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 1,932 10,100 SH   SOLE 10,100 0 0
AAR CORP COM 000361105 777 23,100 SH   SOLE 23,100 0 0
ABBOTT LABS COM 002824100 6,946 156,400 SH   SOLE 156,400 0 0
ABBVIE INC COM 00287Y109 1,798 27,600 SH   SOLE 27,600 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 448 14,900 SH   SOLE 14,900 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 444 3,700 SH   SOLE 3,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 4,737 95,000 SH   SOLE 95,000 0 0
ADOBE SYS INC COM 00724F101 4,555 35,000 SH   SOLE 35,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 8,154 55,000 SH   SOLE 55,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 21,720 11,000,000 PRN   SOLE 11,000,000 0 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 888 28,500 SH   SOLE 28,500 0 0
ADVANSIX INC COM 00773T101 948 34,700 SH   SOLE 34,700 0 0
AETNA INC NEW COM 00817Y108 1,276 10,000 SH   SOLE 10,000 0 0
AIR PRODS & CHEMS INC COM 009158106 568 4,200 SH   SOLE 4,200 0 0
AKORN INC COM 009728106 2,047 85,000 SH   SOLE 85,000 0 0
ALAMO GROUP INC COM 011311107 510 6,700 SH   SOLE 6,700 0 0
ALBANY MOLECULAR RESH INC COM 012423109 453 32,300 SH   SOLE 32,300 0 0
ALBEMARLE CORP COM 012653101 2,039 19,300 SH   SOLE 19,300 0 0
ALERE INC COM 01449J105 945 23,777 SH   SOLE 23,777 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,261 10,400 SH   SOLE 10,400 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,235 30,000 SH   SOLE 30,000 0 0
ALLEGHANY CORP DEL COM 017175100 553 900 SH   SOLE 900 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 23,083 15,533,000 PRN   SOLE 15,533,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,484 19,600 SH   SOLE 19,600 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 82,302 1,549,937 SH   SOLE 1,549,937 0 0
ALLSTATE CORP COM 020002101 652 8,000 SH   SOLE 8,000 0 0
ALPHABET INC CAP STK CL A 02079K305 339 400 SH   SOLE 400 0 0
ALPHABET INC CAP STK CL C 02079K107 498 600 SH   SOLE 600 0 0
AMAZON COM INC COM 023135106 1,596 1,800 SH   SOLE 1,800 0 0
AMBER RD INC COM 02318Y108 225 29,200 SH   SOLE 29,200 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 5,433 172,750 SH   SOLE 172,750 0 0
AMDOCS LTD SHS G02602103 525 8,600 SH   SOLE 8,600 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,394 56,600 SH   SOLE 56,600 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 639 6,700 SH   SOLE 6,700 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,280 20,500 SH   SOLE 20,500 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 204 12,100 SH   SOLE 12,100 0 0
AMERICAN TOWER CORP NEW COM 03027X100 7,596 62,500 SH   SOLE 62,500 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 397 5,100 SH   SOLE 5,100 0 0
AMERICAS CAR MART INC COM 03062T105 252 6,900 SH   SOLE 6,900 0 0
AMGEN INC COM 031162100 1,608 9,800 SH   SOLE 9,800 0 0
AMKOR TECHNOLOGY INC COM 031652100 4,167 359,500 SH   SOLE 359,500 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,380 34,000 SH   SOLE 34,000 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,060 73,100 SH   SOLE 73,100 0 0
AMPHENOL CORP NEW CL A 032095101 2,007 28,200 SH   SOLE 28,200 0 0
ANALOG DEVICES INC COM 032654105 11,879 144,950 SH   SOLE 144,950 0 0
ANALOGIC CORP COM PAR $0.05 032657207 1,404 18,500 SH   SOLE 18,500 0 0
ANGIODYNAMICS INC COM 03475V101 899 51,800 SH   SOLE 51,800 0 0
ANI PHARMACEUTICALS INC COM 00182C103 1,312 26,500 SH   SOLE 26,500 0 0
ANIXTER INTL INC COM 035290105 293 3,700 SH   SOLE 3,700 0 0
ANTERO RES CORP COM 03674X106 240 10,500 SH   SOLE 10,500 0 0
ANTHEM INC COM 036752103 7,495 45,321 SH   SOLE 45,321 0 0
AON PLC SHS CL A G0408V102 1,412 11,900 SH   SOLE 11,900 0 0
APACHE CORP COM 037411105 1,829 35,600 SH   SOLE 35,600 0 0
APOLLO INVT CORP COM 03761U106 775 118,100 SH   SOLE 118,100 0 0
APPLE INC COM 037833100 11,665 81,200 SH   SOLE 81,200 0 0
APPLIED MATLS INC COM 038222105 6,461 166,100 SH   SOLE 166,100 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 2,302 41,000 SH   SOLE 41,000 0 0
APTARGROUP INC COM 038336103 493 6,400 SH   SOLE 6,400 0 0
ARAMARK COM 03852U106 7,068 191,700 SH   SOLE 191,700 0 0
ARCH COAL INC CL A 039380407 448 6,500 SH   SOLE 6,500 0 0
ARCHROCK INC COM 03957W106 795 64,100 SH   SOLE 64,100 0 0
ARGAN INC COM 04010E109 2,289 34,600 SH   SOLE 34,600 0 0
ARMSTRONG FLOORING INC COM 04238R106 357 19,400 SH   SOLE 19,400 0 0
ASCENA RETAIL GROUP INC COM 04351G101 2,409 565,600 SH   SOLE 565,600 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 651 12,500 SH   SOLE 12,500 0 0
ASPEN TECHNOLOGY INC COM 045327103 495 8,400 SH   SOLE 8,400 0 0
ASSURED GUARANTY LTD COM G0585R106 1,373 37,000 SH   SOLE 37,000 0 0
ASTEC INDS INC COM 046224101 1,728 28,100 SH   SOLE 28,100 0 0
AT&T INC COM 00206R102 2,082 50,100 SH   SOLE 50,100 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,974 35,600 SH   SOLE 35,600 0 0
ATRION CORP COM 049904105 281 600 SH   SOLE 600 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 655 6,400 SH   SOLE 6,400 0 0
AVISTA CORP COM 05379B107 402 10,300 SH   SOLE 10,300 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 745 1,490,000 SH   SOLE 1,490,000 0 0
AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 14,706 1,490,000 SH   SOLE 1,490,000 0 0
AVNET INC COM 053807103 842 18,400 SH   SOLE 18,400 0 0
AVON PRODS INC COM 054303102 3,748 851,800 SH   SOLE 851,800 0 0
AVX CORP NEW COM 002444107 559 34,100 SH   SOLE 34,100 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 536 8,000 SH   SOLE 8,000 0 0
AXT INC COM 00246W103 477 82,200 SH   SOLE 82,200 0 0
B & G FOODS INC NEW COM 05508R106 10,002 248,500 SH   SOLE 248,500 0 0
B/E AEROSPACE INC COM 073302101 54,399 848,530 SH   SOLE 848,530 0 0
BANC OF CALIFORNIA INC COM 05990K106 4,140 200,000 SH   SOLE 200,000 0 0
BANK HAWAII CORP COM 062540109 577 7,000 SH   SOLE 7,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 5,313 112,500 SH   SOLE 112,500 0 0
BANKRATE INC DEL COM 06647F102 732 75,900 SH   SOLE 75,900 0 0
BARD C R INC COM 067383109 447 1,800 SH   SOLE 1,800 0 0
BARNES & NOBLE INC COM 067774109 585 63,200 SH   SOLE 63,200 0 0
BARRETT BILL CORP COM 06846N104 402 88,400 SH   SOLE 88,400 0 0
BAXTER INTL INC COM 071813109 3,687 71,100 SH   SOLE 71,100 0 0
BB&T CORP COM 054937107 505 11,300 SH   SOLE 11,300 0 0
BEACON ROOFING SUPPLY INC COM 073685109 605 12,300 SH   SOLE 12,300 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,321 108,900 SH   SOLE 108,900 0 0
BECTON DICKINSON & CO COM 075887109 495 2,700 SH   SOLE 2,700 0 0
BED BATH & BEYOND INC COM 075896100 355 9,000 SH   SOLE 9,000 0 0
BELDEN INC COM 077454106 2,318 33,500 SH   SOLE 33,500 0 0
BERKLEY W R CORP COM 084423102 650 9,200 SH   SOLE 9,200 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 800 4,800 SH   SOLE 4,800 0 0
BEST BUY INC COM 086516101 6,979 142,000 SH   SOLE 142,000 0 0
BGC PARTNERS INC CL A 05541T101 701 61,700 SH   SOLE 61,700 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,910 126,500 SH   SOLE 126,500 0 0
BIG LOTS INC COM 089302103 1,280 26,300 SH   SOLE 26,300 0 0
BIO RAD LABS INC CL A 090572207 498 2,500 SH   SOLE 2,500 0 0
BIO TECHNE CORP COM 09073M104 386 3,800 SH   SOLE 3,800 0 0
BIOGEN INC COM 09062X103 246 900 SH   SOLE 900 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,749 54,100 SH   SOLE 54,100 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 3,134 77,200 SH   SOLE 77,200 0 0
BLOCK H & R INC COM 093671105 1,469 63,200 SH   SOLE 63,200 0 0
BMC STK HLDGS INC COM 05591B109 1,180 52,200 SH   SOLE 52,200 0 0
BOEING CO COM 097023105 3,537 20,000 SH   SOLE 20,000 0 0
BOISE CASCADE CO DEL COM 09739D100 1,839 68,858 SH   SOLE 68,858 0 0
BONANZA CREEK ENERGY INC COM 097793103 3,894 3,356,536 SH   SOLE 3,356,536 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 403 11,400 SH   SOLE 11,400 0 0
BOSTON BEER INC CL A 100557107 4,180 28,900 SH   SOLE 28,900 0 0
BOSTON PROPERTIES INC COM 101121101 463 3,500 SH   SOLE 3,500 0 0
BOSTON SCIENTIFIC CORP COM 101137107 368 14,800 SH   SOLE 14,800 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 645 725,000 SH   SOLE 725,000 0 0
BOULEVARD ACQUISITION CL A 10157Q102 15,501 1,547,000 SH   SOLE 1,547,000 0 0
BOX INC CL A 10316T104 893 54,744 SH   SOLE 54,744 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 21,752 400,000 SH Call SOLE 400,000 0 0
BRISTOW GROUP INC COM 110394103 312 20,500 SH   SOLE 20,500 0 0
BROADCOM LTD SHS Y09827109 11,758 53,700 SH   SOLE 53,700 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 510 7,500 SH   SOLE 7,500 0 0
BROOKDALE SR LIVING INC COM 112463104 4,303 320,390 SH   SOLE 320,390 0 0
BROOKS AUTOMATION INC COM 114340102 1,490 66,500 SH   SOLE 66,500 0 0
BUFFALO WILD WINGS INC COM 119848109 1,405 9,200 SH   SOLE 9,200 0 0
BUNGE LIMITED COM G16962105 5,556 70,100 SH   SOLE 70,100 0 0
BURLINGTON STORES INC COM 122017106 5,828 59,900 SH   SOLE 59,900 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 495 6,400 SH   SOLE 6,400 0 0
CA INC COM 12673P105 3,293 103,800 SH   SOLE 103,800 0 0
CABELAS INC COM 126804301 3,578 67,365 SH   SOLE 67,365 0 0
CACI INTL INC CL A 127190304 1,994 17,000 SH   SOLE 17,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,400 44,595 SH   SOLE 44,595 0 0
CAESARS ENTMT CORP COM 127686103 587 61,500 SH   SOLE 61,500 0 0
CAESARSTONE LTD ORD SHS M20598104 624 17,200 SH   SOLE 17,200 0 0
CALATLANTIC GROUP INC COM 128195104 5,209 139,100 SH   SOLE 139,100 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 827 55,000 SH   SOLE 55,000 0 0
CALIX INC COM 13100M509 151 20,800 SH   SOLE 20,800 0 0
CAMPBELL SOUP CO COM 134429109 641 11,200 SH   SOLE 11,200 0 0
CANTEL MEDICAL CORP COM 138098108 1,370 17,100 SH   SOLE 17,100 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/19/202 14055M114 1,188 625,000 SH   SOLE 625,000 0 0
CAPITOL ACQUISITION CORP III COM 14055M106 13,979 1,325,000 SH   SOLE 1,325,000 0 0
CAPITOL FED FINL INC COM 14057J101 639 43,700 SH   SOLE 43,700 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 2,037 193,300 SH   SOLE 193,300 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 1,431 50,600 SH   SOLE 50,600 0 0
CARE COM INC COM 141633107 176 14,100 SH   SOLE 14,100 0 0
CARLISLE COS INC COM 142339100 532 5,000 SH   SOLE 5,000 0 0
CARTER INC COM 146229109 988 11,000 SH   SOLE 11,000 0 0
CBIZ INC COM 124805102 440 32,500 SH   SOLE 32,500 0 0
CBS CORP NEW CL B 124857202 7,630 110,000 SH   SOLE 110,000 0 0
CDK GLOBAL INC COM 12508E101 1,144 17,600 SH   SOLE 17,600 0 0
CDW CORP COM 12514G108 1,674 29,000 SH   SOLE 29,000 0 0
CECO ENVIRONMENTAL CORP COM 125141101 424 40,300 SH   SOLE 40,300 0 0
CELADON GROUP INC COM 150838100 589 89,900 SH   SOLE 89,900 0 0
CELGENE CORP COM 151020104 311 2,500 SH   SOLE 2,500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 454 50,000 SH   SOLE 50,000 0 0
CENTENE CORP DEL COM 15135B101 6,841 96,000 SH   SOLE 96,000 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 406 11,702 SH   SOLE 11,702 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 252 8,258 SH   SOLE 8,258 0 0
CF CORP *W EXP 05/25/202 G20307115 1,541 1,125,000 SH   SOLE 1,125,000 0 0
CF CORP SHS CL A G20307107 22,523 2,250,000 SH   SOLE 2,250,000 0 0
CHARLES RIV LABS INTL INC COM 159864107 405 4,500 SH   SOLE 4,500 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 9,820 30,000 SH   SOLE 30,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,455 7,500 SH Call SOLE 7,500 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 452 4,400 SH   SOLE 4,400 0 0
CHEESECAKE FACTORY INC COM 163072101 729 11,500 SH   SOLE 11,500 0 0
CHEMTURA CORP COM NEW 163893209 46,685 1,397,766 SH   SOLE 1,397,766 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 31,734 46,701,000 PRN   SOLE 46,701,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 239 40,300 SH   SOLE 40,300 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 5,889 191,500 SH   SOLE 191,500 0 0
CHICOS FAS INC COM 168615102 1,552 109,300 SH   SOLE 109,300 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 240 2,400 SH   SOLE 2,400 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,879 4,217 SH   SOLE 4,217 0 0
CHOICE HOTELS INTL INC COM 169905106 444 7,100 SH   SOLE 7,100 0 0
CIENA CORP COM NEW 171779309 4,840 205,000 SH   SOLE 205,000 0 0
CIGNA CORPORATION COM 125509109 7,963 54,360 SH   SOLE 54,360 0 0
CIMAREX ENERGY CO COM 171798101 251 2,100 SH   SOLE 2,100 0 0
CINCINNATI FINL CORP COM 172062101 549 7,600 SH   SOLE 7,600 0 0
CINTAS CORP COM 172908105 506 4,000 SH   SOLE 4,000 0 0
CIRRUS LOGIC INC COM 172755100 4,521 74,500 SH   SOLE 74,500 0 0
CISCO SYS INC COM 17275R102 11,658 344,900 SH   SOLE 344,900 0 0
CIT GROUP INC COM NEW 125581801 5,366 125,000 SH   SOLE 125,000 0 0
CIT GROUP INC COM NEW 125581801 32,412 755,000 SH Put SOLE 755,000 0 0
CITI TRENDS INC COM 17306X102 281 16,500 SH   SOLE 16,500 0 0
CITIGROUP INC COM NEW 172967424 1,951 32,610 SH   SOLE 32,610 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 1,105 241,200 SH   SOLE 241,200 0 0
CMS ENERGY CORP COM 125896100 470 10,500 SH   SOLE 10,500 0 0
COACH INC COM 189754104 16,532 400,000 SH Put SOLE 400,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 24,400 95,798,000 PRN   SOLE 95,798,000 0 0
COCA COLA CO COM 191216100 11,259 265,300 SH   SOLE 265,300 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 10,745 285,100 SH   SOLE 285,100 0 0
COHEN & STEERS INC COM 19247A100 1,147 28,700 SH   SOLE 28,700 0 0
COLGATE PALMOLIVE CO COM 194162103 2,123 29,000 SH   SOLE 29,000 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 347 14,000 SH   SOLE 14,000 0 0
COMCAST CORP NEW CL A 20030N101 8,074 214,800 SH   SOLE 214,800 0 0
COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 5,839 113,380 SH   SOLE 113,380 0 0
COMFORT SYS USA INC COM 199908104 1,045 28,500 SH   SOLE 28,500 0 0
COMMERCE BANCSHARES INC COM 200525103 556 9,900 SH   SOLE 9,900 0 0
COMMSCOPE HLDG CO INC COM 20337X109 8,471 203,100 SH   SOLE 203,100 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 10,142 1,143,442 SH   SOLE 1,143,442 0 0
COMPASS MINERALS INTL INC COM 20451N101 360 5,300 SH   SOLE 5,300 0 0
COMPUTER SCIENCES CORP COM 205363104 10,352 150,000 SH   SOLE 150,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 7,617 47,000 SH   SOLE 47,000 0 0
CONVERGYS CORP COM 212485106 2,371 112,100 SH   SOLE 112,100 0 0
CONYERS PK ACQUISITION UNIT 99/99/99991 212894208 3,773 334,175 SH   SOLE 334,175 0 0
COOPER COS INC COM NEW 216648402 400 2,000 SH   SOLE 2,000 0 0
COOPER STD HLDGS INC COM 21676P103 2,119 19,100 SH   SOLE 19,100 0 0
COOPER TIRE & RUBR CO COM 216831107 1,051 23,700 SH   SOLE 23,700 0 0
COPA HOLDINGS SA CL A P31076105 1,055 9,400 SH   SOLE 9,400 0 0
CORELOGIC INC COM 21871D103 4,691 115,200 SH   SOLE 115,200 0 0
CORNING INC COM 219350105 470 17,400 SH   SOLE 17,400 0 0
COSTAMARE INC SHS Y1771G102 1,012 152,000 SH   SOLE 152,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 4,528 27,000 SH   SOLE 27,000 0 0
COTIVITI HLDGS INC COM 22164K101 1,753 42,100 SH   SOLE 42,100 0 0
COTT CORP QUE COM 22163N106 334 27,027 SH   SOLE 27,027 0 0
COTY INC COM CL A 222070203 2,174 119,900 SH   SOLE 119,900 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 344 18,300 SH   SOLE 18,300 0 0
CRA INTL INC COM 12618T105 403 11,400 SH   SOLE 11,400 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 2,564 16,100 SH   SOLE 16,100 0 0
CRANE CO COM 224399105 2,941 39,300 SH   SOLE 39,300 0 0
CROCS INC COM 227046109 1,731 244,800 SH   SOLE 244,800 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 491 5,200 SH   SOLE 5,200 0 0
CROWN HOLDINGS INC COM 228368106 1,800 34,000 SH   SOLE 34,000 0 0
CSRA INC COM 12650T104 4,019 137,200 SH   SOLE 137,200 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 9,844 7,500,000 PRN   SOLE 7,500,000 0 0
CUBIC CORP COM 229669106 1,679 31,800 SH   SOLE 31,800 0 0
CURTISS WRIGHT CORP COM 231561101 3,340 36,600 SH   SOLE 36,600 0 0
CVS HEALTH CORP COM 126650100 1,570 20,000 SH   SOLE 20,000 0 0
DAKTRONICS INC COM 234264109 263 27,800 SH   SOLE 27,800 0 0
DANAHER CORP DEL COM 235851102 718 8,400 SH   SOLE 8,400 0 0
DARDEN RESTAURANTS INC COM 237194105 3,523 42,100 SH   SOLE 42,100 0 0
DAVITA INC COM 23918K108 5,438 80,000 SH   SOLE 80,000 0 0
DEAN FOODS CO NEW COM NEW 242370203 983 50,000 SH   SOLE 50,000 0 0
DEERE & CO COM 244199105 1,622 14,900 SH   SOLE 14,900 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 392 21,700 SH   SOLE 21,700 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 19,751 308,228 SH   SOLE 308,228 0 0
DELUXE CORP COM 248019101 577 8,000 SH   SOLE 8,000 0 0
DENNYS CORP COM 24869P104 833 67,300 SH   SOLE 67,300 0 0
DHI GROUP INC COM 23331S100 177 44,894 SH   SOLE 44,894 0 0
DICKS SPORTING GOODS INC COM 253393102 2,229 45,800 SH   SOLE 45,800 0 0
DILLARDS INC CL A 254067101 3,719 71,200 SH   SOLE 71,200 0 0
DIME CMNTY BANCSHARES COM 253922108 221 10,900 SH   SOLE 10,900 0 0
DINEEQUITY INC COM 254423106 2,683 49,300 SH   SOLE 49,300 0 0
DIODES INC COM 254543101 712 29,600 SH   SOLE 29,600 0 0
DISCOVER FINL SVCS COM 254709108 492 7,200 SH   SOLE 7,200 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,956 101,600 SH   SOLE 101,600 0 0
DISH NETWORK CORP CL A 25470M109 1,181 18,600 SH   SOLE 18,600 0 0
DISNEY WALT CO COM DISNEY 254687106 8,504 75,000 SH   SOLE 75,000 0 0
DOLLAR GEN CORP NEW COM 256677105 1,743 25,000 SH   SOLE 25,000 0 0
DOLLAR TREE INC COM 256746108 1,146 14,600 SH   SOLE 14,600 0 0
DOMINOS PIZZA INC COM 25754A201 313 1,700 SH   SOLE 1,700 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 839 43,500 SH   SOLE 43,500 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 840 1,500,000 SH   SOLE 1,500,000 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 16,000 1,600,000 SH   SOLE 1,600,000 0 0
DOUGLAS EMMETT INC COM 25960P109 449 11,700 SH   SOLE 11,700 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,449 14,800 SH   SOLE 14,800 0 0
DTE ENERGY CO COM 233331107 480 4,700 SH   SOLE 4,700 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 72,274 899,717 SH   SOLE 899,717 0 0
DUCOMMUN INC DEL COM 264147109 440 15,300 SH   SOLE 15,300 0 0
DUNKIN BRANDS GROUP INC COM 265504100 4,106 75,100 SH   SOLE 75,100 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 343 9,048 SH   SOLE 9,048 0 0
DYCOM INDS INC COM 267475101 2,305 24,800 SH   SOLE 24,800 0 0
DYNEGY INC NEW DEL COM 26817R108 1,100 140,000 SH   SOLE 140,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 13,230 225,000 SH   SOLE 225,000 0 0
EAGLE MATERIALS INC COM 26969P108 321 3,300 SH   SOLE 3,300 0 0
EARTHSTONE ENERGY INC COM NEW 27032D205 1,241 97,276 SH   SOLE 97,276 0 0
EBIX INC COM NEW 278715206 1,164 18,999 SH   SOLE 18,999 0 0
ECHOSTAR CORP CL A 278768106 524 9,200 SH   SOLE 9,200 0 0
ELBIT SYS LTD ORD M3760D101 966 8,500 SH   SOLE 8,500 0 0
ELECTRONIC ARTS INC COM 285512109 3,071 34,300 SH   SOLE 34,300 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 275 612,000 SH   SOLE 612,000 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 8,067 812,000 SH   SOLE 812,000 0 0
ELLIS PERRY INTL INC COM 288853104 335 15,600 SH   SOLE 15,600 0 0
ENBRIDGE INC COM 29250N105 230 5,500 SH   SOLE 5,500 0 0
ENDO INTL PLC SHS G30401106 5,134 460,000 SH   SOLE 460,000 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 503 64,100 SH   SOLE 64,100 0 0
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ENGILITY HLDGS INC NEW COM 29286C107 648 22,400 SH   SOLE 22,400 0 0
ENVESTNET INC COM 29404K106 2,557 79,153 SH   SOLE 79,153 0 0
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EP ENERGY CORP CL A 268785102 369 77,700 SH   SOLE 77,700 0 0
EPLUS INC COM 294268107 392 2,900 SH   SOLE 2,900 0 0
EQT CORP COM 26884L109 257 4,200 SH   SOLE 4,200 0 0
EROS INTL PLC SHS NEW G3788M114 248 24,100 SH   SOLE 24,100 0 0
ESSENDANT INC COM 296689102 514 33,900 SH   SOLE 33,900 0 0
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EURONET WORLDWIDE INC COM 298736109 5,037 58,900 SH   SOLE 58,900 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 3,164 2,500,000 PRN   SOLE 2,500,000 0 0
EVEREST RE GROUP LTD COM G3223R108 538 2,300 SH   SOLE 2,300 0 0
EVERTEC INC COM 30040P103 720 45,300 SH   SOLE 45,300 0 0
EXELIXIS INC COM 30161Q104 1,255 57,900 SH   SOLE 57,900 0 0
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EXPRESS INC COM 30219E103 1,188 130,372 SH   SOLE 130,372 0 0
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EXXON MOBIL CORP COM 30231G102 2,190 26,700 SH   SOLE 26,700 0 0
F5 NETWORKS INC COM 315616102 328 2,300 SH   SOLE 2,300 0 0
FACEBOOK INC CL A 30303M102 9,418 66,300 SH   SOLE 66,300 0 0
FACTSET RESH SYS INC COM 303075105 462 2,800 SH   SOLE 2,800 0 0
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FIDELITY NATL INFORMATION SV COM 31620M106 10,064 126,400 SH   SOLE 126,400 0 0
FINISAR CORP COM NEW 31787A507 1,211 44,300 SH   SOLE 44,300 0 0
FINISH LINE INC CL A 317923100 3,074 216,000 SH   SOLE 216,000 0 0
FIREEYE INC COM 31816Q101 1,892 150,000 SH Call SOLE 150,000 0 0
FIRST BANCORP P R COM NEW 318672706 989 175,000 SH   SOLE 175,000 0 0
FIRST BUSEY CORP COM NEW 319383204 409 13,900 SH   SOLE 13,900 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 485 36,600 SH   SOLE 36,600 0 0
FIRST DATA CORP NEW COM CL A 32008D106 4,191 270,400 SH   SOLE 270,400 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 6,748 284,979 SH   SOLE 284,979 0 0
FIRST SOLAR INC COM 336433107 398 14,700 SH   SOLE 14,700 0 0
FISERV INC COM 337738108 623 5,400 SH   SOLE 5,400 0 0
FIVE BELOW INC COM 33829M101 1,529 35,300 SH   SOLE 35,300 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,166 7,700 SH   SOLE 7,700 0 0
FLEX LTD ORD Y2573F102 3,830 227,978 SH   SOLE 227,978 0 0
FLIR SYS INC COM 302445101 345 9,500 SH   SOLE 9,500 0 0
FNB CORP PA COM 302520101 1,115 75,000 SH   SOLE 75,000 0 0
FOOT LOCKER INC COM 344849104 1,676 22,400 SH   SOLE 22,400 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 376 32,300 SH   SOLE 32,300 0 0
FORRESTER RESH INC COM 346563109 223 5,600 SH   SOLE 5,600 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,314 21,600 SH   SOLE 21,600 0 0
FRANCESCAS HLDGS CORP COM 351793104 2,461 160,300 SH   SOLE 160,300 0 0
FREEPORT-MCMORAN INC CL B 35671D857 8,949 669,832 SH   SOLE 669,832 0 0
FREEPORT-MCMORAN INC CL B 35671D857 33,400 2,500,000 SH Call SOLE 2,500,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 3,072 1,435,500 SH   SOLE 1,435,500 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 35,019 710,975 SH   SOLE 710,975 0 0
FTD COS INC COM 30281V108 299 14,853 SH   SOLE 14,853 0 0
FTI CONSULTING INC COM 302941109 1,931 46,900 SH   SOLE 46,900 0 0
FUTUREFUEL CORPORATION COM 36116M106 274 19,300 SH   SOLE 19,300 0 0
GAMESTOP CORP NEW CL A 36467W109 7,027 311,600 SH   SOLE 311,600 0 0
GAP INC DEL COM 364760108 6,945 285,900 SH   SOLE 285,900 0 0
GARMIN LTD SHS H2906T109 348 6,800 SH   SOLE 6,800 0 0
GARTNER INC COM 366651107 410 3,800 SH   SOLE 3,800 0 0
GENERAC HLDGS INC COM 368736104 3,195 85,700 SH   SOLE 85,700 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 955 53,200 SH   SOLE 53,200 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 14,625 18,883,000 PRN   SOLE 18,883,000 0 0
GENERAL DYNAMICS CORP COM 369550108 580 3,100 SH   SOLE 3,100 0 0
GENERAL ELECTRIC CO COM 369604103 760 25,500 SH   SOLE 25,500 0 0
GENERAL MLS INC COM 370334104 19,473 330,000 SH Call SOLE 330,000 0 0
GENERAL MTRS CO COM 37045V100 354 10,000 SH   SOLE 10,000 0 0
GENPACT LIMITED SHS G3922B107 4,336 175,122 SH   SOLE 175,122 0 0
GENTEX CORP COM 371901109 478 22,400 SH   SOLE 22,400 0 0
GIBRALTAR INDS INC COM 374689107 614 14,900 SH   SOLE 14,900 0 0
GILEAD SCIENCES INC COM 375558103 5,312 78,216 SH   SOLE 78,216 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 836 24,300 SH   SOLE 24,300 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 175 448,000 SH   SOLE 448,000 0 0
GLOBANT S A COM L44385109 1,121 30,800 SH   SOLE 30,800 0 0
GMS INC COM 36251C103 2,425 69,200 SH   SOLE 69,200 0 0
GNC HLDGS INC COM CL A 36191G107 1,067 145,000 SH   SOLE 145,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 282 10,080 SH   SOLE 10,080 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 230 30,000 SH   SOLE 30,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 413 1,800 SH   SOLE 1,800 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,465 40,700 SH   SOLE 40,700 0 0
GORES HLDGS II INC UNIT 99/99/9999 382867208 6,174 600,000 SH   SOLE 600,000 0 0
GORMAN RUPP CO COM 383082104 248 7,900 SH   SOLE 7,900 0 0
GRACE W R & CO DEL NEW COM 38388F108 760 10,900 SH   SOLE 10,900 0 0
GRAHAM HLDGS CO COM 384637104 2,458 4,100 SH   SOLE 4,100 0 0
GRAY TELEVISION INC COM 389375106 2,323 160,200 SH   SOLE 160,200 0 0
GREENBRIER COS INC COM 393657101 2,712 62,925 SH   SOLE 62,925 0 0
GRIFFON CORP COM 398433102 892 36,200 SH   SOLE 36,200 0 0
GTT COMMUNICATIONS INC COM 362393100 704 28,900 SH   SOLE 28,900 0 0
GTY TECHNOLOGY HOLDINGS INC *W EXP 99/99/999 G4182A128 657 566,666 SH   SOLE 566,666 0 0
GTY TECHNOLOGY HOLDINGS INC CL A G4182A102 17,071 1,699,998 SH   SOLE 1,699,998 0 0
GULFPORT ENERGY CORP COM NEW 402635304 5,002 290,986 SH   SOLE 290,986 0 0
HAEMONETICS CORP COM 405024100 3,814 94,000 SH   SOLE 94,000 0 0
HALCON RES CORP COM PAR NEW 40537Q605 1,380 179,200 SH   SOLE 179,200 0 0
HALYARD HEALTH INC COM 40650V100 1,969 51,700 SH   SOLE 51,700 0 0
HARMONIC INC COM 413160102 479 80,500 SH   SOLE 80,500 0 0
HARRIS CORP DEL COM 413875105 523 4,700 SH   SOLE 4,700 0 0
HARSCO CORP COM 415864107 1,154 90,500 SH   SOLE 90,500 0 0
HASBRO INC COM 418056107 4,991 50,000 SH   SOLE 50,000 0 0
HCA HOLDINGS INC COM 40412C101 3,132 35,200 SH   SOLE 35,200 0 0
HEALTHEQUITY INC COM 42226A107 1,189 28,000 SH   SOLE 28,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 497 11,600 SH   SOLE 11,600 0 0
HEARTLAND FINL USA INC COM 42234Q102 5,569 111,500 SH   SOLE 111,500 0 0
HELEN OF TROY CORP LTD COM G4388N106 339 3,600 SH   SOLE 3,600 0 0
HENRY JACK & ASSOC INC COM 426281101 633 6,800 SH   SOLE 6,800 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,326 22,800 SH   SOLE 22,800 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 22,504 23,500,000 PRN   SOLE 23,500,000 0 0
HERSHEY CO COM 427866108 7,997 73,200 SH   SOLE 73,200 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 1,877 107,000 SH   SOLE 107,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 15,642 660,000 SH   SOLE 660,000 0 0
HIBBETT SPORTS INC COM 428567101 2,342 79,400 SH   SOLE 79,400 0 0
HIGHWOODS PPTYS INC COM 431284108 462 9,400 SH   SOLE 9,400 0 0
HILL ROM HLDGS INC COM 431475102 2,040 28,900 SH   SOLE 28,900 0 0
HMS HLDGS CORP COM 40425J101 809 39,780 SH   SOLE 39,780 0 0
HOLLYFRONTIER CORP COM 436106108 964 34,000 SH   SOLE 34,000 0 0
HOME DEPOT INC COM 437076102 4,508 30,700 SH   SOLE 30,700 0 0
HOMESTREET INC COM 43785V102 6,708 240,000 SH   SOLE 240,000 0 0
HONEYWELL INTL INC COM 438516106 437 3,500 SH   SOLE 3,500 0 0
HORTONWORKS INC COM 440894103 253 25,800 SH   SOLE 25,800 0 0
HP INC COM 40434L105 6,524 364,900 SH   SOLE 364,900 0 0
HRG GROUP INC COM 40434J100 3,102 160,541 SH   SOLE 160,541 0 0
HUBBELL INC COM 443510607 624 5,200 SH   SOLE 5,200 0 0
HUDSON TECHNOLOGIES INC COM 444144109 249 37,800 SH   SOLE 37,800 0 0
HUNTSMAN CORP COM 447011107 5,455 222,300 SH   SOLE 222,300 0 0
ICHOR HOLDINGS SHS G4740B105 232 11,700 SH   SOLE 11,700 0 0
ICON PLC SHS G4705A100 2,695 33,800 SH   SOLE 33,800 0 0
ICONIX BRAND GROUP INC COM 451055107 473 62,900 SH   SOLE 62,900 0 0
ICU MED INC COM 44930G107 1,206 7,900 SH   SOLE 7,900 0 0
IDEX CORP COM 45167R104 692 7,400 SH   SOLE 7,400 0 0
ILLINOIS TOOL WKS INC COM 452308109 715 5,400 SH   SOLE 5,400 0 0
INC RESH HLDGS INC CL A 45329R109 735 16,035 SH   SOLE 16,035 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 213 10,300 SH   SOLE 10,300 0 0
INGERSOLL-RAND PLC SHS G47791101 1,399 17,200 SH   SOLE 17,200 0 0
INGLES MKTS INC CL A 457030104 462 10,700 SH   SOLE 10,700 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,096 20,300 SH   SOLE 20,300 0 0
INNOVIVA INC COM 45781M101 766 55,400 SH   SOLE 55,400 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,746 42,500 SH   SOLE 42,500 0 0
INTEGER HLDGS CORP COM 45826H109 1,331 33,100 SH   SOLE 33,100 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 22,712 13,000,000 PRN   SOLE 13,000,000 0 0
INTELSAT S A COM L5140P101 356 85,900 SH   SOLE 85,900 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 443 7,400 SH   SOLE 7,400 0 0
INTERDIGITAL INC COM 45867G101 3,530 40,900 SH   SOLE 40,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,985 11,400 SH   SOLE 11,400 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 2,365 99,800 SH   SOLE 99,800 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 228 9,100 SH   SOLE 9,100 0 0
INTUIT COM 461202103 1,775 15,300 SH   SOLE 15,300 0 0
INVESTAR HLDG CORP COM 46134L105 1,232 56,250 SH   SOLE 56,250 0 0
INVESTORS BANCORP INC NEW COM 46146L101 574 39,900 SH   SOLE 39,900 0 0
IONIS PHARMACEUTICALS INC COM 462222100 2,605 64,800 SH   SOLE 64,800 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 641 66,380 SH   SOLE 66,380 0 0
ISHARES TR IBOXX INV CP ETF 464287242 97,276 825,000 SH   SOLE 825,000 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 4,459 137,000 SH Call SOLE 137,000 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 5,970 50,524 SH   SOLE 50,524 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 10,311 75,000 SH Call SOLE 75,000 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 81 19,100 SH   SOLE 19,100 0 0
JABIL CIRCUIT INC COM 466313103 5,584 193,100 SH   SOLE 193,100 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 4,837 87,500 SH   SOLE 87,500 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,888 19,900 SH   SOLE 19,900 0 0
JD COM INC SPON ADR CL A 47215P106 6,222 200,000 SH   SOLE 200,000 0 0
JOHNSON & JOHNSON COM 478160104 2,466 19,800 SH   SOLE 19,800 0 0
JONES ENERGY INC COM CL A 48019R108 3,357 1,316,384 SH   SOLE 1,316,384 0 0
JPMORGAN CHASE & CO COM 46625H100 509 5,800 SH   SOLE 5,800 0 0
JUNIPER NETWORKS INC COM 48203R104 2,866 103,000 SH   SOLE 103,000 0 0
K12 INC COM 48273U102 755 39,400 SH   SOLE 39,400 0 0
KADANT INC COM 48282T104 231 3,900 SH   SOLE 3,900 0 0
KAMAN CORP COM 483548103 1,689 35,100 SH   SOLE 35,100 0 0
KAYNE ANDERSON ACQUISITION UNIT 06/30/2022 48661U201 25,050 2,500,000 SH   SOLE 2,500,000 0 0
KB HOME COM 48666K109 1,656 83,300 SH   SOLE 83,300 0 0
KEARNY FINL CORP MD COM 48716P108 546 36,300 SH   SOLE 36,300 0 0
KELLOGG CO COM 487836108 443 6,100 SH   SOLE 6,100 0 0
KEMET CORP COM NEW 488360207 326 27,200 SH   SOLE 27,200 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 351 9,700 SH   SOLE 9,700 0 0
KILROY RLTY CORP COM 49427F108 447 6,200 SH   SOLE 6,200 0 0
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KIMBERLY CLARK CORP COM 494368103 2,593 19,700 SH   SOLE 19,700 0 0
KIMCO RLTY CORP COM 49446R109 400 18,100 SH   SOLE 18,100 0 0
KINDRED HEALTHCARE INC COM 494580103 1,487 178,100 SH   SOLE 178,100 0 0
KLA-TENCOR CORP COM 482480100 5,951 62,600 SH   SOLE 62,600 0 0
KLX INC COM 482539103 1,269 28,400 SH   SOLE 28,400 0 0
KNIGHT TRANSN INC COM 499064103 1,254 40,000 SH   SOLE 40,000 0 0
KORN FERRY INTL COM NEW 500643200 1,023 32,500 SH   SOLE 32,500 0 0
KRATON CORPORATION COM 50077C106 2,676 86,541 SH   SOLE 86,541 0 0
KROGER CO COM 501044101 1,032 35,000 SH   SOLE 35,000 0 0
KRONOS WORLDWIDE INC COM 50105F105 228 13,854 SH   SOLE 13,854 0 0
L BRANDS INC COM 501797104 1,973 41,900 SH   SOLE 41,900 0 0
L3 TECHNOLOGIES INC COM 502413107 496 3,000 SH   SOLE 3,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 459 3,200 SH   SOLE 3,200 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 448 6,000 SH   SOLE 6,000 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 345 500,000 SH   SOLE 500,000 0 0
LANDCADIA HLDGS INC CL A 51476W107 4,990 500,000 SH   SOLE 500,000 0 0
LANNET INC COM 516012101 650 29,100 SH   SOLE 29,100 0 0
LANTHEUS HLDGS INC COM 516544103 465 37,200 SH   SOLE 37,200 0 0
LEGG MASON INC COM 524901105 4,604 127,500 SH   SOLE 127,500 0 0
LEGGETT & PLATT INC COM 524660107 564 11,200 SH   SOLE 11,200 0 0
LEIDOS HLDGS INC COM 525327102 3,467 67,800 SH   SOLE 67,800 0 0
LENNAR CORP CL A 526057104 415 8,100 SH   SOLE 8,100 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 68,406 1,195,489 SH   SOLE 1,195,489 0 0
LIBBEY INC COM 529898108 227 15,600 SH   SOLE 15,600 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,471 13,900 SH   SOLE 13,900 0 0
LILLY ELI & CO COM 532457108 5,206 61,900 SH   SOLE 61,900 0 0
LINDSAY CORP COM 535555106 2,124 24,100 SH   SOLE 24,100 0 0
LITTELFUSE INC COM 537008104 432 2,700 SH   SOLE 2,700 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,157 38,100 SH   SOLE 38,100 0 0
LKQ CORP COM 501889208 386 13,200 SH   SOLE 13,200 0 0
LOCKHEED MARTIN CORP COM 539830109 2,649 9,900 SH   SOLE 9,900 0 0
LOUISIANA PAC CORP COM 546347105 1,842 74,218 SH   SOLE 74,218 0 0
LOWES COS INC COM 548661107 11,246 136,800 SH   SOLE 136,800 0 0
LSB INDS INC COM 502160104 804 85,700 SH   SOLE 85,700 0 0
LULULEMON ATHLETICA INC COM 550021109 1,011 19,500 SH   SOLE 19,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,827 31,000 SH   SOLE 31,000 0 0
M & T BK CORP COM 55261F104 433 2,800 SH   SOLE 2,800 0 0
M D C HLDGS INC COM 552676108 962 32,000 SH   SOLE 32,000 0 0
MACERICH CO COM 554382101 1,294 20,100 SH   SOLE 20,100 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,072 13,300 SH   SOLE 13,300 0 0
MACYS INC COM 55616P104 2,964 100,000 SH   SOLE 100,000 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 892 4,464 SH   SOLE 4,464 0 0
MAGELLAN HEALTH INC COM NEW 559079207 2,265 32,800 SH   SOLE 32,800 0 0
MAGNA INTL INC COM 559222401 5,315 123,139 SH   SOLE 123,139 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,282 51,200 SH   SOLE 51,200 0 0
MARATHON OIL CORP COM 565849106 1,280 81,000 SH   SOLE 81,000 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4,067 40,700 SH   SOLE 40,700 0 0
MARSH & MCLENNAN COS INC COM 571748102 746 10,100 SH   SOLE 10,100 0 0
MASIMO CORP COM 574795100 7,461 80,000 SH   SOLE 80,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,800 16,000 SH   SOLE 16,000 0 0
MATLIN & PARTNERS ACQUISITIO UNIT 05/28/2021A 57682V205 5,010 500,000 SH   SOLE 500,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 432 9,600 SH   SOLE 9,600 0 0
MAXIMUS INC COM 577933104 4,976 80,000 SH   SOLE 80,000 0 0
MCDERMOTT INTL INC COM 580037109 348 51,600 SH   SOLE 51,600 0 0
MCGRATH RENTCORP COM 580589109 457 13,600 SH   SOLE 13,600 0 0
MCKESSON CORP COM 58155Q103 13,121 88,500 SH   SOLE 88,500 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 33,142 372,042 SH   SOLE 372,042 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 32,113 360,500 SH Call SOLE 360,500 0 0
MEDPACE HLDGS INC COM 58506Q109 761 25,500 SH   SOLE 25,500 0 0
MEDTRONIC PLC SHS G5960L103 9,603 119,200 SH   SOLE 119,200 0 0
MEETME INC COM 585141104 1,312 222,800 SH   SOLE 222,800 0 0
MERCER INTL INC COM 588056101 242 20,700 SH   SOLE 20,700 0 0
MERCK & CO INC COM 58933Y105 432 6,800 SH   SOLE 6,800 0 0
MEREDITH CORP COM 589433101 801 12,400 SH   SOLE 12,400 0 0
METHODE ELECTRS INC COM 591520200 629 13,800 SH   SOLE 13,800 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 479 1,000 SH   SOLE 1,000 0 0
MGP INGREDIENTS INC NEW COM 55303J106 222 4,100 SH   SOLE 4,100 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 7,157 97,000 SH   SOLE 97,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 15,073 10,500,000 PRN   SOLE 10,500,000 0 0
MICRON TECHNOLOGY INC COM 595112103 6,159 213,100 SH   SOLE 213,100 0 0
MIDDLEBY CORP COM 596278101 1,324 9,700 SH   SOLE 9,700 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,543 45,000 SH   SOLE 45,000 0 0
MILACRON HLDGS CORP COM 59870L106 912 49,000 SH   SOLE 49,000 0 0
MITEL NETWORKS CORP COM 60671Q104 576 83,100 SH   SOLE 83,100 0 0
MOBILE MINI INC COM 60740F105 306 10,033 SH   SOLE 10,033 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 57,254 932,474 SH   SOLE 932,474 0 0
MOHAWK INDS INC COM 608190104 10,327 45,000 SH   SOLE 45,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 10,226 8,000,000 PRN   SOLE 8,000,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 27,277 285,000 SH   SOLE 285,000 0 0
MONDELEZ INTL INC CL A 609207105 12,924 300,000 SH Call SOLE 300,000 0 0
MOVADO GROUP INC COM 624580106 664 26,600 SH   SOLE 26,600 0 0
MSA SAFETY INC COM 553498106 2,898 41,000 SH   SOLE 41,000 0 0
MSC INDL DIRECT INC CL A 553530106 473 4,600 SH   SOLE 4,600 0 0
MUELLER WTR PRODS INC COM SER A 624758108 635 53,700 SH   SOLE 53,700 0 0
MURPHY OIL CORP COM 626717102 1,341 46,900 SH   SOLE 46,900 0 0
MURPHY USA INC COM 626755102 3,671 50,000 SH   SOLE 50,000 0 0
MYLAN N V SHS EURO N59465109 10,457 268,209 SH   SOLE 268,209 0 0
MYOKARDIA INC COM 62857M105 156 11,900 SH   SOLE 11,900 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,116 238,400 SH   SOLE 238,400 0 0
NASDAQ INC COM 631103108 521 7,500 SH   SOLE 7,500 0 0
NATIONAL HEALTHCARE CORP COM 635906100 207 2,900 SH   SOLE 2,900 0 0
NATIONAL INSTRS CORP COM 636518102 550 16,900 SH   SOLE 16,900 0 0
NATIONAL PRESTO INDS INC COM 637215104 399 3,900 SH   SOLE 3,900 0 0
NATUS MEDICAL INC DEL COM 639050103 267 6,800 SH   SOLE 6,800 0 0
NAUTILUS INC COM 63910B102 335 18,369 SH   SOLE 18,369 0 0
NAVIENT CORPORATION COM 63938C108 7,011 475,000 SH   SOLE 475,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,595 64,800 SH   SOLE 64,800 0 0
NCR CORP NEW COM 62886E108 6,400 140,100 SH   SOLE 140,100 0 0
NELNET INC CL A 64031N108 2,193 50,000 SH   SOLE 50,000 0 0
NEOPHOTONICS CORP COM 64051T100 1,114 123,600 SH   SOLE 123,600 0 0
NETGEAR INC COM 64111Q104 243 4,900 SH   SOLE 4,900 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 414 29,600 SH   SOLE 29,600 0 0
NEWELL BRANDS INC COM 651229106 21,826 462,700 SH   SOLE 462,700 0 0
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 464 27,300 SH   SOLE 27,300 0 0
NIC INC COM 62914B100 1,414 70,000 SH   SOLE 70,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 318 7,700 SH   SOLE 7,700 0 0
NN INC COM 629337106 381 15,100 SH   SOLE 15,100 0 0
NOBLE ENERGY INC COM 655044105 216 6,300 SH   SOLE 6,300 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 8,491 741,571 SH   SOLE 741,571 0 0
NORDSTROM INC COM 655664100 6,571 141,100 SH   SOLE 141,100 0 0
NORTHROP GRUMMAN CORP COM 666807102 523 2,200 SH   SOLE 2,200 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 616 36,600 SH   SOLE 36,600 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 5,124 101,000 SH   SOLE 101,000 0 0
NUCOR CORP COM 670346105 317 5,300 SH   SOLE 5,300 0 0
NVE CORP COM NEW 629445206 265 3,200 SH   SOLE 3,200 0 0
NVR INC COM 62944T105 421 200 SH   SOLE 200 0 0
NXP SEMICONDUCTORS N V COM N6596X109 110,685 1,069,421 SH   SOLE 1,069,421 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 10,822 40,104 SH   SOLE 40,104 0 0
OCEANFIRST FINL CORP COM 675234108 411 14,600 SH   SOLE 14,600 0 0
OIL STS INTL INC COM 678026105 759 22,900 SH   SOLE 22,900 0 0
OLD DOMINION FGHT LINES INC COM 679580100 402 4,700 SH   SOLE 4,700 0 0
OLD REP INTL CORP COM 680223104 508 24,800 SH   SOLE 24,800 0 0
OLIN CORP COM PAR $1 680665205 641 19,500 SH   SOLE 19,500 0 0
OMEGA PROTEIN CORP COM 68210P107 465 23,200 SH   SOLE 23,200 0 0
OMNICOM GROUP INC COM 681919106 578 6,700 SH   SOLE 6,700 0 0
ON SEMICONDUCTOR CORP COM 682189105 6,439 415,700 SH   SOLE 415,700 0 0
ONEOK INC NEW COM 682680103 881 15,900 SH   SOLE 15,900 0 0
OPUS BK IRVINE CALIF COM 684000102 2,015 100,000 SH   SOLE 100,000 0 0
ORACLE CORP COM 68389X105 11,599 260,000 SH   SOLE 260,000 0 0
ORBCOMM INC COM 68555P100 848 88,800 SH   SOLE 88,800 0 0
ORITANI FINL CORP DEL COM 68633D103 614 36,100 SH   SOLE 36,100 0 0
OSHKOSH CORP COM 688239201 631 9,200 SH   SOLE 9,200 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 542 140,400 SH   SOLE 140,400 0 0
OWENS & MINOR INC NEW COM 690732102 377 10,900 SH   SOLE 10,900 0 0
OWENS ILL INC COM NEW 690768403 2,998 147,101 SH   SOLE 147,101 0 0
OXFORD INDS INC COM 691497309 2,245 39,200 SH   SOLE 39,200 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 119 17,300 SH   SOLE 17,300 0 0
PALO ALTO NETWORKS INC COM 697435105 2,152 19,101 SH   SOLE 19,101 0 0
PAREXEL INTL CORP COM 699462107 4,569 72,400 SH   SOLE 72,400 0 0
PATHEON N V SHS N6865W105 1,767 67,100 SH   SOLE 67,100 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 2,987 3,000,000 PRN   SOLE 3,000,000 0 0
PATTERSON COMPANIES INC COM 703395103 1,182 26,129 SH   SOLE 26,129 0 0
PAYCHEX INC COM 704326107 554 9,400 SH   SOLE 9,400 0 0
PAYPAL HLDGS INC COM 70450Y103 8,290 192,700 SH   SOLE 192,700 0 0
PCM INC COM 69323K100 530 18,900 SH   SOLE 18,900 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,302 4,200,000 PRN   SOLE 4,200,000 0 0
PENNEY J C INC COM 708160106 1,719 279,000 SH   SOLE 279,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 515 28,300 SH   SOLE 28,300 0 0
PEPSICO INC COM 713448108 1,499 13,400 SH   SOLE 13,400 0 0
PEPSICO INC COM 713448108 33,558 300,000 SH Call SOLE 300,000 0 0
PERFICIENT INC COM 71375U101 378 21,800 SH   SOLE 21,800 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 7,269 305,400 SH   SOLE 305,400 0 0
PERKINELMER INC COM 714046109 1,039 17,900 SH   SOLE 17,900 0 0
PFIZER INC COM 717081103 4,068 118,900 SH   SOLE 118,900 0 0
PG&E CORP COM 69331C108 471 7,100 SH   SOLE 7,100 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 520 18,500 SH   SOLE 18,500 0 0
PHILLIPS 66 COM 718546104 444 5,600 SH   SOLE 5,600 0 0
PHOTRONICS INC COM 719405102 760 71,000 SH   SOLE 71,000 0 0
PIER 1 IMPORTS INC COM 720279108 498 69,500 SH   SOLE 69,500 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,547 157,600 SH   SOLE 157,600 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 158 32,900 SH   SOLE 32,900 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 1,577 80,800 SH   SOLE 80,800 0 0
PINNACLE FOODS INC DEL COM 72348P104 3,657 63,200 SH   SOLE 63,200 0 0
PITNEY BOWES INC COM 724479100 6,177 471,160 SH   SOLE 471,160 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 27,058 865,568 SH   SOLE 865,568 0 0
PLANET FITNESS INC CL A 72703H101 1,201 62,300 SH   SOLE 62,300 0 0
PLAYA HOTELS & RESORTS NV *W EXP 03/10/202 N70544114 612 800,000 SH   SOLE 800,000 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 7,875 750,000 SH   SOLE 750,000 0 0
PLEXUS CORP COM 729132100 1,000 17,300 SH   SOLE 17,300 0 0
PLY GEM HLDGS INC COM 72941W100 254 12,900 SH   SOLE 12,900 0 0
PNC FINL SVCS GROUP INC COM 693475105 541 4,500 SH   SOLE 4,500 0 0
POST HLDGS INC COM 737446104 20,411 233,213 SH   SOLE 233,213 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 6,978 300,000 SH   SOLE 300,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 19,032 291,760 SH   SOLE 291,760 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 383 6,900 SH   SOLE 6,900 0 0
PRICELINE GRP INC COM NEW 741503403 4,379 2,460 SH   SOLE 2,460 0 0
PRIVATEBANCORP INC COM 742962103 22,089 372,051 SH   SOLE 372,051 0 0
PROCTER AND GAMBLE CO COM 742718109 2,309 25,700 SH   SOLE 25,700 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,926 66,300 SH   SOLE 66,300 0 0
PROGRESSIVE CORP OHIO COM 743315103 584 14,900 SH   SOLE 14,900 0 0
PROOFPOINT INC COM 743424103 4,694 63,125 SH   SOLE 63,125 0 0
PROTO LABS INC COM 743713109 869 17,000 SH   SOLE 17,000 0 0
PROVIDENCE SVC CORP COM 743815102 608 13,677 SH   SOLE 13,677 0 0
PROVIDENT FINL SVCS INC COM 74386T105 561 21,700 SH   SOLE 21,700 0 0
PVH CORP COM 693656100 3,932 38,000 SH   SOLE 38,000 0 0
QIAGEN NV SHS NEW N72482123 278 9,600 SH   SOLE 9,600 0 0
QUALITY SYS INC COM 747582104 520 34,100 SH   SOLE 34,100 0 0
QUEST DIAGNOSTICS INC COM 74834L100 589 6,000 SH   SOLE 6,000 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 8,045 99,900 SH   SOLE 99,900 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 555 58,100 SH   SOLE 58,100 0 0
RALPH LAUREN CORP CL A 751212101 2,547 31,200 SH   SOLE 31,200 0 0
RAYONIER INC COM 754907103 496 17,500 SH   SOLE 17,500 0 0
RAYTHEON CO COM NEW 755111507 503 3,300 SH   SOLE 3,300 0 0
REALOGY HLDGS CORP COM 75605Y106 873 29,300 SH   SOLE 29,300 0 0
RED HAT INC COM 756577102 15,412 178,170 SH   SOLE 178,170 0 0
REGAL BELOIT CORP COM 758750103 2,595 34,300 SH   SOLE 34,300 0 0
REGIS CORP MINN COM 758932107 161 13,700 SH   SOLE 13,700 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,117 8,800 SH   SOLE 8,800 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 579 4,000 SH   SOLE 4,000 0 0
RENT A CTR INC NEW COM 76009N100 546 61,500 SH   SOLE 61,500 0 0
REPUBLIC SVCS INC COM 760759100 754 12,000 SH   SOLE 12,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 5,022 90,100 SH   SOLE 90,100 0 0
REVLON INC CL A NEW 761525609 359 12,900 SH   SOLE 12,900 0 0
REX AMERICAN RESOURCES CORP COM 761624105 823 9,100 SH   SOLE 9,100 0 0
REYNOLDS AMERICAN INC COM 761713106 22,312 354,052 SH   SOLE 354,052 0 0
RH COM 74967X103 2,276 49,200 SH   SOLE 49,200 0 0
RICE ENERGY INC COM 762760106 9,480 400,000 SH Put SOLE 400,000 0 0
RING ENERGY INC COM 76680V108 4,706 434,908 SH   SOLE 434,908 0 0
RITE AID CORP COM 767754104 193 45,411 SH   SOLE 45,411 0 0
ROSS STORES INC COM 778296103 1,739 26,400 SH   SOLE 26,400 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 167 10,700 SH   SOLE 10,700 0 0
RPC INC COM 749660106 196 10,700 SH   SOLE 10,700 0 0
RPX CORP COM 74972G103 214 17,813 SH   SOLE 17,813 0 0
RUSH ENTERPRISES INC CL A 781846209 1,439 43,500 SH   SOLE 43,500 0 0
RYDER SYS INC COM 783549108 1,909 25,300 SH   SOLE 25,300 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 304 225,525 SH   SOLE 225,525 0 0
SABAN CAP ACQUISITION CORP COM CL A 78516C106 4,553 451,050 SH   SOLE 451,050 0 0
SABRE CORP COM 78573M104 5,538 261,369 SH   SOLE 261,369 0 0
SAIA INC COM 78709Y105 1,425 32,178 SH   SOLE 32,178 0 0
SALESFORCE COM INC COM 79466L302 7,564 91,700 SH   SOLE 91,700 0 0
SANDERSON FARMS INC COM 800013104 685 6,600 SH   SOLE 6,600 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 401 21,700 SH   SOLE 21,700 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,998 150,000 SH   SOLE 150,000 0 0
SCANA CORP NEW COM 80589M102 392 6,000 SH   SOLE 6,000 0 0
SCANSOURCE INC COM 806037107 620 15,800 SH   SOLE 15,800 0 0
SCHEIN HENRY INC COM 806407102 408 2,400 SH   SOLE 2,400 0 0
SCHLUMBERGER LTD COM 806857108 430 5,500 SH   SOLE 5,500 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 3,445 46,300 SH   SOLE 46,300 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 744 31,456 SH   SOLE 31,456 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,198 51,100 SH   SOLE 51,100 0 0
SEABOARD CORP COM 811543107 417 100 SH   SOLE 100 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,193 91,300 SH   SOLE 91,300 0 0
SEALED AIR CORP NEW COM 81211K100 5,177 118,800 SH   SOLE 118,800 0 0
SEASPAN CORP SHS Y75638109 1,953 281,800 SH   SOLE 281,800 0 0
SEAWORLD ENTMT INC COM 81282V100 2,839 155,400 SH   SOLE 155,400 0 0
SECUREWORKS CORP CL A 81374A105 166 17,500 SH   SOLE 17,500 0 0
SELECT COMFORT CORP COM 81616X103 920 37,100 SH   SOLE 37,100 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,108 232,800 SH   SOLE 232,800 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 33,621 615,989 SH   SOLE 615,989 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 8,526 114,665 SH   SOLE 114,665 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,240 32,046 SH   SOLE 32,046 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 3,509 66,959 SH   SOLE 66,959 0 0
SERVICE CORP INTL COM 817565104 571 18,500 SH   SOLE 18,500 0 0
SHILOH INDS INC COM 824543102 384 28,200 SH   SOLE 28,200 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,768 120,300 SH   SOLE 120,300 0 0
SHIRE PLC SPONSORED ADR 82481R106 16,900 97,000 SH   SOLE 97,000 0 0
SHOE CARNIVAL INC COM 824889109 548 22,300 SH   SOLE 22,300 0 0
SHUTTERSTOCK INC COM 825690100 327 7,900 SH   SOLE 7,900 0 0
SIGMA DESIGNS INC COM 826565103 309 49,400 SH   SOLE 49,400 0 0
SILGAN HOLDINGS INC COM 827048109 3,490 58,800 SH   SOLE 58,800 0 0
SILVER RUN ACQUISITION UNIT 99/99/9999 82812A202 26,075 2,500,000 SH   SOLE 2,500,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 430 2,500 SH   SOLE 2,500 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 560 13,000 SH   SOLE 13,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 503 97,600 SH   SOLE 97,600 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,900 39,256 SH   SOLE 39,256 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,124 18,900 SH   SOLE 18,900 0 0
SNAP ON INC COM 833034101 422 2,500 SH   SOLE 2,500 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,363 87,400 SH   SOLE 87,400 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 866 43,200 SH   SOLE 43,200 0 0
SONOCO PRODS CO COM 835495102 566 10,700 SH   SOLE 10,700 0 0
SOUTHERN CO COM 842587107 488 9,800 SH   SOLE 9,800 0 0
SPARTANNASH CO COM 847215100 462 13,200 SH   SOLE 13,200 0 0
SPARTON CORP COM 847235108 288 13,700 SH   SOLE 13,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 99,011 420,000 SH Put SOLE 420,000 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 751 5,400 SH   SOLE 5,400 0 0
SPOK HLDGS INC COM 84863T106 426 22,400 SH   SOLE 22,400 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,312 100,000 SH   SOLE 100,000 0 0
STAMPS COM INC COM NEW 852857200 4,947 41,800 SH   SOLE 41,800 0 0
STAPLES INC COM 855030102 3,726 424,900 SH   SOLE 424,900 0 0
STARBUCKS CORP COM 855244109 10,358 177,400 SH   SOLE 177,400 0 0
STEELCASE INC CL A 858155203 1,255 74,900 SH   SOLE 74,900 0 0
STEPAN CO COM 858586100 883 11,200 SH   SOLE 11,200 0 0
STERIS PLC SHS USD G84720104 4,564 65,700 SH   SOLE 65,700 0 0
STERLING CONSTRUCTION CO INC COM 859241101 217 23,500 SH   SOLE 23,500 0 0
STONE ENERGY CORP COM PAR 861642403 10,344 473,605 SH   SOLE 473,605 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 518 11,000 SH   SOLE 11,000 0 0
STRATASYS LTD SHS M85548101 1,178 57,500 SH   SOLE 57,500 0 0
STRYKER CORP COM 863667101 487 3,700 SH   SOLE 3,700 0 0
SUNCOR ENERGY INC NEW COM 867224107 295 9,600 SH   SOLE 9,600 0 0
SUNOPTA INC COM 8676EP108 243 34,900 SH   SOLE 34,900 0 0
SUNPOWER CORP COM 867652406 1,647 270,000 SH   SOLE 270,000 0 0
SUNTRUST BKS INC COM 867914103 409 7,400 SH   SOLE 7,400 0 0
SUPERIOR INDS INTL INC COM 868168105 702 27,700 SH   SOLE 27,700 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 920 29,400 SH   SOLE 29,400 0 0
SUPERVALU INC COM 868536103 636 164,700 SH   SOLE 164,700 0 0
SUPREME INDS INC CL A 868607102 547 27,000 SH   SOLE 27,000 0 0
SURGERY PARTNERS INC COM 86881A100 848 43,500 SH   SOLE 43,500 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,324 95,230 SH   SOLE 95,230 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 2,285 216,600 SH   SOLE 216,600 0 0
SYNGENTA AG SPONSORED ADR 87160A100 17,372 196,298 SH   SOLE 196,298 0 0
SYNOPSYS INC COM 871607107 1,169 16,200 SH   SOLE 16,200 0 0
SYSCO CORP COM 871829107 457 8,800 SH   SOLE 8,800 0 0
T MOBILE US INC COM 872590104 4,231 65,500 SH   SOLE 65,500 0 0
T MOBILE US INC COM 872590104 19,700 305,000 SH Call SOLE 305,000 0 0
TAILORED BRANDS INC COM 87403A107 11,329 758,323 SH   SOLE 758,323 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 9,667 163,100 SH   SOLE 163,100 0 0
TARGET CORP COM 87612E106 7,046 127,674 SH   SOLE 127,674 0 0
TARGET CORP COM 87612E106 27,595 500,000 SH Call SOLE 500,000 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1,819 15,600 SH   SOLE 15,600 0 0
TASEKO MINES LTD COM 876511106 6,238 4,694,429 SH   SOLE 4,694,429 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,635 76,700 SH   SOLE 76,700 0 0
TE CONNECTIVITY LTD REG SHS H84989104 626 8,400 SH   SOLE 8,400 0 0
TECH DATA CORP COM 878237106 4,282 45,600 SH   SOLE 45,600 0 0
TEEKAY CORPORATION COM Y8564W103 1,414 154,500 SH   SOLE 154,500 0 0
TEGNA INC COM 87901J105 2,542 99,200 SH   SOLE 99,200 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 556 4,400 SH   SOLE 4,400 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,620 61,100 SH   SOLE 61,100 0 0
TELIGENT INC NEW COM 87960W104 401 51,400 SH   SOLE 51,400 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 708 40,000 SH   SOLE 40,000 0 0
TENNANT CO COM 880345103 1,155 15,900 SH   SOLE 15,900 0 0
TENNECO INC COM 880349105 1,074 17,200 SH   SOLE 17,200 0 0
TERADATA CORP DEL COM 88076W103 576 18,500 SH   SOLE 18,500 0 0
TEREX CORP NEW COM 880779103 5,074 161,600 SH   SOLE 161,600 0 0
TESCO CORP COM 88157K101 113 14,000 SH   SOLE 14,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 8,489 8,500,000 PRN   SOLE 8,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 1,518 1,546,000 PRN   SOLE 1,546,000 0 0
TESLA INC NOTE 1.500% 6/0 88160RAA9 5,577 2,500,000 PRN   SOLE 2,500,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 12,496 12,000,000 PRN   SOLE 12,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3,187 99,300 SH   SOLE 99,300 0 0
TEXAS INSTRS INC COM 882508104 1,361 16,900 SH   SOLE 16,900 0 0
TEXTRON INC COM 883203101 3,969 83,400 SH   SOLE 83,400 0 0
TFS FINL CORP COM 87240R107 637 38,300 SH   SOLE 38,300 0 0
THE TRADE DESK INC COM CL A 88339J105 544 14,600 SH   SOLE 14,600 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 522 3,400 SH   SOLE 3,400 0 0
THOMSON REUTERS CORP COM 884903105 631 14,600 SH   SOLE 14,600 0 0
TILLYS INC CL A 886885102 457 50,700 SH   SOLE 50,700 0 0
TIME WARNER INC COM NEW 887317303 56,340 576,608 SH   SOLE 576,608 0 0
TITAN MACHY INC COM 88830R101 242 15,800 SH   SOLE 15,800 0 0
TIVO CORP COM 88870P106 762 40,639 SH   SOLE 40,639 0 0
TJX COS INC NEW COM 872540109 2,697 34,100 SH   SOLE 34,100 0 0
TOPBUILD CORP COM 89055F103 851 18,111 SH   SOLE 18,111 0 0
TOTAL SYS SVCS INC COM 891906109 321 6,000 SH   SOLE 6,000 0 0
TOWER INTL INC COM 891826109 775 28,600 SH   SOLE 28,600 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 3,976 172,500 SH   SOLE 172,500 0 0
TRANSDIGM GROUP INC COM 893641100 3,567 16,200 SH   SOLE 16,200 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,254 100,700 SH   SOLE 100,700 0 0
TRANSUNION COM 89400J107 1,220 31,800 SH   SOLE 31,800 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 2,107 179,000 SH   SOLE 179,000 0 0
TREEHOUSE FOODS INC COM 89469A104 17,289 204,215 SH   SOLE 204,215 0 0
TRI POINTE GROUP INC COM 87265H109 412 32,876 SH   SOLE 32,876 0 0
TRINET GROUP INC COM 896288107 734 25,400 SH   SOLE 25,400 0 0
TRONC INC COM 89703P107 163 11,700 SH   SOLE 11,700 0 0
TRUEBLUE INC COM 89785X101 1,441 52,700 SH   SOLE 52,700 0 0
TRUSTMARK CORP COM 898402102 553 17,400 SH   SOLE 17,400 0 0
TUCOWS INC COM NEW 898697206 1,123 22,000 SH   SOLE 22,000 0 0
TUTOR PERINI CORP COM 901109108 1,911 60,100 SH   SOLE 60,100 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 14,592 450,500 SH   SOLE 450,500 0 0
TWITTER INC COM 90184L102 1,887 126,200 SH   SOLE 126,200 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 23,615 25,100,000 PRN   SOLE 25,100,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 773 5,000 SH   SOLE 5,000 0 0
TYSON FOODS INC CL A 902494103 2,783 45,100 SH   SOLE 45,100 0 0
U S G CORP COM NEW 903293405 1,425 44,800 SH   SOLE 44,800 0 0
ULTA BEAUTY INC COM 90384S303 6,846 24,000 SH   SOLE 24,000 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,009 59,800 SH   SOLE 59,800 0 0
UMPQUA HLDGS CORP COM 904214103 4,435 250,000 SH   SOLE 250,000 0 0
UNILEVER N V N Y SHS NEW 904784709 1,490 30,000 SH   SOLE 30,000 0 0
UNISYS CORP COM NEW 909214306 2,378 170,500 SH   SOLE 170,500 0 0
UNIT CORP COM 909218109 1,597 66,100 SH   SOLE 66,100 0 0
UNITED FINL BANCORP INC NEW COM 910304104 1,297 76,226 SH   SOLE 76,226 0 0
UNITED NAT FOODS INC COM 911163103 2,507 58,000 SH   SOLE 58,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,261 30,388 SH   SOLE 30,388 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 203 1,500 SH   SOLE 1,500 0 0
UNIVAR INC COM 91336L107 5,185 169,101 SH   SOLE 169,101 0 0
UNIVERSAL CORP VA COM 913456109 4,853 68,600 SH   SOLE 68,600 0 0
US BANCORP DEL COM NEW 902973304 608 11,800 SH   SOLE 11,800 0 0
US FOODS HLDG CORP COM 912008109 14,743 526,900 SH   SOLE 526,900 0 0
USANA HEALTH SCIENCES INC COM 90328M107 714 12,400 SH   SOLE 12,400 0 0
V F CORP COM 918204108 220 4,000 SH   SOLE 4,000 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 524 9,300 SH   SOLE 9,300 0 0
VALSPAR CORP COM 920355104 13,693 123,429 SH   SOLE 123,429 0 0
VAREX IMAGING CORP COM 92214X106 3,515 104,600 SH   SOLE 104,600 0 0
VCA INC COM 918194101 103,726 1,133,616 SH   SOLE 1,133,616 0 0
VERINT SYS INC COM 92343X100 3,756 86,600 SH   SOLE 86,600 0 0
VERITIV CORP COM 923454102 440 8,500 SH   SOLE 8,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,803 57,500 SH   SOLE 57,500 0 0
VERSO CORP CL A 92531L207 146 24,400 SH   SOLE 24,400 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 561 5,300 SH   SOLE 5,300 0 0
VISA INC COM CL A 92826C839 515 5,800 SH   SOLE 5,800 0 0
VORNADO RLTY TR SH BEN INT 929042109 481 4,800 SH   SOLE 4,800 0 0
VWR CORP COM 91843L103 2,126 75,400 SH   SOLE 75,400 0 0
WABASH NATL CORP COM 929566107 6,207 299,981 SH   SOLE 299,981 0 0
WADDELL & REED FINL INC CL A 930059100 3,799 223,446 SH   SOLE 223,446 0 0
WAL-MART STORES INC COM 931142103 872 12,100 SH   SOLE 12,100 0 0
WASTE CONNECTIONS INC COM 94106B101 485 5,500 SH   SOLE 5,500 0 0
WASTE MGMT INC DEL COM 94106L109 693 9,500 SH   SOLE 9,500 0 0
WATERS CORP COM 941848103 375 2,400 SH   SOLE 2,400 0 0
WATSCO INC COM 942622200 458 3,200 SH   SOLE 3,200 0 0
WEB COM GROUP INC COM 94733A104 1,062 55,000 SH   SOLE 55,000 0 0
WEBMD HEALTH CORP COM 94770V102 4,320 82,000 SH   SOLE 82,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 2,957 189,900 SH   SOLE 189,900 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 308 2,200 SH   SOLE 2,200 0 0
WELLS FARGO & CO NEW COM 949746101 440 7,900 SH   SOLE 7,900 0 0
WESBANCO INC COM 950810101 224 5,873 SH   SOLE 5,873 0 0
WEST CORP COM 952355204 757 31,000 SH   SOLE 31,000 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 416 5,100 SH   SOLE 5,100 0 0
WESTERN DIGITAL CORP COM 958102105 594 7,200 SH   SOLE 7,200 0 0
WESTERN UN CO COM 959802109 3,826 188,000 SH   SOLE 188,000 0 0
WESTMORELAND COAL CO COM 960878106 998 68,700 SH   SOLE 68,700 0 0
WGL HLDGS INC COM 92924F106 31,172 377,702 SH   SOLE 377,702 0 0
WHITING PETE CORP NEW COM 966387102 1,946 205,700 SH   SOLE 205,700 0 0
WILEY JOHN & SONS INC CL A 968223206 2,668 49,600 SH   SOLE 49,600 0 0
WILLDAN GROUP INC COM 96924N100 645 20,000 SH   SOLE 20,000 0 0
WILLIAMS COS INC DEL COM 969457100 2,027 68,500 SH   SOLE 68,500 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 3,725 683,560 SH   SOLE 683,560 0 0
WINGSTOP INC COM 974155103 2,545 90,000 SH   SOLE 90,000 0 0
WINNEBAGO INDS INC COM 974637100 1,401 47,900 SH   SOLE 47,900 0 0
WOLVERINE WORLD WIDE INC COM 978097103 3,945 158,000 SH   SOLE 158,000 0 0
WOODWARD INC COM 980745103 713 10,500 SH   SOLE 10,500 0 0
WORKDAY INC CL A 98138H101 4,397 52,800 SH   SOLE 52,800 0 0
WORKIVA INC COM CL A 98139A105 466 29,800 SH   SOLE 29,800 0 0
WORLD FUEL SVCS CORP COM 981475106 268 7,380 SH   SOLE 7,380 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 1,698 54,549 SH   SOLE 54,549 0 0
WYNN RESORTS LTD COM 983134107 2,361 20,600 SH   SOLE 20,600 0 0
XCEL ENERGY INC COM 98389B100 462 10,400 SH   SOLE 10,400 0 0
XCERRA CORP COM 98400J108 287 32,300 SH   SOLE 32,300 0 0
XL GROUP LTD COM G98294104 1,347 33,800 SH   SOLE 33,800 0 0
XPERI CORP COM 98421B100 1,168 34,400 SH   SOLE 34,400 0 0
XPO LOGISTICS INC COM 983793100 4,621 96,500 SH   SOLE 96,500 0 0
XYLEM INC COM 98419M100 1,115 22,200 SH   SOLE 22,200 0 0
YELP INC CL A 985817105 2,286 69,800 SH   SOLE 69,800 0 0
YUM BRANDS INC COM 988498101 5,924 92,700 SH   SOLE 92,700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 4,508 49,400 SH   SOLE 49,400 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,663 30,000 SH   SOLE 30,000 0 0
ZOETIS INC CL A 98978V103 2,572 48,200 SH   SOLE 48,200 0 0