Profiles >> Pine River Capital Management LP >> 13Fs >> 2015-09-30
Pine River Capital Management LP
Last Updated: 3/2/2021
Pine River Capital Management LP is a Limited Partnership that started in 2002 and is primarily owned and controlled by Brian Taylor. To see a profile of the company, click here.
Below is the 13F Filing for Pine River Capital Management LP 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CHINA NEPSTAR CHAIN DRUG-ADR | ADR | 16943C109 | 3945 | 1851931 | SH | SOLE | 1851931 | 0 | 0 | ||
| E-COMMERCE CHINA-SPON ADR -A | ADR | 26833A105 | 3470 | 581403 | SH | SOLE | 581403 | 0 | 0 | ||
| E-HOUSE CHINA HOLDINGS-ADR | ADR | 26852W103 | 9653 | 1625095 | SH | SOLE | 1625095 | 0 | 0 | ||
| IDREAMSKY TECHNOLOGY CO-ADR | ADR | 45173K101 | 10038 | 993854 | SH | SOLE | 993854 | 0 | 0 | ||
| IKANG HEALTHCARE GROUP-ADR | ADR | 45174L108 | 8539 | 576987 | SH | SOLE | 576987 | 0 | 0 | ||
| JA SOLAR HOLDINGS CO LTD-ADR | ADR | 466090206 | 2728 | 349823 | SH | SOLE | 349823 | 0 | 0 | ||
| KONGZHONG CORP-ADR | ADR | 50047P104 | 7945 | 1213034 | SH | SOLE | 1213034 | 0 | 0 | ||
| MOMO INC-ADR | ADR | 60879B107 | 14297 | 1143810 | SH | SOLE | 1143810 | 0 | 0 | ||
| 21VIANET GROUP INC-ADR | ADR | 90138A103 | 22466 | 1228938 | SH | SOLE | 1228938 | 0 | 0 | ||
| CHINA CORD BLOOD CORP | COM | G21107100 | 597 | 99300 | SH | SOLE | 99300 | 0 | 0 | ||
| ELONG INC-SPONSORED ADR | ADR | 290138205 | 765 | 44911 | SH | SOLE | 44911 | 0 | 0 | ||
| JIAYUAN.COM INTERNATIONA-ADR | ADR | 477374102 | 3586 | 583512 | SH | SOLE | 583512 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO-ADR | ADR | 74734M109 | 19176 | 400961 | SH | SOLE | 400961 | 0 | 0 | ||
| RENREN INC-ADR | ADR | 759892102 | 4392 | 1416747 | SH | SOLE | 1416747 | 0 | 0 | ||
| TAOMEE HOLDINGS LTD-SP ADR | ADR | 87600Y106 | 987 | 337839 | SH | SOLE | 337839 | 0 | 0 | ||
| YY INC-ADR | ADR | 98426T106 | 13837 | 253708 | SH | SOLE | 253708 | 0 | 0 | ||
| BONA FILM GROUP LTD-SPON ADR | ADR | 09777B107 | 14323 | 1202522 | SH | SOLE | 1202522 | 0 | 0 | ||
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 68613 | 1118940 | SH | SOLE | 1118940 | 0 | 0 | ||
| COUNTRY STYLE COOKI-SPON ADR | ADR | 22238M109 | 1226 | 281741 | SH | SOLE | 281741 | 0 | 0 | ||
| HOMEINNS HOTEL GROUP-ADR | ADR | 43742E102 | 8057 | 280336 | SH | SOLE | 280336 | 0 | 0 | ||
| MINDRAY MEDICAL INTL LTD-ADR | ADR | 602675100 | 17035 | 778888 | SH | SOLE | 778888 | 0 | 0 | ||
| XUEDA EDUCATION GR-SPON ADR | ADR | 98418W109 | 10152 | 1967413 | SH | SOLE | 1967413 | 0 | 0 | ||
| AIRMEDIA GROUP INC-ADR | ADR | 009411109 | 14353 | 2672774 | SH | SOLE | 2672774 | 0 | 0 | ||
| BROADCOM CORP-CL A | COM | 111320107 | 335902 | 6531259 | SH | SOLE | 6520725 | 0 | 10534 | ||
| OMNIVISION TECHNOLOGIES INC | COM | 682128103 | 54163 | 2062558 | SH | SOLE | 2062558 | 0 | 0 | ||
| PRECISION CASTPARTS CORP | COM | 740189105 | 164419 | 715768 | SH | SOLE | 711125 | 0 | 4643 | ||
| SHANDA GAMES LTD-SPONS ADR | ADR | 81941U105 | 56142 | 8379545 | SH | SOLE | 8379545 | 0 | 0 | ||
| SIGMA-ALDRICH | COM | 826552101 | 269569 | 1940454 | SH | SOLE | 1934464 | 0 | 5990 | ||
| SUNGY MOBILE LTD | ADR | 86737M100 | 2726 | 611169 | SH | SOLE | 611169 | 0 | 0 | ||
| VIMICRO INTERNATIONAL CO-ADR | ADR | 92718N109 | 11163 | 895932 | SH | SOLE | 895932 | 0 | 0 | ||
| WUXI PHARMATECH CAYMAN-ADR | ADR | 929352102 | 88114 | 2039192 | SH | SOLE | 2039192 | 0 | 0 | ||
| 3M CO | COM | 88579Y101 | 1311 | 9244 | SH | SOLE | 9244 | 0 | 0 | ||
| 58.COM INC-ADR | ADR | 31680Q104 | 1709 | 36325 | SH | SOLE | 36325 | 0 | 0 | ||
| ABBOTT LABORATORIES | COM | 002824100 | 515 | 12800 | SH | SOLE | 12800 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 20993 | 385804 | SH | SOLE | 378509 | 0 | 7295 | ||
| ABENGOA YIELD PLC | COM | G00349103 | 15198 | 918312 | SH | SOLE | 918312 | 0 | 0 | ||
| ACCENTURE PLC | COM | G1151C101 | 994 | 10111 | SH | SOLE | 10111 | 0 | 0 | ||
| ACE LTD | COM | H0023R105 | 1435 | 13879 | SH | SOLE | 13879 | 0 | 0 | ||
| ADEPTUS HEALTH INC-CLASS A | COM | 006855100 | 5901 | 73066 | SH | SOLE | 73066 | 0 | 0 | ||
| AERCAP HOLDINGS NV | COM | N00985106 | 12541 | 327960 | SH | SOLE | 327960 | 0 | 0 | ||
| AETNA INC | COM | 00817Y108 | 40795 | 372864 | SH | SOLE | 368035 | 0 | 4829 | ||
| AETNA INC | COM | 00817Y108 | 56796 | 519100 | SH | Call | SOLE | 517200 | 0 | 1900 | |
| AFFILIATED MANAGERS GROUP | COM | 008252108 | 308 | 1802 | SH | SOLE | 1802 | 0 | 0 | ||
| AFLAC INC | COM | 001055102 | 1377 | 23688 | SH | SOLE | 23688 | 0 | 0 | ||
| AGILENT TECHNOLOGIES INC | COM | 00846U101 | 1759 | 51250 | SH | SOLE | 51250 | 0 | 0 | ||
| AGNICO EAGLE MINES LTD | COM | 008474108 | 333 | 13134 | SH | SOLE | 13134 | 0 | 0 | ||
| AGROFRESH SOLUTIONS INC | WRT | 00856G117 | 493 | 225000 | SH | SOLE | 225000 | 0 | 0 | ||
| AIRGAS INC | COM | 009363102 | 10699 | 119774 | SH | SOLE | 119774 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 3923 | 56800 | SH | SOLE | 56800 | 0 | 0 | ||
| AKORN INC | COM | 009728106 | 1557 | 54628 | SH | SOLE | 54628 | 0 | 0 | ||
| ALCOA INC | COM | 013817101 | 506 | 52400 | SH | SOLE | 52400 | 0 | 0 | ||
| ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 5505 | 93350 | SH | SOLE | 93350 | 0 | 0 | ||
| ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 14743 | 250000 | SH | Call | SOLE | 250000 | 0 | 0 | |
| ALLEGHANY CORP | COM | 017175100 | 1447 | 3093 | SH | SOLE | 3093 | 0 | 0 | ||
| ALLERGAN PLC | COM | G0177J108 | 1322 | 4865 | SH | SOLE | 3698 | 0 | 1167 | ||
| ALLERGAN PLC PFD | COM | G0177J116 | 80283 | 85000 | SH | SOLE | 85000 | 0 | 0 | ||
| ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 518 | 2000 | SH | SOLE | 2000 | 0 | 0 | ||
| ALLIANCE NATIONAL MUNI INC | FUND | 01864U106 | 197 | 14757 | SH | SOLE | 14757 | 0 | 0 | ||
| ALLIED WORLD ASSURANCE CO HOLD | COM | H01531104 | 1307 | 34238 | SH | SOLE | 34238 | 0 | 0 | ||
| ALLISON TRANSMISSION HOLDING | COM | 01973R101 | 443 | 16600 | SH | SOLE | 16600 | 0 | 0 | ||
| ALLSTATE CORP | COM | 020002101 | 1767 | 30342 | SH | SOLE | 30342 | 0 | 0 | ||
| ALLY FINANCIAL INC | COM | 02005N100 | 10370 | 508780 | SH | SOLE | 508780 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | COM | 00163UAA4 | 10457 | 6500000 | PRN | SOLE | 6500000 | 0 | 0 | ||
| AMAZON.COM INC | COM | 023135106 | 22025 | 43027 | SH | SOLE | 42259 | 0 | 768 | ||
| AMC NETWORKS INC-A | COM | 00164V103 | 258 | 3524 | SH | SOLE | 3524 | 0 | 0 | ||
| AMDOCS LTD | COM | G02602103 | 1503 | 26418 | SH | SOLE | 26418 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY CORP | REIT | 02503X105 | 27358 | 1462955 | SH | SOLE | 1462955 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 163024 | 13406586 | SH | SOLE | 13406586 | 0 | 0 | ||
| AMERICAN CAPITAL MORTGAGE IN | REIT | 02504A104 | 23168 | 1571722 | SH | SOLE | 1571722 | 0 | 0 | ||
| AMERICAN CAPITAL SENIOR FLOA | COM | 02504D108 | 1249 | 112618 | SH | SOLE | 112618 | 0 | 0 | ||
| AMERICAN FINANCIAL GROUP INC | COM | 025932104 | 1575 | 22852 | SH | SOLE | 22852 | 0 | 0 | ||
| AMERICAN INTERNATIONAL GROUP | COM | 026874784 | 1873 | 32977 | SH | SOLE | 32977 | 0 | 0 | ||
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 395 | 4157 | SH | SOLE | 4157 | 0 | 0 | ||
| AMPLIFY SNACK BRANDS INC | COM | 03211L102 | 1111 | 103700 | SH | SOLE | 103700 | 0 | 0 | ||
| AMTRUST FINANCIAL SERVIC | COM | 032359AG6 | 13785 | 14657000 | PRN | SOLE | 14657000 | 0 | 0 | ||
| ANADARKO PETROLEUM CORP | COM | 032511107 | 28414 | 470516 | SH | SOLE | 456938 | 0 | 13578 | ||
| ANALOG DEVICES INC | COM | 032654105 | 525 | 9300 | SH | SOLE | 9300 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT IN | REIT | 035710409 | 502 | 50900 | SH | SOLE | 50900 | 0 | 0 | ||
| APACHE CORP | COM | 037411105 | 2369 | 60492 | SH | SOLE | 60492 | 0 | 0 | ||
| APIGEE CORP | COM | 03765N108 | 4519 | 428375 | SH | SOLE | 428375 | 0 | 0 | ||
| APOLLO CMMRL REAL EST FI | DEBT | 03762UAA3 | 21116 | 21250000 | PRN | SOLE | 21250000 | 0 | 0 | ||
| APOLLO RESIDENTIAL MORTGAGE | REIT | 03763V102 | 15639 | 1235293 | SH | SOLE | 1235293 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 385 | 3490 | SH | SOLE | 3490 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 14395 | 130500 | SH | Put | SOLE | 130500 | 0 | 0 | |
| APPLIED MATERIALS INC | COM | 038222105 | 508 | 34600 | SH | SOLE | 34600 | 0 | 0 | ||
| APTARGROUP INC | COM | 038336103 | 1532 | 23219 | SH | SOLE | 23219 | 0 | 0 | ||
| ARAMARK | COM | 03852U106 | 11856 | 400000 | SH | SOLE | 400000 | 0 | 0 | ||
| ARCH CAPITAL GROUP LTD | COM | G0450A105 | 1650 | 22462 | SH | SOLE | 22462 | 0 | 0 | ||
| ARCHER-DANIELS-MIDLAND CO | COM | 039483102 | 1712 | 41291 | SH | SOLE | 41291 | 0 | 0 | ||
| ARDMORE SHIPPING CORP | COM | Y0207T100 | 4617 | 382185 | SH | SOLE | 382185 | 0 | 0 | ||
| ARES CAPITAL CORP | DEBT | 04010LAB9 | 1008 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| ARES CAPITAL CORP | DEBT | 04010LAD5 | 657 | 650000 | PRN | SOLE | 650000 | 0 | 0 | ||
| ARES COMMERCIAL REAL EST | DEBT | 04013VAB4 | 7980 | 7975000 | PRN | SOLE | 7975000 | 0 | 0 | ||
| ARGO GROUP INTERNATIONAL | COM | G0464B107 | 1544 | 27273 | SH | SOLE | 27273 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT INC | REIT | 042315507 | 15108 | 753899 | SH | SOLE | 753899 | 0 | 0 | ||
| ASHLAND INC | COM | 044209104 | 1199 | 11916 | SH | SOLE | 11916 | 0 | 0 | ||
| ASPEN AEROGELS INC | COM | 04523Y105 | 8023 | 1069661 | SH | SOLE | 1069661 | 0 | 0 | ||
| ASPEN INSURANCE HOLDINGS LTD | COM | G05384105 | 1445 | 31089 | SH | SOLE | 31089 | 0 | 0 | ||
| ASSURANT INC | COM | 04621X108 | 1749 | 22126 | SH | SOLE | 22126 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 1874 | 57512 | SH | SOLE | 57512 | 0 | 0 | ||
| ATLANTIC ALLIANCE PARTNERSHIP | COM | G04897107 | 4978 | 490000 | SH | SOLE | 490000 | 0 | 0 | ||
| AUTODESK INC | COM | 052769106 | 16859 | 381970 | SH | SOLE | 381970 | 0 | 0 | ||
| AUTOZONE INC | COM | 053332102 | 9476 | 13092 | SH | SOLE | 12522 | 0 | 570 | ||
| AVAGO TECHNOLOGIES LTD | COM | Y0486S904 | 4108 | 354100 | SH | Call | SOLE | 352600 | 0 | 1500 | |
| AVAGO TECHNOLOGIES LTD | COM | Y0486S904 | 3840 | 300000 | SH | Put | SOLE | 299000 | 0 | 1000 | |
| AVERY DENNISON CORP | COM | 053611109 | 966 | 17076 | SH | SOLE | 17076 | 0 | 0 | ||
| AXALTA COATING SYSTEMS LTD | COM | G0750C108 | 12670 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| AXIS CAPITAL HOLDINGS LTD | COM | G0692U109 | 1454 | 27054 | SH | SOLE | 27054 | 0 | 0 | ||
| B/E AEROSPACE INC | COM | 073302101 | 500 | 11400 | SH | SOLE | 11400 | 0 | 0 | ||
| BAIDU INC - SPON ADR | ADR | 056752108 | 24952 | 181585 | SH | SOLE | 179220 | 0 | 2365 | ||
| BAKER HUGHES INC | COM | 057224107 | 7715 | 148254 | SH | SOLE | 144375 | 0 | 3879 | ||
| BANCO MACRO SA-ADR | ADR | 05961W105 | 2496 | 65000 | SH | SOLE | 65000 | 0 | 0 | ||
| BANK OF MONTREAL | COM | 063671101 | 1791 | 24608 | SH | SOLE | 24608 | 0 | 0 | ||
| BANK OF NOVA SCOTIA | COM | 064149107 | 1656 | 28149 | SH | SOLE | 28149 | 0 | 0 | ||
| BARINGTON/HILCO ACQUISITION | WRT | 06759V127 | 18 | 98475 | SH | SOLE | 98475 | 0 | 0 | ||
| BASIC ENERGY SERVICES INC | COM | 06985P100 | 1255 | 380567 | SH | SOLE | 380567 | 0 | 0 | ||
| BAXTER INTERNATIONAL INC | COM | 071813109 | 294 | 8953 | SH | SOLE | 8953 | 0 | 0 | ||
| BB&T CORP | COM | 054937107 | 800 | 22452 | SH | SOLE | 22452 | 0 | 0 | ||
| BCE INC | COM | 05534B760 | 1810 | 33145 | SH | SOLE | 33145 | 0 | 0 | ||
| BEMIS COMPANY | COM | 081437105 | 1279 | 32341 | SH | SOLE | 32341 | 0 | 0 | ||
| BERRY PLASTICS GROUP INC | COM | 08579W103 | 18042 | 600000 | SH | SOLE | 600000 | 0 | 0 | ||
| BIOAMBER INC | COM | 09072Q106 | 2894 | 540838 | SH | SOLE | 540838 | 0 | 0 | ||
| BIOAMBER INC | WRT | 09072Q114 | 892 | 501236 | SH | SOLE | 501236 | 0 | 0 | ||
| BLACKROCK CORPORATE HIGH YIE | COM | 09255P107 | 10629 | 1076917 | SH | SOLE | 1076917 | 0 | 0 | ||
| BLACKROCK MUNI INTERM DURATI | COM | 09253X102 | 174 | 12500 | SH | SOLE | 12500 | 0 | 0 | ||
| BLUE CAPITAL REINSURANCE HOLDINGS LTD | COM | G1190F107 | 1560 | 90571 | SH | SOLE | 90571 | 0 | 0 | ||
| BONANZA CREEK ENERGY INC | COM | 097793103 | 1440 | 353839 | SH | SOLE | 353839 | 0 | 0 | ||
| BORGWARNER INC | COM | 099724106 | 503 | 12100 | SH | SOLE | 12100 | 0 | 0 | ||
| BOULEVARD ACQUISITION CORP I | UNIT | 10157Q201 | 16949 | 1700000 | SH | SOLE | 1700000 | 0 | 0 | ||
| BRINKER INTERNATIONAL INC | COM | 109641100 | 1368 | 25989 | SH | SOLE | 25989 | 0 | 0 | ||
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 503 | 8500 | SH | SOLE | 8500 | 0 | 0 | ||
| BROOKDALE SENIOR LIVING INC | COM | 112463104 | 14903 | 649091 | SH | SOLE | 649091 | 0 | 0 | ||
| BROOKFIELD ASSET MANAGE-CL A | COM | 112585104 | 3019 | 81812 | SH | SOLE | 81812 | 0 | 0 | ||
| BROOKFIELD HIGH INCOME FUND | COM | 11272P102 | 4341 | 595572 | SH | SOLE | 595572 | 0 | 0 | ||
| BUNGE LTD | COM | G16962105 | 1194 | 16293 | SH | SOLE | 16293 | 0 | 0 | ||
| C&J ENERGY SERVICES LTD | COM | G3164Q101 | 5461 | 1551279 | SH | SOLE | 1551279 | 0 | 0 | ||
| CACI INTERNATIONAL INC -CL A | COM | 127190304 | 1287 | 17401 | SH | SOLE | 17401 | 0 | 0 | ||
| CALADRIUS BIOSCIENCES INC | WRT | 128058104 | 0 | 1531250 | SH | SOLE | 1531250 | 0 | 0 | ||
| CALIFORNIA RESOURCES CORP | COM | 13057Q107 | 9322 | 3585652 | SH | SOLE | 3585652 | 0 | 0 | ||
| CAMBRIDGE CAPITAL ACQUISITIO | COM | 13215Q106 | 1250 | 125000 | SH | SOLE | 125000 | 0 | 0 | ||
| CAMBRIDGE CAPITAL ACQUISITIO | WRT | 13215Q114 | 31 | 125000 | SH | SOLE | 125000 | 0 | 0 | ||
| CAMECO CORP | COM | 13321L108 | 3043 | 250000 | SH | Call | SOLE | 250000 | 0 | 0 | |
| CAMPBELL SOUP CO | COM | 134429109 | 1586 | 31303 | SH | SOLE | 31303 | 0 | 0 | ||
| CAN IMPERIAL BK OF COMMERCE | COM | 136069101 | 1885 | 19644 | SH | SOLE | 19644 | 0 | 0 | ||
| CAPITAL ONE FINANCIAL CORP | COM | 14040H105 | 1257 | 17328 | SH | SOLE | 17328 | 0 | 0 | ||
| CARDTRONICS INC | COM | 14161H108 | 7023 | 214758 | SH | SOLE | 214758 | 0 | 0 | ||
| CBS CORP-CLASS B NON VOTING | COM | 124857202 | 8313 | 208341 | SH | SOLE | 205221 | 0 | 3120 | ||
| CELESTICA INC | COM | 15101Q108 | 2049 | 119247 | SH | SOLE | 119247 | 0 | 0 | ||
| CELLECTAR BIOSCIENCES INC | COM | 15117F203 | 0 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| CENTURYLINK INC | COM | 156700106 | 1589 | 63281 | SH | SOLE | 63281 | 0 | 0 | ||
| CENVEO INC | COM | 15670S105 | 186 | 98497 | SH | SOLE | 98497 | 0 | 0 | ||
| CEPHEID INC | COM | 15670R107 | 6283 | 139000 | SH | SOLE | 139000 | 0 | 0 | ||
| CERNER CORP | COM | 156782104 | 13070 | 218008 | SH | SOLE | 214568 | 0 | 3440 | ||
| CHEESECAKE FACTORY INC/THE | COM | 163072101 | 1517 | 28104 | SH | SOLE | 28104 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | DEBT | 165167CA3 | 8750 | 10000000 | PRN | SOLE | 10000000 | 0 | 0 | ||
| CHICO'S FAS INC | COM | 168615102 | 1395 | 88644 | SH | SOLE | 88644 | 0 | 0 | ||
| CHIMERA INVESTMENT CORP | REIT | 16934Q208 | 19380 | 1449486 | SH | SOLE | 1449486 | 0 | 0 | ||
| CHINACACHE INTERNAT-SPON ADR | ADR | 16950M107 | 582 | 74405 | SH | SOLE | 74405 | 0 | 0 | ||
| CHUBB CORP | COM | 171232101 | 14959 | 121955 | SH | SOLE | 118211 | 0 | 3744 | ||
| CHURCH & DWIGHT CO INC | COM | 171340102 | 1030 | 12272 | SH | SOLE | 12272 | 0 | 0 | ||
| CIGNA CORP | COM | 125509109 | 42339 | 313565 | SH | SOLE | 308132 | 0 | 5433 | ||
| CIGNA CORP | COM | 125509109 | 19619 | 145300 | SH | Call | SOLE | 139867 | 0 | 5433 | |
| CINCINNATI FINANCIAL CORP | COM | 172062101 | 1549 | 28799 | SH | SOLE | 28799 | 0 | 0 | ||
| CINTAS CORP | COM | 172908105 | 1475 | 17196 | SH | SOLE | 17196 | 0 | 0 | ||
| CISCO SYSTEMS INC | COM | 17275R102 | 430 | 16381 | SH | SOLE | 16381 | 0 | 0 | ||
| CIT GROUP INC | COM | 125581801 | 101129 | 2526350 | SH | SOLE | 2526350 | 0 | 0 | ||
| CIT GROUP INC | COM | 125581801 | 34792 | 869200 | SH | Put | SOLE | 869200 | 0 | 0 | |
| CITRIX SYSTEMS INC | COM | 177376100 | 4669 | 67400 | SH | SOLE | 67400 | 0 | 0 | ||
| CLEVELAND BIOLABS INC | COM | 185860202 | 0 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| CLOROX COMPANY | COM | 189054109 | 1094 | 9475 | SH | SOLE | 9475 | 0 | 0 | ||
| CNA FINANCIAL CORP | COM | 126117100 | 1334 | 38205 | SH | SOLE | 38205 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY | COM | 19075F106 | 309 | 43600 | SH | SOLE | 43600 | 0 | 0 | ||
| COCA-COLA CO/THE | COM | 191216100 | 1460 | 36402 | SH | SOLE | 36402 | 0 | 0 | ||
| COCA-COLA ENTERPRISES | COM | 19122T109 | 1097 | 22704 | SH | SOLE | 22704 | 0 | 0 | ||
| COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 45620 | 728630 | SH | SOLE | 720677 | 0 | 7953 | ||
| COLGATE-PALMOLIVE CO | COM | 194162103 | 985 | 15526 | SH | SOLE | 15526 | 0 | 0 | ||
| COLONY FINANCIAL INC | DEBT | 19624RAB2 | 2779 | 2900000 | PRN | SOLE | 2900000 | 0 | 0 | ||
| COMCAST CORP-CLASS A | COM | 20030N101 | 1906 | 33496 | SH | SOLE | 33496 | 0 | 0 | ||
| COMCAST CORP-SPECIAL CL A | COM | 20030N200 | 504 | 8800 | SH | SOLE | 8800 | 0 | 0 | ||
| COMERICA INC | COM | 200340107 | 506 | 12300 | SH | SOLE | 12300 | 0 | 0 | ||
| COMMUNITY HEALTH SYSTEMS INC | COM | 203668108 | 11385 | 266213 | SH | SOLE | 266213 | 0 | 0 | ||
| COMMUNITY HEALTH SYSTEMS-CVR | COM | 203668116 | 48 | 5460347 | SH | SOLE | 5460347 | 0 | 0 | ||
| COMPUTER SCIENCES CORP | COM | 205363104 | 416 | 6773 | SH | SOLE | 6773 | 0 | 0 | ||
| COMPUTER SCIENCES CORP | COM | 205363104 | 15345 | 250000 | SH | Put | SOLE | 250000 | 0 | 0 | |
| CON-WAY INC | COM | 205944101 | 123370 | 2600000 | SH | SOLE | 2600000 | 0 | 0 | ||
| CONCHO RESOURCES INC | COM | 20605P101 | 13185 | 134125 | SH | SOLE | 134125 | 0 | 0 | ||
| CONOCOPHILLIPS | COM | 20825C104 | 16506 | 344135 | SH | SOLE | 337365 | 0 | 6770 | ||
| CONSTELLIUM NV | COM | N22035104 | 20397 | 3365798 | SH | SOLE | 3365798 | 0 | 0 | ||
| CONTINENTAL RESOURCES INC/OK | COM | 212015101 | 412 | 14230 | SH | SOLE | 14230 | 0 | 0 | ||
| CONTRAFECT CORP | WRT | 212326128 | 12 | 46824 | SH | SOLE | 46824 | 0 | 0 | ||
| CONTRAFECT CORP | WRT | 212326110 | 80 | 46824 | SH | SOLE | 46824 | 0 | 0 | ||
| CONVERGYS CORP | COM | 212485106 | 1357 | 58711 | SH | SOLE | 58711 | 0 | 0 | ||
| COPART INC | COM | 217204106 | 1367 | 41540 | SH | SOLE | 41540 | 0 | 0 | ||
| CORENERGY INFRASTRUCTURE | DEBT | 21870UAA4 | 10641 | 11750000 | PRN | SOLE | 11750000 | 0 | 0 | ||
| CORNING INC | COM | 219350105 | 324 | 18916 | SH | SOLE | 18916 | 0 | 0 | ||
| COSTCO WHOLESALE CORP | COM | 22160K105 | 1009 | 6983 | SH | SOLE | 6983 | 0 | 0 | ||
| CR BARD INC | COM | 067383109 | 484 | 2600 | SH | SOLE | 2600 | 0 | 0 | ||
| CREE INC | COM | 225447101 | 351 | 14500 | SH | SOLE | 14500 | 0 | 0 | ||
| CROWN HOLDINGS INC | COM | 228368106 | 862 | 18838 | SH | SOLE | 18838 | 0 | 0 | ||
| CST BRANDS INC | COM | 12646R105 | 1226 | 36418 | SH | SOLE | 36418 | 0 | 0 | ||
| CSX CORP | COM | 126408103 | 516 | 19200 | SH | SOLE | 19200 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 1169 | 10761 | SH | SOLE | 10761 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 18796 | 194821 | SH | SOLE | 191288 | 0 | 3533 | ||
| DANAHER CORP | COM | 235851102 | 439 | 5154 | SH | SOLE | 5154 | 0 | 0 | ||
| DARDEN RESTAURANTS INC | COM | 237194105 | 507 | 7400 | SH | SOLE | 7400 | 0 | 0 | ||
| DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 1400 | 19364 | SH | SOLE | 19364 | 0 | 0 | ||
| DEERE & CO | COM | 244199105 | 1142 | 15420 | SH | SOLE | 15420 | 0 | 0 | ||
| DEL TACO RESTAURANTS INC | WRT | 245496112 | 2235 | 432306 | SH | SOLE | 432306 | 0 | 0 | ||
| DELPHI AUTOMOTIVE PLC | COM | G27823106 | 31340 | 412153 | SH | SOLE | 362949 | 0 | 49204 | ||
| DELTA AIR LINES INC | COM | 247361702 | 11987 | 267150 | SH | SOLE | 256021 | 0 | 11129 | ||
| DELTA TECHNOLOGY HOLDINGS LTD | WRT | G8477B113 | 43 | 576058 | SH | SOLE | 576058 | 0 | 0 | ||
| DENBURY RESOURCES INC | COM | 247916208 | 680 | 279171 | SH | SOLE | 279171 | 0 | 0 | ||
| DENTSPLY INTERNATIONAL INC | COM | 249030107 | 1434 | 28352 | SH | SOLE | 28352 | 0 | 0 | ||
| DIAMOND OFFSHORE DRILLING | COM | 25271C102 | 355 | 20513 | SH | SOLE | 20513 | 0 | 0 | ||
| DILLARDS INC-CL A | COM | 254067101 | 454 | 5200 | SH | SOLE | 5200 | 0 | 0 | ||
| DISCOVER FINANCIAL SERVICES | COM | 254709108 | 1816 | 34944 | SH | SOLE | 34944 | 0 | 0 | ||
| DISCOVERY COMMUNICATIONS-A | COM | 25470F104 | 502 | 19300 | SH | SOLE | 19300 | 0 | 0 | ||
| DISCOVERY LABORATORIES INC | COM | 254668403 | 0 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| DOLBY LABORATORIES INC-CL A | COM | 25659T107 | 1213 | 37224 | SH | SOLE | 37224 | 0 | 0 | ||
| DOUBLE EAGLE ACQUISITION CORP | UNIT | G28195108 | 16224 | 1600000 | SH | SOLE | 1600000 | 0 | 0 | ||
| DOVER CORP | COM | 260003108 | 503 | 8800 | SH | SOLE | 8800 | 0 | 0 | ||
| DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 1048 | 13259 | SH | SOLE | 13259 | 0 | 0 | ||
| DU PONT (E.I.) DE NEMOURS | COM | 263534109 | 501 | 10400 | SH | SOLE | 10400 | 0 | 0 | ||
| DYNEGY INC | COM | 26817R108 | 12402 | 600000 | SH | SOLE | 600000 | 0 | 0 | ||
| EATON VANCE TAX-ADVANTAGED B | FUND | 27829M103 | 556 | 45464 | SH | SOLE | 45464 | 0 | 0 | ||
| EBAY INC | COM | 278642103 | 503 | 20600 | SH | SOLE | 20600 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | COM | 27875T101 | 4417 | 225329 | SH | SOLE | 225329 | 0 | 0 | ||
| ECHOSTAR CORP-A | COM | 278768106 | 1235 | 28709 | SH | SOLE | 28709 | 0 | 0 | ||
| ECLIPSE RESOURCES CORP | COM | 27890G100 | 1252 | 642217 | SH | SOLE | 642217 | 0 | 0 | ||
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 526 | 3700 | SH | SOLE | 3700 | 0 | 0 | ||
| ELECTRUM SPECIAL ACQUISITION CORP | COM | G3105C104 | 9630 | 1000000 | SH | SOLE | 1000000 | 0 | 0 | ||
| ELECTRUM SPECIAL ACQUISITION CORP | WRT | G3105C112 | 220 | 1000000 | SH | SOLE | 1000000 | 0 | 0 | ||
| EMC CORP/MA | COM | 268648102 | 20731 | 858003 | SH | SOLE | 844111 | 0 | 13892 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 11607 | 407400 | SH | SOLE | 407400 | 0 | 0 | ||
| EMERSON ELECTRIC CO | COM | 291011104 | 1652 | 37393 | SH | SOLE | 37393 | 0 | 0 | ||
| ENDURANCE SPECIALTY HOLDINGS | COM | G30397106 | 1173 | 19217 | SH | SOLE | 19217 | 0 | 0 | ||
| ENERNOC INC | DEBT | 292764AB3 | 5919 | 8500000 | PRN | SOLE | 8500000 | 0 | 0 | ||
| ENSCO PLC | COM | G3157S106 | 229 | 22900 | SH | Put | SOLE | 22900 | 0 | 0 | |
| ENSTAR GROUP LTD | COM | G3075P101 | 1416 | 9445 | SH | SOLE | 9445 | 0 | 0 | ||
| ENTEROMEDICS INC | WRT | 29365M208 | 0 | 60000 | SH | SOLE | 60000 | 0 | 0 | ||
| EOG RESOURCES INC | COM | 26875P101 | 24213 | 332616 | SH | SOLE | 323346 | 0 | 9270 | ||
| ERIN ENERGY CORP | COM | 295625107 | 130 | 33105 | SH | SOLE | 33105 | 0 | 0 | ||
| EURONAV NV | COM | B38564108 | 11889 | 885314 | SH | SOLE | 885314 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 3593 | 48500 | SH | SOLE | 48500 | 0 | 0 | ||
| EVEREST RE GROUP LTD | COM | G3223R108 | 1380 | 7965 | SH | SOLE | 7965 | 0 | 0 | ||
| EXACT SCIENCES CORP | COM | 30063P105 | 2528 | 140495 | SH | SOLE | 140495 | 0 | 0 | ||
| EXPRESS SCRIPTS HOLDING CO | COM | 30219G108 | 10093 | 124654 | SH | SOLE | 122608 | 0 | 2046 | ||
| FACEBOOK INC-A | COM | 30303M102 | 927 | 10300 | SH | SOLE | 10300 | 0 | 0 | ||
| FACEBOOK INC-A | COM | 30303M102 | 17980 | 200000 | SH | Put | SOLE | 200000 | 0 | 0 | |
| FASTENAL CO | COM | 311900104 | 502 | 13700 | SH | SOLE | 13700 | 0 | 0 | ||
| FEDEX CORP | COM | 31428X106 | 708 | 4918 | SH | SOLE | 4918 | 0 | 0 | ||
| FIFTH THIRD BANCORP | COM | 316773100 | 1358 | 71806 | SH | SOLE | 71806 | 0 | 0 | ||
| FIRST TRUST HIGH INCOME LONG | COM | 33738E109 | 5424 | 384994 | SH | SOLE | 384994 | 0 | 0 | ||
| FIRST TRUST STRAT HIGH INC 2 | COM | 337353304 | 2530 | 219987 | SH | SOLE | 219987 | 0 | 0 | ||
| FISERV INC | COM | 337738108 | 1065 | 12289 | SH | SOLE | 12289 | 0 | 0 | ||
| FIVE OAKS INVESTMENT CORP | REIT | 33830W106 | 1438 | 227500 | SH | SOLE | 227500 | 0 | 0 | ||
| FLEXTRONICS INTERNATIONAL LTD | COM | Y2573F102 | 314 | 29800 | SH | SOLE | 29800 | 0 | 0 | ||
| FLOWSERVE CORP | COM | 34354P105 | 8730 | 212200 | SH | SOLE | 212200 | 0 | 0 | ||
| FLUOR CORP | COM | 343412102 | 504 | 11900 | SH | SOLE | 11900 | 0 | 0 | ||
| FMC TECHNOLOGIES INC | COM | 30249U101 | 28876 | 931504 | SH | SOLE | 931504 | 0 | 0 | ||
| FORTINET INC | COM | 34959E109 | 11257 | 264997 | SH | SOLE | 264997 | 0 | 0 | ||
| FRANKLIN RESOURCES INC | COM | 354613101 | 1569 | 42121 | SH | SOLE | 42121 | 0 | 0 | ||
| FRESH DEL MONTE PRODUCE INC | COM | G36738105 | 1537 | 38902 | SH | SOLE | 38902 | 0 | 0 | ||
| FS INVESTMENT CORP | COM | 302635107 | 1348 | 144595 | SH | SOLE | 144595 | 0 | 0 | ||
| GAP INC/THE | COM | 364760108 | 1085 | 38074 | SH | SOLE | 38074 | 0 | 0 | ||
| GARMIN LTD | COM | H2906T109 | 499 | 13900 | SH | SOLE | 13900 | 0 | 0 | ||
| GASLOG LTD | COM | G37585109 | 962 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| GASLOG PARTNERS LP | COM | Y2687W108 | 5233 | 324432 | SH | SOLE | 324432 | 0 | 0 | ||
| GENER8 MARITIME INC | COM | Y26889108 | 15298 | 1397038 | SH | SOLE | 1397038 | 0 | 0 | ||
| GENERAL DYNAMICS CORP | COM | 369550108 | 1445 | 10477 | SH | SOLE | 10477 | 0 | 0 | ||
| GENERAL MILLS INC | COM | 370334104 | 1996 | 35562 | SH | SOLE | 35562 | 0 | 0 | ||
| GENERAL MOTORS CO | WRT | 37045V134 | 5 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 501 | 5100 | SH | SOLE | 5100 | 0 | 0 | ||
| GNC HOLDINGS INC-CL A | COM | 36191G107 | 465 | 11500 | SH | SOLE | 11500 | 0 | 0 | ||
| GOLDCORP INC | COM | 380956409 | 507 | 40500 | SH | SOLE | 40500 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 720 | 4148 | SH | SOLE | 4148 | 0 | 0 | ||
| GOOGLE INC-CL C | COM | 38259P706 | 108583 | 178468 | SH | SOLE | 176474 | 0 | 1994 | ||
| GSV CAPITAL CORP | DEBT | 36191JAB7 | 29310 | 33105000 | PRN | SOLE | 33105000 | 0 | 0 | ||
| HALCON RESOURCES CORP | COM | 40537Q209 | 888 | 1674304 | SH | SOLE | 1674304 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 51002 | 1442727 | SH | SOLE | 1412678 | 0 | 30049 | ||
| HANESBRANDS INC | COM | 410345102 | 515 | 17800 | SH | SOLE | 17800 | 0 | 0 | ||
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 1567 | 20163 | SH | SOLE | 20163 | 0 | 0 | ||
| HARRIS CORP | COM | 413875105 | 421 | 5751 | SH | SOLE | 5751 | 0 | 0 | ||
| HATTERAS FINANCIAL CORP | REIT | 41902R103 | 3150 | 207938 | SH | SOLE | 207938 | 0 | 0 | ||
| HAWAIIAN TELCOM HOLDCO INC | COM | 420031106 | 7862 | 378385 | SH | SOLE | 378385 | 0 | 0 | ||
| HCI GROUP INC | DEBT | 40416EAB9 | 12496 | 13500000 | PRN | SOLE | 13500000 | 0 | 0 | ||
| HEALTH NET INC | COM | 42222G108 | 1033 | 17151 | SH | SOLE | 17151 | 0 | 0 | ||
| HEALTHWAYS INC | DEBT | 422245AB6 | 2300 | 2500000 | PRN | SOLE | 2500000 | 0 | 0 | ||
| HEARTLAND EXPRESS INC | COM | 422347104 | 960 | 48162 | SH | SOLE | 48162 | 0 | 0 | ||
| HELMERICH & PAYNE | COM | 423452101 | 14025 | 296755 | SH | SOLE | 296755 | 0 | 0 | ||
| HENNESSY CAPITAL ACQUISITION | COM | 42588J100 | 11040 | 1150000 | SH | SOLE | 1150000 | 0 | 0 | ||
| HENNESSY CAPITAL ACQUISITION | WRT | 42588J118 | 311 | 1150000 | SH | SOLE | 1150000 | 0 | 0 | ||
| HESS CORP | COM | 42809H107 | 521 | 10400 | SH | SOLE | 10400 | 0 | 0 | ||
| HEWLETT-PACKARD CO | COM | 428236103 | 13968 | 545479 | SH | SOLE | 545479 | 0 | 0 | ||
| HEWLETT-PACKARD CO | COM | 428236103 | 8028 | 313500 | SH | Call | SOLE | 313500 | 0 | 0 | |
| HILL-ROM HOLDINGS INC | COM | 431475102 | 4615 | 88760 | SH | SOLE | 88760 | 0 | 0 | ||
| HOLLYFRONTIER CORP | COM | 436106108 | 3817 | 78145 | SH | SOLE | 78145 | 0 | 0 | ||
| HOMEAWAY INC | COM | 43739Q100 | 2760 | 103995 | SH | SOLE | 103995 | 0 | 0 | ||
| HONEYWELL INTERNATIONAL INC | COM | 438516106 | 30404 | 321082 | SH | SOLE | 321082 | 0 | 0 | ||
| HORIZON GLOBAL CORP-W/I | COM | 44052W104 | 5595 | 634400 | SH | SOLE | 634400 | 0 | 0 | ||
| HORMEL FOODS CORP | COM | 440452100 | 1602 | 25305 | SH | SOLE | 25305 | 0 | 0 | ||
| HORNBECK OFFSHORE SERVICES | COM | 440543106 | 565 | 41800 | SH | SOLE | 41800 | 0 | 0 | ||
| HOST HOTELS & RESORTS INC | REIT | 44107P104 | 503 | 31800 | SH | SOLE | 31800 | 0 | 0 | ||
| HOUGHTON MIFFLIN HARCOURT CO | COM | 44157R109 | 3831 | 188595 | SH | SOLE | 188595 | 0 | 0 | ||
| HUDBAY MINERALS INC | WRT | 443628136 | 138 | 392200 | SH | SOLE | 392200 | 0 | 0 | ||
| HUMANA INC | COM | 444859102 | 15950 | 89107 | SH | SOLE | 87362 | 0 | 1745 | ||
| HUNT (JB) TRANSPRT SVCS INC | COM | 445658107 | 1213 | 16997 | SH | SOLE | 16997 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | COM | 447462102 | 5772 | 92300 | SH | SOLE | 92300 | 0 | 0 | ||
| IAC/INTERACTIVECORP | COM | 44919P508 | 503 | 7700 | SH | SOLE | 7700 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | DEBT | 451055AF4 | 18114 | 22500000 | PRN | SOLE | 22500000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 15951 | 90726 | SH | SOLE | 90726 | 0 | 0 | ||
| IMMUNE PHARMACEUTICALS INC | COM | 45254C101 | 108 | 250000 | SH | SOLE | 250000 | 0 | 0 | ||
| INGERSOLL-RAND PLC | COM | G47791101 | 503 | 9900 | SH | SOLE | 9900 | 0 | 0 | ||
| INGREDION INC | COM | 457187102 | 1596 | 18282 | SH | SOLE | 18282 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HOLDING | COM | 457985208 | 3710 | 62300 | SH | SOLE | 62300 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 1367 | 45345 | SH | SOLE | 45345 | 0 | 0 | ||
| INTERNATIONAL PAPER CO | COM | 460146103 | 312 | 8263 | SH | SOLE | 8263 | 0 | 0 | ||
| INTL BUSINESS MACHINES CORP | COM | 459200101 | 383 | 2643 | SH | SOLE | 2643 | 0 | 0 | ||
| INTL SPEEDWAY CORP-CL A | COM | 460335201 | 1263 | 39815 | SH | SOLE | 39815 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TR | COM | 46133G107 | 168 | 13840 | SH | SOLE | 13840 | 0 | 0 | ||
| ISHARES IBOXX HIGH YIELD COR | ETP | 464288513 | 99949 | 1200000 | SH | Put | SOLE | 1200000 | 0 | 0 | |
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 4720 | 215000 | SH | SOLE | 215000 | 0 | 0 | ||
| ISHARES MSCI EMERGING MARKET | ETP | 464287234 | 17439 | 532000 | SH | Put | SOLE | 532000 | 0 | 0 | |
| ISHARES MSCI USA MINIMUM VOL | ETP | 46429B697 | 992 | 25055 | SH | SOLE | 25055 | 0 | 0 | ||
| ISHARES RUSSELL 2000 ETF | ETP | 464287655 | 68556 | 627800 | SH | Put | SOLE | 627800 | 0 | 0 | |
| ISIS PHARMACEUTICALS INC | COM | 464330109 | 501 | 12400 | SH | SOLE | 12400 | 0 | 0 | ||
| J.C. PENNEY CO INC | COM | 708160106 | 2638 | 283947 | SH | SOLE | 283947 | 0 | 0 | ||
| JACK HENRY & ASSOCIATES INC | COM | 426281101 | 1575 | 22622 | SH | SOLE | 22622 | 0 | 0 | ||
| JACOBS ENGINEERING GROUP INC | COM | 469814107 | 502 | 13400 | SH | SOLE | 13400 | 0 | 0 | ||
| JARDEN CORP | COM | 471109108 | 12714 | 260110 | SH | SOLE | 260110 | 0 | 0 | ||
| JASON INDUSTRIES INC | WRT | 471172114 | 330 | 1098700 | SH | SOLE | 1098700 | 0 | 0 | ||
| JAVELIN MORTGAGE INVESTMENT | REIT | 47200B104 | 1901 | 315106 | SH | SOLE | 315106 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 4521 | 34040 | SH | SOLE | 34040 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | COM | 477143101 | 497 | 19300 | SH | SOLE | 19300 | 0 | 0 | ||
| JM SMUCKER CO/THE | COM | 832696405 | 502 | 4400 | SH | SOLE | 4400 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 1384 | 14826 | SH | SOLE | 14826 | 0 | 0 | ||
| JOHNSON CONTROLS INC | COM | 478366107 | 505 | 12200 | SH | SOLE | 12200 | 0 | 0 | ||
| JONES ENERGY INC - A | COM | 48019R108 | 2035 | 424749 | SH | SOLE | 424749 | 0 | 0 | ||
| JOY GLOBAL INC | COM | 481165108 | 319 | 21335 | SH | SOLE | 21335 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1343 | 22023 | SH | SOLE | 22023 | 0 | 0 | ||
| JUNIPER NETWORKS INC | COM | 48203R104 | 24311 | 945594 | SH | SOLE | 945594 | 0 | 0 | ||
| KAISER ALUMINUM CORP | COM | 483007704 | 1030 | 12829 | SH | SOLE | 12829 | 0 | 0 | ||
| KANSAS CITY SOUTHERN | COM | 485170302 | 19994 | 220000 | SH | SOLE | 220000 | 0 | 0 | ||
| KBS FASHION GROUP LTD | COM | Y46002104 | 5 | 270000 | SH | SOLE | 270000 | 0 | 0 | ||
| KCG HOLDINGS INC-CL A | COM | 48244B100 | 847 | 77238 | SH | SOLE | 77238 | 0 | 0 | ||
| KELLOGG CO | COM | 487836108 | 1578 | 23702 | SH | SOLE | 23702 | 0 | 0 | ||
| KEYCORP | COM | 493267108 | 503 | 38700 | SH | SOLE | 38700 | 0 | 0 | ||
| KINDER MORGAN INC | WRT | 49456B119 | 552 | 600000 | SH | SOLE | 600000 | 0 | 0 | ||
| KINDRED HEALTHCARE INC | COM | 494580103 | 19396 | 1231543 | SH | SOLE | 1231543 | 0 | 0 | ||
| KLA-TENCOR CORP | COM | 482480100 | 520 | 10400 | SH | SOLE | 10400 | 0 | 0 | ||
| KLX INC | COM | 482539103 | 7148 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| KOHLS CORP | COM | 500255104 | 500 | 10800 | SH | SOLE | 10800 | 0 | 0 | ||
| KOSMOS ENERGY LTD | COM | G5315B107 | 3166 | 567429 | SH | SOLE | 567429 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 1474 | 40855 | SH | SOLE | 40855 | 0 | 0 | ||
| L-3 COMMUNICATIONS HOLDINGS | COM | 502424104 | 1321 | 12636 | SH | SOLE | 12636 | 0 | 0 | ||
| LABORATORY CRP OF AMER HLDGS | COM | 50540R409 | 4940 | 45546 | SH | SOLE | 45546 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 523 | 8000 | SH | SOLE | 8000 | 0 | 0 | ||
| LAS VEGAS SANDS CORP | COM | 517834107 | 1623 | 42750 | SH | SOLE | 42750 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AB0 | 5694 | 7711000 | PRN | SOLE | 7711000 | 0 | 0 | ||
| LEVEL 3 COMMUNICATIONS INC | COM | 52729N308 | 524 | 12000 | SH | SOLE | 12000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AN1 | 64970 | 125546000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| LIBERTY GLOBAL PLC | COM | G5480U120 | 2125 | 51811 | SH | SOLE | 51811 | 0 | 0 | ||
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 1160 | 22116 | SH | SOLE | 22116 | 0 | 0 | ||
| LINDBLAD EXPEDITIONS HOLDING | WRT | 535219117 | 1429 | 764422 | SH | SOLE | 764422 | 0 | 0 | ||
| LUMBER LIQUIDATORS HOLDINGS | COM | 55003T107 | 227 | 17300 | SH | SOLE | 17300 | 0 | 0 | ||
| LUMENIS LTD | COM | M6778Q121 | 7512 | 542355 | SH | SOLE | 542355 | 0 | 0 | ||
| LYONDELLBASELL INDUSTRIES NV | COM | N53745100 | 500 | 6000 | SH | SOLE | 6000 | 0 | 0 | ||
| M/I HOMES INC | DEBT | 55292PAB1 | 2265 | 2250000 | PRN | SOLE | 2250000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 11199 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| MACY'S INC | COM | 55616P104 | 508 | 9900 | SH | SOLE | 9900 | 0 | 0 | ||
| MAGNA INTERNATIONAL INC | COM | 559222401 | 13581 | 282891 | SH | SOLE | 270585 | 0 | 12306 | ||
| MALLINCKRODT PLC | COM | G5785G107 | 7121 | 111365 | SH | SOLE | 111365 | 0 | 0 | ||
| MANAGED HI YLD PLUS FUND INC | FUND | 561911108 | 720 | 447022 | SH | SOLE | 447022 | 0 | 0 | ||
| MARINA BIOTECH INC | COM | 56804Q201 | 0 | 26189 | SH | SOLE | 26189 | 0 | 0 | ||
| MARKET VECTORS SEMICONDUCTOR | ETP | 57060U233 | 95910 | 1922800 | SH | Call | SOLE | 1919800 | 0 | 3000 | |
| MARKIT LTD | COM | G58249106 | 1628 | 56129 | SH | SOLE | 56129 | 0 | 0 | ||
| MARRIOTT INTERNATIONAL -CL A | COM | 571903202 | 498 | 7300 | SH | SOLE | 7300 | 0 | 0 | ||
| MARSH & MCLENNAN COS | COM | 571748102 | 501 | 9600 | SH | SOLE | 9600 | 0 | 0 | ||
| MARVELL TECHNOLOGY GROUP LTD | COM | G5876H105 | 497 | 54900 | SH | SOLE | 54900 | 0 | 0 | ||
| MASCO CORP | COM | 574599106 | 494 | 19600 | SH | SOLE | 19600 | 0 | 0 | ||
| MAST THERAPEUTICS INC | COM | 576314108 | 3 | 1250000 | SH | SOLE | 1250000 | 0 | 0 | ||
| MAXPOINT INTERACTIVE INC | COM | 57777M102 | 1511 | 370288 | SH | SOLE | 370288 | 0 | 0 | ||
| MCDONALD'S CORP | COM | 580135101 | 1013 | 10291 | SH | SOLE | 10291 | 0 | 0 | ||
| MCGRAW HILL FINANCIAL INC | COM | 580645109 | 510 | 5900 | SH | SOLE | 5900 | 0 | 0 | ||
| MEAD JOHNSON NUTRITION CO | COM | 582839106 | 507 | 7200 | SH | SOLE | 7200 | 0 | 0 | ||
| MEDIVATION INC | COM | 58501N101 | 455 | 10700 | SH | SOLE | 10700 | 0 | 0 | ||
| MEDNAX INC | COM | 58502B106 | 460 | 5985 | SH | SOLE | 5985 | 0 | 0 | ||
| MEDTRONIC PLC | COM | G5960L103 | 71251 | 1064399 | SH | SOLE | 1024648 | 0 | 39751 | ||
| MEMORIAL RESOURCE DEVELOPMEN | COM | 58605Q109 | 16500 | 938637 | SH | SOLE | 938637 | 0 | 0 | ||
| MERCK & CO. INC. | COM | 58933Y105 | 509 | 10300 | SH | SOLE | 10300 | 0 | 0 | ||
| METLIFE INC | COM | 59156R108 | 779 | 16526 | SH | SOLE | 16526 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 11560 | 771742 | SH | SOLE | 771742 | 0 | 0 | ||
| MICROVISION INC | COM | 594960304 | 17 | 730000 | SH | SOLE | 730000 | 0 | 0 | ||
| MODUSLINK GLOBAL SOLUTIO | DEBT | 60786LAB3 | 1034 | 1250000 | PRN | SOLE | 1250000 | 0 | 0 | ||
| MONSANTO CO | COM | 61166W101 | 504 | 5900 | SH | SOLE | 5900 | 0 | 0 | ||
| MORGANS HOTEL GROUP CO | COM | 61748W108 | 10423 | 3139668 | SH | SOLE | 3139668 | 0 | 0 | ||
| MOSAIC CO/THE | COM | 61945C103 | 1004 | 32268 | SH | SOLE | 32268 | 0 | 0 | ||
| MRC GLOBAL INC | COM | 55345K103 | 7805 | 700000 | SH | SOLE | 700000 | 0 | 0 | ||
| MURPHY OIL CORP | COM | 626717102 | 419 | 17295 | SH | SOLE | 17295 | 0 | 0 | ||
| MYRIAD GENETICS INC | COM | 62855J104 | 206 | 5484 | SH | SOLE | 5484 | 0 | 0 | ||
| NATIONSTAR MORTGAGE HOLDINGS | COM | 63861C109 | 1578 | 113815 | SH | SOLE | 113815 | 0 | 0 | ||
| NAVIENT CORP | COM | 63938C108 | 856 | 76092 | SH | SOLE | 76092 | 0 | 0 | ||
| NELNET INC-CL A | COM | 64031N108 | 1195 | 34519 | SH | SOLE | 34519 | 0 | 0 | ||
| NET 1 UEPS TECHNOLOGIES INC | COM | 64107N206 | 4263 | 254671 | SH | SOLE | 254671 | 0 | 0 | ||
| NETAPP INC | COM | 64110D104 | 2392 | 80804 | SH | SOLE | 80804 | 0 | 0 | ||
| NETAPP INC | COM | 64110D104 | 5337 | 180300 | SH | Call | SOLE | 180300 | 0 | 0 | |
| NEUBERGER BERMAN HIGH YIELD | FUND | 64128C106 | 3628 | 356088 | SH | SOLE | 356088 | 0 | 0 | ||
| NEW AMERICA HIGH INCOME FUND | FUND | 641876800 | 832 | 104504 | SH | SOLE | 104504 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE COR | DEBT | 647551AB6 | 1082 | 1100000 | PRN | SOLE | 1100000 | 0 | 0 | ||
| NEW ORIENTAL EDUCATIO-SP ADR | ADR | 647581107 | 4210 | 208333 | SH | SOLE | 208333 | 0 | 0 | ||
| NEW YORK COMMUNITY BANCORP | COM | 649445103 | 1476 | 81737 | SH | SOLE | 81737 | 0 | 0 | ||
| NEWFIELD EXPLORATION CO | COM | 651290108 | 29190 | 887235 | SH | SOLE | 887235 | 0 | 0 | ||
| NEWPARK RESOURCES INC | DEBT | 651718AC2 | 12304 | 13000000 | PRN | SOLE | 13000000 | 0 | 0 | ||
| NOBLE ENERGY INC | COM | 655044105 | 2213 | 73328 | SH | SOLE | 73328 | 0 | 0 | ||
| NORDSTROM INC | COM | 655664100 | 1009 | 14076 | SH | SOLE | 14076 | 0 | 0 | ||
| NORTHERN OIL AND GAS INC | COM | 665531109 | 6779 | 1533955 | SH | SOLE | 1533955 | 0 | 0 | ||
| NRG ENERGY INC | COM | 629377508 | 503 | 33900 | SH | SOLE | 33900 | 0 | 0 | ||
| NUVEEN DIV ADV MUNI FD 2 | FUND | 67070F100 | 677 | 49689 | SH | SOLE | 49689 | 0 | 0 | ||
| NUVEEN MUNI ADV FD | FUND | 67062H106 | 233 | 17552 | SH | SOLE | 17552 | 0 | 0 | ||
| NUVEEN MUNI MKT OPP FD | FUND | 67062W103 | 192 | 14673 | SH | SOLE | 14673 | 0 | 0 | ||
| NUVEEN PERF PLUS MUNI FD | FUND | 67062P108 | 543 | 38329 | SH | SOLE | 38329 | 0 | 0 | ||
| NUVEEN PREM INC MUNI FD | FUND | 67062T100 | 221 | 16523 | SH | SOLE | 16523 | 0 | 0 | ||
| NUVEEN QUAL INC MUNI FD | FUND | 670977107 | 482 | 35686 | SH | SOLE | 35686 | 0 | 0 | ||
| OASIS PETROLEUM INC | COM | 674215108 | 7412 | 853901 | SH | SOLE | 853901 | 0 | 0 | ||
| OCEANEERING INTL INC | COM | 675232102 | 16481 | 419572 | SH | SOLE | 419572 | 0 | 0 | ||
| OCWEN FINANCIAL CORP | COM | 675746309 | 138 | 20500 | SH | SOLE | 20500 | 0 | 0 | ||
| OLD DOMINION FREIGHT LINE | COM | 679580100 | 11966 | 196170 | SH | SOLE | 196170 | 0 | 0 | ||
| OLD REPUBLIC INTL CORP | COM | 680223104 | 1720 | 109958 | SH | SOLE | 109958 | 0 | 0 | ||
| OMNICOM GROUP | COM | 681919106 | 1106 | 16772 | SH | SOLE | 16772 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 509 | 14100 | SH | SOLE | 14100 | 0 | 0 | ||
| ORCHID ISLAND CAPITAL INC | REIT | 68571X103 | 1506 | 162763 | SH | SOLE | 162763 | 0 | 0 | ||
| PACE HOLDINGS CORP | UNIT | G6865N129 | 20400 | 2000000 | SH | SOLE | 2000000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | COM | 697435105 | 499 | 2900 | SH | SOLE | 2900 | 0 | 0 | ||
| PANDORA MEDIA INC | COM | 698354107 | 5391 | 252657 | SH | SOLE | 252657 | 0 | 0 | ||
| PARKER HANNIFIN CORP | COM | 701094104 | 506 | 5200 | SH | SOLE | 5200 | 0 | 0 | ||
| PENNYMAC CORP | DEBT | 70932AAB9 | 38795 | 42985000 | PRN | SOLE | 42985000 | 0 | 0 | ||
| PENTAIR PLC | COM | G7S00T104 | 505 | 9900 | SH | SOLE | 9900 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 966 | 10245 | SH | SOLE | 10245 | 0 | 0 | ||
| PERICOM SEMICONDUCTOR CORP | COM | 713831105 | 272 | 14900 | SH | SOLE | 14900 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 1871 | 59562 | SH | SOLE | 59562 | 0 | 0 | ||
| PHH CORP | COM | 693320202 | 1053 | 74580 | SH | SOLE | 74580 | 0 | 0 | ||
| PHOSPHATE HOLDINGS INC | WRT | 71922F102 | 0 | 656667 | SH | SOLE | 656667 | 0 | 0 | ||
| PIONEER NATURAL RESOURCES CO | COM | 723787107 | 50348 | 413908 | SH | SOLE | 403215 | 0 | 10693 | ||
| PLATFORM SPECIALTY PRODUCTS | COM | 72766Q105 | 41462 | 3277567 | SH | SOLE | 3277567 | 0 | 0 | ||
| PLURISTEM THERAPEUTICS INC | WRT | 72940R102 | 0 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 1375 | 15408 | SH | SOLE | 15408 | 0 | 0 | ||
| POTASH CORP OF SASKATCHEWAN | COM | 73755L107 | 973 | 47383 | SH | SOLE | 47383 | 0 | 0 | ||
| POWERSHARES S&P 500 LOW VOLA | ETP | 73937B779 | 999 | 27778 | SH | SOLE | 27778 | 0 | 0 | ||
| PRAXAIR INC | COM | 74005P104 | 739 | 7255 | SH | SOLE | 7255 | 0 | 0 | ||
| PREMIER INC-CLASS A | COM | 74051N102 | 1355 | 39424 | SH | SOLE | 39424 | 0 | 0 | ||
| PRICELINE GROUP INC/THE | COM | 741503403 | 30668 | 24794 | SH | SOLE | 24351 | 0 | 443 | ||
| PROASSURANCE CORP | COM | 74267C106 | 1585 | 32308 | SH | SOLE | 32308 | 0 | 0 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 1332 | 18504 | SH | SOLE | 18504 | 0 | 0 | ||
| PROGRESSIVE CORP | COM | 743315103 | 1637 | 53448 | SH | SOLE | 53448 | 0 | 0 | ||
| PROGRESSIVE WASTE SOLUTIONS | COM | 74339G101 | 1888 | 53495 | SH | SOLE | 53495 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAC6 | 10061 | 9998000 | PRN | SOLE | 9998000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAK8 | 4482 | 4485000 | PRN | SOLE | 4485000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAL6 | 22977 | 23500000 | PRN | SOLE | 23500000 | 0 | 0 | ||
| PULTEGROUP INC | COM | 745867101 | 504 | 26700 | SH | SOLE | 26700 | 0 | 0 | ||
| QIHOO 360 TECH CO LTD | DEBT | 74734MAB5 | 25025 | 26000000 | PRN | SOLE | 26000000 | 0 | 0 | ||
| QIHOO 360 TECH CO LTD | DEBT | 74734MAE9 | 8650 | 10000000 | PRN | SOLE | 10000000 | 0 | 0 | ||
| QIHOO 360 TECH CO LTD | DEBT | 74734MAF6 | 28560 | 34000000 | PRN | SOLE | 34000000 | 0 | 0 | ||
| QUALCOMM INC | COM | 747525103 | 46762 | 870315 | SH | SOLE | 870315 | 0 | 0 | ||
| QUANTA SERVICES INC | COM | 74762E102 | 501 | 20700 | SH | SOLE | 20700 | 0 | 0 | ||
| QUANTUM CORP | DEBT | 747906AJ4 | 2198 | 2655000 | PRN | SOLE | 2655000 | 0 | 0 | ||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 501 | 8153 | SH | SOLE | 8153 | 0 | 0 | ||
| QUEST RESOURCE HOLDING CORP | COM | 74836W104 | 5 | 750000 | SH | SOLE | 750000 | 0 | 0 | ||
| QUINPARIO ACQUISITION CORP 2 | WRT | 74874U119 | 251 | 1005000 | SH | SOLE | 1005000 | 0 | 0 | ||
| QUOTIENT LTD | COM | G73268107 | 132 | 10156 | SH | SOLE | 10156 | 0 | 0 | ||
| QUOTIENT LTD | WRT | G73268123 | 789 | 242132 | SH | SOLE | 242132 | 0 | 0 | ||
| RADIAN GROUP INC | COM | 750236101 | 1245 | 78213 | SH | SOLE | 78213 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AA2 | 23918 | 23594000 | PRN | SOLE | 23594000 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AB0 | 12937 | 15624000 | PRN | SOLE | 15624000 | 0 | 0 | ||
| RANGE RESOURCES CORP | COM | 75281A109 | 6406 | 199450 | SH | SOLE | 199450 | 0 | 0 | ||
| RCS CAPITAL CORP-CLASS A | COM | 74937W102 | 762 | 940710 | SH | SOLE | 940710 | 0 | 0 | ||
| REALOGY HOLDINGS CORP | COM | 75605Y106 | 500 | 13300 | SH | SOLE | 13300 | 0 | 0 | ||
| RED HAT INC | COM | 756577102 | 23399 | 325523 | SH | SOLE | 325523 | 0 | 0 | ||
| REDWOOD TRUST INC | DEBT | 758075AB1 | 65416 | 68950000 | PRN | SOLE | 68950000 | 0 | 0 | ||
| REGIONS FINANCIAL CORP | COM | 7591EP100 | 505 | 56100 | SH | SOLE | 56100 | 0 | 0 | ||
| REINSURANCE GROUP OF AMERICA | COM | 759351604 | 1409 | 15558 | SH | SOLE | 15558 | 0 | 0 | ||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 1517 | 14274 | SH | SOLE | 14274 | 0 | 0 | ||
| REPUBLIC SERVICES INC | COM | 760759100 | 1534 | 37232 | SH | SOLE | 37232 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAA2 | 34055 | 37284000 | PRN | SOLE | 37284000 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAB0 | 2023 | 2157000 | PRN | SOLE | 2157000 | 0 | 0 | ||
| ROCKWELL AUTOMATION INC | COM | 773903109 | 507 | 5000 | SH | SOLE | 5000 | 0 | 0 | ||
| ROCKWELL COLLINS INC | COM | 774341101 | 457 | 5578 | SH | SOLE | 5578 | 0 | 0 | ||
| ROGERS COMMUNICATIONS INC-B | COM | 775109200 | 580 | 12606 | SH | SOLE | 12606 | 0 | 0 | ||
| ROI ACQUISITION CORP II | WRT | 74966G119 | 414 | 1150000 | SH | SOLE | 1150000 | 0 | 0 | ||
| ROPER TECHNOLOGIES INC | COM | 776696106 | 501 | 3200 | SH | SOLE | 3200 | 0 | 0 | ||
| ROWAN COS PLC | COM | G7665A101 | 443 | 27400 | SH | SOLE | 27400 | 0 | 0 | ||
| ROYAL BANK OF CANADA | COM | 780087102 | 1738 | 23559 | SH | SOLE | 23559 | 0 | 0 | ||
| RPC INC | COM | 749660106 | 11467 | 1295669 | SH | SOLE | 1295669 | 0 | 0 | ||
| RPM INTERNATIONAL INC | COM | 749685103 | 3029 | 72292 | SH | SOLE | 72292 | 0 | 0 | ||
| RXI PHARMACEUTICALS | WRT | 74979C303 | 0 | 145000 | SH | SOLE | 145000 | 0 | 0 | ||
| RYDER SYSTEM INC | COM | 783549108 | 1162 | 15688 | SH | SOLE | 15688 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS IN | DEBT | 786449AK4 | 6699 | 6000000 | PRN | SOLE | 6000000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | COM | 803607100 | 482 | 15000 | SH | SOLE | 15000 | 0 | 0 | ||
| SBA COMMUNICATIONS CORP-CL A | COM | 78388J106 | 503 | 4800 | SH | SOLE | 4800 | 0 | 0 | ||
| SCORPIO BULKERS INC | COM | Y7546A106 | 32416 | 22202004 | SH | SOLE | 22202004 | 0 | 0 | ||
| SCORPIO TANKERS INC | COM | Y7542C106 | 11642 | 1269650 | SH | SOLE | 1269650 | 0 | 0 | ||
| SCRIPPS NETWORKS INTER-CL A | COM | 811065101 | 1078 | 21916 | SH | SOLE | 21916 | 0 | 0 | ||
| SEACOR HOLDINGS INC | DEBT | 811904AM3 | 9599 | 10000000 | PRN | SOLE | 10000000 | 0 | 0 | ||
| SEADRILL LTD | COM | G7945E105 | 506 | 85800 | SH | SOLE | 85800 | 0 | 0 | ||
| SELECTIVE INSURANCE GROUP | COM | 816300107 | 1654 | 53269 | SH | SOLE | 53269 | 0 | 0 | ||
| SERVICENOW INC | COM | 81762P102 | 1945 | 28000 | SH | SOLE | 28000 | 0 | 0 | ||
| SFX ENTERTAINMENT INC | COM | 784178303 | 147 | 287600 | SH | SOLE | 287600 | 0 | 0 | ||
| SHAW COMMUNICATIONS INC-B | COM | 82028K200 | 1709 | 66137 | SH | SOLE | 66137 | 0 | 0 | ||
| SHERWIN-WILLIAMS CO/THE | COM | 824348106 | 490 | 2200 | SH | SOLE | 2200 | 0 | 0 | ||
| SILGAN HOLDINGS INC | COM | 827048109 | 1423 | 27346 | SH | SOLE | 27346 | 0 | 0 | ||
| SILVER STANDARD RESOURCES | COM | 82823L106 | 782 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| SILVER WHEATON CORP | COM | 828336107 | 245 | 20400 | SH | SOLE | 20400 | 0 | 0 | ||
| SINA CORP | DEBT | 82922RAD5 | 8978 | 9500000 | PRN | SOLE | 9500000 | 0 | 0 | ||
| SINA CORP | COM | G81477104 | 2815 | 70167 | SH | SOLE | 70167 | 0 | 0 | ||
| SINOVAC BIOTECH LTD | COM | P8696W104 | 2672 | 525848 | SH | SOLE | 525848 | 0 | 0 | ||
| SLM CORP | COM | 78442P106 | 245 | 33100 | SH | SOLE | 33100 | 0 | 0 | ||
| SMITH (A.O.) CORP | COM | 831865209 | 16298 | 250000 | SH | SOLE | 250000 | 0 | 0 | ||
| SNAP-ON INC | COM | 833034101 | 10566 | 70000 | SH | SOLE | 70000 | 0 | 0 | ||
| SONOCO PRODUCTS CO | COM | 835495102 | 1260 | 33402 | SH | SOLE | 33402 | 0 | 0 | ||
| SOUFUN HOLDINGS LIMITED | DEBT | 836034AB4 | 13020 | 14000000 | PRN | SOLE | 14000000 | 0 | 0 | ||
| SOUTHWEST AIRLINES CO | COM | 844741108 | 498 | 13100 | SH | SOLE | 13100 | 0 | 0 | ||
| SPDR BARCLAYS SHORT-TERM HIG | ETP | 78468R408 | 8658 | 321410 | SH | SOLE | 321410 | 0 | 0 | ||
| SPDR GOLD SHARES | ETP | 78463V107 | 4274 | 40000 | SH | Call | SOLE | 40000 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 62119 | 324165 | SH | SOLE | 324165 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1715702 | 8953200 | SH | Put | SOLE | 8953200 | 0 | 0 | |
| SPDR S&P OIL & GAS EXP & PR | ETP | 78464A730 | 22989 | 700000 | SH | Put | SOLE | 700000 | 0 | 0 | |
| SPECTRA ENERGY CORP | COM | 847560109 | 504 | 19200 | SH | SOLE | 19200 | 0 | 0 | ||
| SPECTRANETICS CORP | COM | 84760C107 | 13394 | 1136099 | SH | SOLE | 1136099 | 0 | 0 | ||
| SPIRIT AEROSYSTEMS HOLD-CL A | COM | 848574109 | 16919 | 350000 | SH | SOLE | 350000 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 15446 | 279059 | SH | SOLE | 279059 | 0 | 0 | ||
| ST JUDE MEDICAL INC | COM | 790849103 | 7719 | 122349 | SH | SOLE | 120106 | 0 | 2243 | ||
| STAPLES INC | COM | 855030102 | 497 | 42400 | SH | SOLE | 42400 | 0 | 0 | ||
| STARWOOD HOTELS & RESORTS | COM | 85590A401 | 505 | 7600 | SH | SOLE | 7600 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | DEBT | 85571BAA3 | 3058 | 3000000 | PRN | SOLE | 3000000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | DEBT | 85571BAC9 | 6961 | 7000000 | PRN | SOLE | 7000000 | 0 | 0 | ||
| STARWOOD WAYPOINT RESDTL | DEBT | 85571WAB5 | 12009 | 12600000 | PRN | SOLE | 12600000 | 0 | 0 | ||
| STATE STREET CORP | COM | 857477103 | 504 | 7500 | SH | SOLE | 7500 | 0 | 0 | ||
| State Street Institutional Liq | COM | 857477103 | 545 | 544681 | SH | SOLE | 544681 | 0 | 0 | ||
| STONE ENERGY CORP | COM | 861642106 | 856 | 172554 | SH | SOLE | 172554 | 0 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 4649 | 448323 | SH | SOLE | 448323 | 0 | 0 | ||
| SUNTRUST BANKS INC | COM | 867914103 | 923 | 24126 | SH | SOLE | 24126 | 0 | 0 | ||
| SUPERIOR ENERGY SERVICES INC | COM | 868157108 | 20829 | 1649134 | SH | SOLE | 1649134 | 0 | 0 | ||
| SVB FINANCIAL GROUP | COM | 78486Q101 | 508 | 4400 | SH | SOLE | 4400 | 0 | 0 | ||
| SYMANTEC CORP | COM | 871503108 | 500 | 25700 | SH | SOLE | 25700 | 0 | 0 | ||
| SYNOPSYS INC | COM | 871607107 | 1359 | 29410 | SH | SOLE | 29410 | 0 | 0 | ||
| T ROWE PRICE GROUP INC | COM | 74144T108 | 500 | 7200 | SH | SOLE | 7200 | 0 | 0 | ||
| TABLEAU SOFTWARE INC-CL A | COM | 87336U105 | 13695 | 171661 | SH | SOLE | 171661 | 0 | 0 | ||
| TAL EDUCATION GROUP | DEBT | 874080AB0 | 16456 | 12425000 | PRN | SOLE | 12425000 | 0 | 0 | ||
| TARGET CORP | COM | 87612E106 | 1436 | 18250 | SH | SOLE | 18250 | 0 | 0 | ||
| TEEKAY TANKERS LTD-CLASS A | COM | Y8565N102 | 17474 | 2532571 | SH | SOLE | 2532571 | 0 | 0 | ||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 1290 | 14286 | SH | SOLE | 14286 | 0 | 0 | ||
| TELUS CORP | COM | 87971M103 | 1820 | 43273 | SH | SOLE | 43273 | 0 | 0 | ||
| TERADATA CORP | COM | 88076W103 | 504 | 17400 | SH | SOLE | 17400 | 0 | 0 | ||
| TEREX CORP | COM | 880779103 | 263 | 14639 | SH | SOLE | 14639 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAA9 | 63388 | 31100000 | PRN | SOLE | 31100000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAB7 | 33547 | 34728000 | PRN | SOLE | 34728000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAC5 | 47215 | 50000000 | PRN | SOLE | 50000000 | 0 | 0 | ||
| TESORO CORP | COM | 881609101 | 496 | 5100 | SH | SOLE | 5100 | 0 | 0 | ||
| TEVA PHARMACEUTICAL-SP ADR | ADR | 881624209 | 14821 | 262514 | SH | SOLE | 257446 | 0 | 5068 | ||
| THOMSON REUTERS CORP | COM | 884903105 | 1479 | 36732 | SH | SOLE | 36732 | 0 | 0 | ||
| THORATEC CORP | COM | 885175307 | 144193 | 2279366 | SH | SOLE | 2279366 | 0 | 0 | ||
| TITAN MACHINERY INC | COM | 88830R101 | 665 | 57900 | SH | SOLE | 57900 | 0 | 0 | ||
| TORCHMARK CORP | COM | 891027104 | 1445 | 25619 | SH | SOLE | 25619 | 0 | 0 | ||
| TORONTO-DOMINION BANK | COM | 891160509 | 1801 | 34244 | SH | SOLE | 34244 | 0 | 0 | ||
| TOTAL SYSTEM SERVICES INC | COM | 891906109 | 1122 | 24698 | SH | SOLE | 24698 | 0 | 0 | ||
| TOWERS WATSON & CO-CL A | COM | 891894107 | 505 | 4300 | SH | SOLE | 4300 | 0 | 0 | ||
| TRANSDIGM GROUP INC | COM | 893641100 | 12745 | 60000 | SH | SOLE | 60000 | 0 | 0 | ||
| TRAVELERS COS INC/THE | COM | 89417E109 | 1455 | 14624 | SH | SOLE | 14624 | 0 | 0 | ||
| TRIMBLE NAVIGATION LTD | COM | 896239100 | 424 | 25800 | SH | SOLE | 25800 | 0 | 0 | ||
| TRINET GROUP INC | COM | 896288107 | 5826 | 346803 | SH | SOLE | 346803 | 0 | 0 | ||
| TRINITY INDUSTRIES INC | COM | 896522109 | 368 | 16224 | SH | SOLE | 16224 | 0 | 0 | ||
| TSAKOS ENERGY NAVIGATION LTD | COM | G9108L108 | 33995 | 4181352 | SH | SOLE | 4181352 | 0 | 0 | ||
| TWENTY-FIRST CENTURY FOX-A | COM | 90130A101 | 502 | 18600 | SH | SOLE | 18600 | 0 | 0 | ||
| TYSON FOODS INC | DEBT | 902494301 | 38 | 72000 | PRN | SOLE | 72000 | 0 | 0 | ||
| UNIFIRST CORP/MA | COM | 904708104 | 1372 | 12847 | SH | SOLE | 12847 | 0 | 0 | ||
| UNITED PARCEL SERVICE-CL B | COM | 911312106 | 926 | 9380 | SH | SOLE | 9380 | 0 | 0 | ||
| UNITED RENTALS INC | COM | 911363109 | 504 | 8400 | SH | SOLE | 8400 | 0 | 0 | ||
| UNITED STATES STEEL CORP | COM | 912909108 | 475 | 45550 | SH | SOLE | 45550 | 0 | 0 | ||
| UNITED THERAPEUTICS CORP | COM | 91307C102 | 499 | 3800 | SH | SOLE | 3800 | 0 | 0 | ||
| UNIVERSAL CORP/VA | COM | 913456109 | 1245 | 25115 | SH | SOLE | 25115 | 0 | 0 | ||
| UNUM GROUP | COM | 91529Y106 | 313 | 9750 | SH | SOLE | 9750 | 0 | 0 | ||
| URBAN OUTFITTERS INC | COM | 917047102 | 511 | 17400 | SH | SOLE | 17400 | 0 | 0 | ||
| US BANCORP | COM | 902973304 | 1386 | 33785 | SH | SOLE | 33785 | 0 | 0 | ||
| USG CORP | COM | 903293405 | 6655 | 250000 | SH | SOLE | 250000 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 18448 | 306949 | SH | SOLE | 297972 | 0 | 8977 | ||
| VALHI INC | COM | 918905100 | 266 | 140990 | SH | SOLE | 140990 | 0 | 0 | ||
| VALIDUS HOLDINGS LTD | COM | G9319H102 | 1527 | 33881 | SH | SOLE | 33881 | 0 | 0 | ||
| VARIAN MEDICAL SYSTEMS INC | COM | 92220P105 | 297 | 4023 | SH | SOLE | 4023 | 0 | 0 | ||
| VERINT SYSTEMS INC | COM | 92343X100 | 4484 | 103900 | SH | SOLE | 103900 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 93039 | 2138321 | SH | SOLE | 2115428 | 0 | 22893 | ||
| VIDEOCON D2H LTD -ADR | ADR | 92657J101 | 1563 | 162000 | SH | SOLE | 162000 | 0 | 0 | ||
| VIMPELCOM LTD-SPON ADR | ADR | 92719A106 | 490 | 119048 | SH | SOLE | 119048 | 0 | 0 | ||
| VIPSHOP HOLDING LTD | FUND | 92763WAA1 | 24828 | 22667000 | PRN | SOLE | 22667000 | 0 | 0 | ||
| VIPSHOP HOLDINGS LTD - ADR | ADR | 92763W103 | 957 | 56968 | SH | SOLE | 56968 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 1117 | 115320 | SH | SOLE | 115320 | 0 | 0 | ||
| VISTEON CORP | COM | 92839U206 | 16435 | 162346 | SH | SOLE | 162346 | 0 | 0 | ||
| VMWARE INC-CLASS A | COM | 928563402 | 34865 | 442524 | SH | SOLE | 434689 | 0 | 7835 | ||
| VODAFONE GROUP PLC-SP ADR | ADR | 92857W308 | 501 | 15800 | SH | SOLE | 15800 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 1227 | 31658 | SH | SOLE | 31658 | 0 | 0 | ||
| WABCO HOLDINGS INC | COM | 92927K102 | 317 | 3020 | SH | SOLE | 3020 | 0 | 0 | ||
| WAL-MART STORES INC | COM | 931142103 | 742 | 11436 | SH | SOLE | 11436 | 0 | 0 | ||
| WASTE CONNECTIONS INC | COM | 941053100 | 1493 | 30729 | SH | SOLE | 30729 | 0 | 0 | ||
| WASTE MANAGEMENT INC | COM | 94106L109 | 1485 | 29817 | SH | SOLE | 29817 | 0 | 0 | ||
| WATERS CORP | COM | 941848103 | 508 | 4300 | SH | SOLE | 4300 | 0 | 0 | ||
| WATSCO INC | COM | 942622200 | 5924 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| WELLS FARGO & CO | COM | 949746101 | 838 | 16309 | SH | SOLE | 16309 | 0 | 0 | ||
| WENDY'S CO/THE | COM | 95058W100 | 425 | 49100 | SH | SOLE | 49100 | 0 | 0 | ||
| WERNER ENTERPRISES INC | COM | 950755108 | 1318 | 52532 | SH | SOLE | 52532 | 0 | 0 | ||
| WESTERN ASSET HIGH INCOME OP | FUND | 95766K109 | 4227 | 901261 | SH | SOLE | 901261 | 0 | 0 | ||
| WESTERN ASSET HIGH YIELD DEF | FUND | 95768B107 | 5241 | 374341 | SH | SOLE | 374341 | 0 | 0 | ||
| WESTERN ASSET MANAGED HIGH Y | FUND | 95766L107 | 1989 | 445258 | SH | SOLE | 445258 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | REIT | 95790D105 | 5 | 559440 | SH | SOLE | 559440 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 40088 | 504631 | SH | SOLE | 497863 | 0 | 6768 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 33897 | 426700 | SH | Call | SOLE | 419932 | 0 | 6768 | |
| WESTERN UNION CO | COM | 959802109 | 503 | 27400 | SH | SOLE | 27400 | 0 | 0 | ||
| WESTROCK CO | COM | 96145D105 | 27598 | 536496 | SH | SOLE | 536496 | 0 | 0 | ||
| WEYERHAEUSER CO | REIT | 962166104 | 503 | 18400 | SH | SOLE | 18400 | 0 | 0 | ||
| WHITE MOUNTAINS INSURANCE GP | COM | G9618E107 | 1663 | 2226 | SH | SOLE | 2226 | 0 | 0 | ||
| WHITING PETROLEUM CORP | COM | 966387102 | 44588 | 2919826 | SH | SOLE | 2919826 | 0 | 0 | ||
| WHOLE FOODS MARKET INC | COM | 966837106 | 503 | 15900 | SH | SOLE | 15900 | 0 | 0 | ||
| WILEY (JOHN) & SONS-CLASS A | COM | 968223206 | 1251 | 25003 | SH | SOLE | 25003 | 0 | 0 | ||
| WL ROSS HOLDING CORP | WRT | 92939D112 | 111 | 135625 | SH | SOLE | 135625 | 0 | 0 | ||
| WMIH CORP | COM | 92936P100 | 81 | 31328 | SH | SOLE | 31328 | 0 | 0 | ||
| WORKDAY INC | DEBT | 98138HAC5 | 25719 | 23800000 | PRN | SOLE | 23800000 | 0 | 0 | ||
| WR BERKLEY CORP | COM | 84423102 | 1566 | 28811 | SH | SOLE | 28811 | 0 | 0 | ||
| WRIGHT MEDICAL GROUP INC | COM | 98235T107 | 17794 | 846550 | SH | SOLE | 846550 | 0 | 0 | ||
| WRIGHT MEDICAL GROUP INC | DEBT | 98235TAC1 | 9832 | 9275000 | PRN | SOLE | 9275000 | 0 | 0 | ||
| WW GRAINGER INC | COM | 384802104 | 1807 | 8407 | SH | SOLE | 8407 | 0 | 0 | ||
| XEROX CORP | COM | 984121103 | 502 | 51600 | SH | SOLE | 51600 | 0 | 0 | ||
| XPO LOGISTICS INC | COM | 983793100 | 3574 | 150000 | SH | Call | SOLE | 150000 | 0 | 0 | |
| YANDEX NV | COM | N97284108 | 101 | 9455 | SH | SOLE | 9455 | 0 | 0 | ||
| YOUKU TUDOU INC-ADR | ADR | 98742U100 | 970 | 55000 | SH | SOLE | 55000 | 0 | 0 | ||
| YY INC | DEBT | 98426TAB2 | 4669 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| ZEBRA TECHNOLOGIES CORP-CL A | COM | 989207105 | 7080 | 92500 | SH | Put | SOLE | 92500 | 0 | 0 | |
| ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 18267 | 194476 | SH | SOLE | 194248 | 0 | 228 | ||
| ZOETIS INC | COM | 98978V103 | 523 | 12700 | SH | SOLE | 12700 | 0 | 0 | ||
| ZOOSK INC. | COM | 98978Y107 | 6000 | 816000 | SH | SOLE | 816000 | 0 | 0 |