Chief Operating Officer

0001172661-16-003750.txt : 20160815 0001172661-16-003750.hdr.sgml : 20160815 20160815061933 ACCESSION NUMBER: 0001172661-16-003750 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161829841 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 06-30-2016 06-30-2016 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. 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SOLE 2665 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 31190 205500 SH Call SOLE 205500 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 5069 33400 SH Put SOLE 33400 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1966 15600 SH SOLE 15600 0 0 INTERPUBLIC GROUP COS INC COM 460690100 233 10096 SH SOLE 10096 0 0 INVESCO LTD SHS G491BT108 4971 194649 SH SOLE 194649 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 844 61700 SH Put SOLE 61700 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 7751 7500000 SH SOLE 0 0 0 ISHARES MSCI MEX CAP ETF 464286822 38064 755700 SH Put SOLE 755700 0 0 ISHARES MSCI MEX CAP ETF 464286822 15 300 SH Call SOLE 300 0 0 ISHARES MSCI MEX CAP ETF 464286822 1777 35298 SH SOLE 35298 0 0 ISHARES MSCI STH KOR ETF 464286772 2811 54000 SH Call SOLE 54000 0 0 ISHARES MSCI STH KOR ETF 464286772 7138 137100 SH Put SOLE 137100 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 17380 507902 SH SOLE 507902 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 15231 445100 SH Call SOLE 445100 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 223234 6523500 SH Put SOLE 6523500 0 0 ISHARES TR IBOXX HI YD ETF 464288513 110110 1300000 SH Put SOLE 1300000 0 0 ISHARES TR IBOXX HI YD ETF 464288513 3354 39600 SH SOLE 39600 0 0 ISHARES TR MSCI EAFE ETF 464287465 250006 4478800 SH Call SOLE 4478800 0 0 ISHARES TR MSCI EAFE ETF 464287465 66946 1199333 SH SOLE 1199333 0 0 ISHARES TR MSCI EAFE ETF 464287465 416361 7459000 SH Put SOLE 7459000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 160124 4660200 SH Call SOLE 4660200 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 283026 8237100 SH Put SOLE 8237100 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 5749 50000 SH Put SOLE 50000 0 0 ISTAR INC NOTE 3.000%11/1 45031UBR1 6972 6900000 SH SOLE 0 0 0 ITC HLDGS CORP COM 465685105 28092 600000 SH SOLE 600000 0 0 J2 GLOBAL INC COM 48123V102 852 13500 SH SOLE 13500 0 0 JABIL CIRCUIT INC COM 466313103 1572 85140 SH SOLE 85140 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 2651 53241 SH SOLE 53241 0 0 JANUS CAP GROUP INC COM 47102X105 161 11600 SH SOLE 11600 0 0 JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 55864 16502000 SH SOLE 0 0 0 JONES LANG LASALLE INC COM 48020Q107 1427 14645 SH SOLE 14645 0 0 JPMORGAN CHASE & CO COM 46625H100 211400 3402000 SH Call SOLE 3402000 0 0 JPMORGAN CHASE & CO COM 46625H100 31069 500000 SH Put SOLE 500000 0 0 JUNIPER NETWORKS INC COM 48203R104 2135 94957 SH SOLE 94957 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 819 9100 SH SOLE 9100 0 0 KAR AUCTION SVCS INC COM 48238T109 717 17199 SH SOLE 17199 0 0 KATE SPADE & CO COM 485865109 509 24700 SH SOLE 24700 0 0 KB HOME COM 48666K109 166 10957 SH SOLE 10957 0 0 KBR INC COM 48242W106 202 15300 SH SOLE 15300 0 0 KEARNY FINL CORP MD COM 48716P108 149 11900 SH SOLE 11900 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 1581 54379 SH SOLE 54379 0 0 KIRBY CORP COM 497266106 401 6440 SH SOLE 6440 0 0 KNOLL INC COM NEW 498904200 689 28400 SH SOLE 28400 0 0 KRAFT HEINZ CO COM 500754106 1495 16900 SH SOLE 16900 0 0 KROGER CO COM 501044101 974 26500 SH SOLE 26500 0 0 LA QUINTA HLDGS INC COM 50420D108 384 33744 SH SOLE 33744 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3032 23277 SH SOLE 23277 0 0 LANDSTAR SYS INC COM 515098101 687 10008 SH SOLE 10008 0 0 LAREDO PETROLEUM INC COM 516806106 273 26100 SH SOLE 26100 0 0 LAUDER ESTEE COS INC CL A 518439104 1666 18304 SH SOLE 18304 0 0 LEAR CORP COM NEW 521865204 213 2097 SH SOLE 2097 0 0 LEUCADIA NATL CORP COM 527288104 824 47568 SH SOLE 47568 0 0 LEXMARK INTL INC CL A 529771107 997 26417 SH SOLE 26417 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 251 2112 SH SOLE 2112 0 0 LINCOLN ELEC HLDGS INC COM 533900106 277 4700 SH SOLE 4700 0 0 LINEAR TECHNOLOGY CORP COM 535678106 460 9900 SH SOLE 9900 0 0 LINKEDIN CORP COM CL A 53578A108 50066 264524 SH SOLE 264524 0 0 LINKEDIN CORP COM CL A 53578A108 22031 116400 SH Call SOLE 116400 0 0 LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 55912 56600000 SH SOLE 0 0 0 LITHIA MTRS INC CL A 536797103 607 8547 SH SOLE 8547 0 0 LIVANOVA PLC SHS G5509L101 246 4900 SH SOLE 4900 0 0 LOUISIANA PAC CORP COM 546347105 298 17199 SH SOLE 17199 0 0 LOWES COS INC COM 548661107 5926 74852 SH SOLE 74852 0 0 LULULEMON ATHLETICA INC COM 550021109 1261 17073 SH SOLE 17073 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1533 20600 SH SOLE 20600 0 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 316 9597 SH SOLE 9597 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 1105 18185 SH SOLE 18185 0 0 MANHATTAN ASSOCS INC COM 562750109 639 9966 SH SOLE 9966 0 0 MANITOWOC INC COM 563571108 78 14400 SH SOLE 14400 0 0 MANPOWERGROUP INC COM 56418H100 1023 15900 SH SOLE 15900 0 0 MARKEL CORP COM 570535104 758 796 SH SOLE 796 0 0 MARKETO INC COM 57063L107 10841 311361 SH SOLE 311361 0 0 MARKETO INC COM 57063L107 11316 325000 SH Call SOLE 325000 0 0 MARKETO INC COM 57063L107 2858 82100 SH Put SOLE 82100 0 0 MARTIN MARIETTA MATLS INC COM 573284106 960 5002 SH SOLE 5002 0 0 MASIMO CORP COM 574795100 786 14980 SH SOLE 14980 0 0 MASTERCARD INC CL A 57636Q104 3190 36229 SH SOLE 36229 0 0 MATSON INC COM 57686G105 243 7544 SH SOLE 7544 0 0 MBIA INC COM 55262C100 116 17084 SH SOLE 17084 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1514 14199 SH SOLE 14199 0 0 MCDONALDS CORP COM 580135101 5944 49398 SH SOLE 49398 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 272 3000 SH Call SOLE 3000 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 7086 6000000 SH SOLE 0 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 417 8900 SH SOLE 8900 0 0 MEDNAX INC COM 58502B106 721 9957 SH SOLE 9957 0 0 MEMORIAL RESOURCE DEV CORP COM 58605Q109 1129 71141 SH SOLE 71141 0 0 MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 7597 7000000 SH SOLE 0 0 0 MERCURY GENL CORP NEW COM 589400100 265 4994 SH SOLE 4994 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 361 18532 SH SOLE 18532 0 0 MERIT MED SYS INC COM 589889104 377 19028 SH SOLE 19028 0 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 1116 1000000 SH SOLE 0 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 302 56103 SH SOLE 56103 0 0 METLIFE INC COM 59156R108 1374 34502 SH SOLE 34502 0 0 MGIC INVT CORP WIS COM 552848103 733 123216 SH SOLE 123216 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 3290 66500 SH SOLE 66500 0 0 MICRON TECHNOLOGY INC COM 595112103 213 15501 SH SOLE 15501 0 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 15390 10000000 SH SOLE 0 0 0 MICROSOFT CORP COM 594918104 2603 50870 SH SOLE 50870 0 0 MICROSOFT CORP COM 594918104 54516 1065400 SH Call SOLE 1065400 0 0 MICROSOFT CORP COM 594918104 2660 52000 SH Put SOLE 52000 0 0 MIDDLEBY CORP COM 596278101 1339 11620 SH SOLE 11620 0 0 MIMEDX GROUP INC COM 602496101 120 15100 SH SOLE 15100 0 0 MONSANTO CO NEW COM 61166W101 970 9383 SH SOLE 9383 0 0 MONSANTO CO NEW COM 61166W101 4653 45000 SH Call SOLE 45000 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1424 21600 SH SOLE 21600 0 0 MSC INDL DIRECT INC CL A 553530106 1058 15000 SH SOLE 15000 0 0 MSCI INC COM 55354G100 508 6600 SH SOLE 6600 0 0 MSG NETWORK INC CL A 553573106 826 53907 SH SOLE 53907 0 0 MYLAN N V SHS EURO N59465109 363 8400 SH SOLE 8400 0 0 MYRIAD GENETICS INC COM 62855J104 599 19600 SH SOLE 19600 0 0 NABORS INDUSTRIES LTD SHS G6359F103 364 36300 SH SOLE 36300 0 0 NABORS INDUSTRIES LTD SHS G6359F103 282 28100 SH Put SOLE 28100 0 0 NATIONAL OILWELL VARCO INC COM 637071101 572 17000 SH SOLE 17000 0 0 NAVISTAR INTL CORP NEW COM 63934E108 11 1000 SH SOLE 1000 0 0 NAVISTAR INTL CORP NEW COM 63934E108 580 49700 SH Put SOLE 49700 0 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 890 1500000 SH SOLE 0 0 0 NCI BUILDING SYS INC COM NEW 628852204 594 37191 SH SOLE 37191 0 0 NETFLIX INC COM 64110L106 10202 111526 SH SOLE 111526 0 0 NETFLIX INC COM 64110L106 4208 46000 SH Call SOLE 46000 0 0 NETFLIX INC COM 64110L106 10071 110100 SH Put SOLE 110100 0 0 NETSCOUT SYS INC COM 64115T104 253 11400 SH SOLE 11400 0 0 NETSUITE INC COM 64118Q107 917 12600 SH SOLE 12600 0 0 NEW YORK TIMES CO CL A 650111107 344 28445 SH SOLE 28445 0 0 NEWMONT MINING CORP COM 651639106 276 7073 SH SOLE 7073 0 0 NIKE INC CL B 654106103 5894 106789 SH SOLE 106789 0 0 NOBLE CORP PLC SHS USD G65431101 102 12400 SH SOLE 12400 0 0 NOBLE ENERGY INC COM 655044105 1453 40524 SH SOLE 40524 0 0 NORDSON CORP COM 655663102 5902 70600 SH SOLE 70600 0 0 NORTHERN TR CORP COM 665859104 1746 26363 SH SOLE 26363 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 274 26901 SH SOLE 26901 0 0 NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3111 78100 SH SOLE 78100 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 516 33074 SH SOLE 33074 0 0 NVIDIA CORP COM 67066G104 1095 23300 SH SOLE 23300 0 0 OFFICE DEPOT INC COM 676220106 1746 509100 SH Call SOLE 509100 0 0 OLD REP INTL CORP COM 680223104 567 29400 SH SOLE 29400 0 0 OMNICOM GROUP INC COM 681919106 1144 14040 SH SOLE 14040 0 0 ON ASSIGNMENT INC COM 682159108 216 5870 SH SOLE 5870 0 0 ON SEMICONDUCTOR CORP COM 682189105 401 45556 SH SOLE 45556 0 0 ONEMAIN HLDGS INC COM 68268W103 542 23776 SH SOLE 23776 0 0 ONEOK INC NEW COM 682680103 1365 28782 SH SOLE 28782 0 0 OPKO HEALTH INC COM 68375N103 494 52966 SH SOLE 52966 0 0 ORTHOFIX INTL N V COM N6748L102 336 7938 SH SOLE 7938 0 0 OSHKOSH CORP COM 688239201 2373 49750 SH SOLE 49750 0 0 PACCAR INC COM 693718108 2852 54992 SH SOLE 54992 0 0 PACE HLDGS CORP CL A G6865N103 17237 1750000 SH SOLE 1750000 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 130 18500 SH SOLE 18500 0 0 PACKAGING CORP AMER COM 695156109 348 5200 SH SOLE 5200 0 0 PARKER HANNIFIN CORP COM 701094104 2477 22933 SH SOLE 22933 0 0 PATTERSON COMPANIES INC COM 703395103 4943 103235 SH SOLE 103235 0 0 PATTERSON UTI ENERGY INC COM 703481101 275 12900 SH SOLE 12900 0 0 PAYPAL HLDGS INC COM 70450Y103 2641 72344 SH SOLE 72344 0 0 PDC ENERGY INC COM 69327R101 585 10161 SH SOLE 10161 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 283 9000 SH SOLE 9000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 408 27869 SH SOLE 27869 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 455 16944 SH SOLE 16944 0 0 PERKINELMER INC COM 714046109 2314 44152 SH SOLE 44152 0 0 PERRIGO CO PLC SHS G97822103 7706 85000 SH Call SOLE 85000 0 0 PFIZER INC COM 717081103 3621 102850 SH SOLE 102850 0 0 PHARMERICA CORP COM 71714F104 318 12900 SH SOLE 12900 0 0 PHILIP MORRIS INTL INC COM 718172109 3557 34972 SH SOLE 34972 0 0 PHILIP MORRIS INTL INC COM 718172109 1841 18100 SH Call SOLE 18100 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 555 21798 SH SOLE 21798 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 295 6059 SH SOLE 6059 0 0 PINNACLE WEST CAP CORP COM 723484101 588 7258 SH SOLE 7258 0 0 PIONEER NAT RES CO COM 723787107 6548 43310 SH SOLE 43310 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 126 14301 SH SOLE 14301 0 0 PLEXUS CORP COM 729132100 306 7089 SH SOLE 7089 0 0 PNC FINL SVCS GROUP INC COM 693475105 1635 20100 SH SOLE 20100 0 0 PNM RES INC COM 69349H107 646 18232 SH SOLE 18232 0 0 POLARIS INDS INC COM 731068102 491 6010 SH SOLE 6010 0 0 POLYCOM INC COM 73172K104 944 83940 SH SOLE 83940 0 0 POPULAR INC COM NEW 733174700 263 9000 SH SOLE 9000 0 0 POST HLDGS INC COM 737446104 783 9476 SH SOLE 9476 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 117713 1094600 SH Call SOLE 1094600 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 93957 873700 SH Put SOLE 873700 0 0 PPG INDS INC COM 693506107 1246 11971 SH SOLE 11971 0 0 PPL CORP COM 69351T106 4814 127540 SH SOLE 127540 0 0 PRA HEALTH SCIENCES INC COM 69354M108 224 5372 SH SOLE 5372 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 487 8806 SH SOLE 8806 0 0 PRICE T ROWE GROUP INC COM 74144T108 1698 23272 SH SOLE 23272 0 0 PRICELINE GRP INC COM NEW 741503403 6601 5288 SH SOLE 5288 0 0 PRICELINE GRP INC COM NEW 741503403 3620 2900 SH Call SOLE 2900 0 0 PRICELINE GRP INC COM NEW 741503403 27964 22400 SH Put SOLE 22400 0 0 PRIVATEBANCORP INC COM 742962103 13209 300000 SH SOLE 300000 0 0 PROCTER & GAMBLE CO COM 742718109 922 10900 SH Put SOLE 10900 0 0 PROCTER & GAMBLE CO COM 742718109 11709 138300 SH Call SOLE 138300 0 0 PROCTER & GAMBLE CO COM 742718109 279 3300 SH SOLE 3300 0 0 PROGRESSIVE CORP OHIO COM 743315103 1679 50139 SH SOLE 50139 0 0 PTC INC COM 69370C100 398 10592 SH SOLE 10592 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5958 127847 SH SOLE 127847 0 0 QEP RES INC COM 74733V100 875 49641 SH SOLE 49641 0 0 QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 7703 104900 SH Call SOLE 104900 0 0 QLIK TECHNOLOGIES INC COM 74733T105 7395 250000 SH SOLE 250000 0 0 QLIK TECHNOLOGIES INC COM 74733T105 29 1000 SH Put SOLE 1000 0 0 QLOGIC CORP COM 747277101 993 67416 SH SOLE 67416 0 0 QUINPARIO ACQUISITION CORP 2 COM 74874U101 17307 1750000 SH SOLE 1750000 0 0 RACKSPACE HOSTING INC COM 750086100 202 9700 SH SOLE 9700 0 0 RADIAN GROUP INC COM 750236101 1296 124421 SH SOLE 124421 0 0 RBC BEARINGS INC COM 75524B104 461 6359 SH SOLE 6359 0 0 REGENERON PHARMACEUTICALS COM 75886F107 3598 10303 SH SOLE 10303 0 0 REGIONS FINL CORP NEW COM 7591EP100 1132 133101 SH SOLE 133101 0 0 RENASANT CORP COM 75970E107 824 25500 SH SOLE 25500 0 0 RITE AID CORP COM 767754104 1872 250000 SH SOLE 250000 0 0 RITE AID CORP COM 767754104 23469 3133500 SH Call SOLE 3133500 0 0 RITE AID CORP COM 767754104 14 2000 SH Put SOLE 2000 0 0 RLI CORP COM 749607107 467 6799 SH SOLE 6799 0 0 ROBERT HALF INTL INC COM 770323103 365 9580 SH SOLE 9580 0 0 ROCKWELL COLLINS INC COM 774341101 354 4162 SH SOLE 4162 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 1015 31793 SH SOLE 31793 0 0 ROPER TECHNOLOGIES INC COM 776696106 3151 18478 SH SOLE 18478 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3665 54585 SH SOLE 54585 0 0 RPM INTL INC COM 749685103 718 14389 SH SOLE 14389 0 0 RYDER SYS INC COM 783549108 1124 18400 SH SOLE 18400 0 0 SABRE CORP COM 78573M104 4232 158000 SH SOLE 158000 0 0 SALESFORCE COM INC COM 79466L302 6697 84338 SH SOLE 84338 0 0 SANDISK CORP NOTE 0.500%10/1 80004CAF8 10835 10000000 SH SOLE 0 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 16364 10000000 SH SOLE 0 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 171 16612 SH SOLE 16612 0 0 SCANSOURCE INC COM 806037107 509 13720 SH SOLE 13720 0 0 SCHLUMBERGER LTD COM 806857108 562 7114 SH SOLE 7114 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1380 54559 SH SOLE 54559 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 334 5728 SH SOLE 5728 0 0 SCORPIO TANKERS INC SHS Y7542C106 290 69162 SH SOLE 69162 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1631 26200 SH SOLE 26200 0 0 SEASPAN CORP SHS Y75638109 193 13851 SH SOLE 13851 0 0 SEI INVESTMENTS CO COM 784117103 351 7300 SH SOLE 7300 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1880 82300 SH Put SOLE 82300 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1858 81300 SH Call SOLE 81300 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 153 6738 SH SOLE 6738 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3027 86787 SH SOLE 86787 0 0 SERVICENOW INC COM 81762P102 693 10438 SH SOLE 10438 0 0 SERVISFIRST BANCSHARES INC COM 81768T108 273 5530 SH SOLE 5530 0 0 SHERWIN WILLIAMS CO COM 824348106 1444 4918 SH SOLE 4918 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 811 6500 SH SOLE 6500 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 644 21600 SH SOLE 21600 0 0 SIRIUS XM HLDGS INC COM 82968B103 141 35742 SH SOLE 35742 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 1874 32340 SH SOLE 32340 0 0 SLM CORP COM 78442P106 794 128494 SH SOLE 128494 0 0 SMUCKER J M CO COM NEW 832696405 4358 28600 SH SOLE 28600 0 0 SNYDERS-LANCE INC COM 833551104 756 22310 SH SOLE 22310 0 0 SOLAZYME INC NOTE 5.000%10/0 83415TAC5 1109 2202000 SH SOLE 0 0 0 SOUTHERN COPPER CORP COM 84265V105 596 22100 SH SOLE 22100 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 26184 125000 SH Put SOLE 125000 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 1406 57628 SH SOLE 57628 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 15109 619000 SH Call SOLE 619000 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 14646 600000 SH Put SOLE 600000 0 0 SPIRE INC COM 84857L101 410 5800 SH SOLE 5800 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 220 5125 SH SOLE 5125 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2695 2500000 SH SOLE 0 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 5576 5000000 SH SOLE 0 0 0 SPRINT CORP COM SER 1 85207U105 172 38144 SH SOLE 38144 0 0 ST JUDE MED INC COM 790849103 1016 13026 SH SOLE 13026 0 0 ST JUDE MED INC COM 790849103 23400 300000 SH Call SOLE 300000 0 0 STANLEY BLACK & DECKER INC COM 854502101 2784 25037 SH SOLE 25037 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 51682 698887 SH SOLE 698887 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 10586 10500000 SH SOLE 0 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 9378 9000000 SH SOLE 0 0 0 STATE STR CORP COM 857477103 582 10800 SH SOLE 10800 0 0 STEEL DYNAMICS INC COM 858119100 227 9300 SH SOLE 9300 0 0 SUNTRUST BKS INC COM 867914103 733 17865 SH SOLE 17865 0 0 SYMANTEC CORP COM 871503108 456 22221 SH SOLE 22221 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 695 21800 SH SOLE 21800 0 0 SYNCHRONY FINL COM 87165B103 1554 61474 SH SOLE 61474 0 0 SYNGENTA AG SPONSORED ADR 87160A100 13438 175000 SH SOLE 175000 0 0 SYNGENTA AG SPONSORED ADR 87160A100 4638 60400 SH Call SOLE 60400 0 0 TALMER BANCORP INC COM 87482X101 1150 60011 SH SOLE 60011 0 0 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1281 8801 SH SOLE 8801 0 0 TAYLOR MORRISON HOME CORP CL A 87724P106 153 10362 SH SOLE 10362 0 0 TCF FINL CORP COM 872275102 466 36902 SH SOLE 36902 0 0 TEMPUR SEALY INTL INC COM 88023U101 1797 32500 SH SOLE 32500 0 0 TERADATA CORP DEL COM 88076W103 1631 65072 SH SOLE 65072 0 0 TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 12450 1250000 SH SOLE 1250000 0 0 TESLA MTRS INC COM 88160R101 1253 5900 SH SOLE 5900 0 0 TESLA MTRS INC COM 88160R101 2740 12900 SH Put SOLE 12900 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 12009 13500000 SH SOLE 0 0 0 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 25600 15000000 SH SOLE 0 0 0 TESORO CORP COM 881609101 278 3714 SH SOLE 3714 0 0 TETRA TECH INC NEW COM 88162G103 455 14800 SH SOLE 14800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1182 8000 SH SOLE 8000 0 0 THOR INDS INC COM 885160101 2486 38400 SH SOLE 38400 0 0 TIMKEN CO COM 887389104 505 16500 SH SOLE 16500 0 0 TIVO INC COM 888706108 970 98038 SH SOLE 98038 0 0 TJX COS INC NEW COM 872540109 2160 27979 SH SOLE 27979 0 0 TOLL BROTHERS INC COM 889478103 5995 222790 SH SOLE 222790 0 0 TRACTOR SUPPLY CO COM 892356106 1565 17168 SH SOLE 17168 0 0 TRANSOCEAN LTD REG SHS H8817H100 121 10206 SH SOLE 10206 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 227 17662 SH SOLE 17662 0 0 TREEHOUSE FOODS INC COM 89469A104 268 2616 SH SOLE 2616 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 4430 163785 SH SOLE 163785 0 0 TYCO INTL PLC SHS G91442106 393 9236 SH SOLE 9236 0 0 TYSON FOODS INC CL A 902494103 1451 21738 SH SOLE 21738 0 0 UBIQUITI NETWORKS INC COM 90347A100 750 19400 SH SOLE 19400 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 2151 8829 SH SOLE 8829 0 0 UMB FINL CORP COM 902788108 548 10300 SH SOLE 10300 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 932 8807 SH SOLE 8807 0 0 UNUM GROUP COM 91529Y106 2296 72224 SH SOLE 72224 0 0 URBAN OUTFITTERS INC COM 917047102 407 14800 SH SOLE 14800 0 0 VAIL RESORTS INC COM 91879Q109 248 1800 SH SOLE 1800 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 1409 70000 SH Put SOLE 70000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 596 29600 SH SOLE 29600 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3929 77050 SH SOLE 77050 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 431 8885 SH SOLE 8885 0 0 VALSPAR CORP COM 920355104 55183 510820 SH SOLE 510820 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 416 15014 SH SOLE 15014 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 62879 2269200 SH Call SOLE 2269200 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 42950 1550000 SH Put SOLE 1550000 0 0 VECTOR GROUP LTD COM 92240M108 587 26200 SH SOLE 26200 0 0 VEEVA SYS INC CL A COM 922475108 4604 134941 SH SOLE 134941 0 0 VERIFONE SYS INC COM 92342Y109 710 38302 SH SOLE 38302 0 0 VERINT SYS INC COM 92343X100 962 29051 SH SOLE 29051 0 0 VIASAT INC COM 92552V100 228 3200 SH SOLE 3200 0 0 VIRGIN AMER INC COM VTG 92765X208 29125 518151 SH SOLE 518151 0 0 VISTA OUTDOOR INC COM 928377100 764 16012 SH SOLE 16012 0 0 VISTEON CORP COM NEW 92839U206 335 5100 SH SOLE 5100 0 0 VMWARE INC CL A COM 928563402 10013 175000 SH Call SOLE 175000 0 0 VOYA FINL INC COM 929089100 1537 62110 SH SOLE 62110 0 0 VWR CORP COM 91843L103 1011 35000 SH SOLE 35000 0 0 WABCO HLDGS INC COM 92927K102 929 10151 SH SOLE 10151 0 0 WABTEC CORP COM 929740108 2412 34351 SH SOLE 34351 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 3259 3000000 SH SOLE 0 0 0 WEB COM GROUP INC COM 94733A104 239 13160 SH SOLE 13160 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 844 7872 SH SOLE 7872 0 0 WENDYS CO COM 95058W100 443 46100 SH SOLE 46100 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 23183 13000000 SH SOLE 0 0 0 WESTAR ENERGY INC COM 95709T100 12212 217725 SH SOLE 217725 0 0 WESTERN ALLIANCE BANCORP COM 957638109 391 12000 SH SOLE 12000 0 0 WESTERN DIGITAL CORP COM 958102105 1506 31869 SH SOLE 31869 0 0 WESTERN UN CO COM 959802109 361 18846 SH SOLE 18846 0 0 WGL HLDGS INC COM 92924F106 2197 31048 SH SOLE 31048 0 0 WHIRLPOOL CORP COM 963320106 266 1600 SH SOLE 1600 0 0 WHITING PETE CORP NEW COM 966387102 21701 2346100 SH Put SOLE 2346100 0 0 WHITING PETE CORP NEW DBCV 1.250% 4/0 966387AU6 31638 35017000 SH SOLE 0 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 14139 17751000 SH SOLE 0 0 0 WHITING PETE CORP NEW NOTE 6.250% 4/0 966387AX0 45006 47493000 SH SOLE 0 0 0 WHITING PETE CORP NEW NOTE 6.500%10/0 966387AY8 6629 6798000 SH SOLE 0 0 0 WILLIAMS SONOMA INC COM 969904101 877 16830 SH SOLE 16830 0 0 WILSHIRE BANCORP INC COM 97186T108 1053 101078 SH SOLE 101078 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 73775 1902400 SH Call SOLE 1902400 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 48537 1251600 SH Put SOLE 1251600 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 34599 892209 SH SOLE 892209 0 0 WORKDAY INC CL A 98138H101 228 3064 SH SOLE 3064 0 0 WYNN RESORTS LTD COM 983134107 697 7700 SH SOLE 7700 0 0 XCEL ENERGY INC COM 98389B100 420 9398 SH SOLE 9398 0 0 XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 12180 7500000 SH SOLE 0 0 0 YAHOO INC COM 984332106 1878 50000 SH SOLE 50000 0 0 YOUR CMNTY BANKSHARES INC COM 98779U106 988 26612 SH SOLE 26612 0 0 ZENDESK INC COM 98936J101 232 8820 SH SOLE 8820 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 312 2600 SH SOLE 2600 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 84 15464 SH SOLE 15464 0 0 ZOETIS INC CL A 98978V103 431 9100 SH SOLE 9100 0 0