-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Prfrk0su/hIwAw3LFQiqu8eynIXaYnudIlQD7tezVjO+++N7M26qrpRRXPveRa7t 3iwjD6Elm9LFeA+ATleKcQ== 0001164691-10-000051.txt : 20101115 0001164691-10-000051.hdr.sgml : 20101115 20101115160852 ACCESSION NUMBER: 0001164691-10-000051 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101115 DATE AS OF CHANGE: 20101115 EFFECTIVENESS DATE: 20101115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: QUANTLAB CAPITAL MANAGEMENT LTD CENTRAL INDEX KEY: 0001166340 IRS NUMBER: 943381479 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10022 FILM NUMBER: 101192465 MAIL ADDRESS: STREET 1: 4200 MONTROSE BLVD STE. 450 CITY: HOUSTON STATE: TX ZIP: 77006 13F-HR 1 qcmform13f09302010.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.) [ ] is a restatement. [ ] adds new holding entries. Institutional Investment Manager Filing this Report: Name: Quantlab Capital Management, Ltd. Address: 4200 Montrose Boulevard, Suite 200 Houston, Texas 77006 Form 13F File Number: 28-10022 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mark F. Hansen Title: Chief Financial Officer Phone: (713) 333-5445 Signature, Place, and Date of Signing: /s/ Mark F. Hansen Houston, TX 11/15/2010 [Signature] [City, State] [Date] Report type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 List of 13(f) Securities used for this report: Third quarter 2010 Form 13F Information Table Entry Total: 92 Form 13F Information Table Value Total: $211,828 (thousands) List of Other Included Managers: NONE FORM 13F INFORMATION TABLE
Column Column Column Column Column Column Column Column 1 2 3 4 5 6 7 8 - ------------------- --------------- --------- ------- ---------------------------- ------ ------ -------------- NAME TITLE SHS OF OF VALUE OR PRN SH/ PUT/ INVST OTR VTNG AUTHRTY ISSUER CLS CUSIP x$1000 AMT PRN CALL DSCRTN MGRS SOLE SHRD NONE - ------------------- --------------- --------- ------- ------ ---- ---- ------ ------ ---- ---- ---- APPLE INC COM 037833100 $1,551 5,465 SH SOLE NONE 5,465 APPLE INC COM 037833100 $25,906 91,300 SH CALL SOLE NONE 91,300 APPLE INC COM 037833100 $29,425 103,700 SH PUT SOLE NONE 103,700 AMERICAN TOWER CORP CL A 029912201 $436 8,500 SH SOLE NONE 8,500 AMAZON COM INC COM 023135106 $7,617 48,500 SH CALL SOLE NONE 48,500 AMAZON COM INC COM 023135106 $2,309 14,700 SH PUT SOLE NONE 14,700 ARCSIGHT INC COM 039666102 $248 5,689 SH SOLE NONE 5,689 BANK OF AMERICA CORP COM 060505104 $241 18,407 SH SOLE NONE 18,407 BUNGE LIMITED COM G16962105 $830 14,022 SH SOLE NONE 14,022 BAIDU INC SPON ADR REP A 056752108 $353 3,437 SH SOLE NONE 3,437 BAIDU INC SPON ADR REP A 056752108 $3,417 33,300 SH CALL SOLE NONE 33,300 BAIDU INC SPON ADR REP A 056752108 $2,401 23,400 SH PUT SOLE NONE 23,400 BARNES & NOBLE INC COM 067774109 $209 12,909 SH SOLE NONE 12,909 BRISTOL MYERS SQUIBB CO COM 110122108 $209 7,724 SH SOLE NONE 7,724 CANADIAN NATL RY CO COM 136375102 $322 5,278 SH SOLE NONE 5,278 CHIPOTLE MEXICAN GRILL COM 169656105 $276 1,605 SH SOLE NONE 1,605 CITIGROUP INC COM 172967101 $245 62,606 SH SOLE NONE 62,606 CIMAREX ENERGY CO COM 171798101 $353 5,331 SH SOLE NONE 5,331 COMCAST CORP NEW CL A 20030N101 $218 12,814 SH SOLE NONE 12,814 DENDREON CORP COM 24823Q107 $210 5,110 SH SOLE NONE 5,110 DEUTSCHE BK AG LDN BRH PS GOLD SH ETN 25154H749 $261 7,115 SH SOLE NONE 7,115 DEVON ENERGY CORP NEW COM 25179M103 $654 10,100 SH CALL SOLE NONE 10,100 DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 $372 7,845 SH SOLE NONE 7,845 DIREXION SHS ETF TR DLY TECH BULL 3X 25459W102 $312 9,252 SH SOLE NONE 9,252 ERICSSON L M TEL CO ADR B SEK 10 294821608 $157 14,284 SH SOLE NONE 14,284 FASTENAL CO COM 311900104 $280 5,261 SH SOLE NONE 5,261 FIRST SOLAR INC COM 336433107 $751 5,100 SH CALL SOLE NONE 5,100 FIRST SOLAR INC COM 336433107 $560 3,800 SH PUT SOLE NONE 3,800 GILEAD SCIENCES INC COM 375558103 $287 8,048 SH SOLE NONE 8,048 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 $421 27,600 SH SOLE NONE 27,600 GOLDMAN SACHS GROUP INC COM 38141G104 $6,322 43,728 SH SOLE NONE 43,728 GOLDMAN SACHS GROUP INC COM 38141G104 $4,077 28,200 SH CALL SOLE NONE 28,200 GOLDMAN SACHS GROUP INC COM 38141G104 $6,578 45,500 SH PUT SOLE NONE 45,500 GOOGLE INC CL A 38259P508 $26,027 49,500 SH CALL SOLE NONE 49,500 GOOGLE INC CL A 38259P508 $11,515 21,900 SH PUT SOLE NONE 21,900 ILLUMINA INC COM 452327109 $357 7,260 SH SOLE NONE 7,260 INTERCONTINENTALEXCHNG COM 45865V100 $565 5,391 SH SOLE NONE 5,391 ISHARES INC MSCI UTD KINGD 464286699 $262 15,998 SH SOLE NONE 15,998 ISHARES INC MSCI BRAZIL 464286400 $447 5,806 SH SOLE NONE 5,806 ISHARES TR BARCLYS 7-10 YR 464287440 $342 3,454 SH SOLE NONE 3,454 ISHARES TR INDEX RUSSELL 2000 464287655 $379 5,608 SH SOLE NONE 5,608 ISHARES TR INDEX RUSSELL 2000 464287655 $5,812 86,100 SH CALL SOLE NONE 86,100 ISHARES TR INDEX RUSSELL 2000 464287655 $3,989 59,100 SH PUT SOLE NONE 59,100 KLA-TENCOR CORP COM 482480100 $335 9,496 SH SOLE NONE 9,496 L-3 COMMUNICATNS HLDGS COM 502424104 $226 3,130 SH SOLE NONE 3,130 LAS VEGAS SANDS CORP COM 517834107 $348 9,999 SH SOLE NONE 9,999 MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 $338 10,121 SH SOLE NONE 10,121 MOHAWK INDS INC COM 608190104 $240 4,498 SH SOLE NONE 4,498 MOTOROLA INC COM 620076109 $159 18,650 SH SOLE NONE 18,650 NETEZZA CORP COM 64111N101 $262 9,734 SH SOLE NONE 9,734 NETFLIX INC COM 64110L106 $2,233 13,769 SH SOLE NONE 13,769 NETFLIX INC COM 64110L106 $8,173 50,400 SH CALL SOLE NONE 50,400 NETFLIX INC COM 64110L106 $7,411 45,700 SH PUT SOLE NONE 45,700 PETROLEO BRASLRO SA PTR SPONSORED ADR 71654V408 $328 9,994 SH SOLE NONE 9,994 PETSMART INC COM 716768106 $418 11,956 SH SOLE NONE 11,956 POTASH CORP SASK INC COM 73755L107 $395 2,743 SH SOLE NONE 2,743 POTASH CORP SASK INC COM 73755L107 $504 3,500 SH PUT SOLE NONE 3,500 POTASH CORP SASK INC COM 73755L107 $288 2,000 SH CALL SOLE NONE 2,000 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 $731 14,900 SH SOLE NONE 14,900 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 $368 7,500 SH CALL SOLE NONE 7,500 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 $1,757 35,800 SH PUT SOLE NONE 35,800 PRICELINE COM INC COM NEW 741503403 $1,961 5,629 SH SOLE NONE 5,629 PROSHARES TR PSHS SHT OIL&GAS 74347R222 $207 6,563 SH SOLE NONE 6,563 PROSHARES TR PSHS ULT BASMATL 74347R776 $260 8,989 SH SOLE NONE 8,989 PROSHARES TR PSHS ULT SEMICDT 74347R669 $387 24,404 SH SOLE NONE 24,404 PROSHARES TR PSHS ULTSHRT QQQ 74347R875 $154 10,499 SH SOLE NONE 10,499 PROSHARES TR ULT R/EST NEW 74347X625 $240 5,404 SH SOLE NONE 5,404 PROSHARES TR ULT SHR S&P500 74347X856 $305 10,299 SH SOLE NONE 10,299 RAYTHEON CO COM NEW 755111507 $348 7,623 SH SOLE NONE 7,623 SCHLUMBERGER LTD COM 806857108 $297 4,824 SH SOLE NONE 4,824 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 $375 12,300 SH SOLE NONE 12,300 SEMPRA ENERGY COM 816851109 $204 3,793 SH SOLE NONE 3,793 SINA CORP ORD G81477104 $359 7,097 SH SOLE NONE 7,097 SPDR DOW JONES INDL ETF UT SER 1 78467X109 $284 2,628 SH SOLE NONE 2,628 SPDR GOLD TRUST GLD SHS 78463V107 $1,279 9,999 SH SOLE NONE 9,999 SPDR GOLD TRUST GLD SHS 78463V107 $294 2,300 SH CALL SOLE NONE 2,300 SPDR S&P 500 ETF TR TR UNIT 78462F103 $678 5,941 SH SOLE NONE 5,941 SPDR S&P 500 ETF TR TR UNIT 78462F103 $11,162 97,800 SH CALL SOLE NONE 97,800 SPDR S&P 500 ETF TR TR UNIT 78462F103 $10,317 90,400 SH PUT SOLE NONE 90,400 SPRINT NEXTEL CORP COM SER 1 852061100 $76 16,363 SH SOLE NONE 16,363 STANLEY BLACK & DECKER COM 854502101 $224 3,656 SH SOLE NONE 3,656 SYNOVUS FINL CORP COM 87161C105 $52 21,228 SH SOLE NONE 21,228 TELLABS INC COM 879664100 $100 13,400 SH SOLE NONE 13,400 TRANSOCEAN LTD REG SHS H8817H100 $302 4,700 SH CALL SOLE NONE 4,700 UNITED STATES OIL FUND UNITS 91232N108 $201 5,774 SH SOLE NONE 5,774 UNITED STATES STL CORP COM 912909108 $4,011 91,500 SH CALL SOLE NONE 91,500 UNITED STATES STL CORP COM 912909108 $4,020 91,700 SH PUT SOLE NONE 91,700 VANGUARD TAX-MANAGED FD EUROPE PAC ETF 921943858 $373 10,796 SH SOLE NONE 10,796 VERISIGN INC COM 92343E102 $286 9,020 SH SOLE NONE 9,020 WATERS CORP COM 941848103 $237 3,350 SH SOLE NONE 3,350 WYNN RESORTS LTD COM 983134107 $645 7,436 SH SOLE NONE 7,436 XEROX CORP COM 984121103 $173 16,698 SH SOLE NONE 16,698
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