0001104659-17-051562.txt : 20170814
0001104659-17-051562.hdr.sgml : 20170814
20170814093951
ACCESSION NUMBER: 0001104659-17-051562
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170814
DATE AS OF CHANGE: 20170814
EFFECTIVENESS DATE: 20170814
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: 171027751
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
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06-30-2017
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
08-14-2017
1
778
5639094
true
1
0001520339
028-14458
MTP Energy Management LLC
INFORMATION TABLE
2
a17-20105_1informationtable.xml
INFORMATION TABLE
3M CO
COM
88579Y101
2310
11095
SH
SOLE
11095
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
2490
43259
SH
SOLE
43259
0
0
ACUSHNET HOLDINGS CORP
COM
005098108
379
19128
SH
SOLE
19128
0
0
ADECOAGRO S A
COM
L00849106
180
17990
SH
SOLE
17990
0
0
ADIENT PLC
ORD SHS
G0084W101
15549
237828
SH
SOLE
237828
0
0
ADOBE SYS INC
COM
00724F101
224
1584
SH
SOLE
1584
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
3610
30967
SH
SOLE
30967
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
159
12702
SH
SOLE
12702
0
0
AETNA INC NEW
COM
00817Y108
8353
55014
SH
SOLE
55014
0
0
AFLAC INC
COM
001055102
1011
13010
SH
SOLE
13010
0
0
AG MTG INVT TR INC
COM
001228105
550
30060
SH
SOLE
30060
0
0
AGNICO EAGLE MINES LTD
COM
008474108
530
11738
SH
SOLE
11738
0
0
AGRIUM INC
COM
008916108
229
2535
SH
SOLE
2535
0
0
AIR PRODS & CHEMS INC
COM
009158106
202
1411
SH
SOLE
1411
0
0
AK STL HLDG CORP
COM
001547108
220
33423
SH
SOLE
33423
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
1562
31358
SH
SOLE
31358
0
0
AKORN INC
COM
009728106
145179
4328540
SH
SOLE
4328540
0
0
ALASKA AIR GROUP INC
COM
011659109
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12235
SH
SOLE
12235
0
0
ALBEMARLE CORP
COM
012653101
774
7337
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SOLE
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ALERE INC
COM
01449J105
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1188089
SH
SOLE
1188089
0
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01609W102
17190
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Put
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SHS
G0177J108
6177
25409
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ALLSCRIPTS HEALTHCARE SOLUTN
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0
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ALLSTATE CORP
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4465
50490
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SOLE
50490
0
0
ALMOST FAMILY INC
COM
020409108
285
4630
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SOLE
4630
0
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ALON USA ENERGY INC
COM
020520102
1953
146591
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SOLE
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ALPHABET INC
CAP STK CL C
02079K107
431
474
SH
SOLE
474
0
0
ALPHABET INC
CAP STK CL A
02079K305
3922
4219
SH
SOLE
4219
0
0
ALTABA INC
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021346101
22293
409200
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SOLE
409200
0
0
ALTRA INDL MOTION CORP
COM
02208R106
274
6886
SH
SOLE
6886
0
0
AMAZON COM INC
COM
023135106
1517
1567
SH
SOLE
1567
0
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AMC NETWORKS INC
CL A
00164V103
722
13511
SH
SOLE
13511
0
0
AMDOCS LTD
SHS
G02602103
3779
58621
SH
SOLE
58621
0
0
AMERICAN ASSETS TR INC
COM
024013104
709
17993
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SOLE
17993
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
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SOLE
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AMERICAN INTL GROUP INC
COM NEW
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3691
59039
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SOLE
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03027X100
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17231
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COM
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56037
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SOLE
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CL A
032095101
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2878
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SOLE
2878
0
0
ANADARKO PETE CORP
COM
032511107
239
5277
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SOLE
5277
0
0
ANNALY CAP MGMT INC
COM
035710409
1467
121782
SH
SOLE
121782
0
0
ANSYS INC
COM
03662Q105
646
5307
SH
SOLE
5307
0
0
ANTHEM INC
COM
036752103
3053
16230
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SOLE
16230
0
0
ANWORTH MORTGAGE ASSET CP
COM
037347101
277
46128
SH
SOLE
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0
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AON PLC
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G0408V102
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23247
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SOLE
23247
0
0
APARTMENT INVT & MGMT CO
CL A
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228
5295
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SOLE
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0
0
APOLLO INVT CORP
COM
03761U106
169
26465
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SOLE
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0
0
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
399
21318
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SOLE
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0
0
APPLE INC
COM
037833100
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11406
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SOLE
11406
0
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ARAMARK
COM
03852U106
534
13035
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SOLE
13035
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ARBOR RLTY TR INC
COM
038923108
216
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ARCH CAP GROUP LTD
ORD
G0450A105
2387
25586
SH
SOLE
25586
0
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ARES CAP CORP
COM
04010L103
1474
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0
0
ARGO GROUP INTL HLDGS LTD
COM
G0464B107
1113
18360
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SOLE
18360
0
0
ARISTA NETWORKS INC
COM
040413106
1492
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SOLE
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0
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ARMOUR RESIDENTIAL REIT INC
COM NEW
042315507
1235
49399
SH
SOLE
49399
0
0
ARMSTRONG FLOORING INC
COM
04238R106
182
10109
SH
SOLE
10109
0
0
ARROW ELECTRS INC
COM
042735100
404
5153
SH
SOLE
5153
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
837
12706
SH
SOLE
12706
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
873
17503
SH
SOLE
17503
0
0
ASTORIA FINL CORP
COM
046265104
64054
3178880
SH
SOLE
3178880
0
0
ATHENE HLDG LTD
CL A
G0684D107
33830
681912
SH
SOLE
681912
0
0
ATWOOD OCEANICS INC
COM
050095108
30422
3732809
SH
SOLE
3732809
0
0
AUTODESK INC
COM
052769106
811
8046
SH
SOLE
8046
0
0
AUTOZONE INC
COM
053332102
3166
5550
SH
SOLE
5550
0
0
AVIS BUDGET GROUP
COM
053774105
264
9685
SH
SOLE
9685
0
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AVX CORP NEW
COM
002444107
216
13236
SH
SOLE
13236
0
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AXALTA COATING SYS LTD
COM
G0750C108
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311768
SH
SOLE
311768
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BALCHEM CORP
COM
057665200
240
3091
SH
SOLE
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0
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BANK AMER CORP
COM
060505104
1764
72718
SH
SOLE
72718
0
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BANK N S HALIFAX
COM
064149107
1510
25094
SH
SOLE
25094
0
0
BANKUNITED INC
COM
06652K103
212
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SH
SOLE
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0
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BARD C R INC
COM
067383109
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487079
SH
SOLE
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0
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BAXTER INTL INC
COM
071813109
1674
27644
SH
SOLE
27644
0
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BCE INC
COM NEW
05534B760
6712
148983
SH
SOLE
148983
0
0
BECTON DICKINSON & CO
COM
075887109
2552
13081
SH
SOLE
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0
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BENCHMARK ELECTRS INC
COM
08160H101
349
10819
SH
SOLE
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0
0
BERKLEY W R CORP
COM
084423102
454
6558
SH
SOLE
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0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
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2085
12311
SH
SOLE
12311
0
0
BERKSHIRE HILLS BANCORP INC
COM
084680107
204
5795
SH
SOLE
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0
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BERRY GLOBAL GROUP INC
COM
08579W103
369
6469
SH
SOLE
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0
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BEST BUY INC
COM
086516101
1268
22110
SH
SOLE
22110
0
0
BGC PARTNERS INC
CL A
05541T101
220
17390
SH
SOLE
17390
0
0
BIO RAD LABS INC
CL A
090572207
933
4123
SH
SOLE
4123
0
0
BIO TECHNE CORP
COM
09073M104
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6165
SH
SOLE
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BJS RESTAURANTS INC
COM
09180C106
383
10272
SH
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10272
0
0
BLACKROCK CAPITAL INVESTMENT
COM
092533108
190
25351
SH
SOLE
25351
0
0
BLOOMIN BRANDS INC
COM
094235108
928
43732
SH
SOLE
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0
0
BLUCORA INC
COM
095229100
316
14900
SH
SOLE
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0
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BOARDWALK PIPELINE PARTNERS
UT LTD PARTNER
096627104
63400
3520246
SH
DFND
1
3520246
0
0
BOSTON PROPERTIES INC
COM
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1310
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SH
SOLE
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0
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BOSTON SCIENTIFIC CORP
COM
101137107
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SH
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BP PLC
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SH
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0
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BRIGHT HORIZONS FAM SOL IN D
COM
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COM NEW
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BROWN & BROWN INC
COM
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SH
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0
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BROWN FORMAN CORP
CL B
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1099
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SH
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UNIT LTD PARTN
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627
9800
SH
SOLE
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BUNGE LIMITED
COM
G16962105
611
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SH
SOLE
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0
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BWX TECHNOLOGIES INC
COM
05605H100
720
14764
SH
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0
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C H ROBINSON WORLDWIDE INC
COM NEW
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5018
73062
SH
SOLE
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C&J ENERGY SVCS INC NEW
COM
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DFND
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CABELAS INC
COM
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CABOT MICROELECTRONICS CORP
COM
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216
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SH
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CADENCE DESIGN SYSTEM INC
COM
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SH
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CAE INC
COM
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CALATLANTIC GROUP INC
COM
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226
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SH
SOLE
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CALLAWAY GOLF CO
COM
131193104
566
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SH
SOLE
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CAMPBELL SOUP CO
COM
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CANADIAN NATL RY CO
COM
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CL A COM
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COM
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COM
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CAPSTEAD MTG CORP
COM NO PAR
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COM
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CARRIZO OIL & GAS INC
COM
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302
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CL A
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363
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CBIZ INC
COM
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COM
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CL B
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COM
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SUB VTG SHS
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COM
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ORD
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COM
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COM
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COM
125509109
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COM
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SHS EURO
N20146101
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CIT GROUP INC
COM NEW
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CITIZENS FINL GROUP INC
COM
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COM
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CLOROX CO DEL
COM
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CME GROUP INC
COM
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COACH INC
COM
189754104
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COM
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SHS
G25839104
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COGNIZANT TECHNOLOGY SOLUTIO
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COHEN & STEERS INC
COM
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COLGATE PALMOLIVE CO
COM
194162103
462
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SH
SOLE
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COLONY STARWOOD HOMES
COM
19625X102
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COMCAST CORP NEW
CL A
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SOLE
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COMERICA INC
COM
200340107
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SH
SOLE
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0
0
CONAGRA BRANDS INC
COM
205887102
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SH
SOLE
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0
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CONCHO RES INC
COM
20605P101
263
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CONDUENT INC
COM
206787103
182
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SOLE
11420
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CONMED CORP
COM
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CONOCOPHILLIPS
COM
20825C104
337
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SOLE
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CONSTELLATION BRANDS INC
CL A
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COM
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COOPER COS INC
COM NEW
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CORE LABORATORIES N V
COM
N22717107
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CORELOGIC INC
COM
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CORNING INC
COM
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CRACKER BARREL OLD CTRY STOR
COM
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CREE INC
COM
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CROWN CASTLE INTL CORP NEW
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CU BANCORP CALIF
COM
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CUMMINS INC
COM
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CVR ENERGY INC
COM
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CYS INVTS INC
COM
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DANA INCORPORATED
COM
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SH
SOLE
10269
0
0
DANAHER CORP DEL
COM
235851102
1713
20297
SH
SOLE
20297
0
0
DCT INDUSTRIAL TRUST INC
COM NEW
233153204
301
5630
SH
SOLE
5630
0
0
DEERE & CO
COM
244199105
2854
23094
SH
SOLE
23094
0
0
DELEK LOGISTICS PARTNERS LP
COM UNT RP INT
24664T103
757
23100
SH
SOLE
23100
0
0
DELEK US HLDGS INC
COM
246647101
352
13316
SH
SOLE
13316
0
0
DELL TECHNOLOGIES INC
COM CL V
24703L103
41413
677680
SH
SOLE
677680
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
1040
19355
SH
SOLE
19355
0
0
DELUXE CORP
COM
248019101
485
7009
SH
SOLE
7009
0
0
DESCARTES SYS GROUP INC
COM
249906108
689
28300
SH
SOLE
28300
0
0
DEVON ENERGY CORP NEW
COM
25179M103
252
7871
SH
SOLE
7871
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
216
2438
SH
SOLE
2438
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
51306
577700
SH
DFND
1
577700
0
0
DIGITAL RLTY TR INC
COM
253868103
5629
49837
SH
SOLE
49837
0
0
DIGITALGLOBE INC
COM NEW
25389M877
87341
2622863
SH
SOLE
2622863
0
0
DIME CMNTY BANCSHARES
COM
253922108
204
10429
SH
SOLE
10429
0
0
DINEEQUITY INC
COM
254423106
215
4888
SH
SOLE
4888
0
0
DISCOVER FINL SVCS
COM
254709108
2946
47365
SH
SOLE
47365
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
349
13505
SH
SOLE
13505
0
0
DISH NETWORK CORP
CL A
25470M109
1496
23844
SH
SOLE
23844
0
0
DOLBY LABORATORIES INC
COM
25659T107
214
4365
SH
SOLE
4365
0
0
DOLLAR TREE INC
COM
256746108
4202
60104
SH
SOLE
60104
0
0
DOMINION ENERGY INC
COM
25746U109
464
6054
SH
SOLE
6054
0
0
DOMINION ENERGY MIDSTRM PRTN
COM UT REP LTD
257454108
55702
1930739
SH
DFND
1
1930739
0
0
DOMINOS PIZZA INC
COM
25754A201
1413
6679
SH
SOLE
6679
0
0
DONNELLEY R R & SONS CO
COM
257867200
268
21339
SH
SOLE
21339
0
0
DOW CHEM CO
COM
260543103
9627
152644
SH
SOLE
152644
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
1156
12685
SH
SOLE
12685
0
0
DREYFUS MUN BD INFRSTRCTR FD
SHS
26203D101
145
10899
SH
SOLE
10899
0
0
DRIL-QUIP INC
COM
262037104
252
5162
SH
SOLE
5162
0
0
DTE ENERGY CO
COM
233331107
1052
9943
SH
SOLE
9943
0
0
DUKE REALTY CORP
COM NEW
264411505
788
28179
SH
SOLE
28179
0
0
DUPONT FABROS TECHNOLOGY INC
COM
26613Q106
89569
1464499
SH
SOLE
1464499
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
591
15537
SH
SOLE
15537
0
0
EAGLE MATERIALS INC
COM
26969P108
518
5601
SH
SOLE
5601
0
0
EAGLE PHARMACEUTICALS INC
COM
269796108
651
8258
SH
SOLE
8258
0
0
EASTERLY GOVT PPTYS INC
COM
27616P103
307
14660
SH
SOLE
14660
0
0
EASTGROUP PPTY INC
COM
277276101
853
10181
SH
SOLE
10181
0
0
EATON VANCE CORP
COM NON VTG
278265103
215
4545
SH
SOLE
4545
0
0
EBAY INC
COM
278642103
595
17036
SH
SOLE
17036
0
0
ECLIPSE RES CORP
COM
27890G100
9299
3251230
SH
DFND
1
3251230
0
0
EL PASO ELEC CO
COM NEW
283677854
822
15893
SH
SOLE
15893
0
0
ELECTRONIC ARTS INC
COM
285512109
2706
25596
SH
SOLE
25596
0
0
EMPIRE ST RLTY TR INC
CL A
292104106
1073
51673
SH
SOLE
51673
0
0
ENBRIDGE ENERGY MANAGEMENT L
SHS UNITS LLI
29250X103
948
61489
SH
SOLE
61489
0
0
ENCANA CORP
COM
292505104
557
63329
SH
SOLE
63329
0
0
ENCANA CORP
COM
292505104
35200
4000000
SH
DFND
1
4000000
0
0
ENERGEN CORP
COM
29265N108
555
11250
SH
SOLE
11250
0
0
ENERGY RECOVERY INC
COM
29270J100
88
10655
SH
SOLE
10655
0
0
ENERGY TRANSFER PARTNERS LP
UNIT LTD PRT INT ADDED
29278N103
612
30000
SH
SOLE
30000
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
299
17000
SH
SOLE
17000
0
0
ENLINK MIDSTREAM PARTNERS LP
COM UNIT REP LTD
29336U107
661
39000
SH
SOLE
39000
0
0
ENLINK MIDSTREAM PARTNERS LP
COM UNIT REP LTD
29336U107
53721
3167493
SH
DFND
1
3167493
0
0
ENSCO PLC
SHS CLASS A
G3157S106
12368
2396945
SH
SOLE
2396945
0
0
EOG RES INC
COM
26875P101
510
5631
SH
SOLE
5631
0
0
EQUIFAX INC
COM
294429105
1605
11676
SH
SOLE
11676
0
0
EQUITY COMWLTH
COM SH BEN INT
294628102
1133
35857
SH
SOLE
35857
0
0
ESSEX PPTY TR INC
COM
297178105
1700
6606
SH
SOLE
6606
0
0
EURONET WORLDWIDE INC
COM
298736109
218
2495
SH
SOLE
2495
0
0
EVEREST RE GROUP LTD
COM
G3223R108
2319
9109
SH
SOLE
9109
0
0
EVOLENT HEALTH INC
CL A
30050B101
2535
100000
SH
SOLE
100000
0
0
EXPEDIA INC DEL
COM NEW
30212P303
671
4508
SH
SOLE
4508
0
0
EXPEDITORS INTL WASH INC
COM
302130109
1143
20246
SH
SOLE
20246
0
0
EXPONENT INC
COM
30214U102
219
3756
SH
SOLE
3756
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
4028
63092
SH
SOLE
63092
0
0
EXTERRAN CORP
COM
30227H106
73958
2769956
SH
DFND
1
2769956
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
974
12487
SH
SOLE
12487
0
0
EXTRACTION OIL AND GAS INC
COM
30227M105
54
3998
SH
SOLE
3998
0
0
EXTRACTION OIL AND GAS INC
COM
30227M105
29078
2161944
SH
DFND
1
2161944
0
0
EXXON MOBIL CORP
COM
30231G102
1027
12727
SH
SOLE
12727
0
0
F M C CORP
COM NEW
302491303
788
10790
SH
SOLE
10790
0
0
F5 NETWORKS INC
COM
315616102
932
7337
SH
SOLE
7337
0
0
FACEBOOK INC
CL A
30303M102
622
4123
SH
SOLE
4123
0
0
FACTSET RESH SYS INC
COM
303075105
284
1710
SH
SOLE
1710
0
0
FAIR ISAAC CORP
COM
303250104
217
1557
SH
SOLE
1557
0
0
FAIRPOINT COMMUNICATIONS INC
COM NEW
305560302
17922
1145179
SH
SOLE
1145179
0
0
FASTENAL CO
COM
311900104
563
12943
SH
SOLE
12943
0
0
FEDERATED INVS INC PA
CL B
314211103
215
7622
SH
SOLE
7622
0
0
FELCOR LODGING TR INC
COM
31430F101
2557
354687
SH
SOLE
354687
0
0
FERRARI N V
COM
N3167Y103
3362
39085
SH
SOLE
39085
0
0
FERRO CORP
COM
315405100
199
10857
SH
SOLE
10857
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
1258
118361
SH
SOLE
118361
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
2979
34888
SH
SOLE
34888
0
0
FINANCIAL ENGINES INC
COM
317485100
210
5746
SH
SOLE
5746
0
0
FINANCIAL INSTNS INC
COM
317585404
209
7011
SH
SOLE
7011
0
0
FINISH LINE INC
CL A
317923100
890
62806
SH
SOLE
62806
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
1883
18816
SH
SOLE
18816
0
0
FLEX LTD
ORD
Y2573F102
1719
105392
SH
SOLE
105392
0
0
FLIR SYS INC
COM
302445101
1197
34536
SH
SOLE
34536
0
0
FLUOR CORP NEW
COM
343412102
226
4929
SH
SOLE
4929
0
0
FOOT LOCKER INC
COM
344849104
6362
129099
SH
SOLE
129099
0
0
FOREST CITY RLTY TR INC
COM CL A
345605109
2060
85247
SH
SOLE
85247
0
0
FORTINET INC
COM
34959E109
212
5658
SH
SOLE
5658
0
0
FORTIVE CORP
COM
34959J108
209
3294
SH
SOLE
3294
0
0
FORUM ENERGY TECHNOLOGIES IN
COM
34984V100
530
33963
SH
SOLE
33963
0
0
FRANCO NEVADA CORP
COM
351858105
353
4893
SH
SOLE
4893
0
0
FREDS INC
CL A
356108100
923
100000
SH
Call
SOLE
100000
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
1323
23107
SH
SOLE
23107
0
0
GAP INC DEL
COM
364760108
3123
142001
SH
SOLE
142001
0
0
GARMIN LTD
SHS
H2906T109
2925
57326
SH
SOLE
57326
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
399
13066
SH
SOLE
13066
0
0
GENERAL COMMUNICATION INC
CL A
369385109
34017
928422
SH
SOLE
928422
0
0
GENERAL ELECTRIC CO
COM
369604103
3506
129786
SH
SOLE
129786
0
0
GENERAL MTRS CO
COM
37045V100
3018
86396
SH
SOLE
86396
0
0
GETTY RLTY CORP NEW
COM
374297109
1199
47750
SH
SOLE
47750
0
0
GLOBAL NET LEASE INC
COM NEW
379378201
525
23619
SH
SOLE
23619
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
339
15251
SH
SOLE
15251
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
4560
20550
SH
SOLE
20550
0
0
GOLUB CAP BDC INC
COM
38173M102
1308
68390
SH
SOLE
68390
0
0
GREIF INC
CL A
397624107
759
13608
SH
SOLE
13608
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
33556
2275000
SH
DFND
1
2275000
0
0
HAEMONETICS CORP
COM
405024100
1274
32254
SH
SOLE
32254
0
0
HALLIBURTON CO
COM
406216101
819
19172
SH
SOLE
19172
0
0
HARLEY DAVIDSON INC
COM
412822108
1345
24894
SH
SOLE
24894
0
0
HARRIS CORP DEL
COM
413875105
1480
13571
SH
SOLE
13571
0
0
HARSCO CORP
COM
415864107
281
17458
SH
SOLE
17458
0
0
HASBRO INC
COM
418056107
2075
18608
SH
SOLE
18608
0
0
HCA HEALTHCARE INC
COM
40412C101
405
4649
SH
SOLE
4649
0
0
HCP INC
COM
40414L109
881
27576
SH
SOLE
27576
0
0
HD SUPPLY HLDGS INC
COM
40416M105
660
21556
SH
SOLE
21556
0
0
HEALTHSOUTH CORP
COM NEW
421924309
985
20346
SH
SOLE
20346
0
0
HEARTLAND EXPRESS INC
COM
422347104
214
10258
SH
SOLE
10258
0
0
HECLA MNG CO
COM
422704106
370
72506
SH
SOLE
72506
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
1116
11865
SH
SOLE
11865
0
0
HENRY JACK & ASSOC INC
COM
426281101
553
5320
SH
SOLE
5320
0
0
HERC HLDGS INC
COM
42704L104
277
7039
SH
SOLE
7039
0
0
HERCULES CAPITAL INC
COM
427096508
216
16302
SH
SOLE
16302
0
0
HERSHEY CO
COM
427866108
1784
16613
SH
SOLE
16613
0
0
HESS CORP
COM
42809H107
263
6003
SH
SOLE
6003
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
19681
1186331
SH
SOLE
1186331
0
0
HILL ROM HLDGS INC
COM
431475102
1117
14037
SH
SOLE
14037
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
3022
48857
SH
SOLE
48857
0
0
HMS HLDGS CORP
COM
40425J101
189
10195
SH
SOLE
10195
0
0
HOEGH LNG PARTNERS LP
COM UNIT LTD
Y3262R100
768
40100
SH
SOLE
40100
0
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
221
6800
SH
SOLE
6800
0
0
HONEYWELL INTL INC
COM
438516106
1864
13981
SH
SOLE
13981
0
0
HORMEL FOODS CORP
COM
440452100
410
12006
SH
SOLE
12006
0
0
HUDSON PAC PPTYS INC
COM
444097109
397
11597
SH
SOLE
11597
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
1718
127062
SH
SOLE
127062
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1456
7823
SH
SOLE
7823
0
0
HYATT HOTELS CORP
COM CL A
448579102
870
15475
SH
SOLE
15475
0
0
IDACORP INC
COM
451107106
349
4089
SH
SOLE
4089
0
0
IDEX CORP
COM
45167R104
1036
9168
SH
SOLE
9168
0
0
IDEXX LABS INC
COM
45168D104
2476
15340
SH
SOLE
15340
0
0
IHS MARKIT LTD
SHS
G47567105
4313
97935
SH
SOLE
97935
0
0
ILLUMINA INC
COM
452327109
2556
14728
SH
SOLE
14728
0
0
IMPERIAL OIL LTD
COM NEW
453038408
1120
38400
SH
SOLE
38400
0
0
IMPERVA INC
COM
45321L100
215
4494
SH
SOLE
4494
0
0
INGERSOLL-RAND PLC
SHS
G47791101
3675
40209
SH
SOLE
40209
0
0
INGEVITY CORP
COM
45688C107
610
10623
SH
SOLE
10623
0
0
INTEL CORP
COM
458140100
1854
54953
SH
SOLE
54953
0
0
INTERFACE INC
COM
458665304
215
10964
SH
SOLE
10964
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
2344
15240
SH
SOLE
15240
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
981
7266
SH
SOLE
7266
0
0
INTERXION HOLDING N.V
SHS
N47279109
218
4772
SH
SOLE
4772
0
0
INTUIT
COM
461202103
5188
39065
SH
SOLE
39065
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
2119
2265
SH
SOLE
2265
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
471
35290
SH
SOLE
35290
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
8278
200000
SH
Call
SOLE
200000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
42276
300000
SH
Put
SOLE
300000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
124170
3000000
SH
Put
SOLE
3000000
0
0
JABIL INC
COM
466313103
954
32685
SH
SOLE
32685
0
0
JACK IN THE BOX INC
COM
466367109
669
6788
SH
SOLE
6788
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
433
7955
SH
SOLE
7955
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
676
4347
SH
SOLE
4347
0
0
JOHNSON & JOHNSON
COM
478160104
3097
23411
SH
SOLE
23411
0
0
JONES ENERGY INC
COM CL A
48019R108
597
372971
SH
DFND
1
372971
0
0
JUNIPER NETWORKS INC
COM
48203R104
2493
89410
SH
SOLE
89410
0
0
KAMAN CORP
COM
483548103
635
12741
SH
SOLE
12741
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
307
14899
SH
SOLE
14899
0
0
KAR AUCTION SVCS INC
COM
48238T109
208
4962
SH
SOLE
4962
0
0
KATE SPADE & CO
COM
485865109
117637
6362202
SH
SOLE
6362202
0
0
KCG HLDGS INC
CL A
48244B100
54731
2744798
SH
SOLE
2744798
0
0
KELLOGG CO
COM
487836108
1951
28083
SH
SOLE
28083
0
0
KELLY SVCS INC
CL A
488152208
219
9775
SH
SOLE
9775
0
0
KEYCORP NEW
COM
493267108
2513
134103
SH
SOLE
134103
0
0
KINDER MORGAN INC DEL
COM
49456B101
833
43502
SH
SOLE
43502
0
0
KINDER MORGAN INC DEL
COM
49456B101
87699
4577200
SH
DFND
1
4577200
0
0
KLA-TENCOR CORP
COM
482480100
4197
45865
SH
SOLE
45865
0
0
KNOLL INC
COM NEW
498904200
213
10644
SH
SOLE
10644
0
0
KRAFT HEINZ CO
COM
500754106
1925
22473
SH
SOLE
22473
0
0
KRONOS WORLDWIDE INC
COM
50105F105
363
19904
SH
SOLE
19904
0
0
KULICKE & SOFFA INDS INC
COM
501242101
621
32640
SH
SOLE
32640
0
0
LADDER CAP CORP
CL A
505743104
215
16020
SH
SOLE
16020
0
0
LAM RESEARCH CORP
COM
512807108
3598
25439
SH
SOLE
25439
0
0
LAMB WESTON HLDGS INC
COM
513272104
27106
615488
SH
SOLE
615488
0
0
LANDSTAR SYS INC
COM
515098101
1261
14726
SH
SOLE
14726
0
0
LAREDO PETROLEUM INC
COM
516806106
586
55721
SH
SOLE
55721
0
0
LAS VEGAS SANDS CORP
COM
517834107
3458
54125
SH
SOLE
54125
0
0
LEAR CORP
COM NEW
521865204
2420
17032
SH
SOLE
17032
0
0
LEGG MASON INC
COM
524901105
298
7800
SH
SOLE
7800
0
0
LEGGETT & PLATT INC
COM
524660107
464
8830
SH
SOLE
8830
0
0
LEIDOS HLDGS INC
COM
525327102
4507
87190
SH
SOLE
87190
0
0
LENDINGCLUB CORP
COM
52603A109
160
28959
SH
SOLE
28959
0
0
LENNOX INTL INC
COM
526107107
207
1129
SH
SOLE
1129
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
218747
3688820
SH
SOLE
3688820
0
0
LHC GROUP INC
COM
50187A107
379
5589
SH
SOLE
5589
0
0
LIFE STORAGE INC
COM
53223X107
342
4609
SH
SOLE
4609
0
0
LIFEPOINT HEALTH INC
COM
53219L109
473
7046
SH
SOLE
7046
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
201
1656
SH
SOLE
1656
0
0
LILLY ELI & CO
COM
532457108
3507
42617
SH
SOLE
42617
0
0
LIVANOVA PLC
SHS
G5509L101
208
3403
SH
SOLE
3403
0
0
LOCKHEED MARTIN CORP
COM
539830109
3511
12646
SH
SOLE
12646
0
0
LOEWS CORP
COM
540424108
4598
98221
SH
SOLE
98221
0
0
LOGITECH INTL S A
SHS
H50430232
220
5989
SH
SOLE
5989
0
0
LORAL SPACE & COMMUNICATNS I
COM
543881106
220
5305
SH
SOLE
5305
0
0
LOUISIANA PAC CORP
COM
546347105
338
14026
SH
SOLE
14026
0
0
M & T BK CORP
COM
55261F104
5146
31773
SH
SOLE
31773
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
1192
15200
SH
SOLE
15200
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
909
20285
SH
SOLE
20285
0
0
MARATHON PETE CORP
COM
56585A102
1371
26191
SH
SOLE
26191
0
0
MARKEL CORP
COM
570535104
652
668
SH
SOLE
668
0
0
MARRIOTT INTL INC NEW
CL A
571903202
1829
18235
SH
SOLE
18235
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
947
4255
SH
SOLE
4255
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
850
51432
SH
SOLE
51432
0
0
MASCO CORP
COM
574599106
954
24974
SH
SOLE
24974
0
0
MASIMO CORP
COM
574795100
318
3487
SH
SOLE
3487
0
0
MATADOR RES CO
COM
576485205
224
10503
SH
SOLE
10503
0
0
MATTHEWS INTL CORP
CL A
577128101
217
3536
SH
SOLE
3536
0
0
MCDONALDS CORP
COM
580135101
2868
18726
SH
SOLE
18726
0
0
MCKESSON CORP
COM
58155Q103
2315
14070
SH
SOLE
14070
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
199
15490
SH
SOLE
15490
0
0
MEDIFAST INC
COM
58470H101
574
13831
SH
SOLE
13831
0
0
MEDLEY CAP CORP
COM
58503F106
117
18288
SH
SOLE
18288
0
0
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
215
4968
SH
SOLE
4968
0
0
MERCADOLIBRE INC
COM
58733R102
2064
8227
SH
SOLE
8227
0
0
MERCK & CO INC
COM
58933Y105
3199
49911
SH
SOLE
49911
0
0
MERITAGE HOMES CORP
COM
59001A102
213
5057
SH
SOLE
5057
0
0
MERITOR INC
COM
59001K100
1031
62093
SH
SOLE
62093
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
1937
3292
SH
SOLE
3292
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
4375
139815
SH
SOLE
139815
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
1161
32036
SH
SOLE
32036
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1704
22078
SH
SOLE
22078
0
0
MICROSEMI CORP
COM
595137100
279
5964
SH
SOLE
5964
0
0
MICROSOFT CORP
COM
594918104
615
8928
SH
SOLE
8928
0
0
MICROSTRATEGY INC
CL A NEW
594972408
217
1134
SH
SOLE
1134
0
0
MID AMER APT CMNTYS INC
COM
59522J103
2659
25236
SH
SOLE
25236
0
0
MILLER HERMAN INC
COM
600544100
217
7139
SH
SOLE
7139
0
0
MITEL NETWORKS CORP
COM
60671Q104
88
12025
SH
SOLE
12025
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
151920
2419115
SH
SOLE
2419115
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
42704
680000
SH
Call
SOLE
680000
0
0
MOHAWK INDS INC
COM
608190104
1685
6973
SH
SOLE
6973
0
0
MOLSON COORS BREWING CO
CL B
60871R209
3306
38291
SH
SOLE
38291
0
0
MONDELEZ INTL INC
CL A
609207105
858
19876
SH
SOLE
19876
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
21855
1266944
SH
SOLE
1266944
0
0
MONOGRAM RESIDENTIAL TR INC
COM
60979P105
295
30330
SH
SOLE
30330
0
0
MONRO MUFFLER BRAKE INC
COM
610236101
1159
27764
SH
SOLE
27764
0
0
MORGAN STANLEY
COM NEW
617446448
1498
33609
SH
SOLE
33609
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
811
9349
SH
SOLE
9349
0
0
MPLX LP
COM UNIT REP LTD
55336V100
434
13000
SH
SOLE
13000
0
0
MURPHY USA INC
COM
626755102
15675
211515
SH
SOLE
211515
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
770
94585
SH
SOLE
94585
0
0
NASDAQ INC
COM
631103108
2706
37856
SH
SOLE
37856
0
0
NATIONAL HEALTHCARE CORP
COM
635906100
838
11942
SH
SOLE
11942
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
470
14263
SH
SOLE
14263
0
0
NETFLIX INC
COM
64110L106
1815
12149
SH
SOLE
12149
0
0
NEW MTN FIN CORP
COM
647551100
1175
80740
SH
SOLE
80740
0
0
NEW SR INVT GROUP INC
COM
648691103
137
13657
SH
SOLE
13657
0
0
NEW YORK MTG TR INC
COM PAR $.02
649604501
108
17327
SH
SOLE
17327
0
0
NEW YORK REIT INC
COM
64976L109
9513
1100994
SH
SOLE
1100994
0
0
NEWMARKET CORP
COM
651587107
1389
3016
SH
SOLE
3016
0
0
NEWMONT MINING CORP
COM
651639106
569
17578
SH
SOLE
17578
0
0
NEXTERA ENERGY PARTNERS LP
COM UNIT PART IN
65341B106
551
14900
SH
SOLE
14900
0
0
NIC INC
COM
62914B100
205
10802
SH
SOLE
10802
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
1338
34613
SH
SOLE
34613
0
0
NIKE INC
CL B
654106103
3143
53268
SH
SOLE
53268
0
0
NN INC
COM
629337106
252
9174
SH
SOLE
9174
0
0
NOBLE ENERGY INC
COM
655044105
303
10718
SH
SOLE
10718
0
0
NORFOLK SOUTHERN CORP
COM
655844108
2364
19426
SH
SOLE
19426
0
0
NORTHFIELD BANCORP INC DEL
COM
66611T108
182
10595
SH
SOLE
10595
0
0
NORTHROP GRUMMAN CORP
COM
666807102
1987
7740
SH
SOLE
7740
0
0
NORTHWEST BANCSHARES INC MD
COM
667340103
781
50019
SH
SOLE
50019
0
0
NOVADAQ TECHNOLOGIES INC
COM
66987G102
316
26700
SH
SOLE
26700
0
0
NUCOR CORP
COM
670346105
543
9378
SH
SOLE
9378
0
0
NVIDIA CORP
COM
67066G104
784
5425
SH
SOLE
5425
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
2744
12546
SH
SOLE
12546
0
0
OASIS PETE INC NEW
COM
674215108
370
45916
SH
SOLE
45916
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
479
8000
SH
SOLE
8000
0
0
OFFICE DEPOT INC
COM
676220106
264
46817
SH
SOLE
46817
0
0
OIL STS INTL INC
COM
678026105
417
15349
SH
SOLE
15349
0
0
OLD REP INTL CORP
COM
680223104
280
14316
SH
SOLE
14316
0
0
OMNICELL INC
COM
68213N109
500
11590
SH
SOLE
11590
0
0
OMNICOM GROUP INC
COM
681919106
2363
28510
SH
SOLE
28510
0
0
OMNOVA SOLUTIONS INC
COM
682129101
297
30477
SH
SOLE
30477
0
0
ONE GAS INC
COM
68235P108
216
3096
SH
SOLE
3096
0
0
ONEBEACON INSURANCE GROUP LT
CL A
G67742109
13966
766097
SH
SOLE
766097
0
0
ONEOK INC NEW
COM
682680103
782
15000
SH
SOLE
15000
0
0
OPEN TEXT CORP
COM
683715106
618
19610
SH
SOLE
19610
0
0
ORBCOMM INC
COM
68555P100
172
15217
SH
SOLE
15217
0
0
ORBITAL ATK INC
COM
68557N103
240
2439
SH
SOLE
2439
0
0
ORITANI FINL CORP DEL
COM
68633D103
196
11493
SH
SOLE
11493
0
0
OWENS & MINOR INC NEW
COM
690732102
1291
40105
SH
SOLE
40105
0
0
OWENS ILL INC
COM NEW
690768403
281
11768
SH
SOLE
11768
0
0
PALO ALTO NETWORKS INC
COM
697435105
249
1863
SH
SOLE
1863
0
0
PAN AMERICAN SILVER CORP
COM
697900108
705
41906
SH
SOLE
41906
0
0
PANERA BREAD CO
CL A
69840W108
132793
422049
SH
SOLE
422049
0
0
PANERA BREAD CO
CL A
69840W108
15889
50500
SH
Call
SOLE
50500
0
0
PAPA JOHNS INTL INC
COM
698813102
833
11611
SH
SOLE
11611
0
0
PARAMOUNT GROUP INC
COM
69924R108
337
21064
SH
SOLE
21064
0
0
PAREXEL INTL CORP
COM
699462107
9927
114227
SH
SOLE
114227
0
0
PARK STERLING CORP
COM
70086Y105
4768
401353
SH
SOLE
401353
0
0
PARKER HANNIFIN CORP
COM
701094104
564
3531
SH
SOLE
3531
0
0
PATHEON N V
SHS
N6865W105
44292
1269840
SH
SOLE
1269840
0
0
PATTERSON COMPANIES INC
COM
703395103
781
16638
SH
SOLE
16638
0
0
PATTERSON UTI ENERGY INC
COM
703481101
245
12113
SH
SOLE
12113
0
0
PATTERSON UTI ENERGY INC
COM
703481101
22179
1098500
SH
DFND
1
1098500
0
0
PAYCHEX INC
COM
704326107
263
4613
SH
SOLE
4613
0
0
PDC ENERGY INC
COM
69327R101
683
15842
SH
SOLE
15842
0
0
PEMBINA PIPELINE CORP
COM
706327103
666
20100
SH
SOLE
20100
0
0
PENNANTPARK FLOATING RATE CA
COM
70806A106
889
62983
SH
SOLE
62983
0
0
PENNANTPARK INVT CORP
COM
708062104
164
22244
SH
SOLE
22244
0
0
PENNYMAC MTG INVT TR
COM
70931T103
220
12054
SH
SOLE
12054
0
0
PEPSICO INC
COM
713448108
6201
53691
SH
SOLE
53691
0
0
PERKINELMER INC
COM
714046109
209
3060
SH
SOLE
3060
0
0
PERRIGO CO PLC
SHS
G97822103
1349
17864
SH
SOLE
17864
0
0
PFIZER INC
COM
717081103
2594
77233
SH
SOLE
77233
0
0
PHH CORP
COM NEW
693320202
175
12729
SH
SOLE
12729
0
0
PHYSICIANS RLTY TR
COM
71943U104
2027
100630
SH
SOLE
100630
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
870
41288
SH
SOLE
41288
0
0
PINNACLE WEST CAP CORP
COM
723484101
253
2967
SH
SOLE
2967
0
0
PIONEER NAT RES CO
COM
723787107
666
4176
SH
SOLE
4176
0
0
PIONEER NAT RES CO
COM
723787107
82061
514229
SH
DFND
1
514229
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
2339
89404
SH
SOLE
89404
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
19803
757000
SH
DFND
1
757000
0
0
PLANTRONICS INC NEW
COM
727493108
215
4114
SH
SOLE
4114
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
385
30399
SH
SOLE
30399
0
0
PLEXUS CORP
COM
729132100
1033
19647
SH
SOLE
19647
0
0
PNC FINL SVCS GROUP INC
COM
693475105
3145
25187
SH
SOLE
25187
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
55056
400000
SH
Call
SOLE
400000
0
0
PRAXAIR INC
COM
74005P104
647
4879
SH
SOLE
4879
0
0
PREMIER INC
CL A
74051N102
941
26150
SH
SOLE
26150
0
0
PRESTIGE BRANDS HLDGS INC
COM
74112D101
509
9636
SH
SOLE
9636
0
0
PRICE T ROWE GROUP INC
COM
74144T108
1697
22874
SH
SOLE
22874
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
3425
53462
SH
SOLE
53462
0
0
PROCTER AND GAMBLE CO
COM
742718109
4627
53087
SH
SOLE
53087
0
0
PROSPERITY BANCSHARES INC
COM
743606105
200
3114
SH
SOLE
3114
0
0
PROVIDENCE SVC CORP
COM
743815102
1077
21288
SH
SOLE
21288
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
220
8650
SH
SOLE
8650
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
741
5596
SH
SOLE
5596
0
0
PUBLIC STORAGE
COM
74460D109
219
1050
SH
SOLE
1050
0
0
QIAGEN NV
SHS NEW
N72482123
257
7671
SH
SOLE
7671
0
0
QORVO INC
COM
74736K101
379
5992
SH
SOLE
5992
0
0
QUALCOMM INC
COM
747525103
747
13527
SH
SOLE
13527
0
0
QUINTILES IMS HOLDINGS INC
COM
74876Y101
1183
13219
SH
SOLE
13219
0
0
RAYTHEON CO
COM NEW
755111507
1030
6381
SH
SOLE
6381
0
0
REALTY INCOME CORP
COM
756109104
2390
43321
SH
SOLE
43321
0
0
RED HAT INC
COM
756577102
2312
24141
SH
SOLE
24141
0
0
REGAL ENTMT GROUP
CL A
758766109
1040
50836
SH
SOLE
50836
0
0
REGIONS FINL CORP NEW
COM
7591EP100
703
47991
SH
SOLE
47991
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
2490
19397
SH
SOLE
19397
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
1364
9810
SH
SOLE
9810
0
0
REPUBLIC SVCS INC
COM
760759100
2726
42769
SH
SOLE
42769
0
0
REYNOLDS AMERICAN INC
COM
761713106
273655
4207486
SH
SOLE
4207486
0
0
RH
COM
74967X103
595
9217
SH
SOLE
9217
0
0
RICE ENERGY INC
COM
762760106
145076
5447851
SH
SOLE
5447851
0
0
RICE MIDSTREAM PARTNERS LP
UNIT LTD PARTN
762819100
29592
1484046
SH
DFND
1
1484046
0
0
RITE AID CORP
COM
767754104
429
145300
SH
Call
SOLE
145300
0
0
RLI CORP
COM
749607107
209
3831
SH
SOLE
3831
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
4848
102600
SH
SOLE
102600
0
0
ROLLINS INC
COM
775711104
1392
34190
SH
SOLE
34190
0
0
ROPER TECHNOLOGIES INC
COM
776696106
479
2068
SH
SOLE
2068
0
0
ROSS STORES INC
COM
778296103
3529
61128
SH
SOLE
61128
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
452
44100
SH
SOLE
44100
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
2167
29832
SH
SOLE
29832
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
292
2676
SH
SOLE
2676
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
1410
25900
SH
SOLE
25900
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
84175
1546484
SH
DFND
1
1546484
0
0
ROYAL GOLD INC
COM
780287108
543
6952
SH
SOLE
6952
0
0
RPC INC
COM
749660106
482
23836
SH
SOLE
23836
0
0
RSP PERMIAN INC
COM
74978Q105
205
6348
SH
SOLE
6348
0
0
S&P GLOBAL INC
COM
78409V104
1453
9953
SH
SOLE
9953
0
0
SAFETY INS GROUP INC
COM
78648T100
500
7322
SH
SOLE
7322
0
0
SALESFORCE COM INC
COM
79466L302
2006
23160
SH
SOLE
23160
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
48
2761
SH
SOLE
2761
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
894
51972
SH
DFND
1
51972
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
152
11940
SH
SOLE
11940
0
0
SAPIENS INTL CORP N V
SHS NEW
N7716A151
211
18824
SH
SOLE
18824
0
0
SCANSOURCE INC
COM
806037107
219
5426
SH
SOLE
5426
0
0
SCHEIN HENRY INC
COM
806407102
1101
6015
SH
SOLE
6015
0
0
SCHLUMBERGER LTD
COM
806857108
367
5580
SH
SOLE
5580
0
0
SCHOLASTIC CORP
COM
807066105
444
10193
SH
SOLE
10193
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
467
12549
SH
SOLE
12549
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
249
9554
SH
SOLE
9554
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
1911
49311
SH
SOLE
49311
0
0
SEALED AIR CORP NEW
COM
81211K100
936
20906
SH
SOLE
20906
0
0
SEATTLE GENETICS INC
COM
812578102
4386
84775
SH
SOLE
84775
0
0
SELECT COMFORT CORP
COM
81616X103
1047
29510
SH
SOLE
29510
0
0
SELECT INCOME REIT
COM SH BEN INT
81618T100
267
11106
SH
SOLE
11106
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
886
10998
SH
SOLE
10998
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
639
29300
SH
SOLE
29300
0
0
SHIP FINANCE INTERNATIONAL L
SHS
G81075106
468
34426
SH
SOLE
34426
0
0
SHORETEL INC
COM
825211105
132
22805
SH
SOLE
22805
0
0
SHUTTERFLY INC
COM
82568P304
213
4475
SH
SOLE
4475
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
214
1494
SH
SOLE
1494
0
0
SILGAN HOLDINGS INC
COM
827048109
933
29348
SH
SOLE
29348
0
0
SIRIUS XM HLDGS INC
COM
82968B103
63
11533
SH
SOLE
11533
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1004
10467
SH
SOLE
10467
0
0
SMUCKER J M CO
COM NEW
832696405
4621
39056
SH
SOLE
39056
0
0
SOLAR CAP LTD
COM
83413U100
573
26192
SH
SOLE
26192
0
0
SONOCO PRODS CO
COM
835495102
1115
21690
SH
SOLE
21690
0
0
SOUTHERN CO
COM
842587107
2087
43583
SH
SOLE
43583
0
0
SOUTHERN COPPER CORP
COM
84265V105
675
19505
SH
SOLE
19505
0
0
SOUTHWEST BANCORP INC OKLA
COM
844767103
2971
116270
SH
SOLE
116270
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
438
5990
SH
SOLE
5990
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
133
21885
SH
SOLE
21885
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
84630
350000
SH
Put
SOLE
350000
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
399
9300
SH
SOLE
9300
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
72515
1690321
SH
DFND
1
1690321
0
0
SPECTRANETICS CORP
COM
84760C107
5411
140901
SH
SOLE
140901
0
0
SPECTRUM BRANDS HLDGS INC
COM
84763R101
1966
15719
SH
SOLE
15719
0
0
SPIRE INC
COM
84857L101
696
9975
SH
SOLE
9975
0
0
SRC ENERGY INC
COM
78470V108
93
13789
SH
SOLE
13789
0
0
STANDARD MTR PRODS INC
COM
853666105
216
4138
SH
SOLE
4138
0
0
STANLEY BLACK & DECKER INC
COM
854502101
2834
20138
SH
SOLE
20138
0
0
STARBUCKS CORP
COM
855244109
2881
49414
SH
SOLE
49414
0
0
STATE STR CORP
COM
857477103
2240
24963
SH
SOLE
24963
0
0
STERICYCLE INC
COM
858912108
221
2891
SH
SOLE
2891
0
0
STRAIGHT PATH COMMUNICATNS I
CL B
862578101
61168
340483
SH
SOLE
340483
0
0
STRYKER CORP
COM
863667101
3201
23067
SH
SOLE
23067
0
0
SUN BANCORP INC
COM NEW
86663B201
308
12500
SH
SOLE
12500
0
0
SUN LIFE FINL INC
COM
866796105
3133
87600
SH
SOLE
87600
0
0
SUNCOR ENERGY INC NEW
COM
867224107
798
27342
SH
SOLE
27342
0
0
SUNOCO LP
COM U REP LP
86765K109
260
8500
SH
SOLE
8500
0
0
SUNTRUST BKS INC
COM
867914103
3485
61446
SH
SOLE
61446
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
9596
920000
SH
Call
DFND
1
920000
0
0
SVB FINL GROUP
COM
78486Q101
1286
7317
SH
SOLE
7317
0
0
SWIFT TRANSN CO
CL A
87074U101
105782
3991760
SH
SOLE
3991760
0
0
SYKES ENTERPRISES INC
COM
871237103
407
12148
SH
SOLE
12148
0
0
SYNOPSYS INC
COM
871607107
1995
27350
SH
SOLE
27350
0
0
T MOBILE US INC
COM
872590104
1012
16692
SH
SOLE
16692
0
0
T MOBILE US INC
COM
872590104
12124
200000
SH
Call
SOLE
200000
0
0
TALLGRASS ENERGY PARTNERS LP
COM UNIT
874697105
225
4500
SH
SOLE
4500
0
0
TARGA RES CORP
COM
87612G101
1437
31802
SH
SOLE
31802
0
0
TARGET CORP
COM
87612E106
1495
28591
SH
SOLE
28591
0
0
TAUBMAN CTRS INC
COM
876664103
260
4365
SH
SOLE
4365
0
0
TCF FINL CORP
COM
872275102
217
13612
SH
SOLE
13612
0
0
TCP CAP CORP
COM
87238Q103
1336
79037
SH
SOLE
79037
0
0
TEEKAY CORPORATION
COM
Y8564W103
39
5879
SH
SOLE
5879
0
0
TEEKAY CORPORATION
COM
Y8564W103
4857
728167
SH
DFND
1
728167
0
0
TEEKAY OFFSHORE PARTNERS L P
PARTNERSHIP UN
Y8565J101
39930
13912864
SH
DFND
1
13912864
0
0
TELUS CORP
COM
87971M103
2003
58000
SH
SOLE
58000
0
0
TENNECO INC
COM
880349105
277
4793
SH
SOLE
4793
0
0
TERADYNE INC
COM
880770102
1191
39672
SH
SOLE
39672
0
0
TEREX CORP NEW
COM
880779103
299
7968
SH
SOLE
7968
0
0
TERRAFORM PWR INC
CL A COM
88104R100
14548
1212304
SH
SOLE
1212304
0
0
TESORO LOGISTICS LP
COM UNIT LP
88160T107
445
8600
SH
SOLE
8600
0
0
TEXAS INSTRS INC
COM
882508104
450
5850
SH
SOLE
5850
0
0
TFS FINL CORP
COM
87240R107
283
18294
SH
SOLE
18294
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
1190
6822
SH
SOLE
6822
0
0
TIMKEN CO
COM
887389104
1105
23883
SH
SOLE
23883
0
0
TOPBUILD CORP
COM
89055F103
879
16571
SH
SOLE
16571
0
0
TORCHMARK CORP
COM
891027104
3868
50560
SH
SOLE
50560
0
0
TORO CO
COM
891092108
981
14153
SH
SOLE
14153
0
0
TOTAL S A
SPONSORED ADR
89151E109
362
7300
SH
SOLE
7300
0
0
TOWER INTL INC
COM
891826109
915
40761
SH
SOLE
40761
0
0
TPG SPECIALTY LENDING INC
COM
87265K102
1063
51987
SH
SOLE
51987
0
0
TRACTOR SUPPLY CO
COM
892356106
1111
20493
SH
SOLE
20493
0
0
TRANSCANADA CORP
COM
89353D107
1444
30269
SH
SOLE
30269
0
0
TRAVELERS COMPANIES INC
COM
89417E109
5236
41380
SH
SOLE
41380
0
0
TREX CO INC
COM
89531P105
950
14042
SH
SOLE
14042
0
0
TRIANGLE CAP CORP
COM
895848109
216
12284
SH
SOLE
12284
0
0
TRIBUNE MEDIA CO
CL A
896047503
140444
3444786
SH
SOLE
3444786
0
0
TRICO BANCSHARES
COM
896095106
215
6107
SH
SOLE
6107
0
0
U S G CORP
COM NEW
903293405
271
9349
SH
SOLE
9349
0
0
ULTA BEAUTY INC
COM
90384S303
1829
6367
SH
SOLE
6367
0
0
UNIFIRST CORP MASS
COM
904708104
469
3330
SH
SOLE
3330
0
0
UNION PAC CORP
COM
907818108
5802
53271
SH
SOLE
53271
0
0
UNITED CONTL HLDGS INC
COM
910047109
1852
24611
SH
SOLE
24611
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
2205
19935
SH
SOLE
19935
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
1371
11229
SH
SOLE
11229
0
0
UNUM GROUP
COM
91529Y106
1290
27660
SH
SOLE
27660
0
0
US BANCORP DEL
COM NEW
902973304
3149
60657
SH
SOLE
60657
0
0
VAIL RESORTS INC
COM
91879Q109
1701
8384
SH
SOLE
8384
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
335
4969
SH
SOLE
4969
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
1171
22531
SH
SOLE
22531
0
0
VALLEY NATL BANCORP
COM
919794107
178
15058
SH
SOLE
15058
0
0
VALMONT INDS INC
COM
920253101
219
1463
SH
SOLE
1463
0
0
VANECK VECTORS ETF TR
SEMICONDUCTOR ET
92189F676
16372
200000
SH
Put
SOLE
200000
0
0
VARIAN MED SYS INC
COM
92220P105
2693
26096
SH
SOLE
26096
0
0
VCA INC
COM
918194101
150036
1625346
SH
SOLE
1625346
0
0
VECTOR GROUP LTD
COM
92240M108
268
12561
SH
SOLE
12561
0
0
VECTREN CORP
COM
92240G101
811
13874
SH
SOLE
13874
0
0
VENTAS INC
COM
92276F100
2778
39983
SH
SOLE
39983
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
22330
500000
SH
Call
SOLE
500000
0
0
VIACOM INC NEW
CL B
92553P201
5007
149161
SH
SOLE
149161
0
0
VIASAT INC
COM
92552V100
200
3027
SH
SOLE
3027
0
0
VISA INC
COM CL A
92826C839
4304
45898
SH
SOLE
45898
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
167
10081
SH
SOLE
10081
0
0
VISTEON CORP
COM NEW
92839U206
934
9154
SH
SOLE
9154
0
0
VISTRA ENERGY CORP
COM ADDED
92840M102
218
12971
SH
SOLE
12971
0
0
VMWARE INC
CL A COM
928563402
2030
23219
SH
SOLE
23219
0
0
VOCERA COMMUNICATIONS INC
COM
92857F107
499
18895
SH
SOLE
18895
0
0
VONAGE HLDGS CORP
COM
92886T201
11219
1715500
SH
SOLE
1715500
0
0
VORNADO RLTY TR
SH BEN INT
929042109
1321
14072
SH
SOLE
14072
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
4329
55275
SH
SOLE
55275
0
0
WAL-MART STORES INC
COM
931142103
2877
38009
SH
SOLE
38009
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
1150
36052
SH
SOLE
36052
0
0
WASTE CONNECTIONS INC
COM
94106B101
1874
29085
SH
SOLE
29085
0
0
WASTE MGMT INC DEL
COM
94106L109
3222
43932
SH
SOLE
43932
0
0
WATTS WATER TECHNOLOGIES INC
CL A
942749102
221
3490
SH
SOLE
3490
0
0
WEB COM GROUP INC
COM
94733A104
992
39201
SH
SOLE
39201
0
0
WEBMD HEALTH CORP
COM
94770V102
718
12249
SH
SOLE
12249
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
492
16341
SH
SOLE
16341
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
426
2370
SH
SOLE
2370
0
0
WELLTOWER INC
COM
95040Q104
1991
26594
SH
SOLE
26594
0
0
WESCO INTL INC
COM
95082P105
249
4350
SH
SOLE
4350
0
0
WESTAR ENERGY INC
COM
95709T100
127244
2399932
SH
SOLE
2399932
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
498
8900
SH
SOLE
8900
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
63023
1126620
SH
DFND
1
1126620
0
0
WESTERN UN CO
COM
959802109
3407
178856
SH
SOLE
178856
0
0
WGL HLDGS INC
COM
92924F106
83395
999584
SH
SOLE
999584
0
0
WHOLE FOODS MKT INC
COM
966837106
33607
798078
SH
SOLE
798078
0
0
WHOLE FOODS MKT INC
COM
966837106
12907
306500
SH
Call
SOLE
306500
0
0
WINDSTREAM HLDGS INC
COM NEW
97382A200
235
60612
SH
SOLE
60612
0
0
WOODWARD INC
COM
980745103
1129
16702
SH
SOLE
16702
0
0
WYNN RESORTS LTD
COM
983134107
343
2559
SH
SOLE
2559
0
0
XPO LOGISTICS INC
COM
983793100
324
5010
SH
SOLE
5010
0
0
XYLEM INC
COM
98419M100
815
14699
SH
SOLE
14699
0
0
YUM BRANDS INC
COM
988498101
1110
15054
SH
SOLE
15054
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
705
22820
SH
SOLE
22820
0
0
ZOETIS INC
CL A
98978V103
2685
43041
SH
SOLE
43041
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
34992
20000000
PRN
SOLE
0
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
14810
10000000
PRN
SOLE
0
0
0
ALLIANCEBERNSTEIN NATL MUNI
COM
01864U106
159
11634
SH
SOLE
11634
0
0
AMAG PHARMACEUTICALS INC
NOTE 3.250% 6/0 ADDED
00163UAD8
963
1000000
PRN
SOLE
0
0
0
ANAPTYSBIO INC
COM
032724106
201
8383
SH
SOLE
8383
0
0
ANTERO MIDSTREAM GP LP
COM SHS REPSTG ADDED
03675Y103
242
11000
SH
SOLE
11000
0
0
ARC LOGISTICS PARTNERS LP
COM UT REP LPN
03879N101
8698
572635
SH
DFND
1
572635
0
0
ARCONIC INC
PFD CONV B SER 1
03965L308
717
20000
SH
SOLE
20000
0
0
BECTON DICKINSON & CO
PFD SHS CONV A ADDED
075887208
1093
20000
SH
SOLE
20000
0
0
BLACKROCK INVT QUALITY MUN T
COM
09247D105
168
11347
SH
SOLE
11347
0
0
BLACKROCK MUN 2020 TERM TR
COM SHS
09249X109
163
10321
SH
SOLE
10321
0
0
BLACKROCK MUNI INCOME TR II
COM
09249N101
200
13069
SH
SOLE
13069
0
0
BLACKROCK MUNIASSETS FD INC
COM
09254J102
203
13587
SH
SOLE
13587
0
0
BLACKROCK MUNIC INCM INVST T
SH BEN INT
09248H105
204
13633
SH
SOLE
13633
0
0
BLACKROCK MUNICIPAL BOND TR
COM
09249H104
160
10302
SH
SOLE
10302
0
0
BLACKROCK MUNICIPL INC QLTY
COM
092479104
174
12019
SH
SOLE
12019
0
0
BLACKROCK MUNIENHANCED FD IN
COM
09253Y100
182
15249
SH
SOLE
15249
0
0
BLACKROCK MUNIHLDGS FD II IN
COM
09253P109
193
12243
SH
SOLE
12243
0
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
156
10818
SH
SOLE
10818
0
0
BLACKROCK MUNIHLDNGS QLTY II
COM
09254C107
174
12743
SH
SOLE
12743
0
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
172
11716
SH
SOLE
11716
0
0
BLACKROCK MUNIHOLDINGS FD IN
COM
09253N104
195
11158
SH
SOLE
11158
0
0
BLACKROCK MUNIHOLDNGS QLTY I
COM
09254A101
147
10949
SH
SOLE
10949
0
0
BLACKROCK MUNIVEST FD II INC
COM
09253T101
160
10227
SH
SOLE
10227
0
0
BLACKROCK MUNIY QUALITY FD I
COM
09254G108
167
12759
SH
SOLE
12759
0
0
BLACKROCK MUNIYIELD CALI QLT
COM
09254N103
159
10586
SH
SOLE
10586
0
0
BLACKROCK MUNIYIELD INVST FD
COM
09254R104
157
10046
SH
SOLE
10046
0
0
BLACKROCK MUNIYIELD N J FD I
COM
09254Y109
180
11238
SH
SOLE
11238
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
190
13562
SH
SOLE
13562
0
0
BLACKROCK N Y MUN INCOME TR
SH BEN INT
09248L106
180
12082
SH
SOLE
12082
0
0
BYLINE BANCORP INC
COM ADDED
124411109
501
25000
SH
SOLE
25000
0
0
CABLE ONE INC
COM
12685J105
749
1053
SH
SOLE
1053
0
0
CORVUS PHARMACEUTICALS INC
COM
221015100
128
10613
SH
SOLE
10613
0
0
CTRIP COM INTL LTD
NOTE 1.990% 7/0
22943FAH3
7339
6000000
PRN
SOLE
0
0
0
DTF TAX-FREE INCOME INC
COM
23334J107
197
13513
SH
SOLE
13513
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
160
12833
SH
SOLE
12833
0
0
EATON VANCE TAX ADV BD OPT S
COM SH BEN INT
27829M103
175
15348
SH
SOLE
15348
0
0
ELEVATE CREDIT INC
COM ADDED
28621V101
104
13095
SH
SOLE
13095
0
0
EPLUS INC
COM
294268107
217
2932
SH
SOLE
2932
0
0
FOUNDATION BLDG MATLS INC
COM
350392106
186
14455
SH
SOLE
14455
0
0
GENERAL CABLE CORP DEL NEW
FRNT 4.500%11/1
369300AL2
760
1000000
PRN
SOLE
0
0
0
GMS INC
COM
36251C103
3372
120000
SH
SOLE
120000
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
26443
25395000
PRN
SOLE
0
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
56983
34475000
PRN
SOLE
0
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
3418
2500000
PRN
SOLE
0
0
0
MERITOR INC
NOTE 7.875% 3/0
59001KAC4
23506
13782000
PRN
SOLE
0
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
2998
2000000
PRN
SOLE
0
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
8758
5000000
PRN
SOLE
0
0
0
NCS MULTISTAGE HLDGS INC
COM ADDED
628877102
1266
50294
SH
SOLE
50294
0
0
NCS MULTISTAGE HLDGS INC
COM ADDED
628877102
1266
50295
SH
DFND
1
50295
0
0
NEUBERGER BERMAN INTER MUNI
COM
64124P101
172
11307
SH
SOLE
11307
0
0
NUVEEN CONNECTICUT QLTY MUN
COM
67060D107
169
13681
SH
SOLE
13681
0
0
NUVEEN ENHANCED MUN VALUE FD
COM
67074M101
158
10992
SH
SOLE
10992
0
0
NUVEEN INT DUR QUAL MUN TRM
COM
670677103
179
13649
SH
SOLE
13649
0
0
NUVEEN PENNSYLVANIA QLT MUN
COM
670972108
149
11153
SH
SOLE
11153
0
0
NUVEEN SELECT TAX FREE INCM
SH BEN INT
67062F100
178
12384
SH
SOLE
12384
0
0
NUVEEN SELECT TAX FREE INCM
SH BEN INT
67063X100
149
10169
SH
SOLE
10169
0
0
NUVEEN VIRGINIA QLTY MUNCPL
COM
67064R102
173
13129
SH
SOLE
13129
0
0
NVR INC
COM
62944T105
3536
1467
SH
SOLE
1467
0
0
PATTERN ENERGY GROUP INC
NOTE 4.000% 7/1
70338PAB6
2607
2500000
PRN
SOLE
0
0
0
PIMCO CALIF MUN INCOME FD II
COM
72200M108
160
15710
SH
SOLE
15710
0
0
PIMCO CALIF MUN INCOME FD II
COM
72201C109
150
11940
SH
SOLE
11940
0
0
PIMCO MUNICIPAL INCOME FD
COM
72200R107
161
11788
SH
SOLE
11788
0
0
PLAYA HOTELS & RESORTS NV
SHS
N70544106
197
16489
SH
SOLE
16489
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
3677
2500000
PRN
SOLE
0
0
0
RTI INTL METALS INC
NOTE 1.625%10/1
74973WAB3
3206
3000000
PRN
SOLE
0
0
0
SALESFORCE COM INC
NOTE 0.250% 4/0
79466LAD6
11256
8500000
PRN
SOLE
0
0
0
SILVER RUN ACQUISITION
UNIT 99/99/9999
82812A202
42728
4000000
SH
DFND
1
4000000
0
0
SOUTHWESTERN ENERGY CO
DEP SHS 1/20 B
845467208
298
20000
SH
SOLE
20000
0
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
8198
7083000
PRN
SOLE
0
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
1259
1000000
PRN
SOLE
0
0
0
UNISYS CORP
NOTE 5.500% 3/0 ADDED
909214BS6
1534
1000000
PRN
SOLE
0
0
0
VIPSHOP HLDGS LTD
NOTE 1.500% 3/1
92763WAA1
988
1000000
PRN
SOLE
0
0
0
WASHINGTONFIRST BANKSHARES I
COM
940730104
6405
185500
SH
SOLE
185500
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
1008
1000000
PRN
SOLE
0
0
0
WELLTOWER INC
6.50% PFD PREPET
95040Q203
1320
20000
SH
SOLE
20000
0
0
WESTERN ASST MN PRT FD INC
COM
95766P108
161
10357
SH
SOLE
10357
0
0
WESTERN ASST MNGD MUN FD INC
COM
95766M105
183
13291
SH
SOLE
13291
0
0
WHITE MTNS INS GROUP LTD
COM
G9618E107
562
647
SH
SOLE
647
0
0
WIDEOPENWEST INC
COM ADDED
96758W101
693
39800
SH
SOLE
39800
0
0
WRIGHT MED GROUP N V
NOTE 2.250%11/1 ADDED
98236JAB4
8485
6000000
PRN
SOLE
0
0
0
ZIONS BANCORPORATION
*W EXP 11/14/201
989701131
2878
303242
SH
SOLE
303242
0
0