Chief Compliance Officer

0001104659-17-032587.txt : 20170515 0001104659-17-032587.hdr.sgml : 20170515 20170515090456 ACCESSION NUMBER: 0001104659-17-032587 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170515 DATE AS OF CHANGE: 20170515 EFFECTIVENESS DATE: 20170515 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: 17841484 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 XXXXXXXX 03-31-2017 03-31-2017 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 05-15-2017 1 704 6288050 true 1 0001520339 028-14458 MTP Energy Management LLC INFORMATION TABLE 2 a17-12969_1informationtable.xml INFORMATION TABLE ABM INDS INC COM 000957100 358 8216 SH SOLE 8216 0 0 ACACIA COMMUNICATIONS INC COM 00401C108 259 4422 SH SOLE 4422 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 255 8480 SH SOLE 8480 0 0 ACLARIS THERAPEUTICS INC COM 00461U105 209 7000 SH SOLE 7000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 226 4536 SH SOLE 4536 0 0 ACUITY BRANDS INC COM 00508Y102 672 3292 SH SOLE 3292 0 0 ADIENT PLC ORD SHS G0084W101 7826 107696 SH SOLE 107696 0 0 ADTRAN INC COM 00738A106 451 21727 SH SOLE 21727 0 0 ADVANTAGE OIL & GAS LTD COM 00765F101 13189 2000000 SH DFND 1 2000000 0 0 AETNA INC NEW COM 00817Y108 2742 21500 SH SOLE 21500 0 0 AFLAC INC COM 001055102 821 11333 SH SOLE 11333 0 0 AG MTG INVT TR INC COM 001228105 346 19184 SH SOLE 19184 0 0 AGRIUM INC COM 008916108 238 2496 SH SOLE 2496 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 4980 83416 SH SOLE 83416 0 0 ALASKA AIR GROUP INC COM 011659109 1375 14911 SH SOLE 14911 0 0 ALBEMARLE CORP COM 012653101 462 4374 SH SOLE 4374 0 0 ALERE INC COM 01449J105 34256 862212 SH SOLE 862212 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1166 10547 SH SOLE 10547 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 342 2823 SH SOLE 2823 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 16175 150000 SH Call SOLE 150000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13155 122000 SH Put SOLE 122000 0 0 ALLEGHANY CORP DEL COM 017175100 1057 1720 SH SOLE 1720 0 0 ALLERGAN PLC SHS G0177J108 339 1419 SH SOLE 1419 0 0 ALLETE INC COM NEW 018522300 490 7239 SH SOLE 7239 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 110001 2071576 SH SOLE 2071576 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 805 63507 SH SOLE 63507 0 0 ALLSTATE CORP COM 020002101 2781 34131 SH SOLE 34131 0 0 ALLY FINL INC COM 02005N100 822 40422 SH SOLE 40422 0 0 ALMOST FAMILY INC COM 020409108 282 5809 SH SOLE 5809 0 0 ALON USA ENERGY INC COM 020520102 1787 146591 SH SOLE 146591 0 0 ALPHABET INC CAP STK CL A 02079K305 1156 1364 SH SOLE 1364 0 0 ALTRA INDL MOTION CORP COM 02208R106 426 10925 SH SOLE 10925 0 0 ALTRIA GROUP INC COM 02209S103 5575 78062 SH SOLE 78062 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 786 25000 SH SOLE 25000 0 0 AMC NETWORKS INC CL A 00164V103 1245 21222 SH SOLE 21222 0 0 AMDOCS LTD SHS G02602103 1060 17385 SH SOLE 17385 0 0 AMERICAN ASSETS TR INC COM 024013104 663 15856 SH SOLE 15856 0 0 AMERICAN EAGLE OUTFITTERS NE COM 002553E06 700 49884 SH SOLE 49884 0 0 AMERICAN EXPRESS CO COM 025816109 1538 19435 SH SOLE 19435 0 0 AMETEK INC NEW COM 031100100 1816 33571 SH SOLE 33571 0 0 AMGEN INC COM 031162100 253 1542 SH SOLE 1542 0 0 AMPHENOL CORP NEW CL A 032095101 298 4184 SH SOLE 4184 0 0 ANADARKO PETE CORP COM 032511107 527 8496 SH SOLE 8496 0 0 ANALOGIC CORP COM PAR $0.05 032657207 228 3010 SH SOLE 3010 0 0 ANNALY CAP MGMT INC COM 035710409 282 25364 SH SOLE 25364 0 0 ANSYS INC COM 03662Q105 221 2064 SH SOLE 2064 0 0 ANTERO RES CORP COM 03674X106 1450 63553 SH SOLE 63553 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 156 28125 SH SOLE 28125 0 0 APOLLO INVT CORP COM 03761U106 121 18484 SH SOLE 18484 0 0 ARAMARK COM 03852U106 1640 44491 SH SOLE 44491 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1042 22637 SH SOLE 22637 0 0 ARCHROCK PARTNERS L P COM UNITS REPSTG 03957U100 7848 457315 SH DFND 1 457315 0 0 ARCONIC INC COM 03965L100 2788 105839 SH SOLE 105839 0 0 ARES CAP CORP COM 04010L103 725 41696 SH SOLE 41696 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 299 13183 SH SOLE 13183 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 99 15540 SH SOLE 15540 0 0 ASHLAND GLOBAL HLDGS INC COM 044186104 865 6983 SH SOLE 6983 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1044 20067 SH SOLE 20067 0 0 ASPEN TECHNOLOGY INC COM 045327103 1432 24304 SH SOLE 24304 0 0 ASTORIA FINL CORP COM 046265104 61686 3007589 SH SOLE 3007589 0 0 AT&T INC COM 00206R102 2167 52160 SH SOLE 52160 0 0 ATHENE HLDG LTD CL A G0684D107 9074 181507 SH SOLE 181507 0 0 ATKORE INTL GROUP INC COM 047649108 275 10455 SH SOLE 10455 0 0 ATLASSIAN CORP PLC CL A G06242104 317 10581 SH SOLE 10581 0 0 ATWOOD OCEANICS INC COM 050095108 164 17218 SH SOLE 17218 0 0 AUTODESK INC COM 052769106 725 8380 SH SOLE 8380 0 0 AUTOLIV INC COM 052800109 1096 10718 SH SOLE 10718 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1046 10216 SH SOLE 10216 0 0 AUTOZONE INC COM 053332102 1002 1386 SH SOLE 1386 0 0 AVEXIS INC COM 05366U100 231 3032 SH SOLE 3032 0 0 AVISTA CORP COM 05379B107 1027 26312 SH SOLE 26312 0 0 AVX CORP NEW COM 002444107 175 10664 SH SOLE 10664 0 0 AXALTA COATING SYS LTD COM G0750C108 6533 202900 SH SOLE 202900 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 315 4705 SH SOLE 4705 0 0 B/E AEROSPACE INC COM 073302101 128495 2004295 SH SOLE 2004295 0 0 BALCHEM CORP COM 057665200 1389 16848 SH SOLE 16848 0 0 BANK MONTREAL QUE COM 063671101 4614 61836 SH SOLE 61836 0 0 BARD C R INC COM 067383109 2705 10882 SH SOLE 10882 0 0 BAXTER INTL INC COM 071813109 1558 30044 SH SOLE 30044 0 0 BB&T CORP COM 054937107 2433 54429 SH SOLE 54429 0 0 BCE INC COM NEW 05534B760 3450 78000 SH SOLE 78000 0 0 BECTON DICKINSON & CO COM 075887109 2943 16044 SH SOLE 16044 0 0 BENCHMARK ELECTRS INC COM 08160H101 494 15523 SH SOLE 15523 0 0 BERKLEY W R CORP COM 084423102 590 8354 SH SOLE 8354 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2469 14814 SH SOLE 14814 0 0 BERRY PLASTICS GROUP INC COM 08579W103 543 11175 SH SOLE 11175 0 0 BGC PARTNERS INC CL A 05541T101 141 12440 SH SOLE 12440 0 0 BIO RAD LABS INC CL A 090572207 435 2182 SH SOLE 2182 0 0 BIO TECHNE CORP COM 09073M104 831 8175 SH SOLE 8175 0 0 BIOGEN INC COM 09062X103 1234 4514 SH SOLE 4514 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1447 16485 SH SOLE 16485 0 0 BIOVERATIV INC COM ADDED 09075E100 273 5017 SH SOLE 5017 0 0 BLACKROCK CAPITAL INVESTMENT COM 092533108 163 21628 SH SOLE 21628 0 0 BLACKSTONE MTG TR INC COM CL A 09257W100 538 17384 SH SOLE 17384 0 0 BLOOMIN BRANDS INC COM 094235108 870 44093 SH SOLE 44093 0 0 BMC STK HLDGS INC COM 05591B109 240 10600 SH SOLE 10600 0 0 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 68460 3738949 SH DFND 1 3738949 0 0 BOEING CO COM 097023105 1037 5863 SH SOLE 5863 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1099 31041 SH SOLE 31041 0 0 BORGWARNER INC COM 099724106 1082 25881 SH SOLE 25881 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1542 62007 SH SOLE 62007 0 0 BRIDGE BANCORP INC COM 108035106 273 7788 SH SOLE 7788 0 0 BRIGHT HORIZONS FAM SOL IN D COM 109194100 291 4019 SH SOLE 4019 0 0 BROADCOM LTD SHS Y09827109 1151 5255 SH SOLE 5255 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 203 2992 SH SOLE 2992 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 103216 8270539 SH SOLE 8270539 0 0 BROWN & BROWN INC COM 115236101 385 9232 SH SOLE 9232 0 0 BROWN FORMAN CORP CL B 115637209 1549 33532 SH SOLE 33532 0 0 BRUKER CORP COM 116794108 669 28666 SH SOLE 28666 0 0 BUNGE LIMITED COM G16962105 2541 32061 SH SOLE 32061 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4618 59755 SH SOLE 59755 0 0 CABELAS INC COM 126804301 49713 936030 SH SOLE 936030 0 0 CABELAS INC COM 126804301 5311 100000 SH Put SOLE 100000 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1464 46621 SH SOLE 46621 0 0 CAE INC COM 124765108 647 42397 SH SOLE 42397 0 0 CALLAWAY GOLF CO COM 131193104 317 28664 SH SOLE 28664 0 0 CAMPBELL SOUP CO COM 134429109 2879 50300 SH SOLE 50300 0 0 CAMPING WORLD HLDGS INC CL A 13462K109 287 8917 SH SOLE 8917 0 0 CAPITAL ONE FINL CORP COM 14040H105 587 6776 SH SOLE 6776 0 0 CAPITOL FED FINL INC COM 14057J101 906 61960 SH SOLE 61960 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 706 67013 SH SOLE 67013 0 0 CARDINAL FINL CORP COM 14149F109 25062 837066 SH SOLE 837066 0 0 CARLISLE COS INC COM 142339100 300 2819 SH SOLE 2819 0 0 CARMAX INC COM 143130102 940 15872 SH SOLE 15872 0 0 CARRIAGE SVCS INC COM 143905107 721 26586 SH SOLE 26586 0 0 CARTER INC COM 146229109 1020 11360 SH SOLE 11360 0 0 CASELLA WASTE SYS INC CL A 147448104 415 29384 SH SOLE 29384 0 0 CASEYS GEN STORES INC COM 147528103 330 2941 SH SOLE 2941 0 0 CATERPILLAR INC DEL COM 149123101 1683 18143 SH SOLE 18143 0 0 CBIZ INC COM 124805102 324 23946 SH SOLE 23946 0 0 CDK GLOBAL INC COM 12508E101 3294 50669 SH SOLE 50669 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 2708 31445 SH SOLE 31445 0 0 CDW CORP COM 12514G108 746 12919 SH SOLE 12919 0 0 CEB INC COM 125134106 124174 1579826 SH SOLE 1579826 0 0 CELANESE CORP DEL COM SER A 150870103 819 9114 SH SOLE 9114 0 0 CENOVUS ENERGY INC COM 15135U109 1695 150000 SH SOLE 150000 0 0 CENOVUS ENERGY INC COM 15135U109 2261 200000 SH Call SOLE 200000 0 0 CENTERPOINT ENERGY INC COM 15189T107 550 19935 SH SOLE 19935 0 0 CERNER CORP COM 156782104 1502 25519 SH SOLE 25519 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 920 2810 SH SOLE 2810 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 32732 100000 SH Call SOLE 100000 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 1246 12138 SH SOLE 12138 0 0 CHEESECAKE FACTORY INC COM 163072101 1470 23193 SH SOLE 23193 0 0 CHEMTURA CORP COM NEW 163893209 102039 3055071 SH SOLE 3055071 0 0 CHEVRON CORP NEW COM 166764100 767 7145 SH SOLE 7145 0 0 CHUBB LIMITED COM H1467J104 1667 12235 SH SOLE 12235 0 0 CHURCHILL DOWNS INC COM 171484108 369 2320 SH SOLE 2320 0 0 CIMAREX ENERGY CO COM 171798101 754 6308 SH SOLE 6308 0 0 CIMAREX ENERGY CO COM 171798101 23898 200000 SH DFND 1 200000 0 0 CINCINNATI FINL CORP COM 172062101 1656 22920 SH SOLE 22920 0 0 CITIZENS FINL GROUP INC COM 174610105 2723 78823 SH SOLE 78823 0 0 CITY OFFICE REIT INC COM 178587101 172 14180 SH SOLE 14180 0 0 CLIFFS NAT RES INC COM 18683K101 256 31218 SH SOLE 31218 0 0 CLOROX CO DEL COM 189054109 1996 14801 SH SOLE 14801 0 0 CME GROUP INC COM 12572Q105 950 7996 SH SOLE 7996 0 0 COACH INC COM 189754104 521 12600 SH SOLE 12600 0 0 COEUR MNG INC COM NEW 192108504 567 70146 SH SOLE 70146 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 726 12203 SH SOLE 12203 0 0 COMCAST CORP NEW CL A 20030N101 1710 45496 SH SOLE 45496 0 0 COMERICA INC COM 200340107 517 7545 SH SOLE 7545 0 0 COMMSCOPE HLDG CO INC COM 20337X109 329 7887 SH SOLE 7887 0 0 COMPASS MINERALS INTL INC COM 20451N101 1698 25020 SH SOLE 25020 0 0 CONAGRA BRANDS INC COM 205887102 1132 28050 SH SOLE 28050 0 0 CONCHO RES INC COM 20605P101 573 4461 SH SOLE 4461 0 0 CONDUENT INC COM 206787103 320 19067 SH SOLE 19067 0 0 CONTINENTAL BLDG PRODS INC COM 211171103 870 35528 SH SOLE 35528 0 0 CONVERGYS CORP COM 212485106 560 26478 SH SOLE 26478 0 0 COOPER COS INC COM NEW 216648402 875 4377 SH SOLE 4377 0 0 CORELOGIC INC COM 21871D103 1124 27605 SH SOLE 27605 0 0 CORNING INC COM 219350105 4505 166862 SH SOLE 166862 0 0 COTIVITI HLDGS INC COM 22164K101 206 4944 SH SOLE 4944 0 0 COTY INC COM CL A 222070203 483 26646 SH SOLE 26646 0 0 COUPA SOFTWARE INC COM 22266L106 292 11481 SH SOLE 11481 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1110 6970 SH SOLE 6970 0 0 CREDICORP LTD COM G2519Y108 1469 8993 SH SOLE 8993 0 0 CREE INC COM 225447101 711 26601 SH SOLE 26601 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 2997 31728 SH SOLE 31728 0 0 CROWN HOLDINGS INC COM 228368106 463 8736 SH SOLE 8736 0 0 CSRA INC COM 12650T104 436 14884 SH SOLE 14884 0 0 CST BRANDS INC COM 12646R105 120134 2498102 SH SOLE 2498102 0 0 CSX CORP COM 126408103 10402 223453 SH SOLE 223453 0 0 CSX CORP COM 126408103 4813 103400 SH Call SOLE 103400 0 0 CUMMINS INC COM 231021106 2064 13652 SH SOLE 13652 0 0 CURTISS WRIGHT CORP COM 231561101 358 3923 SH SOLE 3923 0 0 CVS HEALTH CORP COM 126650100 2555 32554 SH SOLE 32554 0 0 CYS INVTS INC COM 12673A108 93 11721 SH SOLE 11721 0 0 DANA INCORPORATED COM 235825205 442 22895 SH SOLE 22895 0 0 DANAHER CORP DEL COM 235851102 846 9889 SH SOLE 9889 0 0 DARDEN RESTAURANTS INC COM 237194105 949 11347 SH SOLE 11347 0 0 DDR CORP COM 23317H102 1068 85261 SH SOLE 85261 0 0 DEERE & CO COM 244199105 4849 44543 SH SOLE 44543 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 58472 912480 SH SOLE 912480 0 0 DELUXE CORP COM 248019101 500 6932 SH SOLE 6932 0 0 DENNYS CORP COM 24869P104 1457 117805 SH SOLE 117805 0 0 DESCARTES SYS GROUP INC COM 249906108 577 25200 SH SOLE 25200 0 0 DEVON ENERGY CORP NEW COM 25179M103 534 12788 SH SOLE 12788 0 0 DIAMONDBACK ENERGY INC COM 25278X109 256 2473 SH SOLE 2473 0 0 DIAMONDBACK ENERGY INC COM 25278X109 52490 506100 SH DFND 1 506100 0 0 DICKS SPORTING GOODS INC COM 253393102 699 14369 SH SOLE 14369 0 0 DIGITAL RLTY TR INC COM 253868103 3274 30774 SH SOLE 30774 0 0 DIGITALGLOBE INC COM NEW 25389M877 78847 2407536 SH SOLE 2407536 0 0 DIME CMNTY BANCSHARES COM 253922108 287 14124 SH SOLE 14124 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 280 9632 SH SOLE 9632 0 0 DISH NETWORK CORP CL A 25470M109 1732 27287 SH SOLE 27287 0 0 DISH NETWORK CORP CL A 25470M109 9524 150000 SH Put SOLE 150000 0 0 DOLLAR GEN CORP NEW COM 256677105 1868 26793 SH SOLE 26793 0 0 DOMINION MIDSTREAM PARTNERS COM UT REP LTD 257454108 66120 2069491 SH DFND 1 2069491 0 0 DOMINOS PIZZA INC COM 25754A201 3096 16798 SH SOLE 16798 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 208 10764 SH SOLE 10764 0 0 DONNELLEY R R & SONS CO COM 257867200 250 20605 SH SOLE 20605 0 0 DOUGLAS EMMETT INC COM 25960P109 386 10052 SH SOLE 10052 0 0 DOW CHEM CO COM 260543103 711 11194 SH SOLE 11194 0 0 DUKE REALTY CORP COM NEW 264411505 488 18585 SH SOLE 18585 0 0 DULUTH HLDGS INC COM CL B 26443V101 259 12143 SH SOLE 12143 0 0 DUNKIN BRANDS GROUP INC COM 265504100 700 12805 SH SOLE 12805 0 0 DYNEX CAP INC COM NEW 26817Q506 134 18831 SH SOLE 18831 0 0 EAGLE MATERIALS INC COM 26969P108 554 5700 SH SOLE 5700 0 0 EAGLE PHARMACEUTICALS INC COM 269796108 517 6229 SH SOLE 6229 0 0 EBAY INC COM 278642103 1115 33221 SH SOLE 33221 0 0 ECLIPSE RES CORP COM 27890G100 8258 3251230 SH DFND 1 3251230 0 0 ECOLAB INC COM 278865100 241 1921 SH SOLE 1921 0 0 EDITAS MEDICINE INC COM 28106W103 267 11982 SH SOLE 11982 0 0 ELBIT SYS LTD ORD M3760D101 737 6483 SH SOLE 6483 0 0 ELECTRONIC ARTS INC COM 285512109 789 8810 SH SOLE 8810 0 0 EMPIRE ST RLTY TR INC CL A 292104106 334 16202 SH SOLE 16202 0 0 ENCANA CORP COM 292505104 46840 4000000 SH DFND 1 4000000 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 02927R909 66938 3392723 SH DFND 1 3392723 0 0 ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 64139 3504841 SH DFND 1 3504841 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 264 18479 SH SOLE 18479 0 0 ENVISION HEALTHCARE CORP COM 29414D100 489 7977 SH SOLE 7977 0 0 EOG RES INC COM 26875P101 605 6205 SH SOLE 6205 0 0 EQUIFAX INC COM 294429105 287 2100 SH SOLE 2100 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 690 22112 SH SOLE 22112 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 203 2637 SH SOLE 2637 0 0 EVERBANK FINL CORP COM 29977G102 87679 4500998 SH SOLE 4500998 0 0 EVEREST RE GROUP LTD COM G3223R108 1900 8127 SH SOLE 8127 0 0 EXPEDIA INC DEL COM NEW 30212P303 2429 19255 SH SOLE 19255 0 0 EXPEDITORS INTL WASH INC COM 302130109 1392 24649 SH SOLE 24649 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 1615 24497 SH SOLE 24497 0 0 EXTERRAN CORP COM 30227H106 97006 3084444 SH DFND 1 3084444 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1820 24462 SH SOLE 24462 0 0 EXTRACTION OIL AND GAS INC COM 30227M105 43808 2361644 SH DFND 1 2361644 0 0 EXXON MOBIL CORP COM 30231G102 387 4719 SH SOLE 4719 0 0 F5 NETWORKS INC COM 315616102 2060 14447 SH SOLE 14447 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 19010 1145179 SH SOLE 1145179 0 0 FEDERAL SIGNAL CORP COM 313855108 179 12970 SH SOLE 12970 0 0 FERRARI N V COM N3167Y103 238 3196 SH SOLE 3196 0 0 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 326 29869 SH SOLE 29869 0 0 FIDELITY & GTY LIFE COM 315785105 15625 562056 SH SOLE 562056 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2294 58919 SH SOLE 58919 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 3953 49654 SH SOLE 49654 0 0 FIFTH THIRD BANCORP COM 316773100 593 23357 SH SOLE 23357 0 0 FINISH LINE INC CL A 317923100 679 47737 SH SOLE 47737 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 175 13162 SH SOLE 13162 0 0 FIRST DATA CORP NEW COM CL A 32008D106 3184 205443 SH SOLE 205443 0 0 FIRST HAWAIIAN INC COM 32051X108 365 12211 SH SOLE 12211 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 428 16066 SH SOLE 16066 0 0 FIRST MAJESTIC SILVER CORP COM 32076V103 116 14244 SH SOLE 14244 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 1833 12103 SH SOLE 12103 0 0 FNB CORP PA COM 302520101 268 18043 SH SOLE 18043 0 0 FOOT LOCKER INC COM 344849104 4169 55734 SH SOLE 55734 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1812 155634 SH SOLE 155634 0 0 FRANCESCAS HLDGS CORP COM 351793104 430 27994 SH SOLE 27994 0 0 FS INVT CORP COM 302635107 150 15269 SH SOLE 15269 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1138 20134 SH SOLE 20134 0 0 GARMIN LTD SHS H2906T109 2985 58412 SH SOLE 58412 0 0 GARTNER INC COM 366651107 337 3125 SH SOLE 3125 0 0 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 458 14042 SH SOLE 14042 0 0 GENERAL DYNAMICS CORP COM 369550108 1118 5970 SH SOLE 5970 0 0 GENERAL MTRS CO COM 37045V100 1813 51259 SH SOLE 51259 0 0 GENUINE PARTS CO COM 372460105 239 2586 SH SOLE 2586 0 0 GETTY RLTY CORP NEW COM 374297109 603 23869 SH SOLE 23869 0 0 GGP INC COM ADDED 36174X101 254 10946 SH SOLE 10946 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1491 6491 SH SOLE 6491 0 0 GOLUB CAP BDC INC COM 38173M102 536 26942 SH SOLE 26942 0 0 GRACE W R & CO DEL NEW COM 38388F108 918 13165 SH SOLE 13165 0 0 GRAINGER W W INC COM 384802104 3689 15848 SH SOLE 15848 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 243 18873 SH SOLE 18873 0 0 GREIF INC CL A 397624107 325 5893 SH SOLE 5893 0 0 GULFPORT ENERGY CORP COM NEW 402635304 73487 4275000 SH DFND 1 4275000 0 0 HALLIBURTON CO COM 406216101 603 12246 SH SOLE 12246 0 0 HANESBRANDS INC COM 410345102 781 37603 SH SOLE 37603 0 0 HARLEY DAVIDSON INC COM 412822108 504 8336 SH SOLE 8336 0 0 HARSCO CORP COM 415864107 311 24373 SH SOLE 24373 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1744 36288 SH SOLE 36288 0 0 HASBRO INC COM 418056107 1023 10244 SH SOLE 10244 0 0 HCP INC COM 40414L109 938 29987 SH SOLE 29987 0 0 HEADWATERS INC COM 42210P102 83686 3564123 SH SOLE 3564123 0 0 HEALTHCARE SVCS GRP INC COM 421906108 376 8720 SH SOLE 8720 0 0 HECLA MNG CO COM 422704106 275 52009 SH SOLE 52009 0 0 HENRY JACK & ASSOC INC COM 426281101 1255 13475 SH SOLE 13475 0 0 HERC HLDGS INC COM 42704L104 320 6549 SH SOLE 6549 0 0 HERCULES CAPITAL INC COM 427096508 242 15988 SH SOLE 15988 0 0 HERSHEY CO COM 427866108 2001 18315 SH SOLE 18315 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 752 31719 SH SOLE 31719 0 0 HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 6940 400000 SH SOLE 400000 0 0 HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 9418 542800 SH DFND 1 542800 0 0 HILTON GRAND VACATIONS INC COM 43283X105 316 11017 SH SOLE 11017 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 912 15597 SH SOLE 15597 0 0 HOLOGIC INC COM 436440101 1083 25445 SH SOLE 25445 0 0 HOSTESS BRANDS INC CL A 44109J106 234 14737 SH SOLE 14737 0 0 HUBBELL INC COM 443510607 287 2390 SH SOLE 2390 0 0 HUDBAY MINERALS INC COM 443628102 191 29094 SH SOLE 29094 0 0 HUDSON PAC PPTYS INC COM 444097109 642 18542 SH SOLE 18542 0 0 HUNT J B TRANS SVCS INC COM 445658107 1732 18879 SH SOLE 18879 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1862 139027 SH SOLE 139027 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 2937 14668 SH SOLE 14668 0 0 ICU MED INC COM 44930G107 539 3533 SH SOLE 3533 0 0 IHS MARKIT LTD SHS G47567105 2185 52086 SH SOLE 52086 0 0 ILLUMINA INC COM 452327109 751 4400 SH SOLE 4400 0 0 IMPERIAL OIL LTD COM NEW 453038408 940 30902 SH SOLE 30902 0 0 IMPINJ INC COM 453204109 273 9023 SH SOLE 9023 0 0 INCYTE CORP COM 45337C102 1621 12130 SH SOLE 12130 0 0 INGREDION INC COM 457187102 1350 11206 SH SOLE 11206 0 0 INNOSPEC INC COM 45768S105 600 9272 SH SOLE 9272 0 0 INSTRUCTURE INC COM 45781U103 290 12394 SH SOLE 12394 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1044 24788 SH SOLE 24788 0 0 INTEL CORP COM 458140100 485 13447 SH SOLE 13447 0 0 INTELLIA THERAPEUTICS INC COM 45826J105 142 10081 SH SOLE 10081 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1822 10462 SH SOLE 10462 0 0 INTERPUBLIC GROUP COS INC COM 460690100 630 25635 SH SOLE 25635 0 0 INTL PAPER CO COM 460146103 352 6940 SH SOLE 6940 0 0 INTUIT COM 461202103 5706 49195 SH SOLE 49195 0 0 INVENSENSE INC COM 46123D205 52150 4129035 SH SOLE 4129035 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 583 37813 SH SOLE 37813 0 0 INVESTORS BANCORP INC NEW COM 46146L101 269 18686 SH SOLE 18686 0 0 INVITATION HOMES INC COM ADDED 46187W107 262 11986 SH SOLE 11986 0 0 IRHYTHM TECHNOLOGIES INC COM 450056106 280 7445 SH SOLE 7445 0 0 IRON MTN INC NEW COM 46284V101 2504 70202 SH SOLE 70202 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 70115 510000 SH Put SOLE 510000 0 0 ISHARES TR IBOXX HI YD ETF 464288513 63202 720000 SH Put SOLE 720000 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 31727 1203620 SH SOLE 1203620 0 0 IXIA COM 45071R109 50459 2567901 SH SOLE 2567901 0 0 JABIL CIRCUIT INC COM 466313103 821 28388 SH SOLE 28388 0 0 JELD-WEN HLDG INC COM ADDED 47580P103 264 8042 SH SOLE 8042 0 0 JONES ENERGY INC COM CL A 48019R108 951 372971 SH DFND 1 372971 0 0 JOY GLOBAL INC COM 481165108 123384 4367571 SH SOLE 4367571 0 0 KAMAN CORP COM 483548103 778 16169 SH SOLE 16169 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1286 14997 SH SOLE 14997 0 0 KAR AUCTION SVCS INC COM 48238T109 580 13285 SH SOLE 13285 0 0 KEARNY FINL CORP MD COM 48716P108 245 16268 SH SOLE 16268 0 0 KELLOGG CO COM 487836108 922 12702 SH SOLE 12702 0 0 KINDER MORGAN INC DEL COM 49456B101 386 17771 SH SOLE 17771 0 0 KINDER MORGAN INC DEL COM 49456B101 76090 3500000 SH DFND 1 3500000 0 0 KLA-TENCOR CORP COM 482480100 834 8769 SH SOLE 8769 0 0 KULICKE & SOFFA INDS INC COM 501242101 503 24774 SH SOLE 24774 0 0 L BRANDS INC COM 501797104 1298 27565 SH SOLE 27565 0 0 L3 TECHNOLOGIES INC COM ADDED 502413107 1969 11910 SH SOLE 11910 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 973 6780 SH SOLE 6780 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 930 12445 SH SOLE 12445 0 0 LAMB WESTON HLDGS INC COM 513272104 15133 359798 SH SOLE 359798 0 0 LANCASTER COLONY CORP COM 513847103 244 1894 SH SOLE 1894 0 0 LAS VEGAS SANDS CORP COM 517834107 1095 19191 SH SOLE 19191 0 0 LAUREATE EDUCATION INC CL A ADDED 518613203 270 18892 SH SOLE 18892 0 0 LEAR CORP COM NEW 521865204 3420 24155 SH SOLE 24155 0 0 LEGGETT & PLATT INC COM 524660107 392 7794 SH SOLE 7794 0 0 LEIDOS HLDGS INC COM 525327102 262 5118 SH SOLE 5118 0 0 LENNOX INTL INC COM 526107107 518 3098 SH SOLE 3098 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 1441 16684 SH SOLE 16684 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 495 14133 SH SOLE 14133 0 0 LINCOLN ELEC HLDGS INC COM 533900106 814 9372 SH SOLE 9372 0 0 LINCOLN NATL CORP IND COM 534187109 788 12040 SH SOLE 12040 0 0 LITTELFUSE INC COM 537008104 540 3377 SH SOLE 3377 0 0 LKQ CORP COM 501889208 2391 81700 SH SOLE 81700 0 0 LOCKHEED MARTIN CORP COM 539830109 3493 13053 SH SOLE 13053 0 0 LOEWS CORP COM 540424108 2839 60698 SH SOLE 60698 0 0 LSC COMMUNICATIONS INC COM 50218P107 274 10880 SH SOLE 10880 0 0 LULULEMON ATHLETICA INC COM 550021109 2368 45651 SH SOLE 45651 0 0 M & T BK CORP COM 55261F104 3353 21672 SH SOLE 21672 0 0 MACYS INC COM 55616P104 2046 69042 SH SOLE 69042 0 0 MAIN STREET CAPITAL CORP COM 56035L104 488 12750 SH SOLE 12750 0 0 MARKEL CORP COM 570535104 1938 1986 SH SOLE 1986 0 0 MARSH & MCLENNAN COS INC COM 571748102 1366 18493 SH SOLE 18493 0 0 MARTIN MARIETTA MATLS INC COM 573284106 278 1272 SH SOLE 1272 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 916 60043 SH SOLE 60043 0 0 MATCH GROUP INC COM 57665R106 259 15878 SH SOLE 15878 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2519 56032 SH SOLE 56032 0 0 MCDERMOTT INTL INC COM 580037109 145 21495 SH SOLE 21495 0 0 MCDONALDS CORP COM 580135101 730 5635 SH SOLE 5635 0 0 MCKESSON CORP COM 58155Q103 776 5235 SH SOLE 5235 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 126180 1416479 SH SOLE 1416479 0 0 MEDIFAST INC COM 58470H101 444 10015 SH SOLE 10015 0 0 MEDLEY CAP CORP COM 58503F106 179 23228 SH SOLE 23228 0 0 MEDNAX INC COM 58502B106 230 3315 SH SOLE 3315 0 0 MEDTRONIC PLC SHS G5960L103 3108 38584 SH SOLE 38584 0 0 MERCADOLIBRE INC COM 58733R102 1896 8964 SH SOLE 8964 0 0 MERCK & CO INC COM 58933Y105 1748 27518 SH SOLE 27518 0 0 MERIDIAN BANCORP INC MD COM 58958U103 589 32207 SH SOLE 32207 0 0 MERITOR INC COM 59001K100 789 46037 SH SOLE 46037 0 0 METALDYNE PERFORMANCE GROUP COM 59116R107 14581 638123 SH SOLE 638123 0 0 METHANEX CORP COM 59151K108 288 6134 SH SOLE 6134 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 587 1226 SH SOLE 1226 0 0 MFA FINL INC COM 55272X102 662 81991 SH SOLE 81991 0 0 MGM GROWTH PPTYS LLC CL A COM 55303A105 337 12442 SH SOLE 12442 0 0 MGM RESORTS INTERNATIONAL COM 552953101 292 10655 SH SOLE 10655 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 774 20308 SH SOLE 20308 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 714 9672 SH SOLE 9672 0 0 MIMECAST LTD ORD SHS G14838109 236 10544 SH SOLE 10544 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 132956 2165404 SH SOLE 2165404 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 30700 500000 SH Call SOLE 500000 0 0 MOHAWK INDS INC COM 608190104 1304 5682 SH SOLE 5682 0 0 MOLSON COORS BREWING CO CL B 60871R209 2964 30965 SH SOLE 30965 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 19064 1134099 SH SOLE 1134099 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 454 31826 SH SOLE 31826 0 0 MONOGRAM RESIDENTIAL TR INC COM 60979P105 291 29145 SH SOLE 29145 0 0 MONRO MUFFLER BRAKE INC COM 610236101 1037 19909 SH SOLE 19909 0 0 MONSANTO CO NEW COM 61166W101 127714 1128217 SH SOLE 1128217 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 632 13689 SH SOLE 13689 0 0 MORNINGSTAR INC COM 617700109 834 10614 SH SOLE 10614 0 0 MOVADO GROUP INC COM 624580106 741 29681 SH SOLE 29681 0 0 MSG NETWORK INC CL A 553573106 285 12224 SH SOLE 12224 0 0 MULTI PACKAGING SOLUTIONS IN COM G6331W109 28965 1613671 SH SOLE 1613671 0 0 MYLAN N V SHS EURO N59465109 1559 39993 SH SOLE 39993 0 0 NABORS INDUSTRIES LTD SHS G6359F103 168 12889 SH SOLE 12889 0 0 NASDAQ INC COM 631103108 1527 21983 SH SOLE 21983 0 0 NATIONAL FUEL GAS CO N J COM 636180101 233 3912 SH SOLE 3912 0 0 NATIONAL HEALTHCARE CORP COM 635906100 525 7360 SH SOLE 7360 0 0 NATIONAL INSTRS CORP COM 636518102 774 23767 SH SOLE 23767 0 0 NEENAH PAPER INC COM 640079109 407 5445 SH SOLE 5445 0 0 NEW MTN FIN CORP COM 647551100 649 43535 SH SOLE 43535 0 0 NEW YORK REIT INC COM 64976L109 1026 105867 SH SOLE 105867 0 0 NEWELL BRANDS INC COM 651229106 862 18265 SH SOLE 18265 0 0 NEWMONT MINING CORP COM 651639106 654 19833 SH SOLE 19833 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 1766 42755 SH SOLE 42755 0 0 NOBLE ENERGY INC COM 655044105 403 11742 SH SOLE 11742 0 0 NORFOLK SOUTHERN CORP COM 655844108 3536 31576 SH SOLE 31576 0 0 NORTHROP GRUMMAN CORP COM 666807102 3355 14106 SH SOLE 14106 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 1052 62487 SH SOLE 62487 0 0 NORTHWESTERN CORP COM NEW 668074305 450 7661 SH SOLE 7661 0 0 NOVOCURE LTD ORD SHS G6674U108 124 15272 SH SOLE 15272 0 0 NUTANIX INC CL A 67059N108 261 13931 SH SOLE 13931 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 358 1325 SH SOLE 1325 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 421 6647 SH SOLE 6647 0 0 OFFICE DEPOT INC COM 676220106 88 18949 SH SOLE 18949 0 0 OGE ENERGY CORP COM 670837103 1087 31067 SH SOLE 31067 0 0 OLD NATL BANCORP IND COM 680033107 179 10336 SH SOLE 10336 0 0 OMNOVA SOLUTIONS INC COM 682129101 369 37261 SH SOLE 37261 0 0 ON SEMICONDUCTOR CORP COM 682189105 314 20302 SH SOLE 20302 0 0 OPEN TEXT CORP COM 683715106 432 12705 SH SOLE 12705 0 0 ORBCOMM INC COM 68555P100 175 18337 SH SOLE 18337 0 0 ORITANI FINL CORP DEL COM 68633D103 405 23843 SH SOLE 23843 0 0 OWENS & MINOR INC NEW COM 690732102 1061 30654 SH SOLE 30654 0 0 PACCAR INC COM 693718108 448 6672 SH SOLE 6672 0 0 PACKAGING CORP AMER COM 695156109 597 6520 SH SOLE 6520 0 0 PALO ALTO NETWORKS INC COM 697435105 1969 17472 SH SOLE 17472 0 0 PANERA BREAD CO CL A 69840W108 790 3017 SH SOLE 3017 0 0 PARAMOUNT GROUP INC COM 69924R108 810 49953 SH SOLE 49953 0 0 PARK HOTELS RESORTS INC COM 700517105 298 11604 SH SOLE 11604 0 0 PATTERSON UTI ENERGY INC COM 703481101 349 14364 SH SOLE 14364 0 0 PDC ENERGY INC COM 69327R101 473 7580 SH SOLE 7580 0 0 PEMBINA PIPELINE CORP COM 706327103 529 16700 SH SOLE 16700 0 0 PENNANTPARK FLOATING RATE CA COM 70806A106 641 45975 SH SOLE 45975 0 0 PENNANTPARK INVT CORP COM 708062104 95 11628 SH SOLE 11628 0 0 PEPSICO INC COM 713448108 2085 18642 SH SOLE 18642 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 213 8966 SH SOLE 8966 0 0 PERRIGO CO PLC SHS G97822103 3207 48310 SH SOLE 48310 0 0 PETMED EXPRESS INC COM 716382106 612 30374 SH SOLE 30374 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 853 39889 SH SOLE 39889 0 0 PINNACLE FOODS INC DEL COM 72348P104 479 8270 SH SOLE 8270 0 0 PIONEER NAT RES CO COM 723787107 496 2661 SH SOLE 2661 0 0 PIONEER NAT RES CO COM 723787107 115785 621729 SH DFND 1 621729 0 0 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1779 56904 SH SOLE 56904 0 0 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 89091 2850000 SH DFND 1 2850000 0 0 PLANET FITNESS INC CL A 72703H101 8190 425000 SH SOLE 425000 0 0 PLANET FITNESS INC CL A 72703H101 2891 150000 SH Call SOLE 150000 0 0 PLEXUS CORP COM 729132100 741 12822 SH SOLE 12822 0 0 PNC FINL SVCS GROUP INC COM 693475105 2641 21963 SH SOLE 21963 0 0 POPULAR INC COM NEW 733174700 253 6200 SH SOLE 6200 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 716 16127 SH SOLE 16127 0 0 PRAXAIR INC COM 74005P104 856 7219 SH SOLE 7219 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 885 15929 SH SOLE 15929 0 0 PRICE T ROWE GROUP INC COM 74144T108 557 8172 SH SOLE 8172 0 0 PRICELINE GRP INC COM NEW 741503403 781 439 SH SOLE 439 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 1425 22572 SH SOLE 22572 0 0 PRIVATEBANCORP INC COM 742962103 124828 2102547 SH SOLE 2102547 0 0 PROCTER AND GAMBLE CO COM 742718109 2107 23451 SH SOLE 23451 0 0 PROGRESS SOFTWARE CORP COM 743312100 283 9759 SH SOLE 9759 0 0 PROLOGIS INC COM 74340W103 2089 40265 SH SOLE 40265 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 142 15721 SH SOLE 15721 0 0 PROVIDENCE SVC CORP COM 743815102 870 19574 SH SOLE 19574 0 0 PUBLIC STORAGE COM 74460D109 1056 4825 SH SOLE 4825 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 961 21668 SH SOLE 21668 0 0 PURE STORAGE INC CL A 74624M102 369 37515 SH SOLE 37515 0 0 QUAKER CHEM CORP COM 747316107 618 4691 SH SOLE 4691 0 0 QUALITY CARE PPTYS INC COM 747545101 220 11645 SH SOLE 11645 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2384 24278 SH SOLE 24278 0 0 QUORUM HEALTH CORP COM 74909E106 191 35099 SH SOLE 35099 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 648 46201 SH SOLE 46201 0 0 RAYTHEON CO COM NEW 755111507 1274 8351 SH SOLE 8351 0 0 REALTY INCOME CORP COM 756109104 1432 24059 SH SOLE 24059 0 0 RED HAT INC COM 756577102 4620 53406 SH SOLE 53406 0 0 RED ROCK RESORTS INC CL A 75700L108 297 13402 SH SOLE 13402 0 0 REGAL ENTMT GROUP CL A 758766109 598 26493 SH SOLE 26493 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 2734 21531 SH SOLE 21531 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 351 4390 SH SOLE 4390 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 960 6634 SH SOLE 6634 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 491 47027 SH SOLE 47027 0 0 RESMED INC COM 761152107 1122 15595 SH SOLE 15595 0 0 REV GROUP INC COM ADDED 749527107 239 8686 SH SOLE 8686 0 0 RH COM ADDED 74967X103 509 10995 SH SOLE 10995 0 0 RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 51784 2053297 SH DFND 1 2053297 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 2800 63400 SH SOLE 63400 0 0 ROLLINS INC COM 775711104 221 5964 SH SOLE 5964 0 0 ROPER TECHNOLOGIES INC COM 776696106 1495 7240 SH SOLE 7240 0 0 ROSS STORES INC COM 778296103 2731 41465 SH SOLE 41465 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 250 16078 SH SOLE 16078 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 2544 34956 SH SOLE 34956 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 151823 2719384 SH DFND 1 2719384 0 0 RPC INC COM 749660106 265 14460 SH SOLE 14460 0 0 RPX CORP COM 74972G103 847 70576 SH SOLE 70576 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 819 40861 SH SOLE 40861 0 0 S&P GLOBAL INC COM 78409V104 522 3993 SH SOLE 3993 0 0 SAFETY INS GROUP INC COM 78648T100 897 12799 SH SOLE 12799 0 0 SALESFORCE COM INC COM 79466L302 2647 32094 SH SOLE 32094 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 7258 392525 SH DFND 1 392525 0 0 SBA COMMUNICATIONS CORP NEW CL A ADDED 78410G104 832 6915 SH SOLE 6915 0 0 SCANA CORP NEW COM 80589M102 317 4852 SH SOLE 4852 0 0 SCHEIN HENRY INC COM 806407102 618 3635 SH SOLE 3635 0 0 SCHLUMBERGER LTD COM 806857108 560 7168 SH SOLE 7168 0 0 SCHOLASTIC CORP COM 807066105 1035 24324 SH SOLE 24324 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 310 13112 SH SOLE 13112 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 276 2951 SH SOLE 2951 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 235 3001 SH SOLE 3001 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 2680 58349 SH SOLE 58349 0 0 SEALED AIR CORP NEW COM 81211K100 472 10826 SH SOLE 10826 0 0 SEATTLE GENETICS INC COM 812578102 800 12731 SH SOLE 12731 0 0 SELECT COMFORT CORP COM 81616X103 717 28909 SH SOLE 28909 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 669 8437 SH SOLE 8437 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1027 49603 SH SOLE 49603 0 0 SHERWIN WILLIAMS CO COM 824348106 232 749 SH SOLE 749 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 233 15830 SH SOLE 15830 0 0 SHORETEL INC COM 825211105 156 25388 SH SOLE 25388 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2055 13849 SH SOLE 13849 0 0 SILGAN HOLDINGS INC COM 827048109 1452 24466 SH SOLE 24466 0 0 SILVER BAY RLTY TR CORP COM 82735Q102 24132 1123979 SH SOLE 1123979 0 0 SILVER STD RES INC COM 82823L106 266 25067 SH SOLE 25067 0 0 SILVER WHEATON CORP COM 828336107 204 9772 SH SOLE 9772 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 267 6185 SH SOLE 6185 0 0 SIRIUS XM HLDGS INC COM 82968B103 1653 320955 SH SOLE 320955 0 0 SMUCKER J M CO COM NEW 832696405 4615 35211 SH SOLE 35211 0 0 SOLAR CAP LTD COM 83413U100 223 9866 SH SOLE 9866 0 0 SOLAR SR CAP LTD COM 83416M105 267 14875 SH SOLE 14875 0 0 SONOCO PRODS CO COM 835495102 497 9400 SH SOLE 9400 0 0 SOUTHERN CO COM 842587107 656 13169 SH SOLE 13169 0 0 SOUTHWEST AIRLS CO COM 844741108 1118 20790 SH SOLE 20790 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 3040 116270 SH SOLE 116270 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 612 7376 SH SOLE 7376 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 617639 2620000 SH Put SOLE 2620000 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 5302 141619 SH DFND 1 141619 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 77839 1782849 SH DFND 1 1782849 0 0 SPRINT CORP COM SER 1 85207U105 134 15493 SH SOLE 15493 0 0 SQUARE INC CL A 852234103 341 19758 SH SOLE 19758 0 0 STILLWATER MNG CO COM 86074Q102 103120 5971076 SH SOLE 5971076 0 0 STRYKER CORP COM 863667101 260 1974 SH SOLE 1974 0 0 SUFFOLK BANCORP COM 864739107 13280 328638 SH SOLE 328638 0 0 SUN LIFE FINL INC COM 866796105 4337 118914 SH SOLE 118914 0 0 SUNTRUST BKS INC COM 867914103 2179 39400 SH SOLE 39400 0 0 SYKES ENTERPRISES INC COM 871237103 371 12611 SH SOLE 12611 0 0 SYMANTEC CORP COM 871503108 722 23530 SH SOLE 23530 0 0 SYNOPSYS INC COM 871607107 1044 14472 SH SOLE 14472 0 0 T MOBILE US INC COM 872590104 696 10771 SH SOLE 10771 0 0 TARGET CORP COM 87612E106 1384 25082 SH SOLE 25082 0 0 TAUBMAN CTRS INC COM 876664103 713 10798 SH SOLE 10798 0 0 TCP CAP CORP COM 87238Q103 830 47654 SH SOLE 47654 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1354 34842 SH SOLE 34842 0 0 TE CONNECTIVITY LTD REG SHS H84989104 1388 18613 SH SOLE 18613 0 0 TEEKAY CORPORATION COM Y8564W103 6663 728167 SH DFND 1 728167 0 0 TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 72173 14235250 SH DFND 1 14235250 0 0 TELEFLEX INC COM 879369106 355 1830 SH SOLE 1830 0 0 TELUS CORP COM 87971M103 953 29400 SH SOLE 29400 0 0 TENNECO INC COM 880349105 262 4198 SH SOLE 4198 0 0 TERADYNE INC COM 880770102 874 28118 SH SOLE 28118 0 0 TEREX CORP NEW COM 880779103 343 10922 SH SOLE 10922 0 0 TERRAFORM PWR INC CL A COM 88104R100 2474 200000 SH SOLE 200000 0 0 TESARO INC COM 881569107 916 5951 SH SOLE 5951 0 0 TESORO CORP COM 881609101 315 3888 SH SOLE 3888 0 0 TFS FINL CORP COM 87240R107 453 27232 SH SOLE 27232 0 0 THOMSON REUTERS CORP COM 884903105 1225 28343 SH SOLE 28343 0 0 TIFFANY & CO NEW COM 886547108 833 8737 SH SOLE 8737 0 0 TIMKEN CO COM 887389104 775 17140 SH SOLE 17140 0 0 TJX COS INC NEW COM 872540109 2529 31984 SH SOLE 31984 0 0 TOOTSIE ROLL INDS INC COM 890516107 299 8004 SH SOLE 8004 0 0 TOPBUILD CORP COM 89055F103 754 16053 SH SOLE 16053 0 0 TORCHMARK CORP COM 891027104 2160 28031 SH SOLE 28031 0 0 TOTAL SYS SVCS INC COM 891906109 1963 36717 SH SOLE 36717 0 0 TOWER INTL INC COM 891826109 774 28558 SH SOLE 28558 0 0 TRACTOR SUPPLY CO COM 892356106 3089 44784 SH SOLE 44784 0 0 TRANSCANADA CORP COM 89353D107 1152 25000 SH SOLE 25000 0 0 TRANSDIGM GROUP INC COM 893641100 1940 8813 SH SOLE 8813 0 0 TRANSOCEAN LTD REG SHS H8817H100 142 11395 SH SOLE 11395 0 0 TRAVELERS COMPANIES INC COM 89417E109 3973 32958 SH SOLE 32958 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 179 15177 SH SOLE 15177 0 0 TREX CO INC COM 89531P105 771 11104 SH SOLE 11104 0 0 TRINSEO S A SHS L9340P101 468 6972 SH SOLE 6972 0 0 TRITON INTL LTD CL A G9078F107 261 10121 SH SOLE 10121 0 0 TRUSTCO BK CORP N Y COM 898349105 158 20163 SH SOLE 20163 0 0 TWILIO INC CL A 90138F102 295 10205 SH SOLE 10205 0 0 TWITTER INC COM 90184L102 499 33373 SH SOLE 33373 0 0 TWO HBRS INVT CORP COM 90187B101 206 21510 SH SOLE 21510 0 0 TYSON FOODS INC CL A 902494103 682 11053 SH SOLE 11053 0 0 U S G CORP COM NEW 903293405 330 10362 SH SOLE 10362 0 0 ULTA BEAUTY INC COM 90384S303 1867 6546 SH SOLE 6546 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 269 1376 SH SOLE 1376 0 0 ULTRATECH INC COM 904034105 32466 1096085 SH SOLE 1096085 0 0 UMPQUA HLDGS CORP COM 904214103 179 10104 SH SOLE 10104 0 0 UNION PAC CORP COM 907818108 3882 36651 SH SOLE 36651 0 0 UNITED FINL BANCORP INC NEW COM 910304104 180 10590 SH SOLE 10590 0 0 UNITED TECHNOLOGIES CORP COM 913017109 222 1980 SH SOLE 1980 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1507 9190 SH SOLE 9190 0 0 UNIVERSAL AMERN CORP NEW COM 91338E101 3699 371034 SH SOLE 371034 0 0 UNUM GROUP COM 91529Y106 1452 30961 SH SOLE 30961 0 0 US BANCORP DEL COM NEW 902973304 3383 65694 SH SOLE 65694 0 0 US FOODS HLDG CORP COM 912008109 341 12177 SH SOLE 12177 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 755 13388 SH SOLE 13388 0 0 VALLEY NATL BANCORP COM 919794107 139 11794 SH SOLE 11794 0 0 VALSPAR CORP COM 920355104 115571 1041746 SH SOLE 1041746 0 0 VANTIV INC CL A 92210H105 3501 54597 SH SOLE 54597 0 0 VCA INC COM 918194101 124012 1355322 SH SOLE 1355322 0 0 VECTOR GROUP LTD COM 92240M108 697 33492 SH SOLE 33492 0 0 VENTAS INC COM 92276F100 1815 27907 SH SOLE 27907 0 0 VEREIT INC COM 92339V100 102 12063 SH SOLE 12063 0 0 VERISK ANALYTICS INC COM 92345Y106 1266 15597 SH SOLE 15597 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1404 28798 SH SOLE 28798 0 0 VERMILION ENERGY INC COM 923725105 337 8987 SH SOLE 8987 0 0 VERSUM MATLS INC COM 92532W103 281 9179 SH SOLE 9179 0 0 VIAD CORP COM NEW 92552R406 629 13919 SH SOLE 13919 0 0 VISA INC COM CL A 92826C839 1027 11553 SH SOLE 11553 0 0 VISTEON CORP COM NEW 92839U206 720 7346 SH SOLE 7346 0 0 VMWARE INC CL A COM 928563402 3650 39614 SH SOLE 39614 0 0 VORNADO RLTY TR SH BEN INT 929042109 2623 26153 SH SOLE 26153 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1663 20021 SH SOLE 20021 0 0 WAL-MART STORES INC COM 931142103 2431 33724 SH SOLE 33724 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 352 11261 SH SOLE 11261 0 0 WASTE CONNECTIONS INC COM 94106B101 1022 11583 SH SOLE 11583 0 0 WASTE MGMT INC DEL COM 94106L109 1150 15767 SH SOLE 15767 0 0 WATSCO INC COM 942622200 579 4042 SH SOLE 4042 0 0 WD-40 CO COM 929236107 729 6689 SH SOLE 6689 0 0 WEB COM GROUP INC COM 94733A104 736 38144 SH SOLE 38144 0 0 WEBMD HEALTH CORP COM 94770V102 511 9695 SH SOLE 9695 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 231 1651 SH SOLE 1651 0 0 WESCO INTL INC COM 95082P105 348 4997 SH SOLE 4997 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 718 8802 SH SOLE 8802 0 0 WESTAR ENERGY INC COM 95709T100 121839 2245052 SH SOLE 2245052 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 60450 1000000 SH DFND 1 1000000 0 0 WESTERN REFNG INC COM 959319104 118129 3368388 SH SOLE 3368388 0 0 WESTERN REFNG LOGISTICS LP COM UNIT REP LTP 95931Q205 46188 1814848 SH DFND 1 1814848 0 0 WESTERN UN CO COM 959802109 751 36928 SH SOLE 36928 0 0 WGL HLDGS INC COM 92924F106 81489 987389 SH SOLE 987389 0 0 WHIRLPOOL CORP COM 963320106 370 2159 SH SOLE 2159 0 0 WHITEWAVE FOODS CO COM 966244105 125328 2232027 SH SOLE 2232027 0 0 WINDSTREAM HLDGS INC COM NEW 97382A200 225 41320 SH SOLE 41320 0 0 WOODWARD INC COM 980745103 781 11502 SH SOLE 11502 0 0 WORKDAY INC CL A 98138H101 225 2706 SH SOLE 2706 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 835 9911 SH SOLE 9911 0 0 XILINX INC COM 983919101 2727 47099 SH SOLE 47099 0 0 XL GROUP LTD COM G98294104 2321 58222 SH SOLE 58222 0 0 XPO LOGISTICS INC COM 983793100 327 6829 SH SOLE 6829 0 0 XYLEM INC COM 98419M100 1346 26797 SH SOLE 26797 0 0 YUM BRANDS INC COM 988498101 2532 39617 SH SOLE 39617 0 0 YUM CHINA HLDGS INC COM 98850P109 294 10816 SH SOLE 10816 0 0 ZELTIQ AESTHETICS INC COM 98933Q108 88247 1586891 SH SOLE 1586891 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 360 2946 SH SOLE 2946 0 0 ZIONS BANCORPORATION COM 989701107 834 19855 SH SOLE 19855 0 0 ZOETIS INC CL A 98978V103 1743 32656 SH SOLE 32656 0 0 ADVANCED DISP SVCS INC DEL COM 00790X101 221 9769 SH SOLE 9769 0 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 39485 20000000 PRN SOLE 0 0 0 AK STL CORP NOTE 5.000%11/1 001546AP5 23196 14672000 PRN SOLE 0 0 0 ALLERGAN PLC PFD CONV SER A G0177J116 848 1000 SH SOLE 1000 0 0 ARC LOGISTICS PARTNERS LP COM UT REP LPN 03879N101 8160 572635 SH DFND 1 572635 0 0 ARCONIC INC PFD CONV B SER 1 03965L308 811 20000 SH SOLE 20000 0 0 BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 298 9333 SH SOLE 9333 0 0 BLACKLINE INC COM 09239B109 201 6745 SH SOLE 6745 0 0 C&J ENERGY SVCS INC NEW COM ADDED 12674R100 101292 2974812 SH DFND 1 2974812 0 0 CSW INDUSTRIALS INC COM 126402106 270 7360 SH SOLE 7360 0 0 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 1157 1000000 PRN SOLE 0 0 0 CYTOMX THERAPEUTICS INC COM 23284F105 255 14773 SH SOLE 14773 0 0 DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 588 10000 SH SOLE 10000 0 0 FOUNDATION BLDG MATLS INC COM ADDED 350392106 235 14714 SH SOLE 14714 0 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 773 1000000 PRN SOLE 0 0 0 GMS INC COM 36251C103 270 7711 SH SOLE 7711 0 0 GOLDMAN SACHS BDC INC SHS 38147U107 283 11483 SH SOLE 11483 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 25270 26395000 PRN SOLE 0 0 0 HERITAGE OAKS BANCORP COM 42724R107 5569 417181 SH SOLE 417181 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 46252 26475000 PRN SOLE 0 0 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 376 8261 SH SOLE 8261 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 274 8031 SH SOLE 8031 0 0 MEDEQUITIES RLTY TR INC COM 58409L306 159 14216 SH SOLE 14216 0 0 MEDPACE HLDGS INC COM 58506Q109 219 7322 SH SOLE 7322 0 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 24332 13939000 PRN SOLE 0 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 1458 1000000 PRN SOLE 0 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 2871 2000000 PRN SOLE 0 0 0 PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 995 1000000 PRN SOLE 0 0 0 PROTEOSTASIS THERAPEUTICS IN COM 74373B109 86 10976 SH SOLE 10976 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 9671 7500000 PRN SOLE 0 0 0 SILVER RUN ACQUISITION UNIT 99/99/9999 ADDED 82812A202 41760 4000000 SH DFND 1 4000000 0 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 307 6333 SH SOLE 6333 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 399 20000 SH SOLE 20000 0 0 TESLA INC NOTE 2.375% 3/1 ADDED 88160RAD3 1042 1000000 PRN SOLE 0 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 3536 3500000 PRN SOLE 0 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 1285 1000000 PRN SOLE 0 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 630 716 SH SOLE 716 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 20493 155154 SH SOLE 155154 0 0 YAHOO INC NOTE 12/0 984332AF3 1038 1000000 PRN SOLE 0 0 0 ZIONS BANCORPORATION *W EXP 11/14/201 989701131 2753 303242 SH SOLE 303242 0 0