0001164691-11-000026.txt : 20110516
0001164691-11-000026.hdr.sgml : 20110516
20110516132631
ACCESSION NUMBER: 0001164691-11-000026
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110516
DATE AS OF CHANGE: 20110516
EFFECTIVENESS DATE: 20110516
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: QCM Cayman, Ltd.
CENTRAL INDEX KEY: 0001166340
IRS NUMBER: 943381479
STATE OF INCORPORATION: E9
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10022
FILM NUMBER: 11845172
BUSINESS ADDRESS:
STREET 1: 4200 MONTROSE BLVD STE. 200
CITY: HOUSTON
STATE: TX
ZIP: 77006
BUSINESS PHONE: (713) 333-5445
MAIL ADDRESS:
STREET 1: 4200 MONTROSE BLVD STE. 200
CITY: HOUSTON
STATE: TX
ZIP: 77006
FORMER COMPANY:
FORMER CONFORMED NAME: QUANTLAB CAPITAL MANAGEMENT LTD
DATE OF NAME CHANGE: 20020131
13F-HR
1
qcmform13f03312011.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: March 31, 2011
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.) [ ] is a restatement.
[ ] adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: QCM Cayman Ltd. (formerly Quantlab Capital Management, Ltd.)
Address: 4200 Montrose Boulevard, Suite 200
Houston, Texas 77006
Form 13F File Number: 28-10022
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: Mark F. Hansen
Title: Chief Financial Officer
Phone: (713) 333-5445
Signature, Place, and Date of Signing:
/s/ Mark F. Hansen Houston, TX 5/16/2011
[Signature] [City, State] [Date]
Report type (Check only one.):
[X] 13F HOLDINGS 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
List of 13(f) Securities used for this report: First quarter 2011
Form 13F Information Table Entry Total: 279
Form 13F Information Table Value Total: $469,882
(thousands)
List of Other Included Managers: NONE
FORM 13F INFORMATION TABLE
Column Column Column Column Column Column Column Column
1 2 3 4 5 6 7 8
------------------- --------------- --------- ------- ---------------------------- ------ ------ --------------
NAME TITLE SHS
OF OF VALUE OR PRN SH/ PUT/ INVST OTR VTNG AUTHRTY
ISSUER CLS CUSIP x$1000 AMT PRN CALL DSCRTN MGRS SOLE SHRD NONE
------------------- --------------- --------- ------- ------ ---- ---- ------ ------ ---- ---- ----
ACME PACKET INC COM 004764106 $260 3,659 SH SOLE NONE 3,659
AKAMAI TECHNOLOGIES INC COM 00971T101 $214 5,642 SH SOLE NONE 5,642
AKAMAI TECHNOLOGIES INC COM 00971T101 $1,463 38,500 SH CALL SOLE NONE 38,500
AKAMAI TECHNOLOGIES INC COM 00971T101 $1,117 29,400 SH PUT SOLE NONE 29,400
ALCOA INC COM 013817101 $196 11,113 SH SOLE NONE 11,113
ALEXANDRIA RE EQ IN COM 015271109 $460 5,900 SH SOLE NONE 5,900
ALEXION PHARMACEUTICALS COM 015351109 $206 2,084 SH SOLE NONE 2,084
ALLERGAN INC COM 018490102 $380 5,344 SH SOLE NONE 5,344
ALTERA CORP COM 021441100 $308 6,999 SH SOLE NONE 6,999
AMAZON COM INC COM 023135106 $3,873 21,500 SH CALL SOLE NONE 21,500
AMAZON COM INC COM 023135106 $4,161 23,100 SH PUT SOLE NONE 23,100
AMERICAN EXPRESS CO COM 025816109 $1,071 23,700 SH CALL SOLE NONE 23,700
AMERICAN INTL GROUP INC COM NEW 026874784 $344 9,794 SH SOLE NONE 9,794
AMERICAN INTL GROUP INC COM NEW 026874784 $1,444 41,100 SH CALL SOLE NONE 41,100
AMERICAN INTL GROUP INC COM NEW 026874784 $253 7,200 SH PUT SOLE NONE 7,200
AMERIGROUP CORP COM 03073T102 $316 4,919 SH SOLE NONE 4,919
AMGEN INC COM 031162100 $294 5,500 SH CALL SOLE NONE 5,500
AMGEN INC COM 031162100 $305 5,700 SH PUT SOLE NONE 5,700
ANADARKO PETE CORP COM 032511107 $1,401 17,100 SH CALL SOLE NONE 17,100
ANADARKO PETE CORP COM 032511107 $1,376 16,800 SH PUT SOLE NONE 16,800
APPLE INC COM 037833100 $4,269 12,250 SH SOLE NONE 12,250
APPLE INC COM 037833100 $28,015 80,400 SH CALL SOLE NONE 80,400
APPLE INC COM 037833100 $14,426 41,400 SH PUT SOLE NONE 41,400
ARCH COAL INC COM 039380100 $638 17,700 SH CALL SOLE NONE 17,700
ARCH COAL INC COM 039380100 $350 9,700 SH PUT SOLE NONE 9,700
AUTODESK INC COM 052769106 $407 9,227 SH SOLE NONE 9,227
AUTOMATIC DATA PROCSSNG COM 053015103 $342 6,666 SH SOLE NONE 6,666
AVALONBAY CMNTYS INC COM 05348 101 $393 3,272 SH SOLE NONE 3,272
BAIDU INC SPON ADR REP A 056752108 $931 6,759 SH SOLE NONE 6,759
BAIDU INC SPON ADR REP A 056752108 $7,731 56,100 SH CALL SOLE NONE 56,100
BAIDU INC SPON ADR REP A 056752108 $2,674 19,400 SH PUT SOLE NONE 19,400
BAKER HUGHES INC COM 057224107 $308 4,200 SH CALL SOLE NONE 4,200
BAKER HUGHES INC COM 057224107 $367 5,000 SH PUT SOLE NONE 5,000
BARRICK GOLD CORP COM 067901108 $846 16,300 SH CALL SOLE NONE 16,300
BARRICK GOLD CORP COM 067901108 $763 14,700 SH PUT SOLE NONE 14,700
BAXTER INTL INC COM 071813109 $205 3,806 SH SOLE NONE 3,806
BEST BUY INC COM 086516101 $327 11,400 SH SOLE NONE 11,400
BEST BUY INC COM 086516101 $488 17,000 SH CALL SOLE NONE 17,000
BEST BUY INC COM 086516101 $663 23,100 SH PUT SOLE NONE 23,100
BIOGEN IDEC INC COM 09062X103 $259 3,523 SH SOLE NONE 3,523
BLACKROCK INC COM 09247X101 $691 3,438 SH SOLE NONE 3,438
BOEING CO COM 097023105 $1,013 13,700 SH CALL SOLE NONE 13,700
BOEING CO COM 097023105 $924 12,500 SH PUT SOLE NONE 12,500
BROADCOM CORP CL A 111320107 $296 7,523 SH SOLE NONE 7,523
BROADCOM CORP CL A 111320107 $449 11,400 SH CALL SOLE NONE 11,400
BROADCOM CORP CL A 111320107 $252 6,400 SH PUT SOLE NONE 6,400
CAMPBELL SOUP CO COM 134429109 $331 10,000 SH SOLE NONE 10,000
CARBO CERAMICS INC COM 140781105 $253 1,794 SH SOLE NONE 1,794
CARMAX INC COM 143130102 $482 15,000 SH SOLE NONE 15,000
CATERPILLAR INC DEL COM 149123101 $2,361 21,200 SH CALL SOLE NONE 21,200
CATERPILLAR INC DEL COM 149123101 $4,532 40,700 SH PUT SOLE NONE 40,700
CELGENE CORP COM 151020104 $224 3,900 SH CALL SOLE NONE 3,900
CHECK POINT SFTWRE TECH ORD M22465104 $360 7,053 SH SOLE NONE 7,053
CHESAPEAKE ENERGY CORP COM 165167107 $556 16,600 SH CALL SOLE NONE 16,600
CHESAPEAKE ENERGY CORP COM 165167107 $412 12,300 SH PUT SOLE NONE 12,300
CHEVRON CORP NEW COM 166764100 $397 3,700 SH CALL SOLE NONE 3,700
CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 $377 9,273 SH SOLE NONE 9,273
CHIPOTLE MEXICAN GRILL COM 169656105 $1,184 4,346 SH SOLE NONE 4,346
CIMAREX ENERGY CO COM 171798101 $257 2,230 SH SOLE NONE 2,230
CITIGROUP INC COM 172967101 $142 32,200 SH SOLE NONE 32,200
CITRIX SYS INC COM 177376100 $815 11,098 SH SOLE NONE 11,098
CLIFFS NTL RESOURCES COM 18683K101 $2,221 22,600 SH CALL SOLE NONE 22,600
CLIFFS NTLRESOURCES COM 18683K101 $2,693 27,400 SH PUT SOLE NONE 27,400
CME GROUP INC COM 12572Q105 $789 2,618 SH SOLE NONE 2,618
CONOCOPHILLIPS COM 20825C104 $676 8,464 SH SOLE NONE 8,464
CONSOL ENERGY INC COM 20854P109 $324 6,044 SH SOLE NONE 6,044
CONSOL ENERGY INC COM 20854P109 $408 7,600 SH CALL SOLE NONE 7,600
CONSOL ENERGY INC COM 20854P109 $483 9,000 SH PUT SOLE NONE 9,000
CORNING INC COM 219350105 $227 10,988 SH SOLE NONE 10,988
CREE INC COM 225447101 $674 14,600 SH SOLE NONE 14,600
CROCS INC COM 227046109 $227 12,700 SH SOLE NONE 12,700
CULLEN FROST BANKERS COM 229899109 $238 4,028 SH SOLE NONE 4,028
D R HORTON INC COM 23331A109 $166 14,237 SH SOLE NONE 14,237
DARDEN RESTAURANTS INC COM 237194105 $983 20,000 SH SOLE NONE 20,000
DEERE & CO COM 244199105 $911 9,400 SH CALL SOLE NONE 9,400
DEERE & CO COM 244199105 $465 4,800 SH PUT SOLE NONE 4,800
DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 $206 3,095 SH SOLE NONE 3,095
DIREXION SHS ETF TR DLY ENRGY BEAR3X 25459W342 $180 13,515 SH SOLE NONE 13,515
DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 $1,157 38,200 SH CALL SOLE NONE 38,200
DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 $724 23,900 SH PUT SOLE NONE 23,900
EBAY INC COM 278642103 $314 10,100 SH CALL SOLE NONE 10,100
EBAY INC COM 278642103 $338 10,900 SH PUT SOLE NONE 10,900
EMERSON ELEC CO COM 291011104 $487 8,327 SH SOLE NONE 8,327
EQUINIX INC COM NEW 29444U502 $392 4,300 SH SOLE NONE 4,300
EXPRESS SCRIPTS INC COM 302182100 $290 5,220 SH SOLE NONE 5,220
EXXON MOBIL CORP COM 30231G102 $278 3,300 SH CALL SOLE NONE 3,300
EXXON MOBIL CORP COM 30231G102 $471 5,600 SH PUT SOLE NONE 5,600
F5 NETWORKS INC COM 315616102 $242 2,359 SH SOLE NONE 2,359
F5 NETWORKS INC COM 315616102 $2,667 26,000 SH CALL SOLE NONE 26,000
F5 NETWORKS INC COM 315616102 $667 6,500 SH PUT SOLE NONE 6,500
FEDEX CORP COM 31428X106 $318 3,400 SH PUT SOLE NONE 3,400
FIRST SOLAR INC COM 336433107 $857 5,327 SH SOLE NONE 5,327
FIRST SOLAR INC COM 336433107 $3,442 21,400 SH CALL SOLE NONE 21,400
FIRST SOLAR INC COM 336433107 $2,155 13,400 SH PUT SOLE NONE 13,400
FORD MTR CO DEL COM PAR $0.01 345370860 $387 25,975 SH SOLE NONE 25,975
GENERAL MLS INC COM 370334104 $376 10,285 SH SOLE NONE 10,285
GENERAL MTRS CO COM 37045V100 $287 9,250 SH SOLE NONE 9,250
GENZYME CORP COM 372917104 $248 3,263 SH SOLE NONE 3,263
GOLDCORP INC NEW COM 380956409 $1,708 34,300 SH CALL SOLE NONE 34,300
GOLDCORP INC NEW COM 380956409 $568 11,400 SH PUT SOLE NONE 11,400
GOLDMAN SACHS GROUP INC COM 38141G104 $1,520 9,592 SH SOLE NONE 9,592
GOLDMAN SACHS GROUP INC COM 38141G104 $2,979 18,800 SH CALL SOLE NONE 18,800
GOLDMAN SACHS GROUP INC COM 38141G104 $3,280 20,700 SH PUT SOLE NONE 20,700
GOOGLE INC CL A 38259P508 $1,116 1,903 SH SOLE NONE 1,903
GOOGLE INC CL A 38259P508 $49,769 84,900 SH CALL SOLE NONE 84,900
GOOGLE INC CL A 38259P508 $27,845 47,500 SH PUT SOLE NONE 47,500
HALLIBURTON CO COM 406216101 $420 8,434 SH SOLE NONE 8,434
HALLIBURTON CO COM 406216101 $1,346 27,000 SH CALL SOLE NONE 27,000
HALLIBURTON CO COM 406216101 $1,062 21,300 SH PUT SOLE NONE 21,300
HARTFORD FINL SVCS GP COM 416515104 $525 19,511 SH SOLE NONE 19,511
HEWLETT PACKARD CO COM 428236103 $369 9,000 SH CALL SOLE NONE 9,000
HEWLETT PACKARD CO COM 428236103 $414 10,100 SH PUT SOLE NONE 10,100
HOME DEPOT INC COM 437076102 $232 6,273 SH SOLE NONE 6,273
HOSPIRA INC COM 441060100 $247 4,475 SH SOLE NONE 4,475
ILLINOIS TOOL WKS INC COM 452308109 $400 7,446 SH SOLE NONE 7,446
INTEL CORP COM 458140100 $585 29,003 SH SOLE NONE 29,003
INTUIT COM 461202103 $465 8,759 SH SOLE NONE 8,759
INTL BUSINESS MACHS COM 459200101 $1,154 7,075 SH SOLE NONE 7,075
INTL BUSINESS MACHS COM 459200101 $3,245 19,900 SH CALL SOLE NONE 19,900
INTL BUSINESS MACHS COM 459200101 $3,767 23,100 SH PUT SOLE NONE 23,100
ISHARES GOLD TRUST ISHARES 464285105 $297 21,177 SH SOLE NONE 21,177
ISHARES INC MSCI PAC J IDX 464286665 $293 6,066 SH SOLE NONE 6,066
ISHARES SILVER TRUST ISHARES 46428Q109 $327 8,900 SH CALL SOLE NONE 8,900
ISHARES SILVER TRUST ISHARES 46428Q109 $548 14,900 SH PUT SOLE NONE 14,900
ISHARES TR MSCI EMERG MKT 464287234 $1,329 27,299 SH SOLE NONE 27,299
ISHARES TR MSCI BRAZIL 464286400 $2,146 27,700 SH CALL SOLE NONE 27,700
ISHARES TR MSCI BRAZIL 464286400 $1,542 19,900 SH PUT SOLE NONE 19,900
ISHARES TR S&P MIDCAP 400 464287507 $286 2,900 SH SOLE NONE 2,900
ISHARES TR S&P 500 INDEX 464287200 $228 1,711 SH SOLE NONE 1,711
ISHARES TR RUSSELL1000GRW 464287614 $279 4,616 SH SOLE NONE 4,616
ISHARES TR RUSSELL 2000 464287655 $2,686 31,917 SH SOLE NONE 31,917
ISHARES TR RUSSELL 2000 464287655 $6,599 78,400 SH CALL SOLE NONE 78,400
ISHARES TR RUSSELL 2000 464287655 $5,303 63,000 SH PUT SOLE NONE 63,000
ISHARES TR DJ US BAS MATL 464287838 $370 4,523 SH SOLE NONE 4,523
ISHARES TR BARCLYS 20+ YR 464287432 $523 5,678 SH SOLE NONE 5,678
ISHARES TR BARCLYS 20+ YR 464287432 $940 10,200 SH CALL SOLE NONE 10,200
ISHARES TR BARCLYS 20+ YR 464287432 $3,077 33,400 SH PUT SOLE NONE 33,400
JDS UNIPHASE CORP COM PAR $0.001 46612J507 $221 10,617 SH SOLE NONE 10,617
JONES LANG LASALLE INC COM 48020Q107 $303 3,036 SH SOLE NONE 3,036
JOY GLOBAL INC COM 481165108 $496 5,018 SH SOLE NONE 5,018
JPMORGAN CHASE & CO COM 46625H100 $1,965 42,618 SH SOLE NONE 42,618
JPMORGAN CHASE & CO COM 46625H100 $1,438 31,200 SH CALL SOLE NONE 31,200
JPMORGAN CHASE & CO COM 46625H100 $774 16,800 SH PUT SOLE NONE 16,800
LAS VEGAS SANDS CORP COM 517834107 $1,410 33,400 SH CALL SOLE NONE 33,400
LAS VEGAS SANDS CORP COM 517834107 $1,511 35,800 SH PUT SOLE NONE 35,800
LILLY ELI & CO COM 532457108 $362 10,286 SH SOLE NONE 10,286
LINCOLN NATL CORP IND COM 534187109 $415 13,831 SH SOLE NONE 13,831
M & T BK CORP COM 55261F104 $231 2,616 SH SOLE NONE 2,616
MASTERCARD INC CL A 57636Q104 $2,623 10,422 SH SOLE NONE 10,422
MASTERCARD INC CL A 57636Q104 $931 3,700 SH CALL SOLE NONE 3,700
MASTERCARD INC CL A 57636Q104 $831 3,300 SH PUT SOLE NONE 3,300
MCDONALDS CORP COM 580135101 $236 3,100 SH CALL SOLE NONE 3,100
MCDONALDS CORP COM 580135101 $335 4,400 SH PUT SOLE NONE 4,400
MEDCO HEALTH SOLUTIONS COM 58405U102 $1,421 25,300 SH SOLE NONE 25,300
METLIFE INC COM 59156R108 $268 5,986 SH SOLE NONE 5,986
METLIFE INC COM 59156R108 $206 4,600 SH CALL SOLE NONE 4,600
MONSANTO CO NEW COM 61166W101 $1,077 14,900 SH CALL SOLE NONE 14,900
MONSANTO CO NEW COM 61166W101 $1,568 21,700 SH PUT SOLE NONE 21,700
MORGAN STANLEY COM NEW 617446448 $379 13,872 SH SOLE NONE 13,872
MOSAIC CO COM 61945A107 $1,189 15,100 SH CALL SOLE NONE 15,100
MOSAIC CO COM 61945A107 $1,788 22,700 SH PUT SOLE NONE 22,700
NATIONAL OILWELL VARCO COM 637071101 $420 5,300 SH PUT SOLE NONE 5,300
NETAPP INC COM 64110D104 $477 9,900 SH CALL SOLE NONE 9,900
NETAPP INC COM 64110D104 $781 16,200 SH PUT SOLE NONE 16,200
NETFLIX INC COM 64110L106 $932 3,926 SH SOLE NONE 3,926
NETFLIX INC COM 64110L106 $13,219 55,700 SH CALL SOLE NONE 55,700
NETFLIX INC COM 64110L106 $17,539 73,900 SH PUT SOLE NONE 73,900
NETLOGIC MICROSYSTEMS COM 64118B100 $298 7,089 SH SOLE NONE 7,089
NEWMONT MINING CORP COM 651639106 $1,238 22,677 SH SOLE NONE 22,677
NEWMONT MINING CORP COM 651639106 $988 18,100 SH CALL SOLE NONE 18,100
NEWMONT MINING CORP COM 651639106 $775 14,200 SH PUT SOLE NONE 14,200
NVIDIA CORP COM 67066G104 $371 20,100 SH CALL SOLE NONE 20,100
NVIDIA CORP COM 67066G104 $650 35,200 SH PUT SOLE NONE 35,200
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 $4,125 25,100 SH CALL SOLE NONE 25,100
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 $4,388 26,700 SH PUT SOLE NONE 26,700
PEABODY ENERGY CORP COM 704549104 $554 7,700 SH CALL SOLE NONE 7,700
PEABODY ENERGY CORP COM 704549104 $691 9,600 SH PUT SOLE NONE 9,600
PETROLEO BRASI SA PETRO SPONSORED ADR 71654V408 $1,897 46,913 SH SOLE NONE 46,913
PHILIP MORRIS INTL INC COM 718172109 $344 5,236 SH SOLE NONE 5,236
POLYCOM INC COM 73172K104 $229 4,412 SH SOLE NONE 4,412
POST PPTYS INC COM 737464107 $270 6,883 SH SOLE NONE 6,883
POTASH CORP SASK INC COM 73755L107 $1,304 22,125 SH SOLE NONE 22,125
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 $793 13,800 SH CALL SOLE NONE 13,800
PRECISION CASTPARTS COM 740189105 $595 4,046 SH SOLE NONE 4,046
PRICELINE COM INC COM NEW 741503403 $12,408 24,500 SH CALL SOLE NONE 24,500
PRICELINE COM INC COM NEW 741503403 $18,434 36,400 SH PUT SOLE NONE 36,400
PROCTER & GAMBLE CO COM 742718109 $261 4,242 SH SOLE NONE 4,242
PROGRESS ENERGY INC COM 743263105 $274 5,933 SH SOLE NONE 5,933
PROSHARES TR ULTSHT OIL NEW 74347X591 $543 20,514 SH SOLE NONE 20,514
PROSHARES TR PSHS ULTSHRT QQQ 74347X237 $222 4,354 SH SOLE NONE 4,354
PROSHARES TR ULTPR SHRT QQQ 74347X666 $229 9,000 SH SOLE NONE 9,000
PROSHARES TR PSHS ULT S&P 500 74347R107 $1,544 28,962 SH SOLE NONE 28,962
PROSHARES TR PSHS ULTSH 20YRS 74347R297 $1,202 32,100 SH CALL SOLE NONE 32,100
PROSHARES TR PSHS ULTSH 20YRS 74347R297 $831 22,200 SH PUT SOLE NONE 22,200
PROSHARES TR ULTRA FNCLS NEW 74347X633 $649 9,300 SH SOLE NONE 9,300
PROSHARES TR ULTRA FNCLS NEW 74347X633 $2,065 29,600 SH CALL SOLE NONE 29,600
PROSHARES TR ULTRA FNCLS NEW 74347X633 $2,303 33,000 SH PUT SOLE NONE 33,000
PROSHARES TR II ULTSH DJ UBS CRU 74347W668 $248 6,000 SH SOLE NONE 6,000
PROSHARES TR II ULT DJ UBS CRUDE 74347W650 $219 3,835 SH SOLE NONE 3,835
QUALCOMM INC COM 747525103 $1,073 19,578 SH SOLE NONE 19,578
QUALCOMM INC COM 747525103 $839 15,300 SH CALL SOLE NONE 15,300
QUALCOMM INC COM 747525103 $1,239 22,600 SH PUT SOLE NONE 22,600
QUANTA SVCS INC COM 74762E102 $209 9,300 SH SOLE NONE 9,300
RARE ELEMENT RES LTD COM 75381M102 $150 11,422 SH SOLE NONE 11,422
RARE ELEMENT RES LTD COM 75381M102 $263 20,000 SH PUT SOLE NONE 20,000
RAYTHEON CO COM NEW 755111507 $256 5,033 SH SOLE NONE 5,033
REALTY INCOME CORP COM 756109104 $283 8,098 SH SOLE NONE 8,098
RESEARCH IN MOTION LTD COM 760975102 $748 13,223 SH SOLE NONE 13,223
RESEARCH IN MOTION LTD COM 760975102 $2,523 44,600 SH CALL SOLE NONE 44,600
RESEARCH IN MOTION LTD COM 760975102 $2,274 40,200 SH PUT SOLE NONE 40,200
RIO TINTO PLC SPONSORED ADR 767204100 $990 13,926 SH SOLE NONE 13,926
ROSS STORES INC COM 778296103 $203 2,850 SH SOLE NONE 2,850
SALESFORCE COM INC COM 79466L302 $4,141 31,000 SH CALL SOLE NONE 31,000
SALESFORCE COM INC COM 79466L302 $5,143 38,500 SH PUT SOLE NONE 38,500
SANDISK CORP COM 80004C101 $678 14,707 SH SOLE NONE 14,707
SANDISK CORP COM 80004C101 $1,277 27,700 SH CALL SOLE NONE 27,700
SANDISK CORP COM 80004C101 $1,341 29,100 SH PUT SOLE NONE 29,100
SCHLUMBERGER LTD COM 806857108 $1,035 11,100 SH CALL SOLE NONE 11,100
SCHLUMBERGER LTD COM 806857108 $755 8,100 SH PUT SOLE NONE 8,100
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 $909 11,400 SH CALL SOLE NONE 11,400
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 $1,356 17,000 SH PUT SOLE NONE 17,000
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 $199 12,156 SH SOLE NONE 12,156
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 $699 18,553 SH SOLE NONE 18,553
SILVER WHEATON CORP COM 828336107 $2,498 57,600 SH CALL SOLE NONE 57,600
SILVER WHEATON CORP COM 828336107 $1,622 37,400 SH PUT SOLE NONE 37,400
SIMON PPTY GROUP INC COM 828806109 $929 8,666 SH SOLE NONE 8,666
SL GREEN RLTY CORP COM 78440X101 $599 7,972 SH SOLE NONE 7,972
SOHU COM INC COM 83408W103 $475 5,315 SH SOLE NONE 5,315
SOUTHERN CO COM 842587107 $308 8,079 SH SOLE NONE 8,079
SOUTHERN COPPER CORP COM 84265V105 $454 11,281 SH SOLE NONE 11,281
SPDR DOW JONES INDL AVG UT SER 1 78467X109 $2,481 20,171 SH SOLE NONE 20,171
SPDR DOW JONES INDL AVG UT SER 1 78467X109 $1,673 13,600 SH CALL SOLE NONE 13,600
SPDR DOW JONES INDL AVG UT SER 1 78467X109 $3,900 31,700 SH PUT SOLE NONE 31,700
SPDR GOLD TRUST GOLD SHS 78463V107 $1,595 11,408 SH SOLE NONE 11,408
SPDR GOLD TRUST GOLD SHS 78463V107 $5,245 37,500 SH CALL SOLE NONE 37,500
SPDR GOLD TRUST GOLD SHS 78463V107 $13,217 94,500 SH PUT SOLE NONE 94,500
SPDR S&P 500 ETF TR TR UNIT 78462F103 $1,979 14,928 SH SOLE NONE 14,928
SPDR S&P 500 ETF TR TR UNIT 78462F103 $1,061 8,000 SH PUT SOLE NONE 8,000
SPDR S&P MIDCAP 400 ETF UTSER1 S&PDCRP 78467Y107 $742 4,134 SH SOLE NONE 4,134
SPDR SERIES TRUST KBW REGN BK ETF 78464A698 $315 11,828 SH SOLE NONE 11,828
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 $1,326 20,583 SH SOLE NONE 20,583
SPRINT NEXTEL CORP COM SER 1 852061100 $49 10,612 SH SOLE NONE 10,612
STANLEY BLACK & DECKER COM 854502101 $421 5,500 SH SOLE NONE 5,500
STERICYCLE INC COM 858912108 $303 3,422 SH SOLE NONE 3,422
TATA MTRS LTD SPONSORED ADR 876568502 $214 7,701 SH SOLE NONE 7,701
TEMPUR PEDIC INTL INC COM 88023U101 $213 4,204 SH SOLE NONE 4,204
TEVA PHARMACEUTICAL IDS ADR 881624209 $702 14,000 SH SOLE NONE 14,000
TIME WARNER CABLE INC COM 88732J207 $338 4,743 SH SOLE NONE 4,743
TIME WARNER INC COM NEW 887317303 $238 6,663 SH SOLE NONE 6,663
TRANSOCEAN LTD REG SHS H8817H100 $203 2,608 SH SOLE NONE 2,608
TRANSOCEAN LTD REG SHS H8817H100 $382 4,900 SH CALL SOLE NONE 4,900
TRANSOCEAN LTD REG SHS H8817H100 $1,138 14,600 SH PUT SOLE NONE 14,600
ULTA SALON COSMTS FRAG COM 90384S303 $289 6,013 SH SOLE NONE 6,013
ULTRA PETROLEUM CORP COM 903914109 $406 8,235 SH SOLE NONE 8,235
UNION PAC CORP COM 907818108 $330 3,359 SH SOLE NONE 3,359
UNITED PARCEL SERVICE CL B 911312106 $1,018 13,700 SH CALL SOLE NONE 13,700
UNITED PARCEL SERVICE CL B 911312106 $543 7,300 SH PUT SOLE NONE 7,300
UNITED STATES STL CORP COM 912909108 $2,595 48,100 SH CALL SOLE NONE 48,100
UNITED STATES STL CORP COM 912909108 $1,289 23,900 SH PUT SOLE NONE 23,900
US BANCORP DEL COM NEW 902973304 $319 12,067 SH SOLE NONE 12,067
VALE S A ADR 91912E105 $248 8,400 SH SOLE NONE 8,400
VANGUARD INTL EQITY IDX MSCI EMR MKT ETF 922042858 $769 15,719 SH SOLE NONE 15,719
VERTEX PHARMACEUTICALS COM 92532F100 $345 7,201 SH SOLE NONE 7,201
VISA INC COM CL A 92826C839 $1,281 17,400 SH CALL SOLE NONE 17,400
VISA INC COM CL A 92826C839 $1,237 16,800 SH PUT SOLE NONE 16,800
WALGREEN CO COM 931422109 $389 9,700 SH CALL SOLE NONE 9,700
WALGREEN CO COM 931422109 $365 9,100 SH PUT SOLE NONE 9,100
WALTER ENERGY INC COM 93317Q105 $246 1,820 SH SOLE NONE 1,820
WEATHERFORD INTL REG SHS H27013103 $580 25,659 SH SOLE NONE 25,659
WELLS FARGO & CO NEW COM 949746101 $2,139 67,441 SH SOLE NONE 67,441
WELLS FARGO & CO NEW COM 949746101 $333 10,500 SH CALL SOLE NONE 10,500
WELLS FARGO & CO NEW COM 949746101 $260 8,200 SH PUT SOLE NONE 8,200
WEYERHAEUSER CO COM 962166104 $295 12,000 SH SOLE NONE 12,000
WHIRLPOOL CORP COM 963320106 $401 4,700 SH PUT SOLE NONE 4,700
WYNN RESORTS LTD COM 983134107 $239 1,877 SH SOLE NONE 1,877
WYNN RESORTS LTD COM 983134107 $3,293 25,900 SH CALL SOLE NONE 25,900
WYNN RESORTS LTD COM 983134107 $2,747 21,600 SH PUT SOLE NONE 21,600
XCEL ENERGY INC COM 98389B100 $289 12,100 SH SOLE NONE 12,100
XILINX INC COM 983919101 $237 7,237 SH SOLE NONE 7,237