0001140361-11-053305.txt : 20111114 0001140361-11-053305.hdr.sgml : 20111111 20111114155212 ACCESSION NUMBER: 0001140361-11-053305 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111202140 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 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/2011 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 submission. Persons Signing this Report on Behalf of Reporting Manager: Name: John C. Richardson Title: General Counsel Phone: (212) 294-8500 Signature, Place, and Date of Signing: /s/ John C. Richardson New York, NY 11/14/2011 --------------------------------- --------------------------------- ---------- [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).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 618 Form 13F Information Table Value Total: $ 5,796,976 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 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 ---- -------------------- ---------------------------------------------------- 2 028-14380 Ionic Convertible Partners LP ---- -------------------- ----------------------------------------------------
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- 3M CO COM 88579Y101 11,960 166,600 CALL DEFINED 1 166,600 0 0 3M CO COM 88579Y101 13,532 188,500 PUT DEFINED 1 188,500 0 0 3M CO COM 88579Y101 5,988 83,406 SH DEFINED 1 83,406 0 0 ABBOTT LABS COM 002824100 1,023 20,000 CALL DEFINED 1 20,000 0 0 ABBOTT LABS COM 002824100 476 9,300 PUT DEFINED 1 9,300 0 0 ABERCROMBIE & FITCH CO CL A 002896207 44,785 727,500 PUT DEFINED 1 727,500 0 0 ABERCROMBIE & FITCH CO CL A 002896207 22,014 357,600 PUT DEFINED 357,600 0 0 ABERCROMBIE & FITCH CO CL A 002896207 11 175 SH DEFINED 1 175 0 0 ABERCROMBIE & FITCH CO CL A 002896207 154 2,500 SH DEFINED 2,500 0 0 ADVANCED MICRO DEVICES INC COM 007903107 14,478 2,850,000 PUT DEFINED 1 2,850,000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 762 150,000 PUT DEFINED 150,000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 7,162 1,409,935 SH DEFINED 1 1,409,935 0 0 ADVANCED MICRO DEVICES INC COM 007903107 380 74,750 SH DEFINED 74,750 0 0 AEROPOSTALE COM 007865108 1,912 176,900 CALL DEFINED 1 176,900 0 0 AETNA INC NEW COM 00817Y108 21,804 600,000 PUT DEFINED 1 600,000 0 0 AETNA INC NEW COM 00817Y108 5,451 150,000 PUT DEFINED 150,000 0 0 AETNA INC NEW COM 00817Y108 2,420 66,600 SH DEFINED 1 66,600 0 0 AETNA INC NEW COM 00817Y108 578 15,900 SH DEFINED 15,900 0 0 ALCOA INC COM 013817101 1,057 110,400 CALL DEFINED 1 110,400 0 0 ALCOA INC COM 013817101 4,805 502,100 PUT DEFINED 1 502,100 0 0 ALCOA INC COM 013817101 3,272 341,876 SH DEFINED 1 341,876 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 32,762 20,000,000 PRN DEFINED 20,000,000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 45,060 703,400 PUT DEFINED 1 703,400 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 5,003 78,100 PUT DEFINED 78,100 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 949 14,820 SH DEFINED 1 14,820 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 127 1,980 SH DEFINED 1,980 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 20,454 10,000,000 PRN DEFINED 10,000,000 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 17,398 13,726,000 PRN DEFINED 13,726,000 0 0 ALTERA CORP COM 021441100 39,413 1,250,000 PUT DEFINED 1 1,250,000 0 0 ALTERA CORP COM 021441100 6,249 198,200 SH DEFINED 1 198,200 0 0 ALTRIA GROUP INC COM 02209S103 633 23,600 CALL DEFINED 1 23,600 0 0 ALTRIA GROUP INC COM 02209S103 617 23,000 PUT DEFINED 1 23,000 0 0 AMAZON COM INC COM 023135106 735 3,400 CALL DEFINED 1 3,400 0 0 AMAZON COM INC COM 023135106 69,085 319,500 PUT DEFINED 1 319,500 0 0 AMAZON COM INC COM 023135106 7,568 35,000 PUT DEFINED 35,000 0 0 AMAZON COM INC COM 023135106 3,103 14,350 SH DEFINED 1 14,350 0 0 AMAZON COM INC COM 023135106 345 1,594 SH DEFINED 1,594 0 0 AMERICAN EXPRESS CO COM 025816109 5,613 125,000 CALL DEFINED 1 125,000 0 0 AMERICAN EXPRESS CO COM 025816109 8,091 180,200 PUT DEFINED 1 180,200 0 0 AMGEN INC COM 031162100 390 7,100 CALL DEFINED 1 7,100 0 0 AMGEN INC COM 031162100 671 12,200 PUT DEFINED 1 12,200 0 0 AMGEN INC COM 031162100 40 721 SH DEFINED 1 721 0 0 ANADARKO PETE CORP COM 032511107 2,837 45,000 CALL DEFINED 1 45,000 0 0 ANADARKO PETE CORP COM 032511107 2,837 45,000 PUT DEFINED 1 45,000 0 0 ANADARKO PETE CORP COM 032511107 1,740 27,601 SH DEFINED 1 27,601 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 5,790 140,000 CALL DEFINED 1 140,000 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 5,790 140,000 PUT DEFINED 1 140,000 0 0 ANNALY CAP MGMT INC COM 035710409 1,663 100,000 CALL DEFINED 1 100,000 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 11,435 10,000,000 PRN DEFINED 1 10,000,000 0 0 APACHE CORP COM 037411105 4,012 50,000 PUT DEFINED 1 50,000 0 0 APACHE CORP COM 037411105 4,012 50,000 SH DEFINED 1 50,000 0 0 APPLE INC COM 037833100 4,385 11,500 CALL DEFINED 1 11,500 0 0 APPLE INC COM 037833100 69,210 181,500 PUT DEFINED 1 181,500 0 0 APPLE INC COM 037833100 22,879 60,000 PUT DEFINED 60,000 0 0 APPLE INC COM 037833100 114 300 SH DEFINED 300 0 0 ARCH COAL INC COM 039380100 1,385 95,000 CALL DEFINED 1 95,000 0 0 ARCH COAL INC COM 039380100 1,385 95,000 PUT DEFINED 1 95,000 0 0 ARCH COAL INC COM 039380100 1,385 95,000 SH DEFINED 1 95,000 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 2,759 108,200 CALL DEFINED 1 108,200 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 306 12,000 CALL DEFINED 12,000 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- ARM HLDGS PLC SPONSORED ADR 042068106 32,704 1,282,500 PUT DEFINED 1 1,282,500 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 3,710 145,500 PUT DEFINED 145,500 0 0 ASCENA RETAIL GROUP INC COM 04351G101 2,707 100,000 PUT DEFINED 1 100,000 0 0 ASCENA RETAIL GROUP INC COM 04351G101 2,293 84,694 SH DEFINED 1 84,694 0 0 AT&T INC COM 00206R102 2,943 103,200 CALL DEFINED 1 103,200 0 0 AT&T INC COM 00206R102 6,602 231,500 PUT DEFINED 1 231,500 0 0 AT&T INC COM 00206R102 2,545 89,243 SH DEFINED 1 89,243 0 0 AVIAT NETWORKS INC COM 05366Y102 200 85,000 CALL DEFINED 1 85,000 0 0 AVIAT NETWORKS INC COM 05366Y102 200 85,000 PUT DEFINED 1 85,000 0 0 AVIAT NETWORKS INC COM 05366Y102 173 73,600 SH DEFINED 1 73,600 0 0 BAIDU INC SPON ADR REP A 056752108 23,093 216,000 PUT DEFINED 1 216,000 0 0 BAIDU INC SPON ADR REP A 056752108 2,566 24,000 PUT DEFINED 24,000 0 0 BAIDU INC SPON ADR REP A 056752108 1,229 11,500 SH DEFINED 1 11,500 0 0 BAIDU INC SPON ADR REP A 056752108 139 1,300 SH DEFINED 1,300 0 0 BANCO BRADESCO S A SP ADR PFD 059460303 1,559 105,400 CALL DEFINED 1 105,400 0 0 BANCO BRADESCO S A SP ADR PFD 059460303 117 7,900 CALL DEFINED 7,900 0 0 BANK OF AMERICA CORPORATION COM 060505104 1,480 241,900 CALL DEFINED 1 241,900 0 0 BANK OF AMERICA CORPORATION COM 060505104 10,960 1,790,800 PUT DEFINED 1 1,790,800 0 0 BANK OF AMERICA CORPORATION COM 060505104 10,681 1,745,280 SH DEFINED 1 1,745,280 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670702 625 8,800 CALL DEFINED 1 8,800 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670702 1,208 17,000 PUT DEFINED 1 17,000 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670702 909 12,799 SH DEFINED 1 12,799 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 1,665 1,000,000 PRN DEFINED 1,000,000 0 0 BOEING CO COM 097023105 8,943 147,800 CALL DEFINED 1 147,800 0 0 BOEING CO COM 097023105 10,662 176,200 PUT DEFINED 1 176,200 0 0 BOEING CO COM 097023105 3,020 49,906 SH DEFINED 1 49,906 0 0 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 33,896 18,299,000 PRN DEFINED 18,299,000 0 0 BP PLC SPONSORED ADR 055622104 9,018 250,000 CALL DEFINED 1 250,000 0 0 BP PLC SPONSORED ADR 055622104 3,607 100,000 PUT DEFINED 1 100,000 0 0 BP PLC SPONSORED ADR 055622104 12,336 342,000 SH DEFINED 1 342,000 0 0 BRINKER INTL INC COM 109641100 3,138 150,000 PUT DEFINED 1 150,000 0 0 BRINKER INTL INC COM 109641100 1,924 91,977 SH DEFINED 1 91,977 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 722 23,000 CALL DEFINED 1 23,000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 646 20,600 PUT DEFINED 1 20,600 0 0 BROCADE COMMUNICATIONS SYS I COM 111621306 756 175,100 CALL DEFINED 1 175,100 0 0 BUCKLE INC COM 118440106 1,308 34,000 CALL DEFINED 1 34,000 0 0 BUCKLE INC COM 118440106 70,451 1,831,800 PUT DEFINED 1 1,831,800 0 0 BUCKLE INC COM 118440106 278 7,237 SH DEFINED 1 7,237 0 0 C H ROBINSON WORLDWIDE INC COM 12541W209 10,585 154,600 CALL DEFINED 1 154,600 0 0 C H ROBINSON WORLDWIDE INC COM 12541W209 673 9,827 SH DEFINED 1 9,827 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 7,392 800,000 CALL DEFINED 1 800,000 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 924 100,000 CALL DEFINED 100,000 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 924 100,000 CALL DEFINED 100,000 0 0 CANADIAN NAT RES LTD COM 136385101 2,927 100,000 CALL DEFINED 1 100,000 0 0 CANADIAN NAT RES LTD COM 136385101 410 14,000 SH DEFINED 1 14,000 0 0 CAREER EDUCATION CORP COM 141665109 3,478 266,500 CALL DEFINED 1 266,500 0 0 CAREER EDUCATION CORP COM 141665109 3,573 273,800 PUT DEFINED 1 273,800 0 0 CAREER EDUCATION CORP COM 141665109 3,386 259,470 SH DEFINED 1 259,470 0 0 CATERPILLAR INC DEL COM 149123101 7,576 102,600 CALL DEFINED 1 102,600 0 0 CATERPILLAR INC DEL COM 149123101 30,629 414,800 PUT DEFINED 1 414,800 0 0 CATERPILLAR INC DEL COM 149123101 10,984 148,757 SH DEFINED 1 148,757 0 0 CEMEX SAB DE CV SPON ADR 151290889 1,643 520,000 PUT DEFINED 1 520,000 0 0 CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 3,791 8,000,000 PRN DEFINED 1 8,000,000 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 20,991 12,000,000 PRN DEFINED 12,000,000 0 0 CHEVRON CORP NEW COM 166764100 10,287 111,100 CALL DEFINED 1 111,100 0 0 CHEVRON CORP NEW COM 166764100 20,703 223,600 PUT DEFINED 1 223,600 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 2,577 90,000 PUT DEFINED 1 90,000 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 286 10,000 PUT DEFINED 10,000 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 484 16,910 SH DEFINED 1 16,910 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 14 500 SH DEFINED 500 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- CHIPOTLE MEXICAN GRILL INC COM 169656105 154,505 510,000 PUT DEFINED 1 510,000 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 909 3,000 SH DEFINED 1 3,000 0 0 CIENA CORP COM 171779309 560 50,000 CALL DEFINED 50,000 0 0 CIENA CORP COM 171779309 8,100 723,200 PUT DEFINED 1 723,200 0 0 CIENA CORP COM 171779309 617 55,100 PUT DEFINED 55,100 0 0 CIENA CORP COM 171779309 6,166 550,578 SH DEFINED 1 550,578 0 0 CIENA CORP COM 171779309 618 55,184 SH DEFINED 55,184 0 0 CISCO SYS INC COM 17275R102 6,561 423,300 CALL DEFINED 1 423,300 0 0 CISCO SYS INC COM 17275R102 44,913 2,897,600 PUT DEFINED 1 2,897,600 0 0 CISCO SYS INC COM 17275R102 4,650 300,000 PUT DEFINED 300,000 0 0 CISCO SYS INC COM 17275R102 4,586 295,896 SH DEFINED 1 295,896 0 0 CISCO SYS INC COM 17275R102 155 10,000 SH DEFINED 10,000 0 0 CIT GROUP INC COM 125581801 6,074 200,000 PUT DEFINED 1 200,000 0 0 CIT GROUP INC COM 125581801 820 27,000 SH DEFINED 1 27,000 0 0 CITIGROUP INC COM 172967424 7,535 294,100 CALL DEFINED 1 294,100 0 0 CITIGROUP INC COM 172967424 7,535 294,100 PUT DEFINED 1 294,100 0 0 CITIGROUP INC COM 172967424 641 25,000 SH DEFINED 1 25,000 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 6,662 130,200 PUT DEFINED 1 130,200 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 752 14,700 PUT DEFINED 14,700 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 5,953 116,334 SH DEFINED 1 116,334 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 659 12,880 SH DEFINED 12,880 0 0 CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 19,744 13,500,000 PRN DEFINED 13,500,000 0 0 COACH INC COM 189754104 46,896 904,800 PUT DEFINED 1 904,800 0 0 COACH INC COM 189754104 11,724 226,200 PUT DEFINED 226,200 0 0 COACH INC COM 189754104 8,825 170,260 SH DEFINED 1 170,260 0 0 COACH INC COM 189754104 2,476 47,781 SH DEFINED 47,781 0 0 COCA COLA CO COM 191216100 17,012 251,800 CALL DEFINED 1 251,800 0 0 COCA COLA CO COM 191216100 10,404 154,000 PUT DEFINED 1 154,000 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 4,982 4,000,000 PRN DEFINED 4,000,000 0 0 COMCAST CORP NEW CL A 20030N101 787 37,600 CALL DEFINED 1 37,600 0 0 COMCAST CORP NEW CL A SPL 20030N200 4,741 228,800 CALL DEFINED 1 228,800 0 0 COMCAST CORP NEW CL A 20030N101 2,556 122,200 PUT DEFINED 1 122,200 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 24,742 655,600 PUT DEFINED 1 655,600 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,864 49,400 PUT DEFINED 49,400 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 3,869 102,523 SH DEFINED 1 102,523 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 230 6,100 SH DEFINED 6,100 0 0 CONAGRA FOODS INC COM 205887102 2,422 100,000 CALL DEFINED 1 100,000 0 0 CONAGRA FOODS INC COM 205887102 2,422 100,000 PUT DEFINED 1 100,000 0 0 CONOCOPHILLIPS COM 20825C104 810 12,800 CALL DEFINED 1 12,800 0 0 CONOCOPHILLIPS COM 20825C104 1,190 18,800 PUT DEFINED 1 18,800 0 0 CORNING INC COM 219350105 8,034 650,000 CALL DEFINED 1 650,000 0 0 COUSINS PPTYS INC COM 222795106 410 70,000 PUT DEFINED 1 70,000 0 0 COUSINS PPTYS INC COM 222795106 386 66,000 SH DEFINED 1 66,000 0 0 CREE INC COM 225447101 10,166 391,300 CALL DEFINED 1 391,300 0 0 CREE INC COM 225447101 3,378 130,010 SH DEFINED 1 130,010 0 0 CROCS INC COM 227046109 1,184 50,000 CALL DEFINED 1 50,000 0 0 CSX CORP COM 126408103 1,255 67,200 CALL DEFINED 1 67,200 0 0 CSX CORP COM 126408103 1,686 90,300 PUT DEFINED 1 90,300 0 0 CSX CORP COM 126408103 1,126 60,285 SH DEFINED 1 60,285 0 0 CUMMINS INC COM 231021106 2,050 25,100 CALL DEFINED 1 25,100 0 0 CUMMINS INC COM 231021106 2,050 25,100 PUT DEFINED 1 25,100 0 0 CUMMINS INC COM 231021106 384 4,708 SH DEFINED 1 4,708 0 0 DANAHER CORP DEL COM 235851102 1,686 40,200 CALL DEFINED 1 40,200 0 0 DANAHER CORP DEL COM 235851102 533 12,700 PUT DEFINED 1 12,700 0 0 DECKERS OUTDOOR CORP COM 243537107 1,677 18,000 PUT DEFINED 18,000 0 0 DECKERS OUTDOOR CORP COM 243537107 84 900 SH DEFINED 900 0 0 DEERE & CO COM 244199105 2,118 32,800 CALL DEFINED 1 32,800 0 0 DEERE & CO COM 244199105 1,356 21,000 PUT DEFINED 1 21,000 0 0 DEERE & CO COM 244199105 532 8,232 SH DEFINED 1 8,232 0 0 DELL INC COM 24702R101 797 56,400 CALL DEFINED 1 56,400 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- DELL INC COM 24702R101 64,695 4,575,300 PUT DEFINED 1 4,575,300 0 0 DELL INC COM 24702R101 7,187 508,300 PUT DEFINED 508,300 0 0 DELL INC COM 24702R101 3,325 235,128 SH DEFINED 1 235,128 0 0 DELL INC COM 24702R101 454 32,100 SH DEFINED 32,100 0 0 DENISON MINES CORP COM 248356107 683 644,000 PUT DEFINED 1 644,000 0 0 DENISON MINES CORP COM 248356107 644 607,300 SH DEFINED 1 607,300 0 0 DEVRY INC DEL COM 251893103 2,114 57,200 CALL DEFINED 1 57,200 0 0 DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 16,421 310,000 CALL DEFINED 1 310,000 0 0 DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 6,727 127,000 PUT DEFINED 1 127,000 0 0 DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 10,175 192,085 SH DEFINED 1 192,085 0 0 DISNEY WALT CO COM DISNEY 254687106 4,090 135,600 CALL DEFINED 1 135,600 0 0 DISNEY WALT CO COM DISNEY 254687106 4,961 164,500 PUT DEFINED 1 164,500 0 0 DISNEY WALT CO COM DISNEY 254687106 894 29,631 SH DEFINED 1 29,631 0 0 DOLE FOOD CO INC NEW COM 256603101 10 1,000 CALL DEFINED 1 1,000 0 0 DOLE FOOD CO INC NEW COM 256603101 972 97,200 PUT DEFINED 1 97,200 0 0 DOLLAR GEN CORP NEW COM 256677105 26,402 699,200 CALL DEFINED 1 699,200 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 4,269 106,800 CALL DEFINED 1 106,800 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 5,636 141,000 PUT DEFINED 1 141,000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 615 15,393 SH DEFINED 1 15,393 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 26,177 20,000,000 PRN DEFINED 20,000,000 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 14,096 10,000,000 PRN DEFINED 1 10,000,000 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 16,753 11,885,000 PRN DEFINED 11,885,000 0 0 EMERSON ELEC CO COM 291011104 2,189 53,000 CALL DEFINED 1 53,000 0 0 EMERSON ELEC CO COM 291011104 1,310 31,700 PUT DEFINED 1 31,700 0 0 EMERSON ELEC CO COM 291011104 807 19,529 SH DEFINED 1 19,529 0 0 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 12,484 11,030,000 PRN DEFINED 11,030,000 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 5,566 5,000,000 PRN DEFINED 5,000,000 0 0 ETFS PLATINUM TR SH BEN INT 26922V101 1,654 11,000 SH DEFINED 1 11,000 0 0 EXXON MOBIL CORP COM 30231G102 43,513 599,100 CALL DEFINED 1 599,100 0 0 EXXON MOBIL CORP COM 30231G102 34,405 473,700 PUT DEFINED 1 473,700 0 0 EXXON MOBIL CORP COM 30231G102 3,743 51,533 SH DEFINED 1 51,533 0 0 FASTENAL CO COM 311900104 3,095 93,000 CALL DEFINED 1 93,000 0 0 FASTENAL CO COM 311900104 69,276 2,081,600 PUT DEFINED 1 2,081,600 0 0 FASTENAL CO COM 311900104 12,227 367,400 PUT DEFINED 367,400 0 0 FASTENAL CO COM 311900104 3,268 98,208 SH DEFINED 1 98,208 0 0 FASTENAL CO COM 311900104 976 29,320 SH DEFINED 29,320 0 0 FEDEX CORP COM 31428X106 934 13,800 CALL DEFINED 1 13,800 0 0 FEDEX CORP COM 31428X106 751 11,100 PUT DEFINED 1 11,100 0 0 FEDEX CORP COM 31428X106 546 8,066 SH DEFINED 1 8,066 0 0 FINISH LINE INC CL A 317923100 1,199 60,000 CALL DEFINED 1 60,000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 4,308 445,500 CALL DEFINED 1 445,500 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 355 36,700 PUT DEFINED 1 36,700 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 113 11,725 SH DEFINED 1 11,725 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 40,072 1,316,000 CALL DEFINED 1 1,316,000 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 9,604 315,400 PUT DEFINED 1 315,400 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,491 81,809 SH DEFINED 1 81,809 0 0 GARMIN LTD SHS H2906T109 502 15,800 PUT DEFINED 15,800 0 0 GARMIN LTD SHS H2906T109 25 800 SH DEFINED 800 0 0 GENERAL DYNAMICS CORP COM 369550108 853 15,000 CALL DEFINED 1 15,000 0 0 GENERAL DYNAMICS CORP COM 369550108 1,468 25,800 PUT DEFINED 1 25,800 0 0 GENERAL DYNAMICS CORP COM 369550108 825 14,502 SH DEFINED 1 14,502 0 0 GENERAL ELECTRIC CO COM 369604103 10,170 668,200 CALL DEFINED 1 668,200 0 0 GENERAL ELECTRIC CO COM 369604103 8,870 582,800 PUT DEFINED 1 582,800 0 0 GENERAL ELECTRIC CO COM 369604103 2,382 156,518 SH DEFINED 1 156,518 0 0 GENERAL MTRS CO COM 37045V100 1,009 50,000 CALL DEFINED 1 50,000 0 0 GENERAL MTRS CO COM 37045V100 807 40,000 SH DEFINED 1 40,000 0 0 GLOBAL X FDS SILVER MNR ETF 37950E853 710 34,100 CALL DEFINED 1 34,100 0 0 GLOBAL X FDS SILVER MNR ETF 37950E853 1,272 61,100 PUT DEFINED 1 61,100 0 0 GLOBAL X FDS SILVER MNR ETF 37950E853 263 12,637 SH DEFINED 1 12,637 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 378 4,000 CALL DEFINED 1 4,000 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- GOLDMAN SACHS GROUP INC COM 38141G104 624 6,600 PUT DEFINED 1 6,600 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 504 5,332 SH DEFINED 1 5,332 0 0 GOOGLE INC CL A 38259P508 1,545 3,000 CALL DEFINED 1 3,000 0 0 GOOGLE INC CL A 38259P508 927 1,800 PUT DEFINED 1 1,800 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 89,148 959,200 PUT DEFINED 1 959,200 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 9,907 106,600 PUT DEFINED 106,600 0 0 HALLIBURTON CO COM 406216101 55,382 1,814,600 PUT DEFINED 1 1,814,600 0 0 HALLIBURTON CO COM 406216101 4,627 151,600 PUT DEFINED 151,600 0 0 HALLIBURTON CO COM 406216101 26,228 859,356 SH DEFINED 1 859,356 0 0 HALLIBURTON CO COM 406216101 1,515 49,650 SH DEFINED 49,650 0 0 HANSEN NAT CORP COM 411310105 70,993 813,300 PUT DEFINED 1 813,300 0 0 HANSEN NAT CORP COM 411310105 1,003 11,486 SH DEFINED 1 11,486 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 673 41,693 SH DEFINED 1 41,693 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,836 63,000 CALL DEFINED 63,000 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,108 38,000 PUT DEFINED 38,000 0 0 HERBALIFE LTD COM USD SHS G4412G101 88,376 1,648,800 PUT DEFINED 1 1,648,800 0 0 HERBALIFE LTD COM USD SHS G4412G101 750 14,000 SH DEFINED 1 14,000 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 15,449 11,922,000 PRN DEFINED 1 11,922,000 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 10,701 8,258,000 PRN DEFINED 8,258,000 0 0 HESS CORP COM 42809H107 26,755 510,000 PUT DEFINED 1 510,000 0 0 HESS CORP COM 42809H107 8,917 169,970 SH DEFINED 1 169,970 0 0 HEWLETT PACKARD CO COM 428236103 9,743 434,000 CALL DEFINED 1 434,000 0 0 HEWLETT PACKARD CO COM 428236103 4,935 219,800 PUT DEFINED 1 219,800 0 0 HOME DEPOT INC COM 437076102 4,329 131,700 CALL DEFINED 1 131,700 0 0 HOME DEPOT INC COM 437076102 5,262 160,100 PUT DEFINED 1 160,100 0 0 HONEYWELL INTL INC COM 438516106 1,313 29,900 CALL DEFINED 1 29,900 0 0 HONEYWELL INTL INC COM 438516106 1,401 31,900 PUT DEFINED 1 31,900 0 0 HONEYWELL INTL INC COM 438516106 972 22,136 SH DEFINED 1 22,136 0 0 ICICI BK LTD ADR 45104G104 1,736 50,000 PUT DEFINED 1 50,000 0 0 ICICI BK LTD ADR 45104G104 1,167 33,624 SH DEFINED 1 33,624 0 0 ILLINOIS TOOL WKS INC COM 452308109 21 500 CALL DEFINED 1 500 0 0 ILLINOIS TOOL WKS INC COM 452308109 420 10,100 PUT DEFINED 1 10,100 0 0 ILLINOIS TOOL WKS INC COM 452308109 247 5,949 SH DEFINED 1 5,949 0 0 INCYTE CORP NOTE 4.750%10/0 45337CAJ1 2,666 1,501,000 PRN DEFINED 1,501,000 0 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 17,625 11,000,000 PRN DEFINED 11,000,000 0 0 INTEL CORP COM 458140100 4,073 190,900 CALL DEFINED 1 190,900 0 0 INTEL CORP COM 458140100 65,067 3,049,800 PUT DEFINED 1 3,049,800 0 0 INTEL CORP COM 458140100 6,652 311,800 PUT DEFINED 311,800 0 0 INTEL CORP COM 458140100 1,248 58,500 SH DEFINED 1 58,500 0 0 INTEL CORP COM 458140100 139 6,500 SH DEFINED 6,500 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 21,701 124,100 CALL DEFINED 1 124,100 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 37,615 215,100 PUT DEFINED 1 215,100 0 0 INTUITIVE SURGICAL INC COM 46120E602 55,917 153,500 PUT DEFINED 1 153,500 0 0 INTUITIVE SURGICAL INC COM 46120E602 3,789 10,400 PUT DEFINED 10,400 0 0 ISHARES INC MSCI BRAZIL 464286400 23,212 446,300 CALL DEFINED 1 446,300 0 0 ISHARES INC MSCI S KOREA 464286772 1,621 34,800 CALL DEFINED 1 34,800 0 0 ISHARES INC MSCI BRAZIL 464286400 21,782 418,800 PUT DEFINED 1 418,800 0 0 ISHARES INC MSCI BRAZIL 464286400 20,037 385,250 SH DEFINED 1 385,250 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 5,782 200,000 CALL DEFINED 1 200,000 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 87,866 2,850,000 CALL DEFINED 1 2,850,000 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 9,249 300,000 CALL DEFINED 300,000 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 100,198 3,250,000 PUT DEFINED 1 3,250,000 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 9,249 300,000 PUT DEFINED 300,000 0 0 ISHARES TR MSCI EMERG MKT 464287234 31,586 900,000 PUT DEFINED 1 900,000 0 0 ISHARES TR MSCI EMERG MKT 464287234 7,019 200,000 PUT DEFINED 200,000 0 0 ISHARES TR S&P 100 IDX FD 464287101 20,964 407,616 SH DEFINED 1 407,616 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 26,279 852,400 SH DEFINED 1 852,400 0 0 ISHARES TR FTSE CHINA25 IDX 464287184 2,759 89,500 SH DEFINED 89,500 0 0 ISHARES TR MSCI EMERG MKT 464287234 17,667 503,400 SH DEFINED 1 503,400 0 0 ISHARES TR MSCI EMERG MKT 464287234 4,092 116,600 SH DEFINED 116,600 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 312 20,100 CALL DEFINED 1 20,100 0 0 JOHNSON & JOHNSON COM 478160104 8,834 138,700 CALL DEFINED 1 138,700 0 0 JOHNSON & JOHNSON COM 478160104 7,095 111,400 PUT DEFINED 1 111,400 0 0 JPMORGAN CHASE & CO COM 46625H100 6,006 199,400 CALL DEFINED 1 199,400 0 0 JPMORGAN CHASE & CO COM 46625H100 19,415 644,600 PUT DEFINED 1 644,600 0 0 JPMORGAN CHASE & CO COM 46625H100 8,084 268,404 SH DEFINED 1 268,404 0 0 KIMCO RLTY CORP COM 49446R109 1,583 105,300 CALL DEFINED 1 105,300 0 0 KIMCO RLTY CORP COM 49446R109 176 11,700 CALL DEFINED 11,700 0 0 KOHLS CORP COM 500255104 3,825 77,900 CALL DEFINED 1 77,900 0 0 KOHLS CORP COM 500255104 422 8,600 CALL DEFINED 8,600 0 0 KRAFT FOODS INC CL A 50075N104 2,965 88,300 CALL DEFINED 1 88,300 0 0 KRAFT FOODS INC CL A 50075N104 5,752 171,300 PUT DEFINED 1 171,300 0 0 LAUDER ESTEE COS INC CL A 518439104 10,541 120,000 PUT DEFINED 120,000 0 0 LAUDER ESTEE COS INC CL A 518439104 2,038 23,199 SH DEFINED 23,199 0 0 LEAP WIRELESS INTL INC COM 521863308 2,094 303,100 CALL DEFINED 1 303,100 0 0 LEAP WIRELESS INTL INC COM 521863308 723 104,600 CALL DEFINED 104,600 0 0 LEAP WIRELESS INTL INC COM 521863308 249 36,000 PUT DEFINED 1 36,000 0 0 LEAP WIRELESS INTL INC COM 521863308 104 15,100 PUT DEFINED 15,100 0 0 LEAP WIRELESS INTL INC COM 521863308 198 28,584 SH DEFINED 1 28,584 0 0 LEAP WIRELESS INTL INC COM 521863308 53 7,708 SH DEFINED 7,708 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 8,301 5,830,000 PRN DEFINED 5,830,000 0 0 LOCKHEED MARTIN CORP COM 539830109 1,598 22,000 CALL DEFINED 1 22,000 0 0 LOCKHEED MARTIN CORP COM 539830109 981 13,500 PUT DEFINED 1 13,500 0 0 LOCKHEED MARTIN CORP COM 539830109 131 1,797 SH DEFINED 1 1,797 0 0 LULULEMON ATHLETICA INC COM 550021109 62,148 1,276,400 PUT DEFINED 1 1,276,400 0 0 LULULEMON ATHLETICA INC COM 550021109 5,035 103,400 PUT DEFINED 103,400 0 0 LULULEMON ATHLETICA INC COM 550021109 3,941 80,934 SH DEFINED 1 80,934 0 0 LULULEMON ATHLETICA INC COM 550021109 278 5,700 SH DEFINED 5,700 0 0 M D C HLDGS INC COM 552676108 2,038 120,300 CALL DEFINED 1 120,300 0 0 M D C HLDGS INC COM 552676108 132 7,800 CALL DEFINED 7,800 0 0 M D C HLDGS INC COM 552676108 2,987 176,300 PUT DEFINED 1 176,300 0 0 M D C HLDGS INC COM 552676108 330 19,500 PUT DEFINED 19,500 0 0 M D C HLDGS INC COM 552676108 1,919 113,257 SH DEFINED 1 113,257 0 0 M D C HLDGS INC COM 552676108 212 12,488 SH DEFINED 12,488 0 0 MARATHON OIL CORP COM 565849106 2,158 100,000 CALL DEFINED 1 100,000 0 0 MARATHON OIL CORP COM 565849106 432 20,000 SH DEFINED 1 20,000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 55,190 1,000,000 CALL DEFINED 1 1,000,000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 183,932 3,332,700 PUT DEFINED 1 3,332,700 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 23,610 427,800 PUT DEFINED 427,800 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 10,877 197,086 SH DEFINED 1 197,086 0 0 MASTERCARD INC CL A 57636Q104 35,395 111,600 PUT DEFINED 1 111,600 0 0 MASTERCARD INC CL A 57636Q104 2,664 8,400 PUT DEFINED 8,400 0 0 MCDONALDS CORP COM 580135101 6,727 76,600 CALL DEFINED 1 76,600 0 0 MCDONALDS CORP COM 580135101 14,648 166,800 PUT DEFINED 1 166,800 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 289 4,200 PUT DEFINED 4,200 0 0 MEDTRONIC INC COM 585055106 708 21,300 CALL DEFINED 1 21,300 0 0 MEDTRONIC INC COM 585055106 266 8,000 PUT DEFINED 1 8,000 0 0 MERCK & CO INC NEW COM 58933Y105 4,905 150,000 CALL DEFINED 1 150,000 0 0 MERCK & CO INC NEW COM 58933Y105 5,206 159,200 PUT DEFINED 1 159,200 0 0 MERCK & CO INC NEW COM 58933Y105 2,641 80,768 SH DEFINED 1 80,768 0 0 METLIFE INC COM 59156R108 4,902 175,000 PUT DEFINED 1 175,000 0 0 METLIFE INC COM 59156R108 700 25,000 PUT DEFINED 25,000 0 0 METLIFE INC UNIT 99/99/9999 59156R116 57 1,000 SH DEFINED 1 1,000 0 0 MICROSOFT CORP COM 594918104 42,706 1,715,800 CALL DEFINED 1 1,715,800 0 0 MICROSOFT CORP COM 594918104 8,490 341,100 PUT DEFINED 1 341,100 0 0 MICROSOFT CORP COM 594918104 10,103 405,900 SH DEFINED 1 405,900 0 0 MONSANTO CO NEW COM 61166W101 32,422 540,000 PUT DEFINED 1 540,000 0 0 MONSANTO CO NEW COM 61166W101 3,602 60,000 PUT DEFINED 60,000 0 0 MONSANTO CO NEW COM 61166W101 4,953 82,500 SH DEFINED 1 82,500 0 0 MONSANTO CO NEW COM 61166W101 660 11,000 SH DEFINED 11,000 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- MORGAN STANLEY COM 617446448 22,128 1,637,900 PUT DEFINED 1 1,637,900 0 0 MORGAN STANLEY COM 617446448 8,268 611,983 SH DEFINED 1 611,983 0 0 MYLAN INC NOTE 3.750% 9/1 628530AJ6 27,558 19,000,000 PRN DEFINED 19,000,000 0 0 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 5,098 4,500,000 PRN DEFINED 1 4,500,000 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 7,957 6,539,000 PRN DEFINED 1 6,539,000 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 17,596 14,461,000 PRN DEFINED 14,461,000 0 0 NETFLIX INC COM 64110L106 16,062 141,800 PUT DEFINED 1 141,800 0 0 NETFLIX INC COM 64110L106 2,311 20,400 PUT DEFINED 20,400 0 0 NETFLIX INC COM 64110L106 5,005 44,190 SH DEFINED 1 44,190 0 0 NETFLIX INC COM 64110L106 522 4,610 SH DEFINED 4,610 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 20,451 425,000 PUT DEFINED 1 425,000 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 2,271 47,200 PUT DEFINED 47,200 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 9 180 SH DEFINED 180 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 919 40,000 PUT DEFINED 40,000 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 535 23,300 SH DEFINED 23,300 0 0 NEWCASTLE INVT CORP COM 65105M108 1,933 475,000 CALL DEFINED 1 475,000 0 0 NEWMONT MINING CORP COM 651639106 2,606 41,400 CALL DEFINED 1 41,400 0 0 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 15,377 10,500,000 PRN DEFINED 10,500,000 0 0 NEWMONT MINING CORP NOTE 3.000% 2/1 651639ak2 13,861 10,000,000 PRN DEFINED 10,000,000 0 0 NORFOLK SOUTHERN CORP COM 655844108 1,147 18,800 CALL DEFINED 1 18,800 0 0 NORFOLK SOUTHERN CORP COM 655844108 1,666 27,300 PUT DEFINED 1 27,300 0 0 NORFOLK SOUTHERN CORP COM 655844108 482 7,899 SH DEFINED 1 7,899 0 0 NORTHROP GRUMMAN CORP COM 666807102 616 11,800 CALL DEFINED 1 11,800 0 0 NORTHROP GRUMMAN CORP COM 666807102 944 18,100 PUT DEFINED 1 18,100 0 0 NORTHROP GRUMMAN CORP COM 666807102 478 9,164 SH DEFINED 1 9,164 0 0 NOVELLUS SYS INC COM 670008101 3,067 112,500 CALL DEFINED 1 112,500 0 0 NOVELLUS SYS INC COM 670008101 341 12,500 CALL DEFINED 12,500 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 729 10,200 CALL DEFINED 1 10,200 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 472 6,600 PUT DEFINED 1 6,600 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 10,926 6,700,000 PRN DEFINED 6,700,000 0 0 OMNICARE INC COM 681904108 5,086 200,000 PUT DEFINED 200,000 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 16,737 15,000,000 PRN DEFINED 15,000,000 0 0 OMNICOM GROUP INC COM 681919106 1,179 32,000 CALL DEFINED 1 32,000 0 0 ORACLE CORP COM 68389X105 1,647 57,300 CALL DEFINED 1 57,300 0 0 ORACLE CORP COM 68389X105 655 22,800 PUT DEFINED 1 22,800 0 0 ORIGIN AGRITECH LIMITED SHS G67828106 - 100 CALL DEFINED 1 100 0 0 ORIGIN AGRITECH LIMITED SHS G67828106 23 9,900 PUT DEFINED 1 9,900 0 0 ORIGIN AGRITECH LIMITED SHS G67828106 23 9,900 SH DEFINED 1 9,900 0 0 OSHKOSH CORP COM 688239201 787 50,000 CALL DEFINED 1 50,000 0 0 PACCAR INC COM 693718108 521 15,400 CALL DEFINED 1 15,400 0 0 PACCAR INC COM 693718108 511 15,100 PUT DEFINED 1 15,100 0 0 PACCAR INC COM 693718108 380 11,232 SH DEFINED 1 11,232 0 0 PEABODY ENERGY CORP COM 704549104 6,098 180,000 PUT DEFINED 1 180,000 0 0 PEABODY ENERGY CORP COM 704549104 678 20,000 PUT DEFINED 20,000 0 0 PEABODY ENERGY CORP COM 704549104 1,650 48,700 SH DEFINED 1 48,700 0 0 PEABODY ENERGY CORP COM 704549104 183 5,400 SH DEFINED 5,400 0 0 PEPSICO INC COM 713448108 11,588 187,200 CALL DEFINED 1 187,200 0 0 PEPSICO INC COM 713448108 539 8,700 PUT DEFINED 1 8,700 0 0 PEPSICO INC COM 713448108 156 2,528 SH DEFINED 1 2,528 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,535 202,000 CALL DEFINED 1 202,000 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,616 72,000 CALL DEFINED 72,000 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,123 50,000 PUT DEFINED 50,000 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 77 3,422 SH DEFINED 1 3,422 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,098 48,900 SH DEFINED 48,900 0 0 PFIZER INC COM 717081103 8,304 469,700 CALL DEFINED 1 469,700 0 0 PFIZER INC COM 717081103 9,782 553,300 PUT DEFINED 1 553,300 0 0 PFIZER INC COM 717081103 4,043 228,686 SH DEFINED 1 228,686 0 0 PHILIP MORRIS INTL INC COM 718172109 1,971 31,600 CALL DEFINED 1 31,600 0 0 PHILIP MORRIS INTL INC COM 718172109 1,466 23,500 PUT DEFINED 1 23,500 0 0 POLARIS INDS INC COM 731068102 17,989 360,000 PUT DEFINED 1 360,000 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- POLARIS INDS INC COM 731068102 1,999 40,000 PUT DEFINED 40,000 0 0 POLARIS INDS INC COM 731068102 1,884 37,696 SH DEFINED 1 37,696 0 0 POLARIS INDS INC COM 731068102 250 5,000 SH DEFINED 5,000 0 0 POTASH CORP SASK INC COM 73755L107 674 15,600 PUT DEFINED 1 15,600 0 0 POTASH CORP SASK INC COM 73755L107 523 12,100 SH DEFINED 1 12,100 0 0 POWERSHS DB MULTI SECT COMM DB ENERGY FUND 73936B101 566 22,000 CALL DEFINED 22,000 0 0 PRICELINE COM INC COM 741503403 41,440 92,200 PUT DEFINED 1 92,200 0 0 PRICELINE COM INC COM 741503403 3,416 7,600 PUT DEFINED 7,600 0 0 PRICELINE COM INC COM 741503403 1,872 4,164 SH DEFINED 1 4,164 0 0 PRICELINE COM INC COM 741503403 46 102 SH DEFINED 102 0 0 PROCTER & GAMBLE CO COM 742718109 8,308 131,500 CALL DEFINED 1 131,500 0 0 PROCTER & GAMBLE CO COM 742718109 7,531 119,200 PUT DEFINED 1 119,200 0 0 QUALCOMM INC COM 747525103 574 11,800 CALL DEFINED 1 11,800 0 0 QUALCOMM INC COM 747525103 1,221 25,100 PUT DEFINED 1 25,100 0 0 RACKSPACE HOSTING INC COM 750086100 29,514 864,500 PUT DEFINED 1 864,500 0 0 RACKSPACE HOSTING INC COM 750086100 3,281 96,100 PUT DEFINED 96,100 0 0 RACKSPACE HOSTING INC COM 750086100 854 25,000 SH DEFINED 1 25,000 0 0 RALPH LAUREN CORP CL A 751212101 27,976 215,700 PUT DEFINED 1 215,700 0 0 RALPH LAUREN CORP CL A 751212101 2,996 23,100 PUT DEFINED 23,100 0 0 RALPH LAUREN CORP CL A 751212101 584 4,500 SH DEFINED 1 4,500 0 0 RALPH LAUREN CORP CL A 751212101 65 500 SH DEFINED 500 0 0 RAYTHEON CO COM 755111507 699 17,100 CALL DEFINED 1 17,100 0 0 RAYTHEON CO COM 755111507 699 17,100 PUT DEFINED 1 17,100 0 0 RAYTHEON CO COM 755111507 575 14,059 SH DEFINED 1 14,059 0 0 RESOLUTE ENERGY CORP COM 76116A108 6,816 600,000 PUT DEFINED 1 600,000 0 0 RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 2,243 1,495,585 SH DEFINED 1 1,495,585 0 0 RF MICRODEVICES INC COM 749941100 2,254 355,500 CALL DEFINED 1 355,500 0 0 RF MICRODEVICES INC COM 749941100 250 39,500 CALL DEFINED 39,500 0 0 RIVERBED TECHNOLOGY INC COM 768573107 10,778 540,000 PUT DEFINED 1 540,000 0 0 RIVERBED TECHNOLOGY INC COM 768573107 2,750 137,800 SH DEFINED 1 137,800 0 0 SAKS INC COM 79377W108 2,800 320,000 PUT DEFINED 1 320,000 0 0 SAKS INC COM 79377W108 1,479 169,080 SH DEFINED 1 169,080 0 0 SALESFORCE COM INC COM 79466L302 6,857 60,000 PUT DEFINED 60,000 0 0 SALESFORCE COM INC COM 79466L302 114 1,000 SH DEFINED 1,000 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 18,500 12,500,000 PRN DEFINED 12,500,000 0 0 SAVIENT PHARMACEUTICALS INC NOTE 4.750% 2/0 80517QAA8 1,696 2,400,000 PRN DEFINED 1 2,400,000 0 0 SCHLUMBERGER LTD COM 806857108 938 15,700 CALL DEFINED 1 15,700 0 0 SCHLUMBERGER LTD COM 806857108 633 10,600 PUT DEFINED 1 10,600 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,441 49,100 CALL DEFINED 1 49,100 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 6,010 189,400 CALL DEFINED 1 189,400 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,574 120,500 CALL DEFINED 1 120,500 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 5,320 152,600 CALL DEFINED 1 152,600 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 5,242 89,600 CALL DEFINED 1 89,600 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7,732 654,700 CALL DEFINED 1 654,700 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,539 86,900 CALL DEFINED 1 86,900 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,990 253,800 CALL DEFINED 1 253,800 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,027 60,300 CALL DEFINED 1 60,300 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,107 37,700 PUT DEFINED 1 37,700 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 6,010 189,400 PUT DEFINED 1 189,400 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 4,535 152,900 PUT DEFINED 1 152,900 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,336 95,700 PUT DEFINED 1 95,700 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 11,093 189,600 PUT DEFINED 1 189,600 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,173 946,100 PUT DEFINED 1 946,100 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,335 45,700 PUT DEFINED 1 45,700 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 11,750 497,900 PUT DEFINED 1 497,900 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,027 60,300 PUT DEFINED 1 60,300 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 198 6,748 SH DEFINED 1 6,748 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 954 32,151 SH DEFINED 1 32,151 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,676 79,913 SH DEFINED 1 79,913 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,600 389,489 SH DEFINED 1 389,489 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 603 25,559 SH DEFINED 1 25,559 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 718 40,000 CALL DEFINED 1 40,000 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 180 10,000 CALL DEFINED 10,000 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 19,397 1,080,000 PUT DEFINED 1 1,080,000 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 4,310 240,000 PUT DEFINED 240,000 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 5,971 332,465 SH DEFINED 1 332,465 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1,338 74,493 SH DEFINED 74,493 0 0 SOUTHERN COPPER CORP COM 84265V105 5,693 227,800 CALL DEFINED 1 227,800 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2,166 65,000 CALL DEFINED 1 65,000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 162,343 1,027,100 PUT DEFINED 1 1,027,100 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 18,035 114,100 PUT DEFINED 114,100 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 12,092 76,500 SH DEFINED 1 76,500 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 1,344 8,500 SH DEFINED 8,500 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 214,985 1,900,000 PUT DEFINED 1 1,900,000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 11,315 100,000 PUT DEFINED 100,000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 21,997 194,402 SH DEFINED 1 194,402 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 735 6,500 SH DEFINED 6,500 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 18,938 1,425,000 CALL DEFINED 1 1,425,000 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,994 150,000 CALL DEFINED 150,000 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 18,938 1,425,000 PUT DEFINED 1 1,425,000 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1,994 150,000 PUT DEFINED 150,000 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1,557 33,680 SH DEFINED 1 33,680 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 5,598 421,250 SH DEFINED 1 421,250 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 585 44,000 SH DEFINED 44,000 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 3,648 1,200,000 CALL DEFINED 1 1,200,000 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 912 300,000 PUT DEFINED 1 300,000 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 619 203,500 SH DEFINED 1 203,500 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 4,226 3,492,000 PRN DEFINED 1 3,492,000 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 8,480 7,008,000 PRN DEFINED 7,008,000 0 0 STARBUCKS CORP COM 855244109 157,423 4,221,600 PUT DEFINED 1 4,221,600 0 0 STARBUCKS CORP COM 855244109 15,915 426,800 PUT DEFINED 426,800 0 0 STARBUCKS CORP COM 855244109 759 20,362 SH DEFINED 1 20,362 0 0 STARBUCKS CORP COM 855244109 559 15,000 SH DEFINED 15,000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,863 48,000 CALL DEFINED 1 48,000 0 0 STEEL DYNAMICS INC COM 858119100 640 64,500 CALL DEFINED 1 64,500 0 0 STEEL DYNAMICS INC COM 858119100 71 7,200 CALL DEFINED 7,200 0 0 STRYKER CORP COM 863667101 17,377 368,700 PUT DEFINED 1 368,700 0 0 STRYKER CORP COM 863667101 141 3,000 SH DEFINED 1 3,000 0 0 SUNCOR ENERGY INC NEW COM 867224107 7,632 300,000 CALL DEFINED 1 300,000 0 0 SUNCOR ENERGY INC NEW COM 867224107 1,440 56,600 SH DEFINED 1 56,600 0 0 SUPERVALU INC COM 868536103 3,122 468,700 CALL DEFINED 1 468,700 0 0 SUPERVALU INC COM 868536103 6,260 940,000 PUT DEFINED 1 940,000 0 0 SUPERVALU INC COM 868536103 1,834 275,405 SH DEFINED 1 275,405 0 0 SYMANTEC CORP COM 871503108 575 35,300 SH DEFINED 1 35,300 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 11,631 8,500,000 PRN DEFINED 8,500,000 0 0 TECH DATA CORP COM 878237106 5,836 135,000 CALL DEFINED 1 135,000 0 0 TECH DATA CORP COM 878237106 648 15,000 CALL DEFINED 15,000 0 0 TECK RESOURCES LTD CL B 878742204 1,460 50,000 CALL DEFINED 50,000 0 0 TECK RESOURCES LTD CL B 878742204 1,460 50,000 PUT DEFINED 50,000 0 0 TEMPUR PEDIC INTL INC COM 88023U101 342 6,500 CALL DEFINED 1 6,500 0 0 TEMPUR PEDIC INTL INC COM 88023U101 37 700 CALL DEFINED 700 0 0 TEMPUR PEDIC INTL INC COM 88023U101 889 16,900 PUT DEFINED 1 16,900 0 0 TEMPUR PEDIC INTL INC COM 88023U101 95 1,800 PUT DEFINED 1,800 0 0 TEMPUR PEDIC INTL INC COM 88023U101 229 4,347 SH DEFINED 1 4,347 0 0 TEMPUR PEDIC INTL INC COM 88023U101 34 639 SH DEFINED 639 0 0 TERADYNE INC COM 880770102 2,202 200,000 PUT DEFINED 1 200,000 0 0 TERADYNE INC COM 880770102 220 20,000 SH DEFINED 1 20,000 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 31,750 15,000,000 PRN DEFINED 15,000,000 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 17,607 11,612,000 PRN DEFINED 1 11,612,000 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 24,998 16,486,000 PRN DEFINED 16,486,000 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- TIFFANY & CO NEW COM 886547108 27,430 451,000 PUT DEFINED 1 451,000 0 0 TIFFANY & CO NEW COM 886547108 2,372 39,000 PUT DEFINED 39,000 0 0 TIFFANY & CO NEW COM 886547108 4,897 80,521 SH DEFINED 1 80,521 0 0 TIFFANY & CO NEW COM 886547108 412 6,779 SH DEFINED 6,779 0 0 TRANSDIGM GROUP INC COM 893641100 55,127 675,000 PUT DEFINED 1 675,000 0 0 TRANSDIGM GROUP INC COM 893641100 6,125 75,000 PUT DEFINED 75,000 0 0 TRANSDIGM GROUP INC COM 893641100 1,477 18,090 SH DEFINED 1 18,090 0 0 TRANSDIGM GROUP INC COM 893641100 164 2,010 SH DEFINED 2,010 0 0 TRAVELERS COMPANIES INC COM 89417E109 4,761 97,700 CALL DEFINED 1 97,700 0 0 TRAVELERS COMPANIES INC COM 89417E109 7,076 145,200 PUT DEFINED 1 145,200 0 0 TRAVELERS COMPANIES INC COM 89417E109 2,793 57,311 SH DEFINED 1 57,311 0 0 TRINA SOLAR LIMITED SPON ADR 89628E104 1,878 308,900 SH DEFINED 1 308,900 0 0 TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628EAA2 5,170 8,441,000 PRN DEFINED 1 8,441,000 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 13,424 7,500,000 PRN DEFINED 7,500,000 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 18,930 304,200 PUT DEFINED 304,200 0 0 UNDER ARMOUR INC CL A 904311107 17,360 261,400 PUT DEFINED 1 261,400 0 0 UNDER ARMOUR INC CL A 904311107 1,926 29,000 PUT DEFINED 29,000 0 0 UNION PAC CORP COM 907818108 637 7,800 CALL DEFINED 1 7,800 0 0 UNION PAC CORP COM 907818108 2,434 29,800 PUT DEFINED 1 29,800 0 0 UNION PAC CORP COM 907818108 741 9,077 SH DEFINED 1 9,077 0 0 UNISYS CORP COM 909214306 3,726 237,500 PUT DEFINED 1 237,500 0 0 UNISYS CORP COM 909214306 448 28,550 SH DEFINED 1 28,550 0 0 UNISYS CORP PFD SER A 6.25% 909214405 9 172 SH DEFINED 1 172 0 0 UNITED PARCEL SERVICE INC CL B 911312106 4,869 77,100 CALL DEFINED 1 77,100 0 0 UNITED PARCEL SERVICE INC CL B 911312106 4,098 64,900 PUT DEFINED 1 64,900 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1,272 20,147 SH DEFINED 1 20,147 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 28,531 17,000,000 PRN DEFINED 17,000,000 0 0 UNITED STATES NATL GAS FUND UNIT 912318110 21,286 2,363,800 CALL DEFINED 1 2,363,800 0 0 UNITED STATES NATL GAS FUND UNIT 912318110 180 20,000 CALL DEFINED 20,000 0 0 UNITED STATES NATL GAS FUND UNIT 912318110 44,055 4,892,300 PUT DEFINED 1 4,892,300 0 0 UNITED STATES NATL GAS FUND UNIT 912318110 2,503 278,000 PUT DEFINED 278,000 0 0 UNITED STATES NATL GAS FUND UNIT 912318110 16,950 1,882,343 SH DEFINED 1 1,882,343 0 0 UNITED STATES NATL GAS FUND UNIT 912318110 809 89,850 SH DEFINED 89,850 0 0 UNITED STATES STL CORP NEW COM 912909108 7,428 337,500 CALL DEFINED 1 337,500 0 0 UNITED TECHNOLOGIES CORP COM 913017109 17,738 252,100 CALL DEFINED 1 252,100 0 0 UNITED TECHNOLOGIES CORP COM 913017109 11,891 169,000 PUT DEFINED 1 169,000 0 0 URBAN OUTFITTERS INC COM 917047102 1,481 66,400 PUT DEFINED 66,400 0 0 URBAN OUTFITTERS INC COM 917047102 268 12,000 SH DEFINED 12,000 0 0 US BANCORP DEL COM 902973304 480 20,400 CALL DEFINED 1 20,400 0 0 US BANCORP DEL COM 902973304 457 19,400 PUT DEFINED 1 19,400 0 0 VALE CAP II GTD CV 6.75%12 91912F201 16,000 250,000 SH DEFINED 250,000 0 0 VALE CAP II VALEP 6.75%12 91912F300 17,316 256,917 SH DEFINED 256,917 0 0 VALE S A ADR 91912E105 5,287 231,900 PUT DEFINED 1 231,900 0 0 VALE S A ADR 91912E105 4,774 209,400 SH DEFINED 1 209,400 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1,785 48,500 CALL DEFINED 1 48,500 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 6,808 185,000 PUT DEFINED 1 185,000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 7,010 190,497 SH DEFINED 1 190,497 0 0 VIRGIN MEDIA INC COM 92769L101 35,264 1,448,200 PUT DEFINED 1 1,448,200 0 0 VIRGIN MEDIA INC COM 92769L101 4,383 180,000 PUT DEFINED 180,000 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 31,660 21,000,000 PRN DEFINED 1 21,000,000 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 21,107 14,000,000 PRN DEFINED 14,000,000 0 0 VODAFONE GROUP PLC NEW SPONS ADR 92857W209 2,566 100,000 CALL DEFINED 1 100,000 0 0 VULCAN MATLS CO COM 929160109 26,976 978,800 PUT DEFINED 1 978,800 0 0 VULCAN MATLS CO COM 929160109 2,999 108,800 PUT DEFINED 108,800 0 0 VULCAN MATLS CO COM 929160109 3,730 135,356 SH DEFINED 1 135,356 0 0 VULCAN MATLS CO COM 929160109 579 21,000 SH DEFINED 21,000 0 0 WAL MART STORES INC COM 931142103 7,660 147,600 CALL DEFINED 1 147,600 0 0 WAL MART STORES INC COM 931142103 13,292 256,100 PUT DEFINED 1 256,100 0 0 WALGREEN CO COM 931422109 8,223 250,000 CALL DEFINED 1 250,000 0 0 WALGREEN CO COM 931422109 16,445 500,000 PUT DEFINED 1 500,000 0 0
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 ---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ---- WEIGHT WATCHERS INTL INC NEW COM 948626106 256 4,400 PUT DEFINED 4,400 0 0 WELLPOINT INC COM 94973V107 21,542 330,000 CALL DEFINED 1 330,000 0 0 WELLPOINT INC COM 94973V107 2,872 44,000 PUT DEFINED 1 44,000 0 0 WELLPOINT INC COM 94973V107 2,800 42,889 SH DEFINED 1 42,889 0 0 WELLS FARGO & CO NEW COM 949746101 1,375 57,000 CALL DEFINED 1 57,000 0 0 WELLS FARGO & CO NEW COM 949746101 2,868 118,900 PUT DEFINED 1 118,900 0 0 WELLS FARGO & CO NEW COM 949746101 1,363 56,519 SH DEFINED 1 56,519 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 7,037 5,000,000 PRN DEFINED 5,000,000 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 16,596 12,200,000 PRN DEFINED 12,200,000 0 0 WINTRUST FINANCIAL CORP COM 97650W108 622 24,100 PUT DEFINED 1 24,100 0 0 XILINX INC COM 983919101 34,273 1,249,000 PUT DEFINED 1 1,249,000 0 0 XILINX INC COM 983919101 3,809 138,800 PUT DEFINED 138,800 0 0 XILINX INC COM 983919101 3,586 130,700 SH DEFINED 1 130,700 0 0 XILINX INC COM 983919101 255 9,300 SH DEFINED 9,300 0 0 YAMANA GOLD INC COM 98462Y100 4,321 316,300 CALL DEFINED 1 316,300 0 0 YAMANA GOLD INC COM 98462Y100 2,272 166,300 PUT DEFINED 1 166,300 0 0 ZIONS BANCORPORATION COM 989701107 4,859 345,100 PUT DEFINED 1 345,100 0 0 ZIONS BANCORPORATION *W EXP 05/22/202 989701115 3,035 1,264,556 SH DEFINED 1 1,264,556 0 0