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
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