Profiles >> Pine River Capital Management LP >> 13Fs >> 2016-09-30
Pine River Capital Management LP
Last Updated: 3/2/2021
Pine River Capital Management LP is a Limited Partnership that started in 2002 and is primarily owned and controlled by Brian Taylor. To see a profile of the company, click here.
Below is the 13F Filing for Pine River Capital Management LP for Report Period 2016-09-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.
Historical 13F Holdings - 2016-09-30
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| KONGZHONG CORP-ADR | ADR | 50047P104 | 5914 | 877416 | SH | SOLE | 877416 | 0 | 0 | ||
| TRINA SOLAR LTD | DEBT | 89628EAC8 | 4284 | 4405000 | PRN | SOLE | 4405000 | 0 | 0 | ||
| TRINA SOLAR LTD-SPON ADR | ADR | 89628E104 | 24168 | 2360183 | SH | SOLE | 2360183 | 0 | 0 | ||
| IKANG HEALTCHARE | ADR | 45174L108 | 5621 | 310820 | SH | SOLE | 310820 | 0 | 0 | ||
| LINKEDIN CORP - A | COM | 53578A108 | 380573 | 1991283 | SH | SOLE | 1991283 | 0 | 0 | ||
| SKY-MOBI LTD-SP A | ADR | 83084C109 | 1033 | 508794 | SH | SOLE | 508794 | 0 | 0 | ||
| CONCORD MEDICAL | ADR | 206277105 | 232 | 58400 | SH | SOLE | 58400 | 0 | 0 | ||
| FMC TEHCNOLOGIES | COM | 30249U101 | 65974 | 2223580 | SH | SOLE | 2223580 | 0 | 0 | ||
| 3M CO | COM | 88579Y101 | 728 | 4131 | SH | SOLE | 4131 | 0 | 0 | ||
| 500.COM LTD-CLASS A-ADR | ADR | 33829R100 | 3217 | 182476 | SH | SOLE | 182476 | 0 | 0 | ||
| ACCENTURE PLC-CL A | COM | G1151C101 | 809 | 6623 | SH | SOLE | 6623 | 0 | 0 | ||
| ADVANCED MICRO DEVICES | COM | 007903107 | 3239 | 468800 | SH | SOLE | 468800 | 0 | 0 | ||
| ADVANCEPIERRE FOODS HOLDINGS | COM | 00782L107 | 5512 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| AFLAC INC | COM | 001055102 | 726 | 10098 | SH | SOLE | 10098 | 0 | 0 | ||
| AGROFRESH SOLUTIONS INC | WRT | 00856G117 | 118 | 151000 | SH | SOLE | 151000 | 0 | 0 | ||
| AIR PRODUCTS & CHEMICALS INC | COM | 009158106 | 755 | 5023 | SH | SOLE | 5023 | 0 | 0 | ||
| AK STEEL HOLDING CORP | COM | 001547108 | 3382 | 700300 | SH | SOLE | 700300 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1775 | 33495 | SH | SOLE | 33495 | 0 | 0 | ||
| ALLEGHANY CORP | COM | 017175100 | 769 | 1464 | SH | SOLE | 1464 | 0 | 0 | ||
| ALLISON TRANSMISSION HOLDING | COM | 01973R101 | 766 | 26700 | SH | SOLE | 26700 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | COM | 01988P108 | 4951 | 375900 | SH | SOLE | 375900 | 0 | 0 | ||
| ALLSTATE CORP | COM | 020002101 | 748 | 10806 | SH | SOLE | 10806 | 0 | 0 | ||
| ALPHABET INC-CL A | COM | 02079K305 | 12588 | 15656 | SH | SOLE | 12531 | 0 | 3125 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 42486 | 54659 | SH | SOLE | 48380 | 0 | 6279 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 16600 | 21356 | SH | OTR | 21356 | 0 | 0 | ||
| AMAZON.COM INC | COM | 023135106 | 6259 | 7475 | SH | SOLE | 6540 | 0 | 935 | ||
| AMDOCS LTD | COM | G02602103 | 726 | 12556 | SH | SOLE | 12556 | 0 | 0 | ||
| AMERCO | COM | 023586100 | 726 | 2239 | SH | SOLE | 2239 | 0 | 0 | ||
| AMERICAN EXPRESS CO | COM | 025816109 | 743 | 11600 | SH | SOLE | 11600 | 0 | 0 | ||
| AMERICAN FINANCIAL GROUP INC | COM | 025932104 | 745 | 9930 | SH | SOLE | 9930 | 0 | 0 | ||
| AMERICAN NATIONAL INSURANCE | COM | 028591105 | 986 | 8083 | SH | SOLE | 8083 | 0 | 0 | ||
| AMERIPRISE FINANCIAL INC | COM | 03076C106 | 738 | 7400 | SH | SOLE | 7400 | 0 | 0 | ||
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 721 | 8929 | SH | SOLE | 8929 | 0 | 0 | ||
| AMTRUST FINANCIAL SERVIC | DEBT | 032359AG6 | 16508 | 19079000 | PRN | SOLE | 19079000 | 0 | 0 | ||
| AMYRIS INC | DEBT | 03236MAD3 | 617 | 1102000 | PRN | SOLE | 1102000 | 0 | 0 | ||
| ANADARKO PETROLEUM CORP | COM | 032511107 | 5242 | 82741 | SH | SOLE | 62496 | 0 | 20245 | ||
| ANI PHARMACEUTICALS INC | COM | 00182C103 | 3344 | 50400 | SH | SOLE | 50400 | 0 | 0 | ||
| ANWORTH MORTGAGE ASSET CORP | REIT | 037347101 | 151 | 30648 | SH | SOLE | 30648 | 0 | 0 | ||
| APOLLO CMMRL REAL EST FI | DEBT | 03762UAA3 | 2616 | 2549000 | PRN | SOLE | 2549000 | 0 | 0 | ||
| APPLIED INDUSTRIAL TECH INC | COM | 03820C105 | 854 | 18276 | SH | SOLE | 18276 | 0 | 0 | ||
| APPTIO INC - CLASS A | COM | 03835C108 | 434 | 20000 | SH | SOLE | 20000 | 0 | 0 | ||
| APTARGROUP INC | COM | 038336103 | 733 | 9465 | SH | SOLE | 9465 | 0 | 0 | ||
| ARCH CAPITAL GROUP LTD | COM | G0450A105 | 723 | 9123 | SH | SOLE | 9123 | 0 | 0 | ||
| ARGO GROUP INTERNATIONAL | COM | G0464B107 | 866 | 15350 | SH | SOLE | 15350 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT INC | REIT | 042315507 | 946 | 41959 | SH | SOLE | 41959 | 0 | 0 | ||
| ASCENT CAPITAL GROUP INC | DEBT | 043632AA6 | 29 | 40000 | PRN | SOLE | 40000 | 0 | 0 | ||
| ASPEN INSURANCE HOLDINGS LTD | COM | G05384105 | 745 | 15989 | SH | SOLE | 15989 | 0 | 0 | ||
| ASSURED GUARANTY LTD | COM | G0585R106 | 748 | 26948 | SH | SOLE | 26948 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 741 | 18257 | SH | SOLE | 18257 | 0 | 0 | ||
| ATN INTERNATIONAL INC | COM | 00215F107 | 723 | 11110 | SH | SOLE | 11110 | 0 | 0 | ||
| AUTODESK INC | COM | 052769106 | 23463 | 324394 | SH | SOLE | 324394 | 0 | 0 | ||
| AVID TECHNOLOGY INC | DEBT | 05367PAB6 | 29586 | 36300000 | PRN | SOLE | 36300000 | 0 | 0 | ||
| AXIS CAPITAL HOLDINGS LTD | COM | G0692U109 | 729 | 13409 | SH | SOLE | 13409 | 0 | 0 | ||
| BAIDU INC - SPON ADR | ADR | 056752108 | 2879 | 15815 | SH | SOLE | 14013 | 0 | 1802 | ||
| BANCO MACRO SA-ADR | ADR | 05961W105 | 2739 | 35000 | SH | SOLE | 35000 | 0 | 0 | ||
| BANK OF MONTREAL | COM | 063671101 | 978 | 11373 | SH | SOLE | 11373 | 0 | 0 | ||
| BANK OF NOVA SCOTIA | COM | 064149107 | 961 | 13822 | SH | SOLE | 13822 | 0 | 0 | ||
| BANK OF NT BUTTERFIELD & SON | COM | G0772R208 | 1486 | 60000 | SH | SOLE | 60000 | 0 | 0 | ||
| BARINGTON/HILCO ACQUISITION | WRT | 06759V127 | 7 | 98475 | SH | SOLE | 98475 | 0 | 0 | ||
| BARNES GROUP INC | COM | 067806109 | 883 | 21768 | SH | SOLE | 21768 | 0 | 0 | ||
| BAXTER INTERNATIONAL INC | COM | 071813109 | 737 | 15474 | SH | SOLE | 15474 | 0 | 0 | ||
| BB&T CORP | COM | 054937107 | 734 | 19462 | SH | SOLE | 19462 | 0 | 0 | ||
| BCE INC | COM | 05534B760 | 978 | 16136 | SH | SOLE | 16136 | 0 | 0 | ||
| BED BATH & BEYOND INC | COM | 075896100 | 746 | 17300 | SH | SOLE | 17300 | 0 | 0 | ||
| BEIGENE LTD-ADR | ADR | 07725L102 | 1895 | 61509 | SH | SOLE | 61509 | 0 | 0 | ||
| BEMIS COMPANY | COM | 081437105 | 742 | 14543 | SH | SOLE | 14543 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC-CL B | COM | 084670702 | 737 | 5100 | SH | SOLE | 5100 | 0 | 0 | ||
| BIOAMBER INC | WRT | 09072Q114 | 163 | 344656 | SH | SOLE | 344656 | 0 | 0 | ||
| BLUCORA INC | DEBT | 095229AB6 | 13 | 14000 | PRN | SOLE | 14000 | 0 | 0 | ||
| BLUE CAPITAL REINSURANCE HOL | COM | G1190F107 | 830 | 45285 | SH | SOLE | 45285 | 0 | 0 | ||
| BOULEVARD ACQUISITION COR II | WRT | 10157Q110 | 487 | 855100 | SH | SOLE | 855100 | 0 | 0 | ||
| BOX INC - CLASS A | COM | 10316T104 | 2395 | 152014 | SH | SOLE | 152014 | 0 | 0 | ||
| BRINKER INTERNATIONAL INC | COM | 109641100 | 733 | 14534 | SH | SOLE | 14534 | 0 | 0 | ||
| BWX TECHNOLOGIES INC | COM | 05605H100 | 735 | 19143 | SH | SOLE | 19143 | 0 | 0 | ||
| C.H. ROBINSON WORLDWIDE INC | COM | 12541W209 | 766 | 10878 | SH | SOLE | 10878 | 0 | 0 | ||
| CA INC | COM | 12673P105 | 754 | 22780 | SH | SOLE | 22780 | 0 | 0 | ||
| CABOT CORP | COM | 127055101 | 763 | 14556 | SH | SOLE | 14556 | 0 | 0 | ||
| CALADRIUS BIOSCIENCES INC | COM | 128058203 | 22 | 1250000 | SH | SOLE | 1250000 | 0 | 0 | ||
| CALIFORNIA RESOURCES CORP | COM | 13057Q206 | 11178 | 894253 | SH | SOLE | 894253 | 0 | 0 | ||
| CALLIDUS SOFTWARE INC | COM | 13123E500 | 1835 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| CAMPBELL SOUP CO | COM | 134429109 | 726 | 13272 | SH | SOLE | 13272 | 0 | 0 | ||
| CAN IMPERIAL BK OF COMMERCE | COM | 136069101 | 974 | 9573 | SH | SOLE | 9573 | 0 | 0 | ||
| CAPITAL ONE FINANCIAL CORP | COM | 14040H105 | 748 | 10414 | SH | SOLE | 10414 | 0 | 0 | ||
| CAPITOL ACQUISITION CORP III | WRT | 14055M114 | 700 | 1000000 | SH | SOLE | 1000000 | 0 | 0 | ||
| CARDTRONICS PLC - A | COM | G1991C105 | 8596 | 192746 | SH | SOLE | 192746 | 0 | 0 | ||
| CARLISLE COS INC | COM | 142339100 | 757 | 7384 | SH | SOLE | 7384 | 0 | 0 | ||
| CARNIVAL CORP | COM | 143658300 | 792 | 16228 | SH | SOLE | 16228 | 0 | 0 | ||
| CARRIZO OIL & GAS INC | COM | 144577103 | 7394 | 182026 | SH | SOLE | 182026 | 0 | 0 | ||
| CBS CORP-CLASS B NON VOTING | COM | 124857202 | 1358 | 24800 | SH | SOLE | 24800 | 0 | 0 | ||
| CENTURYLINK INC | COM | 156700106 | 753 | 27451 | SH | SOLE | 27451 | 0 | 0 | ||
| CEPHEID | COM | 15670R107 | 74521 | 1414326 | SH | SOLE | 1414326 | 0 | 0 | ||
| CHARTER COMMUNICATIONS INC-A | COM | 16119P108 | 12185 | 45133 | SH | SOLE | 32931 | 0 | 12202 | ||
| CHECK POINT SOFTWARE TECH | COM | M22465104 | 759 | 9778 | SH | SOLE | 9778 | 0 | 0 | ||
| CHEESECAKE FACTORY INC/THE | COM | 163072101 | 731 | 14609 | SH | SOLE | 14609 | 0 | 0 | ||
| CHEVRON CORP | COM | 166764100 | 772 | 7500 | SH | SOLE | 7500 | 0 | 0 | ||
| CHINA BIOLOGIC PRODUCTS INC | COM | 16938C106 | 2634 | 21157 | SH | SOLE | 21157 | 0 | 0 | ||
| CHURCHILL DOWNS INC | COM | 171484108 | 738 | 5041 | SH | SOLE | 5041 | 0 | 0 | ||
| CINEMARK HOLDINGS INC | COM | 17243V102 | 748 | 19543 | SH | SOLE | 19543 | 0 | 0 | ||
| CISCO SYSTEMS INC | COM | 17275R102 | 752 | 23704 | SH | SOLE | 23704 | 0 | 0 | ||
| CIT GROUP INC | COM | 125581801 | 767 | 21131 | SH | SOLE | 21131 | 0 | 0 | ||
| CITRIX SYSTEMS INC | COM | 177376100 | 5744 | 67400 | SH | SOLE | 67400 | 0 | 0 | ||
| CLEVELAND BIOLABS INC | COM | 185860202 | 0 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | DEBT | 19075FAA4 | 10674 | 20723000 | PRN | SOLE | 20723000 | 0 | 0 | ||
| COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 14160 | 296766 | SH | SOLE | 250330 | 0 | 46436 | ||
| COMCAST CORP-CLASS A | COM | 20030N101 | 12927 | 194858 | SH | SOLE | 142986 | 0 | 51872 | ||
| COMMUNITY HEALTH SYSTEMS-CVR | WRT | 203668116 | 47 | 5303225 | SH | SOLE | 5303225 | 0 | 0 | ||
| COMSTOCK RESOURCES INC | DEBT | 205768AM6 | 17560 | 24220000 | PRN | SOLE | 24220000 | 0 | 0 | ||
| COMSTOCK RESOURCES INC | DEBT | 205768AN4 | 5845 | 8062000 | PRN | SOLE | 8062000 | 0 | 0 | ||
| CONAGRA FOODS INC | COM | 205887102 | 8142 | 172856 | SH | SOLE | 125458 | 0 | 47398 | ||
| CONSOLIDATED-TOMOKA LAND | DEBT | 210226AB2 | 2415 | 2475000 | PRN | SOLE | 2475000 | 0 | 0 | ||
| CONSTELLATION BRANDS INC-A | COM | 21036P108 | 13348 | 80170 | SH | SOLE | 58529 | 0 | 21641 | ||
| CONSTELLIUM NV- CLASS A | COM | N22035104 | 15840 | 2200000 | SH | SOLE | 2200000 | 0 | 0 | ||
| CONTINENTAL RESOURCES INC/OK | COM | 212015101 | 5403 | 104003 | SH | SOLE | 81352 | 0 | 22651 | ||
| CONVERGYS CORP | COM | 212485106 | 770 | 25314 | SH | SOLE | 25314 | 0 | 0 | ||
| COOPER-STANDARD HOLDING | COM | 21676P103 | 760 | 7689 | SH | SOLE | 7689 | 0 | 0 | ||
| Coty Inc ON XNYS | COM | 222070203 | 76904 | 3314826 | SH | SOLE | 3314826 | 0 | 0 | ||
| COTY INC-CL A | COM | 222070203 | 32313 | 1375000 | SH | Put | SOLE | 1375000 | 0 | 0 | |
| COWEN GROUP INC | DEBT | 223622AB7 | 32557 | 33500000 | PRN | SOLE | 33500000 | 0 | 0 | ||
| CROWN HOLDINGS INC | COM | 228368106 | 784 | 13738 | SH | SOLE | 13738 | 0 | 0 | ||
| CSX CORP | COM | 126408103 | 7036 | 230682 | SH | SOLE | 196033 | 0 | 34649 | ||
| CTRIP.COM INTERNATIONAL-ADR | ADR | 22943F100 | 7491 | 160846 | SH | SOLE | 160846 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 795 | 6206 | SH | SOLE | 6206 | 0 | 0 | ||
| CURTISS-WRIGHT CORP | COM | 231561101 | 773 | 8489 | SH | SOLE | 8489 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 732 | 8221 | SH | SOLE | 8221 | 0 | 0 | ||
| DAQO NEW ENERGY CORP-ADR | ADR | 23703Q203 | 1677 | 79113 | SH | SOLE | 79113 | 0 | 0 | ||
| DARDEN RESTAURANTS INC | COM | 237194105 | 731 | 11923 | SH | SOLE | 11923 | 0 | 0 | ||
| DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 744 | 11264 | SH | SOLE | 11264 | 0 | 0 | ||
| DELPHI AUTOMOTIVE PLC | COM | G27823106 | 12580 | 176383 | SH | SOLE | 162471 | 0 | 13912 | ||
| DELPHI AUTOMOTIVE PLC | COM | G27823106 | 14185 | 198895 | SH | OTR | 198895 | 0 | 0 | ||
| DELUXE CORP | COM | 248019101 | 725 | 10846 | SH | SOLE | 10846 | 0 | 0 | ||
| DEVON ENERGY CORP | COM | 25179M103 | 3513 | 79642 | SH | SOLE | 61860 | 0 | 17782 | ||
| DISCOVER FINANCIAL SERVICES | COM | 254709108 | 728 | 12880 | SH | SOLE | 12880 | 0 | 0 | ||
| DISH NETWORK CORP-A | COM | 25470M109 | 2898 | 52900 | SH | SOLE | 52900 | 0 | 0 | ||
| DOUBLE EAGLE ACQUISITION-A | WRT | G28195116 | 720 | 1800000 | SH | SOLE | 1800000 | 0 | 0 | ||
| EASTMAN CHEMICAL CO | COM | 277432100 | 774 | 11431 | SH | SOLE | 11431 | 0 | 0 | ||
| EBAY INC | COM | 278642103 | 765 | 23241 | SH | SOLE | 23241 | 0 | 0 | ||
| ECHOSTAR CORP-A | COM | 278768106 | 810 | 18474 | SH | SOLE | 18474 | 0 | 0 | ||
| ELECTRUM SPECIAL ACQUISITION | WRT | G3105C112 | 396 | 1617500 | SH | SOLE | 1617500 | 0 | 0 | ||
| ELF BEAUTY INC | COM | 26856L103 | 844 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 8960 | 284180 | SH | SOLE | 284180 | 0 | 0 | ||
| EMERSON ELECTRIC CO | COM | 291011104 | 783 | 14373 | SH | SOLE | 14373 | 0 | 0 | ||
| ENDURANCE SPECIALTY HOLDINGS | COM | G30397106 | 739 | 11291 | SH | SOLE | 11291 | 0 | 0 | ||
| ENERGEN CORP | COM | 29265N108 | 18472 | 320040 | SH | SOLE | 320040 | 0 | 0 | ||
| ENERGY SELECT SECTOR SPDR | ETP | 81369Y506 | 1249 | 17685 | SH | SOLE | 17685 | 0 | 0 | ||
| ENERNOC INC | DEBT | 292764AB3 | 7421 | 10307000 | PRN | SOLE | 10307000 | 0 | 0 | ||
| ENSTAR GROUP LTD | COM | G3075P101 | 895 | 5439 | SH | SOLE | 5439 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 3969 | 48500 | SH | SOLE | 48500 | 0 | 0 | ||
| EVERBRIDGE INC | COM | 29978A104 | 1433 | 85000 | SH | SOLE | 85000 | 0 | 0 | ||
| EVEREST RE GROUP LTD | COM | G3223R108 | 730 | 3843 | SH | SOLE | 3843 | 0 | 0 | ||
| EVERTEC INC | COM | 30040P103 | 884 | 52681 | SH | SOLE | 52681 | 0 | 0 | ||
| EXPEDITORS INTL WASH INC | COM | 302130109 | 755 | 14649 | SH | SOLE | 14649 | 0 | 0 | ||
| EXPRESS SCRIPTS HOLDING CO | COM | 30219G108 | 749 | 10624 | SH | SOLE | 10624 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 6416 | 73520 | SH | SOLE | 52377 | 0 | 21143 | ||
| FACEBOOK INC-A | COM | 30303M102 | 49513 | 386016 | SH | SOLE | 347067 | 0 | 38949 | ||
| FANG HOLDINGS LTD | DEBT | 836034AB4 | 16915 | 17000000 | PRN | SOLE | 17000000 | 0 | 0 | ||
| FB FINANCIAL CORP | COM | 30257X104 | 1009 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| FEDEX CORP | COM | 31428X106 | 746 | 4268 | SH | SOLE | 4268 | 0 | 0 | ||
| FIDELITY & GUARANTY LIFE | COM | 315785105 | 885 | 38175 | SH | SOLE | 38175 | 0 | 0 | ||
| FIFTH THIRD BANCORP | COM | 316773100 | 733 | 35837 | SH | SOLE | 35837 | 0 | 0 | ||
| FIRST HAWAIIAN INC | COM | 32051X108 | 2686 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| FISERV INC | COM | 337738108 | 727 | 7312 | SH | SOLE | 7312 | 0 | 0 | ||
| FLOWSERVE CORP | COM | 34354P105 | 7841 | 162541 | SH | SOLE | 162541 | 0 | 0 | ||
| FOOT LOCKER INC | COM | 344849104 | 761 | 11236 | SH | SOLE | 11236 | 0 | 0 | ||
| FORD MOTOR CO | COM | 345370860 | 741 | 61375 | SH | SOLE | 61375 | 0 | 0 | ||
| FOREST CITY REALTY TRUST | DEBT | 345550AP2 | 131 | 113000 | PRN | SOLE | 113000 | 0 | 0 | ||
| FRANKLIN RESOURCES INC | COM | 354613101 | 723 | 20324 | SH | SOLE | 20324 | 0 | 0 | ||
| FRESH DEL MONTE PRODUCE INC | COM | G36738105 | 752 | 12553 | SH | SOLE | 12553 | 0 | 0 | ||
| GALENA BIOPHARMA INC | COM | 363256108 | 18 | 50665 | SH | SOLE | 50665 | 0 | 0 | ||
| GENERAL CABLE CORP | DEBT | 369300AL2 | 7703 | 11440000 | PRN | SOLE | 11440000 | 0 | 0 | ||
| GENERAL MILLS INC | COM | 370334104 | 725 | 11348 | SH | SOLE | 11348 | 0 | 0 | ||
| GENTEX CORP | COM | 371901109 | 743 | 42300 | SH | SOLE | 42300 | 0 | 0 | ||
| GENUINE PARTS CO | COM | 372460105 | 743 | 7396 | SH | SOLE | 7396 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 715 | 9039 | SH | SOLE | 9039 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 719 | 4457 | SH | SOLE | 4457 | 0 | 0 | ||
| GRAND CANYON EDUCATION INC | COM | 38526M106 | 750 | 18559 | SH | SOLE | 18559 | 0 | 0 | ||
| GRAPHIC PACKAGING HOLDING CO | COM | 388689101 | 743 | 53100 | SH | SOLE | 53100 | 0 | 0 | ||
| GREAT PLAINS ENERGY INC | COM | 391164100 | 1045 | 38275 | SH | SOLE | 38275 | 0 | 0 | ||
| GREENBRIER COS INC | DEBT | 393657AH4 | 35 | 31000 | PRN | SOLE | 31000 | 0 | 0 | ||
| GRIDSUM HOLDING INC-ADR | ADR | 398132100 | 3716 | 220500 | SH | SOLE | 220500 | 0 | 0 | ||
| GSV CAPITAL CORP | DEBT | 36191JAB7 | 29560 | 32262000 | PRN | SOLE | 32262000 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 22553 | 502521 | SH | SOLE | 388345 | 0 | 114176 | ||
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 749 | 9932 | SH | SOLE | 9932 | 0 | 0 | ||
| HARMAN INTERNATIONAL | COM | 413086109 | 10134 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| HARTFORD FINANCIAL SVCS GRP | COM | 416515104 | 749 | 17500 | SH | SOLE | 17500 | 0 | 0 | ||
| HEARTLAND EXPRESS INC | COM | 422347104 | 741 | 39262 | SH | SOLE | 39262 | 0 | 0 | ||
| HERBALIFE LTD | DEBT | 42703MAB9 | 10098 | 10200000 | PRN | SOLE | 10200000 | 0 | 0 | ||
| HERMAN MILLER INC | COM | 600544100 | 662 | 23150 | SH | SOLE | 23150 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRIS | COM | 42824C109 | 4805 | 211245 | SH | SOLE | 180506 | 0 | 30739 | ||
| HORACE MANN EDUCATORS | COM | 440327104 | 953 | 26000 | SH | SOLE | 26000 | 0 | 0 | ||
| HP INC | COM | 40434L105 | 42598 | 2742883 | SH | SOLE | 2391220 | 0 | 351663 | ||
| HSBC 6.375 P12/29/49-V2 | DEBT | 404280AT6 | 4975 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| HUNT (JB) TRANSPRT SVCS INC | COM | 445658107 | 745 | 9176 | SH | SOLE | 9176 | 0 | 0 | ||
| HUNTINGTON INGALLS INDUSTRIE | COM | 446413106 | 752 | 4900 | SH | SOLE | 4900 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | COM | 447462102 | 4590 | 76800 | SH | SOLE | 76800 | 0 | 0 | ||
| HUTCHISON CHINA MEDITECH-ADR | ADR | 44842L103 | 341 | 28641 | SH | SOLE | 28641 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | DEBT | 451055AF4 | 6261 | 7270000 | PRN | SOLE | 7270000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 18077 | 99510 | SH | SOLE | 99510 | 0 | 0 | ||
| IMPAC MORTGAGE HOLDINGS INC | COM | 45254P508 | 791 | 60000 | SH | SOLE | 60000 | 0 | 0 | ||
| INDEPENDENCE REALTY TRUST IN | REIT | 45378A106 | 5850 | 650000 | SH | SOLE | 650000 | 0 | 0 | ||
| INGREDION INC | COM | 457187102 | 765 | 5746 | SH | SOLE | 5746 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 749 | 19836 | SH | SOLE | 19836 | 0 | 0 | ||
| INTERNATIONAL PAPER CO | COM | 460146103 | 737 | 15367 | SH | SOLE | 15367 | 0 | 0 | ||
| INTL SPEEDWAY CORP-CL A | COM | 460335201 | 772 | 23104 | SH | SOLE | 23104 | 0 | 0 | ||
| ISHARES EDGE MSCI MIN VOL US | ETP | 46429B697 | 738 | 16249 | SH | SOLE | 16249 | 0 | 0 | ||
| ISHARES IBOXX USD HIGH YIELD | ETP | 464288513 | 4363 | 50000 | SH | Put | SOLE | 50000 | 0 | 0 | |
| ISHARES MSCI BRAZIL CAPPED E | ETP | 464286400 | 5059 | 150000 | SH | Put | SOLE | 150000 | 0 | 0 | |
| ISHARES MSCI EMERGING MARKET | ETP | 464287234 | 69819 | 1864300 | SH | Put | SOLE | 1864300 | 0 | 0 | |
| ISHARES RUSSELL 2000 ETF | ETP | 464287655 | 65334 | 526000 | SH | Put | SOLE | 526000 | 0 | 0 | |
| ITC Holdings Corp ON XNYS | COM | 465685105 | 318200 | 6845959 | SH | SOLE | 6845959 | 0 | 0 | ||
| JACK HENRY & ASSOCIATES INC | COM | 426281101 | 731 | 8542 | SH | SOLE | 8542 | 0 | 0 | ||
| JASON INDUSTRIES INC | WRT | 471172114 | 44 | 556126 | SH | SOLE | 556126 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 3644 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| JD.COM INC-ADR | ADR | 47215P106 | 15941 | 611000 | SH | SOLE | 611000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 740 | 6266 | SH | SOLE | 6266 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 739 | 11098 | SH | SOLE | 11098 | 0 | 0 | ||
| JUNIPER NETWORKS INC | COM | 48203R104 | 5978 | 248448 | SH | SOLE | 248448 | 0 | 0 | ||
| KAISER ALUMINUM CORP | COM | 483007704 | 746 | 8621 | SH | SOLE | 8621 | 0 | 0 | ||
| KAMAN CORP | COM | 483548103 | 766 | 17449 | SH | SOLE | 17449 | 0 | 0 | ||
| KINDER MORGAN INC | COM | 49456B101 | 14974 | 647391 | SH | SOLE | 548165 | 0 | 99226 | ||
| KINDER MORGAN INC | WRT | 49456B119 | 8 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 712 | 23983 | SH | SOLE | 23983 | 0 | 0 | ||
| L-3 COMMUNICATIONS HOLDINGS | COM | 502424104 | 754 | 5000 | SH | SOLE | 5000 | 0 | 0 | ||
| LANDSTAR SYSTEM INC | COM | 515098101 | 763 | 11208 | SH | SOLE | 11208 | 0 | 0 | ||
| LAREDO PETROLEUM INC | COM | 516806106 | 3887 | 301295 | SH | SOLE | 301295 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AB0 | 4955 | 5655000 | PRN | SOLE | 5655000 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AD6 | 9583 | 8949000 | PRN | SOLE | 8949000 | 0 | 0 | ||
| LEAR CORP | COM | 521865204 | 752 | 6200 | SH | SOLE | 6200 | 0 | 0 | ||
| LEIDOS HOLDINGS INC | COM | 525327102 | 6492 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530610AC8 | 127 | 100000 | PRN | SOLE | 100000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AG6 | 9298 | 15118000 | PRN | SOLE | 15118000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AL5 | 2474 | 4115000 | PRN | SOLE | 4115000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AN1 | 42845 | 82000000 | PRN | SOLE | 82000000 | 0 | 0 | ||
| LIBERTY TRIPADVISOR HDG-A | COM | 531465102 | 2085 | 95414 | SH | SOLE | 95414 | 0 | 0 | ||
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 756 | 12070 | SH | SOLE | 12070 | 0 | 0 | ||
| LOWE'S COS INC | COM | 548661107 | 1126 | 15593 | SH | SOLE | 10293 | 0 | 5300 | ||
| MAGNA INTERNATIONAL INC | COM | 559222401 | 7272 | 169291 | SH | SOLE | 138405 | 0 | 30886 | ||
| MANTECH INTERNATIONAL CORP-A | COM | 564563104 | 837 | 22202 | SH | SOLE | 22202 | 0 | 0 | ||
| MARATHON OIL CORP | COM | 565849106 | 3537 | 223750 | SH | SOLE | 223750 | 0 | 0 | ||
| MAST THERAPEUTICS INC | COM | 576314108 | 0 | 1250000 | SH | SOLE | 1250000 | 0 | 0 | ||
| MCDONALD'S CORP | COM | 580135101 | 736 | 6383 | SH | SOLE | 6383 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | COM | 58471A105 | 625 | 11200 | SH | SOLE | 11200 | 0 | 0 | ||
| MERITOR INC | DEBT | 59001KAC4 | 234 | 171000 | PRN | SOLE | 171000 | 0 | 0 | ||
| METLIFE INC | COM | 59156R108 | 745 | 16770 | SH | SOLE | 16770 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 11423 | 642471 | SH | SOLE | 642471 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 1447 | 25125 | SH | SOLE | 25125 | 0 | 0 | ||
| MODUSLINK GLOBAL SOLUTIO | DEBT | 60786LAB3 | 8613 | 10920000 | PRN | SOLE | 10920000 | 0 | 0 | ||
| MOLSON COORS BREWING CO -B | COM | 60871R209 | 17891 | 162954 | SH | SOLE | 119964 | 0 | 42990 | ||
| MONSTER BEVERAGE CORP | COM | 61174X109 | 9085 | 61879 | SH | SOLE | 45650 | 0 | 16229 | ||
| MONSTER WORLDWIDE INC | DEBT | 611742AB3 | 42651 | 42943000 | PRN | SOLE | 42943000 | 0 | 0 | ||
| MORGANS HOTEL GROUP CO | COM | 61748W108 | 6343 | 3139668 | SH | SOLE | 3139668 | 0 | 0 | ||
| MSC INDUSTRIAL DIRECT CO-A | COM | 553530106 | 762 | 10379 | SH | SOLE | 10379 | 0 | 0 | ||
| MUELLER INDUSTRIES INC | COM | 624756102 | 748 | 23063 | SH | SOLE | 23063 | 0 | 0 | ||
| NAVIGATORS GROUP INC | COM | 638904102 | 853 | 8800 | SH | SOLE | 8800 | 0 | 0 | ||
| NEENAH PAPER INC | COM | 640079109 | 745 | 9435 | SH | SOLE | 9435 | 0 | 0 | ||
| NELNET INC-CL A | COM | 64031N108 | 892 | 22105 | SH | SOLE | 22105 | 0 | 0 | ||
| NEW RELIC INC | COM | 64829B100 | 982 | 25627 | SH | SOLE | 25627 | 0 | 0 | ||
| NEWPARK RESOURCES INC | DEBT | 651718AC2 | 11525 | 11615000 | PRN | SOLE | 11615000 | 0 | 0 | ||
| NEXEO SOLUTIONS INC | WRT | 65342H110 | 84 | 135625 | SH | SOLE | 135625 | 0 | 0 | ||
| NIELSEN HOLDINGS PLC | COM | G6518L108 | 3496 | 65260 | SH | SOLE | 61918 | 0 | 3342 | ||
| NOBLE ENERGY INC | COM | 655044105 | 18532 | 518566 | SH | SOLE | 414752 | 0 | 103814 | ||
| NOVATEL WIRELESS INC | DEBT | 66987MAE9 | 4283 | 4350000 | PRN | SOLE | 4350000 | 0 | 0 | ||
| NUCOR CORP | COM | 670346105 | 766 | 15500 | SH | SOLE | 15500 | 0 | 0 | ||
| NUTANIX INC - A | COM | 67059N108 | 925 | 25000 | SH | SOLE | 25000 | 0 | 0 | ||
| OASIS PETROLEUM INC | COM | 674215108 | 8185 | 713640 | SH | SOLE | 713640 | 0 | 0 | ||
| OCCIDENTAL PETROLEUM CORP | COM | 674599105 | 751 | 10300 | SH | SOLE | 10300 | 0 | 0 | ||
| OLD DOMINION FREIGHT LINE | COM | 679580100 | 748 | 10896 | SH | SOLE | 10896 | 0 | 0 | ||
| OLD REPUBLIC INTL CORP | COM | 680223104 | 722 | 40994 | SH | SOLE | 40994 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 739 | 18825 | SH | SOLE | 18825 | 0 | 0 | ||
| OWENS CORNING | COM | 690742101 | 772 | 14469 | SH | SOLE | 14469 | 0 | 0 | ||
| PACCAR INC | COM | 693718108 | 752 | 12800 | SH | SOLE | 12800 | 0 | 0 | ||
| PACE HOLDINGS CORP | WRT | G6865N111 | 126 | 300000 | SH | SOLE | 300000 | 0 | 0 | ||
| PENNYMAC CORP | DEBT | 70932AAB9 | 36856 | 38415000 | PRN | SOLE | 38415000 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 749 | 6890 | SH | SOLE | 6890 | 0 | 0 | ||
| PETROLEO BRASILEIRO-SPON ADR | ADR | 71654V408 | 1866 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 736 | 21735 | SH | SOLE | 21735 | 0 | 0 | ||
| PINNACLE FOODS INC | COM | 72348P104 | 13044 | 260000 | SH | SOLE | 260000 | 0 | 0 | ||
| PIONEER NATURAL RESOURCES CO | COM | 723787107 | 16005 | 86200 | SH | SOLE | 66103 | 0 | 20097 | ||
| PLANET FITNESS INC - CL A | COM | 72703H101 | 1505 | 75000 | SH | SOLE | 75000 | 0 | 0 | ||
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 741 | 8227 | SH | SOLE | 8227 | 0 | 0 | ||
| POPULAR INC | COM | 733174700 | 732 | 19152 | SH | SOLE | 19152 | 0 | 0 | ||
| POST HOLDINGS INC | COM | 737446104 | 2084 | 27000 | SH | SOLE | 27000 | 0 | 0 | ||
| POWERSHARES QQQ TRUST SERIES | ETP | 73935A104 | 59360 | 500000 | SH | Put | SOLE | 500000 | 0 | 0 | |
| POWERSHARES S&P 500 LOW VOLA | ETP | 73937B779 | 736 | 17741 | SH | SOLE | 17741 | 0 | 0 | ||
| PRAXAIR INC | COM | 74005P104 | 753 | 6232 | SH | SOLE | 6232 | 0 | 0 | ||
| PREMIER INC-CLASS A | COM | 74051N102 | 753 | 23273 | SH | SOLE | 23273 | 0 | 0 | ||
| PRICELINE GROUP INC/THE | COM | 741503403 | 1472 | 1000 | SH | SOLE | 1000 | 0 | 0 | ||
| PRICELINE GROUP INC/THE | DEBT | 741503AX4 | 12 | 11000 | PRN | SOLE | 11000 | 0 | 0 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 628966 | 7007980 | SH | SOLE | 7007980 | 0 | 0 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 628250 | 7000000 | SH | Put | SOLE | 7000000 | 0 | 0 | |
| PROGRESSIVE CORP | COM | 743315103 | 751 | 23826 | SH | SOLE | 23826 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAK8 | 10417 | 10166000 | PRN | SOLE | 10166000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAL6 | 20849 | 20317000 | PRN | SOLE | 20317000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAM4 | 11677 | 11441000 | PRN | SOLE | 11441000 | 0 | 0 | ||
| PRUDENTIAL FINANCIAL INC | COM | 744320102 | 754 | 9233 | SH | SOLE | 9233 | 0 | 0 | ||
| PTC THERAPEUTICS INC | DEBT | 69366JAB7 | 1748 | 3100000 | PRN | SOLE | 3100000 | 0 | 0 | ||
| QUINPARIO ACQUISITION CORP 2 | WRT | 74874U119 | 214 | 1222482 | SH | SOLE | 1222482 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AB0 | 29336 | 31887000 | PRN | SOLE | 31887000 | 0 | 0 | ||
| RANGE RESOURCES CORP | COM | 75281A109 | 4316 | 111374 | SH | SOLE | 111374 | 0 | 0 | ||
| RED HAT INC | COM | 756577102 | 8723 | 107910 | SH | SOLE | 107910 | 0 | 0 | ||
| REDWOOD TRUST INC | DEBT | 758075AB1 | 52982 | 52784000 | PRN | SOLE | 52784000 | 0 | 0 | ||
| REGAL ENTERTAINMENT GROUP-A | COM | 758766109 | 750 | 34500 | SH | SOLE | 34500 | 0 | 0 | ||
| REINSURANCE GROUP OF AMERICA | COM | 759351604 | 736 | 6817 | SH | SOLE | 6817 | 0 | 0 | ||
| RELIANCE STEEL & ALUMINUM | COM | 759509102 | 756 | 10500 | SH | SOLE | 10500 | 0 | 0 | ||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 736 | 6122 | SH | SOLE | 6122 | 0 | 0 | ||
| REPUBLIC SERVICES INC | COM | 760759100 | 731 | 14487 | SH | SOLE | 14487 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAA2 | 26782 | 27330000 | PRN | SOLE | 27330000 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAB0 | 10397 | 10482000 | PRN | SOLE | 10482000 | 0 | 0 | ||
| RICE ENERGY INC | COM | 762760106 | 7833 | 300000 | SH | SOLE | 300000 | 0 | 0 | ||
| ROGERS COMMUNICATIONS INC-B | COM | 775109200 | 973 | 17483 | SH | SOLE | 17483 | 0 | 0 | ||
| ROYAL BANK OF CANADA | COM | 780087102 | 970 | 11941 | SH | SOLE | 11941 | 0 | 0 | ||
| RPC INC | COM | 749660106 | 9828 | 585000 | SH | SOLE | 585000 | 0 | 0 | ||
| RPM INTERNATIONAL INC | COM | 749685103 | 1591 | 29606 | SH | SOLE | 29606 | 0 | 0 | ||
| RWT HOLDINGS INC | DEBT | 749772AB5 | 30430 | 30089000 | PRN | SOLE | 30089000 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS IN | DEBT | 786449AK4 | 7510 | 7240000 | PRN | SOLE | 7240000 | 0 | 0 | ||
| SANDERSON FARMS INC | COM | 800013104 | 747 | 7758 | SH | SOLE | 7758 | 0 | 0 | ||
| SCRIPPS NETWORKS INTER-CL A | COM | 811065101 | 788 | 12408 | SH | SOLE | 12408 | 0 | 0 | ||
| SELECTIVE INSURANCE GROUP | COM | 816300107 | 744 | 18677 | SH | SOLE | 18677 | 0 | 0 | ||
| SHAW COMMUNICATIONS INC-B | COM | 82028K200 | 994 | 37024 | SH | SOLE | 37024 | 0 | 0 | ||
| SHOPIFY INC - CLASS A | COM | 82509L107 | 1288 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| SHUTTERFLY INC | COM | 82568P304 | 655 | 14671 | SH | SOLE | 14671 | 0 | 0 | ||
| SILGAN HOLDINGS INC | COM | 827048109 | 760 | 15015 | SH | SOLE | 15015 | 0 | 0 | ||
| SINA CORP | DEBT | 82922RAD5 | 26434 | 26500000 | PRN | SOLE | 26500000 | 0 | 0 | ||
| SINOVAC BIOTECH LTD | COM | P8696W104 | 627 | 106198 | SH | SOLE | 106198 | 0 | 0 | ||
| SIX FLAGS ENTERTAINMENT CORP | COM | 83001A102 | 765 | 14279 | SH | SOLE | 14279 | 0 | 0 | ||
| SOLARCITY CORP | DEBT | 83416TAC4 | 1940 | 2600000 | PRN | SOLE | 2600000 | 0 | 0 | ||
| SOLARCITY CORP | DEBT | 83416TAA8 | 1951 | 2505000 | PRN | SOLE | 2505000 | 0 | 0 | ||
| SONOCO PRODUCTS CO | COM | 835495102 | 740 | 14000 | SH | SOLE | 14000 | 0 | 0 | ||
| SOUTHWEST AIRLINES CO | COM | 844741108 | 8933 | 229700 | SH | SOLE | 194237 | 0 | 35463 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 94869 | 438600 | SH | SOLE | 438600 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 1223180 | 5655000 | SH | Put | SOLE | 5655000 | 0 | 0 | |
| SPDR S&P OIL & GAS EXP & PR | ETP | 78464A730 | 96150 | 2500000 | SH | Put | SOLE | 2500000 | 0 | 0 | |
| SPECTRANETICS CORP | DEBT | 84760CAA5 | 3117 | 2950000 | PRN | SOLE | 2950000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS | DEBT | 84763AAB4 | 4488 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| SPIRIT AEROSYSTEMS HOLD-CL A | COM | 848574109 | 773 | 17351 | SH | SOLE | 17351 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 34950 | 595592 | SH | SOLE | 595592 | 0 | 0 | ||
| ST JUDE MEDICAL INC | COM | 790849103 | 4892 | 61325 | SH | SOLE | 9817 | 0 | 51508 | ||
| SUPERIOR ENERGY SERVICES INC | COM | 868157108 | 10740 | 600000 | SH | SOLE | 600000 | 0 | 0 | ||
| SYKES ENTERPRISES INC | COM | 871237103 | 739 | 26280 | SH | SOLE | 26280 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES | DEBT | 87157BAA1 | 127 | 120000 | PRN | SOLE | 120000 | 0 | 0 | ||
| SYNCHRONY FINANCIAL | COM | 87165B103 | 770 | 27500 | SH | SOLE | 27500 | 0 | 0 | ||
| SYNGENTA AG-ADR | ADR | 87160A100 | 2654 | 30300 | SH | SOLE | 30300 | 0 | 0 | ||
| SYNOPSYS INC | COM | 871607107 | 749 | 12612 | SH | SOLE | 12612 | 0 | 0 | ||
| TABLEAU SOFTWARE INC-CL A | COM | 87336U105 | 34036 | 615798 | SH | SOLE | 615798 | 0 | 0 | ||
| TABULA RASA HEALTHCARE INC | COM | 873379101 | 716 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| TAL EDUCATION GROUP | DEBT | 874080AB0 | 13553 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| TARGET CORP | COM | 87612E106 | 735 | 10700 | SH | SOLE | 10700 | 0 | 0 | ||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 744 | 6891 | SH | SOLE | 6891 | 0 | 0 | ||
| TELUS CORP | COM | 87971M103 | 986 | 22769 | SH | SOLE | 22769 | 0 | 0 | ||
| TERADYNE INC | COM | 880770102 | 755 | 34971 | SH | SOLE | 34971 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAB7 | 12608 | 13928000 | PRN | SOLE | 13928000 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAC5 | 12837 | 15000000 | PRN | SOLE | 15000000 | 0 | 0 | ||
| TEXAS INSTRUMENTS INC | COM | 882508104 | 746 | 10629 | SH | SOLE | 10629 | 0 | 0 | ||
| THOMSON REUTERS CORP | COM | 884903105 | 746 | 18023 | SH | SOLE | 18023 | 0 | 0 | ||
| THOR INDUSTRIES INC | COM | 885160101 | 786 | 9284 | SH | SOLE | 9284 | 0 | 0 | ||
| TICC CAPITAL CORP | DEBT | 87244TAB5 | 20740 | 20458000 | PRN | SOLE | 20458000 | 0 | 0 | ||
| TIFFANY & CO | COM | 886547108 | 748 | 10297 | SH | SOLE | 10297 | 0 | 0 | ||
| TIMKENSTEEL | DEBT | 887399AA1 | 5329 | 4825000 | PRN | SOLE | 4825000 | 0 | 0 | ||
| TITAN MACHINERY INC | DEBT | 88830RAB7 | 423 | 486000 | PRN | SOLE | 486000 | 0 | 0 | ||
| TIVO CORP | COM | 88870P106 | 740 | 38000 | SH | SOLE | 38000 | 0 | 0 | ||
| TORCHMARK CORP | COM | 891027104 | 729 | 11418 | SH | SOLE | 11418 | 0 | 0 | ||
| TRADE DESK INC/THE -CLASS A | COM | 88339J105 | 2191 | 75000 | SH | SOLE | 75000 | 0 | 0 | ||
| TRAVELERS COS INC/THE | COM | 89417E109 | 732 | 6390 | SH | SOLE | 6390 | 0 | 0 | ||
| TREEHOUSE FOODS INC | COM | 89469A104 | 5720 | 65601 | SH | SOLE | 65601 | 0 | 0 | ||
| TRINITY BIOTECH INV LP | DEBT | 89643QAB4 | 476 | 500000 | PRN | SOLE | 500000 | 0 | 0 | ||
| UNIFIRST CORP/MA | COM | 904708104 | 744 | 5642 | SH | SOLE | 5642 | 0 | 0 | ||
| UNION PACIFIC CORP | COM | 907818108 | 11918 | 122199 | SH | SOLE | 107217 | 0 | 14982 | ||
| UNITED PARCEL SERVICE-CL B | COM | 911312106 | 7048 | 64447 | SH | SOLE | 55806 | 0 | 8641 | ||
| UNITED STATES STEEL CORP | COM | 912909108 | 4715 | 250000 | SH | SOLE | 250000 | 0 | 0 | ||
| UNIVERSAL CORP/VA | COM | 913456109 | 760 | 13054 | SH | SOLE | 13054 | 0 | 0 | ||
| US BANCORP | COM | 902973304 | 738 | 17198 | SH | SOLE | 17198 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 18315 | 345554 | SH | SOLE | 273258 | 0 | 72296 | ||
| VALIDUS HOLDINGS LTD | COM | G9319H102 | 732 | 14702 | SH | SOLE | 14702 | 0 | 0 | ||
| VALVOLINE INC | COM | 92047W101 | 1719 | 73200 | SH | SOLE | 73200 | 0 | 0 | ||
| VANECK VECTORS GOLD MINERS E | ETP | 92189F106 | 13215 | 500000 | SH | Put | SOLE | 500000 | 0 | 0 | |
| VERINT SYSTEMS INC | COM | 92343X100 | 2743 | 72900 | SH | SOLE | 72900 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 45764 | 880399 | SH | SOLE | 812134 | 0 | 68265 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 15226 | 292922 | SH | OTR | 292922 | 0 | 0 | ||
| VIMPELCOM LTD-SPON ADR | ADR | 92719A106 | 13920 | 4000000 | SH | SOLE | 4000000 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 743 | 52709 | SH | SOLE | 52709 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 639 | 22182 | SH | SOLE | 22182 | 0 | 0 | ||
| WAL-MART STORES INC | COM | 931142103 | 738 | 10235 | SH | SOLE | 10235 | 0 | 0 | ||
| WALT DISNEY CO/THE | COM | 254687106 | 744 | 8007 | SH | SOLE | 8007 | 0 | 0 | ||
| WASTE MANAGEMENT INC | COM | 94106L109 | 740 | 11607 | SH | SOLE | 11607 | 0 | 0 | ||
| WEATHERFORD INTERNATIONAL PL | COM | G48833100 | 7587 | 1350000 | SH | SOLE | 1350000 | 0 | 0 | ||
| WELLS FARGO & CO | COM | 949746101 | 718 | 16222 | SH | SOLE | 16222 | 0 | 0 | ||
| WERNER ENTERPRISES INC | COM | 950755108 | 741 | 31847 | SH | SOLE | 31847 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | REIT | 95790D105 | 1 | 559440 | SH | SOLE | 559440 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 1561 | 26700 | SH | SOLE | 26700 | 0 | 0 | ||
| WHITEWAVE FOODS CO | COM | 966244105 | 74292 | 1364929 | SH | SOLE | 1364929 | 0 | 0 | ||
| WHITING PETROLEUM CORP | COM | 966387102 | 13273 | 1518624 | SH | SOLE | 1518624 | 0 | 0 | ||
| WHITING PETROLEUM CORP | DEBT | 966387AL6 | 1645 | 2000000 | PRN | SOLE | 2000000 | 0 | 0 | ||
| WHITING PETROLEUM CORP | DEBT | 966387AX0 | 710 | 1000000 | PRN | SOLE | 1000000 | 0 | 0 | ||
| WHITING PETROLEUM CORP | DEBT | 966387AY8 | 2490 | 3298000 | PRN | SOLE | 3298000 | 0 | 0 | ||
| WILEY (JOHN) & SONS-CLASS A | COM | 968223206 | 786 | 15222 | SH | SOLE | 15222 | 0 | 0 | ||
| WOODWARD INC | COM | 980745103 | 767 | 12280 | SH | SOLE | 12280 | 0 | 0 | ||
| WORKDAY INC | DEBT | 98138HAC5 | 19125 | 15550000 | PRN | SOLE | 15550000 | 0 | 0 | ||
| WR BERKLEY CORP | COM | 084423102 | 742 | 12853 | SH | SOLE | 12853 | 0 | 0 | ||
| WW GRAINGER INC | COM | 384802104 | 763 | 3395 | SH | SOLE | 3395 | 0 | 0 | ||
| XL GROUP LTD | COM | G98294104 | 730 | 21700 | SH | SOLE | 21700 | 0 | 0 | ||
| YY INC | DEBT | 98426TAB2 | 9358 | 9500000 | PRN | SOLE | 9500000 | 0 | 0 | ||
| YY INC-ADR | ADR | 98426T106 | 6848 | 128520 | SH | SOLE | 128520 | 0 | 0 |