0001454027-17-000008.txt : 20171114
0001454027-17-000008.hdr.sgml : 20171114
20171114160714
ACCESSION NUMBER: 0001454027-17-000008
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171114
DATE AS OF CHANGE: 20171114
EFFECTIVENESS DATE: 20171114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: 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: 171201498
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
true
false
0001454027
XXXXXXXX
09-30-2017
09-30-2017
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
11-14-2017
0
1129
1241653
false
INFORMATION TABLE
2
13FQ317.xml
FILE 9/30/17
3M CO
COM
88579Y101
640
3048
SH
SOLE
3048
0
0
51JOB INC
NOTE 3.250% 4/1
316827AC8
10558
7149000
PRN
SOLE
7149000
0
0
58 COM INC
SPON ADR REP A
31680Q104
422
6680
SH
SOLE
6680
0
0
AAON INC
COM PAR $0.004
000360206
202
5863
SH
SOLE
5863
0
0
AAR CORP
COM
000361105
465
12295
SH
SOLE
12295
0
0
ABBOTT LABS
COM
002824100
347
6495
SH
SOLE
6495
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
298
20624
SH
SOLE
20624
0
0
ACADIA PHARMACEUTICALS INC
COM
004225108
347
9217
SH
SOLE
9217
0
0
ACADIA RLTY TR
COM SH BEN INT
004239109
402
14040
SH
SOLE
14040
0
0
ACCELERATE DIAGNOSTICS INC
COM
00430H102
202
9014
SH
SOLE
9014
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
1258
9313
SH
SOLE
9313
0
0
ACCO BRANDS CORP
COM
00081T108
246
20707
SH
SOLE
20707
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
607
9416
SH
SOLE
9416
0
0
ACUITY BRANDS INC
COM
00508Y102
402
2349
SH
SOLE
2349
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
850
20000
SH
Call
SOLE
20000
0
0
ADIENT PLC
ORD SHS
G0084W101
1260
15000
SH
Call
SOLE
15000
0
0
ADOBE SYS INC
COM
00724F101
928
6222
SH
SOLE
6222
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
438
12204
SH
SOLE
12204
0
0
ADTRAN INC
COM
00738A106
216
8997
SH
SOLE
8997
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
623
6282
SH
SOLE
6282
0
0
ADVANCED DISP SVCS INC DEL
COM
00790X101
236
9350
SH
SOLE
9350
0
0
ADVANCED SEMICONDUCTOR ENGR
SPONSORED ADR
00756M404
127
20590
SH
SOLE
20590
0
0
ADVISORY BRD CO
COM
00762W107
500
9333
SH
SOLE
9333
0
0
AEGON N V
NY REGISTRY SH
007924103
237
40999
SH
SOLE
40999
0
0
AEROJET ROCKETDYNE HLDGS INC
COM
007800105
424
12116
SH
SOLE
12116
0
0
AES CORP
COM
00130H105
806
73103
SH
SOLE
73103
0
0
AETNA INC NEW
COM
00817Y108
204
1283
SH
SOLE
1283
0
0
AFLAC INC
COM
001055102
1808
22215
SH
SOLE
22215
0
0
AGCO CORP
COM
001084102
579
7843
SH
SOLE
7843
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
1103
17173
SH
SOLE
17173
0
0
AGIOS PHARMACEUTICALS INC
COM
00847X104
524
7851
SH
SOLE
7851
0
0
AGNICO EAGLE MINES LTD
COM
008474108
481
10649
SH
SOLE
10649
0
0
AIR LEASE CORP
CL A
00912X302
558
13092
SH
SOLE
13092
0
0
AIR PRODS & CHEMS INC
COM
009158106
2728
18040
SH
SOLE
18040
0
0
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
1948
2000000
PRN
SOLE
2000000
0
0
ALAMOS GOLD INC NEW
COM CL A
011532108
334
49477
SH
SOLE
49477
0
0
ALASKA AIR GROUP INC
COM
011659109
1756
23028
SH
SOLE
23028
0
0
ALCOA CORP
COM
013872106
683
14661
SH
SOLE
14661
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
568
4776
SH
SOLE
4776
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
538
3835
SH
SOLE
3835
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
827
4787
SH
SOLE
4787
0
0
ALLEGHANY CORP DEL
COM
017175100
301
543
SH
SOLE
543
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
504
21100
SH
SOLE
21100
0
0
ALLERGAN PLC
SHS
G0177J108
636
3104
SH
SOLE
3104
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
811
3662
SH
SOLE
3662
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
898
23934
SH
SOLE
23934
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
144
10091
SH
SOLE
10091
0
0
ALLSTATE CORP
COM
020002101
951
10352
SH
SOLE
10352
0
0
ALTERYX INC
COM CL A
02156K103
267
9790
SH
SOLE
9790
0
0
ALTRIA GROUP INC
COM
02209S103
509
8022
SH
SOLE
8022
0
0
AMAZON COM INC
COM
023135106
392
408
SH
SOLE
408
0
0
AMC ENTMT HLDGS INC
CL A COM
00165C104
421
28606
SH
SOLE
28606
0
0
AMDOCS LTD
SHS
G02602103
712
11063
SH
SOLE
11063
0
0
AMEREN CORP
COM
023608102
307
5306
SH
SOLE
5306
0
0
AMERICA MOVIL SAB DE CV
SPON ADR L SHS
02364W105
629
35462
SH
SOLE
35462
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
527
30000
SH
SOLE
30000
0
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
526
18095
SH
SOLE
18095
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
355
3435
SH
SOLE
3435
0
0
AMERICAN HOMES 4 RENT
CL A
02665T306
299
13767
SH
SOLE
13767
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
1134
18478
SH
SOLE
18478
0
0
AMERICAN OUTDOOR BRANDS CORP
COM
02874P103
370
24263
SH
SOLE
24263
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
1140
8341
SH
SOLE
8341
0
0
AMERIPRISE FINL INC
COM
03076C106
211
1423
SH
SOLE
1423
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
546
6600
SH
SOLE
6600
0
0
AMGEN INC
COM
031162100
511
2743
SH
SOLE
2743
0
0
ANADARKO PETE CORP
COM
032511107
646
13228
SH
SOLE
13228
0
0
ANALOG DEVICES INC
COM
032654105
301
3490
SH
SOLE
3490
0
0
ANDEAVOR
COM
03349M105
6627
64247
SH
SOLE
64247
0
0
ANDEAVOR LOGISTICS LP
COM UNIT LP INT
03350F106
5006
100000
SH
SOLE
100000
0
0
ANGLOGOLD ASHANTI LTD
SPONSORED ADR
035128206
242
26044
SH
SOLE
26044
0
0
ANNALY CAP MGMT INC
COM
035710409
289
23703
SH
SOLE
23703
0
0
ANTERO RES CORP
COM
03674X106
432
21704
SH
SOLE
21704
0
0
ANTHEM INC
COM
036752103
3634
19139
SH
SOLE
19139
0
0
SMITH A O
COM
831865209
1189
20000
SH
Put
SOLE
20000
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
585
13344
SH
SOLE
13344
0
0
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
521
27563
SH
SOLE
27563
0
0
APPLE INC
COM
037833100
1511
9802
SH
SOLE
9802
0
0
APPLIED MATLS INC
COM
038222105
4404
84548
SH
SOLE
84548
0
0
APTARGROUP INC
COM
038336103
403
4665
SH
SOLE
4665
0
0
AQUA AMERICA INC
COM
03836W103
4469
134661
SH
SOLE
134661
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
505
11873
SH
SOLE
11873
0
0
ARCONIC INC
COM
03965L100
388
15590
SH
SOLE
15590
0
0
ARGO GROUP INTL HLDGS LTD
COM
G0464B107
477
7761
SH
SOLE
7761
0
0
ARMSTRONG FLOORING INC
COM
04238R106
205
13045
SH
SOLE
13045
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
367
7163
SH
SOLE
7163
0
0
ARRIS INTL INC
SHS
G0551A103
266
9336
SH
SOLE
9336
0
0
ARROW ELECTRS INC
COM
042735100
3732
46409
SH
SOLE
46409
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
409
6248
SH
SOLE
6248
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
1317
32601
SH
SOLE
32601
0
0
ASPEN TECHNOLOGY INC
COM
045327103
371
5907
SH
SOLE
5907
0
0
ASSOCIATED BANC CORP
COM
045487105
587
24220
SH
SOLE
24220
0
0
ASSURANT INC
COM
04621X108
1251
13094
SH
SOLE
13094
0
0
ASSURED GUARANTY LTD
COM
G0585R106
2048
54245
SH
SOLE
54245
0
0
ATHENAHEALTH INC
COM
04685W103
258
2078
SH
SOLE
2078
0
0
ATHENE HLDG LTD
CL A
G0684D107
317
5885
SH
SOLE
5885
0
0
ATLANTIC PWR CORP
COM NEW
04878Q863
2450
1000004
SH
SOLE
1000004
0
0
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW
049164205
1464
22246
SH
SOLE
22246
0
0
ATMOS ENERGY CORP
COM
049560105
912
10875
SH
SOLE
10875
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
3226
50000
SH
Call
SOLE
50000
0
0
AUTODESK INC
COM
052769106
494
4403
SH
SOLE
4403
0
0
AUTOHOME INC
SP ADR RP CL A
05278C107
889
14790
SH
SOLE
14790
0
0
AUTONATION INC
COM
05329W102
226
4771
SH
SOLE
4771
0
0
AUTOZONE INC
COM
053332102
773
1299
SH
SOLE
1299
0
0
AVALONBAY CMNTYS INC
COM
053484101
633
3547
SH
SOLE
3547
0
0
AVANGRID INC
COM
05351W103
1074
22657
SH
SOLE
22657
0
0
AVERY DENNISON CORP
COM
053611109
406
4129
SH
SOLE
4129
0
0
AVIS BUDGET GROUP
COM
053774105
1364
35850
SH
SOLE
35850
0
0
AVNET INC
COM
053807103
553
14073
SH
SOLE
14073
0
0
AVON PRODS INC
COM
054303102
135
57945
SH
SOLE
57945
0
0
AXALTA COATING SYS LTD
COM
G0750C108
819
28333
SH
SOLE
28333
0
0
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
771
13458
SH
SOLE
13458
0
0
AXON ENTERPRISE INC
COM
05464C101
294
12957
SH
SOLE
12957
0
0
BAIDU INC
SPON ADR REP A
056752108
295
1190
SH
SOLE
1190
0
0
BAKER HUGHES A GE CO
CL A
05722G100
449
12271
SH
SOLE
12271
0
0
BANCO BILBAO VIZCAYA ARGENTA
SPONSORED ADR
05946K101
292
32767
SH
SOLE
32767
0
0
BANCO MACRO SA
SPON ADR B
05961W105
230
1957
SH
SOLE
1957
0
0
BANCO SANTANDER BRASIL S A
ADS REP 1 UNIT
05967A107
123
14029
SH
SOLE
14029
0
0
BANCORPSOUTH INC
COM
059692103
234
7313
SH
SOLE
7313
0
0
BANK AMER CORP
COM
060505104
818
32282
SH
SOLE
32282
0
0
BANK HAWAII CORP
COM
062540109
593
7110
SH
SOLE
7110
0
0
BANK MONTREAL QUE
COM
063671101
286
3773
SH
SOLE
3773
0
0
BANK N S HALIFAX
COM
064149107
562
8743
SH
SOLE
8743
0
0
BANK OF NT BUTTERFIELD&SON L
SHS NEW
G0772R208
313
8548
SH
SOLE
8548
0
0
BANKUNITED INC
COM
06652K103
1116
31383
SH
SOLE
31383
0
0
BARCLAYS PLC
ADR
06738E204
395
38184
SH
SOLE
38184
0
0
BARRICK GOLD CORP
COM
067901108
844
52479
SH
SOLE
52479
0
0
BAXTER INTL INC
COM
071813109
1378
21964
SH
SOLE
21964
0
0
BB&T CORP
COM
054937107
365
7782
SH
SOLE
7782
0
0
BCE INC
COM NEW
05534B760
854
18240
SH
SOLE
18240
0
0
BECTON DICKINSON & CO
COM
075887109
311
1586
SH
SOLE
1586
0
0
BED BATH & BEYOND INC
COM
075896100
638
27194
SH
SOLE
27194
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
983
17348
SH
SOLE
17348
0
0
BGC PARTNERS INC
CL A
05541T101
291
20141
SH
SOLE
20141
0
0
BIG LOTS INC
COM
089302103
328
6123
SH
SOLE
6123
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 0.750%10/1
09061GAE1
4483
4000000
PRN
SOLE
4000000
0
0
BIOMARIN PHARMACEUTICAL INC
NOTE 1.500%10/1
09061GAF8
4808
4000000
PRN
SOLE
4000000
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
956
10272
SH
SOLE
10272
0
0
BIO RAD LABS INC
CL A
090572207
503
2262
SH
SOLE
2262
0
0
BIO TECHNE CORP
COM
09073M104
620
5129
SH
SOLE
5129
0
0
BJS RESTAURANTS INC
COM
09180C106
254
8353
SH
SOLE
8353
0
0
BLACKROCK INC
COM
09247X101
549
1229
SH
SOLE
1229
0
0
BLUE BUFFALO PET PRODS INC
COM
09531U102
434
15302
SH
SOLE
15302
0
0
BMC STK HLDGS INC
COM
05591B109
318
14876
SH
SOLE
14876
0
0
BOEING CO
COM
097023105
1431
5628
SH
SOLE
5628
0
0
BORGWARNER INC
COM
099724106
738
14415
SH
SOLE
14415
0
0
BOSTON PROPERTIES INC
COM
101121101
255
2076
SH
SOLE
2076
0
0
BOTTOMLINE TECH DEL INC
NOTE 1.500%12/0
101388AA4
2141
2000000
PRN
SOLE
2000000
0
0
BOX INC
CL A
10316T104
841
43526
SH
SOLE
43526
0
0
BOYD GAMING CORP
COM
103304101
908
34870
SH
SOLE
34870
0
0
BRADY CORP
CL A
104674106
245
6445
SH
SOLE
6445
0
0
BRINKER INTL INC
COM
109641100
274
8600
SH
SOLE
8600
0
0
BRINKS CO
COM
109696104
518
6144
SH
SOLE
6144
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
742
39489
SH
SOLE
39489
0
0
BROADCOM LTD
SHS
Y09827109
251
1035
SH
SOLE
1035
0
0
BROOKDALE SR LIVING INC
COM
112463104
305
28803
SH
SOLE
28803
0
0
BROOKLINE BANCORP INC DEL
COM
11373M107
216
13940
SH
SOLE
13940
0
0
BROOKS AUTOMATION INC
COM
114340102
229
7550
SH
SOLE
7550
0
0
BRUNSWICK CORP
COM
117043109
334
5976
SH
SOLE
5976
0
0
BUFFALO WILD WINGS INC
COM
119848109
231
2186
SH
SOLE
2186
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
354
19697
SH
SOLE
19697
0
0
BUNGE LIMITED
COM
G16962105
1216
17511
SH
SOLE
17511
0
0
BURLINGTON STORES INC
COM
122017106
1428
14959
SH
SOLE
14959
0
0
BORGWARNER INC
COM
099724106
1281
25000
SH
Call
SOLE
25000
0
0
BWX TECHNOLOGIES INC
COM
05605H100
763
13620
SH
SOLE
13620
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
670
22344
SH
SOLE
22344
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
203
5155
SH
SOLE
5155
0
0
CALAMP CORP
NOTE 1.625% 5/1
128126AB5
3174
2963000
PRN
SOLE
2963000
0
0
CALATLANTIC GROUP INC
COM
128195104
417
11392
SH
SOLE
11392
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
524
3600
SH
Call
SOLE
3600
0
0
CALLAWAY GOLF CO
COM
131193104
151
10446
SH
SOLE
10446
0
0
CALLON PETE CO DEL
COM
13123X102
463
41180
SH
SOLE
41180
0
0
CALPINE CORP
COM NEW
131347304
185
12531
SH
SOLE
12531
0
0
CAMECO CORP
COM
13321L108
318
32835
SH
SOLE
32835
0
0
CDN IMPERIAL BK COMM TORONTO
COM
136069101
429
4897
SH
SOLE
4897
0
0
CANADIAN NATL RY CO
COM
136375102
910
10989
SH
SOLE
10989
0
0
CANADIAN NAT RES LTD
COM
136385101
3753
112064
SH
SOLE
112064
0
0
CANADIAN PAC RY LTD
COM
13645T100
347
2063
SH
SOLE
2063
0
0
CAPITAL ONE FINL CORP
COM
14040H105
970
11455
SH
SOLE
11455
0
0
CARDINAL HEALTH INC
COM
14149Y108
4475
66873
SH
SOLE
66873
0
0
CARDIOVASCULAR SYS INC DEL
COM
141619106
211
7500
SH
SOLE
7500
0
0
CARLISLE COS INC
COM
142339100
761
7584
SH
SOLE
7584
0
0
CARMAX INC
COM
143130102
394
5202
SH
SOLE
5202
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
861
13336
SH
SOLE
13336
0
0
CARRIZO OIL & GAS INC
COM
144577103
788
46000
SH
SOLE
46000
0
0
CATERPILLAR INC DEL
COM
149123101
561
4500
SH
Put
SOLE
4500
0
0
CATERPILLAR INC DEL
COM
149123101
1464
11738
SH
SOLE
11738
0
0
CATO CORP NEW
CL A
149205106
167
12650
SH
SOLE
12650
0
0
CBRE GROUP INC
CL A
12504L109
592
15638
SH
SOLE
15638
0
0
CBS CORP NEW
CL B
124857202
1601
27610
SH
SOLE
27610
0
0
CAMECO CORP
COM
13321L108
484
50000
SH
Put
SOLE
50000
0
0
CDK GLOBAL INC
COM
12508E101
1077
17067
SH
SOLE
17067
0
0
CELANESE CORP DEL
COM SER A
150870103
539
5166
SH
SOLE
5166
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
414
45587
SH
SOLE
45587
0
0
CENOVUS ENERGY INC
COM
15135U109
345
34439
SH
SOLE
34439
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
183
10195
SH
SOLE
10195
0
0
CENTERSTATE BANKS INC
COM
15201P109
218
8118
SH
SOLE
8118
0
0
CENTURY ALUM CO
COM
156431108
258
15574
SH
SOLE
15574
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
409
1125
SH
SOLE
1125
0
0
CHEETAH MOBILE INC
ADR
163075104
310
36911
SH
SOLE
36911
0
0
CHEMOURS CO
COM
163851108
1325
26190
SH
SOLE
26190
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
677
15034
SH
SOLE
15034
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
1585
55000
SH
SOLE
55000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
72
16738
SH
SOLE
16738
0
0
CHILDRENS PL INC
COM
168905107
388
3283
SH
SOLE
3283
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
1396
27597
SH
SOLE
27597
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
392
5176
SH
SOLE
5176
0
0
CHOICE HOTELS INTL INC
COM
169905106
226
3530
SH
SOLE
3530
0
0
CHURCH & DWIGHT INC
COM
171340102
763
15755
SH
SOLE
15755
0
0
COMPANHIA BRASILEIRA DE DIST
SPN ADR PFD CL A
20440T201
328
13872
SH
SOLE
13872
0
0
CIENA CORP
COM NEW
171779309
261
11864
SH
SOLE
11864
0
0
CIGNA CORPORATION
COM
125509109
572
3062
SH
SOLE
3062
0
0
CINCINNATI FINL CORP
COM
172062101
513
6695
SH
SOLE
6695
0
0
CINTAS CORP
COM
172908105
1819
12610
SH
SOLE
12610
0
0
CIRRUS LOGIC INC
COM
172755100
1744
32715
SH
SOLE
32715
0
0
CIT GROUP INC
COM NEW
125581801
331
6743
SH
SOLE
6743
0
0
CITIGROUP INC
COM NEW
172967424
1286
17676
SH
SOLE
17676
0
0
CITRIX SYS INC
COM
177376100
1557
20266
SH
SOLE
20266
0
0
CLOROX CO DEL
COM
189054109
2056
15583
SH
SOLE
15583
0
0
CLOUDERA INC
COM
18914U100
252
15146
SH
SOLE
15146
0
0
CMS ENERGY CORP
COM
125896100
503
10850
SH
SOLE
10850
0
0
COACH INC
COM
189754104
391
9716
SH
SOLE
9716
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
206
4960
SH
SOLE
4960
0
0
COGNEX CORP
COM
192422103
1860
16865
SH
SOLE
16865
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
311
4291
SH
SOLE
4291
0
0
COHERENT INC
COM
192479103
270
1150
SH
SOLE
1150
0
0
ROCKWELL COLLINS INC
COM
774341101
1765
13500
SH
Call
SOLE
13500
0
0
COLFAX CORP
COM
194014106
1290
30975
SH
SOLE
30975
0
0
COLGATE PALMOLIVE CO
COM
194162103
2353
32302
SH
SOLE
32302
0
0
COLONY NORTHSTAR INC
CL A COM
19625W104
153
12188
SH
SOLE
12188
0
0
COLUMBIA ETF TR II
EMRG MARKETS ETF
19762B509
266
9661
SH
SOLE
9661
0
0
COLUMBIA ETF TR II
INDIA CONSMR ETF
19762B707
212
4979
SH
SOLE
4979
0
0
COMCAST CORP NEW
CL A
20030N101
267
6928
SH
SOLE
6928
0
0
COMERICA INC
COM
200340107
1254
16446
SH
SOLE
16446
0
0
COMMERCE BANCSHARES INC
COM
200525103
1027
17784
SH
SOLE
17784
0
0
COMMERCIAL METALS CO
COM
201723103
355
18677
SH
SOLE
18677
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
440
13259
SH
SOLE
13259
0
0
COMMVAULT SYSTEMS INC
COM
204166102
2810
46221
SH
SOLE
46221
0
0
CONAGRA BRANDS INC
COM
205887102
793
23498
SH
SOLE
23498
0
0
CONDUENT INC
COM
206787103
497
31693
SH
SOLE
31693
0
0
CONOCOPHILLIPS
COM
20825C104
1150
22977
SH
SOLE
22977
0
0
CONSOLIDATED EDISON INC
COM
209115104
422
5227
SH
SOLE
5227
0
0
CONSTELLIUM NV
CL A
N22035104
138
13443
SH
SOLE
13443
0
0
CONTINENTAL RESOURCES INC
COM
212015101
1252
32416
SH
SOLE
32416
0
0
CONVERGYS CORP
COM
212485106
220
8516
SH
SOLE
8516
0
0
COOPER COS INC
COM NEW
216648402
1411
5952
SH
SOLE
5952
0
0
COOPER STD HLDGS INC
COM
21676P103
347
2996
SH
SOLE
2996
0
0
COPA HOLDINGS SA
CL A
P31076105
754
6053
SH
SOLE
6053
0
0
COPART INC
COM
217204106
913
26577
SH
SOLE
26577
0
0
CORNERSTONE ONDEMAND INC
NOTE 1.500% 7/0
21925YAB9
2201
2167000
PRN
SOLE
2167000
0
0
CORNING INC
COM
219350105
337
11253
SH
SOLE
11253
0
0
COSTAR GROUP INC
COM
22160N109
354
1319
SH
SOLE
1319
0
0
COTIVITI HLDGS INC
COM
22164K101
350
9734
SH
SOLE
9734
0
0
COTY INC
COM CL A
222070203
352
21279
SH
SOLE
21279
0
0
COUPA SOFTWARE INC
COM
22266L106
383
12310
SH
SOLE
12310
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
507
3347
SH
SOLE
3347
0
0
CREDICORP LTD
COM
G2519Y108
530
2583
SH
SOLE
2583
0
0
CREDIT SUISSE GROUP
SPONSORED ADR
225401108
379
23956
SH
SOLE
23956
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
216
26849
SH
SOLE
26849
0
0
SALESFORCE COM INC
COM
79466L302
841
9000
SH
Put
SOLE
9000
0
0
CROSSAMERICA PARTNERS LP
UT LTD PTN INT
22758A105
382
14000
SH
SOLE
14000
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
627
6275
SH
SOLE
6275
0
0
CROWN HOLDINGS INC
COM
228368106
1422
23819
SH
SOLE
23819
0
0
CSRA INC
COM
12650T104
650
20139
SH
SOLE
20139
0
0
CSX CORP
COM
126408103
247
4560
SH
SOLE
4560
0
0
CTRIP COM INTL LTD
NOTE 1.250%10/1
22943FAD2
5118
3700000
PRN
SOLE
3700000
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
1512
28668
SH
SOLE
28668
0
0
CUBESMART
COM
229663109
400
15400
SH
SOLE
15400
0
0
CUBIC CORP
COM
229669106
217
4249
SH
SOLE
4249
0
0
CULLEN FROST BANKERS INC
COM
229899109
1051
11075
SH
SOLE
11075
0
0
CUMMINS INC
COM
231021106
765
4552
SH
SOLE
4552
0
0
CYRUSONE INC
COM
23283R100
493
8360
SH
SOLE
8360
0
0
CYS INVTS INC
COM
12673A108
199
23009
SH
SOLE
23009
0
0
DANA INCORPORATED
COM
235825205
298
10660
SH
SOLE
10660
0
0
DANAHER CORP DEL
COM
235851102
1853
21601
SH
SOLE
21601
0
0
DARDEN RESTAURANTS INC
COM
237194105
939
11914
SH
SOLE
11914
0
0
DAVITA INC
COM
23918K108
382
6430
SH
SOLE
6430
0
0
DEAN FOODS CO NEW
COM NEW
242370203
120
11037
SH
SOLE
11037
0
0
DECKERS OUTDOOR CORP
COM
243537107
507
7410
SH
SOLE
7410
0
0
DELEK US HLDGS INC NEW
COM
24665A103
484
18100
SH
SOLE
18100
0
0
DELL TECHNOLOGIES INC
COM CL V
24703L103
1370
17746
SH
SOLE
17746
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
2667
27100
SH
SOLE
27100
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
2468
51180
SH
SOLE
51180
0
0
DIAGEO P L C
SPON ADR NEW
25243Q205
471
3565
SH
SOLE
3565
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
379
26172
SH
SOLE
26172
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
215
2198
SH
SOLE
2198
0
0
DIAMONDROCK HOSPITALITY CO
COM
252784301
292
26644
SH
SOLE
26644
0
0
DISCOVER FINL SVCS
COM
254709108
223
3455
SH
SOLE
3455
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
391
18386
SH
SOLE
18386
0
0
DOLLAR TREE INC
COM
256746108
923
10633
SH
SOLE
10633
0
0
DOMINION RES INC VA NEW
COM
25746U109
2319
30145
SH
SOLE
30145
0
0
DOMINION MIDSTREAM PARTNERS
COM UT REP LTD
257454108
640
20000
SH
SOLE
20000
0
0
DONALDSON INC
COM
257651109
1228
26720
SH
SOLE
26720
0
0
DOUGLAS EMMETT INC
COM
25960P109
338
8585
SH
SOLE
8585
0
0
DOVER CORP
COM
260003108
1195
13072
SH
SOLE
13072
0
0
DOWDUPONT INC
COM
26078J100
1731
25000
SH
SOLE
25000
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
630
7125
SH
SOLE
7125
0
0
DTE ENERGY CO
COM
233331107
699
6512
SH
SOLE
6512
0
0
DUKE REALTY CORP
COM NEW
264411505
1153
40005
SH
SOLE
40005
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
290
2490
SH
SOLE
2490
0
0
DAVITA INC
COM
23918K108
1188
20000
SH
Put
SOLE
20000
0
0
DYCOM INDS INC
COM
267475101
2953
34382
SH
SOLE
34382
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
1050
24082
SH
SOLE
24082
0
0
EAST WEST BANCORP INC
COM
27579R104
698
11684
SH
SOLE
11684
0
0
EATON VANCE CORP
COM NON VTG
278265103
1031
20881
SH
SOLE
20881
0
0
EBAY INC
COM
278642103
289
7527
SH
SOLE
7527
0
0
ECHOSTAR CORP
CL A
278768106
380
6640
SH
SOLE
6640
0
0
ECOLAB INC
COM
278865100
1282
9965
SH
SOLE
9965
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
914
12557
SH
SOLE
12557
0
0
EDISON INTL
COM
281020107
3169
41060
SH
SOLE
41060
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
1522
13927
SH
SOLE
13927
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
9648
215300
SH
Put
SOLE
215300
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
1273
28400
SH
Call
SOLE
28400
0
0
ELECTRONIC ARTS INC
COM
285512109
1168
9894
SH
SOLE
9894
0
0
ELEVATE CREDIT INC
COM
28621V101
67
10934
SH
SOLE
10934
0
0
LILLY ELI & CO
COM
532457108
208
2433
SH
SOLE
2433
0
0
EMCOR GROUP INC
COM
29084Q100
272
3924
SH
SOLE
3924
0
0
EMPIRE ST RLTY TR INC
CL A
292104106
705
34344
SH
SOLE
34344
0
0
ENEL AMERICAS S A
SPONSORED ADR
29274F104
341
33374
SH
SOLE
33374
0
0
ENERGEN CORP
COM
29265N108
4050
74069
SH
SOLE
74069
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
431
6291
SH
SOLE
6291
0
0
ENERGY TRANSFER EQUITY L P
COM UT LTD PTN
29273V100
1477
85000
SH
SOLE
85000
0
0
GLOBAL EAGLE ENTMT INC
COM
37951D102
325
95000
SH
Put
SOLE
95000
0
0
ENTERGY CORP NEW
COM
29364G103
5721
74925
SH
SOLE
74925
0
0
ENVESTNET INC
NOTE 1.750%12/1
29404KAA4
9911
9400000
PRN
SOLE
9400000
0
0
ENVISION HEALTHCARE CORP
COM
29414D100
549
12205
SH
SOLE
12205
0
0
EP ENERGY CORP
CL A
268785102
93
28485
SH
SOLE
28485
0
0
EPR PPTYS
COM SH BEN INT
26884U109
689
9882
SH
SOLE
9882
0
0
EQT CORP
COM
26884L109
4329
66355
SH
SOLE
66355
0
0
EQUIFAX INC
COM
294429105
638
6020
SH
SOLE
6020
0
0
EQUINIX INC
COM PAR $0.001
29444U700
911
2042
SH
SOLE
2042
0
0
EQUITY COMWLTH
COM SH BEN INT
294628102
277
9105
SH
SOLE
9105
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
545
6400
SH
SOLE
6400
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
246
3729
SH
SOLE
3729
0
0
ESSENT GROUP LTD
COM
G3198U102
697
17219
SH
SOLE
17219
0
0
LAUDER ESTEE COS INC
CL A
518439104
1353
12547
SH
SOLE
12547
0
0
ESTERLINE TECHNOLOGIES CORP
COM
297425100
344
3817
SH
SOLE
3817
0
0
EURONET WORLDWIDE INC
COM
298736109
507
5352
SH
SOLE
5352
0
0
EVERCORE PARTNERS INC
CLASS A
29977A105
336
4182
SH
SOLE
4182
0
0
EVEREST RE GROUP LTD
COM
G3223R108
319
1395
SH
SOLE
1395
0
0
EVERSOURCE ENERGY
COM
30040W108
405
6702
SH
SOLE
6702
0
0
EVERTEC INC
COM
30040P103
597
37657
SH
SOLE
37657
0
0
EXELIXIS INC
COM
30161Q104
500
20628
SH
SOLE
20628
0
0
EXELON CORP
COM
30161N101
10947
290595
SH
SOLE
290595
0
0
EXPEDIA INC DEL
COM NEW
30212P303
576
4000
SH
Call
SOLE
4000
0
0
EXPEDIA INC DEL
COM NEW
30212P303
839
5830
SH
SOLE
5830
0
0
EXPEDITORS INTL WASH INC
COM
302130109
477
7966
SH
SOLE
7966
0
0
EXPRESS INC
COM
30219E103
520
76936
SH
SOLE
76936
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
975
15393
SH
SOLE
15393
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
494
24719
SH
SOLE
24719
0
0
EXTREME NETWORKS INC
COM
30226D106
352
29594
SH
SOLE
29594
0
0
EXXON MOBIL CORP
COM
30231G102
340
4147
SH
SOLE
4147
0
0
EZCORP INC
CL A NON VTG
302301106
110
11566
SH
SOLE
11566
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
1796
150000
SH
Put
SOLE
150000
0
0
F5 NETWORKS INC
COM
315616102
450
3735
SH
SOLE
3735
0
0
FABRINET
SHS
G3323L100
564
15222
SH
SOLE
15222
0
0
FACTSET RESH SYS INC
COM
303075105
778
4322
SH
SOLE
4322
0
0
FASTENAL CO
COM
311900104
589
12915
SH
SOLE
12915
0
0
FEDEX CORP
COM
31428X106
1591
7053
SH
SOLE
7053
0
0
FERRARI N V
COM
N3167Y103
575
5208
SH
SOLE
5208
0
0
FERROGLOBE PLC
SHS
G33856108
770
58504
SH
SOLE
58504
0
0
FIBRIA CELULOSE S A
SP ADR REP COM
31573A109
411
30361
SH
SOLE
30361
0
0
FIBROGEN INC
COM
31572Q808
202
3751
SH
SOLE
3751
0
0
FIFTH THIRD BANCORP
COM
316773100
466
16643
SH
SOLE
16643
0
0
FINANCIAL ENGINES INC
COM
317485100
531
15293
SH
SOLE
15293
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
850
32852
SH
SOLE
32852
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
567
31444
SH
SOLE
31444
0
0
FIRST FINL BANCORP OH
COM
320209109
334
12756
SH
SOLE
12756
0
0
FIRST HAWAIIAN INC
COM
32051X108
279
9205
SH
SOLE
9205
0
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
635
21107
SH
SOLE
21107
0
0
FIRST INTST BANCSYSTEM INC
COM CL A
32055Y201
629
16445
SH
SOLE
16445
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
372
15872
SH
SOLE
15872
0
0
FIRST TR EXCH TRD ALPHA FD I
EM SML CP ALPH
33737J307
201
4864
SH
SOLE
4864
0
0
FIRSTCASH INC
COM
33767D105
244
3870
SH
SOLE
3870
0
0
FIRSTENERGY CORP
COM
337932107
5889
191012
SH
SOLE
191012
0
0
FLEX LTD
ORD
Y2573F102
411
24801
SH
SOLE
24801
0
0
FLIR SYS INC
COM
302445101
570
14641
SH
SOLE
14641
0
0
FLOTEK INDS INC DEL
COM
343389102
311
66785
SH
SOLE
66785
0
0
FLUOR CORP NEW
COM
343412102
426
10111
SH
SOLE
10111
0
0
F M C CORP
COM NEW
302491303
770
8625
SH
SOLE
8625
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
326
6865
SH
SOLE
6865
0
0
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS
344419106
698
7303
SH
SOLE
7303
0
0
FOOT LOCKER INC
COM
344849104
506
14361
SH
SOLE
14361
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
1537
128433
SH
SOLE
128433
0
0
FOREST CITY RLTY TR INC
COM CL A
345605109
618
24231
SH
SOLE
24231
0
0
FORMFACTOR INC
COM
346375108
255
15106
SH
SOLE
15106
0
0
FORTINET INC
COM
34959E109
3421
95449
SH
SOLE
95449
0
0
FORTUNA SILVER MINES INC
COM
349915108
158
36130
SH
SOLE
36130
0
0
FORUM ENERGY TECHNOLOGIES IN
COM
34984V100
227
14253
SH
SOLE
14253
0
0
FRANKLIN RES INC
COM
354613101
1220
27412
SH
SOLE
27412
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
569
40538
SH
SOLE
40538
0
0
FRESH DEL MONTE PRODUCE INC
ORD
G36738105
286
6301
SH
SOLE
6301
0
0
FULTON FINL CORP PA
COM
360271100
533
28401
SH
SOLE
28401
0
0
GAMESTOP CORP NEW
CL A
36467W109
456
22083
SH
SOLE
22083
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
1299
35220
SH
SOLE
35220
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
243
7915
SH
SOLE
7915
0
0
GENERAL ELECTRIC CO
COM
369604103
2418
100000
SH
Put
SOLE
100000
0
0
GENERAC HLDGS INC
COM
368736104
368
8020
SH
SOLE
8020
0
0
GENERAL ELECTRIC CO
COM
369604103
984
40709
SH
SOLE
40709
0
0
GENERAL MLS INC
COM
370334104
324
6268
SH
SOLE
6268
0
0
GENERAL MTRS CO
*W EXP 07/10/201
37045V126
13381
597101
SH
SOLE
597101
0
0
GERDAU S A
SPON ADR REP PFD
373737105
173
50331
SH
SOLE
50331
0
0
GGP INC
COM
36174X101
203
9769
SH
SOLE
9769
0
0
GIBRALTAR INDS INC
COM
374689107
223
7150
SH
SOLE
7150
0
0
GIGAMON INC
COM
37518B102
361
8572
SH
SOLE
8572
0
0
GILEAD SCIENCES INC
COM
375558103
619
7644
SH
SOLE
7644
0
0
GLOBAL EAGLE ENTMT INC
NOTE 2.750% 2/1
37951DAB8
1280
2000000
PRN
SOLE
2000000
0
0
GLOBAL PMTS INC
COM
37940X102
908
9552
SH
SOLE
9552
0
0
GLOBAL X FDS
MSCI GREECE ETF
37950E366
315
33249
SH
SOLE
33249
0
0
GODADDY INC
CL A
380237107
1382
31771
SH
SOLE
31771
0
0
GOLDCORP INC NEW
COM
380956409
224
17296
SH
SOLE
17296
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
315
9475
SH
SOLE
9475
0
0
GOPRO INC
CL A
38268T103
398
36130
SH
SOLE
36130
0
0
GRAMERCY PPTY TR
COM NEW
385002308
485
16045
SH
SOLE
16045
0
0
GRANITE CONSTR INC
COM
387328107
552
9521
SH
SOLE
9521
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
1827
130951
SH
SOLE
130951
0
0
GREAT PLAINS ENERGY INC
COM
391164100
8267
272843
SH
SOLE
272843
0
0
GRUPO FINANCIERO SANTANDER M
SPON ADR SHS B
40053C105
739
73243
SH
SOLE
73243
0
0
GRUPO FINANCIERO GALICIA S A
SP ADR 10 SH B
399909100
427
8290
SH
SOLE
8290
0
0
GASTAR EXPL INC NEW
COM
36729W202
49
56100
SH
Call
SOLE
56100
0
0
GUESS INC
COM
401617105
568
33324
SH
SOLE
33324
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CHN SML CAP
18383Q853
325
11015
SH
SOLE
11015
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CHN TECH
18383Q135
215
3765
SH
SOLE
3765
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGGENHEIM SOLAR
18383Q739
355
16407
SH
SOLE
16407
0
0
GUIDEWIRE SOFTWARE INC
COM
40171V100
394
5064
SH
SOLE
5064
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
454
31677
SH
SOLE
31677
0
0
BLOCK H & R INC
COM
093671105
308
11630
SH
SOLE
11630
0
0
HAEMONETICS CORP
COM
405024100
257
5738
SH
SOLE
5738
0
0
HANCOCK HLDG CO
COM
410120109
337
6960
SH
SOLE
6960
0
0
HANOVER INS GROUP INC
COM
410867105
739
7622
SH
SOLE
7622
0
0
HARSCO CORP
COM
415864107
243
11621
SH
SOLE
11621
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
248
4474
SH
SOLE
4474
0
0
HASBRO INC
COM
418056107
337
3454
SH
SOLE
3454
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
346
9207
SH
SOLE
9207
0
0
HCI GROUP INC
COM
40416E103
274
7172
SH
SOLE
7172
0
0
HCP INC
COM
40414L109
1602
57549
SH
SOLE
57549
0
0
HD SUPPLY HLDGS INC
COM
40416M105
254
7030
SH
SOLE
7030
0
0
HDFC BANK LTD
ADR REPS 3 SHS
40415F101
506
5253
SH
SOLE
5253
0
0
HEALTHCARE TR AMER INC
CL A NEW
42225P501
599
20092
SH
SOLE
20092
0
0
HEALTHSOUTH CORP
COM NEW
421924309
240
5179
SH
SOLE
5179
0
0
HEARTLAND EXPRESS INC
COM
422347104
229
9119
SH
SOLE
9119
0
0
HEICO CORP NEW
COM
422806109
214
2378
SH
SOLE
2378
0
0
HEICO CORP NEW
CL A
422806208
680
8927
SH
SOLE
8927
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
341
46097
SH
SOLE
46097
0
0
SCHEIN HENRY INC
COM
806407102
439
5349
SH
SOLE
5349
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
8527
8500000
PRN
SOLE
8500000
0
0
MILLER HERMAN INC
COM
600544100
888
24744
SH
SOLE
24744
0
0
HERSHA HOSPITALITY TR
PR SHS BEN INT
427825500
569
30496
SH
SOLE
30496
0
0
HESKA CORP
COM RESTRC NEW
42805E306
294
3341
SH
SOLE
3341
0
0
HESS CORP
COM
42809H107
1170
24955
SH
SOLE
24955
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
3972
270010
SH
SOLE
270010
0
0
HIGHWOODS PPTYS INC
COM
431284108
852
16358
SH
SOLE
16358
0
0
HILLENBRAND INC
COM
431571108
386
9934
SH
SOLE
9934
0
0
HILL ROM HLDGS INC
COM
431475102
475
6416
SH
SOLE
6416
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
2713
40000
SH
Put
SOLE
40000
0
0
HNI CORP
COM
404251100
416
10028
SH
SOLE
10028
0
0
HOLLYFRONTIER CORP
COM
436106108
599
16663
SH
SOLE
16663
0
0
HOLOGIC INC
COM
436440101
1213
33053
SH
SOLE
33053
0
0
HONDA MOTOR LTD
AMERN SHS
438128308
344
11631
SH
SOLE
11631
0
0
HONEYWELL INTL INC
COM
438516106
2193
15475
SH
SOLE
15475
0
0
HOPE BANCORP INC
COM
43940T109
436
24620
SH
SOLE
24620
0
0
HORMEL FOODS CORP
COM
440452100
1271
39557
SH
SOLE
39557
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
220
7731
SH
SOLE
7731
0
0
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
263
21847
SH
SOLE
21847
0
0
HP INC
COM
40434L105
2245
112490
SH
SOLE
112490
0
0
HRG GROUP INC
COM
40434J100
220
14072
SH
SOLE
14072
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
209
4224
SH
SOLE
4224
0
0
HUB GROUP INC
CL A
443320106
260
6047
SH
SOLE
6047
0
0
HUBBELL INC
COM
443510607
389
3349
SH
SOLE
3349
0
0
HUDSON PAC PPTYS INC
COM
444097109
349
10421
SH
SOLE
10421
0
0
HUMANA INC
COM
444859102
1221
5011
SH
SOLE
5011
0
0
HUNT J B TRANS SVCS INC
COM
445658107
833
7503
SH
SOLE
7503
0
0
HYATT HOTELS CORP
COM CL A
448579102
332
5378
SH
SOLE
5378
0
0
IAC INTERACTIVECORP
COM
44919P508
864
7350
SH
SOLE
7350
0
0
ICHOR HOLDINGS
SHS
G4740B105
228
8499
SH
SOLE
8499
0
0
ICONIX BRAND GROUP INC
NOTE 1.500% 3/1
451055AF4
1493
1500000
PRN
SOLE
1500000
0
0
IDEX CORP
COM
45167R104
271
2227
SH
SOLE
2227
0
0
IDEXX LABS INC
COM
45168D104
1143
7349
SH
SOLE
7349
0
0
IHS MARKIT LTD
SHS
G47567105
228
5176
SH
SOLE
5176
0
0
ILG INC
COM
44967H101
295
11030
SH
SOLE
11030
0
0
IMPAX LABORATORIES INC
COM
45256B101
406
20014
SH
SOLE
20014
0
0
IMPAX LABORATORIES INC
NOTE 2.000% 6/1
45256BAE1
2711
3000000
PRN
SOLE
3000000
0
0
IMPERVA INC
COM
45321L100
347
7999
SH
SOLE
7999
0
0
INC RESH HLDGS INC
CL A
45329R109
386
7371
SH
SOLE
7371
0
0
INDEPENDENCE RLTY TR INC
COM
45378A106
112
11012
SH
SOLE
11012
0
0
INDEPENDENT BANK CORP MASS
COM
453836108
310
4152
SH
SOLE
4152
0
0
INDEPENDENT BK GROUP INC
COM
45384B106
244
4045
SH
SOLE
4045
0
0
INFINERA CORPORATION
DBCV 1.750% 6/0
45667GAB9
2054
2000000
PRN
SOLE
2000000
0
0
INFOSYS LTD
SPONSORED ADR
456788108
874
59926
SH
SOLE
59926
0
0
INGERSOLL-RAND PLC
SHS
G47791101
870
9754
SH
SOLE
9754
0
0
INGEVITY CORP
COM
45688C107
563
9019
SH
SOLE
9019
0
0
INGREDION INC
COM
457187102
1432
11873
SH
SOLE
11873
0
0
INNOPHOS HOLDINGS INC
COM
45774N108
205
4160
SH
SOLE
4160
0
0
INOGEN INC
COM
45780L104
270
2841
SH
SOLE
2841
0
0
INPHI CORP
COM
45772F107
1401
35300
SH
SOLE
35300
0
0
INSTRUCTURE INC
COM
45781U103
287
8647
SH
SOLE
8647
0
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
2527
3250000
PRN
SOLE
3250000
0
0
INTERDIGITAL INC
COM
45867G101
475
6439
SH
SOLE
6439
0
0
INTERNATIONAL GAME TECHNOLOG
SHS USD
G4863A108
353
14371
SH
SOLE
14371
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
542
26052
SH
SOLE
26052
0
0
INTERXION HOLDING N.V
SHS
N47279109
291
5722
SH
SOLE
5722
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
1316
9070
SH
SOLE
9070
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
475
3325
SH
SOLE
3325
0
0
INTUIT
COM
461202103
1253
8813
SH
SOLE
8813
0
0
INVESCO LTD
SHS
G491BT108
924
26363
SH
SOLE
26363
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
214
12495
SH
SOLE
12495
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
393
28790
SH
SOLE
28790
0
0
INVITATION HOMES INC
COM
46187W107
979
43235
SH
SOLE
43235
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
252
4970
SH
SOLE
4970
0
0
INTL PAPER CO
COM
460146103
852
15000
SH
Put
SOLE
15000
0
0
IPG PHOTONICS CORP
COM
44980X109
597
3227
SH
SOLE
3227
0
0
IROBOT CORP
COM
462726100
398
5171
SH
SOLE
5171
0
0
ISHARES TR
CORE MSCI EURO
46434V738
13182
265348
SH
SOLE
265348
0
0
ISHARES TR
CORE S&P500 ETF
464287200
982
3882
SH
SOLE
3882
0
0
ISHARES TR
CORE S&P MCP ETF
464287507
302
1687
SH
SOLE
1687
0
0
ISHARES
INDIA 50 ETF
464289529
11691
342655
SH
SOLE
342655
0
0
ISHARES TR
MSCI EAFE ETF
464287465
292
4270
SH
SOLE
4270
0
0
ISHARES INC
MSCI GBL ETF NEW
46434G848
218
7034
SH
SOLE
7034
0
0
ISHARES
MSCI HONG KG ETF
464286871
268
10842
SH
SOLE
10842
0
0
ISHARES TR
MSCI INDIA ETF
46429B598
538
16376
SH
SOLE
16376
0
0
ISHARES
MSCI STH KOR ETF
464286772
296
4286
SH
SOLE
4286
0
0
ISHARES INC
MSCI TAIWAN ETF
46434G772
558
15444
SH
SOLE
15444
0
0
ISHARES TR
RUS 1000 ETF
464287622
383
2741
SH
SOLE
2741
0
0
ISHARES TR
RUS 1000 GRW ETF
464287614
214
1715
SH
SOLE
1715
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
978
6601
SH
SOLE
6601
0
0
ISHARES TR
RUS 2000 VAL ETF
464287630
1033
8320
SH
SOLE
8320
0
0
ISHARES TR
RUS MDCP VAL ETF
464287473
286
3363
SH
SOLE
3363
0
0
ISHARES TR
U.S. TELECOM ETF
464287713
281
9256
SH
SOLE
9256
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
10799
10200000
PRN
SOLE
10200000
0
0
ITAU UNIBANCO HLDG SA
SPON ADR REP PFD
465562106
171
12504
SH
SOLE
12504
0
0
ITT INC
COM
45073V108
595
13450
SH
SOLE
13450
0
0
PENNEY J C INC
COM
708160106
210
55175
SH
SOLE
55175
0
0
J2 GLOBAL INC
COM
48123V102
425
5750
SH
SOLE
5750
0
0
JABIL CIRCUIT INC
COM
466313103
1399
48989
SH
SOLE
48989
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
3252
55809
SH
SOLE
55809
0
0
JAZZ US HLDGS INC
NOTE 8.000%12/3
47216EAA8
4670
1500000
PRN
SOLE
1500000
0
0
JBG SMITH PPTYS
COM
46590V100
292
8544
SH
SOLE
8544
0
0
JD COM INC
SPON ADR CL A
47215P106
1039
27190
SH
SOLE
27190
0
0
JELD-WEN HLDG INC
COM
47580P103
267
7520
SH
SOLE
7520
0
0
JETBLUE AIRWAYS CORP
COM
477143101
803
43309
SH
SOLE
43309
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
332
13307
SH
SOLE
13307
0
0
SMUCKER J M CO
COM NEW
832696405
767
7306
SH
SOLE
7306
0
0
JOHNSON & JOHNSON
COM
478160104
3561
27388
SH
SOLE
27388
0
0
JONES LANG LASALLE INC
COM
48020Q107
599
4852
SH
SOLE
4852
0
0
JPMORGAN CHASE & CO
COM
46625H100
1658
17359
SH
SOLE
17359
0
0
JUNIPER NETWORKS INC
COM
48203R104
1117
40153
SH
SOLE
40153
0
0
K2M GROUP HLDGS INC
NOTE 4.125% 8/1
48273JAB3
3088
2500000
PRN
SOLE
2500000
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
941
8662
SH
SOLE
8662
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
1013
47115
SH
SOLE
47115
0
0
KAR AUCTION SVCS INC
COM
48238T109
625
13102
SH
SOLE
13102
0
0
KB HOME
COM
48666K109
2485
103009
SH
SOLE
103009
0
0
KB HOME
COM
48666K109
1085
45000
SH
Call
SOLE
45000
0
0
KBR INC
COM
48242W106
867
48484
SH
SOLE
48484
0
0
KELLOGG CO
COM
487836108
1570
25169
SH
SOLE
25169
0
0
KEMET CORP
COM NEW
488360207
688
32564
SH
SOLE
32564
0
0
KEYCORP NEW
COM
493267108
443
23560
SH
SOLE
23560
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
950
22804
SH
SOLE
22804
0
0
KEYW HLDG CORP
COM
493723100
381
50000
SH
Put
SOLE
50000
0
0
KIMBERLY CLARK CORP
COM
494368103
678
5761
SH
SOLE
5761
0
0
KIMCO RLTY CORP
COM
49446R109
894
45708
SH
SOLE
45708
0
0
KINDRED HEALTHCARE INC
COM
494580103
70
10248
SH
SOLE
10248
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
200
47167
SH
SOLE
47167
0
0
KIRBY CORP
COM
497266106
212
3214
SH
SOLE
3214
0
0
KITE PHARMA INC
COM
49803L109
714
3969
SH
SOLE
3969
0
0
KITE RLTY GROUP TR
COM NEW
49803T300
333
16445
SH
SOLE
16445
0
0
KITE PHARMA INC
COM
49803L109
50185
279100
SH
Call
SOLE
279100
0
0
KLA-TENCOR CORP
COM
482480100
463
4367
SH
SOLE
4367
0
0
KIMBERLY CLARK CORP
COM
494368103
412
3500
SH
Put
SOLE
3500
0
0
KIMBERLY CLARK CORP
COM
494368103
1942
16500
SH
Call
SOLE
16500
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
1128
27139
SH
SOLE
27139
0
0
KONINKLIJKE PHILIPS N V
NY REG SH NEW
500472303
644
15620
SH
SOLE
15620
0
0
KORN FERRY INTL
COM NEW
500643200
687
17424
SH
SOLE
17424
0
0
KRAFT HEINZ CO
COM
500754106
1625
20952
SH
SOLE
20952
0
0
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
453
34601
SH
SOLE
34601
0
0
KROGER CO
COM
501044101
4070
202869
SH
SOLE
202869
0
0
KT CORP
SPONSORED ADR
48268K101
1198
86389
SH
SOLE
86389
0
0
L3 TECHNOLOGIES INC
COM
502413107
223
1185
SH
SOLE
1185
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
2056
13620
SH
SOLE
13620
0
0
LAM RESEARCH CORP
COM
512807108
501
2707
SH
SOLE
2707
0
0
LAMB WESTON HLDGS INC
COM
513272104
386
8231
SH
SOLE
8231
0
0
LANCASTER COLONY CORP
COM
513847103
831
6921
SH
SOLE
6921
0
0
LANDSTAR SYS INC
COM
515098101
900
9028
SH
SOLE
9028
0
0
LAREDO PETROLEUM INC
COM
516806106
394
30488
SH
SOLE
30488
0
0
LAS VEGAS SANDS CORP
COM
517834107
1299
20254
SH
SOLE
20254
0
0
LASALLE HOTEL PPTYS
COM SH BEN INT
517942108
395
13621
SH
SOLE
13621
0
0
LAUREATE EDUCATION INC
CL A
518613203
251
17218
SH
SOLE
17218
0
0
LEAR CORP
COM NEW
521865204
1731
10000
SH
Call
SOLE
10000
0
0
LEAR CORP
COM NEW
521865204
1735
10025
SH
SOLE
10025
0
0
LEGG MASON INC
COM
524901105
268
6807
SH
SOLE
6807
0
0
LEGGETT & PLATT INC
COM
524660107
2253
47208
SH
SOLE
47208
0
0
LEIDOS HLDGS INC
COM
525327102
292
4923
SH
SOLE
4923
0
0
LENNAR CORP
CL A
526057104
844
15985
SH
SOLE
15985
0
0
LEUCADIA NATL CORP
COM
527288104
1042
41287
SH
SOLE
41287
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
748
14033
SH
SOLE
14033
0
0
LEXINGTON REALTY TRUST
COM
529043101
157
15401
SH
SOLE
15401
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
254
7781
SH
SOLE
7781
0
0
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
411
12129
SH
SOLE
12129
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
1073
26129
SH
SOLE
26129
0
0
LIFEPOINT HEALTH INC
COM
53219L109
560
9680
SH
SOLE
9680
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
989
10789
SH
SOLE
10789
0
0
LINCOLN NATL CORP IND
COM
534187109
788
10720
SH
SOLE
10720
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
832
19109
SH
SOLE
19109
0
0
LKQ CORP
COM
501889208
744
20665
SH
SOLE
20665
0
0
LLOYDS BANKING GROUP PLC
SPONSORED ADR
539439109
57
15476
SH
SOLE
15476
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
676
15000
SH
Call
SOLE
15000
0
0
LOEWS CORP
COM
540424108
314
6551
SH
SOLE
6551
0
0
LOGMEIN INC
COM
54142L109
815
7409
SH
SOLE
7409
0
0
LOMBARD MED INC
COM
G55598109
8
19129
SH
SOLE
19129
0
0
LOUISIANA PAC CORP
COM
546347105
922
34045
SH
SOLE
34045
0
0
LOWES COS INC
COM
548661107
1488
18615
SH
SOLE
18615
0
0
LPL FINL HLDGS INC
COM
50212V100
436
8463
SH
SOLE
8463
0
0
LSC COMMUNICATIONS INC
COM
50218P107
199
12049
SH
SOLE
12049
0
0
LTC PPTYS INC
COM
502175102
244
5185
SH
SOLE
5185
0
0
LULULEMON ATHLETICA INC
COM
550021109
1391
22338
SH
SOLE
22338
0
0
LUMENTUM HLDGS INC
COM
55024U109
320
5888
SH
SOLE
5888
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1307
30000
SH
Call
SOLE
30000
0
0
MACERICH CO
COM
554382101
211
3839
SH
SOLE
3839
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
207
2872
SH
SOLE
2872
0
0
MADISON SQUARE GARDEN CO NEW
CL A
55825T103
514
2400
SH
SOLE
2400
0
0
MAG SILVER CORP
COM
55903Q104
137
12200
SH
SOLE
12200
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
260
6949
SH
SOLE
6949
0
0
MANHATTAN ASSOCS INC
COM
562750109
325
7825
SH
SOLE
7825
0
0
MANITOWOC INC
COM
563571108
203
22508
SH
SOLE
22508
0
0
MANPOWERGROUP INC
COM
56418H100
1202
10203
SH
SOLE
10203
0
0
MANULIFE FINL CORP
COM
56501R106
1211
59690
SH
SOLE
59690
0
0
MARATHON OIL CORP
COM
565849106
594
43797
SH
SOLE
43797
0
0
MARATHON PETE CORP
COM
56585A102
6040
107708
SH
SOLE
107708
0
0
MARKETAXESS HLDGS INC
COM
57060D108
236
1280
SH
SOLE
1280
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
2423
11747
SH
SOLE
11747
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
473
26424
SH
SOLE
26424
0
0
MASCO CORP
COM
574599106
1017
26077
SH
SOLE
26077
0
0
MASONITE INTL CORP NEW
COM
575385109
362
5229
SH
SOLE
5229
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
402
8434
SH
SOLE
8434
0
0
MAXIMUS INC
COM
577933104
244
3776
SH
SOLE
3776
0
0
MCDONALDS CORP
COM
580135101
2046
13061
SH
SOLE
13061
0
0
MCEWEN MNG INC
COM
58039P107
1950
1000000
SH
SOLE
1000000
0
0
MCKESSON CORP
COM
58155Q103
1046
6808
SH
SOLE
6808
0
0
MOODYS CORP
COM
615369105
418
3000
SH
Put
SOLE
3000
0
0
M D C HLDGS INC
COM
552676108
805
24253
SH
SOLE
24253
0
0
MDU RES GROUP INC
COM
552690109
285
10965
SH
SOLE
10965
0
0
MEDNAX INC
COM
58502B106
626
14514
SH
SOLE
14514
0
0
MEDTRONIC PLC
SHS
G5960L103
3398
43691
SH
SOLE
43691
0
0
MELCO CROWN ENTMT LTD
ADR
585464100
307
12730
SH
SOLE
12730
0
0
MERCADOLIBRE INC
COM
58733R102
809
3124
SH
SOLE
3124
0
0
MERCK & CO INC
COM
58933Y105
1786
27891
SH
SOLE
27891
0
0
MERCURY GENL CORP NEW
COM
589400100
654
11537
SH
SOLE
11537
0
0
MERIT MED SYS INC
COM
589889104
207
4888
SH
SOLE
4888
0
0
MERITOR INC
COM
59001K100
621
23888
SH
SOLE
23888
0
0
METHANEX CORP
COM
59151K108
309
6146
SH
SOLE
6146
0
0
METHODE ELECTRS INC
COM
591520200
412
9731
SH
SOLE
9731
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
424
677
SH
SOLE
677
0
0
MAGNA INTL INC
COM
559222401
1335
25000
SH
Put
SOLE
25000
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
530
11083
SH
SOLE
11083
0
0
MICHAELS COS INC
COM
59408Q106
664
30918
SH
SOLE
30918
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
372
4148
SH
SOLE
4148
0
0
MICROSEMI CORP
COM
595137100
364
7069
SH
SOLE
7069
0
0
MICROSOFT CORP
COM
594918104
708
9504
SH
SOLE
9504
0
0
MIDDLEBY CORP
COM
596278101
324
2530
SH
SOLE
2530
0
0
MILACRON HLDGS CORP
COM
59870L106
373
22113
SH
SOLE
22113
0
0
MIMEDX GROUP INC
COM
602496101
470
39549
SH
SOLE
39549
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
2842
40000
SH
Put
SOLE
40000
0
0
MOELIS & CO
CL A
60786M105
407
9462
SH
SOLE
9462
0
0
MOHAWK INDS INC
COM
608190104
1301
5258
SH
SOLE
5258
0
0
MOLINA HEALTHCARE INC
COM
60855R100
205
2982
SH
SOLE
2982
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
3464
2000000
PRN
SOLE
2000000
0
0
MOLSON COORS BREWING CO
CL B
60871R209
1217
14912
SH
SOLE
14912
0
0
MOMO INC
ADR
60879B107
1000
31894
SH
SOLE
31894
0
0
MONDELEZ INTL INC
CL A
609207105
1632
40147
SH
SOLE
40147
0
0
MONOLITHIC PWR SYS INC
COM
609839105
249
2341
SH
SOLE
2341
0
0
MONSANTO CO NEW
COM
61166W101
2311
19285
SH
SOLE
19285
0
0
MOODYS CORP
COM
615369105
1581
11356
SH
SOLE
11356
0
0
MORGAN STANLEY
COM NEW
617446448
1613
33476
SH
SOLE
33476
0
0
MOSAIC CO NEW
COM
61945C103
695
32197
SH
SOLE
32197
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
1005
11846
SH
SOLE
11846
0
0
MPLX LP
COM UNIT REP LTD
55336V100
7352
210000
SH
SOLE
210000
0
0
MRC GLOBAL INC
COM
55345K103
376
21476
SH
SOLE
21476
0
0
MSA SAFETY INC
COM
553498106
1339
16842
SH
SOLE
16842
0
0
MSC INDL DIRECT INC
CL A
553530106
1224
16199
SH
SOLE
16199
0
0
MSCI INC
COM
55354G100
729
6233
SH
SOLE
6233
0
0
MSC INDL DIRECT INC
CL A
553530106
756
10000
SH
Put
SOLE
10000
0
0
MURPHY OIL CORP
COM
626717102
1770
66641
SH
SOLE
66641
0
0
MAXWELL TECHNOLOGIES INC
COM
577767106
257
50000
SH
Call
SOLE
50000
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
760
94119
SH
SOLE
94119
0
0
NASDAQ INC
COM
631103108
1114
14366
SH
SOLE
14366
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
775
13686
SH
SOLE
13686
0
0
NATIONAL GRID PLC
SPONSORED ADR NE
636274409
293
4674
SH
SOLE
4674
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
285
7971
SH
SOLE
7971
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
277
6639
SH
SOLE
6639
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
298
3858
SH
SOLE
3858
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
6611
150000
SH
Put
SOLE
150000
0
0
NAVIENT CORPORATION
COM
63938C108
292
19468
SH
SOLE
19468
0
0
NAVIGANT CONSULTING INC
COM
63935N107
297
17526
SH
SOLE
17526
0
0
NAVISTAR INTL CORP NEW
NOTE 4.750% 4/1
63934EAS7
11550
10500000
PRN
SOLE
10500000
0
0
NCI BUILDING SYS INC
COM NEW
628852204
190
12173
SH
SOLE
12173
0
0
NETAPP INC
COM
64110D104
369
8427
SH
SOLE
8427
0
0
NETEASE INC
SPONSORED ADR
64110W102
477
1807
SH
SOLE
1807
0
0
NETFLIX INC
COM
64110L106
587
3238
SH
SOLE
3238
0
0
NETGEAR INC
COM
64111Q104
241
5065
SH
SOLE
5065
0
0
NETSCOUT SYS INC
COM
64115T104
495
15313
SH
SOLE
15313
0
0
NEVRO CORP
NOTE 1.750% 6/0
64157FAA1
2394
2000000
PRN
SOLE
2000000
0
0
NEW GOLD INC CDA
COM
644535106
180
48407
SH
SOLE
48407
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
549
6218
SH
SOLE
6218
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
196
11727
SH
SOLE
11727
0
0
NEWELL BRANDS INC
COM
651229106
220
5161
SH
SOLE
5161
0
0
NEWMARKET CORP
COM
651587107
302
709
SH
SOLE
709
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
137
13688
SH
SOLE
13688
0
0
NEWPARK RES INC
NOTE 4.000%10/0
651718AC2
2200
2200000
PRN
SOLE
2200000
0
0
NEWS CORP NEW
CL A
65249B109
995
75036
SH
SOLE
75036
0
0
NEXSTAR MEDIA GROUP INC
CL A
65336K103
411
6590
SH
SOLE
6590
0
0
NEXTERA ENERGY INC
COM
65339F101
1319
9000
SH
SOLE
9000
0
0
NICE LTD
SPONSORED ADR
653656108
347
4270
SH
SOLE
4270
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
244
5888
SH
SOLE
5888
0
0
NISOURCE INC
COM
65473P105
684
26722
SH
SOLE
26722
0
0
NOBLE CORP PLC
SHS USD
G65431101
79
17264
SH
SOLE
17264
0
0
NOMAD HLDGS LTD
USD ORD SHS
G6564A105
273
18739
SH
SOLE
18739
0
0
NORDSON CORP
COM
655663102
964
8132
SH
SOLE
8132
0
0
NORTHWESTERN CORP
COM NEW
668074305
498
8739
SH
SOLE
8739
0
0
NORWEGIAN CRUISE LINE HLDGS
SHS
G66721104
320
5926
SH
SOLE
5926
0
0
NOVAGOLD RES INC
COM NEW
66987E206
233
56460
SH
SOLE
56460
0
0
NOVO-NORDISK A S
ADR
670100205
234
4866
SH
SOLE
4866
0
0
NRG ENERGY INC
COM NEW
629377508
7711
301340
SH
SOLE
301340
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
208
13258
SH
SOLE
13258
0
0
NUCOR CORP
COM
670346105
743
13257
SH
SOLE
13257
0
0
NUTANIX INC
CL A
67059N108
677
30255
SH
SOLE
30255
0
0
NVIDIA CORP
COM
67066G104
875
4896
SH
SOLE
4896
0
0
NVR INC
COM
62944T105
574
201
SH
SOLE
201
0
0
NXP SEMICONDUCTORS N V
DBCV 1.000%12/0
62952QAB6
6676
5500000
PRN
SOLE
5500000
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
8278
73200
SH
Call
SOLE
73200
0
0
NXSTAGE MEDICAL INC
COM
67072V103
1559
56500
SH
Call
SOLE
56500
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
585
9109
SH
SOLE
9109
0
0
OGE ENERGY CORP
COM
670837103
5585
155000
SH
SOLE
155000
0
0
OIL STS INTL INC
COM
678026105
206
8130
SH
SOLE
8130
0
0
ONEOK INC NEW
COM
682680103
2909
52500
SH
Put
SOLE
52500
0
0
OLD DOMINION FGHT LINES INC
COM
679580100
567
5151
SH
SOLE
5151
0
0
OLD REP INTL CORP
COM
680223104
1328
67437
SH
SOLE
67437
0
0
OLLIES BARGAIN OUTLT HLDGS I
COM
681116109
593
12790
SH
SOLE
12790
0
0
OM ASSET MGMT PLC
SHS
G67506108
240
16115
SH
SOLE
16115
0
0
ON SEMICONDUCTOR CORP
COM
682189105
1613
87315
SH
SOLE
87315
0
0
ONEOK INC NEW
COM
682680103
345
6223
SH
SOLE
6223
0
0
OPEN TEXT CORP
COM
683715106
308
9541
SH
SOLE
9541
0
0
ORACLE CORP
COM
68389X105
1427
29513
SH
SOLE
29513
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
485
2251
SH
SOLE
2251
0
0
OSHKOSH CORP
COM
688239201
216
2619
SH
SOLE
2619
0
0
OSHKOSH CORP
COM
688239201
825
10000
SH
Put
SOLE
10000
0
0
OUTFRONT MEDIA INC
COM
69007J106
271
10782
SH
SOLE
10782
0
0
OWENS & MINOR INC NEW
COM
690732102
257
8794
SH
SOLE
8794
0
0
OWENS CORNING NEW
COM
690742101
1220
15778
SH
SOLE
15778
0
0
OWENS ILL INC
COM NEW
690768403
226
8978
SH
SOLE
8978
0
0
OXFORD INDS INC
COM
691497309
244
3845
SH
SOLE
3845
0
0
PG&E CORP
COM
69331C108
4024
59100
SH
SOLE
59100
0
0
PACCAR INC
COM
693718108
462
6381
SH
SOLE
6381
0
0
PACIFIC PREMIER BANCORP
COM
69478X105
352
9318
SH
SOLE
9318
0
0
PACKAGING CORP AMER
COM
695156109
3458
30151
SH
SOLE
30151
0
0
PACWEST BANCORP DEL
COM
695263103
424
8390
SH
SOLE
8390
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
7597
5500000
PRN
SOLE
5500000
0
0
PALO ALTO NETWORKS INC
COM
697435105
2644
18350
SH
SOLE
18350
0
0
PAN AMERICAN SILVER CORP
COM
697900108
510
29911
SH
SOLE
29911
0
0
PANDORA MEDIA INC
COM
698354107
210
27221
SH
SOLE
27221
0
0
PAPA JOHNS INTL INC
COM
698813102
258
3531
SH
SOLE
3531
0
0
PARAMOUNT GROUP INC
COM
69924R108
359
22437
SH
SOLE
22437
0
0
PARATEK PHARMACEUTICALS INC
COM
699374302
263
10473
SH
SOLE
10473
0
0
PAREXEL INTL CORP
COM
699462107
583
6623
SH
SOLE
6623
0
0
PARK HOTELS RESORTS INC
COM
700517105
437
15851
SH
SOLE
15851
0
0
PARKER HANNIFIN CORP
COM
701094104
2689
15366
SH
SOLE
15366
0
0
PARSLEY ENERGY INC
CL A
701877102
283
10730
SH
SOLE
10730
0
0
PATTERN ENERGY GROUP INC
CL A
70338P100
295
12235
SH
SOLE
12235
0
0
PATTERSON COMPANIES INC
COM
703395103
672
17382
SH
SOLE
17382
0
0
VERIFONE SYS INC
COM
92342Y109
811
40000
SH
Put
SOLE
40000
0
0
PAYCOM SOFTWARE INC
COM
70432V102
212
2829
SH
SOLE
2829
0
0
PRICELINE GRP INC
COM NEW
741503403
732
400
SH
Put
SOLE
400
0
0
PRICELINE GRP INC
COM NEW
741503403
732
400
SH
Call
SOLE
400
0
0
PDL BIOPHARMA INC
NOTE 4.000% 2/0
69329YAF1
1004
1000000
PRN
SOLE
1000000
0
0
PEABODY ENERGY CORP NEW
COM
704551100
801
27615
SH
SOLE
27615
0
0
PEGASYSTEMS INC
COM
705573103
362
6282
SH
SOLE
6282
0
0
PENN NATL GAMING INC
COM
707569109
215
9190
SH
SOLE
9190
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
1105
60937
SH
SOLE
60937
0
0
PEPSICO INC
COM
713448108
3801
34110
SH
SOLE
34110
0
0
PERKINELMER INC
COM
714046109
488
7074
SH
SOLE
7074
0
0
PETROCHINA CO LTD
SPONSORED ADR
71646E100
313
4876
SH
SOLE
4876
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
237
23607
SH
SOLE
23607
0
0
PHH CORP
COM NEW
693320202
236
16944
SH
SOLE
16944
0
0
PHILIP MORRIS INTL INC
COM
718172109
1729
15571
SH
SOLE
15571
0
0
PHILLIPS 66
COM
718546104
1446
15784
SH
SOLE
15784
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
667
33061
SH
SOLE
33061
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
445
15664
SH
SOLE
15664
0
0
PINNACLE ENTMT INC NEW
COM
72348Y105
385
18060
SH
SOLE
18060
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
666
9952
SH
SOLE
9952
0
0
PINNACLE FOODS INC DEL
COM
72348P104
576
10073
SH
SOLE
10073
0
0
PINNACLE WEST CAP CORP
COM
723484101
1722
20363
SH
SOLE
20363
0
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
3920
185000
SH
SOLE
185000
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
319
14598
SH
SOLE
14598
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
363
32514
SH
SOLE
32514
0
0
PLAYA HOTELS & RESORTS NV
SHS
N70544106
146
13976
SH
SOLE
13976
0
0
PNC FINL SVCS GROUP INC
COM
693475105
561
4165
SH
SOLE
4165
0
0
POOL CORPORATION
COM
73278L105
284
2624
SH
SOLE
2624
0
0
POPULAR INC
COM NEW
733174700
2032
56532
SH
SOLE
56532
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
527
11546
SH
SOLE
11546
0
0
POSCO
SPONSORED ADR
693483109
357
5146
SH
SOLE
5146
0
0
POST HLDGS INC
COM
737446104
455
5150
SH
SOLE
5150
0
0
POWER INTEGRATIONS INC
COM
739276103
470
6418
SH
SOLE
6418
0
0
POWERSHARES ETF TR II
PWRS INT BUYBK
73937B621
205
5888
SH
SOLE
5888
0
0
PPG INDS INC
COM
693506107
478
4395
SH
SOLE
4395
0
0
PPL CORP
COM
69351T106
3097
81612
SH
SOLE
81612
0
0
PRA GROUP INC
COM
69354N106
379
13214
SH
SOLE
13214
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
50
15911
SH
SOLE
15911
0
0
PRICELINE GRP INC
COM NEW
741503403
4621
2524
SH
SOLE
2524
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
1505
23389
SH
SOLE
23389
0
0
PROCTER AND GAMBLE CO
COM
742718109
952
10461
SH
SOLE
10461
0
0
PROGRESSIVE CORP OHIO
COM
743315103
405
8373
SH
SOLE
8373
0
0
PROOFPOINT INC
COM
743424103
1270
14566
SH
SOLE
14566
0
0
PROS HOLDINGS INC
COM
74346Y103
235
9756
SH
SOLE
9756
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
428
63623
SH
SOLE
63623
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
212
7959
SH
SOLE
7959
0
0
PRUDENTIAL FINL INC
COM
744320102
1851
17407
SH
SOLE
17407
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
6271
135598
SH
SOLE
135598
0
0
PULTE GROUP INC
COM
745867101
488
17854
SH
SOLE
17854
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
1091
7500
SH
Put
SOLE
7500
0
0
PVH CORP
COM
693656100
621
4929
SH
SOLE
4929
0
0
QIAGEN NV
SHS NEW
N72482123
429
13623
SH
SOLE
13623
0
0
QORVO INC
COM
74736K101
316
4466
SH
SOLE
4466
0
0
QUALCOMM INC
COM
747525103
1849
35659
SH
SOLE
35659
0
0
QUANTA SVCS INC
COM
74762E102
568
15204
SH
SOLE
15204
0
0
QUANTENNA COMMUNICATIONS INC
COM
74766D100
192
11401
SH
SOLE
11401
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
1379
14722
SH
SOLE
14722
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
290
5217
SH
SOLE
5217
0
0
QUINTILES IMS HOLDINGS INC
COM
74876Y101
1028
10818
SH
SOLE
10818
0
0
QUOTIENT TECHNOLOGY INC
COM
749119103
298
19030
SH
SOLE
19030
0
0
RADWARE LTD
ORD
M81873107
208
12347
SH
SOLE
12347
0
0
RALPH LAUREN CORP
CL A
751212101
1161
13150
SH
SOLE
13150
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1213
14387
SH
SOLE
14387
0
0
RAYONIER INC
COM
754907103
425
14716
SH
SOLE
14716
0
0
REALOGY HLDGS CORP
COM
75605Y106
530
16087
SH
SOLE
16087
0
0
REALPAGE INC
COM
75606N109
465
11661
SH
SOLE
11661
0
0
REDWOOD TR INC
NOTE 4.750% 8/1
758075AC9
4494
4500000
PRN
SOLE
4500000
0
0
REGENCY CTRS CORP
COM
758849103
351
5665
SH
SOLE
5665
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
860
1923
SH
SOLE
1923
0
0
REGIONS FINL CORP NEW
COM
7591EP100
438
28777
SH
SOLE
28777
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
345
2470
SH
SOLE
2470
0
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
5976
5556000
PRN
SOLE
5556000
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
123
10138
SH
SOLE
10138
0
0
RENT A CTR INC NEW
COM
76009N100
331
28841
SH
SOLE
28841
0
0
REPLIGEN CORP
NOTE 2.125% 6/0
759916AA7
8036
5955000
PRN
SOLE
5955000
0
0
REPUBLIC SVCS INC
COM
760759100
559
8469
SH
SOLE
8469
0
0
RESMED INC
COM
761152107
208
2703
SH
SOLE
2703
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
356
18727
SH
SOLE
18727
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
177
13491
SH
SOLE
13491
0
0
STURM RUGER & CO INC
COM
864159108
838
16200
SH
Put
SOLE
16200
0
0
RH
COM
74967X103
1266
18000
SH
Put
SOLE
18000
0
0
REALOGY HLDGS CORP
COM
75605Y106
824
25000
SH
Call
SOLE
25000
0
0
RLJ LODGING TR
COM
74965L101
388
17655
SH
SOLE
17655
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
295
5723
SH
SOLE
5723
0
0
ROCKWELL AUTOMATION INC
COM
773903109
1782
10000
SH
Call
SOLE
10000
0
0
ROPER TECHNOLOGIES INC
COM
776696106
958
3936
SH
SOLE
3936
0
0
ROSS STORES INC
COM
778296103
221
3426
SH
SOLE
3426
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
232
2999
SH
SOLE
2999
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
456
3845
SH
SOLE
3845
0
0
ROYAL GOLD INC
COM
780287108
469
5450
SH
SOLE
5450
0
0
RPM INTL INC
COM
749685103
865
16844
SH
SOLE
16844
0
0
DONNELLEY R R & SONS CO
COM
257867200
178
17246
SH
SOLE
17246
0
0
RSP PERMIAN INC
COM
74978Q105
408
11782
SH
SOLE
11782
0
0
RYDER SYS INC
COM
783549108
422
4996
SH
SOLE
4996
0
0
S&P GLOBAL INC
COM
78409V104
1744
11156
SH
SOLE
11156
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
372
16973
SH
SOLE
16973
0
0
SABRE CORP
COM
78573M104
663
36617
SH
SOLE
36617
0
0
SAIA INC
COM
78709Y105
202
3223
SH
SOLE
3223
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
220
11220
SH
SOLE
11220
0
0
SANCHEZ ENERGY CORP
COM
79970Y105
493
102356
SH
SOLE
102356
0
0
SANDERSON FARMS INC
COM
800013104
1155
7150
SH
SOLE
7150
0
0
SANMINA CORPORATION
COM
801056102
215
5788
SH
SOLE
5788
0
0
SASOL LTD
SPONSORED ADR
803866300
357
12983
SH
SOLE
12983
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
433
3008
SH
SOLE
3008
0
0
SCANA CORP NEW
COM
80589M102
1162
23964
SH
SOLE
23964
0
0
SCHLUMBERGER LTD
COM
806857108
309
4432
SH
SOLE
4432
0
0
SCHNITZER STL INDS
CL A
806882106
453
16103
SH
SOLE
16103
0
0
SCHOLASTIC CORP
COM
807066105
288
7732
SH
SOLE
7732
0
0
SCHULMAN A INC
COM
808194104
339
9927
SH
SOLE
9927
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
552
8252
SH
SOLE
8252
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
789
17204
SH
SOLE
17204
0
0
SEABOARD CORP
COM
811543107
496
110
SH
SOLE
110
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
292
8817
SH
SOLE
8817
0
0
SEALED AIR CORP NEW
COM
81211K100
1277
29903
SH
SOLE
29903
0
0
SEAWORLD ENTMT INC
COM
81282V100
591
45468
SH
SOLE
45468
0
0
SEALED AIR CORP NEW
COM
81211K100
534
12500
SH
Call
SOLE
12500
0
0
SELECT MED HLDGS CORP
COM
81619Q105
328
17097
SH
SOLE
17097
0
0
SEMPRA ENERGY
COM
816851109
1431
12539
SH
SOLE
12539
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
283
14498
SH
SOLE
14498
0
0
SENSATA TECHNOLOGIES HLDG NV
SHS
N7902X106
373
7752
SH
SOLE
7752
0
0
SERVICE CORP INTL
COM
817565104
478
13847
SH
SOLE
13847
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
453
9692
SH
SOLE
9692
0
0
SERVICENOW INC
NOTE 11/0
81762PAB8
1611
1000000
PRN
SOLE
1000000
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
1834
40000
SH
Put
SOLE
40000
0
0
SHERWIN WILLIAMS CO
COM
824348106
643
1797
SH
SOLE
1797
0
0
SHUTTERFLY INC
NOTE 0.250% 5/1
82568PAB2
6965
7000000
PRN
SOLE
7000000
0
0
SIBANYE GOLD LTD
SPONSORED ADR
825724206
627
140545
SH
SOLE
140545
0
0
SIERRA WIRELESS INC
COM
826516106
277
12861
SH
SOLE
12861
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
637
4972
SH
SOLE
4972
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
272
4081
SH
SOLE
4081
0
0
SILGAN HOLDINGS INC
COM
827048109
695
23622
SH
SOLE
23622
0
0
SILICON LABORATORIES INC
COM
826919102
2180
27280
SH
SOLE
27280
0
0
SINA CORP
ORD
G81477104
388
3387
SH
SOLE
3387
0
0
SKECHERS U S A INC
CL A
830566105
1255
50009
SH
SOLE
50009
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1420
13934
SH
SOLE
13934
0
0
SLM CORP
COM
78442P106
174
15143
SH
SOLE
15143
0
0
SM ENERGY CO
COM
78454L100
1298
73178
SH
SOLE
73178
0
0
SMITH A O
COM
831865209
398
6698
SH
SOLE
6698
0
0
SNAP ON INC
COM
833034101
658
4415
SH
SOLE
4415
0
0
SOHU COM INC
COM
83408W103
321
5889
SH
SOLE
5889
0
0
SOLARCITY CORP
NOTE 2.750%11/0
83416TAA8
7636
7650000
PRN
SOLE
7650000
0
0
SONOCO PRODS CO
COM
835495102
505
10000
SH
Put
SOLE
10000
0
0
SONOCO PRODS CO
COM
835495102
724
14348
SH
SOLE
14348
0
0
SONY CORP
ADR NEW
835699307
356
9538
SH
SOLE
9538
0
0
SOUTHERN CO
COM
842587107
4619
94000
SH
SOLE
94000
0
0
SPDR INDEX SHS FDS
DJ INTL RL ETF
78463X863
376
9785
SH
SOLE
9785
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
13591
54097
SH
SOLE
54097
0
0
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
535
1640
SH
SOLE
1640
0
0
SPDR SERIES TRUST
S&P REGL BKG
78464A698
1162
20469
SH
SOLE
20469
0
0
SPECTRUM BRANDS HLDGS INC
COM
84763R101
203
1913
SH
SOLE
1913
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1977
25433
SH
SOLE
25433
0
0
SPIRIT AIRLS INC
COM
848577102
662
19803
SH
SOLE
19803
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
178
20757
SH
SOLE
20757
0
0
SPLUNK INC
COM
848637104
241
3629
SH
SOLE
3629
0
0
SPROUTS FMRS MKT INC
COM
85208M102
489
26074
SH
SOLE
26074
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
29218
116300
SH
Put
SOLE
116300
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
6959
27700
SH
Call
SOLE
27700
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
316
7882
SH
SOLE
7882
0
0
SSR MNG INC
COM
784730103
174
16436
SH
SOLE
16436
0
0
SENSATA TECHNOLOGIES HLDG NV
SHS
N7902X106
721
15000
SH
Call
SOLE
15000
0
0
ST JOE CO
COM
790148100
192
10166
SH
SOLE
10166
0
0
STAG INDL INC
COM
85254J102
318
11567
SH
SOLE
11567
0
0
STANLEY BLACK & DECKER INC
COM
854502101
755
5000
SH
SOLE
5000
0
0
STARBUCKS CORP
COM
855244109
1244
23162
SH
SOLE
23162
0
0
STATE STR CORP
COM
857477103
529
5542
SH
SOLE
5542
0
0
STATOIL ASA
SPONSORED ADR
85771P102
513
25543
SH
SOLE
25543
0
0
STEEL DYNAMICS INC
COM
858119100
451
13098
SH
SOLE
13098
0
0
STEELCASE INC
CL A
858155203
543
35277
SH
SOLE
35277
0
0
STERICYCLE INC
COM
858912108
643
8972
SH
SOLE
8972
0
0
STERIS PLC
SHS USD
G84720104
454
5138
SH
SOLE
5138
0
0
SCORPIO TANKERS INC
SHS
Y7542C106
172
50000
SH
Call
SOLE
50000
0
0
STORE CAP CORP
COM
862121100
459
18476
SH
SOLE
18476
0
0
STRYKER CORP
COM
863667101
448
3151
SH
SOLE
3151
0
0
SUNPOWER CORP
COM
867652406
372
50982
SH
SOLE
50982
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
198
12308
SH
SOLE
12308
0
0
SUPER MICRO COMPUTER INC
COM
86800U104
340
15405
SH
SOLE
15405
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
709
66355
SH
SOLE
66355
0
0
SVB FINL GROUP
COM
78486Q101
315
1684
SH
SOLE
1684
0
0
SYNAPTICS INC
COM
87157D109
294
7504
SH
SOLE
7504
0
0
SYNCHRONOSS TECHNOLOGIES INC
NOTE 0.750% 8/1
87157BAA1
3425
4000000
PRN
SOLE
4000000
0
0
SYNCHRONY FINL
COM
87165B103
1140
36724
SH
SOLE
36724
0
0
SYNOPSYS INC
COM
871607107
689
8552
SH
SOLE
8552
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
513
11140
SH
SOLE
11140
0
0
SYSCO CORP
COM
871829107
274
5071
SH
SOLE
5071
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
645
17186
SH
SOLE
17186
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
1008
9865
SH
SOLE
9865
0
0
TAL ED GROUP
ADS REPSTG COM
874080104
704
20874
SH
SOLE
20874
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
1415
57930
SH
SOLE
57930
0
0
TARGET CORP
COM
87612E106
1827
30965
SH
SOLE
30965
0
0
TAUBMAN CTRS INC
COM
876664103
267
5365
SH
SOLE
5365
0
0
TAYLOR MORRISON HOME CORP
CL A
87724P106
380
17240
SH
SOLE
17240
0
0
PROSHARES TR
PSHS ULTSH 20YRS
74347B201
854
24000
SH
Put
SOLE
24000
0
0
TCF FINL CORP
COM
872275102
712
41794
SH
SOLE
41794
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
316
3799
SH
SOLE
3799
0
0
TECH DATA CORP
COM
878237106
2390
26899
SH
SOLE
26899
0
0
TECK RESOURCES LTD
CL B
878742204
1879
89082
SH
SOLE
89082
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
462
2904
SH
SOLE
2904
0
0
TELEFONICA BRASIL SA
SPONSORED ADR
87936R106
296
18662
SH
SOLE
18662
0
0
P T TELEKOMUNIKASI INDONESIA
SPONSORED ADR
715684106
391
11387
SH
SOLE
11387
0
0
TELETECH HOLDINGS INC
COM
879939106
212
5072
SH
SOLE
5072
0
0
TELUS CORP
COM
87971M103
309
8594
SH
SOLE
8594
0
0
TENAX THERAPEUTICS INC
COM
88032L100
12
32140
SH
SOLE
32140
0
0
TENNECO INC
COM
880349105
818
13483
SH
SOLE
13483
0
0
TERADYNE INC
COM
880770102
400
10727
SH
SOLE
10727
0
0
TESARO INC
NOTE 3.000%10/0
881569AA5
31833
8500000
PRN
SOLE
8500000
0
0
TESLA INC
NOTE 0.250% 3/0
88160RAB7
3852
3500000
PRN
SOLE
3500000
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
1273
72306
SH
SOLE
72306
0
0
TEREX CORP NEW
COM
880779103
900
20000
SH
Put
SOLE
20000
0
0
TEXAS INSTRS INC
COM
882508104
4267
47605
SH
SOLE
47605
0
0
THERAVANCE BIOPHARMA INC
NOTE 3.250%11/0
88339KAA0
9835
8000000
PRN
SOLE
8000000
0
0
THOMSON REUTERS CORP
COM
884903105
1249
27217
SH
SOLE
27217
0
0
THOR INDS INC
COM
885160101
1327
10537
SH
SOLE
10537
0
0
TILE SHOP HLDGS INC
COM
88677Q109
221
17413
SH
SOLE
17413
0
0
TIMKEN CO
COM
887389104
491
10113
SH
SOLE
10113
0
0
TIMKENSTEEL CORP
COM
887399103
209
12649
SH
SOLE
12649
0
0
TITAN INTL INC ILL
COM
88830M102
126
12452
SH
SOLE
12452
0
0
TJX COS INC NEW
COM
872540109
810
10988
SH
SOLE
10988
0
0
T MOBILE US INC
COM
872590104
484
7845
SH
SOLE
7845
0
0
TOLL BROTHERS INC
COM
889478103
883
21302
SH
SOLE
21302
0
0
TORO CO
COM
891092108
409
6586
SH
SOLE
6586
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
302
5359
SH
SOLE
5359
0
0
TOTAL SYS SVCS INC
COM
891906109
325
4964
SH
SOLE
4964
0
0
TPI COMPOSITES INC
COM
87266J104
2026
90676
SH
SOLE
90676
0
0
THE TRADE DESK INC
COM CL A
88339J105
239
3886
SH
SOLE
3886
0
0
TRANSCANADA CORP
COM
89353D107
1252
25336
SH
SOLE
25336
0
0
TRANSDIGM GROUP INC
COM
893641100
1282
5013
SH
SOLE
5013
0
0
TRAVELPORT WORLDWIDE LTD
SHS
G9019D104
257
16381
SH
SOLE
16381
0
0
TRI POINTE GROUP INC
COM
87265H109
335
24241
SH
SOLE
24241
0
0
TRIMBLE INC
COM
896239100
888
22615
SH
SOLE
22615
0
0
TRINET GROUP INC
COM
896288107
646
19220
SH
SOLE
19220
0
0
TRINITY INDS INC
COM
896522109
2156
67583
SH
SOLE
67583
0
0
TRINSEO S A
SHS
L9340P101
266
3971
SH
SOLE
3971
0
0
TRITON INTL LTD
CL A
G9078F107
367
11014
SH
SOLE
11014
0
0
TRINITY INDS INC
COM
896522109
2552
80000
SH
Put
SOLE
80000
0
0
TRUEBLUE INC
COM
89785X101
326
14513
SH
SOLE
14513
0
0
TUPPERWARE BRANDS CORP
COM
899896104
270
4372
SH
SOLE
4372
0
0
TUTOR PERINI CORP
COM
901109108
296
10432
SH
SOLE
10432
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
1195
46331
SH
SOLE
46331
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
203
7698
SH
SOLE
7698
0
0
UGI CORP NEW
COM
902681105
1860
39690
SH
SOLE
39690
0
0
ULTA BEAUTY INC
COM
90384S303
307
1357
SH
SOLE
1357
0
0
ULTRAPAR PARTICIPACOES S A
SP ADR REP COM
90400P101
351
14730
SH
SOLE
14730
0
0
UNION PAC CORP
COM
907818108
1294
11161
SH
SOLE
11161
0
0
UNITED BANKSHARES INC WEST V
COM
909907107
2044
55008
SH
SOLE
55008
0
0
UNITED CONTL HLDGS INC
COM
910047109
1332
21885
SH
SOLE
21885
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
351
2925
SH
SOLE
2925
0
0
UNITED RENTALS INC
COM
911363109
583
4203
SH
SOLE
4203
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
2746
23653
SH
SOLE
23653
0
0
UNIVAR INC
COM
91336L107
486
16805
SH
SOLE
16805
0
0
UNIVERSAL FST PRODS INC
COM
913543104
244
2489
SH
SOLE
2489
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
280
2523
SH
SOLE
2523
0
0
UNUM GROUP
COM
91529Y106
458
8958
SH
SOLE
8958
0
0
URBAN EDGE PPTYS
COM
91704F104
253
10471
SH
SOLE
10471
0
0
URBAN OUTFITTERS INC
COM
917047102
656
27440
SH
SOLE
27440
0
0
US BANCORP DEL
COM NEW
902973304
457
8534
SH
SOLE
8534
0
0
U S CONCRETE INC
COM NEW
90333L201
606
7936
SH
SOLE
7936
0
0
US FOODS HLDG CORP
COM
912008109
414
15488
SH
SOLE
15488
0
0
U S SILICA HLDGS INC
COM
90346E103
419
13489
SH
SOLE
13489
0
0
VALE S A
ADR
91912E105
163
16154
SH
SOLE
16154
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
390
5071
SH
SOLE
5071
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
2200
44703
SH
SOLE
44703
0
0
VALLEY NATL BANCORP
COM
919794107
308
25533
SH
SOLE
25533
0
0
VANECK VECTORS ETF TR
CHINAAMC CSI 300
92189F759
243
5341
SH
SOLE
5341
0
0
VANECK VECTORS ETF TR
COAL ETF
92189F809
234
16039
SH
SOLE
16039
0
0
VANECK VECTORS ETF TR
INDONESIA INDEX
92189F833
266
11229
SH
SOLE
11229
0
0
VANECK VECTORS ETF TR
VIETNAM ETF
92189F817
283
18963
SH
SOLE
18963
0
0
VANGUARD SPECIALIZED PORTFOL
DIV APP ETF
921908844
205
2160
SH
SOLE
2160
0
0
VANGUARD INDEX FDS
S&P 500 ETF SHS
922908363
398
1725
SH
SOLE
1725
0
0
VANTIV INC
CL A
92210H105
356
5045
SH
SOLE
5045
0
0
VAREX IMAGING CORP
COM
92214X106
316
9333
SH
SOLE
9333
0
0
VARIAN MED SYS INC
COM
92220P105
738
7379
SH
SOLE
7379
0
0
VECTREN CORP
COM
92240G101
1315
20000
SH
SOLE
20000
0
0
VEECO INSTRS INC DEL
COM
922417100
384
17946
SH
SOLE
17946
0
0
VEEVA SYS INC
CL A COM
922475108
1077
19098
SH
SOLE
19098
0
0
VENATOR MATLS PLC
SHS
G9329Z100
221
9774
SH
SOLE
9774
0
0
VEON LTD
SPONSORED ADR
91822M106
68
16199
SH
SOLE
16199
0
0
VERA BRADLEY INC
COM
92335C106
131
14822
SH
SOLE
14822
0
0
VERIFONE SYS INC
COM
92342Y109
938
46252
SH
SOLE
46252
0
0
VERINT SYS INC
COM
92343X100
890
21255
SH
SOLE
21255
0
0
VERISIGN INC
COM
92343E102
366
3440
SH
SOLE
3440
0
0
VERSUM MATLS INC
COM
92532W103
250
6443
SH
SOLE
6443
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
449
2952
SH
SOLE
2952
0
0
VIAVI SOLUTIONS INC
COM
925550105
1028
108713
SH
SOLE
108713
0
0
VIPER ENERGY PARTNERS LP
COM UNT RP INT
92763M105
1118
60000
SH
SOLE
60000
0
0
VIRTU FINL INC
CL A
928254101
314
19382
SH
SOLE
19382
0
0
VIRTUS INVT PARTNERS INC
COM
92828Q109
210
1813
SH
SOLE
1813
0
0
VISA INC
COM CL A
92826C839
338
3210
SH
SOLE
3210
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
208
11045
SH
SOLE
11045
0
0
VISTA OUTDOOR INC
COM
928377100
575
25056
SH
SOLE
25056
0
0
VISTEON CORP
COM NEW
92839U206
665
5370
SH
SOLE
5370
0
0
VISTRA ENERGY CORP
COM
92840M102
1416
75755
SH
SOLE
75755
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
962
12500
SH
Call
SOLE
12500
0
0
VMWARE INC
CL A COM
928563402
644
5900
SH
SOLE
5900
0
0
VULCAN MATLS CO
COM
929160109
697
5824
SH
SOLE
5824
0
0
VWR CORP
COM
91843L103
457
13800
SH
SOLE
13800
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06746L422
306
7800
SH
Call
SOLE
7800
0
0
WABASH NATL CORP
COM
929566107
312
13672
SH
SOLE
13672
0
0
WABCO HLDGS INC
COM
92927K102
1063
7185
SH
SOLE
7185
0
0
WAGEWORKS INC
COM
930427109
254
4182
SH
SOLE
4182
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
2139
27706
SH
SOLE
27706
0
0
WAL-MART STORES INC
COM
931142103
2753
35228
SH
SOLE
35228
0
0
WASHINGTON FED INC
COM
938824109
399
11849
SH
SOLE
11849
0
0
WASHINGTON PRIME GROUP NEW
COM
93964W108
99
11936
SH
SOLE
11936
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
217
6635
SH
SOLE
6635
0
0
WASTE MGMT INC DEL
COM
94106L109
295
3766
SH
SOLE
3766
0
0
WATERS CORP
COM
941848103
1196
6660
SH
SOLE
6660
0
0
WAYFAIR INC
NOTE 0.375% 9/0
94419LAA9
3885
4000000
PRN
SOLE
4000000
0
0
WAYFAIR INC
CL A
94419L101
492
7306
SH
SOLE
7306
0
0
WEC ENERGY GROUP INC
COM
92939U106
378
6028
SH
SOLE
6028
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
634
14559
SH
SOLE
14559
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
360
11344
SH
SOLE
11344
0
0
WELBILT INC
COM
949090104
583
25275
SH
SOLE
25275
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
1186
6906
SH
SOLE
6906
0
0
WELLTOWER INC
COM
95040Q104
696
9908
SH
SOLE
9908
0
0
WENDYS CO
COM
95058W100
242
15572
SH
SOLE
15572
0
0
WERNER ENTERPRISES INC
COM
950755108
415
11343
SH
SOLE
11343
0
0
WESTAR ENERGY INC
COM
95709T100
713
14376
SH
SOLE
14376
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
436
8222
SH
SOLE
8222
0
0
WESTERN DIGITAL CORP
COM
958102105
1427
16520
SH
SOLE
16520
0
0
WESTLAKE CHEM CORP
COM
960413102
913
10991
SH
SOLE
10991
0
0
WESTROCK CO
COM
96145D105
2010
35428
SH
SOLE
35428
0
0
WEYERHAEUSER CO
COM
962166104
254
7473
SH
SOLE
7473
0
0
WGL HLDGS INC
COM
92924F106
417
4954
SH
SOLE
4954
0
0
WHITING PETE CORP NEW
COM
966387102
110
20192
SH
SOLE
20192
0
0
WILEY JOHN & SONS INC
CL A
968223206
290
5427
SH
SOLE
5427
0
0
LYON WILLIAM HOMES
CL A NEW
552074700
296
12863
SH
SOLE
12863
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
380
2462
SH
SOLE
2462
0
0
WINNEBAGO INDS INC
COM
974637100
205
4588
SH
SOLE
4588
0
0
WINTRUST FINL CORP
COM
97650W108
469
5985
SH
SOLE
5985
0
0
WISDOMTREE TR
INDIA ERNGS FD
97717W422
1753
69636
SH
SOLE
69636
0
0
WISDOMTREE TR
MID EAST DIVD
97717X305
347
20012
SH
SOLE
20012
0
0
WORKDAY INC
CL A
98138H101
1281
12151
SH
SOLE
12151
0
0
WORTHINGTON INDS INC
COM
981811102
516
11209
SH
SOLE
11209
0
0
W P CAREY INC
COM
92936U109
548
8126
SH
SOLE
8126
0
0
WPX ENERGY INC
COM
98212B103
122
10632
SH
SOLE
10632
0
0
BERKLEY W R CORP
COM
084423102
372
5573
SH
SOLE
5573
0
0
GRACE W R & CO DEL NEW
COM
38388F108
2494
34566
SH
SOLE
34566
0
0
WRIGHT MED GROUP N V
ORD SHS 0.03 PAR
N96617118
396
15319
SH
SOLE
15319
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
527
5000
SH
Call
SOLE
5000
0
0
WYNN RESORTS LTD
COM
983134107
499
3353
SH
SOLE
3353
0
0
XEROX CORP
COM NEW
984121608
3585
107700
SH
SOLE
107700
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
1846
32500
SH
Put
SOLE
32500
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
2054
30000
SH
Put
SOLE
30000
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
388
15000
SH
Put
SOLE
15000
0
0
EXXON MOBIL CORP
COM
30231G102
1025
12500
SH
Put
SOLE
12500
0
0
SPDR SERIES TRUST
S&P OILGAS EXP
78464A730
1023
30000
SH
Put
SOLE
30000
0
0
XPERI CORP
COM
98421B100
247
9775
SH
SOLE
9775
0
0
XPO LOGISTICS INC
COM
983793100
1356
20000
SH
Put
SOLE
20000
0
0
XPO LOGISTICS INC
COM
983793100
1758
25934
SH
SOLE
25934
0
0
XYLEM INC
COM
98419M100
1102
17603
SH
SOLE
17603
0
0
YANDEX NV
NOTE 1.125%12/1
98474TAB3
1238
1239000
PRN
SOLE
1239000
0
0
YANDEX N V
SHS CLASS A
N97284108
483
14656
SH
SOLE
14656
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
719
32267
SH
SOLE
32267
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
341
24707
SH
SOLE
24707
0
0
YUM CHINA HLDGS INC
COM
98850P109
1747
43714
SH
SOLE
43714
0
0
YUM BRANDS INC
COM
988498101
499
6779
SH
SOLE
6779
0
0
YY INC
ADS REPCOM CLA
98426T106
443
5103
SH
SOLE
5103
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
1539
44712
SH
SOLE
44712
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
291
2682
SH
SOLE
2682
0
0
ZENDESK INC
COM
98936J101
213
7331
SH
SOLE
7331
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
2114
18052
SH
SOLE
18052
0
0
ZIONS BANCORPORATION
COM
989701107
646
13690
SH
SOLE
13690
0
0
ZOETIS INC
CL A
98978V103
1525
23923
SH
SOLE
23923
0
0