0001104659-18-033264.txt : 20180515
0001104659-18-033264.hdr.sgml : 20180515
20180515090035
ACCESSION NUMBER: 0001104659-18-033264
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180331
FILED AS OF DATE: 20180515
DATE AS OF CHANGE: 20180515
EFFECTIVENESS DATE: 20180515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Magnetar Financial LLC
CENTRAL INDEX KEY: 0001352851
IRS NUMBER: 043818748
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11800
FILM NUMBER: 18833369
BUSINESS ADDRESS:
STREET 1: 1603 ORRINGTON AVE.
STREET 2: 13TH FLOOR
CITY: EVANSTON
STATE: IL
ZIP: 60201
BUSINESS PHONE: (847)905-4400
MAIL ADDRESS:
STREET 1: 1603 ORRINGTON AVE.
STREET 2: 13TH FLOOR
CITY: EVANSTON
STATE: IL
ZIP: 60201
13F-HR
1
primary_doc.xml
13F-HR
LIVE
0001352851
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03-31-2018
03-31-2018
false
Magnetar Financial LLC
1603 ORRINGTON AVE.
13TH FLOOR
EVANSTON
IL
60201
13F HOLDINGS REPORT
028-11800
Y
CONFIDENTIAL MATERIAL APPEARING IN THIS DOCUMENT HAS BEEN OMITTED AND FILED SEPARATELY WITH THE SECURITIES AND EXCHANGE COMMISSION IN ACCORDANCE WITH THE SECURITIES EXCHANGE ACT OF 1934, AS AMENDED, AND RULE 24B-2 PROMULGATED THEREUNDER.
MICHAEL TURRO
Chief Compliance Officer
847-905-4690
MICHAEL TURRO
EVANSTON
IL
05-15-2018
1
551
3970916
true
1
0001520339
028-14458
MTP Energy Management LLC
INFORMATION TABLE
2
a18-13438_1informationtable.xml
INFORMATION TABLE
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SH
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1409
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0
AAR CORP
COM
000361105
313
7086
SH
SOLE
7086
0
0
AARONS INC
COM PAR $0.50
002535300
374
8025
SH
SOLE
8025
0
0
ABBVIE INC
COM
00287Y109
1377
14550
SH
SOLE
14550
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
368
5452
SH
SOLE
5452
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
305
30386
SH
SOLE
30386
0
0
AFLAC INC
COM
001055102
858
19614
SH
SOLE
19614
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
1729
25847
SH
SOLE
25847
0
0
AGNICO EAGLE MINES LTD
COM
008474108
466
11069
SH
SOLE
11069
0
0
AGREE REALTY CORP
COM
008492100
363
7561
SH
SOLE
7561
0
0
AIR PRODS & CHEMS INC
COM
009158106
687
4320
SH
SOLE
4320
0
0
AK STL HLDG CORP
COM
001547108
58
12759
SH
SOLE
12759
0
0
AKORN INC
COM
009728106
38166
2039865
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SOLE
2039865
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0
ALEXANDRIA REAL ESTATE EQ IN
COM
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255
2040
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ALGONQUIN PWR UTILS CORP
COM
015857105
726
73300
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73300
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0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
569
24047
SH
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24047
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0
ALLETE INC
COM NEW
018522300
695
9614
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SOLE
9614
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ALLSTATE CORP
COM
020002101
332
3501
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3501
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COM
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548
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SOLE
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0
ALPHABET INC
CAP STK CL C
02079K107
281
272
SH
SOLE
272
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0
ALPHABET INC
CAP STK CL A
02079K305
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0
AMAZON COM INC
COM
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1236
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AMDOCS LTD
SHS
G02602103
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COM
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AMERICAN HOMES 4 RENT
CL A
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AMERICAN INTL GROUP INC
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AMERIPRISE FINL INC
COM
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AMETEK INC NEW
COM
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AMKOR TECHNOLOGY INC
COM
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CL A
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COM
032511107
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COM
035710409
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ANSYS INC
COM
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ANTERO RES CORP
COM
03674X106
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ANTHEM INC
COM
036752103
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APOLLO COML REAL EST FIN INC
COM
03762U105
917
50996
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APPLE INC
COM
037833100
433
2582
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2582
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APTARGROUP INC
COM
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11443
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ARAMARK
COM
03852U106
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42286
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ARCH CAP GROUP LTD
ORD
G0450A105
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150199
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0
ARCH COAL INC
CL A
039380407
722
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SOLE
7857
0
0
ARCONIC INC
COM
03965L100
520
22556
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SOLE
22556
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0
ARES COML REAL ESTATE CORP
COM
04013V108
165
13337
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SOLE
13337
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0
ARISTA NETWORKS INC
COM
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1274
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SOLE
1274
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0
ARMOUR RESIDENTIAL REIT INC
COM NEW
042315507
545
23404
SH
SOLE
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0
0
ASCENA RETAIL GROUP INC
COM
04351G101
20
10144
SH
SOLE
10144
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0
ASHLAND GLOBAL HLDGS INC
COM
044186104
910
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AUTOLIV INC
COM
052800109
441
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AUTOMATIC DATA PROCESSING IN
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AUTOZONE INC
COM
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AVERY DENNISON CORP
COM
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AVISTA CORP
COM
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AXALTA COATING SYS LTD
COM
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BALL CORP
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COM
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BANK NEW YORK MELLON CORP
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BAXTER INTL INC
COM
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BB&T CORP
COM
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SOLE
8152
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BCE INC
COM NEW
05534B760
2791
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SOLE
64945
0
0
BECTON DICKINSON & CO
COM
075887109
342
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SOLE
1580
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BERRY GLOBAL GROUP INC
COM
08579W103
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SH
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BEST BUY INC
COM
086516101
2017
28814
SH
SOLE
28814
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BIOSCRIP INC
COM
09069N108
46
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SH
SOLE
18691
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0
BLACK KNIGHT INC
COM
09215C105
292
6202
SH
SOLE
6202
0
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BLACKSTONE MTG TR INC
COM CL A
09257W100
1253
39875
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SOLE
39875
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0
BLUEBIRD BIO INC
COM
09609G100
564
3306
SH
SOLE
3306
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0
BOISE CASCADE CO DEL
COM
09739D100
900
23321
SH
SOLE
23321
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
638
40186
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SOLE
40186
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
1058
27117
SH
SOLE
27117
0
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BROWN & BROWN INC
COM
115236101
1206
47421
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47421
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BUILDERS FIRSTSOURCE INC
COM
12008R107
254
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SH
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12801
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BWX TECHNOLOGIES INC
COM
05605H100
479
7536
SH
SOLE
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0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
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DFND
1
1422666
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CA INC
COM
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SH
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CABOT CORP
COM
127055101
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SH
SOLE
13167
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0
CABOT OIL & GAS CORP
COM
127097103
1846
76980
SH
SOLE
76980
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
655
17806
SH
SOLE
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CAESARS ENTMT CORP
COM
127686103
1652
146812
SH
SOLE
146812
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CANADIAN NAT RES LTD
COM
136385101
1105
35200
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0
CANADIAN NATL RY CO
COM
136375102
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CANADIAN PAC RY LTD
COM
13645T100
364
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SH
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CAPELLA EDUCATION COMPANY
COM
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SH
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CAPITAL ONE FINL CORP
COM
14040H105
247
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SH
SOLE
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0
CAPITOL FED FINL INC
COM
14057J101
160
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SH
SOLE
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0
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CARLISLE COS INC
COM
142339100
564
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SH
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0
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CARNIVAL CORP
UNIT 99/99/9999
143658300
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13225
SH
SOLE
13225
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
785
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SH
SOLE
17783
0
0
CARTER INC
COM
146229109
1927
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SH
SOLE
18509
0
0
CATCHMARK TIMBER TR INC
CL A
14912Y202
258
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SH
SOLE
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0
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CAVIUM INC
COM
14964U108
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SOLE
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CDK GLOBAL INC
COM
12508E101
1987
31378
SH
SOLE
31378
0
0
CDN IMPERIAL BK COMM TORONTO
COM
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SOLE
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0
CDW CORP
COM
12514G108
593
8434
SH
SOLE
8434
0
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CENTENNIAL RESOURCE DEV INC
CL A
15136A102
513
27954
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SOLE
27954
0
0
CENTERPOINT ENERGY INC
COM
15189T107
257
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SH
SOLE
9372
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CENTURY ALUM CO
COM
156431108
248
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SH
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CERNER CORP
COM
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CHECK POINT SOFTWARE TECH LT
ORD
M22465104
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CHEMED CORP NEW
COM
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CHEVRON CORP NEW
COM
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CHICAGO BRIDGE & IRON CO N V
COM
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SH
SOLE
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CHILDRENS PL INC
COM
168905107
389
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SOLE
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CHOICE HOTELS INTL INC
COM
169905106
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SH
SOLE
12115
0
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CHUBB LIMITED
COM
H1467J104
475
3471
SH
SOLE
3471
0
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CHURCHILL DOWNS INC
COM
171484108
297
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SH
SOLE
1219
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CIGNA CORPORATION
COM
125509109
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CIMAREX ENERGY CO
COM
171798101
1532
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SH
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CINTAS CORP
COM
172908105
459
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CISCO SYS INC
COM
17275R102
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CITIGROUP INC
COM NEW
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CITIZENS FINL GROUP INC
COM
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CITRIX SYS INC
COM
177376100
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CLIFTON BANCORP INC
COM
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CME GROUP INC
COM CL A
12572Q105
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COCA COLA CO
COM
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236
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COM NEW
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COHEN & STEERS INC
COM
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342
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COLUMBIA PPTY TR INC
COM NEW
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1239
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COMMSCOPE HLDG CO INC
COM
20337X109
294
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COMPASS MINERALS INTL INC
COM
20451N101
221
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CONAGRA BRANDS INC
COM
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CONSOLIDATED EDISON INC
COM
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CONSTELLATION BRANDS INC
CL A
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COOPER COS INC
COM NEW
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COM
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COM
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COM
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COM
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CSRA INC
COM
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CURTISS WRIGHT CORP
COM
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CVR ENERGY INC
COM
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D R HORTON INC
COM
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DANAHER CORP DEL
COM
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COM
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DAVITA INC
COM
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DECKERS OUTDOOR CORP
COM
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DEL TACO RESTAURANTS INC
COM
245496104
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DELL TECHNOLOGIES INC
COM CL V
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COM
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COM
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DESCARTES SYS GROUP INC
COM
249906108
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NAMEN AKT
D18190898
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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DRIVE SHACK INC
COM
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57
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DUKE ENERGY CORP NEW
COM NEW
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265
3416
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DXC TECHNOLOGY CO
COM
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590
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DYNEGY INC NEW DEL
COM
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DYNEX CAP INC
COM NEW
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94
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0
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EAGLE PHARMACEUTICALS INC
COM
269796108
239
4542
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0
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EAST WEST BANCORP INC
COM
27579R104
208
3328
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SOLE
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0
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EASTERLY GOVT PPTYS INC
COM
27616P103
431
21132
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SOLE
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0
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EASTGROUP PPTY INC
COM
277276101
438
5300
SH
SOLE
5300
0
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EASTMAN CHEM CO
COM
277432100
373
3536
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SOLE
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EBAY INC
COM
278642103
311
7728
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COM
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EL PASO ELEC CO
COM NEW
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SOLE
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ELBIT SYS LTD
ORD
M3760D101
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SOLE
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ELECTRONIC ARTS INC
COM
285512109
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EMCOR GROUP INC
COM
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EMPIRE ST RLTY TR INC
CL A
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COM
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COM
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CL A
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EOG RES INC
COM
26875P101
262
2488
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0
0
EPR PPTYS
COM SH BEN INT
26884U109
229
4137
SH
SOLE
4137
0
0
EQT CORP
COM
26884L109
548
11528
SH
SOLE
11528
0
0
ESSEX PPTY TR INC
COM
297178105
237
983
SH
SOLE
983
0
0
EVEREST RE GROUP LTD
COM
G3223R108
647
2521
SH
SOLE
2521
0
0
EXELIXIS INC
COM
30161Q104
691
31212
SH
SOLE
31212
0
0
EXLSERVICE HOLDINGS INC
COM
302081104
442
7934
SH
SOLE
7934
0
0
EXPEDITORS INTL WASH INC
COM
302130109
606
9579
SH
SOLE
9579
0
0
EXPRESS INC
COM
30219E103
236
32906
SH
SOLE
32906
0
0
EXTERRAN CORP
COM
30227H106
46926
1757544
SH
DFND
1
1757544
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
394
4514
SH
SOLE
4514
0
0
EXTRACTION OIL AND GAS INC
COM
30227M105
449
39191
SH
SOLE
39191
0
0
EXXON MOBIL CORP
COM
30231G102
843
11300
SH
SOLE
11300
0
0
F M C CORP
COM NEW
302491303
1033
13497
SH
SOLE
13497
0
0
F5 NETWORKS INC
COM
315616102
291
2009
SH
SOLE
2009
0
0
FACEBOOK INC
CL A
30303M102
2271
14212
SH
SOLE
14212
0
0
FASTENAL CO
COM
311900104
731
13396
SH
SOLE
13396
0
0
FERRO CORP
COM
315405100
425
18316
SH
SOLE
18316
0
0
FERROGLOBE PLC
SHS
G33856108
1553
144690
SH
SOLE
144690
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
896
9309
SH
SOLE
9309
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
5280
330000
SH
SOLE
330000
0
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
539
18442
SH
SOLE
18442
0
0
FIRSTCASH INC
COM
33767D105
475
5845
SH
SOLE
5845
0
0
FISERV INC
COM
337738108
1078
15114
SH
SOLE
15114
0
0
FLEX LTD
ORD
Y2573F102
3192
195472
SH
SOLE
195472
0
0
FOREST CITY RLTY TR INC
COM CL A
345605109
201
9929
SH
SOLE
9929
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
538
9143
SH
SOLE
9143
0
0
FRANCO NEVADA CORP
COM
351858105
2681
39205
SH
SOLE
39205
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
241
13693
SH
SOLE
13693
0
0
FRESH DEL MONTE PRODUCE INC
ORD
G36738105
332
7330
SH
SOLE
7330
0
0
FTI CONSULTING INC
COM
302941109
226
4659
SH
SOLE
4659
0
0
FUNKO INC
COM CL A
361008105
1519
185000
SH
SOLE
185000
0
0
GAP INC DEL
COM
364760108
1274
40834
SH
SOLE
40834
0
0
GARMIN LTD
SHS
H2906T109
1902
32272
SH
SOLE
32272
0
0
GENER8 MARITIME INC
COM
Y26889108
5074
898028
SH
SOLE
898028
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
69637
2352586
SH
SOLE
2352586
0
0
GENERAL MTRS CO
COM
37045V100
1587
43677
SH
SOLE
43677
0
0
GGP INC
COM
36174X101
13504
660030
SH
SOLE
660030
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
441
15300
SH
SOLE
15300
0
0
GILEAD SCIENCES INC
COM
375558103
404
5358
SH
SOLE
5358
0
0
GLOBAL PMTS INC
COM
37940X102
276
2472
SH
SOLE
2472
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
639
23363
SH
SOLE
23363
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
303
1205
SH
SOLE
1205
0
0
GOLUB CAP BDC INC
COM
38173M102
566
31657
SH
SOLE
31657
0
0
GRACE W R & CO DEL NEW
COM
38388F108
342
5589
SH
SOLE
5589
0
0
GRAMERCY PPTY TR
COM NEW
385002308
341
15707
SH
SOLE
15707
0
0
GREIF INC
CL A
397624107
368
7040
SH
SOLE
7040
0
0
GROUPE CGI INC
CL A SUB VTG
39945C109
1929
33500
SH
SOLE
33500
0
0
HALLIBURTON CO
COM
406216101
988
21052
SH
SOLE
21052
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
1553
30137
SH
SOLE
30137
0
0
HASBRO INC
COM
418056107
491
5827
SH
SOLE
5827
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
1150
33438
SH
SOLE
33438
0
0
HCA HEALTHCARE INC
COM
40412C101
1694
17461
SH
SOLE
17461
0
0
HEALTHCARE RLTY TR
COM
421946104
330
11904
SH
SOLE
11904
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
273
3140
SH
SOLE
3140
0
0
HELMERICH & PAYNE INC
COM
423452101
1155
17347
SH
SOLE
17347
0
0
HENRY JACK & ASSOC INC
COM
426281101
1347
11138
SH
SOLE
11138
0
0
HERSHEY CO
COM
427866108
1603
16196
SH
SOLE
16196
0
0
HESS CORP
COM
42809H107
439
8675
SH
SOLE
8675
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
313
17842
SH
SOLE
17842
0
0
HIGHWOODS PPTYS INC
COM
431284108
1358
30994
SH
SOLE
30994
0
0
HILTON GRAND VACATIONS INC
COM
43283X105
6453
150000
SH
SOLE
150000
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
1877
23831
SH
SOLE
23831
0
0
HOME DEPOT INC
COM
437076102
1749
9810
SH
SOLE
9810
0
0
HONEYWELL INTL INC
COM
438516106
350
2423
SH
SOLE
2423
0
0
HOVNANIAN ENTERPRISES INC
CL A
442487203
114
62334
SH
SOLE
62334
0
0
HUBBELL INC
COM
443510607
556
4565
SH
SOLE
4565
0
0
HUDBAY MINERALS INC
COM
443628102
93
13214
SH
SOLE
13214
0
0
HUDSON PAC PPTYS INC
COM
444097109
219
6717
SH
SOLE
6717
0
0
HUNT J B TRANS SVCS INC
COM
445658107
1585
13532
SH
SOLE
13532
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
652
43205
SH
SOLE
43205
0
0
HYATT HOTELS CORP
COM CL A
448579102
1466
19221
SH
SOLE
19221
0
0
ICF INTL INC
COM
44925C103
244
4178
SH
SOLE
4178
0
0
IDACORP INC
COM
451107106
415
4696
SH
SOLE
4696
0
0
IDEX CORP
COM
45167R104
797
5594
SH
SOLE
5594
0
0
IHS MARKIT LTD
SHS
G47567105
827
17142
SH
SOLE
17142
0
0
ILLUMINA INC
COM
452327109
202
854
SH
SOLE
854
0
0
IMPERIAL OIL LTD
COM NEW
453038408
1505
56900
SH
SOLE
56900
0
0
INFINITY PPTY & CAS CORP
COM
45665Q103
59497
502510
SH
SOLE
502510
0
0
INGERSOLL-RAND PLC
SHS
G47791101
587
6859
SH
SOLE
6859
0
0
INGEVITY CORP
COM
45688C107
971
13181
SH
SOLE
13181
0
0
INTEL CORP
COM
458140100
409
7849
SH
SOLE
7849
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
494
3608
SH
SOLE
3608
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
302
18448
SH
SOLE
18448
0
0
IQVIA HLDGS INC
COM
46266C105
1863
18990
SH
SOLE
18990
0
0
IRON MTN INC NEW
COM
46284V101
424
12911
SH
SOLE
12911
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
8164
53769
SH
SOLE
53769
0
0
ISTAR INC
COM
45031U101
329
32311
SH
SOLE
32311
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
1220
20619
SH
SOLE
20619
0
0
JETBLUE AIRWAYS CORP
COM
477143101
358
17595
SH
SOLE
17595
0
0
JOHNSON & JOHNSON
COM
478160104
374
2920
SH
SOLE
2920
0
0
JONES LANG LASALLE INC
COM
48020Q107
250
1429
SH
SOLE
1429
0
0
JUNIPER NETWORKS INC
COM
48203R104
334
13742
SH
SOLE
13742
0
0
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
819
8118
SH
SOLE
8118
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
139305
4060200
SH
SOLE
4060200
0
0
KEANE GROUP INC
COM
48669A108
794
53636
SH
SOLE
53636
0
0
KELLOGG CO
COM
487836108
571
8777
SH
SOLE
8777
0
0
KEYCORP NEW
COM
493267108
1167
59685
SH
SOLE
59685
0
0
KIRKLAND LAKE GOLD LTD
COM
49741E100
329
21266
SH
SOLE
21266
0
0
KLA-TENCOR CORP
COM
482480100
520
4774
SH
SOLE
4774
0
0
KLONDEX MNS LTD
COM
498696103
1655
700000
SH
SOLE
700000
0
0
KRAFT HEINZ CO
COM
500754106
2032
32629
SH
SOLE
32629
0
0
LA Z BOY INC
COM
505336107
284
9491
SH
SOLE
9491
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
3724
23021
SH
SOLE
23021
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
348
5470
SH
SOLE
5470
0
0
LAREDO PETROLEUM INC
COM
516806106
573
65838
SH
SOLE
65838
0
0
LAS VEGAS SANDS CORP
COM
517834107
1675
23293
SH
SOLE
23293
0
0
LAYNE CHRISTENSEN CO
COM
521050104
13178
883222
SH
SOLE
883222
0
0
LEAR CORP
COM NEW
521865204
658
3538
SH
SOLE
3538
0
0
LEIDOS HLDGS INC
COM
525327102
1504
22999
SH
SOLE
22999
0
0
LEXINGTON REALTY TRUST
COM
529043101
293
37262
SH
SOLE
37262
0
0
LHC GROUP INC
COM
50187A107
201
3259
SH
SOLE
3259
0
0
LIBERTY EXPEDIA HOLDINGS
SER A COM
53046P109
8237
209702
SH
SOLE
209702
0
0
LIBERTY INTERACTIVE CORP
QVC GP COM SER A
53071M104
1452
57683
SH
SOLE
57683
0
0
LINDSAY CORP
COM
535555106
209
2289
SH
SOLE
2289
0
0
LITTELFUSE INC
COM
537008104
201
965
SH
SOLE
965
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
381
9030
SH
SOLE
9030
0
0
LKQ CORP
COM
501889208
1913
50421
SH
SOLE
50421
0
0
LOCKHEED MARTIN CORP
COM
539830109
938
2777
SH
SOLE
2777
0
0
LOGMEIN INC
COM
54142L109
240
2080
SH
SOLE
2080
0
0
LOWES COS INC
COM
548661107
830
9464
SH
SOLE
9464
0
0
LTC PPTYS INC
COM
502175102
612
16094
SH
SOLE
16094
0
0
LUMENTUM HLDGS INC
COM
55024U109
2090
32765
SH
SOLE
32765
0
0
M & T BK CORP
COM
55261F104
971
5267
SH
SOLE
5267
0
0
MAINSOURCE FINANCIAL GP INC
COM
56062Y102
19991
491772
SH
SOLE
491772
0
0
MANPOWERGROUP INC
COM
56418H100
1071
9301
SH
SOLE
9301
0
0
MARATHON OIL CORP
COM
565849106
219
13570
SH
SOLE
13570
0
0
MARATHON PETE CORP
COM
56585A102
733
10023
SH
SOLE
10023
0
0
MARRIOTT INTL INC NEW
CL A
571903202
315
2319
SH
SOLE
2319
0
0
MARRIOTT VACATIONS WRLDWDE C
COM
57164Y107
364
2734
SH
SOLE
2734
0
0
MARSH & MCLENNAN COS INC
COM
571748102
1271
15385
SH
SOLE
15385
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
1351
64357
SH
SOLE
64357
0
0
MASCO CORP
COM
574599106
516
12767
SH
SOLE
12767
0
0
MATADOR RES CO
COM
576485205
953
31851
SH
SOLE
31851
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
316
2970
SH
SOLE
2970
0
0
MCDERMOTT INTL INC
COM
580037109
1374
225692
SH
SOLE
225692
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
410
31526
SH
SOLE
31526
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
1327
2308
SH
SOLE
2308
0
0
MGIC INVT CORP WIS
COM
552848103
131
10082
SH
SOLE
10082
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
534
8602
SH
SOLE
8602
0
0
MICHAELS COS INC
COM
59408Q106
334
16934
SH
SOLE
16934
0
0
MICROSEMI CORP
COM
595137100
220796
3411550
SH
SOLE
3411550
0
0
MICROSOFT CORP
COM
594918104
509
5573
SH
SOLE
5573
0
0
MID AMER APT CMNTYS INC
COM
59522J103
268
2937
SH
SOLE
2937
0
0
MOHAWK INDS INC
COM
608190104
2237
9631
SH
SOLE
9631
0
0
MONDELEZ INTL INC
CL A
609207105
910
21809
SH
SOLE
21809
0
0
MOODYS CORP
COM
615369105
1314
8145
SH
SOLE
8145
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
1308
12417
SH
SOLE
12417
0
0
MOVADO GROUP INC
COM
624580106
354
9230
SH
SOLE
9230
0
0
MULESOFT INC
CL A
625207105
177351
4032537
SH
SOLE
4032537
0
0
MURPHY OIL CORP
COM
626717102
1455
56316
SH
SOLE
56316
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
448
6661
SH
SOLE
6661
0
0
NEW SR INVT GROUP INC
COM
648691103
86
10468
SH
SOLE
10468
0
0
NEWMARKET CORP
COM
651587107
1281
3189
SH
SOLE
3189
0
0
NEWMONT MINING CORP
COM
651639106
1508
38608
SH
SOLE
38608
0
0
NOBLE ENERGY INC
COM
655044105
294
9708
SH
SOLE
9708
0
0
NORDSTROM INC
COM
655664100
2059
42530
SH
SOLE
42530
0
0
NORFOLK SOUTHERN CORP
COM
655844108
1816
13376
SH
SOLE
13376
0
0
NORTHERN TR CORP
COM
665859104
213
2070
SH
SOLE
2070
0
0
NORTHWESTERN CORP
COM NEW
668074305
333
6188
SH
SOLE
6188
0
0
NUCOR CORP
COM
670346105
898
14705
SH
SOLE
14705
0
0
NXSTAGE MEDICAL INC
COM
67072V103
75986
3056560
SH
SOLE
3056560
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
926
3742
SH
SOLE
3742
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
2362
36361
SH
SOLE
36361
0
0
OCEANEERING INTL INC
COM
675232102
312
16829
SH
SOLE
16829
0
0
OCLARO INC
COM NEW
67555N206
74627
7806162
SH
SOLE
7806162
0
0
ONE GAS INC
COM
68235P108
1098
16632
SH
SOLE
16632
0
0
ORBITAL ATK INC
COM
68557N103
172350
1299676
SH
SOLE
1299676
0
0
OWENS ILL INC
COM NEW
690768403
446
20600
SH
SOLE
20600
0
0
PACKAGING CORP AMER
COM
695156109
978
8676
SH
SOLE
8676
0
0
PAN AMERICAN SILVER CORP
COM
697900108
446
27617
SH
SOLE
27617
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
350
20396
SH
SOLE
20396
0
0
PARAMOUNT GROUP INC
COM
69924R108
482
33858
SH
SOLE
33858
0
0
PARKER HANNIFIN CORP
COM
701094104
239
1400
SH
SOLE
1400
0
0
PARSLEY ENERGY INC
CL A
701877102
74510
2570200
SH
DFND
1
2570200
0
0
PAYCHEX INC
COM
704326107
306
4973
SH
SOLE
4973
0
0
PAYPAL HLDGS INC
COM
70450Y103
505
6650
SH
SOLE
6650
0
0
PDC ENERGY INC
COM
69327R101
1160
23664
SH
SOLE
23664
0
0
PEMBINA PIPELINE CORP
COM
706327103
3070
98500
SH
SOLE
98500
0
0
PEMBINA PIPELINE CORP
COM
706327103
15743
504450
SH
DFND
1
504450
0
0
PEPSICO INC
COM
713448108
534
4888
SH
SOLE
4888
0
0
PERKINELMER INC
COM
714046109
1538
20313
SH
SOLE
20313
0
0
PERRIGO CO PLC
SHS
G97822103
785
9425
SH
SOLE
9425
0
0
PHH CORP
COM NEW
693320202
16527
1579999
SH
SOLE
1579999
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
203
11553
SH
SOLE
11553
0
0
PINNACLE ENTMT INC NEW
COM
72348Y105
46439
1540268
SH
SOLE
1540268
0
0
PINNACLE FOODS INC DEL
COM
72348P104
411
7597
SH
SOLE
7597
0
0
PIONEER NAT RES CO
COM
723787107
1544
8988
SH
SOLE
8988
0
0
PIONEER NAT RES CO
COM
723787107
53308
310329
SH
DFND
1
310329
0
0
PITNEY BOWES INC
COM
724479100
133
12197
SH
SOLE
12197
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
1238
56904
SH
SOLE
56904
0
0
PLEXUS CORP
COM
729132100
292
4887
SH
SOLE
4887
0
0
POLYONE CORP
COM
73179P106
614
14429
SH
SOLE
14429
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
736
18170
SH
SOLE
18170
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
287
3464
SH
SOLE
3464
0
0
PRAXAIR INC
COM
74005P104
2481
17191
SH
SOLE
17191
0
0
PREMIER INC
CL A
74051N102
576
18409
SH
SOLE
18409
0
0
PROCTER AND GAMBLE CO
COM
742718109
632
7971
SH
SOLE
7971
0
0
PROLOGIS INC
COM
74340W103
3104
49270
SH
SOLE
49270
0
0
PRUDENTIAL FINL INC
COM
744320102
355
3428
SH
SOLE
3428
0
0
PUBLIC STORAGE
COM
74460D109
789
3936
SH
SOLE
3936
0
0
QORVO INC
COM
74736K101
912
12948
SH
SOLE
12948
0
0
QUAKER CHEM CORP
COM
747316107
438
2955
SH
SOLE
2955
0
0
QUALCOMM INC
COM
747525103
1360
24540
SH
SOLE
24540
0
0
RAMBUS INC DEL
COM
750917106
157
11712
SH
SOLE
11712
0
0
RAYONIER INC
COM
754907103
621
17664
SH
SOLE
17664
0
0
RAYTHEON CO
COM NEW
755111507
384
1780
SH
SOLE
1780
0
0
RED HAT INC
COM
756577102
324
2168
SH
SOLE
2168
0
0
REGENCY CTRS CORP
COM
758849103
473
8027
SH
SOLE
8027
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
926
6016
SH
SOLE
6016
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
1586
18499
SH
SOLE
18499
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
331
25864
SH
SOLE
25864
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
1060
18622
SH
SOLE
18622
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
188
10615
SH
SOLE
10615
0
0
REXFORD INDL RLTY INC
COM
76169C100
463
16068
SH
SOLE
16068
0
0
RICE MIDSTREAM PARTNERS LP
UNIT LTD PARTN
762819100
4562
252025
SH
DFND
1
252025
0
0
ROCKWELL AUTOMATION INC
COM
773903109
673
3866
SH
SOLE
3866
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
1236
27700
SH
SOLE
27700
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
584
50584
SH
SOLE
50584
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
1453
12338
SH
SOLE
12338
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
35192
537035
SH
DFND
1
537035
0
0
ROYAL GOLD INC
COM
780287108
540
6283
SH
SOLE
6283
0
0
RPC INC
COM
749660106
551
30535
SH
SOLE
30535
0
0
RPM INTL INC
COM
749685103
340
7126
SH
SOLE
7126
0
0
RSP PERMIAN INC
COM
74978Q105
90467
1929758
SH
SOLE
1929758
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
450
27332
SH
SOLE
27332
0
0
SAN JUAN BASIN RTY TR
UNIT BEN INT
798241105
81
10195
SH
SOLE
10195
0
0
SCANA CORP NEW
COM
80589M102
136458
3634037
SH
SOLE
3634037
0
0
SCHLUMBERGER LTD
COM
806857108
305
4702
SH
SOLE
4702
0
0
SEALED AIR CORP NEW
COM
81211K100
301
7035
SH
SOLE
7035
0
0
SELECT INCOME REIT
COM SH BEN INT
81618T100
234
12027
SH
SOLE
12027
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
281
17921
SH
SOLE
17921
0
0
SENSATA TECHNOLOGIES HLDNG P
SHS ADDED
G8060N102
240
4630
SH
SOLE
4630
0
0
SERVICE CORP INTL
COM
817565104
829
21975
SH
SOLE
21975
0
0
SHERWIN WILLIAMS CO
COM
824348106
496
1264
SH
SOLE
1264
0
0
SHIP FINANCE INTERNATIONAL L
SHS
G81075106
2314
161851
SH
SOLE
161851
0
0
SHOE CARNIVAL INC
COM
824889109
209
8782
SH
SOLE
8782
0
0
SHOPIFY INC
CL A
82509L107
361
2899
SH
SOLE
2899
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
1543
10871
SH
SOLE
10871
0
0
SILGAN HOLDINGS INC
COM
827048109
368
13201
SH
SOLE
13201
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
339
2196
SH
SOLE
2196
0
0
SINA CORP
ORD
G81477104
1323
12691
SH
SOLE
12691
0
0
SIRIUS XM HLDGS INC
COM
82968B103
373
59721
SH
SOLE
59721
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1487
14829
SH
SOLE
14829
0
0
SMITH A O
COM
831865209
475
7471
SH
SOLE
7471
0
0
SNAP INC
CL A
83304A106
531
33467
SH
SOLE
33467
0
0
SNAP ON INC
COM
833034101
1580
10711
SH
SOLE
10711
0
0
SOUTHWEST AIRLS CO
COM
844741108
257
4484
SH
SOLE
4484
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
16975
504609
SH
DFND
1
504609
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
851
10166
SH
SOLE
10166
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
150
19305
SH
SOLE
19305
0
0
SPLUNK INC
COM
848637104
898
9123
SH
SOLE
9123
0
0
SPROUTS FMRS MKT INC
COM
85208M102
438
18682
SH
SOLE
18682
0
0
STAG INDL INC
COM
85254J102
291
12186
SH
SOLE
12186
0
0
STANLEY BLACK & DECKER INC
COM
854502101
793
5176
SH
SOLE
5176
0
0
STARS GROUP INC
COM
85570W100
546
19800
SH
SOLE
19800
0
0
STARWOOD PPTY TR INC
COM
85571B105
216
10295
SH
SOLE
10295
0
0
STEEL DYNAMICS INC
COM
858119100
803
18158
SH
SOLE
18158
0
0
STEWART INFORMATION SVCS COR
COM
860372101
52974
1205593
SH
SOLE
1205593
0
0
STRYKER CORP
COM
863667101
294
1830
SH
SOLE
1830
0
0
SUMMIT MATLS INC
CL A
86614U100
879
29034
SH
SOLE
29034
0
0
SUN LIFE FINL INC
COM
866796105
981
23905
SH
SOLE
23905
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
494
58645
SH
SOLE
58645
0
0
SWITCH INC
CL A
87105L104
2851
179200
SH
SOLE
179200
0
0
SYNCHRONY FINL
COM
87165B103
1317
39270
SH
SOLE
39270
0
0
SYNOPSYS INC
COM
871607107
911
10940
SH
SOLE
10940
0
0
SYSCO CORP
COM
871829107
2014
33591
SH
SOLE
33591
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
418
4280
SH
SOLE
4280
0
0
TARGA RES CORP
COM
87612G101
992
22548
SH
SOLE
22548
0
0
TARGET CORP
COM
87612E106
1396
20102
SH
SOLE
20102
0
0
TCP CAP CORP
COM
87238Q103
285
20060
SH
SOLE
20060
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
816
8167
SH
SOLE
8167
0
0
TECHNIPFMC PLC
COM
G87110105
554
18810
SH
SOLE
18810
0
0
TEGNA INC
COM
87901J105
472
41472
SH
SOLE
41472
0
0
TELUS CORP
COM
87971M103
3261
93000
SH
SOLE
93000
0
0
TERRENO RLTY CORP
COM
88146M101
313
9059
SH
SOLE
9059
0
0
TESLA INC
COM
88160R101
2655
9977
SH
SOLE
9977
0
0
TJX COS INC NEW
COM
872540109
1210
14834
SH
SOLE
14834
0
0
TOOTSIE ROLL INDS INC
COM
890516107
771
26193
SH
SOLE
26193
0
0
TORCHMARK CORP
COM
891027104
387
4601
SH
SOLE
4601
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
1646
29033
SH
SOLE
29033
0
0
TOTAL SYS SVCS INC
COM
891906109
755
8755
SH
SOLE
8755
0
0
TPG SPECIALTY LENDING INC
COM
87265K102
277
15534
SH
SOLE
15534
0
0
TRANSCANADA CORP
COM
89353D107
2211
53534
SH
SOLE
53534
0
0
TRANSCANADA CORP
COM
89353D107
91246
2208800
SH
DFND
1
2208800
0
0
TREEHOUSE FOODS INC
COM
89469A104
287
7490
SH
SOLE
7490
0
0
TRIBUNE MEDIA CO
CL A
896047503
144884
3576492
SH
SOLE
3576492
0
0
TRIMBLE INC
COM
896239100
2428
67677
SH
SOLE
67677
0
0
TWITTER INC
COM
90184L102
811
27954
SH
SOLE
27954
0
0
TWO HBRS INVT CORP
COM NEW
90187B408
183
11900
SH
SOLE
11900
0
0
TYSON FOODS INC
CL A
902494103
3586
48989
SH
SOLE
48989
0
0
U S CONCRETE INC
COM NEW
90333L201
502
8318
SH
SOLE
8318
0
0
UBS GROUP AG
SHS
H42097107
531
30040
SH
SOLE
30040
0
0
UNION PAC CORP
COM
907818108
845
6287
SH
SOLE
6287
0
0
UNITED RENTALS INC
COM
911363109
460
2663
SH
SOLE
2663
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
546
4607
SH
SOLE
4607
0
0
UNUM GROUP
COM
91529Y106
228
4780
SH
SOLE
4780
0
0
URBAN OUTFITTERS INC
COM
917047102
376
10174
SH
SOLE
10174
0
0
US BANCORP DEL
COM NEW
902973304
893
17686
SH
SOLE
17686
0
0
US FOODS HLDG CORP
COM
912008109
228
6948
SH
SOLE
6948
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
2500
26944
SH
SOLE
26944
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
191945
2845731
SH
SOLE
2845731
0
0
VANECK VECTORS ETF TR
OIL SVCS ETF
92189F718
30450
1275663
SH
DFND
1
1275663
0
0
VECTOR GROUP LTD
COM
92240M108
410
20129
SH
SOLE
20129
0
0
VECTREN CORP
COM
92240G101
225
3525
SH
SOLE
3525
0
0
VENTAS INC
COM
92276F100
283
5713
SH
SOLE
5713
0
0
VERISIGN INC
COM
92343E102
1585
13366
SH
SOLE
13366
0
0
VERISK ANALYTICS INC
COM
92345Y106
1491
14336
SH
SOLE
14336
0
0
VERMILION ENERGY INC
COM
923725105
853
26497
SH
SOLE
26497
0
0
VIAD CORP
COM NEW
92552R406
204
3883
SH
SOLE
3883
0
0
VICI PPTYS INC
COM ADDED
925652109
2912
158925
SH
SOLE
158925
0
0
VISA INC
COM CL A
92826C839
377
3153
SH
SOLE
3153
0
0
VISTEON CORP
COM NEW
92839U206
270
2446
SH
SOLE
2446
0
0
VONAGE HLDGS CORP
COM
92886T201
163
15347
SH
SOLE
15347
0
0
VULCAN MATLS CO
COM
929160109
364
3189
SH
SOLE
3189
0
0
W & T OFFSHORE INC
COM
92922P106
72
16164
SH
SOLE
16164
0
0
WABCO HLDGS INC
COM
92927K102
270
2018
SH
SOLE
2018
0
0
WALMART INC
COM
931142103
407
4577
SH
SOLE
4577
0
0
WASTE CONNECTIONS INC
COM
94106B101
575
8013
SH
SOLE
8013
0
0
WASTE MGMT INC DEL
COM
94106L109
1525
18123
SH
SOLE
18123
0
0
WATERS CORP
COM
941848103
1876
9442
SH
SOLE
9442
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
704
3638
SH
SOLE
3638
0
0
WELLS FARGO CO NEW
COM
949746101
243
4629
SH
SOLE
4629
0
0
WESCO INTL INC
COM
95082P105
300
4840
SH
SOLE
4840
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
71202
1668660
SH
DFND
1
1668660
0
0
WESTERN UN CO
COM
959802109
563
29255
SH
SOLE
29255
0
0
WESTLAKE CHEM CORP
COM
960413102
753
6772
SH
SOLE
6772
0
0
WGL HLDGS INC
COM
92924F106
184245
2202573
SH
SOLE
2202573
0
0
WHIRLPOOL CORP
COM
963320106
267
1745
SH
SOLE
1745
0
0
WILLIAMS COS INC DEL
COM
969457100
1158
46591
SH
SOLE
46591
0
0
WILLIAMS COS INC DEL
COM
969457100
69173
2782506
SH
DFND
1
2782506
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
1409
9256
SH
SOLE
9256
0
0
WINDSTREAM HLDGS INC
COM NEW
97382A200
162
114921
SH
SOLE
114921
0
0
WORLDPAY INC
CL A ADDED
981558109
892
10846
SH
SOLE
10846
0
0
WPX ENERGY INC
COM
98212B103
1178
79672
SH
SOLE
79672
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
1291
11281
SH
SOLE
11281
0
0
YUM CHINA HLDGS INC
COM
98850P109
452
10895
SH
SOLE
10895
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
1936
56667
SH
SOLE
56667
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
996
9135
SH
SOLE
9135
0
0
ZOETIS INC
CL A
98978V103
1331
15938
SH
SOLE
15938
0
0
ZSCALER INC
COM ADDED
98980G102
842
30000
SH
SOLE
30000
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
52048
35501000
PRN
SOLE
0
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
8202
7000000
PRN
SOLE
0
0
0
BEMIS INC
CALL
081437905
61
100000
SH
Call
SOLE
100000
0
0
CABLE ONE INC
COM
12685J105
332
483
SH
SOLE
483
0
0
CHESAPEAKE ENERGY CORP
NOTE 5.500% 9/1 ADDED
165167CY1
863
1000000
PRN
SOLE
0
0
0
CIGNA CORPORATION
CALL
125509909
481
219700
SH
Call
SOLE
219700
0
0
COMCAST CORP NEW
CALL
20030N901
202
400000
SH
Call
SOLE
400000
0
0
DELL TECHNOLOGIES INC
CALL
24703L903
1800
300000
SH
Call
SOLE
300000
0
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
5980
6200000
PRN
SOLE
0
0
0
EMERSON ELEC CO
CALL
291011904
163
250000
SH
Call
SOLE
250000
0
0
FTS INTERNATIONAL INC
COM ADDED
30283W104
1471
80000
SH
SOLE
80000
0
0
FTS INTERNATIONAL INC
COM ADDED
30283W104
7548
410449
SH
DFND
1
410449
0
0
GENERAL MLS INC
CALL
370334904
4
194400
SH
Call
SOLE
194400
0
0
HORIZON PHARMA INVT LTD
NOTE 2.500% 3/1
44052TAB7
645
700000
PRN
SOLE
0
0
0
INSULET CORP
NOTE 1.250% 9/1
45784PAF8
4771
3079000
PRN
SOLE
0
0
0
IQIYI INC
SPONSORED ADS ADDED
46267X108
8164
525000
SH
SOLE
525000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
20829
11750000
PRN
SOLE
0
0
0
MICROCHIP TECHNOLOGY INC
SDCV 2.250% 2/1 ADDED
595017AH7
3234
2700000
PRN
SOLE
0
0
0
MULESOFT INC
CALL
625207905
4
76100
SH
Call
SOLE
76100
0
0
NATIONAL VISION HLDGS INC
COM
63845R107
8439
261200
SH
SOLE
261200
0
0
NEOVASC INC
COM
64065J106
335
5487842
SH
SOLE
5487842
0
0
NOBLE MIDSTREAM PARTNERS LP
COM UNIT REPST
65506L105
15996
343032
SH
DFND
1
343032
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
1157
700000
PRN
SOLE
0
0
0
PATTERN ENERGY GROUP INC
NOTE 4.000% 7/1
70338PAB6
691
700000
PRN
SOLE
0
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
1126
700000
PRN
SOLE
0
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 5.750%10/1
G81075AF3
716
700000
PRN
SOLE
0
0
0
SPDR S&P 500 ETF TR
PUT
78462F953
435
60000
SH
Put
SOLE
60000
0
0
TUTOR PERINI CORP
NOTE 2.875% 6/1
901109AD0
740
700000
PRN
SOLE
0
0
0
TWO HBRS INVT CORP
NOTE 6.250% 1/1
90187BAA9
729
700000
PRN
SOLE
0
0
0
VANECK VECTORS ETF TR
PUT
92189F956
794
263100
SH
Put
SOLE
263100
0
0
VMWARE INC
CALL
928563902
459
152400
SH
Call
SOLE
152400
0
0
WHITE MTNS INS GROUP LTD
COM
G9618E107
460
559
SH
SOLE
559
0
0
WPX ENERGY INC
PFD SER A CV
98212B202
888
14000
SH
SOLE
14000
0
0
YOGAWORKS INC
COM
986005106
333
119004
SH
SOLE
119004
0
0