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 516 2,891 SH   SOLE none 2,891 0 0
500.COM LTD-CLASS A-ADR ADR 33829R100 2,797 182,476 SH   SOLE none 182,476 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 4,444 200,000 SH   SOLE none 200,000 0 0
ADVANCED MICRO DEVICES COM 007903107 8,753 771,900 SH   SOLE none 771,900 0 0
AFLAC INC COM 001055102 529 7,598 SH   SOLE none 7,598 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 492 3,423 SH   SOLE none 3,423 0 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 10,173 115,850 SH   SOLE none 115,850 0 0
ALLEGHANY CORP COM 017175100 465 764 SH   SOLE none 764 0 0
ALLERGAN PLC COM G0177J108 54,750 260,700 SH Call SOLE none 260,700 0 0
ALLIED WORLD ASSURANCE CO HOLDINGS AG COM H01531104 543 10,114 SH   SOLE none 10,114 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 515 15,300 SH   SOLE none 15,300 0 0
ALLSTATE CORP COM 020002101 519 7,006 SH   SOLE none 7,006 0 0
ALPHABET INC-CL A COM 02079K305 4,858 6,130 SH   SOLE none 3,339 0 2,791
ALPHABET INC-CL C COM 02079K107 28,159 36,485 SH   SOLE none 31,053 0 5,432
ALPHABET INC-CL A COM 02079K305 16,483 21,356 SH   OTR 1 21,356 0 0
ALTRIA GROUP INC COM 02209S103 523 7,740 SH   SOLE none 7,740 0 0
AMDOCS LTD COM G02602103 516 8,856 SH   SOLE none 8,856 0 0
AMERICAN EXPRESS CO COM 025816109 511 6,900 SH   SOLE none 6,900 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 531 6,030 SH   SOLE none 6,030 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 596 4,783 SH   SOLE none 4,783 0 0
AMERIS BANCORP COM 03076K108 501 11,500 SH   SOLE none 11,500 0 0
AMPHENOL CORP-CL A COM 032095101 524 7,800 SH   SOLE none 7,800 0 0
AMTRUST FINANCIAL SERVIC DEBT 032359AG6 11,794 13,750,000 PRN   SOLE none 13,750,000 0 0
AMYRIS INC DEBT 03236MAC5 767 1,400,000 PRN   SOLE none 1,400,000 0 0
AMYRIS INC DEBT 03236MAF8 769 1,102,000 PRN   SOLE none 1,102,000 0 0
ANADARKO PETROLEUM CORP COM 032511107 10,888 156,133 SH   SOLE none 99,107 0 57,026
ANI PHARMACEUTICALS INC COM 00182C103 3,055 50,400 SH   SOLE none 50,400 0 0
ANSYS INC COM 03662Q105 481 5,200 SH   SOLE none 5,200 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 515 8,676 SH   SOLE none 8,676 0 0
ARBOR REALTY TRUST INC DEBT 038923AA6 13,809 13,853,000 PRN   SOLE none 13,853,000 0 0
ARCH CAPITAL GROUP LTD COM G0450A105 519 6,018 SH   SOLE none 6,018 0 0
ARES CAPITAL CORP COM 04010L103 541 32,809 SH   SOLE none 32,809 0 0
ARGO GROUP INTERNATIONAL HOLDINGS LTD COM G0464B107 524 7,950 SH   SOLE none 7,950 0 0
ARTHUR J GALLAGHER & CO COM 363576109 530 10,200 SH   SOLE none 10,200 0 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 538 9,789 SH   SOLE none 9,789 0 0
ASPEN TECHNOLOGY INC COM 045327103 525 9,600 SH   SOLE none 9,600 0 0
ASSOCIATED BANC-CORP COM 045487105 520 21,066 SH   SOLE none 21,066 0 0
AT&T INC COM 00206R102 531 12,482 SH   SOLE none 12,482 0 0
ATN INTERNATIONAL INC COM 00215F107 554 6,910 SH   SOLE none 6,910 0 0
AUTODESK INC COM 052769106 15,227 205,734 SH   SOLE none 205,734 0 0
AUTOMATIC DATA PROCESSING COM 053015103 524 5,100 SH   SOLE none 5,100 0 0
AVID TECHNOLOGY INC DEBT 05367PAB6 21,528 32,131,000 PRN   SOLE none 32,131,000 0 0
AVISTA HEALTHCARE PUBLIC ACQ WRT G0726L109 1,215 120,000 SH   SOLE none 120,000 0 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 529 8,109 SH   SOLE none 8,109 0 0
BAIDU INC - SPON ADR ADR 056752108 1,699 10,337 SH   SOLE none 8,485 0 1,852
BANCFIRST CORP COM 05945F103 521 5,600 SH   SOLE none 5,600 0 0
BANK OF HAWAII CORP COM 062540109 523 5,895 SH   SOLE none 5,895 0 0
BANK OF MONTREAL COM 063671101 693 7,173 SH   SOLE none 7,173 0 0
BANK OF NOVA SCOTIA COM 064149107 682 9,122 SH   SOLE none 9,122 0 0
BANK OF NT BUTTERFIELD & SON COM G0772R208 516 16,400 SH   SOLE none 16,400 0 0
BARNES GROUP INC COM 067806109 511 10,768 SH   SOLE none 10,768 0 0
BB&T CORP COM 054937107 525 11,162 SH   SOLE none 11,162 0 0
BCE INC COM 05534B760 704 12,136 SH   SOLE none 12,136 0 0
BED BATH & BEYOND INC COM 075896100 447 11,000 SH   SOLE none 11,000 0 0
BEIGENE LTD-ADR ADR 07725L102 1,867 61,509 SH   SOLE none 61,509 0 0
BEMIS COMPANY COM 081437105 514 10,743 SH   SOLE none 10,743 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 531 17,400 SH   SOLE none 17,400 0 0
BENEFICIAL BANCORP INC COM 08171T102 528 28,700 SH   SOLE none 28,700 0 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 505 3,100 SH   SOLE none 3,100 0 0
BLACKLINE INC COM 09239B109 1,243 45,000 SH   SOLE none 45,000 0 0
BLUE CAPITAL REINSURANCE HOL COM G1190F107 836 45,285 SH   SOLE none 45,285 0 0
BNC BANCORP COM 05566T101 526 16,500 SH   SOLE none 16,500 0 0
BOULEVARD ACQUISITION COR II WRT 10157Q110 453 855,100 SH   SOLE none 855,100 0 0
BOX INC - CLASS A COM 10316T104 3,008 217,030 SH   SOLE none 217,030 0 0
BROWN & BROWN INC COM 115236101 524 11,685 SH   SOLE none 11,685 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W209 526 7,178 SH   SOLE none 7,178 0 0
CA INC COM 12673P105 4,264 134,200 SH Put SOLE none 134,200 0 0
CAMPBELL SOUP CO COM 134429109 535 8,848 SH   SOLE none 8,848 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 665 6,073 SH   SOLE none 6,073 0 0
CAPITOL ACQUISITION CORP III WRT 14055M114 870 1,000,000 SH   SOLE none 1,000,000 0 0
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 528 32,100 SH   SOLE none 32,100 0 0
CARDTRONICS PLC - A COM G1991C105 8,608 157,755 SH   SOLE none 157,755 0 0
CATERPILLAR INC COM 149123101 529 5,700 SH   SOLE none 5,700 0 0
CBOE HOLDINGS INC COM 12503M108 512 6,925 SH   SOLE none 6,925 0 0
CBS CORP-CLASS B NON VOTING COM 124857202 592 9,300 SH   SOLE none 9,300 0 0
CHECK POINT SOFTWARE TECH COM M22465104 513 6,078 SH   SOLE none 6,078 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 504 8,409 SH   SOLE none 8,409 0 0
CHEMED CORP COM 16359R103 497 3,100 SH   SOLE none 3,100 0 0
CHESAPEAKE ENERGY CORP COM 165167107 5,100 726,600 SH   SOLE none 726,600 0 0
CHOICE HOTELS INTL INC COM 169905106 521 9,300 SH   SOLE none 9,300 0 0
CIMAREX ENERGY CO COM 171798101 2,718 20,000 SH   SOLE none 20,000 0 0
CINCINNATI FINANCIAL CORP COM 172062101 523 6,900 SH   SOLE none 6,900 0 0
CME GROUP INC COM 12572Q105 484 4,200 SH   SOLE none 4,200 0 0
COBALT INTERNATIONAL ENERGY COM 19075F106 119 97,595 SH   SOLE none 97,595 0 0
COGNIZANT TECH SOLUTIONS-A COM 192446102 11,502 205,267 SH   SOLE none 159,765 0 45,502
COLUMBIA BANKING SYSTEM INC COM 197236102 536 12,000 SH   SOLE none 12,000 0 0
COMCAST CORP-CLASS A COM 20030N101 7,386 106,960 SH   SOLE none 47,414 0 59,546
COMMERCE BANCSHARES INC COM 200525103 526 9,100 SH   SOLE none 9,100 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 531 8,600 SH   SOLE none 8,600 0 0
COMMUNITY HEALTH SYSTEMS-CVR COM 203668116 24 5,303,225 SH   SOLE none 5,303,225 0 0
COMPASS MINERALS INTERNATION COM 20451N101 509 6,500 SH   SOLE none 6,500 0 0
COMSTOCK RESOURCES INC DEBT 205768AN4 148 168,818 PRN   SOLE none 168,818 0 0
CONCHO RESOURCES INC COM 20605P101 4,060 30,629 SH   SOLE none 23,104 0 7,525
CONSTELLIUM NV - CLASS A COM N22035104 9,774 1,656,575 SH   SOLE none 1,656,575 0 0
CONTINENTAL RESOURCES INC/OK COM 212015101 4,262 82,704 SH   SOLE none 38,314 0 44,390
CORNING INC COM 219350105 10,501 432,700 SH Put SOLE none 390,900 0 41,800
COWEN GROUP INC DEBT 223622AB7 17,561 17,570,000 PRN   SOLE none 17,570,000 0 0
CRACKER BARREL OLD COUNTRY COM 22410J106 488 2,920 SH   SOLE none 2,920 0 0
CSX CORP COM 126408103 4,388 122,112 SH   SOLE none 37,670 0 84,442
CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 4,506 112,646 SH   SOLE none 112,646 0 0
CUMMINS INC COM 231021106 506 3,706 SH   SOLE none 3,706 0 0
CVB FINANCIAL CORP COM 126600105 539 23,496 SH   SOLE none 23,496 0 0
DAQO NEW ENERGY CORP-ADR ADR 23703Q203 4,211 218,208 SH   SOLE none 218,208 0 0
DARDEN RESTAURANTS INC COM 237194105 496 6,823 SH   SOLE none 6,823 0 0
DAVITA INC COM 23918K108 511 7,964 SH   SOLE none 7,964 0 0
DELTA TECHNOLOGY HOLDINGS LT WRT G8477B113 32 576,058 SH   SOLE none 576,058 0 0
DEVON ENERGY CORP COM 25179M103 5,878 128,686 SH   SOLE none 86,281 0 42,405
DIAMONDBACK ENERGY INC COM 25278X109 7,580 75,000 SH   SOLE none 75,000 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 518 7,180 SH   SOLE none 7,180 0 0
DISH NETWORK CORP-A COM 25470M109 7,108 122,700 SH   SOLE none 122,700 0 0
DONALDSON CO INC COM 257651109 517 12,298 SH   SOLE none 12,298 0 0
DORMAN PRODUCTS INC COM 258278100 519 7,099 SH   SOLE none 7,099 0 0
DOUBLE EAGLE ACQUISITION-A WRT G28195116 752 1,600,000 SH   SOLE none 1,600,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 517 5,700 SH   SOLE none 5,700 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 497 9,474 SH   SOLE none 9,474 0 0
ELBIT SYSTEMS LTD COM M3760D101 403 3,951 SH   SOLE none 3,951 0 0
ELECTRONIC ARTS INC COM 285512109 10,680 135,600 SH Put SOLE none 122,400 0 13,200
ELECTRUM SPECIAL ACQUISITION WRT G3105C112 453 1,617,500 SH   SOLE none 1,617,500 0 0
ELF BEAUTY INC COM 26856L103 868 30,000 SH   SOLE none 30,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 9,332 284,180 SH   SOLE none 284,180 0 0
EMERSON ELECTRIC CO COM 291011104 523 9,373 SH   SOLE none 9,373 0 0
ENERNOC INC DEBT 292764AB3 8,104 10,307,000 PRN   SOLE none 10,307,000 0 0
ENSTAR GROUP LTD COM G3075P101 522 2,639 SH   SOLE none 2,639 0 0
ERIE INDEMNITY COMPANY-CL A COM 29530P102 551 4,900 SH   SOLE none 4,900 0 0
ESCO TECHNOLOGIES INC COM 296315104 510 9,000 SH   SOLE none 9,000 0 0
EURONET WORLDWIDE INC COM 298736109 703 9,700 SH   SOLE none 9,700 0 0
EVEREST RE GROUP LTD COM G3223R108 507 2,343 SH   SOLE none 2,343 0 0
EVERTEC INC COM 30040P103 520 29,281 SH   SOLE none 29,281 0 0
EXPEDITORS INTL WASH INC COM 302130109 511 9,649 SH   SOLE none 9,649 0 0
EXPONENT INC COM 30214U102 513 8,500 SH   SOLE none 8,500 0 0
EXTRACTION OIL & GAS INC COM 30227M105 5,010 250,000 SH   SOLE none 250,000 0 0
EXXON MOBIL CORP COM 30231G102 5,542 61,402 SH   SOLE none 36,309 0 25,093
FACEBOOK INC-A COM 30303M102 14,291 124,213 SH   SOLE none 99,961 0 24,252
FACTSET RESEARCH SYSTEMS INC COM 303075105 490 3,000 SH   SOLE none 3,000 0 0
FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 590 50,000 SH   SOLE none 50,000 0 0
FASTENAL CO COM 311900104 507 10,800 SH   SOLE none 10,800 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 536 37,773 SH   SOLE none 37,773 0 0
FIRST FINANCIAL BANCORP COM 320209109 526 18,500 SH   SOLE none 18,500 0 0
FIRST HAWAIIAN INC COM 32051X108 3,482 100,000 SH   SOLE none 100,000 0 0
FIRST INTERSTATE BANCSYS-A COM 32055Y201 536 12,600 SH   SOLE none 12,600 0 0
FIRST MERCHANTS CORP COM 320817109 550 14,600 SH   SOLE none 14,600 0 0
FISERV INC COM 337738108 511 4,812 SH   SOLE none 4,812 0 0
FMC TECHNOLOGIES INC COM 30249U101 143,283 4,032,750 SH   SOLE none 4,032,750 0 0
FORD MOTOR CO COM 345370860 493 40,675 SH   SOLE none 40,675 0 0
FORTINET INC COM 34959E109 8,167 271,140 SH   SOLE none 271,140 0 0
FS INVESTMENT CORP COM 302635107 533 51,775 SH   SOLE none 51,775 0 0
FULTON FINANCIAL CORP COM 360271100 517 27,510 SH   SOLE none 27,510 0 0
GARTNER INC COM 366651107 505 5,000 SH   SOLE none 5,000 0 0
GENERAL MILLS INC COM 370334104 509 8,248 SH   SOLE none 8,248 0 0
GENTEX CORP COM 371901109 512 26,000 SH   SOLE none 26,000 0 0
GENUINE PARTS CO COM 372460105 516 5,396 SH   SOLE none 5,396 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 516 2,157 SH   SOLE none 2,157 0 0
GRAND CANYON EDUCATION INC COM 38526M106 523 8,948 SH   SOLE none 8,948 0 0
GRIDSUM HOLDING INC-ADR ADR 398132100 2,626 257,697 SH   SOLE none 257,697 0 0
GSV CAPITAL CORP DEBT 36191JAB7 30,249 32,262,000 PRN   SOLE none 32,262,000 0 0
HALLIBURTON CO COM 406216101 20,391 376,983 SH   SOLE none 261,840 0 115,143
HANOVER INSURANCE GROUP INC/ COM 410867105 522 5,731 SH   SOLE none 5,731 0 0
HARMONIC INC DEBT 413160AB8 23,357 20,775,000 PRN   SOLE none 20,775,000 0 0
HEARTLAND EXPRESS INC COM 422347104 510 25,062 SH   SOLE none 25,062 0 0
HEWLETT PACKARD ENTERPRIS COM 42824C109 3,870 167,274 SH   SOLE none 136,328 0 30,946
HORACE MANN EDUCATORS COM 440327104 526 12,300 SH   SOLE none 12,300 0 0
HORNBECK OFFSHORE SERVICES COM 440543106 209 29,000 SH   SOLE none 29,000 0 0
HOSTESS BRANDS INC COM 44109J106 599 46,083 SH   SOLE none 46,083 0 0
HP INC COM 40434L105 26,015 1,752,986 SH   SOLE none 1,474,300 0 278,686
HSBC 6.375 P12/29/49-V2 DEBT 404280AT6 4,977 5,000,000 PRN   SOLE none 5,000,000 0 0
HUBBELL INC COM 443510607 513 4,400 SH   SOLE none 4,400 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 522 5,376 SH   SOLE none 5,376 0 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 516 2,800 SH   SOLE none 2,800 0 0
HURON CONSULTING GROUP INC COM 447462102 3,890 76,800 SH   SOLE none 76,800 0 0
ICHOR HOLDINGS LTD COM G4740B105 1,894 175,000 SH   SOLE none 175,000 0 0
IDEX CORP COM 45167R104 504 5,600 SH   SOLE none 5,600 0 0
INDEPENDENT BANK CORP/MA COM 453836108 535 7,600 SH   SOLE none 7,600 0 0
INTEL CORP COM 458140100 2,498 68,923 SH   SOLE none 54,251 0 14,672
INTERNATIONAL PAPER CO COM 460146103 518 9,767 SH   SOLE none 9,767 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 504 13,704 SH   SOLE none 13,704 0 0
INVESTORS BANCORP INC COM 46146L101 522 37,400 SH   SOLE none 37,400 0 0
ISHARES EDGE MSCI MIN VOL US ETP 46429B697 699 15,449 SH   SOLE none 15,449 0 0
ISHARES MSCI EMERGING MARKET ETP 464287234 58,569 1,672,900 SH Put SOLE none 1,672,900 0 0
J & J SNACK FOODS CORP COM 466032109 520 3,900 SH   SOLE none 3,900 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 510 5,742 SH   SOLE none 5,742 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 1,908 17,500 SH   SOLE none 17,500 0 0
JD.COM INC-ADR ADR 47215P106 15,544 611,000 SH   SOLE none 611,000 0 0
JPMORGAN CHASE & CO COM 46625H100 535 6,198 SH   SOLE none 6,198 0 0
JUNIPER NETWORKS INC COM 48203R104 11,176 395,467 SH   SOLE none 395,467 0 0
KAMAN CORP COM 483548103 511 10,449 SH   SOLE none 10,449 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 526 33,800 SH   SOLE none 33,800 0 0
KEYW 2.5 19 DEBT 493723AA8 25 25,000 PRN   SOLE none 25,000 0 0
KINDER MORGAN INC COM 49456B101 7,437 359,140 SH   SOLE none 132,488 0 226,652
KINDER MORGAN INC WRT 49456B119 2 500,000 SH   SOLE none 500,000 0 0
KINDER MORGAN INC COM 49456B101 15,996 772,400 SH   SOLE 1 772,400 0 0
KROGER CO COM 501044101 496 14,383 SH   SOLE none 14,383 0 0
LA QUINTA HOLDINGS INC COM 50420D108 978 68,846 SH   SOLE none 68,846 0 0
LANCASTER COLONY CORP COM 513847103 509 3,600 SH   SOLE none 3,600 0 0
LANDSTAR SYSTEM INC COM 515098101 521 6,108 SH   SOLE none 6,108 0 0
LAYNE CHRISTENSEN CO DEBT 521050AD6 6,135 5,380,000 PRN   SOLE none 5,380,000 0 0
LEGGETT & PLATT INC COM 524660107 511 10,454 SH   SOLE none 10,454 0 0
LIBERTY INTERACTIVE LLC DEBT 530715AN1 43,358 82,000,000 PRN   SOLE none 82,000,000 0 0
LIBERTY TRIPADVISOR HDG-A COM 531465102 1,028 68,304 SH   SOLE none 68,304 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 511 6,662 SH   SOLE none 6,662 0 0
LOEWS CORP COM 540424108 515 11,000 SH   SOLE none 11,000 0 0
LOWE'S COS INC COM 548661107 2,894 40,680 SH   SOLE none 15,124 0 25,556
M & T BANK CORP COM 55261F104 516 3,300 SH   SOLE none 3,300 0 0
MAIN STREET CAPITAL CORP COM 56035L104 518 14,100 SH   SOLE none 14,100 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 7,828 515,000 SH   SOLE none 515,000 0 0
MANTECH INTERNATIONAL CORP-A COM 564563104 516 12,202 SH   SOLE none 12,202 0 0
MARKEL CORP COM 570535104 543 600 SH   SOLE none 600 0 0
MARRIOTT INTERNATIONAL -CL A COM 571903202 504 6,100 SH   SOLE none 6,100 0 0
MATTHEWS INTL CORP-CLASS A COM 577128101 546 7,100 SH   SOLE none 7,100 0 0
MCDONALD'S CORP COM 580135101 507 4,164 SH   SOLE none 4,164 0 0
MERCURY GENERAL CORP COM 589400100 524 8,700 SH   SOLE none 8,700 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 502 1,200 SH   SOLE none 1,200 0 0
MICRON TECHNOLOGY INC COM 595112103 14,083 642,471 SH   SOLE none 642,471 0 0
MICROSOFT CORP COM 594918104 5,953 95,799 SH   SOLE none 76,010 0 19,789
MIDSTATES PETROLEUM CO INC COM 59804T407 31,202 1,504,444 SH   SOLE none 1,504,444 0 0
MODUSLINK GLOBAL SOLUTIONS INC DEBT 60786LAB3 7,749 8,920,000 PRN   SOLE none 8,920,000 0 0
MOLSON COORS BREWING CO -B COM 60871R209 6,988 71,815 SH   SOLE none 32,977 0 38,838
MOMO INC-SPON ADR ADR 60879B107 1,131 61,546 SH   SOLE none 61,546 0 0
MOTOROLA SOLUTIONS INC COM 620076307 522 6,300 SH   SOLE none 6,300 0 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 521 5,642 SH   SOLE none 5,642 0 0
N B T BANCORP INC COM 628778102 540 12,900 SH   SOLE none 12,900 0 0
NAVIGATORS GROUP INC COM 638904102 518 4,400 SH   SOLE none 4,400 0 0
NEENAH PAPER INC COM 640079109 506 5,935 SH   SOLE none 5,935 0 0
NELNET INC-CL A COM 64031N108 343 6,759 SH   SOLE none 6,759 0 0
NETEASE INC-ADR ADR 64110W102 2,899 13,461 SH   SOLE none 13,461 0 0
NEW RELIC INC COM 64829B100 542 19,199 SH   SOLE none 19,199 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 482 30,300 SH   SOLE none 30,300 0 0
NEW YORK TIMES CO-A COM 650111107 509 38,300 SH   SOLE none 38,300 0 0
NIELSEN HOLDINGS PLC COM G6518L108 11,413 272,080 SH   SOLE none 203,379 0 68,701
NORTHERN TRUST CORP COM 665859104 525 5,900 SH   SOLE none 5,900 0 0
NORTHWEST BANCSHARES INC COM 667340103 516 28,600 SH   SOLE none 28,600 0 0
OLD NATIONAL BANCORP COM 680033107 530 29,200 SH   SOLE none 29,200 0 0
OWENS & MINOR INC COM 690732102 529 15,000 SH   SOLE none 15,000 0 0
PACCAR INC COM 693718108 509 7,964 SH   SOLE none 7,964 0 0
PANDORA MEDIA INC DEBT 698354AB3 7,700 7,500,000 PRN   SOLE none 7,500,000 0 0
PARK NATIONAL CORP COM 700658107 527 4,400 SH   SOLE none 4,400 0 0
PAYCHEX INC COM 704326107 517 8,500 SH   SOLE none 8,500 0 0
PENNYMAC CORP DEBT 70932AAB9 8,112 8,373,000 PRN   SOLE none 8,373,000 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 523 27,000 SH   SOLE none 27,000 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 10,878 60,406 SH   SOLE none 38,111 0 22,295
PNC FINANCIAL SERVICES GROUP COM 693475105 506 4,327 SH   SOLE none 4,327 0 0
POOL CORP COM 73278L105 490 4,700 SH   SOLE none 4,700 0 0
POWERSHARES S&P 500 LOW VOLA ETP 73937B779 704 16,941 SH   SOLE none 16,941 0 0
PRAXAIR INC COM 74005P104 508 4,332 SH   SOLE none 4,332 0 0
PROASSURANCE CORP COM 74267C106 472 8,400 SH   SOLE none 8,400 0 0
PROGRESS SOFTWARE CORP COM 743312100 543 16,999 SH   SOLE none 16,999 0 0
PROGRESSIVE CORP COM 743315103 519 14,626 SH   SOLE none 14,626 0 0
PROSPECT CAPITAL CORP COM 74348T102 522 62,500 SH   SOLE none 62,500 0 0
PROSPECT CAPITAL CORP DEBT 74348TAK8 8,463 8,296,000 PRN   SOLE none 8,296,000 0 0
PROSPECT CAPITAL CORP DEBT 74348TAL6 13,122 12,817,000 PRN   SOLE none 12,817,000 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 538 18,999 SH   SOLE none 18,999 0 0
PTC THERAPEUTICS INC DEBT 69366JAB7 652 1,100,000 PRN   SOLE none 1,100,000 0 0
QUAKER CHEMICAL CORP COM 747316107 499 3,900 SH   SOLE none 3,900 0 0
QUEST DIAGNOSTICS INC COM 74834L100 515 5,600 SH   SOLE none 5,600 0 0
QUINPARIO ACQUISITION CORP 2 WRT 74874U119 244 1,222,482 SH   SOLE none 1,222,482 0 0
RAIT FINANCIAL TRUST DEBT 749227AB0 29,358 31,887,000 PRN   SOLE none 31,887,000 0 0
RANGE RESOURCES CORP COM 75281A109 1,718 50,000 SH   SOLE none 50,000 0 0
RED HAT INC COM 756577102 9,769 140,159 SH   SOLE none 140,159 0 0
REDWOOD TRUST INC DEBT 758075AB1 24,295 24,234,000 PRN   SOLE none 24,234,000 0 0
REINSURANCE GROUP OF AMERICA COM 759351604 505 4,017 SH   SOLE none 4,017 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 534 3,922 SH   SOLE none 3,922 0 0
REPUBLIC SERVICES INC COM 760759100 518 9,087 SH   SOLE none 9,087 0 0
RESOURCE CAPITAL CORP DEBT 76120WAB0 43,645 46,180,000 PRN   SOLE none 46,180,000 0 0
RESOURCE CAPITAL CORP DEBT 76120WAA2 40,546 42,352,000 PRN   SOLE none 42,352,000 0 0
RLI CORP COM 749607107 518 8,200 SH   SOLE none 8,200 0 0
ROCKWELL AUTOMATION INC COM 773903109 7,356 54,731 SH   SOLE none 22,485 0 32,246
ROCKWELL COLLINS INC COM 774341101 1,300 14,024 SH   SOLE none 14,024 0 0
ROLLINS INC COM 775711104 533 15,790 SH   SOLE none 15,790 0 0
ROYAL BANK OF CANADA COM 780087102 694 7,641 SH   SOLE none 7,641 0 0
RPC INC COM 749660106 7,924 400,000 SH   SOLE none 400,000 0 0
RWT HOLDINGS INC DEBT 749772AB5 29,675 29,389,000 PRN   SOLE none 29,389,000 0 0
SAFEGUARD SCIENTIFICS INC DEBT 786449AK4 7,029 6,790,000 PRN   SOLE none 6,790,000 0 0
SCHOLASTIC CORP COM 807066105 529 11,147 SH   SOLE none 11,147 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,404 130,000 SH   SOLE none 130,000 0 0
SELECTIVE INSURANCE GROUP COM 816300107 520 12,077 SH   SOLE none 12,077 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 266 7,100 SH   SOLE none 7,100 0 0
SHAW COMMUNICATIONS INC-B COM 82028K200 693 25,724 SH   SOLE none 25,724 0 0
SILGAN HOLDINGS INC COM 827048109 528 10,315 SH   SOLE none 10,315 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 508 11,606 SH   SOLE none 11,606 0 0
SMART SAND INC COM 83191H107 414 25,000 SH   SOLE none 25,000 0 0
SOLARCITY CORP DEBT 83416TAC4 23,647 28,150,000 PRN   SOLE none 28,150,000 0 0
SOLARCITY CORP DEBT 83416TAA8 22,626 24,505,000 PRN   SOLE none 24,505,000 0 0
SONOCO PRODUCTS CO COM 835495102 516 9,800 SH   SOLE none 9,800 0 0
SPDR S&P 500 ETF TRUST ETP 78462F103 23,471 105,000 SH Call SOLE none 105,000 0 0
SPDR S&P 500 ETF TRUST ETP 78462F103 722,002 3,230,000 SH Put SOLE none 3,230,000 0 0
SPDR S&P RETAIL ETF ETP 78464A714 13,221 300,000 SH Put SOLE none 300,000 0 0
SPLUNK INC COM 848637104 3,954 77,307 SH   SOLE none 77,307 0 0
ST JUDE MEDICAL INC COM 790849103 4,863 60,633 SH   SOLE none 9,125 0 51,508
SUPERIOR ENERGY SERVICES INC COM 868157108 2,701 160,000 SH   SOLE none 160,000 0 0
SYMANTEC CORP COM 871503108 6,093 255,012 SH   SOLE none 196,337 0 58,675
SYSCO CORP COM 871829107 509 9,200 SH   SOLE none 9,200 0 0
T ROWE PRICE GROUP INC COM 74144T108 504 6,700 SH   SOLE none 6,700 0 0
TABLEAU SOFTWARE INC-CL A COM 87336U105 15,607 370,266 SH   SOLE none 370,266 0 0
TAL EDUCATION GROUP DEBT 874080AB0 13,420 5,000,000 PRN   SOLE none 5,000,000 0 0
TARGET CORP COM 87612E106 491 6,800 SH   SOLE none 6,800 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 503 4,091 SH   SOLE none 4,091 0 0
TELUS CORP COM 87971M103 696 16,269 SH   SOLE none 16,269 0 0
TENNANT CO COM 880345103 513 7,200 SH   SOLE none 7,200 0 0
TESLA MOTORS INC DEBT 88160RAC5 6,491 7,500,000 PRN   SOLE none 7,500,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 523 7,174 SH   SOLE none 7,174 0 0
TFS FINANCIAL CORP COM 87240R107 550 28,900 SH   SOLE none 28,900 0 0
THOMSON REUTERS CORP COM 884903105 517 11,800 SH   SOLE none 11,800 0 0
TITAN MACHINERY INC DEBT 88830RAB7 432 486,000 PRN   SOLE none 486,000 0 0
TIVO CORP COM 88870P106 794 38,000 SH   SOLE none 38,000 0 0
TOMPKINS FINANCIAL CORP COM 890110109 539 5,700 SH   SOLE none 5,700 0 0
TORCHMARK CORP COM 891027104 532 7,218 SH   SOLE none 7,218 0 0
TORO CO COM 891092108 520 9,300 SH   SOLE none 9,300 0 0
TORONTO-DOMINION BANK COM 891160509 682 10,300 SH   SOLE none 10,300 0 0
TOWNE BANK COM 89214P109 525 15,800 SH   SOLE none 15,800 0 0
TRAVELERS COS INC/THE COM 89417E109 513 4,190 SH   SOLE none 4,190 0 0
TREEHOUSE FOODS INC COM 89469A104 1,421 19,680 SH   SOLE none 19,680 0 0
TRIVAGO NV - ADR ADR 89686D105 1,763 150,000 SH   SOLE none 150,000 0 0
TRUSTMARK CORP COM 898402102 531 14,900 SH   SOLE none 14,900 0 0
UNIFIRST CORP/MA COM 904708104 523 3,642 SH   SOLE none 3,642 0 0
UNION BANKSHARES CORP COM 90539J109 533 14,900 SH   SOLE none 14,900 0 0
UNION PACIFIC CORP COM 907818108 516 4,973 SH   SOLE none 4,973 0 0
UNITED BANKSHARES INC COM 909907107 532 11,500 SH   SOLE none 11,500 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 530 17,883 SH   SOLE none 17,883 0 0
UNITED PARCEL SERVICE-CL B COM 911312106 504 4,398 SH   SOLE none 4,398 0 0
US BANCORP COM 902973304 519 10,098 SH   SOLE none 10,098 0 0
US SILICA HOLDINGS INC COM 90346E103 1,204 21,250 SH   SOLE none 21,250 0 0
VALIDUS HOLDINGS LTD COM G9319H102 528 9,602 SH   SOLE none 9,602 0 0
VANECK VECTORS GOLD MINERS E ETP 92189F106 10,460 500,000 SH Put SOLE none 500,000 0 0
VERINT SYSTEMS INC COM 92343X100 2,023 57,400 SH   SOLE none 57,400 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 33,160 621,221 SH   SOLE none 525,757 0 95,464
VERIZON COMMUNICATIONS INC COM 92343V104 18,113 339,322 SH   OTR 1 339,322 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 530 32,709 SH   SOLE none 32,709 0 0
VULCAN MATERIALS CO COM 929160109 4,629 36,989 SH   SOLE none 8,714 0 28,275
WAL-MART STORES INC COM 931142103 510 7,373 SH   SOLE none 7,373 0 0
WALT DISNEY CO/THE COM 254687106 8,717 83,651 SH   SOLE none 70,808 0 12,843
WASHINGTON FEDERAL INC COM 938824109 512 14,900 SH   SOLE none 14,900 0 0
WASTE MANAGEMENT INC COM 94106L109 525 7,407 SH   SOLE none 7,407 0 0
WATTS WATER TECHNOLOGIES-A COM 942749102 502 7,700 SH   SOLE none 7,700 0 0
WEATHERFORD INTERNATIONAL PL COM G48833100 8,139 1,631,100 SH   SOLE none 1,631,100 0 0
WEATHERFORD INTERNATIONAL PL COM G48833100 1,497 300,000 SH Call SOLE none 300,000 0 0
WEBSTER FINANCIAL CORP COM 947890109 532 9,800 SH   SOLE none 9,800 0 0
WELLS FARGO & CO COM 949746101 519 9,422 SH   SOLE none 9,422 0 0
WENDY'S CO/THE COM 95058W100 511 37,800 SH   SOLE none 37,800 0 0
WESBANCO INC COM 950810101 538 12,500 SH   SOLE none 12,500 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 517 6,100 SH   SOLE none 6,100 0 0
WESTAMERICA BANCORPORATION COM 957090103 535 8,500 SH   SOLE none 8,500 0 0
WESTAR ENERGY INC COM 95709T100 21,300 377,998 SH   SOLE none 377,998 0 0
WESTERN DIGITAL CORP COM 958102105 680 10,013 SH   SOLE none 10,013 0 0
WESTERN UNION CO COM 959802109 530 24,400 SH   SOLE none 24,400 0 0
WILDHORSE RESOURCE DEVELOPME COM 96812T102 1,971 135,000 SH   SOLE none 135,000 0 0
WINTRUST FINANCIAL CORP COM 97650W108 530 7,300 SH   SOLE none 7,300 0 0
WISDOMTREE JAPAN HEDGED EQ ETP 97717W851 2,477 50,000 SH   SOLE none 50,000 0 0
WORLD WRESTLING ENTERTAIN-A COM 98156Q108 1,669 90,688 SH   SOLE none 90,688 0 0
WR BERKLEY CORP COM 084423102 522 7,853 SH   SOLE none 7,853 0 0
WSFS FINANCIAL CORP COM 929328102 528 11,400 SH   SOLE none 11,400 0 0
WW GRAINGER INC COM 384802104 510 2,195 SH   SOLE none 2,195 0 0
XILINX INC COM 983919101 537 8,900 SH   SOLE none 8,900 0 0
YY INC DEBT 98426TAB2 10,818 11,000,000 PRN   SOLE none 11,000,000 0 0
YY INC-ADR ADR 98426T106 4,930 125,056 SH   SOLE none 125,056 0 0
ZTO EXPRESS CAYMAN INC-ADR ADR 98980A105 3,925 325,200 SH   SOLE none 325,200 0 0