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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 2015-12-31. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.

Historical 13F Holdings - 2015-12-31

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
51JOB INC SP ADR REP COM 316827104 3075 104364 SH SOLE 104364 0 0
ABBOTT LABS COM 002824100 242 5389 SH SOLE 5389 0 0
ABBVIE INC COM 00287Y109 447 7538 SH SOLE 7538 0 0
ABERCROMBIE & FITCH CO CL A 002896207 45 1669 SH SOLE 1669 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 217 2072 SH SOLE 2072 0 0
ACUITY BRANDS INC COM 00508Y102 332 1421 SH SOLE 1421 0 0
ADOBE SYS INC COM 00724F101 857 9118 SH SOLE 9118 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 87 575 SH SOLE 575 0 0
AERCAP HOLDINGS NV SHS N00985106 45 1034 SH SOLE 1034 0 0
AETNA INC NEW COM 00817Y108 178 1650 SH SOLE 1650 0 0
AGCO CORP COM 001084102 259 5704 SH SOLE 5704 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 615 14715 SH SOLE 14715 0 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 343 343350 SH SOLE 343350 0 0
AGROFRESH SOLUTIONS COM 00856G109 6330 1000000 SH SOLE 1000000 0 0
AIR LEASE CORP CL A 00912X302 241 7191 SH SOLE 7191 0 0
AIR PRODS & CHEMS INC COM 009158106 87848 675186 SH SOLE 675186 0 0
AK STL HLDG CORP COM 001547108 7650 3750000 SH Put SOLE 3750000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 112 2129 SH SOLE 2129 0 0
ALASKA AIR GROUP INC COM 011659109 324 4027 SH SOLE 4027 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 6748 5000000 PRN SOLE 5000000 0 0
ALERE INC COM 01449J105 504 12896 SH SOLE 12896 0 0
ALKERMES PLC SHS G01767105 312 3929 SH SOLE 3929 0 0
ALLEGIANT TRAVEL CO COM 01748X102 235 1403 SH SOLE 1403 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 687 18474 SH SOLE 18474 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 751 29024 SH SOLE 29024 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 336 21832 SH SOLE 21832 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 158 1679 SH SOLE 1679 0 0
ALPHABET INC CAP STK CL A 02079K305 388 499 SH SOLE 499 0 0
ALTRIA GROUP INC COM 02209S103 1253 21527 SH SOLE 21527 0 0
AMAZON COM INC COM 023135106 301 446 SH SOLE 446 0 0
AMDOCS LTD SHS G02602103 422 7731 SH SOLE 7731 0 0
AMERCO COM 023586100 324 833 SH SOLE 833 0 0
AMEREN CORP COM 023608102 337 7789 SH SOLE 7789 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 254 5997 SH SOLE 5997 0 0
AMERICAN ELEC PWR INC COM 025537101 624 10705 SH SOLE 10705 0 0
AMERICAN EXPRESS CO COM 025816109 214701 3087000 SH Call SOLE 3087000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 868 12040 SH SOLE 12040 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 325 5446 SH SOLE 5446 0 0
AMERIPRISE FINL INC COM 03076C106 174 1639 SH SOLE 1639 0 0
AMERISOURCEBERGEN CORP COM 03073E105 345 3323 SH SOLE 3323 0 0
AMGEN INC COM 031162100 534 3289 SH SOLE 3289 0 0
AMYRIS INC DBCV 9.500% 4/1 03236MAD3 3549 4000000 SH SOLE 4000000 0 0
ANADARKO PETE CORP COM 032511107 6748 138911 SH SOLE 138911 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 25831 750000 SH SOLE 750000 0 0
ANALOG DEVICES INC COM 032654105 564 10187 SH SOLE 10187 0 0
ANTHEM INC COM 036752103 6 42 SH SOLE 42 0 0
APPLE INC COM 037833100 501 4762 SH SOLE 4762 0 0
APPLIED MATLS INC COM 038222105 146 7799 SH SOLE 7799 0 0
APTARGROUP INC COM 038336103 358 4924 SH SOLE 4924 0 0
AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 9697 996600 SH SOLE 996600 0 0
ARAMARK COM 03852U106 87444 2711445 SH SOLE 2711445 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 4105 629564 SH SOLE 629564 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2532 600000 SH Call SOLE 600000 0 0
ARCH CAP GROUP LTD ORD G0450A105 252 3611 SH SOLE 3611 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 146 3975 SH SOLE 3975 0 0
ARES CAP CORP COM 04010L103 210 14709 SH SOLE 14709 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1112 24310 SH SOLE 24310 0 0
ARROW ELECTRS INC COM 042735100 103 1899 SH SOLE 1899 0 0
ASPEN TECHNOLOGY INC COM 045327103 285 7535 SH SOLE 7535 0 0
ASSURANT INC COM 04621X108 368 4565 SH SOLE 4565 0 0
AT&T INC COM 00206R102 4 116 SH SOLE 116 0 0
ATMOS ENERGY CORP COM 049560105 1039 16485 SH SOLE 16485 0 0
AUTODESK INC COM 052769106 67 1104 SH SOLE 1104 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 301 3548 SH SOLE 3548 0 0
AUTONATION INC COM 05329W102 270 4523 SH SOLE 4523 0 0
AUTOZONE INC COM 053332102 180 243 SH SOLE 243 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 166468 1146866 SH SOLE 1146866 0 0
AVERY DENNISON CORP COM 053611109 407 6502 SH SOLE 6502 0 0
AVIS BUDGET GROUP COM 053774105 3662 100919 SH SOLE 100919 0 0
AVNET INC COM 053807103 7007 163554 SH SOLE 163554 0 0
AXALTA COATING SYS LTD COM G0750C108 739 27724 SH SOLE 27724 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 641 11405 SH SOLE 11405 0 0
B/E AEROSPACE INC COM 073302101 73617 1737479 SH SOLE 1737479 0 0
BALL CORP COM 058498106 456 6263 SH SOLE 6263 0 0
BANK AMER CORP COM 060505104 78833 4684097 SH SOLE 4684097 0 0
BANK OF THE OZARKS INC COM 063904106 695 14052 SH SOLE 14052 0 0
BARD C R INC COM 067383109 583 3080 SH SOLE 3080 0 0
BAXTER INTL INC COM 071813109 336 8795 SH SOLE 8795 0 0
BEMIS INC COM 081437105 162 3632 SH SOLE 3632 0 0
BERKLEY W R CORP COM 084423102 387 7075 SH SOLE 7075 0 0
BERRY PLASTICS GROUP INC COM 08579W103 544 15041 SH SOLE 15041 0 0
BEST BUY INC COM 086516101 56011 1839458 SH SOLE 1839458 0 0
BIG LOTS INC COM 089302103 534 13854 SH SOLE 13854 0 0
BLOOMIN BRANDS INC COM 094235108 616 36469 SH SOLE 36469 0 0
BLUE BIRD CORP COM 095306106 4212 415400 SH SOLE 415400 0 0
BOEING CO COM 097023105 328 2267 SH SOLE 2267 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 249 8058 SH SOLE 8058 0 0
BOSTON BEER INC CL A 100557107 300 1486 SH SOLE 1486 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 16830 1700000 SH SOLE 1700000 0 0
BROADCOM CORP CL A 111320107 91863 1588783 SH SOLE 1588783 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 443 8239 SH SOLE 8239 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 995 108346 SH SOLE 108346 0 0
BROOKDALE SR LIVING INC COM 112463104 30434 1648631 SH SOLE 1648631 0 0
BRUNSWICK CORP COM 117043109 1256 24865 SH SOLE 24865 0 0
BUNGE LIMITED COM G16962105 1011 14803 SH SOLE 14803 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 77 1241 SH SOLE 1241 0 0
CA INC COM 12673P105 493 17277 SH SOLE 17277 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 498 23924 SH SOLE 23924 0 0
CAMPBELL SOUP CO COM 134429109 410 7805 SH SOLE 7805 0 0
CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 24875 2500000 SH SOLE 2500000 0 0
CARDINAL HEALTH INC COM 14149Y108 17 191 SH SOLE 191 0 0
CARNIVAL CORP PAIRED CTF 143658300 750 13763 SH SOLE 13763 0 0
CARTER INC COM 146229109 624 7007 SH SOLE 7007 0 0
CASEYS GEN STORES INC COM 147528103 49 405 SH SOLE 405 0 0
CATERPILLAR INC DEL COM 149123101 205 3016 SH SOLE 3016 0 0
CBS CORP NEW CL B 124857202 515 10925 SH SOLE 10925 0 0
CDK GLOBAL INC COM 12508E101 8 160 SH SOLE 160 0 0
CDW CORP COM 12514G108 666 15846 SH SOLE 15846 0 0
CELANESE CORP DEL COM SER A 150870103 149 2208 SH SOLE 2208 0 0
CELGENE CORP COM 151020104 147 1228 SH SOLE 1228 0 0
CF INDS HLDGS INC COM 125269100 116 2846 SH SOLE 2846 0 0
CHARLES RIV LABS INTL INC COM 159864107 525 6533 SH SOLE 6533 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 14 168 SH SOLE 168 0 0
CHEESECAKE FACTORY INC COM 163072101 167 3611 SH SOLE 3611 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 712 2000000 PRN SOLE 2000000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 956 2000000 PRN SOLE 2000000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 17755 36000000 PRN SOLE 36000000 0 0
CHEVRON CORP NEW COM 166764100 8456 94000 SH Call SOLE 94000 0 0
CHEVRON CORP NEW COM 166764100 8456 94000 SH Put SOLE 94000 0 0
CHURCH & DWIGHT INC COM 171340102 276 3248 SH SOLE 3248 0 0
CINEMARK HOLDINGS INC COM 17243V102 287 8595 SH SOLE 8595 0 0
CINTAS CORP COM 172908105 827 9084 SH SOLE 9084 0 0
CIRRUS LOGIC INC COM 172755100 167 5646 SH SOLE 5646 0 0
CISCO SYS INC COM 17275R102 803 29586 SH SOLE 29586 0 0
CIT GROUP INC COM NEW 125581801 445 11221 SH SOLE 11221 0 0
CITIGROUP INC COM NEW 172967424 603 11648 SH SOLE 11648 0 0
CITIZENS FINL GROUP INC COM 174610105 356 13587 SH SOLE 13587 0 0
CITRIX SYS INC COM 177376100 82 1089 SH SOLE 1089 0 0
CLOROX CO DEL COM 189054109 148 1166 SH SOLE 1166 0 0
CLOVIS ONCOLOGY INC COM 189464100 409 11687 SH SOLE 11687 0 0
COBALT INTL ENERGY INC COM 19075F106 133 24577 SH SOLE 24577 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 979 19885 SH SOLE 19885 0 0
COEUR MNG INC COM NEW 192108504 17272 6964639 SH SOLE 6964639 0 0
COGNEX CORP COM 192422103 145 4288 SH SOLE 4288 0 0
COLONY CAP INC CL A 19624R106 36505 1873951 SH SOLE 1873951 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 357 17831 SH SOLE 17831 0 0
COMCAST CORP NEW CL A 20030N101 912 16167 SH SOLE 16167 0 0
COMERICA INC COM 200340107 357 8538 SH SOLE 8538 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 3146 118571 SH SOLE 118571 0 0
COMPUTER SCIENCES CORP COM 205363104 223 6834 SH SOLE 6834 0 0
CONAGRA FOODS INC COM 205887102 40 948 SH SOLE 948 0 0
CONCHO RES INC COM 20605P101 51 547 SH SOLE 547 0 0
CONOCOPHILLIPS COM 20825C104 407 8721 SH SOLE 8721 0 0
CONOCOPHILLIPS COM 20825C104 3035 65000 SH Call SOLE 65000 0 0
CONOCOPHILLIPS COM 20825C104 3035 65000 SH Put SOLE 65000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 532 3737 SH SOLE 3737 0 0
COTY INC COM CL A 222070203 153 5956 SH SOLE 5956 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 493 3891 SH SOLE 3891 0 0
CREDICORP LTD COM G2519Y108 44 457 SH SOLE 457 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 2437 93752 SH SOLE 93752 0 0
CROWN HOLDINGS INC COM 228368106 492 9696 SH SOLE 9696 0 0
CSX CORP COM 126408103 317 12215 SH SOLE 12215 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 33143 25000000 PRN SOLE 25000000 0 0
CUMMINS INC COM 231021106 29 324 SH SOLE 324 0 0
CVS HEALTH CORP COM 126650100 520 5316 SH SOLE 5316 0 0
DANA HLDG CORP COM 235825205 255 18453 SH SOLE 18453 0 0
DARDEN RESTAURANTS INC COM 237194105 259 4077 SH SOLE 4077 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 55 795 SH SOLE 795 0 0
DELEK US HLDGS INC COM 246647101 20362 827731 SH SOLE 827731 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 50404 994349 SH SOLE 994349 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 8616 7500000 PRN SOLE 7500000 0 0
DEVON ENERGY CORP NEW COM 25179M103 432 13502 SH SOLE 13502 0 0
DEXCOM INC COM 252131107 119 1451 SH SOLE 1451 0 0
DICKS SPORTING GOODS INC COM 253393102 296 8383 SH SOLE 8383 0 0
DILLARDS INC CL A 254067101 2575 39189 SH SOLE 39189 0 0
DISH NETWORK CORP CL A 25470M109 962 16819 SH SOLE 16819 0 0
DISNEY WALT CO COM DISNEY 254687106 55 526 SH SOLE 526 0 0
DOMINOS PIZZA INC COM 25754A201 328 2951 SH SOLE 2951 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 24000 2400000 SH SOLE 2400000 0 0
DOW CHEM CO COM 260543103 682 13241 SH SOLE 13241 0 0
DST SYS INC DEL COM 233326107 12 102 SH SOLE 102 0 0
DTE ENERGY CO COM 233331107 254 3165 SH SOLE 3165 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 482 7236 SH SOLE 7236 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 294 2830 SH SOLE 2830 0 0
DYCOM INDS INC COM 267475101 407 5819 SH SOLE 5819 0 0
DYNEGY INC NEW DEL COM 26817R108 194 14491 SH SOLE 14491 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 317 10709 SH SOLE 10709 0 0
EAGLE MATERIALS INC COM 26969P108 62 1029 SH SOLE 1029 0 0
EAST WEST BANCORP INC COM 27579R104 1316 31672 SH SOLE 31672 0 0
EASTMAN CHEM CO COM 277432100 7066 104670 SH SOLE 104670 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461133 708 255679 SH SOLE 255679 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461141 438 255679 SH SOLE 255679 0 0
EASTMAN KODAK CO COM NEW 277461406 93416 7449406 SH SOLE 7449406 0 0
EATON CORP PLC SHS G29183103 47 902 SH SOLE 902 0 0
EBAY INC COM 278642103 347 12620 SH SOLE 12620 0 0
EDGEWELL PERS CARE CO COM 28035Q102 229 2927 SH SOLE 2927 0 0
EDISON INTL COM 281020107 366 6175 SH SOLE 6175 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 10945 1100000 SH SOLE 1100000 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 287 4484 SH SOLE 4484 0 0
ENTERGY CORP NEW COM 29364G103 427 6244 SH SOLE 6244 0 0
EOG RES INC COM 26875P101 1182 16691 SH SOLE 16691 0 0
EOG RES INC COM 26875P101 4870 68800 SH Call SOLE 68800 0 0
EOG RES INC COM 26875P101 4870 68800 SH Put SOLE 68800 0 0
EQUIFAX INC COM 294429105 1055 9470 SH SOLE 9470 0 0
EURONAV NV ANTWERPEN SHS B38564108 54896 4004065 SH SOLE 4004065 0 0
EURONET WORLDWIDE INC COM 298736109 3497 48286 SH SOLE 48286 0 0
EVEREST RE GROUP LTD COM G3223R108 194 1060 SH SOLE 1060 0 0
EXELON CORP COM 30161N101 21 746 SH SOLE 746 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 961 10998 SH SOLE 10998 0 0
EXXON MOBIL CORP COM 30231G102 566 7255 SH SOLE 7255 0 0
EXXON MOBIL CORP COM 30231G102 6719 86200 SH Call SOLE 86200 0 0
EXXON MOBIL CORP COM 30231G102 6719 86200 SH Put SOLE 86200 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 13975 20000000 PRN SOLE 20000000 0 0
F5 NETWORKS INC COM 315616102 255 2633 SH SOLE 2633 0 0
FACEBOOK INC CL A 30303M102 161 1537 SH SOLE 1537 0 0
FACTSET RESH SYS INC COM 303075105 15 90 SH SOLE 90 0 0
FEDEX CORP COM 31428X106 191 1282 SH SOLE 1282 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 160196 1375000 SH SOLE 1375000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 90646 2614527 SH SOLE 2614527 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 522 8615 SH SOLE 8615 0 0
FIRSTENERGY CORP COM 337932107 386 12171 SH SOLE 12171 0 0
FISERV INC COM 337738108 267 2923 SH SOLE 2923 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 320 28589 SH SOLE 28589 0 0
FLIR SYS INC COM 302445101 773 27530 SH SOLE 27530 0 0
FLUOR CORP NEW COM 343412102 52 1111 SH SOLE 1111 0 0
FMC TECHNOLOGIES INC COM 30249U101 117 4040 SH SOLE 4040 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4223 299722 SH SOLE 299722 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4227 300000 SH Call SOLE 300000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4227 300000 SH Put SOLE 300000 0 0
FORTINET INC COM 34959E109 384 12335 SH SOLE 12335 0 0
FORWARD PHARMA A/S SPONSORED ADR 34986J105 20956 1102924 SH SOLE 1102924 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9973 1473089 SH SOLE 1473089 0 0
FREEPORT-MCMORAN INC CL B 35671D857 31078 4590500 SH Put SOLE 4590500 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 16999 3640000 SH Put SOLE 3640000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 327 7995 SH SOLE 7995 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 35729 1285216 SH SOLE 1285216 0 0
GAP INC DEL COM 364760108 20715 838645 SH SOLE 838645 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 74323 43000000 SH SOLE 43000000 0 0
GENER8 MARITIME INC COM Y26889108 74116 7842929 SH SOLE 7842929 0 0
GENERAL DYNAMICS CORP COM 369550108 583 4245 SH SOLE 4245 0 0
GENERAL MLS INC COM 370334104 114 1969 SH SOLE 1969 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 151 6186 SH SOLE 6186 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 101 6186 SH SOLE 6186 0 0
GENERAL MTRS CO COM 37045V100 55311 1626321 SH SOLE 1626321 0 0
GENTEX CORP COM 371901109 308 19238 SH SOLE 19238 0 0
GENUINE PARTS CO COM 372460105 692 8057 SH SOLE 8057 0 0
GENWORTH FINL INC COM CL A 37247D106 307 82403 SH SOLE 82403 0 0
GILEAD SCIENCES INC COM 375558103 627 6200 SH SOLE 6200 0 0
GLOBAL PARTNER ACQUISITION C UNIT 07/01/2020 37954X204 12000 1200000 SH SOLE 1200000 0 0
GLOBAL PMTS INC COM 37940X102 900 13947 SH SOLE 13947 0 0
GOGO INC COM 38046C109 178 10000 SH SOLE 10000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 14 76 SH SOLE 76 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 143 4375 SH SOLE 4375 0 0
GORES HLDGS INC UNIT 99/99/9999 382866200 30000 3000000 SH SOLE 3000000 0 0
GRACO INC COM 384109104 373 5182 SH SOLE 5182 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1039 81010 SH SOLE 81010 0 0
GREAT PLAINS ENERGY INC COM 391164100 61 2232 SH SOLE 2232 0 0
HALLIBURTON CO COM 406216101 973 28591 SH SOLE 28591 0 0
HALLIBURTON CO COM 406216101 5514 162000 SH Call SOLE 162000 0 0
HALLIBURTON CO COM 406216101 5518 162100 SH Put SOLE 162100 0 0
HANESBRANDS INC COM 410345102 116 3958 SH SOLE 3958 0 0
HANGER INC COM NEW 41043F208 14773 898071 SH SOLE 898071 0 0
HARMAN INTL INDS INC COM 413086109 20 207 SH SOLE 207 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 330 7586 SH SOLE 7586 0 0
HASBRO INC COM 418056107 890 13207 SH SOLE 13207 0 0
HCA HOLDINGS INC COM 40412C101 274 4047 SH SOLE 4047 0 0
HCI GROUP INC COM 40416E103 1148 32927 SH SOLE 32927 0 0
HCI GROUP INC NOTE 3.875% 3/1 40416EAB9 19445 21900000 PRN SOLE 21900000 0 0
HD SUPPLY HLDGS INC COM 40416M105 262 8710 SH SOLE 8710 0 0
HEALTHSOUTH CORP COM NEW 421924309 187 5380 SH SOLE 5380 0 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 42588J209 4900 500000 SH SOLE 500000 0 0
HENRY JACK & ASSOC INC COM 426281101 304 3898 SH SOLE 3898 0 0
HERBALIFE LTD COM USD SHS G4412G101 25657 478488 SH SOLE 478488 0 0
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 8402 7431000 PRN SOLE 7431000 0 0
HERSHEY CO COM 427866108 138 1543 SH SOLE 1543 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 5287 371557 SH SOLE 371557 0 0
HILL ROM HLDGS INC COM 431475102 102 2118 SH SOLE 2118 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 523 24419 SH SOLE 24419 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 54352 2539800 SH Call SOLE 2539800 0 0
HOLLYFRONTIER CORP COM 436106108 426 10680 SH SOLE 10680 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 8471 5000000 SH SOLE 5000000 0 0
HOME DEPOT INC COM 437076102 395 2989 SH SOLE 2989 0 0
HONEYWELL INTL INC COM 438516106 165 1595 SH SOLE 1595 0 0
HORMEL FOODS CORP COM 440452100 129 1630 SH SOLE 1630 0 0
HP INC COM 40434L105 177 14976 SH SOLE 14976 0 0
HUNT J B TRANS SVCS INC COM 445658107 135 1839 SH SOLE 1839 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 744 5869 SH SOLE 5869 0 0
HUNTSMAN CORP COM 447011107 19668 1729853 SH SOLE 1729853 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 110237 1835760 SH SOLE 1835760 0 0
IAMGOLD CORP COM 450913108 18372 12670000 SH Put SOLE 12670000 0 0
IHS INC CL A 451734107 92 775 SH SOLE 775 0 0
ILLINOIS TOOL WKS INC COM 452308109 185 1998 SH SOLE 1998 0 0
IMPERVA INC COM 45321L100 449 7090 SH SOLE 7090 0 0
IMS HEALTH HLDGS INC COM 44970B109 439 17248 SH SOLE 17248 0 0
INCYTE CORP COM 45337C102 319 2944 SH SOLE 2944 0 0
INGERSOLL-RAND PLC SHS G47791101 121 2189 SH SOLE 2189 0 0
INGRAM MICRO INC CL A 457153104 1081 35591 SH SOLE 35591 0 0
INGREDION INC COM 457187102 799 8342 SH SOLE 8342 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 650 24678 SH SOLE 24678 0 0
INTEL CORP SDCV 12/1 458140AD2 18646 14500000 SH SOLE 14500000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 114 828 SH SOLE 828 0 0
INTERPUBLIC GROUP COS INC COM 460690100 9 400 SH SOLE 400 0 0
INTL PAPER CO COM 460146103 7160 189931 SH SOLE 189931 0 0
INTUIT COM 461202103 284 2942 SH SOLE 2942 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 133 243 SH SOLE 243 0 0
IONIS PHARMACEUTICALS INC COM 462222100 122 1976 SH SOLE 1976 0 0
ISHARES TR IBOXX HI YD ETF 464288513 57937 719000 SH SOLE 719000 0 0
ISHARES TR MSCI EAFE ETF 464287465 8813 150000 SH Call SOLE 150000 0 0
ISHARES TR 7-10 Y TR BD ETF 464287440 131988 1250000 SH Put SOLE 1250000 0 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 2720 2500000 PRN SOLE 2500000 0 0
ITT CORP NEW COM NEW 450911201 293 8059 SH SOLE 8059 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 10533 8000000 PRN SOLE 8000000 0 0
JACK IN THE BOX INC COM 466367109 900 11735 SH SOLE 11735 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 587 4178 SH SOLE 4178 0 0
JETBLUE AIRWAYS CORP COM 477143101 560 24706 SH SOLE 24706 0 0
JOHNSON & JOHNSON COM 478160104 475 4629 SH SOLE 4629 0 0
JOHNSON CTLS INC COM 478366107 568 14372 SH SOLE 14372 0 0
JPMORGAN CHASE & CO COM 46625H100 494 7479 SH SOLE 7479 0 0
JUNIPER NETWORKS INC COM 48203R104 913 33074 SH SOLE 33074 0 0
KAR AUCTION SVCS INC COM 48238T109 510 13771 SH SOLE 13771 0 0
KATE SPADE & CO COM 485865109 520 29247 SH SOLE 29247 0 0
KIMBERLY CLARK CORP COM 494368103 510 4003 SH SOLE 4003 0 0
KINDER MORGAN INC DEL COM 49456B101 204 13651 SH SOLE 13651 0 0
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