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
2U INC COM 90214J101 301 9,967 SH   SOLE   9,967 0 0
3M CO COM 88579Y101 237 1,329 SH   SOLE   1,329 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 7,398 7,000,000 PRN   SOLE   7,000,000 0 0
58 COM INC SPON ADR REP A 31680Q104 311 11,100 SH   SOLE   11,100 0 0
A10 NETWORKS INC COM 002121101 105 12,636 SH   SOLE   12,636 0 0
AAR CORP COM 000361105 264 8,000 SH   SOLE   8,000 0 0
ABBOTT LABS COM 002824100 715 18,623 SH   SOLE   18,623 0 0
ABERCROMBIE & FITCH CO CL A 002896207 137 11,376 SH   SOLE   11,376 0 0
ABM INDS INC COM 000957100 1,239 30,346 SH   SOLE   30,346 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 610 18,444 SH   SOLE   18,444 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,369 11,692 SH   SOLE   11,692 0 0
ACCO BRANDS CORP COM 00081T108 138 10,560 SH   SOLE   10,560 0 0
ACTIVISION BLIZZARD INC COM 00507V109 433 11,979 SH   SOLE   11,979 0 0
ADOBE SYS INC COM 00724F101 2,252 21,870 SH   SOLE   21,870 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,141 11,100 SH Put SOLE   11,100 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,110 10,800 SH Call SOLE   10,800 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 508 3,003 SH   SOLE   3,003 0 0
ADVANCED ENERGY INDS COM 007973100 346 6,312 SH   SOLE   6,312 0 0
ADVANCED MICRO DEVICES INC COM 007903107 136 12,000 SH   SOLE   12,000 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 106 21,036 SH   SOLE   21,036 0 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 293 9,847 SH   SOLE   9,847 0 0
AEGON N V NY REGISTRY SH 007924103 69 12,500 SH   SOLE   12,500 0 0
AERCAP HOLDINGS NV SHS N00985106 372 8,936 SH   SOLE   8,936 0 0
AES CORP COM 00130H105 275 23,656 SH   SOLE   23,656 0 0
AETNA INC NEW COM 00817Y108 910 7,341 SH   SOLE   7,341 0 0
AFFILIATED MANAGERS GROUP COM 008252108 494 3,400 SH   SOLE   3,400 0 0
AFLAC INC COM 001055102 278 4,000 SH Put SOLE   4,000 0 0
AFLAC INC COM 001055102 1,141 16,400 SH Call SOLE   16,400 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 750 16,461 SH   SOLE   16,461 0 0
AIR PRODS & CHEMS INC COM 009158106 3,903 27,139 SH   SOLE   27,139 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 997 14,947 SH   SOLE   14,947 0 0
ALASKA AIR GROUP INC COM 011659109 490 5,525 SH   SOLE   5,525 0 0
ALBEMARLE CORP COM 012653101 1,752 20,351 SH   SOLE   20,351 0 0
ALCOA CORP COM 013872106 266 9,480 SH   SOLE   9,480 0 0
ALKERMES PLC SHS G01767105 309 5,558 SH   SOLE   5,558 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 546 8,537 SH   SOLE   8,537 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,446 42,923 SH   SOLE   42,923 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 715 69,987 SH   SOLE   69,987 0 0
ALLSTATE CORP COM 020002101 2,150 29,002 SH   SOLE   29,002 0 0
ALON USA ENERGY INC COM 020520102 311 27,330 SH   SOLE   27,330 0 0
ALPHABET INC CAP STK CL A 02079K305 1,506 1,900 SH   SOLE   1,900 0 0
ALTRIA GROUP INC COM 02209S103 848 12,538 SH   SOLE   12,538 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 31 10,000 SH   SOLE   10,000 0 0
AMAZON COM INC COM 023135106 382 510 SH   SOLE   510 0 0
AMC NETWORKS INC CL A 00164V103 396 7,558 SH   SOLE   7,558 0 0
AMDOCS LTD SHS G02602103 1,538 26,395 SH   SOLE   26,395 0 0
AMEDISYS INC COM 023436108 311 7,294 SH   SOLE   7,294 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,328 28,452 SH   SOLE   28,452 0 0
AMERICAN ELEC PWR INC COM 025537101 8,322 132,181 SH   SOLE   132,181 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 334 15,915 SH   SOLE   15,915 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 627 9,598 SH   SOLE   9,598 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,893 17,913 SH   SOLE   17,913 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,610 22,243 SH   SOLE   22,243 0 0
AMERICAN WOODMARK CORP COM 030506109 329 4,374 SH   SOLE   4,374 0 0
AMERIPRISE FINL INC COM 03076C106 891 8,030 SH   SOLE   8,030 0 0
AMERISOURCEBERGEN CORP COM 03073E105 272 3,475 SH   SOLE   3,475 0 0
AMETEK INC NEW COM 031100100 1,100 22,642 SH   SOLE   22,642 0 0
AMGEN INC COM 031162100 554 3,792 SH   SOLE   3,792 0 0
JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 316 10,000 SH Call SOLE   10,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 230 21,833 SH   SOLE   21,833 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 227 12,299 SH   SOLE   12,299 0 0
AMPHENOL CORP NEW CL A 032095101 608 9,045 SH   SOLE   9,045 0 0
ANADARKO PETE CORP COM 032511107 2,328 33,390 SH   SOLE   33,390 0 0
ANALOG DEVICES INC COM 032654105 1,273 17,532 SH   SOLE   17,532 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 353 33,633 SH   SOLE   33,633 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 438 4,152 SH   SOLE   4,152 0 0
ANTERO RES CORP COM 03674X106 357 15,100 SH   SOLE   15,100 0 0
ANTHEM INC COM 036752103 4,881 33,947 SH   SOLE   33,947 0 0
ANTHEM INC COM 036752103 604 4,200 SH Put SOLE   4,200 0 0
AON PLC SHS CL A G0408V102 1,054 9,450 SH   SOLE   9,450 0 0
APACHE CORP COM 037411105 730 11,500 SH   SOLE   11,500 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 380 8,366 SH   SOLE   8,366 0 0
AIR PRODS & CHEMS INC COM 009158106 1,079 7,500 SH Put SOLE   7,500 0 0
AIR PRODS & CHEMS INC COM 009158106 575 4,000 SH Call SOLE   4,000 0 0
APOLLO ED GROUP INC CL A 037604105 189 19,096 SH   SOLE   19,096 0 0
APOLLO INVT CORP COM 03761U106 195 33,345 SH   SOLE   33,345 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 661 11,120 SH   SOLE   11,120 0 0
APPLIED MATLS INC COM 038222105 1,119 34,690 SH   SOLE   34,690 0 0
ARCH CAP GROUP LTD ORD G0450A105 722 8,364 SH   SOLE   8,364 0 0
ARCH COAL INC CL A 039380407 201 2,577 SH   SOLE   2,577 0 0
ARCHROCK INC COM 03957W106 157 11,920 SH   SOLE   11,920 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 102 18,820 SH   SOLE   18,820 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 425 6,455 SH   SOLE   6,455 0 0
GALLAGHER ARTHUR J & CO COM 363576109 637 12,261 SH   SOLE   12,261 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,100 17,831 SH   SOLE   17,831 0 0
ASSURED GUARANTY LTD COM G0585R106 321 8,489 SH   SOLE   8,489 0 0
AT&T INC COM 00206R102 439 10,322 SH   SOLE   10,322 0 0
ATHENAHEALTH INC COM 04685W103 437 4,158 SH   SOLE   4,158 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,250 500,004 SH   SOLE   500,004 0 0
ATMOS ENERGY CORP COM 049560105 3,385 45,651 SH   SOLE   45,651 0 0
AUDIOCODES LTD ORD M15342104 84 13,300 SH   SOLE   13,300 0 0
AUTODESK INC COM 052769106 370 4,999 SH   SOLE   4,999 0 0
AUTONATION INC COM 05329W102 672 13,813 SH   SOLE   13,813 0 0
AUTOZONE INC COM 053332102 693 878 SH   SOLE   878 0 0
AVALONBAY CMNTYS INC COM 053484101 335 1,891 SH   SOLE   1,891 0 0
AVANGRID INC COM 05351W103 471 12,422 SH   SOLE   12,422 0 0
AVERY DENNISON CORP COM 053611109 735 10,464 SH   SOLE   10,464 0 0
AVINO SILVER & GOLD MINES LT COM 053906103 807 589,213 SH   SOLE   589,213 0 0
AVNET INC COM 053807103 2,071 43,500 SH   SOLE   43,500 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 841 837,000 PRN   SOLE   837,000 0 0
BAKER HUGHES INC COM 057224107 221 3,409 SH   SOLE   3,409 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 254 29,160 SH   SOLE   29,160 0 0
BANCO MACRO SA SPON ADR B 05961W105 225 3,500 SH   SOLE   3,500 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 322 14,723 SH   SOLE   14,723 0 0
BANCORPSOUTH INC COM 059692103 201 6,479 SH   SOLE   6,479 0 0
BANK AMER CORP COM 060505104 1,280 57,902 SH   SOLE   57,902 0 0
BANK HAWAII CORP COM 062540109 361 4,065 SH   SOLE   4,065 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,072 22,616 SH   SOLE   22,616 0 0
BANK N S HALIFAX COM 064149107 485 8,714 SH   SOLE   8,714 0 0
BANKRATE INC DEL COM 06647F102 162 14,689 SH   SOLE   14,689 0 0
BANKUNITED INC COM 06652K103 457 12,120 SH   SOLE   12,120 0 0
BARCLAYS PLC ADR 06738E204 550 49,964 SH   SOLE   49,964 0 0
BATS GLOBAL MKTS INC COM 05491G109 215 6,418 SH   SOLE   6,418 0 0
BAXTER INTL INC COM 071813109 592 13,348 SH   SOLE   13,348 0 0
BAZAARVOICE INC COM 073271108 55 11,401 SH   SOLE   11,401 0 0
BCE INC COM NEW 05534B760 914 21,142 SH   SOLE   21,142 0 0
BEACON ROOFING SUPPLY INC COM 073685109 605 13,139 SH   SOLE   13,139 0 0
BECTON DICKINSON & CO COM 075887109 1,589 9,600 SH   SOLE   9,600 0 0
BED BATH & BEYOND INC COM 075896100 500 12,304 SH   SOLE   12,304 0 0
BELDEN INC COM 077454106 258 3,455 SH   SOLE   3,455 0 0
BEMIS INC COM 081437105 656 13,728 SH   SOLE   13,728 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,224 25,111 SH   SOLE   25,111 0 0
BEST BUY INC COM 086516101 860 20,151 SH   SOLE   20,151 0 0
BGC PARTNERS INC CL A 05541T101 154 15,102 SH   SOLE   15,102 0 0
BIG LOTS INC COM 089302103 578 11,514 SH   SOLE   11,514 0 0
BIOGEN INC COM 09062X103 2,912 10,267 SH   SOLE   10,267 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 245 6,476 SH   SOLE   6,476 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 109 15,600 SH   SOLE   15,600 0 0
BLACKROCK INC COM 09247X101 617 1,622 SH   SOLE   1,622 0 0
BLOOMIN BRANDS INC COM 094235108 319 17,708 SH   SOLE   17,708 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,471 40,774 SH   SOLE   40,774 0 0
BOSTON SCIENTIFIC CORP COM 101137107 644 29,776 SH   SOLE   29,776 0 0
BP PLC SPONSORED ADR 055622104 316 8,457 SH   SOLE   8,457 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 401 24,301 SH   SOLE   24,301 0 0
BRINKER INTL INC COM 109641100 432 8,717 SH   SOLE   8,717 0 0
BRINKS CO COM 109696104 447 10,840 SH   SOLE   10,840 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,031 17,642 SH   SOLE   17,642 0 0
BRISTOW GROUP INC COM 110394103 341 16,673 SH   SOLE   16,673 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 322 2,860 SH   SOLE   2,860 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,195 48,955 SH   SOLE   48,955 0 0
BROOKDALE SR LIVING INC COM 112463104 462 37,236 SH   SOLE   37,236 0 0
BROOKS AUTOMATION INC COM 114340102 328 19,193 SH   SOLE   19,193 0 0
BROWN FORMAN CORP CL B 115637209 262 5,842 SH   SOLE   5,842 0 0
BRUKER CORP COM 116794108 315 14,874 SH   SOLE   14,874 0 0
BUFFALO WILD WINGS INC COM 119848109 537 3,480 SH   SOLE   3,480 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 237 21,644 SH   SOLE   21,644 0 0
BURLINGTON STORES INC COM 122017106 365 4,302 SH   SOLE   4,302 0 0
BWX TECHNOLOGIES INC COM 05605H100 420 10,575 SH   SOLE   10,575 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 377 5,147 SH   SOLE   5,147 0 0
CA INC COM 12673P105 2,329 73,303 SH   SOLE   73,303 0 0
CABOT CORP COM 127055101 514 10,172 SH   SOLE   10,172 0 0
CACI INTL INC CL A 127190304 734 5,907 SH   SOLE   5,907 0 0
CALATLANTIC GROUP INC COM 128195104 384 11,291 SH   SOLE   11,291 0 0
CALERES INC COM 129500104 332 10,121 SH   SOLE   10,121 0 0
CALLAWAY GOLF CO COM 131193104 120 10,928 SH   SOLE   10,928 0 0
CALPINE CORP COM NEW 131347304 942 82,431 SH   SOLE   82,431 0 0
CAMDEN PPTY TR SH BEN INT 133131102 562 6,690 SH   SOLE   6,690 0 0
CAMECO CORP COM 13321L108 358 34,150 SH   SOLE   34,150 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 429 5,257 SH   SOLE   5,257 0 0
CANADIAN PAC RY LTD COM 13645T100 1,108 7,761 SH   SOLE   7,761 0 0
CANTEL MEDICAL CORP COM 138098108 426 5,415 SH   SOLE   5,415 0 0
CAPITAL ONE FINL CORP COM 14040H105 729 8,353 SH   SOLE   8,353 0 0
CARDINAL HEALTH INC COM 14149Y108 3,991 55,448 SH   SOLE   55,448 0 0
CARE CAP PPTYS INC COM 141624106 259 10,378 SH   SOLE   10,378 0 0
CARLISLE COS INC COM 142339100 923 8,370 SH   SOLE   8,370 0 0
CARTER INC COM 146229109 663 7,673 SH   SOLE   7,673 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 347 70,000 SH   SOLE   70,000 0 0
CATERPILLAR INC DEL COM 149123101 371 4,000 SH Put SOLE   4,000 0 0
CATERPILLAR INC DEL COM 149123101 331 3,566 SH   SOLE   3,566 0 0
CATHAY GEN BANCORP COM 149150104 474 12,464 SH   SOLE   12,464 0 0
CBS CORP NEW CL B 124857202 385 6,050 SH   SOLE   6,050 0 0
CHEMOURS CO COM 163851108 331 15,000 SH Put SOLE   15,000 0 0
CDK GLOBAL INC COM 12508E101 525 8,799 SH   SOLE   8,799 0 0
CDW CORP COM 12514G108 583 11,197 SH   SOLE   11,197 0 0
CELANESE CORP DEL COM SER A 150870103 811 10,300 SH Put SOLE   10,300 0 0
CELANESE CORP DEL COM SER A 150870103 630 8,000 SH Call SOLE   8,000 0 0
CELANESE CORP DEL COM SER A 150870103 1,159 14,720 SH   SOLE   14,720 0 0
CELESTICA INC SUB VTG SHS 15101Q108 155 13,091 SH   SOLE   13,091 0 0
CELGENE CORP COM 151020104 624 5,392 SH   SOLE   5,392 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 334 41,575 SH   SOLE   41,575 0 0
CENTENE CORP DEL COM 15135B101 368 6,514 SH   SOLE   6,514 0 0
CENTERPOINT ENERGY INC COM 15189T107 709 28,787 SH   SOLE   28,787 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 319 10,159 SH   SOLE   10,159 0 0
CERNER CORP COM 156782104 439 9,278 SH   SOLE   9,278 0 0
CF INDS HLDGS INC COM 125269100 394 12,500 SH   SOLE   12,500 0 0
CHARLES RIV LABS INTL INC COM 159864107 257 3,371 SH   SOLE   3,371 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 2,948 3,000,000 PRN   SOLE   3,000,000 0 0
CHEESECAKE FACTORY INC COM 163072101 384 6,419 SH   SOLE   6,419 0 0
CHENIERE ENERGY INC COM NEW 16411R208 596 14,391 SH   SOLE   14,391 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 216 7,500 SH   SOLE   7,500 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 2,301 72,483 SH   SOLE   72,483 0 0
CHICOS FAS INC COM 168615102 225 15,615 SH   SOLE   15,615 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,089 20,764 SH   SOLE   20,764 0 0
CHURCH & DWIGHT INC COM 171340102 1,710 38,698 SH   SOLE   38,698 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 142 12,612 SH   SOLE   12,612 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 101 11,955 SH   SOLE   11,955 0 0
CIGNA CORPORATION COM 125509109 2,580 19,343 SH   SOLE   19,343 0 0
CINCINNATI FINL CORP COM 172062101 516 6,807 SH   SOLE   6,807 0 0
CINEMARK HOLDINGS INC COM 17243V102 833 21,721 SH   SOLE   21,721 0 0
CINTAS CORP COM 172908105 610 5,281 SH   SOLE   5,281 0 0
CISCO SYS INC COM 17275R102 866 28,651 SH   SOLE   28,651 0 0
CIT GROUP INC COM NEW 125581801 304 7,125 SH   SOLE   7,125 0 0
CITIZENS FINL GROUP INC COM 174610105 561 15,748 SH   SOLE   15,748 0 0
CITRIX SYS INC COM 177376100 3,076 34,446 SH   SOLE   34,446 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 4,069 3,500,000 PRN   SOLE   3,500,000 0 0
CLEAN HARBORS INC COM 184496107 867 15,585 SH   SOLE   15,585 0 0
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 83 16,400 SH   SOLE   16,400 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 4,467 4,326,000 PRN   SOLE   4,326,000 0 0
CME GROUP INC COM 12572Q105 877 7,601 SH   SOLE   7,601 0 0
CMS ENERGY CORP COM 125896100 2,080 49,979 SH   SOLE   49,979 0 0
CNO FINL GROUP INC COM 12621E103 260 13,551 SH   SOLE   13,551 0 0
COACH INC COM 189754104 674 19,237 SH   SOLE   19,237 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,318 41,972 SH   SOLE   41,972 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 977 17,437 SH   SOLE   17,437 0 0
COLFAX CORP COM 194014106 478 13,316 SH   SOLE   13,316 0 0
COLGATE PALMOLIVE CO COM 194162103 1,838 28,092 SH   SOLE   28,092 0 0
COLONY STARWOOD HOMES COM 19625X102 206 7,165 SH   SOLE   7,165 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 564 26,120 SH   SOLE   26,120 0 0
COMCAST CORP NEW CL A 20030N101 1,870 27,089 SH   SOLE   27,089 0 0
COMERICA INC COM 200340107 1,400 20,562 SH   SOLE   20,562 0 0
COMFORT SYS USA INC COM 199908104 334 10,030 SH   SOLE   10,030 0 0
COMMERCE BANCSHARES INC COM 200525103 249 4,300 SH   SOLE   4,300 0 0
COMMSCOPE HLDG CO INC COM 20337X109 336 9,020 SH   SOLE   9,020 0 0
COMMUNICATIONS SALES&LEAS IN COM 20341J104 543 21,366 SH   SOLE   21,366 0 0
COMMVAULT SYSTEMS INC COM 204166102 341 6,633 SH   SOLE   6,633 0 0
CONCHO RES INC COM 20605P101 712 5,371 SH   SOLE   5,371 0 0
CONOCOPHILLIPS COM 20825C104 513 10,224 SH   SOLE   10,224 0 0
CONSOL ENERGY INC COM 20854P109 642 35,222 SH   SOLE   35,222 0 0
CONSOLIDATED EDISON INC COM 209115104 3,131 42,500 SH   SOLE   42,500 0 0
CONSTELLATION BRANDS INC CL A 21036P108 958 6,248 SH   SOLE   6,248 0 0
CONSTELLIUM NV CL A N22035104 351 59,520 SH   SOLE   59,520 0 0
CONTAINER STORE GROUP INC COM 210751103 100 15,727 SH   SOLE   15,727 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,520 29,500 SH   SOLE   29,500 0 0
CONVERGYS CORP COM 212485106 637 25,946 SH   SOLE   25,946 0 0
COOPER COS INC COM NEW 216648402 962 5,500 SH   SOLE   5,500 0 0
COOPER TIRE & RUBR CO COM 216831107 258 6,651 SH   SOLE   6,651 0 0
COOPER STD HLDGS INC COM 21676P103 379 3,664 SH   SOLE   3,664 0 0
COPA HOLDINGS SA CL A P31076105 981 10,800 SH   SOLE   10,800 0 0
COPART INC COM 217204106 388 7,003 SH   SOLE   7,003 0 0
CORELOGIC INC COM 21871D103 620 16,830 SH   SOLE   16,830 0 0
CORNING INC COM 219350105 579 23,859 SH   SOLE   23,859 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 460 14,728 SH   SOLE   14,728 0 0
COSTCO WHSL CORP NEW COM 22160K105 510 3,188 SH   SOLE   3,188 0 0
COVANTA HLDG CORP COM 22282E102 808 51,825 SH   SOLE   51,825 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,369 47,500 SH Call SOLE   47,500 0 0
CRANE CO COM 224399105 823 11,409 SH   SOLE   11,409 0 0
CREDICORP LTD COM G2519Y108 326 2,065 SH   SOLE   2,065 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 701 48,978 SH   SOLE   48,978 0 0
SALESFORCE COM INC COM 79466L302 329 4,800 SH Put SOLE   4,800 0 0
SALESFORCE COM INC COM 79466L302 335 4,900 SH Call SOLE   4,900 0 0
CROWN HOLDINGS INC COM 228368106 440 8,361 SH   SOLE   8,361 0 0
CISCO SYS INC COM 17275R102 544 18,000 SH Put SOLE   18,000 0 0
CISCO SYS INC COM 17275R102 846 28,000 SH Call SOLE   28,000 0 0
CSRA INC COM 12650T104 706 22,189 SH   SOLE   22,189 0 0
CONSTELLIUM NV CL A N22035104 354 60,000 SH Call SOLE   60,000 0 0
CSX CORP COM 126408103 485 13,495 SH   SOLE   13,495 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 4,872 4,200,000 PRN   SOLE   4,200,000 0 0
CUMMINS INC COM 231021106 1,128 8,256 SH   SOLE   8,256 0 0
CURTISS WRIGHT CORP COM 231561101 704 7,161 SH   SOLE   7,161 0 0
CIVEO CORP CDA COM 17878Y108 44 20,000 SH Call SOLE   20,000 0 0
CVS HEALTH CORP COM 126650100 585 7,412 SH   SOLE   7,412 0 0
CHEVRON CORP NEW COM 166764100 1,883 16,000 SH Call SOLE   16,000 0 0
CHEVRON CORP NEW COM 166764100 942 8,000 SH Put SOLE   8,000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 629 55,010 SH   SOLE   55,010 0 0
CYRUSONE INC COM 23283R100 377 8,434 SH   SOLE   8,434 0 0
DARDEN RESTAURANTS INC COM 237194105 1,282 17,634 SH   SOLE   17,634 0 0
DARLING INGREDIENTS INC COM 237266101 643 49,806 SH   SOLE   49,806 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 392 6,099 SH   SOLE   6,099 0 0
DELEK US HLDGS INC COM 246647101 635 26,372 SH   SOLE   26,372 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 761 13,842 SH   SOLE   13,842 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 457 6,784 SH   SOLE   6,784 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,177 64,582 SH   SOLE   64,582 0 0
DELUXE CORP COM 248019101 377 5,264 SH   SOLE   5,264 0 0
DENBURY RES INC COM NEW 247916208 279 75,720 SH   SOLE   75,720 0 0
DBX ETF TR DBXTR HAR CS 300 233051879 771 32,887 SH   SOLE   32,887 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,136 46,779 SH   SOLE   46,779 0 0
DEXCOM INC COM 252131107 293 4,900 SH   SOLE   4,900 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 556 31,400 SH   SOLE   31,400 0 0
DICKS SPORTING GOODS INC COM 253393102 428 8,052 SH   SOLE   8,052 0 0
DIGITALGLOBE INC COM NEW 25389M877 266 9,276 SH   SOLE   9,276 0 0
DINEEQUITY INC COM 254423106 809 10,510 SH   SOLE   10,510 0 0
DISCOVER FINL SVCS COM 254709108 644 8,928 SH   SOLE   8,928 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,069 39,013 SH   SOLE   39,013 0 0
DISH NETWORK CORP CL A 25470M109 246 4,255 SH   SOLE   4,255 0 0
DOLBY LABORATORIES INC COM 25659T107 918 20,311 SH   SOLE   20,311 0 0
DOLLAR TREE INC COM 256746108 787 10,201 SH   SOLE   10,201 0 0
DOMTAR CORP COM NEW 257559203 287 7,348 SH   SOLE   7,348 0 0
DONALDSON INC COM 257651109 571 13,562 SH   SOLE   13,562 0 0
DOVER CORP COM 260003108 892 11,902 SH   SOLE   11,902 0 0
D R HORTON INC COM 23331A109 1,257 46,007 SH   SOLE   46,007 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 843 9,293 SH   SOLE   9,293 0 0
DRIL-QUIP INC COM 262037104 278 4,634 SH   SOLE   4,634 0 0
DRIVE SHACK INC COM 262077100 40 10,700 SH   SOLE   10,700 0 0
DST SYS INC DEL COM 233326107 350 3,263 SH   SOLE   3,263 0 0
DTE ENERGY CO COM 233331107 5,111 51,884 SH   SOLE   51,884 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,717 35,000 SH   SOLE   35,000 0 0
DUKE REALTY CORP COM NEW 264411505 319 12,021 SH   SOLE   12,021 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 366 3,019 SH   SOLE   3,019 0 0
DUNKIN BRANDS GROUP INC COM 265504100 395 7,527 SH   SOLE   7,527 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,033 29,823 SH   SOLE   29,823 0 0
EAST WEST BANCORP INC COM 27579R104 784 15,430 SH   SOLE   15,430 0 0
EASTMAN CHEM CO COM 277432100 3,464 46,054 SH   SOLE   46,054 0 0
EATON CORP PLC SHS G29183103 1,415 21,094 SH   SOLE   21,094 0 0
EATON VANCE CORP COM NON VTG 278265103 339 8,101 SH   SOLE   8,101 0 0
ECHOSTAR CORP CL A 278768106 526 10,240 SH   SOLE   10,240 0 0
EDGEWELL PERS CARE CO COM 28035Q102 1,756 24,053 SH   SOLE   24,053 0 0
EDISON INTL COM 281020107 1,689 23,464 SH   SOLE   23,464 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 641 18,300 SH Put SOLE   18,300 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 770 22,000 SH Call SOLE   22,000 0 0
EL PASO ELEC CO COM NEW 283677854 655 14,093 SH   SOLE   14,093 0 0
ELDORADO GOLD CORP NEW COM 284902103 41 12,600 SH   SOLE   12,600 0 0
LILLY ELI & CO COM 532457108 242 3,291 SH   SOLE   3,291 0 0
EMCOR GROUP INC COM 29084Q100 261 3,690 SH   SOLE   3,690 0 0
EMERSON ELEC CO COM 291011104 724 12,982 SH   SOLE   12,982 0 0
ENBRIDGE INC COM 29250N105 216 5,133 SH   SOLE   5,133 0 0
ENERSIS CHILE SA SPON ADR 29278D105 83 18,200 SH   SOLE   18,200 0 0
ENERGEN CORP COM 29265N108 850 14,732 SH   SOLE   14,732 0 0
ENERSYS COM 29275Y102 414 5,298 SH   SOLE   5,298 0 0
ENSCO PLC SHS CLASS A G3157S106 388 39,939 SH   SOLE   39,939 0 0
ENTEGRIS INC COM 29362U104 261 14,599 SH   SOLE   14,599 0 0
ENTERGY CORP NEW COM 29364G103 1,307 17,790 SH   SOLE   17,790 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 2,585 2,700,000 PRN   SOLE   2,700,000 0 0
ENVISION HEALTHCARE CORP COM 29414D100 593 9,376 SH   SOLE   9,376 0 0
EOG RES INC COM 26875P101 401 3,969 SH   SOLE   3,969 0 0
EPR PPTYS COM SH BEN INT 26884U109 445 6,205 SH   SOLE   6,205 0 0
EQT CORP COM 26884L109 349 5,340 SH   SOLE   5,340 0 0
EQUIFAX INC COM 294429105 497 4,200 SH   SOLE   4,200 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,221 40,363 SH   SOLE   40,363 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 764 10,598 SH   SOLE   10,598 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,154 17,924 SH   SOLE   17,924 0 0
ESSENT GROUP LTD COM G3198U102 539 16,644 SH   SOLE   16,644 0 0
LAUDER ESTEE COS INC CL A 518439104 221 2,886 SH   SOLE   2,886 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 895 25,000 SH Call SOLE   25,000 0 0
ETSY INC COM 29786A106 176 14,931 SH   SOLE   14,931 0 0
EURONET WORLDWIDE INC COM 298736109 545 7,526 SH   SOLE   7,526 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 626 9,107 SH   SOLE   9,107 0 0
EVERSOURCE ENERGY COM 30040W108 248 4,495 SH   SOLE   4,495 0 0
EVOLENT HEALTH INC CL A 30050B101 295 19,950 SH   SOLE   19,950 0 0
EXELIXIS INC COM 30161Q104 218 14,654 SH   SOLE   14,654 0 0
EXELON CORP COM 30161N101 9,789 275,813 SH   SOLE   275,813 0 0
EXPEDIA INC DEL COM NEW 30212P303 637 5,627 SH   SOLE   5,627 0 0
EXPEDITORS INTL WASH INC COM 302130109 423 7,989 SH   SOLE   7,989 0 0
EXPRESS INC COM 30219E103 176 16,400 SH   SOLE   16,400 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,464 21,282 SH   SOLE   21,282 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 417 25,831 SH   SOLE   25,831 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,426 200,000 SH Put SOLE   200,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4,852 400,000 SH Call SOLE   400,000 0 0
F5 NETWORKS INC COM 315616102 574 3,965 SH   SOLE   3,965 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 294 7,200 SH Put SOLE   7,200 0 0
FASTENAL CO COM 311900104 1,188 25,293 SH   SOLE   25,293 0 0
FCB FINL HLDGS INC CL A 30255G103 325 6,813 SH   SOLE   6,813 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 265 1,867 SH   SOLE   1,867 0 0
FEDERAL SIGNAL CORP COM 313855108 166 10,607 SH   SOLE   10,607 0 0
FEDERATED INVS INC PA CL B 314211103 305 10,794 SH   SOLE   10,794 0 0
FEDEX CORP COM 31428X106 670 3,600 SH   SOLE   3,600 0 0
FELCOR LODGING TR INC COM 31430F101 151 18,900 SH   SOLE   18,900 0 0
FERRO CORP COM 315405100 176 12,298 SH   SOLE   12,298 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 773 10,219 SH   SOLE   10,219 0 0
FIFTH STREET FINANCE CORP COM 31678A103 59 11,067 SH   SOLE   11,067 0 0
FIFTH THIRD BANCORP COM 316773100 570 21,153 SH   SOLE   21,153 0 0
FINISAR CORP COM NEW 31787A507 629 20,779 SH   SOLE   20,779 0 0
FINISH LINE INC CL A 317923100 250 13,280 SH   SOLE   13,280 0 0
FIREEYE INC COM 31816Q101 596 50,069 SH   SOLE   50,069 0 0
FIRST AMERN FINL CORP COM 31847R102 755 20,605 SH   SOLE   20,605 0 0
FIRST BANCORP P R COM NEW 318672706 88 13,300 SH   SOLE   13,300 0 0
FIRST DATA CORP NEW COM CL A 32008D106 382 26,914 SH   SOLE   26,914 0 0
FIRST HORIZON NATL CORP COM 320517105 498 24,878 SH   SOLE   24,878 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 140 18,372 SH   SOLE   18,372 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 319 12,662 SH   SOLE   12,662 0 0
FIRSTCASH INC COM 33767D105 299 6,370 SH   SOLE   6,370 0 0
FIRSTENERGY CORP COM 337932107 1,721 55,568 SH   SOLE   55,568 0 0
FISERV INC COM 337738108 719 6,764 SH   SOLE   6,764 0 0
FIVE9 INC COM 338307101 400 28,222 SH   SOLE   28,222 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 557 38,732 SH   SOLE   38,732 0 0
FLIR SYS INC COM 302445101 323 8,912 SH   SOLE   8,912 0 0
FLOTEK INDS INC DEL COM 343389102 122 13,000 SH   SOLE   13,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 525 750,000 PRN   SOLE   750,000 0 0
F M C CORP COM NEW 302491303 566 10,000 SH Call SOLE   10,000 0 0
F M C CORP COM NEW 302491303 267 4,714 SH   SOLE   4,714 0 0
FNB CORP PA COM 302520101 200 12,475 SH   SOLE   12,475 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 487 14,345 SH   SOLE   14,345 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 674 8,847 SH   SOLE   8,847 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,974 245,200 SH   SOLE   245,200 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 317 15,217 SH   SOLE   15,217 0 0
FORTIVE CORP COM 34959J108 304 5,668 SH   SOLE   5,668 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,232 23,046 SH   SOLE   23,046 0 0
FRANCO NEVADA CORP COM 351858105 230 3,855 SH   SOLE   3,855 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 205 3,379 SH   SOLE   3,379 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 244 72,323 SH   SOLE   72,323 0 0
FULTON FINL CORP PA COM 360271100 346 18,395 SH   SOLE   18,395 0 0
G & K SVCS INC CL A 361268105 221 2,291 SH   SOLE   2,291 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 878 28,683 SH   SOLE   28,683 0 0
GANNETT CO INC COM 36473H104 98 10,103 SH   SOLE   10,103 0 0
GAP INC DEL COM 364760108 609 27,120 SH   SOLE   27,120 0 0
GARTNER INC COM 366651107 905 8,952 SH   SOLE   8,952 0 0
GASTAR EXPL INC NEW COM 36729W202 242 156,104 SH   SOLE   156,104 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 280 10,470 SH   SOLE   10,470 0 0
GENERAL ELECTRIC CO COM 369604103 632 20,000 SH Put SOLE   20,000 0 0
GENERAC HLDGS INC COM 368736104 254 6,239 SH   SOLE   6,239 0 0
GENERAL DYNAMICS CORP COM 369550108 945 5,473 SH   SOLE   5,473 0 0
GENERAL ELECTRIC CO COM 369604103 2,598 82,206 SH   SOLE   82,206 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 887 35,492 SH   SOLE   35,492 0 0
GENERAL MLS INC COM 370334104 1,680 27,193 SH   SOLE   27,193 0 0
GENERAL MTRS CO COM 37045V100 902 25,900 SH   SOLE   25,900 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 24,667 1,440,000 SH   SOLE   1,440,000 0 0
GENPACT LIMITED SHS G3922B107 247 10,153 SH   SOLE   10,153 0 0
GENTHERM INC COM 37253A103 211 6,227 SH   SOLE   6,227 0 0
GENUINE PARTS CO COM 372460105 290 3,033 SH   SOLE   3,033 0 0
GEO GROUP INC NEW COM 36162J106 213 5,925 SH   SOLE   5,925 0 0
GERDAU S A SPON ADR REP PFD 373737105 73 23,200 SH   SOLE   23,200 0 0
GIGAMON INC COM 37518B102 1,289 28,300 SH   SOLE   28,300 0 0
GILEAD SCIENCES INC COM 375558103 1,897 26,495 SH   SOLE   26,495 0 0
GLACIER BANCORP INC NEW COM 37637Q105 337 9,302 SH   SOLE   9,302 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 3,420 31,200 SH Put SOLE   31,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,582 41,800 SH Call SOLE   41,800 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,613 2,000,000 PRN   SOLE   2,000,000 0 0
GLOBAL PMTS INC COM 37940X102 539 7,759 SH   SOLE   7,759 0 0
GODADDY INC CL A 380237107 264 7,544 SH   SOLE   7,544 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 51 17,100 SH   SOLE   17,100 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 250 8,103 SH   SOLE   8,103 0 0
GOPRO INC CL A 38268T103 124 14,244 SH   SOLE   14,244 0 0
GRACO INC COM 384109104 1,541 18,552 SH   SOLE   18,552 0 0
GRAHAM HLDGS CO COM 384637104 387 756 SH   SOLE   756 0 0
GRAMERCY PPTY TR COM 385002100 258 28,100 SH   SOLE   28,100 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 663 53,137 SH   SOLE   53,137 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,798 65,754 SH   SOLE   65,754 0 0
GREENHILL & CO INC COM 395259104 412 14,883 SH   SOLE   14,883 0 0
GREIF INC CL A 397624107 214 4,162 SH   SOLE   4,162 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 207 9,900 SH   SOLE   9,900 0 0
GASTAR EXPL INC NEW COM 36729W202 310 200,000 SH Call SOLE   200,000 0 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 342 15,351 SH   SOLE   15,351 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,139 52,638 SH   SOLE   52,638 0 0
HAEMONETICS CORP COM 405024100 230 5,712 SH   SOLE   5,712 0 0
HAIN CELESTIAL GROUP INC COM 405217100 413 10,576 SH   SOLE   10,576 0 0
HALLIBURTON CO COM 406216101 541 10,000 SH Put SOLE   10,000 0 0
HALLIBURTON CO COM 406216101 243 4,494 SH   SOLE   4,494 0 0
HALYARD HEALTH INC COM 40650V100 291 7,882 SH   SOLE   7,882 0 0
HANESBRANDS INC COM 410345102 1,043 48,352 SH   SOLE   48,352 0 0
HANOVER INS GROUP INC COM 410867105 400 4,394 SH   SOLE   4,394 0 0
HARLEY DAVIDSON INC COM 412822108 620 10,623 SH   SOLE   10,623 0 0
HARMAN INTL INDS INC COM 413086109 2,901 26,098 SH   SOLE   26,098 0 0
HARRIS CORP DEL COM 413875105 1,402 13,685 SH   SOLE   13,685 0 0
HARSCO CORP COM 415864107 150 11,006 SH   SOLE   11,006 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 487 10,225 SH   SOLE   10,225 0 0
HAWAIIAN HOLDINGS INC COM 419879101 504 8,839 SH   SOLE   8,839 0 0
HCA HOLDINGS INC COM 40412C101 636 8,596 SH   SOLE   8,596 0 0
HCP INC COM 40414L109 334 11,246 SH   SOLE   11,246 0 0
HOME DEPOT INC COM 437076102 1,877 14,000 SH Put SOLE   14,000 0 0
HOME DEPOT INC COM 437076102 1,341 10,000 SH Call SOLE   10,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,402 56,499 SH   SOLE   56,499 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 526 8,667 SH   SOLE   8,667 0 0
HEALTHCARE RLTY TR COM 421946104 293 9,677 SH   SOLE   9,677 0 0
HEALTHCARE SVCS GRP INC COM 421906108 345 8,817 SH   SOLE   8,817 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 431 14,790 SH   SOLE   14,790 0 0
HEALTHSOUTH CORP COM NEW 421924309 637 15,458 SH   SOLE   15,458 0 0
HECLA MNG CO COM 422704106 109 20,736 SH   SOLE   20,736 0 0
HEICO CORP NEW CL A 422806208 441 6,494 SH   SOLE   6,494 0 0
HELEN OF TROY CORP LTD COM G4388N106 491 5,810 SH   SOLE   5,810 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 540 61,242 SH   SOLE   61,242 0 0
HELMERICH & PAYNE INC COM 423452101 210 2,717 SH   SOLE   2,717 0 0
HERITAGE COMMERCE CORP COM 426927109 159 11,019 SH   SOLE   11,019 0 0
MILLER HERMAN INC COM 600544100 422 12,346 SH   SOLE   12,346 0 0
HERSHEY CO COM 427866108 216 2,087 SH   SOLE   2,087 0 0
HESS CORP COM 42809H107 1,024 16,442 SH   SOLE   16,442 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,374 102,609 SH   SOLE   102,609 0 0
HEXCEL CORP NEW COM 428291108 255 4,950 SH   SOLE   4,950 0 0
HIGHWOODS PPTYS INC COM 431284108 412 8,075 SH   SOLE   8,075 0 0
HILLENBRAND INC COM 431571108 219 5,710 SH   SOLE   5,710 0 0
HILL ROM HLDGS INC COM 431475102 711 12,670 SH   SOLE   12,670 0 0
HMS HLDGS CORP COM 40425J101 224 12,362 SH   SOLE   12,362 0 0
HNI CORP COM 404251100 256 4,581 SH   SOLE   4,581 0 0
HOLLYFRONTIER CORP COM 436106108 551 16,834 SH   SOLE   16,834 0 0
HOLOGIC INC COM 436440101 1,278 31,858 SH   SOLE   31,858 0 0
HOME DEPOT INC COM 437076102 857 6,395 SH   SOLE   6,395 0 0
HOMESTREET INC COM 43785V102 315 9,967 SH   SOLE   9,967 0 0
HONDA MOTOR LTD AMERN SHS 438128308 454 15,564 SH   SOLE   15,564 0 0
HONEYWELL INTL INC COM 438516106 1,633 14,095 SH   SOLE   14,095 0 0
HORMEL FOODS CORP COM 440452100 1,163 33,400 SH   SOLE   33,400 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 230 7,260 SH   SOLE   7,260 0 0
HOST HOTELS & RESORTS INC COM 44107P104 604 32,069 SH   SOLE   32,069 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 131 12,079 SH   SOLE   12,079 0 0
HP INC COM 40434L105 1,207 81,348 SH   SOLE   81,348 0 0
HRG GROUP INC COM 40434J100 245 15,741 SH   SOLE   15,741 0 0
HSN INC COM 404303109 526 15,332 SH   SOLE   15,332 0 0
HUB GROUP INC CL A 443320106 279 6,386 SH   SOLE   6,386 0 0
HUBBELL INC COM 443510607 285 2,444 SH   SOLE   2,444 0 0
HUDSON PAC PPTYS INC COM 444097109 457 13,140 SH   SOLE   13,140 0 0
HUNT J B TRANS SVCS INC COM 445658107 634 6,529 SH   SOLE   6,529 0 0
HUNTINGTON BANCSHARES INC COM 446150104 751 56,789 SH   SOLE   56,789 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 325 1,766 SH   SOLE   1,766 0 0
HUNTSMAN CORP COM 447011107 265 13,909 SH   SOLE   13,909 0 0
HURON CONSULTING GROUP INC COM 447462102 255 5,041 SH   SOLE   5,041 0 0
HYATT HOTELS CORP COM CL A 448579102 854 15,446 SH   SOLE   15,446 0 0
IAC INTERACTIVECORP COM 44919P508 246 3,796 SH   SOLE   3,796 0 0
IBERIABANK CORP COM 450828108 788 9,413 SH   SOLE   9,413 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,270 19,700 SH Put SOLE   19,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,710 10,300 SH Call SOLE   10,300 0 0
ICF INTL INC COM 44925C103 254 4,593 SH   SOLE   4,593 0 0
ICICI BK LTD ADR 45104G104 102 13,572 SH   SOLE   13,572 0 0
ICONIX BRAND GROUP INC COM 451055107 3,549 380,000 SH Put SOLE   380,000 0 0
ICON PLC SHS G4705A100 492 6,543 SH   SOLE   6,543 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 1,418 1,500,000 PRN   SOLE   1,500,000 0 0
IDACORP INC COM 451107106 246 3,054 SH   SOLE   3,054 0 0
IDEX CORP COM 45167R104 292 3,238 SH   SOLE   3,238 0 0
IDEXX LABS INC COM 45168D104 675 5,756 SH   SOLE   5,756 0 0
II VI INC COM 902104108 379 12,792 SH   SOLE   12,792 0 0
ILLINOIS TOOL WKS INC COM 452308109 258 2,106 SH   SOLE   2,106 0 0
IMPAX LABORATORIES INC COM 45256B101 200 15,072 SH   SOLE   15,072 0 0
INC RESH HLDGS INC CL A 45329R109 230 4,374 SH   SOLE   4,374 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 107 12,000 SH   SOLE   12,000 0 0
INFINERA CORPORATION COM 45667G103 93 10,927 SH   SOLE   10,927 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 1,642 1,574,000 PRN   SOLE   1,574,000 0 0
INGERSOLL-RAND PLC SHS G47791101 920 12,259 SH   SOLE   12,259 0 0
INGREDION INC COM 457187102 379 3,030 SH   SOLE   3,030 0 0
INNOPHOS HOLDINGS INC COM 45774N108 291 5,560 SH   SOLE   5,560 0 0
INPHI CORP COM 45772F107 558 12,500 SH   SOLE   12,500 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 209 8,857 SH   SOLE   8,857 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 2,241 2,500,000 PRN   SOLE   2,500,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 273 4,841 SH   SOLE   4,841 0 0
INTERDIGITAL INC COM 45867G101 299 3,277 SH   SOLE   3,277 0 0
INTL PAPER CO COM 460146103 1,567 29,539 SH   SOLE   29,539 0 0
INTERPUBLIC GROUP COS INC COM 460690100 891 38,061 SH   SOLE   38,061 0 0
INTERXION HOLDING N.V SHS N47279109 614 17,500 SH   SOLE   17,500 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 530 4,500 SH   SOLE   4,500 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 316 8,600 SH   SOLE   8,600 0 0
INTREXON CORP COM 46122T102 299 12,314 SH   SOLE   12,314 0 0
INTUIT COM 461202103 1,750 15,265 SH   SOLE   15,265 0 0
INVESCO LTD SHS G491BT108 512 16,879 SH   SOLE   16,879 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 400 27,412 SH   SOLE   27,412 0 0
INVESTORS BANCORP INC NEW COM 46146L101 227 16,258 SH   SOLE   16,258 0 0
ISHARES TR ASIA 50 ETF 464288430 238 5,138 SH   SOLE   5,138 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 611 17,600 SH   SOLE   17,600 0 0
ISHARES TR CORE S&P MCP ETF 464287507 264 1,598 SH   SOLE   1,598 0 0
ISHARES MIN VOL EMRG MKT 464286533 304 6,221 SH   SOLE   6,221 0 0
ISHARES EM MKTS DIV ETF 464286319 475 13,735 SH   SOLE   13,735 0 0
ISHARES MSCI BRZ CAP ETF 464286400 200 6,000 SH   SOLE   6,000 0 0
ISHARES MSCI CDA ETF 464286509 236 9,010 SH   SOLE   9,010 0 0
ISHARES MSCI FRNTR100ETF 464286145 1,478 59,469 SH   SOLE   59,469 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 305 6,235 SH   SOLE   6,235 0 0
ISHARES MSCI MEX CAP ETF 464286822 287 6,533 SH   SOLE   6,533 0 0
ISHARES MSCI PAC JP ETF 464286665 216 5,465 SH   SOLE   5,465 0 0
ISHARES MSCI STH KOR ETF 464286772 795 14,942 SH   SOLE   14,942 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 332 11,315 SH   SOLE   11,315 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 888 28,937 SH   SOLE   28,937 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,067 30,158 SH   SOLE   30,158 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3,032 3,000,000 PRN   SOLE   3,000,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 533 51,800 SH   SOLE   51,800 0 0
ITRON INC COM 465741106 675 10,745 SH   SOLE   10,745 0 0
ITT INC COM 45073V108 631 16,363 SH   SOLE   16,363 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,477 33,200 SH Put SOLE   33,200 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,942 14,400 SH Call SOLE   14,400 0 0
IXIA COM 45071R109 182 11,288 SH   SOLE   11,288 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 48 10,162 SH   SOLE   10,162 0 0
JABIL CIRCUIT INC COM 466313103 2,597 109,707 SH   SOLE   109,707 0 0
JACK IN THE BOX INC COM 466367109 893 8,000 SH Put SOLE   8,000 0 0
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HENRY JACK & ASSOC INC COM 426281101 313 3,524 SH   SOLE   3,524 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 676 11,863 SH   SOLE   11,863 0 0
JANUS CAP GROUP INC COM 47102X105 155 11,687 SH   SOLE   11,687 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 767 7,036 SH   SOLE   7,036 0 0
SMUCKER J M CO COM NEW 832696405 1,359 10,610 SH   SOLE   10,610 0 0
JOHNSON & JOHNSON COM 478160104 302 2,622 SH   SOLE   2,622 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,763 42,808 SH   SOLE   42,808 0 0
JUNIPER NETWORKS INC COM 48203R104 2,222 78,624 SH   SOLE   78,624 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 618 7,282 SH   SOLE   7,282 0 0
KCG HLDGS INC CL A 48244B100 212 16,030 SH   SOLE   16,030 0 0
KELLOGG CO COM 487836108 2,218 30,085 SH   SOLE   30,085 0 0
KENNAMETAL INC COM 489170100 402 12,850 SH   SOLE   12,850 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 305 14,869 SH   SOLE   14,869 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 393 10,742 SH   SOLE   10,742 0 0
KILROY RLTY CORP COM 49427F108 777 10,607 SH   SOLE   10,607 0 0
KIMBERLY CLARK CORP COM 494368103 1,565 13,718 SH   SOLE   13,718 0 0
KIMCO RLTY CORP COM 49446R109 990 39,337 SH   SOLE   39,337 0 0
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KINROSS GOLD CORP COM NO PAR 496902404 336 108,048 SH   SOLE   108,048 0 0
KIRBY CORP COM 497266106 538 8,086 SH   SOLE   8,086 0 0
KITE PHARMA INC COM 49803L109 239 5,336 SH   SOLE   5,336 0 0
KITE RLTY GROUP TR COM NEW 49803T300 582 24,772 SH   SOLE   24,772 0 0
KLA-TENCOR CORP COM 482480100 1,832 23,286 SH   SOLE   23,286 0 0
KIMBERLY CLARK CORP COM 494368103 456 4,000 SH Put SOLE   4,000 0 0
KNIGHT TRANSN INC COM 499064103 359 10,866 SH   SOLE   10,866 0 0
KNOLL INC COM NEW 498904200 289 10,341 SH   SOLE   10,341 0 0
KNOWLES CORP COM 49926D109 254 15,200 SH   SOLE   15,200 0 0
KOHLS CORP COM 500255104 517 10,470 SH   SOLE   10,470 0 0
KORN FERRY INTL COM NEW 500643200 664 22,554 SH   SOLE   22,554 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 393 13,796 SH   SOLE   13,796 0 0
KRONOS WORLDWIDE INC COM 50105F105 120 10,087 SH   SOLE   10,087 0 0
KULICKE & SOFFA INDS INC COM 501242101 611 38,317 SH   SOLE   38,317 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 563 3,700 SH   SOLE   3,700 0 0
LA QUINTA HLDGS INC COM 50420D108 303 21,319 SH   SOLE   21,319 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,617 12,593 SH   SOLE   12,593 0 0
LAM RESEARCH CORP COM 512807108 535 5,063 SH   SOLE   5,063 0 0
LAMB WESTON HLDGS INC COM 513272104 569 15,039 SH   SOLE   15,039 0 0
LANDSTAR SYS INC COM 515098101 1,038 12,174 SH   SOLE   12,174 0 0
LAS VEGAS SANDS CORP COM 517834107 1,027 19,229 SH   SOLE   19,229 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 135 16,495 SH   SOLE   16,495 0 0
LA Z BOY INC COM 505336107 356 11,451 SH   SOLE   11,451 0 0
DREW INDS INC COM NEW 26168L205 216 2,008 SH   SOLE   2,008 0 0
LEAR CORP COM NEW 521865204 1,986 15,000 SH Call SOLE   15,000 0 0
LEAR CORP COM NEW 521865204 1,684 12,720 SH   SOLE   12,720 0 0
LEGG MASON INC COM 524901105 444 14,853 SH   SOLE   14,853 0 0
LEIDOS HLDGS INC COM 525327102 488 9,542 SH   SOLE   9,542 0 0
LEXINGTON REALTY TRUST COM 529043101 163 15,130 SH   SOLE   15,130 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 23,841 971,500 SH Put SOLE   971,500 0 0
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LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 263 6,630 SH   SOLE   6,630 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 503 25,195 SH   SOLE   25,195 0 0
LIBERTY PPTY TR SH BEN INT 531172104 540 13,676 SH   SOLE   13,676 0 0
LIFE STORAGE INC COM 53223X107 204 2,392 SH   SOLE   2,392 0 0
LIFEPOINT HEALTH INC COM 53219L109 248 4,374 SH   SOLE   4,374 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 4,636 3,200,000 PRN   SOLE   3,200,000 0 0
LINCOLN NATL CORP IND COM 534187109 855 12,898 SH   SOLE   12,898 0 0
LITHIA MTRS INC CL A 536797103 607 6,265 SH   SOLE   6,265 0 0
LITTELFUSE INC COM 537008104 243 1,600 SH   SOLE   1,600 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,044 39,249 SH   SOLE   39,249 0 0
LKQ CORP COM 501889208 1,060 34,585 SH   SOLE   34,585 0 0
LOCKHEED MARTIN CORP COM 539830109 862 3,448 SH   SOLE   3,448 0 0
LOUISIANA PAC CORP COM 546347105 592 31,263 SH   SOLE   31,263 0 0
LOWES COS INC COM 548661107 2,890 40,637 SH   SOLE   40,637 0 0
LPL FINL HLDGS INC COM 50212V100 307 8,730 SH   SOLE   8,730 0 0
LULULEMON ATHLETICA INC COM 550021109 273 4,203 SH   SOLE   4,203 0 0
LUMOS NETWORKS CORP COM 550283105 430 27,500 SH   SOLE   27,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 267 3,114 SH   SOLE   3,114 0 0
MACERICH CO COM 554382101 265 3,734 SH   SOLE   3,734 0 0
MACK CALI RLTY CORP COM 554489104 243 8,372 SH   SOLE   8,372 0 0
MACYS INC COM 55616P104 1,262 35,248 SH   SOLE   35,248 0 0
MAGELLAN HEALTH INC COM NEW 559079207 234 3,107 SH   SOLE   3,107 0 0
MAGNA INTL INC COM 559222401 2,403 55,370 SH   SOLE   55,370 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 568 11,408 SH   SOLE   11,408 0 0
MANPOWERGROUP INC COM 56418H100 626 7,047 SH   SOLE   7,047 0 0
MANTECH INTL CORP CL A 564563104 239 5,649 SH   SOLE   5,649 0 0
MANULIFE FINL CORP COM 56501R106 354 19,845 SH   SOLE   19,845 0 0
MARATHON OIL CORP COM 565849106 502 28,976 SH   SOLE   28,976 0 0
MARATHON PETE CORP COM 56585A102 1,566 31,112 SH   SOLE   31,112 0 0
MARKETAXESS HLDGS INC COM 57060D108 475 3,233 SH   SOLE   3,233 0 0
MARRIOTT INTL INC NEW CL A 571903202 524 6,335 SH   SOLE   6,335 0 0
MARSH & MCLENNAN COS INC COM 571748102 889 13,154 SH   SOLE   13,154 0 0
MARTIN MARIETTA MATLS INC COM 573284106 305 1,376 SH   SOLE   1,376 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 796 57,402 SH   SOLE   57,402 0 0
MASCO CORP COM 574599106 848 26,824 SH   SOLE   26,824 0 0
MASIMO CORP COM 574795100 289 4,283 SH   SOLE   4,283 0 0
MASONITE INTL CORP NEW COM 575385109 203 3,084 SH   SOLE   3,084 0 0
MASTERCARD INC CL A 57636Q104 656 6,358 SH   SOLE   6,358 0 0
MATCH GROUP INC COM 57665R106 203 11,864 SH   SOLE   11,864 0 0
MATTEL INC COM 577081102 488 17,712 SH   SOLE   17,712 0 0
MATTHEWS INTL CORP CL A 577128101 231 3,006 SH   SOLE   3,006 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 823 21,338 SH   SOLE   21,338 0 0
MCCORMICK & CO INC COM NON VTG 579780206 277 2,964 SH   SOLE   2,964 0 0
MCDONALDS CORP COM 580135101 267 2,194 SH   SOLE   2,194 0 0
MCEWEN MNG INC COM 58039P107 42 14,376 SH   SOLE   14,376 0 0
MCKESSON CORP COM 58155Q103 3,486 24,817 SH   SOLE   24,817 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 660 9,323 SH   SOLE   9,323 0 0
MEDICINES CO COM 584688105 278 8,188 SH   SOLE   8,188 0 0
MEDTRONIC PLC SHS G5960L103 5,812 81,596 SH   SOLE   81,596 0 0
MERCK & CO INC COM 58933Y105 2,992 50,824 SH   SOLE   50,824 0 0
MERCURY GENL CORP NEW COM 589400100 357 5,932 SH   SOLE   5,932 0 0
MEREDITH CORP COM 589433101 1,099 18,576 SH   SOLE   18,576 0 0
MERITOR INC COM 59001K100 608 48,950 SH   SOLE   48,950 0 0
MFA FINL INC COM 55272X102 179 23,460 SH   SOLE   23,460 0 0
MGIC INVT CORP WIS COM 552848103 259 25,456 SH   SOLE   25,456 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 4,091 2,750,000 PRN   SOLE   2,750,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 907 21,104 SH   SOLE   21,104 0 0
MICHAELS COS INC COM 59408Q106 1,283 62,717 SH   SOLE   62,717 0 0
MICRON TECHNOLOGY INC COM 595112103 2,158 98,431 SH   SOLE   98,431 0 0
MICROSEMI CORP COM 595137100 962 17,826 SH   SOLE   17,826 0 0
MICROSOFT CORP COM 594918104 531 8,540 SH   SOLE   8,540 0 0
MICROSTRATEGY INC CL A NEW 594972408 240 1,216 SH   SOLE   1,216 0 0
MID-AMER APT CMNTYS INC COM 59522J103 202 2,065 SH   SOLE   2,065 0 0
MIDDLEBY CORP COM 596278101 372 2,889 SH   SOLE   2,889 0 0
MINERALS TECHNOLOGIES INC COM 603158106 310 4,019 SH   SOLE   4,019 0 0
MITEL NETWORKS CORP COM 60671Q104 70 10,238 SH   SOLE   10,238 0 0
MKS INSTRUMENT INC COM 55306N104 232 3,908 SH   SOLE   3,908 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 92 10,081 SH   SOLE   10,081 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 572 15,000 SH   SOLE   15,000 0 0
MOHAWK INDS INC COM 608190104 1,396 6,992 SH   SOLE   6,992 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,339 24,670 SH   SOLE   24,670 0 0
MOLSON COORS BREWING CO CL B 60871R209 596 6,128 SH   SOLE   6,128 0 0
MONSANTO CO NEW COM 61166W101 901 8,564 SH   SOLE   8,564 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 660 14,889 SH   SOLE   14,889 0 0
MOODYS CORP COM 615369105 584 6,191 SH   SOLE   6,191 0 0
MORGAN STANLEY COM NEW 617446448 462 10,927 SH   SOLE   10,927 0 0
MORNINGSTAR INC COM 617700109 266 3,620 SH   SOLE   3,620 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 738 8,903 SH   SOLE   8,903 0 0
MPLX LP COM UNIT REP LTD 55336V100 519 15,000 SH Call SOLE   15,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 346 10,000 SH   SOLE   10,000 0 0
MRC GLOBAL INC COM 55345K103 444 21,930 SH   SOLE   21,930 0 0
MSC INDL DIRECT INC CL A 553530106 395 4,280 SH   SOLE   4,280 0 0
MUELLER WTR PRODS INC COM SER A 624758108 318 23,925 SH   SOLE   23,925 0 0
MURPHY OIL CORP COM 626717102 1,133 36,407 SH   SOLE   36,407 0 0
MURPHY USA INC COM 626755102 231 3,764 SH   SOLE   3,764 0 0
MYRIAD GENETICS INC COM 62855J104 374 22,436 SH   SOLE   22,436 0 0
NASDAQ INC COM 631103108 603 8,986 SH   SOLE   8,986 0 0
NATIONAL FUEL GAS CO N J COM 636180101 210 3,713 SH   SOLE   3,713 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 335 5,744 SH   SOLE   5,744 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 528 11,953 SH   SOLE   11,953 0 0
NAVISTAR INTL CORP NEW COM 63934E108 6,274 200,000 SH Put SOLE   200,000 0 0
NAVIENT CORP COM 63938C108 262 15,940 SH   SOLE   15,940 0 0
NAVIGANT CONSULTING INC COM 63935N107 281 10,718 SH   SOLE   10,718 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 2,978 3,000,000 PRN   SOLE   3,000,000 0 0
NCR CORP NEW COM 62886E108 1,287 31,743 SH   SOLE   31,743 0 0
NETAPP INC COM 64110D104 1,166 33,049 SH   SOLE   33,049 0 0
NETFLIX INC COM 64110L106 373 3,011 SH   SOLE   3,011 0 0
NETGEAR INC COM 64111Q104 228 4,196 SH   SOLE   4,196 0 0
NEW GOLD INC CDA COM 644535106 42 12,132 SH   SOLE   12,132 0 0
NEW JERSEY RES COM 646025106 636 17,929 SH   SOLE   17,929 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 176 10,984 SH   SOLE   10,984 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 514 12,200 SH   SOLE   12,200 0 0
NEW SR INVT GROUP INC COM 648691103 204 20,854 SH   SOLE   20,854 0 0
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NEWFIELD EXPL CO COM 651290108 1,794 44,308 SH   SOLE   44,308 0 0
NEWMONT MINING CORP COM 651639106 492 14,439 SH   SOLE   14,439 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 108 14,363 SH   SOLE   14,363 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 2,232 2,200,000 PRN   SOLE   2,200,000 0 0
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NIC INC COM 62914B100 330 13,823 SH   SOLE   13,823 0 0
NISOURCE INC COM 65473P105 4,361 196,954 SH   SOLE   196,954 0 0
NOBLE CORP PLC SHS USD G65431101 428 72,376 SH   SOLE   72,376 0 0
NOBLE ENERGY INC COM 655044105 1,176 30,908 SH   SOLE   30,908 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 67 11,306 SH   SOLE   11,306 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 288 34,334 SH   SOLE   34,334 0 0
NORDSON CORP COM 655663102 717 6,400 SH   SOLE   6,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,427 6,135 SH   SOLE   6,135 0 0
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NORTHWESTERN CORP COM NEW 668074305 2,372 41,713 SH   SOLE   41,713 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 508 11,946 SH   SOLE   11,946 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 104 14,700 SH   SOLE   14,700 0 0
NOVO-NORDISK A S ADR 670100205 652 18,185 SH   SOLE   18,185 0 0
NOW INC COM 67011P100 381 18,634 SH   SOLE   18,634 0 0
NRG ENERGY INC COM NEW 629377508 523 42,663 SH   SOLE   42,663 0 0
NTT DOCOMO INC SPONS ADR 62942M201 231 10,164 SH   SOLE   10,164 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 701 47,036 SH   SOLE   47,036 0 0
NUCOR CORP COM 670346105 2,117 35,564 SH   SOLE   35,564 0 0
NVIDIA CORP COM 67066G104 395 3,700 SH   SOLE   3,700 0 0
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NXP SEMICONDUCTORS N V COM N6596X109 1,960 20,000 SH Call SOLE   20,000 0 0
OASIS PETE INC NEW COM 674215108 440 29,089 SH   SOLE   29,089 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 414 5,806 SH   SOLE   5,806 0 0
OCEANEERING INTL INC COM 675232102 880 31,200 SH   SOLE   31,200 0 0
OCLARO INC COM NEW 67555N206 962 107,500 SH   SOLE   107,500 0 0
OFFICE DEPOT INC COM 676220106 81 17,988 SH   SOLE   17,988 0 0
OFG BANCORP COM 67103X102 137 10,483 SH   SOLE   10,483 0 0
OGE ENERGY CORP COM 670837103 514 15,354 SH   SOLE   15,354 0 0
OWENS ILL INC COM NEW 690768403 348 20,000 SH Call SOLE   20,000 0 0
OLD REP INTL CORP COM 680223104 861 45,298 SH   SOLE   45,298 0 0
OM ASSET MGMT PLC SHS G67506108 230 15,857 SH   SOLE   15,857 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 10,059 8,286,000 PRN   SOLE   8,286,000 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 323 7,500 SH   SOLE   7,500 0 0
OPKO HEALTH INC COM 68375N103 483 51,949 SH   SOLE   51,949 0 0
ORACLE CORP COM 68389X105 1,028 26,745 SH   SOLE   26,745 0 0
ORACLE CORP COM 68389X105 385 10,000 SH Call SOLE   10,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 764 2,745 SH   SOLE   2,745 0 0
ORTHOFIX INTL N V COM N6748L102 233 6,436 SH   SOLE   6,436 0 0
OSHKOSH CORP COM 688239201 1,867 28,894 SH   SOLE   28,894 0 0
OUTFRONT MEDIA INC COM 69007J106 389 15,649 SH   SOLE   15,649 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 64 16,811 SH   SOLE   16,811 0 0
OWENS CORNING NEW COM 690742101 754 14,621 SH   SOLE   14,621 0 0
OWENS ILL INC COM NEW 690768403 1,396 80,198 SH   SOLE   80,198 0 0
PG&E CORP COM 69331C108 11,504 189,299 SH   SOLE   189,299 0 0
PACCAR INC COM 693718108 523 8,184 SH   SOLE   8,184 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 4,452 3,160,000 PRN   SOLE   3,160,000 0 0
PACKAGING CORP AMER COM 695156109 623 7,349 SH   SOLE   7,349 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 601 61,300 SH Call SOLE   61,300 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 7,002 5,500,000 PRN   SOLE   5,500,000 0 0
PALO ALTO NETWORKS INC COM 697435105 415 3,318 SH   SOLE   3,318 0 0
PAN AMERICAN SILVER CORP COM 697900108 674 44,725 SH   SOLE   44,725 0 0
PANERA BREAD CO CL A 69840W108 280 1,363 SH   SOLE   1,363 0 0
PARAMOUNT GROUP INC COM 69924R108 255 15,958 SH   SOLE   15,958 0 0
PARSLEY ENERGY INC CL A 701877102 303 8,600 SH   SOLE   8,600 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 596 31,359 SH   SOLE   31,359 0 0
PATTERSON UTI ENERGY INC COM 703481101 543 20,163 SH   SOLE   20,163 0 0
PAYCHEX INC COM 704326107 250 4,105 SH   SOLE   4,105 0 0
PAYLOCITY HLDG CORP COM 70438V106 255 8,498 SH   SOLE   8,498 0 0
PAYPAL HLDGS INC COM 70450Y103 352 8,913 SH   SOLE   8,913 0 0
PAYCHEX INC COM 704326107 1,218 20,000 SH Put SOLE   20,000 0 0
PAYCHEX INC COM 704326107 913 15,000 SH Call SOLE   15,000 0 0
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PDC ENERGY INC COM 69327R101 1,413 19,463 SH   SOLE   19,463 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 370 12,445 SH   SOLE   12,445 0 0
PENN NATL GAMING INC COM 707569109 331 23,991 SH   SOLE   23,991 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 489 25,793 SH   SOLE   25,793 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 430 8,289 SH   SOLE   8,289 0 0
PENTAIR PLC SHS G7S00T104 870 15,512 SH   SOLE   15,512 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 303 15,652 SH   SOLE   15,652 0 0
PEPSICO INC COM 713448108 2,387 22,812 SH   SOLE   22,812 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 453 18,855 SH   SOLE   18,855 0 0
PFIZER INC COM 717081103 928 28,574 SH   SOLE   28,574 0 0
PHH CORP COM NEW 693320202 205 13,551 SH   SOLE   13,551 0 0
PHILIP MORRIS INTL INC COM 718172109 930 10,161 SH   SOLE   10,161 0 0
PHOTRONICS INC COM 719405102 127 11,199 SH   SOLE   11,199 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 303 15,939 SH   SOLE   15,939 0 0
PINNACLE FOODS INC DEL COM 72348P104 210 3,921 SH   SOLE   3,921 0 0
PINNACLE WEST CAP CORP COM 723484101 6,312 80,895 SH   SOLE   80,895 0 0
PIONEER NAT RES CO COM 723787107 462 2,563 SH   SOLE   2,563 0 0
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PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 242 7,500 SH   SOLE   7,500 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 263 7,572 SH   SOLE   7,572 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 2,975 303,282 SH   SOLE   303,282 0 0
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POLYONE CORP COM 73179P106 424 13,233 SH   SOLE   13,233 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,025 46,737 SH   SOLE   46,737 0 0
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POWERSHARES INDIA ETF TR INDIA PORT 73935L100 260 13,477 SH   SOLE   13,477 0 0
PPG INDS INC COM 693506107 1,895 20,000 SH Call SOLE   20,000 0 0
PPG INDS INC COM 693506107 3,672 38,750 SH   SOLE   38,750 0 0
PPL CORP COM 69351T106 553 16,233 SH   SOLE   16,233 0 0
PREMIER INC CL A 74051N102 823 27,124 SH   SOLE   27,124 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 216 4,143 SH   SOLE   4,143 0 0
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PRIVATEBANCORP INC COM 742962103 323 5,968 SH   SOLE   5,968 0 0
PROASSURANCE CORP COM 74267C106 399 7,106 SH   SOLE   7,106 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,196 33,695 SH   SOLE   33,695 0 0
PROLOGIS INC COM 74340W103 1,190 22,542 SH   SOLE   22,542 0 0
PROOFPOINT INC COM 743424103 2,361 33,420 SH   SOLE   33,420 0 0
PRUDENTIAL FINL INC COM 744320102 1,041 10,000 SH Put SOLE   10,000 0 0
PRUDENTIAL FINL INC COM 744320102 260 2,500 SH Call SOLE   2,500 0 0
PRUDENTIAL FINL INC COM 744320102 816 7,843 SH   SOLE   7,843 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 228 1,957 SH   SOLE   1,957 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,326 30,215 SH   SOLE   30,215 0 0
PURE STORAGE INC CL A 74624M102 241 21,311 SH   SOLE   21,311 0 0
PVH CORP COM 693656100 1,165 12,910 SH   SOLE   12,910 0 0
PRAXAIR INC COM 74005P104 586 5,000 SH Call SOLE   5,000 0 0
QEP RES INC COM 74733V100 764 41,494 SH   SOLE   41,494 0 0
QORVO INC COM 74736K101 243 4,600 SH   SOLE   4,600 0 0
QUAD / GRAPHICS INC COM CL A 747301109 224 8,320 SH   SOLE   8,320 0 0
QUALCOMM INC COM 747525103 1,214 18,618 SH   SOLE   18,618 0 0
QUEST DIAGNOSTICS INC COM 74834L100 246 2,680 SH   SOLE   2,680 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 202 7,050 SH   SOLE   7,050 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 621 8,170 SH   SOLE   8,170 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 48 14,369 SH   SOLE   14,369 0 0
RALPH LAUREN CORP CL A 751212101 368 4,072 SH   SOLE   4,072 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 268 16,148 SH   SOLE   16,148 0 0
RANGE RES CORP COM 75281A109 597 17,388 SH   SOLE   17,388 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,544 22,286 SH   SOLE   22,286 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 1,159 10,000 SH   SOLE   10,000 0 0
RAYONIER INC COM 754907103 364 13,678 SH   SOLE   13,678 0 0
RAYTHEON CO COM NEW 755111507 2,517 17,723 SH   SOLE   17,723 0 0
REALOGY HLDGS CORP COM 75605Y106 2,321 90,195 SH   SOLE   90,195 0 0
REALTY INCOME CORP COM 756109104 578 10,054 SH   SOLE   10,054 0 0
RED HAT INC COM 756577102 3,636 52,162 SH   SOLE   52,162 0 0
REGAL BELOIT CORP COM 758750103 526 7,596 SH   SOLE   7,596 0 0
REGENERON PHARMACEUTICALS COM 75886F107 961 2,618 SH   SOLE   2,618 0 0
REGIONS FINL CORP NEW COM 7591EP100 679 47,318 SH   SOLE   47,318 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 252 2,000 SH   SOLE   2,000 0 0
RENT A CTR INC NEW COM 76009N100 130 11,542 SH   SOLE   11,542 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 4,748 4,000,000 PRN   SOLE   4,000,000 0 0
RESOLUTE FST PRODS INC COM 76117W109 82 15,411 SH   SOLE   15,411 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,227 80,026 SH   SOLE   80,026 0 0
RICE ENERGY INC COM 762760106 717 33,595 SH   SOLE   33,595 0 0
RINGCENTRAL INC CL A 76680R206 606 29,410 SH   SOLE   29,410 0 0
ROBERT HALF INTL INC COM 770323103 1,078 22,089 SH   SOLE   22,089 0 0
ROCKWELL COLLINS INC COM 774341101 285 3,071 SH   SOLE   3,071 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 231 5,983 SH   SOLE   5,983 0 0
ROLLINS INC COM 775711104 556 16,464 SH   SOLE   16,464 0 0
ROSS STORES INC COM 778296103 410 6,255 SH   SOLE   6,255 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 306 16,212 SH   SOLE   16,212 0 0
ROYAL GOLD INC COM 780287108 1,386 21,883 SH   SOLE   21,883 0 0
RPC INC COM 749660106 486 24,528 SH   SOLE   24,528 0 0
DONNELLEY R R & SONS CO WHEN ISSUED 257867200 851 52,167 SH   SOLE   52,167 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 204 3,234 SH   SOLE   3,234 0 0
S&P GLOBAL INC COM 78409V104 1,556 14,473 SH   SOLE   14,473 0 0
SABRE CORP COM 78573M104 388 15,562 SH   SOLE   15,562 0 0
SAIA INC COM 78709Y105 252 5,707 SH   SOLE   5,707 0 0
SALESFORCE COM INC COM 79466L302 617 9,009 SH   SOLE   9,009 0 0
SANDRIDGE ENERGY INC NOTE 10/0 80007PBC2 471 376,539 PRN   SOLE   376,539 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 289 21,443 SH   SOLE   21,443 0 0
SASOL LTD SPONSORED ADR 803866300 336 11,735 SH   SOLE   11,735 0 0
SBA COMMUNICATIONS CORP COM 78388J106 254 2,459 SH   SOLE   2,459 0 0
SCANA CORP NEW COM 80589M102 939 12,811 SH   SOLE   12,811 0 0
SCHLUMBERGER LTD COM 806857108 697 8,300 SH   SOLE   8,300 0 0
SCHNITZER STL INDS CL A 806882106 294 11,423 SH   SOLE   11,423 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 302 3,559 SH   SOLE   3,559 0 0
SCORPIO TANKERS INC SHS Y7542C106 443 97,787 SH   SOLE   97,787 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 203 2,121 SH   SOLE   2,121 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 370 5,187 SH   SOLE   5,187 0 0
SEALED AIR CORP NEW COM 81211K100 984 21,701 SH   SOLE   21,701 0 0
SEAWORLD ENTMT INC COM 81282V100 230 12,165 SH   SOLE   12,165 0 0
SELECT COMFORT CORP COM 81616X103 219 9,668 SH   SOLE   9,668 0 0
SEMPRA ENERGY COM 816851109 2,413 23,972 SH   SOLE   23,972 0 0
SEMTECH CORP COM 816850101 592 18,773 SH   SOLE   18,773 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 268 3,409 SH   SOLE   3,409 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 286 6,700 SH   SOLE   6,700 0 0
SERVICE CORP INTL COM 817565104 297 10,455 SH   SOLE   10,455 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 306 8,132 SH   SOLE   8,132 0 0
SERVICENOW INC COM 81762P102 646 8,689 SH   SOLE   8,689 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 213 5,699 SH   SOLE   5,699 0 0
SHAKE SHACK INC CL A 819047101 211 5,900 SH   SOLE   5,900 0 0
SHERWIN WILLIAMS CO COM 824348106 1,068 3,974 SH   SOLE   3,974 0 0
SHORETEL INC COM 825211105 2,165 302,739 SH   SOLE   302,739 0 0
SHUTTERFLY INC COM 82568P304 209 4,172 SH   SOLE   4,172 0 0
SIGNET JEWELERS LIMITED SHS G81276100 255 2,709 SH   SOLE   2,709 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 158 21,600 SH   SOLE   21,600 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 9,314 10,035,000 PRN   SOLE   10,035,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 838 4,719 SH   SOLE   4,719 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 546 12,478 SH   SOLE   12,478 0 0
SINA CORP ORD G81477104 497 8,176 SH   SOLE   8,176 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,192 19,885 SH   SOLE   19,885 0 0
SKECHERS U S A INC CL A 830566105 383 15,563 SH   SOLE   15,563 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 255 3,418 SH   SOLE   3,418 0 0
SL GREEN RLTY CORP COM 78440X101 1,129 10,500 SH   SOLE   10,500 0 0
SM ENERGY CO COM 78454L100 245 7,114 SH   SOLE   7,114 0 0
SMITH A O COM 831865209 694 14,664 SH   SOLE   14,664 0 0
SNAP ON INC COM 833034101 273 1,596 SH   SOLE   1,596 0 0
SOHU COM INC COM 83408W103 480 14,150 SH   SOLE   14,150 0 0
SONIC CORP COM 835451105 279 10,527 SH   SOLE   10,527 0 0
SOUTH ST CORP COM 840441109 312 3,565 SH   SOLE   3,565 0 0
SOUTHERN COPPER CORP COM 84265V105 555 17,374 SH   SOLE   17,374 0 0
SOUTHWEST AIRLS CO COM 844741108 650 13,049 SH   SOLE   13,049 0 0
SOUTHWEST GAS CORP COM 844895102 2,422 31,609 SH   SOLE   31,609 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 702 19,466 SH   SOLE   19,466 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 335 4,654 SH   SOLE   4,654 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 315 7,923 SH   SOLE   7,923 0 0
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 214 5,931 SH   SOLE   5,931 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,692 65,000 SH   SOLE   65,000 0 0
SPIRE INC COM 84857L101 1,750 27,115 SH   SOLE   27,115 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 660 11,310 SH   SOLE   11,310 0 0
SPLUNK INC COM 848637104 1,052 20,575 SH   SOLE   20,575 0 0
SPRINT CORP COM SER 1 85207U105 135 16,021 SH   SOLE   16,021 0 0
SPROUTS FMRS MKT INC COM 85208M102 727 38,449 SH   SOLE   38,449 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 29,081 130,100 SH Put SOLE   130,100 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 41,264 184,600 SH Call SOLE   184,600 0 0
SQUARE INC CL A 852234103 187 13,685 SH   SOLE   13,685 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 322 11,247 SH   SOLE   11,247 0 0
ST JOE CO COM 790148100 226 11,900 SH   SOLE   11,900 0 0
ST JUDE MED INC COM 790849103 278 3,471 SH   SOLE   3,471 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,967 25,871 SH   SOLE   25,871 0 0
STAPLES INC COM 855030102 288 31,836 SH   SOLE   31,836 0 0
STARBUCKS CORP COM 855244109 1,687 30,381 SH   SOLE   30,381 0 0
STATE STR CORP COM 857477103 1,125 14,476 SH   SOLE   14,476 0 0
STATOIL ASA SPONSORED ADR 85771P102 271 14,855 SH   SOLE   14,855 0 0
STEEL DYNAMICS INC COM 858119100 2,048 57,566 SH   SOLE   57,566 0 0
STEELCASE INC CL A 858155203 199 11,123 SH   SOLE   11,123 0 0
STERICYCLE INC COM 858912108 307 3,982 SH   SOLE   3,982 0 0
STERIS PLC SHS USD G84720104 404 6,000 SH   SOLE   6,000 0 0
STERLING BANCORP DEL COM 85917A100 369 15,761 SH   SOLE   15,761 0 0
MADDEN STEVEN LTD COM 556269108 794 22,221 SH   SOLE   22,221 0 0
STILLWATER MNG CO COM 86074Q102 372 23,072 SH   SOLE   23,072 0 0
SCORPIO TANKERS INC SHS Y7542C106 1,472 325,000 SH Call SOLE   325,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,259 69,100 SH Put SOLE   69,100 0 0
SUNCOR ENERGY INC NEW COM 867224107 4,109 125,700 SH Call SOLE   125,700 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 6,474 6,050,000 PRN   SOLE   6,050,000 0 0
SUMMIT HOTEL PPTYS COM 866082100 381 23,797 SH   SOLE   23,797 0 0
SUMMIT MATLS INC CL A 86614U100 557 23,400 SH   SOLE   23,400 0 0
SUNOCO LP COM U REP LP 86765K109 1,479 55,000 SH Call SOLE   55,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 9,974 305,103 SH   SOLE   305,103 0 0
SUNPOWER CORP COM 867652406 407 61,538 SH   SOLE   61,538 0 0
SUNTRUST BKS INC COM 867914103 2,362 43,068 SH   SOLE   43,068 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 207 12,279 SH   SOLE   12,279 0 0
SWIFT TRANSN CO CL A 87074U101 748 30,692 SH   SOLE   30,692 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 307 8,024 SH   SOLE   8,024 0 0
SYNCHRONY FINL COM 87165B103 613 16,897 SH   SOLE   16,897 0 0
SYNNEX CORP COM 87162W100 362 2,993 SH   SOLE   2,993 0 0
SYNOPSYS INC COM 871607107 996 16,915 SH   SOLE   16,915 0 0
SYNOVUS FINL CORP COM NEW 87161C501 343 8,349 SH   SOLE   8,349 0 0
SYSCO CORP COM 871829107 983 17,751 SH   SOLE   17,751 0 0
PRICE T ROWE GROUP INC COM 74144T108 799 10,618 SH   SOLE   10,618 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,185 41,227 SH   SOLE   41,227 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 420 11,728 SH   SOLE   11,728 0 0
TARGA RES CORP COM 87612G101 1,121 20,000 SH   SOLE   20,000 0 0
TARGET CORP COM 87612E106 1,768 24,478 SH   SOLE   24,478 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 10,968 268,700 SH Put SOLE   268,700 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 318 7,800 SH Call SOLE   7,800 0 0
TCF FINL CORP COM 872275102 421 21,500 SH   SOLE   21,500 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 903 20,717 SH   SOLE   20,717 0 0
TE CONNECTIVITY LTD REG SHS H84989104 335 4,842 SH   SOLE   4,842 0 0
TECH DATA CORP COM 878237106 766 9,047 SH   SOLE   9,047 0 0
TECK RESOURCES LTD CL B 878742204 1,954 97,537 SH   SOLE   97,537 0 0
TEEKAY TANKERS LTD CL A Y8565N102 29 12,867 SH   SOLE   12,867 0 0
TEGNA INC COM 87901J105 1,095 51,214 SH   SOLE   51,214 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 317 2,576 SH   SOLE   2,576 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 203 6,967 SH   SOLE   6,967 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 323 11,183 SH   SOLE   11,183 0 0
TENNECO INC COM 880349105 1,249 20,000 SH Call SOLE   20,000 0 0
TENAX THERAPEUTICS INC COM 88032L100 63 32,140 SH   SOLE   32,140 0 0
TENNECO INC COM 880349105 395 6,323 SH   SOLE   6,323 0 0
TERADATA CORP DEL COM 88076W103 257 9,452 SH   SOLE   9,452 0 0
TERADYNE INC COM 880770102 314 12,350 SH   SOLE   12,350 0 0
TEREX CORP NEW COM 880779103 344 10,920 SH   SOLE   10,920 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 32,959 8,500,000 PRN   SOLE   8,500,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 2,331 2,500,000 PRN   SOLE   2,500,000 0 0
TESORO CORP COM 881609101 1,520 17,377 SH   SOLE   17,377 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 381 7,500 SH   SOLE   7,500 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 148 29,568 SH   SOLE   29,568 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 861 23,752 SH   SOLE   23,752 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 208 2,648 SH   SOLE   2,648 0 0
TEXAS INSTRS INC COM 882508104 2,003 27,451 SH   SOLE   27,451 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 6,851 6,000,000 PRN   SOLE   6,000,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,336 16,559 SH   SOLE   16,559 0 0
THOR INDS INC COM 885160101 358 3,574 SH   SOLE   3,574 0 0
TIMKEN CO COM 887389104 354 8,905 SH   SOLE   8,905 0 0
TJX COS INC NEW COM 872540109 1,679 22,351 SH   SOLE   22,351 0 0
T MOBILE US INC COM 872590104 857 14,900 SH   SOLE   14,900 0 0
TOLL BROTHERS INC COM 889478103 3,015 97,243 SH   SOLE   97,243 0 0
TORCHMARK CORP COM 891027104 211 2,867 SH   SOLE   2,867 0 0
TORO CO COM 891092108 328 5,865 SH   SOLE   5,865 0 0
TOTAL SYS SVCS INC COM 891906109 1,257 25,634 SH   SOLE   25,634 0 0
TRANSUNION COM 89400J107 396 12,795 SH   SOLE   12,795 0 0
TRAVELCENTERS AMER LLC COM 894174101 213 30,000 SH   SOLE   30,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 299 2,440 SH   SOLE   2,440 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 173 12,285 SH   SOLE   12,285 0 0
TREEHOUSE FOODS INC COM 89469A104 229 3,170 SH   SOLE   3,170 0 0
TRIBUNE MEDIA CO CL A 896047503 251 7,179 SH   SOLE   7,179 0 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 4,788 5,000,000 PRN   SOLE   5,000,000 0 0
TRUEBLUE INC COM 89785X101 214 8,692 SH   SOLE   8,692 0 0
TRUECAR INC COM 89785L107 243 19,419 SH   SOLE   19,419 0 0
TUPPERWARE BRANDS CORP COM 899896104 316 6,000 SH   SOLE   6,000 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 711 26,089 SH   SOLE   26,089 0 0
TWITTER INC COM 90184L102 248 15,200 SH   SOLE   15,200 0 0
TWO HBRS INVT CORP COM 90187B101 161 18,473 SH   SOLE   18,473 0 0
TYSON FOODS INC CL A 902494103 1,790 29,027 SH   SOLE   29,027 0 0
UBS GROUP AG SHS H42097107 289 18,434 SH   SOLE   18,434 0 0
UDR INC COM 902653104 462 12,665 SH   SOLE   12,665 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 444 2,435 SH   SOLE   2,435 0 0
UMB FINL CORP COM 902788108 209 2,715 SH   SOLE   2,715 0 0
UMPQUA HLDGS CORP COM 904214103 378 20,110 SH   SOLE   20,110 0 0
UNIT CORP COM 909218109 405 15,061 SH   SOLE   15,061 0 0
UNITED BANKSHARES INC WEST V COM 909907107 207 4,485 SH   SOLE   4,485 0 0
UNITED CONTL HLDGS INC COM 910047109 2,340 32,107 SH   SOLE   32,107 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,191 10,393 SH   SOLE   10,393 0 0
UNITED RENTALS INC COM 911363109 809 7,666 SH   SOLE   7,666 0 0
UNITED STATES STL CORP NEW COM 912909108 1,941 58,786 SH   SOLE   58,786 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,298 8,111 SH   SOLE   8,111 0 0
UNIVERSAL FST PRODS INC COM 913543104 235 2,298 SH   SOLE   2,298 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,176 11,058 SH   SOLE   11,058 0 0
UNUM GROUP COM 91529Y106 759 17,276 SH   SOLE   17,276 0 0
US BANCORP DEL COM NEW 902973304 387 7,538 SH   SOLE   7,538 0 0
US FOODS HLDG CORP COM 912008109 1,400 50,958 SH   SOLE   50,958 0 0
U S SILICA HLDGS INC COM 90346E103 465 8,200 SH   SOLE   8,200 0 0
U S G CORP COM NEW 903293405 642 22,221 SH   SOLE   22,221 0 0
VALE S A ADR 91912E105 85 11,185 SH   SOLE   11,185 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 565 38,900 SH   SOLE   38,900 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 502 9,132 SH   SOLE   9,132 0 0
VANECK VECTORS ETF TR COAL ETF 92189F809 139 11,366 SH   SOLE   11,366 0 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 2,213 54,281 SH   SOLE   54,281 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 569 11,861 SH   SOLE   11,861 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 403 8,126 SH   SOLE   8,126 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 338 5,535 SH   SOLE   5,535 0 0
VARIAN MED SYS INC COM 92220P105 502 5,595 SH   SOLE   5,595 0 0
VENTAS INC COM 92276F100 501 8,016 SH   SOLE   8,016 0 0
VEREIT INC COM 92339V100 308 36,453 SH   SOLE   36,453 0 0
VERINT SYS INC COM 92343X100 261 7,400 SH   SOLE   7,400 0 0
VERISIGN INC COM 92343E102 395 5,188 SH   SOLE   5,188 0 0
VERISK ANALYTICS INC COM 92345Y106 531 6,544 SH   SOLE   6,544 0 0
VERSUM MATLS INC COM 92532W103 241 8,577 SH   SOLE   8,577 0 0
V F CORP COM 918204108 203 3,798 SH   SOLE   3,798 0 0
VIACOM INC NEW CL B 92553P201 403 11,468 SH   SOLE   11,468 0 0
VIAVI SOLUTIONS INC COM 925550105 320 39,100 SH   SOLE   39,100 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 1,502 1,500,000 PRN   SOLE   1,500,000 0 0
VISA INC COM CL A 92826C839 407 5,214 SH   SOLE   5,214 0 0
VISTA OUTDOOR INC COM 928377100 790 21,403 SH   SOLE   21,403 0 0
VISTEON CORP COM NEW 92839U206 466 5,799 SH   SOLE   5,799 0 0
VONAGE HLDGS CORP COM 92886T201 1,679 245,085 SH   SOLE   245,085 0 0
VOYA FINL INC COM 929089100 759 19,358 SH   SOLE   19,358 0 0
VULCAN MATLS CO COM 929160109 1,857 14,838 SH   SOLE   14,838 0 0
VWR CORP COM 91843L103 3,000 119,858 SH   SOLE   119,858 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 10,181 399,100 SH Put SOLE   399,100 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 776 30,400 SH Call SOLE   30,400 0 0
WABASH NATL CORP COM 929566107 292 18,487 SH   SOLE   18,487 0 0
WABCO HLDGS INC COM 92927K102 889 8,378 SH   SOLE   8,378 0 0
WADDELL & REED FINL INC CL A 930059100 233 11,968 SH   SOLE   11,968 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,478 17,855 SH   SOLE   17,855 0 0
WAL-MART STORES INC COM 931142103 964 13,940 SH   SOLE   13,940 0 0
DISNEY WALT CO COM DISNEY 254687106 865 8,300 SH   SOLE   8,300 0 0
WASHINGTON FED INC COM 938824109 354 10,304 SH   SOLE   10,304 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 595 18,213 SH   SOLE   18,213 0 0
WASTE CONNECTIONS INC COM 94106B101 549 6,981 SH   SOLE   6,981 0 0
WASTE MGMT INC DEL COM 94106L109 2,974 41,942 SH   SOLE   41,942 0 0
WATERS CORP COM 941848103 429 3,192 SH   SOLE   3,192 0 0
WATSCO INC COM 942622200 207 1,400 SH   SOLE   1,400 0 0
WAYFAIR INC CL A 94419L101 229 6,537 SH   SOLE   6,537 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 159 31,888 SH   SOLE   31,888 0 0
WEBMD HEALTH CORP COM 94770V102 506 10,210 SH   SOLE   10,210 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 485 13,543 SH   SOLE   13,543 0 0
WELLS FARGO & CO NEW COM 949746101 745 13,510 SH   SOLE   13,510 0 0
WESCO INTL INC COM 95082P105 1,020 15,321 SH   SOLE   15,321 0 0
WESTERN ALLIANCE BANCORP COM 957638109 656 13,472 SH   SOLE   13,472 0 0
WESTERN DIGITAL CORP COM 958102105 2,532 37,260 SH   SOLE   37,260 0 0
WESTERN REFNG INC COM 959319104 996 26,318 SH   SOLE   26,318 0 0
WESTLAKE CHEM CORP COM 960413102 1,028 18,354 SH   SOLE   18,354 0 0
WESTROCK CO COM 96145D105 2,792 54,998 SH   SOLE   54,998 0 0
WGL HLDGS INC COM 92924F106 374 4,900 SH   SOLE   4,900 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 533 638 SH   SOLE   638 0 0
WHITING PETE CORP NEW COM 966387102 223 18,566 SH   SOLE   18,566 0 0
WHIRLPOOL CORP COM 963320106 727 4,000 SH Call SOLE   4,000 0 0
WILLIAMS COS INC DEL COM 969457100 1,929 61,955 SH   SOLE   61,955 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 380 10,000 SH   SOLE   10,000 0 0
WILLIAMS SONOMA INC COM 969904101 601 12,411 SH   SOLE   12,411 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 199 27,206 SH   SOLE   27,206 0 0
WISDOMTREE TR EMG MKTS SMCAP 97717W281 278 7,115 SH   SOLE   7,115 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 550 10,078 SH   SOLE   10,078 0 0
WISDOMTREE TR INTL EQUITY FD 97717W703 218 4,697 SH   SOLE   4,697 0 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 281 4,680 SH   SOLE   4,680 0 0
WISDOMTREE INVTS INC COM 97717P104 348 31,200 SH   SOLE   31,200 0 0
WIX COM LTD SHS M98068105 294 6,591 SH   SOLE   6,591 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 204 7,390 SH   SOLE   7,390 0 0
WOODWARD INC COM 980745103 219 3,165 SH   SOLE   3,165 0 0
WORKDAY INC CL A 98138H101 773 11,699 SH   SOLE   11,699 0 0
WORLD FUEL SVCS CORP COM 981475106 226 4,914 SH   SOLE   4,914 0 0
WORTHINGTON INDS INC COM 981811102 440 9,274 SH   SOLE   9,274 0 0
W P CAREY INC COM 92936U109 892 15,092 SH   SOLE   15,092 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 768 10,061 SH   SOLE   10,061 0 0
XCEL ENERGY INC COM 98389B100 3,119 76,625 SH   SOLE   76,625 0 0
XEROX CORP COM 984121103 282 32,352 SH   SOLE   32,352 0 0
XEROX CORP EX DISTRIBUTN 984121129 1,702 292,000 SH   SOLE   292,000 0 0
XILINX INC COM 983919101 937 15,513 SH   SOLE   15,513 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,243 25,000 SH Put SOLE   25,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,130 15,000 SH Put SOLE   15,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 3,023 62,500 SH Put SOLE   62,500 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2,998 62,000 SH Call SOLE   62,000 0 0
EXXON MOBIL CORP COM 30231G102 2,311 25,600 SH Put SOLE   25,600 0 0
EXXON MOBIL CORP COM 30231G102 1,011 11,200 SH Call SOLE   11,200 0 0
XUNLEI LTD SPONSORED ADR 98419E108 76 19,800 SH   SOLE   19,800 0 0
XYLEM INC COM 98419M100 468 9,445 SH   SOLE   9,445 0 0
YAMANA GOLD INC COM 98462Y100 106 37,800 SH   SOLE   37,800 0 0
YANDEX N V SHS CLASS A N97284108 282 14,024 SH   SOLE   14,024 0 0
YAHOO INC NOTE 12/0 984332AF3 17,380 17,500,000 PRN   SOLE   17,500,000 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 408 24,702 SH   SOLE   24,702 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 417 31,400 SH   SOLE   31,400 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 398 30,000 SH Put SOLE   30,000 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 398 30,000 SH Call SOLE   30,000 0 0
YUM BRANDS INC COM 988498101 206 3,260 SH   SOLE   3,260 0 0
YY INC ADS REPCOM CLA 98426T106 548 13,900 SH   SOLE   13,900 0 0
ZAYO GROUP HLDGS INC COM 98919V105 988 30,063 SH   SOLE   30,063 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 447 10,261 SH   SOLE   10,261 0 0
ZILLOW GROUP INC CL A 98954M101 215 5,902 SH   SOLE   5,902 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,275 22,046 SH   SOLE   22,046 0 0
ZIONS BANCORPORATION COM 989701107 226 5,262 SH   SOLE   5,262 0 0