MM Capital

MM Capital as of March 31, 2012

Portfolio Holdings for MM Capital

MM Capital holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                COLUMN 1        COLUMN 2   COLUMN 3   COLUMN 4             COLUMN 5         COLUMN 6   COLUMN 7            COLUMN 8
                        TITLE OF               VALUE      SHARES/            PUT/  INVESTMENT   OTHER          VOTING AUTHORITY
    NAME OF ISSUER       CLASS       CUSIP    (X1000)     PRN AMT   SH/PRN   CALL  DISCRETION  MANAGERS     SOLE    SHARED    NONE
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{S}                        {C}     {C}           {C}        {C}       {C}     {C}    {C}       {C}             {C}    {C}       {C}
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Sanofi                   Right     80105N113       30      22,300    SH        Put    Sole                 22,300
                        2/31/2020
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Sanofi                   Right     80105N113       61      45,200    SH        Put    Sole                 45,200
                        2/31/2020
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SPDR S^P 500 ETF Tr     TR Unit    78462F103   15,769     111,991    SH               Sole                111,991
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SPDR S^P 500 ETF Tr     TR Unit    78462F103   11,603      82,400    SH        Call   Sole                 82,400
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SPDR S^P 500 ETF Tr     TR Unit    78462F103    8,392      59,600    SH        Call   Sole                 59,600
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SPDR S^P 500 ETF Tr     TR Unit    78462F103   18,108     128,600    SH        Put    Sole                128,600
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SPDR S^P 500 ETF Tr     TR Unit    78462F103   44,834     318,400    SH        Put    Sole                318,400
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SPDR S^P 500 ETF Tr     TR Unit    78462F103   11,208      79,600    SH        Put    Sole                 79,600
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SPDR S^P 500 ETF Tr     TR Unit    78462F103    3,591      25,500    SH        Put    Sole                 25,500
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SPDR S^P 500 ETF Tr     TR Unit    78462F103    5,632      40,000    SH        Put    Sole                 40,000
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SPDR S^P 500 ETF Tr     TR Unit    78462F103   14,475     102,800    SH        Put    Sole                102,800
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