-----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, AD2j5avORQLwjufgp3d1LgIngTVYBIgM3zOATkSlZFKroih1D8+7sDp1bB/Mvn94 Mhhsq+RYO/vUAo94Xe0qdQ== 0001140361-09-012363.txt : 20090515 0001140361-09-012363.hdr.sgml : 20090515 20090515112831 ACCESSION NUMBER: 0001140361-09-012363 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090515 DATE AS OF CHANGE: 20090515 EFFECTIVENESS DATE: 20090515 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: 09830249 BUSINESS ADDRESS: STREET 1: 44 WALL STREET, 4TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: (212) 232-1420 MAIL ADDRESS: STREET 1: 44 WALL STREET, 4TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 FORMER COMPANY: FORMER CONFORMED NAME: Capstone Investment Advisors, LLC DATE OF NAME CHANGE: 20080205 13F-HR 1 form13f.txt CAPSTONE INVESTMENT ADVISORS LLC 13F-HR 3-31-2009 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, 2009 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: 44 Wall Street, 4th Floor New York, NY 10005 ----------------------------------------------------- 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 form. Person Signing this Report on Behalf of Reporting Manager: Name: Mark Gonzalez ------------------------- Title: Chief Operating Officer ------------------------- Phone: (212) 232-1420 ------------------------- Signature, Place, and Date of Signing: /s/ Mark Gonzalez New York, NY May 15, 2009 - ------------------------- ------------------------- ------------------- [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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 651 ----------- Form 13F Information Table Value Total: $4,402,240 ----------- (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 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- ------- --- ---- ------- -------- ------- ------ ---- 3M CO COMMON 88579Y101 9247 186000 SH CALL SOLE 186000 0 0 3M CO COMMON 88579Y101 8894 178900 SH PUT SOLE 178900 0 0 ABBOTT LABORATORIES COMMON 002824100 3120 65418 SH SOLE 65418 0 0 ABBOTT LABORATORIES COMMON 002824100 25204 528400 SH CALL SOLE 528400 0 0 ABBOTT LABORATORIES COMMON 002824100 20258 424700 SH PUT SOLE 424700 0 0 ADOBE SYSTEMS INC COMMON 00724F101 1842 86157 SH SOLE 86157 0 0 AFFILIATED MANAGERS GROUP COMMON 008252108 433 10399 SH SOLE 10399 0 0 AFLAC INC COMMON 001055102 1829 94495 SH SOLE 94495 0 0 AFLAC INC COMMON 001055102 7885 407300 SH CALL SOLE 407300 0 0 AFLAC INC COMMON 001055102 6431 332200 SH PUT SOLE 332200 0 0 AGCO CORP COMMON 001084102 349 17815 SH SOLE 17815 0 0 AGNICO-EAGLE MINES LTD COMMON 008474108 4365 76700 SH CALL SOLE 76700 0 0 AGNICO-EAGLE MINES LTD COMMON 008474108 3386 59500 SH PUT SOLE 59500 0 0 AGRIUM INC COMMON 008916108 1720 48083 SH SOLE 48083 0 0 AGRIUM INC COMMON 008916108 143 4000 SH CALL SOLE 4000 0 0 AGRIUM INC COMMON 008916108 1946 54400 SH PUT SOLE 54400 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 211 3763 SH SOLE 3763 0 0 ALCOA INC COMMON 013817101 1026 139842 SH SOLE 139842 0 0 ALCOA INC COMMON 013817101 4257 580100 SH CALL SOLE 580100 0 0 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 260 11900 SH SOLE 11900 0 0 ALTRIA GROUP INC COMMON 02209S103 137 8583 SH SOLE 8583 0 0 ALTRIA GROUP INC COMMON 02209S103 2318 144700 SH CALL SOLE 144700 0 0 ALTRIA GROUP INC COMMON 02209S103 2095 130800 SH PUT SOLE 130800 0 0 AMAZON.COM INC COMMON 023135106 558 7600 SH SOLE 7600 0 0 AMAZON.COM INC COMMON 023135106 61535 837900 SH CALL SOLE 837900 0 0 AMAZON.COM INC COMMON 023135106 49726 677100 SH PUT SOLE 677100 0 0 AMERICAN EXPRESS CO COMMON 025816109 522 38300 SH SOLE 38300 0 0 AMERICAN EXPRESS CO COMMON 025816109 2062 151300 SH CALL SOLE 151300 0 0 AMERICAN EXPRESS CO COMMON 025816109 136 10000 SH PUT SOLE 10000 0 0 AMERICAN TOWER CORP-CL A COMMON 029912201 434 14291 SH SOLE 14291 0 0 AMERICAN TOWER CORP-CL A COMMON 029912201 909 29900 SH CALL SOLE 29900 0 0 AMERICAN TOWER CORP-CL A COMMON 029912201 304 10000 SH PUT SOLE 10000 0 0 AMERIPRISE FINANCIAL INC COMMON 03076C106 320 15652 SH SOLE 15652 0 0 AMGEN INC COMMON 031162100 28266 570800 SH CALL SOLE 570800 0 0 AMGEN INC COMMON 031162100 15049 303900 SH PUT SOLE 303900 0 0 AMPHENOL CORP-CL A COMMON 032095101 387 13600 SH SOLE 13600 0 0 AMYLIN PHARMACEUTICALS INC COMMON 032346108 172 14717 SH SOLE 14717 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 1935 49776 SH SOLE 49776 0 0 APACHE CORP COMMON 037411105 993 15500 SH CALL SOLE 15500 0 0 APACHE CORP COMMON 037411105 948 14800 SH PUT SOLE 14800 0 0 APOLLO GROUP INC-CL A COMMON 037604105 4073 52000 SH CALL SOLE 52000 0 0 APOLLO GROUP INC-CL A COMMON 037604105 6258 79900 SH PUT SOLE 79900 0 0 APPLE INC COMMON 037833100 978 9310 SH SOLE 9310 0 0 APPLE INC COMMON 037833100 235426 2239600 SH CALL SOLE 2239600 0 0 APPLE INC COMMON 037833100 96458 917600 SH PUT SOLE 917600 0 0 APPLIED MATERIALS INC COMMON 038222105 834 77665 SH SOLE 77665 0 0 APPLIED MATERIALS INC COMMON 038222105 2962 275600 SH CALL SOLE 275600 0 0 APPLIED MATERIALS INC COMMON 038222105 2610 242800 SH PUT SOLE 242800 0 0 ARENA RESOURCES INC COMMON 040049108 437 17183 SH SOLE 17183 0 0 AT&T INC COMMON 00206R102 773 30685 SH SOLE 30685 0 0 AT&T INC COMMON 00206R102 10400 412700 SH CALL SOLE 412700 0 0 AT&T INC COMMON 00206R102 10775 427600 SH PUT SOLE 427600 0 0 ATHEROS COMMUNICATIONS COMMON 04743P108 735 50194 SH SOLE 50194 0 0 ATWOOD OCEANICS INC COMMON 050095108 179 10846 SH SOLE 10846 0 0 AUTODESK INC COMMON 052769106 755 44944 SH SOLE 44944 0 0 AUTOMATIC DATA PROCESSING COMMON 053015103 3294 93700 SH CALL SOLE 93700 0 0 AUTOMATIC DATA PROCESSING COMMON 053015103 2900 82500 SH PUT SOLE 82500 0 0 AUTOZONE INC COMMON 053332102 3967 24400 SH CALL SOLE 24400 0 0 AVERY DENNISON CORP COMMON 053611109 243 10888 SH SOLE 10888 0 0 BAIDU.COM - SPON ADR COMMON 056752108 563 3190 SH SOLE 3190 0 0 BAIDU.COM - SPON ADR COMMON 056752108 70869 401300 SH CALL SOLE 401300 0 0 BAIDU.COM - SPON ADR COMMON 056752108 55523 314400 SH PUT SOLE 314400 0 0 BANCO SANTANDER SA-SPON ADR COMMON 05964H105 1380 200000 SH CALL SOLE 200000 0 0 BANK OF AMERICA CORP COMMON 060505104 14027 2056873 SH SOLE 2056873 0 0 BANK OF AMERICA CORP COMMON 060505104 11573 1697000 SH CALL SOLE 1697000 0 0 BANK OF AMERICA CORP COMMON 060505104 28499 4178800 SH PUT SOLE 4178800 0 0 BANK OF NEW YORK MELLON CORP COMMON 064058100 8726 308900 SH CALL SOLE 308900 0 0 BANK OF NEW YORK MELLON CORP COMMON 064058100 2762 97800 SH PUT SOLE 97800 0 0 BARNES & NOBLE INC COMMON 067774109 201 9447 SH SOLE 9447 0 0 BARRICK GOLD CORP COMMON 067901108 7608 234700 SH CALL SOLE 234700 0 0 BARRICK GOLD CORP COMMON 067901108 4224 130300 SH PUT SOLE 130300 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 269 5261 SH SOLE 5261 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 1997 39000 SH CALL SOLE 39000 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 2074 40500 SH PUT SOLE 40500 0 0 BB&T CORP COMMON 054937107 1993 117841 SH SOLE 117841 0 0 BED BATH & BEYOND INC COMMON 075896100 448 18103 SH SOLE 18103 0 0 BED BATH & BEYOND INC COMMON 075896100 893 36100 SH CALL SOLE 36100 0 0 BED BATH & BEYOND INC COMMON 075896100 858 34700 SH PUT SOLE 34700 0 0 BEST BUY CO INC COMMON 086516101 19629 517100 SH CALL SOLE 517100 0 0 BEST BUY CO INC COMMON 086516101 2831 74600 SH PUT SOLE 74600 0 0 BIOGEN IDEC INC COMMON 09062X103 2652 50600 SH CALL SOLE 50600 0 0 BIOGEN IDEC INC COMMON 09062X103 3187 60800 SH PUT SOLE 60800 0 0 BOEING CO COMMON 097023105 225 6327 SH SOLE 6327 0 0 BOEING CO COMMON 097023105 2124 59700 SH CALL SOLE 59700 0 0 BOEING CO COMMON 097023105 4778 134300 SH PUT SOLE 134300 0 0 BORGWARNER INC COMMON 099724106 301 14862 SH SOLE 14862 0 0 BRISTOL-MYERS SQUIBB CO COMMON 110122108 111 5109 SH SOLE 5109 0 0 BRISTOL-MYERS SQUIBB CO COMMON 110122108 1470 67100 SH CALL SOLE 67100 0 0 BRISTOL-MYERS SQUIBB CO COMMON 110122108 1556 71000 SH PUT SOLE 71000 0 0 BROADCOM CORP-CL A COMMON 111320107 492 24628 SH SOLE 24628 0 0 BROADCOM CORP-CL A COMMON 111320107 355 17800 SH CALL SOLE 17800 0 0 BROADCOM CORP-CL A COMMON 111320107 2709 135600 SH PUT SOLE 135600 0 0 BUNGE LTD COMMON G16962105 3319 58600 SH CALL SOLE 58600 0 0 BUNGE LTD COMMON G16962105 152 2700 SH PUT SOLE 2700 0 0 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 3973 66061 SH SOLE 66061 0 0 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 631 10500 SH CALL SOLE 10500 0 0 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 7031 116900 SH PUT SOLE 116900 0 0 CAMERON INTERNATIONAL CORP COMMON 13342B105 1774 80924 SH SOLE 80924 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1571 128426 SH SOLE 128426 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 3499 285900 SH CALL SOLE 285900 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 604 49400 SH PUT SOLE 49400 0 0 CARBO CERAMICS INC COMMON 140781105 264 9312 SH SOLE 9312 0 0 CARDINAL HEALTH INC COMMON 14149Y108 57 1835 SH SOLE 1835 0 0 CARDINAL HEALTH INC COMMON 14149Y108 261 8300 SH CALL SOLE 8300 0 0 CARDINAL HEALTH INC COMMON 14149Y108 157 5000 SH PUT SOLE 5000 0 0 CARNIVAL CORP COMMON 143658300 904 41888 SH SOLE 41888 0 0 CATERPILLAR INC COMMON 149123101 1123 40175 SH SOLE 40175 0 0 CATERPILLAR INC COMMON 149123101 18660 667400 SH CALL SOLE 667400 0 0 CATERPILLAR INC COMMON 149123101 17374 621400 SH PUT SOLE 621400 0 0 CELERA CORP COMMON 15100E106 628 82400 SH SOLE 82400 0 0 CELGENE CORP COMMON 151020104 222 5003 SH SOLE 5003 0 0 CELGENE CORP COMMON 151020104 7388 166400 SH CALL SOLE 166400 0 0 CELGENE CORP COMMON 151020104 12210 275000 SH PUT SOLE 275000 0 0 CENTENE CORP COMMON 15135B101 720 40000 SH SOLE 40000 0 0 CENTEX CORP COMMON 152312104 563 75192 SH SOLE 75192 0 0 CENTRAL EURO DISTRIBUTION CP COMMON 153435102 191 17800 SH SOLE 17800 0 0 CERNER CORP COMMON 156782104 1049 23868 SH SOLE 23868 0 0 CHESAPEAKE ENERGY CORP COMMON 165167107 1090 63935 SH SOLE 63935 0 0 CHEVRON CORP COMMON 166764100 141 2100 SH SOLE 2100 0 0 CHEVRON CORP COMMON 166764100 9702 144300 SH CALL SOLE 144300 0 0 CHEVRON CORP COMMON 166764100 9164 136300 SH PUT SOLE 136300 0 0 CHINA LIFE INSURANCE CO-ADR COMMON 16939P106 20178 409800 SH CALL SOLE 409800 0 0 CHINA LIFE INSURANCE CO-ADR COMMON 16939P106 15136 307400 SH PUT SOLE 307400 0 0 CHINA MOBILE LTD-SPON ADR COMMON 16941M109 5766 132508 SH SOLE 132508 0 0 CHINA MOBILE LTD-SPON ADR COMMON 16941M109 4582 105300 SH CALL SOLE 105300 0 0 CHINA MOBILE LTD-SPON ADR COMMON 16941M109 10144 233100 SH PUT SOLE 233100 0 0 CHIPOTLE MEXICAN GRI-CLASS B COMMON 169656204 1599 27901 SH SOLE 27901 0 0 CHIPOTLE MEXICAN GRI-CLASS B COMMON 169656204 1730 30200 SH CALL SOLE 30200 0 0 CIA VALE DO RIO DOCE-ADR COMMON 204412209 959 72125 SH SOLE 72125 0 0 CIA VALE DO RIO DOCE-ADR COMMON 204412209 10582 795700 SH CALL SOLE 795700 0 0 CIA VALE DO RIO DOCE-ADR COMMON 204412209 9320 700800 SH PUT SOLE 700800 0 0 CIA VALE DO RIO DOCE-SP ADR COMMON 204412100 2690 238487 SH SOLE 238487 0 0 CIENA CORP COMMON 171779309 486 62500 SH SOLE 62500 0 0 CISCO SYSTEMS INC COMMON 17275R102 341 20338 SH SOLE 20338 0 0 CISCO SYSTEMS INC COMMON 17275R102 16942 1010300 SH CALL SOLE 1010300 0 0 CISCO SYSTEMS INC COMMON 17275R102 15879 946900 SH PUT SOLE 946900 0 0 CITIGROUP INC COMMON 172967101 1011 399799 SH SOLE 399799 0 0 CITIGROUP INC COMMON 172967101 12100 4782900 SH CALL SOLE 4782900 0 0 CITIGROUP INC COMMON 172967101 7282 2878600 SH PUT SOLE 2878600 0 0 CITRIX SYSTEMS INC COMMON 177376100 264 11676 SH SOLE 11676 0 0 CME GROUP INC COMMON 12572Q105 1379 5600 SH CALL SOLE 5600 0 0 CME GROUP INC COMMON 12572Q105 2956 12000 SH PUT SOLE 12000 0 0 COCA-COLA CO/THE COMMON 191216100 1281 29153 SH SOLE 29153 0 0 COCA-COLA CO/THE COMMON 191216100 4460 101500 SH CALL SOLE 101500 0 0 COCA-COLA CO/THE COMMON 191216100 8833 201000 SH PUT SOLE 201000 0 0 COGENT INC COMMON 19239Y108 476 40000 SH SOLE 40000 0 0 COGNEX CORP COMMON 192422103 346 26000 SH SOLE 26000 0 0 COLGATE-PALMOLIVE CO COMMON 194162103 244 4142 SH SOLE 4142 0 0 COLGATE-PALMOLIVE CO COMMON 194162103 1916 32500 SH CALL SOLE 32500 0 0 COLGATE-PALMOLIVE CO COMMON 194162103 2017 34200 SH PUT SOLE 34200 0 0 COLUMBIA SPORTSWEAR CO COMMON 198516106 245 8200 SH CALL SOLE 8200 0 0 COMCAST CORP-CL A COMMON 20030N101 354 25964 SH SOLE 25964 0 0 COMCAST CORP-CL A COMMON 20030N101 6641 486900 SH CALL SOLE 486900 0 0 COMCAST CORP-CL A COMMON 20030N101 6946 509300 SH PUT SOLE 509300 0 0 COMCAST CORP-SPECIAL CL A COMMON 20030N200 1671 129846 SH SOLE 129846 0 0 COMCAST CORP-SPECIAL CL A COMMON 20030N200 514 40000 SH CALL SOLE 40000 0 0 COMERICA INC COMMON 200340107 938 51277 SH SOLE 51277 0 0 COMPASS MINERALS INTERNATION COMMON 20451N101 1127 20000 SH CALL SOLE 20000 0 0 CONOCOPHILLIPS COMMON 20825C104 72 1847 SH SOLE 1847 0 0 CONOCOPHILLIPS COMMON 20825C104 3978 101600 SH CALL SOLE 101600 0 0 CONOCOPHILLIPS COMMON 20825C104 3696 94400 SH PUT SOLE 94400 0 0 CONSTELLATION BRANDS INC-A COMMON 21036P108 185 15550 SH SOLE 15550 0 0 COOPER INDUSTRIES LTD-CL A COMMON G24182100 310 11995 SH SOLE 11995 0 0 COPART INC COMMON 217204106 249 8408 SH SOLE 8408 0 0 CORNING INC COMMON 219350105 1118 84265 SH SOLE 84265 0 0 CORNING INC COMMON 219350105 2985 225000 SH PUT SOLE 225000 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 382 8252 SH SOLE 8252 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 4154 89700 SH CALL SOLE 89700 0 0 COSTCO WHOLESALE CORP COMMON 22160K105 6489 140100 SH PUT SOLE 140100 0 0 COVANTA HOLDING CORP COMMON 22282E102 218 16725 SH SOLE 16725 0 0 CREE INC COMMON 225447101 205 8724 SH SOLE 8724 0 0 CSX CORP COMMON 126408103 205 7955 SH SOLE 7955 0 0 CUMMINS INC COMMON 231021106 291 11459 SH SOLE 11459 0 0 CURRENCYSHARES SWISS FRANC COMMON 23129V109 373 4254 SH SOLE 4254 0 0 CV THERAPEUTICS INC COMMON 126667104 578 29100 SH CALL SOLE 29100 0 0 CVS CAREMARK CORP COMMON 126650100 880 32041 SH SOLE 32041 0 0 CVS CAREMARK CORP COMMON 126650100 2551 92800 SH CALL SOLE 92800 0 0 CVS CAREMARK CORP COMMON 126650100 2573 93600 SH PUT SOLE 93600 0 0 DAVITA INC COMMON 23918K108 443 10084 SH SOLE 10084 0 0 DEAN FOODS CO COMMON 242370104 430 23800 SH SOLE 23800 0 0 DEERE & CO COMMON 244199105 2535 77134 SH SOLE 77134 0 0 DEERE & CO COMMON 244199105 2839 86400 SH CALL SOLE 86400 0 0 DEERE & CO COMMON 244199105 4125 125500 SH PUT SOLE 125500 0 0 DELL INC COMMON 24702R101 3149 332241 SH SOLE 332241 0 0 DELL INC COMMON 24702R101 2786 293900 SH CALL SOLE 293900 0 0 DENBURY RESOURCES INC COMMON 247916208 654 44048 SH SOLE 44048 0 0 DEVON ENERGY CORPORATION COMMON 25179M103 485 10860 SH SOLE 10860 0 0 DEVON ENERGY CORPORATION COMMON 25179M103 1510 33800 SH CALL SOLE 33800 0 0 DEVON ENERGY CORPORATION COMMON 25179M103 706 15800 SH PUT SOLE 15800 0 0 DIAMOND OFFSHORE DRILLING COMMON 25271C102 535 8520 SH SOLE 8520 0 0 DICK'S SPORTING GOODS INC COMMON 253393102 382 26812 SH SOLE 26812 0 0 DIRECTV GROUP INC/THE COMMON 25459L106 2880 126400 SH CALL SOLE 126400 0 0 DIRECTV GROUP INC/THE COMMON 25459L106 2661 116800 SH PUT SOLE 116800 0 0 DISCOVERY COMMUNICATIONS-A COMMON 25470F104 677 42297 SH SOLE 42297 0 0 DISCOVERY COMMUNICATIONS-C COMMON 25470F302 1246 85055 SH SOLE 85055 0 0 DOVER CORP COMMON 260003108 425 16136 SH SOLE 16136 0 0 DOW CHEMICAL COMMON 260543103 736 87405 SH SOLE 87405 0 0 DOW CHEMICAL COMMON 260543103 472 56000 SH CALL SOLE 56000 0 0 DU PONT (E.I.) DE NEMOURS COMMON 263534109 320 14338 SH SOLE 14338 0 0 DU PONT (E.I.) DE NEMOURS COMMON 263534109 328 14700 SH PUT SOLE 14700 0 0 EBAY INC COMMON 278642103 128 10202 SH SOLE 10202 0 0 EBAY INC COMMON 278642103 2154 171500 SH CALL SOLE 171500 0 0 EBAY INC COMMON 278642103 3266 260100 SH PUT SOLE 260100 0 0 ECHOSTAR CORP-A COMMON 278768106 593 40000 SH SOLE 40000 0 0 EL PASO CORP COMMON 28336L109 482 77240 SH SOLE 77240 0 0 ELECTRONIC ARTS INC COMMON 285512109 256 14091 SH SOLE 14091 0 0 ELECTRONICS FOR IMAGING COMMON 286082102 588 60000 SH SOLE 60000 0 0 ELI LILLY & CO COMMON 532457108 96 2892 SH SOLE 2892 0 0 ELI LILLY & CO COMMON 532457108 2298 68800 SH CALL SOLE 68800 0 0 ELI LILLY & CO COMMON 532457108 2271 68000 SH PUT SOLE 68000 0 0 EMC CORP/MASS COMMON 268648102 378 33182 SH SOLE 33182 0 0 EMC CORP/MASS COMMON 268648102 2162 189700 SH CALL SOLE 189700 0 0 EMC CORP/MASS COMMON 268648102 1481 130000 SH PUT SOLE 130000 0 0 EMERSON ELECTRIC CO COMMON 291011104 1529 53500 SH CALL SOLE 53500 0 0 EMERSON ELECTRIC CO COMMON 291011104 1583 55400 SH PUT SOLE 55400 0 0 EMULEX CORP COMMON 292475209 227 45249 SH SOLE 45249 0 0 ENERGY CONVERSION DEVICES COMMON 292659109 669 50485 SH SOLE 50485 0 0 ENERGY CONVERSION DEVICES COMMON 292659109 2976 224300 SH CALL SOLE 224300 0 0 ENERGY CONVERSION DEVICES COMMON 292659109 1926 145200 SH PUT SOLE 145200 0 0 ENERGY SELECT SECTOR SPDR COMMON 81369Y506 30087 708600 SH CALL SOLE 708600 0 0 ENERGY SELECT SECTOR SPDR COMMON 81369Y506 32218 758800 SH PUT SOLE 758800 0 0 ENSCO INTERNATIONAL INC COMMON 26874Q100 1428 54124 SH SOLE 54124 0 0 EOG RESOURCES INC COMMON 26875P101 771 14092 SH SOLE 14092 0 0 EXCO RESOURCES INC COMMON 269279402 166 16660 SH SOLE 16660 0 0 EXELON CORP COMMON 30161N101 2918 64300 SH CALL SOLE 64300 0 0 EXELON CORP COMMON 30161N101 2818 62100 SH PUT SOLE 62100 0 0 EXPRESS SCRIPTS INC COMMON 302182100 1086 23527 SH SOLE 23527 0 0 EXXON MOBIL CORP COMMON 30231G102 141 2083 SH SOLE 2083 0 0 EXXON MOBIL CORP COMMON 30231G102 30679 450500 SH CALL SOLE 450500 0 0 EXXON MOBIL CORP COMMON 30231G102 21206 311400 SH PUT SOLE 311400 0 0 FAMILY DOLLAR STORES COMMON 307000109 250 7500 SH CALL SOLE 7500 0 0 FEDEX CORP COMMON 31428X106 185 4175 SH SOLE 4175 0 0 FEDEX CORP COMMON 31428X106 262 5900 SH CALL SOLE 5900 0 0 FEDEX CORP COMMON 31428X106 2518 56600 SH PUT SOLE 56600 0 0 FINANCIAL SELECT SECTOR SPDR COMMON 81369Y605 7048 800000 SH SOLE 800000 0 0 FINANCIAL SELECT SECTOR SPDR COMMON 81369Y605 20877 2369700 SH CALL SOLE 2369700 0 0 FINANCIAL SELECT SECTOR SPDR COMMON 81369Y605 14983 1700700 SH PUT SOLE 1700700 0 0 FIRST NIAGARA FINANCIAL GRP COMMON 33582V108 114 10472 SH SOLE 10472 0 0 FIRST SOLAR INC COMMON 336433107 33015 248800 SH CALL SOLE 248800 0 0 FIRST SOLAR INC COMMON 336433107 26991 203400 SH PUT SOLE 203400 0 0 FLOWSERVE CORP COMMON 34354P105 876 15627 SH SOLE 15627 0 0 FLUOR CORP COMMON 343412102 1223 35400 SH SOLE 35400 0 0 FLUOR CORP COMMON 343412102 55 1600 SH PUT SOLE 1600 0 0 FMC TECHNOLOGIES INC COMMON 30249U101 331 10583 SH SOLE 10583 0 0 FMCN COMMON 34415V109 376 55343 SH SOLE 55343 0 0 FMCN COMMON 34415V109 98 14500 SH CALL SOLE 14500 0 0 FOREST LABORATORIES INC COMMON 345838106 439 20000 SH SOLE 20000 0 0 FORTUNE BRANDS INC COMMON 349631101 219 8942 SH SOLE 8942 0 0 FREEPORT-MCMORAN COPPER COMMON 35671D857 731 19202 SH SOLE 19202 0 0 FREEPORT-MCMORAN COPPER COMMON 35671D857 23041 604600 SH CALL SOLE 604600 0 0 FREEPORT-MCMORAN COPPER COMMON 35671D857 5766 151300 SH PUT SOLE 151300 0 0 GARMIN LTD COMMON G37260109 498 23511 SH SOLE 23511 0 0 GARMIN LTD COMMON G37260109 2150 101400 SH CALL SOLE 101400 0 0 GARMIN LTD COMMON G37260109 772 36400 SH PUT SOLE 36400 0 0 GENERAL DYNAMICS CORP COMMON 369550108 167 4036 SH SOLE 4036 0 0 GENERAL DYNAMICS CORP COMMON 369550108 232 5600 SH CALL SOLE 5600 0 0 GENERAL DYNAMICS CORP COMMON 369550108 286 6900 SH PUT SOLE 6900 0 0 GENERAL ELECTRIC CO COMMON 369604103 19800 1958500 SH CALL SOLE 1958500 0 0 GENERAL ELECTRIC CO COMMON 369604103 18497 1829600 SH PUT SOLE 1829600 0 0 GENERAL MOTORS CORP 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548661107 1757 96300 SH PUT SOLE 96300 0 0 MACY'S INC COMMON 55616P104 393 44268 SH SOLE 44268 0 0 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 478 29236 SH SOLE 29236 0 0 MARSHALL & ILSLEY CORP COMMON 571837103 87 15575 SH SOLE 15575 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 853 93175 SH SOLE 93175 0 0 MASCO CORP COMMON 574599106 236 33897 SH SOLE 33897 0 0 MASTERCARD INC-CLASS A COMMON 57636Q104 211242 1261300 SH CALL SOLE 1261300 0 0 MASTERCARD INC-CLASS A COMMON 57636Q104 17970 107300 SH PUT SOLE 107300 0 0 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 211 16000 SH SOLE 16000 0 0 MCDONALD'S CORP COMMON 580135101 2053 37625 SH SOLE 37625 0 0 MCDONALD'S CORP COMMON 580135101 4933 90400 SH CALL SOLE 90400 0 0 MCDONALD'S CORP COMMON 580135101 11972 219400 SH PUT SOLE 219400 0 0 MCGRAW-HILL COMPANIES INC COMMON 580645109 230 10086 SH SOLE 10086 0 0 MCKESSON CORP COMMON 58155Q103 1133 32352 SH SOLE 32352 0 0 MDC HOLDINGS INC COMMON 552676108 211 6792 SH SOLE 6792 0 0 MEADWESTVACO CORP COMMON 583334107 178 14898 SH SOLE 14898 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 944 22836 SH SOLE 22836 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 165 4000 SH CALL SOLE 4000 0 0 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 338 8200 SH PUT SOLE 8200 0 0 MEDICINES COMPANY COMMON 584688105 434 40118 SH SOLE 40118 0 0 MEDICIS PHARMACEUTICAL-CL A COMMON 584690309 494 40000 SH SOLE 40000 0 0 MEDTRONIC INC COMMON 585055106 2222 75400 SH CALL SOLE 75400 0 0 MEDTRONIC INC COMMON 585055106 2189 74300 SH PUT SOLE 74300 0 0 MEMC ELECTRONIC MATERIALS COMMON 552715104 869 52728 SH SOLE 52728 0 0 MEMC ELECTRONIC MATERIALS COMMON 552715104 1546 93800 SH CALL SOLE 93800 0 0 MEMC ELECTRONIC MATERIALS COMMON 552715104 128 7800 SH PUT SOLE 7800 0 0 MERCK & CO. 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41300 SH PUT SOLE 41300 0 0 MONSTER WORLDWIDE INC COMMON 611742107 112 13785 SH SOLE 13785 0 0 MORGAN STANLEY COMMON 617446448 12221 536740 SH SOLE 536740 0 0 MORGAN STANLEY COMMON 617446448 35796 1572100 SH CALL SOLE 1572100 0 0 MORGAN STANLEY COMMON 617446448 30040 1319300 SH PUT SOLE 1319300 0 0 MOSAIC CO/THE COMMON 61945A107 7094 169000 SH CALL SOLE 169000 0 0 MOSAIC CO/THE COMMON 61945A107 1859 44300 SH PUT SOLE 44300 0 0 MOTOROLA INC COMMON 620076109 259 61353 SH SOLE 61353 0 0 MOTOROLA INC COMMON 620076109 1634 386400 SH CALL SOLE 386400 0 0 MOTOROLA INC COMMON 620076109 2189 517500 SH PUT SOLE 517500 0 0 MULTIMEDIA GAMES INC COMMON 625453105 98 46000 SH CALL SOLE 46000 0 0 MURPHY OIL CORP COMMON 626717102 2021 45150 SH SOLE 45150 0 0 NABORS INDUSTRIES LTD COMMON G6359F103 511 51248 SH SOLE 51248 0 0 NATIONAL OILWELL VARCO INC COMMON 637071101 1810 63046 SH SOLE 63046 0 0 NCR CORPORATION COMMON 62886E108 179 22573 SH SOLE 22573 0 0 NETFLIX INC COMMON 64110L106 407 9496 SH SOLE 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7609 394300 SH CALL SOLE 394300 0 0 TIME WARNER INC COMMON 887317303 1812 93900 SH PUT SOLE 93900 0 0 TOLL BROTHERS INC COMMON 889478103 273 15053 SH SOLE 15053 0 0 TORCHMARK CORP COMMON 891027104 220 8413 SH SOLE 8413 0 0 TRAVELERS COS INC/THE COMMON 89417E109 2698 66400 SH CALL SOLE 66400 0 0 TRAVELERS COS INC/THE COMMON 89417E109 2381 58600 SH PUT SOLE 58600 0 0 TRINITY INDUSTRIES INC COMMON 896522109 122 13405 SH SOLE 13405 0 0 TYCO INTERNATIONAL LTD COMMON H89128104 392 20065 SH SOLE 20065 0 0 UMPQUA HOLDINGS CORP COMMON 904214103 181 20055 SH SOLE 20055 0 0 UNION PACIFIC CORP COMMON 907818108 625 15215 SH SOLE 15215 0 0 UNION PACIFIC CORP COMMON 907818108 1249 30400 SH CALL SOLE 30400 0 0 UNION PACIFIC CORP COMMON 907818108 1389 33800 SH PUT SOLE 33800 0 0 UNITED PARCEL SERVICE-CL B COMMON 911312106 1732 35208 SH SOLE 35208 0 0 UNITED PARCEL SERVICE-CL B COMMON 911312106 14721 299100 SH CALL SOLE 299100 0 0 UNITED PARCEL SERVICE-CL B COMMON 911312106 20135 409100 SH PUT SOLE 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COMMON 931422109 3348 129000 SH CALL SOLE 129000 0 0 WALGREEN CO COMMON 931422109 1677 64600 SH PUT SOLE 64600 0 0 WALT DISNEY CO/THE COMMON 254687106 62 3464 SH SOLE 3464 0 0 WALT DISNEY CO/THE COMMON 254687106 4056 223400 SH CALL SOLE 223400 0 0 WALT DISNEY CO/THE COMMON 254687106 4140 228000 SH PUT SOLE 228000 0 0 WALTER INDUSTRIES INC COMMON 93317Q105 445 19500 SH SOLE 19500 0 0 WELLPOINT INC COMMON 94973V107 220 5801 SH SOLE 5801 0 0 WELLPOINT INC COMMON 94973V107 246 6500 SH CALL SOLE 6500 0 0 WELLPOINT INC COMMON 94973V107 486 12800 SH PUT SOLE 12800 0 0 WELLS FARGO & CO COMMON 949746101 3253 228504 SH SOLE 228504 0 0 WELLS FARGO & CO COMMON 949746101 15491 1087900 SH CALL SOLE 1087900 0 0 WELLS FARGO & CO COMMON 949746101 20356 1429500 SH PUT SOLE 1429500 0 0 WHIRLPOOL CORP COMMON 963320106 692 23387 SH SOLE 23387 0 0 WHOLE FOODS MARKET INC COMMON 966837106 85 5099 SH SOLE 5099 0 0 WHOLE FOODS MARKET INC COMMON 966837106 7696 458100 SH CALL SOLE 458100 0 0 WHOLE FOODS MARKET INC COMMON 966837106 994 59200 SH PUT SOLE 59200 0 0 WILLIAMS COS INC COMMON 969457100 328 28832 SH SOLE 28832 0 0 WILLIAMS-SONOMA INC COMMON 969904101 273 27139 SH SOLE 27139 0 0 WILMINGTON TRUST CORP COMMON 971807102 129 13364 SH SOLE 13364 0 0 WYETH COMMON 983024100 16062 373200 SH CALL SOLE 373200 0 0 WYETH COMMON 983024100 1218 28300 SH PUT SOLE 28300 0 0 XILINX INC COMMON 983919101 2046 106821 SH SOLE 106821 0 0 YAHOO! 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