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
1ST SOURCE CORP COM 336901103 1,235 40,000 SH   SOLE 40,000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 5,854 216,800 SH   SOLE 216,800 0 0
ABIOMED INC COM 003654100 1,769 19,600 SH   SOLE 19,600 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,334 37,369 SH   SOLE 37,369 0 0
ACCO BRANDS CORP COM 00081T108 859 120,500 SH   SOLE 120,500 0 0
ACCURAY INC COM 004397105 1,160 171,800 SH   SOLE 171,800 0 0
ACI WORLDWIDE INC COM 004498101 2,969 138,747 SH   SOLE 138,747 0 0
ADOBE SYS INC COM 00724F101 845 9,000 SH   SOLE 9,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,420 1,191,500 SH Put SOLE 1,191,500 0 0
AECOM COM 00766T100 4,486 149,400 SH   SOLE 149,400 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 229 27,400 SH   SOLE 27,400 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,589 38,000 SH   SOLE 38,000 0 0
AIR PRODS & CHEMS INC COM 009158106 9,134 70,200 SH   SOLE 70,200 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,522 28,915 SH   SOLE 28,915 0 0
ALAMO GROUP INC COM 011311107 610 11,700 SH   SOLE 11,700 0 0
ALCOA INC COM 013817101 1,145 116,000 SH   SOLE 116,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 24,381 300,000 SH Call SOLE 300,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 448 6,801 SH   SOLE 6,801 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 4,125 4,000 SH   SOLE 4,000 0 0
ALLERGAN PLC SHS G0177J108 844 2,700 SH   SOLE 2,700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,472 12,554 SH   SOLE 12,554 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 5,578 362,700 SH   SOLE 362,700 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 5,425 5,000,000 PRN   SOLE 5,000,000 0 0
ALPHABET INC CAP STK CL A 02079K305 622 800 SH   SOLE 800 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 18,044 14,250,000 PRN   SOLE 14,250,000 0 0
AMAYA INC COM 02314M108 274 21,800 SH   SOLE 21,800 0 0
AMAZON COM INC COM 023135106 811 1,200 SH   SOLE 1,200 0 0
AMBARELLA INC SHS G037AX101 5,713 102,500 SH   SOLE 102,500 0 0
AMC NETWORKS INC CL A 00164V103 2,395 32,070 SH   SOLE 32,070 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 411 9,700 SH   SOLE 9,700 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 3,385 178,700 SH   SOLE 178,700 0 0
AMERICAN CAP LTD COM 02503Y103 213 15,466 SH   SOLE 15,466 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5,743 370,500 SH   SOLE 370,500 0 0
AMERICAS CAR MART INC COM 03062T105 310 11,600 SH   SOLE 11,600 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,658 64,200 SH   SOLE 64,200 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,691 278,084 SH   SOLE 278,084 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,472 47,400 SH   SOLE 47,400 0 0
AMSURG CORP COM 03232P405 2,538 33,400 SH   SOLE 33,400 0 0
ANALOGIC CORP COM PAR $0.05 032657207 1,371 16,600 SH   SOLE 16,600 0 0
ANTERO RES CORP COM 03674X106 386 17,700 SH   SOLE 17,700 0 0
APPLE INC COM 037833100 5,274 50,100 SH   SOLE 50,100 0 0
APPLIED MATLS INC COM 038222105 1,505 80,600 SH   SOLE 80,600 0 0
ARAMARK COM 03852U106 4,438 137,600 SH   SOLE 137,600 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 171 38,800 SH   SOLE 38,800 0 0
ARCH CAP GROUP LTD ORD G0450A105 935 13,400 SH   SOLE 13,400 0 0
ARRIS GROUP INC NEW COM 04270V106 4,598 150,400 SH   SOLE 150,400 0 0
ARROW ELECTRS INC COM 042735100 819 15,122 SH   SOLE 15,122 0 0
ASB BANCORP INC N C COM 00213T109 1,274 49,100 SH   SOLE 49,100 0 0
ASCENA RETAIL GROUP INC COM 04351G101 660 67,047 SH   SOLE 67,047 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,423 64,160 SH   SOLE 64,160 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,348 56,800 SH   SOLE 56,800 0 0
ATRION CORP COM 049904105 534 1,400 SH   SOLE 1,400 0 0
AUTOBYTEL INC COM NEW 05275N205 882 39,100 SH   SOLE 39,100 0 0
AUTONATION INC COM 05329W102 841 14,098 SH   SOLE 14,098 0 0
AUTOZONE INC COM 053332102 4,052 5,462 SH   SOLE 5,462 0 0
AVG TECHNOLOGIES N V SHS N07831105 1,163 58,000 SH   SOLE 58,000 0 0
AVX CORP NEW COM 002444107 407 33,500 SH   SOLE 33,500 0 0
AXIALL CORP COM 05463D100 10,780 700,000 SH Call SOLE 700,000 0 0
AXIALL CORP COM 05463D100 4,620 300,000 SH   SOLE 300,000 0 0
BANK AMER CORP COM 060505104 26,154 1,554,000 SH   SOLE 1,554,000 0 0
BANK MONTREAL QUE COM 063671101 35,270 625,000 SH   SOLE 625,000 0 0
BANNER CORP COM NEW 06652V208 1,147 25,000 SH   SOLE 25,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 66,422 3,298,000 SH Call SOLE 3,298,000 0 0
BARNES & NOBLE ED INC COM 06777U101 125 12,600 SH   SOLE 12,600 0 0
BEACON ROOFING SUPPLY INC COM 073685109 1,935 47,000 SH   SOLE 47,000 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,566 136,300 SH   SOLE 136,300 0 0
BECTON DICKINSON & CO COM 075887109 5,332 34,600 SH   SOLE 34,600 0 0
BED BATH & BEYOND INC COM 075896100 1,216 25,200 SH   SOLE 25,200 0 0
BEMIS INC COM 081437105 1,207 27,000 SH   SOLE 27,000 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,532 74,100 SH   SOLE 74,100 0 0
BENEFICIAL BANCORP INC COM 08171T102 9,709 728,912 SH   SOLE 728,912 0 0
BERRY PLASTICS GROUP INC COM 08579W103 6,429 177,700 SH   SOLE 177,700 0 0
BIOMED REALTY TRUST INC COM 09063H107 66,089 2,789,751 SH   SOLE 2,789,751 0 0
BJS RESTAURANTS INC COM 09180C106 1,682 38,700 SH   SOLE 38,700 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 675 15,262 SH   SOLE 15,262 0 0
BNC BANCORP COM 05566T101 7,535 296,905 SH   SOLE 296,905 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 3,894 300,000 SH Call SOLE 300,000 0 0
BOB EVANS FARMS INC COM 096761101 1,756 45,200 SH   SOLE 45,200 0 0
BOEING CO COM 097023105 2,010 13,900 SH   SOLE 13,900 0 0
BOSTON BEER INC CL A 100557107 262 1,300 SH   SOLE 1,300 0 0
BOULDER BRANDS INC COM 101405108 17,896 1,629,900 SH   SOLE 1,629,900 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 363 725,000 SH   SOLE 725,000 0 0
BOULEVARD ACQUISITION CL A 10157Q102 15,238 1,547,000 SH   SOLE 1,547,000 0 0
BOYD GAMING CORP COM 103304101 12,351 621,600 SH   SOLE 621,600 0 0
BRINKS CO COM 109696104 645 22,357 SH   SOLE 22,357 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,610 23,400 SH   SOLE 23,400 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 5,986 652,100 SH   SOLE 652,100 0 0
BRUNSWICK CORP COM 117043109 1,525 30,200 SH   SOLE 30,200 0 0
BURLINGTON STORES INC COM 122017106 2,844 66,300 SH   SOLE 66,300 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,621 113,967 SH   SOLE 113,967 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,445 139,339 SH   SOLE 139,339 0 0
CABOT CORP COM 127055101 2,506 61,300 SH   SOLE 61,300 0 0
CACI INTL INC CL A 127190304 2,180 23,500 SH   SOLE 23,500 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,277 109,415 SH   SOLE 109,415 0 0
CAESARS ENTMT CORP COM 127686103 1,049 133,000 SH   SOLE 133,000 0 0
CAL MAINE FOODS INC COM NEW 128030202 8,281 178,700 SH   SOLE 178,700 0 0
CALAMP CORP COM 128126109 282 14,147 SH   SOLE 14,147 0 0
CALAVO GROWERS INC COM 128246105 1,921 39,200 SH   SOLE 39,200 0 0
CALPINE CORP COM NEW 131347304 1,812 125,218 SH   SOLE 125,218 0 0
CAMBREX CORP COM 132011107 4,831 102,600 SH   SOLE 102,600 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 47,575 752,770 SH   SOLE 752,770 0 0
CANADIAN NAT RES LTD COM 136385101 3,283 150,400 SH   SOLE 150,400 0 0
CAPE BANCORP INC COM 139209100 1,292 103,950 SH   SOLE 103,950 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 288 625,000 SH   SOLE 625,000 0 0
CAPITOL ACQUISITION CORP III COM 14055M106 12,720 1,325,000 SH   SOLE 1,325,000 0 0
CARLISLE COS INC COM 142339100 293 3,300 SH   SOLE 3,300 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 639 54,400 SH   SOLE 54,400 0 0
CARTER INC COM 146229109 4,202 47,200 SH   SOLE 47,200 0 0
CATERPILLAR INC DEL COM 149123101 1,393 20,500 SH   SOLE 20,500 0 0
CBIZ INC COM 124805102 1,184 120,100 SH   SOLE 120,100 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,035 76,400 SH   SOLE 76,400 0 0
CEMPRA INC COM 15130J109 527 16,937 SH   SOLE 16,937 0 0
CENTENE CORP DEL COM 15135B101 1,547 23,500 SH   SOLE 23,500 0 0
CENTERPOINT ENERGY INC COM 15189T107 5,508 300,000 SH   SOLE 300,000 0 0
CENTRAL GARDEN & PET CO COM 153527106 219 16,200 SH   SOLE 16,200 0 0
CENTURYLINK INC COM 156700106 5,246 208,500 SH   SOLE 208,500 0 0
CHART INDS INC COM PAR $0.01 16115Q308 1,537 85,600 SH   SOLE 85,600 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 18,310 100,000 SH   SOLE 100,000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,698 82,300 SH   SOLE 82,300 0 0
CHEMUNG FINL CORP COM 164024101 1,172 42,607 SH   SOLE 42,607 0 0
CHENIERE ENERGY INC COM NEW 16411R208 33,772 906,637 SH   SOLE 906,637 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 7,695 14,450,000 PRN   SOLE 14,450,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 5,738 1,275,000 SH Put SOLE 1,275,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 919 204,300 SH   SOLE 204,300 0 0
CHEVIOT FINL CORP NEW COM 16677X105 2,192 143,000 SH   SOLE 143,000 0 0
CHILDRENS PL INC COM 168905107 226 4,100 SH   SOLE 4,100 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,655 9,700 SH   SOLE 9,700 0 0
CIENA CORP COM NEW 171779309 1,770 85,546 SH   SOLE 85,546 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 3,896 3,000,000 PRN   SOLE 3,000,000 0 0
CITIZENS CMNTY BANCORP INC M COM 174903104 153 16,222 SH   SOLE 16,222 0 0
CITIZENS FINL GROUP INC COM 174610105 36,666 1,400,000 SH   SOLE 1,400,000 0 0
CITIZENS FIRST CORP COM 17462Q107 622 45,000 SH   SOLE 45,000 0 0
CITRIX SYS INC COM 177376100 2,292 30,300 SH   SOLE 30,300 0 0
CIVITAS SOLUTIONS INC COM 17887R102 472 16,400 SH   SOLE 16,400 0 0
CLEAN ENERGY FUELS CORP COM 184499101 51 14,300 SH   SOLE 14,300 0 0
CLEAN HARBORS INC COM 184496107 965 23,170 SH   SOLE 23,170 0 0
CLECO CORP NEW COM 12561W105 1,720 32,948 SH   SOLE 32,948 0 0
CLIFTON BANCORP INC COM 186873105 2,008 140,000 SH   SOLE 140,000 0 0
COASTWAY BANCORP INC COM 190632109 1,669 127,600 SH   SOLE 127,600 0 0
CODORUS VY BANCORP INC COM 192025104 1,244 61,182 SH   SOLE 61,182 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,788 129,765 SH   SOLE 129,765 0 0
COHERENT INC COM 192479103 1,804 27,700 SH   SOLE 27,700 0 0
COHU INC COM 192576106 362 30,000 SH   SOLE 30,000 0 0
COLFAX CORP COM 194014106 2,333 99,921 SH   SOLE 99,921 0 0
COMMSCOPE HLDG CO INC COM 20337X109 871 33,624 SH   SOLE 33,624 0 0
COMMUNITY BANKERS TR CORP COM 203612106 832 155,000 SH   SOLE 155,000 0 0
COMMUNITY FINL CORP MD COM 20368X101 973 46,401 SH   SOLE 46,401 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 460 22,900 SH   SOLE 22,900 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 2,507 61,400 SH   SOLE 61,400 0 0
CORE MARK HOLDING CO INC COM 218681104 3,597 43,900 SH   SOLE 43,900 0 0
CORELOGIC INC COM 21871D103 5,291 156,262 SH   SOLE 156,262 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 1,150 33,300 SH   SOLE 33,300 0 0
COTT CORP QUE COM 22163N106 1,248 113,600 SH   SOLE 113,600 0 0
COTY INC COM CL A 222070203 264 10,300 SH   SOLE 10,300 0 0
CPI CARD GROUP INC COM 12634H101 447 41,900 SH   SOLE 41,900 0 0
CRAY INC COM NEW 225223304 1,207 37,200 SH   SOLE 37,200 0 0
CROWN HOLDINGS INC COM 228368106 9,308 183,597 SH   SOLE 183,597 0 0
CSG SYS INTL INC COM 126349109 1,299 36,100 SH   SOLE 36,100 0 0
CSW INDUSTRIALS INC COM 126402106 610 16,200 SH   SOLE 16,200 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 10,239 7,735,000 PRN   SOLE 7,735,000 0 0
CU BANCORP CALIF COM 126534106 1,408 55,501 SH   SOLE 55,501 0 0
CULP INC COM 230215105 311 12,200 SH   SOLE 12,200 0 0
CUMMINS INC COM 231021106 915 10,400 SH   SOLE 10,400 0 0
D R HORTON INC COM 23331A109 6,723 209,900 SH   SOLE 209,900 0 0
DARDEN RESTAURANTS INC COM 237194105 6,981 109,700 SH   SOLE 109,700 0 0
DARLING INGREDIENTS INC COM 237266101 2,830 269,000 SH   SOLE 269,000 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 6,503 93,287 SH   SOLE 93,287 0 0
DELEK US HLDGS INC COM 246647101 5,119 208,100 SH   SOLE 208,100 0 0
DENTSPLY INTL INC NEW COM 249030107 4,704 77,300 SH   SOLE 77,300 0 0
DEXCOM INC COM 252131107 541 6,600 SH   SOLE 6,600 0 0
DHI GROUP INC COM 23331S100 633 69,000 SH   SOLE 69,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 2,857 353,200 SH   SOLE 353,200 0 0
DIAMOND RESORTS INTL INC COM 25272T104 3,753 147,100 SH   SOLE 147,100 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 128 13,300 SH   SOLE 13,300 0 0
DICKS SPORTING GOODS INC COM 253393102 3,595 101,700 SH   SOLE 101,700 0 0
DIGITALGLOBE INC COM NEW 25389M877 1,159 74,000 SH   SOLE 74,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,719 176,882 SH   SOLE 176,882 0 0
DOLLAR GEN CORP NEW COM 256677105 1,847 25,700 SH   SOLE 25,700 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 758 1,500,000 SH   SOLE 1,500,000 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 15,296 1,600,000 SH   SOLE 1,600,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 37,280 400,000 SH   SOLE 400,000 0 0
DRIL-QUIP INC COM 262037104 1,427 24,100 SH   SOLE 24,100 0 0
DYAX CORP COM 26746E103 13,926 370,179 SH   SOLE 370,179 0 0
DYCOM INDS INC COM 267475101 1,679 24,000 SH   SOLE 24,000 0 0
E M C CORP MASS COM 268648102 40,493 1,576,826 SH   SOLE 1,576,826 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 876 29,568 SH   SOLE 29,568 0 0
EARTHLINK HLDGS CORP COM 27033X101 1,552 208,900 SH   SOLE 208,900 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 137 375,000 SH   SOLE 375,000 0 0
EASTERLY ACQUISITION CORP COM 27616L102 7,425 750,000 SH   SOLE 750,000 0 0
EASTMAN CHEM CO COM 277432100 8,539 126,478 SH   SOLE 126,478 0 0
EATON CORP PLC SHS G29183103 4,148 79,700 SH   SOLE 79,700 0 0
EBAY INC COM 278642103 6,523 237,364 SH   SOLE 237,364 0 0
ECLIPSE RES CORP COM 27890G100 127 69,796 SH   SOLE 69,796 0 0
ECLIPSE RES CORP COM 27890G100 2,330 1,280,000 SH Put SOLE 1,280,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,749 34,800 SH   SOLE 34,800 0 0
ELECTRONIC ARTS INC COM 285512109 749 10,900 SH   SOLE 10,900 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 135 612,000 SH   SOLE 612,000 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 7,828 812,000 SH   SOLE 812,000 0 0
EMCOR GROUP INC COM 29084Q100 3,843 80,000 SH   SOLE 80,000 0 0
ENDO INTL PLC SHS G30401106 1,316 21,500 SH   SOLE 21,500 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 27,480 2,000,000 SH Call SOLE 2,000,000 0 0
ENNIS INC COM 293389102 441 22,900 SH   SOLE 22,900 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 557 72,204 SH   SOLE 72,204 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 234 10,000 SH   SOLE 10,000 0 0
EROS INTL PLC SHS NEW G3788M114 4,387 479,400 SH   SOLE 479,400 0 0
ESSA BANCORP INC COM 29667D104 2,394 175,000 SH   SOLE 175,000 0 0
ESSENDANT INC COM 296689102 1,411 43,400 SH   SOLE 43,400 0 0
ESSENT GROUP LTD COM G3198U102 2,776 126,800 SH   SOLE 126,800 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 535 6,600 SH   SOLE 6,600 0 0
EURONET WORLDWIDE INC COM 298736109 1,596 22,035 SH   SOLE 22,035 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 3,244 60,000 SH   SOLE 60,000 0 0
EVERTEC INC COM 30040P103 1,035 61,800 SH   SOLE 61,800 0 0
EXLSERVICE HOLDINGS INC COM 302081104 1,586 35,300 SH   SOLE 35,300 0 0
EXPEDIA INC DEL COM NEW 30212P303 758 6,100 SH   SOLE 6,100 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,939 56,500 SH   SOLE 56,500 0 0
EXTREME NETWORKS INC COM 30226D106 52 12,700 SH   SOLE 12,700 0 0
F5 NETWORKS INC COM 315616102 339 3,500 SH   SOLE 3,500 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 206 12,800 SH   SOLE 12,800 0 0
FARMERS NATL BANC CORP COM 309627107 2,131 247,815 SH   SOLE 247,815 0 0
FEDERAL SIGNAL CORP COM 313855108 756 47,700 SH   SOLE 47,700 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 6,553 3,389,000 PRN   SOLE 3,389,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,388 55,900 SH   SOLE 55,900 0 0
FIFTH THIRD BANCORP COM 316773100 25,125 1,250,000 SH   SOLE 1,250,000 0 0
FIREEYE INC COM 31816Q101 1,037 50,000 SH Call SOLE 50,000 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 3,863 154,466 SH   SOLE 154,466 0 0
FIRST FNDTN INC COM 32026V104 3,539 150,000 SH   SOLE 150,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,909 150,000 SH   SOLE 150,000 0 0
FIRST SOLAR INC COM 336433107 548 8,300 SH   SOLE 8,300 0 0
FIRSTMERIT CORP COM 337915102 14,920 800,000 SH   SOLE 800,000 0 0
FISERV INC COM 337738108 3,475 38,000 SH   SOLE 38,000 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,802 33,600 SH   SOLE 33,600 0 0
FLUOR CORP NEW COM 343412102 4,472 94,700 SH   SOLE 94,700 0 0
FMC TECHNOLOGIES INC COM 30249U101 5,344 184,200 SH   SOLE 184,200 0 0
FORTINET INC COM 34959E109 3,125 100,251 SH   SOLE 100,251 0 0
FREDS INC CL A 356108100 656 40,100 SH   SOLE 40,100 0 0
FREIGHTCAR AMER INC COM 357023100 855 44,000 SH   SOLE 44,000 0 0
FUTUREFUEL CORPORATION COM 36116M106 540 39,980 SH   SOLE 39,980 0 0
GAMESTOP CORP NEW CL A 36467W109 4,290 153,000 SH   SOLE 153,000 0 0
GANNETT CO INC COM 36473H104 3,470 213,000 SH   SOLE 213,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3,710 6,021,000 PRN   SOLE 6,021,000 0 0
GENERAL COMMUNICATION INC CL A 369385109 817 41,300 SH   SOLE 41,300 0 0
GENERAL MLS INC COM 370334104 5,518 95,700 SH   SOLE 95,700 0 0
GENESEE & WYO INC CL A 371559105 3,265 60,811 SH   SOLE 60,811 0 0
GENPACT LIMITED SHS G3922B107 4,305 172,327 SH   SOLE 172,327 0 0
GENUINE PARTS CO COM 372460105 4,690 54,600 SH   SOLE 54,600 0 0
GENWORTH FINL INC COM CL A 37247D106 568 152,306 SH   SOLE 152,306 0 0
GIGAMON INC COM 37518B102 1,615 60,800 SH   SOLE 60,800 0 0
GLEN BURNIE BANCORP COM 377407101 794 63,472 SH   SOLE 63,472 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,142 53,600 SH   SOLE 53,600 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 161 450,000 SH   SOLE 450,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 5,688 574,500 SH   SOLE 574,500 0 0
GNC HLDGS INC COM CL A 36191G107 5,053 162,900 SH   SOLE 162,900 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,701 171,066 SH   SOLE 171,066 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6,054 185,300 SH   SOLE 185,300 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 400 1,000,000 SH   SOLE 1,000,000 0 0
GORES HLDGS INC CL A 382866101 17,512 1,810,000 SH   SOLE 1,810,000 0 0
GRANITE CONSTR INC COM 387328107 240 5,600 SH   SOLE 5,600 0 0
GREAT WESTN BANCORP INC COM 391416104 13,100 451,400 SH   SOLE 451,400 0 0
GREEN BANCORP INC COM 39260X100 1,048 100,000 SH   SOLE 100,000 0 0
GREENBRIER COS INC COM 393657101 1,595 48,900 SH   SOLE 48,900 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 1,733 43,300 SH   SOLE 43,300 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 2,484 150,160 SH   SOLE 150,160 0 0
GUESS INC COM 401617105 9,782 518,100 SH   SOLE 518,100 0 0
HACKETT GROUP INC COM 404609109 514 32,000 SH   SOLE 32,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 2,246 55,617 SH   SOLE 55,617 0 0
HANCOCK HLDG CO COM 410120109 6,094 242,130 SH   SOLE 242,130 0 0
HANMI FINL CORP COM NEW 410495204 2,381 100,378 SH   SOLE 100,378 0 0
HAWAIIAN HOLDINGS INC COM 419879101 5,303 150,100 SH   SOLE 150,100 0 0
HCA HOLDINGS INC COM 40412C101 1,792 26,500 SH   SOLE 26,500 0 0
HD SUPPLY HLDGS INC COM 40416M105 5,072 168,900 SH   SOLE 168,900 0 0
HEALTH NET INC COM 42222G108 48,337 706,068 SH   SOLE 706,068 0 0
HEALTHSOUTH CORP COM NEW 421924309 4,031 115,800 SH   SOLE 115,800 0 0
HEARTLAND PMT SYS INC COM 42235N108 35,700 376,501 SH   SOLE 376,501 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 234 8,600 SH   SOLE 8,600 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 120 630,900 SH   SOLE 630,900 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 6,403 664,233 SH   SOLE 664,233 0 0
HENRY JACK & ASSOC INC COM 426281101 4,926 63,100 SH   SOLE 63,100 0 0
HERBALIFE LTD COM USD SHS G4412G101 3,394 63,300 SH   SOLE 63,300 0 0
HERITAGE COMMERCE CORP COM 426927109 1,009 84,352 SH   SOLE 84,352 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,602 200,000 SH   SOLE 200,000 0 0
HESS CORP COM 42809H107 574 11,845 SH   SOLE 11,845 0 0
HF FINL CORP COM 404172108 1,239 65,566 SH   SOLE 65,566 0 0
HIBBETT SPORTS INC COM 428567101 5,315 175,768 SH   SOLE 175,768 0 0
HOLLYFRONTIER CORP COM 436106108 3,897 97,700 SH   SOLE 97,700 0 0
HOLOGIC INC COM 436440101 6,764 174,818 SH   SOLE 174,818 0 0
HOMETRUST BANCSHARES INC COM 437872104 1,823 90,000 SH   SOLE 90,000 0 0
HOOKER FURNITURE CORP COM 439038100 252 10,000 SH   SOLE 10,000 0 0
HOPFED BANCORP INC COM 439734104 1,235 102,916 SH   SOLE 102,916 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 220 10,100 SH   SOLE 10,100 0 0
HP INC COM 40434L105 3,403 287,400 SH   SOLE 287,400 0 0
HUB GROUP INC CL A 443320106 1,957 59,400 SH   SOLE 59,400 0 0
HUMANA INC COM 444859102 2,077 11,635 SH   SOLE 11,635 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 5,087 40,100 SH   SOLE 40,100 0 0
HURON CONSULTING GROUP INC COM 447462102 1,586 26,700 SH   SOLE 26,700 0 0
HYATT HOTELS CORP COM CL A 448579102 895 19,044 SH   SOLE 19,044 0 0
ICF INTL INC COM 44925C103 512 14,400 SH   SOLE 14,400 0 0
ICU MED INC COM 44930G107 1,444 12,800 SH   SOLE 12,800 0 0
IDT CORP CL B NEW 448947507 222 19,000 SH   SOLE 19,000 0 0
II VI INC COM 902104108 638 34,400 SH   SOLE 34,400 0 0
ILLUMINA INC COM 452327109 3,292 17,150 SH   SOLE 17,150 0 0
INDEPENDENT BK GROUP INC COM 45384B106 4,365 136,400 SH   SOLE 136,400 0 0
INFINERA CORPORATION COM 45667G103 2,193 121,018 SH   SOLE 121,018 0 0
INGLES MKTS INC CL A 457030104 1,309 29,700 SH   SOLE 29,700 0 0
INGRAM MICRO INC CL A 457153104 6,577 216,500 SH   SOLE 216,500 0 0
INNOSPEC INC COM 45768S105 1,553 28,600 SH   SOLE 28,600 0 0
INOGEN INC COM 45780L104 1,720 42,900 SH   SOLE 42,900 0 0
INSPERITY INC COM 45778Q107 1,069 22,200 SH   SOLE 22,200 0 0
INSTEEL INDUSTRIES INC COM 45774W108 301 14,400 SH   SOLE 14,400 0 0
INTEL CORP COM 458140100 3,404 98,800 SH   SOLE 98,800 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 16,657 65,000 SH   SOLE 65,000 0 0
INTERFACE INC COM 458665304 1,177 61,500 SH   SOLE 61,500 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,514 279,800 SH   SOLE 279,800 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 985 63,100 SH   SOLE 63,100 0 0
INVENSENSE INC COM 46123D205 2,426 237,100 SH   SOLE 237,100 0 0
ISHARES TR IBOXX HI YD ETF 464288513 523,770 6,500,000 SH Put SOLE 6,500,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 106,182 1,317,726 SH   SOLE 1,317,726 0 0
ISHARES TR IBOXX INV CP ETF 464287242 113,206 992,950 SH   SOLE 992,950 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 8,735 95,013 SH   SOLE 95,013 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 5,700 50,616 SH   SOLE 50,616 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7,337 6,500,000 PRN   SOLE 6,500,000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 936 67,180 SH   SOLE 67,180 0 0
IXIA COM 45071R109 490 39,402 SH   SOLE 39,402 0 0
IXYS CORP COM 46600W106 317 25,100 SH   SOLE 25,100 0 0
JARDEN CORP COM 471109108 286 5,000 SH   SOLE 5,000 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 7,456 5,000,000 PRN   SOLE 5,000,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 22,773 12,500,000 PRN   SOLE 12,500,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,308 44,875 SH   SOLE 44,875 0 0
JETBLUE AIRWAYS CORP COM 477143101 8,801 388,546 SH   SOLE 388,546 0 0
JOHNSON & JOHNSON COM 478160104 4,438 43,200 SH   SOLE 43,200 0 0
JOY GLOBAL INC COM 481165108 6,982 553,700 SH   SOLE 553,700 0 0
JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 127,468 4,400,000 SH Call SOLE 4,400,000 0 0
KADANT INC COM 48282T104 483 11,900 SH   SOLE 11,900 0 0
KB HOME COM 48666K109 1,936 157,000 SH   SOLE 157,000 0 0
KEARNY FINL CORP MD COM 48716P108 6,969 550,000 SH   SOLE 550,000 0 0
KEURIG GREEN MTN INC COM 49271M100 297 3,300 SH   SOLE 3,300 0 0
KFORCE INC COM 493732101 817 32,300 SH   SOLE 32,300 0 0
KINDRED HEALTHCARE INC COM 494580103 2,582 216,800 SH   SOLE 216,800 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 53,507 2,992,580 SH   SOLE 2,992,580 0 0
KIRBY CORP COM 497266106 2,702 51,344 SH   SOLE 51,344 0 0
KOPPERS HOLDINGS INC COM 50060P106 810 44,400 SH   SOLE 44,400 0 0
KOSMOS ENERGY LTD SHS G5315B107 62 11,900 SH   SOLE 11,900 0 0
KROGER CO COM 501044101 376 9,000 SH   SOLE 9,000 0 0
KULICKE & SOFFA INDS INC COM 501242101 832 71,300 SH   SOLE 71,300 0 0
LANNET INC COM 516012101 3,438 85,700 SH   SOLE 85,700 0 0
LEGG MASON INC COM 524901105 5,069 129,200 SH   SOLE 129,200 0 0
LEIDOS HLDGS INC COM 525327102 4,214 74,900 SH   SOLE 74,900 0 0
LEMAITRE VASCULAR INC COM 525558201 293 17,000 SH   SOLE 17,000 0 0
LIBBEY INC COM 529898108 382 17,900 SH   SOLE 17,900 0 0
LILLY ELI & CO COM 532457108 657 7,800 SH   SOLE 7,800 0 0
LINKEDIN CORP COM CL A 53578A108 990 4,400 SH   SOLE 4,400 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 88 18,000 SH   SOLE 18,000 0 0
LULULEMON ATHLETICA INC COM 550021109 18,365 350,000 SH   SOLE 350,000 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 3,887 50,400 SH   SOLE 50,400 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,015 46,200 SH   SOLE 46,200 0 0
MACYS INC COM 55616P104 745 21,300 SH   SOLE 21,300 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 447 2,764 SH   SOLE 2,764 0 0
MAGELLAN HEALTH INC COM NEW 559079207 239 3,873 SH   SOLE 3,873 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,366 31,700 SH   SOLE 31,700 0 0
MANHATTAN ASSOCS INC COM 562750109 1,575 23,800 SH   SOLE 23,800 0 0
MANNING & NAPIER INC CL A 56382Q102 849 100,000 SH   SOLE 100,000 0 0
MANTECH INTL CORP CL A 564563104 804 26,600 SH   SOLE 26,600 0 0
MARATHON PETE CORP COM 56585A102 1,597 30,800 SH   SOLE 30,800 0 0
MASCO CORP COM 574599106 1,571 55,500 SH   SOLE 55,500 0 0
MASTEC INC COM 576323109 21,965 1,263,812 SH   SOLE 1,263,812 0 0
MATTRESS FIRM HLDG CORP COM 57722W106 1,455 32,600 SH   SOLE 32,600 0 0
MCKESSON CORP COM 58155Q103 4,477 22,700 SH   SOLE 22,700 0 0
MEDNAX INC COM 58502B106 4,787 66,800 SH   SOLE 66,800 0 0
MEDTRONIC PLC SHS G5960L103 1,546 20,100 SH   SOLE 20,100 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,323 31,399 SH   SOLE 31,399 0 0
MERCER INTL INC COM 588056101 157 17,400 SH   SOLE 17,400 0 0
MERIDIAN BANCORP INC MD COM 58958U103 19,744 1,400,300 SH   SOLE 1,400,300 0 0
METHODE ELECTRS INC COM 591520200 1,521 47,800 SH   SOLE 47,800 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 203 600 SH   SOLE 600 0 0
MGIC INVT CORP WIS COM 552848103 572 64,795 SH   SOLE 64,795 0 0
MGM RESORTS INTERNATIONAL COM 552953101 15,336 675,000 SH   SOLE 675,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,579 182,100 SH   SOLE 182,100 0 0
MICROSEMI CORP COM 595137100 2,924 89,722 SH   SOLE 89,722 0 0
MICROSTRATEGY INC CL A NEW 594972408 3,909 21,800 SH   SOLE 21,800 0 0
MODINE MFG CO COM 607828100 157 17,400 SH   SOLE 17,400 0 0
MOHAWK INDS INC COM 608190104 1,601 8,451 SH   SOLE 8,451 0 0
MOLINA HEALTHCARE INC COM 60855R100 5,201 86,500 SH   SOLE 86,500 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,639 11,000 SH   SOLE 11,000 0 0
MONSTER WORLDWIDE INC COM 611742107 99 17,200 SH   SOLE 17,200 0 0
MOOG INC CL A 615394202 1,776 29,300 SH   SOLE 29,300 0 0
MOVADO GROUP INC COM 624580106 1,005 39,100 SH   SOLE 39,100 0 0
MRC GLOBAL INC COM 55345K103 4,734 367,000 SH   SOLE 367,000 0 0
MTS SYS CORP COM 553777103 1,186 18,700 SH   SOLE 18,700 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 637 30,800 SH   SOLE 30,800 0 0
MYLAN N V SHS EURO N59465109 903 16,700 SH   SOLE 16,700 0 0
MYRIAD GENETICS INC COM 62855J104 514 11,900 SH   SOLE 11,900 0 0
NATIONAL BK HLDGS CORP CL A 633707104 3,832 179,308 SH   SOLE 179,308 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 135 10,100 SH   SOLE 10,100 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 2,314 69,000 SH   SOLE 69,000 0 0
NAVIENT CORP COM 63938C108 27,185 2,374,200 SH   SOLE 2,374,200 0 0
NCI BUILDING SYS INC COM NEW 628852204 530 42,700 SH   SOLE 42,700 0 0
NETFLIX INC COM 64110L106 2,139 18,700 SH   SOLE 18,700 0 0
NETGEAR INC COM 64111Q104 2,460 58,700 SH   SOLE 58,700 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 885 45,500 SH   SOLE 45,500 0 0
NEWFIELD EXPL CO COM 651290108 1,298 39,856 SH   SOLE 39,856 0 0
NIKE INC CL B 654106103 213 3,400 SH   SOLE 3,400 0 0
NOBLE CORP PLC SHS USD G65431101 5,310 503,300 SH   SOLE 503,300 0 0
NORDSTROM INC COM 655664100 5,160 103,600 SH   SOLE 103,600 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 2,627 165,000 SH   SOLE 165,000 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 1,417 116,700 SH   SOLE 116,700 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,434 172,660 SH   SOLE 172,660 0 0
NUVASIVE INC COM 670704105 223 4,122 SH   SOLE 4,122 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 34,056 20,500,000 PRN   SOLE 20,500,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4,667 55,400 SH   SOLE 55,400 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,774 7,000 SH   SOLE 7,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,325 19,600 SH   SOLE 19,600 0 0
OCEAN SHORE HLDG CO NEW COM 67501R103 1,201 70,000 SH   SOLE 70,000 0 0
OCEANEERING INTL INC COM 675232102 4,630 123,400 SH   SOLE 123,400 0 0
OFFICE DEPOT INC COM 676220106 421 74,634 SH   SOLE 74,634 0 0
OLD SECOND BANCORP INC ILL COM 680277100 3,825 487,898 SH   SOLE 487,898 0 0
OMEGA PROTEIN CORP COM 68210P107 717 32,300 SH   SOLE 32,300 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,732 176,729 SH   SOLE 176,729 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 719 111,700 SH   SOLE 111,700 0 0
OWENS CORNING NEW COM 690742101 6,627 140,900 SH   SOLE 140,900 0 0
OWENS ILL INC COM NEW 690768403 4,093 234,987 SH   SOLE 234,987 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 234 800,000 SH   SOLE 800,000 0 0
PACE HLDGS CORP CL A G6865N103 13,573 1,371,000 SH   SOLE 1,371,000 0 0
PALO ALTO NETWORKS INC COM 697435105 564 3,200 SH   SOLE 3,200 0 0
PANDORA MEDIA INC COM 698354107 712 53,086 SH   SOLE 53,086 0 0
PAPA MURPHYS HLDGS INC COM 698814100 401 35,600 SH   SOLE 35,600 0 0
PAREXEL INTL CORP COM 699462107 368 5,400 SH   SOLE 5,400 0 0
PARK STERLING CORP COM 70086Y105 950 129,800 SH   SOLE 129,800 0 0
PDC ENERGY INC COM 69327R101 1,612 30,200 SH   SOLE 30,200 0 0
PEOPLES BANCORP N C INC COM 710577107 1,216 62,900 SH   SOLE 62,900 0 0
PEOPLES FINL CORP MISS COM 71103B102 211 23,402 SH   SOLE 23,402 0 0
PEPSICO INC COM 713448108 22,482 225,000 SH   SOLE 225,000 0 0
PERRIGO CO PLC SHS G97822103 883 6,100 SH   SOLE 6,100 0 0
PFIZER INC COM 717081103 19,368 600,000 SH   SOLE 600,000 0 0
PHARMERICA CORP COM 71714F104 1,547 44,200 SH   SOLE 44,200 0 0
PHILLIPS 66 COM 718546104 5,481 67,000 SH   SOLE 67,000 0 0
PHOTRONICS INC COM 719405102 1,267 101,800 SH   SOLE 101,800 0 0
PICO HLDGS INC COM NEW 693366205 207 20,100 SH   SOLE 20,100 0 0
PIER 1 IMPORTS INC COM 720279108 1,901 373,500 SH   SOLE 373,500 0 0
PINNACLE ENTMT INC COM 723456109 2,546 81,800 SH   SOLE 81,800 0 0
PIONEER NAT RES CO COM 723787107 1,128 9,000 SH   SOLE 9,000 0 0
PITNEY BOWES INC COM 724479100 2,329 112,800 SH   SOLE 112,800 0 0
PJT PARTNERS INC COM CL A 69343T107 1,349 47,700 SH   SOLE 47,700 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 21,264 920,500 SH Call SOLE 920,500 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 10,006 1,058,886 SH   SOLE 1,058,886 0 0
PLY GEM HLDGS INC COM 72941W100 271 21,600 SH   SOLE 21,600 0 0
PMC-SIERRA INC COM 69344F106 24,416 2,101,177 SH   SOLE 2,101,177 0 0
PNC FINL SVCS GROUP INC COM 693475105 47,655 500,000 SH   SOLE 500,000 0 0
POST HLDGS INC COM 737446104 23,625 382,903 SH   SOLE 382,903 0 0
PRECISION CASTPARTS CORP COM 740189105 117,266 505,433 SH   SOLE 505,433 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 2,790 54,200 SH   SOLE 54,200 0 0
PRICELINE GRP INC COM NEW 741503403 1,084 850 SH   SOLE 850 0 0
QEP RES INC COM 74733V100 5,766 430,300 SH   SOLE 430,300 0 0
QLIK TECHNOLOGIES INC COM 74733T105 632 19,967 SH   SOLE 19,967 0 0
QLOGIC CORP COM 747277101 132 10,800 SH   SOLE 10,800 0 0
QORVO INC COM 74736K101 244 4,800 SH   SOLE 4,800 0 0
QUAD / GRAPHICS INC COM CL A 747301109 353 38,000 SH   SOLE 38,000 0 0
QUALYS INC COM 74758T303 1,562 47,200 SH   SOLE 47,200 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 767 36,800 SH   SOLE 36,800 0 0
QUANTA SVCS INC COM 74762E102 4,161 205,500 SH   SOLE 205,500 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 9,301 135,470 SH   SOLE 135,470 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 1,282 131,000 SH   SOLE 131,000 0 0
RED HAT INC COM 756577102 3,155 38,100 SH   SOLE 38,100 0 0
REGAL BELOIT CORP COM 758750103 3,388 57,900 SH   SOLE 57,900 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,257 6,000 SH   SOLE 6,000 0 0
RELYPSA INC COM 759531106 285 10,071 SH   SOLE 10,071 0 0
RENT A CTR INC NEW COM 76009N100 1,759 117,500 SH   SOLE 117,500 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 4,685 125,400 SH   SOLE 125,400 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 222 2,800 SH   SOLE 2,800 0 0
REX AMERICAN RESOURCES CORP COM 761624105 860 15,900 SH   SOLE 15,900 0 0
RITE AID CORP COM 767754104 3,920 500,000 SH   SOLE 500,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 14,169 140,000 SH   SOLE 140,000 0 0
SAIA INC COM 78709Y105 788 35,400 SH   SOLE 35,400 0 0
SALESFORCE COM INC COM 79466L302 1,850 23,600 SH   SOLE 23,600 0 0
SANDERSON FARMS INC COM 800013104 3,302 42,600 SH   SOLE 42,600 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 7,925 500,000 SH   SOLE 500,000 0 0
SCHOLASTIC CORP COM 807066105 1,107 28,700 SH   SOLE 28,700 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 2,632 57,500 SH   SOLE 57,500 0 0
SEABOARD CORP COM 811543107 289 100 SH   SOLE 100 0 0
SEADRILL LIMITED SHS G7945E105 38 11,300 SH   SOLE 11,300 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,308 117,500 SH   SOLE 117,500 0 0
SELECT COMFORT CORP COM 81616X103 3,402 158,900 SH   SOLE 158,900 0 0
SELECT MED HLDGS CORP COM 81619Q105 2,422 203,400 SH   SOLE 203,400 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 79,515 1,500,000 SH Put SOLE 1,500,000 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 21,710 500,000 SH Put SOLE 500,000 0 0
SERVICENOW INC COM 81762P102 1,437 16,600 SH   SOLE 16,600 0 0
SHOE CARNIVAL INC COM 824889109 698 30,100 SH   SOLE 30,100 0 0
SIGMA DESIGNS INC COM 826565103 462 73,100 SH   SOLE 73,100 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,377 15,500 SH   SOLE 15,500 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 772 53,600 SH   SOLE 53,600 0 0
SMITH & WESSON HLDG CORP COM 831756101 1,543 70,200 SH   SOLE 70,200 0 0
SOLARCITY CORP COM 83416T100 77 1,500 SH   SOLE 1,500 0 0
SOLARCITY CORP COM 83416T100 1,531 30,000 SH Call SOLE 30,000 0 0
SOLARCITY CORP COM 83416T100 3,316 65,000 SH Put SOLE 65,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 5,357 6,655,000 PRN   SOLE 6,655,000 0 0
SONIC CORP COM 835451105 510 15,800 SH   SOLE 15,800 0 0
SOTHEBYS COM 835898107 2,522 97,900 SH   SOLE 97,900 0 0
SOUTHERN MO BANCORP INC COM 843380106 430 18,000 SH   SOLE 18,000 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,134 240,000 SH   SOLE 240,000 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 9,734 405,250 SH   SOLE 405,250 0 0
SOUTHWEST AIRLS CO COM 844741108 1,300 30,200 SH   SOLE 30,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 856 4,200 SH   SOLE 4,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 81,556 400,000 SH Put SOLE 400,000 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 64,357 1,897,885 SH   SOLE 1,897,885 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,825 60,400 SH   SOLE 60,400 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 2,911 28,600 SH   SOLE 28,600 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8,239 164,556 SH   SOLE 164,556 0 0
ST JUDE MED INC COM 790849103 5,769 93,400 SH   SOLE 93,400 0 0
STANCORP FINL GROUP INC COM 852891100 501 4,400 SH   SOLE 4,400 0 0
STARBUCKS CORP COM 855244109 288 4,800 SH   SOLE 4,800 0 0
STARZ COM SER A 85571Q102 4,191 125,100 SH   SOLE 125,100 0 0
STEELCASE INC CL A 858155203 1,523 102,200 SH   SOLE 102,200 0 0
STERLING BANCORP DEL COM 85917A100 22,303 1,375,000 SH   SOLE 1,375,000 0 0
STIFEL FINL CORP COM 860630102 2,433 57,439 SH   SOLE 57,439 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 2,882 166,700 SH   SOLE 166,700 0 0
SUFFOLK BANCORP COM 864739107 3,402 120,000 SH   SOLE 120,000 0 0
SUNEDISON INC COM 86732Y109 13,709 2,693,251 SH   SOLE 2,693,251 0 0
SUNSHINE BANCORP INC COM 86777J108 2,888 190,000 SH   SOLE 190,000 0 0
SUNTRUST BKS INC COM 867914103 19,278 450,000 SH   SOLE 450,000 0 0
SUPERVALU INC COM 868536103 4,273 630,200 SH   SOLE 630,200 0 0
SVB FINL GROUP COM 78486Q101 11,903 100,106 SH   SOLE 100,106 0 0
SYKES ENTERPRISES INC COM 871237103 1,653 53,700 SH   SOLE 53,700 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,899 82,300 SH   SOLE 82,300 0 0
SYNGENTA AG SPONSORED ADR 87160A100 17,955 228,061 SH   SOLE 228,061 0 0
SYNNEX CORP COM 87162W100 3,022 33,600 SH   SOLE 33,600 0 0
SYNOPSYS INC COM 871607107 1,304 28,595 SH   SOLE 28,595 0 0
SYNOVUS FINL CORP COM NEW 87161C501 9,798 302,600 SH   SOLE 302,600 0 0
SYNTEL INC COM 87162H103 1,751 38,700 SH   SOLE 38,700 0 0
T MOBILE US INC COM 872590104 3,098 79,196 SH   SOLE 79,196 0 0
TABLEAU SOFTWARE INC CL A 87336U105 546 5,800 SH   SOLE 5,800 0 0
TAL INTL GROUP INC COM 874083108 221 13,900 SH   SOLE 13,900 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 2,605 163,123 SH   SOLE 163,123 0 0
TALMER BANCORP INC COM 87482X101 1,992 110,000 SH   SOLE 110,000 0 0
TARGA RES CORP COM 87612G101 11,708 432,652 SH   SOLE 432,652 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 2,952 19,100 SH   SOLE 19,100 0 0
TECH DATA CORP COM 878237106 3,312 49,900 SH   SOLE 49,900 0 0
TEMPUR SEALY INTL INC COM 88023U101 2,769 39,300 SH   SOLE 39,300 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 6,690 220,800 SH   SOLE 220,800 0 0
TENNECO INC COM 880349105 1,790 39,000 SH   SOLE 39,000 0 0
TERADYNE INC COM 880770102 5,037 243,700 SH   SOLE 243,700 0 0
TERRAFORM PWR INC CL A COM 88104R100 9,483 753,800 SH   SOLE 753,800 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 2,822 3,000,000 PRN   SOLE 3,000,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 9,739 10,500,000 PRN   SOLE 10,500,000 0 0
TESORO CORP COM 881609101 5,637 53,500 SH   SOLE 53,500 0 0
TETRA TECH INC NEW COM 88162G103 1,522 58,500 SH   SOLE 58,500 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 785 104,400 SH   SOLE 104,400 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,794 36,295 SH   SOLE 36,295 0 0
TILE SHOP HLDGS INC COM 88677Q109 466 28,419 SH   SOLE 28,419 0 0
TIMBERLAND BANCORP INC COM 887098101 742 59,808 SH   SOLE 59,808 0 0
TIME WARNER CABLE INC COM 88732J207 3,012 16,231 SH   SOLE 16,231 0 0
TIME WARNER INC COM NEW 887317303 3,376 52,200 SH   SOLE 52,200 0 0
TITAN MACHY INC COM 88830R101 351 32,100 SH   SOLE 32,100 0 0
TJX COS INC NEW COM 872540109 9,828 138,600 SH   SOLE 138,600 0 0
TOLL BROTHERS INC COM 889478103 5,398 162,100 SH   SOLE 162,100 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,498 116,100 SH   SOLE 116,100 0 0
TREEHOUSE FOODS INC COM 89469A104 795 10,130 SH   SOLE 10,130 0 0
TRI POINTE GROUP INC COM 87265H109 2,199 173,567 SH   SOLE 173,567 0 0
TRINITY INDS INC COM 896522109 4,117 171,400 SH   SOLE 171,400 0 0
TRINSEO S A SHS L9340P101 1,328 47,100 SH   SOLE 47,100 0 0
TRIPLE-S MGMT CORP CL B 896749108 538 22,500 SH   SOLE 22,500 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 721 91,000 SH   SOLE 91,000 0 0
TUCOWS INC COM NEW 898697206 435 20,600 SH   SOLE 20,600 0 0
TUTOR PERINI CORP COM 901109108 839 50,100 SH   SOLE 50,100 0 0
TWITTER INC COM 90184L102 396 17,100 SH   SOLE 17,100 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,805 8,000,000 PRN   SOLE 8,000,000 0 0
TWO RIV BANCORP COM 90207C105 450 45,179 SH   SOLE 45,179 0 0
TYSON FOODS INC CL A 902494103 7,818 146,600 SH   SOLE 146,600 0 0
U S G CORP COM NEW 903293405 621 25,576 SH   SOLE 25,576 0 0
ULTRA PETROLEUM CORP COM 903914109 1,875 750,000 SH Put SOLE 750,000 0 0
UNION PAC CORP COM 907818108 7,820 100,000 SH   SOLE 100,000 0 0
UNITED CMNTY BANCORP IND COM 90984R101 1,499 100,000 SH   SOLE 100,000 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 2,950 500,000 SH   SOLE 500,000 0 0
UNITED CONTL HLDGS INC COM 910047109 6,813 118,900 SH   SOLE 118,900 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,805 26,400 SH   SOLE 26,400 0 0
URBAN OUTFITTERS INC COM 917047102 5,847 257,000 SH   SOLE 257,000 0 0
VAIL RESORTS INC COM 91879Q109 1,600 12,500 SH   SOLE 12,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,241 102,400 SH   SOLE 102,400 0 0
VALSPAR CORP COM 920355104 48,441 583,979 SH   SOLE 583,979 0 0
VALSPAR CORP COM 920355104 33,844 408,000 SH Call SOLE 408,000 0 0
VANTIV INC CL A 92210H105 2,741 57,794 SH   SOLE 57,794 0 0
VASCO DATA SEC INTL INC COM 92230Y104 2,177 130,100 SH   SOLE 130,100 0 0
VERA BRADLEY INC COM 92335C106 217 13,800 SH   SOLE 13,800 0 0
VERIFONE SYS INC COM 92342Y109 6,495 231,800 SH   SOLE 231,800 0 0
VERINT SYS INC COM 92343X100 1,360 33,521 SH   SOLE 33,521 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,844 39,900 SH   SOLE 39,900 0 0
VIACOM INC NEW CL B 92553P201 4,750 115,400 SH   SOLE 115,400 0 0
VWR CORP COM 91843L103 1,639 57,900 SH   SOLE 57,900 0 0
WABASH NATL CORP COM 929566107 2,581 218,200 SH   SOLE 218,200 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 1,358 60,000 SH   SOLE 60,000 0 0
WATERS CORP COM 941848103 1,440 10,700 SH   SOLE 10,700 0 0
WATSCO INC COM 942622200 1,452 12,400 SH   SOLE 12,400 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 331 39,427 SH   SOLE 39,427 0 0
WEB COM GROUP INC COM 94733A104 1,381 69,000 SH   SOLE 69,000 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,470 18,800 SH   SOLE 18,800 0 0
WELLS FARGO & CO NEW COM 949746101 46,206 850,000 SH   SOLE 850,000 0 0
WESCO INTL INC COM 95082P105 314 7,200 SH   SOLE 7,200 0 0
WEST CORP COM 952355204 884 41,000 SH   SOLE 41,000 0 0
WESTAMERICA BANCORPORATION COM 957090103 9,350 200,000 SH   SOLE 200,000 0 0
WESTBURY BANCORP INC COM 95727P106 900 50,000 SH   SOLE 50,000 0 0
WESTERN ALLIANCE BANCORP COM 957638109 4,661 129,976 SH   SOLE 129,976 0 0
WESTERN REFNG INC COM 959319104 4,488 126,000 SH   SOLE 126,000 0 0
WESTERN UN CO COM 959802109 3,858 215,400 SH   SOLE 215,400 0 0
WESTLAKE CHEM CORP COM 960413102 14,726 271,100 SH   SOLE 271,100 0 0
WEX INC COM 96208T104 5,692 64,387 SH   SOLE 64,387 0 0
WHITEWAVE FOODS CO COM 966244105 2,080 53,469 SH   SOLE 53,469 0 0
WOLVERINE BANCORP INC COM 977880103 1,146 43,000 SH   SOLE 43,000 0 0
WORKDAY INC CL A 98138H101 1,825 22,900 SH   SOLE 22,900 0 0
WORLD FUEL SVCS CORP COM 981475106 2,581 67,100 SH   SOLE 67,100 0 0
WPX ENERGY INC COM 98212B103 168 29,200 SH   SOLE 29,200 0 0
YADKIN FINL CORP COM 984305102 3,773 149,900 SH   SOLE 149,900 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,470 103,700 SH   SOLE 103,700 0 0
ZAGG INC COM 98884U108 769 70,300 SH   SOLE 70,300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,591 37,201 SH   SOLE 37,201 0 0