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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 2015-06-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.

Historical 13F Holdings - 2015-06-30

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
3M CO COM 88579Y101 552 3575 SH SOLE 3575 0 0
51JOB INC SP ADR REP COM 316827104 3469 104364 SH SOLE 104364 0 0
ABBOTT LABS COM 002824100 586 11937 SH SOLE 11937 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 598 6182 SH SOLE 6182 0 0
ACE LTD SHS H0023R105 2197 21608 SH SOLE 21608 0 0
ACTIVISION BLIZZARD INC COM 00507V109 571 23574 SH SOLE 23574 0 0
ACUITY BRANDS INC COM 00508Y102 369 2052 SH SOLE 2052 0 0
ADOBE SYS INC COM 00724F101 736 9083 SH SOLE 9083 0 0
ADVANCED MICRO DEVICES INC COM 007903107 48250 25000000 SH Put SOLE 25000000 0 0
AERCAP HOLDINGS NV SHS N00985106 631 13778 SH SOLE 13778 0 0
AES CORP COM 00130H105 1428 107702 SH SOLE 107702 0 0
AETNA INC NEW COM 00817Y108 582 4565 SH SOLE 4565 0 0
AFLAC INC COM 001055102 375 6034 SH SOLE 6034 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 365 9460 SH SOLE 9460 0 0
AGL RES INC COM 001204106 2000 42945 SH SOLE 42945 0 0
AIR LEASE CORP CL A 00912X302 549 16199 SH SOLE 16199 0 0
AIR PRODS & CHEMS INC COM 009158106 75853 554363 SH SOLE 554363 0 0
AIRGAS INC COM 009363102 224 2114 SH SOLE 2114 0 0
AK STL HLDG CORP COM 001547108 14370 3713175 SH SOLE 3713175 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 370 5295 SH SOLE 5295 0 0
ALAMOS GOLD INC COM 011527108 9509 1680057 SH SOLE 1680057 0 0
ALASKA AIR GROUP INC COM 011659109 491 7621 SH SOLE 7621 0 0
ALCOA INC COM 013817101 9492 851292 SH SOLE 851292 0 0
ALLEGHANY CORP DEL COM 017175100 2459 5245 SH SOLE 5245 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 538 8942 SH SOLE 8942 0 0
ALLERGAN PLC SHS G0177J108 166364 548224 SH SOLE 548224 0 0
ALLIANT ENERGY CORP COM 018802108 1346 23326 SH SOLE 23326 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 417 14242 SH SOLE 14242 0 0
ALLSTATE CORP COM 020002101 486 7499 SH SOLE 7499 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 170 1415 SH SOLE 1415 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 1406 20000000 PRN SOLE 20000000 0 0
ALTERA CORP COM 021441100 414 8089 SH SOLE 8089 0 0
ALTRIA GROUP INC COM 02209S103 1207 24669 SH SOLE 24669 0 0
AMAYA INC COM 02314M108 75422 2753064 SH SOLE 2753064 0 0
AMAZON COM INC COM 023135106 115 266 SH SOLE 266 0 0
AMBARELLA INC SHS G037AX101 76 738 SH SOLE 738 0 0
AMDOCS LTD ORD G02602103 53 975 SH SOLE 975 0 0
AMEREN CORP COM 023608102 1391 36923 SH SOLE 36923 0 0
AMERICAN CAP LTD COM 02503Y103 2527 186504 SH SOLE 186504 0 0
AMERICAN ELEC PWR INC COM 025537101 1152 21755 SH SOLE 21755 0 0
AMERICAN EXPRESS CO COM 025816109 216 2775 SH SOLE 2775 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1434 22049 SH SOLE 22049 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1357 27901 SH SOLE 27901 0 0
AMERIPRISE FINL INC COM 03076C106 387 3098 SH SOLE 3098 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1878 17662 SH SOLE 17662 0 0
AMGEN INC COM 031162100 1102 7178 SH SOLE 7178 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 146 2224 SH SOLE 2224 0 0
ANADARKO PETE CORP COM 032511107 91 1164 SH SOLE 1164 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 16681 330000 SH SOLE 330000 0 0
ANALOG DEVICES INC COM 032654105 695 10834 SH SOLE 10834 0 0
ANTHEM INC COM 036752103 731 4452 SH SOLE 4452 0 0
APPLE INC COM 037833100 18343 149900 SH Call SOLE 149900 0 0
APPLIED MATLS INC COM 038222105 809 42116 SH SOLE 42116 0 0
AR CAP ACQUISITION CORP UNIT 99/99/9999 00191R208 11661 1150000 SH SOLE 1150000 0 0
ARAMARK HLDGS CORP COM 03852U106 47657 1538814 SH SOLE 1538814 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 15698 1000000 SH SOLE 1000000 0 0
ARCH CAP GROUP LTD ORD G0450A105 1183 17672 SH SOLE 17672 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1198 24839 SH SOLE 24839 0 0
ARES CAP CORP COM 04010L103 274 16663 SH SOLE 16663 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 413 7755 SH SOLE 7755 0 0
ARRIS GROUP INC NEW COM 04270V106 417 13625 SH SOLE 13625 0 0
ARROW ELECTRS INC COM 042735100 583 10445 SH SOLE 10445 0 0
ASHLAND INC NEW COM 044209104 483 3964 SH SOLE 3964 0 0
ASSURANT INC COM 04621X108 251 3748 SH SOLE 3748 0 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 6150 600000 SH SOLE 600000 0 0
ATMOS ENERGY CORP COM 049560105 2275 44366 SH SOLE 44366 0 0
ATWOOD OCEANICS INC COM 050095108 131 4964 SH SOLE 4964 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 263 3284 SH SOLE 3284 0 0
AUTONATION INC COM 05329W102 624 9915 SH SOLE 9915 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 176 1323 SH SOLE 1323 0 0
AVIS BUDGET GROUP COM 053774105 2807 63676 SH SOLE 63676 0 0
AVNET INC COM 053807103 10218 248554 SH SOLE 248554 0 0
AVON PRODS INC COM 054303102 868 138600 SH SOLE 138600 0 0
AVON PRODS INC COM 054303102 10789 1958000 SH Put SOLE 1958000 0 0
AXIALL CORP COM 05463D100 630 17483 SH SOLE 17483 0 0
AXIS CAPITAL HOLDINGS INV SHS G0692U109 1570 29416 SH SOLE 29416 0 0
B/E AEROSPACE INC COM 073302101 398 7249 SH SOLE 7249 0 0
BALL CORP COM 058498106 428 6108 SH SOLE 6108 0 0
BANK NEW YORK MELLON CORP COM 064058100 1035 24657 SH SOLE 24657 0 0
BANK OF AMERICA CORPORATION COM 060505104 29786 1750044 SH SOLE 1750044 0 0
BANKUNITED INC COM 06652K103 571 15882 SH SOLE 15882 0 0
BARD C R INC COM 067383109 160 939 SH SOLE 939 0 0
BEMIS INC COM 081437105 291 6469 SH SOLE 6469 0 0
BERRY PLASTICS GROUP INC COM 08579W103 389 12002 SH SOLE 12002 0 0
BEST BUY INC COM 086516101 21472 668500 SH Call SOLE 668500 0 0
BEST BUY INC COM 086516101 29929 917795 SH SOLE 917795 0 0
BIG LOTS INC COM 089302103 450 10003 SH SOLE 10003 0 0
BIOGEN IDEC INC COM 09062X103 768 1901 SH SOLE 1901 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 63 459 SH SOLE 459 0 0
BIOSCRIP INC COM 09069N108 1327 546100 SH Put SOLE 546100 0 0
BLOOMIN BRANDS INC COM 094235108 1498 70151 SH SOLE 70151 0 0
BLUE BIRD CORP COM 095306106 5521 425000 SH SOLE 425000 0 0
BOEING CO COM 097023105 607 4379 SH SOLE 4379 0 0
BOULEVARD ACQUISITION CORP *W EXP 02/19/201 10157P112 1253 343350 SH SOLE 343350 0 0
BOULEVARD ACQUISITION CORP COM 10157P104 8584 686700 SH SOLE 686700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 298 4480 SH SOLE 4480 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 501 10027 SH SOLE 10027 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 773 65108 SH SOLE 65108 0 0
BROOKDALE SR LIVING INC COM 112463104 69988 2016932 SH SOLE 2016932 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 9809 7500000 PRN SOLE 7500000 0 0
BRUNSWICK CORP COM 117043109 764 15025 SH SOLE 15025 0 0
BUNGE LIMITED COM G16962105 650 7403 SH SOLE 7403 0 0
BURLINGTON STORES INC COM 122017106 257 5015 SH SOLE 5015 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 183 2939 SH SOLE 2939 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 60 3043 SH SOLE 3043 0 0
CALPINE CORP COM NEW 131347304 545 30288 SH SOLE 30288 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 349 6667 SH SOLE 6667 0 0
CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 1470 625376 SH SOLE 625376 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 11605 1100000 SH SOLE 1100000 0 0
CARDINAL HEALTH INC COM 14149Y108 724 8656 SH SOLE 8656 0 0
CARLISLE COS INC COM 142339100 153 1533 SH SOLE 1533 0 0
CARTER INC COM 146229109 908 8540 SH SOLE 8540 0 0
CATERPILLAR INC DEL COM 149123101 109 1282 SH SOLE 1282 0 0
CBS CORP NEW CL B 124857202 691 12454 SH SOLE 12454 0 0
CDW CORP COM 12514G108 1015 29610 SH SOLE 29610 0 0
CELANESE CORP DEL COM SER A 150870103 410 5700 SH SOLE 5700 0 0
CELGENE CORP COM 151020104 708 6120 SH SOLE 6120 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 194 7684 SH SOLE 7684 0 0
CENTENE CORP DEL COM 15135B101 798 9930 SH SOLE 9930 0 0
CENTERPOINT ENERGY INC COM 15189T107 499 26211 SH SOLE 26211 0 0
CF INDS HLDGS INC COM 125269100 310 4816 SH SOLE 4816 0 0
CHARLES RIV LABS INTL INC COM 159864107 35 503 SH SOLE 503 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 673 8454 SH SOLE 8454 0 0
CHESAPEAKE ENERGY CORP COM 165167107 67 5968 SH SOLE 5968 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 33143 35000000 PRN SOLE 35000000 0 0
CHEVRON CORP NEW COM 166764100 354 3671 SH SOLE 3671 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 881 1456 SH SOLE 1456 0 0
CHURCH & DWIGHT INC COM 171340102 822 10132 SH SOLE 10132 0 0
CIGNA CORPORATION COM 125509109 108 667 SH SOLE 667 0 0
CINEMARK HOLDINGS INC COM 17243V102 927 23083 SH SOLE 23083 0 0
CINTAS CORP COM 172908105 633 7485 SH SOLE 7485 0 0
CISCO SYS INC COM 17275R102 650 23678 SH SOLE 23678 0 0
CIT GROUP INC COM NEW 125581801 1429 30737 SH SOLE 30737 0 0
CITRIX SYS INC COM 177376100 388 5532 SH SOLE 5532 0 0
CLOROX CO DEL COM 189054109 229 2204 SH SOLE 2204 0 0
CMS ENERGY CORP COM 125896100 779 24453 SH SOLE 24453 0 0
COCA COLA CO COM 191216100 206 5262 SH SOLE 5262 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 1408 32417 SH SOLE 32417 0 0
COEUR D ALENE MINES CORP IDA COM NEW 192108504 12813 3714000 SH Put SOLE 3714000 0 0
COGNEX CORP COM 192422103 120 2492 SH SOLE 2492 0 0
COLONY FINL INC COM 19624R106 66561 2938685 SH SOLE 2938685 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1238 10668 SH SOLE 10668 0 0
CONTINENTAL RESOURCES INC COM 212015101 8 187 SH SOLE 187 0 0
COOPER COS INC COM NEW 216648402 116 649 SH SOLE 649 0 0
COOPER TIRE & RUBR CO COM 216831107 1174 34702 SH SOLE 34702 0 0
COSTCO WHSL CORP NEW COM 22160K105 1204 8915 SH SOLE 8915 0 0
CRANE CO COM 224399105 843 14359 SH SOLE 14359 0 0
CREDICORP LTD COM G2519Y108 598 4303 SH SOLE 4303 0 0
CROWN HOLDINGS INC COM 228368106 292 5524 SH SOLE 5524 0 0
CST BRANDS INC COM 12646R105 792 20269 SH SOLE 20269 0 0
CSX CORP COM 126408103 866 26523 SH SOLE 26523 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 20680 18000000 PRN SOLE 18000000 0 0
CUMMINS INC COM 231021106 192 1460 SH SOLE 1460 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 226 19195 SH SOLE 19195 0 0
CYTEC INDS INC COM 232820100 48 797 SH SOLE 797 0 0
DARDEN RESTAURANTS INC COM 237194105 561 7892 SH SOLE 7892 0 0
DARLING INTL INC COM 237266101 69 4710 SH SOLE 4710 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 459 5770 SH SOLE 5770 0 0
DECKERS OUTDOOR CORP COM 243537107 1131 15710 SH SOLE 15710 0 0
DELEK US HLDGS INC COM 246647101 19679 534465 SH SOLE 534465 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 28335 689743 SH SOLE 689743 0 0
DENTSPLY INTL INC NEW COM 249030107 59 1144 SH SOLE 1144 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 16272 15000000 PRN SOLE 15000000 0 0
DEVON ENERGY CORP NEW COM 25179M103 224 3762 SH SOLE 3762 0 0
DICKS SPORTING GOODS INC COM 253393102 618 11945 SH SOLE 11945 0 0
DILLARDS INC CL A 254067101 4867 46273 SH SOLE 46273 0 0
DISCOVER FINL SVCS COM 254709108 56 978 SH SOLE 978 0 0
DISH NETWORK CORP CL A 25470M109 1483 21905 SH SOLE 21905 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 40270 750000 SH SOLE 750000 0 0
DOMINOS PIZZA INC COM 25754A201 1953 17220 SH SOLE 17220 0 0
DONNELLEY R R & SONS CO COM 257867101 523 30027 SH SOLE 30027 0 0
DONNELLEY R R & SONS CO COM 257867101 27278 1567700 SH Put SOLE 1567700 0 0
DOVER CORP COM 260003108 101 1443 SH SOLE 1443 0 0
DOW CHEM CO COM 260543103 380 7424 SH SOLE 7424 0 0
DRYSHIPS INC SHS Y2109Q101 13324 22161883 SH SOLE 22161883 0 0
DST SYS INC DEL COM 233326107 388 3083 SH SOLE 3083 0 0
DSW INC CL A 23334L102 739 22137 SH SOLE 22137 0 0
DTE ENERGY CO COM 233331107 805 10780 SH SOLE 10780 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 646 10107 SH SOLE 10107 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 591 4845 SH SOLE 4845 0 0
E M C CORP MASS COM 268648102 6 239 SH SOLE 239 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1309 43707 SH SOLE 43707 0 0
EAST WEST BANCORP INC COM 27579R104 1979 44164 SH SOLE 44164 0 0
EASTMAN CHEM CO COM 277432100 3887 47508 SH SOLE 47508 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461133 1034 255679 SH SOLE 255679 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461141 867 255679 SH SOLE 255679 0 0
EASTMAN KODAK CO COM NEW 277461406 125150 7449406 SH SOLE 7449406 0 0
EATON VANCE CORP COM NON VTG 278265103 51 1302 SH SOLE 1302 0 0
EBAY INC COM 278642103 275 4572 SH SOLE 4572 0 0
ECLIPSE RES CORP COM 27890G100 1804 444300 SH Put SOLE 444300 0 0
ELECTRONIC ARTS INC COM 285512109 81 1214 SH SOLE 1214 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 11022 1100000 SH SOLE 1100000 0 0
EMERSON ELEC CO COM 291011104 160 2878 SH SOLE 2878 0 0
ENDO INTL PLC SHS G30401106 115 1449 SH SOLE 1449 0 0
ENERGEN CORP COM 29265N108 246 3603 SH SOLE 3603 0 0
ENERGIZER HLDGS INC COM 29266R108 395 3001 SH SOLE 3001 0 0
ENTERGY CORP NEW COM 29364G103 44 624 SH SOLE 624 0 0
EOG RES INC COM 26875P101 4 49 SH SOLE 49 0 0
EQT CORP COM 26884L109 98 1200 SH SOLE 1200 0 0
EQUIFAX INC COM 294429105 1604 16524 SH SOLE 16524 0 0
EQUINIX INC COM PAR $0.001 29444U700 125 493 SH SOLE 493 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 4 44 SH SOLE 44 0 0
EURONAV NV ANTWERPEN SHS B38564108 100690 6798818 SH SOLE 6798818 0 0
EURONET WORLDWIDE INC COM 298736109 5430 88000 SH SOLE 88000 0 0
EXPEDIA INC DEL COM NEW 30212P303 478 4371 SH SOLE 4371 0 0
EXPEDITORS INTL WASH INC COM 302130109 143 3095 SH SOLE 3095 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 409 4597 SH SOLE 4597 0 0
EXXON MOBIL CORP COM 30231G102 203 2442 SH SOLE 2442 0 0
F5 NETWORKS INC COM 315616102 669 5558 SH SOLE 5558 0 0
FACTSET RESH SYS INC COM 303075105 1031 6342 SH SOLE 6342 0 0
FAMILY DLR STORES INC COM 307000109 293 3721 SH SOLE 3721 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 241395 1900000 SH SOLE 1900000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 103357 2794190 SH SOLE 2794190 0 0
FIFTH THIRD BANCORP COM 316773100 67 3228 SH SOLE 3228 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 763 12103 SH SOLE 12103 0 0
FIRST SOLAR INC COM 336433107 808 17197 SH SOLE 17197 0 0
FIRSTENERGY CORP COM 337932107 579 17773 SH SOLE 17773 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 74559 477760 SH SOLE 477760 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 636 56217 SH SOLE 56217 0 0
FLIR SYS INC COM 302445101 458 14874 SH SOLE 14874 0 0
FLUOR CORP NEW COM 343412102 910 17165 SH SOLE 17165 0 0
FMC TECHNOLOGIES INC COM 30249U101 382 9197 SH SOLE 9197 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4530 300000 SH Call SOLE 300000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4530 300000 SH Put SOLE 300000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 5291 352504 SH SOLE 352504 0 0
FORWARD PHARMA A/S SPONSORED ADR 34986J105 24539 644924 SH SOLE 644924 0 0
FRANKLIN RES INC COM 354613101 466 9503 SH SOLE 9503 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 36592 3090500 SH Put SOLE 3090500 0 0
GALLAGHER ARTHUR J & CO COM 363576109 596 12605 SH SOLE 12605 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 34028 928216 SH SOLE 928216 0 0
GANNETT SPINCO INC COM 36473H104 585 41850 SH SOLE 41850 0 0
GAP INC DEL COM 364760108 10723 280922 SH SOLE 280922 0 0
GARMIN LTD SHS H2906T109 176 3995 SH SOLE 3995 0 0
GARTNER INC COM 366651107 95 1108 SH SOLE 1108 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 98423 43000000 SH SOLE 43000000 0 0
GENER8 MARITIME INC COM Y26889108 106899 7842929 SH SOLE 7842929 0 0
GENERAL DYNAMICS CORP COM 369550108 577 4071 SH SOLE 4071 0 0
GENERAL ELECTRIC CO COM 369604103 164 6181 SH SOLE 6181 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 149 6186 SH SOLE 6186 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 99 6186 SH SOLE 6186 0 0
GENERAL MTRS CO COM 37045V100 50665 1520116 SH SOLE 1520116 0 0
GENESEE & WYO INC CL A 371559105 90 1184 SH SOLE 1184 0 0
GENTEX CORP COM 371901109 617 37584 SH SOLE 37584 0 0
GENUINE PARTS CO COM 372460105 943 10530 SH SOLE 10530 0 0
GILEAD SCIENCES INC COM 375558103 1006 8591 SH SOLE 8591 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 5250 500000 SH SOLE 500000 0 0
GLOBAL PMTS INC COM 37940X102 206 1988 SH SOLE 1988 0 0
GNC HLDGS INC COM CL A 36191G107 431 9679 SH SOLE 9679 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 769 25510 SH SOLE 25510 0 0
GOOGLE INC CL A 38259P508 28 52 SH SOLE 52 0 0
GRAHAM HLDGS CO COM 384637104 482 448 SH SOLE 448 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 981 70416 SH SOLE 70416 0 0
GROUPON INC COM CL A 399473107 582 115636 SH SOLE 115636 0 0
GRUBHUB INC COM 400110102 376 11039 SH SOLE 11039 0 0
GULFPORT ENERGY CORP COM NEW 402635304 160 3974 SH SOLE 3974 0 0
HALLIBURTON CO COM 406216101 491 11393 SH SOLE 11393 0 0
HANGER INC COM NEW 41043F208 19598 836071 SH SOLE 836071 0 0
HARRIS CORP DEL COM 413875105 509 6617 SH SOLE 6617 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 124 2972 SH SOLE 2972 0 0
HCC INS HLDGS INC COM 404132102 614 7994 SH SOLE 7994 0 0
HCI GROUP INC COM 40416E103 1497 33855 SH SOLE 33855 0 0
HCI GROUP INC NOTE 3.875% 3/1 40416EAB9 21781 22200000 PRN SOLE 22200000 0 0
HD SUPPLY HLDGS INC COM 40416M105 148 4197 SH SOLE 4197 0 0
HEALTH NET INC COM 42222G108 511 7977 SH SOLE 7977 0 0
HEALTHSOUTH CORP COM NEW 421924309 157 3415 SH SOLE 3415 0 0
HERBALIFE LTD COM USD SHS G4412G101 25787 468095 SH SOLE 468095 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 7864 7430000 PRN SOLE 7430000 0 0
HESS CORP COM 42809H107 42 631 SH SOLE 631 0 0
HEWLETT PACKARD CO COM 428236103 774 25806 SH SOLE 25806 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1388 50383 SH SOLE 50383 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 60469 2278400 SH Call SOLE 2278400 0 0
HOLOGIC INC COM 436440101 319 8381 SH SOLE 8381 0 0
HOME DEPOT INC COM 437076102 252 2271 SH SOLE 2271 0 0
HORMEL FOODS CORP COM 440452100 429 7617 SH SOLE 7617 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 1987 747170 SH SOLE 747170 0 0
HUDSON CITY BANCORP COM 443683107 814 82407 SH SOLE 82407 0 0
HUMANA INC COM 444859102 220 1151 SH SOLE 1151 0 0
HUNT J B TRANS SVCS INC COM 445658107 289 3519 SH SOLE 3519 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1337 118206 SH SOLE 118206 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1122 9963 SH SOLE 9963 0 0
HUNTSMAN CORP COM 447011107 8697 394077 SH SOLE 394077 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 57781 725351 SH SOLE 725351 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 76967 996600 SH Call SOLE 996600 0 0
IAMGOLD CORP COM 450913108 15246 10442700 SH Put SOLE 10442700 0 0
IDEXX LABS INC COM 45168D104 275 4290 SH SOLE 4290 0 0
IHS INC CL A 451734107 55 430 SH SOLE 430 0 0
ILLINOIS TOOL WKS INC COM 452308109 211 2297 SH SOLE 2297 0 0
IMPAX LABORATORIES INC COM 45256B101 2972 64722 SH SOLE 64722 0 0
INCYTE CORP COM 45337C102 147 1408 SH SOLE 1408 0 0
INGRAM MICRO INC CL A 457153104 767 30636 SH SOLE 30636 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 36165 30000000 SH SOLE 30000000 0 0
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 11136 10000000 PRN SOLE 10000000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 71 436 SH SOLE 436 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 717 6558 SH SOLE 6558 0 0
INTERPUBLIC GROUP COS INC COM 460690100 176 9111 SH SOLE 9111 0 0
INTL PAPER CO COM 460146103 933 19609 SH SOLE 19609 0 0
INTUIT COM 461202103 343 3405 SH SOLE 3405 0 0
INVESCO LTD SHS G491BT108 1692 45123 SH SOLE 45123 0 0
INVESTORS BANCORP INC NEW COM 46146L101 1640 133370 SH SOLE 133370 0 0
IPG PHOTONICS CORP COM 44980X109 307 3604 SH SOLE 3604 0 0
ITC HLDGS CORP COM 465685105 2132 66251 SH SOLE 66251 0 0
ITT CORP NEW COM NEW 450911201 749 17909 SH SOLE 17909 0 0
JACK IN THE BOX INC COM 466367109 1533 17386 SH SOLE 17386 0 0
JANUS CAP GROUP INC COM 47102X105 1028 60036 SH SOLE 60036 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 20192 14500000 PRN SOLE 14500000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 50560 30000000 PRN SOLE 30000000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 569 3232 SH SOLE 3232 0 0
JETBLUE AIRWAYS CORP COM 477143101 378 18192 SH SOLE 18192 0 0
JOHNSON & JOHNSON COM 478160104 402 4121 SH SOLE 4121 0 0
JOHNSON CTLS INC COM 478366107 126 2537 SH SOLE 2537 0 0
JUNIPER NETWORKS INC COM 48203R104 1029 39622 SH SOLE 39622 0 0
KAR AUCTION SVCS INC COM 48238T109 365 9751 SH SOLE 9751 0 0
KATE SPADE & CO COM 485865109 148 6849 SH SOLE 6849 0 0
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