The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | 4,975 | 5,000,000 | PRN | 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 | COM | 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 |