-----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, OKpMDBKv4chVF3wAfyS9GsiF675pINdZ6ZSq4Q9yyJYtgqEiz1XlvqBTvcoOyRmb h9Wb38ASRfcXRcy5Nf7atg== 0000894579-08-000118.txt : 20080509 0000894579-08-000118.hdr.sgml : 20080509 20080509172143 ACCESSION NUMBER: 0000894579-08-000118 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080509 DATE AS OF CHANGE: 20080509 EFFECTIVENESS DATE: 20080509 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Amida Capital Management II, LLC CENTRAL INDEX KEY: 0001427356 IRS NUMBER: 205966332 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12997 FILM NUMBER: 08819745 BUSINESS ADDRESS: STREET 1: 415 MADISON AVENUE STREET 2: SECOND FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212-981-3300 MAIL ADDRESS: STREET 1: 415 MADISON AVENUE STREET 2: SECOND FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 acm13f_hr050908.txt FORM 13F-HR - AMIDA CAPITAL MANAGEMENT II, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F Report for the Calendar Year or Quarter Ended: March 31, 2008 Check here if Amendment [ ] Amendment Number: _________ Institutional Investment Manager Filing this Report: Name: Amida Capital Management II, LLC, attn: David Rich Address: 415 Madison Avenue Second Floor New York, NY 10017 Form 13F File Number: 028-12997 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 the 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: David Rich Title: Managing Member Phone: (212) 981-3300 Signature, Place, and Date of Signing: /s/ David Rich New York, New York May 9, 2008 ---------------- ------------------ ----------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 345 Form 13F Information Table Value Total: $468,626 (in thousands)
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- 3M CO COM 88579Y101 792 10,000 SH PUT Sole 10,000 ADVANCED MICRO DEVICES NOTE 6.000% 007903AL1 5,659 9,000,000 PRN Sole 9,000,000 AES CORP COM 00130H105 834 50,000 SH CALL Sole 50,000 ALCOA INC COM 13817101 361 10,000 SH CALL Sole 10,000 ALCOA INC COM 13817101 361 10,000 SH PUT Sole 10,000 ALLEGHENY TECHNOLOGIES COM 01741R102 143 2,000 SH Sole 2,000 ALLEGHENY TECHNOLOGIES COM 01741R102 714 10,000 SH CALL Sole 10,000 ALLEGHENY TECHNOLOGIES COM 01741R102 714 10,000 SH PUT Sole 10,000 ALLEGHENY TECHNOLOGIES COM 01741R102 714 10,000 SH PUT Sole 10,000 AMERICAN EXPRESS CO COM 25816109 1,530 35,000 SH PUT Sole 35,000 AMERICAN TOWER CORP CL A 29912201 510 13,000 SH Sole 13,000 AMERICAN TOWER CORP CL A 29912201 784 20,000 SH PUT Sole 20,000 AMERICAN TOWER CORP CL A 29912201 980 25,000 SH PUT Sole 25,000 AMERICREDIT CORP COM 03060R101 205 20,400 SH Sole 20,400 AMERICREDIT CORP COM 03060R101 302 30,000 SH PUT Sole 30,000 AMERICREDIT CORP NOTE 1.750% 03060RAM3 925 1,000,000 PRN Sole 1,000,000 AMERICREDIT CORP NOTE 2.125% 03060RAR2 2,170 4,000,000 PRN Sole 4,000,000 AMGEN INC NOTE 0.125% 031162AN0 4,531 5,000,000 PRN Sole 5,000,000 AMGEN INC NOTE 0.375% 031162AQ3 2,603 3,000,000 PRN Sole 3,000,000 AMR CORP COM 1765106 271 30,000 SH PUT Sole 30,000 AMR CORP COM 1765106 541 60,000 SH PUT Sole 60,000 AMR CORP COM 1765106 740 82,000 SH Sole 82,000 ANHEUSER BUSCH COS INC COM 35229103 712 15,000 SH PUT Sole 15,000 ANHEUSER BUSCH COS INC COM 35229103 759 16,000 SH Sole 16,000 APOGENT TECHNOLOGIES I DBCV 03760AAK7 11,705 6,000,000 PRN Sole 6,000,000 APOLLO GROUP INC CL A 37604105 216 5,000 SH Sole 5,000 APOLLO GROUP INC CL A 37604105 216 5,000 SH CALL Sole 5,000 APPLE INC COM 37833100 1,435 10,000 SH PUT Sole 10,000 APPLE INC COM 37833100 1,435 10,000 SH PUT Sole 10,000 APPLE INC COM 37833100 1,650 11,500 SH Sole 11,500 ARVINMERITOR INC NOTE 4.625% 043353AF8 2,663 3,000,000 PRN Sole 3,000,000 AT&T INC COM 00206R102 287 7,500 SH Sole 7,500 AT&T INC COM 00206R102 766 20,000 SH PUT Sole 20,000 AUTOZONE INC COM 53332102 774 6,800 SH Sole 6,800 AUTOZONE INC COM 53332102 1,138 10,000 SH PUT Sole 10,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- BANK OF AMERICA CORPOR COM 60505104 1,516 40,000 SH PUT Sole 40,000 BEA SYSTEMS INC COM 73325102 1,532 80,000 SH Sole 80,000 BEAR STEARNS COS INC COM 73902108 105 10,000 SH CALL Sole 10,000 BEAR STEARNS COS INC COM 73902108 210 20,000 SH CALL Sole 20,000 BEAR STEARNS COS INC COM 73902108 262 25,000 SH CALL Sole 25,000 BEAZER HOMES USA INC COM 07556Q105 2,835 300,000 SH PUT Sole 300,000 BEAZER HOMES USA INC COM 07556Q105 756 80,011 SH Sole 80,011 BEST BUY INC COM 86516101 829 20,000 SH Sole 20,000 BEST BUY INC COM 86516101 1,037 25,000 SH PUT Sole 25,000 BEST BUY INC COM 86516101 1,244 30,000 SH CALL Sole 30,000 BHP BILLITON LTD SPONSORED ADR 88606108 790 12,000 SH Sole 12,000 BHP BILLITON LTD SPONSORED ADR 88606108 988 15,000 SH PUT Sole 15,000 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 548 34,500 SH Sole 34,500 BLOCKBUSTER INC CL A 93679108 326 100,000 SH Sole 100,000 BOEING CO COM 97023105 372 5,000 SH PUT Sole 5,000 BOEING CO COM 97023105 1,948 26,200 SH Sole 26,200 BOEING CO COM 97023105 2,231 30,000 SH PUT Sole 30,000 BP PLC SPONSORED ADR 55622104 1,092 18,000 SH Sole 18,000 BP PLC SPONSORED ADR 55622104 1,213 20,000 SH CALL Sole 20,000 BP PLC SPONSORED ADR 55622104 1,213 20,000 SH PUT Sole 20,000 BURLINGTON NORTHN INC-W/RTS COM 12189T104 369 4,000 SH Sole 4,000 CAMECO CORP COM 13321L108 132 4,000 SH Sole 4,000 CAMECO CORP COM 13321L108 412 12,500 SH CALL Sole 12,500 CAMECO CORP COM 13321L108 494 15,000 SH CALL Sole 15,000 CATERPILLAR INC DEL COM 149123101 1,566 20,000 SH CALL Sole 20,000 CELESTICA INC SUB VTG SHS 15101Q108 34 5,000 SH Sole 5,000 CENTEX CORP COM 152312104 484 20,000 SH Sole 20,000 CEPHALON INC NOTE 156708AK5 2,337 2,059,000 PRN Sole 2,059,000 CHECK POINT SOFTWARE T ORD M22465104 560 25,000 SH Sole 25,000 CHECK POINT SOFTWARE T ORD M22465104 560 25,000 SH CALL Sole 25,000 CHECK POINT SOFTWARE T ORD M22465104 560 25,000 SH PUT Sole 25,000 CHECK POINT SOFTWARE T ORD M22465104 560 25,000 SH PUT Sole 25,000 CHESAPEAKE ENERGY CORP COM 165167107 300 6,500 SH Sole 6,500 CHESAPEAKE ENERGY CORP COM 165167107 1,154 25,000 SH PUT Sole 25,000 CHESAPEAKE ENERGY CORP COM 165167107 1,385 30,000 SH PUT Sole 30,000 CHESAPEAKE ENERGY CORP NOTE 2.750% 165167BW6 3,302 2,500,000 PRN Sole 2,500,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 129 1,500 SH Sole 1,500 CISCO SYS INC COM 17275R102 366 15,200 SH Sole 15,200 CISCO SYS INC COM 17275R102 1,205 50,000 SH PUT Sole 50,000 CISCO SYSTEMS INC. COM 17275R102 477 19,800 SH Sole 19,800 CITIGROUP INC COM 172967101 214 10,000 SH PUT Sole 10,000 CITIGROUP INC COM 172967101 321 15,000 SH CALL Sole 15,000 CLEAR CHANNEL COMMUNIC COM 184502102 292 10,000 SH CALL Sole 10,000 CLEAR CHANNEL COMMUNIC COM 184502102 292 10,000 SH CALL Sole 10,000 CLEAR CHANNEL COMMUNIC COM 184502102 877 30,000 SH CALL Sole 30,000 CLEAR CHANNEL COMMUNIC COM 184502102 2,338 80,000 SH PUT Sole 80,000 CLEAR CHANNEL COMMUNIC COM 184502102 3,010 103,000 SH Sole 103,000 CLEARWIRE CORP CL A 185385309 512 34,600 SH Sole 34,600 CLEARWIRE CORP CL A 185385309 3,976 268,500 SH PUT Sole 268,500 CLEARWIRE CORP CL A 185385309 178 12,000 SH Sole 12,000 CLEARWIRE CORP CL A 185385309 444 30,000 SH CALL Sole 30,000 CLOROX CO DEL COM 189054109 1,133 20,000 SH CALL Sole 20,000 CME GROUP INC COM 12572Q105 844 1,800 SH Sole 1,800 CME GROUP INC COM 12572Q105 938 2,000 SH PUT Sole 2,000 COEUR D ALENE MINES CO NOTE 1.250% 192108AQ1 2,181 2,500,000 PRN Sole 2,500,000 COEUR D ALENE MINES CO NOTE 3.250% 192108AR9 1,913 2,000,000 PRN Sole 2,000,000 COMCAST CORP NEW CL A 20030N101 580 30,000 SH CALL Sole 30,000 COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 856 25,000 SH Sole 25,000 CONOCOPHILLIPS COM 20825C104 495 6,500 SH PUT Sole 6,500 CONOCOPHILLIPS COM 20825C104 1,379 18,100 SH Sole 18,100 CONOCOPHILLIPS COM 20825C104 1,524 20,000 SH CALL Sole 20,000 CONOCOPHILLIPS COM 20825C104 4,573 60,000 SH PUT Sole 60,000 CONOCOPHILLIPS COM 20825C104 7,621 100,000 SH PUT Sole 100,000 CONSOLIDATED EDISON IN COM 209115104 397 10,000 SH CALL Sole 10,000 CONSOLIDATED EDISON IN COM 209115104 596 15,000 SH CALL Sole 15,000 CONTINENTAL AIRLS INC CL B 210795308 64 3,350 SH Sole 3,350 CONTINENTAL AIRLS INC CL B 210795308 385 20,000 SH PUT Sole 20,000 CONTINENTAL AIRLS INC CL B 210795308 577 30,000 SH PUT Sole 30,000 CONTINENTAL AIRLS INC NOTE 5.000% 210795PJ3 9,913 8,500,000 PRN Sole 8,500,000 COSTCO WHSL CORP NEW COM 22160K105 812 12,500 SH Sole 12,500 COSTCO WHSL CORP NEW COM 22160K105 1,624 25,000 SH PUT Sole 25,000 COUNTRYWIDE FINANCIAL COM 222372104 330 60,000 SH Sole 60,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- CROCS INC COM 227046109 87 5,000 SH Sole 5,000 CROCS INC COM 227046109 524 30,000 SH CALL Sole 30,000 CYPRESS SEMICONDUCTOR NOTE 1.000% 232806AK5 5,931 5,000,000 PRN Sole 5,000,000 DELTA AIR LINES INC DE COM NEW 247361702 421 49,000 SH Sole 49,000 DELTA AIR LINES INC DE COM NEW 247361702 516 60,000 SH PUT Sole 60,000 DENTSPLY INTL INC NEW COM 249030107 965 25,000 SH PUT Sole 25,000 DENTSPLY INTL INC NEW COM 249030107 980 25,400 SH PUT Sole 25,400 DENTSPLY INTL INC NEW COM 249030107 1,158 30,000 SH PUT Sole 30,000 DENTSPLY INTL INC NEW COM 249030107 1,788 46,312 SH Sole 46,312 DEVRY INC DEL COM 251893103 418 10,000 SH CALL Sole 10,000 DISNEY WALT CO COM DISNEY 254687106 803 25,600 SH Sole 25,600 DOVER CORP COM 260003108 251 6,000 SH Sole 6,000 E M C CORP MASS COM 268648102 717 50,000 SH CALL Sole 50,000 E M C CORP MASS COM 268648102 3,297 229,900 SH Sole 229,900 EAST WEST BANCORP INC COM 27579R104 50 2,800 SH CALL Sole 2,800 ECOLAB INC COM 278865100 434 10,000 SH PUT Sole 10,000 ECOLAB INC COM 278865100 1,520 35,000 SH PUT Sole 35,000 ECOLAB INC COM 278865100 1,954 45,000 SH Sole 45,000 EMBARQ CORP COM 29078E105 602 15,000 SH CALL Sole 15,000 EXXON MOBIL CORP COM 30231G102 1,692 20,000 SH Sole 20,000 EXXON MOBIL CORP COM 30231G102 1,269 15,000 SH PUT Sole 15,000 FEDERAL NATL MTG ASSN COM 313586109 263 10,000 SH CALL Sole 10,000 FEDEX CORP COM 31428X106 1,112 12,000 SH Sole 12,000 FEDEX CORP COM 31428X106 1,853 20,000 SH PUT Sole 20,000 FLUOR CORP NEW NOTE 1.500% 343412AA0 9,538 3,770,000 PRN Sole 3,770,000 FORD MOTOR CO DEL COM PAR $0.01 345370860 515 90,000 SH PUT Sole 90,000 FORD MTR CO DEL COM PAR $0.01 345370860 572 100,000 SH PUT Sole 100,000 FORD MTR CO DEL COM PAR $0.01 345370860 629 110,000 SH PUT Sole 110,000 FORD MTR CO DEL NOTE 4.250% 345370CF5 5,574 6,500,000 PRN Sole 6,500,000 FORTRESS INVT GROUP LLC CL A 34958B106 123 10,000 SH Sole 10,000 FREEPORT-MCMORAN COPPE COM 35671D857 144 1,500 SH Sole 1,500 FREEPORT-MCMORAN COPPE COM 35671D857 962 10,000 SH CALL Sole 10,000 FREEPORT-MCMORAN COPPE COM 35671D857 962 10,000 SH CALL Sole 10,000 FREEPORT-MCMORAN COPPE COM 35671D857 962 10,000 SH PUT Sole 10,000 FREEPORT-MCMORAN COPPE COM 35671D857 962 10,000 SH PUT Sole 10,000 GANNETT INC COM 364730101 116 4,000 SH Sole 4,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- GANNETT INC COM 364730101 291 10,000 SH PUT Sole 10,000 GANNETT INC COM 364730101 581 20,000 SH PUT Sole 20,000 GARMIN LTD ORD G37260109 972 18,000 SH Sole 18,000 GENERAL CABLE CORP DEL COM 369300108 1,418 24,000 SH PUT Sole 24,000 GENERAL CABLE CORP DEL NOTE 0.875% 369300AD0 10,850 8,000,000 PRN Sole 8,000,000 GENERAL ELECTRIC CO COM 369604103 740 20,000 SH PUT Sole 20,000 GENERAL ELECTRIC CO COM 369604103 1,851 50,000 SH PUT Sole 50,000 GENERAL MLS INC COM 370334104 449 7,500 SH Sole 7,500 GENERAL MLS INC COM 370334104 2,395 40,000 SH PUT Sole 40,000 GENERAL MTRS CORP COM 370442105 381 20,000 SH CALL Sole 20,000 GENERAL MTRS CORP DEB SR CV C 33 370442717 7,425 450,000 SH Sole 450,000 GILEAD SCIENCES INC COM 375558103 247 4,800 SH Sole 4,800 GILEAD SCIENCES INC COM 375558103 773 15,000 SH PUT Sole 15,000 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 76 5,500 SH Sole 5,500 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 346 25,000 SH CALL Sole 25,000 GOLDMAN SACHS GROUP IN COM 38141G104 2,315 14,000 SH Sole 14,000 GOLDMAN SACHS GROUP IN COM 38141G104 2,481 15,000 SH PUT Sole 15,000 GOLDMAN SACHS GROUP IN COM 38141G104 3,308 20,000 SH PUT Sole 20,000 GOOGLE INC CL A 38259P508 1,233 2,800 SH PUT Sole 2,800 GOOGLE INC CL A 38259P508 2,202 5,000 SH PUT Sole 5,000 GOOGLE INC CL A 38259P508 2,202 5,000 SH PUT Sole 5,000 GOOGLE INC CL A 38259P508 2,202 5,000 SH PUT Sole 5,000 GOOGLE INC CL A 38259P508 2,202 5,000 SH PUT Sole 5,000 GOOGLE INC CL A 38259P508 7,554 17,150 SH Sole 17,150 HAYES LEMMERZ INTL INC COM NEW 420781304 140 50,000 SH Sole 50,000 HEALTHWAYS INC COM 422245100 1,414 40,000 SH CALL Sole 40,000 HERSHEY CO COM 427866108 377 10,000 SH PUT Sole 10,000 HERSHEY CO COM 427866108 490 13,000 SH Sole 13,000 HERSHEY CO COM 427866108 753 20,000 SH PUT Sole 20,000 HERTZ GLOBAL HOLDINGS COM 42805T105 60 5,000 SH Sole 5,000 HERTZ GLOBAL HOLDINGS COM 42805T105 241 20,000 SH CALL Sole 20,000 HEWITT ASSOCS INC COM 42822Q100 398 10,000 SH CALL Sole 10,000 HEWITT ASSOCS INC COM 42822Q100 497 12,500 SH CALL Sole 12,500 HOVNANIAN ENTERPRISES CL A 442487203 318 30,000 SH PUT Sole 30,000 HOVNANIAN ENTERPRISES CL A 442487203 398 37,500 SH Sole 37,500 HOVNANIAN ENTERPRISES CL A 442487203 1,060 100,000 SH PUT Sole 100,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- HOVNANIAN ENTERPRISES INC-CL A CL A 442487203 1,683 158,800 SH PUT Sole 158,800 ILLUMINA INC NOTE 0.625% 452327AB5 9,025 5,000,000 PRN Sole 5,000,000 INFINEON TECHNOLGIES AG ADR SPONSORED ADR 45662N103 91 13,000 SH Sole 13,000 INFINEON TECHNOLOGIES SPONSORED ADR 45662N103 211 30,000 SH PUT Sole 30,000 INFINEON TECHNOLOGIES SPONSORED ADR 45662N103 211 30,000 SH PUT Sole 30,000 INFINEON TECHNOLOGIES SPONSORED ADR 45662N103 211 30,000 SH PUT Sole 30,000 INTERNATIONAL BUSINESS COM 459200101 1,151 10,000 SH PUT Sole 10,000 INVITROGEN CORP COM 46185R100 342 4,000 SH Sole 4,000 INVITROGEN CORP COM 46185R100 855 10,000 SH CALL Sole 10,000 INVITROGEN CORP COM 46185R100 855 10,000 SH PUT Sole 10,000 ISHARES INC MSCI BRAZIL 464286400 270 3,500 SH Sole 3,500 ITT EDUCATIONAL SERVIC COM 45068B109 230 5,000 SH Sole 5,000 J P MORGAN CHASE & CO COM 46625H100 301 7,000 SH Sole 7,000 JABIL CIRCUIT INC COM 466313103 473 50,000 SH CALL Sole 50,000 JOHNSON & JOHNSON COM 478160104 973 15,000 SH CALL Sole 15,000 JP MORGAN CHASE & CO COM 46625H100 430 10,000 SH PUT Sole 10,000 JP MORGAN CHASE & CO COM 46625H100 859 20,000 SH PUT Sole 20,000 JP MORGAN CHASE & CO COM 46625H100 859 20,000 SH PUT Sole 20,000 JP MORGAN CHASE & CO COM 46625H100 859 20,000 SH PUT Sole 20,000 JP MORGAN CHASE & CO COM 46625H100 1,074 25,000 SH CALL Sole 25,000 JP MORGAN CHASE & CO COM 46625H100 1,503 35,000 SH Sole 35,000 KB HOME COM 48666K109 4,080 165,000 SH PUT Sole 165,000 KB HOME COM 48666K109 124 5,000 SH Sole 5,000 KOHLS CORP COM 500255104 772 18,000 SH Sole 18,000 KOHLS CORP COM 500255104 858 20,000 SH PUT Sole 20,000 KONINKLIJKE PHILIPS EL NY REG SH NEW 500472303 1,534 40,000 SH Sole 40,000 L-3 COMMUNICATIONS HLD COM 502424104 1,093 10,000 SH CALL Sole 10,000 LEHMAN BROS HLDGS INC COM 524908100 188 5,000 SH CALL Sole 5,000 LEHMAN BROS HLDGS INC COM 524908100 188 5,000 SH PUT Sole 5,000 LEHMAN BROS HLDGS INC COM 524908100 376 10,000 SH CALL Sole 10,000 LEHMAN BROS HLDGS INC COM 524908100 527 14,000 SH Sole 14,000 LEHMAN BROTHERS HOLDINGS INC COM 524908100 565 15,000 SH CALL Sole 15,000 LEHMAN BROTHERS HOLDINGS INC COM 524908100 753 20,000 SH PUT Sole 20,000 LENNAR CORP CL A 526057104 1,230 65,400 SH PUT Sole 65,400 LENNAR CORP CL A 526057104 94 5,000 SH Sole 5,000 LENNAR CORP CL A 526057104 376 20,000 SH CALL Sole 20,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- LEVEL 3 COMMUNICATIONS COM 52729N100 27 12,500 SH Sole 12,500 LEVEL 3 COMMUNICATIONS COM 52729N100 106 50,000 SH PUT Sole 50,000 LOCKHEED MARTIN CORP DBCV 539830AP4 3,424 2,500,000 PRN Sole 2,500,000 MACYS INC COM 55616P104 184 8,000 SH CALL Sole 8,000 MACYS INC COM 55616P104 346 15,000 SH Sole 15,000 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 590 11,000 SH Sole 11,000 MARVELL TECHNOLOGY GRO ORD G5876H105 272 25,000 SH CALL Sole 25,000 MASSEY ENERGY CORP COM 576206106 80 2,200 SH Sole 2,200 MASSEY ENERGY CORP COM 576206106 365 10,000 SH CALL Sole 10,000 MASTERCARD INC CL A 57636Q104 223 1,000 SH Sole 1,000 MASTERCARD INC CL A 57636Q104 1,115 5,000 SH PUT Sole 5,000 MBIA INC COM 55262C100 61 5,000 SH Sole 5,000 MEDTRONIC INC NOTE 1.500% 585055AL0 2,634 2,500,000 PRN Sole 2,500,000 MERCK & CO INC COM 589331107 759 20,000 SH CALL Sole 20,000 MERRILL LYNCH & CO INC COM 590188108 204 5,000 SH PUT Sole 5,000 MERRILL LYNCH & CO INC COM 590188108 407 10,000 SH CALL Sole 10,000 MERRILL LYNCH & CO INC COM 590188108 477 11,700 SH Sole 11,700 MERRILL LYNCH & CO INC COM 590188108 815 20,000 SH PUT Sole 20,000 MERRILL LYNCH & CO INC NOTE 590188W46 3,190 3,000,000 PRN Sole 3,000,000 MICRON TECHNOLOGY INC COM 595112103 1,175 196,800 SH Sole 196,800 MICRON TECHNOLOGY INC NOTE 1.875% 595112AH6 2,179 3,000,000 PRN Sole 3,000,000 MICROSOFT CORP COM 594918104 34 1,200 SH Sole 1,200 MONSANTO CO NEW COM 61166W101 725 6,500 SH Sole 6,500 MONSANTO CO NEW COM 61166W101 1,115 10,000 SH PUT Sole 10,000 MORGAN STANLEY COM NEW 617446448 91 2,000 SH Sole 2,000 M-SYSTEMS FIN INC NOTE 1.000% 55375VAB8 4,838 5,000,000 PRN Sole 5,000,000 NIKE INC CL B 654106103 272 4,000 SH Sole 4,000 NIKE INC CL B 654106103 680 10,000 SH CALL Sole 10,000 NORFOLK SOUTHERN CORP COM 655844108 217 4,000 SH Sole 4,000 NORFOLK SOUTHERN CORP COM 655844108 1,086 20,000 SH PUT Sole 20,000 NORTEL NETWORKS CORP N COM NEW 656568508 184 27,500 SH Sole 27,500 NORTEL NETWORKS CORP N COM NEW 656568508 403 60,300 SH PUT Sole 60,300 NORTEL NETWORKS CORP N COM NEW 656568508 669 100,000 SH PUT Sole 100,000 NORTHROP GRUMMAN CORP COM 666807102 467 6,000 SH Sole 6,000 NORTHROP GRUMMAN CORP COM 666807102 778 10,000 SH PUT Sole 10,000 NORTHWEST AIRLS CORP COM 667280408 360 40,000 SH Sole 40,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- NYSE EURONEXT COM 629491101 309 5,000 SH PUT Sole 5,000 NYSE EURONEXT COM 629491101 685 11,100 SH Sole 11,100 NYSE EURONEXT COM 629491101 1,080 17,500 SH PUT Sole 17,500 ORACLE CORP COM 68389X105 763 39,000 SH Sole 39,000 ORACLE CORP COM 68389X105 1,174 60,000 SH PUT Sole 60,000 PACIFIC SUNWEAR CALIF COM 694873100 378 30,000 SH CALL Sole 30,000 PATTERSON COMPANIES IN COM 703395103 1,089 30,000 SH CALL Sole 30,000 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2,186 50,000 SH CALL Sole 50,000 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,093 25,000 SH PUT Sole 25,000 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 656 15,000 SH Sole 15,000 PROCTER & GAMBLE CO COM 742718109 3,504 50,000 SH CALL Sole 50,000 QUALCOMM INC COM 747525103 308 7,500 SH Sole 7,500 QUALCOMM INC COM 747525103 820 20,000 SH PUT Sole 20,000 RAMBUS INC DEL COM 750917106 268 11,500 SH Sole 11,500 RAMBUS INC DEL COM 750917106 1,748 75,000 SH PUT Sole 75,000 RAMBUS INC DEL NOTE 750917AB2 13,067 11,500,000 PRN Sole 11,500,000 RAYTHEON CO COM NEW 755111507 1,292 20,000 SH CALL Sole 20,000 RED HAT INC DBCV 0.500% 756577AB8 2,959 3,000,000 PRN Sole 3,000,000 REGIONS FINANCIAL CORP COM 7591EP100 20 1,000 SH Sole 1,000 RELIANT ENERGY INC COM 75952B105 237 10,000 SH CALL Sole 10,000 RESEARCH IN MOTION LTD COM 760975102 337 3,000 SH Sole 3,000 RESEARCH IN MOTION LTD COM 760975102 1,122 10,000 SH CALL Sole 10,000 RSC HOLDINGS INC COM 74972L102 55 5,000 SH Sole 5,000 SAKS INC COM 79377W108 125 10,000 SH CALL Sole 10,000 SALESFORCE COM INC COM 79466L302 1,157 20,000 SH PUT Sole 20,000 SCHERING PLOUGH CORP COM 806605101 216 15,000 SH CALL Sole 15,000 SCHERING PLOUGH CORP COM 806605101 360 25,000 SH CALL Sole 25,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,164 86,995 SH Sole 86,995 SIGMA ALDRICH CORP COM 826552101 1,193 20,000 SH PUT Sole 20,000 SILVER STD RES INC COM 82823L106 455 15,000 SH Sole 15,000 SILVER STD RES INC COM 82823L106 455 15,000 SH PUT Sole 15,000 SLM CORP COM 78442P106 77 5,000 SH PUT Sole 5,000 SLM CORP COM 78442P106 77 5,000 SH PUT Sole 5,000 SOUTH FINL GROUP INC COM 837841105 59 4,000 SH Sole 4,000 SPECTRUM BRANDS INC COM 84762L105 137 30,000 SH PUT Sole 30,000 SPECTRUM BRANDS INC COM 84762L105 1,074 235,000 SH PUT Sole 235,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- STARWOOD HOTELS&RESORT COM 85590A401 1,035 20,000 SH PUT Sole 20,000 STRAYER ED INC COM 863236105 534 3,500 SH Sole 3,500 STRAYER ED INC COM 863236105 763 5,000 SH CALL Sole 5,000 STRAYER ED INC COM 863236105 1,525 10,000 SH PUT Sole 10,000 STRYKER CORP COM 863667101 651 10,000 SH PUT Sole 10,000 STRYKER CORP COM 863667101 1,301 20,000 SH PUT Sole 20,000 STRYKER CORP COM 863667101 1,561 24,000 SH Sole 24,000 SUNPOWER CORP COM CL A 867652109 1,490 20,000 SH PUT Sole 20,000 SUNPOWER CORP DBCV 1.250% 867652AA7 6,953 4,750,000 PRN Sole 4,750,000 SYBASE INC COM 871130100 3,285 124,900 SH Sole 124,900 SYMANTEC CORP NOTE 0.750% 871503AD0 1,065 1,000,000 PRN Sole 1,000,000 TEVA PHARMACEUTICAL FI DBCV 0.250% 88164RAB3 10,191 7,500,000 PRN Sole 7,500,000 TEVA PHARMACEUTICAL IN ADR 881624209 924 20,000 SH PUT Sole 20,000 TEVA PHARMACEUTICAL IN ADR 881624209 1,155 25,000 SH PUT Sole 25,000 TEVA PHARMACEUTICAL IN ADR 881624209 1,524 33,000 SH Sole 33,000 TIFFANY & CO NEW COM 886547108 418 10,000 SH CALL Sole 10,000 TIME WARNER INC COM 887317105 351 25,000 SH CALL Sole 25,000 TITANIUM METALS CORP COM NEW 888339207 226 15,000 SH CALL Sole 15,000 TITANIUM METALS CORP COM NEW 888339207 753 50,000 SH CALL Sole 50,000 TORCHMARK CORP COM 891027104 307 5,100 SH Sole 5,100 TRANSOCEAN SEDCO FOREX NOTE 1.625% 893830AU3 5,469 5,000,000 PRN Sole 5,000,000 UBS AG SHS NEW H89231338 86 3,000 SH Sole 3,000 UNITED PARCEL SERVICE CL B 911312106 584 8,000 SH Sole 8,000 UNITED PARCEL SERVICE CL B 911312106 730 10,000 SH PUT Sole 10,000 UNITED PARCEL SERVICE CL B 911312106 3,651 50,000 SH CALL Sole 50,000 UNITED RENTALS INC COM 911363109 565 30,000 SH CALL Sole 30,000 UNITED RENTALS INC. COM 911363109 460 24,400 SH Sole 24,400 UNITED STATES OIL FUND UNITS 91232N108 814 10,000 SH Sole 10,000 UNITED STATES STL CORP COM 912909108 634 5,000 SH CALL Sole 5,000 UNITED STATES STL CORP COM 912909108 634 5,000 SH PUT Sole 5,000 UNITEDHEALTH GROUP INC COM 91324P102 687 20,000 SH CALL Sole 20,000 VALERO ENERGY CORP NEW COM 91913Y100 246 5,000 SH PUT Sole 5,000 VALERO ENERGY CORP NEW COM 91913Y100 491 10,000 SH PUT Sole 10,000 VALERO ENERGY CORP NEW COM 91913Y100 737 15,000 SH PUT Sole 15,000 VALERO ENERGY CORP NEW COM 91913Y100 1,363 27,750 SH Sole 27,750 VCA ANTECH INC COM 918194101 766 28,000 SH Sole 28,000
Title Of Market Value Shares/ Sh/ Put/ Investment Other Voting Authority Name of Issuer Class CUSIP (x 1000) Prn amount Prn Call Discretion Managers Sole Shared None - ------------------------ ----- ----- -------- ---------- --- ---- ---------- -------- ---- ------ ---- VCA ANTECH INC COM 918194101 821 30,000 SH PUT Sole 30,000 VERIZON COMMUNICATIONS COM 92343V104 911 25,000 SH CALL Sole 25,000 VISHAY INTERTECHNOLOGY COM 928298108 453 50,000 SH CALL Sole 50,000 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,033 35,000 SH CALL Sole 35,000 WACHOVIA CORP NEW COM 929903102 270 10,000 SH PUT Sole 10,000 WACHOVIA CORP NEW COM 929903102 675 25,000 SH CALL Sole 25,000 WAL MART STORES INC COM 931142103 1,580 30,000 SH Sole 30,000 WALT DISNEY CO HOLDING CO COM DISNEY 254687106 785 25,000 SH PUT Sole 25,000 WASHINGTON MUT INC COM 939322103 309 30,000 SH PUT Sole 30,000 WASHINGTON MUT INC CONV7.75% SER R 939322814 2,130 3,000 SH Sole 3,000 WASHINGTON MUTUAL INC CONV7.75% SER R 939322814 2,485 3,500 SH Sole 3,500 WASTE MANAGEMENT INC COM 94106L109 420 12,500 SH Sole 12,500 WASTE MGMT INC DEL COM 94106L109 302 9,000 SH Sole 9,000 WASTE MGMT INC DEL COM 94106L109 336 10,000 SH PUT Sole 10,000 WENDYS INTL INC COM 950590109 346 15,000 SH CALL Sole 15,000 WILLBROS GROUP INC COM 969199108 459 15,000 SH CALL Sole 15,000 WRIGLEY WM JR CO COM 982526105 628 10,000 SH PUT Sole 10,000 WRIGLEY WM JR CO COM 982526105 1,257 20,000 SH PUT Sole 20,000 XM SATELLITE RADIO HLD CL A 983759101 581 50,000 SH Sole 50,000 YAHOO INC FRNT 984332AB2 41,025 30,000,000 PRN Sole 30,000,000 YAMANA GOLD INC COM 98462Y100 58 4,000 SH Sole 4,000 YAMANA GOLD INC COM 98462Y100 292 20,000 SH CALL Sole 20,000 Total: 468,626
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