diff --git a/data_scraper.conf b/data_scraper.conf deleted file mode 100644 index 2a58a4f..0000000 --- a/data_scraper.conf +++ /dev/null @@ -1,8 +0,0 @@ -{ - "cboe": { - "mute_notifications": [] - }, - "notifications": { - "slack_webhook": "" - } -} diff --git a/data_scraper/__init__.py b/data_scraper/__init__.py deleted file mode 100644 index e69de29..0000000 diff --git a/data_scraper/__main__.py b/data_scraper/__main__.py deleted file mode 100644 index 3144d45..0000000 --- a/data_scraper/__main__.py +++ /dev/null @@ -1,48 +0,0 @@ -import logging.config -import os -import argparse - -from data_scraper import cboe, tiingo, backup - -parser = argparse.ArgumentParser(prog="data_scraper.py") -parser.add_argument("-t", "--symbols", nargs="+", help="Symbols to fetch") -parser.add_argument( - "-s", - "--scraper", - choices=["cboe", "tiingo"], - default="cboe", - help="Scraper to use") -parser.add_argument( - "-v", "--verbose", action="store_true", help="Enable logging") -parser.add_argument( - "-a", - "--aggregate", - action="store_true", - help="Aggregate daily data files") -parser.add_argument( - "-b", "--backup", action="store_true", help="Backup files in S3 bucket") - -args = parser.parse_args() -module_dir = os.path.join(os.getcwd(), os.path.dirname(__file__)) - -if args.verbose: - config_file = os.path.realpath(os.path.join(module_dir, "logconfig.ini")) - logging.config.fileConfig(fname=config_file) - -if args.aggregate: - if args.symbols: - cboe.aggregate_monthly_data(args.symbols) - else: - cboe.aggregate_monthly_data() -elif args.backup: - backup.backup_data() -else: - if args.scraper == "tiingo": - scraper = tiingo - else: - scraper = cboe - - if args.symbols: - scraper.fetch_data(args.symbols) - else: - scraper.fetch_data() diff --git a/data_scraper/backup.py b/data_scraper/backup.py deleted file mode 100644 index 3baa1a8..0000000 --- a/data_scraper/backup.py +++ /dev/null @@ -1,114 +0,0 @@ -import logging -import os - -import boto3 -from botocore.exceptions import ClientError - -from data_scraper import utils -from data_scraper.notifications import slack_notification, Status - -logger = logging.getLogger(__name__) - - -def backup_data(): - """Uploads scraped files to S3 bucket. - Set bucket name in environment variable $S3_BUCKET - """ - try: - bucket_name = utils.get_environment_var("S3_BUCKET") - except EnvironmentError as e: - logger.error(str(e)) - slack_notification("Backup failed. Set $S3_BUCKET env variable", - __name__) - raise e - - s3 = boto3.resource("s3") - bucket = s3.Bucket(bucket_name) - - data_path = utils.get_save_data_path() - - cboe_data = os.path.join(data_path, "cboe") - cboe_folders = [] - if os.path.exists(cboe_data): - cboe_folders = [ - os.path.join(cboe_data, folder) for folder in os.listdir(cboe_data) - if not folder.endswith("daily") - ] - - tiingo_data = os.path.join(data_path, "tiingo") - tiingo_folders = [] - if os.path.exists(tiingo_data): - tiingo_folders = [ - os.path.join(tiingo_data, folder) - for folder in os.listdir(tiingo_data) - ] - - done_cboe, fail_cboe = _upload_folders( - bucket, "cboe", cboe_folders, remove_files=False) - done_tiingo, fail_tiingo = _upload_folders( - bucket, "tiingo", tiingo_folders, remove_files=True) - - done = done_cboe + done_tiingo - failed = fail_cboe + fail_tiingo - if len(done) > 0: - msg = "Successful backup of symbols: " + ", ".join(done) - slack_notification(msg, __name__, status=Status.Success) - if len(failed) > 0: - msg = "Unable to backup symbols: " + ", ".join(done) - slack_notification(msg, __name__, status=Status.Warning) - - -def _upload_folders(bucket, scraper, folders, remove_files=False): - """Uploads folders to S3 bucket and (optionally) removes old files""" - data_path = utils.get_save_data_path() - done, failed = [], [] - - for folder in folders: - symbol = os.path.basename(folder) - try: - if remove_files: - _remove_old_files(bucket, prefix=scraper + "/" + symbol) - _upload_folder(bucket, folder, data_path) - except Exception: - failed.append(os.path.basename(folder)) - else: - done.append(os.path.basename(folder)) - - return (done, failed) - - -def _upload_folder(bucket, folder, data_path): - """Uploads folder contents to S3 bucket""" - if not os.path.isdir(folder): - return - - for root, dirs, files in os.walk(folder): - for file in files: - file_path = os.path.join(root, file) - key = os.path.relpath(file_path, data_path) - if _key_exists(bucket, key): - logger.debug("File already exists in S3") - continue - try: - bucket.upload_file(file_path, key) - logger.debug("Uploaded file %s to S3", file) - except Exception as e: - msg = "Error uploading data file {} to S3.\nReceived exception message {}".format( - file_path, str(e)) - logger.error(msg, exc_info=True) - slack_notification(msg, __name__) - raise e - - -def _key_exists(bucket, key): - try: - bucket.Object(key).load() - except ClientError as e: - return int(e.response["Error"]["Code"]) != 404 - return False - - -def _remove_old_files(bucket, prefix): - old_files = bucket.objects.filter(Prefix=prefix) - for file in old_files: - file.delete() diff --git a/data_scraper/cboe.py b/data_scraper/cboe.py deleted file mode 100644 index 92a6969..0000000 --- a/data_scraper/cboe.py +++ /dev/null @@ -1,249 +0,0 @@ -import logging -import os -from datetime import date -from io import StringIO -from itertools import groupby - -from bs4 import BeautifulSoup -import requests -import pandas as pd - -from . import utils, validation -from .notifications import slack_notification, Status - -logger = logging.getLogger(__name__) - -url = "http://www.cboe.com/delayedquote/quote-table-download" - - -def fetch_data(symbols=None): - """Fetches options data for a given list of symbols""" - symbols = symbols or _get_all_listed_symbols() - options = utils.get_module_config("cboe") - mute_notifications = options.get("mute_notifications", []) - - try: - form_data = _form_data() - except requests.ConnectionError as ce: - msg = "Connection error trying to reach {}".format(url) - logger.error(msg) - slack_notification(msg, __name__) - raise ce - except Exception as e: - msg = "Error parsing response" - logger.error(msg, exc_info=True) - slack_notification(msg, __name__) - raise e - - headers = {"Referer": url} - file_url = "http://www.cboe.com/delayedquote/quotedata.dat" - - symbols = [symbol.upper() for symbol in symbols] - done, failed = [], [] - - for symbol in symbols: - form_data["ctl00$ContentTop$C005$txtTicker"] = symbol - try: - response = requests.post(url, - data=form_data, - headers=headers, - allow_redirects=False) - symbol_req = requests.get(file_url, - cookies=response.cookies, - headers=headers) - symbol_data = symbol_req.text - if symbol_data == "" or symbol_data.startswith(" 0: - msg = "Successfully scraped symbols: " + ", ".join(done) - slack_notification(msg, __name__, status=Status.Success) - if len(failed) > 0: - msg = "Failed to scrape symbols: " + ", ".join(failed) - slack_notification(msg, __name__, status=Status.Warning) - - -def aggregate_monthly_data(symbols=None): - """Aggregate daily snapshots into monthly files and validate data""" - symbols = symbols or _get_all_listed_symbols() - - save_data_path = utils.get_save_data_path() - scraper_dir = os.path.join(save_data_path, "cboe") - - symbols = [symbol.upper() for symbol in symbols] - - for symbol in symbols: - daily_dir = os.path.join(scraper_dir, symbol + "_daily") - if not os.path.exists(daily_dir): - msg = "Error aggregating data. Dir {} not found.".format(daily_dir) - logger.error(msg) - slack_notification(msg, __name__) - continue - - monthly_dir = os.path.join(scraper_dir, symbol) - - symbol_files = [ - file for file in os.listdir(daily_dir) if file.endswith(".csv") - ] - - for month, files in groupby(symbol_files, _monthly_grouper): - file_names = list(files) - daily_files = [ - os.path.join(daily_dir, name) for name in file_names - ] - try: - symbol_df = concatenate_files(daily_files) - except Exception: - msg = "Error concatenating daily files for period " + month - logger.error(msg, exc_info=True) - slack_notification(msg, __name__) - continue - - date_range = pd.to_datetime(symbol_df["quotedate"].unique()) - if not validation.validate_dates_in_month(symbol, date_range): - today = pd.Timestamp.today() - first_date = date_range[0] - if first_date.year != today.year or first_date.month != today.month: - msg = "Some trading dates where missing for symbol {}".format( - symbol) - slack_notification(msg, __name__) - continue - - if not os.path.exists(monthly_dir): - os.makedirs(monthly_dir) - logger.debug("Symbol dir %s created", monthly_dir) - - file_name = _monthly_filename(file_names) - monthly_file = os.path.join(monthly_dir, file_name) - symbol_df.to_csv(monthly_file, index=False) - - if not validation.validate_aggregate_file(monthly_file, - daily_files): - utils.remove_file(monthly_file) - msg = "Data in {} differs from the daily files".format( - monthly_file) - logger.error(msg) - slack_notification(msg, __name__) - continue - - logger.debug("Saved monthly data %s", monthly_file) - - for file in daily_files: - utils.remove_file(file, logger) - - -def _get_all_listed_symbols(): - """Returns array of all listed symbols. - http://www.cboe.com/publish/scheduledtask/mktdata/cboesymboldir2.csv - """ - current_dir = os.path.join(os.getcwd(), os.path.dirname(__file__)) - symbols_file = os.path.realpath( - os.path.join(current_dir, "cboesymboldir2.csv")) - symbols_df = pd.read_csv(symbols_file, skiprows=1) - return symbols_df["Stock Symbol"].array - - -def concatenate_files(files): - """Returns a dataframe of the concatenated data from `files`.""" - df_generator = (pd.read_csv(file) for file in sorted(files)) - return pd.concat(df_generator, ignore_index=True) - - -def _form_data(): - """Return validation form data""" - homepage = requests.get(url) - soup = BeautifulSoup(homepage.content, "lxml") - data = { - "__VIEWSTATE": soup.select_one("#__VIEWSTATE")["value"], - "__EVENTVALIDATION": soup.select_one("#__EVENTVALIDATION")["value"] - } - return data - - -def _save_data(symbol, symbol_data): - """Saves the contents of `symbol_data` to - `$SAVE_DATA_PATH/cboe/{symbol}_daily/{symbol}_{%date}.csv` - """ - filename = date.today().strftime(symbol + "_%Y%m%d.csv") - - save_data_path = utils.get_save_data_path() - symbol_dir = os.path.join(save_data_path, "cboe", symbol + "_daily") - - if not os.path.exists(symbol_dir): - os.makedirs(symbol_dir) - logger.debug("Symbol dir %s created", symbol_dir) - file_path = os.path.join(symbol_dir, filename) - - if os.path.exists(file_path) and validation.file_hash_matches_data( - file_path, symbol_data): - logger.debug("File %s already downloaded", file_path) - else: - daily_df = _wrangle_data(symbol, symbol_data) - daily_df.to_csv(file_path, index=False) - logger.debug("Saved daily symbol data as %s", file_path) - - -def _wrangle_data(symbol, symbol_data): - """Returns a properly formated (_tidy_) dataframe""" - string_data = StringIO(symbol_data) - first_line = string_data.readline() - spot_price = float(first_line.split(",")[-2]) - quote_date = date.today().strftime("%m/%d/%Y") - - data = pd.read_csv(string_data, skiprows=1) - call_columns = [ - "Calls", "Expiration Date", "Strike", "Last Sale", "Net", "Bid", "Ask", - "Vol", "Open Int", "IV", "Delta", "Gamma" - ] - calls = data[call_columns] - - put_columns = [ - "Puts", "Expiration Date", "Strike", "Last Sale.1", "Net.1", "Bid.1", - "Ask.1", "Vol.1", "Open Int.1", "IV.1", "Delta.1", "Gamma.1" - ] - puts = data[put_columns] - - renamed_columns = [ - "optionroot", "expiration", "strike", "last", "net", "bid", "ask", - "volume", "openinterest", "impliedvol", "delta", "gamma" - ] - calls.columns = renamed_columns - calls.insert(loc=1, column="type", value="call") - puts.columns = renamed_columns - puts.insert(loc=1, column="type", value="put") - - merged = pd.concat([calls, puts]) - merged.insert(loc=0, column="underlying", value=symbol) - merged.insert(loc=1, column="underlying_last", value=spot_price) - merged.insert(loc=2, column="exchange", value="CBOE") - merged.insert(loc=6, column="quotedate", value=quote_date) - - return merged - - -def _monthly_grouper(filename): - """Returns `{year}{month}` string. Used to group files by month.""" - basename = filename.split(".")[0] - file_date = basename.split("_")[1] - return file_date[:-2] - - -def _monthly_filename(filenames): - """Returns filename of monthly aggregate file in the form - `{symbol}_{start_date}_to_{end_date}.csv` - """ - sorted_files = list(sorted(filenames)) - first_file = sorted_files[0] - last_file = sorted_files[-1] - last_day = last_file.split(".")[0][-8:] # Get only the date - file_name = first_file.split(".")[0] + "_to_" + last_day + ".csv" - return file_name diff --git a/data_scraper/cboe_selenium.py b/data_scraper/cboe_selenium.py deleted file mode 100644 index 488015c..0000000 --- a/data_scraper/cboe_selenium.py +++ /dev/null @@ -1,66 +0,0 @@ -# CBOE data scraper -# Requires Selenium and a headless Chrome driver - -import tempfile -import time -import os -import shutil -from datetime import date -from selenium import webdriver - - -class CBOE(): - """CBOE data downloader.""" - url = "http://www.cboe.com/delayedquote/quote-table-download" - - def __init__(self): - self.data_path = self._get_data_path() - self.tmp_dir = tempfile.TemporaryDirectory() - self.driver = self._initilize_driver(self.tmp_dir.name) - - def _get_data_path(): - path = os.getenv("OPTIONS_DATA_PATH") - if not path: - raise EnvironmentError("Environment variable $OPTIONS_DATA_PATH not set") - return os.path.expanduser(path) - - def _initilize_driver(download_dir): - """Initilizes the Chrome driver to silently download files - to a temporary directory. - """ - options = webdriver.ChromeOptions() - options.add_argument("headless") - options.add_argument("disable-gpu") - - driver = webdriver.Chrome(options=options) - driver.command_executor._commands["send_command"] = ( - "POST", - "/session/$sessionId/chromium/send_command" - ) - params = { - "cmd": "Page.setDownloadBehavior", - "params": { - "behavior": "allow", - "downloadPath": download_dir - } - } - driver.execute("send_command", params) - driver.implicitly_wait(10) - return driver - - def fetch_data(self, symbols): - """Fetches options data for a given list of symbols""" - self.driver.get(CBOE.url) - for symbol in symbols: - ticker = self.driver.find_element_by_css_selector("input#txtTicker") - ticker.send_keys(symbol) - submit = self.driver.find_element_by_css_selector("input#cmdSubmit") - submit.click() - time.sleep(15) # Horrible hack - download_path = os.path.join(self.tmp_dir.name, "quotedata.dat") - renamed_file = date.today().strftime(symbol + "_%Y%m%d.csv") - full_path = os.path.join(self.data_path, renamed_file) - shutil.move(download_path, full_path) - - def __del__(self): - self.tmp_dir.cleanup() diff --git a/data_scraper/cboesymboldir2.csv b/data_scraper/cboesymboldir2.csv deleted file mode 100644 index db0d34f..0000000 --- a/data_scraper/cboesymboldir2.csv +++ /dev/null @@ -1,3651 +0,0 @@ -NOTE: All directories are updated daily using information from the previous business day. -Company Name,Stock Symbol,DPM,Cycle,Traded at C2,LEAPS 2019,LEAPS 2020,LEAPS 2021,Product Types, Post/Station -1-800 FLOWERS.COM INC,FLWS,SUMO,3,,,,,,26 -21VIANET GROUP INC.,VNET,CITADEL,3,,,,,W,23 -22ND CENTURY GROUP INC.,XXII,CITADEL,1,,,,Y,L,21 -2U INC.,TWOU,SUMO,1,,,,,,12 -3-D SYSTEMS CORP,DDD,SIG,2,,,,Y,L-W,11 -3M COMPANY,MMM,SIG,1,,,Y,Y,L-W,15 -500.COM LTD,WBAI,WOLVERINE,3,,,,,,16 -51JOB INC,JOBS,SIG,1,,,,,,24 -58.COM INC.,WUBA,CITADEL,1,,,,Y,L,12 -8X8 INC-NEW,EGHT,SIG,2,,,,,,26 -A A R CORP,AIR,CITADEL,2,,,,,,13 -A.H. BELO CORPORATION,AHC,SUMO,2,,,,,,21 -A10 NETWORKS INC.,ATEN,CITADEL,2,,,,,,21 -AAC HOLDINGS INC.,AAC,WOLVERINE,3,,,,,,24 -AARON''S INC,AAN,CITADEL,2,,,,,,13 -ABB LTD ADS ( 1 REG SHS),ABB,MORGAN,3,,,,,,17 -ABBOTT LABORATORIES,ABT,SIG,2,,,Y,Y,L-W,24 -ABBVIE INC.,ABBV,SIG,2,,,Y,Y,L-W,13 -ABEONA THERAPEUTICS INC.,ABEO,GROUP ONE,3,,,,,,12 -ABERCROMBIE & FITCH CO CL-A,ANF,BARCLAYS,2,,,,Y,L-W,25 -ABERDEEN STANDARD BLOOMBERG ALL COMMODIT,BCI,SUMO,2,,,,,E,15 -ABIOMED INC.,ABMD,CITADEL,3,,,,Y,L,11 -ABRAXAS PETROLEUM CORP.,AXAS,WOLVERINE,3,,,,,,14 -ACACIA COMMUNICATIONS INC.,ACIA,CITADEL,2,,,,,,14 -ACACIA RESEARCH,ACTG,MORGAN,2,,,,,,11 -ACADIA HEALTHCARE COMPANY INC,ACHC,GROUP ONE,3,,,,,,11 -ACADIA PHARMACEUTICALS INC,ACAD,SIG,3,,,,Y,L-W,21 -ACCELERATE DIAGNOSTICS INC.,AXDX,CITADEL,2,,,,,,17 -ACCELERON PHARMA INC,XLRN,SIG,2,,,,,,11 -ACCENTURE PLC,ACN,CITADEL,2,,,Y,Y,L-W,25 -ACCO BRANDS CORP,ACCO,SIG,3,,,,,,13 -ACCURAY INCORPORATED,ARAY,GROUP ONE,3,,,,,,17 -ACELRX PHARMACEUTICALS INC,ACRX,SIG,3,,,,,,16 -ACETO CORP,ACETQ,GROUP ONE,2,,,,,,14 -ACHAOGEN INC.,AKAOQ,GROUP ONE,3,,,,Y,L,17 -ACHILLION PHARMACEUTICALS INC.,ACHN,SIG,3,,,,,,14 -ACORDA THERAPEUTICS INC,ACOR,SIG,1,,,,,,16 -ACTIVISION BLIZZARD INC.,ATVI,SIG,2,,,Y,Y,L-W,11 -ACTUANT CORPORATION,ATU,SIG,2,,,,,,14 -ACUITY BRANDS INC.,AYI,CITADEL,2,,,,,,24 -ACUSHNET HOLDINGS CORP.,GOLF,CITADEL,3,,,,,,21 -ADAMAS PHARMACEUTICALS INC,ADMS,CITADEL,3,,,,,,21 -ADAMIS PHARMACEUTICALS CORPORATION,ADMP,CITADEL,3,,,,,,17 -ADAMS NATURAL RESOURCES FUND,PEO,SIG,2,,,,,,14 -ADAPTIMMUNE THERAPEUTICS PLC,ADAP,CITADEL,3,,,,,,12 -ADDUS HOMECARE CORPORATION,ADUS,CITADEL,1,,,,,,11 -ADIENT PLC,ADNT,BARCLAYS,1,,,,Y,L,15 -ADMA BIOLOGICS INC,ADMA,SIG,2,,,,,,16 -ADOBE SYS INC (DE),ADBE,BARCLAYS,1,,,Y,Y,L-W,25 -ADT INC,ADT,MORGAN,2,,,,Y,L,25 -ADTALEM GLOBAL EDUCATION INC. .,ATGE,TWO SIGMA,2,,,,,,22 -ADTRAN INC,ADTN,BARCLAYS,2,,,,,,15 -ADVANCE AUTO PARTS INC,AAP,SIG,3,,,,Y,L,13 -ADVANCED DISPOSAL SERVICES INC,ADSW,GROUP ONE,1,,,,,,17 -ADVANCED DRAINAGE SYSTEMS INC.,WMS,WOLVERINE,3,,,,,,12 -ADVANCED ENERGY INDS INC,AEIS,SIG,1,,,,,,26 -ADVANCED MICRO DEVICES INC.,AMD,CITIGROUP,1,,,Y,Y,L-W,15 -ADVANSIX INC.,ASIX,CITADEL,3,,,,,,26 -ADVAXIS INC.,ADXS,SIG,1,,,,,,21 -ADVISORSHARES NEW TECH AND MEDIA ETF,FNG,SIG,3,,,,,E,24 -AECOM TECHNOLOGY CORPORATION,ACM,BARCLAYS,3,,,,,,25 -AEGION CORP,AEGN,SIG,3,,,,,,11 -AEGLEA BIOTHERAPEUTICS INC,AGLE,GROUP ONE,1,,,,,,17 -AEGON NV -ORD-,AEG,BARCLAYS,1,,,,,,16 -AERCAP HOLDINGS N.V.,AER,SIG,1,,,,,,24 -AERIE PHARMACEUTICALS INC.,AERI,SIG,2,,,,,,15 -AEROHIVE NETWORKS INC.,HIVE,SIG,1,,,,,,23 -AEROJET ROCKETDYNE HOLDINGS INC.,AJRD,BARCLAYS,2,,,,,,24 -AEROVIRONMENT INC.,AVAV,SIG,3,,,,,,12 -AEVI GENOMIC MEDICINE INC.,GNMX,CITADEL,3,,,,,,26 -AFFILIATED MANAGERS GROUP INC,AMG,SIG,3,,,,,,14 -AFFIMED NV,AFMD,CITADEL,1,,,,,,16 -AFLAC INC,AFL,CITADEL,2,,,,Y,L-W,25 -AG MORTGAGE INVESTMENT TRUST INC,MITT,WOLVERINE,2,,,,,,12 -AGCO CORP,AGCO,TWO SIGMA,2,,,,,,22 -AGENUS INC.,AGEN,GROUP ONE,2,,,,,,17 -AGILE THERAPEUTICS INC,AGRX,GROUP ONE,3,,,,,,17 -AGILENT TECHNOLOGIES INC,A,SIG,2,,,,Y,L,12 -AGIOS PHARMACEUTICALS INC,AGIO,SIG,2,,,,,,24 -AGNC INVESTMENT CORP.,AGNC,MORGAN,3,,,,Y,L-W,17 -AGNICO EAGLE MINES LTD,AEM,SIG,2,,,,Y,L,13 -AGREE REALTY CORP,ADC,WOLVERINE,1,,,,,,21 -AGROFRESH SOLUTIONS INC.,AGFS,CITADEL,1,,,,,,13 -AIR LEASE CORP,AL,SIG,2,,,,,,15 -AIR PRODUCTS & CHEMICALS INC.,APD,BARCLAYS,3,,,,,,11 -AIR TRANSPORT SERVICES GROUP INC.,ATSG,GROUP ONE,3,,,,,,17 -AIRCASTLE LIMITED COM,AYR,SIG,1,,,,,,21 -AIRMEDIA GROUP INC.,AMCN,SIG,3,,,,,,11 -AK STEEL HOLDING CORP,AKS,SIG,3,,,,Y,L-W,12 -AKAMAI TECHNOLOGIES INC,AKAM,SIG,2,,,,Y,L-W,26 -AKCEA THERAPEUTICS INC,AKCA,SIG,1,,,,,,26 -AKEBIA THERAPEUTICS INC.,AKBA,CITADEL,1,,,,,,11 -AKORN INC,AKRX,SIG,3,,,,Y,L-W,17 -ALAMOS GOLD INC.,AGI,WOLVERINE,3,,,,,,21 -ALARM.COM HOLDINGS INC.,ALRM,SIG,3,,,,,,13 -ALASKA AIR GROUP INC,ALK,SIG,1,,,,Y,L,23 -ALASKA COMMUN SYS GRP INC,ALSK,WOLVERINE,1,,,,,,11 -ALBANY INTL CORP NEW,AIN,SIG,3,,,,,,13 -ALBEMARIE CORP.,ALB,SIG,3,,,,Y,L,11 -ALBIREO PHARMA INC.,ALBO,SIG,1,,,,,,23 -ALCOA CORPORATION,AA,CITADEL,1,,,,Y,L-W,25 -ALCON INC,ALC,CITADEL,2,,,,,,17 -ALDER BIOPHARMACEUTICALS INC.,ALDR,MORGAN,1,,,,,,14 -ALDEYRA THERAPEUTICS INC,ALDX,GROUP ONE,3,,,,,,17 -ALERIAN MLP ETF,AMLP,SIG:RUT,1,,,,Y,E-L-W,34 -ALEXANDER & BALDWIN INC.,ALEX,CITADEL,3,,,,,,12 -ALEXANDRIA REAL ESTATE EQU. INC.,ARE,WOLVERINE,1,,,,,,15 -ALEXCO RESOURCE CORP,AXU,WOLVERINE,1,,,,,,14 -ALEXION PHARMACEUTICALS INC,ALXN,SIG,2,,,,Y,L-W,15 -ALIBABA GROUP HOLDING LIMITED,BABA,SIG,1,,,Y,Y,L-W,21 -ALIGN TECHNOLOGY INC,ALGN,BARCLAYS,1,,,,Y,L-W,16 -ALIMERA SCIENCES INC,ALIM,SIG,1,,,,,,16 -ALKERMES PLC,ALKS,CITADEL,2,,,,,,15 -ALLEGHENY TECHNOLOGIES INC(NEW,ATI,CITIGROUP,1,,,,Y,L,12 -ALLEGIANT TRAVEL COMPANY,ALGT,SIG,1,,,,,,23 -ALLEGION PUBLIC LIMITED COMPANY,ALLE,WOLVERINE,3,,,,,,14 -ALLERGAN PLC,AGN,BARCLAYS,2,,,,Y,L-W,16 -ALLIANCE DATA SYSTEMS CORP,ADS,SIG,3,,,,,,13 -ALLIANCE RESOURCES PART L.P.,ARLP,SIG,3,,,,,,23 -ALLIANCEBERNSTEIN HOLDING L.P. UT,AB,SIG,1,,,,,,21 -ALLIED MOTION TECHNOLOGIES INC.,AMOT,SIG,1,,,,,,14 -ALLISON TRANSMISSION HOLDINGS INC,ALSN,SIG,2,,,,,,23 -ALLOGENE THERAPEUTICS INC,ALLO,GROUP ONE,2,,,,,,17 -ALLOT COMMS LTD,ALLT,SIG,3,,,,,,15 -ALLSCRIPTS HEALTHCARE SOLUTIONS INC.,MDRX,CITADEL,3,,,,,,12 -ALLSTATE CORP (THE),ALL,SIG,1,,,,Y,L,23 -ALLY FINANCIAL INC.,ALLY,CITADEL,3,,,,Y,L,11 -ALMADEN MINERALS LTD,AAU,SIG,3,,,,,,12 -ALPHA PRO TECH LTD,APT,CITADEL,2,,,,,,16 -ALPHABET INC. - CLASS C,GOOG,SIG,3,,,Y,Y,L-W,26 -ALPHABET INC. 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SENIOR NOTE DUE 4/15/2,BANC,WOLVERINE,1,,,,,,15 -BANCO BILBAO VIZCAYA SP ADR,BBVA,GROUP ONE,1,,,,,,17 -BANCO BRADESCO ADS REP ONE PFD SH,BBD,BARCLAYS,3,,,,Y,L,13 -BANCO MACRO S.A.,BMA,SIG,1,,,,,,24 -BANCO SANTANDER BRASIL SA,BSBR,SIG,3,,,,,,15 -BANCO SANTANDER CHILE,BSAC,WOLVERINE,1,,,,,,21 -BANCO SANTDR CTRL HISP ADS(RP,SAN,WOLVERINE,3,,,,,,14 -BANCORPSOUTH INC,BXS,SIG,1,,,,,,11 -BANK OF AMERICA CORP,BAC,BARCLAYS,2,,,Y,Y,L-W,25 -BANK OF MONTREAL,BMO,BARCLAYS,3,,,,,,25 -BANK OF NOVA SCOTIA,BNS,CITADEL,3,,,,,,14 -BANK OZK,OZK,MORGAN,2,,,,,,21 -BANKUNITED INC,BKU,CITADEL,2,,,,,,12 -BANNER CORPORATION,BANR,BARCLAYS,2,,,,,,15 -BAOZUN INC.,BZUN,WOLVERINE,1,,,,Y,L,13 -BARCLAYS PLC ADS =4 ORDINARY U,BCS,SIG,3,,,,Y,L,13 -BARINGS BDC,BBDC,CITADEL,3,,,,,,11 -BARNES & NOBLE EDUCATION INC,BNED,WOLVERINE,1,,,,,,26 -BARNES & NOBLE INC,BKS,WOLVERINE,1,,,,Y,L,13 -BARNES GROUP INCORPORATED,B,WOLVERINE,3,,,,,,26 -BARRETT BUSINESS SERVICES,BBSI,WOLVERINE,2,,,,,,15 -BARRICK GOLD CORP,GOLD,TWO SIGMA,1,,,Y,Y,L-W,22 -BARRON''S 400 ETF,BFOR,SIG:RUT,2,,,,,E,34 -BASIC ENERGY SERVICES INC.,BAS,WOLVERINE,1,,,,,,14 -BASSETT FURNITURE INDS INC,BSET,WOLVERINE,1,,,,,,26 -BAUSCH HEALTH COMPANIES INC,BHC,SIG,1,,,,Y,L-W,23 -BAXTER INTERNATIONAL INC,BAX,CITADEL,2,,,,Y,L-W,25 -BAYTEX ENERGY CORP,BTE,SIG,1,,,,,,13 -BB&T CORPORATION,BBT,SIG,3,,,,Y,L,24 -BBVA BANCO FRANCES S A,BFR,GROUP ONE,1,,,,,,26 -BCE INC COM (NEW),BCE,CITADEL,3,,,,,,23 -BEACON ROOFING SUPPLY INC.,BECN,CITADEL,1,,,,,,15 -BEAZER HOMES USA INC,BZH,CITIGROUP,2,,,,,,15 -BECTON DICKINSON & CO,BDX,SIG,3,,,,,W,15 -BED BATH & BEYOND INC,BBBY,BARCLAYS,2,,,,Y,L-W,23 -BEIGENE LTD,BGNE,CITADEL,2,,,,,,21 -BELDEN INC.,BDC,WOLVERINE,3,,,,,,13 -BELLICUM PHARMACEUTICALS INC.,BLCM,CITADEL,2,,,,,,23 -BEMIS INC,BMS,CITADEL,1,,,,,,26 -BENCHMARK ELECTRONICS INC,BHE,SIG,1,,,,,,11 -BENEFITFOCUS INC,BNFT,MORGAN,2,,,,,,24 -BERKSHIRE HATHAWAY DE - CL B,BRK.B,BARCLAYS,3,,,Y,Y,,23 -BERRY PLASTICS GROUP INC,BERY,SIG,3,,,Y,Y,L,14 -BEST BUY CO INC,BBY,SIG,3,,,,Y,L-W,13 -BEST INC,BEST,CITADEL,1,,,,,,24 -BGC PARTNERS INC. CLASS A,BGCP,WOLVERINE,2,,,,Y,L,15 -BHP BILLITON LIMITED ADS ( 2 ORD SH,BHP,SIG,2,,,,Y,L,16 -BHP BILLITON PLC,BBL,SIG,3,,,,,,14 -BIG 5 SPORTING CORP,BGFV,WOLVERINE,1,,,,,,24 -BIG LOTS INC.,BIG,BARCLAYS,1,,,,Y,L,25 -BILIBILI INC,BILI,CITADEL,1,,,,Y,L,25 -BIO-RAD LABORATORIES INC. -CL A,BIO,SIG,3,,,,,,14 -BIOCRYST PHARMACEUTICALS INC,BCRX,GROUP ONE,3,,,,,,17 -BIODELIVERY SCIENCES INTL,BDSI,WOLVERINE,3,,,,,,23 -BIOGEN IDEC INC,BIIB,SIG,1,,,Y,Y,L-W,15 -BIOHAVEN PHARMACEUTICAL HOLDING CO LTD,BHVN,GROUP ONE,1,,,,Y,L,17 -BIOMARIN PHARMACEUTICAL INC,BMRN,CITADEL,1,,,,Y,L,13 -BIOSIG TECHNOLOGIES INC,BSGM,WOLVERINE,1,,,,,,14 -BIOTELEMETRY INC.,BEAT,SIG,2,,,,,,14 -BIOTIME INC,BTX,GROUP ONE,3,,,,,,17 -BITAUTO HOLDINGS LTD,BITA,CITADEL,1,,,,Y,L,12 -BJ''S RESTAURANT INC.,BJRI,SIG,1,,,,,,13 -BJ''S WHOLESALE CLUB,BJ,CITADEL,2,,,,,,15 -BLACK STONE MINERALS LP,BSM,SIG,1,,,,,,24 -BLACKBAUD INC,BLKB,CITADEL,3,,,,,,14 -BLACKBERRY LIMITED,BB,SIG,3,,,,Y,L-W,21 -BLACKLINE INC,BL,SIG,2,,,,,,12 -BLACKROCK KELSO CAP CORP,BKCC,WOLVERINE,2,,,,,,23 -BLACKROCK INC.,BLK,SIG,1,,,,Y,L-W,11 -BLACKSTONE MORTGAGE TRUST INC.,BXMT,SIG,1,,,,,,12 -BLINK CHARGING CO,BLNK,GROUP ONE,3,,,,,,17 -BLOCK H & R INC,HRB,CITIGROUP,1,,,,Y,L,26 -BLOOM ENERGY CORP,BE,GROUP ONE,2,,,,,,17 -BLOOMIN BRANDS INC.,BLMN,SIG,1,,,,Y,L,23 -BLUCORA INC.,BCOR,CITADEL,1,,,,,,21 -BLUE APRON HOLDINGS INC,APRN,MORGAN,1,,,,Y,L-W,16 -BLUEBIRD BIO INC,BLUE,CITADEL,2,,,,Y,L,17 -BLUEKNIGHT ENERGY PARTNERS,BKEP,SUMO,3,,,,,,21 -BLUELINX HOLDINGS INC,BXC,CITADEL,2,,,,,,22 -BLUEPRINT MEDICINES CORPORATION,BPMC,CITADEL,1,,,,,,11 -BLUEROCK RESIDENTIAL GROWTH REIT INC.,BRG,SUMO,1,,,,,,23 -BMC STOCK HOLDINGS INC.,BMCH,CITADEL,1,,,,,,11 -BOEING CO,BA,CITADEL,2,,,Y,Y,L-W,25 -BOINGO WIRELESS INC,WIFI,WOLVERINE,2,,,,,,15 -BOISE CASCADE COMPANY,BCC,SIG,1,,,,,,12 -BOK FINANCIAL CORPORATION,BOKF,BARCLAYS,3,,,,,,23 -BONANZA CREEK ENERGY INC,BCEI,GROUP ONE,1,,,,,,17 -BOOKING HOLDINGS INC.,BKNG,SIG,1,,,Y,Y,L-W,14 -BOOT BARN HOLDINGS INC.,BOOT,CITADEL,2,,,,,,16 -BOOZ ALLEN HAMILTON HOLDING CORPORATION,BAH,WOLVERINE,3,,,,,,14 -BORG WARNER INC,BWA,CITADEL,1,,,,,,25 -BOSTON BEER COMPANY INC,SAM,SIG,3,,,,,,24 -BOSTON PROPERTIES INC.,BXP,BARCLAYS,1,,,,,,25 -BOSTON SCIENTIFIC CORP,BSX,CITADEL,2,,,,Y,L-W,25 -BOTTOMLINE TECHNOLOGITES INC,EPAY,CITADEL,3,,,,,,12 -BOX INC.,BOX,CITADEL,3,,,,Y,L,23 -BOYD GAMING CORP,BYD,BARCLAYS,3,,,,Y,L,24 -BP MIDSTREAM PARTNERS LP,BPMP,SIG,2,,,,,,21 -BP PLC ADS(RP 6 ORD),BP,TWO SIGMA,1,,,Y,Y,L-W,22 -BP PRUDHOE BAY ROYALTY TR,BPT,CITADEL,3,,,,,,23 -BRADY CORPORATION,BRC,WOLVERINE,2,,,,,,26 -BRAEMAR HOTELS & RESORTS INC.,BHR,CITADEL,1,,,,,,21 -BRAINSTORM CELL THERAPEUTICS INC.,BCLI,GROUP ONE,2,,,,,,17 -BRANDYWINE REALTY TST,BDN,WOLVERINE,1,,,,,,24 -BRASKEM S. A.,BAK,BARCLAYS,3,,,,,,21 -BRF S.A.,BRFS,CITADEL,3,,,,Y,L,23 -BRIGGS & STRATTON CORP,BGG,SIG,1,,,,,,11 -BRIGHT HORIZONS FAMILY SOL IN,BFAM,WOLVERINE,3,,,,,,26 -BRIGHTCOVE INC,BCOV,SIG,1,,,,,,11 -BRIGHTHOUSE FINANCIAL INC,BHF,SIG,2,,,,Y,L,21 -BRINKER INTL INC,EAT,WOLVERINE,1,,,,,,14 -BRINKS CO (THE),BCO,SIG,3,,,,,,12 -BRISTOL MYERS SQUIBB COMPANY,BMY,TWO SIGMA,3,,,Y,Y,L-W,22 -BRISTOW GROUP INC,BRS,WOLVERINE,3,,,,,,23 -BRITISH AMERICAN TOBACCO PLC,BTI,SIG,3,,,,,,24 -BRIXMOR PROPERTY GROUP INC,BRX,WOLVERINE,2,,,,,,14 -BROADCOM LIMITED,AVGO,SIG,1,,,Y,Y,L-W,24 -BROADRIDGE FINANCIAL SOLUTIONS LLC.,BR,WOLVERINE,3,,,,,,24 -BROOKDALE SENIOR LIVING INC,BKD,WOLVERINE,1,,,,,,15 -BROOKFIELD ASSET MANAGEMENT INC VTG,BAM,BARCLAYS,3,,,,,,12 -BROOKFIELD BUSINESS PARTNERS LP,BBU,WOLVERINE,3,,,,,,14 -BROOKFIELD INFRASTRUCTURE PARTNERS L.P.,BIP,WOLVERINE,3,,,,,,21 -BROOKFIELD PROPERTY PARTNERS,BPY,SIG,1,,,,Y,L,16 -BROOKFIELD PROPERTY REIT INC,BPR,WOLVERINE,2,,,,,,14 -BROOKLINE BANCORP INC DEL,BRKL,WOLVERINE,3,,,,,,14 -BROOKS AUTOMATION INC,BRKS,CITADEL,1,,,,,,14 -BROWN & BROWN INC,BRO,CITADEL,3,,,,,,14 -BROWN-FORMAN CORP.,BFB,WOLVERINE,3,,,,,,11 -BRUKER CORPORATION,BRKR,BARCLAYS,3,,,,,,14 -BRUNSWICK CORP,BC,SIG,3,,,,,,12 -BSQUARE CORP (NEW),BSQR,WOLVERINE,3,,,,,,21 -BUCKEYE PARTNERS L.P.,BPL,SIG,2,,,,Y,L,13 -BUCKLE INC,BKE,WOLVERINE,3,,,,,,24 -BUILD-A-BEAR WORKSHOP INC,BBW,CITADEL,3,,,,,,13 -BUILDERS FIRSTSOURCE INC,BLDR,WOLVERINE,2,,,,Y,L,23 -BUNGE LIMITED,BG,CITIGROUP,1,,,,Y,L,12 -BURLINGTON STORES INC,BURL,SIG,3,,,,Y,L-W,13 -C&J ENERGY SERVICES INC,CJ,CITADEL,1,,,,,,25 -C.H. ROBINSON WORLDWIDE INC NEW,CHRW,CITADEL,2,,,,Y,L,13 -CABOT MICROELECTRONICS CORP,CCMP,SIG,1,,,,,,21 -CABOT OIL & GAS CORP,COG,SIG,1,,,,Y,L-W,14 -CACI INTERNATIONAL INC CL-A,CACI,TWO SIGMA,3,,,,,,22 -CADENCE DESIGN SYS INC,CDNS,CITADEL,2,,,,,,26 -CADENCE FINANCIAL CORP,CADE,WOLVERINE,3,,,,,,14 -CADIZ INC NEW,CDZI,CITADEL,2,,,,,,25 -CAESARS ENTERTAINMENT CORP,CZR,SIG,3,,,,Y,L-W,15 -CAESARSTONE SDOT-YAM LTD,CSTE,CITADEL,1,,,,,,13 -CAI INTERNATIONAL INC,CAI,WOLVERINE,1,,,,,,14 -CAL-MAINE FOODS INC,CALM,GROUP ONE,2,,,,,W,17 -CALAMP CORP,CAMP,SIG,3,,,,,,21 -CALAVO GROWERS INC.,CVGW,CITADEL,1,,,,,,24 -CALERES INC,CAL,WOLVERINE,2,,,,,,26 -CALIFORNIA RESOURCES CORPORATION,CRC,BARCLAYS,2,,,,Y,L,15 -CALIFORNIA WTR SVCS GRP DEL,CWT,CITADEL,3,,,,,,23 -CALITHERA BIOSCIENCES INC.,CALA,SUMO,3,,,,,,15 -CALIX INC,CALX,MORGAN,1,,,,,,24 -CALLAWAY GOLF CO,ELY,BARCLAYS,2,,,,,,11 -CALLON PETROLEUM CO.,CPE,GROUP ONE,1,,,,Y,L,17 -CALUMET SPEC PROD PART L.P.,CLMT,BARCLAYS,2,,,,,,21 -CAMDEN PROPERTY TRUST SBI,CPT,SIG,2,,,,,,11 -CAMECO CORP,CCJ,BARCLAYS,3,,,,Y,L-W,25 -CAMPBELL SOUP CO CAPITAL,CPB,MORGAN,2,,,,Y,L-W,26 -CAMPING WORLD HOLDINGS INC.,CWH,SIG,3,,,,Y,L,21 -CAMTEK LTD./ISRAEL,CAMT,WOLVERINE,2,,,,,,11 -CANADA GOOSE HOLDINGS INC,GOOS,CITADEL,1,,,,Y,L-W,12 -CANADIAN IMPERIAL BANK COMMERCE,CM,BARCLAYS,3,,,,,,24 -CANADIAN NATURAL RESOURCES LTD,CNQ,CITADEL,3,,,,Y,L,25 -CANADIAN PACIFIC RAILWAY LTD,CP,CITADEL,3,,,,,,24 -CANADIAN SOLAR INC.,CSIQ,SIG,1,,,,Y,L-W,21 -CANCER GENETICS INC.,CGIX,GROUP ONE,3,,,,,,17 -CANNTRUST HOLDINGS INC,CTST,WOLVERINE,3,,,,,,14 -CANON INC.,CAJ,WOLVERINE,3,,,,,,24 -CANOPY GROWTH CORP,CGC,SIG,1,,,,Y,L-W,12 -CANTEL MEDICAL CORPORATION,CMD,WOLVERINE,3,,,,,,11 -CAPITAL ONE FINANCIAL CORP,COF,MORGAN,3,,,,Y,L-W,26 -CAPITAL PRODUCT PARTNERS,CPLP,WOLVERINE,3,,,,,,26 -CAPITAL SENIOR LIVING CORP,CSU,WOLVERINE,3,,,,,,16 -CAPITOL FEDERAL FINANCIAL,CFFN,SIG,2,,,,,,24 -CAPSTEAD MTG CORP. NEW,CMO,MORGAN,2,,,,,,13 -CARA THERAPEUTICS INC.,CARA,CITADEL,2,,,,Y,L,17 -CARBO CERAMICS INC,CRR,CITADEL,3,,,,,,25 -CARBON BLACK INC,CBLK,CITADEL,1,,,,,,23 -CARBONITE INC,CARB,SIG,3,,,,,,26 -CARDINAL HEALTH INC,CAH,CITIGROUP,3,,,,Y,L-W,11 -CARDIOVASCULAR SYSTEMS INC ,CSII,MORGAN,3,,,,,,26 -CARDTRONICS INC,CATM,SIG,3,,,,,,24 -CARE.COM INC.,CRCM,SUMO,1,,,,,,21 -CAREDX INC,CDNA,GROUP ONE,2,,,,,,17 -CAREER EDUCATION CORP,CECO,SIG,1,,,,,,15 -CARETRUST REIT INC.,CTRE,SIG,1,,,,,,15 -CARGURUS INC,CARG,SIG,2,,,,,,23 -CARLYLE GROUP L.P. (THE) UNITS,CG,SIG,3,,,,,,24 -CARMAX INC.,KMX,SIG,1,,,,Y,L-W,15 -CARNIVAL CORPORATION (PAIRED STOCK),CCL,TWO SIGMA,1,,,,Y,L-W,22 -CARPENTER TECHNOLOGY CORP,CRS,CITADEL,3,,,,,,11 -CARRIAGE SERVICES INC,CSV,SIG,1,,,,,,14 -CARRIZO OIL & GAS INC.,CRZO,SIG,1,,,,Y,L,12 -CARROLS RESTAURANT GROUP INC,TAST,SUMO,3,,,,,,16 -CARS.COM INC,CARS,BARCLAYS,3,,,,Y,L,25 -CARTER''S INC,CRI,SIG,3,,,,Y,L,13 -CARVANA COMPANY,CVNA,WOLVERINE,2,,,Y,Y,L,14 -CASA SYSTEMS INC,CASA,CITADEL,2,,,,,,11 -CASELLA WASTE SYSTEMS INC,CWST,SUMO,3,,,,,,14 -CASEY''S GENERAL STORES INC,CASY,WOLVERINE,2,,,,,,14 -CASTLIGHT HEALTH INC.,CSLT,SIG,2,,,,,,12 -CATALENT INC.,CTLT,CITADEL,1,,,,,,16 -CATALYST PHARMACEUTICAL,CPRX,GROUP ONE,3,,,,,,11 -CATERPILLAR INC,CAT,CITADEL,2,,,Y,Y,L-W,24 -CBL & ASSOCIATES PROPERTIES INC,CBL,BARCLAYS,3,,,,Y,L,15 -CBOE 3 - MONTH VARIANCE INDEX,VT,SIG:RUT,2,,,,,E,34 -CBOE GLOBAL MARKETS,CBOE,SIG,3,,,,Y,L-W,14 -CBOE VOLATILITY INDEX,VIX,PENDING,2,,,,,,70 -CBRE GROUP INC. CLASS A,CBRE,SIG,3,,,,,,13 -CBS CORPORATION,CBSA,SIG,2,,,,,,23 -CBS CORPORATION CLASS B COM NEW,CBS,SIG,3,,,,Y,L-W,23 -CDK GLOBAL INC.,CDK,BARCLAYS,2,,,,,,15 -CDN NATL RAILWAY FULLY PD SHS,CNI,SIG,1,,,,,,26 -CDW CORPORATION,CDW,SIG,3,,,,,,24 -CECO ENVIRONMENTAL CORP,CECE,SUMO,2,,,,,,11 -CEDAR FAIR LP,FUN,BARCLAYS,3,,,,,,13 -CEDAR REALTY TRUST INC,CDR,WOLVERINE,1,,,,,,14 -CELANESE CORPORATION SER A COM STK,CE,CITADEL,3,,,,,,23 -CELESTICA INC,CLS,BARCLAYS,3,,,,,,21 -CELGENE CORPORATION,CELG,TWO SIGMA,1,,,Y,Y,L-W,22 -CELL THERAPEUTICS INC,CTIC,SIG,3,,,,,,26 -CELLDEX THERAPEUTICS INC.,CLDX,CITADEL,2,,,,,,25 -CELLECTIS SA,CLLS,GROUP ONE,2,,,,,,26 -CEMEX S.A.B. DE C.V. ADS (REPTSG 1,CX,CITIGROUP,1,,,,Y,L,24 -CENOVUS ENERGY INC.,CVE,WOLVERINE,3,,,,Y,L,11 -CENTENE CORP DEL,CNC,SIG,3,,,,Y,L,26 -CENTENNIAL RESOURCE DEVELOPMENT INC.,CDEV,WOLVERINE,1,,,,,,14 -CENTERPOINT ENERGY (HDG CO.),CNP,CITADEL,2,,,,,,14 -CENTRAL EUROPEAN MEDIA ENTRP LTD.,CETV,SIG,1,,,,,,24 -CENTRAL GARDEN & PET COMPANY,CENTA,WOLVERINE,3,,,,,,26 -CENTRAL PACIFIC FINL CORP,CPF,WOLVERINE,3,,,,,,12 -CENTRIC BRANDS INC.,CTRC,GROUP ONE,2,,,,,,17 -CENTURY ALUMINUM CO,CENX,CITADEL,3,,,,,,26 -CENTURY CASINOS INC,CNTY,SUMO,3,,,,,,12 -CENTURY COMMUNITIES INC,CCS,SIG,3,,,,,,24 -CENTURYLINK INC.,CTL,CITADEL,1,,,,Y,L-W,15 -CERAGON NETWORKS LTD.,CRNT,CITADEL,3,,,,,,23 -CERIDIAN HCM HOLDING INC,CDAY,GROUP ONE,3,,,,,,13 -CERNER CORP,CERN,SIG,3,,,,Y,L,16 -CERUS CORP,CERS,CITADEL,2,,,,,,23 -CEV INC,CEVA,MORGAN,3,,,,,,12 -CF INDUSTRIES HOLDINGS INC.,CF,SIG,2,,,,Y,L-W,13 -CGI GROUP INC,GIB,SIG,2,,,,,,26 -CHANGYOU.COM,CYOU,CITADEL,1,,,,,,26 -CHANNELADVISOR CORPORATION,ECOM,MORGAN,3,,,,,,14 -CHARLES RIVER LABS INT''L INC,CRL,TWO SIGMA,2,,,,,,22 -CHART INDUSTRIES INC COM STK,GTLS,SIG,3,,,,,,11 -CHARTER COMMUNICATIONS INC (A),CHTR,SIG,3,,,,Y,L-W,14 -CHATHAM LODGING TR,CLDT,WOLVERINE,2,,,,,,16 -CHECK POINT SOFTWR TECHNLS LTD,CHKP,CITIGROUP,1,,,,Y,L,12 -CHEESECAKE FACTORY INC,CAKE,BARCLAYS,1,,,,Y,L,25 -CHEETAH MOBILE INC.,CMCM,SIG,3,,,,,,17 -CHEGG INC.,CHGG,SIG,1,,,,Y,L,14 -CHEMED CORPORATION,CHE,SIG,3,,,,,,13 -CHEMICAL FIN CORP,CHFC,MORGAN,3,,,,,,15 -CHEMOCENTRYX INC.,CCXI,CITADEL,2,,,,,,22 -CHENIERE ENERGY INC,LNG,WOLVERINE,3,,,,Y,L-W,16 -CHENIERE ENERGY PTNRS L.P.,CQP,CITADEL,3,,,,,,15 -CHEROKEE INC,CHKE,WOLVERINE,1,,,,,,14 -CHESAPEAKE ENERGY CORP,CHK,CITIGROUP,1,,,,Y,L-W,12 -CHESAPEAKE GRANITE WASH TR,CHKR,WOLVERINE,2,,,,,,14 -CHEVRON CORPORATION,CVX,CITIGROUP,3,,,Y,Y,L-W,14 -CHICO''S FAS INC.,CHS,BARCLAYS,2,,,,Y,L,23 -CHIMERA INVESTMENT CORP.,CIM,WOLVERINE,3,,,,,,21 -CHIMERIX INC,CMRX,CITADEL,2,,,,,,24 -CHINA AUTOMOTIVE SYSTEMS INC,CAAS,SIG,2,,,,,,15 -CHINA CACHE INTL HLDGS LTD,CCIH,WOLVERINE,2,,,,,,14 -CHINA FINANCE ONLINE CO. LTD.,JRJC,WOLVERINE,1,,,,,,11 -CHINA GREEN AGRICULTURE,CGA,GROUP ONE,3,,,,,,17 -CHINA LIFE INSURANCE CO LTD ADS (RE,LFC,SIG,1,,,,,,15 -CHINA LODGING GROUP LTD,HTHT,BARCLAYS,3,,,,,,21 -CHINA MOBILE LIMITED (EA REPTSG 5,CHL,CITIGROUP,3,,,,,,14 -CHINA PETRO&CHEM ADS (100ORD),SNP,WOLVERINE,1,,,,,,14 -CHINA RAPID FINANCE LIMITED,XRF,GROUP ONE,2,,,,,,17 -CHINA SOUTHERN AIRLINE CO,ZNH,WOLVERINE,3,,,,,,23 -CHINA UNICOM LTD ADS(REP ORD,CHU,SIG,1,,,,,,15 -CHINA XD PLASTICS CO LTD,CXDC,GROUP ONE,1,,,,,,17 -CHINANET ONLINE HOLDINGS INC,CNET,SIG,2,,,,,,26 -CHIPOLTE MEXICAN GRILL INC. CL A,CMG,SIG,3,,,Y,Y,L-W,23 -CHOICE HOTELS INT''L INC(NEW),CHH,CITADEL,3,,,,,,14 -CHRISTOPHER & BANKS CORP,CBKC,SIG,3,,,,,,13 -CHROMADEX CORPORATION,CDXC,SUMO,2,,,,,,12 -CHUBB LIMITED,CB,MORGAN,2,,,,Y,L,14 -CHUNGHWA TELECOM CO. LTD,CHT,SIG,3,,,,,,12 -CHURCH & DWIGHT CO INC,CHD,MORGAN,1,,,,,,21 -CHURCHILL DOWNS INC,CHDN,WOLVERINE,3,,,,,,26 -CHUY''S HOLDINGS INC,CHUY,SIG,1,,,,,,24 -CIA BRASILEIRA DE DISTRIBUICAO GRUPO PAO,CBD,SIG,3,,,,,,14 -CIDARA THERAPEUTICS INC,CDTX,GROUP ONE,3,,,,,,17 -CIENA CORP COM NEW,CIEN,BARCLAYS,1,,,,Y,L-W,25 -CIGNA CORPORATION,CI,SIG,1,,,,Y,L-W,23 -CIMAREX ENERGY CO,XEC,TWO SIGMA,3,,,,Y,L,22 -CIMPRESS N.V.,CMPR,SIG,1,,,,,,11 -CINCINNATI BELL INC.,CBB,GROUP ONE,2,,,,,,17 -CINCINNATI FINANCIAL CORP,CINF,CITADEL,3,,,,,,13 -CINEMARK HOLDINGS INC.,CNK,SIG,3,,,,,,13 -CINTAS CORP,CTAS,SIG,2,,,,,,11 -CIRCOR INTL INC,CIR,WOLVERINE,2,,,,,,26 -CIRRUS LOGIC INC,CRUS,MORGAN,3,,,,Y,L-W,17 -CISCO SYSTEMS INC,CSCO,CITADEL,1,,,Y,Y,L-W,25 -CISION LTD,CISN,SIG,2,,,,,,16 -CIT GROUP INC,CIT,WOLVERINE,1,,,,,,14 -CITI TRENDS INC.,CTRN,CITADEL,2,,,,,,25 -CITIGROUP,C,SIG,3,,,Y,Y,L-W,11 -CITIZENS FINANCIAL GROUP INC.,CFG,CITADEL,1,,,,,,14 -CITIZENS INC./TX,CIA,SUMO,2,,,,,,11 -CITRIX SYSTEMS INC,CTXS,CITADEL,3,,,,Y,L-W,11 -CITY OFFICE REIT INC.,CIO,SIG,1,,,,,,15 -CIVEO CORPORATION,CVEO,SIG,2,,,,,,23 -CLARUS CORPORTION,CLAR,CITADEL,2,,,,,,23 -CLAYMORE SHIPPING ETF,SEA,SIG:RUT,3,,,,,E,34 -CLEAN ENERGY FUELS CORPORATION,CLNE,MORGAN,3,,,,,,14 -CLEAN HARBORS INC,CLH,MORGAN,1,,,,,,13 -CLEAR CHANNEL OUTDOOR HOLDINGS INC,CCO,SIG,3,,,,,,12 -CLEARFIELD INC,CLFD,SIG,3,,,,,,16 -CLEARSIDE BIOMEDICAL INC,CLSD,SIG,1,,,,,,22 -CLEARSIGN COMBUSTION CORPORATION,CLIR,GROUP ONE,2,,,,,,17 -CLEARWAY ENERGY INC CL.. A,CWEN.A,WOLVERINE,3,,,,,,11 -CLEARWAY ENERGY INC.,CWEN,CITADEL,2,,,,,,23 -CLIFFS NATURAL RESOURCES,CLF,BARCLAYS,1,,,,Y,L-W,15 -CLIQUET STYLE SETTLEMENT FLEX BROAD-BASE,XSP,SIG,,,,Y,,L-W,40 -CLOROX CO,CLX,SIG,1,,,,Y,L-W,13 -CLOUD PEAK ENERGY INC,CLDP,GROUP ONE,2,,,,,,17 -CLOUDERA INC,CLDR,WOLVERINE,2,,,,Y,L-W,14 -CLOVIS ONCOLOGY INC.,CLVS,SIG,1,,,,Y,L,17 -CME GROUP INC.,CME,SIG,3,,,,Y,L-W,11 -CMS ENERGY CORP,CMS,SIG,3,,,,,,26 -CNH INDUSTRIAL N.V.,CNHI,WOLVERINE,3,,,,,,26 -CNO FINANCIAL GROUP INC.,CNO,MORGAN,3,,,,,,24 -CNOOC LTD ADS (REP 100 CL H SHS),CEO,GROUP ONE,3,,,,,,17 -CNX MIDSTREAM PARTNERS LP,CNXM,WOLVERINE,3,,,,,,13 -CNX RESOURCES CORPORATION,CNX,TWO SIGMA,1,,,,,,22 -COCA-COLA CO,KO,BARCLAYS,2,,,Y,Y,L-W,25 -COCA-COLA EUROPEAN PARTNERS PLC,CCEP,SIG,2,,,,,,24 -COCA-COLA FEMSA SAB DE CV ADS (REPS,KOF,MORGAN,2,,,,,,21 -CODEXIS INC.,CDXS,WOLVERINE,3,,,,,,14 -COEUR MINING INC.,CDE,BARCLAYS,3,,,,Y,L,25 -COGNEX CORPORATION,CGNX,WOLVERINE,2,,,,,,26 -COGNIZANT TECH SOLUTIONS CORP CL A,CTSH,CITADEL,1,,,,Y,L-W,25 -COHERENT INC,COHR,SIG,2,,,,,,16 -COHU INC,COHU,SIG,2,,,,,,21 -COLFAX CORPORATION,CFX,CITADEL,3,,,,,,16 -COLGATE-PALMOLIVE CO,CL,TWO SIGMA,2,,,,Y,L-W,22 -COLLEGIUM PHARMACEUTICAL INC.,COLL,CITADEL,3,,,,,,15 -COLONY CAPITAL INC.,CLNY,SIG,3,,,,,,23 -COLUMBIA EMERGING MARKETS CONSUMER ETF,ECON,SIG:RUT,3,,,,,E,34 -COLUMBIA FINANCIAL INC,CLBK,GROUP ONE,1,,,,,,17 -COLUMBIA PROPERTY TRUST INC.,CXP,SIG,1,,,,,,15 -COLUMBIA SPORTSWEAR CO,COLM,MORGAN,1,,,,,,26 -COLUMBUS MCKINNON CORP NY,CMCO,SIG,3,,,,,,14 -COMCAST CORP CL A (NEW),CMCSA,CITADEL,1,,,Y,Y,L-W,25 -COMERICA INC,CMA,CITADEL,1,,,,Y,L,25 -COMFORT SYSTEMS USA INC.,FIX,CITADEL,1,,,,,,23 -COMM VAULT SYSTEMS INC.,CVLT,CITADEL,1,,,,,,24 -COMMERCE BANCSHARES INC.,CBSH,SIG,2,,,,,,11 -COMMERCIAL METALS CO,CMC,WOLVERINE,3,,,,,,14 -COMMSCOPE HOLDING CO INC.,COMM,SIG,2,,,,,,15 -COMMUNICATION SERV SELECT SECTOR SPDR FU,XLC,CITADEL,2,,,,Y,E-L,17 -COMMUNICATION SERVICES SELECT SECTOR IND,SIXC,SIG:RUT,3,,,,,,34 -COMMUNITY BANK SYSTEM INC,CBU,MORGAN,2,,,,,,12 -COMMUNITY HEALTH SYSTEMS INC,CYH,SIG,3,,,,Y,L-W,21 -COMPANHIA DE SANEAMENTO BASICO DO E,SBS,GROUP ONE,1,,,,,,17 -COMPANHIA PARANAENSE DE ENERGIA,ELP,SIG,1,,,,,,26 -COMPANHIA SIDERURGICA NACIONAL ADS,SID,CITADEL,3,,,,,,26 -COMPANIA DE MINAS BUENAVENTURA,BVN,SIG,3,,,,,,23 -COMPASS DIVERSIFIED HOLDINGS,CODI,CITADEL,2,,,,,,26 -COMPASS MINERALS INTERNATIONAL INC,CMP,SIG,3,,,,,,24 -COMPUTER PROGRAMS & SYSTEMS INC.,CPSI,BARCLAYS,3,,,,,,14 -COMPUTER TASK GROUP INC,CTG,SIG,1,,,,,,23 -COMSCORE INC.,SCOR,WOLVERINE,1,,,,,,14 -COMSTOCK RESOURCES INC,CRK,CITADEL,3,,,,,,12 -COMTECH TELECOMMUNICATIONS,CMTL,GROUP ONE,1,,,,,,11 -CONAGRA FOODS INC.,CAG,GROUP ONE,3,,,,Y,L,17 -CONATUS PHARMACEUTICALS INC.,CNAT,GROUP ONE,1,,,,,,17 -CONCERT PHARMACEUTICALS INC.,CNCE,SIG,1,,,,,,21 -CONCHO RESOURCES INC.,CXO,SIG,3,,,,Y,L,12 -CONDUENT INC.,CNDT,SIG,1,,,,,,11 -CONMED CORP,CNMD,CITADEL,2,,,,,,23 -CONNS INC,CONN,BARCLAYS,1,,,,Y,L,16 -CONOCOPHILLIPS,COP,SIG,2,,,,Y,L-W,15 -CONS COMMUNICATIONS HLDGS,CNSL,BARCLAYS,1,,,,,,12 -CONSOL ENERGY INC,CEIX,WOLVERINE,3,,,,,,14 -CONSOLIDATED ED INC(HOLDING CO,ED,CITIGROUP,2,,,,,W,14 -CONSOLIDATED WATER CO. 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-CSG SYS INTERNATL INC,CSGS,SIG,3,,,,,,13 -CSI COMPRESSCO L.P.,CCLP,WOLVERINE,1,,,,,,26 -CSOP FTSE CHINA A50 ETF,AFTY,CITADEL,3,,,,,E,13 -CSX CORP,CSX,BARCLAYS,2,,,,Y,L-W,25 -CTRIP COM INTL LTD (KY),CTRP,SIG,3,,,,Y,L-W,11 -CTS CORPORATION,CTS,CITADEL,1,,,,,,15 -CUBESMART,CUBE,SIG,2,,,,,,16 -CUBIC CORP,CUB,CITADEL,1,,,,,,23 -CUI GLOBAL INC.,CUI,WOLVERINE,1,,,,,,21 -CULLEN FROST BANKERS INC,CFR,BARCLAYS,1,,,,,,21 -CULP INC,CULP,SUMO,1,,,,,,23 -CUMMINS INC,CMI,SIG,3,,,,Y,L-W,12 -CURIS INC.,CRIS,SIG,3,,,,,,15 -CURO GROUP HOLDINGS CORP,CURO,SIG,1,,,,,,24 -CURRENCY SH SWEEDISH KR TR,FXS,SIG:RUT,3,,,,,E,34 -CURRENCY SH SWISS FR TR,FXF,CITADEL,3,,,,,E,11 -CURRENCY SHARES EURO TRUST,FXE,CITADEL,3,,,,Y,E-L-W,34 -CURRENCY SHARES JAPANESE YEN TRUST,FXY,CITADEL,3,,,,,E-W,34 -CURRENCYSHARES AUSTRALIAN DOLLAR TR,FXA,CITADEL,3,,,,,E,34 -CURRENCYSHARES CANADIAN DOLLAR TR S,FXC,TWO SIGMA,3,,,,,E,22 -CURTISS-WRIGHT CORP,CW,BARCLAYS,3,,,,,,21 -CUSHMAN & WAKEFIELD PLC,CWK,WOLVERINE,2,,,,,,14 -CUTERA 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-DAVIDSTEA INC.,DTEA,GROUP ONE,2,,,,,,17 -DAVITA INC.,DVA,SIG,1,,,,Y,L,14 -DB X-TRACKERS HARVEST CSI 300 CHINA A-SH,ASHR,SIG:RUT,1,,,,Y,E-L-W,34 -DB X-TRACKERS MSCI EAFE CURRENCY-HEDGED,DBEF,SIG:RUT,2,,,,,E,34 -DB X-TRACKERS MSCI JAPAN CURRENCY-HEDGED,DBJP,SUMO,3,,,,,E,24 -DBV TECHNOLOGIES SA,DBVT,SIG,2,,,,,,12 -DCP MIDSTREAM LP,DCP,SIG,1,,,,,,12 -DEAN FOODS CO,DF,TWO SIGMA,3,,,,Y,L,22 -DECKERS OUTDOOR CORP,DECK,SIG,3,,,,Y,L,21 -DEERE & CO,DE,CITADEL,3,,,Y,Y,L-W,15 -DEL FRISCO''S RESTAURANT,DFRG,SIG,3,,,,,,15 -DEL TACO RESTAURANTS INC.,TACO,WOLVERINE,3,,,,,,14 -DELEK LOGISTICS PARTNERS LP,DKL,CITADEL,2,,,,,,22 -DELEK US HOLDINGS INC.,DK,SIG,1,,,,Y,L,12 -DELL TECHNOLOGIES INC,DELL,SIG,1,,,,Y,L,11 -DELPHI TECHNOLOGIES PLC,DLPH,SIG,3,,,,,,12 -DELTA AIR LINES INC.,DAL,SIG,3,,,Y,Y,L-W,11 -DELUXE CORPORATION,DLX,CITADEL,1,,,,,,12 -DENALI THERAPEUTICS INC,DNLI,GROUP ONE,3,,,,,,17 -DENBURY RESOURCES INC(HOLDING CO),DNR,CITIGROUP,3,,,,Y,L,21 -DENISON MINES CORP.,DNN,SIG,1,,,,,,24 -DENNYS 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-DIGITAL REALTY TRUST INC.,DLR,BARCLAYS,1,,,,,,26 -DIGITAL TURBINE INC.,APPS,GROUP ONE,3,,,,,,26 -DILLARD''S INC,DDS,WOLVERINE,2,,,,Y,L-W,14 -DINEEQUITY INC.,DIN,SIG,3,,,,,,24 -DIODES INCORPORATED,DIOD,CITADEL,3,,,,,,12 -DIPLOMAT PHARMACY INC.,DPLO,SIG,2,,,,,,24 -DIREXION DAILY 10-YEAR TREASURY BEAR 3X,TYO,SIG:RUT,2,,,,,E,34 -DIREXION DAILY 10-YEAR TREASURY BULL 3X,TYD,SIG:RUT,2,,,,,E,34 -DIREXION DAILY 30-YEAR TREASURY BEAR 3X,TMV,BARCLAYS,2,,,,,E,16 -DIREXION DAILY 30YEAR TREASURY BULL 3X,TMF,BARCLAYS,2,,,,,E,26 -DIREXION DAILY AEROSPACE & DEFENSE BULL,DFEN,SUMO,1,,,,,E,26 -DIREXION DAILY BRAZIL BULL 3X SHARES,BRZU,CITADEL,3,,,,Y,E-L-W,16 -DIREXION DAILY CHINA BEAR 3X SHARES,YANG,SIG:RUT,1,,,,,E,34 -DIREXION DAILY CHINA BULL 3X SHARES,YINN,SIG:RUT,1,,,,Y,E-L,34 -DIREXION DAILY CSI 300 CHINA A SHARE BEA,CHAD,SUMO,3,,,,,E,11 -DIREXION DAILY CSI 300 CHINA A SHARE BUL,CHAU,SUMO,2,,,,,E,23 -DIREXION DAILY FTSE EUROPE BULL 3X SHARE,EURL,SUMO,3,,,,,E,14 -DIREXION DAILY HEALTHCARE BULL 3X 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-DIREXION DAILY S&P BIOTECH BEAR 3X SHARE,LABD,WOLVERINE,3,,,,,E-W,14 -DIREXION DAILY S&P BIOTECH BULL 3X SHARE,LABU,CITADEL,3,,,,Y,E-L-W,12 -DIREXION DAILY S&P OIL & GAS EXP. & PROD,GUSH,SIG,3,,,,Y,E-L,12 -DIREXION DAILY S&P OIL & GAS EXP. & PROD,DRIP,SIG:RUT,3,,,,Y,E-L,34 -DIREXION DAILY SEMICOND BEAR 3X SH,SOXS,SIG,2,,,,,E,11 -DIREXION DAILY SEMICONDUCTORS BULL 3X SH,SOXL,SIG,2,,,,Y,E-L,25 -DIREXION NASDAQ-100 EQUAL WEIGHTED INDE,QQQE,SUMO,3,,,,,E,11 -DIREXIONSHARES DEVELOPED MARKETS BEAR 3X,DPK,WOLVERINE,1,,,,,E,40 -DIREXIONSHARES EMERGING MARKETS BEAR 3X,EDZ,BARCLAYS,1,,,,,E,25 -DIREXIONSHARES EMERGING MARKETS BULL 3X,EDC,BARCLAYS,1,,,,,E,12 -DIREXIONSHARES ENERGY BEAR 3X SHARES,ERY,BARCLAYS,1,,,,,E,12 -DIREXIONSHARES ENERGY BULL 3X SHARES,ERX,BARCLAYS,1,,,,Y,E-L-W,24 -DIREXIONSHARES FINANCIAL BEAR 3X SHARES,FAZ,BARCLAYS,1,,,,Y,E-L-W,26 -DIREXIONSHARES FINANCIAL BULL 3X SHARES,FAS,BARCLAYS,1,,,,Y,E-L-W,25 -DIREXIONSHARES MID CAP BEAR 3X SHARES,MIDZ,WOLVERINE,1,,,,,E,40 -DIREXIONSHARES MID CAP BULL 3X SHARES,MIDU,BARCLAYS,1,,,,,E,12 -DIREXIONSHARES SMALL CAP BEAR 3X SHARES,TZA,BARCLAYS,1,,,,Y,E-L-W,24 -DIREXIONSHARES SMALL CAP BULL 3X SHARES,TNA,BARCLAYS,1,,,,Y,E-L-W,25 -DIREXIONSHARES TECHNOLOGY BEAR 3X SHARES,TECS,BARCLAYS,1,,,,,E,14 -DIREXIONSHARES TECHNOLOGY BULL 3X SHARES,TECL,BARCLAYS,1,,,,,E,25 -DISCOVER FINANCIAL SERVICES,DFS,SIG,1,,,,Y,L-W,23 -DISCOVERY COMM INC SER C COM STK,DISCK,SIG,3,,,,,,15 -DISCOVERY COMMUNICATIONS INC.,DISCA,SIG,1,,,,Y,L,26 -DISH NETWORK CORPORATION CL A,DISH,SIG,3,,,Y,Y,L-W,16 -DMC GLOBAL INC.,BOOM,SIG,3,,,,,,13 -DOCUMENT SECURITY SYS INC,DSS,WOLVERINE,3,,,,,,11 -DOCUSIGN INC,DOCU,MORGAN,3,,,,Y,L,16 -DOLBY LABORATORIES INC.,DLB,SIG,3,,,,,,11 -DOLLAR GENERAL CORP,DG,SIG,2,,,,Y,L-W,26 -DOLLAR TREE INC,DLTR,CITIGROUP,2,,,,Y,L-W,13 -DOMINION RESOURCES INC(NEW),D,CITIGROUP,1,,,,Y,L,21 -DOMINO''S PIZZA INC COM STK,DPZ,SIG,3,,,,Y,L,24 -DOMO INC,DOMO,CITADEL,2,,,,,,13 -DOMTAR INC (NEW),UFS,SIG,1,,,,,,24 -DONALDSON INC,DCI,BARCLAYS,2,,,,,,14 -DONNELLEY FINANCIAL SOLUTIONS INC.,DFIN,CITADEL,1,,,,,,24 -DORMAN PRODUCTS INC.,DORM,CITADEL,2,,,,,,26 -DOUBLELINE INCOME SOLUTIONS FD,DSL,SIG:RUT,2,,,,,,34 -DOUGLAS DYNAMICS INC,PLOW,SUMO,2,,,,,,24 -DOUGLAS EMMETT INC.,DEI,BARCLAYS,1,,,,,,24 -DOVA PHARMACEUTICALS INC,DOVA,GROUP ONE,1,,,,,,17 -DOVER CORP,DOV,BARCLAYS,3,,,,Y,L-W,23 -DOW INC.,DOW,CITADEL,3,,,Y,Y,L-W,14 -DOW JONES INDUSTRIAL AVERAGE INDEX,DJX,WOLVERINE,3,,,Y,Y,L-W,40 -DOWDULPONT INC.,DWDP,CITADEL,3,,,Y,Y,L-W,14 -DPW HOLDINGS INC,DPW,GROUP ONE,2,,,,,,17 -DR HORTON INC,DHI,SIG,2,,,,Y,L-W,24 -DR. REDDY''S LABORATORIES ADS,RDY,CITADEL,3,,,,,,14 -DRDGOLD LTD AMERICAN DEPOSITARY SHS,DRD,SIG,2,,,,,,11 -DRIL-QUIP INC.,DRQ,CITADEL,3,,,,,,25 -DRIVE SHACK INC.,DS,MORGAN,2,,,,,,16 -DROPBOX INC,DBX,MORGAN,1,,,,Y,L-W,26 -DSW INC CL-A COM SHS,DBI,TWO SIGMA,1,,,,Y,L,22 -DTE ENERGY COMPANY (HLDG CO),DTE,MORGAN,1,,,,,,16 -DUCOMMUN INC DE,DCO,BARCLAYS,3,,,,,,13 -DUKE ENERGY CORPORATION (HOLDING CO,DUK,CITIGROUP,1,,,,Y,L,12 -DUKE REALTY CORP,DRE,SIG,3,,,,,,24 -DUNKIN BRANDS GROUP INC.,DNKN,BARCLAYS,3,,,,Y,L,24 -DXC TECHNOLOGY COMPANY,DXC,CITIGROUP,3,,,,Y,L,15 -DXP ENTERPRISES INC-NEW,DXPE,WOLVERINE,2,,,,,,12 -DYCOM INDS INC,DY,SIG,3,,,,,,12 -DYNAGAS LNG PARTNERS LP,DLNG,WOLVERINE,1,,,,,,15 -DYNAVAX TECHNOLOGIES CORP,DVAX,MORGAN,1,,,,,,11 -DYNEX CAPITAL INC,DX,WOLVERINE,3,,,,,,26 -E*TRADE FINANCIAL CORPORATION,ETFC,CITIGROUP,1,,,,Y,L-W,16 -E.L.F. BEAUTY INC,ELF,SIG,2,,,,,,16 -E.W. SCRIPPS CO (E.W.) CL-A NEW,SSP,SUMO,3,,,,,,24 -EAGLE BANCORP INC (MD),EGBN,WOLVERINE,3,,,,,,26 -EAGLE MATERIALS INC,EXP,BARCLAYS,1,,,,,,25 -EAGLE PHARMACEUTICALS INC./DE,EGRX,GROUP ONE,3,,,,,,17 -EAST WEST BANCORP INC,EWBC,WOLVERINE,1,,,,,,14 -EASTERLY GOVERNMENT PROPERTIES INC.,DEA,SUMO,3,,,,,,15 -EASTMAN CHEMICAL CO,EMN,SIG,3,,,,,,14 -EASTMAN KODAK COMPANY NEW,KODK,CITADEL,1,,,,,W,15 -EATON CORP,ETN,SIG,1,,,,Y,L-W,23 -EATON VANCE CORP NON-VTG,EV,CITADEL,2,,,,,,16 -EBAY INC,EBAY,CITADEL,1,,,Y,Y,L-W,25 -EBIX INC,EBIX,CITADEL,3,,,,,,12 -ECHO GLOBAL LOGISTICS INC,ECHO,WOLVERINE,3,,,,,,12 -ECHOSTAR CORPORATION,SATS,SIG,1,,,,,,14 -ECLIPSE RESOURCES CORPORATION,MR,SIG,2,,,,,,11 -ECOLAB INC,ECL,BARCLAYS,1,,,,,W,11 -ECOLOGY INC.,ECOL,WOLVERINE,3,,,,,,15 -ECOPETROL S A SPONSORED ADS (COLOMB,EC,WOLVERINE,2,,,,,,24 -EDISON INTERNATIONAL,EIX,BARCLAYS,1,,,,Y,L,13 -EDITAS MEDICINE INC.,EDIT,CITADEL,2,,,,Y,L-W,23 -EDWARDS LIFESCIENCES CORP,EW,SIG,2,,,,Y,L-W,17 -EGAIN CORPORATION,EGAN,WOLVERINE,2,,,,,,26 -EHEALTH INC.,EHTH,GROUP ONE,2,,,,,,12 -EL PASO ELECTRIC CO.,EE,CITADEL,3,,,,,,13 -EL POLLO LOCO HOLDINGS INC.,LOCO,MORGAN,3,,,,,,11 -ELANCO ANIMAL HEALTH INC,ELAN,SIG,1,,,,,,24 -ELASTIC NV,ESTC,SIG,2,,,,,,12 -ELDORADO GOLD CORP (NEW),EGO,WOLVERINE,1,,,,,,14 -ELDORADO RESORTS INC.,ERI,GROUP ONE,3,,,,Y,L,13 -ELECTRAMECCANICA VEHICLES CORP,SOLO,GROUP ONE,3,,,,,,17 -ELECTRONIC ARTS INC,EA,CITIGROUP,3,,,,Y,L-W,21 -ELECTRONICS FOR IMAGING INC,EFII,SUMO,1,,,,,,26 -ELEMENT SOLUTIONS INC,ESI,WOLVERINE,2,,,,Y,L,15 -ELEMENTS ETN-ROGERS ENERGY TR,RJN,WOLVERINE,2,,,,,N,40 -ELEMENTS TEN-ROGERS AGR TR,RJA,CITADEL,3,,,,,N,21 -ELLINGTON FINANCIAL LLC,EFC,MORGAN,1,,,,,,15 -EMAGIN CORP,EMAN,SIG,3,,,,,,14 -EMCORE CORP,EMKR,SIG,3,,,,,,16 -EMERALD EXPOSITIONS EVENTS INC,EEX,WOLVERINE,3,,,,,,14 -EMERGE ENERGY SERVICES LP,EMES,WOLVERINE,3,,,,Y,L-W,15 -EMERGENT BIOSOLUTIONS INC,EBS,WOLVERINE,3,,,,,,12 -EMERSON ELECTRIC CO,EMR,CITIGROUP,3,,,,Y,L-W,14 -EMPIRE STATE REALTY TRUST,ESRT,SIG,3,,,,,,23 -EMPRESA S.A.,ERJ,SIG,1,,,,Y,L,15 -ENABLE MIDSTREAM PARTNERS LP,ENBL,SIG,2,,,,,,16 -ENANTA PHARMACEUTICALS INC,ENTA,CITADEL,1,,,,,,26 -ENBRIDGE INC,ENB,BARCLAYS,1,,,,Y,L,23 -ENCANA CORPORATION,ECA,SIG,1,,,,Y,L,24 -ENCOMPASS HEALTH CORP,EHC,WOLVERINE,1,,,,,,23 -ENCORE CAPITAL GROUP INC,ECPG,SIG,3,,,,,,23 -ENCORE WIRE CORP,WIRE,BARCLAYS,2,,,,,,12 -ENCY SHARES BRITISH POUND STERLING TRUST,FXB,CITADEL,3,,,,,E,34 -ENDEAVOUR SILVER CORP,EXK,MORGAN,2,,,,,,14 -ENDO INTERNATIONAL PLC,ENDP,BARCLAYS,1,,,,Y,L-W,11 -ENDOLOGIX INC,ELGX,CITADEL,2,,,,,,24 -ENDURANCE INTERNATIONAL GROUP HOLDINGS ,EIGI,WOLVERINE,2,,,,,,23 -ENERGIZER HOLDINGS INC,EPC,TWO SIGMA,2,,,,Y,L,22 -ENERGIZER HOLDINGS INC.,ENR,SIG,2,,,,,,23 -ENERGOUS CORPORATION,WATT,GROUP ONE,2,,,,Y,L,17 -ENERGY FOCUS INC.,EFOI,SUMO,1,,,,,,23 -ENERGY FUELS INC,UUUU,SIG,1,,,,,,17 -ENERGY RECOVERY INC,ERII,BARCLAYS,2,,,,,,15 -ENERGY SECTOR SPDR,XLE,TWO SIGMA,3,,,Y,Y,E-L-Q-W,22 -ENERGY SELECT SECTOR INDEX,SIXE,SIG:RUT,3,,,,,,34 -ENERGY TRANSFER L.P.,ET,SIG,1,,,,Y,L-W,21 -ENERPLUS CORP,ERF,CITADEL,1,,,,,,21 -ENERSIS S.A. ADR (50 SHS COM),ENIA,SIG,1,,,,,,23 -ENERSYS,ENS,SIG,3,,,,,,12 -ENI SPA ADS (EC REPTG 2 ORD SHS),E,SIG,2,,,,,,12 -ENLINK MIDSTREAM LLC,ENLC,SUMO,3,,,,,,26 -ENNSYLVANIA REAL ESTATE INVESTMENT TRUST,PEI,GROUP ONE,1,,,,,,17 -ENOVA INTERNATIONAL INC.,ENVA,SUMO,3,,,,,,24 -ENPHASE ENERGY INC,ENPH,GROUP ONE,2,,,,Y,L,17 -ENPRO INDUSTRIES INC.,NPO,MORGAN,3,,,,,,26 -ENSCO PLC,ESV,SIG,3,,,,Y,L,11 -ENTEGRIS INC,ENTG,SIG,2,,,,,,16 -ENTERCOM COMMUNICATIONS CORP,ETM,GROUP ONE,3,,,,,,26 -ENTERGY CORP (NEW),ETR,SIG,3,,,,,,13 -ENTERPRISE PRODS PARTNERS LP,EPD,CITADEL,3,,,,Y,L-W,24 -ENTRAVISION COMMUNICATNS CL A,EVC,WOLVERINE,2,,,,,,16 -ENTREE GOLD INC,EGI,WOLVERINE,3,,,,,,14 -ENVIVA PARTNERS LP,EVA,SIG,1,,,,,,16 -ENZO BIOCHEM INC.,ENZ,SIG,1,,,,,,26 -EOG RESOURCES INC,EOG,CITADEL,1,,,,Y,L-W,25 -EP ENERGY CORPORATION,EPE,SIG,2,,,,,,26 -EPAM SYSTEMS INC,EPAM,SIG,1,,,,,,26 -EPIZYME INC,EPZM,SIG,2,,,,,,21 -EPR PROPERTIES,EPR,SIG,1,,,,,,14 -EQT CORP.,EQT,BARCLAYS,3,,,,Y,L,25 -EQT MIDSTREAM PARTNERS LP,EQM,WOLVERINE,1,,,,,,12 -EQUIFAX INC,EFX,CITADEL,1,,,,Y,L-W,25 -EQUINIX INC,EQIX,SIG,3,,,,,,13 -EQUINOR ASA,EQNR,GROUP ONE,1,,,,,,17 -EQUITY COMMONWEALTH,EQC,CITADEL,1,,,,,,26 -EQUITY RESIDENTIAL,EQR,BARCLAYS,1,,,,,,25 -ERA GROUP INC,ERA,SUMO,3,,,,,,26 -ERICSSON,ERIC,CITIGROUP,1,,,,,,21 -EROS INTERNATIONAL PLC,EROS,WOLVERINE,3,,,,,,26 -ESCO TECHNOLOGIES INC,ESE,WOLVERINE,3,,,,,,21 -ESPERION THERAPEUTICS INC.,ESPR,SIG,3,,,,Y,L,12 -ESSENT GROUP LTD.,ESNT,SUMO,1,,,,,,16 -ESSENTIAL PROPERTIES REALTY TRUST INC,EPRT,CITADEL,1,,,,,,26 -ESSEX PPTY TRUST INC.,ESS,CITADEL,1,,,,,,24 -ESTEE LAUDER CO''S INC CL-A,EL,CITADEL,1,,,,Y,L,14 -ETFMG ALTERNATIVE HARVEST ETF,MJ,SUMO,3,,,,Y,E-L,23 -ETFS GOLD TRUST,SGOL,MORGAN,3,,,,,E,23 -ETFS SILVER TRUST,SIVR,MORGAN,3,,,,,E,12 -ETHAN ALLEN INTERIORS INC,ETH,SIG,2,,,,,,13 -ETRACS ALERIAN MLP INFRASTRUCTURE INDEX,MLPI,SUMO,3,,,,,N,15 -ETSY INC.,ETSY,WOLVERINE,3,,,,Y,L,16 -EURONET WORLDWIDE INC,EEFT,SIG,2,,,,,,11 -EVENTBRITE INC,EB,CITADEL,1,,,,,,17 -EVERBRIDGE INC.,EVBG,WOLVERINE,2,,,,,,14 -EVERCORE PARTNERS INC. CL-A COM,EVR,MORGAN,3,,,,,,21 -EVEREST RE GP LTD(BERM)HLDG CO,RE,BARCLAYS,1,,,,,,26 -EVERGY INC,EVRG,SIG,3,,,,,,21 -EVERI HOLDINGS INC.,EVRI,WOLVERINE,3,,,,,,13 -EVERSOURCE ENERGY,ES,WOLVERINE,1,,,,,,26 -EVERTEC INC.,EVTC,WOLVERINE,2,,,,,,12 -EVO PAYMENTS INC,EVOP,SIG,2,,,,,,16 -EVOLUTION PETROLEUM CP,EPM,WOLVERINE,1,,,,,,12 -EXACT SCIENCES CORPORATION,EXAS,MORGAN,1,,,,Y,L-W,17 -EXANTAS CAPITAL CORPORATION,XAN,WOLVERINE,2,,,,,,13 -EXELIXIS INC,EXEL,GROUP ONE,2,,,,Y,L,17 -EXELON CORPORATION,EXC,BARCLAYS,1,,,,Y,L,25 -EXLSERVICE HOLDINGS INC.,EXLS,SIG,1,,,,,,21 -EXONE CO,XONE,CITADEL,2,,,,,,14 -EXPEDIA INC.,EXPE,SIG,1,,,,Y,L-W,14 -EXPEDITORS INTL OF WASH INC,EXPD,CITIGROUP,2,,,,,,24 -EXPRESS INC.,EXPR,WOLVERINE,1,,,,Y,L,26 -EXTENDED STAY AMERICA INC.,STAY,CITADEL,1,,,,,,11 -EXTRA SPACE STORAGE INC,EXR,WOLVERINE,3,,,,,,26 -EXTRACTION OIL & GAS LLC,XOG,GROUP ONE,3,,,,,,11 -EXTREME NETWORKS INC,EXTR,CITADEL,3,,,,Y,L,21 -EXXON MOBIL CORPORATION,XOM,SIG,1,,,Y,Y,L-W,21 -EYEPOINT PHARMACEUTICALS,EYPT,GROUP ONE,1,,,,,,17 -EZCORP INC CL-A,EZPW,SIG,3,,,,,,11 -F5 NETWORKS INC,FFIV,CITADEL,1,,,,Y,L-W,21 -FABRINET,FN,WOLVERINE,1,,,,,,23 -FACEBOOK INC,FB,SIG,3,,,Y,Y,L-W,13 -FACTSET RESEARCH SYSTEMS INC.,FDS,SIG,3,,,,,,15 -FAIR ISAAC CORPORATION,FICO,WOLVERINE,1,,,,,,15 -FANG HOLDINGS LIMITED,SFUN,SIG,2,,,,,,13 -FANHUA INC.,FANH,CITADEL,1,,,,,,14 -FARFETCH LTD,FTCH,GROUP ONE,1,,,,,,17 -FARMLAND PARTNERS INC.,FPI,SUMO,2,,,,,,16 -FARO TECHNOLOGIES INC,FARO,SIG,3,,,,,,26 -FASTENAL CO,FAST,SIG,2,,,,Y,L,11 -FEDERAL AGRICULTURAL MORTGAGE CORP.,AGM,CITADEL,2,,,,,,14 -FEDERAL RLTY INVT TR (MD),FRT,WOLVERINE,2,,,,,,26 -FEDERAL SIGNAL CORP,FSS,WOLVERINE,2,,,,,,15 -FEDEX CORPORATION,FDX,CITIGROUP,1,,,Y,Y,L-W,26 -FERRARI N.V.,RACE,CITADEL,2,,,Y,Y,L-W,15 -FERRELLGAS PARTNERS LP,FGP,CITADEL,2,,,,,,26 -FERRO CORPORATION,FOE,GROUP ONE,1,,,,,,17 -FGL HOLDINGS,FG,GROUP ONE,2,,,,,,17 -FIAT CHRYSLER AUTOMOBILES NV,FCAU,WOLVERINE,3,,,,Y,L-W,13 -FIBROGEN INC.,FGEN,GROUP ONE,3,,,,,,17 -FIDELITY MSCI CONSUMER DISCRETIONARY IND,FDIS,SUMO,2,,,,,E,21 -FIDELITY MSCI ENERGY INDEX ETF,FENY,SIG,3,,,,,E,26 -FIDELITY MSCI FINANCIALS INDEX ETF,FNCL,SIG,3,,,,,E,13 -FIDELITY MSCI HEALTH CARE INDEX ETF,FHLC,SIG,3,,,,,E,15 -FIDELITY MSCI INDUSTRIALS INDEX ETF,FIDU,SUMO,2,,,,,E,22 -FIDELITY MSCI INFORMATION TECHNOLOGY IND,FTEC,SUMO,3,,,,,E,14 -FIDELITY MSCI MATERIALS INDEX ETF,FMAT,SUMO,3,,,,,E,15 -FIDELITY NATIONAL INFORMATION SERVI,FIS,BARCLAYS,1,,,,,,25 -FIDELITY NATIONAL TITLE GROUP INC.,FNF,CITADEL,3,,,,,,14 -FIDELITY SOUTHERN CORP,LION,CITADEL,2,,,,,,16 -FIDUS INVESTMENT CORPORATION,FDUS,GROUP ONE,3,,,,,,21 -FIESTA RESTAURANT GROUP INC.,FRGI,WOLVERINE,3,,,,,,16 -FIFTH THIRD BANCORP (OHIO),FITB,CITADEL,2,,,,Y,L,25 -FINANCIAL SECTOR SPDR,XLF,TWO SIGMA,3,,,Y,Y,E-L-Q-W,22 -FINANCIAL SELECT SECTOR INDEX,SIXM,SIG:RUT,3,,,,,,34 -FINISAR CORPORATION,FNSR,SIG,3,,,,Y,L-W,17 -FINL PFD PORTFOLIO PWRSHS EXCHANGE,PGF,CITADEL,3,,,,,E,16 -FIREEYE INC,FEYE,CITADEL,3,,,,Y,L-W,23 -FIRST AMERICANFINANCIAL CORP,FAF,CITADEL,1,,,,,,14 -FIRST BANCORP/PUERTO RICO (HOLDING CORP),FBP,SUMO,3,,,,,,16 -FIRST BANCORP/SOUTHERN PINES NC,FBNC,WOLVERINE,3,,,,,,14 -FIRST COMMONWEALTH FINANCIAL CORP,FCF,SUMO,1,,,,,,13 -FIRST COMNTY BANCSHARE INC N,FCBC,SIG,3,,,,,,21 -FIRST DATA CORP,FDC,GROUP ONE,3,,,,Y,L,17 -FIRST HAWAIIAN BANK,FHB,SIG,3,,,,,,26 -FIRST HORIZON NATIONAL CORPORATION,FHN,CITADEL,2,,,,,,23 -FIRST MAJESTIC SILVER CORP,AG,CITADEL,1,,,,Y,L-W,24 -FIRST MIDWEST BANCORP,FMBI,SIG,2,,,,,,16 -FIRST SOLAR INC.,FSLR,SIG,3,,,,Y,L-W,12 -FIRST TR NASDAQ 100 EQUAL WEIGHTED,QQEW,SIG:RUT,1,,,,,E,34 -FIRST TRUST CHINA ALPHADEX FUND,FCA,SUMO,3,,,,,E,15 -FIRST TRUST CLOUD COMPUTING ETF,SKYY,SIG:RUT,1,,,,,E,34 -FIRST TRUST CONSUMER DISCRETIONARY ALPHA,FXD,SIG:RUT,3,,,,,E,34 -FIRST TRUST CONSUMER STAPLES ALPHADEX FU,FXG,SIG:RUT,2,,,,,E,34 -FIRST TRUST DORSEY WRIGHT FOCUS 5 ETF,FV,SUMO,3,,,,,E,26 -FIRST TRUST DOW JONES INTERNET INDEX FUN,FDN,SUMO,1,,,,,E,15 -FIRST TRUST EMERGING MARKETS ALPHADEX FD,FEM,WOLVERINE,2,,,,,E,40 -FIRST TRUST ENERGY ALPHADEX FUND,FXN,SIG:RUT,3,,,,,E,34 -FIRST TRUST EUROPE ALPHADEX FUND,FEP,SUMO,3,,,,,E,34 -FIRST TRUST GLOBAL TACTICAL COMMODITY ST,FTGC,SUMO,3,,,,,E,13 -FIRST TRUST HEALTH CARE ALPHADEX FUND,FXH,SIG:RUT,3,,,,,E,34 -FIRST TRUST INDUS/PRODUCE DURBLES ALPHAD,FXR,SIG:RUT,3,,,,,E,34 -FIRST TRUST INDXX GLOBAL AGRICULTURE ETF,FTAG,WOLVERINE,2,,,,,E,24 -FIRST TRUST LARGE CAP CORE ALPHADEX FUND,FEX,SUMO,3,,,,,E,23 -FIRST TRUST NASDAQ 100 TECHNOLOGY F,QTEC,SIG:RUT,1,,,,,E,34 -FIRST TRUST NASDAQ ABA COMMUNITY BANK IN,QABA,SUMO,1,,,,,E,23 -FIRST TRUST NASDAQ CEA CYBERSECURITY ETF,CIBR,SUMO,2,,,,,E,12 -FIRST TRUST NASDAQ TECHNOLOGY DIVIDEND I,TDIV,SUMO,2,,,,,E,23 -FIRST TRUST NATURAL GAS ETF,FCG,CITADEL,3,,,,,E,25 -FIRST TRUST NYSE BIOTECHNOLOGY INDEX FUN,FBT,SUMO,2,,,,,E,14 -FIRST TRUST PREFERRED SEC & INC ETF,FPE,WOLVERINE,2,,,,,E,12 -FIRST TRUST TECHNOLOGY ALPHADEX FUND,FXL,SIG:RUT,3,,,,,E,34 -FIRST TRUST UTILITIES ALPHADEX FUND,FXU,SIG:RUT,2,,,,,E,34 -FIRST TRUST VALUE LINE DIVIDEND INDEX FU,FVD,SUMO,2,,,,,E,14 -FIRSTCASH INC.,FCFS,CITADEL,3,,,,,,16 -FIRSTENERGY CORP,FE,CITIGROUP,1,,,,Y,L,23 -FIRSTHAND TECHNOLOGY VALUE FUND INC,SVVC,WOLVERINE,3,,,,,,15 -FISERV INC,FISV,TWO SIGMA,3,,,,,,22 -FITBIT INC.,FIT,MORGAN,2,,,,Y,L-W,23 -FIVE BELOW INC.,FIVE,SIG,2,,,,Y,L-W,15 -FIVE PRIME THERAPEUTICS INC,FPRX,MORGAN,3,,,,,,14 -FIVE STAR SENIOR LIVING INC.,FVE,WOLVERINE,1,,,,,,26 -FIVE9 INC.,FIVN,SUMO,1,,,,,,12 -FLAGSTAR BANCORP INC,FBC,SIG,1,,,,,,24 -FLEETCOR TECHNOLOGIES INC,FLT,MORGAN,2,,,,,,21 -FLEX LTD.,FLEX,SIG,1,,,,Y,L-W,14 -FLEX PHARMA INC.,FLKS,CITADEL,2,,,,,,12 -FLEXION THERAPEUTICS INC.,FLXN,GROUP ONE,2,,,,,,17 -FLEXSHARES GLOBAL UPSTREAM NATURAL RESOU,GUNR,SUMO,3,,,,,E,17 -FLEXSHARES INTERNATIONAL QUALITY DIVID.,IQDF,WOLVERINE,3,,,,,E,14 -FLIR SYSTEMS INC,FLIR,SIG,1,,,,,,15 -FLOOR & D??COR HOLDINGS INC.,FND,CITADEL,1,,,,Y,L,25 -FLOTEK INDUSTRIES INC,FTK,CITADEL,3,,,,,W,22 -FLOWERS FOODS INC NEW,FLO,CITADEL,1,,,,,,12 -FLOWSERVE CORP,FLS,CITADEL,1,,,,,,13 -FLUENT INC.,FLNT,WOLVERINE,3,,,,,,26 -FLUIDIGM CORPORATION,FLDM,WOLVERINE,2,,,,,,15 -FLUOR CORPORATION (NEW),FLR,WOLVERINE,1,,,,Y,L-W,23 -FLY LEASING LTD.,FLY,SIG,2,,,,,,14 -FMC CORP.,FMC,WOLVERINE,1,,,,,,21 -FOAMIX PHARMACEUTICALS LTD.,FOMX,SIG,3,,,,,,12 -FOCUS FINANCIAL PARTNERS INC,FOCS,WOLVERINE,2,,,,,,14 -FOMENTO ECONOMICO MEXICANO S.A.B. DE C.,FMX,WOLVERINE,1,,,,,,14 -FOOT LOCKER INC.,FL,SIG,2,,,,Y,L-W,16 -FORD MOTOR CO(NEW),F,TWO SIGMA,3,,,Y,Y,L-W,22 -FORESCOUT TECHNOLOGIES INC,FSCT,GROUP ONE,2,,,,,,17 -FORESIGHT ENERGY PARTNERS LP,FELP,WOLVERINE,3,,,,,,16 -FORESTAR REAL ESTATE GROUP INC.,FOR,BARCLAYS,2,,,,,,16 -FORMFACTOR INC.,FORM,SIG,1,,,,,,13 -FORRESTER RESEARCH INC,FORR,SIG,3,,,,,,23 -FORTERRA INC,FRTA,WOLVERINE,3,,,,,,14 -FORTINET INC,FTNT,CITADEL,3,,,,Y,L,17 -FORTIVE CORP,FTV,SIG,3,,,,Y,L-W,25 -FORTRESS TRANSPORATION AND INFRASTRUCTUR,FTAI,SIG,2,,,,,,24 -FORTUNA SILVER MINES INC,FSM,GROUP ONE,3,,,,,,17 -FORTUNE BRANDS HOME & SECURITY INC,FBHS,BARCLAYS,3,,,,,,23 -FORUM ENERGY TECHNOLOGIES,FET,GROUP ONE,1,,,,,,26 -FOSSIL GROUP INC.,FOSL,MORGAN,3,,,,Y,L-W,24 -FOUNDATION BUILDING MATERIALS INC,FBM,GROUP ONE,3,,,,,,17 -FOX CORPCL A COM,FOXA,SIG,1,,,,Y,L-W,21 -FR TR LR CAP GR OPPALPHADEX,FTC,SIG:RUT,1,,,,,E,34 -FR TR MATERIALS ALPHADEX,FXZ,SIG:RUT,1,,,,,E,34 -FRANCESCAS HOLDINGS CORP,FRAN,SIG,3,,,,,,13 -FRANCO NEVADA CORP,FNV,WOLVERINE,1,,,,Y,L,16 -FRANK''S INTERNATIONAL N.V.,FI,WOLVERINE,1,,,,,,14 -FRANKLIN RESOURCES,BEN,BARCLAYS,1,,,,,,23 -FREDS INC CL-A,FRED,MORGAN,1,,,,,,11 -FREEPORT-MCMORAN INC.,FCX,TWO SIGMA,2,,,Y,Y,L-W,22 -FREIGHTCAR AMERICA INC,RAIL,SIG,3,,,,,,23 -FRESENIUS MEDICAL CARE AG & C,FMS,WOLVERINE,1,,,,,,16 -FRESH DEL MONTE PRODUCE(ORD),FDP,CITADEL,3,,,,,,15 -FRESHPET INC,FRPT,CITADEL,2,,,,,,24 -FRONTDOOR INC,FTDR,WOLVERINE,2,,,,,,14 -FRONTIER COMMUNICATIONS CORP.,FTR,WOLVERINE,2,,,,Y,L,21 -FRONTLINE LTD,FRO,SIG,2,,,,,,15 -FS KKR CAPITAL CORPORTAION,FSK,CITADEL,1,,,,,,14 -FTD COS INC.,FTD,SUMO,3,,,,,,15 -FTI CONSULTING INC,FCN,BARCLAYS,3,,,,,,16 -FTS INTERNATIONAL INC,FTSI,CITADEL,2,,,,,,13 -FTSE 100 INDEX,UKXM,SUMO,4,,,,,,34 -FUEL TECH INC. COMMON STK,FTEK,WOLVERINE,3,,,,,,14 -FUELCELL ENERGY INC,FCEL,GROUP ONE,1,,,,,,17 -FUNKO INC,FNKO,SIG,2,,,,,,25 -FUSION CONNECT INC,FSNN,WOLVERINE,2,,,,,,14 -FUTUREFUEL CORP,FF,SIG,2,,,,,,24 -G-III APPAREL GROUP LTD,GIII,WOLVERINE,3,,,,,,12 -GAIN CAPITAL HLDGS INC,GCAP,SIG,1,,,,,,25 -GALAPAGOS NV,GLPG,SIG,1,,,,,,12 -GALECTIN THERAPEUTICS INC. COMMON STOCK,GALT,CITADEL,1,,,,Y,L,23 -GALLAGHER ARTHUR J.& CO,AJG,WOLVERINE,1,,,,,,14 -GAMESTOP CORP (HLDG CO) CL A,GME,WOLVERINE,1,,,,Y,L-W,21 -GAMING AND LEISURE PROPERTIES INC,GLPI,CITADEL,1,,,,,,11 -GANNET CO. INC.,GCI,BARCLAYS,1,,,,,,13 -GAP INC (THE),GPS,SIG,3,,,,Y,L-W,21 -GARDNER DENVER HOLDINGS INC,GDI,WOLVERINE,1,,,,,,14 -GARMIN LTD,GRMN,CITIGROUP,1,,,,Y,L-W,21 -GARRETT MOTION INC,GTX,SIG,2,,,,,,13 -GARTNER INC COM STK,IT,WOLVERINE,3,,,,,,11 -GASLOG LTD.,GLOG,WOLVERINE,2,,,,,,23 -GASLOG PARTNERS LP,GLOP,SUMO,1,,,,,,23 -GATES INDUSTRIAL CORP PLC,GTES,GROUP ONE,2,,,,,,17 -GATX CORP,GATX,BARCLAYS,3,,,,,,11 -GCI LIBERTY INC. CLASS A,GLIBA,SIG,3,,,,,,13 -GCP APPLIED TECHNOLOGIES INC,GCP,CITADEL,2,,,,,,26 -GDS HOLDINGS LTD,GDS,WOLVERINE,3,,,,Y,L,14 -GENERAC HOLDINGS INC,GNRC,WOLVERINE,2,,,,,,26 -GENERAL DYNAMICS CORP,GD,SIG,2,,,,Y,L-W,12 -GENERAL ELECTRIC CO,GE,SIG,3,,,,Y,L-W,16 -GENERAL MILLS INC,GIS,CITIGROUP,1,,,,Y,L,26 -GENERAL MOTORS COMPANY,GM,MORGAN,3,,,Y,Y,L-W,13 -GENESCO INC.,GCO,CITADEL,3,,,,,,11 -GENESEE & WYOMING INC CL-A,GWR,CITADEL,1,,,,,,16 -GENESIS ENERGY LP,GEL,SIG,3,,,,,,26 -GENOMIC HEALTH INC.,GHDX,MORGAN,3,,,,,,14 -GENPACT LIMITED,G,GROUP ONE,3,,,,,,23 -GENTEX CORP,GNTX,MORGAN,3,,,,,,24 -GENTHERM INC.,THRM,WOLVERINE,3,,,,,,12 -GENUINE PARTS CO,GPC,BARCLAYS,2,,,,Y,L-W,21 -GENWORTH FINANCIAL INC CL A,GNW,BARCLAYS,3,,,,Y,L-W,11 -GEO GROUP INC,GEO,SIG,3,,,,,,11 -GEOPARK LTD,GPRK,SIG,3,,,,,,16 -GEOSPACE TECHNOLOGIES CORPORATION,GEOS,SIG,3,,,,,,21 -GERDAU S.A. ADS (REPTG 1 PREF SH),GGB,GROUP ONE,3,,,,Y,L,17 -GERON CORP,GERN,SIG,3,,,,Y,L-W,13 -GIBRALTAR INDUSTRIES INC.,ROCK,SUMO,2,,,,,,26 -GILDAN ACTIVEWEAR INC.,GIL,SIG,3,,,,,,21 -GILEAD SCIENCES INC,GILD,BARCLAYS,2,,,Y,Y,L-W,23 -GLACIER BANCORP INC,GBCI,WOLVERINE,1,,,,,,21 -GLADSTONE CAPITAL CORP,GLAD,SIG,3,,,,,,14 -GLADSTONE COMMERCIAL CORP,GOOD,WOLVERINE,3,,,,,,16 -GLADSTONE INVESTMENT CORP,GAIN,WOLVERINE,1,,,,,,26 -GLADSTONE LAND CORP,LAND,WOLVERINE,2,,,,,,14 -GLAUKOS CORPORATION,GKOS,CITADEL,1,,,,,,13 -GLAXOSMITHKLINE PLC ADS,GSK,BARCLAYS,2,,,,Y,L-W,25 -GLB X/INTBOLSA FTSE CLMB 20,GXG,SIG:RUT,3,,,,,E,34 -GLOBAL BLOOD THERAPEUTICS INC.,GBT,SIG,3,,,,Y,L,21 -GLOBAL BRASS & COPPER HOLDINGS INC,BRSS,CITADEL,1,,,,,,12 -GLOBAL CORD BLOOD CORP,CO,CITADEL,1,,,,,,25 -GLOBAL EAGLE ENTERTAINMENT INC,ENT,SIG,2,,,,,,12 -GLOBAL PARTNERS LP,GLP,MORGAN,3,,,,,,13 -GLOBAL PAYMENTS INC,GPN,WOLVERINE,2,,,,,,11 -GLOBAL SHIP LEASE INC.,GSL,GROUP ONE,2,,,,,,17 -GLOBAL X CHINA CONSUMER,CHIQ,SIG:RUT,3,,,,,E,34 -GLOBAL X CHINA FINANCIALS,CHIX,SIG:RUT,2,,,,,E,34 -GLOBAL X FTSE ARGENTINA 20 ETF,ARGT,SIG:RUT,1,,,,,E,34 -GLOBAL X FTSE GREECE 20 ETF,GREK,SIG:RUT,3,,,,,E-W,34 -GLOBAL X GOLD EXPLORERS ETF,GOEX,SUMO,1,,,,,E,16 -GLOBAL X LITHIUM & BATTERY TECH ETF,LIT,SUMO,1,,,,,E,26 -GLOBAL X MLP & ENERGY INFRASTRUCTURE ETF,MLPX,SIG:RUT,3,,,,,E,34 -GLOBAL X MLP ETF,MLPA,GROUP ONE,3,,,,,E,17 -GLOBAL X ROBOTICS & ARTIFICI,BOTZ,SUMO,3,,,,,E,13 -GLOBAL X SILVER MINERS ETF,SIL,CITADEL,1,,,,,E,11 -GLOBAL X SOCIAL MEDIA INDEX ETF,SOCL,SIG:RUT,3,,,,,E,34 -GLOBAL X SUPERDIVIDEND ETF,SDIV,SIG:RUT,3,,,,,E,34 -GLOBAL X TOP GURU HOLDINGS INDEX ETF,GURU,SIG:RUT,1,,,,,E,34 -GLOBAL X URANIUM ETF,URA,CITADEL,1,,,,,E,15 -GLOBALSTAR INC.,GSAT,CITADEL,1,,,,,,24 -GLOBE SPECIALITY METALS,GSM,BARCLAYS,3,,,,,,15 -GLOBUS MEDICAL INC,GMED,CITADEL,3,,,,,,25 -GLU MOBILE INC,GLUU,SIG,3,,,,Y,L,23 -GLYCOMIMETICS INC.,GLYC,SIG,3,,,,,,12 -GMS INC,GMS,WOLVERINE,1,,,,,,14 -GNC HOLDINGS INC,GNC,WOLVERINE,3,,,,Y,L,21 -GODADDY INC.,GDDY,MORGAN,2,,,,Y,L,13 -GOGO INC.,GOGO,MORGAN,2,,,,Y,L-W,24 -GOL LINHAS AEREAS INTELIGENTES SA,GOL,GROUP ONE,2,,,,,,17 -GOLAR LNG LTD (BERMUDA),GLNG,GROUP ONE,3,,,,Y,L,17 -GOLAR LNG PARTNERS LP,GMLP,WOLVERINE,2,,,,,,23 -GOLD FIELDS LTD SPONS ADR,GFI,SIG,1,,,,,,26 -GOLD RESOURCE CORP,GORO,WOLVERINE,3,,,,,,26 -GOLDEN DRAGON HALTER USX CHINA PORTFOLIO,PGJ,CITADEL,3,,,,,E,13 -GOLDEN ENTERTAINMENT INC,GDEN,WOLVERINE,3,,,,,,14 -GOLDEN OCEAN GROUP LIMITED,GOGL,MORGAN,3,,,,,,24 -GOLDEN STAR RESOURCES LTD,GSS,SIG,2,,,,,,26 -GOLDMAN SACHS ACCESS HIGH YIELD CORPORAT,GHYB,SUMO,2,,,,,E,24 -GOLDMAN SACHS ACCESS INVESTMENT GRADE CO,GIGB,WOLVERINE,2,,,,,E,14 -GOLDMAN SACHS ACTIVEBETA EMERGING MARKET,GEM,SUMO,1,,,,,E,23 -GOLDMAN SACHS ACTIVEBETA INTERNATIONAL E,GSIE,SUMO,1,,,,,E,21 -GOLDMAN SACHS ACTIVEBETA U.S. LARGE CAP,GSLC,SIG,1,,,,,E,15 -GOLDMAN SACHS EQUAL WEIGHT US LARGE CAP,GSEW,SUMO,2,,,,,E,22 -GOLDMAN SACHS GROUP INC,GS,SIG,1,,,Y,Y,L-W,13 -GOLDMAN SACHS HEDGE INDUSTRY VIP ETF,GVIP,SUMO,3,,,,,E,21 -GOLDMAN SACHS JUST US LARGE CAP EQUITY E,JUST,SUMO,3,,,,,E,25 -GOODYEAR TIRE & RUBBER CO,GT,SIG,1,,,,Y,L-W,12 -GOOSEHEAD INSURANCE INC,GSHD,GROUP ONE,3,,,,,,17 -GOPRO INC.,GPRO,CITADEL,1,,,,Y,L-W,24 -GORMAN RUPP CO,GRC,WOLVERINE,3,,,,,,26 -GOVERNMENT PROPERTIES INCOME TRUST,OPI,SUMO,3,,,,,,16 -GRACE(W.R.)& CO(NEW),GRA,CITIGROUP,3,,,,,,16 -GRAFTECH INTERNATIONAL LTD,EAF,SIG,1,,,,,,26 -GRAINGER W.W.INC,GWW,CITADEL,1,,,,Y,L-W,26 -GRAN TIERRA ENERGY INC,GTE,GROUP ONE,2,,,,,,17 -GRAND CANYON EDUCATION INC,LOPE,BARCLAYS,3,,,,,,13 -GRANITE CONSTRUCTION INC,GVA,CITADEL,3,,,,,,21 -GRANITE POINT MORTGAGE TRUST INC,GPMT,WOLVERINE,3,,,,,,14 -GRAPHIC PACKAGING HOLDING CORP.,GPK,WOLVERINE,3,,,,,,12 -GRAY TELEVISION INC.,GTN,WOLVERINE,2,,,,,,14 -GREAT LAKES DRE & DOCK CORP,GLDD,GROUP ONE,3,,,,,,21 -GREAT PANTHER SILVER LTD,GPL,GROUP ONE,1,,,,,,17 -GREAT WESTERN BANCORP INC,GWB,WOLVERINE,3,,,,,,14 -GREEN BANCORP INC,VBTX,SIG,1,,,,,,21 -GREEN BRICK PARTNERS INC.,GRBK,SIG,2,,,,,,26 -GREEN DOT CORP,GDOT,MORGAN,3,,,,,,21 -GREEN PLAINS RENEWABLE ENERG,GPRE,WOLVERINE,3,,,,,,11 -GREENBRIER COMPANIES INC (THE) OREG,GBX,MORGAN,3,,,,,,24 -GREENHILL & CO INC COM STK,GHL,SIG,3,,,,,,26 -GREENLIGHT CAPITAL RE LTD,GLRE,SUMO,2,,,,,,11 -GREENSKY INC,GSKY,GROUP ONE,3,,,,,,17 -GREIF INC,GEF,SIG,1,,,,,,11 -GRIDSUM HOLDING INC,GSUM,SIG,2,,,,,,26 -GRIFFON CORPORATION,GFF,SIG,1,,,,,,23 -GRIFOLS S.A.,GRFS,WOLVERINE,2,,,,,,26 -GROUP 1 AUTOMOTIVE INC,GPI,BARCLAYS,1,,,,,,11 -GROUP ONE TRADING LP INDEX ETN,OILNF,SIG:RUT,3,,,,,N,34 -GROUPON,GRPN,CITADEL,1,,,,Y,L-W,16 -GRUBHUB INC.,GRUB,WOLVERINE,3,,,,Y,L-W,21 -GRUPO AEROPORTUARIO DEL SURESTE S.A.B.,ASR,SIG,3,,,,,,11 -GRUPO FINANCIERO GALICIA SA,GGAL,GROUP ONE,1,,,,Y,L,17 -GRUPO FINANCIERO SANTANDER MEXICO SAB DE,BSMX,SIG,1,,,,,,13 -GRUPO TELEVISA SA GDS (REPTG 5 ORD,TV,TWO SIGMA,1,,,,,,22 -GTT COMMUNICATIONS INC.,GTT,WOLVERINE,2,,,,,,11 -GTX INC.,GTXI,GROUP ONE,2,,,,,,17 -GUARDANT HEALTH INC,GH,CITADEL,1,,,,,,15 -GUESS ? INC.,GES,TWO SIGMA,3,,,,,,22 -GUGGENHEIM S&P EQ WGT HLTH CARE,RYH,MORGAN,1,,,,,E,24 -GUGGENHEIM BRIC ETF,EEB,CITADEL,3,,,,,E,23 -GUGGENHEIM CHINA REAL ESTATE ETF FIN,TAO,SIG:RUT,3,,,,,E,34 -GUGGENHEIM CHINA SMALL CAP ETF,HAO,CITADEL,3,,,,,E,15 -GUGGENHEIM GLOBAL SOLAR INDEX ETF,TAN,CITADEL,1,,,,,E,14 -GUGGENHEIM MULTI-ASSET INCOME ETF,CVY,SIG:RUT,3,,,,,E,34 -GUGGENHEIM S&P 500 EQUAL WEIGHT ETF,RSP,SUMO,3,,,,,E,24 -GUGGENHEIM S&P 500 PURE VALUE ETF,RPV,SIG:RUT,3,,,,,E,34 -GUGGENHEIM S&P SPIN-OFF ETF,CSD,SIG:RUT,1,,,,,E,34 -GUIDEWIRE SOFTWARE INC,GWRE,SIG,1,,,,,,16 -GULF ISLAND FABRICATION INC.,GIFI,WOLVERINE,1,,,,,,14 -GULFPORT ENERGY CORP,GPOR,MORGAN,1,,,,,W,26 -GW PHARMACEUTICALS PLC,GWPH,SIG,2,,,,Y,L,21 -H & E EQUIPMENT SERVICES INC,HEES,WOLVERINE,2,,,,,,26 -HABIT RESTAURANTS INC./THE,HABT,WOLVERINE,3,,,,,,21 -HACKETT GROUP INC (THE),HCKT,SUMO,2,,,,,,15 -HAEMONETICS CORPORATION,HAE,WOLVERINE,3,,,,,,12 -HAIN CELESTIAL GROUP INC.(THE),HAIN,TWO SIGMA,2,,,,Y,L,22 -HALCON RESOURCES CORPORATION,HK,WOLVERINE,1,,,,,,15 -HALLIBURTON CO (HOLDING CO),HAL,SIG,1,,,Y,Y,L-W,26 -HALLMARK FINANCIAL SERVICES INC.,HALL,SIG,1,,,,,,21 -HALOZYME THERAPEUTICS INC.,HALO,CITADEL,3,,,,,,17 -HANCOCK HOLDING COMPANY,HWC,SIG,2,,,,,,21 -HANESBRANDS INC COM STK,HBI,CITADEL,1,,,,Y,L,25 -HANGER INC,HNGR,WOLVERINE,2,,,,,,14 -HANMI FINANCIAL CORP,HAFC,WOLVERINE,1,,,,,,23 -HANNON ARMSTRONG SUSTAINABLE INFR CAP IN,HASI,SIG,3,,,,,,21 -HARLEY DAVIDSON INC,HOG,BARCLAYS,2,,,,Y,L-W,23 -HARMONIC INC,HLIT,GROUP ONE,1,,,,,,17 -HARMONY GOLD MNG SP ADR-NEW,HMY,SIG,2,,,,,,15 -HARRIS CORP,HRS,SIG,2,,,,,,21 -HARSCO CORP,HSC,SUMO,1,,,,,,16 -HARTFORD FIN SER GP INC,HIG,SIG,3,,,,Y,L-W,21 -HARVARD BIOSCIENCE INC,HBIO,SIG,2,,,,,,11 -HASBRO INC,HAS,WOLVERINE,1,,,,Y,L-W,23 -HAWAIIAN HOLDINGS INC,HA,SIG,1,,,,,,17 -HAWKINS INC,HWKN,GROUP ONE,3,,,,,,17 -HB FULLER CO.,FUL,CITADEL,2,,,,,,24 -HC2 HOLDINGS INC,HCHC,WOLVERINE,2,,,,,,14 -HCA HOLDINGS INC,HCA,SIG,3,,,,Y,L-W,17 -HCI GROUP INC,HCI,SIG,1,,,,,,26 -HCP INC.,HCP,BARCLAYS,1,,,,,,26 -HD SUPPLY HOLDINGS INC.,HDS,SIG,3,,,,,,14 -HDFC BANK LTD.,HDB,SIG,1,,,,,,26 -HEALTH CARE SELECT SECTOR INDEX,SIXV,SIG:RUT,3,,,,,,34 -HEALTH INSURANCE INNOVATIONS INC. (A),HIIQ,SIG,2,,,,,,25 -HEALTHCARE REALTY TRUST INC,HR,SIG,2,,,,,,16 -HEALTHEQUITY INC.,HQY,GROUP ONE,3,,,,,,23 -HEALTHSTREAM INC,HSTM,SUMO,3,,,,,,16 -HEARTLAND EXPRESS INC,HTLD,SUMO,3,,,,,,13 -HEATHCARE TRUST OF AMERICA INC.,HTA,WOLVERINE,1,,,,,,21 -HECLA MINING CO,HL,BARCLAYS,3,,,,Y,L-W,25 -HEICO CORPORATION,HEI,WOLVERINE,2,,,,,,12 -HEIDRICK & STRUGGLES INTL,HSII,WOLVERINE,1,,,,,,16 -HELEN OF TROY LTD-NEW-BERMUDA,HELE,BARCLAYS,2,,,,,,13 -HELIX ENERGY SOLUTIONS GROUP INC,HLX,WOLVERINE,3,,,,,,11 -HELMERICH & PAYNE INC,HP,WOLVERINE,3,,,,Y,L,23 -HERBALIFE LTD,HLF,CITADEL,2,,,,Y,L-W,16 -HERC HOLDINGS INC.,HRI,CITADEL,3,,,,,,22 -HERITAGE INSURANCE HOLDINGS INC.,HRTG,WOLVERINE,3,,,,,,15 -HERMAN MILLER INC.,MLHR,SUMO,2,,,,,,15 -HERON THERAPEUTICS INC.,HRTX,SIG,3,,,,,,24 -HERSHA HOSPITALITY TR CL-A,HT,SIG,2,,,,,,24 -HERTZ GLOBAL HOLDINGS INC.,HTZ,CITADEL,1,,,,Y,L-W,26 -HESS CORPORATION,HES,CITADEL,2,,,Y,Y,L-W,25 -HESS MIDSTREAM PARTNERS LP,HESM,SIG,2,,,,,,24 -HEWLETT PACKARD ENTERPRISE COMPANY,HPE,SIG,2,,,,Y,L-W,12 -HEXCEL CORP (NEW),HXL,SIG,3,,,,,,14 -HI-CRUSH PARTNERS LIMITED PARTNERSHIP,HCLP,MORGAN,1,,,,Y,L,17 -HIBBETT SPORTS INC COM,HIBB,BARCLAYS,1,,,,,,21 -HIGH POINT RESOURCES CORPORATION,HPR,SIG,3,,,,,,15 -HIGHWOOD PROPERTIES INC,HIW,WOLVERINE,2,,,,,,21 -HILL INTERNATIONAL INC,HIL,WOLVERINE,2,,,,,,14 -HILL-ROM HOLDINGS INC.,HRC,BARCLAYS,3,,,,,,11 -HILLENBRAND INC,HI,BARCLAYS,1,,,,,,14 -HILLTOP HOLDINGS INC.,HTH,BARCLAYS,2,,,,,,12 -HILTON GRAND VACATIONS INC.,HGV,MORGAN,1,,,Y,,L,12 -HILTON INC.,HLT,WOLVERINE,1,,,,Y,L,12 -HIMAX TECHNOLOGIES INC,HIMX,WOLVERINE,3,,,,Y,L-W,16 -HMS HOLDINGS CORP.,HMSY,SIG,3,,,,,,16 -HOLLY ENERGY PARTNERS L P,HEP,SIG,2,,,,,,21 -HOLLYFRONTIER CORPORATION,HFC,MORGAN,3,,,,Y,L-W,23 -HOLLYSYS AUTOMATION TECHNOLOGIES LTD.,HOLI,SIG,1,,,,,,26 -HOLOGIC INC,HOLX,BARCLAYS,3,,,,,,15 -HOME BANCSHARES INC/AR,HOMB,WOLVERINE,3,,,,,,24 -HOME DEPOT INC,HD,SIG,2,,,Y,Y,L-W,12 -HONDA MOTOR CO ADR ONE (1) COM STK,HMC,SIG,1,,,,,,26 -HONEYWELL INTERNATIONAL INC,HON,CITADEL,3,,,Y,Y,L-W,25 -HORIZON PHARMA PLC,HZNP,CITADEL,2,,,Y,,L,23 -HORMEL FOODS CORPORATION,HRL,CITADEL,3,,,,Y,L-W,16 -HORNBECK OFFSHORE SERVICES INC,HOS,BARCLAYS,3,,,,,,15 -HOSPITALITY PROPERTIES TST SBI,HPT,SIG,3,,,,,,26 -HOST HOTELS & RESORTS INC,HST,BARCLAYS,1,,,,Y,L,25 -HOSTESS BRANDS INC.,TWNK,WOLVERINE,1,,,,,,11 -HOUGHTON MIFFLIN HARCOURT COMPANY,HMHC,SIG,3,,,,,,12 -HOUSTON WIRE & CABLE COMPANY COM ST,HWCC,SUMO,3,,,,,,16 -HOVNANIAN ENTERPRISES INC,HOV,SIG,2,,,,,,26 -HOWARD HUGHES CORP.,HHC,CITADEL,1,,,,,,12 -HP INC.,HPQ,SIG,2,,,,Y,L-W,14 -HSBC HOLD PLC ADS (REP 5 ORD),HSBC,MORGAN,3,,,,Y,L-W,11 -HTG MOLECULAR DIAGNOSTICS INC,HTGM,GROUP ONE,3,,,,,,17 -HUANENG POWER INTERNATIONAL INC.,HNP,BARCLAYS,2,,,,,,23 -HUB GROUP INC CL-A,HUBG,WOLVERINE,1,,,,,,11 -HUBSPOT INC.,HUBS,SIG,3,,,,,,15 -HUDBAY MINERALS INC,HBM,SIG,1,,,,,,12 -HUDSON TECHNOLOGIES INC,HDSN,CITADEL,2,,,,,,17 -HUMANA INC,HUM,SIG,2,,,,Y,L-W,13 -HUNT J B TRANSPORT SVCS INC,JBHT,BARCLAYS,2,,,,,,25 -HUNTINGTON BANCSHARES INC,HBAN,WOLVERINE,1,,,,,,11 -HUNTINGTON INGALLS IND,HII,CITADEL,3,,,,,,14 -HUNTSMAN CORPORATION,HUN,BARCLAYS,2,,,,Y,L,13 -HURON CONSULTING GROUP INC.,HURN,SIG,3,,,,,,16 -HUTTIG BUILDING PRODUCTS INC.,HBP,SUMO,3,,,,,,15 -HUYA INC,HUYA,GROUP ONE,1,,,,Y,L-W,17 -HYATT HOTELS CORP,H,CITADEL,2,,,,,,12 -HYDROGENICS CORPORATION,HYGS,SIG,2,,,,,,14 -HYRECAR INC,HYRE,SIG,1,,,,,,24 -HYSTER-YALE MATERIALS HANDLING INC,HY,SIG,3,,,,,,14 -I.D. SYSTEMS INC DEL,IDSY,SUMO,1,,,,,,21 -IAC/INTER ACTIVE CORP NEW,IAC,TWO SIGMA,1,,,,Y,L,22 -IAMGOLD CORP,IAG,TWO SIGMA,3,,,,Y,L,22 -IBERIABANK CORP,IBKC,WOLVERINE,2,,,,,,12 -ICAD INC,ICAD,WOLVERINE,3,,,,,,11 -ICAHN ENTERPRISES L P,IEP,CITADEL,3,,,,,,24 -ICHOR HOLDINGS LTD,ICHR,CITADEL,2,,,,Y,L,25 -ICICI BANK LTD ADS(RP 2EQTY SH,IBN,BARCLAYS,3,,,,Y,L,23 -ICLICK INTERACTIVE ASIA GROUP LTD,ICLK,SIG,3,,,,,,16 -ICONIX BRAND GROUP INC.,ICON,SIG,2,,,,,,26 -IDEANOMICS INC,IDEX,CITADEL,1,,,,,,25 -IDENTIVE GROUP INC.,INVE,GROUP ONE,1,,,,,,16 -IDERA PHARMACEUTICALS INC,IDRA,GROUP ONE,2,,,,,,17 -IDEX CORP.,IEX,BARCLAYS,1,,,,,,21 -IDEXX LABORATORIES CORP,IDXX,WOLVERINE,1,,,,,,23 -IDT CORP CLASS B,IDT,BARCLAYS,3,,,,Y,L,24 -IHS MARKIT LTD.,INFO,CITADEL,1,,,,,,23 -II-VI INC.,IIVI,BARCLAYS,1,,,,,,23 -ILLINOIS TOOL WORKS,ITW,BARCLAYS,3,,,,Y,L-W,16 -ILLUMINA INC.,ILMN,SIG,3,,,,Y,L-W,14 -IMAX CORPORATION,IMAX,BARCLAYS,3,,,,,,15 -IMMERSION CORP,IMMR,CITADEL,2,,,,,,21 -IMMUNIC INC,IMUX,SIG,3,,,,Y,L,26 -IMMUNOGEN INC,IMGN,MORGAN,1,,,,,,13 -IMMUNOMEDICS INC,IMMU,SIG,2,,,,Y,L-W,14 -IMPAC MORTGAGE HLDGS INC,IMH,CITADEL,1,,,,,,16 -IMPERIAL OIL LTD.,IMO,SIG,2,,,,,,26 -IMPINJ INC.,PI,SIG,1,,,,,,17 -INCYTE CORPORATION,INCY,SIG,3,,,,Y,L,16 -INDEPENDENCE REALTY TRUST INC.,IRT,SIG,1,,,,,,26 -INDEPENDENT BK CORP MI,IBCP,WOLVERINE,2,,,,,,16 -INDIA GLOBALIZATION CAPITAL,IGC,GROUP ONE,2,,,,,,17 -INDUSTRIAL LOGISTICS PROPERTIES TRUST,ILPT,SIG,1,,,,,,21 -INDUSTRIAL SECTOR SPDR,XLI,MORGAN,3,,,,Y,E-L-W,25 -INDUSTRIALS SELECT SECTOR INDEX,SIXI,SIG:RUT,3,,,,,,34 -INFINERA CORP,INFN,BARCLAYS,1,,,,,W,14 -INFINITY PHARMACEUTICALS INC.,INFI,GROUP ONE,1,,,,,,17 -INFOSYS LIMITED,INFY,CITADEL,1,,,,Y,L,25 -INFRAREIT INC.,HIFR,SIG,1,,,,,,17 -ING GROEP NV ADS (BEAR DEP RCT,ING,SIG,1,,,,,,12 -INGERSOLL-RAND PLC,IR,SIG,3,,,,Y,L,11 -INGLES MARKETS INC,IMKTA,SIG,2,,,,,,25 -INGREDION INCORPORATED,INGR,CITADEL,1,,,,,,23 -INIFI INC,UFI,WOLVERINE,3,,,,,,16 -INNERWORKINGS INC COM STK,INWK,CITADEL,1,,,,,,23 -INNODATA INC,INOD,WOLVERINE,2,,,,,,14 -INNOVATIVE INDUSTRIAL PROPERTIES INC,IIPR,SIG,1,,,,,,25 -INNOVATOR IBD 50 ETF,FFTY,SUMO,3,,,,,E,23 -INNOVIVA INC. (INVA).,INVA,CITADEL,3,,,,,,14 -INOGEN INC.,INGN,WOLVERINE,3,,,,,,24 -INOVALON HOLDINGS INC.,INOV,SIG,1,,,,,,11 -INOVIO PHARMACEUTICALS INC.,INO,SIG,2,,,,,,13 -INPHI CORP,IPHI,WOLVERINE,1,,,,,,14 -INSEEGO CORPORATION,INSG,GROUP ONE,3,,,,,,17 -INSIGHT ENTERPRISES INC,NSIT,SIG,2,,,,,,23 -INSIGNIA SYSTEMS INC,ISIG,SIG,1,,,,,,15 -INSMED INC-NEW,INSM,GROUP ONE,2,,,,,,17 -INSPERITY INC.,NSP,BARCLAYS,1,,,,,,16 -INSPIRE MEDICAL SYSTEMS INC,INSP,WOLVERINE,2,,,,,,14 -INSTALLED BUILDING PRODUCTS INC.,IBP,SIG,3,,,,,,12 -INSTEEL INDUSTRIES INC,IIIN,SUMO,1,,,,,,21 -INSTRUCTURE INC.,INST,CITADEL,2,,,,,,11 -INSULET CORPORATION,PODD,CITADEL,3,,,,,,23 -INSYS THERAPEUTICS INC,INSY,SIG,2,,,,Y,L,13 -INTEC PHARMA LTD,NTEC,SIG,1,,,,,,13 -INTEGER HOLDINGS CORPORATION,ITGR,SIG,2,,,,,,16 -INTEGRA LIFESCIENCES HOLDINGS CORP.,IART,SIG,3,,,,,,14 -INTEL CORP,INTC,SIG,1,,,Y,Y,L-W,12 -INTELLIA THERAPEUTICS INC.,NTLA,SIG,1,,,,,,14 -INTELLICHECK INC,IDN,SUMO,2,,,,,,16 -INTELSAT GLOBAL HOLDINGS S.A.,I,GROUP ONE,3,,,Y,Y,L,17 -INTERACTIVE BROKERS GROUP INC.,IBKR,BARCLAYS,3,,,,Y,L,14 -INTERCEPT PHARMACEUTICALS INC,ICPT,SIG,3,,,,Y,L-W,15 -INTERCONTINENTALEXCHANGE GROUP INC.,ICE,CITADEL,3,,,,Y,L,12 -INTERDIGITAL INC.,IDCC,CITADEL,3,,,,,,23 -INTERFACE INC CL-A,TILE,SUMO,1,,,,,,15 -INTERNAP CORPORATION,INAP,CITADEL,1,,,,,,15 -INTERNATIONAL GAME TECHNOLOGY PLC,IGT,SIG,1,,,,Y,L,16 -INTERNATIONAL PAPER CO,IP,SIG,1,,,,Y,L-W,14 -INTERNATIONAL SPEEDWAY CORP,ISCA,BARCLAYS,3,,,,,,11 -INTERPUBLIC GROUP COS INC,IPG,TWO SIGMA,1,,,,Y,L,22 -INTERSECT ENT INC.,XENT,SIG,1,,,,,,16 -INTERXION HOLDING N V,INXN,SIG,1,,,,,,24 -INTEVAC INC,IVAC,SUMO,1,,,,,,23 -INTL BUSINESS MACHINES CORP,IBM,CITADEL,1,,,Y,Y,L-W,25 -INTL FCSTONE INC.,INTL,WOLVERINE,1,,,,,,11 -INTL FLAVORS & FRAGRANCES,IFF,MORGAN,2,,,,,,15 -INTRA-CELLULAR THERAPIES INC.,ITCI,SIG,2,,,,,,14 -INTREPID POTASH INC.,IPI,WOLVERINE,3,,,,,,14 -INTREXON CORPORATION,XON,GROUP ONE,1,,,,Y,L,17 -INTRICON CORP,IIN,SIG,3,,,,,,13 -INTUIT INC,INTU,SIG,1,,,,Y,L-W,23 -INTUITIVE SURGICAL INC,ISRG,BARCLAYS,1,,,Y,Y,L-W,16 -INVESCO LTD.,IVZ,GROUP ONE,1,,,,Y,L,17 -INVESCO MORTGAGE CAPITAL,IVR,WOLVERINE,1,,,,,,23 -INVESCO OPTIMUM YIELD DIVERSIFIED COMMOD,PDBC,SUMO,3,,,,,E,15 -INVESCO S&P MIDCAP LOW VOLATILITY ETF,XMLV,SUMO,3,,,,,E,16 -INVITAE CORPORATION,NVTA,SIG,3,,,,,,14 -INVITATION HOMES INC.,INVH,SIG,1,,,,,,16 -ION GEOPHYSICAL CORP,IO,CITADEL,2,,,,,,24 -IONIS PHARMACEUTICALS INC.,IONS,TWO SIGMA,1,,,,Y,L-W,22 -IOVANCE BIOTHERAPEUTICES INC.,IOVA,SIG,3,,,,,,16 -IPATH BLOOMBERG COCOA SUBINDEX,NIB,SIG:RUT,2,,,,,E,34 -IPATH BLOOMBERG COFFEE SUBINDEX,JJOFF,SIG:RUT,3,,,,,E,34 -IPATH BLOOMBERG COMMODITY INDEX,DJP,WOLVERINE,1,,,,,N,40 -IPATH SERIES B BLOOMBERG COFFEE SUBINDEX,JO,SIG:RUT,3,,,,,E,34 -IPATH SERIES B BLOOMBERG COPPER SUBINDEX,JJC,WOLVERINE,3,,,,,E,14 -IPATH SERIES B BLOOMBERG COTTON SUBINDEX,BAL,CITADEL,3,,,,,E,14 -IPATH SERIES B BLOOMBERG GRAINS SUBINDEX,JJG,SIG:RUT,1,,,,,E,34 -IPATH SERIES B BLOOMBERG LIVESTOCK SUBIN,COW,WOLVERINE,3,,,,,E,14 -IPATH SERIES B BLOOMBERG SUGAR SUBINDEX,SGG,CITADEL,2,,,,,E,13 -IPATH SERIES B S&P 500 VIX MID-TERM FUTU,VXZ,BARCLAYS,3,,,,,N-W,17 -IPATH SERIES B S&P 500 VIX SHORT-TERM FU,VXX,BARCLAYS,3,,,,Y,L-N-W,70 -IPATH SERIES B S&P GSCI CRUDE OIL ETN,OIL,SIG:RUT,3,,,,,N,34 -IPG PHOTONICS CORP,IPGP,CITADEL,1,,,,,,16 -IQIYI INC,IQ,SIG,3,,,,Y,L-W,25 -IQVIA HOLDINGS INC.,IQV,SIG,2,,,,,,24 -IRHYTHM TECHNOLOGIES INC.,IRTC,CITADEL,2,,,,,,25 -IRIDIUM COMMUNICATIONS INC,IRDM,CITADEL,1,,,,Y,L,17 -IROBOT CORPORATION,IRBT,SIG,3,,,,Y,L-W,16 -IRON MOUNTAIN INC DELAWARE,IRM,TWO SIGMA,1,,,,Y,L,22 -IRONWOOD PHARMACEUTICALS INC,IRWD,GROUP ONE,2,,,,,,17 -ISHARE COHEN&STEERS REIT ETF,ICF,SIG:RUT,2,,,,,E,34 -ISHARE INTER DEV REAL ESTATE ETF,IFGL,SUMO,3,,,,,E,34 -ISHARE MICRO-CAP ETF,IWC,SIG:RUT,3,,,,,E,34 -ISHARES BOARD USA HIGH YIELD,USHY,WOLVERINE,3,,,,,E,14 -ISHARES LONG- TERM CORP BOND ETF,IGLB,SIG:RUT,1,,,,,E,34 -ISHARES 0-5 YEAR HIGH YIELD CORPORATE BO,SHYG,WOLVERINE,3,,,,,E,14 -ISHARES 1-3 YEAR TREASURY BOND ETF,SHY,CITADEL,3,,,,Y,E-L-W,23 -ISHARES 10-20 YEAR TREASURY BOND ETF,TLH,SIG:RUT,3,,,,,E,34 -ISHARES 20+ YEAR TREASURY BOND ETF,TLT,BARCLAYS,3,,,,Y,E-L-W,34 -ISHARES 3-7 YEAR TREASURY BOND ETF,IEI,CITADEL,1,,,,,E,11 -ISHARES 7-10 YEAR TREASURY BOND ETF,IEF,BARCLAYS,3,,,,Y,E-L-W,15 -ISHARES ASIA 50 ETF,AIA,SUMO,2,,,,,E,16 -ISHARES BROAD USD INVESTMENT GRADE COR,USIG,SIG:RUT,1,,,,,E,34 -ISHARES CHINA LARGE-CAP ETF,FXI,CITADEL,2,,,,Y,E-L-W,34 -ISHARES COMEX GOLD TRUST,IAU,BARCLAYS,1,,,,,E-W,15 -ISHARES CORE DIVIDEND GROWTH ETF,DGRO,SUMO,3,,,,,E,21 -ISHARES CORE MSCI EAFE ETF,IEFA,SIG:RUT,3,,,,,E,34 -ISHARES CORE MSCI EMERGING MARKETS ETF,IEMG,SIG:RUT,3,,,,,E,34 -ISHARES CORE MSCI EUROPE ETF,IEUR,SUMO,3,,,,,E,22 -ISHARES CORE MSCI TOTAL INTERN STOCK ETF,IXUS,SIG:RUT,2,,,,,E,34 -ISHARES CORE S&P TOTAL U.S. STOCK MARKET,ITOT,SIG:RUT,1,,,,,E,34 -ISHARES CORE S&P U.S. GROWTH ETF,IUSG,SUMO,3,,,,,E,23 -ISHARES CORE TOTAL US BOND MARKET ETF,AGG,SIG:RUT,3,,,,,E,34 -ISHARES CORE U.S. VALUE ETF,IUSV,SUMO,3,,,,,E,12 -ISHARES CURRENCY HEDGED MSCI EAFE ETF,HEFA,WOLVERINE,1,,,,,E,40 -ISHARES CURRENCY HEDGED MSCI GERMANY ETF,HEWG,SUMO,2,,,,,E,21 -ISHARES CURRENCY HEDGED MSCI JAPAN ETF,HEWJ,SUMO,2,,,,,E,21 -ISHARES DJ US BROKER INDEX,IAI,CITADEL,1,,,,,E,13 -ISHARES DJ US OIL & EQUIPMENT,IEZ,CITADEL,1,,,,,E,26 -ISHARES DJ US OIL & EXPLR,IEO,CITADEL,3,,,,,E,25 -ISHARES DJ US PHARMEUCUTICAL INDEX,IHE,MORGAN,1,,,,,E,11 -ISHARES DJ US REAL EST IDX FD,IYR,CITADEL,3,,,,Y,E-L-W,23 -ISHARES DJ US REGIONAL BANKS INDEX FUND,IAT,CITADEL,1,,,,,E,15 -ISHARES DJ US TECH SECT IDX FD,IYW,SIG:RUT,3,,,,,E,34 -ISHARES DJ US TELECOM INDEX,IYZ,TWO SIGMA,2,,,,,E,22 -ISHARES DJ US UTIL SECT IDX FD,IDU,SIG:RUT,3,,,,,E,34 -ISHARES DOW JONES U.S. FINANCIAL SECTOR,IYF,CITADEL,2,,,,,E,16 -ISHARES EDGE MSCI MINIMUM VOLATILITY EAF,EFAV,SIG:RUT,3,,,,,E,34 -ISHARES EDGE MSCI MINIMUM VOLATILITY EME,EEMV,SIG:RUT,3,,,,,E,34 -ISHARES EDGE MSCI MINIMUM VOLATILITY GLO,ACWV,SIG:RUT,1,,,,,E,34 -ISHARES EDGE MSCI MINIMUM VOLATILITY USA,USMV,SIG:RUT,3,,,,,E,34 -ISHARES EDGE MSCI MULTIFACTOR INTERNATIO,INTF,SUMO,3,,,,,E,21 -ISHARES EDGE MSCI MULTIFACTOR USA ETF,LRGF,SUMO,3,,,,,E,17 -ISHARES EDGE MSCI USA MOMENTUM FACTOR ET,MTUM,WOLVERINE,2,,,,,E,40 -ISHARES EDGE MSCI USA SIZE FACTOR ETF,SIZE,WOLVERINE,3,,,,,E,14 -ISHARES EDGE MSCI USA VALUE FACTOR ETF,VLUE,WOLVERINE,3,,,,,E,14 -ISHARES EMERGING MARKETS LOCAL CURRENCY,LEMB,SIG:RUT,3,,,,,E,34 -ISHARES EUROPE ETF,IEV,SIG,3,,,,,E,24 -ISHARES EXPONENTIAL TECHNOLOGIES ETF,XT,SUMO,1,,,,,E,25 -ISHARES GLOBAL 100 ETF,IOO,SIG:RUT,1,,,,,E,34 -ISHARES GLOBAL ENERGY ETF,IXC,SIG:RUT,1,,,,,E,34 -ISHARES GLOBAL HEALTHCARE ETF,IXJ,SUMO,3,,,,,E,11 -ISHARES GLOBAL MATERIALS ETF,MXI,SUMO,3,,,,,E,21 -ISHARES GLOBAL TELECOM ETF,IXP,SIG:RUT,1,,,,,E,34 -ISHARES GLOBAL TIMBER & FORESTRY ETF,WOOD,SIG:RUT,2,,,,,E,34 -ISHARES GSCI COMMODITY-INDEXED TRUST,GSG,CITADEL,1,,,,,E,23 -ISHARES HIGH DIVIDEND ETF,HDV,SUMO,2,,,,,E,13 -ISHARES IBOXX HIGH YIELD CORPORATE BOND,HYG,CITADEL,3,,,Y,Y,E-L-W,34 -ISHARES IBOXX INVESTMENT GRADE CORPORATE,LQD,SIG:RUT,3,,,,Y,E-L,34 -ISHARES INTEREST RATE HEDGED CORP.BOND E,LQDH,SUMO,3,,,,,E,21 -ISHARES INTEREST RATE HEDGED HIGH YIELD,HYGH,WOLVERINE,3,,,,,E,14 -ISHARES INTERMEDIATE GOVERNMENT/CREDIT B,GVI,SIG:RUT,1,,,,,E,34 -ISHARES INTERMEDIATE-TERM CORPORATE BOND,IGIB,SIG:RUT,1,,,,,E,34 -ISHARES INTERNATIONAL DEVELOPED PROPERTY,WPS,SUMO,3,,,,,E,24 -ISHARES INTERNATIONAL PREFERRED STOCK ET,IPFF,SIG:RUT,1,,,,,E,34 -ISHARES INTERNATIONAL SELECT DIVIDEND ET,IDV,SIG:RUT,1,,,,,E,34 -ISHARES INTERNATIONAL TREASURY BOND ETF,IGOV,SIG:RUT,1,,,,,E,34 -ISHARES JPMORGAN USD EMERG MRKTS BND ETF,EMB,SIG:RUT,3,,,Y,Y,E-L,34 -ISHARES LATIN AMERICA 40 ETF,ILF,CITADEL,3,,,,,E,26 -ISHARES MBS ETF,MBB,SIG:RUT,3,,,,,E,34 -ISHARES MORTGAGE REAL ESTATE CAPPED ETF,REM,SIG:RUT,1,,,,,E,34 -ISHARES MSCI ACWI ETF,ACWI,SIG:RUT,1,,,,,E,34 -ISHARES MSCI ACWI EX US ETF,ACWX,SUMO,3,,,,,E,34 -ISHARES MSCI ALL COUNTRYASIA EX JAPANETF,AAXJ,SIG:RUT,3,,,,,E,34 -ISHARES MSCI AUSTRALIA ETF,EWA,BARCLAYS,1,,,,,E,12 -ISHARES MSCI AUSTRIA ETF,EWO,SUMO,3,,,,,E,11 -ISHARES MSCI BELGIUM INVESTABLE MKT INDE,EWK,SIG:RUT,2,,,,,E,34 -ISHARES MSCI BRAZIL CAPPED ETF,EWZ,CITADEL,3,,,Y,Y,E-L-Q-W,34 -ISHARES MSCI BRIC ETF,BKF,WOLVERINE,3,,,,,E,40 -ISHARES MSCI CANADA ETF,EWC,CITADEL,3,,,,,E,11 -ISHARES MSCI CHILE CAPPED ETF,ECH,WOLVERINE,2,,,,,E,40 -ISHARES MSCI CHINA A ETF,CNYA,SUMO,3,,,,,E,16 -ISHARES MSCI CHINA INDEX FUND,MCHI,SIG:RUT,2,,,,,E,34 -ISHARES MSCI CHINA SMALL CAP INDEX FUND,ECNS,SUMO,3,,,,,E,14 -ISHARES MSCI EAFE GROWTH ETF,EFG,SUMO,2,,,,,E,16 -ISHARES MSCI EAFE SM CAP ETF,SCZ,WOLVERINE,3,,,,,E,40 -ISHARES MSCI EAFE VALUE ETF,EFV,SUMO,3,,,,,E,23 -ISHARES MSCI EMERGING MARKETS ETF,EEM,SIG:RUT,3,,,Y,Y,E-L-Q-W,34 -ISHARES MSCI EMU ETF,EZU,SIG:RUT,2,,,,,E,34 -ISHARES MSCI EUROPE FINANCIALS ETF,EUFN,SIG:RUT,1,,,,,E,34 -ISHARES MSCI FRANCE ETF,EWQ,SIG:RUT,3,,,,,E,34 -ISHARES MSCI FRONTIER 100,FM,SUMO,3,,,,,E,13 -ISHARES MSCI GERMANY ETF,EWG,CITADEL,1,,,,Y,E-L-W,11 -ISHARES MSCI GLOBAL GOLD MINERS ETF,RING,SIG:RUT,1,,,,,E,34 -ISHARES MSCI GLOBAL METALS & MINING PROD,PICK,SIG:RUT,1,,,,,E,34 -ISHARES MSCI HONG KONG ETF,EWH,CITADEL,3,,,,,E,13 -ISHARES MSCI INDIA ETF,INDA,WOLVERINE,3,,,,,E-W,40 -ISHARES MSCI ITALY CAPPED ETF,EWI,GROUP ONE,3,,,,,E-W,17 -ISHARES MSCI JAPAN ETF,EWJ,CITADEL,3,,,,Y,E-L-W,34 -ISHARES MSCI JAPAN SMALL-CAP ETF,SCJ,SUMO,3,,,,,E,34 -ISHARES MSCI MALAYSIA ETF,EWM,WOLVERINE,1,,,,,E,23 -ISHARES MSCI MEXICO CAPPED ETF,EWW,SIG:RUT,3,,,,Y,E-L-W,34 -ISHARES MSCI NETHERLANDS ETF,EWN,SIG:RUT,1,,,,,E,34 -ISHARES MSCI NEW ZEALAND ETF,ENZL,SIG:RUT,1,,,,,E,34 -ISHARES MSCI PACIFIC EX JAPAN ETF,EPP,CITADEL,1,,,,,E,13 -ISHARES MSCI PERU ETF,EPU,SUMO,3,,,,,E,12 -ISHARES MSCI POLAND CAPPED ETF,EPOL,SUMO,2,,,,,E,25 -ISHARES MSCI RUSSIA CAPPED ETF,ERUS,SIG,2,,,,,E,26 -ISHARES MSCI SINGAPORE ETF,EWS,SIG:RUT,2,,,,,E,34 -ISHARES MSCI SOUTH AFRICA ETF,EZA,CITADEL,1,,,,,E,14 -ISHARES MSCI SOUTH KOREA CAPPED ETF,EWY,CITADEL,1,,,,Y,E-L-W,16 -ISHARES MSCI SPAIN CAPPED ETF,EWP,CITADEL,1,,,,,E,25 -ISHARES MSCI SWEDEN ETF,EWD,WOLVERINE,3,,,,,E,40 -ISHARES MSCI SWITZERLAND CAPPED ETF,EWL,SIG:RUT,1,,,,,E,34 -ISHARES MSCI TAIWAN ETF,EWT,CITADEL,3,,,,,E,23 -ISHARES MSCI TURKEY ETF,TUR,SIG:RUT,2,,,,Y,E-L,34 -ISHARES MSCI USA ETF,EWU,CITADEL,1,,,,Y,E-L-W,16 -ISHARES NASDAQ BIOTECHNOLOGY ETF,IBB,TWO SIGMA,3,,,,Y,E-L-W,22 -ISHARES NATIONAL AMT-FREE MUNI BOND ETF,MUB,CITADEL,2,,,,,E,23 -ISHARES NOR AMER NATURAL RESOURCES ETF,IGE,BARCLAYS,1,,,,,E,21 -ISHARES NOR AMER TECH-NETWORKING ETF,IGN,SIG:RUT,3,,,,,E,34 -ISHARES NORTH AMERICAN TECH-SOFTWARE ETF,IGV,SIG:RUT,2,,,,Y,E-L,34 -ISHARES NORTH AMERICAN TECHNOLOGY ETF,IGM,SUMO,3,,,,,E,16 -ISHARES PHLX SEMICONDUCTOR ETF,SOXX,SIG:RUT,1,,,,,E,34 -ISHARES RESIDENTIAL REAL ESTATE CAPPED E,REZ,SIG:RUT,1,,,,,E,34 -ISHARES RUSSELL 1000 GR IND,IWF,SIG:RUT,2,,,Y,Y,E-L,34 -ISHARES RUSSELL 1000 INDEX FD,IWB,WOLVERINE,2,,,,,E,40 -ISHARES RUSSELL 1000 VAL INDEX,IWD,WOLVERINE,2,,,,,E,40 -ISHARES RUSSELL 2000 INDEX,IWM,MORGAN,2,,,Y,Y,E-L-Q-W,40 -ISHARES RUSSELL 3000 ETF,IWV,BARCLAYS,2,,,,,E,25 -ISHARES RUSSELL MID-CAP ETF,IWR,SIG:RUT,2,,,,,E,34 -ISHARES RUSSELL MID-CAP GROWTH,IWP,SIG:RUT,1,,,,,E,34 -ISHARES RUSSELL MID-CAP VALUE ETF,IWS,SIG:RUT,2,,,,,E,34 -ISHARES RUSSELL2000 GWT IDX FD,IWO,MORGAN,2,,,,Y,E-L,40 -ISHARES RUSSELL2000 VAL IDX FD,IWN,MORGAN,2,,,,,E,40 -ISHARES S&P 100 ETF,OEF,CITIGROUP:OEF,3,,,,,E,29 -ISHARES S&P 500 GROWTH ETF,IVW,SIG:RUT,1,,,,,E,34 -ISHARES S&P 500 INDEX FUND,IVV,SIG:RUT,3,,,,,E-W,34 -ISHARES S&P 500 VALUE ETF,IVE,SUMO,1,,,,,E,12 -ISHARES S&P GLOB INFRSTR,IGF,SUMO,1,,,,,E,34 -ISHARES S&P MIDCAP 400 GROWTH ETF,IJK,SIG:RUT,3,,,,,E,34 -ISHARES S&P MIDCAP 400 VALUE ETF,IJJ,SIG:RUT,3,,,,,E,34 -ISHARES S&P MIDCAP400 INDEX,IJH,BARCLAYS,2,,,,,E,24 -ISHARES S&P SM CAP 600 INDEX,IJR,BARCLAYS,2,,,,,E,12 -ISHARES S&P SMALL CAP 600 GROWTH ETF,IJT,SIG:RUT,1,,,,,E,34 -ISHARES S&P SMALLCAP 600 VALUE ETF,IJS,SIG:RUT,2,,,,,E,34 -ISHARES SELECT DIVIDEND ETF,DVY,TWO SIGMA,3,,,,,E,22 -ISHARES SHORT- TERM CORP BOND ETF,IGSB,WOLVERINE,3,,,,,E,12 -ISHARES SILVER TRUST,SLV,BARCLAYS,1,,,Y,Y,E-L-Q-W,40 -ISHARES TIPS BOND ETF,TIP,CITADEL,3,,,,,E,12 -ISHARES TR MSCI EAFE INDEX FD,EFA,SIG:RUT,3,,,Y,Y,E-L-Q-W,34 -ISHARES TRANSPORTATION AVERAGE ETF,IYT,CITADEL,3,,,,,E,23 -ISHARES TRUST - ISHARES CURRENCY HEDGED,HEZU,SUMO,2,,,,,E,24 -ISHARES U.S. BASIC MATERIALS ETF,IYM,CITADEL,3,,,,,E,15 -ISHARES U.S. ENERGY ETF,IYE,SIG:RUT,1,,,,,E,34 -ISHARES U.S. HEALTHCARE ETF,IYH,SIG:RUT,1,,,,,E,34 -ISHARES U.S. TREASURY BOND ETF,GOVT,WOLVERINE,3,,,,,E,14 -ISHARES US AEROSPACE&DEFENSE ETF,ITA,WOLVERINE,1,,,,,E,14 -ISHARES US HEALTHCARE PROVIDERS ETF,IHF,WOLVERINE,2,,,,,E,40 -ISHARES US HOME CONSTRUCTION ETF,ITB,CITADEL,1,,,,Y,E-L-W,13 -ISHARES US PREFERRED STOCK ETF,PFF,SIG:RUT,1,,,,,E,34 -ISISHARES U.S. MEDICAL DEVICES ETF,IHI,SUMO,1,,,,,E,26 -IT TECH PACKAGING INC,ITP,CITADEL,2,,,,,,21 -ITAU UNIBANCO HOLDING S.A.,ITUB,GROUP ONE,3,,,,Y,L,17 -ITRON INC,ITRI,SIG,2,,,,,,13 -ITT CORPORATION,ITT,BARCLAYS,1,,,,,,16 -IVERIC BIO INC.,ISEE,SIG,3,,,,,,14 -J.JILL INC.,JILL,SUMO,2,,,,,,11 -J.M. SMUCKER CO (NEW),SJM,BARCLAYS,1,,,,Y,L,25 -J2 GLOBAL INC,JCOM,CITADEL,3,,,,,,26 -JABIL CIRCUIT INC,JBL,SIG,3,,,,Y,L-W,14 -JACK IN THE BOX INC.,JACK,SIG,3,,,,Y,L,15 -JACOBS ENGINEERING GROUP INC,JEC,BARCLAYS,1,,,,,,25 -JAGGED PEAK ENERGY INC.,JAG,CITADEL,1,,,,,,21 -JAZZ PHARMACEUTICALS PLC,JAZZ,WOLVERINE,3,,,,,,21 -JBG SMITH PROPERTIES,JBGS,SIG,1,,,,,,21 -JD.COM INC.,JD,CITADEL,3,,,Y,Y,L-W,24 -JEFFERIS FINANCIAL GROUP INC.,JEF,BARCLAYS,3,,,,,,25 -JELD-WEN HOLDING INC.,JELD,SIG,1,,,,,,23 -JETBLUE AIRWAYS CORPORATION,JBLU,MORGAN,3,,,,Y,L,13 -JINKOSOLAR HOLDING CO LTD,JKS,WOLVERINE,3,,,,Y,L,13 -JOHN WILEY & SONS INC.,JWA,SIG,3,,,,,,14 -JOHNSON AND JOHNSON,JNJ,BARCLAYS,1,,,Y,Y,L-W,25 -JOHNSON CONTROLS INTERNATIONAL PLC,JCI,WOLVERINE,1,,,,Y,L,14 -JONES LANG LASALLE INC,JLL,BARCLAYS,3,,,,,,12 -JOUNCE THERAPEUTICS INC,JNCE,SUMO,3,,,,,,25 -JP MORGAN ALERIAN MLP INDEX ETH,AMJ,WOLVERINE,3,,,,Y,L-N-W,40 -JPM DIVERSIFIED RET EM EQUIT,JPEM,SUMO,3,,,,,E,25 -JPM DIVERSIFIED RET INTL EQ,JPIN,SIG,3,,,,,E,25 -JPMORGAN CHASE & CO COM STK,JPM,SIG,3,,,Y,Y,L-W,24 -JPMORGAN DIV RET US EQ ETF,JPUS,SIG,3,,,,,E,25 -JUMEI INTL. HOLDINGS INC.,JMEI,CITADEL,1,,,,,,16 -JUMIA TECHNOLOGIES AG,JMIA,WOLVERINE,2,,,,,,14 -JUNIPER NETWORKS INC,JNPR,BARCLAYS,1,,,,Y,L-W,13 -JUST ENERGY GROUP INC,JE,WOLVERINE,1,,,,,,16 -K12 INC.,LRN,WOLVERINE,3,,,,,,25 -KADANT INC,KAI,SIG,1,,,,,,14 -KADMON HOLDINGS INC,KDMN,GROUP ONE,3,,,,,,26 -KAISER AIUMINUM CORP.,KALU,SIG,3,,,,,,24 -KALA PHARMACEUTICALS INC,KALA,GROUP ONE,1,,,,,,17 -KAMAN CORP,KAMN,SIG,3,,,,,,21 -KANDI TECHNOLOGIES CORP,KNDI,GROUP ONE,3,,,,,,17 -KANSAS CITY SOUTHERN,KSU,BARCLAYS,3,,,,Y,L-W,25 -KAR AUCTION SERV. INC.,KAR,GROUP ONE,1,,,,,,23 -KARYOPHARM THERAPEUTICS INC.,KPTI,SIG,2,,,,,,16 -KAYNE ANDERSON MLP INVT CO,KYN,WOLVERINE,1,,,,,,14 -KB HOME,KBH,TWO SIGMA,1,,,,Y,L,22 -KBR INC.,KBR,SIG,3,,,,,,24 -KEANE GROUP INC.,FRAC,CITADEL,1,,,,,,24 -KEARNY FINANCIAL CORP,KRNY,CITADEL,2,,,,,,21 -KELLOGG CO,K,SIG,3,,,,Y,L,23 -KELLY SVC INC,KELYA,SUMO,2,,,,,,13 -KEMET CORPORATION,KEM,WOLVERINE,3,,,,Y,L,14 -KEMPHARM INC,KMPH,GROUP ONE,3,,,,,,17 -KENNAMETAL INC,KMT,WOLVERINE,1,,,,,,11 -KENNEDY-WILSON HOLDINGS INC.,KW,SUMO,3,,,,,,13 -KEURIG DR. PEPPER INC,KDP,BARCLAYS,2,,,,,,16 -KEY ENERGY SERVICES INC,KEG,CITADEL,1,,,,,,26 -KEY TRONIC CORP.,KTCC,SUMO,2,,,,,,12 -KEYCORP (NEW),KEY,TWO SIGMA,3,,,,Y,L-W,22 -KEYSIGHT TECHNOLOGIES INC,KEYS,WOLVERINE,2,,,,Y,L,14 -KIMBALL INTERNATIONAL INC.,KBAL,SUMO,3,,,,,,21 -KIMBERLY CLARK CORP,KMB,SIG,1,,,,Y,L-W,24 -KIMCO REALTY CORPORATION,KIM,TWO SIGMA,1,,,,,,22 -KINDER MORGAN INC (DELAWARE),KMI,WOLVERINE,3,,,Y,Y,L-W,14 -KINDRED BIOSCIENCES INC.,KIN,GROUP ONE,1,,,,,,23 -KINROSS GOLD CORP NEW,KGC,SIG,2,,,,Y,L-W,14 -KINSALE CAPITAL GROUP INC,KNSL,WOLVERINE,1,,,,,,14 -KIRBY CORPORATION,KEX,WOLVERINE,3,,,,,,13 -KIRKLAND LAKE GOLD LTD,KL,CITADEL,1,,,,Y,L,26 -KIRKLAND''S INC,KIRK,SIG,1,,,,,,24 -KITE REALTY GROUP TRUST,KRG,SIG,2,,,,,,24 -KKR & COMPANY L P DEL,KKR,WOLVERINE,3,,,,Y,L-W,14 -KLA-TENCOR CORP,KLAC,SIG,3,,,,Y,L,21 -KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC,KNX,CITADEL,3,,,,Y,L,14 -KNOLL INC,KNL,BARCLAYS,3,,,,,,12 -KNOT OFFSHORE PARTNERS LP,KNOP,WOLVERINE,1,,,,,,16 -KNOWLES CORPORATION,KN,CITADEL,3,,,,,,26 -KOHLS CORP,KSS,CITADEL,1,,,,Y,L-W,25 -KONA GRILL INC,KONAQ,WOLVERINE,3,,,,,,13 -KONINKLIJKE ELECTRON N.V.(NEW),PHG,CITADEL,1,,,,,,16 -KOPIN CORP,KOPN,CITADEL,1,,,,,,25 -KOPPERS HOLDINGS INC.,KOP,CITADEL,3,,,,,,26 -KORN/FERRY INTERNATIONAL,KFY,SIG,3,,,,,,15 -KORNIT DIGITAL LTD,KRNT,WOLVERINE,2,,,,,,14 -KOSMOS ENERGY LTD,KOS,WOLVERINE,1,,,,,,14 -KRANESHARES CSI CHINA INTERNET ETF,KWEB,CITADEL,2,,,,Y,E-L,14 -KRATON PERFORMANCE POLYMERS INC,KRA,GROUP ONE,1,,,,,,12 -KRATOS DEFENSE & SEC SOLU INC,KTOS,SIG,2,,,,Y,L,17 -KROGER CO,KR,SIG,1,,,Y,Y,L-W,13 -KRONOS WORLDWIDE INC,KRO,SIG,2,,,,,,12 -KT CORP ADS (EACH REP 1/2 OF A COM,KT,SIG,1,,,,,,16 -KULICKE & SOFA INDS INC,KLIC,BARCLAYS,1,,,,,,15 -KURA ONCOLOGY INC,KURA,SIG,1,,,,,,24 -L BRANDS INC.,LB,BARCLAYS,2,,,,Y,L-W,21 -L.B. FOSTER CO.,FSTR,BARCLAYS,2,,,,,,23 -L.G. DISPLAY CO. LTD.,LPL,SIG,1,,,,,,13 -L3 TECHNOLOGIES INC.,LLL,BARCLAYS,1,,,,,,21 -LA-Z-BOY INCORPORATED,LZB,SIG,1,,,,,,16 -LABORATORY CRP AMER HLDGS(NEW),LH,MORGAN,2,,,,,,11 -LADDER CAPITAL CORPORATION,LADR,SIG,2,,,,,,26 -LAKELAND FINANCIAL CORP,LKFN,SIG,3,,,,,,25 -LAM RESEARCH CORP,LRCX,CITADEL,3,,,Y,Y,L-W,26 -LAMAR ADVERTISING CO CL-A,LAMR,BARCLAYS,1,,,,,,25 -LAMB WESTON HOLDINGS INC.,LW,GROUP ONE,1,,,,,,17 -LANDEC CORP,LNDC,SIG,3,,,,,,11 -LANDMARK INFRASTRUCTURE PARTNERS LP,LMRK,WOLVERINE,2,,,,,,14 -LANDS'' END INC.,LE,SIG,3,,,,,,21 -LANDSTAR SYSTEM INC,LSTR,CITADEL,1,,,,,,11 -LANNETT COMPANY INC,LCI,SIG,3,,,,Y,L,23 -LANTHEUS HOLDINGS INC,LNTH,SIG,1,,,,,,25 -LAREDO PETROLEUM INC,LPI,MORGAN,1,,,,,,17 -LAS VEGAS SANDS CORP,LVS,MORGAN,3,,,Y,Y,L-W,16 -LATAM AIRLINES GROUP S.A.,LTM,SIG,3,,,,,,13 -LATTICE SEMICONDUCTOR CORP,LSCC,CITADEL,3,,,,,,26 -LAUREATE EDUCATION INC.,LAUR,GROUP ONE,3,,,,,,17 -LAZARD LTD,LAZ,SIG,3,,,,,,14 -LCI INDUSTRIES,LCII,MORGAN,1,,,,,,21 -LEAF GROUP LTD.,LEAF,GROUP ONE,2,,,,,,17 -LEAR CORPORATION,LEA,SIG,3,,,,Y,L,21 -LEE ENTERPRISES INC,LEE,WOLVERINE,3,,,,,,11 -LEGACY RESERVES LP,LGCY,GROUP ONE,3,,,,,,17 -LEGACYTEXAS FINANCIAL GROUP INC.,LTXB,SIG,1,,,,,,24 -LEGG MASON INC,LM,SIG,2,,,,,,11 -LEGGETT&PLATT INC,LEG,SIG,3,,,,,,21 -LEIDOS HOLDINGS INC,LDOS,GROUP ONE,2,,,,,,17 -LEJU HOLDINGS LIMITED,LEJU,SIG,2,,,,,,21 -LEMAITRE VASCULAR INC,LMAT,GROUP ONE,3,,,,,,17 -LENDINGCLUB CORPORATION,LC,CITADEL,1,,,,Y,L,16 -LENDINGTREE INC.,TREE,WOLVERINE,1,,,,,,13 -LENNAR CORP CL A COMMON,LEN,CITADEL,2,,,,Y,L,25 -LENNOX INTL INC,LII,WOLVERINE,3,,,,,,16 -LEVI STRAUSS & CO,LEVI,CITADEL,1,,,,,,14 -LEXICON PHARMCEUTICALS INC.,LXRX,SIG,1,,,,,,17 -LEXINFINTECH HOLDINGS LTD,LX,SIG,2,,,,,,25 -LEXINGTON REALTY TRUST COM,LXP,SIG,2,,,,,,24 -LGI HOMES INC.,LGIH,WOLVERINE,2,,,,,,14 -LIBBEY INC,LBY,WOLVERINE,3,,,,,,15 -LIBERTY BROADBAND CORP,LBRDK,WOLVERINE,3,,,,,,14 -LIBERTY BROADBAND CORPORATION,LBRDA,SIG,1,,,,,,23 -LIBERTY GLOBAL PLC CLASS A ORDINARY SHAR,LBTYA,BARCLAYS,1,,,,,,25 -LIBERTY GLOBAL PLC CLASS C ORDINARY SHAR,LBTYK,CITADEL,1,,,,,,11 -LIBERTY GLOBAL PLC LILAC,LILAK,WOLVERINE,1,,,,,,14 -LIBERTY INTERACTIVE CORP COMMON SER A,QRTEA,SIG,1,,,,,,14 -LIBERTY MEDIA CORP-LIBERTY FORMULA ONE,FWONK,CITADEL,2,,,,,,12 -LIBERTY MEDIA CORPORATION SERIES A LIBER,FWONA,SIG,1,,,,,,12 -LIBERTY OILFIELD SERVICES INC,LBRT,SUMO,3,,,,,,24 -LIBERTY PROPERTY TRUST,LPT,SIG,1,,,,,,24 -LIBERTY SIRIUS GROUP,LSXMA,SIG,1,,,,,,13 -LIBERTY TRIPADVISOR HOLDINGS INC.,LTRPA,SIG,1,,,,,,24 -LIFE STORAGE INC.,LSI,WOLVERINE,3,,,,,,13 -LIFEVANTAGE CORP,LFVN,SUMO,3,,,,,,13 -LIGAND PHARM INC CL B,LGND,WOLVERINE,2,,,,,,11 -LILIS ENERGY INC,LLEX,WOLVERINE,2,,,,,,14 -LILLY ELI & CO,LLY,CITIGROUP,1,,,Y,Y,L-W,23 -LIMELIGHT NETWORKS INC,LLNW,MORGAN,3,,,,Y,L,17 -LINCOLN EDUCATIONAL SVCS,LINC,SIG,3,,,,,,16 -LINCOLN ELECTRIC HLDGS INC,LECO,CITADEL,3,,,,,,14 -LINCOLN NATIONAL CORP,LNC,SIG,1,,,,,,16 -LINDE PLC,LIN,SIG,1,,,,Y,L,16 -LINDSAY CORPORATION,LNN,CITADEL,3,,,,,,16 -LINE CORPORATION,LN,MORGAN,1,,,,,,14 -LIONS GATE ENTERTAINMENT CORPORATION CLA,LGFA,GROUP ONE,3,,,,,,17 -LIONS GATE ENTERTAINMENT CORPORATION CLA,LGFB,GROUP ONE,1,,,,,,17 -LIPOCINE INC.,LPCN,SIG,2,,,,,,14 -LITHIA MOTORS INC.,LAD,SIG,3,,,,,,14 -LITTELFUSE INC,LFUS,SIG,3,,,,,,16 -LIVANOVA PLC,LIVN,BARCLAYS,1,,,,,,21 -LIVE NATION ENTERTAINMENT INC.,LYV,SIG,1,,,,,,26 -LIVE-OAK BANCSHARES INC.,LOB,WOLVERINE,3,,,,,,15 -LIVENT CORP,LTHM,WOLVERINE,1,,,,,,14 -LIVEPERSON INC,LPSN,BARCLAYS,1,,,,,,13 -LIVERAMP HOLDINGS INC.,RAMP,CITADEL,2,,,,,,13 -LKQ CORP,LKQ,BARCLAYS,2,,,,Y,L,26 -LLOYDS BANKING GROUP PLC,LYG,CITADEL,1,,,,,,15 -LOCKHEED MARTIN CORP,LMT,SIG,3,,,,Y,L-W,23 -LOEWS CORP,L,SIG,3,,,,,,11 -LOGITECH INTERNATIONAL S.A .ORD SHS,LOGI,CITADEL,3,,,,,,25 -LOGMEIN INC COMMON STOCK,LOGM,SIG,3,,,,,,26 -LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA,LOMA,GROUP ONE,3,,,,,,26 -LONESTAR RESOURCES US INC,LONE,GROUP ONE,1,,,,,,17 -LORAL SPACE AND COMMUNICATION,LORL,BARCLAYS,1,,,,,,13 -LOUISIANA PACIFIC CORP,LPX,WOLVERINE,2,,,,,,15 -LOWES COMPANIES INC,LOW,CITIGROUP,1,,,Y,Y,L-W,12 -LPL FINANCIAL HOLDINGS INC,LPLA,CITADEL,1,,,,,,16 -LRAD CORPORATION,LRAD,WOLVERINE,1,,,,,,24 -LSB INDUSTRIES INC,LXU,CITADEL,3,,,,,,23 -LSC COMMUNICATIONS INC.,LKSD,CITADEL,1,,,,,,13 -LSI INDUSTRIES,LYTS,SIG,1,,,,,,23 -LULULEMON ATHLETICA INC.,LULU,CITADEL,3,,,,Y,L-W,16 -LUMBER LIQUIDATORS HOLDINGS INC.,LL,BARCLAYS,2,,,,Y,L-W,26 -LUMENTUM HOLDINGS INC.,LITE,CITADEL,3,,,,Y,L-W,11 -LUXOFT HOLDING INC,LXFT,CITADEL,1,,,,,,11 -LYFT INC,LYFT,MORGAN,1,,,,Y,L-W,25 -LYONDELLBASELL INDUSTRIES NV,LYB,SIG,3,,,Y,Y,L-W,21 -M&T BANK CORP,MTB,WOLVERINE,1,,,,,,15 -M.D.C. HOLDINGS INC,MDC,CITADEL,3,,,,,,21 -M/I HOMES INC.,MHO,SIG,1,,,,,,15 -MACERICH COMPANY (THE),MAC,CITADEL,3,,,,,,26 -MACK-CALI REALTY CORP,CLI,WOLVERINE,1,,,,,,26 -MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC,MTSI,WOLVERINE,2,,,,,,14 -MACQUARIE INFEASTRUCTURE CO.,MIC,WOLVERINE,1,,,,Y,L,11 -MACROGENICS INC,MGNX,CITADEL,1,,,,,,12 -MACY''S INC.,M,BARCLAYS,2,,,,Y,L-W,25 -MADDEN (STEVEN) LTD,SHOO,SIG,3,,,,,,26 -MADISON SQUARE GARDEN COMPANY,MSG,SIG,2,,,,,,15 -MADRIGAL PHARMACEUTICALS INC.,MDGL,CITADEL,1,,,,,,17 -MAG SILVER CORP.,MAG,SIG,2,,,,,,23 -MAGELLAN HEALTH SVCS INC NEW,MGLN,CITADEL,3,,,,,,21 -MAGELLAN MIDSTREAM PARTNERS LTD.,MMP,WOLVERINE,1,,,,Y,L,12 -MAGIC SOFTWARE ENTPRS INC,MGIC,WOLVERINE,2,,,,,,14 -MAGNA INTL CL-A SUB VTG SHS,MGA,BARCLAYS,3,,,,,,13 -MAGNACHIP SEMICONDUCTOR CORP NEW,MX,WOLVERINE,3,,,,,,23 -MAGNOLIA OIL & GAS CORP,MGY,WOLVERINE,3,,,,,,14 -MAIDEN HLDGS LTD,MHLD,WOLVERINE,2,,,,,,15 -MAIN STREET CAPITAL CORP,MAIN,GROUP ONE,3,,,,,,17 -MAKEMYTRIP LIMITED,MMYT,GROUP ONE,2,,,,,,17 -MALIBU BOATS INC.,MBUU,WOLVERINE,2,,,,,,23 -MALLINCKRODT PLC,MNK,CITADEL,1,,,,Y,L-W,24 -MAMMOTH ENERGY SERVICES INC,TUSK,GROUP ONE,1,,,,,,17 -MANCHESTER UNITED PLC,MANU,SIG,3,,,,,,26 -MANHATTAN ASSOCIATES INC,MANH,WOLVERINE,1,,,,,,14 -MANITEX INT''L INC COMMON STK,MNTX,SIG,3,,,,,,21 -MANITOWOC COMPANY INC (THE),MTW,GROUP ONE,3,,,,,,17 -MANNING & NAPIER INC,MN,CITADEL,3,,,,,,13 -MANNKIND CORP,MNKD,CITADEL,2,,,,Y,L-W,23 -MANPOWER INC,MAN,CITADEL,3,,,,,,11 -MANTECH INTL CORP CL-A,MANT,CITADEL,2,,,,,,23 -MANULIFE FINANCIAL CORP,MFC,TWO SIGMA,3,,,,,,22 -MARATHON OIL CORP,MRO,SIG,1,,,,Y,L-W,14 -MARATHON PATENT GROUP INC.,MARA,WOLVERINE,3,,,,,,16 -MARATHON PETROLEUM CORPORATION,MPC,SIG,1,,,Y,Y,L-W,16 -MARINE PRODUCTS CORP,MPX,SUMO,3,,,,,,23 -MARINEMAX INC.,HZO,SIG,1,,,,,,11 -MARINUS PHARMACEUTICALS INC,MRNS,SIG,1,,,,Y,L,16 -MARKEL CORPORATION,MKL,SIG,1,,,,,,21 -MARKER THERAPEUTICS INC,MRKR,SIG,2,,,,,,17 -MARKET VECTORS BIOTECH ETF,BBH,SIG:RUT,3,,,,,E,34 -MARKET VECTORS PHARMACEUTICAL ETF,PPH,SUMO,1,,,,,E,12 -MARKETAXESS HLDGS INC,MKTX,SIG,2,,,,,,21 -MARRIOTT INT''L INC(NEW) CL A,MAR,BARCLAYS,1,,,,Y,L-W,15 -MARRIOTT VACATIONS WORLDWIDE,VAC,BARCLAYS,1,,,,,,14 -MARSH & MCLENNAN COS INC,MMC,SIG,1,,,,,,14 -MARTEN TRANSPORT LTD.,MRTN,SIG,3,,,,,,24 -MARTIN MARIETTA MATERIALS INC,MLM,SIG,1,,,,Y,L,26 -MARTIN MIDSTREAM PRTNRS LP,MMLP,SIG,1,,,,,,16 -MARVELL TECH GROUP LTD,MRVL,CITIGROUP,2,,,,Y,L-W,12 -MASCO CORP,MAS,MORGAN,1,,,,Y,L,15 -MASIMO CORP.,MASI,SIG,3,,,,,,23 -MASTEC INC.,MTZ,WOLVERINE,1,,,,Y,L,16 -MASTERCARD INCORPORATED CL A COM,MA,CITADEL,1,,,,Y,L-W,26 -MATADOR RESOURCES COMPANY,MTDR,CITADEL,3,,,,,,22 -MATCH GROUP INC.,MTCH,SIG,3,,,,Y,L,12 -MATERIALS SELECT SECTOR INDEX,SIXB,SIG:RUT,3,,,,,,34 -MATERION CORP.,MTRN,CITADEL,3,,,,,,21 -MATRIX SERVICE CO,MTRX,WOLVERINE,2,,,,,,24 -MATSON INC.,MATX,CITADEL,3,,,,,,11 -MATTEL INC,MAT,CITIGROUP,1,,,,Y,L-W,16 -MATTHEWS INTERNATIONAL CORP.,MATW,BARCLAYS,3,,,,,,24 -MAXAR TECHNOLOGIES LTD.,MAXR,CITADEL,1,,,,,,24 -MAXIM INTEGRATED PRODUCTS INC,MXIM,WOLVERINE,2,,,Y,,L,14 -MAXLINEAR INC,MXL,CITADEL,3,,,,,,13 -MAXWELL TECHNOLOGIES INC,MXWL,WOLVERINE,3,,,,,,21 -MBIA INC,MBI,MORGAN,2,,,,Y,L-W,16 -MC DERMOTT INTL,MDR,CITADEL,2,,,,Y,L,23 -MCCORMICK & CO INC. / MD,MKC,WOLVERINE,3,,,,,,12 -MCDONALDS CORP,MCD,SIG,3,,,Y,Y,L-W,13 -MCEWEN MINING INC.,MUX,SIG,2,,,,,,24 -MCKESSON CORPORATION,MCK,CITIGROUP,2,,,,Y,L-W,24 -MDC PARTNERS INC.,MDCA,SUMO,3,,,,,,23 -MDU RESOURCES GROUP INC,MDU,SUMO,1,,,,,,12 -MECHEL OAO,MTL,SIG,1,,,,,,15 -MEDALLION FINANCIAL CORP.,MFIN,SIG,2,,,,,,13 -MEDIADATA SOLUTIONS INC,MDSO,SIG,1,,,,,,26 -MEDICAL PROPERTIES TRUST INC,MPW,GROUP ONE,1,,,,,,17 -MEDICINES COMPANY (THE),MDCO,CITADEL,1,,,Y,Y,L,16 -MEDIFAST INC,MED,MORGAN,3,,,,,,26 -MEDLEY CAPITAL CORP,MCC,GROUP ONE,3,,,,,,17 -MEDNAX INC.,MD,BARCLAYS,2,,,,,,16 -MEDPACE HOLDINGS INC,MEDP,SIG,3,,,,,,11 -MEDTRONIC INC,MDT,SIG,2,,,Y,Y,L-W,21 -MEI PHARMA INC.,MEIP,GROUP ONE,3,,,,,,17 -MELCO RESORTS & ENTERTAINMENT,MLCO,SIG,1,,,,Y,L,15 -MELINTA THERAPEUTICES,MLNT,CITADEL,1,,,,,,21 -MELLANOX TECHS LTD,MLNX,SIG,3,,,Y,Y,L,16 -MERCADOLIBRE INC.,MELI,WOLVERINE,3,,,,Y,L,16 -MERCANTILE BANK CORP,MBWM,WOLVERINE,3,,,,,,14 -MERCER INTERNATIONAL INC.,MERC,CITADEL,2,,,,,,23 -MERCK & CO INC,MRK,WOLVERINE,1,,,Y,Y,L-W,15 -MERCURY SYSTEMS INC.,MRCY,WOLVERINE,1,,,,,,21 -MEREDITH CORP,MDP,WOLVERINE,3,,,,,,16 -MERIDIAN BIOSCIENCE INC,VIVO,SIG,1,,,,,,23 -MERIT MED SYS INC,MMSI,WOLVERINE,1,,,,,,12 -MERITAGE HOMES CORPORATION,MTH,SIG,3,,,,,,12 -MERITOR INC,MTOR,SIG,2,,,Y,,L,14 -MERK GOLD TRUST,OUNZ,SUMO,3,,,,,E,23 -MERRIMACK PHARMACEUTICALS INC,MACK,SIG,3,,,,,,16 -MESABI TR,MSB,GROUP ONE,3,,,,,,16 -METHANEX CORP (F),MEOH,GROUP ONE,1,,,,,,17 -METHODE ELECTRONICS INC.,MEI,WOLVERINE,1,,,,,,12 -METLIFE INC,MET,CITADEL,3,,,,Y,L-W,11 -MFA FINANCIAL INC.,MFA,CITADEL,1,,,,,,12 -MGE ENERGY INC,MGEE,SIG,2,,,,,,12 -MGIC INVESTMENT CORP,MTG,BARCLAYS,3,,,,Y,L,24 -MGM GROWTH PROPERTIES LLC,MGP,SIG,3,,,,,,22 -MGM RESORTS INTERNATIONAL,MGM,TWO SIGMA,3,,,,Y,L-W,22 -MGP INGREDIENTS INC,MGPI,CITADEL,3,,,,,,14 -MICHAEL COMPANIES INC.,MIK,CITADEL,3,,,,Y,L,14 -MICHAEL KORS HOLDINGS LTD,CPRI,MORGAN,2,,,,Y,L-W,24 -MICRO FOCUS INTERNATIONAL PLC,MFGP,WOLVERINE,1,,,,,,14 -MICROCHIP TECHNOLOGY INC,MCHP,TWO SIGMA,1,,,,Y,L,22 -MICRON TECHNOLOGY INC,MU,SIG,1,,,Y,Y,L-W,23 -MICROSOFT CORP,MSFT,SIG,1,,,Y,Y,L-W,26 -MICROSTRATEGY INC CL A NEW,MSTR,SIG,1,,,,,,11 -MICROVISION INC (WASH),MVIS,WOLVERINE,2,,,,,,15 -MID AMERICA APT COMM INC.,MAA,WOLVERINE,3,,,,,,21 -MIDDLEBY CORP,MIDD,BARCLAYS,3,,,,,,11 -MIDSTATES PETROLEUM CO INC,MPO,WOLVERINE,1,,,,,,14 -MILACRON HOLDINGS CORP,MCRN,SUMO,3,,,,,,24 -MIMECAST LTD,MIME,SIG,2,,,,,,12 -MIMEDX GROUP INC,MDXG,GROUP ONE,3,,,,Y,L,17 -MINERAL TECH INC.,MTX,SIG,2,,,,,,26 -MINERVA NEUROSCIENCES INC.,NERV,SIG,1,,,,,,24 -MIRATI THERAPEUTICS INC,MRTX,SIG,3,,,,Y,L,21 -MISTRAS GROUP INC,MG,WOLVERINE,2,,,,,,14 -MITCHAM INDUSTRIES,MIND,WOLVERINE,3,,,,,,14 -MITEK SYSTEMS INC,MITK,SIG,1,,,,,,24 -MITSUBISHI UFJ FINANCIAL GROUP INC,MUFG,CITADEL,2,,,,,,14 -MIZUHO FINANCIAL GROUP INC,MFG,WOLVERINE,1,,,,,,14 -MKS INSTRUMENTS INC,MKSI,BARCLAYS,1,,,,,,14 -MOBILE TELESYSTEMS OJSC ADS (EA REP,MBT,CITADEL,3,,,,,,16 -MOBILELRON INC.,MOBL,WOLVERINE,1,,,,,,12 -MODEL N INC,MODN,CITADEL,2,,,,,,26 -MODERNA INC.,MRNA,GROUP ONE,1,,,,,,17 -MOELIS & COMPANY,MC,CITADEL,1,,,,,,21 -MOHAWK INDUSTRIES INC,MHK,BARCLAYS,2,,,Y,Y,L,11 -MOLINA HEALTHCARE INC.,MOH,CITADEL,3,,,,,,24 -MOLSON COORS BREWING CO,TAP,SIG,1,,,,Y,L-W,14 -MOMENTA PHARMACEUTICALS INC,MNTA,SIG,3,,,,,,14 -MOMO INC.,MOMO,MORGAN,1,,,,Y,L-W,14 -MONARCH CASINO & RESORT INC,MCRI,SIG,3,,,,,,23 -MONDELEZ INTERNATIONAL INC.,MDLZ,SIG,3,,,,Y,L-W,13 -MONEYGRAM INTERNATONAL INC,MGI,CITADEL,2,,,,,,11 -MONGODB INC,MDB,CITADEL,2,,,,Y,L,12 -MONOLITHIC POWER SYSTEM INC.,MPWR,SIG,3,,,,,,23 -MONOTYPE IMAGING,TYPE,SUMO,2,,,,,,16 -MONRO MUFFLER BRAKE INC,MNRO,BARCLAYS,1,,,,,,15 -MONROE CAPITAL CORP,MRCC,WOLVERINE,3,,,,,,14 -MONSTER BEVERAGE CORPORATION,MNST,SIG,3,,,,Y,L-W,16 -MOODY''S CORPORATION,MCO,WOLVERINE,2,,,,,,21 -MORGAN STANLEY,MS,SIG,1,,,Y,Y,L-W,12 -MORGAN STANLEY A SHR FUND,CAF,SUMO,2,,,,,,14 -MORNINGSTAR INC COM,MORN,CITADEL,3,,,,,,13 -MOSAIC COMPANY,MOS,BARCLAYS,3,,,,Y,L-W,26 -MOTORCAR PARTS OF AMERICA INC.,MPAA,SUMO,3,,,,,,14 -MOTOROLA SOLUTIONS INC.,MSI,WOLVERINE,1,,,,,,26 -MOVADO GROUP INC,MOV,WOLVERINE,3,,,,,,15 -MPANHIA ENERGETICA DE MINAS GERAIS-CEMIG,CIG,SIG,3,,,,,,23 -MPLX LP,MPLX,SIG,3,,,,Y,L,12 -MRC GLOBAL INC.,MRC,WOLVERINE,3,,,,,,14 -MSC INDUSTRIAL DIRECT CO CL-A,MSM,CITADEL,3,,,,,,13 -MSCI CHINA COMMUNICATION SERVICES ETF,CHIC,SUMO,3,,,,,E,21 -MSCI EAFE INDEX,MXEA,SIG:RUT,2,,,,,W,34 -MSCI EMERGING MARKETS INDEX,MXEF,SIG:RUT,2,,,,,W,34 -MSCI INC,MSCI,SIG,3,,,,,,26 -MURPHY OIL CORPORATION,MUR,SIG,1,,,,,,23 -MURPHY USA INC.,MUSA,SIG,1,,,,,,23 -MUSTANG BIO INC,MBIO,GROUP ONE,3,,,,,,17 -MV OIL TRUST,MVO,GROUP ONE,2,,,,,,24 -MYERS INDS INC,MYE,GROUP ONE,3,,,,,,16 -MYLAN INC.,MYL,CITIGROUP,1,,,,Y,L-W,23 -MYOKARDIA INC,MYOK,SIG,3,,,,,,26 -MYR GROUP INC COM STK (DE),MYRG,WOLVERINE,1,,,,,,15 -MYRIAD GENETICS INC,MYGN,SIG,2,,,,,,12 -NABORS INDS LTD (NEW) BERMUDA,NBR,WOLVERINE,3,,,,Y,L-W,16 -NABRIVA THERAPEUTICS PLC,NBRV,GROUP ONE,1,,,,,,17 -NAM TAI PROPERTY INC.,NTP,SIG,3,,,,,,11 -NANOMETRICS INC,NANO,BARCLAYS,3,,,,,,24 -NANOSTRING TECHNOLOGIES INC,NSTG,SIG,1,,,,,,21 -NANTHEALTH INC.,NH,SIG,3,,,,,,12 -NANTKWEST INC.,NK,MORGAN,1,,,,,,23 -NAPCO SECURITY TECHNOLOGIES INC,NSSC,GROUP ONE,3,,,,,,17 -NASDAQ OMX GROUP INC.,NDAQ,SIG,3,,,,,,17 -NATERA INC.,NTRA,WOLVERINE,1,,,,,,13 -NATIONAL BANK HOLDINGS CORPORATION,NBHC,SIG,1,,,,,,15 -NATIONAL BEVERAGE CORP,FIZZ,WOLVERINE,1,,,,,,24 -NATIONAL CINEMEDIA INC.,NCMI,CITADEL,3,,,,,,13 -NATIONAL FUEL GAS CO N.J.,NFG,GROUP ONE,1,,,,,,24 -NATIONAL GRID PLC,NGG,SIG,3,,,,,,13 -NATIONAL HEALTHCARE CORPORATION,NHC,SIG,2,,,,,,16 -NATIONAL OILWELL VARCO INC.,NOV,CITADEL,2,,,,Y,L-W,12 -NATIONAL RERAIL PROPERTIES INC,NNN,BARCLAYS,3,,,,,,13 -NATIONAL STORAGE AFFILIATES TRUST,NSA,CITADEL,1,,,,,,12 -NATIONAL VISION HOLDINGS INC,EYE,WOLVERINE,2,,,,,,14 -NATURAL GAS SERVICES GROUP,NGS,WOLVERINE,1,,,,,,23 -NATURAL HEALTH TRENDS CORP,NHTC,SUMO,1,,,,,,15 -NATURAL RES PARTNERS L P,NRP,CITADEL,1,,,,,,26 -NAUTILUS INC.,NLS,WOLVERINE,1,,,,,,15 -NAVIDEA BIOPHARMACEUTICALS INC,NAVB,WOLVERINE,1,,,,,,14 -NAVIENT CORPORATION,NAVI,CITIGROUP,1,,,,,,13 -NAVIGANT CONSULTING INC,NCI,CITADEL,1,,,,,,16 -NAVIGATOR HOLDINGS LTD,NVGS,MORGAN,3,,,,,,17 -NAVIOS MARITIME HOLDINGS INC.,NM,WOLVERINE,3,,,,,,14 -NAVIOS MARITIME MIDSTREAM PARTNERS LP,NNA,WOLVERINE,2,,,,,,21 -NAVIOS MARITIME PARTNERS L.P,NMM,GROUP ONE,3,,,,,,17 -NAVISTAR INTERNATIONAL INC.,NAV,SIG,1,,,,Y,L-W,12 -NCI BUILDING SYSTEMS INC,NCS,GROUP ONE,3,,,,,,23 -NCR CORPORATION,NCR,CITADEL,1,,,,,,21 -NEKTAR THERAPEUTICS,NKTR,BARCLAYS,2,,,,Y,L-W,24 -NELNET INC,NNI,WOLVERINE,3,,,,,,24 -NEOGENOMICS INC,NEO,GROUP ONE,2,,,,,,17 -NEOPHOTONICS CORP,NPTN,GROUP ONE,2,,,,,,17 -NEOS THERAPEUTICS INC,NEOS,GROUP ONE,2,,,,,,17 -NEPTUNE TECH & BIORESOURCE,NEPT,CITADEL,2,,,,Y,L,25 -NET 1 UEPS TECHNOLOGIES INC. NEW,UEPS,SIG,1,,,,,,23 -NETAPP INC,NTAP,BARCLAYS,3,,,,Y,L-W,26 -NETEASE INC,NTES,SIG,3,,,,Y,L-W,11 -NETFLIX COM INC,NFLX,SIG,3,,,Y,Y,L-W,16 -NETGEAR INC,NTGR,CITADEL,3,,,,,,16 -NETLIST INC,NLST,GROUP ONE,2,,,,,,26 -NETSCOUT SYSTEMS INC,NTCT,BARCLAYS,3,,,,,,26 -NETSOL TECHNOLOGIES INC,NTWK,WOLVERINE,1,,,,,,13 -NEURALSTEM INC,CUR,GROUP ONE,2,,,,,,17 -NEUROCRINE BIOSCIENCES INC,NBIX,SIG,2,,,,,,23 -NEVRO CORPORATION,NVRO,CITADEL,2,,,,,,24 -NEW AGE BEVERAGES CORP,NBEV,WOLVERINE,3,,,,Y,L-W,14 -NEW GOLD INC.,NGD,BARCLAYS,2,,,,,,13 -NEW INVESTORS BANCORP INC,ISBC,WOLVERINE,3,,,,,,26 -NEW MEDIA INVESTMENT GROUP INC.,NEWM,SUMO,1,,,,,,11 -NEW ORIENTAL EDUCATION & TECH GRP I,EDU,CITADEL,1,,,,Y,L,11 -NEW RELIC INC.,NEWR,SIG,3,,,,,,13 -NEW RESIDENTIAL INVESTMENT CORP.,NRZ,MORGAN,2,,,,,,24 -NEW SENIOR INVESTMENT GROUP INC.,SNR,SUMO,2,,,,,,13 -NEW YORK COMM BANCORP INC,NYCB,SIG,1,,,,Y,L,15 -NEW YORK MORTGAGE TR INC NEW,NYMT,WOLVERINE,1,,,,,,14 -NEW YORK TIMES CO(THE)CL A,NYT,CITADEL,1,,,,Y,L,26 -NEWELL BRANDS INC,NWL,SIG,3,,,,Y,L,16 -NEWLINK GENETICS CORPORATION,NLNK,MORGAN,1,,,,,,17 -NEWMARK GROUP INC,NMRK,SIG,3,,,,,,11 -NEWMARKET COPR (HOLDING COMPANY),NEU,BARCLAYS,3,,,,,,23 -NEWMONT MINING CORP (HOLDING COMPAN,NEM,SIG,3,,,Y,Y,L-W,12 -NEWPARK RESOURCES INC,NR,SUMO,3,,,,,,23 -NEWS CORPORATION,NWSA,SIG,1,,,,,,14 -NEWTEK BUSINESS SERVICES CORP,NEWT,WOLVERINE,3,,,,,,14 -NEXPOINT RESIDENTIAL TRUST INC.,NXRT,SUMO,2,,,,,,12 -NEXSTAR BROADCASTING GRP INC CL A,NXST,SIG,2,,,,Y,L,17 -NEXTERA ENERGY PARTNERS LP,NEP,GROUP ONE,1,,,,,,17 -NEXTERA ENERGY INC.,NEE,WOLVERINE,3,,,,Y,L,15 -NEXTGEN HEALTHCARE INC,NXGN,CITADEL,3,,,,,,24 -NGL ENERGY PARTNERS LP,NGL,WOLVERINE,1,,,,,,15 -NIC INC.,EGOV,WOLVERINE,1,,,,,,24 -NICE-SYSTEMS LTD SPONS ADR,NICE,BARCLAYS,2,,,,,,24 -NIELSEN N.V.,NLSN,SIG,2,,,,Y,L,24 -NII HOLDINGS INC,NIHD,WOLVERINE,3,,,,,,14 -NIKE INC CL-B,NKE,CITIGROUP,1,,,Y,Y,L-W,12 -NIO INC,NIO,CITADEL,2,,,,Y,L-W,25 -NISOURCE INC (HOLDING CO),NI,GROUP ONE,1,,,,,,17 -NLIGHT INC,LASR,CITADEL,3,,,,,,15 -NMI HOLDINGS INC.,NMIH,SIG,3,,,,,,23 -NN INC,NNBR,SUMO,3,,,,,,11 -NOAH HOLDINGS LTD,NOAH,SIG,3,,,,,,15 -NOBILIS HEALTH CORPORATION,HLTH,GROUP ONE,3,,,,,,17 -NOBLE CORPORATION PLC,NE,SIG,3,,,,Y,L-W,24 -NOBLE ENERGY INC,NBL,SIG,2,,,,Y,L,13 -NOBLE MIDSTREAM PARTNERS LP,NBLX,CITADEL,2,,,,,,16 -NOKIA CORP ADS (REP 1 SHARE),NOK,SIG,1,,,,Y,L-W,12 -NOMAD FOODS LTD,NOMD,SIG,2,,,,,,25 -NOMURA HLDGS ADS ( 1 SH COM),NMR,WOLVERINE,1,,,,,,14 -NOODLES & CO.,NDLS,SIG,2,,,,,,12 -NORDIC AMERICAN OFFSHORE LTD.,NAO,SUMO,2,,,,,,12 -NORDIC AMERICAN TANKER SHPG LT,NAT,GROUP ONE,1,,,,,,17 -NORDSON CORP.,NDSN,SIG,3,,,,,,15 -NORDSTROM,JWN,SIG,1,,,,Y,L-W,11 -NORFOLK SOUTHERN CORP,NSC,CITIGROUP,3,,,Y,Y,L-W,16 -NORTH AMERICAN ENERGY PARTNERS INC.,NOA,WOLVERINE,2,,,,,,16 -NORTHERN DYNASTY MINERALS LTD.,NAK,SIG,2,,,,,,26 -NORTHERN OIL & GAS INC,NOG,GROUP ONE,3,,,,Y,L,17 -NORTHERN TRUST CORP,NTRS,BARCLAYS,1,,,,,,25 -NORTHFIELD BANCORP INC,NFBK,WOLVERINE,3,,,,,,23 -NORTHROP GRUMMAN CP (HLDG CO),NOC,CITADEL,2,,,,Y,L-W,25 -NORTHWEST PIPE CO,NWPX,WOLVERINE,3,,,,,,13 -NORTHWESTERN CORP,NWE,SIG,3,,,,,,26 -NORWEIGIAN CRUISE LINE HOLDING LTD,NCLH,WOLVERINE,3,,,,Y,L,24 -NOVA MEASURING INSTRUMENTS,NVMI,WOLVERINE,2,,,,,,11 -NOVAGOLD RESOURCES INC(NEW),NG,SIG,3,,,,,,13 -NOVANTA INC.,NOVT,SUMO,2,,,,,,13 -NOVARTIS AG ADS(1 REG SH),NVS,SIG,1,,,,Y,L,17 -NOVAVAX INC,NVAX,CITADEL,1,,,,,,12 -NOVELION THERAPEUTICS INC.,NVLN,SIG,3,,,,,,26 -NOVO NORDISK A S,NVO,MORGAN,3,,,,Y,L,17 -NOVOCURE LIMITED,NVCR,SIG,3,,,,,,24 -NOW INC.,DNOW,CITADEL,2,,,,,,14 -NRG ENERGY INC,NRG,BARCLAYS,3,,,,Y,L-W,14 -NU SKIN ENTERPRISES INC CL-A,NUS,WOLVERINE,3,,,,,,16 -NUANCE COMMUNICATIONS INC,NUAN,BARCLAYS,1,,,,Y,L,15 -NUCOR CORP,NUE,SIG,1,,,,Y,L-W,11 -NUSTAR ENERGY L.P.,NS,WOLVERINE,3,,,,,,12 -NUTANIX INC.,NTNX,SIG,1,,,,Y,L-W,15 -NUTRIEN LTD.,NTR,CITADEL,3,,,,Y,L-W,16 -NUVASIVE INC,NUVA,SIG,3,,,,,,11 -NV5 HLDGS INC,NVEE,CITADEL,2,,,,,,23 -NVENT ELECTRIC PLC,PS,CITADEL,1,,,,,,16 -NVENT ELECTRIC PLC,NVT,SIG,2,,,,,,25 -NVIDIA CORP,NVDA,BARCLAYS,3,,,Y,Y,L-W,23 -NXP SEMICONDUCTOR N.V,NXPI,SIG,1,,,Y,Y,L-W,13 -NXT-ID INC,NXTD,GROUP ONE,1,,,,,,22 -NYMOX PHARMACEUTICAL CORP,NYMX,GROUP ONE,2,,,,,,17 -O''REILLY AUTOMOTIVE INC,ORLY,WOLVERINE,2,,,,,,15 -O''SHARES FTSE US QUALITY DIVIDEND ETF,OUSA,SUMO,1,,,,,E,21 -OAKTREE CAPITAL GROUP LLC,OAK,MORGAN,1,,,,,,14 -OAKTREE SPECIALTY LENDING CORPORATION,OCSL,WOLVERINE,2,,,,,,14 -OASIS PETROLEUM INC NEW,OAS,MORGAN,2,,,,Y,L,17 -OBSIDIAN ENERGY LTD.,OBE,SIG,3,,,,,,26 -OCCIDENTAL PETROLEUM CORP,OXY,BARCLAYS,2,,,,Y,L-W,25 -OCEAN FIRST FINANCIAL CORP,OCFC,GROUP ONE,3,,,,,,14 -OCEANEERING INTL INC,OII,CITADEL,1,,,,,,14 -OCH-ZIFF CAPITAL MANAGEMENT GROUP,OZM,SIG,3,,,,,,26 -OCULAR THERAPEUTIX INC.,OCUL,CITADEL,3,,,,,,14 -OCWEN FINANCIAL CORPORATION (NEW),OCN,GROUP ONE,1,,,,Y,L,17 -ODYSSEY MARINE EXPLORATION INC,OMEX,MORGAN,3,,,,,,17 -OFFICE DEPOT INC,ODP,TWO SIGMA,1,,,,Y,L,22 -OFG BANCORP,OFG,WOLVERINE,2,,,,,,21 -OGE ENERGY CORP (HOLDING CO.),OGE,WOLVERINE,3,,,,,,11 -OHR PHARMACEUTICAL INC,OHRP,GROUP ONE,1,,,,,,17 -OIL STATES INTL INC,OIS,SIG,3,,,,,,12 -OKTA INC,OKTA,SIG,2,,,,Y,L-W,25 -OLD DOMINION FREIGHT LINES INC,ODFL,SIG,1,,,,,,21 -OLD NATIONAL BANCORP,ONB,BARCLAYS,3,,,,,,26 -OLD REPUBLIC INTL CORP,ORI,WOLVERINE,1,,,,,,11 -OLIN CORP NEW,OLN,TWO SIGMA,2,,,,,W,22 -OLLIE''S BARGAIN OUTLET HOLDINGS INC.,OLLI,CITADEL,1,,,,Y,L,14 -OLYMPIC STEEL INC,ZEUS,BARCLAYS,1,,,,,,15 -OMEGA HEALTHCARE INVS INC,OHI,SIG,3,,,,Y,L,26 -OMEROS CORPORATION,OMER,CITADEL,2,,,,,,22 -OMNICOM GROUP INC,OMC,SIG,1,,,,Y,L,24 -OMNOVA SOLUTIONS INC,OMN,WOLVERINE,2,,,,,,21 -ON ASSIGNMENT INC.,ASGN,WOLVERINE,3,,,,,,15 -ON DECK CAPITAL INC,ONDK,CITADEL,2,,,,,,13 -ON SEMICONDUCTOR CORP,ON,WOLVERINE,1,,,,Y,L,24 -ONCOCYTE CORP,OCX,GROUP ONE,2,,,,,,17 -ONCOMED PHARMACEUTICALS INC,MREO,CITADEL,3,,,,,,12 -ONE GAS INC.,OGS,WOLVERINE,1,,,,,,24 -ONE SPAN INC,OSPN,BARCLAYS,3,,,,,,21 -ONEMAIN HOLDINGS INC.,OMF,CITADEL,2,,,,,,16 -ONEOK INC (NEW),OKE,SIG,1,,,,Y,L-W,15 -OOMA INC.,OOMA,WOLVERINE,1,,,,,,12 -OPEN TEXT CORP,OTEX,SIG,2,,,,,,12 -OPKO HEALTH INC.,OPK,GROUP ONE,3,,,,Y,L-W,17 -OPPENHEIMER HOLDINGS INC,OPY,SIG,3,,,,,,21 -ORACLE CORPORATION,ORCL,CITADEL,3,,,Y,Y,L-W,25 -ORAMED PHARMACEUTICALS INC,ORMP,GROUP ONE,2,,,,,,17 -ORANGE,ORAN,GROUP ONE,2,,,,,,17 -ORASURE TECHNOLOGIES INC,OSUR,CITADEL,1,,,,,,21 -ORBCOMM INC,ORBC,SUMO,3,,,,,,26 -ORCHID ISLAND CAPITAL INC,ORC,WOLVERINE,1,,,,,,16 -ORCHIDS PAPER PRODUCTS CO COM,TISUQ,SIG,3,,,,Y,L,25 -ORGANOVO HOLDINGS INC.,ONVO,CITADEL,2,,,,,,12 -ORION ENERGY SYSTEMS INC,OESX,SIG,2,,,,,,12 -ORION MARINE GROUP INC,ORN,SUMO,3,,,,,,13 -ORITANI FINANCIAL CORP,ORIT,WOLVERINE,1,,,,,,21 -ORMAT TECHNOLOGIES INC.,ORA,SIG,3,,,,,,11 -ORTHOFIX INTL N V,OFIX,SIG,2,,,,,,16 -OSHKOSH CORPORATION,OSK,MORGAN,1,,,,,,11 -OSI SYSTEMS INC,OSIS,CITADEL,1,,,,,,15 -OSISKO GOLD ROYALTIES LIMITED,OR,GROUP ONE,1,,,,,,17 -OTONOMY INC.,OTIC,CITADEL,3,,,,,,13 -OUTFRONT MEDIA INC.,OUT,MORGAN,3,,,,,,16 -OVERSEAS SHIPHOLDING GROUP INC,OSG,GROUP ONE,1,,,,,,17 -OVERSTOCK COM INC DEL,OSTK,CITADEL,3,,,,Y,L-W,25 -OWENS CORNING INC.,OC,CITIGROUP,2,,,,Y,L,14 -OWENS-ILLINOIS INC,OI,CITADEL,2,,,,,,14 -OXFORD INDUSTRIES INC.,OXM,SIG,1,,,,,,26 -OXFORD SQUARE CAPITAL CORP.,OXSQ,WOLVERINE,2,,,,,,21 -P OIL & GAS EXPLORATION & PRODUCTION ETF,XOP,CITADEL,3,,,,Y,E-L-W,26 -PACCAR INC,PCAR,SIG,2,,,,,,13 -PACER TRENDPILOT US LARGE CAP ETF,PTLC,SUMO,3,,,,,E,17 -PACIFIC BIOSCIENCES OF CALIFORNIA INC,PACB,GROUP ONE,3,,,,,,17 -PACIFIC COAST OIL TRUST,ROYT,SIG,3,,,,,,16 -PACIFIC ETHANOL INC.,PEIX,GROUP ONE,1,,,,,,17 -PACIRA PHARMACEUTICALS INC,PCRX,SIG,2,,,,,,26 -PACKAGING CORP OF AMERICA,PKG,TWO SIGMA,1,,,,,,22 -PACWEST BANCORP.,PACW,SIG,3,,,,,,24 -PAGSEGURO DIGITAL LTD,PAGS,SIG,2,,,,Y,L,21 -PALO ALTO NETWORKS INC.,PANW,SIG,3,,,,Y,L-W,15 -PAMPA ENERGIA SA,PAM,WOLVERINE,3,,,,,,14 -PAN AMERICAN SILVER CORP,PAAS,TWO SIGMA,1,,,,Y,L,22 -PANHANDLE OIL & GAS INC.,PHX,WOLVERINE,2,,,,,,15 -PAPA JOHNS INTL INC,PZZA,BARCLAYS,1,,,,Y,L-W,26 -PAR PETROLEUM CORPORATION,PARR,WOLVERINE,3,,,,,,13 -PARATEK PHARMACEUTICALS INC.,PRTK,CITADEL,3,,,,,,25 -PARETEUM CORP,TEUM,CITADEL,1,,,,,,17 -PARK CITY GROUP INC,PCYG,WOLVERINE,3,,,,,,15 -PARK HOTELS & RESORTS INC.,PK,MORGAN,1,,,,,,12 -PARK NATIONAL CORP.,PRK,SIG,3,,,,,,13 -PARKER DRILLING COMPANY,PKD,GROUP ONE,1,,,,,,12 -PARKER-HANNIFIN CORP,PH,BARCLAYS,2,,,,,,25 -PARSLEY ENERGY INC.,PE,SIG,3,,,,Y,L,23 -PARTY CITY HOLDCO INC.,PRTY,CITADEL,1,,,,,,23 -PATRICK INDUSTRIES INC,PATK,SIG,2,,,,,,14 -PATTERN ENERGY GROUP INC,PEGI,CITADEL,3,,,,Y,L,15 -PATTERSON COMPANIES INC,PDCO,SIG,1,,,,Y,L,11 -PATTERSON-UTI ENERGY INC,PTEN,CITADEL,2,,,,,,14 -PAYCHEX INC,PAYX,CITADEL,3,,,,Y,L,12 -PAYCOM SOFTWARE INC.,PAYC,CITADEL,2,,,,Y,L,13 -PAYLOCITY HOLDING CORPORATION,PCTY,SIG,2,,,,,,11 -PAYPAL HOLDINGS INC.,PYPL,CITADEL,1,,,Y,Y,L-W,26 -PAYSIGN INC.,PAYS,SUMO,3,,,,,,25 -PBF ENERGY INC.,PBF,SIG,3,,,,,,12 -PBF LOGISTICS LP,PBFX,SIG,1,,,,,,16 -PCSB FINANCIAL CORP,PCSB,SIG,3,,,,,,21 -PDC ENERGY INC,PDCE,CITADEL,1,,,,,,12 -PDF SOLUTIONS INC,PDFS,WOLVERINE,2,,,,,,26 -PDL BIOPHARMA INC,PDLI,SIG,2,,,,,,24 -PDS BIOTECHNOLOGY CORPORATION,PDSB,SIG,3,,,,,,22 -PEABODY ENERGY CORPORATION,BTU,SIG,1,,,,,,12 -PEAK RESORTS INC,SKIS,WOLVERINE,3,,,,,,14 -PEARSON PLC,PSO,SUMO,3,,,,,,14 -PEBBLEBROOK HOTEL TRUST,PEB,SIG,3,,,,,,14 -PEENYMAC MTG INVST TR,PMT,WOLVERINE,1,,,,,,14 -PEGASYSTEMS INC,PEGA,SIG,3,,,,,,12 -PEMBINA PIPELINE CORP.,PBA,GROUP ONE,2,,,,,,26 -PENN NATL GAMING INC,PENN,SIG,1,,,,Y,L,23 -PENN VIRGINIA CORP,PVAC,WOLVERINE,1,,,,,,14 -PENN VIRGINIA GP HLDNG L.P.,PVG,GROUP ONE,3,,,,Y,L,17 -PENNANT INVESTMENT GROUP,PNNT,WOLVERINE,3,,,,,,14 -PENNEY J.C. CO INC (HOLDING COMPANY,JCP,SIG,2,,,,Y,L-W,11 -PENSKE AUTOMOTIVE GROUP INC.,PAG,BARCLAYS,2,,,,,,13 -PENTAIR LTD.,PNR,WOLVERINE,2,,,,,,21 -PENUMBRA INC,PEN,SIG,1,,,,,,22 -PEOPLE''S UNITED FINANCIAL INC.,PBCT,BARCLAYS,2,,,,,,12 -PEPSICO INC,PEP,SIG,1,,,Y,Y,L-W,16 -PERCEPTRON INC,PRCP,WOLVERINE,1,,,,,,11 -PERFICIENT INC,PRFT,WOLVERINE,1,,,,,,21 -PERFORMANCE FOOD GROUP CO,PFGC,WOLVERINE,3,,,,,,15 -PERFORMANT FINANCIAL CORPORATION,PFMT,WOLVERINE,1,,,,,,26 -PERION NETWORK LTD.,PERI,SIG,1,,,,,,14 -PERITUS HIGH YIELD ETF,HYLD,WOLVERINE,1,,,,,E,40 -PERKINELMER INC,PKI,SIG,3,,,,,,26 -PERMIAN BASIN RTY TR UNIT BEN INT,PBT,CITADEL,3,,,,,,14 -PERMIANVILLE ROYALTY TRUST,PVL,WOLVERINE,1,,,,,,14 -PERNIX THERAPEUTICS HOLDINGS INC.,PTXTQ,GROUP ONE,2,,,,,,17 -PERRIGO CO PLC,PRGO,WOLVERINE,2,,,,Y,L-W,14 -PERSPECTA INC,PRSP,SIG,3,,,,,,26 -PETIQ INC,PETQ,WOLVERINE,1,,,,,,14 -PETMED EXPRESS INC,PETS,GROUP ONE,3,,,,,,16 -PETRO BRAS SA PETROBAS ADS (EA REPT,PBR,MORGAN,1,,,,Y,L-W,16 -PETROCHINA CO LTD ADS(RP100 H,PTR,BARCLAYS,3,,,,,,16 -PETROLEO BRASILEIRO SA PETRO ADS,PBRA,MORGAN,3,,,,,,23 -PFIZER INC,PFE,SIG,3,,,Y,Y,L-W,13 -PG&E CORPORATION (HOLDING CO.),PCG,BARCLAYS,3,,,,Y,L-W,25 -PGT INC,PGTI,WOLVERINE,2,,,,,,13 -PH GLATFELTER CO,GLT,SUMO,1,,,,,,13 -PHILIP MORRIS INTERNATIONAL INC.,PM,SIG,3,,,Y,Y,L-W,15 -PHILLIPS 66,PSX,SIG,2,,,Y,Y,L-W,14 -PHILLIPS 66 PARTNERS LP,PSXP,SIG,3,,,,,,12 -PHOENIX NEW MEDIA LTD,FENG,WOLVERINE,1,,,,,,21 -PHYSICIANSREALTY TRUST,DOC,WOLVERINE,1,,,,,,24 -PICO HOLDING INC.,PICO,GROUP ONE,1,,,,,,12 -PIEDMONT OFFICE REALTY TR INC,PDM,WOLVERINE,3,,,,,,11 -PIER 1 IMPORTS INC (DEL),PIR,WOLVERINE,3,,,,,,14 -PILGRIM''S PRIDE CORP COM,PPC,CITADEL,3,,,,Y,L,15 -PIMCO 0-5 YEAR HIGH YIELD CORPORATE BOND,HYS,SIG:RUT,3,,,,,E,34 -PIMCO 15+ YEAR U.S. TIPS INDEX,LTPZ,SIG:RUT,3,,,,,E,34 -PIMCO 25+ YEAR ZERO COUPON U.S,ZROZ,SIG:RUT,3,,,,,E,34 -PIMCO ACTIVE BOND ETF,BOND,WOLVERINE,2,,,,,E,14 -PIMCO INTERMED MUNI BOND STRAT FUND,MUNI,SIG:RUT,3,,,,,E,34 -PINDUODUO INC,PDD,SIG,1,,,,Y,L,26 -PINNACLE FINANCIAL PART INC,PNFP,WOLVERINE,2,,,,,,16 -PINTEREST INC.,PINS,MORGAN,2,,,,Y,L-W,26 -PIONEER ENERGY SERVICES CORP.,PES,CITADEL,3,,,,,,12 -PIONEER NAT RES CO,PXD,BARCLAYS,3,,,,Y,L-W,11 -PIPER JAFFRAY COMPANIES,PJC,CITADEL,3,,,,,,15 -PITNEY-BOWES INC,PBI,SIG,1,,,,Y,L,12 -PIVOTAL SOFTWARE INC,PVTL,GROUP ONE,3,,,,Y,L,17 -PIXELWORKS INC,PXLW,WOLVERINE,2,,,,,,23 -PJT PARTNERS INC.,PJT,WOLVERINE,3,,,,,,15 -PLAINS ALL AMERICAN PIPELINE L.P.,PAA,SIG,2,,,,Y,L-W,21 -PLAINS GP HOLDINGS LP,PAGP,SIG,2,,,,Y,L,13 -PLANET FITNESS INC.,PLNT,MORGAN,2,,,,Y,L,26 -PLANTRONICS INC,PLT,CITADEL,2,,,,,,24 -PLEXUS CORP,PLXS,WOLVERINE,3,,,,,,24 -PLUG POWER INC,PLUG,MORGAN,3,,,,Y,L-W,14 -PLURISTEM THERAPEUTICS INC,PSTI,CITADEL,3,,,,,,26 -PNC FINL SVCS GRP INC(THE),PNC,CITADEL,2,,,,Y,L-W,15 -PNM RESOURCES (HOLDING CO),PNM,WOLVERINE,2,,,,,,12 -POINT BRIDGE GOP STOCK TRACKER ETF,MAGA,SUMO,1,,,,,E,24 -POINTS INTERNATIONAL LTD,PCOM,SIG,1,,,,,,11 -POLARIS INDUSTRIES INC.,PII,BARCLAYS,3,,,,Y,L,25 -POLARITYTE INC,PTE,GROUP ONE,2,,,,Y,L,17 -POLYONE CORPORATION,POL,WOLVERINE,3,,,,,,12 -POOL CORPORATION COM STK,POOL,BARCLAYS,1,,,,,,13 -POPULAR INC,BPOP,BARCLAYS,1,,,,,,24 -PORTLAND GENERAL ELECTRIC CO NEW CO,POR,CITADEL,3,,,,,,13 -PORTMAN RIDGE FINANCE CORPORATION,PTMN,WOLVERINE,1,,,,,,11 -PORTOLA PHARMACEUTICALS INC,PTLA,SIG,3,,,,Y,L,24 -POSCO ADS ( 1/4 COM STK),PKX,SIG,2,,,,,,16 -POST HOLDINGS INC.,POST,SIG,3,,,,,,24 -POTBELLY CORPORATION,PBPB,MORGAN,1,,,,,,12 -POWER INTAGRATIONS INC,POWI,WOLVERINE,1,,,,,,26 -POWER SHARES DB US DOLLAR BULLISH FUND,UUP,CITADEL,3,,,,Y,E-L-W,34 -POWER SHARES INDIA PORTFOLIO,PIN,CITADEL,3,,,,,E,14 -POWER SHARES INTL DIV ACH,PID,WOLVERINE,3,,,,,E,40 -POWERSH CEF INCOME COMP PTF,PCEF,WOLVERINE,3,,,,,E,40 -POWERSH HIGH YLD CORP BD,PHB,CITADEL,1,,,,,E,11 -POWERSHARE HIGH YIELD EQTY DIV ACHI,PEY,SUMO,2,,,,,E,16 -POWERSHARES BUYBACK ACH,PKW,SIG:RUT,2,,,,,E,34 -POWERSHARES DB AGRICULTURE FUND,DBA,CITADEL,1,,,,,E,11 -POWERSHARES DB BASE METALS FUND,DBB,SIG:RUT,1,,,,,E,34 -POWERSHARES DB COMMODITY INDEX TRAC,DBC,SIG:RUT,1,,,,,E,34 -POWERSHARES DB G10 CURRENCY HARVEST FUND,DBV,SIG:RUT,3,,,,,E,34 -POWERSHARES DB GOLD FUND,DGL,SIG:RUT,1,,,,,E,34 -POWERSHARES DB OIL FUND,DBO,CITADEL,1,,,,,E,14 -POWERSHARES DB SILVER FUND,DBS,SIG:RUT,1,,,,,E,34 -POWERSHARES DB US DOLLAR INDEX BEARISH F,UDN,CITADEL,3,,,,,E,11 -POWERSHARES DWA MOMENTUM PORTFOLIO,PDP,SUMO,1,,,,,E,15 -POWERSHARES DYNAMIC OIL & GAS SERV.,PXJ,SIG:RUT,3,,,,,E,34 -POWERSHARES DYNAMIC PHARMACEUTICALS PORT,PJP,SIG:RUT,2,,,,,E,34 -POWERSHARES FTSE RAFI EMERGING MARKETS P,PXH,SUMO,2,,,,,E,24 -POWERSHARES FTSE RAFI US 1000 PORTFOLIO,PRF,SIG:RUT,3,,,,,E,34 -POWERSHARES FTSE RAFI US 1500 SMALL-MID,PRFZ,WOLVERINE,3,,,,,E,21 -POWERSHARES GLOBAL ETF TR,PCY,SIG:RUT,3,,,,,E,34 -POWERSHARES GLOBAL LISTED PRIVATE EQUITY,PSP,SIG:RUT,3,,,,,E,34 -POWERSHARES KBW BANK PORTFOLIO,KBWB,SIG:RUT,3,,,,,E,34 -POWERSHARES NASDAQ INTERNET PORTFOLIO,PNQI,SIG:RUT,3,,,,,E,34 -POWERSHARES PREFERRED,PGX,SIG:RUT,3,,,,,E,34 -POWERSHARES QQQ TRUST SERIES 1,QQQ,WOLVERINE,3,,,Y,Y,E-L-Q-W,40 -POWERSHARES S&P 500 HIGH BETA PORTFOLIO,SPHB,SIG:RUT,3,,,,,E,34 -POWERSHARES S&P 500 HIGH DIVIDEND PORTFO,SPHD,WOLVERINE,3,,,,,E,23 -POWERSHARES S&P 500 LOW VOLATILITY PORTF,SPLV,SIG:RUT,3,,,,,E,34 -POWERSHARES S&P 500 QUALITY PORTFOLIO,SPHQ,SIG,1,,,,,E,13 -POWERSHARES SENIOR LOAN PORTFOLIO,BKLN,MORGAN,1,,,,Y,E-L,26 -POWERSHARES VARIABLE RATE PREFERRED PORT,VRP,WOLVERINE,1,,,,,E,12 -POWERSHARES WATER RESOURCES,PHO,SIG:RUT,3,,,,,E,34 -POWERSHARES WILDERHILL CLEAN ENERGY,PBW,SIG:RUT,3,,,,,E,34 -POWERSHRS DWA DEV MKT TECH,PIZ,SIG:RUT,3,,,,,E,34 -POWERSHRS DWA EMG MKT TECH,PIE,SUMO,1,,,,,E,34 -PPDAI GROUP INC,PPDF,WOLVERINE,3,,,,,,14 -PPG INDUSTRIES INC,PPG,BARCLAYS,2,,,,Y,L-W,25 -PPL CORPORATION,PPL,BARCLAYS,1,,,,Y,L,13 -PQ GROUP HOLDINGS INC,PQG,SIG,3,,,,,,25 -PRA GROUP INC.,PRAA,SIG,3,,,,,,15 -PRA HEALTH SCIENCES INC.,PRAH,SIG,1,,,,,,24 -PRECISION DRILLING CORP.,PDS,MORGAN,3,,,,,,11 -PREMIER INC. (A),PINC,SIG,3,,,,,,21 -PRESIDIO INC,PSDO,GROUP ONE,1,,,,,,17 -PRICESMART INC,PSMT,SIG,1,,,,,,15 -PRIMERICA INC,PRI,WOLVERINE,3,,,,,,23 -PRIMO WATER CORPORATION,PRMW,SUMO,1,,,,,,15 -PRIMORIS SERVICES CORPORATION,PRIM,WOLVERINE,3,,,,,,14 -PRINCIPAL FINANCIAL GROUP INC,PFG,BARCLAYS,1,,,,,,23 -PRINCIPAL US MEGA-CAP MULTI-FACTOR INDEX,USMC,SUMO,3,,,,,E,13 -PROASSURANCE CORPORATION,PRA,SIG,2,,,,,,24 -PROCTER & GAMBLE CO,PG,BARCLAYS,1,,,Y,Y,L-W,25 -PROGENICS PHARMACEUTICALS INC,PGNX,SIG,2,,,,Y,L,16 -PROGRESS SOFTWARE CORP,PRGS,WOLVERINE,3,,,,,,24 -PROGRESSIVE CORP,PGR,SIG,2,,,,Y,L,23 -PROLOGIS INC.,PLD,SIG,2,,,,,,16 -PROOFPOINT INC.,PFPT,CITADEL,2,,,,,,12 -PROS HOLDING INC,PRO,SIG,2,,,,,,16 -PROSH SHORT VIX SHORT-TERM FUTURES ETF,SVXY,GROUP ONE:VIX,3,,,,Y,E-L-W,70 -PROSH ULTRA MSCI EMG MKT,EET,WOLVERINE,1,,,,,E,40 -PROSH ULTRA VIX SHORT-TERM FUTURES ETF,UVXY,GROUP ONE:VIX,3,,,Y,Y,E-L-W,70 -PROSH ULTRAPRO SH S&P 500,SPXU,BARCLAYS,3,,,,Y,E-L,23 -PROSHARES ULTRA QQQ,QLD,CITADEL,1,,,,Y,E-L,24 -PROSHARES S&P 500 ARISTOCRATS ETF,NOBL,SIG:RUT,1,,,,,E,34 -PROSHARES S&P MIDCAP 400 DIVIDEND ARISTO,REGL,WOLVERINE,1,,,,,E,14 -PROSHARES SHORT DOW30,DOG,SIG:RUT,2,,,,,E,34 -PROSHARES SHORT FTSE CHINA 50,YXI,SUMO,2,,,,,E,23 -PROSHARES SHORT HIGH YIELD,SJB,SIG:RUT,1,,,,,E,34 -PROSHARES SHORT MIDCAP 400,MYY,SUMO,3,,,,,E,15 -PROSHARES SHORT OIL& GAS,DDG,SUMO,1,,,,,E,23 -PROSHARES SHORT QQQ,PSQ,SIG:RUT,1,,,,,E,34 -PROSHARES SHORT REAL ESTATE,REK,WOLVERINE,1,,,,,E,12 -PROSHARES SHORT RUSSELL 2000,RWM,SUMO,1,,,,,E,24 -PROSHARES TR ULTRASHORT S&P 500,SDS,CITADEL,3,,,,Y,E-L-W,34 -PROSHARES TRUST SHORT S&P 500,SH,CITADEL,2,,,,,E,14 -PROSHARES UL SH MSCI JAPAN,EWV,SIG:RUT,1,,,,,E,34 -PROSHARES ULT NATGAS,BOIL,SIG:RUT,3,,,,,E,34 -PROSHARES ULT NATGAS,KOLD,SIG:RUT,2,,,,,E,34 -PROSHARES ULTRA 20 PLUS YR TR,UBT,SIG:RUT,1,,,,,E,34 -PROSHARES ULTRA 7-10 YR TR,UST,SIG:RUT,2,,,,,E,34 -PROSHARES ULTRA BASIC MATERI,UYM,CITADEL,2,,,,,E,16 -PROSHARES ULTRA BLOOMBERG CRUDE OIL,UCO,CITADEL,1,,,,Y,E-L-W,16 -PROSHARES ULTRA DOW30,DDM,CITADEL,1,,,,,E,15 -PROSHARES ULTRA FINANCIALS,UYG,CITADEL,3,,,,,E,15 -PROSHARES ULTRA FTSE CHINA 50,XPP,CITADEL,1,,,,,E,13 -PROSHARES ULTRA FTSE CHINA 50,FXP,CITADEL,3,,,,,E,14 -PROSHARES ULTRA GOLD,UGL,BARCLAYS,1,,,,,E,15 -PROSHARES ULTRA GOLD MINERS,GDXX,SUMO,1,,,,,E,14 -PROSHARES ULTRA HEALTH CARE,RXL,SIG,1,,,,,E,14 -PROSHARES ULTRA MSCI JAPAN,EZJ,SIG:RUT,1,,,,,E,34 -PROSHARES ULTRA NASDAQ BIOTECHNOLOGY,BIB,SIG:RUT,2,,,,,E,34 -PROSHARES ULTRA OIL & GAS,DIG,CITADEL,3,,,,,E,21 -PROSHARES ULTRA REAL EST,URE,CITADEL,3,,,,,E,14 -PROSHARES ULTRA S&P 500,SSO,CITADEL,3,,,,Y,E-L-W,34 -PROSHARES ULTRA SEMICONDU,USD,CITADEL,2,,,,,E,21 -PROSHARES ULTRA SHORT NASDAQ BIOTECHNOLO,BIS,SIG:RUT,2,,,,,E,34 -PROSHARES ULTRA SILVER,AGQ,BARCLAYS,3,,,,,E,16 -PROSHARES ULTRA SMALL CAP 600,SAA,WOLVERINE,3,,,,,E,40 -PROSHARES ULTRA TECHNOLOGY,ROM,BARCLAYS,2,,,,,E,26 -PROSHARES ULTRA YEN,YCL,SIG:RUT,3,,,,,E,34 -PROSHARES ULTRAPRO 3X CRUDE OIL ETF,OILU,WOLVERINE,3,,,,,E,14 -PROSHARES ULTRAPRO 3X SHORT,OILD,SUMO,3,,,,,E,13 -PROSHARES ULTRAPRO DOW30,UDOW,CITADEL,3,,,,Y,E-L,11 -PROSHARES ULTRAPRO NASDAQ BIOTECHNOLOGY,UBIO,SUMO,3,,,,,E,24 -PROSHARES ULTRAPRO QQQ,TQQQ,BARCLAYS,3,,,,Y,E-L-W,21 -PROSHARES ULTRAPRO S&P 500,UPRO,BARCLAYS,3,,,,Y,E-L-W,25 -PROSHARES ULTRAPRO SHORT 20+ YEAR TREASU,TTT,SIG:RUT,1,,,,,E,34 -PROSHARES ULTRAPRO SHORT DOW30,SDOW,CITADEL,3,,,,Y,E-L,23 -PROSHARES ULTRAPRO SHORT NASDAQ BIOTECHN,ZBIO,SUMO,3,,,,,E,11 -PROSHARES ULTRAPRO SHORT QQQ,SQQQ,BARCLAYS,3,,,,Y,E-L,25 -PROSHARES ULTRAPRO SHORT RUSSELL 2000,SRTY,SUMO,2,,,,,E,25 -PROSHARES ULTRASH BASIC MAT,SMN,CITADEL,1,,,,,E,23 -PROSHARES ULTRASHORT AUSTRALIAN DOLLAR E,CROC,SIG:RUT,3,,,,,E,34 -PROSHARES ULTRASHORT DJ-AIG CRUDE OIL,SCO,MORGAN,1,,,Y,Y,E-L-W,12 -PROSHARES ULTRASHORT DOW 30,DXD,SIG:RUT,1,,,,,E,34 -PROSHARES ULTRASHORT EURO,EUO,MORGAN,2,,,,,E,26 -PROSHARES ULTRASHORT FINANCIALS,SKF,CITADEL,1,,,,,E,16 -PROSHARES ULTRASHORT GOLD,GLL,BARCLAYS,1,,,,,E,26 -PROSHARES ULTRASHORT GOLD MINERS ETF,GDXS,SUMO,2,,,,,E,26 -PROSHARES ULTRASHORT LEHMAN 20+YR T,TBT,CITADEL,3,,,,Y,E-L-W,34 -PROSHARES ULTRASHORT LEHMAN 7-10 YR,PST,CITADEL,1,,,,,E,24 -PROSHARES ULTRASHORT MID CAP 400,MZZ,CITADEL,3,,,,,E,12 -PROSHARES ULTRASHORT MSCI BRAZIL,BZQ,CITADEL,2,,,,,E,11 -PROSHARES ULTRASHORT MSCI EAFE,EFU,CITADEL,2,,,,,E,26 -PROSHARES ULTRASHORT MSCI EMERGING MARKE,EEV,CITADEL,3,,,,,E,21 -PROSHARES ULTRASHORT OIL & GAS,DUG,CITADEL,1,,,,,E,23 -PROSHARES ULTRASHORT QQQ,QID,CITADEL,1,,,,Y,E-L,15 -PROSHARES ULTRASHORT REAL ESTATE,SRS,CITADEL,1,,,,,E,21 -PROSHARES ULTRASHORT RUSSELL 2000,TWM,CITADEL,1,,,,,E,12 -PROSHARES ULTRASHORT SILVER,ZSL,BARCLAYS,2,,,,,E,12 -PROSHARES ULTRASHORT TECHNOLOGY,REW,WOLVERINE,3,,,,,E,40 -PROSHARES ULTRASHORT YEN,YCS,CITADEL,2,,,,,E,16 -PROSHARES VIX MID-TERM FUTURES ETF,VIXM,GROUP ONE:VIX,3,,,,,E-W,70 -PROSHARES VIX SHORT-TERM FUTURES ETF,VIXY,GROUP ONE:VIX,3,,,,Y,E-L-W,70 -PROSPECT ENERGY CORP,PSEC,CITADEL,2,,,,Y,L,14 -PROTALIX BIOTHERAPEUTICS INC,PLX,GROUP ONE,2,,,,,,23 -PROTEOSTASIS THERAPEUTICS INC,PTI,CITADEL,1,,,,,,25 -PROTHENA CORPORATION PLC,PRTA,CITADEL,3,,,,,,25 -PROTO LABS INC,PRLB,SIG,1,,,,,,12 -PROVIDENCE SERVICE CORP (THE),PRSC,WOLVERINE,3,,,,,,16 -PROVIDENT FINANCIAL SERVICES INC,PFS,WOLVERINE,1,,,,,,14 -PRUDENTIAL FINANCIAL INC.,PRU,SIG,3,,,,Y,L,24 -PS BUSINESS PARKS INC.,PSB,WOLVERINE,1,,,,,,13 -PS DWA SMALLCAP,DWAS,SIG:RUT,3,,,,,E,34 -PTC INC.,PTC,BARCLAYS,1,,,,,,16 -PTC THERAPEUTICS INC.,PTCT,SIG,3,,,,,W,24 -PUB SVC ENTERPRISE GROUP INC,PEG,SIG,3,,,,,,16 -PUBLIC STORAGE,PSA,SIG,3,,,,Y,L,15 -PULSE BIOSCIENCES INC,PLSE,WOLVERINE,1,,,,,,14 -PULTEGROUP INC,PHM,BARCLAYS,1,,,,Y,L-W,12 -PUMA BIOTECHNOLOGY INC.,PBYI,SIG,3,,,,Y,L-W,13 -PURE STORAGE INC.,PSTG,CITADEL,2,,,,Y,L,23 -PUREFUNDS ISE CYBER SECURITY ETF,HACK,SUMO,3,,,,,E,15 -PUXIN LTD,NEW,GROUP ONE,3,,,,,,17 -PVH CORP,PVH,CITADEL,3,,,,Y,L,14 -PWRSH S&P SMACAP HLTH CARE PTF,PSCH,SUMO,2,,,,,E,12 -PYXUS INTERNATIONAL INC.,PYX,SIG,2,,,,Y,L,16 -Q2 HOLDINGS INC,QTWO,CITADEL,2,,,,,,24 -QAD INC,QADA,SUMO,2,,,,,,24 -QEP RESOURCES INC.,QEP,BARCLAYS,3,,,,Y,L,11 -QIAGEN NV,QGEN,SIG,2,,,,,,13 -QIWI PLC,QIWI,SIG,2,,,,,,17 -QORVO INC.,QRVO,SIG,2,,,,Y,L,12 -QTS REALTY TRUST INC.,QTS,SIG,3,,,,,,16 -QUAD / GRAPHICS INC,QUAD,SIG,1,,,,,,14 -QUALCOMM INC,QCOM,SIG,1,,,Y,Y,L-W,26 -QUALY''S INC,QLYS,SIG,3,,,,,,15 -QUANEX CORPORATION,NX,SIG,3,,,,,,24 -QUANTA SERVICES INC,PWR,CITIGROUP,2,,,,,,13 -QUANTENNA COMMUNICATIONS INC,QTNA,CITADEL,1,,,,,,15 -QUDIAN INC,QD,WOLVERINE,2,,,,Y,L,14 -QUEST DIAGNOSTICS INC.,DGX,TWO SIGMA,2,,,,,,22 -QUICKLOGIC CORP,QUIK,WOLVERINE,2,,,,,,15 -QUIDEL CORP,QDEL,SIG,3,,,,,,26 -QUIN STREET INC,QNST,WOLVERINE,3,,,,,,14 -QUINSTREET INC,NGVC,SIG,3,,,,,,12 -QUOTIENT LTD,QTNT,WOLVERINE,1,,,,,,14 -QUOTIENT TECHNOLOGY INC,QUOT,WOLVERINE,2,,,,,,26 -QUTOUTIAO INC,QTT,GROUP ONE,1,,,,,,17 -R R DONNELLEY & SONS CO,RRD,CITADEL,3,,,,,,25 -R1 RCM INC,RCM,CITADEL,2,,,,,,13 -RA PHARMACEUTICALS INC,RARX,GROUP ONE,1,,,,,,17 -RADIAN GROUP INC,RDN,MORGAN,2,,,,,,11 -RADIANT LOGISTICS INC,RLGT,SIG,1,,,,,,16 -RADIUS HEALTH INC.,RDUS,CITADEL,1,,,,,,13 -RADNET INC,RDNT,BARCLAYS,3,,,,,,12 -RADWARE LTD,RDWR,BARCLAYS,3,,,,,,23 -RALPH LAUREN CORPORATION,RL,CITADEL,1,,,,Y,L-W,25 -RAMBUS INC (DE),RMBS,SIG,2,,,,,,24 -RAMCO-GERSHENSON PPTYS TR,RPT,WOLVERINE,3,,,,,,24 -RANGE RESOURCES CORP,RRC,CITADEL,3,,,,Y,L-W,24 -RANGER EQUITY BEAR ETF,HDGE,SIG:RUT,1,,,,,E,34 -RAPID7 INC.,RPD,WOLVERINE,2,,,,,,16 -RAVEN INDS INC,RAVN,SIG,2,,,,,,26 -RAYMOND JAMES FINANCIAL INC,RJF,BARCLAYS,2,,,,,,12 -RAYONIER ADVANCED MATERIALS INC.,RYAM,CITADEL,2,,,,,,12 -RAYONIER INC (REIT),RYN,CITADEL,2,,,,,,13 -RAYTHEON CO. (NEW),RTN,WOLVERINE,2,,,,Y,L-W,14 -RBC BEARINGS INC.,ROLL,WOLVERINE,1,,,,,,21 -RE/MAX HOLDINGS INC,RMAX,CITADEL,3,,,,,,24 -READING INTL LLC,RDI,SUMO,1,,,,,,13 -REAL ESTATE SELECT SECTOR INDEX,SIXRE,SIG:RUT,2,,,,,,34 -REAL ESTATE SELECT SECTOR SPDR FUND,XLRE,CITADEL,2,,,,,E,12 -REALITY SHARES NASDAQ NEXGEN ECONOMY ETF,BLCN,WOLVERINE,1,,,,,E,14 -REALNETWORKS INC,RNWK,CITADEL,2,,,,,,14 -REALOGY HOLDINGS CORP,RLGY,MORGAN,3,,,,Y,L,17 -REALPAGE INC.,RP,SIG,1,,,,,,26 -REALTY INCOME CORP,O,WOLVERINE,3,,,,Y,L,14 -REATA PHARMACEUTICALS INC,RETA,CITADEL,2,,,,,,22 -RECRO PHARMA INC,REPH,SIG,1,,,,,,21 -RED HAT INC,RHT,WOLVERINE,3,,,,Y,L-W,12 -RED ROBIN GOURMET BURGERS INC,RRGB,MORGAN,3,,,,,,16 -RED ROCK RESORTS INC.,RRR,MORGAN,1,,,,,,24 -REDFIN CORP,RDFN,MORGAN,2,,,,Y,L,25 -REDHILL BIOPHARMA LTD,RDHL,SIG,1,,,,,,12 -REDWOOD TRUST INC.,RWT,CITADEL,1,,,,,,14 -REEDS INC,REED,GROUP ONE,3,,,,,,23 -REGAL BELOIT CORP.,RBC,SIG,2,,,,,,24 -REGENCY CENTERS CORP,REG,SIG,1,,,,,,23 -REGENERON PHARMACEUTICALS INC,REGN,BARCLAYS,2,,,,Y,L-W,23 -REGENXBIO INC,RGNX,CITADEL,1,,,,,,12 -REGIONS FINANCIAL CORP (NEW),RF,SIG,2,,,,Y,L,15 -REGIS CORP-MN-,RGS,CITADEL,3,,,,,,12 -REGULUS THERAPEUTICS INC,RGLS,SIG,2,,,,,,17 -REINSURANCE GRP OF AMER INC,RGA,MORGAN,1,,,,,,11 -RELINCE STEEL & ALUMINUM CO.,RS,CITADEL,3,,,,,,24 -REMARK HOLDINGS INC,MARK,CITADEL,1,,,,,,26 -RENAISSANCERE HOLDINGS LTD,RNR,BARCLAYS,1,,,,,,15 -RENESOLA LTD.,SOL,CITADEL,1,,,,,,23 -RENEWABLE ENERGY GROUP INC,REGI,SIG,1,,,,,,13 -RENREN INC,RENN,SIG,1,,,,,,14 -RENT-A-CENTER INC,RCII,BARCLAYS,3,,,,Y,L-W,16 -REPLIGEN CORP,RGEN,CITADEL,2,,,,,,23 -REPUBLIC FIRST BANCORP INC,FRBK,WOLVERINE,3,,,,,,14 -REPUBLIC SERVICES INC,RSG,CITADEL,1,,,,,,16 -RESEARCH FRONTIERS INC.,REFR,WOLVERINE,3,,,,,,12 -RESIDEO TECHNOLOGIES INC,REZI,WOLVERINE,2,,,,,,14 -RESMED INC,RMD,SIG,1,,,,,,14 -RESOLUTE FOREST PRODUCTS INC,RFP,SIG,1,,,,,,13 -RESONANT INC,RESN,SIG,1,,,,,,21 -RESOURCES CONNECTION INC,RECN,SIG,2,,,,,,16 -RESTAURANT BRANDS INTERNATIONAL INC.,QSR,CITADEL,1,,,,Y,L,12 -RETAIL PROPERTIES OF AMERICA,RPAI,SIG,3,,,,,,14 -RETAILWINDS INC,RTW,WOLVERINE,1,,,,,,24 -RETROPHIN INC.,RTRX,CITADEL,3,,,,,,25 -REV GROUP INC.,REVG,WOLVERINE,1,,,,,,15 -REVANCE THERAPEUTICS INC.,RVNC,GROUP ONE,1,,,,,,17 -REVENUESHARES LARGE CAP ETF,RWL,SIG:RUT,3,,,,,E,34 -REVENUESHARES MID CAP ETF,RWK,SIG:RUT,1,,,,,E,34 -REVENUESHARES SMALL CAP FUND ETF,RWJ,SIG:RUT,1,,,,,E,34 -REVLON INC CL A COMMON,REV,BARCLAYS,2,,,,,,16 -REVOLUTION LIGHTING TECHNOLOGIES INC.,RVLT,GROUP ONE,3,,,,,,12 -REXFORD INDUSTRIAL REALTY INC.,REXR,WOLVERINE,1,,,,,,14 -REXNORD CORP,RXN,SIG,2,,,,,,12 -RH,RH,WOLVERINE,2,,,,Y,L-W,23 -RIBBON COMMUNICATIONS INC.,RBBN,WOLVERINE,1,,,,,,14 -RICKS CABARET INTL INC,RICK,SIG,2,,,,,,23 -RIGEL PHARMACEUTICALS INC NEW,RIGL,SIG,3,,,,,,23 -RING ENERGY INC.,REI,SUMO,3,,,,,,13 -RINGCENTRAL INC.,RNG,WOLVERINE,1,,,,,,14 -RIO TINTO PLC,RIO,SIG,1,,,,Y,L,15 -RIOT BLOCKCHAIN INC,RIOT,SIG,3,,,,Y,L-W,26 -RISE EDUCATION CAYMAN LTD,REDU,GROUP ONE,3,,,,,,17 -RITCHIE BROS AUCTIONEERS INC.,RBA,SIG,3,,,,,,21 -RITE AID CORPORATION,RAD,SIG,1,,,,Y,L-W,14 -RLI CORP.,RLI,SIG,3,,,,,,13 -RLJ LODGING TRUST,RLJ,WOLVERINE,2,,,,,,23 -ROBERT HALF INTERNATIONAL INC,RHI,BARCLAYS,3,,,,,,25 -ROBO GLOBAL ROBOTICS AND AUT,ROBO,SUMO,3,,,,,E,13 -ROCKET PHARMACEUTICALS INC.,RCKT,CITADEL,1,,,,,,16 -ROCKWELL AUTOMATION INC.,ROK,WOLVERINE,1,,,,,,21 -ROCKWELL MEDICAL INC.,RMTI,BARCLAYS,2,,,,,,11 -ROGERS COMMUNICATIONS INC.,RCI,WOLVERINE,1,,,,,,12 -ROGERS CORPORATION,ROG,SIG,3,,,,,,15 -ROKU INC,ROKU,MORGAN,1,,,,Y,L-W,26 -ROPER INDUSTRIES INC.,ROP,SIG,2,,,,,,13 -ROSETTA STONE INC.,RST,CITADEL,3,,,,,,21 -ROSS STORES INC,ROST,CITADEL,2,,,,Y,L,25 -ROYAL BANK OF CANADA,RY,TWO SIGMA,1,,,,,,22 -ROYAL BK OF SCOT GRP PLC,RBS,WOLVERINE,2,,,,,,14 -ROYAL CARIBBEAN CRUISES LTD,RCL,CITADEL,3,,,,Y,L-W,26 -ROYAL DUTCH SHELL,RDS.A,CITIGROUP,1,,,,Y,,12 -ROYAL DUTCH SHELL,RDS.B,CITIGROUP,1,,,,,,26 -ROYAL GOLD INC,RGLD,GROUP ONE,1,,,,Y,L,17 -RPC INC,RES,GROUP ONE,3,,,,,,17 -RPM INTERNATIONAL INC. (DELAWARE),RPM,BARCLAYS,2,,,,,,13 -RUBICON PROJECT INC./THE,RUBI,CITADEL,3,,,,,,16 -RUDOLPH TECHNOLOGIES INC,RTEC,CITADEL,2,,,,,,24 -RUSH ENTERPRISES INC.,RUSHA,SUMO,1,,,,,,23 -RUSSELL 1000 GROWTH INDEX,RLG,SIG:RUT,4,,,,,,34 -RUSSELL 1000 INDEX,RUI,SIG:RUT,4,,,,,,34 -RUSSELL 1000 VALUE INDX,RLV,SIG:RUT,4,,,,,,34 -RUSSELL 2000 INDEX,RUT,SIG:RUT,4,,,Y,Y,L,34 -RUTH''S HOSPITALITY GROUP INC.,RUTH,CITADEL,2,,,,,,13 -RYANAIR HOLDINGS PLC SPNS ADR,RYAAY,WOLVERINE,3,,,,,,12 -RYB EDUCATION INC,RYB,GROUP ONE,3,,,,,,17 -RYDER SYSTEM INC,R,SIG,2,,,,,,12 -RYERSON HOLDING CORPORATION,RYI,CITADEL,3,,,,,,15 -RYMAN HOSPITALITY PROPERTIES INC.,RHP,SIG,1,,,,,,11 -S&P 100 INDEX,OEX,OEX,4,,,Y,Y,L-W,29 -S&P 100 INDEX EUROPEAN EXERCISE,XEO,OEX,4,,,Y,Y,L-Q-W,29 -S&P 500 INDEX,SPX,SPX,3,,,Y,Y,L-W,88 -S&P DEPOSITORY RECEIPTS (SPDRS),SPY,MORGAN,3,,,Y,Y,E-L-Q-W,40 -S&P GLOBAL INC.,SPGI,MORGAN,2,,,,,W,21 -S&P MIDCAP SPDR (ETF),MDY,TWO SIGMA,3,,,,Y,E-L-W,22 -S&W SEED COMPANY,SANW,CITADEL,2,,,,,,24 -SABRA HEALTHCARE REIT INC,SBRA,SUMO,1,,,,,,13 -SABRE CORPORATION,SABR,WOLVERINE,1,,,,,,23 -SAFE BULKERS INC,SB,MORGAN,1,,,,,,17 -SAFEGUARD SCIENTIFICS INC,SFE,CITADEL,1,,,,,,26 -SAFETY INCOME & GROWTH INC,SAFE,GROUP ONE,1,,,,,,17 -SAGE THERAPEUTICS INC.,SAGE,SIG,2,,,,,W,24 -SAILPOINT TECHNOLOGIES HOLDINGS INC,SAIL,WOLVERINE,3,,,,,,14 -SALESFORCE.COM INC,CRM,CITADEL,2,,,Y,Y,L-W,25 -SALLY BEAUTY HOLDINGS INC.,SBH,SIG,3,,,,,,15 -SAN JUAN BASIN ROYALTY TR,SJT,SIG,1,,,,,,12 -SANDERSON FARMS INC,SAFM,CITADEL,2,,,,,,12 -SANDRIDGE ENERGY INC.,SD,WOLVERINE,1,,,,,,15 -SANDRIDGE MISSISSIPPIAN TR I,SDT,GROUP ONE,2,,,,,,17 -SANDRIDGE MISSISSIPPIAN TRUST,SDR,GROUP ONE,3,,,,,,17 -SANDRIDGE PERMIAN TRUST,PER,MORGAN,1,,,,,,23 -SANDSTORM GOLD LTD.,SAND,SIG,3,,,,,,17 -SANGAMO BIOSCIENCES INC.,SGMO,WOLVERINE,2,,,,Y,L,21 -SANMINA CORPORATION,SANM,BARCLAYS,1,,,,,,16 -SANOFI,SNY,TWO SIGMA,3,,,,,,22 -SANTANDER CONSUMER USA,SC,SIG,1,,,,Y,L,26 -SAP SE,SAP,CITADEL,3,,,Y,,L,25 -SAPIENS INTERNATIONAL CORPORATION NV,SPNS,SIG,1,,,,,,26 -SAREPTA THERAPEUTICS INC.,SRPT,GROUP ONE,2,,,,Y,L-W,17 -SASOL LTD SPONSORED ADR,SSL,CITADEL,3,,,,,,15 -SAVARA INC.,SVRA,SIG,2,,,,,,16 -SBA COMMUNICATIONS CORP,SBAC,CITADEL,3,,,,,,16 -SCANSOURCE INC.,SCSC,SIG,3,,,,,,16 -SCHEIN (HENRY) INC,HSIC,SIG,1,,,,,,24 -SCHLUMBERGER LTD,SLB,CITADEL,2,,,Y,Y,L-W,15 -SCHNEIDER NATIONAL INC.,SNDR,SIG,1,,,,,,13 -SCHNITZER STEEL INDS INC CL-A,SCHN,MORGAN,2,,,,,,11 -SCHOLASTIC CORP,SCHL,WOLVERINE,3,,,,,,13 -SCHWAB CHARLES CORP,SCHW,CITIGROUP,3,,,,Y,L-W,16 -SCHWAB EMERGING MARKETS EQUITY,SCHE,SIG:RUT,1,,,,,E,34 -SCHWAB FUNDAMENTAL EMERGING MARKETS LARG,FNDE,SUMO,2,,,,,E,12 -SCHWAB FUNDAMENTAL INTERNATIONAL LARGE C,FNDF,SUMO,3,,,,,E,26 -SCHWAB FUNDAMENTAL U.S. LARGE COMPANY IN,FNDX,SUMO,3,,,,,E,15 -SCHWAB FUNDAMENTAL U.S. SMALL COMPANY IN,FNDA,SUMO,2,,,,,E,15 -SCHWAB INTERNATIONAL EQUITY ETF,SCHF,SIG:RUT,1,,,,,E,34 -SCHWAB INTERNATIONAL SMALL-CAP EQUITY,SCHC,WOLVERINE,3,,,,,E,40 -SCHWAB U.S. LARGE-CAP GROWTH,SCHG,SIG:RUT,1,,,,,E,34 -SCHWAB U.S. LARGE-CAP VALUE,SCHV,SIG:RUT,3,,,,,E,34 -SCHWAB U.S. MID-CAP ETF,SCHM,SIG:RUT,1,,,,,E,34 -SCHWAB U.S. REIT ETF,SCHH,SIG:RUT,1,,,,,E,34 -SCHWAB U.S. TIPS ETF,SCHP,SIG:RUT,3,,,,,E,34 -SCHWAB US BROAD MARKET ETF,SCHB,SIG:RUT,1,,,,,E,34 -SCHWAB US DIVIDEND EQUITY ETF,SCHD,SIG:RUT,1,,,,,E,34 -SCHWAB US LARGE-CAP ETF,SCHX,SIG:RUT,2,,,,,E,34 -SCHWAB US SMALL-CAP ETF,SCHA,SIG:RUT,1,,,,,E,34 -SCHWEITZER MAUDUIT INTL INC,SWM,SIG,3,,,,,,23 -SCIENCE APPLICATIONS INTERNATIONAL CORPO,SAIC,SIG,2,,,,,,14 -SCIENTIFIC GAMES CORPORATION,SGMS,MORGAN,1,,,Y,Y,L,26 -SCORPIO BULKERS INC.,SALT,SUMO,3,,,,,,11 -SCORPORATIONIO TANKERS INC,STNG,WOLVERINE,1,,,,Y,L,14 -SEA LTD,SE,CITADEL,2,,,,Y,L,23 -SEABRIDGE GOLD INC,SA,CITADEL,2,,,,,,14 -SEACHANGE INTERNATIONAL INC,SEAC,MORGAN,1,,,,,,14 -SEACOR HOLDINGS INC,CKH,WOLVERINE,1,,,,,,13 -SEADRILL LTD,SDRL,WOLVERINE,1,,,,,,14 -SEADRILL PARTNERS,SDLP,SIG,3,,,,,,21 -SEAGATE TECHNOLOGY,STX,SIG,3,,,,Y,L-W,11 -SEALED AIR CORPORATION (NEW),SEE,TWO SIGMA,1,,,,,,22 -SEAPINE HOLDINGS CORPORATION,SPNE,CITADEL,3,,,,,,16 -SEARS HOLDINGS CORP,SHLDQ,SIG,3,,,,Y,L,21 -SEARS HOMETOWN AND OUTLET STORES INC.,SHOS,SIG,1,,,,,,14 -SEASPAN CORPORATION,SSW,MORGAN,2,,,,,,16 -SEATTLE GENETICS INC,SGEN,GROUP ONE,3,,,,,,17 -SEAWORLD ENTERTAINMENT INC.,SEAS,SIG,3,,,,Y,L-W,26 -SECOND SIGHT MEDICAL PRODUCTS INC.,EYES,SIG,1,,,,,,15 -SECOO HOLDING LTD,SECO,WOLVERINE,3,,,,,,14 -SECUREWORKS CORP.,SCWX,SIG,1,,,,,,14 -SEI INVESTMENTS CO,SEIC,CITADEL,3,,,,,,23 -SELECT ENERGY SERVICES INC,WTTR,WOLVERINE,1,,,,,,14 -SELECT MEDICAL HLDGS CORP,SEM,SIG,3,,,,,,16 -SELECT SECTOR SPDR FD-MATERIALS,XLB,TWO SIGMA,3,,,,Y,E-L-W,22 -SELECT SECTOR SPDR FUND-HEALTH CARE,XLV,TWO SIGMA,3,,,,Y,E-L-W,22 -SELECT SECTOR SPDR-CONSUMER DISRETI,XLY,MORGAN,3,,,,Y,E-L-W,25 -SELECTA BIOSCIENCES INC,SELB,GROUP ONE,3,,,,,,17 -SELECTIVE INSURANCE GROUP INC,SIGI,WOLVERINE,3,,,,,,23 -SEMGROUP CORPORATION,SEMG,SIG,1,,,,,,26 -SEMPRA ENERGY,SRE,CITADEL,1,,,,Y,L,15 -SEMTECH CORP,SMTC,SIG,3,,,,,,15 -SENIOR HOUSING PROPS TST SBI,SNH,WOLVERINE,3,,,,,,26 -SENSATA TECHNOLOGIES HOLDING N V,ST,MORGAN,3,,,,,,23 -SENSEONICS HOLDINGS INC,SENS,SIG,1,,,,,,21 -SENSIENT TECHNOLOGIES CORP,SXT,CITADEL,1,,,,,,26 -SEQUENTIAL BRANDS GROUP INC.,SQBG,SIG,3,,,,,,16 -SERES THERAPEUTICS INC.,MCRB,GROUP ONE,1,,,,,,17 -SERITAGE GROWTH PROPERTIES,SRG,CITADEL,1,,,,,,12 -SERVICE CORPORATION INTERNATIONAL,SCI,WOLVERINE,3,,,,,,12 -SERVICEMASTER GLOBAL HOLDINGS INC.,SERV,WOLVERINE,2,,,,,,26 -SERVICENOW INC.,NOW,SIG,2,,,,Y,L-W,14 -SERVICESOURCE INTERNATIONAL INC,SREV,WOLVERINE,1,,,,,,14 -SERVISFIRST BANCSHARES INC,SFBS,CITADEL,3,,,,,,24 -SESEN BI INC,SESN,SIG,2,,,,,,12 -SHAKE SHACK INC.,SHAK,MORGAN,3,,,,Y,L-W,23 -SHARPS COMPLIANCE CORPORATION,SMED,CITADEL,2,,,,,,16 -SHAW COMMUNICATIONS INC.-CL B,SJR,MORGAN,1,,,,,,14 -SHELL MIDSTREAM PARTNERS LP,SHLX,WOLVERINE,1,,,,,,23 -SHENANDOAH TELECOMMUNICATIONS CO,SHEN,SIG,1,,,,,,16 -SHERWIN-WILLIAMS CO,SHW,WOLVERINE,3,,,,,W,23 -SHIP FINANCE INTERNATIONAL LTD,SFL,SIG,2,,,,,,21 -SHOE CARNIVAL INC,SCVL,WOLVERINE,3,,,,,,21 -SHOPIFY INC.,SHOP,SIG,1,,,Y,Y,L-W,14 -SHORT MSCI EMG MKTS PROSHARES,EUM,SIG:RUT,1,,,,,E,34 -SHUTTERFLY INC.,SFLY,CITADEL,3,,,,Y,L,11 -SHUTTERSTOCK INC,SSTK,WOLVERINE,2,,,,,,12 -SIBANYE GOLD LIMITED,SBGL,SIG,1,,,,,,11 -SIEBERT FINANCIAL CORP,SIEB,WOLVERINE,2,,,,,,12 -SIENTRA INC,SIEN,WOLVERINE,1,,,,,,16 -SIERRA BANCORP,BSRR,SIG,3,,,,,,24 -SIERRA WIRELESS INC,SWIR,CITADEL,3,,,,,,24 -SIFY TECHNOLOGIES LTD.,SIFY,WOLVERINE,1,,,,,,15 -SIGA TECHNOLOGIES INC,SIGA,GROUP ONE,3,,,,,,17 -SIGNATURE BANK,SBNY,SIG,3,,,,,,23 -SIGNET JEWELERS LIMITED,SIG,SIG,1,,,,Y,L-W,26 -SILGAN HOLDINGS INC.,SLGN,BARCLAYS,2,,,,,,21 -SILICON LABORATORIES INC,SLAB,SIG,1,,,,,,21 -SILICON MOTION TECHNOLOGY CORP AMER,SIMO,CITADEL,3,,,,,,23 -SIMON PROPERTIES GROUP INC,SPG,SIG,1,,,,Y,L,21 -SIMPLY GOOD FOODS CO/THE,SMPL,SIG,2,,,,,,26 -SIMPSON MANUFACTURING CO INC,SSD,CITADEL,3,,,,,,13 -SIMULATIONS PLUS INC,SLP,SIG,3,,,,,,23 -SINA CORPORATION,SINA,CITADEL,3,,,,Y,L,23 -SINCLAIR BROADCAST GP INC CL A,SBGI,WOLVERINE,3,,,,Y,L,26 -SIRIUS XM HOLDINGS INC.,SIRI,MORGAN,3,,,,Y,L-W,15 -SITE CENTERS CORPORATION,SITC,CITADEL,1,,,,,,15 -SITEONE LANDSCAPE SUPPLY INC.,SITE,WOLVERINE,1,,,,,,14 -SIX FLAGS ENTERTAINMENT CORP,SIX,CITADEL,3,,,,Y,L,16 -SK TELECOM CO LTD,SKM,WOLVERINE,3,,,,,,13 -SKECHERS USA INC,SKX,SIG,1,,,,Y,L-W,21 -SKYLINE CHAMPION CORP,SKY,GROUP ONE,2,,,,,,17 -SKYWEST INC,SKYW,WOLVERINE,1,,,,,,11 -SKYWORKS SOLUTIONS INC,SWKS,CITIGROUP,2,,,,Y,L-W,21 -SL GREEN REALTY CORP,SLG,SIG,2,,,,,,16 -SLEEP NUMBER CORPORATION,SNBR,CITADEL,3,,,,,,11 -SLM CORPORATION VOTING COM,SLM,CITIGROUP,1,,,,,,13 -SM ENERGY COMPANY,SM,SIG,2,,,,Y,L,16 -SMART GLOBAL HOLDINGS INC,SGH,CITADEL,3,,,,,,17 -SMART SAND INC,SND,WOLVERINE,1,,,,,,14 -SMARTSHEET INC,SMAR,GROUP ONE,2,,,,,,17 -SMITH & NEPHEW PLC,SNN,WOLVERINE,3,,,,,,21 -SMITH A O CORP,AOS,SIG,1,,,,,,15 -SMITH MICRO SOFTWARE INC,SMSI,SIG,1,,,,,,12 -SNAP INC,SNAP,CITADEL,1,,,,Y,L-W,12 -SNAP-ON INCORPORATED (HOLDING),SNA,CITADEL,3,,,,,,25 -SOCIEDAD QUIMICA MINERA,SQM,SIG,1,,,,,,15 -SOGOU INC,SOGO,WOLVERINE,1,,,,Y,L,14 -SOHU.COM INC,SOHU,CITADEL,3,,,,Y,L,12 -SOLAR CAPITAL LTD,SLRC,WOLVERINE,3,,,,,,13 -SOLAREDGE TECHNOLOGIES NC.,SEDG,CITADEL,3,,,,Y,L,23 -SOLARIS OILFLELD INFRASTRUCTURE INC.,SOI,WOLVERINE,2,,,,,,14 -SOLID BIOSCIENCES INC,SLDB,GROUP ONE,1,,,,,,17 -SONIC AUTOMOTIVE INC CL A,SAH,CITADEL,2,,,,,,11 -SONOS INC,SONO,CITADEL,1,,,,Y,L,14 -SONY CORP ADR,SNE,BARCLAYS,1,,,Y,Y,L-W,25 -SOPHIRIS BIO INC,SPHS,SIG,1,,,,,,16 -SORL AUTO PARTS INC,SORL,CITADEL,3,,,,,,26 -SORRENTO THERAPEUTICS INC.,SRNE,MORGAN,3,,,,,,21 -SOTHEBY''S COM,BID,BARCLAYS,1,,,,,,25 -SOUTHERN CO,SO,CITIGROUP,2,,,,Y,L-W,13 -SOUTHERN COPPER CORPORATION COM STK,SCCO,BARCLAYS,3,,,,,,12 -SOUTHSIDE BANCSHARES INC,SBSI,WOLVERINE,2,,,,,,21 -SOUTHWEST AIRLINES CO,LUV,BARCLAYS,3,,,Y,Y,L-W,25 -SOUTHWESTERN ENERGY CO (DELAWARE),SWN,CITADEL,3,,,,Y,L-W,16 -SP PLUS CORP,SP,SUMO,1,,,,,,21 -SPARK ENERGY INC,SPKE,CITADEL,3,,,,,,21 -SPARK THERAPEUTICS INC.,ONCE,MORGAN,3,,,,,,15 -SPARTAN MOTORS INC.,SPAR,SIG,3,,,,,,23 -SPDR S&P METALS & MINING ETF,XME,SIG:RUT,3,,,,Y,E-L-W,34 -SPDR (R) BIOTECH ETF,XBI,SIG:RUT,3,,,,Y,E-L-W,34 -SPDR BARCLAYS CONVERTIBLE SECU,CWB,SIG:RUT,1,,,,,E,34 -SPDR BARCLAYS EMERGING MARKETS,EBND,WOLVERINE,3,,,,,E,40 -SPDR BARCLAYS HIGH YIELD BOND,JNK,CITADEL,3,,,,Y,E-L-W,12 -SPDR BARCLAYS INTERNATIONAL TR,BWX,SIG:RUT,1,,,,,E,34 -SPDR BARCLAYS SHORT TERM HIGH,SJNK,WOLVERINE,3,,,,,E,40 -SPDR BLOOMBERG BARCLAYS 1-3 MONTH T-BILL,BIL,WOLVERINE,1,,,,Y,E-L,14 -SPDR DJ GLOBAL REAL ESTATE,RWO,SIG:RUT,2,,,,,E,34 -SPDR DJ WILSHIRE INTL REAL ESTATE,RWX,SIG:RUT,1,,,,,E,34 -SPDR DJ WILSHIRE REIT ETF,RWR,SIG:RUT,1,,,,,E,34 -SPDR DOW JONES IND AV ETF TRUST,DIA,MORGAN,3,,,Y,Y,E-L-Q-W,40 -SPDR EURO STOXX 50 ETF,FEZ,SIG:RUT,2,,,,Y,E-L-W,34 -SPDR GLB NAT RES ETF,GNR,SIG:RUT,3,,,,,E,34 -SPDR GOLD TRUST,GLD,MORGAN,3,,,Y,Y,E-L-Q-W,40 -SPDR IDX FDS S&P EMG EUROPE,TBF,MORGAN,3,,,,,E,16 -SPDR IDX SH FDS MSCI ACWI (EX,CWI,SUMO,2,,,,,E,26 -SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BD,HYMB,SIG:RUT,3,,,,,E,34 -SPDR OIL & GAS EQUIPMENT & SERVICES ETF,XES,SIG:RUT,3,,,,,E,34 -SPDR PHARMACEUTICALS ETF,XPH,MORGAN,1,,,,,E,24 -SPDR PORTFOLIO EMERGING MARKETS ETF,SPEM,SUMO,3,,,,,E,25 -SPDR PORTFOLIO LARGE CAP ETF,SPLG,SUMO,3,,,,,E,14 -SPDR PORTFOLIO S&P 500 GROWTH ETF,SPYG,SUMO,3,,,,,E,22 -SPDR PORTFOLIO S&P 500 VALUE ETF,SPYV,SUMO,3,,,,,E,22 -SPDR PORTFOLIO SMALL CAP ETF,SPSM,SUMO,3,,,,,E,24 -SPDR PORTFOLIO TOTAL STOCK MARKET ETF,SPTM,SUMO,3,,,,,E,12 -SPDR PRRTFOLIO WORLD EX- US ETF,SPDW,SUMO,2,,,,,E,34 -SPDR S&P AEROSPACE & DEFENSE ETF,XAR,SUMO,1,,,,,E,15 -SPDR S&P BANK ETF,KBE,SIG:RUT,3,,,,Y,E-L,34 -SPDR S&P CAPITAL MARKETS ETF,KCE,CITADEL,3,,,,,E,14 -SPDR S&P CHINA ETF,GXC,SIG:RUT,3,,,,,E,34 -SPDR S&P EMER MRKTS DIV ETF,EDIV,SIG:RUT,1,,,,,E,34 -SPDR S&P EMERGING ASIA PACIFIC ETF,GMF,SUMO,2,,,,,E,13 -SPDR S&P EMERGING MARKETS SMALL CAP,EWX,SIG:RUT,1,,,,,E,34 -SPDR S&P HEALTH CARE EQUIPMENT ETF,XHE,SUMO,2,,,,,E,15 -SPDR S&P HOMEBUILDERS ETF,XHB,SIG:RUT,3,,,,Y,E-L-W,34 -SPDR S&P INSURANCE ETF,KIE,CITADEL,3,,,,,E,23 -SPDR S&P INTERNATIONAL DIV ETF,DWX,SIG:RUT,3,,,,,E,34 -SPDR S&P INTL SMALL CAP ETF,GWX,SIG:RUT,3,,,,,E,34 -SPDR S&P MORTGAGE FINANCE ETF,KRE,SIG:RUT,3,,,,Y,E-L-W,34 -SPDR S&P NORTH AMERICAN NATURAL RESOURCE,NANR,SUMO,3,,,,,E,22 -SPDR S&P RETAIL ETF,XRT,TWO SIGMA,3,,,,Y,E-L-W,22 -SPDR S&P SEMICONDUCTOR ETF,XSD,SIG:RUT,1,,,,,E,34 -SPDR SERIES TR SPDR S&P DIVIDEND ET,SDY,CITADEL,1,,,,,E,21 -SPECTRUM BRANDS HOLDINGS INC.,SPB,SIG,1,,,,,,26 -SPECTRUM PARMACEUTICALS INC,SPPI,MORGAN,2,,,,,,17 -SPIRE INC.,SR,SIG,3,,,,,,11 -SPIRIT AERO SYSTEMS HOLDINGS INC.,SPR,SIG,1,,,,,,26 -SPIRIT AIRLINES INC,SAVE,WOLVERINE,3,,,,,,14 -SPIRIT REALTY CAPITAL INC,SRC,GROUP ONE,1,,,,,,13 -SPLUNK INC.,SPLK,MORGAN,2,,,,Y,L-W,15 -SPOTIFY TECHNOLOGY SA,SPOT,MORGAN,1,,,,Y,L-W,23 -SPRAGUE RESOURCES LP,SRLP,CITADEL,1,,,,,,23 -SPRINT CORPORATION,S,CITIGROUP,2,,,,Y,L-W,11 -SPROUTS FARMERS MARKET INC.,SFM,SIG,3,,,,Y,L,12 -SPS COMMERCE INC,SPSC,WOLVERINE,1,,,,,,15 -SPX CORPORATION,SPXC,SIG,3,,,,,,11 -SPX FLOW INC,FLOW,WOLVERINE,3,,,,,,14 -SQUARE INC.,SQ,MORGAN,3,,,,Y,L-W,12 -SRC ENERGY,SRCI,GROUP ONE,3,,,,,,17 -SS & C TECHNOLOGIES HLDGS INC,SSNC,CITADEL,1,,,,,,24 -SSR MINING INC.,SSRM,WOLVERINE,3,,,,,,14 -ST.JOE COMPANY(THE),JOE,MORGAN,3,,,,,,12 -STAAR SURGICAL CO,STAA,SIG,3,,,,,,13 -STAG INDUSTRIAL INC,STAG,CITADEL,3,,,,,,13 -STAGE STORES INC,SSI,SUMO,1,,,,,,13 -STAMPS.COM INC,STMP,SIG,2,,,,Y,L-W,26 -STANDARD MTR PRODS INC,SMP,WOLVERINE,2,,,,,,12 -STANLEY BLACK & DECKER INC.,SWK,CITADEL,1,,,,Y,L-W,25 -STAR BULK CARRIERS CORP,SBLK,SIG,2,,,,,,13 -STARBUCKS CORPORATION,SBUX,CITADEL,1,,,Y,Y,L-W,11 -STARS GROUP INC/THE,TSG,GROUP ONE,2,,,,Y,L,17 -STARTEK INC.,SRT,WOLVERINE,2,,,,,,12 -STARWOOD PROPERTY TRUST INC.,STWD,WOLVERINE,3,,,,,,26 -STATE STREET CORP,STT,SIG,2,,,,Y,L,23 -STEALTH GAS INC,GASS,WOLVERINE,3,,,,,,15 -STEEL CONNECT INC.,STCN,SIG,3,,,,,,14 -STEEL DYNAMICS INC,STLD,GROUP ONE,2,,,,Y,L,17 -STEELCASE INC CL A,SCS,MORGAN,1,,,,,,13 -STEIN MART INC,SMRT,CITADEL,2,,,,,,24 -STEMLINE THERAPEUTICS INC,STML,CITADEL,3,,,,,,16 -STERICYCLE INC,SRCL,SIG,2,,,,,,21 -STERIS CORP,STE,SIG,3,,,,,,11 -STERLING CONSTRUCTION CO. INC.,STRL,SUMO,3,,,,,,13 -STEWART INFORMATION SERVICES CORP.,STC,CITADEL,2,,,,,,21 -STIFEL FINANCIAL CORP.,SF,SIG,1,,,,,,26 -STITCH FIX INC,SFIX,SIG,3,,,,Y,L-W,26 -STMICROELECTRONICS N.V.,STM,CITADEL,1,,,,Y,L,21 -STONECO LTD,STNE,CITADEL,1,,,,,,12 -STONEMOR PARTNERS L.P.,STON,MORGAN,1,,,,,,13 -STONERIDGE INC,SRI,GROUP ONE,3,,,,,,17 -STORE CAPITAL CORPORATION,STOR,SIG,1,,,,,,21 -STRATASYS INC,SSYS,SIG,3,,,,Y,L-W,14 -STRAYER EDUCATION INC,STRA,CITADEL,1,,,,,,16 -STRYKER CORP,SYK,SIG,3,,,,Y,L,21 -STURM RUGER & CO INC,RGR,BARCLAYS,1,,,,,,12 -SUBURBAN PROPANE PARTNERS LP,SPH,MORGAN,2,,,,,,24 -SUMITOMO MITSUI FINANCIAL GROUP INC,SMFG,WOLVERINE,1,,,,,,14 -SUMMIT HOTEL PROPERTIES INC,INN,SIG,3,,,,,,11 -SUMMIT MATERIALS INC.,SUM,SIG,2,,,,Y,L,21 -SUMMIT MIDSTREAM PARTNERS,SMLP,GROUP ONE,3,,,,,,17 -SUN CMNTYS INC,SUI,WOLVERINE,3,,,,,,24 -SUN LIFE FINANCIAL SERVS. 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A.,TEO,SIG,1,,,,,,21 -TELEFONICA BRASIL S.A.,VIV,WOLVERINE,2,,,,,,23 -TELEFONICA S.A.,TEF,SIG,3,,,,,,24 -TELENAV INC.,TNAV,SUMO,1,,,,,,24 -TELEPHONE & DATA SYSTEMS INC.,TDS,BARCLAYS,2,,,,,,14 -TELETECH HOLDINGS INC,TTEC,SIG,1,,,,,,13 -TELLURIAN INC,TELL,WOLVERINE,1,,,,Y,L,14 -TELUS CORP.,TU,WOLVERINE,3,,,,,,12 -TEMPUR SEALY INTERNATIONAL INC,TPX,BARCLAYS,3,,,,Y,L,24 -TENABLE HOLDINGS INC,TENB,GROUP ONE,3,,,,,,17 -TENARIS S.A. 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CORPORATION,VFC,SIG,2,,,,Y,L-W,21 -VAIL RESORTS INC,MTN,BARCLAYS,1,,,,,,24 -VALE S.A.,VALE,BARCLAYS,3,,,,Y,L-W,25 -VALERO ENERGY CORP (NEW),VLO,WOLVERINE,3,,,Y,Y,L-W,24 -VALLEY NATL BANCORP,VLY,CITADEL,3,,,,,,26 -VALMONT INDUSTRIES INC.,VMI,BARCLAYS,3,,,,,,21 -VALVOLINE INC.,VVV,CITADEL,1,,,,,,15 -VANDA PHARMACEUTICALS INC,VNDA,CITADEL,3,,,,,,22 -VANECK VECTORS AGRIBUSINESS ETF,MOO,CITADEL,2,,,,,E,16 -VANECK VECTORS BRAZIL SMALL-CAP ETF,BRF,SIG:RUT,1,,,,,E,34 -VANECK VECTORS CHINA AMC SME-CHINEXT ETF,CNXT,CITADEL,2,,,,,E,23 -VANECK VECTORS CHINAAMC A-SHARE ETF,PEK,SUMO,3,,,,,E,12 -VANECK VECTORS COAL ETF,KOL,CITADEL,1,,,,,E,12 -VANECK VECTORS FALLEN ANGEL HIGH YIELD B,ANGL,SUMO,1,,,,,E,24 -VANECK VECTORS GAMING ETF,BJK,SIG:RUT,3,,,,,E,34 -VANECK VECTORS GLOBAL ALTERNATIVE ENERGY,GEX,SIG:RUT,1,,,,,E,34 -VANECK VECTORS GOLD MINERS ETF,GDX,CITADEL,3,,,,Y,E-L-W,34 -VANECK VECTORS HIGH YIELD MUNICIPAL INDE,HYD,SUMO,3,,,,,E,13 -VANECK VECTORS INTERNATIONAL HIGH YIELD,IHY,SIG:RUT,1,,,,,E,34 -VANECK VECTORS ISRAEL ETF,ISRA,SIG:RUT,3,,,,,E,34 -VANECK VECTORS J.P. 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ETF,VDE,SIG:RUT,3,,,,,E,34 -VANGUARD EXTENDED MARKET ETF,VXF,SIG:RUT,3,,,,,E,34 -VANGUARD FINANCIALS ETF,VFH,SIG:RUT,2,,,,,E,34 -VANGUARD FTSE ALL- WORLD EX-US INDE,VEU,SIG:RUT,3,,,,,E,34 -VANGUARD FTSE EUROPE ETF,VGK,SIG:RUT,3,,,,,E,34 -VANGUARD FTSE PACIFIC ETF,VPL,SIG:RUT,3,,,,,E,34 -VANGUARD GLOBAL EX-U.S. REAL ESTATE ETF,VNQI,SIG:RUT,1,,,,,E,34 -VANGUARD GROWTH ETF,VUG,SIG:RUT,3,,,,,E,34 -VANGUARD HEALTH CARE ETF,VHT,SIG:RUT,3,,,,,E,34 -VANGUARD HIGH DIVIDEND YIELD ETF,VYM,SIG:RUT,1,,,,,E,34 -VANGUARD INDUSTRIAL ETF,VIS,SIG:RUT,2,,,,,E,34 -VANGUARD INFORMATION TECHNOLOGY ETF,VGT,SIG:RUT,2,,,,,E,34 -VANGUARD INTERMED-TERM BOND,BIV,SIG:RUT,1,,,,,E,34 -VANGUARD INTERMEDIATE-TERM CORPORATE BON,VCIT,SIG:RUT,2,,,,,E,34 -VANGUARD LARGE-CAP ETF,VV,SIG:RUT,1,,,,,E,34 -VANGUARD LONG-TERM BOND,BLV,SIG:RUT,3,,,,,E,34 -VANGUARD LONG-TERM CORPORATE BOND,VCLT,SIG:RUT,3,,,,,E,34 -VANGUARD MATERIALS ETF,VAW,SIG:RUT,2,,,,,E,34 -VANGUARD MID-CAP ETF,VO,SIG:RUT,1,,,,,E,34 -VANGUARD MID-CAP GROWTH ETF,VOT,SIG:RUT,3,,,,,E,34 -VANGUARD MID-CAP VALUE INDEX FUND,VOE,SIG:RUT,1,,,,,E,34 -VANGUARD REIT ETF,VNQ,BARCLAYS,3,,,,Y,E-L,23 -VANGUARD RUSSELL 2000 ETF,VTWO,SIG:RUT,3,,,,,E,34 -VANGUARD S&P 500 ETF,VOO,SIG:RUT,1,,,,,E,34 -VANGUARD SMALL-CAP ETF,VB,SIG:RUT,3,,,,,E,34 -VANGUARD SMALL-CAP GROWTH ETF,VBK,SIG:RUT,3,,,,,E,34 -VANGUARD SMALL-CAP VALUE ETF,VBR,SIG:RUT,3,,,,,E,34 -VANGUARD TELECOMMUNICATION SERVICES,VOX,SIG:RUT,1,,,,,E,34 -VANGUARD TOTAL BOND MARKET,BND,SIG:RUT,3,,,,,E,34 -VANGUARD TOTAL INTERNATIONAL BOND ETF,BNDX,WOLVERINE,3,,,,,E,40 -VANGUARD TOTAL INTERNATIONAL STOCK ETF,VXUS,SIG:RUT,1,,,,,E,34 -VANGUARD TOTAL STOCK MARKET ETF,VTI,SIG:RUT,3,,,,,E,34 -VANGUARD TX MANAGED VANGUARD EURO P,VEA,SIG:RUT,3,,,,,E,34 -VANGUARD UTILITIES ETF,VPU,SIG:RUT,3,,,,,E,34 -VANGUARD VALUE ETF,VTV,SIG:RUT,2,,,,,E,34 -VAREX IMAGING CORP.,VREX,GROUP ONE,2,,,,,,17 -VARIAN MEDICAL SYSTEMS INC,VAR,SIG,2,,,,,,26 -VARONIS SYSTEMS INC,VRNS,WOLVERINE,3,,,,,,14 -VASCULAR BIOGENICS LTD,VBLT,GROUP ONE,3,,,,,,17 -VECTOR GROUP LTD,VGR,SIG,2,,,,,,12 -VECTRUS INC,VEC,WOLVERINE,2,,,,,,14 -VEDANTA LIMITED,VEDL,CITADEL,3,,,,,,25 -VEECO INSTRUMENTS INC(DEL),VECO,CITADEL,1,,,,,,23 -VEEVA SYSTEMS INC.,VEEV,SIG,3,,,,Y,L,17 -VELOCITYSHARES 1X LONG VSTOXX FUTURES ET,EVIX,GROUP ONE:VIX,3,,,,,N,70 -VELOCITYSHARES VIX SHORT-TERM ETN,VIIX,GROUP ONE:VIX,3,,,,,N,70 -VENATOR MATERIALS PLC,VNTR,WOLVERINE,3,,,,,,14 -VENTAS INC.,VTR,CITADEL,2,,,,Y,L,15 -VEON LTD.,VEON,CITADEL,3,,,,,,16 -VEONEER INC,VNE,WOLVERINE,2,,,,,,14 -VERA BRADLEY INC,VRA,MORGAN,2,,,,,,24 -VERACYTE INC.,VCYT,SIG,3,,,,,,21 -VERASTEM INC,VSTM,CITADEL,3,,,,Y,L,26 -VEREIT INC,VER,WOLVERINE,1,,,,,,14 -VERICEL CORPORATION,VCEL,GROUP ONE,1,,,,,,17 -VERINT SYSTEMS INC,VRNT,SIG,3,,,,,,21 -VERISIGN INC,VRSN,SIG,3,,,,,,24 -VERISK ANALYTICS INC,VRSK,CITADEL,3,,,,,,13 -VERITIV CORPORATION,VRTV,WOLVERINE,1,,,,,,15 -VERIZON COMMUNICATIONS,VZ,SIG,1,,,Y,Y,L-W,24 -VERMILION ENERGY INC,VET,SIG,3,,,,,,12 -VERSO CORP,VRS,SIG,1,,,,,,25 -VERSUM MATERIALS INC,VSM,GROUP ONE,3,,,,,,17 -VERTEX ENERGY INC,VTNR,WOLVERINE,1,,,,,,12 -VERTEX PHARMACEUTICALS INC,VRTX,CITADEL,1,,,,Y,L-W,11 -VERU INC.,VERU,WOLVERINE,1,,,,,,23 -VG FTSE ALL-WR EX US SM CP,VSS,SIG:RUT,2,,,,,E,34 -VIACOM CLASS B,VIAB,SIG,3,,,,Y,L-W,23 -VIACOM INC CLASS A COM NEW,VIA,WOLVERINE,3,,,,,,14 -VIASAT INC,VSAT,BARCLAYS,3,,,,,,23 -VIAVI SOLUTIONS INC.,VIAV,SIG,3,,,,,,26 -VICAL INC,VICL,WOLVERINE,3,,,,,,16 -VICI PROPERTIES INC,VICI,GROUP ONE,3,,,,,,17 -VICOR CORPORATION,VICR,BARCLAYS,1,,,,,,12 -VIEWRAY INC,VRAY,GROUP ONE,3,,,,Y,L,17 -VIKING THERAPEUTICS INC,VKTX,GROUP ONE,2,,,,Y,L,17 -VILLAGE FARMS INTERNATIONAL INC,VFF,WOLVERINE,3,,,,,,14 -VIPER ENERGY PARTNERS LP,VNOM,WOLVERINE,3,,,,Y,L,23 -VIPSHOP HOLDINGS LTD,VIPS,SIG,2,,,,Y,L-W,13 -VIRNETXHOLDING CORP,VHC,BARCLAYS,3,,,,,,13 -VIRTU FINANCIAL INC.,VIRT,CITADEL,3,,,,,,11 -VISA INC.,V,BARCLAYS,3,,,Y,Y,L-W,25 -VISHAY INTERTECHNOLOGY INC,VSH,SIG,1,,,,,,13 -VISHAY PRECISION GROUP INC,VPG,SIG,3,,,,,,13 -VISTA GOLD CORP (NEW),VGZ,WOLVERINE,3,,,,,,14 -VISTA OUTDOOR INC.,VSTO,WOLVERINE,2,,,,,,14 -VISTEON CORPORATION,VC,CITADEL,3,,,,,,24 -VISTRA ENERGY CORPORATION,VST,SIG,1,,,,,,15 -VITAMIN SHOPPE INC,VSI,BARCLAYS,2,,,,,,26 -VIVEVE MEDICAL INC,VIVE,WOLVERINE,1,,,,,,14 -VIVINT SOLAR INC.,VSLR,SIG,1,,,,,,12 -VIVUS INC,VVUS,CITADEL,3,,,,,,24 -VMWARE INC.,VMW,SIG,1,,,,Y,L-W,12 -VOC ENERGY TRUST,VOC,MORGAN,1,,,,,,11 -VOCERA COMMUNICATIONS INC,VCRA,WOLVERINE,1,,,,,,16 -VODAFONE GROUP PLC (REPTSG 10 ORD S,VOD,CITIGROUP,1,,,,Y,L-W,26 -VONAGE HOLDINGS CORP,VG,WOLVERINE,3,,,,,,11 -VORNADO REALTY TRUST,VNO,SIG,3,,,,,,23 -VOXELJET AG,VJET,WOLVERINE,2,,,,,,24 -VOXX INTERNATIONAL CORPORATION,VOXX,CITADEL,2,,,,,,21 -VOYA FINANCIAL INC,VOYA,SIG,2,,,,,,21 -VULCAN MATERIALS COMPANY,VMC,MORGAN,2,,,,Y,L,13 -VUZIX CORPORATION,VUZI,GROUP ONE,1,,,,Y,L,17 -W&T OFFSHORE INC.,WTI,SIG,1,,,,,,13 -W. P. CAREY INC.,WPC,SIG,1,,,,,,14 -WABASH NATIONAL CORP,WNC,SIG,1,,,,,,21 -WABCO HOLDINGS INC.,WBC,CITADEL,3,,,,,,15 -WABTEC CORP.,WAB,BARCLAYS,1,,,,,,14 -WADDELL & REED FINL INC CL A,WDR,MORGAN,3,,,,,,12 -WAGEWORKS,WAGE,WOLVERINE,2,,,,,,16 -WAITR HOLDINGS INC,WTRH,SUMO,1,,,,,,21 -WAL-MART STORES INC,WMT,BARCLAYS,3,,,Y,Y,L-W,15 -WALGREENS BOOTS ALLIANCE INC.,WBA,CITADEL,1,,,Y,Y,L-W,25 -WALKER & DUNLOP INC,WD,WOLVERINE,2,,,,,,23 -WALT DISNEY CO-DISNEY COMMON,DIS,SIG,1,,,Y,Y,L-W,16 -WARRIOR MET COAL INC.,HCC,SIG,1,,,,,,13 -WASHINGTON FEDERAL INC,WAFD,WOLVERINE,1,,,,,,23 -WASHINGTON PRIME GROUP INC.,WPG,SIG,1,,,,,,14 -WASHINGTON REAL ESTATE INVT.,WRE,CITADEL,1,,,,,,23 -WASTE CONNECTIONS INC.,WCN,CITADEL,2,,,,,,12 -WASTE MANAGEMENT INC(NEW),WM,MORGAN,1,,,,Y,L,16 -WATERS CORP,WAT,BARCLAYS,2,,,,,,21 -WATERSTONE FINANCIAL INC,WSBF,SIG,2,,,,,,21 -WATSCO INC,WSO,WOLVERINE,2,,,,,,24 -WATTS WATER TECHNOLOGIES INC CL A,WTS,WOLVERINE,3,,,,,,14 -WAVE LIFE SCIENCES LTD,WVE,CITADEL,1,,,,,,15 -WAYFAIR INC.,W,WOLVERINE,2,,,,Y,L-W,24 -WEATHERFORD INTL LTD (BERMUDA),WFT,SIG,2,,,,Y,L-W,11 -WEBSTER FINANCIAL CORP WATERBURY,WBS,BARCLAYS,1,,,,,,21 -WEIBO CORPORATION,WB,SIG,1,,,,Y,L-W,14 -WEIGHT WATCHERS INTERNATIONAL INC.,WW,MORGAN,1,,,,Y,L-W,21 -WEINGARTEN RLTY INVS/SBI,WRI,BARCLAYS,1,,,,,,11 -WELBILT INC,WBT,CITADEL,3,,,,,,16 -WELLCARE HEALTH PLANS INC,WCG,BARCLAYS,3,,,,,,25 -WELLS FARGO & CO(NEW),WFC,SIG,1,,,Y,Y,L-W,26 -WELLTOWER INC.,WELL,WOLVERINE,3,,,,,,14 -WERNER ENTERPRISES INC,WERN,CITADEL,3,,,,,,12 -WESCO AIRCRAFT HOLDINGS INC,WAIR,WOLVERINE,2,,,,,,14 -WESCO INTERNATIONAL INC,WCC,BARCLAYS,1,,,,,,25 -WESTAMERICA BANCORP,WABC,SIG,1,,,,,,12 -WESTERN ALLIANCE BANCORP,WAL,SIG,3,,,,,,17 -WESTERN ASSET MORTGAGE,WMC,SIG,1,,,,,,24 -WESTERN DIGITAL CORP,WDC,SIG,1,,,Y,Y,L-W,12 -WESTERN MIDSTREAM PARTNERS LP,WES,CITADEL,2,,,,,,16 -WESTLAKE CHEMICAL CORPORATION,WLK,BARCLAYS,1,,,,,,26 -WESTLAKE CHEMICAL PARTNERS LP,WLKP,CITADEL,2,,,,,,11 -WESTPORT FUEL SYSTEMS INC.,WPRT,WOLVERINE,1,,,,,,21 -WESTROCK COMPANY,WRK,CITADEL,1,,,,,,23 -WEYERHAEUSER COMPANY,WY,SIG,1,,,,Y,L-W,24 -WHEATON PRECIOUS METALS CORPORATION,WPM,BARCLAYS,3,,,,Y,L-W,25 -WHIRLPOOL CORPORATION,WHR,BARCLAYS,3,,,,Y,L-W,25 -WHITESTONE REIT (B),WSR,CITADEL,3,,,,,,12 -WHITING PETROLEUM CORP,WLL,SIG,3,,,,Y,L-W,24 -WILLIAM LYON HOMES,WLH,SIG,2,,,,,,14 -WILLIAMS COMPANIES,WMB,SIG,2,,,,Y,L-W,14 -WILLIAMS-SONOMA INC,WSM,SIG,2,,,,Y,L,12 -WILLIS TOWERS WATSON PUBLIC LTD COMPANY,WLTW,SIG,1,,,,,,24 -WILLSCOT CORP,WSC,GROUP ONE,1,,,,,,17 -WINDSTREAM CORP COM,WINMQ,GROUP ONE,2,,,,Y,L,17 -WINGSTOP INC.,WING,WOLVERINE,3,,,,Y,L,11 -WINNEBAGO INDS INC,WGO,SIG,1,,,,Y,L,11 -WINTRUST FINANCIAL CORP.,WTFC,WOLVERINE,3,,,,,,13 -WIPRO LIMITED ADS (1 EQTY SHS),WIT,CITADEL,3,,,,,,21 -WISCONSIN ENERGY CORP,WEC,WOLVERINE,1,,,,,,23 -WISDOM JPN HEDGED EQ FUND,DXJ,SIG:RUT,2,,,,Y,E-L-W,34 -WISDOM TREE EMG MK HG YLD EQ,DEM,SIG:RUT,3,,,,,E,34 -WISDOM TREE EMG MK SM CAP DV,DGS,SIG:RUT,3,,,,,E,34 -WISDOM TREE INDIA EARNINGS FUND,EPI,WOLVERINE,1,,,,Y,E-L-W,14 -WISDOM TREE INTL SM CAP DIV,DLS,SUMO,3,,,,,E,14 -WISDOM TREE INVESTMENTS INC,WETF,CITADEL,3,,,,,,14 -WISDOM TREE JAP SM CAP DIV,DFJ,SUMO,3,,,,,E,34 -WISDOMTR DREYFUS CHIN YUAN,CYB,CITADEL,1,,,,,E,13 -WISDOMTREE BLOOMBERG U.S. DOLLAR BULLISH,USDU,WOLVERINE,1,,,,,E,11 -WISDOMTREE DREYFUS EMERGING CURRENCY FUN,CEW,SIG:RUT,1,,,,,E,34 -WISDOMTREE EMG MKT LOC DEBT FD,ELD,SIG:RUT,3,,,,,E,34 -WISDOMTREE INTERNATIONAL HEDGED DIVIDEND,IHDG,SUMO,2,,,,,E,15 -WISDOMTREE INTL HDGD EQTY,HEDJ,SIG:RUT,2,,,,,E-W,34 -WISDOMTREE JAPAN HEDGED SMALL CAP FUND,DXJS,SIG:RUT,3,,,,,E,34 -WISDOMTREE TR DIVID TOP 100 FD,DTN,SIG:RUT,2,,,,,E,34 -WISDOMTREE TR EUROPE SMALLCAP DIVID,DFE,SIG:RUT,2,,,,,E,34 -WISDOMTREE TR LARGECAP DIVID FD,DLN,SIG:RUT,1,,,,,E,34 -WISDOMTREE TR MIDCAP DIVID FD,DON,WOLVERINE,3,,,,,E,11 -WISDOMTREE U.S. DIVIDEND GROWTH FUND,DGRW,SIG:RUT,2,,,,,E,34 -WIX.COM LTD.,WIX,WOLVERINE,1,,,,Y,L,26 -WOLVERINE WORLD WIDE,WWW,WOLVERINE,3,,,,,,24 -WOODWARD INC,WWD,MORGAN,1,,,,,,16 -WORKDAY INC.,WDAY,SIG,3,,,,Y,L-W,13 -WORKIVA INC.,WK,CITADEL,1,,,,,,12 -WORLD ACCEPTANCE CORP.,WRLD,CITADEL,1,,,,,,16 -WORLD FUEL SERVICES CORP,INT,BARCLAYS,2,,,,,,21 -WORLD WRESTLING ENTERTAINMENT INC.,WWE,CITADEL,1,,,,Y,L,13 -WORLDPAY INC,WP,BARCLAYS,2,,,,Y,L,21 -WORTHINGTON IND''S INC,WOR,BARCLAYS,3,,,,,,21 -WPP PLC,WPP,WOLVERINE,2,,,,,,12 -WPX ENERGY INC.,WPX,SIG,2,,,,Y,L,14 -WRIGHT MEDICAL GROUP N.V.,WMGI,GROUP ONE,2,,,,,,17 -WSFS FINANCIAL CORP,WSFS,SIG,1,,,,,,15 -WYNDHAM DESTINATIONS INC,WYND,CITADEL,2,,,,,,24 -WYNN RESORTS LTD,WYNN,SIG,3,,,Y,Y,L-W,26 -XBIOTECH INC.,XBIT,SIG,1,,,,,,24 -XCEL ENERGY INC,XEL,SIG,3,,,,,,26 -XENCOR INC.,XNCR,SIG,2,,,,,,11 -XENIA HOTELS & RESORTS INC.,XHR,SUMO,3,,,,,,11 -XEROX CORPORATION,XRX,SIG,1,,,,Y,L,11 -XILINX INC,XLNX,CITIGROUP,3,,,,Y,L-W,11 -XINYUAN REAL ESTATE COMPANY LTD.,XIN,BARCLAYS,1,,,,,,23 -XPERI CORPORATION,XPER,CITADEL,3,,,,,,25 -XPO LOGISTICS INC,XPO,SIG,2,,,,Y,L,26 -XPRESSPA GROUP INC.,XSPA,SIG,2,,,,,,13 -XTRACKERS USD HIGH YIELD CORPORATE BOND,HYLB,SUMO,3,,,,,E,12 -XUNLEI LIMITED,XNET,SIG,3,,,,Y,L-W,23 -XYLEM INC.,XYL,BARCLAYS,1,,,,,,23 -YAMANA GOLD INC,AUY,MORGAN,1,,,,Y,L-W,25 -YANDEX N.V. (A),YNDX,CITADEL,2,,,,Y,L-W,21 -YELP INC,YELP,SIG,2,,,,Y,L-W,16 -YETI HOLDINGS INC,YETI,SIG,2,,,,,W,13 -YEXT INC,YEXT,SIG,2,,,,,,21 -YIRENDAI LIMITED,YRD,SIG,2,,,,,,12 -YORKVILLE HIGH INCOME MLP,YMLP,SUMO,1,,,,,E,26 -YPF SOCIODAD ANONIMA,YPF,GROUP ONE,1,,,,Y,L-W,17 -YRC WORLDWIDE INC,YRCW,CITADEL,1,,,,Y,L,25 -YUM BRANDS INC,YUM,SIG,1,,,,Y,L-W,16 -YUM CHINA HOLDINGS INC.,YUMC,SIG,1,,,,Y,L,15 -YY INC,YY,SIG,2,,,,Y,L-W,11 -ZAFGEN INC.,ZFGN,SIG,1,,,,,,23 -ZAGG INC.,ZAGG,BARCLAYS,2,,,,,,23 -ZAI LAB LTD,ZLAB,SIG,3,,,,,,25 -ZAYO GROUP HOLDINGS INC.,ZAYO,CITADEL,3,,,,Y,L,25 -ZEBRA TECHNOLOGIES CORP CL-A,ZBRA,SIG,2,,,,,,12 -ZENDESK INC.,ZEN,CITADEL,1,,,,Y,L,16 -ZILLOW GROUP INC. CLASS C,Z,WOLVERINE,2,,,,Y,L-W,24 -ZILLOW GROUP INC.,ZG,WOLVERINE,2,,,,,,12 -ZIMMER BIOMET HOLDINGS INC.,ZBH,TWO SIGMA,3,,,,,,22 -ZION OIL & GAS INC,ZN,GROUP ONE,3,,,,Y,L,17 -ZIONS BANCORP,ZION,BARCLAYS,1,,,,Y,L,21 -ZIOPHARM ONCOLOGY INC,ZIOP,GROUP ONE,1,,,,Y,L,17 -ZIX CORPORATION,ZIXI,WOLVERINE,2,,,,,,14 -ZOETIS INC.,ZTS,WOLVERINE,1,,,,Y,L-W,13 -ZOGENIX INC,ZGNX,SIG,1,,,,Y,L,23 -ZOOM VIDEO COMMUNICATIONS,ZM,CITADEL,2,,,,Y,L,24 -ZOVIO INC,ZVO,CITADEL,2,,,,,,26 -ZSCALER INC,ZS,MORGAN,2,,,,Y,L-W,14 -ZTO EXPRESS,ZTO,MORGAN,1,,,,Y,L,15 -ZUMIEZ INC COM,ZUMZ,BARCLAYS,2,,,,,,12 -ZUORA INC,ZUO,SIG,3,,,,Y,L,12 -ZYNERBA PHARMACEUTICALS INC.,ZYNE,SIG,2,,,,,,25 -ZYNGA INC,ZNGA,CITADEL,3,,,,Y,L-W,11 diff --git a/data_scraper/logconfig.ini b/data_scraper/logconfig.ini deleted file mode 100644 index 094e495..0000000 --- a/data_scraper/logconfig.ini +++ /dev/null @@ -1,39 +0,0 @@ -[loggers] -keys=root,tiingo,cboe - -[handlers] -keys=consoleHandler,fileHandler - -[formatters] -keys=simpleFormatter - -[logger_root] -level=ERROR -handlers=consoleHandler - -[logger_tiingo] -level=DEBUG -handlers=consoleHandler,fileHandler -qualname=data_scraper.tiingo -propagate=0 - -[logger_cboe] -level=DEBUG -handlers=consoleHandler,fileHandler -qualname=data_scraper.cboe -propagate=0 - -[handler_consoleHandler] -class=StreamHandler -level=ERROR -formatter=simpleFormatter -args=(sys.stdout,) - -[handler_fileHandler] -class=handlers.RotatingFileHandler -level=DEBUG -formatter=simpleFormatter -args=("data_scraper.log", "a", 3000000, 10) - -[formatter_simpleFormatter] -format=%(asctime)s - %(name)s - %(levelname)s - %(message)s diff --git a/data_scraper/notifications.py b/data_scraper/notifications.py deleted file mode 100644 index de90535..0000000 --- a/data_scraper/notifications.py +++ /dev/null @@ -1,59 +0,0 @@ -import logging -from datetime import datetime -from enum import Enum - -import requests - -from .utils import get_module_config - -logger = logging.getLogger(__name__) - -Status = Enum("Status", "Success Warning Error") - -options = get_module_config("notifications") -try: - webhook = options["slack_webhook"] -except KeyError as e: - logger.error("Missing slack webhook from configuration file") - raise e - -payload = { - "channel": "#algotrading", - "username": "Talebot", - "icon_emoji": ":taleb:", - "attachments": [{ - "footer": "Talebot" - }] -} - - -def slack_notification(text, scraper, status=Status.Error): - """Post Slack notification""" - - if status == Status.Error: - emoji = ":thumbsdown: " - title = "data_scraper error" - color = "#B22222" - else: - title = "data_scraper status report" - if status == Status.Success: - emoji = ":thumbsup: " - color = "#49C39E" - else: - emoji = ":warning: " - color = "#EDB625" - msg = emoji + text - - payload["attachments"][0]["fallback"] = msg - payload["attachments"][0]["text"] = msg - payload["attachments"][0]["color"] = color - payload["attachments"][0]["title"] = title - payload["attachments"][0]["fields"] = [{"title": scraper}] - payload["attachments"][0]["ts"] = datetime.today().timestamp() - - response = requests.post(webhook, json=payload) - - if response.status_code != 200: - msg = "Error connecting to Slack {}. Response is:\n{}".format( - response.status_code, response.text) - logger.error(msg) diff --git a/data_scraper/scripts/backup.sh b/data_scraper/scripts/backup.sh deleted file mode 100755 index 57a447f..0000000 --- a/data_scraper/scripts/backup.sh +++ /dev/null @@ -1,41 +0,0 @@ -#!/bin/bash - -## This script downloads stock options data, -## veryfies zipfile integrity, saves md5 signature -## and uploads them to S3. -## To run, pass a list of files to download: -## $> ./backup.sh files.txt - -TMPDIR=tmp -NOW=$(date +"%m-%d-%Y-%H%M%S") -RETRY="${NOW}.txt" -MD5SUMS=md5sums.txt - -mkdir -p $TMPDIR - -while read filename -do - echo "Downloading file $filename to $TMPDIR" - wget --quiet -P $TMPDIR "ftp://l3_hdall:JKNRH7LYXV@ftp.deltaneutral.com/${filename}" - - newpath="$TMPDIR/$filename" - echo "Verifying zipfile $newpath" - if unzip -t -q $newpath - then - echo "File check OK" - else - echo "ERROR: File check failed for $newfile" - echo $filename >> $RETRY - rm $newpath - continue - fi - - echo "Appending md5 sum for $f" - md5sum $newpath >> $MD5SUMS - - echo "Copying $newpath to S3 bucket" - rclone copy -v $newpath longueduree:longueduree - - echo "Deleting $newpath" - rm $newpath -done <$1 diff --git a/data_scraper/test/__init__.py b/data_scraper/test/__init__.py deleted file mode 100644 index e69de29..0000000 diff --git a/data_scraper/test/test_cboe.py b/data_scraper/test/test_cboe.py deleted file mode 100644 index 72b9c28..0000000 --- a/data_scraper/test/test_cboe.py +++ /dev/null @@ -1,104 +0,0 @@ -import logging -import unittest -from unittest.mock import patch -import os -import shutil - -from requests import ConnectionError -import pandas as pd - -from data_scraper import cboe - -logging.disable(level=logging.CRITICAL) - - -class TestCBOE(unittest.TestCase): - """Tests CBOE data scraper""" - - test_dir = os.path.join(os.getcwd(), os.path.dirname(__file__)) - test_data_path = os.path.realpath(os.path.join(test_dir, "data")) - cboe_data_path = os.path.join(test_data_path, "cboe") - spx_data_path = os.path.join(cboe_data_path, "SPX_March_2019.csv") - - @classmethod - def setUpClass(cls): - cls.save_data_path = os.environ.get("SAVE_DATA_PATH", None) - os.environ["SAVE_DATA_PATH"] = cls.test_data_path - - @classmethod - def tearDownClass(cls): - if cls.save_data_path: - os.environ["SAVE_DATA_PATH"] = cls.save_data_path - - @patch("data_scraper.cboe.slack_notification", return_value=None) - def test_fetch_spy(self, mocked_notification): - """Fetch todays SPY quote""" - cboe.fetch_data(["SPY"]) - spy_dir = os.path.join(TestCBOE.cboe_data_path, "SPY_daily") - self.addCleanup(TestCBOE.remove_files, spy_dir) - - if self.assertTrue(os.path.exists(spy_dir)): - self.assertTrue(mocked_notification.called) - file_name = "SPY_" + pd.Timestamp.today().strftime( - "%Y%m%d") + ".csv" - file_path = os.path.join(spy_dir, file_name) - spy_df = pd.read_csv(file_path, parse_dates=["quotedate"]) - self.assertTrue(all(spy_df["underlying"] == "SPX")) - self.assertEqual(spy_df["quotedate"].nunique(), 1) - counts = spy_df["type"].value_counts() - self.assertEqual(counts["put"] + counts["call"], len(spy_df)) - - @patch("data_scraper.cboe.slack_notification", return_value=None) - def test_fetch_invalid_symbol(self, mocked_notification): - """Fetching invalid symbol should send notification""" - cboe.fetch_data(["FOOBAR"]) - self.assertTrue(mocked_notification.called) - - @patch("data_scraper.cboe.url", new="http://www.aldkfjaskldfjsa.com") - @patch("data_scraper.cboe.slack_notification", return_value=None) - def test_no_connection(self, mocked_notification): - """Raise ConnectionError and send notification when host is unreachable""" - with self.assertRaises(ConnectionError): - cboe.fetch_data(["SPX"]) - self.assertTrue(mocked_notification.called) - - @patch("data_scraper.cboe.utils.remove_file", return_value=None) - @patch("data_scraper.cboe.slack_notification", return_value=None) - def test_data_aggregation(self, mocked_notification, mocked_remove): - """Test data aggregation happy path""" - cboe.aggregate_monthly_data(["SPX"]) - aggregate_file = os.path.join(TestCBOE.cboe_data_path, "SPX", - "SPX_20190301_to_20190329.csv") - self.addCleanup(TestCBOE.remove_files, os.path.dirname(aggregate_file)) - self.assertTrue(mocked_remove.called) - self.assertFalse(mocked_notification.called) - - if self.assertTrue(os.path.exists(aggregate_file)): - spx_df = pd.read_csv(TestCBOE.spx_data_path) - aggregate_df = pd.read_csv(aggregate_file) - self.assertTrue(spx_df.equals(aggregate_df)) - - @patch("data_scraper.cboe.utils.remove_file", return_value=None) - @patch("data_scraper.cboe.slack_notification", return_value=None) - def test_aggregate_missing_days(self, mocked_notification, mocked_remove): - """Data aggregation should send notification when there are missing days""" - cboe.aggregate_monthly_data(["GOOG"]) - self.assertTrue(mocked_notification.called) - self.assertFalse(mocked_remove.called) - - @patch("data_scraper.cboe.utils.remove_file", return_value=None) - @patch("data_scraper.cboe.slack_notification", return_value=None) - def test_aggregate_invalid_symbol(self, mocked_notification, - mocked_remove): - """Data aggregation should fail and send notification on invalid symbol""" - cboe.aggregate_monthly_data(["FOOBAR"]) - self.assertTrue(mocked_notification.called) - self.assertFalse(mocked_remove.called) - - def remove_files(file_path): - if os.path.exists(file_path): - shutil.rmtree(file_path) - - -if __name__ == "__main__": - unittest.main() diff --git a/data_scraper/test/test_tiingo.py b/data_scraper/test/test_tiingo.py deleted file mode 100644 index 34e1bc4..0000000 --- a/data_scraper/test/test_tiingo.py +++ /dev/null @@ -1,75 +0,0 @@ -import logging -import unittest -from unittest.mock import patch -import os -import shutil - -import pandas as pd - -from data_scraper import tiingo - -logging.disable(level=logging.CRITICAL) - - -class TestTiingo(unittest.TestCase): - """Tests Tiingo data scraper""" - - test_dir = os.path.join(os.getcwd(), os.path.dirname(__file__)) - test_data_path = os.path.realpath(os.path.join(test_dir, "data")) - tiingo_data_path = os.path.join(test_data_path, "tiingo") - - @classmethod - def setUpClass(cls): - assert "TIINGO_API_KEY" in os.environ, "$TIINGO_API_KEY env variable must be set" - cls.save_data_path = os.environ.get("SAVE_DATA_PATH", None) - os.environ["SAVE_DATA_PATH"] = cls.test_data_path - - @classmethod - def tearDownClass(cls): - if cls.save_data_path: - os.environ["SAVE_DATA_PATH"] = cls.save_data_path - - @patch("data_scraper.tiingo.slack_notification", return_value=None) - def test_fetch_gld(self, mocked_notification): - """Fetch GLD data""" - tiingo.fetch_data(["GLD"]) - gld_dir = os.path.join(TestTiingo.tiingo_data_path, "GLD") - self.addCleanup(TestTiingo.remove_files, gld_dir) - - if self.assertTrue(os.path.exists(gld_dir)): - self.assertTrue(mocked_notification.called) - file_name = "GLD_" + pd.Timestamp.today().strftime( - "%Y%m%d") + ".csv" - file_path = os.path.join(gld_dir, file_name) - gld_df = pd.read_csv(file_path) - self.assertTrue(all(gld_df["symbol"] == "GLD")) - expected_columns = [ - "symbol", "date", "adjClose", "adjHigh", "adjLow", "adjOpen", - "adjVolume", "close", "divCash", "high", "low", "open", - "splitFactor", "volume" - ] - self.assertEqual(gld_df.columns, expected_columns) - - @patch("data_scraper.tiingo.slack_notification", return_value=None) - def test_fetch_invalid_symbol(self, mocked_notification): - """Fetching invalid symbol data should send notification""" - tiingo.fetch_data(["FOOBAR"]) - self.assertTrue(mocked_notification.called) - - @patch("data_scraper.tiingo.pdr.get_data_tiingo") # mock pandas_datareader - @patch("data_scraper.tiingo.slack_notification", return_value=None) - def test_no_connection(self, mocked_notification, mocked_pdr): - """Raise ConnectionError and send notification when host is unreachable""" - mocked_pdr.side_effect = ConnectionError("This is a test") - - with self.assertRaises(ConnectionError): - tiingo.fetch_data(["IBM"]) - self.assertTrue(mocked_notification.called) - - def remove_files(file_path): - if os.path.exists(file_path): - shutil.rmtree(file_path) - - -if __name__ == "__main__": - unittest.main() diff --git a/data_scraper/tiingo.py b/data_scraper/tiingo.py deleted file mode 100644 index 4404af2..0000000 --- a/data_scraper/tiingo.py +++ /dev/null @@ -1,122 +0,0 @@ -import logging -import os -from datetime import date - -import pandas as pd -import pandas_datareader as pdr - -from . import utils, validation -from .notifications import slack_notification, Status - -logger = logging.getLogger(__name__) - -# Default symbols to fetch -assets = [ - "VTSMX", "VFINX", "VIVAX", "VIGRX", "VIMSX", "VMVIX", "VMGIX", "NAESX", - "VISVX", "VISGX", "BRSIX", "VGTSX", "VTMGX", "VFSVX", "EFV", "VEURX", - "VPACX", "VEIEX", "VFISX", "VFITX", "IEF", "VUSTX", "VBMFX", "VIPSX", - "PIGLX", "PGBIX", "VFSTX", "LQD", "VWESX", "VWEHX", "VWSTX", "VWITX", - "VWLTX", "VGSIX", "GLD", "PSAU", "GSG" -] - - -def fetch_data(symbols=assets): - """Fetches historical data for given symbols from Tiingo""" - api_key = utils.get_environment_var("TIINGO_API_KEY") - - symbols = [symbol.upper() for symbol in symbols] - done, failed = [], [] - - for symbol in symbols: - try: - symbol_data = pdr.get_data_tiingo(symbol, api_key=api_key) - except ConnectionError as ce: - msg = "Unable to connect to api.tiingo.com when fetching symbol {}".format( - symbol) - logger.error(msg, exc_info=True) - slack_notification(msg, __name__) - raise ce - except TypeError: - # pandas_datareader raises TypeError when fetching invalid symbol - failed.append(symbol) - msg = "Attempted to fetch invalid symbol {}".format(symbol) - logger.error(msg, exc_info=True) - slack_notification(msg, __name__) - except Exception: - msg = "Error fetching symbol {}".format(symbol) - logger.error(msg, exc_info=True) - slack_notification(msg, __name__) - else: - _save_data(symbol, symbol_data.reset_index()) - done.append(symbol) - - if len(done) > 0: - msg = "Successfully scraped symbols: " + ", ".join(done) - slack_notification(msg, __name__, status=Status.Success) - if len(failed) > 0: - msg = "Failed to scrape symbols: " + ", ".join(failed) - slack_notification(msg, __name__, status=Status.Warning) - - -def _save_data(symbol, symbol_df): - """Saves the contents of `symbol_df` to - `$SAVE_DATA_PATH/tiingo/{symbol}/{symbol}_{%date}.csv`""" - filename = date.today().strftime(symbol + "_%Y%m%d.csv") - - save_data_path = utils.get_save_data_path() - symbol_dir = os.path.join(save_data_path, "tiingo", symbol) - - if not os.path.exists(symbol_dir): - os.makedirs(symbol_dir) - logger.debug("Symbol dir %s created", symbol_dir) - file_path = os.path.join(symbol_dir, filename) - - if os.path.exists(file_path) and validation.file_hash_matches_data( - file_path, symbol_df.to_csv()): - logger.debug("File %s already downloaded", file_path) - else: - expected_columns = [ - "symbol", "date", "adjClose", "adjHigh", "adjLow", "adjOpen", - "adjVolume", "close", "divCash", "high", "low", "open", - "splitFactor", "volume" - ] - - if validation.validate_historical_dates( - symbol, symbol_df["date"]) and validation.validate_columns( - expected_columns, symbol_df.columns): - merged_df = _merge(symbol, symbol_df) - pattern = symbol + "_*" - utils.remove_files(symbol_dir, pattern, logger) - - merged_df.to_csv(file_path, index=False) - logger.debug("Saved symbol data as %s", file_path) - - -def _merge(symbol, symbol_df): - """Merge `symbol_df` with previous data file.""" - - save_data_path = utils.get_save_data_path() - symbol_dir = os.path.join(save_data_path, "tiingo", symbol) - - files = os.listdir(symbol_dir) - if len(files) == 0: - return symbol_df - - last_file = sorted(files)[-1] - old_df = pd.read_csv(os.path.join(symbol_dir, last_file), - parse_dates=["date"], - index_col="date") - symbol_df.index = symbol_df["date"] - - diffs = old_df.index.difference(symbol_df.index) - - if diffs.empty: - return symbol_df - else: - msg = """Old data included dates not present in scraped file for symbol {} - Merged new data with previous file.""".format(symbol) - logger.error(msg) - slack_notification(msg, __name__) - merged_df = pd.concat([symbol_df, old_df.loc[diffs]]) - merged_df.sort_index(inplace=True) - return merged_df.reset_index() diff --git a/data_scraper/utils.py b/data_scraper/utils.py deleted file mode 100644 index 1a6a562..0000000 --- a/data_scraper/utils.py +++ /dev/null @@ -1,52 +0,0 @@ -import glob -import json -import os - - -def get_environment_var(variable): - """Returns the value of a given environment variable. - Raises `EnvironmentError` if not found. - """ - if variable not in os.environ: - raise EnvironmentError( - "Environment variable {} not set".format(variable)) - - return os.path.expanduser(os.environ[variable]) - - -def get_save_data_path(): - """Reads data path from environment variable `$SAVE_DATA_PATH`. - If it is not set, defaults to `./data/scraped`. - """ - try: - data_dir = get_environment_var("SAVE_DATA_PATH") - except EnvironmentError: - data_dir = "data/scraped" - os.makedirs(data_dir) - - return data_dir - - -def get_module_config(module, config_file="data_scraper.conf"): - """Parses configuration file and returns the configuration options - for the chosen `module`. - """ - options = {} - if os.path.exists(config_file): - with open(config_file) as file: - config = json.load(file) - options = config.get(module, {}) - - return options - - -def remove_files(data_dir, pattern, logger=None): - """Removes files in `data_dir` that match `pattern`""" - for file in glob.glob(os.path.join(data_dir, pattern)): - remove_file(file, logger) - - -def remove_file(file, logger=None): - os.remove(file) - if logger: - logger.debug("Removed file %s", file) diff --git a/data_scraper/validation.py b/data_scraper/validation.py deleted file mode 100644 index 69aac38..0000000 --- a/data_scraper/validation.py +++ /dev/null @@ -1,93 +0,0 @@ -import logging -import hashlib - -import pandas as pd -import pandas_market_calendars as mcal - -from . import cboe -from .notifications import slack_notification - -logger = logging.getLogger(__name__) - - -def file_hash_matches_data(file_path, data): - file_hash = file_md5(file_path) - data_md5 = hashlib.md5(data.encode()).hexdigest() - return file_hash == data_md5 - - -def file_md5(file, chunk_size=4096): - md5 = hashlib.md5() - with open(file, "rb") as f: - for chunk in iter(lambda: f.read(chunk_size), b""): - md5.update(chunk) - - return md5.hexdigest() - - -def validate_dates_in_month(symbol, date_range): - """Compares `date_range` (month) with NYSE trading calendar. - Returns `True` if there are no missing days. - """ - # NYSE and CBOE have the same trading calendar - # https://www.nyse.com/markets/hours-calendars - # http://cfe.cboe.com/about-cfe/holiday-calendar - nyse = mcal.get_calendar("NYSE") - first_date = date_range[0] - period = pd.Period(year=first_date.year, month=first_date.month, freq="M") - trading_days = nyse.valid_days(start_date=period.start_time, - end_date=period.end_time) - - # Remove timezone info - trading_days = trading_days.tz_convert(tz=None) - missing_days = trading_days.difference(date_range) - - if not missing_days.empty: - logger.error("Error validating monthly dates. Missing: %s", - missing_days) - return missing_days.empty - - -def validate_historical_dates(symbol, date_range): - """Compares `date_range` (any time range) with trading calendar. - Returns `True` if there are no missing days. - """ - nyse = mcal.get_calendar("NYSE") - start_date = date_range.min() - end_date = date_range.max() - trading_days = nyse.valid_days(start_date=start_date, end_date=end_date) - - # Remove timezone info - trading_days = trading_days.tz_convert(tz=None) - date_range = date_range.dt.tz_convert(tz=None) - missing_days = trading_days.difference(date_range) - - if not missing_days.empty: - logger.error("Error validating historical dates. Missing: %s", - missing_days) - - return missing_days.empty - - -def validate_columns(expected, received): - """Verify that the `received` columns scraped are equal to `expected`""" - valid = all(expected == received) - - if not valid: - expected_cols = ", ".join(expected) - received_cols = ", ".join(received) - msg = """Columns expected differ from those received. - Expected: {} - Received: {}""".format(expected_cols, received_cols) - logger.error(msg) - slack_notification(msg, __name__) - - return valid - - -def validate_aggregate_file(aggregate_file, daily_files): - """Compares `aggregate_file` with the data from `daily_files`.""" - aggregate_df = pd.read_csv(aggregate_file) - recreated_df = cboe.concatenate_files(daily_files) - - return aggregate_df.equals(recreated_df) diff --git a/docker/data_scraper/Dockerfile b/docker/data_scraper/Dockerfile deleted file mode 100644 index 40039ef..0000000 --- a/docker/data_scraper/Dockerfile +++ /dev/null @@ -1,19 +0,0 @@ -FROM debian:latest -MAINTAINER Juan Pablo Amoroso - -RUN apt-get update -RUN apt-get install -y python3 python3-pip make cron build-essential pkg-config openssl libssl-dev -RUN python3 -m pip install pipenv -ENV LC_ALL=C.UTF-8 LANG=C.UTF-8 - -COPY . /finance -WORKDIR /finance - -RUN make init - -COPY ./docker/data_scraper/crontab /etc/cron.d/scraper-cron -COPY ./docker/data_scraper/entrypoint.sh /usr/bin/entrypoint.sh -COPY ./docker/data_scraper/run-task.sh /usr/bin/run-task -RUN chmod 0644 /etc/cron.d/scraper-cron && crontab /etc/cron.d/scraper-cron -ENTRYPOINT ["entrypoint.sh"] -CMD ["cron", "-f"] diff --git a/docker/data_scraper/crontab b/docker/data_scraper/crontab deleted file mode 100644 index 00da2cf..0000000 --- a/docker/data_scraper/crontab +++ /dev/null @@ -1,4 +0,0 @@ -0 19 * * 1-5 root cd /finance && run-task make scrape scraper=cboe -0 19 * * 1-5 root cd /finance && run-task make scrape scraper=tiingo -0 0 1 * * root cd /finance && run-task make aggregate && run-task make backup - diff --git a/docker/data_scraper/entrypoint.sh b/docker/data_scraper/entrypoint.sh deleted file mode 100755 index 86d1903..0000000 --- a/docker/data_scraper/entrypoint.sh +++ /dev/null @@ -1,5 +0,0 @@ -#!/bin/bash - -# cron does not read env, save it here -env > /root/env -exec "$@" diff --git a/docker/data_scraper/run-task.sh b/docker/data_scraper/run-task.sh deleted file mode 100755 index 6a27025..0000000 --- a/docker/data_scraper/run-task.sh +++ /dev/null @@ -1,4 +0,0 @@ -#!/bin/bash - -# import env vars that were written in entrypoint -env - `cat /root/env` $@ diff --git a/docker/docker-compose.yml b/docker/docker-compose.yml deleted file mode 100644 index 1ef071c..0000000 --- a/docker/docker-compose.yml +++ /dev/null @@ -1,8 +0,0 @@ -version: "3" - -services: - scraper: - image: data_scraper:latest - container_name: data_scraper - volumes: - - ~/finance/data:/finance/data