The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
51JOB INC NOTE 3.250% 4/1 316827AC8 5,366 5,000,000 PRN   SOLE   5,000,000 0 0
58 COM INC SPON ADR REP A 31680Q104 623 17,600 SH   SOLE   17,600 0 0
A10 NETWORKS INC COM 002121101 119 13,046 SH   SOLE   13,046 0 0
ABBOTT LABS COM 002824100 1,281 28,846 SH   SOLE   28,846 0 0
ABERCROMBIE & FITCH CO CL A 002896207 179 14,975 SH   SOLE   14,975 0 0
ABM INDS INC COM 000957100 463 10,611 SH   SOLE   10,611 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 675 19,639 SH   SOLE   19,639 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 527 4,397 SH   SOLE   4,397 0 0
ACTIVISION BLIZZARD INC COM 00507V109 600 12,026 SH   SOLE   12,026 0 0
ACTUANT CORP CL A NEW 00508X203 443 16,800 SH   SOLE   16,800 0 0
ACUITY BRANDS INC COM 00508Y102 204 1,000 SH   SOLE   1,000 0 0
ADECOAGRO S A COM L00849106 226 19,686 SH   SOLE   19,686 0 0
ADOBE SYS INC COM 00724F101 455 3,500 SH   SOLE   3,500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 947 6,390 SH   SOLE   6,390 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 208 9,197 SH   SOLE   9,197 0 0
ADVANCED MICRO DEVICES INC COM 007903107 291 20,000 SH   SOLE   20,000 0 0
ADVISORY BRD CO COM 00762W107 295 6,305 SH   SOLE   6,305 0 0
AEGON N V NY REGISTRY SH 007924103 115 22,413 SH   SOLE   22,413 0 0
AES CORP COM 00130H105 282 25,188 SH   SOLE   25,188 0 0
AETNA INC NEW COM 00817Y108 972 7,620 SH   SOLE   7,620 0 0
AGCO CORP COM 001084102 831 13,816 SH   SOLE   13,816 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 322 6,096 SH   SOLE   6,096 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 595 10,189 SH   SOLE   10,189 0 0
AIR PRODS & CHEMS INC COM 009158106 1,163 8,600 SH   SOLE   8,600 0 0
AK STL HLDG CORP COM 001547108 218 30,353 SH   SOLE   30,353 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 949 15,894 SH   SOLE   15,894 0 0
AKORN INC COM 009728106 341 14,164 SH   SOLE   14,164 0 0
ALASKA AIR GROUP INC COM 011659109 2,274 24,663 SH   SOLE   24,663 0 0
ALBEMARLE CORP COM 012653101 1,585 15,000 SH Call SOLE   15,000 0 0
ALCOA CORP COM 013872106 1,630 47,376 SH   SOLE   47,376 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 213 1,757 SH   SOLE   1,757 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 447 4,141 SH   SOLE   4,141 0 0
ALKERMES PLC SHS G01767105 331 5,650 SH   SOLE   5,650 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 546 7,209 SH   SOLE   7,209 0 0
ALLIANT ENERGY CORP COM 018802108 282 7,132 SH   SOLE   7,132 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 222 6,170 SH   SOLE   6,170 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 513 40,419 SH   SOLE   40,419 0 0
ALLSTATE CORP COM 020002101 1,855 22,761 SH   SOLE   22,761 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 1,101 1,000,000 PRN   SOLE   1,000,000 0 0
ALPHABET INC CAP STK CL A 02079K305 509 600 SH   SOLE   600 0 0
ALERE INC COM 01449J105 1,001 25,200 SH Call SOLE   25,200 0 0
ALTRIA GROUP INC COM 02209S103 2,853 39,950 SH   SOLE   39,950 0 0
AMC NETWORKS INC CL A 00164V103 304 5,173 SH   SOLE   5,173 0 0
AMDOCS LTD SHS G02602103 422 6,926 SH   SOLE   6,926 0 0
AMEREN CORP COM 023608102 560 10,255 SH   SOLE   10,255 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 388 9,168 SH   SOLE   9,168 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 323 17,199 SH   SOLE   17,199 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 267 19,036 SH   SOLE   19,036 0 0
AMERICAN ELEC PWR INC COM 025537101 18,785 279,830 SH   SOLE   279,830 0 0
AMERICAN EXPRESS CO COM 025816109 254 3,207 SH   SOLE   3,207 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,030 10,792 SH   SOLE   10,792 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 988 43,033 SH   SOLE   43,033 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 282 3,623 SH   SOLE   3,623 0 0
AMERIPRISE FINL INC COM 03076C106 244 1,880 SH   SOLE   1,880 0 0
AMGEN INC COM 031162100 1,916 11,679 SH   SOLE   11,679 0 0
ANADARKO PETE CORP COM 032511107 2,575 41,533 SH   SOLE   41,533 0 0
ANALOG DEVICES INC COM 032654105 2,893 35,307 SH   SOLE   35,307 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 472 43,794 SH   SOLE   43,794 0 0
ANI PHARMACEUTICALS INC COM 00182C103 409 8,266 SH   SOLE   8,266 0 0
ANNALY CAP MGMT INC COM 035710409 263 23,705 SH   SOLE   23,705 0 0
ANTARES PHARMA INC COM 036642106 167 58,754 SH   SOLE   58,754 0 0
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 332 10,000 SH   SOLE   10,000 0 0
ANTERO RES CORP COM 03674X106 946 41,471 SH   SOLE   41,471 0 0
ANTHEM INC COM 036752103 4,880 29,506 SH   SOLE   29,506 0 0
APACHE CORP COM 037411105 603 11,725 SH   SOLE   11,725 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 536 12,095 SH   SOLE   12,095 0 0
AIR PRODS & CHEMS INC COM 009158106 2,029 15,000 SH Put SOLE   15,000 0 0
APPLE INC COM 037833100 2,750 19,140 SH   SOLE   19,140 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 202 3,262 SH   SOLE   3,262 0 0
APPLIED MATLS INC COM 038222105 1,875 48,188 SH   SOLE   48,188 0 0
APPROACH RESOURCES INC COM 03834A103 51 20,379 SH   SOLE   20,379 0 0
ARAMARK COM 03852U106 766 20,775 SH   SOLE   20,775 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 745 89,213 SH   SOLE   89,213 0 0
ARCH CAP GROUP LTD ORD G0450A105 293 3,088 SH   SOLE   3,088 0 0
ARCH COAL INC CL A 039380407 529 7,677 SH   SOLE   7,677 0 0
ARES CAP CORP COM 04010L103 585 33,672 SH   SOLE   33,672 0 0
ARISTA NETWORKS INC COM 040413106 763 5,765 SH   SOLE   5,765 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 461 10,011 SH   SOLE   10,011 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 206 3,426 SH   SOLE   3,426 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 386 7,407 SH   SOLE   7,407 0 0
ASSURANT INC COM 04621X108 534 5,585 SH   SOLE   5,585 0 0
ASSURED GUARANTY LTD COM G0585R106 342 9,203 SH   SOLE   9,203 0 0
ASTEC INDS INC COM 046224101 213 3,469 SH   SOLE   3,469 0 0
AT&T INC COM 00206R102 783 18,849 SH   SOLE   18,849 0 0
ATHENE HLDG LTD CL A G0684D107 370 7,400 SH   SOLE   7,400 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 2,650 1,000,004 SH   SOLE   1,000,004 0 0
ATMOS ENERGY CORP COM 049560105 727 9,202 SH   SOLE   9,202 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 68 17,900 SH   SOLE   17,900 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 693 21,800 SH   SOLE   21,800 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 502 4,900 SH   SOLE   4,900 0 0
AUTONATION INC COM 05329W102 867 20,492 SH   SOLE   20,492 0 0
AVALONBAY CMNTYS INC COM 053484101 202 1,100 SH   SOLE   1,100 0 0
AVERY DENNISON CORP COM 053611109 360 4,465 SH   SOLE   4,465 0 0
AVISTA CORP COM 05379B107 253 6,476 SH   SOLE   6,476 0 0
AVNET INC COM 053807103 1,519 33,200 SH   SOLE   33,200 0 0
AVON PRODS INC COM 054303102 201 45,621 SH   SOLE   45,621 0 0
AXALTA COATING SYS LTD COM G0750C108 474 14,707 SH   SOLE   14,707 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 424 6,323 SH   SOLE   6,323 0 0
AXT INC COM 00246W103 469 80,855 SH   SOLE   80,855 0 0
B & G FOODS INC NEW COM 05508R106 646 16,053 SH   SOLE   16,053 0 0
B2GOLD CORP COM 11777Q209 217 76,700 SH   SOLE   76,700 0 0
BAKER HUGHES INC COM 057224107 520 8,691 SH   SOLE   8,691 0 0
BANCO MACRO SA SPON ADR B 05961W105 347 4,000 SH   SOLE   4,000 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 458 51,924 SH   SOLE   51,924 0 0
BANCO SANTANDER SA ADR 05964H105 157 25,800 SH   SOLE   25,800 0 0
BANK AMER CORP COM 060505104 460 19,503 SH   SOLE   19,503 0 0
BANK MONTREAL QUE COM 063671101 473 6,325 SH   SOLE   6,325 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 241 7,537 SH   SOLE   7,537 0 0
BANKRATE INC DEL COM 06647F102 310 32,111 SH   SOLE   32,111 0 0
BANKUNITED INC COM 06652K103 621 16,636 SH   SOLE   16,636 0 0
BARCLAYS PLC ADR 06738E204 271 24,100 SH   SOLE   24,100 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 405 12,150 SH   SOLE   12,150 0 0
BAXTER INTL INC COM 071813109 211 4,068 SH   SOLE   4,068 0 0
BB&T CORP COM 054937107 387 8,658 SH   SOLE   8,658 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 224 18,462 SH   SOLE   18,462 0 0
BED BATH & BEYOND INC COM 075896100 1,089 27,607 SH   SOLE   27,607 0 0
BELDEN INC COM 077454106 308 4,449 SH   SOLE   4,449 0 0
BEMIS INC COM 081437105 296 6,050 SH   SOLE   6,050 0 0
BENCHMARK ELECTRS INC COM 08160H101 436 13,699 SH   SOLE   13,699 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 496 2,973 SH   SOLE   2,973 0 0
BERRY PLASTICS GROUP INC COM 08579W103 615 12,670 SH   SOLE   12,670 0 0
BIG LOTS INC COM 089302103 447 9,185 SH   SOLE   9,185 0 0
BIOGEN INC COM 09062X103 389 1,423 SH   SOLE   1,423 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 226 2,577 SH   SOLE   2,577 0 0
BIO RAD LABS INC CL A 090572207 439 2,200 SH   SOLE   2,200 0 0
BIO TECHNE CORP COM 09073M104 874 8,600 SH   SOLE   8,600 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 387 12,515 SH   SOLE   12,515 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 455 19,792 SH   SOLE   19,792 0 0
BMC STK HLDGS INC COM 05591B109 201 8,891 SH   SOLE   8,891 0 0
BOEING CO COM 097023105 1,477 8,350 SH   SOLE   8,350 0 0
BOISE CASCADE CO DEL COM 09739D100 286 10,699 SH   SOLE   10,699 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 916 25,881 SH   SOLE   25,881 0 0
BORGWARNER INC COM 099724106 913 21,842 SH   SOLE   21,842 0 0
BOSTON PROPERTIES INC COM 101121101 258 1,946 SH   SOLE   1,946 0 0
BOSTON SCIENTIFIC CORP COM 101137107 216 8,669 SH   SOLE   8,669 0 0
BP PLC SPONSORED ADR 055622104 1,726 50,000 SH Call SOLE   50,000 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 427 26,332 SH   SOLE   26,332 0 0
BRASKEM S A SP ADR PFD A 105532105 344 16,900 SH   SOLE   16,900 0 0
BRF SA SPONSORED ADR 10552T107 377 30,758 SH   SOLE   30,758 0 0
BRINKER INTL INC COM 109641100 296 6,744 SH   SOLE   6,744 0 0
BRINKS CO COM 109696104 229 4,289 SH   SOLE   4,289 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 441 8,110 SH   SOLE   8,110 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 630 29,377 SH   SOLE   29,377 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 884 13,016 SH   SOLE   13,016 0 0
BROADSOFT INC COM 11133B409 408 10,158 SH   SOLE   10,158 0 0
BROOKS AUTOMATION INC COM 114340102 250 11,148 SH   SOLE   11,148 0 0
BROWN & BROWN INC COM 115236101 857 20,534 SH   SOLE   20,534 0 0
BROWN FORMAN CORP CL B 115637209 238 5,154 SH   SOLE   5,154 0 0
BRUKER CORP COM 116794108 321 13,751 SH   SOLE   13,751 0 0
BT GROUP PLC ADR 05577E101 538 26,800 SH   SOLE   26,800 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 206 13,804 SH   SOLE   13,804 0 0
BUNGE LIMITED COM G16962105 2,109 26,605 SH   SOLE   26,605 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,383 29,045 SH   SOLE   29,045 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 588 7,612 SH   SOLE   7,612 0 0
CA INC COM 12673P105 618 19,497 SH   SOLE   19,497 0 0
CALATLANTIC GROUP INC COM 128195104 1,124 30,000 SH Call SOLE   30,000 0 0
CABLE ONE INC COM 12685J105 279 446 SH   SOLE   446 0 0
CACI INTL INC CL A 127190304 505 4,309 SH   SOLE   4,309 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,058 33,703 SH   SOLE   33,703 0 0
CAESARS ENTMT CORP COM 127686103 264 27,677 SH   SOLE   27,677 0 0
CALATLANTIC GROUP INC COM 128195104 423 11,291 SH   SOLE   11,291 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 258 17,186 SH   SOLE   17,186 0 0
CALPINE CORP COM NEW 131347304 609 55,152 SH   SOLE   55,152 0 0
CAMDEN PPTY TR SH BEN INT 133131102 448 5,569 SH   SOLE   5,569 0 0
CAMECO CORP COM 13321L108 307 27,722 SH   SOLE   27,722 0 0
CAMPBELL SOUP CO COM 134429109 777 13,568 SH   SOLE   13,568 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 548 6,357 SH   SOLE   6,357 0 0
CANADIAN PAC RY LTD COM 13645T100 221 1,504 SH   SOLE   1,504 0 0
CANADIAN SOLAR INC COM 136635109 221 18,034 SH   SOLE   18,034 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,013 11,693 SH   SOLE   11,693 0 0
CAPITOL FED FINL INC COM 14057J101 249 17,010 SH   SOLE   17,010 0 0
CARDINAL HEALTH INC COM 14149Y108 979 11,999 SH   SOLE   11,999 0 0
CAREER EDUCATION CORP COM 141665109 99 11,400 SH   SOLE   11,400 0 0
CARLISLE COS INC COM 142339100 1,375 12,925 SH   SOLE   12,925 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 874 14,840 SH   SOLE   14,840 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 333 8,935 SH   SOLE   8,935 0 0
CARTER INC COM 146229109 2,119 23,599 SH   SOLE   23,599 0 0
CASCADIAN THERAPEUTICS INC COM NEW 14740B606 57 13,660 SH   SOLE   13,660 0 0
CASEYS GEN STORES INC COM 147528103 562 5,010 SH   SOLE   5,010 0 0
CATERPILLAR INC DEL COM 149123101 1,067 11,500 SH Put SOLE   11,500 0 0
CATERPILLAR INC DEL COM 149123101 232 2,500 SH Call SOLE   2,500 0 0
CATERPILLAR INC DEL COM 149123101 685 7,381 SH   SOLE   7,381 0 0
CBOE HLDGS INC COM 12503M108 1,780 21,957 SH   SOLE   21,957 0 0
CBRE GROUP INC CL A 12504L109 930 26,741 SH   SOLE   26,741 0 0
CDK GLOBAL INC COM 12508E101 927 14,257 SH   SOLE   14,257 0 0
CDW CORP COM 12514G108 254 4,408 SH   SOLE   4,408 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 67 13,324 SH   SOLE   13,324 0 0
CELANESE CORP DEL COM SER A 150870103 892 9,929 SH   SOLE   9,929 0 0
CENOVUS ENERGY INC COM 15135U109 210 18,623 SH   SOLE   18,623 0 0
CENTENE CORP DEL COM 15135B101 495 6,949 SH   SOLE   6,949 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 337 18,480 SH   SOLE   18,480 0 0
CENTERPOINT ENERGY INC COM 15189T107 698 25,302 SH   SOLE   25,302 0 0
CF INDS HLDGS INC COM 125269100 239 8,142 SH   SOLE   8,142 0 0
CHARLES RIV LABS INTL INC COM 159864107 584 6,495 SH   SOLE   6,495 0 0
CHEESECAKE FACTORY INC COM 163072101 292 4,611 SH   SOLE   4,611 0 0
CHEETAH MOBILE INC ADR 163075104 243 22,621 SH   SOLE   22,621 0 0
CHENIERE ENERGY INC COM NEW 16411R208 566 11,975 SH   SOLE   11,975 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 808 25,000 SH   SOLE   25,000 0 0
CHEVRON CORP NEW COM 166764100 1,595 14,852 SH   SOLE   14,852 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 611 11,064 SH   SOLE   11,064 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 237 12,360 SH   SOLE   12,360 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 428 35,539 SH   SOLE   35,539 0 0
CIENA CORP COM NEW 171779309 508 21,500 SH   SOLE   21,500 0 0
CIGNA CORPORATION COM 125509109 2,705 18,464 SH   SOLE   18,464 0 0
CIMAREX ENERGY CO COM 171798101 908 7,600 SH   SOLE   7,600 0 0
CINCINNATI FINL CORP COM 172062101 359 4,971 SH   SOLE   4,971 0 0
CINTAS CORP COM 172908105 380 3,000 SH   SOLE   3,000 0 0
CISCO SYS INC COM 17275R102 921 27,258 SH   SOLE   27,258 0 0
CIT GROUP INC COM NEW 125581801 457 10,641 SH   SOLE   10,641 0 0
CITIGROUP INC COM NEW 172967424 928 15,507 SH   SOLE   15,507 0 0
CITIZENS FINL GROUP INC COM 174610105 1,631 47,214 SH   SOLE   47,214 0 0
CITRIX SYS INC COM 177376100 426 5,111 SH   SOLE   5,111 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 267 2,025 SH   SOLE   2,025 0 0
CLEAN HARBORS INC COM 184496107 539 9,685 SH   SOLE   9,685 0 0
CLEARWATER PAPER CORP COM 18538R103 701 12,524 SH   SOLE   12,524 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 131 28,593 SH   SOLE   28,593 0 0
CME GROUP INC COM 12572Q105 695 5,854 SH   SOLE   5,854 0 0
CMS ENERGY CORP COM 125896100 394 8,797 SH   SOLE   8,797 0 0
CNA FINL CORP COM 126117100 274 6,203 SH   SOLE   6,203 0 0
CANADIAN NAT RES LTD COM 136385101 1,967 60,000 SH Call SOLE   60,000 0 0
COACH INC COM 189754104 388 9,376 SH   SOLE   9,376 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 250 4,200 SH   SOLE   4,200 0 0
COLGATE PALMOLIVE CO COM 194162103 675 9,223 SH   SOLE   9,223 0 0
COLONY STARWOOD HOMES COM 19625X102 392 11,543 SH   SOLE   11,543 0 0
COLUMBIA ETF TR II BEYOND BRICS ETF 19762B103 261 16,290 SH   SOLE   16,290 0 0
COMERICA INC COM 200340107 1,141 16,635 SH   SOLE   16,635 0 0
COMMERCE BANCSHARES INC COM 200525103 630 11,218 SH   SOLE   11,218 0 0
COMMSCOPE HLDG CO INC COM 20337X109 951 22,802 SH   SOLE   22,802 0 0
COMMUNITY BK SYS INC COM 203607106 1,677 30,509 SH   SOLE   30,509 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 245 27,600 SH   SOLE   27,600 0 0
COMPUTER SCIENCES CORP COM 205363104 1,281 18,568 SH Put SOLE   18,568 0 0
CONAGRA BRANDS INC COM 205887102 230 5,704 SH   SOLE   5,704 0 0
CONCHO RES INC COM 20605P101 1,386 10,800 SH   SOLE   10,800 0 0
CONDUENT INC COM 206787103 299 17,845 SH   SOLE   17,845 0 0
CONOCOPHILLIPS COM 20825C104 1,600 32,088 SH   SOLE   32,088 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 365 4,155 SH   SOLE   4,155 0 0
CONTINENTAL RESOURCES INC COM 212015101 403 8,875 SH   SOLE   8,875 0 0
CONVERGYS CORP COM 212485106 697 32,974 SH   SOLE   32,974 0 0
COOPER COS INC COM NEW 216648402 380 1,900 SH   SOLE   1,900 0 0
COOPER STD HLDGS INC COM 21676P103 313 2,820 SH   SOLE   2,820 0 0
COPA HOLDINGS SA CL A P31076105 971 8,653 SH   SOLE   8,653 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 108 13,081 SH   SOLE   13,081 0 0
CORECIVIC INC COM 21871N101 275 8,753 SH   SOLE   8,753 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 283 7,287 SH   SOLE   7,287 0 0
CORNING INC COM 219350105 593 21,957 SH   SOLE   21,957 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 666 20,130 SH   SOLE   20,130 0 0
COSTCO WHSL CORP NEW COM 22160K105 842 5,024 SH   SOLE   5,024 0 0
COTIVITI HLDGS INC COM 22164K101 429 10,300 SH   SOLE   10,300 0 0
COTY INC COM CL A 222070203 936 51,639 SH   SOLE   51,639 0 0
COUSINS PPTYS INC COM 222795106 228 27,552 SH   SOLE   27,552 0 0
COVANTA HLDG CORP COM 22282E102 169 10,740 SH   SOLE   10,740 0 0
BARD C R INC COM 067383109 522 2,100 SH   SOLE   2,100 0 0
CRANE CO COM 224399105 319 4,260 SH   SOLE   4,260 0 0
CRAY INC COM NEW 225223304 259 11,841 SH   SOLE   11,841 0 0
CREDICORP LTD COM G2519Y108 1,082 6,623 SH   SOLE   6,623 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 416 28,003 SH   SOLE   28,003 0 0
CREE INC COM 225447101 750 28,043 SH   SOLE   28,043 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 378 4,006 SH   SOLE   4,006 0 0
CROWN HOLDINGS INC COM 228368106 599 11,308 SH   SOLE   11,308 0 0
CSRA INC COM 12650T104 499 17,042 SH   SOLE   17,042 0 0
CSX CORP COM 126408103 1,397 30,000 SH   SOLE   30,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 4,863 3,700,000 PRN   SOLE   3,700,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,072 21,806 SH   SOLE   21,806 0 0
CUBESMART COM 229663109 636 24,509 SH   SOLE   24,509 0 0
CULLEN FROST BANKERS INC COM 229899109 362 4,064 SH   SOLE   4,064 0 0
CUMMINS INC COM 231021106 654 4,325 SH   SOLE   4,325 0 0
CURTISS WRIGHT CORP COM 231561101 939 10,288 SH   SOLE   10,288 0 0
CVS HEALTH CORP COM 126650100 968 12,332 SH   SOLE   12,332 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,037 75,367 SH   SOLE   75,367 0 0
CYRUSONE INC COM 23283R100 351 6,821 SH   SOLE   6,821 0 0
CYS INVTS INC COM 12673A108 275 34,599 SH   SOLE   34,599 0 0
DANA INCORPORATED COM 235825205 687 35,600 SH   SOLE   35,600 0 0
DANAHER CORP DEL COM 235851102 1,554 18,170 SH   SOLE   18,170 0 0
DAVITA INC COM 23918K108 654 9,621 SH   SOLE   9,621 0 0
DDR CORP COM 23317H102 888 70,847 SH   SOLE   70,847 0 0
DEERE & CO COM 244199105 356 3,269 SH   SOLE   3,269 0 0
DELEK US HLDGS INC COM 246647101 498 20,499 SH   SOLE   20,499 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 2,871 44,801 SH   SOLE   44,801 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 220 2,732 SH   SOLE   2,732 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,448 96,769 SH   SOLE   96,769 0 0
DENNYS CORP COM 24869P104 142 11,482 SH   SOLE   11,482 0 0
DENTSPLY SIRONA INC COM 24906P109 1,329 21,283 SH   SOLE   21,283 0 0
DEVON ENERGY CORP NEW COM 25179M103 232 5,566 SH   SOLE   5,566 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 307 18,375 SH   SOLE   18,375 0 0
DIAMONDBACK ENERGY INC COM 25278X109 482 4,644 SH   SOLE   4,644 0 0
DICKS SPORTING GOODS INC COM 253393102 533 10,961 SH   SOLE   10,961 0 0
DIEBOLD NXDF INC COM 253651103 342 11,125 SH   SOLE   11,125 0 0
DINEEQUITY INC COM 254423106 576 10,586 SH   SOLE   10,586 0 0
DISCOVER FINL SVCS COM 254709108 1,343 19,632 SH   SOLE   19,632 0 0
DISH NETWORK CORP CL A 25470M109 476 7,503 SH   SOLE   7,503 0 0
DOLLAR GEN CORP NEW COM 256677105 1,899 27,232 SH   SOLE   27,232 0 0
DOLLAR TREE INC COM 256746108 297 3,781 SH   SOLE   3,781 0 0
DOMINOS PIZZA INC COM 25754A201 1,793 9,730 SH   SOLE   9,730 0 0
DOMTAR CORP COM NEW 257559203 933 25,546 SH   SOLE   25,546 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 304 15,744 SH   SOLE   15,744 0 0
DOUGLAS EMMETT INC COM 25960P109 229 5,957 SH   SOLE   5,957 0 0
DOVER CORP COM 260003108 290 3,606 SH   SOLE   3,606 0 0
DOW CHEM CO COM 260543103 794 12,500 SH Call SOLE   12,500 0 0
DOMINOS PIZZA INC COM 25754A201 682 3,700 SH Put SOLE   3,700 0 0
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D R HORTON INC COM 23331A109 1,929 57,903 SH   SOLE   57,903 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 967 9,875 SH   SOLE   9,875 0 0
DRIVE SHACK INC COM 262077100 66 15,997 SH   SOLE   15,997 0 0
DSW INC CL A 23334L102 1,042 50,372 SH   SOLE   50,372 0 0
DTE ENERGY CO COM 233331107 5,106 50,000 SH   SOLE   50,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 360 4,481 SH   SOLE   4,481 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,327 24,267 SH   SOLE   24,267 0 0
DYCOM INDS INC COM 267475101 930 10,000 SH Put SOLE   10,000 0 0
DYCOM INDS INC COM 267475101 2,000 21,513 SH   SOLE   21,513 0 0
DYNEGY INC NEW DEL COM 26817R108 393 50,000 SH   SOLE   50,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 430 12,330 SH   SOLE   12,330 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 64 11,190 SH   SOLE   11,190 0 0
EAGLE MATERIALS INC COM 26969P108 1,068 10,992 SH   SOLE   10,992 0 0
EAST WEST BANCORP INC COM 27579R104 1,581 30,635 SH   SOLE   30,635 0 0
EASTMAN CHEM CO COM 277432100 268 3,320 SH   SOLE   3,320 0 0
EATON VANCE CORP COM NON VTG 278265103 498 11,082 SH   SOLE   11,082 0 0
ECHOSTAR CORP CL A 278768106 441 7,752 SH   SOLE   7,752 0 0
ECOPETROL S A SPONSORED ADS 279158109 114 12,281 SH   SOLE   12,281 0 0
EDGEWELL PERS CARE CO COM 28035Q102 538 7,350 SH   SOLE   7,350 0 0
EDISON INTL COM 281020107 589 7,401 SH   SOLE   7,401 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,255 13,341 SH   SOLE   13,341 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 630 16,000 SH Put SOLE   16,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 670 17,000 SH Call SOLE   17,000 0 0
EL PASO ELEC CO COM NEW 283677854 710 14,051 SH   SOLE   14,051 0 0
ELECTRONIC ARTS INC COM 285512109 637 7,118 SH   SOLE   7,118 0 0
LILLY ELI & CO COM 532457108 433 5,146 SH   SOLE   5,146 0 0
EMERSON ELEC CO COM 291011104 349 5,835 SH   SOLE   5,835 0 0
ENBRIDGE INC COM 29250N105 321 7,670 SH   SOLE   7,670 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 271 34,502 SH   SOLE   34,502 0 0
ENERGEN CORP COM 29265N108 1,501 27,571 SH   SOLE   27,571 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 608 10,897 SH   SOLE   10,897 0 0
ENERGY FUELS INC COM NEW 292671708 42 19,386 SH   SOLE   19,386 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 390 5,578 SH   SOLE   5,578 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 730 20,000 SH   SOLE   20,000 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 234 12,072 SH   SOLE   12,072 0 0
ENSCO PLC SHS CLASS A G3157S106 680 75,950 SH   SOLE   75,950 0 0
ENTEGRIS INC COM 29362U104 228 9,730 SH   SOLE   9,730 0 0
ENTERGY CORP NEW COM 29364G103 589 7,754 SH   SOLE   7,754 0 0
ENVESTNET INC COM 29404K106 451 13,954 SH   SOLE   13,954 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 6,260 6,700,000 PRN   SOLE   6,700,000 0 0
ENVISION HEALTHCARE CORP COM 29414D100 577 9,402 SH   SOLE   9,402 0 0
EOG RES INC COM 26875P101 834 8,547 SH   SOLE   8,547 0 0
EQT CORP COM 26884L109 238 3,899 SH   SOLE   3,899 0 0
EQUINIX INC COM PAR $0.001 29444U700 280 700 SH   SOLE   700 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 730 11,725 SH   SOLE   11,725 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 385 4,470 SH   SOLE   4,470 0 0
EURONET WORLDWIDE INC COM 298736109 582 6,804 SH   SOLE   6,804 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 292 3,753 SH   SOLE   3,753 0 0
EVERI HLDGS INC COM 30034T103 108 22,626 SH   SOLE   22,626 0 0
EVERSOURCE ENERGY COM 30040W108 457 7,779 SH   SOLE   7,779 0 0
EVERTEC INC COM 30040P103 298 18,737 SH   SOLE   18,737 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 284 12,137 SH   SOLE   12,137 0 0
EXELON CORP COM 30161N101 5,529 153,659 SH   SOLE   153,659 0 0
EXPEDIA INC DEL COM NEW 30212P303 744 5,900 SH   SOLE   5,900 0 0
EXPEDITORS INTL WASH INC COM 302130109 382 6,758 SH   SOLE   6,758 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 564 8,562 SH   SOLE   8,562 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 317 19,900 SH   SOLE   19,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 632 8,490 SH   SOLE   8,490 0 0
EZCORP INC CL A NON VTG 302301106 107 13,108 SH   SOLE   13,108 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,455 125,000 SH Put SOLE   125,000 0 0
F5 NETWORKS INC COM 315616102 598 4,193 SH   SOLE   4,193 0 0
FABRINET SHS G3323L100 244 5,800 SH   SOLE   5,800 0 0
FACTSET RESH SYS INC COM 303075105 850 5,152 SH   SOLE   5,152 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 312 42,517 SH   SOLE   42,517 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 517 3,873 SH   SOLE   3,873 0 0
FEDEX CORP COM 31428X106 310 1,589 SH   SOLE   1,589 0 0
FERRARI N V COM N3167Y103 228 3,071 SH   SOLE   3,071 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 786 71,937 SH   SOLE   71,937 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 349 4,386 SH   SOLE   4,386 0 0
FIFTH THIRD BANCORP COM 316773100 543 21,378 SH   SOLE   21,378 0 0
FINISAR CORP COM NEW 31787A507 1,641 60,038 SH   SOLE   60,038 0 0
FINISH LINE INC CL A 317923100 525 36,885 SH   SOLE   36,885 0 0
FIREEYE INC COM 31816Q101 155 12,300 SH   SOLE   12,300 0 0
FIRST DATA CORP NEW COM CL A 32008D106 323 20,837 SH   SOLE   20,837 0 0
FIRST FINL BANKSHARES COM 32020R109 253 6,300 SH   SOLE   6,300 0 0
FIRST HAWAIIAN INC COM 32051X108 361 12,065 SH   SOLE   12,065 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 642 24,108 SH   SOLE   24,108 0 0
FIRST TR EXCH TRADED FD II NASDQ CLN EDGE 33737A108 254 6,063 SH   SOLE   6,063 0 0
FIRSTENERGY CORP COM 337932107 1,018 32,003 SH   SOLE   32,003 0 0
FISERV INC COM 337738108 309 2,680 SH   SOLE   2,680 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 831 5,486 SH   SOLE   5,486 0 0
FLEX LTD ORD Y2573F102 594 35,360 SH   SOLE   35,360 0 0
FLIR SYS INC COM 302445101 471 12,993 SH   SOLE   12,993 0 0
FLOWSERVE CORP COM 34354P105 247 5,106 SH   SOLE   5,106 0 0
FLUOR CORP NEW COM 343412102 1,086 20,642 SH   SOLE   20,642 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,356 50,400 SH Put SOLE   50,400 0 0
F M C CORP COM NEW 302491303 874 12,554 SH   SOLE   12,554 0 0
FNB CORP PA COM 302520101 248 16,649 SH   SOLE   16,649 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 291 7,470 SH   SOLE   7,470 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 749 8,466 SH   SOLE   8,466 0 0
FOOT LOCKER INC COM 344849104 785 10,498 SH   SOLE   10,498 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,407 206,800 SH   SOLE   206,800 0 0
FORTINET INC COM 34959E109 264 6,891 SH   SOLE   6,891 0 0
FORTIVE CORP COM 34959J108 210 3,495 SH   SOLE   3,495 0 0
FORTUNA SILVER MINES INC COM 349915108 56 10,818 SH   SOLE   10,818 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 239 3,925 SH   SOLE   3,925 0 0
FOUNDATION MEDICINE INC COM 350465100 210 6,500 SH   SOLE   6,500 0 0
FRANCO NEVADA CORP COM 351858105 1,183 18,056 SH   SOLE   18,056 0 0
FRANKS INTL N V COM N33462107 332 31,411 SH   SOLE   31,411 0 0
FREEPORT-MCMORAN INC CL B 35671D857 141 10,548 SH   SOLE   10,548 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 75 35,198 SH   SOLE   35,198 0 0
FULTON FINL CORP PA COM 360271100 203 11,367 SH   SOLE   11,367 0 0
GAMESTOP CORP NEW CL A 36467W109 507 22,500 SH   SOLE   22,500 0 0
GAP INC DEL COM 364760108 470 19,342 SH   SOLE   19,342 0 0
GARMIN LTD SHS H2906T109 745 14,568 SH   SOLE   14,568 0 0
GARTNER INC COM 366651107 1,123 10,400 SH   SOLE   10,400 0 0
GASTAR EXPL INC NEW COM 36729W202 357 231,893 SH   SOLE   231,893 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 270 8,272 SH   SOLE   8,272 0 0
GENERAC HLDGS INC COM 368736104 595 15,967 SH   SOLE   15,967 0 0
GENERAL DYNAMICS CORP COM 369550108 262 1,398 SH   SOLE   1,398 0 0
GENERAL ELECTRIC CO COM 369604103 841 28,216 SH   SOLE   28,216 0 0
GENERAL MLS INC COM 370334104 1,260 21,349 SH   SOLE   21,349 0 0
GENERAL MTRS CO COM 37045V100 707 20,000 SH   SOLE   20,000 0 0
GENESCO INC COM 371532102 211 3,800 SH   SOLE   3,800 0 0
GENUINE PARTS CO COM 372460105 412 4,457 SH   SOLE   4,457 0 0
G-III APPAREL GROUP LTD COM 36237H101 238 10,854 SH   SOLE   10,854 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,089 17,600 SH Put SOLE   17,600 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,042 17,200 SH Call SOLE   17,200 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,018 2,000,000 PRN   SOLE   2,000,000 0 0
GLOBAL PMTS INC COM 37940X102 618 7,665 SH   SOLE   7,665 0 0
GLOBAL X FDS GB MSCI AR ETF 37950E259 474 16,793 SH   SOLE   16,793 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 142 14,982 SH   SOLE   14,982 0 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 117 14,637 SH   SOLE   14,637 0 0
GLOBAL X FDS MSCI PAKISTAN 37950E689 813 47,866 SH   SOLE   47,866 0 0
GENERAL MTRS CO COM 37045V100 1,061 30,000 SH Put SOLE   30,000 0 0
GNC HLDGS INC COM CL A 36191G107 117 15,868 SH   SOLE   15,868 0 0
GOGO INC COM 38046C109 117 10,636 SH   SOLE   10,636 0 0
GOLDCORP INC NEW COM 380956409 468 32,081 SH   SOLE   32,081 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 158 20,595 SH   SOLE   20,595 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,918 8,351 SH   SOLE   8,351 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 497 13,800 SH   SOLE   13,800 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 811 63,010 SH   SOLE   63,010 0 0
GRAY TELEVISION INC COM 389375106 159 10,952 SH   SOLE   10,952 0 0
GREAT PLAINS ENERGY INC COM 391164100 13,389 458,226 SH   SOLE   458,226 0 0
GRUBHUB INC COM 400110102 634 19,267 SH   SOLE   19,267 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 562 21,662 SH   SOLE   21,662 0 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN RL EST 18383Q861 226 9,674 SH   SOLE   9,674 0 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 425 17,117 SH   SOLE   17,117 0 0
CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 253 14,670 SH   SOLE   14,670 0 0
GULFPORT ENERGY CORP COM NEW 402635304 393 22,878 SH   SOLE   22,878 0 0
BLOCK H & R INC COM 093671105 700 30,129 SH   SOLE   30,129 0 0
HALCON RES CORP COM PAR NEW 40537Q605 261 33,937 SH   SOLE   33,937 0 0
HALLADOR ENERGY COMPANY COM 40609P105 95 11,904 SH   SOLE   11,904 0 0
HALLIBURTON CO COM 406216101 983 19,970 SH   SOLE   19,970 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 177 13,633 SH   SOLE   13,633 0 0
HALYARD HEALTH INC COM 40650V100 474 12,453 SH   SOLE   12,453 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 61 24,900 SH   SOLE   24,900 0 0
HARRIS CORP DEL COM 413875105 439 3,941 SH   SOLE   3,941 0 0
HARSCO CORP COM 415864107 145 11,404 SH   SOLE   11,404 0 0
HASBRO INC COM 418056107 788 7,896 SH   SOLE   7,896 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 510 15,318 SH   SOLE   15,318 0 0
HAWAIIAN HOLDINGS INC COM 419879101 416 8,950 SH   SOLE   8,950 0 0
HCP INC COM 40414L109 740 23,665 SH   SOLE   23,665 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,620 39,402 SH   SOLE   39,402 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 670 21,300 SH   SOLE   21,300 0 0
HEARTLAND EXPRESS INC COM 422347104 206 10,250 SH   SOLE   10,250 0 0
HEICO CORP NEW CL A 422806208 761 10,152 SH   SOLE   10,152 0 0
SCHEIN HENRY INC COM 806407102 306 1,800 SH   SOLE   1,800 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 3,840 4,000,000 PRN   SOLE   4,000,000 0 0
HERC HLDGS INC COM 42704L104 201 4,114 SH   SOLE   4,114 0 0
MILLER HERMAN INC COM 600544100 473 14,988 SH   SOLE   14,988 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 811 46,257 SH   SOLE   46,257 0 0
HESS CORP COM 42809H107 1,487 30,853 SH   SOLE   30,853 0 0
HIGHWOODS PPTYS INC COM 431284108 300 6,116 SH   SOLE   6,116 0 0
HILLTOP HOLDINGS INC COM 432748101 262 9,542 SH   SOLE   9,542 0 0
HILTON GRAND VACATIONS INC COM 43283X105 669 23,349 SH   SOLE   23,349 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 239 4,084 SH   SOLE   4,084 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,306 143,200 SH   SOLE   143,200 0 0
HMS HLDGS CORP COM 40425J101 230 11,313 SH   SOLE   11,313 0 0
HNI CORP COM 404251100 240 5,215 SH   SOLE   5,215 0 0
HOLLYFRONTIER CORP COM 436106108 432 15,251 SH   SOLE   15,251 0 0
HOLOGIC INC COM 436440101 228 5,360 SH   SOLE   5,360 0 0
HOME DEPOT INC COM 437076102 1,637 11,151 SH   SOLE   11,151 0 0
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HONEYWELL INTL INC COM 438516106 1,074 8,600 SH   SOLE   8,600 0 0
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HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 455 14,446 SH   SOLE   14,446 0 0
HOSTESS BRANDS INC CL A 44109J106 415 26,159 SH   SOLE   26,159 0 0
HP INC COM 40434L105 1,078 60,270 SH   SOLE   60,270 0 0
HUB GROUP INC CL A 443320106 243 5,247 SH   SOLE   5,247 0 0
HUBBELL INC COM 443510607 210 1,753 SH   SOLE   1,753 0 0
HUBSPOT INC COM 443573100 224 3,700 SH   SOLE   3,700 0 0
HUDSON PAC PPTYS INC COM 444097109 464 13,409 SH   SOLE   13,409 0 0
HUDSON TECHNOLOGIES INC COM 444144109 98 14,890 SH   SOLE   14,890 0 0
HUMANA INC COM 444859102 350 1,700 SH   SOLE   1,700 0 0
HUNT J B TRANS SVCS INC COM 445658107 765 8,336 SH   SOLE   8,336 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 923 4,607 SH   SOLE   4,607 0 0
HURCO COMPANIES INC COM 447324104 373 12,000 SH   SOLE   12,000 0 0
HYATT HOTELS CORP COM CL A 448579102 315 5,841 SH   SOLE   5,841 0 0
IAC INTERACTIVECORP COM 44919P508 1,168 15,843 SH   SOLE   15,843 0 0
ICICI BK LTD ADR 45104G104 149 17,364 SH   SOLE   17,364 0 0
ICONIX BRAND GROUP INC COM 451055107 2,858 380,000 SH Put SOLE   380,000 0 0
ICON PLC SHS G4705A100 327 4,100 SH   SOLE   4,100 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 1,425 1,500,000 PRN   SOLE   1,500,000 0 0
IHS MARKIT LTD SHS G47567105 1,334 31,805 SH   SOLE   31,805 0 0
II VI INC COM 902104108 243 6,741 SH   SOLE   6,741 0 0
ILLINOIS TOOL WKS INC COM 452308109 729 5,500 SH   SOLE   5,500 0 0
IMPERVA INC COM 45321L100 211 5,135 SH   SOLE   5,135 0 0
INC RESH HLDGS INC CL A 45329R109 454 9,900 SH   SOLE   9,900 0 0
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INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 2,986 2,799,000 PRN   SOLE   2,799,000 0 0
INGERSOLL-RAND PLC SHS G47791101 215 2,641 SH   SOLE   2,641 0 0
INGEVITY CORP COM 45688C107 347 5,700 SH   SOLE   5,700 0 0
INGREDION INC COM 457187102 802 6,658 SH   SOLE   6,658 0 0
INPHI CORP COM 45772F107 244 5,000 SH   SOLE   5,000 0 0
INSPERITY INC COM 45778Q107 471 5,314 SH   SOLE   5,314 0 0
INSULET CORP COM 45784P101 332 7,700 SH   SOLE   7,700 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 409 9,700 SH   SOLE   9,700 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,332 56,263 SH   SOLE   56,263 0 0
INTEL CORP COM 458140100 527 14,615 SH   SOLE   14,615 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 556 16,014 SH   SOLE   16,014 0 0
INTERDIGITAL INC COM 45867G101 1,165 13,496 SH   SOLE   13,496 0 0
INTERNAP CORP COM PAR $.001 45885A300 52 13,892 SH   SOLE   13,892 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 606 25,588 SH   SOLE   25,588 0 0
INTL PAPER CO COM 460146103 991 19,523 SH   SOLE   19,523 0 0
INTERPUBLIC GROUP COS INC COM 460690100 261 10,605 SH   SOLE   10,605 0 0
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INTERNATIONAL BUSINESS MACHS COM 459200101 1,906 10,947 SH   SOLE   10,947 0 0
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INTUIT COM 461202103 2,937 25,320 SH   SOLE   25,320 0 0
INVESCO LTD SHS G491BT108 1,060 34,621 SH   SOLE   34,621 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 208 13,493 SH   SOLE   13,493 0 0
ISHARES TR ASIA 50 ETF 464288430 335 6,385 SH   SOLE   6,385 0 0
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ISHARES TR MSCI ACWI ETF 464288257 366 5,778 SH   SOLE   5,778 0 0
ISHARES ALL PERU CAP ETF 464289842 490 14,364 SH   SOLE   14,364 0 0
ISHARES MSCI AUST ETF 464286103 309 13,667 SH   SOLE   13,667 0 0
ISHARES MSCI BRZ CAP ETF 464286400 213 5,683 SH   SOLE   5,683 0 0
ISHARES TR CHINA ETF 46429B671 514 10,300 SH   SOLE   10,300 0 0
ISHARES TR EAFE VALUE ETF 464288877 452 8,987 SH   SOLE   8,987 0 0
ISHARES MSCI FRNTR100ETF 464286145 882 31,796 SH   SOLE   31,796 0 0
ISHARES MSCI GERMANY ETF 464286806 378 13,134 SH   SOLE   13,134 0 0
ISHARES MSCI HONG KG ETF 464286871 235 10,551 SH   SOLE   10,551 0 0
ISHARES TR MSCI INDIA ETF 46429B598 982 31,200 SH   SOLE   31,200 0 0
ISHARES MSCI MEX CAP ETF 464286822 318 6,224 SH   SOLE   6,224 0 0
ISHARES MSCI NETHERL ETF 464286814 203 7,581 SH   SOLE   7,581 0 0
ISHARES TR MSCI POL CAP ETF 46429B606 234 10,821 SH   SOLE   10,821 0 0
ISHARES MSCI STH AFR ETF 464286780 269 4,873 SH   SOLE   4,873 0 0
ISHARES MSCI STH KOR ETF 464286772 668 10,792 SH   SOLE   10,792 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 321 9,652 SH   SOLE   9,652 0 0
ISHARES MSCI TURKEY ETF 464286715 514 14,353 SH   SOLE   14,353 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 986 7,172 SH   SOLE   7,172 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 493 3,048 SH   SOLE   3,048 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 352 2,978 SH   SOLE   2,978 0 0
ISHARES TR RUS MID CAP ETF 464287499 320 1,708 SH   SOLE   1,708 0 0
ISHARES TR U.S. TELECOM ETF 464287713 380 11,750 SH   SOLE   11,750 0 0
ISTAR INC COM 45031U101 145 12,300 SH   SOLE   12,300 0 0
ITRON INC COM 465741106 725 11,943 SH   SOLE   11,943 0 0
ITT INC COM 45073V108 423 10,321 SH   SOLE   10,321 0 0
JABIL CIRCUIT INC COM 466313103 1,072 37,070 SH   SOLE   37,070 0 0
HENRY JACK & ASSOC INC COM 426281101 355 3,809 SH   SOLE   3,809 0 0
JACK IN THE BOX INC COM 466367109 877 8,624 SH   SOLE   8,624 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 432 7,806 SH   SOLE   7,806 0 0
JD COM INC SPON ADR CL A 47215P106 433 13,928 SH   SOLE   13,928 0 0
SMUCKER J M CO COM NEW 832696405 367 2,800 SH   SOLE   2,800 0 0
JOHNSON & JOHNSON COM 478160104 534 4,288 SH   SOLE   4,288 0 0
JPMORGAN CHASE & CO COM 46625H100 632 7,200 SH Put SOLE   7,200 0 0
JPMORGAN CHASE & CO COM 46625H100 562 6,400 SH Call SOLE   6,400 0 0
J P MORGAN EXCHANGE TRADED F DIV RTN GLB EQ 46641Q100 300 5,502 SH   SOLE   5,502 0 0
JPMORGAN CHASE & CO COM 46625H100 1,991 22,666 SH   SOLE   22,666 0 0
JUNIPER NETWORKS INC COM 48203R104 922 33,146 SH   SOLE   33,146 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 879 10,250 SH   SOLE   10,250 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,161 50,266 SH   SOLE   50,266 0 0
KAR AUCTION SVCS INC COM 48238T109 1,170 26,788 SH   SOLE   26,788 0 0
KATE SPADE & CO COM 485865109 767 33,029 SH   SOLE   33,029 0 0
KB HOME COM 48666K109 1,193 60,000 SH Call SOLE   60,000 0 0
KBR INC COM 48242W106 161 10,690 SH   SOLE   10,690 0 0
KCG HLDGS INC CL A 48244B100 1,398 78,400 SH Put SOLE   78,400 0 0
KELLOGG CO COM 487836108 416 5,735 SH   SOLE   5,735 0 0
KEMET CORP COM NEW 488360207 212 17,640 SH   SOLE   17,640 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,523 42,151 SH   SOLE   42,151 0 0
KEYW HLDG CORP COM 493723100 95 10,036 SH   SOLE   10,036 0 0
KILROY RLTY CORP COM 49427F108 632 8,772 SH   SOLE   8,772 0 0
KIMBERLY CLARK CORP COM 494368103 2,806 21,314 SH   SOLE   21,314 0 0
KIMCO RLTY CORP COM 49446R109 702 31,759 SH   SOLE   31,759 0 0
KINDER MORGAN INC DEL COM 49456B101 1,500 69,004 SH   SOLE   69,004 0 0
KINDRED HEALTHCARE INC COM 494580103 235 28,170 SH   SOLE   28,170 0 0
KITE PHARMA INC COM 49803L109 240 3,062 SH   SOLE   3,062 0 0
KLA-TENCOR CORP COM 482480100 917 9,644 SH   SOLE   9,644 0 0
KNIGHT TRANSN INC COM 499064103 266 8,474 SH   SOLE   8,474 0 0
KOHLS CORP COM 500255104 471 11,827 SH   SOLE   11,827 0 0
KORN FERRY INTL COM NEW 500643200 393 12,485 SH   SOLE   12,485 0 0
KRAFT HEINZ CO COM 500754106 434 4,779 SH   SOLE   4,779 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 764 98,200 SH   SOLE   98,200 0 0
KROGER CO COM 501044101 789 26,770 SH   SOLE   26,770 0 0
KRONOS WORLDWIDE INC COM 50105F105 212 12,921 SH   SOLE   12,921 0 0
KT CORP SPONSORED ADR 48268K101 290 17,202 SH   SOLE   17,202 0 0
KULICKE & SOFFA INDS INC COM 501242101 702 34,531 SH   SOLE   34,531 0 0
L BRANDS INC COM 501797104 1,390 29,505 SH   SOLE   29,505 0 0
L3 TECHNOLOGIES INC COM 502413107 456 2,758 SH   SOLE   2,758 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,818 12,669 SH   SOLE   12,669 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 523 7,000 SH   SOLE   7,000 0 0
LAMB WESTON HLDGS INC COM 513272104 982 23,344 SH   SOLE   23,344 0 0
LAS VEGAS SANDS CORP COM 517834107 371 6,500 SH   SOLE   6,500 0 0
LEAR CORP COM NEW 521865204 3,112 21,978 SH   SOLE   21,978 0 0
LEE ENTERPRISES INC COM 523768109 40 15,309 SH   SOLE   15,309 0 0
LEIDOS HLDGS INC COM 525327102 1,082 21,161 SH   SOLE   21,161 0 0
LENNAR CORP CL A 526057104 1,024 20,000 SH Call SOLE   20,000 0 0
LENDINGCLUB CORP COM 52603A109 94 17,200 SH   SOLE   17,200 0 0
LENNAR CORP CL A 526057104 1,359 26,556 SH   SOLE   26,556 0 0
LENNOX INTL INC COM 526107107 619 3,700 SH   SOLE   3,700 0 0
LEUCADIA NATL CORP COM 527288104 453 17,417 SH   SOLE   17,417 0 0
LEXINGTON REALTY TRUST COM 529043101 148 14,828 SH   SOLE   14,828 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 669 18,662 SH   SOLE   18,662 0 0
LIBERTY PPTY TR SH BEN INT 531172104 800 20,763 SH   SOLE   20,763 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 4,784 3,200,000 PRN   SOLE   3,200,000 0 0
LINCOLN NATL CORP IND COM 534187109 711 10,867 SH   SOLE   10,867 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 637 26,109 SH   SOLE   26,109 0 0
LITTELFUSE INC COM 537008104 416 2,600 SH   SOLE   2,600 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 597 19,645 SH   SOLE   19,645 0 0
LKQ CORP COM 501889208 420 14,355 SH   SOLE   14,355 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 46 13,548 SH   SOLE   13,548 0 0
LOMBARD MED INC COM G55598109 15 19,129 SH   SOLE   19,129 0 0
LOWES COS INC COM 548661107 1,630 19,825 SH   SOLE   19,825 0 0
LSC COMMUNICATIONS INC COM 50218P107 473 18,804 SH   SOLE   18,804 0 0
LULULEMON ATHLETICA INC COM 550021109 1,114 21,484 SH   SOLE   21,484 0 0
SOUTHWEST AIRLS CO COM 844741108 2,339 43,500 SH Call SOLE   43,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,958 21,477 SH   SOLE   21,477 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 456 15,000 SH Call SOLE   15,000 0 0
M & T BK CORP COM 55261F104 247 1,595 SH   SOLE   1,595 0 0
MACYS INC COM 55616P104 480 16,200 SH   SOLE   16,200 0 0
MAG SILVER CORP COM 55903Q104 200 15,200 SH   SOLE   15,200 0 0
MAGNA INTL INC COM 559222401 1,295 30,011 SH   SOLE   30,011 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 239 17,100 SH   SOLE   17,100 0 0
MANITOWOC INC COM 563571108 166 29,194 SH   SOLE   29,194 0 0
MANPOWERGROUP INC COM 56418H100 439 4,276 SH   SOLE   4,276 0 0
MANULIFE FINL CORP COM 56501R106 239 13,447 SH   SOLE   13,447 0 0
MARATHON OIL CORP COM 565849106 1,054 66,680 SH   SOLE   66,680 0 0
MARATHON PETE CORP COM 56585A102 1,999 39,556 SH   SOLE   39,556 0 0
MARRIOTT INTL INC NEW CL A 571903202 320 3,400 SH   SOLE   3,400 0 0
MARSH & MCLENNAN COS INC COM 571748102 772 10,454 SH   SOLE   10,454 0 0
MARTIN MARIETTA MATLS INC COM 573284106 806 3,691 SH   SOLE   3,691 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,450 95,018 SH   SOLE   95,018 0 0
MASCO CORP COM 574599106 1,075 31,619 SH   SOLE   31,619 0 0
MASIMO CORP COM 574795100 322 3,455 SH   SOLE   3,455 0 0
MASONITE INTL CORP NEW COM 575385109 287 3,623 SH   SOLE   3,623 0 0
MATSON INC COM 57686G105 244 7,683 SH   SOLE   7,683 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 991 22,031 SH   SOLE   22,031 0 0
MBIA INC COM 55262C100 178 21,003 SH   SOLE   21,003 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,033 10,585 SH   SOLE   10,585 0 0
MCDONALDS CORP COM 580135101 1,360 10,496 SH   SOLE   10,496 0 0
MCKESSON CORP COM 58155Q103 518 3,495 SH   SOLE   3,495 0 0
MDU RES GROUP INC COM 552690109 452 16,532 SH   SOLE   16,532 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 334 25,900 SH   SOLE   25,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 209 3,628 SH   SOLE   3,628 0 0
MEDTRONIC PLC SHS G5960L103 5,018 62,288 SH   SOLE   62,288 0 0
MELCO CROWN ENTMT LTD ADR 585464100 385 20,757 SH   SOLE   20,757 0 0
MERCK & CO INC COM 58933Y105 1,092 17,192 SH   SOLE   17,192 0 0
MERCURY GENL CORP NEW COM 589400100 751 12,312 SH   SOLE   12,312 0 0
MEREDITH CORP COM 589433101 903 13,972 SH   SOLE   13,972 0 0
MERIT MED SYS INC COM 589889104 280 9,701 SH   SOLE   9,701 0 0
MERITAGE HOMES CORP COM 59001A102 587 15,953 SH   SOLE   15,953 0 0
MGIC INVT CORP WIS COM 552848103 108 10,700 SH   SOLE   10,700 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 8,381 5,750,000 PRN   SOLE   5,750,000 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 205 7,592 SH   SOLE   7,592 0 0
MGM RESORTS INTERNATIONAL COM 552953101 274 10,000 SH   SOLE   10,000 0 0
MICHAELS COS INC COM 59408Q106 224 10,000 SH   SOLE   10,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,844 38,550 SH   SOLE   38,550 0 0
MICRON TECHNOLOGY INC COM 595112103 1,116 38,600 SH   SOLE   38,600 0 0
MICROSEMI CORP COM 595137100 1,695 32,900 SH   SOLE   32,900 0 0
MID AMER APT CMNTYS INC COM 59522J103 478 4,700 SH   SOLE   4,700 0 0
MIDDLEBY CORP COM 596278101 363 2,662 SH   SOLE   2,662 0 0
MKS INSTRUMENT INC COM 55306N104 571 8,300 SH   SOLE   8,300 0 0
3M CO COM 88579Y101 230 1,200 SH Put SOLE   1,200 0 0
3M CO COM 88579Y101 823 4,300 SH Call SOLE   4,300 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 350 31,719 SH   SOLE   31,719 0 0
MOLSON COORS BREWING CO CL B 60871R209 538 5,623 SH   SOLE   5,623 0 0
MOMO INC ADR 60879B107 312 9,169 SH   SOLE   9,169 0 0
MONSANTO CO NEW COM 61166W101 2,547 22,500 SH Call SOLE   22,500 0 0
MONDELEZ INTL INC CL A 609207105 818 18,981 SH   SOLE   18,981 0 0
MONSANTO CO NEW COM 61166W101 532 4,704 SH   SOLE   4,704 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,223 69,805 SH   SOLE   69,805 0 0
MOODYS CORP COM 615369105 358 3,194 SH   SOLE   3,194 0 0
MORGAN STANLEY COM NEW 617446448 292 6,805 SH   SOLE   6,805 0 0
MOSAIC CO NEW COM 61945C103 1,649 56,525 SH   SOLE   56,525 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 280 3,245 SH   SOLE   3,245 0 0
MPLX LP COM UNIT REP LTD 55336V100 992 27,500 SH   SOLE   27,500 0 0
MSA SAFETY INC COM 553498106 1,432 20,261 SH   SOLE   20,261 0 0
MSCI INC COM 55354G100 469 4,829 SH   SOLE   4,829 0 0
MUELLER WTR PRODS INC COM SER A 624758108 291 24,652 SH   SOLE   24,652 0 0
MURPHY OIL CORP COM 626717102 699 24,457 SH   SOLE   24,457 0 0
MYLAN N V SHS EURO N59465109 642 16,473 SH   SOLE   16,473 0 0
MYRIAD GENETICS INC COM 62855J104 205 10,662 SH   SOLE   10,662 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,153 88,191 SH   SOLE   88,191 0 0
NASDAQ INC COM 631103108 839 12,078 SH   SOLE   12,078 0 0
NATIONAL FUEL GAS CO N J COM 636180101 878 14,719 SH   SOLE   14,719 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 707 16,208 SH   SOLE   16,208 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 219 13,877 SH   SOLE   13,877 0 0
NATIONAL HEALTH INVS INC COM 63633D104 540 7,435 SH   SOLE   7,435 0 0
NAUTILUS INC COM 63910B102 192 10,517 SH   SOLE   10,517 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,693 150,000 SH Put SOLE   150,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 213 9,320 SH   SOLE   9,320 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 54 28,739 SH   SOLE   28,739 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 2,891 3,000,000 PRN   SOLE   3,000,000 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 1,522 30,000 SH Put SOLE   30,000 0 0
NCR CORP NEW COM 62886E108 4,383 95,960 SH   SOLE   95,960 0 0
NEOPHOTONICS CORP COM 64051T100 356 39,476 SH   SOLE   39,476 0 0
NETAPP INC COM 64110D104 4,210 100,604 SH   SOLE   100,604 0 0
NETEASE INC SPONSORED ADR 64110W102 469 1,650 SH   SOLE   1,650 0 0
NETFLIX INC COM 64110L106 370 2,500 SH   SOLE   2,500 0 0
NETGEAR INC COM 64111Q104 480 9,690 SH   SOLE   9,690 0 0
NEW JERSEY RES COM 646025106 293 7,399 SH   SOLE   7,399 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 142 10,000 SH   SOLE   10,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 275 4,561 SH   SOLE   4,561 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 310 18,283 SH   SOLE   18,283 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 195 31,623 SH   SOLE   31,623 0 0
NEW YORK REIT INC COM 64976L109 552 56,987 SH   SOLE   56,987 0 0
NEWELL BRANDS INC COM 651229106 1,210 25,645 SH   SOLE   25,645 0 0
NEWMONT MINING CORP COM 651639106 400 12,128 SH   SOLE   12,128 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 137 16,862 SH   SOLE   16,862 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 2,250 2,200,000 PRN   SOLE   2,200,000 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 182 20,498 SH   SOLE   20,498 0 0
NEXTERA ENERGY INC COM 65339F101 832 6,479 SH   SOLE   6,479 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 2,153 65,000 SH   SOLE   65,000 0 0
NIC INC COM 62914B100 339 16,777 SH   SOLE   16,777 0 0
NICE LTD SPONSORED ADR 653656108 401 5,900 SH   SOLE   5,900 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 924 22,366 SH   SOLE   22,366 0 0
NIKE INC CL B 654106103 571 10,239 SH   SOLE   10,239 0 0
NIPPON TELEG TEL CORP SPONSORED ADR 654624105 623 14,534 SH   SOLE   14,534 0 0
NISOURCE INC COM 65473P105 9,358 393,369 SH   SOLE   393,369 0 0
NOBLE ENERGY INC COM 655044105 608 17,709 SH   SOLE   17,709 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 391 7,500 SH   SOLE   7,500 0 0
NOKIA CORP SPONSORED ADR 654902204 92 16,901 SH   SOLE   16,901 0 0
NORDSON CORP COM 655663102 618 5,032 SH   SOLE   5,032 0 0
NORFOLK SOUTHERN CORP COM 655844108 828 7,399 SH   SOLE   7,399 0 0
NORTHERN TR CORP COM 665859104 355 4,100 SH   SOLE   4,100 0 0
NORTHROP GRUMMAN CORP COM 666807102 558 2,346 SH   SOLE   2,346 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 382 22,691 SH   SOLE   22,691 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,061 60,336 SH   SOLE   60,336 0 0
NOVAGOLD RES INC COM NEW 66987E206 280 57,460 SH   SOLE   57,460 0 0
NOVARTIS A G SPONSORED ADR 66987V109 550 7,400 SH   SOLE   7,400 0 0
NOW INC COM 67011P100 220 12,970 SH   SOLE   12,970 0 0
NRG ENERGY INC COM NEW 629377508 6,819 364,660 SH   SOLE   364,660 0 0
NRG YIELD INC CL A NEW 62942X306 1,304 75,000 SH   SOLE   75,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 515 29,760 SH   SOLE   29,760 0 0
NUCOR CORP COM 670346105 969 16,229 SH   SOLE   16,229 0 0
NVR INC COM 62944T105 544 258 SH   SOLE   258 0 0
NXP SEMICONDUCTORS N V COM N6596X109 834 8,056 SH   SOLE   8,056 0 0
NXSTAGE MEDICAL INC COM 67072V103 317 11,800 SH   SOLE   11,800 0 0
OASIS PETE INC NEW COM 674215108 146 10,244 SH   SOLE   10,244 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 325 5,129 SH   SOLE   5,129 0 0
OGE ENERGY CORP COM 670837103 1,295 37,023 SH   SOLE   37,023 0 0
OIL STS INTL INC COM 678026105 381 11,489 SH   SOLE   11,489 0 0
OLD DOMINION FGHT LINES INC COM 679580100 868 10,142 SH   SOLE   10,142 0 0
OLD REP INTL CORP COM 680223104 890 43,434 SH   SOLE   43,434 0 0
OLIN CORP COM PAR $1 680665205 575 17,497 SH   SOLE   17,497 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,336 86,250 SH   SOLE   86,250 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 675 12,500 SH   SOLE   12,500 0 0
ORACLE CORP COM 68389X105 1,086 24,346 SH   SOLE   24,346 0 0
ORBITAL ATK INC COM 68557N103 562 5,731 SH   SOLE   5,731 0 0
ORBOTECH LTD ORD M75253100 1,366 42,353 SH   SOLE   42,353 0 0
ORCHID IS CAP INC COM 68571X103 207 20,757 SH   SOLE   20,757 0 0
OSI SYSTEMS INC COM 671044105 269 3,685 SH   SOLE   3,685 0 0
OWENS CORNING NEW COM 690742101 551 8,983 SH   SOLE   8,983 0 0
OWENS ILL INC COM NEW 690768403 679 33,307 SH   SOLE   33,307 0 0
OXFORD INDS INC COM 691497309 449 7,845 SH   SOLE   7,845 0 0
PG&E CORP COM 69331C108 2,307 34,767 SH   SOLE   34,767 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 124 18,106 SH   SOLE   18,106 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 307 6,743 SH   SOLE   6,743 0 0
PACKAGING CORP AMER COM 695156109 967 10,558 SH   SOLE   10,558 0 0
PACWEST BANCORP DEL COM 695263103 729 13,691 SH   SOLE   13,691 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 6,573 5,500,000 PRN   SOLE   5,500,000 0 0
PALO ALTO NETWORKS INC COM 697435105 767 6,804 SH   SOLE   6,804 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 6,549 6,500,000 PRN   SOLE   6,500,000 0 0
PAREXEL INTL CORP COM 699462107 632 10,012 SH   SOLE   10,012 0 0
PARK HOTELS RESORTS INC COM 700517105 653 25,423 SH   SOLE   25,423 0 0
PATHEON N V SHS N6865W105 416 15,800 SH   SOLE   15,800 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 288 14,288 SH   SOLE   14,288 0 0
PATTERSON UTI ENERGY INC COM 703481101 472 19,437 SH   SOLE   19,437 0 0
PBF ENERGY INC CL A 69318G106 418 18,841 SH   SOLE   18,841 0 0
PBF LOGISTICS LP UNIT LTD PTNR 69318Q104 539 25,000 SH   SOLE   25,000 0 0
PDC ENERGY INC COM 69327R101 692 11,100 SH   SOLE   11,100 0 0
PEGASYSTEMS INC COM 705573103 225 5,125 SH   SOLE   5,125 0 0
PEMBINA PIPELINE CORP COM 706327103 339 10,677 SH   SOLE   10,677 0 0
PENN VA CORP NEW COM 70788V102 218 4,823 SH   SOLE   4,823 0 0
PENNYMAC MTG INVT TR COM 70931T103 185 10,403 SH   SOLE   10,403 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 603 33,121 SH   SOLE   33,121 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 399 5,443 SH   SOLE   5,443 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 125 12,900 SH   SOLE   12,900 0 0
PIER 1 IMPORTS INC COM 720279108 100 14,033 SH   SOLE   14,033 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 267 13,699 SH   SOLE   13,699 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,836 31,728 SH   SOLE   31,728 0 0
PINNACLE WEST CAP CORP COM 723484101 13,753 164,945 SH   SOLE   164,945 0 0
PIONEER NAT RES CO COM 723787107 651 3,497 SH   SOLE   3,497 0 0
PIPER JAFFRAY COS COM 724078100 334 5,225 SH   SOLE   5,225 0 0
PITNEY BOWES INC COM 724479100 497 37,887 SH   SOLE   37,887 0 0
PACKAGING CORP AMER COM 695156109 5,955 65,000 SH Call SOLE   65,000 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 562 17,988 SH   SOLE   17,988 0 0
PLANTRONICS INC NEW COM 727493108 253 4,669 SH   SOLE   4,669 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 483 37,072 SH   SOLE   37,072 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,360 11,309 SH   SOLE   11,309 0 0
POLARIS INDS INC COM 731068102 378 4,514 SH   SOLE   4,514 0 0
POOL CORPORATION COM 73278L105 501 4,200 SH   SOLE   4,200 0 0
POPULAR INC COM NEW 733174700 567 13,922 SH   SOLE   13,922 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 436 9,823 SH   SOLE   9,823 0 0
POTASH CORP SASK INC COM 73755L107 347 20,345 SH   SOLE   20,345 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 201 8,742 SH   SOLE   8,742 0 0
PPG INDS INC COM 693506107 3,152 30,000 SH Put SOLE   30,000 0 0
PPG INDS INC COM 693506107 3,257 31,000 SH   SOLE   31,000 0 0
PREMIER INC CL A 74051N102 326 10,249 SH   SOLE   10,249 0 0
PRICELINE GRP INC COM NEW 741503403 2,351 1,321 SH   SOLE   1,321 0 0
PROCTER AND GAMBLE CO COM 742718109 583 6,493 SH   SOLE   6,493 0 0
PROGRESS SOFTWARE CORP COM 743312100 308 10,611 SH   SOLE   10,611 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,525 64,434 SH   SOLE   64,434 0 0
PROLOGIS INC COM 74340W103 540 10,408 SH   SOLE   10,408 0 0
PROOFPOINT INC COM 743424103 1,565 21,040 SH   SOLE   21,040 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 124 13,717 SH   SOLE   13,717 0 0
PRUDENTIAL FINL INC COM 744320102 1,481 13,887 SH   SOLE   13,887 0 0
PHILLIPS 66 COM 718546104 1,584 20,000 SH Call SOLE   20,000 0 0
PTC INC COM 69370C100 646 12,300 SH   SOLE   12,300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,744 39,333 SH   SOLE   39,333 0 0
PUBLIC STORAGE COM 74460D109 1,313 6,000 SH   SOLE   6,000 0 0
PULTE GROUP INC COM 745867101 266 11,279 SH   SOLE   11,279 0 0
QEP RES INC COM 74733V100 730 57,474 SH   SOLE   57,474 0 0
QUALITY CARE PPTYS INC COM 747545101 401 21,265 SH   SOLE   21,265 0 0
QUANTA SVCS INC COM 74762E102 1,549 41,746 SH   SOLE   41,746 0 0
QUORUM HEALTH CORP COM 74909E106 71 13,014 SH   SOLE   13,014 0 0
RADIAN GROUP INC COM 750236101 423 23,526 SH   SOLE   23,526 0 0
RALPH LAUREN CORP CL A 751212101 250 3,068 SH   SOLE   3,068 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 8,140 6,780,000 PRN   SOLE   6,780,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 214 15,231 SH   SOLE   15,231 0 0
RANDGOLD RES LTD ADR 752344309 549 6,285 SH   SOLE   6,285 0 0
RANGE RES CORP COM 75281A109 583 20,028 SH   SOLE   20,028 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 1,022 10,000 SH   SOLE   10,000 0 0
RAYONIER INC COM 754907103 648 22,877 SH   SOLE   22,877 0 0
RAYTHEON CO COM NEW 755111507 495 3,245 SH   SOLE   3,245 0 0
REALOGY HLDGS CORP COM 75605Y106 612 20,555 SH   SOLE   20,555 0 0
REALPAGE INC COM 75606N109 329 9,434 SH   SOLE   9,434 0 0
RED HAT INC COM 756577102 3,993 46,166 SH   SOLE   46,166 0 0
RED ROCK RESORTS INC CL A 75700L108 201 9,074 SH   SOLE   9,074 0 0
REGENERON PHARMACEUTICALS COM 75886F107 306 789 SH   SOLE   789 0 0
REGIONS FINL CORP NEW COM 7591EP100 957 65,830 SH   SOLE   65,830 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 712 5,610 SH   SOLE   5,610 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 435 5,442 SH   SOLE   5,442 0 0
RENT A CTR INC NEW COM 76009N100 198 22,347 SH   SOLE   22,347 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 5,125 4,000,000 PRN   SOLE   4,000,000 0 0
RESMED INC COM 761152107 217 3,017 SH   SOLE   3,017 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 245 6,074 SH   SOLE   6,074 0 0
RETAIL PPTYS AMER INC CL A 76131V202 324 22,458 SH   SOLE   22,458 0 0
REXNORD CORP NEW COM 76169B102 468 20,298 SH   SOLE   20,298 0 0
RED HAT INC COM 756577102 1,730 20,000 SH Call SOLE   20,000 0 0
RICHMONT MINES INC COM 76547T106 146 20,500 SH   SOLE   20,500 0 0
RINGCENTRAL INC CL A 76680R206 295 10,435 SH   SOLE   10,435 0 0
RIO TINTO PLC SPONSORED ADR 767204100 244 6,000 SH   SOLE   6,000 0 0
ROBERT HALF INTL INC COM 770323103 233 4,777 SH   SOLE   4,777 0 0
ROCKWELL COLLINS INC COM 774341101 836 8,604 SH   SOLE   8,604 0 0
ROLLINS INC COM 775711104 547 14,729 SH   SOLE   14,729 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,780 8,619 SH   SOLE   8,619 0 0
ROSS STORES INC COM 778296103 1,565 23,760 SH   SOLE   23,760 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 342 21,966 SH   SOLE   21,966 0 0
RPM INTL INC COM 749685103 2,752 50,000 SH Call SOLE   50,000 0 0
DONNELLEY R R & SONS CO COM 257867200 425 35,135 SH   SOLE   35,135 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 235 10,477 SH   SOLE   10,477 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 626 10,132 SH   SOLE   10,132 0 0
S&P GLOBAL INC COM 78409V104 615 4,701 SH   SOLE   4,701 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 641 22,939 SH   SOLE   22,939 0 0
SABRE CORP COM 78573M104 501 23,651 SH   SOLE   23,651 0 0
SAIA INC COM 78709Y105 600 13,535 SH   SOLE   13,535 0 0
SALESFORCE COM INC COM 79466L302 403 4,881 SH   SOLE   4,881 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 805 39,390 SH   SOLE   39,390 0 0
SANCHEZ ENERGY CORP COM 79970Y105 476 49,906 SH   SOLE   49,906 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 70 16,419 SH   SOLE   16,419 0 0
SANMINA CORPORATION COM 801056102 1,640 40,393 SH   SOLE   40,393 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 232 17,385 SH   SOLE   17,385 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,530 12,711 SH   SOLE   12,711 0 0
SCANA CORP NEW COM 80589M102 2,342 35,843 SH   SOLE   35,843 0 0
SCANSOURCE INC COM 806037107 245 6,247 SH   SOLE   6,247 0 0
SCANA CORP NEW COM 80589M102 9,606 147,000 SH Put SOLE   147,000 0 0
SCHLUMBERGER LTD COM 806857108 1,651 21,145 SH   SOLE   21,145 0 0
SCHNITZER STL INDS CL A 806882106 294 14,217 SH   SOLE   14,217 0 0
SCHOLASTIC CORP COM 807066105 209 4,900 SH   SOLE   4,900 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 234 9,876 SH   SOLE   9,876 0 0
SCORPIO BULKERS INC COM Y7546A122 126 13,684 SH   SOLE   13,684 0 0
SCORPIO TANKERS INC SHS Y7542C106 400 90,000 SH   SOLE   90,000 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 285 3,639 SH   SOLE   3,639 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,093 23,793 SH   SOLE   23,793 0 0
SEALED AIR CORP NEW COM 81211K100 1,535 35,228 SH   SOLE   35,228 0 0
SEI INVESTMENTS CO COM 784117103 453 8,980 SH   SOLE   8,980 0 0
SELECT COMFORT CORP COM 81616X103 237 9,543 SH   SOLE   9,543 0 0
SELECT MED HLDGS CORP COM 81619Q105 308 23,055 SH   SOLE   23,055 0 0
SEMPRA ENERGY COM 816851109 12,917 116,893 SH   SOLE   116,893 0 0
SEMTECH CORP COM 816850101 254 7,523 SH   SOLE   7,523 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,201 59,284 SH   SOLE   59,284 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 750 17,180 SH   SOLE   17,180 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 717 9,048 SH   SOLE   9,048 0 0
SERVICE CORP INTL COM 817565104 467 15,112 SH   SOLE   15,112 0 0
SERVICENOW INC COM 81762P102 519 5,937 SH   SOLE   5,937 0 0
SHAKE SHACK INC CL A 819047101 290 8,672 SH   SOLE   8,672 0 0
SHERWIN WILLIAMS CO COM 824348106 216 695 SH   SOLE   695 0 0
SHIRE PLC SPONSORED ADR 82481R106 435 2,495 SH   SOLE   2,495 0 0
SHORETEL INC COM 825211105 97 15,700 SH   SOLE   15,700 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 2,008 2,000,000 PRN   SOLE   2,000,000 0 0
SILGAN HOLDINGS INC COM 827048109 1,999 33,675 SH   SOLE   33,675 0 0
SILVER STD RES INC COM 82823L106 423 39,893 SH   SOLE   39,893 0 0
SILVER WHEATON CORP COM 828336107 1,969 94,458 SH   SOLE   94,458 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 420 10,360 SH   SOLE   10,360 0 0
SKECHERS U S A INC CL A 830566105 542 19,744 SH   SOLE   19,744 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 392 4,000 SH   SOLE   4,000 0 0
SL GREEN RLTY CORP COM 78440X101 494 4,636 SH   SOLE   4,636 0 0
SM ENERGY CO COM 78454L100 1,973 82,149 SH   SOLE   82,149 0 0
SNAP INC CL A 83304A106 580 25,750 SH   SOLE   25,750 0 0
SNAP ON INC COM 833034101 619 3,669 SH   SOLE   3,669 0 0
SONOCO PRODS CO COM 835495102 397 7,500 SH Put SOLE   7,500 0 0
SOTHEBYS COM 835898107 204 4,481 SH   SOLE   4,481 0 0
SOUTHERN CO COM 842587107 336 6,751 SH   SOLE   6,751 0 0
SOUTHWEST AIRLS CO COM 844741108 393 7,311 SH   SOLE   7,311 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 525 6,333 SH   SOLE   6,333 0 0
SOUTHWESTERN ENERGY CO COM 845467109 387 47,369 SH   SOLE   47,369 0 0
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 258 5,473 SH   SOLE   5,473 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 368 9,830 SH   SOLE   9,830 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 290 3,538 SH   SOLE   3,538 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 412 9,077 SH   SOLE   9,077 0 0
SPDR INDEX SHS FDS EMERG MKTS ETF 78463X509 483 7,524 SH   SOLE   7,524 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 412 2,961 SH   SOLE   2,961 0 0
SPIRE INC COM 84857L101 3,240 48,000 SH   SOLE   48,000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 295 5,095 SH   SOLE   5,095 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 156 15,362 SH   SOLE   15,362 0 0
SPLUNK INC COM 848637104 886 14,225 SH   SOLE   14,225 0 0
SPRINT CORP COM SER 1 85207U105 263 30,278 SH   SOLE   30,278 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,147 38,800 SH Put SOLE   38,800 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,554 27,800 SH Call SOLE   27,800 0 0
SRC ENERGY INC COM 78470V108 97 11,465 SH   SOLE   11,465 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 563 15,904 SH   SOLE   15,904 0 0
STAPLES INC COM 855030102 580 66,190 SH   SOLE   66,190 0 0
STARWOOD PPTY TR INC COM 85571B105 980 43,392 SH   SOLE   43,392 0 0
STATOIL ASA SPONSORED ADR 85771P102 490 28,500 SH   SOLE   28,500 0 0
STEEL DYNAMICS INC COM 858119100 1,386 39,862 SH   SOLE   39,862 0 0
STEELCASE INC CL A 858155203 187 11,180 SH   SOLE   11,180 0 0
STERICYCLE INC COM 858912108 814 9,818 SH   SOLE   9,818 0 0
STERIS PLC SHS USD G84720104 820 11,801 SH   SOLE   11,801 0 0
STERLING BANCORP DEL COM 85917A100 315 13,272 SH   SOLE   13,272 0 0
MADDEN STEVEN LTD COM 556269108 215 5,571 SH   SOLE   5,571 0 0
SUNCOR ENERGY INC NEW COM 867224107 443 14,400 SH Put SOLE   14,400 0 0
SUNCOR ENERGY INC NEW COM 867224107 477 15,500 SH Call SOLE   15,500 0 0
SUMMIT HOTEL PPTYS COM 866082100 175 10,925 SH   SOLE   10,925 0 0
SUN CMNTYS INC COM 866674104 530 6,604 SH   SOLE   6,604 0 0
SUNCOR ENERGY INC NEW COM 867224107 461 15,000 SH   SOLE   15,000 0 0
SUNPOWER CORP COM 867652406 236 38,751 SH   SOLE   38,751 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 388 25,341 SH   SOLE   25,341 0 0
SUNTRUST BKS INC COM 867914103 1,633 29,521 SH   SOLE   29,521 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 327 22,965 SH   SOLE   22,965 0 0
SUPERIOR INDS INTL INC COM 868168105 210 8,302 SH   SOLE   8,302 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 149 10,309 SH   SOLE   10,309 0 0
SVB FINL GROUP COM 78486Q101 1,365 7,335 SH   SOLE   7,335 0 0
SWIFT TRANSN CO CL A 87074U101 454 22,081 SH   SOLE   22,081 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 244 10,000 SH   SOLE   10,000 0 0
SYNCHRONY FINL COM 87165B103 919 26,779 SH   SOLE   26,779 0 0
SYNNEX CORP COM 87162W100 342 3,051 SH   SOLE   3,051 0 0
SYNOPSYS INC COM 871607107 834 11,561 SH   SOLE   11,561 0 0
SYSCO CORP COM 871829107 410 7,900 SH   SOLE   7,900 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,374 34,839 SH   SOLE   34,839 0 0
TAHOE RES INC COM 873868103 86 10,693 SH   SOLE   10,693 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,050 17,715 SH   SOLE   17,715 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 771 23,518 SH   SOLE   23,518 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 347 16,289 SH   SOLE   16,289 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 2,450 62,600 SH Put SOLE   62,600 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 822 21,000 SH Call SOLE   21,000 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 746 12,500 SH   SOLE   12,500 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,352 31,552 SH   SOLE   31,552 0 0
TECH DATA CORP COM 878237106 561 5,972 SH   SOLE   5,972 0 0
TECHNIPFMC PLC COM G87110105 236 7,254 SH   SOLE   7,254 0 0
TECK RESOURCES LTD CL B 878742204 374 17,063 SH   SOLE   17,063 0 0
TEGNA INC COM 87901J105 524 20,460 SH   SOLE   20,460 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,364 18,300 SH Call SOLE   18,300 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 358 2,828 SH   SOLE   2,828 0 0
TELEFLEX INC COM 879369106 607 3,134 SH   SOLE   3,134 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,638 61,802 SH   SOLE   61,802 0 0
TELLURIAN INC NEW COM 87968A104 369 31,526 SH   SOLE   31,526 0 0
TENAX THERAPEUTICS INC COM 88032L100 18 32,140 SH   SOLE   32,140 0 0
TENNECO INC COM 880349105 852 13,650 SH   SOLE   13,650 0 0
TERADYNE INC COM 880770102 545 17,537 SH   SOLE   17,537 0 0
TESARO INC COM 881569107 864 5,613 SH   SOLE   5,613 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 37,708 8,500,000 PRN   SOLE   8,500,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 5,521 5,500,000 PRN   SOLE   5,500,000 0 0
TESORO CORP COM 881609101 1,509 18,611 SH   SOLE   18,611 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 409 7,500 SH   SOLE   7,500 0 0
TETRA TECH INC NEW COM 88162G103 237 5,801 SH   SOLE   5,801 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 738 23,000 SH Call SOLE   23,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3,183 99,187 SH   SOLE   99,187 0 0
TEXAS INSTRS INC COM 882508104 999 12,400 SH   SOLE   12,400 0 0
TEXAS ROADHOUSE INC COM 882681109 312 7,013 SH   SOLE   7,013 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 8,864 7,000,000 PRN   SOLE   7,000,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 3,783 24,628 SH   SOLE   24,628 0 0
THOMSON REUTERS CORP COM 884903105 778 18,000 SH   SOLE   18,000 0 0
TIME INC NEW COM 887228104 5,939 306,900 SH Put SOLE   306,900 0 0
TIME INC NEW COM 887228104 374 19,303 SH   SOLE   19,303 0 0
TIMKEN CO COM 887389104 480 10,610 SH   SOLE   10,610 0 0
TITAN INTL INC ILL COM 88830M102 117 11,279 SH   SOLE   11,279 0 0
T MOBILE US INC COM 872590104 226 3,500 SH   SOLE   3,500 0 0
TOLL BROTHERS INC COM 889478103 2,278 63,092 SH   SOLE   63,092 0 0
TORCHMARK CORP COM 891027104 216 2,810 SH   SOLE   2,810 0 0
TOTAL SYS SVCS INC COM 891906109 667 12,469 SH   SOLE   12,469 0 0
TRACTOR SUPPLY CO COM 892356106 1,686 24,447 SH   SOLE   24,447 0 0
TRANSCANADA CORP COM 89353D107 231 5,000 SH   SOLE   5,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 770 61,820 SH   SOLE   61,820 0 0
TRAVELERS COMPANIES INC COM 89417E109 843 6,996 SH   SOLE   6,996 0 0
TRI POINTE GROUP INC COM 87265H109 314 25,000 SH   SOLE   25,000 0 0
TRIBUNE MEDIA CO CL A 896047503 617 16,559 SH   SOLE   16,559 0 0
TRINET GROUP INC COM 896288107 228 7,897 SH   SOLE   7,897 0 0
TRINITY INDS INC COM 896522109 807 30,396 SH   SOLE   30,396 0 0
TRINSEO S A SHS L9340P101 316 4,712 SH   SOLE   4,712 0 0
TRIPADVISOR INC COM 896945201 518 12,000 SH   SOLE   12,000 0 0
TRINITY INDS INC COM 896522109 797 30,000 SH Put SOLE   30,000 0 0
TRONOX LTD SHS CL A Q9235V101 393 21,290 SH   SOLE   21,290 0 0
TRUSTMARK CORP COM 898402102 203 6,400 SH   SOLE   6,400 0 0
TESORO CORP COM 881609101 6,485 80,000 SH Call SOLE   80,000 0 0
TWO HBRS INVT CORP COM 90187B101 358 37,290 SH   SOLE   37,290 0 0
TYSON FOODS INC CL A 902494103 694 11,246 SH   SOLE   11,246 0 0
U S PHYSICAL THERAPY INC COM 90337L108 204 3,130 SH   SOLE   3,130 0 0
UNITED CONTL HLDGS INC COM 910047109 1,766 25,000 SH Call SOLE   25,000 0 0
UDR INC COM 902653104 230 6,346 SH   SOLE   6,346 0 0
UGI CORP NEW COM 902681105 1,369 27,721 SH   SOLE   27,721 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 401 2,053 SH   SOLE   2,053 0 0
UNION PAC CORP COM 907818108 1,133 10,698 SH   SOLE   10,698 0 0
UNITED BANKSHARES INC WEST V COM 909907107 738 17,458 SH   SOLE   17,458 0 0
UNITED NAT FOODS INC COM 911163103 285 6,602 SH   SOLE   6,602 0 0
UNITED STATES STL CORP NEW COM 912909108 1,095 32,401 SH   SOLE   32,401 0 0
UNITED TECHNOLOGIES CORP COM 913017109 842 7,500 SH   SOLE   7,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,589 9,689 SH   SOLE   9,689 0 0
UNIVAR INC COM 91336L107 925 30,166 SH   SOLE   30,166 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,186 9,532 SH   SOLE   9,532 0 0
URANIUM ENERGY CORP COM 916896103 66 46,378 SH   SOLE   46,378 0 0
URBAN OUTFITTERS INC COM 917047102 521 21,929 SH   SOLE   21,929 0 0
US BANCORP DEL COM NEW 902973304 1,712 33,236 SH   SOLE   33,236 0 0
U S CONCRETE INC COM NEW 90333L201 518 8,027 SH   SOLE   8,027 0 0
US FOODS HLDG CORP COM 912008109 439 15,695 SH   SOLE   15,695 0 0
U S G CORP COM NEW 903293405 498 15,670 SH   SOLE   15,670 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 224 4,364 SH   SOLE   4,364 0 0
VAIL RESORTS INC COM 91879Q109 565 2,945 SH   SOLE   2,945 0 0
VALERO ENERGY CORP NEW COM 91913Y100 727 10,965 SH   SOLE   10,965 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 402 7,134 SH   SOLE   7,134 0 0
VALMONT INDS INC COM 920253101 359 2,306 SH   SOLE   2,306 0 0
VALSPAR CORP COM 920355104 521 4,699 SH   SOLE   4,699 0 0
VALVOLINE INC COM 92047W101 800 32,591 SH   SOLE   32,591 0 0
VANECK VECTORS ETF TR AFRICA INDEX ETF 92189F866 394 18,849 SH   SOLE   18,849 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 204 3,823 SH   SOLE   3,823 0 0
VANECK VECTORS ETF TR RUSSIA SMALL CAP 92189F734 322 7,935 SH   SOLE   7,935 0 0
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 185 13,160 SH   SOLE   13,160 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 204 944 SH   SOLE   944 0 0
VANTIV INC CL A 92210H105 339 5,292 SH   SOLE   5,292 0 0
VCA INC COM 918194101 559 6,106 SH   SOLE   6,106 0 0
VECTREN CORP COM 92240G101 900 15,351 SH   SOLE   15,351 0 0
VEECO INSTRS INC DEL COM 922417100 1,318 44,148 SH   SOLE   44,148 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 2,098 2,000,000 PRN   SOLE   2,000,000 0 0
VENTAS INC COM 92276F100 233 3,586 SH   SOLE   3,586 0 0
VEREIT INC COM 92339V100 123 14,469 SH   SOLE   14,469 0 0
VERINT SYS INC COM 92343X100 662 15,270 SH   SOLE   15,270 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,289 46,946 SH   SOLE   46,946 0 0
VERSO CORP CL A 92531L207 75 12,493 SH   SOLE   12,493 0 0
VERSUM MATLS INC COM 92532W103 384 12,538 SH   SOLE   12,538 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 372 3,406 SH   SOLE   3,406 0 0
V F CORP COM 918204108 555 10,097 SH   SOLE   10,097 0 0
VIACOM INC NEW CL B 92553P201 2,331 50,000 SH Call SOLE   50,000 0 0
VIACOM INC NEW CL B 92553P201 466 10,000 SH   SOLE   10,000 0 0
VIAVI SOLUTIONS INC COM 925550105 814 75,912 SH   SOLE   75,912 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 12,143 12,000,000 PRN   SOLE   12,000,000 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 756 56,635 SH   SOLE   56,635 0 0
VIRTUSA CORP COM 92827P102 423 14,000 SH   SOLE   14,000 0 0
VISA INC COM CL A 92826C839 1,970 22,166 SH   SOLE   22,166 0 0
VISTA OUTDOOR INC COM 928377100 311 15,112 SH   SOLE   15,112 0 0
VISTEON CORP COM NEW 92839U206 397 4,053 SH   SOLE   4,053 0 0
VALERO ENERGY CORP NEW COM 91913Y100 331 5,000 SH Put SOLE   5,000 0 0
VMWARE INC CL A COM 928563402 1,087 11,800 SH   SOLE   11,800 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,278 12,741 SH   SOLE   12,741 0 0
VOYA FINL INC COM 929089100 1,286 33,874 SH   SOLE   33,874 0 0
VULCAN MATLS CO COM 929160109 349 2,898 SH   SOLE   2,898 0 0
VWR CORP COM 91843L103 1,011 35,861 SH   SOLE   35,861 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 259 16,400 SH Call SOLE   16,400 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 1,642 104,000 SH Put SOLE   104,000 0 0
WABASH NATL CORP COM 929566107 386 18,650 SH   SOLE   18,650 0 0
WADDELL & REED FINL INC CL A 930059100 401 23,581 SH   SOLE   23,581 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 279 3,361 SH   SOLE   3,361 0 0
WAL-MART STORES INC COM 931142103 1,143 15,862 SH   SOLE   15,862 0 0
DISNEY WALT CO COM DISNEY 254687106 824 7,267 SH   SOLE   7,267 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 277 8,849 SH   SOLE   8,849 0 0
WASTE CONNECTIONS INC COM 94106B101 2,005 22,728 SH   SOLE   22,728 0 0
WASTE MGMT INC DEL COM 94106L109 2,652 36,366 SH   SOLE   36,366 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 595 89,450 SH   SOLE   89,450 0 0
WEBSTER FINL CORP CONN COM 947890109 979 19,556 SH   SOLE   19,556 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 206 6,175 SH   SOLE   6,175 0 0
WELBILT INC COM 949090104 199 10,139 SH   SOLE   10,139 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 348 2,484 SH   SOLE   2,484 0 0
WELLS FARGO & CO NEW COM 949746101 424 7,619 SH   SOLE   7,619 0 0
WELLTOWER INC COM 95040Q104 288 4,064 SH   SOLE   4,064 0 0
WENDYS CO COM 95058W100 354 26,000 SH   SOLE   26,000 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 396 4,856 SH   SOLE   4,856 0 0
WESTAR ENERGY INC COM 95709T100 412 7,587 SH   SOLE   7,587 0 0
WESTERN DIGITAL CORP COM 958102105 3,752 45,467 SH   SOLE   45,467 0 0
WESTERN REFNG INC COM 959319104 758 21,622 SH   SOLE   21,622 0 0
WESTERN REFNG LOGISTICS LP COM UNIT REP LTP 95931Q205 636 25,000 SH   SOLE   25,000 0 0
WESTLAKE CHEM CORP COM 960413102 267 4,044 SH   SOLE   4,044 0 0
WESTROCK CO COM 96145D105 1,062 20,413 SH   SOLE   20,413 0 0
WHIRLPOOL CORP COM 963320106 1,439 8,400 SH   SOLE   8,400 0 0
WHITING PETE CORP NEW COM 966387102 797 84,300 SH   SOLE   84,300 0 0
WILEY JOHN & SONS INC CL A 968223206 318 5,917 SH   SOLE   5,917 0 0
WILLIAMS COS INC DEL COM 969457100 1,189 40,195 SH   SOLE   40,195 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 466 85,594 SH   SOLE   85,594 0 0
WINTRUST FINL CORP COM 97650W108 207 3,000 SH   SOLE   3,000 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 110 10,752 SH   SOLE   10,752 0 0
WISDOMTREE TR MID EAST DIVD 97717X305 405 23,193 SH   SOLE   23,193 0 0
WOLVERINE WORLD WIDE INC COM 978097103 739 29,602 SH   SOLE   29,602 0 0
WORLD FUEL SVCS CORP COM 981475106 408 11,250 SH   SOLE   11,250 0 0
WORTHINGTON INDS INC COM 981811102 450 9,971 SH   SOLE   9,971 0 0
BERKLEY W R CORP COM 084423102 324 4,581 SH   SOLE   4,581 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,568 22,493 SH   SOLE   22,493 0 0
WESTROCK CO COM 96145D105 6,244 120,000 SH Call SOLE   120,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 623 40,000 SH Call SOLE   40,000 0 0
GRAINGER W W INC COM 384802104 1,121 4,818 SH   SOLE   4,818 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 811 9,624 SH   SOLE   9,624 0 0
XCEL ENERGY INC COM 98389B100 19,225 432,500 SH   SOLE   432,500 0 0
XEROX CORP COM 984121103 3,008 409,868 SH   SOLE   409,868 0 0
XILINX INC COM 983919101 721 12,448 SH   SOLE   12,448 0 0
XL GROUP LTD COM G98294104 283 7,105 SH   SOLE   7,105 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 350 5,000 SH Put SOLE   5,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,627 25,000 SH Put SOLE   25,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,197 18,400 SH Call SOLE   18,400 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 3,588 67,300 SH Put SOLE   67,300 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,285 24,100 SH Call SOLE   24,100 0 0
XPERI CORP COM 98421B100 431 12,694 SH   SOLE   12,694 0 0
XPO LOGISTICS INC COM 983793100 1,379 28,790 SH   SOLE   28,790 0 0
XYLEM INC COM 98419M100 1,663 33,120 SH   SOLE   33,120 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 2,839 2,961,000 PRN   SOLE   2,961,000 0 0
YANDEX N V SHS CLASS A N97284108 452 20,606 SH   SOLE   20,606 0 0
YAHOO INC NOTE 12/0 984332AF3 3,124 3,000,000 PRN   SOLE   3,000,000 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 808 33,272 SH   SOLE   33,272 0 0
YUM CHINA HLDGS INC COM 98850P109 789 29,006 SH   SOLE   29,006 0 0
YUM BRANDS INC COM 988498101 2,724 42,622 SH   SOLE   42,622 0 0
YY INC ADS REPCOM CLA 98426T106 602 13,046 SH   SOLE   13,046 0 0
ZAYO GROUP HLDGS INC COM 98919V105 1,395 42,411 SH   SOLE   42,411 0 0
ZILLOW GROUP INC CL A 98954M101 297 8,797 SH   SOLE   8,797 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,101 25,397 SH   SOLE   25,397 0 0
ZIONS BANCORPORATION COM 989701107 1,719 40,927 SH   SOLE   40,927 0 0
ZOETIS INC CL A 98978V103 1,115 20,894 SH   SOLE   20,894 0 0