0001085146-17-001327.txt : 20170515
0001085146-17-001327.hdr.sgml : 20170515
20170515105324
ACCESSION NUMBER: 0001085146-17-001327
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170515
DATE AS OF CHANGE: 20170515
EFFECTIVENESS DATE: 20170515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ELLINGTON MANAGEMENT GROUP LLC
CENTRAL INDEX KEY: 0001098490
IRS NUMBER: 061441140
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11539
FILM NUMBER: 17842075
BUSINESS ADDRESS:
STREET 1: 53 FOREST AVENUE
CITY: OLD GREENWICH
STATE: CT
ZIP: 06870
BUSINESS PHONE: 2036981200
MAIL ADDRESS:
STREET 1: 53 FOREST AVENUE
CITY: OLD GREENWICH
STATE: CT
ZIP: 06870
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001098490
XXXXXXXX
03-31-2017
03-31-2017
false
ELLINGTON MANAGEMENT GROUP LLC
53 FOREST AVENUE
OLD GREENWICH
CT
06870
13F COMBINATION REPORT
028-11539
0001578299
028-17749
DLD Asset Management, LP
N
David Rice
Chief Compliance Officer
203-698-1200
/s/ David Rice
Greenwich
CT
05-12-2017
0
653
2932253
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
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COM
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SH
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ABBOTT LABS
COM
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400
9000
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SOLE
9000
0
0
ABBVIE INC
COM
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254
3900
SH
SOLE
3900
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
812
68100
SH
SOLE
68100
0
0
ABIOMED INC
COM
003654100
538
4300
SH
SOLE
4300
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
608
12200
SH
SOLE
12200
0
0
ADECOAGRO S A
COM
L00849106
1115
97300
SH
SOLE
97300
0
0
ADIENT PLC
ORD SHS
G0084W101
269
3700
SH
SOLE
3700
0
0
ADOBE SYS INC
COM
00724F101
846
6500
SH
SOLE
6500
0
0
ADVANCED ACCELERATOR APPLIC
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00790T100
215
5400
SH
SOLE
5400
0
0
ADVANSIX INC
COM
00773T101
298
10900
SH
SOLE
10900
0
0
ADVAXIS INC
COM NEW
007624208
317
38800
SH
SOLE
38800
0
0
AEGEAN MARINE PETROLEUM NETW
SHS
Y0017S102
328
27200
SH
SOLE
27200
0
0
AERCAP HOLDINGS NV
SHS
N00985106
998
21700
SH
SOLE
21700
0
0
AEROJET ROCKETDYNE HLDGS INC
COM
007800105
660
30400
SH
SOLE
30400
0
0
AES CORP
COM
00130H105
1232
110200
SH
SOLE
110200
0
0
AETNA INC NEW
COM
00817Y108
638
5000
SH
SOLE
5000
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
1393
8500
SH
SOLE
8500
0
0
AGNC INVT CORP
COM
00123Q104
211
10600
SH
SOLE
10600
0
0
AGRIUM INC
COM
008916108
1491
15600
SH
SOLE
15600
0
0
AIR PRODS & CHEMS INC
COM
009158106
568
4200
SH
SOLE
4200
0
0
AIR TRANSPORT SERVICES GRP I
COM
00922R105
186
11600
SH
SOLE
11600
0
0
AIRGAIN INC
COM
00938A104
158
10400
SH
SOLE
10400
0
0
ALAMO GROUP INC
COM
011311107
472
6200
SH
SOLE
6200
0
0
ALARM COM HLDGS INC
COM
011642105
510
16600
SH
SOLE
16600
0
0
ALASKA AIR GROUP INC
COM
011659109
1005
10900
SH
SOLE
10900
0
0
ALBEMARLE CORP
COM
012653101
497
4700
SH
SOLE
4700
0
0
ALCOA CORP
COM
013872106
812
23600
SH
SOLE
23600
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
807
7300
SH
SOLE
7300
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
630
5200
SH
SOLE
5200
0
0
ALIGN TECHNOLOGY INC
COM
016255101
252
2200
SH
SOLE
2200
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
681
9000
SH
SOLE
9000
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
444
12300
SH
SOLE
12300
0
0
ALPHA & OMEGA SEMICONDUCTOR
SHS
G6331P104
206
12000
SH
SOLE
12000
0
0
AMBAC FINL GROUP INC
COM NEW
023139884
339
18000
SH
SOLE
18000
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
681
5600
SH
SOLE
5600
0
0
AMERIPRISE FINL INC
COM
03076C106
1115
8600
SH
SOLE
8600
0
0
AMGEN INC
COM
031162100
328
2000
SH
SOLE
2000
0
0
AMKOR TECHNOLOGY INC
COM
031652100
396
34200
SH
SOLE
34200
0
0
AMPHENOL CORP NEW
CL A
032095101
989
13900
SH
SOLE
13900
0
0
AMTRUST FINL SVCS INC
COM
032359309
318
17200
SH
SOLE
17200
0
0
ANADARKO PETE CORP
COM
032511107
620
10000
SH
SOLE
10000
0
0
ANALOG DEVICES INC
COM
032654105
836
10200
SH
SOLE
10200
0
0
ANGIODYNAMICS INC
COM
03475V101
210
12100
SH
SOLE
12100
0
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
538
4900
SH
SOLE
4900
0
0
ANSYS INC
COM
03662Q105
631
5900
SH
SOLE
5900
0
0
ANTHEM INC
COM
036752103
1108
6700
SH
SOLE
6700
0
0
APPLE INC
COM
037833100
718
5000
SH
SOLE
5000
0
0
AQUAVENTURE HLDGS LTD
SHS
G0443N107
319
18700
SH
SOLE
18700
0
0
ARCBEST CORP
COM
03937C105
216
8300
SH
SOLE
8300
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L104
1244
149000
SH
SOLE
149000
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
341
3600
SH
SOLE
3600
0
0
ARCH COAL INC
CL A
039380407
248
3600
SH
SOLE
3600
0
0
ARGAN INC
COM
04010E109
595
9000
SH
SOLE
9000
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
258
5600
SH
SOLE
5600
0
0
ASHFORD HOSPITALITY PRIME IN
COM
044102101
647
61000
SH
SOLE
61000
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
433
3500
SH
SOLE
3500
0
0
ASSOCIATED BANC CORP
COM
045487105
1027
42100
SH
SOLE
42100
0
0
ASTEC INDS INC
COM
046224101
412
6700
SH
SOLE
6700
0
0
ATARA BIOTHERAPEUTICS INC
COM
046513107
220
10700
SH
SOLE
10700
0
0
ATHENE HLDG LTD
CL A
G0684D107
995
19900
SH
SOLE
19900
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
768
7500
SH
SOLE
7500
0
0
AVERY DENNISON CORP
COM
053611109
387
4800
SH
SOLE
4800
0
0
AVIANCA HLDGS SA
SPON ADR REP PFD
05367G100
306
39662
SH
SOLE
39662
0
0
AVID TECHNOLOGY INC
COM
05367P100
287
61600
SH
SOLE
61600
0
0
AVIS BUDGET GROUP
COM
053774105
315
10650
SH
SOLE
10650
0
0
AVON PRODS INC
COM
054303102
114
25900
SH
SOLE
25900
0
0
AXALTA COATING SYS LTD
COM
G0750C108
386
12000
SH
SOLE
12000
0
0
AXT INC
COM
00246W103
198
34100
SH
SOLE
34100
0
0
BABCOCK & WILCOX ENTERPRIS I
COM
05614L100
94
10100
SH
SOLE
10100
0
0
BANCO BILBAO VIZCAYA ARGENTA
SPONSORED ADR
05946K101
559
73400
SH
SOLE
73400
0
0
BANCO SANTANDER CHILE NEW
SP ADR REP COM
05965X109
211
8400
SH
SOLE
8400
0
0
BANCOLOMBIA S A
SPON ADR PREF
05968L102
243
6100
SH
SOLE
6100
0
0
BANK OF NT BUTTERFIELD&SON L
SHS NEW
G0772R208
335
10500
SH
SOLE
10500
0
0
BANK OF THE OZARKS INC
COM
063904106
296
5700
SH
SOLE
5700
0
0
BANKRATE INC DEL
COM
06647F102
163
16900
SH
SOLE
16900
0
0
BANKUNITED INC
COM
06652K103
213
5700
SH
SOLE
5700
0
0
BARD C R INC
COM
067383109
920
3700
SH
SOLE
3700
0
0
BARNES & NOBLE INC
COM
067774109
438
47400
SH
SOLE
47400
0
0
BAXTER INTL INC
COM
071813109
399
7700
SH
SOLE
7700
0
0
BBVA BANCO FRANCES S A
SPONSORED ADR
07329M100
241
13100
SH
SOLE
13100
0
0
BELDEN INC
COM
077454106
477
6900
SH
SOLE
6900
0
0
BENEFICIAL BANCORP INC
COM
08171T102
162
10100
SH
SOLE
10100
0
0
BGC PARTNERS INC
CL A
05541T101
667
58700
SH
SOLE
58700
0
0
BHP BILLITON LTD
SPONSORED ADR
088606108
1242
34200
SH
SOLE
34200
0
0
BHP BILLITON PLC
SPONSORED ADR
05545E209
237
7600
SH
SOLE
7600
0
0
BIG LOTS INC
COM
089302103
647
13300
SH
SOLE
13300
0
0
BIOGEN INC
COM
09062X103
602
2200
SH
SOLE
2200
0
0
BLACKHAWK NETWORK HLDGS INC
COM
09238E104
284
7000
SH
SOLE
7000
0
0
BLOOMIN BRANDS INC
COM
094235108
225
11400
SH
SOLE
11400
0
0
BLUCORA INC
COM
095229100
607
35100
SH
SOLE
35100
0
0
BMC STK HLDGS INC
COM
05591B109
215
9500
SH
SOLE
9500
0
0
BOB EVANS FARMS INC
COM
096761101
279
4300
SH
SOLE
4300
0
0
BOEING CO
COM
097023105
743
4200
SH
SOLE
4200
0
0
BOINGO WIRELESS INC
COM
09739C102
278
21400
SH
SOLE
21400
0
0
BOOT BARN HLDGS INC
COM
099406100
273
27600
SH
SOLE
27600
0
0
BORGWARNER INC
COM
099724106
493
11800
SH
SOLE
11800
0
0
BOTTOMLINE TECH DEL INC
COM
101388106
416
17600
SH
SOLE
17600
0
0
BOX INC
CL A
10316T104
235
14400
SH
SOLE
14400
0
0
BRADY CORP
CL A
104674106
232
6000
SH
SOLE
6000
0
0
BRITISH AMERN TOB PLC
SPONSORED ADR
110448107
909
13700
SH
SOLE
13700
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
557
8200
SH
SOLE
8200
0
0
BROOKDALE SR LIVING INC
COM
112463104
454
33800
SH
SOLE
33800
0
0
BROOKS AUTOMATION INC
COM
114340102
318
14200
SH
SOLE
14200
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
666
44700
SH
SOLE
44700
0
0
BURLINGTON STORES INC
COM
122017106
1518
15600
SH
SOLE
15600
0
0
BWX TECHNOLOGIES INC
COM
05605H100
647
13600
SH
SOLE
13600
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
14466
424847
SH
SOLE
424847
0
0
CABOT CORP
COM
127055101
246
4100
SH
SOLE
4100
0
0
CABOT MICROELECTRONICS CORP
COM
12709P103
237
3100
SH
SOLE
3100
0
0
CABOT OIL & GAS CORP
COM
127097103
1236
51700
SH
SOLE
51700
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
860
27400
SH
SOLE
27400
0
0
CAESARSTONE LTD
ORD SHS
M20598104
290
8000
SH
SOLE
8000
0
0
CALITHERA BIOSCIENCES INC
COM
13089P101
241
20900
SH
SOLE
20900
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
1054
13100
SH
SOLE
13100
0
0
CARBONITE INC
COM
141337105
678
33400
SH
SOLE
33400
0
0
CARDIOVASCULAR SYS INC DEL
COM
141619106
495
17500
SH
SOLE
17500
0
0
CARETRUST REIT INC
COM
14174T107
552
32800
SH
SOLE
32800
0
0
CARRIZO OIL & GAS INC
COM
144577103
218
7600
SH
SOLE
7600
0
0
CARTER INC
COM
146229109
647
7200
SH
SOLE
7200
0
0
CATERPILLAR INC DEL
COM
149123101
473
5100
SH
SOLE
5100
0
0
CBL & ASSOC PPTYS INC
COM
124830100
173
18100
SH
SOLE
18100
0
0
CBRE GROUP INC
CL A
12504L109
1680
48300
SH
SOLE
48300
0
0
CDK GLOBAL INC
COM
12508E101
572
8800
SH
SOLE
8800
0
0
CECO ENVIRONMENTAL CORP
COM
125141101
405
38500
SH
SOLE
38500
0
0
CEDAR REALTY TRUST INC
COM NEW
150602209
633
126000
SH
SOLE
126000
0
0
CELADON GROUP INC
COM
150838100
489
74600
SH
SOLE
74600
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
1378
151900
SH
SOLE
151900
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
692
37974
SH
SOLE
37974
0
0
CENTERPOINT ENERGY INC
COM
15189T107
1020
37000
SH
SOLE
37000
0
0
CENTURYLINK INC
COM
156700106
504
21400
SH
SOLE
21400
0
0
CHARLES RIV LABS INTL INC
COM
159864107
378
4200
SH
SOLE
4200
0
0
CHEMOURS CO
COM
163851108
1586
41200
SH
SOLE
41200
0
0
CHILDRENS PL INC
COM
168905107
672
5600
SH
SOLE
5600
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
293
3600
SH
SOLE
3600
0
0
CHINA UNICOM (HONG KONG) LTD
SPONSORED ADR
16945R104
260
19300
SH
SOLE
19300
0
0
CIRRUS LOGIC INC
COM
172755100
1378
22700
SH
SOLE
22700
0
0
CISCO SYS INC
COM
17275R102
608
18000
SH
SOLE
18000
0
0
CIT GROUP INC
COM NEW
125581801
936
21800
SH
SOLE
21800
0
0
CITIGROUP INC
COM NEW
172967424
353
5900
SH
SOLE
5900
0
0
CLIFFS NAT RES INC
COM
18683K101
788
96000
SH
SOLE
96000
0
0
CME GROUP INC
COM
12572Q105
843
7100
SH
SOLE
7100
0
0
CMS ENERGY CORP
COM
125896100
452
10100
SH
SOLE
10100
0
0
COACH INC
COM
189754104
715
17300
SH
SOLE
17300
0
0
COEUR MNG INC
COM NEW
192108504
119
14700
SH
SOLE
14700
0
0
COGNEX CORP
COM
192422103
1209
14400
SH
SOLE
14400
0
0
COHEN & STEERS INC
COM
19247A100
695
17400
SH
SOLE
17400
0
0
COLONY STARWOOD HOMES
COM
19625X102
645
19000
SH
SOLE
19000
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
353
6000
SH
SOLE
6000
0
0
COMERICA INC
COM
200340107
453
6600
SH
SOLE
6600
0
0
COMFORT SYS USA INC
COM
199908104
231
6300
SH
SOLE
6300
0
0
COMMERCIAL METALS CO
COM
201723103
371
19400
SH
SOLE
19400
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
484
11600
SH
SOLE
11600
0
0
COMPANHIA BRASILEIRA DE DIST
SPN ADR PFD CL A
20440T201
814
42400
SH
SOLE
42400
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
564
54200
SH
SOLE
54200
0
0
COMPASS MINERALS INTL INC
COM
20451N101
204
3000
SH
SOLE
3000
0
0
COMPUTER SCIENCES CORP
COM
205363104
738
10700
SH
SOLE
10700
0
0
CONATUS PHARMACEUTICALS INC
COM
20600T108
148
25600
SH
SOLE
25600
0
0
CONCERT PHARMACEUTICALS INC
COM
206022105
324
19000
SH
SOLE
19000
0
0
CONOCOPHILLIPS
COM
20825C104
1436
28800
SH
SOLE
28800
0
0
CONSOL ENERGY INC
COM
20854P109
1082
64500
SH
SOLE
64500
0
0
CONSOLIDATED COMM HLDGS INC
COM
209034107
365
15600
SH
SOLE
15600
0
0
COOPER COS INC
COM NEW
216648402
360
1800
SH
SOLE
1800
0
0
COOPER STD HLDGS INC
COM
21676P103
222
2000
SH
SOLE
2000
0
0
COOPER TIRE & RUBR CO
COM
216831107
328
7400
SH
SOLE
7400
0
0
COSTAR GROUP INC
COM
22160N109
394
1900
SH
SOLE
1900
0
0
COTIVITI HLDGS INC
COM
22164K101
470
11300
SH
SOLE
11300
0
0
COUPA SOFTWARE INC
COM
22266L106
681
26800
SH
SOLE
26800
0
0
CRANE CO
COM
224399105
965
12900
SH
SOLE
12900
0
0
CRAY INC
COM NEW
225223304
600
27400
SH
SOLE
27400
0
0
CREDICORP LTD
COM
G2519Y108
310
1900
SH
SOLE
1900
0
0
CREDIT SUISSE GROUP
SPONSORED ADR
225401108
220
14800
SH
SOLE
14800
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
859
9100
SH
SOLE
9100
0
0
CROWN HOLDINGS INC
COM
228368106
868
16400
SH
SOLE
16400
0
0
CSX CORP
COM
126408103
8845
190000
SH
Put
SOLE
0
0
190000
CSX CORP
COM
126408103
9047
194357
SH
SOLE
194357
0
0
CULLEN FROST BANKERS INC
COM
229899109
311
3500
SH
SOLE
3500
0
0
CUMMINS INC
COM
231021106
333
2200
SH
SOLE
2200
0
0
CUSTOMERS BANCORP INC
COM
23204G100
227
7200
SH
SOLE
7200
0
0
DARLING INGREDIENTS INC
COM
237266101
176
12100
SH
SOLE
12100
0
0
DASEKE INC
COM
23753F107
103
10200
SH
SOLE
10200
0
0
DAVITA INC
COM
23918K108
428
6300
SH
SOLE
6300
0
0
DEAN FOODS CO NEW
COM NEW
242370203
277
14100
SH
SOLE
14100
0
0
DECKERS OUTDOOR CORP
COM
243537107
1535
25700
SH
SOLE
25700
0
0
DEERE & CO
COM
244199105
446
4100
SH
SOLE
4100
0
0
DELL TECHNOLOGIES INC
COM CL V
24703L103
852
13300
SH
SOLE
13300
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
652
8100
SH
SOLE
8100
0
0
DELUXE CORP
COM
248019101
801
11100
SH
SOLE
11100
0
0
DENTSPLY SIRONA INC
COM
24906P109
493
7900
SH
SOLE
7900
0
0
DEVON ENERGY CORP NEW
COM
25179M103
1272
30500
SH
SOLE
30500
0
0
DICKS SPORTING GOODS INC
COM
253393102
336
6900
SH
SOLE
6900
0
0
DILLARDS INC
CL A
254067101
601
11500
SH
SOLE
11500
0
0
DISH NETWORK CORP
CL A
25470M109
439
6916
SH
SOLE
6916
0
0
DISNEY WALT CO
COM DISNEY
254687106
1191
10500
SH
SOLE
10500
0
0
DONNELLEY R R & SONS CO
COM
257867200
969
80000
SH
SOLE
80000
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
1302
13300
SH
SOLE
13300
0
0
DUPONT FABROS TECHNOLOGY INC
COM
26613Q106
1126
22700
SH
SOLE
22700
0
0
DXP ENTERPRISES INC NEW
COM NEW
233377407
303
8000
SH
SOLE
8000
0
0
DYCOM INDS INC
COM
267475101
279
3000
SH
SOLE
3000
0
0
DYNEGY INC NEW DEL
COM
26817R108
154
19600
SH
SOLE
19600
0
0
E L F BEAUTY INC
COM
26856L103
490
17000
SH
SOLE
17000
0
0
EASTERLY GOVT PPTYS INC
COM
27616P103
220
11100
SH
SOLE
11100
0
0
EDITAS MEDICINE INC
COM
28106W103
304
13600
SH
SOLE
13600
0
0
EDUCATION RLTY TR INC
COM NEW
28140H203
233
5700
SH
SOLE
5700
0
0
ELECTRONIC ARTS INC
COM
285512109
224
2500
SH
SOLE
2500
0
0
ELLINGTON FINANCIAL LLC
COM
288522303
16534
1044492
SH
SOLE
1044492
0
0
ENCORE CAP GROUP INC
COM
292554102
465
15100
SH
SOLE
15100
0
0
ENEL AMERICAS S A
SPONSORED ADR
29274F104
391
37600
SH
SOLE
37600
0
0
ENERGY RECOVERY INC
COM
29270J100
156
18700
SH
SOLE
18700
0
0
ENERSYS
COM
29275Y102
237
3000
SH
SOLE
3000
0
0
ENOVA INTL INC
COM
29357K103
818
55100
SH
SOLE
55100
0
0
ENPRO INDS INC
COM
29355X107
1025
14400
SH
SOLE
14400
0
0
ENSCO PLC
SHS CLASS A
G3157S106
239
26700
SH
SOLE
26700
0
0
EOG RES INC
COM
26875P101
498
5100
SH
SOLE
5100
0
0
EPAM SYS INC
COM
29414B104
415
5500
SH
SOLE
5500
0
0
EPIZYME INC
COM
29428V104
180
10500
SH
SOLE
10500
0
0
EPLUS INC
COM
294268107
257
1900
SH
SOLE
1900
0
0
EQUINIX INC
COM PAR $0.001
29444U700
1161
2900
SH
SOLE
2900
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
378
4900
SH
SOLE
4900
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
566
9100
SH
SOLE
9100
0
0
ERICSSON
ADR B SEK 10
294821608
1025
154300
SH
SOLE
154300
0
0
ERIE INDTY CO
CL A
29530P102
417
3400
SH
SOLE
3400
0
0
EROS INTL PLC
SHS NEW
G3788M114
115
11200
SH
SOLE
11200
0
0
ESSENDANT INC
COM
296689102
356
23500
SH
SOLE
23500
0
0
EVEREST RE GROUP LTD
COM
G3223R108
538
2300
SH
SOLE
2300
0
0
EVERI HLDGS INC
COM
30034T103
265
55300
SH
SOLE
55300
0
0
EXELIXIS INC
COM
30161Q104
399
18400
SH
SOLE
18400
0
0
EXPEDIA INC DEL
COM NEW
30212P303
341
2700
SH
SOLE
2700
0
0
EXPRESS INC
COM
30219E103
136
14900
SH
SOLE
14900
0
0
EXTREME NETWORKS INC
COM
30226D106
351
46800
SH
SOLE
46800
0
0
EXXON MOBIL CORP
COM
30231G102
722
8800
SH
SOLE
8800
0
0
EZCORP INC
CL A NON VTG
302301106
643
78900
SH
SOLE
78900
0
0
FACEBOOK INC
CL A
30303M102
2216
15600
SH
SOLE
15600
0
0
FACTSET RESH SYS INC
COM
303075105
643
3900
SH
SOLE
3900
0
0
FAIRMOUNT SANTROL HLDGS INC
COM
30555Q108
251
34300
SH
SOLE
34300
0
0
FEDERATED INVS INC PA
CL B
314211103
390
14800
SH
SOLE
14800
0
0
FERRARI N V
COM
N3167Y103
922
12400
SH
SOLE
12400
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
501
45800
SH
SOLE
45800
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
312
8000
SH
SOLE
8000
0
0
FIFTH THIRD BANCORP
COM
316773100
765
30100
SH
SOLE
30100
0
0
FINANCIAL ENGINES INC
COM
317485100
479
11000
SH
SOLE
11000
0
0
FIRST BANCORP P R
COM NEW
318672706
144
25400
SH
SOLE
25400
0
0
FIRST FINL BANCORP OH
COM
320209109
242
8800
SH
SOLE
8800
0
0
FIRSTCASH INC
COM
33767D105
688
14000
SH
SOLE
14000
0
0
FIRSTENERGY CORP
COM
337932107
2224
69900
SH
SOLE
69900
0
0
FIVE BELOW INC
COM
33829M101
256
5900
SH
SOLE
5900
0
0
FLEX LTD
ORD
Y2573F102
393
23400
SH
SOLE
23400
0
0
FLOTEK INDS INC DEL
COM
343389102
162
12700
SH
SOLE
12700
0
0
FOAMIX PHARMACEUTICALS LTD
SHS
M46135105
122
24700
SH
SOLE
24700
0
0
FOREST CITY RLTY TR INC
COM CL A
345605109
1072
49200
SH
SOLE
49200
0
0
FORESTAR GROUP INC
COM
346233109
452
33100
SH
SOLE
33100
0
0
FORTINET INC
COM
34959E109
1526
39800
SH
SOLE
39800
0
0
FORTIVE CORP
COM
34959J108
470
7800
SH
SOLE
7800
0
0
FOX FACTORY HLDG CORP
COM
35138V102
204
7100
SH
SOLE
7100
0
0
FRANCESCAS HLDGS CORP
COM
351793104
916
59700
SH
SOLE
59700
0
0
FRANKLIN RES INC
COM
354613101
767
18200
SH
SOLE
18200
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
655
49000
SH
SOLE
49000
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
2778
1298323
SH
SOLE
1298323
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
692
20700
SH
SOLE
20700
0
0
GANNETT CO INC
COM
36473H104
347
41400
SH
SOLE
41400
0
0
GAP INC DEL
COM
364760108
598
24600
SH
SOLE
24600
0
0
GARMIN LTD
SHS
H2906T109
946
18500
SH
SOLE
18500
0
0
GARTNER INC
COM
366651107
1155
10700
SH
SOLE
10700
0
0
GENERAC HLDGS INC
COM
368736104
224
6000
SH
SOLE
6000
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
687
38300
SH
SOLE
38300
0
0
GENPACT LIMITED
SHS
G3922B107
768
31000
SH
SOLE
31000
0
0
GILEAD SCIENCES INC
COM
375558103
306
4500
SH
SOLE
4500
0
0
GMS INC
COM
36251C103
655
18683
SH
SOLE
18683
0
0
GOLDEN OCEAN GROUP LTD
SHS NEW
G39637205
178
23300
SH
SOLE
23300
0
0
GRACO INC
COM
384109104
650
6900
SH
SOLE
6900
0
0
GRANITE CONSTR INC
COM
387328107
226
4500
SH
SOLE
4500
0
0
GRAY TELEVISION INC
COM
389375106
213
14700
SH
SOLE
14700
0
0
GREAT PLAINS ENERGY INC
COM
391164100
806
27600
SH
SOLE
27600
0
0
GREEN DOT CORP
CL A
39304D102
247
7400
SH
SOLE
7400
0
0
GREENHILL & CO INC
COM
395259104
697
23800
SH
SOLE
23800
0
0
GREENLIGHT CAPITAL RE LTD
CLASS A
G4095J109
371
16800
SH
SOLE
16800
0
0
GROUPON INC
COM
399473107
83
21000
SH
SOLE
21000
0
0
GRUPO AEROPORTUARIO CTR NORT
SPON ADR
400501102
203
4700
SH
SOLE
4700
0
0
GRUPO AEROPORTUARIO DEL SURE
SPON ADR SER B
40051E202
208
1200
SH
SOLE
1200
0
0
GRUPO FINANCIERO GALICIA S A
SP ADR 10 SH B
399909100
746
19700
SH
SOLE
19700
0
0
GRUPO FINANCIERO SANTANDER M
SPON ADR SHS B
40053C105
435
48200
SH
SOLE
48200
0
0
GRUPO SUPERVIELLE S A
SPONSORED ADR
40054A108
505
29700
SH
SOLE
29700
0
0
GRUPO TELEVISA SA
SPON ADR REP ORD
40049J206
397
15300
SH
SOLE
15300
0
0
GTT COMMUNICATIONS INC
COM
362393100
429
17600
SH
SOLE
17600
0
0
HACKETT GROUP INC
COM
404609109
376
19300
SH
SOLE
19300
0
0
HALCON RES CORP
COM PAR NEW
40537Q605
429
55700
SH
SOLE
55700
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
886
68400
SH
SOLE
68400
0
0
HARSCO CORP
COM
415864107
755
59200
SH
SOLE
59200
0
0
HASBRO INC
COM
418056107
589
5900
SH
SOLE
5900
0
0
HCA HOLDINGS INC
COM
40412C101
641
7200
SH
SOLE
7200
0
0
HDFC BANK LTD
ADR REPS 3 SHS
40415F101
624
8300
SH
SOLE
8300
0
0
HERON THERAPEUTICS INC
COM
427746102
156
10400
SH
SOLE
10400
0
0
HERSHEY CO
COM
427866108
972
8900
SH
SOLE
8900
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
4078
232500
SH
Call
SOLE
0
0
232500
HFF INC
CL A
40418F108
351
12700
SH
SOLE
12700
0
0
HILL ROM HLDGS INC
COM
431475102
600
8500
SH
SOLE
8500
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
555
9500
SH
SOLE
9500
0
0
HIMAX TECHNOLOGIES INC
SPONSORED ADR
43289P106
102
11200
SH
SOLE
11200
0
0
HOLOGIC INC
COM
436440101
443
10400
SH
SOLE
10400
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
221
7000
SH
SOLE
7000
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
1289
69100
SH
SOLE
69100
0
0
HOSTESS BRANDS INC
CL A
44109J106
163
10300
SH
SOLE
10300
0
0
HOULIHAN LOKEY INC
CL A
441593100
841
24400
SH
SOLE
24400
0
0
HP INC
COM
40434L105
840
47000
SH
SOLE
47000
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
761
56800
SH
SOLE
56800
0
0
HUNTSMAN CORP
COM
447011107
736
30000
SH
SOLE
30000
0
0
IAC INTERACTIVECORP
COM
44919P508
1054
14300
SH
SOLE
14300
0
0
IBERIABANK CORP
COM
450828108
206
2600
SH
SOLE
2600
0
0
IDEXX LABS INC
COM
45168D104
263
1700
SH
SOLE
1700
0
0
IHS MARKIT LTD
SHS
G47567105
566
13500
SH
SOLE
13500
0
0
ILLUMINA INC
COM
452327109
478
2800
SH
SOLE
2800
0
0
IMPERVA INC
COM
45321L100
201
4900
SH
SOLE
4900
0
0
INCYTE CORP
COM
45337C102
374
2800
SH
SOLE
2800
0
0
INFINITY PPTY & CAS CORP
COM
45665Q103
267
2800
SH
SOLE
2800
0
0
INGERSOLL-RAND PLC
SHS
G47791101
886
10900
SH
SOLE
10900
0
0
INNOPHOS HOLDINGS INC
COM
45774N108
642
11900
SH
SOLE
11900
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
637
15500
SH
SOLE
15500
0
0
INSPERITY INC
COM
45778Q107
505
5700
SH
SOLE
5700
0
0
INSTEEL INDUSTRIES INC
COM
45774W108
322
8900
SH
SOLE
8900
0
0
INSULET CORP
COM
45784P101
237
5500
SH
SOLE
5500
0
0
INTEGER HLDGS CORP
COM
45826H109
346
8600
SH
SOLE
8600
0
0
INTER PARFUMS INC
COM
458334109
428
11700
SH
SOLE
11700
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
294
2600
SH
SOLE
2600
0
0
INTERDIGITAL INC
COM
45867G101
751
8700
SH
SOLE
8700
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
278
2100
SH
SOLE
2100
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
737
30000
SH
SOLE
30000
0
0
INTERSECT ENT INC
COM
46071F103
177
10300
SH
SOLE
10300
0
0
INTEVAC INC
COM
461148108
654
52300
SH
SOLE
52300
0
0
INTRA CELLULAR THERAPIES INC
COM
46116X101
244
15000
SH
SOLE
15000
0
0
INTREXON CORP
COM
46122T102
313
15800
SH
SOLE
15800
0
0
INVESTMENT TECHNOLOGY GRP NE
COM
46145F105
496
24500
SH
SOLE
24500
0
0
INVESTORS REAL ESTATE TR
SH BEN INT
461730103
65
10900
SH
SOLE
10900
0
0
IPG PHOTONICS CORP
COM
44980X109
1026
8500
SH
SOLE
8500
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
886
91800
SH
SOLE
91800
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
1279
9300
SH
SOLE
9300
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
2837
32319
SH
SOLE
32319
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
90765
1034000
SH
Call
SOLE
0
0
1034000
ISHARES TR
IBOXX HI YD ETF
464288513
117098
1334000
SH
Put
SOLE
0
0
1334000
ISTAR INC
COM
45031U101
152
12900
SH
SOLE
12900
0
0
JABIL CIRCUIT INC
COM
466313103
477
16500
SH
SOLE
16500
0
0
JD COM INC
SPON ADR CL A
47215P106
675
21700
SH
SOLE
21700
0
0
JOHNSON & JOHNSON
COM
478160104
560
4500
SH
SOLE
4500
0
0
JONES LANG LASALLE INC
COM
48020Q107
1126
10100
SH
SOLE
10100
0
0
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
511
6400
SH
SOLE
6400
0
0
KATE SPADE & CO
COM
485865109
221
9500
SH
SOLE
9500
0
0
KIMCO RLTY CORP
COM
49446R109
1193
54000
SH
SOLE
54000
0
0
KINDRED HEALTHCARE INC
COM
494580103
123
14700
SH
SOLE
14700
0
0
KITE RLTY GROUP TR
COM NEW
49803T300
239
11100
SH
SOLE
11100
0
0
KLA-TENCOR CORP
COM
482480100
342
3600
SH
SOLE
3600
0
0
KNOWLES CORP
COM
49926D109
256
13500
SH
SOLE
13500
0
0
KORN FERRY INTL
COM NEW
500643200
834
26500
SH
SOLE
26500
0
0
KOSMOS ENERGY LTD
SHS
G5315B107
253
38000
SH
SOLE
38000
0
0
KROGER CO
COM
501044101
1746
59200
SH
SOLE
59200
0
0
KT CORP
SPONSORED ADR
48268K101
231
13700
SH
SOLE
13700
0
0
LADDER CAP CORP
CL A
505743104
580
40200
SH
SOLE
40200
0
0
LAM RESEARCH CORP
COM
512807108
218
1700
SH
SOLE
1700
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
471
6300
SH
SOLE
6300
0
0
LAREDO PETROLEUM INC
COM
516806106
450
30800
SH
SOLE
30800
0
0
LAUDER ESTEE COS INC
CL A
518439104
594
7000
SH
SOLE
7000
0
0
LEAR CORP
COM NEW
521865204
1359
9600
SH
SOLE
9600
0
0
LENNOX INTL INC
COM
526107107
820
4900
SH
SOLE
4900
0
0
LEUCADIA NATL CORP
COM
527288104
689
26500
SH
SOLE
26500
0
0
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
211
15500
SH
SOLE
15500
0
0
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
2106
58700
SH
SOLE
58700
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
249
7100
SH
SOLE
7100
0
0
LIBERTY INTERACTIVE CORP
QVC GP COM SER A
53071M104
727
36300
SH
SOLE
36300
0
0
LIBERTY MEDIA CORP DELAWARE
COM A SIRIUSXM
531229409
206
5300
SH
SOLE
5300
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
837
21700
SH
SOLE
21700
0
0
LIFE STORAGE INC
COM
53223X107
994
12100
SH
SOLE
12100
0
0
LILLY ELI & CO
COM
532457108
370
4400
SH
SOLE
4400
0
0
LOCKHEED MARTIN CORP
COM
539830109
428
1600
SH
SOLE
1600
0
0
LOUISIANA PAC CORP
COM
546347105
1576
63500
SH
SOLE
63500
0
0
LPL FINL HLDGS INC
COM
50212V100
273
6845
SH
SOLE
6845
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
866
9500
SH
SOLE
9500
0
0
MADISON SQUARE GARDEN CO NEW
CL A
55825T103
459
2300
SH
SOLE
2300
0
0
MAGNACHIP SEMICONDUCTOR CORP
COM
55933J203
554
58000
SH
SOLE
58000
0
0
MAIDEN HOLDINGS LTD
SHS
G5753U112
162
11600
SH
SOLE
11600
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
816
18300
SH
SOLE
18300
0
0
MANPOWERGROUP INC
COM
56418H100
749
7300
SH
SOLE
7300
0
0
MARKETAXESS HLDGS INC
COM
57060D108
356
1900
SH
SOLE
1900
0
0
MARRIOTT INTL INC NEW
CL A
571903202
207
2200
SH
SOLE
2200
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
655
3000
SH
SOLE
3000
0
0
MASCO CORP
COM
574599106
231
6800
SH
SOLE
6800
0
0
MASIMO CORP
COM
574795100
1259
13500
SH
SOLE
13500
0
0
MATADOR RES CO
COM
576485205
214
9000
SH
SOLE
9000
0
0
MATCH GROUP INC
COM
57665R106
496
30400
SH
SOLE
30400
0
0
MATERION CORP
COM
576690101
429
12800
SH
SOLE
12800
0
0
MBIA INC
COM
55262C100
150
17700
SH
SOLE
17700
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
439
4500
SH
SOLE
4500
0
0
MCDERMOTT INTL INC
COM
580037109
75
11100
SH
SOLE
11100
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
465
36100
SH
SOLE
36100
0
0
MEDNAX INC
COM
58502B106
770
11100
SH
SOLE
11100
0
0
MEETME INC
COM
585141104
225
38200
SH
SOLE
38200
0
0
MERCK & CO INC
COM
58933Y105
1493
23500
SH
SOLE
23500
0
0
MEREDITH CORP
COM
589433101
207
3200
SH
SOLE
3200
0
0
MERIT MED SYS INC
COM
589889104
702
24300
SH
SOLE
24300
0
0
MERITAGE HOMES CORP
COM
59001A102
302
8200
SH
SOLE
8200
0
0
MGIC INVT CORP WIS
COM
552848103
155
15300
SH
SOLE
15300
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
940
34300
SH
SOLE
34300
0
0
MGP INGREDIENTS INC NEW
COM
55303J106
1204
22200
SH
SOLE
22200
0
0
MICROSOFT CORP
COM
594918104
217
3300
SH
SOLE
3300
0
0
MID AMER APT CMNTYS INC
COM
59522J103
682
6700
SH
SOLE
6700
0
0
MIDDLEBY CORP
COM
596278101
737
5400
SH
SOLE
5400
0
0
MITEL NETWORKS CORP
COM
60671Q104
280
40400
SH
SOLE
40400
0
0
MOBILEIRON INC
COM NEW
60739U204
52
11900
SH
SOLE
11900
0
0
MOELIS & CO
CL A
60786M105
766
19900
SH
SOLE
19900
0
0
MOHAWK INDS INC
COM
608190104
620
2700
SH
SOLE
2700
0
0
MOMO INC
ADR
60879B107
1639
48100
SH
SOLE
48100
0
0
MOSAIC CO NEW
COM
61945C103
1684
57700
SH
SOLE
57700
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
1319
15300
SH
SOLE
15300
0
0
MSA SAFETY INC
COM
553498106
947
13400
SH
SOLE
13400
0
0
MYRIAD GENETICS INC
COM
62855J104
252
13100
SH
SOLE
13100
0
0
NATIONAL BEVERAGE CORP
COM
635017106
1505
17800
SH
SOLE
17800
0
0
NATIONAL CINEMEDIA INC
COM
635309107
323
25600
SH
SOLE
25600
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
402
16900
SH
SOLE
16900
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
197
12500
SH
SOLE
12500
0
0
NAUTILUS INC
COM
63910B102
531
29100
SH
SOLE
29100
0
0
NAVIGATOR HOLDINGS LTD
SHS
Y62132108
304
22100
SH
SOLE
22100
0
0
NCR CORP NEW
COM
62886E108
1471
32200
SH
SOLE
32200
0
0
NEKTAR THERAPEUTICS
COM
640268108
1164
49600
SH
SOLE
49600
0
0
NELNET INC
CL A
64031N108
206
4700
SH
SOLE
4700
0
0
NEOPHOTONICS CORP
COM
64051T100
111
12300
SH
SOLE
12300
0
0
NETAPP INC
COM
64110D104
678
16200
SH
SOLE
16200
0
0
NETEASE INC
SPONSORED ADR
64110W102
1108
3900
SH
SOLE
3900
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
502
11600
SH
SOLE
11600
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
489
8100
SH
SOLE
8100
0
0
NEWELL BRANDS INC
COM
651229106
278
5900
SH
SOLE
5900
0
0
NEWFIELD EXPL CO
COM
651290108
982
26600
SH
SOLE
26600
0
0
NEWLINK GENETICS CORP
COM
651511107
222
9200
SH
SOLE
9200
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
90
11100
SH
SOLE
11100
0
0
NEWS CORP NEW
CL B
65249B208
352
26100
SH
SOLE
26100
0
0
NMI HLDGS INC
CL A
629209305
450
39500
SH
SOLE
39500
0
0
NORDSTROM INC
COM
655664100
834
17900
SH
SOLE
17900
0
0
NOVOCURE LTD
ORD SHS
G6674U108
214
26400
SH
SOLE
26400
0
0
NRG ENERGY INC
COM NEW
629377508
813
43500
SH
SOLE
43500
0
0
NUCOR CORP
COM
670346105
788
13200
SH
SOLE
13200
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
702
2600
SH
SOLE
2600
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
1628
25700
SH
SOLE
25700
0
0
OCLARO INC
COM NEW
67555N206
365
37200
SH
SOLE
37200
0
0
OCULAR THERAPEUTIX INC
COM
67576A100
113
12200
SH
SOLE
12200
0
0
OCWEN FINL CORP
COM NEW
675746309
190
34700
SH
SOLE
34700
0
0
OFFICE DEPOT INC
COM
676220106
121
25900
SH
SOLE
25900
0
0
OLLIES BARGAIN OUTLT HLDGS I
COM
681116109
265
7900
SH
SOLE
7900
0
0
ON SEMICONDUCTOR CORP
COM
682189105
908
58600
SH
SOLE
58600
0
0
ONEOK INC NEW
COM
682680103
721
13000
SH
SOLE
13000
0
0
OOMA INC
COM
683416101
127
12800
SH
SOLE
12800
0
0
OPKO HEALTH INC
COM
68375N103
1410
176200
SH
SOLE
176200
0
0
ORACLE CORP
COM
68389X105
754
16900
SH
SOLE
16900
0
0
ORASURE TECHNOLOGIES INC
COM
68554V108
961
74300
SH
SOLE
74300
0
0
ORBITAL ATK INC
COM
68557N103
470
4800
SH
SOLE
4800
0
0
OSHKOSH CORP
COM
688239201
487
7100
SH
SOLE
7100
0
0
OTTER TAIL CORP
COM
689648103
349
9200
SH
SOLE
9200
0
0
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
95
24500
SH
SOLE
24500
0
0
OWENS CORNING NEW
COM
690742101
853
13900
SH
SOLE
13900
0
0
OWENS ILL INC
COM NEW
690768403
444
21800
SH
SOLE
21800
0
0
PACIFIC ETHANOL INC
COM PAR $.001
69423U305
1439
210000
SH
SOLE
210000
0
0
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
233
4300
SH
SOLE
4300
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
188
11400
SH
SOLE
11400
0
0
PARKER HANNIFIN CORP
COM
701094104
1010
6300
SH
SOLE
6300
0
0
PCM INC
COM
69323K100
454
16200
SH
SOLE
16200
0
0
PENNEY J C INC
COM
708160106
1692
274600
SH
SOLE
274600
0
0
PENNSYLVANIA RL ESTATE INVT
SH BEN INT
709102107
259
17100
SH
SOLE
17100
0
0
PEPSICO INC
COM
713448108
1230
11000
SH
SOLE
11000
0
0
PERFICIENT INC
COM
71375U101
344
19800
SH
SOLE
19800
0
0
PERKINELMER INC
COM
714046109
1376
23700
SH
SOLE
23700
0
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
659
71500
SH
SOLE
71500
0
0
PG&E CORP
COM
69331C108
717
10800
SH
SOLE
10800
0
0
PHH CORP
COM NEW
693320202
185
14500
SH
SOLE
14500
0
0
PHILLIPS 66
COM
718546104
507
6400
SH
SOLE
6400
0
0
PHOTRONICS INC
COM
719405102
151
14100
SH
SOLE
14100
0
0
PINNACLE ENTMT INC NEW
COM
72348Y105
361
18500
SH
SOLE
18500
0
0
PIXELWORKS INC
COM NEW
72581M305
185
39669
SH
SOLE
39669
0
0
PJT PARTNERS INC
COM CL A
69343T107
491
14000
SH
SOLE
14000
0
0
PLANTRONICS INC NEW
COM
727493108
720
13300
SH
SOLE
13300
0
0
PLEXUS CORP
COM
729132100
301
5200
SH
SOLE
5200
0
0
PLY GEM HLDGS INC
COM
72941W100
323
16400
SH
SOLE
16400
0
0
PNC FINL SVCS GROUP INC
COM
693475105
469
3900
SH
SOLE
3900
0
0
POTLATCH CORP NEW
COM
737630103
347
7600
SH
SOLE
7600
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
2250460
1700000
SH
Call
SOLE
0
0
1700000
PRA HEALTH SCIENCES INC
COM
69354M108
333
5100
SH
SOLE
5100
0
0
PRESTIGE BRANDS HLDGS INC
COM
74112D101
850
15300
SH
SOLE
15300
0
0
PROGRESS SOFTWARE CORP
COM
743312100
360
12400
SH
SOLE
12400
0
0
PROGRESSIVE CORP OHIO
COM
743315103
1199
30600
SH
SOLE
30600
0
0
PROLOGIS INC
COM
74340W103
815
15700
SH
SOLE
15700
0
0
PROVIDENCE SVC CORP
COM
743815102
493
11100
SH
SOLE
11100
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
607
23500
SH
SOLE
23500
0
0
PUBLIC STORAGE
COM
74460D109
657
3000
SH
SOLE
3000
0
0
PURE STORAGE INC
CL A
74624M102
608
61808
SH
SOLE
61808
0
0
PVH CORP
COM
693656100
704
6800
SH
SOLE
6800
0
0
QIWI PLC
SPON ADR REP B
74735M108
213
12400
SH
SOLE
12400
0
0
QTS RLTY TR INC
COM CL A
74736A103
312
6400
SH
SOLE
6400
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
262
10400
SH
SOLE
10400
0
0
QUANTA SVCS INC
COM
74762E102
575
15500
SH
SOLE
15500
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
717
7300
SH
SOLE
7300
0
0
QUOTIENT TECHNOLOGY INC
COM
749119103
381
39900
SH
SOLE
39900
0
0
RADIANT LOGISTICS INC
COM
75025X100
86
17100
SH
SOLE
17100
0
0
RADWARE LTD
ORD
M81873107
196
12100
SH
SOLE
12100
0
0
RALPH LAUREN CORP
CL A
751212101
784
9600
SH
SOLE
9600
0
0
RAMCO-GERSHENSON PPTYS TR
COM SH BEN INT
751452202
494
35200
SH
SOLE
35200
0
0
RAVEN INDS INC
COM
754212108
221
7600
SH
SOLE
7600
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
702
9200
SH
SOLE
9200
0
0
RAYONIER ADVANCED MATLS INC
COM
75508B104
327
24300
SH
SOLE
24300
0
0
RAYONIER INC
COM
754907103
879
31000
SH
SOLE
31000
0
0
RAYTHEON CO
COM NEW
755111507
534
3500
SH
SOLE
3500
0
0
REALOGY HLDGS CORP
COM
75605Y106
1031
34600
SH
SOLE
34600
0
0
REDWOOD TR INC
COM
758075402
488
29400
SH
SOLE
29400
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
392
4900
SH
SOLE
4900
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
493
47200
SH
SOLE
47200
0
0
RETROPHIN INC
COM
761299106
225
12200
SH
SOLE
12200
0
0
REVANCE THERAPEUTICS INC
COM
761330109
341
16400
SH
SOLE
16400
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
308
3400
SH
SOLE
3400
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
773
19000
SH
SOLE
19000
0
0
ROCKWELL COLLINS INC
COM
774341101
525
5400
SH
SOLE
5400
0
0
RPC INC
COM
749660106
282
15400
SH
SOLE
15400
0
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
408
18200
SH
SOLE
18200
0
0
RUSH ENTERPRISES INC
CL A
781846209
447
13500
SH
SOLE
13500
0
0
RYDER SYS INC
COM
783549108
407
5400
SH
SOLE
5400
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
316
11300
SH
SOLE
11300
0
0
SANCHEZ ENERGY CORP
COM
79970Y105
314
32900
SH
SOLE
32900
0
0
SANDERSON FARMS INC
COM
800013104
436
4200
SH
SOLE
4200
0
0
SANGAMO THERAPEUTICS INC
COM
800677106
71
13700
SH
SOLE
13700
0
0
SASOL LTD
SPONSORED ADR
803866300
238
8100
SH
SOLE
8100
0
0
SCHLUMBERGER LTD
COM
806857108
1218
15600
SH
SOLE
15600
0
0
SCHULMAN A INC
COM
808194104
579
18400
SH
SOLE
18400
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
308
6700
SH
SOLE
6700
0
0
SEALED AIR CORP NEW
COM
81211K100
532
12200
SH
SOLE
12200
0
0
SEATTLE GENETICS INC
COM
812578102
214
3400
SH
SOLE
3400
0
0
SEI INVESTMENTS CO
COM
784117103
686
13600
SH
SOLE
13600
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
13790
581100
SH
Call
SOLE
0
0
581100
SEMPRA ENERGY
COM
816851109
884
8000
SH
SOLE
8000
0
0
SEMTECH CORP
COM
816850101
460
13600
SH
SOLE
13600
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
555
27400
SH
SOLE
27400
0
0
SERES THERAPEUTICS INC
COM
81750R102
119
10600
SH
SOLE
10600
0
0
SHIRE PLC
SPONSORED ADR
82481R106
366
2100
SH
SOLE
2100
0
0
SHORETEL INC
COM
825211105
138
22500
SH
SOLE
22500
0
0
SIBANYE GOLD LTD
SPONSORED ADR
825724206
124
14100
SH
SOLE
14100
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
386
2600
SH
SOLE
2600
0
0
SILGAN HOLDINGS INC
COM
827048109
332
5600
SH
SOLE
5600
0
0
SILICOM LTD
ORD
M84116108
278
5600
SH
SOLE
5600
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
238
5100
SH
SOLE
5100
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
740
4300
SH
SOLE
4300
0
0
SITEONE LANDSCAPE SUPPLY INC
COM
82982L103
208
4300
SH
SOLE
4300
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
428
7200
SH
SOLE
7200
0
0
SMITH A O
COM
831865209
440
8600
SH
SOLE
8600
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
447
13000
SH
SOLE
13000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
19095
81000
SH
Call
SOLE
0
0
81000
SPDR S&P 500 ETF TR
TR UNIT
78462F103
19095
81000
SH
Put
SOLE
0
0
81000
SPECTRUM BRANDS HLDGS INC
COM
84763R101
987
7100
SH
SOLE
7100
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
185
28500
SH
SOLE
28500
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
1155
114000
SH
SOLE
114000
0
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
103
21500
SH
SOLE
21500
0
0
STANLEY BLACK & DECKER INC
COM
854502101
624
4700
SH
SOLE
4700
0
0
STAPLES INC
COM
855030102
262
29900
SH
SOLE
29900
0
0
STARBUCKS CORP
COM
855244109
508
8700
SH
SOLE
8700
0
0
STEEL DYNAMICS INC
COM
858119100
765
22000
SH
SOLE
22000
0
0
STERLING BANCORP DEL
COM
85917A100
206
8700
SH
SOLE
8700
0
0
STEWART INFORMATION SVCS COR
COM
860372101
468
10600
SH
SOLE
10600
0
0
STONERIDGE INC
COM
86183P102
488
26900
SH
SOLE
26900
0
0
SUCAMPO PHARMACEUTICALS INC
CL A
864909106
136
12400
SH
SOLE
12400
0
0
SUNOPTA INC
COM
8676EP108
600
86300
SH
SOLE
86300
0
0
SUNPOWER CORP
COM
867652406
281
46100
SH
SOLE
46100
0
0
SUNTRUST BKS INC
COM
867914103
1305
23600
SH
SOLE
23600
0
0
SUPREME INDS INC
CL A
868607102
296
14600
SH
SOLE
14600
0
0
SYNAPTICS INC
COM
87157D109
257
5200
SH
SOLE
5200
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
217
8900
SH
SOLE
8900
0
0
SYNCHRONY FINL
COM
87165B103
1005
29300
SH
SOLE
29300
0
0
SYNERGY PHARMACEUTICALS DEL
COM NEW
871639308
52
11100
SH
SOLE
11100
0
0
SYNOPSYS INC
COM
871607107
628
8700
SH
SOLE
8700
0
0
T MOBILE US INC
COM
872590104
904
14000
SH
SOLE
14000
0
0
TAILORED BRANDS INC
COM
87403A107
263
17600
SH
SOLE
17600
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
752
22900
SH
SOLE
22900
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
551
9300
SH
SOLE
9300
0
0
TAL ED GROUP
ADS REPSTG COM
874080104
544
5100
SH
SOLE
5100
0
0
TARGA RES CORP
COM
87612G101
1048
17500
SH
SOLE
17500
0
0
TAUBMAN CTRS INC
COM
876664103
680
10300
SH
SOLE
10300
0
0
TAYLOR MORRISON HOME CORP
CL A
87724P106
757
35500
SH
SOLE
35500
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
656
8800
SH
SOLE
8800
0
0
TECH DATA CORP
COM
878237106
1822
19400
SH
SOLE
19400
0
0
TEGNA INC
COM
87901J105
1048
40900
SH
SOLE
40900
0
0
TELIGENT INC NEW
COM
87960W104
142
18200
SH
SOLE
18200
0
0
TEREX CORP NEW
COM
880779103
364
11600
SH
SOLE
11600
0
0
TERNIUM SA
SPON ADR
880890108
217
8300
SH
SOLE
8300
0
0
TEXAS ROADHOUSE INC
COM
882681109
209
4700
SH
SOLE
4700
0
0
THERAPEUTICSMD INC
COM
88338N107
300
41700
SH
SOLE
41700
0
0
THOMSON REUTERS CORP
COM
884903105
1094
25300
SH
SOLE
25300
0
0
TIER REIT INC
COM NEW
88650V208
200
11500
SH
SOLE
11500
0
0
TILLYS INC
CL A
886885102
198
21900
SH
SOLE
21900
0
0
TIME INC NEW
COM
887228104
317
16400
SH
SOLE
16400
0
0
TIVITY HEALTH INC
COM
88870R102
233
8000
SH
SOLE
8000
0
0
TIVO CORP
COM
88870P106
714
38100
SH
SOLE
38100
0
0
TOPBUILD CORP
COM
89055F103
254
5400
SH
SOLE
5400
0
0
TORO CO
COM
891092108
1031
16500
SH
SOLE
16500
0
0
TOTAL SYS SVCS INC
COM
891906109
834
15600
SH
SOLE
15600
0
0
TOWER INTL INC
COM
891826109
388
14300
SH
SOLE
14300
0
0
TRACTOR SUPPLY CO
COM
892356106
752
10900
SH
SOLE
10900
0
0
TRI POINTE GROUP INC
COM
87265H109
297
23700
SH
SOLE
23700
0
0
TRIMAS CORP
COM NEW
896215209
307
14800
SH
SOLE
14800
0
0
TRITON INTL LTD
CL A
G9078F107
843
32700
SH
SOLE
32700
0
0
TRIVAGO N V
SPON ADS A SHS
89686D105
194
14900
SH
SOLE
14900
0
0
TTM TECHNOLOGIES INC
COM
87305R109
426
26400
SH
SOLE
26400
0
0
TUESDAY MORNING CORP
COM NEW
899035505
59
15700
SH
SOLE
15700
0
0
TWO HBRS INVT CORP
COM
90187B101
257
26800
SH
SOLE
26800
0
0
TYSON FOODS INC
CL A
902494103
636
10300
SH
SOLE
10300
0
0
UBS GROUP AG
SHS
H42097107
919
57600
SH
SOLE
57600
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
349
20700
SH
SOLE
20700
0
0
UNDER ARMOUR INC
CL A
904311107
1193
60300
SH
SOLE
60300
0
0
UNDER ARMOUR INC
CL C
904311206
1442
78800
SH
SOLE
78800
0
0
UNILEVER N V
N Y SHS NEW
904784709
1053
21200
SH
SOLE
21200
0
0
UNILEVER PLC
SPON ADR NEW
904767704
873
17700
SH
SOLE
17700
0
0
UNISYS CORP
COM NEW
909214306
520
37300
SH
SOLE
37300
0
0
UNIT CORP
COM
909218109
300
12400
SH
SOLE
12400
0
0
UNITED RENTALS INC
COM
911363109
663
5300
SH
SOLE
5300
0
0
UNITED STATES STL CORP NEW
COM
912909108
4564
135000
SH
Put
SOLE
0
0
135000
UNITED STATES STL CORP NEW
COM
912909108
463
13700
SH
SOLE
13700
0
0
UNIVERSAL CORP VA
COM
913456109
495
7000
SH
SOLE
7000
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
603
7000
SH
SOLE
7000
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
597
4800
SH
SOLE
4800
0
0
VAIL RESORTS INC
COM
91879Q109
1055
5500
SH
SOLE
5500
0
0
VALE S A
ADR REPSTG PFD
91912E204
1299
144700
SH
SOLE
144700
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
1116
101200
SH
SOLE
101200
0
0
VARIAN MED SYS INC
COM
92220P105
565
6200
SH
SOLE
6200
0
0
VARONIS SYS INC
COM
922280102
219
6900
SH
SOLE
6900
0
0
VECTOR GROUP LTD
COM
92240M108
678
32600
SH
SOLE
32600
0
0
VERITIV CORP
COM
923454102
249
4800
SH
SOLE
4800
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
525
4800
SH
SOLE
4800
0
0
VIACOM INC NEW
CL B
92553P201
788
16900
SH
SOLE
16900
0
0
VIAVI SOLUTIONS INC
COM
925550105
470
43800
SH
SOLE
43800
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
242
14700
SH
SOLE
14700
0
0
VISTEON CORP
COM NEW
92839U206
225
2300
SH
SOLE
2300
0
0
VMWARE INC
CL A COM
928563402
212
2300
SH
SOLE
2300
0
0
VODAFONE GROUP PLC NEW
SPONSORED ADR
92857W308
957
36200
SH
SOLE
36200
0
0
VOYA FINL INC
COM
929089100
953
25100
SH
SOLE
25100
0
0
VULCAN MATLS CO
COM
929160109
904
7500
SH
SOLE
7500
0
0
W & T OFFSHORE INC
COM
92922P106
1108
400000
SH
SOLE
400000
0
0
WABCO HLDGS INC
COM
92927K102
646
5500
SH
SOLE
5500
0
0
WALKER & DUNLOP INC
COM
93148P102
208
5000
SH
SOLE
5000
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
1815
273000
SH
SOLE
273000
0
0
WELLS FARGO & CO NEW
COM
949746101
629
11300
SH
SOLE
11300
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
375
4600
SH
SOLE
4600
0
0
WILDHORSE RESOURCE DEV CORP
COM
96812T102
843
67800
SH
SOLE
67800
0
0
WILEY JOHN & SONS INC
CL A
968223206
237
4400
SH
SOLE
4400
0
0
WILLDAN GROUP INC
COM
96924N100
332
10300
SH
SOLE
10300
0
0
WILLIAMS COS INC DEL
COM
969457100
796
26900
SH
SOLE
26900
0
0
WILLIAMS SONOMA INC
COM
969904101
783
14600
SH
SOLE
14600
0
0
WINTRUST FINL CORP
COM
97650W108
422
6100
SH
SOLE
6100
0
0
WSFS FINL CORP
COM
929328102
432
9400
SH
SOLE
9400
0
0
XPO LOGISTICS INC
COM
983793100
623
13000
SH
SOLE
13000
0
0
YANDEX N V
SHS CLASS A
N97284108
452
20600
SH
SOLE
20600
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
1025
42200
SH
SOLE
42200
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
204
18500
SH
SOLE
18500
0
0
ZIONS BANCORPORATION
COM
989701107
991
23600
SH
SOLE
23600
0
0
ZTO EXPRESS CAYMAN INC
SPONSORED ADR
98980A105
640
48900
SH
SOLE
48900
0
0
ZUMIEZ INC
COM
989817101
320
17500
SH
SOLE
17500
0
0