0001140361-13-007185.txt : 20130214
0001140361-13-007185.hdr.sgml : 20130214
20130214151832
ACCESSION NUMBER: 0001140361-13-007185
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130214
DATE AS OF CHANGE: 20130214
EFFECTIVENESS DATE: 20130214
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: 13612742
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: 12/31/2012
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 2/14/2013
--------------------------------- --------------------------------- ----------
[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: 350
Form 13F Information Table Value Total: $ 2,458,273
--------------
(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 891 13,600 CALL DEFINED 1 13,600 0 0
ACE LTD SHS H0023R105 1,995 25,000 CALL DEFINED 25,000 0 0
ACE LTD SHS H0023R105 1,995 25,000 PUT DEFINED 25,000 0 0
ADAMS EXPRESS CO COM 006212104 113 10,650 SH DEFINED 10,650 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 470 6,500 SH DEFINED 6,500 0 0
ADVANCED MICRO DEVICES INC COM 007903107 348 144,928 SH DEFINED 1 144,928 0 0
AFLAC INC COM 001055102 6,231 117,300 CALL DEFINED 1 117,300 0 0
AFLAC INC COM 001055102 2,024 38,100 CALL DEFINED 38,100 0 0
AFLAC INC COM 001055102 6,231 117,300 PUT DEFINED 1 117,300 0 0
AFLAC INC COM 001055102 2,024 38,100 PUT DEFINED 38,100 0 0
AFLAC INC COM 001055102 212 4,000 SH DEFINED 4,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,542 62,100 CALL DEFINED 1 62,100 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 1,130 1,000,000 PRN DEFINED 1 1,000,000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 341 11,223 SH DEFINED 1 11,223 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 36,803 20,000,000 PRN DEFINED 1 20,000,000 0 0
AMERICAN EXPRESS CO COM 025816109 3,207 55,800 CALL DEFINED 1 55,800 0 0
AMERICAN EXPRESS CO COM 025816109 4,024 70,000 PUT DEFINED 1 70,000 0 0
AMERICAN EXPRESS CO COM 025816109 523 9,100 SH DEFINED 1 9,100 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,426 40,400 SH DEFINED 40,400 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 25,801 684,222 SH DEFINED 1 684,222 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 1,316 34,897 SH DEFINED 34,897 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 8,787 280,100 CALL DEFINED 1 280,100 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 461 14,700 CALL DEFINED 14,700 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 3,727 118,800 PUT DEFINED 1 118,800 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 194 6,200 PUT DEFINED 6,200 0 0
ANNALY CAP MGMT INC COM 035710409 10,394 740,300 CALL DEFINED 1 740,300 0 0
APOLLO GROUP INC CL A 037604105 341 16,308 SH DEFINED 1 16,308 0 0
AT&T INC COM 00206R102 10,882 322,800 CALL DEFINED 1 322,800 0 0
AVON PRODS INC COM 054303102 3,303 230,000 CALL DEFINED 1 230,000 0 0
BAIDU INC SPON ADR REP A 056752108 4,794 47,800 CALL DEFINED 1 47,800 0 0
BAIDU INC SPON ADR REP A 056752108 1,203 12,000 CALL DEFINED 12,000 0 0
BAIDU INC SPON ADR REP A 056752108 4,794 47,800 PUT DEFINED 1 47,800 0 0
BAIDU INC SPON ADR REP A 056752108 1,203 12,000 PUT DEFINED 12,000 0 0
BAIDU INC SPON ADR REP A 056752108 4,794 47,800 SH DEFINED 1 47,800 0 0
BAIDU INC SPON ADR REP A 056752108 1,203 12,000 SH DEFINED 12,000 0 0
BANK OF AMERICA CORPORATION COM 060505104 4,571 393,700 PUT DEFINED 1 393,700 0 0
BANK OF AMERICA CORPORATION COM 060505104 2,971 255,900 SH DEFINED 1 255,900 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 19,321 607,400 PUT DEFINED 1 607,400 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 11,789 370,607 SH DEFINED 1 370,607 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 6,505 204,493 SH DEFINED 204,493 0 0
BARRICK GOLD CORP COM 067901108 19,882 567,900 CALL DEFINED 1 567,900 0 0
BB&T CORP COM 054937107 3,025 103,900 CALL DEFINED 1 103,900 0 0
BB&T CORP COM 054937107 763 26,200 CALL DEFINED 26,200 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 710 25,000 SH DEFINED 25,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,728 75,000 CALL DEFINED 1 75,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,728 75,000 PUT DEFINED 1 75,000 0 0
BEST BUY INC COM 086516101 338 28,563 SH DEFINED 1 28,563 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 8,556 109,100 CALL DEFINED 1 109,100 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1,568 20,000 CALL DEFINED 20,000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 8,556 109,100 PUT DEFINED 1 109,100 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1,568 20,000 PUT DEFINED 20,000 0 0
BIG LOTS INC COM 089302103 341 11,965 SH DEFINED 1 11,965 0 0
BIOSCRIP INC COM 09069N108 742 68,900 SH DEFINED 68,900 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 152 11,528 SH DEFINED 11,528 0 0
BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 131 17,800 SH DEFINED 17,800 0 0
BP PLC SPONSORED ADR 055622104 1,666 40,000 CALL DEFINED 1 40,000 0 0
CABELAS INC COM 126804301 4,104 98,300 CALL DEFINED 1 98,300 0 0
CABELAS INC COM 126804301 8,208 196,600 PUT DEFINED 1 196,600 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 723 12,800 CALL DEFINED 1 12,800 0 0
CANADIAN NAT RES LTD COM 136385101 4,631 160,400 CALL DEFINED 1 160,400 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
CATERPILLAR INC DEL COM 149123101 17,922 200,000 CALL DEFINED 1 200,000 0 0
CBOE HLDGS INC COM 12503M108 471 16,000 CALL DEFINED 1 16,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 5,330 540,000 PUT DEFINED 1 540,000 0 0
CENTURYLINK INC COM 156700106 1,174 30,000 CALL DEFINED 1 30,000 0 0
CF INDS HLDGS INC COM 125269100 2,032 10,000 PUT DEFINED 1 10,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 6,523 392,500 CALL DEFINED 1 392,500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 13,971 840,600 PUT DEFINED 1 840,600 0 0
CISCO SYS INC COM 17275R102 589 30,000 CALL DEFINED 1 30,000 0 0
CISCO SYS INC COM 17275R102 589 30,000 PUT DEFINED 1 30,000 0 0
CISCO SYS INC COM 17275R102 1,959 99,675 SH DEFINED 1 99,675 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 343 8,898 SH DEFINED 1 8,898 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 12,539 12,400,000 PRN DEFINED 1 12,400,000 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 607 600,000 PRN DEFINED 600,000 0 0
COCA COLA CO COM 191216100 70,463 1,943,800 CALL DEFINED 1 1,943,800 0 0
COCA COLA CO COM 191216100 11,455 316,000 CALL DEFINED 316,000 0 0
COCA COLA CO COM 191216100 12,224 337,200 PUT DEFINED 1 337,200 0 0
COCA COLA CO COM 191216100 1,305 36,000 PUT DEFINED 36,000 0 0
COINSTAR INC COM 19259P300 1,820 35,000 CALL DEFINED 1 35,000 0 0
COINSTAR INC COM 19259P300 1,820 35,000 PUT DEFINED 1 35,000 0 0
COMCAST CORP NEW CL A 20030N101 2,802 75,000 PUT DEFINED 1 75,000 0 0
CONOCOPHILLIPS COM 20825C104 580 10,000 PUT DEFINED 1 10,000 0 0
CONSOL ENERGY INC COM 20854P109 661 20,600 CALL DEFINED 1 20,600 0 0
CONSOL ENERGY INC COM 20854P109 661 20,600 PUT DEFINED 1 20,600 0 0
CONSOL ENERGY INC COM 20854P109 321 10,000 SH DEFINED 1 10,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 899 25,400 SH DEFINED 25,400 0 0
CORNING INC COM 219350105 6,965 551,900 CALL DEFINED 1 551,900 0 0
CORNING INC COM 219350105 2,831 224,300 PUT DEFINED 1 224,300 0 0
CORNING INC COM 219350105 323 25,585 SH DEFINED 1 25,585 0 0
CREE INC COM 225447101 13,147 386,900 CALL DEFINED 1 386,900 0 0
CREE INC COM 225447101 1,167 34,339 SH DEFINED 1 34,339 0 0
CVR ENERGY INC COM 12662P108 478 9,787 SH DEFINED 9,787 0 0
DEAN FOODS CO NEW COM 242370104 989 59,899 SH DEFINED 59,899 0 0
DELL INC COM 24702R101 339 33,434 SH DEFINED 1 33,434 0 0
DIGITALGLOBE INC COM NEW 25389M877 740 30,286 SH DEFINED 30,286 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 30,903 257,700 CALL DEFINED 1 257,700 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 7,951 66,300 CALL DEFINED 66,300 0 0
DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 1,023 13,200 CALL DEFINED 1 13,200 0 0
DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 310 4,000 SH DEFINED 4,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,789 62,000 CALL DEFINED 1 62,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,789 62,000 PUT DEFINED 1 62,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,486 55,264 SH DEFINED 1 55,264 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 39,894 25,000,000 PRN DEFINED 1 25,000,000 0 0
EATON VANCE TAX MNGD GBL DV COM 27829F108 211 23,960 SH DEFINED 23,960 0 0
EBAY INC COM 278642103 12,749 250,000 PUT DEFINED 1 250,000 0 0
ELECTRONIC ARTS INC COM 285512109 341 23,458 SH DEFINED 1 23,458 0 0
EMERSON ELEC CO COM 291011104 2,648 50,000 CALL DEFINED 1 50,000 0 0
EMERSON ELEC CO COM 291011104 5,296 100,000 PUT DEFINED 1 100,000 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 3,899 4,000,000 PRN DEFINED 1 4,000,000 0 0
EXELON CORP COM 30161N101 342 11,506 SH DEFINED 1 11,506 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 448 8,300 SH DEFINED 8,300 0 0
EXXON MOBIL CORP COM 30231G102 11,113 128,400 CALL DEFINED 1 128,400 0 0
EXXON MOBIL CORP COM 30231G102 666 7,700 CALL DEFINED 7,700 0 0
FACEBOOK INC CL A 30303M102 4,792 180,000 PUT DEFINED 1 180,000 0 0
FACEBOOK INC CL A 30303M102 85 3,200 SH DEFINED 1 3,200 0 0
FASTENAL CO COM 311900104 4,805 103,000 CALL DEFINED 1 103,000 0 0
FIFTH THIRD BANCORP COM 316773100 824 54,200 CALL DEFINED 1 54,200 0 0
FIFTH THIRD BANCORP COM 316773100 824 54,200 PUT DEFINED 1 54,200 0 0
FIFTH THIRD BANCORP COM 316773100 679 44,700 SH DEFINED 1 44,700 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 37,296 2,880,000 CALL DEFINED 1 2,880,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 9,324 720,000 CALL DEFINED 720,000 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
FRANCO NEVADA CORP COM 351858105 2,287 40,000 CALL DEFINED 1 40,000 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,118 120,400 CALL DEFINED 1 120,400 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,464 42,800 PUT DEFINED 1 42,800 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 359 10,500 SH DEFINED 1 10,500 0 0
GARDNER DENVER INC COM 365558105 521 7,600 SH DEFINED 7,600 0 0
GENERAL ELECTRIC CO COM 369604103 4,618 220,000 CALL DEFINED 1 220,000 0 0
GENERAL ELECTRIC CO COM 369604103 4,618 220,000 PUT DEFINED 1 220,000 0 0
GENERAL MLS INC COM 370334104 1,690 41,800 CALL DEFINED 1 41,800 0 0
GENERAL MTRS CO COM 37045V100 2,883 100,000 CALL DEFINED 1 100,000 0 0
GENERAL MTRS CO COM 37045V100 5,766 200,000 PUT DEFINED 1 200,000 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 4,811 42,750 SH DEFINED 1 42,750 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 253 2,250 SH DEFINED 2,250 0 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 56,575 34,500,000 PRN DEFINED 1 34,500,000 0 0
GOLDCORP INC NEW COM 380956409 2,319 63,200 CALL DEFINED 1 63,200 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 1,057 348,700 CALL DEFINED 1 348,700 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 291 95,900 PUT DEFINED 1 95,900 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 364 120,000 SH DEFINED 1 120,000 0 0
HALLIBURTON CO COM 406216101 10,407 300,000 CALL DEFINED 1 300,000 0 0
HARMAN INTL INDS INC COM 413086109 7,334 164,300 CALL DEFINED 1 164,300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,571 70,000 CALL DEFINED 70,000 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 277 6,800 CALL DEFINED 6,800 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 277 6,800 PUT DEFINED 6,800 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 24,180 11,922,000 PRN DEFINED 1 11,922,000 0 0
HESS CORP COM 42809H107 10,068 190,100 CALL DEFINED 1 190,100 0 0
HESS CORP COM 42809H107 2,648 50,000 PUT DEFINED 1 50,000 0 0
HEWLETT PACKARD CO COM 428236103 10,281 721,500 PUT DEFINED 1 721,500 0 0
HEWLETT PACKARD CO COM 428236103 319 22,411 SH DEFINED 1 22,411 0 0
IAMGOLD CORP COM 450913108 1,722 150,100 CALL DEFINED 1 150,100 0 0
ICICI BK LTD ADR 45104G104 1,893 43,400 CALL DEFINED 43,400 0 0
ICICI BK LTD ADR 45104G104 1,893 43,400 PUT DEFINED 43,400 0 0
INTEL CORP COM 458140100 17,209 834,600 CALL DEFINED 1 834,600 0 0
INTEL CORP COM 458140100 10,597 513,900 PUT DEFINED 1 513,900 0 0
INTEL CORP COM 458140100 2,230 108,152 SH DEFINED 1 108,152 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 10,690 9,086,000 PRN DEFINED 1 9,086,000 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 16,665 134,600 CALL DEFINED 1 134,600 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 4,172 33,700 CALL DEFINED 33,700 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 681 5,500 SH DEFINED 5,500 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1,041 1,000,000 PRN DEFINED 1,000,000 0 0
ISHARES INC MSCI BRAZIL 464286400 15,384 275,000 CALL DEFINED 1 275,000 0 0
ISHARES INC MSCI BRAZIL 464286400 34,963 625,000 PUT DEFINED 1 625,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,545 120,700 CALL DEFINED 1 120,700 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,495 119,000 CALL DEFINED 119,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,545 120,700 PUT DEFINED 1 120,700 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,495 119,000 PUT DEFINED 119,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 2,033 69,221 SH DEFINED 69,221 0 0
ISHARES TR DJ US REAL EST 464287739 2,910 45,000 SH DEFINED 1 45,000 0 0
ISHARES TR DJ US REAL EST 464287739 588 9,100 SH DEFINED 9,100 0 0
ISHARES TR MSCI EAFE INDEX 464287465 22,744 400,000 PUT DEFINED 1 400,000 0 0
ISHARES TR MSCI EAFE INDEX 464287465 140 2,467 SH DEFINED 1 2,467 0 0
ISHARES TR MSCI EMERG MKT 464287234 15,079 340,000 CALL DEFINED 1 340,000 0 0
ISHARES TR MSCI EMERG MKT 464287234 7,096 160,000 CALL DEFINED 160,000 0 0
ISHARES TR MSCI EMERG MKT 464287234 15,079 340,000 PUT DEFINED 1 340,000 0 0
ISHARES TR MSCI EMERG MKT 464287234 7,096 160,000 PUT DEFINED 160,000 0 0
ISHARES TR MSCI EMERG MKT 464287234 488 11,000 SH DEFINED 1 11,000 0 0
ISHARES TR MSCI EMERG MKT 464287234 2,093 47,200 SH DEFINED 47,200 0 0
ISHARES TR PHLX SOX SEMICND 464287523 2,004 38,500 SH DEFINED 38,500 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,621 220,000 PUT DEFINED 1 220,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,698 103,160 SH DEFINED 1 103,160 0 0
JARDEN CORP COM 471109108 1,551 30,000 CALL DEFINED 1 30,000 0 0
JARDEN CORP COM 471109108 2,585 50,000 PUT DEFINED 1 50,000 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
JDS UNIPHASE CORP COM PAR $0.001 46612J507 3,888 288,000 CALL DEFINED 1 288,000 0 0
JOHNSON & JOHNSON COM 478160104 8,153 116,300 CALL DEFINED 1 116,300 0 0
JOHNSON & JOHNSON COM 478160104 26,575 379,100 PUT DEFINED 1 379,100 0 0
JOHNSON & JOHNSON COM 478160104 445 6,355 SH DEFINED 1 6,355 0 0
KELLOGG CO COM 487836108 16,861 301,900 CALL DEFINED 1 301,900 0 0
KELLOGG CO COM 487836108 10,947 196,000 PUT DEFINED 1 196,000 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8,804 905,800 CALL DEFINED 1 905,800 0 0
KINROSS GOLD CORP COM NO PAR 496902404 3,166 325,700 PUT DEFINED 1 325,700 0 0
LENNAR CORP CL B 526057302 678 22,200 SH DEFINED 22,200 0 0
LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 1,288 11,106 SH DEFINED 11,106 0 0
LINKEDIN CORP COM CL A 53578A108 5,752 50,100 PUT DEFINED 1 50,100 0 0
LINKEDIN CORP COM CL A 53578A108 402 3,500 SH DEFINED 1 3,500 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 6,012 113,800 CALL DEFINED 1 113,800 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,500 28,400 CALL DEFINED 28,400 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 3,518 66,600 PUT DEFINED 1 66,600 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 882 16,700 PUT DEFINED 16,700 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 168 3,175 SH DEFINED 3,175 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,855 50,000 PUT DEFINED 1 50,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 257 4,500 SH DEFINED 1 4,500 0 0
M & T BK CORP COM 55261F104 3,870 39,300 CALL DEFINED 1 39,300 0 0
M & T BK CORP COM 55261F104 709 7,200 PUT DEFINED 1 7,200 0 0
M & T BK CORP COM 55261F104 709 7,200 SH DEFINED 1 7,200 0 0
MARATHON OIL CORP COM 565849106 3,005 98,000 SH DEFINED 1 98,000 0 0
MARATHON PETE CORP COM 56585A102 2,400 38,100 SH DEFINED 1 38,100 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 238,667 5,144,800 CALL DEFINED 1 5,144,800 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 5,752 124,000 PUT DEFINED 1 124,000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3,597 77,545 SH DEFINED 1 77,545 0 0
MCDONALDS CORP COM 580135101 13,232 150,000 CALL DEFINED 1 150,000 0 0
MCDONALDS CORP COM 580135101 13,232 150,000 PUT DEFINED 1 150,000 0 0
MCDONALDS CORP COM 580135101 2,258 25,600 SH DEFINED 1 25,600 0 0
METLIFE INC COM 59156R108 53,686 1,629,800 CALL DEFINED 1 1,629,800 0 0
METLIFE INC COM 59156R108 2,826 85,800 CALL DEFINED 85,800 0 0
METLIFE INC COM 59156R108 17,267 524,200 PUT DEFINED 1 524,200 0 0
METLIFE INC COM 59156R108 494 15,000 PUT DEFINED 15,000 0 0
METLIFE INC UNIT 99/99/9999 59156R116 8,563 193,163 SH DEFINED 1 193,163 0 0
METLIFE INC UNIT 99/99/9999 59156R116 8,568 193,281 SH DEFINED 193,281 0 0
METROPCS COMMUNICATIONS INC COM 591708102 415 41,734 SH DEFINED 41,734 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,328 200,000 PUT DEFINED 1 200,000 0 0
MICROSOFT CORP COM 594918104 24,049 900,400 CALL DEFINED 1 900,400 0 0
MICROSOFT CORP COM 594918104 54,768 2,050,500 PUT DEFINED 1 2,050,500 0 0
MICROSOFT CORP COM 594918104 7,268 272,113 SH DEFINED 1 272,113 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,423 80,000 PUT DEFINED 1 80,000 0 0
MOSAIC CO NEW COM 61945C103 1,331 23,500 PUT DEFINED 23,500 0 0
MOSAIC CO NEW COM 61945C103 1,331 23,500 SH DEFINED 23,500 0 0
NETAPP INC COM 64110D104 2,335 69,600 PUT DEFINED 1 69,600 0 0
NETAPP INC NOTE 1.750% 6/0 64110DAB0 25,331 22,500,000 PRN DEFINED 1 22,500,000 0 0
NEWFIELD EXPL CO COM 651290108 7,365 275,000 CALL DEFINED 1 275,000 0 0
NEWFIELD EXPL CO COM 651290108 343 12,821 SH DEFINED 1 12,821 0 0
NEWMONT MINING CORP COM 651639106 4,644 100,000 CALL DEFINED 1 100,000 0 0
NEWMONT MINING CORP COM 651639106 2,554 55,000 PUT DEFINED 1 55,000 0 0
NEWMONT MINING CORP COM 651639106 2,554 55,000 SH DEFINED 1 55,000 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 427 40,300 SH DEFINED 40,300 0 0
OMNICOM GROUP INC COM 681919106 1,154 23,100 CALL DEFINED 1 23,100 0 0
PACCAR INC COM 693718108 5,950 131,600 CALL DEFINED 1 131,600 0 0
PENN NATL GAMING INC COM 707569109 624 12,700 SH DEFINED 12,700 0 0
PENNEY J C INC COM 708160106 340 17,244 SH DEFINED 1 17,244 0 0
PENTAIR LTD SHS H6169Q108 1,037 21,100 SH DEFINED 21,100 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,056 259,700 CALL DEFINED 1 259,700 0 0
PFIZER INC COM 717081103 5,016 200,000 CALL DEFINED 1 200,000 0 0
PFIZER INC COM 717081103 752 30,000 PUT DEFINED 1 30,000 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
PHILIP MORRIS INTL INC COM 718172109 12,738 152,300 CALL DEFINED 1 152,300 0 0
PHILIP MORRIS INTL INC COM 718172109 12,738 152,300 PUT DEFINED 1 152,300 0 0
PHILIP MORRIS INTL INC COM 718172109 1,840 22,000 SH DEFINED 1 22,000 0 0
PITNEY BOWES INC COM 724479100 336 31,536 SH DEFINED 1 31,536 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,644 62,500 PUT DEFINED 1 62,500 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,531 43,400 SH DEFINED 1 43,400 0 0
POTASH CORP SASK INC COM 73755L107 6,510 160,000 PUT DEFINED 1 160,000 0 0
POTASH CORP SASK INC COM 73755L107 1,628 40,000 PUT DEFINED 40,000 0 0
POTASH CORP SASK INC COM 73755L107 6,510 160,000 SH DEFINED 1 160,000 0 0
POTASH CORP SASK INC COM 73755L107 1,628 40,000 SH DEFINED 40,000 0 0
PPG INDS INC COM 693506107 474 3,500 SH DEFINED 3,500 0 0
PROCTER & GAMBLE CO COM 742718109 40,191 592,000 CALL DEFINED 1 592,000 0 0
PROCTER & GAMBLE CO COM 742718109 4,107 60,500 PUT DEFINED 1 60,500 0 0
PROCTER & GAMBLE CO COM 742718109 4,162 61,300 SH DEFINED 1 61,300 0 0
PROSHARES TR ULSH MSCI EURP 74348A301 1,415 54,200 PUT DEFINED 1 54,200 0 0
PROSHARES TR ULTSHT CHINA 25 74347X567 2,440 138,800 PUT DEFINED 1 138,800 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 26,117 521,600 CALL DEFINED 1 521,600 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 4,762 95,100 CALL DEFINED 95,100 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 52,493 1,048,400 PUT DEFINED 1 1,048,400 0 0
PROSHARES TR II SHT VIX ST TRM 74347W627 334 5,100 SH DEFINED 1 5,100 0 0
PROSHARES TR II ULTRA SILVER 74347W841 2,955 67,000 PUT DEFINED 1 67,000 0 0
PULTE GROUP INC COM 745867101 1,418 78,100 PUT DEFINED 1 78,100 0 0
PULTE GROUP INC COM 745867101 158 8,700 SH DEFINED 1 8,700 0 0
QEP RES INC COM 74733V100 984 32,500 CALL DEFINED 32,500 0 0
RENTECH INC COM 760112102 3,677 1,398,121 SH DEFINED 1 1,398,121 0 0
RENTECH INC COM 760112102 1,698 645,472 SH DEFINED 645,472 0 0
ROCKWOOD HLDGS INC COM 774415103 935 18,900 SH DEFINED 18,900 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5,047 73,200 CALL DEFINED 1 73,200 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,592 52,100 CALL DEFINED 52,100 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,324 33,700 PUT DEFINED 33,700 0 0
ROYAL GOLD INC COM 780287108 17,492 215,000 CALL DEFINED 1 215,000 0 0
ROYAL GOLD INC COM 780287108 1,652 20,300 PUT DEFINED 1 20,300 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 458 11,909 SH DEFINED 11,909 0 0
SANDRIDGE ENERGY INC COM 80007P307 1,131 178,100 SH DEFINED 178,100 0 0
SEADRILL LIMITED SHS G7945E105 3,312 90,000 CALL DEFINED 1 90,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 486 6,800 SH DEFINED 1 6,800 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 693 9,700 SH DEFINED 9,700 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,495 152,226 SH DEFINED 152,226 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 69 2,400 SH DEFINED 1 2,400 0 0
SEMGROUP CORP CL A 81663A105 1,161 29,699 SH DEFINED 29,699 0 0
SIRIUS XM RADIO INC COM 82967N108 194 67,300 CALL DEFINED 67,300 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 1,083 1,000,000 PRN DEFINED 1 1,000,000 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 1,083 1,000,000 PRN DEFINED 1,000,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 47,747 294,700 CALL DEFINED 1 294,700 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 8,101 50,000 CALL DEFINED 50,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 14,404 88,900 PUT DEFINED 1 88,900 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 8,101 50,000 PUT DEFINED 50,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 810 5,000 SH DEFINED 5,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 47,386 332,743 SH DEFINED 1 332,743 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 74,284 400,000 CALL DEFINED 1 400,000 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 46,428 250,000 PUT DEFINED 1 250,000 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 873 4,700 SH DEFINED 4,700 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 11,764 188,600 PUT DEFINED 1 188,600 0 0
SUNCOR ENERGY INC NEW COM 867224107 8,717 264,300 CALL DEFINED 1 264,300 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,325 70,500 PUT DEFINED 1 70,500 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,970 59,739 SH DEFINED 1 59,739 0 0
SUSSER HLDGS CORP COM 869233106 1,288 37,355 SH DEFINED 37,355 0 0
SWISS HELVETIA FD INC COM 870875101 200 17,740 SH DEFINED 17,740 0 0
TARGET CORP COM 87612E106 12,869 217,500 PUT DEFINED 1 217,500 0 0
TARGET CORP COM 87612E106 799 13,500 SH DEFINED 1 13,500 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
TD AMERITRADE HLDG CORP COM 87236Y108 1,846 109,800 CALL DEFINED 109,800 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,678 99,800 PUT DEFINED 99,800 0 0
TERADYNE INC COM 880770102 3,378 200,000 PUT DEFINED 1 200,000 0 0
THOMPSON CREEK METALS CO INC COM 884768102 394 95,000 CALL DEFINED 1 95,000 0 0
THOMPSON CREEK METALS CO INC COM 884768102 21 5,000 CALL DEFINED 5,000 0 0
THOMPSON CREEK METALS CO INC COM 884768102 1,591 383,445 SH DEFINED 1 383,445 0 0
THOMPSON CREEK METALS CO INC COM 884768102 82 19,655 SH DEFINED 19,655 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 5,586 261,954 SH DEFINED 1 261,954 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 405 19,008 SH DEFINED 19,008 0 0
TOTAL S A SPONSORED ADR 89151E109 1,300 25,000 CALL DEFINED 25,000 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 21,188 17,500,000 PRN DEFINED 1 17,500,000 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 3,027 2,500,000 PRN DEFINED 2,500,000 0 0
UNITED RENTALS INC COM 911363109 587 12,900 SH DEFINED 12,900 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 18,751 992,100 CALL DEFINED 1 992,100 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 1,627 86,100 CALL DEFINED 86,100 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 24,939 1,319,500 PUT DEFINED 1 1,319,500 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 2,769 146,500 PUT DEFINED 146,500 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 6,028 318,916 SH DEFINED 1 318,916 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 669 35,382 SH DEFINED 35,382 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 686 79,898 SH DEFINED 79,898 0 0
US BANCORP DEL COM NEW 902973304 1,814 56,800 CALL DEFINED 1 56,800 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,740 51,000 CALL DEFINED 1 51,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,412 100,000 PUT DEFINED 1 100,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,194 35,000 SH DEFINED 1 35,000 0 0
VANGUARD INDEX FDS REIT ETF 922908553 357 5,424 SH DEFINED 5,424 0 0
VERISIGN INC COM 92343E102 3,882 100,000 CALL DEFINED 1 100,000 0 0
VERISIGN INC COM 92343E102 3,882 100,000 PUT DEFINED 1 100,000 0 0
VERISIGN INC COM 92343E102 7,554 194,599 SH DEFINED 1 194,599 0 0
VERISIGN INC COM 92343E102 505 13,000 SH DEFINED 13,000 0 0
VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 56,634 27,500,000 PRN DEFINED 1 27,500,000 0 0
VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 6,178 3,000,000 PRN DEFINED 3,000,000 0 0
VISA INC COM CL A 92826C839 7,048 46,500 CALL DEFINED 1 46,500 0 0
VISA INC COM CL A 92826C839 7,048 46,500 PUT DEFINED 1 46,500 0 0
WALGREEN CO COM 931422109 5,030 135,900 CALL DEFINED 1 135,900 0 0
WALGREEN CO COM 931422109 2,424 65,500 CALL DEFINED 65,500 0 0
WALGREEN CO COM 931422109 5,015 135,500 PUT DEFINED 1 135,500 0 0
WALGREEN CO COM 931422109 2,424 65,500 PUT DEFINED 65,500 0 0
WAL-MART STORES INC COM 931142103 2,333 34,200 PUT DEFINED 34,200 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 2,838 253,600 CALL DEFINED 1 253,600 0 0
WELLS FARGO & CO NEW COM 949746101 3,418 100,000 CALL DEFINED 1 100,000 0 0
WELLS FARGO & CO NEW COM 949746101 3,418 100,000 PUT DEFINED 1 100,000 0 0
WESTERN UN CO COM 959802109 339 24,894 SH DEFINED 1 24,894 0 0
WEYERHAEUSER CO COM 962166104 11,128 400,000 PUT DEFINED 1 400,000 0 0
WILLIAMS COS INC DEL COM 969457100 969 29,600 SH DEFINED 29,600 0 0
WINTRUST FINANCIAL CORP COM 97650W108 587 16,000 PUT DEFINED 1 16,000 0 0
YAHOO INC COM 984332106 1,990 100,000 CALL DEFINED 1 100,000 0 0
YAHOO INC COM 984332106 1,990 100,000 PUT DEFINED 1 100,000 0 0
YAHOO INC COM 984332106 1,990 100,000 SH DEFINED 1 100,000 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 2,475 868,569 SH DEFINED 1 868,569 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 52 18,300 SH DEFINED 18,300 0 0