0001533964-12-000005.txt : 20121009 0001533964-12-000005.hdr.sgml : 20121008 20121009104358 ACCESSION NUMBER: 0001533964-12-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121009 DATE AS OF CHANGE: 20121009 EFFECTIVENESS DATE: 20121009 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Virtu Financial LLC CENTRAL INDEX KEY: 0001533964 IRS NUMBER: 452298174 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14585 FILM NUMBER: 121134086 BUSINESS ADDRESS: STREET 1: 645 MADISON AVE. STREET 2: 16TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-418-0100 MAIL ADDRESS: STREET 1: 645 MADISON AVE. STREET 2: 16TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 SEC-Form-13F.20120930_HR.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Period Ended: September 30, 2012 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: Virtu Financial LLC Address: 645 Madison Ave. New York, NY 10022 13F File Number: 28-14585 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 submission. Person signing this Report on Behalf of Reporting Manager: Name: Virtu Financial LLC By: Brett Fairclough Title: Compliance Phone: (310) 595-2360 Signature, Place, and Date of Signing: /s/ Brett Fairclough Santa Monica, CA October 08, 2012 ------------------- --------------------------- -------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 711 Form 13F Information Table Value Total: $1,652,414 (Thousands) List of Other Included Managers: Form 13F File Number Name 01 28-12744 Virtu Financial Capital Markets LLC 02 28-13648 Virtu Financial BD LLC FORM 13F INFORMATION TABLE

VALUE SHARES SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARES NONE ------------------------------------------------------------------------------------------------------------------------------ ABB LTD SPONSORED ADR 000375204 483 25096 SH DEFINED 02 25096 AT&T INC COM 00206R102 3659 96637 SH DEFINED 02 96637 ABBOTT LABS COM 002824100 1850 25837 SH DEFINED 02 25837 ABERCROMBIE & FITCH CO CL A 002896207 269 8250 SH DEFINED 02 8250 ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 355 10400 SH DEFINED 02 10400 ADVANCE AUTO PARTS INC COM 00751Y106 321 4600 SH DEFINED 02 4600 AEROPOSTALE COM 007865108 275 20600 SH DEFINED 02 20600 ADVANCED MICRO DEVICES INC COM 007903107 58 18047 SH DEFINED 02 18047 AETNA INC NEW COM 00817Y108 384 9223 SH DEFINED 02 9223 AIR PRODS & CHEMS INC COM 009158106 313 3730 SH DEFINED 02 3730 AKORN INC COM 009728106 138 10220 SH DEFINED 02 10220 ALASKA AIR GROUP INC COM 011659109 413 11300 SH DEFINED 02 11300 ALCOA INC COM 013817101 123 13380 SH DEFINED 02 13380 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 302 4153 SH DEFINED 02 4153 ALEXION PHARMACEUTICALS INC COM 015351109 2847 24094 SH DEFINED 02 24094 ALLERGAN INC COM 018490102 398 4248 SH DEFINED 02 4248 ALTERA CORP COM 021441100 200 5980 SH DEFINED 02 5980 ALTRIA GROUP INC COM 02209S103 1492 44020 SH DEFINED 02 44020 AMARIN CORP PLC SPONS ADR NEW 023111206 167 13360 SH DEFINED 02 13360 AMAZON COM INC COM 023135106 724 2822 SH DEFINED 02 2822 AMERICAN CAMPUS CMNTYS INC COM 024835100 219 5121 SH DEFINED 02 5121 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1910 54740 SH DEFINED 02 54740 AMERICAN ELEC PWR INC COM 025537101 291 6580 SH DEFINED 02 6580 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 286 12971 SH DEFINED 02 12971 AMERICAN TOWER CORP NEW COM 03027X100 700 9614 SH DEFINED 02 9614 AMGEN INC COM 031162100 2922 33615 SH DEFINED 02 33615 ANADARKO PETE CORP COM 032511107 311 4500 SH DEFINED 02 4500 ANALOG DEVICES INC COM 032654105 500 12593 SH DEFINED 02 12593 ANN INC COM 035623107 285 7800 SH DEFINED 02 7800 ANNALY CAP MGMT INC COM 035710409 2430 146718 SH DEFINED 02 146718 ANWORTH MORTGAGE ASSET CP COM 037347101 261 40903 SH DEFINED 02 40903 APACHE CORP COM 037411105 345 4020 SH DEFINED 02 4020 APOLLO INVT CORP COM 03761U106 132 16280 SH DEFINED 02 16280 APPLE INC COM 037833100 33236 51988 SH DEFINED 02 51988 APPLE INC CALL 037833100 320 500 SH CALL DEFINED 02 500 APPLE INC PUT 037833100 34714 54300 SH PUT DEFINED 02 54300 ARCHER DANIELS MIDLAND CO COM 039483102 539 19108 SH DEFINED 02 19108 ARENA PHARMACEUTICALS INC COM 040047102 149 17240 SH DEFINED 02 17240 ARIAD PHARMACEUTICALS INC COM 04033A100 486 19320 SH DEFINED 02 19320 ARMOUR RESIDENTIAL REIT INC COM 042315101 178 23118 SH DEFINED 02 23118 ASBURY AUTOMOTIVE GROUP INC COM 043436104 307 10300 SH DEFINED 02 10300 ASCENA RETAIL GROUP INC COM 04351G101 290 13832 SH DEFINED 02 13832 ASTEX PHARMACEUTICALS INC COM 04624B103 33 11340 SH DEFINED 02 11340 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 389 11200 SH DEFINED 02 11200 ATMEL CORP COM 049513104 142 26744 SH DEFINED 02 26744 AUTOMATIC DATA PROCESSING IN COM 053015103 302 5075 SH DEFINED 02 5075 AUTONATION INC COM 05329W102 371 7980 SH DEFINED 02 7980 AUTOZONE INC COM 053332102 492 1291 SH DEFINED 02 1291 AVALONBAY CMNTYS INC COM 053484101 696 5111 SH DEFINED 02 5111 AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 48 14739 SH DEFINED 02 14739 AVON PRODS INC COM 054303102 517 29720 SH DEFINED 02 29720 BGC PARTNERS INC CL A 05541T101 191 37620 SH DEFINED 02 37620 BARCLAYS BK PLC DJUBS CMDT ETN3 06738C778 1404 31952 SH DEFINED 02 31952 BARCLAYS PLC ADR 06738E204 152 10726 SH DEFINED 02 10726 BARCLAYS BK PLC ETN DJUBS COPR3 06739F101 889 18648 SH DEFINED 02 18648 BARCLAYS BANK PLC ETN DJUBS AGRI3 06739H206 4057 67054 SH DEFINED 02 67054 BARCLAYS BANK PLC ETN DJUBS GRNS3 06739H305 4166 71422 SH DEFINED 02 71422 BARCLAYS BK PLC IPATH S&P MT ET 06740C519 2960 91285 SH DEFINED 02 91285 BARCLAYS BK PLC IPATH DYNM VIX 06741L609 935 18107 SH DEFINED 02 18107 BARNES & NOBLE INC COM 067774109 331 24800 SH DEFINED 02 24800 BAXTER INTL INC COM 071813109 555 8964 SH DEFINED 02 8964 BEACON ROOFING SUPPLY INC COM 073685109 209 7000 SH DEFINED 02 7000 BEAM INC COM 073730103 216 3640 SH DEFINED 02 3640 BECTON DICKINSON & CO COM 075887109 430 5416 SH DEFINED 02 5416 BEMIS INC COM 081437105 266 8320 SH DEFINED 02 8320 BERKSHIRE HATHAWAY INC DEL CL A 084670108 74555 550 SH DEFINED 02 550 BEST BUY INC COM 086516101 301 16696 SH DEFINED 02 16696 BIG LOTS INC COM 089302103 310 10080 SH DEFINED 02 10080 BIOMARIN PHARMACEUTICAL INC COM 09061G101 588 14119 SH DEFINED 02 14119 BIOGEN IDEC INC COM 09062X103 1802 11814 SH DEFINED 02 11814 BLUE NILE INC COM 09578R103 287 7300 SH DEFINED 02 7300 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 552 20500 SH DEFINED 02 20500 BOEING CO COM 097023105 2579 36385 SH DEFINED 02 36385 BOSTON PROPERTIES INC COM 101121101 972 8828 SH DEFINED 02 8828 BOSTON SCIENTIFIC CORP COM 101137107 126 21826 SH DEFINED 02 21826 BRISTOL MYERS SQUIBB CO COM 110122108 1006 29906 SH DEFINED 02 29906 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 80 13203 SH DEFINED 02 13203 BROWN FORMAN CORP CL B 115637209 309 4640 SH DEFINED 02 4640 BROWN SHOE INC NEW COM 115736100 315 19600 SH DEFINED 02 19600 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 957 20200 SH DEFINED 02 20200 BUCKLE INC COM 118440106 282 6300 SH DEFINED 02 6300 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 908 15060 SH DEFINED 02 15060 CIGNA CORPORATION COM 125509109 371 7590 SH DEFINED 02 7590 CSX CORP COM 126408103 1548 72278 SH DEFINED 02 72278 CVS CAREMARK CORPORATION COM 126650100 1825 37345 SH DEFINED 02 37345 CYS INVTS INC COM 12673A108 430 30760 SH DEFINED 02 30760 CABELAS INC COM 126804301 328 5900 SH DEFINED 02 5900 CAMDEN PPTY TR SH BEN INT 133131102 276 4354 SH DEFINED 02 4354 CAMPBELL SOUP CO COM 134429109 256 7260 SH DEFINED 02 7260 CAPSTEAD MTG CORP COM NO PAR 14067E506 317 24240 SH DEFINED 02 24240 CARDINAL HEALTH INC COM 14149Y108 434 10717 SH DEFINED 02 10717 CARMAX INC COM 143130102 240 8219 SH DEFINED 02 8219 CASEYS GEN STORES INC COM 147528103 275 5086 SH DEFINED 02 5086 CATERPILLAR INC DEL COM 149123101 2962 34668 SH DEFINED 02 34668 CATO CORP NEW CL A 149205106 215 7086 SH DEFINED 02 7086 CBEYOND INC COM 149847105 151 15800 SH DEFINED 02 15800 CELL THERAPEUTICS INC COM NPV NEW 201 150934883 1629 1011982 SH DEFINED 02 1011982 CELGENE CORP COM 151020104 1900 23666 SH DEFINED 02 23666 CENTURYLINK INC COM 156700106 779 19555 SH DEFINED 02 19555 CHEVRON CORP NEW COM 166764100 2725 23193 SH DEFINED 02 23193 CHICOS FAS INC COM 168615102 307 16400 SH DEFINED 02 16400 CHILDRENS PL RETAIL STORES I COM 168905107 310 5100 SH DEFINED 02 5100 CHIMERA INVT CORP COM 16934Q109 555 203979 SH DEFINED 02 203979 CINCINNATI BELL INC NEW COM 171871106 238 42300 SH DEFINED 02 42300 CISCO SYS INC COM 17275R102 428 22527 SH DEFINED 02 22527 CINTAS CORP COM 172908105 311 7366 SH DEFINED 02 7366 CLOROX CO DEL COM 189054109 404 5480 SH DEFINED 02 5480 COCA COLA CO COM 191216100 3763 97551 SH DEFINED 02 97551 COCA COLA ENTERPRISES INC NE COM 19122T109 222 6940 SH DEFINED 02 6940 COLGATE PALMOLIVE CO COM 194162103 1361 12550 SH DEFINED 02 12550 COMCAST CORP NEW CL A 20030N101 309 8454 SH DEFINED 02 8454 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 168 14000 SH DEFINED 02 14000 CONAGRA FOODS INC COM 205887102 335 12060 SH DEFINED 02 12060 CON-WAY INC COM 205944101 308 11000 SH DEFINED 02 11000 CONOCOPHILLIPS COM 20825C104 583 10133 SH DEFINED 02 10133 CONSOLIDATED COMM HLDGS INC COM 209034107 198 11400 SH DEFINED 02 11400 CONSOLIDATED EDISON INC COM 209115104 562 9340 SH DEFINED 02 9340 COPANO ENERGY L L C COM UNITS 217202100 573 17100 SH DEFINED 02 17100 COSTCO WHSL CORP NEW COM 22160K105 1167 11466 SH DEFINED 02 11466 CREDIT SUISSE NASSAU BRH VS 3XLNGNATGAS 22542D530 188 11586 SH DEFINED 02 11586 CREDIT SUISSE NASSAU BRH 2X INVER PLATI 22542D639 1853 50654 SH DEFINED 02 50654 CREDIT SUISSE NASSAU BRH 2X LONG PLATIN 22542D647 1604 28840 SH DEFINED 02 28840 CREDIT SUISSE NASSAU BRH VIX MD TRM FUT 22542D779 228 14375 SH DEFINED 02 14375 CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 15889 887658 SH DEFINED 02 887658 CREDIT SUISSE NASSAU BRH ETN IDX-LKD 20 22542D845 306 15509 SH DEFINED 02 15509 CREXUS INVT CORP COM 226553105 129 11720 SH DEFINED 02 11720 CROSSTEX ENERGY L P COM 22765U102 197 12100 SH DEFINED 02 12100 CROWN CASTLE INTL CORP COM 228227104 754 11455 SH DEFINED 02 11455 CUBIST PHARMACEUTICALS INC COM 229678107 351 7400 SH DEFINED 02 7400 CUMMINS INC COM 231021106 1265 13732 SH DEFINED 02 13732 CURRENCYSHS BRIT POUND STER BRIT POUND STE 23129S106 8147 51029 SH DEFINED 02 51029 CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U101 63923 628301 SH DEFINED 02 628301 CURRENCYSHARES SWISS FRANC T SWISS FRANC SH 23129V109 5963 56321 SH DEFINED 02 56321 CURRENCYSHARES CDN DLR TR CDN DOLLAR SHS 23129X105 5812 57217 SH DEFINED 02 57217 CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 23124 185331 SH DEFINED 02 185331 CURRENCYSHARES EURO TR EURO SHS 23130C108 23798 183843 SH DEFINED 02 183843 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 381 8200 SH DEFINED 02 8200 DCT INDUSTRIAL TRUST INC COM 233153105 86 13490 SH DEFINED 02 13490 DDR CORP COM 23317H102 160 10501 SH DEFINED 02 10501 D R HORTON INC COM 23331A109 1154 53294 SH DEFINED 02 53294 DSW INC CL A 23334L102 330 4818 SH DEFINED 02 4818 DANAHER CORP DEL COM 235851102 1597 28282 SH DEFINED 02 28282 DAVITA INC COM 23918K108 232 2143 SH DEFINED 02 2143 DEERE & CO COM 244199105 1546 18672 SH DEFINED 02 18672 DELTA AIR LINES INC DEL COM NEW 247361702 139 13500 SH DEFINED 02 13500 DEUTSCHE BK AG LDN BRH PS GOLD SH ETN 25154H731 1457 131159 SH DEFINED 02 131159 DEUTSCHE BK AG LDN BRH PS GOLD DL ETN 25154H749 2207 37184 SH DEFINED 02 37184 DEUTSCHE BK AG LDN BRH PS GOLD DS ETN 25154H756 180 45536 SH DEFINED 02 45536 DEUTSCHE BK AG LONDON BRH PS CRD OIL ETN 25154K809 6056 132537 SH DEFINED 02 132537 DEVON ENERGY CORP NEW COM 25179M103 228 3802 SH DEFINED 02 3802 DIAGEO P L C SPON ADR NEW 25243Q205 630 5477 SH DEFINED 02 5477 DIAMONDROCK HOSPITALITY CO COM 252784301 100 10340 SH DEFINED 02 10340 DICKS SPORTING GOODS INC COM 253393102 303 5817 SH DEFINED 02 5817 DIGITAL RLTY TR INC COM 253868103 542 7960 SH DEFINED 02 7960 DILLARDS INC CL A 254067101 328 4310 SH DEFINED 02 4310 DIREXION SHS ETF TR DLY TECH BULL 3 25459W102 3527 59251 SH DEFINED 02 59251 DIREXION SHS ETF TR DLY SMCAP BEAR3 25459W110 16113 1108209 SH DEFINED 02 1108209 DIREXION SHS ETF TR DLY SCOND 3XBR 25459W128 4863 136403 SH DEFINED 02 136403 DIREXION SHS ETF TR GLD MNRS BULL 3 25459W250 2370 134358 SH DEFINED 02 134358 DIREXION SHS ETF TR DLY TECH BEAR 3 25459W318 265 32667 SH DEFINED 02 32667 DIREXION SHS ETF TR DLY ENRGY BEAR3 25459W342 295 38897 SH DEFINED 02 38897 DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 1784 24206 SH DEFINED 02 24206 DIREXION SHS ETF TR BAS MAT BULL3X 25459Y504 943 32826 SH DEFINED 02 32826 DIREXION SHS ETF TR DLY RUSSIA BUL 25459Y645 203 6157 SH DEFINED 02 6157 DIREXION SHS ETF TR DLY R/E BEAR3X 25459Y660 434 19234 SH DEFINED 02 19234 DIREXION SHS ETF TR DLY EMRGMKT BUL 25459Y686 7561 81637 SH DEFINED 02 81637 DIREXION SHS ETF TR DLY FIN BULL NE 25459Y694 3962 34789 SH DEFINED 02 34789 DISNEY WALT CO COM DISNEY 254687106 895 16903 SH DEFINED 02 16903 DOLLAR GEN CORP NEW COM 256677105 346 6698 SH DEFINED 02 6698 DOLLAR TREE INC COM 256746108 365 7588 SH DEFINED 02 7588 DOMINION RES INC VA NEW COM 25746U109 497 9340 SH DEFINED 02 9340 DONNELLEY R R & SONS CO COM 257867101 155 14140 SH DEFINED 02 14140 DOUGLAS EMMETT INC COM 25960P109 213 8920 SH DEFINED 02 8920 DOVER CORP COM 260003108 697 11840 SH DEFINED 02 11840 DR PEPPER SNAPPLE GROUP INC COM 26138E109 285 6480 SH DEFINED 02 6480 DU PONT E I DE NEMOURS & CO COM 263534109 532 10560 SH DEFINED 02 10560 DUKE REALTY CORP COM NEW 264411505 193 13160 SH DEFINED 02 13160 DUKE ENERGY CORP NEW COM NEW 26441C204 682 10500 SH DEFINED 02 10500 DYAX CORP COM 26746E103 32 12320 SH DEFINED 02 12320 E M C CORP MASS COM 268648102 330 12085 SH DEFINED 02 12085 EOG RES INC COM 26875P101 288 2624 SH DEFINED 02 2624 ETFS PLATINUM TR SH BEN INT 26922V101 7897 47118 SH DEFINED 02 47118 ETFS PRECIOUS METALS BASKET PHYS PM BSKT 26922W109 2130 21116 SH DEFINED 02 21116 ETFS GOLD TR SHS 26922Y105 1232 7002 SH DEFINED 02 7002 ETFS WHITE METALS BASKET TR PHY WM BSK SHS 26923B104 1701 30250 SH DEFINED 02 30250 EAGLE MATERIALS INC COM 26969P108 263 5296 SH DEFINED 02 5296 EATON CORP COM 278058102 838 17720 SH DEFINED 02 17720 EBAY INC COM 278642103 201 4130 SH DEFINED 02 4130 ECOLAB INC COM 278865100 258 3973 SH DEFINED 02 3973 EDISON INTL COM 281020107 259 5480 SH DEFINED 02 5480 EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 1008 26900 SH DEFINED 02 26900 EMERSON ELEC CO COM 291011104 1894 38502 SH DEFINED 02 38502 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1106 36300 SH DEFINED 02 36300 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 1613 37000 SH DEFINED 02 37000 ENTERPRISE PRODS PARTNERS L COM 293792107 1487 27100 SH DEFINED 02 27100 EQUIFAX INC COM 294429105 267 5417 SH DEFINED 02 5417 EQUITY RESIDENTIAL SH BEN INT 29476L107 882 15509 SH DEFINED 02 15509 ESSEX PPTY TR INC COM 297178105 231 1560 SH DEFINED 02 1560 EXELON CORP COM 30161N101 501 13939 SH DEFINED 02 13939 EXELIXIS INC COM 30161Q104 120 24169 SH DEFINED 02 24169 EXPEDIA INC DEL COM NEW 30212P303 408 7090 SH DEFINED 02 7090 EXPEDITORS INTL WASH INC COM 302130109 734 20660 SH DEFINED 02 20660 EXPRESS INC COM 30219E103 215 18600 SH DEFINED 02 18600 EXPRESS SCRIPTS HLDG CO COM 30219G108 917 14113 SH DEFINED 02 14113 EXXON MOBIL CORP COM 30231G102 3815 41333 SH DEFINED 02 41333 FACEBOOK INC CL A 30303M102 403 19613 SH DEFINED 02 19613 FAMILY DLR STORES INC COM 307000109 450 6514 SH DEFINED 02 6514 FASTENAL CO COM 311900104 466 10554 SH DEFINED 02 10554 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 589 5482 SH DEFINED 02 5482 FEDEX CORP COM 31428X106 1917 22167 SH DEFINED 02 22167 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 118 12800 SH DEFINED 02 12800 FINISH LINE INC CL A 317923100 288 13000 SH DEFINED 02 13000 FIRST TR EXCHANGE TRADED FD NY ARCA BIOTECH 33733E203 1543 32276 SH DEFINED 02 32276 FIRST TR NASDAQ100 TECH INDE SHS 337345102 608 23461 SH DEFINED 02 23461 FIRST TR ISE REVERE NAT GAS COM 33734J102 321 18420 SH DEFINED 02 18420 FIRST TR EXCHANGE TRADED FD CONSUMR DISCRE 33734X101 824 36486 SH DEFINED 02 36486 FIRST TR EXCHANGE TRADED FD FINLS ALPHADEX 33734X135 5096 326688 SH DEFINED 02 326688 FIRST TR EXCHANGE TRADED FD TECH ALPHADEX 33734X176 644 29885 SH DEFINED 02 29885 FIRSTENERGY CORP COM 337932107 249 5555 SH DEFINED 02 5555 FLUOR CORP NEW COM 343412102 597 10440 SH DEFINED 02 10440 FOOT LOCKER INC COM 344849104 298 8347 SH DEFINED 02 8347 FORD MTR CO DEL COM PAR $0.01 345370860 339 33328 SH DEFINED 02 33328 FREDS INC CL A 356108100 207 14300 SH DEFINED 02 14300 FREEPORT-MCMORAN COPPER & GO COM 35671D857 348 8600 SH DEFINED 02 8600 FRESH MKT INC COM 35804H106 322 5300 SH DEFINED 02 5300 FRONTIER COMMUNICATIONS CORP COM 35906A108 279 58435 SH DEFINED 02 58435 GATX CORP COM 361448103 564 13000 SH DEFINED 02 13000 GFI GROUP INC COM 361652209 92 28340 SH DEFINED 02 28340 GNC HLDGS INC COM CL A 36191G107 301 7600 SH DEFINED 02 7600 GAMESTOP CORP NEW CL A 36467W109 315 13659 SH DEFINED 02 13659 GAP INC DEL COM 364760108 415 11180 SH DEFINED 02 11180 GENERAL COMMUNICATION INC CL A 369385109 165 16100 SH DEFINED 02 16100 GENERAL DYNAMICS CORP COM 369550108 1322 19640 SH DEFINED 02 19640 GENERAL ELECTRIC CO COM 369604103 8565 374245 SH DEFINED 02 374245 GENERAL GROWTH PPTYS INC NEW COM 370023103 686 35470 SH DEFINED 02 35470 GENERAL MLS INC COM 370334104 655 16366 SH DEFINED 02 16366 GENESCO INC COM 371532102 269 4173 SH DEFINED 02 4173 GENESIS ENERGY L P UNIT LTD PARTN 371927104 474 14000 SH DEFINED 02 14000 GENON ENERGY INC COM 37244E107 95 35056 SH DEFINED 02 35056 GENUINE PARTS CO COM 372460105 232 3711 SH DEFINED 02 3711 GERON CORP COM 374163103 24 17363 SH DEFINED 02 17363 GILEAD SCIENCES INC COM 375558103 2479 35698 SH DEFINED 02 35698 GOOGLE INC CL A 38259P508 746 987 SH DEFINED 02 987 GRAINGER W W INC COM 384802104 847 3930 SH DEFINED 02 3930 GRIFOLS S A SP ADR REP B NV 398438408 220 9000 SH DEFINED 02 9000 GROUP 1 AUTOMOTIVE INC COM 398905109 329 5200 SH DEFINED 02 5200 GROUPON INC COM CL A 399473107 303 57800 SH DEFINED 02 57800 GUESS INC COM 401617105 276 10806 SH DEFINED 02 10806 HCP INC COM 40414L109 1217 26735 SH DEFINED 02 26735 HSN INC COM 404303109 318 6500 SH DEFINED 02 6500 HALLIBURTON CO COM 406216101 298 8912 SH DEFINED 02 8912 HALOZYME THERAPEUTICS INC COM 40637H109 78 11440 SH DEFINED 02 11440 HARRIS TEETER SUPERMARKETS I COM 414585109 289 7500 SH DEFINED 02 7500 HATTERAS FINL CORP COM 41902R103 555 20040 SH DEFINED 02 20040 HEALTH CARE REIT INC COM 42217K106 879 14743 SH DEFINED 02 14743 HEINZ H J CO COM 423074103 440 7700 SH DEFINED 02 7700 HERSHEY CO COM 427866108 296 4140 SH DEFINED 02 4140 HEWLETT PACKARD CO COM 428236103 222 15120 SH DEFINED 02 15120 HIBBETT SPORTS INC COM 428567101 315 5300 SH DEFINED 02 5300 HOME DEPOT INC COM 437076102 1689 26730 SH DEFINED 02 26730 HONEYWELL INTL INC COM 438516106 2337 38040 SH DEFINED 02 38040 HORMEL FOODS CORP COM 440452100 269 9120 SH DEFINED 02 9120 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 225 9480 SH DEFINED 02 9480 HOST HOTELS & RESORTS INC COM 44107P104 697 44357 SH DEFINED 02 44357 HOT TOPIC INC COM 441339108 311 33700 SH DEFINED 02 33700 HUMANA INC COM 444859102 314 4234 SH DEFINED 02 4234 HUNT J B TRANS SVCS INC COM 445658107 377 6832 SH DEFINED 02 6832 ISTAR FINL INC COM 45031U101 108 12920 SH DEFINED 02 12920 IDENIX PHARMACEUTICALS INC COM 45166R204 47 10960 SH DEFINED 02 10960 ILLINOIS TOOL WKS INC COM 452308109 1401 23094 SH DEFINED 02 23094 ILLUMINA INC COM 452327109 543 10480 SH DEFINED 02 10480 IMPAX LABORATORIES INC COM 45256B101 221 8280 SH DEFINED 02 8280 INCYTE CORP COM 45337C102 231 12580 SH DEFINED 02 12580 INTEGRATED DEVICE TECHNOLOGY COM 458118106 78 13340 SH DEFINED 02 13340 INTEL CORP COM 458140100 1835 81752 SH DEFINED 02 81752 INTERNATIONAL BUSINESS MACHS COM 459200101 2228 10633 SH DEFINED 02 10633 INTERSIL CORP CL A 46069S109 95 11720 SH DEFINED 02 11720 INTUITIVE SURGICAL INC COM NEW 46120E602 201 394 SH DEFINED 02 394 INVESCO MORTGAGE CAPITAL INC COM 46131B100 612 29160 SH DEFINED 02 29160 ISHARES GOLD TRUST ISHARES 464285105 48723 2809875 SH DEFINED 02 2809875 ISHARES INC MSCI BRAZIL 464286400 6524 120318 SH DEFINED 02 120318 ISHARES INC MSCI CDA INDEX 464286509 9746 337232 SH DEFINED 02 337232 ISHARES INC MSCI PAC J IDX 464286665 1053 23406 SH DEFINED 02 23406 ISHARES INC MSCI SWEDEN 464286756 621 21982 SH DEFINED 02 21982 ISHARES INC MSCI GERMAN 464286806 1698 74005 SH DEFINED 02 74005 ISHARES INC MSCI JAPAN 464286848 1403 153045 SH DEFINED 02 153045 ISHARES TR DJ SEL DIV INX 464287168 1701 29022 SH DEFINED 02 29022 ISHARES TR FTSE CHINA25 ID 464287184 948 27191 SH DEFINED 02 27191 ISHARES TR S&P 500 INDEX 464287200 4532 30894 SH DEFINED 02 30894 ISHARES TR PHLX SOX SEMICN 464287523 21666 416815 SH DEFINED 02 416815 ISHARES TR RUSSELL 2000 464287655 19381 230429 SH DEFINED 02 230429 ISHARES TR DJ US BAS MATL 464287838 3431 50212 SH DEFINED 02 50212 ISHARES TR S&P EURO PLUS 464287861 375 10003 SH DEFINED 02 10003 ISHARES TR MSCI ACWI EX 464288240 987 24534 SH DEFINED 02 24534 ISHARES TR MID GRWTH INDX 464288307 958 8947 SH DEFINED 02 8947 ISHARES TR MID VAL INDEX 464288406 2141 26520 SH DEFINED 02 26520 ISHARES TR RESIDENT PLS CA 464288562 1856 39332 SH DEFINED 02 39332 ISHARES TR DJ OIL EQUIP 464288844 2834 55545 SH DEFINED 02 55545 JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 6445 155907 SH DEFINED 02 155907 JACOBS ENGR GROUP INC DEL COM 469814107 227 5500 SH DEFINED 02 5500 JETBLUE AIRWAYS CORP COM 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232 5940 SH DEFINED 02 5940 NORTHROP GRUMMAN CORP COM 666807102 877 12640 SH DEFINED 02 12640 NORTHSTAR RLTY FIN CORP COM 66704R100 132 20380 SH DEFINED 02 20380 NOVARTIS A G SPONSORED ADR 66987V109 3319 52967 SH DEFINED 02 52967 NOVAVAX INC COM 670002104 34 15000 SH DEFINED 02 15000 NOVO-NORDISK A S ADR 670100205 738 4512 SH DEFINED 02 4512 NUCOR CORP COM 670346105 292 7558 SH DEFINED 02 7558 NUSTAR ENERGY LP UNIT COM 67058H102 733 14200 SH DEFINED 02 14200 O REILLY AUTOMOTIVE INC NEW COM 67103H107 383 4440 SH DEFINED 02 4440 OCCIDENTAL PETE CORP DEL COM 674599105 736 8660 SH DEFINED 02 8660 OFFICE DEPOT INC COM 676220106 284 124509 SH DEFINED 02 124509 OFFICEMAX INC DEL COM 67622P101 290 37600 SH DEFINED 02 37600 OLD REP INTL CORP COM 680223104 98 10080 SH DEFINED 02 10080 ON SEMICONDUCTOR CORP COM 682189105 174 28181 SH DEFINED 02 28181 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 1576 26300 SH DEFINED 02 26300 ONYX PHARMACEUTICALS INC COM 683399109 871 9740 SH DEFINED 02 9740 OVERSEAS SHIPHOLDING GROUP I COM 690368105 107 15400 SH DEFINED 02 15400 OWENS CORNING NEW COM 690742101 247 7140 SH DEFINED 02 7140 PDL BIOPHARMA INC COM 69329Y104 93 11461 SH DEFINED 02 11461 PG&E CORP COM 69331C108 233 5463 SH DEFINED 02 5463 PMC-SIERRA INC COM 69344F106 100 18410 SH DEFINED 02 18410 PPG INDS INC COM 693506107 230 1948 SH DEFINED 02 1948 PPL CORP COM 69351T106 265 9100 SH DEFINED 02 9100 PACCAR INC COM 693718108 598 14460 SH DEFINED 02 14460 PALL CORP COM 696429307 395 6120 SH DEFINED 02 6120 PARKER HANNIFIN CORP COM 701094104 708 8390 SH DEFINED 02 8390 PENNANTPARK INVT CORP COM 708062104 130 12060 SH DEFINED 02 12060 PENNEY J C INC COM 708160106 301 12580 SH DEFINED 02 12580 PENNYMAC MTG INVT TR COM 70931T103 359 14680 SH DEFINED 02 14680 PENSKE AUTOMOTIVE GRP INC COM 70959W103 326 10300 SH DEFINED 02 10300 PEP BOYS MANNY MOE & JACK COM 713278109 310 30200 SH DEFINED 02 30200 PEPSICO INC COM 713448108 1910 26860 SH DEFINED 02 26860 PERRIGO CO COM 714290103 1297 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812578102 316 11800 SH DEFINED 02 11800 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2866 39034 SH DEFINED 02 39034 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 12153 758854 SH DEFINED 02 758854 SEMPRA ENERGY COM 816851109 279 4180 SH DEFINED 02 4180 SHERWIN WILLIAMS CO COM 824348106 673 4320 SH DEFINED 02 4320 SHUTTERFLY INC COM 82568P304 269 9100 SH DEFINED 02 9100 SIMON PPTY GROUP INC NEW COM 828806109 2363 15472 SH DEFINED 02 15472 SKYWORKS SOLUTIONS INC COM 83088M102 209 8904 SH DEFINED 02 8904 SMUCKER J M CO COM NEW 832696405 329 3800 SH DEFINED 02 3800 SONIC AUTOMOTIVE INC CL A 83545G102 312 15800 SH DEFINED 02 15800 SONUS NETWORKS INC COM 835916107 35 18296 SH DEFINED 02 18296 SOUTHERN CO COM 842587107 661 14380 SH DEFINED 02 14380 SOUTHWEST AIRLS CO COM 844741108 483 53809 SH DEFINED 02 53809 SPECTRA ENERGY CORP COM 847560109 209 6976 SH DEFINED 02 6976 SPECTRA ENERGY PARTNERS LP COM 84756N109 235 7400 SH DEFINED 02 7400 SPRINT NEXTEL CORP COM SER 1 852061100 633 121643 SH DEFINED 02 121643 SPROTT PHYSICAL GOLD TRUST UNIT 85207H104 732 47763 SH DEFINED 02 47763 STAGE STORES INC COM NEW 85254C305 322 14000 SH DEFINED 02 14000 STANDARD PAC CORP NEW COM 85375C101 259 35100 SH DEFINED 02 35100 STANLEY BLACK & DECKER INC COM 854502101 755 10064 SH DEFINED 02 10064 STAPLES INC COM 855030102 304 26169 SH DEFINED 02 26169 STARWOOD PPTY TR INC COM 85571B105 550 23840 SH DEFINED 02 23840 STERICYCLE INC COM 858912108 277 3020 SH DEFINED 02 3020 STRYKER CORP COM 863667101 244 4457 SH DEFINED 02 4457 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 751 15200 SH DEFINED 02 15200 SUPERVALU INC COM 868536103 285 128161 SH DEFINED 02 128161 SUSSER HLDGS CORP COM 869233106 274 7900 SH DEFINED 02 7900 SYNGENTA AG SPONSORED ADR 87160A100 270 3600 SH DEFINED 02 3600 SYNOVUS FINL CORP COM 87161C105 31 12404 SH DEFINED 02 12404 SYSCO CORP COM 871829107 755 23880 SH DEFINED 02 23880 TC PIPELINES LP UT COM LTD PRT 87233Q108 366 7700 SH DEFINED 02 7700 TJX COS INC NEW COM 872540109 658 14492 SH DEFINED 02 14492 TW TELECOM INC COM 87311L104 380 13929 SH DEFINED 02 13929 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 670 41700 SH DEFINED 02 41700 TANGER FACTORY OUTLET CTRS I COM 875465106 214 6680 SH DEFINED 02 6680 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 710 16600 SH DEFINED 02 16600 TARGET CORP COM 87612E106 893 13912 SH DEFINED 02 13912 TAUBMAN CTRS INC COM 876664103 247 3172 SH DEFINED 02 3172 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 206 9200 SH DEFINED 02 9200 TELEPHONE & DATA SYS INC COM NEW 879433829 393 15420 SH DEFINED 02 15420 TENARIS S A SPONSORED ADR 88031M109 351 8579 SH DEFINED 02 8579 TENET HEALTHCARE CORP COM 88033G100 94 15148 SH DEFINED 02 15148 TEUCRIUM COMMODITY TR CORN FD SHS 88166A102 820 17192 SH DEFINED 02 17192 TEXAS INSTRS INC COM 882508104 263 9335 SH DEFINED 02 9335 TEXTRON INC COM 883203101 376 14580 SH DEFINED 02 14580 THERAVANCE INC COM 88338T104 287 10800 SH DEFINED 02 10800 THERMO FISHER SCIENTIFIC INC COM 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