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