0001454027-17-000002.txt : 20170214
0001454027-17-000002.hdr.sgml : 20170214
20170214160700
ACCESSION NUMBER: 0001454027-17-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170214
DATE AS OF CHANGE: 20170214
EFFECTIVENESS DATE: 20170214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Verition Fund Management LLC
CENTRAL INDEX KEY: 0001454027
IRS NUMBER: 262472334
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13309
FILM NUMBER: 17608662
BUSINESS ADDRESS:
STREET 1: ONE AMERICAN LANE
CITY: GREENWICH
STATE: CT
ZIP: 06831
BUSINESS PHONE: 203-742-7740
MAIL ADDRESS:
STREET 1: ONE AMERICAN LANE
CITY: GREENWICH
STATE: CT
ZIP: 06831
FORMER COMPANY:
FORMER CONFORMED NAME: Verition Fund Managegment LLC
DATE OF NAME CHANGE: 20090114
13F-HR
1
primary_doc.xml
13F-HR
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false
false
false
0001454027
XXXXXXXX
12-31-2016
12-31-2016
Verition Fund Management LLC
ONE AMERICAN LANE
GREENWICH
CT
06831
13F HOLDINGS REPORT
028-13309
N
Ted Hagan
CFO
203-742-7740
/s/ Ted Hagan
Greenwich
CT
02-14-2017
0
1133
1159483
false
INFORMATION TABLE
2
13FQ416.xml
13FQ42016
2U INC
COM
90214J101
301
9967
SH
SOLE
9967
0
0
3M CO
COM
88579Y101
237
1329
SH
SOLE
1329
0
0
51JOB INC
NOTE 3.250% 4/1
316827AC8
7398
7000000
PRN
SOLE
7000000
0
0
58 COM INC
SPON ADR REP A
31680Q104
311
11100
SH
SOLE
11100
0
0
A10 NETWORKS INC
COM
002121101
105
12636
SH
SOLE
12636
0
0
AAR CORP
COM
000361105
264
8000
SH
SOLE
8000
0
0
ABBOTT LABS
COM
002824100
715
18623
SH
SOLE
18623
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
137
11376
SH
SOLE
11376
0
0
ABM INDS INC
COM
000957100
1239
30346
SH
SOLE
30346
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
610
18444
SH
SOLE
18444
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
1369
11692
SH
SOLE
11692
0
0
ACCO BRANDS CORP
COM
00081T108
138
10560
SH
SOLE
10560
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
433
11979
SH
SOLE
11979
0
0
ADOBE SYS INC
COM
00724F101
2252
21870
SH
SOLE
21870
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
1141
11100
SH
Put
SOLE
11100
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
1110
10800
SH
Call
SOLE
10800
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
508
3003
SH
SOLE
3003
0
0
ADVANCED ENERGY INDS
COM
007973100
346
6312
SH
SOLE
6312
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
136
12000
SH
SOLE
12000
0
0
ADVANCED SEMICONDUCTOR ENGR
SPONSORED ADR
00756M404
106
21036
SH
SOLE
21036
0
0
ADVANCEPIERRE FOODS HLDGS IN
COM
00782L107
293
9847
SH
SOLE
9847
0
0
AEGON N V
NY REGISTRY SH
007924103
69
12500
SH
SOLE
12500
0
0
AERCAP HOLDINGS NV
SHS
N00985106
372
8936
SH
SOLE
8936
0
0
AES CORP
COM
00130H105
275
23656
SH
SOLE
23656
0
0
AETNA INC NEW
COM
00817Y108
910
7341
SH
SOLE
7341
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
494
3400
SH
SOLE
3400
0
0
AFLAC INC
COM
001055102
278
4000
SH
Put
SOLE
4000
0
0
AFLAC INC
COM
001055102
1141
16400
SH
Call
SOLE
16400
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
750
16461
SH
SOLE
16461
0
0
AIR PRODS & CHEMS INC
COM
009158106
3903
27139
SH
SOLE
27139
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
997
14947
SH
SOLE
14947
0
0
ALASKA AIR GROUP INC
COM
011659109
490
5525
SH
SOLE
5525
0
0
ALBEMARLE CORP
COM
012653101
1752
20351
SH
SOLE
20351
0
0
ALCOA CORP
COM
013872106
266
9480
SH
SOLE
9480
0
0
ALKERMES PLC
SHS
G01767105
309
5558
SH
SOLE
5558
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
546
8537
SH
SOLE
8537
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
1446
42923
SH
SOLE
42923
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
715
69987
SH
SOLE
69987
0
0
ALLSTATE CORP
COM
020002101
2150
29002
SH
SOLE
29002
0
0
ALON USA ENERGY INC
COM
020520102
311
27330
SH
SOLE
27330
0
0
ALPHABET INC
CAP STK CL A
02079K305
1506
1900
SH
SOLE
1900
0
0
ALTRIA GROUP INC
COM
02209S103
848
12538
SH
SOLE
12538
0
0
AMARIN CORP PLC
SPONS ADR NEW
023111206
31
10000
SH
SOLE
10000
0
0
AMAZON COM INC
COM
023135106
382
510
SH
SOLE
510
0
0
AMC NETWORKS INC
CL A
00164V103
396
7558
SH
SOLE
7558
0
0
AMDOCS LTD
SHS
G02602103
1538
26395
SH
SOLE
26395
0
0
AMEDISYS INC
COM
023436108
311
7294
SH
SOLE
7294
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1328
28452
SH
SOLE
28452
0
0
AMERICAN ELEC PWR INC
COM
025537101
8322
132181
SH
SOLE
132181
0
0
AMERICAN HOMES 4 RENT
CL A
02665T306
334
15915
SH
SOLE
15915
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
627
9598
SH
SOLE
9598
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
1893
17913
SH
SOLE
17913
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
1610
22243
SH
SOLE
22243
0
0
AMERICAN WOODMARK CORP
COM
030506109
329
4374
SH
SOLE
4374
0
0
AMERIPRISE FINL INC
COM
03076C106
891
8030
SH
SOLE
8030
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
272
3475
SH
SOLE
3475
0
0
AMETEK INC NEW
COM
031100100
1100
22642
SH
SOLE
22642
0
0
AMGEN INC
COM
031162100
554
3792
SH
SOLE
3792
0
0
JPMORGAN CHASE & CO
ALERIAN ML ETN
46625H365
316
10000
SH
Call
SOLE
10000
0
0
AMKOR TECHNOLOGY INC
COM
031652100
230
21833
SH
SOLE
21833
0
0
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
227
12299
SH
SOLE
12299
0
0
AMPHENOL CORP NEW
CL A
032095101
608
9045
SH
SOLE
9045
0
0
ANADARKO PETE CORP
COM
032511107
2328
33390
SH
SOLE
33390
0
0
ANALOG DEVICES INC
COM
032654105
1273
17532
SH
SOLE
17532
0
0
ANGLOGOLD ASHANTI LTD
SPONSORED ADR
035128206
353
33633
SH
SOLE
33633
0
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
438
4152
SH
SOLE
4152
0
0
ANTERO RES CORP
COM
03674X106
357
15100
SH
SOLE
15100
0
0
ANTHEM INC
COM
036752103
4881
33947
SH
SOLE
33947
0
0
ANTHEM INC
COM
036752103
604
4200
SH
Put
SOLE
4200
0
0
AON PLC
SHS CL A
G0408V102
1054
9450
SH
SOLE
9450
0
0
APACHE CORP
COM
037411105
730
11500
SH
SOLE
11500
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
380
8366
SH
SOLE
8366
0
0
AIR PRODS & CHEMS INC
COM
009158106
1079
7500
SH
Put
SOLE
7500
0
0
AIR PRODS & CHEMS INC
COM
009158106
575
4000
SH
Call
SOLE
4000
0
0
APOLLO ED GROUP INC
CL A
037604105
189
19096
SH
SOLE
19096
0
0
APOLLO INVT CORP
COM
03761U106
195
33345
SH
SOLE
33345
0
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
661
11120
SH
SOLE
11120
0
0
APPLIED MATLS INC
COM
038222105
1119
34690
SH
SOLE
34690
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
722
8364
SH
SOLE
8364
0
0
ARCH COAL INC
CL A
039380407
201
2577
SH
SOLE
2577
0
0
ARCHROCK INC
COM
03957W106
157
11920
SH
SOLE
11920
0
0
ARCOS DORADOS HOLDINGS INC
SHS CLASS -A -
G0457F107
102
18820
SH
SOLE
18820
0
0
ARGO GROUP INTL HLDGS LTD
COM
G0464B107
425
6455
SH
SOLE
6455
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
637
12261
SH
SOLE
12261
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
1100
17831
SH
SOLE
17831
0
0
ASSURED GUARANTY LTD
COM
G0585R106
321
8489
SH
SOLE
8489
0
0
AT&T INC
COM
00206R102
439
10322
SH
SOLE
10322
0
0
ATHENAHEALTH INC
COM
04685W103
437
4158
SH
SOLE
4158
0
0
ATLANTIC PWR CORP
COM NEW
04878Q863
1250
500004
SH
SOLE
500004
0
0
ATMOS ENERGY CORP
COM
049560105
3385
45651
SH
SOLE
45651
0
0
AUDIOCODES LTD
ORD
M15342104
84
13300
SH
SOLE
13300
0
0
AUTODESK INC
COM
052769106
370
4999
SH
SOLE
4999
0
0
AUTONATION INC
COM
05329W102
672
13813
SH
SOLE
13813
0
0
AUTOZONE INC
COM
053332102
693
878
SH
SOLE
878
0
0
AVALONBAY CMNTYS INC
COM
053484101
335
1891
SH
SOLE
1891
0
0
AVANGRID INC
COM
05351W103
471
12422
SH
SOLE
12422
0
0
AVERY DENNISON CORP
COM
053611109
735
10464
SH
SOLE
10464
0
0
AVINO SILVER & GOLD MINES LT
COM
053906103
807
589213
SH
SOLE
589213
0
0
AVNET INC
COM
053807103
2071
43500
SH
SOLE
43500
0
0
B2GOLD CORP
NOTE 3.250%10/0
11777QAB6
841
837000
PRN
SOLE
837000
0
0
BAKER HUGHES INC
COM
057224107
221
3409
SH
SOLE
3409
0
0
BANCO BRADESCO S A
SP ADR PFD NEW
059460303
254
29160
SH
SOLE
29160
0
0
BANCO MACRO SA
SPON ADR B
05961W105
225
3500
SH
SOLE
3500
0
0
BANCO SANTANDER CHILE NEW
SP ADR REP COM
05965X109
322
14723
SH
SOLE
14723
0
0
BANCORPSOUTH INC
COM
059692103
201
6479
SH
SOLE
6479
0
0
BANK AMER CORP
COM
060505104
1280
57902
SH
SOLE
57902
0
0
BANK HAWAII CORP
COM
062540109
361
4065
SH
SOLE
4065
0
0
BANK NEW YORK MELLON CORP
COM
064058100
1072
22616
SH
SOLE
22616
0
0
BANK N S HALIFAX
COM
064149107
485
8714
SH
SOLE
8714
0
0
BANKRATE INC DEL
COM
06647F102
162
14689
SH
SOLE
14689
0
0
BANKUNITED INC
COM
06652K103
457
12120
SH
SOLE
12120
0
0
BARCLAYS PLC
ADR
06738E204
550
49964
SH
SOLE
49964
0
0
BATS GLOBAL MKTS INC
COM
05491G109
215
6418
SH
SOLE
6418
0
0
BAXTER INTL INC
COM
071813109
592
13348
SH
SOLE
13348
0
0
BAZAARVOICE INC
COM
073271108
55
11401
SH
SOLE
11401
0
0
BCE INC
COM NEW
05534B760
914
21142
SH
SOLE
21142
0
0
BEACON ROOFING SUPPLY INC
COM
073685109
605
13139
SH
SOLE
13139
0
0
BECTON DICKINSON & CO
COM
075887109
1589
9600
SH
SOLE
9600
0
0
BED BATH & BEYOND INC
COM
075896100
500
12304
SH
SOLE
12304
0
0
BELDEN INC
COM
077454106
258
3455
SH
SOLE
3455
0
0
BEMIS INC
COM
081437105
656
13728
SH
SOLE
13728
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
1224
25111
SH
SOLE
25111
0
0
BEST BUY INC
COM
086516101
860
20151
SH
SOLE
20151
0
0
BGC PARTNERS INC
CL A
05541T101
154
15102
SH
SOLE
15102
0
0
BIG LOTS INC
COM
089302103
578
11514
SH
SOLE
11514
0
0
BIOGEN INC
COM
09062X103
2912
10267
SH
SOLE
10267
0
0
BLACK KNIGHT FINL SVCS INC
CL A
09214X100
245
6476
SH
SOLE
6476
0
0
BLACKROCK CAPITAL INVESTMENT
COM
092533108
109
15600
SH
SOLE
15600
0
0
BLACKROCK INC
COM
09247X101
617
1622
SH
SOLE
1622
0
0
BLOOMIN BRANDS INC
COM
094235108
319
17708
SH
SOLE
17708
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
1471
40774
SH
SOLE
40774
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
644
29776
SH
SOLE
29776
0
0
BP PLC
SPONSORED ADR
055622104
316
8457
SH
SOLE
8457
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
401
24301
SH
SOLE
24301
0
0
BRINKER INTL INC
COM
109641100
432
8717
SH
SOLE
8717
0
0
BRINKS CO
COM
109696104
447
10840
SH
SOLE
10840
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
1031
17642
SH
SOLE
17642
0
0
BRISTOW GROUP INC
COM
110394103
341
16673
SH
SOLE
16673
0
0
BRITISH AMERN TOB PLC
SPONSORED ADR
110448107
322
2860
SH
SOLE
2860
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
1195
48955
SH
SOLE
48955
0
0
BROOKDALE SR LIVING INC
COM
112463104
462
37236
SH
SOLE
37236
0
0
BROOKS AUTOMATION INC
COM
114340102
328
19193
SH
SOLE
19193
0
0
BROWN FORMAN CORP
CL B
115637209
262
5842
SH
SOLE
5842
0
0
BRUKER CORP
COM
116794108
315
14874
SH
SOLE
14874
0
0
BUFFALO WILD WINGS INC
COM
119848109
537
3480
SH
SOLE
3480
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
237
21644
SH
SOLE
21644
0
0
BURLINGTON STORES INC
COM
122017106
365
4302
SH
SOLE
4302
0
0
BWX TECHNOLOGIES INC
COM
05605H100
420
10575
SH
SOLE
10575
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
377
5147
SH
SOLE
5147
0
0
CA INC
COM
12673P105
2329
73303
SH
SOLE
73303
0
0
CABOT CORP
COM
127055101
514
10172
SH
SOLE
10172
0
0
CACI INTL INC
CL A
127190304
734
5907
SH
SOLE
5907
0
0
CALATLANTIC GROUP INC
COM
128195104
384
11291
SH
SOLE
11291
0
0
CALERES INC
COM
129500104
332
10121
SH
SOLE
10121
0
0
CALLAWAY GOLF CO
COM
131193104
120
10928
SH
SOLE
10928
0
0
CALPINE CORP
COM NEW
131347304
942
82431
SH
SOLE
82431
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
562
6690
SH
SOLE
6690
0
0
CAMECO CORP
COM
13321L108
358
34150
SH
SOLE
34150
0
0
CDN IMPERIAL BK COMM TORONTO
COM
136069101
429
5257
SH
SOLE
5257
0
0
CANADIAN PAC RY LTD
COM
13645T100
1108
7761
SH
SOLE
7761
0
0
CANTEL MEDICAL CORP
COM
138098108
426
5415
SH
SOLE
5415
0
0
CAPITAL ONE FINL CORP
COM
14040H105
729
8353
SH
SOLE
8353
0
0
CARDINAL HEALTH INC
COM
14149Y108
3991
55448
SH
SOLE
55448
0
0
CARE CAP PPTYS INC
COM
141624106
259
10378
SH
SOLE
10378
0
0
CARLISLE COS INC
COM
142339100
923
8370
SH
SOLE
8370
0
0
CARTER INC
COM
146229109
663
7673
SH
SOLE
7673
0
0
CASTLIGHT HEALTH INC
CL B
14862Q100
347
70000
SH
SOLE
70000
0
0
CATERPILLAR INC DEL
COM
149123101
371
4000
SH
Put
SOLE
4000
0
0
CATERPILLAR INC DEL
COM
149123101
331
3566
SH
SOLE
3566
0
0
CATHAY GEN BANCORP
COM
149150104
474
12464
SH
SOLE
12464
0
0
CBS CORP NEW
CL B
124857202
385
6050
SH
SOLE
6050
0
0
CHEMOURS CO
COM
163851108
331
15000
SH
Put
SOLE
15000
0
0
CDK GLOBAL INC
COM
12508E101
525
8799
SH
SOLE
8799
0
0
CDW CORP
COM
12514G108
583
11197
SH
SOLE
11197
0
0
CELANESE CORP DEL
COM SER A
150870103
811
10300
SH
Put
SOLE
10300
0
0
CELANESE CORP DEL
COM SER A
150870103
630
8000
SH
Call
SOLE
8000
0
0
CELANESE CORP DEL
COM SER A
150870103
1159
14720
SH
SOLE
14720
0
0
CELESTICA INC
SUB VTG SHS
15101Q108
155
13091
SH
SOLE
13091
0
0
CELGENE CORP
COM
151020104
624
5392
SH
SOLE
5392
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
334
41575
SH
SOLE
41575
0
0
CENTENE CORP DEL
COM
15135B101
368
6514
SH
SOLE
6514
0
0
CENTERPOINT ENERGY INC
COM
15189T107
709
28787
SH
SOLE
28787
0
0
CENTRAL PAC FINL CORP
COM NEW
154760409
319
10159
SH
SOLE
10159
0
0
CERNER CORP
COM
156782104
439
9278
SH
SOLE
9278
0
0
CF INDS HLDGS INC
COM
125269100
394
12500
SH
SOLE
12500
0
0
CHARLES RIV LABS INTL INC
COM
159864107
257
3371
SH
SOLE
3371
0
0
CHART INDS INC
NOTE 2.000% 8/0
16115QAC4
2948
3000000
PRN
SOLE
3000000
0
0
CHEESECAKE FACTORY INC
COM
163072101
384
6419
SH
SOLE
6419
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
596
14391
SH
SOLE
14391
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
216
7500
SH
SOLE
7500
0
0
CHICAGO BRIDGE & IRON CO N V
COM
167250109
2301
72483
SH
SOLE
72483
0
0
CHICOS FAS INC
COM
168615102
225
15615
SH
SOLE
15615
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
1089
20764
SH
SOLE
20764
0
0
CHURCH & DWIGHT INC
COM
171340102
1710
38698
SH
SOLE
38698
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
142
12612
SH
SOLE
12612
0
0
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
101
11955
SH
SOLE
11955
0
0
CIGNA CORPORATION
COM
125509109
2580
19343
SH
SOLE
19343
0
0
CINCINNATI FINL CORP
COM
172062101
516
6807
SH
SOLE
6807
0
0
CINEMARK HOLDINGS INC
COM
17243V102
833
21721
SH
SOLE
21721
0
0
CINTAS CORP
COM
172908105
610
5281
SH
SOLE
5281
0
0
CISCO SYS INC
COM
17275R102
866
28651
SH
SOLE
28651
0
0
CIT GROUP INC
COM NEW
125581801
304
7125
SH
SOLE
7125
0
0
CITIZENS FINL GROUP INC
COM
174610105
561
15748
SH
SOLE
15748
0
0
CITRIX SYS INC
COM
177376100
3076
34446
SH
SOLE
34446
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
4069
3500000
PRN
SOLE
3500000
0
0
CLEAN HARBORS INC
COM
184496107
867
15585
SH
SOLE
15585
0
0
CLEAR CHANNEL OUTDOOR HLDGS
CL A
18451C109
83
16400
SH
SOLE
16400
0
0
CLOVIS ONCOLOGY INC
NOTE 2.500% 9/1
189464AB6
4467
4326000
PRN
SOLE
4326000
0
0
CME GROUP INC
COM
12572Q105
877
7601
SH
SOLE
7601
0
0
CMS ENERGY CORP
COM
125896100
2080
49979
SH
SOLE
49979
0
0
CNO FINL GROUP INC
COM
12621E103
260
13551
SH
SOLE
13551
0
0
COACH INC
COM
189754104
674
19237
SH
SOLE
19237
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
1318
41972
SH
SOLE
41972
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
977
17437
SH
SOLE
17437
0
0
COLFAX CORP
COM
194014106
478
13316
SH
SOLE
13316
0
0
COLGATE PALMOLIVE CO
COM
194162103
1838
28092
SH
SOLE
28092
0
0
COLONY STARWOOD HOMES
COM
19625X102
206
7165
SH
SOLE
7165
0
0
COLUMBIA PPTY TR INC
COM NEW
198287203
564
26120
SH
SOLE
26120
0
0
COMCAST CORP NEW
CL A
20030N101
1870
27089
SH
SOLE
27089
0
0
COMERICA INC
COM
200340107
1400
20562
SH
SOLE
20562
0
0
COMFORT SYS USA INC
COM
199908104
334
10030
SH
SOLE
10030
0
0
COMMERCE BANCSHARES INC
COM
200525103
249
4300
SH
SOLE
4300
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
336
9020
SH
SOLE
9020
0
0
COMMUNICATIONS SALES&LEAS IN
COM
20341J104
543
21366
SH
SOLE
21366
0
0
COMMVAULT SYSTEMS INC
COM
204166102
341
6633
SH
SOLE
6633
0
0
CONCHO RES INC
COM
20605P101
712
5371
SH
SOLE
5371
0
0
CONOCOPHILLIPS
COM
20825C104
513
10224
SH
SOLE
10224
0
0
CONSOL ENERGY INC
COM
20854P109
642
35222
SH
SOLE
35222
0
0
CONSOLIDATED EDISON INC
COM
209115104
3131
42500
SH
SOLE
42500
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
958
6248
SH
SOLE
6248
0
0
CONSTELLIUM NV
CL A
N22035104
351
59520
SH
SOLE
59520
0
0
CONTAINER STORE GROUP INC
COM
210751103
100
15727
SH
SOLE
15727
0
0
CONTINENTAL RESOURCES INC
COM
212015101
1520
29500
SH
SOLE
29500
0
0
CONVERGYS CORP
COM
212485106
637
25946
SH
SOLE
25946
0
0
COOPER COS INC
COM NEW
216648402
962
5500
SH
SOLE
5500
0
0
COOPER TIRE & RUBR CO
COM
216831107
258
6651
SH
SOLE
6651
0
0
COOPER STD HLDGS INC
COM
21676P103
379
3664
SH
SOLE
3664
0
0
COPA HOLDINGS SA
CL A
P31076105
981
10800
SH
SOLE
10800
0
0
COPART INC
COM
217204106
388
7003
SH
SOLE
7003
0
0
CORELOGIC INC
COM
21871D103
620
16830
SH
SOLE
16830
0
0
CORNING INC
COM
219350105
579
23859
SH
SOLE
23859
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
460
14728
SH
SOLE
14728
0
0
COSTCO WHSL CORP NEW
COM
22160K105
510
3188
SH
SOLE
3188
0
0
COVANTA HLDG CORP
COM
22282E102
808
51825
SH
SOLE
51825
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
1369
47500
SH
Call
SOLE
47500
0
0
CRANE CO
COM
224399105
823
11409
SH
SOLE
11409
0
0
CREDICORP LTD
COM
G2519Y108
326
2065
SH
SOLE
2065
0
0
CREDIT SUISSE GROUP
SPONSORED ADR
225401108
701
48978
SH
SOLE
48978
0
0
SALESFORCE COM INC
COM
79466L302
329
4800
SH
Put
SOLE
4800
0
0
SALESFORCE COM INC
COM
79466L302
335
4900
SH
Call
SOLE
4900
0
0
CROWN HOLDINGS INC
COM
228368106
440
8361
SH
SOLE
8361
0
0
CISCO SYS INC
COM
17275R102
544
18000
SH
Put
SOLE
18000
0
0
CISCO SYS INC
COM
17275R102
846
28000
SH
Call
SOLE
28000
0
0
CSRA INC
COM
12650T104
706
22189
SH
SOLE
22189
0
0
CONSTELLIUM NV
CL A
N22035104
354
60000
SH
Call
SOLE
60000
0
0
CSX CORP
COM
126408103
485
13495
SH
SOLE
13495
0
0
CTRIP COM INTL LTD
NOTE 1.250%10/1
22943FAD2
4872
4200000
PRN
SOLE
4200000
0
0
CUMMINS INC
COM
231021106
1128
8256
SH
SOLE
8256
0
0
CURTISS WRIGHT CORP
COM
231561101
704
7161
SH
SOLE
7161
0
0
CIVEO CORP CDA
COM
17878Y108
44
20000
SH
Call
SOLE
20000
0
0
CVS HEALTH CORP
COM
126650100
585
7412
SH
SOLE
7412
0
0
CHEVRON CORP NEW
COM
166764100
1883
16000
SH
Call
SOLE
16000
0
0
CHEVRON CORP NEW
COM
166764100
942
8000
SH
Put
SOLE
8000
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
629
55010
SH
SOLE
55010
0
0
CYRUSONE INC
COM
23283R100
377
8434
SH
SOLE
8434
0
0
DARDEN RESTAURANTS INC
COM
237194105
1282
17634
SH
SOLE
17634
0
0
DARLING INGREDIENTS INC
COM
237266101
643
49806
SH
SOLE
49806
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
392
6099
SH
SOLE
6099
0
0
DELEK US HLDGS INC
COM
246647101
635
26372
SH
SOLE
26372
0
0
DELL TECHNOLOGIES INC
COM CL V
24703L103
761
13842
SH
SOLE
13842
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
457
6784
SH
SOLE
6784
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
3177
64582
SH
SOLE
64582
0
0
DELUXE CORP
COM
248019101
377
5264
SH
SOLE
5264
0
0
DENBURY RES INC
COM NEW
247916208
279
75720
SH
SOLE
75720
0
0
DBX ETF TR
DBXTR HAR CS 300
233051879
771
32887
SH
SOLE
32887
0
0
DEVON ENERGY CORP NEW
COM
25179M103
2136
46779
SH
SOLE
46779
0
0
DEXCOM INC
COM
252131107
293
4900
SH
SOLE
4900
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
556
31400
SH
SOLE
31400
0
0
DICKS SPORTING GOODS INC
COM
253393102
428
8052
SH
SOLE
8052
0
0
DIGITALGLOBE INC
COM NEW
25389M877
266
9276
SH
SOLE
9276
0
0
DINEEQUITY INC
COM
254423106
809
10510
SH
SOLE
10510
0
0
DISCOVER FINL SVCS
COM
254709108
644
8928
SH
SOLE
8928
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
1069
39013
SH
SOLE
39013
0
0
DISH NETWORK CORP
CL A
25470M109
246
4255
SH
SOLE
4255
0
0
DOLBY LABORATORIES INC
COM
25659T107
918
20311
SH
SOLE
20311
0
0
DOLLAR TREE INC
COM
256746108
787
10201
SH
SOLE
10201
0
0
DOMTAR CORP
COM NEW
257559203
287
7348
SH
SOLE
7348
0
0
DONALDSON INC
COM
257651109
571
13562
SH
SOLE
13562
0
0
DOVER CORP
COM
260003108
892
11902
SH
SOLE
11902
0
0
D R HORTON INC
COM
23331A109
1257
46007
SH
SOLE
46007
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
843
9293
SH
SOLE
9293
0
0
DRIL-QUIP INC
COM
262037104
278
4634
SH
SOLE
4634
0
0
DRIVE SHACK INC
COM
262077100
40
10700
SH
SOLE
10700
0
0
DST SYS INC DEL
COM
233326107
350
3263
SH
SOLE
3263
0
0
DTE ENERGY CO
COM
233331107
5111
51884
SH
SOLE
51884
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
2717
35000
SH
SOLE
35000
0
0
DUKE REALTY CORP
COM NEW
264411505
319
12021
SH
SOLE
12021
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
366
3019
SH
SOLE
3019
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
395
7527
SH
SOLE
7527
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
1033
29823
SH
SOLE
29823
0
0
EAST WEST BANCORP INC
COM
27579R104
784
15430
SH
SOLE
15430
0
0
EASTMAN CHEM CO
COM
277432100
3464
46054
SH
SOLE
46054
0
0
EATON CORP PLC
SHS
G29183103
1415
21094
SH
SOLE
21094
0
0
EATON VANCE CORP
COM NON VTG
278265103
339
8101
SH
SOLE
8101
0
0
ECHOSTAR CORP
CL A
278768106
526
10240
SH
SOLE
10240
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
1756
24053
SH
SOLE
24053
0
0
EDISON INTL
COM
281020107
1689
23464
SH
SOLE
23464
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
641
18300
SH
Put
SOLE
18300
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
770
22000
SH
Call
SOLE
22000
0
0
EL PASO ELEC CO
COM NEW
283677854
655
14093
SH
SOLE
14093
0
0
ELDORADO GOLD CORP NEW
COM
284902103
41
12600
SH
SOLE
12600
0
0
LILLY ELI & CO
COM
532457108
242
3291
SH
SOLE
3291
0
0
EMCOR GROUP INC
COM
29084Q100
261
3690
SH
SOLE
3690
0
0
EMERSON ELEC CO
COM
291011104
724
12982
SH
SOLE
12982
0
0
ENBRIDGE INC
COM
29250N105
216
5133
SH
SOLE
5133
0
0
ENERSIS CHILE SA
SPON ADR
29278D105
83
18200
SH
SOLE
18200
0
0
ENERGEN CORP
COM
29265N108
850
14732
SH
SOLE
14732
0
0
ENERSYS
COM
29275Y102
414
5298
SH
SOLE
5298
0
0
ENSCO PLC
SHS CLASS A
G3157S106
388
39939
SH
SOLE
39939
0
0
ENTEGRIS INC
COM
29362U104
261
14599
SH
SOLE
14599
0
0
ENTERGY CORP NEW
COM
29364G103
1307
17790
SH
SOLE
17790
0
0
ENVESTNET INC
NOTE 1.750%12/1
29404KAA4
2585
2700000
PRN
SOLE
2700000
0
0
ENVISION HEALTHCARE CORP
COM
29414D100
593
9376
SH
SOLE
9376
0
0
EOG RES INC
COM
26875P101
401
3969
SH
SOLE
3969
0
0
EPR PPTYS
COM SH BEN INT
26884U109
445
6205
SH
SOLE
6205
0
0
EQT CORP
COM
26884L109
349
5340
SH
SOLE
5340
0
0
EQUIFAX INC
COM
294429105
497
4200
SH
SOLE
4200
0
0
EQUITY COMWLTH
COM SH BEN INT
294628102
1221
40363
SH
SOLE
40363
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
764
10598
SH
SOLE
10598
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
1154
17924
SH
SOLE
17924
0
0
ESSENT GROUP LTD
COM
G3198U102
539
16644
SH
SOLE
16644
0
0
LAUDER ESTEE COS INC
CL A
518439104
221
2886
SH
SOLE
2886
0
0
ENERGY TRANSFER PRTNRS L P
UNIT LTD PARTN
29273R109
895
25000
SH
Call
SOLE
25000
0
0
ETSY INC
COM
29786A106
176
14931
SH
SOLE
14931
0
0
EURONET WORLDWIDE INC
COM
298736109
545
7526
SH
SOLE
7526
0
0
EVERCORE PARTNERS INC
CLASS A
29977A105
626
9107
SH
SOLE
9107
0
0
EVERSOURCE ENERGY
COM
30040W108
248
4495
SH
SOLE
4495
0
0
EVOLENT HEALTH INC
CL A
30050B101
295
19950
SH
SOLE
19950
0
0
EXELIXIS INC
COM
30161Q104
218
14654
SH
SOLE
14654
0
0
EXELON CORP
COM
30161N101
9789
275813
SH
SOLE
275813
0
0
EXPEDIA INC DEL
COM NEW
30212P303
637
5627
SH
SOLE
5627
0
0
EXPEDITORS INTL WASH INC
COM
302130109
423
7989
SH
SOLE
7989
0
0
EXPRESS INC
COM
30219E103
176
16400
SH
SOLE
16400
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
1464
21282
SH
SOLE
21282
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
417
25831
SH
SOLE
25831
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
2426
200000
SH
Put
SOLE
200000
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
4852
400000
SH
Call
SOLE
400000
0
0
F5 NETWORKS INC
COM
315616102
574
3965
SH
SOLE
3965
0
0
DIREXION SHS ETF TR
DLY FIN BULL NEW
25459Y694
294
7200
SH
Put
SOLE
7200
0
0
FASTENAL CO
COM
311900104
1188
25293
SH
SOLE
25293
0
0
FCB FINL HLDGS INC
CL A
30255G103
325
6813
SH
SOLE
6813
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
265
1867
SH
SOLE
1867
0
0
FEDERAL SIGNAL CORP
COM
313855108
166
10607
SH
SOLE
10607
0
0
FEDERATED INVS INC PA
CL B
314211103
305
10794
SH
SOLE
10794
0
0
FEDEX CORP
COM
31428X106
670
3600
SH
SOLE
3600
0
0
FELCOR LODGING TR INC
COM
31430F101
151
18900
SH
SOLE
18900
0
0
FERRO CORP
COM
315405100
176
12298
SH
SOLE
12298
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
773
10219
SH
SOLE
10219
0
0
FIFTH STREET FINANCE CORP
COM
31678A103
59
11067
SH
SOLE
11067
0
0
FIFTH THIRD BANCORP
COM
316773100
570
21153
SH
SOLE
21153
0
0
FINISAR CORP
COM NEW
31787A507
629
20779
SH
SOLE
20779
0
0
FINISH LINE INC
CL A
317923100
250
13280
SH
SOLE
13280
0
0
FIREEYE INC
COM
31816Q101
596
50069
SH
SOLE
50069
0
0
FIRST AMERN FINL CORP
COM
31847R102
755
20605
SH
SOLE
20605
0
0
FIRST BANCORP P R
COM NEW
318672706
88
13300
SH
SOLE
13300
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
382
26914
SH
SOLE
26914
0
0
FIRST HORIZON NATL CORP
COM
320517105
498
24878
SH
SOLE
24878
0
0
FIRST MAJESTIC SILVER CORP
COM
32076V103
140
18372
SH
SOLE
18372
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
319
12662
SH
SOLE
12662
0
0
FIRSTCASH INC
COM
33767D105
299
6370
SH
SOLE
6370
0
0
FIRSTENERGY CORP
COM
337932107
1721
55568
SH
SOLE
55568
0
0
FISERV INC
COM
337738108
719
6764
SH
SOLE
6764
0
0
FIVE9 INC
COM
338307101
400
28222
SH
SOLE
28222
0
0
FLEXTRONICS INTL LTD
ORD
Y2573F102
557
38732
SH
SOLE
38732
0
0
FLIR SYS INC
COM
302445101
323
8912
SH
SOLE
8912
0
0
FLOTEK INDS INC DEL
COM
343389102
122
13000
SH
SOLE
13000
0
0
FLUIDIGM CORP DEL
NOTE 2.750% 2/0
34385PAA6
525
750000
PRN
SOLE
750000
0
0
F M C CORP
COM NEW
302491303
566
10000
SH
Call
SOLE
10000
0
0
F M C CORP
COM NEW
302491303
267
4714
SH
SOLE
4714
0
0
FNB CORP PA
COM
302520101
200
12475
SH
SOLE
12475
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
487
14345
SH
SOLE
14345
0
0
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS
344419106
674
8847
SH
SOLE
8847
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
2974
245200
SH
SOLE
245200
0
0
FOREST CITY RLTY TR INC
COM CL A
345605109
317
15217
SH
SOLE
15217
0
0
FORTIVE CORP
COM
34959J108
304
5668
SH
SOLE
5668
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
1232
23046
SH
SOLE
23046
0
0
FRANCO NEVADA CORP
COM
351858105
230
3855
SH
SOLE
3855
0
0
FRESH DEL MONTE PRODUCE INC
ORD
G36738105
205
3379
SH
SOLE
3379
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
244
72323
SH
SOLE
72323
0
0
FULTON FINL CORP PA
COM
360271100
346
18395
SH
SOLE
18395
0
0
G & K SVCS INC
CL A
361268105
221
2291
SH
SOLE
2291
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
878
28683
SH
SOLE
28683
0
0
GANNETT CO INC
COM
36473H104
98
10103
SH
SOLE
10103
0
0
GAP INC DEL
COM
364760108
609
27120
SH
SOLE
27120
0
0
GARTNER INC
COM
366651107
905
8952
SH
SOLE
8952
0
0
GASTAR EXPL INC NEW
COM
36729W202
242
156104
SH
SOLE
156104
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
280
10470
SH
SOLE
10470
0
0
GENERAL ELECTRIC CO
COM
369604103
632
20000
SH
Put
SOLE
20000
0
0
GENERAC HLDGS INC
COM
368736104
254
6239
SH
SOLE
6239
0
0
GENERAL DYNAMICS CORP
COM
369550108
945
5473
SH
SOLE
5473
0
0
GENERAL ELECTRIC CO
COM
369604103
2598
82206
SH
SOLE
82206
0
0
GENERAL GROWTH PPTYS INC NEW
COM
370023103
887
35492
SH
SOLE
35492
0
0
GENERAL MLS INC
COM
370334104
1680
27193
SH
SOLE
27193
0
0
GENERAL MTRS CO
COM
37045V100
902
25900
SH
SOLE
25900
0
0
GENERAL MTRS CO
*W EXP 07/10/201
37045V126
24667
1440000
SH
SOLE
1440000
0
0
GENPACT LIMITED
SHS
G3922B107
247
10153
SH
SOLE
10153
0
0
GENTHERM INC
COM
37253A103
211
6227
SH
SOLE
6227
0
0
GENUINE PARTS CO
COM
372460105
290
3033
SH
SOLE
3033
0
0
GEO GROUP INC NEW
COM
36162J106
213
5925
SH
SOLE
5925
0
0
GERDAU S A
SPON ADR REP PFD
373737105
73
23200
SH
SOLE
23200
0
0
GIGAMON INC
COM
37518B102
1289
28300
SH
SOLE
28300
0
0
GILEAD SCIENCES INC
COM
375558103
1897
26495
SH
SOLE
26495
0
0
GLACIER BANCORP INC NEW
COM
37637Q105
337
9302
SH
SOLE
9302
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
3420
31200
SH
Put
SOLE
31200
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
4582
41800
SH
Call
SOLE
41800
0
0
GLOBAL EAGLE ENTMT INC
NOTE 2.750% 2/1
37951DAB8
1613
2000000
PRN
SOLE
2000000
0
0
GLOBAL PMTS INC
COM
37940X102
539
7759
SH
SOLE
7759
0
0
GODADDY INC
CL A
380237107
264
7544
SH
SOLE
7544
0
0
GOLD FIELDS LTD NEW
SPONSORED ADR
38059T106
51
17100
SH
SOLE
17100
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
250
8103
SH
SOLE
8103
0
0
GOPRO INC
CL A
38268T103
124
14244
SH
SOLE
14244
0
0
GRACO INC
COM
384109104
1541
18552
SH
SOLE
18552
0
0
GRAHAM HLDGS CO
COM
384637104
387
756
SH
SOLE
756
0
0
GRAMERCY PPTY TR
COM
385002100
258
28100
SH
SOLE
28100
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
663
53137
SH
SOLE
53137
0
0
GREAT PLAINS ENERGY INC
COM
391164100
1798
65754
SH
SOLE
65754
0
0
GREENHILL & CO INC
COM
395259104
412
14883
SH
SOLE
14883
0
0
GREIF INC
CL A
397624107
214
4162
SH
SOLE
4162
0
0
GRUPO TELEVISA SA
SPON ADR REP ORD
40049J206
207
9900
SH
SOLE
9900
0
0
GASTAR EXPL INC NEW
COM
36729W202
310
200000
SH
Call
SOLE
200000
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CHN SML CAP
18383Q853
342
15351
SH
SOLE
15351
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
1139
52638
SH
SOLE
52638
0
0
HAEMONETICS CORP
COM
405024100
230
5712
SH
SOLE
5712
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
413
10576
SH
SOLE
10576
0
0
HALLIBURTON CO
COM
406216101
541
10000
SH
Put
SOLE
10000
0
0
HALLIBURTON CO
COM
406216101
243
4494
SH
SOLE
4494
0
0
HALYARD HEALTH INC
COM
40650V100
291
7882
SH
SOLE
7882
0
0
HANESBRANDS INC
COM
410345102
1043
48352
SH
SOLE
48352
0
0
HANOVER INS GROUP INC
COM
410867105
400
4394
SH
SOLE
4394
0
0
HARLEY DAVIDSON INC
COM
412822108
620
10623
SH
SOLE
10623
0
0
HARMAN INTL INDS INC
COM
413086109
2901
26098
SH
SOLE
26098
0
0
HARRIS CORP DEL
COM
413875105
1402
13685
SH
SOLE
13685
0
0
HARSCO CORP
COM
415864107
150
11006
SH
SOLE
11006
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
487
10225
SH
SOLE
10225
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
504
8839
SH
SOLE
8839
0
0
HCA HOLDINGS INC
COM
40412C101
636
8596
SH
SOLE
8596
0
0
HCP INC
COM
40414L109
334
11246
SH
SOLE
11246
0
0
HOME DEPOT INC
COM
437076102
1877
14000
SH
Put
SOLE
14000
0
0
HOME DEPOT INC
COM
437076102
1341
10000
SH
Call
SOLE
10000
0
0
HD SUPPLY HLDGS INC
COM
40416M105
2402
56499
SH
SOLE
56499
0
0
HDFC BANK LTD
ADR REPS 3 SHS
40415F101
526
8667
SH
SOLE
8667
0
0
HEALTHCARE RLTY TR
COM
421946104
293
9677
SH
SOLE
9677
0
0
HEALTHCARE SVCS GRP INC
COM
421906108
345
8817
SH
SOLE
8817
0
0
HEALTHCARE TR AMER INC
CL A NEW
42225P501
431
14790
SH
SOLE
14790
0
0
HEALTHSOUTH CORP
COM NEW
421924309
637
15458
SH
SOLE
15458
0
0
HECLA MNG CO
COM
422704106
109
20736
SH
SOLE
20736
0
0
HEICO CORP NEW
CL A
422806208
441
6494
SH
SOLE
6494
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
491
5810
SH
SOLE
5810
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
540
61242
SH
SOLE
61242
0
0
HELMERICH & PAYNE INC
COM
423452101
210
2717
SH
SOLE
2717
0
0
HERITAGE COMMERCE CORP
COM
426927109
159
11019
SH
SOLE
11019
0
0
MILLER HERMAN INC
COM
600544100
422
12346
SH
SOLE
12346
0
0
HERSHEY CO
COM
427866108
216
2087
SH
SOLE
2087
0
0
HESS CORP
COM
42809H107
1024
16442
SH
SOLE
16442
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
2374
102609
SH
SOLE
102609
0
0
HEXCEL CORP NEW
COM
428291108
255
4950
SH
SOLE
4950
0
0
HIGHWOODS PPTYS INC
COM
431284108
412
8075
SH
SOLE
8075
0
0
HILLENBRAND INC
COM
431571108
219
5710
SH
SOLE
5710
0
0
HILL ROM HLDGS INC
COM
431475102
711
12670
SH
SOLE
12670
0
0
HMS HLDGS CORP
COM
40425J101
224
12362
SH
SOLE
12362
0
0
HNI CORP
COM
404251100
256
4581
SH
SOLE
4581
0
0
HOLLYFRONTIER CORP
COM
436106108
551
16834
SH
SOLE
16834
0
0
HOLOGIC INC
COM
436440101
1278
31858
SH
SOLE
31858
0
0
HOME DEPOT INC
COM
437076102
857
6395
SH
SOLE
6395
0
0
HOMESTREET INC
COM
43785V102
315
9967
SH
SOLE
9967
0
0
HONDA MOTOR LTD
AMERN SHS
438128308
454
15564
SH
SOLE
15564
0
0
HONEYWELL INTL INC
COM
438516106
1633
14095
SH
SOLE
14095
0
0
HORMEL FOODS CORP
COM
440452100
1163
33400
SH
SOLE
33400
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
230
7260
SH
SOLE
7260
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
604
32069
SH
SOLE
32069
0
0
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
131
12079
SH
SOLE
12079
0
0
HP INC
COM
40434L105
1207
81348
SH
SOLE
81348
0
0
HRG GROUP INC
COM
40434J100
245
15741
SH
SOLE
15741
0
0
HSN INC
COM
404303109
526
15332
SH
SOLE
15332
0
0
HUB GROUP INC
CL A
443320106
279
6386
SH
SOLE
6386
0
0
HUBBELL INC
COM
443510607
285
2444
SH
SOLE
2444
0
0
HUDSON PAC PPTYS INC
COM
444097109
457
13140
SH
SOLE
13140
0
0
HUNT J B TRANS SVCS INC
COM
445658107
634
6529
SH
SOLE
6529
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
751
56789
SH
SOLE
56789
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
325
1766
SH
SOLE
1766
0
0
HUNTSMAN CORP
COM
447011107
265
13909
SH
SOLE
13909
0
0
HURON CONSULTING GROUP INC
COM
447462102
255
5041
SH
SOLE
5041
0
0
HYATT HOTELS CORP
COM CL A
448579102
854
15446
SH
SOLE
15446
0
0
IAC INTERACTIVECORP
COM
44919P508
246
3796
SH
SOLE
3796
0
0
IBERIABANK CORP
COM
450828108
788
9413
SH
SOLE
9413
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
3270
19700
SH
Put
SOLE
19700
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
1710
10300
SH
Call
SOLE
10300
0
0
ICF INTL INC
COM
44925C103
254
4593
SH
SOLE
4593
0
0
ICICI BK LTD
ADR
45104G104
102
13572
SH
SOLE
13572
0
0
ICONIX BRAND GROUP INC
COM
451055107
3549
380000
SH
Put
SOLE
380000
0
0
ICON PLC
SHS
G4705A100
492
6543
SH
SOLE
6543
0
0
ICONIX BRAND GROUP INC
NOTE 1.500% 3/1
451055AF4
1418
1500000
PRN
SOLE
1500000
0
0
IDACORP INC
COM
451107106
246
3054
SH
SOLE
3054
0
0
IDEX CORP
COM
45167R104
292
3238
SH
SOLE
3238
0
0
IDEXX LABS INC
COM
45168D104
675
5756
SH
SOLE
5756
0
0
II VI INC
COM
902104108
379
12792
SH
SOLE
12792
0
0
ILLINOIS TOOL WKS INC
COM
452308109
258
2106
SH
SOLE
2106
0
0
IMPAX LABORATORIES INC
COM
45256B101
200
15072
SH
SOLE
15072
0
0
INC RESH HLDGS INC
CL A
45329R109
230
4374
SH
SOLE
4374
0
0
INDEPENDENCE RLTY TR INC
COM
45378A106
107
12000
SH
SOLE
12000
0
0
INFINERA CORPORATION
COM
45667G103
93
10927
SH
SOLE
10927
0
0
INFINERA CORPORATION
DBCV 1.750% 6/0
45667GAB9
1642
1574000
PRN
SOLE
1574000
0
0
INGERSOLL-RAND PLC
SHS
G47791101
920
12259
SH
SOLE
12259
0
0
INGREDION INC
COM
457187102
379
3030
SH
SOLE
3030
0
0
INNOPHOS HOLDINGS INC
COM
45774N108
291
5560
SH
SOLE
5560
0
0
INPHI CORP
COM
45772F107
558
12500
SH
SOLE
12500
0
0
INTEGRATED DEVICE TECHNOLOGY
COM
458118106
209
8857
SH
SOLE
8857
0
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
2241
2500000
PRN
SOLE
2500000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
273
4841
SH
SOLE
4841
0
0
INTERDIGITAL INC
COM
45867G101
299
3277
SH
SOLE
3277
0
0
INTL PAPER CO
COM
460146103
1567
29539
SH
SOLE
29539
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
891
38061
SH
SOLE
38061
0
0
INTERXION HOLDING N.V
SHS
N47279109
614
17500
SH
SOLE
17500
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
530
4500
SH
SOLE
4500
0
0
INTERNATIONAL SPEEDWAY CORP
CL A
460335201
316
8600
SH
SOLE
8600
0
0
INTREXON CORP
COM
46122T102
299
12314
SH
SOLE
12314
0
0
INTUIT
COM
461202103
1750
15265
SH
SOLE
15265
0
0
INVESCO LTD
SHS
G491BT108
512
16879
SH
SOLE
16879
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
400
27412
SH
SOLE
27412
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
227
16258
SH
SOLE
16258
0
0
ISHARES TR
ASIA 50 ETF
464288430
238
5138
SH
SOLE
5138
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
611
17600
SH
SOLE
17600
0
0
ISHARES TR
CORE S&P MCP ETF
464287507
264
1598
SH
SOLE
1598
0
0
ISHARES
MIN VOL EMRG MKT
464286533
304
6221
SH
SOLE
6221
0
0
ISHARES
EM MKTS DIV ETF
464286319
475
13735
SH
SOLE
13735
0
0
ISHARES
MSCI BRZ CAP ETF
464286400
200
6000
SH
SOLE
6000
0
0
ISHARES
MSCI CDA ETF
464286509
236
9010
SH
SOLE
9010
0
0
ISHARES
MSCI FRNTR100ETF
464286145
1478
59469
SH
SOLE
59469
0
0
ISHARES INC
MSCI JPN ETF NEW
46434G822
305
6235
SH
SOLE
6235
0
0
ISHARES
MSCI MEX CAP ETF
464286822
287
6533
SH
SOLE
6533
0
0
ISHARES
MSCI PAC JP ETF
464286665
216
5465
SH
SOLE
5465
0
0
ISHARES
MSCI STH KOR ETF
464286772
795
14942
SH
SOLE
14942
0
0
ISHARES INC
MSCI TAIWAN ETF
46434G772
332
11315
SH
SOLE
11315
0
0
ISHARES TR
MSCI UK ETF NEW
46435G334
888
28937
SH
SOLE
28937
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
4067
30158
SH
SOLE
30158
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
3032
3000000
PRN
SOLE
3000000
0
0
ITAU UNIBANCO HLDG SA
SPON ADR REP PFD
465562106
533
51800
SH
SOLE
51800
0
0
ITRON INC
COM
465741106
675
10745
SH
SOLE
10745
0
0
ITT INC
COM
45073V108
631
16363
SH
SOLE
16363
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
4477
33200
SH
Put
SOLE
33200
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
1942
14400
SH
Call
SOLE
14400
0
0
IXIA
COM
45071R109
182
11288
SH
SOLE
11288
0
0
JA SOLAR HOLDINGS CO LTD
SPON ADR REP5ORD
466090206
48
10162
SH
SOLE
10162
0
0
JABIL CIRCUIT INC
COM
466313103
2597
109707
SH
SOLE
109707
0
0
JACK IN THE BOX INC
COM
466367109
893
8000
SH
Put
SOLE
8000
0
0
JACK IN THE BOX INC
COM
466367109
223
2000
SH
Call
SOLE
2000
0
0
HENRY JACK & ASSOC INC
COM
426281101
313
3524
SH
SOLE
3524
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
676
11863
SH
SOLE
11863
0
0
JANUS CAP GROUP INC
COM
47102X105
155
11687
SH
SOLE
11687
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
767
7036
SH
SOLE
7036
0
0
SMUCKER J M CO
COM NEW
832696405
1359
10610
SH
SOLE
10610
0
0
JOHNSON & JOHNSON
COM
478160104
302
2622
SH
SOLE
2622
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
1763
42808
SH
SOLE
42808
0
0
JUNIPER NETWORKS INC
COM
48203R104
2222
78624
SH
SOLE
78624
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
618
7282
SH
SOLE
7282
0
0
KCG HLDGS INC
CL A
48244B100
212
16030
SH
SOLE
16030
0
0
KELLOGG CO
COM
487836108
2218
30085
SH
SOLE
30085
0
0
KENNAMETAL INC
COM
489170100
402
12850
SH
SOLE
12850
0
0
KENNEDY-WILSON HLDGS INC
COM
489398107
305
14869
SH
SOLE
14869
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
393
10742
SH
SOLE
10742
0
0
KILROY RLTY CORP
COM
49427F108
777
10607
SH
SOLE
10607
0
0
KIMBERLY CLARK CORP
COM
494368103
1565
13718
SH
SOLE
13718
0
0
KIMCO RLTY CORP
COM
49446R109
990
39337
SH
SOLE
39337
0
0
KINDER MORGAN INC DEL
COM
49456B101
1143
55182
SH
SOLE
55182
0
0
KINDRED HEALTHCARE INC
COM
494580103
176
22370
SH
SOLE
22370
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
336
108048
SH
SOLE
108048
0
0
KIRBY CORP
COM
497266106
538
8086
SH
SOLE
8086
0
0
KITE PHARMA INC
COM
49803L109
239
5336
SH
SOLE
5336
0
0
KITE RLTY GROUP TR
COM NEW
49803T300
582
24772
SH
SOLE
24772
0
0
KLA-TENCOR CORP
COM
482480100
1832
23286
SH
SOLE
23286
0
0
KIMBERLY CLARK CORP
COM
494368103
456
4000
SH
Put
SOLE
4000
0
0
KNIGHT TRANSN INC
COM
499064103
359
10866
SH
SOLE
10866
0
0
KNOLL INC
COM NEW
498904200
289
10341
SH
SOLE
10341
0
0
KNOWLES CORP
COM
49926D109
254
15200
SH
SOLE
15200
0
0
KOHLS CORP
COM
500255104
517
10470
SH
SOLE
10470
0
0
KORN FERRY INTL
COM NEW
500643200
664
22554
SH
SOLE
22554
0
0
KRATON PERFORMANCE POLYMERS
COM
50077C106
393
13796
SH
SOLE
13796
0
0
KRONOS WORLDWIDE INC
COM
50105F105
120
10087
SH
SOLE
10087
0
0
KULICKE & SOFFA INDS INC
COM
501242101
611
38317
SH
SOLE
38317
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
563
3700
SH
SOLE
3700
0
0
LA QUINTA HLDGS INC
COM
50420D108
303
21319
SH
SOLE
21319
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
1617
12593
SH
SOLE
12593
0
0
LAM RESEARCH CORP
COM
512807108
535
5063
SH
SOLE
5063
0
0
LAMB WESTON HLDGS INC
COM
513272104
569
15039
SH
SOLE
15039
0
0
LANDSTAR SYS INC
COM
515098101
1038
12174
SH
SOLE
12174
0
0
LAS VEGAS SANDS CORP
COM
517834107
1027
19229
SH
SOLE
19229
0
0
LATAM AIRLS GROUP S A
SPONSORED ADR
51817R106
135
16495
SH
SOLE
16495
0
0
LA Z BOY INC
COM
505336107
356
11451
SH
SOLE
11451
0
0
DREW INDS INC
COM NEW
26168L205
216
2008
SH
SOLE
2008
0
0
LEAR CORP
COM NEW
521865204
1986
15000
SH
Call
SOLE
15000
0
0
LEAR CORP
COM NEW
521865204
1684
12720
SH
SOLE
12720
0
0
LEGG MASON INC
COM
524901105
444
14853
SH
SOLE
14853
0
0
LEIDOS HLDGS INC
COM
525327102
488
9542
SH
SOLE
9542
0
0
LEXINGTON REALTY TRUST
COM
529043101
163
15130
SH
SOLE
15130
0
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
23841
971500
SH
Put
SOLE
971500
0
0
LIBERTY BROADBAND CORP
COM SER A
530307107
344
4748
SH
SOLE
4748
0
0
LIBERTY EXPEDIA HOLDINGS
SER A COM
53046P109
263
6630
SH
SOLE
6630
0
0
LIBERTY INTERACTIVE CORP
QVC GP COM SER A
53071M104
503
25195
SH
SOLE
25195
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
540
13676
SH
SOLE
13676
0
0
LIFE STORAGE INC
COM
53223X107
204
2392
SH
SOLE
2392
0
0
LIFEPOINT HEALTH INC
COM
53219L109
248
4374
SH
SOLE
4374
0
0
LIGAND PHARMACEUTICALS INC
NOTE 0.750% 8/1
53220KAD0
4636
3200000
PRN
SOLE
3200000
0
0
LINCOLN NATL CORP IND
COM
534187109
855
12898
SH
SOLE
12898
0
0
LITHIA MTRS INC
CL A
536797103
607
6265
SH
SOLE
6265
0
0
LITTELFUSE INC
COM
537008104
243
1600
SH
SOLE
1600
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1044
39249
SH
SOLE
39249
0
0
LKQ CORP
COM
501889208
1060
34585
SH
SOLE
34585
0
0
LOCKHEED MARTIN CORP
COM
539830109
862
3448
SH
SOLE
3448
0
0
LOUISIANA PAC CORP
COM
546347105
592
31263
SH
SOLE
31263
0
0
LOWES COS INC
COM
548661107
2890
40637
SH
SOLE
40637
0
0
LPL FINL HLDGS INC
COM
50212V100
307
8730
SH
SOLE
8730
0
0
LULULEMON ATHLETICA INC
COM
550021109
273
4203
SH
SOLE
4203
0
0
LUMOS NETWORKS CORP
COM
550283105
430
27500
SH
SOLE
27500
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
267
3114
SH
SOLE
3114
0
0
MACERICH CO
COM
554382101
265
3734
SH
SOLE
3734
0
0
MACK CALI RLTY CORP
COM
554489104
243
8372
SH
SOLE
8372
0
0
MACYS INC
COM
55616P104
1262
35248
SH
SOLE
35248
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
234
3107
SH
SOLE
3107
0
0
MAGNA INTL INC
COM
559222401
2403
55370
SH
SOLE
55370
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
568
11408
SH
SOLE
11408
0
0
MANPOWERGROUP INC
COM
56418H100
626
7047
SH
SOLE
7047
0
0
MANTECH INTL CORP
CL A
564563104
239
5649
SH
SOLE
5649
0
0
MANULIFE FINL CORP
COM
56501R106
354
19845
SH
SOLE
19845
0
0
MARATHON OIL CORP
COM
565849106
502
28976
SH
SOLE
28976
0
0
MARATHON PETE CORP
COM
56585A102
1566
31112
SH
SOLE
31112
0
0
MARKETAXESS HLDGS INC
COM
57060D108
475
3233
SH
SOLE
3233
0
0
MARRIOTT INTL INC NEW
CL A
571903202
524
6335
SH
SOLE
6335
0
0
MARSH & MCLENNAN COS INC
COM
571748102
889
13154
SH
SOLE
13154
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
305
1376
SH
SOLE
1376
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
796
57402
SH
SOLE
57402
0
0
MASCO CORP
COM
574599106
848
26824
SH
SOLE
26824
0
0
MASIMO CORP
COM
574795100
289
4283
SH
SOLE
4283
0
0
MASONITE INTL CORP NEW
COM
575385109
203
3084
SH
SOLE
3084
0
0
MASTERCARD INC
CL A
57636Q104
656
6358
SH
SOLE
6358
0
0
MATCH GROUP INC
COM
57665R106
203
11864
SH
SOLE
11864
0
0
MATTEL INC
COM
577081102
488
17712
SH
SOLE
17712
0
0
MATTHEWS INTL CORP
CL A
577128101
231
3006
SH
SOLE
3006
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
823
21338
SH
SOLE
21338
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
277
2964
SH
SOLE
2964
0
0
MCDONALDS CORP
COM
580135101
267
2194
SH
SOLE
2194
0
0
MCEWEN MNG INC
COM
58039P107
42
14376
SH
SOLE
14376
0
0
MCKESSON CORP
COM
58155Q103
3486
24817
SH
SOLE
24817
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
660
9323
SH
SOLE
9323
0
0
MEDICINES CO
COM
584688105
278
8188
SH
SOLE
8188
0
0
MEDTRONIC PLC
SHS
G5960L103
5812
81596
SH
SOLE
81596
0
0
MERCK & CO INC
COM
58933Y105
2992
50824
SH
SOLE
50824
0
0
MERCURY GENL CORP NEW
COM
589400100
357
5932
SH
SOLE
5932
0
0
MEREDITH CORP
COM
589433101
1099
18576
SH
SOLE
18576
0
0
MERITOR INC
COM
59001K100
608
48950
SH
SOLE
48950
0
0
MFA FINL INC
COM
55272X102
179
23460
SH
SOLE
23460
0
0
MGIC INVT CORP WIS
COM
552848103
259
25456
SH
SOLE
25456
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
4091
2750000
PRN
SOLE
2750000
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
907
21104
SH
SOLE
21104
0
0
MICHAELS COS INC
COM
59408Q106
1283
62717
SH
SOLE
62717
0
0
MICRON TECHNOLOGY INC
COM
595112103
2158
98431
SH
SOLE
98431
0
0
MICROSEMI CORP
COM
595137100
962
17826
SH
SOLE
17826
0
0
MICROSOFT CORP
COM
594918104
531
8540
SH
SOLE
8540
0
0
MICROSTRATEGY INC
CL A NEW
594972408
240
1216
SH
SOLE
1216
0
0
MID-AMER APT CMNTYS INC
COM
59522J103
202
2065
SH
SOLE
2065
0
0
MIDDLEBY CORP
COM
596278101
372
2889
SH
SOLE
2889
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
310
4019
SH
SOLE
4019
0
0
MITEL NETWORKS CORP
COM
60671Q104
70
10238
SH
SOLE
10238
0
0
MKS INSTRUMENT INC
COM
55306N104
232
3908
SH
SOLE
3908
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
92
10081
SH
SOLE
10081
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
572
15000
SH
SOLE
15000
0
0
MOHAWK INDS INC
COM
608190104
1396
6992
SH
SOLE
6992
0
0
MOLINA HEALTHCARE INC
COM
60855R100
1339
24670
SH
SOLE
24670
0
0
MOLSON COORS BREWING CO
CL B
60871R209
596
6128
SH
SOLE
6128
0
0
MONSANTO CO NEW
COM
61166W101
901
8564
SH
SOLE
8564
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
660
14889
SH
SOLE
14889
0
0
MOODYS CORP
COM
615369105
584
6191
SH
SOLE
6191
0
0
MORGAN STANLEY
COM NEW
617446448
462
10927
SH
SOLE
10927
0
0
MORNINGSTAR INC
COM
617700109
266
3620
SH
SOLE
3620
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
738
8903
SH
SOLE
8903
0
0
MPLX LP
COM UNIT REP LTD
55336V100
519
15000
SH
Call
SOLE
15000
0
0
MPLX LP
COM UNIT REP LTD
55336V100
346
10000
SH
SOLE
10000
0
0
MRC GLOBAL INC
COM
55345K103
444
21930
SH
SOLE
21930
0
0
MSC INDL DIRECT INC
CL A
553530106
395
4280
SH
SOLE
4280
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
318
23925
SH
SOLE
23925
0
0
MURPHY OIL CORP
COM
626717102
1133
36407
SH
SOLE
36407
0
0
MURPHY USA INC
COM
626755102
231
3764
SH
SOLE
3764
0
0
MYRIAD GENETICS INC
COM
62855J104
374
22436
SH
SOLE
22436
0
0
NASDAQ INC
COM
631103108
603
8986
SH
SOLE
8986
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
210
3713
SH
SOLE
3713
0
0
NATIONAL GRID PLC
SPON ADR NEW
636274300
335
5744
SH
SOLE
5744
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
528
11953
SH
SOLE
11953
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
6274
200000
SH
Put
SOLE
200000
0
0
NAVIENT CORP
COM
63938C108
262
15940
SH
SOLE
15940
0
0
NAVIGANT CONSULTING INC
COM
63935N107
281
10718
SH
SOLE
10718
0
0
NAVISTAR INTL CORP NEW
NOTE 4.750% 4/1
63934EAS7
2978
3000000
PRN
SOLE
3000000
0
0
NCR CORP NEW
COM
62886E108
1287
31743
SH
SOLE
31743
0
0
NETAPP INC
COM
64110D104
1166
33049
SH
SOLE
33049
0
0
NETFLIX INC
COM
64110L106
373
3011
SH
SOLE
3011
0
0
NETGEAR INC
COM
64111Q104
228
4196
SH
SOLE
4196
0
0
NEW GOLD INC CDA
COM
644535106
42
12132
SH
SOLE
12132
0
0
NEW JERSEY RES
COM
646025106
636
17929
SH
SOLE
17929
0
0
NEW MEDIA INVT GROUP INC
COM
64704V106
176
10984
SH
SOLE
10984
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
514
12200
SH
SOLE
12200
0
0
NEW SR INVT GROUP INC
COM
648691103
204
20854
SH
SOLE
20854
0
0
NEWELL BRANDS INC
COM
651229106
429
9601
SH
SOLE
9601
0
0
NEWFIELD EXPL CO
COM
651290108
1794
44308
SH
SOLE
44308
0
0
NEWMONT MINING CORP
COM
651639106
492
14439
SH
SOLE
14439
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
108
14363
SH
SOLE
14363
0
0
NEWPARK RES INC
NOTE 4.000%10/0
651718AC2
2232
2200000
PRN
SOLE
2200000
0
0
NEXTERA ENERGY INC
COM
65339F101
4480
37500
SH
SOLE
37500
0
0
NIC INC
COM
62914B100
330
13823
SH
SOLE
13823
0
0
NISOURCE INC
COM
65473P105
4361
196954
SH
SOLE
196954
0
0
NOBLE CORP PLC
SHS USD
G65431101
428
72376
SH
SOLE
72376
0
0
NOBLE ENERGY INC
COM
655044105
1176
30908
SH
SOLE
30908
0
0
NOMURA HLDGS INC
SPONSORED ADR
65535H208
67
11306
SH
SOLE
11306
0
0
NORDIC AMERICAN TANKERS LIMI
COM
G65773106
288
34334
SH
SOLE
34334
0
0
NORDSON CORP
COM
655663102
717
6400
SH
SOLE
6400
0
0
NORTHROP GRUMMAN CORP
COM
666807102
1427
6135
SH
SOLE
6135
0
0
NORTHWEST BANCSHARES INC MD
COM
667340103
437
24234
SH
SOLE
24234
0
0
NORTHWESTERN CORP
COM NEW
668074305
2372
41713
SH
SOLE
41713
0
0
NORWEGIAN CRUISE LINE HLDGS
SHS
G66721104
508
11946
SH
SOLE
11946
0
0
NOVADAQ TECHNOLOGIES INC
COM
66987G102
104
14700
SH
SOLE
14700
0
0
NOVO-NORDISK A S
ADR
670100205
652
18185
SH
SOLE
18185
0
0
NOW INC
COM
67011P100
381
18634
SH
SOLE
18634
0
0
NRG ENERGY INC
COM NEW
629377508
523
42663
SH
SOLE
42663
0
0
NTT DOCOMO INC
SPONS ADR
62942M201
231
10164
SH
SOLE
10164
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
701
47036
SH
SOLE
47036
0
0
NUCOR CORP
COM
670346105
2117
35564
SH
SOLE
35564
0
0
NVIDIA CORP
COM
67066G104
395
3700
SH
SOLE
3700
0
0
NEWELL BRANDS INC
COM
651229106
330
7400
SH
Call
SOLE
7400
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
1960
20000
SH
Call
SOLE
20000
0
0
OASIS PETE INC NEW
COM
674215108
440
29089
SH
SOLE
29089
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
414
5806
SH
SOLE
5806
0
0
OCEANEERING INTL INC
COM
675232102
880
31200
SH
SOLE
31200
0
0
OCLARO INC
COM NEW
67555N206
962
107500
SH
SOLE
107500
0
0
OFFICE DEPOT INC
COM
676220106
81
17988
SH
SOLE
17988
0
0
OFG BANCORP
COM
67103X102
137
10483
SH
SOLE
10483
0
0
OGE ENERGY CORP
COM
670837103
514
15354
SH
SOLE
15354
0
0
OWENS ILL INC
COM NEW
690768403
348
20000
SH
Call
SOLE
20000
0
0
OLD REP INTL CORP
COM
680223104
861
45298
SH
SOLE
45298
0
0
OM ASSET MGMT PLC
SHS
G67506108
230
15857
SH
SOLE
15857
0
0
ON SEMICONDUCTOR CORP
NOTE 2.625%12/1
682189AH8
10059
8286000
PRN
SOLE
8286000
0
0
ONEOK PARTNERS LP
UNIT LTD PARTN
68268N103
323
7500
SH
SOLE
7500
0
0
OPKO HEALTH INC
COM
68375N103
483
51949
SH
SOLE
51949
0
0
ORACLE CORP
COM
68389X105
1028
26745
SH
SOLE
26745
0
0
ORACLE CORP
COM
68389X105
385
10000
SH
Call
SOLE
10000
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
764
2745
SH
SOLE
2745
0
0
ORTHOFIX INTL N V
COM
N6748L102
233
6436
SH
SOLE
6436
0
0
OSHKOSH CORP
COM
688239201
1867
28894
SH
SOLE
28894
0
0
OUTFRONT MEDIA INC
COM
69007J106
389
15649
SH
SOLE
15649
0
0
OVERSEAS SHIPHOLDING GROUP I
CL A NEW
69036R863
64
16811
SH
SOLE
16811
0
0
OWENS CORNING NEW
COM
690742101
754
14621
SH
SOLE
14621
0
0
OWENS ILL INC
COM NEW
690768403
1396
80198
SH
SOLE
80198
0
0
PG&E CORP
COM
69331C108
11504
189299
SH
SOLE
189299
0
0
PACCAR INC
COM
693718108
523
8184
SH
SOLE
8184
0
0
PACIRA PHARMACEUTICALS INC
NOTE 3.250% 2/0
695127AB6
4452
3160000
PRN
SOLE
3160000
0
0
PACKAGING CORP AMER
COM
695156109
623
7349
SH
SOLE
7349
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
601
61300
SH
Call
SOLE
61300
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
7002
5500000
PRN
SOLE
5500000
0
0
PALO ALTO NETWORKS INC
COM
697435105
415
3318
SH
SOLE
3318
0
0
PAN AMERICAN SILVER CORP
COM
697900108
674
44725
SH
SOLE
44725
0
0
PANERA BREAD CO
CL A
69840W108
280
1363
SH
SOLE
1363
0
0
PARAMOUNT GROUP INC
COM
69924R108
255
15958
SH
SOLE
15958
0
0
PARSLEY ENERGY INC
CL A
701877102
303
8600
SH
SOLE
8600
0
0
PATTERN ENERGY GROUP INC
CL A
70338P100
596
31359
SH
SOLE
31359
0
0
PATTERSON UTI ENERGY INC
COM
703481101
543
20163
SH
SOLE
20163
0
0
PAYCHEX INC
COM
704326107
250
4105
SH
SOLE
4105
0
0
PAYLOCITY HLDG CORP
COM
70438V106
255
8498
SH
SOLE
8498
0
0
PAYPAL HLDGS INC
COM
70450Y103
352
8913
SH
SOLE
8913
0
0
PAYCHEX INC
COM
704326107
1218
20000
SH
Put
SOLE
20000
0
0
PAYCHEX INC
COM
704326107
913
15000
SH
Call
SOLE
15000
0
0
PBF ENERGY INC
CL A
69318G106
991
35554
SH
SOLE
35554
0
0
PDC ENERGY INC
COM
69327R101
1413
19463
SH
SOLE
19463
0
0
PEBBLEBROOK HOTEL TR
COM
70509V100
370
12445
SH
SOLE
12445
0
0
PENN NATL GAMING INC
COM
707569109
331
23991
SH
SOLE
23991
0
0
PENNSYLVANIA RL ESTATE INVT
SH BEN INT
709102107
489
25793
SH
SOLE
25793
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
430
8289
SH
SOLE
8289
0
0
PENTAIR PLC
SHS
G7S00T104
870
15512
SH
SOLE
15512
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
303
15652
SH
SOLE
15652
0
0
PEPSICO INC
COM
713448108
2387
22812
SH
SOLE
22812
0
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
453
18855
SH
SOLE
18855
0
0
PFIZER INC
COM
717081103
928
28574
SH
SOLE
28574
0
0
PHH CORP
COM NEW
693320202
205
13551
SH
SOLE
13551
0
0
PHILIP MORRIS INTL INC
COM
718172109
930
10161
SH
SOLE
10161
0
0
PHOTRONICS INC
COM
719405102
127
11199
SH
SOLE
11199
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
303
15939
SH
SOLE
15939
0
0
PINNACLE FOODS INC DEL
COM
72348P104
210
3921
SH
SOLE
3921
0
0
PINNACLE WEST CAP CORP
COM
723484101
6312
80895
SH
SOLE
80895
0
0
PIONEER NAT RES CO
COM
723787107
462
2563
SH
SOLE
2563
0
0
PITNEY BOWES INC
COM
724479100
165
10892
SH
SOLE
10892
0
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
242
7500
SH
SOLE
7500
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
263
7572
SH
SOLE
7572
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
2975
303282
SH
SOLE
303282
0
0
PNC FINL SVCS GROUP INC
COM
693475105
982
8400
SH
Put
SOLE
8400
0
0
PNC FINL SVCS GROUP INC
COM
693475105
819
7000
SH
Call
SOLE
7000
0
0
PNC FINL SVCS GROUP INC
COM
693475105
1160
9916
SH
SOLE
9916
0
0
PNM RES INC
COM
69349H107
462
13458
SH
SOLE
13458
0
0
POLYONE CORP
COM
73179P106
424
13233
SH
SOLE
13233
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
2025
46737
SH
SOLE
46737
0
0
POTASH CORP SASK INC
COM
73755L107
317
17500
SH
Put
SOLE
17500
0
0
POTASH CORP SASK INC
COM
73755L107
2126
117550
SH
SOLE
117550
0
0
POWERSHARES ETF TRUST II
DWA EMKT MOM PTF
73936Q207
149
10090
SH
SOLE
10090
0
0
POWERSHARES INDIA ETF TR
INDIA PORT
73935L100
260
13477
SH
SOLE
13477
0
0
PPG INDS INC
COM
693506107
1895
20000
SH
Call
SOLE
20000
0
0
PPG INDS INC
COM
693506107
3672
38750
SH
SOLE
38750
0
0
PPL CORP
COM
69351T106
553
16233
SH
SOLE
16233
0
0
PREMIER INC
CL A
74051N102
823
27124
SH
SOLE
27124
0
0
PRESTIGE BRANDS HLDGS INC
COM
74112D101
216
4143
SH
SOLE
4143
0
0
PRICELINE GRP INC
COM NEW
741503403
1588
1083
SH
SOLE
1083
0
0
PRIMERICA INC
COM
74164M108
274
3960
SH
SOLE
3960
0
0
PRIVATEBANCORP INC
COM
742962103
323
5968
SH
SOLE
5968
0
0
PROASSURANCE CORP
COM
74267C106
399
7106
SH
SOLE
7106
0
0
PROGRESSIVE CORP OHIO
COM
743315103
1196
33695
SH
SOLE
33695
0
0
PROLOGIS INC
COM
74340W103
1190
22542
SH
SOLE
22542
0
0
PROOFPOINT INC
COM
743424103
2361
33420
SH
SOLE
33420
0
0
PRUDENTIAL FINL INC
COM
744320102
1041
10000
SH
Put
SOLE
10000
0
0
PRUDENTIAL FINL INC
COM
744320102
260
2500
SH
Call
SOLE
2500
0
0
PRUDENTIAL FINL INC
COM
744320102
816
7843
SH
SOLE
7843
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
228
1957
SH
SOLE
1957
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
1326
30215
SH
SOLE
30215
0
0
PURE STORAGE INC
CL A
74624M102
241
21311
SH
SOLE
21311
0
0
PVH CORP
COM
693656100
1165
12910
SH
SOLE
12910
0
0
PRAXAIR INC
COM
74005P104
586
5000
SH
Call
SOLE
5000
0
0
QEP RES INC
COM
74733V100
764
41494
SH
SOLE
41494
0
0
QORVO INC
COM
74736K101
243
4600
SH
SOLE
4600
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
224
8320
SH
SOLE
8320
0
0
QUALCOMM INC
COM
747525103
1214
18618
SH
SOLE
18618
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
246
2680
SH
SOLE
2680
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
202
7050
SH
SOLE
7050
0
0
QUINTILES TRANSNATIO HLDGS I
COM
74876Y101
621
8170
SH
SOLE
8170
0
0
RAIT FINANCIAL TRUST
COM NEW
749227609
48
14369
SH
SOLE
14369
0
0
RALPH LAUREN CORP
CL A
751212101
368
4072
SH
SOLE
4072
0
0
RAMCO-GERSHENSON PPTYS TR
COM SH BEN INT
751452202
268
16148
SH
SOLE
16148
0
0
RANGE RES CORP
COM
75281A109
597
17388
SH
SOLE
17388
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1544
22286
SH
SOLE
22286
0
0
RAYONIER ADVANCED MATLS INC
PFD CV SER A
75508B203
1159
10000
SH
SOLE
10000
0
0
RAYONIER INC
COM
754907103
364
13678
SH
SOLE
13678
0
0
RAYTHEON CO
COM NEW
755111507
2517
17723
SH
SOLE
17723
0
0
REALOGY HLDGS CORP
COM
75605Y106
2321
90195
SH
SOLE
90195
0
0
REALTY INCOME CORP
COM
756109104
578
10054
SH
SOLE
10054
0
0
RED HAT INC
COM
756577102
3636
52162
SH
SOLE
52162
0
0
REGAL BELOIT CORP
COM
758750103
526
7596
SH
SOLE
7596
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
961
2618
SH
SOLE
2618
0
0
REGIONS FINL CORP NEW
COM
7591EP100
679
47318
SH
SOLE
47318
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
252
2000
SH
SOLE
2000
0
0
RENT A CTR INC NEW
COM
76009N100
130
11542
SH
SOLE
11542
0
0
REPLIGEN CORP
NOTE 2.125% 6/0
759916AA7
4748
4000000
PRN
SOLE
4000000
0
0
RESOLUTE FST PRODS INC
COM
76117W109
82
15411
SH
SOLE
15411
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
1227
80026
SH
SOLE
80026
0
0
RICE ENERGY INC
COM
762760106
717
33595
SH
SOLE
33595
0
0
RINGCENTRAL INC
CL A
76680R206
606
29410
SH
SOLE
29410
0
0
ROBERT HALF INTL INC
COM
770323103
1078
22089
SH
SOLE
22089
0
0
ROCKWELL COLLINS INC
COM
774341101
285
3071
SH
SOLE
3071
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
231
5983
SH
SOLE
5983
0
0
ROLLINS INC
COM
775711104
556
16464
SH
SOLE
16464
0
0
ROSS STORES INC
COM
778296103
410
6255
SH
SOLE
6255
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
306
16212
SH
SOLE
16212
0
0
ROYAL GOLD INC
COM
780287108
1386
21883
SH
SOLE
21883
0
0
RPC INC
COM
749660106
486
24528
SH
SOLE
24528
0
0
DONNELLEY R R & SONS CO
WHEN ISSUED
257867200
851
52167
SH
SOLE
52167
0
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
204
3234
SH
SOLE
3234
0
0
S&P GLOBAL INC
COM
78409V104
1556
14473
SH
SOLE
14473
0
0
SABRE CORP
COM
78573M104
388
15562
SH
SOLE
15562
0
0
SAIA INC
COM
78709Y105
252
5707
SH
SOLE
5707
0
0
SALESFORCE COM INC
COM
79466L302
617
9009
SH
SOLE
9009
0
0
SANDRIDGE ENERGY INC
NOTE 10/0
80007PBC2
471
376539
PRN
SOLE
376539
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
289
21443
SH
SOLE
21443
0
0
SASOL LTD
SPONSORED ADR
803866300
336
11735
SH
SOLE
11735
0
0
SBA COMMUNICATIONS CORP
COM
78388J106
254
2459
SH
SOLE
2459
0
0
SCANA CORP NEW
COM
80589M102
939
12811
SH
SOLE
12811
0
0
SCHLUMBERGER LTD
COM
806857108
697
8300
SH
SOLE
8300
0
0
SCHNITZER STL INDS
CL A
806882106
294
11423
SH
SOLE
11423
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
302
3559
SH
SOLE
3559
0
0
SCORPIO TANKERS INC
SHS
Y7542C106
443
97787
SH
SOLE
97787
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
203
2121
SH
SOLE
2121
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
370
5187
SH
SOLE
5187
0
0
SEALED AIR CORP NEW
COM
81211K100
984
21701
SH
SOLE
21701
0
0
SEAWORLD ENTMT INC
COM
81282V100
230
12165
SH
SOLE
12165
0
0
SELECT COMFORT CORP
COM
81616X103
219
9668
SH
SOLE
9668
0
0
SEMPRA ENERGY
COM
816851109
2413
23972
SH
SOLE
23972
0
0
SEMTECH CORP
COM
816850101
592
18773
SH
SOLE
18773
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
268
3409
SH
SOLE
3409
0
0
SERITAGE GROWTH PPTYS
CL A
81752R100
286
6700
SH
SOLE
6700
0
0
SERVICE CORP INTL
COM
817565104
297
10455
SH
SOLE
10455
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
306
8132
SH
SOLE
8132
0
0
SERVICENOW INC
COM
81762P102
646
8689
SH
SOLE
8689
0
0
SERVISFIRST BANCSHARES INC
COM
81768T108
213
5699
SH
SOLE
5699
0
0
SHAKE SHACK INC
CL A
819047101
211
5900
SH
SOLE
5900
0
0
SHERWIN WILLIAMS CO
COM
824348106
1068
3974
SH
SOLE
3974
0
0
SHORETEL INC
COM
825211105
2165
302739
SH
SOLE
302739
0
0
SHUTTERFLY INC
COM
82568P304
209
4172
SH
SOLE
4172
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
255
2709
SH
SOLE
2709
0
0
SILICONWARE PRECISION INDS L
SPONSD ADR SPL
827084864
158
21600
SH
SOLE
21600
0
0
SILVER STD RES INC
NOTE 2.875% 2/0
82823LAC0
9314
10035000
PRN
SOLE
10035000
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
838
4719
SH
SOLE
4719
0
0
SIMPSON MANUFACTURING CO INC
COM
829073105
546
12478
SH
SOLE
12478
0
0
SINA CORP
ORD
G81477104
497
8176
SH
SOLE
8176
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
1192
19885
SH
SOLE
19885
0
0
SKECHERS U S A INC
CL A
830566105
383
15563
SH
SOLE
15563
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
255
3418
SH
SOLE
3418
0
0
SL GREEN RLTY CORP
COM
78440X101
1129
10500
SH
SOLE
10500
0
0
SM ENERGY CO
COM
78454L100
245
7114
SH
SOLE
7114
0
0
SMITH A O
COM
831865209
694
14664
SH
SOLE
14664
0
0
SNAP ON INC
COM
833034101
273
1596
SH
SOLE
1596
0
0
SOHU COM INC
COM
83408W103
480
14150
SH
SOLE
14150
0
0
SONIC CORP
COM
835451105
279
10527
SH
SOLE
10527
0
0
SOUTH ST CORP
COM
840441109
312
3565
SH
SOLE
3565
0
0
SOUTHERN COPPER CORP
COM
84265V105
555
17374
SH
SOLE
17374
0
0
SOUTHWEST AIRLS CO
COM
844741108
650
13049
SH
SOLE
13049
0
0
SOUTHWEST GAS CORP
COM
844895102
2422
31609
SH
SOLE
31609
0
0
SPDR INDEX SHS FDS
DJ INTL RL ETF
78463X863
702
19466
SH
SOLE
19466
0
0
SPDR INDEX SHS FDS
S&P CHINA ETF
78463X400
335
4654
SH
SOLE
4654
0
0
SPDR INDEX SHS FDS
S&P EMKTSC ETF
78463X756
315
7923
SH
SOLE
7923
0
0
SPDR INDEX SHS FDS
S&P INTL ETF
78463X772
214
5931
SH
SOLE
5931
0
0
SPDR SERIES TRUST
S&P OILGAS EXP
78464A730
2692
65000
SH
SOLE
65000
0
0
SPIRE INC
COM
84857L101
1750
27115
SH
SOLE
27115
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
660
11310
SH
SOLE
11310
0
0
SPLUNK INC
COM
848637104
1052
20575
SH
SOLE
20575
0
0
SPRINT CORP
COM SER 1
85207U105
135
16021
SH
SOLE
16021
0
0
SPROUTS FMRS MKT INC
COM
85208M102
727
38449
SH
SOLE
38449
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
29081
130100
SH
Put
SOLE
130100
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
41264
184600
SH
Call
SOLE
184600
0
0
SQUARE INC
CL A
852234103
187
13685
SH
SOLE
13685
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
322
11247
SH
SOLE
11247
0
0
ST JOE CO
COM
790148100
226
11900
SH
SOLE
11900
0
0
ST JUDE MED INC
COM
790849103
278
3471
SH
SOLE
3471
0
0
STANLEY BLACK & DECKER INC
COM
854502101
2967
25871
SH
SOLE
25871
0
0
STAPLES INC
COM
855030102
288
31836
SH
SOLE
31836
0
0
STARBUCKS CORP
COM
855244109
1687
30381
SH
SOLE
30381
0
0
STATE STR CORP
COM
857477103
1125
14476
SH
SOLE
14476
0
0
STATOIL ASA
SPONSORED ADR
85771P102
271
14855
SH
SOLE
14855
0
0
STEEL DYNAMICS INC
COM
858119100
2048
57566
SH
SOLE
57566
0
0
STEELCASE INC
CL A
858155203
199
11123
SH
SOLE
11123
0
0
STERICYCLE INC
COM
858912108
307
3982
SH
SOLE
3982
0
0
STERIS PLC
SHS USD
G84720104
404
6000
SH
SOLE
6000
0
0
STERLING BANCORP DEL
COM
85917A100
369
15761
SH
SOLE
15761
0
0
MADDEN STEVEN LTD
COM
556269108
794
22221
SH
SOLE
22221
0
0
STILLWATER MNG CO
COM
86074Q102
372
23072
SH
SOLE
23072
0
0
SCORPIO TANKERS INC
SHS
Y7542C106
1472
325000
SH
Call
SOLE
325000
0
0
SUNCOR ENERGY INC NEW
COM
867224107
2259
69100
SH
Put
SOLE
69100
0
0
SUNCOR ENERGY INC NEW
COM
867224107
4109
125700
SH
Call
SOLE
125700
0
0
SUCAMPO PHARMACEUTICALS INC
DBCV 3.250%12/1
864909AA4
6474
6050000
PRN
SOLE
6050000
0
0
SUMMIT HOTEL PPTYS
COM
866082100
381
23797
SH
SOLE
23797
0
0
SUMMIT MATLS INC
CL A
86614U100
557
23400
SH
SOLE
23400
0
0
SUNOCO LP
COM U REP LP
86765K109
1479
55000
SH
Call
SOLE
55000
0
0
SUNCOR ENERGY INC NEW
COM
867224107
9974
305103
SH
SOLE
305103
0
0
SUNPOWER CORP
COM
867652406
407
61538
SH
SOLE
61538
0
0
SUNTRUST BKS INC
COM
867914103
2362
43068
SH
SOLE
43068
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
207
12279
SH
SOLE
12279
0
0
SWIFT TRANSN CO
CL A
87074U101
748
30692
SH
SOLE
30692
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
307
8024
SH
SOLE
8024
0
0
SYNCHRONY FINL
COM
87165B103
613
16897
SH
SOLE
16897
0
0
SYNNEX CORP
COM
87162W100
362
2993
SH
SOLE
2993
0
0
SYNOPSYS INC
COM
871607107
996
16915
SH
SOLE
16915
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
343
8349
SH
SOLE
8349
0
0
SYSCO CORP
COM
871829107
983
17751
SH
SOLE
17751
0
0
PRICE T ROWE GROUP INC
COM
74144T108
799
10618
SH
SOLE
10618
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
1185
41227
SH
SOLE
41227
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
420
11728
SH
SOLE
11728
0
0
TARGA RES CORP
COM
87612G101
1121
20000
SH
SOLE
20000
0
0
TARGET CORP
COM
87612E106
1768
24478
SH
SOLE
24478
0
0
PROSHARES TR
PSHS ULTSH 20YRS
74347B201
10968
268700
SH
Put
SOLE
268700
0
0
PROSHARES TR
PSHS ULTSH 20YRS
74347B201
318
7800
SH
Call
SOLE
7800
0
0
TCF FINL CORP
COM
872275102
421
21500
SH
SOLE
21500
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
903
20717
SH
SOLE
20717
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
335
4842
SH
SOLE
4842
0
0
TECH DATA CORP
COM
878237106
766
9047
SH
SOLE
9047
0
0
TECK RESOURCES LTD
CL B
878742204
1954
97537
SH
SOLE
97537
0
0
TEEKAY TANKERS LTD
CL A
Y8565N102
29
12867
SH
SOLE
12867
0
0
TEGNA INC
COM
87901J105
1095
51214
SH
SOLE
51214
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
317
2576
SH
SOLE
2576
0
0
P T TELEKOMUNIKASI INDONESIA
SPONSORED ADR
715684106
203
6967
SH
SOLE
6967
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
323
11183
SH
SOLE
11183
0
0
TENNECO INC
COM
880349105
1249
20000
SH
Call
SOLE
20000
0
0
TENAX THERAPEUTICS INC
COM
88032L100
63
32140
SH
SOLE
32140
0
0
TENNECO INC
COM
880349105
395
6323
SH
SOLE
6323
0
0
TERADATA CORP DEL
COM
88076W103
257
9452
SH
SOLE
9452
0
0
TERADYNE INC
COM
880770102
314
12350
SH
SOLE
12350
0
0
TEREX CORP NEW
COM
880779103
344
10920
SH
SOLE
10920
0
0
TESARO INC
NOTE 3.000%10/0
881569AA5
32959
8500000
PRN
SOLE
8500000
0
0
TESLA MTRS INC
NOTE 0.250% 3/0
88160RAB7
2331
2500000
PRN
SOLE
2500000
0
0
TESORO CORP
COM
881609101
1520
17377
SH
SOLE
17377
0
0
TESORO LOGISTICS LP
COM UNIT LP
88160T107
381
7500
SH
SOLE
7500
0
0
TETRA TECHNOLOGIES INC DEL
COM
88162F105
148
29568
SH
SOLE
29568
0
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
861
23752
SH
SOLE
23752
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
208
2648
SH
SOLE
2648
0
0
TEXAS INSTRS INC
COM
882508104
2003
27451
SH
SOLE
27451
0
0
THERAVANCE BIOPHARMA INC
NOTE 3.250%11/0
88339KAA0
6851
6000000
PRN
SOLE
6000000
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
2336
16559
SH
SOLE
16559
0
0
THOR INDS INC
COM
885160101
358
3574
SH
SOLE
3574
0
0
TIMKEN CO
COM
887389104
354
8905
SH
SOLE
8905
0
0
TJX COS INC NEW
COM
872540109
1679
22351
SH
SOLE
22351
0
0
T MOBILE US INC
COM
872590104
857
14900
SH
SOLE
14900
0
0
TOLL BROTHERS INC
COM
889478103
3015
97243
SH
SOLE
97243
0
0
TORCHMARK CORP
COM
891027104
211
2867
SH
SOLE
2867
0
0
TORO CO
COM
891092108
328
5865
SH
SOLE
5865
0
0
TOTAL SYS SVCS INC
COM
891906109
1257
25634
SH
SOLE
25634
0
0
TRANSUNION
COM
89400J107
396
12795
SH
SOLE
12795
0
0
TRAVELCENTERS AMER LLC
COM
894174101
213
30000
SH
SOLE
30000
0
0
TRAVELERS COMPANIES INC
COM
89417E109
299
2440
SH
SOLE
2440
0
0
TRAVELPORT WORLDWIDE LTD
SHS
G9019D104
173
12285
SH
SOLE
12285
0
0
TREEHOUSE FOODS INC
COM
89469A104
229
3170
SH
SOLE
3170
0
0
TRIBUNE MEDIA CO
CL A
896047503
251
7179
SH
SOLE
7179
0
0
TRINA SOLAR LIMITED
DBCV 3.500% 6/1
89628EAC8
4788
5000000
PRN
SOLE
5000000
0
0
TRUEBLUE INC
COM
89785X101
214
8692
SH
SOLE
8692
0
0
TRUECAR INC
COM
89785L107
243
19419
SH
SOLE
19419
0
0
TUPPERWARE BRANDS CORP
COM
899896104
316
6000
SH
SOLE
6000
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
711
26089
SH
SOLE
26089
0
0
TWITTER INC
COM
90184L102
248
15200
SH
SOLE
15200
0
0
TWO HBRS INVT CORP
COM
90187B101
161
18473
SH
SOLE
18473
0
0
TYSON FOODS INC
CL A
902494103
1790
29027
SH
SOLE
29027
0
0
UBS GROUP AG
SHS
H42097107
289
18434
SH
SOLE
18434
0
0
UDR INC
COM
902653104
462
12665
SH
SOLE
12665
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
444
2435
SH
SOLE
2435
0
0
UMB FINL CORP
COM
902788108
209
2715
SH
SOLE
2715
0
0
UMPQUA HLDGS CORP
COM
904214103
378
20110
SH
SOLE
20110
0
0
UNIT CORP
COM
909218109
405
15061
SH
SOLE
15061
0
0
UNITED BANKSHARES INC WEST V
COM
909907107
207
4485
SH
SOLE
4485
0
0
UNITED CONTL HLDGS INC
COM
910047109
2340
32107
SH
SOLE
32107
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
1191
10393
SH
SOLE
10393
0
0
UNITED RENTALS INC
COM
911363109
809
7666
SH
SOLE
7666
0
0
UNITED STATES STL CORP NEW
COM
912909108
1941
58786
SH
SOLE
58786
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
1298
8111
SH
SOLE
8111
0
0
UNIVERSAL FST PRODS INC
COM
913543104
235
2298
SH
SOLE
2298
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
1176
11058
SH
SOLE
11058
0
0
UNUM GROUP
COM
91529Y106
759
17276
SH
SOLE
17276
0
0
US BANCORP DEL
COM NEW
902973304
387
7538
SH
SOLE
7538
0
0
US FOODS HLDG CORP
COM
912008109
1400
50958
SH
SOLE
50958
0
0
U S SILICA HLDGS INC
COM
90346E103
465
8200
SH
SOLE
8200
0
0
U S G CORP
COM NEW
903293405
642
22221
SH
SOLE
22221
0
0
VALE S A
ADR
91912E105
85
11185
SH
SOLE
11185
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
565
38900
SH
SOLE
38900
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
502
9132
SH
SOLE
9132
0
0
VANECK VECTORS ETF TR
COAL ETF
92189F809
139
11366
SH
SOLE
11366
0
0
VANECK VECTORS ETF TR
INDIA SMALL CAP
92189F767
2213
54281
SH
SOLE
54281
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EUROPE ETF
922042874
569
11861
SH
SOLE
11861
0
0
VANGUARD INTL EQUITY INDEX F
GLB EX US ETF
922042676
403
8126
SH
SOLE
8126
0
0
VANGUARD INTL EQUITY INDEX F
TT WRLD ST ETF
922042742
338
5535
SH
SOLE
5535
0
0
VARIAN MED SYS INC
COM
92220P105
502
5595
SH
SOLE
5595
0
0
VENTAS INC
COM
92276F100
501
8016
SH
SOLE
8016
0
0
VEREIT INC
COM
92339V100
308
36453
SH
SOLE
36453
0
0
VERINT SYS INC
COM
92343X100
261
7400
SH
SOLE
7400
0
0
VERISIGN INC
COM
92343E102
395
5188
SH
SOLE
5188
0
0
VERISK ANALYTICS INC
COM
92345Y106
531
6544
SH
SOLE
6544
0
0
VERSUM MATLS INC
COM
92532W103
241
8577
SH
SOLE
8577
0
0
V F CORP
COM
918204108
203
3798
SH
SOLE
3798
0
0
VIACOM INC NEW
CL B
92553P201
403
11468
SH
SOLE
11468
0
0
VIAVI SOLUTIONS INC
COM
925550105
320
39100
SH
SOLE
39100
0
0
VIPSHOP HLDGS LTD
NOTE 1.500% 3/1
92763WAA1
1502
1500000
PRN
SOLE
1500000
0
0
VISA INC
COM CL A
92826C839
407
5214
SH
SOLE
5214
0
0
VISTA OUTDOOR INC
COM
928377100
790
21403
SH
SOLE
21403
0
0
VISTEON CORP
COM NEW
92839U206
466
5799
SH
SOLE
5799
0
0
VONAGE HLDGS CORP
COM
92886T201
1679
245085
SH
SOLE
245085
0
0
VOYA FINL INC
COM
929089100
759
19358
SH
SOLE
19358
0
0
VULCAN MATLS CO
COM
929160109
1857
14838
SH
SOLE
14838
0
0
VWR CORP
COM
91843L103
3000
119858
SH
SOLE
119858
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
10181
399100
SH
Put
SOLE
399100
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
776
30400
SH
Call
SOLE
30400
0
0
WABASH NATL CORP
COM
929566107
292
18487
SH
SOLE
18487
0
0
WABCO HLDGS INC
COM
92927K102
889
8378
SH
SOLE
8378
0
0
WADDELL & REED FINL INC
CL A
930059100
233
11968
SH
SOLE
11968
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1478
17855
SH
SOLE
17855
0
0
WAL-MART STORES INC
COM
931142103
964
13940
SH
SOLE
13940
0
0
DISNEY WALT CO
COM DISNEY
254687106
865
8300
SH
SOLE
8300
0
0
WASHINGTON FED INC
COM
938824109
354
10304
SH
SOLE
10304
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
595
18213
SH
SOLE
18213
0
0
WASTE CONNECTIONS INC
COM
94106B101
549
6981
SH
SOLE
6981
0
0
WASTE MGMT INC DEL
COM
94106L109
2974
41942
SH
SOLE
41942
0
0
WATERS CORP
COM
941848103
429
3192
SH
SOLE
3192
0
0
WATSCO INC
COM
942622200
207
1400
SH
SOLE
1400
0
0
WAYFAIR INC
CL A
94419L101
229
6537
SH
SOLE
6537
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
159
31888
SH
SOLE
31888
0
0
WEBMD HEALTH CORP
COM
94770V102
506
10210
SH
SOLE
10210
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
485
13543
SH
SOLE
13543
0
0
WELLS FARGO & CO NEW
COM
949746101
745
13510
SH
SOLE
13510
0
0
WESCO INTL INC
COM
95082P105
1020
15321
SH
SOLE
15321
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
656
13472
SH
SOLE
13472
0
0
WESTERN DIGITAL CORP
COM
958102105
2532
37260
SH
SOLE
37260
0
0
WESTERN REFNG INC
COM
959319104
996
26318
SH
SOLE
26318
0
0
WESTLAKE CHEM CORP
COM
960413102
1028
18354
SH
SOLE
18354
0
0
WESTROCK CO
COM
96145D105
2792
54998
SH
SOLE
54998
0
0
WGL HLDGS INC
COM
92924F106
374
4900
SH
SOLE
4900
0
0
WHITE MTNS INS GROUP LTD
COM
G9618E107
533
638
SH
SOLE
638
0
0
WHITING PETE CORP NEW
COM
966387102
223
18566
SH
SOLE
18566
0
0
WHIRLPOOL CORP
COM
963320106
727
4000
SH
Call
SOLE
4000
0
0
WILLIAMS COS INC DEL
COM
969457100
1929
61955
SH
SOLE
61955
0
0
WILLIAMS PARTNERS L P NEW
COM UNIT LTD PAR
96949L105
380
10000
SH
SOLE
10000
0
0
WILLIAMS SONOMA INC
COM
969904101
601
12411
SH
SOLE
12411
0
0
WINDSTREAM HLDGS INC
COM NEW
97382A200
199
27206
SH
SOLE
27206
0
0
WISDOMTREE TR
EMG MKTS SMCAP
97717W281
278
7115
SH
SOLE
7115
0
0
WISDOMTREE TR
EUROPE SMCP DV
97717W869
550
10078
SH
SOLE
10078
0
0
WISDOMTREE TR
INTL EQUITY FD
97717W703
218
4697
SH
SOLE
4697
0
0
WISDOMTREE TR
INTL SMCAP DIV
97717W760
281
4680
SH
SOLE
4680
0
0
WISDOMTREE INVTS INC
COM
97717P104
348
31200
SH
SOLE
31200
0
0
WIX COM LTD
SHS
M98068105
294
6591
SH
SOLE
6591
0
0
WNS HOLDINGS LTD
SPON ADR
92932M101
204
7390
SH
SOLE
7390
0
0
WOODWARD INC
COM
980745103
219
3165
SH
SOLE
3165
0
0
WORKDAY INC
CL A
98138H101
773
11699
SH
SOLE
11699
0
0
WORLD FUEL SVCS CORP
COM
981475106
226
4914
SH
SOLE
4914
0
0
WORTHINGTON INDS INC
COM
981811102
440
9274
SH
SOLE
9274
0
0
W P CAREY INC
COM
92936U109
892
15092
SH
SOLE
15092
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
768
10061
SH
SOLE
10061
0
0
XCEL ENERGY INC
COM
98389B100
3119
76625
SH
SOLE
76625
0
0
XEROX CORP
COM
984121103
282
32352
SH
SOLE
32352
0
0
XEROX CORP
EX DISTRIBUTN
984121129
1702
292000
SH
SOLE
292000
0
0
XILINX INC
COM
983919101
937
15513
SH
SOLE
15513
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
1243
25000
SH
Put
SOLE
25000
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
1130
15000
SH
Put
SOLE
15000
0
0
SELECT SECTOR SPDR TR
TECHNOLOGY
81369Y803
3023
62500
SH
Put
SOLE
62500
0
0
SELECT SECTOR SPDR TR
TECHNOLOGY
81369Y803
2998
62000
SH
Call
SOLE
62000
0
0
EXXON MOBIL CORP
COM
30231G102
2311
25600
SH
Put
SOLE
25600
0
0
EXXON MOBIL CORP
COM
30231G102
1011
11200
SH
Call
SOLE
11200
0
0
XUNLEI LTD
SPONSORED ADR
98419E108
76
19800
SH
SOLE
19800
0
0
XYLEM INC
COM
98419M100
468
9445
SH
SOLE
9445
0
0
YAMANA GOLD INC
COM
98462Y100
106
37800
SH
SOLE
37800
0
0
YANDEX N V
SHS CLASS A
N97284108
282
14024
SH
SOLE
14024
0
0
YAHOO INC
NOTE 12/0
984332AF3
17380
17500000
PRN
SOLE
17500000
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
408
24702
SH
SOLE
24702
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
417
31400
SH
SOLE
31400
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
398
30000
SH
Put
SOLE
30000
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
398
30000
SH
Call
SOLE
30000
0
0
YUM BRANDS INC
COM
988498101
206
3260
SH
SOLE
3260
0
0
YY INC
ADS REPCOM CLA
98426T106
548
13900
SH
SOLE
13900
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
988
30063
SH
SOLE
30063
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
447
10261
SH
SOLE
10261
0
0
ZILLOW GROUP INC
CL A
98954M101
215
5902
SH
SOLE
5902
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
2275
22046
SH
SOLE
22046
0
0
ZIONS BANCORPORATION
COM
989701107
226
5262
SH
SOLE
5262
0
0