Chief Operating Officer

0001172661-17-001609.txt : 20170814 0001172661-17-001609.hdr.sgml : 20170814 20170814073634 ACCESSION NUMBER: 0001172661-17-001609 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 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: 171026901 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 06-30-2017 06-30-2017 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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COM 478160104 359 2720 SH SOLE 2720 0 0 JOHNSON & JOHNSON COM 478160104 4047 30600 SH Put SOLE 30600 0 0 JPMORGAN CHASE & CO COM 46625H100 1 15 SH SOLE 15 0 0 JPMORGAN CHASE & CO COM 46625H100 356 3900 SH Call SOLE 3900 0 0 JPMORGAN CHASE & CO COM 46625H100 3892 42600 SH Put SOLE 42600 0 0 JUNIPER NETWORKS INC COM 48203R104 4793 171938 SH SOLE 171938 0 0 KAR AUCTION SVCS INC COM 48238T109 1540 36700 SH SOLE 36700 0 0 KB HOME COM 48666K109 479 20000 SH SOLE 20000 0 0 KELLOGG CO COM 487836108 1220 17574 SH SOLE 17574 0 0 KENNAMETAL INC COM 489170100 377 10100 SH SOLE 10100 0 0 KINDER MORGAN INC DEL COM 49456B101 461 24076 SH SOLE 24076 0 0 KNOLL INC COM NEW 498904200 300 14991 SH SOLE 14991 0 0 KRAFT HEINZ CO COM 500754106 10092 117848 SH SOLE 117848 0 0 L3 TECHNOLOGIES INC COM 502413107 1807 10817 SH SOLE 10817 0 0 LA Z BOY INC COM 505336107 380 11700 SH SOLE 11700 0 0 LAM RESEARCH CORP COM 512807108 3846 27200 SH SOLE 27200 0 0 LEGGETT & PLATT INC COM 524660107 593 11297 SH SOLE 11297 0 0 LEIDOS HLDGS INC COM 525327102 4959 95952 SH SOLE 95952 0 0 LENNAR CORP CL A 526057104 3060 57400 SH SOLE 57400 0 0 LEUCADIA NATL CORP COM 527288104 4782 182813 SH SOLE 182813 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5930 100000 SH SOLE 100000 0 0 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 5967 11000000 SH SOLE 11000000 0 0 LILIS ENERGY INC COM NEW 532403201 130 26646 SH SOLE 26646 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 424 12186 SH SOLE 12186 0 0 LKQ CORP COM 501889208 3037 92189 SH SOLE 92189 0 0 LOEWS CORP COM 540424108 1797 38400 SH SOLE 38400 0 0 LOWES COS INC COM 548661107 930 12000 SH SOLE 12000 0 0 LULULEMON ATHLETICA INC COM 550021109 405 6800 SH SOLE 6800 0 0 LULULEMON ATHLETICA INC COM 550021109 7608 127600 SH Put SOLE 127600 0 0 LULULEMON ATHLETICA INC COM 550021109 30409 509800 SH Call SOLE 509800 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 623 7947 SH SOLE 7947 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 609 13610 SH SOLE 13610 0 0 MARATHON OIL CORP COM 565849106 625 52800 SH SOLE 52800 0 0 MARKEL CORP COM 570535104 487 500 SH SOLE 500 0 0 MARRIOTT INTL INC NEW CL A 571903202 4516 45021 SH SOLE 45021 0 0 MARSH & MCLENNAN COS INC COM 571748102 366 4700 SH SOLE 4700 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2759 12400 SH SOLE 12400 0 0 MATSON INC COM 57686G105 336 11200 SH SOLE 11200 0 0 MATTHEWS INTL CORP CL A 577128101 214 3498 SH SOLE 3498 0 0 MAXLINEAR INC COM 57776J100 337 12100 SH SOLE 12100 0 0 MCDERMOTT INTL INC COM 580037109 86 12026 SH SOLE 12026 0 0 MCKESSON CORP COM 58155Q103 3399 20662 SH SOLE 20662 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 26002 19935000 SH SOLE 19935000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 20199 19215000 SH SOLE 19215000 0 0 MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 22939 11300000 SH SOLE 11300000 0 0 MERCADOLIBRE INC COM 58733R102 752 3000 SH SOLE 3000 0 0 MERCK & CO INC COM 58933Y105 3259 50858 SH SOLE 50858 0 0 MERIDIAN BANCORP INC MD COM 58958U103 169 10000 SH SOLE 10000 0 0 MERITOR INC COM 59001K100 349 21034 SH SOLE 21034 0 0 MGE ENERGY INC COM 55277P104 226 3520 SH SOLE 3520 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2803 36328 SH SOLE 36328 0 0 MICROSOFT CORP COM 594918104 3865 56100 SH Put SOLE 56100 0 0 MICROSOFT CORP COM 594918104 3988 57870 SH SOLE 57870 0 0 MICROSOFT CORP COM 594918104 13353 193800 SH Call SOLE 193800 0 0 MIDDLEBY CORP COM 596278101 644 5300 SH SOLE 5300 0 0 MILLER HERMAN INC COM 600544100 581 19117 SH SOLE 19117 0 0 MINERALS TECHNOLOGIES INC COM 603158106 212 2900 SH SOLE 2900 0 0 MKS INSTRUMENT INC COM 55306N104 309 4600 SH SOLE 4600 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 48571 773430 SH SOLE 773430 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 57040 908300 SH Put SOLE 908300 0 0 MOLINA HEALTHCARE INC COM 60855R100 2297 33210 SH SOLE 33210 0 0 MOLSON COORS BREWING CO CL B 60871R209 1217 14100 SH SOLE 14100 0 0 MONSANTO CO NEW COM 61166W101 13611 115000 SH SOLE 115000 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 1180 23770 SH SOLE 23770 0 0 MOODYS CORP COM 615369105 380 3123 SH SOLE 3123 0 0 MSC INDL DIRECT INC CL A 553530106 878 10217 SH SOLE 10217 0 0 MSG NETWORK INC CL A 553573106 413 18413 SH SOLE 18413 0 0 MULTI COLOR CORP COM 625383104 249 3060 SH SOLE 3060 0 0 MYLAN N V SHS EURO N59465109 2278 58700 SH SOLE 58700 0 0 NABORS INDUSTRIES LTD SHS G6359F103 165 20300 SH SOLE 20300 0 0 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 22496 23000000 SH SOLE 23000000 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2627 100200 SH Put SOLE 100200 0 0 NBT BANCORP INC COM 628778102 243 6593 SH SOLE 6593 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 312 6800 SH SOLE 6800 0 0 NEVRO CORP COM 64157F103 282 3800 SH SOLE 3800 0 0 NEW JERSEY RES COM 646025106 306 7717 SH SOLE 7717 0 0 NEWELL BRANDS INC COM 651229106 5421 101102 SH SOLE 101102 0 0 NEWFIELD EXPL CO COM 651290108 5129 180230 SH SOLE 180230 0 0 NEWMARKET CORP COM 651587107 276 600 SH SOLE 600 0 0 NIC INC COM 62914B100 196 10395 SH SOLE 10395 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 2530 65465 SH SOLE 65465 0 0 NIKE INC CL B 654106103 1240 21025 SH SOLE 21025 0 0 NOBLE CORP PLC SHS USD G65431101 139 38400 SH SOLE 38400 0 0 NORFOLK SOUTHERN CORP COM 655844108 947 7785 SH SOLE 7785 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 221 500000 SH SOLE 500000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 1270 73000 SH SOLE 73000 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 11975 10000000 SH SOLE 10000000 0 0 NXP SEMICONDUCTORS N V COM N6596X109 3655 33400 SH Call SOLE 33400 0 0 NXP SEMICONDUCTORS N V COM N6596X109 70442 643600 SH SOLE 643600 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 5929 27106 SH SOLE 27106 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 1481 1507000 SH SOLE 1507000 0 0 OGE ENERGY CORP COM 670837103 1265 36362 SH SOLE 36362 0 0 OLD REP INTL CORP COM 680223104 2099 107508 SH SOLE 107508 0 0 OLLIES BARGAIN OUTLT HLDGS I COM 681116109 566 13300 SH SOLE 13300 0 0 OM ASSET MGMT PLC SHS G67506108 267 18020 SH SOLE 18020 0 0 OPKO HEALTH INC COM 68375N103 88 13500 SH SOLE 13500 0 0 ORACLE CORP COM 68389X105 456 9100 SH Call SOLE 9100 0 0 ORACLE CORP COM 68389X105 1498 29900 SH Put SOLE 29900 0 0 ORACLE CORP COM 68389X105 5541 110529 SH SOLE 110529 0 0 OSI SYSTEMS INC COM 671044105 412 5493 SH SOLE 5493 0 0 OWENS & MINOR INC NEW COM 690732102 201 6275 SH SOLE 6275 0 0 PACCAR INC COM 693718108 1598 24201 SH SOLE 24201 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 1095 42892 SH SOLE 42892 0 0 PACWEST BANCORP DEL COM 695263103 3815 81700 SH SOLE 81700 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 9001 6842000 SH SOLE 6842000 0 0 PANDORA MEDIA INC COM 698354107 74 8300 SH SOLE 8300 0 0 PANDORA MEDIA INC COM 698354107 312 35000 SH Call SOLE 35000 0 0 PANERA BREAD CO CL A 69840W108 395 1258 SH SOLE 1258 0 0 PANERA BREAD CO CL A 69840W108 409 1300 SH Call SOLE 1300 0 0 PANERA BREAD CO CL A 69840W108 34610 110000 SH Put SOLE 110000 0 0 PAPA JOHNS INTL INC COM 698813102 416 5803 SH SOLE 5803 0 0 PAREXEL INTL CORP COM 699462107 6692 77000 SH SOLE 77000 0 0 PARSLEY ENERGY INC CL A 701877102 3092 111431 SH SOLE 111431 0 0 PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 11639 11000000 SH SOLE 11000000 0 0 PATTERSON UTI ENERGY INC COM 703481101 871 43144 SH SOLE 43144 0 0 PAYCHEX INC COM 704326107 566 9952 SH SOLE 9952 0 0 PAYCOM SOFTWARE INC COM 70432V102 205 3000 SH SOLE 3000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 628 35565 SH SOLE 35565 0 0 PEPSICO INC COM 713448108 57 500 SH Put SOLE 500 0 0 PEPSICO INC COM 713448108 1847 16000 SH SOLE 16000 0 0 PERRIGO CO PLC SHS G97822103 4376 57945 SH SOLE 57945 0 0 PFIZER INC COM 717081103 231 6893 SH SOLE 6893 0 0 PFIZER INC COM 717081103 480 14300 SH Put SOLE 14300 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 1231 56183 SH SOLE 56183 0 0 PINNACLE FOODS INC DEL COM 72348P104 623 10500 SH SOLE 10500 0 0 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 795 30412 SH SOLE 30412 0 0 POPULAR INC COM NEW 733174700 358 8600 SH SOLE 8600 0 0 POST HLDGS INC COM 737446104 1798 23161 SH SOLE 23161 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 33506 243439 SH SOLE 243439 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 42457 308500 SH Call SOLE 308500 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 91521 665000 SH Put SOLE 665000 0 0 PPL CORP COM 69351T106 707 18311 SH SOLE 18311 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 237 4506 SH SOLE 4506 0 0 PRIMERICA INC COM 74164M108 283 3743 SH SOLE 3743 0 0 PROCTER AND GAMBLE CO COM 742718109 5166 59279 SH SOLE 59279 0 0 PROOFPOINT INC NOTE 1.250%12/1 743424AB9 12542 5634000 SH SOLE 5634000 0 0 PROSPERITY BANCSHARES INC COM 743606105 3359 52300 SH SOLE 52300 0 0 PROVIDENT FINL SVCS INC COM 74386T105 251 9928 SH SOLE 9928 0 0 PRUDENTIAL FINL INC COM 744320102 1827 16900 SH SOLE 16900 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3449 80198 SH SOLE 80198 0 0 PVH CORP COM 693656100 3804 33229 SH SOLE 33229 0 0 QUAD / GRAPHICS INC COM CL A 747301109 290 12668 SH SOLE 12668 0 0 QUANTA SVCS INC COM 74762E102 319 9700 SH SOLE 9700 0 0 RAMBUS INC DEL COM 750917106 661 57865 SH SOLE 57865 0 0 RED HAT INC COM 756577102 6793 70948 SH SOLE 70948 0 0 REGENERON PHARMACEUTICALS COM 75886F107 442 900 SH SOLE 900 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 222 1600 SH SOLE 1600 0 0 REYNOLDS AMERICAN INC COM 761713106 26018 400035 SH SOLE 400035 0 0 RH COM 74967X103 2399 37200 SH Put SOLE 37200 0 0 RITE AID CORP COM 767754104 1032 350000 SH Put SOLE 350000 0 0 RITE AID CORP COM 767754104 4867 1650000 SH Call SOLE 1650000 0 0 ROBERT HALF INTL INC COM 770323103 527 11000 SH SOLE 11000 0 0 ROSS STORES INC COM 778296103 6247 108222 SH SOLE 108222 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 262 2404 SH SOLE 2404 0 0 RSP PERMIAN INC COM 74978Q105 1801 55824 SH SOLE 55824 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 19090 17810000 SH SOLE 17810000 0 0 SABRE CORP COM 78573M104 5899 271000 SH SOLE 271000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 13249 10000000 SH SOLE 10000000 0 0 SANCHEZ ENERGY CORP COM 79970Y105 1436 200000 SH SOLE 200000 0 0 SANDERSON FARMS INC COM 800013104 231 2000 SH SOLE 2000 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 209 16381 SH SOLE 16381 0 0 SCHLUMBERGER LTD COM 806857108 473 7192 SH SOLE 7192 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 253 6800 SH SOLE 6800 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4091 59900 SH SOLE 59900 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 1542 39800 SH SOLE 39800 0 0 SEATTLE GENETICS INC COM 812578102 1640 31700 SH SOLE 31700 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 697 10743 SH SOLE 10743 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 4045 45139 SH SOLE 45139 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3327 64038 SH SOLE 64038 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 4060 73916 SH SOLE 73916 0 0 SILICON LABORATORIES INC COM 826919102 462 6771 SH SOLE 6771 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 3844 64500 SH SOLE 64500 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1208 12600 SH SOLE 12600 0 0 SLM CORP COM 78442P106 2224 193392 SH SOLE 193392 0 0 SM ENERGY CO COM 78454L100 356 21543 SH SOLE 21543 0 0 SMUCKER J M CO COM NEW 832696405 1822 15400 SH SOLE 15400 0 0 SNAP ON INC COM 833034101 5742 36344 SH SOLE 36344 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 20012 20000000 SH SOLE 20000000 0 0 SONOCO PRODS CO COM 835495102 3349 65132 SH SOLE 65132 0 0 SOUTHERN CO COM 842587107 6921 144567 SH SOLE 144567 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 284 3890 SH SOLE 3890 0 0 SOUTHWESTERN ENERGY CO COM 845467109 325 53568 SH SOLE 53568 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1421 6664 SH SOLE 6664 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 800 6784 SH SOLE 6784 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 34579 293000 SH Put SOLE 293000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 96302 816000 SH Call SOLE 816000 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 7829 203531 SH SOLE 203531 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 7070 29242 SH SOLE 29242 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 36270 150000 SH Put SOLE 150000 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 2278 61253 SH SOLE 61253 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 3013 24100 SH SOLE 24100 0 0 SPIRIT AIRLS INC COM 848577102 2969 57500 SH SOLE 57500 0 0 SRC ENERGY INC COM 78470V108 193 28709 SH SOLE 28709 0 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 10062 10012000 SH SOLE 10012000 0 0 STANLEY BLACK & DECKER INC COM 854502101 1139 8100 SH SOLE 8100 0 0 STAPLES INC COM 855030102 17368 1724800 SH SOLE 1724800 0 0 STARBUCKS CORP COM 855244109 9287 159270 SH SOLE 159270 0 0 STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 18326 18000000 SH SOLE 18000000 0 0 STERICYCLE INC COM 858912108 3336 43716 SH SOLE 43716 0 0 STERLING BANCORP DEL COM 85917A100 217 9342 SH SOLE 9342 0 0 STRAIGHT PATH COMMUNICATNS I CL B 862578101 13492 75100 SH Call SOLE 75100 0 0 SUNTRUST BKS INC COM 867914103 255 4500 SH SOLE 4500 0 0 SYNNEX CORP COM 87162W100 335 2800 SH SOLE 2800 0 0 T MOBILE US INC COM 872590104 3576 59000 SH SOLE 59000 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2905 39600 SH SOLE 39600 0 0 TARGET CORP COM 87612E106 1343 25700 SH SOLE 25700 0 0 TCF FINL CORP COM 872275102 356 22386 SH SOLE 22386 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2821 22104 SH SOLE 22104 0 0 TERADYNE INC COM 880770102 1642 54700 SH SOLE 54700 0 0 TERRAFORM GLOBAL INC CL A 88104M101 240 47635 SH SOLE 47635 0 0 TERRAVIA HLDGS INC NOTE 5.000%10/0 83415TAC5 814 2202000 SH SOLE 2202000 0 0 TESLA INC NOTE 0.250% 3/0 88160RAB7 51525 45000000 SH SOLE 45000000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 31125 26890000 SH SOLE 26890000 0 0 TESLA INC COM 88160R101 26577 73500 SH Put SOLE 73500 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3319 99900 SH Call SOLE 99900 0 0 TEXAS INSTRS INC COM 882508104 138 1800 SH Call SOLE 1800 0 0 TEXAS INSTRS INC COM 882508104 207 2700 SH Put SOLE 2700 0 0 TEXAS INSTRS INC COM 882508104 4502 58527 SH SOLE 58527 0 0 TEXTRON INC COM 883203101 1681 35700 SH SOLE 35700 0 0 THERAPEUTICSMD INC COM 88338N107 527 100000 SH SOLE 100000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 6727 38560 SH SOLE 38560 0 0 THOR INDS INC COM 885160101 564 5400 SH SOLE 5400 0 0 TIME WARNER INC COM NEW 887317303 20082 200000 SH Put SOLE 200000 0 0 TIME WARNER INC COM NEW 887317303 24098 240000 SH SOLE 240000 0 0 TIME WARNER INC COM NEW 887317303 125009 1245000 SH Call SOLE 1245000 0 0 TOLL BROTHERS INC COM 889478103 1856 46996 SH SOLE 46996 0 0 TOTAL SYS SVCS INC COM 891906109 413 7100 SH SOLE 7100 0 0 TRACTOR SUPPLY CO COM 892356106 926 17100 SH SOLE 17100 0 0 TRANSOCEAN LTD REG SHS H8817H100 251 30500 SH SOLE 30500 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 144 10500 SH SOLE 10500 0 0 TRIBUNE MEDIA CO CL A 896047503 203 5000 SH Put SOLE 5000 0 0 TRIBUNE MEDIA CO CL A 896047503 4346 106607 SH SOLE 106607 0 0 TRIMAS CORP COM NEW 896215209 412 19780 SH SOLE 19780 0 0 TRIMBLE INC COM 896239100 799 22400 SH SOLE 22400 0 0 TRIPADVISOR INC COM 896945201 809 21200 SH SOLE 21200 0 0 TUPPERWARE BRANDS CORP COM 899896104 365 5200 SH SOLE 5200 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 10531 10000000 SH SOLE 10000000 0 0 U S SILICA HLDGS INC COM 90346E103 440 12400 SH SOLE 12400 0 0 ULTA BEAUTY INC COM 90384S303 6005 20900 SH SOLE 20900 0 0 UNDER ARMOUR INC CL A 904311107 218 10029 SH SOLE 10029 0 0 UNION PAC CORP COM 907818108 1468 13500 SH Put SOLE 13500 0 0 UNION PAC CORP COM 907818108 4148 38090 SH SOLE 38090 0 0 UNISYS CORP NOTE 5.500% 3/0 909214BS6 16071 10500000 SH SOLE 10500000 0 0 UNITED BANKSHARES INC WEST V COM 909907107 458 11700 SH SOLE 11700 0 0 UNITED PARCEL SERVICE INC CL B 911312106 752 6805 SH SOLE 6805 0 0 UNITED STATES STL CORP NEW COM 912909108 60 2736 SH SOLE 2736 0 0 UNITED STATES STL CORP NEW COM 912909108 1438 65000 SH Put SOLE 65000 0 0 UNIVAR INC COM 91336L107 1719 58876 SH SOLE 58876 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 4118 37700 SH SOLE 37700 0 0 UNIVERSAL FST PRODS INC COM 913543104 576 6600 SH SOLE 6600 0 0 US FOODS HLDG CORP COM 912008109 875 32147 SH SOLE 32147 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 432 25000 SH SOLE 25000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 808 46800 SH Put SOLE 46800 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 628 12100 SH SOLE 12100 0 0 VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 867 35001 SH SOLE 35001 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 32816 1486300 SH Put SOLE 1486300 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 39667 1796700 SH Call SOLE 1796700 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 9809 119882 SH SOLE 119882 0 0 VCA INC COM 918194101 18462 200000 SH SOLE 200000 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 21781 14836000 SH SOLE 14836000 0 0 VEEVA SYS INC CL A COM 922475108 3151 51400 SH SOLE 51400 0 0 VEON LTD SPONSORED ADR 91822M106 2415 617868 SH SOLE 617868 0 0 VIACOM INC NEW CL B 92553P201 716 21349 SH SOLE 21349 0 0 VIAVI SOLUTIONS INC COM 925550105 1336 126912 SH SOLE 126912 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 390 23500 SH SOLE 23500 0 0 VISTEON CORP COM NEW 92839U206 224 2200 SH SOLE 2200 0 0 VMWARE INC CL A COM 928563402 358 4100 SH SOLE 4100 0 0 VULCAN MATLS CO COM 929160109 266 2100 SH SOLE 2100 0 0 VWR CORP COM 91843L103 2957 89602 SH SOLE 89602 0 0 WAGEWORKS INC COM 930427109 283 4216 SH SOLE 4216 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 3816 48731 SH SOLE 48731 0 0 WAL-MART STORES INC COM 931142103 8360 110472 SH SOLE 110472 0 0 WATERS CORP COM 941848103 238 1300 SH SOLE 1300 0 0 WAYFAIR INC CL A 94419L101 279 3635 SH SOLE 3635 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 151 39062 SH SOLE 39062 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 222 57600 SH Call SOLE 57600 0 0 WEBMD HEALTH CORP COM 94770V102 5042 86000 SH Call SOLE 86000 0 0 WEC ENERGY GROUP INC COM 92939U106 576 9400 SH SOLE 9400 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 646 3600 SH SOLE 3600 0 0 WENDYS CO COM 95058W100 673 43400 SH SOLE 43400 0 0 WESCO INTL INC COM 95082P105 360 6300 SH SOLE 6300 0 0 WEST CORP COM 952355204 17249 739705 SH SOLE 739705 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 2056 21760 SH SOLE 21760 0 0 WESTERN UN CO COM 959802109 3629 190510 SH SOLE 190510 0 0 WGL HLDGS INC COM 92924F106 7575 90806 SH SOLE 90806 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 32300 38000000 SH SOLE 38000000 0 0 WHITING PETE CORP NEW COM 966387102 245 44584 SH SOLE 44584 0 0 WHOLE FOODS MKT INC COM 966837106 16646 395300 SH SOLE 395300 0 0 WILLIAMS SONOMA INC COM 969904101 630 12998 SH SOLE 12998 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 11188 215154 SH SOLE 215154 0 0 WIX COM LTD SHS M98068105 208 3000 SH SOLE 3000 0 0 WORKDAY INC CL A 98138H101 4044 41699 SH SOLE 41699 0 0 WORLD FUEL SVCS CORP COM 981475106 400 10420 SH SOLE 10420 0 0 WPX ENERGY INC COM 98212B103 164 17000 SH SOLE 17000 0 0 WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 228 8300 SH SOLE 8300 0 0 ZYNGA INC CL A 98986T108 159 43713 SH SOLE 43713 0 0