0000894579-13-000050.txt : 20130213 0000894579-13-000050.hdr.sgml : 20130213 20130212185838 ACCESSION NUMBER: 0000894579-13-000050 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130213 DATE AS OF CHANGE: 20130212 EFFECTIVENESS DATE: 20130213 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: 13598962 BUSINESS ADDRESS: STREET 1: 623 FIFTH AVENUE STREET 2: 25TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-981-3300 MAIL ADDRESS: STREET 1: 623 FIFTH AVENUE STREET 2: 25TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 amida13fhr021213.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F Report for the Calendar Year or Quarter Ended: December 31, 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 February 13, 2013 ------------------- ------------------ ----------------- [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: 240 ----------- Form 13F Information Table Value Total: $ 559,106 (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 ------------------------- -------- --------- ------- ------- --- ---- ---------- -------- ---- ------ ----- 3M CO COM 88579Y101 1,393 15,000 SH PUT SOLE 15,000 3M CO COM 88579Y101 1,857 20,000 SH SOLE 20,000 3M CO COM 88579Y101 1,857 20,000 SH PUT SOLE 20,000 ALCOA INC BOND 013817AT8 2,511 1,750,000 SH SOLE 1,750,000 ALLEGHENY TECHNOLOGIES COM 01741R102 607 20,000 SH PUT SOLE 20,000 ALLEGHENY TECHNOLOGIES COM 01741R102 759 25,000 SH CALL SOLE 25,000 ALLEGHENY TECHNOLOGIES COM 01741R102 1,366 45,000 SH PUT SOLE 45,000 ALLEGHENY TECHNOLOGIES COM 01741R102 1,670 55,000 SH PUT SOLE 55,000 ALLEGHENY TECHNOLOGIES COM 01741R102 1,816 59,800 SH SOLE 59,800 ALLIANCE DATA SYSTEMS COM 018581108 724 5,000 SH CALL SOLE 5,000 ALLIANCE DATA SYSTEMS CORP BOND 018581AC2 41,871 12,785,000 SH SOLE 12,785,000 ALLIANCE DATA SYSTEMS CORP BOND 018581AD0 13,749 6,999,000 SH SOLE 6,999,000 ALPHA NATURAL RESOURCE COM 02076X102 487 50,000 SH CALL SOLE 50,000 AMAZON COM INC COM 023135106 1,254 5,000 SH PUT SOLE 5,000 AMERICAN INTL GROUP IN COM NEW 026874784 883 25,000 SH CALL SOLE 25,000 AMGEN INC COM 031162100 1,190 13,800 SH CALL SOLE 13,800 APACHE CORP COM 037411105 785 10,000 SH CALL SOLE 10,000 APACHE CORP COM 037411105 1,178 15,000 SH CALL SOLE 15,000 APPLE INC COM 037833100 532 1,000 SH CALL SOLE 1,000 APPLE INC COM 037833100 798 1,500 SH CALL SOLE 1,500 APPLE INC COM 037833100 798 1,500 SH PUT SOLE 1,500 APPLE INC COM 037833100 1,756 3,300 SH CALL SOLE 3,300 APPLE INC COM 037833100 2,661 5,000 SH PUT SOLE 5,000 APPLE INC COM 037833100 2,661 5,000 SH PUT SOLE 5,000 ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 44 2,500 SH SOLE 2,500 ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 349 20,000 SH CALL SOLE 20,000 ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 437 25,000 SH CALL SOLE 25,000 ARCELORMITTAL SA LUXEM NOTE 5.000% 03938LAK0 260 250,000 PRN SOLE 250,000 BANK OF AMERICA CORPOR COM 060505104 41 3,500 SH SOLE 3,500 BANK OF AMERICA CORPOR COM 060505104 581 50,000 SH CALL SOLE 50,000 BARRETT BILL CORP COM 06846N104 101 5,700 SH SOLE 5,700 BARRETT BILL CORP COM 06846N104 244 13,700 SH PUT SOLE 13,700 BARRETT BILL CORP COM 06846N104 445 25,000 SH CALL SOLE 25,000 BED BATH & BEYOND INC COM 075896100 559 10,000 SH CALL SOLE 10,000 BP PLC SPONSORED AD 055622104 704 16,900 SH CALL SOLE 16,900 CA INC COM 12673P105 22 1,000 SH SOLE 1,000
Title of Cusip Value Shr/Prn SH/ PUT/ Investment Other Name of Issuer Class Number (x1000) Amount PRN CALL Discretion Managers Sole Shared Other ------------------------- -------- --------- ------- ------- --- ---- ---------- -------- ---- ------ ----- CA INC COM 12673P105 22 1,000 SH PUT SOLE 1,000 CAMECO CORP COM 13321L108 789 40,000 SH CALL SOLE 40,000 CEMEX SAB DE CV BOND 151290BB8 6,006 5,000,000 SH SOLE 5,000,000 CEMEX SAB DE CV SPON ADR NEW 151290889 247 25,000 SH CALL SOLE 25,000 CEMEX SAB DE CV SPON ADR NEW 151290889 247 25,000 SH PUT SOLE 25,000 CEMEX SAB DE CV SPON ADR NEW 151290889 266 27,000 SH CALL SOLE 27,000 CEMEX SAB DE CV SPON ADR NEW 151290889 282 28,600 SH PUT SOLE 28,600 CEMEX SAB DE CV SPON ADR NEW 151290889 494 50,000 SH PUT SOLE 50,000 CEMEX SAB DE CV SPON ADR NEW 151290889 494 50,000 SH PUT SOLE 50,000 CEMEX SAB DE CV SPON ADR NEW 151290889 494 50,000 SH PUT SOLE 50,000 CEMEX SAB DE CV SPON ADR NEW 151290889 881 89,232 SH PUT SOLE 89,232 CEMEX SAB DE CV NOTE 3.750% 151290BC6 2,841 2,500,000 PRN SOLE 2,500,000 CHESAPEAKE ENERGY CORP COM 165167107 249 15,000 SH CALL SOLE 15,000 CHESAPEAKE ENERGY CORP COM 165167107 416 25,000 SH CALL SOLE 25,000 CHESAPEAKE ENERGY CORP COM 165167107 696 41,900 SH CALL SOLE 41,900 CHESAPEAKE ENERGY CORP NOTE 2.500% 165167BZ9 7,875 8,750,000 PRN SOLE 8,750,000 CHIPOTLE MEXICAN GRILL COM 169656105 1,487 5,000 SH PUT SOLE 5,000 CLIFFS NATURAL RESOURC COM 18683K101 386 10,000 SH CALL SOLE 10,000 CLOROX CO DEL COM 189054109 1,831 25,000 SH PUT SOLE 25,000 COINSTAR INC BOND 19259PAF9 2,661 2,000,000 SH SOLE 2,000,000 COINSTAR INC COM 19259P300 1,300 25,000 SH PUT SOLE 25,000 CORNING INC COM 219350105 631 50,000 SH CALL SOLE 50,000 COSTCO WHSL CORP NEW COM 22160K105 1,037 10,500 SH PUT SOLE 10,500 COVANTA HOLDING CORP BOND 22282EAC6 6,259 5,000,000 SH SOLE 5,000,000 CSX CORP COM 126408103 1,184 60,000 SH CALL SOLE 60,000 CSX CORP COM 126408103 1,184 60,000 SH CALL SOLE 60,000 CUBIST PHARMACEUTICALS INC BOND 229678AD9 12,000 7,500,000 SH SOLE 7,500,000 CURRENCYSHARES EURO TR EURO SHS 23130C108 3,929 30,000 SH PUT SOLE 30,000 DELL INC COM 24702R101 507 50,000 SH CALL SOLE 50,000 DOW CHEM CO COM 260543103 485 15,000 SH CALL SOLE 15,000 DOW CHEM CO COM 260543103 970 30,000 SH CALL SOLE 30,000 EBAY INC COM 278642103 765 15,000 SH PUT SOLE 15,000 EMC CORP/MASSACHUSETTS BOND 268648AM4 11,896 7,700,000 SH SOLE 7,700,000 EXTERRAN HLDGS INC NOTE 4.250% 30225XAA1 9,160 8,000,000 PRN SOLE 8,000,000 FIDELITY NATIONAL FINA CL A 31620R105 353 15,000 SH CALL SOLE 15,000 FIDELITY NATIONAL FINANCIAL BOND 31620RAE5 12,635 9,500,000 SH SOLE 9,500,000 INC
Title of Cusip Value Shr/Prn SH/ PUT/ Investment Other Name of Issuer Class Number (x1000) Amount PRN CALL Discretion Managers Sole Shared Other ------------------------- -------- --------- ------- ------- --- ---- ---------- -------- ---- ------ ----- FORD MTR CO DEL COM PAR $0.0 345370860 194 15,000 SH SOLE 15,000 FORD MTR CO DEL COM PAR $0.0 345370860 648 50,000 SH CALL SOLE 50,000 FORD MTR CO DEL COM PAR $0.0 345370860 648 50,000 SH CALL SOLE 50,000 FREEPORT-MCMORAN COPPE COM 35671D857 137 4,000 SH SOLE 4,000 FREEPORT-MCMORAN COPPE COM 35671D857 342 10,000 SH CALL SOLE 10,000 FREEPORT-MCMORAN COPPE COM 35671D857 342 10,000 SH CALL SOLE 10,000 FREEPORT-MCMORAN COPPE COM 35671D857 342 10,000 SH CALL SOLE 10,000 FREEPORT-MCMORAN COPPE COM 35671D857 855 25,000 SH CALL SOLE 25,000 FREEPORT-MCMORAN COPPE COM 35671D857 855 25,000 SH PUT SOLE 25,000 GENERAL ELECTRIC CO COM 369604103 1,050 50,000 SH CALL SOLE 50,000 GENERAL MTRS CO COM 37045V100 317 11,000 SH SOLE 11,000 GENERAL MTRS CO COM 37045V100 721 25,000 SH CALL SOLE 25,000 GEVO INC NOTE 7.500% 374396AA7 564 1,000,000 PRN SOLE 1,000,000 GILEAD SCIENCES INC BOND 375558AN3 19,346 11,000,000 SH SOLE 11,000,000 GILEAD SCIENCES INC COM 375558103 1,836 25,000 SH PUT SOLE 25,000 GOLDCORP INC NEW COM 380956409 367 10,000 SH CALL SOLE 10,000 GOLDCORP INC NEW COM 380956409 734 20,000 SH CALL SOLE 20,000 GOLDCORP INC NEW COM 380956409 1,468 40,000 SH PUT SOLE 40,000 GOLDCORP INC NEW COM 380956409 2,753 75,000 SH PUT SOLE 75,000 GOLDCORP INC NEW COM 380956409 3,255 88,700 SH SOLE 88,700 GOLDMAN SACHS GROUP IN COM 38141G104 1,276 10,000 SH CALL SOLE 10,000 GROUP 1 AUTOMOTIVE INC COM 398905109 620 10,000 SH CALL SOLE 10,000 HEALTH CARE REIT INC BOND 42217KAR7 9,850 8,000,000 SH SOLE 8,000,000 HERBALIFE LTD COM USD SHS G4412G101 250 7,600 SH CALL SOLE 7,600 HERTZ GLOBAL HOLDINGS INC BOND 42805TAA3 5,595 2,500,000 SH SOLE 2,500,000 HESS CORP COM 42809H107 794 15,000 SH CALL SOLE 15,000 HEWLETT PACKARD CO COM 428236103 1,045 73,300 SH CALL SOLE 73,300 HOME DEPOT INC COM 437076102 1,546 25,000 SH PUT SOLE 25,000 HOME DEPOT INC COM 437076102 2,783 45,000 SH PUT SOLE 45,000 ILLUMINA INC COM 452327109 556 10,000 SH PUT SOLE 10,000 INTEL CORP COM 458140100 491 23,800 SH CALL SOLE 23,800 INTEL CORP COM 458140100 1,031 50,000 SH CALL SOLE 50,000 INTEL CORP COM 458140100 1,031 50,000 SH CALL SOLE 50,000 INTEL CORP SDCV 3.250% 458140AF7 7,031 6,000,000 PRN SOLE 6,000,000 ISIS PHARMACEUTICALS I COM 464330109 180 17,200 SH PUT SOLE 17,200 ISIS PHARMACEUTICALS I COM 464330109 365 35,000 SH CALL SOLE 35,000
Title of Cusip Value Shr/Prn SH/ PUT/ Investment Other Name of Issuer Class Number (x1000) Amount PRN CALL Discretion Managers Sole Shared Other ------------------------- -------- --------- ------- ------- --- ---- ---------- -------- ---- ------ ----- ISIS PHARMACEUTICALS I COM 464330109 365 35,000 SH CALL SOLE 35,000 ISIS PHARMACEUTICALS I COM 464330109 421 40,300 SH PUT SOLE 40,300 ISIS PHARMACEUTICALS I COM 464330109 1,013 97,050 SH SOLE 97,050 JEFFERIES GROUP INC BOND 472319AG7 6,030 6,000,000 SH SOLE 6,000,000 KOHLS CORP COM 500255104 215 5,000 SH PUT SOLE 5,000 KOHLS CORP COM 500255104 376 8,750 SH SOLE 8,750 KOHLS CORP COM 500255104 430 10,000 SH CALL SOLE 10,000 KOHLS CORP COM 500255104 645 15,000 SH CALL SOLE 15,000 LIBERTY MEDIA CORP DEB 3.250% 530715AR2 4,725 5,000,000 PRN SOLE 5,000,000 LIBERTY MEDIA CORP NEW DEB 3.125% 530718AF2 2,903 2,000,000 PRN SOLE 2,000,000 MARVELL TECHNOLOGY GRO ORD G5876H105 363 50,000 SH CALL SOLE 50,000 MARVELL TECHNOLOGY GRO ORD G5876H105 726 100,000 SH CALL SOLE 100,000 MCDONALDS CORP COM 580135101 1,535 17,400 SH CALL SOLE 17,400 MEDTRONIC INC NOTE 1.625% 585055AM8 2,006 2,000,000 PRN SOLE 2,000,000 MELLANOX TECHNOLOGIES SHS M51363113 315 5,300 SH CALL SOLE 5,300 MELLANOX TECHNOLOGIES SHS M51363113 594 10,000 SH CALL SOLE 10,000 MERITOR INC COM 59001K100 142 30,000 SH CALL SOLE 30,000 MERITOR INC COM 59001K100 467 98,800 SH CALL SOLE 98,800 MERITOR INC COM 59001K100 473 100,000 SH CALL SOLE 100,000 METLIFE INC COM 59156R108 329 10,000 SH CALL SOLE 10,000 METLIFE INC COM 59156R108 329 10,000 SH CALL SOLE 10,000 MGM RESORTS INTERNATIO COM 552953101 291 25,000 SH CALL SOLE 25,000 MGM RESORTS INTERNATIO COM 552953101 582 50,000 SH CALL SOLE 50,000 MGM RESORTS INTERNATIO NOTE 4.250% 55303QAE0 10,052 9,500,000 PRN SOLE 9,500,000 MICROCHIP TECHNOLOGY INC BOND 595017AB0 22,376 17,000,000 SH SOLE 17,000,000 MICRON TECHNOLOGY INC COM 595112103 159 25,000 SH CALL SOLE 25,000 MICROSOFT CORP COM 594918104 1,335 50,000 SH CALL SOLE 50,000 MOLSON COORS BREWING C NOTE 2.500% 60871RAA8 505 500,000 PRN SOLE 500,000 MOLYCORP INC EQUITY 608753109 389 52,966 SH SOLE 52,966 MOLYCORP INC DEL COM 608753109 377 39,900 SH CALL SOLE 39,900 MOLYCORP INC DEL COM 608753109 405 42,900 SH PUT SOLE 42,900 MOLYCORP INC DEL COM 608753109 472 50,000 SH CALL SOLE 50,000 MOLYCORP INC DEL COM 608753109 472 50,000 SH PUT SOLE 50,000 MOLYCORP INC DEL COM 608753109 1,180 125,000 SH CALL SOLE 125,000 MOLYCORP INC DEL NOTE 6.000% 608753AF6 3,763 4,000,000 PRN SOLE 4,000,000 MORGAN STANLEY COM NEW 617446448 669 35,000 SH CALL SOLE 35,000
Title of Cusip Value Shr/Prn SH/ PUT/ Investment Other Name of Issuer Class Number (x1000) Amount PRN CALL Discretion Managers Sole Shared Other ------------------------- -------- --------- ------- ------- --- ---- ---------- -------- ---- ------ ----- MORGAN STANLEY COM NEW 617446448 860 45,000 SH CALL SOLE 45,000 MOSAIC CO NEW COM 61945C103 849 15,000 SH CALL SOLE 15,000 NABORS INDUSTRIES LTD SHS G6359F103 289 20,000 SH CALL SOLE 20,000 NAVISTAR INTL CORP NEW COM 638901306 327 15,000 SH CALL SOLE 15,000 NEWMONT MINING CORP COM 651639106 1,625 35,000 SH CALL SOLE 35,000 NIKE INC CL B 654106103 1,032 20,000 SH CALL SOLE 20,000 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 522 15,000 SH CALL SOLE 15,000 NORFOLK SOUTHERN CORP COM 655844108 19 300 SH CALL SOLE 300 NORFOLK SOUTHERN CORP COM 655844108 1,237 20,000 SH CALL SOLE 20,000 NORFOLK SOUTHERN CORP COM 655844108 1,237 20,000 SH PUT SOLE 20,000 NORTHSTAR RLTY FIN COR COM 66704R100 210 29,900 SH PUT SOLE 29,900 NRG ENERGY INC COM NEW 629377508 575 25,000 SH CALL SOLE 25,000 NVIDIA CORP COM 67066G104 374 30,500 SH CALL SOLE 30,500 OMNICARE INC BOND 681904AN8 3,150 2,000,000 SH SOLE 2,000,000 PARKERVISION INC COM 701354102 123 60,464 SH SOLE 60,464 PEABODY ENERGY CORP COM 704549104 798 30,000 SH CALL SOLE 30,000 PENNEY J C INC COM 708160106 197 10,000 SH CALL SOLE 10,000 PENNEY J C INC COM 708160106 197 10,000 SH CALL SOLE 10,000 PENNEY J C INC COM 708160106 394 20,000 SH CALL SOLE 20,000 PFIZER INC COM 717081103 627 25,000 SH SOLE 25,000 PFIZER INC COM 717081103 627 25,000 SH PUT SOLE 25,000 PHH CORP COM NEW 693320202 396 17,400 SH PUT SOLE 17,400 POTASH CORP SASK INC COM 73755L107 814 20,000 SH CALL SOLE 20,000 POTASH CORP SASK INC COM 73755L107 1,221 30,000 SH CALL SOLE 30,000 PRICELINE COM INC COM NEW 741503403 1,241 2,000 SH CALL SOLE 2,000 PRICELINE COM INC COM NEW 741503403 2,482 4,000 SH CALL SOLE 4,000 PRUDENTIAL FINL INC COM 744320102 800 15,000 SH CALL SOLE 15,000 PRUDENTIAL FINL INC COM 744320102 1,067 20,000 SH CALL SOLE 20,000 QUALCOMM INC COM 747525103 1,237 20,000 SH CALL SOLE 20,000 RAIT FINANCIAL TRUST BOND 749227AA2 2,636 2,333,000 SH SOLE 2,333,000 RAYONIER INC BOND 75508AAC0 16,425 10,000,000 SH SOLE 10,000,000 REGIS CORP BOND 758932AA5 3,145 2,500,000 SH SOLE 2,500,000 REGIS CORP MINN NOTE 5.000% 758932AA5 1,957 1,592,000 PRN SOLE 1,592,000 SALESFORCE COM INC COM 79466L302 3,362 20,000 SH PUT SOLE 20,000 SALESFORCE.COM INC BOND 79466LAB0 14,235 6,950,000 SH SOLE 6,950,000 SONY CORP ADR NEW 835699307 280 25,000 SH PUT SOLE 25,000
Title of Cusip Value Shr/Prn SH/ PUT/ Investment Other Name of Issuer Class Number (x1000) Amount PRN CALL Discretion Managers Sole Shared Other ------------------------- -------- --------- ------- ------- --- ---- ---------- -------- ---- ------ ----- SONY CORP ADR NEW 835699307 560 50,000 SH PUT SOLE 50,000 SPDR GOLD TRUST GOLD SHS 78463V107 3,240 20,000 SH CALL SOLE 20,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,424 10,000 SH CALL SOLE 10,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,424 10,000 SH CALL SOLE 10,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,424 10,000 SH CALL SOLE 10,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,424 10,000 SH PUT SOLE 10,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,424 10,000 SH PUT SOLE 10,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,780 12,500 SH CALL SOLE 12,500 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,851 13,000 SH SOLE 13,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 2,136 15,000 SH PUT SOLE 15,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 2,848 20,000 SH CALL SOLE 20,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 4,272 30,000 SH CALL SOLE 30,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 4,272 30,000 SH PUT SOLE 30,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 4,272 30,000 SH PUT SOLE 30,000 SPDR S&P 500 ETF TR TR UNIT 78462F103 7,121 50,000 SH PUT SOLE 50,000 ST JUDE MED INC COM 790849103 799 22,100 SH CALL SOLE 22,100 SYMANTEC CORP COM 871503108 1,961 104,200 SH PUT SOLE 104,200 SYMANTEC CORP COM 871503108 2,479 131,700 SH SOLE 131,700 TESORO CORP COM 881609101 1,322 30,000 SH PUT SOLE 30,000 TEVA PHARMACEUTICAL IN ADR 881624209 504 13,500 SH CALL SOLE 13,500 TEVA PHARMACEUTICAL IN ADR 881624209 560 15,000 SH CALL SOLE 15,000 TRANSOCEAN LTD REG SHS H8817H100 670 15,000 SH CALL SOLE 15,000 TW TELECOM INC BOND 887319AC5 5,930 4,000,000 SH SOLE 4,000,000 UNITED CONTL HLDGS INC COM 910047109 585 25,000 SH CALL SOLE 25,000 UNITED CONTL HLDGS INC COM 910047109 585 25,000 SH CALL SOLE 25,000 UNITED CONTL HLDGS INC COM 910047109 1,169 50,000 SH PUT SOLE 50,000 UNITED PARCEL SERVICE CL B 911312106 1,843 25,000 SH CALL SOLE 25,000 UNITED RENTALS INC BOND 911363AL3 9,246 2,000,000 SH SOLE 2,000,000 UNITED RENTALS INC COM 911363109 455 10,000 SH CALL SOLE 10,000 UNITED RENTALS INC COM 911363109 455 10,000 SH CALL SOLE 10,000 UNITED RENTALS INC COM 911363109 455 10,000 SH PUT SOLE 10,000 UNITED RENTALS INC COM 911363109 455 10,000 SH PUT SOLE 10,000 UNITED RENTALS INC COM 911363109 797 17,500 SH CALL SOLE 17,500 UNITED RENTALS INC COM 911363109 910 20,000 SH PUT SOLE 20,000 UNITED RENTALS INC COM 911363109 1,366 30,000 SH PUT SOLE 30,000 UNITED RENTALS INC NOTE 4.000% 911363AL3 56,769 13,779,000 PRN SOLE 13,779,000
Title of Cusip Value Shr/Prn SH/ PUT/ Investment Other Name of Issuer Class Number (x1000) Amount PRN CALL Discretion Managers Sole Shared Other ------------------------- -------- --------- ------- ------- --- ---- ---------- -------- ---- ------ ----- UNITED STATES NATL GAS UNIT PAR $0. 912318201 19 1,000 SH SOLE 1,000 UNITED STATES OIL FUND UNITS 91232N108 150 4,500 SH SOLE 4,500 UNITED STATES OIL FUND UNITS 91232N108 334 10,000 SH PUT SOLE 10,000 UNITED STATES OIL FUND UNITS 91232N108 667 20,000 SH CALL SOLE 20,000 UNITED STATES STL CORP COM 912909108 954 40,000 SH CALL SOLE 40,000 VALE S A ADR 91912E204 1,216 58,000 SH CALL SOLE 58,000 VALERO ENERGY CORP NEW COM 91913Y100 682 20,000 SH CALL SOLE 20,000 VALERO ENERGY CORP NEW COM 91913Y100 1,024 30,000 SH PUT SOLE 30,000 VALERO ENERGY CORP NEW COM 91913Y100 1,024 30,000 SH PUT SOLE 30,000 VIRGIN MEDIA INC BOND 92769LAB7 10,725 5,000,000 SH SOLE 5,000,000 VIRGIN MEDIA INC COM 92769L101 184 5,000 SH CALL SOLE 5,000 VIRGIN MEDIA INC COM 92769L101 184 5,000 SH CALL SOLE 5,000 VIRGIN MEDIA INC COM 92769L101 184 5,000 SH CALL SOLE 5,000 VISA INC COM CL A 92826C839 3,032 20,000 SH PUT SOLE 20,000 VORNADO RLTY TR SH BEN INT 929042109 1,602 20,000 SH CALL SOLE 20,000 WEBMD HEALTH CORP COM 94770V102 267 18,600 SH SOLE 18,600 WEBMD HEALTH CORP NOTE 2.500% 94770VAF9 838 1,000,000 PRN SOLE 1,000,000 WELLS FARGO & CO NEW COM 949746101 1,709 50,000 SH SOLE 50,000 WELLS FARGO & CO NEW COM 949746101 1,709 50,000 SH PUT SOLE 50,000 WESCO INTERNATIONAL INC BOND 95082PAH8 12,906 5,000,000 SH SOLE 5,000,000 WESCO INTL INC COM 95082P105 405 6,000 SH CALL SOLE 6,000 WHIRLPOOL CORP COM 963320106 1,018 10,000 SH PUT SOLE 10,000 WHOLE FOODS MKT INC COM 966837106 1,367 15,000 SH PUT SOLE 15,000 YUM BRANDS INC COM 988498101 996 15,000 SH CALL SOLE 15,000 559,106