The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 640 3,048 SH   SOLE   3,048 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 10,558 7,149,000 PRN   SOLE   7,149,000 0 0
58 COM INC SPON ADR REP A 31680Q104 422 6,680 SH   SOLE   6,680 0 0
AAON INC COM PAR $0.004 000360206 202 5,863 SH   SOLE   5,863 0 0
AAR CORP COM 000361105 465 12,295 SH   SOLE   12,295 0 0
ABBOTT LABS COM 002824100 347 6,495 SH   SOLE   6,495 0 0
ABERCROMBIE & FITCH CO CL A 002896207 298 20,624 SH   SOLE   20,624 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 347 9,217 SH   SOLE   9,217 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 402 14,040 SH   SOLE   14,040 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 202 9,014 SH   SOLE   9,014 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,258 9,313 SH   SOLE   9,313 0 0
ACCO BRANDS CORP COM 00081T108 246 20,707 SH   SOLE   20,707 0 0
ACTIVISION BLIZZARD INC COM 00507V109 607 9,416 SH   SOLE   9,416 0 0
ACUITY BRANDS INC COM 00508Y102 402 2,349 SH   SOLE   2,349 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 850 20,000 SH Call SOLE   20,000 0 0
ADIENT PLC ORD SHS G0084W101 1,260 15,000 SH Call SOLE   15,000 0 0
ADOBE SYS INC COM 00724F101 928 6,222 SH   SOLE   6,222 0 0
ADTALEM GLOBAL ED INC COM 00737L103 438 12,204 SH   SOLE   12,204 0 0
ADTRAN INC COM 00738A106 216 8,997 SH   SOLE   8,997 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 623 6,282 SH   SOLE   6,282 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 236 9,350 SH   SOLE   9,350 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 127 20,590 SH   SOLE   20,590 0 0
ADVISORY BRD CO COM 00762W107 500 9,333 SH   SOLE   9,333 0 0
AEGON N V NY REGISTRY SH 007924103 237 40,999 SH   SOLE   40,999 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 424 12,116 SH   SOLE   12,116 0 0
AES CORP COM 00130H105 806 73,103 SH   SOLE   73,103 0 0
AETNA INC NEW COM 00817Y108 204 1,283 SH   SOLE   1,283 0 0
AFLAC INC COM 001055102 1,808 22,215 SH   SOLE   22,215 0 0
AGCO CORP COM 001084102 579 7,843 SH   SOLE   7,843 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,103 17,173 SH   SOLE   17,173 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 524 7,851 SH   SOLE   7,851 0 0
AGNICO EAGLE MINES LTD COM 008474108 481 10,649 SH   SOLE   10,649 0 0
AIR LEASE CORP CL A 00912X302 558 13,092 SH   SOLE   13,092 0 0
AIR PRODS & CHEMS INC COM 009158106 2,728 18,040 SH   SOLE   18,040 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 1,948 2,000,000 PRN   SOLE   2,000,000 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 334 49,477 SH   SOLE   49,477 0 0
ALASKA AIR GROUP INC COM 011659109 1,756 23,028 SH   SOLE   23,028 0 0
ALCOA CORP COM 013872106 683 14,661 SH   SOLE   14,661 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 568 4,776 SH   SOLE   4,776 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 538 3,835 SH   SOLE   3,835 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 827 4,787 SH   SOLE   4,787 0 0
ALLEGHANY CORP DEL COM 017175100 301 543 SH   SOLE   543 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 504 21,100 SH   SOLE   21,100 0 0
ALLERGAN PLC SHS G0177J108 636 3,104 SH   SOLE   3,104 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 811 3,662 SH   SOLE   3,662 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 898 23,934 SH   SOLE   23,934 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 144 10,091 SH   SOLE   10,091 0 0
ALLSTATE CORP COM 020002101 951 10,352 SH   SOLE   10,352 0 0
ALTERYX INC COM CL A 02156K103 267 9,790 SH   SOLE   9,790 0 0
ALTRIA GROUP INC COM 02209S103 509 8,022 SH   SOLE   8,022 0 0
AMAZON COM INC COM 023135106 392 408 SH   SOLE   408 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 421 28,606 SH   SOLE   28,606 0 0
AMDOCS LTD SHS G02602103 712 11,063 SH   SOLE   11,063 0 0
AMEREN CORP COM 023608102 307 5,306 SH   SOLE   5,306 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 629 35,462 SH   SOLE   35,462 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 527 30,000 SH   SOLE   30,000 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 526 18,095 SH   SOLE   18,095 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 355 3,435 SH   SOLE   3,435 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 299 13,767 SH   SOLE   13,767 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,134 18,478 SH   SOLE   18,478 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 370 24,263 SH   SOLE   24,263 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,140 8,341 SH   SOLE   8,341 0 0
AMERIPRISE FINL INC COM 03076C106 211 1,423 SH   SOLE   1,423 0 0
AMERISOURCEBERGEN CORP COM 03073E105 546 6,600 SH   SOLE   6,600 0 0
AMGEN INC COM 031162100 511 2,743 SH   SOLE   2,743 0 0
ANADARKO PETE CORP COM 032511107 646 13,228 SH   SOLE   13,228 0 0
ANALOG DEVICES INC COM 032654105 301 3,490 SH   SOLE   3,490 0 0
ANDEAVOR COM 03349M105 6,627 64,247 SH   SOLE   64,247 0 0
ANDEAVOR LOGISTICS LP COM UNIT LP INT 03350F106 5,006 100,000 SH   SOLE   100,000 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 242 26,044 SH   SOLE   26,044 0 0
ANNALY CAP MGMT INC COM 035710409 289 23,703 SH   SOLE   23,703 0 0
ANTERO RES CORP COM 03674X106 432 21,704 SH   SOLE   21,704 0 0
ANTHEM INC COM 036752103 3,634 19,139 SH   SOLE   19,139 0 0
SMITH A O COM 831865209 1,189 20,000 SH Put SOLE   20,000 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 585 13,344 SH   SOLE   13,344 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 521 27,563 SH   SOLE   27,563 0 0
APPLE INC COM 037833100 1,511 9,802 SH   SOLE   9,802 0 0
APPLIED MATLS INC COM 038222105 4,404 84,548 SH   SOLE   84,548 0 0
APTARGROUP INC COM 038336103 403 4,665 SH   SOLE   4,665 0 0
AQUA AMERICA INC COM 03836W103 4,469 134,661 SH   SOLE   134,661 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 505 11,873 SH   SOLE   11,873 0 0
ARCONIC INC COM 03965L100 388 15,590 SH   SOLE   15,590 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 477 7,761 SH   SOLE   7,761 0 0
ARMSTRONG FLOORING INC COM 04238R106 205 13,045 SH   SOLE   13,045 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 367 7,163 SH   SOLE   7,163 0 0
ARRIS INTL INC SHS G0551A103 266 9,336 SH   SOLE   9,336 0 0
ARROW ELECTRS INC COM 042735100 3,732 46,409 SH   SOLE   46,409 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 409 6,248 SH   SOLE   6,248 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,317 32,601 SH   SOLE   32,601 0 0
ASPEN TECHNOLOGY INC COM 045327103 371 5,907 SH   SOLE   5,907 0 0
ASSOCIATED BANC CORP COM 045487105 587 24,220 SH   SOLE   24,220 0 0
ASSURANT INC COM 04621X108 1,251 13,094 SH   SOLE   13,094 0 0
ASSURED GUARANTY LTD COM G0585R106 2,048 54,245 SH   SOLE   54,245 0 0
ATHENAHEALTH INC COM 04685W103 258 2,078 SH   SOLE   2,078 0 0
ATHENE HLDG LTD CL A G0684D107 317 5,885 SH   SOLE   5,885 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 2,450 1,000,004 SH   SOLE   1,000,004 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,464 22,246 SH   SOLE   22,246 0 0
ATMOS ENERGY CORP COM 049560105 912 10,875 SH   SOLE   10,875 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,226 50,000 SH Call SOLE   50,000 0 0
AUTODESK INC COM 052769106 494 4,403 SH   SOLE   4,403 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 889 14,790 SH   SOLE   14,790 0 0
AUTONATION INC COM 05329W102 226 4,771 SH   SOLE   4,771 0 0
AUTOZONE INC COM 053332102 773 1,299 SH   SOLE   1,299 0 0
AVALONBAY CMNTYS INC COM 053484101 633 3,547 SH   SOLE   3,547 0 0
AVANGRID INC COM 05351W103 1,074 22,657 SH   SOLE   22,657 0 0
AVERY DENNISON CORP COM 053611109 406 4,129 SH   SOLE   4,129 0 0
AVIS BUDGET GROUP COM 053774105 1,364 35,850 SH   SOLE   35,850 0 0
AVNET INC COM 053807103 553 14,073 SH   SOLE   14,073 0 0
AVON PRODS INC COM 054303102 135 57,945 SH   SOLE   57,945 0 0
AXALTA COATING SYS LTD COM G0750C108 819 28,333 SH   SOLE   28,333 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 771 13,458 SH   SOLE   13,458 0 0
AXON ENTERPRISE INC COM 05464C101 294 12,957 SH   SOLE   12,957 0 0
BAIDU INC SPON ADR REP A 056752108 295 1,190 SH   SOLE   1,190 0 0
BAKER HUGHES A GE CO CL A 05722G100 449 12,271 SH   SOLE   12,271 0 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 292 32,767 SH   SOLE   32,767 0 0
BANCO MACRO SA SPON ADR B 05961W105 230 1,957 SH   SOLE   1,957 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 123 14,029 SH   SOLE   14,029 0 0
BANCORPSOUTH INC COM 059692103 234 7,313 SH   SOLE   7,313 0 0
BANK AMER CORP COM 060505104 818 32,282 SH   SOLE   32,282 0 0
BANK HAWAII CORP COM 062540109 593 7,110 SH   SOLE   7,110 0 0
BANK MONTREAL QUE COM 063671101 286 3,773 SH   SOLE   3,773 0 0
BANK N S HALIFAX COM 064149107 562 8,743 SH   SOLE   8,743 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 313 8,548 SH   SOLE   8,548 0 0
BANKUNITED INC COM 06652K103 1,116 31,383 SH   SOLE   31,383 0 0
BARCLAYS PLC ADR 06738E204 395 38,184 SH   SOLE   38,184 0 0
BARRICK GOLD CORP COM 067901108 844 52,479 SH   SOLE   52,479 0 0
BAXTER INTL INC COM 071813109 1,378 21,964 SH   SOLE   21,964 0 0
BB&T CORP COM 054937107 365 7,782 SH   SOLE   7,782 0 0
BCE INC COM NEW 05534B760 854 18,240 SH   SOLE   18,240 0 0
BECTON DICKINSON & CO COM 075887109 311 1,586 SH   SOLE   1,586 0 0
BED BATH & BEYOND INC COM 075896100 638 27,194 SH   SOLE   27,194 0 0
BERRY PLASTICS GROUP INC COM 08579W103 983 17,348 SH   SOLE   17,348 0 0
BGC PARTNERS INC CL A 05541T101 291 20,141 SH   SOLE   20,141 0 0
BIG LOTS INC COM 089302103 328 6,123 SH   SOLE   6,123 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 4,483 4,000,000 PRN   SOLE   4,000,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 4,808 4,000,000 PRN   SOLE   4,000,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 956 10,272 SH   SOLE   10,272 0 0
BIO RAD LABS INC CL A 090572207 503 2,262 SH   SOLE   2,262 0 0
BIO TECHNE CORP COM 09073M104 620 5,129 SH   SOLE   5,129 0 0
BJS RESTAURANTS INC COM 09180C106 254 8,353 SH   SOLE   8,353 0 0
BLACKROCK INC COM 09247X101 549 1,229 SH   SOLE   1,229 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 434 15,302 SH   SOLE   15,302 0 0
BMC STK HLDGS INC COM 05591B109 318 14,876 SH   SOLE   14,876 0 0
BOEING CO COM 097023105 1,431 5,628 SH   SOLE   5,628 0 0
BORGWARNER INC COM 099724106 738 14,415 SH   SOLE   14,415 0 0
BOSTON PROPERTIES INC COM 101121101 255 2,076 SH   SOLE   2,076 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 2,141 2,000,000 PRN   SOLE   2,000,000 0 0
BOX INC CL A 10316T104 841 43,526 SH   SOLE   43,526 0 0
BOYD GAMING CORP COM 103304101 908 34,870 SH   SOLE   34,870 0 0
BRADY CORP CL A 104674106 245 6,445 SH   SOLE   6,445 0 0
BRINKER INTL INC COM 109641100 274 8,600 SH   SOLE   8,600 0 0
BRINKS CO COM 109696104 518 6,144 SH   SOLE   6,144 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 742 39,489 SH   SOLE   39,489 0 0
BROADCOM LTD SHS Y09827109 251 1,035 SH   SOLE   1,035 0 0
BROOKDALE SR LIVING INC COM 112463104 305 28,803 SH   SOLE   28,803 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 216 13,940 SH   SOLE   13,940 0 0
BROOKS AUTOMATION INC COM 114340102 229 7,550 SH   SOLE   7,550 0 0
BRUNSWICK CORP COM 117043109 334 5,976 SH   SOLE   5,976 0 0
BUFFALO WILD WINGS INC COM 119848109 231 2,186 SH   SOLE   2,186 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 354 19,697 SH   SOLE   19,697 0 0
BUNGE LIMITED COM G16962105 1,216 17,511 SH   SOLE   17,511 0 0
BURLINGTON STORES INC COM 122017106 1,428 14,959 SH   SOLE   14,959 0 0
BORGWARNER INC COM 099724106 1,281 25,000 SH Call SOLE   25,000 0 0
BWX TECHNOLOGIES INC COM 05605H100 763 13,620 SH   SOLE   13,620 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 670 22,344 SH   SOLE   22,344 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 203 5,155 SH   SOLE   5,155 0 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 3,174 2,963,000 PRN   SOLE   2,963,000 0 0
CALATLANTIC GROUP INC COM 128195104 417 11,392 SH   SOLE   11,392 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 524 3,600 SH Call SOLE   3,600 0 0
CALLAWAY GOLF CO COM 131193104 151 10,446 SH   SOLE   10,446 0 0
CALLON PETE CO DEL COM 13123X102 463 41,180 SH   SOLE   41,180 0 0
CALPINE CORP COM NEW 131347304 185 12,531 SH   SOLE   12,531 0 0
CAMECO CORP COM 13321L108 318 32,835 SH   SOLE   32,835 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 429 4,897 SH   SOLE   4,897 0 0
CANADIAN NATL RY CO COM 136375102 910 10,989 SH   SOLE   10,989 0 0
CANADIAN NAT RES LTD COM 136385101 3,753 112,064 SH   SOLE   112,064 0 0
CANADIAN PAC RY LTD COM 13645T100 347 2,063 SH   SOLE   2,063 0 0
CAPITAL ONE FINL CORP COM 14040H105 970 11,455 SH   SOLE   11,455 0 0
CARDINAL HEALTH INC COM 14149Y108 4,475 66,873 SH   SOLE   66,873 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 211 7,500 SH   SOLE   7,500 0 0
CARLISLE COS INC COM 142339100 761 7,584 SH   SOLE   7,584 0 0
CARMAX INC COM 143130102 394 5,202 SH   SOLE   5,202 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 861 13,336 SH   SOLE   13,336 0 0
CARRIZO OIL & GAS INC COM 144577103 788 46,000 SH   SOLE   46,000 0 0
CATERPILLAR INC DEL COM 149123101 561 4,500 SH Put SOLE   4,500 0 0
CATERPILLAR INC DEL COM 149123101 1,464 11,738 SH   SOLE   11,738 0 0
CATO CORP NEW CL A 149205106 167 12,650 SH   SOLE   12,650 0 0
CBRE GROUP INC CL A 12504L109 592 15,638 SH   SOLE   15,638 0 0
CBS CORP NEW CL B 124857202 1,601 27,610 SH   SOLE   27,610 0 0
CAMECO CORP COM 13321L108 484 50,000 SH Put SOLE   50,000 0 0
CDK GLOBAL INC COM 12508E101 1,077 17,067 SH   SOLE   17,067 0 0
CELANESE CORP DEL COM SER A 150870103 539 5,166 SH   SOLE   5,166 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 414 45,587 SH   SOLE   45,587 0 0
CENOVUS ENERGY INC COM 15135U109 345 34,439 SH   SOLE   34,439 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 183 10,195 SH   SOLE   10,195 0 0
CENTERSTATE BANKS INC COM 15201P109 218 8,118 SH   SOLE   8,118 0 0
CENTURY ALUM CO COM 156431108 258 15,574 SH   SOLE   15,574 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 409 1,125 SH   SOLE   1,125 0 0
CHEETAH MOBILE INC ADR 163075104 310 36,911 SH   SOLE   36,911 0 0
CHEMOURS CO COM 163851108 1,325 26,190 SH   SOLE   26,190 0 0
CHENIERE ENERGY INC COM NEW 16411R208 677 15,034 SH   SOLE   15,034 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 1,585 55,000 SH   SOLE   55,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 72 16,738 SH   SOLE   16,738 0 0
CHILDRENS PL INC COM 168905107 388 3,283 SH   SOLE   3,283 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,396 27,597 SH   SOLE   27,597 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 392 5,176 SH   SOLE   5,176 0 0
CHOICE HOTELS INTL INC COM 169905106 226 3,530 SH   SOLE   3,530 0 0
CHURCH & DWIGHT INC COM 171340102 763 15,755 SH   SOLE   15,755 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 328 13,872 SH   SOLE   13,872 0 0
CIENA CORP COM NEW 171779309 261 11,864 SH   SOLE   11,864 0 0
CIGNA CORPORATION COM 125509109 572 3,062 SH   SOLE   3,062 0 0
CINCINNATI FINL CORP COM 172062101 513 6,695 SH   SOLE   6,695 0 0
CINTAS CORP COM 172908105 1,819 12,610 SH   SOLE   12,610 0 0
CIRRUS LOGIC INC COM 172755100 1,744 32,715 SH   SOLE   32,715 0 0
CIT GROUP INC COM NEW 125581801 331 6,743 SH   SOLE   6,743 0 0
CITIGROUP INC COM NEW 172967424 1,286 17,676 SH   SOLE   17,676 0 0
CITRIX SYS INC COM 177376100 1,557 20,266 SH   SOLE   20,266 0 0
CLOROX CO DEL COM 189054109 2,056 15,583 SH   SOLE   15,583 0 0
CLOUDERA INC COM 18914U100 252 15,146 SH   SOLE   15,146 0 0
CMS ENERGY CORP COM 125896100 503 10,850 SH   SOLE   10,850 0 0
COACH INC COM 189754104 391 9,716 SH   SOLE   9,716 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 206 4,960 SH   SOLE   4,960 0 0
COGNEX CORP COM 192422103 1,860 16,865 SH   SOLE   16,865 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 311 4,291 SH   SOLE   4,291 0 0
COHERENT INC COM 192479103 270 1,150 SH   SOLE   1,150 0 0
ROCKWELL COLLINS INC COM 774341101 1,765 13,500 SH Call SOLE   13,500 0 0
COLFAX CORP COM 194014106 1,290 30,975 SH   SOLE   30,975 0 0
COLGATE PALMOLIVE CO COM 194162103 2,353 32,302 SH   SOLE   32,302 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 153 12,188 SH   SOLE   12,188 0 0
COLUMBIA ETF TR II EMRG MARKETS ETF 19762B509 266 9,661 SH   SOLE   9,661 0 0
COLUMBIA ETF TR II INDIA CONSMR ETF 19762B707 212 4,979 SH   SOLE   4,979 0 0
COMCAST CORP NEW CL A 20030N101 267 6,928 SH   SOLE   6,928 0 0
COMERICA INC COM 200340107 1,254 16,446 SH   SOLE   16,446 0 0
COMMERCE BANCSHARES INC COM 200525103 1,027 17,784 SH   SOLE   17,784 0 0
COMMERCIAL METALS CO COM 201723103 355 18,677 SH   SOLE   18,677 0 0
COMMSCOPE HLDG CO INC COM 20337X109 440 13,259 SH   SOLE   13,259 0 0
COMMVAULT SYSTEMS INC COM 204166102 2,810 46,221 SH   SOLE   46,221 0 0
CONAGRA BRANDS INC COM 205887102 793 23,498 SH   SOLE   23,498 0 0
CONDUENT INC COM 206787103 497 31,693 SH   SOLE   31,693 0 0
CONOCOPHILLIPS COM 20825C104 1,150 22,977 SH   SOLE   22,977 0 0
CONSOLIDATED EDISON INC COM 209115104 422 5,227 SH   SOLE   5,227 0 0
CONSTELLIUM NV CL A N22035104 138 13,443 SH   SOLE   13,443 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,252 32,416 SH   SOLE   32,416 0 0
CONVERGYS CORP COM 212485106 220 8,516 SH   SOLE   8,516 0 0
COOPER COS INC COM NEW 216648402 1,411 5,952 SH   SOLE   5,952 0 0
COOPER STD HLDGS INC COM 21676P103 347 2,996 SH   SOLE   2,996 0 0
COPA HOLDINGS SA CL A P31076105 754 6,053 SH   SOLE   6,053 0 0
COPART INC COM 217204106 913 26,577 SH   SOLE   26,577 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 2,201 2,167,000 PRN   SOLE   2,167,000 0 0
CORNING INC COM 219350105 337 11,253 SH   SOLE   11,253 0 0
COSTAR GROUP INC COM 22160N109 354 1,319 SH   SOLE   1,319 0 0
COTIVITI HLDGS INC COM 22164K101 350 9,734 SH   SOLE   9,734 0 0
COTY INC COM CL A 222070203 352 21,279 SH   SOLE   21,279 0 0
COUPA SOFTWARE INC COM 22266L106 383 12,310 SH   SOLE   12,310 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 507 3,347 SH   SOLE   3,347 0 0
CREDICORP LTD COM G2519Y108 530 2,583 SH   SOLE   2,583 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 379 23,956 SH   SOLE   23,956 0 0
CRESCENT PT ENERGY CORP COM 22576C101 216 26,849 SH   SOLE   26,849 0 0
SALESFORCE COM INC COM 79466L302 841 9,000 SH Put SOLE   9,000 0 0
CROSSAMERICA PARTNERS LP UT LTD PTN INT 22758A105 382 14,000 SH   SOLE   14,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 627 6,275 SH   SOLE   6,275 0 0
CROWN HOLDINGS INC COM 228368106 1,422 23,819 SH   SOLE   23,819 0 0
CSRA INC COM 12650T104 650 20,139 SH   SOLE   20,139 0 0
CSX CORP COM 126408103 247 4,560 SH   SOLE   4,560 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 5,118 3,700,000 PRN   SOLE   3,700,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,512 28,668 SH   SOLE   28,668 0 0
CUBESMART COM 229663109 400 15,400 SH   SOLE   15,400 0 0
CUBIC CORP COM 229669106 217 4,249 SH   SOLE   4,249 0 0
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CYS INVTS INC COM 12673A108 199 23,009 SH   SOLE   23,009 0 0
DANA INCORPORATED COM 235825205 298 10,660 SH   SOLE   10,660 0 0
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DAVITA INC COM 23918K108 382 6,430 SH   SOLE   6,430 0 0
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DELL TECHNOLOGIES INC COM CL V 24703L103 1,370 17,746 SH   SOLE   17,746 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,667 27,100 SH   SOLE   27,100 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,468 51,180 SH   SOLE   51,180 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 471 3,565 SH   SOLE   3,565 0 0
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DONALDSON INC COM 257651109 1,228 26,720 SH   SOLE   26,720 0 0
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DOVER CORP COM 260003108 1,195 13,072 SH   SOLE   13,072 0 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 630 7,125 SH   SOLE   7,125 0 0
DTE ENERGY CO COM 233331107 699 6,512 SH   SOLE   6,512 0 0
DUKE REALTY CORP COM NEW 264411505 1,153 40,005 SH   SOLE   40,005 0 0
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DAVITA INC COM 23918K108 1,188 20,000 SH Put SOLE   20,000 0 0
DYCOM INDS INC COM 267475101 2,953 34,382 SH   SOLE   34,382 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,050 24,082 SH   SOLE   24,082 0 0
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EBAY INC COM 278642103 289 7,527 SH   SOLE   7,527 0 0
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ECOLAB INC COM 278865100 1,282 9,965 SH   SOLE   9,965 0 0
EDGEWELL PERS CARE CO COM 28035Q102 914 12,557 SH   SOLE   12,557 0 0
EDISON INTL COM 281020107 3,169 41,060 SH   SOLE   41,060 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,522 13,927 SH   SOLE   13,927 0 0
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ISHARES TR MSCI EMG MKT ETF 464287234 1,273 28,400 SH Call SOLE   28,400 0 0
ELECTRONIC ARTS INC COM 285512109 1,168 9,894 SH   SOLE   9,894 0 0
ELEVATE CREDIT INC COM 28621V101 67 10,934 SH   SOLE   10,934 0 0
LILLY ELI & CO COM 532457108 208 2,433 SH   SOLE   2,433 0 0
EMCOR GROUP INC COM 29084Q100 272 3,924 SH   SOLE   3,924 0 0
EMPIRE ST RLTY TR INC CL A 292104106 705 34,344 SH   SOLE   34,344 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 341 33,374 SH   SOLE   33,374 0 0
ENERGEN CORP COM 29265N108 4,050 74,069 SH   SOLE   74,069 0 0
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ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 1,477 85,000 SH   SOLE   85,000 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 325 95,000 SH Put SOLE   95,000 0 0
ENTERGY CORP NEW COM 29364G103 5,721 74,925 SH   SOLE   74,925 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 9,911 9,400,000 PRN   SOLE   9,400,000 0 0
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EP ENERGY CORP CL A 268785102 93 28,485 SH   SOLE   28,485 0 0
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EQT CORP COM 26884L109 4,329 66,355 SH   SOLE   66,355 0 0
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EQUITY LIFESTYLE PPTYS INC COM 29472R108 545 6,400 SH   SOLE   6,400 0 0
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ESSENT GROUP LTD COM G3198U102 697 17,219 SH   SOLE   17,219 0 0
LAUDER ESTEE COS INC CL A 518439104 1,353 12,547 SH   SOLE   12,547 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 344 3,817 SH   SOLE   3,817 0 0
EURONET WORLDWIDE INC COM 298736109 507 5,352 SH   SOLE   5,352 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 336 4,182 SH   SOLE   4,182 0 0
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EVERTEC INC COM 30040P103 597 37,657 SH   SOLE   37,657 0 0
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EXELON CORP COM 30161N101 10,947 290,595 SH   SOLE   290,595 0 0
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EXPRESS INC COM 30219E103 520 76,936 SH   SOLE   76,936 0 0
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EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 494 24,719 SH   SOLE   24,719 0 0
EXTREME NETWORKS INC COM 30226D106 352 29,594 SH   SOLE   29,594 0 0
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FASTENAL CO COM 311900104 589 12,915 SH   SOLE   12,915 0 0
FEDEX CORP COM 31428X106 1,591 7,053 SH   SOLE   7,053 0 0
FERRARI N V COM N3167Y103 575 5,208 SH   SOLE   5,208 0 0
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FINANCIAL ENGINES INC COM 317485100 531 15,293 SH   SOLE   15,293 0 0
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FIRST DATA CORP NEW COM CL A 32008D106 567 31,444 SH   SOLE   31,444 0 0
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FIRSTCASH INC COM 33767D105 244 3,870 SH   SOLE   3,870 0 0
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FLEX LTD ORD Y2573F102 411 24,801 SH   SOLE   24,801 0 0
FLIR SYS INC COM 302445101 570 14,641 SH   SOLE   14,641 0 0
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F M C CORP COM NEW 302491303 770 8,625 SH   SOLE   8,625 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 326 6,865 SH   SOLE   6,865 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 698 7,303 SH   SOLE   7,303 0 0
FOOT LOCKER INC COM 344849104 506 14,361 SH   SOLE   14,361 0 0
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FORMFACTOR INC COM 346375108 255 15,106 SH   SOLE   15,106 0 0
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FRANKLIN RES INC COM 354613101 1,220 27,412 SH   SOLE   27,412 0 0
FREEPORT-MCMORAN INC CL B 35671D857 569 40,538 SH   SOLE   40,538 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 286 6,301 SH   SOLE   6,301 0 0
FULTON FINL CORP PA COM 360271100 533 28,401 SH   SOLE   28,401 0 0
GAMESTOP CORP NEW CL A 36467W109 456 22,083 SH   SOLE   22,083 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,299 35,220 SH   SOLE   35,220 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 243 7,915 SH   SOLE   7,915 0 0
GENERAL ELECTRIC CO COM 369604103 2,418 100,000 SH Put SOLE   100,000 0 0
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GENERAL MLS INC COM 370334104 324 6,268 SH   SOLE   6,268 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 13,381 597,101 SH   SOLE   597,101 0 0
GERDAU S A SPON ADR REP PFD 373737105 173 50,331 SH   SOLE   50,331 0 0
GGP INC COM 36174X101 203 9,769 SH   SOLE   9,769 0 0
GIBRALTAR INDS INC COM 374689107 223 7,150 SH   SOLE   7,150 0 0
GIGAMON INC COM 37518B102 361 8,572 SH   SOLE   8,572 0 0
GILEAD SCIENCES INC COM 375558103 619 7,644 SH   SOLE   7,644 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,280 2,000,000 PRN   SOLE   2,000,000 0 0
GLOBAL PMTS INC COM 37940X102 908 9,552 SH   SOLE   9,552 0 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 315 33,249 SH   SOLE   33,249 0 0
GODADDY INC CL A 380237107 1,382 31,771 SH   SOLE   31,771 0 0
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GOODYEAR TIRE & RUBR CO COM 382550101 315 9,475 SH   SOLE   9,475 0 0
GOPRO INC CL A 38268T103 398 36,130 SH   SOLE   36,130 0 0
GRAMERCY PPTY TR COM NEW 385002308 485 16,045 SH   SOLE   16,045 0 0
GRANITE CONSTR INC COM 387328107 552 9,521 SH   SOLE   9,521 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,827 130,951 SH   SOLE   130,951 0 0
GREAT PLAINS ENERGY INC COM 391164100 8,267 272,843 SH   SOLE   272,843 0 0
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GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 427 8,290 SH   SOLE   8,290 0 0
GASTAR EXPL INC NEW COM 36729W202 49 56,100 SH Call SOLE   56,100 0 0
GUESS INC COM 401617105 568 33,324 SH   SOLE   33,324 0 0
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GULFPORT ENERGY CORP COM NEW 402635304 454 31,677 SH   SOLE   31,677 0 0
BLOCK H & R INC COM 093671105 308 11,630 SH   SOLE   11,630 0 0
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HANCOCK HLDG CO COM 410120109 337 6,960 SH   SOLE   6,960 0 0
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HASBRO INC COM 418056107 337 3,454 SH   SOLE   3,454 0 0
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HCP INC COM 40414L109 1,602 57,549 SH   SOLE   57,549 0 0
HD SUPPLY HLDGS INC COM 40416M105 254 7,030 SH   SOLE   7,030 0 0
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SCHEIN HENRY INC COM 806407102 439 5,349 SH   SOLE   5,349 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 8,527 8,500,000 PRN   SOLE   8,500,000 0 0
MILLER HERMAN INC COM 600544100 888 24,744 SH   SOLE   24,744 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 569 30,496 SH   SOLE   30,496 0 0
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HESS CORP COM 42809H107 1,170 24,955 SH   SOLE   24,955 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,972 270,010 SH   SOLE   270,010 0 0
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HP INC COM 40434L105 2,245 112,490 SH   SOLE   112,490 0 0
HRG GROUP INC COM 40434J100 220 14,072 SH   SOLE   14,072 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 209 4,224 SH   SOLE   4,224 0 0
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HUNT J B TRANS SVCS INC COM 445658107 833 7,503 SH   SOLE   7,503 0 0
HYATT HOTELS CORP COM CL A 448579102 332 5,378 SH   SOLE   5,378 0 0
IAC INTERACTIVECORP COM 44919P508 864 7,350 SH   SOLE   7,350 0 0
ICHOR HOLDINGS SHS G4740B105 228 8,499 SH   SOLE   8,499 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 1,493 1,500,000 PRN   SOLE   1,500,000 0 0
IDEX CORP COM 45167R104 271 2,227 SH   SOLE   2,227 0 0
IDEXX LABS INC COM 45168D104 1,143 7,349 SH   SOLE   7,349 0 0
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ILG INC COM 44967H101 295 11,030 SH   SOLE   11,030 0 0
IMPAX LABORATORIES INC COM 45256B101 406 20,014 SH   SOLE   20,014 0 0
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INC RESH HLDGS INC CL A 45329R109 386 7,371 SH   SOLE   7,371 0 0
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INFOSYS LTD SPONSORED ADR 456788108 874 59,926 SH   SOLE   59,926 0 0
INGERSOLL-RAND PLC SHS G47791101 870 9,754 SH   SOLE   9,754 0 0
INGEVITY CORP COM 45688C107 563 9,019 SH   SOLE   9,019 0 0
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INTERDIGITAL INC COM 45867G101 475 6,439 SH   SOLE   6,439 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 353 14,371 SH   SOLE   14,371 0 0
INTERPUBLIC GROUP COS INC COM 460690100 542 26,052 SH   SOLE   26,052 0 0
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INTUIT COM 461202103 1,253 8,813 SH   SOLE   8,813 0 0
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IONIS PHARMACEUTICALS INC COM 462222100 252 4,970 SH   SOLE   4,970 0 0
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ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 10,799 10,200,000 PRN   SOLE   10,200,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 171 12,504 SH   SOLE   12,504 0 0
ITT INC COM 45073V108 595 13,450 SH   SOLE   13,450 0 0
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J2 GLOBAL INC COM 48123V102 425 5,750 SH   SOLE   5,750 0 0
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JD COM INC SPON ADR CL A 47215P106 1,039 27,190 SH   SOLE   27,190 0 0
JELD-WEN HLDG INC COM 47580P103 267 7,520 SH   SOLE   7,520 0 0
JETBLUE AIRWAYS CORP COM 477143101 803 43,309 SH   SOLE   43,309 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 332 13,307 SH   SOLE   13,307 0 0
SMUCKER J M CO COM NEW 832696405 767 7,306 SH   SOLE   7,306 0 0
JOHNSON & JOHNSON COM 478160104 3,561 27,388 SH   SOLE   27,388 0 0
JONES LANG LASALLE INC COM 48020Q107 599 4,852 SH   SOLE   4,852 0 0
JPMORGAN CHASE & CO COM 46625H100 1,658 17,359 SH   SOLE   17,359 0 0
JUNIPER NETWORKS INC COM 48203R104 1,117 40,153 SH   SOLE   40,153 0 0
K2M GROUP HLDGS INC NOTE 4.125% 8/1 48273JAB3 3,088 2,500,000 PRN   SOLE   2,500,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 941 8,662 SH   SOLE   8,662 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,013 47,115 SH   SOLE   47,115 0 0
KAR AUCTION SVCS INC COM 48238T109 625 13,102 SH   SOLE   13,102 0 0
KB HOME COM 48666K109 2,485 103,009 SH   SOLE   103,009 0 0
KB HOME COM 48666K109 1,085 45,000 SH Call SOLE   45,000 0 0
KBR INC COM 48242W106 867 48,484 SH   SOLE   48,484 0 0
KELLOGG CO COM 487836108 1,570 25,169 SH   SOLE   25,169 0 0
KEMET CORP COM NEW 488360207 688 32,564 SH   SOLE   32,564 0 0
KEYCORP NEW COM 493267108 443 23,560 SH   SOLE   23,560 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 950 22,804 SH   SOLE   22,804 0 0
KEYW HLDG CORP COM 493723100 381 50,000 SH Put SOLE   50,000 0 0
KIMBERLY CLARK CORP COM 494368103 678 5,761 SH   SOLE   5,761 0 0
KIMCO RLTY CORP COM 49446R109 894 45,708 SH   SOLE   45,708 0 0
KINDRED HEALTHCARE INC COM 494580103 70 10,248 SH   SOLE   10,248 0 0
KINROSS GOLD CORP COM NO PAR 496902404 200 47,167 SH   SOLE   47,167 0 0
KIRBY CORP COM 497266106 212 3,214 SH   SOLE   3,214 0 0
KITE PHARMA INC COM 49803L109 714 3,969 SH   SOLE   3,969 0 0
KITE RLTY GROUP TR COM NEW 49803T300 333 16,445 SH   SOLE   16,445 0 0
KITE PHARMA INC COM 49803L109 50,185 279,100 SH Call SOLE   279,100 0 0
KLA-TENCOR CORP COM 482480100 463 4,367 SH   SOLE   4,367 0 0
KIMBERLY CLARK CORP COM 494368103 412 3,500 SH Put SOLE   3,500 0 0
KIMBERLY CLARK CORP COM 494368103 1,942 16,500 SH Call SOLE   16,500 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,128 27,139 SH   SOLE   27,139 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 644 15,620 SH   SOLE   15,620 0 0
KORN FERRY INTL COM NEW 500643200 687 17,424 SH   SOLE   17,424 0 0
KRAFT HEINZ CO COM 500754106 1,625 20,952 SH   SOLE   20,952 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 453 34,601 SH   SOLE   34,601 0 0
KROGER CO COM 501044101 4,070 202,869 SH   SOLE   202,869 0 0
KT CORP SPONSORED ADR 48268K101 1,198 86,389 SH   SOLE   86,389 0 0
L3 TECHNOLOGIES INC COM 502413107 223 1,185 SH   SOLE   1,185 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,056 13,620 SH   SOLE   13,620 0 0
LAM RESEARCH CORP COM 512807108 501 2,707 SH   SOLE   2,707 0 0
LAMB WESTON HLDGS INC COM 513272104 386 8,231 SH   SOLE   8,231 0 0
LANCASTER COLONY CORP COM 513847103 831 6,921 SH   SOLE   6,921 0 0
LANDSTAR SYS INC COM 515098101 900 9,028 SH   SOLE   9,028 0 0
LAREDO PETROLEUM INC COM 516806106 394 30,488 SH   SOLE   30,488 0 0
LAS VEGAS SANDS CORP COM 517834107 1,299 20,254 SH   SOLE   20,254 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 395 13,621 SH   SOLE   13,621 0 0
LAUREATE EDUCATION INC CL A 518613203 251 17,218 SH   SOLE   17,218 0 0
LEAR CORP COM NEW 521865204 1,731 10,000 SH Call SOLE   10,000 0 0
LEAR CORP COM NEW 521865204 1,735 10,025 SH   SOLE   10,025 0 0
LEGG MASON INC COM 524901105 268 6,807 SH   SOLE   6,807 0 0
LEGGETT & PLATT INC COM 524660107 2,253 47,208 SH   SOLE   47,208 0 0
LEIDOS HLDGS INC COM 525327102 292 4,923 SH   SOLE   4,923 0 0
LENNAR CORP CL A 526057104 844 15,985 SH   SOLE   15,985 0 0
LEUCADIA NATL CORP COM 527288104 1,042 41,287 SH   SOLE   41,287 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 748 14,033 SH   SOLE   14,033 0 0
LEXINGTON REALTY TRUST COM 529043101 157 15,401 SH   SOLE   15,401 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 254 7,781 SH   SOLE   7,781 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 411 12,129 SH   SOLE   12,129 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,073 26,129 SH   SOLE   26,129 0 0
LIFEPOINT HEALTH INC COM 53219L109 560 9,680 SH   SOLE   9,680 0 0
LINCOLN ELEC HLDGS INC COM 533900106 989 10,789 SH   SOLE   10,789 0 0
LINCOLN NATL CORP IND COM 534187109 788 10,720 SH   SOLE   10,720 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 832 19,109 SH   SOLE   19,109 0 0
LKQ CORP COM 501889208 744 20,665 SH   SOLE   20,665 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 57 15,476 SH   SOLE   15,476 0 0
CHENIERE ENERGY INC COM NEW 16411R208 676 15,000 SH Call SOLE   15,000 0 0
LOEWS CORP COM 540424108 314 6,551 SH   SOLE   6,551 0 0
LOGMEIN INC COM 54142L109 815 7,409 SH   SOLE   7,409 0 0
LOMBARD MED INC COM G55598109 8 19,129 SH   SOLE   19,129 0 0
LOUISIANA PAC CORP COM 546347105 922 34,045 SH   SOLE   34,045 0 0
LOWES COS INC COM 548661107 1,488 18,615 SH   SOLE   18,615 0 0
LPL FINL HLDGS INC COM 50212V100 436 8,463 SH   SOLE   8,463 0 0
LSC COMMUNICATIONS INC COM 50218P107 199 12,049 SH   SOLE   12,049 0 0
LTC PPTYS INC COM 502175102 244 5,185 SH   SOLE   5,185 0 0
LULULEMON ATHLETICA INC COM 550021109 1,391 22,338 SH   SOLE   22,338 0 0
LUMENTUM HLDGS INC COM 55024U109 320 5,888 SH   SOLE   5,888 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,307 30,000 SH Call SOLE   30,000 0 0
MACERICH CO COM 554382101 211 3,839 SH   SOLE   3,839 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 207 2,872 SH   SOLE   2,872 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 514 2,400 SH   SOLE   2,400 0 0
MAG SILVER CORP COM 55903Q104 137 12,200 SH   SOLE   12,200 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 260 6,949 SH   SOLE   6,949 0 0
MANHATTAN ASSOCS INC COM 562750109 325 7,825 SH   SOLE   7,825 0 0
MANITOWOC INC COM 563571108 203 22,508 SH   SOLE   22,508 0 0
MANPOWERGROUP INC COM 56418H100 1,202 10,203 SH   SOLE   10,203 0 0
MANULIFE FINL CORP COM 56501R106 1,211 59,690 SH   SOLE   59,690 0 0
MARATHON OIL CORP COM 565849106 594 43,797 SH   SOLE   43,797 0 0
MARATHON PETE CORP COM 56585A102 6,040 107,708 SH   SOLE   107,708 0 0
MARKETAXESS HLDGS INC COM 57060D108 236 1,280 SH   SOLE   1,280 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,423 11,747 SH   SOLE   11,747 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 473 26,424 SH   SOLE   26,424 0 0
MASCO CORP COM 574599106 1,017 26,077 SH   SOLE   26,077 0 0
MASONITE INTL CORP NEW COM 575385109 362 5,229 SH   SOLE   5,229 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 402 8,434 SH   SOLE   8,434 0 0
MAXIMUS INC COM 577933104 244 3,776 SH   SOLE   3,776 0 0
MCDONALDS CORP COM 580135101 2,046 13,061 SH   SOLE   13,061 0 0
MCEWEN MNG INC COM 58039P107 1,950 1,000,000 SH   SOLE   1,000,000 0 0
MCKESSON CORP COM 58155Q103 1,046 6,808 SH   SOLE   6,808 0 0
MOODYS CORP COM 615369105 418 3,000 SH Put SOLE   3,000 0 0
M D C HLDGS INC COM 552676108 805 24,253 SH   SOLE   24,253 0 0
MDU RES GROUP INC COM 552690109 285 10,965 SH   SOLE   10,965 0 0
MEDNAX INC COM 58502B106 626 14,514 SH   SOLE   14,514 0 0
MEDTRONIC PLC SHS G5960L103 3,398 43,691 SH   SOLE   43,691 0 0
MELCO CROWN ENTMT LTD ADR 585464100 307 12,730 SH   SOLE   12,730 0 0
MERCADOLIBRE INC COM 58733R102 809 3,124 SH   SOLE   3,124 0 0
MERCK & CO INC COM 58933Y105 1,786 27,891 SH   SOLE   27,891 0 0
MERCURY GENL CORP NEW COM 589400100 654 11,537 SH   SOLE   11,537 0 0
MERIT MED SYS INC COM 589889104 207 4,888 SH   SOLE   4,888 0 0
MERITOR INC COM 59001K100 621 23,888 SH   SOLE   23,888 0 0
METHANEX CORP COM 59151K108 309 6,146 SH   SOLE   6,146 0 0
METHODE ELECTRS INC COM 591520200 412 9,731 SH   SOLE   9,731 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 424 677 SH   SOLE   677 0 0
MAGNA INTL INC COM 559222401 1,335 25,000 SH Put SOLE   25,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 530 11,083 SH   SOLE   11,083 0 0
MICHAELS COS INC COM 59408Q106 664 30,918 SH   SOLE   30,918 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 372 4,148 SH   SOLE   4,148 0 0
MICROSEMI CORP COM 595137100 364 7,069 SH   SOLE   7,069 0 0
MICROSOFT CORP COM 594918104 708 9,504 SH   SOLE   9,504 0 0
MIDDLEBY CORP COM 596278101 324 2,530 SH   SOLE   2,530 0 0
MILACRON HLDGS CORP COM 59870L106 373 22,113 SH   SOLE   22,113 0 0
MIMEDX GROUP INC COM 602496101 470 39,549 SH   SOLE   39,549 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,842 40,000 SH Put SOLE   40,000 0 0
MOELIS & CO CL A 60786M105 407 9,462 SH   SOLE   9,462 0 0
MOHAWK INDS INC COM 608190104 1,301 5,258 SH   SOLE   5,258 0 0
MOLINA HEALTHCARE INC COM 60855R100 205 2,982 SH   SOLE   2,982 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 3,464 2,000,000 PRN   SOLE   2,000,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,217 14,912 SH   SOLE   14,912 0 0
MOMO INC ADR 60879B107 1,000 31,894 SH   SOLE   31,894 0 0
MONDELEZ INTL INC CL A 609207105 1,632 40,147 SH   SOLE   40,147 0 0
MONOLITHIC PWR SYS INC COM 609839105 249 2,341 SH   SOLE   2,341 0 0
MONSANTO CO NEW COM 61166W101 2,311 19,285 SH   SOLE   19,285 0 0
MOODYS CORP COM 615369105 1,581 11,356 SH   SOLE   11,356 0 0
MORGAN STANLEY COM NEW 617446448 1,613 33,476 SH   SOLE   33,476 0 0
MOSAIC CO NEW COM 61945C103 695 32,197 SH   SOLE   32,197 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,005 11,846 SH   SOLE   11,846 0 0
MPLX LP COM UNIT REP LTD 55336V100 7,352 210,000 SH   SOLE   210,000 0 0
MRC GLOBAL INC COM 55345K103 376 21,476 SH   SOLE   21,476 0 0
MSA SAFETY INC COM 553498106 1,339 16,842 SH   SOLE   16,842 0 0
MSC INDL DIRECT INC CL A 553530106 1,224 16,199 SH   SOLE   16,199 0 0
MSCI INC COM 55354G100 729 6,233 SH   SOLE   6,233 0 0
MSC INDL DIRECT INC CL A 553530106 756 10,000 SH Put SOLE   10,000 0 0
MURPHY OIL CORP COM 626717102 1,770 66,641 SH   SOLE   66,641 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 257 50,000 SH Call SOLE   50,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 760 94,119 SH   SOLE   94,119 0 0
NASDAQ INC COM 631103108 1,114 14,366 SH   SOLE   14,366 0 0
NATIONAL FUEL GAS CO N J COM 636180101 775 13,686 SH   SOLE   13,686 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 293 4,674 SH   SOLE   4,674 0 0
NATIONAL OILWELL VARCO INC COM 637071101 285 7,971 SH   SOLE   7,971 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 277 6,639 SH   SOLE   6,639 0 0
NATIONAL HEALTH INVS INC COM 63633D104 298 3,858 SH   SOLE   3,858 0 0
NAVISTAR INTL CORP NEW COM 63934E108 6,611 150,000 SH Put SOLE   150,000 0 0
NAVIENT CORPORATION COM 63938C108 292 19,468 SH   SOLE   19,468 0 0
NAVIGANT CONSULTING INC COM 63935N107 297 17,526 SH   SOLE   17,526 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 11,550 10,500,000 PRN   SOLE   10,500,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 190 12,173 SH   SOLE   12,173 0 0
NETAPP INC COM 64110D104 369 8,427 SH   SOLE   8,427 0 0
NETEASE INC SPONSORED ADR 64110W102 477 1,807 SH   SOLE   1,807 0 0
NETFLIX INC COM 64110L106 587 3,238 SH   SOLE   3,238 0 0
NETGEAR INC COM 64111Q104 241 5,065 SH   SOLE   5,065 0 0
NETSCOUT SYS INC COM 64115T104 495 15,313 SH   SOLE   15,313 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 2,394 2,000,000 PRN   SOLE   2,000,000 0 0
NEW GOLD INC CDA COM 644535106 180 48,407 SH   SOLE   48,407 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 549 6,218 SH   SOLE   6,218 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 196 11,727 SH   SOLE   11,727 0 0
NEWELL BRANDS INC COM 651229106 220 5,161 SH   SOLE   5,161 0 0
NEWMARKET CORP COM 651587107 302 709 SH   SOLE   709 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 137 13,688 SH   SOLE   13,688 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 2,200 2,200,000 PRN   SOLE   2,200,000 0 0
NEWS CORP NEW CL A 65249B109 995 75,036 SH   SOLE   75,036 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 411 6,590 SH   SOLE   6,590 0 0
NEXTERA ENERGY INC COM 65339F101 1,319 9,000 SH   SOLE   9,000 0 0
NICE LTD SPONSORED ADR 653656108 347 4,270 SH   SOLE   4,270 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 244 5,888 SH   SOLE   5,888 0 0
NISOURCE INC COM 65473P105 684 26,722 SH   SOLE   26,722 0 0
NOBLE CORP PLC SHS USD G65431101 79 17,264 SH   SOLE   17,264 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 273 18,739 SH   SOLE   18,739 0 0
NORDSON CORP COM 655663102 964 8,132 SH   SOLE   8,132 0 0
NORTHWESTERN CORP COM NEW 668074305 498 8,739 SH   SOLE   8,739 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 320 5,926 SH   SOLE   5,926 0 0
NOVAGOLD RES INC COM NEW 66987E206 233 56,460 SH   SOLE   56,460 0 0
NOVO-NORDISK A S ADR 670100205 234 4,866 SH   SOLE   4,866 0 0
NRG ENERGY INC COM NEW 629377508 7,711 301,340 SH   SOLE   301,340 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 208 13,258 SH   SOLE   13,258 0 0
NUCOR CORP COM 670346105 743 13,257 SH   SOLE   13,257 0 0
NUTANIX INC CL A 67059N108 677 30,255 SH   SOLE   30,255 0 0
NVIDIA CORP COM 67066G104 875 4,896 SH   SOLE   4,896 0 0
NVR INC COM 62944T105 574 201 SH   SOLE   201 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 6,676 5,500,000 PRN   SOLE   5,500,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 8,278 73,200 SH Call SOLE   73,200 0 0
NXSTAGE MEDICAL INC COM 67072V103 1,559 56,500 SH Call SOLE   56,500 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 585 9,109 SH   SOLE   9,109 0 0
OGE ENERGY CORP COM 670837103 5,585 155,000 SH   SOLE   155,000 0 0
OIL STS INTL INC COM 678026105 206 8,130 SH   SOLE   8,130 0 0
ONEOK INC NEW COM 682680103 2,909 52,500 SH Put SOLE   52,500 0 0
OLD DOMINION FGHT LINES INC COM 679580100 567 5,151 SH   SOLE   5,151 0 0
OLD REP INTL CORP COM 680223104 1,328 67,437 SH   SOLE   67,437 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 593 12,790 SH   SOLE   12,790 0 0
OM ASSET MGMT PLC SHS G67506108 240 16,115 SH   SOLE   16,115 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,613 87,315 SH   SOLE   87,315 0 0
ONEOK INC NEW COM 682680103 345 6,223 SH   SOLE   6,223 0 0
OPEN TEXT CORP COM 683715106 308 9,541 SH   SOLE   9,541 0 0
ORACLE CORP COM 68389X105 1,427 29,513 SH   SOLE   29,513 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 485 2,251 SH   SOLE   2,251 0 0
OSHKOSH CORP COM 688239201 216 2,619 SH   SOLE   2,619 0 0
OSHKOSH CORP COM 688239201 825 10,000 SH Put SOLE   10,000 0 0
OUTFRONT MEDIA INC COM 69007J106 271 10,782 SH   SOLE   10,782 0 0
OWENS & MINOR INC NEW COM 690732102 257 8,794 SH   SOLE   8,794 0 0
OWENS CORNING NEW COM 690742101 1,220 15,778 SH   SOLE   15,778 0 0
OWENS ILL INC COM NEW 690768403 226 8,978 SH   SOLE   8,978 0 0
OXFORD INDS INC COM 691497309 244 3,845 SH   SOLE   3,845 0 0
PG&E CORP COM 69331C108 4,024 59,100 SH   SOLE   59,100 0 0
PACCAR INC COM 693718108 462 6,381 SH   SOLE   6,381 0 0
PACIFIC PREMIER BANCORP COM 69478X105 352 9,318 SH   SOLE   9,318 0 0
PACKAGING CORP AMER COM 695156109 3,458 30,151 SH   SOLE   30,151 0 0
PACWEST BANCORP DEL COM 695263103 424 8,390 SH   SOLE   8,390 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 7,597 5,500,000 PRN   SOLE   5,500,000 0 0
PALO ALTO NETWORKS INC COM 697435105 2,644 18,350 SH   SOLE   18,350 0 0
PAN AMERICAN SILVER CORP COM 697900108 510 29,911 SH   SOLE   29,911 0 0
PANDORA MEDIA INC COM 698354107 210 27,221 SH   SOLE   27,221 0 0
PAPA JOHNS INTL INC COM 698813102 258 3,531 SH   SOLE   3,531 0 0
PARAMOUNT GROUP INC COM 69924R108 359 22,437 SH   SOLE   22,437 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 263 10,473 SH   SOLE   10,473 0 0
PAREXEL INTL CORP COM 699462107 583 6,623 SH   SOLE   6,623 0 0
PARK HOTELS RESORTS INC COM 700517105 437 15,851 SH   SOLE   15,851 0 0
PARKER HANNIFIN CORP COM 701094104 2,689 15,366 SH   SOLE   15,366 0 0
PARSLEY ENERGY INC CL A 701877102 283 10,730 SH   SOLE   10,730 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 295 12,235 SH   SOLE   12,235 0 0
PATTERSON COMPANIES INC COM 703395103 672 17,382 SH   SOLE   17,382 0 0
VERIFONE SYS INC COM 92342Y109 811 40,000 SH Put SOLE   40,000 0 0
PAYCOM SOFTWARE INC COM 70432V102 212 2,829 SH   SOLE   2,829 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 1,004 1,000,000 PRN   SOLE   1,000,000 0 0
PEABODY ENERGY CORP NEW COM 704551100 801 27,615 SH   SOLE   27,615 0 0
PEGASYSTEMS INC COM 705573103 362 6,282 SH   SOLE   6,282 0 0
PENN NATL GAMING INC COM 707569109 215 9,190 SH   SOLE   9,190 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,105 60,937 SH   SOLE   60,937 0 0
PEPSICO INC COM 713448108 3,801 34,110 SH   SOLE   34,110 0 0
PERKINELMER INC COM 714046109 488 7,074 SH   SOLE   7,074 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 313 4,876 SH   SOLE   4,876 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 237 23,607 SH   SOLE   23,607 0 0
PHH CORP COM NEW 693320202 236 16,944 SH   SOLE   16,944 0 0
PHILIP MORRIS INTL INC COM 718172109 1,729 15,571 SH   SOLE   15,571 0 0
PHILLIPS 66 COM 718546104 1,446 15,784 SH   SOLE   15,784 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 667 33,061 SH   SOLE   33,061 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 445 15,664 SH   SOLE   15,664 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 385 18,060 SH   SOLE   18,060 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 666 9,952 SH   SOLE   9,952 0 0
PINNACLE FOODS INC DEL COM 72348P104 576 10,073 SH   SOLE   10,073 0 0
PINNACLE WEST CAP CORP COM 723484101 1,722 20,363 SH   SOLE   20,363 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 3,920 185,000 SH   SOLE   185,000 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 319 14,598 SH   SOLE   14,598 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 363 32,514 SH   SOLE   32,514 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 146 13,976 SH   SOLE   13,976 0 0
PNC FINL SVCS GROUP INC COM 693475105 561 4,165 SH   SOLE   4,165 0 0
POOL CORPORATION COM 73278L105 284 2,624 SH   SOLE   2,624 0 0
POPULAR INC COM NEW 733174700 2,032 56,532 SH   SOLE   56,532 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 527 11,546 SH   SOLE   11,546 0 0
POSCO SPONSORED ADR 693483109 357 5,146 SH   SOLE   5,146 0 0
POST HLDGS INC COM 737446104 455 5,150 SH   SOLE   5,150 0 0
POWER INTEGRATIONS INC COM 739276103 470 6,418 SH   SOLE   6,418 0 0
POWERSHARES ETF TR II PWRS INT BUYBK 73937B621 205 5,888 SH   SOLE   5,888 0 0
PPG INDS INC COM 693506107 478 4,395 SH   SOLE   4,395 0 0
PPL CORP COM 69351T106 3,097 81,612 SH   SOLE   81,612 0 0
PRA GROUP INC COM 69354N106 379 13,214 SH   SOLE   13,214 0 0
PRECISION DRILLING CORP COM 2010 74022D308 50 15,911 SH   SOLE   15,911 0 0
PRICELINE GRP INC COM NEW 741503403 4,621 2,524 SH   SOLE   2,524 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,505 23,389 SH   SOLE   23,389 0 0
PROCTER AND GAMBLE CO COM 742718109 952 10,461 SH   SOLE   10,461 0 0
PROGRESSIVE CORP OHIO COM 743315103 405 8,373 SH   SOLE   8,373 0 0
PROOFPOINT INC COM 743424103 1,270 14,566 SH   SOLE   14,566 0 0
PROS HOLDINGS INC COM 74346Y103 235 9,756 SH   SOLE   9,756 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 428 63,623 SH   SOLE   63,623 0 0
PROVIDENT FINL SVCS INC COM 74386T105 212 7,959 SH   SOLE   7,959 0 0
PRUDENTIAL FINL INC COM 744320102 1,851 17,407 SH   SOLE   17,407 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,271 135,598 SH   SOLE   135,598 0 0
PULTE GROUP INC COM 745867101 488 17,854 SH   SOLE   17,854 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,091 7,500 SH Put SOLE   7,500 0 0
PVH CORP COM 693656100 621 4,929 SH   SOLE   4,929 0 0
QIAGEN NV SHS NEW N72482123 429 13,623 SH   SOLE   13,623 0 0
QORVO INC COM 74736K101 316 4,466 SH   SOLE   4,466 0 0
QUALCOMM INC COM 747525103 1,849 35,659 SH   SOLE   35,659 0 0
QUANTA SVCS INC COM 74762E102 568 15,204 SH   SOLE   15,204 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 192 11,401 SH   SOLE   11,401 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,379 14,722 SH   SOLE   14,722 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 290 5,217 SH   SOLE   5,217 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 1,028 10,818 SH   SOLE   10,818 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 298 19,030 SH   SOLE   19,030 0 0
RADWARE LTD ORD M81873107 208 12,347 SH   SOLE   12,347 0 0
RALPH LAUREN CORP CL A 751212101 1,161 13,150 SH   SOLE   13,150 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,213 14,387 SH   SOLE   14,387 0 0
RAYONIER INC COM 754907103 425 14,716 SH   SOLE   14,716 0 0
REALOGY HLDGS CORP COM 75605Y106 530 16,087 SH   SOLE   16,087 0 0
REALPAGE INC COM 75606N109 465 11,661 SH   SOLE   11,661 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 4,494 4,500,000 PRN   SOLE   4,500,000 0 0
REGENCY CTRS CORP COM 758849103 351 5,665 SH   SOLE   5,665 0 0
REGENERON PHARMACEUTICALS COM 75886F107 860 1,923 SH   SOLE   1,923 0 0
REGIONS FINL CORP NEW COM 7591EP100 438 28,777 SH   SOLE   28,777 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 345 2,470 SH   SOLE   2,470 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 5,976 5,556,000 PRN   SOLE   5,556,000 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 123 10,138 SH   SOLE   10,138 0 0
RENT A CTR INC NEW COM 76009N100 331 28,841 SH   SOLE   28,841 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 8,036 5,955,000 PRN   SOLE   5,955,000 0 0
REPUBLIC SVCS INC COM 760759100 559 8,469 SH   SOLE   8,469 0 0
RESMED INC COM 761152107 208 2,703 SH   SOLE   2,703 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 356 18,727 SH   SOLE   18,727 0 0
RETAIL PPTYS AMER INC CL A 76131V202 177 13,491 SH   SOLE   13,491 0 0
STURM RUGER & CO INC COM 864159108 838 16,200 SH Put SOLE   16,200 0 0
RH COM 74967X103 1,266 18,000 SH Put SOLE   18,000 0 0
REALOGY HLDGS CORP COM 75605Y106 824 25,000 SH Call SOLE   25,000 0 0
RLJ LODGING TR COM 74965L101 388 17,655 SH   SOLE   17,655 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 295 5,723 SH   SOLE   5,723 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,782 10,000 SH Call SOLE   10,000 0 0
ROPER TECHNOLOGIES INC COM 776696106 958 3,936 SH   SOLE   3,936 0 0
ROSS STORES INC COM 778296103 221 3,426 SH   SOLE   3,426 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 232 2,999 SH   SOLE   2,999 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 456 3,845 SH   SOLE   3,845 0 0
ROYAL GOLD INC COM 780287108 469 5,450 SH   SOLE   5,450 0 0
RPM INTL INC COM 749685103 865 16,844 SH   SOLE   16,844 0 0
DONNELLEY R R & SONS CO COM 257867200 178 17,246 SH   SOLE   17,246 0 0
RSP PERMIAN INC COM 74978Q105 408 11,782 SH   SOLE   11,782 0 0
RYDER SYS INC COM 783549108 422 4,996 SH   SOLE   4,996 0 0
S&P GLOBAL INC COM 78409V104 1,744 11,156 SH   SOLE   11,156 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 372 16,973 SH   SOLE   16,973 0 0
SABRE CORP COM 78573M104 663 36,617 SH   SOLE   36,617 0 0
SAIA INC COM 78709Y105 202 3,223 SH   SOLE   3,223 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 220 11,220 SH   SOLE   11,220 0 0
SANCHEZ ENERGY CORP COM 79970Y105 493 102,356 SH   SOLE   102,356 0 0
SANDERSON FARMS INC COM 800013104 1,155 7,150 SH   SOLE   7,150 0 0
SANMINA CORPORATION COM 801056102 215 5,788 SH   SOLE   5,788 0 0
SASOL LTD SPONSORED ADR 803866300 357 12,983 SH   SOLE   12,983 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 433 3,008 SH   SOLE   3,008 0 0
SCANA CORP NEW COM 80589M102 1,162 23,964 SH   SOLE   23,964 0 0
SCHLUMBERGER LTD COM 806857108 309 4,432 SH   SOLE   4,432 0 0
SCHNITZER STL INDS CL A 806882106 453 16,103 SH   SOLE   16,103 0 0
SCHOLASTIC CORP COM 807066105 288 7,732 SH   SOLE   7,732 0 0
SCHULMAN A INC COM 808194104 339 9,927 SH   SOLE   9,927 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 552 8,252 SH   SOLE   8,252 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 789 17,204 SH   SOLE   17,204 0 0
SEABOARD CORP COM 811543107 496 110 SH   SOLE   110 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 292 8,817 SH   SOLE   8,817 0 0
SEALED AIR CORP NEW COM 81211K100 1,277 29,903 SH   SOLE   29,903 0 0
SEAWORLD ENTMT INC COM 81282V100 591 45,468 SH   SOLE   45,468 0 0
SEALED AIR CORP NEW COM 81211K100 534 12,500 SH Call SOLE   12,500 0 0
SELECT MED HLDGS CORP COM 81619Q105 328 17,097 SH   SOLE   17,097 0 0
SEMPRA ENERGY COM 816851109 1,431 12,539 SH   SOLE   12,539 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 283 14,498 SH   SOLE   14,498 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 373 7,752 SH   SOLE   7,752 0 0
SERVICE CORP INTL COM 817565104 478 13,847 SH   SOLE   13,847 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 453 9,692 SH   SOLE   9,692 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 1,611 1,000,000 PRN   SOLE   1,000,000 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,834 40,000 SH Put SOLE   40,000 0 0
SHERWIN WILLIAMS CO COM 824348106 643 1,797 SH   SOLE   1,797 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 6,965 7,000,000 PRN   SOLE   7,000,000 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 627 140,545 SH   SOLE   140,545 0 0
SIERRA WIRELESS INC COM 826516106 277 12,861 SH   SOLE   12,861 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 637 4,972 SH   SOLE   4,972 0 0
SIGNET JEWELERS LIMITED SHS G81276100 272 4,081 SH   SOLE   4,081 0 0
SILGAN HOLDINGS INC COM 827048109 695 23,622 SH   SOLE   23,622 0 0
SILICON LABORATORIES INC COM 826919102 2,180 27,280 SH   SOLE   27,280 0 0
SINA CORP ORD G81477104 388 3,387 SH   SOLE   3,387 0 0
SKECHERS U S A INC CL A 830566105 1,255 50,009 SH   SOLE   50,009 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,420 13,934 SH   SOLE   13,934 0 0
SLM CORP COM 78442P106 174 15,143 SH   SOLE   15,143 0 0
SM ENERGY CO COM 78454L100 1,298 73,178 SH   SOLE   73,178 0 0
SMITH A O COM 831865209 398 6,698 SH   SOLE   6,698 0 0
SNAP ON INC COM 833034101 658 4,415 SH   SOLE   4,415 0 0
SOHU COM INC COM 83408W103 321 5,889 SH   SOLE   5,889 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 7,636 7,650,000 PRN   SOLE   7,650,000 0 0
SONOCO PRODS CO COM 835495102 505 10,000 SH Put SOLE   10,000 0 0
SONOCO PRODS CO COM 835495102 724 14,348 SH   SOLE   14,348 0 0
SONY CORP ADR NEW 835699307 356 9,538 SH   SOLE   9,538 0 0
SOUTHERN CO COM 842587107 4,619 94,000 SH   SOLE   94,000 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 376 9,785 SH   SOLE   9,785 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 13,591 54,097 SH   SOLE   54,097 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 535 1,640 SH   SOLE   1,640 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 1,162 20,469 SH   SOLE   20,469 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 203 1,913 SH   SOLE   1,913 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,977 25,433 SH   SOLE   25,433 0 0
SPIRIT AIRLS INC COM 848577102 662 19,803 SH   SOLE   19,803 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 178 20,757 SH   SOLE   20,757 0 0
SPLUNK INC COM 848637104 241 3,629 SH   SOLE   3,629 0 0
SPROUTS FMRS MKT INC COM 85208M102 489 26,074 SH   SOLE   26,074 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 29,218 116,300 SH Put SOLE   116,300 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,959 27,700 SH Call SOLE   27,700 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 316 7,882 SH   SOLE   7,882 0 0
SSR MNG INC COM 784730103 174 16,436 SH   SOLE   16,436 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 721 15,000 SH Call SOLE   15,000 0 0
ST JOE CO COM 790148100 192 10,166 SH   SOLE   10,166 0 0
STAG INDL INC COM 85254J102 318 11,567 SH   SOLE   11,567 0 0
STANLEY BLACK & DECKER INC COM 854502101 755 5,000 SH   SOLE   5,000 0 0
STARBUCKS CORP COM 855244109 1,244 23,162 SH   SOLE   23,162 0 0
STATE STR CORP COM 857477103 529 5,542 SH   SOLE   5,542 0 0
STATOIL ASA SPONSORED ADR 85771P102 513 25,543 SH   SOLE   25,543 0 0
STEEL DYNAMICS INC COM 858119100 451 13,098 SH   SOLE   13,098 0 0
STEELCASE INC CL A 858155203 543 35,277 SH   SOLE   35,277 0 0
STERICYCLE INC COM 858912108 643 8,972 SH   SOLE   8,972 0 0
STERIS PLC SHS USD G84720104 454 5,138 SH   SOLE   5,138 0 0
SCORPIO TANKERS INC SHS Y7542C106 172 50,000 SH Call SOLE   50,000 0 0
STORE CAP CORP COM 862121100 459 18,476 SH   SOLE   18,476 0 0
STRYKER CORP COM 863667101 448 3,151 SH   SOLE   3,151 0 0
SUNPOWER CORP COM 867652406 372 50,982 SH   SOLE   50,982 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 198 12,308 SH   SOLE   12,308 0 0
SUPER MICRO COMPUTER INC COM 86800U104 340 15,405 SH   SOLE   15,405 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 709 66,355 SH   SOLE   66,355 0 0
SVB FINL GROUP COM 78486Q101 315 1,684 SH   SOLE   1,684 0 0
SYNAPTICS INC COM 87157D109 294 7,504 SH   SOLE   7,504 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 3,425 4,000,000 PRN   SOLE   4,000,000 0 0
SYNCHRONY FINL COM 87165B103 1,140 36,724 SH   SOLE   36,724 0 0
SYNOPSYS INC COM 871607107 689 8,552 SH   SOLE   8,552 0 0
SYNOVUS FINL CORP COM NEW 87161C501 513 11,140 SH   SOLE   11,140 0 0
SYSCO CORP COM 871829107 274 5,071 SH   SOLE   5,071 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 645 17,186 SH   SOLE   17,186 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,008 9,865 SH   SOLE   9,865 0 0
TAL ED GROUP ADS REPSTG COM 874080104 704 20,874 SH   SOLE   20,874 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,415 57,930 SH   SOLE   57,930 0 0
TARGET CORP COM 87612E106 1,827 30,965 SH   SOLE   30,965 0 0
TAUBMAN CTRS INC COM 876664103 267 5,365 SH   SOLE   5,365 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 380 17,240 SH   SOLE   17,240 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 854 24,000 SH Put SOLE   24,000 0 0
TCF FINL CORP COM 872275102 712 41,794 SH   SOLE   41,794 0 0
TE CONNECTIVITY LTD REG SHS H84989104 316 3,799 SH   SOLE   3,799 0 0
TECH DATA CORP COM 878237106 2,390 26,899 SH   SOLE   26,899 0 0
TECK RESOURCES LTD CL B 878742204 1,879 89,082 SH   SOLE   89,082 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 462 2,904 SH   SOLE   2,904 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 296 18,662 SH   SOLE   18,662 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 391 11,387 SH   SOLE   11,387 0 0
TELETECH HOLDINGS INC COM 879939106 212 5,072 SH   SOLE   5,072 0 0
TELUS CORP COM 87971M103 309 8,594 SH   SOLE   8,594 0 0
TENAX THERAPEUTICS INC COM 88032L100 12 32,140 SH   SOLE   32,140 0 0
TENNECO INC COM 880349105 818 13,483 SH   SOLE   13,483 0 0
TERADYNE INC COM 880770102 400 10,727 SH   SOLE   10,727 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 31,833 8,500,000 PRN   SOLE   8,500,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 3,852 3,500,000 PRN   SOLE   3,500,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,273 72,306 SH   SOLE   72,306 0 0
TEREX CORP NEW COM 880779103 900 20,000 SH Put SOLE   20,000 0 0
TEXAS INSTRS INC COM 882508104 4,267 47,605 SH   SOLE   47,605 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 9,835 8,000,000 PRN   SOLE   8,000,000 0 0
THOMSON REUTERS CORP COM 884903105 1,249 27,217 SH   SOLE   27,217 0 0
THOR INDS INC COM 885160101 1,327 10,537 SH   SOLE   10,537 0 0
TILE SHOP HLDGS INC COM 88677Q109 221 17,413 SH   SOLE   17,413 0 0
TIMKEN CO COM 887389104 491 10,113 SH   SOLE   10,113 0 0
TIMKENSTEEL CORP COM 887399103 209 12,649 SH   SOLE   12,649 0 0
TITAN INTL INC ILL COM 88830M102 126 12,452 SH   SOLE   12,452 0 0
TJX COS INC NEW COM 872540109 810 10,988 SH   SOLE   10,988 0 0
T MOBILE US INC COM 872590104 484 7,845 SH   SOLE   7,845 0 0
TOLL BROTHERS INC COM 889478103 883 21,302 SH   SOLE   21,302 0 0
TORO CO COM 891092108 409 6,586 SH   SOLE   6,586 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 302 5,359 SH   SOLE   5,359 0 0
TOTAL SYS SVCS INC COM 891906109 325 4,964 SH   SOLE   4,964 0 0
TPI COMPOSITES INC COM 87266J104 2,026 90,676 SH   SOLE   90,676 0 0
THE TRADE DESK INC COM CL A 88339J105 239 3,886 SH   SOLE   3,886 0 0
TRANSCANADA CORP COM 89353D107 1,252 25,336 SH   SOLE   25,336 0 0
TRANSDIGM GROUP INC COM 893641100 1,282 5,013 SH   SOLE   5,013 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 257 16,381 SH   SOLE   16,381 0 0
TRI POINTE GROUP INC COM 87265H109 335 24,241 SH   SOLE   24,241 0 0
TRIMBLE INC COM 896239100 888 22,615 SH   SOLE   22,615 0 0
TRINET GROUP INC COM 896288107 646 19,220 SH   SOLE   19,220 0 0
TRINITY INDS INC COM 896522109 2,156 67,583 SH   SOLE   67,583 0 0
TRINSEO S A SHS L9340P101 266 3,971 SH   SOLE   3,971 0 0
TRITON INTL LTD CL A G9078F107 367 11,014 SH   SOLE   11,014 0 0
TRINITY INDS INC COM 896522109 2,552 80,000 SH Put SOLE   80,000 0 0
TRUEBLUE INC COM 89785X101 326 14,513 SH   SOLE   14,513 0 0
TUPPERWARE BRANDS CORP COM 899896104 270 4,372 SH   SOLE   4,372 0 0
TUTOR PERINI CORP COM 901109108 296 10,432 SH   SOLE   10,432 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,195 46,331 SH   SOLE   46,331 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 203 7,698 SH   SOLE   7,698 0 0
UGI CORP NEW COM 902681105 1,860 39,690 SH   SOLE   39,690 0 0
ULTA BEAUTY INC COM 90384S303 307 1,357 SH   SOLE   1,357 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 351 14,730 SH   SOLE   14,730 0 0
UNION PAC CORP COM 907818108 1,294 11,161 SH   SOLE   11,161 0 0
UNITED BANKSHARES INC WEST V COM 909907107 2,044 55,008 SH   SOLE   55,008 0 0
UNITED CONTL HLDGS INC COM 910047109 1,332 21,885 SH   SOLE   21,885 0 0
UNITED PARCEL SERVICE INC CL B 911312106 351 2,925 SH   SOLE   2,925 0 0
UNITED RENTALS INC COM 911363109 583 4,203 SH   SOLE   4,203 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,746 23,653 SH   SOLE   23,653 0 0
UNIVAR INC COM 91336L107 486 16,805 SH   SOLE   16,805 0 0
UNIVERSAL FST PRODS INC COM 913543104 244 2,489 SH   SOLE   2,489 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 280 2,523 SH   SOLE   2,523 0 0
UNUM GROUP COM 91529Y106 458 8,958 SH   SOLE   8,958 0 0
URBAN EDGE PPTYS COM 91704F104 253 10,471 SH   SOLE   10,471 0 0
URBAN OUTFITTERS INC COM 917047102 656 27,440 SH   SOLE   27,440 0 0
US BANCORP DEL COM NEW 902973304 457 8,534 SH   SOLE   8,534 0 0
U S CONCRETE INC COM NEW 90333L201 606 7,936 SH   SOLE   7,936 0 0
US FOODS HLDG CORP COM 912008109 414 15,488 SH   SOLE   15,488 0 0
U S SILICA HLDGS INC COM 90346E103 419 13,489 SH   SOLE   13,489 0 0
VALE S A ADR 91912E105 163 16,154 SH   SOLE   16,154 0 0
VALERO ENERGY CORP NEW COM 91913Y100 390 5,071 SH   SOLE   5,071 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,200 44,703 SH   SOLE   44,703 0 0
VALLEY NATL BANCORP COM 919794107 308 25,533 SH   SOLE   25,533 0 0
VANECK VECTORS ETF TR CHINAAMC CSI 300 92189F759 243 5,341 SH   SOLE   5,341 0 0
VANECK VECTORS ETF TR COAL ETF 92189F809 234 16,039 SH   SOLE   16,039 0 0
VANECK VECTORS ETF TR INDONESIA INDEX 92189F833 266 11,229 SH   SOLE   11,229 0 0
VANECK VECTORS ETF TR VIETNAM ETF 92189F817 283 18,963 SH   SOLE   18,963 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 205 2,160 SH   SOLE   2,160 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 398 1,725 SH   SOLE   1,725 0 0
VANTIV INC CL A 92210H105 356 5,045 SH   SOLE   5,045 0 0
VAREX IMAGING CORP COM 92214X106 316 9,333 SH   SOLE   9,333 0 0
VARIAN MED SYS INC COM 92220P105 738 7,379 SH   SOLE   7,379 0 0
VECTREN CORP COM 92240G101 1,315 20,000 SH   SOLE   20,000 0 0
VEECO INSTRS INC DEL COM 922417100 384 17,946 SH   SOLE   17,946 0 0
VEEVA SYS INC CL A COM 922475108 1,077 19,098 SH   SOLE   19,098 0 0
VENATOR MATLS PLC SHS G9329Z100 221 9,774 SH   SOLE   9,774 0 0
VEON LTD SPONSORED ADR 91822M106 68 16,199 SH   SOLE   16,199 0 0
VERA BRADLEY INC COM 92335C106 131 14,822 SH   SOLE   14,822 0 0
VERIFONE SYS INC COM 92342Y109 938 46,252 SH   SOLE   46,252 0 0
VERINT SYS INC COM 92343X100 890 21,255 SH   SOLE   21,255 0 0
VERISIGN INC COM 92343E102 366 3,440 SH   SOLE   3,440 0 0
VERSUM MATLS INC COM 92532W103 250 6,443 SH   SOLE   6,443 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 449 2,952 SH   SOLE   2,952 0 0
VIAVI SOLUTIONS INC COM 925550105 1,028 108,713 SH   SOLE   108,713 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,118 60,000 SH   SOLE   60,000 0 0
VIRTU FINL INC CL A 928254101 314 19,382 SH   SOLE   19,382 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 210 1,813 SH   SOLE   1,813 0 0
VISA INC COM CL A 92826C839 338 3,210 SH   SOLE   3,210 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 208 11,045 SH   SOLE   11,045 0 0
VISTA OUTDOOR INC COM 928377100 575 25,056 SH   SOLE   25,056 0 0
VISTEON CORP COM NEW 92839U206 665 5,370 SH   SOLE   5,370 0 0
VISTRA ENERGY CORP COM 92840M102 1,416 75,755 SH   SOLE   75,755 0 0
VALERO ENERGY CORP NEW COM 91913Y100 962 12,500 SH Call SOLE   12,500 0 0
VMWARE INC CL A COM 928563402 644 5,900 SH   SOLE   5,900 0 0
VULCAN MATLS CO COM 929160109 697 5,824 SH   SOLE   5,824 0 0
VWR CORP COM 91843L103 457 13,800 SH   SOLE   13,800 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 306 7,800 SH Call SOLE   7,800 0 0
WABASH NATL CORP COM 929566107 312 13,672 SH   SOLE   13,672 0 0
WABCO HLDGS INC COM 92927K102 1,063 7,185 SH   SOLE   7,185 0 0
WAGEWORKS INC COM 930427109 254 4,182 SH   SOLE   4,182 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,139 27,706 SH   SOLE   27,706 0 0
WAL-MART STORES INC COM 931142103 2,753 35,228 SH   SOLE   35,228 0 0
WASHINGTON FED INC COM 938824109 399 11,849 SH   SOLE   11,849 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 99 11,936 SH   SOLE   11,936 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 217 6,635 SH   SOLE   6,635 0 0
WASTE MGMT INC DEL COM 94106L109 295 3,766 SH   SOLE   3,766 0 0
WATERS CORP COM 941848103 1,196 6,660 SH   SOLE   6,660 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 3,885 4,000,000 PRN   SOLE   4,000,000 0 0
WAYFAIR INC CL A 94419L101 492 7,306 SH   SOLE   7,306 0 0
WEC ENERGY GROUP INC COM 92939U106 378 6,028 SH   SOLE   6,028 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 634 14,559 SH   SOLE   14,559 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 360 11,344 SH   SOLE   11,344 0 0
WELBILT INC COM 949090104 583 25,275 SH   SOLE   25,275 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,186 6,906 SH   SOLE   6,906 0 0
WELLTOWER INC COM 95040Q104 696 9,908 SH   SOLE   9,908 0 0
WENDYS CO COM 95058W100 242 15,572 SH   SOLE   15,572 0 0
WERNER ENTERPRISES INC COM 950755108 415 11,343 SH   SOLE   11,343 0 0
WESTAR ENERGY INC COM 95709T100 713 14,376 SH   SOLE   14,376 0 0
WESTERN ALLIANCE BANCORP COM 957638109 436 8,222 SH   SOLE   8,222 0 0
WESTERN DIGITAL CORP COM 958102105 1,427 16,520 SH   SOLE   16,520 0 0
WESTLAKE CHEM CORP COM 960413102 913 10,991 SH   SOLE   10,991 0 0
WESTROCK CO COM 96145D105 2,010 35,428 SH   SOLE   35,428 0 0
WEYERHAEUSER CO COM 962166104 254 7,473 SH   SOLE   7,473 0 0
WGL HLDGS INC COM 92924F106 417 4,954 SH   SOLE   4,954 0 0
WHITING PETE CORP NEW COM 966387102 110 20,192 SH   SOLE   20,192 0 0
WILEY JOHN & SONS INC CL A 968223206 290 5,427 SH   SOLE   5,427 0 0
LYON WILLIAM HOMES CL A NEW 552074700 296 12,863 SH   SOLE   12,863 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 380 2,462 SH   SOLE   2,462 0 0
WINNEBAGO INDS INC COM 974637100 205 4,588 SH   SOLE   4,588 0 0
WINTRUST FINL CORP COM 97650W108 469 5,985 SH   SOLE   5,985 0 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 1,753 69,636 SH   SOLE   69,636 0 0
WISDOMTREE TR MID EAST DIVD 97717X305 347 20,012 SH   SOLE   20,012 0 0
WORKDAY INC CL A 98138H101 1,281 12,151 SH   SOLE   12,151 0 0
WORTHINGTON INDS INC COM 981811102 516 11,209 SH   SOLE   11,209 0 0
W P CAREY INC COM 92936U109 548 8,126 SH   SOLE   8,126 0 0
WPX ENERGY INC COM 98212B103 122 10,632 SH   SOLE   10,632 0 0
BERKLEY W R CORP COM 084423102 372 5,573 SH   SOLE   5,573 0 0
GRACE W R & CO DEL NEW COM 38388F108 2,494 34,566 SH   SOLE   34,566 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 396 15,319 SH   SOLE   15,319 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 527 5,000 SH Call SOLE   5,000 0 0
WYNN RESORTS LTD COM 983134107 499 3,353 SH   SOLE   3,353 0 0
XEROX CORP COM NEW 984121608 3,585 107,700 SH   SOLE   107,700 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,846 32,500 SH Put SOLE   32,500 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,054 30,000 SH Put SOLE   30,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 388 15,000 SH Put SOLE   15,000 0 0
EXXON MOBIL CORP COM 30231G102 1,025 12,500 SH Put SOLE   12,500 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1,023 30,000 SH Put SOLE   30,000 0 0
XPERI CORP COM 98421B100 247 9,775 SH   SOLE   9,775 0 0
XPO LOGISTICS INC COM 983793100 1,356 20,000 SH Put SOLE   20,000 0 0
XPO LOGISTICS INC COM 983793100 1,758 25,934 SH   SOLE   25,934 0 0
XYLEM INC COM 98419M100 1,102 17,603 SH   SOLE   17,603 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 1,238 1,239,000 PRN   SOLE   1,239,000 0 0
YANDEX N V SHS CLASS A N97284108 483 14,656 SH   SOLE   14,656 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 719 32,267 SH   SOLE   32,267 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 341 24,707 SH   SOLE   24,707 0 0
YUM CHINA HLDGS INC COM 98850P109 1,747 43,714 SH   SOLE   43,714 0 0
YUM BRANDS INC COM 988498101 499 6,779 SH   SOLE   6,779 0 0
YY INC ADS REPCOM CLA 98426T106 443 5,103 SH   SOLE   5,103 0 0
ZAYO GROUP HLDGS INC COM 98919V105 1,539 44,712 SH   SOLE   44,712 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 291 2,682 SH   SOLE   2,682 0 0
ZENDESK INC COM 98936J101 213 7,331 SH   SOLE   7,331 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,114 18,052 SH   SOLE   18,052 0 0
ZIONS BANCORPORATION COM 989701107 646 13,690 SH   SOLE   13,690 0 0
ZOETIS INC CL A 98978V103 1,525 23,923 SH   SOLE   23,923 0 0