Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	10,500,000	$1.151B	47.0%	—	—	Call	78463V107
IWM	ISHARES TR	2,500,000	$337M	13.8%	$134.85	—	Put	464287655
—	AK STL CORP	57,257,000	$118M	4.8%	$1.71	—	Note	001546AP5
—	STARWOOD PPTY TR INC	67,699,000	$73.88M	3.0%	$1.08	—	Note	85571BAA3
—	ADVANCED MICRO DEVICES INC	40,500,000	$63.91M	2.6%	$1.46	—	Note	007903BD8
TSLA	TESLA MTRS INC	287,600	$61.46M	2.5%	—	—	Put	88160R101
—	TESLA MTRS INC	58,268,000	$54.04M	2.2%	$0.92	—	Note	88160RAB7
FXI	ISHARES TR	1,250,000	$43.39M	1.8%	$38.02	—	Put	464287184
—	STARWOOD WAYPOINT RESIDENTL	34,005,000	$36.41M	1.5%	$1.00	—	Note	85571WAD1
—	WEATHERFORD INTL LTD	32,500,000	$35.42M	1.4%	$1.09	—	Note	947075AH0
SFL 3.25 02/01/18	SHIP FINANCE INTERNATIONAL L	30,568,000	$33.4M	1.4%	$1.05	—	Note	G81075AE6
—	REDWOOD TR INC	32,919,000	$33.07M	1.4%	$0.98	—	Note	758075AB1
—	SILVER STD RES INC	26,000,000	$24.08M	1.0%	$0.93	—	Note	82823LAC0
—	TRINA SOLAR LIMITED	25,000,000	$23.96M	1.0%	$1.01	—	DBCV 3.500% 6/1	89628EAC8
XLF	SELECT SECTOR SPDR TR	1,000,000	$23.25M	1.0%	$23.25	—	Call	81369Y605
XLE	SELECT SECTOR SPDR TR	276,800	$20.85M	0.9%	$67.97	—	SBI INT-ENERGY	81369Y506
EWY	ISHARES	352,500	$18.76M	0.8%	$53.70	—	MSCI STH KOR ETF	464286772
—	CTRIP COM INTL LTD	15,000,000	$17.36M	0.7%	$1.16	—	Note	22943FAD2
—	CTRIP COM INTL LTD	15,000,000	$15.4M	0.6%	$1.03	—	Note	22943FAF7
—	TRINA SOLAR LIMITED	1,618,200	$15.05M	0.6%	$9.92	—	Put	89628E104
—	VIPSHOP HLDGS LTD	15,000,000	$14.95M	0.6%	$1.05	—	Note	92763WAA1
—	SOLARCITY CORP	15,381,000	$14.33M	0.6%	$1.09	—	Note	83416TAA8
—	SUNPOWER CORP	16,775,000	$11.88M	0.5%	$0.71	—	DBCV 4.000% 1/1	867652AL3
—	BLACKSTONE MTG TR INC	10,460,000	$11.69M	0.5%	$1.11	—	Note	09257WAA8
—	RTW HLDGS INC	11,500,000	$11.68M	0.5%	$0.97	—	Note	749772AB5
—	SEADRILL LIMITED	3,413,900	$11.64M	0.5%	—	—	Put	G7945E105
IWM	ISHARES TR	85,000	$11.46M	0.5%	$134.85	—	RUSSELL 2000 ETF	464287655
INDA	ISHARES TR	382,000	$10.24M	0.4%	$26.81	—	MSCI INDIA ETF	46429B598
EPI	WISDOMTREE TR	499,000	$10.08M	0.4%	$20.20	—	INDIA ERNGS FD	97717W422
EXEL	EXELIXIS INC	663,180	$9.888M	0.4%	$10.81	+33.4%	COM	30161Q104
—	SPDR SERIES TRUST	225,000	$9.32M	0.4%	$41.42	—	S&P OILGAS EXP	78464A730
ANW 4 11/01/18	AEGEAN MARINE PETE NETWORK I	7,500,000	$7.767M	0.3%	$0.80	—	Note	Y0020QAA9
—	VANECK VECTORS ETF TR	300,000	$6.366M	0.3%	$21.22	—	RUSSIA ETF	92189F403
—	KCG HLDGS INC	480,000	$6.36M	0.3%	—	—	Put	48244B100
—	NQ MOBILE INC	1,812,600	$5.837M	0.2%	—	—	Put	64118U108
—	SUNPOWER CORP	5,665,000	$5.144M	0.2%	$0.92	—	DBCV 0.750% 6/0	867652AG4
XLF	SELECT SECTOR SPDR TR	202,800	$4.715M	0.2%	$23.25	—	SBI INT-FINL	81369Y605
EWW	ISHARES	100,000	$4.397M	0.2%	$43.97	—	MSCI MEX CAP ETF	464286822
CME	CME GROUP INC	30,000	$3.461M	0.1%	$39.16	+100.7%	COM	12572Q105
THC	TENET HEALTHCARE CORP	200,000	$2.968M	0.1%	—	—	Put	88033G407
—	CONSOL ENERGY INC	150,000	$2.735M	0.1%	$19.20	—	Put	20854P109
—	UNIVAR INC	92,998	$2.638M	0.1%	$24.83	—	COM	91336L107
PRKS	SEAWORLD ENTMT INC	135,200	$2.559M	0.1%	$16.74	-2.1%	COM	81282V100
DAN	DANA INCORPORATED	134,400	$2.551M	0.1%	$12.34	+12.1%	COM	235825205
VC	VISTEON CORP	31,100	$2.499M	0.1%	$72.53	+3.1%	COM	92839U206
CNA	CNA FINL CORP	58,400	$2.424M	0.1%	$18.36	+7.4%	COM	126117100
—	ANALOGIC CORP	29,000	$2.406M	0.1%	$82.97	—	COM PAR $0.05	032657207
—	PINNACLE FOODS INC DEL	44,300	$2.368M	0.1%	$51.45	—	COM	72348P104
—	BOB EVANS FARMS INC	44,216	$2.353M	0.1%	$51.79	—	COM	096761101
—	MARVELL TECHNOLOGY GROUP LTD	168,300	$2.334M	0.1%	$13.55	—	ORD	G5876H105
—	SPIRIT AIRLS INC	40,300	$2.332M	0.1%	$52.75	—	COM	848577102
—	CDK GLOBAL INC	39,000	$2.328M	0.1%	$57.14	—	COM	12508E101
BCO	BRINKS CO	53,200	$2.195M	0.1%	$33.75	+8.0%	COM	109696104
—	TRIUMPH GROUP INC NEW	82,411	$2.184M	0.1%	$27.59	—	COM	896818101
—	SUNPOWER CORP	330,000	$2.181M	0.1%	—	—	Put	867652406
—	GUESS INC	179,700	$2.174M	0.1%	$13.36	—	COM	401617105
—	TABLEAU SOFTWARE INC	51,300	$2.162M	0.1%	$42.14	—	CL A	87336U105
—	VITAMIN SHOPPE INC	85,100	$2.021M	0.1%	$25.23	—	COM	92849E101
RL	RALPH LAUREN CORP	22,000	$1.987M	0.1%	$82.32	+2.7%	CL A	751212101
—	FRANCESCAS HLDGS CORP	108,700	$1.96M	0.1%	$18.03	—	COM	351793104
WGO	WINNEBAGO INDS INC	56,500	$1.788M	0.1%	$23.64	+31.8%	COM	974637100
—	TRINA SOLAR LIMITED	187,413	$1.743M	0.1%	$9.92	—	SPON ADR	89628E104
—	ACTUANT CORP	66,900	$1.736M	0.1%	$24.91	—	CL A	00508X203
—	SILVER SPRING NETWORKS INC	124,419	$1.656M	0.1%	$13.54	—	COM	82817Q103
SRI	STONERIDGE INC	85,537	$1.513M	0.1%	$15.58	+8.6%	COM	86183P102
—	SUPERVALU INC	311,300	$1.454M	0.1%	$4.87	—	COM	868536103
—	SUNPOWER CORP	2,000,000	$1.339M	0.1%	$0.67	—	DBCV 0.875% 6/0	867652AJ8
—	CONSOL ENERGY INC	67,500	$1.231M	0.1%	$19.20	—	COM	20854P109
—	REVLON INC	36,425	$1.062M	0.0%	$30.89	—	CL A	761525609
NSC	NORFOLK SOUTHERN CORP	9,300	$1.005M	0.0%	$83.99	0.0%	COM	655844108
—	TWENTY FIRST CENTY FOX INC	35,800	$1.004M	0.0%	$28.04	—	CL A	90130A101
PG	PROCTER AND GAMBLE CO	11,800	$992K	0.0%	$66.77	0.0%	COM	742718109
CVX	CHEVRON CORP NEW	8,400	$989K	0.0%	$68.48	+7.8%	COM	166764100
AIG	AMERICAN INTL GROUP INC	15,150	$989K	0.0%	$49.81	0.0%	COM	026874784
C	CITIGROUP INC	16,600	$987K	0.0%	$40.63	0.0%	COM	172967424
UNP	UNION PAC CORP	9,500	$985K	0.0%	$80.32	0.0%	COM	907818108
BMY	BRISTOL MYERS SQUIBB CO	16,800	$982K	0.0%	$39.53	0.0%	COM	110122108
KMI	KINDER MORGAN INC DEL	47,000	$973K	0.0%	$13.10	0.0%	COM	49456B101
—	DU PONT E I DE NEMOURS & CO	13,200	$969K	0.0%	$73.41	—	COM	263534109
—	VERSO CORP	100,000	$710K	0.0%	$6.45	—	CL A	92531L207
GOGO	GOGO INC	76,500	$705K	0.0%	$9.87	0.0%	COM	38046C109
—	LEE ENTERPRISES INC	151,128	$438K	0.0%	$2.90	—	COM	523768109
—	NORTH ATLANTIC DRILLING LTD	135,500	$430K	0.0%	—	—	Put	G6613P129