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
21VIANET GROUP INC SPONSORED ADR 90138A103 90 17,987 SH   SOLE   17,987 0 0
2U INC COM 90214J101 332 7,073 SH   SOLE   7,073 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 14,815 12,649,000 PRN   SOLE   12,649,000 0 0
ABBOTT LABS COM 002824100 261 5,371 SH   SOLE   5,371 0 0
ABERCROMBIE & FITCH CO CL A 002896207 205 16,494 SH   SOLE   16,494 0 0
ABIOMED INC COM 003654100 322 2,246 SH   SOLE   2,246 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 343 12,530 SH   SOLE   12,530 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 701 5,667 SH   SOLE   5,667 0 0
ACCO BRANDS CORP COM 00081T108 420 36,040 SH   SOLE   36,040 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 766 6,574 SH   SOLE   6,574 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 390 17,172 SH   SOLE   17,172 0 0
ADVANCED MICRO DEVICES INC COM 007903107 250 20,000 SH   SOLE   20,000 0 0
ADVISORY BRD CO COM 00762W107 221 4,293 SH   SOLE   4,293 0 0
AECOM COM 00766T100 861 26,640 SH   SOLE   26,640 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 163 27,791 SH   SOLE   27,791 0 0
AES CORP COM 00130H105 125 11,217 SH   SOLE   11,217 0 0
AETNA INC NEW COM 00817Y108 488 3,216 SH   SOLE   3,216 0 0
AFLAC INC COM 001055102 725 9,338 SH   SOLE   9,338 0 0
AGCO CORP COM 001084102 421 6,246 SH   SOLE   6,246 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 464 7,828 SH   SOLE   7,828 0 0
AGNICO EAGLE MINES LTD COM 008474108 459 10,171 SH   SOLE   10,171 0 0
AGRIUM INC COM 008916108 1,003 11,081 SH   SOLE   11,081 0 0
AIR PRODS & CHEMS INC COM 009158106 1,431 10,000 SH   SOLE   10,000 0 0
ALASKA AIR GROUP INC COM 011659109 411 4,581 SH   SOLE   4,581 0 0
ALBEMARLE CORP COM 012653101 627 5,939 SH   SOLE   5,939 0 0
ALCOA CORP COM 013872106 400 12,241 SH   SOLE   12,241 0 0
ALIGN TECHNOLOGY INC COM 016255101 259 1,722 SH   SOLE   1,722 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 281 16,549 SH   SOLE   16,549 0 0
ALLETE INC COM NEW 018522300 358 5,000 SH   SOLE   5,000 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 856 22,822 SH   SOLE   22,822 0 0
ALLSTATE CORP COM 020002101 403 4,555 SH   SOLE   4,555 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,060 13,296 SH   SOLE   13,296 0 0
ALPHABET INC CAP STK CL A 02079K305 1,895 2,038 SH   SOLE   2,038 0 0
AMAZON COM INC COM 023135106 716 740 SH   SOLE   740 0 0
AMBEV SA SPONSORED ADR 02319V103 111 20,144 SH   SOLE   20,144 0 0
AMEREN CORP COM 023608102 5,875 107,464 SH   SOLE   107,464 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 364 22,869 SH   SOLE   22,869 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 282 5,959 SH   SOLE   5,959 0 0
AMERICAN ELEC PWR INC COM 025537101 278 4,000 SH Call SOLE   4,000 0 0
AMERICAN ELEC PWR INC COM 025537101 8,140 117,174 SH   SOLE   117,174 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 361 3,635 SH   SOLE   3,635 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 229 10,148 SH   SOLE   10,148 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 566 9,055 SH   SOLE   9,055 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,372 17,602 SH   SOLE   17,602 0 0
AMERIPRISE FINL INC COM 03076C106 456 3,580 SH   SOLE   3,580 0 0
AMGEN INC COM 031162100 355 2,064 SH   SOLE   2,064 0 0
AMKOR TECHNOLOGY INC COM 031652100 108 11,066 SH   SOLE   11,066 0 0
AMPHENOL CORP NEW CL A 032095101 833 11,289 SH   SOLE   11,289 0 0
AMPLIFY SNACK BRANDS COM 03211L102 119 12,324 SH   SOLE   12,324 0 0
ANADARKO PETE CORP COM 032511107 758 16,710 SH   SOLE   16,710 0 0
ANALOG DEVICES INC COM 032654105 1,135 14,589 SH   SOLE   14,589 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 601 5,444 SH   SOLE   5,444 0 0
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 1,991 60,000 SH   SOLE   60,000 0 0
ANTHEM INC COM 036752103 5,444 28,939 SH   SOLE   28,939 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 243 12,972 SH   SOLE   12,972 0 0
APPLE INC COM 037833100 1,267 8,797 SH   SOLE   8,797 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 378 6,397 SH   SOLE   6,397 0 0
APPLIED MATLS INC COM 038222105 806 19,500 SH   SOLE   19,500 0 0
APTARGROUP INC COM 038336103 489 5,626 SH   SOLE   5,626 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 282 12,400 SH   SOLE   12,400 0 0
ARCH CAP GROUP LTD ORD G0450A105 412 4,420 SH   SOLE   4,420 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 665 16,075 SH   SOLE   16,075 0 0
ARCONIC INC COM 03965L100 651 28,759 SH   SOLE   28,759 0 0
ARES CAP CORP COM 04010L103 708 43,212 SH   SOLE   43,212 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 386 29,800 SH   SOLE   29,800 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 460 18,380 SH   SOLE   18,380 0 0
ARRAY BIOPHARMA INC COM 04269X105 346 41,333 SH   SOLE   41,333 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 148 24,333 SH   SOLE   24,333 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 227 4,548 SH   SOLE   4,548 0 0
ASSURED GUARANTY LTD COM G0585R106 945 22,634 SH   SOLE   22,634 0 0
AT&T INC COM 00206R102 673 17,850 SH   SOLE   17,850 0 0
ATHENAHEALTH INC COM 04685W103 272 1,934 SH   SOLE   1,934 0 0
ATHENE HLDG LTD CL A G0684D107 262 5,278 SH   SOLE   5,278 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 2,400 1,000,036 SH   SOLE   1,000,036 0 0
ATLANTICA YIELD PLC SHS G0751N103 2,367 110,808 SH   SOLE   110,808 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 165 36,210 SH   SOLE   36,210 0 0
AUTOZONE INC COM 053332102 464 814 SH   SOLE   814 0 0
AVIS BUDGET GROUP COM 053774105 671 24,608 SH   SOLE   24,608 0 0
AVNET INC COM 053807103 877 22,547 SH   SOLE   22,547 0 0
AVON PRODS INC COM 054303102 221 58,058 SH   SOLE   58,058 0 0
AXALTA COATING SYS LTD COM G0750C108 556 17,345 SH   SOLE   17,345 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 728 11,262 SH   SOLE   11,262 0 0
AXON ENTERPRISE INC COM 05464C101 369 14,696 SH   SOLE   14,696 0 0
AXT INC COM 00246W103 635 100,000 SH   SOLE   100,000 0 0
BAIDU INC SPON ADR REP A 056752108 605 3,382 SH   SOLE   3,382 0 0
BALCHEM CORP COM 057665200 211 2,710 SH   SOLE   2,710 0 0
BANK AMER CORP COM 060505104 1,279 52,727 SH   SOLE   52,727 0 0
BANK OF THE OZARKS INC COM 063904106 242 5,167 SH   SOLE   5,167 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 351 27,500 SH Put SOLE   27,500 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 612 48,000 SH Call SOLE   48,000 0 0
BARCLAYS PLC ADR 06738E204 444 41,914 SH   SOLE   41,914 0 0
BAXTER INTL INC COM 071813109 511 8,443 SH   SOLE   8,443 0 0
BEACON ROOFING SUPPLY INC COM 073685109 383 7,818 SH   SOLE   7,818 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 333 24,264 SH   SOLE   24,264 0 0
BED BATH & BEYOND INC COM 075896100 447 14,715 SH   SOLE   14,715 0 0
BELDEN INC COM 077454106 475 6,297 SH   SOLE   6,297 0 0
BELMOND LTD CL A G1154H107 208 15,667 SH   SOLE   15,667 0 0
BEMIS INC COM 081437105 818 17,679 SH   SOLE   17,679 0 0
BENCHMARK ELECTRS INC COM 08160H101 437 13,524 SH   SOLE   13,524 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 266 1,573 SH   SOLE   1,573 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 467 13,297 SH   SOLE   13,297 0 0
BERRY PLASTICS GROUP INC COM 08579W103 3,013 52,850 SH   SOLE   52,850 0 0
BGC PARTNERS INC CL A 05541T101 583 46,124 SH   SOLE   46,124 0 0
BIO RAD LABS INC CL A 090572207 438 1,936 SH   SOLE   1,936 0 0
BIOGEN INC COM 09062X103 606 2,233 SH   SOLE   2,233 0 0
BJS RESTAURANTS INC COM 09180C106 667 17,900 SH   SOLE   17,900 0 0
BLACKBAUD INC COM 09227Q100 228 2,656 SH   SOLE   2,656 0 0
BLACKROCK INC COM 09247X101 407 963 SH   SOLE   963 0 0
BLOCK H & R INC COM 093671105 840 27,163 SH   SOLE   27,163 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 697 21,434 SH   SOLE   21,434 0 0
BORGWARNER INC COM 099724106 1,173 27,684 SH   SOLE   27,684 0 0
BOSTON PROPERTIES INC COM 101121101 684 5,559 SH   SOLE   5,559 0 0
BOX INC CL A 10316T104 288 15,785 SH   SOLE   15,785 0 0
BP PLC SPONSORED ADR 055622104 1,733 50,000 SH Call SOLE   50,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 456 8,190 SH   SOLE   8,190 0 0
BRISTOW GROUP INC COM 110394103 194 25,388 SH   SOLE   25,388 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 799 44,712 SH   SOLE   44,712 0 0
BROADCOM LTD SHS Y09827109 868 3,725 SH   SOLE   3,725 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 498 12,693 SH   SOLE   12,693 0 0
BROWN & BROWN INC COM 115236101 432 10,022 SH   SOLE   10,022 0 0
BRUKER CORP COM 116794108 776 26,891 SH   SOLE   26,891 0 0
BUFFALO WILD WINGS INC COM 119848109 837 6,608 SH   SOLE   6,608 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 269 3,920 SH   SOLE   3,920 0 0
CABOT CORP COM 127055101 443 8,299 SH   SOLE   8,299 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 417 5,650 SH   SOLE   5,650 0 0
CACI INTL INC CL A 127190304 234 1,868 SH   SOLE   1,868 0 0
CAESARSTONE LTD ORD SHS M20598104 238 6,803 SH   SOLE   6,803 0 0
CALATLANTIC GROUP INC COM 128195104 1,067 30,187 SH   SOLE   30,187 0 0
CALERES INC COM 129500104 229 8,229 SH   SOLE   8,229 0 0
CALLAWAY GOLF CO COM 131193104 204 15,961 SH   SOLE   15,961 0 0
CAMECO CORP COM 13321L108 129 14,196 SH   SOLE   14,196 0 0
CAMPBELL SOUP CO COM 134429109 1,158 22,201 SH   SOLE   22,201 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 429 21,700 SH   SOLE   21,700 0 0
CANADIAN NAT RES LTD COM 136385101 1,082 37,500 SH   SOLE   37,500 0 0
CAPITAL ONE FINL CORP COM 14040H105 225 2,722 SH   SOLE   2,722 0 0
CARDINAL HEALTH INC COM 14149Y108 2,030 26,052 SH   SOLE   26,052 0 0
CARETRUST REIT INC COM 14174T107 229 12,330 SH   SOLE   12,330 0 0
CARLISLE COS INC COM 142339100 597 6,262 SH   SOLE   6,262 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 380 10,149 SH   SOLE   10,149 0 0
CARRIZO OIL & GAS INC COM 144577103 467 26,780 SH   SOLE   26,780 0 0
CARTER INC COM 146229109 835 9,392 SH   SOLE   9,392 0 0
CASEYS GEN STORES INC COM 147528103 1,509 14,087 SH   SOLE   14,087 0 0
CATERPILLAR INC DEL COM 149123101 322 3,000 SH Put SOLE   3,000 0 0
CATERPILLAR INC DEL COM 149123101 341 3,172 SH   SOLE   3,172 0 0
CATO CORP NEW CL A 149205106 271 15,393 SH   SOLE   15,393 0 0
CAVIUM INC COM 14964U108 320 5,154 SH   SOLE   5,154 0 0
CBRE GROUP INC CL A 12504L109 415 11,389 SH   SOLE   11,389 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 625 7,705 SH   SOLE   7,705 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 109 22,421 SH   SOLE   22,421 0 0
CELANESE CORP DEL COM SER A 150870103 1,139 12,000 SH Call SOLE   12,000 0 0
CENOVUS ENERGY INC COM 15135U109 168 22,856 SH   SOLE   22,856 0 0
CENTENE CORP DEL COM 15135B101 672 8,409 SH   SOLE   8,409 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 211 6,696 SH   SOLE   6,696 0 0
CHEESECAKE FACTORY INC COM 163072101 576 11,442 SH   SOLE   11,442 0 0
CHEETAH MOBILE INC ADR 163075104 226 20,920 SH   SOLE   20,920 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,168 23,978 SH   SOLE   23,978 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,944 60,000 SH   SOLE   60,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 488 98,137 SH   SOLE   98,137 0 0
CHEVRON CORP NEW COM 166764100 394 3,773 SH   SOLE   3,773 0 0
CHEVRON CORP NEW COM 166764100 522 5,000 SH Put SOLE   5,000 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 467 23,648 SH   SOLE   23,648 0 0
CHILDRENS PL INC COM 168905107 640 6,265 SH   SOLE   6,265 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 835 15,731 SH   SOLE   15,731 0 0
CHOICE HOTELS INTL INC COM 169905106 619 9,641 SH   SOLE   9,641 0 0
CHUBB LIMITED COM H1467J104 277 1,906 SH   SOLE   1,906 0 0
CIENA CORP COM NEW 171779309 798 31,899 SH   SOLE   31,899 0 0
CIGNA CORPORATION COM 125509109 1,597 9,539 SH   SOLE   9,539 0 0
CIMAREX ENERGY CO COM 171798101 747 7,949 SH   SOLE   7,949 0 0
CISCO SYS INC COM 17275R102 628 20,078 SH   SOLE   20,078 0 0
CITIGROUP INC COM NEW 172967424 277 4,148 SH   SOLE   4,148 0 0
CITIZENS FINL GROUP INC COM 174610105 921 25,816 SH   SOLE   25,816 0 0
CITRIX SYS INC COM 177376100 354 4,446 SH   SOLE   4,446 0 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 366 14,221 SH   SOLE   14,221 0 0
CLEAN HARBORS INC COM 184496107 410 7,335 SH   SOLE   7,335 0 0
CLOROX CO DEL COM 189054109 251 1,882 SH   SOLE   1,882 0 0
CME GROUP INC COM 12572Q105 467 3,732 SH   SOLE   3,732 0 0
CNA FINL CORP COM 126117100 366 7,517 SH   SOLE   7,517 0 0
CNO FINL GROUP INC COM 12621E103 323 15,483 SH   SOLE   15,483 0 0
COCA COLA CO COM 191216100 230 5,139 SH   SOLE   5,139 0 0
COGNEX CORP COM 192422103 1,181 13,914 SH   SOLE   13,914 0 0
COHERENT INC COM 192479103 825 3,668 SH   SOLE   3,668 0 0
COLFAX CORP COM 194014106 276 7,021 SH   SOLE   7,021 0 0
COLGATE PALMOLIVE CO COM 194162103 375 5,052 SH   SOLE   5,052 0 0
COLONY STARWOOD HOMES COM 19625X102 402 11,719 SH   SOLE   11,719 0 0
COMCAST CORP NEW CL A 20030N101 1,913 49,154 SH   SOLE   49,154 0 0
COMERICA INC COM 200340107 296 4,044 SH   SOLE   4,044 0 0
COMMSCOPE HLDG CO INC COM 20337X109 570 15,000 SH   SOLE   15,000 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 564 56,589 SH   SOLE   56,589 0 0
COMMVAULT SYSTEMS INC COM 204166102 1,688 29,908 SH   SOLE   29,908 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 203 10,379 SH   SOLE   10,379 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 159 21,681 SH   SOLE   21,681 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 287 24,950 SH   SOLE   24,950 0 0
CONAGRA BRANDS INC COM 205887102 622 17,385 SH   SOLE   17,385 0 0
CONDUENT INC COM 206787103 420 26,353 SH   SOLE   26,353 0 0
CONOCOPHILLIPS COM 20825C104 1,874 42,631 SH   SOLE   42,631 0 0
CONSOL ENERGY INC COM 20854P109 287 19,223 SH   SOLE   19,223 0 0
CONSTELLATION BRANDS INC CL A 21036P108 749 3,864 SH   SOLE   3,864 0 0
CONSTELLIUM NV CL A N22035104 276 40,000 SH Put SOLE   40,000 0 0
COOPER STD HLDGS INC COM 21676P103 385 3,818 SH   SOLE   3,818 0 0
COPA HOLDINGS SA CL A P31076105 1,279 10,929 SH   SOLE   10,929 0 0
COSTAMARE INC SHS Y1771G102 225 30,820 SH   SOLE   30,820 0 0
COSTAR GROUP INC COM 22160N109 1,121 4,253 SH   SOLE   4,253 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,406 15,042 SH   SOLE   15,042 0 0
COTT CORP QUE COM 22163N106 200 13,834 SH   SOLE   13,834 0 0
COTY INC COM CL A 222070203 1,424 75,882 SH   SOLE   75,882 0 0
COUPA SOFTWARE INC COM 22266L106 384 13,263 SH   SOLE   13,263 0 0
COVANTA HLDG CORP COM 22282E102 155 11,779 SH   SOLE   11,779 0 0
CRESCENT PT ENERGY CORP COM 22576C101 420 54,872 SH   SOLE   54,872 0 0
CRITEO S A SPONS ADS 226718104 417 8,500 SH   SOLE   8,500 0 0
CROSSAMERICA PARTNERS LP UT LTD PTN INT 22758A105 510 20,000 SH Call SOLE   20,000 0 0
CROSSAMERICA PARTNERS LP UT LTD PTN INT 22758A105 255 10,000 SH   SOLE   10,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,102 11,005 SH   SOLE   11,005 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 5,238 3,700,000 PRN   SOLE   3,700,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 716 13,286 SH   SOLE   13,286 0 0
CUBESMART COM 229663109 491 20,423 SH   SOLE   20,423 0 0
CULLEN FROST BANKERS INC COM 229899109 290 3,086 SH   SOLE   3,086 0 0
CVR ENERGY INC COM 12662P108 316 14,539 SH   SOLE   14,539 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,924 214,207 SH   SOLE   214,207 0 0
D R HORTON INC COM 23331A109 1,335 38,626 SH   SOLE   38,626 0 0
DANA INCORPORATED COM 235825205 675 30,213 SH   SOLE   30,213 0 0
DANAHER CORP DEL COM 235851102 437 5,174 SH   SOLE   5,174 0 0
DARDEN RESTAURANTS INC COM 237194105 527 5,823 SH   SOLE   5,823 0 0
DAVITA INC COM 23918K108 917 14,165 SH   SOLE   14,165 0 0
DAVITA INC COM 23918K108 1,619 25,000 SH Put SOLE   25,000 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 453 8,482 SH   SOLE   8,482 0 0
DECKERS OUTDOOR CORP COM 243537107 761 11,145 SH   SOLE   11,145 0 0
DEERE & CO COM 244199105 702 5,681 SH   SOLE   5,681 0 0
DELEK US HLDGS INC COM 246647101 206 7,805 SH   SOLE   7,805 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 521 8,524 SH   SOLE   8,524 0 0
DELUXE CORP COM 248019101 249 3,599 SH   SOLE   3,599 0 0
DEXCOM INC COM 252131107 528 7,220 SH   SOLE   7,220 0 0
DIGITAL RLTY TR INC COM 253868103 477 4,222 SH   SOLE   4,222 0 0
DIPLOMAT PHARMACY INC COM 25456K101 341 23,061 SH   SOLE   23,061 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 672 13,600 SH Put SOLE   13,600 0 0
DISCOVER FINL SVCS COM 254709108 1,409 22,655 SH   SOLE   22,655 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 609 23,574 SH   SOLE   23,574 0 0
DISNEY WALT CO COM DISNEY 254687106 412 3,880 SH   SOLE   3,880 0 0
DOLBY LABORATORIES INC COM 25659T107 273 5,586 SH   SOLE   5,586 0 0
DOLLAR TREE INC COM 256746108 1,063 15,202 SH   SOLE   15,202 0 0
DOMINION RES INC VA NEW COM 25746U109 995 12,986 SH   SOLE   12,986 0 0
DOMTAR CORP COM NEW 257559203 515 13,411 SH   SOLE   13,411 0 0
DOMTAR CORP COM NEW 257559203 768 20,000 SH Call SOLE   20,000 0 0
DONALDSON INC COM 257651109 221 4,850 SH   SOLE   4,850 0 0
DONNELLEY R R & SONS CO COM 257867200 190 15,117 SH   SOLE   15,117 0 0
DOW CHEM CO COM 260543103 600 9,521 SH   SOLE   9,521 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,007 11,053 SH   SOLE   11,053 0 0
DST SYS INC DEL COM 233326107 371 6,014 SH   SOLE   6,014 0 0
DTE ENERGY CO COM 233331107 441 4,165 SH   SOLE   4,165 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,211 15,000 SH Call SOLE   15,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 298 3,693 SH   SOLE   3,693 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,632 127,196 SH   SOLE   127,196 0 0
DUKE REALTY CORP COM NEW 264411505 683 24,438 SH   SOLE   24,438 0 0
DXC TECHNOLOGY CO COM 23355L106 298 3,878 SH   SOLE   3,878 0 0
DYCOM INDS INC COM 267475101 4,565 50,997 SH   SOLE   50,997 0 0
EATON VANCE CORP COM NON VTG 278265103 804 16,995 SH   SOLE   16,995 0 0
EBAY INC COM 278642103 382 10,946 SH   SOLE   10,946 0 0
EDISON INTL COM 281020107 432 5,531 SH   SOLE   5,531 0 0
ELDORADO GOLD CORP NEW COM 284902103 406 153,857 SH   SOLE   153,857 0 0
ELDORADO RESORTS INC COM 28470R102 296 14,783 SH   SOLE   14,783 0 0
ELECTRONIC ARTS INC COM 285512109 740 6,999 SH   SOLE   6,999 0 0
EMERSON ELEC CO COM 291011104 602 10,091 SH   SOLE   10,091 0 0
ENDOLOGIX INC COM 29266S106 111 22,789 SH   SOLE   22,789 0 0
ENERGEN CORP COM 29265N108 532 10,767 SH   SOLE   10,767 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,203 25,054 SH   SOLE   25,054 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 1,257 70,000 SH Call SOLE   70,000 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 3,466 170,000 SH Call SOLE   170,000 0 0
ENSCO PLC SHS CLASS A G3157S106 83 16,058 SH   SOLE   16,058 0 0
ENTEGRIS INC COM 29362U104 360 16,412 SH   SOLE   16,412 0 0
ENTERGY CORP NEW COM 29364G103 7,284 94,887 SH   SOLE   94,887 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 6,612 6,700,000 PRN   SOLE   6,700,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 208 2,889 SH   SOLE   2,889 0 0
EQUIFAX INC COM 294429105 1,765 12,842 SH   SOLE   12,842 0 0
EQUINIX INC COM PAR $0.001 29444U700 351 819 SH   SOLE   819 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,249 18,972 SH   SOLE   18,972 0 0
ESSEX PPTY TR INC COM 297178105 225 873 SH   SOLE   873 0 0
EXELIXIS INC COM 30161Q104 473 19,197 SH   SOLE   19,197 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,461 9,807 SH   SOLE   9,807 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 881 13,799 SH   SOLE   13,799 0 0
EXXON MOBIL CORP COM 30231G102 878 10,871 SH   SOLE   10,871 0 0
EXXON MOBIL CORP COM 30231G102 1,413 17,500 SH Put SOLE   17,500 0 0
EXXON MOBIL CORP COM 30231G102 484 6,000 SH Call SOLE   6,000 0 0
EZCORP INC CL A NON VTG 302301106 77 10,044 SH   SOLE   10,044 0 0
F5 NETWORKS INC COM 315616102 650 5,112 SH   SOLE   5,112 0 0
FACEBOOK INC CL A 30303M102 240 1,592 SH   SOLE   1,592 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 310 79,369 SH   SOLE   79,369 0 0
FASTENAL CO COM 311900104 745 17,117 SH   SOLE   17,117 0 0
FEDERATED INVS INC PA CL B 314211103 395 13,976 SH   SOLE   13,976 0 0
FEDEX CORP COM 31428X106 456 2,097 SH   SOLE   2,097 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 449 44,232 SH   SOLE   44,232 0 0
FINANCIAL ENGINES INC COM 317485100 449 12,257 SH   SOLE   12,257 0 0
FINISAR CORP COM NEW 31787A507 593 22,811 SH   SOLE   22,811 0 0
FIREEYE INC COM 31816Q101 194 12,769 SH   SOLE   12,769 0 0
FIRST AMERN FINL CORP COM 31847R102 203 4,539 SH   SOLE   4,539 0 0
FIRST DATA CORP NEW COM CL A 32008D106 273 15,000 SH   SOLE   15,000 0 0
FIRST HORIZON NATL CORP COM 320517105 490 28,101 SH   SOLE   28,101 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 731 25,557 SH   SOLE   25,557 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 396 10,644 SH   SOLE   10,644 0 0
FIRST MERCHANTS CORP COM 320817109 324 8,084 SH   SOLE   8,084 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 271 11,636 SH   SOLE   11,636 0 0
FIRSTENERGY CORP COM 337932107 2,691 92,295 SH   SOLE   92,295 0 0
FISERV INC COM 337738108 410 3,351 SH   SOLE   3,351 0 0
FIVE9 INC COM 338307101 361 16,775 SH   SOLE   16,775 0 0
FLIR SYS INC COM 302445101 1,063 30,657 SH   SOLE   30,657 0 0
FLOWERS FOODS INC COM 343498101 305 17,645 SH   SOLE   17,645 0 0
FLOWSERVE CORP COM 34354P105 243 5,232 SH   SOLE   5,232 0 0
FLUOR CORP NEW COM 343412102 652 14,238 SH   SOLE   14,238 0 0
FOOT LOCKER INC COM 344849104 986 20,005 SH   SOLE   20,005 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 560 50,000 SH Call SOLE   50,000 0 0
FORTINET INC COM 34959E109 1,022 27,288 SH   SOLE   27,288 0 0
FOSSIL GROUP INC COM 34988V106 659 63,688 SH   SOLE   63,688 0 0
FRANCESCAS HLDGS CORP COM 351793104 224 20,513 SH   SOLE   20,513 0 0
FRANCO NEVADA CORP COM 351858105 409 5,671 SH   SOLE   5,671 0 0
FRANKLIN RES INC COM 354613101 351 7,830 SH   SOLE   7,830 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 207 18,684 SH   SOLE   18,684 0 0
FREDS INC CL A 356108100 157 17,042 SH   SOLE   17,042 0 0
FREEPORT-MCMORAN INC CL B 35671D857 410 34,108 SH   SOLE   34,108 0 0
GALLAGHER ARTHUR J & CO COM 363576109 230 4,024 SH   SOLE   4,024 0 0
GANNETT CO INC COM 36473H104 219 25,096 SH   SOLE   25,096 0 0
GAP INC DEL COM 364760108 518 23,570 SH   SOLE   23,570 0 0
GARMIN LTD SHS H2906T109 503 9,864 SH   SOLE   9,864 0 0
GASTAR EXPL INC NEW COM 36729W202 232 250,000 SH   SOLE   250,000 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 328 20,087 SH   SOLE   20,087 0 0
GENERAL DYNAMICS CORP COM 369550108 544 2,746 SH   SOLE   2,746 0 0
GENERAL ELECTRIC CO COM 369604103 1,536 56,884 SH   SOLE   56,884 0 0
GENERAL MLS INC COM 370334104 664 11,994 SH   SOLE   11,994 0 0
GENESCO INC COM 371532102 633 18,683 SH   SOLE   18,683 0 0
GENPACT LIMITED SHS G3922B107 210 7,544 SH   SOLE   7,544 0 0
GENTEX CORP COM 371901109 195 10,298 SH   SOLE   10,298 0 0
GENUINE PARTS CO COM 372460105 473 5,096 SH   SOLE   5,096 0 0
GIGAMON INC COM 37518B102 334 8,500 SH   SOLE   8,500 0 0
GILDAN ACTIVEWEAR INC COM 375916103 678 22,054 SH   SOLE   22,054 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,300 30,141 SH   SOLE   30,141 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,295 2,000,000 PRN   SOLE   2,000,000 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 322 33,349 SH   SOLE   33,349 0 0
GLOBAL X FDS GBL X MSCI NIGER 37954Y665 253 13,438 SH   SOLE   13,438 0 0
GMS INC COM 36251C103 412 14,652 SH   SOLE   14,652 0 0
GOGO INC COM 38046C109 168 14,599 SH   SOLE   14,599 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 639 28,729 SH   SOLE   28,729 0 0
GOLDCORP INC NEW COM 380956409 343 26,587 SH   SOLE   26,587 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,027 4,628 SH   SOLE   4,628 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 454 13,000 SH   SOLE   13,000 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 461 25,187 SH   SOLE   25,187 0 0
GRACO INC COM 384109104 444 4,061 SH   SOLE   4,061 0 0
GRANITE CONSTR INC COM 387328107 466 9,668 SH   SOLE   9,668 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 952 69,114 SH   SOLE   69,114 0 0
GREAT PLAINS ENERGY INC COM 391164100 16,737 571,611 SH   SOLE   571,611 0 0
GREENBRIER COS INC COM 393657101 319 6,907 SH   SOLE   6,907 0 0
GREENHILL & CO INC COM 395259104 331 16,481 SH   SOLE   16,481 0 0
GREIF INC CL A 397624107 370 6,627 SH   SOLE   6,627 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 391 18,482 SH   SOLE   18,482 0 0
HAEMONETICS CORP COM 405024100 452 11,440 SH   SOLE   11,440 0 0
HALLIBURTON CO COM 406216101 1,485 34,776 SH   SOLE   34,776 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 263 20,499 SH   SOLE   20,499 0 0
HARRIS CORP DEL COM 413875105 419 3,842 SH   SOLE   3,842 0 0
HARSCO CORP COM 415864107 493 30,608 SH   SOLE   30,608 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,136 35,068 SH   SOLE   35,068 0 0
HAWAIIAN HOLDINGS INC COM 419879101 695 14,799 SH   SOLE   14,799 0 0
HCA HOLDINGS INC COM 40412C101 516 5,920 SH   SOLE   5,920 0 0
HCP INC COM 40414L109 257 8,034 SH   SOLE   8,034 0 0
HD SUPPLY HLDGS INC COM 40416M105 713 23,290 SH   SOLE   23,290 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 923 10,615 SH   SOLE   10,615 0 0
HEICO CORP NEW CL A 422806208 970 15,638 SH   SOLE   15,638 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 5,216 5,000,000 PRN   SOLE   5,000,000 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 289 15,602 SH   SOLE   15,602 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 216 18,796 SH   SOLE   18,796 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,796 168,547 SH   SOLE   168,547 0 0
HIBBETT SPORTS INC COM 428567101 280 13,473 SH   SOLE   13,473 0 0
HIGHWOODS PPTYS INC COM 431284108 451 8,891 SH   SOLE   8,891 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 369 5,959 SH   SOLE   5,959 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 2,490 303,622 SH   SOLE   303,622 0 0
HOME DEPOT INC COM 437076102 488 3,178 SH   SOLE   3,178 0 0
HONEYWELL INTL INC COM 438516106 414 3,107 SH   SOLE   3,107 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 265 9,092 SH   SOLE   9,092 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 128 10,386 SH   SOLE   10,386 0 0
HP INC COM 40434L105 1,042 59,601 SH   SOLE   59,601 0 0
HSN INC COM 404303109 333 10,426 SH   SOLE   10,426 0 0
HUB GROUP INC CL A 443320106 526 13,706 SH   SOLE   13,706 0 0
HUBBELL INC COM 443510607 933 8,245 SH   SOLE   8,245 0 0
HUBSPOT INC COM 443573100 335 5,099 SH   SOLE   5,099 0 0
HUNTINGTON BANCSHARES INC COM 446150104 139 10,296 SH   SOLE   10,296 0 0
HURCO COMPANIES INC COM 447324104 348 10,000 SH   SOLE   10,000 0 0
ICONIX BRAND GROUP INC COM 451055107 2,626 380,000 SH Put SOLE   380,000 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 1,460 1,500,000 PRN   SOLE   1,500,000 0 0
IDACORP INC COM 451107106 311 3,644 SH   SOLE   3,644 0 0
IDEX CORP COM 45167R104 464 4,105 SH   SOLE   4,105 0 0
IDEXX LABS INC COM 45168D104 912 5,648 SH   SOLE   5,648 0 0
IHS MARKIT LTD SHS G47567105 520 11,797 SH   SOLE   11,797 0 0
ILLINOIS TOOL WKS INC COM 452308109 259 1,810 SH   SOLE   1,810 0 0
IMAX CORP COM 45245E109 427 19,399 SH   SOLE   19,399 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 1,711 2,000,000 PRN   SOLE   2,000,000 0 0
INC RESH HLDGS INC CL A 45329R109 535 9,150 SH   SOLE   9,150 0 0
INCYTE CORP COM 45337C102 363 2,886 SH   SOLE   2,886 0 0
INFINERA CORPORATION COM 45667G103 163 15,265 SH   SOLE   15,265 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 5,394 5,000,000 PRN   SOLE   5,000,000 0 0
INGERSOLL-RAND PLC SHS G47791101 1,828 20,000 SH Call SOLE   20,000 0 0
INOGEN INC COM 45780L104 280 2,930 SH   SOLE   2,930 0 0
INPHI CORP COM 45772F107 2,100 61,238 SH   SOLE   61,238 0 0
INSPERITY INC COM 45778Q107 533 7,507 SH   SOLE   7,507 0 0
INTEL CORP COM 458140100 1,346 39,901 SH   SOLE   39,901 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 339 9,060 SH   SOLE   9,060 0 0
INTERDIGITAL INC COM 45867G101 681 8,804 SH   SOLE   8,804 0 0
INTERFACE INC COM 458665304 224 11,424 SH   SOLE   11,424 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 460 2,988 SH   SOLE   2,988 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 428 3,171 SH   SOLE   3,171 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 915 50,000 SH Call SOLE   50,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 525 21,341 SH   SOLE   21,341 0 0
INTERSECT ENT INC COM 46071F103 331 11,835 SH   SOLE   11,835 0 0
INTUIT COM 461202103 892 6,719 SH   SOLE   6,719 0 0
INVESCO LTD SHS G491BT108 354 10,068 SH   SOLE   10,068 0 0
INVESTORS BANCORP INC NEW COM 46146L101 423 31,696 SH   SOLE   31,696 0 0
IONIS PHARMACEUTICALS INC COM 462222100 742 14,580 SH   SOLE   14,580 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 286 25,889 SH   SOLE   25,889 0 0
IROBOT CORP COM 462726100 306 3,637 SH   SOLE   3,637 0 0
ISHARES ALL PERU CAP ETF 464289842 729 21,534 SH   SOLE   21,534 0 0
ISHARES MSCI EURZONE ETF 464286608 525 13,015 SH   SOLE   13,015 0 0
ISHARES MSCI FRNTR100ETF 464286145 879 30,758 SH   SOLE   30,758 0 0
ISHARES MSCI STH KOR ETF 464286772 438 6,463 SH   SOLE   6,463 0 0
ISHARES MSCI TURKEY ETF 464286715 314 7,563 SH   SOLE   7,563 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 346 6,446 SH   SOLE   6,446 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 412 11,522 SH   SOLE   11,522 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 960 23,200 SH Put SOLE   23,200 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 439 10,600 SH Call SOLE   10,600 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,608 29,500 SH Put SOLE   29,500 0 0
ISHARES TR CHINA ETF 46429B671 333 6,083 SH   SOLE   6,083 0 0
ISHARES TR EAFE VALUE ETF 464288877 18,461 357,083 SH   SOLE   357,083 0 0
ISHARES TR MSCI PHILIPS ETF 46429B408 460 12,832 SH   SOLE   12,832 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 319 2,265 SH   SOLE   2,265 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 503 2,978 SH   SOLE   2,978 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 311 2,619 SH   SOLE   2,619 0 0
ISHARES TR RUS MID CAP ETF 464287499 478 2,486 SH   SOLE   2,486 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5,847 5,500,000 PRN   SOLE   5,500,000 0 0
ITRON INC COM 465741106 289 4,265 SH   SOLE   4,265 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 185 29,063 SH   SOLE   29,063 0 0
JACK IN THE BOX INC COM 466367109 920 9,343 SH   SOLE   9,343 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 225 4,133 SH   SOLE   4,133 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,959 12,600 SH   SOLE   12,600 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 305 14,652 SH   SOLE   14,652 0 0
JOHNSON & JOHNSON COM 478160104 1,269 9,596 SH   SOLE   9,596 0 0
JPMORGAN CHASE & CO COM 46625H100 361 3,953 SH   SOLE   3,953 0 0
JUNIPER NETWORKS INC COM 48203R104 834 29,899 SH   SOLE   29,899 0 0
KADANT INC COM 48282T104 215 2,859 SH   SOLE   2,859 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,589 77,047 SH   SOLE   77,047 0 0
KAR AUCTION SVCS INC COM 48238T109 728 17,341 SH   SOLE   17,341 0 0
KB HOME COM 48666K109 1,199 50,000 SH Put SOLE   50,000 0 0
KCG HLDGS INC CL A 48244B100 1,563 78,400 SH Put SOLE   78,400 0 0
KELLOGG CO COM 487836108 476 6,855 SH   SOLE   6,855 0 0
KEYCORP NEW COM 493267108 420 22,420 SH   SOLE   22,420 0 0
KIMBERLY CLARK CORP COM 494368103 245 1,901 SH   SOLE   1,901 0 0
KIMCO RLTY CORP COM 49446R109 239 13,014 SH   SOLE   13,014 0 0
KINDER MORGAN INC DEL COM 49456B101 453 23,664 SH   SOLE   23,664 0 0
KIRBY CORP COM 497266106 204 3,052 SH   SOLE   3,052 0 0
KLA-TENCOR CORP COM 482480100 1,143 12,492 SH   SOLE   12,492 0 0
KLX INC COM 482539103 322 6,440 SH   SOLE   6,440 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 271 7,560 SH   SOLE   7,560 0 0
KORN FERRY INTL COM NEW 500643200 264 7,657 SH   SOLE   7,657 0 0
KRAFT HEINZ CO COM 500754106 492 5,749 SH   SOLE   5,749 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,039 87,500 SH   SOLE   87,500 0 0
KRONOS WORLDWIDE INC COM 50105F105 233 12,791 SH   SOLE   12,791 0 0
KULICKE & SOFFA INDS INC COM 501242101 309 16,227 SH   SOLE   16,227 0 0
L BRANDS INC COM 501797104 346 6,426 SH   SOLE   6,426 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,198 20,750 SH   SOLE   20,750 0 0
LAM RESEARCH CORP COM 512807108 667 4,716 SH   SOLE   4,716 0 0
LAMB WESTON HLDGS INC COM 513272104 426 9,678 SH   SOLE   9,678 0 0
LANDSTAR SYS INC COM 515098101 684 7,996 SH   SOLE   7,996 0 0
LEAR CORP COM NEW 521865204 1,276 8,982 SH   SOLE   8,982 0 0
LEGG MASON INC COM 524901105 429 11,252 SH   SOLE   11,252 0 0
LEGGETT & PLATT INC COM 524660107 721 13,735 SH   SOLE   13,735 0 0
LEIDOS HLDGS INC COM 525327102 391 7,563 SH   SOLE   7,563 0 0
LENDINGCLUB CORP COM 52603A109 414 75,089 SH   SOLE   75,089 0 0
LENDINGTREE INC NEW COM 52603B107 210 1,217 SH   SOLE   1,217 0 0
LENNAR CORP CL A 526057104 602 11,290 SH   SOLE   11,290 0 0
LENNOX INTL INC COM 526107107 709 3,863 SH   SOLE   3,863 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 341 21,221 SH   SOLE   21,221 0 0
LIBERTY PPTY TR SH BEN INT 531172104 609 14,956 SH   SOLE   14,956 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 5,312 3,200,000 PRN   SOLE   3,200,000 0 0
LILLY ELI & CO COM 532457108 587 7,133 SH   SOLE   7,133 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 668 25,422 SH   SOLE   25,422 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,669 47,904 SH   SOLE   47,904 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,046 30,000 SH Call SOLE   30,000 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 76 21,596 SH   SOLE   21,596 0 0
LOCKHEED MARTIN CORP COM 539830109 851 3,064 SH   SOLE   3,064 0 0
LOEWS CORP COM 540424108 696 14,879 SH   SOLE   14,879 0 0
LOGMEIN INC COM 54142L109 333 3,186 SH   SOLE   3,186 0 0
LOMBARD MED INC COM G55598109 11 19,129 SH   SOLE   19,129 0 0
LOWES COS INC COM 548661107 610 7,872 SH   SOLE   7,872 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 251 10,000 SH   SOLE   10,000 0 0
M & T BK CORP COM 55261F104 271 1,671 SH   SOLE   1,671 0 0
MACERICH CO COM 554382101 420 7,229 SH   SOLE   7,229 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 404 5,156 SH   SOLE   5,156 0 0
MACYS INC COM 55616P104 327 14,060 SH   SOLE   14,060 0 0
MADDEN STEVEN LTD COM 556269108 218 5,460 SH   SOLE   5,460 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,851 40,000 SH Put SOLE   40,000 0 0
MANITOWOC INC COM 563571108 219 36,488 SH   SOLE   36,488 0 0
MARATHON PETE CORP COM 56585A102 9,508 181,687 SH   SOLE   181,687 0 0
MARKETAXESS HLDGS INC COM 57060D108 392 1,947 SH   SOLE   1,947 0 0
MARRIOTT INTL INC NEW CL A 571903202 579 5,775 SH   SOLE   5,775 0 0
MARSH & MCLENNAN COS INC COM 571748102 338 4,331 SH   SOLE   4,331 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,116 5,015 SH   SOLE   5,015 0 0
MASIMO CORP COM 574795100 249 2,727 SH   SOLE   2,727 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,189 18,024 SH   SOLE   18,024 0 0
MATCH GROUP INC COM 57665R106 246 14,147 SH   SOLE   14,147 0 0
MATTHEWS INTL CORP CL A 577128101 279 4,547 SH   SOLE   4,547 0 0
MAXIMUS INC COM 577933104 283 4,520 SH   SOLE   4,520 0 0
MCCORMICK & CO INC COM NON VTG 579780206 303 3,107 SH   SOLE   3,107 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 542 42,076 SH   SOLE   42,076 0 0
MEDNAX INC COM 58502B106 516 8,540 SH   SOLE   8,540 0 0
MEDTRONIC PLC SHS G5960L103 3,181 35,845 SH   SOLE   35,845 0 0
MELCO CROWN ENTMT LTD ADR 585464100 1,165 51,907 SH   SOLE   51,907 0 0
MERCADOLIBRE INC COM 58733R102 516 2,056 SH   SOLE   2,056 0 0
MERCK & CO INC COM 58933Y105 640 9,981 SH   SOLE   9,981 0 0
MERITOR INC COM 59001K100 254 15,296 SH   SOLE   15,296 0 0
MGM RESORTS INTERNATIONAL COM 552953101 406 12,987 SH   SOLE   12,987 0 0
MICHAELS COS INC COM 59408Q106 630 34,008 SH   SOLE   34,008 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,297 16,804 SH   SOLE   16,804 0 0
MICRON TECHNOLOGY INC COM 595112103 316 10,584 SH   SOLE   10,584 0 0
MICROSOFT CORP COM 594918104 2,193 31,821 SH   SOLE   31,821 0 0
MILLER HERMAN INC COM 600544100 303 9,965 SH   SOLE   9,965 0 0
MIMECAST LTD ORD SHS G14838109 805 30,070 SH   SOLE   30,070 0 0
MIMEDX GROUP INC COM 602496101 518 34,570 SH   SOLE   34,570 0 0
MKS INSTRUMENT INC COM 55306N104 481 7,144 SH   SOLE   7,144 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 422 50,319 SH   SOLE   50,319 0 0
MOHAWK INDS INC COM 608190104 221 913 SH   SOLE   913 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 3,508 2,000,000 PRN   SOLE   2,000,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 637 7,373 SH   SOLE   7,373 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,421 14,744 SH   SOLE   14,744 0 0
MONRO MUFFLER BRAKE INC COM 610236101 415 9,939 SH   SOLE   9,939 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 384 7,724 SH   SOLE   7,724 0 0
MORGAN STANLEY COM NEW 617446448 354 7,947 SH   SOLE   7,947 0 0
MORNINGSTAR INC COM 617700109 278 3,551 SH   SOLE   3,551 0 0
MPLX LP COM UNIT REP LTD 55336V100 2,338 70,000 SH Call SOLE   70,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 4,676 140,000 SH   SOLE   140,000 0 0
MSA SAFETY INC COM 553498106 407 5,010 SH   SOLE   5,010 0 0
MYLAN N V SHS EURO N59465109 754 19,429 SH   SOLE   19,429 0 0
NATIONAL FUEL GAS CO N J COM 636180101 992 17,763 SH   SOLE   17,763 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 572 9,098 SH   SOLE   9,098 0 0
NATIONAL INSTRS CORP COM 636518102 1,146 28,487 SH   SOLE   28,487 0 0
NATIONAL OILWELL VARCO INC COM 637071101 415 12,601 SH   SOLE   12,601 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,935 150,000 SH Put SOLE   150,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 2,934 3,000,000 PRN   SOLE   3,000,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 274 16,413 SH   SOLE   16,413 0 0
NETAPP INC COM 64110D104 881 22,000 SH   SOLE   22,000 0 0
NETSCOUT SYS INC COM 64115T104 248 7,205 SH   SOLE   7,205 0 0
NEW JERSEY RES COM 646025106 386 9,722 SH   SOLE   9,722 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 186 11,932 SH   SOLE   11,932 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 203 15,473 SH   SOLE   15,473 0 0
NEW YORK TIMES CO CL A 650111107 242 13,656 SH   SOLE   13,656 0 0
NEWELL BRANDS INC COM 651229106 745 13,900 SH Call SOLE   13,900 0 0
NEWFIELD EXPL CO COM 651290108 642 22,562 SH   SOLE   22,562 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 2,207 2,200,000 PRN   SOLE   2,200,000 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 299 5,000 SH   SOLE   5,000 0 0
NEXTERA ENERGY INC COM 65339F101 4,905 35,000 SH   SOLE   35,000 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 403 25,799 SH   SOLE   25,799 0 0
NORTHWESTERN CORP COM NEW 668074305 2,197 36,000 SH   SOLE   36,000 0 0
NOVARTIS A G SPONSORED ADR 66987V109 255 3,054 SH   SOLE   3,054 0 0
NOVO-NORDISK A S ADR 670100205 670 15,616 SH   SOLE   15,616 0 0
NRG ENERGY INC COM NEW 629377508 12,781 742,200 SH Call SOLE   742,200 0 0
NRG ENERGY INC COM NEW 629377508 6,570 381,531 SH   SOLE   381,531 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,061 60,940 SH   SOLE   60,940 0 0
NUCOR CORP COM 670346105 1,093 18,882 SH   SOLE   18,882 0 0
NUTRI SYS INC NEW COM 67069D108 283 5,439 SH   SOLE   5,439 0 0
NUVASIVE INC COM 670704105 233 3,031 SH   SOLE   3,031 0 0
NVR INC COM 62944T105 246 102 SH   SOLE   102 0 0
NXP SEMICONDUCTORS N V COM N6596X109 671 6,131 SH   SOLE   6,131 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 898 4,105 SH   SOLE   4,105 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 750 12,522 SH   SOLE   12,522 0 0
OCEANEERING INTL INC COM 675232102 307 13,424 SH   SOLE   13,424 0 0
OLD REP INTL CORP COM 680223104 792 40,564 SH   SOLE   40,564 0 0
OLIN CORP COM PAR $1 680665205 273 9,007 SH   SOLE   9,007 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,035 73,691 SH   SOLE   73,691 0 0
OPEN TEXT CORP COM 683715106 474 15,030 SH   SOLE   15,030 0 0
ORACLE CORP COM 68389X105 469 9,361 SH   SOLE   9,361 0 0
ORBCOMM INC COM 68555P100 254 22,500 SH   SOLE   22,500 0 0
ORBITAL ATK INC COM 68557N103 1,061 10,786 SH   SOLE   10,786 0 0
ORBOTECH LTD ORD M75253100 1,551 47,539 SH   SOLE   47,539 0 0
OSI SYSTEMS INC COM 671044105 417 5,547 SH   SOLE   5,547 0 0
OUTFRONT MEDIA INC COM 69007J106 421 18,229 SH   SOLE   18,229 0 0
OWENS ILL INC COM NEW 690768403 478 20,000 SH   SOLE   20,000 0 0
OXFORD INDS INC COM 691497309 277 4,433 SH   SOLE   4,433 0 0
PACCAR INC COM 693718108 402 6,089 SH   SOLE   6,089 0 0
PACWEST BANCORP DEL COM 695263103 1,085 23,243 SH   SOLE   23,243 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 9,209 7,000,000 PRN   SOLE   7,000,000 0 0
PALO ALTO NETWORKS INC COM 697435105 2,837 21,200 SH Call SOLE   21,200 0 0
PAN AMERICAN SILVER CORP COM 697900108 259 15,410 SH   SOLE   15,410 0 0
PANERA BREAD CO CL A 69840W108 49,718 158,014 SH   SOLE   158,014 0 0
PANERA BREAD CO CL A 69840W108 49,713 158,000 SH Put SOLE   158,000 0 0
PAPA JOHNS INTL INC COM 698813102 424 5,909 SH   SOLE   5,909 0 0
PARKER HANNIFIN CORP COM 701094104 347 2,169 SH   SOLE   2,169 0 0
PATRICK INDS INC COM 703343103 391 5,373 SH   SOLE   5,373 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 470 19,734 SH   SOLE   19,734 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,213 50,900 SH Put SOLE   50,900 0 0
PAYCHEX INC COM 704326107 1,883 33,070 SH   SOLE   33,070 0 0
PBF LOGISTICS LP UNIT LTD PTNR 69318Q104 488 25,000 SH   SOLE   25,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 1,004 1,000,000 PRN   SOLE   1,000,000 0 0
PEABODY ENERGY CORP NEW COM 704551100 611 25,000 SH   SOLE   25,000 0 0
PENNEY J C INC COM 708160106 115 24,658 SH   SOLE   24,658 0 0
PENUMBRA INC COM 70975L107 213 2,425 SH   SOLE   2,425 0 0
PEPSICO INC COM 713448108 271 2,344 SH   SOLE   2,344 0 0
PG&E CORP COM 69331C108 6,640 100,046 SH   SOLE   100,046 0 0
PHILIP MORRIS INTL INC COM 718172109 489 4,161 SH   SOLE   4,161 0 0
PHILLIPS 66 COM 718546104 3,721 45,000 SH Call SOLE   45,000 0 0
PHYSICIANS RLTY TR COM 71943U104 343 17,041 SH   SOLE   17,041 0 0
PIER 1 IMPORTS INC COM 720279108 432 83,269 SH   SOLE   83,269 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 872 39,801 SH   SOLE   39,801 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 565 8,991 SH   SOLE   8,991 0 0
PINNACLE WEST CAP CORP COM 723484101 3,363 39,491 SH   SOLE   39,491 0 0
PIPER JAFFRAY COS COM 724078100 205 3,419 SH   SOLE   3,419 0 0
PLANTRONICS INC NEW COM 727493108 214 4,091 SH   SOLE   4,091 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 553 43,577 SH   SOLE   43,577 0 0
PLEXUS CORP COM 729132100 263 5,006 SH   SOLE   5,006 0 0
PNC FINL SVCS GROUP INC COM 693475105 403 3,225 SH   SOLE   3,225 0 0
PNM RES INC COM 69349H107 1,339 35,000 SH   SOLE   35,000 0 0
POOL CORPORATION COM 73278L105 888 7,554 SH   SOLE   7,554 0 0
POWERSHARES ETF TRUST GBL LSTD PVT EQT 73935X195 138 11,034 SH   SOLE   11,034 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,060 7,700 SH Put SOLE   7,700 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 496 3,600 SH Call SOLE   3,600 0 0
PPG INDS INC COM 693506107 1,215 11,052 SH   SOLE   11,052 0 0
PPL CORP COM 69351T106 552 14,277 SH   SOLE   14,277 0 0
PRECISION DRILLING CORP COM 2010 74022D308 158 46,436 SH   SOLE   46,436 0 0
PREMIER INC CL A 74051N102 540 15,002 SH   SOLE   15,002 0 0
PRETIUM RES INC COM 74139C102 387 40,219 SH   SOLE   40,219 0 0
PRICELINE GRP INC COM NEW 741503403 774 414 SH   SOLE   414 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 2,211 1,500,000 PRN   SOLE   1,500,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 539 8,418 SH   SOLE   8,418 0 0
PROASSURANCE CORP COM 74267C106 211 3,465 SH   SOLE   3,465 0 0
PROCTER AND GAMBLE CO COM 742718109 1,146 13,153 SH   SOLE   13,153 0 0
PROLOGIS INC COM 74340W103 326 5,565 SH   SOLE   5,565 0 0
PROOFPOINT INC COM 743424103 825 9,507 SH   SOLE   9,507 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 1,872 52,200 SH Put SOLE   52,200 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 854 23,800 SH Call SOLE   23,800 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 207 25,520 SH   SOLE   25,520 0 0
PROSPERITY BANCSHARES INC COM 743606105 731 11,383 SH   SOLE   11,383 0 0
PRUDENTIAL PLC ADR 74435K204 209 4,547 SH   SOLE   4,547 0 0
PUBLIC STORAGE COM 74460D109 529 2,537 SH   SOLE   2,537 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,459 126,923 SH   SOLE   126,923 0 0
PURE STORAGE INC CL A 74624M102 184 14,335 SH   SOLE   14,335 0 0
QEP RES INC COM 74733V100 164 16,250 SH   SOLE   16,250 0 0
QIAGEN NV SHS NEW N72482123 813 24,249 SH   SOLE   24,249 0 0
QORVO INC COM 74736K101 1,300 20,527 SH   SOLE   20,527 0 0
QUALCOMM INC COM 747525103 319 5,776 SH   SOLE   5,776 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 551 29,000 SH   SOLE   29,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 658 5,923 SH   SOLE   5,923 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 566 6,328 SH   SOLE   6,328 0 0
RADIAN GROUP INC COM 750236101 759 46,399 SH   SOLE   46,399 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 7,365 6,780,000 PRN   SOLE   6,780,000 0 0
RANDGOLD RES LTD ADR 752344309 258 2,917 SH   SOLE   2,917 0 0
RAVEN INDS INC COM 754212108 242 7,277 SH   SOLE   7,277 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 322 4,020 SH   SOLE   4,020 0 0
RED HAT INC COM 756577102 6,539 68,296 SH   SOLE   68,296 0 0
RED HAT INC COM 756577102 239 2,500 SH Put SOLE   2,500 0 0
RED HAT INC COM 756577102 239 2,500 SH Call SOLE   2,500 0 0
REGENERON PHARMACEUTICALS COM 75886F107 941 1,915 SH   SOLE   1,915 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,968 27,035 SH   SOLE   27,035 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 383 2,755 SH   SOLE   2,755 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 3,033 2,760,000 PRN   SOLE   2,760,000 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 8,605 5,955,000 PRN   SOLE   5,955,000 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 704 36,696 SH   SOLE   36,696 0 0
RETAIL PPTYS AMER INC CL A 76131V202 482 39,435 SH   SOLE   39,435 0 0
REXNORD CORP NEW COM 76169B102 487 20,939 SH   SOLE   20,939 0 0
RH COM 74967X103 645 10,000 SH   SOLE   10,000 0 0
RH COM 74967X103 1,161 18,000 SH Put SOLE   18,000 0 0
RITE AID CORP COM 767754104 120 40,651 SH   SOLE   40,651 0 0
RLJ LODGING TR COM 74965L101 840 42,259 SH   SOLE   42,259 0 0
ROCKWELL AUTOMATION INC COM 773903109 207 1,276 SH   SOLE   1,276 0 0
ROCKWELL COLLINS INC COM 774341101 1,086 10,333 SH   SOLE   10,333 0 0
ROLLINS INC COM 775711104 345 8,465 SH   SOLE   8,465 0 0
ROSS STORES INC COM 778296103 438 7,580 SH   SOLE   7,580 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 169 16,489 SH   SOLE   16,489 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 911 8,340 SH   SOLE   8,340 0 0
RPM INTL INC COM 749685103 818 15,000 SH Call SOLE   15,000 0 0
RPM INTL INC COM 749685103 457 8,381 SH   SOLE   8,381 0 0
RSP PERMIAN INC COM 74978Q105 310 9,616 SH   SOLE   9,616 0 0
SABRE CORP COM 78573M104 569 26,118 SH   SOLE   26,118 0 0
SALESFORCE COM INC COM 79466L302 606 6,999 SH   SOLE   6,999 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 5,963 4,500,000 PRN   SOLE   4,500,000 0 0
SANDERSON FARMS INC COM 800013104 514 4,446 SH   SOLE   4,446 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 148 11,630 SH   SOLE   11,630 0 0
SAP SE SPON ADR 803054204 332 3,176 SH   SOLE   3,176 0 0
SCANA CORP NEW COM 80589M102 415 6,200 SH   SOLE   6,200 0 0
SCHEIN HENRY INC COM 806407102 760 4,152 SH   SOLE   4,152 0 0
SCHLUMBERGER LTD COM 806857108 1,338 20,326 SH   SOLE   20,326 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 385 5,540 SH   SOLE   5,540 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 345 13,210 SH   SOLE   13,210 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,044 40,000 SH Put SOLE   40,000 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 522 20,000 SH Call SOLE   20,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 856 215,625 SH   SOLE   215,625 0 0
SEALED AIR CORP NEW COM 81211K100 671 15,000 SH Call SOLE   15,000 0 0
SEATTLE GENETICS INC COM 812578102 338 6,524 SH   SOLE   6,524 0 0
SEI INVESTMENTS CO COM 784117103 832 15,462 SH   SOLE   15,462 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 293 12,196 SH   SOLE   12,196 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 3,498 65,000 SH Put SOLE   65,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 409 6,000 SH Put SOLE   6,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 635 11,600 SH Put SOLE   11,600 0 0
SELECTIVE INS GROUP INC COM 816300107 243 4,850 SH   SOLE   4,850 0 0
SEMGROUP CORP CL A 81663A105 453 16,785 SH   SOLE   16,785 0 0
SEMPRA ENERGY COM 816851109 3,959 35,114 SH   SOLE   35,114 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 563 27,543 SH   SOLE   27,543 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 275 3,412 SH   SOLE   3,412 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 220 66,500 SH   SOLE   66,500 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 406 10,364 SH   SOLE   10,364 0 0
SHERWIN WILLIAMS CO COM 824348106 276 785 SH   SOLE   785 0 0
SHIRE PLC SPONSORED ADR 82481R106 490 2,967 SH   SOLE   2,967 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 2,004 2,000,000 PRN   SOLE   2,000,000 0 0
SHUTTERSTOCK INC COM 825690100 308 6,991 SH   SOLE   6,991 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 258 1,800 SH   SOLE   1,800 0 0
SILICON LABORATORIES INC COM 826919102 1,299 19,003 SH   SOLE   19,003 0 0
SILVER STD RES INC COM 82823L106 234 24,100 SH   SOLE   24,100 0 0
SINA CORP ORD G81477104 205 2,413 SH   SOLE   2,413 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 570 17,320 SH   SOLE   17,320 0 0
SL GREEN RLTY CORP COM 78440X101 653 6,176 SH   SOLE   6,176 0 0
SM ENERGY CO COM 78454L100 1,077 65,142 SH   SOLE   65,142 0 0
SMART & FINAL STORES INC COM 83190B101 173 18,967 SH   SOLE   18,967 0 0
SMUCKER J M CO COM NEW 832696405 1,124 9,499 SH   SOLE   9,499 0 0
SNAP ON INC COM 833034101 454 2,873 SH   SOLE   2,873 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 960 29,068 SH   SOLE   29,068 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,651 50,000 SH Call SOLE   50,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 7,655 7,650,000 PRN   SOLE   7,650,000 0 0
SONIC CORP COM 835451105 307 11,595 SH   SOLE   11,595 0 0
SONOCO PRODS CO COM 835495102 533 10,373 SH   SOLE   10,373 0 0
SOUTHERN CO COM 842587107 1,763 36,824 SH   SOLE   36,824 0 0
SOUTHERN COPPER CORP COM 84265V105 447 12,914 SH   SOLE   12,914 0 0
SOUTHWESTERN ENERGY CO COM 845467109 270 44,348 SH   SOLE   44,348 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,743 52,700 SH Put SOLE   52,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,052 33,300 SH Call SOLE   33,300 0 0
SPIRE INC COM 84857L101 3,766 53,995 SH   SOLE   53,995 0 0
SPIRIT AIRLS INC COM 848577102 1,407 27,247 SH   SOLE   27,247 0 0
SPLUNK INC COM 848637104 404 7,103 SH   SOLE   7,103 0 0
SPRINT CORP COM SER 1 85207U105 219 26,700 SH   SOLE   26,700 0 0
SPROUTS FMRS MKT INC COM 85208M102 351 15,493 SH   SOLE   15,493 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 505 13,136 SH   SOLE   13,136 0 0
STAG INDL INC COM 85254J102 200 7,258 SH   SOLE   7,258 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 1,608 1,600,000 PRN   SOLE   1,600,000 0 0
STARBUCKS CORP COM 855244109 1,062 18,219 SH   SOLE   18,219 0 0
STEELCASE INC CL A 858155203 503 35,899 SH   SOLE   35,899 0 0
STERICYCLE INC COM 858912108 1,200 15,718 SH   SOLE   15,718 0 0
STERLING BANCORP DEL COM 85917A100 457 19,673 SH   SOLE   19,673 0 0
STIFEL FINL CORP COM 860630102 486 10,561 SH   SOLE   10,561 0 0
STORE CAP CORP COM 862121100 320 14,254 SH   SOLE   14,254 0 0
STRYKER CORP COM 863667101 1,227 8,844 SH   SOLE   8,844 0 0
STURM RUGER & CO INC COM 864159108 385 6,200 SH Put SOLE   6,200 0 0
SUMMIT MATLS INC CL A 86614U100 1,440 49,881 SH   SOLE   49,881 0 0
SUNCOR ENERGY INC NEW COM 867224107 203 6,942 SH   SOLE   6,942 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 297 18,412 SH   SOLE   18,412 0 0
SUNTRUST BKS INC COM 867914103 220 3,885 SH   SOLE   3,885 0 0
SVB FINL GROUP COM 78486Q101 404 2,298 SH   SOLE   2,298 0 0
SYMANTEC CORP COM 871503108 795 28,150 SH   SOLE   28,150 0 0
SYNAPTICS INC COM 87157D109 203 3,919 SH   SOLE   3,919 0 0
SYNNEX CORP COM 87162W100 2,039 17,000 SH   SOLE   17,000 0 0
SYSCO CORP COM 871829107 1,226 24,356 SH   SOLE   24,356 0 0
T MOBILE US INC COM 872590104 392 6,467 SH   SOLE   6,467 0 0
TAHOE RES INC COM 873868103 215 24,948 SH   SOLE   24,948 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 220 3,001 SH   SOLE   3,001 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 338 13,004 SH   SOLE   13,004 0 0
TARGET CORP COM 87612E106 503 9,627 SH   SOLE   9,627 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 963 17,500 SH   SOLE   17,500 0 0
TCF FINL CORP COM 872275102 162 10,159 SH   SOLE   10,159 0 0
TECK RESOURCES LTD CL B 878742204 399 23,013 SH   SOLE   23,013 0 0
TEGNA INC COM 87901J105 289 20,063 SH   SOLE   20,063 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 261 2,047 SH   SOLE   2,047 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 341 25,252 SH   SOLE   25,252 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 439 15,827 SH   SOLE   15,827 0 0
TEMPUR SEALY INTL INC COM 88023U101 298 5,588 SH   SOLE   5,588 0 0
TENAX THERAPEUTICS INC COM 88032L100 24 32,140 SH   SOLE   32,140 0 0
TERADYNE INC COM 880770102 1,239 41,253 SH   SOLE   41,253 0 0
TERRAFORM PWR INC CL A COM 88104R100 173 14,399 SH   SOLE   14,399 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 34,351 8,500,000 PRN   SOLE   8,500,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 4,008 3,500,000 PRN   SOLE   3,500,000 0 0
TESORO CORP COM 881609101 6,084 65,000 SH   SOLE   65,000 0 0
TESORO CORP COM 881609101 9,360 100,000 SH Call SOLE   100,000 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 2,068 40,000 SH   SOLE   40,000 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 2,068 40,000 SH Call SOLE   40,000 0 0
TETRA TECH INC NEW COM 88162G103 413 9,031 SH   SOLE   9,031 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 61 21,992 SH   SOLE   21,992 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,329 40,000 SH Call SOLE   40,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,412 72,596 SH   SOLE   72,596 0 0
TEXAS INSTRS INC COM 882508104 1,800 23,404 SH   SOLE   23,404 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 12,867 9,500,000 PRN   SOLE   9,500,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,559 14,668 SH   SOLE   14,668 0 0
THOR INDS INC COM 885160101 1,371 13,117 SH   SOLE   13,117 0 0
TICC CAPITAL CORP COM 87244T109 89 14,046 SH   SOLE   14,046 0 0
TIFFANY & CO NEW COM 886547108 235 2,500 SH Put SOLE   2,500 0 0
TOLL BROTHERS INC COM 889478103 332 8,407 SH   SOLE   8,407 0 0
TORCHMARK CORP COM 891027104 724 9,461 SH   SOLE   9,461 0 0
TORO CO COM 891092108 421 6,080 SH   SOLE   6,080 0 0
TOTAL SYS SVCS INC COM 891906109 887 15,234 SH   SOLE   15,234 0 0
TPI COMPOSITES INC COM 87266J104 1,851 100,138 SH   SOLE   100,138 0 0
TRACTOR SUPPLY CO COM 892356106 713 13,146 SH   SOLE   13,146 0 0
TRAVELERS COMPANIES INC COM 89417E109 922 7,287 SH   SOLE   7,287 0 0
TRI POINTE GROUP INC COM 87265H109 160 12,129 SH   SOLE   12,129 0 0
TRIMBLE INC COM 896239100 2,037 57,097 SH   SOLE   57,097 0 0
TRINITY INDS INC COM 896522109 739 26,355 SH   SOLE   26,355 0 0
TRINITY INDS INC COM 896522109 841 30,000 SH Put SOLE   30,000 0 0
TRIPADVISOR INC COM 896945201 374 9,779 SH   SOLE   9,779 0 0
TUPPERWARE BRANDS CORP COM 899896104 459 6,537 SH   SOLE   6,537 0 0
TURQUOISE HILL RES LTD COM 900435108 155 58,636 SH   SOLE   58,636 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 365 12,894 SH   SOLE   12,894 0 0
TWILIO INC CL A 90138F102 364 12,509 SH   SOLE   12,509 0 0
UDR INC COM 902653104 253 6,499 SH   SOLE   6,499 0 0
UGI CORP NEW COM 902681105 673 13,902 SH   SOLE   13,902 0 0
ULTA BEAUTY INC COM 90384S303 1,006 3,500 SH Put SOLE   3,500 0 0
ULTA BEAUTY INC COM 90384S303 201 700 SH Call SOLE   700 0 0
ULTA BEAUTY INC COM 90384S303 319 1,111 SH   SOLE   1,111 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 372 15,795 SH   SOLE   15,795 0 0
UNDER ARMOUR INC CL C 904311206 639 31,700 SH   SOLE   31,700 0 0
UNILEVER PLC SPON ADR NEW 904767704 220 4,073 SH   SOLE   4,073 0 0
UNION PAC CORP COM 907818108 2,794 25,657 SH   SOLE   25,657 0 0
UNITED BANKSHARES INC WEST V COM 909907107 624 15,909 SH   SOLE   15,909 0 0
UNITED CONTL HLDGS INC COM 910047109 1,988 26,424 SH   SOLE   26,424 0 0
UNITED PARCEL SERVICE INC CL B 911312106 494 4,471 SH   SOLE   4,471 0 0
UNITED STATES STL CORP NEW COM 912909108 507 22,922 SH   SOLE   22,922 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,758 30,773 SH   SOLE   30,773 0 0
UNITEDHEALTH GROUP INC COM 91324P102 214 1,152 SH   SOLE   1,152 0 0
UNITI GROUP INC COM 91325V108 313 12,457 SH   SOLE   12,457 0 0
UNIVAR INC COM 91336L107 278 9,509 SH   SOLE   9,509 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 366 3,349 SH   SOLE   3,349 0 0
US BANCORP DEL COM NEW 902973304 619 11,913 SH   SOLE   11,913 0 0
US FOODS HLDG CORP COM 912008109 436 16,021 SH   SOLE   16,021 0 0
VALE S A ADR 91912E105 107 12,206 SH   SOLE   12,206 0 0
VALERO ENERGY CORP NEW COM 91913Y100 857 12,698 SH   SOLE   12,698 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,036 45,000 SH Call SOLE   45,000 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 225 4,325 SH   SOLE   4,325 0 0
VALLEY NATL BANCORP COM 919794107 253 21,384 SH   SOLE   21,384 0 0
VALVOLINE INC COM 92047W101 410 17,271 SH   SOLE   17,271 0 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 862 15,473 SH   SOLE   15,473 0 0
VANECK VECTORS ETF TR RARE EARTH STRAT 92189F742 307 17,543 SH   SOLE   17,543 0 0
VANECK VECTORS ETF TR RUSSIA SMALL CAP 92189F734 245 6,266 SH   SOLE   6,266 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 509 3,568 SH   SOLE   3,568 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 362 2,672 SH   SOLE   2,672 0 0
VARIAN MED SYS INC COM 92220P105 656 6,355 SH   SOLE   6,355 0 0
VECTREN CORP COM 92240G101 420 7,195 SH   SOLE   7,195 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 5,631 5,500,000 PRN   SOLE   5,500,000 0 0
VEEVA SYS INC CL A COM 922475108 319 5,209 SH   SOLE   5,209 0 0
VENTAS INC COM 92276F100 305 4,394 SH   SOLE   4,394 0 0
VERINT SYS INC COM 92343X100 531 13,042 SH   SOLE   13,042 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 984 1,000,000 PRN   SOLE   1,000,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,399 31,328 SH   SOLE   31,328 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 476 3,693 SH   SOLE   3,693 0 0
VIACOM INC NEW CL B 92553P201 456 13,571 SH   SOLE   13,571 0 0
VIAVI SOLUTIONS INC COM 925550105 1,161 110,297 SH   SOLE   110,297 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 201 19,057 SH   SOLE   19,057 0 0
VISA INC COM CL A 92826C839 521 5,557 SH   SOLE   5,557 0 0
VISTA OUTDOOR INC COM 928377100 627 27,861 SH   SOLE   27,861 0 0
VISTRA ENERGY CORP COM 92840M102 1,213 72,271 SH   SOLE   72,271 0 0
VMWARE INC CL A COM 928563402 2,043 23,371 SH   SOLE   23,371 0 0
VONAGE HLDGS CORP COM 92886T201 776 118,633 SH   SOLE   118,633 0 0
VOYA FINL INC COM 929089100 618 16,754 SH   SOLE   16,754 0 0
VWR CORP COM 91843L103 456 13,800 SH   SOLE   13,800 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,989 25,402 SH   SOLE   25,402 0 0
WAL-MART STORES INC COM 931142103 275 3,629 SH   SOLE   3,629 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 332 10,402 SH   SOLE   10,402 0 0
WASTE CONNECTIONS INC COM 94106B101 258 4,000 SH   SOLE   4,000 0 0
WATERS CORP COM 941848103 566 3,077 SH   SOLE   3,077 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 300 4,750 SH   SOLE   4,750 0 0
WAYFAIR INC CL A 94419L101 251 3,265 SH   SOLE   3,265 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 737 190,524 SH   SOLE   190,524 0 0
WEBSTER FINL CORP CONN COM 947890109 522 9,993 SH   SOLE   9,993 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 461 15,302 SH   SOLE   15,302 0 0
WELLS FARGO & CO NEW COM 949746101 378 6,823 SH   SOLE   6,823 0 0
WESCO INTL INC COM 95082P105 328 5,723 SH   SOLE   5,723 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 761 8,051 SH   SOLE   8,051 0 0
WESTERN DIGITAL CORP COM 958102105 1,314 14,826 SH   SOLE   14,826 0 0
WESTROCK CO COM 96145D105 6,610 116,652 SH   SOLE   116,652 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 410 20,621 SH   SOLE   20,621 0 0
WHOLE FOODS MKT INC COM 966837106 6,258 148,600 SH Put SOLE   148,600 0 0
WHOLE FOODS MKT INC COM 966837106 16,360 388,500 SH Call SOLE   388,500 0 0
WHOLE FOODS MKT INC COM 966837106 6,264 148,755 SH   SOLE   148,755 0 0
WILLIAMS COS INC DEL COM 969457100 1,514 50,000 SH   SOLE   50,000 0 0
WILLIAMS SONOMA INC COM 969904101 395 8,137 SH   SOLE   8,137 0 0
WISDOMTREE TR MID EAST DIVD 97717X305 229 13,640 SH   SOLE   13,640 0 0
WOODWARD INC COM 980745103 510 7,544 SH   SOLE   7,544 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 3,720 3,000,000 PRN   SOLE   3,000,000 0 0
WORKDAY INC CL A 98138H101 322 3,323 SH   SOLE   3,323 0 0
WORTHINGTON INDS INC COM 981811102 282 5,606 SH   SOLE   5,606 0 0
WYNN RESORTS LTD COM 983134107 303 2,258 SH   SOLE   2,258 0 0
XCEL ENERGY INC COM 98389B100 484 10,543 SH   SOLE   10,543 0 0
XEROX CORP COM NEW 984121608 715 24,894 SH   SOLE   24,894 0 0
XPO LOGISTICS INC COM 983793100 656 10,146 SH   SOLE   10,146 0 0
XYLEM INC COM 98419M100 372 6,720 SH   SOLE   6,720 0 0
YAMANA GOLD INC COM 98462Y100 69 28,196 SH   SOLE   28,196 0 0
YANDEX N V SHS CLASS A N97284108 255 9,699 SH   SOLE   9,699 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 2,881 2,961,000 PRN   SOLE   2,961,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 370 11,980 SH   SOLE   11,980 0 0
ZENDESK INC COM 98936J101 278 10,000 SH   SOLE   10,000 0 0
ZILLOW GROUP INC CL A 98954M101 457 9,363 SH   SOLE   9,363 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,184 24,800 SH   SOLE   24,800 0 0
ZOES KITCHEN INC COM 98979J109 235 19,707 SH   SOLE   19,707 0 0