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
ADVANCE AUTO PARTS INC COM 00751Y106 25,094 166,728 SH   SOLE   166,728 0 0
AIR PRODS & CHEMS INC COM 009158106 10,142 77,950 SH   SOLE   77,950 0 0
AIRGAS INC COM 009363102 92,674 670,000 SH   SOLE   670,000 0 0
AK STL HLDG CORP COM 001547108 266 4,500 SH Call SOLE   4,500 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 10,871 2,838,400 SH   SOLE   2,838,400 0 0
ALERE INC COM 01449J105 17,162 439,046 SH   SOLE   439,046 0 0
ALIGN TECHNOLOGY INC COM 016255101 8,018 121,768 SH   SOLE   121,768 0 0
ALLERGAN PLC SHS G0177J108 12,500 40,000 SH   SOLE   40,000 0 0
ALLSTATE CORP COM 020002101 35,292 568,400 SH   SOLE   568,400 0 0
ALLY FINL INC COM 02005N100 66,420 3,563,303 SH   SOLE   3,563,303 0 0
ALPHABET INC CAP STK CL C 02079K107 63,799 84,070 SH   SOLE   84,070 0 0
ALPHABET INC CAP STK CL A 02079K305 22,173 28,500 SH   SOLE   28,500 0 0
ALTRIA GROUP INC COM 02209S103 62,141 1,067,523 SH   SOLE   1,067,523 0 0
AMC NETWORKS INC CL A 00164V103 14,160 189,607 SH   SOLE   189,607 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 53,220 57,149,000 PRN   SOLE   57,149,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 9,759 100,664 SH   SOLE   100,664 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 8,937 287,822 SH   SOLE   287,822 0 0
ANIXTER INTL INC COM 035290105 20,962 347,104 SH   SOLE   347,104 0 0
ARAMARK COM 03852U106 26,096 809,178 SH   SOLE   809,178 0 0
ARCHROCK INC COM 03957W106 51,561 6,856,567 SH   SOLE   6,856,567 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 11,787 347,200 SH   SOLE   347,200 0 0
ATMEL CORP COM 049513104 26,304 3,055,000 SH   SOLE   3,055,000 0 0
AUTODESK INC COM 052769106 9,962 163,501 SH   SOLE   163,501 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 15,300 180,589 SH   SOLE   180,589 0 0
AUTOZONE INC COM 53332102 226 84 SH Put SOLE   84 0 0
AVNET INC COM 053807103 9,329 217,773 SH   SOLE   217,773 0 0
BANK AMER CORP COM 060505104 78,467 4,662,315 SH   SOLE   4,662,315 0 0
BANK NEW YORK MELLON CORP COM 064058100 26,113 633,500 SH   SOLE   633,500 0 0
BAXALTA INC COM 07177M103 8,782 225,000 SH   SOLE   225,000 0 0
BAXTER INTL INC COM 071813109 45,009 1,179,784 SH   SOLE   1,179,784 0 0
BENCHMARK ELECTRS INC COM 08160H101 10,809 522,936 SH   SOLE   522,936 0 0
BIOGEN INC COM 09062X103 13,494 44,048 SH   SOLE   44,048 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 251 228 SH Put SOLE   228 0 0
BLACK HILLS CORP COM 092113109 12,559 270,500 SH   SOLE   270,500 0 0
BLOOMIN BRANDS INC COM 094235108 5,827 344,977 SH   SOLE   344,977 0 0
BLUELINX HLDGS INC COM 09624H109 4,612 8,702,128 SH   SOLE   8,702,128 0 0
BONANZA CREEK ENERGY INC COM 097793103 1,319 250,200 SH   SOLE   250,200 0 0
BROADCOM CORP CL A 111320107 199,479 3,450,000 SH   SOLE   3,450,000 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 990 107,800 SH   SOLE   107,800 0 0
BUNGE LIMITED COM G16962105 196,100 2,872,000 SH   SOLE   2,872,000 0 0
BWX TECHNOLOGIES INC COM 05605H100 19,074 600,383 SH   SOLE   600,383 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10,109 163,000 SH   SOLE   163,000 0 0
CALPINE CORP COM NEW 131347304 155,034 10,714,191 SH   SOLE   10,714,191 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 192,860 3,051,579 SH   SOLE   3,051,579 0 0
CAVIUM INC COM 14964U108 36,272 552,000 SH   SOLE   552,000 0 0
CBS CORP NEW CL B 124857202 45,859 973,022 SH   SOLE   973,022 0 0
CELANESE CORP DEL COM SER A 150870103 5,322 79,041 SH   SOLE   79,041 0 0
CENTERPOINT ENERGY INC COM 15189T107 16,047 874,000 SH   SOLE   874,000 0 0
CF INDS HLDGS INC COM 125269100 6,957 170,463 SH   SOLE   170,463 0 0
CHEESECAKE FACTORY INC COM 163072101 5,791 125,600 SH   SOLE   125,600 0 0
CHEMOURS CO COM 163851108 510 6,000 SH Put SOLE   6,000 0 0
CHEMTURA CORP COM NEW 163893209 2,702 99,076 SH   SOLE   99,076 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,568 42,100 SH   SOLE   42,100 0 0
CHUBB CORP COM 171232101 254,656 1,919,907 SH   SOLE   1,919,907 0 0
CHURCH & DWIGHT INC COM 171340102 16,354 192,675 SH   SOLE   192,675 0 0
CIENA CORP COM NEW 171779309 18,621 900,000 SH   SOLE   900,000 0 0
CIGNA CORPORATION COM 125509109 15,663 107,042 SH   SOLE   107,042 0 0
CIMAREX ENERGY CO COM 171798101 25,809 288,759 SH   SOLE   288,759 0 0
CINTAS CORP COM 172908105 11,865 130,312 SH   SOLE   130,312 0 0
CIT GROUP INC COM NEW 125581801 47,640 1,200,005 SH   SOLE   1,200,005 0 0
CITIGROUP INC COM NEW 172967424 179,360 3,465,903 SH   SOLE   3,465,903 0 0
CITIZENS FINL GROUP INC COM 174610105 39,736 1,517,206 SH   SOLE   1,517,206 0 0
CME GROUP INC COM 12572Q105 12,846 141,784 SH   SOLE   141,784 0 0
COACH INC COM 189754104 35,202 1,075,514 SH   SOLE   1,075,514 0 0
COBALT INTL ENERGY INC COM 19075F106 23,955 4,436,091 SH   SOLE   4,436,091 0 0
COCA COLA CO COM 191216100 79,371 1,847,563 SH   SOLE   1,847,563 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,229 70,459 SH   SOLE   70,459 0 0
COMCAST CORP NEW CL A 20030N101 3,510 62,200 SH   SOLE   62,200 0 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 11,898 636,600 SH   SOLE   636,600 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 31 3,394,977 SH   SOLE   3,394,977 0 0
COMMVAULT SYSTEMS INC COM 204166102 32,970 837,861 SH   SOLE   837,861 0 0
CONAGRA FOODS INC COM 205887102 52,758 1,251,374 SH   SOLE   1,251,374 0 0
CONCHO RES INC COM 20605P101 27,221 293,139 SH   SOLE   293,139 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 5,672 107,604 SH   SOLE   107,604 0 0
CONSTELLATION BRANDS INC CL A 21036P108 23,195 162,841 SH   SOLE   162,841 0 0
CONTINENTAL RESOURCES INC COM 212015101 39,259 1,708,405 SH   SOLE   1,708,405 0 0
COSAN LTD SHS A G25343107 45,808 12,414,223 SH   SOLE   12,414,223 0 0
COVISINT CORP COM 22357R103 1,000 400,000 SH   SOLE   400,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 25,592 296,037 SH   SOLE   296,037 0 0
CSRA INC COM 12650T104 20,779 692,648 SH   SOLE   692,648 0 0
CVS HEALTH CORP COM 126650100 13,216 135,174 SH   SOLE   135,174 0 0
DEUTSCHE HIGH INCOME OPPORT COM 25158Y102 1,306 100,033 SH   SOLE   100,033 0 0
DEVON ENERGY CORP NEW COM 25179M103 33,564 1,048,875 SH   SOLE   1,048,875 0 0
DIAMOND FOODS INC COM 252603105 38,477 998,117 SH   SOLE   998,117 0 0
DIAMONDBACK ENERGY INC COM 25278X109 4,566 68,250 SH   SOLE   68,250 0 0
DIEBOLD INC COM 253651103 1,505 50,000 SH   SOLE   50,000 0 0
DIGITAL RLTY TR INC COM 253868103 52,591 695,461 SH   SOLE   695,461 0 0
DISNEY WALT CO COM DISNEY 254687106 306 559 SH Put SOLE   559 0 0
DOLLAR GEN CORP NEW COM 256677105 57,719 803,100 SH   SOLE   803,100 0 0
DOW CHEM CO COM 260543103 6,718 130,499 SH   SOLE   130,499 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 14,083 151,100 SH   SOLE   151,100 0 0
DYAX CORP COM 26746E103 28,373 754,213 SH   SOLE   754,213 0 0
DYNEGY INC NEW DEL COM 26817R108 125,911 9,396,360 SH   SOLE   9,396,360 0 0
E M C CORP MASS COM 268648102 66,768 2,600,000 SH   SOLE   2,600,000 0 0
EAGLE MATERIALS INC COM 26969P108 4,840 80,100 SH   SOLE   80,100 0 0
EAST WEST BANCORP INC COM 27579R104 3,407 81,972 SH   SOLE   81,972 0 0
EASTMAN CHEM CO COM 277432100 7,892 116,900 SH   SOLE   116,900 0 0
EBAY INC COM 278642103 56,336 2,050,076 SH   SOLE   2,050,076 0 0
EDGEWELL PERS CARE CO COM 28035Q102 69,899 891,912 SH   SOLE   891,912 0 0
EXELON CORP COM 30161N101 118,814 4,278,506 SH   SOLE   4,278,506 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 18,361 210,056 SH   SOLE   210,056 0 0
EXTERRAN CORP COM 30227H106 28,518 1,776,796 SH   SOLE   1,776,796 0 0
EXXON MOBIL CORP COM 30231G102 17,043 218,639 SH   SOLE   218,639 0 0
FACEBOOK INC CL A 30303M102 8,347 79,750 SH   SOLE   79,750 0 0
FACEBOOK INC CL A 30303M102 234 492 SH Put SOLE   492 0 0
FERROGLOBE PLC SHS G33856108 18,275 1,700,000 SH   SOLE   1,700,000 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 6,091 480,000 SH   SOLE   480,000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 35,748 1,031,080 SH   SOLE   1,031,080 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 61,627 1,016,944 SH   SOLE   1,016,944 0 0
FINISAR CORP COM NEW 31787A507 56,575 3,891,011 SH   SOLE   3,891,011 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 51,241 4,722,685 SH   SOLE   4,722,685 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 2,816 200,000 SH   SOLE   200,000 0 0
FIRSTENERGY CORP COM 337932107 14,447 455,300 SH   SOLE   455,300 0 0
FLEETMATICS GROUP PLC COM G35569105 209 492 SH Put SOLE   492 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 1,975 2,400,000 PRN   SOLE   2,400,000 0 0
FORESTAR GROUP INC COM 346233109 29,919 2,734,781 SH   SOLE   2,734,781 0 0
FORTINET INC COM 34959E109 8,974 287,900 SH   SOLE   287,900 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 35,018 7,498,600 SH   SOLE   7,498,600 0 0
GENERAL MLS INC COM 370334104 17,978 311,800 SH   SOLE   311,800 0 0
GENERAL MTRS CO COM 37045V100 502 14,764 SH   SOLE   14,764 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 326 13,421 SH   SOLE   13,421 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 219 13,421 SH   SOLE   13,421 0 0
GERDAU S A SPON ADR REP PFD 373737105 22,800 19,000,009 SH   SOLE   19,000,009 0 0
GODADDY INC CL A 380237107 6,505 202,896 SH   SOLE   202,896 0 0
GREAT WESTN BANCORP INC COM 391416104 6,951 239,528 SH   SOLE   239,528 0 0
GULFPORT ENERGY CORP COM NEW 402635304 32,451 1,320,760 SH   SOLE   1,320,760 0 0
HALLIBURTON CO COM 406216101 69,981 2,055,834 SH   SOLE   2,055,834 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 25,711 591,593 SH   SOLE   591,593 0 0
HASBRO INC COM 418056107 403 700 SH Put SOLE   700 0 0
HD SUPPLY HLDGS INC COM 40416M105 8,718 290,300 SH   SOLE   290,300 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 16,786 1,104,326 SH   SOLE   1,104,326 0 0
HORTONWORKS INC COM 440894103 14,262 651,242 SH   SOLE   651,242 0 0
HP INC COM 40434L105 6,608 558,104 SH   SOLE   558,104 0 0
HUMANA INC COM 444859102 16,113 90,262 SH   SOLE   90,262 0 0
INFINERA CORPORATION COM 45667G103 291 1,099 SH Put SOLE   1,099 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 27,480 16,500,000 PRN   SOLE   16,500,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 11,593 497,963 SH   SOLE   497,963 0 0
INTERXION HOLDING N.V SHS N47279109 6,779 224,855 SH   SOLE   224,855 0 0
INVESTORS BANCORP INC NEW COM 46146L101 14,982 1,204,362 SH   SOLE   1,204,362 0 0
ITC HLDGS CORP COM 465685105 11,229 286,094 SH   SOLE   286,094 0 0
JACK IN THE BOX INC COM 466367109 10,229 133,350 SH   SOLE   133,350 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 18,225 10,000,000 PRN   SOLE   10,000,000 0 0
JARDEN CORP COM 471109108 39,445 690,570 SH   SOLE   690,570 0 0
JPMORGAN CHASE & CO COM 46625H100 36,383 551,001 SH   SOLE   551,001 0 0
KELLOGG CO COM 487836108 25,641 354,800 SH   SOLE   354,800 0 0
KENNAMETAL INC COM 489170100 46,080 2,400,000 SH   SOLE   2,400,000 0 0
KEURIG GREEN MTN INC COM 49271M100 49,939 555,000 SH   SOLE   555,000 0 0
KEYCORP COM 493267108 6,172 467,900 SH   SOLE   467,900 0 0
KIMBERLY CLARK CORP COM 494368103 34,832 273,623 SH   SOLE   273,623 0 0
KINDRED HEALTHCARE INC COM 494580103 55,977 4,700,004 SH   SOLE   4,700,004 0 0
KLA-TENCOR CORP COM 482480100 89,115 1,285,000 SH   SOLE   1,285,000 0 0
KRAFT HEINZ CO COM 500754106 16,458 226,200 SH   SOLE   226,200 0 0
LAREDO PETROLEUM INC COM 516806106 1,199 150,000 SH   SOLE   150,000 0 0
LEXMARK INTL NEW CL A 529771107 19,155 590,300 SH   SOLE   590,300 0 0
LINKEDIN CORP COM CL A 53578A108 16,648 73,963 SH   SOLE   73,963 0 0
LIPOCINE INC NEW COM 53630X104 2,970 229,698 SH   SOLE   229,698 0 0
LOWES COS INC COM 548661107 24,820 326,405 SH   SOLE   326,405 0 0
MACYS INC COM 55616P104 40,342 1,153,300 SH   SOLE   1,153,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 11,634 155,887 SH   SOLE   155,887 0 0
MANHATTAN ASSOCS INC COM 562750109 342 795 SH Put SOLE   795 0 0
MARATHON OIL CORP COM 565849106 55,094 4,376,013 SH   SOLE   4,376,013 0 0
MARATHON PETE CORP COM 56585A102 72,413 1,396,856 SH   SOLE   1,396,856 0 0
MARTIN MARIETTA MATLS INC COM 573284106 216 155 SH Put SOLE   155 0 0
MCGRAW HILL FINL INC COM 580645109 46,248 469,143 SH   SOLE   469,143 0 0
MEDTRONIC PLC SHS G5960L103 12,499 162,494 SH   SOLE   162,494 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 26,584 1,646,087 SH   SOLE   1,646,087 0 0
MENTOR GRAPHICS CORP COM 587200106 26,683 1,448,580 SH   SOLE   1,448,580 0 0
MERCK & CO INC NEW COM 58933Y105 36,427 689,651 SH   SOLE   689,651 0 0
MITEL NETWORKS CORP COM 60671Q104 6,135 797,850 SH   SOLE   797,850 0 0
MOHAWK INDS INC COM 608190104 9,905 52,300 SH   SOLE   52,300 0 0
MOLSON COORS BREWING CO CL B 60871R209 14,378 153,092 SH   SOLE   153,092 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,920 1,000 SH Call SOLE   1,000 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 22,511 3,590,224 SH   SOLE   3,590,224 0 0
MONOLITHIC PWR SYS INC COM 609839105 37,643 590,848 SH   SOLE   590,848 0 0
MORGAN STANLEY COM NEW 617446448 113,635 3,572,296 SH   SOLE   3,572,296 0 0
NATIONAL INTERSTATE CORP COM 63654U100 12,004 449,600 SH   SOLE   449,600 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 35,432 2,650,128 SH   SOLE   2,650,128 0 0
NAVIENT CORP COM 63938C108 108,894 9,510,405 SH   SOLE   9,510,405 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 15,035 1,101,475 SH   SOLE   1,101,475 0 0
NETAPP INC COM 64110D104 4,794 180,708 SH   SOLE   180,708 0 0
NETFLIX INC COM 64110L106 251 180 SH Put SOLE   180 0 0
NETFLIX INC COM 64110L106 703 1,000 SH Put SOLE   1,000 0 0
NETFLIX INC COM 64110L106 205 261 SH Put SOLE   261 0 0
NETSCOUT SYS INC COM 64115T104 15,352 500,052 SH   SOLE   500,052 0 0
NEW YORK REIT INC COM 64976L109 6,210 540,000 SH   SOLE   540,000 0 0
NEWFIELD EXPL CO COM 651290108 34,313 1,053,826 SH   SOLE   1,053,826 0 0
NEXTERA ENERGY INC COM 65339F101 36,540 351,722 SH   SOLE   351,722 0 0
NISOURCE INC COM 65473P105 15,753 807,425 SH   SOLE   807,425 0 0
NOBLE ENERGY INC COM 655044105 59,598 1,809,850 SH   SOLE   1,809,850 0 0
NRG ENERGY INC COM NEW 629377508 129,480 11,000,877 SH   SOLE   11,000,877 0 0
NUVASIVE INC COM 670704105 9,118 168,500 SH   SOLE   168,500 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 28,237 17,000,000 PRN   SOLE   17,000,000 0 0
OASIS PETE INC NEW COM 674215108 1,953 265,000 SH   SOLE   265,000 0 0
OI S.A. SPN ADR NEW 670851302 46 74,686 SH   SOLE   74,686 0 0
OLD DOMINION FGHT LINES INC COM 679580100 7,277 123,200 SH   SOLE   123,200 0 0
OMNICOM GROUP INC COM 681919106 13,338 176,290 SH   SOLE   176,290 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 9,934 8,909,000 PRN   SOLE   8,909,000 0 0
OSHKOSH CORP COM 688239201 2,213 56,681 SH   SOLE   56,681 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 22,398 13,506,000 PRN   SOLE   13,506,000 0 0
PALO ALTO NETWORKS INC COM 697435105 16,577 94,115 SH   SOLE   94,115 0 0
PARSLEY ENERGY INC CL A 701877102 9,401 509,533 SH   SOLE   509,533 0 0
PARTNERRE LTD COM G6852T105 47,524 340,088 SH   SOLE   340,088 0 0
PATTERSON COMPANIES INC COM 703395103 2,288 50,600 SH   SOLE   50,600 0 0
PAYCHEX INC COM 704326107 7,865 148,705 SH   SOLE   148,705 0 0
PAYPAL HLDGS INC COM 70450Y103 18,103 500,071 SH   SOLE   500,071 0 0
PENNEY J C INC COM 708160106 2,620 6,550 SH Put SOLE   6,550 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 18,932 1,028,344 SH   SOLE   1,028,344 0 0
PG&E CORP COM 69331C108 19,994 375,900 SH   SOLE   375,900 0 0
PHH CORP COM NEW 693320202 14,261 880,298 SH   SOLE   880,298 0 0
PINNACLE FOODS INC DEL COM 72348P104 95,831 2,256,963 SH   SOLE   2,256,963 0 0
PIONEER NAT RES CO COM 723787107 51,240 408,676 SH   SOLE   408,676 0 0
PLEXUS CORP COM 729132100 9,468 271,140 SH   SOLE   271,140 0 0
PMC-SIERRA INC COM 69344F106 43,343 3,730,000 SH   SOLE   3,730,000 0 0
POPULAR INC COM NEW 733174700 53,849 1,900,098 SH   SOLE   1,900,098 0 0
POST HLDGS INC COM 737446104 211 318 SH Put SOLE   318 0 0
PPG INDS INC COM 693506107 11,615 117,540 SH   SOLE   117,540 0 0
PPL CORP COM 69351T106 19,935 584,100 SH   SOLE   584,100 0 0
PRECISION CASTPARTS CORP COM 740189105 221,106 953,000 SH   SOLE   953,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 21,391 15,000,000 PRN   SOLE   15,000,000 0 0
PRICELINE GRP INC COM NEW 741503403 6,120 4,800 SH   SOLE   4,800 0 0
PROCTER & GAMBLE CO COM 742718109 10,710 134,875 SH   SOLE   134,875 0 0
PRUDENTIAL FINL INC COM 744320102 12,201 149,870 SH   SOLE   149,870 0 0
PULTE GROUP INC COM 745867101 23,107 1,296,700 SH   SOLE   1,296,700 0 0
PVH CORP COM 693656100 51,555 700,000 SH   SOLE   700,000 0 0
QLIK TECHNOLOGIES INC COM 74733T105 10,134 320,100 SH   SOLE   320,100 0 0
QUALCOMM INC COM 747525103 28,446 569,092 SH   SOLE   569,092 0 0
QUEST DIAGNOSTICS INC COM 74834L100 14,399 202,400 SH   SOLE   202,400 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 10,439 152,033 SH   SOLE   152,033 0 0
REALOGY HLDGS CORP COM 75605Y106 40,959 1,116,954 SH   SOLE   1,116,954 0 0
RED HAT INC COM 756577102 10,153 122,600 SH   SOLE   122,600 0 0
REGIONS FINL CORP NEW COM 7591EP100 67,207 7,000,684 SH   SOLE   7,000,684 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 6,871 8,000,000 PRN   SOLE   8,000,000 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 37,244 4,009,000 SH   SOLE   4,009,000 0 0
ROBERT HALF INTL INC COM 770323103 20,793 441,100 SH   SOLE   441,100 0 0
SABRE CORP COM 78573M104 31,830 1,137,999 SH   SOLE   1,137,999 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 5,157 4,000,000 PRN   SOLE   4,000,000 0 0
SALESFORCE COM INC COM 79466L302 28,542 364,053 SH   SOLE   364,053 0 0
SANDISK CORP COM 80004C101 90,665 1,193,118 SH   SOLE   1,193,118 0 0
SBA COMMUNICATIONS CORP COM 78388J106 19,075 181,542 SH   SOLE   181,542 0 0
SCHLUMBERGER LTD COM 806857108 45,028 645,556 SH   SOLE   645,556 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 15,109 349,100 SH   SOLE   349,100 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,910 3,000 SH Put SOLE   3,000 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,250 1,800 SH Put SOLE   1,800 0 0
SEMPRA ENERGY COM 816851109 27,966 297,483 SH   SOLE   297,483 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 12,835 10,000,000 PRN   SOLE   10,000,000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 8,881 57,903 SH   SOLE   57,903 0 0
SILGAN HOLDINGS INC COM 827048109 42,799 796,710 SH   SOLE   796,710 0 0
SILICON LABORATORIES INC COM 826919102 27,916 575,121 SH   SOLE   575,121 0 0
SKECHERS U S A INC CL A 830566105 223 719 SH Put SOLE   719 0 0
SOUTHWEST AIRLS CO COM 844741108 13,439 312,096 SH   SOLE   312,096 0 0
SOUTHWESTERN ENERGY CO COM 845467109 10,872 1,529,140 SH   SOLE   1,529,140 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 24,118 118,300 SH   SOLE   118,300 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 20,344 485,300 SH   SOLE   485,300 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 11,931 394,800 SH   SOLE   394,800 0 0
STANCORP FINL GROUP INC COM 852891100 94,405 828,990 SH   SOLE   828,990 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 25,279 364,886 SH   SOLE   364,886 0 0
STEEL DYNAMICS INC COM 858119100 2,368 132,505 SH   SOLE   132,505 0 0
SUNTRUST BKS INC COM 867914103 28,334 661,400 SH   SOLE   661,400 0 0
SVB FINL GROUP COM 78486Q101 6,962 58,550 SH   SOLE   58,550 0 0
SYMETRA FINL CORP COM 87151Q106 37,806 1,189,978 SH   SOLE   1,189,978 0 0
SYNCHRONY FINL COM 87165B103 97,632 3,210,535 SH   SOLE   3,210,535 0 0
SYSCO CORP COM 871829107 5,767 140,650 SH   SOLE   140,650 0 0
TARGET CORP COM 87612E106 10,383 143,000 SH   SOLE   143,000 0 0
TECK RESOURCES LTD CL B 878742204 772 200,000 SH   SOLE   200,000 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,762 25,000 SH   SOLE   25,000 0 0
TENARIS S A SPONSORED ADR 88031M109 66,909 2,811,289 SH   SOLE   2,811,289 0 0
TERADATA CORP DEL COM 88076W103 81,901 3,099,973 SH   SOLE   3,099,973 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 14,681 7,500,000 PRN   SOLE   7,500,000 0 0
THOMSON REUTERS CORP COM 884903105 25,210 666,061 SH   SOLE   666,061 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,315 273,000 SH   SOLE   273,000 0 0
TIME WARNER CABLE INC COM 88732J207 45,836 246,977 SH   SOLE   246,977 0 0
TOTAL SYS SVCS INC COM 891906109 5,020 100,800 SH   SOLE   100,800 0 0
TRI POINTE GROUP INC COM 87265H109 89,341 7,051,392 SH   SOLE   7,051,392 0 0
TRIPADVISOR INC COM 896945201 19,049 223,445 SH   SOLE   223,445 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 27,026 992,500 SH   SOLE   992,500 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 13,088 481,900 SH   SOLE   481,900 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 206 279 SH Put SOLE   279 0 0
ULTRATECH INC COM 904034105 68,458 3,453,986 SH   SOLE   3,453,986 0 0
UNDER ARMOUR INC CL A 904311107 274 320 SH Put SOLE   320 0 0
UNIFIRST CORP MASS COM 904708104 4,038 38,750 SH   SOLE   38,750 0 0
UNUM GROUP COM 91529Y106 13,869 416,604 SH   SOLE   416,604 0 0
VALERO ENERGY CORP NEW COM 91913Y100 69,005 975,894 SH   SOLE   975,894 0 0
VERINT SYS INC COM 92343X100 17,814 439,200 SH   SOLE   439,200 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 71,658 28,000,000 PRN   SOLE   28,000,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 47,805 1,034,289 SH   SOLE   1,034,289 0 0
VIAVI SOLUTIONS INC COM 925550105 66,990 11,000,000 SH   SOLE   11,000,000 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 17,380 5,298,771 SH   SOLE   5,298,771 0 0
VISA INC COM CL A 92826C839 30,751 396,528 SH   SOLE   396,528 0 0
VITAMIN SHOPPE INC COM 92849E101 74,133 2,267,066 SH   SOLE   2,267,066 0 0
W & T OFFSHORE INC COM 92922P106 1,245 539,149 SH   SOLE   539,149 0 0
WABTEC CORP COM 929740108 7,352 103,370 SH   SOLE   103,370 0 0
WESCO INTL INC COM 95082P105 60,062 1,375,037 SH   SOLE   1,375,037 0 0
WESTERN ALLIANCE BANCORP COM 957638109 13,202 368,148 SH   SOLE   368,148 0 0
WESTERN ASSET HGH YLD DFNDFD COM 95768B107 2,162 153,333 SH   SOLE   153,333 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 1,563 333,333 SH   SOLE   333,333 0 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 1,507 333,333 SH   SOLE   333,333 0 0
WESTERN DIGITAL CORP COM 958102105 935 1,852 SH Put SOLE   1,852 0 0
WESTERN DIGITAL CORP COM 958102105 430 666 SH Put SOLE   666 0 0
WILLIAMS COS INC DEL COM 969457100 90,858 3,535,325 SH   SOLE   3,535,325 0 0
WL ROSS HLDG CORP UNIT 06/11/2019 92939D203 5,083 495,923 SH   SOLE   495,923 0 0
WMIH CORP COM 92936P100 1,625 627,500 SH   SOLE   627,500 0 0
WPX ENERGY INC COM 98212B103 75,497 13,152,780 SH   SOLE   13,152,780 0 0
WPX ENERGY INC PFD SER A CV 98212B202 4,704 150,000 SH   SOLE   150,000 0 0
XURA INC COM 98420V107 17,435 709,300 SH   SOLE   709,300 0 0
YAHOO INC COM 984332106 98,707 2,967,737 SH   SOLE   2,967,737 0 0
YELP INC CL A 985817105 2,506 87,000 SH   SOLE   87,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 10,135 431,650 SH   SOLE   431,650 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 11,739 114,425 SH   SOLE   114,425 0 0
ZOETIS INC CL A 98978V103 36,324 758,023 SH   SOLE   758,023 0 0