Profiles >> Pine River Capital Management LP >> 13Fs >> 2015-12-31
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 2015-12-31. 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| IKANG HEALTCHARE | ADR | 45174L108 | 11338 | 554700 | SH | SOLE | 554700 | 0 | 0 | ||
| KONGZHONG CORP-ADR | ADR | 50047P104 | 7282 | 970979 | SH | SOLE | 970979 | 0 | 0 | ||
| CHINA NEPSTAR CHAIN DRUG-ADR | ADR | 16943C109 | 7124 | 2920091 | SH | SOLE | 2920091 | 0 | 0 | ||
| E-COMMERCE CHINA-SPON ADR -A | ADR | 26833A105 | 7015 | 975735 | SH | SOLE | 975735 | 0 | 0 | ||
| E-HOUSE CHINA HOLDINGS-ADR | ADR | 26852W103 | 16643 | 2645969 | SH | SOLE | 2645969 | 0 | 0 | ||
| IDREAMSKY TECHNOLOGY CO-ADR | ADR | 45173K101 | 11847 | 884762 | SH | SOLE | 884762 | 0 | 0 | ||
| MOMO INC-ADR | ADR | 60879B107 | 320 | 20000 | SH | SOLE | 20000 | 0 | 0 | ||
| RENREN INC-ADR | ADR | 759892102 | 7221 | 1961968 | SH | SOLE | 1961968 | 0 | 0 | ||
| 21VIANET GROUP INC-ADR | ADR | 90138A103 | 59267 | 2803546 | SH | SOLE | 2803546 | 0 | 0 | ||
| ELONG INC-SPONSORED ADR | ADR | 290138205 | 4212 | 246100 | SH | SOLE | 246100 | 0 | 0 | ||
| JIAYUAN.COM INTERNATIONA-ADR | ADR | 477374102 | 2550 | 342332 | SH | SOLE | 342332 | 0 | 0 | ||
| MINDRAY MEDICAL INTL LTD-ADR | ADR | 602675100 | 67838 | 2501360 | SH | SOLE | 2501360 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO-ADR | ADR | 74734M109 | 167338 | 2298296 | SH | SOLE | 2298296 | 0 | 0 | ||
| TAOMEE HOLDINGS LTD-SP ADR | ADR | 87600Y106 | 2440 | 677558 | SH | SOLE | 677558 | 0 | 0 | ||
| XUEDA EDUCATION GR-SPON ADR | ADR | 98418W109 | 13519 | 2503572 | SH | SOLE | 2503572 | 0 | 0 | ||
| YOUKU TUDOU INC-ADR | ADR | 98742U100 | 18479 | 681134 | SH | SOLE | 681134 | 0 | 0 | ||
| YY INC-ADR | ADR | 98426T106 | 35456 | 567563 | SH | SOLE | 567563 | 0 | 0 | ||
| BONA FILM GROUP LTD-SPON ADR | ADR | 09777B107 | 35432 | 2678169 | SH | SOLE | 2678169 | 0 | 0 | ||
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 104720 | 1656955 | SH | SOLE | 1656955 | 0 | 0 | ||
| COUNTRY STYLE COOKI-SPON ADR | ADR | 22238M109 | 2811 | 564420 | SH | SOLE | 564420 | 0 | 0 | ||
| HOMEINNS HOTEL GROUP-ADR | ADR | 43742E102 | 22962 | 672190 | SH | SOLE | 672190 | 0 | 0 | ||
| KING DIGITAL ENTERTAINMENT PLC | COM | G5258J109 | 53640 | 3000000 | SH | SOLE | 3000000 | 0 | 0 | ||
| MECOX LANE LTD-ADR | ADR | 58403M201 | 49 | 12932 | SH | SOLE | 12932 | 0 | 0 | ||
| 3M CO | COM | 88579Y101 | 1392 | 9244 | SH | SOLE | 9244 | 0 | 0 | ||
| 58.COM INC-ADR | ADR | 31680Q104 | 2396 | 36325 | SH | SOLE | 36325 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 4895 | 82639 | SH | SOLE | 82639 | 0 | 0 | ||
| ABILITY INC | WRT | G8789K108 | 685 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| ACCENTURE PLC | COM | G1151C101 | 1590 | 15211 | SH | SOLE | 15211 | 0 | 0 | ||
| ABERCROMBIE & FITCH CO-CL A | COM | 002896207 | 448 | 16587 | SH | SOLE | 16587 | 0 | 0 | ||
| ABILITY INC | WRT | G8789K116 | 685 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| ACADIA HEALTHCARE CO INC | COM | 00404A109 | 312 | 5000 | SH | SOLE | 5000 | 0 | 0 | ||
| ADEPTUS HEALTH INC-CLASS A | COM | 006855100 | 8009 | 146910 | SH | SOLE | 146910 | 0 | 0 | ||
| ADT CORP/THE | COM | 00101J106 | 485 | 14700 | SH | SOLE | 14700 | 0 | 0 | ||
| ADVANCE AUTO PARTS INC | COM | 00751Y106 | 5479 | 36400 | SH | SOLE | 36400 | 0 | 0 | ||
| AERCAP HOLDINGS NV | COM | N00985106 | 14155 | 327960 | SH | SOLE | 327960 | 0 | 0 | ||
| AETNA INC | COM | 00817Y108 | 55996 | 517900 | SH | Call | SOLE | 516400 | 0 | 1500 | |
| AFFILIATED MANAGERS GROUP | COM | 008252108 | 495 | 3100 | SH | SOLE | 3100 | 0 | 0 | ||
| AFLAC INC | COM | 001055102 | 922 | 15388 | SH | SOLE | 15388 | 0 | 0 | ||
| AGILENT TECHNOLOGIES INC | COM | 00846U101 | 201 | 4800 | SH | SOLE | 4800 | 0 | 0 | ||
| AGRIUM INC | COM | 008916108 | 261 | 2921 | SH | SOLE | 2921 | 0 | 0 | ||
| AGROFRESH SOLUTIONS INC | WRT | 00856G117 | 151 | 151350 | SH | SOLE | 151350 | 0 | 0 | ||
| AIRGAS INC | COM | 009363102 | 19519 | 141111 | SH | SOLE | 141111 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1763 | 33495 | SH | SOLE | 33495 | 0 | 0 | ||
| ALEXANDRIA REAL ESTATE EQUIT | REIT | 015271109 | 325 | 3600 | SH | SOLE | 3600 | 0 | 0 | ||
| ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 2837 | 34900 | SH | SOLE | 34900 | 0 | 0 | ||
| ALKERMES PLC | COM | G01767105 | 229 | 2882 | SH | SOLE | 2882 | 0 | 0 | ||
| ALLEGHANY CORP | COM | 017175100 | 1479 | 3093 | SH | SOLE | 3093 | 0 | 0 | ||
| ALLERGAN PLC PFD | COM | G0177J116 | 87210 | 85000 | SH | SOLE | 85000 | 0 | 0 | ||
| ALLIANCE NATIONAL MUNI INC | FUND | 01864U106 | 203 | 14757 | SH | SOLE | 14757 | 0 | 0 | ||
| ALLIED WORLD ASSURANCE CO HOLD | COM | H01531104 | 1273 | 34238 | SH | SOLE | 34238 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | COM | 01988P108 | 5781 | 375900 | SH | SOLE | 375900 | 0 | 0 | ||
| ALLSTATE CORP | COM | 020002101 | 1841 | 29642 | SH | SOLE | 29642 | 0 | 0 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 72059 | 94954 | SH | SOLE | 91786 | 0 | 3168 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 9355 | 12327 | SH | OTR | 12327 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | COM | 00163UAA4 | 8181 | 6500000 | PRN | SOLE | 6500000 | 0 | 0 | ||
| AMAZON.COM INC | COM | 023135106 | 27947 | 41348 | SH | SOLE | 39925 | 0 | 1423 | ||
| AMC NETWORKS INC-A | COM | 00164V103 | 500 | 6700 | SH | SOLE | 6700 | 0 | 0 | ||
| AMDOCS LTD | COM | G02602103 | 1562 | 28632 | SH | SOLE | 28632 | 0 | 0 | ||
| AMEREN CORPORATION | COM | 023608102 | 497 | 11500 | SH | SOLE | 11500 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY CORP | REIT | 02503X105 | 118162 | 6814445 | SH | SOLE | 6814445 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 184877 | 13406586 | SH | SOLE | 13406586 | 0 | 0 | ||
| AMERICAN CAPITAL MORTGAGE IN | REIT | 02504A104 | 36695 | 2628449 | SH | SOLE | 2628449 | 0 | 0 | ||
| AMERICAN EXPRESS CO | COM | 025816109 | 1948 | 28000 | SH | SOLE | 28000 | 0 | 0 | ||
| AMERICAN FINANCIAL GROUP INC | COM | 025932104 | 1647 | 22852 | SH | SOLE | 22852 | 0 | 0 | ||
| AMERICAN INTERNATIONAL GROUP | COM | 026874784 | 1002 | 16177 | SH | SOLE | 16177 | 0 | 0 | ||
| AMERICAN NATIONAL INSURANCE | COM | 028591105 | 1503 | 14700 | SH | SOLE | 14700 | 0 | 0 | ||
| AMERICAN WATER WORKS CO INC | COM | 030420103 | 496 | 8300 | SH | SOLE | 8300 | 0 | 0 | ||
| AMERIPRISE FINANCIAL INC | COM | 03076C106 | 500 | 4700 | SH | SOLE | 4700 | 0 | 0 | ||
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 431 | 4157 | SH | SOLE | 4157 | 0 | 0 | ||
| AMTRUST FINANCIAL SERVIC | COM | 032359AG6 | 13507 | 14657000 | PRN | SOLE | 14657000 | 0 | 0 | ||
| AMYRIS INC | DEBT | 03236MAD3 | 5312 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| ANADARKO PETROLEUM CORP | COM | 032511107 | 16512 | 339864 | SH | SOLE | 320686 | 0 | 19178 | ||
| ANNALY CAPITAL MANAGEMENT IN | REIT | 035710409 | 190 | 20227 | SH | SOLE | 20227 | 0 | 0 | ||
| ANWORTH MORTGAGE ASSET CORP | REIT | 037347101 | 1964 | 451517 | SH | SOLE | 451517 | 0 | 0 | ||
| APARTMENT INVT & MGMT CO -A | REIT | 03748R101 | 444 | 11100 | SH | SOLE | 11100 | 0 | 0 | ||
| APIGEE CORP | COM | 03765N108 | 6116 | 761612 | SH | SOLE | 761612 | 0 | 0 | ||
| APOLLO CMMRL REAL EST FI | DEBT | 03762UAA3 | 41923 | 41250000 | PRN | SOLE | 41250000 | 0 | 0 | ||
| APOLLO RESIDENTIAL MORTGAGE | REIT | 03763V102 | 13028 | 1090192 | SH | SOLE | 1090192 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 367 | 3490 | SH | SOLE | 3490 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 15043 | 142900 | SH | Put | SOLE | 137500 | 0 | 5400 | |
| APTARGROUP INC | COM | 038336103 | 1687 | 23219 | SH | SOLE | 23219 | 0 | 0 | ||
| ARCH CAPITAL GROUP LTD | COM | G0450A105 | 1567 | 22462 | SH | SOLE | 22462 | 0 | 0 | ||
| ARCHER-DANIELS-MIDLAND CO | COM | 039483102 | 1574 | 42891 | SH | SOLE | 42891 | 0 | 0 | ||
| ARDMORE SHIPPING CORP | COM | Y0207T100 | 9591 | 754005 | SH | SOLE | 754005 | 0 | 0 | ||
| ARES CAPITAL CORP | DEBT | 04010LAB9 | 999 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| ARES CAPITAL CORP | DEBT | 04010LAD5 | 650 | 650000 | PRN | SOLE | 650000 | 0 | 0 | ||
| ARGO GROUP INTERNATIONAL | COM | G0464B107 | 1632 | 27273 | SH | SOLE | 27273 | 0 | 0 | ||
| ARMSTRONG WORLD INDUSTRIES | COM | 04247X102 | 229 | 5000 | SH | SOLE | 5000 | 0 | 0 | ||
| ASML HOLDING NV-NY REG SHS | COM | N07059210 | 488 | 5500 | SH | SOLE | 5500 | 0 | 0 | ||
| ASPEN AEROGELS INC | COM | 04523Y105 | 6408 | 1055738 | SH | SOLE | 1055738 | 0 | 0 | ||
| ASPEN INSURANCE HOLDINGS LTD | COM | G05384105 | 1502 | 31089 | SH | SOLE | 31089 | 0 | 0 | ||
| ASSURANT INC | COM | 04621X108 | 2020 | 25083 | SH | SOLE | 25083 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 950 | 27612 | SH | SOLE | 27612 | 0 | 0 | ||
| ATLANTIC ALLIANCE PARTNERSHI | COM | G04897107 | 4681 | 463000 | SH | SOLE | 463000 | 0 | 0 | ||
| ATLASSIAN CORP PLC-CLASS A | COM | G06242104 | 316 | 10500 | SH | SOLE | 10500 | 0 | 0 | ||
| AUTODESK INC | COM | 052769106 | 21329 | 350065 | SH | SOLE | 350065 | 0 | 0 | ||
| AUTONATION INC | COM | 05329W102 | 331 | 5555 | SH | SOLE | 5555 | 0 | 0 | ||
| AUTOZONE INC | COM | 053332102 | 17180 | 23156 | SH | SOLE | 20635 | 0 | 2521 | ||
| AVAGO TECHNOLOGIES | COM | Y0486S954 | 45 | 301300 | SH | Put | SOLE | 301300 | 0 | 0 | |
| AVERY DENNISON CORP | COM | 053611109 | 1070 | 17076 | SH | SOLE | 17076 | 0 | 0 | ||
| AVNET INC | COM | 053807103 | 377 | 8800 | SH | SOLE | 8800 | 0 | 0 | ||
| AXALTA COATING SYSTEMS LTD | COM | G0750C108 | 104 | 3900 | SH | SOLE | 3900 | 0 | 0 | ||
| AXIS CAPITAL HOLDINGS LTD | COM | G0692U109 | 1521 | 27054 | SH | SOLE | 27054 | 0 | 0 | ||
| B/E AEROSPACE INC | COM | 073302101 | 7886 | 186111 | SH | SOLE | 186111 | 0 | 0 | ||
| BAIDU INC - SPON ADR | ADR | 056752108 | 2306 | 12201 | SH | SOLE | 12201 | 0 | 0 | ||
| BAKER HUGHES INC | COM | 057224107 | 503 | 10900 | SH | SOLE | 10900 | 0 | 0 | ||
| BANCO MACRO SA-ADR | ADR | 05961W105 | 6249 | 107525 | SH | SOLE | 107525 | 0 | 0 | ||
| BANK OF MONTREAL | COM | 063671101 | 1921 | 24608 | SH | SOLE | 24608 | 0 | 0 | ||
| BANK OF NOVA SCOTIA | COM | 064149107 | 1575 | 28149 | SH | SOLE | 28149 | 0 | 0 | ||
| BARINGTON/HILCO ACQUISITION | WRT | 06759V127 | 12 | 98475 | SH | SOLE | 98475 | 0 | 0 | ||
| BAXTER INTERNATIONAL INC | COM | 071813109 | 342 | 8953 | SH | SOLE | 8953 | 0 | 0 | ||
| BB&T CORP | COM | 054937107 | 891 | 23552 | SH | SOLE | 23552 | 0 | 0 | ||
| BCE INC | COM | 05534B760 | 1772 | 33145 | SH | SOLE | 33145 | 0 | 0 | ||
| BECTON DICKINSON AND CO | COM | 075887109 | 493 | 3200 | SH | SOLE | 3200 | 0 | 0 | ||
| BED BATH & BEYOND INC | COM | 075896100 | 1843 | 38200 | SH | SOLE | 38200 | 0 | 0 | ||
| BEMIS COMPANY | COM | 081437105 | 1445 | 32341 | SH | SOLE | 32341 | 0 | 0 | ||
| BERRY PLASTICS GROUP INC | COM | 08579W103 | 8743 | 241667 | SH | SOLE | 241667 | 0 | 0 | ||
| BEST BUY CO INC | COM | 086516101 | 499 | 16400 | SH | SOLE | 16400 | 0 | 0 | ||
| BIOAMBER INC | COM | 09072Q106 | 3343 | 540909 | SH | SOLE | 540909 | 0 | 0 | ||
| BIOAMBER INC | COM | 09072Q114 | 706 | 501236 | SH | SOLE | 501236 | 0 | 0 | ||
| BLACKROCK CORPORATE HIGH YIE | COM | 09255P107 | 10533 | 1076917 | SH | SOLE | 1076917 | 0 | 0 | ||
| BLACKROCK MUNI INTERM DURATI | COM | 09253X102 | 177 | 12500 | SH | SOLE | 12500 | 0 | 0 | ||
| BLOOMIN' BRANDS INC | COM | 094235108 | 2375 | 140600 | SH | SOLE | 140600 | 0 | 0 | ||
| BLUE CAPITAL REINSURANCE HOL | COM | G1190F107 | 1554 | 90571 | SH | SOLE | 90571 | 0 | 0 | ||
| BORGWARNER INC | COM | 099724106 | 395 | 9141 | SH | SOLE | 9141 | 0 | 0 | ||
| BOULEVARD ACQUISITION COR II | WRT | 10157Q110 | 553 | 850000 | SH | SOLE | 850000 | 0 | 0 | ||
| BRINKER INTERNATIONAL INC | COM | 109641100 | 1678 | 34989 | SH | SOLE | 34989 | 0 | 0 | ||
| BROADCOM CORP-CL A | COM | 111320107 | 524341 | 9068498 | SH | SOLE | 9041510 | 0 | 26988 | ||
| BROADRIDGE FINANCIAL SOLUTIO | COM | 11133T103 | 296 | 5516 | SH | SOLE | 5516 | 0 | 0 | ||
| BROCADE COMMUNICATIONS SYS | COM | 111621306 | 448 | 48742 | SH | SOLE | 48742 | 0 | 0 | ||
| BROOKDALE SENIOR LIVING INC | COM | 112463104 | 22685 | 1228825 | SH | SOLE | 1228825 | 0 | 0 | ||
| BROOKFIELD ASSET MANAGE-CL A | COM | 112585104 | 3093 | 81812 | SH | SOLE | 81812 | 0 | 0 | ||
| BROOKFIELD HIGH INCOME FUND | COM | 11272P102 | 4098 | 595572 | SH | SOLE | 595572 | 0 | 0 | ||
| BUFFALO WILD WINGS INC | COM | 119848109 | 495 | 3100 | SH | SOLE | 3100 | 0 | 0 | ||
| BUNGE LTD | COM | G16962105 | 1610 | 23593 | SH | SOLE | 23593 | 0 | 0 | ||
| BURLINGTON STORES INC | COM | 122017106 | 404 | 9425 | SH | SOLE | 9425 | 0 | 0 | ||
| C&J ENERGY SERVICES LTD | COM | G3164Q101 | 3380 | 710087 | SH | SOLE | 710087 | 0 | 0 | ||
| C.H. ROBINSON WORLDWIDE INC | COM | 12541W209 | 502 | 8100 | SH | SOLE | 8100 | 0 | 0 | ||
| CABELA'S INC | COM | 126804301 | 350 | 7494 | SH | SOLE | 7494 | 0 | 0 | ||
| CACI INTERNATIONAL INC -CL A | COM | 127190304 | 1614 | 17401 | SH | SOLE | 17401 | 0 | 0 | ||
| CAESARSTONE SDOT-YAM LTD | COM | M20598104 | 2817 | 65000 | SH | SOLE | 65000 | 0 | 0 | ||
| CALADRIUS BIOSCIENCES INC | WRT | 128058104 | 0 | 1381250 | SH | SOLE | 1381250 | 0 | 0 | ||
| CALATLANTIC GROUP INC | COM | 128195104 | 610 | 16100 | SH | SOLE | 16100 | 0 | 0 | ||
| CALIFORNIA RESOURCES CORP | COM | 13057Q107 | 1501 | 644423 | SH | SOLE | 644423 | 0 | 0 | ||
| CAMDEN PROPERTY TRUST | REIT | 133131102 | 491 | 6400 | SH | SOLE | 6400 | 0 | 0 | ||
| CAMECO CORP | COM | 13321L108 | 9249 | 750000 | SH | Call | SOLE | 750000 | 0 | 0 | |
| CAMPBELL SOUP CO | COM | 134429109 | 2021 | 38467 | SH | SOLE | 38467 | 0 | 0 | ||
| CAN IMPERIAL BK OF COMMERCE | COM | 136069101 | 1792 | 19644 | SH | SOLE | 19644 | 0 | 0 | ||
| CAPITAL ONE FINANCIAL CORP | COM | 14040H105 | 1251 | 17328 | SH | SOLE | 17328 | 0 | 0 | ||
| CAPITOL ACQUISITION CORP III | COM | 14055M106 | 19200 | 2000000 | SH | SOLE | 2000000 | 0 | 0 | ||
| CAPITOL ACQUISITION CORP III | WRT | 14055M114 | 420 | 1000000 | SH | SOLE | 1000000 | 0 | 0 | ||
| CARDTRONICS INC | COM | 14161H108 | 7226 | 214758 | SH | SOLE | 214758 | 0 | 0 | ||
| CARLISLE COS INC | COM | 142339100 | 390 | 4400 | SH | SOLE | 4400 | 0 | 0 | ||
| CARMAX INC | COM | 143130102 | 3400 | 63000 | SH | SOLE | 63000 | 0 | 0 | ||
| CARNIVAL CORP | COM | 143658300 | 501 | 9200 | SH | SOLE | 9200 | 0 | 0 | ||
| CARTER'S INC | COM | 146229109 | 453 | 5090 | SH | SOLE | 5090 | 0 | 0 | ||
| CBOE HOLDINGS INC | COM | 12503M108 | 415 | 6400 | SH | SOLE | 6400 | 0 | 0 | ||
| CBS CORP-CLASS B NON VOTING | COM | 124857202 | 10696 | 226919 | SH | SOLE | 219706 | 0 | 7213 | ||
| CELANESE CORP-SERIES A | COM | 150870103 | 471 | 7000 | SH | SOLE | 7000 | 0 | 0 | ||
| CELLECTAR BIOSCIENCES INC | COM | 15117F203 | 0 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| CEMEX SAB-SPONS ADR PART CER | ADR | 151290889 | 524 | 94000 | SH | SOLE | 94000 | 0 | 0 | ||
| CENTERPOINT ENERGY INC | COM | 15189T107 | 499 | 27200 | SH | SOLE | 27200 | 0 | 0 | ||
| CENTURYLINK INC | COM | 156700106 | 1582 | 62881 | SH | SOLE | 62881 | 0 | 0 | ||
| CENVEO INC | COM | 15670S105 | 86 | 98497 | SH | SOLE | 98497 | 0 | 0 | ||
| CHEESECAKE FACTORY INC/THE | COM | 163072101 | 1295 | 28104 | SH | SOLE | 28104 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | DEBT | 165167CA3 | 4800 | 10000000 | PRN | SOLE | 10000000 | 0 | 0 | ||
| CHICAGO BRIDGE & IRON CO NV | COM | 167250109 | 4571 | 117232 | SH | SOLE | 117232 | 0 | 0 | ||
| CHICO'S FAS INC | COM | 168615102 | 946 | 88644 | SH | SOLE | 88644 | 0 | 0 | ||
| CHINA MOBILE LTD-SPON ADR | ADR | 16941M109 | 372 | 6600 | SH | SOLE | 6600 | 0 | 0 | ||
| CHUBB CORP | COM | 171232101 | 18364 | 138455 | SH | SOLE | 126121 | 0 | 12334 | ||
| CHURCH & DWIGHT CO INC | COM | 171340102 | 1534 | 18072 | SH | SOLE | 18072 | 0 | 0 | ||
| CIGNA CORP | COM | 125509109 | 22389 | 153000 | SH | Call | SOLE | 147000 | 0 | 6000 | |
| CINCINNATI FINANCIAL CORP | COM | 172062101 | 1704 | 28799 | SH | SOLE | 28799 | 0 | 0 | ||
| CINTAS CORP | COM | 172908105 | 1806 | 19833 | SH | SOLE | 19833 | 0 | 0 | ||
| CISCO SYSTEMS INC | COM | 17275R102 | 445 | 16381 | SH | SOLE | 16381 | 0 | 0 | ||
| CIT GROUP INC | COM | 125581801 | 27772 | 699542 | SH | SOLE | 699542 | 0 | 0 | ||
| CITRIX SYSTEMS INC | COM | 177376100 | 5099 | 67400 | SH | SOLE | 67400 | 0 | 0 | ||
| CLEVELAND BIOLABS INC | COM | 185860202 | 0 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| CLOROX COMPANY | COM | 189054109 | 1747 | 13775 | SH | SOLE | 13775 | 0 | 0 | ||
| CMS ENERGY CORP | COM | 125896100 | 248 | 6864 | SH | SOLE | 6864 | 0 | 0 | ||
| CNA FINANCIAL CORP | COM | 126117100 | 1343 | 38205 | SH | SOLE | 38205 | 0 | 0 | ||
| COACH INC | COM | 189754104 | 22654 | 692163 | SH | SOLE | 692163 | 0 | 0 | ||
| COACH INC | COM | 189754104 | 3273 | 100000 | SH | Call | SOLE | 100000 | 0 | 0 | |
| COBALT INTL ENERGY INC | DEBT | 19075FAA4 | 13103 | 23000000 | PRN | SOLE | 23000000 | 0 | 0 | ||
| COCA-COLA CO/THE | COM | 191216100 | 1066 | 24802 | SH | SOLE | 24802 | 0 | 0 | ||
| COCA-COLA ENTERPRISES | COM | 19122T109 | 1635 | 33204 | SH | SOLE | 33204 | 0 | 0 | ||
| COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 42680 | 711080 | SH | SOLE | 694638 | 0 | 16442 | ||
| COLGATE-PALMOLIVE CO | COM | 194162103 | 1034 | 15526 | SH | SOLE | 15526 | 0 | 0 | ||
| COLONY STARWOOD HOMES | DEBT | 85571WAB5 | 11686 | 12600000 | PRN | SOLE | 12600000 | 0 | 0 | ||
| COMCAST CORP-CLASS A | COM | 20030N101 | 5005 | 88696 | SH | SOLE | 88696 | 0 | 0 | ||
| COMERICA INC | COM | 200340107 | 498 | 11900 | SH | SOLE | 11900 | 0 | 0 | ||
| COMMSCOPE HOLDING CO INC | COM | 20337X109 | 329 | 12700 | SH | SOLE | 12700 | 0 | 0 | ||
| COMMUNITY HEALTH SYSTEMS-CVR | COM | 203668116 | 48 | 5460347 | SH | SOLE | 5460347 | 0 | 0 | ||
| COMPUTER SCIENCES CORP | COM | 205363104 | 221 | 6773 | SH | SOLE | 6773 | 0 | 0 | ||
| CONAGRA FOODS INC | COM | 205887102 | 502 | 11900 | SH | SOLE | 11900 | 0 | 0 | ||
| CONCHO RESOURCES INC | COM | 20605P101 | 18311 | 197201 | SH | SOLE | 197201 | 0 | 0 | ||
| CONOCOPHILLIPS | COM | 20825C104 | 14904 | 319211 | SH | SOLE | 301199 | 0 | 18012 | ||
| CONSTELLIUM NV | COM | N22035104 | 17606 | 2286545 | SH | SOLE | 2286545 | 0 | 0 | ||
| CONTRAFECT CORP | WRT | 212326110 | 65 | 44927 | SH | SOLE | 44927 | 0 | 0 | ||
| CONVERGYS CORP | COM | 212485106 | 1462 | 58711 | SH | SOLE | 58711 | 0 | 0 | ||
| COPART INC | COM | 217204106 | 1579 | 41540 | SH | SOLE | 41540 | 0 | 0 | ||
| CORENERGY INFRASTRUCTURE | DEBT | 21870UAA4 | 8915 | 11750000 | PRN | SOLE | 11750000 | 0 | 0 | ||
| CORNING INC | COM | 219350105 | 346 | 18916 | SH | SOLE | 18916 | 0 | 0 | ||
| COSTCO WHOLESALE CORP | COM | 22160K105 | 1176 | 7283 | SH | SOLE | 7283 | 0 | 0 | ||
| COTY INC-CL A | COM | 222070203 | 273 | 10646 | SH | SOLE | 10646 | 0 | 0 | ||
| CR BARD INC | COM | 067383109 | 493 | 2600 | SH | SOLE | 2600 | 0 | 0 | ||
| CREDICORP LTD | COM | G2519Y108 | 1353 | 13900 | SH | SOLE | 13900 | 0 | 0 | ||
| CREDIT ACCEPTANCE CORP | COM | 225310101 | 428 | 2000 | SH | SOLE | 2000 | 0 | 0 | ||
| CREE INC | COM | 225447101 | 288 | 10800 | SH | SOLE | 10800 | 0 | 0 | ||
| CROWN HOLDINGS INC | COM | 228368106 | 955 | 18838 | SH | SOLE | 18838 | 0 | 0 | ||
| CSRA INC | COM | 12650T104 | 203 | 6773 | SH | SOLE | 6773 | 0 | 0 | ||
| CST BRANDS INC | COM | 12646R105 | 1426 | 36418 | SH | SOLE | 36418 | 0 | 0 | ||
| CSX CORP | COM | 126408103 | 12398 | 477755 | SH | SOLE | 415498 | 0 | 62257 | ||
| CTRIP.COM INTERNATIONAL-ADR | ADR | 22943F100 | 10643 | 229737 | SH | SOLE | 229737 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 947 | 10761 | SH | SOLE | 10761 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 1412 | 14439 | SH | SOLE | 14439 | 0 | 0 | ||
| DANAHER CORP | COM | 235851102 | 479 | 5154 | SH | SOLE | 5154 | 0 | 0 | ||
| DARDEN RESTAURANTS INC | COM | 237194105 | 496 | 7800 | SH | SOLE | 7800 | 0 | 0 | ||
| DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 1357 | 19464 | SH | SOLE | 19464 | 0 | 0 | ||
| DDR CORP | REIT | 23317H102 | 369 | 21900 | SH | SOLE | 21900 | 0 | 0 | ||
| DEERE & CO | COM | 244199105 | 1176 | 15420 | SH | SOLE | 15420 | 0 | 0 | ||
| DEL TACO RESTAURANTS INC | WRT | 245496112 | 1109 | 382306 | SH | SOLE | 382306 | 0 | 0 | ||
| DELPHI AUTOMOTIVE PLC | COM | G27823106 | 489 | 5701 | SH | SOLE | 5701 | 0 | 0 | ||
| DELTA TECHNOLOGY HOLDINGS LT | WRT | G8477B113 | 66 | 576058 | SH | SOLE | 576058 | 0 | 0 | ||
| DENTSPLY INTERNATIONAL INC | COM | 249030107 | 1725 | 28352 | SH | SOLE | 28352 | 0 | 0 | ||
| DEPOMED INC | COM | 249908104 | 319 | 17600 | SH | SOLE | 17600 | 0 | 0 | ||
| DEVON ENERGY CORP | COM | 25179M103 | 21589 | 674642 | SH | SOLE | 674642 | 0 | 0 | ||
| DEXCOM INC | COM | 252131107 | 418 | 5100 | SH | SOLE | 5100 | 0 | 0 | ||
| DILLARDS INC-CL A | COM | 254067101 | 4828 | 73464 | SH | SOLE | 73464 | 0 | 0 | ||
| DISCOVER FINANCIAL SERVICES | COM | 254709108 | 1359 | 25344 | SH | SOLE | 25344 | 0 | 0 | ||
| DISCOVERY LABORATORIES INC | COM | 254668403 | 0 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| DISH NETWORK CORP-A | COM | 25470M109 | 497 | 8700 | SH | SOLE | 8700 | 0 | 0 | ||
| DOLBY LABORATORIES INC-CL A | COM | 25659T107 | 1253 | 37224 | SH | SOLE | 37224 | 0 | 0 | ||
| DOMINION RESOURCES INC/VA | COM | 25746U109 | 501 | 7400 | SH | SOLE | 7400 | 0 | 0 | ||
| DOUBLE EAGLE ACQUISITION COR | WRT | G28195116 | 1080 | 1800000 | SH | SOLE | 1800000 | 0 | 0 | ||
| DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 1982 | 21261 | SH | SOLE | 21261 | 0 | 0 | ||
| DSW INC-CLASS A | COM | 23334L102 | 338 | 14171 | SH | SOLE | 14171 | 0 | 0 | ||
| DTE ENERGY COMPANY | COM | 233331107 | 505 | 6300 | SH | SOLE | 6300 | 0 | 0 | ||
| DUKE REALTY CORP | REIT | 264411505 | 496 | 23600 | SH | SOLE | 23600 | 0 | 0 | ||
| DUNKIN' BRANDS GROUP INC | COM | 265504100 | 498 | 11700 | SH | SOLE | 11700 | 0 | 0 | ||
| EATON VANCE TAX-ADVANTAGED B | FUND | 27829M103 | 571 | 45464 | SH | SOLE | 45464 | 0 | 0 | ||
| ECHOSTAR CORP-A | COM | 278768106 | 1123 | 28709 | SH | SOLE | 28709 | 0 | 0 | ||
| ELECTRUM SPECIAL ACQUISITION | WRT | G3105C112 | 356 | 1617500 | SH | SOLE | 1617500 | 0 | 0 | ||
| ELI LILLY & CO | COM | 532457108 | 497 | 5900 | SH | SOLE | 5900 | 0 | 0 | ||
| ELLIE MAE INC | COM | 28849P100 | 265 | 4400 | SH | SOLE | 4400 | 0 | 0 | ||
| EMC CORP/MA | COM | 268648102 | 16891 | 657726 | SH | SOLE | 636471 | 0 | 21255 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 15032 | 375700 | SH | SOLE | 375700 | 0 | 0 | ||
| EMERSON ELECTRIC CO | COM | 291011104 | 1740 | 36393 | SH | SOLE | 36393 | 0 | 0 | ||
| ENDO INTERNATIONAL PLC | COM | G30401106 | 15524 | 253571 | SH | SOLE | 253571 | 0 | 0 | ||
| ENDURANCE SPECIALTY HOLDINGS | COM | G30397106 | 1230 | 19217 | SH | SOLE | 19217 | 0 | 0 | ||
| ENERGY SELECT SECTOR SPDR | ETP | 81369Y506 | 74797 | 1240000 | SH | Put | SOLE | 1240000 | 0 | 0 | |
| ENERNOC INC | DEBT | 292764AB3 | 7090 | 12250000 | PRN | SOLE | 12250000 | 0 | 0 | ||
| ENSTAR GROUP LTD | COM | G3075P101 | 1417 | 9445 | SH | SOLE | 9445 | 0 | 0 | ||
| ENTEROMEDICS INC | WRT | 29365M208 | 0 | 60000 | SH | SOLE | 60000 | 0 | 0 | ||
| EQUIFAX INC | COM | 294429105 | 288 | 2584 | SH | SOLE | 2584 | 0 | 0 | ||
| EURONAV NV | COM | B38564108 | 21717 | 1584055 | SH | SOLE | 1584055 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 3513 | 48500 | SH | SOLE | 48500 | 0 | 0 | ||
| EVEREST RE GROUP LTD | COM | G3223R108 | 1751 | 9565 | SH | SOLE | 9565 | 0 | 0 | ||
| EXACT SCIENCES CORP | COM | 30063P105 | 1230 | 133180 | SH | SOLE | 133180 | 0 | 0 | ||
| EXPEDIA INC | COM | 30212P303 | 1881 | 15129 | SH | SOLE | 15129 | 0 | 0 | ||
| EXPEDITORS INTL WASH INC | COM | 302130109 | 492 | 10900 | SH | SOLE | 10900 | 0 | 0 | ||
| EXPRESS INC | COM | 30219E103 | 4233 | 245000 | SH | SOLE | 245000 | 0 | 0 | ||
| EXPRESS SCRIPTS HOLDING CO | COM | 30219G108 | 14899 | 170450 | SH | SOLE | 160500 | 0 | 9950 | ||
| EXTRA SPACE STORAGE INC | REIT | 30225T102 | 201 | 2284 | SH | SOLE | 2284 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 11673 | 149753 | SH | SOLE | 142797 | 0 | 6956 | ||
| FACEBOOK INC-A | COM | 30303M102 | 828 | 7900 | SH | SOLE | 7900 | 0 | 0 | ||
| FACEBOOK INC-A | COM | 30303M102 | 20932 | 200000 | SH | Put | SOLE | 200000 | 0 | 0 | |
| FEDEX CORP | COM | 31428X106 | 1254 | 8418 | SH | SOLE | 8418 | 0 | 0 | ||
| FIDELITY NATIONAL INFO SERV | COM | 31620M106 | 497 | 8200 | SH | SOLE | 8200 | 0 | 0 | ||
| FIFTH THIRD BANCORP | COM | 316773100 | 1444 | 71806 | SH | SOLE | 71806 | 0 | 0 | ||
| FIRST TRUST HIGH INCOME LONG | COM | 33738E109 | 5420 | 384994 | SH | SOLE | 384994 | 0 | 0 | ||
| FIRST TRUST STRAT HIGH INC 2 | COM | 337353304 | 2449 | 219987 | SH | SOLE | 219987 | 0 | 0 | ||
| FIRSTENERGY CORP | COM | 337932107 | 498 | 15700 | SH | SOLE | 15700 | 0 | 0 | ||
| FISERV INC | COM | 337738108 | 2148 | 23489 | SH | SOLE | 23489 | 0 | 0 | ||
| FIVE OAKS INVESTMENT CORP | REIT | 33830W106 | 1092 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 7147 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| FLUOR CORP | COM | 343412102 | 229 | 4852 | SH | SOLE | 4852 | 0 | 0 | ||
| FMC TECHNOLOGIES INC | COM | 30249U101 | 30924 | 1065981 | SH | SOLE | 1065981 | 0 | 0 | ||
| FOOT LOCKER INC | COM | 344849104 | 495 | 7600 | SH | SOLE | 7600 | 0 | 0 | ||
| FORTINET INC | COM | 34959E109 | 492 | 15800 | SH | SOLE | 15800 | 0 | 0 | ||
| FOSSIL GROUP INC | COM | 34988V106 | 497 | 13600 | SH | SOLE | 13600 | 0 | 0 | ||
| FRANKLIN RESOURCES INC | COM | 354613101 | 1053 | 28621 | SH | SOLE | 28621 | 0 | 0 | ||
| FRESH DEL MONTE PRODUCE INC | COM | G36738105 | 1512 | 38902 | SH | SOLE | 38902 | 0 | 0 | ||
| FS INVESTMENT CORP | COM | 302635107 | 1300 | 144595 | SH | SOLE | 144595 | 0 | 0 | ||
| GAMESTOP CORP-CLASS A | COM | 36467W109 | 496 | 17700 | SH | SOLE | 17700 | 0 | 0 | ||
| GAP INC/THE | COM | 364760108 | 941 | 38074 | SH | SOLE | 38074 | 0 | 0 | ||
| GARMIN LTD | COM | H2906T109 | 506 | 13600 | SH | SOLE | 13600 | 0 | 0 | ||
| GENER8 MARITIME INC | COM | Y26889108 | 14585 | 1543333 | SH | SOLE | 1543333 | 0 | 0 | ||
| GENERAL DYNAMICS CORP | COM | 369550108 | 1439 | 10477 | SH | SOLE | 10477 | 0 | 0 | ||
| GENERAL GROWTH PROPERTIES | REIT | 370023103 | 498 | 18300 | SH | SOLE | 18300 | 0 | 0 | ||
| GENERAL MILLS INC | COM | 370334104 | 1531 | 26562 | SH | SOLE | 26562 | 0 | 0 | ||
| GNC HOLDINGS INC-CL A | COM | 36191G107 | 499 | 16100 | SH | SOLE | 16100 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 765 | 4248 | SH | SOLE | 4248 | 0 | 0 | ||
| GSV CAPITAL CORP | DEBT | 36191JAB7 | 25821 | 28105000 | PRN | SOLE | 28105000 | 0 | 0 | ||
| H&R BLOCK INC | COM | 093671105 | 4997 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| HALCON RESOURCES CORP | COM | 40537Q506 | 422 | 334863 | SH | SOLE | 334863 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 36367 | 1068374 | SH | SOLE | 1008369 | 0 | 60005 | ||
| HALYARD HEALTH INC | COM | 40650V100 | 5007 | 149839 | SH | SOLE | 149839 | 0 | 0 | ||
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 1640 | 20163 | SH | SOLE | 20163 | 0 | 0 | ||
| HARLEY-DAVIDSON INC | COM | 412822108 | 499 | 11000 | SH | SOLE | 11000 | 0 | 0 | ||
| HARTFORD FINANCIAL SVCS GRP | COM | 416515104 | 495 | 11400 | SH | SOLE | 11400 | 0 | 0 | ||
| HASBRO INC | COM | 418056107 | 335 | 4966 | SH | SOLE | 4966 | 0 | 0 | ||
| HAWAIIAN HOLDINGS INC | COM | 419879101 | 382 | 10800 | SH | SOLE | 10800 | 0 | 0 | ||
| HAWAIIAN TELCOM HOLDCO INC | COM | 420031106 | 6364 | 256025 | SH | SOLE | 256025 | 0 | 0 | ||
| HCI GROUP INC | DEBT | 40416EAB9 | 11908 | 13500000 | PRN | SOLE | 13500000 | 0 | 0 | ||
| HD SUPPLY HOLDINGS INC | COM | 40416M105 | 12012 | 400000 | SH | SOLE | 400000 | 0 | 0 | ||
| HEALTH NET INC | COM | 42222G108 | 1297 | 18952 | SH | SOLE | 18952 | 0 | 0 | ||
| HEALTHWAYS INC | DEBT | 422245AB6 | 2357 | 2500000 | PRN | SOLE | 2500000 | 0 | 0 | ||
| HEARTLAND EXPRESS INC | COM | 422347104 | 820 | 48162 | SH | SOLE | 48162 | 0 | 0 | ||
| HELMERICH & PAYNE | COM | 423452101 | 2861 | 53418 | SH | SOLE | 53418 | 0 | 0 | ||
| HENNESSY CAPITAL ACQUISITION | COM | 42588J100 | 11568 | 1200000 | SH | SOLE | 1200000 | 0 | 0 | ||
| HENNESSY CAPITAL ACQUISITION | COM | 42588J118 | 219 | 1150000 | SH | SOLE | 1150000 | 0 | 0 | ||
| HENRY SCHEIN INC | COM | 806407102 | 490 | 3100 | SH | SOLE | 3100 | 0 | 0 | ||
| HERBALIFE LTD | COM | G4412G101 | 488 | 9100 | SH | SOLE | 9100 | 0 | 0 | ||
| HERSHEY CO/THE | COM | 427866108 | 500 | 5600 | SH | SOLE | 5600 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRIS | COM | 42824C109 | 7257 | 477380 | SH | SOLE | 456963 | 0 | 20417 | ||
| HILTON WORLDWIDE HOLDINGS IN | COM | 43300A104 | 4774 | 223100 | SH | SOLE | 223100 | 0 | 0 | ||
| HOLLYFRONTIER CORP | COM | 436106108 | 6498 | 162913 | SH | SOLE | 162913 | 0 | 0 | ||
| HONEYWELL INTERNATIONAL INC | COM | 438516106 | 24781 | 239275 | SH | SOLE | 208905 | 0 | 30370 | ||
| HORMEL FOODS CORP | COM | 440452100 | 1531 | 19356 | SH | SOLE | 19356 | 0 | 0 | ||
| HORNBECK OFFSHORE SERVICES | COM | 440543106 | 416 | 41800 | SH | SOLE | 41800 | 0 | 0 | ||
| HOST HOTELS & RESORTS INC | REIT | 44107P104 | 495 | 32300 | SH | SOLE | 32300 | 0 | 0 | ||
| HP INC | COM | 40434L105 | 29212 | 2467359 | SH | SOLE | 2395584 | 0 | 71775 | ||
| HUNT (JB) TRANSPRT SVCS INC | COM | 445658107 | 1269 | 17293 | SH | SOLE | 17293 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | COM | 447462102 | 4562 | 76800 | SH | SOLE | 76800 | 0 | 0 | ||
| HYATT HOTELS CORP - CL A | COM | 448579102 | 2553 | 54300 | SH | SOLE | 54300 | 0 | 0 | ||
| IAC/INTERACTIVECORP | COM | 44919P508 | 5014 | 83482 | SH | SOLE | 83482 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | DEBT | 451055AF4 | 11705 | 22500000 | PRN | SOLE | 22500000 | 0 | 0 | ||
| ICON PLC | COM | G4705A100 | 334 | 4300 | SH | SOLE | 4300 | 0 | 0 | ||
| IDEX CORP | COM | 45167R104 | 237 | 3100 | SH | SOLE | 3100 | 0 | 0 | ||
| IDEXX LABORATORIES INC | COM | 45168D104 | 343 | 4700 | SH | SOLE | 4700 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 14900 | 77626 | SH | SOLE | 77626 | 0 | 0 | ||
| IMMUNE PHARMACEUTICALS INC | COM | 45254C101 | 4 | 250000 | SH | SOLE | 250000 | 0 | 0 | ||
| INGREDION INC | COM | 457187102 | 1753 | 18282 | SH | SOLE | 18282 | 0 | 0 | ||
| INSTRUCTURE INC | COM | 45781U103 | 1413 | 67860 | SH | SOLE | 67860 | 0 | 0 | ||
| INTEGRATED DEVICE TECH INC | COM | 458118106 | 405 | 15380 | SH | SOLE | 15380 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 1562 | 45345 | SH | SOLE | 45345 | 0 | 0 | ||
| INTERNATIONAL PAPER CO | COM | 460146103 | 1574 | 41730 | SH | SOLE | 41730 | 0 | 0 | ||
| INTERPUBLIC GROUP OF COS INC | COM | 460690100 | 438 | 18809 | SH | SOLE | 18809 | 0 | 0 | ||
| INTL BUSINESS MACHINES CORP | COM | 459200101 | 364 | 2643 | SH | SOLE | 2643 | 0 | 0 | ||
| INTL SPEEDWAY CORP-CL A | COM | 460335201 | 1342 | 39815 | SH | SOLE | 39815 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TR | COM | 46133G107 | 177 | 13840 | SH | SOLE | 13840 | 0 | 0 | ||
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 12098 | 585000 | SH | SOLE | 585000 | 0 | 0 | ||
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 23886 | 1155000 | SH | Put | SOLE | 1155000 | 0 | 0 | |
| ISHARES MSCI EMERGING MARKET | ETP | 464287234 | 47061 | 1462000 | SH | Put | SOLE | 1462000 | 0 | 0 | |
| ISHARES MSCI USA MINIMUM VOL | ETP | 46429B697 | 1048 | 25055 | SH | SOLE | 25055 | 0 | 0 | ||
| ISHARES RUSSELL 2000 ETF | ETP | 464287655 | 14190 | 126000 | SH | Put | SOLE | 126000 | 0 | 0 | |
| ITAU UNIBANCO H-SPON PRF ADR | ADR | 465562106 | 186 | 28625 | SH | SOLE | 28625 | 0 | 0 | ||
| ITC HOLDINGS CORP | COM | 465685105 | 498 | 12700 | SH | SOLE | 12700 | 0 | 0 | ||
| J.C. PENNEY CO INC | COM | 708160106 | 2494 | 374400 | SH | SOLE | 374400 | 0 | 0 | ||
| JACK HENRY & ASSOCIATES INC | COM | 426281101 | 1766 | 22622 | SH | SOLE | 22622 | 0 | 0 | ||
| JACK IN THE BOX INC | COM | 466367109 | 499 | 6500 | SH | SOLE | 6500 | 0 | 0 | ||
| JACOBS ENGINEERING GROUP INC | COM | 469814107 | 482 | 11500 | SH | SOLE | 11500 | 0 | 0 | ||
| JASON INDUSTRIES INC | WRT | 471172114 | 74 | 1098700 | SH | SOLE | 1098700 | 0 | 0 | ||
| JAVELIN MORTGAGE INVESTMENT | REIT | 47200B104 | 846 | 135086 | SH | SOLE | 135086 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 3520 | 25040 | SH | SOLE | 25040 | 0 | 0 | ||
| JM SMUCKER CO/THE | COM | 832696405 | 457 | 3702 | SH | SOLE | 3702 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 461 | 4492 | SH | SOLE | 4492 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1454 | 22023 | SH | SOLE | 22023 | 0 | 0 | ||
| JUMEI INTERNATIONAL-ADR | ADR | 48138L107 | 456 | 50300 | SH | SOLE | 50300 | 0 | 0 | ||
| JUNIPER NETWORKS INC | COM | 48203R104 | 26955 | 976604 | SH | SOLE | 976604 | 0 | 0 | ||
| KAISER ALUMINUM CORP | COM | 483007704 | 1497 | 17886 | SH | SOLE | 17886 | 0 | 0 | ||
| KANSAS CITY SOUTHERN | COM | 485170302 | 6806 | 91146 | SH | SOLE | 91146 | 0 | 0 | ||
| KAR AUCTION SERVICES INC | COM | 48238T109 | 351 | 9474 | SH | SOLE | 9474 | 0 | 0 | ||
| KATE SPADE & CO | COM | 485865109 | 3999 | 225000 | SH | SOLE | 225000 | 0 | 0 | ||
| KB HOME | COM | 48666K109 | 171 | 13880 | SH | SOLE | 13880 | 0 | 0 | ||
| KBS FASHION GROUP LTD | WRT | Y46002104 | 8 | 270000 | SH | SOLE | 270000 | 0 | 0 | ||
| KELLOGG CO | COM | 487836108 | 1713 | 23702 | SH | SOLE | 23702 | 0 | 0 | ||
| KINDER MORGAN INC | WRT | 49456B119 | 36 | 600000 | SH | SOLE | 600000 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 1709 | 40855 | SH | SOLE | 40855 | 0 | 0 | ||
| L-3 COMMUNICATIONS HOLDINGS | COM | 502424104 | 1510 | 12636 | SH | SOLE | 12636 | 0 | 0 | ||
| LABORATORY CRP OF AMER HLDGS | COM | 50540R409 | 24987 | 202096 | SH | SOLE | 202096 | 0 | 0 | ||
| LABORATORY CRP OF AMER HLDGS | COM | 50540R409 | 6044 | 48883 | SH | OTR | 48883 | 0 | 0 | ||
| LAS VEGAS SANDS CORP | COM | 517834107 | 2004 | 45707 | SH | SOLE | 45707 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AB0 | 5445 | 7711000 | PRN | SOLE | 7711000 | 0 | 0 | ||
| LEAR CORP | COM | 521865204 | 463 | 3767 | SH | SOLE | 3767 | 0 | 0 | ||
| LENDINGTREE INC | COM | 52603B107 | 429 | 4800 | SH | SOLE | 4800 | 0 | 0 | ||
| LIBERTY GLOBAL PLC-A | COM | G5480U104 | 3876 | 91513 | SH | SOLE | 91513 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AN1 | 72960 | 142046000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| LIBERTY MEDIA CORP - A | COM | 531229102 | 7662 | 195200 | SH | SOLE | 195200 | 0 | 0 | ||
| LIBERTY TRIPADVISOR HDG-A | COM | 531465102 | 3643 | 120062 | SH | SOLE | 120062 | 0 | 0 | ||
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 1148 | 22116 | SH | SOLE | 22116 | 0 | 0 | ||
| LINDBLAD EXPEDITIONS HOLDING | WRT | 535219117 | 2331 | 764422 | SH | SOLE | 764422 | 0 | 0 | ||
| LOCKHEED MARTIN CORP | COM | 539830109 | 19279 | 88787 | SH | SOLE | 77806 | 0 | 10981 | ||
| LOWE'S COS INC | COM | 548661107 | 502 | 6600 | SH | SOLE | 6600 | 0 | 0 | ||
| MACERICH CO/THE | REIT | 554382101 | 492 | 6100 | SH | SOLE | 6100 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 8633 | 118919 | SH | SOLE | 118919 | 0 | 0 | ||
| MACY'S INC | COM | 55616P104 | 5033 | 143860 | SH | SOLE | 143860 | 0 | 0 | ||
| MAGNA INTERNATIONAL INC | COM | 559222401 | 10719 | 264279 | SH | SOLE | 229075 | 0 | 35204 | ||
| MALLINCKRODT PLC | COM | G5785G107 | 4223 | 56580 | SH | SOLE | 56580 | 0 | 0 | ||
| MANTECH INTERNATIONAL CORP-A | COM | 564563104 | 895 | 29600 | SH | SOLE | 29600 | 0 | 0 | ||
| MARATHON OIL CORP | COM | 565849106 | 10852 | 861896 | SH | SOLE | 861896 | 0 | 0 | ||
| MARINA BIOTECH INC | COM | 56804Q201 | 0 | 26189 | SH | SOLE | 26189 | 0 | 0 | ||
| MARKET VECTORS SEMICONDUCTOR | ETP | 57060U233 | 102548 | 1924700 | SH | Call | SOLE | 1921200 | 0 | 3500 | |
| MARRIOTT INTERNATIONAL -CL A | COM | 571903202 | 503 | 7500 | SH | SOLE | 7500 | 0 | 0 | ||
| MARVELL TECHNOLOGY GROUP LTD | COM | G5876H105 | 392 | 44400 | SH | SOLE | 44400 | 0 | 0 | ||
| MASCO CORP | COM | 574599106 | 498 | 17600 | SH | SOLE | 17600 | 0 | 0 | ||
| MAST THERAPEUTICS INC | COM | 576314108 | 0 | 1250000 | SH | SOLE | 1250000 | 0 | 0 | ||
| MCDONALD'S CORP | COM | 580135101 | 9260 | 78391 | SH | SOLE | 78391 | 0 | 0 | ||
| MCGRAW HILL FINANCIAL INC | COM | 580645109 | 298 | 3025 | SH | SOLE | 3025 | 0 | 0 | ||
| MCKESSON CORP | COM | 58155Q103 | 37460 | 189931 | SH | SOLE | 179144 | 0 | 10787 | ||
| MEDNAX INC | COM | 58502B106 | 1983 | 27668 | SH | SOLE | 27668 | 0 | 0 | ||
| MEDTRONIC PLC | COM | G5960L103 | 27230 | 354003 | SH | SOLE | 16946 | 0 | 337057 | ||
| MEDTRONIC PLC | COM | G5960L103 | 6243 | 81168 | SH | OTR | 81168 | 0 | 0 | ||
| MEMORIAL RESOURCE DEVELOPMEN | COM | 58605Q109 | 14494 | 897529 | SH | SOLE | 897529 | 0 | 0 | ||
| METLIFE INC | COM | 59156R108 | 811 | 16826 | SH | SOLE | 16826 | 0 | 0 | ||
| METTLER-TOLEDO INTERNATIONAL | COM | 592688105 | 475 | 1400 | SH | SOLE | 1400 | 0 | 0 | ||
| MGIC INVESTMENT CORP | COM | 552848103 | 342 | 38700 | SH | SOLE | 38700 | 0 | 0 | ||
| MICHAEL KORS HOLDINGS LTD | COM | G60754101 | 501 | 12500 | SH | SOLE | 12500 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 17727 | 1251974 | SH | SOLE | 1251974 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 3371 | 60756 | SH | SOLE | 57984 | 0 | 2772 | ||
| MICROVISION INC | COM | 594960304 | 4 | 730000 | SH | SOLE | 730000 | 0 | 0 | ||
| MIDSTATES PETROLEUM CO INC | COM | 59804T308 | 270 | 133759 | SH | SOLE | 133759 | 0 | 0 | ||
| MIMECAST LTD | COM | G14838109 | 658 | 68509 | SH | SOLE | 68509 | 0 | 0 | ||
| MODUSLINK GLOBAL SOLUTIO | DEBT | 60786LAB3 | 2264 | 2950000 | PRN | SOLE | 2950000 | 0 | 0 | ||
| MOHAWK INDUSTRIES INC | COM | 608190104 | 4893 | 25833 | SH | SOLE | 25833 | 0 | 0 | ||
| MOLSON COORS BREWING CO -B | COM | 60871R209 | 7608 | 81000 | SH | SOLE | 81000 | 0 | 0 | ||
| MONDELEZ INTERNATIONAL INC-A | COM | 609207105 | 498 | 11100 | SH | SOLE | 11100 | 0 | 0 | ||
| MONSTER WORLDWIDE INC | DEBT | 611742AB3 | 1143 | 900000 | PRN | SOLE | 900000 | 0 | 0 | ||
| MOODY'S CORP | COM | 615369105 | 222 | 2208 | SH | SOLE | 2208 | 0 | 0 | ||
| MORGANS HOTEL GROUP CO | COM | 61748W108 | 10580 | 3139668 | SH | SOLE | 3139668 | 0 | 0 | ||
| MOSAIC CO/THE | COM | 61945C103 | 891 | 32268 | SH | SOLE | 32268 | 0 | 0 | ||
| MRC GLOBAL INC | COM | 55345K103 | 10033 | 777778 | SH | SOLE | 777778 | 0 | 0 | ||
| MSCI INC | COM | 55354G100 | 498 | 6900 | SH | SOLE | 6900 | 0 | 0 | ||
| NAVIENT CORP | COM | 63938C108 | 1367 | 119392 | SH | SOLE | 119392 | 0 | 0 | ||
| NELNET INC-CL A | COM | 64031N108 | 1159 | 34519 | SH | SOLE | 34519 | 0 | 0 | ||
| NET 1 UEPS TECHNOLOGIES INC | COM | 64107N206 | 3441 | 254671 | SH | SOLE | 254671 | 0 | 0 | ||
| NEUBERGER BERMAN HIGH YIELD | FUND | 64128C106 | 3592 | 356088 | SH | SOLE | 356088 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 385 | 6800 | SH | SOLE | 6800 | 0 | 0 | ||
| NEW AMERICA HIGH INCOME FUND | FUND | 641876800 | 802 | 104504 | SH | SOLE | 104504 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE COR | DEBT | 647551AB6 | 1074 | 1100000 | PRN | SOLE | 1100000 | 0 | 0 | ||
| NEW ORIENTAL EDUCATIO-SP ADR | ADR | 647581107 | 496 | 15800 | SH | SOLE | 15800 | 0 | 0 | ||
| NEW YORK COMMUNITY BANCORP | COM | 649445103 | 1832 | 112237 | SH | SOLE | 112237 | 0 | 0 | ||
| NEWFIELD EXPLORATION CO | COM | 651290108 | 16135 | 495515 | SH | SOLE | 495515 | 0 | 0 | ||
| NEWPARK RESOURCES INC | DEBT | 651718AC2 | 14410 | 16000000 | PRN | SOLE | 16000000 | 0 | 0 | ||
| NOBLE ENERGY INC | COM | 655044105 | 38087 | 1156555 | SH | SOLE | 1100115 | 0 | 56440 | ||
| NORDSTROM INC | COM | 655664100 | 1199 | 24076 | SH | SOLE | 24076 | 0 | 0 | ||
| NORTHERN OIL AND GAS INC | COM | 665531109 | 6534 | 1692775 | SH | SOLE | 1692775 | 0 | 0 | ||
| NORTHERN TRUST CORP | COM | 665859104 | 497 | 6900 | SH | SOLE | 6900 | 0 | 0 | ||
| NORTHSTAR ASSET MANAGEMENT | COM | 66705Y104 | 5238 | 431481 | SH | SOLE | 431481 | 0 | 0 | ||
| NU SKIN ENTERPRISES INC - A | COM | 67018T105 | 330 | 8700 | SH | SOLE | 8700 | 0 | 0 | ||
| NUVEEN DIV ADV MUNI FD 2 | FUND | 67070F100 | 703 | 49689 | SH | SOLE | 49689 | 0 | 0 | ||
| NUVEEN MUNI ADV FD | FUND | 67062H106 | 243 | 17552 | SH | SOLE | 17552 | 0 | 0 | ||
| NUVEEN MUNI MKT OPP FD | FUND | 67062W103 | 202 | 14673 | SH | SOLE | 14673 | 0 | 0 | ||
| NUVEEN PERF PLUS MUNI FD | FUND | 67062P108 | 573 | 38329 | SH | SOLE | 38329 | 0 | 0 | ||
| NUVEEN PREM INC MUNI FD | FUND | 67062T100 | 233 | 16523 | SH | SOLE | 16523 | 0 | 0 | ||
| NUVEEN QUAL INC MUNI FD | FUND | 670977107 | 505 | 35686 | SH | SOLE | 35686 | 0 | 0 | ||
| O'REILLY AUTOMOTIVE INC | COM | 67103H107 | 507 | 2000 | SH | SOLE | 2000 | 0 | 0 | ||
| OASIS PETROLEUM INC | COM | 674215108 | 1787 | 242331 | SH | SOLE | 242331 | 0 | 0 | ||
| OCEANEERING INTL INC | COM | 675232102 | 16129 | 429868 | SH | SOLE | 429868 | 0 | 0 | ||
| OLD DOMINION FREIGHT LINE | COM | 679580100 | 11479 | 194323 | SH | SOLE | 194323 | 0 | 0 | ||
| OLD REPUBLIC INTL CORP | COM | 680223104 | 2049 | 109958 | SH | SOLE | 109958 | 0 | 0 | ||
| OMNICOM GROUP | COM | 681919106 | 694 | 9172 | SH | SOLE | 9172 | 0 | 0 | ||
| OMNIVISION TECHNOLOGIES INC | COM | 682128103 | 51401 | 1771250 | SH | SOLE | 1771250 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 191 | 19449 | SH | SOLE | 19449 | 0 | 0 | ||
| OWENS CORNING | COM | 690742101 | 296 | 6298 | SH | SOLE | 6298 | 0 | 0 | ||
| PACE HOLDINGS CORP | WRT | G6865N111 | 945 | 2100000 | SH | SOLE | 2100000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | COM | 697435105 | 493 | 2800 | SH | SOLE | 2800 | 0 | 0 | ||
| PANDORA MEDIA INC | COM | 698354107 | 3147 | 234697 | SH | SOLE | 234697 | 0 | 0 | ||
| PANERA BREAD COMPANY-CLASS A | COM | 69840W108 | 506 | 2600 | SH | SOLE | 2600 | 0 | 0 | ||
| PARKER HANNIFIN CORP | COM | 701094104 | 495 | 5100 | SH | SOLE | 5100 | 0 | 0 | ||
| PAYPAL HOLDINGS INC | COM | 70450Y103 | 489 | 13500 | SH | SOLE | 13500 | 0 | 0 | ||
| PDL BIOPHARMA INC | DEBT | 69329YAF1 | 4001 | 5050000 | PRN | SOLE | 5050000 | 0 | 0 | ||
| PENNYMAC CORP | DEBT | 70932AAB9 | 56320 | 60893000 | PRN | SOLE | 60893000 | 0 | 0 | ||
| PERRIGO CO PLC | COM | G97822103 | 4516 | 31210 | SH | SOLE | 31210 | 0 | 0 | ||
| PEPCO HOLDINGS INC | COM | 713291102 | 440 | 16900 | SH | SOLE | 16900 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 1073 | 10745 | SH | SOLE | 10745 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 912 | 28262 | SH | SOLE | 28262 | 0 | 0 | ||
| PHILLIPS 66 | COM | 718546104 | 499 | 6100 | SH | SOLE | 6100 | 0 | 0 | ||
| PHOSPHATE HOLDINGS INC | WRT | 71922F102 | 0 | 656667 | SH | SOLE | 656667 | 0 | 0 | ||
| PIONEER NATURAL RESOURCES CO | COM | 723787107 | 51391 | 409883 | SH | SOLE | 388552 | 0 | 21331 | ||
| PLATFORM SPECIALTY PRODUCTS | COM | 72766Q105 | 9362 | 729784 | SH | SOLE | 729784 | 0 | 0 | ||
| PLURISTEM THERAPEUTICS INC | WRT | 72940R102 | 0 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| PMC - SIERRA INC | COM | 69344F106 | 14525 | 1250073 | SH | SOLE | 1250073 | 0 | 0 | ||
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 1469 | 15408 | SH | SOLE | 15408 | 0 | 0 | ||
| POTASH CORP OF SASKATCHEWAN | COM | 73755L107 | 811 | 47383 | SH | SOLE | 47383 | 0 | 0 | ||
| POWERSHARES S&P 500 LOW VOLA | ETP | 73937B779 | 1071 | 27778 | SH | SOLE | 27778 | 0 | 0 | ||
| PRA GROUP INC | COM | 69354N106 | 517 | 14900 | SH | SOLE | 14900 | 0 | 0 | ||
| PRAXAIR INC | COM | 74005P104 | 1757 | 17155 | SH | SOLE | 17155 | 0 | 0 | ||
| PRECISION CASTPARTS CORP | COM | 740189105 | 295070 | 1271801 | SH | SOLE | 1262837 | 0 | 8964 | ||
| PREMIER INC-CLASS A | COM | 74051N102 | 1390 | 39424 | SH | SOLE | 39424 | 0 | 0 | ||
| PRICELINE GROUP INC/THE | COM | 741503403 | 17203 | 13494 | SH | SOLE | 12935 | 0 | 559 | ||
| PROASSURANCE CORP | COM | 74267C106 | 1568 | 32308 | SH | SOLE | 32308 | 0 | 0 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 969 | 12204 | SH | SOLE | 12204 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | COM | 743312100 | 912 | 37996 | SH | SOLE | 37996 | 0 | 0 | ||
| PROGRESSIVE CORP | COM | 743315103 | 1210 | 38048 | SH | SOLE | 38048 | 0 | 0 | ||
| PROGRESSIVE WASTE SOLUTIONS | COM | 74339G101 | 1744 | 53495 | SH | SOLE | 53495 | 0 | 0 | ||
| PROOFPOINT INC | COM | 743424103 | 260 | 3999 | SH | SOLE | 3999 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAK8 | 8095 | 8177000 | PRN | SOLE | 8177000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAL6 | 30634 | 31500000 | PRN | SOLE | 31500000 | 0 | 0 | ||
| QIHOO 360 TECH CO LTD | DEBT | 74734MAB5 | 24086 | 24500000 | PRN | SOLE | 24500000 | 0 | 0 | ||
| QIHOO 360 TECH CO LTD | DEBT | 74734MAF6 | 23179 | 24000000 | PRN | SOLE | 24000000 | 0 | 0 | ||
| QLIK TECHNOLOGIES INC | COM | 74733T105 | 313 | 9900 | SH | SOLE | 9900 | 0 | 0 | ||
| QUALCOMM INC | COM | 747525103 | 5356 | 107143 | SH | SOLE | 107143 | 0 | 0 | ||
| QUANTUM CORP | DEBT | 747906AJ4 | 2384 | 2655000 | PRN | SOLE | 2655000 | 0 | 0 | ||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 270 | 3793 | SH | SOLE | 3793 | 0 | 0 | ||
| QUEST RESOURCE HOLDING CORP | COM | 74836W104 | 8 | 750000 | SH | SOLE | 750000 | 0 | 0 | ||
| QUINPARIO ACQUISITION CORP 2 | WRT | 74874U119 | 251 | 1222482 | SH | SOLE | 1222482 | 0 | 0 | ||
| QUINTILES TRANSNATIONAL HOLD | COM | 74876Y101 | 350 | 5091 | SH | SOLE | 5091 | 0 | 0 | ||
| RADIAN GROUP INC | COM | 750236101 | 577 | 43120 | SH | SOLE | 43120 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AA2 | 22591 | 23669000 | PRN | SOLE | 23669000 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AB0 | 12663 | 16251000 | PRN | SOLE | 16251000 | 0 | 0 | ||
| REALOGY HOLDINGS CORP | COM | 75605Y106 | 429 | 11700 | SH | SOLE | 11700 | 0 | 0 | ||
| RED HAT INC | COM | 756577102 | 4905 | 59234 | SH | SOLE | 59234 | 0 | 0 | ||
| REDWOOD TRUST INC | DEBT | 758075AB1 | 85403 | 91233000 | PRN | SOLE | 91233000 | 0 | 0 | ||
| REGIONS FINANCIAL CORP | COM | 7591EP100 | 497 | 51800 | SH | SOLE | 51800 | 0 | 0 | ||
| REINSURANCE GROUP OF AMERICA | COM | 759351604 | 1331 | 15558 | SH | SOLE | 15558 | 0 | 0 | ||
| RELYPSA INC | COM | 759531106 | 288 | 10148 | SH | SOLE | 10148 | 0 | 0 | ||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 1616 | 14274 | SH | SOLE | 14274 | 0 | 0 | ||
| REPUBLIC SERVICES INC | COM | 760759100 | 1638 | 37232 | SH | SOLE | 37232 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAA2 | 40108 | 42971000 | PRN | SOLE | 42971000 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAB0 | 9219 | 9629000 | PRN | SOLE | 9629000 | 0 | 0 | ||
| RESTAURANT BRANDS INTERN | COM | 76131D103 | 4842 | 129588 | SH | SOLE | 129588 | 0 | 0 | ||
| ROCKWELL COLLINS INC | COM | 774341101 | 304 | 3292 | SH | SOLE | 3292 | 0 | 0 | ||
| ROGERS COMMUNICATIONS INC-B | COM | 775109200 | 2032 | 42567 | SH | SOLE | 42567 | 0 | 0 | ||
| ROSS STORES INC | COM | 778296103 | 495 | 9200 | SH | SOLE | 9200 | 0 | 0 | ||
| ROYAL BANK OF CANADA | COM | 780087102 | 1747 | 23559 | SH | SOLE | 23559 | 0 | 0 | ||
| RPC INC | COM | 749660106 | 12936 | 1082510 | SH | SOLE | 1082510 | 0 | 0 | ||
| RPM INTERNATIONAL INC | COM | 749685103 | 3186 | 72292 | SH | SOLE | 72292 | 0 | 0 | ||
| RWT HOLDINGS INC | DEBT | 749772AB5 | 24464 | 26500000 | PRN | SOLE | 26500000 | 0 | 0 | ||
| RXI PHARMACEUTICALS | WRT | 74979C303 | 0 | 145000 | SH | SOLE | 145000 | 0 | 0 | ||
| RYDER SYSTEM INC | COM | 783549108 | 391 | 6888 | SH | SOLE | 6888 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS IN | DEBT | 786449AK4 | 6447 | 5901000 | PRN | SOLE | 5901000 | 0 | 0 | ||
| SBA COMMUNICATIONS CORP-CL A | COM | 78388J106 | 494 | 4700 | SH | SOLE | 4700 | 0 | 0 | ||
| SCIENTIFIC GAMES CORP-A | COM | 80874P109 | 5619 | 626451 | SH | SOLE | 626451 | 0 | 0 | ||
| SCORPIO BULKERS INC | COM | Y7546A122 | 21169 | 2140551 | SH | SOLE | 2140551 | 0 | 0 | ||
| SCORPIO TANKERS INC | COM | Y7542C106 | 12318 | 1535934 | SH | SOLE | 1535934 | 0 | 0 | ||
| SCRIPPS NETWORKS INTER-CL A | COM | 811065101 | 713 | 12916 | SH | SOLE | 12916 | 0 | 0 | ||
| SEACOR HOLDINGS INC | DEBT | 811904AM3 | 9394 | 10000000 | PRN | SOLE | 10000000 | 0 | 0 | ||
| SEAGATE TECHNOLOGY | COM | G7945M107 | 444 | 12104 | SH | SOLE | 12104 | 0 | 0 | ||
| SEALED AIR CORP | COM | 81211K100 | 500 | 11200 | SH | SOLE | 11200 | 0 | 0 | ||
| SELECTIVE INSURANCE GROUP | COM | 816300107 | 1789 | 53269 | SH | SOLE | 53269 | 0 | 0 | ||
| SERVICE CORP INTERNATIONAL | COM | 817565104 | 289 | 11100 | SH | SOLE | 11100 | 0 | 0 | ||
| SHAW COMMUNICATIONS INC-B | COM | 82028K200 | 1574 | 66137 | SH | SOLE | 66137 | 0 | 0 | ||
| SHERWIN-WILLIAMS CO/THE | COM | 824348106 | 5295 | 20400 | SH | SOLE | 20400 | 0 | 0 | ||
| SHIRE PLC-ADR | ADR | 82481R106 | 5017 | 24474 | SH | SOLE | 24474 | 0 | 0 | ||
| SIGNET JEWELERS LTD | COM | G81276100 | 507 | 4100 | SH | SOLE | 4100 | 0 | 0 | ||
| SILGAN HOLDINGS INC | COM | 827048109 | 1469 | 27346 | SH | SOLE | 27346 | 0 | 0 | ||
| SILVER STANDARD RESOURCES | COM | 82823L106 | 622 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| SINA CORP | DEBT | 82922RAD5 | 25664 | 26500000 | PRN | SOLE | 26500000 | 0 | 0 | ||
| SINA CORP | COM | G81477104 | 8027 | 162479 | SH | SOLE | 162479 | 0 | 0 | ||
| SKECHERS USA INC-CL A | COM | 830566105 | 486 | 16100 | SH | SOLE | 16100 | 0 | 0 | ||
| SKECHERS USA INC-CL A | COM | 830566105 | 2136 | 70700 | SH | Call | SOLE | 70700 | 0 | 0 | |
| SONOCO PRODUCTS CO | COM | 835495102 | 1365 | 33402 | SH | SOLE | 33402 | 0 | 0 | ||
| SOUFUN HOLDINGS LIMITED | DEBT | 836034AB4 | 13300 | 14000000 | PRN | SOLE | 14000000 | 0 | 0 | ||
| SOUFUN HOLDINGS LTD-ADR | ADR | 836034108 | 781 | 105701 | SH | SOLE | 105701 | 0 | 0 | ||
| SPDR GOLD SHARES | ETP | 78463V107 | 4058 | 40000 | SH | Call | SOLE | 40000 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 122322 | 600000 | SH | Call | SOLE | 600000 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1322891 | 6488900 | SH | Put | SOLE | 6488900 | 0 | 0 | |
| SPDR S&P OIL & GAS EXP & PR | ETP | 78464A730 | 101435 | 3356566 | SH | SOLE | 3356566 | 0 | 0 | ||
| SPDR S&P OIL & GAS EXP & PR | ETP | 78464A730 | 117709 | 3895000 | SH | Put | SOLE | 3895000 | 0 | 0 | |
| SPECTRA ENERGY CORP | COM | 847560109 | 503 | 21000 | SH | SOLE | 21000 | 0 | 0 | ||
| SPECTRANETICS CORP | COM | 84760C107 | 18666 | 1239431 | SH | SOLE | 1239431 | 0 | 0 | ||
| SPECTRANETICS CORP | COM | 84760CAA5 | 4471 | 5922000 | PRN | SOLE | 5922000 | 0 | 0 | ||
| SPIRIT AEROSYSTEMS HOLD-CL A | COM | 848574109 | 21976 | 438889 | SH | SOLE | 438889 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 41845 | 711535 | SH | SOLE | 711535 | 0 | 0 | ||
| ST JUDE MEDICAL INC | COM | 790849103 | 486 | 7867 | SH | SOLE | 7867 | 0 | 0 | ||
| STAPLES INC | COM | 855030102 | 4592 | 485000 | SH | SOLE | 485000 | 0 | 0 | ||
| STARBUCKS CORP | COM | 855244109 | 4382 | 73000 | SH | SOLE | 73000 | 0 | 0 | ||
| STARWOOD HOTELS & RESORTS | COM | 85590A401 | 267 | 3852 | SH | SOLE | 3852 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | DEBT | 85571BAA3 | 3048 | 3000000 | PRN | SOLE | 3000000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | DEBT | 85571BAC9 | 4917 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| STARWOOD WAYPOINT RESDTL | DEBT | 85571WAD1 | 7964 | 8000000 | PRN | SOLE | 8000000 | 0 | 0 | ||
| State Street Institutional Liq | COM | 857477103 | 1663 | 1663177 | SH | SOLE | 1663177 | 0 | 0 | ||
| STERICYCLE INC | COM | 858912108 | 494 | 4100 | SH | SOLE | 4100 | 0 | 0 | ||
| STONE ENERGY CORP | COM | 861642106 | 740 | 172554 | SH | SOLE | 172554 | 0 | 0 | ||
| SUNEDISON INC | DEBT | 86732YAC3 | 19954 | 36782000 | PRN | SOLE | 36782000 | 0 | 0 | ||
| SUNEDISON INC | DEBT | 86732YAD1 | 21574 | 43000000 | PRN | SOLE | 43000000 | 0 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 6520 | 553921 | SH | SOLE | 553921 | 0 | 0 | ||
| SUNTRUST BANKS INC | COM | 867914103 | 1034 | 24126 | SH | SOLE | 24126 | 0 | 0 | ||
| SUPERIOR ENERGY SERVICES INC | COM | 868157108 | 28883 | 2144270 | SH | SOLE | 2144270 | 0 | 0 | ||
| SYNOPSYS INC | COM | 871607107 | 1342 | 29410 | SH | SOLE | 29410 | 0 | 0 | ||
| SYSCO CORP | COM | 871829107 | 492 | 12000 | SH | SOLE | 12000 | 0 | 0 | ||
| T ROWE PRICE GROUP INC | COM | 74144T108 | 500 | 7000 | SH | SOLE | 7000 | 0 | 0 | ||
| TABLEAU SOFTWARE INC-CL A | COM | 87336U105 | 35160 | 373174 | SH | SOLE | 373174 | 0 | 0 | ||
| TAL EDUCATION GROUP | DEBT | 874080AB0 | 22442 | 12425000 | PRN | SOLE | 12425000 | 0 | 0 | ||
| TARGET CORP | COM | 87612E106 | 1826 | 25150 | SH | SOLE | 25150 | 0 | 0 | ||
| TAUBMAN CENTERS INC | REIT | 876664103 | 376 | 4900 | SH | SOLE | 4900 | 0 | 0 | ||
| TCP CAPITAL CORP | DEBT | 87238QAB9 | 1574 | 1600000 | PRN | SOLE | 1600000 | 0 | 0 | ||
| TE CONNECTIVITY LTD | COM | H84989104 | 491 | 7600 | SH | SOLE | 7600 | 0 | 0 | ||
| TEEKAY TANKERS LTD-CLASS A | COM | Y8565N102 | 6380 | 927255 | SH | SOLE | 927255 | 0 | 0 | ||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 1267 | 14286 | SH | SOLE | 14286 | 0 | 0 | ||
| TELUS CORP | COM | 87971M103 | 1656 | 43273 | SH | SOLE | 43273 | 0 | 0 | ||
| TENARIS SA-ADR | ADR | 88031M109 | 410 | 17244 | SH | SOLE | 17244 | 0 | 0 | ||
| TENET HEALTHCARE CORP | COM | 88033G407 | 10877 | 358999 | SH | SOLE | 358999 | 0 | 0 | ||
| TERADATA CORP | COM | 88076W103 | 499 | 18900 | SH | SOLE | 18900 | 0 | 0 | ||
| TERADYNE INC | COM | 880770102 | 378 | 18300 | SH | SOLE | 18300 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAA9 | 60917 | 31100000 | PRN | SOLE | 31100000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAB7 | 32649 | 34728000 | PRN | SOLE | 34728000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAC5 | 46365 | 50500000 | PRN | SOLE | 50500000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL-SP ADR | ADR | 881624209 | 30301 | 461614 | SH | SOLE | 446494 | 0 | 15120 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 17703 | 124788 | SH | SOLE | 117299 | 0 | 7489 | ||
| THOMSON REUTERS CORP | COM | 884903105 | 1390 | 36732 | SH | SOLE | 36732 | 0 | 0 | ||
| TIFFANY & CO | COM | 886547108 | 496 | 6500 | SH | SOLE | 6500 | 0 | 0 | ||
| TIME WARNER INC | COM | 887317303 | 9979 | 154314 | SH | SOLE | 154314 | 0 | 0 | ||
| TITAN MACHINERY INC | COM | 88830R101 | 633 | 57900 | SH | SOLE | 57900 | 0 | 0 | ||
| TJX COMPANIES INC | COM | 872540109 | 496 | 7000 | SH | SOLE | 7000 | 0 | 0 | ||
| TORCHMARK CORP | COM | 891027104 | 1464 | 25619 | SH | SOLE | 25619 | 0 | 0 | ||
| TORONTO-DOMINION BANK | COM | 891160509 | 1857 | 34244 | SH | SOLE | 34244 | 0 | 0 | ||
| TOTAL SYSTEM SERVICES INC | COM | 891906109 | 1280 | 25698 | SH | SOLE | 25698 | 0 | 0 | ||
| TRAVELERS COS INC/THE | COM | 89417E109 | 1651 | 14624 | SH | SOLE | 14624 | 0 | 0 | ||
| TREEHOUSE FOODS INC | COM | 89469A104 | 259 | 3300 | SH | SOLE | 3300 | 0 | 0 | ||
| TRINET GROUP INC | COM | 896288107 | 6233 | 322150 | SH | SOLE | 322150 | 0 | 0 | ||
| TSAKOS ENERGY NAVIGATION LTD | COM | G9108L108 | 34241 | 4323452 | SH | SOLE | 4323452 | 0 | 0 | ||
| TWENTY-FIRST CENTURY FOX-A | COM | 90130A101 | 5127 | 188777 | SH | SOLE | 188777 | 0 | 0 | ||
| TWITTER INC | COM | 90184LAD4 | 16674 | 20000000 | PRN | SOLE | 20000000 | 0 | 0 | ||
| TYSON FOODS INC | DEBT | 902494301 | 43 | 72000 | PRN | SOLE | 72000 | 0 | 0 | ||
| UNIFIRST CORP/MA | COM | 904708104 | 1338 | 12847 | SH | SOLE | 12847 | 0 | 0 | ||
| UNITED PARCEL SERVICE-CL B | COM | 911312106 | 1394 | 14480 | SH | SOLE | 14480 | 0 | 0 | ||
| UNITED THERAPEUTICS CORP | COM | 91307C102 | 415 | 2653 | SH | SOLE | 2653 | 0 | 0 | ||
| UNIVERSAL CORP/VA | COM | 913456109 | 1408 | 25115 | SH | SOLE | 25115 | 0 | 0 | ||
| UNIVERSAL HEALTH SERVICES-B | COM | 913903100 | 502 | 4200 | SH | SOLE | 4200 | 0 | 0 | ||
| URBAN OUTFITTERS INC | COM | 917047102 | 498 | 21900 | SH | SOLE | 21900 | 0 | 0 | ||
| US BANCORP | COM | 902973304 | 1442 | 33785 | SH | SOLE | 33785 | 0 | 0 | ||
| USG CORP | COM | 903293405 | 7202 | 296478 | SH | SOLE | 296478 | 0 | 0 | ||
| VALEANT PHARMACEUTICALS INTE | COM | 91911K102 | 4322 | 42522 | SH | SOLE | 42522 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 20333 | 287563 | SH | SOLE | 271732 | 0 | 15831 | ||
| VALIDUS HOLDINGS LTD | COM | G9319H102 | 1569 | 33881 | SH | SOLE | 33881 | 0 | 0 | ||
| VALSPAR CORP/THE | COM | 920355104 | 498 | 6000 | SH | SOLE | 6000 | 0 | 0 | ||
| VARIAN MEDICAL SYSTEMS INC | COM | 92220P105 | 501 | 6200 | SH | SOLE | 6200 | 0 | 0 | ||
| VEREIT INC | REIT | 92339V100 | 341 | 43091 | SH | SOLE | 43091 | 0 | 0 | ||
| VERINT SYSTEMS INC | COM | 92343X100 | 4214 | 103900 | SH | SOLE | 103900 | 0 | 0 | ||
| VERISK ANALYTICS INC | COM | 92345Y106 | 500 | 6500 | SH | SOLE | 6500 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 109871 | 2377132 | SH | SOLE | 2335199 | 0 | 41933 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 8873 | 191979 | SH | OTR | 191979 | 0 | 0 | ||
| VF CORP | COM | 918204108 | 498 | 8000 | SH | SOLE | 8000 | 0 | 0 | ||
| VIMPELCOM LTD-SPON ADR | ADR | 92719A106 | 747 | 227689 | SH | SOLE | 227689 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 1389 | 115320 | SH | SOLE | 115320 | 0 | 0 | ||
| VISTEON CORP | COM | 92839U206 | 216 | 1886 | SH | SOLE | 1886 | 0 | 0 | ||
| VMWARE INC-CLASS A | COM | 928563402 | 12656 | 223713 | SH | SOLE | 218088 | 0 | 5625 | ||
| VODAFONE GROUP PLC-SP ADR | ADR | 92857W308 | 500 | 15500 | SH | SOLE | 15500 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 1169 | 31658 | SH | SOLE | 31658 | 0 | 0 | ||
| VULCAN MATERIALS CO | COM | 929160109 | 20380 | 214585 | SH | SOLE | 214585 | 0 | 0 | ||
| WABTEC CORP | COM | 929740108 | 436 | 6126 | SH | SOLE | 6126 | 0 | 0 | ||
| WAL-MART STORES INC | COM | 931142103 | 1173 | 19136 | SH | SOLE | 19136 | 0 | 0 | ||
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 503 | 5900 | SH | SOLE | 5900 | 0 | 0 | ||
| WALT DISNEY CO/THE | COM | 254687106 | 2958 | 28150 | SH | SOLE | 28150 | 0 | 0 | ||
| WASTE CONNECTIONS INC | COM | 941053100 | 1731 | 30729 | SH | SOLE | 30729 | 0 | 0 | ||
| WASTE MANAGEMENT INC | COM | 94106L109 | 1592 | 29817 | SH | SOLE | 29817 | 0 | 0 | ||
| WEATHERFORD INTERNATIONAL PLC | COM | G48833100 | 0 | 85905 | SH | SOLE | 85905 | 0 | 0 | ||
| WELLS FARGO & CO | COM | 949746101 | 931 | 17109 | SH | SOLE | 17109 | 0 | 0 | ||
| WELLTOWER INC | REIT | 95040Q104 | 503 | 7400 | SH | SOLE | 7400 | 0 | 0 | ||
| WENDY'S CO/THE | COM | 95058W100 | 411 | 38200 | SH | SOLE | 38200 | 0 | 0 | ||
| WERNER ENTERPRISES INC | COM | 950755108 | 1229 | 52532 | SH | SOLE | 52532 | 0 | 0 | ||
| WESTERN ASSET HIGH INCOME OP | FUND | 95766K109 | 4228 | 901261 | SH | SOLE | 901261 | 0 | 0 | ||
| WESTERN ASSET HIGH YIELD DEF | FUND | 95768B107 | 5278 | 374341 | SH | SOLE | 374341 | 0 | 0 | ||
| WESTERN ASSET MANAGED HIGH Y | FUND | 95766L107 | 2012 | 445258 | SH | SOLE | 445258 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | REIT | 95790D105 | 11 | 559440 | SH | SOLE | 559440 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 46528 | 774826 | SH | SOLE | 754259 | 0 | 20567 | ||
| WESTERN REFINING INC | COM | 959319104 | 499 | 14000 | SH | SOLE | 14000 | 0 | 0 | ||
| WESTERN UNION CO | COM | 959802109 | 496 | 27700 | SH | SOLE | 27700 | 0 | 0 | ||
| WESTMORELAND COAL CO | COM | 960878106 | 75 | 12700 | SH | SOLE | 12700 | 0 | 0 | ||
| WESTROCK CO | COM | 96145D105 | 24179 | 530000 | SH | SOLE | 530000 | 0 | 0 | ||
| WEYERHAEUSER CO | REIT | 962166104 | 495 | 16500 | SH | SOLE | 16500 | 0 | 0 | ||
| WHITE MOUNTAINS INSURANCE GP | COM | G9618E107 | 1618 | 2226 | SH | SOLE | 2226 | 0 | 0 | ||
| WHITEWAVE FOODS CO | COM | 966244105 | 4086 | 105000 | SH | SOLE | 105000 | 0 | 0 | ||
| WHITING PETROLEUM CORP | COM | 966387102 | 42322 | 4483278 | SH | SOLE | 4483278 | 0 | 0 | ||
| WILEY (JOHN) & SONS-CLASS A | COM | 968223206 | 1126 | 25003 | SH | SOLE | 25003 | 0 | 0 | ||
| WL ROSS HOLDING CORP | WRT | 92939D112 | 45 | 135625 | SH | SOLE | 135625 | 0 | 0 | ||
| WMIH CORP | COM | 92936P100 | 82 | 31327 | SH | SOLE | 31327 | 0 | 0 | ||
| WORKDAY INC | DEBT | 98138HAC5 | 27210 | 23800000 | PRN | SOLE | 23800000 | 0 | 0 | ||
| WR BERKLEY CORP | COM | 84423102 | 1577 | 28811 | SH | SOLE | 28811 | 0 | 0 | ||
| WR GRACE & CO | COM | 38388F108 | 438 | 4400 | SH | SOLE | 4400 | 0 | 0 | ||
| WRIGHT MEDICAL GROUP NV | COM | N96617118 | 17257 | 713690 | SH | SOLE | 713690 | 0 | 0 | ||
| WRIGHT MEDICAL GROUP INC | COM | 98235TAC1 | 13933 | 12275000 | PRN | SOLE | 12275000 | 0 | 0 | ||
| WW GRAINGER INC | COM | 384802104 | 1723 | 8507 | SH | SOLE | 8507 | 0 | 0 | ||
| XL GROUP PLC | COM | G98290102 | 1630 | 41600 | SH | SOLE | 41600 | 0 | 0 | ||
| XPO LOGISTICS INC | COM | 983793100 | 2653 | 97358 | SH | SOLE | 97358 | 0 | 0 | ||
| XPO LOGISTICS INC | COM | 983793100 | 4087 | 150000 | SH | Call | SOLE | 150000 | 0 | 0 | |
| YY INC | DEBT | 98426TAB2 | 7256 | 7500000 | PRN | SOLE | 7500000 | 0 | 0 | ||
| ZEBRA TECHNOLOGIES CORP-CL A | COM | 989207105 | 12885 | 185000 | SH | Put | SOLE | 185000 | 0 | 0 | |
| ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 18855 | 183792 | SH | SOLE | 178012 | 0 | 5780 | ||
| ZOOSK INC. | COM | 98978Y107 | 2300 | 816000 | SH | SOLE | 816000 | 0 | 0 |