13F-HR 1 amida13fhr111312.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F Report for the Calendar Year or Quarter Ended: September 30, 2012 Check here if Amendment [ ] Amendment Number: _________ Institutional Investment Manager Filing this Report: Name: Amida Capital Management II, LLC Address: 623 Fifth Avenue 25th Floor New York, NY 10022 Form 13F File Number: 28-12997 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 November 13, 2012 ------------------- ------------------ ----------------- [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: 197 ----------- Form 13F Information Table Value Total: $ 545,540 (in thousands) ------------------------ 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. None
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS NUMBER (X1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER ------------------------- ----- ------ ------- ------- --- ---- ---------- -------- ---- ------ ----- 3-D SYS CORP DEL COM NEW 88554D205 329 10,000 SH PUT SOLE 10,000 3M CO COM 88579Y101 314 3,400 SH PUT SOLE 3,400 ALCOA INC COM 013817101 894 101,000 SH CALL SOLE 101,000 ALLEGHENY TECHNOLOGIES COM 01741R102 479 15,000 SH PUT SOLE 15,000 ALLEGHENY TECHNOLOGIES COM 01741R102 638 20,000 SH CALL SOLE 20,000 ALLEGHENY TECHNOLOGIES COM 01741R102 1,636 51,300 SH SOLE 51,300 ALLEGHENY TECHNOLOGIES COM 01741R102 1,675 52,500 SH PUT SOLE 52,500 ALLIANCE DATA SYSTEMS COM 018581108 2,612 18,400 SH CALL SOLE 18,400 ALPHA NATURAL RESOURCE COM 02076X102 39 5,900 SH SOLE 5,900 AMAZON COM INC COM 023135106 64 250 SH SOLE 250 AMAZON COM INC COM 023135106 2,543 10,000 SH PUT SOLE 10,000 AMAZON COM INC COM 023135106 3,815 15,000 SH PUT SOLE 15,000 AMGEN INC COM 031162100 1,163 13,800 SH CALL SOLE 13,800 AMGEN INC COM 031162100 1,264 15,000 SH PUT SOLE 15,000 ANNALY CAP MGMT INC COM 035710409 421 25,000 SH PUT SOLE 25,000 ANNALY CAP MGMT INC COM 035710409 842 50,000 SH PUT SOLE 50,000 APACHE CORP COM 037411105 1,729 20,000 SH CALL SOLE 20,000 APPLE INC COM 037833100 2,735 4,100 SH CALL SOLE 4,100 ARCELORMITTAL SA LUXEM NOTE 5.000% 03938LAK0 255 250,000 PRN SOLE 250,000 ARCHER DANIELS MIDLAND COM 039483102 680 25,000 SH CALL SOLE 25,000 ARVINMERITOR INC FRNT 4.625% 043353AF8 4,472 5,000,000 PRN SOLE 5,000,000 BANK OF AMERICA CORPOR COM 060505104 110 12,500 SH SOLE 12,500 BANK OF AMERICA CORPOR COM 060505104 442 50,000 SH CALL SOLE 50,000 BANK OF AMERICA CORPOR COM 060505104 1,325 150,000 SH CALL SOLE 150,000 BEST BUY INC COM 086516101 344 20,000 SH CALL SOLE 20,000 CATERPILLAR INC DEL COM 149123101 2,581 30,000 SH CALL SOLE 30,000 CEMEX SAB DE CV SPON ADR NEW 151290889 104 12,500 SH CALL SOLE 12,500 CEMEX SAB DE CV SPON ADR NEW 151290889 208 25,000 SH PUT SOLE 25,000 CEMEX SAB DE CV SPON ADR NEW 151290889 417 50,000 SH PUT SOLE 50,000 CEMEX SAB DE CV SPON ADR NEW 151290889 1,115 133,900 SH PUT SOLE 133,900 CEMEX SAB DE CV SPON ADR NEW 151290889 1,666 200,000 SH PUT SOLE 200,000 CEMEX SAB DE CV NOTE 4.875% 151290AV5 991 1,000,000 PRN SOLE 1,000,000 CHESAPEAKE ENERGY CORP COM 165167107 189 10,030 SH SOLE 10,030 CHESAPEAKE ENERGY CORP COM 165167107 1,415 75,000 SH PUT SOLE 75,000 CHESAPEAKE ENERGY CORP NOTE 2.500% 165167BZ9 4,940 5,500,000 PRN SOLE 5,500,000 CITIGROUP INC COM NEW 172967424 491 15,000 SH CALL SOLE 15,000 CITIGROUP INC COM NEW 172967424 1,636 50,000 SH CALL SOLE 50,000 CITIGROUP INC COM NEW 172967424 1,636 50,000 SH PUT SOLE 50,000 CITIGROUP INC COM NEW 172967424 5,219 159,500 SH CALL SOLE 159,500 CLIFFS NATURAL RESOURC COM 18683K101 974 24,900 SH CALL SOLE 24,900 COACH INC COM 189754104 1,120 20,000 SH CALL SOLE 20,000
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS NUMBER (X1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER ------------------------- ----- ------ ------- ------- --- ---- ---------- -------- ---- ------ ----- COINSTAR INC COM 19259P300 675 15,000 SH PUT SOLE 15,000 COINSTAR INC COM 19259P300 2,249 50,000 SH PUT SOLE 50,000 CONOCOPHILLIPS COM 20825C104 2,287 40,000 SH CALL SOLE 40,000 CORNING INC COM 219350105 329 25,000 SH CALL SOLE 25,000 COSTCO WHSL CORP NEW COM 22160K105 571 5,700 SH PUT SOLE 5,700 COVANTA HLDG CORP COM 22282E102 309 18,000 SH PUT SOLE 18,000 CURRENCYSHARES EURO TR EURO SHS 23130C108 3,831 30,000 SH PUT SOLE 30,000 D R HORTON INC COM 23331A109 695 33,700 SH PUT SOLE 33,700 DECKERS OUTDOOR CORP COM 243537107 916 25,000 SH CALL SOLE 25,000 DELL INC COM 24702R101 493 50,000 SH CALL SOLE 50,000 DELL INC COM 24702R101 493 50,000 SH CALL SOLE 50,000 DOW CHEM CO COM 260543103 1,448 50,000 SH CALL SOLE 50,000 ENDO HEALTH SOLUTIONS COM 29264F205 476 15,000 SH PUT SOLE 15,000 EXTERRAN HLDGS INC NOTE 4.250% 30225XAA1 9,015 8,000,000 PRN SOLE 8,000,000 EXXON MOBIL CORP COM 30231G102 3,658 40,000 SH PUT SOLE 40,000 FEDEX CORP COM 31428X106 846 10,000 SH SOLE 10,000 FEDEX CORP COM 31428X106 1,692 20,000 SH PUT SOLE 20,000 FORD MTR CO DEL COM PAR $0.0 345370860 320 32,500 SH SOLE 32,500 FORD MTR CO DEL COM PAR $0.0 345370860 1,307 132,600 SH CALL SOLE 132,600 FREEPORT-MCMORAN COPPE COM 35671D857 990 25,000 SH CALL SOLE 25,000 GENERAL MTRS CO COM 37045V100 421 18,500 SH SOLE 18,500 GENERAL MTRS CO COM 37045V100 910 40,000 SH CALL SOLE 40,000 GOLDCORP INC NEW COM 380956409 802 17,500 SH PUT SOLE 17,500 GOLDCORP INC NEW COM 380956409 1,376 30,000 SH PUT SOLE 30,000 GOLDCORP INC NEW COM 380956409 2,132 46,500 SH SOLE 46,500 HALLIBURTON CO COM 406216101 1,179 35,000 SH CALL SOLE 35,000 HEALTH CARE REIT INC COM 42217K106 1,149 19,900 SH PUT SOLE 19,900 HESS CORP COM 42809H107 1,074 20,000 SH PUT SOLE 20,000 HESS CORP COM 42809H107 1,343 25,000 SH CALL SOLE 25,000 HEWLETT PACKARD CO COM 428236103 341 20,000 SH CALL SOLE 20,000 HEWLETT PACKARD CO COM 428236103 512 30,000 SH CALL SOLE 30,000 HOME DEPOT INC COM 437076102 1,509 25,000 SH PUT SOLE 25,000 HOME DEPOT INC COM 437076102 1,509 25,000 SH PUT SOLE 25,000 INTEL CORP COM 458140100 680 30,000 SH PUT SOLE 30,000 INTEL CORP COM 458140100 1,812 80,000 SH PUT SOLE 80,000 INTEL CORP SDCV 3.250% 458140AF7 8,011 6,500,000 PRN SOLE 6,500,000 ISHARES SILVER TRUST ISHARES 46428Q109 1,339 40,000 SH CALL SOLE 40,000 JOHNSON & JOHNSON COM 478160104 3,446 50,000 SH PUT SOLE 50,000 JUNIPER NETWORKS INC COM 48203R104 428 25,000 SH CALL SOLE 25,000 LAS VEGAS SANDS CORP COM 517834107 1,391 30,000 SH CALL SOLE 30,000 LENNAR CORP CL A 526057104 522 15,000 SH PUT SOLE 15,000
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS NUMBER (X1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER ------------------------- ----- ------ ------- ------- --- ---- ---------- -------- ---- ------ ----- LENNAR CORP CL A 526057104 695 20,000 SH PUT SOLE 20,000 LENNAR CORP CL A 526057104 869 25,000 SH PUT SOLE 25,000 LIBERTY MEDIA CORP DEB 3.250% 530715AR2 3,765 4,000,000 PRN SOLE 4,000,000 LIBERTY MEDIA CORP NEW DEB 3.125% 530718AF2 2,815 2,000,000 PRN SOLE 2,000,000 MARVELL TECHNOLOGY GRO ORD G5876H105 458 50,000 SH CALL SOLE 50,000 MARVELL TECHNOLOGY GRO ORD G5876H105 916 100,000 SH CALL SOLE 100,000 MEDICIS PHARMACEUTICAL CL A NEW 584690309 1,354 31,300 SH PUT SOLE 31,300 MEDICIS PHARMACEUTICAL NOTE 1.375% 584690AC5 2,151 2,000,000 PRN SOLE 2,000,000 MERITOR INC COM 59001K100 3 800 SH CALL SOLE 800 MERITOR INC COM 59001K100 424 100,000 SH CALL SOLE 100,000 METLIFE INC COM 59156R108 345 10,000 SH CALL SOLE 10,000 MGM RESORTS INTERNATIO COM 552953101 1,075 100,000 SH CALL SOLE 100,000 MGM RESORTS INTERNATIO COM 552953101 1,075 100,000 SH CALL SOLE 100,000 MGM RESORTS INTERNATIO NOTE 4.250% 55303QAE0 8,835 8,500,000 PRN SOLE 8,500,000 MICROCHIP TECHNOLOGY I COM 595017104 65 2,000 SH SOLE 2,000 MICROSOFT CORP COM 594918104 1,658 55,700 SH SOLE 55,700 MICROSOFT CORP COM 594918104 2,232 75,000 SH PUT SOLE 75,000 MOLYCORP INC DEL NOTE 6.000% 608753AF6 2,294 2,000,000 PRN SOLE 2,000,000 MORGAN STANLEY COM NEW 617446448 502 30,000 SH SOLE 30,000 MORGAN STANLEY COM NEW 617446448 837 50,000 SH PUT SOLE 50,000 NABORS INDUSTRIES LTD SHS G6359F103 561 40,000 SH CALL SOLE 40,000 NAVISTAR INTL CORP NEW COM 638901306 158 7,500 SH CALL SOLE 7,500 NAVISTAR INTL CORP NEW COM 638901306 422 20,000 SH CALL SOLE 20,000 NAVISTAR INTL CORP NEW NOTE 3.000% 63934EAL2 887 1,000,000 PRN SOLE 1,000,000 NEWMONT MINING CORP COM 651639106 84 1,500 SH SOLE 1,500 NEWMONT MINING CORP COM 651639106 560 10,000 SH CALL SOLE 10,000 NEWMONT MINING CORP COM 651639106 1,120 20,000 SH CALL SOLE 20,000 NORFOLK SOUTHERN CORP COM 655844108 859 13,500 SH SOLE 13,500 NORFOLK SOUTHERN CORP COM 655844108 1,273 20,000 SH PUT SOLE 20,000 NORTHSTAR RLTY FIN COR COM 66704R100 190 29,900 SH PUT SOLE 29,900 NRG ENERGY INC COM NEW 629377508 856 40,000 SH PUT SOLE 40,000 PARKERVISION INC COM 701354102 242 102,800 SH SOLE 102,800 PENNEY J C INC COM 708160106 486 20,000 SH CALL SOLE 20,000 PEPSICO INC COM 713448108 1,288 18,200 SH PUT SOLE 18,200 PHH CORP COM NEW 693320202 204 10,000 SH PUT SOLE 10,000 PHH CORP COM NEW 693320202 354 17,400 SH PUT SOLE 17,400 PHH CORP COM NEW 693320202 1,018 50,000 SH CALL SOLE 50,000 PRICELINE COM INC COM NEW 741503403 3,095 5,000 SH CALL SOLE 5,000 QUALCOMM INC COM 747525103 625 10,000 SH CALL SOLE 10,000 REGIS CORP MINN NOTE 5.000% 758932AA5 6,519 5,000,000 PRN SOLE 5,000,000 SALESFORCE COM INC COM 79466L302 1,145 7,500 SH CALL SOLE 7,500
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS NUMBER (X1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER ------------------------- ----- ------ ------- ------- --- ---- ---------- -------- ---- ------ ----- SEADRILL LIMITED SHS G7945E105 981 25,000 SH PUT SOLE 25,000 SEADRILL LIMITED SHS G7945E105 981 25,000 SH PUT SOLE 25,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 667 42,800 SH CALL SOLE 42,800 SIEMENS A G SPONSORED AD 826197501 2,003 20,000 SH PUT SOLE 20,000 SPDR GOLD TRUST GOLD SHS 78463V107 1,719 10,000 SH CALL SOLE 10,000 SPDR GOLD TRUST GOLD SHS 78463V107 1,719 10,000 SH PUT SOLE 10,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,526 10,600 SH SOLE 10,600 SPDR S&P 500 ETF TR TR UNIT 78462F103 2,879 20,000 SH CALL SOLE 20,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 2,879 20,000 SH PUT SOLE 20,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 3,599 25,000 SH CALL SOLE 25,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 3,599 25,000 SH PUT SOLE 25,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 4,319 30,000 SH PUT SOLE 30,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 5,759 40,000 SH CALL SOLE 40,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 6,479 45,000 SH CALL SOLE 45,000 STARBUCKS CORP COM 855244109 51 1,000 SH SOLE 1,000 STARBUCKS CORP COM 855244109 380 7,500 SH PUT SOLE 7,500 STERLITE INDS INDIA LT ADS 859737207 142 18,700 SH SOLE 18,700 SYMANTEC CORP COM 871503108 1,873 104,200 SH PUT SOLE 104,200 SYMANTEC CORP COM 871503108 1,925 107,100 SH SOLE 107,100 TOLL BROTHERS INC COM 889478103 831 25,000 SH PUT SOLE 25,000 TRANSOCEAN LTD REG SHS H8817H100 1,122 25,000 SH PUT SOLE 25,000 TRANSOCEAN LTD REG SHS H8817H100 1,796 40,000 SH CALL SOLE 40,000 UNITED CONTL HLDGS INC COM 910047109 195 10,000 SH CALL SOLE 10,000 UNITED CONTL HLDGS INC COM 910047109 293 15,000 SH PUT SOLE 15,000 UNITED CONTL HLDGS INC COM 910047109 488 25,000 SH CALL SOLE 25,000 UNITED PARCEL SERVICE CL B 911312106 2,147 30,000 SH CALL SOLE 30,000 UNITED RENTALS INC COM 911363109 409 12,500 SH CALL SOLE 12,500 UNITED RENTALS INC COM 911363109 981 30,000 SH CALL SOLE 30,000 UNITED RENTALS INC NOTE 4.000% 911363AL3 47,409 15,780,000 PRN SOLE 15,780,000 UNITED STATES OIL FUND UNITS 91232N108 341 10,000 SH CALL SOLE 10,000 UNITED STATES OIL FUND UNITS 91232N108 785 23,000 SH SOLE 23,000 UNITED STATES OIL FUND UNITS 91232N108 1,024 30,000 SH PUT SOLE 30,000 UNITED STATES STL CORP COM 912909108 572 30,000 SH CALL SOLE 30,000 UNITED TECHNOLOGIES CO COM 913017109 1,370 17,500 SH SOLE 17,500 VALE S A ADR 91912E105 895 50,000 SH CALL SOLE 50,000 VIRGIN MEDIA INC COM 92769L101 74 2,500 SH CALL SOLE 2,500 VIRGIN MEDIA INC COM 92769L101 147 5,000 SH CALL SOLE 5,000 VIRGIN MEDIA INC COM 92769L101 588 20,000 SH CALL SOLE 20,000 VIRGIN MEDIA INC COM 92769L101 588 20,000 SH PUT SOLE 20,000 VISA INC COM CL A 92826C839 1,343 10,000 SH PUT SOLE 10,000 WEBMD HEALTH CORP COM 94770V102 140 10,000 SH CALL SOLE 10,000
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS NUMBER (X1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER ------------------------- ----- ------ ------- ------- --- ---- ---------- -------- ---- ------ ----- WEBMD HEALTH CORP COM 94770V102 191 13,600 SH SOLE 13,600 WEBMD HEALTH CORP COM 94770V102 278 19,800 SH PUT SOLE 19,800 WEBMD HEALTH CORP NOTE 2.500% 94770VAF9 826 1,000,000 PRN SOLE 1,000,000 WESCO INTL INC COM 95082P105 275 4,800 SH CALL SOLE 4,800 WESCO INTL INC COM 95082P105 355 6,200 SH CALL SOLE 6,200 WHIRLPOOL CORP COM 963320106 1,658 20,000 SH PUT SOLE 20,000 ZYNGA INC CL A 98986T108 43 15,000 SH SOLE 15,000 ALCOA INC BOND 013817AT8 11,885 8,000,000 SH SOLE 8,000,000 ALLIANCE DATA SYSTEMS CORP BOND 018581AD0 12,670 7,000,000 SH SOLE 7,000,000 ANNALY CAPITAL MANAGEMENT INC BOND 035710AA0 5,083 4,000,000 SH SOLE 4,000,000 COVANTA HOLDING CORP BOND 22282EAC6 4,668 4,000,000 SH SOLE 4,000,000 EMC CORP/MASSACHUSETTS BOND 268648AM4 8,584 5,000,000 SH SOLE 5,000,000 ENDO PHARMACEUTICALS HOLDINGS INC BOND 29264FAB2 6,700 5,500,000 SH SOLE 5,500,000 FORD MOTOR CO BOND 345370CN8 207 150,000 SH SOLE 150,000 GILEAD SCIENCES INC BOND 375558AH6 10,448 6,000,000 SH SOLE 6,000,000 GILEAD SCIENCES INC BOND 375558AN3 3,762 2,500,000 SH SOLE 2,500,000 HEALTH CARE REIT INC BOND 42217KAR7 11,269 9,500,000 SH SOLE 9,500,000 HERTZ GLOBAL HOLDINGS INC BOND 42805TAA3 13,312 7,500,000 SH SOLE 7,500,000 MEDICIS PHARMACEUTICAL CORP BOND 58470KAA2 5,958 4,000,000 SH SOLE 4,000,000 MICROCHIP TECHNOLOGY INC BOND 595017AB0 21,356 17,000,000 SH SOLE 17,000,000 LAM RESEARCH CORP BOND 670008AD3 10,551 9,500,000 SH SOLE 9,500,000 OMNICARE INC BOND 681904AN8 6,180 4,375,000 SH SOLE 4,375,000 PHH CORP BOND 693320AQ6 12,714 7,000,000 SH SOLE 7,000,000 RAYONIER INC BOND 75508AAC0 13,534 9,000,000 SH SOLE 9,000,000 REGIS CORP BOND 758932AA5 4,563 3,500,000 SH SOLE 3,500,000 SALESFORCE.COM INC BOND 79466LAB0 15,706 8,450,000 SH SOLE 8,450,000 TW TELECOM INC BOND 887319AC5 5,660 4,000,000 SH SOLE 4,000,000 UNITED CONTINENTAL HOLDINGS INC BOND 902549AJ3 22,295 9,500,000 SH SOLE 9,500,000 UNITED RENTALS INC BOND 911363AL3 6,009 2,000,000 SH SOLE 2,000,000 VIRGIN MEDIA INC BOND 92769LAB7 17,231 10,000,000 SH SOLE 10,000,000 WESCO INTERNATIONAL INC BOND 95082PAH8 21,436 10,002,000 SH SOLE 10,002,000 CITIGROUP INC PREFERRED 172967416 4,845 50,000 SH SOLE 50,000 CEMEX SAB DE CV BOND 151290BC6 3,948 4,000,000 SH SOLE 4,000,000 545,540