0001172661-16-002676.txt : 20160216
0001172661-16-002676.hdr.sgml : 20160215
20160216062926
ACCESSION NUMBER: 0001172661-16-002676
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160216
DATE AS OF CHANGE: 20160216
EFFECTIVENESS DATE: 20160216
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: 161422689
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
primary_doc.xml
13F-HR
LIVE
false
true
false
0001426196
XXXXXXXX
12-31-2015
12-31-2015
false
CAPSTONE INVESTMENT ADVISORS, LLC
7 World Trade Center
250 Greenwich Street, 30th Floor
New York
NY
10007
13F HOLDINGS REPORT
028-13005
N
Joseph J. Lucas
Chief Operating Officer
212-232-1420
/s/ Joseph J. Lucas
New York
NY
02-16-2016
0
458
3742646
INFORMATION TABLE
2
infotable.xml
ABBVIE INC
COM
00287Y109
649
10956
SH
SOLE
10956
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
555
8900
SH
SOLE
8900
0
0
ACE LTD
SHS
H0023R105
19864
170000
SH
Call
SOLE
170000
0
0
AES CORP
COM
00130H105
194
20360
SH
SOLE
20360
0
0
AFLAC INC
COM
001055102
705
11780
SH
SOLE
11780
0
0
AIRGAS INC
COM
009363102
26972
195000
SH
SOLE
195000
0
0
AIRGAS INC
COM
009363102
8299
60000
SH
Put
SOLE
60000
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
268
500000
SH
SOLE
0
0
500000
ALIGN TECHNOLOGY INC
COM
016255101
1304
19815
SH
SOLE
19815
0
0
ALLERGAN PLC
SHS
G0177J108
3906
12500
SH
SOLE
12500
0
0
ALLERGAN PLC
SHS
G0177J108
15625
50000
SH
Call
SOLE
50000
0
0
ALLETE INC
COM NEW
018522300
208
4100
SH
SOLE
4100
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
1426
5159
SH
SOLE
5159
0
0
ALLY FINL INC
COM
02005N100
392
21040
SH
SOLE
21040
0
0
ALON USA ENERGY INC
NOTE 3.000% 9/1
020520AB8
9480
8000000
SH
SOLE
0
0
8000000
ALPHABET INC
CAP STK CL A
02079K305
11747
15100
SH
Call
SOLE
15100
0
0
ALPHABET INC
CAP STK CL A
02079K305
2723
3500
SH
Put
SOLE
3500
0
0
ALPHABET INC
CAP STK CL A
02079K305
315
406
SH
SOLE
406
0
0
AMAZON COM INC
COM
023135106
141328
209100
SH
Call
SOLE
209100
0
0
AMAZON COM INC
COM
023135106
6083
9000
SH
Put
SOLE
9000
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
268
6350
SH
SOLE
6350
0
0
AMERICAN CAP LTD
COM
02503Y103
1337
97026
SH
SOLE
97026
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
15990
258030
SH
SOLE
258030
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
22966
370600
SH
Call
SOLE
370600
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
16905
272800
SH
Put
SOLE
272800
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
21361
23000000
SH
SOLE
0
0
23000000
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
4946
5500000
SH
SOLE
0
0
5500000
AMERIPRISE FINL INC
COM
03076C106
1245
11700
SH
SOLE
11700
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
819
7900
SH
SOLE
7900
0
0
AMYRIS INC
NOTE 6.500% 5/1
03236MAC5
2857
4000000
SH
SOLE
0
0
4000000
ANADARKO PETE CORP
COM
032511107
720
14821
SH
SOLE
14821
0
0
ANADARKO PETE CORP
COM
032511107
19432
400000
SH
Call
SOLE
400000
0
0
ANTERO RES CORP
COM
03674X106
498
22845
SH
SOLE
22845
0
0
APACHE CORP
COM
037411105
1067
24012
SH
SOLE
24012
0
0
APPLE INC
COM
037833100
84208
800000
SH
SOLE
800000
0
0
APPLE INC
COM
037833100
61229
581700
SH
Call
SOLE
581700
0
0
APPLE INC
COM
037833100
460301
4373000
SH
Put
SOLE
4373000
0
0
AQUA AMERICA INC
COM
03836W103
387
13000
SH
SOLE
13000
0
0
ARAMARK
COM
03852U106
2209
68503
SH
SOLE
68503
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
1048
15030
SH
SOLE
15030
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
224
4899
SH
SOLE
4899
0
0
ASHLAND INC NEW
COM
044209104
744
7250
SH
SOLE
7250
0
0
AT&T INC
COM
00206R102
109874
3193100
SH
Call
SOLE
3193100
0
0
ATHENAHEALTH INC
COM
04685W103
434
2702
SH
SOLE
2702
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
340
4025
SH
SOLE
4025
0
0
AUTONATION INC
COM
05329W102
843
14139
SH
SOLE
14139
0
0
AUTOZONE INC
COM
053332102
890
1200
SH
SOLE
1200
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
595
4100
SH
SOLE
4100
0
0
AVNET INC
COM
053807103
304
7100
SH
SOLE
7100
0
0
B/E AEROSPACE INC
COM
073302101
215
5090
SH
SOLE
5090
0
0
BAIDU INC
SPON ADR REP A
056752108
128585
680200
SH
Call
SOLE
680200
0
0
BAIDU INC
SPON ADR REP A
056752108
11663
61700
SH
Put
SOLE
61700
0
0
BAKER HUGHES INC
COM
057224107
3290
71300
SH
Call
SOLE
71300
0
0
BANK AMER CORP
COM
060505104
316
18809
SH
SOLE
18809
0
0
BARCLAYS BK PLC
IPATH S&P500 VI
06742E711
19661
978200
SH
Call
SOLE
978200
0
0
BARCLAYS BK PLC
IPATH S&P500 VI
06742E711
4020
200000
SH
Put
SOLE
200000
0
0
BB&T CORP
COM
054937107
466
12350
SH
SOLE
12350
0
0
BECTON DICKINSON & CO
COM
075887109
878
5700
SH
SOLE
5700
0
0
BED BATH & BEYOND INC
COM
075896100
616
12787
SH
SOLE
12787
0
0
BENEFICIAL BANCORP INC
COM
08171T102
178
13400
SH
SOLE
13400
0
0
BERKLEY W R CORP
COM
084423102
821
15003
SH
SOLE
15003
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
5297
146427
SH
SOLE
146427
0
0
BGC PARTNERS INC
NOTE 4.500% 7/1
05541TAD3
7608
7000000
SH
SOLE
0
0
7000000
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
549
5242
SH
SOLE
5242
0
0
BOEING CO
COM
097023105
2689
18600
SH
Call
SOLE
18600
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
762
41328
SH
SOLE
41328
0
0
BOULEVARD ACQUISITION
CL A
10157Q102
25856
2625000
SH
SOLE
2625000
0
0
BROADCOM CORP
CL A
111320107
31801
550000
SH
SOLE
550000
0
0
BROOKDALE SR LIVING INC
COM
112463104
435
23598
SH
SOLE
23598
0
0
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1
112463AA2
15990
16000000
SH
SOLE
0
0
16000000
BRUNSWICK CORP
COM
117043109
475
9419
SH
SOLE
9419
0
0
BURLINGTON STORES INC
COM
122017106
1419
33080
SH
SOLE
33080
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
4115
129000
SH
Call
SOLE
129000
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
9573
300100
SH
Put
SOLE
300100
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
9837
308392
SH
SOLE
308392
0
0
CABOT OIL & GAS CORP
COM
127097103
666
37670
SH
SOLE
37670
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
1181
56798
SH
SOLE
56798
0
0
CALPINE CORP
COM NEW
131347304
465
32177
SH
SOLE
32177
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
29484
466526
SH
SOLE
466526
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
1371
21700
SH
Call
SOLE
21700
0
0
CAMPBELL SOUP CO
COM
134429109
1384
26351
SH
SOLE
26351
0
0
CAPITAL ONE FINL CORP
COM
14040H105
1444
20006
SH
SOLE
20006
0
0
CATERPILLAR INC DEL
COM
149123101
3024
44500
SH
Call
SOLE
44500
0
0
CBRE GROUP INC
CL A
12504L109
352
10200
SH
SOLE
10200
0
0
CBS CORP NEW
CL B
124857202
5820
123500
SH
SOLE
123500
0
0
CBS CORP NEW
CL B
124857202
5891
125000
SH
Put
SOLE
125000
0
0
CBS CORP NEW
CL B
124857202
4444
94300
SH
Call
SOLE
94300
0
0
CDW CORP
COM
12514G108
222
5300
SH
SOLE
5300
0
0
CELANESE CORP DEL
COM SER A
150870103
643
9556
SH
SOLE
9556
0
0
CEMEX SAB DE CV
NOTE 3.250% 3/1
151290BB8
33533
33660000
SH
SOLE
0
0
33660000
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
38463
41000000
SH
SOLE
0
0
41000000
CENTERPOINT ENERGY INC
COM
15189T107
681
37137
SH
SOLE
37137
0
0
CENTRAL FD CDA LTD
CL A
153501101
41631
4167344
SH
SOLE
4167344
0
0
CENTURYLINK INC
COM
156700106
1228
48841
SH
SOLE
48841
0
0
CEPHEID
COM
15670R107
1046
28660
SH
SOLE
28660
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
729
19594
SH
SOLE
19594
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
3725
100000
SH
Put
SOLE
100000
0
0
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
9927
19000000
SH
SOLE
0
0
19000000
CHESAPEAKE ENERGY CORP
COM
165167107
822
182810
SH
SOLE
182810
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
45
10000
SH
Call
SOLE
10000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
67
15000
SH
Put
SOLE
15000
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167BZ9
5082
10700000
SH
SOLE
0
0
10700000
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167CA3
8787
18500000
SH
SOLE
0
0
18500000
CHEVRON CORP NEW
COM
166764100
3922
43600
SH
Call
SOLE
43600
0
0
CHUBB CORP
COM
171232101
44434
335000
SH
SOLE
335000
0
0
CIENA CORP
DEBT 4.000%12/1
171779AK7
8474
6500000
SH
SOLE
0
0
6500000
CINTAS CORP
COM
172908105
537
5900
SH
SOLE
5900
0
0
CISCO SYS INC
COM
17275R102
7516
276800
SH
Call
SOLE
276800
0
0
CISCO SYS INC
COM
17275R102
5436
200200
SH
Put
SOLE
200200
0
0
CIT GROUP INC
COM NEW
125581801
210
5300
SH
SOLE
5300
0
0
CITIGROUP INC
COM NEW
172967424
818
15822
SH
SOLE
15822
0
0
CITIGROUP INC
COM NEW
172967424
1423
27500
SH
Put
SOLE
27500
0
0
CITRIX SYS INC
COM
177376100
1735
22935
SH
SOLE
22935
0
0
CLECO CORP NEW
COM
12561W105
2610
50000
SH
SOLE
50000
0
0
CLOVIS ONCOLOGY INC
NOTE 2.500% 9/1
189464AB6
5160
6000000
SH
SOLE
0
0
6000000
COBALT INTL ENERGY INC
COM
19075F106
606
112341
SH
SOLE
112341
0
0
COCA COLA CO
COM
191216100
125
2925
SH
SOLE
2925
0
0
COCA COLA CO
COM
191216100
1185
27600
SH
Call
SOLE
27600
0
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
19203
390000
SH
Call
SOLE
390000
0
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
694
14100
SH
Put
SOLE
14100
0
0
COLGATE PALMOLIVE CO
COM
194162103
20598
309200
SH
Call
SOLE
309200
0
0
COLGATE PALMOLIVE CO
COM
194162103
1998
30000
SH
Put
SOLE
30000
0
0
COMERICA INC
COM
200340107
1129
27000
SH
SOLE
27000
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 99/99/999
203668116
18
2000000
SH
SOLE
2000000
0
0
COPART INC
COM
217204106
1015
26713
SH
SOLE
26713
0
0
CREDICORP LTD
COM
G2519Y108
379
3900
SH
SOLE
3900
0
0
CROWN HOLDINGS INC
COM
228368106
1525
30091
SH
SOLE
30091
0
0
CTRIP COM INTL LTD
NOTE 1.250%10/1
22943FAD2
33187
25000000
SH
SOLE
0
0
25000000
CULLEN FROST BANKERS INC
COM
229899109
561
9353
SH
SOLE
9353
0
0
CUMMINS INC
COM
231021106
799
9089
SH
SOLE
9089
0
0
D R HORTON INC
COM
23331A109
918
28685
SH
SOLE
28685
0
0
DANAHER CORP DEL
COM
235851102
804
8667
SH
SOLE
8667
0
0
DARDEN RESTAURANTS INC
COM
237194105
1018
15997
SH
SOLE
15997
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
1647
23632
SH
SOLE
23632
0
0
DEERE & CO
COM
244199105
1596
20929
SH
SOLE
20929
0
0
DEERE & CO
COM
244199105
1311
17200
SH
Call
SOLE
17200
0
0
DEERE & CO
COM
244199105
449
5900
SH
Put
SOLE
5900
0
0
DENTSPLY INTL INC NEW
COM
249030107
316
5200
SH
SOLE
5200
0
0
DEPOMED INC
NOTE 2.500% 9/0
249908AA2
5700
5000000
SH
SOLE
0
0
5000000
DEVON ENERGY CORP NEW
COM
25179M103
369
11554
SH
SOLE
11554
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
765
28686
SH
SOLE
28686
0
0
DISH NETWORK CORP
CL A
25470M109
498
8710
SH
SOLE
8710
0
0
DISNEY WALT CO
COM DISNEY
254687106
6325
60200
SH
Put
SOLE
60200
0
0
DISNEY WALT CO
COM DISNEY
254687106
1555
14800
SH
Call
SOLE
14800
0
0
DISNEY WALT CO
COM DISNEY
254687106
5129
48814
SH
SOLE
48814
0
0
DOLLAR TREE INC
COM
256746108
806
10443
SH
SOLE
10443
0
0
DOMINION RES INC VA NEW
COM
25746U109
1834
27127
SH
SOLE
27127
0
0
DONALDSON INC
COM
257651109
375
13105
SH
SOLE
13105
0
0
DOUBLE EAGLE ACQUISITION COR
COM
G28195124
28680
3000000
SH
SOLE
3000000
0
0
DTE ENERGY CO
COM
233331107
447
5580
SH
SOLE
5580
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
1298
19500
SH
SOLE
19500
0
0
E M C CORP MASS
COM
268648102
4494
175000
SH
SOLE
175000
0
0
E M C CORP MASS
COM
268648102
12585
490100
SH
Put
SOLE
490100
0
0
EAGLE MATERIALS INC
COM
26969P108
882
14600
SH
SOLE
14600
0
0
EATON CORP PLC
SHS
G29183103
723
13900
SH
SOLE
13900
0
0
EBAY INC
COM
278642103
783
28494
SH
SOLE
28494
0
0
EDISON INTL
COM
281020107
1095
18500
SH
SOLE
18500
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
849
10756
SH
SOLE
10756
0
0
EOG RES INC
COM
26875P101
1747
24686
SH
SOLE
24686
0
0
EQT CORP
COM
26884L109
921
17679
SH
SOLE
17679
0
0
EXELIXIS INC
NOTE 4.250% 8/1
30161QAC8
6232
5293000
SH
SOLE
0
0
5293000
EXELON CORP
COM
30161N101
1431
51556
SH
SOLE
51556
0
0
EXPEDIA INC DEL
COM NEW
30212P303
327
2634
SH
SOLE
2634
0
0
EXXON MOBIL CORP
COM
30231G102
747
9587
SH
SOLE
9587
0
0
EXXON MOBIL CORP
COM
30231G102
15589
200000
SH
Call
SOLE
200000
0
0
EXXON MOBIL CORP
COM
30231G102
6236
80000
SH
Put
SOLE
80000
0
0
F5 NETWORKS INC
COM
315616102
698
7200
SH
SOLE
7200
0
0
FACEBOOK INC
CL A
30303M102
387
3701
SH
SOLE
3701
0
0
FACEBOOK INC
CL A
30303M102
1810
17300
SH
Put
SOLE
17300
0
0
FEDERATED INVS INC PA
CL B
314211103
531
18551
SH
SOLE
18551
0
0
FIRST AMERN FINL CORP
COM
31847R102
233
6500
SH
SOLE
6500
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
720
45000
SH
SOLE
45000
0
0
FIRST NIAGARA FINL GP INC
COM
33582V108
963
88808
SH
SOLE
88808
0
0
FISERV INC
COM
337738108
1544
16887
SH
SOLE
16887
0
0
FOOT LOCKER INC
COM
344849104
933
14345
SH
SOLE
14345
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
1041
18767
SH
SOLE
18767
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
1006
24594
SH
SOLE
24594
0
0
GENERAL DYNAMICS CORP
COM
369550108
1597
11632
SH
SOLE
11632
0
0
GENERAL ELECTRIC CO
COM
369604103
2616
84000
SH
Call
SOLE
84000
0
0
GILEAD SCIENCES INC
COM
375558103
1315
13000
SH
SOLE
13000
0
0
GLOBAL PARTNER ACQUISITION C
COM
37954X105
9900
1000000
SH
SOLE
1000000
0
0
GODADDY INC
CL A
380237107
216
6750
SH
SOLE
6750
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
1579
100000
SH
Put
SOLE
100000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1784
9900
SH
Put
SOLE
9900
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
2523
14003
SH
SOLE
14003
0
0
GORES HLDGS INC
CL A
382866101
15000
1500000
SH
SOLE
1500000
0
0
GRAINGER W W INC
COM
384802104
611
3016
SH
SOLE
3016
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
1687
131490
SH
SOLE
131490
0
0
HANESBRANDS INC
COM
410345102
1897
64480
SH
SOLE
64480
0
0
HARSCO CORP
COM
415864107
106
13500
SH
SOLE
13500
0
0
HEALTH NET INC
COM
42222G108
32636
476717
SH
SOLE
476717
0
0
HEARTLAND PMT SYS INC
COM
42235N108
11687
123263
SH
SOLE
123263
0
0
HENNESSY CAP ACQUISITION COR
COM
42588J100
9640
1000000
SH
SOLE
1000000
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
18871
351942
SH
SOLE
351942
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
8777
163700
SH
Call
SOLE
163700
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
5126
95600
SH
Put
SOLE
95600
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A104
1893
88473
SH
SOLE
88473
0
0
HOLLYFRONTIER CORP
COM
436106108
464
11644
SH
SOLE
11644
0
0
HOLOGIC INC
COM
436440101
458
11840
SH
SOLE
11840
0
0
HOME DEPOT INC
COM
437076102
621
4699
SH
SOLE
4699
0
0
HONEYWELL INTL INC
COM
438516106
165
1600
SH
Put
SOLE
1600
0
0
HONEYWELL INTL INC
COM
438516106
7602
73400
SH
Call
SOLE
73400
0
0
HORMEL FOODS CORP
COM
440452100
774
9798
SH
SOLE
9798
0
0
HUMANA INC
COM
444859102
5355
30000
SH
SOLE
30000
0
0
HUNT J B TRANS SVCS INC
COM
445658107
396
5400
SH
SOLE
5400
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
112
10181
SH
SOLE
10181
0
0
IAC INTERACTIVECORP
COM PAR $.001
44919P508
516
8600
SH
SOLE
8600
0
0
ILLUMINA INC
COM
452327109
4030
21000
SH
SOLE
21000
0
0
INCYTE CORP
COM
45337C102
360
3324
SH
SOLE
3324
0
0
INFRAREIT INC
COM
45685L100
2405
130000
SH
Call
SOLE
130000
0
0
INGERSOLL-RAND PLC
SHS
G47791101
1127
20400
SH
SOLE
20400
0
0
INGRAM MICRO INC
CL A
457153104
734
24188
SH
SOLE
24188
0
0
INOVIO PHARMACEUTICALS INC
COM NEW
45773H201
1680
250000
SH
SOLE
250000
0
0
INPHI CORP
COM
45772F107
1518
56209
SH
SOLE
56209
0
0
INTEGRATED DEVICE TECHNOLOGY
NOTE 0.875%11/1
458118AB2
6206
6000000
SH
SOLE
0
0
6000000
INTERNATIONAL BUSINESS MACHS
COM
459200101
9193
66800
SH
Put
SOLE
66800
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
15372
111700
SH
Call
SOLE
111700
0
0
INTL PAPER CO
COM
460146103
1483
39362
SH
SOLE
39362
0
0
INTREXON CORP
COM
46122T102
307
10205
SH
SOLE
10205
0
0
INTUIT
COM
461202103
1302
13500
SH
SOLE
13500
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
226
18213
SH
SOLE
18213
0
0
IPG PHOTONICS CORP
COM
44980X109
262
2947
SH
SOLE
2947
0
0
ISHARES TR
CHINA LG-CAP ET
464287184
8081
229001
SH
SOLE
229001
0
0
ISHARES TR
CHINA LG-CAP ET
464287184
35731
1012500
SH
Call
SOLE
1012500
0
0
ISHARES TR
CHINA LG-CAP ET
464287184
145991
4136900
SH
Put
SOLE
4136900
0
0
ISHARES TR
MSCI EMG MKT ET
464287234
1491
46319
SH
SOLE
46319
0
0
ISHARES TR
MSCI EMG MKT ET
464287234
3882
120600
SH
Call
SOLE
120600
0
0
ISHARES TR
RUSSELL 2000 ET
464287655
39417
350000
SH
Call
SOLE
350000
0
0
ISHARES TR
RUSSELL 2000 ET
464287655
84465
750000
SH
Put
SOLE
750000
0
0
ISTAR INC
NOTE 3.000%11/1
45031UBR1
8840
8200000
SH
SOLE
0
0
8200000
JABIL CIRCUIT INC
COM
466313103
284
12223
SH
SOLE
12223
0
0
JETBLUE AIRWAYS CORP
COM
477143101
218
9643
SH
SOLE
9643
0
0
JETBLUE AIRWAYS CORP
DBCV 6.750%10/1
477143AG6
80145
17201000
SH
SOLE
0
0
17201000
JOHNSON & JOHNSON
COM
478160104
16753
163100
SH
Call
SOLE
163100
0
0
JOHNSON & JOHNSON
COM
478160104
12007
116900
SH
Put
SOLE
116900
0
0
JUNIPER NETWORKS INC
COM
48203R104
1695
61415
SH
SOLE
61415
0
0
KEURIG GREEN MTN INC
COM
49271M100
15746
175000
SH
SOLE
175000
0
0
KEURIG GREEN MTN INC
COM
49271M100
22486
249900
SH
Call
SOLE
249900
0
0
KEYCORP NEW
COM
493267108
475
36058
SH
SOLE
36058
0
0
KINDER MORGAN INC DEL
COM
49456B101
298
20039
SH
SOLE
20039
0
0
KING DIGITAL ENTMT PLC
ORD SHS
G5258J109
16070
898811
SH
SOLE
898811
0
0
KOSMOS ENERGY LTD
SHS
G5315B107
133
25637
SH
SOLE
25637
0
0
KROGER CO
COM
501044101
2650
63371
SH
SOLE
63371
0
0
LAUDER ESTEE COS INC
CL A
518439104
505
5741
SH
SOLE
5741
0
0
LEGG MASON INC
COM
524901105
339
8653
SH
SOLE
8653
0
0
LINCOLN NATL CORP IND
COM
534187109
1045
20800
SH
SOLE
20800
0
0
LINKEDIN CORP
COM CL A
53578A108
17961
79800
SH
Call
SOLE
79800
0
0
LINKEDIN CORP
COM CL A
53578A108
10803
48000
SH
Put
SOLE
48000
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
331
13486
SH
SOLE
13486
0
0
LKQ CORP
COM
501889208
1378
46538
SH
SOLE
46538
0
0
LOEWS CORP
COM
540424108
579
15100
SH
SOLE
15100
0
0
LOWES COS INC
COM
548661107
568
7481
SH
SOLE
7481
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
460
5300
SH
SOLE
5300
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
2315
31890
SH
SOLE
31890
0
0
MANHATTAN ASSOCS INC
COM
562750109
778
11759
SH
SOLE
11759
0
0
MANNKIND CORP
COM
56400P201
16
11135
SH
SOLE
11135
0
0
MANPOWERGROUP INC
COM
56418H100
224
2669
SH
SOLE
2669
0
0
MARKEL CORP
COM
570535104
530
600
SH
SOLE
600
0
0
MARRIOTT INTL INC NEW
CL A
571903202
854
12749
SH
SOLE
12749
0
0
MARRIOTT INTL INC NEW
CL A
571903202
21794
325100
SH
Call
SOLE
325100
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
339
38500
SH
Call
SOLE
38500
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
13
1500
SH
Put
SOLE
1500
0
0
MASCO CORP
COM
574599106
973
34399
SH
SOLE
34399
0
0
MASTERCARD INC
CL A
57636Q104
653
6711
SH
SOLE
6711
0
0
MCDONALDS CORP
COM
580135101
945
8000
SH
SOLE
8000
0
0
MCGRAW HILL FINL INC
COM
580645109
1582
16058
SH
SOLE
16058
0
0
MEDTRONIC PLC
SHS
G5960L103
1246
16200
SH
SOLE
16200
0
0
MERCK & CO INC NEW
COM
58933Y105
775
14681
SH
SOLE
14681
0
0
MGIC INVT CORP WIS
COM
552848103
895
101440
SH
SOLE
101440
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
448
19722
SH
SOLE
19722
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
596
14882
SH
SOLE
14882
0
0
MICRON TECHNOLOGY INC
COM
595112103
1416
100000
SH
Call
SOLE
100000
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
41431
25986000
SH
SOLE
0
0
25986000
MICROSEMI CORP
COM
595137100
43
1333
SH
SOLE
1333
0
0
MICROSEMI CORP
COM
595137100
2307
70800
SH
Put
SOLE
70800
0
0
MICROSOFT CORP
COM
594918104
0
3
SH
SOLE
3
0
0
MICROSOFT CORP
COM
594918104
60345
1087700
SH
Call
SOLE
1087700
0
0
MICROSOFT CORP
COM
594918104
7855
141600
SH
Put
SOLE
141600
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
864
5801
SH
SOLE
5801
0
0
MOSAIC CO NEW
COM
61945C103
1379
50010
SH
SOLE
50010
0
0
MURPHY OIL CORP
COM
626717102
891
39721
SH
SOLE
39721
0
0
MYRIAD GENETICS INC
COM
62855J104
436
10110
SH
SOLE
10110
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
561
65963
SH
SOLE
65963
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
973
29083
SH
SOLE
29083
0
0
NATIONAL PENN BANCSHARES INC
COM
637138108
2466
200000
SH
SOLE
200000
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
790
89400
SH
Put
SOLE
89400
0
0
NAVISTAR INTL CORP NEW
NOTE 4.750% 4/1
63934EAS7
2171
4500000
SH
SOLE
0
0
4500000
NETAPP INC
COM
64110D104
673
25400
SH
SOLE
25400
0
0
NETFLIX INC
COM
64110L106
24905
217743
SH
SOLE
217743
0
0
NETFLIX INC
COM
64110L106
9047
79100
SH
Call
SOLE
79100
0
0
NETFLIX INC
COM
64110L106
743
6500
SH
Put
SOLE
6500
0
0
NETSUITE INC
NOTE 0.250% 6/0
64118QAB3
4524
4570000
SH
SOLE
0
0
4570000
NIKE INC
CL B
654106103
328
5260
SH
SOLE
5260
0
0
NOBLE CORP PLC
SHS USD
G65431101
108
10325
SH
SOLE
10325
0
0
NOKIA CORP
SPONSORED ADR
654902204
2152
306600
SH
Call
SOLE
306600
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
584
29371
SH
SOLE
29371
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
456
1800
SH
SOLE
1800
0
0
OFFICE DEPOT INC
COM
676220106
640
113500
SH
Put
SOLE
113500
0
0
OFFICE DEPOT INC
COM
676220106
705
125000
SH
SOLE
125000
0
0
OFFICE DEPOT INC
COM
676220106
1602
284100
SH
Call
SOLE
284100
0
0
OGE ENERGY CORP
COM
670837103
380
14489
SH
SOLE
14489
0
0
OLIN CORP
COM PAR $1
680665205
312
18126
SH
SOLE
18126
0
0
OMNIVISION TECHNOLOGIES INC
COM
682128103
3705
127700
SH
Call
SOLE
127700
0
0
OPKO HEALTH INC
COM
68375N103
1615
160711
SH
SOLE
160711
0
0
PACE HLDGS CORP
CL A
G6865N103
17325
1750000
SH
SOLE
1750000
0
0
PANDORA MEDIA INC
COM
698354107
1162
86700
SH
Call
SOLE
86700
0
0
PARKER HANNIFIN CORP
COM
701094104
881
9092
SH
SOLE
9092
0
0
PARTNERRE LTD
COM
G6852T105
59389
425000
SH
SOLE
425000
0
0
PAYCHEX INC
COM
704326107
570
10779
SH
SOLE
10779
0
0
PENN VA CORP
COM
707882106
15
50000
SH
Put
SOLE
50000
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
168
10460
SH
SOLE
10460
0
0
PEPSICO INC
COM
713448108
1698
17000
SH
Call
SOLE
17000
0
0
PEPSICO INC
COM
713448108
1498
15000
SH
Put
SOLE
15000
0
0
PFIZER INC
COM
717081103
1239
38395
SH
SOLE
38395
0
0
PHILLIPS 66
COM
718546104
1098
13424
SH
SOLE
13424
0
0
POST HLDGS INC
COM
737446104
537
8704
SH
SOLE
8704
0
0
PRAXAIR INC
COM
74005P104
1576
15391
SH
SOLE
15391
0
0
PRECISION CASTPARTS CORP
COM
740189105
62642
270000
SH
SOLE
270000
0
0
PRECISION CASTPARTS CORP
COM
740189105
26449
114000
SH
Call
SOLE
114000
0
0
PREMIER INC
CL A
74051N102
617
17513
SH
SOLE
17513
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
1866
41500
SH
SOLE
41500
0
0
PROCTER & GAMBLE CO
COM
742718109
787
9917
SH
SOLE
9917
0
0
PROCTER & GAMBLE CO
COM
742718109
16914
213000
SH
Call
SOLE
213000
0
0
PROCTER & GAMBLE CO
COM
742718109
7678
96700
SH
Put
SOLE
96700
0
0
PROGRESSIVE CORP OHIO
COM
743315103
869
27340
SH
SOLE
27340
0
0
PROSPERITY BANCSHARES INC
COM
743606105
531
11100
SH
SOLE
11100
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
2924
75594
SH
SOLE
75594
0
0
QORVO INC
COM
74736K101
223
4400
SH
SOLE
4400
0
0
QUALCOMM INC
COM
747525103
694
13900
SH
Put
SOLE
13900
0
0
QUALCOMM INC
COM
747525103
134
2685
SH
SOLE
2685
0
0
QUALCOMM INC
COM
747525103
699
14000
SH
Call
SOLE
14000
0
0
QUANTA SVCS INC
COM
74762E102
603
29819
SH
SOLE
29819
0
0
QUESTAR CORP
COM
748356102
238
12260
SH
SOLE
12260
0
0
QUINPARIO ACQUISITION CORP 2
COM
74874U101
16975
1750000
SH
SOLE
1750000
0
0
RADIAN GROUP INC
COM
750236101
159
11915
SH
SOLE
11915
0
0
RALPH LAUREN CORP
CL A
751212101
856
7679
SH
SOLE
7679
0
0
RANGE RES CORP
COM
75281A109
868
35306
SH
SOLE
35306
0
0
REALOGY HLDGS CORP
COM
75605Y106
459
12533
SH
SOLE
12533
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
217
400
SH
SOLE
400
0
0
REGIONS FINL CORP NEW
COM
7591EP100
181
18900
SH
SOLE
18900
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
279
4820
SH
SOLE
4820
0
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
3415
4021000
SH
SOLE
0
0
4021000
RESMED INC
COM
761152107
684
12756
SH
SOLE
12756
0
0
REYNOLDS AMERICAN INC
COM
761713106
2381
51600
SH
Put
SOLE
51600
0
0
RITE AID CORP
COM
767754104
4704
600000
SH
SOLE
600000
0
0
ROBERT HALF INTL INC
COM
770323103
571
12116
SH
SOLE
12116
0
0
ROPER TECHNOLOGIES INC
COM
776696106
372
1964
SH
SOLE
1964
0
0
RYDER SYS INC
COM
783549108
533
9385
SH
SOLE
9385
0
0
SALESFORCE COM INC
COM
79466L302
1618
20638
SH
SOLE
20638
0
0
SANDISK CORP
NOTE 0.500%10/1
80004CAF8
124280
119500000
SH
SOLE
0
0
119500000
SANDISK CORP
NOTE 1.500% 8/1
80004CAD3
9438
6000000
SH
SOLE
0
0
6000000
SEALED AIR CORP NEW
COM
81211K100
551
12376
SH
SOLE
12376
0
0
SEATTLE GENETICS INC
COM
812578102
255
5687
SH
SOLE
5687
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
0
1
SH
SOLE
1
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
10855
250000
SH
Call
SOLE
250000
0
0
SEMPRA ENERGY
COM
816851109
1589
16909
SH
SOLE
16909
0
0
SHUTTERFLY INC
COM
82568P304
2343
52600
SH
Call
SOLE
52600
0
0
SHUTTERFLY INC
COM
82568P304
160
3600
SH
Put
SOLE
3600
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
674
4400
SH
SOLE
4400
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
481
14800
SH
SOLE
14800
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
368
4800
SH
SOLE
4800
0
0
SLM CORP
COM
78442P106
119
18386
SH
SOLE
18386
0
0
SMUCKER J M CO
COM NEW
832696405
2128
17258
SH
SOLE
17258
0
0
SOLARCITY CORP
NOTE 1.625%11/0
83416TAC4
3656
4500000
SH
SOLE
0
0
4500000
SOLAZYME INC
NOTE 5.000%10/0
83415TAC5
1094
2202000
SH
SOLE
0
0
2202000
SOLERA HOLDINGS INC
COM
83421A104
7810
142445
SH
SOLE
142445
0
0
SOUTHWEST AIRLS CO
COM
844741108
823
19126
SH
SOLE
19126
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
5096
25000
SH
Put
SOLE
25000
0
0
SPECTRA ENERGY CORP
COM
847560109
421
17610
SH
SOLE
17610
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1591
31790
SH
SOLE
31790
0
0
STANCORP FINL GROUP INC
COM
852891100
15943
140000
SH
SOLE
140000
0
0
STANLEY BLACK & DECKER INC
COM
854502101
320
3000
SH
SOLE
3000
0
0
STAPLES INC
COM
855030102
224
23670
SH
SOLE
23670
0
0
STARBUCKS CORP
COM
855244109
6979
116260
SH
SOLE
116260
0
0
STARBUCKS CORP
COM
855244109
5438
90600
SH
Put
SOLE
90600
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
19142
276310
SH
SOLE
276310
0
0
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
11370
11500000
SH
SOLE
0
0
11500000
STARWOOD PPTY TR INC
NOTE 4.000% 1/1
85571BAB1
14603
14000000
SH
SOLE
0
0
14000000
STARWOOD WAYPOINT RESIDENTL
NOTE 3.000% 7/0
85571WAB5
13745
14800000
SH
SOLE
0
0
14800000
STERIS PLC
SHS USD
G84720104
331
4400
SH
SOLE
4400
0
0
SUNEDISON INC
NOTE 2.000%10/0
86732YAC3
8810
16000000
SH
SOLE
0
0
16000000
SVB FINL GROUP
COM
78486Q101
689
5800
SH
SOLE
5800
0
0
SYMETRA FINL CORP
COM
87151Q106
27004
850000
SH
SOLE
850000
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
958
27200
SH
SOLE
27200
0
0
SYSCO CORP
COM
871829107
281
6877
SH
SOLE
6877
0
0
TAKE-TWO INTERACTIVE SOFTWAR
NOTE 1.750%12/0
874054AC3
42118
23000000
SH
SOLE
0
0
23000000
TELEFLEX INC
COM
879369106
430
3277
SH
SOLE
3277
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
509
19673
SH
SOLE
19673
0
0
TEMPUR SEALY INTL INC
COM
88023U101
503
7147
SH
SOLE
7147
0
0
TERADYNE INC
COM
880770102
1167
56487
SH
SOLE
56487
0
0
TERRAPIN 3 ACQUISITION CORP
COM CL A
88104P104
12325
1250000
SH
SOLE
1250000
0
0
TESARO INC
NOTE 3.000%10/0
881569AA5
8431
5000000
SH
SOLE
0
0
5000000
TESLA MTRS INC
NOTE 0.250% 3/0
88160RAB7
7068
7500000
SH
SOLE
0
0
7500000
TESLA MTRS INC
NOTE 1.250% 3/0
88160RAC5
14740
16000000
SH
SOLE
0
0
16000000
TESLA MTRS INC
NOTE 1.500% 6/0
88160RAA9
49359
25000000
SH
SOLE
0
0
25000000
TEXAS INSTRS INC
COM
882508104
2258
41212
SH
SOLE
41212
0
0
THE ADT CORPORATION
COM
00101J106
329
10000
SH
Call
SOLE
10000
0
0
THE ADT CORPORATION
COM
00101J106
824
25000
SH
Put
SOLE
25000
0
0
TIFFANY & CO NEW
COM
886547108
297
3900
SH
SOLE
3900
0
0
TOTAL SYS SVCS INC
COM
891906109
1489
29900
SH
SOLE
29900
0
0
TRACTOR SUPPLY CO
COM
892356106
646
7560
SH
SOLE
7560
0
0
TRANSDIGM GROUP INC
COM
893641100
2101
9199
SH
SOLE
9199
0
0
TREEHOUSE FOODS INC
COM
89469A104
299
3820
SH
SOLE
3820
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
254
11850
SH
SOLE
11850
0
0
TWITTER INC
COM
90184L102
403
17420
SH
SOLE
17420
0
0
TWITTER INC
COM
90184L102
3003
129800
SH
Call
SOLE
129800
0
0
TWITTER INC
COM
90184L102
458
19800
SH
Put
SOLE
19800
0
0
TYSON FOODS INC
CL A
902494103
1446
27115
SH
SOLE
27115
0
0
ULTA SALON COSMETCS & FRAG I
COM
90384S303
1407
7609
SH
SOLE
7609
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
497
2547
SH
SOLE
2547
0
0
UMPQUA HLDGS CORP
COM
904214103
195
12300
SH
SOLE
12300
0
0
UNDER ARMOUR INC
CL A
904311107
257
3200
SH
SOLE
3200
0
0
UNION PAC CORP
COM
907818108
867
11097
SH
SOLE
11097
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
494
4200
SH
SOLE
4200
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
418
3500
SH
SOLE
3500
0
0
UNUM GROUP
COM
91529Y106
827
24847
SH
SOLE
24847
0
0
UTI WORLDWIDE INC
NOTE 4.500% 3/0
90349LAB0
20048
20225000
SH
SOLE
0
0
20225000
UTI WORLDWIDE INC
ORD
G87210103
365
52000
SH
Call
SOLE
52000
0
0
UTI WORLDWIDE INC
ORD
G87210103
14
2000
SH
Put
SOLE
2000
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
1789
17600
SH
SOLE
17600
0
0
VANTIV INC
CL A
92210H105
2778
58588
SH
SOLE
58588
0
0
VERISIGN INC
COM
92343E102
570
6528
SH
SOLE
6528
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
35469
767400
SH
Call
SOLE
767400
0
0
VIACOM INC NEW
CL B
92553P201
3037
73791
SH
SOLE
73791
0
0
VIACOM INC NEW
CL B
92553P201
1646
40000
SH
Call
SOLE
40000
0
0
VIACOM INC NEW
CL B
92553P201
2778
67500
SH
Put
SOLE
67500
0
0
VIAVI SOLUTIONS INC
COM
925550105
102
16900
SH
SOLE
16900
0
0
VIDEOCON D2H LTD
ADR
92657J101
9890
1113743
SH
SOLE
1113743
0
0
VISTEON CORP
COM NEW
92839U206
1924
16811
SH
SOLE
16811
0
0
WABCO HLDGS INC
COM
92927K102
487
4769
SH
SOLE
4769
0
0
WABTEC CORP
COM
929740108
327
4600
SH
SOLE
4600
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
16964
199223
SH
SOLE
199223
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
16179
190000
SH
Put
SOLE
190000
0
0
WASTE MGMT INC DEL
COM
94106L109
645
12100
SH
SOLE
12100
0
0
WELLS FARGO & CO NEW
COM
949746101
228
4200
SH
SOLE
4200
0
0
WENDYS CO
COM
95058W100
118
11000
SH
SOLE
11000
0
0
WESCO INTL INC
DBCV 6.000% 9/1
95082PAH8
45719
29449000
SH
SOLE
0
0
29449000
WESTERN DIGITAL CORP
COM
958102105
744
12400
SH
SOLE
12400
0
0
WESTERN REFNG INC
COM
959319104
719
20208
SH
SOLE
20208
0
0
WESTERN UN CO
COM
959802109
1097
61274
SH
SOLE
61274
0
0
WHITEWAVE FOODS CO
COM
966244105
451
11604
SH
SOLE
11604
0
0
WHITING PETE CORP NEW
COM
966387102
377
40000
SH
Call
SOLE
40000
0
0
WHITING PETE CORP NEW
COM
966387102
222
23600
SH
SOLE
23600
0
0
WL ROSS HLDG CORP
COM SHS
92939D104
23021
2311435
SH
SOLE
2311435
0
0
WORKDAY INC
CL A
98138H101
263
3310
SH
SOLE
3310
0
0
WORKDAY INC
NOTE 0.750% 7/1
98138HAC5
11468
10000000
SH
SOLE
0
0
10000000
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
8934
7500000
SH
SOLE
0
0
7500000
WORLD FUEL SVCS CORP
COM
981475106
392
10199
SH
SOLE
10199
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
1017
14000
SH
SOLE
14000
0
0
XCEL ENERGY INC
COM
98389B100
973
27100
SH
SOLE
27100
0
0
XPO LOGISTICS INC
COM
983793100
684
25110
SH
SOLE
25110
0
0
XPO LOGISTICS INC
NOTE 4.500%10/0
983793AA8
23397
13673000
SH
SOLE
0
0
13673000
YAHOO INC
COM
984332106
2047
61552
SH
SOLE
61552
0
0
YAHOO INC
COM
984332106
272
8200
SH
Call
SOLE
8200
0
0
YAHOO INC
COM
984332106
2261
68000
SH
Put
SOLE
68000
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
235
2300
SH
SOLE
2300
0
0
ZIONS BANCORPORATION
COM
989701107
1334
48900
SH
SOLE
48900
0
0
ZYNGA INC
CL A
98986T108
38
14500
SH
SOLE
14500
0
0