0001140361-12-036856.txt : 20120814 0001140361-12-036856.hdr.sgml : 20120814 20120814132945 ACCESSION NUMBER: 0001140361-12-036856 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAPSTONE INVESTMENT ADVISORS, LLC CENTRAL INDEX KEY: 0001426196 IRS NUMBER: 208601093 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13005 FILM NUMBER: 121031381 BUSINESS ADDRESS: STREET 1: 7 WORLD TRADE CENTER STREET 2: 250 GREENWICH STREET, 30TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10007 BUSINESS PHONE: (212) 232-1420 MAIL ADDRESS: STREET 1: 7 WORLD TRADE CENTER STREET 2: 250 GREENWICH STREET, 30TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10007 FORMER COMPANY: FORMER CONFORMED NAME: Capstone Investment Advisors, LLC DATE OF NAME CHANGE: 20080205 13F-HR 1 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2012 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Capstone Investment Advisors LLC Address: 7 World Trade Center 250 Greenwich Street,30th Floor New York, NY 10007 Form 13F File Number: 28-13005 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. Persons Signing this Report on Behalf of Reporting Manager: Name: Joseph J. Lucas Title: Chief Operating Officer Phone: (212) 232-1420 Signature, Place, and Date of Signing: /s/ Joseph J. Lucas New York, NY 8/14/2012 --------------------------------- --------------------------------- ---------- [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 manager(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: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 299 Form 13F Information Table Value Total: $ 14,881,322 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- 3M CO COMMON 88579Y101 77002 859400 SH CALL SOLE 859400 0 0 3M CO COMMON 88579Y101 8046 89800 SH PUT SOLE 89800 0 0 ABBOTT LABORATORIES COMMON 002824100 65050 1009000 SH CALL SOLE 1009000 0 0 ABBOTT LABORATORIES COMMON 002824100 1160 18000 SH PUT SOLE 18000 0 0 ABOVENET INC COMMON 00374N107 6300 75000 SH SOLE 75000 0 0 AFLAC INC COMMON 001055102 9842 231100 SH CALL SOLE 231100 0 0 AFLAC INC COMMON 001055102 9322 218900 SH PUT SOLE 218900 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 24314 765800 SH CALL SOLE 765800 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 3956 124600 SH PUT SOLE 124600 0 0 ALCOA INC COMMON 013817101 1090 124617 SH SOLE 124617 0 0 ALCOA INC COMMON 013817101 1230 140600 SH CALL SOLE 140600 0 0 ALCOA INC COMMON 013817101 968 110700 SH PUT SOLE 110700 0 0 ALTRIA GROUP INC COMMON 02209S103 47696 1380500 SH CALL SOLE 1380500 0 0 ALTRIA GROUP INC COMMON 02209S103 8012 231900 SH PUT SOLE 231900 0 0 AMARIN CORPORATION PLC -ADR COMMON 023111206 289 20000 SH SOLE 20000 0 0 AMAZON.COM INC COMMON 023135106 524086 2295100 SH CALL SOLE 2295100 0 0 AMAZON.COM INC COMMON 023135106 30964 135600 SH PUT SOLE 135600 0 0 AMERICAN EXPRESS CO COMMON 025816109 25071 430700 SH CALL SOLE 430700 0 0 AMERICAN EXPRESS CO COMMON 025816109 11997 206100 SH PUT SOLE 206100 0 0 AMGEN INC COMMON 031162100 9305 127400 SH CALL SOLE 127400 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 4372 154900 SH CALL SOLE 154900 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 338 12000 SH PUT SOLE 12000 0 0 APPLE INC COMMON 037833100 162752 278686 SH SOLE 278686 0 0 APPLE INC COMMON 037833100 2183459 3738800 SH CALL SOLE 3738800 0 0 APPLE INC COMMON 037833100 1548359 2651300 SH PUT SOLE 2651300 0 0 ARIBA INC COMMON 04033V203 14546 325000 SH SOLE 325000 0 0 ARIBA INC COMMON 04033V203 1342 30000 SH CALL SOLE 30000 0 0 AT&T INC COMMON 00206R102 101859 2856400 SH CALL SOLE 2856400 0 0 AT&T INC COMMON 00206R102 8950 251000 SH PUT SOLE 251000 0 0 AUTOZONE INC COMMON 053332102 37304 101600 SH CALL SOLE 101600 0 0 AUTOZONE INC COMMON 053332102 2313 6300 SH PUT SOLE 6300 0 0 AVON PRODUCTS INC COMMON 054303102 5409 333700 SH CALL SOLE 333700 0 0 BAIDU INC - SPON ADR COMMON 056752108 4174 36306 SH SOLE 36306 0 0 BAIDU INC - SPON ADR COMMON 056752108 72540 630900 SH CALL SOLE 630900 0 0 BAIDU INC - SPON ADR COMMON 056752108 36437 316900 SH PUT SOLE 316900 0 0 BANK OF AMERICA CORP COMMON 060505104 10863 1328100 SH CALL SOLE 1328100 0 0 BANK OF AMERICA CORP COMMON 060505104 100 12300 SH PUT SOLE 12300 0 0 BARNES & NOBLE INC COMMON 067774109 3079 187100 SH CALL SOLE 187100 0 0 BARRICK GOLD CORP COMMON 067901108 8952 238300 SH CALL SOLE 238300 0 0 BERKSHIRE HATHAWAY INC-CL B COMMON 084670702 48756 585100 SH CALL SOLE 585100 0 0 BERKSHIRE HATHAWAY INC-CL B COMMON 084670702 3483 41800 SH PUT SOLE 41800 0 0 BEST BUY CO INC COMMON 086516101 781 37300 SH CALL SOLE 37300 0 0 BLUE WOLF MONGOLIA HOLDINGS COMMON G11962100 968 100000 SH SOLE 100000 0 0 BLUE WOLF MONGOLIA HOLDINGS WARR COMMON G11962100 120 200000 SH SOLE 200000 0 0 BMC SOFTWARE INC COMMON 055921100 593 13899 SH SOLE 13899 0 0 BOEING CO/THE COMMON 097023105 68972 928300 SH CALL SOLE 928300 0 0 BOEING CO/THE COMMON 097023105 4324 58200 SH PUT SOLE 58200 0 0 BRISTOL-MYERS SQUIBB CO COMMON 110122108 12726 354000 SH CALL SOLE 354000 0 0 BRISTOL-MYERS SQUIBB CO COMMON 110122108 1042 29000 SH PUT SOLE 29000 0 0 C.H. ROBINSON WORLDWIDE INC COMMON 12541W209 61368 1048500 SH CALL SOLE 1048500 0 0 C.H. ROBINSON WORLDWIDE INC COMMON 12541W209 468 8000 SH PUT SOLE 8000 0 0 CATALYST HEALTH SOLUTIONS IN COMMON 14888B103 2078 22240 SH SOLE 22240 0 0 CATERPILLAR INC COMMON 149123101 87635 1032100 SH CALL SOLE 1032100 0 0 CATERPILLAR INC COMMON 149123101 16311 192100 SH PUT SOLE 192100 0 0 CELGENE CORP COMMON 151020104 10188 158800 SH CALL SOLE 158800 0 0 CHEVRON CORP COMMON 166764100 3502 33200 SH CALL SOLE 33200 0 0 CISCO SYSTEMS INC COMMON 17275R102 246878 14378500 SH CALL SOLE 14378500 0 0 CISCO SYSTEMS INC COMMON 17275R102 46400 2702400 SH PUT SOLE 2702400 0 0 CLOROX COMPANY COMMON 189054109 326 4500 SH CALL SOLE 4500 0 0 COBALT INTERNATIONAL ENERGY COMMON 19075F106 345 14700 SH SOLE 14700 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- COBALT INTERNATIONAL ENERGY COMMON 19075F106 2342 99700 SH CALL SOLE 99700 0 0 COCA-COLA CO/THE COMMON 191216100 156911 2006800 SH CALL SOLE 2006800 0 0 COCA-COLA CO/THE COMMON 191216100 6747 86300 SH PUT SOLE 86300 0 0 COLLECTIVE BRANDS INC COMMON 19421W100 7740 361381 SH SOLE 361381 0 0 COLLECTIVE BRANDS INC COMMON 19421W100 1503 70200 SH CALL SOLE 70200 0 0 COLLECTIVE BRANDS INC COMMON 19421W100 676 31600 SH PUT SOLE 31600 0 0 COMCAST CORP-CLASS A COMMON 20030N101 1256 39300 SH CALL SOLE 39300 0 0 CONOCOPHILLIPS COMMON 20825C104 25565 457500 SH CALL SOLE 457500 0 0 CONOCOPHILLIPS COMMON 20825C104 8979 160700 SH PUT SOLE 160700 0 0 COOPER INDUSTRIES PLC COMMON G24140108 2727 40000 SH SOLE 40000 0 0 CORELOGIC INC COMMON 21871D103 183 10000 SH CALL SOLE 10000 0 0 CORNING INC COMMON 219350105 2586 200000 SH CALL SOLE 200000 0 0 COST PLUS INC/CALIFORNIA COMMON 221485105 4375 198900 SH SOLE 198900 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 201 2118 SH SOLE 2118 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 10801 113700 SH CALL SOLE 113700 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 285 3000 SH PUT SOLE 3000 0 0 CVR ENERGY INC COMMON 12662P108 863 32500 SH CALL SOLE 32500 0 0 CVR ENERGY INC COMMON 12662P108 318 12000 SH PUT SOLE 12000 0 0 CVS CAREMARK CORP COMMON 126650100 771 16500 SH CALL SOLE 16500 0 0 CVS CAREMARK CORP COMMON 126650100 537 11500 SH PUT SOLE 11500 0 0 DEERE & CO COMMON 244199105 128259 1586000 SH CALL SOLE 1586000 0 0 DEERE & CO COMMON 244199105 8620 106600 SH PUT SOLE 106600 0 0 DELL INC COMMON 24702R101 9652 771600 SH CALL SOLE 771600 0 0 DG FASTCHANNEL INC COMMON 25400B108 192 15600 SH CALL SOLE 15600 0 0 DIGITALGLOBE INC COMMON 25389M877 1487 98100 SH CALL SOLE 98100 0 0 DIGITALGLOBE INC COMMON 25389M877 321 21200 SH PUT SOLE 21200 0 0 DILLARDS INC-CL A COMMON 254067101 3999 62800 SH CALL SOLE 62800 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 1785 22059 SH SOLE 22059 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 1036 12800 SH CALL SOLE 12800 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 2736 33800 SH PUT SOLE 33800 0 0 DU PONT (E.I.) DE NEMOURS COMMON 263534109 2892 57200 SH CALL SOLE 57200 0 0 EATON CORP COMMON 278058102 1981 50000 SH CALL SOLE 50000 0 0 EBAY INC COMMON 278642103 1759 41883 SH SOLE 41883 0 0 EBAY INC COMMON 278642103 991 23600 SH CALL SOLE 23600 0 0 EBAY INC COMMON 278642103 3587 85400 SH PUT SOLE 85400 0 0 ELI LILLY & CO COMMON 532457108 4977 116000 SH CALL SOLE 116000 0 0 ELI LILLY & CO COMMON 532457108 1815 42300 SH PUT SOLE 42300 0 0 EXPRESS SCRIPTS INC COMMON 30219G108 362 6490 SH SOLE 6490 0 0 EXPRESS SCRIPTS INC COMMON 30219G108 390 7000 SH CALL SOLE 7000 0 0 EXPRESS SCRIPTS INC COMMON 30219G108 385 6900 SH PUT SOLE 6900 0 0 EXXON MOBIL CORP COMMON 30231G102 598314 6992100 SH CALL SOLE 6992100 0 0 EXXON MOBIL CORP COMMON 30231G102 44701 522400 SH PUT SOLE 522400 0 0 F5 NETWORKS INC COMMON 315616102 32894 330400 SH CALL SOLE 330400 0 0 F5 NETWORKS INC COMMON 315616102 6461 64900 SH PUT SOLE 64900 0 0 FAMILY DOLLAR STORES COMMON 307000109 285 4300 SH CALL SOLE 4300 0 0 FEDEX CORP COMMON 31428X106 1218 13300 SH CALL SOLE 13300 0 0 FEDEX CORP COMMON 31428X106 1713 18700 SH PUT SOLE 18700 0 0 FIFTH & PACIFIC CO INC COMMON 316645100 1031 96118 SH SOLE 96118 0 0 FINANCIAL SELECT SECTOR SPDR COMMON 81369Y605 456 31200 SH PUT SOLE 31200 0 0 FREEPORT-MCMORAN COPPER COMMON 35671D857 5272 154757 SH SOLE 154757 0 0 FREEPORT-MCMORAN COPPER COMMON 35671D857 35480 1041400 SH CALL SOLE 1041400 0 0 FREEPORT-MCMORAN COPPER COMMON 35671D857 9178 269400 SH PUT SOLE 269400 0 0 FUSION-IO INC COMMON 36112J107 1232 59000 SH CALL SOLE 59000 0 0 GEN-PROBE INC COMMON 36866T103 8382 101974 SH SOLE 101974 0 0 GEN-PROBE INC COMMON 36866T103 246 3000 SH CALL SOLE 3000 0 0 GENERAL ELECTRIC CO COMMON 369604103 2907 139500 SH PUT SOLE 139500 0 0 GENERAL MILLS INC COMMON 370334104 823 21362 SH SOLE 21362 0 0 GENERAL MILLS INC COMMON 370334104 227 5900 SH CALL SOLE 5900 0 0 GENERAL MILLS INC COMMON 370334104 1607 41700 SH PUT SOLE 41700 0 0 GERDAU SA -SPON ADR COMMON 373737105 806 92088 SH SOLE 92088 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- GERDAU SA -SPON ADR COMMON 373737105 1445 165000 SH PUT SOLE 165000 0 0 GOLDCORP INC COMMON 380956409 2818 75000 SH CALL SOLE 75000 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 1765 18422 SH SOLE 18422 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 17542 183000 SH CALL SOLE 183000 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 27099 282700 SH PUT SOLE 282700 0 0 GOODRICH CORP COMMON 382388106 13324 105000 SH SOLE 105000 0 0 GOOGLE INC-CL A COMMON 38259P508 1479816 2551100 SH CALL SOLE 2551100 0 0 GOOGLE INC-CL A COMMON 38259P508 523455 902400 SH PUT SOLE 902400 0 0 GREAT ATLANTIC & PAC TEA CO COMMON 390064103 0 402927 SH SOLE 402927 0 0 GREEN MOUNTAIN COFFEE ROASTE COMMON 393122106 8165 374900 SH CALL SOLE 374900 0 0 GREEN MOUNTAIN COFFEE ROASTE COMMON 393122106 2400 110200 SH PUT SOLE 110200 0 0 HARVEST NATURAL RESOURCES IN COMMON 41754V103 523 61272 SH SOLE 61272 0 0 HARVEST NATURAL RESOURCES IN COMMON 41754V103 6828 798700 SH CALL SOLE 798700 0 0 HARVEST NATURAL RESOURCES IN COMMON 41754V103 153 18000 SH PUT SOLE 18000 0 0 HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 201 15704 SH SOLE 15704 0 0 HEWLETT-PACKARD CO COMMON 428236103 19969 993000 SH CALL SOLE 993000 0 0 HEWLETT-PACKARD CO COMMON 428236103 4959 246600 SH PUT SOLE 246600 0 0 HOME DEPOT INC COMMON 437076102 2649 50000 SH PUT SOLE 50000 0 0 ILLINOIS TOOL WORKS COMMON 452308109 497 9400 SH PUT SOLE 9400 0 0 ILLUMINA INC COMMON 452327109 315 7812 SH SOLE 7812 0 0 ILLUMINA INC COMMON 452327109 2047 50700 SH CALL SOLE 50700 0 0 INTEL CORP COMMON 458140100 35753 1341600 SH CALL SOLE 1341600 0 0 INTEL CORP COMMON 458140100 2963 111200 SH PUT SOLE 111200 0 0 INTERDIGITAL INC COMMON 45867G101 965 32702 SH SOLE 32702 0 0 INTERDIGITAL INC COMMON 45867G101 6229 211100 SH CALL SOLE 211100 0 0 INTERLINE BRANDS INC COMMON 458743101 3133 125000 SH SOLE 125000 0 0 INTERLINE BRANDS INC COMMON 458743101 985 39300 SH PUT SOLE 39300 0 0 INTERMUNE INC COMMON 45884X103 970 81200 SH CALL SOLE 81200 0 0 INTERNATIONAL PAPER CO COMMON 460146103 3035 105000 SH CALL SOLE 105000 0 0 INTL BUSINESS MACHINES CORP COMMON 459200101 615333 3146200 SH CALL SOLE 3146200 0 0 INTL BUSINESS MACHINES CORP COMMON 459200101 85898 439200 SH PUT SOLE 439200 0 0 INTUITIVE SURGICAL INC COMMON 46120E602 149689 270300 SH CALL SOLE 270300 0 0 INTUITIVE SURGICAL INC COMMON 46120E602 16669 30100 SH PUT SOLE 30100 0 0 ISHARES DJ US REAL ESTATE COMMON 464287739 16178 252900 SH CALL SOLE 252900 0 0 ISHARES DJ US REAL ESTATE COMMON 464287739 7676 120000 SH PUT SOLE 120000 0 0 ISHARES FTSE/XINHUA CHINA 25 COMMON 464287184 69215 2055700 SH CALL SOLE 2055700 0 0 ISHARES FTSE/XINHUA CHINA 25 COMMON 464287184 6228 185000 SH PUT SOLE 185000 0 0 ISHARES MSCI BRAZIL COMMON 464286400 70199 1355200 SH CALL SOLE 1355200 0 0 ISHARES MSCI BRAZIL COMMON 464286400 39927 770800 SH PUT SOLE 770800 0 0 ISHARES MSCI EAFE INDEX FUND COMMON 464287465 88419 1769800 SH CALL SOLE 1769800 0 0 ISHARES MSCI EAFE INDEX FUND COMMON 464287465 13988 280000 SH PUT SOLE 280000 0 0 ISHARES MSCI EMERGING MKT IN COMMON 464287234 61171 1560900 SH CALL SOLE 1560900 0 0 ISHARES MSCI EMERGING MKT IN COMMON 464287234 37649 960700 SH PUT SOLE 960700 0 0 ISHARES MSCI MEXICO INVESTAB COMMON 464286822 770 12544 SH SOLE 12544 0 0 ISHARES MSCI MEXICO INVESTAB COMMON 464286822 3072 50000 SH PUT SOLE 50000 0 0 ISHARES RUSSELL 2000 COMMON 464287655 44892 563935 SH SOLE 563935 0 0 ISHARES RUSSELL 2000 COMMON 464287655 351186 4411600 SH PUT SOLE 4411600 0 0 ISHARES SILVER TRUST COMMON 46428Q109 28590 1072800 SH CALL SOLE 1072800 0 0 ISHARES SILVER TRUST COMMON 46428Q109 11888 446100 SH PUT SOLE 446100 0 0 JAGUAR MINING INC COMMON 47009M103 1550 1336672 SH SOLE 1336672 0 0 JOHNSON & JOHNSON COMMON 478160104 110838 1640600 SH CALL SOLE 1640600 0 0 JOHNSON & JOHNSON COMMON 478160104 22098 327100 SH PUT SOLE 327100 0 0 JPMORGAN CHASE & CO COMMON 46625H100 2876 80500 SH CALL SOLE 80500 0 0 JPMORGAN CHASE & CO COMMON 46625H100 17032 476700 SH PUT SOLE 476700 0 0 KELLOGG CO COMMON 487836108 7073 143400 SH CALL SOLE 143400 0 0 KIMBERLY-CLARK CORP COMMON 494368103 3292 39300 SH CALL SOLE 39300 0 0 KIMBERLY-CLARK CORP COMMON 494368103 1315 15700 SH PUT SOLE 15700 0 0 KINDER MORGAN HOLDCO LLC COMMON 49456B101 2577 80000 SH SOLE 80000 0 0 KINDER MORGAN HOLDCO LLC COMMON 49456B101 322 10000 SH PUT SOLE 10000 0 0 LAS VEGAS SANDS CORP COMMON 517834107 24484 563000 SH CALL SOLE 563000 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- LAS VEGAS SANDS CORP COMMON 517834107 8889 204400 SH PUT SOLE 204400 0 0 LINCARE HOLDINGS INC COMMON 532791100 3837 112800 SH CALL SOLE 112800 0 0 LINKEDIN CORP-A COMMON 53578A108 10425 98100 SH CALL SOLE 98100 0 0 LINKEDIN CORP-A COMMON 53578A108 1774 16700 SH PUT SOLE 16700 0 0 MACYS INC COMMON 55616P104 3434 100000 SH CALL SOLE 100000 0 0 MARKET VECTORS GOLD MINERS COMMON 57060U100 8045 179700 SH CALL SOLE 179700 0 0 MARKET VECTORS GOLD MINERS COMMON 57060U100 2305 51500 SH PUT SOLE 51500 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 204 18100 SH CALL SOLE 18100 0 0 MASTERCARD INC-CLASS A COMMON 57636Q104 215184 500300 SH CALL SOLE 500300 0 0 MASTERCARD INC-CLASS A COMMON 57636Q104 108301 251800 SH PUT SOLE 251800 0 0 MBIA INC COMMON 55262C100 3352 310100 SH CALL SOLE 310100 0 0 MCDONALDS CORP COMMON 580135101 4523 51100 SH SOLE 51100 0 0 MCDONALDS CORP COMMON 580135101 23965 270700 SH CALL SOLE 270700 0 0 MCDONALDS CORP COMMON 580135101 48647 549500 SH PUT SOLE 549500 0 0 MERCK & CO. INC. COMMON 58933Y105 51306 1228900 SH CALL SOLE 1228900 0 0 MERCK & CO. INC. COMMON 58933Y105 1281 30700 SH PUT SOLE 30700 0 0 MF GLOBAL HOLDINGS LTD COMMON 55277J108 0 25000 SH SOLE 25000 0 0 MICROSOFT CORP COMMON 594918104 8739 285700 SH SOLE 285700 0 0 MICROSOFT CORP COMMON 594918104 202882 6632300 SH CALL SOLE 6632300 0 0 MICROSOFT CORP COMMON 594918104 34976 1143400 SH PUT SOLE 1143400 0 0 MONSANTO CO COMMON 61166W101 40115 484600 SH CALL SOLE 484600 0 0 MONSTER WORLDWIDE INC COMMON 611742107 2471 290800 SH CALL SOLE 290800 0 0 MORGAN STANLEY COMMON 617446448 382 26200 SH PUT SOLE 26200 0 0 MOSAIC CO/THE COMMON 61945C103 19658 359000 SH CALL SOLE 359000 0 0 MOSAIC CO/THE COMMON 61945C103 12868 235000 SH PUT SOLE 235000 0 0 NETFLIX INC COMMON 64110L106 32057 468200 SH CALL SOLE 468200 0 0 NETFLIX INC COMMON 64110L106 9442 137900 SH PUT SOLE 137900 0 0 NEUTRAL TANDEM INC COMMON 64128B108 662 50300 SH CALL SOLE 50300 0 0 NEWMONT MINING CORP COMMON 651639106 5336 110000 SH CALL SOLE 110000 0 0 NIKE INC -CL B COMMON 654106103 36814 419400 SH CALL SOLE 419400 0 0 NIKE INC -CL B COMMON 654106103 7013 79900 SH PUT SOLE 79900 0 0 ORACLE CORP COMMON 68389X105 11455 385700 SH CALL SOLE 385700 0 0 ORACLE CORP COMMON 68389X105 7870 265000 SH PUT SOLE 265000 0 0 PEP BOYS-MANNY MOE & JACK COMMON 713278109 99 10000 SH SOLE 10000 0 0 PEP BOYS-MANNY MOE & JACK COMMON 713278109 297 30000 SH CALL SOLE 30000 0 0 PEPSICO INC COMMON 713448108 212340 3005100 SH CALL SOLE 3005100 0 0 PEPSICO INC COMMON 713448108 14683 207800 SH PUT SOLE 207800 0 0 PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 4084 217600 SH CALL SOLE 217600 0 0 PETROLEO BRASILEIRO S.A.-ADR COMMON 71654V408 576 30700 SH PUT SOLE 30700 0 0 PF CHANGS CHINA BISTRO INC COMMON 69333Y108 1544 30000 SH SOLE 30000 0 0 PF CHANGS CHINA BISTRO INC COMMON 69333Y108 1693 32900 SH PUT SOLE 32900 0 0 PFIZER INC COMMON 717081103 39256 1706800 SH CALL SOLE 1706800 0 0 PFIZER INC COMMON 717081103 3183 138400 SH PUT SOLE 138400 0 0 PHILIP MORRIS INTERNATIONAL COMMON 718172109 87547 1003300 SH CALL SOLE 1003300 0 0 PHILIP MORRIS INTERNATIONAL COMMON 718172109 4380 50200 SH PUT SOLE 50200 0 0 POWERSHARES QQQ COMMON 73935A104 12832 200000 SH PUT SOLE 200000 0 0 PRICELINE.COM INC COMMON 741503403 349404 525800 SH CALL SOLE 525800 0 0 PRICELINE.COM INC COMMON 741503403 99943 150400 SH PUT SOLE 150400 0 0 PROCTER & GAMBLE CO/THE COMMON 742718109 14262 232855 SH SOLE 232855 0 0 PROCTER & GAMBLE CO/THE COMMON 742718109 162924 2660000 SH CALL SOLE 2660000 0 0 PROCTER & GAMBLE CO/THE COMMON 742718109 27770 453400 SH PUT SOLE 453400 0 0 QUALCOMM INC COMMON 747525103 131839 2367800 SH CALL SOLE 2367800 0 0 QUALCOMM INC COMMON 747525103 38235 686700 SH PUT SOLE 686700 0 0 RED HAT INC COMMON 756577102 598 10600 SH PUT SOLE 10600 0 0 RESEARCH IN MOTION COMMON 760975102 110 14893 SH SOLE 14893 0 0 RESEARCH IN MOTION COMMON 760975102 1500 203100 SH CALL SOLE 203100 0 0 SANDISK CORP COMMON 80004C101 31241 856400 SH CALL SOLE 856400 0 0 SANDISK CORP COMMON 80004C101 5439 149100 SH PUT SOLE 149100 0 0 SANOFI-AVENTIS SA-CVR COMMON 80105N113 528 375160 SH SOLE 375160 0 0 SEAGATE TECHNOLOGY COMMON G7945M107 1978 80000 SH PUT SOLE 80000 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SINA CORP COMMON G81477104 1584 30574 SH SOLE 30574 0 0 SINA CORP COMMON G81477104 31899 615700 SH CALL SOLE 615700 0 0 SINA CORP COMMON G81477104 11610 224100 SH PUT SOLE 224100 0 0 SODASTREAM INTERNATIONAL LTD COMMON M9068E105 13053 318600 SH CALL SOLE 318600 0 0 SODASTREAM INTERNATIONAL LTD COMMON M9068E105 1667 40700 SH PUT SOLE 40700 0 0 SOLUTIA INC COMMON 834376501 10098 360000 SH SOLE 360000 0 0 SPDR GOLD TRUST COMMON 78463V107 46448 299298 SH SOLE 299298 0 0 SPDR GOLD TRUST COMMON 78463V107 210810 1358400 SH CALL SOLE 1358400 0 0 SPDR GOLD TRUST COMMON 78463V107 222076 1431000 SH PUT SOLE 1431000 0 0 SPDR TRUST SERIES 1 COMMON 78462F103 61276 449672 SH SOLE 449672 0 0 SPDR TRUST SERIES 1 COMMON 78462F103 76188 559100 SH CALL SOLE 559100 0 0 SPDR TRUST SERIES 1 COMMON 78462F103 235651 1729300 SH PUT SOLE 1729300 0 0 STARBUCKS CORP COMMON 855244109 338 6342 SH SOLE 6342 0 0 STARBUCKS CORP COMMON 855244109 266 5000 SH PUT SOLE 5000 0 0 TALBOTS INC COMMON 874161102 28 11400 SH CALL SOLE 11400 0 0 TARGET CORP COMMON 87612E106 2909 50000 SH SOLE 50000 0 0 TEMPUR-PEDIC INTERNATIONAL COMMON 88023U101 357 15300 SH CALL SOLE 15300 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 891 29800 SH PUT SOLE 29800 0 0 TIVO INC COMMON 888706108 984 119000 SH SOLE 119000 0 0 TIVO INC COMMON 888706108 1275 154200 SH CALL SOLE 154200 0 0 TRAVELZOO INC COMMON 89421Q106 2951 129900 SH CALL SOLE 129900 0 0 UNION PACIFIC CORP COMMON 907818108 1407 11800 SH PUT SOLE 11800 0 0 UNITED PARCEL SERVICE-CL B COMMON 911312106 131143 1665100 SH CALL SOLE 1665100 0 0 UNITED PARCEL SERVICE-CL B COMMON 911312106 2961 37600 SH PUT SOLE 37600 0 0 UNITED STATES STEEL CORP COMMON 912909108 2039 99000 SH CALL SOLE 99000 0 0 UNITED STATES STEEL CORP COMMON 912909108 1030 50000 SH PUT SOLE 50000 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 227 3017 SH SOLE 3017 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 11042 146200 SH CALL SOLE 146200 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 377 5000 SH PUT SOLE 5000 0 0 UNITEDHEALTH GROUP INC COMMON 91324P102 35462 606200 SH CALL SOLE 606200 0 0 VALE SA-SP ADR COMMON 91912E105 1973 99400 SH CALL SOLE 99400 0 0 VENOCO INC COMMON 92275P307 630 63000 SH CALL SOLE 63000 0 0 VENOCO INC COMMON 92275P307 397 39700 SH PUT SOLE 39700 0 0 VERIZON COMMUNICATIONS INC COMMON 92343V104 139648 3142400 SH CALL SOLE 3142400 0 0 VERIZON COMMUNICATIONS INC COMMON 92343V104 4643 104500 SH PUT SOLE 104500 0 0 VERTEX PHARMACEUTICALS INC COMMON 92532F100 9528 170400 SH CALL SOLE 170400 0 0 VISA INC-CLASS A SHARES COMMON 92826C839 6946 56186 SH SOLE 56186 0 0 VISA INC-CLASS A SHARES COMMON 92826C839 103861 840100 SH CALL SOLE 840100 0 0 VISA INC-CLASS A SHARES COMMON 92826C839 40006 323600 SH PUT SOLE 323600 0 0 VMWARE INC-CLASS A COMMON 928563402 18380 201900 SH CALL SOLE 201900 0 0 VMWARE INC-CLASS A COMMON 928563402 11844 130100 SH PUT SOLE 130100 0 0 WAL-MART STORES INC COMMON 931142103 112709 1616600 SH CALL SOLE 1616600 0 0 WAL-MART STORES INC COMMON 931142103 3639 52200 SH PUT SOLE 52200 0 0 WALT DISNEY CO/THE COMMON 254687106 72619 1497300 SH CALL SOLE 1497300 0 0 WALT DISNEY CO/THE COMMON 254687106 1149 23700 SH PUT SOLE 23700 0 0 WARNER CHILCOTT PLC-CLASS A COMMON G94368100 2091 116705 SH SOLE 116705 0 0 WARNER CHILCOTT PLC-CLASS A COMMON G94368100 2170 121100 SH CALL SOLE 121100 0 0 WELLS FARGO & CO COMMON 949746101 19518 583700 SH CALL SOLE 583700 0 0 WELLS FARGO & CO COMMON 949746101 5266 157500 SH PUT SOLE 157500 0 0 WESTERN REFINING INC COMMON 959319104 338 15200 SH PUT SOLE 15200 0 0 WHOLE FOODS MARKET INC COMMON 966837106 1258 13200 SH CALL SOLE 13200 0 0 WILLIAMS COS INC COMMON 969457100 3121 108300 SH CALL SOLE 108300 0 0 WYNN RESORTS LTD COMMON 983134107 5568 53691 SH SOLE 53691 0 0 WYNN RESORTS LTD COMMON 983134107 36094 348000 SH CALL SOLE 348000 0 0 WYNN RESORTS LTD COMMON 983134107 34849 336000 SH PUT SOLE 336000 0 0 YAHOO! INC COMMON 984332106 2123 134114 SH SOLE 134114 0 0 YAHOO! INC COMMON 984332106 4486 283400 SH CALL SOLE 283400 0 0 YAHOO! INC COMMON 984332106 1233 77900 SH PUT SOLE 77900 0 0 ZYNGA INC - CL A COMMON 98986T108 2657 488600 SH CALL SOLE 488600 0 0