0001085146-19-002281.txt : 20190814 0001085146-19-002281.hdr.sgml : 20190814 20190814094740 ACCESSION NUMBER: 0001085146-19-002281 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190814 DATE AS OF CHANGE: 20190814 EFFECTIVENESS DATE: 20190814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ELLINGTON MANAGEMENT GROUP LLC CENTRAL INDEX KEY: 0001098490 IRS NUMBER: 061441140 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11539 FILM NUMBER: 191023386 BUSINESS ADDRESS: STREET 1: 53 FOREST AVENUE CITY: OLD GREENWICH STATE: CT ZIP: 06870 BUSINESS PHONE: 2036981200 MAIL ADDRESS: STREET 1: 53 FOREST AVENUE CITY: OLD GREENWICH STATE: CT ZIP: 06870 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001098490 XXXXXXXX 06-30-2019 06-30-2019 false ELLINGTON MANAGEMENT GROUP LLC

53 FOREST AVENUE OLD GREENWICH CT 06870

13F HOLDINGS REPORT 028-11539 N David Rice 203-698-1200 /s/ David Rice Greenwich CT 08-12-2019 0 557 585482 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 21VIANET GROUP INC SPONSORED ADS A 90138A103 149 19100 SH SOLE 19100 0 0 3M CO COM 88579Y101 901 5200 SH SOLE 5200 0 0 58 COM INC SPON ADR REP A 31680Q104 230 3700 SH SOLE 3700 0 0 AARONS INC COM PAR $0.50 002535300 1314 21400 SH SOLE 21400 0 0 ABBVIE INC COM 00287Y109 1098 15100 SH SOLE 15100 0 0 ABEONA THERAPEUTICS INC COM 00289Y107 50 10400 SH SOLE 10400 0 0 ABM INDS INC COM 000957100 200 5000 SH SOLE 5000 0 0 ADOBE INC COM 00724F101 1002 3400 SH SOLE 3400 0 0 ADT INC COM 00090Q103 136 22200 SH SOLE 22200 0 0 AECOM COM 00766T100 443 11700 SH SOLE 11700 0 0 AEGON N V NY REGISTRY SHS 007924103 112 22700 SH SOLE 22700 0 0 AERCAP HOLDINGS NV SHS N00985106 447 8600 SH SOLE 8600 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 264 5900 SH SOLE 5900 0 0 AFFILIATED MANAGERS GROUP IN COM 008252108 405 4400 SH SOLE 4400 0 0 AGCO CORP COM 001084102 566 7300 SH SOLE 7300 0 0 AK STL CORP NOTE 5.000%11/1 001546AP5 11855 11800000 PRN SOLE 11800000 0 0 AK STL HLDG CORP COM 001547108 71 30000 SH SOLE 30000 0 0 AK STL HLDG CORP COM 001547108 3318 1400000 SH Put SOLE 1400000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 577 7200 SH SOLE 7200 0 0 ALASKA AIR GROUP INC COM 011659109 249 3900 SH SOLE 3900 0 0 ALCOA CORP COM 013872106 544 23252 SH SOLE 23252 0 0 ALDEYRA THERAPEUTICS INC COM 01438T106 83 13800 SH SOLE 13800 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 312 13500 SH SOLE 13500 0 0 ALEXANDERS INC COM 014752109 370 1000 SH SOLE 1000 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 240 1700 SH SOLE 1700 0 0 ALIGN TECHNOLOGY INC COM 016255101 246 900 SH SOLE 900 0 0 ALLETE INC COM NEW 018522300 200 2400 SH SOLE 2400 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 617 4400 SH SOLE 4400 0 0 ALLIANT ENERGY CORP COM 018802108 1148 23400 SH SOLE 23400 0 0 ALTERYX INC COM CL A 02156B103 316 2900 SH SOLE 2900 0 0 AMC NETWORKS INC CL A 00164V103 821 15061 SH SOLE 15061 0 0 AMERCO COM 023586100 265 700 SH SOLE 700 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 1029 31546 SH SOLE 31546 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 2218 173837 SH SOLE 173837 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1659 130000 SH Put SOLE 130000 0 0 AMERICAN EXPRESS CO COM 025816109 1049 8500 SH SOLE 8500 0 0 AMERICAN HOMES 4 RENT CL A 02665T306 970 39900 SH SOLE 39900 0 0 AMERICAN OUTDOOR BRANDS CORP COM 02874P103 387 42900 SH SOLE 42900 0 0 AMERICAN WOODMARK CORPORATIO COM 030506109 288 3400 SH SOLE 3400 0 0 AMERIPRISE FINL INC COM 03076C106 450 3100 SH SOLE 3100 0 0 AMERISOURCEBERGEN CORP COM 03073E105 793 9300 SH SOLE 9300 0 0 ANALOG DEVICES INC COM 032654105 350 3100 SH SOLE 3100 0 0 ANTERO RES CORP COM 03674X106 2543 459897 SH SOLE 459897 0 0 ANTERO RES CORP COM 03674X106 2101 380000 SH Call SOLE 380000 0 0 APARTMENT INVT & MGMT CO CL A 03748R754 286 5700 SH SOLE 5700 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 298 18800 SH SOLE 18800 0 0 APPLE INC COM 037833100 1366 6900 SH SOLE 6900 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 228 3700 SH SOLE 3700 0 0 ARCH CAP GROUP LTD ORD G0450A105 304 8200 SH SOLE 8200 0 0 ARCH COAL INC CL A 039380407 245 2600 SH SOLE 2600 0 0 ARCOSA INC COM 039653100 245 6500 SH SOLE 6500 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 3846 559075 SH SOLE 559075 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 253 2600 SH SOLE 2600 0 0 ASSURANT INC COM 04621X108 319 3000 SH SOLE 3000 0 0 ASTEC INDS INC COM 046224101 280 8600 SH SOLE 8600 0 0 ASTRONICS CORP COM 046433108 929 23100 SH SOLE 23100 0 0 AT&T INC COM 00206R102 586 17500 SH Put SOLE 17500 0 0 ATHENE HLDG LTD CL A G0684D107 202 4700 SH SOLE 4700 0 0 AUTODESK INC COM 052769106 375 2300 SH SOLE 2300 0 0 AUTOHOME INC SP ADR RP CL A 05278C107 719 8400 SH SOLE 8400 0 0 AUTOLIV INC COM 052800109 310 4400 SH SOLE 4400 0 0 AVIS BUDGET GROUP INC COM 053774105 2463 70041 SH SOLE 70041 0 0 AVNET INC COM 053807103 403 8900 SH SOLE 8900 0 0 AXA EQUITABLE HLDGS INC COM 054561105 222 10600 SH SOLE 10600 0 0 AZZ INC COM 002474104 221 4800 SH SOLE 4800 0 0 B & G FOODS INC NEW COM 05508R106 520 24980 SH SOLE 24980 0 0 BAKER HUGHES A GE CO CL A 05722G100 227 9200 SH SOLE 9200 0 0 BANCO MACRO SA SPON ADR B 05961W105 678 9300 SH SOLE 9300 0 0 BANK AMER CORP COM 060505104 467 16100 SH SOLE 16100 0 0 BANNER CORP COM NEW 06652V208 309 5700 SH SOLE 5700 0 0 BARRICK GOLD CORPORATION COM 067901108 1452 92100 SH SOLE 92100 0 0 BAUSCH HEALTH COS INC COM 071734107 603 23900 SH SOLE 23900 0 0 BB&T CORP COM 054937107 481 9800 SH SOLE 9800 0 0 BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 169 14900 SH SOLE 14900 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 1558 162152 SH SOLE 162152 0 0 BEIGENE LTD SPONSORED ADR 07725L102 397 3200 SH SOLE 3200 0 0 BENCHMARK ELECTRS INC COM 08160H101 231 9200 SH SOLE 9200 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 341 1600 SH SOLE 1600 0 0 BERRY GLOBAL GROUP INC COM 08579W103 410 7800 SH SOLE 7800 0 0 BGC PARTNERS INC CL A 05541T101 187 35800 SH SOLE 35800 0 0 BIO RAD LABS INC CL A 090572207 219 700 SH SOLE 700 0 0 BIOGEN INC COM 09062X103 889 3800 SH SOLE 3800 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 522 6100 SH SOLE 6100 0 0 BLACK HILLS CORP COM 092113109 328 4200 SH SOLE 4200 0 0 BLOOMIN BRANDS INC COM 094235108 448 23700 SH SOLE 23700 0 0 BLUCORA INC COM 095229100 249 8200 SH SOLE 8200 0 0 BLUEBIRD BIO INC COM 09609G100 229 1800 SH SOLE 1800 0 0 BONANZA CREEK ENERGY INC COM NEW 097793400 326 15600 SH SOLE 15600 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 523 7900 SH SOLE 7900 0 0 BORGWARNER INC COM 099724106 231 5500 SH SOLE 5500 0 0 BOSTON BEER INC CL A 100557107 1360 3600 SH SOLE 3600 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1083 25200 SH SOLE 25200 0 0 BOYD GAMING CORP COM 103304101 380 14105 SH SOLE 14105 0 0 BRIGGS & STRATTON CORP COM 109043109 268 26200 SH SOLE 26200 0 0 BRINKER INTL INC COM 109641100 279 7100 SH SOLE 7100 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 390 8600 SH SOLE 8600 0 0 BRUKER CORP COM 116794108 450 9000 SH SOLE 9000 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 172 10200 SH SOLE 10200 0 0 BURLINGTON STORES INC COM 122017106 2229 13100 SH SOLE 13100 0 0 CABOT OIL & GAS CORP COM 127097103 625 27200 SH SOLE 27200 0 0 CACI INTL INC CL A 127190304 471 2300 SH SOLE 2300 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1754 210000 SH SOLE 210000 0 0 CARDINAL HEALTH INC COM 14149Y108 810 17200 SH SOLE 17200 0 0 CARNIVAL PLC ADR 14365C103 661 14600 SH SOLE 14600 0 0 CARVANA CO CL A 146869102 4145 66200 SH Put SOLE 66200 0 0 CATALENT INC COM 148806102 379 7000 SH SOLE 7000 0 0 CATO CORP NEW CL A 149205106 478 38800 SH SOLE 38800 0 0 CBL & ASSOC PPTYS INC COM 124830100 43 41743 SH SOLE 41743 0 0 CBS CORP NEW CL B 124857202 364 7300 SH SOLE 7300 0 0 CDW CORP COM 12514G108 311 2800 SH SOLE 2800 0 0 CENTENE CORP DEL COM 15135B101 472 9000 SH SOLE 9000 0 0 CENTRAL PUERTO S A SPONSORED ADR 155038201 98 10600 SH SOLE 10600 0 0 CENTURY ALUM CO COM 156431108 74 10700 SH SOLE 10700 0 0 CENTURYLINK INC COM 156700106 5510 468516 SH SOLE 468516 0 0 CF INDS HLDGS INC COM 125269100 234 5000 SH SOLE 5000 0 0 CHARLES RIV LABS INTL INC COM 159864107 497 3500 SH SOLE 3500 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 2568 6500 SH Put SOLE 6500 0 0 CHEMICAL FINL CORP COM 163731102 259 6300 SH SOLE 6300 0 0 CHESAPEAKE ENERGY CORP COM 165167107 858 439985 SH SOLE 439985 0 0 CHESAPEAKE ENERGY CORP COM 165167107 553 283800 SH Put SOLE 283800 0 0 CHEVRON CORP NEW COM 166764100 212 1700 SH SOLE 1700 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 5716 7800 SH SOLE 7800 0 0 CHURCH & DWIGHT INC COM 171340102 1096 15000 SH SOLE 15000 0 0 CHURCHILL DOWNS INC COM 171484108 345 3000 SH SOLE 3000 0 0 CIENA CORP COM NEW 171779309 420 10200 SH SOLE 10200 0 0 CIGNA CORP NEW COM 125523100 488 3100 SH SOLE 3100 0 0 CINCINNATI BELL INC NEW COM NEW 171871502 2442 493293 SH SOLE 493293 0 0 CISION LTD SHS G1992S109 130 11100 SH SOLE 11100 0 0 CITRIX SYS INC COM 177376100 1374 14000 SH SOLE 14000 0 0 COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 261 4200 SH SOLE 4200 0 0 COLONY CAP INC NEW CL A COM 19626G108 86 17200 SH SOLE 17200 0 0 COMERICA INC COM 200340107 232 3200 SH SOLE 3200 0 0 COMMERCIAL METALS CO COM 201723103 527 29500 SH SOLE 29500 0 0 COMMVAULT SYSTEMS INC COM 204166102 208 4200 SH SOLE 4200 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 347 27300 SH SOLE 27300 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 205 7300 SH SOLE 7300 0 0 CONOCOPHILLIPS COM 20825C104 2538 41600 SH SOLE 41600 0 0 CONSOLIDATED EDISON INC COM 209115104 246 2800 SH SOLE 2800 0 0 CONSTELLATION BRANDS INC CL A 21036P108 906 4600 SH SOLE 4600 0 0 CONSTELLIUM NV CL A N22035104 1553 154632 SH SOLE 154632 0 0 CONTAINER STORE GROUP INC COM 210751103 252 34412 SH SOLE 34412 0 0 CONTINENTAL RESOURCES INC COM 212015101 244 5800 SH SOLE 5800 0 0 CONTURA ENERGY INC COM 21241B100 2390 46051 SH SOLE 46051 0 0 COOPER COS INC COM NEW 216648402 371 1100 SH SOLE 1100 0 0 COPA HOLDINGS SA CL A P31076105 263 2700 SH SOLE 2700 0 0 CORBUS PHARMACEUTICALS HLDGS COM 21833P103 167 24100 SH SOLE 24100 0 0 CORE MARK HOLDING CO INC COM 218681104 302 7600 SH SOLE 7600 0 0 COREPOINT LODGING INC COM 21872L104 182 14700 SH SOLE 14700 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 261 4500 SH SOLE 4500 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 3107 18200 SH SOLE 18200 0 0 CRANE CO COM 224399105 217 2600 SH SOLE 2600 0 0 CREDICORP LTD COM G2519Y108 504 2200 SH SOLE 2200 0 0 CREE INC COM 225447101 230 4100 SH SOLE 4100 0 0 CTRIP COM INTL LTD SPONSORED ADS 22943F100 587 15900 SH SOLE 15900 0 0 CUMMINS INC COM 231021106 394 2300 SH SOLE 2300 0 0 CVS HEALTH CORP COM 126650100 779 14300 SH SOLE 14300 0 0 DAVE & BUSTERS ENTMT INC COM 238337109 1643 40600 SH SOLE 40600 0 0 DECKERS OUTDOOR CORP COM 243537107 3361 19100 SH SOLE 19100 0 0 DEERE & CO COM 244199105 348 2100 SH SOLE 2100 0 0 DEL TACO RESTAURANTS INC COM 245496104 544 42400 SH SOLE 42400 0 0 DELL TECHNOLOGIES INC CL C 24703L202 493 9700 SH SOLE 9700 0 0 DELUXE CORP COM 248019101 236 5800 SH SOLE 5800 0 0 DESIGNER BRANDS INC CL A 250565108 3178 165800 SH SOLE 165800 0 0 DHT HOLDINGS INC SHS NEW Y2065G121 212 35800 SH SOLE 35800 0 0 DICKS SPORTING GOODS INC COM 253393102 693 20000 SH SOLE 20000 0 0 DIGITAL TURBINE INC COM NEW 25400W102 214 42800 SH SOLE 42800 0 0 DIPLOMAT PHARMACY INC COM 25456K101 129 21200 SH SOLE 21200 0 0 DISCOVER FINL SVCS COM 254709108 279 3600 SH SOLE 3600 0 0 DISCOVERY INC COM SER A 25470F104 1246 40600 SH SOLE 40600 0 0 DISH NETWORK CORP CL A 25470M109 614 15988 SH SOLE 15988 0 0 DOLLAR TREE INC COM 256746108 2491 23200 SH SOLE 23200 0 0 DOMINOS PIZZA INC COM 25754A201 1197 4300 SH SOLE 4300 0 0 DTE ENERGY CO COM 233331107 281 2200 SH SOLE 2200 0 0 DUKE REALTY CORP COM NEW 264411505 253 8000 SH SOLE 8000 0 0 DULUTH HLDGS INC COM CL B 26443V101 974 71700 SH SOLE 71700 0 0 DUNKIN BRANDS GROUP INC COM 265504100 2063 25900 SH SOLE 25900 0 0 DXC TECHNOLOGY CO COM 23355L106 259 4700 SH SOLE 4700 0 0 E L F BEAUTY INC COM 26856L103 921 65300 SH SOLE 65300 0 0 EAGLE MATERIALS INC COM 26969P108 213 2300 SH SOLE 2300 0 0 EAST WEST BANCORP INC COM 27579R104 281 6000 SH SOLE 6000 0 0 EATON VANCE CORP COM NON VTG 278265103 276 6400 SH SOLE 6400 0 0 EBIX INC COM NEW 278715206 201 4000 SH SOLE 4000 0 0 ECHOSTAR CORP CL A 278768106 270 6100 SH SOLE 6100 0 0 EHEALTH INC COM 28238P109 258 3000 SH SOLE 3000 0 0 ELECTRONIC ARTS INC COM 285512109 314 3100 SH SOLE 3100 0 0 ELEMENT SOLUTIONS INC COM 28618M106 166 16100 SH SOLE 16100 0 0 ELLINGTON FINANCIAL INC COM 28852N109 18483 1028556 SH SOLE 1028556 0 0 ENCANA CORP COM 292505104 726 141600 SH SOLE 141600 0 0 ENDAVA PLC ADS 29260V105 209 5200 SH SOLE 5200 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 2221 57468 SH SOLE 57468 0 0 ENERSYS COM 29275Y102 664 9700 SH SOLE 9700 0 0 ENOVA INTL INC COM 29357K103 355 15400 SH SOLE 15400 0 0 ENPHASE ENERGY INC COM 29355A107 290 15900 SH SOLE 15900 0 0 ENTEGRIS INC COM 29362U104 209 5600 SH SOLE 5600 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 90 15600 SH SOLE 15600 0 0 EPLUS INC COM 294268107 214 3100 SH SOLE 3100 0 0 EQT CORP COM 26884L109 1156 73100 SH SOLE 73100 0 0 EQUIFAX INC COM 294429105 2002 14800 SH SOLE 14800 0 0 EQUINIX INC COM 29444U700 303 600 SH SOLE 600 0 0 EQUINOR ASA SPONSORED ADR 29446M102 524 26500 SH SOLE 26500 0 0 ESSENT GROUP LTD COM G3198U102 4699 100000 SH Call SOLE 100000 0 0 ESSENT GROUP LTD COM G3198U102 7716 164200 SH SOLE 164200 0 0 ETSY INC COM 29786A106 1246 20300 SH SOLE 20300 0 0 EURONAV NV ANTWERPEN SHS B38564108 137 14500 SH SOLE 14500 0 0 EVEREST RE GROUP LTD COM G3223R108 395 1600 SH SOLE 1600 0 0 EVERGY INC COM 30034W106 217 3600 SH SOLE 3600 0 0 EXTREME NETWORKS INC COM 30226D106 214 33100 SH SOLE 33100 0 0 EZCORP INC CL A NON VTG 302301106 100 10600 SH SOLE 10600 0 0 F5 NETWORKS INC COM 315616102 277 1900 SH SOLE 1900 0 0 FACEBOOK INC CL A 30303M102 290 1500 SH SOLE 1500 0 0 FACTSET RESH SYS INC COM 303075105 315 1100 SH SOLE 1100 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 206 1600 SH SOLE 1600 0 0 FGL HLDGS ORD SHS G3402M102 86 10200 SH SOLE 10200 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 379 9400 SH SOLE 9400 0 0 FIRST AMERN FINL CORP COM 31847R102 242 4500 SH SOLE 4500 0 0 FIRST BANCORP P R COM NEW 318672706 170 15400 SH SOLE 15400 0 0 FIRST HORIZON NATL CORP COM 320517105 735 49200 SH SOLE 49200 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 345 9400 SH SOLE 9400 0 0 FISERV INC COM 337738108 346 3800 SH SOLE 3800 0 0 FIVE BELOW INC COM 33829M101 960 8000 SH SOLE 8000 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 477 1700 SH SOLE 1700 0 0 FLOWSERVE CORP COM 34354P105 216 4100 SH SOLE 4100 0 0 FLUENT INC COM 34380C102 209 38900 SH SOLE 38900 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 251 13300 SH SOLE 13300 0 0 FORD MTR CO DEL COM 345370860 1104 107900 SH SOLE 107900 0 0 FORD MTR CO DEL COM 345370860 7980 780000 SH Put SOLE 780000 0 0 FORTINET INC COM 34959E109 453 5900 SH SOLE 5900 0 0 FOSSIL GROUP INC COM 34988V106 273 23700 SH SOLE 23700 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 284 10400 SH SOLE 10400 0 0 FRONT YD RESIDENTIAL CORP COM 35904G107 3519 287955 SH SOLE 287955 0 0 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1522 870000 SH Put SOLE 870000 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 433 11100 SH SOLE 11100 0 0 GARMIN LTD SHS H2906T109 1261 15800 SH SOLE 15800 0 0 GENERAC HLDGS INC COM 368736104 201 2900 SH SOLE 2900 0 0 GENTHERM INC COM 37253A103 276 6600 SH SOLE 6600 0 0 GENUINE PARTS CO COM 372460105 280 2700 SH SOLE 2700 0 0 GEO GROUP INC NEW COM 36162J106 357 17000 SH SOLE 17000 0 0 GEO GROUP INC NEW COM 36162J106 7879 375000 SH Put SOLE 375000 0 0 GEOPARK LTD USD SHS G38327105 254 13700 SH SOLE 13700 0 0 GLU MOBILE INC COM 379890106 197 27500 SH SOLE 27500 0 0 GMS INC COM 36251C103 235 10700 SH SOLE 10700 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 5486 358539 SH SOLE 358539 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 196 14000 SH SOLE 14000 0 0 GRAY TELEVISION INC COM 389375106 3631 221544 SH SOLE 221544 0 0 GREAT AJAX CORP COM 38983D300 965 68902 SH SOLE 68902 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 394 35700 SH SOLE 35700 0 0 GRUBHUB INC COM 400110102 3276 42000 SH SOLE 42000 0 0 GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 1221 34400 SH SOLE 34400 0 0 GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 440 55900 SH SOLE 55900 0 0 HANESBRANDS INC COM 410345102 828 48074 SH SOLE 48074 0 0 HANOVER INS GROUP INC COM 410867105 1296 10100 SH SOLE 10100 0 0 HARRIS CORP DEL COM 413875105 643 3400 SH SOLE 3400 0 0 HAWAIIAN HOLDINGS INC COM 419879101 886 32300 SH SOLE 32300 0 0 HCA HEALTHCARE INC COM 40412C101 284 2100 SH SOLE 2100 0 0 HD SUPPLY HLDGS INC COM 40416M105 1128 28000 SH SOLE 28000 0 0 HDFC BANK LTD SPONSORED ADS 40415F101 247 1900 SH SOLE 1900 0 0 HEARTLAND FINL USA INC COM 42234Q102 340 7600 SH SOLE 7600 0 0 HEICO CORP NEW CL A 422806208 569 5500 SH SOLE 5500 0 0 HEICO CORP NEW COM 422806109 201 1500 SH SOLE 1500 0 0 HELEN OF TROY CORP LTD COM G4388N106 666 5100 SH SOLE 5100 0 0 HELMERICH & PAYNE INC COM 423452101 263 5200 SH SOLE 5200 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 2138 50000 SH Put SOLE 50000 0 0 HERITAGE INS HLDGS INC COM 42727J102 183 11900 SH SOLE 11900 0 0 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 184 11100 SH SOLE 11100 0 0 HERTZ GLOBAL HLDGS INC COM 42806J106 2444 153161 SH SOLE 153161 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 547 5600 SH SOLE 5600 0 0 HOSTESS BRANDS INC CL A 44109J106 1512 104700 SH SOLE 104700 0 0 HOULIHAN LOKEY INC CL A 441593100 307 6900 SH SOLE 6900 0 0 HUBBELL INC COM 443510607 691 5300 SH SOLE 5300 0 0 HUBSPOT INC COM 443573100 443 2600 SH SOLE 2600 0 0 HUDSON PAC PPTYS INC COM 444097109 329 9900 SH SOLE 9900 0 0 HUMANA INC COM 444859102 557 2100 SH SOLE 2100 0 0 HUNT COS FIN TR INC COM 44558T100 973 285344 SH SOLE 285344 0 0 ICICI BK LTD ADR 45104G104 611 48500 SH SOLE 48500 0 0 ILLUMINA INC COM 452327109 258 700 SH SOLE 700 0 0 IMPAC MTG HLDGS INC COM NEW 45254P508 161 51900 SH SOLE 51900 0 0 INCYTE CORP COM 45337C102 476 5600 SH SOLE 5600 0 0 INSIGHT ENTERPRISES INC COM 45765U103 407 7000 SH SOLE 7000 0 0 INSTRUCTURE INC COM 45781U103 485 11400 SH SOLE 11400 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 645 7500 SH SOLE 7500 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 391 30140 SH SOLE 30140 0 0 INTUIT COM 461202103 3450 13200 SH SOLE 13200 0 0 INVITATION HOMES INC COM 46187W107 1272 47600 SH SOLE 47600 0 0 IQVIA HLDGS INC COM 46266C105 370 2300 SH SOLE 2300 0 0 IRON MTN INC NEW COM 46284V101 906 28950 SH SOLE 28950 0 0 J2 GLOBAL INC COM 48123V102 222 2500 SH SOLE 2500 0 0 JABIL INC COM 466313103 265 8400 SH SOLE 8400 0 0 JOHNSON & JOHNSON COM 478160104 627 4500 SH SOLE 4500 0 0 K12 INC COM 48273U102 371 12200 SH SOLE 12200 0 0 KELLOGG CO COM 487836108 546 10200 SH SOLE 10200 0 0 KEMET CORP COM NEW 488360207 1138 60500 SH SOLE 60500 0 0 KEYCORP NEW COM 493267108 772 43500 SH SOLE 43500 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 799 8900 SH SOLE 8900 0 0 KIMCO RLTY CORP COM 49446R109 281 15200 SH SOLE 15200 0 0 KOHLS CORP COM 500255104 4042 85000 SH SOLE 85000 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 122 11000 SH SOLE 11000 0 0 KORN FERRY COM NEW 500643200 429 10700 SH SOLE 10700 0 0 KOSMOS ENERGY LTD COM 500688106 104 16600 SH SOLE 16600 0 0 L BRANDS INC COM 501797104 6950 266300 SH SOLE 266300 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 415 2400 SH SOLE 2400 0 0 LANDSTAR SYS INC COM 515098101 335 3100 SH SOLE 3100 0 0 LEIDOS HLDGS INC COM 525327102 232 2900 SH SOLE 2900 0 0 LENNAR CORP CL A 526057104 1717 35423 SH SOLE 35423 0 0 LGI HOMES INC COM 50187T106 521 7300 SH Put SOLE 7300 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 275 22200 SH SOLE 22200 0 0 LIFE STORAGE INC COM 53223X107 219 2300 SH SOLE 2300 0 0 LINCOLN NATL CORP IND COM 534187109 561 8700 SH SOLE 8700 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 722 10900 SH SOLE 10900 0 0 LOWES COS INC COM 548661107 5167 51200 SH SOLE 51200 0 0 LULULEMON ATHLETICA INC COM 550021109 1604 8900 SH SOLE 8900 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 545 47200 SH SOLE 47200 0 0 M & T BK CORP COM 55261F104 340 2000 SH SOLE 2000 0 0 MACYS INC COM 55616P104 266 12400 SH SOLE 12400 0 0 MAGNA INTL INC COM 559222401 567 11400 SH SOLE 11400 0 0 MARKETAXESS HLDGS INC COM 57060D108 289 900 SH SOLE 900 0 0 MARRIOTT INTL INC NEW CL A 571903202 365 2600 SH SOLE 2600 0 0 MARTIN MARIETTA MATLS INC COM 573284106 989 4300 SH SOLE 4300 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 449 18800 SH SOLE 18800 0 0 MASIMO CORP COM 574795100 1235 8300 SH SOLE 8300 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 287 4800 SH SOLE 4800 0 0 MCCORMICK & CO INC COM NON VTG 579780206 744 4800 SH SOLE 4800 0 0 MCDERMOTT INTL INC COM 580037703 158 16400 SH SOLE 16400 0 0 MCDONALDS CORP COM 580135101 3239 15600 SH SOLE 15600 0 0 MCKESSON CORP COM 58155Q103 659 4900 SH SOLE 4900 0 0 MEDIFAST INC COM 58470H101 436 3400 SH SOLE 3400 0 0 MEDTRONIC PLC SHS G5960L103 497 5100 SH SOLE 5100 0 0 MELCO RESORTS AND ENTMT LTD ADR 585464100 369 17000 SH SOLE 17000 0 0 MERCADOLIBRE INC COM 58733R102 979 1600 SH SOLE 1600 0 0 MERCK & CO INC COM 58933Y105 218 2600 SH SOLE 2600 0 0 MERCURY GENL CORP NEW COM 589400100 369 5900 SH SOLE 5900 0 0 MGIC INVT CORP WIS COM 552848103 4382 333511 SH SOLE 333511 0 0 MGIC INVT CORP WIS COM 552848103 3269 248800 SH Call SOLE 248800 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2020 70717 SH SOLE 70717 0 0 MILLER HERMAN INC COM 600544100 277 6200 SH SOLE 6200 0 0 MITEK SYS INC COM NEW 606710200 122 12300 SH SOLE 12300 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 157 33100 SH SOLE 33100 0 0 MOBILEIRON INC COM NEW 60739U204 98 15800 SH SOLE 15800 0 0 MOLINA HEALTHCARE INC COM 60855R100 1031 7200 SH SOLE 7200 0 0 MOMO INC ADR 60879B107 240 6700 SH SOLE 6700 0 0 MONDELEZ INTL INC CL A 609207105 1299 24100 SH SOLE 24100 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 638 10000 SH SOLE 10000 0 0 MOSAIC CO NEW COM 61945C103 806 32200 SH SOLE 32200 0 0 MR COOPER GROUP INC COM 62482R107 1602 200014 SH SOLE 200014 0 0 MYLAN N V SHS EURO N59465109 419 22000 SH SOLE 22000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1774 611572 SH SOLE 611572 0 0 NATIONAL GEN HLDGS CORP COM 636220303 218 9500 SH SOLE 9500 0 0 NATIONAL GRID PLC SPONSORED ADR NE 636274409 776 14600 SH SOLE 14600 0 0 NATIONAL VISION HLDGS INC COM 63845R107 1364 44400 SH SOLE 44400 0 0 NAVISTAR INTL CORP NEW COM 63934E108 210 6100 SH SOLE 6100 0 0 NETEASE INC SPONSORED ADR 64110W102 486 1900 SH SOLE 1900 0 0 NETFLIX INC COM 64110L106 4784 13025 SH SOLE 13025 0 0 NETFLIX INC COM 64110L106 10101 27500 SH Call SOLE 27500 0 0 NEW YORK TIMES CO CL A 650111107 2179 66800 SH SOLE 66800 0 0 NEWELL BRANDS INC COM 651229106 715 46400 SH SOLE 46400 0 0 NEWMARK GROUP INC CL A 65158N102 162 18000 SH SOLE 18000 0 0 NEWMONT GOLDCORP CORPORATION COM 651639106 1146 29800 SH SOLE 29800 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 202 2000 SH SOLE 2000 0 0 NEXTERA ENERGY INC COM 65339F101 819 4000 SH SOLE 4000 0 0 NICE LTD SPONSORED ADR 653656108 354 2584 SH SOLE 2584 0 0 NISOURCE INC COM 65473P105 311 10800 SH SOLE 10800 0 0 NOBLE CORP PLC SHS USD G65431101 646 345357 SH SOLE 345357 0 0 NOBLE ENERGY INC COM 655044105 876 39100 SH SOLE 39100 0 0 NOMAD FOODS LTD USD ORD SHS G6564A105 218 10200 SH SOLE 10200 0 0 NOVOCURE LTD ORD SHS G6674U108 537 8500 SH SOLE 8500 0 0 NRG ENERGY INC COM NEW 629377508 1282 36510 SH SOLE 36510 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 235 14700 SH SOLE 14700 0 0 NUCOR CORP COM 670346105 347 6300 SH SOLE 6300 0 0 NVIDIA CORP COM 67066G104 263 1600 SH SOLE 1600 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1145 3100 SH SOLE 3100 0 0 OASIS PETE INC NEW COM 674215108 2239 394106 SH SOLE 394106 0 0 OLIN CORP COM PAR $1 680665205 1472 67198 SH SOLE 67198 0 0 OLLIES BARGAIN OUTLT HLDGS I COM 681116109 2404 27600 SH SOLE 27600 0 0 OSHKOSH CORP COM 688239201 584 7000 SH SOLE 7000 0 0 OUTFRONT MEDIA INC COM 69007J106 242 9400 SH SOLE 9400 0 0 OWENS CORNING NEW COM 690742101 547 9400 SH SOLE 9400 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 192 11500 SH SOLE 11500 0 0 PARK HOTELS RESORTS INC COM 700517105 1180 42800 SH SOLE 42800 0 0 PARTY CITY HOLDCO INC COM 702149105 405 55200 SH SOLE 55200 0 0 PATTERSON UTI ENERGY INC COM 703481101 283 24600 SH SOLE 24600 0 0 PAYLOCITY HLDG CORP COM 70438V106 263 2800 SH SOLE 2800 0 0 PAYPAL HLDGS INC COM 70450Y103 275 2400 SH SOLE 2400 0 0 PAYSIGN INC COM 70451A104 297 22200 SH SOLE 22200 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 499 17700 SH SOLE 17700 0 0 PENNYMAC FINL SVCS INC COM 70932M107 3101 139800 SH SOLE 139800 0 0 PENNYMAC MTG INVT TR COM 70931T103 1914 87685 SH SOLE 87685 0 0 PENUMBRA INC COM 70975L107 208 1300 SH SOLE 1300 0 0 PEPSICO INC COM 713448108 393 3000 SH SOLE 3000 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 412 10300 SH SOLE 10300 0 0 PERRIGO CO PLC SHS G97822103 224 4700 SH SOLE 4700 0 0 PHILLIPS 66 COM 718546104 440 4700 SH SOLE 4700 0 0 PHOTRONICS INC COM 719405102 123 15000 SH SOLE 15000 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 201 3500 SH SOLE 3500 0 0 PIONEER NAT RES CO COM 723787107 215 1400 SH SOLE 1400 0 0 PITNEY BOWES INC COM 724479100 1652 385935 SH SOLE 385935 0 0 PLAYA HOTELS & RESORTS NV SHS N70544106 90 11700 SH SOLE 11700 0 0 POPULAR INC COM NEW 733174700 233 4300 SH SOLE 4300 0 0 POSCO SPONSORED ADR 693483109 302 5700 SH SOLE 5700 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 580 18300 SH SOLE 18300 0 0 PRIMO WTR CORP COM 74165N105 298 24200 SH SOLE 24200 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 237 4100 SH SOLE 4100 0 0 PROGRESSIVE CORP OHIO COM 743315103 959 12000 SH SOLE 12000 0 0 PROLOGIS INC COM 74340W103 569 7100 SH SOLE 7100 0 0 PROOFPOINT INC COM 743424103 253 2100 SH SOLE 2100 0 0 PROVIDENCE SVC CORP COM 743815102 310 5400 SH SOLE 5400 0 0 PRUDENTIAL FINL INC COM 744320102 222 2200 SH SOLE 2200 0 0 PYXUS INTL INC COM 74737V106 357 23500 SH SOLE 23500 0 0 QUAKER CHEM CORP COM 747316107 223 1100 SH SOLE 1100 0 0 QUDIAN INC ADR 747798106 155 20600 SH SOLE 20600 0 0 QUOTIENT TECHNOLOGY INC COM 749119103 164 15300 SH SOLE 15300 0 0 QURATE RETAIL INC COM SER A 74915M100 1431 115500 SH SOLE 115500 0 0 R1 RCM INC COM 749397105 273 21700 SH SOLE 21700 0 0 RADIAN GROUP INC COM 750236101 6461 282772 SH SOLE 282772 0 0 RADIAN GROUP INC COM 750236101 1703 74500 SH Call SOLE 74500 0 0 RALPH LAUREN CORP CL A 751212101 1533 13500 SH SOLE 13500 0 0 RANGE RES CORP COM 75281A109 198 28300 SH SOLE 28300 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 66 10200 SH SOLE 10200 0 0 RE MAX HLDGS INC CL A 75524W108 354 11500 SH SOLE 11500 0 0 REDWOOD TR INC COM 758075402 6595 398961 SH SOLE 398961 0 0 REGENERON PHARMACEUTICALS COM 75886F107 376 1200 SH SOLE 1200 0 0 REGENXBIO INC COM 75901B107 216 4200 SH SOLE 4200 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 231 1300 SH SOLE 1300 0 0 RESOLUTE FST PRODS INC COM 76117W109 137 19000 SH SOLE 19000 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 2385 34300 SH SOLE 34300 0 0 REXNORD CORP NEW COM 76169B102 224 7400 SH SOLE 7400 0 0 RMR GROUP INC CL A 74967R106 235 5000 SH SOLE 5000 0 0 ROSETTA STONE INC COM 777780107 311 13600 SH SOLE 13600 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 364 3000 SH SOLE 3000 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1058 16100 SH SOLE 16100 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1373 21100 SH SOLE 21100 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 374 28000 SH SOLE 28000 0 0 SANMINA CORPORATION COM 801056102 394 13000 SH SOLE 13000 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 323 13500 SH SOLE 13500 0 0 SAP SE SPON ADR 803054204 643 4700 SH SOLE 4700 0 0 SAREPTA THERAPEUTICS INC COM 803607100 213 1400 SH SOLE 1400 0 0 SCHLUMBERGER LTD COM 806857108 505 12700 SH SOLE 12700 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 346 4000 SH SOLE 4000 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 670 6800 SH SOLE 6800 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 136 16500 SH SOLE 16500 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 228 3100 SH SOLE 3100 0 0 SERVICENOW INC COM 81762P102 604 2200 SH SOLE 2200 0 0 SHAKE SHACK INC CL A 819047101 4895 67800 SH SOLE 67800 0 0 SIMPLY GOOD FOODS CO COM 82900L102 441 18300 SH SOLE 18300 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 2678 53900 SH SOLE 53900 0 0 SKECHERS U S A INC CL A 830566105 888 28200 SH SOLE 28200 0 0 SLM CORP COM 78442P106 164 16900 SH SOLE 16900 0 0 SM ENERGY CO COM 78454L100 839 67000 SH SOLE 67000 0 0 SOUTH JERSEY INDS INC COM 838518108 236 7000 SH SOLE 7000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 157 49800 SH SOLE 49800 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 306 5694 SH SOLE 5694 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 137 15900 SH SOLE 15900 0 0 SPIRIT AIRLS INC COM 848577102 2472 51800 SH SOLE 51800 0 0 SPOTIFY TECHNOLOGY S A SHS L8681T102 2998 20500 SH SOLE 20500 0 0 SPROUTS FMRS MKT INC COM 85208M102 1432 75800 SH SOLE 75800 0 0 SRC ENERGY INC COM 78470V108 57 11500 SH SOLE 11500 0 0 STEEL DYNAMICS INC COM 858119100 483 15986 SH SOLE 15986 0 0 STERLING BANCORP DEL COM 85917A100 398 18700 SH SOLE 18700 0 0 STITCH FIX INC COM CL A 860897107 4085 127700 SH SOLE 127700 0 0 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 162 22900 SH SOLE 22900 0 0 SUN CMNTYS INC COM 866674104 602 4700 SH SOLE 4700 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 241 17600 SH SOLE 17600 0 0 SYMANTEC CORP COM 871503108 611 28100 SH SOLE 28100 0 0 SYNCHRONY FINL COM 87165B103 423 12200 SH SOLE 12200 0 0 SYNOVUS FINL CORP COM NEW 87161C501 459 13100 SH SOLE 13100 0 0 T MOBILE US INC COM 872590104 503 6780 SH SOLE 6780 0 0 TAILORED BRANDS INC COM 87403A107 539 93400 SH SOLE 93400 0 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 396 22400 SH SOLE 22400 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1169 10300 SH SOLE 10300 0 0 TANDEM DIABETES CARE INC COM NEW 875372203 213 3300 SH SOLE 3300 0 0 TAPESTRY INC COM 876030107 7358 231900 SH SOLE 231900 0 0 TARGA RES CORP COM 87612G101 448 11400 SH SOLE 11400 0 0 TAUBMAN CTRS INC COM 876664103 764 18700 SH SOLE 18700 0 0 TE CONNECTIVITY LTD REG SHS H84989104 211 2200 SH SOLE 2200 0 0 TECHNIPFMC PLC COM G87110105 254 9800 SH SOLE 9800 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 438 1600 SH SOLE 1600 0 0 TELEFLEX INC COM 879369106 464 1400 SH SOLE 1400 0 0 TELEFONICA S A SPONSORED ADR 879382208 169 20400 SH SOLE 20400 0 0 TELENAV INC COM 879455103 184 23000 SH SOLE 23000 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 331 10900 SH SOLE 10900 0 0 TEMPUR SEALY INTL INC COM 88023U101 506 6900 SH SOLE 6900 0 0 TENARIS S A SPONSORED ADS 88031M109 326 12400 SH SOLE 12400 0 0 TERNIUM SA SPONSORED ADS 880890108 480 21400 SH SOLE 21400 0 0 TESLA INC COM 88160R101 3509 15700 SH Put SOLE 15700 0 0 TETRA TECH INC NEW COM 88162G103 424 5400 SH SOLE 5400 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 1472 159480 SH SOLE 159480 0 0 TEXAS ROADHOUSE INC COM 882681109 553 10300 SH SOLE 10300 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 529 1800 SH SOLE 1800 0 0 THIRD PT REINS LTD COM G8827U100 153 14800 SH SOLE 14800 0 0 TILLYS INC CL A 886885102 131 17154 SH SOLE 17154 0 0 TIVO CORP COM 88870P106 116 15700 SH SOLE 15700 0 0 TJX COS INC NEW COM 872540109 3141 59400 SH SOLE 59400 0 0 TOLL BROTHERS INC COM 889478103 2165 59108 SH SOLE 59108 0 0 TPG RE FIN TR INC COM 87266M107 1096 56829 SH SOLE 56829 0 0 TRACTOR SUPPLY CO COM 892356106 2698 24800 SH SOLE 24800 0 0 TRANSDIGM GROUP INC COM 893641100 19834 41000 SH Put SOLE 41000 0 0 TRINSEO S A SHS L9340P101 301 7100 SH SOLE 7100 0 0 TRIPADVISOR INC COM 896945201 435 9400 SH SOLE 9400 0 0 TRIUMPH GROUP INC NEW COM 896818101 318 13900 SH SOLE 13900 0 0 TRONOX HOLDINGS PLC SHS G9087Q102 261 20443 SH SOLE 20443 0 0 TTEC HLDGS INC COM 89854H102 303 6500 SH SOLE 6500 0 0 UGI CORP NEW COM 902681105 272 5100 SH SOLE 5100 0 0 ULTA BEAUTY INC COM 90384S303 3330 9600 SH SOLE 9600 0 0 UNIFIRST CORP MASS COM 904708104 302 1600 SH SOLE 1600 0 0 UNISYS CORP COM NEW 909214306 148 15200 SH SOLE 15200 0 0 UNITED CONTL HLDGS INC COM 910047109 3668 41900 SH SOLE 41900 0 0 UNITED RENTALS INC COM 911363109 2202 16600 SH SOLE 16600 0 0 UNITED STATES STL CORP NEW COM 912909108 4333 283000 SH Put SOLE 283000 0 0 UNITI GROUP INC COM 91325V108 1968 207110 SH SOLE 207110 0 0 UNITI GROUP INC COM 91325V108 542 57000 SH Put SOLE 57000 0 0 UNITY BIOTECHNOLOGY INC COM 91381U101 103 10800 SH SOLE 10800 0 0 UNIVERSAL CORP VA COM 913456109 438 7200 SH SOLE 7200 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 226 1200 SH SOLE 1200 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 352 2700 SH SOLE 2700 0 0 UNUM GROUP COM 91529Y106 342 10200 SH SOLE 10200 0 0 US BANCORP DEL COM NEW 902973304 320 6100 SH SOLE 6100 0 0 V F CORP COM 918204108 6665 76300 SH SOLE 76300 0 0 VAIL RESORTS INC COM 91879Q109 1585 7100 SH SOLE 7100 0 0 VALE S A SPONSORED ADS 91912E105 1068 79500 SH SOLE 79500 0 0 VALLEY NATL BANCORP COM 919794107 144 13400 SH SOLE 13400 0 0 VEECO INSTRS INC DEL COM 922417100 131 10700 SH SOLE 10700 0 0 VENTAS INC COM 92276F100 540 7900 SH SOLE 7900 0 0 VEONEER INCORPORATED COM 92336X109 177 10200 SH SOLE 10200 0 0 VEREIT INC COM 92339V100 920 102100 SH SOLE 102100 0 0 VERINT SYS INC COM 92343X100 231 4300 SH SOLE 4300 0 0 VERRA MOBILITY CORP COM 92511U102 145 11100 SH SOLE 11100 0 0 VIACOM INC NEW CL B 92553P201 556 18600 SH SOLE 18600 0 0 VIAVI SOLUTIONS INC COM 925550105 237 17800 SH SOLE 17800 0 0 VICI PPTYS INC COM 925652109 500 22700 SH SOLE 22700 0 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 88 10200 SH SOLE 10200 0 0 VISTA OUTDOOR INC COM 928377100 301 33900 SH SOLE 33900 0 0 VMWARE INC CL A COM 928563402 1321 7900 SH SOLE 7900 0 0 VULCAN MATLS CO COM 929160109 426 3100 SH SOLE 3100 0 0 W & T OFFSHORE INC COM 92922P106 210 42300 SH SOLE 42300 0 0 WABASH NATL CORP COM 929566107 163 10000 SH SOLE 10000 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1596 29200 SH SOLE 29200 0 0 WALMART INC COM 931142103 4486 40600 SH SOLE 40600 0 0 WASTE MGMT INC DEL COM 94106L109 208 1800 SH SOLE 1800 0 0 WAYFAIR INC CL A 94419L101 3416 23400 SH SOLE 23400 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 2962 155100 SH SOLE 155100 0 0 WESTERN ALLIANCE BANCORP COM 957638109 550 12300 SH SOLE 12300 0 0 WESTLAKE CHEM CORP COM 960413102 646 9300 SH SOLE 9300 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 33777 34672000 PRN SOLE 34672000 0 0 WILEY JOHN & SONS INC CL A 968223206 225 4900 SH SOLE 4900 0 0 WILLIAMS COS INC DEL COM 969457100 575 20500 SH SOLE 20500 0 0 WILLIAMS SONOMA INC COM 969904101 5194 79900 SH SOLE 79900 0 0 WINGSTOP INC COM 974155103 2890 30500 SH SOLE 30500 0 0 WINTRUST FINL CORP COM 97650W108 351 4800 SH SOLE 4800 0 0 WIX COM LTD SHS M98068105 1137 8000 SH SOLE 8000 0 0 WPX ENERGY INC COM 98212B103 419 36400 SH SOLE 36400 0 0 WSFS FINL CORP COM 929328102 215 5200 SH SOLE 5200 0 0 WYNDHAM HOTELS & RESORTS INC COM 98311A105 613 11000 SH SOLE 11000 0 0 WYNN RESORTS LTD COM 983134107 1940 15649 SH SOLE 15649 0 0 XCEL ENERGY INC COM 98389B100 220 3700 SH SOLE 3700 0 0 YANDEX N V SHS CLASS A N97284108 429 11300 SH SOLE 11300 0 0 YUM BRANDS INC COM 988498101 974 8800 SH SOLE 8800 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 398 1900 SH SOLE 1900 0 0 ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 398 20800 SH SOLE 20800 0 0 ZUMIEZ INC COM 989817101 603 23100 SH SOLE 23100 0 0