Verition Fund Management 13F-HR Quarterly holdings report by institutional manager

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
Expires:	Oct 31, 2018
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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