0001104659-18-009444.txt : 20180214
0001104659-18-009444.hdr.sgml : 20180214
20180214090210
ACCESSION NUMBER: 0001104659-18-009444
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20171231
FILED AS OF DATE: 20180214
DATE AS OF CHANGE: 20180214
EFFECTIVENESS DATE: 20180214
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: 18607540
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
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12-31-2017
12-31-2017
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
02-14-2018
1
669
4062678
true
1
0001520339
028-14458
MTP Energy Management LLC
INFORMATION TABLE
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a18-5929_1informationtable.xml
INFORMATION TABLE
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13832
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ADIENT PLC
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3806
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9664
SH
SOLE
9664
0
0
DANA INCORPORATED
COM
235825205
338
10564
SH
SOLE
10564
0
0
DANAHER CORP DEL
COM
235851102
250
2689
SH
SOLE
2689
0
0
DAVITA INC
COM
23918K108
325
4498
SH
SOLE
4498
0
0
DECKERS OUTDOOR CORP
COM
243537107
215
2681
SH
SOLE
2681
0
0
DELL TECHNOLOGIES INC
COM CL V
24703L103
28800
354335
SH
SOLE
354335
0
0
DELTIC TIMBER CORP
COM
247850100
22636
247254
SH
SOLE
247254
0
0
DENNYS CORP
COM
24869P104
433
32720
SH
SOLE
32720
0
0
DENTSPLY SIRONA INC
COM
24906P109
521
7914
SH
SOLE
7914
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
507
27277
SH
SOLE
27277
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
615
4871
SH
SOLE
4871
0
0
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
6486
306400
SH
SOLE
306400
0
0
DISH NETWORK CORP
CL A
25470M109
986
20658
SH
SOLE
20658
0
0
DISNEY WALT CO
COM DISNEY
254687106
19133
177963
SH
SOLE
177963
0
0
DOLLAR GEN CORP NEW
COM
256677105
212
2278
SH
SOLE
2278
0
0
DOLLAR TREE INC
COM
256746108
610
5685
SH
SOLE
5685
0
0
DOMTAR CORP
COM NEW
257559203
501
10109
SH
SOLE
10109
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
228
11713
SH
SOLE
11713
0
0
DONNELLEY R R & SONS CO
COM
257867200
185
19885
SH
SOLE
19885
0
0
DOWDUPONT INC
COM
26078J100
1952
27406
SH
SOLE
27406
0
0
DRIL-QUIP INC
COM
262037104
528
11075
SH
SOLE
11075
0
0
DUKE REALTY CORP
COM NEW
264411505
274
10074
SH
SOLE
10074
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
279
2357
SH
SOLE
2357
0
0
DXC TECHNOLOGY CO
COM
23355L106
460
4845
SH
SOLE
4845
0
0
DYNEGY INC NEW DEL
COM
26817R108
62565
5279782
SH
SOLE
5279782
0
0
DYNEX CAP INC
COM NEW
26817Q506
168
23933
SH
SOLE
23933
0
0
EAGLE MATERIALS INC
COM
26969P108
907
8007
SH
SOLE
8007
0
0
EAGLE PHARMACEUTICALS INC
COM
269796108
225
4210
SH
SOLE
4210
0
0
EASTERLY GOVT PPTYS INC
COM
27616P103
770
36068
SH
SOLE
36068
0
0
EASTGROUP PPTY INC
COM
277276101
449
5081
SH
SOLE
5081
0
0
EASTMAN CHEM CO
COM
277432100
701
7570
SH
SOLE
7570
0
0
ECLIPSE RES CORP
COM
27890G100
7449
3103932
SH
DFND
1
3103932
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
632
10638
SH
SOLE
10638
0
0
EDUCATION RLTY TR INC
COM NEW
28140H203
554
15878
SH
SOLE
15878
0
0
ELBIT SYS LTD
ORD
M3760D101
705
5292
SH
SOLE
5292
0
0
ELECTRONIC ARTS INC
COM
285512109
1526
14529
SH
SOLE
14529
0
0
EMERALD EXPOSITIONS EVENTS I
COM
29103B100
211
10385
SH
SOLE
10385
0
0
ENERGEN CORP
COM
29265N108
1154
20040
SH
SOLE
20040
0
0
ENERGY TRANSFER PARTNERS LP
UNIT LTD PRT INT
29278N103
29568
1650000
SH
DFND
1
1650000
0
0
ENTELLUS MED INC
COM
29363K105
6085
249486
SH
SOLE
249486
0
0
ENTERCOM COMMUNICATIONS CORP
CL A
293639100
223
20694
SH
SOLE
20694
0
0
EOG RES INC
COM
26875P101
677
6273
SH
SOLE
6273
0
0
EQT CORP
COM
26884L109
1640
28817
SH
SOLE
28817
0
0
EQUIFAX INC
COM
294429105
323
2737
SH
SOLE
2737
0
0
EQUITY COMWLTH
COM SH BEN INT
294628102
362
11873
SH
SOLE
11873
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
2287
35868
SH
SOLE
35868
0
0
EURONET WORLDWIDE INC
COM
298736109
673
7991
SH
SOLE
7991
0
0
EXLSERVICE HOLDINGS INC
COM
302081104
815
13507
SH
SOLE
13507
0
0
EXPEDITORS INTL WASH INC
COM
302130109
801
12385
SH
SOLE
12385
0
0
EXPRESS INC
COM
30219E103
222
21870
SH
SOLE
21870
0
0
EXTERRAN CORP
COM
30227H106
50014
1590761
SH
DFND
1
1590761
0
0
EXTRACTION OIL AND GAS INC
COM
30227M105
796
55636
SH
SOLE
55636
0
0
EXXON MOBIL CORP
COM
30231G102
1135
13566
SH
SOLE
13566
0
0
F M C CORP
COM NEW
302491303
1357
14334
SH
SOLE
14334
0
0
F5 NETWORKS INC
COM
315616102
382
2914
SH
SOLE
2914
0
0
FACEBOOK INC
CL A
30303M102
863
4893
SH
SOLE
4893
0
0
FEDEX CORP
COM
31428X106
945
3787
SH
SOLE
3787
0
0
FERRARI N V
COM
N3167Y103
425
4051
SH
SOLE
4051
0
0
FERRO CORP
COM
315405100
1331
56429
SH
SOLE
56429
0
0
FERROGLOBE PLC
SHS
G33856108
1910
117876
SH
SOLE
117876
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
893
22768
SH
SOLE
22768
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
1564
16618
SH
SOLE
16618
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
12533
750000
SH
SOLE
750000
0
0
FIRST HAWAIIAN INC
COM
32051X108
253
8655
SH
SOLE
8655
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
1314
15166
SH
SOLE
15166
0
0
FISERV INC
COM
337738108
473
3607
SH
SOLE
3607
0
0
FLEX LTD
ORD
Y2573F102
713
39627
SH
SOLE
39627
0
0
FLIR SYS INC
COM
302445101
371
7963
SH
SOLE
7963
0
0
FLOOR & DECOR HLDGS INC
CL A
339750101
228
4679
SH
SOLE
4679
0
0
FLOWERS FOODS INC
COM
343498101
426
22051
SH
SOLE
22051
0
0
FOOT LOCKER INC
COM
344849104
254
5412
SH
SOLE
5412
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
139
11161
SH
SOLE
11161
0
0
FOREST CITY RLTY TR INC
COM CL A
345605109
302
12539
SH
SOLE
12539
0
0
FORTIVE CORP
COM
34959J108
1702
23519
SH
SOLE
23519
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
398
5812
SH
SOLE
5812
0
0
FRANCO NEVADA CORP
COM
351858105
2571
32153
SH
SOLE
32153
0
0
FS INVT CORP
COM
302635107
571
77689
SH
SOLE
77689
0
0
FUNKO INC
COM CL A ADDED
361008105
1437
216100
SH
SOLE
216100
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
2001
31623
SH
SOLE
31623
0
0
GAP INC DEL
COM
364760108
759
22289
SH
SOLE
22289
0
0
GARDNER DENVER HLDGS INC
COM
36555P107
248
7308
SH
SOLE
7308
0
0
GARMIN LTD
SHS
H2906T109
2264
38006
SH
SOLE
38006
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
331
10376
SH
SOLE
10376
0
0
GENER8 MARITIME INC
COM
Y26889108
2392
361372
SH
SOLE
361372
0
0
GENERAC HLDGS INC
COM
368736104
316
6380
SH
SOLE
6380
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
69800
2358106
SH
SOLE
2358106
0
0
GENERAL COMMUNICATION INC
CL A
369385109
42733
1095148
SH
SOLE
1095148
0
0
GENERAL ELECTRIC CO
COM
369604103
2604
149247
SH
SOLE
149247
0
0
GENERAL MTRS CO
COM
37045V100
726
17723
SH
SOLE
17723
0
0
GENPACT LIMITED
SHS
G3922B107
1275
40172
SH
SOLE
40172
0
0
GETTY RLTY CORP NEW
COM
374297109
897
33010
SH
SOLE
33010
0
0
GILEAD SCIENCES INC
COM
375558103
2230
31121
SH
SOLE
31121
0
0
GMS INC
COM
36251C103
2063
54811
SH
SOLE
54811
0
0
GOLDCORP INC NEW
COM
380956409
1476
115573
SH
SOLE
115573
0
0
GOLUB CAP BDC INC
COM
38173M102
1057
58080
SH
SOLE
58080
0
0
GRACE W R & CO DEL NEW
COM
38388F108
1598
22787
SH
SOLE
22787
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
434
28087
SH
SOLE
28087
0
0
GREIF INC
CL A
397624107
1414
23343
SH
SOLE
23343
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
32175
2521537
SH
DFND
1
2521537
0
0
HALCON RES CORP
COM PAR NEW
40537Q605
890
117617
SH
SOLE
117617
0
0
HARLEY DAVIDSON INC
COM
412822108
287
5650
SH
SOLE
5650
0
0
HARRIS CORP DEL
COM
413875105
1925
13588
SH
SOLE
13588
0
0
HASBRO INC
COM
418056107
637
7008
SH
SOLE
7008
0
0
HCA HEALTHCARE INC
COM
40412C101
304
3460
SH
SOLE
3460
0
0
HEALTHSOUTH CORP
COM NEW
421924309
368
7438
SH
SOLE
7438
0
0
HEICO CORP NEW
COM
422806109
636
6742
SH
SOLE
6742
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
326
3385
SH
SOLE
3385
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
369
5443
SH
SOLE
5443
0
0
HERCULES CAPITAL INC
COM
427096508
148
11299
SH
SOLE
11299
0
0
HERSHEY CO
COM
427866108
270
2380
SH
SOLE
2380
0
0
HIGHWOODS PPTYS INC
COM
431284108
479
9413
SH
SOLE
9413
0
0
HILTON GRAND VACATIONS INC
COM
43283X105
371
8837
SH
SOLE
8837
0
0
HOLLYFRONTIER CORP
COM
436106108
330
6436
SH
SOLE
6436
0
0
HOLOGIC INC
COM
436440101
258
6028
SH
SOLE
6028
0
0
HOME DEPOT INC
COM
437076102
593
3127
SH
SOLE
3127
0
0
HONEYWELL INTL INC
COM
438516106
258
1683
SH
SOLE
1683
0
0
HORMEL FOODS CORP
COM
440452100
516
14179
SH
SOLE
14179
0
0
HOVNANIAN ENTERPRISES INC
CL A
442487203
163
48528
SH
SOLE
48528
0
0
HSN INC
COM
404303109
20331
503868
SH
SOLE
503868
0
0
HUBBELL INC
COM
443510607
215
1592
SH
SOLE
1592
0
0
HUDBAY MINERALS INC
COM
443628102
330
37314
SH
SOLE
37314
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
633
43464
SH
SOLE
43464
0
0
HYATT HOTELS CORP
COM CL A
448579102
405
5514
SH
SOLE
5514
0
0
IAC INTERACTIVECORP
COM
44919P508
1077
8809
SH
SOLE
8809
0
0
IAMGOLD CORP
COM
450913108
1251
214659
SH
SOLE
214659
0
0
ICU MED INC
COM
44930G107
404
1870
SH
SOLE
1870
0
0
IDEX CORP
COM
45167R104
1093
8284
SH
SOLE
8284
0
0
IGNYTA INC
COM
451731103
74641
2795526
SH
SOLE
2795526
0
0
ILLINOIS TOOL WKS INC
COM
452308109
227
1361
SH
SOLE
1361
0
0
IMPERIAL OIL LTD
COM NEW
453038408
565
18100
SH
SOLE
18100
0
0
INCYTE CORP
COM
45337C102
507
5350
SH
SOLE
5350
0
0
INGEVITY CORP
COM
45688C107
1771
25128
SH
SOLE
25128
0
0
INGREDION INC
COM
457187102
1497
10711
SH
SOLE
10711
0
0
INNERWORKINGS INC
COM
45773Y105
152
15200
SH
SOLE
15200
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
2855
18608
SH
SOLE
18608
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
849
5561
SH
SOLE
5561
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
636
1743
SH
SOLE
1743
0
0
INVESCO LTD
SHS
G491BT108
219
5981
SH
SOLE
5981
0
0
IQVIA HLDGS INC
COM ADDED
46266C105
1764
18022
SH
SOLE
18022
0
0
IRON MTN INC NEW
COM
46284V101
1805
47839
SH
SOLE
47839
0
0
ISTAR INC
COM
45031U101
126
11156
SH
SOLE
11156
0
0
IXYS CORP
COM
46600W106
31143
1300336
SH
SOLE
1300336
0
0
J JILL INC
COM
46620W102
187
23943
SH
SOLE
23943
0
0
JACK IN THE BOX INC
COM
466367109
315
3206
SH
SOLE
3206
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
1158
8599
SH
SOLE
8599
0
0
JELD-WEN HLDG INC
COM
47580P103
312
7930
SH
SOLE
7930
0
0
JOHNSON & JOHNSON
COM
478160104
1401
10026
SH
SOLE
10026
0
0
JONES ENERGY INC
COM CL A
48019R108
410
372971
SH
DFND
1
372971
0
0
KAMAN CORP
COM
483548103
1235
20995
SH
SOLE
20995
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
2778
26405
SH
SOLE
26405
0
0
KAR AUCTION SVCS INC
COM
48238T109
235
4648
SH
SOLE
4648
0
0
KEARNY FINL CORP MD
COM
48716P108
178
12306
SH
SOLE
12306
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
299
7183
SH
SOLE
7183
0
0
KIMCO RLTY CORP
COM
49446R109
1296
71402
SH
SOLE
71402
0
0
KINDER MORGAN INC DEL
COM
49456B101
82710
4577200
SH
DFND
1
4577200
0
0
KIRKLAND LAKE GOLD LTD
COM
49741E100
978
63779
SH
SOLE
63779
0
0
KLA-TENCOR CORP
COM
482480100
208
1980
SH
SOLE
1980
0
0
KOSMOS ENERGY LTD
SHS
G5315B107
242
35391
SH
SOLE
35391
0
0
KRAFT HEINZ CO
COM
500754106
1860
23920
SH
SOLE
23920
0
0
KRATON CORPORATION
COM
50077C106
550
11426
SH
SOLE
11426
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
505
3163
SH
SOLE
3163
0
0
LAMB WESTON HLDGS INC
COM
513272104
341
6036
SH
SOLE
6036
0
0
LANCASTER COLONY CORP
COM
513847103
489
3784
SH
SOLE
3784
0
0
LANDSTAR SYS INC
COM
515098101
1194
11471
SH
SOLE
11471
0
0
LAREDO PETROLEUM INC
COM
516806106
270
25467
SH
SOLE
25467
0
0
LAS VEGAS SANDS CORP
COM
517834107
810
11650
SH
SOLE
11650
0
0
LEAR CORP
COM NEW
521865204
688
3892
SH
SOLE
3892
0
0
LEIDOS HLDGS INC
COM
525327102
363
5622
SH
SOLE
5622
0
0
LENNAR CORP
CL A
526057104
491
7759
SH
SOLE
7759
0
0
LEUCADIA NATL CORP
COM
527288104
255
9612
SH
SOLE
9612
0
0
LIBERTY BROADBAND CORP
COM SER C
530307305
1160
13616
SH
SOLE
13616
0
0
LIBERTY INTERACTIVE CORP
QVC GP COM SER A
53071M104
969
39668
SH
SOLE
39668
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
431
10018
SH
SOLE
10018
0
0
LILLY ELI & CO
COM
532457108
2085
24684
SH
SOLE
24684
0
0
LINCOLN NATL CORP IND
COM
534187109
227
2956
SH
SOLE
2956
0
0
LINDSAY CORP
COM
535555106
202
2292
SH
SOLE
2292
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1004
23588
SH
SOLE
23588
0
0
LOCKHEED MARTIN CORP
COM
539830109
831
2587
SH
SOLE
2587
0
0
LOUISIANA PAC CORP
COM
546347105
941
35834
SH
SOLE
35834
0
0
LSC COMMUNICATIONS INC
COM
50218P107
202
13358
SH
SOLE
13358
0
0
LTC PPTYS INC
COM
502175102
693
15910
SH
SOLE
15910
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
1640
14864
SH
SOLE
14864
0
0
M & T BK CORP
COM
55261F104
612
3582
SH
SOLE
3582
0
0
MAGNA INTL INC
COM
559222401
281
4961
SH
SOLE
4961
0
0
MAIN STREET CAPITAL CORP
COM
56035L104
1117
28114
SH
SOLE
28114
0
0
MAINSOURCE FINANCIAL GP INC
COM
56062Y102
16749
461275
SH
SOLE
461275
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
236
10470
SH
SOLE
10470
0
0
MANPOWERGROUP INC
COM
56418H100
547
4336
SH
SOLE
4336
0
0
MANULIFE FINL CORP
COM
56501R106
614
29447
SH
SOLE
29447
0
0
MARATHON OIL CORP
COM
565849106
455
26891
SH
SOLE
26891
0
0
MARATHON PETE CORP
COM
56585A102
1208
18316
SH
SOLE
18316
0
0
MARCUS CORP
COM
566330106
205
7493
SH
SOLE
7493
0
0
MARSH & MCLENNAN COS INC
COM
571748102
1237
15197
SH
SOLE
15197
0
0
MASCO CORP
COM
574599106
284
6468
SH
SOLE
6468
0
0
MAXAR TECHNOLOGIES LTD
COM ADDED
57778L103
772
12000
SH
SOLE
12000
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
899
17199
SH
SOLE
17199
0
0
MCDERMOTT INTL INC
COM
580037109
7382
1121918
SH
SOLE
1121918
0
0
MCDONALDS CORP
COM
580135101
705
4098
SH
SOLE
4098
0
0
MCKESSON CORP
COM
58155Q103
211
1352
SH
SOLE
1352
0
0
MEDTRONIC PLC
SHS
G5960L103
707
8751
SH
SOLE
8751
0
0
MERCK & CO INC
COM
58933Y105
232
4124
SH
SOLE
4124
0
0
METHANEX CORP
COM
59151K108
303
5001
SH
SOLE
5001
0
0
METLIFE INC
COM
59156R108
3474
68708
SH
SOLE
68708
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
393
634
SH
SOLE
634
0
0
MFA FINL INC
COM
55272X102
193
24356
SH
SOLE
24356
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
566
16954
SH
SOLE
16954
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
560
8903
SH
SOLE
8903
0
0
MICHAELS COS INC
COM
59408Q106
384
15864
SH
SOLE
15864
0
0
MICROSOFT CORP
COM
594918104
327
3818
SH
SOLE
3818
0
0
MID AMER APT CMNTYS INC
COM
59522J103
416
4138
SH
SOLE
4138
0
0
MOHAWK INDS INC
COM
608190104
831
3013
SH
SOLE
3013
0
0
MONDELEZ INTL INC
CL A
609207105
1341
31327
SH
SOLE
31327
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
16698
1266944
SH
SOLE
1266944
0
0
MONROE CAP CORP
COM
610335101
287
20853
SH
SOLE
20853
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
1366
21579
SH
SOLE
21579
0
0
MOODYS CORP
COM
615369105
639
4330
SH
SOLE
4330
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
977
10813
SH
SOLE
10813
0
0
MOVADO GROUP INC
COM
624580106
284
8828
SH
SOLE
8828
0
0
MURPHY USA INC
COM
626755102
521
6479
SH
SOLE
6479
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
103
15070
SH
SOLE
15070
0
0
NABRIVA THERAPEUTICS PLC
SHS
G63637105
125
20979
SH
SOLE
20979
0
0
NASDAQ INC
COM
631103108
1683
21911
SH
SOLE
21911
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
422
5593
SH
SOLE
5593
0
0
NATIONAL HEALTHCARE CORP
COM
635906100
804
13194
SH
SOLE
13194
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
604
16766
SH
SOLE
16766
0
0
NETAPP INC
COM
64110D104
1043
18857
SH
SOLE
18857
0
0
NEW MEDIA INVT GROUP INC
COM
64704V106
181
10764
SH
SOLE
10764
0
0
NEW MTN FIN CORP
COM
647551100
898
66263
SH
SOLE
66263
0
0
NEWELL BRANDS INC
COM
651229106
475
15359
SH
SOLE
15359
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
222
6108
SH
SOLE
6108
0
0
NIKE INC
CL B
654106103
341
5459
SH
SOLE
5459
0
0
NISOURCE INC
COM
65473P105
236
9206
SH
SOLE
9206
0
0
NOBLE ENERGY INC
COM
655044105
856
29367
SH
SOLE
29367
0
0
NORTHROP GRUMMAN CORP
COM
666807102
897
2923
SH
SOLE
2923
0
0
NXSTAGE MEDICAL INC
COM
67072V103
74557
3077070
SH
SOLE
3077070
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
746
3101
SH
SOLE
3101
0
0
OASIS PETE INC NEW
COM
674215108
536
63770
SH
SOLE
63770
0
0
OGE ENERGY CORP
COM
670837103
1210
36776
SH
SOLE
36776
0
0
OKTA INC
CL A
679295105
238
9295
SH
SOLE
9295
0
0
OM ASSET MGMT PLC
SHS
G67506108
179
10675
SH
SOLE
10675
0
0
OMNICELL INC
COM
68213N109
536
11059
SH
SOLE
11059
0
0
OMNICOM GROUP INC
COM
681919106
471
6473
SH
SOLE
6473
0
0
ONEOK INC NEW
COM
682680103
1470
27500
SH
SOLE
27500
0
0
ORBITAL ATK INC
COM
68557N103
158265
1203536
SH
SOLE
1203536
0
0
ORCHID IS CAP INC
COM
68571X103
101
10880
SH
SOLE
10880
0
0
OSHKOSH CORP
COM
688239201
224
2469
SH
SOLE
2469
0
0
OWENS CORNING NEW
COM
690742101
687
7470
SH
SOLE
7470
0
0
OWENS ILL INC
COM NEW
690768403
1819
82060
SH
SOLE
82060
0
0
PALO ALTO NETWORKS INC
COM
697435105
1123
7751
SH
SOLE
7751
0
0
PAPA JOHNS INTL INC
COM
698813102
349
6218
SH
SOLE
6218
0
0
PAR PACIFIC HOLDINGS INC
COM NEW
69888T207
902
46774
SH
SOLE
46774
0
0
PARK HOTELS RESORTS INC
COM
700517105
346
12038
SH
SOLE
12038
0
0
PARSLEY ENERGY INC
CL A
701877102
66240
2250000
SH
DFND
1
2250000
0
0
PATTERSON UTI ENERGY INC
COM
703481101
574
24963
SH
SOLE
24963
0
0
PBF ENERGY INC
CL A
69318G106
805
22721
SH
SOLE
22721
0
0
PEMBINA PIPELINE CORP
COM
706327103
1242
34300
SH
SOLE
34300
0
0
PENNANTPARK FLOATING RATE CA
COM
70806A106
782
57017
SH
SOLE
57017
0
0
PENNANTPARK INVT CORP
COM
708062104
402
58242
SH
SOLE
58242
0
0
PENTAIR PLC
SHS
G7S00T104
305
4316
SH
SOLE
4316
0
0
PERRIGO CO PLC
SHS
G97822103
332
3806
SH
SOLE
3806
0
0
PFIZER INC
COM
717081103
872
24065
SH
SOLE
24065
0
0
PHILIP MORRIS INTL INC
COM
718172109
626
5922
SH
SOLE
5922
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
259
13204
SH
SOLE
13204
0
0
PINNACLE ENTMT INC NEW
COM
72348Y105
30366
927779
SH
SOLE
927779
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
204
3071
SH
SOLE
3071
0
0
PINNACLE WEST CAP CORP
COM
723484101
977
11466
SH
SOLE
11466
0
0
PIONEER NAT RES CO
COM
723787107
72308
418329
SH
DFND
1
418329
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
1249
56904
SH
SOLE
56904
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
114
11467
SH
SOLE
11467
0
0
POLYONE CORP
COM
73179P106
671
15415
SH
SOLE
15415
0
0
POOL CORPORATION
COM
73278L105
201
1548
SH
SOLE
1548
0
0
POST HLDGS INC
COM
737446104
325
4106
SH
SOLE
4106
0
0
PPG INDS INC
COM
693506107
743
6362
SH
SOLE
6362
0
0
PPL CORP
COM
69351T106
2301
74347
SH
SOLE
74347
0
0
PREMIER INC
CL A
74051N102
410
14029
SH
SOLE
14029
0
0
PRESIDIO INC
COM
74102M103
211
11010
SH
SOLE
11010
0
0
PRESTIGE BRANDS HLDGS INC
COM
74112D101
457
10287
SH
SOLE
10287
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
280
3965
SH
SOLE
3965
0
0
PROCTER AND GAMBLE CO
COM
742718109
857
9331
SH
SOLE
9331
0
0
PROLOGIS INC
COM
74340W103
552
8557
SH
SOLE
8557
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
741
5927
SH
SOLE
5927
0
0
PTC INC
COM
69370C100
326
5368
SH
SOLE
5368
0
0
PUBLIC STORAGE
COM
74460D109
396
1896
SH
SOLE
1896
0
0
PULTE GROUP INC
COM
745867101
1023
30778
SH
SOLE
30778
0
0
QORVO INC
COM
74736K101
1403
21067
SH
SOLE
21067
0
0
QUAKER CHEM CORP
COM
747316107
1042
6912
SH
SOLE
6912
0
0
QUANTENNA COMMUNICATIONS INC
COM
74766D100
221
18153
SH
SOLE
18153
0
0
RAMBUS INC DEL
COM
750917106
180
12667
SH
SOLE
12667
0
0
RAYTHEON CO
COM NEW
755111507
1662
8847
SH
SOLE
8847
0
0
REGAL ENTMT GROUP
CL A
758766109
124770
5422422
SH
SOLE
5422422
0
0
REGENCY CTRS CORP
COM
758849103
715
10342
SH
SOLE
10342
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
524
1395
SH
SOLE
1395
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
634
4064
SH
SOLE
4064
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
474
3778
SH
SOLE
3778
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
390
6340
SH
SOLE
6340
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
167
12422
SH
SOLE
12422
0
0
REV GROUP INC
COM
749527107
239
7358
SH
SOLE
7358
0
0
REXFORD INDL RLTY INC
COM
76169C100
582
19956
SH
SOLE
19956
0
0
RICE MIDSTREAM PARTNERS LP
UNIT LTD PARTN
762819100
52028
2423305
SH
DFND
1
2423305
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
3597
70600
SH
SOLE
70600
0
0
ROPER TECHNOLOGIES INC
COM
776696106
831
3208
SH
SOLE
3208
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
536
6565
SH
SOLE
6565
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
61917
906684
SH
DFND
1
906684
0
0
ROYAL GOLD INC
COM
780287108
2555
31107
SH
SOLE
31107
0
0
RPC INC
COM
749660106
4099
160569
SH
SOLE
160569
0
0
SAFETY INS GROUP INC
COM
78648T100
210
2618
SH
SOLE
2618
0
0
SALESFORCE COM INC
COM
79466L302
556
5434
SH
SOLE
5434
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
419
22347
SH
SOLE
22347
0
0
SAN JUAN BASIN RTY TR
UNIT BEN INT
798241105
137
16646
SH
SOLE
16646
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
432
2646
SH
SOLE
2646
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
193060
2261180
SH
SOLE
2261180
0
0
SEALED AIR CORP NEW
COM
81211K100
284
5758
SH
SOLE
5758
0
0
SEATTLE GENETICS INC
COM
812578102
1393
26039
SH
SOLE
26039
0
0
SEMPRA ENERGY
COM
816851109
234
2185
SH
SOLE
2185
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
1225
53700
SH
SOLE
53700
0
0
SHERWIN WILLIAMS CO
COM
824348106
652
1590
SH
SOLE
1590
0
0
SHIP FINANCE INTERNATIONAL L
SHS
G81075106
2651
171018
SH
SOLE
171018
0
0
SILGAN HOLDINGS INC
COM
827048109
467
15873
SH
SOLE
15873
0
0
SILVER SPRING NETWORKS INC
COM
82817Q103
31927
1965928
SH
SOLE
1965928
0
0
SIRIUS XM HLDGS INC
COM
82968B103
2051
382682
SH
SOLE
382682
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1916
20182
SH
SOLE
20182
0
0
SMITH A O
COM
831865209
352
5738
SH
SOLE
5738
0
0
SNAP INC
CL A
83304A106
186
12725
SH
SOLE
12725
0
0
SNAP ON INC
COM
833034101
763
4377
SH
SOLE
4377
0
0
SNYDERS-LANCE INC
COM
833551104
27697
553064
SH
SOLE
553064
0
0
SOLAR CAP LTD
COM
83413U100
479
23688
SH
SOLE
23688
0
0
SOUTHERN CO
COM
842587107
1336
27788
SH
SOLE
27788
0
0
SOUTHWEST AIRLS CO
COM
844741108
286
4368
SH
SOLE
4368
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
90556
2290249
SH
DFND
1
2290249
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1075
12326
SH
SOLE
12326
0
0
SQUARE INC
CL A
852234103
946
27300
SH
SOLE
27300
0
0
SRC ENERGY INC
COM
78470V108
881
103336
SH
SOLE
103336
0
0
STANLEY BLACK & DECKER INC
COM
854502101
312
1836
SH
SOLE
1836
0
0
STANTEC INC
COM
85472N109
425
15200
SH
SOLE
15200
0
0
STARBUCKS CORP
COM
855244109
1392
24240
SH
SOLE
24240
0
0
STARS GROUP INC
COM
85570W100
526
22600
SH
SOLE
22600
0
0
STEEL DYNAMICS INC
COM
858119100
523
12123
SH
SOLE
12123
0
0
STERICYCLE INC
COM
858912108
201
2953
SH
SOLE
2953
0
0
STERIS PLC
SHS USD
G84720104
229
2613
SH
SOLE
2613
0
0
STRAIGHT PATH COMMUNICATNS I
CL B
862578101
61896
340483
SH
SOLE
340483
0
0
SUCAMPO PHARMACEUTICALS INC
CL A
864909106
9020
502510
SH
SOLE
502510
0
0
SUMMIT MATLS INC
CL A
86614U100
421
13384
SH
SOLE
13384
0
0
SUN BANCORP INC
COM NEW
86663B201
1843
75852
SH
SOLE
75852
0
0
SUN LIFE FINL INC
COM
866796105
347
8400
SH
SOLE
8400
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
176
10621
SH
SOLE
10621
0
0
SUNTRUST BKS INC
COM
867914103
274
4243
SH
SOLE
4243
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
433
44990
SH
SOLE
44990
0
0
SWITCH INC
CL A ADDED
87105L104
3179
174754
SH
SOLE
174754
0
0
SYNOPSYS INC
COM
871607107
1562
18329
SH
SOLE
18329
0
0
SYROS PHARMACEUTICALS INC
COM
87184Q107
187
19200
SH
SOLE
19200
0
0
SYSCO CORP
COM
871829107
982
16177
SH
SOLE
16177
0
0
T MOBILE US INC
COM
872590104
292
4599
SH
SOLE
4599
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
271
2467
SH
SOLE
2467
0
0
TCP CAP CORP
COM
87238Q103
978
63975
SH
SOLE
63975
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
1394
27266
SH
SOLE
27266
0
0
TEEKAY OFFSHORE PARTNERS L P
PARTNERSHIP UN
Y8565J101
29604
12543904
SH
DFND
1
12543904
0
0
TEGNA INC
COM
87901J105
584
41472
SH
SOLE
41472
0
0
TELEFLEX INC
COM
879369106
657
2639
SH
SOLE
2639
0
0
TELUS CORP
COM
87971M103
1227
32400
SH
SOLE
32400
0
0
TERRENO RLTY CORP
COM
88146M101
742
21155
SH
SOLE
21155
0
0
TESLA INC
COM
88160R101
1033
3317
SH
SOLE
3317
0
0
TETRA TECH INC NEW
COM
88162G103
305
6336
SH
SOLE
6336
0
0
TFS FINL CORP
COM
87240R107
370
24757
SH
SOLE
24757
0
0
THE TRADE DESK INC
COM CL A
88339J105
255
5584
SH
SOLE
5584
0
0
TIME INC NEW
COM
887228104
30684
1663115
SH
SOLE
1663115
0
0
TIMKEN CO
COM
887389104
295
6009
SH
SOLE
6009
0
0
TJX COS INC NEW
COM
872540109
1121
14659
SH
SOLE
14659
0
0
TOCAGEN INC
COM
888846102
104
10170
SH
SOLE
10170
0
0
TOOTSIE ROLL INDS INC
COM
890516107
661
18163
SH
SOLE
18163
0
0
TOPBUILD CORP
COM
89055F103
288
3799
SH
SOLE
3799
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
882
15060
SH
SOLE
15060
0
0
TPG RE FIN TR INC
COM
87266M107
1607
84372
SH
SOLE
84372
0
0
TPG SPECIALTY LENDING INC
COM
87265K102
878
44346
SH
SOLE
44346
0
0
TPI COMPOSITES INC
COM
87266J104
220
10729
SH
SOLE
10729
0
0
TRANSCANADA CORP
COM
89353D107
515
10575
SH
SOLE
10575
0
0
TRANSUNION
COM
89400J107
369
6713
SH
SOLE
6713
0
0
TREEHOUSE FOODS INC
COM
89469A104
296
5979
SH
SOLE
5979
0
0
TREX CO INC
COM
89531P105
263
2429
SH
SOLE
2429
0
0
TRIBUNE MEDIA CO
CL A
896047503
151661
3571021
SH
SOLE
3571021
0
0
TUPPERWARE BRANDS CORP
COM
899896104
217
3466
SH
SOLE
3466
0
0
TWO HBRS INVT CORP
COM NEW ADDED
90187B408
217
13365
SH
SOLE
13365
0
0
TYLER TECHNOLOGIES INC
COM
902252105
548
3095
SH
SOLE
3095
0
0
TYSON FOODS INC
CL A
902494103
1231
15179
SH
SOLE
15179
0
0
UNIFIRST CORP MASS
COM
904708104
551
3340
SH
SOLE
3340
0
0
UNION PAC CORP
COM
907818108
691
5155
SH
SOLE
5155
0
0
UNIT CORP
COM
909218109
708
32168
SH
SOLE
32168
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
531
4457
SH
SOLE
4457
0
0
UNITED STATES STL CORP NEW
COM
912909108
281
7974
SH
SOLE
7974
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
928
8188
SH
SOLE
8188
0
0
UNUM GROUP
COM
91529Y106
1860
33892
SH
SOLE
33892
0
0
URBAN OUTFITTERS INC
COM
917047102
261
7445
SH
SOLE
7445
0
0
US BANCORP DEL
COM NEW
902973304
3590
66995
SH
SOLE
66995
0
0
VAIL RESORTS INC
COM
91879Q109
1763
8298
SH
SOLE
8298
0
0
VALMONT INDS INC
COM
920253101
625
3768
SH
SOLE
3768
0
0
VANECK VECTORS ETF TR
OIL SVCS ETF
92189F718
39455
1514575
SH
DFND
1
1514575
0
0
VANECK VECTORS ETF TR
GOLD MINERS ETF
92189F106
18592
800000
SH
DFND
1
800000
0
0
VANTIV INC
CL A
92210H105
1533
20842
SH
SOLE
20842
0
0
VECTOR GROUP LTD
COM
92240M108
917
40996
SH
SOLE
40996
0
0
VECTREN CORP
COM
92240G101
888
13656
SH
SOLE
13656
0
0
VENTAS INC
COM
92276F100
541
9014
SH
SOLE
9014
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
388
7333
SH
SOLE
7333
0
0
VERSUM MATLS INC
COM
92532W103
370
9773
SH
SOLE
9773
0
0
VISTEON CORP
COM NEW
92839U206
492
3935
SH
SOLE
3935
0
0
VISTRA ENERGY CORP
COM
92840M102
222
12103
SH
SOLE
12103
0
0
VONAGE HLDGS CORP
COM
92886T201
179
17567
SH
SOLE
17567
0
0
W & T OFFSHORE INC
COM
92922P106
52
15816
SH
SOLE
15816
0
0
WABCO HLDGS INC
COM
92927K102
221
1541
SH
SOLE
1541
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1101
15163
SH
SOLE
15163
0
0
WAL-MART STORES INC
COM
931142103
1158
11731
SH
SOLE
11731
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
810
26013
SH
SOLE
26013
0
0
WASTE MGMT INC DEL
COM
94106L109
424
4908
SH
SOLE
4908
0
0
WATSCO INC
COM
942622200
1137
6684
SH
SOLE
6684
0
0
WD-40 CO
COM
929236107
606
5139
SH
SOLE
5139
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
204
1014
SH
SOLE
1014
0
0
WELLTOWER INC
COM
95040Q104
1028
16124
SH
SOLE
16124
0
0
WERNER ENTERPRISES INC
COM
950755108
330
8531
SH
SOLE
8531
0
0
WESTERN DIGITAL CORP
COM
958102105
533
6705
SH
SOLE
6705
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
85863
1785460
SH
DFND
1
1785460
0
0
WESTERN UN CO
COM
959802109
3085
162295
SH
SOLE
162295
0
0
WESTLAKE CHEM CORP
COM
960413102
2364
22187
SH
SOLE
22187
0
0
WESTROCK CO
COM
96145D105
685
10830
SH
SOLE
10830
0
0
WEYERHAEUSER CO
COM
962166104
296
8398
SH
SOLE
8398
0
0
WGL HLDGS INC
COM
92924F106
167734
1954036
SH
SOLE
1954036
0
0
WHIRLPOOL CORP
COM
963320106
563
3341
SH
SOLE
3341
0
0
WIDEOPENWEST INC
COM
96758W101
175
16595
SH
SOLE
16595
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
1968
13058
SH
SOLE
13058
0
0
WINDSTREAM HLDGS INC
COM NEW
97382A200
138
74425
SH
SOLE
74425
0
0
WOODWARD INC
COM
980745103
494
6456
SH
SOLE
6456
0
0
WORKDAY INC
CL A
98138H101
461
4536
SH
SOLE
4536
0
0
WPX ENERGY INC
COM
98212B103
234
16651
SH
SOLE
16651
0
0
XCEL ENERGY INC
COM
98389B100
1070
22239
SH
SOLE
22239
0
0
XILINX INC
COM
983919101
1460
21659
SH
SOLE
21659
0
0
XYLEM INC
COM
98419M100
469
6883
SH
SOLE
6883
0
0
YELP INC
CL A
985817105
211
5040
SH
SOLE
5040
0
0
YEXT INC
COM
98585N106
275
22893
SH
SOLE
22893
0
0
YUM BRANDS INC
COM
988498101
682
8354
SH
SOLE
8354
0
0
YUM CHINA HLDGS INC
COM
98850P109
1329
33209
SH
SOLE
33209
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
348
3353
SH
SOLE
3353
0
0
ZOETIS INC
CL A
98978V103
571
7920
SH
SOLE
7920
0
0
ADVANCED DISP SVCS INC DEL
COM
00790X101
288
12044
SH
SOLE
12044
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
38483
25625000
PRN
SOLE
0
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
9235
7000000
PRN
SOLE
0
0
0
ALEXANDERS INC
COM
014752109
243
614
SH
SOLE
614
0
0
AMAG PHARMACEUTICALS INC
NOTE 3.250% 6/0
00163UAD8
540
625000
PRN
SOLE
0
0
0
ANTHEM INC
UNIT 05/01/20188
036752202
696
12500
SH
SOLE
12500
0
0
BANK OF NT BUTTERFIELD&SON L
SHS NEW
G0772R208
363
10006
SH
SOLE
10006
0
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
727
12500
SH
SOLE
12500
0
0
CADENCE BANCORPORATION
CL A
12739A100
234
8633
SH
SOLE
8633
0
0
DASEKE INC
COM
23753F107
239
16756
SH
SOLE
16756
0
0
DESPEGAR COM CORP
ORD SHS
G27358103
216
7844
SH
SOLE
7844
0
0
DIAMOND HILL INVESTMENT GROU
COM NEW
25264R207
221
1067
SH
SOLE
1067
0
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
8849
8125000
PRN
SOLE
0
0
0
ELEVATE CREDIT INC
COM
28621V101
187
24811
SH
SOLE
24811
0
0
ENSCO JERSEY FIN LTD
NOTE 3.000% 1/3 ADDED
29359WAB1
3115
3500000
PRN
SOLE
0
0
0
FB FINL CORP
COM
30257X104
263
6261
SH
SOLE
6261
0
0
FIVE POINT HOLDINGS LLC
COM CL A
33833Q106
188
13311
SH
SOLE
13311
0
0
FOUNDATION BLDG MATLS INC
COM
350392106
173
11692
SH
SOLE
11692
0
0
GRANITE PT MTG TR INC
COM
38741L107
366
20641
SH
SOLE
20641
0
0
HEMISPHERE MEDIA GROUP INC
CL A
42365Q103
118
10230
SH
SOLE
10230
0
0
IGNYTA INC
CALL
451731903
14
289100
SH
Call
SOLE
289100
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
4027
3235000
PRN
SOLE
0
0
0
LIBERTY EXPEDIA HOLDINGS
SER A COM
53046P109
14513
327390
SH
SOLE
327390
0
0
LIBERTY INTERACTIVE LLC
DEB 1.750% 9/3 DELETED
530610AD6
6009
5200000
PRN
SOLE
0
0
0
MEDPACE HLDGS INC
COM
58506Q109
249
6867
SH
SOLE
6867
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
11503
6750000
PRN
SOLE
0
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
9559
5000000
PRN
SOLE
0
0
0
NEOVASC INC
COM
64065J106
3293
5487842
SH
SOLE
5487842
0
0
NETSHOES CAYMAN LTD
COM
G6455X107
187
23673
SH
SOLE
23673
0
0
NOBLE MIDSTREAM PARTNERS LP
COM UNIT REPST
65506L105
1098
21964
SH
SOLE
21964
0
0
NOBLE MIDSTREAM PARTNERS LP
COM UNIT REPST
65506L105
27550
551000
SH
DFND
1
551000
0
0
PATTERN ENERGY GROUP INC
NOTE 4.000% 7/1
70338PAB6
2159
2125000
PRN
SOLE
0
0
0
PLAYA HOTELS & RESORTS NV
SHS
N70544106
184
17073
SH
SOLE
17073
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
7767
5625000
PRN
SOLE
0
0
0
RA PHARMACEUTICALS INC
COM
74933V108
186
21844
SH
SOLE
21844
0
0
REDWOOD TR INC
NOTE 4.750% 8/1
758075AC9
606
625000
PRN
SOLE
0
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
274
3311
SH
SOLE
3311
0
0
RHYTHM PHARMACEUTICALS INC
COM ADDED
76243J105
246
8464
SH
SOLE
8464
0
0
RTI INTL METALS INC
NOTE 1.625%10/1
74973WAB3
2863
2500000
PRN
SOLE
0
0
0
SILVER RUN ACQUISITION
COM CL A
82812A103
39640
3999999
SH
DFND
1
3999999
0
0
SILVER RUN ACQUISITION
W EXP 03/28/202
82812A111
1913
1333333
SH
DFND
1
1333333
0
0
SIMPLY GOOD FOODS CO
COM
82900L102
208
14578
SH
SOLE
14578
0
0
STERICYCLE INC
DEP PFD A 1/10
858912207
333
6250
SH
SOLE
6250
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
728
625000
PRN
SOLE
0
0
0
TUTOR PERINI CORP
NOTE 2.875% 6/1
901109AD0
691
625000
PRN
SOLE
0
0
0
TWO HBRS INVT CORP
NOTE 6.250% 1/1 ADDED
90187BAA9
661
625000
PRN
SOLE
0
0
0
VANECK VECTORS ETF TR
PUT
92189F956
363
270900
SH
Put
SOLE
270900
0
0
WASHINGTONFIRST BANKSHARES I
COM
940730104
8893
259583
SH
SOLE
259583
0
0
WELLTOWER INC
6.50% PFD PREPET
95040Q203
745
12500
SH
SOLE
12500
0
0
WHITE MTNS INS GROUP LTD
COM
G9618E107
1435
1686
SH
SOLE
1686
0
0
YOGAWORKS INC
COM
986005106
337
119004
SH
SOLE
119004
0
0
ZAYO GROUP HLDGS INC
CALL
98919V905
188
86400
SH
Call
SOLE
86400
0
0
ZIONS BANCORPORATION
W EXP 11/14/201
989701131
5205
352875
SH
SOLE
352875
0
0