0000950123-15-009253.txt : 20150814
0000950123-15-009253.hdr.sgml : 20150814
20150814120023
ACCESSION NUMBER: 0000950123-15-009253
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150630
FILED AS OF DATE: 20150814
DATE AS OF CHANGE: 20150814
EFFECTIVENESS DATE: 20150814
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BlueMountain Capital Management, LLC
CENTRAL INDEX KEY: 0001427430
IRS NUMBER: 261523875
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14203
FILM NUMBER: 151053882
BUSINESS ADDRESS:
STREET 1: 280 PARK AVENUE, 12TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: (212) 905-3900
MAIL ADDRESS:
STREET 1: 280 PARK AVENUE, 12TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10017
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001427430
XXXXXXXX
06-30-2015
06-30-2015
BlueMountain Capital Management, LLC
280 PARK AVENUE, 12TH FLOOR
NEW YORK
NY
10017
13F HOLDINGS REPORT
028-14203
N
Eric M. Albert
Chief Compliance Officer
212-905-5647
/s/ Eric M. Albert
New York
NY
08-13-2015
0
632
5962169
false
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
3M CO
COM
88579Y101
552
3575
SH
SOLE
3575
0
0
51JOB INC
SP ADR REP COM
316827104
3469
104364
SH
SOLE
104364
0
0
ABBOTT LABS
COM
002824100
586
11937
SH
SOLE
11937
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
598
6182
SH
SOLE
6182
0
0
ACE LTD
SHS
H0023R105
2197
21608
SH
SOLE
21608
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
571
23574
SH
SOLE
23574
0
0
ACUITY BRANDS INC
COM
00508Y102
369
2052
SH
SOLE
2052
0
0
ADOBE SYS INC
COM
00724F101
736
9083
SH
SOLE
9083
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
48250
25000000
SH
Put
SOLE
25000000
0
0
AERCAP HOLDINGS NV
SHS
N00985106
631
13778
SH
SOLE
13778
0
0
AES CORP
COM
00130H105
1428
107702
SH
SOLE
107702
0
0
AETNA INC NEW
COM
00817Y108
582
4565
SH
SOLE
4565
0
0
AFLAC INC
COM
001055102
375
6034
SH
SOLE
6034
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
365
9460
SH
SOLE
9460
0
0
AGL RES INC
COM
001204106
2000
42945
SH
SOLE
42945
0
0
AIR LEASE CORP
CL A
00912X302
549
16199
SH
SOLE
16199
0
0
AIR PRODS & CHEMS INC
COM
009158106
75853
554363
SH
SOLE
554363
0
0
AIRGAS INC
COM
009363102
224
2114
SH
SOLE
2114
0
0
AK STL HLDG CORP
COM
001547108
14370
3713175
SH
SOLE
3713175
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
370
5295
SH
SOLE
5295
0
0
ALAMOS GOLD INC
COM
011527108
9509
1680057
SH
SOLE
1680057
0
0
ALASKA AIR GROUP INC
COM
011659109
491
7621
SH
SOLE
7621
0
0
ALCOA INC
COM
013817101
9492
851292
SH
SOLE
851292
0
0
ALLEGHANY CORP DEL
COM
017175100
2459
5245
SH
SOLE
5245
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
538
8942
SH
SOLE
8942
0
0
ALLERGAN PLC
SHS
G0177J108
166364
548224
SH
SOLE
548224
0
0
ALLIANT ENERGY CORP
COM
018802108
1346
23326
SH
SOLE
23326
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
417
14242
SH
SOLE
14242
0
0
ALLSTATE CORP
COM
020002101
486
7499
SH
SOLE
7499
0
0
ALNYLAM PHARMACEUTICALS INC
COM
02043Q107
170
1415
SH
SOLE
1415
0
0
ALPHA NATURAL RESOURCES INC
NOTE 4.875%12/1
02076XAF9
1406
20000000
PRN
SOLE
20000000
0
0
ALTERA CORP
COM
021441100
414
8089
SH
SOLE
8089
0
0
ALTRIA GROUP INC
COM
02209S103
1207
24669
SH
SOLE
24669
0
0
AMAYA INC
COM
02314M108
75422
2753064
SH
SOLE
2753064
0
0
AMAZON COM INC
COM
023135106
115
266
SH
SOLE
266
0
0
AMBARELLA INC
SHS
G037AX101
76
738
SH
SOLE
738
0
0
AMDOCS LTD
ORD
G02602103
53
975
SH
SOLE
975
0
0
AMEREN CORP
COM
023608102
1391
36923
SH
SOLE
36923
0
0
AMERICAN CAP LTD
COM
02503Y103
2527
186504
SH
SOLE
186504
0
0
AMERICAN ELEC PWR INC
COM
025537101
1152
21755
SH
SOLE
21755
0
0
AMERICAN EXPRESS CO
COM
025816109
216
2775
SH
SOLE
2775
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
1434
22049
SH
SOLE
22049
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
1357
27901
SH
SOLE
27901
0
0
AMERIPRISE FINL INC
COM
03076C106
387
3098
SH
SOLE
3098
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
1878
17662
SH
SOLE
17662
0
0
AMGEN INC
COM
031162100
1102
7178
SH
SOLE
7178
0
0
AMTRUST FINANCIAL SERVICES I
COM
032359309
146
2224
SH
SOLE
2224
0
0
ANADARKO PETE CORP
COM
032511107
91
1164
SH
SOLE
1164
0
0
ANADARKO PETE CORP
UNIT 99/99/9999
032511404
16681
330000
SH
SOLE
330000
0
0
ANALOG DEVICES INC
COM
032654105
695
10834
SH
SOLE
10834
0
0
ANTHEM INC
COM
036752103
731
4452
SH
SOLE
4452
0
0
APPLE INC
COM
037833100
18343
149900
SH
Call
SOLE
149900
0
0
APPLIED MATLS INC
COM
038222105
809
42116
SH
SOLE
42116
0
0
AR CAP ACQUISITION CORP
UNIT 99/99/9999
00191R208
11661
1150000
SH
SOLE
1150000
0
0
ARAMARK HLDGS CORP
COM
03852U106
47657
1538814
SH
SOLE
1538814
0
0
ARCELORMITTAL SA LUXEMBOURG
MAND CV NT 16
L0302D178
15698
1000000
SH
SOLE
1000000
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
1183
17672
SH
SOLE
17672
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
1198
24839
SH
SOLE
24839
0
0
ARES CAP CORP
COM
04010L103
274
16663
SH
SOLE
16663
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
413
7755
SH
SOLE
7755
0
0
ARRIS GROUP INC NEW
COM
04270V106
417
13625
SH
SOLE
13625
0
0
ARROW ELECTRS INC
COM
042735100
583
10445
SH
SOLE
10445
0
0
ASHLAND INC NEW
COM
044209104
483
3964
SH
SOLE
3964
0
0
ASSURANT INC
COM
04621X108
251
3748
SH
SOLE
3748
0
0
ATLANTIC ALLIANCE PARTNER CO
SHS
G04897107
6150
600000
SH
SOLE
600000
0
0
ATMOS ENERGY CORP
COM
049560105
2275
44366
SH
SOLE
44366
0
0
ATWOOD OCEANICS INC
COM
050095108
131
4964
SH
SOLE
4964
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
263
3284
SH
SOLE
3284
0
0
AUTONATION INC
COM
05329W102
624
9915
SH
SOLE
9915
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
176
1323
SH
SOLE
1323
0
0
AVIS BUDGET GROUP
COM
053774105
2807
63676
SH
SOLE
63676
0
0
AVNET INC
COM
053807103
10218
248554
SH
SOLE
248554
0
0
AVON PRODS INC
COM
054303102
868
138600
SH
SOLE
138600
0
0
AVON PRODS INC
COM
054303102
10789
1958000
SH
Put
SOLE
1958000
0
0
AXIALL CORP
COM
05463D100
630
17483
SH
SOLE
17483
0
0
AXIS CAPITAL HOLDINGS INV
SHS
G0692U109
1570
29416
SH
SOLE
29416
0
0
B/E AEROSPACE INC
COM
073302101
398
7249
SH
SOLE
7249
0
0
BALL CORP
COM
058498106
428
6108
SH
SOLE
6108
0
0
BANK NEW YORK MELLON CORP
COM
064058100
1035
24657
SH
SOLE
24657
0
0
BANK OF AMERICA CORPORATION
COM
060505104
29786
1750044
SH
SOLE
1750044
0
0
BANKUNITED INC
COM
06652K103
571
15882
SH
SOLE
15882
0
0
BARD C R INC
COM
067383109
160
939
SH
SOLE
939
0
0
BEMIS INC
COM
081437105
291
6469
SH
SOLE
6469
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
389
12002
SH
SOLE
12002
0
0
BEST BUY INC
COM
086516101
21472
668500
SH
Call
SOLE
668500
0
0
BEST BUY INC
COM
086516101
29929
917795
SH
SOLE
917795
0
0
BIG LOTS INC
COM
089302103
450
10003
SH
SOLE
10003
0
0
BIOGEN IDEC INC
COM
09062X103
768
1901
SH
SOLE
1901
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
63
459
SH
SOLE
459
0
0
BIOSCRIP INC
COM
09069N108
1327
546100
SH
Put
SOLE
546100
0
0
BLOOMIN BRANDS INC
COM
094235108
1498
70151
SH
SOLE
70151
0
0
BLUE BIRD CORP
COM
095306106
5521
425000
SH
SOLE
425000
0
0
BOEING CO
COM
097023105
607
4379
SH
SOLE
4379
0
0
BOULEVARD ACQUISITION CORP
*W EXP 02/19/201
10157P112
1253
343350
SH
SOLE
343350
0
0
BOULEVARD ACQUISITION CORP
COM
10157P104
8584
686700
SH
SOLE
686700
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
298
4480
SH
SOLE
4480
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
501
10027
SH
SOLE
10027
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
773
65108
SH
SOLE
65108
0
0
BROOKDALE SR LIVING INC
COM
112463104
69988
2016932
SH
SOLE
2016932
0
0
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1
112463AA2
9809
7500000
PRN
SOLE
7500000
0
0
BRUNSWICK CORP
COM
117043109
764
15025
SH
SOLE
15025
0
0
BUNGE LIMITED
COM
G16962105
650
7403
SH
SOLE
7403
0
0
BURLINGTON STORES INC
COM
122017106
257
5015
SH
SOLE
5015
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
183
2939
SH
SOLE
2939
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
60
3043
SH
SOLE
3043
0
0
CALPINE CORP
COM NEW
131347304
545
30288
SH
SOLE
30288
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
349
6667
SH
SOLE
6667
0
0
CAPITOL ACQUISITION CORP II
*W EXP 05/15/201
14056V113
1470
625376
SH
SOLE
625376
0
0
CAPITOL ACQUISITION CORP II
COM
14056V105
11605
1100000
SH
SOLE
1100000
0
0
CARDINAL HEALTH INC
COM
14149Y108
724
8656
SH
SOLE
8656
0
0
CARLISLE COS INC
COM
142339100
153
1533
SH
SOLE
1533
0
0
CARTER INC
COM
146229109
908
8540
SH
SOLE
8540
0
0
CATERPILLAR INC DEL
COM
149123101
109
1282
SH
SOLE
1282
0
0
CBS CORP NEW
CL B
124857202
691
12454
SH
SOLE
12454
0
0
CDW CORP
COM
12514G108
1015
29610
SH
SOLE
29610
0
0
CELANESE CORP DEL
COM SER A
150870103
410
5700
SH
SOLE
5700
0
0
CELGENE CORP
COM
151020104
708
6120
SH
SOLE
6120
0
0
CELLDEX THERAPEUTICS INC NEW
COM
15117B103
194
7684
SH
SOLE
7684
0
0
CENTENE CORP DEL
COM
15135B101
798
9930
SH
SOLE
9930
0
0
CENTERPOINT ENERGY INC
COM
15189T107
499
26211
SH
SOLE
26211
0
0
CF INDS HLDGS INC
COM
125269100
310
4816
SH
SOLE
4816
0
0
CHARLES RIV LABS INTL INC
COM
159864107
35
503
SH
SOLE
503
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
673
8454
SH
SOLE
8454
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
67
5968
SH
SOLE
5968
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.500% 5/1
165167CA3
33143
35000000
PRN
SOLE
35000000
0
0
CHEVRON CORP NEW
COM
166764100
354
3671
SH
SOLE
3671
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
881
1456
SH
SOLE
1456
0
0
CHURCH & DWIGHT INC
COM
171340102
822
10132
SH
SOLE
10132
0
0
CIGNA CORPORATION
COM
125509109
108
667
SH
SOLE
667
0
0
CINEMARK HOLDINGS INC
COM
17243V102
927
23083
SH
SOLE
23083
0
0
CINTAS CORP
COM
172908105
633
7485
SH
SOLE
7485
0
0
CISCO SYS INC
COM
17275R102
650
23678
SH
SOLE
23678
0
0
CIT GROUP INC
COM NEW
125581801
1429
30737
SH
SOLE
30737
0
0
CITRIX SYS INC
COM
177376100
388
5532
SH
SOLE
5532
0
0
CLOROX CO DEL
COM
189054109
229
2204
SH
SOLE
2204
0
0
CMS ENERGY CORP
COM
125896100
779
24453
SH
SOLE
24453
0
0
COCA COLA CO
COM
191216100
206
5262
SH
SOLE
5262
0
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
1408
32417
SH
SOLE
32417
0
0
COEUR D ALENE MINES CORP IDA
COM NEW
192108504
12813
3714000
SH
Put
SOLE
3714000
0
0
COGNEX CORP
COM
192422103
120
2492
SH
SOLE
2492
0
0
COLONY FINL INC
COM
19624R106
66561
2938685
SH
SOLE
2938685
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
1238
10668
SH
SOLE
10668
0
0
CONTINENTAL RESOURCES INC
COM
212015101
8
187
SH
SOLE
187
0
0
COOPER COS INC
COM NEW
216648402
116
649
SH
SOLE
649
0
0
COOPER TIRE & RUBR CO
COM
216831107
1174
34702
SH
SOLE
34702
0
0
COSTCO WHSL CORP NEW
COM
22160K105
1204
8915
SH
SOLE
8915
0
0
CRANE CO
COM
224399105
843
14359
SH
SOLE
14359
0
0
CREDICORP LTD
COM
G2519Y108
598
4303
SH
SOLE
4303
0
0
CROWN HOLDINGS INC
COM
228368106
292
5524
SH
SOLE
5524
0
0
CST BRANDS INC
COM
12646R105
792
20269
SH
SOLE
20269
0
0
CSX CORP
COM
126408103
866
26523
SH
SOLE
26523
0
0
CTRIP COM INTL LTD
NOTE 1.250%10/1
22943FAD2
20680
18000000
PRN
SOLE
18000000
0
0
CUMMINS INC
COM
231021106
192
1460
SH
SOLE
1460
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
226
19195
SH
SOLE
19195
0
0
CYTEC INDS INC
COM
232820100
48
797
SH
SOLE
797
0
0
DARDEN RESTAURANTS INC
COM
237194105
561
7892
SH
SOLE
7892
0
0
DARLING INTL INC
COM
237266101
69
4710
SH
SOLE
4710
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
459
5770
SH
SOLE
5770
0
0
DECKERS OUTDOOR CORP
COM
243537107
1131
15710
SH
SOLE
15710
0
0
DELEK US HLDGS INC
COM
246647101
19679
534465
SH
SOLE
534465
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
28335
689743
SH
SOLE
689743
0
0
DENTSPLY INTL INC NEW
COM
249030107
59
1144
SH
SOLE
1144
0
0
DEVELOPERS DIVERSIFIED RLTY
NOTE 1.750%11/1
251591AX1
16272
15000000
PRN
SOLE
15000000
0
0
DEVON ENERGY CORP NEW
COM
25179M103
224
3762
SH
SOLE
3762
0
0
DICKS SPORTING GOODS INC
COM
253393102
618
11945
SH
SOLE
11945
0
0
DILLARDS INC
CL A
254067101
4867
46273
SH
SOLE
46273
0
0
DISCOVER FINL SVCS
COM
254709108
56
978
SH
SOLE
978
0
0
DISH NETWORK CORP
CL A
25470M109
1483
21905
SH
SOLE
21905
0
0
DOMINION RES INC VA NEW
UNIT 04/01/2013
25746U703
40270
750000
SH
SOLE
750000
0
0
DOMINOS PIZZA INC
COM
25754A201
1953
17220
SH
SOLE
17220
0
0
DONNELLEY R R & SONS CO
COM
257867101
523
30027
SH
SOLE
30027
0
0
DONNELLEY R R & SONS CO
COM
257867101
27278
1567700
SH
Put
SOLE
1567700
0
0
DOVER CORP
COM
260003108
101
1443
SH
SOLE
1443
0
0
DOW CHEM CO
COM
260543103
380
7424
SH
SOLE
7424
0
0
DRYSHIPS INC
SHS
Y2109Q101
13324
22161883
SH
SOLE
22161883
0
0
DST SYS INC DEL
COM
233326107
388
3083
SH
SOLE
3083
0
0
DSW INC
CL A
23334L102
739
22137
SH
SOLE
22137
0
0
DTE ENERGY CO
COM
233331107
805
10780
SH
SOLE
10780
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
646
10107
SH
SOLE
10107
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
591
4845
SH
SOLE
4845
0
0
E M C CORP MASS
COM
268648102
6
239
SH
SOLE
239
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
1309
43707
SH
SOLE
43707
0
0
EAST WEST BANCORP INC
COM
27579R104
1979
44164
SH
SOLE
44164
0
0
EASTMAN CHEM CO
COM
277432100
3887
47508
SH
SOLE
47508
0
0
EASTMAN KODAK CO
*W EXP 09/03/201
277461133
1034
255679
SH
SOLE
255679
0
0
EASTMAN KODAK CO
*W EXP 09/03/201
277461141
867
255679
SH
SOLE
255679
0
0
EASTMAN KODAK CO
COM NEW
277461406
125150
7449406
SH
SOLE
7449406
0
0
EATON VANCE CORP
COM NON VTG
278265103
51
1302
SH
SOLE
1302
0
0
EBAY INC
COM
278642103
275
4572
SH
SOLE
4572
0
0
ECLIPSE RES CORP
COM
27890G100
1804
444300
SH
Put
SOLE
444300
0
0
ELECTRONIC ARTS INC
COM
285512109
81
1214
SH
SOLE
1214
0
0
ELECTRUM SPL ACQUISITION COR
UNIT 99/99/9999
G3105C120
11022
1100000
SH
SOLE
1100000
0
0
EMERSON ELEC CO
COM
291011104
160
2878
SH
SOLE
2878
0
0
ENDO INTL PLC
SHS
G30401106
115
1449
SH
SOLE
1449
0
0
ENERGEN CORP
COM
29265N108
246
3603
SH
SOLE
3603
0
0
ENERGIZER HLDGS INC
COM
29266R108
395
3001
SH
SOLE
3001
0
0
ENTERGY CORP NEW
COM
29364G103
44
624
SH
SOLE
624
0
0
EOG RES INC
COM
26875P101
4
49
SH
SOLE
49
0
0
EQT CORP
COM
26884L109
98
1200
SH
SOLE
1200
0
0
EQUIFAX INC
COM
294429105
1604
16524
SH
SOLE
16524
0
0
EQUINIX INC
COM PAR $0.001
29444U700
125
493
SH
SOLE
493
0
0
ESTERLINE TECHNOLOGIES CORP
COM
297425100
4
44
SH
SOLE
44
0
0
EURONAV NV ANTWERPEN
SHS
B38564108
100690
6798818
SH
SOLE
6798818
0
0
EURONET WORLDWIDE INC
COM
298736109
5430
88000
SH
SOLE
88000
0
0
EXPEDIA INC DEL
COM NEW
30212P303
478
4371
SH
SOLE
4371
0
0
EXPEDITORS INTL WASH INC
COM
302130109
143
3095
SH
SOLE
3095
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
409
4597
SH
SOLE
4597
0
0
EXXON MOBIL CORP
COM
30231G102
203
2442
SH
SOLE
2442
0
0
F5 NETWORKS INC
COM
315616102
669
5558
SH
SOLE
5558
0
0
FACTSET RESH SYS INC
COM
303075105
1031
6342
SH
SOLE
6342
0
0
FAMILY DLR STORES INC
COM
307000109
293
3721
SH
SOLE
3721
0
0
FIAT CHRYSLER AUTOMOBILES N
MAN COV SEC 16
N31738110
241395
1900000
SH
SOLE
1900000
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
103357
2794190
SH
SOLE
2794190
0
0
FIFTH THIRD BANCORP
COM
316773100
67
3228
SH
SOLE
3228
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
763
12103
SH
SOLE
12103
0
0
FIRST SOLAR INC
COM
336433107
808
17197
SH
SOLE
17197
0
0
FIRSTENERGY CORP
COM
337932107
579
17773
SH
SOLE
17773
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
74559
477760
SH
SOLE
477760
0
0
FLEXTRONICS INTL LTD
ORD
Y2573F102
636
56217
SH
SOLE
56217
0
0
FLIR SYS INC
COM
302445101
458
14874
SH
SOLE
14874
0
0
FLUOR CORP NEW
COM
343412102
910
17165
SH
SOLE
17165
0
0
FMC TECHNOLOGIES INC
COM
30249U101
382
9197
SH
SOLE
9197
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
4530
300000
SH
Call
SOLE
300000
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
4530
300000
SH
Put
SOLE
300000
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
5291
352504
SH
SOLE
352504
0
0
FORWARD PHARMA A/S
SPONSORED ADR
34986J105
24539
644924
SH
SOLE
644924
0
0
FRANKLIN RES INC
COM
354613101
466
9503
SH
SOLE
9503
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
36592
3090500
SH
Put
SOLE
3090500
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
596
12605
SH
SOLE
12605
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
34028
928216
SH
SOLE
928216
0
0
GANNETT SPINCO INC
COM
36473H104
585
41850
SH
SOLE
41850
0
0
GAP INC DEL
COM
364760108
10723
280922
SH
SOLE
280922
0
0
GARMIN LTD
SHS
H2906T109
176
3995
SH
SOLE
3995
0
0
GARTNER INC
COM
366651107
95
1108
SH
SOLE
1108
0
0
GENCORP INC
SDCV 4.062%12/3
368682AN0
98423
43000000
SH
SOLE
43000000
0
0
GENER8 MARITIME INC
COM
Y26889108
106899
7842929
SH
SOLE
7842929
0
0
GENERAL DYNAMICS CORP
COM
369550108
577
4071
SH
SOLE
4071
0
0
GENERAL ELECTRIC CO
COM
369604103
164
6181
SH
SOLE
6181
0
0
GENERAL MTRS CO
*W EXP 07/10/201
37045V118
149
6186
SH
SOLE
6186
0
0
GENERAL MTRS CO
*W EXP 07/10/201
37045V126
99
6186
SH
SOLE
6186
0
0
GENERAL MTRS CO
COM
37045V100
50665
1520116
SH
SOLE
1520116
0
0
GENESEE & WYO INC
CL A
371559105
90
1184
SH
SOLE
1184
0
0
GENTEX CORP
COM
371901109
617
37584
SH
SOLE
37584
0
0
GENUINE PARTS CO
COM
372460105
943
10530
SH
SOLE
10530
0
0
GILEAD SCIENCES INC
COM
375558103
1006
8591
SH
SOLE
8591
0
0
GLOBAL DEFENSE & NATL SEC SY
COM
37953N108
5250
500000
SH
SOLE
500000
0
0
GLOBAL PMTS INC
COM
37940X102
206
1988
SH
SOLE
1988
0
0
GNC HLDGS INC
COM CL A
36191G107
431
9679
SH
SOLE
9679
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
769
25510
SH
SOLE
25510
0
0
GOOGLE INC
CL A
38259P508
28
52
SH
SOLE
52
0
0
GRAHAM HLDGS CO
COM
384637104
482
448
SH
SOLE
448
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
981
70416
SH
SOLE
70416
0
0
GROUPON INC
COM CL A
399473107
582
115636
SH
SOLE
115636
0
0
GRUBHUB INC
COM
400110102
376
11039
SH
SOLE
11039
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
160
3974
SH
SOLE
3974
0
0
HALLIBURTON CO
COM
406216101
491
11393
SH
SOLE
11393
0
0
HANGER INC
COM NEW
41043F208
19598
836071
SH
SOLE
836071
0
0
HARRIS CORP DEL
COM
413875105
509
6617
SH
SOLE
6617
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
124
2972
SH
SOLE
2972
0
0
HCC INS HLDGS INC
COM
404132102
614
7994
SH
SOLE
7994
0
0
HCI GROUP INC
COM
40416E103
1497
33855
SH
SOLE
33855
0
0
HCI GROUP INC
NOTE 3.875% 3/1
40416EAB9
21781
22200000
PRN
SOLE
22200000
0
0
HD SUPPLY HLDGS INC
COM
40416M105
148
4197
SH
SOLE
4197
0
0
HEALTH NET INC
COM
42222G108
511
7977
SH
SOLE
7977
0
0
HEALTHSOUTH CORP
COM NEW
421924309
157
3415
SH
SOLE
3415
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
25787
468095
SH
SOLE
468095
0
0
HERCULES TECH GROWTH CAP INC
NOTE 6.000% 4/1
427096AB8
7864
7430000
PRN
SOLE
7430000
0
0
HESS CORP
COM
42809H107
42
631
SH
SOLE
631
0
0
HEWLETT PACKARD CO
COM
428236103
774
25806
SH
SOLE
25806
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A104
1388
50383
SH
SOLE
50383
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A104
60469
2278400
SH
Call
SOLE
2278400
0
0
HOLOGIC INC
COM
436440101
319
8381
SH
SOLE
8381
0
0
HOME DEPOT INC
COM
437076102
252
2271
SH
SOLE
2271
0
0
HORMEL FOODS CORP
COM
440452100
429
7617
SH
SOLE
7617
0
0
HOVNANIAN ENTERPRISES INC
CL A
442487203
1987
747170
SH
SOLE
747170
0
0
HUDSON CITY BANCORP
COM
443683107
814
82407
SH
SOLE
82407
0
0
HUMANA INC
COM
444859102
220
1151
SH
SOLE
1151
0
0
HUNT J B TRANS SVCS INC
COM
445658107
289
3519
SH
SOLE
3519
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
1337
118206
SH
SOLE
118206
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1122
9963
SH
SOLE
9963
0
0
HUNTSMAN CORP
COM
447011107
8697
394077
SH
SOLE
394077
0
0
IAC INTERACTIVECORP
COM PAR $.001
44919P508
57781
725351
SH
SOLE
725351
0
0
IAC INTERACTIVECORP
COM PAR $.001
44919P508
76967
996600
SH
Call
SOLE
996600
0
0
IAMGOLD CORP
COM
450913108
15246
10442700
SH
Put
SOLE
10442700
0
0
IDEXX LABS INC
COM
45168D104
275
4290
SH
SOLE
4290
0
0
IHS INC
CL A
451734107
55
430
SH
SOLE
430
0
0
ILLINOIS TOOL WKS INC
COM
452308109
211
2297
SH
SOLE
2297
0
0
IMPAX LABORATORIES INC
COM
45256B101
2972
64722
SH
SOLE
64722
0
0
INCYTE CORP
COM
45337C102
147
1408
SH
SOLE
1408
0
0
INGRAM MICRO INC
CL A
457153104
767
30636
SH
SOLE
30636
0
0
INTEL CORP
SDCV 2.950%12/1
458140AD2
36165
30000000
SH
SOLE
30000000
0
0
INTERDIGITAL INC
NOTE 2.500% 3/1
458660AB3
11136
10000000
PRN
SOLE
10000000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
71
436
SH
SOLE
436
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
717
6558
SH
SOLE
6558
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
176
9111
SH
SOLE
9111
0
0
INTL PAPER CO
COM
460146103
933
19609
SH
SOLE
19609
0
0
INTUIT
COM
461202103
343
3405
SH
SOLE
3405
0
0
INVESCO LTD
SHS
G491BT108
1692
45123
SH
SOLE
45123
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
1640
133370
SH
SOLE
133370
0
0
IPG PHOTONICS CORP
COM
44980X109
307
3604
SH
SOLE
3604
0
0
ITC HLDGS CORP
COM
465685105
2132
66251
SH
SOLE
66251
0
0
ITT CORP NEW
COM NEW
450911201
749
17909
SH
SOLE
17909
0
0
JACK IN THE BOX INC
COM
466367109
1533
17386
SH
SOLE
17386
0
0
JANUS CAP GROUP INC
COM
47102X105
1028
60036
SH
SOLE
60036
0
0
JARDEN CORP
NOTE 1.500% 6/1
471109AL2
20192
14500000
PRN
SOLE
14500000
0
0
JARDEN CORP
NOTE 1.875% 9/1
471109AH1
50560
30000000
PRN
SOLE
30000000
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
569
3232
SH
SOLE
3232
0
0
JETBLUE AIRWAYS CORP
COM
477143101
378
18192
SH
SOLE
18192
0
0
JOHNSON & JOHNSON
COM
478160104
402
4121
SH
SOLE
4121
0
0
JOHNSON CTLS INC
COM
478366107
126
2537
SH
SOLE
2537
0
0
JUNIPER NETWORKS INC
COM
48203R104
1029
39622
SH
SOLE
39622
0
0
KAR AUCTION SVCS INC
COM
48238T109
365
9751
SH
SOLE
9751
0
0
KATE SPADE & CO
COM
485865109
148
6849
SH
SOLE
6849
0
0
KB HOME
COM
48666K109
1493
89928
SH
SOLE
89928
0
0
KELLOGG CO
COM
487836108
32
514
SH
SOLE
514
0
0
KEURIG GREEN MTN INC
COM
49271M100
163
2122
SH
SOLE
2122
0
0
KEYCORP NEW
COM
493267108
1139
75841
SH
SOLE
75841
0
0
KIMBERLY CLARK CORP
COM
494368103
102
962
SH
SOLE
962
0
0
KINDER MORGAN INC DEL
*W EXP 05/25/201
49456B119
2010
750000
SH
SOLE
750000
0
0
KINDER MORGAN INC DEL
COM
49456B101
39
1006
SH
SOLE
1006
0
0
KING DIGITAL ENTMT PLC
ORD SHS
G5258J109
197
13804
SH
SOLE
13804
0
0
KIRBY CORP
COM
497266106
473
6166
SH
SOLE
6166
0
0
KLA-TENCOR CORP
COM
482480100
86
1524
SH
SOLE
1524
0
0
KOHLS CORP
COM
500255104
13344
213135
SH
SOLE
213135
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
55
642
SH
SOLE
642
0
0
L BRANDS INC
COM
501797104
451
5263
SH
SOLE
5263
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
157
1384
SH
SOLE
1384
0
0
LANDSTAR SYS INC
COM
515098101
148
2207
SH
SOLE
2207
0
0
LAUDER ESTEE COS INC
CL A
518439104
38
439
SH
SOLE
439
0
0
LEGG MASON INC
COM
524901105
882
17107
SH
SOLE
17107
0
0
LEGGETT & PLATT INC
COM
524660107
105
2149
SH
SOLE
2149
0
0
LENNOX INTL INC
COM
526107107
185
1714
SH
SOLE
1714
0
0
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
21466
397000
SH
Call
SOLE
397000
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
1457
28778
SH
SOLE
28778
0
0
LIBERTY INTERACTIVE CORP
INT COM SER A
53071M104
380
13703
SH
SOLE
13703
0
0
LIBERTY INTERACTIVE CORP
LBT VENT COM A
53071M880
869
22141
SH
SOLE
22141
0
0
LIBERTY MEDIA CORP DELAWARE
CL A
531229102
1235
34269
SH
SOLE
34269
0
0
LILLY ELI & CO
COM
532457108
202
2425
SH
SOLE
2425
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
854
14030
SH
SOLE
14030
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
86
1950
SH
SOLE
1950
0
0
LIONS GATE ENTMNT CORP
COM NEW
535919203
264
7129
SH
SOLE
7129
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
55
1986
SH
SOLE
1986
0
0
LOCKHEED MARTIN CORP
COM
539830109
269
1449
SH
SOLE
1449
0
0
LOEWS CORP
COM
540424108
1701
44171
SH
SOLE
44171
0
0
LOWES COS INC
COM
548661107
122
1819
SH
SOLE
1819
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
526
5077
SH
SOLE
5077
0
0
MACQUARIE INFRASTR CO LLC
MEMBERSHIP INT
55608B105
3954
47852
SH
SOLE
47852
0
0
MACYS INC
COM
55616P104
219
3245
SH
SOLE
3245
0
0
MADISON SQUARE GARDEN CO
CL A
55826P100
271
3250
SH
SOLE
3250
0
0
MAGELLAN HEALTH SVCS INC
COM NEW
559079207
38748
552986
SH
SOLE
552986
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
182
1542
SH
SOLE
1542
0
0
MANPOWERGROUP INC
COM
56418H100
170
1903
SH
SOLE
1903
0
0
MARATHON OIL CORP
COM
565849106
89
3367
SH
SOLE
3367
0
0
MARATHON PETE CORP
COM
56585A102
105
2000
SH
SOLE
2000
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
6028
339390
SH
SOLE
339390
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
26920
2000000
SH
Call
SOLE
2000000
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
26920
2000000
SH
Put
SOLE
2000000
0
0
MARSH & MCLENNAN COS INC
COM
571748102
960
16929
SH
SOLE
16929
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
1174
89022
SH
SOLE
89022
0
0
MATTEL INC
COM
577081102
7080
275584
SH
SOLE
275584
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
169
4890
SH
SOLE
4890
0
0
MCDONALDS CORP
COM
580135101
230
2415
SH
SOLE
2415
0
0
MCGRAW HILL COS INC
COM
580645109
889
8852
SH
SOLE
8852
0
0
MCKESSON CORP
COM
58155Q103
1091
4854
SH
SOLE
4854
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
150
1664
SH
SOLE
1664
0
0
MEDIVATION INC
COM
58501N101
278
2430
SH
SOLE
2430
0
0
MEDIVATION INC
NOTE 2.625% 4/0
58501NAA9
55586
25000000
PRN
SOLE
25000000
0
0
MENTOR GRAPHICS CORP
SDCV 4.000% 4/0
587200AK2
4091
3000000
SH
SOLE
3000000
0
0
MERCK & CO INC NEW
COM
58933Y105
75
1322
SH
SOLE
1322
0
0
METALDYNE PERFORMANCE GROUP
COM
59116R107
19748
1088046
SH
SOLE
1088046
0
0
METLIFE INC
COM
59156R108
28120
502225
SH
SOLE
502225
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
40793
24035000
PRN
SOLE
24035000
0
0
MGIC INVT CORP WIS
NOTE 5.000% 5/0
552848AD5
20197
17500000
PRN
SOLE
17500000
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
15172
831333
SH
SOLE
831333
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
19650
1000000
SH
Put
SOLE
1000000
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
1526
36262
SH
SOLE
36262
0
0
MICROSOFT CORP
COM
594918104
384
8693
SH
SOLE
8693
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
17745
10000000
PRN
SOLE
10000000
0
0
MOLSON COORS BREWING CO
CL B
60871R209
806
11546
SH
SOLE
11546
0
0
MONDELEZ INTL INC
CL A
609207105
129
3125
SH
SOLE
3125
0
0
MONSANTO CO NEW
COM
61166W101
989
9277
SH
SOLE
9277
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
109
815
SH
SOLE
815
0
0
MOSAIC CO NEW
COM
61945C103
43
909
SH
SOLE
909
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
388
6772
SH
SOLE
6772
0
0
MSCI INC
COM
55354G100
2331
37879
SH
SOLE
37879
0
0
MURPHY OIL CORP
COM
626717102
56
1342
SH
SOLE
1342
0
0
NAVIENT CORP
COM
63938C108
648
35564
SH
SOLE
35564
0
0
NCR CORP NEW
COM
62886E108
384
12765
SH
SOLE
12765
0
0
NETAPP INC
COM
64110D104
173
5494
SH
SOLE
5494
0
0
NEW GOLD INC CDA
COM
644535106
15138
5627410
SH
SOLE
5627410
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1133
61638
SH
SOLE
61638
0
0
NEWFIELD EXPL CO
COM
651290108
47
1299
SH
SOLE
1299
0
0
NEWMARKET CORP
COM
651587107
930
2095
SH
SOLE
2095
0
0
NEWMONT MINING CORP
COM
651639106
46
1989
SH
SOLE
1989
0
0
NEXTERA ENERGY INC
UNIT 09/01/2015
65339F887
41985
680000
SH
SOLE
680000
0
0
NIKE INC
CL B
654106103
1203
11140
SH
SOLE
11140
0
0
NORFOLK SOUTHERN CORP
COM
655844108
24
270
SH
SOLE
270
0
0
NORTHROP GRUMMAN CORP
COM
666807102
384
2423
SH
SOLE
2423
0
0
NORTHSTAR RLTY FIN CORP
COM NEW
66704R704
38395
2414776
SH
SOLE
2414776
0
0
NRG ENERGY INC
COM NEW
629377508
5183
226547
SH
SOLE
226547
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
101
2153
SH
SOLE
2153
0
0
NVR INC
COM
62944T105
509
380
SH
SOLE
380
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
605
6158
SH
SOLE
6158
0
0
OCEANEERING INTL INC
COM
675232102
241
5176
SH
SOLE
5176
0
0
OGE ENERGY CORP
COM
670837103
736
25776
SH
SOLE
25776
0
0
OIL STS INTL INC
COM
678026105
383
10289
SH
SOLE
10289
0
0
OLD DOMINION FGHT LINES INC
COM
679580100
829
12088
SH
SOLE
12088
0
0
OMNICOM GROUP INC
COM
681919106
281
4049
SH
SOLE
4049
0
0
ON SEMICONDUCTOR CORP
COM
682189105
2257
193054
SH
SOLE
193054
0
0
ONEOK INC NEW
COM
682680103
276
6990
SH
SOLE
6990
0
0
OPKO HEALTH INC
COM
68375N103
332
20665
SH
SOLE
20665
0
0
ORACLE CORP
COM
68389X105
1212
30072
SH
SOLE
30072
0
0
ORBITAL ATK INC
COM
68557N103
834
11363
SH
SOLE
11363
0
0
OSHKOSH CORP
COM
688239201
85
2016
SH
SOLE
2016
0
0
OWENS CORNING NEW
COM
690742101
255
6175
SH
SOLE
6175
0
0
OWENS ILL INC
COM NEW
690768403
423
18432
SH
SOLE
18432
0
0
PACIRA PHARMACEUTICALS INC
COM
695127100
122
1725
SH
SOLE
1725
0
0
PACKAGING CORP AMER
COM
695156109
752
12028
SH
SOLE
12028
0
0
PACWEST BANCORP DEL
COM
695263103
671
14344
SH
SOLE
14344
0
0
PALL CORP
COM
696429307
131
1050
SH
SOLE
1050
0
0
PATTERSON COMPANIES INC
COM
703395103
668
13729
SH
SOLE
13729
0
0
PAYCHEX INC
COM
704326107
942
20093
SH
SOLE
20093
0
0
PBF ENERGY INC
CL A
69318G106
227
7999
SH
SOLE
7999
0
0
PENNEY J C INC
COM
708160106
3526
416285
SH
SOLE
416285
0
0
PEPSICO INC
COM
713448108
561
6010
SH
SOLE
6010
0
0
PERRIGO CO PLC
SHS
G97822103
770
4166
SH
SOLE
4166
0
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
6594
808100
SH
SOLE
808100
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
4805
530924
SH
SOLE
530924
0
0
PFIZER INC
COM
717081103
93
2787
SH
SOLE
2787
0
0
PHILIP MORRIS INTL INC
COM
718172109
499
6220
SH
SOLE
6220
0
0
PHILLIPS 66
COM
718546104
25
311
SH
SOLE
311
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
7006
305023
SH
SOLE
305023
0
0
PINNACLE WEST CAP CORP
COM
723484101
1816
31924
SH
SOLE
31924
0
0
PIONEER NAT RES CO
COM
723787107
49686
358252
SH
SOLE
358252
0
0
PITNEY BOWES INC
COM
724479100
326
15645
SH
SOLE
15645
0
0
PORTFOLIO RECOVERY ASSOCS IN
NOTE 3.000% 8/0
73640QAB1
9267
8000000
PRN
SOLE
8000000
0
0
PRECISION CASTPARTS CORP
COM
740189105
551
2755
SH
SOLE
2755
0
0
PRICELINE COM INC
COM NEW
741503403
519
451
SH
SOLE
451
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
1260
24568
SH
SOLE
24568
0
0
PROCTER & GAMBLE CO
COM
742718109
650
8311
SH
SOLE
8311
0
0
PROOFPOINT INC
NOTE 1.250%12/1
743424AB9
42335
25000000
PRN
SOLE
25000000
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
374
9524
SH
SOLE
9524
0
0
PULTE GROUP INC
COM
745867101
277
13745
SH
SOLE
13745
0
0
PUMA BIOTECHNOLOGY INC
COM
74587V107
279
2392
SH
SOLE
2392
0
0
QEP RES INC
COM
74733V100
558
30172
SH
SOLE
30172
0
0
QORVO INC
COM
74736K101
152
1899
SH
SOLE
1899
0
0
QUALCOMM INC
COM
747525103
237
3782
SH
SOLE
3782
0
0
QUANTA SVCS INC
COM
74762E102
204
7065
SH
SOLE
7065
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
530
7306
SH
SOLE
7306
0
0
QUESTAR CORP
COM
748356102
191
9136
SH
SOLE
9136
0
0
QUINPARIO ACQUISITION CORP 2
UNIT 01/01/2023
74874U200
36053
3450000
SH
SOLE
3450000
0
0
QUINTILES TRANSNATIO HLDGS I
COM
74876Y101
170
2343
SH
SOLE
2343
0
0
RACKSPACE HOSTING INC
COM
750086100
24
645
SH
SOLE
645
0
0
RAYTHEON CO
COM NEW
755111507
479
5004
SH
SOLE
5004
0
0
RED HAT INC
COM
756577102
13423
176779
SH
SOLE
176779
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
35
69
SH
SOLE
69
0
0
REGIONS FINL CORP NEW
COM
7591EP100
270
26107
SH
SOLE
26107
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
9
95
SH
SOLE
95
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
992
9774
SH
SOLE
9774
0
0
REPUBLIC SVCS INC
COM
760759100
702
17910
SH
SOLE
17910
0
0
RESTORATION HARDWARE HLDGS I
DBCV 7/1
761283AB6
14928
15000000
SH
SOLE
15000000
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
28375
742800
SH
Put
SOLE
742800
0
0
ROBERT HALF INTL INC
COM
770323103
160
2891
SH
SOLE
2891
0
0
ROI ACQUISITION CORP II
*W EXP 99/99/999
74966G119
167
642555
SH
SOLE
642555
0
0
ROI ACQUISITION CORP II
COM
74966G101
6586
642555
SH
SOLE
642555
0
0
ROPER INDS INC NEW
COM
776696106
55
319
SH
SOLE
319
0
0
ROSS STORES INC
COM
778296103
617
12698
SH
SOLE
12698
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
1529
25000
SH
SOLE
25000
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
43643
750000
SH
Put
SOLE
750000
0
0
RPM INTL INC
COM
749685103
3919
80031
SH
SOLE
80031
0
0
RYLAND GROUP INC
NOTE 1.625% 5/1
783764AQ6
22738
15000000
PRN
SOLE
15000000
0
0
SABRE CORP
COM
78573M104
391
16411
SH
SOLE
16411
0
0
SALESFORCE COM INC
COM
79466L302
468
6721
SH
SOLE
6721
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
66
2083
SH
SOLE
2083
0
0
SANDERSON FARMS INC
COM
800013104
22831
303769
SH
SOLE
303769
0
0
SANDISK CORP
COM
80004C101
348
5972
SH
SOLE
5972
0
0
SCHEIN HENRY INC
COM
806407102
14
102
SH
SOLE
102
0
0
SCHLUMBERGER LTD
COM
806857108
440
5106
SH
SOLE
5106
0
0
SEACOR HOLDINGS INC
NOTE 2.500%12/1
811904AM3
25686
25000000
PRN
SOLE
25000000
0
0
SEALED AIR CORP NEW
COM
81211K100
121
2362
SH
SOLE
2362
0
0
SEI INVESTMENTS CO
COM
784117103
20
413
SH
SOLE
413
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
21733
306400
SH
Put
SOLE
306400
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
31663
446400
SH
Call
SOLE
446400
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
2396
31879
SH
SOLE
31879
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
35406
1400000
SH
Call
SOLE
1400000
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
35406
1400000
SH
Put
SOLE
1400000
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
8205
169564
SH
SOLE
169564
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
50677
1100000
SH
Call
SOLE
1100000
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
50677
1100000
SH
Put
SOLE
1100000
0
0
SERVICE CORP INTL
COM
817565104
142
4838
SH
SOLE
4838
0
0
SERVICENOW INC
COM
81762P102
269
3623
SH
SOLE
3623
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
1694
11571
SH
SOLE
11571
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
123
956
SH
SOLE
956
0
0
SINA CORP
ORD
G81477104
207
3867
SH
SOLE
3867
0
0
SIRIUS XM HLDGS INC
COM
82968B103
1164
312179
SH
SOLE
312179
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
497
11091
SH
SOLE
11091
0
0
SKECHERS U S A INC
CL A
830566105
812
7399
SH
SOLE
7399
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
368
3535
SH
SOLE
3535
0
0
SLM CORP
COM
78442P106
478
48408
SH
SOLE
48408
0
0
SMITH A O
COM
831865209
466
6468
SH
SOLE
6468
0
0
SMUCKER J M CO
COM NEW
832696405
232
2144
SH
SOLE
2144
0
0
SNAP ON INC
COM
833034101
323
2030
SH
SOLE
2030
0
0
SOLARWINDS INC
COM
83416B109
214
4634
SH
SOLE
4634
0
0
SOLERA HOLDINGS INC
COM
83421A104
58
1292
SH
SOLE
1292
0
0
SONOCO PRODS CO
COM
835495102
415
9682
SH
SOLE
9682
0
0
SOUTHWEST AIRLS CO
COM
844741108
26
787
SH
SOLE
787
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
9206
81926
SH
SOLE
81926
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
166416
1600000
SH
Call
SOLE
1600000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
166416
1600000
SH
Put
SOLE
1600000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
0
2
SH
SOLE
2
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
52705
250000
SH
Call
SOLE
250000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
289878
1375000
SH
Put
SOLE
1375000
0
0
SPDR SER TR
SHT TRM HGH YLD
78468R408
9627
333000
SH
SOLE
333000
0
0
SPECTRA ENERGY CORP
COM
847560109
168
5142
SH
SOLE
5142
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
783
14205
SH
SOLE
14205
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
7100
7500000
PRN
SOLE
7500000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
23353
25000000
PRN
SOLE
25000000
0
0
SPRINT CORP
COM SER 1
85207U105
222
48677
SH
SOLE
48677
0
0
ST JUDE MED INC
COM
790849103
796
10899
SH
SOLE
10899
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
6113
5000000
PRN
SOLE
5000000
0
0
STAPLES INC
COM
855030102
484
31638
SH
SOLE
31638
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
40367
497808
SH
SOLE
497808
0
0
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
55654
52500000
PRN
SOLE
52500000
0
0
STARZ
LIBRTY CAP COM A
85571Q102
502
11228
SH
SOLE
11228
0
0
STILLWATER MNG CO
COM
86074Q102
6873
725000
SH
Call
SOLE
725000
0
0
STILLWATER MNG CO
COM
86074Q102
17674
1524900
SH
SOLE
1524900
0
0
SUNEDISON INC
NOTE 2.750% 1/0
86732YAD1
26665
12500000
PRN
SOLE
12500000
0
0
SUNTRUST BKS INC
COM
867914103
719
16716
SH
SOLE
16716
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
247
11740
SH
SOLE
11740
0
0
SVB FINL GROUP
COM
78486Q101
423
2937
SH
SOLE
2937
0
0
SWIFT TRANSN CO
CL A
87074U101
104
4596
SH
SOLE
4596
0
0
SYMANTEC CORP
COM
871503108
436
18758
SH
SOLE
18758
0
0
SYNAPTICS INC
COM
87157D109
103
1190
SH
SOLE
1190
0
0
SYNOPSYS INC
COM
871607107
434
8563
SH
SOLE
8563
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
13
421
SH
SOLE
421
0
0
TABLEAU SOFTWARE INC
CL A
87336U105
249
2158
SH
SOLE
2158
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
82
2964
SH
SOLE
2964
0
0
TALMER BANCORP INC
COM
87482X101
399
23800
SH
SOLE
23800
0
0
TARGA RES CORP
COM
87612G101
160
1797
SH
SOLE
1797
0
0
TARGET CORP
COM
87612E106
420
5144
SH
SOLE
5144
0
0
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
19670
136895
SH
SOLE
136895
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
13
201
SH
SOLE
201
0
0
TEGNA INC
COM
87901J105
1649
51424
SH
SOLE
51424
0
0
TERADATA CORP DEL
COM
88076W103
247
6677
SH
SOLE
6677
0
0
TERADYNE INC
COM
880770102
465
24109
SH
SOLE
24109
0
0
TEREX CORP NEW
COM
880779103
53
2277
SH
SOLE
2277
0
0
TERRAPIN 3 ACQUISITION CORP
UNIT 06/27/2019
88104P203
17259
1666714
SH
SOLE
1666714
0
0
TESLA MTRS INC
COM
88160R101
84652
317300
SH
Put
SOLE
317300
0
0
TESLA MTRS INC
NOTE 0.250% 3/0
88160RAB7
111590
113000000
PRN
SOLE
113000000
0
0
TESLA MTRS INC
NOTE 1.250% 3/0
88160RAC5
26630
27000000
PRN
SOLE
27000000
0
0
TESORO CORP
COM
881609101
98540
1167397
SH
SOLE
1167397
0
0
TEVA PHARMACEUTICAL FIN LLC
DBCV 0.250% 2/0
88163VAE9
30634
21850000
SH
SOLE
21850000
0
0
TEXAS INSTRS INC
COM
882508104
460
8931
SH
SOLE
8931
0
0
TEXTRON INC
COM
883203101
192
4305
SH
SOLE
4305
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
286
2201
SH
SOLE
2201
0
0
TIFFANY & CO NEW
COM
886547108
412
4485
SH
SOLE
4485
0
0
TIME WARNER CABLE INC
COM
88732J207
208570
1170624
SH
SOLE
1170624
0
0
TIME WARNER INC
COM NEW
887317303
746
8532
SH
SOLE
8532
0
0
TIMKEN CO
COM
887389104
646
17655
SH
SOLE
17655
0
0
TJX COS INC NEW
COM
872540109
247
3733
SH
SOLE
3733
0
0
T-MOBILE US INC
COM
872590104
440
11354
SH
SOLE
11354
0
0
TOLL BROTHERS INC
COM
889478103
1400
36671
SH
SOLE
36671
0
0
TOTAL SYS SVCS INC
COM
891906109
130
3124
SH
SOLE
3124
0
0
TOWER INTL INC
COM
891826109
30547
1172633
SH
SOLE
1172633
0
0
TRAVELERS COMPANIES INC
COM
89417E109
431
4454
SH
SOLE
4454
0
0
TRIBUNE MEDIA CO
CL A
896047503
874
16375
SH
SOLE
16375
0
0
TRINITY INDS INC
COM
896522109
523
19772
SH
SOLE
19772
0
0
TRIUMPH GROUP INC NEW
COM
896818101
751
11384
SH
SOLE
11384
0
0
TYSON FOODS INC
UNIT 99/99/9999
902494301
52065
1000000
SH
SOLE
1000000
0
0
UGI CORP NEW
COM
902681105
633
18367
SH
SOLE
18367
0
0
UMPQUA HLDGS CORP
COM
904214103
638
35443
SH
SOLE
35443
0
0
UNITED RENTALS INC
COM
911363109
596
6807
SH
SOLE
6807
0
0
UNITED STATES STL CORP NEW
COM
912909108
11153
540889
SH
SOLE
540889
0
0
UNITED STATES STL CORP NEW
COM
912909108
48116
2395000
SH
Put
SOLE
2395000
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
379
3421
SH
SOLE
3421
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
423
2434
SH
SOLE
2434
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
1104
9050
SH
SOLE
9050
0
0
UNUM GROUP
COM
91529Y106
70
1962
SH
SOLE
1962
0
0
URBAN OUTFITTERS INC
COM
917047102
124
3539
SH
SOLE
3539
0
0
US BANCORP DEL
COM NEW
902973304
954
21992
SH
SOLE
21992
0
0
V F CORP
COM
918204108
680
9747
SH
SOLE
9747
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
112052
504397
SH
SOLE
504397
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
97
1554
SH
SOLE
1554
0
0
VANGUARD INDEX FDS
REIT ETF
922908553
107
106700
SH
Put
SOLE
106700
0
0
VANTIV INC
CL A
92210H105
140
3669
SH
SOLE
3669
0
0
VASCO DATA SEC INTL INC
COM
92230Y104
16353
541668
SH
SOLE
541668
0
0
VCA ANTECH INC
COM
918194101
87
1595
SH
SOLE
1595
0
0
VECTOR GROUP LTD
FRNT 1/1
92240MAY4
28943
19500000
SH
SOLE
19500000
0
0
VERIFONE SYS INC
COM
92342Y109
508
14968
SH
SOLE
14968
0
0
VERINT SYS INC
COM
92343X100
81294
1338291
SH
SOLE
1338291
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
55695
30000000
SH
SOLE
30000000
0
0
VERISK ANALYTICS INC
CL A
92345Y106
1276
17538
SH
SOLE
17538
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
352
7546
SH
SOLE
7546
0
0
VIACOM INC NEW
CL B
92553P201
185
2855
SH
SOLE
2855
0
0
VISTEON CORP
COM NEW
92839U206
694
6614
SH
SOLE
6614
0
0
VMWARE INC
CL A COM
928563402
495
5769
SH
SOLE
5769
0
0
VULCAN MATLS CO
COM
929160109
253
3020
SH
SOLE
3020
0
0
WABTEC CORP
COM
929740108
346
3669
SH
SOLE
3669
0
0
WAL-MART STORES INC
COM
931142103
1249
17604
SH
SOLE
17604
0
0
WASTE CONNECTIONS INC
COM
941053100
1034
21954
SH
SOLE
21954
0
0
WASTE MGMT INC DEL
COM
94106L109
886
19109
SH
SOLE
19109
0
0
WATERS CORP
COM
941848103
33
256
SH
SOLE
256
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
295
24061
SH
SOLE
24061
0
0
WEC ENERGY GROUP INC
COM
92939U106
316
7024
SH
SOLE
7024
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
638
7518
SH
SOLE
7518
0
0
WELLS FARGO & CO NEW
COM
949746101
762
13547
SH
SOLE
13547
0
0
WENDYS CO
COM
95058W100
416
36845
SH
SOLE
36845
0
0
WESCO INTL INC
DBCV 6.000% 9/1
95082PAH8
111643
45812000
SH
SOLE
45812000
0
0
WESTAR ENERGY INC
COM
95709T100
466
13631
SH
SOLE
13631
0
0
WESTERN DIGITAL CORP
COM
958102105
146
1868
SH
SOLE
1868
0
0
WESTERN REFNG INC
COM
959319104
612
14027
SH
SOLE
14027
0
0
WESTLAKE CHEM CORP
COM
960413102
964
14049
SH
SOLE
14049
0
0
WHIRLPOOL CORP
COM
963320106
138
798
SH
SOLE
798
0
0
WHITEWAVE FOODS CO
COM CL A
966244105
450
9209
SH
SOLE
9209
0
0
WILLIS GROUP HOLDINGS PUBLIC
SHS
G96666105
1220
26009
SH
SOLE
26009
0
0
WISDOMTREE INVTS INC
COM
97717P104
34
1568
SH
SOLE
1568
0
0
WL ROSS HLDG CORP
UNIT 99/99/9999
92939D203
33826
2975045
SH
SOLE
2975045
0
0
WORKDAY INC
NOTE 0.750% 7/1
98138HAC5
27179
24000000
PRN
SOLE
24000000
0
0
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
10034
8500000
PRN
SOLE
8500000
0
0
WORLD FUEL SVCS CORP
COM
981475106
496
10335
SH
SOLE
10335
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
735
8978
SH
SOLE
8978
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
66070
808100
SH
Call
SOLE
808100
0
0
WYNN RESORTS LTD
COM
983134107
201
2036
SH
SOLE
2036
0
0
XCEL ENERGY INC
COM
98389B100
257
7981
SH
SOLE
7981
0
0
XEROX CORP
COM
984121103
2118
199094
SH
SOLE
199094
0
0
XILINX INC
COM
983919101
1633
36987
SH
SOLE
36987
0
0
XPO LOGISTICS INC
COM
983793100
144
3187
SH
SOLE
3187
0
0
XPO LOGISTICS INC
NOTE 4.500%10/0
983793AA8
15751
5600000
PRN
SOLE
5600000
0
0
XYLEM INC
COM
98419M100
199
5359
SH
SOLE
5359
0
0
YAHOO INC
COM
984332106
262
6658
SH
SOLE
6658
0
0
YANDEX N V
SHS CLASS A
N97284108
115
7556
SH
SOLE
7556
0
0
ZOETIS INC
CL A
98978V103
977
20262
SH
SOLE
20262
0
0