0001172661-15-001163.txt : 20150515
0001172661-15-001163.hdr.sgml : 20150515
20150515083235
ACCESSION NUMBER: 0001172661-15-001163
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150515
DATE AS OF CHANGE: 20150515
EFFECTIVENESS DATE: 20150515
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: 15865634
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
03-31-2015
03-31-2015
false
CAPSTONE INVESTMENT ADVISORS, LLC
7 World Trade Center
250 Greenwich Street, 30th Floor
New York
NY
10007
13F HOLDINGS REPORT
028-13005
N
Joseph J. Lucas
Chief Operating Officer
212-232-1420
/s/ Joseph J. Lucas
New York
NY
05-15-2015
0
273
6145946
INFORMATION TABLE
2
infotable.xml
ACTAVIS PLC
SHS
G0083B108
14881
50000
SH
Call
SOLE
50000
0
0
ADOBE SYS INC
COM
00724F101
579
7843
SH
SOLE
7843
0
0
ADOBE SYS INC
COM
00724F101
1027
13900
SH
Call
SOLE
13900
0
0
ADOBE SYS INC
COM
00724F101
591
8000
SH
Put
SOLE
8000
0
0
ADVENT SOFTWARE INC
COM
007974108
2042
46300
SH
SOLE
46300
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
11147
10000000
SH
SOLE
0
0
10000000
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
2713
32600
SH
Call
SOLE
32600
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
18504
222300
SH
Put
SOLE
222300
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
4749
57059
SH
SOLE
57059
0
0
ALON USA ENERGY INC
NOTE 3.000% 9/1
020520AB8
16462
13000000
SH
SOLE
0
0
13000000
ALTERA CORP
COM
021441100
3218
75000
SH
Call
SOLE
75000
0
0
ALTRIA GROUP INC
COM
02209S103
2568
51346
SH
SOLE
51346
0
0
AMAZON COM INC
COM
023135106
65340
175600
SH
Call
SOLE
175600
0
0
AMAZON COM INC
COM
023135106
6697
18000
SH
Put
SOLE
18000
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
4920
89800
SH
Put
SOLE
89800
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
7504
136967
SH
SOLE
136967
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
14157
258400
SH
Call
SOLE
258400
0
0
AMERICAN RLTY CAP PPTYS INC
COM
02917T104
284
28900
SH
Put
SOLE
28900
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
20434
20900000
SH
SOLE
0
0
20900000
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
9819
10000000
SH
SOLE
0
0
10000000
ANNALY CAP MGMT INC
NOTE 5.000% 5/1
035710AB8
2507
2500000
SH
SOLE
0
0
2500000
APPLE INC
COM
037833100
288450
2318171
SH
SOLE
2318171
0
0
APPLE INC
COM
037833100
295496
2374800
SH
Call
SOLE
2374800
0
0
APPLE INC
COM
037833100
722764
5808600
SH
Put
SOLE
5808600
0
0
APPLIED MATLS INC
COM
038222105
4155
184208
SH
SOLE
184208
0
0
APPLIED MATLS INC
COM
038222105
12559
556700
SH
Call
SOLE
556700
0
0
ARUBA NETWORKS INC
COM
043176106
9147
373500
SH
SOLE
373500
0
0
AT&T INC
COM
00206R102
34370
1052700
SH
Call
SOLE
1052700
0
0
AT&T INC
COM
00206R102
8080
247500
SH
Put
SOLE
247500
0
0
BAIDU INC
SPON ADR REP A
056752108
625
3000
SH
Call
SOLE
3000
0
0
BAIDU INC
SPON ADR REP A
056752108
1167
5600
SH
Put
SOLE
5600
0
0
BAKER HUGHES INC
COM
057224107
2861
45000
SH
SOLE
45000
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06742E711
10244
399700
SH
Call
SOLE
399700
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
2305
18500
SH
SOLE
18500
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
1408
11300
SH
Call
SOLE
11300
0
0
BOEING CO
COM
097023105
52362
348900
SH
Call
SOLE
348900
0
0
BOEING CO
COM
097023105
1830
12200
SH
Put
SOLE
12200
0
0
CADENCE DESIGN SYSTEM INC
NOTE 2.625% 6/0
127387AJ7
17070
7000000
SH
SOLE
0
0
7000000
CATAMARAN CORP
COM
148887102
28281
475000
SH
SOLE
475000
0
0
CATAMARAN CORP
COM
148887102
3161
53100
SH
Call
SOLE
53100
0
0
CATERPILLAR INC DEL
COM
149123101
4001
50000
SH
Call
SOLE
50000
0
0
CBS CORP NEW
CL B
124857202
281
4648
SH
SOLE
4648
0
0
CBS CORP NEW
CL B
124857202
6063
100000
SH
Call
SOLE
100000
0
0
CBS CORP NEW
CL B
124857202
6063
100000
SH
Put
SOLE
100000
0
0
CEMEX SAB DE CV
NOTE 3.250% 3/1
151290BB8
33732
30000000
SH
SOLE
0
0
30000000
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
23633
20000000
SH
SOLE
0
0
20000000
CEMEX SAB DE CV
SPON ADR NEW
151290889
5106
539232
SH
SOLE
539232
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
9
1000
SH
Put
SOLE
1000
0
0
CENTRAL FD CDA LTD
CL A
153501101
28040
2350416
SH
SOLE
2350416
0
0
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
10354
12500000
SH
SOLE
0
0
12500000
CHESAPEAKE ENERGY CORP
COM
165167107
635
45000
SH
SOLE
45000
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167BZ9
11698
12200000
SH
SOLE
0
0
12200000
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167CA3
18245
19000000
SH
SOLE
0
0
19000000
CHESAPEAKE ENERGY CORP
NOTE 2.750%11/1
165167BW6
5514
5500000
SH
SOLE
0
0
5500000
CHEVRON CORP NEW
COM
166764100
3831
36500
SH
Call
SOLE
36500
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
260
4000
SH
Call
SOLE
4000
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
6
100
SH
Put
SOLE
100
0
0
CIENA CORP
DEBT 4.000%12/1
171779AK7
6344
5000000
SH
SOLE
0
0
5000000
CISCO SYS INC
COM
17275R102
37200
1351500
SH
Put
SOLE
1351500
0
0
CISCO SYS INC
COM
17275R102
56406
2049300
SH
Call
SOLE
2049300
0
0
CITIGROUP INC
COM NEW
172967424
1416
27500
SH
Put
SOLE
27500
0
0
CITIGROUP INC
COM NEW
172967424
1385
26889
SH
SOLE
26889
0
0
CITIGROUP INC
COM NEW
172967424
113
2200
SH
Call
SOLE
2200
0
0
CITRIX SYS INC
COM
177376100
2395
37500
SH
SOLE
37500
0
0
CITY NATL CORP
COM
178566105
22270
250000
SH
SOLE
250000
0
0
CLECO CORP NEW
COM
12561W105
13548
248500
SH
SOLE
248500
0
0
COBALT INTL ENERGY INC
NOTE 2.625%12/0
19075FAA4
3628
5000000
SH
SOLE
0
0
5000000
COBALT INTL ENERGY INC
NOTE 3.125% 5/1
19075FAB2
2594
3500000
SH
SOLE
0
0
3500000
COLGATE PALMOLIVE CO
COM
194162103
15832
228328
SH
SOLE
228328
0
0
COLGATE PALMOLIVE CO
COM
194162103
10491
151300
SH
Put
SOLE
151300
0
0
COLGATE PALMOLIVE CO
COM
194162103
5886
84900
SH
Call
SOLE
84900
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 01/27/2016
203668116
44
2000000
SH
SOLE
2000000
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
512
8748
SH
SOLE
8748
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
3388
57800
SH
Call
SOLE
57800
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
2432
41500
SH
Put
SOLE
41500
0
0
CTRIP COM INTL LTD
NOTE 1.250%10/1
22943FAD2
15667
15000000
SH
SOLE
0
0
15000000
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
10899
134098
SH
SOLE
134098
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
40640
500000
SH
Put
SOLE
500000
0
0
DEVELOPERS DIVERSIFIED RLTY
NOTE 1.750%11/1
251591AX1
31568
25000000
SH
SOLE
0
0
25000000
DIRECTV
COM
25490A309
2127
25000
SH
SOLE
25000
0
0
DIRECTV
COM
25490A309
37818
444400
SH
Call
SOLE
444400
0
0
DISNEY WALT CO
COM DISNEY
254687106
4044
38560
SH
SOLE
38560
0
0
DISNEY WALT CO
COM DISNEY
254687106
15523
148000
SH
Call
SOLE
148000
0
0
DISNEY WALT CO
COM DISNEY
254687106
24565
234200
SH
Put
SOLE
234200
0
0
DRESSER-RAND GROUP INC
COM
261608103
12205
151900
SH
Put
SOLE
151900
0
0
DRESSER-RAND GROUP INC
COM
261608103
36253
451200
SH
Call
SOLE
451200
0
0
DRESSER-RAND GROUP INC
COM
261608103
7231
90000
SH
SOLE
90000
0
0
ENERGY XXI BERMUDA LTD
NOTE 3.000%12/1
29274UAB7
589
2000000
SH
SOLE
0
0
2000000
ENERGY XXI LTD
USD UNRS SHS
G10082140
196
54000
SH
Put
SOLE
54000
0
0
EXELIS INC
COM
30162A108
16079
659814
SH
SOLE
659814
0
0
EXXON MOBIL CORP
COM
30231G102
2923
34393
SH
SOLE
34393
0
0
EXXON MOBIL CORP
COM
30231G102
16447
193500
SH
Call
SOLE
193500
0
0
EXXON MOBIL CORP
COM
30231G102
5474
64400
SH
Put
SOLE
64400
0
0
FACEBOOK INC
CL A
30303M102
5374
65367
SH
SOLE
65367
0
0
FACEBOOK INC
CL A
30303M102
5730
69700
SH
Call
SOLE
69700
0
0
FACEBOOK INC
CL A
30303M102
10770
131000
SH
Put
SOLE
131000
0
0
FAMILY DLR STORES INC
COM
307000109
25917
327070
SH
SOLE
327070
0
0
FAMILY DLR STORES INC
COM
307000109
142
1800
SH
Put
SOLE
1800
0
0
FIAT CHRYSLER AUTOMOBILES N
MAN COV SEC 16
N31738110
27753
200000
SH
SOLE
0
0
200000
GENERAL CABLE CORP DEL NEW
COM
369300108
861
50000
SH
SOLE
50000
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
346
20100
SH
Put
SOLE
20100
0
0
GENERAL ELECTRIC CO
COM
369604103
10313
415700
SH
Call
SOLE
415700
0
0
GENERAL ELECTRIC CO
COM
369604103
2863
115400
SH
Put
SOLE
115400
0
0
GENERAL ELECTRIC CO
COM
369604103
2381
95992
SH
SOLE
95992
0
0
GILEAD SCIENCES INC
COM
375558103
9813
100000
SH
Call
SOLE
100000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1874
9972
SH
SOLE
9972
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1860
9900
SH
Put
SOLE
9900
0
0
GOOGLE INC
CL A
38259P508
20523
37000
SH
Call
SOLE
37000
0
0
GOOGLE INC
CL A
38259P508
4382
7900
SH
Put
SOLE
7900
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
14910
348700
SH
Call
SOLE
348700
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
14115
330100
SH
Put
SOLE
330100
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
44881
1049624
SH
SOLE
1049624
0
0
HORNBECK OFFSHORE SVCS INC N
COM
440543106
1410
75000
SH
SOLE
75000
0
0
HOSPIRA INC
COM
441060100
17568
200000
SH
SOLE
200000
0
0
HOSPIRA INC
COM
441060100
27168
309300
SH
Call
SOLE
309300
0
0
HOSPIRA INC
COM
441060100
4348
49500
SH
Put
SOLE
49500
0
0
ILLUMINA INC
COM
452327109
3675
19800
SH
SOLE
19800
0
0
INSULET CORP
NOTE 2.000% 6/1
45784PAD3
3530
3500000
SH
SOLE
0
0
3500000
INTEL CORP
COM
458140100
8320
266100
SH
Call
SOLE
266100
0
0
INTEL CORP
COM
458140100
4968
158900
SH
Put
SOLE
158900
0
0
INTEL CORP
COM
458140100
328
10511
SH
SOLE
10511
0
0
INTELSAT S A
COM
L5140P101
3000
250000
SH
SOLE
250000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
6367
39676
SH
SOLE
39676
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
42821
266800
SH
Call
SOLE
266800
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
24091
150100
SH
Put
SOLE
150100
0
0
INTERNATIONAL GAME TECHNOLOG
COM
459902102
26642
1530283
SH
SOLE
1530283
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
3747
241300
SH
Put
SOLE
241300
0
0
ISHARES
IBOXX HI YD ETF
464288513
5436
60000
SH
SOLE
60000
0
0
ISHARES
IBOXX HI YD ETF
464288513
72488
800000
SH
Put
SOLE
800000
0
0
ISHARES
MSCI STH KOR ETF
464286772
22896
400000
SH
Call
SOLE
400000
0
0
ISHARES
MSCI STH KOR ETF
464286772
22896
400000
SH
Put
SOLE
400000
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
9902
223040
SH
SOLE
223040
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
58643
1320800
SH
Call
SOLE
1320800
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
304197
6851300
SH
Put
SOLE
6851300
0
0
ISHARES TR
MSCI EAFE ETF
464287465
42620
664182
SH
SOLE
664182
0
0
ISHARES TR
MSCI EAFE ETF
464287465
149227
2325500
SH
Put
SOLE
2325500
0
0
ISHARES TR
MSCI EAFE ETF
464287465
162253
2528500
SH
Call
SOLE
2528500
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
21145
526930
SH
SOLE
526930
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
43135
1074900
SH
Call
SOLE
1074900
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
139881
3485700
SH
Put
SOLE
3485700
0
0
ISHARES TR
U.S. REAL ES ETF
464287739
10977
138400
SH
Call
SOLE
138400
0
0
ISHARES TR
U.S. REAL ES ETF
464287739
7757
97800
SH
Put
SOLE
97800
0
0
ISIS PHARMACEUTICALS INC
COM
464330109
4584
72000
SH
SOLE
72000
0
0
JOHNSON & JOHNSON
COM
478160104
67824
674200
SH
Put
SOLE
674200
0
0
JOHNSON & JOHNSON
COM
478160104
5125
50953
SH
SOLE
50953
0
0
JOHNSON & JOHNSON
COM
478160104
153012
1521000
SH
Call
SOLE
1521000
0
0
JOURNAL COMMUNICATIONS INC
CL A
481130102
1482
100000
SH
SOLE
100000
0
0
JPMORGAN CHASE & CO
COM
46625H100
9365
154600
SH
Put
SOLE
154600
0
0
JPMORGAN CHASE & CO
COM
46625H100
18125
299200
SH
Call
SOLE
299200
0
0
KELLOGG CO
COM
487836108
1622
24600
SH
Call
SOLE
24600
0
0
KELLOGG CO
COM
487836108
1978
30000
SH
Put
SOLE
30000
0
0
KINDER MORGAN INC DEL
COM
49456B101
1366
32500
SH
SOLE
32500
0
0
KLA-TENCOR CORP
COM
482480100
1457
25000
SH
Put
SOLE
25000
0
0
KLA-TENCOR CORP
COM
482480100
1113
19100
SH
Call
SOLE
19100
0
0
KLA-TENCOR CORP
COM
482480100
224
3849
SH
SOLE
3849
0
0
LAM RESEARCH CORP
COM
512807108
2114
30100
SH
Call
SOLE
30100
0
0
LAM RESEARCH CORP
COM
512807108
2984
42500
SH
Put
SOLE
42500
0
0
LAM RESEARCH CORP
COM
512807108
525
7484
SH
SOLE
7484
0
0
LIBERTY INTERACTIVE LLC
DEB 0.750% 3/3
530610AC8
44523
31779000
SH
SOLE
0
0
31779000
LIFE TIME FITNESS INC
COM
53217R207
12418
175000
SH
SOLE
175000
0
0
LIFE TIME FITNESS INC
COM
53217R207
4633
65300
SH
Put
SOLE
65300
0
0
LORILLARD INC
COM
544147101
3730
57081
SH
SOLE
57081
0
0
LORILLARD INC
COM
544147101
13586
207900
SH
Put
SOLE
207900
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
64115
3515100
SH
Call
SOLE
3515100
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
76069
4170500
SH
Put
SOLE
4170500
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
11447
627610
SH
SOLE
627610
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
6666
453488
SH
SOLE
453488
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
1152
78400
SH
Call
SOLE
78400
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
3013
205000
SH
Put
SOLE
205000
0
0
MEDTRONIC PLC
SHS
G5960L103
38
500
SH
Call
SOLE
500
0
0
MEDTRONIC PLC
SHS
G5960L103
3486
44700
SH
Put
SOLE
44700
0
0
MEDTRONIC PLC
SHS
G5960L103
37
476
SH
SOLE
476
0
0
MGM RESORTS INTERNATIONAL
NOTE 4.250% 4/1
55303QAE0
131283
115700000
SH
SOLE
0
0
115700000
MICRON TECHNOLOGY INC
NOTE 3.000%11/1
595112AY9
13303
12000000
SH
SOLE
0
0
12000000
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
115659
41336000
SH
SOLE
0
0
41336000
MICROSOFT CORP
COM
594918104
2888
71041
SH
SOLE
71041
0
0
MICROSOFT CORP
COM
594918104
28478
700500
SH
Call
SOLE
700500
0
0
MICROSOFT CORP
COM
594918104
13277
326600
SH
Put
SOLE
326600
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
1032
35000
SH
Put
SOLE
35000
0
0
NETFLIX INC
COM
64110L106
4000
9600
SH
Put
SOLE
9600
0
0
NETFLIX INC
COM
64110L106
500
1200
SH
SOLE
1200
0
0
NETFLIX INC
COM
64110L106
2708
6500
SH
Call
SOLE
6500
0
0
OFFICE DEPOT INC
COM
676220106
920
100000
SH
SOLE
100000
0
0
ON SEMICONDUCTOR CORP
COM
682189105
7383
609740
SH
SOLE
609740
0
0
ORBITZ WORLDWIDE INC
COM
68557K109
3498
300000
SH
SOLE
300000
0
0
ORBITZ WORLDWIDE INC
COM
68557K109
9270
795100
SH
Call
SOLE
795100
0
0
OREXIGEN THERAPEUTICS INC
COM
686164104
324
41400
SH
SOLE
41400
0
0
PEPSICO INC
COM
713448108
533
5581
SH
SOLE
5581
0
0
PEPSICO INC
COM
713448108
1434
15000
SH
Put
SOLE
15000
0
0
PEPSICO INC
COM
713448108
1625
17000
SH
Call
SOLE
17000
0
0
PHARMACYCLICS INC
COM
716933106
12797
50000
SH
SOLE
50000
0
0
PHARMACYCLICS INC
COM
716933106
20578
80400
SH
Call
SOLE
80400
0
0
PHARMACYCLICS INC
COM
716933106
13795
53900
SH
Put
SOLE
53900
0
0
POLYPORE INTL INC
COM
73179V103
23560
400000
SH
SOLE
400000
0
0
POLYPORE INTL INC
COM
73179V103
1501
25500
SH
Call
SOLE
25500
0
0
PROCTER & GAMBLE CO
COM
742718109
9726
118698
SH
SOLE
118698
0
0
PROCTER & GAMBLE CO
COM
742718109
12626
154100
SH
Call
SOLE
154100
0
0
PROCTER & GAMBLE CO
COM
742718109
15290
186600
SH
Put
SOLE
186600
0
0
QUALCOMM INC
COM
747525103
2973
42883
SH
SOLE
42883
0
0
QUALCOMM INC
COM
747525103
18243
263100
SH
Call
SOLE
263100
0
0
QUALCOMM INC
COM
747525103
26155
377200
SH
Put
SOLE
377200
0
0
QUINPARIO ACQUISITION CORP 2
COM
74874U101
17150
1750000
SH
SOLE
1750000
0
0
RAYONIER INC
COM
754907103
1828
67850
SH
SOLE
67850
0
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
3761
4021000
SH
SOLE
0
0
4021000
RITE AID CORP
NOTE 8.500% 5/1
767754BU7
8462
2500000
SH
SOLE
0
0
2500000
ROI ACQUISITION CORP II
COM
74966G101
5176
525000
SH
SOLE
525000
0
0
ROVI CORP
COM
779376102
2088
114715
SH
SOLE
114715
0
0
RTI INTL METALS INC
COM
74973W107
3472
96717
SH
SOLE
96717
0
0
RTI INTL METALS INC
NOTE 3.000%12/0
74973WAA5
10969
10000000
SH
SOLE
0
0
10000000
SALIX PHARMACEUTICALS INC
COM
795435106
22154
128200
SH
Call
SOLE
128200
0
0
SALIX PHARMACEUTICALS INC
COM
795435106
59256
342900
SH
Put
SOLE
342900
0
0
SALIX PHARMACEUTICALS INC
NOTE 1.500% 3/1
795435AE6
386133
145320992
SH
SOLE
0
0
145320992
SALIX PHARMACEUTICALS INC
NOTE 2.750% 5/1
795435AC0
11135
3000000
SH
SOLE
0
0
3000000
SANDISK CORP
COM
80004C101
1192
18750
SH
SOLE
18750
0
0
SANDISK CORP
NOTE 1.500% 8/1
80004CAD3
19063
14000000
SH
SOLE
0
0
14000000
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
3661
47200
SH
Call
SOLE
47200
0
0
SERVICESOURCE INTL LLC
NOTE 1.500% 8/0
81763UAB6
747
1000000
SH
SOLE
0
0
1000000
SHUTTERFLY INC
COM
82568P304
2379
52600
SH
Call
SOLE
52600
0
0
SHUTTERFLY INC
COM
82568P304
162
3600
SH
Put
SOLE
3600
0
0
SIGMA ALDRICH CORP
COM
826552101
31106
225000
SH
SOLE
225000
0
0
SINA CORP
ORD
G81477104
1929
60000
SH
Call
SOLE
60000
0
0
SIRIUS XM HLDGS INC
COM
82968B103
1604
420000
SH
SOLE
420000
0
0
SOLAZYME INC
NOTE 5.000%10/0
83415TAC5
1377
3000000
SH
SOLE
0
0
3000000
SPDR GOLD TRUST
GOLD SHS
78463V107
22220
195500
SH
Call
SOLE
195500
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
10354
91100
SH
Put
SOLE
91100
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
3922
19000
SH
SOLE
19000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
183681
889800
SH
Put
SOLE
889800
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
3491
3500000
SH
SOLE
0
0
3500000
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
10029
10000000
SH
SOLE
0
0
10000000
SPRINT CORP
COM SER 1
85207U105
236
50000
SH
Call
SOLE
50000
0
0
SPRINT CORP
COM SER 1
85207U105
11
2328
SH
SOLE
2328
0
0
STAPLES INC
COM
855030102
651
40000
SH
Put
SOLE
40000
0
0
STARBUCKS CORP
COM
855244109
473
5000
SH
Put
SOLE
5000
0
0
STARBUCKS CORP
COM
855244109
2727
28800
SH
Call
SOLE
28800
0
0
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
17246
16500000
SH
SOLE
0
0
16500000
STARWOOD PPTY TR INC
NOTE 4.000% 1/1
85571BAB1
9201
8000000
SH
SOLE
0
0
8000000
SUNEDISON INC
NOTE 2.000%10/0
86732YAC3
51556
30000000
SH
SOLE
0
0
30000000
SUSQUEHANNA BANCSHARES INC P
COM
869099101
11353
828091
SH
SOLE
828091
0
0
TAKE-TWO INTERACTIVE SOFTWAR
NOTE 1.750%12/0
874054AC3
23230
16500000
SH
SOLE
0
0
16500000
TALISMAN ENERGY INC
COM
87425E103
761
99100
SH
Put
SOLE
99100
0
0
TALISMAN ENERGY INC
COM
87425E103
474
61800
SH
Call
SOLE
61800
0
0
TALISMAN ENERGY INC
COM
87425E103
2304
300000
SH
SOLE
300000
0
0
TERRAPIN 3 ACQUISITION CORP
COM CL A
88104P104
16230
1623036
SH
SOLE
1623036
0
0
TESARO INC
NOTE 3.000%10/0
881569AA5
17141
9625000
SH
SOLE
0
0
9625000
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
10902
175000
SH
Call
SOLE
175000
0
0
THE ADT CORPORATION
COM
00101J106
701
16900
SH
Call
SOLE
16900
0
0
THE ADT CORPORATION
COM
00101J106
714
17200
SH
Put
SOLE
17200
0
0
TIME WARNER CABLE INC
COM
88732J207
2248
15000
SH
SOLE
15000
0
0
TIME WARNER CABLE INC
COM
88732J207
93525
624000
SH
Call
SOLE
624000
0
0
TIME WARNER CABLE INC
COM
88732J207
14988
100000
SH
Put
SOLE
100000
0
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
41900
399627
SH
SOLE
399627
0
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
115
1100
SH
Call
SOLE
1100
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
6831
6250000
SH
SOLE
0
0
6250000
TWITTER INC
COM
90184L102
4702
93900
SH
Call
SOLE
93900
0
0
TWITTER INC
COM
90184L102
991
19800
SH
Put
SOLE
19800
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
7641
65201
SH
SOLE
65201
0
0
VIACOM INC NEW
CL B
92553P201
2732
40000
SH
Put
SOLE
40000
0
0
VIACOM INC NEW
CL B
92553P201
2732
40000
SH
Call
SOLE
40000
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
11688
138033
SH
SOLE
138033
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
3200
37800
SH
Call
SOLE
37800
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
2955
34900
SH
Put
SOLE
34900
0
0
WELLS FARGO & CO NEW
COM
949746101
1022
18800
SH
Call
SOLE
18800
0
0
WELLS FARGO & CO NEW
COM
949746101
2752
50600
SH
Put
SOLE
50600
0
0
WESCO INTL INC
DBCV 6.000% 9/1
95082PAH8
61941
25086000
SH
SOLE
0
0
25086000
WHITING PETE CORP NEW
COM
966387102
1235
40000
SH
Call
SOLE
40000
0
0
WL ROSS HLDG CORP
COM SHS
92939D104
23114
2311435
SH
SOLE
2311435
0
0
WYNN RESORTS LTD
COM
983134107
1202
9556
SH
SOLE
9556
0
0
WYNN RESORTS LTD
COM
983134107
14816
117700
SH
Call
SOLE
117700
0
0
WYNN RESORTS LTD
COM
983134107
1397
11100
SH
Put
SOLE
11100
0
0
XPO LOGISTICS INC
NOTE 4.500%10/0
983793AA8
41237
14612000
SH
SOLE
0
0
14612000
YAHOO INC
COM
984332106
4705
105900
SH
Put
SOLE
105900
0
0
YAHOO INC
COM
984332106
1786
40215
SH
SOLE
40215
0
0
YAHOO INC
COM
984332106
582
13100
SH
Call
SOLE
13100
0
0