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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 2015-09-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.

Historical 13F Holdings - 2015-09-30

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
3M CO COM 88579Y101 105 738 SH SOLE 738 0 0
51JOB INC SP ADR REP COM 316827104 2860 104364 SH SOLE 104364 0 0
ABBOTT LABS COM 002824100 1176 29242 SH SOLE 29242 0 0
ABBVIE INC COM 00287Y109 225 4138 SH SOLE 4138 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 343 3488 SH SOLE 3488 0 0
ACE LTD SHS H0023R105 468 4525 SH SOLE 4525 0 0
ACUITY BRANDS INC COM 00508Y102 1337 7616 SH SOLE 7616 0 0
ADOBE SYS INC COM 00724F101 621 7549 SH SOLE 7549 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 827 4361 SH SOLE 4361 0 0
ADVANCED MICRO DEVICES INC COM 007903107 344 200000 SH SOLE 200000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 8525 4956600 SH Put SOLE 4956600 0 0
AERCAP HOLDINGS NV SHS N00985106 663 17345 SH SOLE 17345 0 0
AES CORP COM 00130H105 4867 497121 SH SOLE 497121 0 0
AETNA INC NEW COM 00817Y108 269 2462 SH SOLE 2462 0 0
AGCO CORP COM 001084102 300 6427 SH SOLE 6427 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 974 28378 SH SOLE 28378 0 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 752 343350 SH SOLE 343350 0 0
AGROFRESH SOLUTIONS COM 00856G109 6551 825000 SH SOLE 825000 0 0
AIR PRODS & CHEMS INC COM 009158106 79846 625852 SH SOLE 625852 0 0
AIRGAS INC COM 009363102 570 6378 SH SOLE 6378 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 4658 1258957 SH SOLE 1258957 0 0
ALASKA AIR GROUP INC COM 011659109 390 4904 SH SOLE 4904 0 0
ALERE INC COM 01449J105 986 20472 SH SOLE 20472 0 0
ALLEGIANT TRAVEL CO COM 01748X102 550 2543 SH SOLE 2543 0 0
ALLERGAN PLC SHS G0177J108 25848 95095 SH SOLE 95095 0 0
ALLIANT ENERGY CORP COM 018802108 106 1805 SH SOLE 1805 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1395 36551 SH SOLE 36551 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1131 42390 SH SOLE 42390 0 0
ALLSTATE CORP COM 020002101 1088 18677 SH SOLE 18677 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 135 1682 SH SOLE 1682 0 0
ALTRIA GROUP INC COM 02209S103 627 11520 SH SOLE 11520 0 0
AMAYA INC COM 02314M108 53399 2930575 SH SOLE 2930575 0 0
AMAZON COM INC COM 023135106 280 547 SH SOLE 547 0 0
AMDOCS LTD SHS G02602103 458 8048 SH SOLE 8048 0 0
AMEREN CORP COM 023608102 612 14489 SH SOLE 14489 0 0
AMERICAN ELEC PWR INC COM 025537101 562 9877 SH SOLE 9877 0 0
AMERICAN EXPRESS CO COM 025816109 54453 734561 SH SOLE 734561 0 0
AMERICAN EXPRESS CO COM 025816109 207564 2800000 SH Call SOLE 2800000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1054 15297 SH SOLE 15297 0 0
AMERIPRISE FINL INC COM 03076C106 600 5498 SH SOLE 5498 0 0
AMERISOURCEBERGEN CORP COM 03073E105 764 8043 SH SOLE 8043 0 0
AMGEN INC COM 031162100 1363 9853 SH SOLE 9853 0 0
AMTRUST FINL SVCS INC COM 032359309 535 8498 SH SOLE 8498 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 1006 8548 SH SOLE 8548 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 23980 650000 SH SOLE 650000 0 0
ANALOG DEVICES INC COM 032654105 106 1872 SH SOLE 1872 0 0
ANSYS INC COM 03662Q105 246 2792 SH SOLE 2792 0 0
AON PLC SHS CL A G0408V102 69 784 SH SOLE 784 0 0
APPLIED MATLS INC COM 038222105 46 3118 SH SOLE 3118 0 0
APTARGROUP INC COM 038336103 484 7341 SH SOLE 7341 0 0
AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 9906 996600 SH SOLE 996600 0 0
ARAMARK COM 03852U106 73582 2482514 SH SOLE 2482514 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 4026 479564 SH SOLE 479564 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1545 300000 SH Call SOLE 300000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 271 6537 SH SOLE 6537 0 0
ARES CAP CORP COM 04010L103 121 8339 SH SOLE 8339 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1434 30041 SH SOLE 30041 0 0
ARROW ELECTRS INC COM 042735100 986 17842 SH SOLE 17842 0 0
ASHLAND INC NEW COM 044209104 334 3322 SH SOLE 3322 0 0
ASPEN TECHNOLOGY INC COM 045327103 880 23225 SH SOLE 23225 0 0
ASSURANT INC COM 04621X108 464 5870 SH SOLE 5870 0 0
AUTODESK INC COM 052769106 219 4961 SH SOLE 4961 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 109853 878750 SH SOLE 878750 0 0
AVERY DENNISON CORP COM 053611109 638 11280 SH SOLE 11280 0 0
AVIS BUDGET GROUP COM 053774105 1634 37408 SH SOLE 37408 0 0
AVNET INC COM 053807103 7336 171874 SH SOLE 171874 0 0
AVON PRODS INC COM 054303102 265 81463 SH SOLE 81463 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1132 21067 SH SOLE 21067 0 0
B/E AEROSPACE INC COM 073302101 63834 1454069 SH SOLE 1454069 0 0
BALL CORP COM 058498106 1519 24417 SH SOLE 24417 0 0
BANK AMER CORP COM 060505104 41102 2638132 SH SOLE 2638132 0 0
BARD C R INC COM 067383109 1182 6346 SH SOLE 6346 0 0
BARRICK GOLD CORP COM 067901108 6330 995223 SH SOLE 995223 0 0
BAXTER INTL INC COM 071813109 839 25539 SH SOLE 25539 0 0
BB&T CORP COM 054937107 767 21551 SH SOLE 21551 0 0
BEMIS INC COM 081437105 634 16023 SH SOLE 16023 0 0
BERKLEY W R CORP COM 084423102 787 14474 SH SOLE 14474 0 0
BERRY PLASTICS GROUP INC COM 08579W103 134 4452 SH SOLE 4452 0 0
BEST BUY INC COM 086516101 49595 1336066 SH SOLE 1336066 0 0
BIOGEN INC COM 09062X103 78736 269820 SH SOLE 269820 0 0
BLOOMIN BRANDS INC COM 094235108 1818 100018 SH SOLE 100018 0 0
BLUE BIRD CORP COM 095306106 4190 420700 SH SOLE 420700 0 0
BOEING CO COM 097023105 77 585 SH SOLE 585 0 0
BOSTON BEER INC CL A 100557107 597 2836 SH SOLE 2836 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 16966 1700000 SH SOLE 1700000 0 0
BRINKER INTL INC COM 109641100 2 47 SH SOLE 47 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 201 3400 SH SOLE 3400 0 0
BROADCOM CORP CL A 111320107 27325 531310 SH SOLE 531310 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 760 73219 SH SOLE 73219 0 0
BROOKDALE SR LIVING INC COM 112463104 32963 1435669 SH SOLE 1435669 0 0
BRUNSWICK CORP COM 117043109 2360 49276 SH SOLE 49276 0 0
BUNGE LIMITED COM G16962105 1431 19524 SH SOLE 19524 0 0
BURLINGTON STORES INC COM 122017106 156 3063 SH SOLE 3063 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 219 10600 SH SOLE 10600 0 0
CAMPBELL SOUP CO COM 134429109 264 5218 SH SOLE 5218 0 0
CARDINAL HEALTH INC COM 14149Y108 369 4798 SH SOLE 4798 0 0
CARNIVAL CORP PAIRED CTF 143658300 1156 23262 SH SOLE 23262 0 0
CARTER INC COM 146229109 415 4584 SH SOLE 4584 0 0
CATERPILLAR INC DEL COM 149123101 31 467 SH SOLE 467 0 0
CAVIUM INC COM 14964U108 396 6453 SH SOLE 6453 0 0
CBS CORP NEW CL B 124857202 203 5086 SH SOLE 5086 0 0
CDW CORP COM 12514G108 371 9084 SH SOLE 9084 0 0
CELANESE CORP DEL COM SER A 150870103 229 3877 SH SOLE 3877 0 0
CELGENE CORP COM 151020104 707 6535 SH SOLE 6535 0 0
CENTENE CORP DEL COM 15135B101 763 14061 SH SOLE 14061 0 0
CENTERPOINT ENERGY INC COM 15189T107 1033 57268 SH SOLE 57268 0 0
CENTURYLINK INC COM 156700106 550 21908 SH SOLE 21908 0 0
CF INDS HLDGS INC COM 125269100 461 10277 SH SOLE 10277 0 0
CHARLES RIV LABS INTL INC COM 159864107 893 14052 SH SOLE 14052 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 174 2190 SH SOLE 2190 0 0
CHEESECAKE FACTORY INC COM 163072101 518 9596 SH SOLE 9596 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 35516 40500000 PRN SOLE 40500000 0 0
CHEVRON CORP NEW COM 166764100 59160 750000 SH Put SOLE 750000 0 0
CIENA CORP COM NEW 171779309 367 17708 SH SOLE 17708 0 0
CIMAREX ENERGY CO COM 171798101 466 4549 SH SOLE 4549 0 0
CINCINNATI FINL CORP COM 172062101 822 15270 SH SOLE 15270 0 0
CINEMARK HOLDINGS INC COM 17243V102 593 18258 SH SOLE 18258 0 0
CISCO SYS INC COM 17275R102 222 8470 SH SOLE 8470 0 0
CIT GROUP INC COM NEW 125581801 649 16214 SH SOLE 16214 0 0
CITIGROUP INC COM NEW 172967424 417 8414 SH SOLE 8414 0 0
CITRIX SYS INC COM 177376100 279 4025 SH SOLE 4025 0 0
CLOROX CO DEL COM 189054109 642 5554 SH SOLE 5554 0 0
CMS ENERGY CORP COM 125896100 352 9966 SH SOLE 9966 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 2160 44665 SH SOLE 44665 0 0
COEUR MNG INC COM NEW 192108504 5640 2000000 SH Put SOLE 2000000 0 0
COLFAX CORP COM 194014106 391 13079 SH SOLE 13079 0 0
COLONY CAP INC CL A 19624R106 56214 2873951 SH SOLE 2873951 0 0
COMCAST CORP NEW CL A 20030N101 645 11335 SH SOLE 11335 0 0
COMERICA INC COM 200340107 738 17959 SH SOLE 17959 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 347 8115 SH SOLE 8115 0 0
COMPUTER SCIENCES CORP COM 205363104 737 12014 SH SOLE 12014 0 0
CONAGRA FOODS INC COM 205887102 106 2623 SH SOLE 2623 0 0
CONSTELLATION BRANDS INC CL A 21036P108 141 1130 SH SOLE 1130 0 0
CORELOGIC INC COM 21871D103 666 17885 SH SOLE 17885 0 0
COTY INC COM CL A 222070203 89 3280 SH SOLE 3280 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 25 173 SH SOLE 173 0 0
CREDICORP LTD COM G2519Y108 1235 11615 SH SOLE 11615 0 0
CROWN HOLDINGS INC COM 228368106 1000 21852 SH SOLE 21852 0 0
CST BRANDS INC COM 12646R105 709 21063 SH SOLE 21063 0 0
CSX CORP COM 126408103 985 36610 SH SOLE 36610 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 14166 13000000 PRN SOLE 13000000 0 0
CVS HEALTH CORP COM 126650100 406 4211 SH SOLE 4211 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 30 3470 SH SOLE 3470 0 0
DANA HLDG CORP COM 235825205 52 3305 SH SOLE 3305 0 0
DANAHER CORP DEL COM 235851102 111 1306 SH SOLE 1306 0 0
DARDEN RESTAURANTS INC COM 237194105 1694 24720 SH SOLE 24720 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 93 1284 SH SOLE 1284 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 223 3532 SH SOLE 3532 0 0
DECKERS OUTDOOR CORP COM 243537107 431 7425 SH SOLE 7425 0 0
DELEK US HLDGS INC COM 246647101 22755 821471 SH SOLE 821471 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 192 2522 SH SOLE 2522 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 44705 996331 SH SOLE 996331 0 0
DENBURY RES INC COM NEW 247916208 417 171081 SH SOLE 171081 0 0
DENTSPLY INTL INC NEW COM 249030107 647 12787 SH SOLE 12787 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 11966 10000000 PRN SOLE 10000000 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 12837 12000000 PRN SOLE 12000000 0 0
DEVON ENERGY CORP NEW COM 25179M103 11071 298485 SH SOLE 298485 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 293 16934 SH SOLE 16934 0 0
DICKS SPORTING GOODS INC COM 253393102 325 6560 SH SOLE 6560 0 0
DILLARDS INC CL A 254067101 4596 52597 SH SOLE 52597 0 0
DISCOVER FINL SVCS COM 254709108 164 3151 SH SOLE 3151 0 0
DISH NETWORK CORP CL A 25470M109 1545 26480 SH SOLE 26480 0 0
DOMINOS PIZZA INC COM 25754A201 276 2557 SH SOLE 2557 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 25350 2500000 SH SOLE 2500000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 293 3708 SH SOLE 3708 0 0
DRIL-QUIP INC COM 262037104 418 7176 SH SOLE 7176 0 0
DRYSHIPS INC SHS Y2109Q101 907 5371941 SH SOLE 5371941 0 0
DST SYS INC DEL COM 233326107 267 2538 SH SOLE 2538 0 0
DSW INC CL A 23334L102 412 16276 SH SOLE 16276 0 0
DYAX CORP COM 26746E103 350 18341 SH SOLE 18341 0 0
E M C CORP MASS COM 268648102 177 7322 SH SOLE 7322 0 0
EAST WEST BANCORP INC COM 27579R104 2656 69126 SH SOLE 69126 0 0
EASTMAN CHEM CO COM 277432100 5139 79410 SH SOLE 79410 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461133 887 255679 SH SOLE 255679 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461141 767 255679 SH SOLE 255679 0 0
EASTMAN KODAK CO COM NEW 277461406 116360 7449406 SH SOLE 7449406 0 0
ECLIPSE RES CORP COM 27890G100 866 444300 SH Put SOLE 444300 0 0
EDGEWELL PERS CARE CO COM 28035Q102 81 988 SH SOLE 988 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 100 702 SH SOLE 702 0 0
ELECTRONIC ARTS INC COM 285512109 464 6845 SH SOLE 6845 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 10868 1100000 SH SOLE 1100000 0 0
EMERSON ELEC CO COM 291011104 30 669 SH SOLE 669 0 0
ENTERGY CORP NEW COM 29364G103 631 9699 SH SOLE 9699 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 297 8074 SH SOLE 8074 0 0
EOG RES INC COM 26875P101 155 2127 SH SOLE 2127 0 0
EQT CORP COM 26884L109 501 7739 SH SOLE 7739 0 0
EQUIFAX INC COM 294429105 2340 24084 SH SOLE 24084 0 0
EURONAV NV ANTWERPEN SHS B38564108 77017 5540795 SH SOLE 5540795 0 0
EURONET WORLDWIDE INC COM 298736109 4853 65500 SH SOLE 65500 0 0
EVEREST RE GROUP LTD COM G3223R108 760 4385 SH SOLE 4385 0 0
EVERSOURCE ENERGY COM 30040W108 18 364 SH SOLE 364 0 0
EXELON CORP COM 30161N101 422 14197 SH SOLE 14197 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 12511 17000000 PRN SOLE 17000000 0 0
F5 NETWORKS INC COM 315616102 1270 10965 SH SOLE 10965 0 0
FACTSET RESH SYS INC COM 303075105 686 4293 SH SOLE 4293 0 0
FEDEX CORP COM 31428X106 294 2044 SH SOLE 2044 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 142374 1200000 SH SOLE 1200000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 86114 2427812 SH SOLE 2427812 0 0
FIFTH THIRD BANCORP COM 316773100 146 7704 SH SOLE 7704 0 0
FIRST SOLAR INC COM 336433107 170 3974 SH SOLE 3974 0 0
FIRSTENERGY CORP COM 337932107 573 18293 SH SOLE 18293 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 1069 101440 SH SOLE 101440 0 0
FOOT LOCKER INC COM 344849104 303 4208 SH SOLE 4208 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2213 163055 SH SOLE 163055 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4071 300000 SH Call SOLE 300000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4071 300000 SH Put SOLE 300000 0 0
FORTINET INC COM 34959E109 130 3072 SH SOLE 3072 0 0
FORWARD PHARMA A/S SPONSORED ADR 34986J105 25985 1102924 SH SOLE 1102924 0 0
FOSSIL GROUP INC COM 34988V106 431 7708 SH SOLE 7708 0 0
FRANKLIN RES INC COM 354613101 164 4404 SH SOLE 4404 0 0
FREEPORT-MCMORAN INC CL B 35671D857 29947 3090500 SH Put SOLE 3090500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 28439 2934932 SH SOLE 2934932 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 23750 5000000 SH Put SOLE 5000000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1610 38991 SH SOLE 38991 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 37131 1250216 SH SOLE 1250216 0 0
GAP INC DEL COM 364760108 10171 356866 SH SOLE 356866 0 0
GARMIN LTD SHS H2906T109 286 7978 SH SOLE 7978 0 0
GARTNER INC COM 366651107 611 7279 SH SOLE 7279 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 77298 43000000 SH SOLE 43000000 0 0
GENER8 MARITIME INC COM Y26889108 85880 7842929 SH SOLE 7842929 0 0
GENERAL DYNAMICS CORP COM 369550108 1294 9381 SH SOLE 9381 0 0
GENERAL MLS INC COM 370334104 8 150 SH SOLE 150 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 125 6186 SH SOLE 6186 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 81 6186 SH SOLE 6186 0 0
GENERAL MTRS CO COM 37045V100 47912 1596007 SH SOLE 1596007 0 0
GENTEX CORP COM 371901109 395 25494 SH SOLE 25494 0 0
GENUINE PARTS CO COM 372460105 276 3325 SH SOLE 3325 0 0
GILEAD SCIENCES INC COM 375558103 898 9141 SH SOLE 9141 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 5260 500000 SH SOLE 500000 0 0
GLOBAL PARTNER ACQUISITION C UNIT 07/01/2020 37954X204 12048 1200000 SH SOLE 1200000 0 0
GLOBAL PMTS INC COM 37940X102 592 5158 SH SOLE 5158 0 0
GNC HLDGS INC COM CL A 36191G107 877 21694 SH SOLE 21694 0 0
GOGO INC COM 38046C109 153 10000 SH SOLE 10000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 14421 517248 SH SOLE 517248 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 85 491 SH SOLE 491 0 0
GOOGLE INC CL A 38259P508 403 632 SH SOLE 632 0 0
GOPRO INC CL A 38268T103 177 5670 SH SOLE 5670 0 0
GORES HLDGS INC UNIT 99/99/9999 382866200 30270 3000000 SH SOLE 3000000 0 0
GRAHAM HLDGS CO COM 384637104 1400 2427 SH SOLE 2427 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 878 68614 SH SOLE 68614 0 0
GROUPON INC COM CL A 399473107 472 144857 SH SOLE 144857 0 0
GRUBHUB INC COM 400110102 150 6166 SH SOLE 6166 0 0
GULFPORT ENERGY CORP COM NEW 402635304 695 23426 SH SOLE 23426 0 0
HALLIBURTON CO COM 406216101 167 4721 SH SOLE 4721 0 0
HANGER INC COM NEW 41043F208 12086 886071 SH SOLE 886071 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1121 24477 SH SOLE 24477 0 0
HASBRO INC COM 418056107 986 13663 SH SOLE 13663 0 0
HCI GROUP INC COM 40416E103 1522 39255 SH SOLE 39255 0 0
HCI GROUP INC NOTE 3.875% 3/1 40416EAB9 19235 20900000 PRN SOLE 20900000 0 0
HD SUPPLY HLDGS INC COM 40416M105 1164 40684 SH SOLE 40684 0 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 42588J209 4930 500000 SH SOLE 500000 0 0
HENRY JACK & ASSOC INC COM 426281101 598 8586 SH SOLE 8586 0 0
HERBALIFE LTD COM USD SHS G4412G101 25802 473437 SH SOLE 473437 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 7795 7431000 PRN SOLE 7431000 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 5202 310937 SH SOLE 310937 0 0
HESS CORP COM 42809H107 371 7408 SH SOLE 7408 0 0
HEXCEL CORP NEW COM 428291108 300 6677 SH SOLE 6677 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 58263 2539800 SH Call SOLE 2539800 0 0
HOLLYFRONTIER CORP COM 436106108 648 13274 SH SOLE 13274 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 12951 7500000 SH SOLE 7500000 0 0
HOME DEPOT INC COM 437076102 196 1700 SH SOLE 1700 0 0
HOMEAWAY INC COM 43739Q100 463 17442 SH SOLE 17442 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 990 559322 SH SOLE 559322 0 0
HUNT J B TRANS SVCS INC COM 445658107 576 8067 SH SOLE 8067 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 943 8805 SH SOLE 8805 0 0
HUNTSMAN CORP COM 447011107 17063 1760926 SH SOLE 1760926 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 32524 498300 SH Call SOLE 498300 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 102658 1572826 SH SOLE 1572826 0 0
IAMGOLD CORP COM 450913108 37490 23000000 SH Put SOLE 23000000 0 0
ICON PLC SHS G4705A100 108 1519 SH SOLE 1519 0 0
IHS INC CL A 451734107 208 1796 SH SOLE 1796 0 0
ILLUMINA INC COM 452327109 59 334 SH SOLE 334 0 0
IMS HEALTH HLDGS INC COM 44970B109 209 7194 SH SOLE 7194 0 0
INCYTE CORP COM 45337C102 241 2182 SH SOLE 2182 0 0
INFINERA CORPORATION COM 45667G103 384 19633 SH SOLE 19633 0 0
ING GROEP N V DBCV 6.000%12/2 456837AE3 9705 10000000 SH SOLE 10000000 0 0
INGRAM MICRO INC CL A 457153104 1215 44621 SH SOLE 44621 0 0
INGREDION INC COM 457187102 1183 13548 SH SOLE 13548 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 342 16844 SH SOLE 16844 0 0
INTEL CORP SDCV 12/1 458140AD2 20845 17000000 SH SOLE 17000000 0 0
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 10446 10000000 PRN SOLE 10000000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 284 1962 SH SOLE 1962 0 0
INTERPUBLIC GROUP COS INC COM 460690100 740 38660 SH SOLE 38660 0 0
INTL PAPER CO COM 460146103 723 19144 SH SOLE 19144 0 0
INTUIT COM 461202103 656 7389 SH SOLE 7389 0 0
INVESCO LTD SHS G491BT108 191 6100 SH SOLE 6100 0 0
ISHARES MSCI BRZ CAP ETF 464286400 27050 1232338 SH SOLE 1232338 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 92655 750000 SH Put SOLE 750000 0 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 9272 8000000 PRN SOLE 8000000 0 0
JACK IN THE BOX INC COM 466367109 2120 27512 SH SOLE 27512 0 0
JARDEN CORP COM 471109108 623 12751 SH SOLE 12751 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 583 4387 SH SOLE 4387 0 0
JETBLUE AIRWAYS CORP COM 477143101 356 13803 SH SOLE 13803 0 0
JOHNSON CTLS INC COM 478366107 273 6597 SH SOLE 6597 0 0
JUNIPER NETWORKS INC COM 48203R104 324 12598 SH SOLE 12598 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 193 2128 SH SOLE 2128 0 0
KAR AUCTION SVCS INC COM 48238T109 325 9144 SH SOLE 9144 0 0
KATE SPADE & CO COM 485865109 479 25061 SH SOLE 25061 0 0
KBR INC COM 48242W106 446 26791 SH SOLE 26791 0 0
KELLOGG CO COM 487836108 867 13023 SH SOLE 13023 0 0
KIMBERLY CLARK CORP COM 494368103 536 4914 SH SOLE 4914 0 0
KIRBY CORP COM 497266106 129 2079 SH SOLE 2079 0 0
KOHLS CORP COM 500255104 7423 160287 SH SOLE 160287 0 0
KROGER CO COM 501044101 603 16711 SH SOLE 16711 0 0
L BRANDS INC COM 501797104 55 610 SH SOLE 610 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 891 8528 SH SOLE 8528 0 0
LAM RESEARCH CORP COM 512807108 459 7028 SH SOLE 7028 0 0
LANDSTAR SYS INC COM 515098101 617 9724 SH SOLE 9724 0 0
LANNET INC COM 516012101 58 1402 SH SOLE 1402 0 0
LEAR CORP COM NEW 521865204 42926 394615 SH SOLE 394615 0 0
LEGG MASON INC COM 524901105 226 5423 SH SOLE 5423 0 0
LEGGETT & PLATT INC COM 524660107 1916 46460 SH SOLE 46460 0 0
LENNOX INTL INC COM 526107107 86 762 SH SOLE 762 0 0
LEXMARK INTL NEW CL A 529771107 29968 1034098 SH SOLE 1034098 0 0
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