Magnetar Financial 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
ABM INDS INC	COM	000957100	358	8,216	SH		SOLE		8,216	0	0
ACACIA COMMUNICATIONS INC	COM	00401C108	259	4,422	SH		SOLE		4,422	0	0
ACADIA RLTY TR	COM SH BEN INT	004239109	255	8,480	SH		SOLE		8,480	0	0
ACLARIS THERAPEUTICS INC	COM	00461U105	209	7,000	SH		SOLE		7,000	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	226	4,536	SH		SOLE		4,536	0	0
ACUITY BRANDS INC	COM	00508Y102	672	3,292	SH		SOLE		3,292	0	0
ADIENT PLC	ORD SHS	G0084W101	7,826	107,696	SH		SOLE		107,696	0	0
ADTRAN INC	COM	00738A106	451	21,727	SH		SOLE		21,727	0	0
ADVANTAGE OIL & GAS LTD	COM	00765F101	13,189	2,000,000	SH		DFND	1	2,000,000	0	0
AETNA INC NEW	COM	00817Y108	2,742	21,500	SH		SOLE		21,500	0	0
AFLAC INC	COM	001055102	821	11,333	SH		SOLE		11,333	0	0
AG MTG INVT TR INC	COM	001228105	346	19,184	SH		SOLE		19,184	0	0
AGRIUM INC	COM	008916108	238	2,496	SH		SOLE		2,496	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	4,980	83,416	SH		SOLE		83,416	0	0
ALASKA AIR GROUP INC	COM	011659109	1,375	14,911	SH		SOLE		14,911	0	0
ALBEMARLE CORP	COM	012653101	462	4,374	SH		SOLE		4,374	0	0
ALERE INC	COM	01449J105	34,256	862,212	SH		SOLE		862,212	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	1,166	10,547	SH		SOLE		10,547	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	342	2,823	SH		SOLE		2,823	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	16,175	150,000	SH	Call	SOLE		150,000	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	13,155	122,000	SH	Put	SOLE		122,000	0	0
ALLEGHANY CORP DEL	COM	017175100	1,057	1,720	SH		SOLE		1,720	0	0
ALLERGAN PLC	SHS	G0177J108	339	1,419	SH		SOLE		1,419	0	0
ALLETE INC	COM NEW	018522300	490	7,239	SH		SOLE		7,239	0	0
ALLIED WRLD ASSUR COM HLDG A	SHS	H01531104	110,001	2,071,576	SH		SOLE		2,071,576	0	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	805	63,507	SH		SOLE		63,507	0	0
ALLSTATE CORP	COM	020002101	2,781	34,131	SH		SOLE		34,131	0	0
ALLY FINL INC	COM	02005N100	822	40,422	SH		SOLE		40,422	0	0
ALMOST FAMILY INC	COM	020409108	282	5,809	SH		SOLE		5,809	0	0
ALON USA ENERGY INC	COM	020520102	1,787	146,591	SH		SOLE		146,591	0	0
ALPHABET INC	CAP STK CL A	02079K305	1,156	1,364	SH		SOLE		1,364	0	0
ALTRA INDL MOTION CORP	COM	02208R106	426	10,925	SH		SOLE		10,925	0	0
ALTRIA GROUP INC	COM	02209S103	5,575	78,062	SH		SOLE		78,062	0	0
AMC ENTMT HLDGS INC	CL A COM	00165C104	786	25,000	SH		SOLE		25,000	0	0
AMC NETWORKS INC	CL A	00164V103	1,245	21,222	SH		SOLE		21,222	0	0
AMDOCS LTD	SHS	G02602103	1,060	17,385	SH		SOLE		17,385	0	0
AMERICAN ASSETS TR INC	COM	024013104	663	15,856	SH		SOLE		15,856	0	0
AMERICAN EAGLE OUTFITTERS NE	COM	002553E06	700	49,884	SH		SOLE		49,884	0	0
AMERICAN EXPRESS CO	COM	025816109	1,538	19,435	SH		SOLE		19,435	0	0
AMETEK INC NEW	COM	031100100	1,816	33,571	SH		SOLE		33,571	0	0
AMGEN INC	COM	031162100	253	1,542	SH		SOLE		1,542	0	0
AMPHENOL CORP NEW	CL A	032095101	298	4,184	SH		SOLE		4,184	0	0
ANADARKO PETE CORP	COM	032511107	527	8,496	SH		SOLE		8,496	0	0
ANALOGIC CORP	COM PAR $0.05	032657207	228	3,010	SH		SOLE		3,010	0	0
ANNALY CAP MGMT INC	COM	035710409	282	25,364	SH		SOLE		25,364	0	0
ANSYS INC	COM	03662Q105	221	2,064	SH		SOLE		2,064	0	0
ANTERO RES CORP	COM	03674X106	1,450	63,553	SH		SOLE		63,553	0	0
ANWORTH MORTGAGE ASSET CP	COM	037347101	156	28,125	SH		SOLE		28,125	0	0
APOLLO INVT CORP	COM	03761U106	121	18,484	SH		SOLE		18,484	0	0
ARAMARK	COM	03852U106	1,640	44,491	SH		SOLE		44,491	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	1,042	22,637	SH		SOLE		22,637	0	0
ARCHROCK PARTNERS L P	COM UNITS REPSTG	03957U100	7,848	457,315	SH		DFND	1	457,315	0	0
ARCONIC INC	COM	03965L100	2,788	105,839	SH		SOLE		105,839	0	0
ARES CAP CORP	COM	04010L103	725	41,696	SH		SOLE		41,696	0	0
ARMOUR RESIDENTIAL REIT INC	COM NEW	042315507	299	13,183	SH		SOLE		13,183	0	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	99	15,540	SH		SOLE		15,540	0	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	865	6,983	SH		SOLE		6,983	0	0
ASPEN INSURANCE HOLDINGS LTD	SHS	G05384105	1,044	20,067	SH		SOLE		20,067	0	0
ASPEN TECHNOLOGY INC	COM	045327103	1,432	24,304	SH		SOLE		24,304	0	0
ASTORIA FINL CORP	COM	046265104	61,686	3,007,589	SH		SOLE		3,007,589	0	0
AT&T INC	COM	00206R102	2,167	52,160	SH		SOLE		52,160	0	0
ATHENE HLDG LTD	CL A	G0684D107	9,074	181,507	SH		SOLE		181,507	0	0
ATKORE INTL GROUP INC	COM	047649108	275	10,455	SH		SOLE		10,455	0	0
ATLASSIAN CORP PLC	CL A	G06242104	317	10,581	SH		SOLE		10,581	0	0
ATWOOD OCEANICS INC	COM	050095108	164	17,218	SH		SOLE		17,218	0	0
AUTODESK INC	COM	052769106	725	8,380	SH		SOLE		8,380	0	0
AUTOLIV INC	COM	052800109	1,096	10,718	SH		SOLE		10,718	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,046	10,216	SH		SOLE		10,216	0	0
AUTOZONE INC	COM	053332102	1,002	1,386	SH		SOLE		1,386	0	0
AVEXIS INC	COM	05366U100	231	3,032	SH		SOLE		3,032	0	0
AVISTA CORP	COM	05379B107	1,027	26,312	SH		SOLE		26,312	0	0
AVX CORP NEW	COM	002444107	175	10,664	SH		SOLE		10,664	0	0
AXALTA COATING SYS LTD	COM	G0750C108	6,533	202,900	SH		SOLE		202,900	0	0
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	315	4,705	SH		SOLE		4,705	0	0
B/E AEROSPACE INC	COM	073302101	128,495	2,004,295	SH		SOLE		2,004,295	0	0
BALCHEM CORP	COM	057665200	1,389	16,848	SH		SOLE		16,848	0	0
BANK MONTREAL QUE	COM	063671101	4,614	61,836	SH		SOLE		61,836	0	0
BARD C R INC	COM	067383109	2,705	10,882	SH		SOLE		10,882	0	0
BAXTER INTL INC	COM	071813109	1,558	30,044	SH		SOLE		30,044	0	0
BB&T CORP	COM	054937107	2,433	54,429	SH		SOLE		54,429	0	0
BCE INC	COM NEW	05534B760	3,450	78,000	SH		SOLE		78,000	0	0
BECTON DICKINSON & CO	COM	075887109	2,943	16,044	SH		SOLE		16,044	0	0
BENCHMARK ELECTRS INC	COM	08160H101	494	15,523	SH		SOLE		15,523	0	0
BERKLEY W R CORP	COM	084423102	590	8,354	SH		SOLE		8,354	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	2,469	14,814	SH		SOLE		14,814	0	0
BERRY PLASTICS GROUP INC	COM	08579W103	543	11,175	SH		SOLE		11,175	0	0
BGC PARTNERS INC	CL A	05541T101	141	12,440	SH		SOLE		12,440	0	0
BIO RAD LABS INC	CL A	090572207	435	2,182	SH		SOLE		2,182	0	0
BIO TECHNE CORP	COM	09073M104	831	8,175	SH		SOLE		8,175	0	0
BIOGEN INC	COM	09062X103	1,234	4,514	SH		SOLE		4,514	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	1,447	16,485	SH		SOLE		16,485	0	0
BIOVERATIV INC	COM ADDED	09075E100	273	5,017	SH		SOLE		5,017	0	0
BLACKROCK CAPITAL INVESTMENT	COM	092533108	163	21,628	SH		SOLE		21,628	0	0
BLACKSTONE MTG TR INC	COM CL A	09257W100	538	17,384	SH		SOLE		17,384	0	0
BLOOMIN BRANDS INC	COM	094235108	870	44,093	SH		SOLE		44,093	0	0
BMC STK HLDGS INC	COM	05591B109	240	10,600	SH		SOLE		10,600	0	0
BOARDWALK PIPELINE PARTNERS	UT LTD PARTNER	096627104	68,460	3,738,949	SH		DFND	1	3,738,949	0	0
BOEING CO	COM	097023105	1,037	5,863	SH		SOLE		5,863	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,099	31,041	SH		SOLE		31,041	0	0
BORGWARNER INC	COM	099724106	1,082	25,881	SH		SOLE		25,881	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,542	62,007	SH		SOLE		62,007	0	0
BRIDGE BANCORP INC	COM	108035106	273	7,788	SH		SOLE		7,788	0	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	291	4,019	SH		SOLE		4,019	0	0
BROADCOM LTD	SHS	Y09827109	1,151	5,255	SH		SOLE		5,255	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	203	2,992	SH		SOLE		2,992	0	0
BROCADE COMMUNICATIONS SYS I	COM NEW	111621306	103,216	8,270,539	SH		SOLE		8,270,539	0	0
BROWN & BROWN INC	COM	115236101	385	9,232	SH		SOLE		9,232	0	0
BROWN FORMAN CORP	CL B	115637209	1,549	33,532	SH		SOLE		33,532	0	0
BRUKER CORP	COM	116794108	669	28,666	SH		SOLE		28,666	0	0
BUNGE LIMITED	COM	G16962105	2,541	32,061	SH		SOLE		32,061	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	4,618	59,755	SH		SOLE		59,755	0	0
CABELAS INC	COM	126804301	49,713	936,030	SH		SOLE		936,030	0	0
CABELAS INC	COM	126804301	5,311	100,000	SH	Put	SOLE		100,000	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,464	46,621	SH		SOLE		46,621	0	0
CAE INC	COM	124765108	647	42,397	SH		SOLE		42,397	0	0
CALLAWAY GOLF CO	COM	131193104	317	28,664	SH		SOLE		28,664	0	0
CAMPBELL SOUP CO	COM	134429109	2,879	50,300	SH		SOLE		50,300	0	0
CAMPING WORLD HLDGS INC	CL A	13462K109	287	8,917	SH		SOLE		8,917	0	0
CAPITAL ONE FINL CORP	COM	14040H105	587	6,776	SH		SOLE		6,776	0	0
CAPITOL FED FINL INC	COM	14057J101	906	61,960	SH		SOLE		61,960	0	0
CAPSTEAD MTG CORP	COM NO PAR	14067E506	706	67,013	SH		SOLE		67,013	0	0
CARDINAL FINL CORP	COM	14149F109	25,062	837,066	SH		SOLE		837,066	0	0
CARLISLE COS INC	COM	142339100	300	2,819	SH		SOLE		2,819	0	0
CARMAX INC	COM	143130102	940	15,872	SH		SOLE		15,872	0	0
CARRIAGE SVCS INC	COM	143905107	721	26,586	SH		SOLE		26,586	0	0
CARTER INC	COM	146229109	1,020	11,360	SH		SOLE		11,360	0	0
CASELLA WASTE SYS INC	CL A	147448104	415	29,384	SH		SOLE		29,384	0	0
CASEYS GEN STORES INC	COM	147528103	330	2,941	SH		SOLE		2,941	0	0
CATERPILLAR INC DEL	COM	149123101	1,683	18,143	SH		SOLE		18,143	0	0
CBIZ INC	COM	124805102	324	23,946	SH		SOLE		23,946	0	0
CDK GLOBAL INC	COM	12508E101	3,294	50,669	SH		SOLE		50,669	0	0
CDN IMPERIAL BK COMM TORONTO	COM	136069101	2,708	31,445	SH		SOLE		31,445	0	0
CDW CORP	COM	12514G108	746	12,919	SH		SOLE		12,919	0	0
CEB INC	COM	125134106	124,174	1,579,826	SH		SOLE		1,579,826	0	0
CELANESE CORP DEL	COM SER A	150870103	819	9,114	SH		SOLE		9,114	0	0
CENOVUS ENERGY INC	COM	15135U109	1,695	150,000	SH		SOLE		150,000	0	0
CENOVUS ENERGY INC	COM	15135U109	2,261	200,000	SH	Call	SOLE		200,000	0	0
CENTERPOINT ENERGY INC	COM	15189T107	550	19,935	SH		SOLE		19,935	0	0
CERNER CORP	COM	156782104	1,502	25,519	SH		SOLE		25,519	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	920	2,810	SH		SOLE		2,810	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	32,732	100,000	SH	Call	SOLE		100,000	0	0
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	1,246	12,138	SH		SOLE		12,138	0	0
CHEESECAKE FACTORY INC	COM	163072101	1,470	23,193	SH		SOLE		23,193	0	0
CHEMTURA CORP	COM NEW	163893209	102,039	3,055,071	SH		SOLE		3,055,071	0	0
CHEVRON CORP NEW	COM	166764100	767	7,145	SH		SOLE		7,145	0	0
CHUBB LIMITED	COM	H1467J104	1,667	12,235	SH		SOLE		12,235	0	0
CHURCHILL DOWNS INC	COM	171484108	369	2,320	SH		SOLE		2,320	0	0
CIMAREX ENERGY CO	COM	171798101	754	6,308	SH		SOLE		6,308	0	0
CIMAREX ENERGY CO	COM	171798101	23,898	200,000	SH		DFND	1	200,000	0	0
CINCINNATI FINL CORP	COM	172062101	1,656	22,920	SH		SOLE		22,920	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,723	78,823	SH		SOLE		78,823	0	0
CITY OFFICE REIT INC	COM	178587101	172	14,180	SH		SOLE		14,180	0	0
CLIFFS NAT RES INC	COM	18683K101	256	31,218	SH		SOLE		31,218	0	0
CLOROX CO DEL	COM	189054109	1,996	14,801	SH		SOLE		14,801	0	0
CME GROUP INC	COM	12572Q105	950	7,996	SH		SOLE		7,996	0	0
COACH INC	COM	189754104	521	12,600	SH		SOLE		12,600	0	0
COEUR MNG INC	COM NEW	192108504	567	70,146	SH		SOLE		70,146	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	726	12,203	SH		SOLE		12,203	0	0
COMCAST CORP NEW	CL A	20030N101	1,710	45,496	SH		SOLE		45,496	0	0
COMERICA INC	COM	200340107	517	7,545	SH		SOLE		7,545	0	0
COMMSCOPE HLDG CO INC	COM	20337X109	329	7,887	SH		SOLE		7,887	0	0
COMPASS MINERALS INTL INC	COM	20451N101	1,698	25,020	SH		SOLE		25,020	0	0
CONAGRA BRANDS INC	COM	205887102	1,132	28,050	SH		SOLE		28,050	0	0
CONCHO RES INC	COM	20605P101	573	4,461	SH		SOLE		4,461	0	0
CONDUENT INC	COM	206787103	320	19,067	SH		SOLE		19,067	0	0
CONTINENTAL BLDG PRODS INC	COM	211171103	870	35,528	SH		SOLE		35,528	0	0
CONVERGYS CORP	COM	212485106	560	26,478	SH		SOLE		26,478	0	0
COOPER COS INC	COM NEW	216648402	875	4,377	SH		SOLE		4,377	0	0
CORELOGIC INC	COM	21871D103	1,124	27,605	SH		SOLE		27,605	0	0
CORNING INC	COM	219350105	4,505	166,862	SH		SOLE		166,862	0	0
COTIVITI HLDGS INC	COM	22164K101	206	4,944	SH		SOLE		4,944	0	0
COTY INC	COM CL A	222070203	483	26,646	SH		SOLE		26,646	0	0
COUPA SOFTWARE INC	COM	22266L106	292	11,481	SH		SOLE		11,481	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	1,110	6,970	SH		SOLE		6,970	0	0
CREDICORP LTD	COM	G2519Y108	1,469	8,993	SH		SOLE		8,993	0	0
CREE INC	COM	225447101	711	26,601	SH		SOLE		26,601	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	2,997	31,728	SH		SOLE		31,728	0	0
CROWN HOLDINGS INC	COM	228368106	463	8,736	SH		SOLE		8,736	0	0
CSRA INC	COM	12650T104	436	14,884	SH		SOLE		14,884	0	0
CST BRANDS INC	COM	12646R105	120,134	2,498,102	SH		SOLE		2,498,102	0	0
CSX CORP	COM	126408103	10,402	223,453	SH		SOLE		223,453	0	0
CSX CORP	COM	126408103	4,813	103,400	SH	Call	SOLE		103,400	0	0
CUMMINS INC	COM	231021106	2,064	13,652	SH		SOLE		13,652	0	0
CURTISS WRIGHT CORP	COM	231561101	358	3,923	SH		SOLE		3,923	0	0
CVS HEALTH CORP	COM	126650100	2,555	32,554	SH		SOLE		32,554	0	0
CYS INVTS INC	COM	12673A108	93	11,721	SH		SOLE		11,721	0	0
DANA INCORPORATED	COM	235825205	442	22,895	SH		SOLE		22,895	0	0
DANAHER CORP DEL	COM	235851102	846	9,889	SH		SOLE		9,889	0	0
DARDEN RESTAURANTS INC	COM	237194105	949	11,347	SH		SOLE		11,347	0	0
DDR CORP	COM	23317H102	1,068	85,261	SH		SOLE		85,261	0	0
DEERE & CO	COM	244199105	4,849	44,543	SH		SOLE		44,543	0	0
DELL TECHNOLOGIES INC	COM CL V	24703L103	58,472	912,480	SH		SOLE		912,480	0	0
DELUXE CORP	COM	248019101	500	6,932	SH		SOLE		6,932	0	0
DENNYS CORP	COM	24869P104	1,457	117,805	SH		SOLE		117,805	0	0
DESCARTES SYS GROUP INC	COM	249906108	577	25,200	SH		SOLE		25,200	0	0
DEVON ENERGY CORP NEW	COM	25179M103	534	12,788	SH		SOLE		12,788	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	256	2,473	SH		SOLE		2,473	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	52,490	506,100	SH		DFND	1	506,100	0	0
DICKS SPORTING GOODS INC	COM	253393102	699	14,369	SH		SOLE		14,369	0	0
DIGITAL RLTY TR INC	COM	253868103	3,274	30,774	SH		SOLE		30,774	0	0
DIGITALGLOBE INC	COM NEW	25389M877	78,847	2,407,536	SH		SOLE		2,407,536	0	0
DIME CMNTY BANCSHARES	COM	253922108	287	14,124	SH		SOLE		14,124	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	280	9,632	SH		SOLE		9,632	0	0
DISH NETWORK CORP	CL A	25470M109	1,732	27,287	SH		SOLE		27,287	0	0
DISH NETWORK CORP	CL A	25470M109	9,524	150,000	SH	Put	SOLE		150,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	1,868	26,793	SH		SOLE		26,793	0	0
DOMINION MIDSTREAM PARTNERS	COM UT REP LTD	257454108	66,120	2,069,491	SH		DFND	1	2,069,491	0	0
DOMINOS PIZZA INC	COM	25754A201	3,096	16,798	SH		SOLE		16,798	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	208	10,764	SH		SOLE		10,764	0	0
DONNELLEY R R & SONS CO	COM	257867200	250	20,605	SH		SOLE		20,605	0	0
DOUGLAS EMMETT INC	COM	25960P109	386	10,052	SH		SOLE		10,052	0	0
DOW CHEM CO	COM	260543103	711	11,194	SH		SOLE		11,194	0	0
DUKE REALTY CORP	COM NEW	264411505	488	18,585	SH		SOLE		18,585	0	0
DULUTH HLDGS INC	COM CL B	26443V101	259	12,143	SH		SOLE		12,143	0	0
DUNKIN BRANDS GROUP INC	COM	265504100	700	12,805	SH		SOLE		12,805	0	0
DYNEX CAP INC	COM NEW	26817Q506	134	18,831	SH		SOLE		18,831	0	0
EAGLE MATERIALS INC	COM	26969P108	554	5,700	SH		SOLE		5,700	0	0
EAGLE PHARMACEUTICALS INC	COM	269796108	517	6,229	SH		SOLE		6,229	0	0
EBAY INC	COM	278642103	1,115	33,221	SH		SOLE		33,221	0	0
ECLIPSE RES CORP	COM	27890G100	8,258	3,251,230	SH		DFND	1	3,251,230	0	0
ECOLAB INC	COM	278865100	241	1,921	SH		SOLE		1,921	0	0
EDITAS MEDICINE INC	COM	28106W103	267	11,982	SH		SOLE		11,982	0	0
ELBIT SYS LTD	ORD	M3760D101	737	6,483	SH		SOLE		6,483	0	0
ELECTRONIC ARTS INC	COM	285512109	789	8,810	SH		SOLE		8,810	0	0
EMPIRE ST RLTY TR INC	CL A	292104106	334	16,202	SH		SOLE		16,202	0	0
ENCANA CORP	COM	292505104	46,840	4,000,000	SH		DFND	1	4,000,000	0	0
ENERGY TRANSFER PRTNRS L P	UNIT LTD PARTN	02927R909	66,938	3,392,723	SH		DFND	1	3,392,723	0	0
ENLINK MIDSTREAM PARTNERS LP	COM UNIT REP LTD	29336U107	64,139	3,504,841	SH		DFND	1	3,504,841	0	0
ENTERCOM COMMUNICATIONS CORP	CL A	293639100	264	18,479	SH		SOLE		18,479	0	0
ENVISION HEALTHCARE CORP	COM	29414D100	489	7,977	SH		SOLE		7,977	0	0
EOG RES INC	COM	26875P101	605	6,205	SH		SOLE		6,205	0	0
EQUIFAX INC	COM	294429105	287	2,100	SH		SOLE		2,100	0	0
EQUITY COMWLTH	COM SH BEN INT	294628102	690	22,112	SH		SOLE		22,112	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	203	2,637	SH		SOLE		2,637	0	0
EVERBANK FINL CORP	COM	29977G102	87,679	4,500,998	SH		SOLE		4,500,998	0	0
EVEREST RE GROUP LTD	COM	G3223R108	1,900	8,127	SH		SOLE		8,127	0	0
EXPEDIA INC DEL	COM NEW	30212P303	2,429	19,255	SH		SOLE		19,255	0	0
EXPEDITORS INTL WASH INC	COM	302130109	1,392	24,649	SH		SOLE		24,649	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	1,615	24,497	SH		SOLE		24,497	0	0
EXTERRAN CORP	COM	30227H106	97,006	3,084,444	SH		DFND	1	3,084,444	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	1,820	24,462	SH		SOLE		24,462	0	0
EXTRACTION OIL AND GAS INC	COM	30227M105	43,808	2,361,644	SH		DFND	1	2,361,644	0	0
EXXON MOBIL CORP	COM	30231G102	387	4,719	SH		SOLE		4,719	0	0
F5 NETWORKS INC	COM	315616102	2,060	14,447	SH		SOLE		14,447	0	0
FAIRPOINT COMMUNICATIONS INC	COM NEW	305560302	19,010	1,145,179	SH		SOLE		1,145,179	0	0
FEDERAL SIGNAL CORP	COM	313855108	179	12,970	SH		SOLE		12,970	0	0
FERRARI N V	COM	N3167Y103	238	3,196	SH		SOLE		3,196	0	0
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	326	29,869	SH		SOLE		29,869	0	0
FIDELITY & GTY LIFE	COM	315785105	15,625	562,056	SH		SOLE		562,056	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	2,294	58,919	SH		SOLE		58,919	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	3,953	49,654	SH		SOLE		49,654	0	0
FIFTH THIRD BANCORP	COM	316773100	593	23,357	SH		SOLE		23,357	0	0
FINISH LINE INC	CL A	317923100	679	47,737	SH		SOLE		47,737	0	0
FIRST COMWLTH FINL CORP PA	COM	319829107	175	13,162	SH		SOLE		13,162	0	0
FIRST DATA CORP NEW	COM CL A	32008D106	3,184	205,443	SH		SOLE		205,443	0	0
FIRST HAWAIIAN INC	COM	32051X108	365	12,211	SH		SOLE		12,211	0	0
FIRST INDUSTRIAL REALTY TRUS	COM	32054K103	428	16,066	SH		SOLE		16,066	0	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	116	14,244	SH		SOLE		14,244	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	1,833	12,103	SH		SOLE		12,103	0	0
FNB CORP PA	COM	302520101	268	18,043	SH		SOLE		18,043	0	0
FOOT LOCKER INC	COM	344849104	4,169	55,734	SH		SOLE		55,734	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	1,812	155,634	SH		SOLE		155,634	0	0
FRANCESCAS HLDGS CORP	COM	351793104	430	27,994	SH		SOLE		27,994	0	0
FS INVT CORP	COM	302635107	150	15,269	SH		SOLE		15,269	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	1,138	20,134	SH		SOLE		20,134	0	0
GARMIN LTD	SHS	H2906T109	2,985	58,412	SH		SOLE		58,412	0	0
GARTNER INC	COM	366651107	337	3,125	SH		SOLE		3,125	0	0
GCP APPLIED TECHNOLOGIES INC	COM	36164Y101	458	14,042	SH		SOLE		14,042	0	0
GENERAL DYNAMICS CORP	COM	369550108	1,118	5,970	SH		SOLE		5,970	0	0
GENERAL MTRS CO	COM	37045V100	1,813	51,259	SH		SOLE		51,259	0	0
GENUINE PARTS CO	COM	372460105	239	2,586	SH		SOLE		2,586	0	0
GETTY RLTY CORP NEW	COM	374297109	603	23,869	SH		SOLE		23,869	0	0
GGP INC	COM ADDED	36174X101	254	10,946	SH		SOLE		10,946	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,491	6,491	SH		SOLE		6,491	0	0
GOLUB CAP BDC INC	COM	38173M102	536	26,942	SH		SOLE		26,942	0	0
GRACE W R & CO DEL NEW	COM	38388F108	918	13,165	SH		SOLE		13,165	0	0
GRAINGER W W INC	COM	384802104	3,689	15,848	SH		SOLE		15,848	0	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	243	18,873	SH		SOLE		18,873	0	0
GREIF INC	CL A	397624107	325	5,893	SH		SOLE		5,893	0	0
GULFPORT ENERGY CORP	COM NEW	402635304	73,487	4,275,000	SH		DFND	1	4,275,000	0	0
HALLIBURTON CO	COM	406216101	603	12,246	SH		SOLE		12,246	0	0
HANESBRANDS INC	COM	410345102	781	37,603	SH		SOLE		37,603	0	0
HARLEY DAVIDSON INC	COM	412822108	504	8,336	SH		SOLE		8,336	0	0
HARSCO CORP	COM	415864107	311	24,373	SH		SOLE		24,373	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	1,744	36,288	SH		SOLE		36,288	0	0
HASBRO INC	COM	418056107	1,023	10,244	SH		SOLE		10,244	0	0
HCP INC	COM	40414L109	938	29,987	SH		SOLE		29,987	0	0
HEADWATERS INC	COM	42210P102	83,686	3,564,123	SH		SOLE		3,564,123	0	0
HEALTHCARE SVCS GRP INC	COM	421906108	376	8,720	SH		SOLE		8,720	0	0
HECLA MNG CO	COM	422704106	275	52,009	SH		SOLE		52,009	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,255	13,475	SH		SOLE		13,475	0	0
HERC HLDGS INC	COM	42704L104	320	6,549	SH		SOLE		6,549	0	0
HERCULES CAPITAL INC	COM	427096508	242	15,988	SH		SOLE		15,988	0	0
HERSHEY CO	COM	427866108	2,001	18,315	SH		SOLE		18,315	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	752	31,719	SH		SOLE		31,719	0	0
HI-CRUSH PARTNERS LP	COM UNIT LTD	428337109	6,940	400,000	SH		SOLE		400,000	0	0
HI-CRUSH PARTNERS LP	COM UNIT LTD	428337109	9,418	542,800	SH		DFND	1	542,800	0	0
HILTON GRAND VACATIONS INC	COM	43283X105	316	11,017	SH		SOLE		11,017	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	912	15,597	SH		SOLE		15,597	0	0
HOLOGIC INC	COM	436440101	1,083	25,445	SH		SOLE		25,445	0	0
HOSTESS BRANDS INC	CL A	44109J106	234	14,737	SH		SOLE		14,737	0	0
HUBBELL INC	COM	443510607	287	2,390	SH		SOLE		2,390	0	0
HUDBAY MINERALS INC	COM	443628102	191	29,094	SH		SOLE		29,094	0	0
HUDSON PAC PPTYS INC	COM	444097109	642	18,542	SH		SOLE		18,542	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,732	18,879	SH		SOLE		18,879	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,862	139,027	SH		SOLE		139,027	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	2,937	14,668	SH		SOLE		14,668	0	0
ICU MED INC	COM	44930G107	539	3,533	SH		SOLE		3,533	0	0
IHS MARKIT LTD	SHS	G47567105	2,185	52,086	SH		SOLE		52,086	0	0
ILLUMINA INC	COM	452327109	751	4,400	SH		SOLE		4,400	0	0
IMPERIAL OIL LTD	COM NEW	453038408	940	30,902	SH		SOLE		30,902	0	0
IMPINJ INC	COM	453204109	273	9,023	SH		SOLE		9,023	0	0
INCYTE CORP	COM	45337C102	1,621	12,130	SH		SOLE		12,130	0	0
INGREDION INC	COM	457187102	1,350	11,206	SH		SOLE		11,206	0	0
INNOSPEC INC	COM	45768S105	600	9,272	SH		SOLE		9,272	0	0
INSTRUCTURE INC	COM	45781U103	290	12,394	SH		SOLE		12,394	0	0
INTEGRA LIFESCIENCES HLDGS C	COM NEW	457985208	1,044	24,788	SH		SOLE		24,788	0	0
INTEL CORP	COM	458140100	485	13,447	SH		SOLE		13,447	0	0
INTELLIA THERAPEUTICS INC	COM	45826J105	142	10,081	SH		SOLE		10,081	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,822	10,462	SH		SOLE		10,462	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	630	25,635	SH		SOLE		25,635	0	0
INTL PAPER CO	COM	460146103	352	6,940	SH		SOLE		6,940	0	0
INTUIT	COM	461202103	5,706	49,195	SH		SOLE		49,195	0	0
INVENSENSE INC	COM	46123D205	52,150	4,129,035	SH		SOLE		4,129,035	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	583	37,813	SH		SOLE		37,813	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	269	18,686	SH		SOLE		18,686	0	0
INVITATION HOMES INC	COM ADDED	46187W107	262	11,986	SH		SOLE		11,986	0	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	280	7,445	SH		SOLE		7,445	0	0
IRON MTN INC NEW	COM	46284V101	2,504	70,202	SH		SOLE		70,202	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	70,115	510,000	SH	Put	SOLE		510,000	0	0
ISHARES TR	IBOXX HI YD ETF	464288513	63,202	720,000	SH	Put	SOLE		720,000	0	0
ISLE OF CAPRI CASINOS INC	COM	464592104	31,727	1,203,620	SH		SOLE		1,203,620	0	0
IXIA	COM	45071R109	50,459	2,567,901	SH		SOLE		2,567,901	0	0
JABIL CIRCUIT INC	COM	466313103	821	28,388	SH		SOLE		28,388	0	0
JELD-WEN HLDG INC	COM ADDED	47580P103	264	8,042	SH		SOLE		8,042	0	0
JONES ENERGY INC	COM CL A	48019R108	951	372,971	SH		DFND	1	372,971	0	0
JOY GLOBAL INC	COM	481165108	123,384	4,367,571	SH		SOLE		4,367,571	0	0
KAMAN CORP	COM	483548103	778	16,169	SH		SOLE		16,169	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,286	14,997	SH		SOLE		14,997	0	0
KAR AUCTION SVCS INC	COM	48238T109	580	13,285	SH		SOLE		13,285	0	0
KEARNY FINL CORP MD	COM	48716P108	245	16,268	SH		SOLE		16,268	0	0
KELLOGG CO	COM	487836108	922	12,702	SH		SOLE		12,702	0	0
KINDER MORGAN INC DEL	COM	49456B101	386	17,771	SH		SOLE		17,771	0	0
KINDER MORGAN INC DEL	COM	49456B101	76,090	3,500,000	SH		DFND	1	3,500,000	0	0
KLA-TENCOR CORP	COM	482480100	834	8,769	SH		SOLE		8,769	0	0
KULICKE & SOFFA INDS INC	COM	501242101	503	24,774	SH		SOLE		24,774	0	0
L BRANDS INC	COM	501797104	1,298	27,565	SH		SOLE		27,565	0	0
L3 TECHNOLOGIES INC	COM ADDED	502413107	1,969	11,910	SH		SOLE		11,910	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	973	6,780	SH		SOLE		6,780	0	0
LAMAR ADVERTISING CO NEW	CL A	512816109	930	12,445	SH		SOLE		12,445	0	0
LAMB WESTON HLDGS INC	COM	513272104	15,133	359,798	SH		SOLE		359,798	0	0
LANCASTER COLONY CORP	COM	513847103	244	1,894	SH		SOLE		1,894	0	0
LAS VEGAS SANDS CORP	COM	517834107	1,095	19,191	SH		SOLE		19,191	0	0
LAUREATE EDUCATION INC	CL A ADDED	518613203	270	18,892	SH		SOLE		18,892	0	0
LEAR CORP	COM NEW	521865204	3,420	24,155	SH		SOLE		24,155	0	0
LEGGETT & PLATT INC	COM	524660107	392	7,794	SH		SOLE		7,794	0	0
LEIDOS HLDGS INC	COM	525327102	262	5,118	SH		SOLE		5,118	0	0
LENNOX INTL INC	COM	526107107	518	3,098	SH		SOLE		3,098	0	0
LIBERTY BROADBAND CORP	COM SER C	530307305	1,441	16,684	SH		SOLE		16,684	0	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	495	14,133	SH		SOLE		14,133	0	0
LINCOLN ELEC HLDGS INC	COM	533900106	814	9,372	SH		SOLE		9,372	0	0
LINCOLN NATL CORP IND	COM	534187109	788	12,040	SH		SOLE		12,040	0	0
LITTELFUSE INC	COM	537008104	540	3,377	SH		SOLE		3,377	0	0
LKQ CORP	COM	501889208	2,391	81,700	SH		SOLE		81,700	0	0
LOCKHEED MARTIN CORP	COM	539830109	3,493	13,053	SH		SOLE		13,053	0	0
LOEWS CORP	COM	540424108	2,839	60,698	SH		SOLE		60,698	0	0
LSC COMMUNICATIONS INC	COM	50218P107	274	10,880	SH		SOLE		10,880	0	0
LULULEMON ATHLETICA INC	COM	550021109	2,368	45,651	SH		SOLE		45,651	0	0
M & T BK CORP	COM	55261F104	3,353	21,672	SH		SOLE		21,672	0	0
MACYS INC	COM	55616P104	2,046	69,042	SH		SOLE		69,042	0	0
MAIN STREET CAPITAL CORP	COM	56035L104	488	12,750	SH		SOLE		12,750	0	0
MARKEL CORP	COM	570535104	1,938	1,986	SH		SOLE		1,986	0	0
MARSH & MCLENNAN COS INC	COM	571748102	1,366	18,493	SH		SOLE		18,493	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	278	1,272	SH		SOLE		1,272	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	916	60,043	SH		SOLE		60,043	0	0
MATCH GROUP INC	COM	57665R106	259	15,878	SH		SOLE		15,878	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	2,519	56,032	SH		SOLE		56,032	0	0
MCDERMOTT INTL INC	COM	580037109	145	21,495	SH		SOLE		21,495	0	0
MCDONALDS CORP	COM	580135101	730	5,635	SH		SOLE		5,635	0	0
MCKESSON CORP	COM	58155Q103	776	5,235	SH		SOLE		5,235	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	126,180	1,416,479	SH		SOLE		1,416,479	0	0
MEDIFAST INC	COM	58470H101	444	10,015	SH		SOLE		10,015	0	0
MEDLEY CAP CORP	COM	58503F106	179	23,228	SH		SOLE		23,228	0	0
MEDNAX INC	COM	58502B106	230	3,315	SH		SOLE		3,315	0	0
MEDTRONIC PLC	SHS	G5960L103	3,108	38,584	SH		SOLE		38,584	0	0
MERCADOLIBRE INC	COM	58733R102	1,896	8,964	SH		SOLE		8,964	0	0
MERCK & CO INC	COM	58933Y105	1,748	27,518	SH		SOLE		27,518	0	0
MERIDIAN BANCORP INC MD	COM	58958U103	589	32,207	SH		SOLE		32,207	0	0
MERITOR INC	COM	59001K100	789	46,037	SH		SOLE		46,037	0	0
METALDYNE PERFORMANCE GROUP	COM	59116R107	14,581	638,123	SH		SOLE		638,123	0	0
METHANEX CORP	COM	59151K108	288	6,134	SH		SOLE		6,134	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	587	1,226	SH		SOLE		1,226	0	0
MFA FINL INC	COM	55272X102	662	81,991	SH		SOLE		81,991	0	0
MGM GROWTH PPTYS LLC	CL A COM	55303A105	337	12,442	SH		SOLE		12,442	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	292	10,655	SH		SOLE		10,655	0	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	774	20,308	SH		SOLE		20,308	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	714	9,672	SH		SOLE		9,672	0	0
MIMECAST LTD	ORD SHS	G14838109	236	10,544	SH		SOLE		10,544	0	0
MOBILEYE N V AMSTELVEEN	ORD SHS	N51488117	132,956	2,165,404	SH		SOLE		2,165,404	0	0
MOBILEYE N V AMSTELVEEN	ORD SHS	N51488117	30,700	500,000	SH	Call	SOLE		500,000	0	0
MOHAWK INDS INC	COM	608190104	1,304	5,682	SH		SOLE		5,682	0	0
MOLSON COORS BREWING CO	CL B	60871R209	2,964	30,965	SH		SOLE		30,965	0	0
MONEYGRAM INTL INC	COM NEW	60935Y208	19,064	1,134,099	SH		SOLE		1,134,099	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	454	31,826	SH		SOLE		31,826	0	0
MONOGRAM RESIDENTIAL TR INC	COM	60979P105	291	29,145	SH		SOLE		29,145	0	0
MONRO MUFFLER BRAKE INC	COM	610236101	1,037	19,909	SH		SOLE		19,909	0	0
MONSANTO CO NEW	COM	61166W101	127,714	1,128,217	SH		SOLE		1,128,217	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	632	13,689	SH		SOLE		13,689	0	0
MORNINGSTAR INC	COM	617700109	834	10,614	SH		SOLE		10,614	0	0
MOVADO GROUP INC	COM	624580106	741	29,681	SH		SOLE		29,681	0	0
MSG NETWORK INC	CL A	553573106	285	12,224	SH		SOLE		12,224	0	0
MULTI PACKAGING SOLUTIONS IN	COM	G6331W109	28,965	1,613,671	SH		SOLE		1,613,671	0	0
MYLAN N V	SHS EURO	N59465109	1,559	39,993	SH		SOLE		39,993	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	168	12,889	SH		SOLE		12,889	0	0
NASDAQ INC	COM	631103108	1,527	21,983	SH		SOLE		21,983	0	0
NATIONAL FUEL GAS CO N J	COM	636180101	233	3,912	SH		SOLE		3,912	0	0
NATIONAL HEALTHCARE CORP	COM	635906100	525	7,360	SH		SOLE		7,360	0	0
NATIONAL INSTRS CORP	COM	636518102	774	23,767	SH		SOLE		23,767	0	0
NEENAH PAPER INC	COM	640079109	407	5,445	SH		SOLE		5,445	0	0
NEW MTN FIN CORP	COM	647551100	649	43,535	SH		SOLE		43,535	0	0
NEW YORK REIT INC	COM	64976L109	1,026	105,867	SH		SOLE		105,867	0	0
NEWELL BRANDS INC	COM	651229106	862	18,265	SH		SOLE		18,265	0	0
NEWMONT MINING CORP	COM	651639106	654	19,833	SH		SOLE		19,833	0	0
NIELSEN HLDGS PLC	SHS EUR	G6518L108	1,766	42,755	SH		SOLE		42,755	0	0
NOBLE ENERGY INC	COM	655044105	403	11,742	SH		SOLE		11,742	0	0
NORFOLK SOUTHERN CORP	COM	655844108	3,536	31,576	SH		SOLE		31,576	0	0
NORTHROP GRUMMAN CORP	COM	666807102	3,355	14,106	SH		SOLE		14,106	0	0
NORTHWEST BANCSHARES INC MD	COM	667340103	1,052	62,487	SH		SOLE		62,487	0	0
NORTHWESTERN CORP	COM NEW	668074305	450	7,661	SH		SOLE		7,661	0	0
NOVOCURE LTD	ORD SHS	G6674U108	124	15,272	SH		SOLE		15,272	0	0
NUTANIX INC	CL A	67059N108	261	13,931	SH		SOLE		13,931	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	358	1,325	SH		SOLE		1,325	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	421	6,647	SH		SOLE		6,647	0	0
OFFICE DEPOT INC	COM	676220106	88	18,949	SH		SOLE		18,949	0	0
OGE ENERGY CORP	COM	670837103	1,087	31,067	SH		SOLE		31,067	0	0
OLD NATL BANCORP IND	COM	680033107	179	10,336	SH		SOLE		10,336	0	0
OMNOVA SOLUTIONS INC	COM	682129101	369	37,261	SH		SOLE		37,261	0	0
ON SEMICONDUCTOR CORP	COM	682189105	314	20,302	SH		SOLE		20,302	0	0
OPEN TEXT CORP	COM	683715106	432	12,705	SH		SOLE		12,705	0	0
ORBCOMM INC	COM	68555P100	175	18,337	SH		SOLE		18,337	0	0
ORITANI FINL CORP DEL	COM	68633D103	405	23,843	SH		SOLE		23,843	0	0
OWENS & MINOR INC NEW	COM	690732102	1,061	30,654	SH		SOLE		30,654	0	0
PACCAR INC	COM	693718108	448	6,672	SH		SOLE		6,672	0	0
PACKAGING CORP AMER	COM	695156109	597	6,520	SH		SOLE		6,520	0	0
PALO ALTO NETWORKS INC	COM	697435105	1,969	17,472	SH		SOLE		17,472	0	0
PANERA BREAD CO	CL A	69840W108	790	3,017	SH		SOLE		3,017	0	0
PARAMOUNT GROUP INC	COM	69924R108	810	49,953	SH		SOLE		49,953	0	0
PARK HOTELS RESORTS INC	COM	700517105	298	11,604	SH		SOLE		11,604	0	0
PATTERSON UTI ENERGY INC	COM	703481101	349	14,364	SH		SOLE		14,364	0	0
PDC ENERGY INC	COM	69327R101	473	7,580	SH		SOLE		7,580	0	0
PEMBINA PIPELINE CORP	COM	706327103	529	16,700	SH		SOLE		16,700	0	0
PENNANTPARK FLOATING RATE CA	COM	70806A106	641	45,975	SH		SOLE		45,975	0	0
PENNANTPARK INVT CORP	COM	708062104	95	11,628	SH		SOLE		11,628	0	0
PEPSICO INC	COM	713448108	2,085	18,642	SH		SOLE		18,642	0	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	213	8,966	SH		SOLE		8,966	0	0
PERRIGO CO PLC	SHS	G97822103	3,207	48,310	SH		SOLE		48,310	0	0
PETMED EXPRESS INC	COM	716382106	612	30,374	SH		SOLE		30,374	0	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	853	39,889	SH		SOLE		39,889	0	0
PINNACLE FOODS INC DEL	COM	72348P104	479	8,270	SH		SOLE		8,270	0	0
PIONEER NAT RES CO	COM	723787107	496	2,661	SH		SOLE		2,661	0	0
PIONEER NAT RES CO	COM	723787107	115,785	621,729	SH		DFND	1	621,729	0	0
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	1,779	56,904	SH		SOLE		56,904	0	0
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	89,091	2,850,000	SH		DFND	1	2,850,000	0	0
PLANET FITNESS INC	CL A	72703H101	8,190	425,000	SH		SOLE		425,000	0	0
PLANET FITNESS INC	CL A	72703H101	2,891	150,000	SH	Call	SOLE		150,000	0	0
PLEXUS CORP	COM	729132100	741	12,822	SH		SOLE		12,822	0	0
PNC FINL SVCS GROUP INC	COM	693475105	2,641	21,963	SH		SOLE		21,963	0	0
POPULAR INC	COM NEW	733174700	253	6,200	SH		SOLE		6,200	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	716	16,127	SH		SOLE		16,127	0	0
PRAXAIR INC	COM	74005P104	856	7,219	SH		SOLE		7,219	0	0
PRESTIGE BRANDS HLDGS INC	COM	74112D101	885	15,929	SH		SOLE		15,929	0	0
PRICE T ROWE GROUP INC	COM	74144T108	557	8,172	SH		SOLE		8,172	0	0
PRICELINE GRP INC	COM NEW	741503403	781	439	SH		SOLE		439	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	1,425	22,572	SH		SOLE		22,572	0	0
PRIVATEBANCORP INC	COM	742962103	124,828	2,102,547	SH		SOLE		2,102,547	0	0
PROCTER AND GAMBLE CO	COM	742718109	2,107	23,451	SH		SOLE		23,451	0	0
PROGRESS SOFTWARE CORP	COM	743312100	283	9,759	SH		SOLE		9,759	0	0
PROLOGIS INC	COM	74340W103	2,089	40,265	SH		SOLE		40,265	0	0
PROSPECT CAPITAL CORPORATION	COM	74348T102	142	15,721	SH		SOLE		15,721	0	0
PROVIDENCE SVC CORP	COM	743815102	870	19,574	SH		SOLE		19,574	0	0
PUBLIC STORAGE	COM	74460D109	1,056	4,825	SH		SOLE		4,825	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	961	21,668	SH		SOLE		21,668	0	0
PURE STORAGE INC	CL A	74624M102	369	37,515	SH		SOLE		37,515	0	0
QUAKER CHEM CORP	COM	747316107	618	4,691	SH		SOLE		4,691	0	0
QUALITY CARE PPTYS INC	COM	747545101	220	11,645	SH		SOLE		11,645	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,384	24,278	SH		SOLE		24,278	0	0
QUORUM HEALTH CORP	COM	74909E106	191	35,099	SH		SOLE		35,099	0	0
RAMCO-GERSHENSON PPTYS TR	COM SH BEN INT	751452202	648	46,201	SH		SOLE		46,201	0	0
RAYTHEON CO	COM NEW	755111507	1,274	8,351	SH		SOLE		8,351	0	0
REALTY INCOME CORP	COM	756109104	1,432	24,059	SH		SOLE		24,059	0	0
RED HAT INC	COM	756577102	4,620	53,406	SH		SOLE		53,406	0	0
RED ROCK RESORTS INC	CL A	75700L108	297	13,402	SH		SOLE		13,402	0	0
REGAL ENTMT GROUP	CL A	758766109	598	26,493	SH		SOLE		26,493	0	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	2,734	21,531	SH		SOLE		21,531	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	351	4,390	SH		SOLE		4,390	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	960	6,634	SH		SOLE		6,634	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	491	47,027	SH		SOLE		47,027	0	0
RESMED INC	COM	761152107	1,122	15,595	SH		SOLE		15,595	0	0
REV GROUP INC	COM ADDED	749527107	239	8,686	SH		SOLE		8,686	0	0
RH	COM ADDED	74967X103	509	10,995	SH		SOLE		10,995	0	0
RICE MIDSTREAM PARTNERS LP	UNIT LTD PARTN	762819100	51,784	2,053,297	SH		DFND	1	2,053,297	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	2,800	63,400	SH		SOLE		63,400	0	0
ROLLINS INC	COM	775711104	221	5,964	SH		SOLE		5,964	0	0
ROPER TECHNOLOGIES INC	COM	776696106	1,495	7,240	SH		SOLE		7,240	0	0
ROSS STORES INC	COM	778296103	2,731	41,465	SH		SOLE		41,465	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	250	16,078	SH		SOLE		16,078	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	2,544	34,956	SH		SOLE		34,956	0	0
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	151,823	2,719,384	SH		DFND	1	2,719,384	0	0
RPC INC	COM	749660106	265	14,460	SH		SOLE		14,460	0	0
RPX CORP	COM	74972G103	847	70,576	SH		SOLE		70,576	0	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	819	40,861	SH		SOLE		40,861	0	0
S&P GLOBAL INC	COM	78409V104	522	3,993	SH		SOLE		3,993	0	0
SAFETY INS GROUP INC	COM	78648T100	897	12,799	SH		SOLE		12,799	0	0
SALESFORCE COM INC	COM	79466L302	2,647	32,094	SH		SOLE		32,094	0	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	7,258	392,525	SH		DFND	1	392,525	0	0
SBA COMMUNICATIONS CORP NEW	CL A ADDED	78410G104	832	6,915	SH		SOLE		6,915	0	0
SCANA CORP NEW	COM	80589M102	317	4,852	SH		SOLE		4,852	0	0
SCHEIN HENRY INC	COM	806407102	618	3,635	SH		SOLE		3,635	0	0
SCHLUMBERGER LTD	COM	806857108	560	7,168	SH		SOLE		7,168	0	0
SCHOLASTIC CORP	COM	807066105	1,035	24,324	SH		SOLE		24,324	0	0
SCIENTIFIC GAMES CORP	CL A	80874P109	310	13,112	SH		SOLE		13,112	0	0
SCOTTS MIRACLE GRO CO	CL A	810186106	276	2,951	SH		SOLE		2,951	0	0
SCRIPPS NETWORKS INTERACT IN	CL A COM	811065101	235	3,001	SH		SOLE		3,001	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	2,680	58,349	SH		SOLE		58,349	0	0
SEALED AIR CORP NEW	COM	81211K100	472	10,826	SH		SOLE		10,826	0	0
SEATTLE GENETICS INC	COM	812578102	800	12,731	SH		SOLE		12,731	0	0
SELECT COMFORT CORP	COM	81616X103	717	28,909	SH		SOLE		28,909	0	0
SENSIENT TECHNOLOGIES CORP	COM	81725T100	669	8,437	SH		SOLE		8,437	0	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	1,027	49,603	SH		SOLE		49,603	0	0
SHERWIN WILLIAMS CO	COM	824348106	232	749	SH		SOLE		749	0	0
SHIP FINANCE INTERNATIONAL L	SHS	G81075106	233	15,830	SH		SOLE		15,830	0	0
SHORETEL INC	COM	825211105	156	25,388	SH		SOLE		25,388	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	2,055	13,849	SH		SOLE		13,849	0	0
SILGAN HOLDINGS INC	COM	827048109	1,452	24,466	SH		SOLE		24,466	0	0
SILVER BAY RLTY TR CORP	COM	82735Q102	24,132	1,123,979	SH		SOLE		1,123,979	0	0
SILVER STD RES INC	COM	82823L106	266	25,067	SH		SOLE		25,067	0	0
SILVER WHEATON CORP	COM	828336107	204	9,772	SH		SOLE		9,772	0	0
SIMPSON MANUFACTURING CO INC	COM	829073105	267	6,185	SH		SOLE		6,185	0	0
SIRIUS XM HLDGS INC	COM	82968B103	1,653	320,955	SH		SOLE		320,955	0	0
SMUCKER J M CO	COM NEW	832696405	4,615	35,211	SH		SOLE		35,211	0	0
SOLAR CAP LTD	COM	83413U100	223	9,866	SH		SOLE		9,866	0	0
SOLAR SR CAP LTD	COM	83416M105	267	14,875	SH		SOLE		14,875	0	0
SONOCO PRODS CO	COM	835495102	497	9,400	SH		SOLE		9,400	0	0
SOUTHERN CO	COM	842587107	656	13,169	SH		SOLE		13,169	0	0
SOUTHWEST AIRLS CO	COM	844741108	1,118	20,790	SH		SOLE		20,790	0	0
SOUTHWEST BANCORP INC OKLA	COM	844767103	3,040	116,270	SH		SOLE		116,270	0	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	612	7,376	SH		SOLE		7,376	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	617,639	2,620,000	SH	Put	SOLE		2,620,000	0	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	5,302	141,619	SH		DFND	1	141,619	0	0
SPECTRA ENERGY PARTNERS LP	COM	84756N109	77,839	1,782,849	SH		DFND	1	1,782,849	0	0
SPRINT CORP	COM SER 1	85207U105	134	15,493	SH		SOLE		15,493	0	0
SQUARE INC	CL A	852234103	341	19,758	SH		SOLE		19,758	0	0
STILLWATER MNG CO	COM	86074Q102	103,120	5,971,076	SH		SOLE		5,971,076	0	0
STRYKER CORP	COM	863667101	260	1,974	SH		SOLE		1,974	0	0
SUFFOLK BANCORP	COM	864739107	13,280	328,638	SH		SOLE		328,638	0	0
SUN LIFE FINL INC	COM	866796105	4,337	118,914	SH		SOLE		118,914	0	0
SUNTRUST BKS INC	COM	867914103	2,179	39,400	SH		SOLE		39,400	0	0
SYKES ENTERPRISES INC	COM	871237103	371	12,611	SH		SOLE		12,611	0	0
SYMANTEC CORP	COM	871503108	722	23,530	SH		SOLE		23,530	0	0
SYNOPSYS INC	COM	871607107	1,044	14,472	SH		SOLE		14,472	0	0
T MOBILE US INC	COM	872590104	696	10,771	SH		SOLE		10,771	0	0
TARGET CORP	COM	87612E106	1,384	25,082	SH		SOLE		25,082	0	0
TAUBMAN CTRS INC	COM	876664103	713	10,798	SH		SOLE		10,798	0	0
TCP CAP CORP	COM	87238Q103	830	47,654	SH		SOLE		47,654	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	1,354	34,842	SH		SOLE		34,842	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	1,388	18,613	SH		SOLE		18,613	0	0
TEEKAY CORPORATION	COM	Y8564W103	6,663	728,167	SH		DFND	1	728,167	0	0
TEEKAY OFFSHORE PARTNERS L P	PARTNERSHIP UN	Y8565J101	72,173	14,235,250	SH		DFND	1	14,235,250	0	0
TELEFLEX INC	COM	879369106	355	1,830	SH		SOLE		1,830	0	0
TELUS CORP	COM	87971M103	953	29,400	SH		SOLE		29,400	0	0
TENNECO INC	COM	880349105	262	4,198	SH		SOLE		4,198	0	0
TERADYNE INC	COM	880770102	874	28,118	SH		SOLE		28,118	0	0
TEREX CORP NEW	COM	880779103	343	10,922	SH		SOLE		10,922	0	0
TERRAFORM PWR INC	CL A COM	88104R100	2,474	200,000	SH		SOLE		200,000	0	0
TESARO INC	COM	881569107	916	5,951	SH		SOLE		5,951	0	0
TESORO CORP	COM	881609101	315	3,888	SH		SOLE		3,888	0	0
TFS FINL CORP	COM	87240R107	453	27,232	SH		SOLE		27,232	0	0
THOMSON REUTERS CORP	COM	884903105	1,225	28,343	SH		SOLE		28,343	0	0
TIFFANY & CO NEW	COM	886547108	833	8,737	SH		SOLE		8,737	0	0
TIMKEN CO	COM	887389104	775	17,140	SH		SOLE		17,140	0	0
TJX COS INC NEW	COM	872540109	2,529	31,984	SH		SOLE		31,984	0	0
TOOTSIE ROLL INDS INC	COM	890516107	299	8,004	SH		SOLE		8,004	0	0
TOPBUILD CORP	COM	89055F103	754	16,053	SH		SOLE		16,053	0	0
TORCHMARK CORP	COM	891027104	2,160	28,031	SH		SOLE		28,031	0	0
TOTAL SYS SVCS INC	COM	891906109	1,963	36,717	SH		SOLE		36,717	0	0
TOWER INTL INC	COM	891826109	774	28,558	SH		SOLE		28,558	0	0
TRACTOR SUPPLY CO	COM	892356106	3,089	44,784	SH		SOLE		44,784	0	0
TRANSCANADA CORP	COM	89353D107	1,152	25,000	SH		SOLE		25,000	0	0
TRANSDIGM GROUP INC	COM	893641100	1,940	8,813	SH		SOLE		8,813	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	142	11,395	SH		SOLE		11,395	0	0
TRAVELERS COMPANIES INC	COM	89417E109	3,973	32,958	SH		SOLE		32,958	0	0
TRAVELPORT WORLDWIDE LTD	SHS	G9019D104	179	15,177	SH		SOLE		15,177	0	0
TREX CO INC	COM	89531P105	771	11,104	SH		SOLE		11,104	0	0
TRINSEO S A	SHS	L9340P101	468	6,972	SH		SOLE		6,972	0	0
TRITON INTL LTD	CL A	G9078F107	261	10,121	SH		SOLE		10,121	0	0
TRUSTCO BK CORP N Y	COM	898349105	158	20,163	SH		SOLE		20,163	0	0
TWILIO INC	CL A	90138F102	295	10,205	SH		SOLE		10,205	0	0
TWITTER INC	COM	90184L102	499	33,373	SH		SOLE		33,373	0	0
TWO HBRS INVT CORP	COM	90187B101	206	21,510	SH		SOLE		21,510	0	0
TYSON FOODS INC	CL A	902494103	682	11,053	SH		SOLE		11,053	0	0
U S G CORP	COM NEW	903293405	330	10,362	SH		SOLE		10,362	0	0
ULTA BEAUTY INC	COM	90384S303	1,867	6,546	SH		SOLE		6,546	0	0
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	269	1,376	SH		SOLE		1,376	0	0
ULTRATECH INC	COM	904034105	32,466	1,096,085	SH		SOLE		1,096,085	0	0
UMPQUA HLDGS CORP	COM	904214103	179	10,104	SH		SOLE		10,104	0	0
UNION PAC CORP	COM	907818108	3,882	36,651	SH		SOLE		36,651	0	0
UNITED FINL BANCORP INC NEW	COM	910304104	180	10,590	SH		SOLE		10,590	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	222	1,980	SH		SOLE		1,980	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	1,507	9,190	SH		SOLE		9,190	0	0
UNIVERSAL AMERN CORP NEW	COM	91338E101	3,699	371,034	SH		SOLE		371,034	0	0
UNUM GROUP	COM	91529Y106	1,452	30,961	SH		SOLE		30,961	0	0
US BANCORP DEL	COM NEW	902973304	3,383	65,694	SH		SOLE		65,694	0	0
US FOODS HLDG CORP	COM	912008109	341	12,177	SH		SOLE		12,177	0	0
VALIDUS HOLDINGS LTD	COM SHS	G9319H102	755	13,388	SH		SOLE		13,388	0	0
VALLEY NATL BANCORP	COM	919794107	139	11,794	SH		SOLE		11,794	0	0
VALSPAR CORP	COM	920355104	115,571	1,041,746	SH		SOLE		1,041,746	0	0
VANTIV INC	CL A	92210H105	3,501	54,597	SH		SOLE		54,597	0	0
VCA INC	COM	918194101	124,012	1,355,322	SH		SOLE		1,355,322	0	0
VECTOR GROUP LTD	COM	92240M108	697	33,492	SH		SOLE		33,492	0	0
VENTAS INC	COM	92276F100	1,815	27,907	SH		SOLE		27,907	0	0
VEREIT INC	COM	92339V100	102	12,063	SH		SOLE		12,063	0	0
VERISK ANALYTICS INC	COM	92345Y106	1,266	15,597	SH		SOLE		15,597	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	1,404	28,798	SH		SOLE		28,798	0	0
VERMILION ENERGY INC	COM	923725105	337	8,987	SH		SOLE		8,987	0	0
VERSUM MATLS INC	COM	92532W103	281	9,179	SH		SOLE		9,179	0	0
VIAD CORP	COM NEW	92552R406	629	13,919	SH		SOLE		13,919	0	0
VISA INC	COM CL A	92826C839	1,027	11,553	SH		SOLE		11,553	0	0
VISTEON CORP	COM NEW	92839U206	720	7,346	SH		SOLE		7,346	0	0
VMWARE INC	CL A COM	928563402	3,650	39,614	SH		SOLE		39,614	0	0
VORNADO RLTY TR	SH BEN INT	929042109	2,623	26,153	SH		SOLE		26,153	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	1,663	20,021	SH		SOLE		20,021	0	0
WAL-MART STORES INC	COM	931142103	2,431	33,724	SH		SOLE		33,724	0	0
WASHINGTON REAL ESTATE INVT	SH BEN INT	939653101	352	11,261	SH		SOLE		11,261	0	0
WASTE CONNECTIONS INC	COM	94106B101	1,022	11,583	SH		SOLE		11,583	0	0
WASTE MGMT INC DEL	COM	94106L109	1,150	15,767	SH		SOLE		15,767	0	0
WATSCO INC	COM	942622200	579	4,042	SH		SOLE		4,042	0	0
WD-40 CO	COM	929236107	729	6,689	SH		SOLE		6,689	0	0
WEB COM GROUP INC	COM	94733A104	736	38,144	SH		SOLE		38,144	0	0
WEBMD HEALTH CORP	COM	94770V102	511	9,695	SH		SOLE		9,695	0	0
WELLCARE HEALTH PLANS INC	COM	94946T106	231	1,651	SH		SOLE		1,651	0	0
WESCO INTL INC	COM	95082P105	348	4,997	SH		SOLE		4,997	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	718	8,802	SH		SOLE		8,802	0	0
WESTAR ENERGY INC	COM	95709T100	121,839	2,245,052	SH		SOLE		2,245,052	0	0
WESTERN GAS PARTNERS LP	COM UNIT LP IN	958254104	60,450	1,000,000	SH		DFND	1	1,000,000	0	0
WESTERN REFNG INC	COM	959319104	118,129	3,368,388	SH		SOLE		3,368,388	0	0
WESTERN REFNG LOGISTICS LP	COM UNIT REP LTP	95931Q205	46,188	1,814,848	SH		DFND	1	1,814,848	0	0
WESTERN UN CO	COM	959802109	751	36,928	SH		SOLE		36,928	0	0
WGL HLDGS INC	COM	92924F106	81,489	987,389	SH		SOLE		987,389	0	0
WHIRLPOOL CORP	COM	963320106	370	2,159	SH		SOLE		2,159	0	0
WHITEWAVE FOODS CO	COM	966244105	125,328	2,232,027	SH		SOLE		2,232,027	0	0
WINDSTREAM HLDGS INC	COM NEW	97382A200	225	41,320	SH		SOLE		41,320	0	0
WOODWARD INC	COM	980745103	781	11,502	SH		SOLE		11,502	0	0
WORKDAY INC	CL A	98138H101	225	2,706	SH		SOLE		2,706	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	835	9,911	SH		SOLE		9,911	0	0
XILINX INC	COM	983919101	2,727	47,099	SH		SOLE		47,099	0	0
XL GROUP LTD	COM	G98294104	2,321	58,222	SH		SOLE		58,222	0	0
XPO LOGISTICS INC	COM	983793100	327	6,829	SH		SOLE		6,829	0	0
XYLEM INC	COM	98419M100	1,346	26,797	SH		SOLE		26,797	0	0
YUM BRANDS INC	COM	988498101	2,532	39,617	SH		SOLE		39,617	0	0
YUM CHINA HLDGS INC	COM	98850P109	294	10,816	SH		SOLE		10,816	0	0
ZELTIQ AESTHETICS INC	COM	98933Q108	88,247	1,586,891	SH		SOLE		1,586,891	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	360	2,946	SH		SOLE		2,946	0	0
ZIONS BANCORPORATION	COM	989701107	834	19,855	SH		SOLE		19,855	0	0
ZOETIS INC	CL A	98978V103	1,743	32,656	SH		SOLE		32,656	0	0
ADVANCED DISP SVCS INC DEL	COM	00790X101	221	9,769	SH		SOLE		9,769	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	39,485	20,000,000	PRN		SOLE		0	0	0
AK STL CORP	NOTE 5.000%11/1	001546AP5	23,196	14,672,000	PRN		SOLE		0	0	0
ALLERGAN PLC	PFD CONV SER A	G0177J116	848	1,000	SH		SOLE		1,000	0	0
ARC LOGISTICS PARTNERS LP	COM UT REP LPN	03879N101	8,160	572,635	SH		DFND	1	572,635	0	0
ARCONIC INC	PFD CONV B SER 1	03965L308	811	20,000	SH		SOLE		20,000	0	0
BANK OF NT BUTTERFIELD&SON L	SHS NEW	G0772R208	298	9,333	SH		SOLE		9,333	0	0
BLACKLINE INC	COM	09239B109	201	6,745	SH		SOLE		6,745	0	0
C&J ENERGY SVCS INC NEW	COM ADDED	12674R100	101,292	2,974,812	SH		DFND	1	2,974,812	0	0
CSW INDUSTRIALS INC	COM	126402106	270	7,360	SH		SOLE		7,360	0	0
CTRIP COM INTL LTD	NOTE 1.990% 7/0	22943FAH3	1,157	1,000,000	PRN		SOLE		0	0	0
CYTOMX THERAPEUTICS INC	COM	23284F105	255	14,773	SH		SOLE		14,773	0	0
DYNEGY INC NEW DEL	UNIT 07/01/20191	26817R405	588	10,000	SH		SOLE		10,000	0	0
FOUNDATION BLDG MATLS INC	COM ADDED	350392106	235	14,714	SH		SOLE		14,714	0	0
GENERAL CABLE CORP DEL NEW	FRNT 4.500%11/1	369300AL2	773	1,000,000	PRN		SOLE		0	0	0
GMS INC	COM	36251C103	270	7,711	SH		SOLE		7,711	0	0
GOLDMAN SACHS BDC INC	SHS	38147U107	283	11,483	SH		SOLE		11,483	0	0
HERBALIFE LTD	NOTE 2.000% 8/1	42703MAB9	25,270	26,395,000	PRN		SOLE		0	0	0
HERITAGE OAKS BANCORP	COM	42724R107	5,569	417,181	SH		SOLE		417,181	0	0
INTEL CORP	SDCV 3.250% 8/0	458140AF7	46,252	26,475,000	PRN		SOLE		0	0	0
LIBERTY EXPEDIA HOLDINGS	SER A COM	53046P109	376	8,261	SH		SOLE		8,261	0	0
LIBERTY MEDIA CORP DELAWARE	COM SER C FRMLA	531229854	274	8,031	SH		SOLE		8,031	0	0
MEDEQUITIES RLTY TR INC	COM	58409L306	159	14,216	SH		SOLE		14,216	0	0
MEDPACE HLDGS INC	COM	58506Q109	219	7,322	SH		SOLE		7,322	0	0
MERITOR INC	NOTE 7.875% 3/0	59001KAC4	24,332	13,939,000	PRN		SOLE		0	0	0
MGIC INVT CORP WIS	NOTE 2.000% 4/0	552848AE3	1,458	1,000,000	PRN		SOLE		0	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	2,871	2,000,000	PRN		SOLE		0	0	0
PATTERN ENERGY GROUP INC	NOTE 4.000% 7/1	70338PAB6	995	1,000,000	PRN		SOLE		0	0	0
PROTEOSTASIS THERAPEUTICS IN	COM	74373B109	86	10,976	SH		SOLE		10,976	0	0
SALESFORCE COM INC	NOTE 0.250% 4/0	79466LAD6	9,671	7,500,000	PRN		SOLE		0	0	0
SILVER RUN ACQUISITION	UNIT 99/99/9999 ADDED	82812A202	41,760	4,000,000	SH		DFND	1	4,000,000	0	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	307	6,333	SH		SOLE		6,333	0	0
SOUTHWESTERN ENERGY CO	DEP SHS 1/20 B	845467208	399	20,000	SH		SOLE		20,000	0	0
TESLA INC	NOTE 2.375% 3/1 ADDED	88160RAD3	1,042	1,000,000	PRN		SOLE		0	0	0
VIPSHOP HLDGS LTD	NOTE 1.500% 3/1	92763WAA1	3,536	3,500,000	PRN		SOLE		0	0	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	1,285	1,000,000	PRN		SOLE		0	0	0
WHITE MTNS INS GROUP LTD	COM	G9618E107	630	716	SH		SOLE		716	0	0
WILLIAMS CLAYTON ENERGY INC	COM	969490101	20,493	155,154	SH		SOLE		155,154	0	0
YAHOO INC	NOTE 12/0	984332AF3	1,038	1,000,000	PRN		SOLE		0	0	0
ZIONS BANCORPORATION	*W EXP 11/14/201	989701131	2,753	303,242	SH		SOLE		303,242	0	0