Chief Operating Officer

0001172661-17-001108.txt : 20170515 0001172661-17-001108.hdr.sgml : 20170515 20170515101219 ACCESSION NUMBER: 0001172661-17-001108 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170515 DATE AS OF CHANGE: 20170515 EFFECTIVENESS DATE: 20170515 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: 17841850 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 03-31-2017 03-31-2017 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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8481 SH SOLE 8481 0 0 HALLIBURTON CO COM 406216101 6276 127550 SH SOLE 127550 0 0 HALYARD HEALTH INC COM 40650V100 524 13760 SH SOLE 13760 0 0 HARSCO CORP COM 415864107 175 13774 SH SOLE 13774 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 975 20300 SH SOLE 20300 0 0 HASBRO INC COM 418056107 4801 48100 SH SOLE 48100 0 0 HEADWATERS INC COM 42210P102 979 41736 SH SOLE 41736 0 0 HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 6082 4960000 SH SOLE 4960000 0 0 HELEN OF TROY CORP LTD COM G4388N106 211 2247 SH SOLE 2247 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 230 29646 SH SOLE 29646 0 0 HELMERICH & PAYNE INC COM 423452101 612 9200 SH SOLE 9200 0 0 HERBALIFE LTD COM USD SHS G4412G101 18848 324200 SH SOLE 324200 0 0 HERBALIFE LTD COM USD SHS G4412G101 3557 61200 SH Put SOLE 61200 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 12480 13000000 SH SOLE 13000000 0 0 HESS CORP COM 42809H107 1316 27300 SH SOLE 27300 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 10665 450000 SH SOLE 450000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 2370 100000 SH Call SOLE 100000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 10771 454500 SH Put SOLE 454500 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 1543 26400 SH SOLE 26400 0 0 HNI CORP COM 404251100 1189 25800 SH SOLE 25800 0 0 HOME DEPOT INC COM 437076102 2744 18700 SH Put SOLE 18700 0 0 HOME DEPOT INC COM 437076102 1422 9700 SH Call SOLE 9700 0 0 HONEYWELL INTL INC COM 438516106 1146 9200 SH Put SOLE 9200 0 0 HONEYWELL INTL INC COM 438516106 286 2300 SH Call SOLE 2300 0 0 HOPE BANCORP INC COM 43940T109 820 42820 SH SOLE 42820 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 258 6300 SH SOLE 6300 0 0 HORIZON PHARMA PLC SHS G4617B105 238 16124 SH SOLE 16124 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 205 20287 SH SOLE 20287 0 0 HP INC COM 40434L105 5687 318100 SH SOLE 318100 0 0 HSN INC COM 404303109 244 6600 SH SOLE 6600 0 0 HUB GROUP INC CL A 443320106 741 15990 SH SOLE 15990 0 0 HUBBELL INC COM 443510607 479 3997 SH SOLE 3997 0 0 HUNT J B TRANS SVCS INC COM 445658107 1944 21200 SH SOLE 21200 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 2583 12901 SH SOLE 12901 0 0 HURON CONSULTING GROUP INC COM 447462102 1213 28830 SH SOLE 28830 0 0 HYATT HOTELS CORP COM CL A 448579102 2055 38085 SH SOLE 38085 0 0 IAC INTERACTIVECORP COM 44919P508 2479 33635 SH SOLE 33635 0 0 ICON PLC SHS G4705A100 1909 23956 SH SOLE 23956 0 0 IDACORP INC COM 451107106 995 12000 SH SOLE 12000 0 0 IDEXX LABS INC COM 45168D104 5102 33000 SH SOLE 33000 0 0 IHS MARKIT LTD SHS G47567105 1111 26505 SH SOLE 26505 0 0 IMPERVA INC COM 45321L100 619 15087 SH SOLE 15087 0 0 INOGEN INC COM 45780L104 295 3806 SH SOLE 3806 0 0 INSTALLED BLDG PRODS INC COM 45780R101 325 6168 SH SOLE 6168 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 518 12312 SH SOLE 12312 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 390 16500 SH SOLE 16500 0 0 INTEL CORP COM 458140100 277 7700 SH Call SOLE 7700 0 0 INTEL CORP COM 458140100 2116 58700 SH Put SOLE 58700 0 0 INTEL CORP COM 458140100 79 2192 SH SOLE 2192 0 0 INTEL CORP SDCV 12/1 458140AD2 42958 31500000 SH SOLE 31500000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 34975 20000000 SH SOLE 20000000 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 347 10000 SH SOLE 10000 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 203 1800 SH SOLE 1800 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 3758 21581 SH SOLE 21581 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1967 11300 SH Call SOLE 11300 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2121 12200 SH Put SOLE 12200 0 0 INTERPUBLIC GROUP COS INC COM 460690100 654 26632 SH SOLE 26632 0 0 INTREXON CORP COM 46122T102 368 18600 SH SOLE 18600 0 0 INTUIT COM 461202103 11389 98197 SH SOLE 98197 0 0 INVENSENSE INC COM 46123D205 948 75127 SH SOLE 75127 0 0 INVENSENSE INC NOTE 1.750%11/0 46123DAB2 3500 3525000 SH SOLE 3525000 0 0 INVESTORS BANCORP INC NEW COM 46146L101 401 27900 SH SOLE 27900 0 0 IONIS PHARMACEUTICALS INC COM 462222100 539 13426 SH SOLE 13426 0 0 IPG PHOTONICS CORP COM 44980X109 229 1900 SH SOLE 1900 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 6240 5000000 SH SOLE 5000000 0 0 ISHARES MSCI AUST ETF 464286103 1872 82796 SH SOLE 82796 0 0 ISHARES MSCI BRZ CAP ETF 464286400 1580 42185 SH SOLE 42185 0 0 ISHARES MSCI CH CAP ETF 464286640 1627 37368 SH SOLE 37368 0 0 ISHARES MSCI FRNTR100ETF 464286145 1174 42348 SH SOLE 42348 0 0 ISHARES MSCI GERMANY ETF 464286806 564 19629 SH SOLE 19629 0 0 ISHARES MSCI SWEDEN ETF 464286756 558 17678 SH SOLE 17678 0 0 ISHARES MSCI SZ CAP ETF 464286749 3683 115168 SH SOLE 115168 0 0 ISHARES GOLD TRUST ISHARES 464285105 1980 164943 SH SOLE 164943 0 0 ISHARES INC MSCI JPN ETF NEW 46434G822 1537 29859 SH SOLE 29859 0 0 ISHARES INC MSCI SINGPOR ETF 46434G780 424 18627 SH SOLE 18627 0 0 ISHARES INC MSCI TAIWAN ETF 46434G772 2170 65325 SH SOLE 65325 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 1041 60358 SH SOLE 60358 0 0 ISHARES TR 1-3 YR TR BD ETF 464287457 14485 171388 SH SOLE 171388 0 0 ISHARES TR 20 YR TR BD ETF 464287432 10818 89628 SH SOLE 89628 0 0 ISHARES TR 20 YR TR BD ETF 464287432 107387 889700 SH Call SOLE 889700 0 0 ISHARES TR 20 YR TR BD ETF 464287432 129134 1069900 SH Put SOLE 1069900 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 9622 250000 SH Put SOLE 250000 0 0 ISHARES TR CORE S&P MCP ETF 464287507 1588 9278 SH SOLE 9278 0 0 ISHARES TR CORE S&P SCP ETF 464287804 281 4071 SH SOLE 4071 0 0 ISHARES TR CORE US AGGBD ET 464287226 13538 124794 SH SOLE 124794 0 0 ISHARES TR IBOXX HI YD ETF 464288513 421 4800 SH Call SOLE 4800 0 0 ISHARES TR IBOXX HI YD ETF 464288513 4822 54942 SH SOLE 54942 0 0 ISHARES TR IBOXX INV CP ETF 464287242 2702 22916 SH SOLE 22916 0 0 ISHARES TR MSCI EAFE ETF 464287465 85155 1367100 SH Put SOLE 1367100 0 0 ISHARES TR MSCI EAFE ETF 464287465 6186 99320 SH SOLE 99320 0 0 ISHARES TR MSCI EAFE ETF 464287465 68884 1105900 SH Call SOLE 1105900 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 133458 3388200 SH Put SOLE 3388200 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 142084 3607200 SH Call SOLE 3607200 0 0 ISHARES TR MSCI UK ETF NEW 46435G334 3381 103894 SH SOLE 103894 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 137 1000 SH SOLE 1000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 18257 132800 SH Call SOLE 132800 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 173578 1262600 SH Put SOLE 1262600 0 0 ISHARES TR RUSSELL 3000 ETF 464287689 1729 12359 SH SOLE 12359 0 0 ISHARES TR SELECT DIVID ETF 464287168 3265 35844 SH SOLE 35844 0 0 ITT INC COM 45073V108 315 7700 SH SOLE 7700 0 0 IXIA COM 45071R109 1007 51248 SH SOLE 51248 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 359 4085 SH SOLE 4085 0 0 JOHNSON & JOHNSON COM 478160104 3139 25208 SH SOLE 25208 0 0 JOHNSON & JOHNSON COM 478160104 135 1100 SH Call SOLE 1100 0 0 JOHNSON & JOHNSON COM 478160104 7519 60400 SH Put SOLE 60400 0 0 JPMORGAN CHASE & CO COM 46625H100 1966 22400 SH Call SOLE 22400 0 0 JPMORGAN CHASE & CO COM 46625H100 5170 58900 SH Put SOLE 58900 0 0 KB HOME COM 48666K109 941 47336 SH SOLE 47336 0 0 KCG HLDGS INC CL A 48244B100 279 15679 SH SOLE 15679 0 0 KEARNY FINL CORP MD COM 48716P108 636 42277 SH SOLE 42277 0 0 KELLOGG CO COM 487836108 6642 91483 SH SOLE 91483 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 371 10289 SH SOLE 10289 0 0 KINDER MORGAN INC DEL COM 49456B101 1692 77870 SH SOLE 77870 0 0 KLX INC COM 482539103 630 14096 SH SOLE 14096 0 0 L3 TECHNOLOGIES INC COM 502413107 330 2000 SH SOLE 2000 0 0 LAREDO PETROLEUM INC COM 516806106 509 34900 SH SOLE 34900 0 0 LCI INDS COM 50189K103 598 5994 SH SOLE 5994 0 0 LEAR CORP COM NEW 521865204 453 3200 SH SOLE 3200 0 0 LEIDOS HLDGS INC COM 525327102 659 12900 SH SOLE 12900 0 0 LEUCADIA NATL CORP COM 527288104 278 10700 SH SOLE 10700 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 44742 781931 SH SOLE 781931 0 0 LEXICON PHARMACEUTICALS INC COM NEW 528872302 163 11400 SH SOLE 11400 0 0 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 4910 9000000 SH SOLE 9000000 0 0 LIFEPOINT HEALTH INC COM 53219L109 233 3562 SH SOLE 3562 0 0 LILIS ENERGY INC COM NEW 532403201 1033 259740 SH SOLE 259740 0 0 LILLY ELI & CO COM 532457108 471 5600 SH Call SOLE 5600 0 0 LINCOLN NATL CORP IND COM 534187109 4411 67400 SH SOLE 67400 0 0 LITHIA MTRS INC CL A 536797103 812 9490 SH SOLE 9490 0 0 LIVANOVA PLC SHS G5509L101 416 8500 SH SOLE 8500 0 0 LKQ CORP COM 501889208 6571 224520 SH SOLE 224520 0 0 LMI AEROSPACE INC COM 502079106 214 15551 SH SOLE 15551 0 0 LOCKHEED MARTIN CORP COM 539830109 108 406 SH SOLE 406 0 0 LOCKHEED MARTIN CORP COM 539830109 561 2100 SH Put SOLE 2100 0 0 LOEWS CORP COM 540424108 1931 41300 SH SOLE 41300 0 0 LOUISIANA PAC CORP COM 546347105 243 9799 SH SOLE 9799 0 0 LOWES COS INC COM 548661107 3224 39224 SH SOLE 39224 0 0 LULULEMON ATHLETICA INC COM 550021109 1289 24858 SH SOLE 24858 0 0 LULULEMON ATHLETICA INC COM 550021109 14473 279300 SH Call SOLE 279300 0 0 LULULEMON ATHLETICA INC COM 550021109 6082 117400 SH Put SOLE 117400 0 0 LUMOS NETWORKS CORP COM 550283105 990 55976 SH SOLE 55976 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3368 36943 SH SOLE 36943 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 3882 87109 SH SOLE 87109 0 0 MASONITE INTL CORP NEW COM 575385109 459 5793 SH SOLE 5793 0 0 MASTEC INC COM 576323109 602 15032 SH SOLE 15032 0 0 MASTERCARD INCORPORATED CL A 57636Q104 989 8800 SH Call SOLE 8800 0 0 MASTERCARD INCORPORATED CL A 57636Q104 674 6000 SH Put SOLE 6000 0 0 MATSON INC COM 57686G105 524 16515 SH SOLE 16515 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1526 33963 SH SOLE 33963 0 0 MBIA INC COM 55262C100 213 25218 SH SOLE 25218 0 0 MCDERMOTT INTL INC COM 580037109 154 22926 SH SOLE 22926 0 0 MCDONALDS CORP COM 580135101 919 7100 SH Call SOLE 7100 0 0 MCDONALDS CORP COM 580135101 945 7300 SH Put SOLE 7300 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 18581 208594 SH SOLE 208594 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 1967 22100 SH Call SOLE 22100 0 0 MEDICINES CO COM 584688105 787 16100 SH Put SOLE 16100 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 37902 23970000 SH SOLE 23970000 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 855 14829 SH SOLE 14829 0 0 MEDTRONIC PLC SHS G5960L103 4214 52311 SH SOLE 52311 0 0 MEDTRONIC PLC SHS G5960L103 1094 13600 SH Call SOLE 13600 0 0 MEDTRONIC PLC SHS G5960L103 1223 15200 SH Put SOLE 15200 0 0 MERCHANTS BANCSHARES COM 588448100 1111 22815 SH SOLE 22815 0 0 MERCK & CO INC COM 58933Y105 1461 23001 SH SOLE 23001 0 0 MERCK & CO INC COM 58933Y105 69 1100 SH Call SOLE 1100 0 0 MERCK & CO INC COM 58933Y105 2374 37400 SH Put SOLE 37400 0 0 MEREDITH CORP COM 589433101 450 6977 SH SOLE 6977 0 0 MERIT MED SYS INC COM 589889104 361 12499 SH SOLE 12499 0 0 METHODE ELECTRS INC COM 591520200 370 8130 SH SOLE 8130 0 0 METLIFE INC COM 59156R108 205 3900 SH Put SOLE 3900 0 0 METLIFE INC COM 59156R108 60 1138 SH SOLE 1138 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 4707 9830 SH SOLE 9830 0 0 MGE ENERGY INC COM 55277P104 235 3616 SH SOLE 3616 0 0 MGIC INVT CORP WIS COM 552848103 574 56736 SH SOLE 56736 0 0 MICRON TECHNOLOGY INC COM 595112103 1973 68301 SH SOLE 68301 0 0 MICROSOFT CORP COM 594918104 3812 57900 SH Call SOLE 57900 0 0 MICROSOFT CORP COM 594918104 5471 83100 SH Put SOLE 83100 0 0 MIDDLEBY CORP COM 596278101 434 3183 SH SOLE 3183 0 0 MILLER HERMAN INC COM 600544100 258 8200 SH SOLE 8200 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 38926 634000 SH Put SOLE 634000 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 37418 609421 SH SOLE 609421 0 0 MOHAWK INDS INC COM 608190104 3959 17255 SH SOLE 17255 0 0 MOLSON COORS BREWING CO CL B 60871R209 6344 66289 SH SOLE 66289 0 0 MONRO MUFFLER BRAKE INC COM 610236101 568 10905 SH SOLE 10905 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 8287 179494 SH SOLE 179494 0 0 MOODYS CORP COM 615369105 3003 26810 SH SOLE 26810 0 0 MORGAN STANLEY COM NEW 617446448 69 1612 SH SOLE 1612 0 0 MORGAN STANLEY COM NEW 617446448 209 4900 SH Put SOLE 4900 0 0 MOSAIC CO NEW COM 61945C103 3933 134813 SH SOLE 134813 0 0 MRC GLOBAL INC COM 55345K103 397 21659 SH SOLE 21659 0 0 MSA SAFETY INC COM 553498106 1085 15354 SH SOLE 15354 0 0 MUELLER WTR PRODS INC COM SER A 624758108 619 52400 SH SOLE 52400 0 0 MULTI COLOR CORP COM 625383104 329 4635 SH SOLE 4635 0 0 MULTI PACKAGING SOLUTIONS IN COM G6331W109 993 55334 SH SOLE 55334 0 0 MYLAN N V SHS EURO N59465109 6730 172627 SH SOLE 172627 0 0 NASDAQ INC COM 631103108 1375 19800 SH SOLE 19800 0 0 NAVIGANT CONSULTING INC COM 63935N107 849 37164 SH SOLE 37164 0 0 NAVISTAR INTL CORP NEW COM 63934E108 201 8176 SH SOLE 8176 0 0 NAVISTAR INTL CORP NEW COM 63934E108 5334 216800 SH Put SOLE 216800 0 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 25057 26000000 SH SOLE 26000000 0 0 NEOGEN CORP COM 640491106 207 3167 SH SOLE 3167 0 0 NETFLIX INC COM 64110L106 1108 7500 SH Call SOLE 7500 0 0 NETFLIX INC COM 64110L106 1108 7500 SH Put SOLE 7500 0 0 NETGEAR INC COM 64111Q104 652 13172 SH SOLE 13172 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 662 15307 SH SOLE 15307 0 0 NEUSTAR INC CL A 64126X201 423 12771 SH SOLE 12771 0 0 NEVRO CORP COM 64157F103 421 4500 SH SOLE 4500 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 2235 160054 SH SOLE 160054 0 0 NEW YORK TIMES CO CL A 650111107 211 14656 SH SOLE 14656 0 0 NEWS CORP NEW CL A 65249B109 165 12700 SH SOLE 12700 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 844 12033 SH SOLE 12033 0 0 NEXTERA ENERGY INC COM 65339F101 2801 21820 SH SOLE 21820 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 6111 147942 SH SOLE 147942 0 0 NIMBLE STORAGE INC COM 65440R101 1509 120741 SH SOLE 120741 0 0 NIMBLE STORAGE INC COM 65440R101 2500 200000 SH Call SOLE 200000 0 0 NOBLE ENERGY INC COM 655044105 1504 43800 SH SOLE 43800 0 0 NORDSTROM INC COM 655664100 777 16700 SH SOLE 16700 0 0 NORFOLK SOUTHERN CORP COM 655844108 1589 14200 SH SOLE 14200 0 0 NORWEGIAN CRUISE LINE HLDGS SHS G66721104 362 7137 SH SOLE 7137 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 710 1500000 SH SOLE 1500000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 1731 100000 SH SOLE 100000 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1008 1000000 SH SOLE 1000000 0 0 NVR INC COM 62944T105 832 395 SH SOLE 395 0 0 NXP SEMICONDUCTORS N V COM N6596X109 56258 543559 SH SOLE 543559 0 0 NXP SEMICONDUCTORS N V COM N6596X109 32457 313600 SH Call SOLE 313600 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 18600 16000000 SH SOLE 16000000 0 0 OASIS PETE INC NEW COM 674215108 527 37000 SH SOLE 37000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 8116 6007000 SH SOLE 6007000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 4095 64644 SH SOLE 64644 0 0 OCEANEERING INTL INC COM 675232102 422 15600 SH SOLE 15600 0 0 OGE ENERGY CORP COM 670837103 5056 144568 SH SOLE 144568 0 0 OLD DOMINION FGHT LINES INC COM 679580100 299 3500 SH SOLE 3500 0 0 OLD REP INTL CORP COM 680223104 4087 199573 SH SOLE 199573 0 0 OM ASSET MGMT PLC SHS G67506108 164 10900 SH SOLE 10900 0 0 ON SEMICONDUCTOR CORP COM 682189105 4726 305126 SH SOLE 305126 0 0 ONE GAS INC COM 68235P108 561 8300 SH SOLE 8300 0 0 ONEOK INC NEW COM 682680103 2191 39524 SH SOLE 39524 0 0 ORACLE CORP COM 68389X105 6950 155817 SH SOLE 155817 0 0 ORACLE CORP COM 68389X105 467 10500 SH Call SOLE 10500 0 0 ORACLE CORP COM 68389X105 3084 69200 SH Put SOLE 69200 0 0 OSHKOSH CORP COM 688239201 281 4100 SH SOLE 4100 0 0 OSI SYSTEMS INC COM 671044105 562 7704 SH SOLE 7704 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 1852 75601 SH SOLE 75601 0 0 PACIFIC PREMIER BANCORP COM 69478X105 1053 27317 SH SOLE 27317 0 0 PACKAGING CORP AMER COM 695156109 1044 11400 SH SOLE 11400 0 0 PANDORA MEDIA INC COM 698354107 977 82800 SH SOLE 82800 0 0 PANDORA MEDIA INC COM 698354107 264 22400 SH Call SOLE 22400 0 0 PANDORA MEDIA INC COM 698354107 1771 150000 SH Put SOLE 150000 0 0 PARK NATL CORP COM 700658107 243 2312 SH SOLE 2312 0 0 PARTY CITY HOLDCO INC COM 702149105 350 24939 SH SOLE 24939 0 0 PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 8468 8500000 SH SOLE 8500000 0 0 PATTERSON UTI ENERGY INC COM 703481101 317 13100 SH SOLE 13100 0 0 PATTERSON UTI ENERGY INC COM 703481101 1456 60000 SH Call SOLE 60000 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3490 0 0 PIPER JAFFRAY COS COM 724078100 638 10003 SH SOLE 10003 0 0 PITNEY BOWES INC COM 724479100 374 28541 SH SOLE 28541 0 0 PLANET FITNESS INC CL A 72703H101 909 47204 SH SOLE 47204 0 0 PNM RES INC COM 69349H107 664 17952 SH SOLE 17952 0 0 POLARIS INDS INC COM 731068102 502 6000 SH SOLE 6000 0 0 POPULAR INC COM NEW 733174700 399 9798 SH SOLE 9798 0 0 POST HLDGS INC COM 737446104 1251 14300 SH SOLE 14300 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 597 4511 SH SOLE 4511 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 18532 140000 SH Put SOLE 140000 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 572 10306 SH SOLE 10306 0 0 PRICELINE GRP INC COM NEW 741503403 6076 3414 SH SOLE 3414 0 0 PRICELINE GRP INC COM NEW 741503403 1423 800 SH Put SOLE 800 0 0 PRIVATEBANCORP INC COM 742962103 11874 200000 SH SOLE 200000 0 0 PROCTER AND GAMBLE CO COM 742718109 1040 11600 SH Call SOLE 11600 0 0 PROCTER AND GAMBLE CO COM 742718109 1319 14700 SH Put SOLE 14700 0 0 PROCTER AND GAMBLE CO COM 742718109 9563 106434 SH SOLE 106434 0 0 PROOFPOINT INC COM 743424103 550 7409 SH SOLE 7409 0 0 PROOFPOINT INC NOTE 1.250%12/1 743424AB9 11516 6014000 SH SOLE 6014000 0 0 PROSPERITY BANCSHARES INC COM 743606105 348 5000 SH SOLE 5000 0 0 PROTO LABS INC COM 743713109 660 12917 SH SOLE 12917 0 0 PROVIDENT FINL SVCS INC COM 74386T105 282 10914 SH SOLE 10914 0 0 PRUDENTIAL FINL INC COM 744320102 1546 14500 SH SOLE 14500 0 0 PTC INC COM 69370C100 1643 31268 SH SOLE 31268 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4290 96745 SH SOLE 96745 0 0 PVH CORP COM 693656100 631 6100 SH SOLE 6100 0 0 QUAKER CHEM CORP COM 747316107 718 5460 SH SOLE 5460 0 0 QUALCOMM INC COM 747525103 194 3400 SH Call SOLE 3400 0 0 QUALCOMM INC COM 747525103 783 13700 SH Put SOLE 13700 0 0 QUALCOMM INC COM 747525103 610 10640 SH SOLE 10640 0 0 QUINTILES IMS HOLDINGS INC COM 74876Y101 1744 21660 SH SOLE 21660 0 0 QUOTIENT TECHNOLOGY INC COM 749119103 444 46512 SH SOLE 46512 0 0 READING INTERNATIONAL INC CL A 755408101 926 59644 SH SOLE 59644 0 0 RESMED INC COM 761152107 2180 30299 SH SOLE 30299 0 0 REYNOLDS AMERICAN INC COM 761713106 44114 700000 SH SOLE 700000 0 0 RH COM 74967X103 670 14500 SH SOLE 14500 0 0 RITE AID CORP COM 767754104 6699 1271400 SH Call SOLE 1271400 0 0 ROGERS CORP COM 775133101 231 2700 SH SOLE 2700 0 0 RPC INC COM 749660106 695 37997 SH SOLE 37997 0 0 RUSH ENTERPRISES INC CL A 781846209 520 15746 SH SOLE 15746 0 0 S & T BANCORP INC COM 783859101 793 22928 SH SOLE 22928 0 0 S&P GLOBAL INC COM 78409V104 3033 23200 SH SOLE 23200 0 0 SAFETY INS GROUP INC COM 78648T100 347 4962 SH SOLE 4962 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 1182 57867 SH SOLE 57867 0 0 SANOFI SPONSORED ADR 80105N105 9050 200000 SH Call SOLE 200000 0 0 SANOFI SPONSORED ADR 80105N105 18100 400000 SH Put SOLE 400000 0 0 SCANA CORP NEW COM 80589M102 2567 39288 SH SOLE 39288 0 0 SCANSOURCE INC COM 806037107 504 12864 SH SOLE 12864 0 0 SCHEIN HENRY INC COM 806407102 826 4864 SH SOLE 4864 0 0 SCHLUMBERGER LTD COM 806857108 1067 13668 SH SOLE 13668 0 0 SCHLUMBERGER LTD COM 806857108 147 1900 SH Call SOLE 1900 0 0 SCHLUMBERGER LTD COM 806857108 1537 19700 SH Put SOLE 19700 0 0 SCHOLASTIC CORP COM 807066105 469 11038 SH SOLE 11038 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2711 66430 SH SOLE 66430 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 913 93215 SH SOLE 93215 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 6150 78478 SH SOLE 78478 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 352 7678 SH SOLE 7678 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2503 28461 SH SOLE 28461 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2245 41136 SH SOLE 41136 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1413 20225 SH SOLE 20225 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 170406 7181300 SH Call SOLE 7181300 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 130552 5501700 SH Put SOLE 5501700 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1871 36472 SH SOLE 36472 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 5676 110700 SH Call SOLE 110700 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3980 77600 SH Put SOLE 77600 0 0 SEMTECH CORP COM 816850101 246 7300 SH SOLE 7300 0 0 SERVICE CORP INTL COM 817565104 4138 134007 SH SOLE 134007 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1461 35013 SH SOLE 35013 0 0 SERVICENOW INC COM 81762P102 3105 35500 SH SOLE 35500 0 0 SHERWIN WILLIAMS CO COM 824348106 2547 8214 SH SOLE 8214 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2491 16788 SH SOLE 16788 0 0 SIGNET JEWELERS LIMITED SHS G81276100 1773 25600 SH SOLE 25600 0 0 SIRIUS XM HLDGS INC COM 82968B103 1 356 SH SOLE 356 0 0 SIRIUS XM HLDGS INC COM 82968B103 1030 200000 SH Call SOLE 200000 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 2295 38588 SH SOLE 38588 0 0 SKECHERS U S A INC CL A 830566105 544 19830 SH SOLE 19830 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 259 2648 SH SOLE 2648 0 0 SM ENERGY CO COM 78454L100 1036 43143 SH SOLE 43143 0 0 SMUCKER J M CO COM NEW 832696405 2202 16800 SH SOLE 16800 0 0 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 276 5700 SH SOLE 5700 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 5352 5500000 SH SOLE 5500000 0 0 SOLAZYME INC NOTE 5.000%10/0 83415TAC5 935 2202000 SH SOLE 2202000 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 220 11000 SH SOLE 11000 0 0 SONIC CORP COM 835451105 504 19900 SH SOLE 19900 0 0 SOTHEBYS COM 835898107 463 10200 SH SOLE 10200 0 0 SOUTH JERSEY INDS INC COM 838518108 723 20299 SH SOLE 20299 0 0 SOUTHERN CO COM 842587107 3586 72038 SH SOLE 72038 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 982 11847 SH SOLE 11847 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1667 8081 SH SOLE 8081 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 5069 42700 SH SOLE 42700 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 32778 276100 SH Call SOLE 276100 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 39365 331600 SH Put SOLE 331600 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 2908 80001 SH SOLE 80001 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 3085 84900 SH Put SOLE 84900 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 56240 238568 SH SOLE 238568 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 31821 135000 SH Put SOLE 135000 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5087 137751 SH SOLE 137751 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 1244 41000 SH Call SOLE 41000 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 529 17400 SH Put SOLE 17400 0 0 SPX FLOW INC COM 78469X107 468 13500 SH SOLE 13500 0 0 SQUARE INC CL A 852234103 4440 256993 SH SOLE 256993 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1883 53206 SH SOLE 53206 0 0 ST JOE CO COM 790148100 794 46586 SH SOLE 46586 0 0 STARBUCKS CORP COM 855244109 700 12000 SH Put SOLE 12000 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 9185 9005000 SH SOLE 9005000 0 0 STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 17521 17500000 SH SOLE 17500000 0 0 STEELCASE INC CL A 858155203 489 29238 SH SOLE 29238 0 0 STERICYCLE INC COM 858912108 4922 59387 SH SOLE 59387 0 0 STIFEL FINL CORP COM 860630102 722 14401 SH SOLE 14401 0 0 STILLWATER MNG CO COM 86074Q102 990 57353 SH SOLE 57353 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 302 6431 SH SOLE 6431 0 0 SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 1988 2000000 SH SOLE 2000000 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 152 10669 SH SOLE 10669 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 644 26434 SH SOLE 26434 0 0 SYNCHRONY FINL COM 87165B103 6552 191033 SH SOLE 191033 0 0 SYNGENTA AG SPONSORED ADR 87160A100 44621 504200 SH Call SOLE 504200 0 0 SYNGENTA AG SPONSORED ADR 87160A100 1106 12500 SH Put SOLE 12500 0 0 SYNNEX CORP COM 87162W100 3396 30344 SH SOLE 30344 0 0 T MOBILE US INC COM 872590104 5167 80000 SH Call SOLE 80000 0 0 TABLEAU SOFTWARE INC CL A 87336U105 3141 63398 SH SOLE 63398 0 0 TE CONNECTIVITY LTD REG SHS H84989104 1033 13868 SH SOLE 13868 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 890 33587 SH SOLE 33587 0 0 TEMPUR SEALY INTL INC COM 88023U101 441 9500 SH SOLE 9500 0 0 TERADATA CORP DEL COM 88076W103 1433 46063 SH SOLE 46063 0 0 TERRAFORM GLOBAL INC CL A 88104M101 972 202546 SH SOLE 202546 0 0 TESLA INC COM 88160R101 4146 14900 SH SOLE 14900 0 0 TESLA INC NOTE 0.250% 3/0 88160RAB7 31618 31500000 SH SOLE 31500000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 15703 15000000 SH SOLE 15000000 0 0 TESORO CORP COM 881609101 2366 29200 SH SOLE 29200 0 0 TETRA TECH INC NEW COM 88162G103 203 4975 SH SOLE 4975 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 41 1300 SH SOLE 1300 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3205 99900 SH Call SOLE 99900 0 0 TEXAS INSTRS INC COM 882508104 145 1800 SH Call SOLE 1800 0 0 TEXAS INSTRS INC COM 882508104 217 2700 SH Put SOLE 2700 0 0 TEXAS INSTRS INC COM 882508104 1810 22474 SH SOLE 22474 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 9263 60311 SH SOLE 60311 0 0 TIFFANY & CO NEW COM 886547108 543 5700 SH SOLE 5700 0 0 TIME WARNER INC COM NEW 887317303 9771 100000 SH SOLE 100000 0 0 TIME WARNER INC COM NEW 887317303 13765 140900 SH Call SOLE 140900 0 0 TIME WARNER INC COM NEW 887317303 4885 50000 SH Put SOLE 50000 0 0 TIMKEN CO COM 887389104 528 11700 SH SOLE 11700 0 0 TIVITY HEALTH INC COM 88870R102 326 11203 SH SOLE 11203 0 0 TIVO CORP COM 88870P106 676 36063 SH SOLE 36063 0 0 TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 4993 5000000 SH SOLE 5000000 0 0 TOLL BROTHERS INC COM 889478103 1802 49919 SH SOLE 49919 0 0 TOTAL S A SPONSORED ADR 89151E109 12605 250000 SH Call SOLE 250000 0 0 TOTAL S A SPONSORED ADR 89151E109 25210 500000 SH Put SOLE 500000 0 0 TRACTOR SUPPLY CO COM 892356106 6534 94748 SH SOLE 94748 0 0 TRANSDIGM GROUP INC COM 893641100 5197 23606 SH SOLE 23606 0 0 TRANSOCEAN LTD REG SHS H8817H100 509 40897 SH SOLE 40897 0 0 TRANSUNION COM 89400J107 2075 54129 SH SOLE 54129 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 495 42118 SH SOLE 42118 0 0 TREEHOUSE FOODS INC COM 89469A104 1527 18039 SH SOLE 18039 0 0 TRINSEO S A SHS L9340P101 217 3239 SH SOLE 3239 0 0 TRUECAR INC COM 89785L107 271 17579 SH SOLE 17579 0 0 TRUSTMARK CORP COM 898402102 624 19645 SH SOLE 19645 0 0 TTM TECHNOLOGIES INC COM 87305R109 640 39737 SH SOLE 39737 0 0 TWO HBRS INVT CORP COM 90187B101 623 65000 SH Put SOLE 65000 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 24674 24000000 SH SOLE 24000000 0 0 TYLER TECHNOLOGIES INC COM 902252105 5843 37809 SH SOLE 37809 0 0 TYSON FOODS INC CL A 902494103 2574 41723 SH SOLE 41723 0 0 U S CONCRETE INC COM NEW 90333L201 355 5500 SH SOLE 5500 0 0 ULTA BEAUTY INC COM 90384S303 4734 16600 SH SOLE 16600 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 1401 7182 SH SOLE 7182 0 0 ULTRATECH INC COM 904034105 838 28311 SH SOLE 28311 0 0 UNDER ARMOUR INC CL A 904311107 304 15377 SH SOLE 15377 0 0 UNION PAC CORP COM 907818108 1299 12267 SH SOLE 12267 0 0 UNION PAC CORP COM 907818108 603 5700 SH Call SOLE 5700 0 0 UNION PAC CORP COM 907818108 2497 23600 SH Put SOLE 23600 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 580 20950 SH SOLE 20950 0 0 UNITED NAT FOODS INC COM 911163103 282 6539 SH SOLE 6539 0 0 UNITED PARCEL SERVICE INC CL B 911312106 342 3196 SH SOLE 3196 0 0 UNITED PARCEL SERVICE INC CL B 911312106 471 4400 SH Put SOLE 4400 0 0 UNITED RENTALS INC COM 911363109 2213 17697 SH SOLE 17697 0 0 UNITED STATES STL CORP NEW COM 912909108 30363 898300 SH Put SOLE 898300 0 0 UNITED STATES STL CORP NEW COM 912909108 243 7200 SH Call SOLE 7200 0 0 UNITED STATES STL CORP NEW COM 912909108 4295 127049 SH SOLE 127049 0 0 UNITED TECHNOLOGIES CORP COM 913017109 133 1200 SH Call SOLE 1200 0 0 UNITED TECHNOLOGIES CORP COM 913017109 481 4300 SH Put SOLE 4300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3752 22878 SH SOLE 22878 0 0 UNITEDHEALTH GROUP INC COM 91324P102 245 1500 SH Call SOLE 1500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2556 15600 SH Put SOLE 15600 0 0 UNIVAR INC COM 91336L107 1539 50206 SH SOLE 50206 0 0 UNIVERSAL ELECTRS INC COM 913483103 397 5797 SH SOLE 5797 0 0 UNIVERSAL FST PRODS INC COM 913543104 285 2897 SH SOLE 2897 0 0 URBAN OUTFITTERS INC COM 917047102 287 12100 SH SOLE 12100 0 0 US BANCORP DEL COM NEW 902973304 2089 40571 SH SOLE 40571 0 0 US BANCORP DEL COM NEW 902973304 195 3800 SH Call SOLE 3800 0 0 US BANCORP DEL COM NEW 902973304 92 1800 SH Put SOLE 1800 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 275 25000 SH SOLE 25000 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1003 17800 SH SOLE 17800 0 0 VALSPAR CORP COM 920355104 204 1844 SH SOLE 1844 0 0 VALSPAR CORP COM 920355104 18859 170000 SH Call SOLE 170000 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 39588 1735700 SH Call SOLE 1735700 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 32690 1433300 SH Put SOLE 1433300 0 0 VANECK VECTORS ETF TR RUSSIA ETF 92189F403 488 23652 SH SOLE 23652 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 4225 52115 SH SOLE 52115 0 0 VANTIV INC CL A 92210H105 668 10427 SH SOLE 10427 0 0 VCA INC COM 918194101 41175 450000 SH SOLE 450000 0 0 VECTOR GROUP LTD COM 92240M108 707 33997 SH SOLE 33997 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 13796 9500000 SH SOLE 9500000 0 0 VEEVA SYS INC CL A COM 922475108 386 7539 SH SOLE 7539 0 0 VEON LTD SPONSORED ADR 91822M106 2520 617868 SH SOLE 617868 0 0 VERISK ANALYTICS INC COM 92345Y106 745 9186 SH SOLE 9186 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 4685 96106 SH SOLE 96106 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 604 12400 SH Call SOLE 12400 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 2669 54800 SH Put SOLE 54800 0 0 VIASAT INC COM 92552V100 1333 20900 SH SOLE 20900 0 0 VIAVI SOLUTIONS INC COM 925550105 1745 162855 SH SOLE 162855 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 1517 1500000 SH SOLE 1500000 0 0 VIRTU FINL INC CL A 928254101 353 20813 SH SOLE 20813 0 0 VISA INC COM CL A 92826C839 26 300 SH Call SOLE 300 0 0 VISA INC COM CL A 92826C839 3107 35000 SH Put SOLE 35000 0 0 VISA INC COM CL A 92826C839 4236 47674 SH SOLE 47674 0 0 VOYA FINL INC COM 929089100 345 9100 SH SOLE 9100 0 0 WAGEWORKS INC COM 930427109 557 7709 SH SOLE 7709 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1720 20713 SH SOLE 20713 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 2126 319800 SH SOLE 319800 0 0 WEB COM GROUP INC COM 94733A104 295 15305 SH SOLE 15305 0 0 WEBSTER FINL CORP CONN COM 947890109 1466 29300 SH SOLE 29300 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 462 3300 SH SOLE 3300 0 0 WELLS FARGO & CO NEW COM 949746101 1410 25400 SH Call SOLE 25400 0 0 WELLS FARGO & CO NEW COM 949746101 1665 30000 SH Put SOLE 30000 0 0 WENDYS CO COM 95058W100 262 19300 SH SOLE 19300 0 0 WERNER ENTERPRISES INC COM 950755108 733 27993 SH SOLE 27993 0 0 WESBANCO INC COM 950810101 510 13400 SH SOLE 13400 0 0 WESCO INTL INC COM 95082P105 724 10422 SH SOLE 10422 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 1550 19004 SH SOLE 19004 0 0 WESTAR ENERGY INC COM 95709T100 446 8221 SH SOLE 8221 0 0 WESTERN ALLIANCE BANCORP COM 957638109 260 5300 SH SOLE 5300 0 0 WESTERN REFNG INC COM 959319104 3151 89849 SH SOLE 89849 0 0 WEX INC COM 96208T104 1567 15144 SH SOLE 15144 0 0 WHIRLPOOL CORP COM 963320106 2055 12000 SH SOLE 12000 0 0 WHITEWAVE FOODS CO COM 966244105 5 100 SH SOLE 100 0 0 WHITEWAVE FOODS CO COM 966244105 308 5500 SH Call SOLE 5500 0 0 WHITING PETE CORP NEW COM 966387102 130 13745 SH SOLE 13745 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 25849 29500000 SH SOLE 29500000 0 0 WHOLE FOODS MKT INC COM 966837106 1163 39141 SH SOLE 39141 0 0 WINNEBAGO INDS INC COM 974637100 389 13300 SH SOLE 13300 0 0 WISDOMTREE INVTS INC COM 97717P104 137 15126 SH SOLE 15126 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 8211 162219 SH SOLE 162219 0 0 WORLD FUEL SVCS CORP COM 981475106 485 13400 SH SOLE 13400 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 202 9129 SH SOLE 9129 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 1110 50000 SH Call SOLE 50000 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 1113 50100 SH Put SOLE 50100 0 0 WPX ENERGY INC COM 98212B103 502 37500 SH SOLE 37500 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 564 6700 SH SOLE 6700 0 0 XILINX INC COM 983919101 3516 60741 SH SOLE 60741 0 0 XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 11672 3988000 SH SOLE 3988000 0 0 YUM BRANDS INC COM 988498101 9519 148982 SH SOLE 148982 0 0 ZAYO GROUP HLDGS INC COM 98919V105 217 6600 SH SOLE 6600 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 590 6469 SH SOLE 6469 0 0 ZELTIQ AESTHETICS INC COM 98933Q108 452 8143 SH SOLE 8143 0 0