Profiles >> BlueMountain Capital Management LLC >> 13Fs >> 2015-03-31

BlueMountain Capital Management LLC

Last Updated: 3/2/2021

BlueMountain Capital Management LLC is a Limited Liability Company that started in 2003 and is primarily owned and controlled by Andrew Feldstein. To see a profile of the company, click here.

Below is the 13F Filing for BlueMountain Capital Management LLC for Report Period 2015-03-31. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.

Historical 13F Holdings - 2015-03-31

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
3M CO COM 88579Y101 642 3894 SH SOLE 3894 0 0
51JOB INC SP ADR REP COM 316827104 329 10201 SH SOLE 10201 0 0
ABBOTT LABS COM 002824100 75 1624 SH SOLE 1624 0 0
ABBVIE INC COM 00287Y109 428 7315 SH SOLE 7315 0 0
ACE LTD SHS H0023R105 260 2334 SH SOLE 2334 0 0
ACTAVIS PLC PFD CONV SER A G0083B116 105708 102500 SH SOLE 102500 0 0
ACTAVIS PLC SHS G0083B108 152304 511739 SH SOLE 511739 0 0
ACTAVIS PLC SHS G0083B108 113038 379806 SH Call SOLE 379806 0 0
ACTIVISION BLIZZARD INC COM 00507V109 321 14115 SH SOLE 14115 0 0
ACUITY BRANDS INC COM 00508Y102 256 1524 SH SOLE 1524 0 0
ADOBE SYS INC COM 00724F101 259 3505 SH SOLE 3505 0 0
ADVANCED MICRO DEVICES INC COM 007903107 51 18868 SH SOLE 18868 0 0
ADVANCED MICRO DEVICES INC COM 007903107 65258 24350000 SH Put SOLE 24350000 0 0
AERCAP HOLDINGS NV SHS N00985106 102 2337 SH SOLE 2337 0 0
AES CORP COM 00130H105 7363 573019 SH SOLE 573019 0 0
AETNA INC NEW COM 00817Y108 475 4462 SH SOLE 4462 0 0
AFLAC INC COM 001055102 205 3202 SH SOLE 3202 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 348 8365 SH SOLE 8365 0 0
AIR PRODS & CHEMS INC COM 009158106 61467 406316 SH SOLE 406316 0 0
AK STL HLDG CORP COM 001547108 14230 3183482 SH SOLE 3183482 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 156440 28846000 PRN SOLE 28846000 0 0
ALAMOS GOLD INC COM 011527108 11444 1952336 SH SOLE 1952336 0 0
ALASKA AIR GROUP INC COM 011659109 337 5096 SH SOLE 5096 0 0
ALBEMARLE CORP COM 012653101 268 5078 SH SOLE 5078 0 0
ALCOA INC COM 013817101 5973 462308 SH SOLE 462308 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 198 1145 SH SOLE 1145 0 0
ALKERMES PLC SHS G01767105 68 1114 SH SOLE 1114 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 80 1302 SH SOLE 1302 0 0
ALLIANT ENERGY CORP COM 018802108 130 2056 SH SOLE 2056 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 749 23451 SH SOLE 23451 0 0
ALLSTATE CORP COM 020002101 391 5493 SH SOLE 5493 0 0
ALLY FINL INC COM 02005N100 22504 1072639 SH SOLE 1072639 0 0
ALTERA CORP COM 021441100 118 2756 SH SOLE 2756 0 0
ALTRIA GROUP INC COM 02209S103 541 10817 SH SOLE 10817 0 0
AMAZON COM INC COM 023135106 2642 7100 SH SOLE 7100 0 0
AMAZON COM INC COM 023135106 2642 7100 SH Put SOLE 7100 0 0
AMDOCS LTD ORD G02602103 242 4452 SH SOLE 4452 0 0
AMERICAN CAP LTD COM 02503Y103 75 5085 SH SOLE 5085 0 0
AMERICAN ELEC PWR INC COM 025537101 821 14604 SH SOLE 14604 0 0
AMERICAN EXPRESS CO COM 025816109 327 4181 SH SOLE 4181 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 481 7501 SH SOLE 7501 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 3789 228967 SH SOLE 228967 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 190 3466 SH SOLE 3466 0 0
AMERIPRISE FINL INC COM 03076C106 247 1886 SH SOLE 1886 0 0
AMERISOURCEBERGEN CORP COM 03073E105 991 8715 SH SOLE 8715 0 0
AMGEN INC COM 031162100 915 5724 SH SOLE 5724 0 0
ANADARKO PETE CORP COM 032511107 266 3210 SH SOLE 3210 0 0
ANSYS INC COM 03662Q105 344 3901 SH SOLE 3901 0 0
ANTHEM INC COM 036752103 519 3363 SH SOLE 3363 0 0
AOL INC COM 00184X105 151 3814 SH SOLE 3814 0 0
AON PLC SHS CL A G0408V102 281 2923 SH SOLE 2923 0 0
APACHE CORP COM 037411105 75 1247 SH SOLE 1247 0 0
APPLE INC COM 037833100 635 5100 SH SOLE 5100 0 0
APPLE INC COM 037833100 31108 250000 SH Put SOLE 250000 0 0
APPLE INC COM 037833100 51564 414400 SH Call SOLE 414400 0 0
APPLIED MATLS INC COM 038222105 229 10145 SH SOLE 10145 0 0
AR CAP ACQUISITION CORP UNIT 99/99/9999 00191R208 18090 1818044 SH SOLE 1818044 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 14348 950000 SH SOLE 950000 0 0
ARCH CAP GROUP LTD ORD G0450A105 208 3374 SH SOLE 3374 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 968 20422 SH SOLE 20422 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 243 4224 SH SOLE 4224 0 0
ARRIS GROUP INC NEW COM 04270V106 311 10767 SH SOLE 10767 0 0
ARROW ELECTRS INC COM 042735100 460 7522 SH SOLE 7522 0 0
ASHLAND INC NEW COM 044209104 474 3726 SH SOLE 3726 0 0
ASSURANT INC COM 04621X108 213 3473 SH SOLE 3473 0 0
ATMOS ENERGY CORP COM 049560105 312 5641 SH SOLE 5641 0 0
AURICO GOLD INC COM 05155C105 4432 1600000 SH Put SOLE 1600000 0 0
AUTODESK INC COM 052769106 74 1258 SH SOLE 1258 0 0
AUTONATION INC COM 05329W102 206 3202 SH SOLE 3202 0 0
AVNET INC COM 053807103 10702 240494 SH SOLE 240494 0 0
AVON PRODS INC COM 054303102 10850 1358000 SH Put SOLE 1358000 0 0
AXIALL CORP COM 05463D100 181 3846 SH SOLE 3846 0 0
BALL CORP COM 058498106 450 6371 SH SOLE 6371 0 0
BANK NEW YORK MELLON CORP COM 064058100 54 1353 SH SOLE 1353 0 0
BANK OF AMERICA CORPORATION COM 060505104 169 10962 SH SOLE 10962 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 9501 370700 SH Put SOLE 370700 0 0
BARD C R INC COM 067383109 450 2687 SH SOLE 2687 0 0
BAXTER INTL INC COM 071813109 350 5113 SH SOLE 5113 0 0
BECTON DICKINSON & CO COM 075887109 285 1988 SH SOLE 1988 0 0
BEST BUY INC COM 086516101 9405 248882 SH SOLE 248882 0 0
BEST BUY INC COM 086516101 63298 1675000 SH Call SOLE 1675000 0 0
BIG LOTS INC COM 089302103 231 4818 SH SOLE 4818 0 0
BIOGEN IDEC INC COM 09062X103 351 831 SH SOLE 831 0 0
BIOSCRIP INC COM 09069N108 2477 559100 SH Put SOLE 559100 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 400 10280 SH SOLE 10280 0 0
BLOCK H & R INC COM 093671105 299 9320 SH SOLE 9320 0 0
BLUE BIRD CORP *W EXP 01/23/201 095306114 637 854451 SH SOLE 854451 0 0
BLUE BIRD CORP COM 095306106 5125 500000 SH SOLE 500000 0 0
BOEING CO COM 097023105 469 3128 SH SOLE 3128 0 0
BOSTON SCIENTIFIC CORP COM 101137107 617 34763 SH SOLE 34763 0 0
BOULEVARD ACQUISITION CORP *W EXP 02/19/201 10157P112 221 343350 SH SOLE 343350 0 0
BOULEVARD ACQUISITION CORP COM 10157P104 6730 686700 SH SOLE 686700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 511 7926 SH SOLE 7926 0 0
BROADCOM CORP CL A 111320107 657 15180 SH SOLE 15180 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 478 8684 SH SOLE 8684 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 490 41297 SH SOLE 41297 0 0
BROOKDALE SR LIVING INC COM 112463104 28116 744603 SH SOLE 744603 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 16826 12000000 PRN SOLE 12000000 0 0
BURLINGTON STORES INC COM 122017106 190 3190 SH SOLE 3190 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 418 5709 SH SOLE 5709 0 0
CA INC COM 12673P105 261 7990 SH SOLE 7990 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 206 11262 SH SOLE 11262 0 0
CALPINE CORP COM NEW 131347304 1235 54009 SH SOLE 54009 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 213 4720 SH SOLE 4720 0 0
CAPITAL ONE FINL CORP COM 14040H105 76 965 SH SOLE 965 0 0
CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 657 625376 SH SOLE 625376 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 12645 1250772 SH SOLE 1250772 0 0
CARDINAL HEALTH INC COM 14149Y108 712 7888 SH SOLE 7888 0 0
CARNIVAL CORP PAIRED CTF 143658300 768 16051 SH SOLE 16051 0 0
CARTER INC COM 146229109 278 3004 SH SOLE 3004 0 0
CATERPILLAR INC DEL COM 149123101 567 7084 SH SOLE 7084 0 0
CDW CORP COM 12514G108 653 17522 SH SOLE 17522 0 0
CELANESE CORP DEL COM SER A 150870103 422 7553 SH SOLE 7553 0 0
CELGENE CORP COM 151020104 334 2900 SH SOLE 2900 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 44989 40000000 PRN SOLE 40000000 0 0
CENTENE CORP DEL COM 15135B101 236 3336 SH SOLE 3336 0 0
CENTERPOINT ENERGY INC COM 15189T107 196 9609 SH SOLE 9609 0 0
CERNER CORP COM 156782104 157 2142 SH SOLE 2142 0 0
CF INDS HLDGS INC COM 125269100 107 376 SH SOLE 376 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 131103 678902 SH SOLE 678902 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 362 4418 SH SOLE 4418 0 0
CHESAPEAKE ENERGY CORP COM 165167107 8254 582889 SH SOLE 582889 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 38778 40000000 PRN SOLE 40000000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 88 136 SH SOLE 136 0 0
CHURCH & DWIGHT INC COM 171340102 77 897 SH SOLE 897 0 0
CIENA CORP COM NEW 171779309 176 9124 SH SOLE 9124 0 0
CIGNA CORPORATION COM 125509109 452 3491 SH SOLE 3491 0 0
CIMAREX ENERGY CO COM 171798101 22856 198594 SH SOLE 198594 0 0
CINCINNATI FINL CORP COM 172062101 77 1448 SH SOLE 1448 0 0
CINTAS CORP COM 172908105 349 4272 SH SOLE 4272 0 0
CISCO SYS INC COM 17275R102 554 20143 SH SOLE 20143 0 0
CIT GROUP INC COM NEW 125581801 104 2300 SH SOLE 2300 0 0
CITRIX SYS INC COM 177376100 266 4170 SH SOLE 4170 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 123 25575 SH SOLE 25575 0 0
CLOROX CO DEL COM 189054109 284 2577 SH SOLE 2577 0 0
CMS ENERGY CORP COM 125896100 318 9114 SH SOLE 9114 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 803 18162 SH SOLE 18162 0 0
COLONY FINL INC COM 19624R106 51248 1977150 SH SOLE 1977150 0 0
COMCAST CORP NEW CL A 20030N101 50 894 SH SOLE 894 0 0
COMPUTER SCIENCES CORP COM 205363104 200 3065 SH SOLE 3065 0 0
CONAGRA FOODS INC COM 205887102 228 6239 SH SOLE 6239 0 0
CONOCOPHILLIPS COM 20825C104 77 1232 SH SOLE 1232 0 0
CONSOLIDATED EDISON INC COM 209115104 309 5070 SH SOLE 5070 0 0
CORNING INC COM 219350105 268 11821 SH SOLE 11821 0 0
COSTCO WHSL CORP NEW COM 22160K105 258 1703 SH SOLE 1703 0 0
COVANTA HLDG CORP COM 22282E102 578 25772 SH SOLE 25772 0 0
CREDICORP LTD COM G2519Y108 209 1489 SH SOLE 1489 0 0
CSX CORP COM 126408103 279 8413 SH SOLE 8413 0 0
CUMMINS INC COM 231021106 200 1444 SH SOLE 1444 0 0
CVS CAREMARK CORPORATION COM 126650100 310 3007 SH SOLE 3007 0 0
D R HORTON INC COM 23331A109 219 7689 SH SOLE 7689 0 0
DANA HLDG CORP COM 235825205 196 9258 SH SOLE 9258 0 0
DARDEN RESTAURANTS INC COM 237194105 487 7026 SH SOLE 7026 0 0
DECKERS OUTDOOR CORP COM 243537107 494 6773 SH SOLE 6773 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 279 3499 SH SOLE 3499 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 23514 522999 SH SOLE 522999 0 0
DENTSPLY INTL INC NEW COM 249030107 737 14486 SH SOLE 14486 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 6623 5000000 PRN SOLE 5000000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 34896 27500000 PRN SOLE 27500000 0 0
DICKS SPORTING GOODS INC COM 253393102 266 4663 SH SOLE 4663 0 0
DILLARDS INC CL A 254067101 360 2637 SH SOLE 2637 0 0
DIRECTV COM 25490A309 1022 12004 SH SOLE 12004 0 0
DISCOVER FINL SVCS COM 254709108 87 1536 SH SOLE 1536 0 0
DISH NETWORK CORP CL A 25470M109 72 1022 SH SOLE 1022 0 0
DOLLAR GEN CORP NEW COM 256677105 80 1056 SH SOLE 1056 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 25658 450000 SH SOLE 450000 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 22906 400000 SH SOLE 400000 0 0
DOMINOS PIZZA INC COM 25754A201 76 757 SH SOLE 757 0 0
DONNELLEY R R & SONS CO COM 257867101 33103 1725000 SH Put SOLE 1725000 0 0
DOVER CORP COM 260003108 88 1267 SH SOLE 1267 0 0
DOW CHEM CO COM 260543103 612 12753 SH SOLE 12753 0 0
DRYSHIPS INC SHS Y2109Q101 27971 36804336 SH SOLE 36804336 0 0
DST SYS INC DEL COM 233326107 263 2376 SH SOLE 2376 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 70 978 SH SOLE 978 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 242 3158 SH SOLE 3158 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 480 3737 SH SOLE 3737 0 0
E M C CORP MASS COM 268648102 161 6314 SH SOLE 6314 0 0
EAST WEST BANCORP INC COM 27579R104 76 1879 SH SOLE 1879 0 0
EASTMAN CHEM CO COM 277432100 4344 62727 SH SOLE 62727 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461133 1327 261563 SH SOLE 261563 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461141 1185 261563 SH SOLE 261563 0 0
EASTMAN KODAK CO COM NEW 277461406 144720 7620877 SH SOLE 7620877 0 0
EATON VANCE CORP COM NON VTG 278265103 75 1811 SH SOLE 1811 0 0
EBAY INC COM 278642103 248 4301 SH SOLE 4301 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 50 354 SH SOLE 354 0 0
ELECTRONIC ARTS INC COM 285512109 527 8953 SH SOLE 8953 0 0
ELIZABETH ARDEN INC COM 28660G106 7800 500000 SH Put SOLE 500000 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 34345 11224000 PRN SOLE 11224000 0 0
ENERGEN CORP COM 29265N108 124 1878 SH SOLE 1878 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 205 3239 SH SOLE 3239 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 179 3218 SH SOLE 3218 0 0
ENSCO PLC SHS CLASS A G3157S106 82 3872 SH SOLE 3872 0 0
ENTERGY CORP NEW COM 29364G103 1037 13384 SH SOLE 13384 0 0
EOG RES INC COM 26875P101 247 2690 SH SOLE 2690 0 0
EQUINIX INC COM PAR $0.001 29444U700 309 1326 SH SOLE 1326 0 0
EXPEDIA INC DEL COM NEW 30212P303 324 3446 SH SOLE 3446 0 0
EXPEDITORS INTL WASH INC COM 302130109 150 3113 SH SOLE 3113 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 672 7739 SH SOLE 7739 0 0
EXXON MOBIL CORP COM 30231G102 790 9290 SH SOLE 9290 0 0
F5 NETWORKS INC COM 315616102 675 5874 SH SOLE 5874 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 207923 1500000 SH SOLE 1500000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 147615 4015635 SH SOLE 4015635 0 0
FIFTH THIRD BANCORP COM 316773100 74 3932 SH SOLE 3932 0 0
FIRST SOLAR INC COM 336433107 222 3718 SH SOLE 3718 0 0
FIRSTENERGY CORP COM 337932107 179 5098 SH SOLE 5098 0 0
FISERV INC COM 337738108 347 4375 SH SOLE 4375 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 80310 532134 SH SOLE 532134 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 223 17563 SH SOLE 17563 0 0
FMC TECHNOLOGIES INC COM 30249U101 11103 300000 SH Put SOLE 300000 0 0
FMC TECHNOLOGIES INC COM 30249U101 11513 311072 SH SOLE 311072 0 0
FOOT LOCKER INC COM 344849104 163 2590 SH SOLE 2590 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3194 197919 SH SOLE 197919 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4842 300000 SH Call SOLE 300000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4842 300000 SH Put SOLE 300000 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 2556 2010000 PRN SOLE 2010000 0 0
FORTINET INC COM 34959E109 171 4883 SH SOLE 4883 0 0
FORWARD PHARMA A/S SPONSORED ADR 34986J105 6787 239637 SH SOLE 239637 0 0
FRANKLIN RES INC COM 354613101 350 6817 SH SOLE 6817 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 33166 1750200 SH Put SOLE 1750200 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 51 1261 SH SOLE 1261 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 38595 1046781 SH SOLE 1046781 0 0
GAP INC DEL COM 364760108 11706 270153 SH SOLE 270153 0 0
GARTNER INC COM 366651107 116 1378 SH SOLE 1378 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 110578 43000000 SH SOLE 43000000 0 0
GENERAL DYNAMICS CORP COM 369550108 627 4623 SH SOLE 4623 0 0
GENERAL ELECTRIC CO COM 369604103 336 13539 SH SOLE 13539 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 183 6603 SH SOLE 6603 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 130 6603 SH SOLE 6603 0 0
GENERAL MTRS CO COM 37045V100 62035 1654268 SH SOLE 1654268 0 0
GENTEX CORP COM 371901109 113 6177 SH SOLE 6177 0 0
GENUINE PARTS CO COM 372460105 192 2056 SH SOLE 2056 0 0
GILEAD SCIENCES INC COM 375558103 622 6334 SH SOLE 6334 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 3873 372780 SH SOLE 372780 0 0
GLOBALSTAR INC COM 378973408 23215 6971333 SH SOLE 6971333 0 0
GOGO INC COM 38046C109 18927 993034 SH SOLE 993034 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 23296 700000 SH SOLE 700000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5996 31900 SH Call SOLE 31900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 4326 159732 SH SOLE 159732 0 0
GOOGLE INC CL A 38259P508 58 105 SH SOLE 105 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 332 22836 SH SOLE 22836 0 0
HANGER INC COM NEW 41043F208 20875 920000 SH SOLE 920000 0 0
HARLEY DAVIDSON INC COM 412822108 234 3850 SH SOLE 3850 0 0
HARMAN INTL INDS INC COM 413086109 142 1064 SH SOLE 1064 0 0
HARRIS CORP DEL COM 413875105 420 5327 SH SOLE 5327 0 0
HASBRO INC COM 418056107 329 5196 SH SOLE 5196 0 0
HCI GROUP INC COM 40416E103 1040 22669 SH SOLE 22669 0 0
HCI GROUP INC NOTE 3.875% 3/1 40416EAB9 20267 20500000 PRN SOLE 20500000 0 0
HD SUPPLY HLDGS INC COM 40416M105 483 15518 SH SOLE 15518 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 20301 300000 SH SOLE 300000 0 0
HEALTH NET INC COM 42222G108 960 15866 SH SOLE 15866 0 0
HERBALIFE LTD COM USD SHS G4412G101 11829 276638 SH SOLE 276638 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 8887 7430000 PRN SOLE 7430000 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2061 95047 SH SOLE 95047 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 6396 295000 SH Put SOLE 295000 0 0
HESS CORP COM 42809H107 408 6014 SH SOLE 6014 0 0
HEWLETT PACKARD CO COM 428236103 518 16637 SH SOLE 16637 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 229 7726 SH SOLE 7726 0 0
HOME DEPOT INC COM 437076102 355 3121 SH SOLE 3121 0 0
HONEYWELL INTL INC COM 438516106 336 3218 SH SOLE 3218 0 0
HOSPIRA INC COM 441060100 96 1088 SH SOLE 1088 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 1403 393981 SH SOLE 393981 0 0
HUDSON CITY BANCORP COM 443683107 117 11181 SH SOLE 11181 0 0
HUMANA INC COM 444859102 119 668 SH SOLE 668 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 376 2682 SH SOLE 2682 0 0
HUNTSMAN CORP COM 447011107 6665 300645 SH SOLE 300645 0 0
HURON CONSULTING GROUP INC COM 447462102 2090 31600 SH SOLE 31600 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 52765 782051 SH SOLE 782051 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 67470 1000000 SH Call SOLE 1000000 0 0
IAMGOLD CORP COM 450913108 19528 10442700 SH Put SOLE 10442700 0 0
IDEX CORP COM 45167R104 382 5041 SH SOLE 5041 0 0
IHS INC CL A 451734107 354 3114 SH SOLE 3114 0 0
ILLINOIS TOOL WKS INC COM 452308109 347 3570 SH SOLE 3570 0 0
INFORMATICA CORP COM 45666Q102 155 3524 SH SOLE 3524 0 0
INGERSOLL-RAND PLC SHS G47791101 77 1132 SH SOLE 1132 0 0
INGREDION INC COM 457187102 629 8085 SH SOLE 8085 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 238 11908 SH SOLE 11908 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 76 1052 SH SOLE 1052 0 0
INTEL CORP COM 458140100 263 8404 SH SOLE 8404 0 0
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 5387 5000000 PRN SOLE 5000000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1284 8000 SH Put SOLE 8000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1430 8908 SH SOLE 8908 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 99 841 SH SOLE 841 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 73 4204 SH SOLE 4204 0 0
INTERPUBLIC GROUP COS INC COM 460690100 214 9677 SH SOLE 9677 0 0
INTL PAPER CO COM 460146103 560 10090 SH SOLE 10090 0 0
INTUIT COM 461202103 398 4104 SH SOLE 4104 0 0
INVESCO LTD SHS G491BT108 164 4131 SH SOLE 4131 0 0
ISHARES INC MSCI JAPAN 464286848 37515 2994024 SH SOLE 2994024 0 0
JACK IN THE BOX INC COM 466367109 548 5714 SH SOLE 5714 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 7156 5000000 PRN SOLE 5000000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 45419 26500000 PRN SOLE 26500000 0 0
JETBLUE AIRWAYS CORP COM 477143101 292 15165 SH SOLE 15165 0 0
JOHNSON & JOHNSON COM 478160104 609 6049 SH SOLE 6049 0 0
JOHNSON CTLS INC COM 478366107 171 3391 SH SOLE 3391 0 0
JPMORGAN CHASE & CO COM 46625H100 364 6016 SH SOLE 6016 0 0
JUNIPER NETWORKS INC COM 48203R104 362 16011 SH SOLE 16011 0 0
KB HOME COM 48666K109 3755 240409 SH SOLE 240409 0 0
KBR INC COM 48242W106 125 8644 SH SOLE 8644 0 0
KELLOGG CO COM 487836108 424 6426 SH SOLE 6426 0 0
KEYCORP NEW COM 493267108 187 13218 SH SOLE 13218 0 0
KIMBERLY CLARK CORP COM 494368103 78 726 SH SOLE 726 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 4095 1000000 SH SOLE 1000000 0 0
KIRBY CORP COM 497266106 88 1176 SH SOLE 1176 0 0
KOHLS CORP COM 500255104 5073 64836 SH SOLE 64836 0 0
KRAFT FOODS GROUP INC COM 50076Q106 177 2036 SH SOLE 2036 0 0
KROGER CO COM 501044101 219 2856 SH SOLE 2856 0 0
L BRANDS INC COM 501797104 323 3427 SH SOLE 3427 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 349 2777 SH SOLE 2777 0 0
LAM RESEARCH CORP COM 512807108 167 2380 SH SOLE 2380 0 0
LANDSTAR SYS INC COM 515098101 73 1103 SH SOLE 1103 0 0
LAS VEGAS SANDS CORP COM 517834107 389 7076 SH SOLE 7076 0 0
LAZARD LTD SHS A G54050102 81 1532 SH SOLE 1532 0 0
LEGGETT & PLATT INC COM 524660107 78 1687 SH SOLE 1687 0 0
LENNAR CORP CL A 526057104 7772 150000 SH Put SOLE 150000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 21206 412000 SH Call SOLE 412000 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 554 18995 SH SOLE 18995 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 456 10863 SH SOLE 10863 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 456 11837 SH SOLE 11837 0 0
LILLY ELI & CO COM 532457108 91 1250 SH SOLE 1250 0 0
LINCOLN ELEC HLDGS INC COM 533900106 601 9194 SH SOLE 9194 0 0
LINCOLN NATL CORP IND COM 534187109 116 2014 SH SOLE 2014 0 0
LOCKHEED MARTIN CORP COM 539830109 346 1706 SH SOLE 1706 0 0
LOEWS CORP COM 540424108 78 1901 SH SOLE 1901 0 0
LORILLARD INC COM 544147101 927 14185 SH SOLE 14185 0 0
LOWES COS INC COM 548661107 544 7310 SH SOLE 7310 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 576 6560 SH SOLE 6560 0 0
M D C HLDGS INC COM 552676108 2051 71956 SH SOLE 71956 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 3246 39441 SH SOLE 39441 0 0
MACYS INC COM 55616P104 280 4317 SH SOLE 4317 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 10646 150325 SH SOLE 150325 0 0
MANPOWERGROUP INC COM 56418H100 313 3630 SH SOLE 3630 0 0
MARATHON OIL CORP COM 565849106 356 13624 SH SOLE 13624 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 9120 500000 SH Call SOLE 500000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 9120 500000 SH Put SOLE 500000 0 0
MARRIOTT INTL INC NEW CL A 571903202 207 2577 SH SOLE 2577 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 513 34925 SH SOLE 34925 0 0
MASTERCARD INC CL A 57636Q104 170 1964 SH SOLE 1964 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 385 11064 SH SOLE 11064 0 0
MCDONALDS CORP COM 580135101 248 2548 SH SOLE 2548 0 0
MCGRAW HILL COS INC COM 580645109 282 2727 SH SOLE 2727 0 0
MCKESSON CORP COM 58155Q103 256 1131 SH SOLE 1131 0 0
MEADWESTVACO CORP COM 583334107 124 2483 SH SOLE 2483 0 0
MEDIVATION INC NOTE 2.625% 4/0 58501NAA9 63057 25000000 PRN SOLE 25000000 0 0
MEDTRONIC PLC SHS G5960L103 363 4650 SH SOLE 4650 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 7962 6250000 SH SOLE 6250000 0 0
MERCK & CO INC NEW COM 58933Y105 454 7895 SH SOLE 7895 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 23426 1300000 SH SOLE 1300000 0 0
METLIFE INC COM 59156R108 190 3756 SH SOLE 3756 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 244 741 SH SOLE 741 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 25226 17000000 PRN SOLE 17000000 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 16692 14784000 PRN SOLE 14784000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 436 20734 SH SOLE 20734 0 0
MGM RESORTS INTERNATIONAL COM 552953101 21030 1000000 SH Put SOLE 1000000 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 67444 58500000 PRN SOLE 58500000 0 0
MICRON TECHNOLOGY INC COM 595112103 74 2716 SH SOLE 2716 0 0
MICROSOFT CORP COM 594918104 3769 92700 SH Put SOLE 92700 0 0
MICROSOFT CORP COM 594918104 4022 98933 SH SOLE 98933 0 0
MICROSOFT CORP COM 594918104 8225 202300 SH Call SOLE 202300 0 0
MOHAWK INDS INC COM 608190104 263 1417 SH SOLE 1417 0 0
MOLSON COORS BREWING CO CL B 60871R209 277 3725 SH SOLE 3725 0 0
MONDELEZ INTL INC CL A 609207105 65 1799 SH SOLE 1799 0 0
MONSTER BEVERAGE CORP COM 611740101 411 2969 SH SOLE 2969 0 0
MSCI INC COM 55354G100 409 6673 SH SOLE 6673 0 0
MURPHY OIL CORP COM 626717102 270 5792 SH SOLE 5792 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 260321 58148000 PRN SOLE 58148000 0 0
NAVIENT CORP COM 63938C108 131 6467 SH SOLE 6467 0 0
NETAPP INC COM 64110D104 337 9504 SH SOLE 9504 0 0
NEW GOLD INC CDA COM 644535106 21063 6213282 SH SOLE 6213282 0 0
NEWFIELD EXPL CO COM 651290108 195 5544 SH SOLE 5544 0 0
NEWMONT MINING CORP COM 651639106 49 2256 SH SOLE 2256 0 0
NEWMONT MINING CORP COM 651639106 17368 800000 SH Put SOLE 800000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 72025 1100000 SH SOLE 1100000 0 0
NIKE INC CL B 654106103 222 2216 SH SOLE 2216 0 0
NORDSTROM INC COM 655664100 76 944 SH SOLE 944 0 0
NORTHROP GRUMMAN CORP COM 666807102 534 3319 SH SOLE 3319 0 0
NRG ENERGY INC COM NEW 629377508 5105 202671 SH SOLE 202671 0 0
NVIDIA CORP COM 67066G104 281 13436 SH SOLE 13436 0 0
NVR INC COM 62944T105 128 96 SH SOLE 96 0 0
NXP SEMICONDUCTORS N V COM N6596X109 362 3610 SH SOLE 3610 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 175 2394 SH SOLE 2394 0 0
OFFICE DEPOT INC COM 676220106 463 50322 SH SOLE 50322 0 0
OGE ENERGY CORP COM 670837103 98 3091 SH SOLE 3091 0 0
OIL STS INTL INC COM 678026105 50 1252 SH SOLE 1252 0 0
OMNICARE INC COM 681904108 391 5068 SH SOLE 5068 0 0
ONEOK INC NEW COM 682680103 676 14009 SH SOLE 14009 0 0
ORACLE CORP COM 68389X105 167 3867 SH SOLE 3867 0 0
OWENS ILL INC COM NEW 690768403 5515 236473 SH SOLE 236473 0 0
PACCAR INC COM 693718108 434 6875 SH SOLE 6875 0 0
PAREXEL INTL CORP COM 699462107 253 3660 SH SOLE 3660 0 0
PARKER HANNIFIN CORP COM 701094104 154 1295 SH SOLE 1295 0 0
PBF ENERGY INC CL A 69318G106 132 3879 SH SOLE 3879 0 0
PENNEY J C INC COM 708160106 6634 788869 SH SOLE 788869 0 0
PENTAIR PLC SHS G7S00T104 57 901 SH SOLE 901 0 0
PEPCO HOLDINGS INC COM 713291102 668 24913 SH SOLE 24913 0 0
PEPSICO INC COM 713448108 441 4611 SH SOLE 4611 0 0
PERRIGO CO PLC SHS G97822103 187 1132 SH SOLE 1132 0 0
PFIZER INC COM 717081103 638 18352 SH SOLE 18352 0 0
PHARMACYCLICS INC COM 716933106 304 1188 SH SOLE 1188 0 0
PHILLIPS 66 COM 718546104 401 5104 SH SOLE 5104 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 13869 613927 SH SOLE 613927 0 0
PINNACLE FOODS INC DEL COM 72348P104 266 6524 SH SOLE 6524 0 0
PINNACLE WEST CAP CORP COM 723484101 55 858 SH SOLE 858 0 0
PITNEY BOWES INC COM 724479100 673 28852 SH SOLE 28852 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 225 4607 SH SOLE 4607 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 146 5161 SH SOLE 5161 0 0
PPL CORP COM 69351T106 96 2860 SH SOLE 2860 0 0
PRICELINE COM INC COM NEW 741503403 233 200 SH Call SOLE 200 0 0
PRICELINE COM INC COM NEW 741503403 4044 3474 SH SOLE 3474 0 0
PRICELINE COM INC COM NEW 741503403 5937 5100 SH Put SOLE 5100 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 255 4965 SH SOLE 4965 0 0
PROCTER & GAMBLE CO COM 742718109 621 7577 SH SOLE 7577 0 0
PROGRESSIVE CORP OHIO COM 743315103 251 9236 SH SOLE 9236 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 20764 13000000 PRN SOLE 13000000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.250%12/1 74348TAC6 5160 4900000 PRN SOLE 4900000 0 0
PRUDENTIAL FINL INC COM 744320102 339 4223 SH SOLE 4223 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 445 10611 SH SOLE 10611 0 0
PULTE GROUP INC COM 745867101 371 16670 SH SOLE 16670 0 0
PVH CORP COM 693656100 80 751 SH SOLE 751 0 0
QEP RES INC COM 74733V100 355 17006 SH SOLE 17006 0 0
QUALCOMM INC COM 747525103 52 745 SH SOLE 745 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 34776 3450000 SH SOLE 3450000 0 0
RACKSPACE HOSTING INC COM 750086100 75 1463 SH SOLE 1463 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 8022 5000000 PRN SOLE 5000000 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 46258 30000000 PRN SOLE 30000000 0 0
RAYTHEON CO COM NEW 755111507 305 2792 SH SOLE 2792 0 0
REAVES UTIL INCOME FD COM SH BEN INT 756158101 542 17900 SH SOLE 17900 0 0
RED HAT INC COM 756577102 13721 181137 SH SOLE 181137 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 242 2594 SH SOLE 2594 0 0
REPUBLIC SVCS INC COM 760759100 138 3394 SH SOLE 3394 0 0
REYNOLDS AMERICAN INC COM 761713106 348 5047 SH SOLE 5047 0 0
RIO TINTO PLC SPONSORED ADR 767204100 33120 800000 SH Put SOLE 800000 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 25212 7415000 PRN SOLE 7415000 0 0
RIVERBED TECHNOLOGY INC COM 768573107 560 26804 SH SOLE 26804 0 0
ROCK-TENN CO CL A 772739207 88 1367 SH SOLE 1367 0 0
ROCKWELL AUTOMATION INC COM 773903109 323 2789 SH SOLE 2789 0 0
ROI ACQUISITION CORP II *W EXP 99/99/999 74966G119 145 642555 SH SOLE 642555 0 0
ROI ACQUISITION CORP II COM 74966G101 6352 642555 SH SOLE 642555 0 0
ROSS STORES INC COM 778296103 134 1275 SH SOLE 1275 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 21126 350000 SH Put SOLE 350000 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 15869 10000000 PRN SOLE 10000000 0 0
SALESFORCE COM INC COM 79466L302 79 1176 SH SOLE 1176 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 78 2278 SH SOLE 2278 0 0
SANDERSON FARMS INC COM 800013104 28147 353378 SH SOLE 353378 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 34092 25000000 PRN SOLE 25000000 0 0
SCORPIO BULKERS INC SHS Y7546A106 22716 9584639 SH SOLE 9584639 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 386 5629 SH SOLE 5629 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 31041 30000000 PRN SOLE 30000000 0 0
SEI INVESTMENTS CO COM 784117103 533 12100 SH SOLE 12100 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 8255 106400 SH Call SOLE 106400 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 8255 106400 SH Put SOLE 106400 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4071 52473 SH SOLE 52473 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 24110 1000000 SH Call SOLE 1000000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 24110 1000000 SH Put SOLE 1000000 0 0
SERVICE CORP INTL COM 817565104 363 13946 SH SOLE 13946 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 100 774 SH SOLE 774 0 0
SIRIUS XM HLDGS INC COM 82968B103 692 181217 SH SOLE 181217 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 334 3710 SH SOLE 3710 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 310 3150 SH SOLE 3150 0 0
SOLARWINDS INC COM 83416B109 286 5586 SH SOLE 5586 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 61356 1200000 SH SOLE 1200000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 35064 308500 SH SOLE 308500 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 33871 298000 SH Put SOLE 298000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 206430 1000000 SH Call SOLE 1000000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 361253 1750000 SH Put SOLE 1750000 0 0
SPDR SER TR SHT TRM HGH YLD 78468R408 9724 333000 SH SOLE 333000 0 0
SPECTRA ENERGY CORP COM 847560109 78 2155 SH SOLE 2155 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 193 3695 SH SOLE 3695 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 30677 30000000 PRN SOLE 30000000 0 0
SPX CORP COM 784635104 164 1936 SH SOLE 1936 0 0
ST JUDE MED INC COM 790849103 389 5952 SH SOLE 5952 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 12419 10000000 PRN SOLE 10000000 0 0
STANLEY BLACK & DECKER INC COM 854502101 77 808 SH SOLE 808 0 0
STAPLES INC COM 855030102 480 29496 SH SOLE 29496 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 174 2081 SH SOLE 2081 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 23370 22000000 PRN SOLE 22000000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 56792 51500000 PRN SOLE 51500000 0 0
STILLWATER MNG CO COM 86074Q102 10078 780000 SH Call SOLE 780000 0 0
STILLWATER MNG CO COM 86074Q102 19380 1500000 SH SOLE 1500000 0 0
STRYKER CORP COM 863667101 494 5352 SH SOLE 5352 0 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 61437 35000000 PRN SOLE 35000000 0 0
SUNTRUST BKS INC COM 867914103 75 1823 SH SOLE 1823 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 382 17084 SH SOLE 17084 0 0
SYMANTEC CORP COM 871503108 174 7431 SH SOLE 7431 0 0
TALMER BANCORP INC COM 87482X101 28929 1888906 SH SOLE 1888906 0 0
TARGA RES CORP COM 87612G101 310 3233 SH SOLE 3233 0 0
TARGET CORP COM 87612E106 471 5733 SH SOLE 5733 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 18707 132645 SH SOLE 132645 0 0
TEEKAY CORPORATION COM Y8564W103 73 1559 SH SOLE 1559 0 0
TEMPUR PEDIC INTL INC COM 88023U101 416 7198 SH SOLE 7198 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 28275 571096 SH SOLE 571096 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 32779 650500 SH Put SOLE 650500 0 0
TENNECO INC COM 880349105 104 1810 SH SOLE 1810 0 0
TERADATA CORP DEL COM 88076W103 236 5356 SH SOLE 5356 0 0
TERADYNE INC COM 880770102 365 19361 SH SOLE 19361 0 0
TEREX CORP NEW COM 880779103 361 13558 SH SOLE 13558 0 0
TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 16800 1666714 SH SOLE 1666714 0 0
TESLA MTRS INC COM 88160R101 31713 168000 SH Put SOLE 168000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 81209 92500000 PRN SOLE 92500000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 16888 20000000 PRN SOLE 20000000 0 0
TESORO CORP COM 881609101 82161 900000 SH Call SOLE 900000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 22250 15000000 SH SOLE 15000000 0 0
TEXAS INSTRS INC COM 882508104 511 8944 SH SOLE 8944 0 0
TEXTRON INC COM 883203101 176 3974 SH SOLE 3974 0 0
TIFFANY & CO NEW COM 886547108 62 706 SH SOLE 706 0 0
TIME WARNER CABLE INC COM 88732J207 421 2810 SH SOLE 2810 0 0
TIME WARNER INC COM NEW 887317303 242 2863 SH SOLE 2863 0 0
TIMKEN CO COM 887389104 93 2210 SH SOLE 2210 0 0
TJX COS INC NEW COM 872540109 239 3408 SH SOLE 3408 0 0
TOLL BROTHERS INC COM 889478103 95 2409 SH SOLE 2409 0 0
TOTAL SYS SVCS INC COM 891906109 253 6644 SH SOLE 6644 0 0
TOWER INTL INC COM 891826109 10968 412321 SH SOLE 412321 0 0
TRANSDIGM GROUP INC COM 893641100 174 794 SH SOLE 794 0 0
TRIBUNE MEDIA CO CL A 896047503 167 2750 SH SOLE 2750 0 0
TRIUMPH GROUP INC NEW COM 896818101 137 2301 SH SOLE 2301 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 529 5050 SH SOLE 5050 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 286 8455 SH SOLE 8455 0 0
TYCO INTL PLC SHS G91442106 291 6765 SH SOLE 6765 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 21802 450000 SH SOLE 450000 0 0
U S SILICA HLDGS INC COM 90346E103 127 3558 SH SOLE 3558 0 0
UNION PAC CORP COM 907818108 422 3896 SH SOLE 3896 0 0
UNITED CONTL HLDGS INC COM 910047109 742 11028 SH SOLE 11028 0 0
UNITED STATES STL CORP NEW COM 912909108 23243 952583 SH SOLE 952583 0 0
UNITED STATES STL CORP NEW COM 912909108 60578 2482700 SH Put SOLE 2482700 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 15383 250000 SH SOLE 250000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 546 3166 SH SOLE 3166 0 0
UNITEDHEALTH GROUP INC COM 91324P102 500 4229 SH SOLE 4229 0 0
UNUM GROUP COM 91529Y106 195 5787 SH SOLE 5787 0 0
US BANCORP DEL COM NEW 902973304 196 4492 SH SOLE 4492 0 0
V F CORP COM 918204108 609 8087 SH SOLE 8087 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 184105 926919 SH SOLE 926919 0 0
VALERO ENERGY CORP NEW COM 91913Y100 180 2822 SH SOLE 2822 0 0
VANGUARD INDEX FDS REIT ETF 922908553 42155 500000 SH Put SOLE 500000 0 0
VASCO DATA SEC INTL INC COM 92230Y104 19386 900000 SH SOLE 900000 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 27679 19500000 SH SOLE 19500000 0 0
VERIFONE SYS INC COM 92342Y109 319 9131 SH SOLE 9131 0 0
VERINT SYS INC COM 92343X100 72895 1177060 SH SOLE 1177060 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 180 3698 SH SOLE 3698 0 0
VISA INC COM CL A 92826C839 286 4376 SH SOLE 4376 0 0
VISTEON CORP COM NEW 92839U206 176 1823 SH SOLE 1823 0 0
VMWARE INC CL A COM 928563402 74 903 SH SOLE 903 0 0
VOYA FINL INC COM 929089100 68007 1577519 SH SOLE 1577519 0 0
WABTEC CORP COM 929740108 91 955 SH SOLE 955 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 306 3616 SH SOLE 3616 0 0
WAL-MART STORES INC COM 931142103 281 3416 SH SOLE 3416 0 0
WASTE CONNECTIONS INC COM 941053100 110 2278 SH SOLE 2278 0 0
WASTE MGMT INC DEL COM 94106L109 992 18296 SH SOLE 18296 0 0
WATERS CORP COM 941848103 205 1646 SH SOLE 1646 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 327 26569 SH SOLE 26569 0 0
WELLS FARGO & CO NEW COM 949746101 487 8955 SH SOLE 8955 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 88530 35812000 SH SOLE 35812000 0 0
WESTAR ENERGY INC COM 95709T100 267 6898 SH SOLE 6898 0 0
WESTERN UN CO COM 959802109 461 22141 SH SOLE 22141 0 0
WESTLAKE CHEM CORP COM 960413102 268 3725 SH SOLE 3725 0 0
WHITING PETE CORP NEW COM 966387102 6131 198420 SH SOLE 198420 0 0
WISCONSIN ENERGY CORP COM 976657106 412 8314 SH SOLE 8314 0 0
WL ROSS HLDG CORP UNIT 99/99/9999 92939D203 33326 3180000 SH SOLE 3180000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 21768 17500000 PRN SOLE 17500000 0 0
WORLD ACCEP CORP DEL COM 981419104 1400 19205 SH SOLE 19205 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 519 5734 SH SOLE 5734 0 0
XEROX CORP COM 984121103 85 6642 SH SOLE 6642 0 0
XILINX INC COM 983919101 527 12469 SH SOLE 12469 0 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 15926 5600000 PRN SOLE 5600000 0 0
XYLEM INC COM 98419M100 318 9093 SH SOLE 9093 0 0
YUM BRANDS INC COM 988498101 116 1471 SH SOLE 1471 0 0
ZIMMER HLDGS INC COM 98956P102 407 3464 SH SOLE 3464 0 0
ZOETIS INC CL A 98978V103 250 5409 SH SOLE 5409 0 0