0001140361-13-021143.txt : 20130515
0001140361-13-021143.hdr.sgml : 20130515
20130515172159
ACCESSION NUMBER: 0001140361-13-021143
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: 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: 13848605
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: 3/31/2013
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 5/15/2013
--------------------------------- --------------------------------- ----------
[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: 360
Form 13F Information Table Value Total: $ 3,463,749
--------------
(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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,459 19,200 CALL DEFINED 1 19,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,459 19,200 PUT DEFINED 1 19,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 684 9,000 SH DEFINED 1 9,000 0 0
ACE LTD SHS H0023R105 2,224 25,000 PUT DEFINED 25,000 0 0
ACE LTD SHS H0023R105 222 2,500 SH DEFINED 2,500 0 0
AFLAC INC COM 001055102 6,737 129,500 CALL DEFINED 1 129,500 0 0
AFLAC INC COM 001055102 1,982 38,100 CALL DEFINED 38,100 0 0
AFLAC INC COM 001055102 5,467 105,100 PUT DEFINED 1 105,100 0 0
AFLAC INC COM 001055102 1,982 38,100 PUT DEFINED 38,100 0 0
AFLAC INC COM 001055102 1,092 21,000 SH DEFINED 21,000 0 0
ALCOA INC COM 013817101 9,287 1,090,000 PUT DEFINED 1 1,090,000 0 0
ALCOA INC COM 013817101 3,456 405,661 SH DEFINED 1 405,661 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 27,125 19,609,000 PRN DEFINED 1 19,609,000 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 541 391,000 PRN DEFINED 391,000 0 0
AMERICAN EXPRESS CO COM 025816109 16,865 250,000 PUT DEFINED 1 250,000 0 0
AMERICAN EXPRESS CO COM 025816109 2,833 42,000 SH DEFINED 1 42,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,823 150,000 PUT DEFINED 1 150,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,614 41,588 SH DEFINED 1 41,588 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 8,148 209,900 SH DEFINED 209,900 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 9,530 334,632 SH DEFINED 1 334,632 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 459 16,119 SH DEFINED 16,119 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 9,830 417,400 CALL DEFINED 1 417,400 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 520 22,100 CALL DEFINED 22,100 0 0
ANNALY CAP MGMT INC COM 035710409 7,375 464,100 CALL DEFINED 1 464,100 0 0
APACHE CORP COM 037411105 772 10,000 CALL DEFINED 10,000 0 0
APPLE INC COM 037833100 22,133 50,000 CALL DEFINED 1 50,000 0 0
APPLE INC COM 037833100 18,149 41,000 PUT DEFINED 1 41,000 0 0
APPLE INC COM 037833100 11,283 25,489 SH DEFINED 1 25,489 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 113,691 5,426,788 SH DEFINED 1 5,426,788 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 8,433 402,536 SH DEFINED 402,536 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 16,865 500,000 PUT DEFINED 1 500,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,078 61,600 SH DEFINED 1 61,600 0 0
ASHLAND INC NEW COM 044209104 2,823 38,000 SH DEFINED 38,000 0 0
BANK OF AMERICA CORPORATION COM 060505104 10,885 893,700 PUT DEFINED 1 893,700 0 0
BANK OF AMERICA CORPORATION COM 060505104 2,904 238,432 SH DEFINED 1 238,432 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 1,417 70,000 PUT DEFINED 1 70,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 1,012 50,000 PUT DEFINED 50,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 16,706 824,993 SH DEFINED 1 824,993 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 17,387 858,607 SH DEFINED 858,607 0 0
BARRICK GOLD CORP COM 067901108 31,267 1,063,500 CALL DEFINED 1 1,063,500 0 0
BARRICK GOLD CORP COM 067901108 6,368 216,600 PUT DEFINED 1 216,600 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,503 91,200 CALL DEFINED 1 91,200 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 7,130 104,200 CALL DEFINED 1 104,200 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1,369 20,000 CALL DEFINED 20,000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 7,130 104,200 PUT DEFINED 1 104,200 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1,369 20,000 PUT DEFINED 20,000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 3,353 49,000 SH DEFINED 1 49,000 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 308 4,500 SH DEFINED 4,500 0 0
BIOSCRIP INC COM 09069N108 3,594 282,732 SH DEFINED 282,732 0 0
BLACKROCK INC COM 09247X101 17,391 67,700 PUT DEFINED 1 67,700 0 0
BLACKROCK INC COM 09247X101 3,339 13,000 PUT DEFINED 13,000 0 0
BLACKROCK INC COM 09247X101 4,972 19,356 SH DEFINED 1 19,356 0 0
BLACKROCK INC COM 09247X101 969 3,773 SH DEFINED 3,773 0 0
BMC SOFTWARE INC COM 055921100 4,489 96,900 SH DEFINED 96,900 0 0
CABELAS INC COM 126804301 3,647 60,000 CALL DEFINED 1 60,000 0 0
CABELAS INC COM 126804301 5,470 90,000 PUT DEFINED 1 90,000 0 0
CATERPILLAR INC DEL COM 149123101 19,464 223,800 PUT DEFINED 1 223,800 0 0
CATERPILLAR INC DEL COM 149123101 5,080 58,415 SH DEFINED 1 58,415 0 0
CBS CORP NEW CL B 124857202 4,333 92,800 PUT DEFINED 1 92,800 0 0
CBS CORP NEW CL B 124857202 1,158 24,800 SH DEFINED 1 24,800 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
CHEVRON CORP NEW COM 166764100 25,416 213,900 CALL DEFINED 1 213,900 0 0
CHEVRON CORP NEW COM 166764100 1,913 16,100 CALL DEFINED 16,100 0 0
CISCO SYS INC COM 17275R102 627 30,000 CALL DEFINED 1 30,000 0 0
CISCO SYS INC COM 17275R102 627 30,000 PUT DEFINED 1 30,000 0 0
CLIFFS NAT RES INC COM 18683K101 5,960 313,500 PUT DEFINED 1 313,500 0 0
CLIFFS NAT RES INC COM 18683K101 884 46,500 PUT DEFINED 46,500 0 0
CLIFFS NAT RES INC COM 18683K101 3,422 180,023 SH DEFINED 1 180,023 0 0
CLIFFS NAT RES INC COM 18683K101 670 35,266 SH DEFINED 35,266 0 0
COACH INC COM 189754104 17,472 349,500 PUT DEFINED 1 349,500 0 0
COACH INC COM 189754104 4,074 81,500 SH DEFINED 1 81,500 0 0
COCA COLA CO COM 191216100 9,099 225,000 CALL DEFINED 1 225,000 0 0
COCA COLA CO COM 191216100 6,066 150,000 CALL DEFINED 150,000 0 0
COCA COLA CO COM 191216100 5,055 125,000 PUT DEFINED 1 125,000 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,232 275,000 PUT DEFINED 1 275,000 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 830 185,200 SH DEFINED 1 185,200 0 0
CONSOL ENERGY INC COM 20854P109 693 20,600 PUT DEFINED 1 20,600 0 0
CONSOL ENERGY INC COM 20854P109 589 17,500 SH DEFINED 1 17,500 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,774 121,205 SH DEFINED 121,205 0 0
CORNING INC COM 219350105 10,417 781,500 PUT DEFINED 1 781,500 0 0
CORNING INC COM 219350105 1,506 112,970 SH DEFINED 1 112,970 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1,477 37,800 SH DEFINED 37,800 0 0
CREE INC COM 225447101 12,310 225,000 CALL DEFINED 1 225,000 0 0
CREE INC COM 225447101 4,217 77,086 SH DEFINED 1 77,086 0 0
CROCS INC COM 227046109 200 13,500 CALL DEFINED 13,500 0 0
CROCS INC COM 227046109 200 13,500 PUT DEFINED 13,500 0 0
D R HORTON INC COM 23331A109 2,889 118,900 PUT DEFINED 1 118,900 0 0
D R HORTON INC COM 23331A109 2,454 101,000 PUT DEFINED 101,000 0 0
D R HORTON INC COM 23331A109 637 26,200 SH DEFINED 26,200 0 0
DEAN FOODS CO NEW COM 242370104 6,717 370,499 SH DEFINED 370,499 0 0
DEERE & CO COM 244199105 6,878 80,000 CALL DEFINED 1 80,000 0 0
DEERE & CO COM 244199105 20,094 233,700 PUT DEFINED 1 233,700 0 0
DIGITALGLOBE INC COM NEW 25389M877 7,414 256,464 SH DEFINED 256,464 0 0
DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 387 4,000 SH DEFINED 4,000 0 0
DOW CHEM CO COM 260543103 2,152 67,600 PUT DEFINED 1 67,600 0 0
DOW CHEM CO COM 260543103 113 3,557 SH DEFINED 1 3,557 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 17,683 359,700 PUT DEFINED 1 359,700 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,597 73,164 SH DEFINED 1 73,164 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 37,319 25,000,000 PRN DEFINED 1 25,000,000 0 0
EMERSON ELEC CO COM 291011104 16,538 296,000 PUT DEFINED 1 296,000 0 0
EMERSON ELEC CO COM 291011104 5,152 92,206 SH DEFINED 1 92,206 0 0
ENPRO INDS INC COM 29355X107 3,701 72,330 SH DEFINED 72,330 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 3,981 4,000,000 PRN DEFINED 1 4,000,000 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,042 141,100 CALL DEFINED 1 141,100 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,251 35,000 SH DEFINED 1 35,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,081 122,900 SH DEFINED 122,900 0 0
FEDEX CORP COM 31428X106 14,730 150,000 PUT DEFINED 1 150,000 0 0
FEDEX CORP COM 31428X106 4,665 47,500 SH DEFINED 1 47,500 0 0
FIRST TR ISE REVERE NAT GAS COM 33734J102 9,028 536,769 SH DEFINED 1 536,769 0 0
FIRST TR ISE REVERE NAT GAS COM 33734J102 6,899 410,145 SH DEFINED 410,145 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 39,450 3,000,000 PUT DEFINED 1 3,000,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 8,380 637,299 SH DEFINED 1 637,299 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 13,240 400,000 PUT DEFINED 1 400,000 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,310 100,000 PUT DEFINED 100,000 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 5,097 154,000 SH DEFINED 1 154,000 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,655 50,000 SH DEFINED 50,000 0 0
GENCORP INC COM 368682100 4,458 335,151 SH DEFINED 335,151 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 6,640 4,250,000 PRN DEFINED 1 4,250,000 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 391 250,000 PRN DEFINED 250,000 0 0
GENERAL MLS INC COM 370334104 7,899 160,200 CALL DEFINED 1 160,200 0 0
GENERAL MLS INC COM 370334104 1,134 23,000 SH DEFINED 1 23,000 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 74,846 34,500,000 PRN DEFINED 1 34,500,000 0 0
GOLDCORP INC NEW COM 380956409 2,125 63,200 CALL DEFINED 1 63,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 26,472 179,900 PUT DEFINED 1 179,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,415 30,000 PUT DEFINED 30,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,622 45,000 SH DEFINED 1 45,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,648 11,200 SH DEFINED 11,200 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 126 10,000 CALL DEFINED 10,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,833 40,000 CALL DEFINED 1 40,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 458 10,000 CALL DEFINED 10,000 0 0
HALLIBURTON CO COM 406216101 1,932 47,800 CALL DEFINED 1 47,800 0 0
HALLIBURTON CO COM 406216101 16,204 401,000 PUT DEFINED 1 401,000 0 0
HALLIBURTON CO COM 406216101 4,367 108,058 SH DEFINED 1 108,058 0 0
HARLEY DAVIDSON INC COM 412822108 15,990 300,000 PUT DEFINED 1 300,000 0 0
HARLEY DAVIDSON INC COM 412822108 3,891 73,000 SH DEFINED 1 73,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 645 25,000 CALL DEFINED 1 25,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 787 30,500 CALL DEFINED 30,500 0 0
HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 1,833 77,158 SH DEFINED 1 77,158 0 0
HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 14,847 625,149 SH DEFINED 625,149 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 254 6,800 CALL DEFINED 6,800 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,965 52,500 PUT DEFINED 1 52,500 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,096 29,300 PUT DEFINED 29,300 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 701 18,725 SH DEFINED 1 18,725 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 480 12,825 SH DEFINED 12,825 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 32,388 11,922,000 PRN DEFINED 1 11,922,000 0 0
HESS CORP COM 42809H107 3,581 50,000 CALL DEFINED 1 50,000 0 0
HESS CORP COM 42809H107 1,432 20,000 SH DEFINED 1 20,000 0 0
HEWLETT PACKARD CO COM 428236103 5,579 234,000 PUT DEFINED 1 234,000 0 0
HEWLETT PACKARD CO COM 428236103 2,415 101,303 SH DEFINED 1 101,303 0 0
ICICI BK LTD ADR 45104G104 3,432 80,000 PUT DEFINED 1 80,000 0 0
ICICI BK LTD ADR 45104G104 1,776 41,400 PUT DEFINED 41,400 0 0
ICICI BK LTD ADR 45104G104 781 18,200 SH DEFINED 1 18,200 0 0
ICICI BK LTD ADR 45104G104 390 9,081 SH DEFINED 9,081 0 0
INTEL CORP COM 458140100 6,288 288,000 CALL DEFINED 1 288,000 0 0
INTEL CORP COM 458140100 23,213 1,063,100 PUT DEFINED 1 1,063,100 0 0
INTEL CORP COM 458140100 4,627 211,900 SH DEFINED 1 211,900 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 5,398 33,100 SH DEFINED 33,100 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1,078 1,000,000 PRN DEFINED 1,000,000 0 0
INTEROIL CORP COM 460951106 1,218 16,000 CALL DEFINED 1 16,000 0 0
INTEROIL CORP COM 460951106 304 4,000 CALL DEFINED 4,000 0 0
ISHARES INC MSCI BRAZIL CAPP 464286400 28,602 525,000 CALL DEFINED 1 525,000 0 0
ISHARES INC MSCI BRAZIL CAPP 464286400 39,498 725,000 PUT DEFINED 1 725,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,264 119,000 CALL DEFINED 119,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,264 119,000 PUT DEFINED 119,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,975 72,000 SH DEFINED 72,000 0 0
ISHARES TR BARCLYS 20+ YR 464287432 17,664 150,000 PUT DEFINED 1 150,000 0 0
ISHARES TR DJ US REAL EST 464287739 21,525 309,800 CALL DEFINED 1 309,800 0 0
ISHARES TR DJ US REAL EST 464287739 572 8,229 SH DEFINED 8,229 0 0
ISHARES TR MSCI EAFE INDEX 464287465 17,354 294,232 SH DEFINED 294,232 0 0
ISHARES TR MSCI EMERG MKT 464287234 31,718 741,600 CALL DEFINED 1 741,600 0 0
ISHARES TR MSCI EMERG MKT 464287234 6,843 160,000 CALL DEFINED 160,000 0 0
ISHARES TR MSCI EMERG MKT 464287234 31,718 741,600 PUT DEFINED 1 741,600 0 0
ISHARES TR MSCI EMERG MKT 464287234 6,843 160,000 PUT DEFINED 160,000 0 0
ISHARES TR MSCI EMERG MKT 464287234 446 10,423 SH DEFINED 1 10,423 0 0
ISHARES TR MSCI EMERG MKT 464287234 2,139 50,000 SH DEFINED 50,000 0 0
ISHARES TR PHLX SOX SEMICND 464287523 18 300 SH DEFINED 1 300 0 0
ISHARES TR PHLX SOX SEMICND 464287523 1,451 24,510 SH DEFINED 24,510 0 0
ISHARES TR RUSSELL 2000 464287655 23,608 250,000 CALL DEFINED 1 250,000 0 0
ISHARES TR RUSSELL 2000 464287655 142,448 1,508,500 PUT DEFINED 1 1,508,500 0 0
ISHARES TR RUSSELL 2000 464287655 3,541 37,500 PUT DEFINED 37,500 0 0
ISHARES TR RUSSELL 2000 464287655 15,161 160,548 SH DEFINED 1 160,548 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
ISHARES TR RUSSELL 2000 464287655 956 10,125 SH DEFINED 10,125 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 22,544 1,266,500 PUT DEFINED 1 1,266,500 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 5,970 335,378 SH DEFINED 1 335,378 0 0
JOHNSON CTLS INC COM 478366107 16,834 480,000 PUT DEFINED 1 480,000 0 0
JOHNSON CTLS INC COM 478366107 4,231 120,650 SH DEFINED 1 120,650 0 0
KAR AUCTION SVCS INC COM 48238T109 5,983 298,697 SH DEFINED 298,697 0 0
KB HOME COM 48666K109 18,504 850,000 PUT DEFINED 1 850,000 0 0
KB HOME COM 48666K109 435 20,000 SH DEFINED 1 20,000 0 0
KELLOGG CO COM 487836108 5,921 91,900 CALL DEFINED 1 91,900 0 0
KELLOGG CO COM 487836108 2,100 32,600 PUT DEFINED 1 32,600 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,632 205,800 CALL DEFINED 1 205,800 0 0
KINROSS GOLD CORP COM NO PAR 496902404 59 7,400 PUT DEFINED 1 7,400 0 0
KRAFT FOODS GROUP INC COM 50076Q106 7,549 146,500 CALL DEFINED 1 146,500 0 0
KRAFT FOODS GROUP INC COM 50076Q106 1,225 23,773 SH DEFINED 1 23,773 0 0
LEGGETT & PLATT INC COM 524660107 2,331 69,000 CALL DEFINED 1 69,000 0 0
LINKEDIN CORP COM CL A 53578A108 8,821 50,100 PUT DEFINED 1 50,100 0 0
LOCKHEED MARTIN CORP COM 539830109 19,787 205,000 CALL DEFINED 1 205,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 18,038 285,000 CALL DEFINED 1 285,000 0 0
MARATHON PETE CORP COM 56585A102 17,920 200,000 CALL DEFINED 1 200,000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 186,124 4,917,400 CALL DEFINED 1 4,917,400 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 50,007 1,321,200 PUT DEFINED 1 1,321,200 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 11,120 293,804 SH DEFINED 1 293,804 0 0
MARKET VECTORS ETF TR SEMICONDUCTOR 57060U233 462 13,000 SH DEFINED 1 13,000 0 0
MARKET VECTORS ETF TR SEMICONDUCTOR 57060U233 373 10,500 SH DEFINED 10,500 0 0
MASTERCARD INC CL A 57636Q104 12,175 22,500 PUT DEFINED 1 22,500 0 0
MASTERCARD INC CL A 57636Q104 2,489 4,600 SH DEFINED 1 4,600 0 0
MCDONALDS CORP COM 580135101 27,614 277,000 CALL DEFINED 1 277,000 0 0
MCDONALDS CORP COM 580135101 14,954 150,000 PUT DEFINED 1 150,000 0 0
METLIFE INC COM 59156R108 64,927 1,707,700 CALL DEFINED 1 1,707,700 0 0
METLIFE INC COM 59156R108 3,418 89,900 CALL DEFINED 89,900 0 0
METLIFE INC COM 59156R108 67,706 1,780,800 PUT DEFINED 1 1,780,800 0 0
METLIFE INC COM 59156R108 3,566 93,800 PUT DEFINED 93,800 0 0
METLIFE INC UNIT 99/99/9999 59156R116 11,693 236,749 SH DEFINED 236,749 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,630 200,000 PUT DEFINED 1 200,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 53 4,000 SH DEFINED 1 4,000 0 0
MICROSOFT CORP COM 594918104 15,733 550,000 CALL DEFINED 1 550,000 0 0
MICROSOFT CORP COM 594918104 23,756 830,500 PUT DEFINED 1 830,500 0 0
MICROSOFT CORP COM 594918104 10,004 349,713 SH DEFINED 1 349,713 0 0
MONDELEZ INTL INC CL A 609207105 3,062 100,000 CALL DEFINED 1 100,000 0 0
MONDELEZ INTL INC CL A 609207105 15,106 493,418 SH DEFINED 1 493,418 0 0
MORGAN STANLEY COM NEW 617446448 13,773 626,600 PUT DEFINED 1 626,600 0 0
MORGAN STANLEY COM NEW 617446448 659 30,000 SH DEFINED 1 30,000 0 0
MRC GLOBAL INC COM 55345K103 2,814 85,467 SH DEFINED 85,467 0 0
NETAPP INC NOTE 1.750% 6/0 64110DAB0 24,539 22,500,000 PRN DEFINED 1 22,500,000 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 982 54,541 SH DEFINED 54,541 0 0
NUCOR CORP COM 670346105 11,579 250,900 CALL DEFINED 1 250,900 0 0
OMNICOM GROUP INC COM 681919106 1,361 23,100 CALL DEFINED 1 23,100 0 0
PEABODY ENERGY CORP COM 704549104 1,582 74,800 PUT DEFINED 1 74,800 0 0
PEABODY ENERGY CORP COM 704549104 279 13,200 PUT DEFINED 13,200 0 0
PEABODY ENERGY CORP COM 704549104 791 37,410 SH DEFINED 1 37,410 0 0
PEABODY ENERGY CORP COM 704549104 141 6,690 SH DEFINED 6,690 0 0
PENNEY J C INC COM 708160106 756 50,000 CALL DEFINED 1 50,000 0 0
PENNEY J C INC COM 708160106 2,179 144,200 SH DEFINED 144,200 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,613 157,700 PUT DEFINED 1 157,700 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 461 27,800 PUT DEFINED 27,800 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,993 120,255 SH DEFINED 1 120,255 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 365 22,045 SH DEFINED 22,045 0 0
PHILIP MORRIS INTL INC COM 718172109 14,120 152,300 CALL DEFINED 1 152,300 0 0
PHILIP MORRIS INTL INC COM 718172109 14,120 152,300 PUT DEFINED 1 152,300 0 0
POWERSHARES ETF TRUST WATER RESOURCE 73935X575 2,103 91,500 CALL DEFINED 1 91,500 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
PPG INDS INC COM 693506107 695 5,186 SH DEFINED 5,186 0 0
PROCTER & GAMBLE CO COM 742718109 9,239 119,900 CALL DEFINED 1 119,900 0 0
PROCTER & GAMBLE CO COM 742718109 7,706 100,000 CALL DEFINED 100,000 0 0
PROSHARES TR ULSH MSCI EURP 74348A301 2,077 83,800 PUT DEFINED 1 83,800 0 0
PROSHARES TR ULSH MSCI EURP 74348A301 776 31,300 PUT DEFINED 31,300 0 0
PROSHARES TR ULTSHT CHINA 25 74347X567 3,307 162,100 PUT DEFINED 1 162,100 0 0
PROSHARES TR ULTSHT CHINA 25 74347X567 1,738 85,200 PUT DEFINED 85,200 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 1,898 34,500 CALL DEFINED 1 34,500 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 57,898 1,052,300 PUT DEFINED 1 1,052,300 0 0
PROSHARES TR II PSHS ULSSLVR NEW 74347W114 1,646 29,915 SH DEFINED 1 29,915 0 0
PROSHARES TR II ULT VIX S/T ETF 74347W411 7,050 916,800 PUT DEFINED 1 916,800 0 0
PROSHARES TR II ULT VIX S/T ETF 74347W411 8,005 1,040,900 PUT DEFINED 1,040,900 0 0
PROSHARES TR II ULTRA SILVER 74347W841 2,235 59,200 PUT DEFINED 1 59,200 0 0
PULTE GROUP INC COM 745867101 1,581 78,100 PUT DEFINED 1 78,100 0 0
PULTE GROUP INC COM 745867101 121 6,000 SH DEFINED 1 6,000 0 0
QEP RES INC COM 74733V100 1,035 32,500 CALL DEFINED 32,500 0 0
QEP RES INC COM 74733V100 4,680 147,000 SH DEFINED 147,000 0 0
RACKSPACE HOSTING INC COM 750086100 2,133 42,253 SH DEFINED 42,253 0 0
RANGE RES CORP COM 75281A109 5,981 73,800 PUT DEFINED 1 73,800 0 0
RANGE RES CORP COM 75281A109 340 4,200 PUT DEFINED 4,200 0 0
RANGE RES CORP COM 75281A109 1,338 16,512 SH DEFINED 1 16,512 0 0
RANGE RES CORP COM 75281A109 81 995 SH DEFINED 995 0 0
RENTECH INC COM 760112102 4,391 1,868,441 SH DEFINED 1 1,868,441 0 0
RENTECH INC COM 760112102 5,215 2,219,056 SH DEFINED 2,219,056 0 0
RESOLUTE FST PRODS INC COM 76117W109 4,045 250,000 CALL DEFINED 1 250,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,196 33,700 CALL DEFINED 33,700 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,196 33,700 PUT DEFINED 33,700 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,759 27,000 SH DEFINED 27,000 0 0
ROYAL GOLD INC COM 780287108 11,315 159,300 CALL DEFINED 1 159,300 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 276 6,024 SH DEFINED 6,024 0 0
SALESFORCE COM INC COM 79466L302 5,047 28,220 SH DEFINED 1 28,220 0 0
SANDRIDGE ENERGY INC COM 80007P307 2,272 431,200 CALL DEFINED 431,200 0 0
SCHLUMBERGER LTD COM 806857108 59,994 801,100 PUT DEFINED 1 801,100 0 0
SCHLUMBERGER LTD COM 806857108 12,320 164,502 SH DEFINED 1 164,502 0 0
SEADRILL LIMITED SHS G7945E105 3,349 90,000 CALL DEFINED 1 90,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 33,556 423,100 PUT DEFINED 1 423,100 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 8,983 113,267 SH DEFINED 1 113,267 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 833 10,500 SH DEFINED 10,500 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 9,104 500,000 PUT DEFINED 500,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 6,606 362,800 SH DEFINED 1 362,800 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 22,423 1,231,426 SH DEFINED 1,231,426 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2,228 73,600 SH DEFINED 1 73,600 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 6,486 214,279 SH DEFINED 214,279 0 0
SEMGROUP CORP CL A 81663A105 4,128 79,806 SH DEFINED 79,806 0 0
SILVER WHEATON CORP COM 828336107 1,489 47,500 CALL DEFINED 1 47,500 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 1,131 1,000,000 PRN DEFINED 1 1,000,000 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 1,131 1,000,000 PRN DEFINED 1,000,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 30,894 200,000 CALL DEFINED 1 200,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 7,724 50,000 CALL DEFINED 50,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 7,724 50,000 PUT DEFINED 50,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 6,951 45,000 SH DEFINED 45,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 27,417 175,000 PUT DEFINED 175,000 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 263,618 1,257,000 PUT DEFINED 1 1,257,000 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 17,645 84,137 SH DEFINED 1 84,137 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 786 3,750 SH DEFINED 3,750 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 16,156 400,000 PUT DEFINED 1 400,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 4,403 109,000 SH DEFINED 1 109,000 0 0
SPROTT PHYSICAL GOLD TRUST UNIT 85207H104 2,151 159,007 SH DEFINED 1 159,007 0 0
STAPLES INC COM 855030102 1,879 140,000 PUT DEFINED 1 140,000 0 0
STAPLES INC COM 855030102 442 32,900 SH DEFINED 1 32,900 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
---------------------------- ---------------- --------- -------- ---------- --- ---- ---------- -------- ---------- ------ ----
STARBUCKS CORP COM 855244109 15,376 270,000 PUT DEFINED 1 270,000 0 0
STARBUCKS CORP COM 855244109 4,192 73,600 SH DEFINED 1 73,600 0 0
STARZ LIBRTY CAP COM A 85571Q102 2,549 115,088 SH DEFINED 115,088 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,251 75,000 CALL DEFINED 1 75,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 23 750 SH DEFINED 1 750 0 0
SUSSER HLDGS CORP COM 869233106 5,668 110,901 SH DEFINED 110,901 0 0
TARGET CORP COM 87612E106 3,765 55,000 PUT DEFINED 1 55,000 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,264 109,800 CALL DEFINED 109,800 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,058 99,800 PUT DEFINED 99,800 0 0
THOMPSON CREEK METALS CO INC COM 884768102 285 95,000 CALL DEFINED 1 95,000 0 0
THOMPSON CREEK METALS CO INC COM 884768102 15 5,000 CALL DEFINED 5,000 0 0
THOMPSON CREEK METALS CO INC COM 884768102 1,150 383,445 SH DEFINED 1 383,445 0 0
THOMPSON CREEK METALS CO INC COM 884768102 144 48,035 SH DEFINED 48,035 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 1,230 73,822 SH DEFINED 1 73,822 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 93 5,588 SH DEFINED 5,588 0 0
TIME WARNER INC COM NEW 887317303 15,154 263,000 CALL DEFINED 1 263,000 0 0
TOTAL S A SPONSORED ADR 89151E109 25,717 536,000 PUT DEFINED 1 536,000 0 0
TOTAL S A SPONSORED ADR 89151E109 3,152 65,700 PUT DEFINED 65,700 0 0
TURQUOISE HILL RES LTD COM 900435108 3,273 514,700 CALL DEFINED 1 514,700 0 0
TURQUOISE HILL RES LTD COM 900435108 577 90,800 CALL DEFINED 90,800 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 40,876 27,500,000 PRN DEFINED 1 27,500,000 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 3,716 2,500,000 PRN DEFINED 2,500,000 0 0
U S AIRWAYS GROUP INC COM 90341W108 2,977 175,400 CALL DEFINED 1 175,400 0 0
U S AIRWAYS GROUP INC COM 90341W108 4,575 269,600 PUT DEFINED 1 269,600 0 0
U S AIRWAYS GROUP INC COM 90341W108 6,457 380,519 SH DEFINED 1 380,519 0 0
U S AIRWAYS GROUP INC COM 90341W108 16,970 1,000,000 SH DEFINED 1 1,000,000 0 0
UNISYS CORP COM NEW 909214306 2,248 98,800 CALL DEFINED 98,800 0 0
UNISYS CORP COM NEW 909214306 644 28,300 PUT DEFINED 28,300 0 0
UNISYS CORP PFD SER A 6.25% 909214405 5,300 81,272 SH DEFINED 81,272 0 0
UNITED PARCEL SERVICE INC CL B 911312106 30,117 350,600 CALL DEFINED 1 350,600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,436 40,000 CALL DEFINED 40,000 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 1,182 54,000 CALL DEFINED 1 54,000 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 1,669 76,300 CALL DEFINED 76,300 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 1,182 54,000 PUT DEFINED 1 54,000 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 1,359 62,100 PUT DEFINED 62,100 0 0
UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 176 8,041 SH DEFINED 1 8,041 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 6,950 200,000 CALL DEFINED 200,000 0 0
UNITED STATES STL CORP NEW COM 912909108 7,020 360,000 PUT DEFINED 1 360,000 0 0
UNITED STATES STL CORP NEW COM 912909108 780 40,000 PUT DEFINED 40,000 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 1,893 227,300 SH DEFINED 227,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 693 9,824 SH DEFINED 9,824 0 0
VERISIGN INC COM 92343E102 3,594 76,030 SH DEFINED 76,030 0 0
VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 39,071 14,877,000 PRN DEFINED 1 14,877,000 0 0
VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 4,262 1,623,000 PRN DEFINED 1,623,000 0 0
VISA INC COM CL A 92826C839 10,258 60,400 CALL DEFINED 1 60,400 0 0
VISA INC COM CL A 92826C839 10,258 60,400 PUT DEFINED 1 60,400 0 0
VISA INC COM CL A 92826C839 5,095 30,000 PUT DEFINED 30,000 0 0
VISA INC COM CL A 92826C839 1,274 7,500 SH DEFINED 7,500 0 0
VISTEON CORP COM NEW 92839U206 5,059 87,677 SH DEFINED 87,677 0 0
WALGREEN CO COM 931422109 7,672 160,900 CALL DEFINED 1 160,900 0 0
WALGREEN CO COM 931422109 3,123 65,500 CALL DEFINED 65,500 0 0
WALGREEN CO COM 931422109 3,123 65,500 PUT DEFINED 65,500 0 0
WELLS FARGO & CO NEW COM 949746101 5,548 150,000 PUT DEFINED 1 150,000 0 0
WELLS FARGO & CO NEW COM 949746101 1,276 34,500 SH DEFINED 1 34,500 0 0
WEYERHAEUSER CO COM 962166104 2,175 69,300 PUT DEFINED 1 69,300 0 0
WEYERHAEUSER CO COM 962166104 120 3,828 SH DEFINED 1 3,828 0 0
WYNN RESORTS LTD COM 983134107 24,018 191,900 PUT DEFINED 1 191,900 0 0
WYNN RESORTS LTD COM 983134107 6,450 51,536 SH DEFINED 1 51,536 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 4,454 899,869 SH DEFINED 1 899,869 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 91 18,300 SH DEFINED 18,300 0 0