0001564590-16-019905.txt : 20160524
0001564590-16-019905.hdr.sgml : 20160524
20160524171154
ACCESSION NUMBER: 0001564590-16-019905
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160524
DATE AS OF CHANGE: 20160524
EFFECTIVENESS DATE: 20160524
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/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14203
FILM NUMBER: 161672621
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/A
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03-31-2016
03-31-2016
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1
RESTATEMENT
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
05-24-2016
0
599
4548213
false
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0
ELLIE MAE INC
COM
28849P100
233
2572
SH
SOLE
2572
0
0
EMERGENT BIOSOLUTIONS INC
NOTE 2.875% 1/1
29089QAB1
9846
7500000
PRN
SOLE
7500000
0
0
EMERSON ELEC CO
COM
291011104
218
4007
SH
SOLE
4007
0
0
ENDO INTL PLC
SHS
G30401106
2674
94976
SH
SOLE
94976
0
0
ENDURANCE SPECIALTY HLDGS LT
SHS
G30397106
557
8523
SH
SOLE
8523
0
0
ENERGEN CORP
COM
29265N108
303
8289
SH
SOLE
8289
0
0
ENERGY XXI BERMUDA LTD
NOTE 3.000%12/1
29274UAB7
19
7500000
PRN
SOLE
7500000
0
0
ENTERGY CORP NEW
COM
29364G103
1457
18377
SH
SOLE
18377
0
0
EOG RES INC
COM
26875P101
427
5889
SH
SOLE
5889
0
0
EOG RES INC
COM
26875P101
4994
68800
SH
Call
SOLE
68800
0
0
EOG RES INC
COM
26875P101
4994
68800
SH
Put
SOLE
68800
0
0
EQT CORP
COM
26884L109
393
5840
SH
SOLE
5840
0
0
EQUIFAX INC
COM
294429105
1714
14997
SH
SOLE
14997
0
0
EURONAV NV ANTWERPEN
SHS
B38564108
15912
1553890
SH
SOLE
1553890
0
0
EURONET WORLDWIDE INC
COM
298736109
48
650
SH
SOLE
650
0
0
EVEREST RE GROUP LTD
COM
G3223R108
381
1930
SH
SOLE
1930
0
0
EXELIXIS INC
NOTE 4.250% 8/1
30161QAC8
12443
12500000
PRN
SOLE
12500000
0
0
EXELON CORP
COM
30161N101
62
1735
SH
SOLE
1735
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
499
7262
SH
SOLE
7262
0
0
EXXON MOBIL CORP
COM
30231G102
7205
86200
SH
Call
SOLE
86200
0
0
EXXON MOBIL CORP
COM
30231G102
7205
86200
SH
Put
SOLE
86200
0
0
EZCORP INC
NOTE 2.625% 6/1
302301AB2
17705
27970000
PRN
SOLE
27970000
0
0
F5 NETWORKS INC
COM
315616102
936
8844
SH
SOLE
8844
0
0
FACEBOOK INC
CL A
30303M102
11
95
SH
SOLE
95
0
0
FEDERATED INVS INC PA
CL B
314211103
576
19969
SH
SOLE
19969
0
0
FIAT CHRYSLER AUTOMOBILES N
MAN COV SEC 16
N31738110
47063
650000
SH
SOLE
650000
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
84168
2482836
SH
SOLE
2482836
0
0
FIREEYE INC
COM
31816Q101
24
1309
SH
SOLE
1309
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
891
13377
SH
SOLE
13377
0
0
FIRSTENERGY CORP
COM
337932107
1516
42157
SH
SOLE
42157
0
0
FISERV INC
COM
337738108
373
3634
SH
SOLE
3634
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
423
2841
SH
SOLE
2841
0
0
FLUOR CORP NEW
COM
343412102
124
2303
SH
SOLE
2303
0
0
FMC TECHNOLOGIES INC
COM
30249U101
748
27348
SH
SOLE
27348
0
0
FOOT LOCKER INC
COM
344849104
397
6155
SH
SOLE
6155
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
572
42357
SH
SOLE
42357
0
0
FORTINET INC
COM
34959E109
272
8884
SH
SOLE
8884
0
0
FORWARD PHARMA A/S
SPONSORED ADR
34986J105
22856
1344495
SH
SOLE
1344495
0
0
FRANKLIN RES INC
COM
354613101
636
16279
SH
SOLE
16279
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
267750
1500000
SH
Put
SOLE
1500000
0
0
GAMESTOP CORP NEW
CL A
36467W109
156
4908
SH
SOLE
4908
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
39739
1285216
SH
SOLE
1285216
0
0
GAP INC DEL
COM
364760108
24092
819468
SH
SOLE
819468
0
0
GENCORP INC
SDCV 4.062%12/3
368682AN0
78215
43000000
PRN
SOLE
43000000
0
0
GENER8 MARITIME INC
COM
Y26889108
55371
7842904
SH
SOLE
7842904
0
0
GENERAL DYNAMICS CORP
COM
369550108
59
448
SH
SOLE
448
0
0
GENERAL ELECTRIC CO
COM
369604103
76
2379
SH
SOLE
2379
0
0
GENERAL MLS INC
COM
370334104
144
2277
SH
SOLE
2277
0
0
GENERAL MTRS CO
*W EXP 07/10/201
37045V118
134
6186
SH
SOLE
6186
0
0
GENERAL MTRS CO
*W EXP 07/10/201
37045V126
85
6186
SH
SOLE
6186
0
0
GENERAL MTRS CO
COM
37045V100
20430
650000
SH
Call
SOLE
650000
0
0
GENERAL MTRS CO
COM
37045V100
50567
1608882
SH
SOLE
1608882
0
0
GENPACT LIMITED
SHS
G3922B107
744
27367
SH
SOLE
27367
0
0
GENUINE PARTS CO
COM
372460105
441
4438
SH
SOLE
4438
0
0
GILEAD SCIENCES INC
COM
375558103
170
1849
SH
SOLE
1849
0
0
GLOBAL EAGLE ENTMT INC
NOTE 2.750% 2/1
37951DAB8
9260
12000000
PRN
SOLE
12000000
0
0
GLOBAL PARTNER ACQUISITION C
COM
37954X105
972
100000
SH
SOLE
100000
0
0
GLOBAL PARTNER ACQUISITION C
UNIT 07/01/2020
37954X204
11940
1200000
SH
SOLE
1200000
0
0
GNC HLDGS INC
COM CL A
36191G107
498
15680
SH
SOLE
15680
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
1281
38845
SH
SOLE
38845
0
0
GOPRO INC
CL A
38268T103
117
9767
SH
SOLE
9767
0
0
GORES HLDGS INC
UNIT 99/99/9999
382866200
30239
3030000
SH
SOLE
3030000
0
0
GP INVTS ACQUISITION COR
SHS
G40357124
2961
310000
SH
SOLE
310000
0
0
GRACO INC
COM
384109104
181
2153
SH
SOLE
2153
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
922
71789
SH
SOLE
71789
0
0
GREAT PLAINS ENERGY INC
COM
391164100
175
5430
SH
SOLE
5430
0
0
GRUPO TELEVISA SA
SPON ADR REP ORD
40049J206
12469
454064
SH
SOLE
454064
0
0
GUIDEWIRE SOFTWARE INC
COM
40171V100
271
4970
SH
SOLE
4970
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
568
20054
SH
SOLE
20054
0
0
HALLIBURTON CO
COM
406216101
1378
38574
SH
SOLE
38574
0
0
HALLIBURTON CO
COM
406216101
5787
162000
SH
Call
SOLE
162000
0
0
HALLIBURTON CO
COM
406216101
5790
162100
SH
Put
SOLE
162100
0
0
HANOVER INS GROUP INC
COM
410867105
1132
12543
SH
SOLE
12543
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
771
16726
SH
SOLE
16726
0
0
HASBRO INC
COM
418056107
1257
15689
SH
SOLE
15689
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
735
15585
SH
SOLE
15585
0
0
HCA HOLDINGS INC
COM
40412C101
44
558
SH
SOLE
558
0
0
HCI GROUP INC
COM
40416E103
3091
92817
SH
SOLE
92817
0
0
HCI GROUP INC
NOTE 3.875% 3/1
40416EAB9
10901
12500000
PRN
SOLE
12500000
0
0
HD SUPPLY HLDGS INC
COM
40416M105
1165
35233
SH
SOLE
35233
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
1377
13277
SH
SOLE
13277
0
0
HENNESSY CAP ACQUISITION COR
UNIT 99/99/9999
42588J209
4910
500000
SH
SOLE
500000
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
29738
483067
SH
SOLE
483067
0
0
HERCULES CAPITAL INC
NOTE 6.000% 4/1
427096AB8
8199
7431000
PRN
SOLE
7431000
0
0
HERSHEY CO
COM
427866108
54
583
SH
SOLE
583
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
6375
605416
SH
SOLE
605416
0
0
HILL ROM HLDGS INC
COM
431475102
86
1717
SH
SOLE
1717
0
0
HOLOGIC INC
COM
436440101
464
13461
SH
SOLE
13461
0
0
HP INC
COM
40434L105
258
20949
SH
SOLE
20949
0
0
HUNT J B TRANS SVCS INC
COM
445658107
611
7254
SH
SOLE
7254
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
751
5482
SH
SOLE
5482
0
0
HUNTSMAN CORP
COM
447011107
14938
1123182
SH
SOLE
1123182
0
0
IAC INTERACTIVECORP
COM
44919P508
49431
1049935
SH
SOLE
1049935
0
0
ILLINOIS TOOL WKS INC
COM
452308109
464
4534
SH
SOLE
4534
0
0
IMS HEALTH HLDGS INC
COM
44970B109
47595
1792650
SH
SOLE
1792650
0
0
INCYTE CORP
COM
45337C102
242
3335
SH
SOLE
3335
0
0
INGREDION INC
COM
457187102
462
4330
SH
SOLE
4330
0
0
INTEL CORP
COM
458140100
394
12184
SH
SOLE
12184
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
49949
1270311
SH
SOLE
1270311
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
511
22279
SH
SOLE
22279
0
0
INTL PAPER CO
COM
460146103
6073
147977
SH
SOLE
147977
0
0
INTREXON CORP
COM
46122T102
40
1195
SH
SOLE
1195
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
641
55030
SH
SOLE
55030
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
44154
540510
SH
SOLE
540510
0
0
ISHARES TR
7-10 Y TR BD ETF
464287440
82755
750000
SH
Put
SOLE
750000
0
0
JACK IN THE BOX INC
COM
466367109
176
2755
SH
SOLE
2755
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
942
7217
SH
SOLE
7217
0
0
JOHNSON & JOHNSON
COM
478160104
450
4160
SH
SOLE
4160
0
0
JOHNSON CTLS INC
COM
478366107
24456
627558
SH
SOLE
627558
0
0
KATE SPADE & CO
COM
485865109
1208
47318
SH
SOLE
47318
0
0
KB HOME
COM
48666K109
3070
214972
SH
SOLE
214972
0
0
KIMBERLY CLARK CORP
COM
494368103
129
959
SH
SOLE
959
0
0
KINDER MORGAN INC DEL
COM
49456B101
527
29524
SH
SOLE
29524
0
0
KOHLS CORP
COM
500255104
2640
56648
SH
SOLE
56648
0
0
L BRANDS INC
COM
501797104
679
7730
SH
SOLE
7730
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
616
5201
SH
SOLE
5201
0
0
LAM RESEARCH CORP
COM
512807108
670
8117
SH
SOLE
8117
0
0
LANDSTAR SYS INC
COM
515098101
866
13397
SH
SOLE
13397
0
0
LEAR CORP
COM NEW
521865204
33672
302889
SH
SOLE
302889
0
0
LEGG MASON INC
COM
524901105
280
8078
SH
SOLE
8078
0
0
LEGGETT & PLATT INC
COM
524660107
953
19691
SH
SOLE
19691
0
0
LEIDOS HLDGS INC
COM
525327102
470
9341
SH
SOLE
9341
0
0
LENNOX INTL INC
COM
526107107
361
2674
SH
SOLE
2674
0
0
LEUCADIA NATL CORP
COM
527288104
708
43815
SH
SOLE
43815
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
277
5246
SH
SOLE
5246
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
901
23998
SH
SOLE
23998
0
0
LIBERTY INTERACTIVE CORP
LBT VENT COM A
53071M880
237
6062
SH
SOLE
6062
0
0
LIBERTY MEDIA CORP DELAWARE
CL A
531229102
831
21504
SH
SOLE
21504
0
0
LILLY ELI & CO
COM
532457108
482
6690
SH
SOLE
6690
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
973
16612
SH
SOLE
16612
0
0
LINDBLAD EXPEDITIONS HLDGS I
*W EXP 07/08/202
535219117
1588
625376
SH
SOLE
625376
0
0
LINDBLAD EXPEDITIONS HLDGS I
COM
535219109
5892
592790
SH
SOLE
592790
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
14
313
SH
SOLE
313
0
0
LITHIA MTRS INC
CL A
536797103
511
5850
SH
SOLE
5850
0
0
LIVANOVA PLC
SHS
G5509L101
973
18025
SH
SOLE
18025
0
0
LKQ CORP
COM
501889208
817
25602
SH
SOLE
25602
0
0
LOWES COS INC
COM
548661107
25
327
SH
SOLE
327
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
625
7299
SH
SOLE
7299
0
0
M & T BK CORP
COM
55261F104
327
2949
SH
SOLE
2949
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
1887
27981
SH
SOLE
27981
0
0
MACYS INC
COM
55616P104
124
2815
SH
SOLE
2815
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
40146
590986
SH
SOLE
590986
0
0
MANHATTAN ASSOCS INC
COM
562750109
111
1958
SH
SOLE
1958
0
0
MANITOWOC FOODSERVICE INC
COM
563568104
191
12965
SH
SOLE
12965
0
0
MANPOWERGROUP INC
COM
56418H100
879
10790
SH
SOLE
10790
0
0
MARATHON PETE CORP
COM
56585A102
1787
48071
SH
SOLE
48071
0
0
MARATHON PETE CORP
COM
56585A102
4082
109800
SH
Call
SOLE
109800
0
0
MARATHON PETE CORP
COM
56585A102
4082
109800
SH
Put
SOLE
109800
0
0
MARKEL CORP
COM
570535104
1270
1424
SH
SOLE
1424
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
49925
2500000
SH
Call
SOLE
2500000
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
90340
4523800
SH
Put
SOLE
4523800
0
0
MARKETAXESS HLDGS INC
COM
57060D108
657
5264
SH
SOLE
5264
0
0
MARKIT LTD
SHS
G58249106
722
20423
SH
SOLE
20423
0
0
MARRIOTT INTL INC NEW
CL A
571903202
836
11739
SH
SOLE
11739
0
0
MARSH & MCLENNAN COS INC
COM
571748102
121
1985
SH
SOLE
1985
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
9
54
SH
SOLE
54
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
583
56549
SH
SOLE
56549
0
0
MASCO CORP
COM
574599106
326
10351
SH
SOLE
10351
0
0
MATTEL INC
COM
577081102
84396
2510285
SH
SOLE
2510285
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
767
20845
SH
SOLE
20845
0
0
MCGRAW HILL FINL INC
COM
580645109
117
1178
SH
SOLE
1178
0
0
MCKESSON CORP
COM
58155Q103
18
114
SH
SOLE
114
0
0
MDU RES GROUP INC
COM
552690109
248
12748
SH
SOLE
12748
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
1392
16386
SH
SOLE
16386
0
0
MEDIVATION INC
COM
58501N101
309
6719
SH
SOLE
6719
0
0
MEMORIAL RESOURCE DEV CORP
COM
58605Q109
270
26554
SH
SOLE
26554
0
0
MERCADOLIBRE INC
COM
58733R102
525
4455
SH
SOLE
4455
0
0
MERCK & CO INC NEW
COM
58933Y105
284
5367
SH
SOLE
5367
0
0
METALDYNE PERFORMANCE GROUP
COM
59116R107
15604
928266
SH
SOLE
928266
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
280
13054
SH
SOLE
13054
0
0
MICHAELS COS INC
COM
59408Q106
788
28168
SH
SOLE
28168
0
0
MICRON TECHNOLOGY INC
COM
595112103
192
18301
SH
SOLE
18301
0
0
MICROSOFT CORP
COM
594918104
793
14353
SH
SOLE
14353
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
63684
1707807
SH
SOLE
1707807
0
0
MOLINA HEALTHCARE INC
COM
60855R100
782
12133
SH
SOLE
12133
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
233
1747
SH
SOLE
1747
0
0
MOODYS CORP
COM
615369105
210
2179
SH
SOLE
2179
0
0
MORGAN STANLEY
COM NEW
617446448
240
9591
SH
SOLE
9591
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
100
1316
SH
SOLE
1316
0
0
MSCI INC
COM
55354G100
171
2308
SH
SOLE
2308
0
0
MYRIAD GENETICS INC
COM
62855J104
509
13595
SH
SOLE
13595
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
322
34969
SH
SOLE
34969
0
0
NCR CORP NEW
COM
62886E108
260
8703
SH
SOLE
8703
0
0
NEW GOLD INC CDA
COM
644535106
36283
9727410
SH
SOLE
9727410
0
0
NEWFIELD EXPL CO
COM
651290108
485
14578
SH
SOLE
14578
0
0
NEWMARKET CORP
COM
651587107
438
1105
SH
SOLE
1105
0
0
NEWMONT MINING CORP
COM
651639106
798
30017
SH
SOLE
30017
0
0
NEWS CORP NEW
CL A
65249B109
88920
6963170
SH
SOLE
6963170
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
233
4425
SH
SOLE
4425
0
0
NIKE INC
CL B
654106103
354
5752
SH
SOLE
5752
0
0
NOBLE CORP PLC
SHS USD
G65431101
97
9383
SH
SOLE
9383
0
0
NORDSON CORP
COM
655663102
329
4322
SH
SOLE
4322
0
0
NORTHERN TR CORP
COM
665859104
254
3900
SH
SOLE
3900
0
0
NORTHROP GRUMMAN CORP
COM
666807102
40
200
SH
SOLE
200
0
0
NORTHSTAR ASSET MGMT GROUP I
COM
66705Y104
1001
88236
SH
SOLE
88236
0
0
NRG ENERGY INC
COM NEW
629377508
354
27233
SH
SOLE
27233
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
74
1942
SH
SOLE
1942
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
378
20244
SH
SOLE
20244
0
0
NUCOR CORP
COM
670346105
493
10422
SH
SOLE
10422
0
0
NUVASIVE INC
COM
670704105
5303
109000
SH
SOLE
109000
0
0
NVIDIA CORP
NOTE 1.000%12/0
67066GAC8
30419
17000000
PRN
SOLE
17000000
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
352
1288
SH
SOLE
1288
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
737
10771
SH
SOLE
10771
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
5310
77600
SH
Call
SOLE
77600
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
5310
77600
SH
Put
SOLE
77600
0
0
OCEANEERING INTL INC
COM
675232102
265
7986
SH
SOLE
7986
0
0
OGE ENERGY CORP
COM
670837103
283
9872
SH
SOLE
9872
0
0
OLD REP INTL CORP
COM
680223104
966
52870
SH
SOLE
52870
0
0
ON SEMICONDUCTOR CORP
COM
682189105
143
14963
SH
SOLE
14963
0
0
ONEOK INC NEW
COM
682680103
370
12375
SH
SOLE
12375
0
0
OPKO HEALTH INC
COM
68375N103
183
17601
SH
SOLE
17601
0
0
ORACLE CORP
COM
68389X105
755
18465
SH
SOLE
18465
0
0
ORBITAL ATK INC
COM
68557N103
616
7081
SH
SOLE
7081
0
0
OWENS CORNING NEW
COM
690742101
874
18496
SH
SOLE
18496
0
0
PACCAR INC
COM
693718108
237
4338
SH
SOLE
4338
0
0
PACE HLDGS CORP
CL A
G6865N103
2409
250000
SH
SOLE
250000
0
0
PACE HLDGS CORP
UNIT 99/99/9999
G6865N129
17483
1750000
SH
SOLE
1750000
0
0
PACWEST BANCORP DEL
COM
695263103
30
801
SH
SOLE
801
0
0
PANERA BREAD CO
CL A
69840W108
204
995
SH
SOLE
995
0
0
PARKER HANNIFIN CORP
COM
701094104
749
6747
SH
SOLE
6747
0
0
PATTERSON UTI ENERGY INC
COM
703481101
756
42910
SH
SOLE
42910
0
0
PENNEY J C INC
COM
708160106
752
67962
SH
SOLE
67962
0
0
PEPSICO INC
COM
713448108
695
6783
SH
SOLE
6783
0
0
PERKINELMER INC
COM
714046109
561
11338
SH
SOLE
11338
0
0
PERRIGO CO PLC
SHS
G97822103
19
147
SH
SOLE
147
0
0
PFIZER INC
COM
717081103
247
8346
SH
SOLE
8346
0
0
PG&E CORP
COM
69331C108
42
709
SH
SOLE
709
0
0
PHILLIPS 66
COM
718546104
633
7314
SH
SOLE
7314
0
0
PHILLIPS 66
COM
718546104
4537
52400
SH
Call
SOLE
52400
0
0
PHILLIPS 66
COM
718546104
4537
52400
SH
Put
SOLE
52400
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
12923
508775
SH
SOLE
508775
0
0
PINNACLE FOODS INC DEL
COM
72348P104
553
12382
SH
SOLE
12382
0
0
PINNACLE WEST CAP CORP
COM
723484101
569
7573
SH
SOLE
7573
0
0
PLAINS GP HLDGS L P
SHS A REP LTPN
72651A108
11
1214
SH
SOLE
1214
0
0
POOL CORPORATION
COM
73278L105
133
1521
SH
SOLE
1521
0
0
PORTFOLIO RECOVERY ASSOCS IN
NOTE 3.000% 8/0
73640QAB1
12014
15000000
PRN
SOLE
15000000
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
509
12889
SH
SOLE
12889
0
0
POST HLDGS INC
COM
737446104
30602
444988
SH
SOLE
444988
0
0
PPG INDS INC
COM
693506107
936
8395
SH
SOLE
8395
0
0
PPL CORP
COM
69351T106
327
8584
SH
SOLE
8584
0
0
PRICE T ROWE GROUP INC
COM
74144T108
192
2612
SH
SOLE
2612
0
0
PRICELINE GRP INC
COM NEW
741503403
104
81
SH
SOLE
81
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
1185
30047
SH
SOLE
30047
0
0
PRIVATEBANCORP INC
COM
742962103
161
4163
SH
SOLE
4163
0
0
PROCTER & GAMBLE CO
COM
742718109
1069
12993
SH
SOLE
12993
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
1010
21435
SH
SOLE
21435
0
0
PUMA BIOTECHNOLOGY INC
COM
74587V107
70
2396
SH
SOLE
2396
0
0
PVH CORP
COM
693656100
1038
10483
SH
SOLE
10483
0
0
QLIK TECHNOLOGIES INC
COM
74733T105
255
8804
SH
SOLE
8804
0
0
QUALCOMM INC
COM
747525103
1217
23793
SH
SOLE
23793
0
0
QUANTA SVCS INC
COM
74762E102
201
8917
SH
SOLE
8917
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
542
7591
SH
SOLE
7591
0
0
QUINPARIO ACQUISITION CORP 2
UNIT 01/01/2023
74874U200
34190
3443088
SH
SOLE
3443088
0
0
QUINTILES TRANSNATIO HLDGS I
COM
74876Y101
293
4502
SH
SOLE
4502
0
0
RACKSPACE HOSTING INC
COM
750086100
291
13488
SH
SOLE
13488
0
0
RADIAN GROUP INC
COM
750236101
1169
94280
SH
SOLE
94280
0
0
RALPH LAUREN CORP
CL A
751212101
623
6468
SH
SOLE
6468
0
0
RANGE RES CORP
COM
75281A109
178
5490
SH
SOLE
5490
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
46
958
SH
SOLE
958
0
0
RAYTHEON CO
COM NEW
755111507
5
40
SH
SOLE
40
0
0
RED HAT INC
COM
756577102
12457
167190
SH
SOLE
167190
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
679
1885
SH
SOLE
1885
0
0
REGIONS FINL CORP NEW
COM
7591EP100
1365
173854
SH
SOLE
173854
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
512
7395
SH
SOLE
7395
0
0
REPUBLIC SVCS INC
COM
760759100
264
5533
SH
SOLE
5533
0
0
RESMED INC
COM
761152107
293
5068
SH
SOLE
5068
0
0
ROCKWELL AUTOMATION INC
COM
773903109
748
6580
SH
SOLE
6580
0
0
ROSS STORES INC
COM
778296103
909
15695
SH
SOLE
15695
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
350
21731
SH
SOLE
21731
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
3824
75000
SH
Put
SOLE
75000
0
0
RPM INTL INC
COM
749685103
4810
101637
SH
SOLE
101637
0
0
RYDER SYS INC
COM
783549108
4951
76430
SH
SOLE
76430
0
0
SABRE CORP
COM
78573M104
162
5610
SH
SOLE
5610
0
0
SALESFORCE COM INC
COM
79466L302
96
1294
SH
SOLE
1294
0
0
SANDERSON FARMS INC
COM
800013104
32348
358710
SH
SOLE
358710
0
0
SBA COMMUNICATIONS CORP
COM
78388J106
315
3149
SH
SOLE
3149
0
0
SCANA CORP NEW
COM
80589M102
87
1236
SH
SOLE
1236
0
0
SCHLUMBERGER LTD
COM
806857108
689
9343
SH
SOLE
9343
0
0
SCHLUMBERGER LTD
COM
806857108
5050
77100
SH
Call
SOLE
77100
0
0
SCHLUMBERGER LTD
COM
806857108
5050
77100
SH
Put
SOLE
77100
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
61
934
SH
SOLE
934
0
0
SEACOR HOLDINGS INC
NOTE 2.500%12/1
811904AM3
11968
12500000
PRN
SOLE
12500000
0
0
SEALED AIR CORP NEW
COM
81211K100
677
14103
SH
SOLE
14103
0
0
SELECT SECTOR SPDR TR
SBI CONS DISCR
81369Y407
15512
196236
SH
SOLE
196236
0
0
SELECT SECTOR SPDR TR
SBI CONS DISCR
81369Y407
98875
1250000
SH
Put
SOLE
1250000
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
14854
240000
SH
Call
SOLE
240000
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
14854
240000
SH
Put
SOLE
240000
0
0
SEMPRA ENERGY
COM
816851109
358
3438
SH
SOLE
3438
0
0
SENSATA TECHNOLOGIES HLDG NV
SHS
N7902X106
103
2640
SH
SOLE
2640
0
0
SERVICE CORP INTL
COM
817565104
633
25663
SH
SOLE
25663
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
686
18205
SH
SOLE
18205
0
0
SHERWIN WILLIAMS CO
COM
824348106
551
1936
SH
SOLE
1936
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
459
3375
SH
SOLE
3375
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
817
6588
SH
SOLE
6588
0
0
SINA CORP
ORD
G81477104
95
2005
SH
SOLE
2005
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
571
18577
SH
SOLE
18577
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
798
14384
SH
SOLE
14384
0
0
SKECHERS U S A INC
CL A
830566105
642
21087
SH
SOLE
21087
0
0
SL GREEN RLTY CORP
COM
78440X101
2631
27156
SH
SOLE
27156
0
0
SMITH A O
COM
831865209
605
7928
SH
SOLE
7928
0
0
SMUCKER J M CO
COM NEW
832696405
365
2811
SH
SOLE
2811
0
0
SOLARCITY CORP
NOTE 1.625%11/0
83416TAC4
4576
8000000
PRN
SOLE
8000000
0
0
SOLARCITY CORP
NOTE 2.750%11/0
83416TAA8
10490
15000000
PRN
SOLE
15000000
0
0
SONOCO PRODS CO
COM
835495102
805
16569
SH
SOLE
16569
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
8547
72679
SH
SOLE
72679
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
256900
1250000
SH
Put
SOLE
1250000
0
0
SPDR SER TR
SHT TRM HGH YLD
78468R408
8598
333000
SH
SOLE
333000
0
0
SPECTRA ENERGY CORP
COM
847560109
455
14879
SH
SOLE
14879
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1378
30385
SH
SOLE
30385
0
0
SPIRIT AIRLS INC
COM
848577102
333
6943
SH
SOLE
6943
0
0
SPLUNK INC
COM
848637104
409
8351
SH
SOLE
8351
0
0
SPROUTS FMRS MKT INC
COM
85208M102
300
10344
SH
SOLE
10344
0
0
STANLEY BLACK & DECKER INC
COM
854502101
71
679
SH
SOLE
679
0
0
STAPLES INC
COM
855030102
183
16585
SH
SOLE
16585
0
0
STARBUCKS CORP
COM
855244109
35
590
SH
SOLE
590
0
0
STARWOOD PPTY TR INC
COM
85571B105
4572
241531
SH
SOLE
241531
0
0
STARZ
COM SER A
85571Q102
1210
45956
SH
SOLE
45956
0
0
STEEL DYNAMICS INC
COM
858119100
1168
51871
SH
SOLE
51871
0
0
STILLWATER MNG CO
COM
86074Q102
24767
2325515
SH
SOLE
2325515
0
0
SUNEDISON INC
NOTE 2.750% 1/0
86732YAD1
530
11500000
PRN
SOLE
11500000
0
0
SUNTRUST BKS INC
COM
867914103
554
15345
SH
SOLE
15345
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
105
7849
SH
SOLE
7849
0
0
SYMANTEC CORP
COM
871503108
511
27822
SH
SOLE
27822
0
0
SYNAPTICS INC
COM
87157D109
1514
18988
SH
SOLE
18988
0
0
SYNCHRONY FINL
COM
87165B103
45
1578
SH
SOLE
1578
0
0
SYNNEX CORP
COM
87162W100
542
5850
SH
SOLE
5850
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
1040
35966
SH
SOLE
35966
0
0
SYSCO CORP
COM
871829107
385
8237
SH
SOLE
8237
0
0
TABLEAU SOFTWARE INC
CL A
87336U105
782
17048
SH
SOLE
17048
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
356
9439
SH
SOLE
9439
0
0
TARGA RES CORP
COM
87612G101
491
16441
SH
SOLE
16441
0
0
TARGET CORP
COM
87612E106
344
4179
SH
SOLE
4179
0
0
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
797
5566
SH
SOLE
5566
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
253
4078
SH
SOLE
4078
0
0
TECH DATA CORP
COM
878237106
1031
13425
SH
SOLE
13425
0
0
TEGNA INC
COM
87901J105
230
9814
SH
SOLE
9814
0
0
TELEFLEX INC
COM
879369106
224
1425
SH
SOLE
1425
0
0
TEMPUR SEALY INTL INC
COM
88023U101
1266
20825
SH
SOLE
20825
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
8204
283581
SH
SOLE
283581
0
0
TENNECO INC
COM
880349105
893
17334
SH
SOLE
17334
0
0
TERADATA CORP DEL
COM
88076W103
290
11036
SH
SOLE
11036
0
0
TERRAFORM PWR INC
CL A COM
88104R100
79320
9169934
SH
SOLE
9169934
0
0
TERRAPIN 3 ACQUISITION CORP
COM CL A
88104P104
13
1302
SH
SOLE
1302
0
0
TERRAPIN 3 ACQUISITION CORP
UNIT 06/27/2019
88104P203
8624
853900
SH
SOLE
853900
0
0
TESLA MTRS INC
NOTE 0.250% 3/0
88160RAB7
45262
50000000
PRN
SOLE
50000000
0
0
TESLA MTRS INC
NOTE 1.250% 3/0
88160RAC5
13121
15500000
PRN
SOLE
15500000
0
0
TESORO CORP
COM
881609101
42824
497892
SH
SOLE
497892
0
0
TESORO CORP
COM
881609101
74183
1000000
SH
Call
SOLE
1000000
0
0
TEXAS INSTRS INC
COM
882508104
320
5574
SH
SOLE
5574
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
638
4508
SH
SOLE
4508
0
0
THOR INDS INC
COM
885160101
472
7406
SH
SOLE
7406
0
0
TIFFANY & CO NEW
COM
886547108
478
6517
SH
SOLE
6517
0
0
TIME WARNER CABLE INC
COM
88732J207
86491
422692
SH
SOLE
422692
0
0
TJX COS INC NEW
COM
872540109
43
549
SH
SOLE
549
0
0
TORCHMARK CORP
COM
891027104
645
11916
SH
SOLE
11916
0
0
TORO CO
COM
891092108
495
5746
SH
SOLE
5746
0
0
TOTAL SYS SVCS INC
COM
891906109
182
3829
SH
SOLE
3829
0
0
TOWER INTL INC
COM
891826109
36982
1359633
SH
SOLE
1359633
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
13710
1500000
SH
Put
SOLE
1500000
0
0
TRAVELERS COMPANIES INC
COM
89417E109
929
7957
SH
SOLE
7957
0
0
TREEHOUSE FOODS INC
COM
89469A104
720
8300
SH
SOLE
8300
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
378
15235
SH
SOLE
15235
0
0
TRINITY INDS INC
COM
896522109
488
26660
SH
SOLE
26660
0
0
TRIPADVISOR INC
COM
896945201
20
304
SH
SOLE
304
0
0
TRONOX LTD
SHS CL A
Q9235V101
19891
3112885
SH
SOLE
3112885
0
0
TUPPERWARE BRANDS CORP
COM
899896104
852
14701
SH
SOLE
14701
0
0
TWITTER INC
COM
90184L102
281
16981
SH
SOLE
16981
0
0
U S G CORP
COM NEW
903293405
8027
323547
SH
SOLE
323547
0
0
UGI CORP NEW
COM
902681105
942
23379
SH
SOLE
23379
0
0
UNION PAC CORP
COM
907818108
236
2970
SH
SOLE
2970
0
0
UNITED CONTL HLDGS INC
COM
910047109
1548
25866
SH
SOLE
25866
0
0
UNITED RENTALS INC
COM
911363109
6762
108733
SH
SOLE
108733
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
694
6937
SH
SOLE
6937
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
248
2226
SH
SOLE
2226
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
1176
21736
SH
SOLE
21736
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
363
2914
SH
SOLE
2914
0
0
URBAN OUTFITTERS INC
COM
917047102
288
8692
SH
SOLE
8692
0
0
VAIL RESORTS INC
COM
91879Q109
210
1571
SH
SOLE
1571
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
914
14251
SH
SOLE
14251
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
5452
85000
SH
Call
SOLE
85000
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
5452
85000
SH
Put
SOLE
85000
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
969
20532
SH
SOLE
20532
0
0
VALMONT INDS INC
COM
920253101
603
4866
SH
SOLE
4866
0
0
VANTIV INC
CL A
92210H105
471
8740
SH
SOLE
8740
0
0
VECTOR GROUP LTD
FRNT 1/1
92240MAY4
29159
19500000
SH
SOLE
19500000
0
0
VERIFONE SYS INC
COM
92342Y109
849
30068
SH
SOLE
30068
0
0
VERINT SYS INC
COM
92343X100
57344
1717923
SH
SOLE
1717923
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
103200
39810000
PRN
SOLE
39810000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
424
7834
SH
SOLE
7834
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
148
1867
SH
SOLE
1867
0
0
VIACOM INC NEW
CL B
92553P201
244
5911
SH
SOLE
5911
0
0
VISTEON CORP
COM NEW
92839U206
684
8595
SH
SOLE
8595
0
0
VMWARE INC
CL A COM
928563402
106
2018
SH
SOLE
2018
0
0
VOYA FINL INC
COM
929089100
519
17444
SH
SOLE
17444
0
0
VULCAN MATLS CO
COM
929160109
390
3691
SH
SOLE
3691
0
0
WABCO HLDGS INC
COM
92927K102
226
2118
SH
SOLE
2118
0
0
WABTEC CORP
COM
929740108
24
299
SH
SOLE
299
0
0
WAL-MART STORES INC
COM
931142103
634
9255
SH
SOLE
9255
0
0
WASTE MGMT INC DEL
COM
94106L109
219
3715
SH
SOLE
3715
0
0
WATERS CORP
COM
941848103
57
435
SH
SOLE
435
0
0
WATSCO INC
COM
942622200
1071
7947
SH
SOLE
7947
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
73
9351
SH
SOLE
9351
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
765
8252
SH
SOLE
8252
0
0
WELLS FARGO & CO NEW
COM
949746101
235
4853
SH
SOLE
4853
0
0
WENDYS CO
COM
95058W100
118
10819
SH
SOLE
10819
0
0
WESCO INTL INC
DBCV 6.000% 9/1
95082PAH8
55789
29000000
PRN
SOLE
29000000
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
120
1736
SH
SOLE
1736
0
0
WESTAR ENERGY INC
COM
95709T100
4
82
SH
SOLE
82
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
1720
51528
SH
SOLE
51528
0
0
WESTERN DIGITAL CORP
COM
958102105
381
8064
SH
SOLE
8064
0
0
WESTERN UN CO
COM
959802109
20
1055
SH
SOLE
1055
0
0
WESTLAKE CHEM CORP
COM
960413102
938
20269
SH
SOLE
20269
0
0
WEX INC
COM
96208T104
34
411
SH
SOLE
411
0
0
WL ROSS HLDG CORP
UNIT 06/11/2019
92939D203
10490
1000000
SH
SOLE
1000000
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
486
6363
SH
SOLE
6363
0
0
XEROX CORP
COM
984121103
230
20625
SH
SOLE
20625
0
0
XILINX INC
COM
983919101
1131
23851
SH
SOLE
23851
0
0
XYLEM INC
COM
98419M100
180
4396
SH
SOLE
4396
0
0
YANDEX N V
SHS CLASS A
N97284108
1191
77751
SH
SOLE
77751
0
0
YUM BRANDS INC
COM
988498101
346
4224
SH
SOLE
4224
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
250
10307
SH
SOLE
10307
0
0