0001454027-11-000004.txt : 20110812
0001454027-11-000004.hdr.sgml : 20110812
20110812161748
ACCESSION NUMBER: 0001454027-11-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110812
DATE AS OF CHANGE: 20110812
EFFECTIVENESS DATE: 20110812
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Verition Fund Management LLC
CENTRAL INDEX KEY: 0001454027
IRS NUMBER: 262472334
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13309
FILM NUMBER: 111031633
BUSINESS ADDRESS:
STREET 1: ONE AMERICAN LANE
CITY: GREENWICH
STATE: CT
ZIP: 06831
BUSINESS PHONE: 203-742-7740
MAIL ADDRESS:
STREET 1: ONE AMERICAN LANE
CITY: GREENWICH
STATE: CT
ZIP: 06831
FORMER COMPANY:
FORMER CONFORMED NAME: Verition Fund Managegment LLC
DATE OF NAME CHANGE: 20090114
13F-HR
1
junefinal.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for Calendar Year or Quarter ended: June 30, 2011
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: Verition Fund Management, LLC
Address: One American Lane
Greenwich, CT 06831
13F File Number: 28-13309
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, list and tables, are considered integral parts of
this form.
Person signing this report on behalf of Reporting manager:
Name: Ted Hagan
Title: Chief Financial Officer
Phone: 203-742-7740
Signature, Place, and Date of Signing:
Ted Hagan Greenwich, CT 08/12/2011
Report Type (Check only one):
[X] 13F HOLDING 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
Form 13F Information Table Entry Total: 638
Form 13F Information Table Value Total: $862,579
List of Other Included Managers:
NONE
VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED OTHER
---------------------------- ------------------- --------- ------ ------- --- ---- ------- ---- ------- ------ -----
3M CO COM 88579Y101 518 5462 SH SOLE 5462 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1512 22600 SH CALL SOLE 22600 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1586 23700 SH PUT SOLE 23700 0 0
ACCURIDE CORP NEW COM NEW 00439T206 758 60000 SH SOLE 60000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 149 12757 SH SOLE 12757 0 0
ADTRAN INC COM 00738A106 875 22592 SH SOLE 22592 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2729 390432 SH SOLE 390432 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2726 390000 SH PUT SOLE 390000 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 301 11001 SH SOLE 11001 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1050 4078 SH SOLE 4078 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1545 6000 SH PUT SOLE 6000 0 0
AFLAC INC COM 001055102 371 7951 SH SOLE 7951 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 10760 8000000 PRN SOLE 8000000 0 0
AGNICO EAGLE MINES LTD COM 008474108 541 8563 SH SOLE 8563 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1787 56800 SH CALL SOLE 56800 0 0
ALCOA INC COM 013817101 2246 141609 SH SOLE 141609 0 0
ALCOA INC COM 013817101 4076 257000 SH PUT SOLE 257000 0 0
ALEXANDRIA REAL ESTATE EQIN COM 015271109 210 2709 SH SOLE 2709 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 291 6188 SH SOLE 6188 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 458 7222 SH SOLE 7222 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 8916 7000000 PRN SOLE 7000000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 395 4204 SH SOLE 4204 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 318 21993 SH SOLE 21993 0 0
AMDOCS LTD ORD G02602103 441 14500 SH CALL SOLE 14500 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 280 5193 SH SOLE 5193 0 0
AMERICAN AXLE & MFG HLDGSIN COM 024061103 570 50112 SH SOLE 50112 0 0
AMERICAN CAP LTD COM 02503Y103 170 17106 SH SOLE 17106 0 0
AMERICAN EAGLE OUTFITTERSNE COM 02553E106 172 13468 SH SOLE 13468 0 0
AMERIPRISE FINL INC COM 03076C106 478 8295 SH SOLE 8295 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1108 26759 SH SOLE 26759 0 0
ANADARKO PETE CORP COM 032511107 2149 28000 SH SOLE 28000 0 0
ANADARKO PETE CORP COM 032511107 9595 125000 SH CALL SOLE 125000 0 0
ANALOG DEVICES INC COM 032654105 262 6692 SH SOLE 6692 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 847 20132 SH SOLE 20132 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 328 5661 SH SOLE 5661 0 0
ANNALY CAP MGMT INC COM 035710409 960 53200 SH SOLE 53200 0 0
ANNALY CAP MGMT INC COM 035710409 6597 365700 SH CALL SOLE 365700 0 0
ANNALY CAP MGMT INC COM 035710409 4562 252900 SH PUT SOLE 252900 0 0
ANSYS INC COM 03662Q105 233 4267 SH SOLE 4267 0 0
APACHE CORP COM 037411105 248 2013 SH SOLE 2013 0 0
APACHE CORP COM 037411105 1234 10000 SH CALL SOLE 10000 0 0
APACHE CORP COM 037411105 1604 13000 SH PUT SOLE 13000 0 0
APPLE INC COM 037833100 1930 5749 SH SOLE 5749 0 0
APPLE INC COM 037833100 7519 22400 SH CALL SOLE 22400 0 0
APPLIED MATLS INC COM 038222105 211 16186 SH SOLE 16186 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1213 40222 SH SOLE 40222 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 452 15000 SH CALL SOLE 15000 0 0
ARM HLDGS PLC SPONSORED ADR 042068106 352 12391 SH SOLE 12391 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 498 40000 SH SOLE 40000 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 946 76000 SH PUT SOLE 76000 0 0
ASM INTL N V COM N07045102 206 5201 SH SOLE 5201 0 0
ASML HOLDING N V NY REG SHS N07059186 2584 69922 SH SOLE 69922 0 0
ASSOCIATED BANC CORP COM 045487105 141 10128 SH SOLE 10128 0 0
ATMEL CORP COM 049513104 1669 118597 SH SOLE 118597 0 0
ATMOS ENERGY CORP COM 049560105 209 6277 SH SOLE 6277 0 0
AUTOMATIC DATA PROCESSINGIN COM 053015103 680 12903 SH SOLE 12903 0 0
AUTOZONE INC COM 053332102 688 2332 SH SOLE 2332 0 0
AVALONBAY CMNTYS INC COM 053484101 1130 8800 SH SOLE 8800 0 0
AVIS BUDGET GROUP COM 053774105 1504 88000 SH SOLE 88000 0 0
AVNET INC COM 053807103 599 18791 SH SOLE 18791 0 0
AVON PRODS INC COM 054303102 389 13898 SH SOLE 13898 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 302 9743 SH SOLE 9743 0 0
BAKER HUGHES INC COM 057224107 489 6741 SH SOLE 6741 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 685 33444 SH SOLE 33444 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1834 89500 SH PUT SOLE 89500 0 0
BANK OF AMERICA CORPORATION COM 060505104 2010 183413 SH SOLE 183413 0 0
BANK OF AMERICA CORPORATION COM 060505104 3068 279900 SH PUT SOLE 279900 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 273 10640 SH SOLE 10640 0 0
BARCLAYS BANK PLC ETN IPTH LVSTK 06739H743 327 11178 SH SOLE 11178 0 0
BARCLAYS PLC ADR 06738E204 813 49500 SH SOLE 49500 0 0
BARCLAYS PLC ADR 06738E204 1232 75000 SH PUT SOLE 75000 0 0
BARD C R INC COM 067383109 265 2414 SH SOLE 2414 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1630 17221 SH SOLE 17221 0 0
BIG LOTS INC COM 089302103 3315 100000 SH CALL SOLE 100000 0 0
BIOGEN IDEC INC COM 09062X103 237 2216 SH SOLE 2216 0 0
BOEING CO COM 097023105 2360 31926 SH SOLE 31926 0 0
BORGWARNER INC COM 099724106 2989 37000 SH PUT SOLE 37000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 401 58000 SH SOLE 58000 0 0
BOYD GAMING CORP COM 103304101 319 36660 SH SOLE 36660 0 0
BPZ RESOURCES INC COM 055639108 50 15291 SH SOLE 15291 0 0
BRASKEM S A SP ADR PFD A 105532105 215 7403 SH SOLE 7403 0 0
BRIGHAM EXPLORATION CO COM 109178103 1497 50000 SH CALL SOLE 50000 0 0
BRIGHAM EXPLORATION CO COM 109178103 1197 40000 SH PUT SOLE 40000 0 0
BROADCOM CORP CL A 111320107 750 22283 SH SOLE 22283 0 0
BROADCOM CORP CL A 111320107 2523 75000 SH PUT SOLE 75000 0 0
BROADRIDGE FINL SOLUTIONSIN COM 11133T103 261 10839 SH SOLE 10839 0 0
BROCADE COMMUNICATIONS SYSI COM NEW 111621306 223 34474 SH SOLE 34474 0 0
BROOKS AUTOMATION INC COM 114340102 109 10000 SH SOLE 10000 0 0
BROWN & BROWN INC COM 115236101 288 11206 SH SOLE 11206 0 0
BUCYRUS INTL INC NEW COM 118759109 559 6100 SH SOLE 6100 0 0
CABOT OIL & GAS CORP COM 127097103 412 6211 SH SOLE 6211 0 0
CALLON PETE CO DEL COM 13123X102 1404 200039 SH SOLE 200039 0 0
CANADIAN PAC RY LTD COM 13645T100 309 4957 SH SOLE 4957 0 0
CANON INC ADR 138006309 236 4956 SH SOLE 4956 0 0
CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 2085 2000000 PRN SOLE 2000000 0 0
CAPITALSOURCE INC COM 14055X102 123 19046 SH SOLE 19046 0 0
CARNIVAL CORP PAIRED CTF 143658300 313 8308 SH SOLE 8308 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 203 2571 SH SOLE 2571 0 0
CELGENE CORP RIGHT 12/31/2011 151020112 249 121343 SH SOLE 121343 0 0
CENTURYTEL INC COM 156700106 313 7743 SH SOLE 7743 0 0
CF INDS HLDGS INC COM 125269100 2134 15061 SH SOLE 15061 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2132 71800 SH SOLE 71800 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3462 116600 SH PUT SOLE 116600 0 0
CHEVRON CORP NEW COM 166764100 530 5153 SH SOLE 5153 0 0
CHIMERA INVT CORP COM 16934Q109 77 22331 SH SOLE 22331 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 331 6386 SH SOLE 6386 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1745 37305 SH SOLE 37305 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4542 97100 SH CALL SOLE 97100 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 9983 213400 SH PUT SOLE 213400 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 453 4461 SH SOLE 4461 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 279 4267 SH SOLE 4267 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 376 18531 SH SOLE 18531 0 0
CHUBB CORP COM 171232101 558 8916 SH SOLE 8916 0 0
CISCO SYS INC COM 17275R102 597 38238 SH SOLE 38238 0 0
CISCO SYS INC COM 17275R102 781 50000 SH PUT SOLE 50000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 83 120000 SH SOLE 120000 0 0
CITIGROUP INC *W EXP 10/28/201 172967234 14 120000 SH SOLE 120000 0 0
CITIGROUP INC COM NEW 172967424 874 21000 SH CALL SOLE 21000 0 0
CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q507 352 16188 SH SOLE 16188 0 0
CLAYMORE ETF TRUST 2 ALPH CHINA TCH 18383Q135 268 9512 SH SOLE 9512 0 0
CLAYMORE ETF TRUST 2 CHINA SML CAP 18383Q853 217 7698 SH SOLE 7698 0 0
CLAYMORE EXCHANGE-TRADED FD ALPH SHS CHINA 18385P101 299 10637 SH SOLE 10637 0 0
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 133 10493 SH SOLE 10493 0 0
CLEARWIRE CORP NEW CL A 18538Q105 314 83100 SH PUT SOLE 83100 0 0
CNH GLOBAL N V SHS NEW N20935206 289 7481 SH SOLE 7481 0 0
COEUR D ALENE MINES CORP IDA COM NEW 192108504 1520 62647 SH SOLE 62647 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 867 11821 SH SOLE 11821 0 0
COMCAST CORP NEW CL A 20030N101 3878 153034 SH SOLE 153034 0 0
COMERICA INC COM 200340107 256 7417 SH SOLE 7417 0 0
COMMERCE BANCSHARES INC COM 200525103 209 4851 SH SOLE 4851 0 0
COMPASS MINERALS INTL INC COM 20451N101 424 4931 SH SOLE 4931 0 0
COMPUTER SCIENCES CORP COM 205363104 917 24166 SH SOLE 24166 0 0
CONSOL ENERGY INC COM 20854P109 352 7251 SH SOLE 7251 0 0
COOPER INDUSTRIES PLC SHS G24140108 512 8575 SH SOLE 8575 0 0
COPART INC COM 217204106 246 5275 SH SOLE 5275 0 0
CORINTHIAN COLLEGES INC COM 218868107 156 36681 SH SOLE 36681 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 974 45000 SH CALL SOLE 45000 0 0
COSTCO WHSL CORP NEW COM 22160K105 324 3989 SH SOLE 3989 0 0
COVENTRY HEALTH CARE INC COM 222862104 830 22770 SH SOLE 22770 0 0
COVIDIEN PLC SHS G2554F105 1274 23934 SH SOLE 23934 0 0
CRANE CO COM 224399105 456 9237 SH SOLE 9237 0 0
CREDICORP LTD COM G2519Y108 237 2751 SH SOLE 2751 0 0
CROWN CASTLE INTL CORP COM 228227104 365 8952 SH SOLE 8952 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 5479 4272000 PRN SOLE 4272000 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 319 8872 SH SOLE 8872 0 0
CUMULUS MEDIA INC CL A 231082108 560 160000 SH SOLE 160000 0 0
CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 16064 131100 SH PUT SOLE 131100 0 0
CVR ENERGY INC COM 12662P108 314 12767 SH SOLE 12767 0 0
CVS CAREMARK CORPORATION COM 126650100 225 5978 SH SOLE 5978 0 0
CYBERONICS INC COM 23251P102 273 9775 SH SOLE 9775 0 0
DEAN FOODS CO NEW COM 242370104 128 10416 SH SOLE 10416 0 0
DECKERS OUTDOOR CORP COM 243537107 425 4818 SH SOLE 4818 0 0
DEERE & CO COM 244199105 402 4874 SH SOLE 4874 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 869 94718 SH SOLE 94718 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1834 200000 SH CALL SOLE 200000 0 0
DENDREON CORP COM 24823Q107 276 6986 SH SOLE 6986 0 0
DENTSPLY INTL INC NEW COM 249030107 287 7538 SH SOLE 7538 0 0
DEVON ENERGY CORP NEW COM 25179M103 235 2976 SH SOLE 2976 0 0
DILLARDS INC CL A 254067101 273 5242 SH SOLE 5242 0 0
DIREXION SHS ETF TR DLY R/E BEAR3X 25459W334 170 13878 SH SOLE 13878 0 0
DIREXION SHS ETF TR DLY ENRGY BEAR3X 25459W342 359 24629 SH SOLE 24629 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 1196 46646 SH SOLE 46646 0 0
DIREXION SHS ETF TR SM CAP BULL 3X 25459W847 343 4200 SH SOLE 4200 0 0
DIREXION SHS ETF TR DLY TECH BEAR 3X 25459W318 324 15214 SH SOLE 15214 0 0
DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 358 10327 SH SOLE 10327 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1213 33178 SH SOLE 33178 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 550 13425 SH SOLE 13425 0 0
DISNEY WALT CO COM DISNEY 254687106 275 7036 SH SOLE 7036 0 0
DOLBY LABORATORIES INC COM 25659T107 249 5875 SH SOLE 5875 0 0
DOLLAR GEN CORP NEW COM 256677105 362 10681 SH SOLE 10681 0 0
DOMTAR CORP COM NEW 257559203 280 2961 SH SOLE 2961 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 221 11002 SH SOLE 11002 0 0
DRIL-QUIP INC COM 262037104 254 3749 SH SOLE 3749 0 0
DRYSHIPS INC SHS Y2109Q101 204 48752 SH SOLE 48752 0 0
DST SYS INC DEL COM 233326107 270 5109 SH SOLE 5109 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 211 15314 SH SOLE 15314 0 0
EASTMAN CHEM CO COM 277432100 209 2051 SH SOLE 2051 0 0
EASTMAN KODAK CO COM 277461109 113 31552 SH SOLE 31552 0 0
EBAY INC COM 278642103 323 10000 SH SOLE 10000 0 0
EDISON INTL COM 281020107 273 7048 SH SOLE 7048 0 0
EGA EMERGING GLOBAL SHS TR DJ MKT MET&MIN 268461852 252 11724 SH SOLE 11724 0 0
EGA EMERGING GLOBAL SHS TR EGS INDIA INFR 268461845 296 16089 SH SOLE 16089 0 0
ELAN PLC ADR 284131208 201 17675 SH SOLE 17675 0 0
ENCANA CORP COM 292505104 253 8208 SH SOLE 8208 0 0
ENERGEN CORP COM 29265N108 276 4885 SH SOLE 4885 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 459 13829 SH SOLE 13829 0 0
ENSCO PLC SPONSORED ADR 29358Q109 305 5724 SH SOLE 5724 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 199 22404 SH SOLE 22404 0 0
ENZO BIOCHEM INC COM 294100102 918 216000 SH SOLE 216000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 226 3613 SH SOLE 3613 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3006 50100 SH CALL SOLE 50100 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3060 51000 SH PUT SOLE 51000 0 0
EXPEDIA INC DEL COM 30212P105 2754 95000 SH CALL SOLE 95000 0 0
EXPEDIA INC DEL COM 30212P105 1884 65000 SH PUT SOLE 65000 0 0
EXPRESS SCRIPTS INC COM 302182100 291 5390 SH SOLE 5390 0 0
EXXON MOBIL CORP COM 30231G102 341 4195 SH SOLE 4195 0 0
EXXON MOBIL CORP COM 30231G102 4069 50000 SH PUT SOLE 50000 0 0
FACTSET RESH SYS INC COM 303075105 212 2069 SH SOLE 2069 0 0
FAMILY DLR STORES INC COM 307000109 399 7585 SH SOLE 7585 0 0
FASTENAL CO COM 311900104 2519 70000 SH PUT SOLE 70000 0 0
FIDELITY NATL INFORMATIONSV COM 31620M106 818 26556 SH SOLE 26556 0 0
FIFTH THIRD BANCORP COM 316773100 1648 129240 SH SOLE 129240 0 0
FIRST HORIZON NATL CORP COM 320517105 135 14134 SH SOLE 14134 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 505 38268 SH SOLE 38268 0 0
FIRST SOLAR INC COM 336433107 728 5502 SH SOLE 5502 0 0
FIRST TR ISE GLB WIND ENRGE COM SHS 33736G106 370 35404 SH SOLE 35404 0 0
FIRST TR ISE GLBL PLAT INDX COM 33737C104 307 10928 SH SOLE 10928 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 204 7915 SH SOLE 7915 0 0
FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 18154 1.4E+07 PRN SOLE 1.4E+07 0 0
FISERV INC COM 337738108 1100 17570 SH SOLE 17570 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 349 54289 SH SOLE 54289 0 0
FLOWSERVE CORP COM 34354P105 785 7148 SH SOLE 7148 0 0
FLUOR CORP NEW COM 343412102 478 7393 SH SOLE 7393 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2952 214051 SH SOLE 214051 0 0
FORD MTR CO DEL *W EXP 01/01/201 345370134 927 177000 SH SOLE 177000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3624 262800 SH CALL SOLE 262800 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1713 124200 SH PUT SOLE 124200 0 0
FOREST LABS INC COM 345838106 320 8140 SH SOLE 8140 0 0
FOREST OIL CORP COM PAR $0.01 346091705 257 9631 SH SOLE 9631 0 0
FOSTER WHEELER AG COM H27178104 490 16126 SH SOLE 16126 0 0
FREEPORT-MCMORAN COPPER &GO COM 35671D857 395 7472 SH SOLE 7472 0 0
GASTAR EXPL LTD COM NEW 367299203 2135 622500 SH SOLE 622500 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 852 20000 SH SOLE 20000 0 0
GENERAL DYNAMICS CORP COM 369550108 208 2790 SH SOLE 2790 0 0
GENERAL ELECTRIC CO COM 369604103 4878 258648 SH SOLE 258648 0 0
GENERAL MTRS CO COM 37045V100 2429 80000 SH SOLE 80000 0 0
GENON ENERGY INC COM 37244E107 211 54664 SH SOLE 54664 0 0
GEN-PROBE INC NEW COM 36866T103 942 13617 SH SOLE 13617 0 0
GEN-PROBE INC NEW COM 36866T103 6915 100000 SH CALL SOLE 100000 0 0
GERBER SCIENTIFIC INC COM 373730100 209 18819 SH SOLE 18819 0 0
GERDAU S A SPONSORED ADR 373737105 1378 131000 SH CALL SOLE 131000 0 0
GERDAU S A SPONSORED ADR 373737105 1473 140000 SH PUT SOLE 140000 0 0
GLOBAL PMTS INC COM 37940X102 862 16906 SH SOLE 16906 0 0
GLOBAL X FDS BRAZIL MID CAP 37950E788 245 13446 SH SOLE 13446 0 0
GLOBAL X FDS CHINA ENRG ETF 37950E507 261 15703 SH SOLE 15703 0 0
GLOBAL X FDS CHINA INDL ETF 37950E705 222 14494 SH SOLE 14494 0 0
GLOBAL X FDS CHINA FINL ETF 37950E606 165 12329 SH SOLE 12329 0 0
GLOBECOMM SYSTEMS INC COM 37956X103 2534 162869 SH SOLE 162869 0 0
GOLDCORP INC NEW COM 380956409 2655 55000 SH PUT SOLE 55000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1605 12058 SH SOLE 12058 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1624 12200 SH CALL SOLE 12200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4006 30100 SH PUT SOLE 30100 0 0
GRACE W R & CO DEL NEW COM 38388F108 593 13000 SH SOLE 13000 0 0
GREAT PLAINS ENERGY INC COM 391164100 336 16195 SH SOLE 16195 0 0
GT SOLAR INTL INC COM 3623E0209 402 24787 SH SOLE 24787 0 0
HALLIBURTON CO COM 406216101 377 7384 SH SOLE 7384 0 0
HANCOCK HLDG CO COM 410120109 457 14741 SH SOLE 14741 0 0
HANSEN NAT CORP COM 411310105 402 4961 SH SOLE 4961 0 0
HARTE-HANKS INC COM 416196103 134 16546 SH SOLE 16546 0 0
HASBRO INC COM 418056107 304 6921 SH SOLE 6921 0 0
HCC INS HLDGS INC COM 404132102 456 14464 SH SOLE 14464 0 0
HECKMANN CORP *W EXP 11/09/201 422680116 108 239000 SH SOLE 239000 0 0
HECLA MNG CO COM 422704106 82 10632 SH SOLE 10632 0 0
HENRY JACK & ASSOC INC COM 426281101 469 15633 SH SOLE 15633 0 0
HERSHEY CO COM 427866108 627 11034 SH SOLE 11034 0 0
HEWLETT PACKARD CO COM 428236103 287 7897 SH SOLE 7897 0 0
HEWLETT PACKARD CO COM 428236103 1107 30400 SH CALL SOLE 30400 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 4753 4875000 PRN SOLE 4875000 0 0
HOME DEPOT INC COM 437076102 724 20000 SH SOLE 20000 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 1940 51000 SH PUT SOLE 51000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 2787 56173 SH SOLE 56173 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 5508 111000 SH PUT SOLE 111000 0 0
HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 4985 3155000 PRN SOLE 3155000 0 0
HUNT J B TRANS SVCS INC COM 445658107 274 5821 SH SOLE 5821 0 0
HUNTINGTON BANCSHARES INC COM 446150104 126 19133 SH SOLE 19133 0 0
IDENTIVE GROUP INC COM 45170X106 94 40590 SH SOLE 40590 0 0
IDEX CORP COM 45167R104 210 4575 SH SOLE 4575 0 0
ILLUMINA INC COM 452327109 273 3635 SH SOLE 3635 0 0
IMMUCOR INC COM 452526106 1201 58807 SH SOLE 58807 0 0
INDEXIQ ETF TR CAN SML CP ETF 45409B867 271 8432 SH SOLE 8432 0 0
INDIA FD INC COM 454089103 1007 33232 SH SOLE 33232 0 0
INFORMATICA CORP COM 45666Q102 606 10373 SH SOLE 10373 0 0
INGERSOLL-RAND PLC SHS G47791101 203 4475 SH SOLE 4475 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 1342 76320 SH SOLE 76320 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 352 20000 SH PUT SOLE 20000 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 300 10712 SH SOLE 10712 0 0
INTEROIL CORP COM 460951106 457 7815 SH SOLE 7815 0 0
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PETROCHINA CO LTD SPONSORED ADR 71646E100 1176 8053 SH SOLE 8053 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 2336 16000 SH CALL SOLE 16000 0 0
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PETROHAWK ENERGY CORP COM 716495106 2467 100000 SH CALL SOLE 100000 0 0
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PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6312 186400 SH CALL SOLE 186400 0 0
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PIMCO ETF TR 25YR+ ZERO U S 72201R882 375 5373 SH SOLE 5373 0 0
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POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 1114 28797 SH SOLE 28797 0 0
POWERSHARES ETF TR II S&P SMCP HC PO 73937B886 891 26680 SH SOLE 26680 0 0
POWERSHARES ETF TR II BUILD AMER ETF 73937B407 2228 85730 SH SOLE 85730 0 0
POWERSHARES ETF TR II GLBL WIND ENRG 73937B308 123 12627 SH SOLE 12627 0 0
POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 355 19676 SH SOLE 19676 0 0
POWERSHARES ETF TRUST DYNAMIC MKT PT 73935X104 609 12890 SH SOLE 12890 0 0
POWERSHARES ETF TRUST PRVT EQTY PORT 73935X195 190 17788 SH SOLE 17788 0 0
POWERSHARES ETF TRUST CLEANTECH PORT 73935X278 283 9973 SH SOLE 9973 0 0
POWERSHARES ETF TRUST II MENA FRNTR ETF 73936Q603 180 14925 SH SOLE 14925 0 0
POWERSHARES GLOBAL ETF TRUST I-30 LAD TREAS 73936T524 231 8227 SH SOLE 8227 0 0
POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T623 280 13821 SH SOLE 13821 0 0
POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT 73936T763 295 11468 SH SOLE 11468 0 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 975 41551 SH SOLE 41551 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1113 19502 SH SOLE 19502 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 478 22500 SH SOLE 22500 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 1062 50000 SH PUT SOLE 50000 0 0
PRINCIPAL FINANCIAL GROUPIN COM 74251V102 257 8452 SH SOLE 8452 0 0
PROSHARES TR SHRT HGH YIELD 74347R131 259 6645 SH SOLE 6645 0 0
PROSHARES TR BASIC MAT NEW 74347X617 243 14377 SH SOLE 14377 0 0
PUBLIC STORAGE COM 74460D109 239 2092 SH SOLE 2092 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 300 9200 SH SOLE 9200 0 0
PULTE HOMES INC COM 745867101 79 10334 SH SOLE 10334 0 0
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RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 3760 5213000 PRN SOLE 5213000 0 0
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RETAIL HOLDRS TR DEP RCPT 76127U101 2716 25000 SH PUT SOLE 25000 0 0
REVENUESHARES ETF TR LARGECAP FD 761396100 224 8945 SH SOLE 8945 0 0
ROPER INDS INC NEW COM 776696106 429 5148 SH SOLE 5148 0 0
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ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 6548 92054 SH SOLE 92054 0 0
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RUBICON TECHNOLOGY INC COM 78112T107 287 17019 SH SOLE 17019 0 0
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SAKS INC COM 79377W108 3168 283600 SH PUT SOLE 283600 0 0
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SANDISK CORP COM 80004C101 830 20000 SH CALL SOLE 20000 0 0
SANDISK CORP COM 80004C101 2075 50000 SH PUT SOLE 50000 0 0
SANOFI RIGHT 12/30/2020 80105N113 759 315000 SH SOLE 315000 0 0
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SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 709 18001 SH SOLE 18001 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1325 86436 SH SOLE 86436 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1742 23125 SH SOLE 23125 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 881 24801 SH SOLE 24801 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 9728 129100 SH PUT SOLE 129100 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1079 27400 SH CALL SOLE 27400 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1969 50000 SH PUT SOLE 50000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 5275 70000 SH CALL SOLE 70000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5870 382900 SH PUT SOLE 382900 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1776 50000 SH CALL SOLE 50000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4262 120000 SH PUT SOLE 120000 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 402 11800 SH SOLE 11800 0 0
SEQUENOM INC COM NEW 817337405 148 19590 SH SOLE 19590 0 0
SHINHAN FINANCIAL GROUP COL SPN ADR RESTRD 824596100 428 4456 SH SOLE 4456 0 0
SIEMENS A G SPONSORED ADR 826197501 219 1592 SH SOLE 1592 0 0
SILICONWARE PRECISION INDSL SPONSD ADR SPL 827084864 100 16013 SH SOLE 16013 0 0
SILVER WHEATON CORP COM 828336107 1243 37661 SH SOLE 37661 0 0
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SIRONA DENTAL SYSTEMS INC COM 82966C103 266 5011 SH SOLE 5011 0 0
SKILLED HEALTHCARE GROUP INC CL A 83066R107 737 77951 SH SOLE 77951 0 0
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SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 1229 22700 SH SOLE 22700 0 0
SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 4725 4000000 PRN SOLE 4000000 0 0
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SPDR GOLD TRUST GOLD SHS 78463V107 292 2000 SH SOLE 2000 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 306 3618 SH SOLE 3618 0 0
SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 203 4892 SH SOLE 4892 0 0
SPDR SERIES TRUST INTR TRM CORP BD 78464A375 363 10914 SH SOLE 10914 0 0
SPDR SERIES TRUST LEH MUN BD ETF 78464A458 262 11564 SH SOLE 11564 0 0
SPDR SERIES TRUST DB INT GVT ETF 78464A490 568 9179 SH SOLE 9179 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 833 12004 SH SOLE 12004 0 0
SPDR SERIES TRUST LEHMN INTL ETF 78464A516 884 14304 SH SOLE 14304 0 0
SPDR TR UNIT SER 1 78462F103 9298 70459 SH SOLE 70459 0 0
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SPECTRA ENERGY CORP COM 847560109 393 14351 SH SOLE 14351 0 0
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STRYKER CORP COM 863667101 335 5713 SH SOLE 5713 0 0
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SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 2606 3000000 PRN SOLE 3000000 0 0
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TATA MTRS LTD SPONSORED ADR 876568502 675 30000 SH SOLE 30000 0 0
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TEMPLE INLAND INC COM 879868107 230 7744 SH SOLE 7744 0 0
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TEXTRON INC NOTE 4.500% 5/0 883203BN0 4684 2500000 PRN SOLE 2500000 0 0
TIMBERLAND CO CL A 887100105 549 12787 SH SOLE 12787 0 0
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TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628EAA2 1443 1000000 PRN SOLE 1000000 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 816 80068 SH SOLE 80068 0 0
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UNITED PARCEL SERVICE INC CL B 911312106 4265 58484 SH SOLE 58484 0 0
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