0001140361-12-036747.txt : 20120814
0001140361-12-036747.hdr.sgml : 20120814
20120814094549
ACCESSION NUMBER: 0001140361-12-036747
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120814
DATE AS OF CHANGE: 20120814
EFFECTIVENESS DATE: 20120814
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: 121029879
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
form13fhr.txt
NONE
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 6/30/2012
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 submission.
Persons Signing this Report on Behalf of Reporting Manager:
Name: John C. Richardson
Title: Chief Operating Officer and General Counsel
Phone: (212) 294-8500
Signature, Place, and Date of Signing:
/s/ John C. Richardson New York, NY 8/14/2012
--------------------------------- --------------------------------- ----------
[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).)
List of Other Managers Reporting for this Manager:
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 323
Form 13F Information Table Value Total: $ 3,554,069
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 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
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
ABBOTT LABS COM 002824100 1,322 20,500 SH CALL DEFINED 1 SOLE 0 0
AFLAC INC COM 001055102 1,278 30,000 SH CALL DEFINED 1 SOLE 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,437 62,100 SH CALL DEFINED 1 SOLE 0 0
ALLERGAN INC COM 018490102 35,575 384,300 SH CALL DEFINED 1 SOLE 0 0
ALLERGAN INC COM 018490102 3,240 35,000 SH PUT DEFINED 1 SOLE 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 34,646 20,000,000 PRN DEFINED 1 SOLE 0 0
AMERICAN EXPRESS CO COM 025816109 4,075 70,000 SH CALL DEFINED 1 SOLE 0 0
AMERICAN EXPRESS CO COM 025816109 4,075 70,000 SH PUT DEFINED 1 SOLE 0 0
AMERICAN EXPRESS CO COM 025816109 180 3,100 SH DEFINED 1 SOLE 0 0
AMERICAN RLTY CAP TR INC COM 02917L101 393 36,000 SH DEFINED SOLE 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 34,229 835,799 SH DEFINED 1 SOLE 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 1,615 39,442 SH DEFINED SOLE 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 6,102 177,700 SH PUT DEFINED 1 SOLE 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 323 9,400 SH PUT DEFINED SOLE 0 0
ARIBA INC COM NEW 04033V203 1,244 27,800 SH PUT DEFINED SOLE 0 0
ARIBA INC COM NEW 04033V203 403 9,000 SH DEFINED SOLE 0 0
AVON PRODS INC COM 054303102 1,297 80,000 SH CALL DEFINED 1 SOLE 0 0
AVON PRODS INC COM 054303102 694 42,800 SH DEFINED 1 SOLE 0 0
BAIDU INC SPON ADR REP A 056752108 2,898 25,204 SH DEFINED 1 SOLE 0 0
BAIDU INC SPON ADR REP A 056752108 650 5,650 SH DEFINED SOLE 0 0
BAIDU INC SPON ADR REP A 056752108 5,496 47,800 SH CALL DEFINED 1 SOLE 0 0
BAIDU INC SPON ADR REP A 056752108 1,380 12,000 SH CALL DEFINED SOLE 0 0
BAIDU INC SPON ADR REP A 056752108 5,496 47,800 SH PUT DEFINED 1 SOLE 0 0
BAIDU INC SPON ADR REP A 056752108 1,380 12,000 SH PUT DEFINED SOLE 0 0
BANK OF AMERICA CORPORATION COM 060505104 1,602 195,800 SH PUT DEFINED 1 SOLE 0 0
BANK OF AMERICA CORPORATION COM 060505104 3,666 448,125 SH DEFINED 1 SOLE 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 3,292 150,000 SH PUT DEFINED 1 SOLE 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 2,603 118,600 SH DEFINED 1 SOLE 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,208 182,500 SH CALL DEFINED 1 SOLE 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,250 75,000 SH PUT DEFINED 1 SOLE 0 0
BIOSCRIP INC COM 09069N108 663 89,300 SH DEFINED SOLE 0 0
BLACKROCK INC COM 09247X101 5,944 35,000 SH CALL DEFINED 1 SOLE 0 0
BOEING CO COM 097023105 7,430 100,000 SH CALL DEFINED 1 SOLE 0 0
BOEING CO COM 097023105 7,430 100,000 SH PUT DEFINED 1 SOLE 0 0
BOEING CO COM 097023105 520 7,000 SH DEFINED 1 SOLE 0 0
BP PLC SPONSORED ADR 055622104 21,892 540,000 SH CALL DEFINED 1 SOLE 0 0
BP PLC SPONSORED ADR 055622104 2,888 71,250 SH DEFINED 1 SOLE 0 0
CANADIAN NAT RES LTD COM 136385101 1,343 50,000 SH CALL DEFINED 1 SOLE 0 0
CANADIAN NAT RES LTD COM 136385101 94 3,500 SH DEFINED 1 SOLE 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 3,634 540,000 SH PUT DEFINED 1 SOLE 0 0
CIENA CORP COM NEW 171779309 2,848 174,000 SH CALL DEFINED 1 SOLE 0 0
CIENA CORP COM NEW 171779309 426 26,000 SH CALL DEFINED SOLE 0 0
CISCO SYS INC COM 17275R102 3,262 190,000 SH CALL DEFINED 1 SOLE 0 0
CISCO SYS INC COM 17275R102 17,170 1,000,000 SH PUT DEFINED 1 SOLE 0 0
CISCO SYS INC COM 17275R102 11,401 664,000 SH DEFINED 1 SOLE 0 0
CITIGROUP INC COM NEW 172967424 25,700 937,600 SH CALL DEFINED 1 SOLE 0 0
CITIGROUP INC COM NEW 172967424 1,354 49,400 SH CALL DEFINED SOLE 0 0
CITIGROUP INC COM NEW 172967424 30,030 1,095,600 SH PUT DEFINED 1 SOLE 0 0
CITIGROUP INC COM NEW 172967424 861 31,400 SH PUT DEFINED SOLE 0 0
CITIGROUP INC UNIT 99/99/9999 172967416 88,640 1,037,840 SH DEFINED 1 SOLE 0 0
CITIGROUP INC UNIT 99/99/9999 172967416 7,091 83,028 SH DEFINED SOLE 0 0
COCA COLA CO COM 191216100 101,029 1,292,100 SH CALL DEFINED 1 SOLE 0 0
COCA COLA CO COM 191216100 21,659 277,000 SH CALL DEFINED SOLE 0 0
COCA COLA CO COM 191216100 8,742 111,800 SH PUT DEFINED 1 SOLE 0 0
COCA COLA CO COM 191216100 2,189 28,000 SH PUT DEFINED SOLE 0 0
COINSTAR INC COM 19259P300 13,732 200,000 SH CALL DEFINED 1 SOLE 0 0
COINSTAR INC COM 19259P300 6,866 100,000 SH PUT DEFINED 1 SOLE 0 0
COINSTAR INC NOTE 4.000% 9/0 19259PAF9 24,060 13,410,000 PRN DEFINED 1 SOLE 0 0
COLGATE PALMOLIVE CO COM 194162103 6,652 63,900 SH CALL DEFINED 1 SOLE 0 0
COLGATE PALMOLIVE CO COM 194162103 729 7,000 SH CALL DEFINED SOLE 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
COMCAST CORP NEW CL A 20030N101 2,398 75,000 SH CALL DEFINED 1 SOLE 0 0
COMCAST CORP NEW CL A 20030N101 2,398 75,000 SH PUT DEFINED 1 SOLE 0 0
COMCAST CORP NEW CL A 20030N101 192 6,000 SH DEFINED 1 SOLE 0 0
COMCAST CORP NEW CL A SPL 20030N200 7,536 240,000 SH CALL DEFINED 1 SOLE 0 0
CONOCOPHILLIPS COM 20825C104 9,567 171,200 SH CALL DEFINED 1 SOLE 0 0
CONOCOPHILLIPS COM 20825C104 45,822 820,000 SH PUT DEFINED 1 SOLE 0 0
COOPER INDUSTRIES PLC SHS G24140108 409 6,000 SH DEFINED SOLE 0 0
CORNING INC COM 219350105 20,416 1,579,000 SH CALL DEFINED 1 SOLE 0 0
CORNING INC COM 219350105 1,066 82,425 SH DEFINED 1 SOLE 0 0
COSTCO WHSL CORP NEW COM 22160K105 5,590 58,842 SH DEFINED 1 SOLE 0 0
CREE INC COM 225447101 6,713 261,500 SH CALL DEFINED 1 SOLE 0 0
CREE INC COM 225447101 2,177 84,810 SH DEFINED 1 SOLE 0 0
CROCS INC COM 227046109 485 30,000 SH CALL DEFINED 1 SOLE 0 0
CROCS INC COM 227046109 938 58,050 SH DEFINED 1 SOLE 0 0
CVR ENERGY INC COM 12662P108 327 12,287 SH DEFINED SOLE 0 0
DEVON ENERGY CORP NEW COM 25179M103 7,539 130,000 SH CALL DEFINED 1 SOLE 0 0
DIAMOND FOODS INC COM 252603105 357 20,000 SH PUT DEFINED SOLE 0 0
DIGITALGLOBE INC COM NEW 25389M877 264 17,434 SH DEFINED SOLE 0 0
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 8,370 569,800 SH CALL DEFINED 1 SOLE 0 0
DIREXION SHS ETF TR DLY ENRGY BEAR3X 25459W342 4,744 427,000 SH CALL DEFINED 1 SOLE 0 0
DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 23,724 1,047,400 SH CALL DEFINED 1 SOLE 0 0
DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 3,508 154,900 SH CALL DEFINED SOLE 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 91,341 1,024,000 SH CALL DEFINED 1 SOLE 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 21,943 246,000 SH CALL DEFINED SOLE 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 472 5,292 SH DEFINED 1 SOLE 0 0
DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 17,905 990,200 SH CALL DEFINED 1 SOLE 0 0
DIREXION SHS ETF TR GLD MNRS BEAR 3X 25459W235 13,213 282,400 SH CALL DEFINED 1 SOLE 0 0
DIREXION SHS ETF TR GLD MNRS BEAR 3X 25459W235 5,741 122,700 SH CALL DEFINED SOLE 0 0
DIREXION SHS ETF TR GLD MNRS BULL 3X 25459W250 229 21,000 SH CALL DEFINED 1 SOLE 0 0
DISNEY WALT CO COM DISNEY 254687106 16,102 332,000 SH PUT DEFINED 1 SOLE 0 0
DISNEY WALT CO COM DISNEY 254687106 3,298 68,000 SH PUT DEFINED SOLE 0 0
DOLE FOOD CO INC NEW COM 256603101 899 102,400 SH CALL DEFINED 1 SOLE 0 0
DOLE FOOD CO INC NEW COM 256603101 294 33,500 SH CALL DEFINED SOLE 0 0
DOW CHEM CO COM 260543103 1,890 60,000 SH CALL DEFINED 1 SOLE 0 0
DOW CHEM CO COM 260543103 5,040 160,000 SH PUT DEFINED 1 SOLE 0 0
DOW CHEM CO COM 260543103 2,638 83,741 SH DEFINED 1 SOLE 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 369 500,000 PRN DEFINED SOLE 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 554 750,000 PRN DEFINED SOLE 0 0
DSW INC CL A 23334L102 1,632 30,000 SH CALL DEFINED SOLE 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,135 62,000 SH CALL DEFINED 1 SOLE 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 19,823 392,000 SH PUT DEFINED 1 SOLE 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 7,381 145,962 SH DEFINED 1 SOLE 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 40,686 25,000,000 PRN DEFINED 1 SOLE 0 0
EATON CORP COM 278058102 338 8,534 SH DEFINED SOLE 0 0
EBAY INC COM 278642103 5,461 130,000 SH CALL DEFINED 1 SOLE 0 0
EBAY INC COM 278642103 840 20,000 SH CALL DEFINED SOLE 0 0
EBAY INC COM 278642103 3,223 76,720 SH DEFINED 1 SOLE 0 0
EMERSON ELEC CO COM 291011104 4,658 100,000 SH CALL DEFINED 1 SOLE 0 0
EMERSON ELEC CO COM 291011104 4,658 100,000 SH PUT DEFINED 1 SOLE 0 0
EMERSON ELEC CO COM 291011104 2,143 46,000 SH DEFINED 1 SOLE 0 0
ENCANA CORP COM 292505104 4,166 200,000 SH CALL DEFINED 1 SOLE 0 0
ENCANA CORP COM 292505104 729 35,000 SH DEFINED 1 SOLE 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,396 25,000 SH CALL DEFINED SOLE 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 720 12,900 SH DEFINED SOLE 0 0
EXXON MOBIL CORP COM 30231G102 33,800 395,000 SH CALL DEFINED 1 SOLE 0 0
EXXON MOBIL CORP COM 30231G102 7,701 90,000 SH PUT DEFINED 1 SOLE 0 0
FASTENAL CO COM 311900104 4,152 103,000 SH CALL DEFINED 1 SOLE 0 0
FORD MTR CO DEL *W EXP 01/01/201 345370134 12 10,844 SH DEFINED 1 SOLE 0 0
FORD MTR CO DEL *W EXP 01/01/201 345370134 9 8,441 SH DEFINED SOLE 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 30,496 3,180,000 SH CALL DEFINED 1 SOLE 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
FORD MTR CO DEL COM PAR $0.01 345370860 6,905 720,000 SH CALL DEFINED SOLE 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,272 236,900 SH PUT DEFINED 1 SOLE 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 573 59,757 SH DEFINED 1 SOLE 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 23,348 685,300 SH CALL DEFINED 1 SOLE 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,801 82,200 SH CALL DEFINED SOLE 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 6,603 193,800 SH PUT DEFINED 1 SOLE 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,063 31,200 SH PUT DEFINED SOLE 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,569 134,106 SH DEFINED 1 SOLE 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 575 16,890 SH DEFINED SOLE 0 0
GAYLORD ENTMT CO NEW COM 367905106 548 14,200 SH DEFINED SOLE 0 0
GENERAL ELECTRIC CO COM 369604103 9,595 460,400 SH CALL DEFINED 1 SOLE 0 0
GENERAL ELECTRIC CO COM 369604103 301 14,450 SH DEFINED 1 SOLE 0 0
GENERAL MTRS CO COM 37045V100 1,972 100,000 SH CALL DEFINED 1 SOLE 0 0
GENERAL MTRS CO COM 37045V100 1,972 100,000 SH PUT DEFINED 1 SOLE 0 0
GENERAL MTRS CO COM 37045V100 177 9,000 SH DEFINED 1 SOLE 0 0
GEO GROUP INC COM 36159R103 376 16,563 SH DEFINED SOLE 0 0
GOODRICH CORP COM 382388106 533 4,200 SH DEFINED SOLE 0 0
GRAND CANYON ED INC COM 38526M106 1,675 80,000 SH CALL DEFINED 1 SOLE 0 0
GRAND CANYON ED INC COM 38526M106 419 20,000 SH CALL DEFINED SOLE 0 0
HALLIBURTON CO COM 406216101 19,589 690,000 SH CALL DEFINED 1 SOLE 0 0
HALLIBURTON CO COM 406216101 1,703 60,000 SH CALL DEFINED SOLE 0 0
HERSHEY CO COM 427866108 17,287 240,000 SH CALL DEFINED 1 SOLE 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 19,920 11,922,000 PRN DEFINED 1 SOLE 0 0
HEWLETT PACKARD CO COM 428236103 5,027 250,000 SH PUT DEFINED 1 SOLE 0 0
HEWLETT PACKARD CO COM 428236103 3,628 180,396 SH DEFINED 1 SOLE 0 0
HILLSHIRE BRANDS CO COM 432589109 203 7,000 SH DEFINED SOLE 0 0
HUMAN GENOME SCIENCES INC COM 444903108 449 34,200 SH DEFINED SOLE 0 0
INTEL CORP COM 458140100 70,966 2,662,900 SH CALL DEFINED 1 SOLE 0 0
INTEL CORP COM 458140100 1,242 46,600 SH PUT DEFINED 1 SOLE 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,203 81,700 SH CALL DEFINED 1 SOLE 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,203 81,700 SH PUT DEFINED 1 SOLE 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 28,080 206,500 SH CALL DEFINED 1 SOLE 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 7,030 51,700 SH CALL DEFINED SOLE 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 19,558 100,000 SH CALL DEFINED 1 SOLE 0 0
INTERXION HOLDING N.V SHS N47279109 420 23,168 SH DEFINED SOLE 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 10,146 380,700 SH CALL DEFINED 1 SOLE 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,385 127,000 SH CALL DEFINED SOLE 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 35,042 1,314,885 SH DEFINED 1 SOLE 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 980 36,761 SH DEFINED SOLE 0 0
ISHARES TR DJ US REAL EST 464287739 50,848 795,300 SH CALL DEFINED 1 SOLE 0 0
ISHARES TR DJ US REAL EST 464287739 81,856 1,280,300 SH PUT DEFINED 1 SOLE 0 0
ISHARES TR MSCI EAFE INDEX 464287465 19,984 400,000 SH CALL DEFINED 1 SOLE 0 0
ISHARES TR MSCI EAFE INDEX 464287465 1,134 22,700 SH DEFINED 1 SOLE 0 0
ISHARES TR MSCI EAFE INDEX 464287465 38,719 775,000 SH PUT DEFINED 1 SOLE 0 0
ISHARES TR RUSSELL 2000 464287655 919 11,550 SH DEFINED 1 SOLE 0 0
JOHNSON & JOHNSON COM 478160104 67,560 1,000,000 SH PUT DEFINED 1 SOLE 0 0
JOHNSON & JOHNSON COM 478160104 45,297 670,466 SH DEFINED 1 SOLE 0 0
JOHNSON & JOHNSON COM 478160104 2,104 31,150 SH DEFINED SOLE 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 493 31,073 SH DEFINED SOLE 0 0
KIMCO RLTY CORP COM 49446R109 1,981 104,100 SH CALL DEFINED 1 SOLE 0 0
KINDER MORGAN INC DEL COM 49456B101 4,269 132,500 SH PUT DEFINED 1 SOLE 0 0
KINDER MORGAN INC DEL COM 49456B101 21,705 673,650 SH DEFINED 1 SOLE 0 0
KINDER MORGAN INC DEL COM 49456B101 2,683 83,268 SH DEFINED SOLE 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,707 209,400 SH PUT DEFINED 1 SOLE 0 0
KINROSS GOLD CORP COM NO PAR 496902404 610 74,800 SH DEFINED 1 SOLE 0 0
LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 1,143 13,006 SH DEFINED SOLE 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 829 24,900 SH CALL DEFINED SOLE 0 0
MARATHON OIL CORP COM 565849106 524 20,500 SH DEFINED 1 SOLE 0 0
MARATHON PETE CORP COM 56585A102 319 7,100 SH DEFINED 1 SOLE 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 15,638 349,300 SH CALL DEFINED 1 SOLE 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 42,621 951,999 SH DEFINED 1 SOLE 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 13,570 303,097 SH DEFINED SOLE 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 13,798 308,200 SH PUT DEFINED 1 SOLE 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,140 33,369 SH DEFINED 1 SOLE 0 0
MERCK & CO INC NEW COM 58933Y105 18,170 435,200 SH CALL DEFINED 1 SOLE 0 0
MERCK & CO INC NEW COM 58933Y105 4,542 108,800 SH CALL DEFINED SOLE 0 0
MERCK & CO INC NEW COM 58933Y105 4,476 107,200 SH PUT DEFINED 1 SOLE 0 0
MERCK & CO INC NEW COM 58933Y105 1,119 26,800 SH PUT DEFINED SOLE 0 0
METLIFE INC COM 59156R108 9,378 304,000 SH CALL DEFINED 1 SOLE 0 0
METLIFE INC COM 59156R108 494 16,000 SH CALL DEFINED SOLE 0 0
METLIFE INC COM 59156R108 37,193 1,205,600 SH PUT DEFINED 1 SOLE 0 0
METLIFE INC COM 59156R108 864 28,000 SH PUT DEFINED SOLE 0 0
METLIFE INC UNIT 99/99/9999 59156R116 1,323 21,377 SH DEFINED 1 SOLE 0 0
METLIFE INC UNIT 99/99/9999 59156R116 11,663 188,502 SH DEFINED SOLE 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,232 200,000 SH PUT DEFINED 1 SOLE 0 0
MICROSOFT CORP COM 594918104 34,044 1,112,900 SH CALL DEFINED 1 SOLE 0 0
MICROSOFT CORP COM 594918104 11,624 380,000 SH PUT DEFINED 1 SOLE 0 0
MICROSOFT CORP COM 594918104 28,449 930,013 SH DEFINED 1 SOLE 0 0
MOLSON COORS BREWING CO CL B 60871R209 13,315 320,000 SH CALL DEFINED 1 SOLE 0 0
MORGAN STANLEY COM NEW 617446448 3,283 225,000 SH CALL DEFINED 1 SOLE 0 0
MORGAN STANLEY COM NEW 617446448 4,377 300,000 SH PUT DEFINED 1 SOLE 0 0
MORGAN STANLEY COM NEW 617446448 4,552 312,000 SH DEFINED 1 SOLE 0 0
MOSAIC CO NEW COM 61945C103 18,290 334,000 SH CALL DEFINED 1 SOLE 0 0
MOSAIC CO NEW COM 61945C103 1,834 33,500 SH CALL DEFINED SOLE 0 0
MOSAIC CO NEW COM 61945C103 7,885 144,000 SH PUT DEFINED 1 SOLE 0 0
MOSAIC CO NEW COM 61945C103 1,287 23,500 SH PUT DEFINED SOLE 0 0
NATIONAL RETAIL PPTYS INC NOTE 3.950% 9/1 637417AA4 5,379 4,500,000 PRN DEFINED 1 SOLE 0 0
NCR CORP NEW COM 62886E108 659 29,000 SH DEFINED SOLE 0 0
NEWCASTLE INVT CORP COM 65105M108 536 80,000 SH CALL DEFINED 1 SOLE 0 0
NEWCASTLE INVT CORP COM 65105M108 134 20,000 SH CALL DEFINED SOLE 0 0
NEWFIELD EXPL CO COM 651290108 1,465 50,000 SH CALL DEFINED 1 SOLE 0 0
NEWFIELD EXPL CO COM 651290108 20,880 712,400 SH PUT DEFINED 1 SOLE 0 0
NEWFIELD EXPL CO COM 651290108 19,708 672,400 SH DEFINED 1 SOLE 0 0
NEWMONT MINING CORP COM 651639106 18,191 375,000 SH CALL DEFINED 1 SOLE 0 0
NEWMONT MINING CORP COM 651639106 582 12,000 SH DEFINED 1 SOLE 0 0
OMNICOM GROUP INC COM 681919106 2,479 51,000 SH CALL DEFINED 1 SOLE 0 0
PACCAR INC COM 693718108 4,115 105,000 SH CALL DEFINED 1 SOLE 0 0
PACCAR INC COM 693718108 843 21,500 SH CALL DEFINED SOLE 0 0
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 4,018 191,700 SH PUT DEFINED 1 SOLE 0 0
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1,339 63,900 SH PUT DEFINED SOLE 0 0
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1,197 57,116 SH DEFINED 1 SOLE 0 0
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 423 20,200 SH DEFINED SOLE 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,157 328,000 SH CALL DEFINED 1 SOLE 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,627 86,700 SH PUT DEFINED 1 SOLE 0 0
PFIZER INC COM 717081103 11,500 500,000 SH CALL DEFINED 1 SOLE 0 0
PFIZER INC COM 717081103 2,300 100,000 SH PUT DEFINED 1 SOLE 0 0
PFIZER INC COM 717081103 3,536 153,724 SH DEFINED 1 SOLE 0 0
PHILLIPS 66 COM 718546104 1,183 35,600 SH CALL DEFINED 1 SOLE 0 0
PHILLIPS 66 COM 718546104 11,966 360,000 SH PUT DEFINED 1 SOLE 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,819 62,500 SH PUT DEFINED 1 SOLE 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,078 34,000 SH DEFINED 1 SOLE 0 0
POTASH CORP SASK INC COM 73755L107 6,990 160,000 SH PUT DEFINED 1 SOLE 0 0
POTASH CORP SASK INC COM 73755L107 1,748 40,000 SH PUT DEFINED SOLE 0 0
POTASH CORP SASK INC COM 73755L107 3,408 78,000 SH DEFINED 1 SOLE 0 0
POTASH CORP SASK INC COM 73755L107 856 19,600 SH DEFINED SOLE 0 0
PPL CORP COM 69351T106 1,391 50,000 SH PUT DEFINED 1 SOLE 0 0
PROCTER & GAMBLE CO COM 742718109 5,513 90,000 SH CALL DEFINED 1 SOLE 0 0
PROCTER & GAMBLE CO COM 742718109 1,127 18,400 SH DEFINED 1 SOLE 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 17,496 257,980 SH CALL DEFINED 1 SOLE 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 1,290 19,020 SH CALL DEFINED SOLE 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 5 76 SH DEFINED 1 SOLE 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 7 105 SH DEFINED SOLE 0 0
PROSHARES TR PSHS ULPROSH NEW 74348A632 9,281 196,600 SH CALL DEFINED 1 SOLE 0 0
PROSHARES TR PSHS ULPROSH NEW 74348A632 1,379 29,200 SH CALL DEFINED SOLE 0 0
RENTECH INC COM 760112102 447 217,108 SH DEFINED SOLE 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4,098 80,000 SH CALL DEFINED 1 SOLE 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,024 20,000 SH CALL DEFINED SOLE 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,980 44,198 SH DEFINED 1 SOLE 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 300 4,453 SH DEFINED SOLE 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 17,876 265,100 SH CALL DEFINED 1 SOLE 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 4,471 66,300 SH CALL DEFINED SOLE 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 9,669 143,400 SH PUT DEFINED 1 SOLE 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,421 35,900 SH PUT DEFINED SOLE 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 5,250 5,000,000 PRN DEFINED 1 SOLE 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 14,481 7,500,000 PRN DEFINED 1 SOLE 0 0
SEADRILL LIMITED SHS G7945E105 12,617 355,200 SH CALL DEFINED 1 SOLE 0 0
SEADRILL LIMITED SHS G7945E105 3,875 109,100 SH CALL DEFINED SOLE 0 0
SEADRILL LIMITED SHS G7945E105 3,122 87,900 SH PUT DEFINED 1 SOLE 0 0
SEADRILL LIMITED SHS G7945E105 778 21,900 SH PUT DEFINED SOLE 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 38,005 1,000,000 SH PUT DEFINED 1 SOLE 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 19,566 294,800 SH DEFINED 1 SOLE 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,135 77,587 SH DEFINED 1 SOLE 0 0
SEMGROUP CORP CL A 81663A105 948 29,699 SH DEFINED SOLE 0 0
SHUFFLE MASTER INC COM 825549108 172 12,500 SH CALL DEFINED SOLE 0 0
SHUFFLE MASTER INC COM 825549108 172 12,500 SH PUT DEFINED SOLE 0 0
SHUFFLE MASTER INC COM 825549108 72 5,200 SH DEFINED SOLE 0 0
SIRIUS XM RADIO INC COM 82967N108 125 67,300 SH CALL DEFINED SOLE 0 0
SIRIUS XM RADIO INC COM 82967N108 370 200,000 SH DEFINED SOLE 0 0
SMUCKER J M CO COM NEW 832696405 3,768 49,900 SH CALL DEFINED 1 SOLE 0 0
SMUCKER J M CO COM NEW 832696405 944 12,500 SH CALL DEFINED SOLE 0 0
SMUCKER J M CO COM NEW 832696405 4,607 61,000 SH PUT DEFINED 1 SOLE 0 0
SMUCKER J M CO COM NEW 832696405 1,148 15,200 SH PUT DEFINED SOLE 0 0
SMUCKER J M CO COM NEW 832696405 2,006 26,569 SH DEFINED 1 SOLE 0 0
SMUCKER J M CO COM NEW 832696405 510 6,748 SH DEFINED SOLE 0 0
SOLARWINDS INC COM 83416B109 32,234 740,000 SH CALL DEFINED 1 SOLE 0 0
SOLARWINDS INC COM 83416B109 8,895 204,200 SH CALL DEFINED SOLE 0 0
SOLARWINDS INC COM 83416B109 183 4,200 SH PUT DEFINED SOLE 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 260,455 1,678,300 SH CALL DEFINED 1 SOLE 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 62,402 402,100 SH CALL DEFINED SOLE 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,659 63,617 SH DEFINED 1 SOLE 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 398,107 2,925,000 SH PUT DEFINED 1 SOLE 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 44,234 325,000 SH PUT DEFINED SOLE 0 0
SUNCOR ENERGY INC NEW COM 867224107 10,836 374,300 SH CALL DEFINED 1 SOLE 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,535 53,039 SH DEFINED 1 SOLE 0 0
SUPERVALU INC COM 868536103 3,880 749,000 SH CALL DEFINED 1 SOLE 0 0
TARGET CORP COM 87612E106 4,364 75,000 SH CALL DEFINED 1 SOLE 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 361 15,000 SH DEFINED SOLE 0 0
TERADYNE INC COM 880770102 2,812 200,000 SH PUT DEFINED 1 SOLE 0 0
TERADYNE INC COM 880770102 7 500 SH DEFINED 1 SOLE 0 0
TEXTRON INC NOTE 4.500% 5/0 883203BN0 28,859 15,000,000 PRN DEFINED 1 SOLE 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 18,946 998,995 SH DEFINED 1 SOLE 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 1,096 57,805 SH DEFINED SOLE 0 0
UNISYS CORP COM NEW 909214306 651 33,300 SH CALL DEFINED 1 SOLE 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,079 26,400 SH CALL DEFINED 1 SOLE 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,244 53,888 SH DEFINED 1 SOLE 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 5,537 287,050 SH CALL DEFINED 1 SOLE 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 499 25,850 SH CALL DEFINED SOLE 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 3,914 202,916 SH DEFINED 1 SOLE 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 459 23,782 SH DEFINED SOLE 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 6,363 329,875 SH PUT DEFINED 1 SOLE 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ---------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 707 36,625 SH PUT DEFINED SOLE 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 526 49,907 SH DEFINED SOLE 0 0
VERISIGN INC COM 92343E102 3,050 70,000 SH CALL DEFINED 1 SOLE 0 0
VERISIGN INC COM 92343E102 3,050 70,000 SH PUT DEFINED 1 SOLE 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,444 100,000 SH CALL DEFINED 1 SOLE 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,555 80,000 SH PUT DEFINED 1 SOLE 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 0 7 SH DEFINED 1 SOLE 0 0
VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 20,174 13,500,000 PRN DEFINED 1 SOLE 0 0
VMWARE INC CL A COM 928563402 3,842 42,200 SH CALL DEFINED 1 SOLE 0 0
VMWARE INC CL A COM 928563402 956 10,500 SH CALL DEFINED SOLE 0 0
WAL-MART STORES INC COM 931142103 82,653 1,185,500 SH CALL DEFINED 1 SOLE 0 0
WAL-MART STORES INC COM 931142103 16,823 241,300 SH CALL DEFINED SOLE 0 0
WAL-MART STORES INC COM 931142103 10,751 154,200 SH PUT DEFINED 1 SOLE 0 0
WAL-MART STORES INC COM 931142103 2,691 38,600 SH PUT DEFINED SOLE 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 6,315 500,000 SH CALL DEFINED 1 SOLE 0 0
WELLS FARGO & CO NEW COM 949746101 9,383 280,600 SH CALL DEFINED 1 SOLE 0 0
WELLS FARGO & CO NEW COM 949746101 23,094 690,600 SH PUT DEFINED 1 SOLE 0 0
WELLS FARGO & CO NEW COM 949746101 936 28,000 SH DEFINED 1 SOLE 0 0
WINTRUST FINANCIAL CORP COM 97650W108 1,157 32,600 SH PUT DEFINED 1 SOLE 0 0
YAHOO INC COM 984332106 18,996 1,200,000 SH CALL DEFINED 1 SOLE 0 0
YAHOO INC COM 984332106 3,292 207,952 SH DEFINED 1 SOLE 0 0
ZIMMER HLDGS INC COM 98956P102 1,931 30,000 SH CALL DEFINED SOLE 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 2,432 824,263 SH DEFINED 1 SOLE 0 0