0001085146-17-002434.txt : 20171114
0001085146-17-002434.hdr.sgml : 20171114
20171114144523
ACCESSION NUMBER: 0001085146-17-002434
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171114
DATE AS OF CHANGE: 20171114
EFFECTIVENESS DATE: 20171114
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: 171200699
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
09-30-2017
09-30-2017
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
11-09-2017
0
601
585326
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
2U INC
COM
90214J101
605
10800
SH
SOLE
10800
0
0
58 COM INC
SPON ADR REP A
31680Q104
688
10900
SH
SOLE
10900
0
0
A10 NETWORKS INC
COM
002121101
355
47000
SH
SOLE
47000
0
0
ABIOMED INC
COM
003654100
556
3300
SH
SOLE
3300
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
851
6300
SH
SOLE
6300
0
0
ACCURAY INC
COM
004397105
75
18800
SH
SOLE
18800
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
310
4800
SH
SOLE
4800
0
0
ACTUANT CORP
CL A NEW
00508X203
568
22200
SH
SOLE
22200
0
0
ACUSHNET HOLDINGS CORP
COM
005098108
504
28400
SH
SOLE
28400
0
0
ADAPTIMMUNE THERAPEUTICS PLC
SPONDS ADR
00653A107
180
22000
SH
SOLE
22000
0
0
ADECOAGRO S A
COM
L00849106
213
19700
SH
SOLE
19700
0
0
ADOBE SYS INC
COM
00724F101
1551
10400
SH
SOLE
10400
0
0
ADVANCED ENERGY INDS
COM
007973100
202
2500
SH
SOLE
2500
0
0
AECOM
COM
00766T100
390
10600
SH
SOLE
10600
0
0
AEGEAN MARINE PETROLEUM NETW
SHS
Y0017S102
143
28800
SH
SOLE
28800
0
0
AEGION CORP
COM
00770F104
272
11700
SH
SOLE
11700
0
0
AEROHIVE NETWORKS INC
COM
007786106
48
11800
SH
SOLE
11800
0
0
AEROJET ROCKETDYNE HLDGS INC
COM
007800105
221
6300
SH
SOLE
6300
0
0
AGCO CORP
COM
001084102
420
5700
SH
SOLE
5700
0
0
AIR PRODS & CHEMS INC
COM
009158106
227
1500
SH
SOLE
1500
0
0
AK STL HLDG CORP
COM
001547108
607
108600
SH
SOLE
108600
0
0
AKEBIA THERAPEUTICS INC
COM
00972D105
238
12100
SH
SOLE
12100
0
0
ALBANY INTL CORP
CL A
012348108
230
4000
SH
SOLE
4000
0
0
ALDER BIOPHARMACEUTICALS INC
COM
014339105
217
17700
SH
SOLE
17700
0
0
ALDEYRA THERAPEUTICS INC
COM
01438T106
168
23300
SH
SOLE
23300
0
0
ALEXANDER & BALDWIN INC NEW
COM
014491104
663
14300
SH
SOLE
14300
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
304
12700
SH
SOLE
12700
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
203
5400
SH
SOLE
5400
0
0
ALTISOURCE RESIDENTIAL CORP
CL B
02153W100
153
13800
SH
SOLE
13800
0
0
ALTRIA GROUP INC
COM
02209S103
520
8200
SH
SOLE
8200
0
0
AMBEV SA
SPONSORED ADR
02319V103
219
33300
SH
SOLE
33300
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
484
27527
SH
SOLE
27527
0
0
AMERICAN EAGLE OUTFITTERS NE
COM
02553E106
765
53500
SH
SOLE
53500
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
396
2900
SH
SOLE
2900
0
0
AMERICAN VANGUARD CORP
COM
030371108
263
11500
SH
SOLE
11500
0
0
AMERICAS CAR MART INC
COM
03062T105
255
6200
SH
SOLE
6200
0
0
AMPHENOL CORP NEW
CL A
032095101
872
10300
SH
SOLE
10300
0
0
ANDERSONS INC
COM
034164103
305
8900
SH
SOLE
8900
0
0
ANGLOGOLD ASHANTI LTD
SPONSORED ADR
035128206
508
54700
SH
SOLE
54700
0
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
227
1900
SH
SOLE
1900
0
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
441
6700
SH
SOLE
6700
0
0
APPLIED MATLS INC
COM
038222105
1948
37400
SH
SOLE
37400
0
0
ARBOR RLTY TR INC
COM
038923108
89
10900
SH
SOLE
10900
0
0
ARCBEST CORP
COM
03937C105
291
8700
SH
SOLE
8700
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
246
2500
SH
SOLE
2500
0
0
ARCH COAL INC
CL A
039380407
201
2800
SH
SOLE
2800
0
0
ARGAN INC
COM
04010E109
222
3300
SH
SOLE
3300
0
0
ARMADA HOFFLER PPTYS INC
COM
04208T108
246
17800
SH
SOLE
17800
0
0
ARMOUR RESIDENTIAL REIT INC
COM NEW
042315507
266
9900
SH
SOLE
9900
0
0
ARRIS INTL INC
SHS
G0551A103
427
15000
SH
SOLE
15000
0
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
105
15800
SH
SOLE
15800
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
1046
16000
SH
SOLE
16000
0
0
ASPEN TECHNOLOGY INC
COM
045327103
320
5100
SH
SOLE
5100
0
0
ASSEMBLY BIOSCIENCES INC
COM
045396108
258
7400
SH
SOLE
7400
0
0
ASTRAZENECA PLC
SPONSORED ADR
046353108
573
16900
SH
SOLE
16900
0
0
AT&T INC
COM
00206R102
576
14700
SH
SOLE
14700
0
0
ATHENE HLDG LTD
CL A
G0684D107
328
6100
SH
SOLE
6100
0
0
ATHENEX INC
COM
04685N103
182
10400
SH
SOLE
10400
0
0
ATKORE INTL GROUP INC
COM
047649108
443
22700
SH
SOLE
22700
0
0
AU OPTRONICS CORP
SPONSORED ADR
002255107
154
38000
SH
SOLE
38000
0
0
AUTOHOME INC
SP ADR RP CL A
05278C107
252
4200
SH
SOLE
4200
0
0
AVID TECHNOLOGY INC
COM
05367P100
46
10100
SH
SOLE
10100
0
0
AVON PRODS INC
COM
054303102
673
288957
SH
SOLE
288957
0
0
AXCELIS TECHNOLOGIES INC
COM NEW
054540208
779
28500
SH
SOLE
28500
0
0
BAIDU INC
SPON ADR REP A
056752108
396
1600
SH
SOLE
1600
0
0
BALL CORP
COM
058498106
252
6100
SH
SOLE
6100
0
0
BANC OF CALIFORNIA INC
COM
05990K106
295
14200
SH
SOLE
14200
0
0
BANCO SANTANDER BRASIL S A
ADS REP 1 UNIT
05967A107
174
19900
SH
SOLE
19900
0
0
BANCORP INC DEL
COM
05969A105
210
25400
SH
SOLE
25400
0
0
BANK OF THE OZARKS
COM
063904106
605
12600
SH
SOLE
12600
0
0
BARRICK GOLD CORP
COM
067901108
563
35000
SH
SOLE
35000
0
0
BECTON DICKINSON & CO
COM
075887109
568
2900
SH
SOLE
2900
0
0
BGC PARTNERS INC
CL A
05541T101
161
11100
SH
SOLE
11100
0
0
BIG LOTS INC
COM
089302103
1125
21000
SH
SOLE
21000
0
0
BIOHAVEN PHARMACTL HLDG CO L
COM
G11196105
538
14400
SH
SOLE
14400
0
0
BLACK HILLS CORP
COM
092113109
613
8900
SH
SOLE
8900
0
0
BLACKBERRY LTD
COM
09228F103
747
66800
SH
SOLE
66800
0
0
BLOCK H & R INC
COM
093671105
450
17000
SH
SOLE
17000
0
0
BOEING CO
COM
097023105
330
1300
SH
SOLE
1300
0
0
BOFI HLDG INC
COM
05566U108
296
10400
SH
SOLE
10400
0
0
BOISE CASCADE CO DEL
COM
09739D100
918
26300
SH
SOLE
26300
0
0
BONANZA CREEK ENERGY INC
COM NEW
097793400
5661
171592
SH
SOLE
171592
0
0
BOSTON PROPERTIES INC
COM
101121101
590
4800
SH
SOLE
4800
0
0
BOX INC
CL A
10316T104
247
12800
SH
SOLE
12800
0
0
BP PLC
SPONSORED ADR
055622104
576
15000
SH
SOLE
15000
0
0
BRIDGEPOINT ED INC
COM
10807M105
581
60500
SH
SOLE
60500
0
0
BRIGGS & STRATTON CORP
COM
109043109
743
31600
SH
SOLE
31600
0
0
BROADCOM LTD
SHS
Y09827109
606
2500
SH
SOLE
2500
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
291
3600
SH
SOLE
3600
0
0
BWX TECHNOLOGIES INC
COM
05605H100
790
14100
SH
SOLE
14100
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
5060
168847
SH
SOLE
168847
0
0
CABOT OIL & GAS CORP
COM
127097103
340
12700
SH
SOLE
12700
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
209
5300
SH
SOLE
5300
0
0
CARNIVAL PLC
ADR
14365C103
342
5300
SH
SOLE
5300
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
259
5400
SH
SOLE
5400
0
0
CARS COM INC
COM
14575E105
849
31900
SH
SOLE
31900
0
0
CARTER INC
COM
146229109
523
5300
SH
SOLE
5300
0
0
CASELLA WASTE SYS INC
CL A
147448104
474
25200
SH
SOLE
25200
0
0
CASEYS GEN STORES INC
COM
147528103
2419
22100
SH
SOLE
22100
0
0
CATALENT INC
COM
148806102
419
10500
SH
SOLE
10500
0
0
CATO CORP NEW
CL A
149205106
173
13100
SH
SOLE
13100
0
0
CBL & ASSOC PPTYS INC
COM
124830100
127
15100
SH
SOLE
15100
0
0
CBS CORP NEW
CL B
124857202
267
4600
SH
SOLE
4600
0
0
CELADON GROUP INC
COM
150838100
405
60000
SH
SOLE
60000
0
0
CELGENE CORP
COM
151020104
846
5800
SH
SOLE
5800
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
102
11200
SH
SOLE
11200
0
0
CENTENE CORP DEL
COM
15135B101
542
5600
SH
SOLE
5600
0
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
394
10600
SH
SOLE
10600
0
0
CENTRAL GARDEN & PET CO
COM
153527106
369
9500
SH
SOLE
9500
0
0
CENTURY ALUM CO
COM
156431108
224
13500
SH
SOLE
13500
0
0
CERNER CORP
COM
156782104
834
11700
SH
SOLE
11700
0
0
CF INDS HLDGS INC
COM
125269100
338
9600
SH
SOLE
9600
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
2290
532600
SH
Put
SOLE
532600
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
119
27654
SH
SOLE
27654
0
0
CHESAPEAKE LODGING TR
SH BEN INT
165240102
502
18600
SH
SOLE
18600
0
0
CHEVRON CORP NEW
COM
166764100
517
4400
SH
SOLE
4400
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
354
7000
SH
SOLE
7000
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
561
7400
SH
SOLE
7400
0
0
CIENA CORP
COM NEW
171779309
294
13400
SH
SOLE
13400
0
0
CIMPRESS N V
SHS EURO
N20146101
283
2900
SH
SOLE
2900
0
0
CITIZENS FINL GROUP INC
COM
174610105
670
17700
SH
SOLE
17700
0
0
CNOOC LTD
SPONSORED ADR
126132109
272
2100
SH
SOLE
2100
0
0
COACH INC
COM
189754104
930
23100
SH
SOLE
23100
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
474
11400
SH
SOLE
11400
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
595
8200
SH
SOLE
8200
0
0
COLGATE PALMOLIVE CO
COM
194162103
597
8200
SH
SOLE
8200
0
0
COMERICA INC
COM
200340107
366
4800
SH
SOLE
4800
0
0
COMMERCEHUB INC
COM SER A
20084V108
325
14400
SH
SOLE
14400
0
0
COMMERCEHUB INC
COM SER C
20084V306
312
14600
SH
SOLE
14600
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
105
13700
SH
SOLE
13700
0
0
COMPANHIA BRASILEIRA DE DIST
SPN ADR PFD CL A
20440T201
667
28200
SH
SOLE
28200
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
136
13000
SH
SOLE
13000
0
0
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
183
20700
SH
SOLE
20700
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
235
18400
SH
SOLE
18400
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
526
25600
SH
SOLE
25600
0
0
CONNS INC
COM
208242107
445
15800
SH
SOLE
15800
0
0
CONOCOPHILLIPS
COM
20825C104
410
8200
SH
SOLE
8200
0
0
CONSOL ENERGY INC
COM
20854P109
366
21600
SH
SOLE
21600
0
0
CONTINENTAL RESOURCES INC
COM
212015101
931
24100
SH
SOLE
24100
0
0
COPART INC
COM
217204106
357
10400
SH
SOLE
10400
0
0
CORE LABORATORIES N V
COM
N22717107
336
3400
SH
SOLE
3400
0
0
CORESITE RLTY CORP
COM
21870Q105
313
2800
SH
SOLE
2800
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
453
13800
SH
SOLE
13800
0
0
COSTAMARE INC
SHS
Y1771G102
156
25300
SH
SOLE
25300
0
0
COSTCO WHSL CORP NEW
COM
22160K105
361
2200
SH
SOLE
2200
0
0
COUSINS PPTYS INC
COM
222795106
262
28000
SH
SOLE
28000
0
0
COWEN INC
CL A NEW
223622606
392
22000
SH
SOLE
22000
0
0
CREDICORP LTD
COM
G2519Y108
513
2500
SH
SOLE
2500
0
0
CREDIT SUISSE GROUP
SPONSORED ADR
225401108
291
18400
SH
SOLE
18400
0
0
CROCS INC
COM
227046109
589
60700
SH
SOLE
60700
0
0
CROSS CTRY HEALTHCARE INC
COM
227483104
319
22400
SH
SOLE
22400
0
0
CRYOPORT INC
COM PAR $0.001
229050307
324
32900
SH
SOLE
32900
0
0
CSRA INC
COM
12650T104
736
22800
SH
SOLE
22800
0
0
CUBIC CORP
COM
229669106
204
4000
SH
SOLE
4000
0
0
CUMMINS INC
COM
231021106
723
4300
SH
SOLE
4300
0
0
CUTERA INC
COM
232109108
203
4900
SH
SOLE
4900
0
0
CYMABAY THERAPEUTICS INC
COM
23257D103
236
29300
SH
SOLE
29300
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
215
14300
SH
SOLE
14300
0
0
DASEKE INC
COM
23753F107
254
19500
SH
SOLE
19500
0
0
DECKERS OUTDOOR CORP
COM
243537107
1560
22800
SH
SOLE
22800
0
0
DEL TACO RESTAURANTS INC
COM
245496104
430
28000
SH
SOLE
28000
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
1496
15200
SH
SOLE
15200
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
380
22000
SH
SOLE
22000
0
0
DEXCOM INC
COM
252131107
563
11500
SH
SOLE
11500
0
0
DICKS SPORTING GOODS INC
COM
253393102
851
31500
SH
SOLE
31500
0
0
DILLARDS INC
CL A
254067101
706
12600
SH
SOLE
12600
0
0
DIME CMNTY BANCSHARES
COM
253922108
247
11500
SH
SOLE
11500
0
0
DISH NETWORK CORP
CL A
25470M109
1777
32761
SH
SOLE
32761
0
0
DOLLAR TREE INC
COM
256746108
339
3900
SH
SOLE
3900
0
0
DONNELLEY R R & SONS CO
COM
257867200
172
16700
SH
SOLE
16700
0
0
DSW INC
CL A
23334L102
1227
57100
SH
SOLE
57100
0
0
DTE ENERGY CO
COM
233331107
505
4700
SH
SOLE
4700
0
0
DUKE REALTY CORP
COM NEW
264411505
291
10100
SH
SOLE
10100
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
531
10000
SH
SOLE
10000
0
0
DYCOM INDS INC
COM
267475101
258
3000
SH
SOLE
3000
0
0
DYNEGY INC NEW DEL
COM
26817R108
291
29700
SH
SOLE
29700
0
0
DYNEX CAP INC
COM NEW
26817Q506
147
20200
SH
SOLE
20200
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
379
8700
SH
SOLE
8700
0
0
EASTMAN CHEM CO
COM
277432100
1086
12000
SH
SOLE
12000
0
0
EBAY INC
COM
278642103
365
9500
SH
SOLE
9500
0
0
EBIX INC
COM NEW
278715206
268
4100
SH
SOLE
4100
0
0
ECOPETROL S A
SPONSORED ADS
279158109
140
14700
SH
SOLE
14700
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
524
7200
SH
SOLE
7200
0
0
EDISON INTL
COM
281020107
749
9700
SH
SOLE
9700
0
0
ELECTRO SCIENTIFIC INDS
COM
285229100
221
15900
SH
SOLE
15900
0
0
ELECTRONIC ARTS INC
COM
285512109
543
4600
SH
SOLE
4600
0
0
ELLINGTON FINANCIAL LLC
COM
288522303
16493
1044492
SH
SOLE
1044492
0
0
EMBRAER S A
SP ADR REP 4 COM
29082A107
952
42100
SH
SOLE
42100
0
0
ENANTA PHARMACEUTICALS INC
COM
29251M106
257
5500
SH
SOLE
5500
0
0
ENCANA CORP
COM
292505104
426
36200
SH
SOLE
36200
0
0
ENERGY RECOVERY INC
COM
29270J100
273
34500
SH
SOLE
34500
0
0
ENOVA INTL INC
COM
29357K103
343
25500
SH
SOLE
25500
0
0
ENSCO PLC
SHS CLASS A
G3157S106
940
157400
SH
SOLE
157400
0
0
ENTEGRIS INC
COM
29362U104
219
7600
SH
SOLE
7600
0
0
ENVISION HEALTHCARE CORP
COM
29414D100
382
8500
SH
SOLE
8500
0
0
EOG RES INC
COM
26875P101
319
3300
SH
SOLE
3300
0
0
EPLUS INC
COM
294268107
305
3300
SH
SOLE
3300
0
0
EPR PPTYS
COM SH BEN INT
26884U109
1165
16700
SH
SOLE
16700
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
251
3800
SH
SOLE
3800
0
0
ESSENDANT INC
COM
296689102
389
29500
SH
SOLE
29500
0
0
ESSENT GROUP LTD
COM
G3198U102
1073
26500
SH
SOLE
26500
0
0
ETSY INC
COM
29786A106
885
52400
SH
SOLE
52400
0
0
EURONET WORLDWIDE INC
COM
298736109
237
2500
SH
SOLE
2500
0
0
EVERCORE INC
CLASS A
29977A105
690
8600
SH
SOLE
8600
0
0
EVERI HLDGS INC
COM
30034T103
367
48300
SH
SOLE
48300
0
0
EVERTEC INC
COM
30040P103
170
10700
SH
SOLE
10700
0
0
EXPEDITORS INTL WASH INC
COM
302130109
796
13300
SH
SOLE
13300
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
317
5000
SH
SOLE
5000
0
0
EXXON MOBIL CORP
COM
30231G102
1271
15500
SH
SOLE
15500
0
0
EZCORP INC
CL A NON VTG
302301106
390
41100
SH
SOLE
41100
0
0
F M C CORP
COM NEW
302491303
563
6300
SH
SOLE
6300
0
0
F5 NETWORKS INC
COM
315616102
338
2800
SH
SOLE
2800
0
0
FACEBOOK INC
CL A
30303M102
581
3400
SH
SOLE
3400
0
0
FACTSET RESH SYS INC
COM
303075105
1135
6300
SH
SOLE
6300
0
0
FAIRMOUNT SANTROL HLDGS INC
COM
30555Q108
489
102300
SH
SOLE
102300
0
0
FEDERATED NATL HLDG CO
COM
31422T101
231
14800
SH
SOLE
14800
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
252
5300
SH
SOLE
5300
0
0
FINISH LINE INC
CL A
317923100
1746
145100
SH
SOLE
145100
0
0
FIRST AMERN FINL CORP
COM
31847R102
944
18900
SH
SOLE
18900
0
0
FIRST BANCORP P R
COM NEW
318672706
156
30500
SH
SOLE
30500
0
0
FIVE BELOW INC
COM
33829M101
2020
36800
SH
SOLE
36800
0
0
FIVE OAKS INVT CORP
COM
33830W106
420
94117
SH
SOLE
94117
0
0
FLOTEK INDS INC DEL
COM
343389102
169
36300
SH
SOLE
36300
0
0
FLOWERS FOODS INC
COM
343498101
322
17100
SH
SOLE
17100
0
0
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS
344419106
220
2300
SH
SOLE
2300
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
223
18600
SH
SOLE
18600
0
0
FOREST CITY RLTY TR INC
COM CL A
345605109
329
12900
SH
SOLE
12900
0
0
FORTIVE CORP
COM
34959J108
276
3900
SH
SOLE
3900
0
0
FOX FACTORY HLDG CORP
COM
35138V102
220
5100
SH
SOLE
5100
0
0
FRANKLIN STREET PPTYS CORP
COM
35471R106
175
16500
SH
SOLE
16500
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
1278
91000
SH
SOLE
91000
0
0
FRONTIER COMMUNICATIONS CORP
COM NEW
35906A306
118
10000
SH
SOLE
10000
0
0
GAMESTOP CORP NEW
CL A
36467W109
2134
103300
SH
SOLE
103300
0
0
GAP INC DEL
COM
364760108
1320
44700
SH
SOLE
44700
0
0
GATX CORP
COM
361448103
295
4800
SH
SOLE
4800
0
0
GENERAC HLDGS INC
COM
368736104
299
6500
SH
SOLE
6500
0
0
GENERAL MTRS CO
COM
37045V100
549
13600
SH
SOLE
13600
0
0
GENTEX CORP
COM
371901109
455
23000
SH
SOLE
23000
0
0
GENTHERM INC
COM
37253A103
617
16600
SH
SOLE
16600
0
0
GENUINE PARTS CO
COM
372460105
277
2900
SH
SOLE
2900
0
0
GETTY RLTY CORP NEW
COM
374297109
232
8100
SH
SOLE
8100
0
0
GIBRALTAR INDS INC
COM
374689107
227
7300
SH
SOLE
7300
0
0
GILEAD SCIENCES INC
COM
375558103
616
7600
SH
SOLE
7600
0
0
GOLDCORP INC NEW
COM
380956409
814
62800
SH
SOLE
62800
0
0
GOPRO INC
CL A
38268T103
1546
140400
SH
SOLE
140400
0
0
GRACO INC
COM
384109104
519
4200
SH
SOLE
4200
0
0
GRAINGER W W INC
COM
384802104
683
3800
SH
SOLE
3800
0
0
GRANA Y MONTERO S A A
SPONSORED ADR
38500P208
92
19200
SH
SOLE
19200
0
0
GRUBHUB INC
COM
400110102
590
11200
SH
SOLE
11200
0
0
HABIT RESTAURANTS INC
COM CL A
40449J103
133
10200
SH
SOLE
10200
0
0
HAEMONETICS CORP
COM
405024100
372
8300
SH
SOLE
8300
0
0
HALCON RES CORP
COM PAR NEW
40537Q605
166
24400
SH
SOLE
24400
0
0
HALLIBURTON CO
COM
406216101
290
6300
SH
SOLE
6300
0
0
HANESBRANDS INC
COM
410345102
2496
101300
SH
SOLE
101300
0
0
HARSCO CORP
COM
415864107
832
39800
SH
SOLE
39800
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
482
8700
SH
SOLE
8700
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
323
8600
SH
SOLE
8600
0
0
HDFC BANK LTD
ADR REPS 3 SHS
40415F101
1282
13300
SH
SOLE
13300
0
0
HEALTH INS INNOVATIONS INC
COM CL A
42225K106
363
25000
SH
SOLE
25000
0
0
HEALTHSOUTH CORP
COM NEW
421924309
468
10100
SH
SOLE
10100
0
0
HEARTLAND EXPRESS INC
COM
422347104
293
11700
SH
SOLE
11700
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
213
2200
SH
SOLE
2200
0
0
HELMERICH & PAYNE INC
COM
423452101
287
5500
SH
SOLE
5500
0
0
HENRY JACK & ASSOC INC
COM
426281101
329
3200
SH
SOLE
3200
0
0
HERITAGE CRYSTAL CLEAN INC
COM
42726M106
311
14300
SH
SOLE
14300
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
7826
350000
SH
Call
SOLE
350000
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
278
4000
SH
SOLE
4000
0
0
HIMAX TECHNOLOGIES INC
SPONSORED ADR
43289P106
803
73500
SH
SOLE
73500
0
0
HOLLYFRONTIER CORP
COM
436106108
2680
74500
SH
SOLE
74500
0
0
HOVNANIAN ENTERPRISES INC
CL A
442487203
933
483467
SH
SOLE
483467
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
29646
600000
SH
Call
SOLE
600000
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
74
1500
SH
Put
SOLE
1500
0
0
HUDSON TECHNOLOGIES INC
COM
444144109
165
21100
SH
SOLE
21100
0
0
HUMANA INC
COM
444859102
390
1600
SH
SOLE
1600
0
0
HUNT J B TRANS SVCS INC
COM
445658107
789
7100
SH
SOLE
7100
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
628
45000
SH
SOLE
45000
0
0
HURON CONSULTING GROUP INC
COM
447462102
703
20500
SH
SOLE
20500
0
0
ICICI BK LTD
ADR
45104G104
135
15800
SH
SOLE
15800
0
0
ICON PLC
SHS
G4705A100
478
4200
SH
SOLE
4200
0
0
ICONIX BRAND GROUP INC
COM
451055107
123
21600
SH
SOLE
21600
0
0
IGNYTA INC
COM
451731103
149
12100
SH
SOLE
12100
0
0
IMPAC MTG HLDGS INC
COM NEW
45254P508
359
27500
SH
SOLE
27500
0
0
INCYTE CORP
COM
45337C102
280
2400
SH
SOLE
2400
0
0
INDEPENDENCE RLTY TR INC
COM
45378A106
385
37900
SH
SOLE
37900
0
0
INOVIO PHARMACEUTICALS INC
COM NEW
45773H201
178
28100
SH
SOLE
28100
0
0
INSMED INC
COM PAR $.01
457669307
300
9600
SH
SOLE
9600
0
0
INTERNATIONAL GAME TECHNOLOG
SHS USD
G4863A108
452
18400
SH
SOLE
18400
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
397
19100
SH
SOLE
19100
0
0
INTRA CELLULAR THERAPIES INC
COM
46116X101
211
13400
SH
SOLE
13400
0
0
INTUIT
COM
461202103
384
2700
SH
SOLE
2700
0
0
INVESCO LTD
SHS
G491BT108
207
5900
SH
SOLE
5900
0
0
INVESTMENT TECHNOLOGY GRP NE
COM
46145F105
361
16300
SH
SOLE
16300
0
0
INVITAE CORP
COM
46185L103
172
18400
SH
SOLE
18400
0
0
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
107
13800
SH
SOLE
13800
0
0
IPG PHOTONICS CORP
COM
44980X109
685
3700
SH
SOLE
3700
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
243
23600
SH
SOLE
23600
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
22405
500000
SH
Put
SOLE
500000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
52307
353000
SH
Call
SOLE
353000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
52307
353000
SH
Put
SOLE
353000
0
0
ISTAR INC
COM
45031U101
591
50100
SH
SOLE
50100
0
0
J JILL INC
COM
46620W102
534
49000
SH
SOLE
49000
0
0
JAGGED PEAK ENERGY INC
COM
47009K107
239
17500
SH
SOLE
17500
0
0
JD COM INC
SPON ADR CL A
47215P106
447
11700
SH
SOLE
11700
0
0
JOHNSON OUTDOORS INC
CL A
479167108
300
4100
SH
SOLE
4100
0
0
KB HOME
COM
48666K109
1558
64600
SH
SOLE
64600
0
0
KBR INC
COM
48242W106
349
19500
SH
SOLE
19500
0
0
KEANE GROUP INC
COM
48669A108
325
19500
SH
SOLE
19500
0
0
KEYCORP NEW
COM
493267108
742
39400
SH
SOLE
39400
0
0
KEYW HLDG CORP
COM
493723100
365
48011
SH
SOLE
48011
0
0
KLA-TENCOR CORP
COM
482480100
223
2100
SH
SOLE
2100
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
2759
66400
SH
SOLE
66400
0
0
KONINKLIJKE PHILIPS N V
NY REG SH NEW
500472303
1108
26900
SH
SOLE
26900
0
0
KROGER CO
COM
501044101
1414
70500
SH
SOLE
70500
0
0
KT CORP
SPONSORED ADR
48268K101
465
33500
SH
SOLE
33500
0
0
KURA ONCOLOGY INC
COM
50127T109
212
14200
SH
SOLE
14200
0
0
LAM RESEARCH CORP
COM
512807108
740
4000
SH
SOLE
4000
0
0
LANDS END INC NEW
COM
51509F105
494
37400
SH
SOLE
37400
0
0
LANDSTAR SYS INC
COM
515098101
1415
14200
SH
SOLE
14200
0
0
LANTHEUS HLDGS INC
COM
516544103
206
11600
SH
SOLE
11600
0
0
LAS VEGAS SANDS CORP
COM
517834107
776
12100
SH
SOLE
12100
0
0
LEAR CORP
COM NEW
521865204
1644
9500
SH
SOLE
9500
0
0
LEGGETT & PLATT INC
COM
524660107
683
14300
SH
SOLE
14300
0
0
LENDINGCLUB CORP
COM
52603A109
124
20300
SH
SOLE
20300
0
0
LEUCADIA NATL CORP
COM
527288104
1015
40200
SH
SOLE
40200
0
0
LEXICON PHARMACEUTICALS INC
COM NEW
528872302
296
24100
SH
SOLE
24100
0
0
LEXINGTON REALTY TRUST
COM
529043101
329
32166
SH
SOLE
32166
0
0
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
537
40000
SH
SOLE
40000
0
0
LIBERTY INTERACTIVE CORP
LBT VEN COM A NE
53071M856
437
7600
SH
SOLE
7600
0
0
LIBERTY MEDIA CORP DELAWARE
COM SER C FRMLA
531229854
301
7900
SH
SOLE
7900
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
211
2300
SH
SOLE
2300
0
0
LITTELFUSE INC
COM
537008104
431
2200
SH
SOLE
2200
0
0
LKQ CORP
COM
501889208
274
7600
SH
SOLE
7600
0
0
LOUISIANA PAC CORP
COM
546347105
582
21500
SH
SOLE
21500
0
0
LOWES COS INC
COM
548661107
3038
38000
SH
SOLE
38000
0
0
LUMBER LIQUIDATORS HLDGS INC
COM
55003T107
370
9500
SH
SOLE
9500
0
0
LUMINEX CORP DEL
COM
55027E102
317
15600
SH
SOLE
15600
0
0
LYON WILLIAM HOMES
CL A NEW
552074700
246
10700
SH
SOLE
10700
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
386
3900
SH
SOLE
3900
0
0
M & T BK CORP
COM
55261F104
564
3500
SH
SOLE
3500
0
0
MACROGENICS INC
COM
556099109
205
11100
SH
SOLE
11100
0
0
MACYS INC
COM
55616P104
362
16600
SH
SOLE
16600
0
0
MADRIGAL PHARMACEUTICALS INC
COM
558868105
247
5500
SH
SOLE
5500
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
216
2500
SH
SOLE
2500
0
0
MAIDEN HOLDINGS LTD
SHS
G5753U112
313
39400
SH
SOLE
39400
0
0
MALIBU BOATS INC
COM CL A
56117J100
212
6700
SH
SOLE
6700
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
949
25400
SH
SOLE
25400
0
0
MARATHON PETE CORP
COM
56585A102
757
13500
SH
SOLE
13500
0
0
MARCUS & MILLICHAP INC
COM
566324109
399
14800
SH
SOLE
14800
0
0
MARINUS PHARMACEUTICALS INC
COM
56854Q101
265
45100
SH
SOLE
45100
0
0
MATCH GROUP INC
COM
57665R106
397
17100
SH
SOLE
17100
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
448
9400
SH
SOLE
9400
0
0
MAXIMUS INC
COM
577933104
284
4400
SH
SOLE
4400
0
0
MBIA INC
COM
55262C100
289
33200
SH
SOLE
33200
0
0
MCDONALDS CORP
COM
580135101
658
4200
SH
SOLE
4200
0
0
MDC PARTNERS INC
CL A SUB VTG
552697104
372
33800
SH
SOLE
33800
0
0
MELCO RESORT ENTERTAINMENT L
ADR
585464100
658
27300
SH
SOLE
27300
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
2311
48300
SH
SOLE
48300
0
0
MICRON TECHNOLOGY INC
COM
595112103
3768
95800
SH
SOLE
95800
0
0
MID AMER APT CMNTYS INC
COM
59522J103
438
4100
SH
SOLE
4100
0
0
MINERVA NEUROSCIENCES INC
COM
603380106
106
13900
SH
SOLE
13900
0
0
MITEK SYS INC
COM NEW
606710200
250
26300
SH
SOLE
26300
0
0
MITEL NETWORKS CORP
COM
60671Q104
406
48400
SH
SOLE
48400
0
0
MITSUBISHI UFJ FINL GROUP IN
SPONSORED ADR
606822104
381
59100
SH
SOLE
59100
0
0
MKS INSTRUMENT INC
COM
55306N104
510
5400
SH
SOLE
5400
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
428
41000
SH
SOLE
41000
0
0
MODINE MFG CO
COM
607828100
206
10700
SH
SOLE
10700
0
0
MOELIS & CO
CL A
60786M105
530
12300
SH
SOLE
12300
0
0
MOMO INC
ADR
60879B107
564
18000
SH
SOLE
18000
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
376
6800
SH
SOLE
6800
0
0
MOODYS CORP
COM
615369105
752
5400
SH
SOLE
5400
0
0
MSG NETWORK INC
CL A
553573106
233
11000
SH
SOLE
11000
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
259
20200
SH
SOLE
20200
0
0
MURPHY OIL CORP
COM
626717102
385
14500
SH
SOLE
14500
0
0
NASDAQ INC
COM
631103108
450
5800
SH
SOLE
5800
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
430
22500
SH
SOLE
22500
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
204
5700
SH
SOLE
5700
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
487
11700
SH
SOLE
11700
0
0
NAVIENT CORPORATION
COM
63938C108
165
11000
SH
SOLE
11000
0
0
NETAPP INC
COM
64110D104
512
11700
SH
SOLE
11700
0
0
NETFLIX INC
COM
64110L106
671
3700
SH
SOLE
3700
0
0
NEW RELIC INC
COM
64829B100
269
5400
SH
SOLE
5400
0
0
NEWLINK GENETICS CORP
COM
651511107
383
37600
SH
SOLE
37600
0
0
NEWMONT MINING CORP
COM
651639106
454
12100
SH
SOLE
12100
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
372
37200
SH
SOLE
37200
0
0
NEWS CORP NEW
CL A
65249B109
414
31229
SH
SOLE
31229
0
0
NEWS CORP NEW
CL B
65249B208
347
25400
SH
SOLE
25400
0
0
NEXEO SOLUTIONS INC
COM SHS
65342H102
82
11200
SH
SOLE
11200
0
0
NEXSTAR MEDIA GROUP INC
CL A
65336K103
484
7768
SH
SOLE
7768
0
0
NMI HLDGS INC
CL A
629209305
193
15600
SH
SOLE
15600
0
0
NOBLE CORP PLC
SHS USD
G65431101
190
41400
SH
SOLE
41400
0
0
NOBLE ENERGY INC
COM
655044105
451
15900
SH
SOLE
15900
0
0
NOMAD FOODS LTD
USD ORD SHS
G6564A105
204
14000
SH
SOLE
14000
0
0
NORDSON CORP
COM
655663102
652
5500
SH
SOLE
5500
0
0
NORFOLK SOUTHERN CORP
COM
655844108
595
4500
SH
SOLE
4500
0
0
NOVA MEASURING INSTRUMENTS L
COM
M7516K103
663
23600
SH
SOLE
23600
0
0
NOVO-NORDISK A S
ADR
670100205
221
4600
SH
SOLE
4600
0
0
NOW INC
COM
67011P100
261
18900
SH
SOLE
18900
0
0
NRG ENERGY INC
COM NEW
629377508
991
38720
SH
SOLE
38720
0
0
NUTRI SYS INC NEW
COM
67069D108
1683
30100
SH
SOLE
30100
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
2606
12100
SH
SOLE
12100
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
225
3500
SH
SOLE
3500
0
0
OFG BANCORP
COM
67103X102
116
12700
SH
SOLE
12700
0
0
OKTA INC
CL A
679295105
276
9800
SH
SOLE
9800
0
0
ON SEMICONDUCTOR CORP
COM
682189105
837
45300
SH
SOLE
45300
0
0
ORACLE CORP
COM
68389X105
890
18400
SH
SOLE
18400
0
0
OSHKOSH CORP
COM
688239201
421
5100
SH
SOLE
5100
0
0
OXFORD INDS INC
COM
691497309
515
8100
SH
SOLE
8100
0
0
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
488
7500
SH
SOLE
7500
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
426
20500
SH
SOLE
20500
0
0
PATTERSON UTI ENERGY INC
COM
703481101
207
9900
SH
SOLE
9900
0
0
PAYCHEX INC
COM
704326107
552
9200
SH
SOLE
9200
0
0
PAYPAL HLDGS INC
COM
70450Y103
410
6400
SH
SOLE
6400
0
0
PBF ENERGY INC
CL A
69318G106
1538
55700
SH
SOLE
55700
0
0
PEBBLEBROOK HOTEL TR
COM
70509V100
481
13300
SH
SOLE
13300
0
0
PENN NATL GAMING INC
COM
707569109
391
16700
SH
SOLE
16700
0
0
PENNYMAC FINL SVCS INC
CL A
70932B101
1768
99300
SH
SOLE
99300
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
243
5100
SH
SOLE
5100
0
0
PENTAIR PLC
SHS
G7S00T104
401
5900
SH
SOLE
5900
0
0
PEPSICO INC
COM
713448108
245
2200
SH
SOLE
2200
0
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
753
78000
SH
SOLE
78000
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
441
43900
SH
SOLE
43900
0
0
PHILLIPS 66
COM
718546104
1319
14400
SH
SOLE
14400
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
294
14600
SH
SOLE
14600
0
0
PIER 1 IMPORTS INC
COM
720279108
453
108200
SH
SOLE
108200
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
250
8800
SH
SOLE
8800
0
0
PIXELWORKS INC
COM NEW
72581M305
57
12100
SH
SOLE
12100
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
345
30900
SH
SOLE
30900
0
0
PNM RES INC
COM
69349H107
282
7000
SH
SOLE
7000
0
0
POOL CORPORATION
COM
73278L105
260
2400
SH
SOLE
2400
0
0
POPULAR INC
COM NEW
733174700
410
11400
SH
SOLE
11400
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
607
13300
SH
SOLE
13300
0
0
POST HLDGS INC
COM
737446104
847
9600
SH
SOLE
9600
0
0
POTLATCH CORP NEW
COM
737630103
245
4800
SH
SOLE
4800
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
26181
180000
SH
Put
SOLE
180000
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
655
8600
SH
SOLE
8600
0
0
PRESTIGE BRANDS HLDGS INC
COM
74112D101
676
13500
SH
SOLE
13500
0
0
PRICE T ROWE GROUP INC
COM
74144T108
2466
27200
SH
SOLE
27200
0
0
PRIMORIS SVCS CORP
COM
74164F103
565
19200
SH
SOLE
19200
0
0
PROCTER AND GAMBLE CO
COM
742718109
291
3200
SH
SOLE
3200
0
0
PROGRESS SOFTWARE CORP
COM
743312100
267
7000
SH
SOLE
7000
0
0
PROPETRO HLDG CORP
COM
74347M108
271
18900
SH
SOLE
18900
0
0
PROSPERITY BANCSHARES INC
COM
743606105
256
3900
SH
SOLE
3900
0
0
PRUDENTIAL PLC
ADR
74435K204
254
5300
SH
SOLE
5300
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
334
2500
SH
SOLE
2500
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
287
6200
SH
SOLE
6200
0
0
PUMA BIOTECHNOLOGY INC
COM
74587V107
527
4400
SH
SOLE
4400
0
0
RADIAN GROUP INC
COM
750236101
278
14900
SH
SOLE
14900
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
708
8400
SH
SOLE
8400
0
0
RAYONIER ADVANCED MATLS INC
COM
75508B104
385
28100
SH
SOLE
28100
0
0
REALOGY HLDGS CORP
COM
75605Y106
639
19400
SH
SOLE
19400
0
0
RED HAT INC
COM
756577102
366
3300
SH
SOLE
3300
0
0
REGAL ENTMT GROUP
CL A
758766109
368
23000
SH
SOLE
23000
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
197
16200
SH
SOLE
16200
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
894
14000
SH
SOLE
14000
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
315
24000
SH
SOLE
24000
0
0
RLJ LODGING TR
COM
74965L101
277
12600
SH
SOLE
12600
0
0
ROYAL BK SCOTLAND GROUP PLC
SPONS ADR 2 ORD
780097689
107
14700
SH
SOLE
14700
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
1138
18200
SH
SOLE
18200
0
0
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
1309
21600
SH
SOLE
21600
0
0
RPC INC
COM
749660106
466
18800
SH
SOLE
18800
0
0
RPX CORP
COM
74972G103
238
17900
SH
SOLE
17900
0
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
350
13300
SH
SOLE
13300
0
0
RUSH ENTERPRISES INC
CL A
781846209
208
4500
SH
SOLE
4500
0
0
RYDER SYS INC
COM
783549108
659
7800
SH
SOLE
7800
0
0
SALESFORCE COM INC
COM
79466L302
794
8500
SH
SOLE
8500
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
262
13400
SH
SOLE
13400
0
0
SANDERSON FARMS INC
COM
800013104
339
2100
SH
SOLE
2100
0
0
SANGAMO THERAPEUTICS INC
COM
800677106
192
12800
SH
SOLE
12800
0
0
SCHNITZER STL INDS
CL A
806882106
842
29900
SH
SOLE
29900
0
0
SCHULMAN A INC
COM
808194104
604
17700
SH
SOLE
17700
0
0
SCORPIO BULKERS INC
COM
Y7546A122
620
88000
SH
SOLE
88000
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
360
3700
SH
SOLE
3700
0
0
SEACOR MARINE HLDGS INC
COM
78413P101
169
10800
SH
SOLE
10800
0
0
SEALED AIR CORP NEW
COM
81211K100
256
6000
SH
SOLE
6000
0
0
SEI INVESTMENTS CO
COM
784117103
678
11100
SH
SOLE
11100
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
766
16400
SH
SOLE
16400
0
0
SHAKE SHACK INC
CL A
819047101
1339
40300
SH
SOLE
40300
0
0
SHILOH INDS INC
COM
824543102
208
20000
SH
SOLE
20000
0
0
SHIRE PLC
SPONSORED ADR
82481R106
475
3100
SH
SOLE
3100
0
0
SIBANYE STILLWATER
SPONSORED ADR
825724206
193
43200
SH
SOLE
43200
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
1637
24600
SH
SOLE
24600
0
0
SINA CORP
ORD
G81477104
413
3600
SH
SOLE
3600
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
202
6300
SH
SOLE
6300
0
0
SITO MOBILE LTD
COM NEW
82988R203
79
11000
SH
SOLE
11000
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
2742
45000
SH
SOLE
45000
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
285
2800
SH
SOLE
2800
0
0
SLM CORP
COM
78442P106
182
15900
SH
SOLE
15900
0
0
SM ENERGY CO
COM
78454L100
667
37572
SH
SOLE
37572
0
0
SMART & FINAL STORES INC
COM
83190B101
339
43200
SH
SOLE
43200
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
1197
21500
SH
SOLE
21500
0
0
SODASTREAM INTERNATIONAL LTD
USD SHS
M9068E105
385
5800
SH
SOLE
5800
0
0
SOLARIS OILFIELD INFRSTR INC
COM CL A
83418M103
261
15000
SH
SOLE
15000
0
0
SONOCO PRODS CO
COM
835495102
434
8600
SH
SOLE
8600
0
0
SOUTHERN CO
COM
842587107
226
4600
SH
SOLE
4600
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
106
17300
SH
SOLE
17300
0
0
SP PLUS CORP
COM
78469C103
454
11500
SH
SOLE
11500
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
3414
13591
SH
SOLE
13591
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
50246
200000
SH
Call
SOLE
200000
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
221
15700
SH
SOLE
15700
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
2246
28900
SH
SOLE
28900
0
0
SRC ENERGY INC
COM
78470V108
196
20300
SH
SOLE
20300
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
418
10400
SH
SOLE
10400
0
0
ST JOE CO
COM
790148100
296
15700
SH
SOLE
15700
0
0
STAR BULK CARRIERS CORP
SHS PAR
Y8162K204
155
16000
SH
SOLE
16000
0
0
STATE STR CORP
COM
857477103
220
2300
SH
SOLE
2300
0
0
STONE ENERGY CORP
COM PAR
861642403
526
18100
SH
SOLE
18100
0
0
STORE CAP CORP
COM
862121100
662
26600
SH
SOLE
26600
0
0
SUMITOMO MITSUI FINL GROUP I
SPONSORED ADR
86562M209
119
15400
SH
SOLE
15400
0
0
SUNCOKE ENERGY INC
COM
86722A103
180
19700
SH
SOLE
19700
0
0
SUNRUN INC
COM
86771W105
109
19600
SH
SOLE
19600
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
302
18800
SH
SOLE
18800
0
0
SYMANTEC CORP
COM
871503108
302
9200
SH
SOLE
9200
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
123
13200
SH
SOLE
13200
0
0
SYNNEX CORP
COM
87162W100
620
4900
SH
SOLE
4900
0
0
SYNOPSYS INC
COM
871607107
362
4500
SH
SOLE
4500
0
0
SYNTEL INC
COM
87162H103
466
23700
SH
SOLE
23700
0
0
SYROS PHARMACEUTICALS INC
COM
87184Q107
227
15400
SH
SOLE
15400
0
0
SYSTEMAX INC
COM
871851101
293
11100
SH
SOLE
11100
0
0
TABLEAU SOFTWARE INC
CL A
87336U105
1273
17000
SH
SOLE
17000
0
0
TAILORED BRANDS INC
COM
87403A107
1998
138400
SH
SOLE
138400
0
0
TARGET CORP
COM
87612E106
295
5000
SH
SOLE
5000
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
299
3600
SH
SOLE
3600
0
0
TECH DATA CORP
COM
878237106
764
8600
SH
SOLE
8600
0
0
TELECOM ARGENTINA S A
SPON ADR REP B
879273209
537
17400
SH
SOLE
17400
0
0
TELEFONICA S A
SPONSORED ADR
879382208
197
18300
SH
SOLE
18300
0
0
TELIGENT INC NEW
COM
87960W104
154
22900
SH
SOLE
22900
0
0
TEREX CORP NEW
COM
880779103
486
10800
SH
SOLE
10800
0
0
TERNIUM SA
SPON ADR
880890108
356
11500
SH
SOLE
11500
0
0
TETRAPHASE PHARMACEUTICALS I
COM
88165N105
141
20600
SH
SOLE
20600
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
327
18600
SH
SOLE
18600
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
635
7400
SH
SOLE
7400
0
0
TEXAS ROADHOUSE INC
COM
882681109
516
10500
SH
SOLE
10500
0
0
THE TRADE DESK INC
COM CL A
88339J105
486
7900
SH
SOLE
7900
0
0
THOR INDS INC
COM
885160101
2556
20300
SH
SOLE
20300
0
0
TIER REIT INC
COM NEW
88650V208
293
15200
SH
SOLE
15200
0
0
TJX COS INC NEW
COM
872540109
1224
16600
SH
SOLE
16600
0
0
TOLL BROTHERS INC
COM
889478103
444
10700
SH
SOLE
10700
0
0
TOPBUILD CORP
COM
89055F103
398
6100
SH
SOLE
6100
0
0
TOWER INTL INC
COM
891826109
228
8400
SH
SOLE
8400
0
0
TRACTOR SUPPLY CO
COM
892356106
272
4300
SH
SOLE
4300
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
2311
214800
SH
SOLE
214800
0
0
TRANSUNION
COM
89400J107
510
10800
SH
SOLE
10800
0
0
TRAVELERS COMPANIES INC
COM
89417E109
662
5400
SH
SOLE
5400
0
0
TREEHOUSE FOODS INC
COM
89469A104
291
4300
SH
SOLE
4300
0
0
TRINITY INDS INC
COM
896522109
262
8200
SH
SOLE
8200
0
0
TRUECAR INC
COM
89785L107
227
14400
SH
SOLE
14400
0
0
TUNIU CORP
SPONSORED ADS CL
89977P106
124
15900
SH
SOLE
15900
0
0
TUPPERWARE BRANDS CORP
COM
899896104
260
4200
SH
SOLE
4200
0
0
TURKCELL ILETISIM HIZMETLERI
SPON ADR NEW
900111204
280
31700
SH
SOLE
31700
0
0
TYLER TECHNOLOGIES INC
COM
902252105
366
2100
SH
SOLE
2100
0
0
TYSON FOODS INC
CL A
902494103
472
6700
SH
SOLE
6700
0
0
U S SILICA HLDGS INC
COM
90346E103
1215
39100
SH
SOLE
39100
0
0
ULTA BEAUTY INC
COM
90384S303
2916
12900
SH
SOLE
12900
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
282
9200
SH
SOLE
9200
0
0
UNISYS CORP
COM NEW
909214306
666
78400
SH
SOLE
78400
0
0
UNITED CONTL HLDGS INC
COM
910047109
1948
32000
SH
SOLE
32000
0
0
UNITED NAT FOODS INC
COM
911163103
445
10700
SH
SOLE
10700
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
470
2400
SH
SOLE
2400
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
206
1600
SH
SOLE
1600
0
0
UNIVERSAL FST PRODS INC
COM
913543104
1080
11000
SH
SOLE
11000
0
0
US FOODS HLDG CORP
COM
912008109
451
16900
SH
SOLE
16900
0
0
USANA HEALTH SCIENCES INC
COM
90328M107
329
5700
SH
SOLE
5700
0
0
VALE S A
ADR
91912E105
298
29600
SH
SOLE
29600
0
0
VALE S A
ADR REPSTG PFD
91912E204
740
79100
SH
SOLE
79100
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
1839
23900
SH
SOLE
23900
0
0
VARIAN MED SYS INC
COM
92220P105
430
4300
SH
SOLE
4300
0
0
VASCO DATA SEC INTL INC
COM
92230Y104
140
11600
SH
SOLE
11600
0
0
VEEVA SYS INC
CL A COM
922475108
248
4400
SH
SOLE
4400
0
0
VERASTEM INC
COM
92337C104
117
24900
SH
SOLE
24900
0
0
VEREIT INC
COM
92339V100
99
11900
SH
SOLE
11900
0
0
VERIFONE SYS INC
COM
92342Y109
406
20000
SH
SOLE
20000
0
0
VERITONE INC
COM
92347M100
368
8100
SH
SOLE
8100
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
289
1900
SH
SOLE
1900
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
276
14700
SH
SOLE
14700
0
0
VITAMIN SHOPPE INC
COM
92849E101
157
29300
SH
SOLE
29300
0
0
VMWARE INC
CL A COM
928563402
1485
13600
SH
SOLE
13600
0
0
VOYA FINL INC
COM
929089100
746
18700
SH
SOLE
18700
0
0
WABCO HLDGS INC
COM
92927K102
1095
7400
SH
SOLE
7400
0
0
WAGEWORKS INC
COM
930427109
486
8000
SH
SOLE
8000
0
0
WASHINGTON PRIME GROUP NEW
COM
93964W108
282
33800
SH
SOLE
33800
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
123
26800
SH
SOLE
26800
0
0
WENDYS CO
COM
95058W100
439
28300
SH
SOLE
28300
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
539
5600
SH
SOLE
5600
0
0
WESTERN DIGITAL CORP
COM
958102105
933
10800
SH
SOLE
10800
0
0
WESTLAKE CHEM CORP
COM
960413102
449
5400
SH
SOLE
5400
0
0
WEYERHAEUSER CO
COM
962166104
214
6300
SH
SOLE
6300
0
0
WILLDAN GROUP INC
COM
96924N100
211
6500
SH
SOLE
6500
0
0
WILLIAMS SONOMA INC
COM
969904101
2563
51400
SH
SOLE
51400
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
524
3400
SH
SOLE
3400
0
0
WINGSTOP INC
COM
974155103
878
26400
SH
SOLE
26400
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
589
20400
SH
SOLE
20400
0
0
WORKDAY INC
CL A
98138H101
653
6200
SH
SOLE
6200
0
0
WYNN RESORTS LTD
COM
983134107
506
3400
SH
SOLE
3400
0
0
XENIA HOTELS & RESORTS INC
COM
984017103
223
10600
SH
SOLE
10600
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
673
48800
SH
SOLE
48800
0
0
YUM BRANDS INC
COM
988498101
361
4900
SH
SOLE
4900
0
0
ZAGG INC
COM
98884U108
473
30000
SH
SOLE
30000
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
282
2600
SH
SOLE
2600
0
0
ZOES KITCHEN INC
COM
98979J109
428
33900
SH
SOLE
33900
0
0
ZOGENIX INC
COM NEW
98978L204
894
25500
SH
SOLE
25500
0
0
ZTO EXPRESS CAYMAN INC
SPONSORED ADR
98980A105
232
16500
SH
SOLE
16500
0
0