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
51JOB INC NOTE 3.250% 4/1 316827AC8 7,175 7,000,000 PRN   SOLE   7,000,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,062 37,500 SH Call SOLE   37,500 0 0
ABBOTT LABS COM 002824100 578 14,713 SH   SOLE   14,713 0 0
ABERCROMBIE & FITCH CO CL A 002896207 285 15,984 SH   SOLE   15,984 0 0
ABIOMED INC COM 003654100 432 3,954 SH   SOLE   3,954 0 0
ACCURAY INC NOTE 3.750% 8/0 004397AB1 6,295 6,287,000 PRN   SOLE   6,287,000 0 0
ACI WORLDWIDE INC COM 004498101 281 14,401 SH   SOLE   14,401 0 0
ACTIVISION BLIZZARD INC COM 00507V109 825 20,808 SH   SOLE   20,808 0 0
ACUITY BRANDS INC COM 00508Y102 483 1,949 SH   SOLE   1,949 0 0
ADECOAGRO S A COM L00849106 174 15,871 SH   SOLE   15,871 0 0
ADOBE SYS INC COM 00724F101 827 8,633 SH   SOLE   8,633 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 59 10,684 SH   SOLE   10,684 0 0
AERCAP HOLDINGS NV SHS N00985106 284 8,444 SH   SOLE   8,444 0 0
AETNA INC NEW COM 00817Y108 287 2,346 SH   SOLE   2,346 0 0
AFFILIATED MANAGERS GROUP COM 008252108 508 3,611 SH   SOLE   3,611 0 0
AGCO CORP COM 001084102 845 17,922 SH   SOLE   17,922 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 492 11,081 SH   SOLE   11,081 0 0
AGRIUM INC COM 008916108 1,129 12,483 SH   SOLE   12,483 0 0
AIR PRODS & CHEMS INC COM 009158106 1,212 8,536 SH   SOLE   8,536 0 0
ALASKA AIR GROUP INC COM 011659109 1,028 17,631 SH   SOLE   17,631 0 0
ALBEMARLE CORP COM 012653101 397 5,000 SH Call SOLE   5,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 4,632 4,500,000 PRN   SOLE   4,500,000 0 0
ALBEMARLE CORP COM 012653101 2,225 28,059 SH   SOLE   28,059 0 0
ALCOA INC COM 013817101 367 39,550 SH   SOLE   39,550 0 0
ALERE INC COM 01449J105 224 5,383 SH   SOLE   5,383 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 963 8,245 SH   SOLE   8,245 0 0
ALKERMES PLC SHS G01767105 201 4,656 SH   SOLE   4,656 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 2,717 2,563,000 PRN   SOLE   2,563,000 0 0
ALLERGAN PLC SHS G0177J108 670 2,901 SH   SOLE   2,901 0 0
ALLETE INC COM NEW 018522300 2,999 46,405 SH   SOLE   46,405 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 221 1,128 SH   SOLE   1,128 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 431 12,273 SH   SOLE   12,273 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 385 13,627 SH   SOLE   13,627 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 240 18,874 SH   SOLE   18,874 0 0
ALLSTATE CORP COM 020002101 1,105 15,798 SH   SOLE   15,798 0 0
ALPHABET INC CAP STK CL A 02079K305 264 375 SH   SOLE   375 0 0
ALTRIA GROUP INC COM 02209S103 736 10,677 SH   SOLE   10,677 0 0
AMAZON COM INC COM 023135106 1,624 2,269 SH   SOLE   2,269 0 0
AMC NETWORKS INC CL A 00164V103 304 5,039 SH   SOLE   5,039 0 0
AMDOCS LTD ORD G02602103 369 6,396 SH   SOLE   6,396 0 0
AMERICAN ASSETS TR INC COM 024013104 307 7,244 SH   SOLE   7,244 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 241 16,670 SH   SOLE   16,670 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 318 19,976 SH   SOLE   19,976 0 0
AMERICAN ELEC PWR INC COM 025537101 1,592 22,707 SH   SOLE   22,707 0 0
AMERICAN EXPRESS CO COM 025816109 217 3,564 SH   SOLE   3,564 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 483 9,130 SH   SOLE   9,130 0 0
AMERICAN TOWER CORP NEW COM 03027X100 315 2,775 SH   SOLE   2,775 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,613 42,757 SH   SOLE   42,757 0 0
AMERIPRISE FINL INC COM 03076C106 714 7,946 SH   SOLE   7,946 0 0
AMETEK INC NEW COM 031100100 224 4,846 SH   SOLE   4,846 0 0
AMGEN INC COM 031162100 1,916 12,593 SH   SOLE   12,593 0 0
JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 2,387 75,000 SH Call SOLE   75,000 0 0
AMPHENOL CORP NEW CL A 032095101 218 3,796 SH   SOLE   3,796 0 0
ANADARKO PETE CORP COM 032511107 752 14,118 SH   SOLE   14,118 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 244 13,520 SH   SOLE   13,520 0 0
ANTHEM INC COM 036752103 5,107 38,886 SH   SOLE   38,886 0 0
AON PLC SHS CL A G0408V102 540 4,945 SH   SOLE   4,945 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 569 12,887 SH   SOLE   12,887 0 0
ANADARKO PETE CORP COM 032511107 1,065 20,000 SH Call SOLE   20,000 0 0
APOLLO INVT CORP COM 03761U106 66 11,947 SH   SOLE   11,947 0 0
APPLE INC COM 037833100 955 9,986 SH   SOLE   9,986 0 0
APPLIED MATLS INC COM 038222105 1,239 51,671 SH   SOLE   51,671 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 178 16,000 SH   SOLE   16,000 0 0
APTARGROUP INC COM 038336103 253 3,196 SH   SOLE   3,196 0 0
ANTERO RES CORP COM 03674X106 1,039 40,000 SH Call SOLE   40,000 0 0
ARAMARK COM 03852U106 464 13,889 SH   SOLE   13,889 0 0
ARCH CAP GROUP LTD ORD G0450A105 218 3,021 SH   SOLE   3,021 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 48 10,081 SH   SOLE   10,081 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 238 4,583 SH   SOLE   4,583 0 0
ARRAY BIOPHARMA INC NOTE 3.000% 6/0 04269XAA3 2,042 2,400,000 PRN   SOLE   2,400,000 0 0
ARRIS GROUP INC NEW COM G0551A103 831 39,662 SH   SOLE   39,662 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 552 10,467 SH   SOLE   10,467 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 266 5,732 SH   SOLE   5,732 0 0
ASSURANT INC COM 04621X108 628 7,278 SH   SOLE   7,278 0 0
ATHENAHEALTH INC COM 04685W103 225 1,628 SH   SOLE   1,628 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 620 250,004 SH   SOLE   250,004 0 0
ATMOS ENERGY CORP COM 049560105 6,018 74,000 SH   SOLE   74,000 0 0
AUTODESK INC COM 052769106 577 10,658 SH   SOLE   10,658 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 299 3,255 SH   SOLE   3,255 0 0
AUTONATION INC COM 05329W102 664 14,137 SH   SOLE   14,137 0 0
AVALONBAY CMNTYS INC COM 053484101 656 3,634 SH   SOLE   3,634 0 0
AVANGRID INC COM 05351W103 4,652 101,000 SH   SOLE   101,000 0 0
AVIS BUDGET GROUP COM 053774105 338 10,480 SH   SOLE   10,480 0 0
AVON PRODS INC COM 054303102 54 14,221 SH   SOLE   14,221 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 250 17,036 SH   SOLE   17,036 0 0
BAIDU INC SPON ADR REP A 056752108 515 3,120 SH   SOLE   3,120 0 0
BAKER HUGHES INC COM 057224107 771 17,080 SH   SOLE   17,080 0 0
BALL CORP COM 058498106 874 12,095 SH   SOLE   12,095 0 0
BANK OF AMERICA CORPORATION COM 060505104 320 24,133 SH   SOLE   24,133 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 222 5,702 SH   SOLE   5,702 0 0
BEACON ROOFING SUPPLY INC COM 073685109 200 4,401 SH   SOLE   4,401 0 0
BECTON DICKINSON & CO COM 075887109 237 1,400 SH   SOLE   1,400 0 0
BED BATH & BEYOND INC COM 075896100 361 8,357 SH   SOLE   8,357 0 0
BEMIS INC COM 081437105 504 9,788 SH   SOLE   9,788 0 0
BENEFICIAL BANCORP INC COM 08171T102 172 13,550 SH   SOLE   13,550 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,012 6,986 SH   SOLE   6,986 0 0
BERRY PLASTICS GROUP INC COM 08579W103 2,965 76,315 SH   SOLE   76,315 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 714 24,998 SH   SOLE   24,998 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 471 18,547 SH   SOLE   18,547 0 0
BIG LOTS INC COM 089302103 522 10,413 SH   SOLE   10,413 0 0
BIOGEN IDEC INC COM 09062X103 571 2,360 SH   SOLE   2,360 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 625 8,031 SH   SOLE   8,031 0 0
BJS RESTAURANTS INC COM 09180C106 215 4,908 SH   SOLE   4,908 0 0
BLACK HILLS CORP COM 092113109 6,675 105,889 SH   SOLE   105,889 0 0
BLACK STONE MINERALS L P COM UNIT 09225M101 412 26,567 SH   SOLE   26,567 0 0
BOEING CO COM 097023105 436 3,360 SH   SOLE   3,360 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 365 12,298 SH   SOLE   12,298 0 0
BORGWARNER INC COM 099724106 358 12,137 SH   SOLE   12,137 0 0
BOSTON PROPERTIES INC COM 101121101 411 3,115 SH   SOLE   3,115 0 0
BOSTON SCIENTIFIC CORP COM 101137107 786 33,624 SH   SOLE   33,624 0 0
BRASKEM S A SP ADR PFD A 105532105 140 11,800 SH   SOLE   11,800 0 0
BRINKS CO COM 109696104 344 12,058 SH   SOLE   12,058 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,166 44,054 SH   SOLE   44,054 0 0
BROADCOM LTD SHS Y09827109 1,766 11,366 SH   SOLE   11,366 0 0
BROOKS AUTOMATION INC COM 114340102 124 11,062 SH   SOLE   11,062 0 0
BROWN FORMAN CORP CL B 115637209 375 3,755 SH   SOLE   3,755 0 0
BRUKER CORP COM 116794108 228 10,048 SH   SOLE   10,048 0 0
BRUNSWICK CORP COM 117043109 370 8,156 SH   SOLE   8,156 0 0
BUNGE LIMITED COM G16962105 1,186 20,048 SH   SOLE   20,048 0 0
BURLINGTON STORES INC COM 122017106 216 3,232 SH   SOLE   3,232 0 0
BWX TECHNOLOGIES INC COM 05605H100 435 12,158 SH   SOLE   12,158 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,069 14,396 SH   SOLE   14,396 0 0
CA INC COM 12673P105 431 13,138 SH   SOLE   13,138 0 0
CABOT OIL & GAS CORP COM 127097103 846 32,886 SH   SOLE   32,886 0 0
CACI INTL INC CL A 127190304 250 2,770 SH   SOLE   2,770 0 0
CALATLANTIC GROUP INC COM 128195104 645 17,569 SH   SOLE   17,569 0 0
CALERES INC COM 129500104 344 14,191 SH   SOLE   14,191 0 0
CALPINE CORP COM NEW 131347304 928 62,887 SH   SOLE   62,887 0 0
CANTEL MEDICAL CORP COM 138098108 220 3,202 SH   SOLE   3,202 0 0
CARDINAL HEALTH INC COM 14149Y108 6,483 83,103 SH   SOLE   83,103 0 0
CARE CAP PPTYS INC COM 141624106 299 11,424 SH   SOLE   11,424 0 0
CARNIVAL CORP PAIRED CTF 143658300 368 8,322 SH   SOLE   8,322 0 0
CARTER INC COM 146229109 422 3,962 SH   SOLE   3,962 0 0
CASEYS GEN STORES INC COM 147528103 1,921 14,608 SH   SOLE   14,608 0 0
CATERPILLAR INC DEL COM 149123101 569 7,500 SH Put SOLE   7,500 0 0
CATERPILLAR INC DEL COM 149123101 340 4,486 SH   SOLE   4,486 0 0
CBL & ASSOC PPTYS INC COM 124830100 96 10,273 SH   SOLE   10,273 0 0
CBS CORP NEW CL B 124857202 228 4,187 SH   SOLE   4,187 0 0
CROWN HOLDINGS INC COM 228368106 507 10,000 SH Put SOLE   10,000 0 0
CDK GLOBAL INC COM 12508E101 753 13,575 SH   SOLE   13,575 0 0
CDW CORP COM 12514G108 361 9,007 SH   SOLE   9,007 0 0
CELADON GROUP INC COM 150838100 204 25,000 SH   SOLE   25,000 0 0
CELANESE CORP DEL COM SER A 150870103 811 12,397 SH   SOLE   12,397 0 0
CELGENE CORP COM 151020104 1,500 15,212 SH   SOLE   15,212 0 0
CENOVUS ENERGY INC COM 15135U109 159 11,511 SH   SOLE   11,511 0 0
CENTERPOINT ENERGY INC COM 15189T107 283 11,812 SH   SOLE   11,812 0 0
CENTURYLINK INC COM 156700106 219 7,562 SH   SOLE   7,562 0 0
CF INDS HLDGS INC COM 125269100 241 10,000 SH Put SOLE   10,000 0 0
CF INDS HLDGS INC COM 125269100 723 30,000 SH Call SOLE   30,000 0 0
CF INDS HLDGS INC COM 125269100 980 40,645 SH   SOLE   40,645 0 0
CELADON GROUP INC COM 150838100 409 50,000 SH Call SOLE   50,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 1,637 1,750,000 PRN   SOLE   1,750,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 864 3,781 SH   SOLE   3,781 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 269 3,373 SH   SOLE   3,373 0 0
CHENIERE ENERGY INC COM NEW 16411R208 488 12,983 SH   SOLE   12,983 0 0
CHESAPEAKE ENERGY CORP COM 165167107 105 24,518 SH   SOLE   24,518 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 297 12,759 SH   SOLE   12,759 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 345 9,958 SH   SOLE   9,958 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 378 6,531 SH   SOLE   6,531 0 0
CHOICE HOTELS INTL INC COM 169905106 255 5,352 SH   SOLE   5,352 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 218 18,257 SH   SOLE   18,257 0 0
COBALT INTL ENERGY INC COM 19075F106 201 150,000 SH Call SOLE   150,000 0 0
CIENA CORP COM NEW 171779309 717 38,225 SH   SOLE   38,225 0 0
CIGNA CORPORATION COM 125509109 3,624 28,316 SH   SOLE   28,316 0 0
CIMAREX ENERGY CO COM 171798101 1,008 8,452 SH   SOLE   8,452 0 0
CISCO SYS INC COM 17275R102 542 18,875 SH   SOLE   18,875 0 0
CITIZENS FINL GROUP INC COM 174610105 1,489 74,502 SH   SOLE   74,502 0 0
CITRIX SYS INC COM 177376100 1,779 22,210 SH   SOLE   22,210 0 0
CORE LABORATORIES N V COM N22717107 805 6,500 SH Put SOLE   6,500 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 77 13,607 SH   SOLE   13,607 0 0
CLOROX CO DEL COM 189054109 672 4,856 SH   SOLE   4,856 0 0
CME GROUP INC COM 12572Q105 382 3,919 SH   SOLE   3,919 0 0
CUMMINS INC COM 231021106 843 7,500 SH Put SOLE   7,500 0 0
CNA FINL CORP COM 126117100 304 9,678 SH   SOLE   9,678 0 0
COCA COLA CO COM 191216100 457 10,076 SH   SOLE   10,076 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 957 26,813 SH   SOLE   26,813 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,247 21,784 SH   SOLE   21,784 0 0
COHERENT INC COM 192479103 297 3,236 SH   SOLE   3,236 0 0
COLGATE PALMOLIVE CO COM 194162103 1,392 19,015 SH   SOLE   19,015 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 2,397 94,039 SH   SOLE   94,039 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 492 22,968 SH   SOLE   22,968 0 0
COMCAST CORP NEW CL A 20030N101 522 8,000 SH   SOLE   8,000 0 0
COMERICA INC COM 200340107 590 14,344 SH   SOLE   14,344 0 0
COMMSCOPE HLDG CO INC COM 20337X109 300 9,658 SH   SOLE   9,658 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 172 14,301 SH   SOLE   14,301 0 0
COMPUTER SCIENCES CORP COM 205363104 774 15,583 SH   SOLE   15,583 0 0
CONAGRA FOODS INC COM 205887102 313 6,540 SH   SOLE   6,540 0 0
CONCHO RES INC COM 20605P101 353 2,956 SH   SOLE   2,956 0 0
CONOCOPHILLIPS COM 20825C104 694 15,928 SH   SOLE   15,928 0 0
CONSOLIDATED EDISON INC COM 209115104 265 3,292 SH   SOLE   3,292 0 0
CONSTELLIUM NV CL A N22035104 51 10,839 SH   SOLE   10,839 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 273 12,289 SH   SOLE   12,289 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,297 28,653 SH   SOLE   28,653 0 0
CONVERGYS CORP COM 212485106 315 12,587 SH   SOLE   12,587 0 0
COOPER TIRE & RUBR CO COM 216831107 239 8,008 SH   SOLE   8,008 0 0
COOPER STD HLDGS INC COM 21676P103 239 3,030 SH   SOLE   3,030 0 0
CONOCOPHILLIPS COM 20825C104 2,616 60,000 SH Put SOLE   60,000 0 0
CORELOGIC INC COM 21871D103 327 8,509 SH   SOLE   8,509 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 3,589 3,500,000 PRN   SOLE   3,500,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 389 2,476 SH   SOLE   2,476 0 0
COUSINS PPTYS INC COM 222795106 159 15,278 SH   SOLE   15,278 0 0
CAMPBELL SOUP CO COM 134429109 998 15,000 SH Put SOLE   15,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 899 30,000 SH Call SOLE   30,000 0 0
CREDICORP LTD COM G2519Y108 338 2,190 SH   SOLE   2,190 0 0
CROWN HOLDINGS INC COM 228368106 632 12,476 SH   SOLE   12,476 0 0
CSRA INC COM 12650T104 238 10,175 SH   SOLE   10,175 0 0
CST BRANDS INC COM 12646R105 646 15,000 SH Call SOLE   15,000 0 0
CONSTELLIUM NV CL A N22035104 352 75,000 SH Call SOLE   75,000 0 0
CSX CORP COM 126408103 266 10,190 SH   SOLE   10,190 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 1,224 1,000,000 PRN   SOLE   1,000,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 314 7,629 SH   SOLE   7,629 0 0
CIVEO CORP CDA COM 17878Y108 36 20,000 SH Call SOLE   20,000 0 0
CVR ENERGY INC COM 12662P108 239 15,427 SH   SOLE   15,427 0 0
CVS CAREMARK CORPORATION COM 126650100 1,310 13,678 SH   SOLE   13,678 0 0
CHEVRON CORP NEW COM 166764100 3,145 30,000 SH Put SOLE   30,000 0 0
CONCHO RES INC COM 20605P101 1,789 15,000 SH Put SOLE   15,000 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 219 4,500 SH   SOLE   4,500 0 0
CYRUSONE INC COM 23283R100 290 5,213 SH   SOLE   5,213 0 0
DANA HLDG CORP COM 235825205 204 19,360 SH   SOLE   19,360 0 0
DANAHER CORP DEL COM 235851102 210 2,075 SH   SOLE   2,075 0 0
DARDEN RESTAURANTS INC COM 237194105 1,174 18,530 SH   SOLE   18,530 0 0
DARLING INTL INC COM 237266101 185 12,391 SH   SOLE   12,391 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 210 4,486 SH   SOLE   4,486 0 0
DAVITA INC COM 23918K108 213 2,752 SH   SOLE   2,752 0 0
DDR CORP COM 23317H102 651 35,884 SH   SOLE   35,884 0 0
DEERE & CO COM 244199105 433 5,343 SH   SOLE   5,343 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 667 10,648 SH   SOLE   10,648 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,496 68,509 SH   SOLE   68,509 0 0
DELUXE CORP COM 248019101 411 6,198 SH   SOLE   6,198 0 0
DENTSPLY SIRONA INC COM 24906P109 660 10,643 SH   SOLE   10,643 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,441 67,345 SH   SOLE   67,345 0 0
D R HORTON INC COM 23331A109 1,417 45,000 SH Put SOLE   45,000 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 476 19,544 SH   SOLE   19,544 0 0
DIAMONDBACK ENERGY INC COM 25278X109 660 7,238 SH   SOLE   7,238 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 108 11,995 SH   SOLE   11,995 0 0
DICKS SPORTING GOODS INC COM 253393102 472 10,468 SH   SOLE   10,468 0 0
DISCOVER FINL SVCS COM 254709108 640 11,947 SH   SOLE   11,947 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 497 20,834 SH   SOLE   20,834 0 0
DISH NETWORK CORP CL A 25470M109 584 11,144 SH   SOLE   11,144 0 0
DOLLAR TREE INC COM 256746108 352 3,739 SH   SOLE   3,739 0 0
DOVER CORP COM 260003108 832 11,997 SH   SOLE   11,997 0 0
DOW CHEM CO COM 260543103 254 5,115 SH   SOLE   5,115 0 0
D R HORTON INC COM 23331A109 672 21,334 SH   SOLE   21,334 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 854 8,834 SH   SOLE   8,834 0 0
DST SYS INC DEL COM 233326107 205 1,762 SH   SOLE   1,762 0 0
DTE ENERGY CO COM 233331107 442 4,455 SH   SOLE   4,455 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 365 2,993 SH   SOLE   2,993 0 0
DEVON ENERGY CORP NEW COM 25179M103 344 9,500 SH Call SOLE   9,500 0 0
DYCOM INDS INC COM 267475101 431 4,805 SH   SOLE   4,805 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 900 38,294 SH   SOLE   38,294 0 0
EAST WEST BANCORP INC COM 27579R104 622 18,185 SH   SOLE   18,185 0 0
EASTMAN CHEM CO COM 277432100 1,387 20,425 SH   SOLE   20,425 0 0
EATON CORP PLC SHS G29183103 664 11,125 SH   SOLE   11,125 0 0
EATON VANCE CORP COM NON VTG 278265103 485 13,714 SH   SOLE   13,714 0 0
EBAY INC COM 278642103 539 23,035 SH   SOLE   23,035 0 0
ECHOSTAR CORP CL A 278768106 354 8,912 SH   SOLE   8,912 0 0
ECOLAB INC COM 278865100 243 2,050 SH   SOLE   2,050 0 0
EDISON INTL COM 281020107 215 2,771 SH   SOLE   2,771 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,136 11,389 SH   SOLE   11,389 0 0
EL PASO ELEC CO COM NEW 283677854 201 4,246 SH   SOLE   4,246 0 0
ELECTRONIC ARTS INC COM 285512109 904 11,926 SH   SOLE   11,926 0 0
LILLY ELI & CO COM 532457108 528 6,708 SH   SOLE   6,708 0 0
E M C CORP MASS COM 268648102 862 31,713 SH   SOLE   31,713 0 0
EMCOR GROUP INC COM 29084Q100 221 4,488 SH   SOLE   4,488 0 0
EMERSON ELEC CO COM 291011104 1,135 21,760 SH   SOLE   21,760 0 0
ENCANA CORP COM 292505104 666 85,520 SH   SOLE   85,520 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 360 5,364 SH   SOLE   5,364 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 2,161 41,979 SH   SOLE   41,979 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 518 7,596 SH   SOLE   7,596 0 0
ENERSIS S A SPONSORED ADR 29274F104 130 15,163 SH   SOLE   15,163 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 772 15,000 SH Put SOLE   15,000 0 0
ENTERGY CORP NEW COM 29364G103 2,960 36,380 SH   SOLE   36,380 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 1,810 2,000,000 PRN   SOLE   2,000,000 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 811 31,974 SH   SOLE   31,974 0 0
EOG RES INC COM 26875P101 242 2,900 SH   SOLE   2,900 0 0
EP ENERGY CORP CL A 268785102 84 16,142 SH   SOLE   16,142 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,609 55,000 SH Call SOLE   55,000 0 0
EQT CORP COM 26884L109 1,936 25,000 SH Put SOLE   25,000 0 0
EQT CORP COM 26884L109 620 8,007 SH   SOLE   8,007 0 0
EQUIFAX INC COM 294429105 286 2,225 SH   SOLE   2,225 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 452 15,533 SH   SOLE   15,533 0 0
ERICSSON ADR B SEK 10 294821608 103 13,474 SH   SOLE   13,474 0 0
LAUDER ESTEE COS INC CL A 518439104 517 5,679 SH   SOLE   5,679 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 2,208 58,000 SH Call SOLE   58,000 0 0
EVERSOURCE ENERGY COM 30040W108 218 3,638 SH   SOLE   3,638 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 331 20,867 SH   SOLE   20,867 0 0
EXELON CORP COM 30161N101 462 12,695 SH   SOLE   12,695 0 0
EXPEDITORS INTL WASH INC COM 302130109 603 12,298 SH   SOLE   12,298 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 465 6,132 SH   SOLE   6,132 0 0
EXXON MOBIL CORP COM 30231G102 205 2,183 SH   SOLE   2,183 0 0
FACEBOOK INC CL A 30303M102 1,818 15,909 SH   SOLE   15,909 0 0
FASTENAL CO COM 311900104 523 11,771 SH   SOLE   11,771 0 0
FEDEX CORP COM 31428X106 6,831 45,004 SH   SOLE   45,004 0 0
FELCOR LODGING TR INC COM 31430F101 92 14,796 SH   SOLE   14,796 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 675 9,158 SH   SOLE   9,158 0 0
FIFTH THIRD BANCORP COM 316773100 661 37,604 SH   SOLE   37,604 0 0
FINISAR CORP COM NEW 31787A507 256 14,620 SH   SOLE   14,620 0 0
FIREEYE INC COM 31816Q101 203 12,300 SH   SOLE   12,300 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 200 20,515 SH   SOLE   20,515 0 0
FIRST POTOMAC RLTY TR COM 33610F109 127 13,781 SH   SOLE   13,781 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 254 3,626 SH   SOLE   3,626 0 0
FIRST TR EXCH TRD ALPHA FD I EUROPE ALPHA 33737J117 257 9,423 SH   SOLE   9,423 0 0
FISERV INC COM 337738108 443 4,072 SH   SOLE   4,072 0 0
FIVE9 INC COM 338307101 437 36,728 SH   SOLE   36,728 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 257 21,810 SH   SOLE   21,810 0 0
FLOWSERVE CORP COM 34354P105 404 8,946 SH   SOLE   8,946 0 0
FMC TECHNOLOGIES INC COM 30249U101 771 28,920 SH   SOLE   28,920 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 237 2,566 SH   SOLE   2,566 0 0
FOOT LOCKER INC COM 344849104 1,166 21,245 SH   SOLE   21,245 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 131 10,385 SH   SOLE   10,385 0 0
FORTINET INC COM 34959E109 352 11,134 SH   SOLE   11,134 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 230 11,154 SH   SOLE   11,154 0 0
FRANKLIN RES INC COM 354613101 1,317 39,463 SH   SOLE   39,463 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 389 34,887 SH   SOLE   34,887 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 72 14,500 SH   SOLE   14,500 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 317 9,184 SH   SOLE   9,184 0 0
GANNETT CO INC COM 36473H104 173 12,562 SH   SOLE   12,562 0 0
GARTNER INC COM 366651107 337 3,463 SH   SOLE   3,463 0 0
GASTAR EXPL INC NEW COM 36729W202 275 250,000 SH   SOLE   250,000 0 0
GENERAL DYNAMICS CORP COM 369550108 1,256 9,023 SH   SOLE   9,023 0 0
GENERAL MLS INC COM 370334104 1,299 18,214 SH   SOLE   18,214 0 0
GENERAL MTRS CO COM 37045V100 595 21,009 SH   SOLE   21,009 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 6,202 594,023 SH   SOLE   594,023 0 0
GENESCO INC COM 371532102 497 7,722 SH   SOLE   7,722 0 0
GENUINE PARTS CO COM 372460105 403 3,981 SH   SOLE   3,981 0 0
GIGAMON INC COM 37518B102 292 7,800 SH   SOLE   7,800 0 0
GILEAD SCIENCES INC COM 375558103 426 5,112 SH   SOLE   5,112 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 2,770 3,750,000 PRN   SOLE   3,750,000 0 0
GLOBAL NET LEASE INC COM 379378102 108 13,600 SH   SOLE   13,600 0 0
GLOBAL PMTS INC COM 37940X102 513 7,181 SH   SOLE   7,181 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 65 13,330 SH   SOLE   13,330 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 609 4,101 SH   SOLE   4,101 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 186 14,870 SH   SOLE   14,870 0 0
GREAT PLAINS ENERGY INC COM 391164100 651 21,405 SH   SOLE   21,405 0 0
GREAT WESTN BANCORP INC COM 391416104 205 6,511 SH   SOLE   6,511 0 0
GREENHILL & CO INC COM 395259104 176 10,947 SH   SOLE   10,947 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 308 6,236 SH   SOLE   6,236 0 0
GASTAR EXPL INC NEW COM 36729W202 110 100,000 SH Call SOLE   100,000 0 0
GUESS INC COM 401617105 184 12,215 SH   SOLE   12,215 0 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 302 13,607 SH   SOLE   13,607 0 0
GULFPORT ENERGY CORP COM NEW 402635304 372 11,902 SH   SOLE   11,902 0 0
BLOCK H & R INC COM 093671105 1,243 54,025 SH   SOLE   54,025 0 0
FULLER H B CO COM 359694106 441 10,027 SH   SOLE   10,027 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,659 33,356 SH   SOLE   33,356 0 0
HALLIBURTON CO COM 406216101 453 10,000 SH Put SOLE   10,000 0 0
HANESBRANDS INC COM 410345102 416 16,560 SH   SOLE   16,560 0 0
HANOVER INS GROUP INC COM 410867105 458 5,415 SH   SOLE   5,415 0 0
HARLEY DAVIDSON INC COM 412822108 500 11,040 SH   SOLE   11,040 0 0
HARMAN INTL INDS INC COM 413086109 383 5,329 SH   SOLE   5,329 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 368 8,288 SH   SOLE   8,288 0 0
HASBRO INC COM 418056107 711 8,464 SH   SOLE   8,464 0 0
HCP INC COM 40414L109 358 10,113 SH   SOLE   10,113 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,342 38,528 SH   SOLE   38,528 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 249 3,749 SH   SOLE   3,749 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 531 7,407 SH   SOLE   7,407 0 0
HEALTHCARE RLTY TR COM 421946104 275 7,861 SH   SOLE   7,861 0 0
HELMERICH & PAYNE INC COM 423452101 202 3,008 SH   SOLE   3,008 0 0
SCHEIN HENRY INC COM 806407102 474 2,683 SH   SOLE   2,683 0 0
HERBALIFE LTD COM USD SHS G4412G101 315 5,382 SH   SOLE   5,382 0 0
HERSHEY CO COM 427866108 232 2,043 SH   SOLE   2,043 0 0
HESS CORP COM 42809H107 209 3,476 SH   SOLE   3,476 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 518 28,361 SH   SOLE   28,361 0 0
HILL ROM HLDGS INC COM 431475102 257 5,104 SH   SOLE   5,104 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 324 14,376 SH   SOLE   14,376 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 83 10,000 SH Put SOLE   10,000 0 0
HOLLYFRONTIER CORP COM 436106108 327 13,760 SH   SOLE   13,760 0 0
HOLOGIC INC COM 436440101 235 6,786 SH   SOLE   6,786 0 0
HOME DEPOT INC COM 437076102 1,761 13,790 SH   SOLE   13,790 0 0
HONEYWELL INTL INC COM 438516106 864 7,427 SH   SOLE   7,427 0 0
HORMEL FOODS CORP COM 440452100 687 18,768 SH   SOLE   18,768 0 0
HOST HOTELS & RESORTS INC COM 44107P104 172 10,620 SH   SOLE   10,620 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 180 11,528 SH   SOLE   11,528 0 0
HELMERICH & PAYNE INC COM 423452101 671 10,000 SH Put SOLE   10,000 0 0
HP INC COM 40434L105 933 74,323 SH   SOLE   74,323 0 0
HUB GROUP INC CL A 443320106 584 15,212 SH   SOLE   15,212 0 0
HUBBELL INC COM 443510607 265 2,512 SH   SOLE   2,512 0 0
HUDSON PAC PPTYS INC COM 444097109 286 9,815 SH   SOLE   9,815 0 0
HUMANA INC COM 444859102 897 4,989 SH   SOLE   4,989 0 0
HUNT J B TRANS SVCS INC COM 445658107 594 7,344 SH   SOLE   7,344 0 0
HUNTSMAN CORP COM 447011107 200 14,888 SH   SOLE   14,888 0 0
ICONIX BRAND GROUP INC COM 451055107 2,569 380,000 SH Put SOLE   380,000 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 2,034 2,500,000 PRN   SOLE   2,500,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 408 3,919 SH   SOLE   3,919 0 0
INC RESH HLDGS INC CL A 45329R109 231 6,053 SH   SOLE   6,053 0 0
INCYTE CORP COM 45337C102 414 5,172 SH   SOLE   5,172 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 5,776 4,974,000 PRN   SOLE   4,974,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 465 26,042 SH   SOLE   26,042 0 0
INGERSOLL-RAND PLC SHS G47791101 1,350 21,198 SH   SOLE   21,198 0 0
INGEVITY CORP COM 45688C107 715 21,005 SH   SOLE   21,005 0 0
INGREDION INC COM 457187102 556 4,294 SH   SOLE   4,294 0 0
INPHI CORP COM 45772F107 472 14,736 SH   SOLE   14,736 0 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 3,810 4,000,000 PRN   SOLE   4,000,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 205 10,177 SH   SOLE   10,177 0 0
INTEL CORP COM 458140100 321 9,792 SH   SOLE   9,792 0 0
INTERACTIVE INTELLIGENCE GRO NOTE 1.250% 6/0 45841VAB5 1,538 1,620,000 PRN   SOLE   1,620,000 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 501 1,959 SH   SOLE   1,959 0 0
INTL PAPER CO COM 460146103 816 19,243 SH   SOLE   19,243 0 0
INTERPUBLIC GROUP COS INC COM 460690100 291 12,586 SH   SOLE   12,586 0 0
INTRALINKS HLDGS INC COM 46118H104 92 14,223 SH   SOLE   14,223 0 0
INVESCO LTD SHS G491BT108 386 15,123 SH   SOLE   15,123 0 0
INVESTORS BANCORP INC NEW COM 46146L101 115 10,419 SH   SOLE   10,419 0 0
IONIS PHARMACEUTICALS INC COM 462222100 220 9,427 SH   SOLE   9,427 0 0
ISHARES INC EMRGMKT DIVIDX 464286319 323 9,668 SH   SOLE   9,668 0 0
ISHARES TR MSCI ACWI EX 464288240 372 9,536 SH   SOLE   9,536 0 0
ISHARES TR MSCI PERU CAP 464289842 587 19,019 SH   SOLE   19,019 0 0
ISHARES TR MSCI EAFE INDEX 464287465 371 6,649 SH   SOLE   6,649 0 0
ISHARES TR MSCI SMALL CAP 464288273 442 9,168 SH   SOLE   9,168 0 0
ISHARES TR MSCI EMERG MKT 464287234 934 27,180 SH   SOLE   27,180 0 0
ISHARES INC MSCI HONG KONG 464286871 399 20,382 SH   SOLE   20,382 0 0
ISHARES TR POLND INVT MKT 46429B606 181 10,666 SH   SOLE   10,666 0 0
ISHARES INC MSCI S KOREA 464286772 502 9,635 SH   SOLE   9,635 0 0
ISHARES INC MSCI SPAIN 464286764 329 13,154 SH   SOLE   13,154 0 0
ISHARES INC MSCI TAIWAN 464286731 220 15,664 SH   SOLE   15,664 0 0
ISHARES INC MSCI THAILAND 464286624 411 5,971 SH   SOLE   5,971 0 0
ISHARES INC MSCI TURKEY FD 464286715 582 14,670 SH   SOLE   14,670 0 0
ISHARES TR RUSSELL1000GRW 464287614 274 2,730 SH   SOLE   2,730 0 0
ISHARES TR RUSSELL1000VAL 464287598 372 3,601 SH   SOLE   3,601 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 4,966 7,000,000 PRN   SOLE   7,000,000 0 0
ITC HLDGS CORP COM 465685105 703 15,005 SH   SOLE   15,005 0 0
ITT INC COM 45073V108 247 7,726 SH   SOLE   7,726 0 0
JABIL CIRCUIT INC COM 466313103 844 45,671 SH   SOLE   45,671 0 0
JACK IN THE BOX INC COM 466367109 571 6,650 SH   SOLE   6,650 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,372 16,789 SH   SOLE   16,789 0 0
SMUCKER J M CO COM NEW 832696405 1,245 8,170 SH   SOLE   8,170 0 0
JONES LANG LASALLE INC COM 48020Q107 469 4,811 SH   SOLE   4,811 0 0
JOY GLOBAL INC COM 481165108 423 20,000 SH Put SOLE   20,000 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 53 12,900 SH   SOLE   12,900 0 0
JUNO THERAPEUTICS INC COM 48205A109 265 6,883 SH   SOLE   6,883 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 965 10,716 SH   SOLE   10,716 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 134 10,290 SH   SOLE   10,290 0 0
KAR AUCTION SVCS INC COM 48238T109 486 11,655 SH   SOLE   11,655 0 0
KATE SPADE & CO COM 485865109 294 14,288 SH   SOLE   14,288 0 0
KB HOME COM 48666K109 1,825 120,000 SH Put SOLE   120,000 0 0
KEYCORP NEW COM 493267108 908 82,197 SH   SOLE   82,197 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 442 15,199 SH   SOLE   15,199 0 0
KINDER MORGAN INC DEL COM 49456B101 284 15,173 SH   SOLE   15,173 0 0
KINROSS GOLD CORP COM NO PAR 496902404 99 20,226 SH   SOLE   20,226 0 0
KIRBY CORP COM 497266106 334 5,349 SH   SOLE   5,349 0 0
KITE PHARMA INC COM 49803T300 206 7,344 SH   SOLE   7,344 0 0
KLA-TENCOR CORP COM 482480100 466 6,361 SH   SOLE   6,361 0 0
KINDER MORGAN INC DEL COM 49456B101 374 20,000 SH Call SOLE   20,000 0 0
KNOLL INC COM NEW 498904200 227 9,360 SH   SOLE   9,360 0 0
COCA COLA CO COM 191216100 907 20,000 SH Put SOLE   20,000 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 276 11,073 SH   SOLE   11,073 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 419 15,000 SH Call SOLE   15,000 0 0
KRAFT HEINZ CO COM 500754106 271 3,063 SH   SOLE   3,063 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 45 10,900 SH   SOLE   10,900 0 0
KROGER CO COM 501044101 1,092 29,670 SH   SOLE   29,670 0 0
L BRANDS INC COM 501797104 675 10,060 SH   SOLE   10,060 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 630 4,295 SH   SOLE   4,295 0 0
LA QUINTA HLDGS INC COM 50420D108 126 11,077 SH   SOLE   11,077 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 487 3,741 SH   SOLE   3,741 0 0
LAM RESEARCH CORP COM 512807108 3,596 42,776 SH   SOLE   42,776 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 391 73,100 SH   SOLE   73,100 0 0
LEAR CORP COM NEW 521865204 1,184 11,639 SH   SOLE   11,639 0 0
LEGGETT & PLATT INC COM 524660107 511 10,000 SH Put SOLE   10,000 0 0
LENNAR CORP CL A 526057104 465 10,081 SH   SOLE   10,081 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 129 11,137 SH   SOLE   11,137 0 0
LGI HOMES INC NOTE 4.250%11/1 50187TAB2 3,483 2,240,000 PRN   SOLE   2,240,000 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 202 3,397 SH   SOLE   3,397 0 0
LIBERTY PPTY TR SH BEN INT 531172104 354 8,901 SH   SOLE   8,901 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 5,352 3,200,000 PRN   SOLE   3,200,000 0 0
LINCOLN ELEC HLDGS INC COM 533900106 629 10,644 SH   SOLE   10,644 0 0
LINCOLN NATL CORP IND COM 534187109 652 16,815 SH   SOLE   16,815 0 0
LINKEDIN CORP COM CL A 53578A108 456 2,408 SH   SOLE   2,408 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 208 10,291 SH   SOLE   10,291 0 0
LKQ CORP COM 501889208 303 9,574 SH   SOLE   9,574 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 617 40,000 SH Put SOLE   40,000 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 771 50,000 SH Call SOLE   50,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 563 15,000 SH Call SOLE   15,000 0 0
LOCKHEED MARTIN CORP COM 539830109 820 3,303 SH   SOLE   3,303 0 0
LOMBARD MED INC COM G55598109 21 19,129 SH   SOLE   19,129 0 0
LOUISIANA PAC CORP COM 546347105 1,218 70,192 SH   SOLE   70,192 0 0
LOWES COS INC COM 548661107 1,502 18,974 SH   SOLE   18,974 0 0
LAM RESEARCH CORP COM 512807108 2,102 25,000 SH Put SOLE   25,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,054 27,600 SH   SOLE   27,600 0 0
MACERICH CO COM 554382101 553 6,477 SH   SOLE   6,477 0 0
MACK CALI RLTY CORP COM 554489104 204 7,566 SH   SOLE   7,566 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 1,013 13,674 SH   SOLE   13,674 0 0
MACYS INC COM 55616P104 442 13,150 SH   SOLE   13,150 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 201 3,060 SH   SOLE   3,060 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 140 11,453 SH   SOLE   11,453 0 0
MANHATTAN ASSOCS INC COM 562750109 366 5,703 SH   SOLE   5,703 0 0
MANPOWERGROUP INC COM 56418H100 268 4,161 SH   SOLE   4,161 0 0
MARATHON OIL CORP COM 565849106 199 13,229 SH   SOLE   13,229 0 0
MARATHON PETE CORP COM 56585A102 448 11,800 SH   SOLE   11,800 0 0
MARKEL CORP COM 570535104 212 223 SH   SOLE   223 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 547 57,406 SH   SOLE   57,406 0 0
MASIMO CORP COM 574795100 284 5,403 SH   SOLE   5,403 0 0
MASONITE INTL CORP NEW COM 575385109 265 4,001 SH   SOLE   4,001 0 0
MASTERCARD INC CL A 57636Q104 1,890 21,462 SH   SOLE   21,462 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 518 14,505 SH   SOLE   14,505 0 0
MCDONALDS CORP COM 580135101 1,335 11,093 SH   SOLE   11,093 0 0
MCKESSON CORP COM 58155Q103 838 4,490 SH   SOLE   4,490 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 233 2,564 SH   SOLE   2,564 0 0
MEDIVATION INC COM 58501N101 715 11,853 SH   SOLE   11,853 0 0
MEDTRONIC PLC SHS G5960L103 290 3,338 SH   SOLE   3,338 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 379 23,866 SH   SOLE   23,866 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 2,536 2,000,000 PRN   SOLE   2,000,000 0 0
METLIFE INC COM 59156R108 421 10,582 SH   SOLE   10,582 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 236 647 SH   SOLE   647 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 275 10,322 SH   SOLE   10,322 0 0
MGM RESORTS INTERNATIONAL COM 552953101 735 32,483 SH   SOLE   32,483 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 459 6,200 SH Call SOLE   6,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 772 15,217 SH   SOLE   15,217 0 0
MICRON TECHNOLOGY INC COM 595112103 138 10,000 SH   SOLE   10,000 0 0
MICROSEMI CORP COM 595137100 285 8,712 SH   SOLE   8,712 0 0
MICROSOFT CORP COM 594918104 926 18,090 SH   SOLE   18,090 0 0
MOHAWK INDS INC COM 608190104 3,119 16,438 SH   SOLE   16,438 0 0
MOLSON COORS BREWING CO CL B 60871R209 407 4,026 SH   SOLE   4,026 0 0
MONSANTO CO NEW COM 61166W101 776 7,500 SH Call SOLE   7,500 0 0
MONDELEZ INTL INC CL A 609207105 1,128 24,794 SH   SOLE   24,794 0 0
MONSANTO CO NEW COM 61166W101 1,078 10,426 SH   SOLE   10,426 0 0
MOSAIC CO NEW COM 61945C103 662 25,300 SH   SOLE   25,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 601 9,111 SH   SOLE   9,111 0 0
MARATHON PETE CORP COM 56585A102 475 12,500 SH Call SOLE   12,500 0 0
MPLX LP COM UNIT REP LTD 55336V100 504 15,000 SH Call SOLE   15,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 336 10,000 SH   SOLE   10,000 0 0
MSC INDL DIRECT INC CL A 553530106 322 4,560 SH   SOLE   4,560 0 0
MURPHY USA INC COM 626755102 2,885 38,898 SH   SOLE   38,898 0 0
MYRIAD GENETICS INC COM 62855J104 273 8,931 SH   SOLE   8,931 0 0
NASDAQ OMX GROUP INC COM 631103108 311 4,807 SH   SOLE   4,807 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,169 100,000 SH Put SOLE   100,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 591 1,000,000 PRN   SOLE   1,000,000 0 0
NOBLE ENERGY INC COM 655044105 717 20,000 SH Call SOLE   20,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 167 10,415 SH   SOLE   10,415 0 0
NCR CORP NEW COM 62886E108 257 9,268 SH   SOLE   9,268 0 0
NEWMONT MINING CORP COM 651639106 3,521 90,000 SH Call SOLE   90,000 0 0
NETAPP INC COM 64110D104 222 9,028 SH   SOLE   9,028 0 0
NETFLIX INC COM 64110L106 431 4,716 SH   SOLE   4,716 0 0
NETSUITE INC COM 64118Q107 297 4,077 SH   SOLE   4,077 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 2,900 2,750,000 PRN   SOLE   2,750,000 0 0
NEW JERSEY RES COM 646025106 2,008 52,078 SH   SOLE   52,078 0 0
NEW YORK REIT INC COM 64976L109 97 10,512 SH   SOLE   10,512 0 0
NEWFIELD EXPL CO COM 651290108 1,481 33,514 SH   SOLE   33,514 0 0
NEWMONT MINING CORP COM 651639106 470 12,017 SH   SOLE   12,017 0 0
NEWS CORP NEW CL A 65249B109 127 11,200 SH   SOLE   11,200 0 0
NEXTERA ENERGY INC COM 65339F101 210 1,611 SH   SOLE   1,611 0 0
NEWFIELD EXPL CO COM 651290108 221 5,000 SH Call SOLE   5,000 0 0
NIKE INC CL B 654106103 1,670 30,255 SH   SOLE   30,255 0 0
NOBLE CORP PLC SHS USD G65431101 208 25,271 SH   SOLE   25,271 0 0
NOBLE ENERGY INC COM 655044105 904 25,193 SH   SOLE   25,193 0 0
NORDSTROM INC COM 655664100 434 11,410 SH   SOLE   11,410 0 0
NORFOLK SOUTHERN CORP COM 655844108 550 6,456 SH   SOLE   6,456 0 0
NORTHERN TR CORP COM 665859104 720 10,866 SH   SOLE   10,866 0 0
NORTHROP GRUMMAN CORP COM 666807102 315 1,419 SH   SOLE   1,419 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 183 17,930 SH   SOLE   17,930 0 0
NOVAGOLD RES INC COM 66987E206 86 14,061 SH   SOLE   14,061 0 0
NOVO-NORDISK A S ADR 670100205 247 4,586 SH   SOLE   4,586 0 0
NUCOR CORP COM 670346105 2,060 41,698 SH   SOLE   41,698 0 0
NUVASIVE INC COM 670704105 212 3,554 SH   SOLE   3,554 0 0
NVIDIA CORP COM 67066G104 641 13,627 SH   SOLE   13,627 0 0
NXP SEMICONDUCTORS N V COM N6596X109 3,131 39,964 SH   SOLE   39,964 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 544 7,197 SH   SOLE   7,197 0 0
OCLARO INC COM NEW 67555N206 122 25,000 SH   SOLE   25,000 0 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 2,048 70,000 SH Put SOLE   70,000 0 0
OLD REP INTL CORP COM 680223104 328 17,024 SH   SOLE   17,024 0 0
OLIN CORP COM PAR $1 680665205 621 25,000 SH Put SOLE   25,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 233 26,402 SH   SOLE   26,402 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 5,642 5,412,000 PRN   SOLE   5,412,000 0 0
ONEOK INC NEW COM 682680103 1,455 30,673 SH   SOLE   30,673 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 501 12,500 SH   SOLE   12,500 0 0
ORACLE CORP COM 68389X105 347 8,480 SH   SOLE   8,480 0 0
ORBCOMM INC COM 68555P100 249 25,000 SH   SOLE   25,000 0 0
ORBOTECH LTD ORD M75253100 570 22,300 SH   SOLE   22,300 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,059 3,907 SH   SOLE   3,907 0 0
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 741 2,066,000 PRN   SOLE   2,066,000 0 0
ORTHOFIX INTL N V COM N6748L102 249 5,861 SH   SOLE   5,861 0 0
OUTFRONT MEDIA INC COM 69007J106 516 21,330 SH   SOLE   21,330 0 0
OWENS ILL INC COM NEW 690768403 877 48,697 SH   SOLE   48,697 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,133 15,000 SH Call SOLE   15,000 0 0
PG&E CORP COM 69331C108 10,188 159,382 SH   SOLE   159,382 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 825 30,000 SH Call SOLE   30,000 0 0
PACCAR INC COM 693718108 428 8,244 SH   SOLE   8,244 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 106 15,000 SH   SOLE   15,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 3,212 2,160,000 PRN   SOLE   2,160,000 0 0
PACKAGING CORP AMER COM 695156109 371 5,541 SH   SOLE   5,541 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 1,332 150,000 SH Call SOLE   150,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 7,037 5,500,000 PRN   SOLE   5,500,000 0 0
PALO ALTO NETWORKS INC COM 697435105 620 5,053 SH   SOLE   5,053 0 0
PAREXEL INTL CORP COM 699462107 515 8,187 SH   SOLE   8,187 0 0
PARKWAY PPTYS INC COM 70159Q104 309 18,491 SH   SOLE   18,491 0 0
PARSLEY ENERGY INC CL A 701877102 840 31,028 SH   SOLE   31,028 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,516 66,000 SH   SOLE   66,000 0 0
PATTERSON COMPANIES INC COM 703395103 243 5,069 SH   SOLE   5,069 0 0
PATTERSON UTI ENERGY INC COM 703481101 299 14,022 SH   SOLE   14,022 0 0
PAYPAL HLDGS INC COM 70450Y103 328 8,989 SH   SOLE   8,989 0 0
PBF ENERGY INC CL A 69318G106 1,130 47,500 SH Call SOLE   47,500 0 0
PBF ENERGY INC CL A 69318G106 348 14,646 SH   SOLE   14,646 0 0
PARSLEY ENERGY INC CL A 701877102 541 20,000 SH Call SOLE   20,000 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 273 50,000 SH Call SOLE   50,000 0 0
PENN NATL GAMING INC COM 707569109 213 15,265 SH   SOLE   15,265 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 249 7,913 SH   SOLE   7,913 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,565 106,767 SH   SOLE   106,767 0 0
PEPSICO INC COM 713448108 1,705 16,093 SH   SOLE   16,093 0 0
PERKINELMER INC COM 714046109 383 7,303 SH   SOLE   7,303 0 0
PHILIP MORRIS INTL INC COM 718172109 461 4,528 SH   SOLE   4,528 0 0
PIER 1 IMPORTS INC COM 720279108 85 16,538 SH   SOLE   16,538 0 0
PINNACLE WEST CAP CORP COM 723484101 7,474 92,199 SH   SOLE   92,199 0 0
PIONEER NAT RES CO COM 723787107 1,389 9,187 SH   SOLE   9,187 0 0
PLANTRONICS INC NEW COM 727493108 218 4,961 SH   SOLE   4,961 0 0
PLANET FITNESS INC CL A 72703H101 566 30,000 SH Put SOLE   30,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,809 22,228 SH   SOLE   22,228 0 0
POLARIS INDS INC COM 731068102 1,432 17,520 SH   SOLE   17,520 0 0
POLYONE CORP COM 73179P106 429 12,166 SH   SOLE   12,166 0 0
POOL CORPORATION COM 73278L105 488 5,186 SH   SOLE   5,186 0 0
POST HLDGS INC COM 737446104 2,387 28,870 SH   SOLE   28,870 0 0
POST PPTYS INC COM 737464107 960 15,731 SH   SOLE   15,731 0 0
POTASH CORP SASK INC COM 73755L107 244 15,000 SH Put SOLE   15,000 0 0
POTASH CORP SASK INC COM 73755L107 812 50,000 SH Call SOLE   50,000 0 0
POTASH CORP SASK INC COM 73755L107 334 20,559 SH   SOLE   20,559 0 0
POWER INTEGRATIONS INC COM 739276103 229 4,567 SH   SOLE   4,567 0 0
POWERSHARES ETF TRUST GBL LSTD PVT EQT 73935X195 103 10,208 SH   SOLE   10,208 0 0
PPG INDS INC COM 693506107 1,807 17,354 SH   SOLE   17,354 0 0
PPL CORP COM 69351T106 326 8,643 SH   SOLE   8,643 0 0
PRAXAIR INC COM 74005P104 584 5,195 SH   SOLE   5,195 0 0
PREMIER INC CL A 74051N102 208 6,357 SH   SOLE   6,357 0 0
PRICELINE COM INC COM NEW 741503403 613 491 SH   SOLE   491 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 490 11,916 SH   SOLE   11,916 0 0
PRIVATEBANCORP INC COM 742962103 391 8,873 SH   SOLE   8,873 0 0
PROCTER & GAMBLE CO COM 742718109 1,008 11,901 SH   SOLE   11,901 0 0
PROLOGIS INC COM 74340W103 518 10,561 SH   SOLE   10,561 0 0
PHILLIPS 66 COM 718546104 1,190 15,000 SH Call SOLE   15,000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 416 8,933 SH   SOLE   8,933 0 0
PUBLIC STORAGE COM 74460D109 1,371 5,365 SH   SOLE   5,365 0 0
PULTE GROUP INC COM 745867101 315 16,153 SH   SOLE   16,153 0 0
PIONEER NAT RES CO COM 723787107 378 2,500 SH Put SOLE   2,500 0 0
QEP RES INC COM 74733V100 448 25,386 SH   SOLE   25,386 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 997 1,000,000 PRN   SOLE   1,000,000 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 395 5,411 SH   SOLE   5,411 0 0
QLIK TECHNOLOGIES INC COM 74733T105 386 13,065 SH   SOLE   13,065 0 0
QLOGIC CORP COM 747277101 176 11,925 SH   SOLE   11,925 0 0
QORVO INC COM 74736K101 857 15,503 SH   SOLE   15,503 0 0
QUALCOMM INC COM 747525103 424 7,909 SH   SOLE   7,909 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 316 16,984 SH   SOLE   16,984 0 0
QUESTAR CORP COM 748356102 262 10,330 SH   SOLE   10,330 0 0
RALPH LAUREN CORP CL A 751212101 294 3,286 SH   SOLE   3,286 0 0
RANGE RES CORP COM 75281A109 1,161 26,921 SH   SOLE   26,921 0 0
RAYTHEON CO COM NEW 755111507 1,888 13,886 SH   SOLE   13,886 0 0
REALOGY HLDGS CORP COM 75605Y106 260 8,945 SH   SOLE   8,945 0 0
RED HAT INC COM 756577102 6,200 85,405 SH   SOLE   85,405 0 0
REGENCY CTRS CORP COM 758849103 611 7,293 SH   SOLE   7,293 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,706 4,885 SH   SOLE   4,885 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 740 87,004 SH   SOLE   87,004 0 0
REPUBLIC SVCS INC COM 760759100 822 16,029 SH   SOLE   16,029 0 0
RETAIL PPTYS AMER INC CL A 76131V202 354 20,964 SH   SOLE   20,964 0 0
RED HAT INC COM 756577102 2,178 30,000 SH Call SOLE   30,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 178 15,000 SH Put SOLE   15,000 0 0
RINGCENTRAL INC CL A 76680R206 411 20,859 SH   SOLE   20,859 0 0
RIO TINTO PLC SPONSORED ADR 767204100 470 15,000 SH Put SOLE   15,000 0 0
RITE AID CORP COM 767754104 122 16,270 SH   SOLE   16,270 0 0
ROBERT HALF INTL INC COM 770323103 243 6,356 SH   SOLE   6,356 0 0
ROSS STORES INC COM 778296103 231 4,076 SH   SOLE   4,076 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 442 6,575 SH   SOLE   6,575 0 0
RPM INTL INC COM 749685103 349 6,986 SH   SOLE   6,986 0 0
RUDOLPH TECHNOLOGIES INC NOTE 3.750% 7/1 781268AB3 5,990 5,150,000 PRN   SOLE   5,150,000 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 165 10,337 SH   SOLE   10,337 0 0
RYDER SYS INC COM 783549108 551 9,012 SH   SOLE   9,012 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 253 4,996 SH   SOLE   4,996 0 0
S&P GLOBAL INC COM 78409V104 418 3,897 SH   SOLE   3,897 0 0
SALESFORCE COM INC COM 79466L302 1,276 16,069 SH   SOLE   16,069 0 0
SANMINA CORPORATION COM 801056102 370 13,814 SH   SOLE   13,814 0 0
SASOL LTD SPONSORED ADR 803866300 581 21,422 SH   SOLE   21,422 0 0
SBA COMMUNICATIONS CORP COM 78388J106 486 4,503 SH   SOLE   4,503 0 0
SCHLUMBERGER LTD COM 806857108 212 2,679 SH   SOLE   2,679 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,859 73,430 SH   SOLE   73,430 0 0
SCORPIO TANKERS INC SHS Y7542C106 630 150,062 SH   SOLE   150,062 0 0
SEI INVESTMENTS CO COM 784117103 435 9,033 SH   SOLE   9,033 0 0
SEMPRA ENERGY COM 816851109 811 7,116 SH   SOLE   7,116 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 287 8,237 SH   SOLE   8,237 0 0
SEQUENOM INC NOTE 5.000%10/0 817337AB4 805 1,311,000 PRN   SOLE   1,311,000 0 0
SERVICENOW INC COM 81762P102 961 14,475 SH   SOLE   14,475 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 442 30,000 SH Put SOLE   30,000 0 0
SHERWIN WILLIAMS CO COM 824348106 1,132 3,854 SH   SOLE   3,854 0 0
SHIRE PLC SPONSORED ADR 82481R106 270 1,465 SH   SOLE   1,465 0 0
SHUTTERFLY INC COM 82568P304 222 4,756 SH   SOLE   4,756 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 259 2,076 SH   SOLE   2,076 0 0
SIMON PPTY GROUP INC NEW COM 828806109 204 941 SH   SOLE   941 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 211 7,066 SH   SOLE   7,066 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,107 19,110 SH   SOLE   19,110 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 366 5,779 SH   SOLE   5,779 0 0
SL GREEN RLTY CORP COM 78440X101 605 5,681 SH   SOLE   5,681 0 0
SCHLUMBERGER LTD COM 806857108 395 5,000 SH Put SOLE   5,000 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 222 6,459 SH   SOLE   6,459 0 0
SOUTHERN CO COM 842587107 201 3,749 SH   SOLE   3,749 0 0
SOUTHERN COPPER CORP COM 84265V105 710 26,318 SH   SOLE   26,318 0 0
SOUTHWEST AIRLS CO COM 844741108 1,698 43,297 SH   SOLE   43,297 0 0
SOUTHWEST GAS CORP COM 844895102 4,187 53,200 SH   SOLE   53,200 0 0
SOUTHWESTERN ENERGY CO COM 845467109 739 58,739 SH   SOLE   58,739 0 0
SOVRAN SELF STORAGE INC COM 84610H108 531 5,065 SH   SOLE   5,065 0 0
SPARTAN MTRS INC COM 846819100 63 10,000 SH   SOLE   10,000 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 735 17,737 SH   SOLE   17,737 0 0
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 408 13,383 SH   SOLE   13,383 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 47,632 227,330 SH   SOLE   227,330 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 411 5,498 SH   SOLE   5,498 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 544 13,824 SH   SOLE   13,824 0 0
SPECTRA ENERGY CORP COM 847560109 512 13,976 SH   SOLE   13,976 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 365 8,484 SH   SOLE   8,484 0 0
SPLUNK INC COM 848637104 312 5,752 SH   SOLE   5,752 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,334 35,000 SH Put SOLE   35,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 327 11,658 SH   SOLE   11,658 0 0
ST JUDE MED INC COM 790849103 735 9,429 SH   SOLE   9,429 0 0
STANLEY BLACK & DECKER INC COM 854502101 645 5,803 SH   SOLE   5,803 0 0
STAPLES INC COM 855030102 127 14,715 SH   SOLE   14,715 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 456 6,169 SH   SOLE   6,169 0 0
STATE STR CORP COM 857477103 1,713 31,770 SH   SOLE   31,770 0 0
STEEL DYNAMICS INC COM 858119100 2,106 85,940 SH   SOLE   85,940 0 0
STEELCASE INC CL A 858155203 142 10,447 SH   SOLE   10,447 0 0
MADDEN STEVEN LTD COM 556269108 279 8,155 SH   SOLE   8,155 0 0
SCORPIO TANKERS INC SHS Y7542C106 735 175,000 SH Call SOLE   175,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 4,714 170,000 SH Call SOLE   170,000 0 0
SUNOCO LP COM U REP LP 86765K109 1,273 42,500 SH Call SOLE   42,500 0 0
SUN COMMUNITIES INC COM 866674104 399 5,202 SH   SOLE   5,202 0 0
SUNOPTA INC COM 8676EP108 48 11,366 SH   SOLE   11,366 0 0
SUNTRUST BKS INC COM 867914103 425 10,339 SH   SOLE   10,339 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 429 23,325 SH   SOLE   23,325 0 0
SOUTHWESTERN ENERGY CO COM 845467109 252 20,000 SH Put SOLE   20,000 0 0
SYNCHRONY FINL COM 87165B103 396 15,670 SH   SOLE   15,670 0 0
SYNERGY RES CORP COM 87164P103 101 15,200 SH   SOLE   15,200 0 0
SYSCO CORP COM 871829107 298 5,878 SH   SOLE   5,878 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,142 15,647 SH   SOLE   15,647 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 204 25,000 SH Call SOLE   25,000 0 0
TALEN ENERGY CORP COM 87422J105 265 19,564 SH   SOLE   19,564 0 0
TARGA RES CORP COM 87612G101 736 17,466 SH   SOLE   17,466 0 0
TARGET CORP COM 87612E106 1,453 20,816 SH   SOLE   20,816 0 0
TAUBMAN CTRS INC COM 876664103 399 5,381 SH   SOLE   5,381 0 0
TCF FINL CORP COM 872275102 229 18,070 SH   SOLE   18,070 0 0
TE CONNECTIVITY LTD REG SHS H84989104 220 3,856 SH   SOLE   3,856 0 0
TECH DATA CORP COM 878237106 351 4,888 SH   SOLE   4,888 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 225 5,183 SH   SOLE   5,183 0 0
TECK RESOURCES LTD CL B 878742204 1,297 98,473 SH   SOLE   98,473 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 390 13,146 SH   SOLE   13,146 0 0
TEMPUR PEDIC INTL INC COM 88023U101 538 9,729 SH   SOLE   9,729 0 0
TENARIS S A SPONSORED ADR 88031M109 245 8,478 SH   SOLE   8,478 0 0
TENAX THERAPEUTICS INC COM 88032L100 82 32,140 SH   SOLE   32,140 0 0
TENNECO INC COM 880349105 726 15,572 SH   SOLE   15,572 0 0
TERADATA CORP DEL COM 88076W103 260 10,379 SH   SOLE   10,379 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 10,028 4,000,000 PRN   SOLE   4,000,000 0 0
TESLA MTRS INC COM 88160R101 553 2,606 SH   SOLE   2,606 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 2,225 2,500,000 PRN   SOLE   2,500,000 0 0
TESORO CORP COM 881609101 1,175 15,680 SH   SOLE   15,680 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 260 8,501 SH   SOLE   8,501 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,480 29,465 SH   SOLE   29,465 0 0
TEXTRON INC COM 883203101 367 10,027 SH   SOLE   10,027 0 0
TIFFANY & CO NEW COM 886547108 226 3,731 SH   SOLE   3,731 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 141 13,365 SH   SOLE   13,365 0 0
TIME WARNER INC COM NEW 887317303 695 9,449 SH   SOLE   9,449 0 0
TIMKEN CO COM 887389104 250 8,170 SH   SOLE   8,170 0 0
TJX COS INC NEW COM 872540109 983 12,730 SH   SOLE   12,730 0 0
T MOBILE US INC COM 872590104 229 5,298 SH   SOLE   5,298 0 0
TOLL BROTHERS INC COM 889478103 1,454 54,037 SH   SOLE   54,037 0 0
TOPBUILD CORP COM 89055F103 395 10,908 SH   SOLE   10,908 0 0
TOTAL SYS SVCS INC COM 891906109 615 11,571 SH   SOLE   11,571 0 0
TRACTOR SUPPLY CO COM 892356106 879 9,635 SH   SOLE   9,635 0 0
TRANSOCEAN LTD REG SHS H8817H100 423 35,551 SH   SOLE   35,551 0 0
TRANSUNION COM 89400J107 218 6,508 SH   SOLE   6,508 0 0
TRAVELERS COMPANIES INC COM 89417E109 222 1,864 SH   SOLE   1,864 0 0
TREEHOUSE FOODS INC COM 89469A104 2,274 22,157 SH   SOLE   22,157 0 0
TARGA RES CORP COM 87612G101 421 10,000 SH Call SOLE   10,000 0 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 1,305 1,500,000 PRN   SOLE   1,500,000 0 0
TRONOX LTD SHS CL A Q9235V101 309 70,000 SH Call SOLE   70,000 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 346 12,710 SH   SOLE   12,710 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 748 27,635 SH   SOLE   27,635 0 0
TYLER TECHNOLOGIES INC COM 902252105 252 1,510 SH   SOLE   1,510 0 0
TYSON FOODS INC CL A 902494103 1,760 26,357 SH   SOLE   26,357 0 0
UNITED CONTL HLDGS INC COM 910047109 1,026 25,000 SH Call SOLE   25,000 0 0
UBS GROUP AG SHS H42097107 191 14,721 SH   SOLE   14,721 0 0
DOMTAR CORP COM NEW 257559203 525 15,000 SH Call SOLE   15,000 0 0
UNION PAC CORP COM 907818108 1,156 13,253 SH   SOLE   13,253 0 0
UNITED CONTL HLDGS INC COM 910047109 353 8,593 SH   SOLE   8,593 0 0
UNITED PARCEL SERVICE INC CL B 911312106 256 2,375 SH   SOLE   2,375 0 0
UNITED TECHNOLOGIES CORP COM 913017109 377 3,678 SH   SOLE   3,678 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 505 4,768 SH   SOLE   4,768 0 0
UNITEDHEALTH GROUP INC COM 91324P102 409 2,895 SH   SOLE   2,895 0 0
UNUM GROUP COM 91529Y106 568 17,862 SH   SOLE   17,862 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,232 30,000 SH Put SOLE   30,000 0 0
US BANCORP DEL COM NEW 902973304 620 15,365 SH   SOLE   15,365 0 0
US FOODS HLDG CORP COM 912008109 348 14,351 SH   SOLE   14,351 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 247 4,708 SH   SOLE   4,708 0 0
VAIL RESORTS INC COM 91879Q109 373 2,702 SH   SOLE   2,702 0 0
VALERO ENERGY CORP NEW COM 91913Y100 542 10,633 SH   SOLE   10,633 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 457 9,410 SH   SOLE   9,410 0 0
VALSPAR CORP COM 920355104 364 3,367 SH   SOLE   3,367 0 0
VANECK VECTORS ETF TR BRAZIL SMALL CP 92189F825 326 21,703 SH   SOLE   21,703 0 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 221 5,207 SH   SOLE   5,207 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 298 17,121 SH   SOLE   17,121 0 0
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 213 14,592 SH   SOLE   14,592 0 0
VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF 922042874 232 4,975 SH   SOLE   4,975 0 0
VANGUARD INTL EQUITY INDEX F MSCI PAC ETF 922042866 584 10,486 SH   SOLE   10,486 0 0
VCA ANTECH INC COM 918194101 483 7,142 SH   SOLE   7,142 0 0
VECTREN CORP COM 92240G101 201 3,819 SH   SOLE   3,819 0 0
VEEVA SYS INC CL A COM 922475108 369 10,820 SH   SOLE   10,820 0 0
VEREIT INC COM 92339V100 139 13,705 SH   SOLE   13,705 0 0
VERINT SYS INC COM 92343X100 708 21,379 SH   SOLE   21,379 0 0
VERISIGN INC COM 92343E102 304 3,514 SH   SOLE   3,514 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 205 2,388 SH   SOLE   2,388 0 0
V F CORP COM 918204108 666 10,828 SH   SOLE   10,828 0 0
VIAVI SOLUTIONS INC COM 925550105 128 19,255 SH   SOLE   19,255 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 51 13,100 SH   SOLE   13,100 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 4,938 5,000,000 PRN   SOLE   5,000,000 0 0
VISA INC COM CL A 92826C839 2,548 34,358 SH   SOLE   34,358 0 0
VISTA OUTDOOR INC COM 928377100 673 14,092 SH   SOLE   14,092 0 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 237 7,659 SH   SOLE   7,659 0 0
VONAGE HLDGS CORP COM 92886T201 232 37,960 SH   SOLE   37,960 0 0
VOYA FINL INC COM 929089100 1,549 62,572 SH   SOLE   62,572 0 0
VULCAN MATLS CO COM 929160109 2,357 19,582 SH   SOLE   19,582 0 0
VWR CORP COM 91843L103 291 10,054 SH   SOLE   10,054 0 0
WABCO HLDGS INC COM 92927K102 389 4,244 SH   SOLE   4,244 0 0
WABTEC CORP COM 929740108 450 6,409 SH   SOLE   6,409 0 0
WAL-MART STORES INC COM 931142103 678 9,283 SH   SOLE   9,283 0 0
DISNEY WALT CO COM DISNEY 254687106 528 5,402 SH   SOLE   5,402 0 0
WASTE CONNECTIONS INC COM 94106B101 1,240 17,212 SH   SOLE   17,212 0 0
WASTE MGMT INC DEL COM 94106L109 1,380 20,818 SH   SOLE   20,818 0 0
WATSCO INC COM 942622200 725 5,150 SH   SOLE   5,150 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 218 39,230 SH   SOLE   39,230 0 0
WEC ENERGY GROUP INC COM 92939U106 389 5,953 SH   SOLE   5,953 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 705 17,265 SH   SOLE   17,265 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 408 3,804 SH   SOLE   3,804 0 0
WESCO INTL INC COM 95082P105 301 5,853 SH   SOLE   5,853 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 451 5,942 SH   SOLE   5,942 0 0
WESTAR ENERGY INC COM 95709T100 1,239 22,086 SH   SOLE   22,086 0 0
WESTERN ALLIANCE BANCORP COM 957638109 349 10,674 SH   SOLE   10,674 0 0
WESTERN DIGITAL CORP COM 958102105 414 8,763 SH   SOLE   8,763 0 0
WESTROCK CO COM 96145D105 1,524 39,197 SH   SOLE   39,197 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 236 42,500 SH Put SOLE   42,500 0 0
WGL HLDGS INC COM 92924F106 876 12,379 SH   SOLE   12,379 0 0
WHEELER REAL ESTATE INVT TR COM 963025101 1,431 929,494 SH   SOLE   929,494 0 0
WHIRLPOOL CORP COM 963320106 302 1,811 SH   SOLE   1,811 0 0
WHITEWAVE FOODS CO COM CL A 966244105 1,649 35,121 SH   SOLE   35,121 0 0
WHITING PETE CORP NEW COM 966387102 217 23,445 SH   SOLE   23,445 0 0
WILLIAMS COS INC DEL COM 969457100 1,071 49,515 SH   SOLE   49,515 0 0
WILLIAMS SONOMA INC COM 969904101 534 10,245 SH   SOLE   10,245 0 0
WISDOMTREE TRUST EMERG MKTS ETF 97717W315 338 9,549 SH   SOLE   9,549 0 0
WHITING PETE CORP NEW COM 966387102 185 20,000 SH Put SOLE   20,000 0 0
WESTERN REFNG INC COM 959319104 1,135 55,000 SH Call SOLE   55,000 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 292 10,799 SH   SOLE   10,799 0 0
WORKDAY INC CL A 98138H101 202 2,700 SH   SOLE   2,700 0 0
WORLD FUEL SVCS CORP COM 981475106 326 6,859 SH   SOLE   6,859 0 0
WP GLIMCHER IN COM 92939N102 165 14,771 SH   SOLE   14,771 0 0
WPX ENERGY INC COM 98212B103 138 14,808 SH   SOLE   14,808 0 0
WESTAR ENERGY INC COM 95709T100 1,593 28,400 SH Put SOLE   28,400 0 0
GRACE W R & CO DEL NEW COM 38388F108 440 6,006 SH   SOLE   6,006 0 0
GRAINGER W W INC COM 384802104 624 2,744 SH   SOLE   2,744 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 595 8,351 SH   SOLE   8,351 0 0
WYNN RESORTS LTD COM 983134107 578 6,378 SH   SOLE   6,378 0 0
XCEL ENERGY INC COM 98389B100 5,764 128,713 SH   SOLE   128,713 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 695 15,000 SH Put SOLE   15,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,047 30,000 SH Put SOLE   30,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 244 10,000 SH Put SOLE   10,000 0 0
EXXON MOBIL CORP COM 30231G102 2,109 22,500 SH Put SOLE   22,500 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 6,440 185,000 SH Call SOLE   185,000 0 0
YAHOO INC COM 984332106 2,586 68,858 SH   SOLE   68,858 0 0
YAMANA GOLD INC COM 98462Y100 86 16,627 SH   SOLE   16,627 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 3,748 4,000,000 PRN   SOLE   4,000,000 0 0
YAHOO INC NOTE 12/0 984332AF3 17,955 18,000,000 PRN   SOLE   18,000,000 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 344 17,895 SH   SOLE   17,895 0 0
ZAYO GROUP HLDGS INC COM 98919V105 1,006 36,022 SH   SOLE   36,022 0 0
ZIMMER HLDGS INC COM 98956P102 3,963 32,919 SH   SOLE   32,919 0 0