Profiles >> Pine River Capital Management LP >> 13Fs >> 2016-03-31
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 2016-03-31. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.
Historical 13F Holdings - 2016-03-31
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| KONGZHONG CORP-ADR | ADR | 50047P104 | 10913 | 1519842 | SH | SOLE | 1519842 | 0 | 0 | ||
| SYNUTRA INTERNATIONAL INC | COM | 87164C102 | 712 | 143221 | SH | SOLE | 143221 | 0 | 0 | ||
| TRINA SOLAR LTD-SPON ADR | ADR | 89628E104 | 18606 | 1871792 | SH | SOLE | 1871792 | 0 | 0 | ||
| IKANG HEALTCHARE | ADR | 45174L108 | 44996 | 2058359 | SH | SOLE | 2058359 | 0 | 0 | ||
| CHINA NEPSTAR CHAIN DRUG-ADR | ADR | 16943C109 | 7930 | 3210416 | SH | SOLE | 3210416 | 0 | 0 | ||
| E-COMMERCE CHINA-SPON ADR -A | ADR | 26833A105 | 10482 | 1470070 | SH | SOLE | 1470070 | 0 | 0 | ||
| E-HOUSE CHINA HOLDINGS-ADR | ADR | 26852W103 | 28451 | 4574090 | SH | SOLE | 4574090 | 0 | 0 | ||
| IDREAMSKY TECHNOLOGY CO-ADR | ADR | 45173K101 | 13175 | 958876 | SH | SOLE | 958876 | 0 | 0 | ||
| JA SOLAR HOLDINGS CO LTD-ADR | ADR | 466090206 | 4378 | 508475 | SH | SOLE | 508475 | 0 | 0 | ||
| JUMEI INTERNATIONAL-ADR | ADR | 48138L107 | 15085 | 2317203 | SH | SOLE | 2317203 | 0 | 0 | ||
| MOMO INC-SPON ADR | ADR | 60879B107 | 8632 | 767941 | SH | SOLE | 767941 | 0 | 0 | ||
| RENREN INC-ADR | ADR | 759892102 | 7608 | 2326623 | SH | SOLE | 2326623 | 0 | 0 | ||
| SINOVAC BIOTECH LTD | COM | P8696W104 | 1182 | 185043 | SH | SOLE | 185043 | 0 | 0 | ||
| ZHAOPIN LTD-SPONSORED ADR | ADR | 98954L103 | 4362 | 274660 | SH | SOLE | 274660 | 0 | 0 | ||
| 21VIANET GROUP INC-ADR | ADR | 90138A103 | 70118 | 3511181 | SH | SOLE | 3511181 | 0 | 0 | ||
| BAXALTA INC | COM | 07177M103 | 258265 | 6392738 | SH | SOLE | 6357793 | 0 | 34945 | ||
| CHINA MING YANG WIND POW-ADS | ADR | 16951C108 | 11175 | 4656399 | SH | SOLE | 4656399 | 0 | 0 | ||
| ELONG INC-SPONSORED ADR | ADR | 290138205 | 12033 | 686415 | SH | SOLE | 686415 | 0 | 0 | ||
| JIAYUAN.COM INTERNATIONA-ADR | ADR | 477374102 | 9067 | 1217047 | SH | SOLE | 1217047 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO-ADR | ADR | 74734M109 | 214210 | 2835327 | SH | SOLE | 2835327 | 0 | 0 | ||
| SANDISK CORP | COM | 80004C101 | 282130 | 3708307 | SH | SOLE | 3677882 | 0 | 30425 | ||
| TAOMEE HOLDINGS LTD-SP ADR | ADR | 87600Y106 | 4537 | 1232755 | SH | SOLE | 1232755 | 0 | 0 | ||
| XUEDA EDUCATION GR-SPON ADR | ADR | 98418W109 | 15742 | 2920672 | SH | SOLE | 2920672 | 0 | 0 | ||
| YY INC-ADR | ADR | 98426T106 | 72248 | 1173039 | SH | SOLE | 1173039 | 0 | 0 | ||
| 3M CO | COM | 88579Y101 | 1080 | 6482 | SH | SOLE | 6482 | 0 | 0 | ||
| 500.COM LTD-CLASS A-ADR | ADR | 33829R100 | 3047 | 182476 | SH | SOLE | 182476 | 0 | 0 | ||
| ABBOTT LABORATORIES | COM | 002824100 | 1201 | 28700 | SH | SOLE | 28700 | 0 | 0 | ||
| ACCENTURE PLC-CL A | COM | G1151C101 | 1236 | 10710 | SH | SOLE | 10710 | 0 | 0 | ||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 6661 | 196853 | SH | SOLE | 169191 | 0 | 27662 | ||
| ACUITY BRANDS INC | COM | 00508Y102 | 1200 | 5500 | SH | SOLE | 5500 | 0 | 0 | ||
| ADEPTUS HEALTH INC-CLASS A | COM | 006855100 | 237 | 4266 | SH | SOLE | 4266 | 0 | 0 | ||
| ADOBE SYSTEMS INC | COM | 00724F101 | 1201 | 12800 | SH | SOLE | 12800 | 0 | 0 | ||
| AES CORP | COM | 00130H105 | 1180 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| AGNICO EAGLE MINES LTD | COM | 008474108 | 377 | 10424 | SH | SOLE | 10424 | 0 | 0 | ||
| AGROFRESH SOLUTIONS INC | WRT | 00856G117 | 151 | 151350 | SH | SOLE | 151350 | 0 | 0 | ||
| AIR PRODUCTS & CHEMICALS INC | COM | 009158106 | 1124 | 7800 | SH | SOLE | 7800 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 2029 | 36523 | SH | SOLE | 36523 | 0 | 0 | ||
| ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 4410 | 55800 | SH | SOLE | 55800 | 0 | 0 | ||
| ALLERGAN PLC | COM | G0177J908 | 31195 | 34000 | SH | Call | SOLE | 34000 | 0 | 0 | |
| ALLEGHANY CORP | COM | 017175100 | 1075 | 2167 | SH | SOLE | 2167 | 0 | 0 | ||
| ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 528 | 2400 | SH | SOLE | 2400 | 0 | 0 | ||
| ALLIANCE NATIONAL MUNI INC | FUND | 01864U106 | 213 | 14757 | SH | SOLE | 14757 | 0 | 0 | ||
| ALLIED WORLD ASSURANCE CO | COM | H01531104 | 846 | 24222 | SH | SOLE | 24222 | 0 | 0 | ||
| ALLISON TRANSMISSION HOLDING | COM | 01973R101 | 1052 | 39000 | SH | SOLE | 39000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | COM | 01988P108 | 5834 | 441600 | SH | SOLE | 441600 | 0 | 0 | ||
| ALLSTATE CORP | COM | 020002101 | 1031 | 15306 | SH | SOLE | 15306 | 0 | 0 | ||
| ALPHABET INC-CL A | COM | 02079K305 | 13827 | 18126 | SH | SOLE | 16480 | 0 | 1646 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 57291 | 76904 | SH | SOLE | 73034 | 0 | 3870 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 10676 | 14331 | SH | OTR | 14331 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | COM | 00163U106 | 282 | 12061 | SH | SOLE | 12061 | 0 | 0 | ||
| AMAZON.COM INC | COM | 023135106 | 18669 | 31446 | SH | SOLE | 29688 | 0 | 1758 | ||
| AMC NETWORKS INC-A | COM | 00164V103 | 1195 | 18400 | SH | SOLE | 18400 | 0 | 0 | ||
| AMDOCS LTD | COM | G02602103 | 768 | 12709 | SH | SOLE | 12709 | 0 | 0 | ||
| AMERICA MOVIL-SPN ADR CL L | ADR | 02364W105 | 590 | 37992 | SH | SOLE | 37992 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 136864 | 8980560 | SH | SOLE | 8980560 | 0 | 0 | ||
| AMERICAN CAPITAL MORTGAGE IN | REIT | 02504A104 | 22137 | 1507974 | SH | SOLE | 1507974 | 0 | 0 | ||
| AMERICAN EXPRESS CO | COM | 025816109 | 2050 | 33400 | SH | SOLE | 33400 | 0 | 0 | ||
| AMERICAN FINANCIAL GROUP INC | COM | 025932104 | 1135 | 16124 | SH | SOLE | 16124 | 0 | 0 | ||
| AMERICAN INTERNATIONAL GROUP | COM | 026874784 | 1455 | 26923 | SH | SOLE | 26923 | 0 | 0 | ||
| AMERICAN NATIONAL INSURANCE | COM | 028591105 | 1167 | 10100 | SH | SOLE | 10100 | 0 | 0 | ||
| AMERICAN WATER WORKS CO INC | COM | 030420103 | 1199 | 17400 | SH | SOLE | 17400 | 0 | 0 | ||
| AMERIPRISE FINANCIAL INC | COM | 03076C106 | 2096 | 22300 | SH | SOLE | 22300 | 0 | 0 | ||
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 1993 | 23029 | SH | SOLE | 23029 | 0 | 0 | ||
| AMETEK INC | COM | 031100100 | 1149 | 22999 | SH | SOLE | 22999 | 0 | 0 | ||
| AMTRUST FINANCIAL SERVIC | COM | 032359AG6 | 27880 | 35157000 | PRN | SOLE | 35157000 | 0 | 0 | ||
| AMYRIS INC | COM | 03236M101 | 376 | 337920 | SH | SOLE | 337920 | 0 | 0 | ||
| AMYRIS INC | DEBT | 03236MAD3 | 2759 | 3448000 | PRN | SOLE | 3448000 | 0 | 0 | ||
| ANADARKO PETROLEUM CORP | COM | 032511107 | 24444 | 524926 | SH | SOLE | 484758 | 0 | 40168 | ||
| ANTERO RESOURCES CORP | COM | 03674X106 | 704 | 28300 | SH | SOLE | 28300 | 0 | 0 | ||
| APARTMENT INVT & MGMT CO -A | REIT | 03748R101 | 817 | 19533 | SH | SOLE | 19533 | 0 | 0 | ||
| APOLLO CMMRL REAL EST FI | DEBT | 03762UAA3 | 49559 | 49250000 | PRN | SOLE | 49250000 | 0 | 0 | ||
| APPLIED MATERIALS INC | COM | 038222105 | 1199 | 56600 | SH | SOLE | 56600 | 0 | 0 | ||
| APTARGROUP INC | COM | 038336103 | 1274 | 16245 | SH | SOLE | 16245 | 0 | 0 | ||
| ARAMARK | COM | 03852U106 | 456 | 13767 | SH | SOLE | 13767 | 0 | 0 | ||
| ARCH CAPITAL GROUP LTD | COM | G0450A105 | 1133 | 15940 | SH | SOLE | 15940 | 0 | 0 | ||
| ARCHER-DANIELS-MIDLAND CO | COM | 039483102 | 1191 | 32800 | SH | SOLE | 32800 | 0 | 0 | ||
| ARES CAPITAL CORP | DEBT | 04010LAD5 | 653 | 650000 | PRN | SOLE | 650000 | 0 | 0 | ||
| ARGO GROUP INTERNATIONAL | COM | G0464B107 | 1110 | 19345 | SH | SOLE | 19345 | 0 | 0 | ||
| ARISTA NETWORKS INC | COM | 040413106 | 12621 | 200008 | SH | SOLE | 200008 | 0 | 0 | ||
| ASPEN AEROGELS INC | COM | 04523Y105 | 1605 | 356688 | SH | SOLE | 356688 | 0 | 0 | ||
| ASPEN INSURANCE HOLDINGS LTD | COM | G05384105 | 1049 | 21989 | SH | SOLE | 21989 | 0 | 0 | ||
| AUTODESK INC | COM | 052769106 | 33393 | 572685 | SH | SOLE | 572685 | 0 | 0 | ||
| AUTOMATIC DATA PROCESSING | COM | 053015103 | 1202 | 13400 | SH | SOLE | 13400 | 0 | 0 | ||
| AUTONATION INC | COM | 05329W102 | 5237 | 112200 | SH | SOLE | 112200 | 0 | 0 | ||
| AUTOZONE INC | COM | 053332102 | 7834 | 9832 | SH | SOLE | 8875 | 0 | 957 | ||
| AXALTA COATING SYSTEMS LTD | COM | G0750C108 | 5110 | 175000 | SH | SOLE | 175000 | 0 | 0 | ||
| AXIS CAPITAL HOLDINGS LTD | COM | G0692U109 | 1049 | 18909 | SH | SOLE | 18909 | 0 | 0 | ||
| B/E AEROSPACE INC | COM | 073302101 | 642 | 13913 | SH | SOLE | 13913 | 0 | 0 | ||
| BAIDU INC - SPON ADR | ADR | 056752108 | 13815 | 72376 | SH | SOLE | 68531 | 0 | 3845 | ||
| BALL CORP | COM | 058498106 | 1205 | 16900 | SH | SOLE | 16900 | 0 | 0 | ||
| BANCO BRADESCO-ADR | ADR | 059460303 | 467 | 62700 | SH | SOLE | 62700 | 0 | 0 | ||
| BANK OF MONTREAL | COM | 063671101 | 1339 | 16973 | SH | SOLE | 16973 | 0 | 0 | ||
| BANK OF NEW YORK MELLON CORP | COM | 064058100 | 1201 | 32600 | SH | SOLE | 32600 | 0 | 0 | ||
| BANK OF NOVA SCOTIA | COM | 064149107 | 1233 | 19422 | SH | SOLE | 19422 | 0 | 0 | ||
| BARINGTON/HILCO ACQUISITION | WRT | 06759V127 | 10 | 98475 | SH | SOLE | 98475 | 0 | 0 | ||
| BARRICK GOLD CORP | COM | 067901108 | 777 | 57200 | SH | SOLE | 57200 | 0 | 0 | ||
| BAXTER INTERNATIONAL INC | COM | 071813109 | 1714 | 41719 | SH | SOLE | 41719 | 0 | 0 | ||
| BB&T CORP | COM | 054937107 | 1396 | 41962 | SH | SOLE | 41962 | 0 | 0 | ||
| BCE INC | COM | 05534B760 | 1388 | 23453 | SH | SOLE | 23453 | 0 | 0 | ||
| BED BATH & BEYOND INC | COM | 075896100 | 2119 | 42700 | SH | SOLE | 42700 | 0 | 0 | ||
| BEIGENE LTD-ADR | ADR | 07725L102 | 1897 | 64709 | SH | SOLE | 64709 | 0 | 0 | ||
| BEMIS COMPANY | COM | 081437105 | 1169 | 22579 | SH | SOLE | 22579 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC-CL B | COM | 084670702 | 1078 | 7600 | SH | SOLE | 7600 | 0 | 0 | ||
| BERRY PLASTICS GROUP INC | COM | 08579W103 | 21690 | 600000 | SH | SOLE | 600000 | 0 | 0 | ||
| BIOAMBER INC | WRT | 09072Q114 | 639 | 351236 | SH | SOLE | 351236 | 0 | 0 | ||
| BIOGEN INC | COM | 09062X103 | 1197 | 4600 | SH | SOLE | 4600 | 0 | 0 | ||
| BITAUTO HOLDINGS LTD-ADR | ADR | 091727107 | 266 | 10750 | SH | SOLE | 10750 | 0 | 0 | ||
| BLACKROCK CORPORATE HIGH YIE | COM | 09255P107 | 10738 | 1076917 | SH | SOLE | 1076917 | 0 | 0 | ||
| BLACKROCK MUNI INTERM DURATI | COM | 09253X102 | 183 | 12500 | SH | SOLE | 12500 | 0 | 0 | ||
| BLUE CAPITAL REINSURANCE HOL | COM | G1190F107 | 1624 | 90571 | SH | SOLE | 90571 | 0 | 0 | ||
| BOEING CO/THE | COM | 097023105 | 1193 | 9400 | SH | SOLE | 9400 | 0 | 0 | ||
| BONA FILM GROUP LTD-SPON ADR | ADR | 09777B107 | 36289 | 2678169 | SH | SOLE | 2678169 | 0 | 0 | ||
| BORGWARNER INC | COM | 099724106 | 721 | 18764 | SH | SOLE | 18764 | 0 | 0 | ||
| BOSTON PROPERTIES INC | REIT | 101121101 | 856 | 6732 | SH | SOLE | 6732 | 0 | 0 | ||
| BOULEVARD ACQUISITION COR II | WRT | 10157Q110 | 257 | 855100 | SH | SOLE | 855100 | 0 | 0 | ||
| BRINKER INTERNATIONAL INC | COM | 109641100 | 1544 | 33593 | SH | SOLE | 33593 | 0 | 0 | ||
| BROOKFIELD ASSET MANAGE-CL A | COM | 112585104 | 2359 | 59026 | SH | SOLE | 59026 | 0 | 0 | ||
| BROOKFIELD HIGH INCOME FUND | COM | 11272P102 | 4181 | 595572 | SH | SOLE | 595572 | 0 | 0 | ||
| BRUNSWICK CORP | COM | 117043109 | 6957 | 145000 | SH | SOLE | 145000 | 0 | 0 | ||
| BUNGE LTD | COM | G16962105 | 608 | 10728 | SH | SOLE | 10728 | 0 | 0 | ||
| C&J ENERGY SERVICES LTD | COM | G3164Q101 | 910 | 645700 | SH | SOLE | 645700 | 0 | 0 | ||
| CABELA'S INC | COM | 126804301 | 508 | 10432 | SH | SOLE | 10432 | 0 | 0 | ||
| CABOT OIL & GAS CORP | COM | 127097103 | 763 | 33600 | SH | SOLE | 33600 | 0 | 0 | ||
| CAL-MAINE FOODS INC | COM | 128030202 | 1547 | 29800 | SH | Put | SOLE | 29800 | 0 | 0 | |
| CALADRIUS BIOSCIENCES INC | WRT | 128058104 | 0 | 1381250 | SH | SOLE | 1381250 | 0 | 0 | ||
| CALATLANTIC GROUP INC | COM | 128195104 | 538 | 16100 | SH | SOLE | 16100 | 0 | 0 | ||
| CALIFORNIA RESOURCES CORP | COM | 13057Q107 | 494 | 478700 | SH | SOLE | 478700 | 0 | 0 | ||
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 105144 | 1568152 | SH | SOLE | 1568152 | 0 | 0 | ||
| CAMPBELL SOUP CO | COM | 134429109 | 1399 | 21924 | SH | SOLE | 21924 | 0 | 0 | ||
| CAN IMPERIAL BK OF COMMERCE | COM | 136069101 | 1317 | 13573 | SH | SOLE | 13573 | 0 | 0 | ||
| CANADIAN NATL RAILWAY CO | COM | 136375102 | 1074 | 17187 | SH | SOLE | 17187 | 0 | 0 | ||
| CAPITAL ONE FINANCIAL CORP | COM | 14040H105 | 853 | 12314 | SH | SOLE | 12314 | 0 | 0 | ||
| CAPITOL ACQUISITION CORP III | WRT | 14055M114 | 300 | 1000000 | SH | SOLE | 1000000 | 0 | 0 | ||
| CARDTRONICS INC | COM | 14161H108 | 7110 | 197558 | SH | SOLE | 197558 | 0 | 0 | ||
| CARNIVAL CORP | COM | 143658300 | 1198 | 22700 | SH | SOLE | 22700 | 0 | 0 | ||
| CBRE GROUP INC - A | COM | 12504L109 | 1066 | 37000 | SH | SOLE | 37000 | 0 | 0 | ||
| CBS CORP-CLASS B NON VOTING | COM | 124857202 | 419 | 7612 | SH | SOLE | 7612 | 0 | 0 | ||
| CDW CORP/DE | COM | 12514G108 | 215 | 5188 | SH | SOLE | 5188 | 0 | 0 | ||
| CENTENE CORP | COM | 15135B101 | 2211 | 35901 | SH | SOLE | 35901 | 0 | 0 | ||
| CENTURYLINK INC | COM | 156700106 | 999 | 31251 | SH | SOLE | 31251 | 0 | 0 | ||
| CENVEO INC | COM | 15670S105 | 44 | 98497 | SH | SOLE | 98497 | 0 | 0 | ||
| CERNER CORP | COM | 156782104 | 632 | 11940 | SH | SOLE | 11940 | 0 | 0 | ||
| CHEESECAKE FACTORY INC/THE | COM | 163072101 | 1052 | 19809 | SH | SOLE | 19809 | 0 | 0 | ||
| CHEETAH MOBILE INC - ADR | ADR | 163075104 | 1512 | 92597 | SH | SOLE | 92597 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | DEBT | 165167CA3 | 6400 | 10000000 | PRN | SOLE | 10000000 | 0 | 0 | ||
| CHEVRON CORP | COM | 166764100 | 1059 | 11100 | SH | SOLE | 11100 | 0 | 0 | ||
| CHICO'S FAS INC | COM | 168615102 | 819 | 61717 | SH | SOLE | 61717 | 0 | 0 | ||
| CHINA BIOLOGIC PRODUCTS INC | COM | 16938C106 | 1892 | 16530 | SH | SOLE | 16530 | 0 | 0 | ||
| CHUBB LTD | COM | H1467J104 | 1068 | 8961 | SH | SOLE | 8961 | 0 | 0 | ||
| CHURCH & DWIGHT CO INC | COM | 171340102 | 1198 | 13000 | SH | SOLE | 13000 | 0 | 0 | ||
| CIGNA CORP | COM | 125509109 | 1208 | 8800 | SH | SOLE | 8800 | 0 | 0 | ||
| CINCINNATI FINANCIAL CORP | COM | 172062101 | 1328 | 20314 | SH | SOLE | 20314 | 0 | 0 | ||
| CINTAS CORP | COM | 172908105 | 1077 | 11995 | SH | SOLE | 11995 | 0 | 0 | ||
| CISCO SYSTEMS INC | COM | 17275R102 | 1082 | 38000 | SH | SOLE | 38000 | 0 | 0 | ||
| CITIGROUP INC | COM | 172967424 | 1094 | 26200 | SH | SOLE | 26200 | 0 | 0 | ||
| CITRIX SYSTEMS INC | COM | 177376100 | 6490 | 82600 | SH | SOLE | 82600 | 0 | 0 | ||
| CLEVELAND BIOLABS INC | COM | 185860202 | 0 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| CLOROX COMPANY | COM | 189054109 | 486 | 3855 | SH | SOLE | 3855 | 0 | 0 | ||
| CNA FINANCIAL CORP | COM | 126117100 | 858 | 26655 | SH | SOLE | 26655 | 0 | 0 | ||
| COACH INC | COM | 189754104 | 10422 | 259964 | SH | SOLE | 259964 | 0 | 0 | ||
| COBALT INTL ENERGY INC | DEBT | 19075FAA4 | 9951 | 20000000 | PRN | SOLE | 20000000 | 0 | 0 | ||
| COCA-COLA ENTERPRISES | COM | 19122T109 | 1189 | 23432 | SH | SOLE | 23432 | 0 | 0 | ||
| COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 27229 | 434284 | SH | SOLE | 423220 | 0 | 11064 | ||
| COLGATE-PALMOLIVE CO | COM | 194162103 | 1201 | 17000 | SH | SOLE | 17000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | DEBT | 85571WAB5 | 12454 | 12600000 | PRN | SOLE | 12600000 | 0 | 0 | ||
| COMCAST CORP-CLASS A | COM | 20030N101 | 6754 | 110557 | SH | SOLE | 99354 | 0 | 11203 | ||
| COMERICA INC | COM | 200340107 | 534 | 14100 | SH | SOLE | 14100 | 0 | 0 | ||
| COMMUNITY HEALTH SYSTEMS-CVR | COM | 203668116 | 32 | 5303225 | SH | SOLE | 5303225 | 0 | 0 | ||
| COMPUTER SCIENCES CORP | COM | 205363104 | 10317 | 300000 | SH | Put | SOLE | 300000 | 0 | 0 | |
| CONAGRA FOODS INC | COM | 205887102 | 1200 | 26900 | SH | SOLE | 26900 | 0 | 0 | ||
| CONCHO RESOURCES INC | COM | 20605P101 | 19409 | 192098 | SH | SOLE | 192098 | 0 | 0 | ||
| CONSTELLATION BRANDS INC-A | COM | 21036P108 | 11725 | 77594 | SH | SOLE | 70006 | 0 | 7588 | ||
| CONSTELLIUM NV- CLASS A | COM | N22035104 | 14268 | 2749165 | SH | SOLE | 2749165 | 0 | 0 | ||
| CONTINENTAL RESOURCES INC/OK | COM | 212015101 | 14740 | 485521 | SH | SOLE | 485521 | 0 | 0 | ||
| CONVERGYS CORP | COM | 212485106 | 1144 | 41202 | SH | SOLE | 41202 | 0 | 0 | ||
| COPART INC | COM | 217204106 | 1181 | 28959 | SH | SOLE | 28959 | 0 | 0 | ||
| COUNTRY STYLE COOKI-SPON ADR | ADR | 22238M109 | 4673 | 921701 | SH | SOLE | 921701 | 0 | 0 | ||
| CR BARD INC | COM | 067383109 | 1196 | 5900 | SH | SOLE | 5900 | 0 | 0 | ||
| CREDICORP LTD | COM | G2519Y108 | 1218 | 9300 | SH | SOLE | 9300 | 0 | 0 | ||
| CST BRANDS INC | COM | 12646R105 | 994 | 25953 | SH | SOLE | 25953 | 0 | 0 | ||
| CTRIP.COM INTERNATIONAL-ADR | ADR | 22943F100 | 12540 | 283330 | SH | SOLE | 283330 | 0 | 0 | ||
| DANAHER CORP | COM | 235851102 | 1195 | 12600 | SH | SOLE | 12600 | 0 | 0 | ||
| DARDEN RESTAURANTS INC | COM | 237194105 | 1193 | 18000 | SH | SOLE | 18000 | 0 | 0 | ||
| DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 907 | 12364 | SH | SOLE | 12364 | 0 | 0 | ||
| DDR CORP | REIT | 23317H102 | 676 | 38000 | SH | SOLE | 38000 | 0 | 0 | ||
| DECKERS OUTDOOR CORP | COM | 243537107 | 668 | 11142 | SH | SOLE | 11142 | 0 | 0 | ||
| DELPHI AUTOMOTIVE PLC | COM | G27823106 | 1200 | 16000 | SH | SOLE | 16000 | 0 | 0 | ||
| DELTA TECHNOLOGY HOLDINGS LT | WRT | G8477B113 | 41 | 576058 | SH | SOLE | 576058 | 0 | 0 | ||
| DENTSPLY SIRONA INC | COM | 24906P109 | 1217 | 19752 | SH | SOLE | 19752 | 0 | 0 | ||
| DEVON ENERGY CORP | COM | 25179M103 | 21181 | 771891 | SH | SOLE | 771891 | 0 | 0 | ||
| DIAMOND OFFSHORE DRILLING | COM | 25271C102 | 590 | 27139 | SH | SOLE | 27139 | 0 | 0 | ||
| DIAMONDBACK ENERGY INC | COM | 25278X109 | 909 | 11783 | SH | SOLE | 11783 | 0 | 0 | ||
| DISCOVER FINANCIAL SERVICES | COM | 254709108 | 900 | 17680 | SH | SOLE | 17680 | 0 | 0 | ||
| DISCOVERY COMMUNICATIONS-A | COM | 25470F104 | 1202 | 42000 | SH | SOLE | 42000 | 0 | 0 | ||
| DISCOVERY COMMUNICATIONS-C | COM | 25470F302 | 1199 | 44400 | SH | SOLE | 44400 | 0 | 0 | ||
| DISH NETWORK CORP-A | COM | 25470M109 | 1198 | 25900 | SH | SOLE | 25900 | 0 | 0 | ||
| DOLBY LABORATORIES INC-CL A | COM | 25659T107 | 1128 | 25959 | SH | SOLE | 25959 | 0 | 0 | ||
| DOLLAR GENERAL CORP | COM | 256677105 | 1198 | 14000 | SH | SOLE | 14000 | 0 | 0 | ||
| DOUBLE EAGLE ACQUISITION COR | WRT | G28195116 | 684 | 1800000 | SH | SOLE | 1800000 | 0 | 0 | ||
| DOVER CORP | COM | 260003108 | 557 | 8658 | SH | SOLE | 8658 | 0 | 0 | ||
| DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 1198 | 13400 | SH | SOLE | 13400 | 0 | 0 | ||
| DUNKIN' BRANDS GROUP INC | COM | 265504100 | 4877 | 103400 | SH | Put | SOLE | 103400 | 0 | 0 | |
| E*TRADE FINANCIAL CORP | COM | 269246401 | 1195 | 48800 | SH | SOLE | 48800 | 0 | 0 | ||
| EATON VANCE TAX-ADVANTAGED B | FUND | 27829M103 | 559 | 45464 | SH | SOLE | 45464 | 0 | 0 | ||
| EBAY INC | COM | 278642103 | 2109 | 88400 | SH | SOLE | 88400 | 0 | 0 | ||
| ECHOSTAR CORP-A | COM | 278768106 | 898 | 20274 | SH | SOLE | 20274 | 0 | 0 | ||
| ELECTRUM SPECIAL ACQUISITION | WRT | G3105C112 | 324 | 1617500 | SH | SOLE | 1617500 | 0 | 0 | ||
| ELI LILLY & CO | COM | 532457108 | 1203 | 16700 | SH | SOLE | 16700 | 0 | 0 | ||
| EMC CORP/MA | COM | 268648102 | 9351 | 350856 | SH | SOLE | 335362 | 0 | 15494 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 9851 | 270990 | SH | SOLE | 270990 | 0 | 0 | ||
| EMERSON ELECTRIC CO | COM | 291011104 | 2141 | 39373 | SH | SOLE | 39373 | 0 | 0 | ||
| ENCANA CORP | COM | 292505104 | 126 | 20674 | SH | SOLE | 20674 | 0 | 0 | ||
| ENDURANCE SPECIALTY HOLDINGS | COM | G30397106 | 921 | 14091 | SH | SOLE | 14091 | 0 | 0 | ||
| ENERGEN CORP | COM | 29265N108 | 12829 | 350580 | SH | SOLE | 350580 | 0 | 0 | ||
| ENERNOC INC | DEBT | 292764AB3 | 8701 | 12250000 | PRN | SOLE | 12250000 | 0 | 0 | ||
| ENSTAR GROUP LTD | COM | G3075P101 | 1063 | 6536 | SH | SOLE | 6536 | 0 | 0 | ||
| ENTERGY CORP | COM | 29364G103 | 1197 | 15100 | SH | SOLE | 15100 | 0 | 0 | ||
| ENVISION HEALTHCARE HOLDINGS | COM | 29413U103 | 869 | 42600 | SH | SOLE | 42600 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 888 | 13200 | SH | SOLE | 13200 | 0 | 0 | ||
| EQUITY RESIDENTIAL | REIT | 29476L107 | 1200 | 16000 | SH | SOLE | 16000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 3594 | 48500 | SH | SOLE | 48500 | 0 | 0 | ||
| EVERSOURCE ENERGY | COM | 30040W108 | 1196 | 20500 | SH | SOLE | 20500 | 0 | 0 | ||
| EXPEDITORS INTL WASH INC | COM | 302130109 | 1201 | 24600 | SH | SOLE | 24600 | 0 | 0 | ||
| EXPRESS INC | COM | 30219E103 | 5703 | 266375 | SH | SOLE | 266375 | 0 | 0 | ||
| EXPRESS SCRIPTS HOLDING CO | COM | 30219G108 | 1202 | 17500 | SH | SOLE | 17500 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 14777 | 176787 | SH | SOLE | 164157 | 0 | 12630 | ||
| FACEBOOK INC-A | COM | 30303M102 | 75712 | 663544 | SH | SOLE | 623767 | 0 | 39777 | ||
| FEDEX CORP | COM | 31428X106 | 2143 | 13168 | SH | SOLE | 13168 | 0 | 0 | ||
| FIDELITY NATIONAL INFO SERV | COM | 31620M106 | 745 | 11765 | SH | SOLE | 11765 | 0 | 0 | ||
| FIAT CHRYSLER AUTOMOBILES NV | COM | N31738102 | 71 | 8850 | SH | SOLE | 8850 | 0 | 0 | ||
| FIFTH THIRD BANCORP | COM | 316773100 | 2025 | 121380 | SH | SOLE | 121380 | 0 | 0 | ||
| FIRST NIAGARA FINANCIAL GRP | COM | 33582V108 | 489 | 50500 | SH | SOLE | 50500 | 0 | 0 | ||
| FIRST TRUST HIGH INCOME LONG | COM | 33738E109 | 5628 | 384994 | SH | SOLE | 384994 | 0 | 0 | ||
| FIRST TRUST STRAT HIGH INC 2 | COM | 337353304 | 2501 | 219987 | SH | SOLE | 219987 | 0 | 0 | ||
| FIRSTENERGY CORP | COM | 337932107 | 1198 | 33300 | SH | SOLE | 33300 | 0 | 0 | ||
| FISERV INC | COM | 337738108 | 2513 | 24495 | SH | SOLE | 24495 | 0 | 0 | ||
| FITBIT INC - A | COM | 33812L102 | 1532 | 101151 | SH | SOLE | 101151 | 0 | 0 | ||
| FIVE OAKS INVESTMENT CORP | REIT | 33830W106 | 608 | 108570 | SH | SOLE | 108570 | 0 | 0 | ||
| FLOWSERVE CORP | COM | 34354P105 | 729 | 16425 | SH | SOLE | 16425 | 0 | 0 | ||
| FMC TECHNOLOGIES INC | COM | 30249U101 | 20585 | 752399 | SH | SOLE | 752399 | 0 | 0 | ||
| FORTUNE BRANDS HOME & SECURI | COM | 34964C106 | 772 | 13782 | SH | SOLE | 13782 | 0 | 0 | ||
| FRANKLIN RESOURCES INC | COM | 354613101 | 794 | 20324 | SH | SOLE | 20324 | 0 | 0 | ||
| FREEPORT-MCMORAN INC | COM | 35671D857 | 390 | 37700 | SH | SOLE | 37700 | 0 | 0 | ||
| FRESH DEL MONTE PRODUCE INC | COM | G36738105 | 1155 | 27453 | SH | SOLE | 27453 | 0 | 0 | ||
| FS INVESTMENT CORP | COM | 302635107 | 912 | 99423 | SH | SOLE | 99423 | 0 | 0 | ||
| GALENA BIOPHARMA INC | COM | 363256108 | 69 | 50655 | SH | SOLE | 50655 | 0 | 0 | ||
| GAMING AND LEISURE PROPERTIE | REIT | 36467J108 | 2381 | 77000 | SH | SOLE | 77000 | 0 | 0 | ||
| GENER8 MARITIME INC | COM | Y26889108 | 7987 | 1131308 | SH | SOLE | 1131308 | 0 | 0 | ||
| GENERAL DYNAMICS CORP | COM | 369550108 | 975 | 7419 | SH | SOLE | 7419 | 0 | 0 | ||
| GENERAL MILLS INC | COM | 370334104 | 1184 | 18683 | SH | SOLE | 18683 | 0 | 0 | ||
| GENERAL MOTORS CO | COM | 37045V100 | 1204 | 38300 | SH | SOLE | 38300 | 0 | 0 | ||
| GENUINE PARTS CO | COM | 372460105 | 854 | 8598 | SH | SOLE | 8598 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 1203 | 13100 | SH | SOLE | 13100 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 778 | 4957 | SH | SOLE | 4957 | 0 | 0 | ||
| GRAPHIC PACKAGING HOLDING CO | COM | 388689101 | 991 | 77100 | SH | SOLE | 77100 | 0 | 0 | ||
| GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 2641 | 45000 | SH | SOLE | 45000 | 0 | 0 | ||
| GRUPO TELEVISA SA-SPON ADR | ADR | 40049J206 | 370 | 13458 | SH | SOLE | 13458 | 0 | 0 | ||
| GSV CAPITAL CORP | DEBT | 36191JAB7 | 25733 | 28105000 | PRN | SOLE | 28105000 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COM | 402635304 | 731 | 25800 | SH | SOLE | 25800 | 0 | 0 | ||
| H&R BLOCK INC | COM | 093671105 | 8402 | 318028 | SH | SOLE | 318028 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 33102 | 926741 | SH | SOLE | 856941 | 0 | 69800 | ||
| HANESBRANDS INC | COM | 410345102 | 986 | 34800 | SH | SOLE | 34800 | 0 | 0 | ||
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 1287 | 14262 | SH | SOLE | 14262 | 0 | 0 | ||
| HARRIS CORP | COM | 413875105 | 1199 | 15400 | SH | SOLE | 15400 | 0 | 0 | ||
| HARTFORD FINANCIAL SVCS GRP | COM | 416515104 | 1060 | 23000 | SH | SOLE | 23000 | 0 | 0 | ||
| HASBRO INC | COM | 418056107 | 1202 | 15000 | SH | SOLE | 15000 | 0 | 0 | ||
| HAWAIIAN TELCOM HOLDCO INC | COM | 420031106 | 4672 | 198390 | SH | SOLE | 198390 | 0 | 0 | ||
| HCI GROUP INC | DEBT | 40416EAB9 | 7570 | 8784000 | PRN | SOLE | 8784000 | 0 | 0 | ||
| HD SUPPLY HOLDINGS INC | COM | 40416M105 | 17597 | 532100 | SH | SOLE | 532100 | 0 | 0 | ||
| HEARTLAND EXPRESS INC | COM | 422347104 | 893 | 48162 | SH | SOLE | 48162 | 0 | 0 | ||
| HEARTLAND PAYMENT SYSTEMS IN | COM | 42235N108 | 170061 | 1761013 | SH | SOLE | 1761013 | 0 | 0 | ||
| HENNESSY CAPITAL ACQUISITION | WRT | 42588J118 | 173 | 1150000 | SH | SOLE | 1150000 | 0 | 0 | ||
| HOLLYFRONTIER CORP | COM | 436106108 | 5427 | 153638 | SH | SOLE | 153638 | 0 | 0 | ||
| HOLOGIC INC | COM | 436440101 | 1197 | 34700 | SH | SOLE | 34700 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 14191 | 106355 | SH | SOLE | 96934 | 0 | 9421 | ||
| HOMEINNS HOTEL GROUP-ADR | ADR | 43742E102 | 69367 | 1945787 | SH | SOLE | 1945787 | 0 | 0 | ||
| HONEYWELL INTERNATIONAL INC | COM | 438516106 | 27940 | 249358 | SH | SOLE | 208121 | 0 | 41237 | ||
| HORACE MANN EDUCATORS | COM | 440327104 | 989 | 31200 | SH | SOLE | 31200 | 0 | 0 | ||
| HORMEL FOODS CORP | COM | 440452100 | 1167 | 27000 | SH | SOLE | 27000 | 0 | 0 | ||
| HORNBECK OFFSHORE SERVICES | COM | 440543106 | 332 | 33400 | SH | SOLE | 33400 | 0 | 0 | ||
| HP INC | COM | 40434L105 | 29773 | 2416653 | SH | SOLE | 2284878 | 0 | 131775 | ||
| HUMANA INC | COM | 444859102 | 1225 | 6700 | SH | SOLE | 6700 | 0 | 0 | ||
| HUNT (JB) TRANSPRT SVCS INC | COM | 445658107 | 1017 | 12076 | SH | SOLE | 12076 | 0 | 0 | ||
| HUNTINGTON BANCSHARES INC | COM | 446150104 | 954 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | COM | 447462102 | 4469 | 76800 | SH | SOLE | 76800 | 0 | 0 | ||
| IAC/INTERACTIVECORP | COM | 44919P508 | 814 | 17300 | SH | SOLE | 17300 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | DEBT | 451055AF4 | 16104 | 23340000 | PRN | SOLE | 23340000 | 0 | 0 | ||
| IDEX CORP | COM | 45167R104 | 721 | 8700 | SH | SOLE | 8700 | 0 | 0 | ||
| IDEXX LABORATORIES INC | COM | 45168D104 | 268 | 3421 | SH | SOLE | 3421 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 9232 | 56949 | SH | SOLE | 56949 | 0 | 0 | ||
| IMAX CORP | COM | 45245E109 | 1865 | 60000 | SH | SOLE | 60000 | 0 | 0 | ||
| IMPAX LABORATORIES INC | COM | 45256B101 | 434 | 13541 | SH | SOLE | 13541 | 0 | 0 | ||
| ING GROEP NV FLT PERP | DEBT | 456837AF0 | 183500 | 2000000 | SH | SOLE | 2000000 | 0 | 0 | ||
| INGERSOLL-RAND PLC | COM | G47791101 | 1197 | 19300 | SH | SOLE | 19300 | 0 | 0 | ||
| INGREDION INC | COM | 457187102 | 1361 | 12746 | SH | SOLE | 12746 | 0 | 0 | ||
| INTEGRATED DEVICE TECH INC | COM | 458118106 | 711 | 34800 | SH | SOLE | 34800 | 0 | 0 | ||
| INTERNATIONAL PAPER CO | COM | 460146103 | 832 | 20267 | SH | SOLE | 20267 | 0 | 0 | ||
| INTERPUBLIC GROUP OF COS INC | COM | 460690100 | 1010 | 44000 | SH | SOLE | 44000 | 0 | 0 | ||
| INTL BUSINESS MACHINES CORP | COM | 459200101 | 1212 | 8000 | SH | SOLE | 8000 | 0 | 0 | ||
| INTL FLAVORS & FRAGRANCES | COM | 459506101 | 432 | 3796 | SH | SOLE | 3796 | 0 | 0 | ||
| INTL SPEEDWAY CORP-CL A | COM | 460335201 | 1023 | 27711 | SH | SOLE | 27711 | 0 | 0 | ||
| INVESCO QUALITY MUNI INC TR | COM | 46133G107 | 183 | 13840 | SH | SOLE | 13840 | 0 | 0 | ||
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 1841 | 70000 | SH | SOLE | 70000 | 0 | 0 | ||
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 44711 | 1700000 | SH | Put | SOLE | 1700000 | 0 | 0 | |
| ISHARES MSCI EMERGING MARKET | ETP | 464287234 | 79958 | 2334500 | SH | Put | SOLE | 2334500 | 0 | 0 | |
| ISHARES MSCI USA MINIMUM VOL | ETP | 46429B697 | 1101 | 25055 | SH | SOLE | 25055 | 0 | 0 | ||
| ISHARES RUSSELL 2000 ETF | ETP | 464287655 | 13939 | 126000 | SH | Put | SOLE | 126000 | 0 | 0 | |
| ITAU UNIBANCO H-SPON PRF ADR | ADR | 465562106 | 1718 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| JACK HENRY & ASSOCIATES INC | COM | 426281101 | 1337 | 15812 | SH | SOLE | 15812 | 0 | 0 | ||
| JACOBS ENGINEERING GROUP INC | COM | 469814107 | 286 | 6565 | SH | SOLE | 6565 | 0 | 0 | ||
| JARDEN CORP | COM | 471109108 | 243184 | 4125247 | SH | SOLE | 4125247 | 0 | 0 | ||
| JASON INDUSTRIES INC | WRT | 471172114 | 132 | 1098700 | SH | SOLE | 1098700 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 3269 | 25040 | SH | SOLE | 25040 | 0 | 0 | ||
| JD.COM INC-ADR | ADR | 47215P106 | 6352 | 239696 | SH | SOLE | 239696 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 1118 | 10334 | SH | SOLE | 10334 | 0 | 0 | ||
| JOHNSON CONTROLS INC | COM | 478366107 | 1201 | 30825 | SH | SOLE | 30825 | 0 | 0 | ||
| JONES LANG LASALLE INC | COM | 48020Q107 | 315 | 2689 | SH | SOLE | 2689 | 0 | 0 | ||
| JOY GLOBAL INC | COM | 481165108 | 562 | 35000 | SH | SOLE | 35000 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 918 | 15498 | SH | SOLE | 15498 | 0 | 0 | ||
| JUNIPER NETWORKS INC | COM | 48203R104 | 16201 | 635065 | SH | SOLE | 635065 | 0 | 0 | ||
| KATE SPADE & CO | COM | 485865109 | 4694 | 183940 | SH | SOLE | 183940 | 0 | 0 | ||
| KBS FASHION GROUP LTD | COM | Y46002104 | 0 | 270000 | SH | SOLE | 270000 | 0 | 0 | ||
| KEYCORP | COM | 493267108 | 1105 | 100100 | SH | SOLE | 100100 | 0 | 0 | ||
| KIMBERLY-CLARK CORP | COM | 494368103 | 1197 | 8900 | SH | SOLE | 8900 | 0 | 0 | ||
| KINDER MORGAN INC | WRT | 49456B119 | 18 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| KOHLS CORP | COM | 500255104 | 937 | 20100 | SH | SOLE | 20100 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 1093 | 28583 | SH | SOLE | 28583 | 0 | 0 | ||
| L BRANDS INC | COM | 501797104 | 1074 | 12231 | SH | SOLE | 12231 | 0 | 0 | ||
| L-3 COMMUNICATIONS HOLDINGS | COM | 502424104 | 2107 | 17775 | SH | SOLE | 17775 | 0 | 0 | ||
| LANNETT CO INC | COM | 516012101 | 215 | 12015 | SH | SOLE | 12015 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AB0 | 5861 | 7711000 | PRN | SOLE | 7711000 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AD6 | 4949 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| LEAR CORP | COM | 521865204 | 1201 | 10800 | SH | SOLE | 10800 | 0 | 0 | ||
| LEGG MASON INC | COM | 524901105 | 1071 | 30894 | SH | SOLE | 30894 | 0 | 0 | ||
| LENNOX INTERNATIONAL INC | COM | 526107107 | 394 | 2917 | SH | SOLE | 2917 | 0 | 0 | ||
| LEVEL 3 COMMUNICATIONS INC | COM | 52729N308 | 1179 | 22300 | SH | SOLE | 22300 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AN1 | 80542 | 150546000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| LIBERTY MEDIA CORP - C | COM | 531229300 | 6666 | 175000 | SH | SOLE | 175000 | 0 | 0 | ||
| LIBERTY TRIPADVISOR HDG-A | COM | 531465102 | 2496 | 112631 | SH | SOLE | 112631 | 0 | 0 | ||
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 900 | 15370 | SH | SOLE | 15370 | 0 | 0 | ||
| LINCOLN NATIONAL CORP | COM | 534187109 | 1011 | 25800 | SH | SOLE | 25800 | 0 | 0 | ||
| LINEAR TECHNOLOGY CORP | COM | 535678106 | 477 | 10710 | SH | SOLE | 10710 | 0 | 0 | ||
| LINKEDIN CORP | DEBT | 53578AAB4 | 7226 | 8000000 | PRN | SOLE | 8000000 | 0 | 0 | ||
| LINKEDIN CORP - A | COM | 53578A108 | 480 | 4200 | SH | SOLE | 4200 | 0 | 0 | ||
| LITHIA MOTORS INC-CL A | COM | 536797103 | 2183 | 25000 | SH | SOLE | 25000 | 0 | 0 | ||
| LOCKHEED MARTIN CORP | COM | 539830109 | 23405 | 105670 | SH | SOLE | 91412 | 0 | 14258 | ||
| LOEWS CORP | COM | 540424108 | 662 | 17297 | SH | SOLE | 17297 | 0 | 0 | ||
| LOWE'S COS INC | COM | 548661107 | 1189 | 15700 | SH | SOLE | 15700 | 0 | 0 | ||
| LULULEMON ATHLETICA INC | COM | 550021109 | 1192 | 17600 | SH | SOLE | 17600 | 0 | 0 | ||
| LYONDELLBASELL INDU-CL A | COM | N53745100 | 14109 | 164868 | SH | SOLE | 164868 | 0 | 0 | ||
| MACERICH CO/THE | REIT | 554382101 | 1197 | 15100 | SH | SOLE | 15100 | 0 | 0 | ||
| MACY'S INC | COM | 55616P104 | 3673 | 83300 | SH | Put | SOLE | 83300 | 0 | 0 | |
| MAGNA INTERNATIONAL INC | COM | 559222401 | 14435 | 336016 | SH | SOLE | 270705 | 0 | 65311 | ||
| MAIN STREET CAPITAL CORP | COM | 56035L104 | 1056 | 33700 | SH | SOLE | 33700 | 0 | 0 | ||
| MALLINCKRODT PLC | COM | G5785G107 | 729 | 11900 | SH | SOLE | 11900 | 0 | 0 | ||
| MANPOWERGROUP INC | COM | 56418H100 | 739 | 9074 | SH | SOLE | 9074 | 0 | 0 | ||
| MANTECH INTERNATIONAL CORP-A | COM | 564563104 | 947 | 29600 | SH | SOLE | 29600 | 0 | 0 | ||
| MARATHON OIL CORP | COM | 565849106 | 475 | 42600 | SH | SOLE | 42600 | 0 | 0 | ||
| MARATHON PETROLEUM CORP | COM | 56585A102 | 811 | 21800 | SH | SOLE | 21800 | 0 | 0 | ||
| MARINA BIOTECH INC | COM | 56804Q201 | 0 | 26189 | SH | SOLE | 26189 | 0 | 0 | ||
| MARVELL TECHNOLOGY GROUP LTD | COM | G5876H105 | 578 | 56061 | SH | SOLE | 56061 | 0 | 0 | ||
| MASCO CORP | COM | 574599106 | 1201 | 38200 | SH | SOLE | 38200 | 0 | 0 | ||
| MAST THERAPEUTICS INC | COM | 576314108 | 0 | 1250000 | SH | SOLE | 1250000 | 0 | 0 | ||
| MCDONALD'S CORP | COM | 580135101 | 1347 | 10719 | SH | SOLE | 10719 | 0 | 0 | ||
| MCGRAW HILL FINANCIAL INC | COM | 580645109 | 1198 | 12100 | SH | SOLE | 12100 | 0 | 0 | ||
| MCKESSON CORP | COM | 58155Q103 | 1195 | 7600 | SH | SOLE | 7600 | 0 | 0 | ||
| MEAD JOHNSON NUTRITION CO | COM | 582839106 | 1198 | 14100 | SH | SOLE | 14100 | 0 | 0 | ||
| MECOX LANE LTD-ADR | ADR | 58403M201 | 1196 | 307538 | SH | SOLE | 307538 | 0 | 0 | ||
| MEDIVATION INC | COM | 58501N101 | 589 | 12800 | SH | SOLE | 12800 | 0 | 0 | ||
| MEMORIAL RESOURCE DEVELOPMEN | COM | 58605Q109 | 9070 | 890949 | SH | SOLE | 890949 | 0 | 0 | ||
| MERCADOLIBRE INC | COM | 58733R102 | 460 | 3900 | SH | SOLE | 3900 | 0 | 0 | ||
| MERCK & CO. INC. | COM | 58933Y105 | 1190 | 22500 | SH | SOLE | 22500 | 0 | 0 | ||
| METLIFE INC | COM | 59156R108 | 2042 | 46470 | SH | SOLE | 46470 | 0 | 0 | ||
| MGIC INVESTMENT CORP | COM | 552848103 | 324 | 42208 | SH | SOLE | 42208 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | COM | 595017104 | 1195 | 24800 | SH | SOLE | 24800 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 5167 | 493571 | SH | SOLE | 493571 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 14119 | 255645 | SH | SOLE | 241105 | 0 | 14540 | ||
| MICROVISION INC | COM | 594960304 | 0 | 730000 | SH | SOLE | 730000 | 0 | 0 | ||
| MODUSLINK GLOBAL SOLUTIO | DEBT | 60786LAB3 | 1990 | 2950000 | PRN | SOLE | 2950000 | 0 | 0 | ||
| MOHAWK INDUSTRIES INC | COM | 608190104 | 1203 | 6300 | SH | SOLE | 6300 | 0 | 0 | ||
| MOLSON COORS BREWING CO -B | COM | 60871R209 | 11756 | 122224 | SH | SOLE | 122224 | 0 | 0 | ||
| MONSANTO CO | COM | 61166W101 | 1202 | 13700 | SH | SOLE | 13700 | 0 | 0 | ||
| MONSTER BEVERAGE CORP | COM | 61174X109 | 7290 | 54653 | SH | SOLE | 50613 | 0 | 4040 | ||
| MONSTER WORLDWIDE INC | DEBT | 611742AB3 | 5707 | 6270000 | PRN | SOLE | 6270000 | 0 | 0 | ||
| MOOG INC-CLASS A | COM | 615394202 | 786 | 17200 | SH | SOLE | 17200 | 0 | 0 | ||
| MORGAN STANLEY | COM | 617446448 | 538 | 21500 | SH | SOLE | 21500 | 0 | 0 | ||
| MORGANS HOTEL GROUP CO | COM | 61748W108 | 4333 | 3139668 | SH | SOLE | 3139668 | 0 | 0 | ||
| MRC GLOBAL INC | COM | 55345K103 | 5514 | 419633 | SH | SOLE | 419633 | 0 | 0 | ||
| MSC INDUSTRIAL DIRECT CO-A | COM | 553530106 | 1343 | 17600 | SH | SOLE | 17600 | 0 | 0 | ||
| MUELLER INDUSTRIES INC | COM | 624756102 | 1118 | 38000 | SH | SOLE | 38000 | 0 | 0 | ||
| MYLAN NV | COM | N59465909 | 443 | 400000 | SH | Call | SOLE | 400000 | 0 | 0 | |
| NABORS INDUSTRIES LTD | COM | G6359F103 | 174 | 18900 | SH | SOLE | 18900 | 0 | 0 | ||
| NATIONAL RETAIL PROPERTIES | REIT | 637417106 | 1197 | 25900 | SH | SOLE | 25900 | 0 | 0 | ||
| NAVIENT CORP | COM | 63938C108 | 660 | 55071 | SH | SOLE | 55071 | 0 | 0 | ||
| NAVIGATORS GROUP INC | COM | 638904102 | 981 | 11700 | SH | SOLE | 11700 | 0 | 0 | ||
| NELNET INC-CL A | COM | 64031N108 | 962 | 24445 | SH | SOLE | 24445 | 0 | 0 | ||
| NETEASE INC-ADR | ADR | 64110W102 | 6820 | 47500 | SH | SOLE | 47500 | 0 | 0 | ||
| NEUBERGER BERMAN HIGH YIELD | FUND | 64128C106 | 3778 | 356088 | SH | SOLE | 356088 | 0 | 0 | ||
| NEW AMERICA HIGH INCOME FUND | FUND | 641876800 | 844 | 104504 | SH | SOLE | 104504 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE COR | DEBT | 647551AB6 | 1059 | 1100000 | PRN | SOLE | 1100000 | 0 | 0 | ||
| NEW ORIENTAL EDUCATIO-SP ADR | ADR | 647581107 | 965 | 27900 | SH | SOLE | 27900 | 0 | 0 | ||
| NEWFIELD EXPLORATION CO | COM | 651290108 | 19827 | 596311 | SH | SOLE | 596311 | 0 | 0 | ||
| NEWPARK RESOURCES INC | DEBT | 651718AC2 | 13860 | 16000000 | PRN | SOLE | 16000000 | 0 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | 1195 | 10100 | SH | SOLE | 10100 | 0 | 0 | ||
| NISOURCE INC | COM | 65473P105 | 1199 | 50900 | SH | SOLE | 50900 | 0 | 0 | ||
| NOBLE ENERGY INC | COM | 655044105 | 40921 | 1302780 | SH | SOLE | 1205910 | 0 | 96870 | ||
| NORTHERN TRUST CORP | COM | 665859104 | 1003 | 15397 | SH | SOLE | 15397 | 0 | 0 | ||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 1207 | 6100 | SH | SOLE | 6100 | 0 | 0 | ||
| NORTHSTAR ASSET MANAGEMENT | COM | 66705Y104 | 1044 | 92000 | SH | SOLE | 92000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 1204 | 64400 | SH | SOLE | 64400 | 0 | 0 | ||
| NUVEEN DIV ADV MUNI FD 2 | FUND | 67070F100 | 738 | 49689 | SH | SOLE | 49689 | 0 | 0 | ||
| NUVEEN MUNI ADV FD | FUND | 67062H106 | 252 | 17552 | SH | SOLE | 17552 | 0 | 0 | ||
| NUVEEN MUNI MKT OPP FD | FUND | 67062W103 | 208 | 14673 | SH | SOLE | 14673 | 0 | 0 | ||
| NUVEEN PERF PLUS MUNI FD | FUND | 67062P108 | 601 | 38329 | SH | SOLE | 38329 | 0 | 0 | ||
| NUVEEN PREM INC MUNI FD | FUND | 67062T100 | 241 | 16523 | SH | SOLE | 16523 | 0 | 0 | ||
| NUVEEN QUAL INC MUNI FD | FUND | 670977107 | 525 | 35686 | SH | SOLE | 35686 | 0 | 0 | ||
| O'REILLY AUTOMOTIVE INC | COM | 67103H107 | 9539 | 34856 | SH | SOLE | 31483 | 0 | 3373 | ||
| OASIS PETROLEUM INC | COM | 674215108 | 4558 | 626030 | SH | SOLE | 626030 | 0 | 0 | ||
| OCCIDENTAL PETROLEUM CORP | COM | 674599105 | 1957 | 28600 | SH | SOLE | 28600 | 0 | 0 | ||
| OCEANEERING INTL INC | COM | 675232102 | 13115 | 394565 | SH | SOLE | 394565 | 0 | 0 | ||
| OLD DOMINION FREIGHT LINE | COM | 679580100 | 1563 | 22453 | SH | SOLE | 22453 | 0 | 0 | ||
| OLD REPUBLIC INTL CORP | COM | 680223104 | 1490 | 81534 | SH | SOLE | 81534 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 1199 | 29300 | SH | SOLE | 29300 | 0 | 0 | ||
| OSHKOSH CORP | COM | 688239201 | 805 | 19700 | SH | SOLE | 19700 | 0 | 0 | ||
| OWENS CORNING | COM | 690742101 | 978 | 20680 | SH | SOLE | 20680 | 0 | 0 | ||
| PACE HOLDINGS CORP | WRT | G6865N111 | 735 | 2100000 | SH | SOLE | 2100000 | 0 | 0 | ||
| PACKAGING CORP OF AMERICA | COM | 695156109 | 400 | 6627 | SH | SOLE | 6627 | 0 | 0 | ||
| PALO ALTO NETWORKS | DEBT | 697435AB1 | 3888 | 2500000 | PRN | SOLE | 2500000 | 0 | 0 | ||
| PANDORA MEDIA INC | COM | 698354107 | 1770 | 197732 | SH | SOLE | 197732 | 0 | 0 | ||
| PARKER HANNIFIN CORP | COM | 701094104 | 1200 | 10800 | SH | SOLE | 10800 | 0 | 0 | ||
| PDC ENERGY INC | COM | 69327R101 | 921 | 15500 | SH | SOLE | 15500 | 0 | 0 | ||
| PDL BIOPHARMA INC | DEBT | 69329YAF1 | 3738 | 4165000 | PRN | SOLE | 4165000 | 0 | 0 | ||
| PENNYMAC CORP | DEBT | 70932AAB9 | 55033 | 61086000 | PRN | SOLE | 61086000 | 0 | 0 | ||
| PENTAIR PLC | COM | G7S00T104 | 1205 | 22200 | PRN | SOLE | 22200 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 1115 | 10881 | SH | SOLE | 10881 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 893 | 30135 | SH | SOLE | 30135 | 0 | 0 | ||
| PHILLIPS 66 | COM | 718546104 | 961 | 11100 | SH | SOLE | 11100 | 0 | 0 | ||
| PHOSPHATE HOLDINGS INC | WRT | 71922F102 | 0 | 656667 | SH | SOLE | 656667 | 0 | 0 | ||
| PIONEER NATURAL RESOURCES CO | COM | 723787107 | 36684 | 260646 | SH | SOLE | 241506 | 0 | 19140 | ||
| PLANTRONICS INC | COM | 727493108 | 843 | 21500 | SH | SOLE | 21500 | 0 | 0 | ||
| PLATFORM SPECIALTY PRODUCTS | COM | 72766Q105 | 401 | 46600 | SH | SOLE | 46600 | 0 | 0 | ||
| PLURISTEM THERAPEUTICS INC | WRT | 72940R102 | 0 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 916 | 10827 | SH | SOLE | 10827 | 0 | 0 | ||
| POWERSHARES QQQ TRUST SERIES | ETP | 73935A104 | 14687 | 134500 | SH | Put | SOLE | 134500 | 0 | 0 | |
| POWERSHARES S&P 500 LOW VOLA | ETP | 73937B779 | 1120 | 27778 | SH | SOLE | 27778 | 0 | 0 | ||
| PRAXAIR INC | COM | 74005P104 | 2178 | 19032 | SH | SOLE | 19032 | 0 | 0 | ||
| PRICELINE GROUP INC/THE | COM | 741503403 | 7907 | 6134 | SH | SOLE | 5761 | 0 | 373 | ||
| PRINCIPAL FINANCIAL GROUP | COM | 74251V102 | 1159 | 29379 | SH | SOLE | 29379 | 0 | 0 | ||
| PROASSURANCE CORP | COM | 74267C106 | 1153 | 22793 | SH | SOLE | 22793 | 0 | 0 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 1085 | 13185 | SH | SOLE | 13185 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | COM | 743312100 | 916 | 37996 | SH | SOLE | 37996 | 0 | 0 | ||
| PROGRESSIVE CORP | COM | 743315103 | 407 | 11586 | SH | SOLE | 11586 | 0 | 0 | ||
| PROGRESSIVE WASTE SOLUTIONS | COM | 74339G101 | 1521 | 37674 | SH | SOLE | 37674 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAD4 | 1098 | 1092000 | PRN | SOLE | 1092000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAK8 | 15474 | 15870000 | PRN | SOLE | 15870000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAL6 | 55627 | 57000000 | PRN | SOLE | 57000000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAM4 | 12287 | 13141000 | PRN | SOLE | 13141000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAQ5 | 5055 | 5740000 | PRN | SOLE | 5740000 | 0 | 0 | ||
| PUBLIC SERVICE ENTERPRISE GP | COM | 744573106 | 419 | 8884 | SH | SOLE | 8884 | 0 | 0 | ||
| QIHOO 360 TECH CO LTD | DEBT | 74734MAB5 | 18843 | 19000000 | PRN | SOLE | 19000000 | 0 | 0 | ||
| QIHOO 360 TECH CO LTD | DEBT | 74734MAF6 | 23670 | 24000000 | PRN | SOLE | 24000000 | 0 | 0 | ||
| QUALCOMM INC | COM | 747525103 | 1202 | 23500 | SH | SOLE | 23500 | 0 | 0 | ||
| QUANTA SERVICES INC | COM | 74762E102 | 1196 | 53000 | SH | SOLE | 53000 | 0 | 0 | ||
| QUANTUM CORP | DEBT | 747906AJ4 | 1941 | 2655000 | PRN | SOLE | 2655000 | 0 | 0 | ||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 227 | 3171 | SH | SOLE | 3171 | 0 | 0 | ||
| QUESTAR CORP | COM | 748356102 | 3646 | 146976 | SH | SOLE | 146976 | 0 | 0 | ||
| QUINPARIO ACQUISITION CORP 2 | WRT | 74874U119 | 257 | 1222482 | SH | SOLE | 1222482 | 0 | 0 | ||
| RACKSPACE HOSTING INC | COM | 750086100 | 702 | 32500 | SH | SOLE | 32500 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AA2 | 23669 | 23669000 | PRN | SOLE | 23669000 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AB0 | 16095 | 19541000 | PRN | SOLE | 19541000 | 0 | 0 | ||
| RANDGOLD RESOURCES LTD-ADR | ADR | 752344309 | 314 | 3456 | SH | SOLE | 3456 | 0 | 0 | ||
| RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 518 | 10876 | SH | SOLE | 10876 | 0 | 0 | ||
| RAYTHEON COMPANY | COM | 755111507 | 1067 | 8700 | SH | SOLE | 8700 | 0 | 0 | ||
| RED HAT INC | COM | 756577102 | 17816 | 239094 | SH | SOLE | 239094 | 0 | 0 | ||
| REDWOOD TRUST INC | DEBT | 758075AB1 | 86692 | 92472000 | PRN | SOLE | 92472000 | 0 | 0 | ||
| REGENCY CENTERS CORP | REIT | 758849103 | 15174 | 202732 | SH | SOLE | 202732 | 0 | 0 | ||
| REGENERON PHARMACEUTICALS | COM | 75886F107 | 1153 | 3200 | SH | SOLE | 3200 | 0 | 0 | ||
| REGIONS FINANCIAL CORP | COM | 7591EP100 | 785 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| REINSURANCE GROUP OF AMERICA | COM | 759351604 | 1051 | 10917 | SH | SOLE | 10917 | 0 | 0 | ||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 1197 | 9990 | SH | SOLE | 9990 | 0 | 0 | ||
| REPUBLIC SERVICES INC | COM | 760759100 | 1305 | 27388 | SH | SOLE | 27388 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAA2 | 42463 | 46030000 | PRN | SOLE | 46030000 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAB0 | 13097 | 13823000 | PRN | SOLE | 13823000 | 0 | 0 | ||
| REYNOLDS AMERICAN INC | COM | 761713106 | 1197 | 23800 | SH | SOLE | 23800 | 0 | 0 | ||
| RICE ENERGY INC | COM | 762760106 | 5296 | 379368 | SH | SOLE | 379368 | 0 | 0 | ||
| ROCKWELL COLLINS INC | COM | 774341101 | 858 | 9308 | SH | SOLE | 9308 | 0 | 0 | ||
| ROGERS COMMUNICATIONS INC-B | COM | 775109200 | 1558 | 29961 | SH | SOLE | 29961 | 0 | 0 | ||
| ROLLINS INC | COM | 775711104 | 1149 | 42374 | SH | SOLE | 42374 | 0 | 0 | ||
| ROSS STORES INC | COM | 778296103 | 1199 | 20700 | SH | SOLE | 20700 | 0 | 0 | ||
| ROWAN COMPANIES PLC-A | COM | G7665A101 | 162 | 10041 | SH | SOLE | 10041 | 0 | 0 | ||
| ROYAL BANK OF CANADA | COM | 780087102 | 1208 | 16141 | SH | SOLE | 16141 | 0 | 0 | ||
| RPC INC | COM | 749660106 | 13245 | 934037 | SH | SOLE | 934037 | 0 | 0 | ||
| RPM INTERNATIONAL INC | COM | 749685103 | 1141 | 24103 | SH | SOLE | 24103 | 0 | 0 | ||
| RSP PERMIAN INC | COM | 74978Q105 | 656 | 22600 | SH | SOLE | 22600 | 0 | 0 | ||
| RWT HOLDINGS INC | DEBT | 749772AB5 | 23005 | 25300000 | PRN | SOLE | 25300000 | 0 | 0 | ||
| RYDER SYSTEM INC | COM | 783549108 | 1732 | 26735 | SH | SOLE | 26735 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS IN | DEBT | 786449AK4 | 6109 | 5901000 | PRN | SOLE | 5901000 | 0 | 0 | ||
| SALLY BEAUTY HOLDINGS INC | COM | 79546E104 | 762 | 23523 | SH | SOLE | 23523 | 0 | 0 | ||
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 2339 | 426000 | SH | SOLE | 426000 | 0 | 0 | ||
| SBA COMMUNICATIONS CORP-CL A | COM | 78388J106 | 1016 | 10143 | SH | SOLE | 10143 | 0 | 0 | ||
| SCIQUEST INC | COM | 80908T101 | 3878 | 279401 | SH | SOLE | 279401 | 0 | 0 | ||
| SCRIPPS NETWORKS INTER-CL A | COM | 811065101 | 1016 | 15508 | SH | SOLE | 15508 | 0 | 0 | ||
| SEACOR HOLDINGS INC | DEBT | 811904AM3 | 9471 | 10000000 | PRN | SOLE | 10000000 | 0 | 0 | ||
| SELECTIVE INSURANCE GROUP | COM | 816300107 | 1379 | 37677 | SH | SOLE | 37677 | 0 | 0 | ||
| SHAW COMMUNICATIONS INC-B | COM | 82028K200 | 1180 | 47024 | SH | SOLE | 47024 | 0 | 0 | ||
| SIGNET JEWELERS LTD | COM | G81276100 | 7306 | 58900 | SH | SOLE | 58900 | 0 | 0 | ||
| SILGAN HOLDINGS INC | COM | 827048109 | 1006 | 18915 | SH | SOLE | 18915 | 0 | 0 | ||
| SILVER STANDARD RESOURCES | COM | 82823L106 | 666 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| SILVER WHEATON CORP | COM | 828336107 | 900 | 54300 | SH | SOLE | 54300 | 0 | 0 | ||
| SIMON PROPERTY GROUP INC | REIT | 828806109 | 1205 | 5800 | SH | SOLE | 5800 | 0 | 0 | ||
| SINA CORP | DEBT | 82922RAD5 | 25937 | 26500000 | PRN | SOLE | 26500000 | 0 | 0 | ||
| SINA CORP | COM | G81477104 | 30971 | 653804 | SH | SOLE | 653804 | 0 | 0 | ||
| SINCLAIR BROADCAST GROUP -A | COM | 829226109 | 763 | 24813 | SH | SOLE | 24813 | 0 | 0 | ||
| SKECHERS USA INC-CL A | COM | 830566105 | 3806 | 125000 | SH | SOLE | 125000 | 0 | 0 | ||
| SMITH (A.O.) CORP | COM | 831865209 | 4553 | 59666 | SH | SOLE | 59666 | 0 | 0 | ||
| SNAP-ON INC | COM | 833034101 | 15322 | 97600 | SH | SOLE | 97600 | 0 | 0 | ||
| SOHU.COM INC | COM | 83408W103 | 664 | 13400 | SH | SOLE | 13400 | 0 | 0 | ||
| SONIC CORP | COM | 835451105 | 4571 | 130000 | SH | SOLE | 130000 | 0 | 0 | ||
| SONOCO PRODUCTS CO | COM | 835495102 | 1130 | 23274 | SH | SOLE | 23274 | 0 | 0 | ||
| SOUFUN HOLDINGS LIMITED | DEBT | 836034AB4 | 13528 | 14000000 | PRN | SOLE | 14000000 | 0 | 0 | ||
| SOUFUN HOLDINGS LTD-ADR | ADR | 836034108 | 3815 | 636818 | SH | SOLE | 636818 | 0 | 0 | ||
| SOUTHWEST AIRLINES CO | COM | 844741108 | 1196 | 26700 | SH | SOLE | 26700 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1556651 | 7574200 | SH | Put | SOLE | 7574200 | 0 | 0 | |
| SPECTRANETICS CORP | COM | 84760C107 | 3351 | 230765 | SH | SOLE | 230765 | 0 | 0 | ||
| SPECTRANETICS CORP | COM | 84760CAA5 | 3697 | 4685000 | PRN | SOLE | 4685000 | 0 | 0 | ||
| SPIRIT AEROSYSTEMS HOLD-CL A | COM | 848574109 | 1198 | 26400 | SH | SOLE | 26400 | 0 | 0 | ||
| SPIRIT AIRLINES INC | COM | 848577102 | 873 | 18200 | SH | SOLE | 18200 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 41096 | 839881 | SH | SOLE | 839881 | 0 | 0 | ||
| SPROUTS FARMERS MARKET INC | COM | 85208M102 | 770 | 26505 | SH | SOLE | 26505 | 0 | 0 | ||
| ST JUDE MEDICAL INC | COM | 790849103 | 1037 | 18853 | SH | SOLE | 18853 | 0 | 0 | ||
| STANLEY BLACK & DECKER INC | COM | 854502101 | 475 | 4513 | SH | SOLE | 4513 | 0 | 0 | ||
| STAPLES INC | COM | 855030102 | 1103 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| STARBUCKS CORP | COM | 855244109 | 6946 | 116348 | SH | SOLE | 104711 | 0 | 11637 | ||
| STARWOOD PROPERTY TRUST | DEBT | 85571BAA3 | 25571 | 25500000 | PRN | SOLE | 25500000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | DEBT | 85571BAB1 | 57734 | 57411000 | PRN | SOLE | 57411000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | DEBT | 85571BAC9 | 4036 | 4100000 | PRN | SOLE | 4100000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST INC | REIT | 85571B105 | 902 | 47634 | SH | SOLE | 47634 | 0 | 0 | ||
| STARWOOD WAYPOINT RESDTL | DEBT | 85571WAD1 | 8219 | 8000000 | PRN | SOLE | 8000000 | 0 | 0 | ||
| STERICYCLE INC | COM | 858912108 | 539 | 4269 | SH | SOLE | 4269 | 0 | 0 | ||
| STONE ENERGY CORP | COM | 861642106 | 97 | 122554 | SH | SOLE | 122554 | 0 | 0 | ||
| STORE CAPITAL CORP | REIT | 862121100 | 4670 | 180454 | SH | SOLE | 180454 | 0 | 0 | ||
| SUNCOR ENERGY INC | COM | 867224107 | 698 | 25110 | SH | SOLE | 25110 | 0 | 0 | ||
| SUNEDISON INC | DEBT | 86732YAC3 | 1203 | 31032000 | PRN | SOLE | 31032000 | 0 | 0 | ||
| SUNEDISON INC | DEBT | 86732YAD1 | 1628 | 42175000 | PRN | SOLE | 42175000 | 0 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 356 | 55000 | SH | SOLE | 55000 | 0 | 0 | ||
| SUNTECH POWER HLDGS CO | DEBT | 86800CAE4 | 9 | 3000000 | PRN | SOLE | 3000000 | 0 | 0 | ||
| SUNTRUST BANKS INC | COM | 867914103 | 1404 | 38926 | SH | SOLE | 38926 | 0 | 0 | ||
| SUPERIOR ENERGY SERVICES INC | COM | 868157108 | 24001 | 1792438 | SH | SOLE | 1792438 | 0 | 0 | ||
| SYMANTEC CORP | COM | 871503108 | 1202 | 65400 | SH | SOLE | 65400 | 0 | 0 | ||
| SYNCHRONY FINANCIAL | COM | 87165B103 | 952 | 33200 | SH | SOLE | 33200 | 0 | 0 | ||
| SYNOPSYS INC | COM | 871607107 | 1751 | 36137 | SH | SOLE | 36137 | 0 | 0 | ||
| TABLEAU SOFTWARE INC-CL A | COM | 87336U105 | 14296 | 311670 | SH | SOLE | 311670 | 0 | 0 | ||
| TAIWAN SEMICONDUCTOR-SP ADR | ADR | 874039100 | 1197 | 45700 | SH | SOLE | 45700 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOF | DEBT | 874054AD1 | 4291 | 2410000 | PRN | SOLE | 2410000 | 0 | 0 | ||
| TAL EDUCATION GROUP | DEBT | 874080AB0 | 24027 | 12425000 | PRN | SOLE | 12425000 | 0 | 0 | ||
| TARENA INTERNATIONAL INC-ADR | ADR | 876108101 | 472 | 43658 | SH | SOLE | 43658 | 0 | 0 | ||
| TCP CAPITAL CORP | DEBT | 87238QAB9 | 1575 | 1600000 | PRN | SOLE | 1600000 | 0 | 0 | ||
| TE CONNECTIVITY LTD | COM | H84989104 | 247 | 3996 | SH | SOLE | 3996 | 0 | 0 | ||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 889 | 10091 | SH | SOLE | 10091 | 0 | 0 | ||
| TELUS CORP | COM | 87971M103 | 1284 | 30369 | SH | SOLE | 30369 | 0 | 0 | ||
| TENARIS SA-ADR | ADR | 88031M109 | 344 | 13906 | SH | SOLE | 13906 | 0 | 0 | ||
| TERADATA CORP | COM | 88076W103 | 815 | 31052 | SH | SOLE | 31052 | 0 | 0 | ||
| TEREX CORP | COM | 880779103 | 8661 | 348122 | SH | SOLE | 348122 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAA9 | 30544 | 16600000 | PRN | SOLE | 16600000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAB7 | 31512 | 34728000 | PRN | SOLE | 34728000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAC5 | 45810 | 53500000 | PRN | SOLE | 53500000 | 0 | 0 | ||
| TESORO CORP | COM | 881609101 | 869 | 10100 | SH | SOLE | 10100 | 0 | 0 | ||
| TEXAS ROADHOUSE INC | COM | 882681109 | 1225 | 28100 | SH | SOLE | 28100 | 0 | 0 | ||
| TEXTRON INC | COM | 883203101 | 1203 | 33000 | SH | SOLE | 33000 | 0 | 0 | ||
| THOMSON REUTERS CORP | COM | 884903105 | 1045 | 25823 | SH | SOLE | 25823 | 0 | 0 | ||
| TICC CAPITAL CORP | DEBT | 87244TAB5 | 29859 | 30352000 | PRN | SOLE | 30352000 | 0 | 0 | ||
| TIME WARNER CABLE | COM | 88732J207 | 4848 | 23697 | SH | SOLE | 8152 | 0 | 15545 | ||
| TIME WARNER INC | COM | 887317303 | 8957 | 123438 | SH | SOLE | 113148 | 0 | 10290 | ||
| TORCHMARK CORP | COM | 891027104 | 1486 | 27429 | SH | SOLE | 27429 | 0 | 0 | ||
| TORONTO-DOMINION BANK | COM | 891160509 | 1325 | 23636 | SH | SOLE | 23636 | 0 | 0 | ||
| TRANSDIGM GROUP INC | COM | 893641100 | 1190 | 5400 | SH | SOLE | 5400 | 0 | 0 | ||
| TRAVELERS COS INC/THE | COM | 89417E109 | 1197 | 10260 | SH | SOLE | 10260 | 0 | 0 | ||
| TRINET GROUP INC | COM | 896288107 | 4328 | 301568 | SH | SOLE | 301568 | 0 | 0 | ||
| TSAKOS ENERGY NAVIGATION LTD | COM | G9108L108 | 22215 | 3594603 | SH | SOLE | 3594603 | 0 | 0 | ||
| TWENTY-FIRST CENTURY FOX-A | COM | 90130A101 | 5506 | 197523 | SH | SOLE | 181988 | 0 | 15535 | ||
| TWITTER INC | COM | 90184LAB8 | 3495 | 4000000 | PRN | SOLE | 4000000 | 0 | 0 | ||
| TWITTER INC | COM | 90184LAD4 | 13266 | 15725000 | PRN | SOLE | 15725000 | 0 | 0 | ||
| UNIFIRST CORP/MA | COM | 904708104 | 987 | 9042 | SH | SOLE | 9042 | 0 | 0 | ||
| UNION PACIFIC CORP | COM | 907818108 | 1010 | 12700 | SH | SOLE | 12700 | 0 | 0 | ||
| UNITED PARCEL SERVICE-CL B | COM | 911312106 | 1089 | 10327 | SH | SOLE | 10327 | 0 | 0 | ||
| UNITED RENTALS INC | COM | 911363109 | 740 | 11900 | SH | SOLE | 11900 | 0 | 0 | ||
| UNITED THERAPEUTICS CORP | COM | 91307C102 | 457 | 4100 | SH | SOLE | 4100 | 0 | 0 | ||
| UNIVERSAL CORP/VA | COM | 913456109 | 1031 | 18154 | SH | SOLE | 18154 | 0 | 0 | ||
| UNUM GROUP | COM | 91529Y106 | 1197 | 38700 | SH | SOLE | 38700 | 0 | 0 | ||
| US BANCORP | COM | 902973304 | 958 | 23598 | SH | SOLE | 23598 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 21548 | 335930 | SH | SOLE | 312149 | 0 | 23781 | ||
| VALIDUS HOLDINGS LTD | COM | G9319H102 | 1130 | 23949 | SH | SOLE | 23949 | 0 | 0 | ||
| VARIAN MEDICAL SYSTEMS INC | COM | 92220P105 | 1200 | 15000 | SH | SOLE | 15000 | 0 | 0 | ||
| VENTAS INC | REIT | 92276F100 | 1190 | 18900 | SH | SOLE | 18900 | 0 | 0 | ||
| VERINT SYSTEMS INC | COM | 92343X100 | 3468 | 103900 | SH | SOLE | 103900 | 0 | 0 | ||
| VERISIGN INC | COM | 92343E102 | 1195 | 13500 | SH | SOLE | 13500 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 54279 | 1003689 | SH | SOLE | 937766 | 0 | 65923 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 10660 | 197122 | SH | OTR | 197122 | 0 | 0 | ||
| VIACOM INC-CLASS B | COM | 92553P201 | 4541 | 110000 | SH | SOLE | 110000 | 0 | 0 | ||
| VIMPELCOM LTD-SPON ADR | ADR | 92719A106 | 532 | 124990 | SH | SOLE | 124990 | 0 | 0 | ||
| VIPSHOP HOLDINGS LTD - ADR | ADR | 92763W103 | 2000 | 155300 | SH | SOLE | 155300 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 978 | 80109 | SH | SOLE | 80109 | 0 | 0 | ||
| VMWARE INC-CLASS A | COM | 928563402 | 482 | 9212 | SH | SOLE | 9212 | 0 | 0 | ||
| VODAFONE GROUP PLC-SP ADR | ADR | 92857W308 | 1199 | 37400 | SH | SOLE | 37400 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 1857 | 62382 | SH | SOLE | 62382 | 0 | 0 | ||
| VULCAN MATERIALS CO | COM | 929160109 | 1203 | 11400 | SH | SOLE | 11400 | 0 | 0 | ||
| VWR CORP | COM | 91843L103 | 3900 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| WALT DISNEY CO/THE | COM | 254687106 | 4250 | 42800 | SH | SOLE | 42800 | 0 | 0 | ||
| WASTE CONNECTIONS INC | COM | 941053100 | 1374 | 21270 | SH | SOLE | 21270 | 0 | 0 | ||
| WASTE MANAGEMENT INC | COM | 94106L109 | 2438 | 41319 | SH | SOLE | 41319 | 0 | 0 | ||
| WATERS CORP | COM | 941848103 | 967 | 7327 | SH | SOLE | 7327 | 0 | 0 | ||
| WEATHERFORD INTERNATIONAL PL | COM | G48833100 | 12016 | 1544504 | SH | SOLE | 1544504 | 0 | 0 | ||
| WENDY'S CO/THE | COM | 95058W100 | 726 | 66700 | SH | SOLE | 66700 | 0 | 0 | ||
| WERNER ENTERPRISES INC | COM | 950755108 | 993 | 36547 | SH | SOLE | 36547 | 0 | 0 | ||
| WESTAR ENERGY INC | COM | 95709T100 | 660 | 13300 | SH | SOLE | 13300 | 0 | 0 | ||
| WESTERN ASSET HIGH INCOME OP | FUND | 95766K109 | 4228 | 901261 | SH | SOLE | 901261 | 0 | 0 | ||
| WESTERN ASSET HIGH YIELD DEF | FUND | 95768B107 | 5219 | 374341 | SH | SOLE | 374341 | 0 | 0 | ||
| WESTERN ASSET MANAGED HIGH Y | FUND | 95766L107 | 1972 | 445258 | SH | SOLE | 445258 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | REIT | 95790D105 | 26 | 559440 | SH | SOLE | 559440 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 1289 | 27272 | SH | SOLE | 7876 | 0 | 19396 | ||
| WESTERN REFINING INC | COM | 959319104 | 520 | 17871 | SH | SOLE | 17871 | 0 | 0 | ||
| WESTROCK CO | COM | 96145D105 | 3743 | 95900 | SH | SOLE | 95900 | 0 | 0 | ||
| WHITEWAVE FOODS CO | COM | 966244105 | 5344 | 131500 | SH | Put | SOLE | 131500 | 0 | 0 | |
| WHITING PETROLEUM CORP | COM | 966387102 | 4255 | 533278 | SH | SOLE | 533278 | 0 | 0 | ||
| WHITING PETROLEUM CORP | COM | 966387AR3 | 2936 | 3500000 | PRN | SOLE | 3500000 | 0 | 0 | ||
| WHITING PETROLEUM CORP 5.75% 3/15/2021 | DEBT | 966387AS1 | 10978 | 13437000 | PRN | SOLE | 13437000 | 0 | 0 | ||
| WHITING PETROLEUM CORP 6.25% 4/1/2023 | DEBT | 966387AT9 | 4842 | 5900000 | PRN | SOLE | 5900000 | 0 | 0 | ||
| WILEY (JOHN) & SONS-CLASS A | COM | 968223206 | 866 | 17722 | SH | SOLE | 17722 | 0 | 0 | ||
| WILLIAMS-SONOMA INC | COM | 969904101 | 521 | 9523 | SH | SOLE | 9523 | 0 | 0 | ||
| WISDOMTREE INVESTMENTS INC | COM | 97717P104 | 489 | 42814 | SH | SOLE | 42814 | 0 | 0 | ||
| WL ROSS HOLDING CORP | WRT | 92939D112 | 65 | 135625 | SH | SOLE | 135625 | 0 | 0 | ||
| WMIH CORP | COM | 92936P100 | 74 | 31327 | SH | SOLE | 31327 | 0 | 0 | ||
| WORKDAY INC | DEBT | 98138HAC5 | 30525 | 26800000 | PRN | SOLE | 26800000 | 0 | 0 | ||
| WR BERKLEY CORP | COM | 84423102 | 1159 | 20622 | SH | SOLE | 20622 | 0 | 0 | ||
| WRIGHT MEDICAL GROUP INC | COM | 98235TAC1 | 12216 | 12275000 | PRN | SOLE | 12275000 | 0 | 0 | ||
| WW GRAINGER INC | COM | 384802104 | 1003 | 4295 | SH | SOLE | 4295 | 0 | 0 | ||
| XCEL ENERGY INC | COM | 98389B100 | 1114 | 26628 | SH | SOLE | 26628 | 0 | 0 | ||
| XPO LOGISTICS INC | COM | 983793100 | 235 | 7657 | SH | SOLE | 7657 | 0 | 0 | ||
| YAHOO! INC | COM | 984332106 | 1189 | 32300 | SH | SOLE | 32300 | 0 | 0 | ||
| YOUKU TUDOU INC-ADR | ADR | 98742U100 | 22460 | 817017 | SH | SOLE | 817017 | 0 | 0 | ||
| YY INC | DEBT | 98426TAB2 | 7256 | 7500000 | PRN | SOLE | 7500000 | 0 | 0 | ||
| ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 1205 | 11300 | SH | SOLE | 11300 | 0 | 0 | ||
| ZIONS BANCORPORATION | COM | 989701107 | 477 | 19700 | SH | SOLE | 19700 | 0 | 0 | ||
| ZOETIS INC | COM | 98978V103 | 1197 | 27000 | SH | SOLE | 27000 | 0 | 0 | ||
| ZOOSK INC. | COM | 98978Y107 | 2300 | 816000 | SH | SOLE | 816000 | 0 | 0 |