0001454027-17-000004.txt : 20170515 0001454027-17-000004.hdr.sgml : 20170515 20170512173132 ACCESSION NUMBER: 0001454027-17-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170515 DATE AS OF CHANGE: 20170512 EFFECTIVENESS DATE: 20170515 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: 17840103 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 LIVE false false false 0001454027 XXXXXXXX 03-31-2017 03-31-2017 Verition Fund Management LLC

ONE AMERICAN LANE GREENWICH CT 06831

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SOLE 3941 0 0 HARSCO CORP COM 415864107 145 11404 SH SOLE 11404 0 0 HASBRO INC COM 418056107 788 7896 SH SOLE 7896 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 510 15318 SH SOLE 15318 0 0 HAWAIIAN HOLDINGS INC COM 419879101 416 8950 SH SOLE 8950 0 0 HCP INC COM 40414L109 740 23665 SH SOLE 23665 0 0 HD SUPPLY HLDGS INC COM 40416M105 1620 39402 SH SOLE 39402 0 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 670 21300 SH SOLE 21300 0 0 HEARTLAND EXPRESS INC COM 422347104 206 10250 SH SOLE 10250 0 0 HEICO CORP NEW CL A 422806208 761 10152 SH SOLE 10152 0 0 SCHEIN HENRY INC COM 806407102 306 1800 SH SOLE 1800 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 3840 4000000 PRN SOLE 4000000 0 0 HERC HLDGS INC COM 42704L104 201 4114 SH SOLE 4114 0 0 MILLER HERMAN INC COM 600544100 473 14988 SH SOLE 14988 0 0 HERTZ GLOBAL HLDGS INC COM 42806J106 811 46257 SH SOLE 46257 0 0 HESS CORP COM 42809H107 1487 30853 SH SOLE 30853 0 0 HIGHWOODS PPTYS INC COM 431284108 300 6116 SH SOLE 6116 0 0 HILLTOP HOLDINGS INC 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606 25588 SH SOLE 25588 0 0 INTL PAPER CO COM 460146103 991 19523 SH SOLE 19523 0 0 INTERPUBLIC GROUP COS INC COM 460690100 261 10605 SH SOLE 10605 0 0 INTERXION HOLDING N.V SHS N47279109 239 6041 SH SOLE 6041 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1906 10947 SH SOLE 10947 0 0 INTREPID POTASH INC COM 46121Y102 26 14844 SH SOLE 14844 0 0 INTUIT COM 461202103 2937 25320 SH SOLE 25320 0 0 INVESCO LTD SHS G491BT108 1060 34621 SH SOLE 34621 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 208 13493 SH SOLE 13493 0 0 ISHARES TR ASIA 50 ETF 464288430 335 6385 SH SOLE 6385 0 0 ISHARES TR GLOB HLTHCRE ETF 464287325 227 2207 SH SOLE 2207 0 0 ISHARES TR MSCI ACWI ETF 464288257 366 5778 SH SOLE 5778 0 0 ISHARES ALL PERU CAP ETF 464289842 490 14364 SH SOLE 14364 0 0 ISHARES MSCI AUST ETF 464286103 309 13667 SH SOLE 13667 0 0 ISHARES MSCI BRZ CAP ETF 464286400 213 5683 SH SOLE 5683 0 0 ISHARES TR CHINA ETF 46429B671 514 10300 SH SOLE 10300 0 0 ISHARES TR EAFE VALUE ETF 464288877 452 8987 SH SOLE 8987 0 0 ISHARES MSCI FRNTR100ETF 464286145 882 31796 SH SOLE 31796 0 0 ISHARES MSCI GERMANY ETF 464286806 378 13134 SH SOLE 13134 0 0 ISHARES MSCI HONG KG ETF 464286871 235 10551 SH SOLE 10551 0 0 ISHARES TR MSCI INDIA ETF 46429B598 982 31200 SH SOLE 31200 0 0 ISHARES MSCI MEX CAP ETF 464286822 318 6224 SH SOLE 6224 0 0 ISHARES MSCI NETHERL ETF 464286814 203 7581 SH SOLE 7581 0 0 ISHARES TR MSCI POL CAP ETF 46429B606 234 10821 SH SOLE 10821 0 0 ISHARES MSCI STH AFR ETF 464286780 269 4873 SH SOLE 4873 0 0 ISHARES MSCI STH KOR ETF 464286772 668 10792 SH SOLE 10792 0 0 ISHARES INC MSCI TAIWAN ETF 46434G772 321 9652 SH SOLE 9652 0 0 ISHARES MSCI TURKEY ETF 464286715 514 14353 SH SOLE 14353 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 986 7172 SH SOLE 7172 0 0 ISHARES TR RUS 2000 GRW ETF 464287648 493 3048 SH SOLE 3048 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 352 2978 SH SOLE 2978 0 0 ISHARES TR RUS MID CAP ETF 464287499 320 1708 SH SOLE 1708 0 0 ISHARES TR U.S. TELECOM ETF 464287713 380 11750 SH SOLE 11750 0 0 ISTAR INC COM 45031U101 145 12300 SH SOLE 12300 0 0 ITRON INC COM 465741106 725 11943 SH SOLE 11943 0 0 ITT INC COM 45073V108 423 10321 SH SOLE 10321 0 0 JABIL CIRCUIT INC COM 466313103 1072 37070 SH SOLE 37070 0 0 HENRY JACK & ASSOC INC COM 426281101 355 3809 SH SOLE 3809 0 0 JACK IN THE BOX INC COM 466367109 877 8624 SH SOLE 8624 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 432 7806 SH SOLE 7806 0 0 JD COM INC SPON ADR CL A 47215P106 433 13928 SH SOLE 13928 0 0 SMUCKER J M CO COM NEW 832696405 367 2800 SH SOLE 2800 0 0 JOHNSON & JOHNSON COM 478160104 534 4288 SH SOLE 4288 0 0 JPMORGAN CHASE & CO COM 46625H100 632 7200 SH Put SOLE 7200 0 0 JPMORGAN CHASE & CO COM 46625H100 562 6400 SH Call SOLE 6400 0 0 J P MORGAN EXCHANGE TRADED F DIV RTN GLB EQ 46641Q100 300 5502 SH SOLE 5502 0 0 JPMORGAN CHASE & CO COM 46625H100 1991 22666 SH SOLE 22666 0 0 JUNIPER NETWORKS INC COM 48203R104 922 33146 SH SOLE 33146 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 879 10250 SH 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SH SOLE 21978 0 0 LEE ENTERPRISES INC COM 523768109 40 15309 SH SOLE 15309 0 0 LEIDOS HLDGS INC COM 525327102 1082 21161 SH SOLE 21161 0 0 LENNAR CORP CL A 526057104 1024 20000 SH Call SOLE 20000 0 0 LENDINGCLUB CORP COM 52603A109 94 17200 SH SOLE 17200 0 0 LENNAR CORP CL A 526057104 1359 26556 SH SOLE 26556 0 0 LENNOX INTL INC COM 526107107 619 3700 SH SOLE 3700 0 0 LEUCADIA NATL CORP COM 527288104 453 17417 SH SOLE 17417 0 0 LEXINGTON REALTY TRUST COM 529043101 148 14828 SH SOLE 14828 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 669 18662 SH SOLE 18662 0 0 LIBERTY PPTY TR SH BEN INT 531172104 800 20763 SH SOLE 20763 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 4784 3200000 PRN SOLE 3200000 0 0 LINCOLN NATL CORP IND COM 534187109 711 10867 SH SOLE 10867 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 637 26109 SH SOLE 26109 0 0 LITTELFUSE INC COM 537008104 416 2600 SH SOLE 2600 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 597 19645 SH SOLE 19645 0 0 LKQ CORP COM 501889208 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239 13447 SH SOLE 13447 0 0 MARATHON OIL CORP COM 565849106 1054 66680 SH SOLE 66680 0 0 MARATHON PETE CORP COM 56585A102 1999 39556 SH SOLE 39556 0 0 MARRIOTT INTL INC NEW CL A 571903202 320 3400 SH SOLE 3400 0 0 MARSH & MCLENNAN COS INC COM 571748102 772 10454 SH SOLE 10454 0 0 MARTIN MARIETTA MATLS INC COM 573284106 806 3691 SH SOLE 3691 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1450 95018 SH SOLE 95018 0 0 MASCO CORP COM 574599106 1075 31619 SH SOLE 31619 0 0 MASIMO CORP COM 574795100 322 3455 SH SOLE 3455 0 0 MASONITE INTL CORP NEW COM 575385109 287 3623 SH SOLE 3623 0 0 MATSON INC COM 57686G105 244 7683 SH SOLE 7683 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 991 22031 SH SOLE 22031 0 0 MBIA INC COM 55262C100 178 21003 SH SOLE 21003 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1033 10585 SH SOLE 10585 0 0 MCDONALDS CORP COM 580135101 1360 10496 SH SOLE 10496 0 0 MCKESSON CORP COM 58155Q103 518 3495 SH SOLE 3495 0 0 MDU RES GROUP INC COM 552690109 452 16532 SH SOLE 16532 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 334 25900 SH SOLE 25900 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 209 3628 SH SOLE 3628 0 0 MEDTRONIC PLC SHS G5960L103 5018 62288 SH SOLE 62288 0 0 MELCO CROWN ENTMT LTD ADR 585464100 385 20757 SH SOLE 20757 0 0 MERCK & CO INC COM 58933Y105 1092 17192 SH SOLE 17192 0 0 MERCURY GENL CORP NEW COM 589400100 751 12312 SH SOLE 12312 0 0 MEREDITH CORP COM 589433101 903 13972 SH SOLE 13972 0 0 MERIT MED SYS INC COM 589889104 280 9701 SH SOLE 9701 0 0 MERITAGE HOMES CORP COM 59001A102 587 15953 SH SOLE 15953 0 0 MGIC INVT CORP WIS COM 552848103 108 10700 SH SOLE 10700 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 8381 5750000 PRN SOLE 5750000 0 0 MGM GROWTH PPTYS LLC CL A COM 55303A105 205 7592 SH SOLE 7592 0 0 MGM RESORTS INTERNATIONAL COM 552953101 274 10000 SH SOLE 10000 0 0 MICHAELS COS INC COM 59408Q106 224 10000 SH SOLE 10000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2844 38550 SH SOLE 38550 0 0 MICRON TECHNOLOGY INC COM 595112103 1116 38600 SH SOLE 38600 0 0 MICROSEMI CORP COM 595137100 1695 32900 SH SOLE 32900 0 0 MID AMER APT CMNTYS INC COM 59522J103 478 4700 SH SOLE 4700 0 0 MIDDLEBY CORP COM 596278101 363 2662 SH SOLE 2662 0 0 MKS INSTRUMENT INC COM 55306N104 571 8300 SH SOLE 8300 0 0 3M CO COM 88579Y101 230 1200 SH Put SOLE 1200 0 0 3M CO COM 88579Y101 823 4300 SH Call SOLE 4300 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 350 31719 SH SOLE 31719 0 0 MOLSON COORS BREWING CO CL B 60871R209 538 5623 SH SOLE 5623 0 0 MOMO INC ADR 60879B107 312 9169 SH SOLE 9169 0 0 MONSANTO CO NEW COM 61166W101 2547 22500 SH Call SOLE 22500 0 0 MONDELEZ INTL INC CL A 609207105 818 18981 SH SOLE 18981 0 0 MONSANTO CO NEW COM 61166W101 532 4704 SH SOLE 4704 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 3223 69805 SH SOLE 69805 0 0 MOODYS CORP COM 615369105 358 3194 SH SOLE 3194 0 0 MORGAN STANLEY COM NEW 617446448 292 6805 SH SOLE 6805 0 0 MOSAIC CO NEW COM 61945C103 1649 56525 SH SOLE 56525 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 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INC COM 651229106 1210 25645 SH SOLE 25645 0 0 NEWMONT MINING CORP COM 651639106 400 12128 SH SOLE 12128 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 137 16862 SH SOLE 16862 0 0 NEWPARK RES INC NOTE 4.000%10/0 651718AC2 2250 2200000 PRN SOLE 2200000 0 0 NEXEO SOLUTIONS INC COM SHS 65342H102 182 20498 SH SOLE 20498 0 0 NEXTERA ENERGY INC COM 65339F101 832 6479 SH SOLE 6479 0 0 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 2153 65000 SH SOLE 65000 0 0 NIC INC COM 62914B100 339 16777 SH SOLE 16777 0 0 NICE LTD SPONSORED ADR 653656108 401 5900 SH SOLE 5900 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 924 22366 SH SOLE 22366 0 0 NIKE INC CL B 654106103 571 10239 SH SOLE 10239 0 0 NIPPON TELEG TEL CORP SPONSORED ADR 654624105 623 14534 SH SOLE 14534 0 0 NISOURCE INC COM 65473P105 9358 393369 SH SOLE 393369 0 0 NOBLE ENERGY INC COM 655044105 608 17709 SH SOLE 17709 0 0 NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 391 7500 SH SOLE 7500 0 0 NOKIA CORP SPONSORED ADR 654902204 92 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PETE INC NEW COM 674215108 146 10244 SH SOLE 10244 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 325 5129 SH SOLE 5129 0 0 OGE ENERGY CORP COM 670837103 1295 37023 SH SOLE 37023 0 0 OIL STS INTL INC COM 678026105 381 11489 SH SOLE 11489 0 0 OLD DOMINION FGHT LINES INC COM 679580100 868 10142 SH SOLE 10142 0 0 OLD REP INTL CORP COM 680223104 890 43434 SH SOLE 43434 0 0 OLIN CORP COM PAR $1 680665205 575 17497 SH SOLE 17497 0 0 ON SEMICONDUCTOR CORP COM 682189105 1336 86250 SH SOLE 86250 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 675 12500 SH SOLE 12500 0 0 ORACLE CORP COM 68389X105 1086 24346 SH SOLE 24346 0 0 ORBITAL ATK INC COM 68557N103 562 5731 SH SOLE 5731 0 0 ORBOTECH LTD ORD M75253100 1366 42353 SH SOLE 42353 0 0 ORCHID IS CAP INC COM 68571X103 207 20757 SH SOLE 20757 0 0 OSI SYSTEMS INC COM 671044105 269 3685 SH SOLE 3685 0 0 OWENS CORNING NEW COM 690742101 551 8983 SH SOLE 8983 0 0 OWENS ILL INC COM NEW 690768403 679 33307 SH SOLE 33307 0 0 OXFORD INDS INC COM 691497309 449 7845 SH SOLE 7845 0 0 PG&E CORP COM 69331C108 2307 34767 SH SOLE 34767 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 124 18106 SH SOLE 18106 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 307 6743 SH SOLE 6743 0 0 PACKAGING CORP AMER COM 695156109 967 10558 SH SOLE 10558 0 0 PACWEST BANCORP DEL COM 695263103 729 13691 SH SOLE 13691 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 6573 5500000 PRN SOLE 5500000 0 0 PALO ALTO NETWORKS INC COM 697435105 767 6804 SH SOLE 6804 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 6549 6500000 PRN SOLE 6500000 0 0 PAREXEL INTL CORP COM 699462107 632 10012 SH SOLE 10012 0 0 PARK HOTELS RESORTS INC COM 700517105 653 25423 SH SOLE 25423 0 0 PATHEON N V SHS N6865W105 416 15800 SH SOLE 15800 0 0 PATTERN ENERGY GROUP INC CL A 70338P100 288 14288 SH SOLE 14288 0 0 PATTERSON UTI ENERGY INC COM 703481101 472 19437 SH SOLE 19437 0 0 PBF ENERGY INC CL A 69318G106 418 18841 SH SOLE 18841 0 0 PBF LOGISTICS LP UNIT LTD PTNR 69318Q104 539 25000 SH SOLE 25000 0 0 PDC ENERGY INC COM 69327R101 692 11100 SH SOLE 11100 0 0 PEGASYSTEMS INC COM 705573103 225 5125 SH SOLE 5125 0 0 PEMBINA PIPELINE CORP COM 706327103 339 10677 SH SOLE 10677 0 0 PENN VA CORP NEW COM 70788V102 218 4823 SH SOLE 4823 0 0 PENNYMAC MTG INVT TR COM 70931T103 185 10403 SH SOLE 10403 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 603 33121 SH SOLE 33121 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 399 5443 SH SOLE 5443 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 125 12900 SH SOLE 12900 0 0 PIER 1 IMPORTS INC COM 720279108 100 14033 SH SOLE 14033 0 0 PINNACLE ENTMT INC NEW COM 72348Y105 267 13699 SH SOLE 13699 0 0 PINNACLE FOODS INC DEL COM 72348P104 1836 31728 SH SOLE 31728 0 0 PINNACLE WEST CAP CORP COM 723484101 13753 164945 SH SOLE 164945 0 0 PIONEER NAT RES CO COM 723787107 651 3497 SH SOLE 3497 0 0 PIPER JAFFRAY COS COM 724078100 334 5225 SH SOLE 5225 0 0 PITNEY BOWES INC COM 724479100 497 37887 SH SOLE 37887 0 0 PACKAGING CORP AMER COM 695156109 5955 65000 SH Call SOLE 65000 0 0 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 562 17988 SH SOLE 17988 0 0 PLANTRONICS INC NEW COM 727493108 253 4669 SH SOLE 4669 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 483 37072 SH SOLE 37072 0 0 PNC FINL SVCS GROUP INC COM 693475105 1360 11309 SH SOLE 11309 0 0 POLARIS INDS INC COM 731068102 378 4514 SH SOLE 4514 0 0 POOL CORPORATION COM 73278L105 501 4200 SH SOLE 4200 0 0 POPULAR INC COM NEW 733174700 567 13922 SH SOLE 13922 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 436 9823 SH SOLE 9823 0 0 POTASH CORP SASK INC COM 73755L107 347 20345 SH SOLE 20345 0 0 POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 201 8742 SH SOLE 8742 0 0 PPG INDS INC COM 693506107 3152 30000 SH Put SOLE 30000 0 0 PPG INDS INC COM 693506107 3257 31000 SH SOLE 31000 0 0 PREMIER INC CL A 74051N102 326 10249 SH SOLE 10249 0 0 PRICELINE GRP INC COM NEW 741503403 2351 1321 SH SOLE 1321 0 0 PROCTER AND GAMBLE CO COM 742718109 583 6493 SH SOLE 6493 0 0 PROGRESS SOFTWARE CORP COM 743312100 308 10611 SH SOLE 10611 0 0 PROGRESSIVE CORP OHIO COM 743315103 2525 64434 SH SOLE 64434 0 0 PROLOGIS INC COM 74340W103 540 10408 SH SOLE 10408 0 0 PROOFPOINT INC COM 743424103 1565 21040 SH SOLE 21040 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 124 13717 SH SOLE 13717 0 0 PRUDENTIAL FINL INC COM 744320102 1481 13887 SH SOLE 13887 0 0 PHILLIPS 66 COM 718546104 1584 20000 SH Call SOLE 20000 0 0 PTC INC COM 69370C100 646 12300 SH SOLE 12300 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1744 39333 SH SOLE 39333 0 0 PUBLIC STORAGE COM 74460D109 1313 6000 SH SOLE 6000 0 0 PULTE GROUP INC COM 745867101 266 11279 SH SOLE 11279 0 0 QEP RES INC COM 74733V100 730 57474 SH SOLE 57474 0 0 QUALITY CARE PPTYS INC COM 747545101 401 21265 SH SOLE 21265 0 0 QUANTA SVCS INC COM 74762E102 1549 41746 SH SOLE 41746 0 0 QUORUM HEALTH CORP COM 74909E106 71 13014 SH SOLE 13014 0 0 RADIAN GROUP INC COM 750236101 423 23526 SH SOLE 23526 0 0 RALPH LAUREN CORP CL A 751212101 250 3068 SH SOLE 3068 0 0 RAMBUS 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SOLE 22347 0 0 REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 5125 4000000 PRN SOLE 4000000 0 0 RESMED INC COM 761152107 217 3017 SH SOLE 3017 0 0 RESOLUTE ENERGY CORP COM NEW 76116A306 245 6074 SH SOLE 6074 0 0 RETAIL PPTYS AMER INC CL A 76131V202 324 22458 SH SOLE 22458 0 0 REXNORD CORP NEW COM 76169B102 468 20298 SH SOLE 20298 0 0 RED HAT INC COM 756577102 1730 20000 SH Call SOLE 20000 0 0 RICHMONT MINES INC COM 76547T106 146 20500 SH SOLE 20500 0 0 RINGCENTRAL INC CL A 76680R206 295 10435 SH SOLE 10435 0 0 RIO TINTO PLC SPONSORED ADR 767204100 244 6000 SH SOLE 6000 0 0 ROBERT HALF INTL INC COM 770323103 233 4777 SH SOLE 4777 0 0 ROCKWELL COLLINS INC COM 774341101 836 8604 SH SOLE 8604 0 0 ROLLINS INC COM 775711104 547 14729 SH SOLE 14729 0 0 ROPER TECHNOLOGIES INC COM 776696106 1780 8619 SH SOLE 8619 0 0 ROSS STORES INC COM 778296103 1565 23760 SH SOLE 23760 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 342 21966 SH SOLE 21966 0 0 RPM INTL INC COM 749685103 2752 50000 SH Call SOLE 50000 0 0 DONNELLEY R R & SONS CO COM 257867200 425 35135 SH SOLE 35135 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 235 10477 SH SOLE 10477 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 626 10132 SH SOLE 10132 0 0 S&P GLOBAL INC COM 78409V104 615 4701 SH SOLE 4701 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 641 22939 SH SOLE 22939 0 0 SABRE CORP COM 78573M104 501 23651 SH SOLE 23651 0 0 SAIA INC COM 78709Y105 600 13535 SH SOLE 13535 0 0 SALESFORCE COM INC COM 79466L302 403 4881 SH SOLE 4881 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 805 39390 SH SOLE 39390 0 0 SANCHEZ ENERGY CORP COM 79970Y105 476 49906 SH SOLE 49906 0 0 SANDSTORM GOLD LTD COM NEW 80013R206 70 16419 SH SOLE 16419 0 0 SANMINA CORPORATION COM 801056102 1640 40393 SH SOLE 40393 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 232 17385 SH SOLE 17385 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1530 12711 SH SOLE 12711 0 0 SCANA CORP NEW COM 80589M102 2342 35843 SH SOLE 35843 0 0 SCANSOURCE INC COM 806037107 245 6247 SH SOLE 6247 0 0 SCANA CORP NEW COM 80589M102 9606 147000 SH Put SOLE 147000 0 0 SCHLUMBERGER LTD COM 806857108 1651 21145 SH SOLE 21145 0 0 SCHNITZER STL INDS CL A 806882106 294 14217 SH SOLE 14217 0 0 SCHOLASTIC CORP COM 807066105 209 4900 SH SOLE 4900 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 234 9876 SH SOLE 9876 0 0 SCORPIO BULKERS INC COM Y7546A122 126 13684 SH SOLE 13684 0 0 SCORPIO TANKERS INC SHS Y7542C106 400 90000 SH SOLE 90000 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 285 3639 SH SOLE 3639 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 1093 23793 SH SOLE 23793 0 0 SEALED AIR CORP NEW COM 81211K100 1535 35228 SH SOLE 35228 0 0 SEI INVESTMENTS CO COM 784117103 453 8980 SH SOLE 8980 0 0 SELECT COMFORT CORP COM 81616X103 237 9543 SH SOLE 9543 0 0 SELECT MED HLDGS CORP COM 81619Q105 308 23055 SH SOLE 23055 0 0 SEMPRA ENERGY COM 816851109 12917 116893 SH SOLE 116893 0 0 SEMTECH CORP COM 816850101 254 7523 SH SOLE 7523 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 1201 59284 SH SOLE 59284 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 750 17180 SH SOLE 17180 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 717 9048 SH SOLE 9048 0 0 SERVICE CORP INTL COM 817565104 467 15112 SH SOLE 15112 0 0 SERVICENOW INC COM 81762P102 519 5937 SH SOLE 5937 0 0 SHAKE SHACK INC CL A 819047101 290 8672 SH SOLE 8672 0 0 SHERWIN WILLIAMS CO COM 824348106 216 695 SH SOLE 695 0 0 SHIRE PLC SPONSORED ADR 82481R106 435 2495 SH SOLE 2495 0 0 SHORETEL INC COM 825211105 97 15700 SH SOLE 15700 0 0 SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 2008 2000000 PRN SOLE 2000000 0 0 SILGAN HOLDINGS INC COM 827048109 1999 33675 SH SOLE 33675 0 0 SILVER STD RES INC COM 82823L106 423 39893 SH SOLE 39893 0 0 SILVER WHEATON CORP COM 828336107 1969 94458 SH SOLE 94458 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 420 10360 SH SOLE 10360 0 0 SKECHERS U S A INC CL A 830566105 542 19744 SH SOLE 19744 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 392 4000 SH SOLE 4000 0 0 SL GREEN RLTY CORP COM 78440X101 494 4636 SH SOLE 4636 0 0 SM ENERGY CO COM 78454L100 1973 82149 SH SOLE 82149 0 0 SNAP INC CL A 83304A106 580 25750 SH SOLE 25750 0 0 SNAP ON INC COM 833034101 619 3669 SH SOLE 3669 0 0 SONOCO PRODS CO COM 835495102 397 7500 SH Put SOLE 7500 0 0 SOTHEBYS COM 835898107 204 4481 SH SOLE 4481 0 0 SOUTHERN CO COM 842587107 336 6751 SH SOLE 6751 0 0 SOUTHWEST AIRLS CO COM 844741108 393 7311 SH SOLE 7311 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 525 6333 SH SOLE 6333 0 0 SOUTHWESTERN ENERGY CO COM 845467109 387 47369 SH SOLE 47369 0 0 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 258 5473 SH SOLE 5473 0 0 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 368 9830 SH SOLE 9830 0 0 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 290 3538 SH SOLE 3538 0 0 SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 412 9077 SH SOLE 9077 0 0 SPDR INDEX SHS FDS EMERG MKTS ETF 78463X509 483 7524 SH SOLE 7524 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 412 2961 SH SOLE 2961 0 0 SPIRE INC COM 84857L101 3240 48000 SH SOLE 48000 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 295 5095 SH SOLE 5095 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 156 15362 SH SOLE 15362 0 0 SPLUNK INC COM 848637104 886 14225 SH SOLE 14225 0 0 SPRINT CORP COM SER 1 85207U105 263 30278 SH SOLE 30278 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 9147 38800 SH Put SOLE 38800 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 6554 27800 SH Call SOLE 27800 0 0 SRC ENERGY INC COM 78470V108 97 11465 SH SOLE 11465 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 563 15904 SH SOLE 15904 0 0 STAPLES INC COM 855030102 580 66190 SH SOLE 66190 0 0 STARWOOD PPTY TR INC COM 85571B105 980 43392 SH SOLE 43392 0 0 STATOIL ASA SPONSORED ADR 85771P102 490 28500 SH SOLE 28500 0 0 STEEL DYNAMICS INC COM 858119100 1386 39862 SH SOLE 39862 0 0 STEELCASE INC CL A 858155203 187 11180 SH SOLE 11180 0 0 STERICYCLE INC COM 858912108 814 9818 SH SOLE 9818 0 0 STERIS PLC SHS USD G84720104 820 11801 SH SOLE 11801 0 0 STERLING BANCORP DEL COM 85917A100 315 13272 SH SOLE 13272 0 0 MADDEN STEVEN LTD COM 556269108 215 5571 SH SOLE 5571 0 0 SUNCOR ENERGY INC NEW COM 867224107 443 14400 SH Put SOLE 14400 0 0 SUNCOR ENERGY INC NEW COM 867224107 477 15500 SH Call SOLE 15500 0 0 SUMMIT HOTEL PPTYS COM 866082100 175 10925 SH SOLE 10925 0 0 SUN CMNTYS INC COM 866674104 530 6604 SH SOLE 6604 0 0 SUNCOR ENERGY INC NEW COM 867224107 461 15000 SH SOLE 15000 0 0 SUNPOWER CORP COM 867652406 236 38751 SH SOLE 38751 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 388 25341 SH SOLE 25341 0 0 SUNTRUST BKS INC COM 867914103 1633 29521 SH SOLE 29521 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 327 22965 SH SOLE 22965 0 0 SUPERIOR INDS INTL INC COM 868168105 210 8302 SH SOLE 8302 0 0 SUTHERLAND ASSET MGMT CORP M COM 86933G105 149 10309 SH SOLE 10309 0 0 SVB FINL GROUP COM 78486Q101 1365 7335 SH SOLE 7335 0 0 SWIFT TRANSN CO CL A 87074U101 454 22081 SH SOLE 22081 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 244 10000 SH SOLE 10000 0 0 SYNCHRONY FINL COM 87165B103 919 26779 SH SOLE 26779 0 0 SYNNEX CORP COM 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REG SHS H84989104 1364 18300 SH Call SOLE 18300 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 358 2828 SH SOLE 2828 0 0 TELEFLEX INC COM 879369106 607 3134 SH SOLE 3134 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 1638 61802 SH SOLE 61802 0 0 TELLURIAN INC NEW COM 87968A104 369 31526 SH SOLE 31526 0 0 TENAX THERAPEUTICS INC COM 88032L100 18 32140 SH SOLE 32140 0 0 TENNECO INC COM 880349105 852 13650 SH SOLE 13650 0 0 TERADYNE INC COM 880770102 545 17537 SH SOLE 17537 0 0 TESARO INC COM 881569107 864 5613 SH SOLE 5613 0 0 TESARO INC NOTE 3.000%10/0 881569AA5 37708 8500000 PRN SOLE 8500000 0 0 TESLA INC NOTE 0.250% 3/0 88160RAB7 5521 5500000 PRN SOLE 5500000 0 0 TESORO CORP COM 881609101 1509 18611 SH SOLE 18611 0 0 TESORO LOGISTICS LP COM UNIT LP 88160T107 409 7500 SH SOLE 7500 0 0 TETRA TECH INC NEW COM 88162G103 237 5801 SH SOLE 5801 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 738 23000 SH Call SOLE 23000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3183 99187 SH SOLE 99187 0 0 TEXAS INSTRS INC COM 882508104 999 12400 SH SOLE 12400 0 0 TEXAS ROADHOUSE INC COM 882681109 312 7013 SH SOLE 7013 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 8864 7000000 PRN SOLE 7000000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 3783 24628 SH SOLE 24628 0 0 THOMSON REUTERS CORP COM 884903105 778 18000 SH SOLE 18000 0 0 TIME INC NEW COM 887228104 5939 306900 SH Put SOLE 306900 0 0 TIME INC NEW COM 887228104 374 19303 SH SOLE 19303 0 0 TIMKEN CO COM 887389104 480 10610 SH SOLE 10610 0 0 TITAN INTL INC ILL COM 88830M102 117 11279 SH SOLE 11279 0 0 T MOBILE US INC COM 872590104 226 3500 SH SOLE 3500 0 0 TOLL BROTHERS INC COM 889478103 2278 63092 SH SOLE 63092 0 0 TORCHMARK CORP COM 891027104 216 2810 SH SOLE 2810 0 0 TOTAL SYS SVCS INC COM 891906109 667 12469 SH SOLE 12469 0 0 TRACTOR SUPPLY CO COM 892356106 1686 24447 SH SOLE 24447 0 0 TRANSCANADA CORP COM 89353D107 231 5000 SH SOLE 5000 0 0 TRANSOCEAN LTD REG SHS H8817H100 770 61820 SH SOLE 61820 0 0 TRAVELERS COMPANIES INC COM 89417E109 843 6996 SH SOLE 6996 0 0 TRI POINTE GROUP INC COM 87265H109 314 25000 SH SOLE 25000 0 0 TRIBUNE MEDIA CO CL A 896047503 617 16559 SH SOLE 16559 0 0 TRINET GROUP INC COM 896288107 228 7897 SH SOLE 7897 0 0 TRINITY INDS INC COM 896522109 807 30396 SH SOLE 30396 0 0 TRINSEO S A SHS L9340P101 316 4712 SH SOLE 4712 0 0 TRIPADVISOR INC COM 896945201 518 12000 SH SOLE 12000 0 0 TRINITY INDS INC COM 896522109 797 30000 SH Put SOLE 30000 0 0 TRONOX LTD SHS CL A Q9235V101 393 21290 SH SOLE 21290 0 0 TRUSTMARK CORP COM 898402102 203 6400 SH SOLE 6400 0 0 TESORO CORP COM 881609101 6485 80000 SH Call SOLE 80000 0 0 TWO HBRS INVT CORP COM 90187B101 358 37290 SH SOLE 37290 0 0 TYSON FOODS INC CL A 902494103 694 11246 SH SOLE 11246 0 0 U S PHYSICAL THERAPY INC COM 90337L108 204 3130 SH SOLE 3130 0 0 UNITED CONTL HLDGS INC COM 910047109 1766 25000 SH Call SOLE 25000 0 0 UDR INC COM 902653104 230 6346 SH SOLE 6346 0 0 UGI CORP NEW COM 902681105 1369 27721 SH SOLE 27721 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 401 2053 SH SOLE 2053 0 0 UNION PAC CORP COM 907818108 1133 10698 SH SOLE 10698 0 0 UNITED BANKSHARES INC WEST V COM 909907107 738 17458 SH SOLE 17458 0 0 UNITED NAT FOODS INC COM 911163103 285 6602 SH SOLE 6602 0 0 UNITED STATES STL CORP NEW COM 912909108 1095 32401 SH SOLE 32401 0 0 UNITED TECHNOLOGIES CORP COM 913017109 842 7500 SH SOLE 7500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1589 9689 SH SOLE 9689 0 0 UNIVAR INC COM 91336L107 925 30166 SH SOLE 30166 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1186 9532 SH SOLE 9532 0 0 URANIUM ENERGY CORP COM 916896103 66 46378 SH SOLE 46378 0 0 URBAN OUTFITTERS INC COM 917047102 521 21929 SH SOLE 21929 0 0 US BANCORP DEL COM NEW 902973304 1712 33236 SH SOLE 33236 0 0 U S CONCRETE INC COM NEW 90333L201 518 8027 SH SOLE 8027 0 0 US FOODS HLDG CORP COM 912008109 439 15695 SH SOLE 15695 0 0 U S G CORP COM NEW 903293405 498 15670 SH SOLE 15670 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 224 4364 SH SOLE 4364 0 0 VAIL RESORTS INC COM 91879Q109 565 2945 SH SOLE 2945 0 0 VALERO ENERGY CORP NEW COM 91913Y100 727 10965 SH SOLE 10965 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 402 7134 SH SOLE 7134 0 0 VALMONT INDS INC COM 920253101 359 2306 SH SOLE 2306 0 0 VALSPAR CORP COM 920355104 521 4699 SH SOLE 4699 0 0 VALVOLINE INC COM 92047W101 800 32591 SH SOLE 32591 0 0 VANECK VECTORS ETF TR AFRICA INDEX ETF 92189F866 394 18849 SH SOLE 18849 0 0 VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 204 3823 SH SOLE 3823 0 0 VANECK VECTORS ETF TR RUSSIA SMALL CAP 92189F734 322 7935 SH SOLE 7935 0 0 VANECK VECTORS ETF TR VIETNAM ETF 92189F817 185 13160 SH SOLE 13160 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 204 944 SH SOLE 944 0 0 VANTIV INC CL A 92210H105 339 5292 SH SOLE 5292 0 0 VCA INC COM 918194101 559 6106 SH SOLE 6106 0 0 VECTREN CORP COM 92240G101 900 15351 SH SOLE 15351 0 0 VEECO INSTRS INC DEL COM 922417100 1318 44148 SH SOLE 44148 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 2098 2000000 PRN SOLE 2000000 0 0 VENTAS INC COM 92276F100 233 3586 SH SOLE 3586 0 0 VEREIT INC COM 92339V100 123 14469 SH SOLE 14469 0 0 VERINT SYS INC COM 92343X100 662 15270 SH SOLE 15270 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 2289 46946 SH SOLE 46946 0 0 VERSO CORP CL A 92531L207 75 12493 SH SOLE 12493 0 0 VERSUM MATLS INC COM 92532W103 384 12538 SH SOLE 12538 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 372 3406 SH SOLE 3406 0 0 V F CORP COM 918204108 555 10097 SH SOLE 10097 0 0 VIACOM INC NEW CL B 92553P201 2331 50000 SH Call SOLE 50000 0 0 VIACOM INC NEW CL B 92553P201 466 10000 SH SOLE 10000 0 0 VIAVI SOLUTIONS INC COM 925550105 814 75912 SH SOLE 75912 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 12143 12000000 PRN SOLE 12000000 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 756 56635 SH SOLE 56635 0 0 VIRTUSA CORP COM 92827P102 423 14000 SH SOLE 14000 0 0 VISA INC COM CL A 92826C839 1970 22166 SH SOLE 22166 0 0 VISTA OUTDOOR INC COM 928377100 311 15112 SH SOLE 15112 0 0 VISTEON CORP COM NEW 92839U206 397 4053 SH SOLE 4053 0 0 VALERO ENERGY CORP NEW COM 91913Y100 331 5000 SH Put SOLE 5000 0 0 VMWARE INC CL A COM 928563402 1087 11800 SH SOLE 11800 0 0 VORNADO RLTY TR SH BEN INT 929042109 1278 12741 SH SOLE 12741 0 0 VOYA FINL INC COM 929089100 1286 33874 SH SOLE 33874 0 0 VULCAN MATLS CO COM 929160109 349 2898 SH SOLE 2898 0 0 VWR CORP COM 91843L103 1011 35861 SH SOLE 35861 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 259 16400 SH Call SOLE 16400 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 1642 104000 SH Put SOLE 104000 0 0 WABASH NATL CORP COM 929566107 386 18650 SH SOLE 18650 0 0 WADDELL & REED FINL INC CL A 930059100 401 23581 SH SOLE 23581 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 279 3361 SH SOLE 3361 0 0 WAL-MART STORES INC COM 931142103 1143 15862 SH SOLE 15862 0 0 DISNEY WALT CO COM DISNEY 254687106 824 7267 SH SOLE 7267 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 277 8849 SH SOLE 8849 0 0 WASTE CONNECTIONS INC COM 94106B101 2005 22728 SH SOLE 22728 0 0 WASTE MGMT INC DEL COM 94106L109 2652 36366 SH SOLE 36366 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 595 89450 SH SOLE 89450 0 0 WEBSTER FINL CORP CONN COM 947890109 979 19556 SH SOLE 19556 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 206 6175 SH SOLE 6175 0 0 WELBILT INC COM 949090104 199 10139 SH SOLE 10139 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 348 2484 SH SOLE 2484 0 0 WELLS FARGO & CO NEW COM 949746101 424 7619 SH SOLE 7619 0 0 WELLTOWER INC COM 95040Q104 288 4064 SH SOLE 4064 0 0 WENDYS CO COM 95058W100 354 26000 SH SOLE 26000 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 396 4856 SH SOLE 4856 0 0 WESTAR ENERGY INC COM 95709T100 412 7587 SH SOLE 7587 0 0 WESTERN DIGITAL CORP COM 958102105 3752 45467 SH SOLE 45467 0 0 WESTERN REFNG INC COM 959319104 758 21622 SH SOLE 21622 0 0 WESTERN REFNG LOGISTICS LP COM UNIT REP LTP 95931Q205 636 25000 SH SOLE 25000 0 0 WESTLAKE CHEM CORP COM 960413102 267 4044 SH SOLE 4044 0 0 WESTROCK CO COM 96145D105 1062 20413 SH SOLE 20413 0 0 WHIRLPOOL CORP COM 963320106 1439 8400 SH SOLE 8400 0 0 WHITING PETE CORP NEW COM 966387102 797 84300 SH SOLE 84300 0 0 WILEY JOHN & SONS INC CL A 968223206 318 5917 SH SOLE 5917 0 0 WILLIAMS COS INC DEL COM 969457100 1189 40195 SH SOLE 40195 0 0 WINDSTREAM HLDGS INC COM NEW 97382A200 466 85594 SH SOLE 85594 0 0 WINTRUST FINL CORP COM 97650W108 207 3000 SH SOLE 3000 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 110 10752 SH SOLE 10752 0 0 WISDOMTREE TR MID EAST DIVD 97717X305 405 23193 SH SOLE 23193 0 0 WOLVERINE WORLD WIDE INC COM 978097103 739 29602 SH SOLE 29602 0 0 WORLD FUEL SVCS CORP COM 981475106 408 11250 SH SOLE 11250 0 0 WORTHINGTON INDS INC COM 981811102 450 9971 SH SOLE 9971 0 0 BERKLEY W R CORP COM 084423102 324 4581 SH SOLE 4581 0 0 GRACE W R & CO DEL NEW COM 38388F108 1568 22493 SH SOLE 22493 0 0 WESTROCK CO COM 96145D105 6244 120000 SH Call SOLE 120000 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 623 40000 SH Call SOLE 40000 0 0 GRAINGER W W INC COM 384802104 1121 4818 SH SOLE 4818 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 811 9624 SH SOLE 9624 0 0 XCEL ENERGY INC COM 98389B100 19225 432500 SH SOLE 432500 0 0 XEROX CORP COM 984121103 3008 409868 SH SOLE 409868 0 0 XILINX INC COM 983919101 721 12448 SH SOLE 12448 0 0 XL GROUP LTD COM G98294104 283 7105 SH SOLE 7105 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 350 5000 SH Put SOLE 5000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1627 25000 SH Put SOLE 25000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1197 18400 SH Call SOLE 18400 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 3588 67300 SH Put SOLE 67300 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1285 24100 SH Call SOLE 24100 0 0 XPERI CORP COM 98421B100 431 12694 SH SOLE 12694 0 0 XPO LOGISTICS INC COM 983793100 1379 28790 SH SOLE 28790 0 0 XYLEM INC COM 98419M100 1663 33120 SH SOLE 33120 0 0 YANDEX NV NOTE 1.125%12/1 98474TAB3 2839 2961000 PRN SOLE 2961000 0 0 YANDEX N V SHS CLASS A N97284108 452 20606 SH SOLE 20606 0 0 YAHOO INC NOTE 12/0 984332AF3 3124 3000000 PRN SOLE 3000000 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 808 33272 SH SOLE 33272 0 0 YUM CHINA HLDGS INC COM 98850P109 789 29006 SH SOLE 29006 0 0 YUM BRANDS INC COM 988498101 2724 42622 SH SOLE 42622 0 0 YY INC ADS REPCOM CLA 98426T106 602 13046 SH SOLE 13046 0 0 ZAYO GROUP HLDGS INC COM 98919V105 1395 42411 SH SOLE 42411 0 0 ZILLOW GROUP INC CL A 98954M101 297 8797 SH SOLE 8797 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 3101 25397 SH SOLE 25397 0 0 ZIONS BANCORPORATION COM 989701107 1719 40927 SH SOLE 40927 0 0 ZOETIS INC CL A 98978V103 1115 20894 SH SOLE 20894 0 0