Pine River Capital Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	728	4,131	SH		SOLE	none	4,131	0	0
500.COM LTD-CLASS A-ADR	ADR	33829R100	3,217	182,476	SH		SOLE	none	182,476	0	0
ACCENTURE PLC-CL A	COM	G1151C101	809	6,623	SH		SOLE	none	6,623	0	0
ADVANCED MICRO DEVICES	COM	007903107	3,239	468,800	SH		SOLE	none	468,800	0	0
ADVANCEPIERRE FOODS HOLDINGS	COM	00782L107	5,512	200,000	SH		SOLE	none	200,000	0	0
AFLAC INC	COM	001055102	726	10,098	SH		SOLE	none	10,098	0	0
AGROFRESH SOLUTIONS INC	WRT	00856G117	118	151,000	SH		SOLE	none	151,000	0	0
AIR PRODUCTS & CHEMICALS INC	COM	009158106	755	5,023	SH		SOLE	none	5,023	0	0
AK STEEL HOLDING CORP	COM	001547108	3,382	700,300	SH		SOLE	none	700,300	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,775	33,495	SH		SOLE	none	33,495	0	0
ALLEGHANY CORP	COM	017175100	769	1,464	SH		SOLE	none	1,464	0	0
ALLISON TRANSMISSION HOLDING	COM	01973R101	766	26,700	SH		SOLE	none	26,700	0	0
ALLSCRIPTS HEALTHCARE SOLUTI	COM	01988P108	4,951	375,900	SH		SOLE	none	375,900	0	0
ALLSTATE CORP	COM	020002101	748	10,806	SH		SOLE	none	10,806	0	0
ALPHABET INC-CL A	COM	02079K305	12,588	15,656	SH		SOLE	none	12,531	0	3,125
ALPHABET INC-CL C	COM	02079K107	42,486	54,659	SH		SOLE	none	48,380	0	6,279
ALPHABET INC-CL C	COM	02079K107	16,600	21,356	SH		OTR	1	21,356	0	0
AMAZON.COM INC	COM	023135106	6,259	7,475	SH		SOLE	none	6,540	0	935
AMDOCS LTD	COM	G02602103	726	12,556	SH		SOLE	none	12,556	0	0
AMERCO	COM	023586100	726	2,239	SH		SOLE	none	2,239	0	0
AMERICAN EXPRESS CO	COM	025816109	743	11,600	SH		SOLE	none	11,600	0	0
AMERICAN FINANCIAL GROUP INC	COM	025932104	745	9,930	SH		SOLE	none	9,930	0	0
AMERICAN NATIONAL INSURANCE	COM	028591105	986	8,083	SH		SOLE	none	8,083	0	0
AMERIPRISE FINANCIAL INC	COM	03076C106	738	7,400	SH		SOLE	none	7,400	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	721	8,929	SH		SOLE	none	8,929	0	0
AMTRUST FINANCIAL SERVIC	DEBT	032359AG6	16,508	19,079,000	PRN		SOLE	none	19,079,000	0	0
AMYRIS INC	DEBT	03236MAD3	617	1,102,000	PRN		SOLE	none	1,102,000	0	0
ANADARKO PETROLEUM CORP	COM	032511107	5,242	82,741	SH		SOLE	none	62,496	0	20,245
ANI PHARMACEUTICALS INC	COM	00182C103	3,344	50,400	SH		SOLE	none	50,400	0	0
ANWORTH MORTGAGE ASSET CORP	REIT	037347101	151	30,648	SH		SOLE	none	30,648	0	0
APOLLO CMMRL REAL EST FI	DEBT	03762UAA3	2,616	2,549,000	PRN		SOLE	none	2,549,000	0	0
APPLIED INDUSTRIAL TECH INC	COM	03820C105	854	18,276	SH		SOLE	none	18,276	0	0
APPTIO INC - CLASS A	COM	03835C108	434	20,000	SH		SOLE	none	20,000	0	0
APTARGROUP INC	COM	038336103	733	9,465	SH		SOLE	none	9,465	0	0
ARCH CAPITAL GROUP LTD	COM	G0450A105	723	9,123	SH		SOLE	none	9,123	0	0
ARGO GROUP INTERNATIONAL	COM	G0464B107	866	15,350	SH		SOLE	none	15,350	0	0
ARMOUR RESIDENTIAL REIT INC	REIT	042315507	946	41,959	SH		SOLE	none	41,959	0	0
ASCENT CAPITAL GROUP INC	DEBT	043632AA6	29	40,000	PRN		SOLE	none	40,000	0	0
ASPEN INSURANCE HOLDINGS LTD	COM	G05384105	745	15,989	SH		SOLE	none	15,989	0	0
ASSURED GUARANTY LTD	COM	G0585R106	748	26,948	SH		SOLE	none	26,948	0	0
AT&T INC	COM	00206R102	741	18,257	SH		SOLE	none	18,257	0	0
ATN INTERNATIONAL INC	COM	00215F107	723	11,110	SH		SOLE	none	11,110	0	0
AUTODESK INC	COM	052769106	23,463	324,394	SH		SOLE	none	324,394	0	0
AVID TECHNOLOGY INC	DEBT	05367PAB6	29,586	36,300,000	PRN		SOLE	none	36,300,000	0	0
AXIS CAPITAL HOLDINGS LTD	COM	G0692U109	729	13,409	SH		SOLE	none	13,409	0	0
BAIDU INC - SPON ADR	ADR	056752108	2,879	15,815	SH		SOLE	none	14,013	0	1,802
BANCO MACRO SA-ADR	ADR	05961W105	2,739	35,000	SH		SOLE	none	35,000	0	0
BANK OF MONTREAL	COM	063671101	978	11,373	SH		SOLE	none	11,373	0	0
BANK OF NOVA SCOTIA	COM	064149107	961	13,822	SH		SOLE	none	13,822	0	0
BANK OF NT BUTTERFIELD & SON	COM	G0772R208	1,486	60,000	SH		SOLE	none	60,000	0	0
BARINGTON/HILCO ACQUISITION	WRT	06759V127	7	98,475	SH		SOLE	none	98,475	0	0
BARNES GROUP INC	COM	067806109	883	21,768	SH		SOLE	none	21,768	0	0
BAXTER INTERNATIONAL INC	COM	071813109	737	15,474	SH		SOLE	none	15,474	0	0
BB&T CORP	COM	054937107	734	19,462	SH		SOLE	none	19,462	0	0
BCE INC	COM	05534B760	978	16,136	SH		SOLE	none	16,136	0	0
BED BATH & BEYOND INC	COM	075896100	746	17,300	SH		SOLE	none	17,300	0	0
BEIGENE LTD-ADR	ADR	07725L102	1,895	61,509	SH		SOLE	none	61,509	0	0
BEMIS COMPANY	COM	081437105	742	14,543	SH		SOLE	none	14,543	0	0
BERKSHIRE HATHAWAY INC-CL B	COM	084670702	737	5,100	SH		SOLE	none	5,100	0	0
BIOAMBER INC	WRT	09072Q114	163	344,656	SH		SOLE	none	344,656	0	0
BLUCORA INC	DEBT	095229AB6	13	14,000	PRN		SOLE	none	14,000	0	0
BLUE CAPITAL REINSURANCE HOL	COM	G1190F107	830	45,285	SH		SOLE	none	45,285	0	0
BOULEVARD ACQUISITION COR II	WRT	10157Q110	487	855,100	SH		SOLE	none	855,100	0	0
BOX INC - CLASS A	COM	10316T104	2,395	152,014	SH		SOLE	none	152,014	0	0
BRINKER INTERNATIONAL INC	COM	109641100	733	14,534	SH		SOLE	none	14,534	0	0
BWX TECHNOLOGIES INC	COM	05605H100	735	19,143	SH		SOLE	none	19,143	0	0
C.H. ROBINSON WORLDWIDE INC	COM	12541W209	766	10,878	SH		SOLE	none	10,878	0	0
CA INC	COM	12673P105	754	22,780	SH		SOLE	none	22,780	0	0
CABOT CORP	COM	127055101	763	14,556	SH		SOLE	none	14,556	0	0
CALADRIUS BIOSCIENCES INC	COM	128058203	22	1,250,000	SH		SOLE	none	1,250,000	0	0
CALIFORNIA RESOURCES CORP	COM	13057Q206	11,178	894,253	SH		SOLE	none	894,253	0	0
CALLIDUS SOFTWARE INC	COM	13123E500	1,835	100,000	SH		SOLE	none	100,000	0	0
CAMPBELL SOUP CO	COM	134429109	726	13,272	SH		SOLE	none	13,272	0	0
CAN IMPERIAL BK OF COMMERCE	COM	136069101	974	9,573	SH		SOLE	none	9,573	0	0
CAPITAL ONE FINANCIAL CORP	COM	14040H105	748	10,414	SH		SOLE	none	10,414	0	0
CAPITOL ACQUISITION CORP III	WRT	14055M114	700	1,000,000	SH		SOLE	none	1,000,000	0	0
CARDTRONICS PLC - A	COM	G1991C105	8,596	192,746	SH		SOLE	none	192,746	0	0
CARLISLE COS INC	COM	142339100	757	7,384	SH		SOLE	none	7,384	0	0
CARNIVAL CORP	COM	143658300	792	16,228	SH		SOLE	none	16,228	0	0
CARRIZO OIL & GAS INC	COM	144577103	7,394	182,026	SH		SOLE	none	182,026	0	0
CBS CORP-CLASS B NON VOTING	COM	124857202	1,358	24,800	SH		SOLE	none	24,800	0	0
CENTURYLINK INC	COM	156700106	753	27,451	SH		SOLE	none	27,451	0	0
CEPHEID	COM	15670R107	74,521	1,414,326	SH		SOLE	none	1,414,326	0	0
CHARTER COMMUNICATIONS INC-A	COM	16119P108	12,185	45,133	SH		SOLE	none	32,931	0	12,202
CHECK POINT SOFTWARE TECH	COM	M22465104	759	9,778	SH		SOLE	none	9,778	0	0
CHEESECAKE FACTORY INC/THE	COM	163072101	731	14,609	SH		SOLE	none	14,609	0	0
CHEVRON CORP	COM	166764100	772	7,500	SH		SOLE	none	7,500	0	0
CHINA BIOLOGIC PRODUCTS INC	COM	16938C106	2,634	21,157	SH		SOLE	none	21,157	0	0
CHURCHILL DOWNS INC	COM	171484108	738	5,041	SH		SOLE	none	5,041	0	0
CINEMARK HOLDINGS INC	COM	17243V102	748	19,543	SH		SOLE	none	19,543	0	0
CISCO SYSTEMS INC	COM	17275R102	752	23,704	SH		SOLE	none	23,704	0	0
CIT GROUP INC	COM	125581801	767	21,131	SH		SOLE	none	21,131	0	0
CITRIX SYSTEMS INC	COM	177376100	5,744	67,400	SH		SOLE	none	67,400	0	0
CLEVELAND BIOLABS INC	COM	185860202	0	150,000	SH		SOLE	none	150,000	0	0
COBALT INTL ENERGY INC	DEBT	19075FAA4	10,674	20,723,000	PRN		SOLE	none	20,723,000	0	0
COGNIZANT TECH SOLUTIONS-A	COM	192446102	14,160	296,766	SH		SOLE	none	250,330	0	46,436
COMCAST CORP-CLASS A	COM	20030N101	12,927	194,858	SH		SOLE	none	142,986	0	51,872
COMMUNITY HEALTH SYSTEMS-CVR	WRT	203668116	47	5,303,225	SH		SOLE	none	5,303,225	0	0
COMSTOCK RESOURCES INC	DEBT	205768AM6	17,560	24,220,000	PRN		SOLE	none	24,220,000	0	0
COMSTOCK RESOURCES INC	DEBT	205768AN4	5,845	8,062,000	PRN		SOLE	none	8,062,000	0	0
CONAGRA FOODS INC	COM	205887102	8,142	172,856	SH		SOLE	none	125,458	0	47,398
CONSOLIDATED-TOMOKA LAND	DEBT	210226AB2	2,415	2,475,000	PRN		SOLE	none	2,475,000	0	0
CONSTELLATION BRANDS INC-A	COM	21036P108	13,348	80,170	SH		SOLE	none	58,529	0	21,641
CONSTELLIUM NV- CLASS A	COM	N22035104	15,840	2,200,000	SH		SOLE	none	2,200,000	0	0
CONTINENTAL RESOURCES INC/OK	COM	212015101	5,403	104,003	SH		SOLE	none	81,352	0	22,651
CONVERGYS CORP	COM	212485106	770	25,314	SH		SOLE	none	25,314	0	0
COOPER-STANDARD HOLDING	COM	21676P103	760	7,689	SH		SOLE	none	7,689	0	0
Coty Inc ON XNYS	COM	222070203	76,904	3,314,826	SH		SOLE	none	3,314,826	0	0
COTY INC-CL A	COM	222070203	32,313	1,375,000	SH	Put	SOLE	none	1,375,000	0	0
COWEN GROUP INC	DEBT	223622AB7	32,557	33,500,000	PRN		SOLE	none	33,500,000	0	0
CROWN HOLDINGS INC	COM	228368106	784	13,738	SH		SOLE	none	13,738	0	0
CSX CORP	COM	126408103	7,036	230,682	SH		SOLE	none	196,033	0	34,649
CTRIP.COM INTERNATIONAL-ADR	ADR	22943F100	7,491	160,846	SH		SOLE	none	160,846	0	0
CUMMINS INC	COM	231021106	795	6,206	SH		SOLE	none	6,206	0	0
CURTISS-WRIGHT CORP	COM	231561101	773	8,489	SH		SOLE	none	8,489	0	0
CVS HEALTH CORP	COM	126650100	732	8,221	SH		SOLE	none	8,221	0	0
DAQO NEW ENERGY CORP-ADR	ADR	23703Q203	1,677	79,113	SH		SOLE	none	79,113	0	0
DARDEN RESTAURANTS INC	COM	237194105	731	11,923	SH		SOLE	none	11,923	0	0
DAVITA HEALTHCARE PARTNERS I	COM	23918K108	744	11,264	SH		SOLE	none	11,264	0	0
DELPHI AUTOMOTIVE PLC	COM	G27823106	12,580	176,383	SH		SOLE	none	162,471	0	13,912
DELPHI AUTOMOTIVE PLC	COM	G27823106	14,185	198,895	SH		OTR	1	198,895	0	0
DELUXE CORP	COM	248019101	725	10,846	SH		SOLE	none	10,846	0	0
DEVON ENERGY CORP	COM	25179M103	3,513	79,642	SH		SOLE	none	61,860	0	17,782
DISCOVER FINANCIAL SERVICES	COM	254709108	728	12,880	SH		SOLE	none	12,880	0	0
DISH NETWORK CORP-A	COM	25470M109	2,898	52,900	SH		SOLE	none	52,900	0	0
DOUBLE EAGLE ACQUISITION-A	WRT	G28195116	720	1,800,000	SH		SOLE	none	1,800,000	0	0
EASTMAN CHEMICAL CO	COM	277432100	774	11,431	SH		SOLE	none	11,431	0	0
EBAY INC	COM	278642103	765	23,241	SH		SOLE	none	23,241	0	0
ECHOSTAR CORP-A	COM	278768106	810	18,474	SH		SOLE	none	18,474	0	0
ELECTRUM SPECIAL ACQUISITION	WRT	G3105C112	396	1,617,500	SH		SOLE	none	1,617,500	0	0
ELF BEAUTY INC	COM	26856L103	844	30,000	SH		SOLE	none	30,000	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	8,960	284,180	SH		SOLE	none	284,180	0	0
EMERSON ELECTRIC CO	COM	291011104	783	14,373	SH		SOLE	none	14,373	0	0
ENDURANCE SPECIALTY HOLDINGS	COM	G30397106	739	11,291	SH		SOLE	none	11,291	0	0
ENERGEN CORP	COM	29265N108	18,472	320,040	SH		SOLE	none	320,040	0	0
ENERGY SELECT SECTOR SPDR	ETP	81369Y506	1,249	17,685	SH		SOLE	none	17,685	0	0
ENERNOC INC	DEBT	292764AB3	7,421	10,307,000	PRN		SOLE	none	10,307,000	0	0
ENSTAR GROUP LTD	COM	G3075P101	895	5,439	SH		SOLE	none	5,439	0	0
EURONET WORLDWIDE INC	COM	298736109	3,969	48,500	SH		SOLE	none	48,500	0	0
EVERBRIDGE INC	COM	29978A104	1,433	85,000	SH		SOLE	none	85,000	0	0
EVEREST RE GROUP LTD	COM	G3223R108	730	3,843	SH		SOLE	none	3,843	0	0
EVERTEC INC	COM	30040P103	884	52,681	SH		SOLE	none	52,681	0	0
EXPEDITORS INTL WASH INC	COM	302130109	755	14,649	SH		SOLE	none	14,649	0	0
EXPRESS SCRIPTS HOLDING CO	COM	30219G108	749	10,624	SH		SOLE	none	10,624	0	0
EXXON MOBIL CORP	COM	30231G102	6,416	73,520	SH		SOLE	none	52,377	0	21,143
FACEBOOK INC-A	COM	30303M102	49,513	386,016	SH		SOLE	none	347,067	0	38,949
FANG HOLDINGS LTD	DEBT	836034AB4	16,915	17,000,000	PRN		SOLE	none	17,000,000	0	0
FB FINANCIAL CORP	COM	30257X104	1,009	50,000	SH		SOLE	none	50,000	0	0
FEDEX CORP	COM	31428X106	746	4,268	SH		SOLE	none	4,268	0	0
FIDELITY & GUARANTY LIFE	COM	315785105	885	38,175	SH		SOLE	none	38,175	0	0
FIFTH THIRD BANCORP	COM	316773100	733	35,837	SH		SOLE	none	35,837	0	0
FIRST HAWAIIAN INC	COM	32051X108	2,686	100,000	SH		SOLE	none	100,000	0	0
FISERV INC	COM	337738108	727	7,312	SH		SOLE	none	7,312	0	0
FLOWSERVE CORP	COM	34354P105	7,841	162,541	SH		SOLE	none	162,541	0	0
FOOT LOCKER INC	COM	344849104	761	11,236	SH		SOLE	none	11,236	0	0
FORD MOTOR CO	COM	345370860	741	61,375	SH		SOLE	none	61,375	0	0
FOREST CITY REALTY TRUST	DEBT	345550AP2	131	113,000	PRN		SOLE	none	113,000	0	0
FRANKLIN RESOURCES INC	COM	354613101	723	20,324	SH		SOLE	none	20,324	0	0
FRESH DEL MONTE PRODUCE INC	COM	G36738105	752	12,553	SH		SOLE	none	12,553	0	0
GALENA BIOPHARMA INC	COM	363256108	18	50,665	SH		SOLE	none	50,665	0	0
GENERAL CABLE CORP	DEBT	369300AL2	7,703	11,440,000	PRN		SOLE	none	11,440,000	0	0
GENERAL MILLS INC	COM	370334104	725	11,348	SH		SOLE	none	11,348	0	0
GENTEX CORP	COM	371901109	743	42,300	SH		SOLE	none	42,300	0	0
GENUINE PARTS CO	COM	372460105	743	7,396	SH		SOLE	none	7,396	0	0
GILEAD SCIENCES INC	COM	375558103	715	9,039	SH		SOLE	none	9,039	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	719	4,457	SH		SOLE	none	4,457	0	0
GRAND CANYON EDUCATION INC	COM	38526M106	750	18,559	SH		SOLE	none	18,559	0	0
GRAPHIC PACKAGING HOLDING CO	COM	388689101	743	53,100	SH		SOLE	none	53,100	0	0
GREAT PLAINS ENERGY INC	COM	391164100	1,045	38,275	SH		SOLE	none	38,275	0	0
GREENBRIER COS INC	DEBT	393657AH4	35	31,000	PRN		SOLE	none	31,000	0	0
GRIDSUM HOLDING INC-ADR	ADR	398132100	3,716	220,500	SH		SOLE	none	220,500	0	0
GSV CAPITAL CORP	DEBT	36191JAB7	29,560	32,262,000	PRN		SOLE	none	32,262,000	0	0
HALLIBURTON CO	COM	406216101	22,553	502,521	SH		SOLE	none	388,345	0	114,176
HANOVER INSURANCE GROUP INC/	COM	410867105	749	9,932	SH		SOLE	none	9,932	0	0
HARMAN INTERNATIONAL	COM	413086109	10,134	120,000	SH		SOLE	none	120,000	0	0
HARTFORD FINANCIAL SVCS GRP	COM	416515104	749	17,500	SH		SOLE	none	17,500	0	0
HEARTLAND EXPRESS INC	COM	422347104	741	39,262	SH		SOLE	none	39,262	0	0
HERBALIFE LTD	DEBT	42703MAB9	10,098	10,200,000	PRN		SOLE	none	10,200,000	0	0
HERMAN MILLER INC	COM	600544100	662	23,150	SH		SOLE	none	23,150	0	0
HEWLETT PACKARD ENTERPRIS	COM	42824C109	4,805	211,245	SH		SOLE	none	180,506	0	30,739
HORACE MANN EDUCATORS	COM	440327104	953	26,000	SH		SOLE	none	26,000	0	0
HP INC	COM	40434L105	42,598	2,742,883	SH		SOLE	none	2,391,220	0	351,663
HSBC 6.375 P12/29/49-V2	DEBT	404280AT6	497,500	5,000,000	SH		SOLE	none	5,000,000	0	0
HUNT (JB) TRANSPRT SVCS INC	COM	445658107	745	9,176	SH		SOLE	none	9,176	0	0
HUNTINGTON INGALLS INDUSTRIE	COM	446413106	752	4,900	SH		SOLE	none	4,900	0	0
HURON CONSULTING GROUP INC	COM	447462102	4,590	76,800	SH		SOLE	none	76,800	0	0
HUTCHISON CHINA MEDITECH-ADR	ADR	44842L103	341	28,641	SH		SOLE	none	28,641	0	0
ICONIX BRAND GROUP INC	DEBT	451055AF4	6,261	7,270,000	PRN		SOLE	none	7,270,000	0	0
ILLUMINA INC	COM	452327109	18,077	99,510	SH		SOLE	none	99,510	0	0
IMPAC MORTGAGE HOLDINGS INC	COM	45254P508	791	60,000	SH		SOLE	none	60,000	0	0
INDEPENDENCE REALTY TRUST IN	REIT	45378A106	5,850	650,000	SH		SOLE	none	650,000	0	0
INGREDION INC	COM	457187102	765	5,746	SH		SOLE	none	5,746	0	0
INTEL CORP	COM	458140100	749	19,836	SH		SOLE	none	19,836	0	0
INTERNATIONAL PAPER CO	COM	460146103	737	15,367	SH		SOLE	none	15,367	0	0
INTL SPEEDWAY CORP-CL A	COM	460335201	772	23,104	SH		SOLE	none	23,104	0	0
ISHARES EDGE MSCI MIN VOL US	ETP	46429B697	738	16,249	SH		SOLE	none	16,249	0	0
ISHARES IBOXX USD HIGH YIELD	ETP	464288513	4,363	50,000	SH	Put	SOLE	none	50,000	0	0
ISHARES MSCI BRAZIL CAPPED E	ETP	464286400	5,059	150,000	SH	Put	SOLE	none	150,000	0	0
ISHARES MSCI EMERGING MARKET	ETP	464287234	69,819	1,864,300	SH	Put	SOLE	none	1,864,300	0	0
ISHARES RUSSELL 2000 ETF	ETP	464287655	65,334	526,000	SH	Put	SOLE	none	526,000	0	0
ITC Holdings Corp ON XNYS	COM	465685105	318,200	6,845,959	SH		SOLE	none	6,845,959	0	0
JACK HENRY & ASSOCIATES INC	COM	426281101	731	8,542	SH		SOLE	none	8,542	0	0
JASON INDUSTRIES INC	WRT	471172114	44	556,126	SH		SOLE	none	556,126	0	0
JAZZ PHARMACEUTICALS PLC	COM	G50871105	3,644	30,000	SH		SOLE	none	30,000	0	0
JD.COM INC-ADR	ADR	47215P106	15,941	611,000	SH		SOLE	none	611,000	0	0
JOHNSON & JOHNSON	COM	478160104	740	6,266	SH		SOLE	none	6,266	0	0
JPMORGAN CHASE & CO	COM	46625H100	739	11,098	SH		SOLE	none	11,098	0	0
JUNIPER NETWORKS INC	COM	48203R104	5,978	248,448	SH		SOLE	none	248,448	0	0
KAISER ALUMINUM CORP	COM	483007704	746	8,621	SH		SOLE	none	8,621	0	0
KAMAN CORP	COM	483548103	766	17,449	SH		SOLE	none	17,449	0	0
KINDER MORGAN INC	COM	49456B101	14,974	647,391	SH		SOLE	none	548,165	0	99,226
KINDER MORGAN INC	WRT	49456B119	8	500,000	SH		SOLE	none	500,000	0	0
KROGER CO	COM	501044101	712	23,983	SH		SOLE	none	23,983	0	0
L-3 COMMUNICATIONS HOLDINGS	COM	502424104	754	5,000	SH		SOLE	none	5,000	0	0
LANDSTAR SYSTEM INC	COM	515098101	763	11,208	SH		SOLE	none	11,208	0	0
LAREDO PETROLEUM INC	COM	516806106	3,887	301,295	SH		SOLE	none	301,295	0	0
LAYNE CHRISTENSEN CO	DEBT	521050AB0	4,955	5,655,000	PRN		SOLE	none	5,655,000	0	0
LAYNE CHRISTENSEN CO	DEBT	521050AD6	9,583	8,949,000	PRN		SOLE	none	8,949,000	0	0
LEAR CORP	COM	521865204	752	6,200	SH		SOLE	none	6,200	0	0
LEIDOS HOLDINGS INC	COM	525327102	6,492	150,000	SH		SOLE	none	150,000	0	0
LIBERTY INTERACTIVE LLC	DEBT	530610AC8	127	100,000	PRN		SOLE	none	100,000	0	0
LIBERTY INTERACTIVE LLC	DEBT	530715AG6	9,298	15,118,000	PRN		SOLE	none	15,118,000	0	0
LIBERTY INTERACTIVE LLC	DEBT	530715AL5	2,474	4,115,000	PRN		SOLE	none	4,115,000	0	0
LIBERTY INTERACTIVE LLC	DEBT	530715AN1	42,845	82,000,000	PRN		SOLE	none	82,000,000	0	0
LIBERTY TRIPADVISOR HDG-A	COM	531465102	2,085	95,414	SH		SOLE	none	95,414	0	0
LINCOLN ELECTRIC HOLDINGS	COM	533900106	756	12,070	SH		SOLE	none	12,070	0	0
LOWE'S COS INC	COM	548661107	1,126	15,593	SH		SOLE	none	10,293	0	5,300
MAGNA INTERNATIONAL INC	COM	559222401	7,272	169,291	SH		SOLE	none	138,405	0	30,886
MANTECH INTERNATIONAL CORP-A	COM	564563104	837	22,202	SH		SOLE	none	22,202	0	0
MARATHON OIL CORP	COM	565849106	3,537	223,750	SH		SOLE	none	223,750	0	0
MAST THERAPEUTICS INC	COM	576314108	0	1,250,000	SH		SOLE	none	1,250,000	0	0
MCDONALD'S CORP	COM	580135101	736	6,383	SH		SOLE	none	6,383	0	0
MEDIDATA SOLUTIONS INC	COM	58471A105	625	11,200	SH		SOLE	none	11,200	0	0
MERITOR INC	DEBT	59001KAC4	234	171,000	PRN		SOLE	none	171,000	0	0
METLIFE INC	COM	59156R108	745	16,770	SH		SOLE	none	16,770	0	0
MICRON TECHNOLOGY INC	COM	595112103	11,423	642,471	SH		SOLE	none	642,471	0	0
MICROSOFT CORP	COM	594918104	1,447	25,125	SH		SOLE	none	25,125	0	0
MODUSLINK GLOBAL SOLUTIO	DEBT	60786LAB3	8,613	10,920,000	PRN		SOLE	none	10,920,000	0	0
MOLSON COORS BREWING CO -B	COM	60871R209	17,891	162,954	SH		SOLE	none	119,964	0	42,990
MONSTER BEVERAGE CORP	COM	61174X109	9,085	61,879	SH		SOLE	none	45,650	0	16,229
MONSTER WORLDWIDE INC	DEBT	611742AB3	42,651	42,943,000	PRN		SOLE	none	42,943,000	0	0
MORGANS HOTEL GROUP CO	COM	61748W108	6,343	3,139,668	SH		SOLE	none	3,139,668	0	0
MSC INDUSTRIAL DIRECT CO-A	COM	553530106	762	10,379	SH		SOLE	none	10,379	0	0
MUELLER INDUSTRIES INC	COM	624756102	748	23,063	SH		SOLE	none	23,063	0	0
NAVIGATORS GROUP INC	COM	638904102	853	8,800	SH		SOLE	none	8,800	0	0
NEENAH PAPER INC	COM	640079109	745	9,435	SH		SOLE	none	9,435	0	0
NELNET INC-CL A	COM	64031N108	892	22,105	SH		SOLE	none	22,105	0	0
NEW RELIC INC	COM	64829B100	982	25,627	SH		SOLE	none	25,627	0	0
NEWPARK RESOURCES INC	DEBT	651718AC2	11,525	11,615,000	PRN		SOLE	none	11,615,000	0	0
NEXEO SOLUTIONS INC	WRT	65342H110	84	135,625	SH		SOLE	none	135,625	0	0
NIELSEN HOLDINGS PLC	COM	G6518L108	3,496	65,260	SH		SOLE	none	61,918	0	3,342
NOBLE ENERGY INC	COM	655044105	18,532	518,566	SH		SOLE	none	414,752	0	103,814
NOVATEL WIRELESS INC	DEBT	66987MAE9	4,283	4,350,000	PRN		SOLE	none	4,350,000	0	0
NUCOR CORP	COM	670346105	766	15,500	SH		SOLE	none	15,500	0	0
NUTANIX INC - A	COM	67059N108	925	25,000	SH		SOLE	none	25,000	0	0
OASIS PETROLEUM INC	COM	674215108	8,185	713,640	SH		SOLE	none	713,640	0	0
OCCIDENTAL PETROLEUM CORP	COM	674599105	751	10,300	SH		SOLE	none	10,300	0	0
OLD DOMINION FREIGHT LINE	COM	679580100	748	10,896	SH		SOLE	none	10,896	0	0
OLD REPUBLIC INTL CORP	COM	680223104	722	40,994	SH		SOLE	none	40,994	0	0
ORACLE CORP	COM	68389X105	739	18,825	SH		SOLE	none	18,825	0	0
OWENS CORNING	COM	690742101	772	14,469	SH		SOLE	none	14,469	0	0
PACCAR INC	COM	693718108	752	12,800	SH		SOLE	none	12,800	0	0
PACE HOLDINGS CORP	WRT	G6865N111	126	300,000	SH		SOLE	none	300,000	0	0
PENNYMAC CORP	DEBT	70932AAB9	36,856	38,415,000	PRN		SOLE	none	38,415,000	0	0
PEPSICO INC	COM	713448108	749	6,890	SH		SOLE	none	6,890	0	0
PETROLEO BRASILEIRO-SPON ADR	ADR	71654V408	1,866	200,000	SH		SOLE	none	200,000	0	0
PFIZER INC	COM	717081103	736	21,735	SH		SOLE	none	21,735	0	0
PINNACLE FOODS INC	COM	72348P104	13,044	260,000	SH		SOLE	none	260,000	0	0
PIONEER NATURAL RESOURCES CO	COM	723787107	16,005	86,200	SH		SOLE	none	66,103	0	20,097
PLANET FITNESS INC - CL A	COM	72703H101	1,505	75,000	SH		SOLE	none	75,000	0	0
PNC FINANCIAL SERVICES GROUP	COM	693475105	741	8,227	SH		SOLE	none	8,227	0	0
POPULAR INC	COM	733174700	732	19,152	SH		SOLE	none	19,152	0	0
POST HOLDINGS INC	COM	737446104	2,084	27,000	SH		SOLE	none	27,000	0	0
POWERSHARES QQQ TRUST SERIES	ETP	73935A104	59,360	500,000	SH	Put	SOLE	none	500,000	0	0
POWERSHARES S&P 500 LOW VOLA	ETP	73937B779	736	17,741	SH		SOLE	none	17,741	0	0
PRAXAIR INC	COM	74005P104	753	6,232	SH		SOLE	none	6,232	0	0
PREMIER INC-CLASS A	COM	74051N102	753	23,273	SH		SOLE	none	23,273	0	0
PRICELINE GROUP INC/THE	COM	741503403	1,472	1,000	SH		SOLE	none	1,000	0	0
PRICELINE GROUP INC/THE	DEBT	741503AX4	12	11,000	PRN		SOLE	none	11,000	0	0
PROCTER & GAMBLE CO/THE	COM	742718109	628,966	7,007,980	SH		SOLE	none	7,007,980	0	0
PROCTER & GAMBLE CO/THE	COM	742718109	628,250	7,000,000	SH	Put	SOLE	none	7,000,000	0	0
PROGRESSIVE CORP	COM	743315103	751	23,826	SH		SOLE	none	23,826	0	0
PROSPECT CAPITAL CORP	DEBT	74348TAK8	10,417	10,166,000	PRN		SOLE	none	10,166,000	0	0
PROSPECT CAPITAL CORP	DEBT	74348TAL6	20,849	20,317,000	PRN		SOLE	none	20,317,000	0	0
PROSPECT CAPITAL CORP	DEBT	74348TAM4	11,677	11,441,000	PRN		SOLE	none	11,441,000	0	0
PRUDENTIAL FINANCIAL INC	COM	744320102	754	9,233	SH		SOLE	none	9,233	0	0
PTC THERAPEUTICS INC	DEBT	69366JAB7	1,748	3,100,000	PRN		SOLE	none	3,100,000	0	0
QUINPARIO ACQUISITION CORP 2	WRT	74874U119	214	1,222,482	SH		SOLE	none	1,222,482	0	0
RAIT FINANCIAL TRUST	DEBT	749227AB0	29,336	31,887,000	PRN		SOLE	none	31,887,000	0	0
RANGE RESOURCES CORP	COM	75281A109	4,316	111,374	SH		SOLE	none	111,374	0	0
RED HAT INC	COM	756577102	8,723	107,910	SH		SOLE	none	107,910	0	0
REDWOOD TRUST INC	DEBT	758075AB1	52,982	52,784,000	PRN		SOLE	none	52,784,000	0	0
REGAL ENTERTAINMENT GROUP-A	COM	758766109	750	34,500	SH		SOLE	none	34,500	0	0
REINSURANCE GROUP OF AMERICA	COM	759351604	736	6,817	SH		SOLE	none	6,817	0	0
RELIANCE STEEL & ALUMINUM	COM	759509102	756	10,500	SH		SOLE	none	10,500	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	736	6,122	SH		SOLE	none	6,122	0	0
REPUBLIC SERVICES INC	COM	760759100	731	14,487	SH		SOLE	none	14,487	0	0
RESOURCE CAPITAL CORP	DEBT	76120WAA2	26,782	27,330,000	PRN		SOLE	none	27,330,000	0	0
RESOURCE CAPITAL CORP	DEBT	76120WAB0	10,397	10,482,000	PRN		SOLE	none	10,482,000	0	0
RICE ENERGY INC	COM	762760106	7,833	300,000	SH		SOLE	none	300,000	0	0
ROGERS COMMUNICATIONS INC-B	COM	775109200	973	17,483	SH		SOLE	none	17,483	0	0
ROYAL BANK OF CANADA	COM	780087102	970	11,941	SH		SOLE	none	11,941	0	0
RPC INC	COM	749660106	9,828	585,000	SH		SOLE	none	585,000	0	0
RPM INTERNATIONAL INC	COM	749685103	1,591	29,606	SH		SOLE	none	29,606	0	0
RWT HOLDINGS INC	DEBT	749772AB5	30,430	30,089,000	PRN		SOLE	none	30,089,000	0	0
SAFEGUARD SCIENTIFICS IN	DEBT	786449AK4	7,510	7,240,000	PRN		SOLE	none	7,240,000	0	0
SANDERSON FARMS INC	COM	800013104	747	7,758	SH		SOLE	none	7,758	0	0
SCRIPPS NETWORKS INTER-CL A	COM	811065101	788	12,408	SH		SOLE	none	12,408	0	0
SELECTIVE INSURANCE GROUP	COM	816300107	744	18,677	SH		SOLE	none	18,677	0	0
SHAW COMMUNICATIONS INC-B	COM	82028K200	994	37,024	SH		SOLE	none	37,024	0	0
SHOPIFY INC - CLASS A	COM	82509L107	1,288	30,000	SH		SOLE	none	30,000	0	0
SHUTTERFLY INC	COM	82568P304	655	14,671	SH		SOLE	none	14,671	0	0
SILGAN HOLDINGS INC	COM	827048109	760	15,015	SH		SOLE	none	15,015	0	0
SINA CORP	DEBT	82922RAD5	26,434	26,500,000	PRN		SOLE	none	26,500,000	0	0
SINOVAC BIOTECH LTD	COM	P8696W104	627	106,198	SH		SOLE	none	106,198	0	0
SIX FLAGS ENTERTAINMENT CORP	COM	83001A102	765	14,279	SH		SOLE	none	14,279	0	0
SOLARCITY CORP	DEBT	83416TAC4	1,940	2,600,000	PRN		SOLE	none	2,600,000	0	0
SOLARCITY CORP	DEBT	83416TAA8	1,951	2,505,000	PRN		SOLE	none	2,505,000	0	0
SONOCO PRODUCTS CO	COM	835495102	740	14,000	SH		SOLE	none	14,000	0	0
SOUTHWEST AIRLINES CO	COM	844741108	8,933	229,700	SH		SOLE	none	194,237	0	35,463
SPDR S&P 500 ETF TRUST	ETP	78462F103	94,869	438,600	SH		SOLE	none	438,600	0	0
SPDR S&P 500 ETF TRUST	ETP	78462F103	1,223,180	5,655,000	SH	Put	SOLE	none	5,655,000	0	0
SPDR S&P OIL & GAS EXP & PR	ETP	78464A730	96,150	2,500,000	SH	Put	SOLE	none	2,500,000	0	0
SPECTRANETICS CORP	DEBT	84760CAA5	3,117	2,950,000	PRN		SOLE	none	2,950,000	0	0
SPECTRUM PHARMACEUTICALS	DEBT	84763AAB4	4,488	5,000,000	PRN		SOLE	none	5,000,000	0	0
SPIRIT AEROSYSTEMS HOLD-CL A	COM	848574109	773	17,351	SH		SOLE	none	17,351	0	0
SPLUNK INC	COM	848637104	34,950	595,592	SH		SOLE	none	595,592	0	0
ST JUDE MEDICAL INC	COM	790849103	4,892	61,325	SH		SOLE	none	9,817	0	51,508
SUPERIOR ENERGY SERVICES INC	COM	868157108	10,740	600,000	SH		SOLE	none	600,000	0	0
SYKES ENTERPRISES INC	COM	871237103	739	26,280	SH		SOLE	none	26,280	0	0
SYNCHRONOSS TECHNOLOGIES	DEBT	87157BAA1	127	120,000	PRN		SOLE	none	120,000	0	0
SYNCHRONY FINANCIAL	COM	87165B103	770	27,500	SH		SOLE	none	27,500	0	0
SYNGENTA AG-ADR	ADR	87160A100	2,654	30,300	SH		SOLE	none	30,300	0	0
SYNOPSYS INC	COM	871607107	749	12,612	SH		SOLE	none	12,612	0	0
TABLEAU SOFTWARE INC-CL A	COM	87336U105	34,036	615,798	SH		SOLE	none	615,798	0	0
TABULA RASA HEALTHCARE INC	COM	873379101	716	50,000	SH		SOLE	none	50,000	0	0
TAL EDUCATION GROUP	DEBT	874080AB0	13,553	5,000,000	PRN		SOLE	none	5,000,000	0	0
TARGET CORP	COM	87612E106	735	10,700	SH		SOLE	none	10,700	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	744	6,891	SH		SOLE	none	6,891	0	0
TELUS CORP	COM	87971M103	986	22,769	SH		SOLE	none	22,769	0	0
TERADYNE INC	COM	880770102	755	34,971	SH		SOLE	none	34,971	0	0
TESLA MOTORS INC	DEBT	88160RAB7	12,608	13,928,000	PRN		SOLE	none	13,928,000	0	0
TESLA MOTORS INC	DEBT	88160RAC5	12,837	15,000,000	PRN		SOLE	none	15,000,000	0	0
TEXAS INSTRUMENTS INC	COM	882508104	746	10,629	SH		SOLE	none	10,629	0	0
THOMSON REUTERS CORP	COM	884903105	746	18,023	SH		SOLE	none	18,023	0	0
THOR INDUSTRIES INC	COM	885160101	786	9,284	SH		SOLE	none	9,284	0	0
TICC CAPITAL CORP	DEBT	87244TAB5	20,740	20,458,000	PRN		SOLE	none	20,458,000	0	0
TIFFANY & CO	COM	886547108	748	10,297	SH		SOLE	none	10,297	0	0
TIMKENSTEEL	DEBT	887399AA1	5,329	4,825,000	PRN		SOLE	none	4,825,000	0	0
TITAN MACHINERY INC	DEBT	88830RAB7	423	486,000	PRN		SOLE	none	486,000	0	0
TIVO CORP	COM	88870P106	740	38,000	SH		SOLE	none	38,000	0	0
TORCHMARK CORP	COM	891027104	729	11,418	SH		SOLE	none	11,418	0	0
TRADE DESK INC/THE -CLASS A	COM	88339J105	2,191	75,000	SH		SOLE	none	75,000	0	0
TRAVELERS COS INC/THE	COM	89417E109	732	6,390	SH		SOLE	none	6,390	0	0
TREEHOUSE FOODS INC	COM	89469A104	5,720	65,601	SH		SOLE	none	65,601	0	0
TRINITY BIOTECH INV LP	DEBT	89643QAB4	476	500,000	PRN		SOLE	none	500,000	0	0
UNIFIRST CORP/MA	COM	904708104	744	5,642	SH		SOLE	none	5,642	0	0
UNION PACIFIC CORP	COM	907818108	11,918	122,199	SH		SOLE	none	107,217	0	14,982
UNITED PARCEL SERVICE-CL B	COM	911312106	7,048	64,447	SH		SOLE	none	55,806	0	8,641
UNITED STATES STEEL CORP	COM	912909108	4,715	250,000	SH		SOLE	none	250,000	0	0
UNIVERSAL CORP/VA	COM	913456109	760	13,054	SH		SOLE	none	13,054	0	0
US BANCORP	COM	902973304	738	17,198	SH		SOLE	none	17,198	0	0
VALERO ENERGY CORP	COM	91913Y100	18,315	345,554	SH		SOLE	none	273,258	0	72,296
VALIDUS HOLDINGS LTD	DEBT	G9319H102	732	14,702	SH		SOLE	none	14,702	0	0
VALVOLINE INC	COM	92047W101	1,719	73,200	SH		SOLE	none	73,200	0	0
VANECK VECTORS GOLD MINERS E	ETP	92189F106	13,215	500,000	SH	Put	SOLE	none	500,000	0	0
VERINT SYSTEMS INC	COM	92343X100	2,743	72,900	SH		SOLE	none	72,900	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	45,764	880,399	SH		SOLE	none	812,134	0	68,265
VERIZON COMMUNICATIONS INC	COM	92343V104	15,226	292,922	SH		OTR	1	292,922	0	0
VIMPELCOM LTD-SPON ADR	ADR	92719A106	13,920	4,000,000	SH		SOLE	none	4,000,000	0	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	743	52,709	SH		SOLE	none	52,709	0	0
VOYA FINANCIAL INC	COM	929089100	639	22,182	SH		SOLE	none	22,182	0	0
WAL-MART STORES INC	COM	931142103	738	10,235	SH		SOLE	none	10,235	0	0
WALT DISNEY CO/THE	COM	254687106	744	8,007	SH		SOLE	none	8,007	0	0
WASTE MANAGEMENT INC	COM	94106L109	740	11,607	SH		SOLE	none	11,607	0	0
WEATHERFORD INTERNATIONAL PL	COM	G48833100	7,587	1,350,000	SH		SOLE	none	1,350,000	0	0
WELLS FARGO & CO	COM	949746101	718	16,222	SH		SOLE	none	16,222	0	0
WERNER ENTERPRISES INC	COM	950755108	741	31,847	SH		SOLE	none	31,847	0	0
WESTERN ASSET MORTGAGE CAPIT	REIT	95790D105	1	559,440	SH		SOLE	none	559,440	0	0
WESTERN DIGITAL CORP	COM	958102105	1,561	26,700	SH		SOLE	none	26,700	0	0
WHITEWAVE FOODS CO	COM	966244105	74,292	1,364,929	SH		SOLE	none	1,364,929	0	0
WHITING PETROLEUM CORP	COM	966387102	13,273	1,518,624	SH		SOLE	none	1,518,624	0	0
WHITING PETROLEUM CORP	DEBT	966387AL6	1,645	2,000,000	PRN		SOLE	none	2,000,000	0	0
WHITING PETROLEUM CORP	DEBT	966387AX0	710	1,000,000	PRN		SOLE	none	1,000,000	0	0
WHITING PETROLEUM CORP	DEBT	966387AY8	2,490	3,298,000	PRN		SOLE	none	3,298,000	0	0
WILEY (JOHN) & SONS-CLASS A	COM	968223206	786	15,222	SH		SOLE	none	15,222	0	0
WOODWARD INC	COM	980745103	767	12,280	SH		SOLE	none	12,280	0	0
WORKDAY INC	DEBT	98138HAC5	19,125	15,550,000	PRN		SOLE	none	15,550,000	0	0
WR BERKLEY CORP	COM	084423102	742	12,853	SH		SOLE	none	12,853	0	0
WW GRAINGER INC	COM	384802104	763	3,395	SH		SOLE	none	3,395	0	0
XL GROUP LTD	COM	G98294104	730	21,700	SH		SOLE	none	21,700	0	0
YY INC	DEBT	98426TAB2	9,358	9,500,000	PRN		SOLE	none	9,500,000	0	0
YY INC-ADR	ADR	98426T106	6,848	128,520	SH		SOLE	none	128,520	0	0