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
ABB LTD SPONSORED ADR 000375204 205 10,800 SH   SOLE   10,800 0 0
ABBOTT LABS COM 002824100 608 8,400 SH   SOLE   8,400 0 0
ABBVIE INC COM 00287Y109 443 4,800 SH   SOLE   4,800 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,129 43,927 SH   SOLE   43,927 0 0
ACCO BRANDS CORP COM 00081T108 94 13,800 SH   SOLE   13,800 0 0
ADOBE INC COM 00724F101 498 2,200 SH   SOLE   2,200 0 0
ADT INC COM 00090Q103 365 60,700 SH   SOLE   60,700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 945 6,000 SH   SOLE   6,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 281 15,200 SH   SOLE   15,200 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 121 21,800 SH   SOLE   21,800 0 0
ALASKA AIR GROUP INC COM 011659109 426 7,000 SH   SOLE   7,000 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 299 4,100 SH   SOLE   4,100 0 0
AMEDISYS INC COM 023436108 234 2,000 SH   SOLE   2,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,075 64,613 SH   SOLE   64,613 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2,554 230,071 SH   SOLE   230,071 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3,984 206,100 SH   SOLE   206,100 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 176 15,300 SH   SOLE   15,300 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 350 31,400 SH   SOLE   31,400 0 0
AMERISOURCEBERGEN CORP COM 03073E105 283 3,800 SH   SOLE   3,800 0 0
AMICUS THERAPEUTICS INC COM 03152W109 98 10,200 SH   SOLE   10,200 0 0
AMKOR TECHNOLOGY INC COM 031652100 212 32,300 SH   SOLE   32,300 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 280 17,400 SH   SOLE   17,400 0 0
ANNALY CAP MGMT INC COM 035710409 169 17,200 SH   SOLE   17,200 0 0
ANTERO RES CORP COM 03674X106 1,977 210,594 SH   SOLE   210,594 0 0
APACHE CORP COM 037411105 517 19,700 SH   SOLE   19,700 0 0
APOLLO INVT CORP COM NEW 03761U502 237 19,100 SH   SOLE   19,100 0 0
ARAMARK COM 03852U106 2,938 101,411 SH   SOLE   101,411 0 0
ARCHROCK INC COM 03957W106 85 11,300 SH   SOLE   11,300 0 0
ARCONIC INC COM 03965L100 344 20,400 SH   SOLE   20,400 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,029 142,079 SH   SOLE   142,079 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 101 27,900 SH   SOLE   27,900 0 0
AVIS BUDGET GROUP COM 053774105 1,294 57,584 SH   SOLE   57,584 0 0
AVNET INC COM 053807103 469 13,000 SH   SOLE   13,000 0 0
B & G FOODS INC NEW COM 05508R106 1,177 40,704 SH   SOLE   40,704 0 0
BAKER HUGHES A GE CO CL A 05722G100 540 25,100 SH   SOLE   25,100 0 0
BANCO MACRO SA SPON ADR B 05961W105 296 6,700 SH   SOLE   6,700 0 0
BARNES & NOBLE ED INC COM 06777U101 74 18,500 SH   SOLE   18,500 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 204 18,011 SH   SOLE   18,011 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 319 33,600 SH   SOLE   33,600 0 0
BIOGEN INC COM 09062X103 361 1,200 SH   SOLE   1,200 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 221 2,600 SH   SOLE   2,600 0 0
BLOCK H & R INC COM 093671105 2,382 93,900 SH   SOLE   93,900 0 0
BOSTON BEER INC CL A 100557107 602 2,500 SH   SOLE   2,500 0 0
BOYD GAMING CORP COM 103304101 2,408 115,876 SH   SOLE   115,876 0 0
BP PLC SPONSORED ADR 055622104 228 6,000 SH   SOLE   6,000 0 0
BROADCOM INC COM 11135F101 407 1,600 SH   SOLE   1,600 0 0
BROWN FORMAN CORP CL B 115637209 695 14,600 SH   SOLE   14,600 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 307 28,100 SH   SOLE   28,100 0 0
BURLINGTON STORES INC COM 122017106 895 5,500 SH   SOLE   5,500 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 462 5,500 SH   SOLE   5,500 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 200 2,100 SH   SOLE   2,100 0 0
CABOT OIL & GAS CORP COM 127097103 320 14,300 SH   SOLE   14,300 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 707 41,500 SH   SOLE   41,500 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 2,672 156,800 SH Put SOLE   0 0 0
CAMDEN PPTY TR SH BEN INT 133131102 326 3,700 SH   SOLE   3,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 219 2,900 SH   SOLE   2,900 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 538 80,600 SH   SOLE   80,600 0 0
CARDINAL HEALTH INC COM 14149Y108 473 10,600 SH   SOLE   10,600 0 0
CARLISLE COS INC COM 142339100 342 3,400 SH   SOLE   3,400 0 0
CARMAX INC COM 143130102 427 6,800 SH   SOLE   6,800 0 0
CARTERS INC COM 146229109 3,844 47,100 SH   SOLE   47,100 0 0
CBL & ASSOC PPTYS INC COM 124830100 2,146 1,117,953 SH   SOLE   1,117,953 0 0
CBRE GROUP INC CL A 12504L109 228 5,700 SH   SOLE   5,700 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 109 22,600 SH   SOLE   22,600 0 0
CENTRAL GARDEN & PET CO COM 153527106 434 12,600 SH   SOLE   12,600 0 0
CENTURYLINK INC COM 156700106 794 52,400 SH   SOLE   52,400 0 0
CENTURYLINK INC COM 156700106 303 20,000 SH Put SOLE   0 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,231 4,320 SH   SOLE   4,320 0 0
CHEESECAKE FACTORY INC COM 163072101 1,170 26,900 SH   SOLE   26,900 0 0
CHEMOURS CO COM 163851108 560 19,842 SH   SOLE   19,842 0 0
CHENIERE ENERGY INC COM NEW 16411R208 266 4,500 SH   SOLE   4,500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,066 984,015 SH   SOLE   984,015 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3,150 1,500,000 SH Put SOLE   0 0 0
CHICOS FAS INC COM 168615102 83 14,700 SH   SOLE   14,700 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,554 3,600 SH   SOLE   3,600 0 0
CHURCH & DWIGHT INC COM 171340102 506 7,700 SH   SOLE   7,700 0 0
CINCINNATI FINL CORP COM 172062101 240 3,100 SH   SOLE   3,100 0 0
CITIGROUP INC COM NEW 172967424 297 5,700 SH   SOLE   5,700 0 0
CLEVELAND CLIFFS INC COM 185899101 98 12,700 SH   SOLE   12,700 0 0
COMCAST CORP NEW CL A 20030N101 300 8,800 SH   SOLE   8,800 0 0
COMMSCOPE HLDG CO INC COM 20337X109 2,964 180,818 SH   SOLE   180,818 0 0
CONAGRA BRANDS INC COM 205887102 899 42,100 SH   SOLE   42,100 0 0
CONCHO RES INC COM 20605P101 267 2,600 SH   SOLE   2,600 0 0
CONSTELLATION BRANDS INC CL A 21036P108 482 3,000 SH   SOLE   3,000 0 0
CONSTELLIUM NV CL A N22035104 2,285 326,901 SH   SOLE   326,901 0 0
CONTINENTAL RESOURCES INC COM 212015101 446 11,100 SH   SOLE   11,100 0 0
CONTURA ENERGY INC COM 21241B100 3,185 48,451 SH   SOLE   48,451 0 0
COSAN LTD SHS A G25343107 189 21,500 SH   SOLE   21,500 0 0
COSTCO WHSL CORP NEW COM 22160K105 794 3,900 SH   SOLE   3,900 0 0
COWEN INC CL A NEW 223622606 171 12,800 SH   SOLE   12,800 0 0
CRANE CO COM 224399105 238 3,300 SH   SOLE   3,300 0 0
CRAY INC COM NEW 225223304 270 12,500 SH   SOLE   12,500 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 199 18,300 SH   SOLE   18,300 0 0
CROCS INC COM 227046109 847 32,600 SH   SOLE   32,600 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 273 10,100 SH   SOLE   10,100 0 0
CURTISS WRIGHT CORP COM 231561101 337 3,300 SH   SOLE   3,300 0 0
CUSTOMERS BANCORP INC COM 23204G100 231 12,700 SH   SOLE   12,700 0 0
CVR ENERGY INC COM 12662P108 310 9,000 SH   SOLE   9,000 0 0
CVS HEALTH CORP COM 126650100 989 15,100 SH   SOLE   15,100 0 0
DANA INCORPORATED COM 235825205 1,299 95,302 SH   SOLE   95,302 0 0
DARDEN RESTAURANTS INC COM 237194105 1,328 13,300 SH   SOLE   13,300 0 0
DEL TACO RESTAURANTS INC COM 245496104 238 23,800 SH   SOLE   23,800 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,452 29,100 SH   SOLE   29,100 0 0
DEVON ENERGY CORP NEW COM 25179M103 282 12,500 SH   SOLE   12,500 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,746 185,000 SH Put SOLE   0 0 0
DISH NETWORK CORP CL A 25470M109 987 39,526 SH   SOLE   39,526 0 0
DISNEY WALT CO COM DISNEY 254687106 351 3,200 SH   SOLE   3,200 0 0
DOLLAR TREE INC COM 256746108 2,050 22,700 SH   SOLE   22,700 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 272 19,400 SH   SOLE   19,400 0 0
DONNELLEY R R & SONS CO COM 257867200 85 21,500 SH   SOLE   21,500 0 0
DSW INC CL A 23334L102 1,542 62,443 SH   SOLE   62,443 0 0
EASTMAN CHEM CO COM 277432100 219 3,000 SH   SOLE   3,000 0 0
EL POLLO LOCO HLDGS INC COM 268603107 367 24,200 SH   SOLE   24,200 0 0
ELLINGTON FINANCIAL LLC COM 288522303 15,768 1,028,556 SH   SOLE   1,028,556 0 0
ENCANA CORP COM 292505104 173 29,900 SH   SOLE   29,900 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 146 22,000 SH   SOLE   22,000 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 424 9,400 SH   SOLE   9,400 0 0
ENOVA INTL INC COM 29357K103 253 13,000 SH   SOLE   13,000 0 0
ENSCO PLC SHS CLASS A G3157S106 6,408 1,800,000 SH Put SOLE   0 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 85 14,800 SH   SOLE   14,800 0 0
ENTERGY CORP NEW COM 29364G103 215 2,500 SH   SOLE   2,500 0 0
EQT CORP COM 26884L109 433 22,900 SH   SOLE   22,900 0 0
EQUINIX INC COM PAR $0.001 29444U700 212 600 SH   SOLE   600 0 0
ESSENT GROUP LTD COM G3198U102 571 16,700 SH   SOLE   16,700 0 0
ETSY INC COM 29786A106 1,565 32,900 SH   SOLE   32,900 0 0
EURONET WORLDWIDE INC COM 298736109 215 2,100 SH   SOLE   2,100 0 0
EVERI HLDGS INC COM 30034T103 84 16,400 SH   SOLE   16,400 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 628 40,500 SH   SOLE   40,500 0 0
EXTREME NETWORKS INC COM 30226D106 147 24,100 SH   SOLE   24,100 0 0
EXXON MOBIL CORP COM 30231G102 696 10,200 SH   SOLE   10,200 0 0
FACEBOOK INC CL A 30303M102 852 6,500 SH   SOLE   6,500 0 0
FIBROGEN INC COM 31572Q808 407 8,800 SH   SOLE   8,800 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 364 23,500 SH   SOLE   23,500 0 0
FIFTH THIRD BANCORP COM 316773100 591 25,100 SH   SOLE   25,100 0 0
FISERV INC COM 337738108 243 3,300 SH   SOLE   3,300 0 0
FIVE BELOW INC COM 33829M101 2,057 20,100 SH   SOLE   20,100 0 0
FLOWERS FOODS INC COM 343498101 672 36,400 SH   SOLE   36,400 0 0
FOOT LOCKER INC COM 344849104 1,580 29,700 SH   SOLE   29,700 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,831 370,000 SH Call SOLE   0 0 0
FORTY SEVEN INC COM 34983P104 171 10,900 SH   SOLE   10,900 0 0
FRANKLIN RES INC COM 354613101 418 14,100 SH   SOLE   14,100 0 0
FRANKS INTL N V COM N33462107 63 12,100 SH   SOLE   12,100 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,912 185,493 SH   SOLE   185,493 0 0
FRESHPET INC COM 358039105 447 13,900 SH   SOLE   13,900 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2,703 1,135,511 SH   SOLE   1,135,511 0 0
FTI CONSULTING INC COM 302941109 200 3,000 SH   SOLE   3,000 0 0
GAMESTOP CORP NEW CL A 36467W109 2,157 170,900 SH   SOLE   170,900 0 0
GANNETT CO INC COM 36473H104 92 10,800 SH   SOLE   10,800 0 0
GARMIN LTD SHS H2906T109 912 14,400 SH   SOLE   14,400 0 0
GENERAL MTRS CO COM 37045V100 740 22,108 SH   SOLE   22,108 0 0
GILEAD SCIENCES INC COM 375558103 375 6,000 SH   SOLE   6,000 0 0
GLOBANT S A COM L44385109 203 3,600 SH   SOLE   3,600 0 0
GLU MOBILE INC COM 379890106 306 37,900 SH   SOLE   37,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 935 45,822 SH   SOLE   45,822 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 7,756 380,000 SH Call SOLE   0 0 0
GREAT AJAX CORP COM 38983D300 830 68,902 SH   SOLE   68,902 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 291 43,900 SH   SOLE   43,900 0 0
GREENHILL & CO INC COM 395259104 549 22,500 SH   SOLE   22,500 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 281 10,200 SH   SOLE   10,200 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 233 26,800 SH   SOLE   26,800 0 0
GULFPORT ENERGY CORP COM NEW 402635304 283 43,136 SH   SOLE   43,136 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 490 23,981 SH   SOLE   23,981 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 437 41,600 SH   SOLE   41,600 0 0
HALLIBURTON CO COM 406216101 407 15,300 SH   SOLE   15,300 0 0
HANESBRANDS INC COM 410345102 2,698 215,300 SH   SOLE   215,300 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,014 38,400 SH   SOLE   38,400 0 0
HAWKINS INC COM 420261109 205 5,000 SH   SOLE   5,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 229 6,100 SH   SOLE   6,100 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 284 9,100 SH   SOLE   9,100 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 100 18,400 SH   SOLE   18,400 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 8,843 150,000 SH Put SOLE   0 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 914 15,500 SH   SOLE   15,500 0 0
HERSHEY CO COM 427866108 364 3,400 SH   SOLE   3,400 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 631 46,253 SH   SOLE   46,253 0 0
HEXCEL CORP NEW COM 428291108 201 3,500 SH   SOLE   3,500 0 0
HIBBETT SPORTS INC COM 428567101 448 31,307 SH   SOLE   31,307 0 0
HOLLYFRONTIER CORP COM 436106108 578 11,300 SH   SOLE   11,300 0 0
HONEYWELL INTL INC COM 438516106 846 6,400 SH   SOLE   6,400 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 129 14,600 SH   SOLE   14,600 0 0
HOULIHAN LOKEY INC CL A 441593100 217 5,900 SH   SOLE   5,900 0 0
HUNT COS FIN TR INC COM 44558T100 769 268,744 SH   SOLE   268,744 0 0
HUNTINGTON BANCSHARES INC COM 446150104 139 11,700 SH   SOLE   11,700 0 0
IAC INTERACTIVECORP COM 44919P508 293 1,600 SH   SOLE   1,600 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 196 51,900 SH   SOLE   51,900 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 94 16,500 SH   SOLE   16,500 0 0
INSTRUCTURE INC COM 45781U103 1,088 29,000 SH   SOLE   29,000 0 0
INTEL CORP COM 458140100 206 4,400 SH   SOLE   4,400 0 0
INVITAE CORP COM 46185L103 166 15,000 SH   SOLE   15,000 0 0
IONIS PHARMACEUTICALS INC COM 462222100 297 5,500 SH   SOLE   5,500 0 0
ISTAR INC COM 45031U101 128 14,000 SH   SOLE   14,000 0 0
J & J SNACK FOODS CORP COM 466032109 665 4,600 SH   SOLE   4,600 0 0
J JILL INC COM 46620W102 97 18,239 SH   SOLE   18,239 0 0
JOHNSON & JOHNSON COM 478160104 671 5,200 SH   SOLE   5,200 0 0
KEANE GROUP INC COM 48669A108 173 21,200 SH   SOLE   21,200 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 267 4,300 SH   SOLE   4,300 0 0
KINDER MORGAN INC DEL COM 49456B101 169 11,000 SH   SOLE   11,000 0 0
KIRKLANDS INC COM 497498105 97 10,200 SH   SOLE   10,200 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 205 10,688 SH   SOLE   10,688 0 0
KOHLS CORP COM 500255104 2,063 31,100 SH   SOLE   31,100 0 0
KROGER CO COM 501044101 814 29,600 SH   SOLE   29,600 0 0
KT CORP SPONSORED ADR 48268K101 154 10,800 SH   SOLE   10,800 0 0
LANDS END INC NEW COM 51509F105 253 17,795 SH   SOLE   17,795 0 0
LANNET INC COM 516012101 78 15,800 SH   SOLE   15,800 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 185 26,800 SH   SOLE   26,800 0 0
LAUREATE EDUCATION INC CL A 518613203 160 10,500 SH   SOLE   10,500 0 0
LEAR CORP COM NEW 521865204 233 1,900 SH   SOLE   1,900 0 0
LENNAR CORP CL A 526057104 1,095 27,977 SH   SOLE   27,977 0 0
LEXINGTON REALTY TRUST COM 529043101 112 13,600 SH   SOLE   13,600 0 0
LGI HOMES INC COM 50187T106 402 8,900 SH   SOLE   8,900 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 382 17,900 SH   SOLE   17,900 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 175 11,000 SH   SOLE   11,000 0 0
LIVERAMP HLDGS INC COM 53815P108 267 6,900 SH   SOLE   6,900 0 0
LOGMEIN INC COM 54142L109 816 10,000 SH   SOLE   10,000 0 0
LPL FINL HLDGS INC COM 50212V100 538 8,800 SH   SOLE   8,800 0 0
LULULEMON ATHLETICA INC COM 550021109 1,338 11,000 SH   SOLE   11,000 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 116 12,200 SH   SOLE   12,200 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 204 6,700 SH   SOLE   6,700 0 0
LYON WILLIAM HOMES CL A NEW 552074700 4,224 395,177 SH   SOLE   395,177 0 0
M & T BK CORP COM 55261F104 415 2,900 SH   SOLE   2,900 0 0
MARATHON PETE CORP COM 56585A102 212 3,600 SH   SOLE   3,600 0 0
MASIMO CORP COM 574795100 301 2,800 SH   SOLE   2,800 0 0
MAXIMUS INC COM 577933104 371 5,700 SH   SOLE   5,700 0 0
MCCORMICK & CO INC COM NON VTG 579780206 752 5,400 SH   SOLE   5,400 0 0
MCKESSON CORP COM 58155Q103 409 3,700 SH   SOLE   3,700 0 0
MEDNAX INC COM 58502B106 353 10,700 SH   SOLE   10,700 0 0
MFA FINL INC COM 55272X102 4,158 622,529 SH   SOLE   622,529 0 0
MGIC INVT CORP WIS COM 552848103 4,969 475,006 SH   SOLE   475,006 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,394 57,468 SH   SOLE   57,468 0 0
MICHAELS COS INC COM 59408Q106 1,479 109,200 SH   SOLE   109,200 0 0
MICRON TECHNOLOGY INC COM 595112103 251 7,900 SH   SOLE   7,900 0 0
MOELIS & CO CL A 60786M105 234 6,800 SH   SOLE   6,800 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 512 10,400 SH   SOLE   10,400 0 0
MR COOPER GROUP INC COM 62482R107 1,364 116,865 SH   SOLE   116,865 0 0
MSC INDL DIRECT INC CL A 553530106 285 3,700 SH   SOLE   3,700 0 0
MURPHY USA INC COM 626755102 996 13,000 SH   SOLE   13,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 1,260 2,000,000 PRN   SOLE   2,000,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,257 1,628,377 SH   SOLE   1,628,377 0 0
NAVIENT CORPORATION COM 63938C108 109 12,400 SH   SOLE   12,400 0 0
NAVISTAR INTL CORP NEW COM 63934E108 213 8,200 SH   SOLE   8,200 0 0
NEOPHOTONICS CORP COM 64051T100 148 22,800 SH   SOLE   22,800 0 0
NETFLIX INC COM 64110L106 872 3,256 SH   SOLE   3,256 0 0
NETFLIX INC COM 64110L106 8,459 31,600 SH Call SOLE   0 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 573 97,200 SH   SOLE   97,200 0 0
NEW YORK TIMES CO CL A 650111107 437 19,600 SH   SOLE   19,600 0 0
NEWELL BRANDS INC COM 651229106 1,582 85,100 SH   SOLE   85,100 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 420 18,000 SH   SOLE   18,000 0 0
NINE ENERGY SVC INC COM 65441V101 205 9,100 SH   SOLE   9,100 0 0
NOBLE CORP PLC SHS USD G65431101 1,499 572,000 SH   SOLE   572,000 0 0
NOKIA CORP SPONSORED ADR 654902204 138 23,700 SH   SOLE   23,700 0 0
NRG ENERGY INC COM NEW 629377508 424 10,700 SH   SOLE   10,700 0 0
NUTANIX INC CL A 67059N108 283 6,800 SH   SOLE   6,800 0 0
NXP SEMICONDUCTORS N V COM N6596X109 286 3,900 SH   SOLE   3,900 0 0
OASIS PETE INC NEW COM 674215108 2,390 432,210 SH   SOLE   432,210 0 0
OLIN CORP COM PAR $1 680665205 1,896 94,271 SH   SOLE   94,271 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 978 14,700 SH   SOLE   14,700 0 0
OUTFRONT MEDIA INC COM 69007J106 201 11,100 SH   SOLE   11,100 0 0
OWENS ILL INC COM NEW 690768403 642 37,242 SH   SOLE   37,242 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 198 13,988 SH   SOLE   13,988 0 0
PARKER HANNIFIN CORP COM 701094104 209 1,400 SH   SOLE   1,400 0 0
PARSLEY ENERGY INC CL A 701877102 168 10,500 SH   SOLE   10,500 0 0
PARTY CITY HOLDCO INC COM 702149105 1,040 104,200 SH   SOLE   104,200 0 0
PAYPAL HLDGS INC COM 70450Y103 219 2,600 SH   SOLE   2,600 0 0
PBF ENERGY INC CL A 69318G106 853 26,100 SH   SOLE   26,100 0 0
PENNEY J C INC COM 708160106 912 877,243 SH   SOLE   877,243 0 0
PENNYMAC FINL SVCS INC COM 70932M107 1,091 51,329 SH   SOLE   51,329 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,613 40,005 SH   SOLE   40,005 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 381 26,400 SH   SOLE   26,400 0 0
PEPSICO INC COM 713448108 674 6,100 SH   SOLE   6,100 0 0
PINDUODUO INC SPONSORED ADS 722304102 433 19,300 SH   SOLE   19,300 0 0
PIONEER NAT RES CO COM 723787107 237 1,800 SH   SOLE   1,800 0 0
PITNEY BOWES INC COM 724479100 3,188 539,486 SH   SOLE   539,486 0 0
PJT PARTNERS INC COM CL A 69343T107 287 7,400 SH   SOLE   7,400 0 0
PRICE T ROWE GROUP INC COM 74144T108 342 3,700 SH   SOLE   3,700 0 0
PROCTER AND GAMBLE CO COM 742718109 938 10,200 SH   SOLE   10,200 0 0
PULTE GROUP INC COM 745867101 7,017 270,000 SH Put SOLE   0 0 0
PULTE GROUP INC COM 745867101 250 9,600 SH   SOLE   9,600 0 0
PVH CORP COM 693656100 351 3,780 SH   SOLE   3,780 0 0
QURATE RETAIL INC COM SER A 74915M100 640 32,800 SH   SOLE   32,800 0 0
RADIAN GROUP INC COM 750236101 2,503 152,972 SH   SOLE   152,972 0 0
RALPH LAUREN CORP CL A 751212101 1,883 18,200 SH   SOLE   18,200 0 0
RESOLUTE FST PRODS INC COM 76117W109 347 43,800 SH   SOLE   43,800 0 0
RH COM 74967X103 563 4,700 SH   SOLE   4,700 0 0
RLJ LODGING TR COM 74965L101 184 11,200 SH   SOLE   11,200 0 0
ROSS STORES INC COM 778296103 1,947 23,400 SH   SOLE   23,400 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 501 8,600 SH   SOLE   8,600 0 0
SAGE THERAPEUTICS INC COM 78667J108 268 2,800 SH   SOLE   2,800 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 171 22,500 SH   SOLE   22,500 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 289 5,200 SH   SOLE   5,200 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 264 15,000 SH   SOLE   15,000 0 0
SCHLUMBERGER LTD COM 806857108 455 12,600 SH   SOLE   12,600 0 0
SCHNITZER STL INDS CL A 806882106 256 11,900 SH   SOLE   11,900 0 0
SEALED AIR CORP NEW COM 81211K100 251 7,200 SH   SOLE   7,200 0 0
SHAKE SHACK INC CL A 819047101 2,216 48,800 SH   SOLE   48,800 0 0
SHOE CARNIVAL INC COM 824889109 851 25,400 SH   SOLE   25,400 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 565 5,500 SH   SOLE   5,500 0 0
SIMPLY GOOD FOODS CO COM 82900L102 289 15,300 SH   SOLE   15,300 0 0
SITE CENTERS CORP COM 82981J109 321 29,000 SH   SOLE   29,000 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 3,176 57,100 SH   SOLE   57,100 0 0
SKECHERS U S A INC CL A 830566105 961 42,000 SH   SOLE   42,000 0 0
SLEEP NUMBER CORP COM 83125X103 279 8,800 SH   SOLE   8,800 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 333 8,900 SH   SOLE   8,900 0 0
SNAP ON INC COM 833034101 305 2,100 SH   SOLE   2,100 0 0
SONY CORP SPONSORED ADR 835699307 246 5,100 SH   SOLE   5,100 0 0
SOUTHWEST AIRLS CO COM 844741108 878 18,900 SH   SOLE   18,900 0 0
SOUTHWESTERN ENERGY CO COM 845467109 57 16,700 SH   SOLE   16,700 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 1,634 14,400 SH   SOLE   14,400 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,447 104,100 SH   SOLE   104,100 0 0
STARBUCKS CORP COM 855244109 2,930 45,500 SH   SOLE   45,500 0 0
STARWOOD PPTY TR INC COM 85571B105 1,086 55,100 SH   SOLE   55,100 0 0
STEEL DYNAMICS INC COM 858119100 580 19,300 SH   SOLE   19,300 0 0
STITCH FIX INC COM CL A 860897107 564 33,000 SH   SOLE   33,000 0 0
SUN CMNTYS INC COM 866674104 264 2,600 SH   SOLE   2,600 0 0
SUNCOKE ENERGY INC COM 86722A103 166 19,400 SH   SOLE   19,400 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 260 20,000 SH   SOLE   20,000 0 0
SUPERIOR INDS INTL INC COM 868168105 136 28,300 SH   SOLE   28,300 0 0
SWITCH INC CL A 87105L104 73 10,400 SH   SOLE   10,400 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 128 20,800 SH   SOLE   20,800 0 0
SYNNEX CORP COM 87162W100 323 4,000 SH   SOLE   4,000 0 0
T MOBILE US INC COM 872590104 1,298 20,400 SH   SOLE   20,400 0 0
TARGET CORP COM 87612E106 714 10,800 SH   SOLE   10,800 0 0
TAUBMAN CTRS INC COM 876664103 682 15,000 SH   SOLE   15,000 0 0
TECH DATA CORP COM 878237106 401 4,900 SH   SOLE   4,900 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 124 10,400 SH   SOLE   10,400 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,221 187,905 SH   SOLE   187,905 0 0
TESLA INC COM 88160R101 200 600 SH   SOLE   600 0 0
TEXAS ROADHOUSE INC COM 882681109 806 13,500 SH   SOLE   13,500 0 0
TILLYS INC CL A 886885102 646 59,500 SH   SOLE   59,500 0 0
TITAN MACHY INC COM 88830R101 308 23,400 SH   SOLE   23,400 0 0
TIVITY HEALTH INC COM 88870R102 236 9,500 SH   SOLE   9,500 0 0
TJX COS INC NEW COM 872540109 2,215 49,500 SH   SOLE   49,500 0 0
TOLL BROTHERS INC COM 889478103 310 9,400 SH   SOLE   9,400 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 395 3,400 SH   SOLE   3,400 0 0
TPG RE FIN TR INC COM 87266M107 1,747 95,559 SH   SOLE   95,559 0 0
TRACTOR SUPPLY CO COM 892356106 1,277 15,300 SH   SOLE   15,300 0 0
TRANSUNION COM 89400J107 392 6,900 SH   SOLE   6,900 0 0
TRIVAGO N V SPON ADS A SHS 89686D105 89 15,800 SH   SOLE   15,800 0 0
TRONOX LTD SHS CL A Q9235V101 1,663 213,739 SH   SOLE   213,739 0 0
TYLER TECHNOLOGIES INC COM 902252105 446 2,400 SH   SOLE   2,400 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 134 15,800 SH   SOLE   15,800 0 0
UNITED CONTL HLDGS INC COM 910047109 1,867 22,300 SH   SOLE   22,300 0 0
UNITED RENTALS INC COM 911363109 1,072 10,458 SH   SOLE   10,458 0 0
UNITED RENTALS INC COM 911363109 5,260 51,300 SH Call SOLE   0 0 0
UNITED STATES STL CORP NEW COM 912909108 235 12,900 SH   SOLE   12,900 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 436 4,000 SH   SOLE   4,000 0 0
UNIVERSAL FST PRODS INC COM 913543104 239 9,200 SH   SOLE   9,200 0 0
URBAN OUTFITTERS INC COM 917047102 1,634 49,205 SH   SOLE   49,205 0 0
US XPRESS ENTERPRISES INC COM CL A 90338N202 188 33,500 SH   SOLE   33,500 0 0
V F CORP COM 918204108 1,477 20,700 SH   SOLE   20,700 0 0
VEECO INSTRS INC DEL COM 922417100 362 48,900 SH   SOLE   48,900 0 0
VERSO CORP CL A 92531L207 220 9,800 SH   SOLE   9,800 0 0
VIACOM INC NEW CL B 92553P201 260 10,100 SH   SOLE   10,100 0 0
VIASAT INC COM 92552V100 1,886 32,000 SH   SOLE   32,000 0 0
W & T OFFSHORE INC COM 92922P106 85 20,600 SH   SOLE   20,600 0 0
W & T OFFSHORE INC COM 92922P106 206 50,000 SH Put SOLE   0 0 0
WADDELL & REED FINL INC CL A 930059100 181 10,000 SH   SOLE   10,000 0 0
WALMART INC COM 931142103 1,714 18,400 SH   SOLE   18,400 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 407 83,770 SH   SOLE   83,770 0 0
WAYFAIR INC CL A 94419L101 2,720 30,200 SH   SOLE   30,200 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 586 1,048,165 SH   SOLE   1,048,165 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 503 900,000 SH Call SOLE   0 0 0
WILLIAMS SONOMA INC COM 969904101 1,968 39,000 SH   SOLE   39,000 0 0
WINGSTOP INC COM 974155103 591 9,200 SH   SOLE   9,200 0 0
WYNN RESORTS LTD COM 983134107 1,757 17,767 SH   SOLE   17,767 0 0
XYLEM INC COM 98419M100 220 3,300 SH   SOLE   3,300 0 0
YUM BRANDS INC COM 988498101 1,048 11,400 SH   SOLE   11,400 0 0
YY INC ADS REPCOM CLA 98426T106 221 3,700 SH   SOLE   3,700 0 0
ZAGG INC COM 98884U108 150 15,300 SH   SOLE   15,300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 318 2,000 SH   SOLE   2,000 0 0
ZIONS BANCORPORATION N A COM 989701107 595 14,600 SH   SOLE   14,600 0 0