0000894579-13-000166.txt : 20130515
0000894579-13-000166.hdr.sgml : 20130515
20130515115037
ACCESSION NUMBER: 0000894579-13-000166
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130515
DATE AS OF CHANGE: 20130515
EFFECTIVENESS DATE: 20130515
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: 13844784
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
amida13fhr051413.txt
FORM 13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
Report for the Calendar Year or Quarter Ended: March 31, 2013
Check here if Amendment [ ] Amendment Number: _________
Institutional Investment Manager Filing this Report:
Name: Amida Capital Management II, LLC
Address: 477 Madison Avenue
Suite 520
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 May 15, 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: 744
-----------
Form 13F Information Table Value Total: $ 1,166,762
-----------
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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
ALCOA INC COM 013817101 426 50,000 SH CALL SOLE 50,000
ALLEGHENY TECHNOLOGIES COM 01741R102 1,706 53,800 SH SOLE 53,800
ALLEGHENY TECHNOLOGIES COM 01741R102 1,427 45,000 SH PUT SOLE 45,000
ALLEGHENY TECHNOLOGIES COM 01741R102 793 25,000 SH PUT SOLE 25,000
ALLIANCE DATA SYSTEMS COM 018581108 1,619 10,000 SH CALL SOLE 10,000
ALLIANCE DATA SYSTEMS COM 018581108 4,857 30,000 SH CALL SOLE 30,000
AMAZON COM INC COM 023135106 2,665 10,000 SH PUT SOLE 10,000
AMERICAN INTL GROUP IN COM NEW 026874784 388 10,000 SH CALL SOLE 10,000
AMERICAN INTL GROUP IN COM NEW 026874784 194 5,000 SH CALL SOLE 5,000
AMGEN INC COM 031162100 1,025 10,000 SH PUT SOLE 10,000
APACHE CORP COM 037411105 1,389 18,000 SH SOLE 18,000
APACHE CORP COM 037411105 772 10,000 SH CALL SOLE 10,000
APACHE CORP COM 037411105 1,157 15,000 SH PUT SOLE 15,000
APACHE CORP COM 037411105 1,157 15,000 SH PUT SOLE 15,000
APPLE INC COM 037833100 3,320 7,500 SH CALL SOLE 7,500
ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 261 20,000 SH CALL SOLE 20,000
ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 652 50,000 SH CALL SOLE 50,000
ARCHER DANIELS MIDLAND COM 039483102 1,349 40,000 SH PUT SOLE 40,000
ARVINMERITOR INC FRNT 4.0% 043353AH4 796 1,000,000 PRN SOLE 1,000,000
BP PLC SPONSORED AD 055622104 847 20,000 SH CALL SOLE 20,000
BP PLC SPONSORED AD 055622104 1,271 30,000 SH PUT SOLE 30,000
BANK OF AMERICA CORPOR COM 060505104 609 50,000 SH CALL SOLE 50,000
BANK OF AMERICA CORPOR COM 060505104 609 50,000 SH CALL SOLE 50,000
BEAZER HOMES USA INC COM NEW 07556Q881 48 3,000 SH SOLE 3,000
BEAZER HOMES USA INC COM NEW 07556Q881 317 20,000 SH PUT SOLE 20,000
CSX CORP COM 126408103 985 40,000 SH CALL SOLE 40,000
CEMEX SAB DE CV SPON ADR NEW 151290889 611 50,000 SH PUT SOLE 50,000
CEMEX SAB DE CV SPON ADR NEW 151290889 611 50,000 SH PUT SOLE 50,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,221 100,000 SH PUT SOLE 100,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,832 150,000 SH PUT SOLE 150,000
CEMEX SAB DE CV NOTE 3.750% 151290BC6 10,153 7,500,000 PRN SOLE 7,500,000
CHESAPEAKE ENERGY CORP COM 165167107 1,021 50,000 SH CALL SOLE 50,000
CHESAPEAKE ENERGY CORP COM 165167107 1,531 75,000 SH CALL SOLE 75,000
CHESAPEAKE ENERGY CORP COM 165167107 306 15,000 SH CALL 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
CISCO SYS INC COM 17275R102 1,045 50,000 SH CALL SOLE 50,000
CISCO SYS INC COM 17275R102 836 40,000 SH PUT SOLE 40,000
CITIGROUP INC COM NEW 172967424 1,327 30,000 SH CALL SOLE 30,000
CITIGROUP INC COM NEW 172967424 1,106 25,000 SH CALL SOLE 25,000
CLIFFS NAT RES INC COM 18683K101 67 3,500 SH SOLE 3,500
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH CALL SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 285 15,000 SH CALL SOLE 15,000
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH PUT SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 475 25,000 SH PUT SOLE 25,000
CLIFFS NAT RES INC COM 18683K101 190 10,000 SH PUT SOLE 10,000
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH PUT SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 475 25,000 SH PUT SOLE 25,000
CLOROX CO DEL COM 189054109 2,213 25,000 SH PUT SOLE 25,000
COACH INC COM 189754104 750 15,000 SH CALL SOLE 15,000
COINSTAR INC COM 19259P300 584 10,000 SH PUT SOLE 10,000
CORNING INC COM 219350105 300 22,500 SH CALL SOLE 22,500
COSTCO WHSL CORP NEW COM 22160K105 1,061 10,000 SH CALL SOLE 10,000
D R HORTON INC COM 23331A109 972 40,000 SH PUT SOLE 40,000
DECKERS OUTDOOR CORP COM 243537107 835 15,000 SH CALL SOLE 15,000
DELL INC COM 24702R101 72 5,000 SH SOLE 5,000
DIAMOND OFFSHORE DRILL COM 25271C102 696 10,000 SH CALL SOLE 10,000
DOW CHEM CO COM 260543103 478 15,000 SH CALL SOLE 15,000
EBAY INC COM 278642103 813 15,000 SH PUT SOLE 15,000
FEDEX CORP COM 31428X106 737 7,500 SH CALL SOLE 7,500
FEDEX CORP COM 31428X106 1,306 13,300 SH PUT SOLE 13,300
FIDELITY NATIONAL FINA CL A 31620R105 631 25,000 SH PUT SOLE 25,000
FORD MTR CO DEL COM PAR $0.00 345370860 658 50,000 SH CALL SOLE 50,000
FREEPORT-MCMORAN COPPE COM 35671D857 33 1,000 SH SOLE 1,000
FREEPORT-MCMORAN COPPE COM 35671D857 993 30,000 SH PUT SOLE 30,000
GENERAL ELECTRIC CO COM 369604103 1,156 50,000 SH CALL SOLE 50,000
GENERAL ELECTRIC CO COM 369604103 1,156 50,000 SH CALL SOLE 50,000
GENERAL MTRS CO COM 37045V100 223 8,000 SH SOLE 8,000
GENERAL MTRS CO COM 37045V100 278 10,000 SH CALL SOLE 10,000
GENERAL MTRS CO COM 37045V100 835 30,000 SH PUT SOLE 30,000
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS NUMBER (x1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
GOLDCORP INC NEW COM 380956409 673 20,000 SH CALL SOLE 20,000
GOLDCORP INC NEW COM 380956409 336 10,000 SH CALL SOLE 10,000
GOLDMAN SACHS GROUP IN COM 38141G104 184 1,250 SH SOLE 1,250
GOLDMAN SACHS GROUP IN COM 38141G104 1,472 10,000 SH CALL SOLE 10,000
GOLDMAN SACHS GROUP IN COM 38141G104 1,472 10,000 SH PUT SOLE 10,000
GOOGLE INC CL A 38259P508 1,985 2,500 SH CALL SOLE 2,500
GROUP 1 AUTOMOTIVE INC COM 398905109 300 5,000 SH CALL SOLE 5,000
HCA HOLDINGS INC COM 40412C101 609 15,000 SH CALL SOLE 15,000
HALLIBURTON CO COM 406216101 808 20,000 SH PUT SOLE 20,000
HESS CORP COM 42809H107 322 4,500 SH SOLE 4,500
HESS CORP COM 42809H107 1,074 15,000 SH PUT SOLE 15,000
HESS CORP COM 42809H107 1,074 15,000 SH PUT SOLE 15,000
HEWLETT PACKARD CO COM 428236103 834 35,000 SH CALL SOLE 35,000
HEWLETT PACKARD CO COM 428236103 596 25,000 SH CALL SOLE 25,000
HEWLETT PACKARD CO COM 428236103 370 15,500 SH CALL SOLE 15,500
HOME DEPOT INC COM 437076102 3,273 46,900 SH PUT SOLE 46,900
ISHARES SILVER TRUST ISHARES 46428Q109 549 20,000 SH CALL SOLE 20,000
ISIS PHARMACEUTICALS I COM 464330109 291 17,200 SH PUT SOLE 17,200
JPMORGAN CHASE & CO COM 46625H100 712 15,000 SH SOLE 15,000
JPMORGAN CHASE & CO COM 46625H100 949 20,000 SH PUT SOLE 20,000
KOHLS CORP COM 500255104 461 10,000 SH CALL SOLE 10,000
LSI CORPORATION COM 502161102 332 49,000 SH CALL SOLE 49,000
LIBERTY MEDIA CORP DEB 3.500% 530715AN1 784 1,500,000 PRN SOLE 1,500,000
LIBERTY MEDIA CORP NEW DEB 3.125% 530718AF2 3,249 2,000,000 PRN SOLE 2,000,000
LINKEDIN CORP COM CL A 53578A108 1,761 10,000 SH CALL SOLE 10,000
LINKEDIN CORP COM CL A 53578A108 880 5,000 SH PUT SOLE 5,000
MGM RESORTS INTERNATIO COM 552953101 197 15,000 SH CALL SOLE 15,000
MCGRAW HILL COS INC COM 580645109 521 10,000 SH CALL SOLE 10,000
MEDTRONIC INC NOTE 1.625% 585055AM8 2,000 2,000,000 PRN SOLE 2,000,000
MERITOR INC COM 59001K100 142 30,000 SH CALL SOLE 30,000
MERITOR INC COM 59001K100 467 98,800 SH CALL SOLE 98,800
METLIFE INC COM 59156R108 133 3,500 SH SOLE 3,500
METLIFE INC COM 59156R108 570 15,000 SH CALL SOLE 15,000
METLIFE INC COM 59156R108 380 10,000 SH PUT 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
MICRON TECHNOLOGY INC COM 595112103 599 60,000 SH CALL SOLE 60,000
MICRON TECHNOLOGY INC COM 595112103 200 20,000 SH PUT SOLE 20,000
MICRON TECHNOLOGY INC COM 595112103 449 45,000 SH PUT SOLE 45,000
MOLSON COORS BREWING C NOTE 2.500% 60871RAA8 1,032 1,000,000 PRN SOLE 1,000,000
MOLYCORP INC DEL COM 608753109 468 90,000 SH CALL SOLE 90,000
MOLYCORP INC DEL COM 608753109 130 25,000 SH PUT SOLE 25,000
MOLYCORP INC DEL NOTE 5.500% 608753AH2 1,834 2,000,000 PRN SOLE 2,000,000
MORGAN STANLEY COM NEW 617446448 769 35,000 SH CALL SOLE 35,000
MORGAN STANLEY COM NEW 617446448 550 25,000 SH CALL SOLE 25,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH CALL SOLE 10,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH CALL SOLE 10,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH PUT SOLE 10,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH CALL SOLE 20,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH CALL SOLE 20,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH PUT SOLE 20,000
NIKE INC CL B 654106103 885 15,000 SH PUT SOLE 15,000
NVIDIA CORP COM 67066G104 642 50,000 SH CALL SOLE 50,000
PHH CORP COM NEW 693320202 1,243 56,600 SH SOLE 56,600
PHH CORP COM NEW 693320202 659 30,000 SH CALL SOLE 30,000
PHH CORP COM NEW 693320202 321 14,600 SH PUT SOLE 14,600
PEABODY ENERGY CORP COM 704549104 529 25,000 SH PUT SOLE 25,000
PENNEY J C INC COM 708160106 68 4,500 SH SOLE 4,500
PENNEY J C INC COM 708160106 151 10,000 SH CALL SOLE 10,000
PENNEY J C INC COM 708160106 157 10,400 SH PUT SOLE 10,400
PETROLEO BRASILEIRO SA SPONSORED AD 71654V408 1,160 70,000 SH CALL SOLE 70,000
POTASH CORP SASK INC COM 73755L107 98 2,500 SH SOLE 2,500
POTASH CORP SASK INC COM 73755L107 981 25,000 SH PUT SOLE 25,000
PRICELINE COM INC COM NEW 741503403 551 800 SH PUT SOLE 800
PRUDENTIAL FINL INC COM 744320102 354 6,000 SH CALL SOLE 6,000
QUALCOMM INC COM 747525103 1,339 20,000 SH CALL SOLE 20,000
REGIS CORP MINN NOTE 5.0% 758932AA5 2,043 1,592,000 PRN SOLE 1,592,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,917 25,000 SH CALL SOLE 25,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,567 10,000 SH CALL SOLE 10,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH CALL SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH CALL SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH CALL SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,917 25,000 SH CALL SOLE 25,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,567 10,000 SH CALL SOLE 10,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH PUT SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH PUT SOLE 15,000
SPDR GOLD TRUST GOLD SHS 78463V107 1,545 10,000 SH CALL SOLE 10,000
ST JUDE MED INC COM 790849103 894 22,100 SH CALL SOLE 22,100
SIRIUS XM RADIO INC COM 82967N108 77 25,000 SH CALL SOLE 25,000
SONY CORP ADR NEW 835699307 435 25,000 SH PUT SOLE 25,000
SONY CORP ADR NEW 835699307 435 25,000 SH PUT SOLE 25,000
STANDARD PAC CORP NEW NOTE 1.250% 85375CBC4 7,026 5,500,000 PRN SOLE 5,500,000
TEVA PHARMACEUTICAL IN ADR 881624209 992 25,000 SH CALL SOLE 25,000
3-D SYS CORP DEL COM NEW 88554D205 161 5,000 SH SOLE 5,000
3-D SYS CORP DEL COM NEW 88554D205 2,418 75,000 SH PUT SOLE 75,000
3-D SYS CORP DEL COM NEW 88554D205 484 15,000 SH PUT SOLE 15,000
TYSON FOODS INC NOTE 3.250% 902494AP8 5,918 4,000,000 PRN SOLE 4,000,000
UNITED RENTALS INC COM 911363109 550 10,000 SH CALL SOLE 10,000
UNITED RENTALS INC COM 911363109 550 10,000 SH CALL SOLE 10,000
UNITED RENTALS INC COM 911363109 825 15,000 SH PUT SOLE 15,000
UNITED RENTALS INC NOTE 4.0% 911363AL3 44,533 9,000,000 PRN SOLE 9,000,000
UNITED STATES NATL GAS UNIT PAR $0.00 912318201 821 37,500 SH CALL SOLE 37,500
UNITED STATES NATL GAS UNIT PAR $0.00 912318201 821 37,500 SH CALL SOLE 37,500
UNITED STATES OIL FUND UNITS 91232N108 1,112 32,000 SH PUT SOLE 32,000
UNITED STATES OIL FUND UNITS 91232N108 521 15,000 SH SOLE 15,000
UNITED STATES STL CORP COM 912909108 780 40,000 SH CALL SOLE 40,000
UNITED THERAPEUTICS CO NOTE 1.0% 91307CAF9 6,182 4,500,000 PRN SOLE 4,500,000
VALE S A ADR 91912E105 865 50,000 SH CALL SOLE 50,000
VIRGIN MEDIA INC COM 92769L101 245 5,000 SH CALL SOLE 5,000
VIRGIN MEDIA INC COM 92769L101 245 5,000 SH CALL SOLE 5,000
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS NUMBER (x1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
WESCO INTL INC COM 95082P105 436 6,000 SH CALL SOLE 6,000
HERBALIFE LTD COM USD SHS G4412G101 150 4,000 SH SOLE 4,000
HERBALIFE LTD COM USD SHS G4412G101 187 5,000 SH PUT SOLE 5,000
HERBALIFE LTD COM USD SHS G4412G101 562 15,000 SH PUT SOLE 15,000
HERBALIFE LTD COM USD SHS G4412G101 375 10,000 SH PUT SOLE 10,000
MARVELL TECHNOLOGY GRO ORD G5876H105 529 50,000 SH CALL SOLE 50,000
NABORS INDUSTRIES LTD SHS G6359F103 243 15,000 SH CALL SOLE 15,000
TRANSOCEAN LTD REG SHS H8817H100 1,039 20,000 SH CALL SOLE 20,000
TRANSOCEAN LTD REG SHS H8817H100 473 9,100 SH CALL SOLE 9,100
ARCELORMITTAL SA LUXEM MAND CVNT 1 L0302D178 629 30,000 SH SOLE 30,000
ALCOA INC COM 013817101 426 50,000 SH CALL SOLE 50,000
ALLEGHENY TECHNOLOGIES COM 01741R102 1,706 53,800 SH SOLE 53,800
ALLEGHENY TECHNOLOGIES COM 01741R102 1,427 45,000 SH PUT SOLE 45,000
ALLEGHENY TECHNOLOGIES COM 01741R102 793 25,000 SH PUT SOLE 25,000
ALLIANCE DATA SYSTEMS COM 018581108 1,619 10,000 SH CALL SOLE 10,000
ALLIANCE DATA SYSTEMS COM 018581108 4,857 30,000 SH CALL SOLE 30,000
AMAZON COM INC COM 023135106 2,665 10,000 SH PUT SOLE 10,000
AMERICAN INTL GROUP IN COM NEW 026874784 388 10,000 SH CALL SOLE 10,000
AMERICAN INTL GROUP IN COM NEW 026874784 194 5,000 SH CALL SOLE 5,000
AMGEN INC COM 031162100 1,025 10,000 SH PUT SOLE 10,000
APACHE CORP COM 037411105 1,389 18,000 SH SOLE 18,000
APACHE CORP COM 037411105 772 10,000 SH CALL SOLE 10,000
APACHE CORP COM 037411105 1,157 15,000 SH PUT SOLE 15,000
APACHE CORP COM 037411105 1,157 15,000 SH PUT SOLE 15,000
APPLE INC COM 037833100 3,320 7,500 SH CALL SOLE 7,500
ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 261 20,000 SH CALL SOLE 20,000
ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 652 50,000 SH CALL SOLE 50,000
ARCHER DANIELS MIDLAND COM 039483102 1,349 40,000 SH PUT SOLE 40,000
ARVINMERITOR INC FRNT 4.0% 043353AH4 796 1,000,000 PRN SOLE 1,000,000
BP PLC SPONSORED AD 055622104 847 20,000 SH CALL SOLE 20,000
BP PLC SPONSORED AD 055622104 1,271 30,000 SH PUT SOLE 30,000
BANK OF AMERICA CORPOR COM 060505104 609 50,000 SH CALL SOLE 50,000
BANK OF AMERICA CORPOR COM 060505104 609 50,000 SH CALL SOLE 50,000
BEAZER HOMES USA INC COM NEW 07556Q881 48 3,000 SH SOLE 3,000
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS NUMBER (x1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
BEAZER HOMES USA INC COM NEW 07556Q881 317 20,000 SH PUT SOLE 20,000
CSX CORP COM 126408103 985 40,000 SH CALL SOLE 40,000
CEMEX SAB DE CV SPON ADR NEW 151290889 611 50,000 SH PUT SOLE 50,000
CEMEX SAB DE CV SPON ADR NEW 151290889 611 50,000 SH PUT SOLE 50,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,221 100,000 SH PUT SOLE 100,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,832 150,000 SH PUT SOLE 150,000
CEMEX SAB DE CV NOTE 3.750% 151290BC6 10,153 7,500,000 PRN SOLE 7,500,000
CHESAPEAKE ENERGY CORP COM 165167107 1,021 50,000 SH CALL SOLE 50,000
CHESAPEAKE ENERGY CORP COM 165167107 1,531 75,000 SH CALL SOLE 75,000
CHESAPEAKE ENERGY CORP COM 165167107 306 15,000 SH CALL SOLE 15,000
CISCO SYS INC COM 17275R102 1,045 50,000 SH CALL SOLE 50,000
CISCO SYS INC COM 17275R102 836 40,000 SH PUT SOLE 40,000
CITIGROUP INC COM NEW 172967424 1,327 30,000 SH CALL SOLE 30,000
CITIGROUP INC COM NEW 172967424 1,106 25,000 SH CALL SOLE 25,000
CLIFFS NAT RES INC COM 18683K101 67 3,500 SH SOLE 3,500
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH CALL SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 285 15,000 SH CALL SOLE 15,000
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH PUT SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 475 25,000 SH PUT SOLE 25,000
CLIFFS NAT RES INC COM 18683K101 190 10,000 SH PUT SOLE 10,000
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH PUT SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 475 25,000 SH PUT SOLE 25,000
CLOROX CO DEL COM 189054109 2,213 25,000 SH PUT SOLE 25,000
COACH INC COM 189754104 750 15,000 SH CALL SOLE 15,000
COINSTAR INC COM 19259P300 584 10,000 SH PUT SOLE 10,000
CORNING INC COM 219350105 300 22,500 SH CALL SOLE 22,500
COSTCO WHSL CORP NEW COM 22160K105 1,061 10,000 SH CALL SOLE 10,000
D R HORTON INC COM 23331A109 972 40,000 SH PUT SOLE 40,000
DECKERS OUTDOOR CORP COM 243537107 835 15,000 SH CALL SOLE 15,000
DELL INC COM 24702R101 72 5,000 SH SOLE 5,000
DIAMOND OFFSHORE DRILL COM 25271C102 696 10,000 SH CALL SOLE 10,000
DOW CHEM CO COM 260543103 478 15,000 SH CALL SOLE 15,000
EBAY INC COM 278642103 813 15,000 SH PUT SOLE 15,000
FEDEX CORP COM 31428X106 737 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
FEDEX CORP COM 31428X106 1,306 13,300 SH PUT SOLE 13,300
FIDELITY NATIONAL FINA CL A 31620R105 631 25,000 SH PUT SOLE 25,000
FORD MTR CO DEL COM PAR $0.00 345370860 658 50,000 SH CALL SOLE 50,000
FREEPORT-MCMORAN COPPE COM 35671D857 33 1,000 SH SOLE 1,000
FREEPORT-MCMORAN COPPE COM 35671D857 993 30,000 SH PUT SOLE 30,000
GENERAL ELECTRIC CO COM 369604103 1,156 50,000 SH CALL SOLE 50,000
GENERAL ELECTRIC CO COM 369604103 1,156 50,000 SH CALL SOLE 50,000
GENERAL MTRS CO COM 37045V100 223 8,000 SH SOLE 8,000
GENERAL MTRS CO COM 37045V100 278 10,000 SH CALL SOLE 10,000
GENERAL MTRS CO COM 37045V100 835 30,000 SH PUT SOLE 30,000
GOLDCORP INC NEW COM 380956409 673 20,000 SH CALL SOLE 20,000
GOLDCORP INC NEW COM 380956409 336 10,000 SH CALL SOLE 10,000
GOLDMAN SACHS GROUP IN COM 38141G104 184 1,250 SH SOLE 1,250
GOLDMAN SACHS GROUP IN COM 38141G104 1,472 10,000 SH CALL SOLE 10,000
GOLDMAN SACHS GROUP IN COM 38141G104 1,472 10,000 SH PUT SOLE 10,000
GOOGLE INC CL A 38259P508 1,985 2,500 SH CALL SOLE 2,500
GROUP 1 AUTOMOTIVE INC COM 398905109 300 5,000 SH CALL SOLE 5,000
HCA HOLDINGS INC COM 40412C101 609 15,000 SH CALL SOLE 15,000
HALLIBURTON CO COM 406216101 808 20,000 SH PUT SOLE 20,000
HESS CORP COM 42809H107 322 4,500 SH SOLE 4,500
HESS CORP COM 42809H107 1,074 15,000 SH PUT SOLE 15,000
HESS CORP COM 42809H107 1,074 15,000 SH PUT SOLE 15,000
HEWLETT PACKARD CO COM 428236103 834 35,000 SH CALL SOLE 35,000
HEWLETT PACKARD CO COM 428236103 596 25,000 SH CALL SOLE 25,000
HEWLETT PACKARD CO COM 428236103 370 15,500 SH CALL SOLE 15,500
HOME DEPOT INC COM 437076102 3,273 46,900 SH PUT SOLE 46,900
ISHARES SILVER TRUST ISHARES 46428Q109 549 20,000 SH CALL SOLE 20,000
ISIS PHARMACEUTICALS I COM 464330109 291 17,200 SH PUT SOLE 17,200
JPMORGAN CHASE & CO COM 46625H100 712 15,000 SH SOLE 15,000
JPMORGAN CHASE & CO COM 46625H100 949 20,000 SH PUT SOLE 20,000
KOHLS CORP COM 500255104 461 10,000 SH CALL SOLE 10,000
LSI CORPORATION COM 502161102 332 49,000 SH CALL SOLE 49,000
LIBERTY MEDIA CORP DEB 3.500% 530715AN1 784 1,500,000 PRN SOLE 1,500,000
LIBERTY MEDIA CORP NEW DEB 3.125% 530718AF2 3,249 2,000,000 PRN SOLE 2,000,000
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS NUMBER (x1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
LINKEDIN CORP COM CL A 53578A108 1,761 10,000 SH CALL SOLE 10,000
LINKEDIN CORP COM CL A 53578A108 880 5,000 SH PUT SOLE 5,000
MGM RESORTS INTERNATIO COM 552953101 197 15,000 SH CALL SOLE 15,000
MCGRAW HILL COS INC COM 580645109 521 10,000 SH CALL SOLE 10,000
MEDTRONIC INC NOTE 1.625% 585055AM8 2,000 2,000,000 PRN SOLE 2,000,000
MERITOR INC COM 59001K100 142 30,000 SH CALL SOLE 30,000
MERITOR INC COM 59001K100 467 98,800 SH CALL SOLE 98,800
METLIFE INC COM 59156R108 133 3,500 SH SOLE 3,500
METLIFE INC COM 59156R108 570 15,000 SH CALL SOLE 15,000
METLIFE INC COM 59156R108 380 10,000 SH PUT SOLE 10,000
MICRON TECHNOLOGY INC COM 595112103 599 60,000 SH CALL SOLE 60,000
MICRON TECHNOLOGY INC COM 595112103 200 20,000 SH PUT SOLE 20,000
MICRON TECHNOLOGY INC COM 595112103 449 45,000 SH PUT SOLE 45,000
MOLSON COORS BREWING C NOTE 2.500% 60871RAA8 1,032 1,000,000 PRN SOLE 1,000,000
MOLYCORP INC DEL COM 608753109 468 90,000 SH CALL SOLE 90,000
MOLYCORP INC DEL COM 608753109 130 25,000 SH PUT SOLE 25,000
MOLYCORP INC DEL NOTE 5.500% 608753AH2 1,834 2,000,000 PRN SOLE 2,000,000
MORGAN STANLEY COM NEW 617446448 769 35,000 SH CALL SOLE 35,000
MORGAN STANLEY COM NEW 617446448 550 25,000 SH CALL SOLE 25,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH CALL SOLE 10,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH CALL SOLE 10,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH PUT SOLE 10,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH CALL SOLE 20,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH CALL SOLE 20,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH PUT SOLE 20,000
NIKE INC CL B 654106103 885 15,000 SH PUT SOLE 15,000
NVIDIA CORP COM 67066G104 642 50,000 SH CALL SOLE 50,000
PHH CORP COM NEW 693320202 1,243 56,600 SH SOLE 56,600
PHH CORP COM NEW 693320202 659 30,000 SH CALL SOLE 30,000
PHH CORP COM NEW 693320202 321 14,600 SH PUT SOLE 14,600
PEABODY ENERGY CORP COM 704549104 529 25,000 SH PUT SOLE 25,000
PENNEY J C INC COM 708160106 68 4,500 SH SOLE 4,500
PENNEY J C INC COM 708160106 151 10,000 SH CALL SOLE 10,000
PENNEY J C INC COM 708160106 157 10,400 SH PUT SOLE 10,400
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS NUMBER (x1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
PETROLEO BRASILEIRO SA SPONSORED AD 71654V408 1,160 70,000 SH CALL SOLE 70,000
POTASH CORP SASK INC COM 73755L107 98 2,500 SH SOLE 2,500
POTASH CORP SASK INC COM 73755L107 981 25,000 SH PUT SOLE 25,000
PRICELINE COM INC COM NEW 741503403 551 800 SH PUT SOLE 800
PRUDENTIAL FINL INC COM 744320102 354 6,000 SH CALL SOLE 6,000
QUALCOMM INC COM 747525103 1,339 20,000 SH CALL SOLE 20,000
REGIS CORP MINN NOTE 5.0% 758932AA5 2,043 1,592,000 PRN SOLE 1,592,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,917 25,000 SH CALL SOLE 25,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,567 10,000 SH CALL SOLE 10,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH CALL SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH CALL SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH CALL SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH CALL SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,917 25,000 SH CALL SOLE 25,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,567 10,000 SH CALL SOLE 10,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH PUT SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH PUT SOLE 15,000
SPDR GOLD TRUST GOLD SHS 78463V107 1,545 10,000 SH CALL SOLE 10,000
ST JUDE MED INC COM 790849103 894 22,100 SH CALL SOLE 22,100
SIRIUS XM RADIO INC COM 82967N108 77 25,000 SH CALL SOLE 25,000
SONY CORP ADR NEW 835699307 435 25,000 SH PUT SOLE 25,000
SONY CORP ADR NEW 835699307 435 25,000 SH PUT SOLE 25,000
STANDARD PAC CORP NEW NOTE 1.250% 85375CBC4 7,026 5,500,000 PRN SOLE 5,500,000
TEVA PHARMACEUTICAL IN ADR 881624209 992 25,000 SH CALL SOLE 25,000
3-D SYS CORP DEL COM NEW 88554D205 161 5,000 SH SOLE 5,000
3-D SYS CORP DEL COM NEW 88554D205 2,418 75,000 SH PUT SOLE 75,000
3-D SYS CORP DEL COM NEW 88554D205 484 15,000 SH PUT SOLE 15,000
TYSON FOODS INC NOTE 3.250% 902494AP8 5,918 4,000,000 PRN SOLE 4,000,000
UNITED RENTALS INC COM 911363109 550 10,000 SH CALL SOLE 10,000
UNITED RENTALS INC COM 911363109 550 10,000 SH CALL SOLE 10,000
UNITED RENTALS INC COM 911363109 825 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
UNITED RENTALS INC NOTE 4.0% 911363AL3 44,533 9,000,000 PRN SOLE 9,000,000
UNITED STATES NATL GAS UNIT PAR $0.00 912318201 821 37,500 SH CALL SOLE 37,500
UNITED STATES NATL GAS UNIT PAR $0.00 912318201 821 37,500 SH CALL SOLE 37,500
UNITED STATES OIL FUND UNITS 91232N108 1,112 32,000 SH PUT SOLE 32,000
UNITED STATES OIL FUND UNITS 91232N108 521 15,000 SH SOLE 15,000
UNITED STATES STL CORP COM 912909108 780 40,000 SH CALL SOLE 40,000
UNITED THERAPEUTICS CO NOTE 1.0% 91307CAF9 6,182 4,500,000 PRN SOLE 4,500,000
VALE S A ADR 91912E105 865 50,000 SH CALL SOLE 50,000
VIRGIN MEDIA INC COM 92769L101 245 5,000 SH CALL SOLE 5,000
VIRGIN MEDIA INC COM 92769L101 245 5,000 SH CALL SOLE 5,000
WESCO INTL INC COM 95082P105 436 6,000 SH CALL SOLE 6,000
HERBALIFE LTD COM USD SHS G4412G101 150 4,000 SH SOLE 4,000
HERBALIFE LTD COM USD SHS G4412G101 187 5,000 SH PUT SOLE 5,000
HERBALIFE LTD COM USD SHS G4412G101 562 15,000 SH PUT SOLE 15,000
HERBALIFE LTD COM USD SHS G4412G101 375 10,000 SH PUT SOLE 10,000
MARVELL TECHNOLOGY GRO ORD G5876H105 529 50,000 SH CALL SOLE 50,000
NABORS INDUSTRIES LTD SHS G6359F103 243 15,000 SH CALL SOLE 15,000
TRANSOCEAN LTD REG SHS H8817H100 1,039 20,000 SH CALL SOLE 20,000
TRANSOCEAN LTD REG SHS H8817H100 473 9,100 SH CALL SOLE 9,100
ARCELORMITTAL SA LUXEM MAND CVNT 1 L0302D178 629 30,000 SH SOLE 30,000
ALCOA INC COM 013817101 426 50,000 SH CALL SOLE 50,000
ALLEGHENY TECHNOLOGIES COM 01741R102 1,706 53,800 SH SOLE 53,800
ALLEGHENY TECHNOLOGIES COM 01741R102 1,427 45,000 SH PUT SOLE 45,000
ALLEGHENY TECHNOLOGIES COM 01741R102 793 25,000 SH PUT SOLE 25,000
ALLIANCE DATA SYSTEMS COM 018581108 1,619 10,000 SH CALL SOLE 10,000
ALLIANCE DATA SYSTEMS COM 018581108 4,857 30,000 SH CALL SOLE 30,000
AMAZON COM INC COM 023135106 2,665 10,000 SH PUT SOLE 10,000
AMERICAN INTL GROUP IN COM NEW 026874784 388 10,000 SH CALL SOLE 10,000
AMERICAN INTL GROUP IN COM NEW 026874784 194 5,000 SH CALL SOLE 5,000
AMGEN INC COM 031162100 1,025 10,000 SH PUT SOLE 10,000
APACHE CORP COM 037411105 1,389 18,000 SH SOLE 18,000
APACHE CORP COM 037411105 772 10,000 SH CALL SOLE 10,000
APACHE CORP COM 037411105 1,157 15,000 SH PUT SOLE 15,000
APACHE CORP COM 037411105 1,157 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
APPLE INC COM 037833100 3,320 7,500 SH CALL SOLE 7,500
ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 261 20,000 SH CALL SOLE 20,000
ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 652 50,000 SH CALL SOLE 50,000
ARCHER DANIELS MIDLAND COM 039483102 1,349 40,000 SH PUT SOLE 40,000
ARVINMERITOR INC FRNT 4.0% 043353AH4 796 1,000,000 PRN SOLE 1,000,000
BP PLC SPONSORED AD 055622104 847 20,000 SH CALL SOLE 20,000
BP PLC SPONSORED AD 055622104 1,271 30,000 SH PUT SOLE 30,000
BANK OF AMERICA CORPOR COM 060505104 609 50,000 SH CALL SOLE 50,000
BANK OF AMERICA CORPOR COM 060505104 609 50,000 SH CALL SOLE 50,000
BEAZER HOMES USA INC COM NEW 07556Q881 48 3,000 SH SOLE 3,000
BEAZER HOMES USA INC COM NEW 07556Q881 317 20,000 SH PUT SOLE 20,000
CSX CORP COM 126408103 985 40,000 SH CALL SOLE 40,000
CEMEX SAB DE CV SPON ADR NEW 151290889 611 50,000 SH PUT SOLE 50,000
CEMEX SAB DE CV SPON ADR NEW 151290889 611 50,000 SH PUT SOLE 50,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,221 100,000 SH PUT SOLE 100,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,832 150,000 SH PUT SOLE 150,000
CEMEX SAB DE CV NOTE 3.750% 151290BC6 10,153 7,500,000 PRN SOLE 7,500,000
CHESAPEAKE ENERGY CORP COM 165167107 1,021 50,000 SH CALL SOLE 50,000
CHESAPEAKE ENERGY CORP COM 165167107 1,531 75,000 SH CALL SOLE 75,000
CHESAPEAKE ENERGY CORP COM 165167107 306 15,000 SH CALL SOLE 15,000
CISCO SYS INC COM 17275R102 1,045 50,000 SH CALL SOLE 50,000
CISCO SYS INC COM 17275R102 836 40,000 SH PUT SOLE 40,000
CITIGROUP INC COM NEW 172967424 1,327 30,000 SH CALL SOLE 30,000
CITIGROUP INC COM NEW 172967424 1,106 25,000 SH CALL SOLE 25,000
CLIFFS NAT RES INC COM 18683K101 67 3,500 SH SOLE 3,500
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH CALL SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 285 15,000 SH CALL SOLE 15,000
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH PUT SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 475 25,000 SH PUT SOLE 25,000
CLIFFS NAT RES INC COM 18683K101 190 10,000 SH PUT SOLE 10,000
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH PUT SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 475 25,000 SH PUT SOLE 25,000
CLOROX CO DEL COM 189054109 2,213 25,000 SH PUT SOLE 25,000
COACH INC COM 189754104 750 15,000 SH CALL 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
COINSTAR INC COM 19259P300 584 10,000 SH PUT SOLE 10,000
CORNING INC COM 219350105 300 22,500 SH CALL SOLE 22,500
COSTCO WHSL CORP NEW COM 22160K105 1,061 10,000 SH CALL SOLE 10,000
D R HORTON INC COM 23331A109 972 40,000 SH PUT SOLE 40,000
DECKERS OUTDOOR CORP COM 243537107 835 15,000 SH CALL SOLE 15,000
DELL INC COM 24702R101 72 5,000 SH SOLE 5,000
DIAMOND OFFSHORE DRILL COM 25271C102 696 10,000 SH CALL SOLE 10,000
DOW CHEM CO COM 260543103 478 15,000 SH CALL SOLE 15,000
EBAY INC COM 278642103 813 15,000 SH PUT SOLE 15,000
FEDEX CORP COM 31428X106 737 7,500 SH CALL SOLE 7,500
FEDEX CORP COM 31428X106 1,306 13,300 SH PUT SOLE 13,300
FIDELITY NATIONAL FINA CL A 31620R105 631 25,000 SH PUT SOLE 25,000
FORD MTR CO DEL COM PAR $0.00 345370860 658 50,000 SH CALL SOLE 50,000
FREEPORT-MCMORAN COPPE COM 35671D857 33 1,000 SH SOLE 1,000
FREEPORT-MCMORAN COPPE COM 35671D857 993 30,000 SH PUT SOLE 30,000
GENERAL ELECTRIC CO COM 369604103 1,156 50,000 SH CALL SOLE 50,000
GENERAL ELECTRIC CO COM 369604103 1,156 50,000 SH CALL SOLE 50,000
GENERAL MTRS CO COM 37045V100 223 8,000 SH SOLE 8,000
GENERAL MTRS CO COM 37045V100 278 10,000 SH CALL SOLE 10,000
GENERAL MTRS CO COM 37045V100 835 30,000 SH PUT SOLE 30,000
GOLDCORP INC NEW COM 380956409 673 20,000 SH CALL SOLE 20,000
GOLDCORP INC NEW COM 380956409 336 10,000 SH CALL SOLE 10,000
GOLDMAN SACHS GROUP IN COM 38141G104 184 1,250 SH SOLE 1,250
GOLDMAN SACHS GROUP IN COM 38141G104 1,472 10,000 SH CALL SOLE 10,000
GOLDMAN SACHS GROUP IN COM 38141G104 1,472 10,000 SH PUT SOLE 10,000
GOOGLE INC CL A 38259P508 1,985 2,500 SH CALL SOLE 2,500
GROUP 1 AUTOMOTIVE INC COM 398905109 300 5,000 SH CALL SOLE 5,000
HCA HOLDINGS INC COM 40412C101 609 15,000 SH CALL SOLE 15,000
HALLIBURTON CO COM 406216101 808 20,000 SH PUT SOLE 20,000
HESS CORP COM 42809H107 322 4,500 SH SOLE 4,500
HESS CORP COM 42809H107 1,074 15,000 SH PUT SOLE 15,000
HESS CORP COM 42809H107 1,074 15,000 SH PUT SOLE 15,000
HEWLETT PACKARD CO COM 428236103 834 35,000 SH CALL SOLE 35,000
HEWLETT PACKARD CO COM 428236103 596 25,000 SH CALL 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
HEWLETT PACKARD CO COM 428236103 370 15,500 SH CALL SOLE 15,500
HOME DEPOT INC COM 437076102 3,273 46,900 SH PUT SOLE 46,900
ISHARES SILVER TRUST ISHARES 46428Q109 549 20,000 SH CALL SOLE 20,000
ISIS PHARMACEUTICALS I COM 464330109 291 17,200 SH PUT SOLE 17,200
JPMORGAN CHASE & CO COM 46625H100 712 15,000 SH SOLE 15,000
JPMORGAN CHASE & CO COM 46625H100 949 20,000 SH PUT SOLE 20,000
KOHLS CORP COM 500255104 461 10,000 SH CALL SOLE 10,000
LSI CORPORATION COM 502161102 332 49,000 SH CALL SOLE 49,000
LIBERTY MEDIA CORP DEB 3.500% 530715AN1 784 1,500,000 PRN SOLE 1,500,000
LIBERTY MEDIA CORP NEW DEB 3.125% 530718AF2 3,249 2,000,000 PRN SOLE 2,000,000
LINKEDIN CORP COM CL A 53578A108 1,761 10,000 SH CALL SOLE 10,000
LINKEDIN CORP COM CL A 53578A108 880 5,000 SH PUT SOLE 5,000
MGM RESORTS INTERNATIO COM 552953101 197 15,000 SH CALL SOLE 15,000
MCGRAW HILL COS INC COM 580645109 521 10,000 SH CALL SOLE 10,000
MEDTRONIC INC NOTE 1.625% 585055AM8 2,000 2,000,000 PRN SOLE 2,000,000
MERITOR INC COM 59001K100 142 30,000 SH CALL SOLE 30,000
MERITOR INC COM 59001K100 467 98,800 SH CALL SOLE 98,800
METLIFE INC COM 59156R108 133 3,500 SH SOLE 3,500
METLIFE INC COM 59156R108 570 15,000 SH CALL SOLE 15,000
METLIFE INC COM 59156R108 380 10,000 SH PUT SOLE 10,000
MICRON TECHNOLOGY INC COM 595112103 599 60,000 SH CALL SOLE 60,000
MICRON TECHNOLOGY INC COM 595112103 200 20,000 SH PUT SOLE 20,000
MICRON TECHNOLOGY INC COM 595112103 449 45,000 SH PUT SOLE 45,000
MOLSON COORS BREWING C NOTE 2.500% 60871RAA8 1,032 1,000,000 PRN SOLE 1,000,000
MOLYCORP INC DEL COM 608753109 468 90,000 SH CALL SOLE 90,000
MOLYCORP INC DEL COM 608753109 130 25,000 SH PUT SOLE 25,000
MOLYCORP INC DEL NOTE 5.500% 608753AH2 1,834 2,000,000 PRN SOLE 2,000,000
MORGAN STANLEY COM NEW 617446448 769 35,000 SH CALL SOLE 35,000
MORGAN STANLEY COM NEW 617446448 550 25,000 SH CALL SOLE 25,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH CALL SOLE 10,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH CALL SOLE 10,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH PUT 10,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH CALL SOLE 20,000
NEWMONT MINING CORP COM 651639106 838 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
NEWMONT MINING CORP COM 651639106 838 20,000 SH PUT SOLE 20,000
NIKE INC CL B 654106103 885 15,000 SH PUT SOLE 15,000
NVIDIA CORP COM 67066G104 642 50,000 SH CALL SOLE 50,000
PHH CORP COM NEW 693320202 1,243 56,600 SH SOLE 56,600
PHH CORP COM NEW 693320202 659 30,000 SH CALL SOLE 30,000
PHH CORP COM NEW 693320202 321 14,600 SH PUT SOLE 14,600
PEABODY ENERGY CORP COM 704549104 529 25,000 SH PUT SOLE 25,000
PENNEY J C INC COM 708160106 68 4,500 SH SOLE 4,500
PENNEY J C INC COM 708160106 151 10,000 SH CALL SOLE 10,000
PENNEY J C INC COM 708160106 157 10,400 SH PUT SOLE 10,400
PETROLEO BRASILEIRO SA SPONSORED AD 71654V408 1,160 70,000 SH CALL SOLE 70,000
POTASH CORP SASK INC COM 73755L107 98 2,500 SH SOLE 2,500
POTASH CORP SASK INC COM 73755L107 981 25,000 SH PUT SOLE 25,000
PRICELINE COM INC COM NEW 741503403 551 800 SH PUT SOLE 800
PRUDENTIAL FINL INC COM 744320102 354 6,000 SH CALL SOLE 6,000
QUALCOMM INC COM 747525103 1,339 20,000 SH CALL SOLE 20,000
REGIS CORP MINN NOTE 5.0% 758932AA5 2,043 1,592,000 PRN SOLE 1,592,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,917 25,000 SH CALL SOLE 25,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,567 10,000 SH CALL SOLE 10,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH CALL SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH CALL SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH CALL SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH CALL SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,917 25,000 SH CALL SOLE 25,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,567 10,000 SH CALL SOLE 10,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH PUT SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH PUT SOLE 15,000
SPDR GOLD TRUST GOLD SHS 78463V107 1,545 10,000 SH CALL SOLE 10,000
ST JUDE MED INC COM 790849103 894 22,100 SH CALL SOLE 22,100
SIRIUS XM RADIO INC COM 82967N108 77 25,000 SH CALL SOLE 25,000
SONY CORP ADR NEW 835699307 435 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 435 25,000 SH PUT SOLE 25,000
STANDARD PAC CORP NEW NOTE 1.250% 85375CBC4 7,026 5,500,000 PRN SOLE 5,500,000
TEVA PHARMACEUTICAL IN ADR 881624209 992 25,000 SH CALL SOLE 25,000
3-D SYS CORP DEL COM NEW 88554D205 161 5,000 SH SOLE 5,000
3-D SYS CORP DEL COM NEW 88554D205 2,418 75,000 SH PUT SOLE 75,000
3-D SYS CORP DEL COM NEW 88554D205 484 15,000 SH PUT SOLE 15,000
TYSON FOODS INC NOTE 3.250% 902494AP8 5,918 4,000,000 PRN SOLE 4,000,000
UNITED RENTALS INC COM 911363109 550 10,000 SH CALL SOLE 10,000
UNITED RENTALS INC COM 911363109 550 10,000 SH CALL SOLE 10,000
UNITED RENTALS INC COM 911363109 825 15,000 SH PUT SOLE 15,000
UNITED RENTALS INC NOTE 4.0% 911363AL3 44,533 9,000,000 PRN SOLE 9,000,000
UNITED STATES NATL GAS UNIT PAR $0.00 912318201 821 37,500 SH CALL SOLE 37,500
UNITED STATES NATL GAS UNIT PAR $0.00 912318201 821 37,500 SH CALL SOLE 37,500
UNITED STATES OIL FUND UNITS 91232N108 1,112 32,000 SH PUT SOLE 32,000
UNITED STATES OIL FUND UNITS 91232N108 521 15,000 SH SOLE 15,000
UNITED STATES STL CORP COM 912909108 780 40,000 SH CALL SOLE 40,000
UNITED THERAPEUTICS CO NOTE 1.0% 91307CAF9 6,182 4,500,000 PRN SOLE 4,500,000
VALE S A ADR 91912E105 865 50,000 SH CALL SOLE 50,000
VIRGIN MEDIA INC COM 92769L101 245 5,000 SH CALL SOLE 5,000
VIRGIN MEDIA INC COM 92769L101 245 5,000 SH CALL SOLE 5,000
WESCO INTL INC COM 95082P105 436 6,000 SH CALL SOLE 6,000
HERBALIFE LTD COM USD SHS G4412G101 150 4,000 SH SOLE 4,000
HERBALIFE LTD COM USD SHS G4412G101 187 5,000 SH PUT SOLE 5,000
HERBALIFE LTD COM USD SHS G4412G101 562 15,000 SH PUT SOLE 15,000
HERBALIFE LTD COM USD SHS G4412G101 375 10,000 SH PUT SOLE 10,000
MARVELL TECHNOLOGY GRO ORD G5876H105 529 50,000 SH CALL SOLE 50,000
NABORS INDUSTRIES LTD SHS G6359F103 243 15,000 SH CALL SOLE 15,000
TRANSOCEAN LTD REG SHS H8817H100 1,039 20,000 SH CALL SOLE 20,000
TRANSOCEAN LTD REG SHS H8817H100 473 9,100 SH CALL SOLE 9,100
ARCELORMITTAL SA LUXEM MAND CVNT 1 L0302D178 629 30,000 SH SOLE 30,000
ALCOA INC COM 013817101 426 50,000 SH CALL SOLE 50,000
ALLEGHENY TECHNOLOGIES COM 01741R102 1,706 53,800 SH SOLE 53,800
ALLEGHENY TECHNOLOGIES COM 01741R102 1,427 45,000 SH PUT SOLE 45,000
ALLEGHENY TECHNOLOGIES COM 01741R102 793 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
ALLIANCE DATA SYSTEMS COM 018581108 1,619 10,000 SH CALL SOLE 10,000
ALLIANCE DATA SYSTEMS COM 018581108 4,857 30,000 SH CALL SOLE 30,000
AMAZON COM INC COM 023135106 2,665 10,000 SH PUT SOLE 10,000
AMERICAN INTL GROUP IN COM NEW 026874784 388 10,000 SH CALL SOLE 10,000
AMERICAN INTL GROUP IN COM NEW 026874784 194 5,000 SH CALL SOLE 5,000
AMGEN INC COM 031162100 1,025 10,000 SH PUT SOLE 10,000
APACHE CORP COM 037411105 1,389 18,000 SH SOLE 18,000
APACHE CORP COM 037411105 772 10,000 SH CALL SOLE 10,000
APACHE CORP COM 037411105 1,157 15,000 SH PUT SOLE 15,000
APACHE CORP COM 037411105 1,157 15,000 SH PUT SOLE 15,000
APPLE INC COM 037833100 3,320 7,500 SH CALL SOLE 7,500
ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 261 20,000 SH CALL SOLE 20,000
ARCELORMITTAL SA LUXEM NY REGISTRY 03938L104 652 50,000 SH CALL SOLE 50,000
ARCHER DANIELS MIDLAND COM 039483102 1,349 40,000 SH PUT SOLE 40,000
ARVINMERITOR INC FRNT 4.0% 043353AH4 796 1,000,000 PRN SOLE 1,000,000
BP PLC SPONSORED AD 055622104 847 20,000 SH CALL SOLE 20,000
BP PLC SPONSORED AD 055622104 1,271 30,000 SH PUT SOLE 30,000
BANK OF AMERICA CORPOR COM 060505104 609 50,000 SH CALL SOLE 50,000
BANK OF AMERICA CORPOR COM 060505104 609 50,000 SH CALL SOLE 50,000
BEAZER HOMES USA INC COM NEW 07556Q881 48 3,000 SH SOLE 3,000
BEAZER HOMES USA INC COM NEW 07556Q881 317 20,000 SH PUT SOLE 20,000
CSX CORP COM 126408103 985 40,000 SH CALL SOLE 40,000
CEMEX SAB DE CV SPON ADR NEW 151290889 611 50,000 SH PUT SOLE 50,000
CEMEX SAB DE CV SPON ADR NEW 151290889 611 50,000 SH PUT SOLE 50,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,221 100,000 SH PUT SOLE 100,000
CEMEX SAB DE CV SPON ADR NEW 151290889 1,832 150,000 SH PUT SOLE 150,000
CEMEX SAB DE CV NOTE 3.750% 151290BC6 10,153 7,500,000 PRN SOLE 7,500,000
CHESAPEAKE ENERGY CORP COM 165167107 1,021 50,000 SH CALL SOLE 50,000
CHESAPEAKE ENERGY CORP COM 165167107 1,531 75,000 SH CALL SOLE 75,000
CHESAPEAKE ENERGY CORP COM 165167107 306 15,000 SH CALL SOLE 15,000
CISCO SYS INC COM 17275R102 1,045 50,000 SH CALL SOLE 50,000
CISCO SYS INC COM 17275R102 836 40,000 SH PUT SOLE 40,000
CITIGROUP INC COM NEW 172967424 1,327 30,000 SH CALL SOLE 30,000
CITIGROUP INC COM NEW 172967424 1,106 25,000 SH CALL 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
CLIFFS NAT RES INC COM 18683K101 67 3,500 SH SOLE 3,500
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH CALL SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 285 15,000 SH CALL SOLE 15,000
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH PUT SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 475 25,000 SH PUT SOLE 25,000
CLIFFS NAT RES INC COM 18683K101 190 10,000 SH PUT SOLE 10,000
CLIFFS NAT RES INC COM 18683K101 380 20,000 SH PUT SOLE 20,000
CLIFFS NAT RES INC COM 18683K101 475 25,000 SH PUT SOLE 25,000
CLOROX CO DEL COM 189054109 2,213 25,000 SH PUT SOLE 25,000
COACH INC COM 189754104 750 15,000 SH CALL SOLE 15,000
COINSTAR INC COM 19259P300 584 10,000 SH PUT SOLE 10,000
CORNING INC COM 219350105 300 22,500 SH CALL SOLE 22,500
COSTCO WHSL CORP NEW COM 22160K105 1,061 10,000 SH CALL SOLE 10,000
D R HORTON INC COM 23331A109 972 40,000 SH PUT SOLE 40,000
DECKERS OUTDOOR CORP COM 243537107 835 15,000 SH CALL SOLE 15,000
DELL INC COM 24702R101 72 5,000 SH SOLE 5,000
DIAMOND OFFSHORE DRILL COM 25271C102 696 10,000 SH CALL SOLE 10,000
DOW CHEM CO COM 260543103 478 15,000 SH CALL SOLE 15,000
EBAY INC COM 278642103 813 15,000 SH PUT SOLE 15,000
FEDEX CORP COM 31428X106 737 7,500 SH CALL SOLE 7,500
FEDEX CORP COM 31428X106 1,306 13,300 SH PUT SOLE 13,300
FIDELITY NATIONAL FINA CL A 31620R105 631 25,000 SH PUT SOLE 25,000
FORD MTR CO DEL COM PAR $0.00 345370860 658 50,000 SH CALL SOLE 50,000
FREEPORT-MCMORAN COPPE COM 35671D857 33 1,000 SH SOLE 1,000
FREEPORT-MCMORAN COPPE COM 35671D857 993 30,000 SH PUT SOLE 30,000
GENERAL ELECTRIC CO COM 369604103 1,156 50,000 SH CALL SOLE 50,000
GENERAL ELECTRIC CO COM 369604103 1,156 50,000 SH CALL SOLE 50,000
GENERAL MTRS CO COM 37045V100 223 8,000 SH SOLE 8,000
GENERAL MTRS CO COM 37045V100 278 10,000 SH CALL SOLE 10,000
GENERAL MTRS CO COM 37045V100 835 30,000 SH PUT SOLE 30,000
GOLDCORP INC NEW COM 380956409 673 20,000 SH CALL SOLE 20,000
GOLDCORP INC NEW COM 380956409 336 10,000 SH CALL SOLE 10,000
GOLDMAN SACHS GROUP IN COM 38141G104 184 1,250 SH SOLE 1,250
GOLDMAN SACHS GROUP IN COM 38141G104 1,472 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
GOLDMAN SACHS GROUP IN COM 38141G104 1,472 10,000 SH PUT SOLE 10,000
GOOGLE INC CL A 38259P508 1,985 2,500 SH CALL SOLE 2,500
GROUP 1 AUTOMOTIVE INC COM 398905109 300 5,000 SH CALL SOLE 5,000
HCA HOLDINGS INC COM 40412C101 609 15,000 SH CALL SOLE 15,000
HALLIBURTON CO COM 406216101 808 20,000 SH PUT SOLE 20,000
HESS CORP COM 42809H107 322 4,500 SH SOLE 4,500
HESS CORP COM 42809H107 1,074 15,000 SH PUT SOLE 15,000
HESS CORP COM 42809H107 1,074 15,000 SH PUT SOLE 15,000
HEWLETT PACKARD CO COM 428236103 834 35,000 SH CALL SOLE 35,000
HEWLETT PACKARD CO COM 428236103 596 25,000 SH CALL SOLE 25,000
HEWLETT PACKARD CO COM 428236103 370 15,500 SH CALL SOLE 15,500
HOME DEPOT INC COM 437076102 3,273 46,900 SH PUT SOLE 46,900
ISHARES SILVER TRUST ISHARES 46428Q109 549 20,000 SH CALL SOLE 20,000
ISIS PHARMACEUTICALS I COM 464330109 291 17,200 SH PUT SOLE 17,200
JPMORGAN CHASE & CO COM 46625H100 712 15,000 SH SOLE 15,000
JPMORGAN CHASE & CO COM 46625H100 949 20,000 SH PUT SOLE 20,000
KOHLS CORP COM 500255104 461 10,000 SH CALL SOLE 10,000
LSI CORPORATION COM 502161102 332 49,000 SH CALL SOLE 49,000
LIBERTY MEDIA CORP DEB 3.500% 530715AN1 784 1,500,000 PRN SOLE 1,500,000
LIBERTY MEDIA CORP NEW DEB 3.125% 530718AF2 3,249 2,000,000 PRN SOLE 2,000,000
LINKEDIN CORP COM CL A 53578A108 1,761 10,000 SH CALL SOLE 10,000
LINKEDIN CORP COM CL A 53578A108 880 5,000 SH PUT SOLE 5,000
MGM RESORTS INTERNATIO COM 552953101 197 15,000 SH CALL SOLE 15,000
MCGRAW HILL COS INC COM 580645109 521 10,000 SH CALL SOLE 10,000
MEDTRONIC INC NOTE 1.625% 585055AM8 2,000 2,000,000 PRN SOLE 2,000,000
MERITOR INC COM 59001K100 142 30,000 SH CALL SOLE 30,000
MERITOR INC COM 59001K100 467 98,800 SH CALL SOLE 98,800
METLIFE INC COM 59156R108 133 3,500 SH SOLE 3,500
METLIFE INC COM 59156R108 570 15,000 SH CALL SOLE 15,000
METLIFE INC COM 59156R108 380 10,000 SH PUT SOLE 10,000
MICRON TECHNOLOGY INC COM 595112103 599 60,000 SH CALL SOLE 60,000
MICRON TECHNOLOGY INC COM 595112103 200 20,000 SH PUT SOLE 20,000
MICRON TECHNOLOGY INC COM 595112103 449 45,000 SH PUT SOLE 45,000
MOLSON COORS BREWING C NOTE 2.500% 60871RAA8 1,032 1,000,000 PRN SOLE 1,000,000
TITLE OF CUSIP VALUE SHR/PRN SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS NUMBER (x1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED OTHER
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
MOLYCORP INC DEL COM 608753109 468 90,000 SH CALL SOLE 90,000
MOLYCORP INC DEL COM 608753109 130 25,000 SH PUT SOLE 25,000
MOLYCORP INC DEL NOTE 5.500% 608753AH2 1,834 2,000,000 PRN SOLE 2,000,000
MORGAN STANLEY COM NEW 617446448 769 35,000 SH CALL SOLE 35,000
MORGAN STANLEY COM NEW 617446448 550 25,000 SH CALL SOLE 25,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH CALL SOLE 10,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH CALL SOLE 10,000
NAVISTAR INTL CORP NEW COM 638901306 346 10,000 SH PUT SOLE 10,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH CALL SOLE 20,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH CALL SOLE 20,000
NEWMONT MINING CORP COM 651639106 838 20,000 SH PUT SOLE 20,000
NIKE INC CL B 654106103 885 15,000 SH PUT SOLE 15,000
NVIDIA CORP COM 67066G104 642 50,000 SH CALL SOLE 50,000
PHH CORP COM NEW 693320202 1,243 56,600 SH SOLE 56,600
PHH CORP COM NEW 693320202 659 30,000 SH CALL SOLE 30,000
PHH CORP COM NEW 693320202 321 14,600 SH PUT SOLE 14,600
PEABODY ENERGY CORP COM 704549104 529 25,000 SH PUT SOLE 25,000
PENNEY J C INC COM 708160106 68 4,500 SH SOLE 4,500
PENNEY J C INC COM 708160106 151 10,000 SH CALL SOLE 10,000
PENNEY J C INC COM 708160106 157 10,400 SH PUT SOLE 10,400
PETROLEO BRASILEIRO SA SPONSORED AD 71654V408 1,160 70,000 SH CALL SOLE 70,000
POTASH CORP SASK INC COM 73755L107 98 2,500 SH SOLE 2,500
POTASH CORP SASK INC COM 73755L107 981 25,000 SH PUT SOLE 25,000
PRICELINE COM INC COM NEW 741503403 551 800 SH PUT SOLE 800
PRUDENTIAL FINL INC COM 744320102 354 6,000 SH CALL SOLE 6,000
QUALCOMM INC COM 747525103 1,339 20,000 SH CALL SOLE 20,000
REGIS CORP MINN NOTE 5.0% 758932AA5 2,043 1,592,000 PRN SOLE 1,592,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,917 25,000 SH CALL SOLE 25,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,567 10,000 SH CALL SOLE 10,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH CALL SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH CALL SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH CALL SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH CALL SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,917 25,000 SH CALL 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,567 10,000 SH CALL SOLE 10,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH PUT SOLE 15,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,133 20,000 SH PUT SOLE 20,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,350 15,000 SH PUT SOLE 15,000
SPDR GOLD TRUST GOLD SHS 78463V107 1,545 10,000 SH CALL SOLE 10,000
ST JUDE MED INC COM 790849103 894 22,100 SH CALL SOLE 22,100
SIRIUS XM RADIO INC COM 82967N108 77 25,000 SH CALL SOLE 25,000
SONY CORP ADR NEW 835699307 435 25,000 SH PUT SOLE 25,000
SONY CORP ADR NEW 835699307 435 25,000 SH PUT SOLE 25,000
STANDARD PAC CORP NEW NOTE 1.250% 85375CBC4 7,026 5,500,000 PRN SOLE 5,500,000
TEVA PHARMACEUTICAL IN ADR 881624209 992 25,000 SH CALL SOLE 25,000
3-D SYS CORP DEL COM NEW 88554D205 161 5,000 SH SOLE 5,000
3-D SYS CORP DEL COM NEW 88554D205 2,418 75,000 SH PUT SOLE 75,000
3-D SYS CORP DEL COM NEW 88554D205 484 15,000 SH PUT SOLE 15,000
TYSON FOODS INC NOTE 3.250% 902494AP8 5,918 4,000,000 PRN SOLE 4,000,000
UNITED RENTALS INC COM 911363109 550 10,000 SH CALL SOLE 10,000
UNITED RENTALS INC COM 911363109 550 10,000 SH CALL SOLE 10,000
UNITED RENTALS INC COM 911363109 825 15,000 SH PUT SOLE 15,000
UNITED RENTALS INC NOTE 4.0% 911363AL3 44,533 9,000,000 PRN SOLE 9,000,000
UNITED STATES NATL GAS UNIT PAR $0.00 912318201 821 37,500 SH CALL SOLE 37,500
UNITED STATES NATL GAS UNIT PAR $0.00 912318201 821 37,500 SH CALL SOLE 37,500
UNITED STATES OIL FUND UNITS 91232N108 1,112 32,000 SH PUT SOLE 32,000
UNITED STATES OIL FUND UNITS 91232N108 521 15,000 SH SOLE 15,000
UNITED STATES STL CORP COM 912909108 780 40,000 SH CALL SOLE 40,000
UNITED THERAPEUTICS CO NOTE 1.0% 91307CAF9 6,182 4,500,000 PRN SOLE 4,500,000
VALE S A ADR 91912E105 865 50,000 SH CALL SOLE 50,000
VIRGIN MEDIA INC COM 92769L101 245 5,000 SH CALL SOLE 5,000
VIRGIN MEDIA INC COM 92769L101 245 5,000 SH CALL SOLE 5,000
WESCO INTL INC COM 95082P105 436 6,000 SH CALL SOLE 6,000
HERBALIFE LTD COM USD SHS G4412G101 150 4,000 SH SOLE 4,000
HERBALIFE LTD COM USD SHS G4412G101 187 5,000 SH PUT SOLE 5,000
HERBALIFE LTD COM USD SHS G4412G101 562 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
------------------------- -------- ------ ------- ------- --- ---- ---------- -------- ---- ------ ------
HERBALIFE LTD COM USD SHS G4412G101 375 10,000 SH PUT SOLE 10,000
MARVELL TECHNOLOGY GRO ORD G5876H105 529 50,000 SH CALL SOLE 50,000
NABORS INDUSTRIES LTD SHS G6359F103 243 15,000 SH CALL SOLE 15,000
TRANSOCEAN LTD REG SHS H8817H100 1,039 20,000 SH CALL SOLE 20,000
TRANSOCEAN LTD REG SHS H8817H100 473 9,100 SH CALL SOLE 9,100
ARCELORMITTAL SA LUXEM MAND CVNT1 L0302D178 629 30,000 SH SOLE 30,000
ALCOA INC BOND 013817AT8 2,420 1,750,000 SH 1,750,000
ALLIANCE DATA SYSTEMS CORP BOND 018581AC2 24,896 7,285,000 SH 7,285,000
ALLIANCE DATA SYSTEMS CORP BOND 018581AD0 9,245 4,499,000 SH 4,499,000
COINSTAR INC BOND 19259PAF9 2,862 2,000,000 SH 2,000,000
COVANTA HOLDING CORP BOND 22282EAC6 6,453 5,000,000 SH 5,000,000
CUBIST PHARMACEUTICALS INC BOND 229678AD9 12,792 7,500,000 SH 7,500,000
EMC CORP/MASSACHUSETTS BOND 268648AM4 13,731 9,200,000 SH 9,200,000
GILEAD SCIENCES INC BOND 375558AN3 23,863 11,000,000 SH 11,000,000
HEALTH CARE REIT INC BOND 42217KAR7 2,620 2,000,000 SH 2,000,000
JEFFERIES GROUP INC BOND 472319AG7 7,197 7,000,000 SH 7,000,000
MICROCHIP TECHNOLOGY INC BOND 595017AB0 19,880 14,000,000 SH 14,000,000
MICRON TECHNOLOGY INC BOND 595112AQ6 5,800 5,000,000 SH 5,000,000
NUANCE COMMUNICATIONS INC BOND 67020YAF7 3,099 3,000,000 SH 3,000,000
RAIT FINANCIAL TRUST BOND 749227AA2 2,950 2,333,000 SH 2,333,000
RAYONIER INC BOND 75508AAC0 18,006 10,000,000 SH 10,000,000
REGIS CORP BOND 758932AA5 3,208 2,500,000 SH 2,500,000
SALESFORCE.COM INC BOND 79466LAB0 9,362 4,450,000 SH 4,450,000
TW TELECOM INC BOND 887319AC5 5,405 4,000,000 SH 4,000,000
UNITED RENTALS INC BOND 911363AL3 9,896 2,000,000 SH 2,000,000
VIRGIN MEDIA INC BOND 92769LAB7 2,628 1,000,000 SH 1,000,000
WESCO INTERNATIONAL INC BOND 95082PAH8 10,508 4,000,000 SH 4,000,000
NUANCE COMMUNICATIONS INC EQUITY 67020Y100 1,865 92,400 SH 92,400
PARKERVISION INC EQUITY 701354102 364 99,664 SH 99,664
CEMEX SAB DE CV BOND 151290BB8 2,648 2,000,000 SH 2,000,000
1,166,762