0000919574-12-001236.txt : 20120214
0000919574-12-001236.hdr.sgml : 20120214
20120214111002
ACCESSION NUMBER: 0000919574-12-001236
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120214
DATE AS OF CHANGE: 20120214
EFFECTIVENESS DATE: 20120214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DIALECTIC CAPITAL MANAGEMENT, LLC
CENTRAL INDEX KEY: 0001411512
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-12674
FILM NUMBER: 12604304
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
d1261689_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 December 31, 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 February 14, 2012
---------------------- ------------------ -----------------
[Signature] [City, State] [Date]
Report Type: (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report).
[_] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting 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: 6
Form 13F Information Table Entry Total: 542
Form 13F Information Table Value Total: $1,073,030
(thousands)
List of Other Included Managers:
No. 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.
4. XXX-XXXXX Dialectic Offshore, Ltd.
5. XXX-XXXXX Dialectic Capital Partners, LP
6. XXX-XXXXX Dialectic Antithesis Opportunities Fund II, LP
FORM 13F INFORMATION TABLE
December 31, 2011
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 (x1000) PRN AMT PRN CALL DISCRETION MNGRS SOLE SHARED NONE
-------------- -------------- ----- ------- ------- --- ---- ---------- ----- ---- ------ ----
ACTIVISION BLIZZARD INC COM 00507V109 1,720 139,577 SH SHARED 3 139,577
ACTIVISION BLIZZARD INC COM 00507V109 976 79,254 SH SHARED 4 79,254
ACTIVISION BLIZZARD INC COM 00507V109 1,221 99,080 SH SHARED 5 99,080
AIR PRODS & CHEMS INC COM 009158106 2,611 30,644 SH SHARED 1 30,644
AIR PRODS & CHEMS INC COM 009158106 2,397 28,142 SH SHARED 2 28,142
AIR PRODS & CHEMS INC COM 009158106 1,924 22,582 SH SHARED 3 22,582
AIR PRODS & CHEMS INC COM 009158106 1,064 12,492 SH SHARED 4 12,492
AIR PRODS & CHEMS INC COM 009158106 1,336 15,681 SH SHARED 5 15,681
AIRGAS INC COM 009363102 1,432 18,338 SH SHARED 1 18,338
AIRGAS INC COM 009363102 1,327 16,995 SH SHARED 2 16,995
AIRGAS INC COM 009363102 1,929 24,700 SH SHARED 3 24,700
AIRGAS INC COM 009363102 1,067 13,663 SH SHARED 4 13,663
AIRGAS INC COM 009363102 1,339 17,152 SH SHARED 5 17,152
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,807 37,793 SH SHARED 3 37,793
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,027 21,476 SH SHARED 4 21,476
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,284 26,867 SH SHARED 5 26,867
AMERICAN AXLE & MFG HLDGS IN COM 024061103 267 27,003 SH SHARED 1 27,003
AMERICAN AXLE & MFG HLDGS IN COM 024061103 247 25,011 SH SHARED 2 25,011
AMERICAN AXLE & MFG HLDGS IN COM 024061103 182 18,373 SH SHARED 3 18,373
AMERICAN AXLE & MFG HLDGS IN COM 024061103 104 10,478 SH SHARED 4 10,478
AMERICAN AXLE & MFG HLDGS IN COM 024061103 130 13,135 SH SHARED 5 13,135
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,134 74,194 SH SHARED 3 74,194
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 643 42,078 SH SHARED 4 42,078
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 807 52,773 SH SHARED 5 52,773
AMERIGON INC COM 03070L300 434 30,413 SH SHARED 3 30,413
AMERIGON INC COM 03070L300 240 16,854 SH SHARED 4 16,854
AMERIGON INC COM 03070L300 302 21,157 SH SHARED 5 21,157
AMERISTAR CASINOS INC COM 03070Q101 914 52,860 SH SHARED 1 52,860
AMERISTAR CASINOS INC COM 03070Q101 839 48,544 SH SHARED 2 48,544
AMERISTAR CASINOS INC COM 03070Q101 2,067 119,540 SH SHARED 3 119,540
AMERISTAR CASINOS INC COM 03070Q101 1,143 66,126 SH SHARED 4 66,126
AMERISTAR CASINOS INC COM 03070Q101 1,435 83,009 SH SHARED 5 83,009
ANADIGICS INC COM 032515108 20 9,184 SH SOLE 9,184
ANADIGICS INC COM 032515108 51 23,194 SH SHARED 1 23,194
ANADIGICS INC COM 032515108 47 21,300 SH SHARED 2 21,300
ANADIGICS INC COM 032515108 36 16,603 SH SHARED 3 16,603
ANADIGICS INC COM 032515108 25 11,529 SH SHARED 5 11,529
API TECHNOLOGIES CORP COM NEW 00187E203 1,009 317,233 SH SHARED 1 317,233
API TECHNOLOGIES CORP COM NEW 00187E203 1,083 340,595 SH SHARED 2 340,595
API TECHNOLOGIES CORP COM NEW 00187E203 620 194,863 SH SHARED 3 194,863
API TECHNOLOGIES CORP COM NEW 00187E203 359 112,787 SH SHARED 4 112,787
API TECHNOLOGIES CORP COM NEW 00187E203 411 129,103 SH SHARED 5 129,103
APOLLO GROUP INC CL A 037604105 1,938 35,984 SH SHARED 1 35,984
APOLLO GROUP INC CL A 037604105 1,780 33,046 SH SHARED 2 33,046
APOLLO GROUP INC CL A 037604105 1,404 26,055 SH SHARED 3 26,055
APOLLO GROUP INC CL A 037604105 776 14,413 SH SHARED 4 14,413
APOLLO GROUP INC CL A 037604105 975 18,093 SH SHARED 5 18,093
APPLE INC COM 037833100 2,668 6,588 SH SHARED 3 6,588
APPLE INC COM 037833100 1,514 3,738 SH SHARED 4 3,738
APPLE INC COM 037833100 1,893 4,674 SH SHARED 5 4,674
AUTOLIV INC COM 052800109 535 10,000 SH SOLE 10,000
BABCOCK & WILCOX CO NEW COM 05615F102 641 26,548 SH SHARED 1 26,548
BABCOCK & WILCOX CO NEW COM 05615F102 594 24,627 SH SHARED 2 24,627
BABCOCK & WILCOX CO NEW COM 05615F102 2,584 107,040 SH SHARED 3 107,040
BABCOCK & WILCOX CO NEW COM 05615F102 1,466 60,748 SH SHARED 4 60,748
BABCOCK & WILCOX CO NEW COM 05615F102 1,834 75,960 SH SHARED 5 75,960
BALL CORP COM 058498106 1,655 46,354 SH SHARED 3 46,354
BALL CORP COM 058498106 937 26,230 SH SHARED 4 26,230
BALL CORP COM 058498106 1,170 32,768 SH SHARED 5 32,768
BANK OF AMERICA CORPORATION COM 060505104 1,440 258,951 SH SHARED 3 258,951
BANK OF AMERICA CORPORATION COM 060505104 817 146,934 SH SHARED 4 146,934
BANK OF AMERICA CORPORATION COM 060505104 1,021 183,714 SH SHARED 5 183,714
BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 198 5,570 SH SOLE 5,570
BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 510 14,342 SH SHARED 1 14,342
BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 473 13,312 SH SHARED 2 13,312
BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 349 9,812 SH SHARED 3 9,812
BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 247 6,964 SH SHARED 5 6,964
BARRICK GOLD CORP COM 067901108 989 21,854 SH SHARED 1 21,854
BARRICK GOLD CORP COM 067901108 914 20,203 SH SHARED 2 20,203
BARRICK GOLD CORP COM 067901108 1,075 23,764 SH SHARED 3 23,764
BARRICK GOLD CORP COM 067901108 612 13,521 SH SHARED 4 13,521
BARRICK GOLD CORP COM 067901108 764 16,893 SH SHARED 5 16,893
BENIHANA INC COM 082047101 513 50,161 SH SHARED 1 50,161
BENIHANA INC COM 082047101 472 46,119 SH SHARED 2 46,119
BENIHANA INC COM 082047101 494 48,327 SH SHARED 3 48,327
BENIHANA INC COM 082047101 199 19,451 SH SHARED 4 19,451
BENIHANA INC COM 082047101 254 24,792 SH SHARED 5 24,792
BOEING CO COM 097023105 1,715 23,384 SH SHARED 3 23,384
BOEING CO COM 097023105 972 13,248 SH SHARED 4 13,248
BOEING CO COM 097023105 1,220 16,632 SH SHARED 5 16,632
BOFI HLDG INC COM 05566U108 463 28,506 SH SHARED 3 28,506
BOFI HLDG INC COM 05566U108 264 16,274 SH SHARED 4 16,274
BOFI HLDG INC COM 05566U108 330 20,320 SH SHARED 5 20,320
BORGWARNER INC COM 099724106 510 8,000 SH SOLE 8,000
BROADCOM CORP CL A 111320107 865 29,478 SH SHARED 3 29,478
BROADCOM CORP CL A 111320107 470 16,022 SH SHARED 4 16,022
BROADCOM CORP CL A 111320107 592 20,176 SH SHARED 5 20,176
BUCKEYE TECHNOLOGIES INC COM 118255108 870 26,029 SH SHARED 3 26,029
BUCKEYE TECHNOLOGIES INC COM 118255108 494 14,780 SH SHARED 4 14,780
BUCKEYE TECHNOLOGIES INC COM 118255108 618 18,477 SH SHARED 5 18,477
BUNGE LIMITED COM G16962105 599 10,476 SH SHARED 1 10,476
BUNGE LIMITED COM G16962105 556 9,715 SH SHARED 2 9,715
BUNGE LIMITED COM G16962105 824 14,403 SH SHARED 3 14,403
BUNGE LIMITED COM G16962105 469 8,199 SH SHARED 4 8,199
BUNGE LIMITED COM G16962105 586 10,253 SH SHARED 5 10,253
CALLIDUS SOFTWARE INC COM 13123E500 239 37,191 SH SHARED 1 37,191
CALLIDUS SOFTWARE INC COM 13123E500 219 34,155 SH SHARED 2 34,155
CALLIDUS SOFTWARE INC COM 13123E500 355 55,354 SH SHARED 3 55,354
CALLIDUS SOFTWARE INC COM 13123E500 197 30,620 SH SHARED 4 30,620
CALLIDUS SOFTWARE INC COM 13123E500 247 38,438 SH SHARED 5 38,438
CARPENTER TECHNOLOGY CORP COM 144285103 1,712 33,263 SH SHARED 3 33,263
CARPENTER TECHNOLOGY CORP COM 144285103 973 18,905 SH SHARED 4 18,905
CARPENTER TECHNOLOGY CORP COM 144285103 1,217 23,643 SH SHARED 5 23,643
CENTURYLINK INC COM 156700106 2,318 62,321 SH SHARED 1 62,321
CENTURYLINK INC COM 156700106 2,142 57,584 SH SHARED 2 57,584
CENTURYLINK INC COM 156700106 1,670 44,884 SH SHARED 3 44,884
CENTURYLINK INC COM 156700106 924 24,829 SH SHARED 4 24,829
CENTURYLINK INC COM 156700106 1,159 31,168 SH SHARED 5 31,168
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,160 20,370 SH SHARED 3 20,370
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 658 11,553 SH SHARED 4 11,553
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 825 14,489 SH SHARED 5 14,489
CHINA GREEN AGRICULTURE INC COM 16943W105 54 17,965 SH SHARED 2 17,965
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 632 6,019 SH SHARED 1 6,019
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 587 5,590 SH SHARED 2 5,590
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,320 12,563 SH SHARED 3 12,563
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 730 6,950 SH SHARED 4 6,950
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 916 8,724 SH SHARED 5 8,724
CISCO SYS INC COM 17275R102 1,908 105,535 SH SHARED 1 105,535
CISCO SYS INC COM 17275R102 1,768 97,804 SH SHARED 2 97,804
CISCO SYS INC COM 17275R102 1,302 72,019 SH SHARED 3 72,019
CISCO SYS INC COM 17275R102 708 39,184 SH SHARED 4 39,184
CISCO SYS INC COM 17275R102 904 49,989 SH SHARED 5 49,989
CITRIX SYS INC COM 177376100 394 6,497 SH SHARED 3 6,497
CITRIX SYS INC COM 177376100 218 3,594 SH SHARED 4 3,594
CITRIX SYS INC COM 177376100 274 4,512 SH SHARED 5 4,512
CLEARWATER PAPER CORP COM 18538R103 1,301 36,537 SH SHARED 1 36,537
CLEARWATER PAPER CORP COM 18538R103 1,209 33,957 SH SHARED 2 33,957
CLEARWATER PAPER CORP COM 18538R103 2,137 60,024 SH SHARED 3 60,024
CLEARWATER PAPER CORP COM 18538R103 1,217 34,181 SH SHARED 4 34,181
CLEARWATER PAPER CORP COM 18538R103 1,521 42,726 SH SHARED 5 42,726
COINSTAR INC COM 19259P300 890 19,500 CALL SHARED 1 19,500
COINSTAR INC COM 19259P300 817 17,900 CALL SHARED 2 17,900
COINSTAR INC COM 19259P300 648 14,200 CALL SHARED 3 14,200
COINSTAR INC COM 19259P300 342 7,500 CALL SHARED 4 7,500
COINSTAR INC COM 19259P300 438 9,600 CALL SHARED 5 9,600
COMCAST CORP NEW CL A SPL 20030N200 2,491 105,744 SH SHARED 1 105,744
COMCAST CORP NEW CL A SPL 20030N200 2,318 98,370 SH SHARED 2 98,370
COMCAST CORP NEW CL A SPL 20030N200 1,722 73,083 SH SHARED 3 73,083
COMCAST CORP NEW CL A SPL 20030N200 980 41,615 SH SHARED 4 41,615
COMCAST CORP NEW CL A SPL 20030N200 1,226 52,017 SH SHARED 5 52,017
CORN PRODS INTL INC COM 219023108 1,736 33,010 SH SHARED 3 33,010
CORN PRODS INTL INC COM 219023108 932 17,726 SH SHARED 4 17,726
CORN PRODS INTL INC COM 219023108 1,195 22,728 SH SHARED 5 22,728
CROWN HOLDINGS INC COM 228368106 1,288 38,359 SH SHARED 3 38,359
CROWN HOLDINGS INC COM 228368106 733 21,835 SH SHARED 4 21,835
CROWN HOLDINGS INC COM 228368106 917 27,299 SH SHARED 5 27,299
CURRENCYSHARES EURO TR EURO SHS 23130C108 5,801 45,000 PUT SHARED 1 45,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 902 7,000 SH SHARED 1 7,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 4,190 32,500 PUT SHARED 2 32,500
CURRENCYSHARES EURO TR EURO SHS 23130C108 516 4,000 SH SHARED 2 4,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 645 5,000 PUT SHARED 3 5,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 645 5,000 SH SHARED 3 5,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 1,289 10,000 PUT SHARED 4 10,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 516 4,000 SH SHARED 4 4,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 2,256 17,500 PUT SHARED 5 17,500
CURRENCYSHARES EURO TR EURO SHS 23130C108 645 5,000 SH SHARED 5 5,000
CVS CAREMARK CORPORATION COM 126650100 367 8,998 SH SHARED 1 8,998
CVS CAREMARK CORPORATION COM 126650100 337 8,263 SH SHARED 2 8,263
CVS CAREMARK CORPORATION COM 126650100 798 19,575 SH SHARED 3 19,575
CVS CAREMARK CORPORATION COM 126650100 442 10,828 SH SHARED 4 10,828
CVS CAREMARK CORPORATION COM 126650100 554 13,593 SH SHARED 5 13,593
DANA HLDG CORP COM 235825205 313 25,802 SH SHARED 1 25,802
DANA HLDG CORP COM 235825205 291 23,913 SH SHARED 2 23,913
DANA HLDG CORP COM 235825205 214 17,643 SH SHARED 3 17,643
DANA HLDG CORP COM 235825205 122 10,054 SH SHARED 4 10,054
DANA HLDG CORP COM 235825205 153 12,588 SH SHARED 5 12,588
DARDEN RESTAURANTS INC COM 237194105 1,324 29,058 SH SHARED 3 29,058
DARDEN RESTAURANTS INC COM 237194105 749 16,443 SH SHARED 4 16,443
DARDEN RESTAURANTS INC COM 237194105 936 20,541 SH SHARED 5 20,541
DDI CORP COM 0.0001 NEW 233162502 2,488 266,638 SH SHARED 3 266,638
DDI CORP COM 0.0001 NEW 233162502 1,420 152,163 SH SHARED 4 152,163
DDI CORP COM 0.0001 NEW 233162502 1,774 190,170 SH SHARED 5 190,170
DECKERS OUTDOOR CORP COM 243537107 440 5,822 SH SHARED 3 5,822
DECKERS OUTDOOR CORP COM 243537107 251 3,320 SH SHARED 4 3,320
DECKERS OUTDOOR CORP COM 243537107 314 4,150 SH SHARED 5 4,150
DELPHI AUTOMOTIVE PLC SHS G27823106 535 24,837 SH SHARED 1 24,837
DELPHI AUTOMOTIVE PLC SHS G27823106 495 22,999 SH SHARED 2 22,999
DELPHI AUTOMOTIVE PLC SHS G27823106 363 16,870 SH SHARED 3 16,870
DELPHI AUTOMOTIVE PLC SHS G27823106 207 9,625 SH SHARED 4 9,625
DELPHI AUTOMOTIVE PLC SHS G27823106 260 12,069 SH SHARED 5 12,069
DOW CHEM CO COM 260543103 1,263 43,904 SH SHARED 3 43,904
DOW CHEM CO COM 260543103 720 25,034 SH SHARED 4 25,034
DOW CHEM CO COM 260543103 900 31,281 SH SHARED 5 31,281
E M C CORP MASS COM 268648102 244 11,305 SH SHARED 1 11,305
E M C CORP MASS COM 268648102 219 10,178 SH SHARED 2 10,178
E M C CORP MASS COM 268648102 2,722 126,371 SH SHARED 3 126,371
E M C CORP MASS COM 268648102 1,499 69,581 SH SHARED 4 69,581
E M C CORP MASS COM 268648102 1,882 87,395 SH SHARED 5 87,395
EAGLE MATERIALS INC COM 26969P108 673 26,226 SH SHARED 3 26,226
EAGLE MATERIALS INC COM 26969P108 384 14,951 SH SHARED 4 14,951
EAGLE MATERIALS INC COM 26969P108 479 18,686 SH SHARED 5 18,686
ENTROPIC COMMUNICATIONS INC COM 29384R105 126 24,735 SH SHARED 3 24,735
ENTROPIC COMMUNICATIONS INC COM 29384R105 70 13,683 SH SHARED 4 13,683
ENTROPIC COMMUNICATIONS INC COM 29384R105 88 17,176 SH SHARED 5 17,176
F5 NETWORKS INC COM 315616102 796 7,500 PUT SHARED 1 7,500
F5 NETWORKS INC COM 315616102 732 6,900 PUT SHARED 2 6,900
F5 NETWORKS INC COM 315616102 541 5,100 PUT SHARED 3 5,100
F5 NETWORKS INC COM 315616102 308 2,900 PUT SHARED 4 2,900
F5 NETWORKS INC COM 315616102 382 3,600 PUT SHARED 5 3,600
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 1,237 159,213 SH SHARED 1 159,213
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 1,147 147,655 SH SHARED 2 147,655
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 1,276 164,181 SH SHARED 3 164,181
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 726 93,464 SH SHARED 4 93,464
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 908 116,872 SH SHARED 5 116,872
FIFTH STREET FINANCE CORP COM 31678A103 249 25,978 SH SHARED 3 25,978
FIFTH STREET FINANCE CORP COM 31678A103 142 14,813 SH SHARED 4 14,813
FIFTH STREET FINANCE CORP COM 31678A103 177 18,509 SH SHARED 5 18,509
GENERAC HLDGS INC COM 368736104 1,263 45,056 SH SHARED 3 45,056
GENERAC HLDGS INC COM 368736104 719 25,656 SH SHARED 4 25,656
GENERAC HLDGS INC COM 368736104 899 32,072 SH SHARED 5 32,072
GOLDCORP INC NEW COM 380956409 1,903 43,013 SH SHARED 1 43,013
GOLDCORP INC NEW COM 380956409 1,761 39,798 SH SHARED 2 39,798
GOLDCORP INC NEW COM 380956409 1,691 38,214 SH SHARED 3 38,214
GOLDCORP INC NEW COM 380956409 963 21,766 SH SHARED 4 21,766
GOLDCORP INC NEW COM 380956409 1,205 27,233 SH SHARED 5 27,233
GOOGLE INC CL A 38259P508 593 918 SH SHARED 1 918
GOOGLE INC CL A 38259P508 544 843 SH SHARED 2 843
GOOGLE INC CL A 38259P508 957 1,481 SH SHARED 3 1,481
GOOGLE INC CL A 38259P508 529 819 SH SHARED 4 819
GOOGLE INC CL A 38259P508 664 1,028 SH SHARED 5 1,028
GROUPON INC COM CL A 399473107 587 28,438 SH SHARED 1 28,438
GROUPON INC COM CL A 399473107 542 26,286 SH SHARED 2 26,286
GROUPON INC COM CL A 399473107 420 20,362 SH SHARED 3 20,362
GROUPON INC COM CL A 399473107 225 10,918 SH SHARED 4 10,918
GROUPON INC COM CL A 399473107 289 13,996 SH SHARED 5 13,996
GSE SYS INC COM 36227K106 54 27,700 SH SHARED 1 27,700
GSE SYS INC COM 36227K106 30 15,372 SH SHARED 2 15,372
GSE SYS INC COM 36227K106 45 23,026 SH SHARED 3 23,026
GSE SYS INC COM 36227K106 25 12,592 SH SHARED 4 12,592
GSE SYS INC COM 36227K106 30 15,554 SH SHARED 5 15,554
HOLOGIC INC COM 436440101 385 22,015 SH SHARED 3 22,015
HOLOGIC INC COM 436440101 213 12,178 SH SHARED 4 12,178
HOLOGIC INC COM 436440101 268 15,287 SH SHARED 5 15,287
ICG GROUP INC COM 44928D108 1,536 199,009 SH SHARED 3 199,009
ICG GROUP INC COM 44928D108 822 106,488 SH SHARED 4 106,488
ICG GROUP INC COM 44928D108 1,035 134,106 SH SHARED 5 134,106
IMMERSION CORP COM 452521107 3,353 647,322 SH SHARED 1 647,322
IMMERSION CORP COM 452521107 3,567 688,538 SH SHARED 2 688,538
IMMERSION CORP COM 452521107 2,719 524,948 SH SHARED 3 524,948
IMMERSION CORP COM 452521107 1,015 195,852 SH SHARED 4 195,852
IMMERSION CORP COM 452521107 1,399 270,042 SH SHARED 5 270,042
ION GEOPHYSICAL CORP COM 462044108 1,955 318,951 SH SHARED 3 318,951
ION GEOPHYSICAL CORP COM 462044108 1,113 181,619 SH SHARED 4 181,619
ION GEOPHYSICAL CORP COM 462044108 1,392 227,014 SH SHARED 5 227,014
IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 17 9,632 SH SOLE 9,632
IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 47 27,158 SH SHARED 1 27,158
IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 49 28,268 SH SHARED 2 28,268
IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 49 28,230 SH SHARED 3 28,230
IRIDIUM COMMUNICATIONS INC *W EXP 02/14/201 46269C110 22 12,970 SH SHARED 5 12,970
ISHARES GOLD TRUST ISHARES 464285105 12,721 835,284 SH SHARED 1 835,284
ISHARES GOLD TRUST ISHARES 464285105 11,834 777,031 SH SHARED 2 777,031
ISHARES GOLD TRUST ISHARES 464285105 8,783 576,667 SH SHARED 3 576,667
ISHARES GOLD TRUST ISHARES 464285105 5,005 328,645 SH SHARED 4 328,645
ISHARES GOLD TRUST ISHARES 464285105 6,256 410,786 SH SHARED 5 410,786
ISHARES TR DJ SEL DIV INX 464287168 617 11,475 SH SHARED 1 11,475
ISHARES TR DJ SEL DIV INX 464287168 574 10,666 SH SHARED 2 10,666
ISHARES TR DJ SEL DIV INX 464287168 2,861 53,205 SH SHARED 3 53,205
ISHARES TR DJ SEL DIV INX 464287168 1,629 30,296 SH SHARED 4 30,296
ISHARES TR DJ SEL DIV INX 464287168 2,037 37,881 SH SHARED 5 37,881
ISHARES TR BARCLYS TIPS BD 464287176 1,896 16,246 SH SHARED 1 16,246
ISHARES TR BARCLYS TIPS BD 464287176 1,732 14,847 SH SHARED 2 14,847
ISHARES TR BARCLYS TIPS BD 464287176 2,497 21,402 SH SHARED 3 21,402
ISHARES TR BARCLYS TIPS BD 464287176 1,381 11,839 SH SHARED 4 11,839
ISHARES TR BARCLYS TIPS BD 464287176 1,734 14,862 SH SHARED 5 14,862
ISHARES TR FTSE CHINA25 IDX 464287184 2,422 69,458 SH SHARED 1 69,458
ISHARES TR FTSE CHINA25 IDX 464287184 2,244 64,360 SH SHARED 2 64,360
ISHARES TR FTSE CHINA25 IDX 464287184 1,634 46,873 SH SHARED 3 46,873
ISHARES TR FTSE CHINA25 IDX 464287184 933 26,756 SH SHARED 4 26,756
ISHARES TR FTSE CHINA25 IDX 464287184 1,159 33,227 SH SHARED 5 33,227
ISHARES TR FTSE CHINA25 IDX 464287184 4,362 125,103 SH SHARED 6 125,103
ISHARES TR MSCI EMERG MKT 464287234 4,705 124,000 CALL SHARED 1 124,000
ISHARES TR MSCI EMERG MKT 464287234 4,367 115,100 CALL SHARED 2 115,100
ISHARES TR MSCI EMERG MKT 464287234 3,195 84,200 CALL SHARED 3 84,200
ISHARES TR MSCI EMERG MKT 464287234 1,810 47,700 CALL SHARED 4 47,700
ISHARES TR MSCI EMERG MKT 464287234 2,273 59,900 CALL SHARED 5 59,900
ISHARES TR MSCI EMERG MKT 464287234 2,622 69,100 CALL SHARED 6 69,100
ISHARES TR RUSSELL 2000 464287655 2,102 28,500 PUT SHARED 1 28,500
ISHARES TR RUSSELL 2000 464287655 1,484 20,121 SH SHARED 1 20,121
ISHARES TR RUSSELL 2000 464287655 1,954 26,500 PUT SHARED 2 26,500
ISHARES TR RUSSELL 2000 464287655 1,378 18,686 SH SHARED 2 18,686
ISHARES TR RUSSELL 2000 464287655 1,482 20,100 PUT SHARED 3 20,100
ISHARES TR RUSSELL 2000 464287655 1,007 13,657 SH SHARED 3 13,657
ISHARES TR RUSSELL 2000 464287655 819 11,100 PUT SHARED 4 11,100
ISHARES TR RUSSELL 2000 464287655 575 7,794 SH SHARED 4 7,794
ISHARES TR RUSSELL 2000 464287655 1,033 14,000 PUT SHARED 5 14,000
ISHARES TR RUSSELL 2000 464287655 718 9,742 SH SHARED 5 9,742
ISHARES TR DJ OIL EQUIP 464288844 1,444 27,811 SH SHARED 1 27,811
ISHARES TR DJ OIL EQUIP 464288844 1,337 25,758 SH SHARED 2 25,758
ISHARES TR DJ OIL EQUIP 464288844 991 19,091 SH SHARED 3 19,091
ISHARES TR DJ OIL EQUIP 464288844 565 10,888 SH SHARED 4 10,888
ISHARES TR DJ OIL EQUIP 464288844 709 13,652 SH SHARED 5 13,652
JOHNSON CTLS INC COM 478366107 469 15,000 SH SOLE 15,000
KIMBERLY CLARK CORP COM 494368103 850 11,553 SH SHARED 3 11,553
KIMBERLY CLARK CORP COM 494368103 485 6,588 SH SHARED 4 6,588
KIMBERLY CLARK CORP COM 494368103 605 8,231 SH SHARED 5 8,231
LEAR CORP COM NEW 521865204 597 15,000 SH SOLE 15,000
LOWES COS INC COM 548661107 813 32,022 SH SHARED 3 32,022
LOWES COS INC COM 548661107 463 18,229 SH SHARED 4 18,229
LOWES COS INC COM 548661107 579 22,795 SH SHARED 5 22,795
LUFKIN INDS INC COM 549764108 1,526 22,672 SH SHARED 3 22,672
LUFKIN INDS INC COM 549764108 868 12,901 SH SHARED 4 12,901
LUFKIN INDS INC COM 549764108 1,085 16,118 SH SHARED 5 16,118
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,441 75,123 SH SHARED 3 75,123
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,345 41,399 SH SHARED 4 41,399
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,694 52,149 SH SHARED 5 52,149
MAGNA INTL INC COM 559222401 185 5,548 SH SOLE 5,548
MAGNA INTL INC COM 559222401 480 14,398 SH SHARED 1 14,398
MAGNA INTL INC COM 559222401 445 13,354 SH SHARED 2 13,354
MAGNA INTL INC COM 559222401 325 9,763 SH SHARED 3 9,763
MAGNA INTL INC COM 559222401 231 6,937 SH SHARED 5 6,937
MARRIOTT INTL INC NEW CL A 571903202 1,250 42,868 SH SHARED 1 42,868
MARRIOTT INTL INC NEW CL A 571903202 1,148 39,368 SH SHARED 2 39,368
MARRIOTT INTL INC NEW CL A 571903202 2,088 71,572 SH SHARED 3 71,572
MARRIOTT INTL INC NEW CL A 571903202 1,155 39,592 SH SHARED 4 39,592
MARRIOTT INTL INC NEW CL A 571903202 1,450 49,700 SH SHARED 5 49,700
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 401 28,919 SH SHARED 1 28,919
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 372 26,827 SH SHARED 2 26,827
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 269 19,434 SH SHARED 3 19,434
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 153 11,029 SH SHARED 4 11,029
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 191 13,791 SH SHARED 5 13,791
MCDONALDS CORP COM 580135101 1,076 10,721 SH SHARED 3 10,721
MCDONALDS CORP COM 580135101 595 5,931 SH SHARED 4 5,931
MCDONALDS CORP COM 580135101 747 7,445 SH SHARED 5 7,445
MEDLEY CAP CORP COM 58503F106 2,918 280,589 SH SHARED 3 280,589
MEDLEY CAP CORP COM 58503F106 1,408 135,337 SH SHARED 4 135,337
MEDLEY CAP CORP COM 58503F106 1,762 169,409 SH SHARED 5 169,409
METALS USA HLDGS CORP COM 59132A104 475 42,192 SH SHARED 3 42,192
METALS USA HLDGS CORP COM 59132A104 263 23,378 SH SHARED 4 23,378
METALS USA HLDGS CORP COM 59132A104 326 29,020 SH SHARED 5 29,020
MICRON TECHNOLOGY INC COM 595112103 2,604 414,049 SH SHARED 3 414,049
MICRON TECHNOLOGY INC COM 595112103 1,486 236,214 SH SHARED 4 236,214
MICRON TECHNOLOGY INC COM 595112103 1,863 296,213 SH SHARED 5 296,213
MICROS SYS INC COM 594901100 1,243 26,681 SH SHARED 3 26,681
MICROS SYS INC COM 594901100 689 14,795 SH SHARED 4 14,795
MICROS SYS INC COM 594901100 863 18,524 SH SHARED 5 18,524
MICROSOFT CORP COM 594918104 1,161 44,736 SH SHARED 1 44,736
MICROSOFT CORP COM 594918104 1,081 41,640 SH SHARED 2 41,640
MICROSOFT CORP COM 594918104 806 31,031 SH SHARED 3 31,031
MICROSOFT CORP COM 594918104 460 17,704 SH SHARED 4 17,704
MICROSOFT CORP COM 594918104 574 22,124 SH SHARED 5 22,124
MURPHY OIL CORP COM 626717102 894 16,045 SH SHARED 3 16,045
MURPHY OIL CORP COM 626717102 508 9,119 SH SHARED 4 9,119
MURPHY OIL CORP COM 626717102 636 11,404 SH SHARED 5 11,404
NATIONAL CINEMEDIA INC COM 635309107 813 65,583 SH SHARED 3 65,583
NATIONAL CINEMEDIA INC COM 635309107 464 37,405 SH SHARED 4 37,405
NATIONAL CINEMEDIA INC COM 635309107 582 46,897 SH SHARED 5 46,897
NETAPP INC COM 64110D104 954 26,307 SH SHARED 3 26,307
NETAPP INC COM 64110D104 543 14,967 SH SHARED 4 14,967
NETAPP INC COM 64110D104 679 18,726 SH SHARED 5 18,726
NORDSTROM INC COM 655664100 1,122 22,561 SH SHARED 3 22,561
NORDSTROM INC COM 655664100 636 12,795 SH SHARED 4 12,795
NORDSTROM INC COM 655664100 798 16,047 SH SHARED 5 16,047
NUTRI SYS INC NEW COM 67069D108 770 59,514 SH SHARED 1 59,514
NUTRI SYS INC NEW COM 67069D108 713 55,155 SH SHARED 2 55,155
NUTRI SYS INC NEW COM 67069D108 1,072 82,892 SH SHARED 3 82,892
NUTRI SYS INC NEW COM 67069D108 612 47,298 SH SHARED 4 47,298
NUTRI SYS INC NEW COM 67069D108 764 59,113 SH SHARED 5 59,113
ORACLE CORP COM 68389X105 770 30,000 SH SHARED 3 30,000
ORACLE CORP COM 68389X105 416 16,228 SH SHARED 4 16,228
ORACLE CORP COM 68389X105 524 20,441 SH SHARED 5 20,441
P F CHANGS CHINA BISTRO INC COM 69333Y108 1,310 42,388 SH SHARED 3 42,388
P F CHANGS CHINA BISTRO INC COM 69333Y108 741 23,986 SH SHARED 4 23,986
P F CHANGS CHINA BISTRO INC COM 69333Y108 926 29,964 SH SHARED 5 29,964
PANDORA MEDIA INC COM 698354107 333 33,290 SH SHARED 1 33,290
PANDORA MEDIA INC COM 698354107 310 30,984 SH SHARED 2 30,984
PANDORA MEDIA INC COM 698354107 231 23,090 SH SHARED 3 23,090
PANDORA MEDIA INC COM 698354107 132 13,174 SH SHARED 4 13,174
PANDORA MEDIA INC COM 698354107 165 16,462 SH SHARED 5 16,462
PATRIOT TRANSN HLDG INC COM 70337B102 56 2,559 SH SOLE 2,559
PATRIOT TRANSN HLDG INC COM 70337B102 265 12,234 SH SHARED 1 12,234
PATRIOT TRANSN HLDG INC COM 70337B102 294 13,531 SH SHARED 2 13,531
PENN NATL GAMING INC COM 707569109 1,119 29,390 SH SHARED 3 29,390
PENN NATL GAMING INC COM 707569109 619 16,258 SH SHARED 4 16,258
PENN NATL GAMING INC COM 707569109 777 20,409 SH SHARED 5 20,409
PERVASIVE SOFTWARE INC COM 715710109 1,861 319,747 SH SHARED 1 319,747
PERVASIVE SOFTWARE INC COM 715710109 1,959 336,543 SH SHARED 2 336,543
PERVASIVE SOFTWARE INC COM 715710109 1,500 257,813 SH SHARED 3 257,813
PERVASIVE SOFTWARE INC COM 715710109 582 99,992 SH SHARED 4 99,992
PERVASIVE SOFTWARE INC COM 715710109 756 129,833 SH SHARED 5 129,833
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,174 9,447 SH SHARED 1 9,447
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,079 8,676 SH SHARED 2 8,676
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,711 13,760 SH SHARED 3 13,760
PETROCHINA CO LTD SPONSORED ADR 71646E100 946 7,612 SH SHARED 4 7,612
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,188 9,555 SH SHARED 5 9,555
PHILIP MORRIS INTL INC COM 718172109 3,847 49,016 SH SHARED 1 49,016
PHILIP MORRIS INTL INC COM 718172109 3,569 45,481 SH SHARED 2 45,481
PHILIP MORRIS INTL INC COM 718172109 2,585 32,944 SH SHARED 3 32,944
PHILIP MORRIS INTL INC COM 718172109 1,470 18,725 SH SHARED 4 18,725
PHILIP MORRIS INTL INC COM 718172109 1,838 23,417 SH SHARED 5 23,417
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3,329 59,634 SH SHARED 3 59,634
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,888 33,824 SH SHARED 4 33,824
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2,361 42,286 SH SHARED 5 42,286
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 3,209 142,800 CALL SHARED 1 142,800
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 519 23,113 SH SHARED 1 23,113
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 2,971 132,200 CALL SHARED 2 132,200
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 470 20,937 SH SHARED 2 20,937
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 2,276 101,300 CALL SHARED 3 101,300
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 403 17,955 SH SHARED 3 17,955
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 1,258 56,000 CALL SHARED 4 56,000
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 223 9,932 SH SHARED 4 9,932
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 1,580 70,300 CALL SHARED 5 70,300
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 280 12,468 SH SHARED 5 12,468
POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 463 1,047,914 PRN SHARED 1 1,047,914
POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 427 966,584 PRN SHARED 2 966,584
POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 505 1,143,969 PRN SHARED 3 1,143,969
POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 161 364,806 PRN SHARED 4 364,806
POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0 739363AF6 210 476,727 PRN SHARED 5 476,727
PRAXAIR INC COM 74005P104 1,461 13,671 SH SHARED 1 13,671
PRAXAIR INC COM 74005P104 1,354 12,669 SH SHARED 2 12,669
PRAXAIR INC COM 74005P104 1,968 18,413 SH SHARED 3 18,413
PRAXAIR INC COM 74005P104 1,089 10,186 SH SHARED 4 10,186
PRAXAIR INC COM 74005P104 1,367 12,786 SH SHARED 5 12,786
PROCTER & GAMBLE CO COM 742718109 664 9,961 SH SHARED 3 9,961
PROCTER & GAMBLE CO COM 742718109 379 5,680 SH SHARED 4 5,680
PROCTER & GAMBLE CO COM 742718109 473 7,097 SH SHARED 5 7,097
QUEST SOFTWARE INC COM 74834T103 106 5,690 SH SOLE 5,690
QUEST SOFTWARE INC COM 74834T103 432 23,212 SH SHARED 3 23,212
QUEST SOFTWARE INC COM 74834T103 239 12,840 SH SHARED 4 12,840
QUEST SOFTWARE INC COM 74834T103 300 16,119 SH SHARED 5 16,119
QUICKSILVER RESOURCES INC COM 74837R104 375 55,891 SH SHARED 1 55,891
QUICKSILVER RESOURCES INC COM 74837R104 348 51,878 SH SHARED 2 51,878
QUICKSILVER RESOURCES INC COM 74837R104 251 37,478 SH SHARED 3 37,478
QUICKSILVER RESOURCES INC COM 74837R104 143 21,340 SH SHARED 4 21,340
QUICKSILVER RESOURCES INC COM 74837R104 179 26,678 SH SHARED 5 26,678
RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 270,000 181,294 SH SHARED 1 181,294
RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 252 169,019 SH SHARED 2 169,019
RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 296 198,856 SH SHARED 3 198,856
RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 95 64,039 SH SHARED 4 64,039
RESOLUTE ENERGY CORP *W EXP 09/25/201 76116A116 124 83,442 SH SHARED 5 83,442
RIVERBED TECHNOLOGY INC COM 768573107 1,009 42,954 SH SHARED 3 42,954
RIVERBED TECHNOLOGY INC COM 768573107 571 24,293 SH SHARED 4 24,293
RIVERBED TECHNOLOGY INC COM 768573107 713 30,339 SH SHARED 5 30,339
ROVI CORP COM 779376102 772 31,414 SH SHARED 3 31,414
ROVI CORP COM 779376102 441 17,950 SH SHARED 4 17,950
ROVI CORP COM 779376102 551 22,423 SH SHARED 5 22,423
RUBICON MINERALS CORP COM 780911103 1,185 313,459 SH SHARED 1 313,459
RUBICON MINERALS CORP COM 780911103 1,088 287,867 SH SHARED 2 287,867
RUBICON MINERALS CORP COM 780911103 1,506 398,377 SH SHARED 3 398,377
RUBICON MINERALS CORP COM 780911103 859 227,151 SH SHARED 4 227,151
RUBICON MINERALS CORP COM 780911103 1,073 283,831 SH SHARED 5 283,831
SAFEWAY INC COM NEW 786514208 957 45,479 SH SHARED 3 45,479
SAFEWAY INC COM NEW 786514208 529 25,158 SH SHARED 4 25,158
SAFEWAY INC COM NEW 786514208 664 31,581 SH SHARED 5 31,581
SEABRIDGE GOLD INC COM 811916105 188 11,676 SH SOLE 11,676
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,399 184,538 SH SHARED 1 184,538
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,223 171,031 SH SHARED 2 171,031
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,649 126,865 SH SHARED 3 126,865
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 935 71,957 SH SHARED 4 71,957
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,169 89,958 SH SHARED 5 89,958
SHAW GROUP INC COM 820280105 408 15,155 SH SHARED 3 15,155
SHAW GROUP INC COM 820280105 232 8,627 SH SHARED 4 8,627
SHAW GROUP INC COM 820280105 290 10,788 SH SHARED 5 10,788
SIRIUS XM RADIO INC COM 82967N108 2,496 1,371,438 SH SHARED 1 1,371,438
SIRIUS XM RADIO INC COM 82967N108 2,306 1,267,186 SH SHARED 2 1,267,186
SIRIUS XM RADIO INC COM 82967N108 2,535 1,392,776 SH SHARED 3 1,392,776
SIRIUS XM RADIO INC COM 82967N108 1,402 770,448 SH SHARED 4 770,448
SIRIUS XM RADIO INC COM 82967N108 1,760 967,149 SH SHARED 5 967,149
SOLARWINDS INC COM 83416B109 841 30,103 SH SHARED 3 30,103
SOLARWINDS INC COM 83416B109 457 16,338 SH SHARED 4 16,338
SOLARWINDS INC COM 83416B109 574 20,542 SH SHARED 5 20,542
SPDR GOLD TRUST GOLD SHS 78463V107 54,519 358,700 CALL SHARED 1 358,700
SPDR GOLD TRUST GOLD SHS 78463V107 4,108 27,027 SH SHARED 1 27,027
SPDR GOLD TRUST GOLD SHS 78463V107 50,643 333,200 CALL SHARED 2 333,200
SPDR GOLD TRUST GOLD SHS 78463V107 3,743 24,625 SH SHARED 2 24,625
SPDR GOLD TRUST GOLD SHS 78463V107 37,618 247,500 CALL SHARED 3 247,500
SPDR GOLD TRUST GOLD SHS 78463V107 2,866 18,856 SH SHARED 3 18,856
SPDR GOLD TRUST GOLD SHS 78463V107 21,172 139,300 CALL SHARED 4 139,300
SPDR GOLD TRUST GOLD SHS 78463V107 1,588 10,450 SH SHARED 4 10,450
SPDR GOLD TRUST GOLD SHS 78463V107 26,522 174,500 CALL SHARED 5 174,500
SPDR GOLD TRUST GOLD SHS 78463V107 1,986 13,069 SH SHARED 5 13,069
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,739 77,600 PUT SHARED 1 77,600
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,948 71,300 PUT SHARED 2 71,300
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,677 53,200 PUT SHARED 3 53,200
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,690 29,400 PUT SHARED 4 29,400
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,631 36,900 PUT SHARED 5 36,900
SRS LABS INC COM 78464M106 1,968 342,292 SH SHARED 1 342,292
SRS LABS INC COM 78464M106 2,120 368,680 SH SHARED 2 368,680
SRS LABS INC COM 78464M106 2,212 384,689 SH SHARED 3 384,689
SRS LABS INC COM 78464M106 878 152,659 SH SHARED 4 152,659
SRS LABS INC COM 78464M106 1,016 176,680 SH SHARED 5 176,680
STARBUCKS CORP COM 855244109 1,985 43,145 SH SHARED 3 43,145
STARBUCKS CORP COM 855244109 1,098 23,867 SH SHARED 4 23,867
STARBUCKS CORP COM 855244109 1,378 29,960 SH SHARED 5 29,960
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,134 23,640 SH SHARED 3 23,640
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 627 13,077 SH SHARED 4 13,077
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 787 16,416 SH SHARED 5 16,416
STARWOOD PPTY TR INC COM 85571B105 1,749 94,473 SH SHARED 3 94,473
STARWOOD PPTY TR INC COM 85571B105 967 52,260 SH SHARED 4 52,260
STARWOOD PPTY TR INC COM 85571B105 1,214 65,602 SH SHARED 5 65,602
TARGET CORP COM 87612E106 1,576 30,772 SH SHARED 3 30,772
TARGET CORP COM 87612E106 872 17,022 SH SHARED 4 17,022
TARGET CORP COM 87612E106 1,094 21,368 SH SHARED 5 21,368
TELLABS INC COM 879664100 2,656 657,536 SH SHARED 1 657,536
TELLABS INC COM 879664100 2,347 580,979 SH SHARED 2 580,979
TELLABS INC COM 879664100 2,453 607,061 SH SHARED 3 607,061
TELLABS INC COM 879664100 776 191,978 SH SHARED 4 191,978
TELLABS INC COM 879664100 1,409 348,740 SH SHARED 5 348,740
TENNECO INC COM 880349105 536 18,000 SH SOLE 18,000
TEXTRON INC COM 883203101 916 49,534 SH SHARED 3 49,534
TEXTRON INC COM 883203101 507 27,401 SH SHARED 4 27,401
TEXTRON INC COM 883203101 636 34,397 SH SHARED 5 34,397
TIBCO SOFTWARE INC COM 88632Q103 1,442 60,307 SH SHARED 3 60,307
TIBCO SOFTWARE INC COM 88632Q103 818 34,219 SH SHARED 4 34,219
TIBCO SOFTWARE INC COM 88632Q103 1,023 42,784 SH SHARED 5 42,784
TIME WARNER CABLE INC COM 88732J207 2,424 38,137 SH SHARED 1 38,137
TIME WARNER CABLE INC COM 88732J207 2,255 35,477 SH SHARED 2 35,477
TIME WARNER CABLE INC COM 88732J207 1,676 26,358 SH SHARED 3 26,358
TIME WARNER CABLE INC COM 88732J207 954 15,009 SH SHARED 4 15,009
TIME WARNER CABLE INC COM 88732J207 1,193 18,760 SH SHARED 5 18,760
TJX COS INC NEW COM 872540109 1,351 20,931 SH SHARED 3 20,931
TJX COS INC NEW COM 872540109 747 11,578 SH SHARED 4 11,578
TJX COS INC NEW COM 872540109 938 14,535 SH SHARED 5 14,535
TRIQUINT SEMICONDUCTOR INC COM 89674K103 216 44,417 SH SHARED 3 44,417
TRIQUINT SEMICONDUCTOR INC COM 89674K103 120 24,570 SH SHARED 4 24,570
TRIQUINT SEMICONDUCTOR INC COM 89674K103 150 30,843 SH SHARED 5 30,843
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 433 13,272 SH SOLE 13,272
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 283 8,675 SH SHARED 1 8,675
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 263 8,053 SH SHARED 2 8,053
TWO HBRS INVT CORP COM 90187B101 831 89,987 SH SHARED 3 89,987
TWO HBRS INVT CORP COM 90187B101 460 49,778 SH SHARED 4 49,778
TWO HBRS INVT CORP COM 90187B101 577 62,487 SH SHARED 5 62,487
TYCO INTERNATIONAL LTD SHS H89128104 855 18,313 SH SHARED 3 18,313
TYCO INTERNATIONAL LTD SHS H89128104 473 10,130 SH SHARED 4 10,130
TYCO INTERNATIONAL LTD SHS H89128104 594 12,717 SH SHARED 5 12,717
U S G CORP COM NEW 903293405 1,112 109,400 CALL SHARED 3 109,400
U S G CORP COM NEW 903293405 884 87,025 SH SHARED 3 87,025
U S G CORP COM NEW 903293405 635 62,500 CALL SHARED 4 62,500
U S G CORP COM NEW 903293405 503 49,541 SH SHARED 4 49,541
U S G CORP COM NEW 903293405 793 78,100 CALL SHARED 5 78,100
U S G CORP COM NEW 903293405 629 61,949 SH SHARED 5 61,949
UTSTARCOM HOLDINGS CORP USD ORD SHS G9310A106 34 24,689 SH SHARED 1 24,689
UTSTARCOM HOLDINGS CORP USD ORD SHS G9310A106 31 22,674 SH SHARED 2 22,674
UTSTARCOM HOLDINGS CORP USD ORD SHS G9310A106 180 130,594 SH SHARED 3 130,594
UTSTARCOM HOLDINGS CORP USD ORD SHS G9310A106 100 72,241 SH SHARED 4 72,241
UTSTARCOM HOLDINGS CORP USD ORD SHS G9310A106 125 90,684 SH SHARED 5 90,684
WYNN RESORTS LTD COM 983134107 552 5,000 SH SOLE 5,000
YONGYE INTL INC COM 98607B106 172 49,000 PUT SHARED 1 49,000
YONGYE INTL INC COM 98607B106 168 47,600 PUT SHARED 2 47,600
YONGYE INTL INC COM 98607B106 162 46,000 PUT SHARED 3 46,000
YONGYE INTL INC COM 98607B106 54 15,400 PUT SHARED 4 15,400
YONGYE INTL INC COM 98607B106 82 23,300 PUT SHARED 5 23,300
YONGYE INTL INC COM 98607B106 54 15,200 PUT SHARED 6 15,200
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