Profiles >> Pine River Capital Management LP >> 13Fs >> 2016-06-30
Pine River Capital Management LP
Last Updated: 3/2/2021
Pine River Capital Management LP is a Limited Partnership that started in 2002 and is primarily owned and controlled by Brian Taylor. To see a profile of the company, click here.
Below is the 13F Filing for Pine River Capital Management LP for Report Period 2016-06-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.
Historical 13F Holdings - 2016-06-30
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SYNUTRA INTERNATIONAL INC | COM | 87164C102 | 1068 | 280213 | SH | SOLE | 280213 | 0 | 0 | ||
| KONGZHONG CORP-ADR | ADR | 50047P104 | 8602 | 1699990 | SH | SOLE | 1699990 | 0 | 0 | ||
| TRINA SOLAR LTD-SPON ADR | ADR | 89628E104 | 20808 | 2688362 | SH | SOLE | 2688362 | 0 | 0 | ||
| IKANG HEALTCHARE | ADR | 45174L108 | 44996 | 2058359 | SH | SOLE | 2058359 | 0 | 0 | ||
| LINKEDIN CORP - A | COM | 53578A108 | 363716 | 1921882 | SH | SOLE | 1921882 | 0 | 0 | ||
| SKY-MOBI LTD-SP A | ADR | 83084C109 | 83 | 44360 | SH | SOLE | 44360 | 0 | 0 | ||
| AUTOHOME INC-ADR | ADR | 05278C107 | 6951 | 345648 | SH | SOLE | 345648 | 0 | 0 | ||
| CHINA NEPSTAR CHAIN DRUG-ADR | ADR | 16943C109 | 7852 | 3218066 | SH | SOLE | 3218066 | 0 | 0 | ||
| E-COMMERCE CHINA-SPON ADR -A | ADR | 26833A105 | 12749 | 2107326 | SH | SOLE | 2107326 | 0 | 0 | ||
| E-HOUSE CHINA HOLDINGS-ADR | ADR | 26852W103 | 34347 | 5308697 | SH | SOLE | 5308697 | 0 | 0 | ||
| IDREAMSKY TECHNOLOGY CO-ADR | ADR | 45173K101 | 13069 | 958876 | SH | SOLE | 958876 | 0 | 0 | ||
| INGRAM MICRO INC-CL A | COM | 457153104 | 8192 | 235520 | SH | SOLE | 235520 | 0 | 0 | ||
| ITC HOLDINGS CORP | COM | 465685105 | 49471 | 1056616 | SH | SOLE | 1056616 | 0 | 0 | ||
| JA SOLAR HOLDINGS CO LTD-ADR | ADR | 466090206 | 5833 | 851494 | SH | SOLE | 851494 | 0 | 0 | ||
| JUMEI INTERNATIONAL-ADR | ADR | 48138L107 | 17175 | 4158531 | SH | SOLE | 4158531 | 0 | 0 | ||
| MOMO INC-SPON ADR | ADR | 60879B107 | 2275 | 225000 | SH | SOLE | 225000 | 0 | 0 | ||
| RENREN INC-ADR | ADR | 759892102 | 3015 | 1684307 | SH | SOLE | 1684307 | 0 | 0 | ||
| SINOVAC BIOTECH LTD | COM | P8696W104 | 3249 | 547899 | SH | SOLE | 547899 | 0 | 0 | ||
| ZHAOPIN LTD-SPONSORED ADR | ADR | 98954L103 | 788 | 54266 | SH | SOLE | 54266 | 0 | 0 | ||
| 3M CO | COM | 88579Y101 | 1135 | 6482 | SH | SOLE | 6482 | 0 | 0 | ||
| 500.COM LTD-CLASS A-ADR | ADR | 33829R100 | 3033 | 182476 | SH | SOLE | 182476 | 0 | 0 | ||
| ABERCROMBIE & FITCH CO-CL A | COM | 002896207 | 4453 | 250000 | SH | SOLE | 250000 | 0 | 0 | ||
| AFLAC INC | COM | 001055102 | 1195 | 16558 | SH | SOLE | 16558 | 0 | 0 | ||
| AGRIUM INC | COM | 008916108 | 1344 | 11500 | SH | SOLE | 11500 | 0 | 0 | ||
| AGROFRESH SOLUTIONS INC | WRT | 00856G117 | 144 | 151350 | SH | SOLE | 151350 | 0 | 0 | ||
| AIR PRODUCTS & CHEMICALS INC | COM | 009158106 | 1108 | 7800 | SH | SOLE | 7800 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1873 | 33495 | SH | SOLE | 33495 | 0 | 0 | ||
| ALLEGHANY CORP | COM | 017175100 | 1191 | 2167 | SH | SOLE | 2167 | 0 | 0 | ||
| ALLISON TRANSMISSION HOLDING | COM | 01973R101 | 1101 | 39000 | SH | SOLE | 39000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | COM | 01988P108 | 4774 | 375900 | SH | SOLE | 375900 | 0 | 0 | ||
| ALLSTATE CORP | COM | 020002101 | 1071 | 15306 | SH | SOLE | 15306 | 0 | 0 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 49237 | 71143 | SH | SOLE | 65558 | 0 | 5585 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 14780 | 21356 | SH | OTR | 65558 | 0 | 0 | ||
| AMAZON.COM INC | COM | 023135106 | 5202 | 7269 | SH | SOLE | 6907 | 0 | 362 | ||
| AMDOCS LTD | COM | G02602103 | 1060 | 18356 | SH | SOLE | 18356 | 0 | 0 | ||
| AMERICAN CAPITAL LTD | COM | 02503Y103 | 97405 | 6153221 | SH | SOLE | 6153221 | 0 | 0 | ||
| AMERICAN CAPITAL MORTGAGE IN | REIT | 02504A104 | 6908 | 437472 | SH | SOLE | 437472 | 0 | 0 | ||
| AMERICAN EXPRESS CO | COM | 025816109 | 845 | 13900 | SH | SOLE | 13900 | 0 | 0 | ||
| AMERICAN FINANCIAL GROUP INC | COM | 025932104 | 1192 | 16124 | SH | SOLE | 16124 | 0 | 0 | ||
| AMERICAN NATIONAL INSURANCE | COM | 028591105 | 1143 | 10100 | SH | SOLE | 10100 | 0 | 0 | ||
| AMERIPRISE FINANCIAL INC | COM | 03076C106 | 863 | 9600 | SH | SOLE | 9600 | 0 | 0 | ||
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 732 | 9229 | SH | SOLE | 9229 | 0 | 0 | ||
| AMTRUST FINANCIAL SERVIC | DEBT | 032359AG6 | 14728 | 19065000 | PRN | SOLE | 19065000 | 0 | 0 | ||
| AMYRIS INC | DEBT | 03236MAD3 | 685 | 1448000 | PRN | SOLE | 1448000 | 0 | 0 | ||
| ANADARKO PETROLEUM CORP | COM | 032511107 | 17893 | 336019 | SH | SOLE | 286100 | 0 | 49919 | ||
| ANNALY CAPITAL MANAGEMENT IN | REIT | 035710409 | 22140 | 2000000 | SH | Put | SOLE | 2000000 | 0 | 0 | |
| APOLLO CMMRL REAL EST FI | DEBT | 03762UAA3 | 14281 | 14033000 | PRN | SOLE | 14033000 | 0 | 0 | ||
| APOLLO RESIDENTIAL MORTGAGE | REIT | 03763V102 | 363 | 27058 | SH | SOLE | 27058 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 41400 | 433051 | SH | SOLE | 433051 | 0 | 0 | ||
| APPLIED INDUSTRIAL TECH INC | COM | 03820C105 | 1029 | 22800 | SH | SOLE | 22800 | 0 | 0 | ||
| APTARGROUP INC | COM | 038336103 | 1285 | 16245 | SH | SOLE | 16245 | 0 | 0 | ||
| ARCH CAPITAL GROUP LTD | COM | G0450A105 | 1148 | 15940 | SH | SOLE | 15940 | 0 | 0 | ||
| ARGO GROUP INTERNATIONAL | COM | G0464B107 | 1104 | 21279 | SH | SOLE | 21279 | 0 | 0 | ||
| ARISTA NETWORKS INC | COM | 040413106 | 6199 | 96286 | SH | SOLE | 96286 | 0 | 0 | ||
| ASBURY AUTOMOTIVE GROUP | COM | 043436104 | 2110 | 40000 | SH | SOLE | 40000 | 0 | 0 | ||
| ASPEN INSURANCE HOLDINGS LTD | COM | G05384105 | 1020 | 21989 | SH | SOLE | 21989 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 1277 | 29547 | SH | SOLE | 29547 | 0 | 0 | ||
| ATKORE INTERNATIONAL GROUP I | COM | 047649108 | 3200 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| AUTODESK INC | COM | 052769106 | 20266 | 374314 | SH | SOLE | 374314 | 0 | 0 | ||
| AVID TECHNOLOGY INC | DEBT | 05367PAB6 | 24593 | 36300000 | PRN | SOLE | 36300000 | 0 | 0 | ||
| AXIS CAPITAL HOLDINGS LTD | COM | G0692U109 | 1040 | 18909 | SH | SOLE | 18909 | 0 | 0 | ||
| BAIDU INC - SPON ADR | ADR | 056752108 | 5889 | 35654 | SH | SOLE | 33624 | 0 | 2030 | ||
| BANK OF MONTREAL | COM | 063671101 | 1389 | 16973 | SH | SOLE | 16973 | 0 | 0 | ||
| BANK OF NOVA SCOTIA | COM | 064149107 | 1230 | 19422 | SH | SOLE | 19422 | 0 | 0 | ||
| BARINGTON/HILCO ACQUISITION | WRT | 06759V127 | 6 | 98475 | SH | SOLE | 98475 | 0 | 0 | ||
| BAXTER INTERNATIONAL INC | COM | 071813109 | 713 | 15774 | SH | SOLE | 15774 | 0 | 0 | ||
| BB&T CORP | COM | 054937107 | 921 | 25862 | SH | SOLE | 25862 | 0 | 0 | ||
| BCE INC | COM | 05534B760 | 1434 | 23453 | SH | SOLE | 23453 | 0 | 0 | ||
| BED BATH & BEYOND INC | COM | 075896100 | 804 | 18600 | SH | SOLE | 18600 | 0 | 0 | ||
| BEIGENE LTD-ADR | ADR | 07725L102 | 1928 | 64709 | SH | SOLE | 64709 | 0 | 0 | ||
| BEMIS COMPANY | COM | 081437105 | 1163 | 22579 | SH | SOLE | 22579 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC-CL B | COM | 084670702 | 1100 | 7600 | SH | SOLE | 7600 | 0 | 0 | ||
| BERRY PLASTICS GROUP INC | COM | 08579W103 | 19425 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| BIOAMBER INC | WRT | 09072Q114 | 122 | 349801 | SH | SOLE | 349801 | 0 | 0 | ||
| BLACKROCK CORPORATE HIGH YIE | COM | 09255P107 | 1371 | 131351 | SH | SOLE | 131351 | 0 | 0 | ||
| BLUE CAPITAL REINSURANCE HOL | COM | G1190F107 | 1676 | 90571 | SH | SOLE | 90571 | 0 | 0 | ||
| BOULEVARD ACQUISITION COR II | WRT | 10157Q110 | 282 | 855100 | SH | SOLE | 855100 | 0 | 0 | ||
| BOX INC - CLASS A | COM | 10316T104 | 1706 | 165017 | SH | SOLE | 165017 | 0 | 0 | ||
| BRINKER INTERNATIONAL INC | COM | 109641100 | 830 | 18234 | SH | SOLE | 18234 | 0 | 0 | ||
| BROOKFIELD ASSET MANAGE-CL A | COM | 112585104 | 2237 | 59026 | SH | SOLE | 59026 | 0 | 0 | ||
| BROOKFIELD HIGH INCOME FUND | COM | 11272P102 | 600 | 83235 | SH | SOLE | 83235 | 0 | 0 | ||
| BRUNSWICK CORP | COM | 117043109 | 5438 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| C&J ENERGY SERVICES LTD | COM | G3164Q101 | 329 | 545700 | SH | SOLE | 545700 | 0 | 0 | ||
| CA INC | COM | 12673P105 | 1175 | 35800 | SH | SOLE | 35800 | 0 | 0 | ||
| CABOT OIL & GAS CORP | COM | 127097103 | 3707 | 144036 | SH | SOLE | 144036 | 0 | 0 | ||
| CALADRIUS BIOSCIENCES INC | WRT | 128058104 | 0 | 1381250 | SH | SOLE | 1381250 | 0 | 0 | ||
| CALIFORNIA RESOURCES CORP | COM | 13057Q206 | 11667 | 956301 | SH | SOLE | 956301 | 0 | 0 | ||
| CALPINE CORP | COM | 131347304 | 5900 | 400000 | SH | SOLE | 400000 | 0 | 0 | ||
| CAMPBELL SOUP CO | COM | 134429109 | 1459 | 21924 | SH | SOLE | 21924 | 0 | 0 | ||
| CAN IMPERIAL BK OF COMMERCE | COM | 136069101 | 1317 | 13573 | SH | SOLE | 13573 | 0 | 0 | ||
| CAPITAL ONE FINANCIAL CORP | COM | 14040H105 | 782 | 12314 | SH | SOLE | 12314 | 0 | 0 | ||
| CAPITOL ACQUISITION CORP III | WRT | 14055M114 | 350 | 1000000 | SH | SOLE | 1000000 | 0 | 0 | ||
| CARDTRONICS INC | COM | 14161H108 | 6989 | 175555 | SH | SOLE | 175555 | 0 | 0 | ||
| CARRIZO OIL & GAS INC | COM | 144577103 | 8051 | 224560 | SH | SOLE | 224560 | 0 | 0 | ||
| CBS CORP-CLASS B NON VOTING | COM | 124857202 | 1350 | 24800 | SH | SOLE | 24800 | 0 | 0 | ||
| CENTURYLINK INC | COM | 156700106 | 907 | 31251 | SH | SOLE | 31251 | 0 | 0 | ||
| CHARTER COMMUNICATIONS INC-A | COM | 16119P108 | 11528 | 50425 | SH | SOLE | 39702 | 0 | 10723 | ||
| CHEESECAKE FACTORY INC/THE | COM | 163072101 | 954 | 19809 | SH | SOLE | 19809 | 0 | 0 | ||
| CHEVRON CORP | COM | 166764100 | 1164 | 11100 | SH | SOLE | 11100 | 0 | 0 | ||
| CHICO'S FAS INC | COM | 168615102 | 661 | 61717 | SH | SOLE | 61717 | 0 | 0 | ||
| CHUBB LTD | COM | H1467J104 | 1041 | 7961 | SH | SOLE | 7961 | 0 | 0 | ||
| CINCINNATI FINANCIAL CORP | COM | 172062101 | 1064 | 14214 | SH | SOLE | 14214 | 0 | 0 | ||
| CINTAS CORP | COM | 172908105 | 1177 | 11995 | SH | SOLE | 11995 | 0 | 0 | ||
| CISCO SYSTEMS INC | COM | 17275R102 | 1090 | 38000 | SH | SOLE | 38000 | 0 | 0 | ||
| CIT GROUP INC | COM | 125581801 | 703 | 22031 | SH | SOLE | 22031 | 0 | 0 | ||
| CITRIX SYSTEMS INC | COM | 177376100 | 5398 | 67400 | SH | SOLE | 67400 | 0 | 0 | ||
| CLAYTON WILLIAMS ENERGY INC | COM | 969490101 | 1975 | 71917 | SH | SOLE | 71917 | 0 | 0 | ||
| CLEVELAND BIOLABS INC | COM | 185860202 | 0 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| CNA FINANCIAL CORP | COM | 126117100 | 838 | 26655 | SH | SOLE | 26655 | 0 | 0 | ||
| COACH INC | COM | 189754104 | 8759 | 215000 | SH | SOLE | 215000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | DEBT | 19075FAA4 | 7773 | 20723000 | PRN | SOLE | 20723000 | 0 | 0 | ||
| COCA-COLA EUROPEAN PARTNERS | COM | G25839104 | 826 | 22432 | SH | SOLE | 22432 | 0 | 0 | ||
| COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 33006 | 576590 | SH | SOLE | 542139 | 0 | 34451 | ||
| COLONY CAPITAL INC | DEBT | 19624RAB2 | 8041 | 8500000 | PRN | SOLE | 8500000 | 0 | 0 | ||
| COMCAST CORP-CLASS A | COM | 20030N101 | 11924 | 182891 | SH | SOLE | 147393 | 0 | 35498 | ||
| COMMUNITY HEALTH SYSTEMS-CVR | COM | 203668116 | 24 | 5303225 | SH | SOLE | 5303225 | 0 | 0 | ||
| CONAGRA FOODS INC | COM | 205887102 | 4933 | 103187 | SH | SOLE | 86718 | 0 | 16469 | ||
| CONCHO RESOURCES INC | COM | 20605P101 | 10973 | 92000 | SH | SOLE | 92000 | 0 | 0 | ||
| CONSOLIDATED-TOMOKA LAND | DEBT | 210226AB2 | 2331 | 2475000 | PRN | SOLE | 2475000 | 0 | 0 | ||
| CONSTELLATION BRANDS INC-A | COM | 21036P108 | 9666 | 58433 | SH | SOLE | 46248 | 0 | 12185 | ||
| CONSTELLIUM NV- CLASS A | COM | N22035104 | 12880 | 1746257 | SH | SOLE | 1746257 | 0 | 0 | ||
| CONTINENTAL RESOURCES INC/OK | COM | 212015101 | 12246 | 270500 | SH | SOLE | 270500 | 0 | 0 | ||
| CONVERGYS CORP | COM | 212485106 | 1030 | 41202 | SH | SOLE | 41202 | 0 | 0 | ||
| COWEN GROUP INC | DEBT | 223622AB7 | 18373 | 20500000 | PRN | SOLE | 20500000 | 0 | 0 | ||
| CROWN HOLDINGS INC | COM | 228368106 | 955 | 18838 | SH | SOLE | 18838 | 0 | 0 | ||
| CST BRANDS INC | COM | 12646R105 | 1118 | 25953 | SH | SOLE | 25953 | 0 | 0 | ||
| CTRIP.COM INTERNATIONAL-ADR | ADR | 22943F100 | 7978 | 193649 | SH | SOLE | 193649 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 866 | 7706 | SH | SOLE | 7706 | 0 | 0 | ||
| DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 956 | 12364 | SH | SOLE | 12364 | 0 | 0 | ||
| DELTA TECHNOLOGY HOLDINGS LT | WRT | G8477B113 | 98 | 576058 | SH | SOLE | 576058 | 0 | 0 | ||
| DELPHI AUTOMOTIVE PLC | COM | G27823106 | 17653 | 281994 | SH | SOLE | 262343 | 0 | 19651 | ||
| DEMANDWARE INC | COM | 24802Y105 | 32585 | 435036 | SH | SOLE | 435036 | 0 | 0 | ||
| DENBURY RESOURCES INC | COM | 247916208 | 2468 | 687650 | SH | SOLE | 687650 | 0 | 0 | ||
| DEVON ENERGY CORP | COM | 25179M103 | 7613 | 210000 | SH | SOLE | 210000 | 0 | 0 | ||
| DISCOVER FINANCIAL SERVICES | COM | 254709108 | 947 | 17680 | SH | SOLE | 17680 | 0 | 0 | ||
| DISH NETWORK CORP-A | COM | 25470M109 | 10768 | 205496 | SH | SOLE | 161471 | 0 | 44025 | ||
| DOLBY LABORATORIES INC-CL A | COM | 25659T107 | 1242 | 25959 | SH | SOLE | 25959 | 0 | 0 | ||
| DOUBLE EAGLE ACQUISITION COR | WRT | G28195116 | 378 | 1800000 | SH | SOLE | 1800000 | 0 | 0 | ||
| EBAY INC | COM | 278642103 | 894 | 38200 | SH | SOLE | 38200 | 0 | 0 | ||
| ECHOSTAR CORP-A | COM | 278768106 | 805 | 20274 | SH | SOLE | 20274 | 0 | 0 | ||
| ELECTRUM SPECIAL ACQUISITION | WRT | G3105C112 | 396 | 1617500 | SH | SOLE | 1617500 | 0 | 0 | ||
| EMC CORP/MA | COM | 268648102 | 1587 | 58399 | SH | SOLE | 58399 | 0 | 0 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 7620 | 270990 | SH | SOLE | 270990 | 0 | 0 | ||
| EMERSON ELECTRIC CO | COM | 291011104 | 906 | 17373 | SH | SOLE | 17373 | 0 | 0 | ||
| ENDURANCE SPECIALTY HOLDINGS | COM | G30397106 | 946 | 14091 | SH | SOLE | 14091 | 0 | 0 | ||
| ENERGEN CORP | COM | 29265N108 | 20567 | 426630 | SH | SOLE | 426630 | 0 | 0 | ||
| ENERGY SELECT SECTOR SPDR | ETP | 81369Y506 | 742 | 10877 | SH | SOLE | 10877 | 0 | 0 | ||
| ENERNOC INC | DEBT | 292764AB3 | 8445 | 11875000 | PRN | SOLE | 11875000 | 0 | 0 | ||
| ENSTAR GROUP LTD | COM | G3075P101 | 1059 | 6536 | SH | SOLE | 6536 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 3356 | 48500 | SH | SOLE | 48500 | 0 | 0 | ||
| EVEREST RE GROUP LTD | COM | G3223R108 | 1031 | 5643 | SH | SOLE | 5643 | 0 | 0 | ||
| EXPRESS INC | COM | 30219E103 | 5949 | 410000 | SH | SOLE | 410000 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 7672 | 81849 | SH | SOLE | 68615 | 0 | 13234 | ||
| FACEBOOK INC-A | COM | 30303M102 | 53602 | 469033 | SH | SOLE | 434572 | 0 | 34461 | ||
| FEDEX CORP | COM | 31428X106 | 875 | 5768 | SH | SOLE | 5768 | 0 | 0 | ||
| FIFTH THIRD BANCORP | COM | 316773100 | 889 | 50537 | SH | SOLE | 50537 | 0 | 0 | ||
| FISERV INC | COM | 337738108 | 1391 | 12795 | SH | SOLE | 12795 | 0 | 0 | ||
| FLOWSERVE CORP | COM | 34354P105 | 7342 | 162541 | SH | SOLE | 162541 | 0 | 0 | ||
| FMC TECHNOLOGIES INC | COM | 30249U101 | 26180 | 981611 | SH | SOLE | 981611 | 0 | 0 | ||
| FRANKLIN RESOURCES INC | COM | 354613101 | 678 | 20324 | SH | SOLE | 20324 | 0 | 0 | ||
| FRESH DEL MONTE PRODUCE INC | COM | G36738105 | 999 | 18353 | SH | SOLE | 18353 | 0 | 0 | ||
| GALENA BIOPHARMA INC | COM | 363256108 | 24 | 50665 | SH | SOLE | 50665 | 0 | 0 | ||
| GAP INC/THE | COM | 364760108 | 570 | 26869 | SH | SOLE | 26869 | 0 | 0 | ||
| GENERAL CABLE CORP | DEBT | 369300AL2 | 2875 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| GENERAL DYNAMICS CORP | COM | 369550108 | 1033 | 7419 | SH | SOLE | 7419 | 0 | 0 | ||
| GENERAL MILLS INC | COM | 370334104 | 1332 | 18683 | SH | SOLE | 18683 | 0 | 0 | ||
| GENTEX CORP | COM | 371901109 | 933 | 60400 | SH | SOLE | 60400 | 0 | 0 | ||
| GENUINE PARTS CO | COM | 372460105 | 1195 | 11800 | SH | SOLE | 11800 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 737 | 4957 | SH | SOLE | 4957 | 0 | 0 | ||
| GRAPHIC PACKAGING HOLDING CO | COM | 388689101 | 967 | 77100 | SH | SOLE | 77100 | 0 | 0 | ||
| GRUPO FINANCIERO GALICIA-ADR | ADR | 399909100 | 3054 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| GSV CAPITAL CORP | DEBT | 36191JAB7 | 29886 | 32462000 | PRN | SOLE | 32462000 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 32297 | 713105 | SH | SOLE | 609311 | 0 | 103794 | ||
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 1207 | 14262 | SH | SOLE | 14262 | 0 | 0 | ||
| HARMAN INTERNATIONAL | COM | 413086109 | 8618 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| HARTFORD FINANCIAL SVCS GRP | COM | 416515104 | 1021 | 23000 | SH | SOLE | 23000 | 0 | 0 | ||
| HD SUPPLY HOLDINGS INC | COM | 40416M105 | 17410 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| HD SUPPLY HOLDINGS INC | COM | 40416M105 | 17410 | 500000 | SH | OTR | 500000 | 0 | 0 | ||
| HEARTLAND EXPRESS INC | COM | 422347104 | 838 | 48162 | SH | SOLE | 48162 | 0 | 0 | ||
| HEARTWARE INTERNATIONAL | DEBT | 422368AC4 | 15410 | 15575000 | PRN | SOLE | 15575000 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRIS | COM | 42824C109 | 4443 | 243145 | SH | SOLE | 220185 | 0 | 22960 | ||
| HORACE MANN EDUCATORS | COM | 440327104 | 1054 | 31200 | SH | SOLE | 31200 | 0 | 0 | ||
| HORMEL FOODS CORP | COM | 440452100 | 9128 | 249400 | SH | Put | SOLE | 227800 | 0 | 21600 | |
| HP INC | COM | 40434L105 | 18823 | 1499859 | SH | SOLE | 1383797 | 0 | 116062 | ||
| HSBC 6.375 P12/29/49-V2 | DEBT | 404280AT6 | 475000 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| HUNT (JB) TRANSPRT SVCS INC | COM | 445658107 | 977 | 12076 | SH | SOLE | 12076 | 0 | 0 | ||
| HUNTINGTON INGALLS INDUSTRIE | COM | 446413106 | 1075 | 6400 | SH | SOLE | 6400 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | COM | 447462102 | 4640 | 76800 | SH | SOLE | 76800 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | DEBT | 451055AF4 | 13956 | 17270000 | PRN | SOLE | 17270000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 7994 | 56949 | SH | SOLE | 56949 | 0 | 0 | ||
| IMAX CORP | COM | 45245E109 | 5344 | 181280 | SH | SOLE | 181280 | 0 | 0 | ||
| INGREDION INC | COM | 457187102 | 1067 | 8246 | SH | SOLE | 8246 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 1044 | 31836 | SH | SOLE | 31836 | 0 | 0 | ||
| INTERNATIONAL PAPER CO | COM | 460146103 | 859 | 20267 | SH | SOLE | 20267 | 0 | 0 | ||
| INTL SPEEDWAY CORP-CL A | COM | 460335201 | 927 | 27711 | SH | SOLE | 27711 | 0 | 0 | ||
| ISHARES EDGE MSCI MIN VOL US | ETP | 46429B697 | 1158 | 25055 | SH | SOLE | 25055 | 0 | 0 | ||
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 10864 | 360000 | SH | Put | SOLE | 360000 | 0 | 0 | |
| ISHARES MSCI EMERGING MARKET | ETP | 464287234 | 56309 | 1638800 | SH | Put | SOLE | 1638800 | 0 | 0 | |
| ISHARES MSCI INDONESIA ETF | ETP | 46429B309 | 3424 | 140000 | SH | SOLE | 140000 | 0 | 0 | ||
| ISHARES RUSSELL 2000 ETF | ETP | 464287655 | 14487 | 126000 | SH | Put | SOLE | 126000 | 0 | 0 | |
| ISHARES US REAL ESTATE ETF | ETP | 464287739 | 123585 | 1500000 | SH | Put | SOLE | 1500000 | 0 | 0 | |
| JACK HENRY & ASSOCIATES INC | COM | 426281101 | 1380 | 15812 | SH | SOLE | 15812 | 0 | 0 | ||
| JASON INDUSTRIES INC | WRT | 471172114 | 297 | 1098700 | SH | SOLE | 1098700 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 3538402 | 12520 | SH | SOLE | 12520 | 0 | 0 | ||
| JD.COM INC-ADR | ADR | 47215P106 | 12972 | 611000 | SH | SOLE | 611000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 1254 | 10334 | SH | SOLE | 10334 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 963 | 15498 | SH | SOLE | 15498 | 0 | 0 | ||
| JUNIPER NETWORKS INC | COM | 48203R104 | 11878 | 528134 | SH | SOLE | 528134 | 0 | 0 | ||
| KATE SPADE & CO | COM | 485865109 | 5749 | 278940 | SH | SOLE | 278940 | 0 | 0 | ||
| KATE SPADE & CO | COM | 485865109 | 3092 | 150000 | SH | Call | SOLE | 150000 | 0 | 0 | |
| KINDER MORGAN INC | COM | 49456B101 | 9579 | 511751 | SH | SOLE | 477077 | 0 | 34674 | ||
| KINDER MORGAN INC | WRT | 49456B119 | 8 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 1052 | 28583 | SH | SOLE | 28583 | 0 | 0 | ||
| KU6 MEDIA CO LTD-SPN ADR | ADR | 48274B103 | 616 | 604056 | SH | SOLE | 604056 | 0 | 0 | ||
| L-3 COMMUNICATIONS HOLDINGS | COM | 502424104 | 1287 | 8775 | SH | SOLE | 8775 | 0 | 0 | ||
| LAREDO PETROLEUM INC | COM | 516806106 | 5940 | 566795 | SH | SOLE | 566795 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AB0 | 4962 | 5655000 | PRN | SOLE | 5655000 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AD6 | 5111 | 4949000 | PRN | SOLE | 4949000 | 0 | 0 | ||
| LDR HOLDING CORP | COM | 50185U105 | 22170 | 600000 | SH | SOLE | 600000 | 0 | 0 | ||
| LEAR CORP | COM | 521865204 | 987 | 9700 | SH | SOLE | 9700 | 0 | 0 | ||
| LIBERTY GLOBAL PLC-A | COM | G5480U104 | 3 | 100 | SH | SOLE | 100 | 0 | 0 | ||
| LIBERTY GLOBAL PLC-SERIES C | COM | G5480U120 | 1800 | 62815 | SH | SOLE | 62817 | 0 | 0 | ||
| LIBERTY GLOBAL PLC LILAC - A | COM | G5480U138 | 0 | 12 | SH | SOLE | 12 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AG6 | 8110 | 13982000 | PRN | SOLE | 13982000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AN1 | 70182 | 135111000 | PRN | SOLE | 99999999 | 0 | 0 | ||
| LIBERTY SIRIUS GROUP-C | COM | G548OU153 | 10959 | 355000 | SH | SOLE | 355000 | 0 | 0 | ||
| LIBERTY TRIPADVISOR HDG-A | COM | 531465102 | 2299 | 105071 | SH | SOLE | 105071 | 0 | 0 | ||
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 908 | 15370 | SH | SOLE | 15370 | 0 | 0 | ||
| LITHIA MOTORS INC-CL A | COM | 536797103 | 3340 | 47000 | SH | SOLE | 47000 | 0 | 0 | ||
| MAGNA INTERNATIONAL INC | COM | 559222401 | 12827 | 365790 | SH | SOLE | 280445 | 0 | 85345 | ||
| MAIN STREET CAPITAL CORP | COM | 56035L104 | 1107 | 33700 | SH | SOLE | 33700 | 0 | 0 | ||
| MANTECH INTERNATIONAL CORP-A | COM | 564563104 | 1119 | 29600 | SH | SOLE | 29600 | 0 | 0 | ||
| MARATHON OIL CORP | COM | 565849106 | 8427 | 561400 | SH | SOLE | 561400 | 0 | 0 | ||
| MARINA BIOTECH INC | COM | 56804Q201 | 0 | 26189 | SH | SOLE | 26189 | 0 | 0 | ||
| MAST THERAPEUTICS INC | COM | 576314108 | 0 | 1250000 | SH | SOLE | 1250000 | 0 | 0 | ||
| MCDONALD'S CORP | COM | 580135101 | 1290 | 10719 | SH | SOLE | 10719 | 0 | 0 | ||
| MEMORIAL RESOURCE DEVELOPMEN | COM | 58605Q109 | 7813 | 492000 | SH | SOLE | 492000 | 0 | 0 | ||
| METLIFE INC | COM | 59156R108 | 764 | 19170 | SH | SOLE | 19170 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 8562 | 622271 | SH | SOLE | 622271 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 1285 | 25125 | SH | SOLE | 25125 | 0 | 0 | ||
| MICROVISION INC | COM | 594960304 | 0 | 730000 | SH | SOLE | 730000 | 0 | 0 | ||
| MODUSLINK GLOBAL SOLUTIO | DEBT | 60786LAB3 | 2045 | 2950000 | PRN | SOLE | 2950000 | 0 | 0 | ||
| MOLSON COORS BREWING CO -B | COM | 60871R209 | 11927 | 117937 | SH | SOLE | 93621 | 0 | 24316 | ||
| MONSTER BEVERAGE CORP | COM | 61174X109 | 18156 | 112978 | SH | SOLE | 88864 | 0 | 24114 | ||
| MONSTER WORLDWIDE INC | DEBT | 611742AB3 | 46787 | 53443000 | PRN | SOLE | 53443000 | 0 | 0 | ||
| MORGANS HOTEL GROUP CO | COM | 61748W108 | 6719 | 3139668 | SH | SOLE | 3139668 | 0 | 0 | ||
| MRC GLOBAL INC | COM | 55345K103 | 5963 | 419633 | SH | SOLE | 419633 | 0 | 0 | ||
| MSC INDUSTRIAL DIRECT CO-A | COM | 553530106 | 1242 | 17600 | SH | SOLE | 17600 | 0 | 0 | ||
| MUELLER INDUSTRIES INC | COM | 624756102 | 1211 | 38000 | SH | SOLE | 38000 | 0 | 0 | ||
| MYLAN NV | COM | N59465909 | 180 | 400000 | SH | Call | SOLE | 400000 | 0 | 0 | |
| NAVIENT CORP | COM | 63938C108 | 639 | 53433 | SH | SOLE | 53433 | 0 | 0 | ||
| NAVIGATORS GROUP INC | COM | 638904102 | 1076 | 11700 | SH | SOLE | 11700 | 0 | 0 | ||
| NELNET INC-CL A | COM | 64031N108 | 849 | 24445 | SH | SOLE | 24445 | 0 | 0 | ||
| NEVRO CORP | COM | 64157F103 | 914 | 12400 | SH | SOLE | 12400 | 0 | 0 | ||
| NEW MOUNTAIN FINANCE COR | DEBT | 647551AB6 | 598 | 600000 | PRN | SOLE | 600000 | 0 | 0 | ||
| NEW RELIC INC | COM | 64829B100 | 837 | 28474 | SH | SOLE | 28474 | 0 | 0 | ||
| NEWPARK RESOURCES INC | DEBT | 651718AC2 | 12705 | 13475000 | PRN | SOLE | 13475000 | 0 | 0 | ||
| NEXEO SOLUTIONS INC | WRT | 65342H110 | 94 | 135625 | SH | SOLE | 135625 | 0 | 0 | ||
| NOBLE ENERGY INC | COM | 655044105 | 31096 | 866903 | SH | SOLE | 756344 | 0 | 110559 | ||
| NORDSTROM INC | COM | 655664100 | 536 | 14076 | SH | SOLE | 14076 | 0 | 0 | ||
| NORTHERN OIL AND GAS INC | COM | 665531109 | 3544 | 767178 | SH | SOLE | 767178 | 0 | 0 | ||
| NOVATEL WIRELESS INC | DEBT | 66987M604 | 2993 | 4350000 | PRN | SOLE | 4350000 | 0 | 0 | ||
| NUCOR CORP | COM | 670346105 | 983 | 19900 | SH | SOLE | 19900 | 0 | 0 | ||
| O'REILLY AUTOMOTIVE INC | COM | 67103H107 | 6465 | 23846 | SH | SOLE | 19118 | 0 | 4728 | ||
| OASIS PETROLEUM INC | COM | 674215108 | 10984 | 1176036 | SH | SOLE | 1176036 | 0 | 0 | ||
| OCCIDENTAL PETROLEUM CORP | COM | 674599105 | 1096 | 14500 | SH | SOLE | 14500 | 0 | 0 | ||
| OCEANEERING INTL INC | COM | 675232102 | 6748 | 226000 | SH | SOLE | 226000 | 0 | 0 | ||
| OFFICE DEPOT INC | COM | 676220106 | 3476 | 1050000 | SH | SOLE | 1050000 | 0 | 0 | ||
| OLD DOMINION FREIGHT LINE | COM | 679580100 | 8455 | 140196 | SH | SOLE | 140196 | 0 | 0 | ||
| OLD REPUBLIC INTL CORP | COM | 680223104 | 1573 | 81534 | SH | SOLE | 81534 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 995 | 24300 | SH | SOLE | 24300 | 0 | 0 | ||
| PACCAR INC | COM | 693718108 | 965 | 18600 | SH | SOLE | 18600 | 0 | 0 | ||
| PACE HOLDINGS CORP | WRT | G6865N111 | 525 | 2100000 | SH | SOLE | 2100000 | 0 | 0 | ||
| PDL BIOPHARMA INC | DEBT | 69329YAF1 | 1457 | 1540000 | PRN | SOLE | 1540000 | 0 | 0 | ||
| PENNYMAC CORP | DEBT | 70932AAB9 | 38662 | 41131000 | PRN | SOLE | 41131000 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 1153 | 10881 | SH | SOLE | 10881 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 1058 | 30035 | SH | SOLE | 30035 | 0 | 0 | ||
| PHOSPHATE HOLDINGS INC | WRT | 71922F102 | 0 | 656667 | SH | SOLE | 656667 | 0 | 0 | ||
| PIONEER NATURAL RESOURCES CO | COM | 723787107 | 16525 | 109288 | SH | SOLE | 96974 | 0 | 12314 | ||
| PLURISTEM THERAPEUTICS INC | WRT | 72940R102 | 0 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 881 | 10827 | SH | SOLE | 10827 | 0 | 0 | ||
| POPULAR INC | COM | 733174700 | 941 | 32100 | SH | SOLE | 32100 | 0 | 0 | ||
| POTASH CORP OF SASKATCHEWAN | COM | 73755L107 | 545 | 33550 | SH | SOLE | 33550 | 0 | 0 | ||
| POWERSHARES S&P 500 LOW VOLA | ETP | 73937B779 | 1188 | 27778 | SH | SOLE | 27778 | 0 | 0 | ||
| PRAXAIR INC | COM | 74005P104 | 959 | 8532 | SH | SOLE | 8532 | 0 | 0 | ||
| PRICELINE GROUP INC/THE | COM | 741503403 | 43538 | 34874 | SH | SOLE | 31345 | 0 | 3529 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 1116 | 13185 | SH | SOLE | 13185 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | COM | 743312100 | 1043 | 37996 | SH | SOLE | 37996 | 0 | 0 | ||
| PROGRESSIVE CORP | COM | 743315103 | 1262 | 37677 | SH | SOLE | 37677 | 0 | 0 | ||
| PROS HOLDINGS INC | DEBT | 74346YAB9 | 1328 | 1500000 | PRN | SOLE | 1500000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAK8 | 11573 | 11416000 | PRN | SOLE | 11416000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAL6 | 28971 | 28861000 | PRN | SOLE | 28861000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAM4 | 11563 | 11627000 | PRN | SOLE | 11627000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAQ5 | 6480 | 6853000 | PRN | SOLE | 6853000 | 0 | 0 | ||
| QIHOO 360 TECH CO LTD | DEBT | 74734MAF6 | 26766 | 27500000 | PRN | SOLE | 27500000 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO-ADR | ADR | 74734M109 | 160894 | 2202516 | SH | SOLE | 2202516 | 0 | 0 | ||
| QUINPARIO ACQUISITION CORP 2 | WRT | 74874U119 | 220 | 1222482 | SH | SOLE | 1222482 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AB0 | 14246 | 15877000 | PRN | SOLE | 15877000 | 0 | 0 | ||
| RAYTHEON COMPANY | COM | 755111507 | 25225 | 185532 | SH | SOLE | 150395 | 0 | 35137 | ||
| RED HAT INC | COM | 756577102 | 14295 | 196900 | SH | SOLE | 196900 | 0 | 0 | ||
| REDWOOD TRUST INC | DEBT | 758075AB1 | 55113 | 55389000 | PRN | SOLE | 55389000 | 0 | 0 | ||
| REGAL ENTERTAINMENT GROUP-A | COM | 758766109 | 1054 | 47800 | SH | SOLE | 47800 | 0 | 0 | ||
| REINSURANCE GROUP OF AMERICA | COM | 759351604 | 1059 | 10917 | SH | SOLE | 10917 | 0 | 0 | ||
| RELIANCE STEEL & ALUMINUM | COM | 759509102 | 1115 | 14500 | SH | SOLE | 14500 | 0 | 0 | ||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 1173 | 9990 | SH | SOLE | 9990 | 0 | 0 | ||
| REPUBLIC SERVICES INC | COM | 760759100 | 1328 | 25889 | SH | SOLE | 25889 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAA2 | 42496 | 44095000 | PRN | SOLE | 44095000 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAB0 | 12089 | 12399000 | PRN | SOLE | 12399000 | 0 | 0 | ||
| RICE ENERGY INC | COM | 762760106 | 3350 | 152000 | SH | SOLE | 152000 | 0 | 0 | ||
| ROGERS COMMUNICATIONS INC-B | COM | 775109200 | 1567 | 29961 | SH | SOLE | 29961 | 0 | 0 | ||
| ROYAL BANK OF CANADA | COM | 780087102 | 1232 | 16141 | SH | SOLE | 16141 | 0 | 0 | ||
| ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 6868 | 102284 | SH | SOLE | 82667 | 0 | 19607 | ||
| RPC INC | COM | 749660106 | 12424 | 800000 | SH | SOLE | 800000 | 0 | 0 | ||
| RPM INTERNATIONAL INC | COM | 749685103 | 1204 | 24103 | SH | SOLE | 24103 | 0 | 0 | ||
| RWT HOLDINGS INC | DEBT | 749772AB5 | 29450 | 30089000 | PRN | SOLE | 30089000 | 0 | 0 | ||
| RYDER SYSTEM INC | COM | 783549108 | 675 | 11035 | SH | SOLE | 11035 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS IN | DEBT | 786449AK4 | 7245 | 7240000 | PRN | SOLE | 7240000 | 0 | 0 | ||
| SCRIPPS NETWORKS INTER-CL A | COM | 811065101 | 966 | 15508 | SH | SOLE | 15508 | 0 | 0 | ||
| SELECTIVE INSURANCE GROUP | COM | 816300107 | 1023 | 26777 | SH | SOLE | 26777 | 0 | 0 | ||
| SHAW COMMUNICATIONS INC-B | COM | 82028K200 | 1166 | 47024 | SH | SOLE | 47024 | 0 | 0 | ||
| SIGNET JEWELERS LTD | COM | G81276900 | 144 | 70000 | SH | Call | SOLE | 70000 | 0 | 0 | |
| SILGAN HOLDINGS INC | COM | 827048109 | 973 | 18915 | SH | SOLE | 18915 | 0 | 0 | ||
| SILVER STANDARD RESOURCES | COM | 82823L106 | 1559 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| SINA CORP | DEBT | G81477954 | 26003 | 26500000 | PRN | SOLE | 26500000 | 0 | 0 | ||
| SOHU.COM INC | COM | 83408W103 | 1590 | 42000 | SH | SOLE | 42000 | 0 | 0 | ||
| SOLARCITY CORP | DEBT | 83416TAA8 | 1168 | 1500000 | PRN | SOLE | 1500000 | 0 | 0 | ||
| SOLARCITY CORP | DEBT | 83416TAC4 | 1743 | 2600000 | PRN | SOLE | 2600000 | 0 | 0 | ||
| SONOCO PRODUCTS CO | COM | 835495102 | 1156 | 23274 | SH | SOLE | 23274 | 0 | 0 | ||
| SOUFUN HOLDINGS LIMITED | DEBT | 836034AB4 | 13720 | 14000000 | PRN | SOLE | 14000000 | 0 | 0 | ||
| SOUFUN HOLDINGS LTD-ADR | ADR | 836034108 | 4008 | 796759 | SH | SOLE | 796759 | 0 | 0 | ||
| SOUTHWEST AIRLINES CO | COM | 844741108 | 16196 | 413047 | SH | SOLE | 381661 | 0 | 31386 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 11605 | 55400 | SH | SOLE | 55400 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 33517 | 160000 | SH | Call | SOLE | 160000 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1338547 | 6390000 | SH | Put | SOLE | 6390000 | 0 | 0 | |
| SPECTRANETICS CORP | DEBT | 84760CAA5 | 3988 | 4485000 | PRN | SOLE | 4485000 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 41199 | 760399 | SH | SOLE | 760399 | 0 | 0 | ||
| ST JUDE MEDICAL INC | COM | 790849103 | 3398 | 43553 | SH | SOLE | 9732 | 0 | 33821 | ||
| STAPLES INC | COM | 855030102 | 1595 | 185000 | SH | SOLE | 185000 | 0 | 0 | ||
| STARBUCKS CORP | COM | 855244109 | 10410 | 182266 | SH | SOLE | 147771 | 0 | 34495 | ||
| STARWOOD HOTELS & RESORTS | COM | 85590A401 | 33907 | 458522 | SH | SOLE | 458522 | 0 | 0 | ||
| SUNRUN INC | COM | 86771W105 | 326 | 55000 | SH | SOLE | 55000 | 0 | 0 | ||
| SUNTECH POWER HLDGS CO | DEBT | 86800CAE4 | 2 | 3000000 | PRN | SOLE | 3000000 | 0 | 0 | ||
| SUNTRUST BANKS INC | COM | 867914103 | 991 | 24126 | SH | SOLE | 24126 | 0 | 0 | ||
| SUPERIOR ENERGY SERVICES INC | COM | 868157108 | 18410 | 1000000 | SH | SOLE | 1000000 | 0 | 0 | ||
| SYNCHRONY FINANCIAL | COM | 87165B103 | 839 | 33200 | SH | SOLE | 33200 | 0 | 0 | ||
| SYNOPSYS INC | COM | 871607107 | 1110 | 20518 | SH | SOLE | 20518 | 0 | 0 | ||
| TABLEAU SOFTWARE INC-CL A | COM | 87336U105 | 42177 | 862166 | SH | SOLE | 862166 | 0 | 0 | ||
| TAL EDUCATION GROUP | DEBT | 874080AB0 | 29615 | 12425000 | PRN | SOLE | 12425000 | 0 | 0 | ||
| TARENA INTERNATIONAL INC-ADR | ADR | 876108101 | 537 | 51992 | SH | SOLE | 51992 | 0 | 0 | ||
| TARGET CORP | COM | 87612E106 | 901 | 12900 | SH | SOLE | 12900 | 0 | 0 | ||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 1000 | 10091 | SH | SOLE | 10091 | 0 | 0 | ||
| TELUS CORP | COM | 87971M103 | 1263 | 30369 | SH | SOLE | 30369 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAA9 | 6798 | 4000000 | PRN | SOLE | 4000000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAB7 | 28505 | 32028000 | PRN | SOLE | 32028000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAC5 | 32952 | 40000000 | PRN | SOLE | 40000000 | 0 | 0 | ||
| TEXAS ROADHOUSE INC | COM | 882681109 | 1281 | 28100 | SH | SOLE | 28100 | 0 | 0 | ||
| THOMSON REUTERS CORP | COM | 884903105 | 1044 | 25823 | SH | SOLE | 25823 | 0 | 0 | ||
| TICC CAPITAL CORP | DEBT | 87244TAB5 | 29863 | 29733000 | PRN | SOLE | 29733000 | 0 | 0 | ||
| TIME WARNER INC | COM | 887317303 | 9168 | 124658 | SH | SOLE | 98342 | 0 | 26316 | ||
| TIMKENSTEEL | DEBT | 887399AA1 | 5310 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| TJX COMPANIES INC | COM | 872540109 | 8505 | 110125 | SH | SOLE | 86935 | 0 | 23190 | ||
| TORCHMARK CORP | COM | 891027104 | 1114 | 18018 | SH | SOLE | 18018 | 0 | 0 | ||
| TORONTO-DOMINION BANK | COM | 891160509 | 1311 | 23636 | SH | SOLE | 23636 | 0 | 0 | ||
| TRAVELERS COS INC/THE | COM | 89417E109 | 1221 | 10260 | SH | SOLE | 10260 | 0 | 0 | ||
| TREEHOUSE FOODS INC | COM | 89469A104 | 39241 | 382283 | SH | SOLE | 382283 | 0 | 0 | ||
| TRINA SOLAR LTD | DEBT | 89628EAC8 | 4675 | 5405000 | PRN | SOLE | 5405000 | 0 | 0 | ||
| TRINET GROUP INC | COM | 896288107 | 5524 | 265692 | SH | SOLE | 265692 | 0 | 0 | ||
| TRINITY BIOTECH INV LP | DEBT | 89643QAB4 | 450 | 500000 | PRN | SOLE | 500000 | 0 | 0 | ||
| TSAKOS ENERGY NAVIGATION LTD | COM | G9108L108 | 7532 | 1605881 | SH | SOLE | 1605881 | 0 | 0 | ||
| TWENTY-FIRST CENTURY FOX-A | COM | 90130A101 | 6210 | 229614 | SH | SOLE | 181279 | 0 | 48335 | ||
| UNIFIRST CORP/MA | COM | 904708104 | 1046 | 9042 | SH | SOLE | 9042 | 0 | 0 | ||
| UNION PACIFIC CORP | COM | 907818108 | 1180 | 13528 | SH | SOLE | 13528 | 0 | 0 | ||
| UNITED PARCEL SERVICE-CL B | COM | 911312106 | 1112 | 10327 | SH | SOLE | 10327 | 0 | 0 | ||
| UNITED STATES STEEL CORP | COM | 912909108 | 3372 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| UNIVERSAL CORP/VA | COM | 913456109 | 1048 | 18154 | SH | SOLE | 18154 | 0 | 0 | ||
| US BANCORP | COM | 902973304 | 952 | 23598 | SH | SOLE | 23598 | 0 | 0 | ||
| US SILICA HOLDINGS INC | COM | 90346E103 | 1379 | 40000 | SH | SOLE | 40000 | 0 | 0 | ||
| VAIL RESORTS INC | COM | 91879Q109 | 7188 | 52000 | SH | SOLE | 52000 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 17348 | 340162 | SH | SOLE | 284550 | 0 | 55612 | ||
| VALIDUS HOLDINGS LTD | COM | G9319H102 | 1164 | 23949 | SH | SOLE | 23949 | 0 | 0 | ||
| VERINT SYSTEMS INC | COM | 92343X100 | 3442 | 103900 | SH | SOLE | 103900 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 58736 | 1051878 | SH | SOLE | 994296 | 0 | 57582 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 16357 | 292922 | SH | OTR | 292922 | 0 | 0 | ||
| VIACOM INC-CLASS B | COM | 92553P201 | 2388 | 57557 | SH | SOLE | 45976 | 0 | 11581 | ||
| VIMPELCOM LTD-SPON ADR | ADR | 92719A106 | 1020 | 263112 | SH | SOLE | 263112 | 0 | 0 | ||
| VIOLIN MEMORY INC | DEBT | 92763AAB7 | 2910 | 7083000 | PRN | SOLE | 7083000 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 993 | 80109 | SH | SOLE | 80109 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 549 | 22182 | SH | SOLE | 22182 | 0 | 0 | ||
| WAL-MART STORES INC | COM | 931142103 | 1010 | 13835 | SH | SOLE | 13835 | 0 | 0 | ||
| WASTE CONNECTIONS INC | COM | 94106B101 | 985 | 13670 | SH | SOLE | 13670 | 0 | 0 | ||
| WASTE MANAGEMENT INC | COM | 94106L109 | 1393 | 21019 | SH | SOLE | 21019 | 0 | 0 | ||
| WEATHERFORD INTERNATIONAL PL | COM | G48833100 | 9435 | 1700000 | SH | SOLE | 1700000 | 0 | 0 | ||
| WELLS FARGO & CO | COM | 949746101 | 862 | 18222 | SH | SOLE | 18222 | 0 | 0 | ||
| WERNER ENTERPRISES INC | COM | 950755108 | 839 | 36547 | SH | SOLE | 36547 | 0 | 0 | ||
| WESTERN ASSET HIGH INCOME OP | FUND | 95766K109 | 782 | 159520 | SH | SOLE | 159520 | 0 | 0 | ||
| WESTERN ASSET MANAGED HIGH Y | FUND | 95766L107 | 108 | 22791 | SH | SOLE | 22791 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | REIT | 95790D105 | 8 | 559440 | SH | SOLE | 559440 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 1262 | 26700 | SH | SOLE | 26700 | 0 | 0 | ||
| WHITING PETROLEUM CORP | COM | 966387102 | 21623 | 2334990 | SH | SOLE | 2334990 | 0 | 0 | ||
| WILEY (JOHN) & SONS-CLASS A | COM | 968223206 | 925 | 17722 | SH | SOLE | 17722 | 0 | 0 | ||
| WORKDAY INC | DEBT | 98138HAC5 | 17282 | 15550000 | PRN | SOLE | 15550000 | 0 | 0 | ||
| WR BERKLEY CORP | COM | 84423102 | 1236 | 20622 | SH | SOLE | 20622 | 0 | 0 | ||
| WW GRAINGER INC | COM | 384802104 | 976 | 4295 | SH | SOLE | 4295 | 0 | 0 | ||
| XL GROUP PLC | COM | G98290102 | 923 | 27700 | SH | SOLE | 27700 | 0 | 0 | ||
| XUNLEI LTD-ADR | ADR | 98419E108 | 599 | 114357 | SH | SOLE | 114357 | 0 | 0 | ||
| YELP INC | COM | 985817105 | 1756 | 57823 | SH | SOLE | 57823 | 0 | 0 | ||
| YY INC | DEBT | 98426TAB2 | 9251 | 9500000 | PRN | SOLE | 9500000 | 0 | 0 | ||
| YY INC-ADR | ADR | 98426T106 | 3814 | 112615 | SH | SOLE | 112615 | 0 | 0 | ||
| ZOOSK INC. | COM | 98978Y107 | 2400 | 816000 | SH | SOLE | 816000 | 0 | 0 |