0001104659-18-051791.txt : 20180814
0001104659-18-051791.hdr.sgml : 20180814
20180814093045
ACCESSION NUMBER: 0001104659-18-051791
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180630
FILED AS OF DATE: 20180814
DATE AS OF CHANGE: 20180814
EFFECTIVENESS DATE: 20180814
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: 181014690
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
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06-30-2018
06-30-2018
false
Magnetar Financial LLC
1603 ORRINGTON AVE.
13TH FLOOR
EVANSTON
IL
60201
13F HOLDINGS REPORT
028-11800
Y
CONFIDENTIAL MATERIAL APPEARING IN THIS DOCUMENT HAS BEEN OMITTED AND FILED SEPARATELY WITH THE SECURITIES AND EXCHANGE COMMISSION IN ACCORDANCE WITH THE SECURITIES EXCHANGE ACT OF 1934, AS AMENDED, AND RULE 24B-2 PROMULGATED THEREUNDER.
MICHAEL TURRO
Chief Compliance Officer
847-905-4690
MICHAEL TURRO
EVANSTON
IL
08-14-2018
1
488
5175507
true
1
0001520339
028-14458
MTP Energy Management LLC
INFORMATION TABLE
2
a18-18613_7informationtable.xml
INFORMATION TABLE
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AAR CORP
COM
000361105
280
6013
SH
SOLE
6013
0
0
AARONS INC
COM PAR $0.50
002535300
281
6468
SH
SOLE
6468
0
0
ABAXIS INC
COM
002567105
11078
133452
SH
SOLE
133452
0
0
ABBOTT LABS
COM
002824100
431
7063
SH
SOLE
7063
0
0
ABBVIE INC
COM
00287Y109
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48000
SH
SOLE
48000
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
261
1598
SH
SOLE
1598
0
0
ACUITY BRANDS INC
COM
00508Y102
359
3094
SH
SOLE
3094
0
0
ADVANTAGE OIL & GAS LTD
COM
00765F101
15118
4831761
SH
DFND
1
4831761
0
0
AERCAP HOLDINGS NV
SHS
N00985106
596
11003
SH
SOLE
11003
0
0
AES CORP
COM
00130H105
153
11399
SH
SOLE
11399
0
0
AFLAC INC
COM
001055102
416
9671
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SOLE
9671
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
5332
86223
SH
SOLE
86223
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0
AGREE REALTY CORP
COM
008492100
304
5762
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SOLE
5762
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0
AIR PRODS & CHEMS INC
COM
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3416
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AKAMAI TECHNOLOGIES INC
COM
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11246
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AKORN INC
COM
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COM
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COM NEW
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COM
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CAP STK CL C
02079K107
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272
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SOLE
272
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AMAZON COM INC
COM
023135106
753
443
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SOLE
443
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AMC NETWORKS INC
CL A
00164V103
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SOLE
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AMDOCS LTD
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COM
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155
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CL A
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ANSYS INC
COM
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AON PLC
SHS CL A
G0408V102
297
2167
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SOLE
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APPLE INC
COM
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APTARGROUP INC
COM
038336103
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APTIV PLC
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ARAMARK
COM
03852U106
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ARCH COAL INC
CL A
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613
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0
ARES CAP CORP
COM
04010L103
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SOLE
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ASHLAND GLOBAL HLDGS INC
COM
044186104
285
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AT&T INC
COM
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35184
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AUTOMATIC DATA PROCESSING IN
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053015103
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COM
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COM
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AXALTA COATING SYS LTD
COM
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COM
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BAXTER INTL INC
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BB&T CORP
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BCE INC
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BECTON DICKINSON & CO
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BENCHMARK ELECTRS INC
COM
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BERKSHIRE HATHAWAY INC DEL
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4543
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BIOGEN INC
COM
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825
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BIOSCRIP INC
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BLACKROCK INC
COM
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409
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BOISE CASCADE CO DEL
COM
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SOLE
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BOOKING HLDGS INC
COM
09857L108
322
159
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BORGWARNER INC
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BRIGHT HORIZONS FAM SOL IN D
COM
109194100
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BROADCOM INC
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2402
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2402
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115236101
234
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SOLE
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G16962105
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BWX TECHNOLOGIES INC
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05605H100
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C H ROBINSON WORLDWIDE INC
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COM
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CABOT OIL & GAS CORP
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CALLAWAY GOLF CO
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383
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20201
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CALLON PETE CO DEL
COM
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COM
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CAMDEN PPTY TR
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SOLE
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0
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CAMECO CORP
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13321L108
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CAPELLA EDUCATION COMPANY
COM
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SH
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CARMAX INC
COM
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891
12225
SH
SOLE
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CARRIAGE SVCS INC
COM
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SOLE
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COM
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SOLE
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CATCHMARK TIMBER TR INC
CL A
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171
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CAVIUM INC
COM
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CBS CORP NEW
CL B
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308
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SOLE
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CDN IMPERIAL BK COMM TORONTO
COM
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396
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SOLE
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CELANESE CORP DEL
COM SER A
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COM
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CENOVUS ENERGY INC
COM
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CHEMED CORP NEW
COM
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COM
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COM
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CHOICE HOTELS INTL INC
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SHS
G1992S109
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SH
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CITIZENS FINL GROUP INC
COM
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COM CL A
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COM UNIT REPST
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COM
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760
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SOLE
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COLGATE PALMOLIVE CO
COM
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COM
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EOG RES INC
COM
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EQUIFAX INC
COM
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COM
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EXPRESS INC
COM
30219E103
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COM
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F M C CORP
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COM
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FACEBOOK INC
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FASTENAL CO
COM
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COM
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FISERV INC
COM
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8239
SH
SOLE
8239
0
0
FLIR SYS INC
COM
302445101
235
4524
SH
SOLE
4524
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
423
7877
SH
SOLE
7877
0
0
FRESENIUS MED CARE AG&CO KGA
SPONSORED ADR
358029106
871
17300
SH
SOLE
17300
0
0
FRESH DEL MONTE PRODUCE INC
ORD
G36738105
259
5814
SH
SOLE
5814
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
718
11003
SH
SOLE
11003
0
0
GARDNER DENVER HLDGS INC
COM
36555P107
11795
401324
SH
SOLE
401324
0
0
GARDNER DENVER HLDGS INC
COM
36555P107
11756
400000
SH
DFND
1
400000
0
0
GARMIN LTD
SHS
H2906T109
951
15584
SH
SOLE
15584
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
813
28095
SH
SOLE
28095
0
0
GENPACT LIMITED
SHS
G3922B107
739
25557
SH
SOLE
25557
0
0
GGP INC
COM
36174X101
44973
2201324
SH
SOLE
2201324
0
0
GILEAD SCIENCES INC
COM
375558103
264
3730
SH
SOLE
3730
0
0
GLOBAL CORD BLOOD CORPORATIO
SHS
G39342103
154
16200
SH
SOLE
16200
0
0
GLOBAL PMTS INC
COM
37940X102
1156
10372
SH
SOLE
10372
0
0
GNC HLDGS INC
COM CL A
36191G107
48
13602
SH
SOLE
13602
0
0
GODADDY INC
CL A
380237107
330
4668
SH
SOLE
4668
0
0
GOLUB CAP BDC INC
COM
38173M102
480
26209
SH
SOLE
26209
0
0
GRAMERCY PPTY TR
COM NEW
385002308
204152
7472629
SH
SOLE
7472629
0
0
GREEN PLAINS INC
COM
393222104
423
23091
SH
SOLE
23091
0
0
GREIF INC
CL A
397624107
486
9192
SH
SOLE
9192
0
0
GROUPON INC
COM
399473107
230
53600
SH
SOLE
53600
0
0
HALLIBURTON CO
COM
406216101
1963
43558
SH
SOLE
43558
0
0
HALYARD HEALTH INC
COM
40650V100
345
6021
SH
SOLE
6021
0
0
HARRIS CORP DEL
COM
413875105
665
4602
SH
SOLE
4602
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
501
9801
SH
SOLE
9801
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
679
19801
SH
SOLE
19801
0
0
HCA HEALTHCARE INC
COM
40412C101
2906
28324
SH
SOLE
28324
0
0
HELMERICH & PAYNE INC
COM
423452101
911
14291
SH
SOLE
14291
0
0
HERSHEY CO
COM
427866108
1206
12962
SH
SOLE
12962
0
0
HIGHPOINT RES CORP
COM
43114K108
480
78999
SH
SOLE
78999
0
0
HILL ROM HLDGS INC
COM
431475102
374
4285
SH
SOLE
4285
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
637
8053
SH
SOLE
8053
0
0
HORMEL FOODS CORP
COM
440452100
603
16215
SH
SOLE
16215
0
0
HUNT J B TRANS SVCS INC
COM
445658107
240
1972
SH
SOLE
1972
0
0
HYATT HOTELS CORP
COM CL A
448579102
253
3280
SH
SOLE
3280
0
0
IAMGOLD CORP
COM
450913108
360
61929
SH
SOLE
61929
0
0
IDACORP INC
COM
451107106
665
7207
SH
SOLE
7207
0
0
IHS MARKIT LTD
SHS
G47567105
471
9136
SH
SOLE
9136
0
0
ILG INC
COM
44967H101
147046
4451889
SH
SOLE
4451889
0
0
IMPERIAL OIL LTD
COM NEW
453038408
499
15000
SH
SOLE
15000
0
0
INCYTE CORP
COM
45337C102
301
4491
SH
SOLE
4491
0
0
INFINITY PPTY & CAS CORP
COM
45665Q103
70601
495967
SH
SOLE
495967
0
0
INGREDION INC
COM
457187102
587
5302
SH
SOLE
5302
0
0
INNOSPEC INC
COM
45768S105
579
7569
SH
SOLE
7569
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
398
2846
SH
SOLE
2846
0
0
INTERNATIONAL GAME TECHNOLOG
SHS USD
G4863A108
3573
153754
SH
SOLE
153754
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
422
17996
SH
SOLE
17996
0
0
INTERXION HOLDING N.V
SHS
N47279109
433
6938
SH
SOLE
6938
0
0
IPG PHOTONICS CORP
COM
44980X109
550
2493
SH
SOLE
2493
0
0
IQVIA HLDGS INC
COM
46266C105
1870
18729
SH
SOLE
18729
0
0
IRON MTN INC NEW
COM
46284V101
1037
29615
SH
SOLE
29615
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
1334
8148
SH
SOLE
8148
0
0
ISTAR INC
COM
45031U101
333
30873
SH
SOLE
30873
0
0
JETBLUE AIRWAYS CORP
COM
477143101
275
14467
SH
SOLE
14467
0
0
JOHNSON & JOHNSON
COM
478160104
729
6008
SH
SOLE
6008
0
0
JUNIPER NETWORKS INC
COM
48203R104
278
10141
SH
SOLE
10141
0
0
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
896
8604
SH
SOLE
8604
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
491
4630
SH
SOLE
4630
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
140468
4071536
SH
SOLE
4071536
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
855
14487
SH
SOLE
14487
0
0
KEYW HLDG CORP
COM
493723100
121
13853
SH
SOLE
13853
0
0
KIMBERLY CLARK CORP
COM
494368103
344
3263
SH
SOLE
3263
0
0
KLA-TENCOR CORP
COM
482480100
391
3818
SH
SOLE
3818
0
0
KMG CHEMICALS INC
COM
482564101
621
8423
SH
SOLE
8423
0
0
KRATON CORPORATION
COM
50077C106
441
9562
SH
SOLE
9562
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
811
4518
SH
SOLE
4518
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
275
4029
SH
SOLE
4029
0
0
LAREDO PETROLEUM INC
COM
516806106
436
45290
SH
SOLE
45290
0
0
LAS VEGAS SANDS CORP
COM
517834107
224
2933
SH
SOLE
2933
0
0
LAUDER ESTEE COS INC
CL A
518439104
525
3682
SH
SOLE
3682
0
0
LEIDOS HLDGS INC
COM
525327102
999
16933
SH
SOLE
16933
0
0
LENNAR CORP
CL A
526057104
807
15367
SH
SOLE
15367
0
0
LIBERTY BROADBAND CORP
COM SER C
530307305
504
6654
SH
SOLE
6654
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
1191
44745
SH
SOLE
44745
0
0
LIFE STORAGE INC
COM
53223X107
233
2399
SH
SOLE
2399
0
0
LIFEPOINT HEALTH INC
COM
53219L109
439
8996
SH
SOLE
8996
0
0
LOCKHEED MARTIN CORP
COM
539830109
1840
6229
SH
SOLE
6229
0
0
LOEWS CORP
COM
540424108
715
14813
SH
SOLE
14813
0
0
LTC PPTYS INC
COM
502175102
312
7293
SH
SOLE
7293
0
0
MACERICH CO
COM
554382101
554
9750
SH
SOLE
9750
0
0
MACYS INC
COM
55616P104
822
21972
SH
SOLE
21972
0
0
MAGNA INTL INC
COM
559222401
361
6214
SH
SOLE
6214
0
0
MARATHON OIL CORP
COM
565849106
828
39713
SH
SOLE
39713
0
0
MARATHON PETE CORP
COM
56585A102
375
5338
SH
SOLE
5338
0
0
MARATHON PETE CORP
COM
56585A102
32971
469940
SH
DFND
1
469940
0
0
MARKEL CORP
COM
570535104
1289
1189
SH
SOLE
1189
0
0
MARRIOTT INTL INC NEW
CL A
571903202
1271
10039
SH
SOLE
10039
0
0
MB FINANCIAL INC NEW
COM
55264U108
68271
1461911
SH
SOLE
1461911
0
0
MCDONALDS CORP
COM
580135101
754
4813
SH
SOLE
4813
0
0
MCKESSON CORP
COM
58155Q103
4530
33957
SH
SOLE
33957
0
0
MEDTRONIC PLC
SHS
G5960L103
27583
322195
SH
SOLE
322195
0
0
MELINTA THERAPEUTICS INC
COM
58549G100
89
14010
SH
SOLE
14010
0
0
MERCK & CO INC
COM
58933Y105
911
15000
SH
SOLE
15000
0
0
MGM GROWTH PPTYS LLC
CL A COM
55303A105
253
8299
SH
SOLE
8299
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
743
25602
SH
SOLE
25602
0
0
MICHAELS COS INC
COM
59408Q106
284
14789
SH
SOLE
14789
0
0
MICROSOFT CORP
COM
594918104
647
6561
SH
SOLE
6561
0
0
MITEL NETWORKS CORP
COM
60671Q104
148
13458
SH
SOLE
13458
0
0
MOODYS CORP
COM
615369105
361
2116
SH
SOLE
2116
0
0
MOVADO GROUP INC
COM
624580106
261
5414
SH
SOLE
5414
0
0
MTGE INVT CORP
COM
55378A105
28181
1437795
SH
SOLE
1437795
0
0
MYLAN N V
SHS EURO
N59465109
1993
55141
SH
SOLE
55141
0
0
NASDAQ INC
COM
631103108
1023
11213
SH
SOLE
11213
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
437
5929
SH
SOLE
5929
0
0
NAVIGANT CONSULTING INC
COM
63935N107
269
12150
SH
SOLE
12150
0
0
NEKTAR THERAPEUTICS
COM
640268108
448
9165
SH
SOLE
9165
0
0
NEW MTN FIN CORP
COM
647551100
197
14520
SH
SOLE
14520
0
0
NEWMONT MINING CORP
COM
651639106
989
26222
SH
SOLE
26222
0
0
NIKE INC
CL B
654106103
252
3167
SH
SOLE
3167
0
0
NOBLE ENERGY INC
COM
655044105
656
18596
SH
SOLE
18596
0
0
NORTHERN TR CORP
COM
665859104
560
5446
SH
SOLE
5446
0
0
NORTHROP GRUMMAN CORP
COM
666807102
895
2909
SH
SOLE
2909
0
0
NORTHWESTERN CORP
COM NEW
668074305
500
8728
SH
SOLE
8728
0
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
1133
23974
SH
SOLE
23974
0
0
NVIDIA CORP
COM
67066G104
443
1869
SH
SOLE
1869
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
336992
3084030
SH
SOLE
3084030
0
0
NXSTAGE MEDICAL INC
COM
67072V103
85640
3069529
SH
SOLE
3069529
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
386
1410
SH
SOLE
1410
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
1254
14984
SH
SOLE
14984
0
0
OCLARO INC
COM NEW
67555N206
69477
7780149
SH
SOLE
7780149
0
0
OIL STS INTL INC
COM
678026105
490
15272
SH
SOLE
15272
0
0
ON SEMICONDUCTOR CORP
COM
682189105
677
30447
SH
SOLE
30447
0
0
ONE GAS INC
COM
68235P108
535
7160
SH
SOLE
7160
0
0
ONEOK INC NEW
COM
682680103
1209
17315
SH
SOLE
17315
0
0
ORION ENGINEERED CARBONS S A
COM
L72967109
714
23145
SH
SOLE
23145
0
0
OWENS ILL INC
COM NEW
690768403
567
33758
SH
SOLE
33758
0
0
PAN AMERICAN SILVER CORP
COM
697900108
881
49230
SH
SOLE
49230
0
0
PAPA JOHNS INTL INC
COM
698813102
230
4527
SH
SOLE
4527
0
0
PARSLEY ENERGY INC
CL A
701877102
80534
2659644
SH
DFND
1
2659644
0
0
PATTERSON COMPANIES INC
COM
703395103
359
15822
SH
SOLE
15822
0
0
PBF ENERGY INC
CL A
69318G106
381
9075
SH
SOLE
9075
0
0
PDC ENERGY INC
COM
69327R101
319
5274
SH
SOLE
5274
0
0
PEMBINA PIPELINE CORP
COM
706327103
735
21209
SH
SOLE
21209
0
0
PEPSICO INC
COM
713448108
895
8219
SH
SOLE
8219
0
0
PERKINELMER INC
COM
714046109
227
3096
SH
SOLE
3096
0
0
PERRIGO CO PLC
SHS
G97822103
702
9628
SH
SOLE
9628
0
0
PHH CORP
COM NEW
693320202
17189
1582782
SH
SOLE
1582782
0
0
PHILLIPS 66
COM
718546104
436
3880
SH
SOLE
3880
0
0
PINNACLE ENTMT INC NEW
COM
72348Y105
54582
1618217
SH
SOLE
1618217
0
0
PINNACLE FOODS INC DEL
COM
72348P104
175359
2695343
SH
SOLE
2695343
0
0
PIONEER NAT RES CO
COM
723787107
853
4505
SH
SOLE
4505
0
0
PIONEER NAT RES CO
COM
723787107
59559
314729
SH
DFND
1
314729
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
1361
56904
SH
SOLE
56904
0
0
PLEXUS CORP
COM
729132100
250
4203
SH
SOLE
4203
0
0
PNC FINL SVCS GROUP INC
COM
693475105
1118
8272
SH
SOLE
8272
0
0
POLYONE CORP
COM
73179P106
295
6826
SH
SOLE
6826
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
605
14157
SH
SOLE
14157
0
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
1372
36323
SH
SOLE
36323
0
0
POTBELLY CORP
COM
73754Y100
256
19786
SH
SOLE
19786
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
3068
32859
SH
SOLE
32859
0
0
PROGRESSIVE CORP OHIO
COM
743315103
548
9273
SH
SOLE
9273
0
0
PROLOGIS INC
COM
74340W103
906
13786
SH
SOLE
13786
0
0
PULTE GROUP INC
COM
745867101
599
20845
SH
SOLE
20845
0
0
PVH CORP
COM
693656100
596
3981
SH
SOLE
3981
0
0
QEP RES INC
COM
74733V100
364
29717
SH
SOLE
29717
0
0
QORVO INC
COM
74736K101
489
6098
SH
SOLE
6098
0
0
RAYTHEON CO
COM NEW
755111507
1886
9764
SH
SOLE
9764
0
0
REALTY INCOME CORP
COM
756109104
1033
19207
SH
SOLE
19207
0
0
REGENCY CTRS CORP
COM
758849103
285
4592
SH
SOLE
4592
0
0
REGIONS FINL CORP NEW
COM
7591EP100
320
18008
SH
SOLE
18008
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
2020
15131
SH
SOLE
15131
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
906
10350
SH
SOLE
10350
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
289
2400
SH
SOLE
2400
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
354
19837
SH
SOLE
19837
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
335
17463
SH
SOLE
17463
0
0
ROCKWELL AUTOMATION INC
COM
773903109
232
1397
SH
SOLE
1397
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
1051
22100
SH
SOLE
22100
0
0
ROPER TECHNOLOGIES INC
COM
776696106
224
811
SH
SOLE
811
0
0
ROSS STORES INC
COM
778296103
300
3544
SH
SOLE
3544
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
357
4734
SH
SOLE
4734
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
66259
912035
SH
DFND
1
912035
0
0
RSP PERMIAN INC
COM
74978Q105
219138
4978144
SH
SOLE
4978144
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
365
22771
SH
SOLE
22771
0
0
SAN JUAN BASIN RTY TR
UNIT BEN INT
798241105
222
38396
SH
SOLE
38396
0
0
SCANA CORP NEW
COM
80589M102
141494
3673267
SH
SOLE
3673267
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
317
6198
SH
SOLE
6198
0
0
SEALED AIR CORP NEW
COM
81211K100
689
16220
SH
SOLE
16220
0
0
SEMGROUP CORP
CL A
81663A105
231
9095
SH
SOLE
9095
0
0
SENSATA TECHNOLOGIES HLDNG P
SHS
G8060N102
1058
22231
SH
SOLE
22231
0
0
SHIP FINANCE INTERNATIONAL L
SHS
G81075106
1440
96354
SH
SOLE
96354
0
0
SHIRE PLC
SPONSORED ADR
82481R106
185566
1099323
SH
SOLE
1099323
0
0
SILGAN HOLDINGS INC
COM
827048109
1159
43184
SH
SOLE
43184
0
0
SIRIUS XM HLDGS INC
COM
82968B103
695
102611
SH
SOLE
102611
0
0
SJW GROUP
COM
784305104
15988
241445
SH
SOLE
241445
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1247
12902
SH
SOLE
12902
0
0
SMITH A O
COM
831865209
540
9123
SH
SOLE
9123
0
0
SMUCKER J M CO
COM NEW
832696405
433
4032
SH
SOLE
4032
0
0
SOUTHERN COPPER CORP
COM
84265V105
401
8562
SH
SOLE
8562
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
271
51073
SH
SOLE
51073
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
320
1179
SH
SOLE
1179
0
0
SPLUNK INC
COM
848637104
1550
15642
SH
SOLE
15642
0
0
SPRINT CORP
COM SER 1
85207U105
135751
24954238
SH
SOLE
24954238
0
0
SPROUTS FMRS MKT INC
COM
85208M102
368
16683
SH
SOLE
16683
0
0
SPS COMM INC
COM
78463M107
276
3759
SH
SOLE
3759
0
0
SRC ENERGY INC
COM
78470V108
418
37966
SH
SOLE
37966
0
0
STANLEY BLACK & DECKER INC
COM
854502101
220
1657
SH
SOLE
1657
0
0
STARBUCKS CORP
COM
855244109
2843
58193
SH
SOLE
58193
0
0
STATE BK FINL CORP
COM
856190103
8346
249882
SH
SOLE
249882
0
0
STEEL DYNAMICS INC
COM
858119100
918
19972
SH
SOLE
19972
0
0
STEWART INFORMATION SVCS COR
COM
860372101
47577
1104643
SH
SOLE
1104643
0
0
STRYKER CORP
COM
863667101
606
3586
SH
SOLE
3586
0
0
SUN LIFE FINL INC
COM
866796105
648
16100
SH
SOLE
16100
0
0
SUNCOKE ENERGY INC
COM
86722A103
163
12148
SH
SOLE
12148
0
0
SUNCOR ENERGY INC NEW
COM
867224107
869
21352
SH
SOLE
21352
0
0
SWITCH INC
CL A
87105L104
2312
190000
SH
SOLE
190000
0
0
SYNOPSYS INC
COM
871607107
1277
14922
SH
SOLE
14922
0
0
T MOBILE US INC
COM
872590104
668
11182
SH
SOLE
11182
0
0
TARGA RES CORP
COM
87612G101
403
8148
SH
SOLE
8148
0
0
TARGA RES CORP
COM
87612G101
23516
475171
SH
DFND
1
475171
0
0
TARGET CORP
COM
87612E106
301
3952
SH
SOLE
3952
0
0
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
274
2370
SH
SOLE
2370
0
0
TCP CAP CORP
COM
87238Q103
289
19983
SH
SOLE
19983
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
1092
19929
SH
SOLE
19929
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
1515
16825
SH
SOLE
16825
0
0
TECK RESOURCES LTD
CL B
878742204
241
9476
SH
SOLE
9476
0
0
TEGNA INC
COM
87901J105
347
32012
SH
SOLE
32012
0
0
TELEFLEX INC
COM
879369106
381
1421
SH
SOLE
1421
0
0
TELLURIAN INC NEW
COM
87968A104
271
32601
SH
SOLE
32601
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
1315
6348
SH
SOLE
6348
0
0
TJX COS INC NEW
COM
872540109
469
4923
SH
SOLE
4923
0
0
TOTAL SYS SVCS INC
COM
891906109
876
10359
SH
SOLE
10359
0
0
TRANSCANADA CORP
COM
89353D107
114683
2654700
SH
DFND
1
2654700
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
170
12631
SH
SOLE
12631
0
0
TRAVELERS COMPANIES INC
COM
89417E109
615
5031
SH
SOLE
5031
0
0
TREEHOUSE FOODS INC
COM
89469A104
276
5247
SH
SOLE
5247
0
0
TRIBUNE MEDIA CO
CL A
896047503
136280
3561021
SH
SOLE
3561021
0
0
TYLER TECHNOLOGIES INC
COM
902252105
2474
11139
SH
SOLE
11139
0
0
TYSON FOODS INC
CL A
902494103
438
6358
SH
SOLE
6358
0
0
U S CONCRETE INC
COM NEW
90333L201
332
6333
SH
SOLE
6333
0
0
U S G CORP
COM NEW
903293405
150434
3488738
SH
SOLE
3488738
0
0
U S SILICA HLDGS INC
COM
90346E103
477
18586
SH
SOLE
18586
0
0
ULTA BEAUTY INC
COM
90384S303
929
3981
SH
SOLE
3981
0
0
UNION PAC CORP
COM
907818108
396
2793
SH
SOLE
2793
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
769
7238
SH
SOLE
7238
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
242
986
SH
SOLE
986
0
0
UNIVAR INC
COM
91336L107
212
8092
SH
SOLE
8092
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
1824
16365
SH
SOLE
16365
0
0
URBAN OUTFITTERS INC
COM
917047102
290
6511
SH
SOLE
6511
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
522
4710
SH
SOLE
4710
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
198082
2930210
SH
SOLE
2930210
0
0
VANECK VECTORS ETF TR
OIL SVCS ETF
92189F718
35263
1342333
SH
DFND
1
1342333
0
0
VARIAN MED SYS INC
COM
92220P105
879
7729
SH
SOLE
7729
0
0
VECTOR GROUP LTD
COM
92240M108
498
26099
SH
SOLE
26099
0
0
VECTREN CORP
COM
92240G101
172432
2413318
SH
SOLE
2413318
0
0
VEEVA SYS INC
CL A COM
922475108
461
5995
SH
SOLE
5995
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
261
1537
SH
SOLE
1537
0
0
VIACOM INC NEW
CL B
92553P201
425
14088
SH
SOLE
14088
0
0
VISTEON CORP
COM NEW
92839U206
270
2092
SH
SOLE
2092
0
0
VOYA FINL INC
COM
929089100
700
14903
SH
SOLE
14903
0
0
W R BERKLEY CORPORATION
COM
084423102
285
3936
SH
SOLE
3936
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
344
11352
SH
SOLE
11352
0
0
WASTE CONNECTIONS INC
COM
94106B101
858
11401
SH
SOLE
11401
0
0
WASTE MGMT INC DEL
COM
94106L109
1038
12758
SH
SOLE
12758
0
0
WATERS CORP
COM
941848103
485
2503
SH
SOLE
2503
0
0
WATSCO INC
COM
942622200
491
2754
SH
SOLE
2754
0
0
WESCO INTL INC
COM
95082P105
265
4646
SH
SOLE
4646
0
0
WESTERN DIGITAL CORP
COM
958102105
369
4772
SH
SOLE
4772
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
55792
1152956
SH
DFND
1
1152956
0
0
WESTERN UN CO
COM
959802109
460
22626
SH
SOLE
22626
0
0
WESTLAKE CHEM CORP
COM
960413102
567
5264
SH
SOLE
5264
0
0
WGL HLDGS INC
COM
92924F106
195590
2203827
SH
SOLE
2203827
0
0
WHIRLPOOL CORP
COM
963320106
263
1800
SH
SOLE
1800
0
0
WHITING PETE CORP NEW
COM NEW
966387409
314
5960
SH
SOLE
5960
0
0
WILLIAMS COS INC DEL
COM
969457100
302
11150
SH
SOLE
11150
0
0
WILLIAMS COS INC DEL
COM
969457100
83513
3080506
SH
DFND
1
3080506
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
248
1638
SH
SOLE
1638
0
0
WIX COM LTD
SHS
M98068105
522
5200
SH
SOLE
5200
0
0
WORKDAY INC
CL A
98138H101
976
8057
SH
SOLE
8057
0
0
WORLDPAY INC
CL A
981558109
376
4592
SH
SOLE
4592
0
0
WPX ENERGY INC
COM
98212B103
1033
57266
SH
SOLE
57266
0
0
WYNN RESORTS LTD
COM
983134107
575
3436
SH
SOLE
3436
0
0
XCERRA CORP
COM
98400J108
31210
2234056
SH
SOLE
2234056
0
0
XPO LOGISTICS INC
COM
983793100
466
4647
SH
SOLE
4647
0
0
XYLEM INC
COM
98419M100
786
11659
SH
SOLE
11659
0
0
YUM BRANDS INC
COM
988498101
1631
20854
SH
SOLE
20854
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
395
2760
SH
SOLE
2760
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
552
4955
SH
SOLE
4955
0
0
ZIONS BANCORPORATION
COM
989701107
280
5308
SH
SOLE
5308
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
74652
37501000
PRN
SOLE
0
0
0
AK STL CORP
NOTE 5.000%11/1
001546AP5
8017
7000000
PRN
SOLE
0
0
0
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
7316
7275000
PRN
SOLE
0
0
0
BJS WHSL CLUB HLDGS INC
COM ADDED
05550J101
2365
100000
SH
SOLE
100000
0
0
CITRIX SYS INC
NOTE 0.500% 4/1
177376AD2
10902
7500000
PRN
SOLE
0
0
0
CONSTRUCTION PARTNERS INC
COM CL A ADDED
21044C107
1350
102500
SH
SOLE
102500
0
0
CROWN CASTLE INTL CORP NEW
6.875% CON PFD A
22822V309
751
700
SH
SOLE
700
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
813
700000
PRN
SOLE
0
0
0
ESSENTIAL PPTYS RLTY TR INC
COM ADDED
29670E107
3385
250000
SH
SOLE
250000
0
0
FARMERS CAP BK CORP
COM
309562106
9009
172920
SH
SOLE
172920
0
0
GRAHAM HLDGS CO
COM
384637104
363
620
SH
SOLE
620
0
0
GUARANTY BANCORP DEL
COM NEW
40075T607
9748
327127
SH
SOLE
327127
0
0
HESS CORP
DEP PDF SR A
42809H404
1051
14000
SH
SOLE
14000
0
0
HORIZON PHARMA INVT LTD
NOTE 2.500% 3/1
44052TAB7
671
700000
PRN
SOLE
0
0
0
MAMMOTH ENERGY SVCS INC
COM
56155L108
223
6570
SH
SOLE
6570
0
0
MICROCHIP TECHNOLOGY INC
NOTE 2.250% 2/1
595017AH7
3216
2700000
PRN
SOLE
0
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
20641
11750000
PRN
SOLE
0
0
0
NEOVASC INC
COM
64065J106
4875
113911687
SH
SOLE
113911687
0
0
NXP SEMICONDUCTORS N V
CALL
N6596X909
134
24000
SH
Call
SOLE
24000
0
0
NXP SEMICONDUCTORS N V
NOTE 1.000%12/0
62952QAB6
23981
20000000
PRN
SOLE
0
0
0
NXP SEMICONDUCTORS N V
PUT
N6596X959
1938
1100000
SH
Put
SOLE
1100000
0
0
ON SEMICONDUCTOR CORP
NOTE 1.000%12/0
682189AK1
2629
2000000
PRN
SOLE
0
0
0
PRICELINE GRP INC
NOTE 0.350% 6/1
741503AS5
1085
700000
PRN
SOLE
0
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 5.750%10/1
G81075AF3
723
700000
PRN
SOLE
0
0
0
SPDR S&P 500 ETF TR
PUT
78462F953
412
90000
SH
Put
SOLE
90000
0
0
SQUARE INC
NOTE 0.375% 3/0
852234AB9
6724
2500000
PRN
SOLE
0
0
0
TORTOISE ENERGY INFRA CORP
COM
89147L100
16437
634919
SH
DFND
1
634919
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
9733
6775000
PRN
SOLE
0
0
0
TWO HBRS INVT CORP
NOTE 6.250% 1/1 DELETED
90187BAA9
738
700000
PRN
SOLE
0
0
0
UNISYS CORP
NOTE 5.500% 3/0
909214BS6
1047
700000
PRN
SOLE
0
0
0
YOGAWORKS INC
COM
986005106
244
135500
SH
SOLE
135500
0
0
ZYMEWORKS INC
COM
98985W102
370
25000
SH
SOLE
25000
0
0