0001454027-17-000006.txt : 20170815
0001454027-17-000006.hdr.sgml : 20170815
20170815162539
ACCESSION NUMBER: 0001454027-17-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170815
DATE AS OF CHANGE: 20170815
EFFECTIVENESS DATE: 20170815
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: 171034199
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
true
0001454027
XXXXXXXX
06-30-2017
06-30-2017
Verition Fund Management LLC
ONE AMERICAN LANE
GREENWICH
CT
06831
13F HOLDINGS REPORT
028-13309
N
William Anderson
CFO
203-742-7740
/s/ William Anderson
Greenwich
CT
08-15-2017
0
885
1029056
false
INFORMATION TABLE
2
13FQ217.xml
FILE 6/30/17
21VIANET GROUP INC
SPONSORED ADR
90138A103
90
17987
SH
SOLE
17987
0
0
2U INC
COM
90214J101
332
7073
SH
SOLE
7073
0
0
51JOB INC
NOTE 3.250% 4/1
316827AC8
14815
12649000
PRN
SOLE
12649000
0
0
ABBOTT LABS
COM
002824100
261
5371
SH
SOLE
5371
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
205
16494
SH
SOLE
16494
0
0
ABIOMED INC
COM
003654100
322
2246
SH
SOLE
2246
0
0
ACCELERATE DIAGNOSTICS INC
COM
00430H102
343
12530
SH
SOLE
12530
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
701
5667
SH
SOLE
5667
0
0
ACCO BRANDS CORP
COM
00081T108
420
36040
SH
SOLE
36040
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
766
6574
SH
SOLE
6574
0
0
ADVANCED DISP SVCS INC DEL
COM
00790X101
390
17172
SH
SOLE
17172
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
250
20000
SH
SOLE
20000
0
0
ADVISORY BRD CO
COM
00762W107
221
4293
SH
SOLE
4293
0
0
AECOM
COM
00766T100
861
26640
SH
SOLE
26640
0
0
AEGEAN MARINE PETROLEUM NETW
SHS
Y0017S102
163
27791
SH
SOLE
27791
0
0
AES CORP
COM
00130H105
125
11217
SH
SOLE
11217
0
0
AETNA INC NEW
COM
00817Y108
488
3216
SH
SOLE
3216
0
0
AFLAC INC
COM
001055102
725
9338
SH
SOLE
9338
0
0
AGCO CORP
COM
001084102
421
6246
SH
SOLE
6246
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
464
7828
SH
SOLE
7828
0
0
AGNICO EAGLE MINES LTD
COM
008474108
459
10171
SH
SOLE
10171
0
0
AGRIUM INC
COM
008916108
1003
11081
SH
SOLE
11081
0
0
AIR PRODS & CHEMS INC
COM
009158106
1431
10000
SH
SOLE
10000
0
0
ALASKA AIR GROUP INC
COM
011659109
411
4581
SH
SOLE
4581
0
0
ALBEMARLE CORP
COM
012653101
627
5939
SH
SOLE
5939
0
0
ALCOA CORP
COM
013872106
400
12241
SH
SOLE
12241
0
0
ALIGN TECHNOLOGY INC
COM
016255101
259
1722
SH
SOLE
1722
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
281
16549
SH
SOLE
16549
0
0
ALLETE INC
COM NEW
018522300
358
5000
SH
SOLE
5000
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
856
22822
SH
SOLE
22822
0
0
ALLSTATE CORP
COM
020002101
403
4555
SH
SOLE
4555
0
0
ALNYLAM PHARMACEUTICALS INC
COM
02043Q107
1060
13296
SH
SOLE
13296
0
0
ALPHABET INC
CAP STK CL A
02079K305
1895
2038
SH
SOLE
2038
0
0
AMAZON COM INC
COM
023135106
716
740
SH
SOLE
740
0
0
AMBEV SA
SPONSORED ADR
02319V103
111
20144
SH
SOLE
20144
0
0
AMEREN CORP
COM
023608102
5875
107464
SH
SOLE
107464
0
0
AMERICA MOVIL SAB DE CV
SPON ADR L SHS
02364W105
364
22869
SH
SOLE
22869
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
282
5959
SH
SOLE
5959
0
0
AMERICAN ELEC PWR INC
COM
025537101
278
4000
SH
Call
SOLE
4000
0
0
AMERICAN ELEC PWR INC
COM
025537101
8140
117174
SH
SOLE
117174
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
361
3635
SH
SOLE
3635
0
0
AMERICAN HOMES 4 RENT
CL A
02665T306
229
10148
SH
SOLE
10148
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
566
9055
SH
SOLE
9055
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
1372
17602
SH
SOLE
17602
0
0
AMERIPRISE FINL INC
COM
03076C106
456
3580
SH
SOLE
3580
0
0
AMGEN INC
COM
031162100
355
2064
SH
SOLE
2064
0
0
AMKOR TECHNOLOGY INC
COM
031652100
108
11066
SH
SOLE
11066
0
0
AMPHENOL CORP NEW
CL A
032095101
833
11289
SH
SOLE
11289
0
0
AMPLIFY SNACK BRANDS
COM
03211L102
119
12324
SH
SOLE
12324
0
0
ANADARKO PETE CORP
COM
032511107
758
16710
SH
SOLE
16710
0
0
ANALOG DEVICES INC
COM
032654105
1135
14589
SH
SOLE
14589
0
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
601
5444
SH
SOLE
5444
0
0
ANTERO MIDSTREAM PARTNERS LP
UNT LTD PARTN
03673L103
1991
60000
SH
SOLE
60000
0
0
ANTHEM INC
COM
036752103
5444
28939
SH
SOLE
28939
0
0
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
243
12972
SH
SOLE
12972
0
0
APPLE INC
COM
037833100
1267
8797
SH
SOLE
8797
0
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
378
6397
SH
SOLE
6397
0
0
APPLIED MATLS INC
COM
038222105
806
19500
SH
SOLE
19500
0
0
APTARGROUP INC
COM
038336103
489
5626
SH
SOLE
5626
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L203
282
12400
SH
SOLE
12400
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
412
4420
SH
SOLE
4420
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
665
16075
SH
SOLE
16075
0
0
ARCONIC INC
COM
03965L100
651
28759
SH
SOLE
28759
0
0
ARES CAP CORP
COM
04010L103
708
43212
SH
SOLE
43212
0
0
ARMADA HOFFLER PPTYS INC
COM
04208T108
386
29800
SH
SOLE
29800
0
0
ARMOUR RESIDENTIAL REIT INC
COM NEW
042315507
460
18380
SH
SOLE
18380
0
0
ARRAY BIOPHARMA INC
COM
04269X105
346
41333
SH
SOLE
41333
0
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
148
24333
SH
SOLE
24333
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
227
4548
SH
SOLE
4548
0
0
ASSURED GUARANTY LTD
COM
G0585R106
945
22634
SH
SOLE
22634
0
0
AT&T INC
COM
00206R102
673
17850
SH
SOLE
17850
0
0
ATHENAHEALTH INC
COM
04685W103
272
1934
SH
SOLE
1934
0
0
ATHENE HLDG LTD
CL A
G0684D107
262
5278
SH
SOLE
5278
0
0
ATLANTIC PWR CORP
COM NEW
04878Q863
2400
1000036
SH
SOLE
1000036
0
0
ATLANTICA YIELD PLC
SHS
G0751N103
2367
110808
SH
SOLE
110808
0
0
AU OPTRONICS CORP
SPONSORED ADR
002255107
165
36210
SH
SOLE
36210
0
0
AUTOZONE INC
COM
053332102
464
814
SH
SOLE
814
0
0
AVIS BUDGET GROUP
COM
053774105
671
24608
SH
SOLE
24608
0
0
AVNET INC
COM
053807103
877
22547
SH
SOLE
22547
0
0
AVON PRODS INC
COM
054303102
221
58058
SH
SOLE
58058
0
0
AXALTA COATING SYS LTD
COM
G0750C108
556
17345
SH
SOLE
17345
0
0
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
728
11262
SH
SOLE
11262
0
0
AXON ENTERPRISE INC
COM
05464C101
369
14696
SH
SOLE
14696
0
0
AXT INC
COM
00246W103
635
100000
SH
SOLE
100000
0
0
BAIDU INC
SPON ADR REP A
056752108
605
3382
SH
SOLE
3382
0
0
BALCHEM CORP
COM
057665200
211
2710
SH
SOLE
2710
0
0
BANK AMER CORP
COM
060505104
1279
52727
SH
SOLE
52727
0
0
BANK OF THE OZARKS INC
COM
063904106
242
5167
SH
SOLE
5167
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
351
27500
SH
Put
SOLE
27500
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
612
48000
SH
Call
SOLE
48000
0
0
BARCLAYS PLC
ADR
06738E204
444
41914
SH
SOLE
41914
0
0
BAXTER INTL INC
COM
071813109
511
8443
SH
SOLE
8443
0
0
BEACON ROOFING SUPPLY INC
COM
073685109
383
7818
SH
SOLE
7818
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
333
24264
SH
SOLE
24264
0
0
BED BATH & BEYOND INC
COM
075896100
447
14715
SH
SOLE
14715
0
0
BELDEN INC
COM
077454106
475
6297
SH
SOLE
6297
0
0
BELMOND LTD
CL A
G1154H107
208
15667
SH
SOLE
15667
0
0
BEMIS INC
COM
081437105
818
17679
SH
SOLE
17679
0
0
BENCHMARK ELECTRS INC
COM
08160H101
437
13524
SH
SOLE
13524
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
266
1573
SH
SOLE
1573
0
0
BERKSHIRE HILLS BANCORP INC
COM
084680107
467
13297
SH
SOLE
13297
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
3013
52850
SH
SOLE
52850
0
0
BGC PARTNERS INC
CL A
05541T101
583
46124
SH
SOLE
46124
0
0
BIO RAD LABS INC
CL A
090572207
438
1936
SH
SOLE
1936
0
0
BIOGEN INC
COM
09062X103
606
2233
SH
SOLE
2233
0
0
BJS RESTAURANTS INC
COM
09180C106
667
17900
SH
SOLE
17900
0
0
BLACKBAUD INC
COM
09227Q100
228
2656
SH
SOLE
2656
0
0
BLACKROCK INC
COM
09247X101
407
963
SH
SOLE
963
0
0
BLOCK H & R INC
COM
093671105
840
27163
SH
SOLE
27163
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
697
21434
SH
SOLE
21434
0
0
BORGWARNER INC
COM
099724106
1173
27684
SH
SOLE
27684
0
0
BOSTON PROPERTIES INC
COM
101121101
684
5559
SH
SOLE
5559
0
0
BOX INC
CL A
10316T104
288
15785
SH
SOLE
15785
0
0
BP PLC
SPONSORED ADR
055622104
1733
50000
SH
Call
SOLE
50000
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
456
8190
SH
SOLE
8190
0
0
BRISTOW GROUP INC
COM
110394103
194
25388
SH
SOLE
25388
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
799
44712
SH
SOLE
44712
0
0
BROADCOM LTD
SHS
Y09827109
868
3725
SH
SOLE
3725
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
498
12693
SH
SOLE
12693
0
0
BROWN & BROWN INC
COM
115236101
432
10022
SH
SOLE
10022
0
0
BRUKER CORP
COM
116794108
776
26891
SH
SOLE
26891
0
0
BUFFALO WILD WINGS INC
COM
119848109
837
6608
SH
SOLE
6608
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
269
3920
SH
SOLE
3920
0
0
CABOT CORP
COM
127055101
443
8299
SH
SOLE
8299
0
0
CABOT MICROELECTRONICS CORP
COM
12709P103
417
5650
SH
SOLE
5650
0
0
CACI INTL INC
CL A
127190304
234
1868
SH
SOLE
1868
0
0
CAESARSTONE LTD
ORD SHS
M20598104
238
6803
SH
SOLE
6803
0
0
CALATLANTIC GROUP INC
COM
128195104
1067
30187
SH
SOLE
30187
0
0
CALERES INC
COM
129500104
229
8229
SH
SOLE
8229
0
0
CALLAWAY GOLF CO
COM
131193104
204
15961
SH
SOLE
15961
0
0
CAMECO CORP
COM
13321L108
129
14196
SH
SOLE
14196
0
0
CAMPBELL SOUP CO
COM
134429109
1158
22201
SH
SOLE
22201
0
0
CANADA GOOSE HOLDINGS INC
SHS SUB VTG
135086106
429
21700
SH
SOLE
21700
0
0
CANADIAN NAT RES LTD
COM
136385101
1082
37500
SH
SOLE
37500
0
0
CAPITAL ONE FINL CORP
COM
14040H105
225
2722
SH
SOLE
2722
0
0
CARDINAL HEALTH INC
COM
14149Y108
2030
26052
SH
SOLE
26052
0
0
CARETRUST REIT INC
COM
14174T107
229
12330
SH
SOLE
12330
0
0
CARLISLE COS INC
COM
142339100
597
6262
SH
SOLE
6262
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
380
10149
SH
SOLE
10149
0
0
CARRIZO OIL & GAS INC
COM
144577103
467
26780
SH
SOLE
26780
0
0
CARTER INC
COM
146229109
835
9392
SH
SOLE
9392
0
0
CASEYS GEN STORES INC
COM
147528103
1509
14087
SH
SOLE
14087
0
0
CATERPILLAR INC DEL
COM
149123101
322
3000
SH
Put
SOLE
3000
0
0
CATERPILLAR INC DEL
COM
149123101
341
3172
SH
SOLE
3172
0
0
CATO CORP NEW
CL A
149205106
271
15393
SH
SOLE
15393
0
0
CAVIUM INC
COM
14964U108
320
5154
SH
SOLE
5154
0
0
CBRE GROUP INC
CL A
12504L109
415
11389
SH
SOLE
11389
0
0
CDN IMPERIAL BK COMM TORONTO
COM
136069101
625
7705
SH
SOLE
7705
0
0
CEDAR REALTY TRUST INC
COM NEW
150602209
109
22421
SH
SOLE
22421
0
0
CELANESE CORP DEL
COM SER A
150870103
1139
12000
SH
Call
SOLE
12000
0
0
CENOVUS ENERGY INC
COM
15135U109
168
22856
SH
SOLE
22856
0
0
CENTENE CORP DEL
COM
15135B101
672
8409
SH
SOLE
8409
0
0
CENTRAL PAC FINL CORP
COM NEW
154760409
211
6696
SH
SOLE
6696
0
0
CHEESECAKE FACTORY INC
COM
163072101
576
11442
SH
SOLE
11442
0
0
CHEETAH MOBILE INC
ADR
163075104
226
20920
SH
SOLE
20920
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
1168
23978
SH
SOLE
23978
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
1944
60000
SH
SOLE
60000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
488
98137
SH
SOLE
98137
0
0
CHEVRON CORP NEW
COM
166764100
394
3773
SH
SOLE
3773
0
0
CHEVRON CORP NEW
COM
166764100
522
5000
SH
Put
SOLE
5000
0
0
CHICAGO BRIDGE & IRON CO N V
COM
167250109
467
23648
SH
SOLE
23648
0
0
CHILDRENS PL INC
COM
168905107
640
6265
SH
SOLE
6265
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
835
15731
SH
SOLE
15731
0
0
CHOICE HOTELS INTL INC
COM
169905106
619
9641
SH
SOLE
9641
0
0
CHUBB LIMITED
COM
H1467J104
277
1906
SH
SOLE
1906
0
0
CIENA CORP
COM NEW
171779309
798
31899
SH
SOLE
31899
0
0
CIGNA CORPORATION
COM
125509109
1597
9539
SH
SOLE
9539
0
0
CIMAREX ENERGY CO
COM
171798101
747
7949
SH
SOLE
7949
0
0
CISCO SYS INC
COM
17275R102
628
20078
SH
SOLE
20078
0
0
CITIGROUP INC
COM NEW
172967424
277
4148
SH
SOLE
4148
0
0
CITIZENS FINL GROUP INC
COM
174610105
921
25816
SH
SOLE
25816
0
0
CITRIX SYS INC
COM
177376100
354
4446
SH
SOLE
4446
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CHN SML CAP
18383Q853
366
14221
SH
SOLE
14221
0
0
CLEAN HARBORS INC
COM
184496107
410
7335
SH
SOLE
7335
0
0
CLOROX CO DEL
COM
189054109
251
1882
SH
SOLE
1882
0
0
CME GROUP INC
COM
12572Q105
467
3732
SH
SOLE
3732
0
0
CNA FINL CORP
COM
126117100
366
7517
SH
SOLE
7517
0
0
CNO FINL GROUP INC
COM
12621E103
323
15483
SH
SOLE
15483
0
0
COCA COLA CO
COM
191216100
230
5139
SH
SOLE
5139
0
0
COGNEX CORP
COM
192422103
1181
13914
SH
SOLE
13914
0
0
COHERENT INC
COM
192479103
825
3668
SH
SOLE
3668
0
0
COLFAX CORP
COM
194014106
276
7021
SH
SOLE
7021
0
0
COLGATE PALMOLIVE CO
COM
194162103
375
5052
SH
SOLE
5052
0
0
COLONY STARWOOD HOMES
COM
19625X102
402
11719
SH
SOLE
11719
0
0
COMCAST CORP NEW
CL A
20030N101
1913
49154
SH
SOLE
49154
0
0
COMERICA INC
COM
200340107
296
4044
SH
SOLE
4044
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
570
15000
SH
SOLE
15000
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
564
56589
SH
SOLE
56589
0
0
COMMVAULT SYSTEMS INC
COM
204166102
1688
29908
SH
SOLE
29908
0
0
COMPANHIA BRASILEIRA DE DIST
SPN ADR PFD CL A
20440T201
203
10379
SH
SOLE
10379
0
0
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
159
21681
SH
SOLE
21681
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
287
24950
SH
SOLE
24950
0
0
CONAGRA BRANDS INC
COM
205887102
622
17385
SH
SOLE
17385
0
0
CONDUENT INC
COM
206787103
420
26353
SH
SOLE
26353
0
0
CONOCOPHILLIPS
COM
20825C104
1874
42631
SH
SOLE
42631
0
0
CONSOL ENERGY INC
COM
20854P109
287
19223
SH
SOLE
19223
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
749
3864
SH
SOLE
3864
0
0
CONSTELLIUM NV
CL A
N22035104
276
40000
SH
Put
SOLE
40000
0
0
COOPER STD HLDGS INC
COM
21676P103
385
3818
SH
SOLE
3818
0
0
COPA HOLDINGS SA
CL A
P31076105
1279
10929
SH
SOLE
10929
0
0
COSTAMARE INC
SHS
Y1771G102
225
30820
SH
SOLE
30820
0
0
COSTAR GROUP INC
COM
22160N109
1121
4253
SH
SOLE
4253
0
0
COSTCO WHSL CORP NEW
COM
22160K105
2406
15042
SH
SOLE
15042
0
0
COTT CORP QUE
COM
22163N106
200
13834
SH
SOLE
13834
0
0
COTY INC
COM CL A
222070203
1424
75882
SH
SOLE
75882
0
0
COUPA SOFTWARE INC
COM
22266L106
384
13263
SH
SOLE
13263
0
0
COVANTA HLDG CORP
COM
22282E102
155
11779
SH
SOLE
11779
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
420
54872
SH
SOLE
54872
0
0
CRITEO S A
SPONS ADS
226718104
417
8500
SH
SOLE
8500
0
0
CROSSAMERICA PARTNERS LP
UT LTD PTN INT
22758A105
510
20000
SH
Call
SOLE
20000
0
0
CROSSAMERICA PARTNERS LP
UT LTD PTN INT
22758A105
255
10000
SH
SOLE
10000
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
1102
11005
SH
SOLE
11005
0
0
CTRIP COM INTL LTD
NOTE 1.250%10/1
22943FAD2
5238
3700000
PRN
SOLE
3700000
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
716
13286
SH
SOLE
13286
0
0
CUBESMART
COM
229663109
491
20423
SH
SOLE
20423
0
0
CULLEN FROST BANKERS INC
COM
229899109
290
3086
SH
SOLE
3086
0
0
CVR ENERGY INC
COM
12662P108
316
14539
SH
SOLE
14539
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
2924
214207
SH
SOLE
214207
0
0
D R HORTON INC
COM
23331A109
1335
38626
SH
SOLE
38626
0
0
DANA INCORPORATED
COM
235825205
675
30213
SH
SOLE
30213
0
0
DANAHER CORP DEL
COM
235851102
437
5174
SH
SOLE
5174
0
0
DARDEN RESTAURANTS INC
COM
237194105
527
5823
SH
SOLE
5823
0
0
DAVITA INC
COM
23918K108
917
14165
SH
SOLE
14165
0
0
DAVITA INC
COM
23918K108
1619
25000
SH
Put
SOLE
25000
0
0
DCT INDUSTRIAL TRUST INC
COM NEW
233153204
453
8482
SH
SOLE
8482
0
0
DECKERS OUTDOOR CORP
COM
243537107
761
11145
SH
SOLE
11145
0
0
DEERE & CO
COM
244199105
702
5681
SH
SOLE
5681
0
0
DELEK US HLDGS INC
COM
246647101
206
7805
SH
SOLE
7805
0
0
DELL TECHNOLOGIES INC
COM CL V
24703L103
521
8524
SH
SOLE
8524
0
0
DELUXE CORP
COM
248019101
249
3599
SH
SOLE
3599
0
0
DEXCOM INC
COM
252131107
528
7220
SH
SOLE
7220
0
0
DIGITAL RLTY TR INC
COM
253868103
477
4222
SH
SOLE
4222
0
0
DIPLOMAT PHARMACY INC
COM
25456K101
341
23061
SH
SOLE
23061
0
0
DIREXION SHS ETF TR
DLY FIN BULL NEW
25459Y694
672
13600
SH
Put
SOLE
13600
0
0
DISCOVER FINL SVCS
COM
254709108
1409
22655
SH
SOLE
22655
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
609
23574
SH
SOLE
23574
0
0
DISNEY WALT CO
COM DISNEY
254687106
412
3880
SH
SOLE
3880
0
0
DOLBY LABORATORIES INC
COM
25659T107
273
5586
SH
SOLE
5586
0
0
DOLLAR TREE INC
COM
256746108
1063
15202
SH
SOLE
15202
0
0
DOMINION RES INC VA NEW
COM
25746U109
995
12986
SH
SOLE
12986
0
0
DOMTAR CORP
COM NEW
257559203
515
13411
SH
SOLE
13411
0
0
DOMTAR CORP
COM NEW
257559203
768
20000
SH
Call
SOLE
20000
0
0
DONALDSON INC
COM
257651109
221
4850
SH
SOLE
4850
0
0
DONNELLEY R R & SONS CO
COM
257867200
190
15117
SH
SOLE
15117
0
0
DOW CHEM CO
COM
260543103
600
9521
SH
SOLE
9521
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
1007
11053
SH
SOLE
11053
0
0
DST SYS INC DEL
COM
233326107
371
6014
SH
SOLE
6014
0
0
DTE ENERGY CO
COM
233331107
441
4165
SH
SOLE
4165
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
1211
15000
SH
Call
SOLE
15000
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
298
3693
SH
SOLE
3693
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
10632
127196
SH
SOLE
127196
0
0
DUKE REALTY CORP
COM NEW
264411505
683
24438
SH
SOLE
24438
0
0
DXC TECHNOLOGY CO
COM
23355L106
298
3878
SH
SOLE
3878
0
0
DYCOM INDS INC
COM
267475101
4565
50997
SH
SOLE
50997
0
0
EATON VANCE CORP
COM NON VTG
278265103
804
16995
SH
SOLE
16995
0
0
EBAY INC
COM
278642103
382
10946
SH
SOLE
10946
0
0
EDISON INTL
COM
281020107
432
5531
SH
SOLE
5531
0
0
ELDORADO GOLD CORP NEW
COM
284902103
406
153857
SH
SOLE
153857
0
0
ELDORADO RESORTS INC
COM
28470R102
296
14783
SH
SOLE
14783
0
0
ELECTRONIC ARTS INC
COM
285512109
740
6999
SH
SOLE
6999
0
0
EMERSON ELEC CO
COM
291011104
602
10091
SH
SOLE
10091
0
0
ENDOLOGIX INC
COM
29266S106
111
22789
SH
SOLE
22789
0
0
ENERGEN CORP
COM
29265N108
532
10767
SH
SOLE
10767
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
1203
25054
SH
SOLE
25054
0
0
ENERGY TRANSFER EQUITY L P
COM UT LTD PTN
29273V100
1257
70000
SH
Call
SOLE
70000
0
0
ENERGY TRANSFER PARTNERS LP
UNIT LTD PRT INT
29278N103
3466
170000
SH
Call
SOLE
170000
0
0
ENSCO PLC
SHS CLASS A
G3157S106
83
16058
SH
SOLE
16058
0
0
ENTEGRIS INC
COM
29362U104
360
16412
SH
SOLE
16412
0
0
ENTERGY CORP NEW
COM
29364G103
7284
94887
SH
SOLE
94887
0
0
ENVESTNET INC
NOTE 1.750%12/1
29404KAA4
6612
6700000
PRN
SOLE
6700000
0
0
EPR PPTYS
COM SH BEN INT
26884U109
208
2889
SH
SOLE
2889
0
0
EQUIFAX INC
COM
294429105
1765
12842
SH
SOLE
12842
0
0
EQUINIX INC
COM PAR $0.001
29444U700
351
819
SH
SOLE
819
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
1249
18972
SH
SOLE
18972
0
0
ESSEX PPTY TR INC
COM
297178105
225
873
SH
SOLE
873
0
0
EXELIXIS INC
COM
30161Q104
473
19197
SH
SOLE
19197
0
0
EXPEDIA INC DEL
COM NEW
30212P303
1461
9807
SH
SOLE
9807
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
881
13799
SH
SOLE
13799
0
0
EXXON MOBIL CORP
COM
30231G102
878
10871
SH
SOLE
10871
0
0
EXXON MOBIL CORP
COM
30231G102
1413
17500
SH
Put
SOLE
17500
0
0
EXXON MOBIL CORP
COM
30231G102
484
6000
SH
Call
SOLE
6000
0
0
EZCORP INC
CL A NON VTG
302301106
77
10044
SH
SOLE
10044
0
0
F5 NETWORKS INC
COM
315616102
650
5112
SH
SOLE
5112
0
0
FACEBOOK INC
CL A
30303M102
240
1592
SH
SOLE
1592
0
0
FAIRMOUNT SANTROL HLDGS INC
COM
30555Q108
310
79369
SH
SOLE
79369
0
0
FASTENAL CO
COM
311900104
745
17117
SH
SOLE
17117
0
0
FEDERATED INVS INC PA
CL B
314211103
395
13976
SH
SOLE
13976
0
0
FEDEX CORP
COM
31428X106
456
2097
SH
SOLE
2097
0
0
FIBRIA CELULOSE S A
SP ADR REP COM
31573A109
449
44232
SH
SOLE
44232
0
0
FINANCIAL ENGINES INC
COM
317485100
449
12257
SH
SOLE
12257
0
0
FINISAR CORP
COM NEW
31787A507
593
22811
SH
SOLE
22811
0
0
FIREEYE INC
COM
31816Q101
194
12769
SH
SOLE
12769
0
0
FIRST AMERN FINL CORP
COM
31847R102
203
4539
SH
SOLE
4539
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
273
15000
SH
SOLE
15000
0
0
FIRST HORIZON NATL CORP
COM
320517105
490
28101
SH
SOLE
28101
0
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
731
25557
SH
SOLE
25557
0
0
FIRST INTST BANCSYSTEM INC
COM CL A
32055Y201
396
10644
SH
SOLE
10644
0
0
FIRST MERCHANTS CORP
COM
320817109
324
8084
SH
SOLE
8084
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
271
11636
SH
SOLE
11636
0
0
FIRSTENERGY CORP
COM
337932107
2691
92295
SH
SOLE
92295
0
0
FISERV INC
COM
337738108
410
3351
SH
SOLE
3351
0
0
FIVE9 INC
COM
338307101
361
16775
SH
SOLE
16775
0
0
FLIR SYS INC
COM
302445101
1063
30657
SH
SOLE
30657
0
0
FLOWERS FOODS INC
COM
343498101
305
17645
SH
SOLE
17645
0
0
FLOWSERVE CORP
COM
34354P105
243
5232
SH
SOLE
5232
0
0
FLUOR CORP NEW
COM
343412102
652
14238
SH
SOLE
14238
0
0
FOOT LOCKER INC
COM
344849104
986
20005
SH
SOLE
20005
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
560
50000
SH
Call
SOLE
50000
0
0
FORTINET INC
COM
34959E109
1022
27288
SH
SOLE
27288
0
0
FOSSIL GROUP INC
COM
34988V106
659
63688
SH
SOLE
63688
0
0
FRANCESCAS HLDGS CORP
COM
351793104
224
20513
SH
SOLE
20513
0
0
FRANCO NEVADA CORP
COM
351858105
409
5671
SH
SOLE
5671
0
0
FRANKLIN RES INC
COM
354613101
351
7830
SH
SOLE
7830
0
0
FRANKLIN STREET PPTYS CORP
COM
35471R106
207
18684
SH
SOLE
18684
0
0
FREDS INC
CL A
356108100
157
17042
SH
SOLE
17042
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
410
34108
SH
SOLE
34108
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
230
4024
SH
SOLE
4024
0
0
GANNETT CO INC
COM
36473H104
219
25096
SH
SOLE
25096
0
0
GAP INC DEL
COM
364760108
518
23570
SH
SOLE
23570
0
0
GARMIN LTD
SHS
H2906T109
503
9864
SH
SOLE
9864
0
0
GASTAR EXPL INC NEW
COM
36729W202
232
250000
SH
SOLE
250000
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
328
20087
SH
SOLE
20087
0
0
GENERAL DYNAMICS CORP
COM
369550108
544
2746
SH
SOLE
2746
0
0
GENERAL ELECTRIC CO
COM
369604103
1536
56884
SH
SOLE
56884
0
0
GENERAL MLS INC
COM
370334104
664
11994
SH
SOLE
11994
0
0
GENESCO INC
COM
371532102
633
18683
SH
SOLE
18683
0
0
GENPACT LIMITED
SHS
G3922B107
210
7544
SH
SOLE
7544
0
0
GENTEX CORP
COM
371901109
195
10298
SH
SOLE
10298
0
0
GENUINE PARTS CO
COM
372460105
473
5096
SH
SOLE
5096
0
0
GIGAMON INC
COM
37518B102
334
8500
SH
SOLE
8500
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
678
22054
SH
SOLE
22054
0
0
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
1300
30141
SH
SOLE
30141
0
0
GLOBAL EAGLE ENTMT INC
NOTE 2.750% 2/1
37951DAB8
1295
2000000
PRN
SOLE
2000000
0
0
GLOBAL X FDS
GLBX MSCI COLUM
37950E200
322
33349
SH
SOLE
33349
0
0
GLOBAL X FDS
GBL X MSCI NIGER
37954Y665
253
13438
SH
SOLE
13438
0
0
GMS INC
COM
36251C103
412
14652
SH
SOLE
14652
0
0
GOGO INC
COM
38046C109
168
14599
SH
SOLE
14599
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
639
28729
SH
SOLE
28729
0
0
GOLDCORP INC NEW
COM
380956409
343
26587
SH
SOLE
26587
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1027
4628
SH
SOLE
4628
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
454
13000
SH
SOLE
13000
0
0
GOVERNMENT PPTYS INCOME TR
COM SHS BEN INT
38376A103
461
25187
SH
SOLE
25187
0
0
GRACO INC
COM
384109104
444
4061
SH
SOLE
4061
0
0
GRANITE CONSTR INC
COM
387328107
466
9668
SH
SOLE
9668
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
952
69114
SH
SOLE
69114
0
0
GREAT PLAINS ENERGY INC
COM
391164100
16737
571611
SH
SOLE
571611
0
0
GREENBRIER COS INC
COM
393657101
319
6907
SH
SOLE
6907
0
0
GREENHILL & CO INC
COM
395259104
331
16481
SH
SOLE
16481
0
0
GREIF INC
CL A
397624107
370
6627
SH
SOLE
6627
0
0
GRIFOLS S A
SP ADR REP B NVT
398438408
391
18482
SH
SOLE
18482
0
0
HAEMONETICS CORP
COM
405024100
452
11440
SH
SOLE
11440
0
0
HALLIBURTON CO
COM
406216101
1485
34776
SH
SOLE
34776
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
263
20499
SH
SOLE
20499
0
0
HARRIS CORP DEL
COM
413875105
419
3842
SH
SOLE
3842
0
0
HARSCO CORP
COM
415864107
493
30608
SH
SOLE
30608
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
1136
35068
SH
SOLE
35068
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
695
14799
SH
SOLE
14799
0
0
HCA HOLDINGS INC
COM
40412C101
516
5920
SH
SOLE
5920
0
0
HCP INC
COM
40414L109
257
8034
SH
SOLE
8034
0
0
HD SUPPLY HLDGS INC
COM
40416M105
713
23290
SH
SOLE
23290
0
0
HDFC BANK LTD
ADR REPS 3 SHS
40415F101
923
10615
SH
SOLE
10615
0
0
HEICO CORP NEW
CL A
422806208
970
15638
SH
SOLE
15638
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
5216
5000000
PRN
SOLE
5000000
0
0
HERSHA HOSPITALITY TR
PR SHS BEN INT
427825500
289
15602
SH
SOLE
15602
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
216
18796
SH
SOLE
18796
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
2796
168547
SH
SOLE
168547
0
0
HIBBETT SPORTS INC
COM
428567101
280
13473
SH
SOLE
13473
0
0
HIGHWOODS PPTYS INC
COM
431284108
451
8891
SH
SOLE
8891
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
369
5959
SH
SOLE
5959
0
0
HIMAX TECHNOLOGIES INC
SPONSORED ADR
43289P106
2490
303622
SH
SOLE
303622
0
0
HOME DEPOT INC
COM
437076102
488
3178
SH
SOLE
3178
0
0
HONEYWELL INTL INC
COM
438516106
414
3107
SH
SOLE
3107
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
265
9092
SH
SOLE
9092
0
0
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
128
10386
SH
SOLE
10386
0
0
HP INC
COM
40434L105
1042
59601
SH
SOLE
59601
0
0
HSN INC
COM
404303109
333
10426
SH
SOLE
10426
0
0
HUB GROUP INC
CL A
443320106
526
13706
SH
SOLE
13706
0
0
HUBBELL INC
COM
443510607
933
8245
SH
SOLE
8245
0
0
HUBSPOT INC
COM
443573100
335
5099
SH
SOLE
5099
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
139
10296
SH
SOLE
10296
0
0
HURCO COMPANIES INC
COM
447324104
348
10000
SH
SOLE
10000
0
0
ICONIX BRAND GROUP INC
COM
451055107
2626
380000
SH
Put
SOLE
380000
0
0
ICONIX BRAND GROUP INC
NOTE 1.500% 3/1
451055AF4
1460
1500000
PRN
SOLE
1500000
0
0
IDACORP INC
COM
451107106
311
3644
SH
SOLE
3644
0
0
IDEX CORP
COM
45167R104
464
4105
SH
SOLE
4105
0
0
IDEXX LABS INC
COM
45168D104
912
5648
SH
SOLE
5648
0
0
IHS MARKIT LTD
SHS
G47567105
520
11797
SH
SOLE
11797
0
0
ILLINOIS TOOL WKS INC
COM
452308109
259
1810
SH
SOLE
1810
0
0
IMAX CORP
COM
45245E109
427
19399
SH
SOLE
19399
0
0
IMPAX LABORATORIES INC
NOTE 2.000% 6/1
45256BAE1
1711
2000000
PRN
SOLE
2000000
0
0
INC RESH HLDGS INC
CL A
45329R109
535
9150
SH
SOLE
9150
0
0
INCYTE CORP
COM
45337C102
363
2886
SH
SOLE
2886
0
0
INFINERA CORPORATION
COM
45667G103
163
15265
SH
SOLE
15265
0
0
INFINERA CORPORATION
DBCV 1.750% 6/0
45667GAB9
5394
5000000
PRN
SOLE
5000000
0
0
INGERSOLL-RAND PLC
SHS
G47791101
1828
20000
SH
Call
SOLE
20000
0
0
INOGEN INC
COM
45780L104
280
2930
SH
SOLE
2930
0
0
INPHI CORP
COM
45772F107
2100
61238
SH
SOLE
61238
0
0
INSPERITY INC
COM
45778Q107
533
7507
SH
SOLE
7507
0
0
INTEL CORP
COM
458140100
1346
39901
SH
SOLE
39901
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
339
9060
SH
SOLE
9060
0
0
INTERDIGITAL INC
COM
45867G101
681
8804
SH
SOLE
8804
0
0
INTERFACE INC
COM
458665304
224
11424
SH
SOLE
11424
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
460
2988
SH
SOLE
2988
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
428
3171
SH
SOLE
3171
0
0
INTERNATIONAL GAME TECHNOLOG
SHS USD
G4863A108
915
50000
SH
Call
SOLE
50000
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
525
21341
SH
SOLE
21341
0
0
INTERSECT ENT INC
COM
46071F103
331
11835
SH
SOLE
11835
0
0
INTUIT
COM
461202103
892
6719
SH
SOLE
6719
0
0
INVESCO LTD
SHS
G491BT108
354
10068
SH
SOLE
10068
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
423
31696
SH
SOLE
31696
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
742
14580
SH
SOLE
14580
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
286
25889
SH
SOLE
25889
0
0
IROBOT CORP
COM
462726100
306
3637
SH
SOLE
3637
0
0
ISHARES
ALL PERU CAP ETF
464289842
729
21534
SH
SOLE
21534
0
0
ISHARES
MSCI EURZONE ETF
464286608
525
13015
SH
SOLE
13015
0
0
ISHARES
MSCI FRNTR100ETF
464286145
879
30758
SH
SOLE
30758
0
0
ISHARES
MSCI STH KOR ETF
464286772
438
6463
SH
SOLE
6463
0
0
ISHARES
MSCI TURKEY ETF
464286715
314
7563
SH
SOLE
7563
0
0
ISHARES INC
MSCI JPN ETF NEW
46434G822
346
6446
SH
SOLE
6446
0
0
ISHARES INC
MSCI TAIWAN ETF
46434G772
412
11522
SH
SOLE
11522
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
960
23200
SH
Put
SOLE
23200
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
439
10600
SH
Call
SOLE
10600
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
2608
29500
SH
Put
SOLE
29500
0
0
ISHARES TR
CHINA ETF
46429B671
333
6083
SH
SOLE
6083
0
0
ISHARES TR
EAFE VALUE ETF
464288877
18461
357083
SH
SOLE
357083
0
0
ISHARES TR
MSCI PHILIPS ETF
46429B408
460
12832
SH
SOLE
12832
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
319
2265
SH
SOLE
2265
0
0
ISHARES TR
RUS 2000 GRW ETF
464287648
503
2978
SH
SOLE
2978
0
0
ISHARES TR
RUS 2000 VAL ETF
464287630
311
2619
SH
SOLE
2619
0
0
ISHARES TR
RUS MID CAP ETF
464287499
478
2486
SH
SOLE
2486
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
5847
5500000
PRN
SOLE
5500000
0
0
ITRON INC
COM
465741106
289
4265
SH
SOLE
4265
0
0
JA SOLAR HOLDINGS CO LTD
SPON ADR REP5ORD
466090206
185
29063
SH
SOLE
29063
0
0
JACK IN THE BOX INC
COM
466367109
920
9343
SH
SOLE
9343
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
225
4133
SH
SOLE
4133
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
1959
12600
SH
SOLE
12600
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
305
14652
SH
SOLE
14652
0
0
JOHNSON & JOHNSON
COM
478160104
1269
9596
SH
SOLE
9596
0
0
JPMORGAN CHASE & CO
COM
46625H100
361
3953
SH
SOLE
3953
0
0
JUNIPER NETWORKS INC
COM
48203R104
834
29899
SH
SOLE
29899
0
0
KADANT INC
COM
48282T104
215
2859
SH
SOLE
2859
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
1589
77047
SH
SOLE
77047
0
0
KAR AUCTION SVCS INC
COM
48238T109
728
17341
SH
SOLE
17341
0
0
KB HOME
COM
48666K109
1199
50000
SH
Put
SOLE
50000
0
0
KCG HLDGS INC
CL A
48244B100
1563
78400
SH
Put
SOLE
78400
0
0
KELLOGG CO
COM
487836108
476
6855
SH
SOLE
6855
0
0
KEYCORP NEW
COM
493267108
420
22420
SH
SOLE
22420
0
0
KIMBERLY CLARK CORP
COM
494368103
245
1901
SH
SOLE
1901
0
0
KIMCO RLTY CORP
COM
49446R109
239
13014
SH
SOLE
13014
0
0
KINDER MORGAN INC DEL
COM
49456B101
453
23664
SH
SOLE
23664
0
0
KIRBY CORP
COM
497266106
204
3052
SH
SOLE
3052
0
0
KLA-TENCOR CORP
COM
482480100
1143
12492
SH
SOLE
12492
0
0
KLX INC
COM
482539103
322
6440
SH
SOLE
6440
0
0
KONINKLIJKE PHILIPS N V
NY REG SH NEW
500472303
271
7560
SH
SOLE
7560
0
0
KORN FERRY INTL
COM NEW
500643200
264
7657
SH
SOLE
7657
0
0
KRAFT HEINZ CO
COM
500754106
492
5749
SH
SOLE
5749
0
0
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
1039
87500
SH
SOLE
87500
0
0
KRONOS WORLDWIDE INC
COM
50105F105
233
12791
SH
SOLE
12791
0
0
KULICKE & SOFFA INDS INC
COM
501242101
309
16227
SH
SOLE
16227
0
0
L BRANDS INC
COM
501797104
346
6426
SH
SOLE
6426
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
3198
20750
SH
SOLE
20750
0
0
LAM RESEARCH CORP
COM
512807108
667
4716
SH
SOLE
4716
0
0
LAMB WESTON HLDGS INC
COM
513272104
426
9678
SH
SOLE
9678
0
0
LANDSTAR SYS INC
COM
515098101
684
7996
SH
SOLE
7996
0
0
LEAR CORP
COM NEW
521865204
1276
8982
SH
SOLE
8982
0
0
LEGG MASON INC
COM
524901105
429
11252
SH
SOLE
11252
0
0
LEGGETT & PLATT INC
COM
524660107
721
13735
SH
SOLE
13735
0
0
LEIDOS HLDGS INC
COM
525327102
391
7563
SH
SOLE
7563
0
0
LENDINGCLUB CORP
COM
52603A109
414
75089
SH
SOLE
75089
0
0
LENDINGTREE INC NEW
COM
52603B107
210
1217
SH
SOLE
1217
0
0
LENNAR CORP
CL A
526057104
602
11290
SH
SOLE
11290
0
0
LENNOX INTL INC
COM
526107107
709
3863
SH
SOLE
3863
0
0
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
341
21221
SH
SOLE
21221
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
609
14956
SH
SOLE
14956
0
0
LIGAND PHARMACEUTICALS INC
NOTE 0.750% 8/1
53220KAD0
5312
3200000
PRN
SOLE
3200000
0
0
LILLY ELI & CO
COM
532457108
587
7133
SH
SOLE
7133
0
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
668
25422
SH
SOLE
25422
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1669
47904
SH
SOLE
47904
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1046
30000
SH
Call
SOLE
30000
0
0
LLOYDS BANKING GROUP PLC
SPONSORED ADR
539439109
76
21596
SH
SOLE
21596
0
0
LOCKHEED MARTIN CORP
COM
539830109
851
3064
SH
SOLE
3064
0
0
LOEWS CORP
COM
540424108
696
14879
SH
SOLE
14879
0
0
LOGMEIN INC
COM
54142L109
333
3186
SH
SOLE
3186
0
0
LOMBARD MED INC
COM
G55598109
11
19129
SH
SOLE
19129
0
0
LOWES COS INC
COM
548661107
610
7872
SH
SOLE
7872
0
0
LUMBER LIQUIDATORS HLDGS INC
COM
55003T107
251
10000
SH
SOLE
10000
0
0
M & T BK CORP
COM
55261F104
271
1671
SH
SOLE
1671
0
0
MACERICH CO
COM
554382101
420
7229
SH
SOLE
7229
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
404
5156
SH
SOLE
5156
0
0
MACYS INC
COM
55616P104
327
14060
SH
SOLE
14060
0
0
MADDEN STEVEN LTD
COM
556269108
218
5460
SH
SOLE
5460
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
2851
40000
SH
Put
SOLE
40000
0
0
MANITOWOC INC
COM
563571108
219
36488
SH
SOLE
36488
0
0
MARATHON PETE CORP
COM
56585A102
9508
181687
SH
SOLE
181687
0
0
MARKETAXESS HLDGS INC
COM
57060D108
392
1947
SH
SOLE
1947
0
0
MARRIOTT INTL INC NEW
CL A
571903202
579
5775
SH
SOLE
5775
0
0
MARSH & MCLENNAN COS INC
COM
571748102
338
4331
SH
SOLE
4331
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
1116
5015
SH
SOLE
5015
0
0
MASIMO CORP
COM
574795100
249
2727
SH
SOLE
2727
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
2189
18024
SH
SOLE
18024
0
0
MATCH GROUP INC
COM
57665R106
246
14147
SH
SOLE
14147
0
0
MATTHEWS INTL CORP
CL A
577128101
279
4547
SH
SOLE
4547
0
0
MAXIMUS INC
COM
577933104
283
4520
SH
SOLE
4520
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
303
3107
SH
SOLE
3107
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
542
42076
SH
SOLE
42076
0
0
MEDNAX INC
COM
58502B106
516
8540
SH
SOLE
8540
0
0
MEDTRONIC PLC
SHS
G5960L103
3181
35845
SH
SOLE
35845
0
0
MELCO CROWN ENTMT LTD
ADR
585464100
1165
51907
SH
SOLE
51907
0
0
MERCADOLIBRE INC
COM
58733R102
516
2056
SH
SOLE
2056
0
0
MERCK & CO INC
COM
58933Y105
640
9981
SH
SOLE
9981
0
0
MERITOR INC
COM
59001K100
254
15296
SH
SOLE
15296
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
406
12987
SH
SOLE
12987
0
0
MICHAELS COS INC
COM
59408Q106
630
34008
SH
SOLE
34008
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1297
16804
SH
SOLE
16804
0
0
MICRON TECHNOLOGY INC
COM
595112103
316
10584
SH
SOLE
10584
0
0
MICROSOFT CORP
COM
594918104
2193
31821
SH
SOLE
31821
0
0
MILLER HERMAN INC
COM
600544100
303
9965
SH
SOLE
9965
0
0
MIMECAST LTD
ORD SHS
G14838109
805
30070
SH
SOLE
30070
0
0
MIMEDX GROUP INC
COM
602496101
518
34570
SH
SOLE
34570
0
0
MKS INSTRUMENT INC
COM
55306N104
481
7144
SH
SOLE
7144
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
422
50319
SH
SOLE
50319
0
0
MOHAWK INDS INC
COM
608190104
221
913
SH
SOLE
913
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
3508
2000000
PRN
SOLE
2000000
0
0
MOLSON COORS BREWING CO
CL B
60871R209
637
7373
SH
SOLE
7373
0
0
MONOLITHIC PWR SYS INC
COM
609839105
1421
14744
SH
SOLE
14744
0
0
MONRO MUFFLER BRAKE INC
COM
610236101
415
9939
SH
SOLE
9939
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
384
7724
SH
SOLE
7724
0
0
MORGAN STANLEY
COM NEW
617446448
354
7947
SH
SOLE
7947
0
0
MORNINGSTAR INC
COM
617700109
278
3551
SH
SOLE
3551
0
0
MPLX LP
COM UNIT REP LTD
55336V100
2338
70000
SH
Call
SOLE
70000
0
0
MPLX LP
COM UNIT REP LTD
55336V100
4676
140000
SH
SOLE
140000
0
0
MSA SAFETY INC
COM
553498106
407
5010
SH
SOLE
5010
0
0
MYLAN N V
SHS EURO
N59465109
754
19429
SH
SOLE
19429
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
992
17763
SH
SOLE
17763
0
0
NATIONAL GRID PLC
SPONSORED ADR NE
636274409
572
9098
SH
SOLE
9098
0
0
NATIONAL INSTRS CORP
COM
636518102
1146
28487
SH
SOLE
28487
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
415
12601
SH
SOLE
12601
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
3935
150000
SH
Put
SOLE
150000
0
0
NAVISTAR INTL CORP NEW
NOTE 4.750% 4/1
63934EAS7
2934
3000000
PRN
SOLE
3000000
0
0
NCI BUILDING SYS INC
COM NEW
628852204
274
16413
SH
SOLE
16413
0
0
NETAPP INC
COM
64110D104
881
22000
SH
SOLE
22000
0
0
NETSCOUT SYS INC
COM
64115T104
248
7205
SH
SOLE
7205
0
0
NEW JERSEY RES
COM
646025106
386
9722
SH
SOLE
9722
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
186
11932
SH
SOLE
11932
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
203
15473
SH
SOLE
15473
0
0
NEW YORK TIMES CO
CL A
650111107
242
13656
SH
SOLE
13656
0
0
NEWELL BRANDS INC
COM
651229106
745
13900
SH
Call
SOLE
13900
0
0
NEWFIELD EXPL CO
COM
651290108
642
22562
SH
SOLE
22562
0
0
NEWPARK RES INC
NOTE 4.000%10/0
651718AC2
2207
2200000
PRN
SOLE
2200000
0
0
NEXSTAR MEDIA GROUP INC
CL A
65336K103
299
5000
SH
SOLE
5000
0
0
NEXTERA ENERGY INC
COM
65339F101
4905
35000
SH
SOLE
35000
0
0
NORTHWEST BANCSHARES INC MD
COM
667340103
403
25799
SH
SOLE
25799
0
0
NORTHWESTERN CORP
COM NEW
668074305
2197
36000
SH
SOLE
36000
0
0
NOVARTIS A G
SPONSORED ADR
66987V109
255
3054
SH
SOLE
3054
0
0
NOVO-NORDISK A S
ADR
670100205
670
15616
SH
SOLE
15616
0
0
NRG ENERGY INC
COM NEW
629377508
12781
742200
SH
Call
SOLE
742200
0
0
NRG ENERGY INC
COM NEW
629377508
6570
381531
SH
SOLE
381531
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
1061
60940
SH
SOLE
60940
0
0
NUCOR CORP
COM
670346105
1093
18882
SH
SOLE
18882
0
0
NUTRI SYS INC NEW
COM
67069D108
283
5439
SH
SOLE
5439
0
0
NUVASIVE INC
COM
670704105
233
3031
SH
SOLE
3031
0
0
NVR INC
COM
62944T105
246
102
SH
SOLE
102
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
671
6131
SH
SOLE
6131
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
898
4105
SH
SOLE
4105
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
750
12522
SH
SOLE
12522
0
0
OCEANEERING INTL INC
COM
675232102
307
13424
SH
SOLE
13424
0
0
OLD REP INTL CORP
COM
680223104
792
40564
SH
SOLE
40564
0
0
OLIN CORP
COM PAR $1
680665205
273
9007
SH
SOLE
9007
0
0
ON SEMICONDUCTOR CORP
COM
682189105
1035
73691
SH
SOLE
73691
0
0
OPEN TEXT CORP
COM
683715106
474
15030
SH
SOLE
15030
0
0
ORACLE CORP
COM
68389X105
469
9361
SH
SOLE
9361
0
0
ORBCOMM INC
COM
68555P100
254
22500
SH
SOLE
22500
0
0
ORBITAL ATK INC
COM
68557N103
1061
10786
SH
SOLE
10786
0
0
ORBOTECH LTD
ORD
M75253100
1551
47539
SH
SOLE
47539
0
0
OSI SYSTEMS INC
COM
671044105
417
5547
SH
SOLE
5547
0
0
OUTFRONT MEDIA INC
COM
69007J106
421
18229
SH
SOLE
18229
0
0
OWENS ILL INC
COM NEW
690768403
478
20000
SH
SOLE
20000
0
0
OXFORD INDS INC
COM
691497309
277
4433
SH
SOLE
4433
0
0
PACCAR INC
COM
693718108
402
6089
SH
SOLE
6089
0
0
PACWEST BANCORP DEL
COM
695263103
1085
23243
SH
SOLE
23243
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
9209
7000000
PRN
SOLE
7000000
0
0
PALO ALTO NETWORKS INC
COM
697435105
2837
21200
SH
Call
SOLE
21200
0
0
PAN AMERICAN SILVER CORP
COM
697900108
259
15410
SH
SOLE
15410
0
0
PANERA BREAD CO
CL A
69840W108
49718
158014
SH
SOLE
158014
0
0
PANERA BREAD CO
CL A
69840W108
49713
158000
SH
Put
SOLE
158000
0
0
PAPA JOHNS INTL INC
COM
698813102
424
5909
SH
SOLE
5909
0
0
PARKER HANNIFIN CORP
COM
701094104
347
2169
SH
SOLE
2169
0
0
PATRICK INDS INC
COM
703343103
391
5373
SH
SOLE
5373
0
0
PATTERN ENERGY GROUP INC
CL A
70338P100
470
19734
SH
SOLE
19734
0
0
PATTERN ENERGY GROUP INC
CL A
70338P100
1213
50900
SH
Put
SOLE
50900
0
0
PAYCHEX INC
COM
704326107
1883
33070
SH
SOLE
33070
0
0
PBF LOGISTICS LP
UNIT LTD PTNR
69318Q104
488
25000
SH
SOLE
25000
0
0
PDL BIOPHARMA INC
NOTE 4.000% 2/0
69329YAF1
1004
1000000
PRN
SOLE
1000000
0
0
PEABODY ENERGY CORP NEW
COM
704551100
611
25000
SH
SOLE
25000
0
0
PENNEY J C INC
COM
708160106
115
24658
SH
SOLE
24658
0
0
PENUMBRA INC
COM
70975L107
213
2425
SH
SOLE
2425
0
0
PEPSICO INC
COM
713448108
271
2344
SH
SOLE
2344
0
0
PG&E CORP
COM
69331C108
6640
100046
SH
SOLE
100046
0
0
PHILIP MORRIS INTL INC
COM
718172109
489
4161
SH
SOLE
4161
0
0
PHILLIPS 66
COM
718546104
3721
45000
SH
Call
SOLE
45000
0
0
PHYSICIANS RLTY TR
COM
71943U104
343
17041
SH
SOLE
17041
0
0
PIER 1 IMPORTS INC
COM
720279108
432
83269
SH
SOLE
83269
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
872
39801
SH
SOLE
39801
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
565
8991
SH
SOLE
8991
0
0
PINNACLE WEST CAP CORP
COM
723484101
3363
39491
SH
SOLE
39491
0
0
PIPER JAFFRAY COS
COM
724078100
205
3419
SH
SOLE
3419
0
0
PLANTRONICS INC NEW
COM
727493108
214
4091
SH
SOLE
4091
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
553
43577
SH
SOLE
43577
0
0
PLEXUS CORP
COM
729132100
263
5006
SH
SOLE
5006
0
0
PNC FINL SVCS GROUP INC
COM
693475105
403
3225
SH
SOLE
3225
0
0
PNM RES INC
COM
69349H107
1339
35000
SH
SOLE
35000
0
0
POOL CORPORATION
COM
73278L105
888
7554
SH
SOLE
7554
0
0
POWERSHARES ETF TRUST
GBL LSTD PVT EQT
73935X195
138
11034
SH
SOLE
11034
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
1060
7700
SH
Put
SOLE
7700
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
496
3600
SH
Call
SOLE
3600
0
0
PPG INDS INC
COM
693506107
1215
11052
SH
SOLE
11052
0
0
PPL CORP
COM
69351T106
552
14277
SH
SOLE
14277
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
158
46436
SH
SOLE
46436
0
0
PREMIER INC
CL A
74051N102
540
15002
SH
SOLE
15002
0
0
PRETIUM RES INC
COM
74139C102
387
40219
SH
SOLE
40219
0
0
PRICELINE GRP INC
COM NEW
741503403
774
414
SH
SOLE
414
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
2211
1500000
PRN
SOLE
1500000
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
539
8418
SH
SOLE
8418
0
0
PROASSURANCE CORP
COM
74267C106
211
3465
SH
SOLE
3465
0
0
PROCTER AND GAMBLE CO
COM
742718109
1146
13153
SH
SOLE
13153
0
0
PROLOGIS INC
COM
74340W103
326
5565
SH
SOLE
5565
0
0
PROOFPOINT INC
COM
743424103
825
9507
SH
SOLE
9507
0
0
PROSHARES TR
PSHS ULTSH 20YRS
74347B201
1872
52200
SH
Put
SOLE
52200
0
0
PROSHARES TR
PSHS ULTSH 20YRS
74347B201
854
23800
SH
Call
SOLE
23800
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
207
25520
SH
SOLE
25520
0
0
PROSPERITY BANCSHARES INC
COM
743606105
731
11383
SH
SOLE
11383
0
0
PRUDENTIAL PLC
ADR
74435K204
209
4547
SH
SOLE
4547
0
0
PUBLIC STORAGE
COM
74460D109
529
2537
SH
SOLE
2537
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
5459
126923
SH
SOLE
126923
0
0
PURE STORAGE INC
CL A
74624M102
184
14335
SH
SOLE
14335
0
0
QEP RES INC
COM
74733V100
164
16250
SH
SOLE
16250
0
0
QIAGEN NV
SHS NEW
N72482123
813
24249
SH
SOLE
24249
0
0
QORVO INC
COM
74736K101
1300
20527
SH
SOLE
20527
0
0
QUALCOMM INC
COM
747525103
319
5776
SH
SOLE
5776
0
0
QUANTENNA COMMUNICATIONS INC
COM
74766D100
551
29000
SH
SOLE
29000
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
658
5923
SH
SOLE
5923
0
0
QUINTILES IMS HOLDINGS INC
COM
74876Y101
566
6328
SH
SOLE
6328
0
0
RADIAN GROUP INC
COM
750236101
759
46399
SH
SOLE
46399
0
0
RAMBUS INC DEL
NOTE 1.125% 8/1
750917AE6
7365
6780000
PRN
SOLE
6780000
0
0
RANDGOLD RES LTD
ADR
752344309
258
2917
SH
SOLE
2917
0
0
RAVEN INDS INC
COM
754212108
242
7277
SH
SOLE
7277
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
322
4020
SH
SOLE
4020
0
0
RED HAT INC
COM
756577102
6539
68296
SH
SOLE
68296
0
0
RED HAT INC
COM
756577102
239
2500
SH
Put
SOLE
2500
0
0
RED HAT INC
COM
756577102
239
2500
SH
Call
SOLE
2500
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
941
1915
SH
SOLE
1915
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
1968
27035
SH
SOLE
27035
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
383
2755
SH
SOLE
2755
0
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
3033
2760000
PRN
SOLE
2760000
0
0
REPLIGEN CORP
NOTE 2.125% 6/0
759916AA7
8605
5955000
PRN
SOLE
5955000
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
704
36696
SH
SOLE
36696
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
482
39435
SH
SOLE
39435
0
0
REXNORD CORP NEW
COM
76169B102
487
20939
SH
SOLE
20939
0
0
RH
COM
74967X103
645
10000
SH
SOLE
10000
0
0
RH
COM
74967X103
1161
18000
SH
Put
SOLE
18000
0
0
RITE AID CORP
COM
767754104
120
40651
SH
SOLE
40651
0
0
RLJ LODGING TR
COM
74965L101
840
42259
SH
SOLE
42259
0
0
ROCKWELL AUTOMATION INC
COM
773903109
207
1276
SH
SOLE
1276
0
0
ROCKWELL COLLINS INC
COM
774341101
1086
10333
SH
SOLE
10333
0
0
ROLLINS INC
COM
775711104
345
8465
SH
SOLE
8465
0
0
ROSS STORES INC
COM
778296103
438
7580
SH
SOLE
7580
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
169
16489
SH
SOLE
16489
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
911
8340
SH
SOLE
8340
0
0
RPM INTL INC
COM
749685103
818
15000
SH
Call
SOLE
15000
0
0
RPM INTL INC
COM
749685103
457
8381
SH
SOLE
8381
0
0
RSP PERMIAN INC
COM
74978Q105
310
9616
SH
SOLE
9616
0
0
SABRE CORP
COM
78573M104
569
26118
SH
SOLE
26118
0
0
SALESFORCE COM INC
COM
79466L302
606
6999
SH
SOLE
6999
0
0
SALESFORCE COM INC
NOTE 0.250% 4/0
79466LAD6
5963
4500000
PRN
SOLE
4500000
0
0
SANDERSON FARMS INC
COM
800013104
514
4446
SH
SOLE
4446
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
148
11630
SH
SOLE
11630
0
0
SAP SE
SPON ADR
803054204
332
3176
SH
SOLE
3176
0
0
SCANA CORP NEW
COM
80589M102
415
6200
SH
SOLE
6200
0
0
SCHEIN HENRY INC
COM
806407102
760
4152
SH
SOLE
4152
0
0
SCHLUMBERGER LTD
COM
806857108
1338
20326
SH
SOLE
20326
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
385
5540
SH
SOLE
5540
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
345
13210
SH
SOLE
13210
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
1044
40000
SH
Put
SOLE
40000
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
522
20000
SH
Call
SOLE
20000
0
0
SCORPIO TANKERS INC
SHS
Y7542C106
856
215625
SH
SOLE
215625
0
0
SEALED AIR CORP NEW
COM
81211K100
671
15000
SH
Call
SOLE
15000
0
0
SEATTLE GENETICS INC
COM
812578102
338
6524
SH
SOLE
6524
0
0
SEI INVESTMENTS CO
COM
784117103
832
15462
SH
SOLE
15462
0
0
SELECT INCOME REIT
COM SH BEN INT
81618T100
293
12196
SH
SOLE
12196
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
3498
65000
SH
Put
SOLE
65000
0
0
SELECT SECTOR SPDR TR
SBI INT-INDS
81369Y704
409
6000
SH
Put
SOLE
6000
0
0
SELECT SECTOR SPDR TR
TECHNOLOGY
81369Y803
635
11600
SH
Put
SOLE
11600
0
0
SELECTIVE INS GROUP INC
COM
816300107
243
4850
SH
SOLE
4850
0
0
SEMGROUP CORP
CL A
81663A105
453
16785
SH
SOLE
16785
0
0
SEMPRA ENERGY
COM
816851109
3959
35114
SH
SOLE
35114
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
563
27543
SH
SOLE
27543
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
275
3412
SH
SOLE
3412
0
0
SEQUANS COMMUNICATIONS S A
SPONSORED ADS
817323108
220
66500
SH
SOLE
66500
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
406
10364
SH
SOLE
10364
0
0
SHERWIN WILLIAMS CO
COM
824348106
276
785
SH
SOLE
785
0
0
SHIRE PLC
SPONSORED ADR
82481R106
490
2967
SH
SOLE
2967
0
0
SHUTTERFLY INC
NOTE 0.250% 5/1
82568PAB2
2004
2000000
PRN
SOLE
2000000
0
0
SHUTTERSTOCK INC
COM
825690100
308
6991
SH
SOLE
6991
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
258
1800
SH
SOLE
1800
0
0
SILICON LABORATORIES INC
COM
826919102
1299
19003
SH
SOLE
19003
0
0
SILVER STD RES INC
COM
82823L106
234
24100
SH
SOLE
24100
0
0
SINA CORP
ORD
G81477104
205
2413
SH
SOLE
2413
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
570
17320
SH
SOLE
17320
0
0
SL GREEN RLTY CORP
COM
78440X101
653
6176
SH
SOLE
6176
0
0
SM ENERGY CO
COM
78454L100
1077
65142
SH
SOLE
65142
0
0
SMART & FINAL STORES INC
COM
83190B101
173
18967
SH
SOLE
18967
0
0
SMUCKER J M CO
COM NEW
832696405
1124
9499
SH
SOLE
9499
0
0
SNAP ON INC
COM
833034101
454
2873
SH
SOLE
2873
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
960
29068
SH
SOLE
29068
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
1651
50000
SH
Call
SOLE
50000
0
0
SOLARCITY CORP
NOTE 2.750%11/0
83416TAA8
7655
7650000
PRN
SOLE
7650000
0
0
SONIC CORP
COM
835451105
307
11595
SH
SOLE
11595
0
0
SONOCO PRODS CO
COM
835495102
533
10373
SH
SOLE
10373
0
0
SOUTHERN CO
COM
842587107
1763
36824
SH
SOLE
36824
0
0
SOUTHERN COPPER CORP
COM
84265V105
447
12914
SH
SOLE
12914
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
270
44348
SH
SOLE
44348
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
12743
52700
SH
Put
SOLE
52700
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
8052
33300
SH
Call
SOLE
33300
0
0
SPIRE INC
COM
84857L101
3766
53995
SH
SOLE
53995
0
0
SPIRIT AIRLS INC
COM
848577102
1407
27247
SH
SOLE
27247
0
0
SPLUNK INC
COM
848637104
404
7103
SH
SOLE
7103
0
0
SPRINT CORP
COM SER 1
85207U105
219
26700
SH
SOLE
26700
0
0
SPROUTS FMRS MKT INC
COM
85208M102
351
15493
SH
SOLE
15493
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
505
13136
SH
SOLE
13136
0
0
STAG INDL INC
COM
85254J102
200
7258
SH
SOLE
7258
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
1608
1600000
PRN
SOLE
1600000
0
0
STARBUCKS CORP
COM
855244109
1062
18219
SH
SOLE
18219
0
0
STEELCASE INC
CL A
858155203
503
35899
SH
SOLE
35899
0
0
STERICYCLE INC
COM
858912108
1200
15718
SH
SOLE
15718
0
0
STERLING BANCORP DEL
COM
85917A100
457
19673
SH
SOLE
19673
0
0
STIFEL FINL CORP
COM
860630102
486
10561
SH
SOLE
10561
0
0
STORE CAP CORP
COM
862121100
320
14254
SH
SOLE
14254
0
0
STRYKER CORP
COM
863667101
1227
8844
SH
SOLE
8844
0
0
STURM RUGER & CO INC
COM
864159108
385
6200
SH
Put
SOLE
6200
0
0
SUMMIT MATLS INC
CL A
86614U100
1440
49881
SH
SOLE
49881
0
0
SUNCOR ENERGY INC NEW
COM
867224107
203
6942
SH
SOLE
6942
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
297
18412
SH
SOLE
18412
0
0
SUNTRUST BKS INC
COM
867914103
220
3885
SH
SOLE
3885
0
0
SVB FINL GROUP
COM
78486Q101
404
2298
SH
SOLE
2298
0
0
SYMANTEC CORP
COM
871503108
795
28150
SH
SOLE
28150
0
0
SYNAPTICS INC
COM
87157D109
203
3919
SH
SOLE
3919
0
0
SYNNEX CORP
COM
87162W100
2039
17000
SH
SOLE
17000
0
0
SYSCO CORP
COM
871829107
1226
24356
SH
SOLE
24356
0
0
T MOBILE US INC
COM
872590104
392
6467
SH
SOLE
6467
0
0
TAHOE RES INC
COM
873868103
215
24948
SH
SOLE
24948
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
220
3001
SH
SOLE
3001
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
338
13004
SH
SOLE
13004
0
0
TARGET CORP
COM
87612E106
503
9627
SH
SOLE
9627
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
963
17500
SH
SOLE
17500
0
0
TCF FINL CORP
COM
872275102
162
10159
SH
SOLE
10159
0
0
TECK RESOURCES LTD
CL B
878742204
399
23013
SH
SOLE
23013
0
0
TEGNA INC
COM
87901J105
289
20063
SH
SOLE
20063
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
261
2047
SH
SOLE
2047
0
0
TELEFONICA BRASIL SA
SPONSORED ADR
87936R106
341
25252
SH
SOLE
25252
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
439
15827
SH
SOLE
15827
0
0
TEMPUR SEALY INTL INC
COM
88023U101
298
5588
SH
SOLE
5588
0
0
TENAX THERAPEUTICS INC
COM
88032L100
24
32140
SH
SOLE
32140
0
0
TERADYNE INC
COM
880770102
1239
41253
SH
SOLE
41253
0
0
TERRAFORM PWR INC
CL A COM
88104R100
173
14399
SH
SOLE
14399
0
0
TESARO INC
NOTE 3.000%10/0
881569AA5
34351
8500000
PRN
SOLE
8500000
0
0
TESLA INC
NOTE 0.250% 3/0
88160RAB7
4008
3500000
PRN
SOLE
3500000
0
0
TESORO CORP
COM
881609101
6084
65000
SH
SOLE
65000
0
0
TESORO CORP
COM
881609101
9360
100000
SH
Call
SOLE
100000
0
0
TESORO LOGISTICS LP
COM UNIT LP
88160T107
2068
40000
SH
SOLE
40000
0
0
TESORO LOGISTICS LP
COM UNIT LP
88160T107
2068
40000
SH
Call
SOLE
40000
0
0
TETRA TECH INC NEW
COM
88162G103
413
9031
SH
SOLE
9031
0
0
TETRA TECHNOLOGIES INC DEL
COM
88162F105
61
21992
SH
SOLE
21992
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
1329
40000
SH
Call
SOLE
40000
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
2412
72596
SH
SOLE
72596
0
0
TEXAS INSTRS INC
COM
882508104
1800
23404
SH
SOLE
23404
0
0
THERAVANCE BIOPHARMA INC
NOTE 3.250%11/0
88339KAA0
12867
9500000
PRN
SOLE
9500000
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
2559
14668
SH
SOLE
14668
0
0
THOR INDS INC
COM
885160101
1371
13117
SH
SOLE
13117
0
0
TICC CAPITAL CORP
COM
87244T109
89
14046
SH
SOLE
14046
0
0
TIFFANY & CO NEW
COM
886547108
235
2500
SH
Put
SOLE
2500
0
0
TOLL BROTHERS INC
COM
889478103
332
8407
SH
SOLE
8407
0
0
TORCHMARK CORP
COM
891027104
724
9461
SH
SOLE
9461
0
0
TORO CO
COM
891092108
421
6080
SH
SOLE
6080
0
0
TOTAL SYS SVCS INC
COM
891906109
887
15234
SH
SOLE
15234
0
0
TPI COMPOSITES INC
COM
87266J104
1851
100138
SH
SOLE
100138
0
0
TRACTOR SUPPLY CO
COM
892356106
713
13146
SH
SOLE
13146
0
0
TRAVELERS COMPANIES INC
COM
89417E109
922
7287
SH
SOLE
7287
0
0
TRI POINTE GROUP INC
COM
87265H109
160
12129
SH
SOLE
12129
0
0
TRIMBLE INC
COM
896239100
2037
57097
SH
SOLE
57097
0
0
TRINITY INDS INC
COM
896522109
739
26355
SH
SOLE
26355
0
0
TRINITY INDS INC
COM
896522109
841
30000
SH
Put
SOLE
30000
0
0
TRIPADVISOR INC
COM
896945201
374
9779
SH
SOLE
9779
0
0
TUPPERWARE BRANDS CORP
COM
899896104
459
6537
SH
SOLE
6537
0
0
TURQUOISE HILL RES LTD
COM
900435108
155
58636
SH
SOLE
58636
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
365
12894
SH
SOLE
12894
0
0
TWILIO INC
CL A
90138F102
364
12509
SH
SOLE
12509
0
0
UDR INC
COM
902653104
253
6499
SH
SOLE
6499
0
0
UGI CORP NEW
COM
902681105
673
13902
SH
SOLE
13902
0
0
ULTA BEAUTY INC
COM
90384S303
1006
3500
SH
Put
SOLE
3500
0
0
ULTA BEAUTY INC
COM
90384S303
201
700
SH
Call
SOLE
700
0
0
ULTA BEAUTY INC
COM
90384S303
319
1111
SH
SOLE
1111
0
0
ULTRAPAR PARTICIPACOES S A
SP ADR REP COM
90400P101
372
15795
SH
SOLE
15795
0
0
UNDER ARMOUR INC
CL C
904311206
639
31700
SH
SOLE
31700
0
0
UNILEVER PLC
SPON ADR NEW
904767704
220
4073
SH
SOLE
4073
0
0
UNION PAC CORP
COM
907818108
2794
25657
SH
SOLE
25657
0
0
UNITED BANKSHARES INC WEST V
COM
909907107
624
15909
SH
SOLE
15909
0
0
UNITED CONTL HLDGS INC
COM
910047109
1988
26424
SH
SOLE
26424
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
494
4471
SH
SOLE
4471
0
0
UNITED STATES STL CORP NEW
COM
912909108
507
22922
SH
SOLE
22922
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
3758
30773
SH
SOLE
30773
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
214
1152
SH
SOLE
1152
0
0
UNITI GROUP INC
COM
91325V108
313
12457
SH
SOLE
12457
0
0
UNIVAR INC
COM
91336L107
278
9509
SH
SOLE
9509
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
366
3349
SH
SOLE
3349
0
0
US BANCORP DEL
COM NEW
902973304
619
11913
SH
SOLE
11913
0
0
US FOODS HLDG CORP
COM
912008109
436
16021
SH
SOLE
16021
0
0
VALE S A
ADR
91912E105
107
12206
SH
SOLE
12206
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
857
12698
SH
SOLE
12698
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
3036
45000
SH
Call
SOLE
45000
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
225
4325
SH
SOLE
4325
0
0
VALLEY NATL BANCORP
COM
919794107
253
21384
SH
SOLE
21384
0
0
VALVOLINE INC
COM
92047W101
410
17271
SH
SOLE
17271
0
0
VANECK VECTORS ETF TR
INDIA SMALL CAP
92189F767
862
15473
SH
SOLE
15473
0
0
VANECK VECTORS ETF TR
RARE EARTH STRAT
92189F742
307
17543
SH
SOLE
17543
0
0
VANECK VECTORS ETF TR
RUSSIA SMALL CAP
92189F734
245
6266
SH
SOLE
6266
0
0
VANGUARD INDEX FDS
MID CAP ETF
922908629
509
3568
SH
SOLE
3568
0
0
VANGUARD INDEX FDS
SMALL CP ETF
922908751
362
2672
SH
SOLE
2672
0
0
VARIAN MED SYS INC
COM
92220P105
656
6355
SH
SOLE
6355
0
0
VECTREN CORP
COM
92240G101
420
7195
SH
SOLE
7195
0
0
VEECO INSTRS INC DEL
NOTE 2.700% 1/1
922417AD2
5631
5500000
PRN
SOLE
5500000
0
0
VEEVA SYS INC
CL A COM
922475108
319
5209
SH
SOLE
5209
0
0
VENTAS INC
COM
92276F100
305
4394
SH
SOLE
4394
0
0
VERINT SYS INC
COM
92343X100
531
13042
SH
SOLE
13042
0
0
VERINT SYS INC
NOTE 1.500% 6/0
92343XAA8
984
1000000
PRN
SOLE
1000000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1399
31328
SH
SOLE
31328
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
476
3693
SH
SOLE
3693
0
0
VIACOM INC NEW
CL B
92553P201
456
13571
SH
SOLE
13571
0
0
VIAVI SOLUTIONS INC
COM
925550105
1161
110297
SH
SOLE
110297
0
0
VIPSHOP HLDGS LTD
SPONSORED ADR
92763W103
201
19057
SH
SOLE
19057
0
0
VISA INC
COM CL A
92826C839
521
5557
SH
SOLE
5557
0
0
VISTA OUTDOOR INC
COM
928377100
627
27861
SH
SOLE
27861
0
0
VISTRA ENERGY CORP
COM
92840M102
1213
72271
SH
SOLE
72271
0
0
VMWARE INC
CL A COM
928563402
2043
23371
SH
SOLE
23371
0
0
VONAGE HLDGS CORP
COM
92886T201
776
118633
SH
SOLE
118633
0
0
VOYA FINL INC
COM
929089100
618
16754
SH
SOLE
16754
0
0
VWR CORP
COM
91843L103
456
13800
SH
SOLE
13800
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1989
25402
SH
SOLE
25402
0
0
WAL-MART STORES INC
COM
931142103
275
3629
SH
SOLE
3629
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
332
10402
SH
SOLE
10402
0
0
WASTE CONNECTIONS INC
COM
94106B101
258
4000
SH
SOLE
4000
0
0
WATERS CORP
COM
941848103
566
3077
SH
SOLE
3077
0
0
WATTS WATER TECHNOLOGIES INC
CL A
942749102
300
4750
SH
SOLE
4750
0
0
WAYFAIR INC
CL A
94419L101
251
3265
SH
SOLE
3265
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
737
190524
SH
SOLE
190524
0
0
WEBSTER FINL CORP CONN
COM
947890109
522
9993
SH
SOLE
9993
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
461
15302
SH
SOLE
15302
0
0
WELLS FARGO & CO NEW
COM
949746101
378
6823
SH
SOLE
6823
0
0
WESCO INTL INC
COM
95082P105
328
5723
SH
SOLE
5723
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
761
8051
SH
SOLE
8051
0
0
WESTERN DIGITAL CORP
COM
958102105
1314
14826
SH
SOLE
14826
0
0
WESTROCK CO
COM
96145D105
6610
116652
SH
SOLE
116652
0
0
WHEATON PRECIOUS METALS CORP
COM
962879102
410
20621
SH
SOLE
20621
0
0
WHOLE FOODS MKT INC
COM
966837106
6258
148600
SH
Put
SOLE
148600
0
0
WHOLE FOODS MKT INC
COM
966837106
16360
388500
SH
Call
SOLE
388500
0
0
WHOLE FOODS MKT INC
COM
966837106
6264
148755
SH
SOLE
148755
0
0
WILLIAMS COS INC DEL
COM
969457100
1514
50000
SH
SOLE
50000
0
0
WILLIAMS SONOMA INC
COM
969904101
395
8137
SH
SOLE
8137
0
0
WISDOMTREE TR
MID EAST DIVD
97717X305
229
13640
SH
SOLE
13640
0
0
WOODWARD INC
COM
980745103
510
7544
SH
SOLE
7544
0
0
WORKDAY INC
NOTE 0.750% 7/1
98138HAC5
3720
3000000
PRN
SOLE
3000000
0
0
WORKDAY INC
CL A
98138H101
322
3323
SH
SOLE
3323
0
0
WORTHINGTON INDS INC
COM
981811102
282
5606
SH
SOLE
5606
0
0
WYNN RESORTS LTD
COM
983134107
303
2258
SH
SOLE
2258
0
0
XCEL ENERGY INC
COM
98389B100
484
10543
SH
SOLE
10543
0
0
XEROX CORP
COM NEW
984121608
715
24894
SH
SOLE
24894
0
0
XPO LOGISTICS INC
COM
983793100
656
10146
SH
SOLE
10146
0
0
XYLEM INC
COM
98419M100
372
6720
SH
SOLE
6720
0
0
YAMANA GOLD INC
COM
98462Y100
69
28196
SH
SOLE
28196
0
0
YANDEX N V
SHS CLASS A
N97284108
255
9699
SH
SOLE
9699
0
0
YANDEX NV
NOTE 1.125%12/1
98474TAB3
2881
2961000
PRN
SOLE
2961000
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
370
11980
SH
SOLE
11980
0
0
ZENDESK INC
COM
98936J101
278
10000
SH
SOLE
10000
0
0
ZILLOW GROUP INC
CL A
98954M101
457
9363
SH
SOLE
9363
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
3184
24800
SH
SOLE
24800
0
0
ZOES KITCHEN INC
COM
98979J109
235
19707
SH
SOLE
19707
0
0