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 |
ABBOTT LABS | COM | 002824100 | 8,803 | 229,181 | SH | SOLE | 1 | 229,181 | 0 | 0 | |
ABEONA THERAPEUTICS INC | *W EXP 12/22/201 | 00289Y115 | 830 | 250,000 | SH | SOLE | 1 | 250,000 | 0 | 0 | |
ABEONA THERAPEUTICS INC | COM | 00289Y107 | 4,349 | 896,642 | SH | SOLE | 1 | 896,642 | 0 | 0 | |
ACUITY BRANDS INC | COM | 00508Y102 | 208 | 900 | SH | SOLE | 1 | 900 | 0 | 0 | |
ADECOAGRO S A | COM | L00849106 | 123,700 | 11,917,157 | SH | SOLE | 1 | 11,917,157 | 0 | 0 | |
ADIENT PLC | ORD SHS | G0084W101 | 2,871 | 49,000 | SH | SOLE | 1 | 49,000 | 0 | 0 | |
AETNA INC NEW | COM | 00817Y108 | 3,844 | 31,000 | SH | SOLE | 1 | 31,000 | 0 | 0 | |
AIR PRODS & CHEMS INC | COM | 009158106 | 201 | 1,400 | SH | SOLE | 1 | 1,400 | 0 | 0 | |
AIRGAIN INC | COM | 00938A104 | 2,400 | 166,666 | SH | SOLE | 1 | 166,666 | 0 | 0 | |
ALERE INC | COM | 01449J105 | 207 | 5,300 | SH | SOLE | 1 | 5,300 | 0 | 0 | |
ALKERMES PLC | SHS | G01767105 | 400 | 7,200 | SH | SOLE | 1 | 7,200 | 0 | 0 | |
ALLERGAN PLC | SHS | G0177J108 | 16,199 | 77,135 | SH | SOLE | 1 | 77,135 | 0 | 0 | |
ALLIANCE ONE INTL INC | COM NEW | 018772301 | 693 | 36,099 | SH | SOLE | 1 | 36,099 | 0 | 0 | |
ALLOT COMMUNICATIONS LTD | SHS | M0854Q105 | 15,932 | 3,326,166 | SH | SOLE | 1 | 3,326,166 | 0 | 0 | |
ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 397 | 38,900 | SH | SOLE | 1 | 38,900 | 0 | 0 | |
ALPHABET INC | CAP STK CL C | 02079K107 | 15,591 | 20,200 | SH | SOLE | 1 | 20,200 | 0 | 0 | |
ALTRIA GROUP INC | COM | 02209S103 | 352 | 5,200 | SH | SOLE | 1 | 5,200 | 0 | 0 | |
AMAZON COM INC | COM | 023135106 | 21,071 | 28,100 | SH | SOLE | 1 | 28,100 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 971 | 20,800 | SH | SOLE | 1 | 20,800 | 0 | 0 | |
APARTMENT INVT & MGMT CO | CL A | 03748R101 | 291 | 6,400 | SH | SOLE | 1 | 6,400 | 0 | 0 | |
AQUA AMERICA INC | COM | 03836W103 | 216 | 7,200 | SH | SOLE | 1 | 7,200 | 0 | 0 | |
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 504 | 4,900 | SH | SOLE | 1 | 4,900 | 0 | 0 | |
BANCOLOMBIA S A | SPON ADR PREF | 05968L102 | 1,486 | 40,500 | SH | SOLE | 1 | 40,500 | 0 | 0 | |
BANK AMER CORP | COM | 060505104 | 3,956 | 179,000 | SH | SOLE | 1 | 179,000 | 0 | 0 | |
BARD C R INC | COM | 067383109 | 202 | 900 | SH | SOLE | 1 | 900 | 0 | 0 | |
BAXTER INTL INC | COM | 071813109 | 8,173 | 184,327 | SH | SOLE | 1 | 184,327 | 0 | 0 | |
BAZAARVOICE INC | COM | 073271108 | 3,427 | 706,666 | SH | SOLE | 1 | 706,666 | 0 | 0 | |
BIO RAD LABS INC | CL A | 090572207 | 401 | 2,200 | SH | SOLE | 1 | 2,200 | 0 | 0 | |
BIOAMBER INC | *W EXP 05/09/201 | 09072Q114 | 136 | 194,000 | SH | SOLE | 1 | 194,000 | 0 | 0 | |
BLOCK H & R INC | COM | 093671105 | 1,761 | 76,600 | SH | SOLE | 1 | 76,600 | 0 | 0 | |
BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 10,042 | 9,720,000 | PRN | SOLE | 1 | 9,720,000 | 0 | 0 | |
C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 440 | 6,000 | SH | SOLE | 1 | 6,000 | 0 | 0 | |
CAESARS ACQUISITION CO | CL A | 12768T103 | 77,019 | 5,705,079 | SH | SOLE | 1 | 5,705,079 | 0 | 0 | |
CAESARS ENTMT CORP | COM | 127686103 | 25,130 | 2,956,417 | SH | SOLE | 1 | 2,956,417 | 0 | 0 | |
CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 53,759 | 55,493,000 | PRN | SOLE | 1 | 55,493,000 | 0 | 0 | |
CALIFORNIA RES CORP | COM NEW | 13057Q206 | 42,580 | 2,000,000 | SH | SOLE | 1 | 2,000,000 | 0 | 0 | |
CAMPBELL SOUP CO | COM | 134429109 | 351 | 5,800 | SH | SOLE | 1 | 5,800 | 0 | 0 | |
CARTER INC | COM | 146229109 | 216 | 2,500 | SH | SOLE | 1 | 2,500 | 0 | 0 | |
CELGENE CORP | COM | 151020104 | 405 | 3,500 | SH | SOLE | 1 | 3,500 | 0 | 0 | |
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 4,754 | 592,000 | SH | Call | SOLE | 1 | 592,000 | 0 | 0 |
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 2,342 | 8,135 | SH | SOLE | 1 | 8,135 | 0 | 0 | |
CHENIERE ENERGY INC | COM NEW | 16411R208 | 294 | 7,100 | SH | SOLE | 1 | 7,100 | 0 | 0 | |
CHIPMOS TECHNOLOGIES INC | SPONSORED ADR | 16965P103 | 18,122 | 1,284,367 | SH | SOLE | 1 | 1,284,367 | 0 | 0 | |
CHURCH & DWIGHT INC | COM | 171340102 | 327 | 7,400 | SH | SOLE | 1 | 7,400 | 0 | 0 | |
CHURCHILL DOWNS INC | COM | 171484108 | 58,281 | 387,381 | SH | SOLE | 1 | 387,381 | 0 | 0 | |
CIGNA CORPORATION | COM | 125509109 | 4,922 | 36,902 | SH | SOLE | 1 | 36,902 | 0 | 0 | |
CITIZENS FINL GROUP INC | COM | 174610105 | 1,739 | 48,800 | SH | SOLE | 1 | 48,800 | 0 | 0 | |
CME GROUP INC | COM | 12572Q105 | 3,461 | 30,000 | SH | SOLE | 1 | 30,000 | 0 | 0 | |
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 252 | 4,500 | SH | SOLE | 1 | 4,500 | 0 | 0 | |
COLGATE PALMOLIVE CO | COM | 194162103 | 484 | 7,400 | SH | SOLE | 1 | 7,400 | 0 | 0 | |
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 22,441 | 21,500,000 | PRN | SOLE | 1 | 21,500,000 | 0 | 0 | |
CREDIT ACCEP CORP MICH | COM | 225310101 | 10,114 | 46,500 | SH | SOLE | 1 | 46,500 | 0 | 0 | |
CREE INC | COM | 225447101 | 243 | 9,200 | SH | SOLE | 1 | 9,200 | 0 | 0 | |
CSRA INC | COM | 12650T104 | 261 | 8,200 | SH | SOLE | 1 | 8,200 | 0 | 0 | |
CYBERARK SOFTWARE LTD | SHS | M2682V108 | 12,526 | 275,300 | SH | SOLE | 1 | 275,300 | 0 | 0 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 11,164 | 203,100 | SH | SOLE | 1 | 203,100 | 0 | 0 | |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,968 | 40,000 | SH | SOLE | 1 | 40,000 | 0 | 0 | |
DEVRY ED GROUP INC | COM | 251893103 | 15,606 | 500,200 | SH | SOLE | 1 | 500,200 | 0 | 0 | |
DEXCOM INC | COM | 252131107 | 316 | 5,300 | SH | SOLE | 1 | 5,300 | 0 | 0 | |
DIGIMARC CORP NEW | COM | 25381B101 | 2,000 | 66,666 | SH | SOLE | 1 | 66,666 | 0 | 0 | |
DISH NETWORK CORP | CL A | 25470M109 | 4,148 | 71,602 | SH | SOLE | 1 | 71,602 | 0 | 0 | |
DSP GROUP INC | COM | 23332B106 | 1,131 | 86,666 | SH | SOLE | 1 | 86,666 | 0 | 0 | |
EASTMAN KODAK CO | *W EXP 09/03/201 | 277461133 | 33 | 8,383 | SH | SOLE | 1 | 8,383 | 0 | 0 | |
EASTMAN KODAK CO | *W EXP 09/03/201 | 277461141 | 24 | 8,383 | SH | SOLE | 1 | 8,383 | 0 | 0 | |
EASTMAN KODAK CO | COM NEW | 277461406 | 374 | 24,123 | SH | SOLE | 1 | 24,123 | 0 | 0 | |
EBAY INC | COM | 278642103 | 19,777 | 666,130 | SH | SOLE | 1 | 666,130 | 0 | 0 | |
EDGEWELL PERS CARE CO | COM | 28035Q102 | 11,841 | 162,228 | SH | SOLE | 1 | 162,228 | 0 | 0 | |
EQUINIX INC | COM PAR $0.001 | 29444U700 | 214 | 600 | SH | SOLE | 1 | 600 | 0 | 0 | |
EVERBRIDGE INC | COM | 29978A104 | 492 | 26,666 | SH | SOLE | 1 | 26,666 | 0 | 0 | |
EXA CORP | COM | 300614500 | 21,146 | 1,376,666 | SH | SOLE | 1 | 1,376,666 | 0 | 0 | |
EXAR CORP | COM | 300645108 | 3,306 | 306,666 | SH | SOLE | 1 | 306,666 | 0 | 0 | |
EXFO INC | SUB VTG SHS | 302046107 | 5,780 | 1,313,666 | SH | SOLE | 1 | 1,313,666 | 0 | 0 | |
EXTREME NETWORKS INC | COM | 30226D106 | 4,862 | 966,666 | SH | SOLE | 1 | 966,666 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 40,691 | 353,686 | SH | SOLE | 1 | 353,686 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 32,904 | 286,000 | SH | Call | SOLE | 1 | 286,000 | 0 | 0 |
FIFTH THIRD BANCORP | COM | 316773100 | 13,998 | 519,027 | SH | SOLE | 1 | 519,027 | 0 | 0 | |
FIREEYE INC | NOTE 1.000% 6/0 | 31816QAB7 | 206,342 | 222,172,000 | PRN | SOLE | 1 | 222,172,000 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 10,868 | 12,000,000 | PRN | SOLE | 1 | 12,000,000 | 0 | 0 | |
FIRST DATA CORP NEW | COM CL A | 32008D106 | 247 | 17,400 | SH | SOLE | 1 | 17,400 | 0 | 0 | |
FIRST HAWAIIAN INC | COM | 32051X108 | 18,443 | 529,671 | SH | SOLE | 1 | 529,671 | 0 | 0 | |
FORTINET INC | COM | 34959E109 | 3,815 | 126,666 | SH | SOLE | 1 | 126,666 | 0 | 0 | |
GARTNER INC | COM | 366651107 | 576 | 5,700 | SH | SOLE | 1 | 5,700 | 0 | 0 | |
GDS HLDGS LTD | SPONSORED ADR | 36165L108 | 6,546 | 761,201 | SH | SOLE | 1 | 761,201 | 0 | 0 | |
GENCO SHIPPING & TRADING LTD | SHS | Y2685T131 | 552 | 74,783 | SH | SOLE | 1 | 74,783 | 0 | 0 | |
GENERAL GROWTH PPTYS INC NEW | COM | 370023103 | 337 | 13,500 | SH | SOLE | 1 | 13,500 | 0 | 0 | |
GIGPEAK INC | COM | 37518Q109 | 4,901 | 1,944,647 | SH | SOLE | 1 | 1,944,647 | 0 | 0 | |
GLOBALSTAR INC | COM | 378973408 | 790 | 500,000 | SH | SOLE | 1 | 500,000 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 14,870 | 62,100 | SH | SOLE | 1 | 62,100 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 33,284 | 139,000 | SH | Call | SOLE | 1 | 139,000 | 0 | 0 |
GRACO INC | COM | 384109104 | 224 | 2,700 | SH | SOLE | 1 | 2,700 | 0 | 0 | |
GRAINGER W W INC | COM | 384802104 | 232 | 1,000 | SH | SOLE | 1 | 1,000 | 0 | 0 | |
GRUPO SUPERVIELLE S A | SPONSORED ADR | 40054A108 | 26,310 | 2,002,295 | SH | SOLE | 1 | 2,002,295 | 0 | 0 | |
HD SUPPLY HLDGS INC | COM | 40416M105 | 701 | 16,500 | SH | SOLE | 1 | 16,500 | 0 | 0 | |
HERSHEY CO | COM | 427866108 | 352 | 3,400 | SH | SOLE | 1 | 3,400 | 0 | 0 | |
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 24,719 | 1,068,241 | SH | SOLE | 1 | 1,068,241 | 0 | 0 | |
HUNT J B TRANS SVCS INC | COM | 445658107 | 359 | 3,700 | SH | SOLE | 1 | 3,700 | 0 | 0 | |
INVENSENSE INC | COM | 46123D205 | 16,712 | 1,306,666 | SH | SOLE | 1 | 1,306,666 | 0 | 0 | |
INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 121,596 | 121,748,000 | PRN | SOLE | 1 | 121,748,000 | 0 | 0 | |
IONIS PHARMACEUTICALS INC | COM | 462222100 | 206 | 4,300 | SH | SOLE | 1 | 4,300 | 0 | 0 | |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 63,018 | 1,800,000 | SH | Put | SOLE | 1 | 1,800,000 | 0 | 0 |
ISHARES TR | NASDQ BIOTEC ETF | 464287556 | 743 | 2,800 | SH | SOLE | 1 | 2,800 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 330,558 | 2,451,300 | SH | Put | SOLE | 1 | 2,451,300 | 0 | 0 |
IXIA | COM | 45071R109 | 7,191 | 446,666 | SH | SOLE | 1 | 446,666 | 0 | 0 | |
JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 257,879 | 248,259,000 | PRN | SOLE | 1 | 248,259,000 | 0 | 0 | |
KEY ENERGY SVCS INC DEL | COM | 49309J103 | 59,133 | 1,850,790 | SH | SOLE | 1 | 1,850,790 | 0 | 0 | |
KLA-TENCOR CORP | COM | 482480100 | 260 | 3,300 | SH | SOLE | 1 | 3,300 | 0 | 0 | |
KOHLS CORP | COM | 500255104 | 29,668 | 600,819 | SH | SOLE | 1 | 600,819 | 0 | 0 | |
KRAFT HEINZ CO | COM | 500754106 | 20,148 | 230,733 | SH | SOLE | 1 | 230,733 | 0 | 0 | |
KROGER CO | COM | 501044101 | 487 | 14,100 | SH | SOLE | 1 | 14,100 | 0 | 0 | |
LAMAR ADVERTISING CO NEW | CL A | 512816109 | 22,189 | 330,000 | SH | Put | SOLE | 1 | 330,000 | 0 | 0 |
LAMB WESTON HLDGS INC | COM | 513272104 | 11,082 | 292,799 | SH | SOLE | 1 | 292,799 | 0 | 0 | |
LANDSTAR SYS INC | COM | 515098101 | 674 | 7,900 | SH | SOLE | 1 | 7,900 | 0 | 0 | |
LEUCADIA NATL CORP | COM | 527288104 | 1,481 | 63,700 | SH | SOLE | 1 | 63,700 | 0 | 0 | |
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 5,295 | 93,950 | SH | SOLE | 1 | 93,950 | 0 | 0 | |
LIBERTY BROADBAND CORP | COM SER C | 530307305 | 616,468 | 8,322,777 | SH | SOLE | 1 | 8,322,777 | 0 | 0 | |
LIONS GATE ENTMNT CORP | CL A VTG | 535919401 | 1,097 | 40,790 | SH | SOLE | 1 | 40,790 | 0 | 0 | |
LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 494 | 20,125 | SH | SOLE | 1 | 20,125 | 0 | 0 | |
LOEWS CORP | COM | 540424108 | 258 | 5,500 | SH | SOLE | 1 | 5,500 | 0 | 0 | |
MAKEMYTRIP LIMITED MAURITIUS | SHS | V5633W109 | 15,173 | 683,458 | SH | SOLE | 1 | 683,458 | 0 | 0 | |
MANHATTAN ASSOCS INC | COM | 562750109 | 329 | 6,200 | SH | SOLE | 1 | 6,200 | 0 | 0 | |
MATCH GROUP INC | COM | 57665R106 | 257 | 15,000 | SH | SOLE | 1 | 15,000 | 0 | 0 | |
MAXLINEAR INC | CL A | 57776J100 | 10,442 | 478,972 | SH | SOLE | 1 | 478,972 | 0 | 0 | |
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 11,003 | 155,500 | SH | SOLE | 1 | 155,500 | 0 | 0 | |
MELLANOX TECHNOLOGIES LTD | SHS | M51363113 | 5,999 | 146,666 | SH | SOLE | 1 | 146,666 | 0 | 0 | |
MICROSEMI CORP | COM | 595137100 | 3,598 | 66,666 | SH | SOLE | 1 | 66,666 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 249 | 4,000 | SH | SOLE | 1 | 4,000 | 0 | 0 | |
MODEL N INC | COM | 607525102 | 24,470 | 2,765,000 | SH | SOLE | 1 | 2,765,000 | 0 | 0 | |
MOLSON COORS BREWING CO | CL B | 60871R209 | 2,073 | 21,300 | SH | SOLE | 1 | 21,300 | 0 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 20,393 | 460,031 | SH | SOLE | 1 | 460,031 | 0 | 0 | |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 324 | 7,300 | SH | SOLE | 1 | 7,300 | 0 | 0 | |
NETFLIX INC | COM | 64110L106 | 18,751 | 151,466 | SH | SOLE | 1 | 151,466 | 0 | 0 | |
NETFLIX INC | COM | 64110L106 | 15,475 | 125,000 | SH | Call | SOLE | 1 | 125,000 | 0 | 0 |
NEWSTAR FINANCIAL INC | COM | 65251F105 | 10,246 | 1,107,683 | SH | SOLE | 1 | 1,107,683 | 0 | 0 | |
NOMAD HLDGS LTD | USD ORD SHS | G6564A105 | 1,975 | 206,356 | SH | SOLE | 1 | 206,356 | 0 | 0 | |
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,395 | 6,000 | SH | SOLE | 1 | 6,000 | 0 | 0 | |
NOVATEL WIRELESS INC | NOTE 5.500% 6/1 | 66987MAE9 | 49,075 | 52,769,000 | PRN | SOLE | 1 | 52,769,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 113 | 7,600 | SH | SOLE | 1 | 7,600 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 30,876 | 34,000,000 | PRN | SOLE | 1 | 34,000,000 | 0 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 192,043 | 190,259,000 | PRN | SOLE | 1 | 190,259,000 | 0 | 0 | |
NUCOR CORP | COM | 670346105 | 8,670 | 145,662 | SH | SOLE | 1 | 145,662 | 0 | 0 | |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 17,681 | 180,400 | SH | SOLE | 1 | 180,400 | 0 | 0 | |
ORACLE CORP | COM | 68389X105 | 29,568 | 769,000 | SH | Call | SOLE | 1 | 769,000 | 0 | 0 |
ORBITAL ATK INC | COM | 68557N103 | 228 | 2,600 | SH | SOLE | 1 | 2,600 | 0 | 0 | |
PANDORA MEDIA INC | COM | 698354107 | 7,842 | 601,400 | SH | SOLE | 1 | 601,400 | 0 | 0 | |
PAYPAL HLDGS INC | COM | 70450Y103 | 31,869 | 807,413 | SH | SOLE | 1 | 807,413 | 0 | 0 | |
PERRIGO CO PLC | SHS | G97822103 | 449 | 5,400 | SH | SOLE | 1 | 5,400 | 0 | 0 | |
PNC FINL SVCS GROUP INC | COM | 693475105 | 16,593 | 141,871 | SH | SOLE | 1 | 141,871 | 0 | 0 | |
POLYONE CORP | COM | 73179P106 | 317 | 9,900 | SH | SOLE | 1 | 9,900 | 0 | 0 | |
PREMIER INC | CL A | 74051N102 | 395 | 13,000 | SH | SOLE | 1 | 13,000 | 0 | 0 | |
PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346YAB9 | 84,918 | 86,102,000 | PRN | SOLE | 1 | 86,102,000 | 0 | 0 | |
QUANTUM CORP | COM DSSG | 747906204 | 8,381 | 10,072,566 | SH | SOLE | 1 | 10,072,566 | 0 | 0 | |
RAYONIER INC | COM | 754907103 | 253 | 9,500 | SH | SOLE | 1 | 9,500 | 0 | 0 | |
REALOGY HLDGS CORP | COM | 75605Y106 | 1,629 | 63,300 | SH | SOLE | 1 | 63,300 | 0 | 0 | |
REALTY INCOME CORP | COM | 756109104 | 230 | 4,000 | SH | SOLE | 1 | 4,000 | 0 | 0 | |
REX ENERGY CORPORATION | COM | 761565100 | 78 | 165,000 | SH | SOLE | 1 | 165,000 | 0 | 0 | |
REYNOLDS AMERICAN INC | COM | 761713106 | 3,054 | 54,500 | SH | SOLE | 1 | 54,500 | 0 | 0 | |
RLI CORP | COM | 749607107 | 328 | 5,200 | SH | SOLE | 1 | 5,200 | 0 | 0 | |
ROBERT HALF INTL INC | COM | 770323103 | 693 | 14,200 | SH | SOLE | 1 | 14,200 | 0 | 0 | |
ROLLINS INC | COM | 775711104 | 470 | 13,900 | SH | SOLE | 1 | 13,900 | 0 | 0 | |
ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 86,312 | 84,310,000 | PRN | SOLE | 1 | 84,310,000 | 0 | 0 | |
ROYAL BK SCOTLAND GROUP PLC | NOTE 8.625%12/3 | 780097BB6 | 13,293 | 13,000,000 | PRN | SOLE | 1 | 13,000,000 | 0 | 0 | |
SCHEIN HENRY INC | COM | 806407102 | 334 | 2,200 | SH | SOLE | 1 | 2,200 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 5,574 | 74,000 | SH | SOLE | 1 | 74,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 72,656 | 3,125,000 | SH | Call | SOLE | 1 | 3,125,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 77,775 | 1,250,000 | SH | Put | SOLE | 1 | 1,250,000 | 0 | 0 |
SEMPRA ENERGY | COM | 816851109 | 231 | 2,300 | SH | SOLE | 1 | 2,300 | 0 | 0 | |
SERVICEMASTER GLOBAL HLDGS I | COM | 81761R109 | 4,449 | 118,100 | SH | SOLE | 1 | 118,100 | 0 | 0 | |
SERVICESOURCE INTL INC | COM | 81763U100 | 2,480 | 436,666 | SH | SOLE | 1 | 436,666 | 0 | 0 | |
SERVICESOURCE INTL INC | NOTE 1.500% 8/0 | 81763UAB6 | 44,368 | 45,858,000 | PRN | SOLE | 1 | 45,858,000 | 0 | 0 | |
SHERWIN WILLIAMS CO | COM | 824348106 | 322 | 1,200 | SH | SOLE | 1 | 1,200 | 0 | 0 | |
SIGMA DESIGNS INC | COM | 826565103 | 9,400 | 1,566,666 | SH | SOLE | 1 | 1,566,666 | 0 | 0 | |
SMUCKER J M CO | COM NEW | 832696405 | 333 | 2,600 | SH | SOLE | 1 | 2,600 | 0 | 0 | |
SOUTHWEST AIRLS CO | COM | 844741108 | 3,150 | 63,200 | SH | SOLE | 1 | 63,200 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 11,579 | 51,800 | SH | SOLE | 1 | 51,800 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 110,200 | 493,000 | SH | Put | SOLE | 1 | 493,000 | 0 | 0 |
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 13,669 | 330,000 | SH | Put | SOLE | 1 | 330,000 | 0 | 0 |
SPECTRUM BRANDS HLDGS INC | COM | 84763R101 | 224 | 1,834 | SH | SOLE | 1 | 1,834 | 0 | 0 | |
SQUARE INC | CL A | 852234103 | 267 | 19,600 | SH | SOLE | 1 | 19,600 | 0 | 0 | |
ST JUDE MED INC | COM | 790849103 | 4,201 | 52,386 | SH | SOLE | 1 | 52,386 | 0 | 0 | |
STANDARD CHARTERED PLC | DEBT 7.500%12/3 | G84228CQ9 | 10,000 | 10,000,000 | PRN | SOLE | 1 | 10,000,000 | 0 | 0 | |
STEEL DYNAMICS INC | COM | 858119100 | 1,685 | 47,369 | SH | SOLE | 1 | 47,369 | 0 | 0 | |
SYMANTEC CORP | COM | 871503108 | 10,284 | 430,472 | SH | SOLE | 1 | 430,472 | 0 | 0 | |
SYNCHRONY FINL | COM | 87165B103 | 3,518 | 97,000 | SH | SOLE | 1 | 97,000 | 0 | 0 | |
T MOBILE US INC | COM | 872590104 | 39,435 | 685,700 | SH | SOLE | 1 | 685,700 | 0 | 0 | |
TATA MTRS LTD | SPONSORED ADR | 876568502 | 2,579 | 75,000 | SH | SOLE | 1 | 75,000 | 0 | 0 | |
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 200 | 13,500 | SH | SOLE | 1 | 13,500 | 0 | 0 | |
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 1,741 | 2,000,000 | PRN | SOLE | 1 | 2,000,000 | 0 | 0 | |
TIME WARNER INC | COM NEW | 887317303 | 41,894 | 434,000 | SH | SOLE | 1 | 434,000 | 0 | 0 | |
TIVO CORP | COM | 88870P106 | 81,328 | 3,891,279 | SH | SOLE | 1 | 3,891,279 | 0 | 0 | |
TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 33,840 | 2,400,000 | SH | SOLE | 1 | 2,400,000 | 0 | 0 | |
TRIPADVISOR INC | COM | 896945201 | 844 | 18,206 | SH | SOLE | 1 | 18,206 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 73,761 | 78,469,000 | PRN | SOLE | 1 | 78,469,000 | 0 | 0 | |
UBIQUITI NETWORKS INC | COM | 90347A100 | 9,706 | 167,926 | SH | SOLE | 1 | 167,926 | 0 | 0 | |
UNITED RENTALS INC | COM | 911363109 | 36,689 | 347,500 | SH | Put | SOLE | 1 | 347,500 | 0 | 0 |
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 7,260 | 500,000 | SH | Put | SOLE | 1 | 500,000 | 0 | 0 |
VERIFONE SYS INC | COM | 92342Y109 | 245 | 13,800 | SH | SOLE | 1 | 13,800 | 0 | 0 | |
VIAVI SOLUTIONS INC | COM | 925550105 | 10,361 | 1,266,666 | SH | SOLE | 1 | 1,266,666 | 0 | 0 | |
VMWARE INC | CL A COM | 928563402 | 3,700 | 47,000 | SH | SOLE | 1 | 47,000 | 0 | 0 | |
WAYFAIR INC | CL A | 94419L101 | 4,749 | 135,500 | SH | SOLE | 1 | 135,500 | 0 | 0 | |
WEBMD HEALTH CORP | COM | 94770V102 | 431 | 8,700 | SH | SOLE | 1 | 8,700 | 0 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 10,670 | 58,700 | SH | SOLE | 1 | 58,700 | 0 | 0 | |
WHITE MTNS INS GROUP LTD | COM | G9618E107 | 251 | 300 | SH | SOLE | 1 | 300 | 0 | 0 | |
WHOLE FOODS MKT INC | COM | 966837106 | 10,083 | 327,800 | SH | SOLE | 1 | 327,800 | 0 | 0 | |
WHOLE FOODS MKT INC | COM | 966837106 | 11,304 | 367,500 | SH | Call | SOLE | 1 | 367,500 | 0 | 0 |
WILLIAMS COS INC DEL | COM | 969457100 | 73,217 | 2,351,221 | SH | SOLE | 1 | 2,351,221 | 0 | 0 | |
ZAYO GROUP HLDGS INC | COM | 98919V105 | 6,556 | 199,500 | SH | SOLE | 1 | 199,500 | 0 | 0 | |
ZOETIS INC | CL A | 98978V103 | 43,275 | 808,419 | SH | SOLE | 1 | 808,419 | 0 | 0 |