Chief Operating Officer

0001172661-18-001523.txt : 20180813 0001172661-18-001523.hdr.sgml : 20180813 20180813150338 ACCESSION NUMBER: 0001172661-18-001523 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180813 DATE AS OF CHANGE: 20180813 EFFECTIVENESS DATE: 20180813 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: 181011954 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 06-30-2018 06-30-2018 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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SH SOLE 228356 0 0 JOHNSON & JOHNSON COM 478160104 5238 43170 SH SOLE 43170 0 0 JOHNSON & JOHNSON COM 478160104 9659 79600 SH Put SOLE 79600 0 0 JOHNSON CTLS INTL PLC SHS G51502105 3050 91178 SH SOLE 91178 0 0 JOHNSON CTLS INTL PLC SHS G51502105 10035 300000 SH Call SOLE 300000 0 0 JOHNSON CTLS INTL PLC SHS G51502105 12510 374000 SH Put SOLE 374000 0 0 JPMORGAN CHASE & CO COM 46625H100 9711 93200 SH Put SOLE 93200 0 0 JPMORGAN CHASE & CO COM 46625H100 4643 44556 SH SOLE 44556 0 0 JPMORGAN CHASE & CO COM 46625H100 1407 13500 SH Call SOLE 13500 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 5092 147587 SH SOLE 147587 0 0 KIMBERLY CLARK CORP COM 494368103 236 2242 SH SOLE 2242 0 0 KIMBERLY CLARK CORP COM 494368103 21 200 SH Call SOLE 200 0 0 KIMBERLY CLARK CORP COM 494368103 769 7300 SH Put SOLE 7300 0 0 KINDER MORGAN INC DEL COM 49456B101 15 834 SH SOLE 834 0 0 KINDER MORGAN INC DEL COM 49456B101 177 10000 SH Call SOLE 10000 0 0 KINDER MORGAN INC DEL COM 49456B101 311 17600 SH Put SOLE 17600 0 0 KRAFT HEINZ CO COM 500754106 157 2500 SH SOLE 2500 0 0 KRAFT HEINZ CO COM 500754106 57 900 SH Call SOLE 900 0 0 KRAFT HEINZ CO COM 500754106 785 12500 SH Put SOLE 12500 0 0 LAM RESEARCH CORP COM 512807108 353 2042 SH SOLE 2042 0 0 LAM RESEARCH CORP COM 512807108 52 300 SH Call SOLE 300 0 0 LAM RESEARCH CORP COM 512807108 709 4100 SH Put SOLE 4100 0 0 LAUDER ESTEE COS INC CL A 518439104 93 651 SH SOLE 651 0 0 LAUDER ESTEE COS INC CL A 518439104 200 1400 SH Put SOLE 1400 0 0 LILIS ENERGY INC COM NEW 532403201 1168 224634 SH SOLE 224634 0 0 LILLY ELI & CO COM 532457108 265 3106 SH SOLE 3106 0 0 LILLY ELI & CO COM 532457108 1109 13000 SH Put SOLE 13000 0 0 LOCKHEED MARTIN CORP COM 539830109 2304 7800 SH Put SOLE 7800 0 0 LOCKHEED MARTIN CORP COM 539830109 1698 5748 SH SOLE 5748 0 0 LOCKHEED MARTIN CORP COM 539830109 30 100 SH Call SOLE 100 0 0 LOWES COS INC COM 548661107 2571 26900 SH Put SOLE 26900 0 0 LOWES COS INC COM 548661107 384 4013 SH SOLE 4013 0 0 LOWES COS INC COM 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595112103 1987 37900 SH Put SOLE 37900 0 0 MICRON TECHNOLOGY INC COM 595112103 188 3593 SH SOLE 3593 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 157343 87250000 SH SOLE 87250000 0 0 MICROSOFT CORP COM 594918104 9738 98748 SH SOLE 98748 0 0 MICROSOFT CORP COM 594918104 2761 28000 SH Call SOLE 28000 0 0 MICROSOFT CORP COM 594918104 87418 886500 SH Put SOLE 886500 0 0 MITEL NETWORKS CORP COM 60671Q104 8176 745304 SH SOLE 745304 0 0 MOLSON COORS BREWING CO CL B 60871R209 1701 25000 SH Put SOLE 25000 0 0 MONDELEZ INTL INC CL A 609207105 2194 53500 SH Put SOLE 53500 0 0 MONDELEZ INTL INC CL A 609207105 839 20455 SH SOLE 20455 0 0 MONDELEZ INTL INC CL A 609207105 70 1700 SH Call SOLE 1700 0 0 MONGODB INC CL A 60937P106 873 17600 SH SOLE 17600 0 0 MOODYS CORP COM 615369105 682 4000 SH Put SOLE 4000 0 0 MOODYS CORP COM 615369105 188 1100 SH SOLE 1100 0 0 MORGAN STANLEY COM NEW 617446448 1108 23384 SH SOLE 23384 0 0 MORGAN STANLEY COM NEW 617446448 2090 44100 SH Call SOLE 44100 0 0 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800 0 0 NORFOLK SOUTHERN CORP COM 655844108 32 211 SH SOLE 211 0 0 NORTHROP GRUMMAN CORP COM 666807102 1385 4500 SH Put SOLE 4500 0 0 NORTHROP GRUMMAN CORP COM 666807102 885 2877 SH SOLE 2877 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 739 1250000 SH SOLE 1250000 0 0 NRG YIELD INC CL C 62942X405 408 23700 SH SOLE 23700 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 576 41500 SH SOLE 41500 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 13033 12000000 SH SOLE 12000000 0 0 NVIDIA CORP COM 67066G104 8024 33869 SH SOLE 33869 0 0 NVIDIA CORP COM 67066G104 11111 46900 SH Call SOLE 46900 0 0 NVIDIA CORP COM 67066G104 12603 53200 SH Put SOLE 53200 0 0 NXP SEMICONDUCTORS N V COM N6596X109 29493 269910 SH SOLE 269910 0 0 NXP SEMICONDUCTORS N V COM N6596X109 25678 235000 SH Put SOLE 235000 0 0 NXP SEMICONDUCTORS N V COM N6596X109 7758 71000 SH Call SOLE 71000 0 0 NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 76554 63500000 SH SOLE 63500000 0 0 NXSTAGE MEDICAL INC COM 67072V103 5989 214674 SH SOLE 214674 0 0 OASIS PETE INC NEW COM 674215108 532 41000 SH SOLE 41000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1199 14326 SH SOLE 14326 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 134 1600 SH Call SOLE 1600 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 1105 13200 SH Put SOLE 13200 0 0 OCLARO INC COM NEW 67555N206 2914 326342 SH SOLE 326342 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6590 5000000 SH SOLE 5000000 0 0 ORACLE CORP COM 68389X105 3256 73900 SH Put SOLE 73900 0 0 ORACLE CORP COM 68389X105 189 4300 SH Call SOLE 4300 0 0 ORACLE CORP COM 68389X105 1367 31018 SH SOLE 31018 0 0 ORBOTECH LTD ORD M75253100 17863 289042 SH SOLE 289042 0 0 PARATEK PHARMACEUTICALS INC COM 699374302 475 46600 SH SOLE 46600 0 0 PARSLEY ENERGY INC CL A 701877102 2023 66803 SH SOLE 66803 0 0 PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 22739 22740000 SH SOLE 22740000 0 0 PAYPAL HLDGS INC COM 70450Y103 577 6927 SH SOLE 6927 0 0 PAYPAL HLDGS INC COM 70450Y103 933 11200 SH Call SOLE 11200 0 0 PAYPAL HLDGS INC COM 70450Y103 4605 55300 SH Put SOLE 55300 0 0 PENNEY J C INC COM 708160106 580 248000 SH SOLE 248000 0 0 PEPSICO INC COM 713448108 3756 34500 SH Put SOLE 34500 0 0 PEPSICO INC COM 713448108 839 7709 SH SOLE 7709 0 0 PEPSICO INC COM 713448108 435 4000 SH Call SOLE 4000 0 0 PFIZER INC COM 717081103 1538 42392 SH SOLE 42392 0 0 PFIZER INC COM 717081103 196 5400 SH Call SOLE 5400 0 0 PFIZER INC COM 717081103 4419 121800 SH Put SOLE 121800 0 0 PHH CORP COM NEW 693320202 664 61147 SH SOLE 61147 0 0 PHILIP MORRIS INTL INC COM 718172109 3086 38217 SH SOLE 38217 0 0 PHILIP MORRIS INTL INC COM 718172109 4182 51800 SH Put SOLE 51800 0 0 PHILLIPS 66 COM 718546104 281 2500 SH Put SOLE 2500 0 0 PHILLIPS 66 COM 718546104 247 2200 SH Call SOLE 2200 0 0 PINNACLE ENTMT INC NEW COM 72348Y105 3005 89085 SH SOLE 89085 0 0 PINNACLE FOODS INC DEL COM 72348P104 21705 333617 SH SOLE 333617 0 0 PIONEER NAT RES CO COM 723787107 242 1279 SH SOLE 1279 0 0 PIONEER NAT RES CO COM 723787107 114 600 SH Call SOLE 600 0 0 PIONEER NAT RES CO COM 723787107 757 4000 SH Put SOLE 4000 0 0 PNC FINL SVCS GROUP INC COM 693475105 1059 7842 SH SOLE 7842 0 0 PNC FINL SVCS GROUP INC COM 693475105 176 1300 SH Call SOLE 1300 0 0 PNC FINL SVCS GROUP INC COM 693475105 1959 14500 SH Put SOLE 14500 0 0 PPG INDS INC COM 693506107 467 4500 SH Put SOLE 4500 0 0 PPG INDS INC COM 693506107 191 1842 SH SOLE 1842 0 0 PRICE T ROWE GROUP INC COM 74144T108 232 2000 SH Put SOLE 2000 0 0 PRICE T ROWE GROUP INC COM 74144T108 111 959 SH SOLE 959 0 0 PRICE T ROWE GROUP INC COM 74144T108 12 100 SH Call SOLE 100 0 0 PROCTER AND GAMBLE CO COM 742718109 3074 39381 SH SOLE 39381 0 0 PROCTER AND GAMBLE CO COM 742718109 757 9700 SH Call SOLE 9700 0 0 PROCTER AND GAMBLE CO COM 742718109 8321 106600 SH Put SOLE 106600 0 0 PROLOGIS INC COM 74340W103 332 5052 SH SOLE 5052 0 0 PROLOGIS INC COM 74340W103 1044 15900 SH Put SOLE 15900 0 0 PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 5989 5000000 SH SOLE 5000000 0 0 PRUDENTIAL FINL INC COM 744320102 159 1700 SH Put SOLE 1700 0 0 PRUDENTIAL FINL INC COM 744320102 67 718 SH SOLE 718 0 0 PUBLIC STORAGE COM 74460D109 295 1300 SH Put SOLE 1300 0 0 PUBLIC STORAGE COM 74460D109 49 215 SH SOLE 215 0 0 QUALCOMM INC COM 747525103 827 14728 SH SOLE 14728 0 0 QUALCOMM INC COM 747525103 168 3000 SH Call SOLE 3000 0 0 QUALCOMM INC COM 747525103 2419 43100 SH Put SOLE 43100 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 5130 5500000 SH SOLE 5500000 0 0 RANGE RES CORP COM 75281A109 1004 60000 SH SOLE 60000 0 0 RAYTHEON CO COM NEW 755111507 2009 10400 SH Put SOLE 10400 0 0 RAYTHEON CO COM NEW 755111507 1371 7097 SH SOLE 7097 0 0 RAYTHEON CO COM NEW 755111507 155 800 SH Call SOLE 800 0 0 RED HAT INC COM 756577102 564 4200 SH Put SOLE 4200 0 0 RED HAT INC COM 756577102 421 3130 SH SOLE 3130 0 0 RED HAT INC COM 756577102 13 100 SH Call SOLE 100 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 19442 20000000 SH SOLE 20000000 0 0 RENT A CTR INC NEW COM 76009N100 3770 256096 SH SOLE 256096 0 0 RH COM 74967X103 5630 40300 SH Put SOLE 40300 0 0 RITE AID CORP COM 767754104 173 100000 SH SOLE 100000 0 0 RITE AID CORP COM 767754104 2163 1250000 SH Call SOLE 1250000 0 0 ROCKWELL COLLINS INC COM 774341101 53262 395471 SH SOLE 395471 0 0 ROPER TECHNOLOGIES INC COM 776696106 828 3000 SH Put SOLE 3000 0 0 ROPER TECHNOLOGIES INC COM 776696106 28 100 SH Call SOLE 100 0 0 ROPER TECHNOLOGIES INC COM 776696106 283 1027 SH SOLE 1027 0 0 RSP PERMIAN INC COM 74978Q105 1809 41091 SH SOLE 41091 0 0 SALESFORCE COM INC COM 79466L302 457 3352 SH SOLE 3352 0 0 SALESFORCE COM INC COM 79466L302 273 2000 SH Call SOLE 2000 0 0 SALESFORCE COM INC COM 79466L302 2892 21200 SH Put SOLE 21200 0 0 SCANA CORP NEW COM 80589M102 2646 68702 SH SOLE 68702 0 0 SCHLUMBERGER LTD COM 806857108 5558 82925 SH SOLE 82925 0 0 SCHLUMBERGER LTD COM 806857108 5490 81900 SH Call SOLE 81900 0 0 SCHLUMBERGER LTD COM 806857108 5007 74700 SH Put SOLE 74700 0 0 SCHWAB CHARLES CORP NEW COM 808513105 492 9619 SH SOLE 9619 0 0 SCHWAB CHARLES CORP NEW COM 808513105 179 3500 SH Call SOLE 3500 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1211 23700 SH Put SOLE 23700 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 937 12345 SH SOLE 12345 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 23101 304200 SH Call SOLE 304200 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 4108 54100 SH Put SOLE 54100 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1265 11575 SH SOLE 11575 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 151 2928 SH SOLE 2928 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 34515 669800 SH Call SOLE 669800 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 0 1 SH SOLE 1 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1010 14100 SH Put SOLE 14100 0 0 SEMPRA ENERGY COM 816851109 56 481 SH SOLE 481 0 0 SEMPRA ENERGY COM 816851109 232 2000 SH Put SOLE 2000 0 0 SEMPRA ENERGY COM 816851109 12 100 SH Call SOLE 100 0 0 SENSEONICS HLDGS INC NOTE 5.250% 2/0 81727UAA3 1430 1000000 SH SOLE 1000000 0 0 SHERWIN WILLIAMS CO COM 824348106 0 1 SH SOLE 1 0 0 SHERWIN WILLIAMS CO COM 824348106 245 600 SH Call SOLE 600 0 0 SHERWIN WILLIAMS CO COM 824348106 530 1300 SH Put SOLE 1300 0 0 SHIRE PLC SPONSORED ADR 82481R106 51176 303176 SH SOLE 303176 0 0 SHIRE PLC SPONSORED ADR 82481R106 37980 225000 SH Put SOLE 225000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 681 4000 SH Put SOLE 4000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 205 1202 SH SOLE 1202 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 41188 41500000 SH SOLE 41500000 0 0 SOUTHERN CO COM 842587107 5 100 SH Call SOLE 100 0 0 SOUTHERN CO COM 842587107 713 15400 SH Put SOLE 15400 0 0 SOUTHERN CO COM 842587107 201 4345 SH SOLE 4345 0 0 SOUTHWEST AIRLS CO COM 844741108 306 6019 SH SOLE 6019 0 0 SOUTHWEST AIRLS CO COM 844741108 71 1400 SH Call SOLE 1400 0 0 SOUTHWEST AIRLS CO COM 844741108 784 15400 SH Put SOLE 15400 0 0 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 859 3540 SH SOLE 3540 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 1769 14911 SH SOLE 14911 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 24739 208500 SH Call SOLE 208500 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 344 8978 SH SOLE 8978 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 18199 474800 SH Put SOLE 474800 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 9437 246200 SH Call SOLE 246200 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 139498 514222 SH SOLE 514222 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 8383 30900 SH Call SOLE 30900 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 87786 323600 SH Put SOLE 323600 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 3624 102130 SH SOLE 102130 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 95 2196 SH SOLE 2196 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3445 80000 SH Put SOLE 80000 0 0 SPLUNK INC COM 848637104 496 5000 SH Call SOLE 5000 0 0 SPRINT CORP COM SER 1 85207U105 1857 341449 SH SOLE 341449 0 0 STARBUCKS CORP COM 855244109 1271 26026 SH SOLE 26026 0 0 STARBUCKS CORP COM 855244109 352 7200 SH Call SOLE 7200 0 0 STARBUCKS CORP COM 855244109 1866 38200 SH Put SOLE 38200 0 0 STATE BK FINL CORP COM 856190103 1788 53521 SH SOLE 53521 0 0 STEWART INFORMATION SVCS COR COM 860372101 3484 80888 SH SOLE 80888 0 0 STRYKER CORP COM 863667101 59 352 SH SOLE 352 0 0 STRYKER CORP COM 863667101 304 1800 SH Call SOLE 1800 0 0 STRYKER CORP COM 863667101 979 5800 SH Put SOLE 5800 0 0 SYMANTEC CORP COM 871503108 15692 759900 SH Call SOLE 759900 0 0 SYSCO CORP COM 871829107 48 701 SH SOLE 701 0 0 SYSCO CORP COM 871829107 198 2900 SH Put SOLE 2900 0 0 TARGET CORP COM 87612E106 371 4868 SH SOLE 4868 0 0 TARGET CORP COM 87612E106 1286 16900 SH Put SOLE 16900 0 0 TE CONNECTIVITY LTD REG SHS H84989104 470 5214 SH SOLE 5214 0 0 TE CONNECTIVITY LTD REG SHS H84989104 27 300 SH Call SOLE 300 0 0 TE CONNECTIVITY LTD REG SHS H84989104 865 9600 SH Put SOLE 9600 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 26672 20000000 SH SOLE 20000000 0 0 TESLA INC COM 88160R101 33609 98000 SH Put SOLE 98000 0 0 TESLA INC NOTE 0.250% 3/0 88160RAB7 86956 78819000 SH SOLE 78819000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 50821 45000000 SH SOLE 45000000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 21433 23000000 SH SOLE 23000000 0 0 TEXAS INSTRS INC COM 882508104 797 7226 SH SOLE 7226 0 0 TEXAS INSTRS INC COM 882508104 143 1300 SH Call SOLE 1300 0 0 TEXAS INSTRS INC COM 882508104 3197 29000 SH Put SOLE 29000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 799 3856 SH SOLE 3856 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 373 1800 SH Call SOLE 1800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 2237 10800 SH Put SOLE 10800 0 0 TJX COS INC NEW COM 872540109 275 2885 SH SOLE 2885 0 0 TJX COS INC NEW COM 872540109 1199 12600 SH Put SOLE 12600 0 0 TOLL BROTHERS INC COM 889478103 559 15100 SH SOLE 15100 0 0 TRANSENTERIX INC COM NEW 89366M201 654 150000 SH SOLE 150000 0 0 TRIBUNE MEDIA CO CL A 896047503 10326 269812 SH SOLE 269812 0 0 TRIPADVISOR INC COM 896945201 2925 52500 SH Call SOLE 52500 0 0 TRIPADVISOR INC COM 896945201 4039 72500 SH Put SOLE 72500 0 0 TRONOX LTD SHS CL A Q9235V101 2460 125000 SH SOLE 125000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 6181 124385 SH SOLE 124385 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 23190 466700 SH Call SOLE 466700 0 0 U S G CORP COM NEW 903293405 2953 68483 SH SOLE 68483 0 0 U S G CORP COM NEW 903293405 5959 138200 SH Call SOLE 138200 0 0 UNION PAC CORP COM 907818108 234 1653 SH SOLE 1653 0 0 UNION PAC CORP COM 907818108 1063 7500 SH Call SOLE 7500 0 0 UNION PAC CORP COM 907818108 2876 20300 SH Put SOLE 20300 0 0 UNISYS CORP NOTE 5.500% 3/0 909214BS6 15805 10500000 SH SOLE 10500000 0 0 UNITED CONTL HLDGS INC COM 910047109 1436 20600 SH SOLE 20600 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1795 16900 SH Put SOLE 16900 0 0 UNITED PARCEL SERVICE INC CL B 911312106 546 5136 SH SOLE 5136 0 0 UNITED PARCEL SERVICE INC CL B 911312106 361 3400 SH Call SOLE 3400 0 0 UNITED STATES STL CORP NEW COM 912909108 1525 43892 SH SOLE 43892 0 0 UNITED STATES STL CORP NEW COM 912909108 3096 89100 SH Call SOLE 89100 0 0 UNITED STATES STL CORP NEW COM 912909108 4590 132100 SH Put SOLE 132100 0 0 UNITED TECHNOLOGIES CORP COM 913017109 3226 25800 SH Put SOLE 25800 0 0 UNITEDHEALTH GROUP INC COM 91324P102 968 3946 SH SOLE 3946 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3827 15600 SH Put SOLE 15600 0 0 US BANCORP DEL COM NEW 902973304 670 13400 SH Call SOLE 13400 0 0 US BANCORP DEL COM NEW 902973304 1551 31000 SH Put SOLE 31000 0 0 US BANCORP DEL COM NEW 902973304 571 11406 SH SOLE 11406 0 0 VALERO ENERGY CORP NEW COM 91913Y100 419 3779 SH SOLE 3779 0 0 VALERO ENERGY CORP NEW COM 91913Y100 22 200 SH Call SOLE 200 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1230 11100 SH Put SOLE 11100 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 8518 125999 SH SOLE 125999 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 5510 69578 SH SOLE 69578 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 25334 19000000 SH SOLE 19000000 0 0 VECTREN CORP COM 92240G101 26467 370427 SH SOLE 370427 0 0 VERIFONE SYS INC COM 92342Y109 4158 182215 SH SOLE 182215 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1786 35509 SH SOLE 35509 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 257 5100 SH Call SOLE 5100 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 5851 116300 SH Put SOLE 116300 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 37529 38000000 SH SOLE 38000000 0 0 VISA INC COM CL A 92826C839 1635 12344 SH SOLE 12344 0 0 VISA INC COM CL A 92826C839 225 1700 SH Call SOLE 1700 0 0 VISA INC COM CL A 92826C839 8265 62400 SH Put SOLE 62400 0 0 WALMART INC COM 931142103 1509 17620 SH SOLE 17620 0 0 WALMART INC COM 931142103 805 9400 SH Call SOLE 9400 0 0 WALMART INC COM 931142103 4899 57200 SH Put SOLE 57200 0 0 WASTE MGMT INC DEL COM 94106L109 41 500 SH Call SOLE 500 0 0 WASTE MGMT INC DEL COM 94106L109 708 8700 SH Put SOLE 8700 0 0 WASTE MGMT INC DEL COM 94106L109 222 2730 SH SOLE 2730 0 0 WAYFAIR INC CL A 94419L101 1793 15100 SH Put SOLE 15100 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 9373 9500000 SH SOLE 9500000 0 0 WELLS FARGO CO NEW COM 949746101 1021 18417 SH SOLE 18417 0 0 WELLS FARGO CO NEW COM 949746101 1015 18300 SH Call SOLE 18300 0 0 WELLS FARGO CO NEW COM 949746101 6315 113900 SH Put SOLE 113900 0 0 WESTERN DIGITAL CORP COM 958102105 151 1954 SH SOLE 1954 0 0 WESTERN DIGITAL CORP COM 958102105 139 1800 SH Call SOLE 1800 0 0 WESTERN DIGITAL CORP COM 958102105 325 4200 SH Put SOLE 4200 0 0 WEYERHAEUSER CO COM 962166104 168 4600 SH Call SOLE 4600 0 0 WEYERHAEUSER CO COM 962166104 430 11800 SH Put SOLE 11800 0 0 WEYERHAEUSER CO COM 962166104 45 1242 SH SOLE 1242 0 0 WHITING PETE CORP NEW COM NEW 966387409 802 15209 SH SOLE 15209 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 38277 40000000 SH SOLE 40000000 0 0 WILLIAMS COS INC DEL COM 969457100 1876 69200 SH Put SOLE 69200 0 0 WPX ENERGY INC COM 98212B103 865 48000 SH SOLE 48000 0 0 XCERRA CORP COM 98400J108 3091 221233 SH SOLE 221233 0 0 XERIUM TECHNOLOGIES INC COM NEW 98416J118 674 50930 SH SOLE 50930 0 0 XL GROUP LTD COM G98294104 22957 410317 SH SOLE 410317 0 0 XL GROUP LTD COM G98294104 6155 110000 SH Call SOLE 110000 0 0 YAHOO INC NOTE 12/0 984332AF3 6832 5000000 SH SOLE 5000000 0 0 ZILLOW GROUP INC CL C CAP STK 98954M200 1784 30200 SH SOLE 30200 0 0