0000919574-11-004732.txt : 20110815 0000919574-11-004732.hdr.sgml : 20110815 20110815102543 ACCESSION NUMBER: 0000919574-11-004732 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110815 DATE AS OF CHANGE: 20110815 EFFECTIVENESS DATE: 20110815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DIALECTIC CAPITAL MANAGEMENT, LLC CENTRAL INDEX KEY: 0001411512 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12674 FILM NUMBER: 111033777 BUSINESS ADDRESS: STREET 1: 875 THIRD AVENUE, 15TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-230-3220 MAIL ADDRESS: STREET 1: 875 THIRD AVENUE, 15TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 d1213991_13f-hr.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 June 30, 2011 Check here if Amendment: |_|; Amendment Number: __ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Dialectic Capital Management, LLC Address: 875 Third Avenue, 15th Floor New York, New York 10022 13F File Number: 028-12674 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: John Fichthorn Title: Managing Member Phone: 212-230-3220 Signature, Place and Date of Signing: /s/John Fichthorn New York, New York August 15, 2011 ---------------------- ----------------------- -------------------- [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 managers(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: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 413 Form 13F Information Table Value Total: $757,088 (thousands) List of Other Included Managers: 13F File Number Name ---------------- ---------------------------------- 1. 028-13402 Dialectic Antithesis Offshore, Ltd. 2. 028-13802 Dialectic Antithesis Partners, LP 3. 028-14239 Dialectic Offshore L2, Ltd. FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE ---------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- -------- ------ ---- ACTIVISION BLIZZARD INC COM 00507V109 1,874 160,471 SH SOLE 160,471 ACTIVISION BLIZZARD INC COM 00507V109 1,288 110,234 SH SHARED 1 110,234 ACTIVISION BLIZZARD INC COM 00507V109 1,415 121,119 SH SHARED 2 121,119 ACTIVISION BLIZZARD INC COM 00507V109 2,238 191,613 SH SHARED 3 191,613 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 4,452 735,208 SH SOLE 735,208 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 3,581 591,424 SH SHARED 1 591,424 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 4,570 754,747 SH SHARED 2 754,747 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 3,221 532,002 SH SHARED 3 532,002 AIR PRODS & CHEMS INC COM 009158106 1,319 13,805 SH SOLE 13,805 AIR PRODS & CHEMS INC COM 009158106 1,576 16,489 SH SHARED 3 16,489 AIRGAS INC COM 009363102 877 12,515 SH SOLE 12,515 AIRGAS INC COM 009363102 1,047 14,950 SH SHARED 3 14,950 ALPHA NATURAL RESOURCES INC COM 02076X102 1,682 37,023 SH SOLE 37,023 ALPHA NATURAL RESOURCES INC COM 02076X102 2,042 44,937 SH SHARED 3 44,937 ALTRIA GROUP INC COM 02209S103 863 32,689 SH SOLE 32,689 ALTRIA GROUP INC COM 02209S103 1,024 38,790 SH SHARED 3 38,790 AMERICAN GREETINGS CORP CL A 026375105 1,663 69,184 SH SOLE 69,184 AMERICAN GREETINGS CORP CL A 026375105 1,031 42,878 SH SHARED 1 42,878 AMERICAN GREETINGS CORP CL A 026375105 1,132 47,105 SH SHARED 2 47,105 AMERICAN GREETINGS CORP CL A 026375105 1,974 82,099 SH SHARED 3 82,099 AMERIGON INC COM 03070L300 654 37,639 SH SOLE 37,639 AMERIGON INC COM 03070L300 776 44,665 SH SHARED 3 44,665 AMERISTAR CASINOS INC COM 03070Q101 1,795 75,701 SH SOLE 75,701 AMERISTAR CASINOS INC COM 03070Q101 1,259 53,113 SH SHARED 1 53,113 AMERISTAR CASINOS INC COM 03070Q101 1,384 58,380 SH SHARED 2 58,380 AMERISTAR CASINOS INC COM 03070Q101 2,181 91,991 SH SHARED 3 91,991 ANDERSONS INC COM 034164103 910 21,534 SH SOLE 21,534 ANDERSONS INC COM 034164103 1,106 26,168 SH SHARED 3 26,168 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 862 14,861 SH SOLE 14,861 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,040 17,929 SH SHARED 3 17,929 APACHE CORP COM 037411105 2,242 18,171 SH SOLE 18,171 APACHE CORP COM 037411105 2,724 22,074 SH SHARED 3 22,074 ARCHER DANIELS MIDLAND CO COM 039483102 1,256 41,661 SH SOLE 41,661 ARCHER DANIELS MIDLAND CO COM 039483102 1,561 51,776 SH SHARED 1 51,776 ARCHER DANIELS MIDLAND CO COM 039483102 1,710 56,702 SH SHARED 2 56,702 ARCHER DANIELS MIDLAND CO COM 039483102 1,505 49,919 SH SHARED 3 49,919 BALL CORP COM 058498106 2,670 69,413 SH SOLE 69,413 BALL CORP COM 058498106 3,168 82,370 SH SHARED 3 82,370 BEMIS INC COM 081437105 851 25,182 SH SOLE 25,182 BEMIS INC COM 081437105 1,027 30,392 SH SHARED 1 30,392 BEMIS INC COM 081437105 1,128 33,388 SH SHARED 2 33,388 BEMIS INC COM 081437105 1,009 29,882 SH SHARED 3 29,882 CALAMP CORP COM 128126109 77 25,386 SH SOLE 25,386 CALAMP CORP COM 128126109 92 30,396 SH SHARED 3 30,396 CALLIDUS SOFTWARE INC COM 13123E500 328 56,042 SH SOLE 56,042 CALLIDUS SOFTWARE INC COM 13123E500 222 37,934 SH SHARED 1 37,934 CALLIDUS SOFTWARE INC COM 13123E500 244 41,674 SH SHARED 2 41,674 CALLIDUS SOFTWARE INC COM 13123E500 389 66,503 SH SHARED 3 66,503 CAMERON INTERNATIONAL CORP COM 13342B105 2,352 46,759 SH SOLE 46,759 CAMERON INTERNATIONAL CORP COM 13342B105 1,163 23,126 SH SHARED 1 23,126 CAMERON INTERNATIONAL CORP COM 13342B105 1,276 25,370 SH SHARED 2 25,370 CAMERON INTERNATIONAL CORP COM 13342B105 2,857 56,803 SH SHARED 3 56,803 CARRIZO OIL & CO INC COM 144577103 434 10,400 PUT SOLE 10,400 CARRIZO OIL & CO INC COM 144577103 547 13,100 PUT SHARED 1 13,100 CARRIZO OIL & CO INC COM 144577103 585 14,000 PUT SHARED 2 14,000 CARRIZO OIL & CO INC COM 144577103 522 12,500 PUT SHARED 3 12,500 CHEESECAKE FACTORY INC COM 163072101 817 26,048 SH SOLE 26,048 CHEESECAKE FACTORY INC COM 163072101 970 30,910 SH SHARED 3 30,910 CHINA GREEN AGRICULTURE INC COM 16943W105 276 55,500 PUT SOLE 55,500 CHINA GREEN AGRICULTURE INC COM 16943W105 222 44,600 PUT SHARED 1 44,600 CHINA GREEN AGRICULTURE INC COM 16943W105 225 45,100 PUT SHARED 2 45,100 CHINA GREEN AGRICULTURE INC COM 16943W105 197 39,500 PUT SHARED 3 39,500 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 425 8,200 CALL SOLE 8,200 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 534 10,300 PUT SOLE 10,300 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 539 10,400 CALL SHARED 1 10,400 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 674 13,000 PUT SHARED 1 13,000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 591 11,400 CALL SHARED 2 11,400 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 741 14,300 PUT SHARED 2 14,300 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 518 10,000 CALL SHARED 3 10,000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 643 12,400 PUT SHARED 3 12,400 CHINA-BIOTICS INC COM 16937B109 41 11,985 SH SHARED 3 11,985 CHIPOTLE MEXICAN GRILL INC COM 169656105 1,839 5,967 SH SOLE 5,967 CHIPOTLE MEXICAN GRILL INC COM 169656105 2,218 7,196 SH SHARED 3 7,196 CINCINNATI BELL INC NEW COM 171871106 541 163,039 SH SOLE 163,039 CINCINNATI BELL INC NEW COM 171871106 642 193,472 SH SHARED 3 193,472 CINEMARK HOLDINGS INC COM 17243V102 1,816 87,695 SH SOLE 87,695 CINEMARK HOLDINGS INC COM 17243V102 1,165 56,234 SH SHARED 1 56,234 CINEMARK HOLDINGS INC COM 17243V102 1,279 61,778 SH SHARED 2 61,778 CINEMARK HOLDINGS INC COM 17243V102 2,155 104,065 SH SHARED 3 104,065 CISCO SYS INC COM 17275R102 974 62,375 SH SOLE 62,375 CISCO SYS INC COM 17275R102 1,173 75,125 SH SHARED 3 75,125 CITRIX SYS INC COM 177376100 916 11,448 SH SOLE 11,448 CITRIX SYS INC COM 177376100 1,102 13,779 SH SHARED 3 13,779 CLEARWATER PAPER CORP COM 18538R103 1,472 21,557 SH SOLE 21,557 CLEARWATER PAPER CORP COM 18538R103 1,773 25,968 SH SHARED 3 25,968 CNINSURE INC SPONSORED ADR 18976M103 150 10,200 PUT SOLE 10,200 CNINSURE INC SPONSORED ADR 18976M103 196 13,300 PUT SHARED 1 13,300 CNINSURE INC SPONSORED ADR 18976M103 208 14,100 PUT SHARED 2 14,100 CNINSURE INC SPONSORED ADR 18976M103 183 12,400 PUT SHARED 3 12,400 COCA COLA ENTERPRISES INC NE COM 19122T109 1,620 55,530 SH SOLE 55,530 COCA COLA ENTERPRISES INC NE COM 19122T109 1,923 65,895 SH SHARED 3 65,895 COGO GROUP INC COM 192448108 633 118,563 SH SOLE 118,563 COGO GROUP INC COM 192448108 427 80,019 SH SHARED 1 80,019 COGO GROUP INC COM 192448108 458 85,798 SH SHARED 2 85,798 COGO GROUP INC COM 192448108 751 140,694 SH SHARED 3 140,694 COLGATE PALMOLIVE CO COM 194162103 2,708 30,976 SH SOLE 30,976 COLGATE PALMOLIVE CO COM 194162103 2,137 24,445 SH SHARED 1 24,445 COLGATE PALMOLIVE CO COM 194162103 2,344 26,818 SH SHARED 2 26,818 COLGATE PALMOLIVE CO COM 194162103 3,213 36,759 SH SHARED 3 36,759 COMCAST CORP NEW CL A SPL 20030N200 2,721 112,292 SH SOLE 112,292 COMCAST CORP NEW CL A SPL 20030N200 2,316 95,575 SH SHARED 1 95,575 COMCAST CORP NEW CL A SPL 20030N200 2,541 104,851 SH SHARED 2 104,851 COMCAST CORP NEW CL A SPL 20030N200 3,306 136,455 SH SHARED 3 136,455 CON-WAY INC COM 205944101 1,298 33,441 SH SOLE 33,441 CON-WAY INC COM 205944101 1,094 28,191 SH SHARED 1 28,191 CON-WAY INC COM 205944101 1,174 30,241 SH SHARED 2 30,241 CON-WAY INC COM 205944101 1,560 40,200 SH SHARED 3 40,200 COOPER TIRE & RUBR CO COM 216831107 881 44,535 SH SOLE 44,535 COOPER TIRE & RUBR CO COM 216831107 1,125 56,857 SH SHARED 1 56,857 COOPER TIRE & RUBR CO COM 216831107 1,234 62,376 SH SHARED 2 62,376 COOPER TIRE & RUBR CO COM 216831107 1,071 54,118 SH SHARED 3 54,118 CROWN HOLDINGS INC COM 228368106 2,081 53,595 SH SOLE 53,595 CROWN HOLDINGS INC COM 228368106 2,469 63,598 SH SHARED 3 63,598 CURRENCYSHARES EURO TR EURO SHS 23130C108 5,447 37,700 PUT SOLE 37,700 CURRENCYSHARES EURO TR EURO SHS 23130C108 5,750 39,800 PUT SHARED 1 39,800 CURRENCYSHARES EURO TR EURO SHS 23130C108 6,646 46,000 PUT SHARED 2 46,000 CURRENCYSHARES EURO TR EURO SHS 23130C108 7,080 49,000 PUT SHARED 3 49,000 CVS CAREMARK CORPORATION COM 126650100 1,677 44,621 SH SOLE 44,621 CVS CAREMARK CORPORATION COM 126650100 1,020 27,147 SH SHARED 1 27,147 CVS CAREMARK CORPORATION COM 126650100 1,121 29,821 SH SHARED 2 29,821 CVS CAREMARK CORPORATION COM 126650100 2,023 53,836 SH SHARED 3 53,836 DDI CORP COM 0.0001 NEW 233162502 2,521 264,205 SH SOLE 264,205 DDI CORP COM 0.0001 NEW 233162502 3,074 322,269 SH SHARED 3 322,269 DEVON ENERGY CORP NEW COM 25179M103 473 6,000 SH SOLE 6,000 DEVON ENERGY CORP NEW COM 25179M103 654 8,300 PUT SOLE 8,300 DEVON ENERGY CORP NEW COM 25179M103 828 10,500 PUT SHARED 1 10,500 DEVON ENERGY CORP NEW COM 25179M103 883 11,200 PUT SHARED 2 11,200 DEVON ENERGY CORP NEW COM 25179M103 788 10,000 PUT SHARED 3 10,000 DIAGEO P L C SPON ADR NEW 25243Q205 846 10,339 SH SOLE 10,339 DIAGEO P L C SPON ADR NEW 25243Q205 1,081 13,200 SH SHARED 1 13,200 DIAGEO P L C SPON ADR NEW 25243Q205 1,186 14,481 SH SHARED 2 14,481 DIAGEO P L C SPON ADR NEW 25243Q205 1,029 12,564 SH SHARED 3 12,564 E M C CORP MASS COM 268648102 1,922 69,773 SH SOLE 69,773 E M C CORP MASS COM 268648102 2,286 82,981 SH SHARED 3 82,981 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 788 1,485,977 PRN SOLE 1,485,977 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 878 1,656,023 PRN SHARED 3 1,656,023 ENTROPIC COMMUNICATIONS INC COM 29384R105 895 100,624 SH SOLE 100,624 ENTROPIC COMMUNICATIONS INC COM 29384R105 1,060 119,205 SH SHARED 3 119,205 ETFS PALLADIUM TR SH BEN INT 26923A106 2,647 35,063 SH SOLE 35,063 ETFS PALLADIUM TR SH BEN INT 26923A106 3,290 43,576 SH SHARED 1 43,576 ETFS PALLADIUM TR SH BEN INT 26923A106 3,614 47,872 SH SHARED 2 47,872 ETFS PALLADIUM TR SH BEN INT 26923A106 3,141 41,609 SH SHARED 3 41,609 EXPEDIA INC DEL COM 30212P105 995 34,305 SH SOLE 34,305 EXPEDIA INC DEL COM 30212P105 1,180 40,709 SH SHARED 3 40,709 FIRST SOLAR INC COM 336433107 1,349 10,200 PUT SOLE 10,200 FIRST SOLAR INC COM 336433107 1,098 8,300 CALL SOLE 8,300 FIRST SOLAR INC COM 336433107 1,759 13,300 PUT SHARED 1 13,300 FIRST SOLAR INC COM 336433107 1,376 10,400 CALL SHARED 1 10,400 FIRST SOLAR INC COM 336433107 1,865 14,100 PUT SHARED 2 14,100 FIRST SOLAR INC COM 336433107 1,508 11,400 CALL SHARED 2 11,400 FIRST SOLAR INC COM 336433107 1,640 12,400 PUT SHARED 3 12,400 FIRST SOLAR INC COM 336433107 1,309 9,900 CALL SHARED 3 9,900 FOOT LOCKER INC COM 344849104 971 40,880 SH SOLE 40,880 FOOT LOCKER INC COM 344849104 1,153 48,511 SH SHARED 3 48,511 FORD MTR CO DEL COM PAR $0.01 345370860 875 63,428 SH SOLE 63,428 FORD MTR CO DEL COM PAR $0.01 345370860 1,060 76,863 SH SHARED 3 76,863 FORD MTR CO DEL *W EXP 01/01/201 345370134 487 92,845 SH SOLE 92,845 FORD MTR CO DEL *W EXP 01/01/201 345370134 624 119,166 SH SHARED 1 119,166 FORD MTR CO DEL *W EXP 01/01/201 345370134 685 130,786 SH SHARED 2 130,786 FORD MTR CO DEL *W EXP 01/01/201 345370134 588 112,168 SH SHARED 3 112,168 FRONTIER OIL CORP COM 35914P105 1,817 56,221 SH SOLE 56,221 FRONTIER OIL CORP COM 35914P105 1,125 34,828 SH SHARED 1 34,828 FRONTIER OIL CORP COM 35914P105 1,235 38,228 SH SHARED 2 38,228 FRONTIER OIL CORP COM 35914P105 2,196 67,965 SH SHARED 3 67,965 GENERAL MTRS CO COM 37045V100 619 20,400 PUT SOLE 20,400 GENERAL MTRS CO COM 37045V100 795 26,200 PUT SHARED 1 26,200 GENERAL MTRS CO COM 37045V100 871 28,700 PUT SHARED 2 28,700 GENERAL MTRS CO COM 37045V100 750 24,700 PUT SHARED 3 24,700 GENON ENERGY INC COM 37244E107 1,602 415,028 SH SOLE 415,028 GENON ENERGY INC COM 37244E107 1,958 507,204 SH SHARED 1 507,204 GENON ENERGY INC COM 37244E107 2,151 557,211 SH SHARED 2 557,211 GENON ENERGY INC COM 37244E107 1,901 492,498 SH SHARED 3 492,498 GOLDCORP INC NEW COM 380956409 2,989 61,921 SH SOLE 61,921 GOLDCORP INC NEW COM 380956409 2,181 45,174 SH SHARED 1 45,174 GOLDCORP INC NEW COM 380956409 2,392 49,558 SH SHARED 2 49,558 GOLDCORP INC NEW COM 380956409 3,632 75,245 SH SHARED 3 75,245 GOODRICH CORP COM 382388106 1,872 19,606 SH SOLE 19,606 GOODRICH CORP COM 382388106 2,265 23,713 SH SHARED 3 23,713 GOODYEAR TIRE & RUBR CO COM 382550101 1,865 111,191 SH SOLE 111,191 GOODYEAR TIRE & RUBR CO COM 382550101 1,172 69,860 SH SHARED 1 69,860 GOODYEAR TIRE & RUBR CO COM 382550101 1,286 76,680 SH SHARED 2 76,680 GOODYEAR TIRE & RUBR CO COM 382550101 2,266 135,118 SH SHARED 3 135,118 GOOGLE INC CL A 38259P508 745 1,471 SH SOLE 1,471 GOOGLE INC CL A 38259P508 476 940 SH SHARED 1 940 GOOGLE INC CL A 38259P508 520 1,027 SH SHARED 2 1,027 GOOGLE INC CL A 38259P508 896 1,770 SH SHARED 3 1,770 GSE SYS INC COM 36227K106 190 87,797 SH SOLE 87,797 GSE SYS INC COM 36227K106 403 186,551 SH SHARED 1 186,551 GSE SYS INC COM 36227K106 443 204,944 SH SHARED 2 204,944 GSE SYS INC COM 36227K106 225 104,185 SH SHARED 3 104,185 HARBIN ELECTRIC INC COM 41145W109 423 28,000 PUT SOLE 28,000 HARBIN ELECTRIC INC COM 41145W109 311 20,600 PUT SHARED 1 20,600 HARBIN ELECTRIC INC COM 41145W109 325 21,500 PUT SHARED 2 21,500 HARBIN ELECTRIC INC COM 41145W109 290 19,200 PUT SHARED 3 19,200 HARRIS CORP DEL COM 413875105 4,073 90,400 CALL SOLE 90,400 HARRIS CORP DEL COM 413875105 799 17,742 SH SOLE 17,742 HARRIS CORP DEL COM 413875105 4,939 109,600 CALL SHARED 3 109,600 HARRIS CORP DEL COM 413875105 948 21,044 SH SHARED 3 21,044 HERBALIFE LTD COM USD SHS G4412G101 888 15,400 PUT SOLE 15,400 HERBALIFE LTD COM USD SHS G4412G101 1,124 19,500 PUT SHARED 1 19,500 HERBALIFE LTD COM USD SHS G4412G101 1,233 21,400 PUT SHARED 2 21,400 HERBALIFE LTD COM USD SHS G4412G101 1,078 18,700 PUT SHARED 3 18,700 HOLOGIC INC COM 436440101 277 13,755 SH SOLE 13,755 HOLOGIC INC COM 436440101 329 16,321 SH SHARED 3 16,321 HORIZON TECHNOLOGY FIN CORP COM 44045A102 539 34,077 SH SOLE 34,077 HORIZON TECHNOLOGY FIN CORP COM 44045A102 648 40,923 SH SHARED 3 40,923 HUNT J B TRANS SVCS INC COM 445658107 878 18,641 SH SOLE 18,641 HUNT J B TRANS SVCS INC COM 445658107 1,051 22,319 SH SHARED 3 22,319 IMMERSION CORP COM 452521107 3,974 465,894 SH SOLE 465,894 IMMERSION CORP COM 452521107 5,522 647,322 SH SHARED 1 647,322 IMMERSION CORP COM 452521107 5,873 688,538 SH SHARED 2 688,538 IMMERSION CORP COM 452521107 4,478 524,948 SH SHARED 3 524,948 INTERNATIONAL BUSINESS MACHS COM 459200101 331 1,931 SH SOLE 1,931 INTERNATIONAL BUSINESS MACHS COM 459200101 394 2,298 SH SHARED 3 2,298 INTERNATIONAL RECTIFIER CORP COM 460254105 840 30,042 SH SOLE 30,042 INTERNATIONAL RECTIFIER CORP COM 460254105 1,002 35,829 SH SHARED 3 35,829 INTL PAPER CO COM 460146103 858 28,787 SH SOLE 28,787 INTL PAPER CO COM 460146103 1,072 35,950 SH SHARED 1 35,950 INTL PAPER CO COM 460146103 1,175 39,411 SH SHARED 2 39,411 INTL PAPER CO COM 460146103 1,028 34,463 SH SHARED 3 34,463 INVESCO MORTGAGE CAPITAL INC COM 46131B100 287 13,601 SH SOLE 13,601 INVESCO MORTGAGE CAPITAL INC COM 46131B100 347 16,399 SH SHARED 3 16,399 IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 277 96,630 SH SOLE 96,630 IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 357 124,418 SH SHARED 1 124,418 IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 381 132,827 SH SHARED 2 132,827 IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 339 117,988 SH SHARED 3 117,988 ISHARES TR MSCI EMERG MKT 464287234 976 20,500 PUT SOLE 20,500 ISHARES TR MSCI EMERG MKT 464287234 1,261 26,500 PUT SHARED 1 26,500 ISHARES TR MSCI EMERG MKT 464287234 1,342 28,200 PUT SHARED 2 28,200 ISHARES TR MSCI EMERG MKT 464287234 1,180 24,800 PUT SHARED 3 24,800 ISHARES TR BARCLYS 7-10 YR 464287440 1,994 20,800 PUT SOLE 20,800 ISHARES TR BARCLYS 7-10 YR 464287440 2,464 25,700 PUT SHARED 1 25,700 ISHARES TR BARCLYS 7-10 YR 464287440 2,703 28,200 PUT SHARED 2 28,200 ISHARES TR BARCLYS 7-10 YR 464287440 2,368 24,700 PUT SHARED 3 24,700 ISHARES TR DJ US REAL EST 464287739 1,242 20,600 PUT SOLE 20,600 ISHARES TR DJ US REAL EST 464287739 1,568 26,000 PUT SHARED 1 26,000 ISHARES TR DJ US REAL EST 464287739 1,719 28,500 PUT SHARED 2 28,500 ISHARES TR DJ US REAL EST 464287739 1,501 24,900 PUT SHARED 3 24,900 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 271 10,200 PUT SOLE 10,200 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 347 13,100 PUT SHARED 1 13,100 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 382 14,400 PUT SHARED 2 14,400 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 326 12,300 PUT SHARED 3 12,300 KBR INC COM 48242W106 825 21,877 SH SOLE 21,877 KBR INC COM 48242W106 978 25,961 SH SHARED 3 25,961 KEYW HLDG CORP COM 493723100 685 55,299 SH SOLE 55,299 KEYW HLDG CORP COM 493723100 828 66,851 SH SHARED 3 66,851 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,656 136,206 SH SOLE 136,206 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 379 31,145 SH SHARED 1 31,145 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 416 34,216 SH SHARED 2 34,216 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,003 164,712 SH SHARED 3 164,712 LDK SOLAR CO LTD SPONSORED ADR 50183L107 832 113,400 PUT SOLE 113,400 LDK SOLAR CO LTD SPONSORED ADR 50183L107 842 114,700 PUT SHARED 1 114,700 LDK SOLAR CO LTD SPONSORED ADR 50183L107 884 120,400 PUT SHARED 2 120,400 LDK SOLAR CO LTD SPONSORED ADR 50183L107 741 100,900 PUT SHARED 3 100,900 MCDONALDS CORP COM 580135101 2,627 31,159 SH SOLE 31,159 MCDONALDS CORP COM 580135101 3,310 39,260 SH SHARED 1 39,260 MCDONALDS CORP COM 580135101 3,637 43,128 SH SHARED 2 43,128 MCDONALDS CORP COM 580135101 3,168 37,575 SH SHARED 3 37,575 MEDLEY CAP CORP COM 58503F106 2,978 253,640 SH SOLE 253,640 MEDLEY CAP CORP COM 58503F106 3,534 300,984 SH SHARED 3 300,984 MELLANOX TECHNOLOGIES LTD SHS M51363113 903 30,280 SH SOLE 30,280 MELLANOX TECHNOLOGIES LTD SHS M51363113 1,071 35,932 SH SHARED 3 35,932 MICROS SYS INC COM 594901100 2,783 55,987 SH SOLE 55,987 MICROS SYS INC COM 594901100 3,344 67,264 SH SHARED 3 67,264 MICROSOFT CORP COM 594918104 2,584 99,409 SH SOLE 99,409 MICROSOFT CORP COM 594918104 2,808 108,012 SH SHARED 3 108,012 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 808 101,041 SH SOLE 101,041 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 86 10,774 SH SHARED 2 10,774 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 866 108,263 SH SHARED 3 108,263 MOLYCORP INC DEL COM 608753109 610 10,000 SH SOLE 10,000 MOLYCORP INC DEL COM 608753109 629 10,300 CALL SOLE 10,300 MOLYCORP INC DEL COM 608753109 1,624 26,600 PUT SOLE 26,600 MOLYCORP INC DEL COM 608753109 794 13,000 CALL SHARED 1 13,000 MOLYCORP INC DEL COM 608753109 2,070 33,900 PUT SHARED 1 33,900 MOLYCORP INC DEL COM 608753109 873 14,300 CALL SHARED 2 14,300 MOLYCORP INC DEL COM 608753109 2,278 37,300 PUT SHARED 2 37,300 MOLYCORP INC DEL COM 608753109 757 12,400 CALL SHARED 3 12,400 MOLYCORP INC DEL COM 608753109 1,966 32,200 PUT SHARED 3 32,200 MONSANTO CO NEW COM 61166W101 927 12,777 SH SOLE 12,777 MONSANTO CO NEW COM 61166W101 1,115 15,370 SH SHARED 3 15,370 MOSAIC CO NEW COM 61945C103 1,628 24,035 SH SOLE 24,035 MOSAIC CO NEW COM 61945C103 1,966 29,020 SH SHARED 3 29,020 NETFLIX INC COM 64110L106 2,154 8,200 PUT SOLE 8,200 NETFLIX INC COM 64110L106 2,758 10,500 PUT SHARED 1 10,500 NETFLIX INC COM 64110L106 3,021 11,500 PUT SHARED 2 11,500 NETFLIX INC COM 64110L106 2,574 9,800 PUT SHARED 3 9,800 NETLOGIC MICROSYSTEMS INC COM 64118B100 674 16,681 SH SOLE 16,681 NETLOGIC MICROSYSTEMS INC COM 64118B100 801 19,819 SH SHARED 3 19,819 NORTHERN OIL & GAS INC NEV COM 665531109 365 16,500 PUT SOLE 16,500 NORTHERN OIL & GAS INC NEV COM 665531109 461 20,800 PUT SHARED 1 20,800 NORTHERN OIL & GAS INC NEV COM 665531109 505 22,800 PUT SHARED 2 22,800 NORTHERN OIL & GAS INC NEV COM 665531109 441 19,900 PUT SHARED 3 19,900 ON TRACK INNOVATION LTD SHS M8791A109 293 133,210 SH SOLE 133,210 ON TRACK INNOVATION LTD SHS M8791A109 245 111,415 SH SHARED 1 111,415 ON TRACK INNOVATION LTD SHS M8791A109 269 122,400 SH SHARED 2 122,400 ON TRACK INNOVATION LTD SHS M8791A109 348 158,075 SH SHARED 3 158,075 ORACLE CORP COM 68389X105 889 27,025 SH SOLE 27,025 ORACLE CORP COM 68389X105 1,035 31,451 SH SHARED 3 31,451 PACKAGING CORP AMER COM 695156109 855 30,542 SH SOLE 30,542 PACKAGING CORP AMER COM 695156109 1,068 38,142 SH SHARED 1 38,142 PACKAGING CORP AMER COM 695156109 1,170 41,814 SH SHARED 2 41,814 PACKAGING CORP AMER COM 695156109 1,023 36,565 SH SHARED 3 36,565 PATRIOT COAL CORP COM 70336T104 1,780 79,974 SH SOLE 79,974 PATRIOT COAL CORP COM 70336T104 2,160 97,032 SH SHARED 3 97,032 PATRIOT TRANSN HLDG INC COM 70337B102 266 11,868 SH SOLE 11,868 PATRIOT TRANSN HLDG INC COM 70337B102 440 19,677 SH SHARED 1 19,677 PATRIOT TRANSN HLDG INC COM 70337B102 467 20,859 SH SHARED 2 20,859 PENN NATL GAMING INC COM 707569109 1,715 42,523 SH SOLE 42,523 PENN NATL GAMING INC COM 707569109 2,036 50,461 SH SHARED 3 50,461 PEPSICO INC COM 713448108 1,782 25,300 SH SOLE 25,300 PEPSICO INC COM 713448108 2,235 31,740 SH SHARED 1 31,740 PEPSICO INC COM 713448108 2,456 34,870 SH SHARED 2 34,870 PEPSICO INC COM 713448108 2,115 30,023 SH SHARED 3 30,023 PERVASIVE SOFTWARE INC COM 715710109 1,982 308,784 SH SOLE 308,784 PERVASIVE SOFTWARE INC COM 715710109 2,701 420,707 SH SHARED 1 420,707 PERVASIVE SOFTWARE INC COM 715710109 2,815 438,474 SH SHARED 2 438,474 PERVASIVE SOFTWARE INC COM 715710109 2,264 352,608 SH SHARED 3 352,608 PETROHAWK ENERGY CORP COM 716495106 259 10,500 PUT SOLE 10,500 PETROHAWK ENERGY CORP COM 716495106 318 12,900 PUT SHARED 1 12,900 PETROHAWK ENERGY CORP COM 716495106 350 14,200 PUT SHARED 2 14,200 PETROHAWK ENERGY CORP COM 716495106 306 12,400 PUT SHARED 3 12,400 POTASH CORP SASK INC COM 73755L107 926 16,249 SH SOLE 16,249 POTASH CORP SASK INC COM 73755L107 1,114 19,545 SH SHARED 3 19,545 PPG INDS INC COM 693506107 1,702 18,751 SH SOLE 18,751 PPG INDS INC COM 693506107 2,044 22,509 SH SHARED 3 22,509 PRAXAIR INC COM 74005P104 1,333 12,301 SH SOLE 12,301 PRAXAIR INC COM 74005P104 1,593 14,693 SH SHARED 3 14,693 QUEST SOFTWARE INC COM 74834T103 598 26,322 SH SOLE 26,322 QUEST SOFTWARE INC COM 74834T103 551 24,241 SH SHARED 1 24,241 QUEST SOFTWARE INC COM 74834T103 605 26,631 SH SHARED 2 26,631 QUEST SOFTWARE INC COM 74834T103 710 31,233 SH SHARED 3 31,233 REGAL ENTMT GROUP CL A 758766109 865 70,033 SH SOLE 70,033 REGAL ENTMT GROUP CL A 758766109 1,044 84,497 SH SHARED 3 84,497 RESEARCH IN MOTION LTD COM 760975102 203 7,023 SH SOLE 7,023 RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 195 53,662 SH SOLE 53,662 RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 254 69,883 SH SHARED 1 69,883 RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 266 72,994 SH SHARED 2 72,994 RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 234 64,361 SH SHARED 3 64,361 RF MICRODEVICES INC COM 749941100 322 52,574 SH SOLE 52,574 RF MICRODEVICES INC COM 749941100 382 62,391 SH SHARED 3 62,391 SONUS NETWORKS INC COM 835916107 502 154,897 SH SOLE 154,897 SONUS NETWORKS INC COM 835916107 600 185,227 SH SHARED 3 185,227 SOUTHWALL TECHNOLOGIES INC COM NEW 844909200 525 41,770 SH SOLE 41,770 SOUTHWALL TECHNOLOGIES INC COM NEW 844909200 623 49,567 SH SHARED 3 49,567 SPDR GOLD TRUST GOLD SHS 78463V107 2,582 17,684 SH SOLE 17,684 SPDR GOLD TRUST GOLD SHS 78463V107 30,281 207,400 CALL SOLE 207,400 SPDR GOLD TRUST GOLD SHS 78463V107 2,633 18,037 SH SHARED 1 18,037 SPDR GOLD TRUST GOLD SHS 78463V107 38,165 261,400 CALL SHARED 1 261,400 SPDR GOLD TRUST GOLD SHS 78463V107 2,889 19,788 SH SHARED 2 19,788 SPDR GOLD TRUST GOLD SHS 78463V107 41,742 285,900 CALL SHARED 2 285,900 SPDR GOLD TRUST GOLD SHS 78463V107 3,064 20,986 SH SHARED 3 20,986 SPDR GOLD TRUST GOLD SHS 78463V107 36,544 250,300 CALL SHARED 3 250,300 SPDR S&P 500 ETF TR TR UNIT 78462F103 8,143 61,700 CALL SOLE 61,700 SPDR S&P 500 ETF TR TR UNIT 78462F103 10,307 78,100 CALL SHARED 1 78,100 SPDR S&P 500 ETF TR TR UNIT 78462F103 11,323 85,800 CALL SHARED 2 85,800 SPDR S&P 500 ETF TR TR UNIT 78462F103 676 5,119 SH SHARED 2 5,119 SPDR S&P 500 ETF TR TR UNIT 78462F103 9,819 74,400 CALL SHARED 3 74,400 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1,089 20,400 PUT SOLE 20,400 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1,399 26,200 PUT SHARED 1 26,200 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1,532 28,700 PUT SHARED 2 28,700 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1,318 24,700 PUT SHARED 3 24,700 SPREADTRUM COMMUNICATIONS IN ADR 849415203 975 61,885 SH SOLE 61,885 SPREADTRUM COMMUNICATIONS IN ADR 849415203 1,230 78,075 SH SHARED 1 78,075 SPREADTRUM COMMUNICATIONS IN ADR 849415203 1,350 85,658 SH SHARED 2 85,658 SPREADTRUM COMMUNICATIONS IN ADR 849415203 1,172 74,382 SH SHARED 3 74,382 SRS LABS INC COM 78464M106 1,933 201,551 SH SOLE 201,551 SRS LABS INC COM 78464M106 2,947 307,285 SH SHARED 1 307,285 SRS LABS INC COM 78464M106 3,143 327,694 SH SHARED 2 327,694 SRS LABS INC COM 78464M106 2,325 242,470 SH SHARED 3 242,470 STARBUCKS CORP COM 855244109 2,002 50,691 SH SOLE 50,691 STARBUCKS CORP COM 855244109 2,134 54,044 SH SHARED 1 54,044 STARBUCKS CORP COM 855244109 2,345 59,372 SH SHARED 2 59,372 STARBUCKS CORP COM 855244109 2,375 60,153 SH SHARED 3 60,153 STARWOOD PPTY TR INC COM 85571B105 1,380 67,296 SH SOLE 67,296 STARWOOD PPTY TR INC COM 85571B105 1,673 81,550 SH SHARED 3 81,550 SUPERTEX INC COM 868532102 353 15,744 SH SOLE 15,744 SUPERTEX INC COM 868532102 418 18,674 SH SHARED 3 18,674 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 921 73,022 SH SOLE 73,022 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,093 86,651 SH SHARED 3 86,651 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,336 87,417 SH SOLE 87,417 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,610 105,394 SH SHARED 3 105,394 TARGET CORP COM 87612E106 854 18,198 SH SOLE 18,198 TARGET CORP COM 87612E106 539 11,491 SH SHARED 1 11,491 TARGET CORP COM 87612E106 590 12,578 SH SHARED 2 12,578 TARGET CORP COM 87612E106 1,029 21,944 SH SHARED 3 21,944 TELLABS INC COM 879664100 4,101 889,666 SH SOLE 889,666 TELLABS INC COM 879664100 5,242 1,136,985 SH SHARED 1 1,136,985 TELLABS INC COM 879664100 5,756 1,248,655 SH SHARED 2 1,248,655 TELLABS INC COM 879664100 4,976 1,079,298 SH SHARED 3 1,079,298 TEMPLE INLAND INC COM 879868107 396 13,309 SH SOLE 13,309 TEMPLE INLAND INC COM 879868107 470 15,794 SH SHARED 3 15,794 TESLA MTRS INC COM 88160R101 300 10,300 PUT SOLE 10,300 TESLA MTRS INC COM 88160R101 379 13,000 PUT SHARED 1 13,000 TESLA MTRS INC COM 88160R101 417 14,300 PUT SHARED 2 14,300 TESLA MTRS INC COM 88160R101 361 12,400 PUT SHARED 3 12,400 TEXAS ROADHOUSE INC COM 882681109 865 49,336 SH SOLE 49,336 TEXAS ROADHOUSE INC COM 882681109 1,027 58,545 SH SHARED 3 58,545 TWO HBRS INVT CORP COM 90187B101 1,692 157,365 SH SOLE 157,365 TWO HBRS INVT CORP COM 90187B101 2,007 186,739 SH SHARED 3 186,739 TYCO INTERNATIONAL LTD SHS H89128104 1,748 35,358 SH SOLE 35,358 TYCO INTERNATIONAL LTD SHS H89128104 2,074 41,958 SH SHARED 3 41,958 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 859 45,829 SH SOLE 45,829 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,073 57,234 SH SHARED 1 57,234 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,176 62,744 SH SHARED 2 62,744 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,029 54,867 SH SHARED 3 54,867 WERNER ENTERPRISES INC COM 950755108 866 34,563 SH SOLE 34,563 WERNER ENTERPRISES INC COM 950755108 1,040 41,499 SH SHARED 3 41,499 WONDER AUTO TECHNOLOGY INC COM 978166106 58 10,629 SH SOLE 10,629 YONGYE INTL INC COM 98607B106 100 19,038 SH SOLE 19,038 YONGYE INTL INC COM 98607B106 297 56,600 PUT SOLE 56,600 YONGYE INTL INC COM 98607B106 256 48,700 PUT SHARED 1 48,700 YONGYE INTL INC COM 98607B106 258 49,200 PUT SHARED 2 49,200 YONGYE INTL INC COM 98607B106 216 41,100 PUT SHARED 3 41,100
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