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
51JOB INC NOTE 3.250% 4/1 316827AC8 7,375 5,000,000 PRN   SOLE   5,000,000 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 517 34,000 SH   SOLE   34,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 293 5,000 SH Call SOLE   5,000 0 0
ABBOTT LABS COM 002824100 394 6,896 SH   SOLE   6,896 0 0
ABBVIE INC COM 00287Y109 655 6,769 SH   SOLE   6,769 0 0
ABM INDS INC COM 000957100 415 11,012 SH   SOLE   11,012 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 777 23,808 SH   SOLE   23,808 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 275 10,062 SH   SOLE   10,062 0 0
ACCO BRANDS CORP COM 00081T108 202 16,571 SH   SOLE   16,571 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,262 19,923 SH   SOLE   19,923 0 0
ADIENT PLC ORD SHS G0084W101 1,181 15,000 SH Call SOLE   15,000 0 0
ADOBE SYS INC COM 00724F101 1,230 7,017 SH   SOLE   7,017 0 0
ADTALEM GLOBAL ED INC COM 00737L103 383 9,111 SH   SOLE   9,111 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 469 4,708 SH   SOLE   4,708 0 0
ADVANCED ENERGY INDS COM 007973100 1,022 15,138 SH   SOLE   15,138 0 0
AERCAP HOLDINGS NV SHS N00985106 364 6,913 SH   SOLE   6,913 0 0
AES CORP COM 00130H105 531 48,997 SH   SOLE   48,997 0 0
AETNA INC NEW COM 00817Y108 5,529 30,650 SH   SOLE   30,650 0 0
AFLAC INC COM 001055102 262 2,980 SH   SOLE   2,980 0 0
AGCO CORP COM 001084102 461 6,449 SH   SOLE   6,449 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,585 23,661 SH   SOLE   23,661 0 0
AIR PRODS & CHEMS INC COM 009158106 3,492 21,285 SH   SOLE   21,285 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 666 10,242 SH   SOLE   10,242 0 0
ALASKA AIR GROUP INC COM 011659109 739 10,055 SH   SOLE   10,055 0 0
ALCOA CORP COM 013872106 985 18,291 SH   SOLE   18,291 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 227 1,738 SH   SOLE   1,738 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 584 3,384 SH   SOLE   3,384 0 0
ALLERGAN PLC SHS G0177J108 469 2,870 SH   SOLE   2,870 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,095 48,645 SH   SOLE   48,645 0 0
ALLSTATE CORP COM 020002101 896 8,561 SH   SOLE   8,561 0 0
ALLY FINL INC COM 02005N100 692 23,733 SH   SOLE   23,733 0 0
ALPHABET INC CAP STK CL A 02079K305 546 518 SH   SOLE   518 0 0
ALTRIA GROUP INC COM 02209S103 1,443 20,202 SH   SOLE   20,202 0 0
AMDOCS LTD SHS G02602103 1,431 21,857 SH   SOLE   21,857 0 0
AMEDISYS INC COM 023436108 398 7,543 SH   SOLE   7,543 0 0
AMEREN CORP COM 023608102 5,601 94,950 SH   SOLE   94,950 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 501 9,623 SH   SOLE   9,623 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 515 30,232 SH   SOLE   30,232 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 205 5,002 SH   SOLE   5,002 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 675 35,909 SH   SOLE   35,909 0 0
AMERICAN ELEC PWR INC COM 025537101 10,480 142,453 SH   SOLE   142,453 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 528 17,177 SH   SOLE   17,177 0 0
AMERICAN EXPRESS CO COM 025816109 723 7,278 SH   SOLE   7,278 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 320 2,951 SH   SOLE   2,951 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 837 38,323 SH   SOLE   38,323 0 0
AMERICAN STS WTR CO COM 029899101 2,329 40,224 SH   SOLE   40,224 0 0
AMERICAN TOWER CORP NEW COM 03027X100 506 3,548 SH   SOLE   3,548 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,137 12,423 SH   SOLE   12,423 0 0
AMERIPRISE FINL INC COM 03076C106 398 2,350 SH   SOLE   2,350 0 0
AMERISOURCEBERGEN CORP COM 03073E105 345 3,759 SH   SOLE   3,759 0 0
AMGEN INC COM 031162100 1,045 6,007 SH   SOLE   6,007 0 0
ANADARKO PETE CORP COM 032511107 799 14,900 SH   SOLE   14,900 0 0
ANDEAVOR COM 03349M105 344 3,008 SH   SOLE   3,008 0 0
ANSYS INC COM 03662Q105 623 4,218 SH   SOLE   4,218 0 0
ANTERO RES CORP COM 03674X106 496 26,113 SH   SOLE   26,113 0 0
ANTHEM INC COM 036752103 896 3,984 SH   SOLE   3,984 0 0
AON PLC SHS CL A G0408V102 538 4,012 SH   SOLE   4,012 0 0
APACHE CORP COM 037411105 485 11,486 SH   SOLE   11,486 0 0
APPLE INC COM 037833100 1,212 7,163 SH   SOLE   7,163 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 576 8,456 SH   SOLE   8,456 0 0
APPLIED MATLS INC COM 038222105 1,780 34,812 SH   SOLE   34,812 0 0
AQUA AMERICA INC COM 03836W103 1,409 35,926 SH   SOLE   35,926 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 999 24,927 SH   SOLE   24,927 0 0
ARES CAP CORP COM 04010L103 515 32,739 SH   SOLE   32,739 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 228 3,761 SH   SOLE   3,761 0 0
ARRAY BIOPHARMA INC NOTE 2.625%12/0 04269XAB1 6,754 6,000,000 PRN   SOLE   6,000,000 0 0
ARROW ELECTRS INC COM 042735100 365 4,538 SH   SOLE   4,538 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 307 4,318 SH   SOLE   4,318 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 373 9,193 SH   SOLE   9,193 0 0
ASSOCIATED BANC CORP COM 045487105 260 10,249 SH   SOLE   10,249 0 0
ASSURANT INC COM 04621X108 295 2,922 SH   SOLE   2,922 0 0
ASSURED GUARANTY LTD COM G0585R106 706 20,854 SH   SOLE   20,854 0 0
ATHENE HLDG LTD CL A G0684D107 364 7,036 SH   SOLE   7,036 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 2,663 1,133,004 SH   SOLE   1,133,004 0 0
ATLANTICA YIELD PLC SHS G0751N103 3,655 172,306 SH   SOLE   172,306 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,132 19,304 SH   SOLE   19,304 0 0
ATLASSIAN CORP PLC CL A G06242104 1,065 23,396 SH   SOLE   23,396 0 0
ATMOS ENERGY CORP COM 049560105 787 9,161 SH   SOLE   9,161 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 449 3,833 SH   SOLE   3,833 0 0
AVERY DENNISON CORP COM 053611109 389 3,386 SH   SOLE   3,386 0 0
AVIS BUDGET GROUP COM 053774105 359 8,190 SH   SOLE   8,190 0 0
AVNET INC COM 053807103 912 23,029 SH   SOLE   23,029 0 0
BAIDU INC SPON ADR REP A 056752108 781 3,336 SH   SOLE   3,336 0 0
BALL CORP COM 058498106 1,285 33,939 SH   SOLE   33,939 0 0
BANK MONTREAL QUE COM 063671101 626 7,818 SH   SOLE   7,818 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 429 11,816 SH   SOLE   11,816 0 0
BANK NEW YORK MELLON CORP COM 064058100 864 16,040 SH   SOLE   16,040 0 0
BANK N S HALIFAX COM 064149107 795 12,322 SH   SOLE   12,322 0 0
BANK OF THE OZARKS COM 063904106 3,698 76,322 SH   SOLE   76,322 0 0
BARRICK GOLD CORP COM 067901108 791 54,676 SH   SOLE   54,676 0 0
BAXTER INTL INC COM 071813109 972 15,042 SH   SOLE   15,042 0 0
BCE INC COM NEW 05534B760 817 17,013 SH   SOLE   17,013 0 0
BEACON ROOFING SUPPLY INC COM 073685109 679 10,643 SH   SOLE   10,643 0 0
BECTON DICKINSON & CO COM 075887109 2,031 9,490 SH   SOLE   9,490 0 0
BED BATH & BEYOND INC COM 075896100 658 29,909 SH   SOLE   29,909 0 0
BELDEN INC COM 077454106 500 6,485 SH   SOLE   6,485 0 0
BENCHMARK ELECTRS INC COM 08160H101 274 9,414 SH   SOLE   9,414 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,032 5,207 SH   SOLE   5,207 0 0
BERRY GLOBAL GROUP INC COM 08579W103 2,551 43,477 SH   SOLE   43,477 0 0
BUNGE LIMITED COM G16962105 1,342 20,000 SH Call SOLE   20,000 0 0
BGC PARTNERS INC CL A 05541T101 1,353 89,575 SH   SOLE   89,575 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 2,174 2,000,000 PRN   SOLE   2,000,000 0 0
BIO RAD LABS INC CL A 090572207 928 3,890 SH   SOLE   3,890 0 0
BLACK HILLS CORP COM 092113109 2,605 43,334 SH   SOLE   43,334 0 0
BLACK KNIGHT INC COM 09215C105 346 7,848 SH   SOLE   7,848 0 0
BLACKBAUD INC COM 09227Q100 343 3,632 SH   SOLE   3,632 0 0
BLACKBERRY LTD COM 09228F103 115 10,288 SH   SOLE   10,288 0 0
BOEING CO COM 097023105 348 1,181 SH   SOLE   1,181 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 790 20,720 SH   SOLE   20,720 0 0
BORGWARNER INC COM 099724106 1,780 34,843 SH   SOLE   34,843 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 198 12,801 SH   SOLE   12,801 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,347 54,319 SH   SOLE   54,319 0 0
BOX INC CL A 10316T104 643 30,424 SH   SOLE   30,424 0 0
BP PLC SPONSORED ADR 055622104 469 11,167 SH   SOLE   11,167 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 511 28,067 SH   SOLE   28,067 0 0
BRINKER INTL INC COM 109641100 429 11,039 SH   SOLE   11,039 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,072 17,487 SH   SOLE   17,487 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 3,040 2,750,000 PRN   SOLE   2,750,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 443 23,739 SH   SOLE   23,739 0 0
BROADCOM LTD SHS Y09827109 276 1,075 SH   SOLE   1,075 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 346 3,821 SH   SOLE   3,821 0 0
BROWN FORMAN CORP CL B 115637209 891 12,975 SH   SOLE   12,975 0 0
BRUKER CORP COM 116794108 271 7,895 SH   SOLE   7,895 0 0
BRUNSWICK CORP COM 117043109 470 8,513 SH   SOLE   8,513 0 0
BUNGE LIMITED COM G16962105 540 8,045 SH   SOLE   8,045 0 0
BORGWARNER INC COM 099724106 1,022 20,000 SH Call SOLE   20,000 0 0
BWX TECHNOLOGIES INC COM 05605H100 763 12,613 SH   SOLE   12,613 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,596 51,586 SH   SOLE   51,586 0 0
CABOT CORP COM 127055101 669 10,868 SH   SOLE   10,868 0 0
CACI INTL INC CL A 127190304 323 2,443 SH   SOLE   2,443 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 633 15,138 SH   SOLE   15,138 0 0
CAESARS ENTMT CORP COM 127686103 452 35,725 SH   SOLE   35,725 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 1,781 39,277 SH   SOLE   39,277 0 0
CALPINE CORP COM NEW 131347304 49,725 3,286,549 SH   SOLE   3,286,549 0 0
CAMPBELL SOUP CO COM 134429109 518 10,760 SH   SOLE   10,760 0 0
CAPITAL ONE FINL CORP COM 14040H105 769 7,720 SH   SOLE   7,720 0 0
CAPITOL FED FINL INC COM 14057J101 158 11,791 SH   SOLE   11,791 0 0
CARDINAL HEALTH INC COM 14149Y108 6,224 101,576 SH   SOLE   101,576 0 0
CARDTRONICS PLC SHS CL A G1991C105 307 16,561 SH   SOLE   16,561 0 0
CARLISLE COS INC COM 142339100 210 1,852 SH   SOLE   1,852 0 0
CARMAX INC COM 143130102 1,379 21,501 SH   SOLE   21,501 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 767 11,563 SH   SOLE   11,563 0 0
CARNIVAL PLC ADR 14365C103 235 3,543 SH   SOLE   3,543 0 0
CAVIUM INC COM 14964U108 2,213 26,403 SH   SOLE   26,403 0 0
CBRE GROUP INC CL A 12504L109 300 6,926 SH   SOLE   6,926 0 0
CBS CORP NEW CL B 124857202 348 5,904 SH   SOLE   5,904 0 0
CDK GLOBAL INC COM 12508E101 518 7,267 SH   SOLE   7,267 0 0
CELANESE CORP DEL COM SER A 150870103 268 2,506 SH   SOLE   2,506 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 626 83,524 SH   SOLE   83,524 0 0
CENOVUS ENERGY INC COM 15135U109 207 22,673 SH   SOLE   22,673 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,354 83,000 SH   SOLE   83,000 0 0
CENTURYLINK INC COM 156700106 528 31,675 SH   SOLE   31,675 0 0
CF INDS HLDGS INC COM 125269100 482 11,330 SH   SOLE   11,330 0 0
CHEMICAL FINL CORP COM 163731102 395 7,384 SH   SOLE   7,384 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,761 32,702 SH   SOLE   32,702 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 408 8,067 SH   SOLE   8,067 0 0
CHOICE HOTELS INTL INC COM 169905106 353 4,545 SH   SOLE   4,545 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 495 35,182 SH   SOLE   35,182 0 0
CIENA CORP COM NEW 171779309 341 16,289 SH   SOLE   16,289 0 0
CIGNA CORPORATION COM 125509109 460 2,266 SH   SOLE   2,266 0 0
CIMAREX ENERGY CO COM 171798101 618 5,068 SH   SOLE   5,068 0 0
CINCINNATI FINL CORP COM 172062101 486 6,480 SH   SOLE   6,480 0 0
CIRRUS LOGIC INC COM 172755100 732 14,115 SH   SOLE   14,115 0 0
CITIGROUP INC COM NEW 172967424 1,164 15,648 SH   SOLE   15,648 0 0
CITRIX SYS INC COM 177376100 5,167 58,716 SH   SOLE   58,716 0 0
CLEAN HARBORS INC COM 184496107 235 4,338 SH   SOLE   4,338 0 0
CME GROUP INC COM CL A 12572Q105 1,370 9,379 SH   SOLE   9,379 0 0
CMS ENERGY CORP COM 125896100 547 11,554 SH   SOLE   11,554 0 0
CNA FINL CORP COM 126117100 229 4,311 SH   SOLE   4,311 0 0
CNH INDL N V SHS N20944109 2,933 218,888 SH   SOLE   218,888 0 0
CNH INDL N V SHS N20944109 717 53,500 SH Call SOLE   53,500 0 0
COCA COLA CO COM 191216100 835 18,202 SH   SOLE   18,202 0 0
COGNEX CORP COM 192422103 632 10,328 SH   SOLE   10,328 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,723 38,348 SH   SOLE   38,348 0 0
COHERENT INC COM 192479103 388 1,375 SH   SOLE   1,375 0 0
ROCKWELL COLLINS INC COM 774341101 1,831 13,500 SH Call SOLE   13,500 0 0
COLFAX CORP COM 194014106 2,448 61,780 SH   SOLE   61,780 0 0
COLUMBIA BKG SYS INC COM 197236102 294 6,759 SH   SOLE   6,759 0 0
COLUMBIA ETF TR II EMRG MARKETS ETF 19762B509 235 8,352 SH   SOLE   8,352 0 0
COMCAST CORP NEW CL A 20030N101 204 5,086 SH   SOLE   5,086 0 0
COMMERCE BANCSHARES INC COM 200525103 272 4,880 SH   SOLE   4,880 0 0
COMMERCIAL METALS CO COM 201723103 421 19,730 SH   SOLE   19,730 0 0
COMMUNITY BK SYS INC COM 203607106 894 16,640 SH   SOLE   16,640 0 0
CONAGRA BRANDS INC COM 205887102 323 8,564 SH   SOLE   8,564 0 0
CONDUENT INC COM 206787103 334 20,643 SH   SOLE   20,643 0 0
CONSOLIDATED EDISON INC COM 209115104 10,793 127,054 SH   SOLE   127,054 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,077 4,711 SH   SOLE   4,711 0 0
CONTINENTAL RESOURCES INC COM 212015101 343 6,476 SH   SOLE   6,476 0 0
CONVERGYS CORP COM 212485106 589 25,063 SH   SOLE   25,063 0 0
COOPER COS INC COM NEW 216648402 1,351 6,202 SH   SOLE   6,202 0 0
COPA HOLDINGS SA CL A P31076105 973 7,261 SH   SOLE   7,261 0 0
COPART INC COM 217204106 801 18,544 SH   SOLE   18,544 0 0
CORECIVIC INC COM 21871N101 240 10,664 SH   SOLE   10,664 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 3,988 4,000,000 PRN   SOLE   4,000,000 0 0
CORNING INC COM 219350105 1,546 48,343 SH   SOLE   48,343 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 804 27,543 SH   SOLE   27,543 0 0
COVANTA HLDG CORP COM 22282E102 207 12,232 SH   SOLE   12,232 0 0
CALPINE CORP COM NEW 131347304 49,324 3,260,000 SH Put SOLE   3,260,000 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 954 32,200 SH Put SOLE   32,200 0 0
CREE INC COM 225447101 248 6,683 SH   SOLE   6,683 0 0
CRESCENT PT ENERGY CORP COM 22576C101 275 36,033 SH   SOLE   36,033 0 0
CROWN HOLDINGS INC COM 228368106 439 7,809 SH   SOLE   7,809 0 0
CSG SYS INTL INC COM 126349109 206 4,709 SH   SOLE   4,709 0 0
CSRA INC COM 12650T104 256 8,557 SH   SOLE   8,557 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 4,371 3,700,000 PRN   SOLE   3,700,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,217 27,586 SH   SOLE   27,586 0 0
CITRIX SYS INC COM 177376100 2,640 30,000 SH Put SOLE   30,000 0 0
CITRIX SYS INC COM 177376100 2,640 30,000 SH Call SOLE   30,000 0 0
CUBESMART COM 229663109 256 8,836 SH   SOLE   8,836 0 0
CULLEN FROST BANKERS INC COM 229899109 558 5,895 SH   SOLE   5,895 0 0
CUMMINS INC COM 231021106 209 1,182 SH   SOLE   1,182 0 0
CURTISS WRIGHT CORP COM 231561101 281 2,310 SH   SOLE   2,310 0 0
CVS HEALTH CORP COM 126650100 1,681 23,181 SH   SOLE   23,181 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,125 150,000 SH Call SOLE   150,000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 317 20,825 SH   SOLE   20,825 0 0
DANAHER CORP DEL COM 235851102 1,318 14,196 SH   SOLE   14,196 0 0
DARDEN RESTAURANTS INC COM 237194105 475 4,943 SH   SOLE   4,943 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 380 6,472 SH   SOLE   6,472 0 0
DDR CORP COM 23317H102 119 13,334 SH   SOLE   13,334 0 0
DEAN FOODS CO NEW COM NEW 242370203 143 12,331 SH   SOLE   12,331 0 0
DECKERS OUTDOOR CORP COM 243537107 293 3,654 SH   SOLE   3,654 0 0
DEERE & CO COM 244199105 428 2,735 SH   SOLE   2,735 0 0
DELEK US HLDGS INC NEW COM 24665A103 299 8,549 SH   SOLE   8,549 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,377 16,937 SH   SOLE   16,937 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 352 6,281 SH   SOLE   6,281 0 0
DELUXE CORP COM 248019101 205 2,670 SH   SOLE   2,670 0 0
DEVON ENERGY CORP NEW COM 25179M103 209 5,051 SH   SOLE   5,051 0 0
DIAMONDBACK ENERGY INC COM 25278X109 431 3,417 SH   SOLE   3,417 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 324 28,700 SH   SOLE   28,700 0 0
DICKS SPORTING GOODS INC COM 253393102 587 20,412 SH   SOLE   20,412 0 0
DIGITAL RLTY TR INC COM 253868103 215 1,889 SH   SOLE   1,889 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 337 15,043 SH   SOLE   15,043 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 286 13,491 SH   SOLE   13,491 0 0
DISH NETWORK CORP CL A 25470M109 2,118 44,355 SH   SOLE   44,355 0 0
DOLLAR GEN CORP NEW COM 256677105 1,019 10,955 SH   SOLE   10,955 0 0
DOLLAR TREE INC COM 256746108 926 8,629 SH   SOLE   8,629 0 0
DOMINION ENERGY INC COM 25746U109 234 2,889 SH   SOLE   2,889 0 0
DONALDSON INC COM 257651109 470 9,592 SH   SOLE   9,592 0 0
DOUGLAS EMMETT INC COM 25960P109 268 6,535 SH   SOLE   6,535 0 0
D R HORTON INC COM 23331A109 241 4,715 SH   SOLE   4,715 0 0
DSW INC CL A 23334L102 742 34,660 SH   SOLE   34,660 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 754 8,959 SH   SOLE   8,959 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 618 5,218 SH   SOLE   5,218 0 0
DAVITA INC COM 23918K108 1,806 25,000 SH Put SOLE   25,000 0 0
DXC TECHNOLOGY CO COM 23355L106 299 3,149 SH   SOLE   3,149 0 0
DYCOM INDS INC COM 267475101 591 5,300 SH Call SOLE   5,300 0 0
DYCOM INDS INC COM 267475101 591 5,300 SH Put SOLE   5,300 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,749 35,289 SH   SOLE   35,289 0 0
EAGLE MATERIALS INC COM 26969P108 3,386 29,889 SH   SOLE   29,889 0 0
EAST WEST BANCORP INC COM 27579R104 228 3,741 SH   SOLE   3,741 0 0
EATON CORP PLC SHS G29183103 675 8,539 SH   SOLE   8,539 0 0
EATON VANCE CORP COM NON VTG 278265103 478 8,484 SH   SOLE   8,484 0 0
ECHOSTAR CORP CL A 278768106 1,116 18,633 SH   SOLE   18,633 0 0
EDGEWELL PERS CARE CO COM 28035Q102 1,301 21,898 SH   SOLE   21,898 0 0
EDISON INTL COM 281020107 2,333 36,889 SH   SOLE   36,889 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,272 11,287 SH   SOLE   11,287 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,444 73,100 SH Put SOLE   73,100 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,854 81,800 SH Call SOLE   81,800 0 0
ELECTRONIC ARTS INC COM 285512109 1,095 10,427 SH   SOLE   10,427 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 3,046 3,150,000 PRN   SOLE   3,150,000 0 0
LILLY ELI & CO COM 532457108 2,440 28,890 SH   SOLE   28,890 0 0
EMCOR GROUP INC COM 29084Q100 460 5,630 SH   SOLE   5,630 0 0
EMERSON ELEC CO COM 291011104 1,394 20,000 SH Call SOLE   20,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 257 5,199 SH   SOLE   5,199 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 355 155,000 SH Put SOLE   155,000 0 0
ENTEGRIS INC COM 29362U104 261 8,577 SH   SOLE   8,577 0 0
ENTERGY CORP NEW COM 29364G103 2,921 35,894 SH   SOLE   35,894 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 6,240 6,000,000 PRN   SOLE   6,000,000 0 0
EOG RES INC COM 26875P101 425 3,939 SH   SOLE   3,939 0 0
EPR PPTYS COM SH BEN INT 26884U109 300 4,587 SH   SOLE   4,587 0 0
EQUINIX INC COM PAR $0.001 29444U700 412 909 SH   SOLE   909 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,445 38,334 SH   SOLE   38,334 0 0
ERICSSON ADR B SEK 10 294821608 205 30,747 SH   SOLE   30,747 0 0
ESSENT GROUP LTD COM G3198U102 283 6,507 SH   SOLE   6,507 0 0
ESSEX PPTY TR INC COM 297178105 742 3,074 SH   SOLE   3,074 0 0
LAUDER ESTEE COS INC CL A 518439104 2,207 17,342 SH   SOLE   17,342 0 0
EATON CORP PLC SHS G29183103 1,185 15,000 SH Call SOLE   15,000 0 0
EURONET WORLDWIDE INC COM 298736109 523 6,208 SH   SOLE   6,208 0 0
EXELIXIS INC COM 30161Q104 242 7,972 SH   SOLE   7,972 0 0
EXPEDIA INC DEL COM NEW 30212P303 914 7,628 SH   SOLE   7,628 0 0
EXPEDITORS INTL WASH INC COM 302130109 410 6,339 SH   SOLE   6,339 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 231 3,090 SH   SOLE   3,090 0 0
EXXON MOBIL CORP COM 30231G102 1,543 18,450 SH   SOLE   18,450 0 0
F5 NETWORKS INC COM 315616102 536 4,088 SH   SOLE   4,088 0 0
FACEBOOK INC CL A 30303M102 944 5,347 SH   SOLE   5,347 0 0
FACTSET RESH SYS INC COM 303075105 544 2,820 SH   SOLE   2,820 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 1,142 16,700 SH Put SOLE   16,700 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 484 3,647 SH   SOLE   3,647 0 0
FEDEX CORP COM 31428X106 811 3,250 SH   SOLE   3,250 0 0
FERRARI N V COM N3167Y103 212 2,018 SH   SOLE   2,018 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 561 38,169 SH   SOLE   38,169 0 0
FIFTH THIRD BANCORP COM 316773100 907 29,899 SH   SOLE   29,899 0 0
FIRST AMERN FINL CORP COM 31847R102 1,127 20,110 SH   SOLE   20,110 0 0
FIRST DATA CORP NEW COM CL A 32008D106 1,121 67,077 SH   SOLE   67,077 0 0
FIRST HAWAIIAN INC COM 32051X108 212 7,256 SH   SOLE   7,256 0 0
FIRST HORIZON NATL CORP COM 320517105 343 17,144 SH   SOLE   17,144 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 611 19,429 SH   SOLE   19,429 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 240 5,991 SH   SOLE   5,991 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 271 11,298 SH   SOLE   11,298 0 0
FIRSTENERGY CORP COM 337932107 2,334 76,235 SH   SOLE   76,235 0 0
FLEX LTD ORD Y2573F102 269 14,969 SH   SOLE   14,969 0 0
FLIR SYS INC COM 302445101 462 9,901 SH   SOLE   9,901 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 920 23,443 SH   SOLE   23,443 0 0
FOOT LOCKER INC COM 344849104 1,027 21,898 SH   SOLE   21,898 0 0
FORTINET INC COM 34959E109 1,209 27,663 SH   SOLE   27,663 0 0
FORTIVE CORP COM 34959J108 891 12,318 SH   SOLE   12,318 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,558 22,769 SH   SOLE   22,769 0 0
FORWARD AIR CORP COM 349853101 238 4,135 SH   SOLE   4,135 0 0
FRANKLIN RES INC COM 354613101 1,801 41,573 SH   SOLE   41,573 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 111 10,325 SH   SOLE   10,325 0 0
FREEPORT-MCMORAN INC CL B 35671D857 379 19,994 SH   SOLE   19,994 0 0
FTI CONSULTING INC COM 302941109 209 4,870 SH   SOLE   4,870 0 0
FULTON FINL CORP PA COM 360271100 298 16,650 SH   SOLE   16,650 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 495 13,371 SH   SOLE   13,371 0 0
GANNETT CO INC COM 36473H104 261 22,522 SH   SOLE   22,522 0 0
GAP INC DEL COM 364760108 699 20,529 SH   SOLE   20,529 0 0
GENERAC HLDGS INC COM 368736104 294 5,946 SH   SOLE   5,946 0 0
GENERAL DYNAMICS CORP COM 369550108 666 3,274 SH   SOLE   3,274 0 0
GENERAL ELECTRIC CO COM 369604103 2,052 117,584 SH   SOLE   117,584 0 0
GENERAL MLS INC COM 370334104 1,405 23,697 SH   SOLE   23,697 0 0
GENERAL MTRS CO COM 37045V100 5,121 124,931 SH   SOLE   124,931 0 0
GENESCO INC COM 371532102 293 9,008 SH   SOLE   9,008 0 0
GEO GROUP INC NEW COM 36162J106 228 9,640 SH   SOLE   9,640 0 0
GGP INC COM 36174X101 251 10,718 SH   SOLE   10,718 0 0
GILDAN ACTIVEWEAR INC COM 375916103 333 10,319 SH   SOLE   10,319 0 0
GILEAD SCIENCES INC COM 375558103 1,733 24,192 SH   SOLE   24,192 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 603 16,996 SH   SOLE   16,996 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 569 4,600 SH Put SOLE   4,600 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,286 10,400 SH Call SOLE   10,400 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,219 2,000,000 PRN   SOLE   2,000,000 0 0
GLOBAL X FDS GLBX MSCI COLUM 37950E200 189 18,879 SH   SOLE   18,879 0 0
GENERAL MTRS CO COM 37045V100 1,640 40,000 SH Put SOLE   40,000 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 45 10,377 SH   SOLE   10,377 0 0
GOLDCORP INC NEW COM 380956409 516 40,440 SH   SOLE   40,440 0 0
GOLDMAN SACHS ETF TR ACTIVEBETA INT 381430107 2,988 99,600 SH   SOLE   99,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,430 5,614 SH   SOLE   5,614 0 0
GOPRO INC CL A 38268T103 192 25,350 SH   SOLE   25,350 0 0
GRAMERCY PPTY TR COM NEW 385002308 643 24,135 SH   SOLE   24,135 0 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 1,746 1,750,000 PRN   SOLE   1,750,000 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,697 109,810 SH   SOLE   109,810 0 0
GREAT PLAINS ENERGY INC COM 391164100 11,205 347,549 SH   SOLE   347,549 0 0
GREAT WESTN BANCORP INC COM 391416104 357 8,962 SH   SOLE   8,962 0 0
GREEN DOT CORP CL A 39304D102 216 3,581 SH   SOLE   3,581 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 194 26,555 SH   SOLE   26,555 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 955 51,142 SH   SOLE   51,142 0 0
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 236 7,982 SH   SOLE   7,982 0 0
CLAYMORE EXCHANGE TRD FD TR GUGG FRNTR MKT 18383Q838 162 10,892 SH   SOLE   10,892 0 0
GULFPORT ENERGY CORP COM NEW 402635304 693 54,315 SH   SOLE   54,315 0 0
GRAINGER W W INC COM 384802104 2,126 9,000 SH Call SOLE   9,000 0 0
BLOCK H & R INC COM 093671105 1,019 38,872 SH   SOLE   38,872 0 0
FULLER H B CO COM 359694106 421 7,816 SH   SOLE   7,816 0 0
HALLIBURTON CO COM 406216101 897 18,347 SH   SOLE   18,347 0 0
HANCOCK HLDG CO COM 410120109 690 13,943 SH   SOLE   13,943 0 0
HANOVER INS GROUP INC COM 410867105 562 5,196 SH   SOLE   5,196 0 0
HARRIS CORP DEL COM 413875105 503 3,554 SH   SOLE   3,554 0 0
HAWAIIAN HOLDINGS INC COM 419879101 252 6,322 SH   SOLE   6,322 0 0
HCA HEALTHCARE INC COM 40412C101 205 2,330 SH   SOLE   2,330 0 0
HCP INC COM 40414L109 869 33,315 SH   SOLE   33,315 0 0
HD SUPPLY HLDGS INC COM 40416M105 777 19,401 SH   SOLE   19,401 0 0
HEALTHCARE RLTY TR COM 421946104 222 6,920 SH   SOLE   6,920 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 365 12,136 SH   SOLE   12,136 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 9,397 9,327,000 PRN   SOLE   9,327,000 0 0
MILLER HERMAN INC COM 600544100 383 9,571 SH   SOLE   9,571 0 0
HESS CORP COM 42809H107 377 7,950 SH   SOLE   7,950 0 0
HEXCEL CORP NEW COM 428291108 543 8,783 SH   SOLE   8,783 0 0
HIGHWOODS PPTYS INC COM 431284108 1,037 20,362 SH   SOLE   20,362 0 0
HILLENBRAND INC COM 431571108 411 9,190 SH   SOLE   9,190 0 0
HILL ROM HLDGS INC COM 431475102 365 4,327 SH   SOLE   4,327 0 0
HILTON GRAND VACATIONS INC COM 43283X105 795 18,941 SH   SOLE   18,941 0 0
HONEYWELL INTL INC COM 438516106 2,128 13,874 SH   SOLE   13,874 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 519 17,386 SH   SOLE   17,386 0 0
HOSTESS BRANDS INC CL A 44109J106 433 29,231 SH   SOLE   29,231 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 363 39,059 SH   SOLE   39,059 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 384 114,700 SH Put SOLE   114,700 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 503 150,000 SH Call SOLE   150,000 0 0
HRG GROUP INC COM 40434J100 864 50,951 SH   SOLE   50,951 0 0
HUB GROUP INC CL A 443320106 212 4,433 SH   SOLE   4,433 0 0
HUBBELL INC COM 443510607 377 2,786 SH   SOLE   2,786 0 0
HUDSON PAC PPTYS INC COM 444097109 429 12,527 SH   SOLE   12,527 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,512 6,414 SH   SOLE   6,414 0 0
HUNTSMAN CORP COM 447011107 694 20,846 SH   SOLE   20,846 0 0
HYATT HOTELS CORP COM CL A 448579102 385 5,232 SH   SOLE   5,232 0 0
IAC INTERACTIVECORP COM 44919P508 281 2,300 SH Call SOLE   2,300 0 0
IAC INTERACTIVECORP COM 44919P508 1,733 14,172 SH   SOLE   14,172 0 0
IAMGOLD CORP COM 450913108 87 14,995 SH   SOLE   14,995 0 0
ICONIX BRAND GROUP INC COM 451055107 52 40,000 SH Put SOLE   40,000 0 0
ICONIX BRAND GROUP INC COM 451055107 51 39,481 SH   SOLE   39,481 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 689 830,000 PRN   SOLE   830,000 0 0
IDEXX LABS INC COM 45168D104 387 2,475 SH   SOLE   2,475 0 0
ILG INC COM 44967H101 342 12,000 SH Put SOLE   12,000 0 0
ILG INC COM 44967H101 2,022 71,000 SH Call SOLE   71,000 0 0
ILG INC COM 44967H101 207 7,266 SH   SOLE   7,266 0 0
ILLINOIS TOOL WKS INC COM 452308109 311 1,864 SH   SOLE   1,864 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 5,216 5,350,000 PRN   SOLE   5,350,000 0 0
INCYTE CORP COM 45337C102 766 8,083 SH   SOLE   8,083 0 0
INGERSOLL-RAND PLC SHS G47791101 1,605 17,998 SH   SOLE   17,998 0 0
INGEVITY CORP COM 45688C107 214 3,039 SH   SOLE   3,039 0 0
INPHI CORP COM 45772F107 1,235 33,750 SH   SOLE   33,750 0 0
INSPERITY INC COM 45778Q107 209 3,640 SH   SOLE   3,640 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1,400 1,750,000 PRN   SOLE   1,750,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,057 14,980 SH   SOLE   14,980 0 0
INTERDIGITAL INC COM 45867G101 963 12,651 SH   SOLE   12,651 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 215 5,419 SH   SOLE   5,419 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 326 12,292 SH   SOLE   12,292 0 0
INTL PAPER CO COM 460146103 497 8,576 SH   SOLE   8,576 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,437 9,364 SH   SOLE   9,364 0 0
INTUIT COM 461202103 236 1,494 SH   SOLE   1,494 0 0
INVESCO LTD SHS G491BT108 394 10,787 SH   SOLE   10,787 0 0
INVESTORS BANCORP INC NEW COM 46146L101 591 42,605 SH   SOLE   42,605 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 71 12,455 SH   SOLE   12,455 0 0
IQVIA HLDGS INC COM 46266C105 774 7,911 SH   SOLE   7,911 0 0
ISHARES INC CORE MSCI EMKT 46434G103 12,629 221,957 SH   SOLE   221,957 0 0
ISHARES TR CORE S&P500 ETF 464287200 435 1,617 SH   SOLE   1,617 0 0
ISHARES TR MSCI ACWI EX US 464288240 23,766 475,794 SH   SOLE   475,794 0 0
ISHARES INC MSCI BRIC INDX 464286657 227 5,100 SH   SOLE   5,100 0 0
ISHARES INC MSCI CHILE ETF 464286640 252 4,833 SH   SOLE   4,833 0 0
ISHARES TR CHINA SM-CAP ETF 46429B200 212 4,192 SH   SOLE   4,192 0 0
ISHARES TR EAFE VALUE ETF 464288877 352 6,380 SH   SOLE   6,380 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 965 20,479 SH   SOLE   20,479 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 515 15,562 SH   SOLE   15,562 0 0
ISHARES INC MSCI GERMANY ETF 464286806 610 18,467 SH   SOLE   18,467 0 0
ISHARES INC MSCI STH KOR ETF 464286772 392 5,230 SH   SOLE   5,230 0 0
ISHARES INC MSCI TURKEY ETF 464286715 360 8,274 SH   SOLE   8,274 0 0
ISHARES TR NA TEC SFTWR ETF 464287515 233 1,510 SH   SOLE   1,510 0 0
ISHARES TR RUS 1000 ETF 464287622 669 4,501 SH   SOLE   4,501 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 437 3,245 SH   SOLE   3,245 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 860 5,638 SH   SOLE   5,638 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 237 1,882 SH   SOLE   1,882 0 0
ISHARES TR RUS MID CAP ETF 464287499 237 1,138 SH   SOLE   1,138 0 0
ISHARES TR US TELECOM ETF 464287713 214 7,276 SH   SOLE   7,276 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 8,677 8,200,000 PRN   SOLE   8,200,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,086 26,800 SH Put SOLE   26,800 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,082 7,100 SH Call SOLE   7,100 0 0
JABIL INC COM 466313103 541 20,604 SH   SOLE   20,604 0 0
JACK IN THE BOX INC COM 466367109 800 8,157 SH   SOLE   8,157 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,957 59,996 SH   SOLE   59,996 0 0
JAZZ US HLDGS INC NOTE 8.000%12/3 47216EAA8 5,167 1,500,000 PRN   SOLE   1,500,000 0 0
JD COM INC SPON ADR CL A 47215P106 733 17,686 SH   SOLE   17,686 0 0
JOHNSON & JOHNSON COM 478160104 2,135 15,280 SH   SOLE   15,280 0 0
JPMORGAN CHASE & CO COM 46625H100 1,356 12,681 SH   SOLE   12,681 0 0
JUNIPER NETWORKS INC COM 48203R104 584 20,476 SH   SOLE   20,476 0 0
K2M GROUP HLDGS INC NOTE 4.125% 8/1 48273JAB3 2,841 2,500,000 PRN   SOLE   2,500,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,150 29,938 SH   SOLE   29,938 0 0
KAR AUCTION SVCS INC COM 48238T109 695 13,765 SH   SOLE   13,765 0 0
KB HOME COM 48666K109 3,828 119,827 SH   SOLE   119,827 0 0
KB HOME COM 48666K109 1,278 40,000 SH Call SOLE   40,000 0 0
KEMPER CORP DEL COM 488401100 293 4,252 SH   SOLE   4,252 0 0
KENNAMETAL INC COM 489170100 280 5,784 SH   SOLE   5,784 0 0
KIMBERLY CLARK CORP COM 494368103 455 3,774 SH   SOLE   3,774 0 0
KIMCO RLTY CORP COM 49446R109 1,173 64,648 SH   SOLE   64,648 0 0
KINDER MORGAN INC DEL COM 49456B101 859 47,520 SH   SOLE   47,520 0 0
KKR & CO L P DEL COM UNITS 48248M102 815 38,700 SH   SOLE   38,700 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 1,085 28,716 SH   SOLE   28,716 0 0
KORN FERRY INTL COM NEW 500643200 442 10,684 SH   SOLE   10,684 0 0
KRAFT HEINZ CO COM 500754106 1,838 23,632 SH   SOLE   23,632 0 0
KRANESHARES TR BOSERA MSCI CH 500767405 259 7,510 SH   SOLE   7,510 0 0
KROGER CO COM 501044101 604 21,996 SH   SOLE   21,996 0 0
KRONOS WORLDWIDE INC COM 50105F105 306 11,885 SH   SOLE   11,885 0 0
KT CORP SPONSORED ADR 48268K101 185 11,827 SH   SOLE   11,827 0 0
KULICKE & SOFFA INDS INC COM 501242101 364 14,969 SH   SOLE   14,969 0 0
L3 TECHNOLOGIES INC COM 502413107 1,733 8,758 SH   SOLE   8,758 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,342 14,685 SH   SOLE   14,685 0 0
LAM RESEARCH CORP COM 512807108 676 3,671 SH   SOLE   3,671 0 0
LAMB WESTON HLDGS INC COM 513272104 1,379 24,437 SH   SOLE   24,437 0 0
LANDSTAR SYS INC COM 515098101 347 3,338 SH   SOLE   3,338 0 0
LAS VEGAS SANDS CORP COM 517834107 923 13,280 SH   SOLE   13,280 0 0
LA Z BOY INC COM 505336107 552 17,690 SH   SOLE   17,690 0 0
LEAR CORP COM NEW 521865204 337 1,906 SH   SOLE   1,906 0 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 1,225 123,250 SH   SOLE   123,250 0 0
LEGGETT & PLATT INC COM 524660107 1,076 22,551 SH   SOLE   22,551 0 0
LEIDOS HLDGS INC COM 525327102 225 3,486 SH   SOLE   3,486 0 0
LENNAR CORP CL B 526057302 208 4,019 SH   SOLE   4,019 0 0
LEUCADIA NATL CORP COM 527288104 1,425 53,786 SH   SOLE   53,786 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 371 8,372 SH   SOLE   8,372 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 495 20,252 SH   SOLE   20,252 0 0
LIBERTY PPTY TR SH BEN INT 531172104 338 7,869 SH   SOLE   7,869 0 0
LINCOLN ELEC HLDGS INC COM 533900106 867 9,464 SH   SOLE   9,464 0 0
LINCOLN NATL CORP IND COM 534187109 1,069 13,908 SH   SOLE   13,908 0 0
LOGMEIN INC COM 54142L109 389 3,399 SH   SOLE   3,399 0 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 255 11,062 SH   SOLE   11,062 0 0
LOUISIANA PAC CORP COM 546347105 548 20,861 SH   SOLE   20,861 0 0
LOWES COS INC COM 548661107 1,128 12,141 SH   SOLE   12,141 0 0
LULULEMON ATHLETICA INC COM 550021109 727 9,253 SH   SOLE   9,253 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 392 3,555 SH   SOLE   3,555 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,277 30,000 SH Call SOLE   30,000 0 0
MACERICH CO COM 554382101 255 3,877 SH   SOLE   3,877 0 0
MACK CALI RLTY CORP COM 554489104 314 14,549 SH   SOLE   14,549 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 629 2,982 SH   SOLE   2,982 0 0
MAGNA INTL INC COM 559222401 265 4,672 SH   SOLE   4,672 0 0
MANITOWOC CO INC COM NEW 563571405 386 9,812 SH   SOLE   9,812 0 0
MARATHON OIL CORP COM 565849106 573 33,821 SH   SOLE   33,821 0 0
MARATHON PETE CORP COM 56585A102 2,381 36,083 SH   SOLE   36,083 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,210 10,000 SH   SOLE   10,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 465 21,669 SH   SOLE   21,669 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,763 11,650 SH   SOLE   11,650 0 0
MATSON INC COM 57686G105 218 7,291 SH   SOLE   7,291 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 784 14,994 SH   SOLE   14,994 0 0
MCKESSON CORP COM 58155Q103 614 3,940 SH   SOLE   3,940 0 0
MDU RES GROUP INC COM 552690109 321 11,926 SH   SOLE   11,926 0 0
MEDICINES CO COM 584688105 374 13,681 SH   SOLE   13,681 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 597 515,000 PRN   SOLE   515,000 0 0
MEDTRONIC PLC SHS G5960L103 3,472 43,003 SH   SOLE   43,003 0 0
MERCK & CO INC COM 58933Y105 632 11,230 SH   SOLE   11,230 0 0
MERCURY GENL CORP NEW COM 589400100 725 13,567 SH   SOLE   13,567 0 0
MERITOR INC COM 59001K100 897 38,240 SH   SOLE   38,240 0 0
METLIFE INC COM 59156R108 2,117 41,862 SH   SOLE   41,862 0 0
MGIC INVT CORP WIS COM 552848103 335 23,767 SH   SOLE   23,767 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 555 8,817 SH   SOLE   8,817 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 953 10,846 SH   SOLE   10,846 0 0
MICRON TECHNOLOGY INC COM 595112103 790 19,217 SH   SOLE   19,217 0 0
MICROSEMI CORP COM 595137100 213 4,126 SH   SOLE   4,126 0 0
MICROSOFT CORP COM 594918104 902 10,546 SH   SOLE   10,546 0 0
MILACRON HLDGS CORP COM 59870L106 261 13,639 SH   SOLE   13,639 0 0
MINERALS TECHNOLOGIES INC COM 603158106 290 4,216 SH   SOLE   4,216 0 0
MKS INSTRUMENT INC COM 55306N104 441 4,671 SH   SOLE   4,671 0 0
MOHAWK INDS INC COM 608190104 561 2,034 SH   SOLE   2,034 0 0
MOLINA HEALTHCARE INC COM 60855R100 308 4,017 SH   SOLE   4,017 0 0
MOLSON COORS BREWING CO CL B 60871R209 734 8,943 SH   SOLE   8,943 0 0
MOMO INC ADR 60879B107 219 8,962 SH   SOLE   8,962 0 0
MONOLITHIC PWR SYS INC COM 609839105 215 1,912 SH   SOLE   1,912 0 0
MONSANTO CO NEW COM 61166W101 1,302 11,147 SH   SOLE   11,147 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 874 13,806 SH   SOLE   13,806 0 0
MOSAIC CO NEW COM 61945C103 1,283 50,000 SH Put SOLE   50,000 0 0
MOSAIC CO NEW COM 61945C103 2,181 85,000 SH Call SOLE   85,000 0 0
MOSAIC CO NEW COM 61945C103 4,592 178,955 SH   SOLE   178,955 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 388 4,292 SH   SOLE   4,292 0 0
MPLX LP COM UNIT REP LTD 55336V100 922 26,000 SH Put SOLE   26,000 0 0
MRC GLOBAL INC COM 55345K103 193 11,410 SH   SOLE   11,410 0 0
MSA SAFETY INC COM 553498106 376 4,854 SH   SOLE   4,854 0 0
MSC INDL DIRECT INC CL A 553530106 249 2,578 SH   SOLE   2,578 0 0
MSCI INC COM 55354G100 681 5,378 SH   SOLE   5,378 0 0
MUELLER WTR PRODS INC COM SER A 624758108 183 14,575 SH   SOLE   14,575 0 0
MURPHY OIL CORP COM 626717102 1,503 48,407 SH   SOLE   48,407 0 0
NABORS INDUSTRIES LTD SHS G6359F103 102 14,911 SH   SOLE   14,911 0 0
NASDAQ INC COM 631103108 871 11,343 SH   SOLE   11,343 0 0
NATIONAL FUEL GAS CO N J COM 636180101 459 8,364 SH   SOLE   8,364 0 0
NAVISTAR INTL CORP NEW COM 63934E108 6,432 150,000 SH Put SOLE   150,000 0 0
NAVIENT CORPORATION COM 63938C108 918 68,885 SH   SOLE   68,885 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 4,887 4,719,000 PRN   SOLE   4,719,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 8,690 8,000,000 PRN   SOLE   8,000,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 477 24,696 SH   SOLE   24,696 0 0
NETAPP INC COM 64110D104 472 8,532 SH   SOLE   8,532 0 0
NETGEAR INC COM 64111Q104 326 5,542 SH   SOLE   5,542 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 649 8,361 SH   SOLE   8,361 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 2,099 2,000,000 PRN   SOLE   2,000,000 0 0
NEW JERSEY RES COM 646025106 1,050 26,125 SH   SOLE   26,125 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 313 3,328 SH   SOLE   3,328 0 0
NEWFIELD EXPL CO COM 651290108 317 10,062 SH   SOLE   10,062 0 0
NEWMONT MINING CORP COM 651639106 659 17,558 SH   SOLE   17,558 0 0
NEWS CORP NEW CL A 65249B109 1,116 68,862 SH   SOLE   68,862 0 0
NEXTERA ENERGY INC COM 65339F101 14,057 90,000 SH   SOLE   90,000 0 0
NIC INC COM 62914B100 238 14,348 SH   SOLE   14,348 0 0
NIKE INC CL B 654106103 272 4,352 SH   SOLE   4,352 0 0
NISOURCE INC COM 65473P105 2,477 96,500 SH   SOLE   96,500 0 0
NOBLE ENERGY INC COM 655044105 250 8,572 SH   SOLE   8,572 0 0
NOKIA CORP SPONSORED ADR 654902204 78 16,741 SH   SOLE   16,741 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 243 14,393 SH   SOLE   14,393 0 0
NORDSON CORP COM 655663102 790 5,393 SH   SOLE   5,393 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,058 3,448 SH   SOLE   3,448 0 0
NORTHWESTERN CORP COM NEW 668074305 1,591 26,644 SH   SOLE   26,644 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 527 9,889 SH   SOLE   9,889 0 0
NOVARTIS A G SPONSORED ADR 66987V109 333 3,966 SH   SOLE   3,966 0 0
NOW INC COM 67011P100 299 27,147 SH   SOLE   27,147 0 0
NRG ENERGY INC COM NEW 629377508 9,005 316,196 SH   SOLE   316,196 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 164 10,000 SH Put SOLE   10,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,765 107,947 SH   SOLE   107,947 0 0
NUCOR CORP COM 670346105 384 6,045 SH   SOLE   6,045 0 0
NVIDIA CORP COM 67066G104 658 3,402 SH   SOLE   3,402 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 12,381 10,000,000 PRN   SOLE   10,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 960 8,200 SH   SOLE   8,200 0 0
OASIS PETE INC NEW COM 674215108 249 29,600 SH Put SOLE   29,600 0 0
OASIS PETE INC NEW COM 674215108 1,971 234,324 SH   SOLE   234,324 0 0
OGE ENERGY CORP COM 670837103 663 20,161 SH   SOLE   20,161 0 0
OLD DOMINION FGHT LINES INC COM 679580100 294 2,234 SH   SOLE   2,234 0 0
OLD REP INTL CORP COM 680223104 987 46,184 SH   SOLE   46,184 0 0
OLIN CORP COM PAR $1 680665205 242 6,815 SH   SOLE   6,815 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 562 10,558 SH   SOLE   10,558 0 0
OLIN CORP COM PAR $1 680665205 1,423 40,000 SH Call SOLE   40,000 0 0
OM ASSET MGMT PLC SHS G67506108 176 10,479 SH   SOLE   10,479 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,277 60,967 SH   SOLE   60,967 0 0
ORACLE CORP COM 68389X105 1,530 32,350 SH   SOLE   32,350 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 358 1,489 SH   SOLE   1,489 0 0
OSHKOSH CORP COM 688239201 1,023 11,251 SH   SOLE   11,251 0 0
OUTFRONT MEDIA INC COM 69007J106 779 33,580 SH   SOLE   33,580 0 0
OWENS CORNING NEW COM 690742101 281 3,058 SH   SOLE   3,058 0 0
OWENS ILL INC COM NEW 690768403 707 31,904 SH   SOLE   31,904 0 0
OXFORD INDS INC COM 691497309 385 5,122 SH   SOLE   5,122 0 0
PG&E CORP COM 69331C108 338 7,550 SH   SOLE   7,550 0 0
PACCAR INC COM 693718108 728 10,235 SH   SOLE   10,235 0 0
PALO ALTO NETWORKS INC COM 697435105 893 6,159 SH   SOLE   6,159 0 0
PARAMOUNT GROUP INC COM 69924R108 884 55,759 SH   SOLE   55,759 0 0
PARK HOTELS RESORTS INC COM 700517105 803 27,928 SH   SOLE   27,928 0 0
PARSLEY ENERGY INC CL A 701877102 799 27,137 SH   SOLE   27,137 0 0
PATTERSON COMPANIES INC COM 703395103 377 10,421 SH   SOLE   10,421 0 0
PATTERSON UTI ENERGY INC COM 703481101 474 20,586 SH   SOLE   20,586 0 0
PAYCHEX INC COM 704326107 1,524 22,387 SH   SOLE   22,387 0 0
PAYPAL HLDGS INC COM 70450Y103 870 11,813 SH   SOLE   11,813 0 0
PBF ENERGY INC CL A 69318G106 222 6,276 SH   SOLE   6,276 0 0
PRICELINE GRP INC COM NEW 741503403 695 400 SH Put SOLE   400 0 0
PRICELINE GRP INC COM NEW 741503403 695 400 SH Call SOLE   400 0 0
PEABODY ENERGY CORP NEW COM 704551100 945 23,996 SH   SOLE   23,996 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 241 20,251 SH   SOLE   20,251 0 0
PENTAIR PLC SHS G7S00T104 472 6,683 SH   SOLE   6,683 0 0
PEPSICO INC COM 713448108 985 8,212 SH   SOLE   8,212 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 255 7,702 SH   SOLE   7,702 0 0
PROOFPOINT INC COM 743424103 1,288 14,500 SH Put SOLE   14,500 0 0
PHILIP MORRIS INTL INC COM 718172109 205 1,943 SH   SOLE   1,943 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,028 52,415 SH   SOLE   52,415 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,228 39,548 SH   SOLE   39,548 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,312 22,059 SH   SOLE   22,059 0 0
PINNACLE WEST CAP CORP COM 723484101 359 4,216 SH   SOLE   4,216 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 336 15,293 SH   SOLE   15,293 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 188 19,001 SH   SOLE   19,001 0 0
PLEXUS CORP COM 729132100 232 3,829 SH   SOLE   3,829 0 0
PNC FINL SVCS GROUP INC COM 693475105 940 6,513 SH   SOLE   6,513 0 0
PNM RES INC COM 69349H107 287 7,101 SH   SOLE   7,101 0 0
POLARIS INDS INC COM 731068102 237 1,915 SH   SOLE   1,915 0 0
POLYONE CORP COM 73179P106 542 12,451 SH   SOLE   12,451 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 7,563 165,935 SH   SOLE   165,935 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 264 10,414 SH   SOLE   10,414 0 0
PPG INDS INC COM 693506107 1,168 10,000 SH   SOLE   10,000 0 0
PPL CORP COM 69351T106 972 31,413 SH   SOLE   31,413 0 0
PREMIER INC CL A 74051N102 534 18,294 SH   SOLE   18,294 0 0
PRICELINE GRP INC COM NEW 741503403 3,814 2,195 SH   SOLE   2,195 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,085 15,374 SH   SOLE   15,374 0 0
PROASSURANCE CORP COM 74267C106 418 7,313 SH   SOLE   7,313 0 0
PROGRESSIVE CORP OHIO COM 743315103 786 13,949 SH   SOLE   13,949 0 0
PROOFPOINT INC COM 743424103 2,049 23,075 SH   SOLE   23,075 0 0
PRUDENTIAL FINL INC COM 744320102 3,190 27,743 SH   SOLE   27,743 0 0
PTC INC COM 69370C100 317 5,211 SH   SOLE   5,211 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 15,941 309,538 SH   SOLE   309,538 0 0
PULTE GROUP INC COM 745867101 539 16,209 SH   SOLE   16,209 0 0
PURE STORAGE INC CL A 74624M102 682 42,983 SH   SOLE   42,983 0 0
QORVO INC COM 74736K101 329 4,936 SH   SOLE   4,936 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3,240 20,800 SH Put SOLE   20,800 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,340 8,600 SH Call SOLE   8,600 0 0
QUANTA SVCS INC COM 74762E102 521 13,321 SH   SOLE   13,321 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,976 20,068 SH   SOLE   20,068 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 212 18,062 SH   SOLE   18,062 0 0
RADIAN GROUP INC COM 750236101 835 40,530 SH   SOLE   40,530 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 224 15,201 SH   SOLE   15,201 0 0
RANGE RES CORP COM 75281A109 1,307 76,611 SH   SOLE   76,611 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,696 18,991 SH   SOLE   18,991 0 0
RAYTHEON CO COM NEW 755111507 1,612 8,583 SH   SOLE   8,583 0 0
REALOGY HLDGS CORP COM 75605Y106 298 11,230 SH   SOLE   11,230 0 0
REALTY INCOME CORP COM 756109104 714 12,521 SH   SOLE   12,521 0 0
RED HAT INC COM 756577102 1,684 14,019 SH   SOLE   14,019 0 0
RED ROCK RESORTS INC CL A 75700L108 342 10,137 SH   SOLE   10,137 0 0
REGAL BELOIT CORP COM 758750103 304 3,973 SH   SOLE   3,973 0 0
REGENCY CTRS CORP COM 758849103 800 11,571 SH   SOLE   11,571 0 0
REGENERON PHARMACEUTICALS COM 75886F107 690 1,835 SH   SOLE   1,835 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 463 2,970 SH   SOLE   2,970 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 630 5,020 SH   SOLE   5,020 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 7,334 7,035,000 PRN   SOLE   7,035,000 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 5,243 4,000,000 PRN   SOLE   4,000,000 0 0
RETAIL PPTYS AMER INC CL A 76131V202 662 49,267 SH   SOLE   49,267 0 0
REXNORD CORP NEW COM 76169B102 317 12,164 SH   SOLE   12,164 0 0
RH COM 74967X103 291 3,379 SH   SOLE   3,379 0 0
RITE AID CORP COM 767754104 76 38,785 SH   SOLE   38,785 0 0
RLI CORP COM 749607107 280 4,613 SH   SOLE   4,613 0 0
ROBERT HALF INTL INC COM 770323103 547 9,855 SH   SOLE   9,855 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,964 10,000 SH   SOLE   10,000 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 440 8,647 SH   SOLE   8,647 0 0
ROLLINS INC COM 775711104 629 13,525 SH   SOLE   13,525 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,393 20,064 SH   SOLE   20,064 0 0
RPM INTL INC COM 749685103 732 13,959 SH   SOLE   13,959 0 0
DONNELLEY R R & SONS CO COM 257867200 141 15,148 SH   SOLE   15,148 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 327 4,743 SH   SOLE   4,743 0 0
SALESFORCE COM INC COM 79466L302 507 4,964 SH   SOLE   4,964 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 317 16,922 SH   SOLE   16,922 0 0
SANDERSON FARMS INC COM 800013104 1,101 7,934 SH   SOLE   7,934 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,133 60,841 SH   SOLE   60,841 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 249 1,527 SH   SOLE   1,527 0 0
SCANA CORP NEW COM 80589M102 1,489 37,431 SH   SOLE   37,431 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 232 8,112 SH   SOLE   8,112 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 508 6,635 SH   SOLE   6,635 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 330 3,087 SH   SOLE   3,087 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 230 5,492 SH   SOLE   5,492 0 0
SEATTLE GENETICS INC COM 812578102 247 4,622 SH   SOLE   4,622 0 0
SEMPRA ENERGY COM 816851109 552 5,162 SH   SOLE   5,162 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 859 44,831 SH   SOLE   44,831 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 548 7,485 SH   SOLE   7,485 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 206 4,017 SH   SOLE   4,017 0 0
SHERWIN WILLIAMS CO COM 824348106 1,185 2,891 SH   SOLE   2,891 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 4,775 4,775,000 PRN   SOLE   4,775,000 0 0
SILICON LABORATORIES INC COM 826919102 321 3,640 SH   SOLE   3,640 0 0
SINA CORP ORD G81477104 635 6,333 SH   SOLE   6,333 0 0
SKECHERS U S A INC CL A 830566105 1,092 28,849 SH   SOLE   28,849 0 0
SKYWEST INC COM 830879102 421 7,936 SH   SOLE   7,936 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,785 18,802 SH   SOLE   18,802 0 0
SL GREEN RLTY CORP COM 78440X101 1,487 14,730 SH   SOLE   14,730 0 0
SLM CORP COM 78442P106 874 77,333 SH   SOLE   77,333 0 0
SM ENERGY CO COM 78454L100 1,061 48,073 SH   SOLE   48,073 0 0
SMITH A O COM 831865209 555 9,050 SH   SOLE   9,050 0 0
SOHU COM INC COM 83408W103 278 6,406 SH   SOLE   6,406 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 5,584 6,000,000 PRN   SOLE   6,000,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 5,124 5,150,000 PRN   SOLE   5,150,000 0 0
SONOCO PRODS CO COM 835495102 734 13,804 SH   SOLE   13,804 0 0
SONY CORP SPONSORED ADR 835699307 642 14,290 SH   SOLE   14,290 0 0
SOUTHERN CO COM 842587107 924 19,211 SH   SOLE   19,211 0 0
SOUTHERN COPPER CORP COM 84265V105 428 9,022 SH   SOLE   9,022 0 0
SOUTHWEST AIRLS CO COM 844741108 765 11,686 SH   SOLE   11,686 0 0
SOUTHWESTERN ENERGY CO COM 845467109 263 47,052 SH   SOLE   47,052 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,075 7,776 SH   SOLE   7,776 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 280 2,494 SH   SOLE   2,494 0 0
SPIRIT AIRLS INC COM 848577102 270 6,026 SH   SOLE   6,026 0 0
SPLUNK INC COM 848637104 500 6,031 SH   SOLE   6,031 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,184 48,606 SH   SOLE   48,606 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 17,186 64,400 SH Put SOLE   64,400 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,020 33,800 SH Call SOLE   33,800 0 0
SSR MNG INC COM 784730103 129 14,722 SH   SOLE   14,722 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,022 20,000 SH Call SOLE   20,000 0 0
STAG INDL INC COM 85254J102 734 26,859 SH   SOLE   26,859 0 0
STANLEY BLACK & DECKER INC COM 854502101 393 2,315 SH   SOLE   2,315 0 0
STARBUCKS CORP COM 855244109 1,073 18,676 SH   SOLE   18,676 0 0
STATE STR CORP COM 857477103 1,278 13,091 SH   SOLE   13,091 0 0
STEEL DYNAMICS INC COM 858119100 450 10,439 SH   SOLE   10,439 0 0
STERICYCLE INC COM 858912108 235 3,463 SH   SOLE   3,463 0 0
STERLING BANCORP DEL COM 85917A100 517 21,027 SH   SOLE   21,027 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 243 11,147 SH   SOLE   11,147 0 0
SUCAMPO PHARMACEUTICALS INC NOTE 3.250%12/1 864909AB2 4,265 3,500,000 PRN   SOLE   3,500,000 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 271 17,795 SH   SOLE   17,795 0 0
SUN CMNTYS INC COM 866674104 219 2,360 SH   SOLE   2,360 0 0
SUNTRUST BKS INC COM 867914103 432 6,683 SH   SOLE   6,683 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 437 45,412 SH   SOLE   45,412 0 0
SUPERVALU INC COM NEW 868536301 379 17,542 SH   SOLE   17,542 0 0
SYNAPTICS INC COM 87157D109 229 5,727 SH   SOLE   5,727 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 4,645 5,150,000 PRN   SOLE   5,150,000 0 0
SYNCHRONY FINL COM 87165B103 383 9,908 SH   SOLE   9,908 0 0
SYNOPSYS INC COM 871607107 2,068 24,265 SH   SOLE   24,265 0 0
SYNOVUS FINL CORP COM NEW 87161C501 550 11,474 SH   SOLE   11,474 0 0
SYSCO CORP COM 871829107 632 10,406 SH   SOLE   10,406 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 284 7,151 SH   SOLE   7,151 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 664 6,050 SH   SOLE   6,050 0 0
TAPESTRY INC COM 876030107 433 9,795 SH   SOLE   9,795 0 0
TARGET CORP COM 87612E106 691 10,584 SH   SOLE   10,584 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 283 11,545 SH   SOLE   11,545 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 1,307 38,700 SH Put SOLE   38,700 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 811 15,861 SH   SOLE   15,861 0 0
TE CONNECTIVITY LTD REG SHS H84989104 477 5,018 SH   SOLE   5,018 0 0
TECH DATA CORP COM 878237106 201 2,050 SH   SOLE   2,050 0 0
TECK RESOURCES LTD CL B 878742204 361 13,808 SH   SOLE   13,808 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 644 3,554 SH   SOLE   3,554 0 0
TELEFLEX INC COM 879369106 309 1,243 SH   SOLE   1,243 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 508 34,230 SH   SOLE   34,230 0 0
TENAX THERAPEUTICS INC COM 88032L100 16 32,140 SH   SOLE   32,140 0 0
TERADYNE INC COM 880770102 541 12,915 SH   SOLE   12,915 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 20,979 8,500,000 PRN   SOLE   8,500,000 0 0
TETRA TECH INC NEW COM 88162G103 254 5,266 SH   SOLE   5,266 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 1,765 2,000,000 PRN   SOLE   2,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 195 10,300 SH   SOLE   10,300 0 0
TEXAS ROADHOUSE INC COM 882681109 791 15,016 SH   SOLE   15,016 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3,812 3,475,000 PRN   SOLE   3,475,000 0 0
THOMSON REUTERS CORP COM 884903105 846 19,405 SH   SOLE   19,405 0 0
THOR INDS INC COM 885160101 435 2,886 SH   SOLE   2,886 0 0
TIMKEN CO COM 887389104 339 6,890 SH   SOLE   6,890 0 0
T MOBILE US INC COM 872590104 288 4,541 SH   SOLE   4,541 0 0
TOLL BROTHERS INC COM 889478103 2,387 49,714 SH   SOLE   49,714 0 0
TORO CO COM 891092108 1,313 20,122 SH   SOLE   20,122 0 0
TPI COMPOSITES INC COM 87266J104 798 39,000 SH   SOLE   39,000 0 0
TRANSCANADA CORP COM 89353D107 793 16,305 SH   SOLE   16,305 0 0
TRANSOCEAN LTD REG SHS H8817H100 197 18,415 SH   SOLE   18,415 0 0
TRANSUNION COM 89400J107 579 10,537 SH   SOLE   10,537 0 0
TRAVELERS COMPANIES INC COM 89417E109 302 2,223 SH   SOLE   2,223 0 0
TRINITY INDS INC COM 896522109 1,987 53,041 SH   SOLE   53,041 0 0
TRUSTMARK CORP COM 898402102 295 9,251 SH   SOLE   9,251 0 0
TUPPERWARE BRANDS CORP COM 899896104 447 7,125 SH   SOLE   7,125 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,915 2,000,000 PRN   SOLE   2,000,000 0 0
TYSON FOODS INC CL A 902494103 1,708 21,074 SH   SOLE   21,074 0 0
UGI CORP NEW COM 902681105 1,017 21,666 SH   SOLE   21,666 0 0
ULTA BEAUTY INC COM 90384S303 1,229 5,495 SH   SOLE   5,495 0 0
UMPQUA HLDGS CORP COM 904214103 282 13,566 SH   SOLE   13,566 0 0
UNITED BANKSHARES INC WEST V COM 909907107 494 14,203 SH   SOLE   14,203 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 290 10,296 SH   SOLE   10,296 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,689 14,175 SH   SOLE   14,175 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,885 38,293 SH   SOLE   38,293 0 0
UNITEDHEALTH GROUP INC COM 91324P102 933 4,230 SH   SOLE   4,230 0 0
UNIVAR INC COM 91336L107 606 19,574 SH   SOLE   19,574 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 308 1,786 SH   SOLE   1,786 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 329 2,902 SH   SOLE   2,902 0 0
UNUM GROUP COM 91529Y106 623 11,349 SH   SOLE   11,349 0 0
URBAN EDGE PPTYS COM 91704F104 266 10,430 SH   SOLE   10,430 0 0
US BANCORP DEL COM NEW 902973304 1,568 29,268 SH   SOLE   29,268 0 0
US FOODS HLDG CORP COM 912008109 463 14,489 SH   SOLE   14,489 0 0
VAIL RESORTS INC COM 91879Q109 1,188 5,592 SH   SOLE   5,592 0 0
VALERO ENERGY CORP NEW COM 91913Y100 587 6,388 SH   SOLE   6,388 0 0
VALLEY NATL BANCORP COM 919794107 393 35,049 SH   SOLE   35,049 0 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 426 6,284 SH   SOLE   6,284 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 331 15,594 SH   SOLE   15,594 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 265 5,775 SH   SOLE   5,775 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 269 3,693 SH   SOLE   3,693 0 0
VANTIV INC CL A 92210H105 464 6,305 SH   SOLE   6,305 0 0
VECTREN CORP COM 92240G101 434 6,680 SH   SOLE   6,680 0 0
VEEVA SYS INC CL A COM 922475108 835 15,101 SH   SOLE   15,101 0 0
VENTAS INC COM 92276F100 2,927 48,776 SH   SOLE   48,776 0 0
VERSUM MATLS INC COM 92532W103 232 6,125 SH   SOLE   6,125 0 0
V F CORP COM 918204108 735 9,938 SH   SOLE   9,938 0 0
VIAVI SOLUTIONS INC COM 925550105 870 99,500 SH   SOLE   99,500 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 409 19,698 SH   SOLE   19,698 0 0
VISTEON CORP COM NEW 92839U206 454 3,626 SH   SOLE   3,626 0 0
VULCAN MATLS CO COM 929160109 482 3,752 SH   SOLE   3,752 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746l422 307 11,000 SH Call SOLE   11,000 0 0
WAL-MART STORES INC COM 931142103 1,426 14,436 SH   SOLE   14,436 0 0
DISNEY WALT CO COM DISNEY 254687106 1,336 12,423 SH   SOLE   12,423 0 0
WASTE MGMT INC DEL COM 94106L109 932 10,799 SH   SOLE   10,799 0 0
WATERS CORP COM 941848103 272 1,407 SH   SOLE   1,407 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 5,914 5,653,000 PRN   SOLE   5,653,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 510 122,400 SH   SOLE   122,400 0 0
WEBSTER FINL CORP CONN COM 947890109 885 15,767 SH   SOLE   15,767 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 718 16,222 SH   SOLE   16,222 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 606 18,433 SH   SOLE   18,433 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 467 2,324 SH   SOLE   2,324 0 0
WELLS FARGO CO NEW COM 949746101 877 14,459 SH   SOLE   14,459 0 0
WELLTOWER INC COM 95040Q104 908 14,231 SH   SOLE   14,231 0 0
WERNER ENTERPRISES INC COM 950755108 306 7,929 SH   SOLE   7,929 0 0
WESCO INTL INC COM 95082P105 1,233 18,091 SH   SOLE   18,091 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 408 4,136 SH   SOLE   4,136 0 0
WESTAR ENERGY INC COM 95709T100 4,137 78,357 SH   SOLE   78,357 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,318 23,270 SH   SOLE   23,270 0 0
WESTERN DIGITAL CORP COM 958102105 1,546 19,433 SH   SOLE   19,433 0 0
WESTERN UN CO COM 959802109 257 13,526 SH   SOLE   13,526 0 0
WESTROCK CO COM 96145D105 277 4,382 SH   SOLE   4,382 0 0
WEX INC COM 96208T104 904 6,400 SH   SOLE   6,400 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 431 19,454 SH   SOLE   19,454 0 0
WHIRLPOOL CORP COM 963320106 987 5,855 SH   SOLE   5,855 0 0
WHITING PETE CORP NEW COM NEW 966387409 479 18,087 SH   SOLE   18,087 0 0
WILEY JOHN & SONS INC CL A 968223206 847 12,884 SH   SOLE   12,884 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 762 5,054 SH   SOLE   5,054 0 0
WINNEBAGO INDS INC COM 974637100 758 13,629 SH   SOLE   13,629 0 0
WISDOMTREE TR MID EAST DIVD 97717X305 193 10,986 SH   SOLE   10,986 0 0
WOODWARD INC COM 980745103 615 8,038 SH   SOLE   8,038 0 0
WORKDAY INC CL A 98138H101 692 6,801 SH   SOLE   6,801 0 0
GRACE W R & CO DEL NEW COM 38388F108 2,464 35,138 SH   SOLE   35,138 0 0
XCEL ENERGY INC COM 98389B100 371 7,716 SH   SOLE   7,716 0 0
XILINX INC COM 983919101 1,357 20,134 SH   SOLE   20,134 0 0
XPO LOGISTICS INC COM 983793100 1,840 20,091 SH   SOLE   20,091 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 4,653 4,700,000 PRN   SOLE   4,700,000 0 0
YANDEX N V SHS CLASS A N97284108 583 17,806 SH   SOLE   17,806 0 0
YELP INC CL A 985817105 377 8,973 SH   SOLE   8,973 0 0
YUM CHINA HLDGS INC COM 98850P109 1,531 38,247 SH   SOLE   38,247 0 0
YY INC ADS REPCOM CLA 98426T106 329 2,914 SH   SOLE   2,914 0 0
ZAYO GROUP HLDGS INC COM 98919V105 492 13,368 SH   SOLE   13,368 0 0
ZIONS BANCORPORATION COM 989701107 900 17,700 SH   SOLE   17,700 0 0
ZOETIS INC CL A 98978V103 260 3,608 SH   SOLE   3,608 0 0