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
3-D SYS CORP DEL COM NEW 88554D205 215 12,000 SH   SOLE 12,000 0 0
AARONS INC COM PAR $0.50 002535300 2,161 85,000 SH   SOLE 85,000 0 0
ABBOTT LABS COM 002824100 1,692 40,000 SH   SOLE 40,000 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 310 3,000 SH   SOLE 3,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,639 21,600 SH   SOLE 21,600 0 0
ACCURAY INC COM 004397105 576 90,500 SH   SOLE 90,500 0 0
ACETO CORP COM 004446100 674 35,500 SH   SOLE 35,500 0 0
ACTIVISION BLIZZARD INC COM 00507V109 4,448 100,400 SH   SOLE 100,400 0 0
AECOM COM 00766T100 1,531 51,500 SH   SOLE 51,500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,573 33,400 SH   SOLE 33,400 0 0
AIR PRODS & CHEMS INC COM 009158106 9,922 66,000 SH   SOLE 66,000 0 0
AKORN INC COM 009728106 341 12,500 SH   SOLE 12,500 0 0
ALBEMARLE CORP COM 012653101 7,711 90,200 SH   SOLE 90,200 0 0
ALERE INC COM 01449J105 224 5,172 SH   SOLE 5,172 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,571 185,000 SH   SOLE 185,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 319 3,404 SH   SOLE 3,404 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 18,346 13,000,000 PRN   SOLE 13,000,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 38,551 179,700 SH   SOLE 179,700 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,434 50,000 SH   SOLE 50,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 212 16,100 SH   SOLE 16,100 0 0
ALPHABET INC CAP STK CL C 02079K107 4,275 5,500 SH   SOLE 5,500 0 0
ALTRA INDL MOTION CORP COM 02208R106 556 19,200 SH   SOLE 19,200 0 0
AMAZON COM INC COM 023135106 4,071 4,862 SH   SOLE 4,862 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2,022 117,400 SH   SOLE 117,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,061 59,400 SH   SOLE 59,400 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 414 20,900 SH   SOLE 20,900 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,091 26,300 SH   SOLE 26,300 0 0
AMERICAN WOODMARK CORP COM 030506109 274 3,400 SH   SOLE 3,400 0 0
AMPHENOL CORP NEW CL A 032095101 751 11,562 SH   SOLE 11,562 0 0
ANALOG DEVICES INC COM 032654105 4,189 65,000 SH   SOLE 65,000 0 0
ANGIODYNAMICS INC COM 03475V101 355 20,223 SH   SOLE 20,223 0 0
ANIXTER INTL INC COM 035290105 1,980 30,700 SH   SOLE 30,700 0 0
ANTHEM INC COM 036752103 6,892 55,000 SH   SOLE 55,000 0 0
APOLLO INVT CORP COM 03761U106 73 12,500 SH   SOLE 12,500 0 0
APPLE INC COM 037833100 2,826 25,000 SH   SOLE 25,000 0 0
APPLIED MATLS INC COM 038222105 2,147 71,200 SH   SOLE 71,200 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,226 131,000 SH   SOLE 131,000 0 0
ARES CAP CORP COM 04010L103 10,075 650,000 SH   SOLE 650,000 0 0
ARGAN INC COM 04010E109 1,367 23,100 SH   SOLE 23,100 0 0
ARRIS INTL INC SHS G0551A103 2,255 79,600 SH   SOLE 79,600 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,688 302,000 SH   SOLE 302,000 0 0
ASTORIA FINL CORP COM 046265104 18,919 1,295,838 SH   SOLE 1,295,838 0 0
AT&T INC COM 00206R102 2,193 54,000 SH   SOLE 54,000 0 0
ATWOOD OCEANICS INC COM 050095108 1,079 124,200 SH   SOLE 124,200 0 0
AVG TECHNOLOGIES N V SHS N07831105 38,730 1,548,600 SH Put SOLE 1,548,600 0 0
AVX CORP NEW COM 002444107 481 34,900 SH   SOLE 34,900 0 0
AXALTA COATING SYS LTD COM G0750C108 9,895 350,000 SH   SOLE 350,000 0 0
B & G FOODS INC NEW COM 05508R106 256 5,200 SH   SOLE 5,200 0 0
BANK MONTREAL QUE COM 063671101 8,516 130,000 SH   SOLE 130,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 34,070 1,000,000 SH Call SOLE 1,000,000 0 0
BAXTER INTL INC COM 071813109 476 10,000 SH   SOLE 10,000 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,154 99,000 SH   SOLE 99,000 0 0
BECTON DICKINSON & CO COM 075887109 1,743 9,700 SH   SOLE 9,700 0 0
BED BATH & BEYOND INC COM 075896100 2,074 48,100 SH   SOLE 48,100 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,155 46,300 SH   SOLE 46,300 0 0
BERRY PLASTICS GROUP INC COM 08579W103 224 5,100 SH   SOLE 5,100 0 0
BEST BUY INC COM 086516101 2,318 60,700 SH   SOLE 60,700 0 0
BIOGEN INC COM 09062X103 939 3,000 SH   SOLE 3,000 0 0
BIOGEN INC COM 09062X103 1,565 5,000 SH Call SOLE 5,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,506 48,700 SH   SOLE 48,700 0 0
BLACK BOX CORP DEL COM 091826107 254 18,300 SH   SOLE 18,300 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 1,469 48,700 SH   SOLE 48,700 0 0
BLUCORA INC COM 095229100 1,242 110,900 SH   SOLE 110,900 0 0
BNC BANCORP COM 05566T101 7,296 299,985 SH   SOLE 299,985 0 0
BOJANGLES INC COM 097488100 334 20,900 SH   SOLE 20,900 0 0
BONANZA CREEK ENERGY INC COM 097793103 901 883,555 SH   SOLE 883,555 0 0
BOSTON BEER INC CL A 100557107 3,105 20,000 SH   SOLE 20,000 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 413 725,000 SH   SOLE 725,000 0 0
BOULEVARD ACQUISITION CL A 10157Q102 15,215 1,547,000 SH   SOLE 1,547,000 0 0
BRINKER INTL INC COM 109641100 1,599 31,700 SH   SOLE 31,700 0 0
BRINKS CO COM 109696104 762 20,557 SH   SOLE 20,557 0 0
BROADCOM LTD SHS Y09827109 4,520 26,200 SH   SOLE 26,200 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,546 22,800 SH   SOLE 22,800 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 917 99,400 SH   SOLE 99,400 0 0
BUCKLE INC COM 118440106 1,276 53,100 SH   SOLE 53,100 0 0
BURLINGTON STORES INC COM 122017106 1,215 15,000 SH   SOLE 15,000 0 0
CABOT CORP COM 127055101 1,756 33,500 SH   SOLE 33,500 0 0
CACI INTL INC CL A 127190304 2,038 20,200 SH   SOLE 20,200 0 0
CAESARSTONE LTD ORD SHS M20598104 219 5,800 SH   SOLE 5,800 0 0
CALAVO GROWERS INC COM 128246105 268 4,100 SH   SOLE 4,100 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 430 625,000 SH   SOLE 625,000 0 0
CAPITOL ACQUISITION CORP III COM 14055M106 13,018 1,325,000 SH   SOLE 1,325,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 2,034 45,600 SH   SOLE 45,600 0 0
CARE COM INC COM 141633107 257 25,800 SH   SOLE 25,800 0 0
CAREER EDUCATION CORP COM 141665109 499 73,500 SH   SOLE 73,500 0 0
CBIZ INC COM 124805102 187 16,700 SH   SOLE 16,700 0 0
CBS CORP NEW CL B 124857202 1,095 20,000 SH   SOLE 20,000 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 11,628 150,000 SH   SOLE 150,000 0 0
CECO ENVIRONMENTAL CORP COM 125141101 227 20,100 SH   SOLE 20,100 0 0
CELADON GROUP INC COM 150838100 821 93,900 SH   SOLE 93,900 0 0
CELANESE CORP DEL COM SER A 150870103 1,757 26,400 SH   SOLE 26,400 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 382 48,100 SH   SOLE 48,100 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,230 49,600 SH   SOLE 49,600 0 0
CENTURYLINK INC COM 156700106 1,687 61,500 SH   SOLE 61,500 0 0
CEPHEID COM 15670R107 29,924 567,925 SH   SOLE 567,925 0 0
CF CORP *W EXP 05/25/202 G20307115 928 1,125,000 SH   SOLE 1,125,000 0 0
CF CORP SHS CL A G20307107 22,050 2,250,000 SH   SOLE 2,250,000 0 0
CHART INDS INC COM PAR $0.01 16115Q308 1,596 48,600 SH   SOLE 48,600 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,350 5,000 SH   SOLE 5,000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 629 8,100 SH   SOLE 8,100 0 0
CHEESECAKE FACTORY INC COM 163072101 1,692 33,800 SH   SOLE 33,800 0 0
CHEMTURA CORP COM NEW 163893209 23,484 715,770 SH   SOLE 715,770 0 0
CHEMUNG FINL CORP COM 164024101 826 28,500 SH   SOLE 28,500 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,165 26,730 SH   SOLE 26,730 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 45,431 70,986,000 PRN   SOLE 70,986,000 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,404 50,100 SH   SOLE 50,100 0 0
CHICOS FAS INC COM 168615102 2,005 168,500 SH   SOLE 168,500 0 0
CHILDRENS PL INC COM 168905107 1,518 19,000 SH   SOLE 19,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,786 4,217 SH   SOLE 4,217 0 0
CIMAREX ENERGY CO COM 171798101 10,951 81,500 SH   SOLE 81,500 0 0
CISCO SYS INC COM 17275R102 5,053 159,300 SH   SOLE 159,300 0 0
CITIGROUP INC COM NEW 172967424 16,531 350,000 SH   SOLE 350,000 0 0
CITIZENS FIRST CORP COM 17462Q107 720 45,000 SH   SOLE 45,000 0 0
CLIFTON BANCORP INC COM 186873105 2,141 140,000 SH   SOLE 140,000 0 0
COASTWAY BANCORP INC COM 190632109 1,733 126,468 SH   SOLE 126,468 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 3,265 6,449,000 PRN   SOLE 6,449,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 7,461 19,378,000 PRN   SOLE 19,378,000 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 878 22,000 SH   SOLE 22,000 0 0
COHU INC COM 192576106 120 10,200 SH   SOLE 10,200 0 0
COLGATE PALMOLIVE CO COM 194162103 44,484 600,000 SH Call SOLE 600,000 0 0
COMCAST CORP NEW CL A 20030N101 2,654 40,000 SH   SOLE 40,000 0 0
COMMSCOPE HLDG CO INC COM 20337X109 4,486 149,000 SH   SOLE 149,000 0 0
COMMUNITY BANKERS TR CORP COM 203612106 840 155,000 SH   SOLE 155,000 0 0
CONAGRA FOODS INC COM 205887102 4,570 97,000 SH   SOLE 97,000 0 0
CONSOL ENERGY INC COM 20854P109 211 11,000 SH   SOLE 11,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,299 7,800 SH   SOLE 7,800 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 1,553 74,000 SH   SOLE 74,000 0 0
CONVERGYS CORP COM 212485106 2,050 67,400 SH   SOLE 67,400 0 0
CONYERS PK ACQUISITION UNIT 99/99/99991 212894208 3,690 343,400 SH   SOLE 343,400 0 0
COOPER COS INC COM NEW 216648402 341 1,900 SH   SOLE 1,900 0 0
COOPER STD HLDGS INC COM 21676P103 1,640 16,600 SH   SOLE 16,600 0 0
COPART INC COM 217204106 370 6,900 SH   SOLE 6,900 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 665 14,468 SH   SOLE 14,468 0 0
COSTAMARE INC SHS Y1771G102 842 92,100 SH   SOLE 92,100 0 0
COSTCO WHSL CORP NEW COM 22160K105 577 3,781 SH   SOLE 3,781 0 0
COTY INC COM CL A 222070203 12,106 521,800 SH   SOLE 521,800 0 0
CPI CARD GROUP INC COM 12634H101 224 37,100 SH   SOLE 37,100 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 793 6,000 SH   SOLE 6,000 0 0
CRESCENT PT ENERGY CORP COM 22576C101 1,156 87,600 SH   SOLE 87,600 0 0
CROWN HOLDINGS INC COM 228368106 2,569 45,000 SH   SOLE 45,000 0 0
CSG SYS INTL INC COM 126349109 1,149 27,800 SH   SOLE 27,800 0 0
CST BRANDS INC COM 12646R105 23,576 490,239 SH   SOLE 490,239 0 0
CU BANCORP CALIF COM 126534106 1,201 52,638 SH   SOLE 52,638 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 263 21,600 SH   SOLE 21,600 0 0
DAKTRONICS INC COM 234264109 218 22,800 SH   SOLE 22,800 0 0
DANAHER CORP DEL COM 235851102 2,046 26,100 SH   SOLE 26,100 0 0
DARLING INGREDIENTS INC COM 237266101 1,420 105,100 SH   SOLE 105,100 0 0
DAVITA INC COM 23918K108 1,374 20,800 SH   SOLE 20,800 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 11,148 233,228 SH   SOLE 233,228 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,748 44,400 SH   SOLE 44,400 0 0
DEVON ENERGY CORP NEW COM 25179M103 781 17,700 SH   SOLE 17,700 0 0
DEVRY ED GROUP INC COM 251893103 348 15,100 SH   SOLE 15,100 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,271 303,400 SH   SOLE 303,400 0 0
DILLARDS INC CL A 254067101 1,525 24,200 SH   SOLE 24,200 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,672 62,100 SH   SOLE 62,100 0 0
DISH NETWORK CORP CL A 25470M109 860 15,700 SH   SOLE 15,700 0 0
DOLLAR TREE INC COM 256746108 1,184 15,000 SH   SOLE 15,000 0 0
DOMINOS PIZZA INC COM 25754A201 911 6,000 SH   SOLE 6,000 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 600 1,500,000 SH   SOLE 1,500,000 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 15,840 1,600,000 SH   SOLE 1,600,000 0 0
DREW INDS INC COM NEW 26168L205 274 2,800 SH   SOLE 2,800 0 0
DRIL-QUIP INC COM 262037104 1,265 22,700 SH   SOLE 22,700 0 0
DST SYS INC DEL COM 233326107 1,686 14,300 SH   SOLE 14,300 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 7,032 105,000 SH   SOLE 105,000 0 0
DYCOM INDS INC COM 267475101 1,938 23,700 SH   SOLE 23,700 0 0
DYNEGY INC NEW DEL COM 26817R108 17,346 1,400,000 SH   SOLE 1,400,000 0 0
EARTHLINK HLDGS CORP COM 27033X101 342 55,100 SH   SOLE 55,100 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 240 400,000 SH   SOLE 400,000 0 0
EASTERLY ACQUISITION CORP COM 27616L102 7,952 800,000 SH   SOLE 800,000 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 165 29,204 SH   SOLE 29,204 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 145 612,000 SH   SOLE 612,000 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 8,002 812,000 SH   SOLE 812,000 0 0
ELLIS PERRY INTL INC COM 288853104 285 14,800 SH   SOLE 14,800 0 0
ENDO INTL PLC SHS G30401106 318 15,800 SH Call SOLE 15,800 0 0
ENDO INTL PLC SHS G30401106 6,847 339,800 SH   SOLE 339,800 0 0
ENERGEN CORP COM 29265N108 11,047 191,398 SH   SOLE 191,398 0 0
ENERGY RECOVERY INC COM 29270J100 412 25,800 SH   SOLE 25,800 0 0
ENERPLUS CORP COM 292766102 1,127 175,800 SH   SOLE 175,800 0 0
ENSCO PLC SHS CLASS A G3157S106 1,241 146,000 SH   SOLE 146,000 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 27,513 1,235,423 SH   SOLE 1,235,423 0 0
EP ENERGY CORP CL A 268785102 1,969 449,600 SH   SOLE 449,600 0 0
EPAM SYS INC COM 29414B104 229 3,300 SH   SOLE 3,300 0 0
EROS INTL PLC SHS NEW G3788M114 453 29,600 SH   SOLE 29,600 0 0
EURONAV NV ANTWERPEN SHS B38564108 813 106,500 SH   SOLE 106,500 0 0
EXPRESS INC COM 30219E103 1,158 98,200 SH   SOLE 98,200 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,584 65,000 SH   SOLE 65,000 0 0
EXTREME NETWORKS INC COM 30226D106 377 84,000 SH   SOLE 84,000 0 0
F M C CORP COM NEW 302491303 2,417 50,000 SH   SOLE 50,000 0 0
F5 NETWORKS INC COM 315616102 2,991 24,000 SH   SOLE 24,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 316 21,000 SH   SOLE 21,000 0 0
FARMERS NATL BANC CORP COM 309627107 1,871 173,600 SH   SOLE 173,600 0 0
FARO TECHNOLOGIES INC COM 311642102 307 8,538 SH   SOLE 8,538 0 0
FEDERATED INVS INC PA CL B 314211103 249 8,400 SH   SOLE 8,400 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 254 3,300 SH   SOLE 3,300 0 0
FIFTH THIRD BANCORP COM 316773100 32,736 1,600,000 SH   SOLE 1,600,000 0 0
FINISAR CORP COM NEW 31787A507 355 11,900 SH   SOLE 11,900 0 0
FINISH LINE INC CL A 317923100 2,721 117,900 SH   SOLE 117,900 0 0
FIREEYE INC COM 31816Q101 1,768 120,000 SH Call SOLE 120,000 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 3,630 154,466 SH   SOLE 154,466 0 0
FIRST CMNTY CORP S C COM 319835104 394 25,000 SH   SOLE 25,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 1,307 99,300 SH   SOLE 99,300 0 0
FIRST FNDTN INC COM 32026V104 1,994 80,809 SH   SOLE 80,809 0 0
FIRST NBC BK HLDG CO COM 32115D106 944 100,000 SH   SOLE 100,000 0 0
FLEETMATICS GROUP PLC COM G35569105 14,584 243,144 SH   SOLE 243,144 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 378 6,500 SH   SOLE 6,500 0 0
FRANCESCAS HLDGS CORP COM 351793104 2,137 138,500 SH   SOLE 138,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,798 994,300 SH   SOLE 994,300 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,049 34,200 SH   SOLE 34,200 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,697 648,277 SH   SOLE 648,277 0 0
FTI CONSULTING INC COM 302941109 1,543 34,625 SH   SOLE 34,625 0 0
FULLER H B CO COM 359694106 1,348 28,999 SH   SOLE 28,999 0 0
FUTUREFUEL CORPORATION COM 36116M106 210 18,600 SH   SOLE 18,600 0 0
GAMESTOP CORP NEW CL A 36467W109 552 20,000 SH   SOLE 20,000 0 0
GAP INC DEL COM 364760108 1,379 62,000 SH   SOLE 62,000 0 0
GENERAC HLDGS INC COM 368736104 1,710 47,100 SH   SOLE 47,100 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,896 126,600 SH   SOLE 126,600 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 7,627 11,383,000 PRN   SOLE 11,383,000 0 0
GENESCO INC COM 371532102 1,329 24,400 SH   SOLE 24,400 0 0
GIBRALTAR INDS INC COM 374689107 1,943 52,300 SH   SOLE 52,300 0 0
GLEN BURNIE BANCORP COM 377407101 491 47,556 SH   SOLE 47,556 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 737 25,500 SH   SOLE 25,500 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 126 450,000 SH   SOLE 450,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 5,665 574,500 SH   SOLE 574,500 0 0
GNC HLDGS INC COM CL A 36191G107 1,532 75,000 SH   SOLE 75,000 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 1,200 1,000,000 SH   SOLE 1,000,000 0 0
GORES HLDGS INC CL A 382866101 14,290 1,323,122 SH   SOLE 1,323,122 0 0
GRAY TELEVISION INC COM 389375106 313 30,200 SH   SOLE 30,200 0 0
GREAT PLAINS ENERGY INC COM 391164100 14,327 525,000 SH   SOLE 525,000 0 0
GREEN BANCORP INC COM 39260X100 1,093 100,000 SH   SOLE 100,000 0 0
GREEN DOT CORP CL A 39304D102 2,306 100,000 SH   SOLE 100,000 0 0
GREEN PLAINS INC COM 393222104 1,250 47,700 SH   SOLE 47,700 0 0
GREENBRIER COS INC COM 393657101 2,182 61,800 SH   SOLE 61,800 0 0
GREIF INC CL A 397624107 1,845 37,200 SH   SOLE 37,200 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 1,681 35,300 SH   SOLE 35,300 0 0
GRUBHUB INC COM 400110102 860 20,000 SH   SOLE 20,000 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 3,170 177,601 SH   SOLE 177,601 0 0
HACKETT GROUP INC COM 404609109 244 14,800 SH   SOLE 14,800 0 0
HALYARD HEALTH INC COM 40650V100 1,487 42,900 SH   SOLE 42,900 0 0
HCA HOLDINGS INC COM 40412C101 1,966 26,000 SH   SOLE 26,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 237 7,400 SH   SOLE 7,400 0 0
HEADWATERS INC COM 42210P102 1,570 92,800 SH   SOLE 92,800 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,732 42,700 SH   SOLE 42,700 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 358 19,300 SH   SOLE 19,300 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 252 630,900 SH   SOLE 630,900 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 8,478 864,233 SH   SOLE 864,233 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 17,843 18,000,000 PRN   SOLE 18,000,000 0 0
HERITAGE COMMERCE CORP COM 426927109 1,094 100,000 SH   SOLE 100,000 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,640 200,000 SH   SOLE 200,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,754 165,000 SH   SOLE 165,000 0 0
HILL ROM HLDGS INC COM 431475102 2,355 38,000 SH   SOLE 38,000 0 0
HILLENBRAND INC COM 431571108 854 27,000 SH   SOLE 27,000 0 0
HMS HLDGS CORP COM 40425J101 2,053 92,600 SH   SOLE 92,600 0 0
HOLLYFRONTIER CORP COM 436106108 1,005 41,000 SH   SOLE 41,000 0 0
HOLOGIC INC COM 436440101 2,116 54,500 SH   SOLE 54,500 0 0
HOME DEPOT INC COM 437076102 438 3,400 SH   SOLE 3,400 0 0
HOMETRUST BANCSHARES INC COM 437872104 1,850 100,000 SH   SOLE 100,000 0 0
HOOKER FURNITURE CORP COM 439038100 212 8,660 SH   SOLE 8,660 0 0
HOPE BANCORP INC COM 43940T109 12,072 694,977 SH   SOLE 694,977 0 0
HOPFED BANCORP INC COM 439734104 1,153 102,916 SH   SOLE 102,916 0 0
HORIZON GLOBAL CORP COM 44052W104 301 15,100 SH   SOLE 15,100 0 0
HORIZON PHARMA PLC SHS G4617B105 1,670 92,100 SH   SOLE 92,100 0 0
HP INC COM 40434L105 2,179 140,300 SH   SOLE 140,300 0 0
HRG GROUP INC COM 40434J100 1,721 109,600 SH   SOLE 109,600 0 0
HUMANA INC COM 444859102 1,256 7,100 SH   SOLE 7,100 0 0
HUNTINGTON BANCSHARES INC COM 446150104 41,412 4,200,000 SH   SOLE 4,200,000 0 0
HUNTSMAN CORP COM 447011107 1,786 109,800 SH   SOLE 109,800 0 0
HURON CONSULTING GROUP INC COM 447462102 418 7,000 SH   SOLE 7,000 0 0
IDT CORP CL B NEW 448947507 293 17,000 SH   SOLE 17,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 761 6,353 SH   SOLE 6,353 0 0
INC RESH HLDGS INC CL A 45329R109 15,328 343,837 SH   SOLE 343,837 0 0
INCONTACT INC COM 45336E109 4,131 295,464 SH   SOLE 295,464 0 0
INFOBLOX INC COM 45672H104 5,670 215,000 SH   SOLE 215,000 0 0
INGRAM MICRO INC CL A 457153104 8,893 249,384 SH   SOLE 249,384 0 0
INNOVIVA INC COM 45781M101 266 24,200 SH   SOLE 24,200 0 0
INSIGHT ENTERPRISES INC COM 45765U103 238 7,300 SH   SOLE 7,300 0 0
INSTEEL INDUSTRIES INC COM 45774W108 892 24,600 SH   SOLE 24,600 0 0
INTEL CORP COM 458140100 249 6,600 SH   SOLE 6,600 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 6,734 25,000 SH   SOLE 25,000 0 0
INTERDIGITAL INC COM 45867G101 2,289 28,900 SH   SOLE 28,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 349 2,200 SH   SOLE 2,200 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 2,338 95,900 SH   SOLE 95,900 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 652 19,514 SH   SOLE 19,514 0 0
INTERSIL CORP CL A 46069S109 219 10,000 SH   SOLE 10,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 5,978 5,000,000 PRN   SOLE 5,000,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 20,070 230,000 SH Put SOLE 230,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 143,197 1,162,500 SH Put SOLE 1,162,500 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 6,455 61,624 SH   SOLE 61,624 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 14,653 117,966 SH   SOLE 117,966 0 0
ISHARES TR U.S. REAL ES ETF 464287739 20,160 250,000 SH   SOLE 250,000 0 0
J2 GLOBAL INC COM 48123V102 1,798 27,000 SH   SOLE 27,000 0 0
JABIL CIRCUIT INC COM 466313103 2,374 108,800 SH   SOLE 108,800 0 0
JANUS CAP GROUP INC COM 47102X105 1,601 114,300 SH   SOLE 114,300 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 340 2,800 SH   SOLE 2,800 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,427 82,800 SH   SOLE 82,800 0 0
JOHNSON & JOHNSON COM 478160104 756 6,400 SH   SOLE 6,400 0 0
JOHNSON OUTDOORS INC CL A 479167108 244 6,700 SH   SOLE 6,700 0 0
JOY GLOBAL INC COM 481165108 24,719 891,083 SH   SOLE 891,083 0 0
JPMORGAN CHASE & CO COM 46625H100 16,648 250,000 SH   SOLE 250,000 0 0
JUNIPER NETWORKS INC COM 48203R104 1,696 70,500 SH   SOLE 70,500 0 0
K12 INC COM 48273U102 387 27,000 SH   SOLE 27,000 0 0
KBR INC COM 48242W106 290 19,200 SH   SOLE 19,200 0 0
KELLY SVCS INC CL A 488152208 511 26,600 SH   SOLE 26,600 0 0
KINDER MORGAN INC DEL COM 49456B101 55,700 2,408,126 SH   SOLE 2,408,126 0 0
KINDRED HEALTHCARE INC COM 494580103 1,538 150,500 SH   SOLE 150,500 0 0
KLA-TENCOR CORP COM 482480100 1,046 15,000 SH   SOLE 15,000 0 0
KOHLS CORP COM 500255104 2,284 52,200 SH   SOLE 52,200 0 0
KULICKE & SOFFA INDS INC COM 501242101 886 68,500 SH   SOLE 68,500 0 0
LA QUINTA HLDGS INC COM 50420D108 1,155 103,300 SH   SOLE 103,300 0 0
LA Z BOY INC COM 505336107 1,144 46,600 SH   SOLE 46,600 0 0
LAM RESEARCH CORP COM 512807108 947 10,000 SH   SOLE 10,000 0 0
LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 300 500,000 SH   SOLE 500,000 0 0
LANDCADIA HLDGS INC CL A 51476W107 4,885 500,000 SH   SOLE 500,000 0 0
LANTHEUS HLDGS INC COM 516544103 273 33,000 SH   SOLE 33,000 0 0
LAS VEGAS SANDS CORP COM 517834107 610 10,606 SH   SOLE 10,606 0 0
LEAR CORP COM NEW 521865204 2,097 17,300 SH   SOLE 17,300 0 0
LEMAITRE VASCULAR INC COM 525558201 258 13,000 SH   SOLE 13,000 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,495 53,800 SH   SOLE 53,800 0 0
LIBBEY INC COM 529898108 361 20,200 SH   SOLE 20,200 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,379 72,000 SH   SOLE 72,000 0 0
LILLY ELI & CO COM 532457108 273 3,400 SH   SOLE 3,400 0 0
LINKEDIN CORP COM CL A 53578A108 98,500 515,384 SH   SOLE 515,384 0 0
LIQUIDITY SERVICES INC COM 53635B107 247 22,000 SH   SOLE 22,000 0 0
LOGITECH INTL S A SHS H50430232 383 17,067 SH   SOLE 17,067 0 0
LOUISIANA PAC CORP COM 546347105 220 11,700 SH   SOLE 11,700 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 1,903 36,000 SH   SOLE 36,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 10,324 128,000 SH   SOLE 128,000 0 0
M/I HOMES INC COM 55305B101 445 18,863 SH   SOLE 18,863 0 0
MACYS INC COM 55616P104 2,716 73,300 SH   SOLE 73,300 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 367 2,164 SH   SOLE 2,164 0 0
MALIBU BOATS INC COM CL A 56117J100 234 15,700 SH   SOLE 15,700 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,414 34,600 SH   SOLE 34,600 0 0
MARATHON OIL CORP COM 565849106 621 39,279 SH   SOLE 39,279 0 0
MARATHON PETE CORP COM 56585A102 1,360 33,500 SH   SOLE 33,500 0 0
MARINEMAX INC COM 567908108 295 14,100 SH   SOLE 14,100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 416 2,321 SH   SOLE 2,321 0 0
MASCO CORP COM 574599106 216 6,292 SH   SOLE 6,292 0 0
MASIMO CORP COM 574795100 1,951 32,800 SH   SOLE 32,800 0 0
MATRIX SVC CO COM 576853105 932 49,700 SH   SOLE 49,700 0 0
MAXLINEAR INC CL A 57776J100 1,899 93,700 SH   SOLE 93,700 0 0
MCKESSON CORP COM 58155Q103 12,289 73,700 SH   SOLE 73,700 0 0
MEETME INC COM 585141104 283 45,600 SH   SOLE 45,600 0 0
MENTOR GRAPHICS CORP COM 587200106 2,009 76,000 SH   SOLE 76,000 0 0
MERCK & CO INC COM 58933Y105 749 12,000 SH   SOLE 12,000 0 0
MERIDIAN BANCORP INC MD COM 58958U103 14,013 900,000 SH   SOLE 900,000 0 0
MERITOR INC COM 59001K100 1,874 168,400 SH   SOLE 168,400 0 0
METHANEX CORP COM 59151K108 8,229 230,634 SH   SOLE 230,634 0 0
METHODE ELECTRS INC COM 591520200 1,353 38,700 SH   SOLE 38,700 0 0
MICHAELS COS INC COM 59408Q106 669 27,687 SH   SOLE 27,687 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 553 8,900 SH   SOLE 8,900 0 0
MICRON TECHNOLOGY INC COM 595112103 1,059 59,589 SH   SOLE 59,589 0 0
MICROSOFT CORP COM 594918104 5,069 88,000 SH   SOLE 88,000 0 0
MOHAWK INDS INC COM 608190104 901 4,499 SH   SOLE 4,499 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,199 37,700 SH   SOLE 37,700 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 9,876 6,500,000 PRN   SOLE 6,500,000 0 0
MONDELEZ INTL INC CL A 609207105 21,950 500,000 SH Call SOLE 500,000 0 0
MONSANTO CO NEW COM 61166W101 2,044 20,000 SH   SOLE 20,000 0 0
MOOG INC CL A 615394202 1,661 27,900 SH   SOLE 27,900 0 0
MORGAN STANLEY COM NEW 617446448 8,015 250,000 SH   SOLE 250,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 206 2,700 SH   SOLE 2,700 0 0
MYLAN N V SHS EURO N59465109 2,665 69,900 SH   SOLE 69,900 0 0
MYLAN N V SHS EURO N59465109 1,334 35,000 SH Call SOLE 35,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 336 27,600 SH   SOLE 27,600 0 0
NANOMETRICS INC COM 630077105 275 12,300 SH   SOLE 12,300 0 0
NATIONAL BEVERAGE CORP COM 635017106 374 8,500 SH   SOLE 8,500 0 0
NATIONAL CINEMEDIA INC COM 635309107 543 36,900 SH   SOLE 36,900 0 0
NCI BUILDING SYS INC COM NEW 628852204 209 14,300 SH   SOLE 14,300 0 0
NCR CORP NEW COM 62886E108 267 8,300 SH   SOLE 8,300 0 0
NEUSTAR INC CL A 64126X201 2,013 75,700 SH   SOLE 75,700 0 0
NEWELL BRANDS INC COM 651229106 11,059 210,000 SH   SOLE 210,000 0 0
NEWS CORP NEW CL A 65249B109 313 22,400 SH   SOLE 22,400 0 0
NOBLE CORP PLC SHS USD G65431101 1,090 171,900 SH   SOLE 171,900 0 0
NOKIA CORP SPONSORED ADR 654902204 3,242 560,000 SH   SOLE 560,000 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 5,094 431,000 SH   SOLE 431,000 0 0
NORDSTROM INC COM 655664100 1,790 34,500 SH   SOLE 34,500 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 2,230 138,500 SH   SOLE 138,500 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 2,054 31,700 SH   SOLE 31,700 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,810 124,800 SH   SOLE 124,800 0 0
NVIDIA CORP COM 67066G104 761 11,100 SH   SOLE 11,100 0 0
NXP SEMICONDUCTORS N V COM N6596X109 714 7,000 SH   SOLE 7,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,420 5,071 SH   SOLE 5,071 0 0
OASIS PETE INC NEW COM 674215108 701 61,100 SH   SOLE 61,100 0 0
OCEANFIRST FINL CORP COM 675234108 488 25,335 SH   SOLE 25,335 0 0
OMEGA PROTEIN CORP COM 68210P107 601 25,700 SH   SOLE 25,700 0 0
ON ASSIGNMENT INC COM 682159108 312 8,602 SH   SOLE 8,602 0 0
ON SEMICONDUCTOR CORP COM 682189105 3,819 310,000 SH   SOLE 310,000 0 0
ONEOK INC NEW COM 682680103 355 6,900 SH   SOLE 6,900 0 0
ORACLE CORP COM 68389X105 2,702 68,800 SH   SOLE 68,800 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 747 93,700 SH   SOLE 93,700 0 0
ORBITAL ATK INC COM 68557N103 1,647 21,600 SH   SOLE 21,600 0 0
ORTHOFIX INTL N V COM N6748L102 744 17,400 SH   SOLE 17,400 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 487 46,100 SH   SOLE 46,100 0 0
OWENS CORNING NEW COM 690742101 283 5,300 SH   SOLE 5,300 0 0
OWENS ILL INC COM NEW 690768403 1,708 92,900 SH   SOLE 92,900 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 336 800,000 SH   SOLE 800,000 0 0
PACE HLDGS CORP CL A G6865N103 17,950 1,824,200 SH   SOLE 1,824,200 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 255 36,900 SH   SOLE 36,900 0 0
PANERA BREAD CO CL A 69840W108 735 3,774 SH   SOLE 3,774 0 0
PAREXEL INTL CORP COM 699462107 2,160 31,100 SH   SOLE 31,100 0 0
PARK OHIO HLDGS CORP COM 700666100 306 8,400 SH   SOLE 8,400 0 0
PARK STERLING CORP COM 70086Y105 1,054 129,800 SH   SOLE 129,800 0 0
PARSLEY ENERGY INC CL A 701877102 29,790 889,000 SH   SOLE 889,000 0 0
PARTY CITY HOLDCO INC COM 702149105 262 15,300 SH   SOLE 15,300 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 2,538 2,500,000 PRN   SOLE 2,500,000 0 0
PBF ENERGY INC CL A 69318G106 1,279 56,500 SH   SOLE 56,500 0 0
PDC ENERGY INC COM 69327R101 778 11,596 SH   SOLE 11,596 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 9,497 9,000,000 PRN   SOLE 9,000,000 0 0
PENNEY J C INC COM 708160106 256 27,800 SH   SOLE 27,800 0 0
PEOPLES BANCORP N C INC COM 710577107 1,367 65,100 SH   SOLE 65,100 0 0
PERFICIENT INC COM 71375U101 520 25,800 SH   SOLE 25,800 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 278 11,200 SH   SOLE 11,200 0 0
PERKINELMER INC COM 714046109 1,678 29,900 SH   SOLE 29,900 0 0
PFIZER INC COM 717081103 725 21,400 SH   SOLE 21,400 0 0
PHOTRONICS INC COM 719405102 555 53,800 SH   SOLE 53,800 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,003 20,000 SH   SOLE 20,000 0 0
PLY GEM HLDGS INC COM 72941W100 378 28,300 SH   SOLE 28,300 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,270 125,100 SH   SOLE 125,100 0 0
POST HLDGS INC COM 737446104 6,837 88,600 SH   SOLE 88,600 0 0
POWELL INDS INC COM 739128106 324 8,100 SH   SOLE 8,100 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 11,605 500,000 SH   SOLE 500,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,978 35,000 SH   SOLE 35,000 0 0
PRAXAIR INC COM 74005P104 7,703 63,750 SH   SOLE 63,750 0 0
PRESS GANEY HLDGS INC COM 74113L102 11,110 275,000 SH   SOLE 275,000 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,583 32,800 SH   SOLE 32,800 0 0
PRICELINE GRP INC COM NEW 741503403 1,619 1,100 SH   SOLE 1,100 0 0
PRIVATEBANCORP INC COM 742962103 110,414 2,404,489 SH   SOLE 2,404,489 0 0
PROCTER AND GAMBLE CO COM 742718109 1,159,336 12,900,399 SH   SOLE 12,900,399 0 0
PROCTER AND GAMBLE CO COM 742718109 995,776 11,095,000 SH Put SOLE 11,095,000 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,689 62,100 SH   SOLE 62,100 0 0
QUAD / GRAPHICS INC COM CL A 747301109 1,737 65,000 SH   SOLE 65,000 0 0
QUALITY SYS INC COM 747582104 855 75,500 SH   SOLE 75,500 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 362 21,000 SH   SOLE 21,000 0 0
RACKSPACE HOSTING INC COM 750086100 27,491 867,510 SH   SOLE 867,510 0 0
RANGE RES CORP COM 75281A109 5,425 140,000 SH Put SOLE 140,000 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 1,448 108,300 SH   SOLE 108,300 0 0
RED HAT INC COM 756577102 11,516 142,470 SH   SOLE 142,470 0 0
REGAL BELOIT CORP COM 758750103 1,576 26,500 SH   SOLE 26,500 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 89 10,509 SH   SOLE 10,509 0 0
RENT A CTR INC NEW COM 76009N100 1,682 133,100 SH   SOLE 133,100 0 0
RESOURCES CONNECTION INC COM 76122Q105 176 11,749 SH   SOLE 11,749 0 0
REX AMERICAN RESOURCES CORP COM 761624105 1,661 19,600 SH   SOLE 19,600 0 0
RICE ENERGY INC COM 762760106 2,287 87,600 SH   SOLE 87,600 0 0
RICE ENERGY INC COM 762760106 6,397 245,000 SH Put SOLE 245,000 0 0
RIGNET INC COM 766582100 224 14,800 SH   SOLE 14,800 0 0
RITE AID CORP COM 767754104 5,458 709,735 SH   SOLE 709,735 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 473 59,300 SH   SOLE 59,300 0 0
ROGERS CORP COM 775133101 257 4,200 SH   SOLE 4,200 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,313 86,600 SH   SOLE 86,600 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 9,950 10,000,000 PRN   SOLE 10,000,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 43,811 875,000 SH   SOLE 875,000 0 0
RPX CORP COM 74972G103 478 44,700 SH   SOLE 44,700 0 0
RUBICON PROJ INC COM 78112V102 761 91,900 SH   SOLE 91,900 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,189 67,000 SH   SOLE 67,000 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 4,547 451,050 SH   SOLE 451,050 0 0
SALESFORCE COM INC COM 79466L302 1,427 20,000 SH   SOLE 20,000 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,294 25,200 SH   SOLE 25,200 0 0
SANMINA CORPORATION COM 801056102 359 12,600 SH   SOLE 12,600 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 935 91,200 SH   SOLE 91,200 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,911 169,600 SH   SOLE 169,600 0 0
SCORPIO TANKERS INC SHS Y7542C106 1,002 216,400 SH   SOLE 216,400 0 0
SEABOARD CORP COM 811543107 279 81 SH   SOLE 81 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 11,147 209,498 SH   SOLE 209,498 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 14,422 200,000 SH Put SOLE 200,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,291 31,765 SH   SOLE 31,765 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,861 49,011 SH   SOLE 49,011 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,995 62,731 SH   SOLE 62,731 0 0
SEMTECH CORP COM 816850101 244 8,800 SH   SOLE 8,800 0 0
SHERWIN WILLIAMS CO COM 824348106 1,129 4,082 SH   SOLE 4,082 0 0
SHIRE PLC SPONSORED ADR 82481R106 5,816 30,000 SH   SOLE 30,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,416 19,000 SH   SOLE 19,000 0 0
SILVER RUN ACQUISITION CORP *W EXP 02/23/202 82811P119 1,850 333,333 SH   SOLE 333,333 0 0
SILVER RUN ACQUISITION CORP CL A 82811P101 7,875 500,000 SH   SOLE 500,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 306 10,600 SH   SOLE 10,600 0 0
SKECHERS U S A INC CL A 830566105 1,530 66,800 SH   SOLE 66,800 0 0
SLM CORP COM 78442P106 34,362 4,600,000 SH   SOLE 4,600,000 0 0
SMITH & WESSON HLDG CORP COM 831756101 1,619 60,900 SH   SOLE 60,900 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,502 87,200 SH   SOLE 87,200 0 0
SOTHEBYS COM 835898107 2,312 60,800 SH   SOLE 60,800 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,132 240,000 SH   SOLE 240,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,982 360,000 SH Put SOLE 360,000 0 0
SPARTON CORP COM 847235108 276 10,500 SH   SOLE 10,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 43,260 200,000 SH Put SOLE 200,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 31,538 145,808 SH   SOLE 145,808 0 0
SPECTRA ENERGY CORP COM 847560109 3,023 70,710 SH   SOLE 70,710 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 771 5,600 SH   SOLE 5,600 0 0
SPLUNK INC COM 848637104 1,760 30,000 SH   SOLE 30,000 0 0
SPRINT CORP COM SER 1 85207U105 81 12,200 SH   SOLE 12,200 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,065 100,000 SH   SOLE 100,000 0 0
STAMPS COM INC COM NEW 852857200 2,372 25,100 SH   SOLE 25,100 0 0
STARBUCKS CORP COM 855244109 1,128 20,839 SH   SOLE 20,839 0 0
STARZ COM SER A 85571Q102 5,805 186,104 SH   SOLE 186,104 0 0
STATE STR CORP COM 857477103 2,174 31,222 SH   SOLE 31,222 0 0
STEELCASE INC CL A 858155203 1,961 141,200 SH   SOLE 141,200 0 0
STERIS PLC SHS USD G84720104 322 4,400 SH   SOLE 4,400 0 0
STONERIDGE INC COM 86183P102 313 17,000 SH   SOLE 17,000 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 581 51,000 SH   SOLE 51,000 0 0
SUNSHINE BANCORP INC COM 86777J108 1,995 135,000 SH   SOLE 135,000 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 309 12,500 SH   SOLE 12,500 0 0
SUPERVALU INC COM 868536103 1,627 326,000 SH   SOLE 326,000 0 0
SWIFT TRANSN CO CL A 87074U101 2,126 99,000 SH   SOLE 99,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,686 65,230 SH   SOLE 65,230 0 0
SYNGENTA AG SPONSORED ADR 87160A100 25,104 286,580 SH   SOLE 286,580 0 0
SYNGENTA AG SPONSORED ADR 87160A100 1,314 15,000 SH Put SOLE 15,000 0 0
T MOBILE US INC COM 872590104 3,924 84,000 SH   SOLE 84,000 0 0
TAILORED BRANDS INC COM 87403A107 3,140 200,000 SH Call SOLE 200,000 0 0
TAILORED BRANDS INC COM 87403A107 8,260 526,100 SH   SOLE 526,100 0 0
TALEN ENERGY CORP COM 87422J105 13,111 946,652 SH   SOLE 946,652 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 227 12,892 SH   SOLE 12,892 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 1,465 45,000 SH   SOLE 45,000 0 0
TEEKAY CORPORATION COM Y8564W103 1,853 240,400 SH   SOLE 240,400 0 0
TELEFLEX INC COM 879369106 2,269 13,500 SH   SOLE 13,500 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,532 67,600 SH   SOLE 67,600 0 0
TERADATA CORP DEL COM 88076W103 1,885 60,800 SH   SOLE 60,800 0 0
TERADYNE INC COM 880770102 1,733 80,300 SH   SOLE 80,300 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 1,811 2,000,000 PRN   SOLE 2,000,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 7,779 9,045,000 PRN   SOLE 9,045,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 8,106 5,000,000 PRN   SOLE 5,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,061 110,000 SH Put SOLE 110,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 17,254 375,000 SH   SOLE 375,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 8,787 160,000 SH   SOLE 160,000 0 0
TEXAS INSTRS INC COM 882508104 400 5,700 SH   SOLE 5,700 0 0
TIMBERLAND BANCORP INC COM 887098101 404 25,621 SH   SOLE 25,621 0 0
TIME INC NEW COM 887228104 1,486 102,600 SH   SOLE 102,600 0 0
TIME WARNER INC COM NEW 887317303 3,184 40,000 SH   SOLE 40,000 0 0
TIMKEN CO COM 887389104 2,179 62,000 SH   SOLE 62,000 0 0
TITAN INTL INC ILL COM 88830M102 129 12,774 SH   SOLE 12,774 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 12,870 290,000 SH   SOLE 290,000 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 632 41,664 SH   SOLE 41,664 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,846 122,800 SH   SOLE 122,800 0 0
TREEHOUSE FOODS INC COM 89469A104 13,507 154,920 SH   SOLE 154,920 0 0
TRI POINTE GROUP INC COM 87265H109 433 32,876 SH   SOLE 32,876 0 0
TRIBUNE MEDIA CO CL A 896047503 1,724 47,200 SH   SOLE 47,200 0 0
TRIMAS CORP COM NEW 896215209 791 42,500 SH   SOLE 42,500 0 0
TRINSEO S A SHS L9340P101 2,347 41,500 SH   SOLE 41,500 0 0
TRITON INTL LTD CL A G9078F107 795 60,300 SH   SOLE 60,300 0 0
TRONOX LTD SHS CL A Q9235V101 2,227 237,700 SH   SOLE 237,700 0 0
TTM TECHNOLOGIES INC COM 87305R109 893 78,000 SH   SOLE 78,000 0 0
TUTOR PERINI CORP COM 901109108 208 9,700 SH   SOLE 9,700 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 4,117 170,000 SH   SOLE 170,000 0 0
TWILIO INC CL A 90138F102 721 11,200 SH   SOLE 11,200 0 0
TWITTER INC COM 90184L102 4,610 200,000 SH Call SOLE 200,000 0 0
TWITTER INC COM 90184L102 1,153 50,000 SH   SOLE 50,000 0 0
TWO RIV BANCORP COM 90207C105 378 32,833 SH   SOLE 32,833 0 0
TYSON FOODS INC CL A 902494103 1,949 26,100 SH   SOLE 26,100 0 0
U S G CORP COM NEW 903293405 1,773 68,600 SH   SOLE 68,600 0 0
ULTRATECH INC COM 904034105 261 11,300 SH   SOLE 11,300 0 0
UNISYS CORP COM NEW 909214306 1,367 140,300 SH   SOLE 140,300 0 0
UNIT CORP COM 909218109 1,743 93,700 SH   SOLE 93,700 0 0
UNITED CMNTY BANCORP IND COM 90984R101 1,515 100,000 SH   SOLE 100,000 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 3,387 476,357 SH   SOLE 476,357 0 0
UNITED CONTL HLDGS INC COM 910047109 2,256 43,000 SH   SOLE 43,000 0 0
UNITED NAT FOODS INC COM 911163103 2,366 59,100 SH   SOLE 59,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 490 3,500 SH   SOLE 3,500 0 0
UNIVERSAL CORP VA COM 913456109 1,589 27,300 SH   SOLE 27,300 0 0
US FOODS HLDG CORP COM 912008109 2,951 125,000 SH   SOLE 125,000 0 0
V F CORP COM 918204108 841 15,000 SH   SOLE 15,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 368 15,000 SH Call SOLE 15,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 7,517 306,200 SH   SOLE 306,200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,346 25,400 SH   SOLE 25,400 0 0
VALVOLINE INC COM 92047W101 1,409 60,000 SH   SOLE 60,000 0 0
VECTRUS INC COM 92242T101 280 18,400 SH   SOLE 18,400 0 0
VERA BRADLEY INC COM 92335C106 565 37,300 SH   SOLE 37,300 0 0
VERITIV CORP COM 923454102 457 9,100 SH   SOLE 9,100 0 0
VIACOM INC NEW CL B 92553P201 2,478 65,036 SH   SOLE 65,036 0 0
VIACOM INC NEW CL B 92553P201 15,240 400,000 SH Call SOLE 400,000 0 0
VMWARE INC CL A COM 928563402 3,543 48,300 SH   SOLE 48,300 0 0
VWR CORP COM 91843L103 905 31,900 SH   SOLE 31,900 0 0
WABASH NATL CORP COM 929566107 1,910 134,100 SH   SOLE 134,100 0 0
WADDELL & REED FINL INC CL A 930059100 1,244 68,500 SH   SOLE 68,500 0 0
WAL-MART STORES INC COM 931142103 2,853 39,565 SH   SOLE 39,565 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 1,451 58,950 SH   SOLE 58,950 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 19,677 17,500,000 PRN   SOLE 17,500,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 13,644 2,427,707 SH   SOLE 2,427,707 0 0
WEB COM GROUP INC COM 94733A104 1,028 59,500 SH   SOLE 59,500 0 0
WEBMD HEALTH CORP COM 94770V102 1,541 31,000 SH   SOLE 31,000 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 459 34,200 SH   SOLE 34,200 0 0
WESCO INTL INC COM 95082P105 1,918 31,200 SH   SOLE 31,200 0 0
WEST CORP COM 952355204 793 35,900 SH   SOLE 35,900 0 0
WESTERN REFNG INC COM 959319104 34,398 1,300,000 SH   SOLE 1,300,000 0 0
WESTERN UN CO COM 959802109 1,545 74,200 SH   SOLE 74,200 0 0
WHITEWAVE FOODS CO COM 966244105 9,805 180,132 SH   SOLE 180,132 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 417 500,000 PRN   SOLE 500,000 0 0
WILLIAMS COS INC DEL COM 969457100 774 25,200 SH   SOLE 25,200 0 0
WINTRUST FINL CORP COM 97650W108 20,561 370,000 SH   SOLE 370,000 0 0
WORKDAY INC CL A 98138H101 2,632 28,700 SH   SOLE 28,700 0 0
WORLD FUEL SVCS CORP COM 981475106 1,198 25,900 SH   SOLE 25,900 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,804 26,800 SH   SOLE 26,800 0 0
XILINX INC COM 983919101 815 15,000 SH Call SOLE 15,000 0 0
XPO LOGISTICS INC COM 983793100 301 8,200 SH   SOLE 8,200 0 0
YAHOO INC COM 984332106 224 5,200 SH   SOLE 5,200 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,858 150,800 SH   SOLE 150,800 0 0
ZAGG INC COM 98884U108 301 37,100 SH   SOLE 37,100 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 767 5,900 SH   SOLE 5,900 0 0
ZOETIS INC CL A 98978V103 380 7,300 SH   SOLE 7,300 0 0