0001454027-12-000009.txt : 20120814
0001454027-12-000009.hdr.sgml : 20120814
20120814172436
ACCESSION NUMBER: 0001454027-12-000009
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120814
DATE AS OF CHANGE: 20120814
EFFECTIVENESS DATE: 20120814
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: 121034452
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
junfinal.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, 2012
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 08/14/2012
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: 441
Form 13F Information Table Value Total: $423,535
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
---------------------------- ------------------- --------- ------ ------- --- ---- ------- ---- ------- ------ -----
A123 SYS INC NOTE 3.750% 4/1 03739TAA6 263 1000000 PRN SOLE 1000000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 241 4014 SH SOLE 4014 0 0
ACME PACKET INC COM 004764106 453 24264 SH SOLE 24264 0 0
ACORN ENERGY INC COM 004848107 10292 1237033 SH SOLE 1237033 0 0
ACORN ENERGY INC COM 004848107 4160 500000 SH CALL SOLE 500000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 172 14363 SH SOLE 14363 0 0
ADVANCED MICRO DEVICES INC COM 007903107 286 49852 SH SOLE 49852 0 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 2534 2500000 PRN SOLE 2500000 0 0
ADVISORSHARES TR CAMBRIA GL TAC 00768Y800 228 9643 SH SOLE 9643 0 0
AFLAC INC COM 001055102 236 5544 SH SOLE 5544 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1531 39005 SH SOLE 39005 0 0
AGNICO EAGLE MINES LTD COM 008474108 309 7645 SH SOLE 7645 0 0
AK STL HLDG CORP COM 001547108 470 80000 SH PUT SOLE 80000 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 7536 3935000 PRN SOLE 3935000 0 0
ALCOA INC COM 013817101 383 43726 SH SOLE 43726 0 0
ALIGN TECHNOLOGY INC COM 016255101 378 11285 SH SOLE 11285 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 896 28104 SH SOLE 28104 0 0
ALLERGAN INC COM 018490102 218 2350 SH SOLE 2350 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 3475 2000000 PRN SOLE 2000000 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 272 31205 SH SOLE 31205 0 0
ALPHATEC HOLDINGS INC COM 02081G102 849 461179 SH SOLE 461179 0 0
AMAZON COM INC COM 023135106 254 1113 SH SOLE 1113 0 0
AMDOCS LTD ORD G02602103 397 13346 SH SOLE 13346 0 0
AMERIGROUP CORP COM 03073T102 610 9250 SH SOLE 9250 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1975 50200 SH SOLE 50200 0 0
AMGEN INC COM 031162100 278 3808 SH SOLE 3808 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 241 8540 SH SOLE 8540 0 0
ANALOG DEVICES INC COM 032654105 255 6772 SH SOLE 6772 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 237 6897 SH SOLE 6897 0 0
ANSYS INC COM 03662Q105 305 4827 SH SOLE 4827 0 0
AOL INC COM 00184X105 207 7384 SH SOLE 7384 0 0
AON PLC SHS CL A G0408V102 271 5792 SH SOLE 5792 0 0
APOLLO INVT CORP COM 03761U106 202 26282 SH SOLE 26282 0 0
APPLE INC COM 037833100 4338 7428 SH SOLE 7428 0 0
APTARGROUP INC COM 038336103 373 7307 SH SOLE 7307 0 0
ARCH COAL INC COM 039380100 161 23338 SH SOLE 23338 0 0
ARCH COAL INC COM 039380100 1174 170400 SH CALL SOLE 170400 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 390 13208 SH SOLE 13208 0 0
ARIBA INC COM NEW 04033V203 671 14995 SH SOLE 14995 0 0
ASHLAND INC NEW COM 044209104 242 3486 SH SOLE 3486 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 335 11604 SH SOLE 11604 0 0
AT&T INC COM 00206R102 258 7241 SH SOLE 7241 0 0
ATWOOD OCEANICS INC COM 050095108 416 11002 SH SOLE 11002 0 0
AUTOLIV INC COM 052800109 1932 35337 SH SOLE 35337 0 0
AVERY DENNISON CORP COM 053611109 327 11964 SH SOLE 11964 0 0
BAKER HUGHES INC COM 057224107 422 10267 SH SOLE 10267 0 0
BANK OF AMERICA CORPORATION COM 060505104 2626 321082 SH SOLE 321082 0 0
BANK OF AMERICA CORPORATION COM 060505104 4908 600000 SH PUT SOLE 600000 0 0
BEAZER HOMES USA INC COM 07556Q105 44 13471 SH SOLE 13471 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 398 6961 SH SOLE 6961 0 0
BIG LOTS INC COM 089302103 265 6493 SH SOLE 6493 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 4090 2000000 PRN SOLE 2000000 0 0
BIOMIMETIC THERAPEUTICS INC COM 09064X101 149 56654 SH SOLE 56654 0 0
BMC SOFTWARE INC COM 055921100 343 8039 SH SOLE 8039 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2925 515909 SH SOLE 515909 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 80 16275 SH SOLE 16275 0 0
BROWN FORMAN CORP CL B 115637209 530 5476 SH SOLE 5476 0 0
BRUNSWICK CORP COM 117043109 271 12200 SH SOLE 12200 0 0
CALPINE CORP COM NEW 131347304 206 12448 SH SOLE 12448 0 0
CANADIAN NATL RY CO COM 136375102 566 6710 SH SOLE 6710 0 0
CARBO CERAMICS INC COM 140781105 395 5145 SH SOLE 5145 0 0
CARMAX INC COM 143130102 334 12893 SH SOLE 12893 0 0
CARTER INC COM 146229109 373 7090 SH SOLE 7090 0 0
CATALYST HEALTH SOLUTIONS IN COM 14888B103 201 2154 SH SOLE 2154 0 0
CATERPILLAR INC DEL COM 149123101 1141 13434 SH SOLE 13434 0 0
CATERPILLAR INC DEL COM 149123101 1486 17500 SH PUT SOLE 17500 0 0
CBOE HLDGS INC COM 12503M108 487 17602 SH SOLE 17602 0 0
CBS CORP NEW CL B 124857202 333 10171 SH SOLE 10171 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 482 6851 SH SOLE 6851 0 0
CELANESE CORP DEL COM SER A 150870103 366 10582 SH SOLE 10582 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1097 163000 SH SOLE 163000 0 0
CENOVUS ENERGY INC COM 15135U109 273 8586 SH SOLE 8586 0 0
CENVEO INC COM 15670S105 21 11000 SH PUT SOLE 11000 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 210 5531 SH SOLE 5531 0 0
CHINA FD INC COM 169373107 366 16703 SH SOLE 16703 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 711 12998 SH SOLE 12998 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 299 3354 SH SOLE 3354 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 373 29739 SH SOLE 29739 0 0
CIRRUS LOGIC INC COM 172755100 282 9425 SH SOLE 9425 0 0
CITIGROUP INC COM NEW 172967424 1341 48917 SH SOLE 48917 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 37 120000 SH SOLE 120000 0 0
CITIGROUP INC *W EXP 10/28/201 172967234 6 120000 SH SOLE 120000 0 0
CITRIX SYS INC COM 177376100 575 6847 SH SOLE 6847 0 0
CNOOC LTD SPONSORED ADR 126132109 219 1086 SH SOLE 1086 0 0
COCA COLA CO COM 191216100 221 2827 SH SOLE 2827 0 0
COLFAX CORP COM 194014106 551 20000 SH PUT SOLE 20000 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 225 5872 SH SOLE 5872 0 0
CONCUR TECHNOLOGIES INC COM 206708109 349 5123 SH SOLE 5123 0 0
CONOCOPHILLIPS COM 20825C104 1129 20200 SH SOLE 20200 0 0
CONSTELLATION BRANDS INC CL A 21036P108 960 35471 SH SOLE 35471 0 0
CON-WAY INC COM 205944101 398 11014 SH SOLE 11014 0 0
CORE LABORATORIES N V COM N22717107 331 2860 SH SOLE 2860 0 0
CORNING INC COM 219350105 398 30807 SH SOLE 30807 0 0
COVIDIEN PLC SHS G2554F113 233 4349 SH SOLE 4349 0 0
CROWN HOLDINGS INC COM 228368106 531 15396 SH SOLE 15396 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 405 24185 SH SOLE 24185 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 363 9576 SH SOLE 9576 0 0
CVS CAREMARK CORPORATION COM 126650100 373 7983 SH SOLE 7983 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1636 123759 SH SOLE 123759 0 0
D R HORTON INC COM 23331A109 271 14763 SH SOLE 14763 0 0
DANA HLDG CORP COM 235825205 224 17497 SH SOLE 17497 0 0
DEAN FOODS CO NEW COM 242370104 321 18846 SH SOLE 18846 0 0
DENBURY RES INC COM NEW 247916208 270 17868 SH SOLE 17868 0 0
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 1050 1500000 PRN SOLE 1500000 0 0
DENTSPLY INTL INC NEW COM 249030107 232 6133 SH SOLE 6133 0 0
DEVON ENERGY CORP NEW COM 25179M103 322 5560 SH SOLE 5560 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 385 6511 SH SOLE 6511 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 278 27265 SH SOLE 27265 0 0
DICKS SPORTING GOODS INC COM 253393102 737 15349 SH SOLE 15349 0 0
DIEBOLD INC COM 253651103 361 9784 SH SOLE 9784 0 0
DIGITAL RLTY TR INC COM 253868103 216 2883 SH SOLE 2883 0 0
DILLARDS INC CL A 254067101 541 8496 SH SOLE 8496 0 0
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 230 5769 SH SOLE 5769 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 3681 41267 SH SOLE 41267 0 0
DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 274 12083 SH SOLE 12083 0 0
DISNEY WALT CO COM DISNEY 254687106 271 5585 SH SOLE 5585 0 0
DOLBY LABORATORIES INC COM 25659T107 229 5540 SH SOLE 5540 0 0
DONALDSON INC COM 257651109 462 13846 SH SOLE 13846 0 0
DSW INC CL A 23334L102 275 5051 SH SOLE 5051 0 0
DUKE ENERGY CORP NEW COM 26441C105 208 9009 SH SOLE 9009 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 13876 8500000 PRN SOLE 8500000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 290 36121 SH SOLE 36121 0 0
EATON CORP COM 278058102 503 12700 SH SOLE 12700 0 0
EATON CORP COM 278058102 4954 125000 SH CALL SOLE 125000 0 0
EBAY INC COM 278642103 562 13386 SH SOLE 13386 0 0
EDWARDS GROUP LTD SPONSORED ADR 281736108 410 51456 SH SOLE 51456 0 0
EGA EMERGING GLOBAL SHS TR EGS INDIA SC ETF 268461811 135 10460 SH SOLE 10460 0 0
ENZO BIOCHEM INC COM 294100102 1097 656992 SH SOLE 656992 0 0
EOG RES INC COM 26875P101 276 3059 SH SOLE 3059 0 0
EQUINIX INC COM NEW 29444U502 1015 5778 SH SOLE 5778 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 415 6011 SH SOLE 6011 0 0
EVEREST RE GROUP LTD COM G3223R108 469 4530 SH SOLE 4530 0 0
EXPEDIA INC DEL COM NEW 30212P303 338 7040 SH SOLE 7040 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 390 6992 SH SOLE 6992 0 0
EXXON MOBIL CORP COM 30231G102 210 2455 SH SOLE 2455 0 0
F5 NETWORKS INC COM 315616102 668 6709 SH SOLE 6709 0 0
FAMILY DLR STORES INC COM 307000109 624 9383 SH SOLE 9383 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 441 13136 SH SOLE 13136 0 0
FIRST TR ISE GLB WIND ENRG E COM SHS 33736G106 105 16451 SH SOLE 16451 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 292 11588 SH SOLE 11588 0 0
FLOWSERVE CORP COM 34354P105 605 5273 SH SOLE 5273 0 0
FOOT LOCKER INC COM 344849104 345 11288 SH SOLE 11288 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 311 32477 SH SOLE 32477 0 0
FORTINET INC COM 34959E109 248 10673 SH SOLE 10673 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 497 14600 SH SOLE 14600 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 107 28018 SH SOLE 28018 0 0
FSI INTL INC COM 302633102 751 209238 SH SOLE 209238 0 0
GANNETT INC COM 364730101 683 46400 SH SOLE 46400 0 0
GASTAR EXPL LTD COM NEW 367299203 965 500000 SH SOLE 500000 0 0
GENERAC HLDGS INC COM 368736104 255 10606 SH SOLE 10606 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1741 67114 SH SOLE 67114 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1297 50000 SH CALL SOLE 50000 0 0
GENERAL ELECTRIC CO COM 369604103 353 16934 SH SOLE 16934 0 0
GENERAL ELECTRIC CO COM 369604103 2084 100000 SH PUT SOLE 100000 0 0
GEN-PROBE INC NEW COM 36866T103 1030 12536 SH SOLE 12536 0 0
GENWORTH FINL INC COM CL A 37247D106 133 23581 SH SOLE 23581 0 0
GLOBAL X FDS GLB X URANIUM 37950E754 139 18654 SH SOLE 18654 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1115 11631 SH SOLE 11631 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 591 50000 SH CALL SOLE 50000 0 0
GOOGLE INC CL A 38259P508 2152 3710 SH SOLE 3710 0 0
GRACE W R & CO DEL NEW COM 38388F108 248 4920 SH SOLE 4920 0 0
GRACO INC COM 384109104 1152 25000 SH PUT SOLE 25000 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 258 11839 SH SOLE 11839 0 0
GREENHILL & CO INC COM 395259104 383 10742 SH SOLE 10742 0 0
GROUPON INC COM CL A 399473107 904 85044 SH SOLE 85044 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 1923 364237 SH SOLE 364237 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 82 15600 SH CALL SOLE 15600 0 0
HALLIBURTON CO COM 406216101 329 11596 SH SOLE 11596 0 0
HANSEN MEDICAL INC COM 411307101 1272 560353 SH SOLE 560353 0 0
HARLEY DAVIDSON INC COM 412822108 378 8270 SH SOLE 8270 0 0
HARMAN INTL INDS INC COM 413086109 330 8344 SH SOLE 8344 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 828 46960 SH SOLE 46960 0 0
HAWAIIAN HOLDINGS INC COM 419879101 655 100556 SH SOLE 100556 0 0
HAWAIIAN HOLDINGS INC COM 419879101 326 50000 SH CALL SOLE 50000 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 533 27300 SH SOLE 27300 0 0
HEWLETT PACKARD CO COM 428236103 974 48426 SH SOLE 48426 0 0
HILLSHIRE BRANDS CO COM 432589109 266 9160 SH SOLE 9160 0 0
HOLLYFRONTIER CORP COM 436106108 411 11610 SH SOLE 11610 0 0
HOLOGIC INC COM 436440101 686 38000 SH SOLE 38000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 177 11167 SH SOLE 11167 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 502 16855 SH SOLE 16855 0 0
HUMAN GENOME SCIENCES INC NOTE 3.000%11/1 444903AN8 14385 12000000 PRN SOLE 12000000 0 0
HUNT J B TRANS SVCS INC COM 445658107 5066 85000 SH PUT SOLE 85000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 134 20950 SH SOLE 20950 0 0
HUNTSMAN CORP COM 447011107 474 36650 SH SOLE 36650 0 0
ILLINOIS TOOL WKS INC COM 452308109 331 6256 SH SOLE 6256 0 0
ILLUMINA INC COM 452327109 1225 30328 SH SOLE 30328 0 0
IMPERIAL OIL LTD COM NEW 453038408 315 7541 SH SOLE 7541 0 0
INDIA FD INC COM 454089103 221 10852 SH SOLE 10852 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 243 43202 SH SOLE 43202 0 0
INTEL CORP COM 458140100 518 19453 SH SOLE 19453 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 241 12350 SH SOLE 12350 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 783 4005 SH SOLE 4005 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 790 14421 SH SOLE 14421 0 0
INTERPUBLIC GROUP COS INC COM 460690100 173 15957 SH SOLE 15957 0 0
INTL PAPER CO COM 460146103 426 14737 SH SOLE 14737 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 435 785 SH SOLE 785 0 0
ION GEOPHYSICAL CORP COM 462044108 73 11083 SH SOLE 11083 0 0
IPG PHOTONICS CORP COM 44980X109 285 6533 SH SOLE 6533 0 0
ISHARES INC MSCI AUSTRALIA 464286103 302 13791 SH SOLE 13791 0 0
ISHARES INC MSCI BRAZIL 464286400 1387 26782 SH SOLE 26782 0 0
ISHARES INC MSCI JAPAN 464286848 494 52543 SH SOLE 52543 0 0
ISHARES INC MSCI S KOREA 464286772 545 9948 SH SOLE 9948 0 0
ISHARES TR FTSE CHINA25 IDX 464287184 1251 37147 SH SOLE 37147 0 0
ISHARES TR S&P MIDCAP 400 464287507 1258 13360 SH SOLE 13360 0 0
ISHARES TR RUSSELL1000GRW 464287614 301 4754 SH SOLE 4754 0 0
ISHARES TR S&P LTN AM 40 464287390 253 6100 SH SOLE 6100 0 0
ISHARES TR 10+ YR CR BD 464289511 270 4462 SH SOLE 4462 0 0
ISHARES TR PHILL INVSTMRK 46429B408 233 7810 SH SOLE 7810 0 0
ISHARES TR RUSSELL 2000 464287655 3050 38296 SH SOLE 38296 0 0
JAMES RIVER COAL CO COM NEW 470355207 184 67879 SH SOLE 67879 0 0
JAMES RIVER COAL CO NOTE 3.125% 3/1 470355AH1 2879 10000000 PRN SOLE 10000000 0 0
JAMES RIVER COAL CO COM NEW 470355207 41 15000 SH PUT SOLE 15000 0 0
JARDEN CORP COM 471109108 280 6657 SH SOLE 6657 0 0
JOHNSON & JOHNSON COM 478160104 237 3515 SH SOLE 3515 0 0
JONES LANG LASALLE INC COM 48020Q107 217 3089 SH SOLE 3089 0 0
JPMORGAN CHASE & CO COM 46625H100 2013 56341 SH SOLE 56341 0 0
JUNIPER NETWORKS INC COM 48203R104 528 32369 SH SOLE 32369 0 0
KBR INC COM 48242W106 493 19964 SH SOLE 19964 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 25 11553 SH SOLE 11553 0 0
KINROSS GOLD CORP COM NO PAR 496902404 396 48639 SH SOLE 48639 0 0
KIRBY CORP COM 497266106 242 5134 SH SOLE 5134 0 0
KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 4700 5000000 PRN SOLE 5000000 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 459 41025 SH SOLE 41025 0 0
KROGER CO COM 501044101 204 8800 SH SOLE 8800 0 0
KULICKE & SOFFA INDS INC COM 501242101 1142 128040 SH SOLE 128040 0 0
KULICKE & SOFFA INDS INC COM 501242101 444 49800 SH CALL SOLE 49800 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 257 2780 SH SOLE 2780 0 0
LAS VEGAS SANDS CORP COM 517834107 305 7007 SH SOLE 7007 0 0
LEAR CORP COM NEW 521865204 221 5862 SH SOLE 5862 0 0
LIBERTY GLOBAL INC COM SER C 530555309 357 7468 SH SOLE 7468 0 0
LIBERTY INTERACTIVE CORPORAT INT COM SER A 53071M104 534 30000 SH SOLE 30000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 2290 4000000 PRN SOLE 4000000 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 1192 26500 SH SOLE 26500 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 281 6850 SH SOLE 6850 0 0
LILLY ELI & CO COM 532457108 252 5870 SH SOLE 5870 0 0
LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 282 20192 SH SOLE 20192 0 0
LIQUIDITY SERVICES INC COM 53635B107 234 4567 SH SOLE 4567 0 0
LSI CORPORATION COM 502161102 210 33008 SH SOLE 33008 0 0
LTX-CREDENCE CORP COM NEW 502403207 1273 190000 SH SOLE 190000 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 2230 66000 SH PUT SOLE 66000 0 0
M D C HLDGS INC COM 552676108 270 8276 SH SOLE 8276 0 0
MACYS INC COM 55616P104 386 11245 SH SOLE 11245 0 0
MADDEN STEVEN LTD COM 556269108 221 6951 SH SOLE 6951 0 0
MANPOWERGROUP INC COM 56418H100 367 10003 SH SOLE 10003 0 0
MARATHON PETE CORP COM 56585A102 407 9068 SH SOLE 9068 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2356 52624 SH SOLE 52624 0 0
MARKET VECTORS ETF TR RVE HARD ETF 57060U795 213 6300 SH SOLE 6300 0 0
MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 372 7506 SH SOLE 7506 0 0
MARKET VECTORS ETF TR INDIA SMALL CP 57060U563 149 14490 SH SOLE 14490 0 0
MARKET VECTORS ETF TR VIETNAM ETF 57060U761 315 17151 SH SOLE 17151 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 218 19302 SH SOLE 19302 0 0
MASCO CORP COM 574599106 232 16756 SH SOLE 16756 0 0
MCDERMOTT INTL INC COM 580037109 318 28561 SH SOLE 28561 0 0
MCKESSON CORP COM 58155Q103 909 9700 SH SOLE 9700 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 475 5899 SH SOLE 5899 0 0
MEDNAX INC COM 58502B106 290 4226 SH SOLE 4226 0 0
MERCK & CO INC NEW COM 58933Y105 581 13907 SH SOLE 13907 0 0
MERITOR INC COM 59001K100 54 10406 SH SOLE 10406 0 0
METLIFE INC COM 59156R108 1751 56747 SH SOLE 56747 0 0
MICROSOFT CORP COM 594918104 7636 249615 SH SOLE 249615 0 0
MICROSOFT CORP COM 594918104 5200 170000 SH PUT SOLE 170000 0 0
MIPS TECHNOLOGIES INC COM 604567107 2309 346181 SH SOLE 346181 0 0
MIPS TECHNOLOGIES INC COM 604567107 93 14000 SH CALL SOLE 14000 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 296 62277 SH SOLE 62277 0 0
MOHAWK INDS INC COM 608190104 421 6025 SH SOLE 6025 0 0
MORGAN STANLEY COM NEW 617446448 656 44940 SH SOLE 44940 0 0
MORGAN STANLEY RENMIN/USD ETN 61747W257 230 5639 SH SOLE 5639 0 0
MORGAN STANLEY SHRT EUR ETN20 617480280 921 19489 SH SOLE 19489 0 0
MORNINGSTAR INC COM 617700109 248 4281 SH SOLE 4281 0 0
MSC INDL DIRECT INC CL A 553530106 282 4302 SH SOLE 4302 0 0
MYRIAD GENETICS INC COM 62855J104 227 9566 SH SOLE 9566 0 0
NABORS INDUSTRIES LTD SHS G6359F103 688 47745 SH SOLE 47745 0 0
NEONODE INC COM NEW 64051M402 364 59173 SH SOLE 59173 0 0
NEOSTEM INC COM NEW 640650305 83 170000 SH SOLE 170000 0 0
NEWELL RUBBERMAID INC COM 651229106 212 11673 SH SOLE 11673 0 0
NEWFIELD EXPL CO COM 651290108 779 26580 SH SOLE 26580 0 0
NEWS CORP CL A 65248E104 974 43694 SH SOLE 43694 0 0
NEWS CORP CL B 65248E203 429 19062 SH SOLE 19062 0 0
NIELSEN HOLDINGS N V COM N63218106 311 11852 SH SOLE 11852 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 260 11245 SH SOLE 11245 0 0
NISOURCE INC COM 65473P105 211 8517 SH SOLE 8517 0 0
NORTHROP GRUMMAN CORP COM 666807102 422 6618 SH SOLE 6618 0 0
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