Profiles >> Pine River Capital Management LP >> 13Fs >> 2016-12-31
Pine River Capital Management LP
Last Updated: 3/2/2021
Pine River Capital Management LP is a Limited Partnership that started in 2002 and is primarily owned and controlled by Brian Taylor. To see a profile of the company, click here.
Below is the 13F Filing for Pine River Capital Management LP for Report Period 2016-12-31. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.
Historical 13F Holdings - 2016-12-31
| Issuer | Title of Class | CUSIP | Value(1000s) | Share | SH/PRN | Put/Call | Investment Discretion | Other Manager | Sole | Shared | None |
|---|---|---|---|---|---|---|---|---|---|---|---|
| LEVEL 3 COMMUNICATIONS INC | COM | 52729N308 | 188807 | 3350025 | SH | SOLE | 3350025 | 0 | 0 | ||
| SYNUTRA INTERNATIONAL INC | COM | 87164C102 | 10674 | 1995217 | SH | SOLE | 1995217 | 0 | 0 | ||
| ENDURANCE SPECIALTY HOLDINGS | COM | G30397106 | 155266 | 1680364 | SH | SOLE | 1680364 | 0 | 0 | ||
| GENWORTH FINANCIAL INC-CL A | COM | 37247D106 | 4872 | 1278778 | SH | SOLE | 1278778 | 0 | 0 | ||
| HARMAN INTERNATIONAL | COM | 413086109 | 32785 | 294931 | SH | SOLE | 294931 | 0 | 0 | ||
| KONGZHONG CORP-ADR | ADR | 50047P104 | 4784 | 689325 | SH | SOLE | 689325 | 0 | 0 | ||
| LINEAR TECHNOLOGY CORP | COM | 535678106 | 28371 | 455025 | SH | SOLE | 455025 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | COM | 587200106 | 11068 | 300000 | SH | SOLE | 300000 | 0 | 0 | ||
| QUNAR CAYMAN ISLANDS LTD-ADR | ADR | 74906P104 | 3743 | 124233 | SH | SOLE | 124233 | 0 | 0 | ||
| SYNGENTA AG-ADR | ADR | 87160A100 | 2043 | 25848 | SH | SOLE | 25848 | 0 | 0 | ||
| TRINA SOLAR LTD | DEBT | 89628EAC8 | 4203 | 4405000 | PRN | SOLE | 4405000 | 0 | 0 | ||
| TRINA SOLAR LTD-SPON ADR | ADR | 89628E104 | 9905 | 1065055 | SH | SOLE | 1065055 | 0 | 0 | ||
| 3M CO | COM | 88579Y101 | 516 | 2891 | SH | SOLE | 2891 | 0 | 0 | ||
| 500.COM LTD-CLASS A-ADR | ADR | 33829R100 | 2797 | 182476 | SH | SOLE | 182476 | 0 | 0 | ||
| ADVANCED DISPOSAL SERVICES I | COM | 00790X101 | 4444 | 200000 | SH | SOLE | 200000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES | COM | 007903107 | 8753 | 771900 | SH | SOLE | 771900 | 0 | 0 | ||
| AFLAC INC | COM | 001055102 | 529 | 7598 | SH | SOLE | 7598 | 0 | 0 | ||
| AIR PRODUCTS & CHEMICALS INC | COM | 009158106 | 492 | 3423 | SH | SOLE | 3423 | 0 | 0 | ||
| ALIBABA GROUP HOLDING-SP ADR | ADR | 01609W102 | 10173 | 115850 | SH | SOLE | 115850 | 0 | 0 | ||
| ALLEGHANY CORP | COM | 017175100 | 465 | 764 | SH | SOLE | 764 | 0 | 0 | ||
| ALLERGAN PLC | COM | G0177J108 | 54750 | 260700 | SH | Call | SOLE | 260700 | 0 | 0 | |
| ALLIED WORLD ASSURANCE CO HOLDINGS AG | COM | H01531104 | 543 | 10114 | SH | SOLE | 10114 | 0 | 0 | ||
| ALLISON TRANSMISSION HOLDING | COM | 01973R101 | 515 | 15300 | SH | SOLE | 15300 | 0 | 0 | ||
| ALLSTATE CORP | COM | 020002101 | 519 | 7006 | SH | SOLE | 7006 | 0 | 0 | ||
| ALPHABET INC-CL A | COM | 02079K305 | 4858 | 6130 | SH | SOLE | 3339 | 0 | 2791 | ||
| ALPHABET INC-CL C | COM | 02079K107 | 28159 | 36485 | SH | SOLE | 31053 | 0 | 5432 | ||
| ALPHABET INC-CL A | COM | 02079K305 | 16483 | 21356 | SH | OTR | 21356 | 0 | 0 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 523 | 7740 | SH | SOLE | 7740 | 0 | 0 | ||
| AMDOCS LTD | COM | G02602103 | 516 | 8856 | SH | SOLE | 8856 | 0 | 0 | ||
| AMERICAN EXPRESS CO | COM | 025816109 | 511 | 6900 | SH | SOLE | 6900 | 0 | 0 | ||
| AMERICAN FINANCIAL GROUP INC | COM | 025932104 | 531 | 6030 | SH | SOLE | 6030 | 0 | 0 | ||
| AMERICAN NATIONAL INSURANCE | COM | 028591105 | 596 | 4783 | SH | SOLE | 4783 | 0 | 0 | ||
| AMERIS BANCORP | COM | 03076K108 | 501 | 11500 | SH | SOLE | 11500 | 0 | 0 | ||
| AMPHENOL CORP-CL A | COM | 032095101 | 524 | 7800 | SH | SOLE | 7800 | 0 | 0 | ||
| AMTRUST FINANCIAL SERVIC | DEBT | 032359AG6 | 11794 | 13750000 | PRN | SOLE | 13750000 | 0 | 0 | ||
| AMYRIS INC | DEBT | 03236MAC5 | 767 | 1400000 | PRN | SOLE | 1400000 | 0 | 0 | ||
| AMYRIS INC | DEBT | 03236MAF8 | 769 | 1102000 | PRN | SOLE | 1102000 | 0 | 0 | ||
| ANADARKO PETROLEUM CORP | COM | 032511107 | 10888 | 156133 | SH | SOLE | 99107 | 0 | 57026 | ||
| ANI PHARMACEUTICALS INC | COM | 00182C103 | 3055 | 50400 | SH | SOLE | 50400 | 0 | 0 | ||
| ANSYS INC | COM | 03662Q105 | 481 | 5200 | SH | SOLE | 5200 | 0 | 0 | ||
| APPLIED INDUSTRIAL TECH INC | COM | 03820C105 | 515 | 8676 | SH | SOLE | 8676 | 0 | 0 | ||
| ARBOR REALTY TRUST INC | DEBT | 038923AA6 | 13809 | 13853000 | PRN | SOLE | 13853000 | 0 | 0 | ||
| ARCH CAPITAL GROUP LTD | COM | G0450A105 | 519 | 6018 | SH | SOLE | 6018 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 541 | 32809 | SH | SOLE | 32809 | 0 | 0 | ||
| ARGO GROUP INTERNATIONAL HOLDINGS LTD | COM | G0464B107 | 524 | 7950 | SH | SOLE | 7950 | 0 | 0 | ||
| ARTHUR J GALLAGHER & CO | COM | 363576109 | 530 | 10200 | SH | SOLE | 10200 | 0 | 0 | ||
| ASPEN INSURANCE HOLDINGS LTD | COM | G05384105 | 538 | 9789 | SH | SOLE | 9789 | 0 | 0 | ||
| ASPEN TECHNOLOGY INC | COM | 045327103 | 525 | 9600 | SH | SOLE | 9600 | 0 | 0 | ||
| ASSOCIATED BANC-CORP | COM | 045487105 | 520 | 21066 | SH | SOLE | 21066 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 531 | 12482 | SH | SOLE | 12482 | 0 | 0 | ||
| ATN INTERNATIONAL INC | COM | 00215F107 | 554 | 6910 | SH | SOLE | 6910 | 0 | 0 | ||
| AUTODESK INC | COM | 052769106 | 15227 | 205734 | SH | SOLE | 205734 | 0 | 0 | ||
| AUTOMATIC DATA PROCESSING | COM | 053015103 | 524 | 5100 | SH | SOLE | 5100 | 0 | 0 | ||
| AVID TECHNOLOGY INC | DEBT | 05367PAB6 | 21528 | 32131000 | PRN | SOLE | 32131000 | 0 | 0 | ||
| AVISTA HEALTHCARE PUBLIC ACQ | WRT | G0726L109 | 1215 | 120000 | SH | SOLE | 120000 | 0 | 0 | ||
| AXIS CAPITAL HOLDINGS LTD | COM | G0692U109 | 529 | 8109 | SH | SOLE | 8109 | 0 | 0 | ||
| BAIDU INC - SPON ADR | ADR | 056752108 | 1699 | 10337 | SH | SOLE | 8485 | 0 | 1852 | ||
| BANCFIRST CORP | COM | 05945F103 | 521 | 5600 | SH | SOLE | 5600 | 0 | 0 | ||
| BANK OF HAWAII CORP | COM | 062540109 | 523 | 5895 | SH | SOLE | 5895 | 0 | 0 | ||
| BANK OF MONTREAL | COM | 063671101 | 693 | 7173 | SH | SOLE | 7173 | 0 | 0 | ||
| BANK OF NOVA SCOTIA | COM | 064149107 | 682 | 9122 | SH | SOLE | 9122 | 0 | 0 | ||
| BANK OF NT BUTTERFIELD & SON | COM | G0772R208 | 516 | 16400 | SH | SOLE | 16400 | 0 | 0 | ||
| BARNES GROUP INC | COM | 067806109 | 511 | 10768 | SH | SOLE | 10768 | 0 | 0 | ||
| BB&T CORP | COM | 054937107 | 525 | 11162 | SH | SOLE | 11162 | 0 | 0 | ||
| BCE INC | COM | 05534B760 | 704 | 12136 | SH | SOLE | 12136 | 0 | 0 | ||
| BED BATH & BEYOND INC | COM | 075896100 | 447 | 11000 | SH | SOLE | 11000 | 0 | 0 | ||
| BEIGENE LTD-ADR | ADR | 07725L102 | 1867 | 61509 | SH | SOLE | 61509 | 0 | 0 | ||
| BEMIS COMPANY | COM | 081437105 | 514 | 10743 | SH | SOLE | 10743 | 0 | 0 | ||
| BENCHMARK ELECTRONICS INC | COM | 08160H101 | 531 | 17400 | SH | SOLE | 17400 | 0 | 0 | ||
| BENEFICIAL BANCORP INC | COM | 08171T102 | 528 | 28700 | SH | SOLE | 28700 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC-CL B | COM | 084670702 | 505 | 3100 | SH | SOLE | 3100 | 0 | 0 | ||
| BLACKLINE INC | COM | 09239B109 | 1243 | 45000 | SH | SOLE | 45000 | 0 | 0 | ||
| BLUE CAPITAL REINSURANCE HOL | COM | G1190F107 | 836 | 45285 | SH | SOLE | 45285 | 0 | 0 | ||
| BNC BANCORP | COM | 05566T101 | 526 | 16500 | SH | SOLE | 16500 | 0 | 0 | ||
| BOULEVARD ACQUISITION COR II | WRT | 10157Q110 | 453 | 855100 | SH | SOLE | 855100 | 0 | 0 | ||
| BOX INC - CLASS A | COM | 10316T104 | 3008 | 217030 | SH | SOLE | 217030 | 0 | 0 | ||
| BROWN & BROWN INC | COM | 115236101 | 524 | 11685 | SH | SOLE | 11685 | 0 | 0 | ||
| C.H. ROBINSON WORLDWIDE INC | COM | 12541W209 | 526 | 7178 | SH | SOLE | 7178 | 0 | 0 | ||
| CA INC | COM | 12673P105 | 4264 | 134200 | SH | Put | SOLE | 134200 | 0 | 0 | |
| CAMPBELL SOUP CO | COM | 134429109 | 535 | 8848 | SH | SOLE | 8848 | 0 | 0 | ||
| CAN IMPERIAL BK OF COMMERCE | COM | 136069101 | 665 | 6073 | SH | SOLE | 6073 | 0 | 0 | ||
| CAPITOL ACQUISITION CORP III | WRT | 14055M114 | 870 | 1000000 | SH | SOLE | 1000000 | 0 | 0 | ||
| CAPITOL FEDERAL FINANCIAL IN | COM | 14057J101 | 528 | 32100 | SH | SOLE | 32100 | 0 | 0 | ||
| CARDTRONICS PLC - A | COM | G1991C105 | 8608 | 157755 | SH | SOLE | 157755 | 0 | 0 | ||
| CATERPILLAR INC | COM | 149123101 | 529 | 5700 | SH | SOLE | 5700 | 0 | 0 | ||
| CBOE HOLDINGS INC | COM | 12503M108 | 512 | 6925 | SH | SOLE | 6925 | 0 | 0 | ||
| CBS CORP-CLASS B NON VOTING | COM | 124857202 | 592 | 9300 | SH | SOLE | 9300 | 0 | 0 | ||
| CHECK POINT SOFTWARE TECH | COM | M22465104 | 513 | 6078 | SH | SOLE | 6078 | 0 | 0 | ||
| CHEESECAKE FACTORY INC/THE | COM | 163072101 | 504 | 8409 | SH | SOLE | 8409 | 0 | 0 | ||
| CHEMED CORP | COM | 16359R103 | 497 | 3100 | SH | SOLE | 3100 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | COM | 165167107 | 5100 | 726600 | SH | SOLE | 726600 | 0 | 0 | ||
| CHOICE HOTELS INTL INC | COM | 169905106 | 521 | 9300 | SH | SOLE | 9300 | 0 | 0 | ||
| CIMAREX ENERGY CO | COM | 171798101 | 2718 | 20000 | SH | SOLE | 20000 | 0 | 0 | ||
| CINCINNATI FINANCIAL CORP | COM | 172062101 | 523 | 6900 | SH | SOLE | 6900 | 0 | 0 | ||
| CME GROUP INC | COM | 12572Q105 | 484 | 4200 | SH | SOLE | 4200 | 0 | 0 | ||
| COBALT INTERNATIONAL ENERGY | COM | 19075F106 | 119 | 97595 | SH | SOLE | 97595 | 0 | 0 | ||
| COGNIZANT TECH SOLUTIONS-A | COM | 192446102 | 11502 | 205267 | SH | SOLE | 159765 | 0 | 45502 | ||
| COLUMBIA BANKING SYSTEM INC | COM | 197236102 | 536 | 12000 | SH | SOLE | 12000 | 0 | 0 | ||
| COMCAST CORP-CLASS A | COM | 20030N101 | 7386 | 106960 | SH | SOLE | 47414 | 0 | 59546 | ||
| COMMERCE BANCSHARES INC | COM | 200525103 | 526 | 9100 | SH | SOLE | 9100 | 0 | 0 | ||
| COMMUNITY BANK SYSTEM INC | COM | 203607106 | 531 | 8600 | SH | SOLE | 8600 | 0 | 0 | ||
| COMMUNITY HEALTH SYSTEMS-CVR | COM | 203668116 | 24 | 5303225 | SH | SOLE | 5303225 | 0 | 0 | ||
| COMPASS MINERALS INTERNATION | COM | 20451N101 | 509 | 6500 | SH | SOLE | 6500 | 0 | 0 | ||
| COMSTOCK RESOURCES INC | DEBT | 205768AN4 | 148 | 168818 | PRN | SOLE | 168818 | 0 | 0 | ||
| CONCHO RESOURCES INC | COM | 20605P101 | 4060 | 30629 | SH | SOLE | 23104 | 0 | 7525 | ||
| CONSTELLIUM NV - CLASS A | COM | N22035104 | 9774 | 1656575 | SH | SOLE | 1656575 | 0 | 0 | ||
| CONTINENTAL RESOURCES INC/OK | COM | 212015101 | 4262 | 82704 | SH | SOLE | 38314 | 0 | 44390 | ||
| CORNING INC | COM | 219350105 | 10501 | 432700 | SH | Put | SOLE | 390900 | 0 | 41800 | |
| COWEN GROUP INC | DEBT | 223622AB7 | 17561 | 17570000 | PRN | SOLE | 17570000 | 0 | 0 | ||
| CRACKER BARREL OLD COUNTRY | COM | 22410J106 | 488 | 2920 | SH | SOLE | 2920 | 0 | 0 | ||
| CSX CORP | COM | 126408103 | 4388 | 122112 | SH | SOLE | 37670 | 0 | 84442 | ||
| CTRIP.COM INTERNATIONAL-ADR | ADR | 22943F100 | 4506 | 112646 | SH | SOLE | 112646 | 0 | 0 | ||
| CUMMINS INC | COM | 231021106 | 506 | 3706 | SH | SOLE | 3706 | 0 | 0 | ||
| CVB FINANCIAL CORP | COM | 126600105 | 539 | 23496 | SH | SOLE | 23496 | 0 | 0 | ||
| DAQO NEW ENERGY CORP-ADR | ADR | 23703Q203 | 4211 | 218208 | SH | SOLE | 218208 | 0 | 0 | ||
| DARDEN RESTAURANTS INC | COM | 237194105 | 496 | 6823 | SH | SOLE | 6823 | 0 | 0 | ||
| DAVITA INC | COM | 23918K108 | 511 | 7964 | SH | SOLE | 7964 | 0 | 0 | ||
| DELTA TECHNOLOGY HOLDINGS LT | WRT | G8477B113 | 32 | 576058 | SH | SOLE | 576058 | 0 | 0 | ||
| DEVON ENERGY CORP | COM | 25179M103 | 5878 | 128686 | SH | SOLE | 86281 | 0 | 42405 | ||
| DIAMONDBACK ENERGY INC | COM | 25278X109 | 7580 | 75000 | SH | SOLE | 75000 | 0 | 0 | ||
| DISCOVER FINANCIAL SERVICES | COM | 254709108 | 518 | 7180 | SH | SOLE | 7180 | 0 | 0 | ||
| DISH NETWORK CORP-A | COM | 25470M109 | 7108 | 122700 | SH | SOLE | 122700 | 0 | 0 | ||
| DONALDSON CO INC | COM | 257651109 | 517 | 12298 | SH | SOLE | 12298 | 0 | 0 | ||
| DORMAN PRODUCTS INC | COM | 258278100 | 519 | 7099 | SH | SOLE | 7099 | 0 | 0 | ||
| DOUBLE EAGLE ACQUISITION-A | WRT | G28195116 | 752 | 1600000 | SH | SOLE | 1600000 | 0 | 0 | ||
| DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 517 | 5700 | SH | SOLE | 5700 | 0 | 0 | ||
| DUNKIN' BRANDS GROUP INC | COM | 265504100 | 497 | 9474 | SH | SOLE | 9474 | 0 | 0 | ||
| ELBIT SYSTEMS LTD | COM | M3760D101 | 403 | 3951 | SH | SOLE | 3951 | 0 | 0 | ||
| ELECTRONIC ARTS INC | COM | 285512109 | 10680 | 135600 | SH | Put | SOLE | 122400 | 0 | 13200 | |
| ELECTRUM SPECIAL ACQUISITION | WRT | G3105C112 | 453 | 1617500 | SH | SOLE | 1617500 | 0 | 0 | ||
| ELF BEAUTY INC | COM | 26856L103 | 868 | 30000 | SH | SOLE | 30000 | 0 | 0 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 9332 | 284180 | SH | SOLE | 284180 | 0 | 0 | ||
| EMERSON ELECTRIC CO | COM | 291011104 | 523 | 9373 | SH | SOLE | 9373 | 0 | 0 | ||
| ENERNOC INC | DEBT | 292764AB3 | 8104 | 10307000 | PRN | SOLE | 10307000 | 0 | 0 | ||
| ENSTAR GROUP LTD | COM | G3075P101 | 522 | 2639 | SH | SOLE | 2639 | 0 | 0 | ||
| ERIE INDEMNITY COMPANY-CL A | COM | 29530P102 | 551 | 4900 | SH | SOLE | 4900 | 0 | 0 | ||
| ESCO TECHNOLOGIES INC | COM | 296315104 | 510 | 9000 | SH | SOLE | 9000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 703 | 9700 | SH | SOLE | 9700 | 0 | 0 | ||
| EVEREST RE GROUP LTD | COM | G3223R108 | 507 | 2343 | SH | SOLE | 2343 | 0 | 0 | ||
| EVERTEC INC | COM | 30040P103 | 520 | 29281 | SH | SOLE | 29281 | 0 | 0 | ||
| EXPEDITORS INTL WASH INC | COM | 302130109 | 511 | 9649 | SH | SOLE | 9649 | 0 | 0 | ||
| EXPONENT INC | COM | 30214U102 | 513 | 8500 | SH | SOLE | 8500 | 0 | 0 | ||
| EXTRACTION OIL & GAS INC | COM | 30227M105 | 5010 | 250000 | SH | SOLE | 250000 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 5542 | 61402 | SH | SOLE | 36309 | 0 | 25093 | ||
| FACEBOOK INC-A | COM | 30303M102 | 14291 | 124213 | SH | SOLE | 99961 | 0 | 24252 | ||
| FACTSET RESEARCH SYSTEMS INC | COM | 303075105 | 490 | 3000 | SH | SOLE | 3000 | 0 | 0 | ||
| FAIRMOUNT SANTROL HOLDINGS I | COM | 30555Q108 | 590 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| FASTENAL CO | COM | 311900104 | 507 | 10800 | SH | SOLE | 10800 | 0 | 0 | ||
| FIRST COMMONWEALTH FINL CORP | COM | 319829107 | 536 | 37773 | SH | SOLE | 37773 | 0 | 0 | ||
| FIRST FINANCIAL BANCORP | COM | 320209109 | 526 | 18500 | SH | SOLE | 18500 | 0 | 0 | ||
| FIRST HAWAIIAN INC | COM | 32051X108 | 3482 | 100000 | SH | SOLE | 100000 | 0 | 0 | ||
| FIRST INTERSTATE BANCSYS-A | COM | 32055Y201 | 536 | 12600 | SH | SOLE | 12600 | 0 | 0 | ||
| FIRST MERCHANTS CORP | COM | 320817109 | 550 | 14600 | SH | SOLE | 14600 | 0 | 0 | ||
| FISERV INC | COM | 337738108 | 511 | 4812 | SH | SOLE | 4812 | 0 | 0 | ||
| FMC TECHNOLOGIES INC | COM | 30249U101 | 143283 | 4032750 | SH | SOLE | 4032750 | 0 | 0 | ||
| FORD MOTOR CO | COM | 345370860 | 493 | 40675 | SH | SOLE | 40675 | 0 | 0 | ||
| FORTINET INC | COM | 34959E109 | 8167 | 271140 | SH | SOLE | 271140 | 0 | 0 | ||
| FS INVESTMENT CORP | COM | 302635107 | 533 | 51775 | SH | SOLE | 51775 | 0 | 0 | ||
| FULTON FINANCIAL CORP | COM | 360271100 | 517 | 27510 | SH | SOLE | 27510 | 0 | 0 | ||
| GARTNER INC | COM | 366651107 | 505 | 5000 | SH | SOLE | 5000 | 0 | 0 | ||
| GENERAL MILLS INC | COM | 370334104 | 509 | 8248 | SH | SOLE | 8248 | 0 | 0 | ||
| GENTEX CORP | COM | 371901109 | 512 | 26000 | SH | SOLE | 26000 | 0 | 0 | ||
| GENUINE PARTS CO | COM | 372460105 | 516 | 5396 | SH | SOLE | 5396 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 516 | 2157 | SH | SOLE | 2157 | 0 | 0 | ||
| GRAND CANYON EDUCATION INC | COM | 38526M106 | 523 | 8948 | SH | SOLE | 8948 | 0 | 0 | ||
| GRIDSUM HOLDING INC-ADR | ADR | 398132100 | 2626 | 257697 | SH | SOLE | 257697 | 0 | 0 | ||
| GSV CAPITAL CORP | DEBT | 36191JAB7 | 30249 | 32262000 | PRN | SOLE | 32262000 | 0 | 0 | ||
| HALLIBURTON CO | COM | 406216101 | 20391 | 376983 | SH | SOLE | 261840 | 0 | 115143 | ||
| HANOVER INSURANCE GROUP INC/ | COM | 410867105 | 522 | 5731 | SH | SOLE | 5731 | 0 | 0 | ||
| HARMONIC INC | DEBT | 413160AB8 | 23357 | 20775000 | PRN | SOLE | 20775000 | 0 | 0 | ||
| HEARTLAND EXPRESS INC | COM | 422347104 | 510 | 25062 | SH | SOLE | 25062 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRIS | COM | 42824C109 | 3870 | 167274 | SH | SOLE | 136328 | 0 | 30946 | ||
| HORACE MANN EDUCATORS | COM | 440327104 | 526 | 12300 | SH | SOLE | 12300 | 0 | 0 | ||
| HORNBECK OFFSHORE SERVICES | COM | 440543106 | 209 | 29000 | SH | SOLE | 29000 | 0 | 0 | ||
| HOSTESS BRANDS INC | COM | 44109J106 | 599 | 46083 | SH | SOLE | 46083 | 0 | 0 | ||
| HP INC | COM | 40434L105 | 26015 | 1752986 | SH | SOLE | 1474300 | 0 | 278686 | ||
| HSBC 6.375 P12/29/49-V2 | DEBT | 404280AT6 | 4977 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| HUBBELL INC | COM | 443510607 | 513 | 4400 | SH | SOLE | 4400 | 0 | 0 | ||
| HUNT (JB) TRANSPRT SVCS INC | COM | 445658107 | 522 | 5376 | SH | SOLE | 5376 | 0 | 0 | ||
| HUNTINGTON INGALLS INDUSTRIE | COM | 446413106 | 516 | 2800 | SH | SOLE | 2800 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | COM | 447462102 | 3890 | 76800 | SH | SOLE | 76800 | 0 | 0 | ||
| ICHOR HOLDINGS LTD | COM | G4740B105 | 1894 | 175000 | SH | SOLE | 175000 | 0 | 0 | ||
| IDEX CORP | COM | 45167R104 | 504 | 5600 | SH | SOLE | 5600 | 0 | 0 | ||
| INDEPENDENT BANK CORP/MA | COM | 453836108 | 535 | 7600 | SH | SOLE | 7600 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 2498 | 68923 | SH | SOLE | 54251 | 0 | 14672 | ||
| INTERNATIONAL PAPER CO | COM | 460146103 | 518 | 9767 | SH | SOLE | 9767 | 0 | 0 | ||
| INTL SPEEDWAY CORP-CL A | COM | 460335201 | 504 | 13704 | SH | SOLE | 13704 | 0 | 0 | ||
| INVESTORS BANCORP INC | COM | 46146L101 | 522 | 37400 | SH | SOLE | 37400 | 0 | 0 | ||
| ISHARES EDGE MSCI MIN VOL US | ETP | 46429B697 | 699 | 15449 | SH | SOLE | 15449 | 0 | 0 | ||
| ISHARES MSCI EMERGING MARKET | ETP | 464287234 | 58569 | 1672900 | SH | Put | SOLE | 1672900 | 0 | 0 | |
| J & J SNACK FOODS CORP | COM | 466032109 | 520 | 3900 | SH | SOLE | 3900 | 0 | 0 | ||
| JACK HENRY & ASSOCIATES INC | COM | 426281101 | 510 | 5742 | SH | SOLE | 5742 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | COM | G50871105 | 1908 | 17500 | SH | SOLE | 17500 | 0 | 0 | ||
| JD.COM INC-ADR | ADR | 47215P106 | 15544 | 611000 | SH | SOLE | 611000 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 535 | 6198 | SH | SOLE | 6198 | 0 | 0 | ||
| JUNIPER NETWORKS INC | COM | 48203R104 | 11176 | 395467 | SH | SOLE | 395467 | 0 | 0 | ||
| KAMAN CORP | COM | 483548103 | 511 | 10449 | SH | SOLE | 10449 | 0 | 0 | ||
| KEARNY FINANCIAL CORP/MD | COM | 48716P108 | 526 | 33800 | SH | SOLE | 33800 | 0 | 0 | ||
| KEYW 2.5 19 | DEBT | 493723AA8 | 25 | 25000 | PRN | SOLE | 25000 | 0 | 0 | ||
| KINDER MORGAN INC | COM | 49456B101 | 7437 | 359140 | SH | SOLE | 132488 | 0 | 226652 | ||
| KINDER MORGAN INC | WRT | 49456B119 | 2 | 500000 | SH | SOLE | 500000 | 0 | 0 | ||
| KINDER MORGAN INC | COM | 49456B101 | 15996 | 772400 | SH | SOLE | 772400 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 496 | 14383 | SH | SOLE | 14383 | 0 | 0 | ||
| LA QUINTA HOLDINGS INC | COM | 50420D108 | 978 | 68846 | SH | SOLE | 68846 | 0 | 0 | ||
| LANCASTER COLONY CORP | COM | 513847103 | 509 | 3600 | SH | SOLE | 3600 | 0 | 0 | ||
| LANDSTAR SYSTEM INC | COM | 515098101 | 521 | 6108 | SH | SOLE | 6108 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | DEBT | 521050AD6 | 6135 | 5380000 | PRN | SOLE | 5380000 | 0 | 0 | ||
| LEGGETT & PLATT INC | COM | 524660107 | 511 | 10454 | SH | SOLE | 10454 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEBT | 530715AN1 | 43358 | 82000000 | PRN | SOLE | 82000000 | 0 | 0 | ||
| LIBERTY TRIPADVISOR HDG-A | COM | 531465102 | 1028 | 68304 | SH | SOLE | 68304 | 0 | 0 | ||
| LINCOLN ELECTRIC HOLDINGS | COM | 533900106 | 511 | 6662 | SH | SOLE | 6662 | 0 | 0 | ||
| LOEWS CORP | COM | 540424108 | 515 | 11000 | SH | SOLE | 11000 | 0 | 0 | ||
| LOWE'S COS INC | COM | 548661107 | 2894 | 40680 | SH | SOLE | 15124 | 0 | 25556 | ||
| M & T BANK CORP | COM | 55261F104 | 516 | 3300 | SH | SOLE | 3300 | 0 | 0 | ||
| MAIN STREET CAPITAL CORP | COM | 56035L104 | 518 | 14100 | SH | SOLE | 14100 | 0 | 0 | ||
| MAMMOTH ENERGY SERVICES INC | COM | 56155L108 | 7828 | 515000 | SH | SOLE | 515000 | 0 | 0 | ||
| MANTECH INTERNATIONAL CORP-A | COM | 564563104 | 516 | 12202 | SH | SOLE | 12202 | 0 | 0 | ||
| MARKEL CORP | COM | 570535104 | 543 | 600 | SH | SOLE | 600 | 0 | 0 | ||
| MARRIOTT INTERNATIONAL -CL A | COM | 571903202 | 504 | 6100 | SH | SOLE | 6100 | 0 | 0 | ||
| MATTHEWS INTL CORP-CLASS A | COM | 577128101 | 546 | 7100 | SH | SOLE | 7100 | 0 | 0 | ||
| MCDONALD'S CORP | COM | 580135101 | 507 | 4164 | SH | SOLE | 4164 | 0 | 0 | ||
| MERCURY GENERAL CORP | COM | 589400100 | 524 | 8700 | SH | SOLE | 8700 | 0 | 0 | ||
| METTLER-TOLEDO INTERNATIONAL | COM | 592688105 | 502 | 1200 | SH | SOLE | 1200 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 14083 | 642471 | SH | SOLE | 642471 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 5953 | 95799 | SH | SOLE | 76010 | 0 | 19789 | ||
| MIDSTATES PETROLEUM CO INC | COM | 59804T407 | 31202 | 1504444 | SH | SOLE | 1504444 | 0 | 0 | ||
| MODUSLINK GLOBAL SOLUTIONS INC | DEBT | 60786LAB3 | 7749 | 8920000 | PRN | SOLE | 8920000 | 0 | 0 | ||
| MOLSON COORS BREWING CO -B | COM | 60871R209 | 6988 | 71815 | SH | SOLE | 32977 | 0 | 38838 | ||
| MOMO INC-SPON ADR | ADR | 60879B107 | 1131 | 61546 | SH | SOLE | 61546 | 0 | 0 | ||
| MOTOROLA SOLUTIONS INC | COM | 620076307 | 522 | 6300 | SH | SOLE | 6300 | 0 | 0 | ||
| MSC INDUSTRIAL DIRECT CO-A | COM | 553530106 | 521 | 5642 | SH | SOLE | 5642 | 0 | 0 | ||
| N B T BANCORP INC | COM | 628778102 | 540 | 12900 | SH | SOLE | 12900 | 0 | 0 | ||
| NAVIGATORS GROUP INC | COM | 638904102 | 518 | 4400 | SH | SOLE | 4400 | 0 | 0 | ||
| NEENAH PAPER INC | COM | 640079109 | 506 | 5935 | SH | SOLE | 5935 | 0 | 0 | ||
| NELNET INC-CL A | COM | 64031N108 | 343 | 6759 | SH | SOLE | 6759 | 0 | 0 | ||
| NETEASE INC-ADR | ADR | 64110W102 | 2899 | 13461 | SH | SOLE | 13461 | 0 | 0 | ||
| NEW RELIC INC | COM | 64829B100 | 542 | 19199 | SH | SOLE | 19199 | 0 | 0 | ||
| NEW YORK COMMUNITY BANCORP | COM | 649445103 | 482 | 30300 | SH | SOLE | 30300 | 0 | 0 | ||
| NEW YORK TIMES CO-A | COM | 650111107 | 509 | 38300 | SH | SOLE | 38300 | 0 | 0 | ||
| NIELSEN HOLDINGS PLC | COM | G6518L108 | 11413 | 272080 | SH | SOLE | 203379 | 0 | 68701 | ||
| NORTHERN TRUST CORP | COM | 665859104 | 525 | 5900 | SH | SOLE | 5900 | 0 | 0 | ||
| NORTHWEST BANCSHARES INC | COM | 667340103 | 516 | 28600 | SH | SOLE | 28600 | 0 | 0 | ||
| OLD NATIONAL BANCORP | COM | 680033107 | 530 | 29200 | SH | SOLE | 29200 | 0 | 0 | ||
| OWENS & MINOR INC | COM | 690732102 | 529 | 15000 | SH | SOLE | 15000 | 0 | 0 | ||
| PACCAR INC | COM | 693718108 | 509 | 7964 | SH | SOLE | 7964 | 0 | 0 | ||
| PANDORA MEDIA INC | DEBT | 698354AB3 | 7700 | 7500000 | PRN | SOLE | 7500000 | 0 | 0 | ||
| PARK NATIONAL CORP | COM | 700658107 | 527 | 4400 | SH | SOLE | 4400 | 0 | 0 | ||
| PAYCHEX INC | COM | 704326107 | 517 | 8500 | SH | SOLE | 8500 | 0 | 0 | ||
| PENNYMAC CORP | DEBT | 70932AAB9 | 8112 | 8373000 | PRN | SOLE | 8373000 | 0 | 0 | ||
| PEOPLE'S UNITED FINANCIAL | COM | 712704105 | 523 | 27000 | SH | SOLE | 27000 | 0 | 0 | ||
| PIONEER NATURAL RESOURCES CO | COM | 723787107 | 10878 | 60406 | SH | SOLE | 38111 | 0 | 22295 | ||
| PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 506 | 4327 | SH | SOLE | 4327 | 0 | 0 | ||
| POOL CORP | COM | 73278L105 | 490 | 4700 | SH | SOLE | 4700 | 0 | 0 | ||
| POWERSHARES S&P 500 LOW VOLA | ETP | 73937B779 | 704 | 16941 | SH | SOLE | 16941 | 0 | 0 | ||
| PRAXAIR INC | COM | 74005P104 | 508 | 4332 | SH | SOLE | 4332 | 0 | 0 | ||
| PROASSURANCE CORP | COM | 74267C106 | 472 | 8400 | SH | SOLE | 8400 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | COM | 743312100 | 543 | 16999 | SH | SOLE | 16999 | 0 | 0 | ||
| PROGRESSIVE CORP | COM | 743315103 | 519 | 14626 | SH | SOLE | 14626 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | COM | 74348T102 | 522 | 62500 | SH | SOLE | 62500 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAK8 | 8463 | 8296000 | PRN | SOLE | 8296000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | DEBT | 74348TAL6 | 13122 | 12817000 | PRN | SOLE | 12817000 | 0 | 0 | ||
| PROVIDENT FINANCIAL SERVICES | COM | 74386T105 | 538 | 18999 | SH | SOLE | 18999 | 0 | 0 | ||
| PTC THERAPEUTICS INC | DEBT | 69366JAB7 | 652 | 1100000 | PRN | SOLE | 1100000 | 0 | 0 | ||
| QUAKER CHEMICAL CORP | COM | 747316107 | 499 | 3900 | SH | SOLE | 3900 | 0 | 0 | ||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 515 | 5600 | SH | SOLE | 5600 | 0 | 0 | ||
| QUINPARIO ACQUISITION CORP 2 | WRT | 74874U119 | 244 | 1222482 | SH | SOLE | 1222482 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | DEBT | 749227AB0 | 29358 | 31887000 | PRN | SOLE | 31887000 | 0 | 0 | ||
| RANGE RESOURCES CORP | COM | 75281A109 | 1718 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| RED HAT INC | COM | 756577102 | 9769 | 140159 | SH | SOLE | 140159 | 0 | 0 | ||
| REDWOOD TRUST INC | DEBT | 758075AB1 | 24295 | 24234000 | PRN | SOLE | 24234000 | 0 | 0 | ||
| REINSURANCE GROUP OF AMERICA | COM | 759351604 | 505 | 4017 | SH | SOLE | 4017 | 0 | 0 | ||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 534 | 3922 | SH | SOLE | 3922 | 0 | 0 | ||
| REPUBLIC SERVICES INC | COM | 760759100 | 518 | 9087 | SH | SOLE | 9087 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAB0 | 43645 | 46180000 | PRN | SOLE | 46180000 | 0 | 0 | ||
| RESOURCE CAPITAL CORP | DEBT | 76120WAA2 | 40546 | 42352000 | PRN | SOLE | 42352000 | 0 | 0 | ||
| RLI CORP | COM | 749607107 | 518 | 8200 | SH | SOLE | 8200 | 0 | 0 | ||
| ROCKWELL AUTOMATION INC | COM | 773903109 | 7356 | 54731 | SH | SOLE | 22485 | 0 | 32246 | ||
| ROCKWELL COLLINS INC | COM | 774341101 | 1300 | 14024 | SH | SOLE | 14024 | 0 | 0 | ||
| ROLLINS INC | COM | 775711104 | 533 | 15790 | SH | SOLE | 15790 | 0 | 0 | ||
| ROYAL BANK OF CANADA | COM | 780087102 | 694 | 7641 | SH | SOLE | 7641 | 0 | 0 | ||
| RPC INC | COM | 749660106 | 7924 | 400000 | SH | SOLE | 400000 | 0 | 0 | ||
| RWT HOLDINGS INC | DEBT | 749772AB5 | 29675 | 29389000 | PRN | SOLE | 29389000 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS INC | DEBT | 786449AK4 | 7029 | 6790000 | PRN | SOLE | 6790000 | 0 | 0 | ||
| SCHOLASTIC CORP | COM | 807066105 | 529 | 11147 | SH | SOLE | 11147 | 0 | 0 | ||
| SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 1404 | 130000 | SH | SOLE | 130000 | 0 | 0 | ||
| SELECTIVE INSURANCE GROUP | COM | 816300107 | 520 | 12077 | SH | SOLE | 12077 | 0 | 0 | ||
| SERVISFIRST BANCSHARES INC | COM | 81768T108 | 266 | 7100 | SH | SOLE | 7100 | 0 | 0 | ||
| SHAW COMMUNICATIONS INC-B | COM | 82028K200 | 693 | 25724 | SH | SOLE | 25724 | 0 | 0 | ||
| SILGAN HOLDINGS INC | COM | 827048109 | 528 | 10315 | SH | SOLE | 10315 | 0 | 0 | ||
| SIMPSON MANUFACTURING CO INC | COM | 829073105 | 508 | 11606 | SH | SOLE | 11606 | 0 | 0 | ||
| SMART SAND INC | COM | 83191H107 | 414 | 25000 | SH | SOLE | 25000 | 0 | 0 | ||
| SOLARCITY CORP | DEBT | 83416TAC4 | 23647 | 28150000 | PRN | SOLE | 28150000 | 0 | 0 | ||
| SOLARCITY CORP | DEBT | 83416TAA8 | 22626 | 24505000 | PRN | SOLE | 24505000 | 0 | 0 | ||
| SONOCO PRODUCTS CO | COM | 835495102 | 516 | 9800 | SH | SOLE | 9800 | 0 | 0 | ||
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 23471 | 105000 | SH | Call | SOLE | 105000 | 0 | 0 | |
| SPDR S&P 500 ETF TRUST | ETP | 78462F103 | 722002 | 3230000 | SH | Put | SOLE | 3230000 | 0 | 0 | |
| SPDR S&P RETAIL ETF | ETP | 78464A714 | 13221 | 300000 | SH | Put | SOLE | 300000 | 0 | 0 | |
| SPLUNK INC | COM | 848637104 | 3954 | 77307 | SH | SOLE | 77307 | 0 | 0 | ||
| ST JUDE MEDICAL INC | COM | 790849103 | 4863 | 60633 | SH | SOLE | 9125 | 0 | 51508 | ||
| SUPERIOR ENERGY SERVICES INC | COM | 868157108 | 2701 | 160000 | SH | SOLE | 160000 | 0 | 0 | ||
| SYMANTEC CORP | COM | 871503108 | 6093 | 255012 | SH | SOLE | 196337 | 0 | 58675 | ||
| SYSCO CORP | COM | 871829107 | 509 | 9200 | SH | SOLE | 9200 | 0 | 0 | ||
| T ROWE PRICE GROUP INC | COM | 74144T108 | 504 | 6700 | SH | SOLE | 6700 | 0 | 0 | ||
| TABLEAU SOFTWARE INC-CL A | COM | 87336U105 | 15607 | 370266 | SH | SOLE | 370266 | 0 | 0 | ||
| TAL EDUCATION GROUP | DEBT | 874080AB0 | 13420 | 5000000 | PRN | SOLE | 5000000 | 0 | 0 | ||
| TARGET CORP | COM | 87612E106 | 491 | 6800 | SH | SOLE | 6800 | 0 | 0 | ||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 503 | 4091 | SH | SOLE | 4091 | 0 | 0 | ||
| TELUS CORP | COM | 87971M103 | 696 | 16269 | SH | SOLE | 16269 | 0 | 0 | ||
| TENNANT CO | COM | 880345103 | 513 | 7200 | SH | SOLE | 7200 | 0 | 0 | ||
| TESLA MOTORS INC | DEBT | 88160RAC5 | 6491 | 7500000 | PRN | SOLE | 7500000 | 0 | 0 | ||
| TEXAS INSTRUMENTS INC | COM | 882508104 | 523 | 7174 | SH | SOLE | 7174 | 0 | 0 | ||
| TFS FINANCIAL CORP | COM | 87240R107 | 550 | 28900 | SH | SOLE | 28900 | 0 | 0 | ||
| THOMSON REUTERS CORP | COM | 884903105 | 517 | 11800 | SH | SOLE | 11800 | 0 | 0 | ||
| TITAN MACHINERY INC | DEBT | 88830RAB7 | 432 | 486000 | PRN | SOLE | 486000 | 0 | 0 | ||
| TIVO CORP | COM | 88870P106 | 794 | 38000 | SH | SOLE | 38000 | 0 | 0 | ||
| TOMPKINS FINANCIAL CORP | COM | 890110109 | 539 | 5700 | SH | SOLE | 5700 | 0 | 0 | ||
| TORCHMARK CORP | COM | 891027104 | 532 | 7218 | SH | SOLE | 7218 | 0 | 0 | ||
| TORO CO | COM | 891092108 | 520 | 9300 | SH | SOLE | 9300 | 0 | 0 | ||
| TORONTO-DOMINION BANK | COM | 891160509 | 682 | 10300 | SH | SOLE | 10300 | 0 | 0 | ||
| TOWNE BANK | COM | 89214P109 | 525 | 15800 | SH | SOLE | 15800 | 0 | 0 | ||
| TRAVELERS COS INC/THE | COM | 89417E109 | 513 | 4190 | SH | SOLE | 4190 | 0 | 0 | ||
| TREEHOUSE FOODS INC | COM | 89469A104 | 1421 | 19680 | SH | SOLE | 19680 | 0 | 0 | ||
| TRIVAGO NV - ADR | ADR | 89686D105 | 1763 | 150000 | SH | SOLE | 150000 | 0 | 0 | ||
| TRUSTMARK CORP | COM | 898402102 | 531 | 14900 | SH | SOLE | 14900 | 0 | 0 | ||
| UNIFIRST CORP/MA | COM | 904708104 | 523 | 3642 | SH | SOLE | 3642 | 0 | 0 | ||
| UNION BANKSHARES CORP | COM | 90539J109 | 533 | 14900 | SH | SOLE | 14900 | 0 | 0 | ||
| UNION PACIFIC CORP | COM | 907818108 | 516 | 4973 | SH | SOLE | 4973 | 0 | 0 | ||
| UNITED BANKSHARES INC | COM | 909907107 | 532 | 11500 | SH | SOLE | 11500 | 0 | 0 | ||
| UNITED COMMUNITY BANKS/GA | COM | 90984P303 | 530 | 17883 | SH | SOLE | 17883 | 0 | 0 | ||
| UNITED PARCEL SERVICE-CL B | COM | 911312106 | 504 | 4398 | SH | SOLE | 4398 | 0 | 0 | ||
| US BANCORP | COM | 902973304 | 519 | 10098 | SH | SOLE | 10098 | 0 | 0 | ||
| US SILICA HOLDINGS INC | COM | 90346E103 | 1204 | 21250 | SH | SOLE | 21250 | 0 | 0 | ||
| VALIDUS HOLDINGS LTD | COM | G9319H102 | 528 | 9602 | SH | SOLE | 9602 | 0 | 0 | ||
| VANECK VECTORS GOLD MINERS E | ETP | 92189F106 | 10460 | 500000 | SH | Put | SOLE | 500000 | 0 | 0 | |
| VERINT SYSTEMS INC | COM | 92343X100 | 2023 | 57400 | SH | SOLE | 57400 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 33160 | 621221 | SH | SOLE | 525757 | 0 | 95464 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 18113 | 339322 | SH | OTR | 339322 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 530 | 32709 | SH | SOLE | 32709 | 0 | 0 | ||
| VULCAN MATERIALS CO | COM | 929160109 | 4629 | 36989 | SH | SOLE | 8714 | 0 | 28275 | ||
| WAL-MART STORES INC | COM | 931142103 | 510 | 7373 | SH | SOLE | 7373 | 0 | 0 | ||
| WALT DISNEY CO/THE | COM | 254687106 | 8717 | 83651 | SH | SOLE | 70808 | 0 | 12843 | ||
| WASHINGTON FEDERAL INC | COM | 938824109 | 512 | 14900 | SH | SOLE | 14900 | 0 | 0 | ||
| WASTE MANAGEMENT INC | COM | 94106L109 | 525 | 7407 | SH | SOLE | 7407 | 0 | 0 | ||
| WATTS WATER TECHNOLOGIES-A | COM | 942749102 | 502 | 7700 | SH | SOLE | 7700 | 0 | 0 | ||
| WEATHERFORD INTERNATIONAL PL | COM | G48833100 | 8139 | 1631100 | SH | SOLE | 1631100 | 0 | 0 | ||
| WEATHERFORD INTERNATIONAL PL | COM | G48833100 | 1497 | 300000 | SH | Call | SOLE | 300000 | 0 | 0 | |
| WEBSTER FINANCIAL CORP | COM | 947890109 | 532 | 9800 | SH | SOLE | 9800 | 0 | 0 | ||
| WELLS FARGO & CO | COM | 949746101 | 519 | 9422 | SH | SOLE | 9422 | 0 | 0 | ||
| WENDY'S CO/THE | COM | 95058W100 | 511 | 37800 | SH | SOLE | 37800 | 0 | 0 | ||
| WESBANCO INC | COM | 950810101 | 538 | 12500 | SH | SOLE | 12500 | 0 | 0 | ||
| WEST PHARMACEUTICAL SERVICES | COM | 955306105 | 517 | 6100 | SH | SOLE | 6100 | 0 | 0 | ||
| WESTAMERICA BANCORPORATION | COM | 957090103 | 535 | 8500 | SH | SOLE | 8500 | 0 | 0 | ||
| WESTAR ENERGY INC | COM | 95709T100 | 21300 | 377998 | SH | SOLE | 377998 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 680 | 10013 | SH | SOLE | 10013 | 0 | 0 | ||
| WESTERN UNION CO | COM | 959802109 | 530 | 24400 | SH | SOLE | 24400 | 0 | 0 | ||
| WILDHORSE RESOURCE DEVELOPME | COM | 96812T102 | 1971 | 135000 | SH | SOLE | 135000 | 0 | 0 | ||
| WINTRUST FINANCIAL CORP | COM | 97650W108 | 530 | 7300 | SH | SOLE | 7300 | 0 | 0 | ||
| WISDOMTREE JAPAN HEDGED EQ | ETP | 97717W851 | 2477 | 50000 | SH | SOLE | 50000 | 0 | 0 | ||
| WORLD WRESTLING ENTERTAIN-A | COM | 98156Q108 | 1669 | 90688 | SH | SOLE | 90688 | 0 | 0 | ||
| WR BERKLEY CORP | COM | 084423102 | 522 | 7853 | SH | SOLE | 7853 | 0 | 0 | ||
| WSFS FINANCIAL CORP | COM | 929328102 | 528 | 11400 | SH | SOLE | 11400 | 0 | 0 | ||
| WW GRAINGER INC | COM | 384802104 | 510 | 2195 | SH | SOLE | 2195 | 0 | 0 | ||
| XILINX INC | COM | 983919101 | 537 | 8900 | SH | SOLE | 8900 | 0 | 0 | ||
| YY INC | DEBT | 98426TAB2 | 10818 | 11000000 | PRN | SOLE | 11000000 | 0 | 0 | ||
| YY INC-ADR | ADR | 98426T106 | 4930 | 125056 | SH | SOLE | 125056 | 0 | 0 | ||
| ZTO EXPRESS CAYMAN INC-ADR | ADR | 98980A105 | 3925 | 325200 | SH | SOLE | 325200 | 0 | 0 |