-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, II7M9pPNlxIfGLI6hjYZVJoQjwNVPfcIh7ccymg8kqRYUbhPvcHqe3D0JSbjT8XZ kmT8z2/JoIvXaXIyRUbkGQ== 0000919574-10-001403.txt : 20100216 0000919574-10-001403.hdr.sgml : 20100215 20100216124745 ACCESSION NUMBER: 0000919574-10-001403 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100216 DATE AS OF CHANGE: 20100216 EFFECTIVENESS DATE: 20100216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DIALECTIC CAPITAL MANAGEMENT, LLC CENTRAL INDEX KEY: 0001411512 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12674 FILM NUMBER: 10604603 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 d1067128_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, 2009 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: 028-12647 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 16, 2010 - ---------------------- ------------------ -------------------- [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: 2 Form 13F Information Table Entry Total: 365 Form 13F Information Table Value Total: $570,564 (thousands) List of Other Included Managers: 13 F file Number Name 1. 028-13402 Dialectic Antithesis Offshore, Ltd. 2. 028-XXXXX Dialectic Antithesis Partners, LP
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 461 605,000 PRN SHARED 1 605,000 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 543 712,000 PRN SHARED 2 712,000 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 919 1,206,000 PRN SOLE 1,206,000 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 892 21,500 SH SOLE 21,500 ACTIVISION BLIZZARD INC COM 00507V109 1,398 125,850 SH SHARED 1 125,850 ACTIVISION BLIZZARD INC COM 00507V109 998 89,860 SH SHARED 2 89,860 ACTIVISION BLIZZARD INC COM 00507V109 1,321 118,880 SH SOLE 118,880 ADAPTEC INC COM 00651F108 274 81,636 SH SOLE 81,636 AIRGAS INC COM 009363102 2,447 51,408 SH SHARED 1 51,408 AIRGAS INC COM 009363102 1,747 36,706 SH SHARED 2 36,706 AIRGAS INC COM 009363102 1,071 22,495 SH SOLE 22,495 AKAMAI TECHNOLOGIES INC COM 00971T101 883 34,878 SH SOLE 34,878 ALBERTO CULVER CO NEW COM 013078100 2,256 77,016 SH SHARED 1 77,016 ALBERTO CULVER CO NEW COM 013078100 1,611 54,991 SH SHARED 2 54,991 ALBERTO CULVER CO NEW COM 013078100 630 21,485 SH SOLE 21,485 ALCATEL-LUCENT SPONSORED ADR 013904305 498 150,000 SH SOLE 150,000 ALTRIA GROUP INC COM 02209S103 3,485 177,509 SH SHARED 1 177,509 ALTRIA GROUP INC COM 02209S103 2,488 126,746 SH SHARED 2 126,746 ALTRIA GROUP INC COM 02209S103 2,366 120,547 SH SOLE 120,547 AMAZON COM INC COM 023135106 4,506 33,500 PUT SHARED 1 33,500 AMAZON COM INC COM 023135106 3,121 23,200 PUT SHARED 2 23,200 AMAZON COM INC COM 023135106 1,856 13,800 PUT SOLE 13,800 AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 4,177 368,696 SH SHARED 1 368,696 AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 2,987 263,598 SH SHARED 2 263,598 AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 1,741 153,683 SH SOLE 153,683 AMERICAN INTL GROUP INC COM NEW 026874784 700 23,338 SH SHARED 1 23,338 AMERICAN INTL GROUP INC COM NEW 026874784 500 16,662 SH SHARED 2 16,662 AMERICAN INTL GROUP INC COM NEW 026874784 270 9,000 SH SOLE 9,000 ANADIGICS INC COM 032515108 276 65,310 SH SOLE 65,310 ANDERSONS INC COM 034164103 831 32,199 SH SHARED 1 32,199 ANDERSONS INC COM 034164103 594 22,991 SH SHARED 2 22,991 ANDERSONS INC COM 034164103 352 13,635 SH SOLE 13,635 APACHE CORP COM 037411105 3,584 34,742 SH SHARED 1 34,742 APACHE CORP COM 037411105 2,559 24,807 SH SHARED 2 24,807 APACHE CORP COM 037411105 2,290 22,205 SH SOLE 22,205 APPLIED MATLS INC COM 038222105 634 45,472 SH SOLE 45,472 ARCHER DANIELS MIDLAND CO COM 039483102 2,401 76,697 SH SHARED 1 76,697 ARCHER DANIELS MIDLAND CO COM 039483102 1,715 54,763 SH SHARED 2 54,763 ARCHER DANIELS MIDLAND CO COM 039483102 2,377 75,919 SH SOLE 75,919 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 986 997,000 PRN SHARED 1 997,000 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 619 626,000 PRN SHARED 2 626,000 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 368 372,000 PRN SOLE 372,000 ATMEL CORP COM 049513104 1,074 232,901 SH SHARED 1 232,901 ATMEL CORP COM 049513104 767 166,299 SH SHARED 2 166,299 ATMEL CORP COM 049513104 1,886 409,162 SH SOLE 409,162 AVAGO TECHNOLOGIES LTD SHS Y0486S104 991 54,174 SH SOLE 54,174 BANCO LATINOAMERICANO DE COM SHS E P16994132 723 52,005 SH SOLE 52,005 BANK OF AMERICA CORPORATION UNIT 99/99/9999 060505419 746 50,000 SH SOLE 50,000 BOSTON PROPERTIES INC COM 101121101 292 4,354 SH SOLE 4,354 BROADCOM CORP CL A 111320107 535 17,000 SH SOLE 17,000 CALIFORNIA MICRO DEVICES COR COM 130439102 4,414 937,147 SH SHARED 1 937,147 CALIFORNIA MICRO DEVICES COR COM 130439102 2,743 582,453 SH SHARED 2 582,453 CALIFORNIA MICRO DEVICES COR COM 130439102 2,381 505,411 SH SOLE 505,411 CALLIDUS SOFTWARE INC COM 13123E500 906 300,000 SH SHARED 1 300,000 CALLIDUS SOFTWARE INC COM 13123E500 647 214,207 SH SHARED 2 214,207 CHARDAN 2008 CHINA ACQST COR SHS G8977T101 261 29,170 SH SHARED 1 29,170 CHARDAN 2008 CHINA ACQST COR SHS G8977T101 186 20,830 SH SHARED 2 20,830 CHARDAN 2008 CHINA ACQST COR SHS G8977T101 447 50,000 SH SOLE 50,000 CHARDAN 2008 CHINA ACQST COR *W EXP 08/11/201 G8977T119 17 4,288 SH SHARED 1 4,288 CHARDAN 2008 CHINA ACQST COR *W EXP 08/11/201 G8977T119 12 3,062 SH SHARED 2 3,062 CHARDAN 2008 CHINA ACQST COR *W EXP 08/11/201 G8977T119 29 7,350 SH SOLE 7,350 CHINA FIRE & SEC GROUP INC COM 16938R103 72 5,309 SH SHARED 1 5,309 CHINA FIRE & SEC GROUP INC COM 16938R103 51 3,791 SH SHARED 2 3,791 CHINA FIRE & SEC GROUP INC COM 16938R103 48 3,600 SH SHARED 3,600 CHINA GREEN AGRICULTURE INC COM 16943W105 209 14,200 PUT SHARED 1 14,200 CHINA GREEN AGRICULTURE INC COM 16943W105 144 9,800 PUT SHARED 2 9,800 CHINA GREEN AGRICULTURE INC COM 16943W105 88 6,000 PUT SOLE 6,000 CHINA SEC & SURVE TECH INC COM 16942J105 467 61,147 SH SHARED 1 61,147 CHINA SEC & SURVE TECH INC COM 16942J105 334 43,660 SH SHARED 2 43,660 CHINA SEC & SURVE TECH INC COM 16942J105 329 42,999 SH SOLE 42,999 CINEMARK HOLDINGS INC COM 17243V102 1,431 99,552 SH SHARED 1 99,552 CINEMARK HOLDINGS INC COM 17243V102 1,021 71,082 SH SHARED 2 71,082 CINEMARK HOLDINGS INC COM 17243V102 1,092 76,010 SH SOLE 76,010 CMS ENERGY CORP COM 125896100 1,958 125,000 SH SOLE 125,000 CNINSURE INC SPONSORED ADR 18976M103 550 27,380 SH SOLE 27,380 CNX GAS CORP COM 12618H309 1,112 37,672 SH SHARED 1 37,672 CNX GAS CORP COM 12618H309 792 26,833 SH SHARED 2 26,833 CNX GAS CORP COM 12618H309 479 16,208 SH SOLE 16,208 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,765 171,300 PUT SHARED 1 171,300 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,544 122,300 PUT SHARED 2 122,300 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,499 77,200 PUT SOLE 77,200 COGO GROUP INC COM 192448108 737 100,000 SH SOLE 100,000 CONAGRA FOODS INC COM 205887102 1,143 49,575 SH SOLE 49,575 CONVERTED ORGANICS INC *W EXP 12/31/201 21254S131 37 203,826 SH SHARED 1 203,826 CONVERTED ORGANICS INC *W EXP 12/31/201 21254S131 26 144,837 SH SHARED 2 144,837 CONVERTED ORGANICS INC *W EXP 12/31/201 21254S131 63 350,264 SH SOLE 350,264 CON-WAY INC COM 205944101 764 21,882 SH SHARED 1 21,882 CON-WAY INC COM 205944101 545 15,619 SH SHARED 2 15,619 CON-WAY INC COM 205944101 437 12,499 SH SOLE 12,499 CORN PRODS INTL INC COM 219023108 1,044 35,716 SH SHARED 1 35,716 CORN PRODS INTL INC COM 219023108 745 25,502 SH SHARED 2 25,502 CORN PRODS INTL INC COM 219023108 442 15,126 SH SOLE 15,126 CVS CAREMARK CORPORATION COM 126650100 3,513 109,059 SH SHARED 1 109,059 CVS CAREMARK CORPORATION COM 126650100 2,508 77,871 SH SHARED 2 77,871 CVS CAREMARK CORPORATION COM 126650100 2,055 63,807 SH SOLE 63,807 DECKERS OUTDOOR CORP COM 243537107 831 8,168 SH SHARED 1 8,168 DECKERS OUTDOOR CORP COM 243537107 593 5,832 SH SHARED 2 5,832 DECKERS OUTDOOR CORP COM 243537107 1,424 14,000 SH SOLE 14,000 DEUTSCHE BANK AG NAMEN AKT D18190898 3,928 55,400 PUT SHARED 1 55,400 DEUTSCHE BANK AG NAMEN AKT D18190898 2,801 39,500 PUT SHARED 2 39,500 DEUTSCHE BANK AG NAMEN AKT D18190898 1,780 25,100 PUT SOLE 25,100 DG FASTCHANNEL INC COM 23326R109 2,396 85,800 PUT SHARED 1 85,800 DG FASTCHANNEL INC COM 23326R109 1,715 61,400 PUT SHARED 2 61,400 DG FASTCHANNEL INC COM 23326R109 1,056 37,800 PUT SOLE 37,800 E M C CORP MASS COM 268648102 1,919 109,865 SH SOLE 109,865 E TRADE FINANCIAL CORP COM 269246104 575 326,556 SH SOLE 326,556 ELECTRONIC ARTS INC COM 285512109 1 58 SH SHARED 1 58 ELECTRONIC ARTS INC COM 285512109 1,079 60,800 CALL SHARED 1 60,800 ELECTRONIC ARTS INC COM 285512109 1 42 SH SHARED 2 42 ELECTRONIC ARTS INC COM 285512109 770 43,400 CALL SHARED 2 43,400 ELECTRONIC ARTS INC COM 285512109 2 100 SH SOLE 100 ELECTRONIC ARTS INC COM 285512109 458 25,800 CALL SOLE 25,800 ENERSYS COM 29275Y102 1,562 71,400 PUT SHARED 1 71,400 ENERSYS COM 29275Y102 1,115 51,000 PUT SHARED 2 51,000 ENERSYS COM 29275Y102 704 32,200 PUT SOLE 32,200 EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 67 78,000 PRN SHARED 1 78,000 EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 1,200 1,404,000 PRN SHARED 2 1,404,000 EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 15 18,000 PRN SOLE 18,000 EQUINIX INC NOTE 3.000%10/1 29444UAG1 1,186 1,027,000 PRN SHARED 1 1,027,000 EQUINIX INC NOTE 3.000%10/1 29444UAG1 744 644,000 PRN SHARED 2 644,000 EQUINIX INC NOTE 3.000%10/1 29444UAG1 380 329,000 PRN SOLE 329,000 EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 487 942,000 PRN SHARED 1 942,000 EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 346 669,000 PRN SHARED 2 669,000 EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 201 389,000 PRN SOLE 389,000 EXXON MOBIL CORP COM 30231G102 2,112 30,986 SH SOLE 30,986 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 474 47,463 SH SHARED 1 47,463 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 339 33,890 SH SHARED 2 33,890 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 429 42,929 SH SOLE 42,929 FIFTH STREET FINANCE CORP COM 31678A103 2,941 273,812 SH SHARED 1 273,812 FIFTH STREET FINANCE CORP COM 31678A103 2,099 195,465 SH SHARED 2 195,465 FIFTH STREET FINANCE CORP COM 31678A103 2,817 262,295 SH SOLE 262,295 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 1,358 1,069,000 PRN SHARED 1 1,069,000 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 929 731,000 PRN SHARED 2 731,000 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 254 200,000 PRN SOLE 200,000 FULL HOUSE RESORTS INC COM 359678109 830 241,411 SH SHARED 1 241,411 FULL HOUSE RESORTS INC COM 359678109 506 147,142 SH SHARED 2 147,142 FULL HOUSE RESORTS INC COM 359678109 386 112,047 SH SOLE 112,047 FUQI INTERNATIONAL INC COM NEW 36102A207 335 18,641 SH SHARED 1 18,641 FUQI INTERNATIONAL INC COM NEW 36102A207 239 13,309 SH SHARED 2 13,309 FUQI INTERNATIONAL INC COM NEW 36102A207 152 8,468 SH SOLE 8,468 GAMESTOP CORP NEW CL A 36467W109 2,304 105,016 SH SHARED 1 105,016 GAMESTOP CORP NEW CL A 36467W109 1,645 74,984 SH SHARED 2 74,984 GAMESTOP CORP NEW CL A 36467W109 1,316 60,000 SH SOLE 60,000 GLOBECOMM SYSTEMS INC COM 37956X103 448 57,315 SH SOLE 57,315 GREAT LAKES DREDGE & DOCK CO COM 390607109 754 116,359 SH SHARED 1 116,359 GREAT LAKES DREDGE & DOCK CO COM 390607109 536 82,682 SH SHARED 2 82,682 GREAT LAKES DREDGE & DOCK CO COM 390607109 312 48,095 SH SOLE 48,095 GREEN MTN COFFEE ROASTERS IN COM 393122106 1,238 15,200 PUT SHARED 1 15,200 GREEN MTN COFFEE ROASTERS IN COM 393122106 888 10,900 PUT SHARED 2 10,900 GREEN MTN COFFEE ROASTERS IN COM 393122106 562 6,900 PUT SOLE 6,900 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 760 992,000 PRN SHARED 1 992,000 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 495 646,000 PRN SHARED 2 646,000 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 277 362,000 PRN SOLE 362,000 GSE SYS INC COM 36227K106 1,739 317,424 SH SHARED 1 317,424 GSE SYS INC COM 36227K106 1,242 226,638 SH SHARED 2 226,638 GSE SYS INC COM 36227K106 803 146,620 SH SOLE 146,620 GULFMARK OFFSHORE INC COM 402629109 2,885 101,907 SH SHARED 1 101,907 GULFMARK OFFSHORE INC COM 402629109 2,050 72,414 SH SHARED 2 72,414 GULFMARK OFFSHORE INC COM 402629109 2,120 74,864 SH SOLE 74,864 HARRIS CORP DEL COM 413875105 1,065 22,387 SH SHARED 1 22,387 HARRIS CORP DEL COM 413875105 760 15,981 SH SHARED 2 15,981 HARRIS CORP DEL COM 413875105 481 10,132 SH SOLE 10,132 HARRIS STRATEX NTWRKS INC CL A 41457P106 748 108,348 SH SOLE 108,348 HARTFORD FINL SVCS GROUP INC COM 416515104 683 29,389 SH SOLE 29,389 HESS CORP COM 42809H107 2,860 47,276 SH SHARED 1 47,276 HESS CORP COM 42809H107 2,042 33,756 SH SHARED 2 33,756 HESS CORP COM 42809H107 2,256 37,289 SH SOLE 37,289 HOKU SCIENTIFIC INC COM 434712105 66 24,300 PUT SHARED 1 24,300 HOKU SCIENTIFIC INC COM 434712105 44 16,300 PUT SHARED 2 16,300 HOKU SCIENTIFIC INC COM 434712105 26 9,400 PUT SOLE 9,400 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 120 10,000 SH SOLE 10,000 HUB GROUP INC CL A 443320106 837 31,255 SH SOLE 31,255 HUDSON CITY BANCORP COM 443683107 1,373 100,000 SH SOLE 100,000 I2 TECHNOLOGIES INC COM NEW 465754208 821 42,948 SH SHARED 1 42,948 I2 TECHNOLOGIES INC COM NEW 465754208 586 30,666 SH SHARED 2 30,666 I2 TECHNOLOGIES INC COM NEW 465754208 486 25,461 SH SOLE 25,461 IMMERSION CORP COM 452521107 458 100,000 SH SOLE 100,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 11,833 214,100 PUT SHARED 1 214,100 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 8,451 152,900 PUT SHARED 2 152,900 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 5,334 96,500 PUT SOLE 96,500 INTEL CORP COM 458140100 1,020 50,000 SH SOLE 50,000 INTERNATIONAL BUSINESS MACHS COM 459200101 709 5,417 SH SOLE 5,417 ISHARES TR INDEX BARCLYS TIPS BD 464287176 272 2,618 SH SHARED 1 2,618 ISHARES TR INDEX BARCLYS TIPS BD 464287176 194 1,869 SH SHARED 2 1,869 ISHARES TR INDEX BARCLYS TIPS BD 464287176 94 904 SH SOLE 904 ISHARES TR INDEX MSCI EMERG MKT 464287234 6,412 154,500 PUT SHARED 1 154,500 ISHARES TR INDEX MSCI EMERG MKT 464287234 4,577 110,300 PUT SHARED 2 110,300 ISHARES TR INDEX MSCI EMERG MKT 464287234 2,897 69,800 PUT SOLE 69,800 ISHARES TR INDEX RUSSELL 2000 464287655 5,763 92,300 PUT SHARED 1 92,300 ISHARES TR INDEX RUSSELL 2000 464287655 5,763 92,300 CALL SHARED 1 92,300 ISHARES TR INDEX RUSSELL 2000 464287655 4,115 65,900 PUT SHARED 2 65,900 ISHARES TR INDEX RUSSELL 2000 464287655 4,115 65,900 CALL SHARED 2 65,900 ISHARES TR INDEX RUSSELL 2000 464287655 2,610 41,800 PUT SOLE 41,800 ISHARES TR INDEX RUSSELL 2000 464287655 2,610 41,800 CALL SOLE 41,800 KENNAMETAL INC COM 489170100 1,074 41,439 SH SHARED 1 41,439 KENNAMETAL INC COM 489170100 767 29,588 SH SHARED 2 29,588 KENNAMETAL INC COM 489170100 481 18,542 SH SOLE 18,542 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,970 186,731 SH SOLE 186,731 LIMELIGHT NETWORKS INC COM 53261M104 519 132,340 SH SOLE 132,340 LIVEPERSON INC COM 538146101 491 70,498 SH SOLE 70,498 LORILLARD INC COM 544147101 2,993 37,305 SH SHARED 1 37,305 LORILLARD INC COM 544147101 2,137 26,637 SH SHARED 2 26,637 LORILLARD INC COM 544147101 2,412 30,069 SH SOLE 30,069 LSI CORPORATION COM 502161102 1,227 204,190 SH SHARED 1 204,190 LSI CORPORATION COM 502161102 876 145,810 SH SHARED 2 145,810 LSI CORPORATION COM 502161102 902 150,000 SH SOLE 150,000 LUMBER LIQUIDATORS INC COM 55003Q103 1,611 60,100 PUT SHARED 1 60,100 LUMBER LIQUIDATORS INC COM 55003Q103 1,147 42,800 PUT SHARED 2 42,800 LUMBER LIQUIDATORS INC COM 55003Q103 726 27,100 PUT SOLE 27,100 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3,297 71,355 SH SHARED 1 71,355 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2,354 50,949 SH SHARED 2 50,949 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,251 27,073 SH SOLE 27,073 MCCORMICK & CO INC COM NON VTG 579780206 1,581 43,757 SH SHARED 1 43,757 MCCORMICK & CO INC COM NON VTG 579780206 1,129 31,243 SH SHARED 2 31,243 MCCORMICK & CO INC COM NON VTG 579780206 1,297 35,895 SH SOLE 35,895 MEMC ELECTR MATLS INC COM 552715104 159 11,737 SH SOLE 11,737 MICREL INC COM 594793101 492 60,000 SH SOLE 60,000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 1,603 1,656,900 PRN SHARED 1 1,656,900 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 1,006 1,039,700 PRN SHARED 2 1,039,700 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 337 348,400 PRN SOLE 348,400 MICROSOFT CORP COM 594918104 1,782 58,459 SH SHARED 1 58,459 MICROSOFT CORP COM 594918104 1,272 41,741 SH SHARED 2 41,741 MICROSOFT CORP COM 594918104 1,271 41,700 SH SOLE 41,700 MICROTUNE INC DEL COM 59514P109 1,950 862,753 SH SHARED 1 862,753 MICROTUNE INC DEL COM 59514P109 1,392 615,980 SH SHARED 2 615,980 MICROTUNE INC DEL COM 59514P109 959 424,460 SH SOLE 424,460 MICROVISION INC DEL COM 594960106 278 87,688 SH SHARED 1 87,688 MICROVISION INC DEL COM 594960106 198 62,611 SH SHARED 2 62,611 MICROVISION INC DEL COM 594960106 292 92,093 SH SOLE 92,093 MOLSON COORS BREWING CO CL B 60871R209 2,039 45,159 SH SHARED 1 45,159 MOLSON COORS BREWING CO CL B 60871R209 1,456 32,245 SH SHARED 2 32,245 MOLSON COORS BREWING CO CL B 60871R209 1,089 24,121 SH SOLE 24,121 MORGAN STANLEY COM NEW 617446448 888 30,000 SH SOLE 30,000 NICHOLAS-APPLEGATE CV & INC COM 65370F101 1,130 121,913 SH SOLE 121,913 NORFOLK SOUTHERN CORP COM 655844108 1,526 29,117 SH SHARED 1 29,117 NORFOLK SOUTHERN CORP COM 655844108 1,090 20,790 SH SHARED 2 20,790 NORFOLK SOUTHERN CORP COM 655844108 1,023 19,515 SH SOLE 19,515 NUANCE COMMUNICATIONS INC COM 67020Y100 353 22,707 SH SOLE 22,707 OCCIDENTAL PETE CORP DEL COM 674599105 979 12,030 SH SHARED 1 12,030 OCCIDENTAL PETE CORP DEL COM 674599105 699 8,590 SH SHARED 2 8,590 OCCIDENTAL PETE CORP DEL COM 674599105 676 8,319 SH SOLE 8,319 OFFICEMAX INC DEL COM 67622P101 547 43,101 SH SOLE 43,101 ORACLE CORP COM 68389X105 2,632 107,295 SH SHARED 1 107,295 ORACLE CORP COM 68389X105 1,879 76,605 SH SHARED 2 76,605 ORACLE CORP COM 68389X105 1,092 44,538 SH SOLE 44,538 OVERSTOCK COM INC DEL NOTE 3.750%12/0 690370AB7 1,483 1,685,000 PRN SHARED 1 1,685,000 OVERSTOCK COM INC DEL NOTE 3.750%12/0 690370AB7 897 1,019,000 PRN SHARED 2 1,019,000 OVERSTOCK COM INC DEL NOTE 3.750%12/0 690370AB7 366 416,000 PRN SOLE 416,000 OWENS ILL INC COM NEW 690768403 1,436 43,675 SH SHARED 1 43,675 OWENS ILL INC COM NEW 690768403 1,025 31,185 SH SHARED 2 31,185 OWENS ILL INC COM NEW 690768403 928 28,230 SH SOLE 28,230 PACTIV CORP COM 695257105 2,072 85,838 SH SHARED 1 85,838 PACTIV CORP COM 695257105 1,480 61,291 SH SHARED 2 61,291 PACTIV CORP COM 695257105 1,135 47,025 SH SOLE 47,025 PALM INC NEW COM 696643105 439 43,761 SH SHARED 1 43,761 PALM INC NEW COM 696643105 313 31,239 SH SHARED 2 31,239 PALM INC NEW COM 696643105 201 20,000 SH SOLE 20,000 PARKERVISION INC COM 701354102 44 23,785 SH SHARED 1 23,785 PARKERVISION INC COM 701354102 31 16,983 SH SHARED 2 16,983 PARKERVISION INC COM 701354102 19 10,732 SH SOLE 10,732 PATRIOT TRANSN HLDG INC COM 70337B102 1,031 10,916 SH SHARED 1 10,916 PATRIOT TRANSN HLDG INC COM 70337B102 728 7,706 SH SHARED 2 7,706 PATRIOT TRANSN HLDG INC COM 70337B102 529 5,594 SH SOLE 5,594 PERRIGO CO COM 714290103 1,426 35,815 SH SOLE 35,815 PERVASIVE SOFTWARE INC COM 715710109 2,264 469,684 SH SHARED 1 469,684 PERVASIVE SOFTWARE INC COM 715710109 1,616 335,365 SH SHARED 2 335,365 PERVASIVE SOFTWARE INC COM 715710109 1,290 267,480 SH SOLE 267,480 PHILIP MORRIS INTL INC COM 718172109 2,984 61,926 SH SHARED 1 61,926 PHILIP MORRIS INTL INC COM 718172109 2,131 44,217 SH SHARED 2 44,217 PHILIP MORRIS INTL INC COM 718172109 2,372 49,233 SH SOLE 49,233 PLUM CREEK TIMBER CO INC COM 729251108 1,873 49,591 SH SHARED 1 49,591 PLUM CREEK TIMBER CO INC COM 729251108 1,337 35,409 SH SHARED 2 35,409 PLUM CREEK TIMBER CO INC COM 729251108 1,215 32,180 SH SOLE 32,180 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,152 46,802 SH SHARED 1 46,802 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 823 33,417 SH SHARED 2 33,417 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 400 16,252 SH SOLE 16,252 POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 773 29,251 SH SHARED 1 29,251 POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 552 20,886 SH SHARED 2 20,886 POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 716 27,087 SH SOLE 27,087 POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 1,316 58,502 SH SHARED 1 58,502 POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 940 41,772 SH SHARED 2 41,772 POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 438 19,501 SH SOLE 19,501 PROSHARES TR PSHS ULT S&P 500 74347R107 706 18,462 SH SHARED 1 18,462 PROSHARES TR PSHS ULT S&P 500 74347R107 504 13,181 SH SHARED 2 13,181 PROSHARES TR PSHS ULT S&P 500 74347R107 574 15,000 SH SOLE 15,000 PROSHARES TR PSHS ULTSH 20YRS 74347R297 12,449 249,581 SH SHARED 1 249,581 PROSHARES TR PSHS ULTSH 20YRS 74347R297 8,889 178,206 SH SHARED 2 178,206 PROSHARES TR PSHS ULTSH 20YRS 74347R297 4,682 93,851 SH SOLE 93,851 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 1,733 1,610,000 PRN SHARED 1 1,610,000 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 1,087 1,010,000 PRN SHARED 2 1,010,000 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 522 485,000 PRN SOLE 485,000 RAMBUS INC DEL COM 750917106 327 13,382 SH SOLE 13,382 RAYONIER INC COM 754907103 573 13,592 SH SOLE 13,592 REALNETWORKS INC COM 75605L104 391 105,410 SH SHARED 1 105,410 REALNETWORKS INC COM 75605L104 279 75,265 SH SHARED 2 75,265 REALNETWORKS INC COM 75605L104 452 121,718 SH SOLE 121,718 REGAL ENTMT GROUP CL A 758766109 2,455 170,013 SH SHARED 1 170,013 REGAL ENTMT GROUP CL A 758766109 1,877 129,987 SH SHARED 2 129,987 REGAL ENTMT GROUP CL A 758766109 722 50,000 SH SOLE 50,000 REPUBLIC AWYS HLDGS INC COM 760276105 1,365 184,905 SH SHARED 1 184,905 REPUBLIC AWYS HLDGS INC COM 760276105 974 132,026 SH SHARED 2 132,026 REPUBLIC AWYS HLDGS INC COM 760276105 671 90,939 SH SOLE 90,939 REYNOLDS AMERICAN INC COM 761713106 1,237 23,350 SH SHARED 1 23,350 REYNOLDS AMERICAN INC COM 761713106 883 16,672 SH SHARED 2 16,672 REYNOLDS AMERICAN INC COM 761713106 570 10,746 SH SOLE 10,746 RINO INTERNATIONAL CORPORATI COM 766883102 1,206 43,600 PUT SHARED 1 43,600 RINO INTERNATIONAL CORPORATI COM 766883102 244 8,836 SH SHARED 1 8,836 RINO INTERNATIONAL CORPORATI COM 766883102 860 31,100 PUT SHARED 2 31,100 RINO INTERNATIONAL CORPORATI COM 766883102 174 6,309 SH SHARED 2 6,309 RINO INTERNATIONAL CORPORATI COM 766883102 547 19,800 PUT SOLE 19,800 RINO INTERNATIONAL CORPORATI COM 766883102 120 8,106 SH SOLE 8,106 ROCK-TENN CO CL A 772739207 460 9,134 SH SOLE 9,134 SAVVIS INC NOTE 3.000% 5/1 805423AA8 657 738,000 PRN SHARED 1 738,000 SAVVIS INC NOTE 3.000% 5/1 805423AA8 412 462,000 PRN SHARED 2 462,000 SAVVIS INC NOTE 3.000% 5/1 805423AA8 898 1,008,000 PRN SOLE 1,008,000 SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL9 979 1,034,000 PRN SHARED 1 1,034,000 SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL9 641 677,000 PRN SHARED 2 677,000 SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL9 273 289,000 PRN SOLE 289,000 SEALY CORP COM 812139301 222 70,000 SH SOLE 70,000 SILICON STORAGE TECHNOLOGY I COM 827057100 6,467 2,526,303 SH SHARED 1 2,526,303 SILICON STORAGE TECHNOLOGY I COM 827057100 4,592 1,793,792 SH SHARED 2 1,793,792 SILICON STORAGE TECHNOLOGY I COM 827057100 2,869 1,120,641 SH SOLE 1,120,641 SL GREEN RLTY CORP COM 78440X101 328 6,530 SH SOLE 6,530 SONOCO PRODS CO COM 835495102 1,703 58,233 SH SHARED 1 58,233 SONOCO PRODS CO COM 835495102 1,216 41,580 SH SHARED 2 41,580 SONOCO PRODS CO COM 835495102 1,133 38,725 SH SOLE 38,725 SPDR GOLD TRUST GOLD SHS 78463V107 39,222 365,500 CALL SHARED 1 365,500 SPDR GOLD TRUST GOLD SHS 78463V107 4,376 40,775 SH SHARED 1 40,775 SPDR GOLD TRUST GOLD SHS 78463V107 26,463 246,600 CALL SHARED 2 246,600 SPDR GOLD TRUST GOLD SHS 78463V107 3,124 29,114 SH SHARED 2 29,114 SPDR GOLD TRUST GOLD SHS 78463V107 14,798 137,900 CALL SOLE 137,900 SPDR GOLD TRUST GOLD SHS 78463V107 2,395 22,314 SH SOLE 22,314 SPDR SERIES TRUST BARCL CAP TIPS 78464A656 896 17,503 SH SHARED 1 17,503 SPDR SERIES TRUST BARCL CAP TIPS 78464A656 640 12,497 SH SHARED 2 12,497 SPDR SERIES TRUST BARCL CAP TIPS 78464A656 255 5,000 SH SOLE 5,000 SPECTRA ENERGY CORP COM 847560109 1,088 53,067 SH SHARED 1 53,067 SPECTRA ENERGY CORP COM 847560109 777 37,891 SH SHARED 2 37,891 SPECTRA ENERGY CORP COM 847560109 491 23,922 SH SOLE 23,922 SRS LABS INC COM 78464M106 3,551 484,420 SH SHARED 1 484,420 SRS LABS INC COM 78464M106 2,523 344,224 SH SHARED 2 344,224 SRS LABS INC COM 78464M106 1,868 254,875 SH SOLE 254,875 STARBUCKS CORP COM 855244109 266 11,539 SH SHARED 1 11,539 STARBUCKS CORP COM 855244109 190 8,238 SH SHARED 2 8,238 STARBUCKS CORP COM 855244109 120 5,223 SH SOLE 5,223 SUPER MICRO COMPUTER INC COM 86800U104 543 48,791 SH SOLE 48,791 TCW STRATEGIC INCOME FUND IN COM 872340104 1,857 425,000 SH SOLE 425,000 TEEKAY CORPORATION COM Y8564W103 1,180 50,857 SH SHARED 1 50,857 TEEKAY CORPORATION COM Y8564W103 843 36,313 SH SHARED 2 36,313 TEEKAY CORPORATION COM Y8564W103 529 22,757 SH SOLE 22,757 TELLABS INC COM 879664100 364 64,103 SH SHARED 1 64,103 TELLABS INC COM 879664100 260 45,771 SH SHARED 2 45,771 TELLABS INC COM 879664100 671 118,105 SH SOLE 118,105 TERADYNE INC COM 880770102 291 27,085 SH SOLE 27,085 TIER TECHNOLOGIES INC CL B 88650Q100 297 37,124 SH SOLE 37,124 URBAN OUTFITTERS INC COM 917047102 1,022 29,210 SH SHARED 1 29,210 URBAN OUTFITTERS INC COM 917047102 730 20,851 SH SHARED 2 20,851 URBAN OUTFITTERS INC COM 917047102 463 13,220 SH SOLE 13,220 UTSTARCOM INC COM 918076100 277 126,300 SH SOLE 126,300 VISTAPRINT N V SHS N93540107 1,371 24,200 PUT SHARED 1 24,200 VISTAPRINT N V SHS N93540107 980 17,300 PUT SHARED 2 17,300 VISTAPRINT N V SHS N93540107 623 11,000 PUT SOLE 11,000 VORNADO RLTY TR SH BEN INT 929042109 1,224 17,500 SH SOLE 17,500 WEYERHAEUSER CO COM 962166104 2,405 55,752 SH SHARED 1 55,752 WEYERHAEUSER CO COM 962166104 1,717 39,808 SH SHARED 2 39,808 WEYERHAEUSER CO COM 962166104 1,621 37,569 SH SOLE 37,569
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