Chief Compliance Officer

0000950123-16-014923.txt : 20160216 0000950123-16-014923.hdr.sgml : 20160215 20160216134817 ACCESSION NUMBER: 0000950123-16-014923 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160216 DATE AS OF CHANGE: 20160216 EFFECTIVENESS DATE: 20160216 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: 161426175 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 12-31-2015 12-31-2015 BlueMountain Capital Management, LLC

280 PARK AVENUE, 12TH FLOOR New York NY 10017

13F HOLDINGS REPORT 028-14203 N Eric Albert Chief Compliance Officer 212-905-5647 /s/ Eric Albert New York NY 02-16-2016 0 627 5718488 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F 51JOB INC SP ADR REP COM 316827104 3075 104364 SH SOLE 104364 0 0 ABBOTT LABS COM 002824100 242 5389 SH SOLE 5389 0 0 ABBVIE INC COM 00287Y109 447 7538 SH SOLE 7538 0 0 ABERCROMBIE & FITCH CO CL A 002896207 45 1669 SH SOLE 1669 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 217 2072 SH SOLE 2072 0 0 ACUITY BRANDS INC COM 00508Y102 332 1421 SH SOLE 1421 0 0 ADOBE SYS INC COM 00724F101 857 9118 SH SOLE 9118 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 87 575 SH SOLE 575 0 0 AERCAP HOLDINGS NV SHS N00985106 45 1034 SH SOLE 1034 0 0 AETNA INC NEW COM 00817Y108 178 1650 SH SOLE 1650 0 0 AGCO CORP COM 001084102 259 5704 SH SOLE 5704 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 615 14715 SH SOLE 14715 0 0 AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 343 343350 SH SOLE 343350 0 0 AGROFRESH SOLUTIONS COM 00856G109 6330 1000000 SH SOLE 1000000 0 0 AIR LEASE CORP CL A 00912X302 241 7191 SH SOLE 7191 0 0 AIR PRODS & CHEMS INC COM 009158106 87848 675186 SH SOLE 675186 0 0 AK STL HLDG CORP COM 001547108 7650 3750000 SH Put SOLE 3750000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 112 2129 SH SOLE 2129 0 0 ALASKA AIR GROUP INC COM 011659109 324 4027 SH SOLE 4027 0 0 ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 6748 5000000 PRN SOLE 5000000 0 0 ALERE INC COM 01449J105 504 12896 SH SOLE 12896 0 0 ALKERMES PLC SHS G01767105 312 3929 SH SOLE 3929 0 0 ALLEGIANT TRAVEL CO COM 01748X102 235 1403 SH SOLE 1403 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 687 18474 SH SOLE 18474 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 751 29024 SH SOLE 29024 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 336 21832 SH SOLE 21832 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 158 1679 SH SOLE 1679 0 0 ALPHABET INC CAP STK CL A 02079K305 388 499 SH SOLE 499 0 0 ALTRIA GROUP INC COM 02209S103 1253 21527 SH SOLE 21527 0 0 AMAZON COM INC COM 023135106 301 446 SH SOLE 446 0 0 AMDOCS LTD SHS G02602103 422 7731 SH SOLE 7731 0 0 AMERCO COM 023586100 324 833 SH SOLE 833 0 0 AMEREN CORP COM 023608102 337 7789 SH SOLE 7789 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 254 5997 SH SOLE 5997 0 0 AMERICAN ELEC PWR INC COM 025537101 624 10705 SH SOLE 10705 0 0 AMERICAN EXPRESS CO COM 025816109 214701 3087000 SH Call SOLE 3087000 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 868 12040 SH SOLE 12040 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 325 5446 SH SOLE 5446 0 0 AMERIPRISE FINL INC COM 03076C106 174 1639 SH SOLE 1639 0 0 AMERISOURCEBERGEN CORP COM 03073E105 345 3323 SH SOLE 3323 0 0 AMGEN INC COM 031162100 534 3289 SH SOLE 3289 0 0 AMYRIS INC DBCV 9.500% 4/1 03236MAD3 3549 4000000 SH SOLE 4000000 0 0 ANADARKO PETE CORP COM 032511107 6748 138911 SH SOLE 138911 0 0 ANADARKO PETE CORP UNIT 99/99/9999 032511404 25831 750000 SH SOLE 750000 0 0 ANALOG DEVICES INC COM 032654105 564 10187 SH SOLE 10187 0 0 ANTHEM INC COM 036752103 6 42 SH SOLE 42 0 0 APPLE INC COM 037833100 501 4762 SH SOLE 4762 0 0 APPLIED MATLS INC COM 038222105 146 7799 SH SOLE 7799 0 0 APTARGROUP INC COM 038336103 358 4924 SH SOLE 4924 0 0 AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 9697 996600 SH SOLE 996600 0 0 ARAMARK COM 03852U106 87444 2711445 SH SOLE 2711445 0 0 ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 4105 629564 SH SOLE 629564 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2532 600000 SH Call SOLE 600000 0 0 ARCH CAP GROUP LTD ORD G0450A105 252 3611 SH SOLE 3611 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 146 3975 SH SOLE 3975 0 0 ARES CAP CORP COM 04010L103 210 14709 SH SOLE 14709 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 1112 24310 SH SOLE 24310 0 0 ARROW ELECTRS INC COM 042735100 103 1899 SH SOLE 1899 0 0 ASPEN TECHNOLOGY INC COM 045327103 285 7535 SH SOLE 7535 0 0 ASSURANT INC COM 04621X108 368 4565 SH SOLE 4565 0 0 AT&T INC COM 00206R102 4 116 SH SOLE 116 0 0 ATMOS ENERGY CORP COM 049560105 1039 16485 SH SOLE 16485 0 0 AUTODESK INC COM 052769106 67 1104 SH SOLE 1104 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 301 3548 SH SOLE 3548 0 0 AUTONATION INC COM 05329W102 270 4523 SH SOLE 4523 0 0 AUTOZONE INC COM 053332102 180 243 SH SOLE 243 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 166468 1146866 SH SOLE 1146866 0 0 AVERY DENNISON CORP COM 053611109 407 6502 SH SOLE 6502 0 0 AVIS BUDGET GROUP COM 053774105 3662 100919 SH SOLE 100919 0 0 AVNET INC COM 053807103 7007 163554 SH SOLE 163554 0 0 AXALTA COATING SYS LTD COM G0750C108 739 27724 SH SOLE 27724 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 641 11405 SH SOLE 11405 0 0 B/E AEROSPACE INC COM 073302101 73617 1737479 SH SOLE 1737479 0 0 BALL CORP COM 058498106 456 6263 SH SOLE 6263 0 0 BANK AMER CORP COM 060505104 78833 4684097 SH SOLE 4684097 0 0 BANK OF THE OZARKS INC COM 063904106 695 14052 SH SOLE 14052 0 0 BARD C R INC COM 067383109 583 3080 SH SOLE 3080 0 0 BAXTER INTL INC COM 071813109 336 8795 SH SOLE 8795 0 0 BEMIS INC COM 081437105 162 3632 SH SOLE 3632 0 0 BERKLEY W R CORP COM 084423102 387 7075 SH SOLE 7075 0 0 BERRY PLASTICS GROUP INC COM 08579W103 544 15041 SH SOLE 15041 0 0 BEST BUY INC COM 086516101 56011 1839458 SH SOLE 1839458 0 0 BIG LOTS INC COM 089302103 534 13854 SH SOLE 13854 0 0 BLOOMIN BRANDS INC COM 094235108 616 36469 SH SOLE 36469 0 0 BLUE BIRD CORP COM 095306106 4212 415400 SH SOLE 415400 0 0 BOEING CO COM 097023105 328 2267 SH SOLE 2267 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 249 8058 SH SOLE 8058 0 0 BOSTON BEER INC CL A 100557107 300 1486 SH SOLE 1486 0 0 BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 16830 1700000 SH SOLE 1700000 0 0 BROADCOM CORP CL A 111320107 91863 1588783 SH SOLE 1588783 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 443 8239 SH SOLE 8239 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 995 108346 SH SOLE 108346 0 0 BROOKDALE SR LIVING INC COM 112463104 30434 1648631 SH SOLE 1648631 0 0 BRUNSWICK CORP COM 117043109 1256 24865 SH SOLE 24865 0 0 BUNGE LIMITED COM G16962105 1011 14803 SH SOLE 14803 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 77 1241 SH SOLE 1241 0 0 CA INC COM 12673P105 493 17277 SH SOLE 17277 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 498 23924 SH SOLE 23924 0 0 CAMPBELL SOUP CO COM 134429109 410 7805 SH SOLE 7805 0 0 CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 24875 2500000 SH SOLE 2500000 0 0 CARDINAL HEALTH INC COM 14149Y108 17 191 SH SOLE 191 0 0 CARNIVAL CORP PAIRED CTF 143658300 750 13763 SH SOLE 13763 0 0 CARTER INC COM 146229109 624 7007 SH SOLE 7007 0 0 CASEYS GEN STORES INC COM 147528103 49 405 SH SOLE 405 0 0 CATERPILLAR INC DEL COM 149123101 205 3016 SH SOLE 3016 0 0 CBS CORP NEW CL B 124857202 515 10925 SH SOLE 10925 0 0 CDK GLOBAL INC COM 12508E101 8 160 SH SOLE 160 0 0 CDW CORP COM 12514G108 666 15846 SH SOLE 15846 0 0 CELANESE CORP DEL COM SER A 150870103 149 2208 SH SOLE 2208 0 0 CELGENE CORP COM 151020104 147 1228 SH SOLE 1228 0 0 CF INDS HLDGS INC COM 125269100 116 2846 SH SOLE 2846 0 0 CHARLES RIV LABS INTL INC COM 159864107 525 6533 SH SOLE 6533 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 14 168 SH SOLE 168 0 0 CHEESECAKE FACTORY INC COM 163072101 167 3611 SH SOLE 3611 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 712 2000000 PRN SOLE 2000000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 956 2000000 PRN SOLE 2000000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 17755 36000000 PRN SOLE 36000000 0 0 CHEVRON CORP NEW COM 166764100 8456 94000 SH Call SOLE 94000 0 0 CHEVRON CORP NEW COM 166764100 8456 94000 SH Put SOLE 94000 0 0 CHURCH & DWIGHT INC COM 171340102 276 3248 SH SOLE 3248 0 0 CINEMARK HOLDINGS INC COM 17243V102 287 8595 SH SOLE 8595 0 0 CINTAS CORP COM 172908105 827 9084 SH SOLE 9084 0 0 CIRRUS LOGIC INC COM 172755100 167 5646 SH SOLE 5646 0 0 CISCO SYS INC COM 17275R102 803 29586 SH SOLE 29586 0 0 CIT GROUP INC COM NEW 125581801 445 11221 SH SOLE 11221 0 0 CITIGROUP INC COM NEW 172967424 603 11648 SH SOLE 11648 0 0 CITIZENS FINL GROUP INC COM 174610105 356 13587 SH SOLE 13587 0 0 CITRIX SYS INC COM 177376100 82 1089 SH SOLE 1089 0 0 CLOROX CO DEL COM 189054109 148 1166 SH SOLE 1166 0 0 CLOVIS ONCOLOGY INC COM 189464100 409 11687 SH SOLE 11687 0 0 COBALT INTL ENERGY INC COM 19075F106 133 24577 SH SOLE 24577 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 979 19885 SH SOLE 19885 0 0 COEUR MNG INC COM NEW 192108504 17272 6964639 SH SOLE 6964639 0 0 COGNEX CORP COM 192422103 145 4288 SH SOLE 4288 0 0 COLONY CAP INC CL A 19624R106 36505 1873951 SH SOLE 1873951 0 0 COLUMBIA PIPELINE GROUP INC COM 198280109 357 17831 SH SOLE 17831 0 0 COMCAST CORP NEW CL A 20030N101 912 16167 SH SOLE 16167 0 0 COMERICA INC COM 200340107 357 8538 SH SOLE 8538 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 3146 118571 SH SOLE 118571 0 0 COMPUTER SCIENCES CORP COM 205363104 223 6834 SH SOLE 6834 0 0 CONAGRA FOODS INC COM 205887102 40 948 SH SOLE 948 0 0 CONCHO RES INC COM 20605P101 51 547 SH SOLE 547 0 0 CONOCOPHILLIPS COM 20825C104 407 8721 SH SOLE 8721 0 0 CONOCOPHILLIPS COM 20825C104 3035 65000 SH Call SOLE 65000 0 0 CONOCOPHILLIPS COM 20825C104 3035 65000 SH Put SOLE 65000 0 0 CONSTELLATION BRANDS INC CL A 21036P108 532 3737 SH SOLE 3737 0 0 COTY INC COM CL A 222070203 153 5956 SH SOLE 5956 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 493 3891 SH SOLE 3891 0 0 CREDICORP LTD COM G2519Y108 44 457 SH SOLE 457 0 0 CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 2437 93752 SH SOLE 93752 0 0 CROWN HOLDINGS INC COM 228368106 492 9696 SH SOLE 9696 0 0 CSX CORP COM 126408103 317 12215 SH SOLE 12215 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 33143 25000000 PRN SOLE 25000000 0 0 CUMMINS INC COM 231021106 29 324 SH SOLE 324 0 0 CVS HEALTH CORP COM 126650100 520 5316 SH SOLE 5316 0 0 DANA HLDG CORP COM 235825205 255 18453 SH SOLE 18453 0 0 DARDEN RESTAURANTS INC COM 237194105 259 4077 SH SOLE 4077 0 0 DAVITA HEALTHCARE PARTNERS I COM 23918K108 55 795 SH SOLE 795 0 0 DELEK US HLDGS INC COM 246647101 20362 827731 SH SOLE 827731 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 50404 994349 SH SOLE 994349 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 8616 7500000 PRN SOLE 7500000 0 0 DEVON ENERGY CORP NEW COM 25179M103 432 13502 SH SOLE 13502 0 0 DEXCOM INC COM 252131107 119 1451 SH SOLE 1451 0 0 DICKS SPORTING GOODS INC COM 253393102 296 8383 SH SOLE 8383 0 0 DILLARDS INC CL A 254067101 2575 39189 SH SOLE 39189 0 0 DISH NETWORK CORP CL A 25470M109 962 16819 SH SOLE 16819 0 0 DISNEY WALT CO COM DISNEY 254687106 55 526 SH SOLE 526 0 0 DOMINOS PIZZA INC COM 25754A201 328 2951 SH SOLE 2951 0 0 DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 24000 2400000 SH SOLE 2400000 0 0 DOW CHEM CO COM 260543103 682 13241 SH SOLE 13241 0 0 DST SYS INC DEL COM 233326107 12 102 SH SOLE 102 0 0 DTE ENERGY CO COM 233331107 254 3165 SH SOLE 3165 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 482 7236 SH SOLE 7236 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 294 2830 SH SOLE 2830 0 0 DYCOM INDS INC COM 267475101 407 5819 SH SOLE 5819 0 0 DYNEGY INC NEW DEL COM 26817R108 194 14491 SH SOLE 14491 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 317 10709 SH SOLE 10709 0 0 EAGLE MATERIALS INC COM 26969P108 62 1029 SH SOLE 1029 0 0 EAST WEST BANCORP INC COM 27579R104 1316 31672 SH SOLE 31672 0 0 EASTMAN CHEM CO COM 277432100 7066 104670 SH SOLE 104670 0 0 EASTMAN KODAK CO *W EXP 09/03/201 277461133 708 255679 SH SOLE 255679 0 0 EASTMAN KODAK CO *W EXP 09/03/201 277461141 438 255679 SH SOLE 255679 0 0 EASTMAN KODAK CO COM NEW 277461406 93416 7449406 SH SOLE 7449406 0 0 EATON CORP PLC SHS G29183103 47 902 SH SOLE 902 0 0 EBAY INC COM 278642103 347 12620 SH SOLE 12620 0 0 EDGEWELL PERS CARE CO COM 28035Q102 229 2927 SH SOLE 2927 0 0 EDISON INTL COM 281020107 366 6175 SH SOLE 6175 0 0 ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 10945 1100000 SH SOLE 1100000 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 287 4484 SH SOLE 4484 0 0 ENTERGY CORP NEW COM 29364G103 427 6244 SH SOLE 6244 0 0 EOG RES INC COM 26875P101 1182 16691 SH SOLE 16691 0 0 EOG RES INC COM 26875P101 4870 68800 SH Call SOLE 68800 0 0 EOG RES INC COM 26875P101 4870 68800 SH Put SOLE 68800 0 0 EQUIFAX INC COM 294429105 1055 9470 SH SOLE 9470 0 0 EURONAV NV ANTWERPEN SHS B38564108 54896 4004065 SH SOLE 4004065 0 0 EURONET WORLDWIDE INC COM 298736109 3497 48286 SH SOLE 48286 0 0 EVEREST RE GROUP LTD COM G3223R108 194 1060 SH SOLE 1060 0 0 EXELON CORP COM 30161N101 21 746 SH SOLE 746 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 961 10998 SH SOLE 10998 0 0 EXXON MOBIL CORP COM 30231G102 566 7255 SH SOLE 7255 0 0 EXXON MOBIL CORP COM 30231G102 6719 86200 SH Call SOLE 86200 0 0 EXXON MOBIL CORP COM 30231G102 6719 86200 SH Put SOLE 86200 0 0 EZCORP INC NOTE 2.125% 6/1 302301AB2 13975 20000000 PRN SOLE 20000000 0 0 F5 NETWORKS INC COM 315616102 255 2633 SH SOLE 2633 0 0 FACEBOOK INC CL A 30303M102 161 1537 SH SOLE 1537 0 0 FACTSET RESH SYS INC COM 303075105 15 90 SH SOLE 90 0 0 FEDEX CORP COM 31428X106 191 1282 SH SOLE 1282 0 0 FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 160196 1375000 SH SOLE 1375000 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 90646 2614527 SH SOLE 2614527 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 522 8615 SH SOLE 8615 0 0 FIRSTENERGY CORP COM 337932107 386 12171 SH SOLE 12171 0 0 FISERV INC COM 337738108 267 2923 SH SOLE 2923 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 320 28589 SH SOLE 28589 0 0 FLIR SYS INC COM 302445101 773 27530 SH SOLE 27530 0 0 FLUOR CORP NEW COM 343412102 52 1111 SH SOLE 1111 0 0 FMC TECHNOLOGIES INC COM 30249U101 117 4040 SH SOLE 4040 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 4223 299722 SH SOLE 299722 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 4227 300000 SH Call SOLE 300000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 4227 300000 SH Put SOLE 300000 0 0 FORTINET INC COM 34959E109 384 12335 SH SOLE 12335 0 0 FORWARD PHARMA A/S SPONSORED ADR 34986J105 20956 1102924 SH SOLE 1102924 0 0 FREEPORT-MCMORAN INC CL B 35671D857 9973 1473089 SH SOLE 1473089 0 0 FREEPORT-MCMORAN INC CL B 35671D857 31078 4590500 SH Put SOLE 4590500 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 16999 3640000 SH Put SOLE 3640000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 327 7995 SH SOLE 7995 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 35729 1285216 SH SOLE 1285216 0 0 GAP INC DEL COM 364760108 20715 838645 SH SOLE 838645 0 0 GENCORP INC SDCV 4.062%12/3 368682AN0 74323 43000000 SH SOLE 43000000 0 0 GENER8 MARITIME INC COM Y26889108 74116 7842929 SH SOLE 7842929 0 0 GENERAL DYNAMICS CORP COM 369550108 583 4245 SH SOLE 4245 0 0 GENERAL MLS INC COM 370334104 114 1969 SH SOLE 1969 0 0 GENERAL MTRS CO *W EXP 07/10/201 37045V118 151 6186 SH SOLE 6186 0 0 GENERAL MTRS CO *W EXP 07/10/201 37045V126 101 6186 SH SOLE 6186 0 0 GENERAL MTRS CO COM 37045V100 55311 1626321 SH SOLE 1626321 0 0 GENTEX CORP COM 371901109 308 19238 SH SOLE 19238 0 0 GENUINE PARTS CO COM 372460105 692 8057 SH SOLE 8057 0 0 GENWORTH FINL INC COM CL A 37247D106 307 82403 SH SOLE 82403 0 0 GILEAD SCIENCES INC COM 375558103 627 6200 SH SOLE 6200 0 0 GLOBAL PARTNER ACQUISITION C UNIT 07/01/2020 37954X204 12000 1200000 SH SOLE 1200000 0 0 GLOBAL PMTS INC COM 37940X102 900 13947 SH SOLE 13947 0 0 GOGO INC COM 38046C109 178 10000 SH SOLE 10000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 14 76 SH SOLE 76 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 143 4375 SH SOLE 4375 0 0 GORES HLDGS INC UNIT 99/99/9999 382866200 30000 3000000 SH SOLE 3000000 0 0 GRACO INC COM 384109104 373 5182 SH SOLE 5182 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 1039 81010 SH SOLE 81010 0 0 GREAT PLAINS ENERGY INC COM 391164100 61 2232 SH SOLE 2232 0 0 HALLIBURTON CO COM 406216101 973 28591 SH SOLE 28591 0 0 HALLIBURTON CO COM 406216101 5514 162000 SH Call SOLE 162000 0 0 HALLIBURTON CO COM 406216101 5518 162100 SH Put SOLE 162100 0 0 HANESBRANDS INC COM 410345102 116 3958 SH SOLE 3958 0 0 HANGER INC COM NEW 41043F208 14773 898071 SH SOLE 898071 0 0 HARMAN INTL INDS INC COM 413086109 20 207 SH SOLE 207 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 330 7586 SH SOLE 7586 0 0 HASBRO INC COM 418056107 890 13207 SH SOLE 13207 0 0 HCA HOLDINGS INC COM 40412C101 274 4047 SH SOLE 4047 0 0 HCI GROUP INC COM 40416E103 1148 32927 SH SOLE 32927 0 0 HCI GROUP INC NOTE 3.875% 3/1 40416EAB9 19445 21900000 PRN SOLE 21900000 0 0 HD SUPPLY HLDGS INC COM 40416M105 262 8710 SH SOLE 8710 0 0 HEALTHSOUTH CORP COM NEW 421924309 187 5380 SH SOLE 5380 0 0 HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 42588J209 4900 500000 SH SOLE 500000 0 0 HENRY JACK & ASSOC INC COM 426281101 304 3898 SH SOLE 3898 0 0 HERBALIFE LTD COM USD SHS G4412G101 25657 478488 SH SOLE 478488 0 0 HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 8402 7431000 PRN SOLE 7431000 0 0 HERSHEY CO COM 427866108 138 1543 SH SOLE 1543 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 5287 371557 SH SOLE 371557 0 0 HILL ROM HLDGS INC COM 431475102 102 2118 SH SOLE 2118 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 523 24419 SH SOLE 24419 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 54352 2539800 SH Call SOLE 2539800 0 0 HOLLYFRONTIER CORP COM 436106108 426 10680 SH SOLE 10680 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 8471 5000000 SH SOLE 5000000 0 0 HOME DEPOT INC COM 437076102 395 2989 SH SOLE 2989 0 0 HONEYWELL INTL INC COM 438516106 165 1595 SH SOLE 1595 0 0 HORMEL FOODS CORP COM 440452100 129 1630 SH SOLE 1630 0 0 HP INC COM 40434L105 177 14976 SH SOLE 14976 0 0 HUNT J B TRANS SVCS INC COM 445658107 135 1839 SH SOLE 1839 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 744 5869 SH SOLE 5869 0 0 HUNTSMAN CORP COM 447011107 19668 1729853 SH SOLE 1729853 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 110237 1835760 SH SOLE 1835760 0 0 IAMGOLD CORP COM 450913108 18372 12670000 SH Put SOLE 12670000 0 0 IHS INC CL A 451734107 92 775 SH SOLE 775 0 0 ILLINOIS TOOL WKS INC COM 452308109 185 1998 SH SOLE 1998 0 0 IMPERVA INC COM 45321L100 449 7090 SH SOLE 7090 0 0 IMS HEALTH HLDGS INC COM 44970B109 439 17248 SH SOLE 17248 0 0 INCYTE CORP COM 45337C102 319 2944 SH SOLE 2944 0 0 INGERSOLL-RAND PLC SHS G47791101 121 2189 SH SOLE 2189 0 0 INGRAM MICRO INC CL A 457153104 1081 35591 SH SOLE 35591 0 0 INGREDION INC COM 457187102 799 8342 SH SOLE 8342 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 650 24678 SH SOLE 24678 0 0 INTEL CORP SDCV 12/1 458140AD2 18646 14500000 SH SOLE 14500000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 114 828 SH SOLE 828 0 0 INTERPUBLIC GROUP COS INC COM 460690100 9 400 SH SOLE 400 0 0 INTL PAPER CO COM 460146103 7160 189931 SH SOLE 189931 0 0 INTUIT COM 461202103 284 2942 SH SOLE 2942 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 133 243 SH SOLE 243 0 0 IONIS PHARMACEUTICALS INC COM 462222100 122 1976 SH SOLE 1976 0 0 ISHARES TR IBOXX HI YD ETF 464288513 57937 719000 SH SOLE 719000 0 0 ISHARES TR MSCI EAFE ETF 464287465 8813 150000 SH Call SOLE 150000 0 0 ISHARES TR 7-10 Y TR BD ETF 464287440 131988 1250000 SH Put SOLE 1250000 0 0 ISTAR INC NOTE 3.000%11/1 45031UBR1 2720 2500000 PRN SOLE 2500000 0 0 ITT CORP NEW COM NEW 450911201 293 8059 SH SOLE 8059 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 10533 8000000 PRN SOLE 8000000 0 0 JACK IN THE BOX INC COM 466367109 900 11735 SH SOLE 11735 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 587 4178 SH SOLE 4178 0 0 JETBLUE AIRWAYS CORP COM 477143101 560 24706 SH SOLE 24706 0 0 JOHNSON & JOHNSON COM 478160104 475 4629 SH SOLE 4629 0 0 JOHNSON CTLS INC COM 478366107 568 14372 SH SOLE 14372 0 0 JPMORGAN CHASE & CO COM 46625H100 494 7479 SH SOLE 7479 0 0 JUNIPER NETWORKS INC COM 48203R104 913 33074 SH SOLE 33074 0 0 KAR AUCTION SVCS INC COM 48238T109 510 13771 SH SOLE 13771 0 0 KATE SPADE & CO COM 485865109 520 29247 SH SOLE 29247 0 0 KIMBERLY CLARK CORP COM 494368103 510 4003 SH SOLE 4003 0 0 KINDER MORGAN INC DEL COM 49456B101 204 13651 SH SOLE 13651 0 0 KIRBY CORP COM 497266106 617 11730 SH SOLE 11730 0 0 KITE PHARMA INC COM 49803L109 339 5502 SH SOLE 5502 0 0 KOHLS CORP COM 500255104 3586 75285 SH SOLE 75285 0 0 KROGER CO COM 501044101 89 2118 SH SOLE 2118 0 0 L BRANDS INC COM 501797104 2 20 SH SOLE 20 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 352 2948 SH SOLE 2948 0 0 LAM RESEARCH CORP COM 512807108 103 1297 SH SOLE 1297 0 0 LAREDO PETROLEUM INC COM 516806106 14 1725 SH SOLE 1725 0 0 LAS VEGAS SANDS CORP COM 517834107 31 712 SH SOLE 712 0 0 LEAR CORP COM NEW 521865204 31221 254182 SH SOLE 254182 0 0 LEGG MASON INC COM 524901105 420 10708 SH SOLE 10708 0 0 LEGGETT & PLATT INC COM 524660107 537 12784 SH SOLE 12784 0 0 LENNOX INTL INC COM 526107107 220 1763 SH SOLE 1763 0 0 LEUCADIA NATL CORP COM 527288104 369 21226 SH SOLE 21226 0 0 LEXMARK INTL NEW CL A 529771107 10862 334741 SH SOLE 334741 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 3622 85500 SH Call SOLE 85500 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 229 5625 SH SOLE 5625 0 0 LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 137 3033 SH SOLE 3033 0 0 LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 549 20099 SH SOLE 20099 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 800 20371 SH SOLE 20371 0 0 LIFEPOINT HEALTH INC COM 53219L109 65 892 SH SOLE 892 0 0 LINCOLN ELEC HLDGS INC COM 533900106 373 7192 SH SOLE 7192 0 0 LINCOLN NATL CORP IND COM 534187109 898 17863 SH SOLE 17863 0 0 LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 1907 625376 SH SOLE 625376 0 0 LINDBLAD EXPEDITIONS HLDGS I COM 535219109 10824 974300 SH SOLE 974300 0 0 LINEAR TECHNOLOGY CORP COM 535678106 148 3493 SH SOLE 3493 0 0 LINKEDIN CORP COM CL A 53578A108 44 196 SH SOLE 196 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 419 17064 SH SOLE 17064 0 0 LKQ CORP COM 501889208 221 7463 SH SOLE 7463 0 0 LOWES COS INC COM 548661107 534 7025 SH SOLE 7025 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 408 4692 SH SOLE 4692 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 3882 53465 SH SOLE 53465 0 0 MACYS INC COM 55616P104 599 17115 SH SOLE 17115 0 0 MAGELLAN HEALTH INC COM NEW 559079207 52287 847986 SH SOLE 847986 0 0 MANHATTAN ASSOCS INC COM 562750109 233 3514 SH SOLE 3514 0 0 MANITOWOC INC COM 563571108 238 15488 SH SOLE 15488 0 0 MANPOWERGROUP INC COM 56418H100 206 2439 SH SOLE 2439 0 0 MARATHON OIL CORP COM 565849106 4779 379607 SH SOLE 379607 0 0 MARATHON PETE CORP COM 56585A102 11 218 SH SOLE 218 0 0 MARATHON PETE CORP COM 56585A102 5692 109800 SH Call SOLE 109800 0 0 MARATHON PETE CORP COM 56585A102 5692 109800 SH Put SOLE 109800 0 0 MARKEL CORP COM 570535104 16 18 SH SOLE 18 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 11314 824617 SH SOLE 824617 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 62067 4523800 SH Put SOLE 4523800 0 0 MARKETAXESS HLDGS INC COM 57060D108 238 2137 SH SOLE 2137 0 0 MARRIOTT INTL INC NEW CL A 571903202 143 2132 SH SOLE 2132 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 235 26595 SH SOLE 26595 0 0 MASCO CORP COM 574599106 350 12354 SH SOLE 12354 0 0 MATTEL INC COM 577081102 68204 2510285 SH SOLE 2510285 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1359 35767 SH SOLE 35767 0 0 MCCORMICK & CO INC COM NON VTG 579780206 9 106 SH SOLE 106 0 0 MCDONALDS CORP COM 580135101 33 283 SH SOLE 283 0 0 MCGRAW HILL FINL INC COM 580645109 96 970 SH SOLE 970 0 0 MCKESSON CORP COM 58155Q103 368 1866 SH SOLE 1866 0 0 MEDIVATION INC COM 58501N101 93 1918 SH SOLE 1918 0 0 MEDTRONIC PLC SHS G5960L103 83 1079 SH SOLE 1079 0 0 METALDYNE PERFORMANCE GROUP COM 59116R107 17024 928266 SH SOLE 928266 0 0 METLIFE INC COM 59156R108 34759 720985 SH SOLE 720985 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 27798 26500000 PRN SOLE 26500000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 498 21934 SH SOLE 21934 0 0 MGM RESORTS INTERNATIONAL COM 552953101 22720 1000000 SH Put SOLE 1000000 0 0 MICHAELS COS INC COM 59408Q106 244 11046 SH SOLE 11046 0 0 MICRON TECHNOLOGY INC COM 595112103 245 17274 SH SOLE 17274 0 0 MICROSOFT CORP COM 594918104 139 2500 SH SOLE 2500 0 0 MOLINA HEALTHCARE INC COM 60855R100 930 15463 SH SOLE 15463 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 491 3297 SH SOLE 3297 0 0 MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 19158 15000000 PRN SOLE 15000000 0 0 MORGAN STANLEY COM NEW 617446448 87 2750 SH SOLE 2750 0 0 MSCI INC COM 55354G100 216 2996 SH SOLE 2996 0 0 NATIONAL FUEL GAS CO N J COM 636180101 126 2958 SH SOLE 2958 0 0 NCR CORP NEW COM 62886E108 1 52 SH SOLE 52 0 0 NETFLIX INC COM 64110L106 153 1334 SH SOLE 1334 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 113 1995 SH SOLE 1995 0 0 NEW GOLD INC CDA COM 644535106 22568 9727410 SH SOLE 9727410 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 6 500 SH SOLE 500 0 0 NEWFIELD EXPL CO COM 651290108 30 921 SH SOLE 921 0 0 NEWMONT MINING CORP COM 651639106 325 18069 SH SOLE 18069 0 0 NEWS CORP NEW CL A 65249B109 80239 6005905 SH SOLE 6005905 0 0 NEXTERA ENERGY INC COM 65339F101 131 1257 SH SOLE 1257 0 0 NIKE INC CL B 654106103 945 15122 SH SOLE 15122 0 0 NORDSTROM INC COM 655664100 41 823 SH SOLE 823 0 0 NORTHROP GRUMMAN CORP COM 666807102 164 868 SH SOLE 868 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 713 58720 SH SOLE 58720 0 0 NRG ENERGY INC COM NEW 629377508 207 17625 SH SOLE 17625 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 36 1826 SH SOLE 1826 0 0 NUVASIVE INC COM 670704105 82892 1531924 SH SOLE 1531924 0 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 58168 35000000 PRN SOLE 35000000 0 0 NXP SEMICONDUCTORS N V COM N6596X109 313 3721 SH SOLE 3721 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 192 758 SH SOLE 758 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 502 7432 SH SOLE 7432 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 5247 77600 SH Call SOLE 77600 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 5247 77600 SH Put SOLE 77600 0 0 OGE ENERGY CORP COM 670837103 622 23654 SH SOLE 23654 0 0 OLD REP INTL CORP COM 680223104 533 28590 SH SOLE 28590 0 0 OLIN CORP COM PAR $1 680665205 331 19152 SH SOLE 19152 0 0 ON SEMICONDUCTOR CORP COM 682189105 29 2922 SH SOLE 2922 0 0 ONEMAIN HLDGS INC COM 68268W103 284 6837 SH SOLE 6837 0 0 ONEOK INC NEW COM 682680103 193 7834 SH SOLE 7834 0 0 ORACLE CORP COM 68389X105 459 12575 SH SOLE 12575 0 0 ORBITAL ATK INC COM 68557N103 633 7081 SH SOLE 7081 0 0 OWENS CORNING NEW COM 690742101 457 9718 SH SOLE 9718 0 0 OWENS ILL INC COM NEW 690768403 71 4050 SH SOLE 4050 0 0 PACCAR INC COM 693718108 23 484 SH SOLE 484 0 0 PACE HLDGS CORP UNIT 99/99/9999 G6865N129 17850 1750000 SH SOLE 1750000 0 0 PACE HLDGS CORP CL A G6865N103 990 100000 SH SOLE 990 0 0 PACKAGING CORP AMER COM 695156109 56 884 SH SOLE 884 0 0 PACWEST BANCORP DEL COM 695263103 35 801 SH SOLE 801 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 16560 10000000 PRN SOLE 10000000 0 0 PANDORA MEDIA INC COM 698354107 271 20229 SH SOLE 20229 0 0 PAREXEL INTL CORP COM 699462107 97 1417 SH SOLE 1417 0 0 PAYCHEX INC COM 704326107 100 1895 SH SOLE 1895 0 0 PBF ENERGY INC CL A 69318G106 262 7130 SH SOLE 7130 0 0 PEPSICO INC COM 713448108 777 7780 SH SOLE 7780 0 0 PFIZER INC COM 717081103 168779 5228607 SH SOLE 5228607 0 0 PHILLIPS 66 COM 718546104 946 11566 SH SOLE 11566 0 0 PHILLIPS 66 COM 718546104 4286 52400 SH Call SOLE 52400 0 0 PHILLIPS 66 COM 718546104 4286 52400 SH Put SOLE 52400 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 9239 418246 SH SOLE 418246 0 0 PINNACLE FOODS INC DEL COM 72348P104 650 15313 SH SOLE 15313 0 0 PINNACLE WEST CAP CORP COM 723484101 1199 18590 SH SOLE 18590 0 0 PITNEY BOWES INC COM 724479100 137 6654 SH SOLE 6654 0 0 PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 318 33645 SH SOLE 33645 0 0 POPULAR INC COM NEW 733174700 101 3564 SH SOLE 3564 0 0 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 20378 24000000 PRN SOLE 24000000 0 0 POST HLDGS INC COM 737446104 278 4504 SH SOLE 4504 0 0 POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 962 42955 SH SOLE 42955 0 0 PRICELINE GRP INC COM NEW 741503403 62 49 SH SOLE 49 0 0 PROCTER & GAMBLE CO COM 742718109 193 2435 SH SOLE 2435 0 0 PROGRESSIVE CORP OHIO COM 743315103 652 20508 SH SOLE 20508 0 0 PROOFPOINT INC NOTE 1.250%12/1 743424AB9 34466 20000000 PRN SOLE 20000000 0 0 PROSHARES TR II ULT VIX SHRT 74347W312 1538 54750 SH SOLE 54750 0 0 PTC INC COM 69370C100 384 11077 SH SOLE 11077 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 531 13730 SH SOLE 13730 0 0 PULTE GROUP INC COM 745867101 277 15569 SH SOLE 15569 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 142 1815 SH SOLE 1815 0 0 PVH CORP COM 693656100 820 11127 SH SOLE 11127 0 0 QIHOO 360 TECHNOLOGY CO LTD NOTE 1.750% 8/1 74734MAF6 7308 7500000 PRN SOLE 7500000 0 0 QUALCOMM INC COM 747525103 456 9114 SH SOLE 9114 0 0 QUEST DIAGNOSTICS INC COM 74834L100 131 1844 SH SOLE 1844 0 0 QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 33742 3443088 SH SOLE 3443088 0 0 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 425 6189 SH SOLE 6189 0 0 RACKSPACE HOSTING INC COM 750086100 183 7247 SH SOLE 7247 0 0 RADIAN GROUP INC COM 750236101 1354 101100 SH SOLE 101100 0 0 RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 12942 10000000 PRN SOLE 10000000 0 0 RALPH LAUREN CORP CL A 751212101 254 2280 SH SOLE 2280 0 0 RAYTHEON CO COM NEW 755111507 306 2461 SH SOLE 2461 0 0 RED HAT INC COM 756577102 16302 196859 SH SOLE 196859 0 0 REGENERON PHARMACEUTICALS COM 75886F107 531 979 SH SOLE 979 0 0 REGIONS FINL CORP NEW COM 7591EP100 403 42009 SH SOLE 42009 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 563 6581 SH SOLE 6581 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 30 522 SH SOLE 522 0 0 RICE ENERGY INC COM 762760106 58 5306 SH SOLE 5306 0 0 ROBERT HALF INTL INC COM 770323103 518 10993 SH SOLE 10993 0 0 ROCKWELL AUTOMATION INC COM 773903109 420 4090 SH SOLE 4090 0 0 ROSS STORES INC COM 778296103 115 2130 SH SOLE 2130 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 18753 350000 SH SOLE 350000 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 37276 695700 SH Put SOLE 695700 0 0 RPM INTL INC COM 749685103 6590 149565 SH SOLE 149565 0 0 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 19817 15000000 PRN SOLE 15000000 0 0 SALESFORCE COM INC COM 79466L302 219 2799 SH SOLE 2799 0 0 SANDERSON FARMS INC COM 800013104 27807 358710 SH SOLE 358710 0 0 SBA COMMUNICATIONS CORP COM 78388J106 259 2466 SH SOLE 2466 0 0 SCHEIN HENRY INC COM 806407102 489 3092 SH SOLE 3092 0 0 SCHLUMBERGER LTD COM 806857108 1277 18303 SH SOLE 18303 0 0 SCHLUMBERGER LTD COM 806857108 5378 77100 SH Call SOLE 77100 0 0 SCHLUMBERGER LTD COM 806857108 5378 77100 SH Put SOLE 77100 0 0 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 20346 21500000 PRN SOLE 21500000 0 0 SEALED AIR CORP NEW COM 81211K100 613 13738 SH SOLE 13738 0 0 SEI INVESTMENTS CO COM 784117103 733 13984 SH SOLE 13984 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1062 17532 SH SOLE 17532 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1653 69508 SH SOLE 69508 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 18453 776000 SH Call SOLE 776000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 18453 776000 SH Put SOLE 776000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 6443 106400 SH Call SOLE 106400 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 6443 106400 SH Put SOLE 106400 0 0 SERVICE CORP INTL COM 817565104 298 11449 SH SOLE 11449 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 650 16559 SH SOLE 16559 0 0 SHERWIN WILLIAMS CO COM 824348106 183 705 SH SOLE 705 0 0 SIGNET JEWELERS LIMITED SHS G81276100 452 3653 SH SOLE 3653 0 0 SIRIUS XM HLDGS INC COM 82968B103 811 199147 SH SOLE 199147 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 296 5384 SH SOLE 5384 0 0 SKECHERS U S A INC CL A 830566105 137 4548 SH SOLE 4548 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 28 362 SH SOLE 362 0 0 SMITH A O COM 831865209 119 1554 SH SOLE 1554 0 0 SMUCKER J M CO COM NEW 832696405 299 2427 SH SOLE 2427 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 11052 13500000 PRN SOLE 13500000 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 4883 5000000 PRN SOLE 5000000 0 0 SOLERA HOLDINGS INC COM 83421A104 76762 1400000 SH Put SOLE 1400000 0 0 SOLERA HOLDINGS INC COM 83421A104 81888 1493492 SH SOLE 1493492 0 0 SONOCO PRODS CO COM 835495102 135 3311 SH SOLE 3311 0 0 SOTHEBYS COM 835898107 16 605 SH SOLE 605 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 3696 200000 SH SOLE 200000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 60005 294300 SH Put SOLE 294300 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 76459 375000 SH Call SOLE 375000 0 0 SPDR SER TR SHT TRM HGH YLD 78468R408 8555 333000 SH SOLE 333000 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 59 577 SH SOLE 577 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 758 15135 SH SOLE 15135 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 16279 17000000 PRN SOLE 17000000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 14195 15000000 PRN SOLE 15000000 0 0 SPLUNK INC COM 848637104 132 2238 SH SOLE 2238 0 0 ST JUDE MED INC COM 790849103 896 14506 SH SOLE 14506 0 0 STAPLES INC COM 855030102 613 64775 SH SOLE 64775 0 0 STARBUCKS CORP COM 855244109 196 3258 SH SOLE 3258 0 0 STARWOOD PPTY TR INC COM 85571B105 444 21600 SH SOLE 21600 0 0 STEEL DYNAMICS INC COM 858119100 117 6562 SH SOLE 6562 0 0 STERIS PLC SHS USD G84720104 43 575 SH SOLE 575 0 0 STIFEL FINL CORP COM 860630102 236 5577 SH SOLE 5577 0 0 STILLWATER MNG CO COM 86074Q102 19930 2325515 SH SOLE 2325515 0 0 STRYKER CORP COM 863667101 561 6034 SH SOLE 6034 0 0 SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 9056 17500000 PRN SOLE 17500000 0 0 SUNTRUST BKS INC COM 867914103 36 834 SH SOLE 834 0 0 SVB FINL GROUP COM 78486Q101 452 3799 SH SOLE 3799 0 0 SWIFT TRANSN CO CL A 87074U101 122 8845 SH SOLE 8845 0 0 SYMANTEC CORP COM 871503108 321 15284 SH SOLE 15284 0 0 SYNCHRONY FINL COM 87165B103 453 14880 SH SOLE 14880 0 0 SYNOPSYS INC COM 871607107 561 12309 SH SOLE 12309 0 0 SYNOVUS FINL CORP COM NEW 87161C501 558 17242 SH SOLE 17242 0 0 SYSCO CORP COM 871829107 467 11396 SH SOLE 11396 0 0 TABLEAU SOFTWARE INC CL A 87336U105 41 439 SH SOLE 439 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 409 11736 SH SOLE 11736 0 0 TARGA RES CORP COM 87612G101 144 5332 SH SOLE 5332 0 0 TARGET CORP COM 87612E106 511 7032 SH SOLE 7032 0 0 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 21157 136895 SH SOLE 136895 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 49 1406 SH SOLE 1406 0 0 TE CONNECTIVITY LTD REG SHS H84989104 72 1113 SH SOLE 1113 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 328 7468 SH SOLE 7468 0 0 TECH DATA CORP COM 878237106 372 5600 SH SOLE 5600 0 0 TEMPUR SEALY INTL INC COM 88023U101 892 12654 SH SOLE 12654 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 9021 297719 SH SOLE 297719 0 0 TENNECO INC COM 880349105 330 7180 SH SOLE 7180 0 0 TERADATA CORP DEL COM 88076W103 331 12513 SH SOLE 12513 0 0 TERADYNE INC COM 880770102 167 8084 SH SOLE 8084 0 0 TERRAFORM PWR INC CL A COM 88104R100 115358 9169934 SH SOLE 9169934 0 0 TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 15150 1500000 SH SOLE 1500000 0 0 TESLA MTRS INC COM 88160R101 51122 213000 SH Put SOLE 213000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 68763 73000000 PRN SOLE 73000000 0 0 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 49088 53000000 PRN SOLE 53000000 0 0 TESORO CORP COM 881609101 33617 319040 SH SOLE 319040 0 0 TESORO CORP COM 881609101 105370 1000000 SH Call SOLE 1000000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 99940 1522545 SH SOLE 1522545 0 0 TEXAS INSTRS INC COM 882508104 684 12473 SH SOLE 12473 0 0 TEXTRON INC COM 883203101 456 10864 SH SOLE 10864 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 416 2936 SH SOLE 2936 0 0 TIME WARNER CABLE INC COM 88732J207 82419 444091 SH SOLE 444091 0 0 TIME WARNER INC COM NEW 887317303 394 6099 SH SOLE 6099 0 0 TJX COS INC NEW COM 872540109 171 2410 SH SOLE 2410 0 0 TOLL BROTHERS INC COM 889478103 332 9957 SH SOLE 9957 0 0 TORCHMARK CORP COM 891027104 280 4899 SH SOLE 4899 0 0 TOTAL SYS SVCS INC COM 891906109 495 9941 SH SOLE 9941 0 0 TOWER INTL INC COM 891826109 38845 1359633 SH SOLE 1359633 0 0 TRACTOR SUPPLY CO COM 892356106 283 3307 SH SOLE 3307 0 0 TRINITY INDS INC COM 896522109 115 4785 SH SOLE 4785 0 0 TRONOX LTD SHS CL A Q9235V101 7820 2000000 SH SOLE 2000000 0 0 TUPPERWARE BRANDS CORP COM 899896104 445 7999 SH SOLE 7999 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 100015 1650000 SH SOLE 1650000 0 0 U S G CORP COM NEW 903293405 265 10895 SH SOLE 10895 0 0 UGI CORP NEW COM 902681105 3 98 SH SOLE 98 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 16 84 SH SOLE 84 0 0 UNION PAC CORP COM 907818108 658 8408 SH SOLE 8408 0 0 UNITED CONTL HLDGS INC COM 910047109 433 7556 SH SOLE 7556 0 0 UNITED RENTALS INC COM 911363109 197 2722 SH SOLE 2722 0 0 UNITED STATES STL CORP NEW COM 912909108 2135 267574 SH SOLE 267574 0 0 UNITED STATES STL CORP NEW COM 912909108 5566 697500 SH Put SOLE 697500 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 441 2818 SH SOLE 2818 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 287 2404 SH SOLE 2404 0 0 UNUM GROUP COM 91529Y106 391 11752 SH SOLE 11752 0 0 URBAN OUTFITTERS INC COM 917047102 111 4863 SH SOLE 4863 0 0 VALE S A ADR 91912E105 39480 12000000 SH Put SOLE 12000000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 51130 503000 SH SOLE 503000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 276 3903 SH SOLE 3903 0 0 VALERO ENERGY CORP NEW COM 91913Y100 6010 85000 SH Call SOLE 85000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 6010 85000 SH Put SOLE 85000 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 817 17653 SH SOLE 17653 0 0 VANTIV INC CL A 92210H105 781 16475 SH SOLE 16475 0 0 VASCO DATA SEC INTL INC COM 92230Y104 9049 540901 SH SOLE 540901 0 0 VCA INC COM 918194101 324 5898 SH SOLE 5898 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 30226 19500000 SH SOLE 19500000 0 0 VERIFONE SYS INC COM 92342Y109 688 24538 SH SOLE 24538 0 0 VERINT SYS INC COM 92343X100 73611 1814875 SH SOLE 1814875 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 120989 47000000 SH SOLE 47000000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 315 6824 SH SOLE 6824 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 139 1103 SH SOLE 1103 0 0 VIACOM INC NEW CL B 92553P201 515 12515 SH SOLE 12515 0 0 VISTEON CORP COM NEW 92839U206 1401 12234 SH SOLE 12234 0 0 VOYA FINL INC COM 929089100 79 2147 SH SOLE 2147 0 0 WABCO HLDGS INC COM 92927K102 138 1350 SH SOLE 1350 0 0 WABTEC CORP COM 929740108 16 220 SH SOLE 220 0 0 WADDELL & REED FINL INC CL A 930059100 304 10607 SH SOLE 10607 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 80 936 SH SOLE 936 0 0 WAL-MART STORES INC COM 931142103 410 6683 SH SOLE 6683 0 0 WASTE CONNECTIONS INC COM 941053100 369 6545 SH SOLE 6545 0 0 WASTE MGMT INC DEL COM 94106L109 476 8925 SH SOLE 8925 0 0 WATERS CORP COM 941848103 45 332 SH SOLE 332 0 0 WATSCO INC COM 942622200 719 6140 SH SOLE 6140 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 45600 2000000 SH SOLE 2000000 0 0 WELLS FARGO & CO NEW COM 949746101 1026 18873 SH SOLE 18873 0 0 WENDYS CO COM 95058W100 224 20830 SH SOLE 20830 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 47271 30000000 SH SOLE 30000000 0 0 WESTAR ENERGY INC COM 95709T100 898 21171 SH SOLE 21171 0 0 WESTERN ALLIANCE BANCORP COM 957638109 1657 46216 SH SOLE 46216 0 0 WESTERN REFNG INC COM 959319104 37 1050 SH SOLE 1050 0 0 WESTLAKE CHEM CORP COM 960413102 763 14042 SH SOLE 14042 0 0 WESTROCK CO COM 96145D105 63 1377 SH SOLE 1377 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 563 11585 SH SOLE 11585 0 0 WL ROSS HLDG CORP UNIT 06/11/2019 92939D203 23447 2287500 SH SOLE 2287500 0 0 WPX ENERGY INC COM 98212B103 63 11010 SH SOLE 11010 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 508 6997 SH SOLE 6997 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 65450 900900 SH Call SOLE 900900 0 0 XCEL ENERGY INC COM 98389B100 157 4374 SH SOLE 4374 0 0 XILINX INC COM 983919101 1199 25531 SH SOLE 25531 0 0 YANDEX N V SHS CLASS A N97284108 16 1038 SH SOLE 1038 0 0 YUM BRANDS INC COM 988498101 776 10627 SH SOLE 10627 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 140 1369 SH SOLE 1369 0 0 ZOETIS INC CL A 98978V103 698 14567 SH SOLE 14567 0 0