13F-HR 1 decfinal.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for Calendar Year or Quarter ended: December 31, 2010 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 02/15/2011 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: 322 Form 13F Information Table Value Total: $286,995 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 ---------------------------- ------------------- --------- ------ ------- --- ---- ------- ---- ------- ------ ----- AAR CORP NOTE 1.750% 2/0 000361AH8 3293 3000000 PRN SOLE 3000000 0 0 AMR CORP COM 001765106 390 50097 SH SOLE 50097 0 0 AT&T INC COM 00206R102 213 7255 SH SOLE 7255 0 0 ADVANCED BATTERY TECHNOLOGI COM 00752H102 276 71700 SH SOLE 71700 0 0 ADVISORSHARES TR CAMBRIA GL TAC 00768Y800 275 10777 SH SOLE 10777 0 0 ADVANCED ENERGY INDS COM 007973100 146 10685 SH SOLE 10685 0 0 AGNICO EAGLE MINES LTD COM 008474108 1377 17957 SH SOLE 17957 0 0 AIRGAS INC COM 009363102 4247 67999 SH SOLE 67999 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 374 7949 SH SOLE 7949 0 0 ALCOA INC COM 013817101 182 11821 SH SOLE 11821 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 593 10743 SH SOLE 10743 0 0 ALLERGAN INC COM 018490102 326 4741 SH SOLE 4741 0 0 ALTERA CORP COM 021441100 210 5890 SH SOLE 5890 0 0 AMAZON COM INC COM 023135106 344 1911 SH SOLE 1911 0 0 AMERICAN AXLE & MFG HLDGSIN COM 024061103 1026 79821 SH SOLE 79821 0 0 AMERICAN ELEC PWR INC COM 025537101 319 8854 SH SOLE 8854 0 0 AMERICAN EXPRESS CO COM 025816109 211 4906 SH SOLE 4906 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 239 4156 SH SOLE 4156 0 0 AMERISOURCEBERGEN CORP COM 03073E105 662 19400 SH SOLE 19400 0 0 AMERIGROUP CORP COM 03073T102 914 20812 SH SOLE 20812 0 0 AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 2335 2000000 PRN SOLE 2000000 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 983 66800 SH CALL SOLE 66800 0 0 ANADARKO PETE CORP COM 032511107 216 2837 SH SOLE 2837 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 214 4354 SH SOLE 4354 0 0 ANSYS INC COM 03662Q105 644 12359 SH SOLE 12359 0 0 APOLLO GROUP INC CL A 037604105 611 15469 SH SOLE 15469 0 0 ARCADIA RES INC COM 039209101 1462 4857432 SH SOLE 4857432 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 276 9188 SH SOLE 9188 0 0 BB&T CORP COM 054937107 358 13630 SH SOLE 13630 0 0 BMC SOFTWARE INC COM 055921100 345 7327 SH SOLE 7327 0 0 BAIDU COM INC SPON ADR REP A 056752108 372 3852 SH SOLE 3852 0 0 BALDOR ELEC CO COM 057741100 629 9981 SH SOLE 9981 0 0 BANCO SANTANDER SA ADR 05964H105 172 16149 SH SOLE 16149 0 0 BANK OF AMERICA CORPORATION COM 060505104 253 19001 SH SOLE 19001 0 0 BARRICK GOLD CORP COM 067901108 762 14336 SH SOLE 14336 0 0 BAXTER INTL INC COM 071813109 592 11700 SH SOLE 11700 0 0 BECKMAN COULTER INC COM 075811109 1975 26250 SH SOLE 26250 0 0 BED BATH & BEYOND INC COM 075896100 255 5187 SH SOLE 5187 0 0 BELL MICROPRODUCTS INC NOTE 3.750% 3/0 078137AC0 3023 3000000 PRN SOLE 3000000 0 0 BEST BUY INC COM 086516101 321 9374 SH SOLE 9374 0 0 BOEING CO COM 097023105 1174 17982 SH SOLE 17982 0 0 BROADCOM CORP CL A 111320107 649 14897 SH SOLE 14897 0 0 BROOKS AUTOMATION INC COM 114340102 440 48482 SH SOLE 48482 0 0 BUCYRUS INTL INC NEW COM 118759109 506 5656 SH SOLE 5656 0 0 CBS CORP NEW CL B 124857202 277 14543 SH SOLE 14543 0 0 CF INDS HLDGS INC COM 125269100 204 1513 SH SOLE 1513 0 0 CABOT OIL & GAS CORP COM 127097103 1230 32508 SH SOLE 32508 0 0 CALLON PETE CO DEL COM 13123X102 118 20000 SH SOLE 20000 0 0 CAMAC ENERGY INC COM 131745101 182 91400 SH SOLE 91400 0 0 CAPITALSOURCE INC DBCV 4.000% 7/1 14055XAE2 1998 2000000 PRN SOLE 2000000 0 0 CELGENE CORP RIGHT 12/31/2011 151020112 202 41300 SH SOLE 41300 0 0 CENTURYTEL INC COM 156700106 316 6844 SH SOLE 6844 0 0 CEPHALON INC COM 156708109 617 10000 SH CALL SOLE 10000 0 0 CEPHALON INC COM 156708109 1145 18555 SH SOLE 18555 0 0 CHEVRON CORP NEW COM 166764100 278 3045 SH SOLE 3045 0 0 CHINA TECHFAITH WIRLS COMMT SPONSORED ADR 169424108 1344 320829 SH SOLE 320829 0 0 CIENA CORP NOTE 0.250% 5/0 171779AB7 1840 2000000 PRN SOLE 2000000 0 0 CISCO SYS INC COM 17275R102 223 11022 SH SOLE 11022 0 0 CINTAS CORP COM 172908105 372 13292 SH SOLE 13292 0 0 CITIGROUP INC COM 172967101 878 185604 SH SOLE 185604 0 0 CITY NATL CORP COM 178566105 223 3637 SH SOLE 3637 0 0 CLAYMORE EXCHANGE TRADED FD BNY BRI&C PTF 18383M100 639 13840 SH SOLE 13840 0 0 CLAYMORE EXCHANGE TRADED FD MAC GLOB SOLAR 18383M621 338 46361 SH SOLE 46361 0 0 CLAYMORE ETF TRUST 2 CLAY/ALPH CHN 18383Q861 460 23058 SH SOLE 23058 0 0 COMMSCOPE INC COM 203372107 236 7550 SH SOLE 7550 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 181 10847 SH SOLE 10847 0 0 COMPELLENT TECHNOLOGIES INC COM 20452A108 1371 49700 SH CALL SOLE 49700 0 0 COVENTRY HEALTH CARE INC COM 222862104 905 34280 SH SOLE 34280 0 0 CRIMSON EXPLORATION INC COM NEW 22662K207 469 110000 SH SOLE 110000 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 976 1000000 PRN SOLE 1000000 0 0 CULLEN FROST BANKERS INC COM 229899109 313 5125 SH SOLE 5125 0 0 D R HORTON INC COM 23331A109 1193 100018 SH SOLE 100018 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 2838 2500000 PRN SOLE 2500000 0 0 DAVITA INC COM 23918K108 228 3285 SH SOLE 3285 0 0 DEL MONTE FOODS CO COM 24522P103 435 23125 SH SOLE 23125 0 0 DELL INC COM 24702R101 261 19252 SH SOLE 19252 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1008 80021 SH SOLE 80021 0 0 DENBURY RES INC COM NEW 247916208 290 15213 SH SOLE 15213 0 0 DEUTSCHE BK AG LONDON BRH PS MTL DDL ETN 25154K858 168 15955 SH SOLE 15955 0 0 DEVON ENERGY CORP NEW COM 25179M103 2401 30580 SH SOLE 30580 0 0 DIAMOND OFFSHORE DRILLINGIN COM 25271C102 275 4115 SH SOLE 4115 0 0 DIONEX CORP COM 254546104 226 1916 SH SOLE 1916 0 0 DIREXION SHS ETF TR DLY R/E BEAR3X 25459W334 306 16989 SH SOLE 16989 0 0 DIREXION SHS ETF TR DLY ENRGY BEAR3X 25459W342 234 10369 SH SOLE 10369 0 0 DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W490 160 16941 SH SOLE 16941 0 0 DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 1149 41226 SH SOLE 41226 0 0 DIREXION SHS ETF TR LATN AM BULL3X 25459W698 398 9825 SH SOLE 9825 0 0 DIREXION SHS ETF TR DLY DEV MKT BULL 25459W789 1134 16912 SH SOLE 16912 0 0 DIREXION SHS ETF TR SM CAP BULL 3X 25459W847 290 4000 SH SOLE 4000 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 285 6839 SH SOLE 6839 0 0 DRIL-QUIP INC COM 262037104 269 3455 SH SOLE 3455 0 0 DUKE ENERGY CORP NEW COM 26441C105 210 11802 SH SOLE 11802 0 0 ENDO PHARMACEUTICALS HLDGSI COM 29264F205 205 5750 SH SOLE 5750 0 0 FEDEX CORP COM 31428X106 1398 15036 SH SOLE 15036 0 0 FIRST SOLAR INC COM 336433107 236 1814 SH SOLE 1814 0 0 FIRST TR NAS100 EQ WEIGHTED SHS 337344105 216 9103 SH SOLE 9103 0 0 FIRST TR FTSE EPRA/NAREITGL COM 33736N101 253 7211 SH SOLE 7211 0 0 FORD MTR CO DEL *W EXP 01/01/201 345370134 2038 250000 SH SOLE 250000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 4302 256205 SH SOLE 256205 0 0 FOREST LABS INC COM 345838106 203 6336 SH SOLE 6336 0 0 FOSSIL INC COM 349882100 252 3579 SH SOLE 3579 0 0 FRANKLIN RES INC COM 354613101 603 5418 SH SOLE 5418 0 0 FRONTIER OIL CORP COM 35914P105 361 20037 SH SOLE 20037 0 0 FUSHI COPPERWELD INC COM 36113E107 139 15700 SH PUT SOLE 15700 0 0 GASTAR EXPL LTD COM NEW 367299203 108 25000 SH SOLE 25000 0 0 GENERAL MOLY INC COM 370373102 126 19408 SH SOLE 19408 0 0 GENERAL MTRS CO COM 37045V100 922 25000 SH SOLE 25000 0 0 GENERAL MTRS CO JR PFD CNV SRB 37045V209 930 17195 SH SOLE 17195 0 0 GENZYME CORP COM 372917104 1438 20200 SH CALL SOLE 20200 0 0 GILEAD SCIENCES INC COM 375558103 349 9638 SH SOLE 9638 0 0 GLOBAL X FDS CHINA FINL ETF 37950E606 531 39748 SH SOLE 39748 0 0 GLOBAL X FDS CHINA INDL ETF 37950E705 216 13187 SH SOLE 13187 0 0 GOLDEN STAR RES LTD CDA DBCV 4.000%11/3 38119TAC8 5442 4800000 PRN SOLE 4800000 0 0 GOODRICH PETE CORP COM NEW 382410405 885 50143 SH SOLE 50143 0 0 GOOGLE INC CL A 38259P508 802 1350 SH SOLE 1350 0 0 HANSEN NAT CORP COM 411310105 278 5318 SH SOLE 5318 0 0 HARBIN ELECTRIC INC COM 41145W109 174 10000 SH SOLE 10000 0 0 HECKMANN CORP *W EXP 11/09/201 422680116 73 239000 SH SOLE 239000 0 0 HEINZ H J CO COM 423074103 203 4100 SH SOLE 4100 0 0 HELMERICH & PAYNE INC COM 423452101 240 4949 SH SOLE 4949 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 382 26330 SH SOLE 26330 0 0 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 1443 2000000 PRN SOLE 2000000 0 0 IDEXX LABS INC COM 45168D104 250 3616 SH SOLE 3616 0 0 IMMUCOR INC COM 452526106 345 17420 SH SOLE 17420 0 0 INDEXIQ ETF TR IQ STH KOR SML 45409B768 350 12229 SH SOLE 12229 0 0 INTEL CORP COM 458140100 270 12859 SH SOLE 12859 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 368 2507 SH SOLE 2507 0 0 INTEROIL CORP NOTE 2.750%11/1 460951AC0 1097 1100000 PRN SOLE 1100000 0 0 ISHARES INC MSCI CDA INDEX 464286509 696 22464 SH SOLE 22464 0 0 ISHARES INC MSCI SINGAPORE 464286673 705 50886 SH SOLE 50886 0 0 ISHARES INC MSCI UTD KINGD 464286699 431 24814 SH SOLE 24814 0 0 ISHARES INC MSCI FRANCE 464286707 451 18439 SH SOLE 18439 0 0 ISHARES INC MSCI TURKEY FD 464286715 293 4432 SH SOLE 4432 0 0 ISHARES TR TRANSP AVE IDX 464287192 320 3464 SH SOLE 3464 0 0 ISHARES TR TRANSP AVE IDX 464287192 1736 18800 SH PUT SOLE 18800 0 0 ISHARES TR MSCI EMERG MKT 464287234 786 16503 SH SOLE 16503 0 0 ISHARES TR BARCLYS 20+ YR 464287432 662 7029 SH SOLE 7029 0 0 ISHARES TR BARCLYS 7-10 YR 464287440 663 7062 SH SOLE 7062 0 0 ISHARES TR NASDQ BIO INDX 464287556 535 5727 SH SOLE 5727 0 0 ISHARES TR RUSSELL 2000 464287655 540 6900 SH SOLE 6900 0 0 ISHARES TR DJ US UTILS 464287697 256 3320 SH SOLE 3320 0 0 ISHARES TR DJ US TELECOMM 464287713 233 9951 SH SOLE 9951 0 0 ISHARES TR DJ US HEALTHCR 464287762 378 5781 SH SOLE 5781 0 0 ISHARES TR MSCI ACJPN IDX 464288182 469 7363 SH SOLE 7363 0 0 ISHARES TR S&P CALI ETF 464288356 271 2745 SH SOLE 2745 0 0 ISHARES TR S&P NATL MUN B 464288414 1512 15245 SH SOLE 15245 0 0 ISHARES TR S&P ASIA 50 IN 464288430 591 12592 SH SOLE 12592 0 0 ISHARES TR GBL RL EST EX 464288489 340 10893 SH SOLE 10893 0 0 ISHARES TR DJ AEROSPACE 464288760 256 4352 SH SOLE 4352 0 0 ISHARES TR DJ HEALTH CARE 464288828 531 9849 SH SOLE 9849 0 0 ISHARES TR MSCI BRAZ SMCP 464289131 519 17350 SH SOLE 17350 0 0 ISHARES TR MSCI PERU CAP 464289842 325 6455 SH SOLE 6455 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 3232 107100 SH SOLE 107100 0 0 ISHARES TR MSCI CHIN SMCP 46429B200 563 10223 SH SOLE 10223 0 0 JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 1913 2000000 PRN SOLE 2000000 0 0 J CREW GROUP INC COM 46612H402 219 5085 SH SOLE 5085 0 0 JOHNSON & JOHNSON COM 478160104 208 3360 SH SOLE 3360 0 0 JOHNSON CTLS INC COM 478366107 302 7900 SH SOLE 7900 0 0 KAR AUCTION SVCS INC COM 48238T109 345 25000 SH SOLE 25000 0 0 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 2295 43394 SH SOLE 43394 0 0 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 825 796000 PRN SOLE 796000 0 0 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAB3 2959 3000000 PRN SOLE 3000000 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 495 27912 SH SOLE 27912 0 0 LTX-CREDENCE CORP COM NEW 502403207 209 28200 SH SOLE 28200 0 0 LABRANCHE & CO INC COM 505447102 168 46800 SH SOLE 46800 0 0 LAS VEGAS SANDS CORP COM 517834107 692 15049 SH SOLE 15049 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 1697 138400 SH SOLE 138400 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 1665 30000 SH PUT SOLE 30000 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 1528 27534 SH SOLE 27534 0 0 LILLY ELI & CO COM 532457108 230 6552 SH SOLE 6552 0 0 LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 669 34000 SH SOLE 34000 0 0 LORAL SPACE & COMMUNICATNSI COM 543881106 930 12155 SH SOLE 12155 0 0 LORILLARD INC COM 544147101 821 10000 SH CALL SOLE 10000 0 0 M D C HLDGS INC COM 552676108 576 20033 SH SOLE 20033 0 0 MF GLOBAL LTD NOTE 9.000% 6/2 55276YAB2 3608 3000000 PRN SOLE 3000000 0 0 MACYS INC COM 55616P104 220 8683 SH SOLE 8683 0 0 MAGNA ENTMT CORP NOTE 7.250%12/1 559211AC1 265 2786821 PRN SOLE 2786821 0 0 MANITOWOC INC COM 563571108 983 75000 SH SOLE 75000 0 0 MANPOWER INC COM 56418H100 252 4016 SH SOLE 4016 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 841 13688 SH SOLE 13688 0 0 MARKET VECTORS ETF TR VECTRS POL ETF 57060U571 252 9329 SH SOLE 9329 0 0 MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 249 6248 SH SOLE 6248 0 0 MARKET VECTORS ETF TR BRAZIL SMCP ETF 57060U613 584 10133 SH SOLE 10133 0 0 MARKET VECTORS ETF TR MKTVEC INTMUETF 57060U845 296 14164 SH SOLE 14164 0 0 MARTIN MARIETTA MATLS INC COM 573284106 298 3226 SH SOLE 3226 0 0 MASSEY ENERGY CORP COM 576206106 2362 44020 SH SOLE 44020 0 0 MASTERCARD INC CL A 57636Q104 238 1062 SH SOLE 1062 0 0 MCGRAW HILL COS INC COM 580645109 221 6074 SH SOLE 6074 0 0 MEDCATH CORP COM 58404W109 981 70354 SH SOLE 70354 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 215 3514 SH SOLE 3514 0 0 MEDTRONIC INC COM 585055106 2147 57890 SH SOLE 57890 0 0 MICROS SYS INC COM 594901100 341 7777 SH SOLE 7777 0 0 MICROSOFT CORP COM 594918104 1396 50000 SH CALL SOLE 50000 0 0 MICROSOFT CORP COM 594918104 449 16094 SH SOLE 16094 0 0 MICRON TECHNOLOGY INC COM 595112103 742 92512 SH SOLE 92512 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 4750 5000000 PRN SOLE 5000000 0 0 MITSUBISHI UFJ FINL GROUPIN SPONSORED ADR 606822104 504 93196 SH SOLE 93196 0 0 MOLYCORP INC DEL COM 608753109 341 6831 SH SOLE 6831 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CORP COM 701094104 964 11171 SH SOLE 11171 0 0 PATRIOT COAL CORP COM 70336T104 199 10269 SH SOLE 10269 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 225 16082 SH SOLE 16082 0 0 PEPSICO INC COM 713448108 209 3200 SH SOLE 3200 0 0 PETROHAWK ENERGY CORP COM 716495106 1399 76671 SH SOLE 76671 0 0 PFIZER INC COM 717081103 2628 150100 SH SOLE 150100 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 269 9923 SH SOLE 9923 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 221 3505 SH SOLE 3505 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 835 600000 PRN SOLE 600000 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 3215 2117000 PRN SOLE 2117000 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1395 43409 SH SOLE 43409 0 0 POLYCOM INC COM 73172K104 349 8955 SH SOLE 8955 0 0 POTASH CORP SASK INC COM 73755L107 1548 10000 SH CALL SOLE 10000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1564 28720 SH SOLE 28720 0 0 POWERSHARES ETF TRUST CLEANTECH PORT 73935X278 569 21542 SH SOLE 21542 0 0 POWERSHARES ETF TRUST CON 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3973 SH SOLE 3973 0 0 RESOLUTE ENERGY CORP COM 76116A108 354 23999 SH SOLE 23999 0 0 REX ENERGY CORPORATION COM 761565100 546 40000 SH SOLE 40000 0 0 ROCKWELL COLLINS INC COM 774341101 1165 20000 SH SOLE 20000 0 0 ROPER INDS INC NEW COM 776696106 288 3773 SH SOLE 3773 0 0 RYDEX ETF TRUST S&P500 PUR VAL 78355W304 366 12787 SH SOLE 12787 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 3379 3000000 PRN SOLE 3000000 0 0 SLM CORP COM 78442P106 240 19067 SH SOLE 19067 0 0 SPDR TR UNIT SER 1 78462F103 6289 50000 SH PUT SOLE 50000 0 0 SPDR TR UNIT SER 1 78462F103 8805 70000 SH PUT SOLE 70000 0 0 SPDR TR UNIT SER 1 78462F103 6581 52323 SH SOLE 52323 0 0 SPDR TR UNIT SER 1 78462F103 3270 26000 SH PUT SOLE 26000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 3246 23400 SH SOLE 23400 0 0 SPDR INDEX SHS FDS SPDR DJ EURO ETF 78463X202 900 24441 SH SOLE 24441 0 0 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 841 9919 SH SOLE 9919 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 1508 19797 SH SOLE 19797 0 0 SPDR SERIES TRUST LEHMN INTL ETF 78464A516 462 7898 SH SOLE 7898 0 0 SPDR SERIES TRUST OILGAS EQUIP 78464A748 260 7087 SH SOLE 7087 0 0 SPDR SERIES TRUST SPDR KBW CAP ETF 78464A771 1106 28804 SH SOLE 28804 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 833 13198 SH SOLE 13198 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 225 12950 SH SOLE 12950 0 0 SVB FINL GROUP COM 78486Q101 289 5440 SH SOLE 5440 0 0 SALESFORCE COM INC COM 79466L302 660 5000 SH PUT SOLE 5000 0 0 SANDISK CORP COM 80004C101 852 17091 SH SOLE 17091 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 9009 9312000 PRN SOLE 9312000 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1032 92600 SH SOLE 92600 0 0 SCHEIN HENRY INC COM 806407102 626 10200 SH SOLE 10200 0 0 SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL9 3920 4000000 PRN SOLE 4000000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 243 3557 SH SOLE 3557 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1899 54400 SH PUT SOLE 54400 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 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