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
A10 NETWORKS INC COM 002121101 107 11,700 SH   SOLE   11,700 0 0
ABBOTT LABS COM 002824100 400 9,000 SH   SOLE   9,000 0 0
ABBVIE INC COM 00287Y109 254 3,900 SH   SOLE   3,900 0 0
ABERCROMBIE & FITCH CO CL A 002896207 812 68,100 SH   SOLE   68,100 0 0
ABIOMED INC COM 003654100 538 4,300 SH   SOLE   4,300 0 0
ACTIVISION BLIZZARD INC COM 00507V109 608 12,200 SH   SOLE   12,200 0 0
ADECOAGRO S A COM L00849106 1,115 97,300 SH   SOLE   97,300 0 0
ADIENT PLC ORD SHS G0084W101 269 3,700 SH   SOLE   3,700 0 0
ADOBE SYS INC COM 00724F101 846 6,500 SH   SOLE   6,500 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 215 5,400 SH   SOLE   5,400 0 0
ADVANSIX INC COM 00773T101 298 10,900 SH   SOLE   10,900 0 0
ADVAXIS INC COM NEW 007624208 317 38,800 SH   SOLE   38,800 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 328 27,200 SH   SOLE   27,200 0 0
AERCAP HOLDINGS NV SHS N00985106 998 21,700 SH   SOLE   21,700 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 660 30,400 SH   SOLE   30,400 0 0
AES CORP COM 00130H105 1,232 110,200 SH   SOLE   110,200 0 0
AETNA INC NEW COM 00817Y108 638 5,000 SH   SOLE   5,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,393 8,500 SH   SOLE   8,500 0 0
AGNC INVT CORP COM 00123Q104 211 10,600 SH   SOLE   10,600 0 0
AGRIUM INC COM 008916108 1,491 15,600 SH   SOLE   15,600 0 0
AIR PRODS & CHEMS INC COM 009158106 568 4,200 SH   SOLE   4,200 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 186 11,600 SH   SOLE   11,600 0 0
AIRGAIN INC COM 00938A104 158 10,400 SH   SOLE   10,400 0 0
ALAMO GROUP INC COM 011311107 472 6,200 SH   SOLE   6,200 0 0
ALARM COM HLDGS INC COM 011642105 510 16,600 SH   SOLE   16,600 0 0
ALASKA AIR GROUP INC COM 011659109 1,005 10,900 SH   SOLE   10,900 0 0
ALBEMARLE CORP COM 012653101 497 4,700 SH   SOLE   4,700 0 0
ALCOA CORP COM 013872106 812 23,600 SH   SOLE   23,600 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 807 7,300 SH   SOLE   7,300 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 630 5,200 SH   SOLE   5,200 0 0
ALIGN TECHNOLOGY INC COM 016255101 252 2,200 SH   SOLE   2,200 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 681 9,000 SH   SOLE   9,000 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 444 12,300 SH   SOLE   12,300 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 206 12,000 SH   SOLE   12,000 0 0
AMBAC FINL GROUP INC COM NEW 023139884 339 18,000 SH   SOLE   18,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 681 5,600 SH   SOLE   5,600 0 0
AMERIPRISE FINL INC COM 03076C106 1,115 8,600 SH   SOLE   8,600 0 0
AMGEN INC COM 031162100 328 2,000 SH   SOLE   2,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 396 34,200 SH   SOLE   34,200 0 0
AMPHENOL CORP NEW CL A 032095101 989 13,900 SH   SOLE   13,900 0 0
AMTRUST FINL SVCS INC COM 032359309 318 17,200 SH   SOLE   17,200 0 0
ANADARKO PETE CORP COM 032511107 620 10,000 SH   SOLE   10,000 0 0
ANALOG DEVICES INC COM 032654105 836 10,200 SH   SOLE   10,200 0 0
ANGIODYNAMICS INC COM 03475V101 210 12,100 SH   SOLE   12,100 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 538 4,900 SH   SOLE   4,900 0 0
ANSYS INC COM 03662Q105 631 5,900 SH   SOLE   5,900 0 0
ANTHEM INC COM 036752103 1,108 6,700 SH   SOLE   6,700 0 0
APPLE INC COM 037833100 718 5,000 SH   SOLE   5,000 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 319 18,700 SH   SOLE   18,700 0 0
ARCBEST CORP COM 03937C105 216 8,300 SH   SOLE   8,300 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1,244 149,000 SH   SOLE   149,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 341 3,600 SH   SOLE   3,600 0 0
ARCH COAL INC CL A 039380407 248 3,600 SH   SOLE   3,600 0 0
ARGAN INC COM 04010E109 595 9,000 SH   SOLE   9,000 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 258 5,600 SH   SOLE   5,600 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 647 61,000 SH   SOLE   61,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 433 3,500 SH   SOLE   3,500 0 0
ASSOCIATED BANC CORP COM 045487105 1,027 42,100 SH   SOLE   42,100 0 0
ASTEC INDS INC COM 046224101 412 6,700 SH   SOLE   6,700 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 220 10,700 SH   SOLE   10,700 0 0
ATHENE HLDG LTD CL A G0684D107 995 19,900 SH   SOLE   19,900 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 768 7,500 SH   SOLE   7,500 0 0
AVERY DENNISON CORP COM 053611109 387 4,800 SH   SOLE   4,800 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 306 39,662 SH   SOLE   39,662 0 0
AVID TECHNOLOGY INC COM 05367P100 287 61,600 SH   SOLE   61,600 0 0
AVIS BUDGET GROUP COM 053774105 315 10,650 SH   SOLE   10,650 0 0
AVON PRODS INC COM 054303102 114 25,900 SH   SOLE   25,900 0 0
AXALTA COATING SYS LTD COM G0750C108 386 12,000 SH   SOLE   12,000 0 0
AXT INC COM 00246W103 198 34,100 SH   SOLE   34,100 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 94 10,100 SH   SOLE   10,100 0 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 559 73,400 SH   SOLE   73,400 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 211 8,400 SH   SOLE   8,400 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 243 6,100 SH   SOLE   6,100 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 335 10,500 SH   SOLE   10,500 0 0
BANK OF THE OZARKS INC COM 063904106 296 5,700 SH   SOLE   5,700 0 0
BANKRATE INC DEL COM 06647F102 163 16,900 SH   SOLE   16,900 0 0
BANKUNITED INC COM 06652K103 213 5,700 SH   SOLE   5,700 0 0
BARD C R INC COM 067383109 920 3,700 SH   SOLE   3,700 0 0
BARNES & NOBLE INC COM 067774109 438 47,400 SH   SOLE   47,400 0 0
BAXTER INTL INC COM 071813109 399 7,700 SH   SOLE   7,700 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 241 13,100 SH   SOLE   13,100 0 0
BELDEN INC COM 077454106 477 6,900 SH   SOLE   6,900 0 0
BENEFICIAL BANCORP INC COM 08171T102 162 10,100 SH   SOLE   10,100 0 0
BGC PARTNERS INC CL A 05541T101 667 58,700 SH   SOLE   58,700 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1,242 34,200 SH   SOLE   34,200 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 237 7,600 SH   SOLE   7,600 0 0
BIG LOTS INC COM 089302103 647 13,300 SH   SOLE   13,300 0 0
BIOGEN INC COM 09062X103 602 2,200 SH   SOLE   2,200 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 284 7,000 SH   SOLE   7,000 0 0
BLOOMIN BRANDS INC COM 094235108 225 11,400 SH   SOLE   11,400 0 0
BLUCORA INC COM 095229100 607 35,100 SH   SOLE   35,100 0 0
BMC STK HLDGS INC COM 05591B109 215 9,500 SH   SOLE   9,500 0 0
BOB EVANS FARMS INC COM 096761101 279 4,300 SH   SOLE   4,300 0 0
BOEING CO COM 097023105 743 4,200 SH   SOLE   4,200 0 0
BOINGO WIRELESS INC COM 09739C102 278 21,400 SH   SOLE   21,400 0 0
BOOT BARN HLDGS INC COM 099406100 273 27,600 SH   SOLE   27,600 0 0
BORGWARNER INC COM 099724106 493 11,800 SH   SOLE   11,800 0 0
BOTTOMLINE TECH DEL INC COM 101388106 416 17,600 SH   SOLE   17,600 0 0
BOX INC CL A 10316T104 235 14,400 SH   SOLE   14,400 0 0
BRADY CORP CL A 104674106 232 6,000 SH   SOLE   6,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 909 13,700 SH   SOLE   13,700 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 557 8,200 SH   SOLE   8,200 0 0
BROOKDALE SR LIVING INC COM 112463104 454 33,800 SH   SOLE   33,800 0 0
BROOKS AUTOMATION INC COM 114340102 318 14,200 SH   SOLE   14,200 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 666 44,700 SH   SOLE   44,700 0 0
BURLINGTON STORES INC COM 122017106 1,518 15,600 SH   SOLE   15,600 0 0
BWX TECHNOLOGIES INC COM 05605H100 647 13,600 SH   SOLE   13,600 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 14,466 424,847 SH   SOLE   424,847 0 0
CABOT CORP COM 127055101 246 4,100 SH   SOLE   4,100 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 237 3,100 SH   SOLE   3,100 0 0
CABOT OIL & GAS CORP COM 127097103 1,236 51,700 SH   SOLE   51,700 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 860 27,400 SH   SOLE   27,400 0 0
CAESARSTONE LTD ORD SHS M20598104 290 8,000 SH   SOLE   8,000 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 241 20,900 SH   SOLE   20,900 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,054 13,100 SH   SOLE   13,100 0 0
CARBONITE INC COM 141337105 678 33,400 SH   SOLE   33,400 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 495 17,500 SH   SOLE   17,500 0 0
CARETRUST REIT INC COM 14174T107 552 32,800 SH   SOLE   32,800 0 0
CARRIZO OIL & GAS INC COM 144577103 218 7,600 SH   SOLE   7,600 0 0
CARTER INC COM 146229109 647 7,200 SH   SOLE   7,200 0 0
CATERPILLAR INC DEL COM 149123101 473 5,100 SH   SOLE   5,100 0 0
CBL & ASSOC PPTYS INC COM 124830100 173 18,100 SH   SOLE   18,100 0 0
CBRE GROUP INC CL A 12504L109 1,680 48,300 SH   SOLE   48,300 0 0
CDK GLOBAL INC COM 12508E101 572 8,800 SH   SOLE   8,800 0 0
CECO ENVIRONMENTAL CORP COM 125141101 405 38,500 SH   SOLE   38,500 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 633 126,000 SH   SOLE   126,000 0 0
CELADON GROUP INC COM 150838100 489 74,600 SH   SOLE   74,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,378 151,900 SH   SOLE   151,900 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 692 37,974 SH   SOLE   37,974 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,020 37,000 SH   SOLE   37,000 0 0
CENTURYLINK INC COM 156700106 504 21,400 SH   SOLE   21,400 0 0
CHARLES RIV LABS INTL INC COM 159864107 378 4,200 SH   SOLE   4,200 0 0
CHEMOURS CO COM 163851108 1,586 41,200 SH   SOLE   41,200 0 0
CHILDRENS PL INC COM 168905107 672 5,600 SH   SOLE   5,600 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 293 3,600 SH   SOLE   3,600 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 260 19,300 SH   SOLE   19,300 0 0
CIRRUS LOGIC INC COM 172755100 1,378 22,700 SH   SOLE   22,700 0 0
CISCO SYS INC COM 17275R102 608 18,000 SH   SOLE   18,000 0 0
CIT GROUP INC COM NEW 125581801 936 21,800 SH   SOLE   21,800 0 0
CITIGROUP INC COM NEW 172967424 353 5,900 SH   SOLE   5,900 0 0
CLIFFS NAT RES INC COM 18683K101 788 96,000 SH   SOLE   96,000 0 0
CME GROUP INC COM 12572Q105 843 7,100 SH   SOLE   7,100 0 0
CMS ENERGY CORP COM 125896100 452 10,100 SH   SOLE   10,100 0 0
COACH INC COM 189754104 715 17,300 SH   SOLE   17,300 0 0
COEUR MNG INC COM NEW 192108504 119 14,700 SH   SOLE   14,700 0 0
COGNEX CORP COM 192422103 1,209 14,400 SH   SOLE   14,400 0 0
COHEN & STEERS INC COM 19247A100 695 17,400 SH   SOLE   17,400 0 0
COLONY STARWOOD HOMES COM 19625X102 645 19,000 SH   SOLE   19,000 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 353 6,000 SH   SOLE   6,000 0 0
COMERICA INC COM 200340107 453 6,600 SH   SOLE   6,600 0 0
COMFORT SYS USA INC COM 199908104 231 6,300 SH   SOLE   6,300 0 0
COMMERCIAL METALS CO COM 201723103 371 19,400 SH   SOLE   19,400 0 0
COMMSCOPE HLDG CO INC COM 20337X109 484 11,600 SH   SOLE   11,600 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 814 42,400 SH   SOLE   42,400 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 564 54,200 SH   SOLE   54,200 0 0
COMPASS MINERALS INTL INC COM 20451N101 204 3,000 SH   SOLE   3,000 0 0
COMPUTER SCIENCES CORP COM 205363104 738 10,700 SH   SOLE   10,700 0 0
CONATUS PHARMACEUTICALS INC COM 20600T108 148 25,600 SH   SOLE   25,600 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 324 19,000 SH   SOLE   19,000 0 0
CONOCOPHILLIPS COM 20825C104 1,436 28,800 SH   SOLE   28,800 0 0
CONSOL ENERGY INC COM 20854P109 1,082 64,500 SH   SOLE   64,500 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 365 15,600 SH   SOLE   15,600 0 0
COOPER COS INC COM NEW 216648402 360 1,800 SH   SOLE   1,800 0 0
COOPER STD HLDGS INC COM 21676P103 222 2,000 SH   SOLE   2,000 0 0
COOPER TIRE & RUBR CO COM 216831107 328 7,400 SH   SOLE   7,400 0 0
COSTAR GROUP INC COM 22160N109 394 1,900 SH   SOLE   1,900 0 0
COTIVITI HLDGS INC COM 22164K101 470 11,300 SH   SOLE   11,300 0 0
COUPA SOFTWARE INC COM 22266L106 681 26,800 SH   SOLE   26,800 0 0
CRANE CO COM 224399105 965 12,900 SH   SOLE   12,900 0 0
CRAY INC COM NEW 225223304 600 27,400 SH   SOLE   27,400 0 0
CREDICORP LTD COM G2519Y108 310 1,900 SH   SOLE   1,900 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 220 14,800 SH   SOLE   14,800 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 859 9,100 SH   SOLE   9,100 0 0
CROWN HOLDINGS INC COM 228368106 868 16,400 SH   SOLE   16,400 0 0
CSX CORP COM 126408103 8,845 190,000 SH Put SOLE   0 0 190,000
CSX CORP COM 126408103 9,047 194,357 SH   SOLE   194,357 0 0
CULLEN FROST BANKERS INC COM 229899109 311 3,500 SH   SOLE   3,500 0 0
CUMMINS INC COM 231021106 333 2,200 SH   SOLE   2,200 0 0
CUSTOMERS BANCORP INC COM 23204G100 227 7,200 SH   SOLE   7,200 0 0
DARLING INGREDIENTS INC COM 237266101 176 12,100 SH   SOLE   12,100 0 0
DASEKE INC COM 23753F107 103 10,200 SH   SOLE   10,200 0 0
DAVITA INC COM 23918K108 428 6,300 SH   SOLE   6,300 0 0
DEAN FOODS CO NEW COM NEW 242370203 277 14,100 SH   SOLE   14,100 0 0
DECKERS OUTDOOR CORP COM 243537107 1,535 25,700 SH   SOLE   25,700 0 0
DEERE & CO COM 244199105 446 4,100 SH   SOLE   4,100 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 852 13,300 SH   SOLE   13,300 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 652 8,100 SH   SOLE   8,100 0 0
DELUXE CORP COM 248019101 801 11,100 SH   SOLE   11,100 0 0
DENTSPLY SIRONA INC COM 24906P109 493 7,900 SH   SOLE   7,900 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,272 30,500 SH   SOLE   30,500 0 0
DICKS SPORTING GOODS INC COM 253393102 336 6,900 SH   SOLE   6,900 0 0
DILLARDS INC CL A 254067101 601 11,500 SH   SOLE   11,500 0 0
DISH NETWORK CORP CL A 25470M109 439 6,916 SH   SOLE   6,916 0 0
DISNEY WALT CO COM DISNEY 254687106 1,191 10,500 SH   SOLE   10,500 0 0
DONNELLEY R R & SONS CO COM 257867200 969 80,000 SH   SOLE   80,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,302 13,300 SH   SOLE   13,300 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,126 22,700 SH   SOLE   22,700 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 303 8,000 SH   SOLE   8,000 0 0
DYCOM INDS INC COM 267475101 279 3,000 SH   SOLE   3,000 0 0
DYNEGY INC NEW DEL COM 26817R108 154 19,600 SH   SOLE   19,600 0 0
E L F BEAUTY INC COM 26856L103 490 17,000 SH   SOLE   17,000 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 220 11,100 SH   SOLE   11,100 0 0
EDITAS MEDICINE INC COM 28106W103 304 13,600 SH   SOLE   13,600 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 233 5,700 SH   SOLE   5,700 0 0
ELECTRONIC ARTS INC COM 285512109 224 2,500 SH   SOLE   2,500 0 0
ELLINGTON FINANCIAL LLC COM 288522303 16,534 1,044,492 SH   SOLE   1,044,492 0 0
ENCORE CAP GROUP INC COM 292554102 465 15,100 SH   SOLE   15,100 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 391 37,600 SH   SOLE   37,600 0 0
ENERGY RECOVERY INC COM 29270J100 156 18,700 SH   SOLE   18,700 0 0
ENERSYS COM 29275Y102 237 3,000 SH   SOLE   3,000 0 0
ENOVA INTL INC COM 29357K103 818 55,100 SH   SOLE   55,100 0 0
ENPRO INDS INC COM 29355X107 1,025 14,400 SH   SOLE   14,400 0 0
ENSCO PLC SHS CLASS A G3157S106 239 26,700 SH   SOLE   26,700 0 0
EOG RES INC COM 26875P101 498 5,100 SH   SOLE   5,100 0 0
EPAM SYS INC COM 29414B104 415 5,500 SH   SOLE   5,500 0 0
EPIZYME INC COM 29428V104 180 10,500 SH   SOLE   10,500 0 0
EPLUS INC COM 294268107 257 1,900 SH   SOLE   1,900 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,161 2,900 SH   SOLE   2,900 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 378 4,900 SH   SOLE   4,900 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 566 9,100 SH   SOLE   9,100 0 0
ERICSSON ADR B SEK 10 294821608 1,025 154,300 SH   SOLE   154,300 0 0
ERIE INDTY CO CL A 29530P102 417 3,400 SH   SOLE   3,400 0 0
EROS INTL PLC SHS NEW G3788M114 115 11,200 SH   SOLE   11,200 0 0
ESSENDANT INC COM 296689102 356 23,500 SH   SOLE   23,500 0 0
EVEREST RE GROUP LTD COM G3223R108 538 2,300 SH   SOLE   2,300 0 0
EVERI HLDGS INC COM 30034T103 265 55,300 SH   SOLE   55,300 0 0
EXELIXIS INC COM 30161Q104 399 18,400 SH   SOLE   18,400 0 0
EXPEDIA INC DEL COM NEW 30212P303 341 2,700 SH   SOLE   2,700 0 0
EXPRESS INC COM 30219E103 136 14,900 SH   SOLE   14,900 0 0
EXTREME NETWORKS INC COM 30226D106 351 46,800 SH   SOLE   46,800 0 0
EXXON MOBIL CORP COM 30231G102 722 8,800 SH   SOLE   8,800 0 0
EZCORP INC CL A NON VTG 302301106 643 78,900 SH   SOLE   78,900 0 0
FACEBOOK INC CL A 30303M102 2,216 15,600 SH   SOLE   15,600 0 0
FACTSET RESH SYS INC COM 303075105 643 3,900 SH   SOLE   3,900 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 251 34,300 SH   SOLE   34,300 0 0
FEDERATED INVS INC PA CL B 314211103 390 14,800 SH   SOLE   14,800 0 0
FERRARI N V COM N3167Y103 922 12,400 SH   SOLE   12,400 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 501 45,800 SH   SOLE   45,800 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 312 8,000 SH   SOLE   8,000 0 0
FIFTH THIRD BANCORP COM 316773100 765 30,100 SH   SOLE   30,100 0 0
FINANCIAL ENGINES INC COM 317485100 479 11,000 SH   SOLE   11,000 0 0
FIRST BANCORP P R COM NEW 318672706 144 25,400 SH   SOLE   25,400 0 0
FIRST FINL BANCORP OH COM 320209109 242 8,800 SH   SOLE   8,800 0 0
FIRSTCASH INC COM 33767D105 688 14,000 SH   SOLE   14,000 0 0
FIRSTENERGY CORP COM 337932107 2,224 69,900 SH   SOLE   69,900 0 0
FIVE BELOW INC COM 33829M101 256 5,900 SH   SOLE   5,900 0 0
FLEX LTD ORD Y2573F102 393 23,400 SH   SOLE   23,400 0 0
FLOTEK INDS INC DEL COM 343389102 162 12,700 SH   SOLE   12,700 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 122 24,700 SH   SOLE   24,700 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 1,072 49,200 SH   SOLE   49,200 0 0
FORESTAR GROUP INC COM 346233109 452 33,100 SH   SOLE   33,100 0 0
FORTINET INC COM 34959E109 1,526 39,800 SH   SOLE   39,800 0 0
FORTIVE CORP COM 34959J108 470 7,800 SH   SOLE   7,800 0 0
FOX FACTORY HLDG CORP COM 35138V102 204 7,100 SH   SOLE   7,100 0 0
FRANCESCAS HLDGS CORP COM 351793104 916 59,700 SH   SOLE   59,700 0 0
FRANKLIN RES INC COM 354613101 767 18,200 SH   SOLE   18,200 0 0
FREEPORT-MCMORAN INC CL B 35671D857 655 49,000 SH   SOLE   49,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,778 1,298,323 SH   SOLE   1,298,323 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 692 20,700 SH   SOLE   20,700 0 0
GANNETT CO INC COM 36473H104 347 41,400 SH   SOLE   41,400 0 0
GAP INC DEL COM 364760108 598 24,600 SH   SOLE   24,600 0 0
GARMIN LTD SHS H2906T109 946 18,500 SH   SOLE   18,500 0 0
GARTNER INC COM 366651107 1,155 10,700 SH   SOLE   10,700 0 0
GENERAC HLDGS INC COM 368736104 224 6,000 SH   SOLE   6,000 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 687 38,300 SH   SOLE   38,300 0 0
GENPACT LIMITED SHS G3922B107 768 31,000 SH   SOLE   31,000 0 0
GILEAD SCIENCES INC COM 375558103 306 4,500 SH   SOLE   4,500 0 0
GMS INC COM 36251C103 655 18,683 SH   SOLE   18,683 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 178 23,300 SH   SOLE   23,300 0 0
GRACO INC COM 384109104 650 6,900 SH   SOLE   6,900 0 0
GRANITE CONSTR INC COM 387328107 226 4,500 SH   SOLE   4,500 0 0
GRAY TELEVISION INC COM 389375106 213 14,700 SH   SOLE   14,700 0 0
GREAT PLAINS ENERGY INC COM 391164100 806 27,600 SH   SOLE   27,600 0 0
GREEN DOT CORP CL A 39304D102 247 7,400 SH   SOLE   7,400 0 0
GREENHILL & CO INC COM 395259104 697 23,800 SH   SOLE   23,800 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 371 16,800 SH   SOLE   16,800 0 0
GROUPON INC COM 399473107 83 21,000 SH   SOLE   21,000 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 203 4,700 SH   SOLE   4,700 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 208 1,200 SH   SOLE   1,200 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 746 19,700 SH   SOLE   19,700 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 435 48,200 SH   SOLE   48,200 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 505 29,700 SH   SOLE   29,700 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 397 15,300 SH   SOLE   15,300 0 0
GTT COMMUNICATIONS INC COM 362393100 429 17,600 SH   SOLE   17,600 0 0
HACKETT GROUP INC COM 404609109 376 19,300 SH   SOLE   19,300 0 0
HALCON RES CORP COM PAR NEW 40537Q605 429 55,700 SH   SOLE   55,700 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 886 68,400 SH   SOLE   68,400 0 0
HARSCO CORP COM 415864107 755 59,200 SH   SOLE   59,200 0 0
HASBRO INC COM 418056107 589 5,900 SH   SOLE   5,900 0 0
HCA HOLDINGS INC COM 40412C101 641 7,200 SH   SOLE   7,200 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 624 8,300 SH   SOLE   8,300 0 0
HERON THERAPEUTICS INC COM 427746102 156 10,400 SH   SOLE   10,400 0 0
HERSHEY CO COM 427866108 972 8,900 SH   SOLE   8,900 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 4,078 232,500 SH Call SOLE   0 0 232,500
HFF INC CL A 40418F108 351 12,700 SH   SOLE   12,700 0 0
HILL ROM HLDGS INC COM 431475102 600 8,500 SH   SOLE   8,500 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 555 9,500 SH   SOLE   9,500 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 102 11,200 SH   SOLE   11,200 0 0
HOLOGIC INC COM 436440101 443 10,400 SH   SOLE   10,400 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 221 7,000 SH   SOLE   7,000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,289 69,100 SH   SOLE   69,100 0 0
HOSTESS BRANDS INC CL A 44109J106 163 10,300 SH   SOLE   10,300 0 0
HOULIHAN LOKEY INC CL A 441593100 841 24,400 SH   SOLE   24,400 0 0
HP INC COM 40434L105 840 47,000 SH   SOLE   47,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 761 56,800 SH   SOLE   56,800 0 0
HUNTSMAN CORP COM 447011107 736 30,000 SH   SOLE   30,000 0 0
IAC INTERACTIVECORP COM 44919P508 1,054 14,300 SH   SOLE   14,300 0 0
IBERIABANK CORP COM 450828108 206 2,600 SH   SOLE   2,600 0 0
IDEXX LABS INC COM 45168D104 263 1,700 SH   SOLE   1,700 0 0
IHS MARKIT LTD SHS G47567105 566 13,500 SH   SOLE   13,500 0 0
ILLUMINA INC COM 452327109 478 2,800 SH   SOLE   2,800 0 0
IMPERVA INC COM 45321L100 201 4,900 SH   SOLE   4,900 0 0
INCYTE CORP COM 45337C102 374 2,800 SH   SOLE   2,800 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 267 2,800 SH   SOLE   2,800 0 0
INGERSOLL-RAND PLC SHS G47791101 886 10,900 SH   SOLE   10,900 0 0
INNOPHOS HOLDINGS INC COM 45774N108 642 11,900 SH   SOLE   11,900 0 0
INSIGHT ENTERPRISES INC COM 45765U103 637 15,500 SH   SOLE   15,500 0 0
INSPERITY INC COM 45778Q107 505 5,700 SH   SOLE   5,700 0 0
INSTEEL INDUSTRIES INC COM 45774W108 322 8,900 SH   SOLE   8,900 0 0
INSULET CORP COM 45784P101 237 5,500 SH   SOLE   5,500 0 0
INTEGER HLDGS CORP COM 45826H109 346 8,600 SH   SOLE   8,600 0 0
INTER PARFUMS INC COM 458334109 428 11,700 SH   SOLE   11,700 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 294 2,600 SH   SOLE   2,600 0 0
INTERDIGITAL INC COM 45867G101 751 8,700 SH   SOLE   8,700 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 278 2,100 SH   SOLE   2,100 0 0
INTERPUBLIC GROUP COS INC COM 460690100 737 30,000 SH   SOLE   30,000 0 0
INTERSECT ENT INC COM 46071F103 177 10,300 SH   SOLE   10,300 0 0
INTEVAC INC COM 461148108 654 52,300 SH   SOLE   52,300 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 244 15,000 SH   SOLE   15,000 0 0
INTREXON CORP COM 46122T102 313 15,800 SH   SOLE   15,800 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 496 24,500 SH   SOLE   24,500 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 65 10,900 SH   SOLE   10,900 0 0
IPG PHOTONICS CORP COM 44980X109 1,026 8,500 SH   SOLE   8,500 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 886 91,800 SH   SOLE   91,800 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,279 9,300 SH   SOLE   9,300 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,837 32,319 SH   SOLE   32,319 0 0
ISHARES TR IBOXX HI YD ETF 464288513 90,765 1,034,000 SH Call SOLE   0 0 1,034,000
ISHARES TR IBOXX HI YD ETF 464288513 117,098 1,334,000 SH Put SOLE   0 0 1,334,000
ISTAR INC COM 45031U101 152 12,900 SH   SOLE   12,900 0 0
JABIL CIRCUIT INC COM 466313103 477 16,500 SH   SOLE   16,500 0 0
JD COM INC SPON ADR CL A 47215P106 675 21,700 SH   SOLE   21,700 0 0
JOHNSON & JOHNSON COM 478160104 560 4,500 SH   SOLE   4,500 0 0
JONES LANG LASALLE INC COM 48020Q107 1,126 10,100 SH   SOLE   10,100 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 511 6,400 SH   SOLE   6,400 0 0
KATE SPADE & CO COM 485865109 221 9,500 SH   SOLE   9,500 0 0
KIMCO RLTY CORP COM 49446R109 1,193 54,000 SH   SOLE   54,000 0 0
KINDRED HEALTHCARE INC COM 494580103 123 14,700 SH   SOLE   14,700 0 0
KITE RLTY GROUP TR COM NEW 49803T300 239 11,100 SH   SOLE   11,100 0 0
KLA-TENCOR CORP COM 482480100 342 3,600 SH   SOLE   3,600 0 0
KNOWLES CORP COM 49926D109 256 13,500 SH   SOLE   13,500 0 0
KORN FERRY INTL COM NEW 500643200 834 26,500 SH   SOLE   26,500 0 0
KOSMOS ENERGY LTD SHS G5315B107 253 38,000 SH   SOLE   38,000 0 0
KROGER CO COM 501044101 1,746 59,200 SH   SOLE   59,200 0 0
KT CORP SPONSORED ADR 48268K101 231 13,700 SH   SOLE   13,700 0 0
LADDER CAP CORP CL A 505743104 580 40,200 SH   SOLE   40,200 0 0
LAM RESEARCH CORP COM 512807108 218 1,700 SH   SOLE   1,700 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 471 6,300 SH   SOLE   6,300 0 0
LAREDO PETROLEUM INC COM 516806106 450 30,800 SH   SOLE   30,800 0 0
LAUDER ESTEE COS INC CL A 518439104 594 7,000 SH   SOLE   7,000 0 0
LEAR CORP COM NEW 521865204 1,359 9,600 SH   SOLE   9,600 0 0
LENNOX INTL INC COM 526107107 820 4,900 SH   SOLE   4,900 0 0
LEUCADIA NATL CORP COM 527288104 689 26,500 SH   SOLE   26,500 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 211 15,500 SH   SOLE   15,500 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 2,106 58,700 SH   SOLE   58,700 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 249 7,100 SH   SOLE   7,100 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 727 36,300 SH   SOLE   36,300 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 206 5,300 SH   SOLE   5,300 0 0
LIBERTY PPTY TR SH BEN INT 531172104 837 21,700 SH   SOLE   21,700 0 0
LIFE STORAGE INC COM 53223X107 994 12,100 SH   SOLE   12,100 0 0
LILLY ELI & CO COM 532457108 370 4,400 SH   SOLE   4,400 0 0
LOCKHEED MARTIN CORP COM 539830109 428 1,600 SH   SOLE   1,600 0 0
LOUISIANA PAC CORP COM 546347105 1,576 63,500 SH   SOLE   63,500 0 0
LPL FINL HLDGS INC COM 50212V100 273 6,845 SH   SOLE   6,845 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 866 9,500 SH   SOLE   9,500 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 459 2,300 SH   SOLE   2,300 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 554 58,000 SH   SOLE   58,000 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 162 11,600 SH   SOLE   11,600 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 816 18,300 SH   SOLE   18,300 0 0
MANPOWERGROUP INC COM 56418H100 749 7,300 SH   SOLE   7,300 0 0
MARKETAXESS HLDGS INC COM 57060D108 356 1,900 SH   SOLE   1,900 0 0
MARRIOTT INTL INC NEW CL A 571903202 207 2,200 SH   SOLE   2,200 0 0
MARTIN MARIETTA MATLS INC COM 573284106 655 3,000 SH   SOLE   3,000 0 0
MASCO CORP COM 574599106 231 6,800 SH   SOLE   6,800 0 0
MASIMO CORP COM 574795100 1,259 13,500 SH   SOLE   13,500 0 0
MATADOR RES CO COM 576485205 214 9,000 SH   SOLE   9,000 0 0
MATCH GROUP INC COM 57665R106 496 30,400 SH   SOLE   30,400 0 0
MATERION CORP COM 576690101 429 12,800 SH   SOLE   12,800 0 0
MBIA INC COM 55262C100 150 17,700 SH   SOLE   17,700 0 0
MCCORMICK & CO INC COM NON VTG 579780206 439 4,500 SH   SOLE   4,500 0 0
MCDERMOTT INTL INC COM 580037109 75 11,100 SH   SOLE   11,100 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 465 36,100 SH   SOLE   36,100 0 0
MEDNAX INC COM 58502B106 770 11,100 SH   SOLE   11,100 0 0
MEETME INC COM 585141104 225 38,200 SH   SOLE   38,200 0 0
MERCK & CO INC COM 58933Y105 1,493 23,500 SH   SOLE   23,500 0 0
MEREDITH CORP COM 589433101 207 3,200 SH   SOLE   3,200 0 0
MERIT MED SYS INC COM 589889104 702 24,300 SH   SOLE   24,300 0 0
MERITAGE HOMES CORP COM 59001A102 302 8,200 SH   SOLE   8,200 0 0
MGIC INVT CORP WIS COM 552848103 155 15,300 SH   SOLE   15,300 0 0
MGM RESORTS INTERNATIONAL COM 552953101 940 34,300 SH   SOLE   34,300 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,204 22,200 SH   SOLE   22,200 0 0
MICROSOFT CORP COM 594918104 217 3,300 SH   SOLE   3,300 0 0
MID AMER APT CMNTYS INC COM 59522J103 682 6,700 SH   SOLE   6,700 0 0
MIDDLEBY CORP COM 596278101 737 5,400 SH   SOLE   5,400 0 0
MITEL NETWORKS CORP COM 60671Q104 280 40,400 SH   SOLE   40,400 0 0
MOBILEIRON INC COM NEW 60739U204 52 11,900 SH   SOLE   11,900 0 0
MOELIS & CO CL A 60786M105 766 19,900 SH   SOLE   19,900 0 0
MOHAWK INDS INC COM 608190104 620 2,700 SH   SOLE   2,700 0 0
MOMO INC ADR 60879B107 1,639 48,100 SH   SOLE   48,100 0 0
MOSAIC CO NEW COM 61945C103 1,684 57,700 SH   SOLE   57,700 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,319 15,300 SH   SOLE   15,300 0 0
MSA SAFETY INC COM 553498106 947 13,400 SH   SOLE   13,400 0 0
MYRIAD GENETICS INC COM 62855J104 252 13,100 SH   SOLE   13,100 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,505 17,800 SH   SOLE   17,800 0 0
NATIONAL CINEMEDIA INC COM 635309107 323 25,600 SH   SOLE   25,600 0 0
NATIONAL GEN HLDGS CORP COM 636220303 402 16,900 SH   SOLE   16,900 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 197 12,500 SH   SOLE   12,500 0 0
NAUTILUS INC COM 63910B102 531 29,100 SH   SOLE   29,100 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 304 22,100 SH   SOLE   22,100 0 0
NCR CORP NEW COM 62886E108 1,471 32,200 SH   SOLE   32,200 0 0
NEKTAR THERAPEUTICS COM 640268108 1,164 49,600 SH   SOLE   49,600 0 0
NELNET INC CL A 64031N108 206 4,700 SH   SOLE   4,700 0 0
NEOPHOTONICS CORP COM 64051T100 111 12,300 SH   SOLE   12,300 0 0
NETAPP INC COM 64110D104 678 16,200 SH   SOLE   16,200 0 0
NETEASE INC SPONSORED ADR 64110W102 1,108 3,900 SH   SOLE   3,900 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 502 11,600 SH   SOLE   11,600 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 489 8,100 SH   SOLE   8,100 0 0
NEWELL BRANDS INC COM 651229106 278 5,900 SH   SOLE   5,900 0 0
NEWFIELD EXPL CO COM 651290108 982 26,600 SH   SOLE   26,600 0 0
NEWLINK GENETICS CORP COM 651511107 222 9,200 SH   SOLE   9,200 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 90 11,100 SH   SOLE   11,100 0 0
NEWS CORP NEW CL B 65249B208 352 26,100 SH   SOLE   26,100 0 0
NMI HLDGS INC CL A 629209305 450 39,500 SH   SOLE   39,500 0 0
NORDSTROM INC COM 655664100 834 17,900 SH   SOLE   17,900 0 0
NOVOCURE LTD ORD SHS G6674U108 214 26,400 SH   SOLE   26,400 0 0
NRG ENERGY INC COM NEW 629377508 813 43,500 SH   SOLE   43,500 0 0
NUCOR CORP COM 670346105 788 13,200 SH   SOLE   13,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 702 2,600 SH   SOLE   2,600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,628 25,700 SH   SOLE   25,700 0 0
OCLARO INC COM NEW 67555N206 365 37,200 SH   SOLE   37,200 0 0
OCULAR THERAPEUTIX INC COM 67576A100 113 12,200 SH   SOLE   12,200 0 0
OCWEN FINL CORP COM NEW 675746309 190 34,700 SH   SOLE   34,700 0 0
OFFICE DEPOT INC COM 676220106 121 25,900 SH   SOLE   25,900 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 265 7,900 SH   SOLE   7,900 0 0
ON SEMICONDUCTOR CORP COM 682189105 908 58,600 SH   SOLE   58,600 0 0
ONEOK INC NEW COM 682680103 721 13,000 SH   SOLE   13,000 0 0
OOMA INC COM 683416101 127 12,800 SH   SOLE   12,800 0 0
OPKO HEALTH INC COM 68375N103 1,410 176,200 SH   SOLE   176,200 0 0
ORACLE CORP COM 68389X105 754 16,900 SH   SOLE   16,900 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 961 74,300 SH   SOLE   74,300 0 0
ORBITAL ATK INC COM 68557N103 470 4,800 SH   SOLE   4,800 0 0
OSHKOSH CORP COM 688239201 487 7,100 SH   SOLE   7,100 0 0
OTTER TAIL CORP COM 689648103 349 9,200 SH   SOLE   9,200 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 95 24,500 SH   SOLE   24,500 0 0
OWENS CORNING NEW COM 690742101 853 13,900 SH   SOLE   13,900 0 0
OWENS ILL INC COM NEW 690768403 444 21,800 SH   SOLE   21,800 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,439 210,000 SH   SOLE   210,000 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 233 4,300 SH   SOLE   4,300 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 188 11,400 SH   SOLE   11,400 0 0
PARKER HANNIFIN CORP COM 701094104 1,010 6,300 SH   SOLE   6,300 0 0
PCM INC COM 69323K100 454 16,200 SH   SOLE   16,200 0 0
PENNEY J C INC COM 708160106 1,692 274,600 SH   SOLE   274,600 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 259 17,100 SH   SOLE   17,100 0 0
PEPSICO INC COM 713448108 1,230 11,000 SH   SOLE   11,000 0 0
PERFICIENT INC COM 71375U101 344 19,800 SH   SOLE   19,800 0 0
PERKINELMER INC COM 714046109 1,376 23,700 SH   SOLE   23,700 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 659 71,500 SH   SOLE   71,500 0 0
PG&E CORP COM 69331C108 717 10,800 SH   SOLE   10,800 0 0
PHH CORP COM NEW 693320202 185 14,500 SH   SOLE   14,500 0 0
PHILLIPS 66 COM 718546104 507 6,400 SH   SOLE   6,400 0 0
PHOTRONICS INC COM 719405102 151 14,100 SH   SOLE   14,100 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 361 18,500 SH   SOLE   18,500 0 0
PIXELWORKS INC COM NEW 72581M305 185 39,669 SH   SOLE   39,669 0 0
PJT PARTNERS INC COM CL A 69343T107 491 14,000 SH   SOLE   14,000 0 0
PLANTRONICS INC NEW COM 727493108 720 13,300 SH   SOLE   13,300 0 0
PLEXUS CORP COM 729132100 301 5,200 SH   SOLE   5,200 0 0
PLY GEM HLDGS INC COM 72941W100 323 16,400 SH   SOLE   16,400 0 0
PNC FINL SVCS GROUP INC COM 693475105 469 3,900 SH   SOLE   3,900 0 0
POTLATCH CORP NEW COM 737630103 347 7,600 SH   SOLE   7,600 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2,250,460 1,700,000 SH Call SOLE   0 0 1,700,000
PRA HEALTH SCIENCES INC COM 69354M108 333 5,100 SH   SOLE   5,100 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 850 15,300 SH   SOLE   15,300 0 0
PROGRESS SOFTWARE CORP COM 743312100 360 12,400 SH   SOLE   12,400 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,199 30,600 SH   SOLE   30,600 0 0
PROLOGIS INC COM 74340W103 815 15,700 SH   SOLE   15,700 0 0
PROVIDENCE SVC CORP COM 743815102 493 11,100 SH   SOLE   11,100 0 0
PROVIDENT FINL SVCS INC COM 74386T105 607 23,500 SH   SOLE   23,500 0 0
PUBLIC STORAGE COM 74460D109 657 3,000 SH   SOLE   3,000 0 0
PURE STORAGE INC CL A 74624M102 608 61,808 SH   SOLE   61,808 0 0
PVH CORP COM 693656100 704 6,800 SH   SOLE   6,800 0 0
QIWI PLC SPON ADR REP B 74735M108 213 12,400 SH   SOLE   12,400 0 0
QTS RLTY TR INC COM CL A 74736A103 312 6,400 SH   SOLE   6,400 0 0
QUAD / GRAPHICS INC COM CL A 747301109 262 10,400 SH   SOLE   10,400 0 0
QUANTA SVCS INC COM 74762E102 575 15,500 SH   SOLE   15,500 0 0
QUEST DIAGNOSTICS INC COM 74834L100 717 7,300 SH   SOLE   7,300 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 381 39,900 SH   SOLE   39,900 0 0
RADIANT LOGISTICS INC COM 75025X100 86 17,100 SH   SOLE   17,100 0 0
RADWARE LTD ORD M81873107 196 12,100 SH   SOLE   12,100 0 0
RALPH LAUREN CORP CL A 751212101 784 9,600 SH   SOLE   9,600 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 494 35,200 SH   SOLE   35,200 0 0
RAVEN INDS INC COM 754212108 221 7,600 SH   SOLE   7,600 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 702 9,200 SH   SOLE   9,200 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 327 24,300 SH   SOLE   24,300 0 0
RAYONIER INC COM 754907103 879 31,000 SH   SOLE   31,000 0 0
RAYTHEON CO COM NEW 755111507 534 3,500 SH   SOLE   3,500 0 0
REALOGY HLDGS CORP COM 75605Y106 1,031 34,600 SH   SOLE   34,600 0 0
REDWOOD TR INC COM 758075402 488 29,400 SH   SOLE   29,400 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 392 4,900 SH   SOLE   4,900 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 493 47,200 SH   SOLE   47,200 0 0
RETROPHIN INC COM 761299106 225 12,200 SH   SOLE   12,200 0 0
REVANCE THERAPEUTICS INC COM 761330109 341 16,400 SH   SOLE   16,400 0 0
REX AMERICAN RESOURCES CORP COM 761624105 308 3,400 SH   SOLE   3,400 0 0
RIO TINTO PLC SPONSORED ADR 767204100 773 19,000 SH   SOLE   19,000 0 0
ROCKWELL COLLINS INC COM 774341101 525 5,400 SH   SOLE   5,400 0 0
RPC INC COM 749660106 282 15,400 SH   SOLE   15,400 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 408 18,200 SH   SOLE   18,200 0 0
RUSH ENTERPRISES INC CL A 781846209 447 13,500 SH   SOLE   13,500 0 0
RYDER SYS INC COM 783549108 407 5,400 SH   SOLE   5,400 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 316 11,300 SH   SOLE   11,300 0 0
SANCHEZ ENERGY CORP COM 79970Y105 314 32,900 SH   SOLE   32,900 0 0
SANDERSON FARMS INC COM 800013104 436 4,200 SH   SOLE   4,200 0 0
SANGAMO THERAPEUTICS INC COM 800677106 71 13,700 SH   SOLE   13,700 0 0
SASOL LTD SPONSORED ADR 803866300 238 8,100 SH   SOLE   8,100 0 0
SCHLUMBERGER LTD COM 806857108 1,218 15,600 SH   SOLE   15,600 0 0
SCHULMAN A INC COM 808194104 579 18,400 SH   SOLE   18,400 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 308 6,700 SH   SOLE   6,700 0 0
SEALED AIR CORP NEW COM 81211K100 532 12,200 SH   SOLE   12,200 0 0
SEATTLE GENETICS INC COM 812578102 214 3,400 SH   SOLE   3,400 0 0
SEI INVESTMENTS CO COM 784117103 686 13,600 SH   SOLE   13,600 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 13,790 581,100 SH Call SOLE   0 0 581,100
SEMPRA ENERGY COM 816851109 884 8,000 SH   SOLE   8,000 0 0
SEMTECH CORP COM 816850101 460 13,600 SH   SOLE   13,600 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 555 27,400 SH   SOLE   27,400 0 0
SERES THERAPEUTICS INC COM 81750R102 119 10,600 SH   SOLE   10,600 0 0
SHIRE PLC SPONSORED ADR 82481R106 366 2,100 SH   SOLE   2,100 0 0
SHORETEL INC COM 825211105 138 22,500 SH   SOLE   22,500 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 124 14,100 SH   SOLE   14,100 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 386 2,600 SH   SOLE   2,600 0 0
SILGAN HOLDINGS INC COM 827048109 332 5,600 SH   SOLE   5,600 0 0
SILICOM LTD ORD M84116108 278 5,600 SH   SOLE   5,600 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 238 5,100 SH   SOLE   5,100 0 0
SIMON PPTY GROUP INC NEW COM 828806109 740 4,300 SH   SOLE   4,300 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 208 4,300 SH   SOLE   4,300 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 428 7,200 SH   SOLE   7,200 0 0
SMITH A O COM 831865209 440 8,600 SH   SOLE   8,600 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 447 13,000 SH   SOLE   13,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 19,095 81,000 SH Call SOLE   0 0 81,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 19,095 81,000 SH Put SOLE   0 0 81,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 987 7,100 SH   SOLE   7,100 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 185 28,500 SH   SOLE   28,500 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,155 114,000 SH   SOLE   114,000 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 103 21,500 SH   SOLE   21,500 0 0
STANLEY BLACK & DECKER INC COM 854502101 624 4,700 SH   SOLE   4,700 0 0
STAPLES INC COM 855030102 262 29,900 SH   SOLE   29,900 0 0
STARBUCKS CORP COM 855244109 508 8,700 SH   SOLE   8,700 0 0
STEEL DYNAMICS INC COM 858119100 765 22,000 SH   SOLE   22,000 0 0
STERLING BANCORP DEL COM 85917A100 206 8,700 SH   SOLE   8,700 0 0
STEWART INFORMATION SVCS COR COM 860372101 468 10,600 SH   SOLE   10,600 0 0
STONERIDGE INC COM 86183P102 488 26,900 SH   SOLE   26,900 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 136 12,400 SH   SOLE   12,400 0 0
SUNOPTA INC COM 8676EP108 600 86,300 SH   SOLE   86,300 0 0
SUNPOWER CORP COM 867652406 281 46,100 SH   SOLE   46,100 0 0
SUNTRUST BKS INC COM 867914103 1,305 23,600 SH   SOLE   23,600 0 0
SUPREME INDS INC CL A 868607102 296 14,600 SH   SOLE   14,600 0 0
SYNAPTICS INC COM 87157D109 257 5,200 SH   SOLE   5,200 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 217 8,900 SH   SOLE   8,900 0 0
SYNCHRONY FINL COM 87165B103 1,005 29,300 SH   SOLE   29,300 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 52 11,100 SH   SOLE   11,100 0 0
SYNOPSYS INC COM 871607107 628 8,700 SH   SOLE   8,700 0 0
T MOBILE US INC COM 872590104 904 14,000 SH   SOLE   14,000 0 0
TAILORED BRANDS INC COM 87403A107 263 17,600 SH   SOLE   17,600 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 752 22,900 SH   SOLE   22,900 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 551 9,300 SH   SOLE   9,300 0 0
TAL ED GROUP ADS REPSTG COM 874080104 544 5,100 SH   SOLE   5,100 0 0
TARGA RES CORP COM 87612G101 1,048 17,500 SH   SOLE   17,500 0 0
TAUBMAN CTRS INC COM 876664103 680 10,300 SH   SOLE   10,300 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 757 35,500 SH   SOLE   35,500 0 0
TE CONNECTIVITY LTD REG SHS H84989104 656 8,800 SH   SOLE   8,800 0 0
TECH DATA CORP COM 878237106 1,822 19,400 SH   SOLE   19,400 0 0
TEGNA INC COM 87901J105 1,048 40,900 SH   SOLE   40,900 0 0
TELIGENT INC NEW COM 87960W104 142 18,200 SH   SOLE   18,200 0 0
TEREX CORP NEW COM 880779103 364 11,600 SH   SOLE   11,600 0 0
TERNIUM SA SPON ADR 880890108 217 8,300 SH   SOLE   8,300 0 0
TEXAS ROADHOUSE INC COM 882681109 209 4,700 SH   SOLE   4,700 0 0
THERAPEUTICSMD INC COM 88338N107 300 41,700 SH   SOLE   41,700 0 0
THOMSON REUTERS CORP COM 884903105 1,094 25,300 SH   SOLE   25,300 0 0
TIER REIT INC COM NEW 88650V208 200 11,500 SH   SOLE   11,500 0 0
TILLYS INC CL A 886885102 198 21,900 SH   SOLE   21,900 0 0
TIME INC NEW COM 887228104 317 16,400 SH   SOLE   16,400 0 0
TIVITY HEALTH INC COM 88870R102 233 8,000 SH   SOLE   8,000 0 0
TIVO CORP COM 88870P106 714 38,100 SH   SOLE   38,100 0 0
TOPBUILD CORP COM 89055F103 254 5,400 SH   SOLE   5,400 0 0
TORO CO COM 891092108 1,031 16,500 SH   SOLE   16,500 0 0
TOTAL SYS SVCS INC COM 891906109 834 15,600 SH   SOLE   15,600 0 0
TOWER INTL INC COM 891826109 388 14,300 SH   SOLE   14,300 0 0
TRACTOR SUPPLY CO COM 892356106 752 10,900 SH   SOLE   10,900 0 0
TRI POINTE GROUP INC COM 87265H109 297 23,700 SH   SOLE   23,700 0 0
TRIMAS CORP COM NEW 896215209 307 14,800 SH   SOLE   14,800 0 0
TRITON INTL LTD CL A G9078F107 843 32,700 SH   SOLE   32,700 0 0
TRIVAGO N V SPON ADS A SHS 89686D105 194 14,900 SH   SOLE   14,900 0 0
TTM TECHNOLOGIES INC COM 87305R109 426 26,400 SH   SOLE   26,400 0 0
TUESDAY MORNING CORP COM NEW 899035505 59 15,700 SH   SOLE   15,700 0 0
TWO HBRS INVT CORP COM 90187B101 257 26,800 SH   SOLE   26,800 0 0
TYSON FOODS INC CL A 902494103 636 10,300 SH   SOLE   10,300 0 0
UBS GROUP AG SHS H42097107 919 57,600 SH   SOLE   57,600 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 349 20,700 SH   SOLE   20,700 0 0
UNDER ARMOUR INC CL A 904311107 1,193 60,300 SH   SOLE   60,300 0 0
UNDER ARMOUR INC CL C 904311206 1,442 78,800 SH   SOLE   78,800 0 0
UNILEVER N V N Y SHS NEW 904784709 1,053 21,200 SH   SOLE   21,200 0 0
UNILEVER PLC SPON ADR NEW 904767704 873 17,700 SH   SOLE   17,700 0 0
UNISYS CORP COM NEW 909214306 520 37,300 SH   SOLE   37,300 0 0
UNIT CORP COM 909218109 300 12,400 SH   SOLE   12,400 0 0
UNITED RENTALS INC COM 911363109 663 5,300 SH   SOLE   5,300 0 0
UNITED STATES STL CORP NEW COM 912909108 4,564 135,000 SH Put SOLE   0 0 135,000
UNITED STATES STL CORP NEW COM 912909108 463 13,700 SH   SOLE   13,700 0 0
UNIVERSAL CORP VA COM 913456109 495 7,000 SH   SOLE   7,000 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 603 7,000 SH   SOLE   7,000 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 597 4,800 SH   SOLE   4,800 0 0
VAIL RESORTS INC COM 91879Q109 1,055 5,500 SH   SOLE   5,500 0 0
VALE S A ADR REPSTG PFD 91912E204 1,299 144,700 SH   SOLE   144,700 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,116 101,200 SH   SOLE   101,200 0 0
VARIAN MED SYS INC COM 92220P105 565 6,200 SH   SOLE   6,200 0 0
VARONIS SYS INC COM 922280102 219 6,900 SH   SOLE   6,900 0 0
VECTOR GROUP LTD COM 92240M108 678 32,600 SH   SOLE   32,600 0 0
VERITIV CORP COM 923454102 249 4,800 SH   SOLE   4,800 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 525 4,800 SH   SOLE   4,800 0 0
VIACOM INC NEW CL B 92553P201 788 16,900 SH   SOLE   16,900 0 0
VIAVI SOLUTIONS INC COM 925550105 470 43,800 SH   SOLE   43,800 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 242 14,700 SH   SOLE   14,700 0 0
VISTEON CORP COM NEW 92839U206 225 2,300 SH   SOLE   2,300 0 0
VMWARE INC CL A COM 928563402 212 2,300 SH   SOLE   2,300 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 957 36,200 SH   SOLE   36,200 0 0
VOYA FINL INC COM 929089100 953 25,100 SH   SOLE   25,100 0 0
VULCAN MATLS CO COM 929160109 904 7,500 SH   SOLE   7,500 0 0
W & T OFFSHORE INC COM 92922P106 1,108 400,000 SH   SOLE   400,000 0 0
WABCO HLDGS INC COM 92927K102 646 5,500 SH   SOLE   5,500 0 0
WALKER & DUNLOP INC COM 93148P102 208 5,000 SH   SOLE   5,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 1,815 273,000 SH   SOLE   273,000 0 0
WELLS FARGO & CO NEW COM 949746101 629 11,300 SH   SOLE   11,300 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 375 4,600 SH   SOLE   4,600 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 843 67,800 SH   SOLE   67,800 0 0
WILEY JOHN & SONS INC CL A 968223206 237 4,400 SH   SOLE   4,400 0 0
WILLDAN GROUP INC COM 96924N100 332 10,300 SH   SOLE   10,300 0 0
WILLIAMS COS INC DEL COM 969457100 796 26,900 SH   SOLE   26,900 0 0
WILLIAMS SONOMA INC COM 969904101 783 14,600 SH   SOLE   14,600 0 0
WINTRUST FINL CORP COM 97650W108 422 6,100 SH   SOLE   6,100 0 0
WSFS FINL CORP COM 929328102 432 9,400 SH   SOLE   9,400 0 0
XPO LOGISTICS INC COM 983793100 623 13,000 SH   SOLE   13,000 0 0
YANDEX N V SHS CLASS A N97284108 452 20,600 SH   SOLE   20,600 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 1,025 42,200 SH   SOLE   42,200 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 204 18,500 SH   SOLE   18,500 0 0
ZIONS BANCORPORATION COM 989701107 991 23,600 SH   SOLE   23,600 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 640 48,900 SH   SOLE   48,900 0 0
ZUMIEZ INC COM 989817101 320 17,500 SH   SOLE   17,500 0 0