-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, U1cQSoXvr02kYKsjFdHZDiLWABPLrikpsRBERLL23kJqoYxM6m2GkyWBFodwElq1 GzAnaDC6mGJ1utWgqyyd4g== 0000929638-09-000217.txt : 20090213 0000929638-09-000217.hdr.sgml : 20090213 20090213141600 ACCESSION NUMBER: 0000929638-09-000217 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090213 DATE AS OF CHANGE: 20090213 EFFECTIVENESS DATE: 20090213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Ionic Capital Management LLC CENTRAL INDEX KEY: 0001386462 IRS NUMBER: 680629832 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12913 FILM NUMBER: 09601641 BUSINESS ADDRESS: STREET 1: 366 MADISON AVENUE STREET 2: 9TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212-294-8505 MAIL ADDRESS: STREET 1: 366 MADISON AVENUE STREET 2: 9TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 ionic13f_022009.txt 13F REPORT FOR PERIOD ENDING 12/31/2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment [ ]; Amendment Number: ____ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Ionic Capital Management LLC Address: 366 Madison Avenue, 9th Floor New York, NY 10017 Form 13F File Number: 028-12913 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 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: John C. Richardson Title: General Counsel Phone: 212-294-8505 Signature, Place, and Date of Signing: /s/ John C. Richardson New York, NY February 13, 2009 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 236 Form 13F Information Table Value Total: 1,791,304 (x$1000) 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. No.: Form 13F File Number: Name: 1 028-12955 Ionic Capital Partners LP FORM 13F INFORMATION TABLE NAME OF REPORTING MANAGER: IONIC CAPITAL MANAGEMENT LLC As of 12/31/08
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 Shares or Name of Title of CUSIP Value Principal SH/ PUT/ Investment Other Voting Issuer Class Number (x$1000) Amount PRN CALL Discretion Managers Authority Sole Shared None ADVANCED MICRO DEVICES INC COM 007903107 1,512 700,000 PUT DEFINED 1 700,000 ADVANCED MICRO DEVICES INC COM 007903107 1,512 700,000 SH DEFINED 1 700,000 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 7,144 25,000,000 PRN DEFINED 1 25,000,000 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 2,230 165,000 CALL DEFINED 1 165,000 AMERICAN AXLE & MFG HLDGS IN COM 024061103 709 245,200 CALL DEFINED 1 245,200 AMERICAN INTL GROUP INC COM 026874107 225 143,900 CALL DEFINED 1 143,900 AMERICAN INTL GROUP INC COM 026874107 1,303 830,400 PUT DEFINED 1 830,400 AMERICAN INTL GROUP INC COM 026874107 66 41,900 SH DEFINED 1 41,900 APOLLO GROUP INC CL A 037604105 17,156 223,900 CALL DEFINED 1 223,900 APOLLO GROUP INC CL A 037604105 3,441 44,900 PUT DEFINED 1 44,900 APPLE INC COM 037833100 2,988 35,000 CALL DEFINED 1 35,000 APPLE INC COM 037833100 13,766 161,300 PUT DEFINED 1 161,300 APPLE INC COM 037833100 4,097 48,000 SH DEFINED 1 48,000 ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 12,200 40,000,000 PRN DEFINED 1 40,000,000 AVERY DENNISON CORP COM 053611109 3,957 120,900 CALL DEFINED 1 120,900 AVERY DENNISON CORP COM 053611109 3,528 107,800 PUT DEFINED 1 107,800 AVON PRODS INC COM 054303102 3,796 158,000 CALL DEFINED 1 158,000 BANCO BRADESCO S A SP ADR PFD NEW 059460303 4,369 442,600 CALL DEFINED 1 442,600 BANK OF AMERICA CORPORATION COM 060505104 4,258 302,400 CALL DEFINED 1 302,400 BANK OF AMERICA CORPORATION COM 060505104 3,520 250,000 PUT DEFINED 1 250,000 BANK OF AMERICA CORPORATION COM 060505104 2,287 162,435 SH DEFINED 1 162,435 BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL9 2,200 5,000,000 PRN DEFINED 1 5,000,000 BOEING CO COM 097023105 69,761 1,634,900 PUT DEFINED 1 1,634,900 BOEING CO COM 097023105 19,073 447,000 SH DEFINED 1 447,000 BOISE INC *W EXP 06/18/201 09746Y113 15 1,516,993 SH DEFINED 1 1,516,993 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 10,775 13,750,000 PRN DEFINED 1 13,750,000 BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH8 7,527 10,000,000 PRN DEFINED 1 10,000,000 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 2,890 1,032,000 CALL DEFINED 1 1,032,000 BUNGE LIMITED COM G16962105 3,888 75,100 CALL DEFINED 1 75,100 BUNGE LIMITED COM G16962105 12,311 237,800 PUT DEFINED 1 237,800 C.H. ROBINSON WORLDWIDE INC COM 12541W909 2,504 45,500 CALL DEFINED 1 45,500 CARTER INC COM 146229109 2,249 116,700 PUT DEFINED 1 116,700 CARTER INC COM 146229109 193 10,000 SH DEFINED 1 10,000 CBS CORP NEW CL B 124857202 8,247 1,007,000 SH DEFINED 1 1,007,000 CENTEX CORP COM 152312104 5,426 510,000 SH DEFINED 1 510,000 CENTRAL EUROPEAN DIST CORP COM 153435102 169 8,600 PUT DEFINED 1 8,600 CENTRAL EUROPEAN DIST CORP COM 153435102 124 6,300 SH DEFINED 1 6,300 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 10,231 19,970,000 PRN DEFINED 1 19,970,000 CHENIERE ENERGY INC COM NEW 16411R208 357 125,000 CALL DEFINED 1 125,000 CHINA HOLDINGS ACQUISITN EQY W*W EXP 11/16/200 16942N114 4 403,800 SH DEFINED 1 403,800 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 34,884 751,800 CALL DEFINED 1 751,800 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 11,372 245,100 PUT DEFINED 1 245,100 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 96 2,072 SH DEFINED 1 2,072 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 2,026 100,000 PUT DEFINED 1 100,000 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 2,157 106,463 SH DEFINED 1 106,463 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 2,710 5,750,000 PRN DEFINED 1 5,750,000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,374 145,000 CALL DEFINED 1 145,000 CHINA SUNERGY CO LTD SPON ADR 16942X104 257 65,000 SH DEFINED 1 65,000 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 4,185 110,000 CALL DEFINED 1 110,000 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 7,076 580,000 CALL DEFINED 1 580,000 CHIQUITA BRANDS INTL INC *W EXP 03/19/200 170032114 142 949,812 SH DEFINED 1 949,812 CITIGROUP INC COM 172967101 14,749 2,198,100 CALL DEFINED 1 2,198,100 CITIGROUP INC COM 172967101 678 101,100 PUT DEFINED 1 101,100 CITIGROUP INC COM 172967101 286 42,650 SH DEFINED 1 42,650 CLARK HLDGS INC *W EXP 02/15/201 18145M117 2 215,300 SH DEFINED 1 215,300 COACH INC COM 189754104 3,677 177,000 CALL DEFINED 1 177,000 COMMUNITY BANKERS TR CORP *W EXP 06/04/201 203612114 230 639,400 SH DEFINED 1 639,400 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 27,606 2,279,500 CALL DEFINED 1 2,279,500 CONOCOPHILLIPS COM 20825C104 14,100 272,200 CALL DEFINED 1 272,200 CONSECO INC COM NEW 208464883 518 100,000 CALL DEFINED 1 100,000 CONSECO INC COM NEW 208464883 1,037 200,000 PUT DEFINED 1 200,000 COPART INC COM 217204106 5,329 196,000 PUT DEFINED 1 196,000 COPART INC COM 217204106 5,329 196,000 SH DEFINED 1 196,000 CROWN CASTLE INTL CORP COM 228227104 5,362 305,000 CALL DEFINED 1 305,000 D R HORTON INC COM 23331A109 1,896 268,187 SH DEFINED 1 268,187 DEKANIA CORP UNIT 99/99/9999 24488U203 12 616,000 SH DEFINED 1 616,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 13,278 31,000,000 PRN DEFINED 1 31,000,000 DOMINION RES INC VA NEW COM 25746U109 1,792 50,000 PUT DEFINED 1 50,000 E M C CORP MASS COM 268648102 2,464 235,300 CALL DEFINED 1 235,300 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264F205 8,734 9,000,000 PRN DEFINED 1 9,000,000 ENERGY CONVERSION DEVICES IN COM 292659109 8,369 332,000 SH PUT DEFINED 1 332,000 ENERGY CONVERSION DEVICES IN COM 292659109 5,490 217,760 SH DEFINED 1 217,760 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659109 13,298 25,850,000 PRN DEFINED 1 25,850,000 ENTERGY CORP NEW EQUITY UNIT 29364G202 4,697 94,180 SH DEFINED 1 94,180 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 9,056 12,500,000 PRN DEFINED 1 12,500,000 EQUITY MEDIA HLDGS CORP *W EXP 08/26/200 294725114 0 100,000 SH DEFINED 1 100,000 ERICSSON L M TEL CO ADR B SEK 10 294821608 390 50,000 CALL DEFINED 1 50,000 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 15,655 18,527,250 PRN DEFINED 1 18,527,250 FEDERAL HOME LN MTG CORP COM 313400301 110 150,000 CALL DEFINED 1 150,000 FEDERAL NATL MTG ASSN COM 313586109 380 500,000 CALL DEFINED 1 500,000 FEDERAL NATL MTG ASSN COM 313586109 31 40,000 PUT DEFINED 1 40,000 FEDERAL NATL MTG ASSN COM 313586109 23 29,939 SH DEFINED 1 29,939 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 229 25,200 CALL DEFINED 1 25,200 FOOT LOCKER INC COM 344849104 597 81,300 CALL DEFINED 1 81,300 GENERAL MTRS CORP COM 370442105 4,960 1,550,000 CALL DEFINED 1 1,550,000 GOOGLE INC CL A 38259P508 34,764 113,000 CALL DEFINED 1 113,000 GOOGLE INC CL A 38259P508 3,538 11,500 PUT DEFINED 1 11,500 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 31,400 34,000,000 PRN DEFINED 1 34,000,000 HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 4,089 4,300,000 PRN DEFINED 1 4,300,000 HECLA MNG CO COM 422704106 3,902 1,393,600 PUT DEFINED 1 1,393,600 HECLA MNG CO COM 422704106 186 66,508 SH DEFINED 1 66,508 HECLA MNG CO 6.5% CONV PFD 422704304 59 2,089 SH DEFINED 1 2,089 HOME DEPOT INC COM 437076102 8,057 350,000 CALL DEFINED 1 350,000 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 6,525 10,500,000 PRN DEFINED 1 10,500,000 HSBC HLDGS PLC SPON ADR NEW 404280406 50,563 1,038,900 CALL DEFINED 1 1,038,900 HUNTINGTON BANCSHARES INC COM 446150104 4,596 600,000 PUT DEFINED 1 600,000 HUNTINGTON BANCSHARES INC COM 446150104 59 7,750 SH DEFINED 1 7,750 INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y112 55 684,077 SH DEFINED 1 684,077 ISHARES TR MSCI EMERG MKT 464287234 74,899 2,999,600 CALL DEFINED 1 2,999,600 ISHARES TR DJ US REAL EST 464287739 26,335 707,400 CALL DEFINED 1 707,400 ISHARES TR FTSE XNHUA IDX 464287184 22,655 778,800 CALL DEFINED 1 778,800 ISHARES TR FTSE XNHUA IDX 464287184 1,606 55,200 PUT DEFINED 1 55,200 ISHARES TR FTSE XNHUA IDX 464287184 2,439 83,853 SH DEFINED 1 83,853 ISTAR FINL INC FRNT 10/0 45031U101 3,963 13,300,000 PRN DEFINED 1 13,300,000 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 2,512 575,000 PUT DEFINED 1 575,000 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 2,513 575,000 SH DEFINED 1 575,000 JETBLUE AIRWAYS CORP COM 477143101 3,196 450,000 CALL DEFINED 1 450,000 JETBLUE AIRWAYS CORP COM 477143101 13,703 1,930,000 PUT DEFINED 1 1,930,000 JETBLUE AIRWAYS CORP COM 477143101 454 63,913 SH DEFINED 1 63,913 JPMORGAN & CHASE & CO COM 46625H100 8,718 276,500 CALL DEFINED 1 276,500 JPMORGAN & CHASE & CO COM 46625H100 12,877 408,400 PUT DEFINED 1 408,400 JPMORGAN & CHASE & CO COM 46625H100 6,225 197,428 SH DEFINED 1 197,428 JUNIPER NETWORKS INC COM 48203R104 11,772 672,300 CALL DEFINED 1 672,300 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,326 50,600 SH DEFINED 1 50,600 KB HOME COM 48666K109 2,477 181,900 SH DEFINED 1 181,900 KINETIC CONCEPTS INC COM NEW 49460W208 5,798 302,200 PUT DEFINED 1 302,200 KINETIC CONCEPTS INC COM NEW 49460W208 253 13,200 SH DEFINED 1 13,200 KINROSS GOLD CORP COM NO PAR 496902404 359 19,500 SH DEFINED 1 19,500 KOHLS CORP COM 500255104 12,308 340,000 PUT DEFINED 1 340,000 KROGER CO COM 501044101 17,166 650,000 PUT DEFINED 1 650,000 LAM RESEARCH CORP COM 512807108 3,316 155,800 CALL DEFINED 1 155,800 LDK SOLAR CO LTD SPONSORED ADR 50183L107 12,372 943,000 PUT DEFINED 1 943,000 LDK SOLAR CO LTD SPONSORED ADR 50183L107 10,744 818,928 SH DEFINED 1 818,928 LEGG MASON INC COM 524901105 15,425 704,000 PUT DEFINED 1 704,000 LEGG MASON INC COM 524901105 3,492 159,362 SH DEFINED 1 159,362 LEGG MASON INC UNIT 99/99/9999 524901303 836 37,133 SH DEFINED 1 37,133 LIONS GATE ENTMNT CORP NOTE 2.938%10/1 535919AF1 6,334 8,800,000 PRN DEFINED 1 8,800,000 LOWES COS INC COM 548661107 5,380 250,000 CALL DEFINED 1 250,000 MCGRAW HILL COS INC COM 580645109 9,754 420,600 CALL DEFINED 1 420,600 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 28,167 30,020,000 PRN DEFINED 1 30,020,000 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 36,486 41,390,000 PRN DEFINED 1 41,390,000 MERRILL LYNCH & CO INC COM 590188108 4,157 357,000 CALL DEFINED 1 357,000 METLIFE INC UNIT 02/15/2010 59156R702 171 16,625 SH DEFINED 1 16,625 MEXICO EQUITY & INCOME FD COM 592834105 433 69,184 SH DEFINED 1 69,184 MEXICO FD INC COM 592835102 666 43,792 SH DEFINED 1 43,792 MILLENNIUM INDIA ACQS COM IN *W EXP 07/19/201 60039Q119 12 308,575 SH DEFINED 1 308,575 MILLENNIUM INDIA ACQS COM IN COM 60039Q101 422 394,805 SH DEFINED 1 394,805 ML OIL SERVICE HOLDRS (NYS) (DDEPOSTRY RCPT 678002106 27,553 373,600 CALL DEFINED 1 373,600 MOODYS CORP COM 615369105 1,308 65,100 CALL DEFINED 1 65,100 MOODYS CORP COM 615369105 2,720 135,400 PUT DEFINED 1 135,400 MOODYS CORP COM 615369105 693 34,492 SH DEFINED 1 34,492 MORGAN STANLEY COM NEW 617446448 11,228 700,000 CALL DEFINED 1 700,000 MOTOROLA INC COM 620076109 3,145 710,000 CALL DEFINED 1 710,000 MYLAN INC COM 628530107 1,335 135,000 CALL DEFINED 1 135,000 MYLAN INC COM 628530107 12,240 1,237,700 PUT DEFINED 1 1,237,700 MYLAN INC COM 628530107 3,669 371,000 SH DEFINED 1 371,000 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 20,770 25,000,000 PRN DEFINED 1 25,000,000 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 12,301 15,000,000 PRN DEFINED 1 15,000,000 NEWALLIANCE BANCSHARES INC COM 650203102 2,304 175,000 PUT DEFINED 1 175,000 NEWALLIANCE BANCSHARES INC COM 650203102 777 59,000 SH DEFINED 1 59,000 NEWELL RUBBERMAID INC COM 651229106 1,565 160,000 SH DEFINED 1 160,000 NOMURA HLDGS INC SPONSORED ADR 65535H208 543 65,000 SH DEFINED 1 65,000 NORTEL NETWORKS CORP NEW COM NEW 656568508 76 294,800 CALL DEFINED 1 294,800 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 1,372 2,000,000 PRN DEFINED 1 2,000,000 NOVAMERICAN STEEL INC *W EXP 03/07/201 66986M100 24 370,508 SH DEFINED 1 370,508 NRG ENERGY INC PFD CONV MAND 629377870 4,600 21,070 SH DEFINED 1 21,070 NVIDIA CORP COM 67066G104 953 118,200 CALL DEFINED 1 118,200 NYSE EURONEXT COM 629491101 5,188 189,500 CALL DEFINED 1 189,500 OMNICARE INC COM 681904108 4,603 165,800 CALL DEFINED 1 165,800 PANERA BREAD CO CL A 69840W108 13,348 255,500 CALL DEFINED 1 255,500 PANERA BREAD CO CL A 69840W108 16,334 312,700 PUT DEFINED 1 312,700 PDL BIOPHARMA INC COM 69329Y104 184 29,700 PUT DEFINED 1 29,700 PETROCHINA CO LTD SPONSORED ADR 71646E100 11,122 125,000 CALL DEFINED 1 125,000 PFIZER INC COM 717081103 30,284 1,710,000 PUT DEFINED 1 1,710,000 PFIZER INC COM 717081103 21,819 1,232,014 SH DEFINED 1 1,232,014 PIONEER NAT RES CO NOTE 2.875% 1/1 723787107 7,799 11,000,000 PRN DEFINED 1 11,000,000 PLATINUM UNDERWRITER HLDGS L COM G7127P100 354 9,800 CALL DEFINED 1 9,800 PMI GROUP INC COM 69344M101 2,727 1,398,510 SH DEFINED 1 1,398,510 PRO PHARMACEUTICALS INC COM 74267T109 90 1,000,000 SH DEFINED 1 1,000,000 PROLOGIS NOTE 1.875%11/1 743410AR3 30,159 70,300,000 PRN DEFINED 1 70,300,000 PROLOGIS NOTE 2.250% 4/0 743410AQ5 4,603 10,000,000 PRN DEFINED 1 10,000,000 PRUDENTIAL FINL INC COM 744320102 5,801 191,700 CALL DEFINED 1 191,700 PULTE HOMES INC COM 745867101 5,168 472,800 SH DEFINED 1 472,800 QWEST COMMUNICATIONS INTL IN COM 749121109 1,820 500,000 CALL DEFINED 1 500,000 QWEST COMMUNICATIONS INTL IN COM 749121109 5,362 1,473,100 SH DEFINED 1 1,473,100 RADISYS CORP NOTE 2.750% 2/1 750459109 5,642 9,500,000 PRN DEFINED 1 9,500,000 RADISYS CORP COM 750459109 15 2,793 SH DEFINED 1 2,793 RAYTHEON CO *W EXP 06/16/201 755111119 2,441 157,100 SH DEFINED 1 157,100 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 6,266 173,000 CALL DEFINED 1 173,000 SEANERGY MARITIME CORP *W EXP 09/24/201 Y73760111 33 296,798 SH DEFINED 1 296,798 SEANERGY MARITIME CORP COM Y73760202 132 24,500 SH DEFINED 1 24,500 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 39,428 825,400 CALL DEFINED 1 825,400 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 20,302 425,000 PUT DEFINED 1 425,000 SELECT SECTOR SPDR TR COM 81369Y506 4,415 92,421 SH DEFINED 1 92,421 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 44,376 1,357,900 CALL DEFINED 1 1,357,900 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 3,421 105,700 CALL DEFINED 1 105,700 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 4,286 8,000,000 PRN DEFINED 1 8,000,000 SLM CORP COM 78442P106 14,694 1,651,000 PUT DEFINED 1 1,651,000 SLM CORP COM 78442P106 9,767 1,097,403 SH DEFINED 1 1,097,403 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 9,484 12,500,000 PRN DEFINED 1 12,500,000 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 4,414 880,600 PUT DEFINED 1 880,600 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 3,285 655,678 SH DEFINED 1 655,678 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 2,296 191,656 SH DEFINED 1 191,656 SPRINT NEXTEL CORP COM SER 1 852061100 1,689 923,000 SH DEFINED 1 923,000 ST JUDE MED INC COM 790849103 506 15,300 CALL DEFINED 1 15,300 STRAYER ED INC COM 863236105 10,462 48,800 CALL DEFINED 1 48,800 STRAYER ED INC COM 863236105 12,219 57,000 PUT DEFINED 1 57,000 STREAM GLOBAL SVCS INC *W EXP 10/17/201 86323M118 46 255,945 SH DEFINED 1 255,945 SUMMER INFANT INC *W EXP 04/20/200 865646111 7 80,671 SH DEFINED 1 80,671 SUNTECH PWR HLDGS CO LTD ADR 86800C104 22,290 1,905,100 PUT DEFINED 1 1,905,100 SUNTECH PWR HLDGS CO LTD ADR 86800C104 18,356 1,568,902 SH DEFINED 1 1,568,902 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 4,130 5,700,000 PRN DEFINED 1 5,700,000 SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 3,221 7,500,000 PRN DEFINED 1 7,500,000 SUPERVALU INC COM 868536103 5,942 407,003 SH DEFINED 1 407,003 TARGET CORP COM 87612E106 1,381 40,000 PUT DEFINED 1 40,000 TEXAS INSTRS INC COM 882508104 627 40,400 CALL DEFINED 1 40,400 TEXTRON INC COM 883203101 1,100 79,336 SH DEFINED 1 79,336 TM ENTERTAINMENT AND MEDIA INC*W EXP 10/17/201 87260T116 13 422,000 SH DEFINED 1 422,000 TRINA SOLAR LIMITED SPON ADR 89628E104 8,502 915,100 PUT DEFINED 1 915,100 TRINA SOLAR LIMITED SPON ADR 89628E104 3,240 348,800 SH DEFINED 1 348,800 TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628E104 6,672 16,000,000 PRN DEFINED 1 16,000,000 TYCO INTL LTD BERMUDA SHS G9143X208 1,351 62,500 CALL DEFINED 1 62,500 TYSON FOODS INC NOTE 3.250% 10/1 902494103 29,757 37,000,000 PRN DEFINED 1 37,000,000 U S G CORP COM NEW 903293405 419 52,000 CALL DEFINED 1 52,000 UNION PAC CORP COM 907818108 2,390 50,000 PUT DEFINED 1 50,000 UNION PAC CORP COM 907818108 1,024 21,429 SH DEFINED 1 21,429 UNITED DOMINION REALTY TR IN NOTE 3.625% 9/1 910197AM4 7,456 10,000,000 PRN DEFINED 1 10,000,000 UNITED DOMINION REALTY TR IN NOTE 4.000%12/1 910197AK8 20,062 25,286,000 PRN DEFINED 1 25,286,000 UNITED REFINING ENERGY CORP *W EXP 12/11/201 911360113 68 681,599 SH DEFINED 1 681,599 URBAN OUTFITTERS INC COM 917047102 1,756 117,200 CALL DEFINED 1 117,200 VALERO ENERGY CORP NEW COM 91913Y100 7,423 343,000 SH DEFINED 1 343,000 VERTEX PHARMACEUTICALS INC COM 92532F100 3,038 100,000 PUT DEFINED 1 100,000 VISA INC COM CL A 92826C839 23,146 441,300 CALL DEFINED 1 441,300 VISA INC COM CL A 92826C839 26,225 500,000 PUT DEFINED 1 500,000 VISA INC COM CL A 92826C839 13,247 252,560 SH DEFINED 1 252,560 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 6,047 7,500,000 PRN DEFINED 1 7,500,000 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 20,491 27,500,000 PRN DEFINED 1 27,500,000 WACHOVIA CORP NEW COM 929903102 13,023 2,350,600 CALL DEFINED 1 2,350,600 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 21,808 30,250,000 PRN DEFINED 1 30,250,000 WENDYS ARBYS GROUP INC COM 950587105 3,434 695,048 SH DEFINED 1 695,048 XEROX CORP COM 984121103 6,796 852,600 CALL DEFINED 1 852,600 XL CAP LTD CL A G98255105 4 1,215 SH DEFINED 1 1,215 XL CAP LTD CL A G98255105 1,177 318,300 CALL DEFINED 1 318,300 YAHOO INC COM 984332106 8,510 697,500 CALL DEFINED 1 697,500 YAHOO INC COM 984332106 3,677 301,400 PUT DEFINED 1 301,400 YAHOO INC COM 984332106 3,769 308,970 SH DEFINED 1 308,970
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