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
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
AARONS INC COM PAR $0.50 002535300 347 6,375 SH   SOLE   6,375 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 315 1,851 SH   SOLE   1,851 0 0
ACCURAY INC COM 004397105 46 10,262 SH   SOLE   10,262 0 0
ACUITY BRANDS INC COM 00508Y102 337 2,143 SH   SOLE   2,143 0 0
ADOBE SYS INC COM 00724F101 542 2,006 SH   SOLE   2,006 0 0
AETNA INC NEW COM 00817Y108 332,555 1,639,411 SH   SOLE   1,639,411 0 0
AFFILIATED MANAGERS GROUP COM 008252108 492 3,598 SH   SOLE   3,598 0 0
AGNICO EAGLE MINES LTD COM 008474108 461 13,480 SH   SOLE   13,480 0 0
AKORN INC COM 009728106 9,231 711,135 SH   SOLE   711,135 0 0
ALIGN TECHNOLOGY INC COM 016255101 470 1,201 SH   SOLE   1,201 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 357 25,039 SH   SOLE   25,039 0 0
AMAZON COM INC COM 023135106 1,472 735 SH   SOLE   735 0 0
AMEDISYS INC COM 023436108 517 4,138 SH   SOLE   4,138 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 249 4,682 SH   SOLE   4,682 0 0
AMERICAN TOWER CORP NEW COM 03027X100 833 5,734 SH   SOLE   5,734 0 0
AMGEN INC COM 031162100 452 2,179 SH   SOLE   2,179 0 0
AMKOR TECHNOLOGY INC COM 031652100 144 19,430 SH   SOLE   19,430 0 0
AMPHENOL CORP NEW CL A 032095101 357 3,802 SH   SOLE   3,802 0 0
ANADARKO PETE CORP COM 032511107 340 5,047 SH   SOLE   5,047 0 0
ANSYS INC COM 03662Q105 216 1,155 SH   SOLE   1,155 0 0
ANTHEM INC COM 036752103 559 2,041 SH   SOLE   2,041 0 0
APPFOLIO INC COM CL A 03783C100 317 4,045 SH   SOLE   4,045 0 0
ARCH CAP GROUP LTD ORD G0450A105 405 13,570 SH   SOLE   13,570 0 0
ARCH COAL INC CL A 039380407 450 5,031 SH   SOLE   5,031 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 525 10,450 SH   SOLE   10,450 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 78 12,536 SH   SOLE   12,536 0 0
ARES CAP CORP COM 04010L103 622 36,202 SH   SOLE   36,202 0 0
ARGENX SE SPONSORED ADR 04016X101 7,205 95,000 SH   SOLE   95,000 0 0
ARROW ELECTRS INC COM 042735100 340 4,617 SH   SOLE   4,617 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 312 9,642 SH   SOLE   9,642 0 0
ASTEC INDS INC COM 046224101 292 5,800 SH   SOLE   5,800 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 6,925 175,000 SH   SOLE   175,000 0 0
ASTRONICS CORP COM 046433108 236 5,422 SH   SOLE   5,422 0 0
ATHENAHEALTH INC COM 04685W103 268 2,003 SH   SOLE   2,003 0 0
AVANGRID INC COM 05351W103 279 5,822 SH   SOLE   5,822 0 0
AVISTA CORP COM 05379B107 160,162 3,167,754 SH   SOLE   3,167,754 0 0
AVNET INC COM 053807103 670 14,971 SH   SOLE   14,971 0 0
AVX CORP NEW COM 002444107 270 14,980 SH   SOLE   14,980 0 0
B & G FOODS INC NEW COM 05508R106 232 8,465 SH   SOLE   8,465 0 0
BANK AMER CORP COM 060505104 822 27,915 SH   SOLE   27,915 0 0
BANK NEW YORK MELLON CORP COM 064058100 444 8,701 SH   SOLE   8,701 0 0
BARINGS BDC INC COM ADDED 06759L103 706 70,568 SH   SOLE   70,568 0 0
BAXTER INTL INC COM 071813109 11,067 143,562 SH   SOLE   143,562 0 0
BCE INC COM NEW 05534B760 1,288 31,781 SH   SOLE   31,781 0 0
BECTON DICKINSON & CO COM 075887109 2,491 9,544 SH   SOLE   9,544 0 0
BEMIS INC COM 081437105 51,162 1,052,714 SH   SOLE   1,052,714 0 0
BENCHMARK ELECTRS INC COM 08160H101 250 10,670 SH   SOLE   10,670 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,050 4,902 SH   SOLE   4,902 0 0
BIOSCRIP INC COM 09069N108 35 11,214 SH   SOLE   11,214 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 2,013 75,182 SH   SOLE   75,182 0 0
BLACK KNIGHT INC COM 09215C105 252 4,854 SH   SOLE   4,854 0 0
BLACKROCK INC COM 09247X101 205 436 SH   SOLE   436 0 0
BLACKROCK TCP CAP CORP COM ADDED 09259E108 217 15,272 SH   SOLE   15,272 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 220 6,574 SH   SOLE   6,574 0 0
BLOCK H & R INC COM 093671105 244 9,487 SH   SOLE   9,487 0 0
BMC STK HLDGS INC COM 05591B109 514 27,569 SH   SOLE   27,569 0 0
BOJANGLES INC COM 097488100 191 12,188 SH   SOLE   12,188 0 0
BOK FINL CORP COM NEW 05561Q201 214 2,196 SH   SOLE   2,196 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 832 16,755 SH   SOLE   16,755 0 0
BOSTON PROPERTIES INC COM 101121101 253 2,055 SH   SOLE   2,055 0 0
BRINKER INTL INC COM 109641100 300 6,424 SH   SOLE   6,424 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 792 6,002 SH   SOLE   6,002 0 0
BROWN FORMAN CORP CL B 115637209 230 4,542 SH   SOLE   4,542 0 0
BRP INC COM SUN VTG ADDED 05577W200 1,383 29,500 SH   SOLE   29,500 0 0
BRUKER CORP COM 116794108 235 7,031 SH   SOLE   7,031 0 0
BRUNSWICK CORP COM 117043109 297 4,433 SH   SOLE   4,433 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 157 10,662 SH   SOLE   10,662 0 0
BUNGE LIMITED COM G16962105 7,340 106,824 SH   SOLE   106,824 0 0
CA INC COM 12673P105 242,328 5,488,741 SH   SOLE   5,488,741 0 0
CABOT CORP COM 127055101 314 5,002 SH   SOLE   5,002 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 308 2,981 SH   SOLE   2,981 0 0
CABOT OIL & GAS CORP COM 127097103 7,247 321,798 SH   DFND 1 321,798 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 836 18,441 SH   SOLE   18,441 0 0
CALLON PETE CO DEL COM 13123X102 15,658 1,305,913 SH   DFND 1 1,305,913 0 0
CAMBREX CORP COM 132011107 296 4,329 SH   SOLE   4,329 0 0
CANADIAN NAT RES LTD COM 136385101 274 8,388 SH   SOLE   8,388 0 0
CANADIAN NATL RY CO COM 136375102 304 3,381 SH   SOLE   3,381 0 0
CANTEL MEDICAL CORP COM 138098108 239 2,600 SH   SOLE   2,600 0 0
CAPITAL ONE FINL CORP COM 14040H105 202 2,128 SH   SOLE   2,128 0 0
CARGURUS INC COM CL A 141788109 234 4,201 SH   SOLE   4,201 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 256 17,519 SH   SOLE   17,519 0 0
CATERPILLAR INC DEL COM 149123101 440 2,886 SH   SOLE   2,886 0 0
CBRE GROUP INC CL A 12504L109 355 8,047 SH   SOLE   8,047 0 0
CDK GLOBAL INC COM 12508E101 242 3,875 SH   SOLE   3,875 0 0
CDW CORP COM 12514G108 341 3,836 SH   SOLE   3,836 0 0
CELANESE CORP DEL COM 150870103 230 2,018 SH   SOLE   2,018 0 0
CELESTICA INC SUB VTG SHS 15101Q108 226 20,909 SH   SOLE   20,909 0 0
CENTENE CORP DEL COM 15135B101 887 6,126 SH   SOLE   6,126 0 0
CENTERPOINT ENERGY INC COM 15189T107 284 10,284 SH   SOLE   10,284 0 0
CERNER CORP COM 156782104 201 3,127 SH   SOLE   3,127 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 310 2,633 SH   SOLE   2,633 0 0
CHEGG INC COM 163092109 272 9,568 SH   SOLE   9,568 0 0
CHEMED CORP NEW COM 16359R103 978 3,060 SH   SOLE   3,060 0 0
CHESAPEAKE ENERGY CORP COM 165167107 71 15,773 SH   SOLE   15,773 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 345 10,744 SH   SOLE   10,744 0 0
CHEVRON CORP NEW COM 166764100 223 1,821 SH   SOLE   1,821 0 0
CHILDRENS PL INC COM 168905107 354 2,771 SH   SOLE   2,771 0 0
CIENA CORP COM NEW 171779309 664 21,256 SH   SOLE   21,256 0 0
CIGNA CORPORATION COM 125509109 8,330 40,000 SH   SOLE   40,000 0 0
CINTAS CORP COM 172908105 300 1,518 SH   SOLE   1,518 0 0
CISCO SYS INC COM 17275R102 460 9,461 SH   SOLE   9,461 0 0
CITRIX SYS INC COM 177376100 1,328 11,951 SH   SOLE   11,951 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 13,860 720,000 SH   DFND 1 720,000 0 0
COCA COLA CO COM 191216100 1,075 23,263 SH   SOLE   23,263 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 222 2,873 SH   SOLE   2,873 0 0
COHEN & STEERS INC COM 19247A100 216 5,331 SH   SOLE   5,331 0 0
COMERICA INC COM 200340107 228 2,532 SH   SOLE   2,532 0 0
COMMERCE BANCSHARES INC COM 200525103 456 6,911 SH   SOLE   6,911 0 0
COMMSCOPE HLDG CO INC COM 20337X109 359 11,656 SH   SOLE   11,656 0 0
CONAGRA BRANDS INC COM 205887102 8,416 247,746 SH   SOLE   247,746 0 0
CONMED CORP COM 207410101 236 2,985 SH   SOLE   2,985 0 0
CONOCOPHILLIPS COM 20825C104 751 9,703 SH   SOLE   9,703 0 0
CONSTELLATION BRANDS INC CL A 21036P108 6,037 28,000 SH   SOLE   28,000 0 0
CONVERGYS CORP COM 212485106 56,949 2,398,849 SH   SOLE   2,398,849 0 0
COREPOINT LODGING INC COM 21872L104 287 14,732 SH   SOLE   14,732 0 0
COSAN LTD SHS A G25343107 355 52,779 SH   SOLE   52,779 0 0
COTY INC COM CL A 222070203 175 13,925 SH   SOLE   13,925 0 0
CVS HEALTH CORP COM 126650100 6,376 81,000 SH   SOLE   81,000 0 0
CYRUSONE INC COM 23283R100 1,902 30,000 SH   SOLE   30,000 0 0
DAVITA INC COM 23918K108 4,376 61,098 SH   SOLE   61,098 0 0
DECKERS OUTDOOR CORP COM 243537107 320 2,695 SH   SOLE   2,695 0 0
DENNYS CORP COM 24869P104 317 21,551 SH   SOLE   21,551 0 0
DENTSPLY SIRONA INC COM 24906P109 3,325 88,094 SH   SOLE   88,094 0 0
DEVON ENERGY CORP NEW COM 25179M103 693 17,362 SH   SOLE   17,362 0 0
DIGITAL RLTY TR INC COM 253868103 5,488 48,794 SH   SOLE   48,794 0 0
DINE BRANDS GLOBAL INC COM 254423106 241 2,959 SH   SOLE   2,959 0 0
DISCOVERY INC COM SER A 25470F104 293 9,159 SH   SOLE   9,159 0 0
DOCUSIGN INC COM 256163106 2,270 43,180 SH   SOLE   43,180 0 0
DOMINION ENERGY INC COM 25746U109 246 3,502 SH   SOLE   3,502 0 0
DOUGLAS EMMETT INC COM 25960P109 328 8,701 SH   SOLE   8,701 0 0
DOWDUPONT INC COM 26078J100 381 5,930 SH   SOLE   5,930 0 0
EAGLE BANCORP INC MD COM 268948106 315 6,227 SH   SOLE   6,227 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 282 4,068 SH   SOLE   4,068 0 0
EAST WEST BANCORP INC COM 27579R104 557 9,228 SH   SOLE   9,228 0 0
EASTMAN CHEM CO COM 277432100 566 5,912 SH   SOLE   5,912 0 0
EBAY INC COM 278642103 625 18,943 SH   SOLE   18,943 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 260 8,411 SH   SOLE   8,411 0 0
ECHOSTAR CORP CL A 278768106 587 12,649 SH   SOLE   12,649 0 0
EDGEWELL PERS CARE CO COM 28035Q102 474 10,262 SH   SOLE   10,262 0 0
EL PASO ELEC CO COM NEW 283677854 685 11,983 SH   SOLE   11,983 0 0
EL POLLO LOCO HLDGS INC COM 268603107 167 13,302 SH   SOLE   13,302 0 0
EMERSON ELEC CO COM 291011104 397 5,183 SH   SOLE   5,183 0 0
ENBRIDGE INC COM 29250N105 82,098 2,542,530 SH   DFND 1 2,542,530 0 0
ENCOMPASS HEALTH CORP COM 29261A100 846 10,853 SH   SOLE   10,853 0 0
ENCORE CAP GROUP INC COM 292554102 401 11,185 SH   SOLE   11,185 0 0
ENERGEN CORP COM 29265N108 257,951 2,993,513 SH   SOLE   2,993,513 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 297 5,064 SH   SOLE   5,064 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 11,641 667,861 SH   DFND 1 667,861 0 0
ENERGY XXI GULF COAST INC COM 29276K101 15,177 1,815,408 SH   SOLE   1,815,408 0 0
ENGILITY HLDGS INC NEW COM 29286C107 4,445 123,497 SH   SOLE   123,497 0 0
ENSIGN GROUP INC COM 29358P101 318 8,399 SH   SOLE   8,399 0 0
ENVISION HEALTHCARE CORP COM 29414D100 8,213 179,602 SH   SOLE   179,602 0 0
EPAM SYS INC COM 29414B104 235 1,709 SH   SOLE   1,709 0 0
EQT CORP COM 26884L109 392 8,863 SH   SOLE   8,863 0 0
ERIE INDTY CO CL A 29530P102 289 2,266 SH   SOLE   2,266 0 0
ESSENDANT INC COM 296689102 177 13,838 SH   SOLE   13,838 0 0
EVERTEC INC COM 30040P103 333 13,802 SH   SOLE   13,802 0 0
EXANTAS CAP CORP COM NEW 30068N105 627 57,113 SH   SOLE   57,113 0 0
EXPRESS INC COM 30219E103 312 28,169 SH   SOLE   28,169 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 314,693 3,312,213 SH   SOLE   3,312,213 0 0
EXTERRAN CORP COM 30227H106 270 10,188 SH   SOLE   10,188 0 0
EXTERRAN CORP COM 30227H106 57,837 2,180,065 SH   DFND 1 2,180,065 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 202 17,850 SH   SOLE   17,850 0 0
F5 NETWORKS INC COM 315616102 711 3,567 SH   SOLE   3,567 0 0
FCB FINL HLDGS INC CL A 30255G103 40,251 849,176 SH   SOLE   849,176 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 537 4,925 SH   SOLE   4,925 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 565 21,103 SH   SOLE   21,103 0 0
FIRST AMERN FINL CORP COM 31847R102 832 16,128 SH   SOLE   16,128 0 0
FIRST CONN BANCORP INC MD COM 319850103 13,134 444,463 SH   SOLE   444,463 0 0
FIRST DATA CORP NEW COM CL A 32008D106 9,988 408,191 SH   SOLE   408,191 0 0
FIRST HORIZON NATL CORP COM 320517105 301 17,415 SH   SOLE   17,415 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 373 12,354 SH   SOLE   12,354 0 0
FLOWERS FOODS INC COM 343498101 578 30,983 SH   SOLE   30,983 0 0
FLUOR CORP NEW COM 343412102 203 3,492 SH   SOLE   3,492 0 0
FORTIVE CORP COM 34959J108 202 2,399 SH   SOLE   2,399 0 0
FRANKLIN RES INC COM 354613101 291 9,577 SH   SOLE   9,577 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 538 15,885 SH   SOLE   15,885 0 0
FTI CONSULTING INC COM 302941109 405 5,536 SH   SOLE   5,536 0 0
GANNETT CO INC COM 36473H104 173 17,286 SH   SOLE   17,286 0 0
GARMIN LTD SHS H2906T109 427 6,102 SH   SOLE   6,102 0 0
GDS HLDGS LTD SPONSORED ADR 36165L108 5,696 162,137 SH   SOLE   162,137 0 0
GENTEX CORP COM 371901109 454 21,154 SH   SOLE   21,154 0 0
GENTHERM INC COM 37253A103 620 13,639 SH   SOLE   13,639 0 0
GILEAD SCIENCES INC COM 375558103 447 5,783 SH   SOLE   5,783 0 0
GLOBANT S A COM L44385109 389 6,596 SH   SOLE   6,596 0 0
GOLUB CAP BDC INC COM 38173M102 344 18,345 SH   SOLE   18,345 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 316 27,990 SH   SOLE   27,990 0 0
GRAINGER W W INC COM 384802104 445 1,246 SH   SOLE   1,246 0 0
GRAMERCY PPTY TR COM NEW 385002308 223,944 8,161,237 SH   SOLE   8,161,237 0 0
GREEN BANCORP INC COM 39260X100 1,919 86,837 SH   SOLE   86,837 0 0
GREENHILL & CO INC COM 395259104 213 8,066 SH   SOLE   8,066 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 209 3,228 SH   SOLE   3,228 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 542 8,400 SH   SOLE   8,400 0 0
GROUPON INC COM 399473107 290 76,913 SH   SOLE   76,913 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 557 11,140 SH   SOLE   11,140 0 0
HD SUPPLY HLDGS INC COM 40416M105 390 9,115 SH   SOLE   9,115 0 0
HEICO CORP NEW COM 422806109 321 3,468 SH   SOLE   3,468 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 229 6,778 SH   SOLE   6,778 0 0
HELMERICH & PAYNE INC COM 423452101 365 5,302 SH   SOLE   5,302 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 259 4,739 SH   SOLE   4,739 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 166 10,164 SH   SOLE   10,164 0 0
HILL ROM HLDGS INC COM 431475102 655 6,943 SH   SOLE   6,943 0 0
HOME DEPOT INC COM 437076102 271 1,306 SH   SOLE   1,306 0 0
HP INC COM 40434L105 466 18,101 SH   SOLE   18,101 0 0
HUNT J B TRANS SVCS INC COM 445658107 398 3,345 SH   SOLE   3,345 0 0
HUNTINGTON BANCSHARES INC COM 446150104 228 15,310 SH   SOLE   15,310 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 362 1,414 SH   SOLE   1,414 0 0
HYATT HOTELS CORP COM CL A 448579102 333 4,178 SH   SOLE   4,178 0 0
ICF INTL INC COM 44925C103 385 5,107 SH   SOLE   5,107 0 0
IDEXX LABS INC COM 45168D104 795 3,183 SH   SOLE   3,183 0 0
IHS MARKIT LTD SHS G47567105 584 10,823 SH   SOLE   10,823 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 1,130 62,446 SH   SOLE   62,446 0 0
ILLUMINA INC COM 452327109 340 925 SH   SOLE   925 0 0
INGERSOLL-RAND PLC SHS G47791101 377 3,690 SH   SOLE   3,690 0 0
INSTALLED BLDG PRODS INC COM 45780R101 280 7,184 SH   SOLE   7,184 0 0
INSTRUCTURE INC COM 45781U103 699 19,748 SH   SOLE   19,748 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 237,952 5,061,723 SH   SOLE   5,061,723 0 0
INTERDIGITAL INC COM 45867G101 509 6,359 SH   SOLE   6,359 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 246 1,628 SH   SOLE   1,628 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 301 524 SH   SOLE   524 0 0
JAGGED PEAK ENERGY INC COM 47009K107 454 32,801 SH   SOLE   32,801 0 0
JEFFERIES FINL GROUP INC COM 47233W109 318 14,485 SH   SOLE   14,485 0 0
JETBLUE AIRWAYS CORP COM 477143101 326 16,847 SH   SOLE   16,847 0 0
JPMORGAN CHASE & CO COM 46625H100 934 8,279 SH   SOLE   8,279 0 0
KALA PHARMACEUTICALS INC COM 483119103 273 27,683 SH   SOLE   27,683 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 150,890 4,449,719 SH   SOLE   4,449,719 0 0
KAR AUCTION SVCS INC COM 48238T109 271 4,534 SH   SOLE   4,534 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 371 5,590 SH   SOLE   5,590 0 0
KEYW HLDG CORP COM 493723100 92 10,602 SH   SOLE   10,602 0 0
KILROY RLTY CORP COM 49427F108 602 8,401 SH   SOLE   8,401 0 0
KINDRED BIOSCIENCES INC COM 494577109 184 13,209 SH   SOLE   13,209 0 0
KLA-TENCOR CORP COM 482480100 279 2,748 SH   SOLE   2,748 0 0
KMG CHEMICALS INC COM 482564101 5,948 78,724 SH   SOLE   78,724 0 0
KOHLS CORP COM 500255104 227 3,045 SH   SOLE   3,045 0 0
KRAFT HEINZ CO COM 500754106 249 4,514 SH   SOLE   4,514 0 0
L3 TECHNOLOGIES INC COM 502413107 466 2,193 SH   SOLE   2,193 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,839 27,862 SH   SOLE   27,862 0 0
LADDER CAP CORP CL A 505743104 232 13,717 SH   SOLE   13,717 0 0
LAREDO PETROLEUM INC COM 516806106 448 54,815 SH   SOLE   54,815 0 0
LAS VEGAS SANDS CORP COM 517834107 400 6,746 SH   SOLE   6,746 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 41,649 1,204,086 SH   SOLE   1,204,086 0 0
LCI INDS COM 50189K103 289 3,491 SH   SOLE   3,491 0 0
LEAR CORP COM NEW 521865204 435 3,000 SH   SOLE   3,000 0 0
LEIDOS HLDGS INC COM 525327102 1,025 14,822 SH   SOLE   14,822 0 0
LENNAR CORP CL A 526057104 964 20,645 SH   SOLE   20,645 0 0
LILLY ELI & CO COM 532457108 10,134 94,439 SH   SOLE   94,439 0 0
LITTELFUSE INC COM 537008104 778 3,934 SH   SOLE   3,934 0 0
LKQ CORP COM 501889208 273 8,631 SH   SOLE   8,631 0 0
MADDEN STEVEN LTD COM 556269108 295 5,574 SH   SOLE   5,574 0 0
MAGELLAN HEALTH INC COM NEW 559079207 222 3,080 SH   SOLE   3,080 0 0
MAIN STREET CAPITAL CORP COM 56035L104 770 20,000 SH   SOLE   20,000 0 0
MANHATTAN ASSOCS INC COM 562750109 209 3,829 SH   SOLE   3,829 0 0
MANULIFE FINL CORP COM 56501R106 521 29,128 SH   SOLE   29,128 0 0
MARATHON PETE CORP COM 56585A102 3,797 46,851 SH   SOLE   46,851 0 0
MARATHON PETE CORP COM 56585A102 49,483 610,552 SH   DFND 1 610,552 0 0
MARTEN TRANS LTD COM 573075108 275 13,067 SH   SOLE   13,067 0 0
MARTIN MARIETTA MATLS INC COM 573284106 488 2,680 SH   SOLE   2,680 0 0
MASCO CORP COM 574599106 212 5,797 SH   SOLE   5,797 0 0
MATADOR RES CO COM 576485205 530 16,050 SH   SOLE   16,050 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 346 6,139 SH   SOLE   6,139 0 0
MB FINANCIAL INC NEW COM 55264U108 68,608 1,487,927 SH   SOLE   1,487,927 0 0
MCKESSON CORP COM 58155Q103 3,966 29,899 SH   SOLE   29,899 0 0
MDU RES GROUP INC COM 552690109 797 31,042 SH   SOLE   31,042 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 213 2,905 SH   SOLE   2,905 0 0
MEDTRONIC PLC SHS G5960L103 17,644 179,361 SH   SOLE   179,361 0 0
MELINTA THERAPEUTICS INC COM 58549G100 55 14,010 SH   SOLE   14,010 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 789 10,744 SH   SOLE   10,744 0 0
MERCK & CO INC COM 58933Y105 9,453 133,258 SH   SOLE   133,258 0 0
MEREDITH CORP COM 589433101 203 3,986 SH   SOLE   3,986 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 512 34,351 SH   SOLE   34,351 0 0
MGM RESORTS INTERNATIONAL COM 552953101 323 11,560 SH   SOLE   11,560 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 204 2,970 SH   SOLE   2,970 0 0
MICROSOFT CORP COM 594918104 771 6,745 SH   SOLE   6,745 0 0
MILACRON HLDGS CORP COM 59870L106 288 14,215 SH   SOLE   14,215 0 0
MODEL N INC COM 607525102 243 15,320 SH   SOLE   15,320 0 0
MODINE MFG CO COM 607828100 471 31,605 SH   SOLE   31,605 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 525 25,988 SH   SOLE   25,988 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 467 3,585 SH   SOLE   3,585 0 0
MYLAN N V SHS EURO N59465109 304 8,304 SH   SOLE   8,304 0 0
NASDAQ INC COM 631103108 580 6,762 SH   SOLE   6,762 0 0
NATIONAL HEALTHCARE CORP COM 635906100 231 3,071 SH   SOLE   3,071 0 0
NATIONAL INSTRS CORP COM 636518102 232 4,810 SH   SOLE   4,810 0 0
NATIONAL OILWELL VARCO INC COM 637071101 481 11,168 SH   SOLE   11,168 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 212 8,333 SH   SOLE   8,333 0 0
NAUTILUS INC COM 63910B102 162 11,589 SH   SOLE   11,589 0 0
NAVIGANT CONSULTING INC COM 63935N107 311 13,475 SH   SOLE   13,475 0 0
NEOGEN CORP COM 640491106 217 3,036 SH   SOLE   3,036 0 0
NETAPP INC COM 64110D104 306 3,566 SH   SOLE   3,566 0 0
NEVSUN RES LTD COM 64156L101 55,447 12,491,400 SH   SOLE   12,491,400 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 165 10,531 SH   SOLE   10,531 0 0
NEW RELIC INC COM 64829B100 380 4,037 SH   SOLE   4,037 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 220 36,112 SH   SOLE   36,112 0 0
NEWELL BRANDS INC COM 651229106 362 17,814 SH   SOLE   17,814 0 0
NEWFIELD EXPL CO COM 651290108 261 9,061 SH   SOLE   9,061 0 0
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 251 11,985 SH   SOLE   11,985 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 416 5,109 SH   SOLE   5,109 0 0
NEXTGEN HEALTHCARE INC COM ADDED 65343C102 240 11,973 SH   SOLE   11,973 0 0
NIC INC COM 62914B100 158 10,643 SH   SOLE   10,643 0 0
NORDSTROM INC COM 655664100 332 5,549 SH   SOLE   5,549 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 524 30,235 SH   SOLE   30,235 0 0
NVIDIA CORP COM 67066G104 459 1,635 SH   SOLE   1,635 0 0
NXSTAGE MEDICAL INC COM 67072V103 88,121 3,159,587 SH   SOLE   3,159,587 0 0
OCLARO INC COM NEW 67555N206 75,871 8,486,649 SH   SOLE   8,486,649 0 0
OLD REP INTL CORP COM 680223104 317 14,173 SH   SOLE   14,173 0 0
OMNICOM GROUP INC COM 681919106 250 3,669 SH   SOLE   3,669 0 0
ON SEMICONDUCTOR CORP COM 682189105 217 11,768 SH   SOLE   11,768 0 0
OWENS ILL INC COM NEW 690768403 296 15,728 SH   SOLE   15,728 0 0
OXFORD INDS INC COM 691497309 211 2,335 SH   SOLE   2,335 0 0
PACCAR INC COM 693718108 322 4,716 SH   SOLE   4,716 0 0
PACWEST BANCORP DEL COM 695263103 386 8,104 SH   SOLE   8,104 0 0
PANDORA MEDIA INC COM 698354107 2,751 289,253 SH   SOLE   289,253 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 428 21,970 SH   SOLE   21,970 0 0
PARSLEY ENERGY INC CL A 701877102 382 13,044 SH   DFND 1 13,044 0 0
PATTERSON COMPANIES INC COM 703395103 333 13,629 SH   SOLE   13,629 0 0
PAYCHEX INC COM 704326107 415 5,639 SH   SOLE   5,639 0 0
PAYCOM SOFTWARE INC COM 70432V102 252 1,621 SH   SOLE   1,621 0 0
PAYPAL HLDGS INC COM 70450Y103 727 8,271 SH   SOLE   8,271 0 0
PEABODY ENERGY CORP NEW COM 704551100 705 19,772 SH   SOLE   19,772 0 0
PEGASYSTEMS INC COM 705573103 244 3,903 SH   SOLE   3,903 0 0
PENNANTPARK INVT CORP COM 708062104 181 24,247 SH   SOLE   24,247 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 499 29,152 SH   SOLE   29,152 0 0
PEPSICO INC COM 713448108 1,071 9,584 SH   SOLE   9,584 0 0
PERFICIENT INC COM 71375U101 317 11,899 SH   SOLE   11,899 0 0
PERRIGO CO PLC SHS G97822103 319 4,504 SH   SOLE   4,504 0 0
PHH CORP COM NEW 693320202 17,999 1,637,760 SH   SOLE   1,637,760 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 367 8,557 SH   SOLE   8,557 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 60,153 1,785,480 SH   SOLE   1,785,480 0 0
PINNACLE FOODS INC DEL COM 72348P104 233,203 3,598,263 SH   SOLE   3,598,263 0 0
PIONEER NAT RES CO COM 723787107 331 1,899 SH   SOLE   1,899 0 0
PIONEER NAT RES CO COM 723787107 61,285 351,829 SH   DFND 1 351,829 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,396 56,904 SH   SOLE   56,904 0 0
PLEXUS CORP COM 729132100 256 4,373 SH   SOLE   4,373 0 0
POLARIS INDS INC COM 731068102 213 2,114 SH   SOLE   2,114 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 399 15,000 SH   SOLE   15,000 0 0
POTBELLY CORP COM 73754Y100 299 24,300 SH   SOLE   24,300 0 0
PPG INDS INC COM 693506107 300 2,747 SH   SOLE   2,747 0 0
PPL CORP COM 69351T106 234 7,983 SH   SOLE   7,983 0 0
PRA HEALTH SCIENCES INC COM 69354M108 430 3,906 SH   SOLE   3,906 0 0
PRICE T ROWE GROUP INC COM 74144T108 298 2,732 SH   SOLE   2,732 0 0
PRICESMART INC COM 741511109 459 5,668 SH   SOLE   5,668 0 0
PRIMO WTR CORP COM 74165N105 186 10,297 SH   SOLE   10,297 0 0
PROOFPOINT INC COM 743424103 499 4,696 SH   SOLE   4,696 0 0
PUBLIC STORAGE COM 74460D109 380 1,883 SH   SOLE   1,883 0 0
Q2 HLDGS INC COM 74736L109 355 5,859 SH   SOLE   5,859 0 0
QUAD / GRAPHICS INC COM CL A 747301109 255 12,255 SH   SOLE   12,255 0 0
QUALCOMM INC COM 747525103 396 5,500 SH   SOLE   5,500 0 0
QUALYS INC COM 74758T303 294 3,301 SH   SOLE   3,301 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,454 13,470 SH   SOLE   13,470 0 0
RAMBUS INC DEL COM 750917106 238 21,832 SH   SOLE   21,832 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 149 10,939 SH   SOLE   10,939 0 0
RAVEN INDS INC COM 754212108 230 5,030 SH   SOLE   5,030 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 678 36,778 SH   SOLE   36,778 0 0
RAYTHEON CO COM NEW 755111507 265 1,284 SH   SOLE   1,284 0 0
RED ROCK RESORTS INC CL A 75700L108 261 9,803 SH   SOLE   9,803 0 0
REDWOOD TR INC COM 758075402 227 14,001 SH   SOLE   14,001 0 0
REGENERON PHARMACEUTICALS COM 75886F107 327 810 SH   SOLE   810 0 0
REGIONS FINL CORP NEW COM 7591EP100 237 12,917 SH   SOLE   12,917 0 0
REGIS CORP MINN COM 758932107 799 39,097 SH   SOLE   39,097 0 0
RENASANT CORP COM 75970E107 474 11,503 SH   SOLE   11,503 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 543 18,837 SH   SOLE   18,837 0 0
REPUBLIC SVCS INC COM 760759100 218 2,999 SH   SOLE   2,999 0 0
RLI CORP COM 749607107 361 4,596 SH   SOLE   4,596 0 0
ROCKWELL COLLINS INC COM 774341101 330,141 2,350,263 SH   SOLE   2,350,263 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 67,400 950,235 SH   DFND 1 950,235 0 0
ROYAL GOLD INC COM 780287108 341 4,423 SH   SOLE   4,423 0 0
RPM INTL INC COM 749685103 445 6,858 SH   SOLE   6,858 0 0
SCANA CORP NEW COM 80589M102 146,943 3,778,419 SH   SOLE   3,778,419 0 0
SCHLUMBERGER LTD COM 806857108 28,602 469,500 SH   DFND 1 469,500 0 0
SEACOR HOLDINGS INC COM 811904101 565 11,444 SH   SOLE   11,444 0 0
SEALED AIR CORP NEW COM 81211K100 329 8,191 SH   SOLE   8,191 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 281 23,758 SH   SOLE   23,758 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 11,159 508,614 SH   SOLE   508,614 0 0
SENDGRID INC COM 816883102 222 6,031 SH   SOLE   6,031 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 314 16,100 SH   SOLE   16,100 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 295 7,619 SH   SOLE   7,619 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 261 18,785 SH   SOLE   18,785 0 0
SHIRE PLC SPONSORED ADR 82481R106 218,756 1,206,797 SH   SOLE   1,206,797 0 0
SHUTTERFLY INC COM 82568P304 431 6,545 SH   SOLE   6,545 0 0
SIRIUS XM HLDGS INC COM 82968B103 531 84,076 SH   SOLE   84,076 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 501 6,654 SH   SOLE   6,654 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 1,863 65,198 SH   SOLE   65,198 0 0
SMITH A O COM 831865209 1,285 24,086 SH   SOLE   24,086 0 0
SONIC CORP COM 835451105 384 8,867 SH   SOLE   8,867 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,165 4,008 SH   SOLE   4,008 0 0
SPECTRUM BRANDS HLDGS INC NE COM ADDED 84790A105 2,426 32,462 SH   SOLE   32,462 0 0
SPRINT CORP COM SER 1 85207U105 178,341 27,269,285 SH   SOLE   27,269,285 0 0
SPROUTS FMRS MKT INC COM 85208M102 328 11,962 SH   SOLE   11,962 0 0
SRC ENERGY INC COM 78470V108 185 20,827 SH   SOLE   20,827 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 250 4,395 SH   SOLE   4,395 0 0
ST JOE CO COM 790148100 194 11,540 SH   SOLE   11,540 0 0
STATE BK FINL CORP COM 856190103 7,413 245,633 SH   SOLE   245,633 0 0
STEWART INFORMATION SVCS COR COM 860372101 51,085 1,134,962 SH   SOLE   1,134,962 0 0
STORE CAP CORP COM 862121100 339 12,205 SH   SOLE   12,205 0 0
STRYKER CORP COM 863667101 276 1,554 SH   SOLE   1,554 0 0
SUNCOKE ENERGY INC COM 86722A103 170 14,643 SH   SOLE   14,643 0 0
SUPERVALU INC COM NEW 868536301 80,202 2,489,194 SH   SOLE   2,489,194 0 0
SYNEOS HEALTH INC CL A 87166B102 7,627 147,949 SH   SOLE   147,949 0 0
SYNNEX CORP COM 87162W100 548 6,465 SH   SOLE   6,465 0 0
SYNOPSYS INC COM 871607107 732 7,423 SH   SOLE   7,423 0 0
SYNOVUS FINL CORP COM NEW 87161C501 455 9,935 SH   SOLE   9,935 0 0
SYNTEL INC COM 87162H103 18,336 447,442 SH   SOLE   447,442 0 0
SYSCO CORP COM 871829107 226 3,087 SH   SOLE   3,087 0 0
TAPESTRY INC COM 876030107 213 4,247 SH   SOLE   4,247 0 0
TARGET CORP COM 87612E106 248 2,809 SH   SOLE   2,809 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 515 5,243 SH   SOLE   5,243 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,274 14,494 SH   SOLE   14,494 0 0
TEGNA INC COM 87901J105 565 47,204 SH   SOLE   47,204 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 792 26,032 SH   SOLE   26,032 0 0
TELUS CORP COM 87971M103 229 6,200 SH   SOLE   6,200 0 0
TERADATA CORP DEL COM 88076W103 277 7,347 SH   SOLE   7,347 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 6,893 320,001 SH   SOLE   320,001 0 0
TEXAS INSTRS INC COM 882508104 305 2,841 SH   SOLE   2,841 0 0
TFS FINL CORP COM 87240R107 277 18,459 SH   SOLE   18,459 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 235 964 SH   SOLE   964 0 0
THERMON GROUP HLDGS INC COM 88362T103 221 8,568 SH   SOLE   8,568 0 0
TIVITY HEALTH INC COM 88870R102 5,873 182,690 SH   SOLE   182,690 0 0
TJX COS INC NEW COM 872540109 256 2,281 SH   SOLE   2,281 0 0
TOTAL SYS SVCS INC COM 891906109 396 4,007 SH   SOLE   4,007 0 0
TRANSALTA CORP COM 89346D107 228 40,400 SH   SOLE   40,400 0 0
TRANSCANADA CORP COM 89353D107 111,026 2,744,103 SH   DFND 1 2,744,103 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 674 39,960 SH   SOLE   39,960 0 0
TREEHOUSE FOODS INC COM 89469A104 288 6,012 SH   SOLE   6,012 0 0
TRI POINTE GROUP INC COM 87265H109 160 12,885 SH   SOLE   12,885 0 0
TTM TECHNOLOGIES INC COM 87305R109 165 10,362 SH   SOLE   10,362 0 0
TUCOWS INC COM NEW 898697206 249 4,458 SH   SOLE   4,458 0 0
TYSON FOODS INC CL A 902494103 5,007 84,116 SH   SOLE   84,116 0 0
U S G CORP COM NEW 903293405 162,719 3,757,076 SH   SOLE   3,757,076 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 214 664 SH   SOLE   664 0 0
UNIFI INC COM NEW 904677200 211 7,438 SH   SOLE   7,438 0 0
UNITED PARCEL SERVICE INC CL B 911312106 846 7,243 SH   SOLE   7,243 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,109 4,170 SH   SOLE   4,170 0 0
US FOODS HLDG CORP COM 912008109 6,244 202,586 SH   SOLE   202,586 0 0
V F CORP COM 918204108 200 2,144 SH   SOLE   2,144 0 0
VAIL RESORTS INC COM 91879Q109 224 815 SH   SOLE   815 0 0
VAREX IMAGING CORP COM 92214X106 308 10,738 SH   SOLE   10,738 0 0
VARIAN MED SYS INC COM 92220P105 218 1,951 SH   SOLE   1,951 0 0
VECTREN CORP COM 92240G101 191,027 2,672,079 SH   SOLE   2,672,079 0 0
VISA INC COM CL A 92826C839 536 3,569 SH   SOLE   3,569 0 0
VISTEON CORP COM NEW 92839U206 415 4,469 SH   SOLE   4,469 0 0
VONAGE HLDGS CORP COM 92886T201 791 55,866 SH   SOLE   55,866 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 375 5,139 SH   SOLE   5,139 0 0
WALKER & DUNLOP INC COM 93148P102 352 6,666 SH   SOLE   6,666 0 0
WALMART INC COM 931142103 885 9,420 SH   SOLE   9,420 0 0
WATERS CORP COM 941848103 382 1,960 SH   SOLE   1,960 0 0
WATSCO INC COM 942622200 262 1,471 SH   SOLE   1,471 0 0
WD-40 CO COM 929236107 213 1,239 SH   SOLE   1,239 0 0
WEBSTER FINL CORP CONN COM 947890109 352 5,978 SH   SOLE   5,978 0 0
WELLS FARGO CO NEW COM 949746101 560 10,662 SH   SOLE   10,662 0 0
WESBANCO INC COM 950810101 364 8,170 SH   SOLE   8,170 0 0
WESCO INTL INC COM 95082P105 329 5,350 SH   SOLE   5,350 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 41,407 947,956 SH   DFND 1 947,956 0 0
WEYERHAEUSER CO COM 962166104 878 27,207 SH   SOLE   27,207 0 0
WHIRLPOOL CORP COM 963320106 333 2,802 SH   SOLE   2,802 0 0
WILLIAMS COS INC DEL COM 969457100 71,039 2,612,706 SH   DFND 1 2,612,706 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 455 3,229 SH   SOLE   3,229 0 0
XCERRA CORP COM 98400J108 35,313 2,474,622 SH   SOLE   2,474,622 0 0
ZAYO GROUP HLDGS INC COM 98919V105 402 11,578 SH   SOLE   11,578 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 223 1,260 SH   SOLE   1,260 0 0
ZYMEWORKS INC COM 98985W102 393 25,055 SH   SOLE   25,055 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 102,649 26,431,000 PRN   SOLE   0 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 8,975 7,727,000 PRN   SOLE   0 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 7,493 7,525,000 PRN   SOLE   0 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 4,079 2,500,000 PRN   SOLE   0 0 0
CHURCHILL CAP CORP UNIT 99/99/9999 ADDED 17142R202 55,825 5,500,000 SH   SOLE   5,500,000 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 13,476 12,450 SH   SOLE   12,450 0 0
ELANCO ANIMAL HEALTH INC COM ADDED 28414H103 1,336 38,280 SH   SOLE   38,280 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 5,929 5,950,000 PRN   SOLE   0 0 0
ESTABLISHMENT LABS HLDGS INC COM ADDED G31249108 2,279 94,583 SH   SOLE   94,583 0 0
EVO PMTS INC CL A COM 26927E104 700 29,295 SH   SOLE   29,295 0 0
FB FINL CORP COM 30257X104 394 10,058 SH   SOLE   10,058 0 0
FORTIVE CORP 5% PFD CNV SER A ADDED 34959J207 3,993 3,740 SH   SOLE   3,740 0 0
GORES HOLDINGS III INC UNIT 09/07/2024 ADDED 38286G208 15,330 1,500,000 SH   SOLE   1,500,000 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 10,651 358,621 SH   SOLE   358,621 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 3,905 3,000,000 PRN   SOLE   0 0 0
HESS CORP DEP PDF SR A 42809H404 1,508 19,000 SH   SOLE   19,000 0 0
KAYNE ANDERSON ACQUISITION COM CL A 48661U102 10,031 1,000,000 SH   DFND 1 1,000,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 4,369 3,450,000 PRN   SOLE   0 0 0
MEGALITH FINL ACQUISITION CO CL A COM ADDED 58518F109 4,758 500,000 SH   SOLE   500,000 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 ADDED 58518F117 275 500,000 SH   SOLE   500,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 16,210 16,950,000 PRN   SOLE   0 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 25,701 16,950,000 PRN   SOLE   0 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 4,011 3,790,000 PRN   SOLE   0 0 0
NEOVASC INC COM NEW ADDED 64065J205 3,098 1,139,114 SH   SOLE   1,139,114 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 18,090 1,476,706 SH   SOLE   1,476,706 0 0
NXP SEMICONDUCTORS N V CALL N6596X909 98 656,200 SH Call SOLE   656,200 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 1,435 950,000 PRN   SOLE   0 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 4,723 46,750 SH   SOLE   46,750 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 952 950,000 PRN   SOLE   0 0 0
SPARTAN ENERGY ACQUISITON CO UNIT 99/99/9999 ADDED 846784114 10,160 1,000,000 SH   SOLE   1,000,000 0 0
SPARTAN ENERGY ACQUISITON CO UNIT 99/99/9999 ADDED 846784114 10,160 1,000,000 SH   DFND 1 1,000,000 0 0
SPDR S&P 500 ETF TR PUT 78462F953 215 80,000 SH Put SOLE   80,000 0 0
TORTOISE ENERGY INFRA CORP COM 89147L100 14,650 544,002 SH   DFND 1 544,002 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 12,730 8,575,000 PRN   SOLE   0 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 1,376 950,000 PRN   SOLE   0 0 0