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 3,620 21,725 SH   SOLE   21,725 0 0
8X8 INC NEW COM 282914100 264 26,262 SH   SOLE   26,262 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,154 39,100 SH   SOLE   39,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,437 29,785 SH   SOLE   29,785 0 0
ADOBE SYS INC COM 00724F101 978 10,427 SH   SOLE   10,427 0 0
ADVANCED MICRO DEVICES INC COM 007903107 33 11,600 SH   SOLE   11,600 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 7,817 3,250,000 SH   SOLE   3,250,000 0 0
AIRGAS INC COM 009363102 29,239 206,435 SH   SOLE   206,435 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,078 55,400 SH   SOLE   55,400 0 0
ALBEMARLE CORP COM 012653101 1,058 16,550 SH   SOLE   16,550 0 0
ALERE INC COM 01449J105 1,563 30,900 SH Call SOLE   30,900 0 0
ALERE INC COM 01449J105 20,959 414,300 SH Put SOLE   414,300 0 0
ALERE INC COM 01449J105 5,952 117,663 SH   SOLE   117,663 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 16,803 14,500,000 SH   SOLE   14,500,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,588 25,775 SH   SOLE   25,775 0 0
ALIGN TECHNOLOGY INC COM 016255101 3,021 41,572 SH   SOLE   41,572 0 0
ALKERMES PLC SHS G01767105 656 19,200 SH   SOLE   19,200 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 551 8,660 SH   SOLE   8,660 0 0
ALLERGAN PLC SHS G0177J108 44,834 167,275 SH   SOLE   167,275 0 0
ALLERGAN PLC SHS G0177J108 53,606 200,000 SH Put SOLE   200,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 342 1,558 SH   SOLE   1,558 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 407 15,100 SH   SOLE   15,100 0 0
ALLSTATE CORP COM 020002101 545 8,100 SH   SOLE   8,100 0 0
ALLY FINL INC COM 02005N100 10,297 550,100 SH Call SOLE   550,100 0 0
ALLY FINL INC COM 02005N100 1,918 102,500 SH Put SOLE   102,500 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,378 21,958 SH   SOLE   21,958 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 7,811 8,000,000 SH   SOLE   8,000,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,760 2,307 SH   SOLE   2,307 0 0
ALTRIA GROUP INC COM 02209S103 679 10,849 SH   SOLE   10,849 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 246 8,800 SH   SOLE   8,800 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 873 21,300 SH   SOLE   21,300 0 0
AMERICAN CAP LTD COM 02503Y103 194 12,781 SH   SOLE   12,781 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 230 13,800 SH   SOLE   13,800 0 0
AMERICAN ELEC PWR INC COM 025537101 3,318 49,984 SH   SOLE   49,984 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,275 60,600 SH   SOLE   60,600 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 14,647 15,000,000 SH   SOLE   15,000,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 6,014 6,240,000 SH   SOLE   6,240,000 0 0
AMERIPRISE FINL INC COM 03076C106 1,902 20,236 SH   SOLE   20,236 0 0
AMETEK INC NEW COM 031100100 1,244 24,900 SH   SOLE   24,900 0 0
AMYRIS INC NOTE 6.500% 5/1 03236MAC5 2,742 4,000,000 SH   SOLE   4,000,000 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 4,514 84,469 SH   SOLE   84,469 0 0
ANADARKO PETE CORP COM 032511107 493 10,600 SH   SOLE   10,600 0 0
ANCHOR BANCORP WIS INC DEL COM 03283P106 1,073 23,818 SH   SOLE   23,818 0 0
ANSYS INC COM 03662Q105 241 2,700 SH   SOLE   2,700 0 0
AON PLC SHS CL A G0408V102 536 5,139 SH   SOLE   5,139 0 0
APOLLO ED GROUP INC CL A 037604105 965 117,554 SH   SOLE   117,554 0 0
APPLE INC COM 037833100 44,260 406,100 SH Call SOLE   406,100 0 0
APPLE INC COM 037833100 43,813 402,000 SH Put SOLE   402,000 0 0
APPLE INC COM 037833100 5,262 48,282 SH   SOLE   48,282 0 0
APPLIED MATLS INC COM 038222105 1,648 77,814 SH   SOLE   77,814 0 0
ARAMARK COM 03852U106 1,664 50,263 SH   SOLE   50,263 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,153 16,230 SH   SOLE   16,230 0 0
ARES CAP CORP COM 04010L103 385 25,990 SH   SOLE   25,990 0 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 2,514 2,500,000 SH   SOLE   2,500,000 0 0
ARISTA NETWORKS INC COM 040413106 794 12,597 SH   SOLE   12,597 0 0
ARROW ELECTRS INC COM 042735100 773 12,011 SH   SOLE   12,011 0 0
ASHLAND INC NEW COM 044209104 538 4,900 SH   SOLE   4,900 0 0
ASSOCIATED BANC CORP COM 045487105 378 21,100 SH   SOLE   21,100 0 0
ASTEC INDS INC COM 046224101 256 5,500 SH   SOLE   5,500 0 0
AT&T INC COM 00206R102 1,071 27,361 SH   SOLE   27,361 0 0
AT&T INC COM 00206R102 150,651 3,846,100 SH Call SOLE   3,846,100 0 0
AT&T INC COM 00206R102 4,559 116,400 SH Put SOLE   116,400 0 0
ATMEL CORP COM 049513104 17,246 2,123,992 SH   SOLE   2,123,992 0 0
ATMOS ENERGY CORP COM 049560105 297 4,000 SH   SOLE   4,000 0 0
AUTODESK INC COM 052769106 1,256 21,546 SH   SOLE   21,546 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,264 14,100 SH   SOLE   14,100 0 0
AVERY DENNISON CORP COM 053611109 324 4,500 SH   SOLE   4,500 0 0
AVISTA CORP COM 05379B107 426 10,461 SH   SOLE   10,461 0 0
AXALTA COATING SYS LTD COM G0750C108 327 11,200 SH   SOLE   11,200 0 0
B/E AEROSPACE INC COM 073302101 594 12,900 SH   SOLE   12,900 0 0
BAIDU INC SPON ADR REP A 056752108 59,230 310,300 SH Call SOLE   310,300 0 0
BAIDU INC SPON ADR REP A 056752108 706 3,700 SH Put SOLE   3,700 0 0
BALL CORP COM 058498106 363 5,100 SH   SOLE   5,100 0 0
BANCORPSOUTH INC COM 059692103 442 20,786 SH   SOLE   20,786 0 0
BANK AMER CORP COM 060505104 683 50,587 SH   SOLE   50,587 0 0
BANK NEW YORK MELLON CORP COM 064058100 780 21,200 SH   SOLE   21,200 0 0
BANK OF THE OZARKS INC COM 063904106 3,553 84,674 SH   SOLE   84,674 0 0
BANKRATE INC DEL COM 06647F102 92 10,112 SH   SOLE   10,112 0 0
BANKUNITED INC COM 06652K103 344 10,000 SH   SOLE   10,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 39,734 1,771,900 SH Call SOLE   1,771,900 0 0
BAXALTA INC COM 07177M103 1,414 35,000 SH   SOLE   35,000 0 0
BED BATH & BEYOND INC COM 075896100 866 17,453 SH   SOLE   17,453 0 0
BGC PARTNERS INC CL A 05541T101 316 35,000 SH   SOLE   35,000 0 0
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 12,483 12,200,000 SH   SOLE   12,200,000 0 0
BIOGEN INC COM 09062X103 3,385 13,005 SH   SOLE   13,005 0 0
BLACK HILLS CORP COM 092113109 348 5,800 SH   SOLE   5,800 0 0
BLACKBAUD INC COM 09227Q100 201 3,200 SH   SOLE   3,200 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 216 6,300 SH   SOLE   6,300 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 279 10,900 SH   SOLE   10,900 0 0
BOB EVANS FARMS INC COM 096761101 214 4,600 SH   SOLE   4,600 0 0
BOEING CO COM 097023105 419 3,308 SH   SOLE   3,308 0 0
BORGWARNER INC COM 099724106 699 18,206 SH   SOLE   18,206 0 0
BOULEVARD ACQUISITION CL A 10157Q102 25,593 2,625,000 SH   SOLE   2,625,000 0 0
BRINKER INTL INC COM 109641100 202 4,400 SH   SOLE   4,400 0 0
BROADSOFT INC COM 11133B409 274 6,800 SH   SOLE   6,800 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 682 64,499 SH   SOLE   64,499 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 11,534 12,000,000 SH   SOLE   12,000,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 367 33,395 SH   SOLE   33,395 0 0
BROWN FORMAN CORP CL B 115637209 578 5,873 SH   SOLE   5,873 0 0
BRUKER CORP COM 116794108 310 11,094 SH   SOLE   11,094 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 131 11,700 SH   SOLE   11,700 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 616 8,299 SH   SOLE   8,299 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,524 137,100 SH Call SOLE   137,100 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 30,172 450,000 SH   SOLE   450,000 0 0
CAMPBELL SOUP CO COM 134429109 1,428 22,400 SH   SOLE   22,400 0 0
CAPITAL ONE FINL CORP COM 14040H105 3,703 53,431 SH   SOLE   53,431 0 0
CARLISLE COS INC COM 142339100 669 6,728 SH   SOLE   6,728 0 0
CARMAX INC COM 143130102 662 12,972 SH   SOLE   12,972 0 0
CARNIVAL CORP PAIRED CTF 143658300 1,588 30,100 SH   SOLE   30,100 0 0
CARTER INC COM 146229109 1,264 12,000 SH   SOLE   12,000 0 0
CATERPILLAR INC DEL COM 149123101 1,492 19,500 SH   SOLE   19,500 0 0
CATHAY GEN BANCORP COM 149150104 532 18,800 SH   SOLE   18,800 0 0
CBRE GROUP INC CL A 12504L109 733 25,456 SH   SOLE   25,456 0 0
CELANESE CORP DEL COM SER A 150870103 818 12,494 SH   SOLE   12,494 0 0
CELGENE CORP COM 151020104 2,687 26,847 SH   SOLE   26,847 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 301 41,500 SH Put SOLE   41,500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,890 260,000 SH Call SOLE   260,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 33,904 32,500,000 SH   SOLE   32,500,000 0 0
CENTRAL FD CDA LTD CL A 153501101 38,712 3,228,773 SH   SOLE   3,228,773 0 0
CENTURYLINK INC COM 156700106 653 20,442 SH   SOLE   20,442 0 0
CERNER CORP COM 156782104 468 8,845 SH   SOLE   8,845 0 0
CF INDS HLDGS INC COM 125269100 1,673 53,400 SH   SOLE   53,400 0 0
CHARLES RIV LABS INTL INC COM 159864107 1,340 17,650 SH   SOLE   17,650 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,871 55,115 SH   SOLE   55,115 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,698 50,000 SH Put SOLE   50,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 6,576 12,500,000 SH   SOLE   12,500,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 5,584 8,700,000 SH   SOLE   8,700,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 11,863 18,500,000 SH   SOLE   18,500,000 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 230 6,300 SH   SOLE   6,300 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 6,268 5,000,000 SH   SOLE   5,000,000 0 0
CINTAS CORP COM 172908105 224 2,500 SH   SOLE   2,500 0 0
CISCO SYS INC COM 17275R102 4,064 142,777 SH   SOLE   142,777 0 0
CIT GROUP INC COM NEW 125581801 328 10,600 SH   SOLE   10,600 0 0
CITIGROUP INC COM NEW 172967424 1,327 31,803 SH   SOLE   31,803 0 0
CITRIX SYS INC COM 177376100 2,313 29,435 SH   SOLE   29,435 0 0
CLARCOR INC COM 179895107 358 6,200 SH   SOLE   6,200 0 0
CLECO CORP NEW COM 12561W105 5,244 95,000 SH Call SOLE   95,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 4,106 6,000,000 SH   SOLE   6,000,000 0 0
CME GROUP INC COM 12572Q105 3,863 40,220 SH   SOLE   40,220 0 0
CMS ENERGY CORP COM 125896100 650 15,336 SH   SOLE   15,336 0 0
COBALT INTL ENERGY INC COM 19075F106 166 56,187 SH   SOLE   56,187 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 5,815 11,500,000 SH   SOLE   11,500,000 0 0
COCA COLA CO COM 191216100 2,336 50,362 SH   SOLE   50,362 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 244 4,824 SH   SOLE   4,824 0 0
COHERENT INC COM 192479103 268 2,927 SH   SOLE   2,927 0 0
COLFAX CORP COM 194014106 960 33,600 SH   SOLE   33,600 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 13,560 540,247 SH   SOLE   540,247 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 312 5,200 SH   SOLE   5,200 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 12 2,000,000 SH   SOLE   2,000,000 0 0
COMMUNITYONE BANCORP COM 20416Q108 608 45,798 SH   SOLE   45,798 0 0
CONCHO RES INC COM 20605P101 231 2,288 SH   SOLE   2,288 0 0
CONTINENTAL RESOURCES INC COM 212015101 654 21,558 SH   SOLE   21,558 0 0
COOPER COS INC COM NEW 216648402 262 1,702 SH   SOLE   1,702 0 0
COPART INC COM 217204106 310 7,623 SH   SOLE   7,623 0 0
CORELOGIC INC COM 21871D103 249 7,200 SH   SOLE   7,200 0 0
COSTAR GROUP INC COM 22160N109 263 1,400 SH   SOLE   1,400 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,117 7,090 SH   SOLE   7,090 0 0
COTY INC COM CL A 222070203 982 35,300 SH   SOLE   35,300 0 0
CROWN HOLDINGS INC COM 228368106 2,097 42,301 SH   SOLE   42,301 0 0
CSX CORP COM 126408103 562 21,829 SH   SOLE   21,829 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 43,654 34,000,000 SH   SOLE   34,000,000 0 0
CULLEN FROST BANKERS INC COM 229899109 303 5,500 SH   SOLE   5,500 0 0
CUMMINS INC COM 231021106 1,242 11,300 SH   SOLE   11,300 0 0
CVENT INC COM 23247G109 203 9,492 SH   SOLE   9,492 0 0
DARDEN RESTAURANTS INC COM 237194105 384 5,800 SH   SOLE   5,800 0 0
DEERE & CO COM 244199105 1,239 16,093 SH   SOLE   16,093 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,937 39,800 SH   SOLE   39,800 0 0
DELUXE CORP COM 248019101 374 6,000 SH   SOLE   6,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 9,342 10,000,000 SH   SOLE   10,000,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,007 26,005 SH   SOLE   26,005 0 0
DISH NETWORK CORP CL A 25470M109 1,397 30,210 SH   SOLE   30,210 0 0
DISNEY WALT CO COM DISNEY 254687106 1,984 19,978 SH   SOLE   19,978 0 0
DISNEY WALT CO COM DISNEY 254687106 3,396 34,200 SH Call SOLE   34,200 0 0
DOLBY LABORATORIES INC COM 25659T107 318 7,340 SH   SOLE   7,340 0 0
DOLLAR GEN CORP NEW COM 256677105 3,055 35,692 SH   SOLE   35,692 0 0
DOMINOS PIZZA INC COM 25754A201 5,250 39,815 SH   SOLE   39,815 0 0
DONALDSON INC COM 257651109 1,435 45,000 SH   SOLE   45,000 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 29,160 3,000,000 SH   SOLE   3,000,000 0 0
DOVER CORP COM 260003108 649 10,100 SH   SOLE   10,100 0 0
DST SYS INC DEL COM 233326107 280 2,487 SH   SOLE   2,487 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 8,664 136,832 SH   SOLE   136,832 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 730 7,085 SH   SOLE   7,085 0 0
DUNKIN BRANDS GROUP INC COM 265504100 436 9,254 SH   SOLE   9,254 0 0
E M C CORP MASS COM 268648102 47,970 1,800,000 SH Call SOLE   1,800,000 0 0
E M C CORP MASS COM 268648102 13,298 499,000 SH Put SOLE   499,000 0 0
E M C CORP MASS COM 268648102 575 21,602 SH   SOLE   21,602 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 489 19,978 SH   SOLE   19,978 0 0
EATON CORP PLC SHS G29183103 431 6,900 SH   SOLE   6,900 0 0
EBAY INC COM 278642103 1,799 75,409 SH   SOLE   75,409 0 0
ECOLAB INC COM 278865100 646 5,800 SH   SOLE   5,800 0 0
EDGEWELL PERS CARE CO COM 28035Q102 1,367 16,978 SH   SOLE   16,978 0 0
EDISON INTL COM 281020107 2,451 34,100 SH   SOLE   34,100 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 475 5,390 SH   SOLE   5,390 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 500 11,805 SH   SOLE   11,805 0 0
ELLIE MAE INC COM 28849P100 208 2,300 SH   SOLE   2,300 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 290 8,000 SH   SOLE   8,000 0 0
EMPIRE DIST ELEC CO COM 291641108 990 29,967 SH   SOLE   29,967 0 0
EMPLOYERS HOLDINGS INC COM 292218104 274 9,746 SH   SOLE   9,746 0 0
ENERGEN CORP COM 29265N108 988 27,008 SH   SOLE   27,008 0 0
ENTERGY CORP NEW COM 29364G103 2,491 31,430 SH   SOLE   31,430 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 905 44,399 SH   SOLE   44,399 0 0
EOG RES INC COM 26875P101 610 8,412 SH   SOLE   8,412 0 0
EVERBANK FINL CORP COM 29977G102 347 23,036 SH   SOLE   23,036 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 4,264 4,293,000 SH   SOLE   4,293,000 0 0
EXELON CORP COM 30161N101 1,315 36,674 SH   SOLE   36,674 0 0
EXPEDIA INC DEL COM NEW 30212P303 787 7,300 SH   SOLE   7,300 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 274 4,000 SH   SOLE   4,000 0 0
EXXON MOBIL CORP COM 30231G102 4,051 48,467 SH   SOLE   48,467 0 0
EXXON MOBIL CORP COM 30231G102 49,000 586,200 SH Call SOLE   586,200 0 0
EXXON MOBIL CORP COM 30231G102 18,891 226,000 SH Put SOLE   226,000 0 0
FACEBOOK INC CL A 30303M102 1,916 16,800 SH   SOLE   16,800 0 0
FEDEX CORP COM 31428X106 5,458 33,546 SH   SOLE   33,546 0 0
FERRO CORP COM 315405100 121 10,200 SH   SOLE   10,200 0 0
FERROGLOBE PLC SHS G33856108 140 16,000 SH   SOLE   16,000 0 0
FIDELITY & GTY LIFE COM 315785105 1,057 40,284 SH   SOLE   40,284 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 294 8,700 SH   SOLE   8,700 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 284 4,500 SH   SOLE   4,500 0 0
FIFTH STREET FINANCE CORP COM 31678A103 170 34,000 SH   SOLE   34,000 0 0
FIRST AMERN FINL CORP COM 31847R102 1,372 36,017 SH   SOLE   36,017 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 285 32,209 SH   SOLE   32,209 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 245 8,711 SH   SOLE   8,711 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 866 13,000 SH   SOLE   13,000 0 0
FIRST SOLAR INC COM 336433107 1,444 21,100 SH   SOLE   21,100 0 0
FIRSTENERGY CORP COM 337932107 298 8,311 SH   SOLE   8,311 0 0
FIRSTMERIT CORP COM 337915102 7,383 350,774 SH   SOLE   350,774 0 0
FISERV INC COM 337738108 2,010 19,597 SH   SOLE   19,597 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 392 32,510 SH   SOLE   32,510 0 0
FLOWSERVE CORP COM 34354P105 466 10,500 SH   SOLE   10,500 0 0
FNB CORP PA COM 302520101 370 28,500 SH   SOLE   28,500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,178 87,304 SH   SOLE   87,304 0 0
FORTINET INC COM 34959E109 575 18,800 SH   SOLE   18,800 0 0
FRANCESCAS HLDGS CORP COM 351793104 250 13,100 SH   SOLE   13,100 0 0
FREEPORT-MCMORAN INC CL B 35671D857 243 23,597 SH   SOLE   23,597 0 0
FRESH MKT INC COM 35804H106 5,706 200,000 SH   SOLE   200,000 0 0
FULLER H B CO COM 359694106 343 8,100 SH   SOLE   8,100 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,321 29,700 SH   SOLE   29,700 0 0
GAP INC DEL COM 364760108 1,471 50,061 SH   SOLE   50,061 0 0
GARMIN LTD SHS H2906T109 1,866 46,699 SH   SOLE   46,699 0 0
GASLOG LTD SHS G37585109 133 13,700 SH   SOLE   13,700 0 0
GENERAL DYNAMICS CORP COM 369550108 2,919 22,227 SH   SOLE   22,227 0 0
GENERAL ELECTRIC CO COM 369604103 1,514 47,632 SH   SOLE   47,632 0 0
GENERAL MTRS CO COM 37045V100 801 25,510 SH   SOLE   25,510 0 0
GENPACT LIMITED SHS G3922B107 1,432 52,684 SH   SOLE   52,684 0 0
GENTEX CORP COM 371901109 1,173 74,769 SH   SOLE   74,769 0 0
GENUINE PARTS CO COM 372460105 1,634 16,453 SH   SOLE   16,453 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 9,820 1,000,000 SH   SOLE   1,000,000 0 0
GLOBUS MED INC CL A 379577208 499 21,033 SH   SOLE   21,033 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 797 5,079 SH   SOLE   5,079 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,490 45,200 SH   SOLE   45,200 0 0
GORES HLDGS INC CL A 382866101 14,625 1,500,000 SH   SOLE   1,500,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 213 3,000 SH   SOLE   3,000 0 0
GRACO INC COM 384109104 1,410 16,800 SH   SOLE   16,800 0 0
GRAN TIERRA ENERGY INC COM 38500T101 82 33,400 SH   SOLE   33,400 0 0
GRAND CANYON ED INC COM 38526M106 257 6,026 SH   SOLE   6,026 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 351 27,360 SH   SOLE   27,360 0 0
GRAY TELEVISION INC COM 389375106 133 11,400 SH   SOLE   11,400 0 0
GRIFFON CORP COM 398433102 174 11,300 SH   SOLE   11,300 0 0
GROUPON INC COM CL A 399473107 119 29,979 SH   SOLE   29,979 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 223 4,100 SH   SOLE   4,100 0 0
HANOVER INS GROUP INC COM 410867105 207 2,300 SH   SOLE   2,300 0 0
HARMAN INTL INDS INC COM 413086109 258 2,900 SH   SOLE   2,900 0 0
HARRIS CORP DEL COM 413875105 615 7,905 SH   SOLE   7,905 0 0
HD SUPPLY HLDGS INC COM 40416M105 802 24,253 SH   SOLE   24,253 0 0
HEARTLAND PMT SYS INC COM 42235N108 32,548 337,043 SH   SOLE   337,043 0 0
HECLA MNG CO COM 422704106 69 25,100 SH   SOLE   25,100 0 0
HEICO CORP NEW COM 422806109 709 11,801 SH   SOLE   11,801 0 0
HELMERICH & PAYNE INC COM 423452101 1,161 19,772 SH   SOLE   19,772 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 9,680 1,000,000 SH   SOLE   1,000,000 0 0
HENRY JACK & ASSOC INC COM 426281101 346 4,100 SH   SOLE   4,100 0 0
HERBALIFE LTD COM USD SHS G4412G101 21,407 347,754 SH   SOLE   347,754 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 1,790 170,042 SH   SOLE   170,042 0 0
HEXCEL CORP NEW COM 428291108 2,063 47,200 SH   SOLE   47,200 0 0
HILL ROM HLDGS INC COM 431475102 472 9,400 SH   SOLE   9,400 0 0
HOLLYFRONTIER CORP COM 436106108 1,441 40,815 SH   SOLE   40,815 0 0
HOLOGIC INC COM 436440101 993 28,788 SH   SOLE   28,788 0 0
HONEYWELL INTL INC COM 438516106 5,026 44,861 SH   SOLE   44,861 0 0
HORMEL FOODS CORP COM 440452100 3,564 82,427 SH   SOLE   82,427 0 0
HOWARD HUGHES CORP COM 44267D107 588 5,556 SH   SOLE   5,556 0 0
HP INC COM 40434L105 136 11,100 SH   SOLE   11,100 0 0
IDEX CORP COM 45167R104 505 6,100 SH   SOLE   6,100 0 0
IHS INC CL A 451734107 1,042 8,398 SH   SOLE   8,398 0 0
ILLUMINA INC COM 452327109 3,047 18,800 SH   SOLE   18,800 0 0
IMS HEALTH HLDGS INC COM 44970B109 767 28,900 SH   SOLE   28,900 0 0
INCYTE CORP COM 45337C102 1,011 13,956 SH   SOLE   13,956 0 0
INGRAM MICRO INC CL A 457153104 3,260 90,788 SH   SOLE   90,788 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,645 7,000 SH   SOLE   7,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17,235 113,800 SH Call SOLE   113,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 454 3,000 SH Put SOLE   3,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,559 111,504 SH   SOLE   111,504 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 184 12,800 SH   SOLE   12,800 0 0
INTL PAPER CO COM 460146103 315 7,685 SH   SOLE   7,685 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 300 500 SH   SOLE   500 0 0
INVENSENSE INC COM 46123D205 150 17,900 SH   SOLE   17,900 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 750 61,700 SH Put SOLE   61,700 0 0
INVESTORS BANCORP INC NEW COM 46146L101 445 38,243 SH   SOLE   38,243 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 23,525 696,744 SH   SOLE   696,744 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 171,725 5,085,900 SH Put SOLE   5,085,900 0 0
ISHARES TR MSCI EAFE ETF 464287465 44,190 773,100 SH Call SOLE   773,100 0 0
ISHARES TR MSCI EAFE ETF 464287465 44,990 787,100 SH Put SOLE   787,100 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 2,608 10,000 SH Call SOLE   10,000 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,681 21,600 SH Call SOLE   21,600 0 0
ISHARES TR U.S. REAL ES ETF 464287739 973 12,500 SH Put SOLE   12,500 0 0
ISHARES TR IBOXX HI YD ETF 464288513 63,833 781,400 SH Put SOLE   781,400 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 10,045 11,000,000 SH   SOLE   11,000,000 0 0
ISTAR INC NOTE 3.000%11/1 45031UBR1 5,576 5,400,000 SH   SOLE   5,400,000 0 0
ITT CORP NEW COM NEW 450911201 774 20,987 SH   SOLE   20,987 0 0
J2 GLOBAL INC COM 48123V102 806 13,100 SH   SOLE   13,100 0 0
JANUS CAP GROUP INC COM 47102X105 313 21,400 SH   SOLE   21,400 0 0
JARDEN CORP COM 471109108 15,851 268,901 SH   SOLE   268,901 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 313 2,400 SH   SOLE   2,400 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 73,853 17,026,000 SH   SOLE   17,026,000 0 0
JOHNSON & JOHNSON COM 478160104 1,056 9,762 SH   SOLE   9,762 0 0
JPMORGAN CHASE & CO COM 46625H100 65,503 1,106,100 SH Call SOLE   1,106,100 0 0
JPMORGAN CHASE & CO COM 46625H100 8,888 150,100 SH Put SOLE   150,100 0 0
JPMORGAN CHASE & CO COM 46625H100 581 9,818 SH   SOLE   9,818 0 0
JUNIPER NETWORKS INC COM 48203R104 643 25,212 SH   SOLE   25,212 0 0
KELLOGG CO COM 487836108 5,293 69,151 SH   SOLE   69,151 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 235 8,472 SH   SOLE   8,472 0 0
KINDER MORGAN INC DEL COM 49456B101 362 20,292 SH   SOLE   20,292 0 0
KRAFT HEINZ CO COM 500754106 620 7,900 SH   SOLE   7,900 0 0
KULICKE & SOFFA INDS INC COM 501242101 295 26,078 SH   SOLE   26,078 0 0
L BRANDS INC COM 501797104 847 9,652 SH   SOLE   9,652 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,863 32,600 SH   SOLE   32,600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,283 10,955 SH   SOLE   10,955 0 0
LAM RESEARCH CORP COM 512807108 388 4,700 SH   SOLE   4,700 0 0
LANDSTAR SYS INC COM 515098101 296 4,590 SH   SOLE   4,590 0 0
LAS VEGAS SANDS CORP COM 517834107 568 11,000 SH   SOLE   11,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 76 13,500 SH   SOLE   13,500 0 0
LAUDER ESTEE COS INC CL A 518439104 1,580 16,763 SH   SOLE   16,763 0 0
LEAR CORP COM NEW 521865204 611 5,499 SH   SOLE   5,499 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 569 29,000 SH   SOLE   29,000 0 0
LENDINGCLUB CORP COM 52603A109 808 97,370 SH   SOLE   97,370 0 0
LENNAR CORP CL A 526057104 731 15,129 SH   SOLE   15,129 0 0
LEUCADIA NATL CORP COM 527288104 3,334 206,194 SH   SOLE   206,194 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 277 5,254 SH   SOLE   5,254 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 267 6,826 SH   SOLE   6,826 0 0
LILLY ELI & CO COM 532457108 3,132 43,496 SH   SOLE   43,496 0 0
LINEAR TECHNOLOGY CORP COM 535678106 352 7,900 SH   SOLE   7,900 0 0
LINKEDIN CORP COM CL A 53578A108 1,760 15,400 SH   SOLE   15,400 0 0
LINKEDIN CORP COM CL A 53578A108 22,595 197,600 SH Call SOLE   197,600 0 0
LINKEDIN CORP COM CL A 53578A108 6,815 59,600 SH Put SOLE   59,600 0 0
LITHIA MTRS INC CL A 536797103 497 5,700 SH   SOLE   5,700 0 0
LITTELFUSE INC COM 537008104 307 2,500 SH   SOLE   2,500 0 0
LIVANOVA PLC SHS G5509L101 205 3,800 SH   SOLE   3,800 0 0
LKQ CORP COM 501889208 4,406 138,002 SH   SOLE   138,002 0 0
LOEWS CORP COM 540424108 964 25,219 SH   SOLE   25,219 0 0
LOGMEIN INC COM 54142L109 222 4,400 SH   SOLE   4,400 0 0
LOWES COS INC COM 548661107 295 3,900 SH   SOLE   3,900 0 0
LULULEMON ATHLETICA INC COM 550021109 846 12,500 SH   SOLE   12,500 0 0
LUMINEX CORP DEL COM 55027E102 261 13,500 SH   SOLE   13,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 530 6,200 SH   SOLE   6,200 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 427 6,345 SH   SOLE   6,345 0 0
MACYS INC COM 55616P104 630 14,300 SH   SOLE   14,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 894 14,600 SH   SOLE   14,600 0 0
MANHATTAN ASSOCS INC COM 562750109 1,499 26,359 SH   SOLE   26,359 0 0
MANPOWERGROUP INC COM 56418H100 1,096 13,469 SH   SOLE   13,469 0 0
MARATHON OIL CORP COM 565849106 193 17,407 SH   SOLE   17,407 0 0
MARATHON PETE CORP COM 56585A102 616 16,588 SH   SOLE   16,588 0 0
MARKEL CORP COM 570535104 564 633 SH   SOLE   633 0 0
MARRIOTT INTL INC NEW CL A 571903202 29,674 416,900 SH Call SOLE   416,900 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,294 21,301 SH   SOLE   21,301 0 0
MARTIN MARIETTA MATLS INC COM 573284106 207 1,300 SH   SOLE   1,300 0 0
MASCO CORP COM 574599106 1,207 38,408 SH   SOLE   38,408 0 0
MASIMO CORP COM 574795100 213 5,100 SH   SOLE   5,100 0 0
MATSON INC COM 57686G105 337 8,406 SH   SOLE   8,406 0 0
MATTEL INC COM 577081102 1,986 59,100 SH   SOLE   59,100 0 0
MATTHEWS INTL CORP CL A 577128101 453 8,811 SH   SOLE   8,811 0 0
MATTSON TECHNOLOGY INC COM 577223100 1,026 281,153 SH   SOLE   281,153 0 0
MCDONALDS CORP COM 580135101 562 4,477 SH   SOLE   4,477 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 254 3,000 SH Call SOLE   3,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 332 8,600 SH   SOLE   8,600 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 121 11,900 SH   SOLE   11,900 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 9,199 8,785,000 SH   SOLE   8,785,000 0 0
MERCURY GENL CORP NEW COM 589400100 426 7,688 SH   SOLE   7,688 0 0
MERIT MED SYS INC COM 589889104 275 14,879 SH   SOLE   14,879 0 0
MERITOR INC COM 59001K100 182 22,700 SH   SOLE   22,700 0 0
MGIC INVT CORP WIS COM 552848103 325 42,470 SH   SOLE   42,470 0 0
MGM RESORTS INTERNATIONAL COM 552953101 323 15,097 SH   SOLE   15,097 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,105 19,400 SH   SOLE   19,400 0 0
MICHAELS COS INC COM 59408Q106 314 11,249 SH   SOLE   11,249 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 265 5,500 SH   SOLE   5,500 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 33,185 25,986,000 SH   SOLE   25,986,000 0 0
MICROSEMI CORP COM 595137100 2,712 70,800 SH Put SOLE   70,800 0 0
MICROSEMI CORP COM 595137100 329 8,600 SH   SOLE   8,600 0 0
MICROSOFT CORP COM 594918104 902 16,345 SH   SOLE   16,345 0 0
MICROSOFT CORP COM 594918104 94,702 1,714,700 SH Call SOLE   1,714,700 0 0
MICROSOFT CORP COM 594918104 11,460 207,500 SH Put SOLE   207,500 0 0
MIDDLEBY CORP COM 596278101 1,569 14,700 SH   SOLE   14,700 0 0
MOHAWK INDS INC COM 608190104 2,660 13,936 SH   SOLE   13,936 0 0
MONSANTO CO NEW COM 61166W101 236 2,700 SH   SOLE   2,700 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 535 4,015 SH   SOLE   4,015 0 0
MORGAN STANLEY COM NEW 617446448 3,584 143,317 SH   SOLE   143,317 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,412 45,074 SH   SOLE   45,074 0 0
MSC INDL DIRECT INC CL A 553530106 755 9,900 SH   SOLE   9,900 0 0
MSG NETWORK INC CL A 553573106 175 10,164 SH   SOLE   10,164 0 0
MURPHY OIL CORP COM 626717102 422 16,757 SH   SOLE   16,757 0 0
MYLAN N V SHS EURO N59465109 292 6,300 SH   SOLE   6,300 0 0
MYRIAD GENETICS INC COM 62855J104 247 6,600 SH   SOLE   6,600 0 0
NASDAQ INC COM 631103108 2,051 30,900 SH   SOLE   30,900 0 0
NATIONAL FUEL GAS CO N J COM 636180101 510 10,200 SH   SOLE   10,200 0 0
NATIONAL OILWELL VARCO INC COM 637071101 892 28,700 SH   SOLE   28,700 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,118 89,400 SH Put SOLE   89,400 0 0
NAVISTAR INTL CORP NEW COM 63934E108 131 10,502 SH   SOLE   10,502 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 886 1,500,000 SH   SOLE   1,500,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 156 11,048 SH   SOLE   11,048 0 0
NETAPP INC COM 64110D104 794 29,125 SH   SOLE   29,125 0 0
NETFLIX INC COM 64110L106 14,773 144,514 SH   SOLE   144,514 0 0
NETFLIX INC COM 64110L106 4,109 40,200 SH Call SOLE   40,200 0 0
NETFLIX INC COM 64110L106 11,521 112,700 SH Put SOLE   112,700 0 0
NETSUITE INC COM 64118Q107 1,524 22,260 SH   SOLE   22,260 0 0
NEWELL RUBBERMAID INC COM 651229106 2,170 49,000 SH Call SOLE   49,000 0 0
NEWFIELD EXPL CO COM 651290108 2,771 83,363 SH   SOLE   83,363 0 0
NEWMONT MINING CORP COM 651639106 345 13,001 SH   SOLE   13,001 0 0
NEXTERA ENERGY INC COM 65339F101 4,539 38,360 SH   SOLE   38,360 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 4,488 85,243 SH   SOLE   85,243 0 0
NISOURCE INC COM 65473P105 259 11,000 SH   SOLE   11,000 0 0
NOBLE ENERGY INC COM 655044105 934 29,739 SH   SOLE   29,739 0 0
NORDSON CORP COM 655663102 729 9,600 SH   SOLE   9,600 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 1,193 21,590 SH   SOLE   21,590 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,809 150,298 SH   SOLE   150,298 0 0
NUCOR CORP COM 670346105 572 12,100 SH   SOLE   12,100 0 0
NUVASIVE INC COM 670704105 2,622 53,900 SH   SOLE   53,900 0 0
NVIDIA CORP COM 67066G104 1,054 29,588 SH   SOLE   29,588 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,175 7,950 SH   SOLE   7,950 0 0
OFFICE DEPOT INC COM 676220106 1,420 200,000 SH   SOLE   200,000 0 0
OFFICE DEPOT INC COM 676220106 2,551 359,300 SH Call SOLE   359,300 0 0
OLD REP INTL CORP COM 680223104 2,283 124,910 SH   SOLE   124,910 0 0
OMNICOM GROUP INC COM 681919106 2,425 29,144 SH   SOLE   29,144 0 0
ON ASSIGNMENT INC COM 682159108 312 8,472 SH   SOLE   8,472 0 0
OPKO HEALTH INC COM 68375N103 238 22,963 SH   SOLE   22,963 0 0
ORACLE CORP COM 68389X105 3,815 93,271 SH   SOLE   93,271 0 0
ORITANI FINL CORP DEL COM 68633D103 274 16,175 SH   SOLE   16,175 0 0
ORMAT TECHNOLOGIES INC COM 686688102 329 8,000 SH   SOLE   8,000 0 0
OWENS ILL INC COM NEW 690768403 252 15,837 SH   SOLE   15,837 0 0
PACCAR INC COM 693718108 968 17,700 SH   SOLE   17,700 0 0
PACE HLDGS CORP CL A G6865N103 17,150 1,750,000 SH   SOLE   1,750,000 0 0
PANERA BREAD CO CL A 69840W108 634 3,100 SH   SOLE   3,100 0 0
PAREXEL INTL CORP COM 699462107 1,518 24,207 SH   SOLE   24,207 0 0
PARKER HANNIFIN CORP COM 701094104 766 6,900 SH   SOLE   6,900 0 0
PARSLEY ENERGY INC CL A 701877102 848 37,532 SH   SOLE   37,532 0 0
PAYPAL HLDGS INC COM 70450Y103 1,394 36,123 SH   SOLE   36,123 0 0
PBF ENERGY INC CL A 69318G106 859 25,900 SH   SOLE   25,900 0 0
PENNEY J C INC COM 708160106 1,721 155,678 SH   SOLE   155,678 0 0
PEPSICO INC COM 713448108 1,288 12,573 SH   SOLE   12,573 0 0
PFIZER INC COM 717081103 1,591 53,700 SH   SOLE   53,700 0 0
PHILIP MORRIS INTL INC COM 718172109 304 3,100 SH   SOLE   3,100 0 0
PHILIP MORRIS INTL INC COM 718172109 38,979 397,300 SH Call SOLE   397,300 0 0
PHILLIPS 66 COM 718546104 4,048 46,751 SH   SOLE   46,751 0 0
PINNACLE FOODS INC DEL COM 72348P104 558 12,500 SH   SOLE   12,500 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 234 26,982 SH   SOLE   26,982 0 0
PNC FINL SVCS GROUP INC COM 693475105 4,550 53,802 SH   SOLE   53,802 0 0
PNM RES INC COM 69349H107 434 12,900 SH   SOLE   12,900 0 0
PPL CORP COM 69351T106 3,290 86,428 SH   SOLE   86,428 0 0
PREMIER INC CL A 74051N102 1,035 31,037 SH   SOLE   31,037 0 0
PRICE T ROWE GROUP INC COM 74144T108 617 8,400 SH   SOLE   8,400 0 0
PRICELINE GRP INC COM NEW 741503403 1,267 983 SH   SOLE   983 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 307 7,800 SH   SOLE   7,800 0 0
PRIVATEBANCORP INC COM 742962103 497 12,900 SH   SOLE   12,900 0 0
PROCTER & GAMBLE CO COM 742718109 4,821 58,577 SH   SOLE   58,577 0 0
PROGRESSIVE CORP OHIO COM 743315103 231 6,599 SH   SOLE   6,599 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 7,331 5,000,000 SH   SOLE   5,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 296 6,400 SH   SOLE   6,400 0 0
PTC INC COM 69370C100 2,177 65,655 SH   SOLE   65,655 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 985 20,900 SH   SOLE   20,900 0 0
PULASKI FINL CORP COM 745548107 407 25,257 SH   SOLE   25,257 0 0
PULTE GROUP INC COM 745867101 1,870 99,999 SH   SOLE   99,999 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 1,985 2,000,000 SH   SOLE   2,000,000 0 0
QUANTA SVCS INC COM 74762E102 292 12,957 SH   SOLE   12,957 0 0
QUEST DIAGNOSTICS INC COM 74834L100 450 6,312 SH   SOLE   6,312 0 0
QUESTAR CORP COM 748356102 1,004 40,500 SH   SOLE   40,500 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 17,115 1,750,000 SH   SOLE   1,750,000 0 0
RADIAN GROUP INC COM 750236101 200 16,197 SH   SOLE   16,197 0 0
RAYTHEON CO COM NEW 755111507 4,706 38,379 SH   SOLE   38,379 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,369 174,500 SH   SOLE   174,500 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 2,013 2,521,000 SH   SOLE   2,521,000 0 0
RESMED INC COM 761152107 2,079 35,963 SH   SOLE   35,963 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 276 6,600 SH   SOLE   6,600 0 0
RITE AID CORP COM 767754104 16,299 2,000,000 SH   SOLE   2,000,000 0 0
RLI CORP COM 749607107 468 7,000 SH   SOLE   7,000 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,024 31,793 SH   SOLE   31,793 0 0
ROSS STORES INC COM 778296103 1,858 32,100 SH   SOLE   32,100 0 0
RYDER SYS INC COM 783549108 272 4,200 SH   SOLE   4,200 0 0
S & T BANCORP INC COM 783859101 274 10,645 SH   SOLE   10,645 0 0
SABRE CORP COM 78573M104 610 21,100 SH   SOLE   21,100 0 0
SALESFORCE COM INC COM 79466L302 1,629 22,069 SH   SOLE   22,069 0 0
SANDISK CORP COM 80004C101 760 10,000 SH Call SOLE   10,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 112,784 71,500,000 SH   SOLE   71,500,000 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 70,798 68,000,000 SH   SOLE   68,000,000 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 173 16,532 SH   SOLE   16,532 0 0
SCHEIN HENRY INC COM 806407102 3,331 19,300 SH   SOLE   19,300 0 0
SCHULMAN A INC COM 808194104 236 8,700 SH   SOLE   8,700 0 0
SCHWAB CHARLES CORP NEW COM 808513105 235 8,400 SH   SOLE   8,400 0 0
SCORPIO TANKERS INC SHS Y7542C106 113 19,400 SH   SOLE   19,400 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 509 7,000 SH   SOLE   7,000 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,244 19,000 SH   SOLE   19,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 602 17,500 SH   SOLE   17,500 0 0
SEALED AIR CORP NEW COM 81211K100 1,181 24,600 SH   SOLE   24,600 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,234 99,300 SH Call SOLE   99,300 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,500 200,000 SH Put SOLE   200,000 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 398 6,283 SH   SOLE   6,283 0 0
SERVICE CORP INTL COM 817565104 622 25,207 SH   SOLE   25,207 0 0
SERVICENOW INC COM 81762P102 296 4,851 SH   SOLE   4,851 0 0
SHERWIN WILLIAMS CO COM 824348106 734 2,580 SH   SOLE   2,580 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 407 2,995 SH   SOLE   2,995 0 0
SIGNET JEWELERS LIMITED SHS G81276100 471 3,800 SH   SOLE   3,800 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 362 11,782 SH   SOLE   11,782 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,778 32,055 SH   SOLE   32,055 0 0
SKECHERS U S A INC CL A 830566105 665 21,869 SH   SOLE   21,869 0 0
SLM CORP COM 78442P106 340 53,504 SH   SOLE   53,504 0 0
SMUCKER J M CO COM NEW 832696405 741 5,710 SH   SOLE   5,710 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,437 2,500,000 SH   SOLE   2,500,000 0 0
SOLAZYME INC NOTE 5.000%10/0 83415TAC5 1,095 2,202,000 SH   SOLE   2,202,000 0 0
SOUTH ST CORP COM 840441109 378 5,899 SH   SOLE   5,899 0 0
SOUTHERN COPPER CORP COM 84265V105 335 12,120 SH   SOLE   12,120 0 0
SOUTHWEST AIRLS CO COM 844741108 311 6,946 SH   SOLE   6,946 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 60,443 513,800 SH Put SOLE   513,800 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 49,338 419,400 SH Call SOLE   419,400 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 31,855 155,000 SH Put SOLE   155,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 14,242 696,100 SH Put SOLE   696,100 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 12,685 620,000 SH Call SOLE   620,000 0 0
SPECTRA ENERGY CORP COM 847560109 1,136 37,132 SH   SOLE   37,132 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,919 42,328 SH   SOLE   42,328 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 11,091 11,000,000 SH   SOLE   11,000,000 0 0
SPLUNK INC COM 848637104 293 6,004 SH   SOLE   6,004 0 0
SPRINT CORP COM SER 1 85207U105 534 153,589 SH   SOLE   153,589 0 0
ST JUDE MED INC COM 790849103 419 7,628 SH   SOLE   7,628 0 0
STAMPS COM INC COM NEW 852857200 253 2,389 SH   SOLE   2,389 0 0
STARBUCKS CORP COM 855244109 654 10,961 SH   SOLE   10,961 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 41,715 500,000 SH   SOLE   500,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 4,038 4,000,000 SH   SOLE   4,000,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 14,322 14,500,000 SH   SOLE   14,500,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571WAB5 7,433 7,500,000 SH   SOLE   7,500,000 0 0
STATE STR CORP COM 857477103 1,006 17,200 SH   SOLE   17,200 0 0
STERIS PLC SHS USD G84720104 770 10,850 SH   SOLE   10,850 0 0
SUNEDISON INC COM 86732Y109 20 37,300 SH Put SOLE   37,300 0 0
SUNEDISON INC NOTE 2.000%10/0 86732YAC3 493 12,500,000 SH   SOLE   12,500,000 0 0
SUNPOWER CORP COM 867652406 551 24,698 SH   SOLE   24,698 0 0
SVB FINL GROUP COM 78486Q101 324 3,177 SH   SOLE   3,177 0 0
SYMANTEC CORP COM 871503108 2,449 133,297 SH   SOLE   133,297 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 549 17,000 SH   SOLE   17,000 0 0
SYNGENTA AG SPONSORED ADR 87160A100 18,634 225,000 SH   SOLE   225,000 0 0
SYNGENTA AG SPONSORED ADR 87160A100 8,969 108,300 SH Put SOLE   108,300 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,881 49,948 SH   SOLE   49,948 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 29,237 14,795,000 SH   SOLE   14,795,000 0 0
TALMER BANCORP INC COM 87482X101 1,085 60,011 SH   SOLE   60,011 0 0
TARGET CORP COM 87612E106 1,963 23,862 SH   SOLE   23,862 0 0
TCF FINL CORP COM 872275102 430 35,100 SH   SOLE   35,100 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,268 20,483 SH   SOLE   20,483 0 0
TEGNA INC COM 87901J105 1,475 62,900 SH   SOLE   62,900 0 0
TELEFLEX INC COM 879369106 3,124 19,898 SH   SOLE   19,898 0 0
TERADATA CORP DEL COM 88076W103 1,910 72,800 SH   SOLE   72,800 0 0
TEREX CORP NEW COM 880779103 1,070 43,020 SH   SOLE   43,020 0 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 12,375 1,250,000 SH   SOLE   1,250,000 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 10,295 7,000,000 SH   SOLE   7,000,000 0 0
TESLA MTRS INC COM 88160R101 2,297 10,000 SH Put SOLE   10,000 0 0
TESLA MTRS INC COM 88160R101 655 2,854 SH   SOLE   2,854 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 36,800 20,000,000 SH   SOLE   20,000,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 12,297 13,500,000 SH   SOLE   13,500,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 4,285 5,000,000 SH   SOLE   5,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,605 30,000 SH Call SOLE   30,000 0 0
TEXAS INSTRS INC COM 882508104 1,797 31,300 SH   SOLE   31,300 0 0
TEXAS ROADHOUSE INC COM 882681109 675 15,500 SH   SOLE   15,500 0 0
THE ADT CORPORATION COM 00101J106 15,880 384,890 SH   SOLE   384,890 0 0
THE ADT CORPORATION COM 00101J106 412 10,000 SH Call SOLE   10,000 0 0
THE ADT CORPORATION COM 00101J106 1,930 46,800 SH Put SOLE   46,800 0 0
TIFFANY & CO NEW COM 886547108 1,218 16,600 SH   SOLE   16,600 0 0
TOLL BROTHERS INC COM 889478103 3,254 110,275 SH   SOLE   110,275 0 0
TRACTOR SUPPLY CO COM 892356106 299 3,308 SH   SOLE   3,308 0 0
TRIMBLE NAVIGATION LTD COM 896239100 694 28,001 SH   SOLE   28,001 0 0
TRIPADVISOR INC COM 896945201 2,644 39,761 SH   SOLE   39,761 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 308 11,072 SH   SOLE   11,072 0 0
TYSON FOODS INC CL A 902494103 1,042 15,640 SH   SOLE   15,640 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 2,663 13,749 SH   SOLE   13,749 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 763 3,947 SH   SOLE   3,947 0 0
UMB FINL CORP COM 902788108 227 4,400 SH   SOLE   4,400 0 0
UNDER ARMOUR INC CL A 904311107 2,103 24,793 SH   SOLE   24,793 0 0
UNION PAC CORP COM 907818108 336 4,233 SH   SOLE   4,233 0 0
UNITED BANKSHARES INC WEST V COM 909907107 282 7,700 SH   SOLE   7,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 558 5,300 SH   SOLE   5,300 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 445 4,000 SH   SOLE   4,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,814 21,837 SH   SOLE   21,837 0 0
URBAN OUTFITTERS INC COM 917047102 1,235 37,348 SH   SOLE   37,348 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,620 61,600 SH   SOLE   61,600 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 526 20,000 SH Call SOLE   20,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,209 46,000 SH Put SOLE   46,000 0 0
VALSPAR CORP COM 920355104 1,028 9,614 SH   SOLE   9,614 0 0
VANTIV INC CL A 92210H105 307 5,700 SH   SOLE   5,700 0 0
VECTOR GROUP LTD COM 92240M108 312 13,700 SH   SOLE   13,700 0 0
VEEVA SYS INC CL A COM 922475108 1,144 45,700 SH   SOLE   45,700 0 0
VERIFONE SYS INC COM 92342Y109 1,338 47,384 SH   SOLE   47,384 0 0
VERINT SYS INC COM 92343X100 205 6,151 SH   SOLE   6,151 0 0
VERISK ANALYTICS INC COM 92345Y106 538 6,741 SH   SOLE   6,741 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 210 3,900 SH   SOLE   3,900 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 365 4,600 SH   SOLE   4,600 0 0
VIAVI SOLUTIONS INC COM 925550105 124 18,113 SH   SOLE   18,113 0 0
VISA INC COM CL A 92826C839 1,582 20,695 SH   SOLE   20,695 0 0
VOYA FINL INC COM 929089100 2,075 69,716 SH   SOLE   69,716 0 0
VULCAN MATLS CO COM 929160109 1,583 15,000 SH   SOLE   15,000 0 0
WASTE MGMT INC DEL COM 94106L109 1,752 29,703 SH   SOLE   29,703 0 0
WATSCO INC COM 942622200 1,280 9,502 SH   SOLE   9,502 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,300 167,135 SH   SOLE   167,135 0 0
WEB COM GROUP INC COM 94733A104 198 10,032 SH   SOLE   10,032 0 0
WEC ENERGY GROUP INC COM 92939U106 865 14,400 SH   SOLE   14,400 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 54,889 28,549,000 SH   SOLE   28,549,000 0 0
WESTAR ENERGY INC COM 95709T100 243 4,900 SH   SOLE   4,900 0 0
WESTERN DIGITAL CORP COM 958102105 859 18,200 SH   SOLE   18,200 0 0
WESTLAKE CHEM CORP COM 960413102 365 7,900 SH   SOLE   7,900 0 0
WGL HLDGS INC COM 92924F106 332 4,589 SH   SOLE   4,589 0 0
WHITING PETE CORP NEW COM 966387102 318 40,000 SH Call SOLE   40,000 0 0
WHOLE FOODS MKT INC COM 966837106 1,469 47,250 SH   SOLE   47,250 0 0
WILSHIRE BANCORP INC COM 97186T108 1,041 101,078 SH   SOLE   101,078 0 0
WL ROSS HLDG CORP COM SHS 92939D104 23,183 2,311,435 SH   SOLE   2,311,435 0 0
WORKDAY INC CL A 98138H101 2,214 28,816 SH   SOLE   28,816 0 0
WORLD FUEL SVCS CORP COM 981475106 495 10,200 SH   SOLE   10,200 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 3,090 175,000 SH Put SOLE   175,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 3,090 175,000 SH Call SOLE   175,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5,841 6,500,000 SH   SOLE   6,500,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 313 4,100 SH   SOLE   4,100 0 0
WYNN RESORTS LTD COM 983134107 308 3,300 SH   SOLE   3,300 0 0
XENOPORT INC NOTE 2.500% 2/0 98411CAB6 1,101 1,500,000 SH   SOLE   1,500,000 0 0
XILINX INC COM 983919101 5,459 115,100 SH   SOLE   115,100 0 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 22,562 11,973,000 SH   SOLE   11,973,000 0 0
XYLEM INC COM 98419M100 3,382 82,700 SH   SOLE   82,700 0 0
YAHOO INC COM 984332106 4,601 125,000 SH   SOLE   125,000 0 0
YAHOO INC COM 984332106 4,601 125,000 SH Put SOLE   125,000 0 0
ZOETIS INC CL A 98978V103 351 7,932 SH   SOLE   7,932 0 0