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 1,091 5,200 SH   SOLE 5,200 0 0
ACCURAY INC COM 004397105 316 79,100 SH   SOLE 79,100 0 0
ACTIVISION BLIZZARD INC COM 00507V109 4,258 66,000 SH   SOLE 66,000 0 0
ACXIOM CORP COM 005125109 222 9,000 SH   SOLE 9,000 0 0
ADOBE SYS INC COM 00724F101 6,683 44,800 SH   SOLE 44,800 0 0
ADTALEM GLOBAL ED INC COM 00737L103 893 24,900 SH   SOLE 24,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,557 15,700 SH   SOLE 15,700 0 0
ADVANCED ENERGY INDS COM 007973100 1,680 20,800 SH   SOLE 20,800 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 20,377 11,500,000 PRN   SOLE 11,500,000 0 0
ADVANSIX INC COM 00773T101 839 21,100 SH   SOLE 21,100 0 0
ADVAXIS INC COM NEW 007624208 283 67,600 SH   SOLE 67,600 0 0
ADVISORY BRD CO COM 00762W107 3,952 73,689 SH   SOLE 73,689 0 0
AECOM COM 00766T100 3,059 83,100 SH   SOLE 83,100 0 0
AEROVIRONMENT INC COM 008073108 709 13,100 SH   SOLE 13,100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 738 11,500 SH   SOLE 11,500 0 0
ALAMO GROUP INC COM 011311107 805 7,500 SH   SOLE 7,500 0 0
ALASKA AIR GROUP INC COM 011659109 1,167 15,300 SH   SOLE 15,300 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 845 7,100 SH   SOLE 7,100 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,181 30,000 SH   SOLE 30,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 23,844 13,000,000 PRN   SOLE 13,000,000 0 0
ALLERGAN PLC SHS G0177J108 10,555 51,500 SH   SOLE 51,500 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 809 3,651 SH   SOLE 3,651 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 893 23,800 SH   SOLE 23,800 0 0
ALLSTATE CORP COM 020002101 7,932 86,300 SH   SOLE 86,300 0 0
AMAZON COM INC COM 023135106 16,439 17,100 SH   SOLE 17,100 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 197 13,400 SH   SOLE 13,400 0 0
AMC NETWORKS INC CL A 00164V103 422 7,209 SH   SOLE 7,209 0 0
AMDOCS LTD SHS G02602103 1,036 16,100 SH   SOLE 16,100 0 0
AMERICAN ASSETS TR INC COM 024013104 501 12,600 SH   SOLE 12,600 0 0
AMERICAN ELEC PWR INC COM 025537101 1,623 23,100 SH   SOLE 23,100 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 641 6,200 SH   SOLE 6,200 0 0
AMERICAN TOWER CORP NEW COM 03027X100 4,784 35,000 SH   SOLE 35,000 0 0
AMERICAN VANGUARD CORP COM 030371108 499 21,800 SH   SOLE 21,800 0 0
AMERISOURCEBERGEN CORP COM 03073E105 18,914 228,574 SH   SOLE 228,574 0 0
AMETEK INC NEW COM 031100100 1,836 27,800 SH   SOLE 27,800 0 0
AMPLIFY SNACK BRANDS COM 03211L102 1,770 249,695 SH   SOLE 249,695 0 0
ANADARKO PETE CORP COM 032511107 802 16,422 SH   SOLE 16,422 0 0
ANALOGIC CORP COM PAR $0.05 032657207 1,181 14,100 SH   SOLE 14,100 0 0
ANDERSONS INC COM 034164103 589 17,200 SH   SOLE 17,200 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 11,334 95,000 SH   SOLE 95,000 0 0
ANIKA THERAPEUTICS INC COM 035255108 597 10,300 SH   SOLE 10,300 0 0
ANSYS INC COM 03662Q105 4,520 36,828 SH   SOLE 36,828 0 0
ANTHEM INC COM 036752103 8,606 45,321 SH   SOLE 45,321 0 0
APOGEE ENTERPRISES INC COM 037598109 203 4,200 SH   SOLE 4,200 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,221 67,400 SH   SOLE 67,400 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 4,852 4,500,000 PRN   SOLE 4,500,000 0 0
APOLLO INVT CORP COM 03761U106 1,037 169,700 SH   SOLE 169,700 0 0
APPLE INC COM 037833100 11,097 72,000 SH   SOLE 72,000 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 533 8,100 SH   SOLE 8,100 0 0
APPLIED MATLS INC COM 038222105 8,715 167,300 SH   SOLE 167,300 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,565 24,200 SH   SOLE 24,200 0 0
APTARGROUP INC COM 038336103 811 9,400 SH   SOLE 9,400 0 0
ARAMARK COM 03852U106 8,016 197,400 SH   SOLE 197,400 0 0
ARATANA THERAPEUTICS INC COM 03874P101 131 21,300 SH   SOLE 21,300 0 0
ARCBEST CORP COM 03937C105 652 19,500 SH   SOLE 19,500 0 0
ARCH COAL INC CL A 039380407 409 5,700 SH   SOLE 5,700 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 565 13,300 SH   SOLE 13,300 0 0
ARMSTRONG FLOORING INC COM 04238R106 249 15,800 SH   SOLE 15,800 0 0
ARRIS INTL INC SHS G0551A103 707 24,800 SH   SOLE 24,800 0 0
ARROW ELECTRS INC COM 042735100 909 11,300 SH   SOLE 11,300 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 593 9,700 SH   SOLE 9,700 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 291 7,200 SH   SOLE 7,200 0 0
ASSURANT INC COM 04621X108 6,734 70,500 SH   SOLE 70,500 0 0
ASSURED GUARANTY LTD COM G0585R106 400 10,600 SH   SOLE 10,600 0 0
ASTORIA FINL CORP COM 046265104 709 32,970 SH   SOLE 32,970 0 0
AT&T INC COM 00206R102 2,295 58,600 SH   SOLE 58,600 0 0
ATKORE INTL GROUP INC COM 047649108 1,652 84,700 SH   SOLE 84,700 0 0
ATLASSIAN CORP PLC CL A G06242104 1,462 41,600 SH   SOLE 41,600 0 0
ATN INTL INC COM 00215F107 337 6,400 SH   SOLE 6,400 0 0
AUTONATION INC COM 05329W102 812 17,100 SH   SOLE 17,100 0 0
AVON PRODS INC COM 054303102 699 300,000 SH   SOLE 300,000 0 0
AVX CORP NEW COM 002444107 580 31,800 SH   SOLE 31,800 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,009 36,900 SH   SOLE 36,900 0 0
B & G FOODS INC NEW COM 05508R106 13,536 425,000 SH   SOLE 425,000 0 0
BADGER METER INC COM 056525108 701 14,300 SH   SOLE 14,300 0 0
BALL CORP COM 058498106 207 5,000 SH   SOLE 5,000 0 0
BANK AMER CORP COM 060505104 687 27,100 SH   SOLE 27,100 0 0
BANK HAWAII CORP COM 062540109 734 8,800 SH   SOLE 8,800 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,622 30,600 SH   SOLE 30,600 0 0
BANKUNITED INC COM 06652K103 427 12,000 SH   SOLE 12,000 0 0
BARD C R INC COM 067383109 49,833 155,484 SH   SOLE 155,484 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 520 9,200 SH   SOLE 9,200 0 0
BAXTER INTL INC COM 071813109 264 4,200 SH   SOLE 4,200 0 0
BB&T CORP COM 054937107 831 17,700 SH   SOLE 17,700 0 0
BCB BANCORP INC COM 055298103 3,976 285,000 SH   SOLE 285,000 0 0
BECTON DICKINSON & CO COM 075887109 5,173 26,400 SH   SOLE 26,400 0 0
BED BATH & BEYOND INC COM 075896100 1,753 74,700 SH   SOLE 74,700 0 0
BERKLEY W R CORP COM 084423102 1,582 23,700 SH   SOLE 23,700 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 348 1,900 SH   SOLE 1,900 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 19,631 506,619 SH   SOLE 506,619 0 0
BERRY GLOBAL GROUP INC COM 08579W103 1,394 24,600 SH   SOLE 24,600 0 0
BGC PARTNERS INC CL A 05541T101 462 31,900 SH   SOLE 31,900 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 106 13,900 SH   SOLE 13,900 0 0
BIO RAD LABS INC CL A 090572207 667 3,000 SH   SOLE 3,000 0 0
BIO TECHNE CORP COM 09073M104 1,028 8,500 SH   SOLE 8,500 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,806 19,400 SH   SOLE 19,400 0 0
BLACKBERRY LTD COM 09228F103 6,890 616,300 SH   SOLE 616,300 0 0
BLOCK H & R INC COM 093671105 609 23,000 SH   SOLE 23,000 0 0
BOEING CO COM 097023105 585 2,300 SH   SOLE 2,300 0 0
BOJANGLES INC COM 097488100 429 31,800 SH   SOLE 31,800 0 0
BOSTON BEER INC CL A 100557107 765 4,900 SH   SOLE 4,900 0 0
BRADY CORP CL A 104674106 304 8,000 SH   SOLE 8,000 0 0
BRINKER INTL INC COM 109641100 2,135 67,000 SH   SOLE 67,000 0 0
BROADCOM LTD SHS Y09827109 21,829 90,000 SH   SOLE 90,000 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,414 17,500 SH   SOLE 17,500 0 0
BROOKDALE SR LIVING INC COM 112463104 2,564 241,850 SH   SOLE 241,850 0 0
BROWN & BROWN INC COM 115236101 607 12,600 SH   SOLE 12,600 0 0
BRYN MAWR BK CORP COM 117665109 267 6,100 SH   SOLE 6,100 0 0
BUNGE LIMITED COM G16962105 8,564 123,300 SH   SOLE 123,300 0 0
BWX TECHNOLOGIES INC COM 05605H100 364 6,500 SH   SOLE 6,500 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 659 16,700 SH   SOLE 16,700 0 0
CAESARSTONE LTD ORD SHS M20598104 915 30,700 SH   SOLE 30,700 0 0
CALAMP CORP COM 128126109 1,269 54,600 SH   SOLE 54,600 0 0
CALATLANTIC GROUP INC COM 128195104 223 6,100 SH   SOLE 6,100 0 0
CALERES INC COM 129500104 1,401 45,900 SH   SOLE 45,900 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 672 64,200 SH   SOLE 64,200 0 0
CAPITAL ONE FINL CORP COM 14040H105 19,480 230,100 SH   SOLE 230,100 0 0
CAPITAL SR LIVING CORP COM 140475104 221 17,600 SH   SOLE 17,600 0 0
CAPITOL FED FINL INC COM 14057J101 1,408 95,800 SH   SOLE 95,800 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,486 154,000 SH   SOLE 154,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 534 23,200 SH   SOLE 23,200 0 0
CARLISLE COS INC COM 142339100 311 3,100 SH   SOLE 3,100 0 0
CAROLINA FINL CORP NEW COM 143873107 309 8,600 SH   SOLE 8,600 0 0
CARRIAGE SVCS INC COM 143905107 586 22,900 SH   SOLE 22,900 0 0
CARTER INC COM 146229109 6,419 65,000 SH   SOLE 65,000 0 0
CATALENT INC COM 148806102 6,271 157,100 SH   SOLE 157,100 0 0
CATERPILLAR INC DEL COM 149123101 1,274 10,214 SH   SOLE 10,214 0 0
CATHAY GEN BANCORP COM 149150104 10,452 260,000 SH   SOLE 260,000 0 0
CATO CORP NEW CL A 149205106 835 63,100 SH   SOLE 63,100 0 0
CBOE HLDGS INC COM 12503M108 1,087 10,100 SH   SOLE 10,100 0 0
CBS CORP NEW CL B 124857202 2,900 50,000 SH   SOLE 50,000 0 0
CDK GLOBAL INC COM 12508E101 543 8,600 SH   SOLE 8,600 0 0
CDW CORP COM 12514G108 1,030 15,600 SH   SOLE 15,600 0 0
CELESTICA INC SUB VTG SHS 15101Q108 558 45,100 SH   SOLE 45,100 0 0
CENTURY CMNTYS INC COM 156504300 225 9,100 SH   SOLE 9,100 0 0
CEVA INC COM 157210105 270 6,300 SH   SOLE 6,300 0 0
CF CORP *W EXP 05/25/202 G20307115 2,374 1,125,000 SH   SOLE 1,125,000 0 0
CF CORP SHS CL A G20307107 18,479 1,649,900 SH   SOLE 1,649,900 0 0
CHARLES RIV LABS INTL INC COM 159864107 810 7,500 SH   SOLE 7,500 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,722 24,000 SH   SOLE 24,000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 878 7,700 SH   SOLE 7,700 0 0
CHEFS WHSE INC COM 163086101 218 11,289 SH   SOLE 11,289 0 0
CHEMOURS CO COM 163851108 658 13,000 SH   SOLE 13,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 7,036 10,151,000 PRN   SOLE 10,151,000 0 0
CHEVRON CORP NEW COM 166764100 1,140 9,700 SH   SOLE 9,700 0 0
CHICOS FAS INC COM 168615102 1,022 114,229 SH   SOLE 114,229 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 231 2,500 SH   SOLE 2,500 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,298 4,217 SH   SOLE 4,217 0 0
CIGNA CORPORATION COM 125509109 673 3,600 SH   SOLE 3,600 0 0
CINTAS CORP COM 172908105 6,781 47,000 SH   SOLE 47,000 0 0
CIRRUS LOGIC INC COM 172755100 656 12,300 SH   SOLE 12,300 0 0
CISCO SYS INC COM 17275R102 10,536 313,300 SH   SOLE 313,300 0 0
CIT GROUP INC COM NEW 125581801 294 6,000 SH   SOLE 6,000 0 0
CLEAN HARBORS INC COM 184496107 448 7,900 SH   SOLE 7,900 0 0
CLOROX CO DEL COM 189054109 224 1,700 SH   SOLE 1,700 0 0
CLOUDERA INC COM 18914U100 1,165 70,100 SH   SOLE 70,100 0 0
CMS ENERGY CORP COM 125896100 1,084 23,400 SH   SOLE 23,400 0 0
COACH INC COM 189754104 1,470 36,500 SH   SOLE 36,500 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 2,357 11,536,000 PRN   SOLE 11,536,000 0 0
COCA COLA CO COM 191216100 12,270 272,600 SH   SOLE 272,600 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 10,780 259,000 SH   SOLE 259,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 12,767 176,000 SH   SOLE 176,000 0 0
COHERENT INC COM 192479103 706 3,000 SH   SOLE 3,000 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 1,693 27,500 SH   SOLE 27,500 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 345 9,100 SH   SOLE 9,100 0 0
COMCAST CORP NEW CL A 20030N101 10,836 281,600 SH   SOLE 281,600 0 0
COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 6,069 108,380 SH   SOLE 108,380 0 0
COMMERCE BANCSHARES INC COM 200525103 329 5,700 SH   SOLE 5,700 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 501 65,200 SH   SOLE 65,200 0 0
COMPASS MINERALS INTL INC COM 20451N101 344 5,300 SH   SOLE 5,300 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 647 31,500 SH   SOLE 31,500 0 0
CONAGRA BRANDS INC COM 205887102 10,672 316,300 SH   SOLE 316,300 0 0
CONAGRA BRANDS INC COM 205887102 5,061 150,000 SH Call SOLE 150,000 0 0
CONMED CORP COM 207410101 446 8,500 SH   SOLE 8,500 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 8,856 360,000 SH   SOLE 360,000 0 0
CONNS INC COM 208242107 906 32,200 SH   SOLE 32,200 0 0
CONSOL ENERGY INC COM 20854P109 817 48,200 SH   SOLE 48,200 0 0
CONSOLIDATED EDISON INC COM 209115104 331 4,100 SH   SOLE 4,100 0 0
CONSTELLATION BRANDS INC CL A 21036P108 7,579 38,000 SH   SOLE 38,000 0 0
CONVERGYS CORP COM 212485106 761 29,400 SH   SOLE 29,400 0 0
COOPER COS INC COM NEW 216648402 1,897 8,000 SH   SOLE 8,000 0 0
COPA HOLDINGS SA CL A P31076105 461 3,700 SH   SOLE 3,700 0 0
CORELOGIC INC COM 21871D103 430 9,300 SH   SOLE 9,300 0 0
COTY INC COM CL A 222070203 7,521 455,000 SH   SOLE 455,000 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 5,443 35,900 SH   SOLE 35,900 0 0
CRANE CO COM 224399105 824 10,300 SH   SOLE 10,300 0 0
CREDICORP LTD COM G2519Y108 451 2,200 SH   SOLE 2,200 0 0
CROCS INC COM 227046109 521 53,700 SH   SOLE 53,700 0 0
CROWN HOLDINGS INC COM 228368106 711 11,900 SH   SOLE 11,900 0 0
CSRA INC COM 12650T104 520 16,100 SH   SOLE 16,100 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 5,665 4,095,000 PRN   SOLE 4,095,000 0 0
CUTERA INC COM 232109108 385 9,300 SH   SOLE 9,300 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 759 18,520 SH   SOLE 18,520 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 3,228 61,500 SH   SOLE 61,500 0 0
DAVITA INC COM 23918K108 18,940 318,903 SH   SOLE 318,903 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 1,877 32,400 SH   SOLE 32,400 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 530 27,915 SH   SOLE 27,915 0 0
DECKERS OUTDOOR CORP COM 243537107 753 11,000 SH   SOLE 11,000 0 0
DEERE & CO COM 244199105 502 4,000 SH   SOLE 4,000 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 29,396 380,728 SH   SOLE 380,728 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 216 2,200 SH   SOLE 2,200 0 0
DELUXE CORP COM 248019101 336 4,600 SH   SOLE 4,600 0 0
DEPOMED INC COM 249908104 953 164,600 SH   SOLE 164,600 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 4,240 245,328 SH   SOLE 245,328 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 519 35,800 SH   SOLE 35,800 0 0
DICKS SPORTING GOODS INC COM 253393102 3,260 120,700 SH   SOLE 120,700 0 0
DISH NETWORK CORP CL A 25470M109 2,316 42,700 SH   SOLE 42,700 0 0
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 2,237 2,250,000 PRN   SOLE 2,250,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 19,589 17,500,000 PRN   SOLE 17,500,000 0 0
DISNEY WALT CO COM DISNEY 254687106 2,336 23,700 SH   SOLE 23,700 0 0
DOLLAR GEN CORP NEW COM 256677105 9,321 115,000 SH   SOLE 115,000 0 0
DOLLAR TREE INC COM 256746108 2,605 30,000 SH   SOLE 30,000 0 0
DOMINOS PIZZA INC COM 25754A201 1,604 8,077 SH   SOLE 8,077 0 0
DOMTAR CORP COM NEW 257559203 443 10,200 SH   SOLE 10,200 0 0
DONALDSON INC COM 257651109 795 17,300 SH   SOLE 17,300 0 0
DORMAN PRODUCTS INC COM 258278100 594 8,300 SH   SOLE 8,300 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,680 30,297 SH   SOLE 30,297 0 0
DSW INC CL A 23334L102 1,431 66,600 SH   SOLE 66,600 0 0
DTE ENERGY CO COM 233331107 848 7,900 SH   SOLE 7,900 0 0
DUKE REALTY CORP COM NEW 264411505 545 18,900 SH   SOLE 18,900 0 0
DXC TECHNOLOGY CO COM 23355L106 19,959 232,400 SH   SOLE 232,400 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,361 31,200 SH   SOLE 31,200 0 0
EASTGROUP PPTY INC COM 277276101 661 7,500 SH   SOLE 7,500 0 0
ECHOSTAR CORP CL A 278768106 544 9,500 SH   SOLE 9,500 0 0
ECOLAB INC COM 278865100 990 7,700 SH   SOLE 7,700 0 0
EDGEWELL PERS CARE CO COM 28035Q102 699 9,600 SH   SOLE 9,600 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 751 20,900 SH   SOLE 20,900 0 0
ELBIT SYS LTD ORD M3760D101 721 4,900 SH   SOLE 4,900 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 456 10,676 SH   SOLE 10,676 0 0
ELLIS PERRY INTL INC COM 288853104 355 15,000 SH   SOLE 15,000 0 0
EMCOR GROUP INC COM 29084Q100 465 6,700 SH   SOLE 6,700 0 0
ENBRIDGE INC COM 29250N105 343 8,200 SH   SOLE 8,200 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 293 6,371 SH   SOLE 6,371 0 0
ENOVA INTL INC COM 29357K103 794 59,000 SH   SOLE 59,000 0 0
ENPRO INDS INC COM 29355X107 1,087 13,500 SH   SOLE 13,500 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 241 5,700 SH   SOLE 5,700 0 0
ENVESTNET INC COM 29404K106 775 15,200 SH   SOLE 15,200 0 0
ENVISION HEALTHCARE CORP COM 29414D100 5,864 130,461 SH   SOLE 130,461 0 0
EOG RES INC COM 26875P101 513 5,300 SH   SOLE 5,300 0 0
EPLUS INC COM 294268107 342 3,700 SH   SOLE 3,700 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,806 27,400 SH   SOLE 27,400 0 0
ESSENDANT INC COM 296689102 774 58,800 SH   SOLE 58,800 0 0
ESSENT GROUP LTD COM G3198U102 1,596 39,400 SH   SOLE 39,400 0 0
ESSEX PPTY TR INC COM 297178105 1,626 6,400 SH   SOLE 6,400 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,551 17,200 SH   SOLE 17,200 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 541 16,700 SH   SOLE 16,700 0 0
EURONET WORLDWIDE INC COM 298736109 995 10,500 SH   SOLE 10,500 0 0
EVERTEC INC COM 30040P103 889 56,100 SH   SOLE 56,100 0 0
EXLSERVICE HOLDINGS INC COM 302081104 262 4,500 SH   SOLE 4,500 0 0
EXPEDIA INC DEL COM NEW 30212P303 7,773 54,000 SH   SOLE 54,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,184 18,700 SH   SOLE 18,700 0 0
EXXON MOBIL CORP COM 30231G102 2,140 26,100 SH   SOLE 26,100 0 0
F5 NETWORKS INC COM 315616102 518 4,300 SH   SOLE 4,300 0 0
FACEBOOK INC CL A 30303M102 12,474 73,000 SH   SOLE 73,000 0 0
FARMER BROS CO COM 307675108 549 16,700 SH   SOLE 16,700 0 0
FASTENAL CO COM 311900104 461 10,110 SH   SOLE 10,110 0 0
FB FINL CORP COM 30257X104 5,243 139,000 SH   SOLE 139,000 0 0
FCB FINL HLDGS INC CL A 30255G103 203 4,200 SH   SOLE 4,200 0 0
FEDERAL SIGNAL CORP COM 313855108 1,124 52,800 SH   SOLE 52,800 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 688 14,500 SH   SOLE 14,500 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 15,120 161,900 SH   SOLE 161,900 0 0
FINANCIAL INSTNS INC COM 317585404 314 10,900 SH   SOLE 10,900 0 0
FINISAR CORP COM NEW 31787A507 1,095 49,391 SH   SOLE 49,391 0 0
FINISH LINE INC CL A 317923100 1,879 156,200 SH   SOLE 156,200 0 0
FIRST BANCORP N C COM 318910106 4,216 122,529 SH   SOLE 122,529 0 0
FIRST BANCORP P R COM NEW 318672706 4,690 915,942 SH   SOLE 915,942 0 0
FIRST BUSEY CORP COM NEW 319383204 615 19,600 SH   SOLE 19,600 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 798 56,500 SH   SOLE 56,500 0 0
FIRST DATA CORP NEW COM CL A 32008D106 631 35,000 SH   SOLE 35,000 0 0
FIRST FINL BANCORP OH COM 320209109 2,178 83,289 SH   SOLE 83,289 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,357 45,100 SH   SOLE 45,100 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 3,591 153,327 SH   SOLE 153,327 0 0
FLEX LTD ORD Y2573F102 542 32,700 SH   SOLE 32,700 0 0
FLIR SYS INC COM 302445101 658 16,900 SH   SOLE 16,900 0 0
FLOWSERVE CORP COM 34354P105 3,561 83,600 SH   SOLE 83,600 0 0
FLUOR CORP NEW COM 343412102 3,814 90,600 SH   SOLE 90,600 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 341 34,600 SH   SOLE 34,600 0 0
FNB CORP PA COM 302520101 17,539 1,250,100 SH   SOLE 1,250,100 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 843 70,400 SH   SOLE 70,400 0 0
FORTINET INC COM 34959E109 781 21,800 SH   SOLE 21,800 0 0
FOSTER L B CO COM 350060109 218 9,600 SH   SOLE 9,600 0 0
FREDS INC CL A 356108100 780 121,100 SH   SOLE 121,100 0 0
FREEPORT-MCMORAN INC CL B 35671D857 632 45,000 SH   SOLE 45,000 0 0
GAMESTOP CORP NEW CL A 36467W109 6,297 304,800 SH   SOLE 304,800 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,013 4,500,000 PRN   SOLE 4,500,000 0 0
GENERAL MLS INC COM 370334104 9,442 182,420 SH   SOLE 182,420 0 0
GENESEE & WYO INC CL A 371559105 244 3,300 SH   SOLE 3,300 0 0
GENOMIC HEALTH INC COM 37244C101 286 8,900 SH   SOLE 8,900 0 0
GENPACT LIMITED SHS G3922B107 1,412 49,100 SH   SOLE 49,100 0 0
GIGAMON INC COM 37518B102 4,742 112,496 SH   SOLE 112,496 0 0
GLOBAL PMTS INC COM 37940X102 722 7,600 SH   SOLE 7,600 0 0
GMS INC COM 36251C103 2,793 78,900 SH   SOLE 78,900 0 0
GRAHAM HLDGS CO COM 384637104 995 1,700 SH   SOLE 1,700 0 0
GRAINGER W W INC COM 384802104 701 3,900 SH   SOLE 3,900 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,728 22,200 SH   SOLE 22,200 0 0
HAEMONETICS CORP COM 405024100 1,211 27,000 SH   SOLE 27,000 0 0
HALLIBURTON CO COM 406216101 580 12,600 SH   SOLE 12,600 0 0
HAMILTON LANE INC CL A 407497106 612 22,800 SH   SOLE 22,800 0 0
HANCOCK HLDG CO COM 410120109 4,845 100,000 SH   SOLE 100,000 0 0
HARLEY DAVIDSON INC COM 412822108 516 10,700 SH   SOLE 10,700 0 0
HASBRO INC COM 418056107 4,478 45,853 SH   SOLE 45,853 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,318 35,100 SH   SOLE 35,100 0 0
HCA HEALTHCARE INC COM 40412C101 470 5,900 SH   SOLE 5,900 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,240 62,100 SH   SOLE 62,100 0 0
HEALTHEQUITY INC COM 42226A107 202 4,000 SH   SOLE 4,000 0 0
HEALTHSTREAM INC COM 42222N103 327 14,000 SH   SOLE 14,000 0 0
HEARTLAND EXPRESS INC COM 422347104 682 27,200 SH   SOLE 27,200 0 0
HEARTLAND FINL USA INC COM 42234Q102 12,350 250,000 SH   SOLE 250,000 0 0
HENRY JACK & ASSOC INC COM 426281101 3,824 37,200 SH   SOLE 37,200 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 16,265 16,250,000 PRN   SOLE 16,250,000 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 248 13,300 SH   SOLE 13,300 0 0
HERSHEY CO COM 427866108 8,341 76,400 SH   SOLE 76,400 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,413 300,000 SH   SOLE 300,000 0 0
HIGHWOODS PPTYS INC COM 431284108 2,068 39,700 SH   SOLE 39,700 0 0
HILLENBRAND INC COM 431571108 295 7,600 SH   SOLE 7,600 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 10,070 145,000 SH   SOLE 145,000 0 0
HOLLYFRONTIER CORP COM 436106108 507 14,101 SH   SOLE 14,101 0 0
HOME DEPOT INC COM 437076102 8,440 51,600 SH   SOLE 51,600 0 0
HOMESTREET INC COM 43785V102 20,793 770,100 SH   SOLE 770,100 0 0
HONEYWELL INTL INC COM 438516106 689 4,860 SH   SOLE 4,860 0 0
HORIZON PHARMA PLC SHS G4617B105 521 41,100 SH   SOLE 41,100 0 0
HOWARD HUGHES CORP COM 44267D107 212 1,800 SH   SOLE 1,800 0 0
HP INC COM 40434L105 7,683 384,900 SH   SOLE 384,900 0 0
HRG GROUP INC COM 40434J100 649 41,600 SH   SOLE 41,600 0 0
HUBBELL INC COM 443510607 719 6,200 SH   SOLE 6,200 0 0
HUMANA INC COM 444859102 780 3,200 SH   SOLE 3,200 0 0
HURCO COMPANIES INC COM 447324104 245 5,900 SH   SOLE 5,900 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 795 10,400 SH   SOLE 10,400 0 0
IAC INTERACTIVECORP COM 44919P508 8,019 68,200 SH   SOLE 68,200 0 0
IDEX CORP COM 45167R104 1,130 9,300 SH   SOLE 9,300 0 0
IDT CORP CL B NEW 448947507 169 12,000 SH   SOLE 12,000 0 0
IMPAX LABORATORIES INC COM 45256B101 607 29,900 SH   SOLE 29,900 0 0
INC RESH HLDGS INC CL A 45329R109 11,213 214,401 SH   SOLE 214,401 0 0
INGERSOLL-RAND PLC SHS G47791101 633 7,100 SH   SOLE 7,100 0 0
INNOSPEC INC COM 45768S105 407 6,600 SH   SOLE 6,600 0 0
INTEGER HLDGS CORP COM 45826H109 859 16,800 SH   SOLE 16,800 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 20,691 11,250,000 PRN   SOLE 11,250,000 0 0
INTELSAT S A COM L5140P101 178 37,800 SH   SOLE 37,800 0 0
INTERNAP CORP COM PAR $.001 45885A300 67 15,500 SH   SOLE 15,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,250 8,615 SH   SOLE 8,615 0 0
INTUIT COM 461202103 355 2,500 SH   SOLE 2,500 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2,919 185,100 SH   SOLE 185,100 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 6,470 52,124 SH   SOLE 52,124 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,796 18,869 SH   SOLE 18,869 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,365 17,083 SH   SOLE 17,083 0 0
J JILL INC COM 46620W102 683 62,700 SH   SOLE 62,700 0 0
J2 GLOBAL INC COM 48123V102 414 5,600 SH   SOLE 5,600 0 0
JABIL INC COM 466313103 8,913 312,172 SH   SOLE 312,172 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,225 8,375 SH   SOLE 8,375 0 0
JELD-WEN HLDG INC COM 47580P103 1,534 43,200 SH   SOLE 43,200 0 0
JOHNSON & JOHNSON COM 478160104 3,081 23,700 SH   SOLE 23,700 0 0
JONES ENERGY INC COM CL A 48019R108 3,004 1,564,510 SH   SOLE 1,564,510 0 0
JPMORGAN CHASE & CO COM 46625H100 840 8,800 SH   SOLE 8,800 0 0
JUNIPER NETWORKS INC COM 48203R104 796 28,600 SH   SOLE 28,600 0 0
KAMAN CORP COM 483548103 664 11,900 SH   SOLE 11,900 0 0
KAR AUCTION SVCS INC COM 48238T109 1,609 33,700 SH   SOLE 33,700 0 0
KB HOME COM 48666K109 3,251 134,800 SH   SOLE 134,800 0 0
KBR INC COM 48242W106 547 30,600 SH   SOLE 30,600 0 0
KELLOGG CO COM 487836108 1,004 16,100 SH   SOLE 16,100 0 0
KEMET CORP COM NEW 488360207 604 28,600 SH   SOLE 28,600 0 0
KENNAMETAL INC COM 489170100 2,251 55,800 SH   SOLE 55,800 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 450 10,800 SH   SOLE 10,800 0 0
KIMBALL INTL INC CL B 494274103 304 15,400 SH   SOLE 15,400 0 0
KIMBERLY CLARK CORP COM 494368103 1,471 12,500 SH   SOLE 12,500 0 0
KIRBY CORP COM 497266106 1,418 21,500 SH   SOLE 21,500 0 0
KLA-TENCOR CORP COM 482480100 3,180 30,000 SH   SOLE 30,000 0 0
KNOWLES CORP COM 49926D109 1,477 96,700 SH   SOLE 96,700 0 0
KOPPERS HOLDINGS INC COM 50060P106 346 7,500 SH   SOLE 7,500 0 0
KORN FERRY INTL COM NEW 500643200 2,602 66,000 SH   SOLE 66,000 0 0
KRAFT HEINZ CO COM 500754106 13,184 170,000 SH   SOLE 170,000 0 0
KROGER CO COM 501044101 5,001 249,300 SH   SOLE 249,300 0 0
KULICKE & SOFFA INDS INC COM 501242101 850 39,400 SH   SOLE 39,400 0 0
LANNET INC COM 516012101 2,318 125,628 SH   SOLE 125,628 0 0
LEGG MASON INC COM 524901105 605 15,400 SH   SOLE 15,400 0 0
LEGGETT & PLATT INC COM 524660107 406 8,500 SH   SOLE 8,500 0 0
LENNAR CORP CL A 526057104 438 8,300 SH   SOLE 8,300 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 32,364 607,322 SH   SOLE 607,322 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 419 12,800 SH   SOLE 12,800 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 7,596 13,750,000 PRN   SOLE 13,750,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 846 20,600 SH   SOLE 20,600 0 0
LILLY ELI & CO COM 532457108 1,429 16,700 SH   SOLE 16,700 0 0
LITTELFUSE INC COM 537008104 215 1,100 SH   SOLE 1,100 0 0
LIVANOVA PLC SHS G5509L101 371 5,300 SH   SOLE 5,300 0 0
LKQ CORP COM 501889208 1,162 32,300 SH   SOLE 32,300 0 0
LOCKHEED MARTIN CORP COM 539830109 2,141 6,900 SH   SOLE 6,900 0 0
LOEWS CORP COM 540424108 2,910 60,800 SH   SOLE 60,800 0 0
LOGITECH INTL S A SHS H50430232 4,161 114,102 SH   SOLE 114,102 0 0
LOGMEIN INC COM 54142L109 496 4,503 SH   SOLE 4,503 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 391 7,900 SH   SOLE 7,900 0 0
LOUISIANA PAC CORP COM 546347105 349 12,900 SH   SOLE 12,900 0 0
LOWES COS INC COM 548661107 536 6,700 SH   SOLE 6,700 0 0
LSC COMMUNICATIONS INC COM 50218P107 195 11,800 SH   SOLE 11,800 0 0
LTC PPTYS INC COM 502175102 399 8,500 SH   SOLE 8,500 0 0
LULULEMON ATHLETICA INC COM 550021109 4,358 70,000 SH   SOLE 70,000 0 0
LUMINEX CORP DEL COM 55027E102 577 28,400 SH   SOLE 28,400 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,090 11,000 SH   SOLE 11,000 0 0
M & T BK CORP COM 55261F104 709 4,400 SH   SOLE 4,400 0 0
M D C HLDGS INC COM 552676108 329 9,900 SH   SOLE 9,900 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 960 13,300 SH   SOLE 13,300 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 1,898 8,864 SH   SOLE 8,864 0 0
MAGELLAN HEALTH INC COM NEW 559079207 5,825 67,496 SH   SOLE 67,496 0 0
MANITOWOC INC COM 563571108 697 77,400 SH   SOLE 77,400 0 0
MANPOWERGROUP INC COM 56418H100 375 3,186 SH   SOLE 3,186 0 0
MARATHON OIL CORP COM 565849106 137 10,100 SH   SOLE 10,100 0 0
MARCUS CORP COM 566330106 222 8,000 SH   SOLE 8,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,444 16,700 SH   SOLE 16,700 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 447 24,985 SH   SOLE 24,985 0 0
MASCO CORP COM 574599106 624 16,000 SH   SOLE 16,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 5,479 38,800 SH   SOLE 38,800 0 0
MATERION CORP COM 576690101 427 9,900 SH   SOLE 9,900 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,145 24,000 SH   SOLE 24,000 0 0
MCDONALDS CORP COM 580135101 12,675 80,900 SH   SOLE 80,900 0 0
MCKESSON CORP COM 58155Q103 15,361 100,000 SH   SOLE 100,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 4,207 4,000,000 PRN   SOLE 4,000,000 0 0
MEDPACE HLDGS INC COM 58506Q109 893 28,000 SH   SOLE 28,000 0 0
MEDTRONIC PLC SHS G5960L103 22,810 293,300 SH   SOLE 293,300 0 0
MERCK & CO INC COM 58933Y105 954 14,900 SH   SOLE 14,900 0 0
MEREDITH CORP COM 589433101 372 6,700 SH   SOLE 6,700 0 0
MERITAGE HOMES CORP COM 59001A102 222 5,000 SH   SOLE 5,000 0 0
METHANEX CORP COM 59151K108 1,247 24,800 SH   SOLE 24,800 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 877 1,400 SH   SOLE 1,400 0 0
MGM RESORTS INTERNATIONAL COM 552953101 7,661 235,071 SH   SOLE 235,071 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 11,483 127,900 SH   SOLE 127,900 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 37,605 21,500,000 PRN   SOLE 21,500,000 0 0
MICRON TECHNOLOGY INC COM 595112103 10,963 278,732 SH   SOLE 278,732 0 0
MICROSEMI CORP COM 595137100 1,215 23,600 SH   SOLE 23,600 0 0
MICROSOFT CORP COM 594918104 516 6,932 SH   SOLE 6,932 0 0
MINERALS TECHNOLOGIES INC COM 603158106 841 11,900 SH   SOLE 11,900 0 0
MKS INSTRUMENT INC COM 55306N104 671 7,100 SH   SOLE 7,100 0 0
MOBILEIRON INC COM NEW 60739U204 239 64,700 SH   SOLE 64,700 0 0
MOHAWK INDS INC COM 608190104 11,014 44,500 SH   SOLE 44,500 0 0
MOLINA HEALTHCARE INC COM 60855R100 4,680 68,065 SH   SOLE 68,065 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 17,336 10,000,000 PRN   SOLE 10,000,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 15,299 187,400 SH   SOLE 187,400 0 0
MONDELEZ INTL INC CL A 609207105 32,528 800,000 SH Call SOLE 800,000 0 0
MONDELEZ INTL INC CL A 609207105 3,216 79,100 SH   SOLE 79,100 0 0
MONOLITHIC PWR SYS INC COM 609839105 362 3,400 SH   SOLE 3,400 0 0
MONSANTO CO NEW COM 61166W101 16,569 138,285 SH   SOLE 138,285 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,431 98,300 SH   SOLE 98,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 900 10,600 SH   SOLE 10,600 0 0
MOVADO GROUP INC COM 624580106 484 17,300 SH   SOLE 17,300 0 0
MURPHY OIL CORP COM 626717102 425 16,000 SH   SOLE 16,000 0 0
MYLAN N V SHS EURO N59465109 5,082 162,009 SH   SOLE 162,009 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 238 14,700 SH   SOLE 14,700 0 0
NASDAQ INC COM 631103108 489 6,300 SH   SOLE 6,300 0 0
NATIONAL BK HLDGS CORP CL A 633707104 232 6,500 SH   SOLE 6,500 0 0
NATIONAL INSTRS CORP COM 636518102 1,600 37,933 SH   SOLE 37,933 0 0
NAVIENT CORPORATION COM 63938C108 15,020 1,000,000 SH   SOLE 1,000,000 0 0
NEENAH PAPER INC COM 640079109 676 7,900 SH   SOLE 7,900 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 198 13,386 SH   SOLE 13,386 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 858 66,600 SH   SOLE 66,600 0 0
NEWELL BRANDS INC COM 651229106 2,774 65,000 SH   SOLE 65,000 0 0
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 223 12,500 SH   SOLE 12,500 0 0
NIGHTSTAR THERAPEUTICS PLC ADR 65413A101 240 12,500 SH   SOLE 12,500 0 0
NIKE INC CL B 654106103 6,694 129,100 SH   SOLE 129,100 0 0
NISOURCE INC COM 65473P105 220 8,600 SH   SOLE 8,600 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 17,224 1,182,156 SH   SOLE 1,182,156 0 0
NORDSON CORP COM 655663102 367 3,100 SH   SOLE 3,100 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 276 15,900 SH   SOLE 15,900 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 908 52,600 SH   SOLE 52,600 0 0
NORTHWESTERN CORP COM NEW 668074305 854 15,000 SH   SOLE 15,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 379 24,100 SH   SOLE 24,100 0 0
NUCANA PLC SPONSORED ADR 67022C106 367 20,000 SH   SOLE 20,000 0 0
NUVASIVE INC COM 670704105 5,646 101,800 SH   SOLE 101,800 0 0
NVR INC COM 62944T105 286 100 SH   SOLE 100 0 0
NXP SEMICONDUCTORS N V COM N6596X109 102,903 909,921 SH   SOLE 909,921 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,384 25,000 SH   SOLE 25,000 0 0
OCEANFIRST FINL CORP COM 675234108 511 18,600 SH   SOLE 18,600 0 0
ON SEMICONDUCTOR CORP COM 682189105 914 49,500 SH   SOLE 49,500 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 1,301 1,090,000 PRN   SOLE 1,090,000 0 0
ONEOK INC NEW COM 682680103 260 4,700 SH   SOLE 4,700 0 0
OPUS BK IRVINE CALIF COM 684000102 6,994 291,400 SH   SOLE 291,400 0 0
ORACLE CORP COM 68389X105 20,689 427,900 SH   SOLE 427,900 0 0
ORITANI FINL CORP DEL COM 68633D103 583 34,700 SH   SOLE 34,700 0 0
OSHKOSH CORP COM 688239201 644 7,800 SH   SOLE 7,800 0 0
OSI SYSTEMS INC COM 671044105 219 2,400 SH   SOLE 2,400 0 0
OXFORD INDS INC COM 691497309 1,347 21,200 SH   SOLE 21,200 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 57 10,300 SH   SOLE 10,300 0 0
PACKAGING CORP AMER COM 695156109 413 3,600 SH   SOLE 3,600 0 0
PAPA JOHNS INTL INC COM 698813102 1,695 23,200 SH   SOLE 23,200 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 316 15,200 SH   SOLE 15,200 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 9,350 9,000,000 PRN   SOLE 9,000,000 0 0
PATTERSON COMPANIES INC COM 703395103 7,921 204,933 SH   SOLE 204,933 0 0
PAYLOCITY HLDG CORP COM 70438V106 972 19,900 SH   SOLE 19,900 0 0
PDC ENERGY INC COM 69327R101 490 10,000 SH   SOLE 10,000 0 0
PEGASYSTEMS INC COM 705573103 1,799 31,200 SH   SOLE 31,200 0 0
PENNEY J C INC COM 708160106 563 147,800 SH   SOLE 147,800 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 816 45,000 SH   SOLE 45,000 0 0
PEPSICO INC COM 713448108 11,143 100,000 SH Call SOLE 100,000 0 0
PEPSICO INC COM 713448108 981 8,800 SH   SOLE 8,800 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,421 50,317 SH   SOLE 50,317 0 0
PERKINELMER INC COM 714046109 607 8,800 SH   SOLE 8,800 0 0
PETMED EXPRESS INC COM 716382106 580 17,500 SH   SOLE 17,500 0 0
PHH CORP COM NEW 693320202 692 49,700 SH   SOLE 49,700 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 715 19,300 SH   SOLE 19,300 0 0
PHILIP MORRIS INTL INC COM 718172109 866 7,800 SH   SOLE 7,800 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 338 11,900 SH   SOLE 11,900 0 0
PINNACLE FOODS INC DEL COM 72348P104 7,060 123,500 SH   SOLE 123,500 0 0
PINNACLE WEST CAP CORP COM 723484101 575 6,800 SH   SOLE 6,800 0 0
PIPER JAFFRAY COS COM 724078100 766 12,900 SH   SOLE 12,900 0 0
PLANTRONICS INC NEW COM 727493108 783 17,700 SH   SOLE 17,700 0 0
POST HLDGS INC COM 737446104 20,669 234,158 SH   SOLE 234,158 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 14,937 644,933 SH   SOLE 644,933 0 0
PPG INDS INC COM 693506107 206 1,900 SH   SOLE 1,900 0 0
PRA HEALTH SCIENCES INC COM 69354M108 17,336 227,600 SH   SOLE 227,600 0 0
PREMIER INC CL A 74051N102 1,515 46,500 SH   SOLE 46,500 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,563 31,200 SH   SOLE 31,200 0 0
PRICELINE GRP INC COM NEW 741503403 952 520 SH   SOLE 520 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 10,801 7,500,000 PRN   SOLE 7,500,000 0 0
PROASSURANCE CORP COM 74267C106 328 6,000 SH   SOLE 6,000 0 0
PROCTER AND GAMBLE CO COM 742718109 901 9,900 SH   SOLE 9,900 0 0
PROGRESSIVE CORP OHIO COM 743315103 11,681 241,250 SH   SOLE 241,250 0 0
PROVIDENT FINL SVCS INC COM 74386T105 640 24,000 SH   SOLE 24,000 0 0
PTC INC COM 69370C100 963 17,110 SH   SOLE 17,110 0 0
PVH CORP COM 693656100 8,333 66,100 SH   SOLE 66,100 0 0
QIAGEN NV SHS NEW N72482123 977 31,015 SH   SOLE 31,015 0 0
QORVO INC COM 74736K101 1,321 18,695 SH   SOLE 18,695 0 0
QUALITY SYS INC COM 747582104 654 41,600 SH   SOLE 41,600 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 468 20,400 SH   SOLE 20,400 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,247 24,000 SH   SOLE 24,000 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 390 4,100 SH   SOLE 4,100 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 166 10,600 SH   SOLE 10,600 0 0
RADWARE LTD ORD M81873107 604 35,800 SH   SOLE 35,800 0 0
RALPH LAUREN CORP CL A 751212101 812 9,200 SH   SOLE 9,200 0 0
RAMBUS INC DEL COM 750917106 542 40,600 SH   SOLE 40,600 0 0
RAYTHEON CO COM NEW 755111507 448 2,400 SH   SOLE 2,400 0 0
RBC BEARINGS INC COM 75524B104 1,039 8,300 SH   SOLE 8,300 0 0
REALPAGE INC COM 75606N109 1,923 48,200 SH   SOLE 48,200 0 0
RED HAT INC COM 756577102 3,337 30,100 SH   SOLE 30,100 0 0
REGAL ENTMT GROUP CL A 758766109 1,600 100,000 SH   SOLE 100,000 0 0
REPUBLIC SVCS INC COM 760759100 382 5,777 SH   SOLE 5,777 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 10,221 160,000 SH   SOLE 160,000 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 209 11,000 SH   SOLE 11,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 591 6,300 SH   SOLE 6,300 0 0
REXNORD CORP NEW COM 76169B102 800 31,500 SH   SOLE 31,500 0 0
RH COM 74967X103 5,534 78,700 SH   SOLE 78,700 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 1,497 47,355 SH   SOLE 47,355 0 0
ROCKWELL COLLINS INC COM 774341101 31,131 238,168 SH   SOLE 238,168 0 0
ROKU INC COM CL A 77543R102 3,981 150,000 SH   SOLE 150,000 0 0
ROLLINS INC COM 775711104 406 8,800 SH   SOLE 8,800 0 0
ROPER TECHNOLOGIES INC COM 776696106 974 4,000 SH   SOLE 4,000 0 0
ROSS STORES INC COM 778296103 8,717 135,000 SH   SOLE 135,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,292 10,900 SH   SOLE 10,900 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 250 9,500 SH   SOLE 9,500 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 505 24,100 SH   SOLE 24,100 0 0
S&P GLOBAL INC COM 78409V104 547 3,500 SH   SOLE 3,500 0 0
SABRE CORP COM 78573M104 1,117 61,700 SH   SOLE 61,700 0 0
SAIA INC COM 78709Y105 689 11,000 SH   SOLE 11,000 0 0
SALESFORCE COM INC COM 79466L302 10,650 114,000 SH   SOLE 114,000 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,283 116,600 SH   SOLE 116,600 0 0
SANDERSON FARMS INC COM 800013104 743 4,600 SH   SOLE 4,600 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 430 21,400 SH   SOLE 21,400 0 0
SANMINA CORPORATION COM 801056102 717 19,300 SH   SOLE 19,300 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 20,750 1,350,000 SH   SOLE 1,350,000 0 0
SCHEIN HENRY INC COM 806407102 303 3,700 SH   SOLE 3,700 0 0
SCORPIO BULKERS INC COM Y7546A122 946 134,200 SH   SOLE 134,200 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,044 23,800 SH   SOLE 23,800 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 217 9,100 SH   SOLE 9,100 0 0
SEALED AIR CORP NEW COM 81211K100 807 18,900 SH   SOLE 18,900 0 0
SEAWORLD ENTMT INC COM 81282V100 620 47,700 SH   SOLE 47,700 0 0
SELECT COMFORT CORP COM 81616X103 1,534 49,400 SH   SOLE 49,400 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 9,862 182,703 SH   SOLE 182,703 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,704 45,315 SH   SOLE 45,315 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5,172 200,000 SH Call SOLE 200,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 4,868 91,755 SH   SOLE 91,755 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 3,775 66,459 SH   SOLE 66,459 0 0
SERVICE CORP INTL COM 817565104 1,508 43,723 SH   SOLE 43,723 0 0
SHILOH INDS INC COM 824543102 357 34,300 SH   SOLE 34,300 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,570 108,300 SH   SOLE 108,300 0 0
SHUTTERFLY INC COM 82568P304 305 6,300 SH   SOLE 6,300 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 24,584 192,000 SH   SOLE 192,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 6,451 96,939 SH   SOLE 96,939 0 0
SILGAN HOLDINGS INC COM 827048109 3,061 104,000 SH   SOLE 104,000 0 0
SILVERBOW RES INC COM 82836G102 17,333 706,023 SH   SOLE 706,023 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 394 12,300 SH   SOLE 12,300 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,661 16,300 SH   SOLE 16,300 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 238 8,900 SH   SOLE 8,900 0 0
SMUCKER J M CO COM NEW 832696405 3,001 28,600 SH   SOLE 28,600 0 0
SNAP ON INC COM 833034101 1,833 12,300 SH   SOLE 12,300 0 0
SONOCO PRODS CO COM 835495102 637 12,629 SH   SOLE 12,629 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 784 10,100 SH   SOLE 10,100 0 0
SP PLUS CORP COM 78469C103 332 8,400 SH   SOLE 8,400 0 0
SPARK ENERGY INC CL A COM 846511103 605 40,300 SH   SOLE 40,300 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 188,423 750,000 SH Call SOLE 750,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 37,685 150,000 SH Put SOLE 150,000 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 5,655 135,378 SH   SOLE 135,378 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 13,918 131,400 SH   SOLE 131,400 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 847 10,900 SH   SOLE 10,900 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 570 66,500 SH   SOLE 66,500 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,434 76,400 SH   SOLE 76,400 0 0
SPS COMM INC COM 78463M107 760 13,400 SH   SOLE 13,400 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 337 8,400 SH   SOLE 8,400 0 0
ST JOE CO COM 790148100 631 33,500 SH   SOLE 33,500 0 0
STANDARD MTR PRODS INC COM 853666105 1,033 21,400 SH   SOLE 21,400 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 387 39,852 SH   SOLE 39,852 0 0
STARBUCKS CORP COM 855244109 1,627 30,300 SH   SOLE 30,300 0 0
STEELCASE INC CL A 858155203 1,793 116,400 SH   SOLE 116,400 0 0
STERICYCLE INC COM 858912108 494 6,900 SH   SOLE 6,900 0 0
STERIS PLC SHS USD G84720104 796 9,000 SH   SOLE 9,000 0 0
STONERIDGE INC COM 86183P102 250 12,600 SH   SOLE 12,600 0 0
STRATASYS LTD SHS M85548101 624 27,000 SH   SOLE 27,000 0 0
STRYKER CORP COM 863667101 581 4,094 SH   SOLE 4,094 0 0
STUDENT TRANSN INC COM 86388A108 260 43,500 SH   SOLE 43,500 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 122 10,300 SH   SOLE 10,300 0 0
SUNPOWER CORP COM 867652406 136 18,700 SH   SOLE 18,700 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 169 15,801 SH   SOLE 15,801 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,368 34,204 SH   SOLE 34,204 0 0
SURGERY PARTNERS INC COM 86881A100 1,080 104,317 SH   SOLE 104,317 0 0
SUSSEX BANCORP COM 869245100 622 26,237 SH   SOLE 26,237 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 272 17,300 SH   SOLE 17,300 0 0
SYNOPSYS INC COM 871607107 6,128 76,100 SH   SOLE 76,100 0 0
SYSCO CORP COM 871829107 394 7,300 SH   SOLE 7,300 0 0
TAILORED BRANDS INC COM 87403A107 3,206 222,000 SH   SOLE 222,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6,134 60,000 SH   SOLE 60,000 0 0
TARGET CORP COM 87612E106 4,821 81,700 SH   SOLE 81,700 0 0
TCF FINL CORP COM 872275102 5,964 350,000 SH   SOLE 350,000 0 0
TECH DATA CORP COM 878237106 4,780 53,800 SH   SOLE 53,800 0 0
TEEKAY CORPORATION COM Y8564W103 376 42,100 SH   SOLE 42,100 0 0
TEGNA INC COM 87901J105 2,038 152,888 SH   SOLE 152,888 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 979 35,100 SH   SOLE 35,100 0 0
TELETECH HOLDINGS INC COM 879939106 568 13,600 SH   SOLE 13,600 0 0
TELIGENT INC NEW COM 87960W104 266 39,700 SH   SOLE 39,700 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,697 225,000 SH   SOLE 225,000 0 0
TERADYNE INC COM 880770102 4,501 120,690 SH   SOLE 120,690 0 0
TEREX CORP NEW COM 880779103 468 10,400 SH   SOLE 10,400 0 0
TESARO INC COM 881569107 361 2,800 SH   SOLE 2,800 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 7,895 7,000,000 PRN   SOLE 7,000,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 12,296 10,000,000 PRN   SOLE 10,000,000 0 0
TFS FINL CORP COM 87240R107 618 38,300 SH   SOLE 38,300 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 397 2,100 SH   SOLE 2,100 0 0
THERMON GROUP HLDGS INC COM 88362T103 511 28,400 SH   SOLE 28,400 0 0
THIRD PT REINS LTD COM G8827U100 222 14,215 SH   SOLE 14,215 0 0
THOMSON REUTERS CORP COM 884903105 1,748 38,100 SH   SOLE 38,100 0 0
TIFFANY & CO NEW COM 886547108 1,331 14,500 SH   SOLE 14,500 0 0
TIME INC NEW COM 887228104 689 51,000 SH   SOLE 51,000 0 0
TIME WARNER INC COM NEW 887317303 64,323 627,843 SH   SOLE 627,843 0 0
TITAN MACHY INC COM 88830R101 225 14,500 SH   SOLE 14,500 0 0
TJX COS INC NEW COM 872540109 700 9,500 SH   SOLE 9,500 0 0
TOLL BROTHERS INC COM 889478103 6,967 168,000 SH   SOLE 168,000 0 0
TORO CO COM 891092108 1,148 18,500 SH   SOLE 18,500 0 0
TOTAL SYS SVCS INC COM 891906109 11,259 171,900 SH   SOLE 171,900 0 0
TPG RE FIN TR INC COM 87266M107 548 27,700 SH   SOLE 27,700 0 0
TRACTOR SUPPLY CO COM 892356106 380 6,000 SH   SOLE 6,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 521 48,400 SH   SOLE 48,400 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 374 23,800 SH   SOLE 23,800 0 0
TREEHOUSE FOODS INC COM 89469A104 508 7,500 SH   SOLE 7,500 0 0
TRI POINTE GROUP INC COM 87265H109 454 32,876 SH   SOLE 32,876 0 0
TRIMAS CORP COM NEW 896215209 872 32,300 SH   SOLE 32,300 0 0
TRINET GROUP INC COM 896288107 1,678 49,900 SH   SOLE 49,900 0 0
TRIUMPH GROUP INC NEW COM 896818101 521 17,500 SH   SOLE 17,500 0 0
TRONOX LTD SHS CL A Q9235V101 764 36,200 SH   SOLE 36,200 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 235 52,300 SH   SOLE 52,300 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,801 144,100 SH   SOLE 144,100 0 0
TWITTER INC COM 90184L102 422 25,000 SH   SOLE 25,000 0 0
U S CONCRETE INC COM NEW 90333L201 2,609 34,200 SH   SOLE 34,200 0 0
U S PHYSICAL THERAPY INC COM 90337L108 240 3,900 SH   SOLE 3,900 0 0
UDR INC COM 902653104 821 21,600 SH   SOLE 21,600 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 948 5,000 SH   SOLE 5,000 0 0
UNITED FIRE GROUP INC COM 910340108 458 10,000 SH   SOLE 10,000 0 0
UNITED NAT FOODS INC COM 911163103 4,396 105,700 SH   SOLE 105,700 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,451 12,500 SH   SOLE 12,500 0 0
UNITIL CORP COM 913259107 386 7,800 SH   SOLE 7,800 0 0
UNIVERSAL CORP VA COM 913456109 372 6,500 SH   SOLE 6,500 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 257 3,400 SH   SOLE 3,400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 12,203 110,000 SH   SOLE 110,000 0 0
UNIVEST CORP PA COM 915271100 218 6,800 SH   SOLE 6,800 0 0
URBAN OUTFITTERS INC COM 917047102 1,685 70,500 SH   SOLE 70,500 0 0
US BANCORP DEL COM NEW 902973304 2,320 43,300 SH   SOLE 43,300 0 0
US FOODS HLDG CORP COM 912008109 25,071 938,995 SH   SOLE 938,995 0 0
V F CORP COM 918204108 280 4,400 SH   SOLE 4,400 0 0
VALLEY NATL BANCORP COM 919794107 272 22,600 SH   SOLE 22,600 0 0
VANTIV INC CL A 92210H105 10,282 145,900 SH   SOLE 145,900 0 0
VARIAN MED SYS INC COM 92220P105 1,091 10,900 SH   SOLE 10,900 0 0
VECTOR GROUP LTD COM 92240M108 542 26,500 SH   SOLE 26,500 0 0
VEEVA SYS INC CL A COM 922475108 2,990 53,000 SH   SOLE 53,000 0 0
VERIFONE SYS INC COM 92342Y109 6,360 313,600 SH   SOLE 313,600 0 0
VERINT SYS INC COM 92343X100 2,624 62,700 SH   SOLE 62,700 0 0
VERISK ANALYTICS INC COM 92345Y106 458 5,500 SH   SOLE 5,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,553 92,000 SH   SOLE 92,000 0 0
VIAVI SOLUTIONS INC COM 925550105 2,333 246,600 SH   SOLE 246,600 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 661 5,700 SH   SOLE 5,700 0 0
VIRTUSA CORP COM 92827P102 884 23,400 SH   SOLE 23,400 0 0
VISA INC COM CL A 92826C839 16,186 153,800 SH   SOLE 153,800 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 978 52,000 SH   SOLE 52,000 0 0
VISTEON CORP COM NEW 92839U206 656 5,300 SH   SOLE 5,300 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 224 2,900 SH   SOLE 2,900 0 0
WATERS CORP COM 941848103 934 5,200 SH   SOLE 5,200 0 0
WAYFAIR INC CL A 94419L101 910 13,500 SH   SOLE 13,500 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 916 200,000 SH   SOLE 200,000 0 0
WEB COM GROUP INC COM 94733A104 695 27,800 SH   SOLE 27,800 0 0
WEC ENERGY GROUP INC COM 92939U106 314 5,000 SH   SOLE 5,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 901 20,690 SH   SOLE 20,690 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 395 2,300 SH   SOLE 2,300 0 0
WENDYS CO COM 95058W100 2,907 187,200 SH   SOLE 187,200 0 0
WEST CORP COM 952355204 1,831 78,027 SH   SOLE 78,027 0 0
WESTERN UN CO COM 959802109 497 25,900 SH   SOLE 25,900 0 0
WGL HLDGS INC COM 92924F106 5,052 60,000 SH   SOLE 60,000 0 0
WHIRLPOOL CORP COM 963320106 1,494 8,100 SH   SOLE 8,100 0 0
WHITING PETE CORP NEW COM 966387102 546 100,000 SH   SOLE 100,000 0 0
WILLIAMS SONOMA INC COM 969904101 4,338 87,000 SH   SOLE 87,000 0 0
WOLVERINE WORLD WIDE INC COM 978097103 767 26,600 SH   SOLE 26,600 0 0
WORKIVA INC COM CL A 98139A105 332 15,900 SH   SOLE 15,900 0 0
WORLD FUEL SVCS CORP COM 981475106 407 12,000 SH   SOLE 12,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 12,822 9,500,000 PRN   SOLE 9,500,000 0 0
WYNN RESORTS LTD COM 983134107 447 3,000 SH   SOLE 3,000 0 0
XCEL ENERGY INC COM 98389B100 1,292 27,300 SH   SOLE 27,300 0 0
XEROX CORP COM NEW 984121608 526 15,794 SH   SOLE 15,794 0 0
XYLEM INC COM 98419M100 633 10,100 SH   SOLE 10,100 0 0
YELP INC CL A 985817105 1,347 31,100 SH   SOLE 31,100 0 0
YUM BRANDS INC COM 988498101 1,708 23,200 SH   SOLE 23,200 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,542 14,200 SH   SOLE 14,200 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 10,123 86,459 SH   SOLE 86,459 0 0
ZIX CORP COM 98974P100 57 11,600 SH   SOLE 11,600 0 0
ZOETIS INC CL A 98978V103 2,761 43,300 SH   SOLE 43,300 0 0