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 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ABBVIE INCCOM00287Y1091,24717,200SHCallDFND1000
ADVAXIS INCCOM NEW0076242086610,300SHCallDFND1000
ALLERGAN PLCSHSG0177J10830,605125,900SHCallDFND1000
ALEXION PHARMACEUTICALS INCCOM0153511097175,900SHCallDFND1000
ADVANCED MICRO DEVICES INCCOM0079031079,472759,000SHCallDFND1000
AMGEN INCCOM0311621007754,500SHCallDFND1000
ASTRAZENECA PLCSPONSORED ADR04635310821,190621,600SHCallDFND1000
BANK AMER CORPCOM0605051042,666109,900SHCallDFND1000
BB&T CORPCOM0549371072,29750,600SHCallDFND1000
BRISTOL MYERS SQUIBB COCOM1101221086,301113,100SHCallDFND1000
BERKSHIRE HATHAWAY INC DELCL B NEW0846707021,69310,000SHCallDFND1000
BLACKSTONE GROUP L PCOM UNIT LTD09253U108331,000SHCallDFND1000
CITIGROUP INCCOM NEW1729674247,550112,900SHCallDFND1000
CLOVIS ONCOLOGY INCCOM18946410056600SHCallDFND1000
CYPRESS SEMICONDUCTOR CORPCOM232806109604,400SHCallDFND1000
EXACT SCIENCES CORPCOM30063P10593026,300SHCallDFND1000
FORD MTR CO DELCOM PAR $0.01345370860353,200SHCallDFND1000
AMICUS THERAPEUTICS INCCOM03152W109848,400SHCallDFND1000
GILEAD SCIENCES INCCOM3755581031,71224,200SHCallDFND1000
GOLDMAN SACHS GROUP INCCOM38141G1043,37215,200SHCallDFND1000
IMMUNOMEDICS INCCOM452907108172,000SHCallDFND1000
INCYTE CORPCOM45337C1021511,200SHCallDFND1000
INTEL CORPCOM45814010084325,000SHCallDFND1000
IONIS PHARMACEUTICALS INCCOM4622221001,27125,000SHCallDFND1000
JAZZ PHARMACEUTICALS PLCSHS USDG508711056,99745,000SHCallDFND1000
LILLY ELI & COCOM5324571082,05725,000SHCallDFND1000
MEDICINES COCOM5846881051864,900SHCallDFND1000
METLIFE INCCOM59156R1081,39525,400SHCallDFND1000
MERCK & CO INCCOM58933Y10512,337192,500SHCallDFND1000
MORGAN STANLEYCOM NEW6174464482,18349,000SHCallDFND1000
MICRON TECHNOLOGY INCCOM5951121032,77192,800SHCallDFND1000
MYLAN N VSHS EURON594651091042,700SHCallDFND1000
OTONOMY INCCOM68906L1051,41375,000SHCallDFND1000
SYNERGY PHARMACEUTICALS DELCOM NEW8716393086615,000SHCallDFND1000
SUNTRUST BKS INCCOM8679141034197,400SHCallDFND1000
VERTEX PHARMACEUTICALS INCCOM92532F10012,887100,000SHCallDFND1000
VALEANT PHARMACEUTICALS INTLCOM91911K1021,53288,600SHCallDFND1000
WELLS FARGO CO NEWCOM9497461011,18521,400SHCallDFND1000
ZIONS BANCORPORATIONCOM98970110775517,200SHCallDFND1000
ALTABA INCCOM02134610170,6001,295,900SHCallDFND1000
BARRICK GOLD CORPCOM06790110822914,400SHCallDFND1000
AK STL HLDG CORPCOM00154710827241,500SHCallDFND1000
AMAZON COM INCCOM02313510614,22914,700SHCallDFND1000
ARCONIC INCCOM03965L10016,052708,700SHCallDFND1000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10210,56775,000SHCallDFND1000
B2GOLD CORPCOM11777Q20913949,600SHCallDFND1000
CHICAGO BRIDGE & IRON CO N VCOM1672501091125,700SHCallDFND1000
CARNIVAL CORPUNIT 99/99/999914365830019300SHCallDFND1000
CHESAPEAKE ENERGY CORPCOM1651671071,366275,000SHCallDFND1000
CLEAN ENERGY FUELS CORPCOM184499101104,000SHCallDFND1000
ROCKWELL COLLINS INCCOM77434110110100SHCallDFND1000
CALPINE CORPCOM NEW1313473041,08280,000SHCallDFND1000
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10012,258227,600SHCallDFND1000
DOMINION ENERGY INCCOM25746U1091,53220,000SHCallDFND1000
DEUTSCHE BANK AGNAMEN AKTD1819089876342,900SHCallDFND1000
DOLLAR GEN CORP NEWCOM2566771053605,000SHCallDFND1000
DISNEY WALT COCOM DISNEY2546871061,0209,600SHCallDFND1000
DISH NETWORK CORPCL A25470M10917,886285,000SHCallDFND1000
DYNEGY INC NEW DELCOM26817R10814217,200SHCallDFND1000
ENSCO PLCSHS CLASS AG3157S10615530,100SHCallDFND1000
ETSY INCCOM29786A1062,025135,000SHCallDFND1000
EXPEDIA INC DELCOM NEW30212P3031,48910,000SHCallDFND1000
FACEBOOK INCCL A30303M1029,60263,600SHCallDFND1000
FIAT CHRYSLER AUTOMOBILES NSHSN317381022,677251,900SHCallDFND1000
FREEPORT-MCMORAN INCCL B35671D857726,000SHCallDFND1000
GGP INCCOM36174X101913,900SHCallDFND1000
GOGO INCCOM38046C10913111,400SHCallDFND1000
GOPRO INCCL A38268T1030100SHCallDFND1000
GRUBHUB INCCOM4001101022,69461,800SHCallDFND1000
HALLIBURTON COCOM4062161015,296124,000SHCallDFND1000
HI-CRUSH PARTNERS LPCOM UNIT LTD4283371091,205111,100SHCallDFND1000
HOME DEPOT INCCOM4370761023522,300SHCallDFND1000
HERBALIFE LTDCOM USD SHSG4412G10171,6221,004,100SHCallDFND1000
HUNTSMAN CORPCOM4470111072100SHCallDFND1000
INTERNATIONAL BUSINESS MACHSCOM4592001011,53810,000SHCallDFND1000
INTL PAPER COCOM4601461033115,500SHCallDFND1000
PENNEY J C INCCOM708160106651140,000SHCallDFND1000
KELLOGG COCOM4878361081,15316,600SHCallDFND1000
KINROSS GOLD CORPCOM NO PAR496902404407100,000SHCallDFND1000
KRAFT HEINZ COCOM5007541067709,000SHCallDFND1000
KINDER MORGAN INC DELCOM49456B10195449,800SHCallDFND1000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451008,439100,000SHCallDFND1000
MACYS INCCOM55616P1041,16250,000SHCallDFND1000
MASTERCARD INCORPORATEDCL A57636Q1041,21410,000SHCallDFND1000
MGM RESORTS INTERNATIONALCOM55295310131210,000SHCallDFND1000
MARATHON PETE CORPCOM56585A1023,42765,500SHCallDFND1000
MICROSOFT CORPCOM5949181041,03315,000SHCallDFND1000
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L2032,273100,000SHCallDFND1000
NIKE INCCL B6541061034667,900SHCallDFND1000
PANDORA MEDIA INCCOM69835410719622,000SHCallDFND1000
PLATFORM SPECIALTY PRODS CORCOM72766Q1051,268100,000SHCallDFND1000
PEPSICO INCCOM7134481088,66175,000SHCallDFND1000
POLARIS INDS INCCOM7310681022,76630,000SHCallDFND1000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1042,11086,000SHCallDFND1000
TRANSOCEAN LTDREG SHSH8817H100162,000SHCallDFND1000
STARBUCKS CORPCOM85524410913,032223,500SHCallDFND1000
SHIP FINANCE INTERNATIONAL LSHSG8107510634025,000SHCallDFND1000
SIRIUS XM HLDGS INCCOM82968B103346,300SHCallDFND1000
SCHLUMBERGER LTDCOM8068571083,12747,500SHCallDFND1000
U S SILICA HLDGS INCCOM90346E10331900SHCallDFND1000
SNAP INCCL A83304A10628215,900SHCallDFND1000
STAPLES INCCOM85503010255355,000SHCallDFND1000
SPDR S&P 500 ETF TRTR UNIT78462F103148,320613,400SHCallDFND1000
TERRAFORM PWR INCCL A COM88104R1002200SHCallDFND1000
TWITTER INCCOM90184L10275042,000SHCallDFND1000
UNDER ARMOUR INCCL A90431110721710,000SHCallDFND1000
ULTA BEAUTY INCCOM90384S3035,77520,100SHCallDFND1000
VALE S AADR91912E105875100,000SHCallDFND1000
VIPSHOP HLDGS LTDSPONSORED ADR92763W1031,615153,100SHCallDFND1000
WAYFAIR INCCL A94419L101841,100SHCallDFND1000
WALGREENS BOOTS ALLIANCE INCCOM9314271081,00212,800SHCallDFND1000
WEBMD HEALTH CORPCOM94770V1022113,600SHCallDFND1000
WEATHERFORD INTL PLCORD SHSG4883310029877,200SHCallDFND1000
WYNN RESORTS LTDCOM9831341074,53333,800SHCallDFND1000
EXXON MOBIL CORPCOM30231G1028100SHCallDFND1000
WISDOMTREE TRJAPN HEDGE EQT97717W8512,60050,000SHCallDFND1000
ISHARES TRMSCI EAFE ETF46428746538,761594,500SHCallDFND1000
ISHARES TRS&P 500 GRWT ETF46428730929,545215,900SHCallDFND1000
ISHARES TRRUSSELL 2000 ETF464287655443,3203,145,900SHCallDFND1000
DU PONT E I DE NEMOURS & COCOM2635341091,61420,000SHCallDFND1000
SPDR SERIES TRUSTS&P OILGAS EXP78464A7307,980250,000SHCallDFND1000
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082,20720,000SHCallDFND1000
BLOCK H & R INCCOM0936711051,59151,500SHCallDFND1000
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,23350,000SHCallDFND1000
CHEVRON CORP NEWCOM1667641003,98538,200SHCallDFND1000
GRACO INCCOM3841091041,72615,800SHCallDFND1000
GROUP 1 AUTOMOTIVE INCCOM3989051091893,000SHCallDFND1000
NATIONAL OILWELL VARCO INCCOM6370711011,97660,000SHCallDFND1000
OCCIDENTAL PETE CORP DELCOM6745991052,99350,000SHCallDFND1000
DIREXION SHS ETF TRBRZ BL 3X SH NEW25490K3151,02039,200SHCallDFND1000
DIREXION SHS ETF TRDAILY GOLD MINER25490K133652,100SHCallDFND1000
DIREXION SHS ETF TRDLY EMG MK BL 3X25490K2814,19649,100SHCallDFND1000
DIREXION SHS ETF TRDLY EMKT 3X NEW25459Y4701027,100SHCallDFND1000
DIREXION SHS ETF TRDLY ENRGY BULL3X25459W88816,405654,900SHCallDFND1000
ISHARESMSCI BRZ CAP ETF4642864001,70750,000SHCallDFND1000
DIREXION SHS ETF TRDLY FIN BULL NEW25459Y6944198,500SHCallDFND1000
VANECK VECTORS ETF TRGOLD MINERS ETF92189F10641919,000SHCallDFND1000
DIREXION SHS ETF TRDAILY JR BULL 3X25460E85149726,700SHCallDFND1000
SPDR SERIES TRUSTS&P REGL BKG78464A6982,72049,500SHCallDFND1000
DIREXION SHS ETF TRSP BIOTCH BL NEW25490K32380712,800SHCallDFND1000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10725,91781,600SHCallDFND1000
DIREXION SHS ETF TRDLY GOLD INDX 3X25460E84450216,600SHCallDFND1000
POWERSHARES QQQ TRUSTUNIT SER 173935A104127,716927,900SHCallDFND1000
PROSHARES TRSHORT S&P 500 NE74347B42513400SHCallDFND1000
DIREXION SHS ETF TRDRX S&P500BULL25459W8624,757139,400SHCallDFND1000
PROSHARES TRPSHS ULT S&P 50074347R10721,664242,200SHCallDFND1000
PROSHARES TR IISHT VIX ST TRM74347W627115,485716,100SHCallDFND1000
ISHARES TR20 YR TR BD ETF46428743232,055256,200SHCallDFND1000
DIREXION SHS ETF TRDLY SMCAP BULL3X25459W847125,0912,243,800SHCallDFND1000
PROSHARES TRULTRAPRO QQQ74347X83139,815407,700SHCallDFND1000
DIREXION SHS ETF TRDAILY SM CAP BEA25490K52116310,000SHCallDFND1000
PROSHARES TRULTRPRO S&P50074347X86414,126136,000SHCallDFND1000
UNITED STATES OIL FUND LPUNITS91232N10815516,400SHCallDFND1000
BARCLAYS BK PLCIPATH S&P500 VIX06740Q2528,898697,400SHCallDFND1000
SPDR SERIES TRUSTS&P BIOTECH78464A8708,335108,000SHCallDFND1000
SELECT SECTOR SPDR TRENERGY81369Y5061,55824,000SHCallDFND1000
TESLA INCCOM88160R10171,381197,400SHCallDFND1000
AMERICAN AIRLS GROUP INCCOM02376R1021002,000SHCallDFND1000
BLACKBERRY LTDCOM09228F1032,607261,000SHCallDFND1000
AVIS BUDGET GROUPCOM053774105682,500SHCallDFND1000
CIENA CORPCOM NEW1717793093,109124,300SHCallDFND1000
CSX CORPCOM12640810393817,200SHCallDFND1000
FEDEX CORPCOM31428X1061,1305,200SHCallDFND1000
EASTMAN KODAK COCOM NEW277461406687,500SHCallDFND1000
NORFOLK SOUTHERN CORPCOM655844108161,2401,324,900SHCallDFND1000
STRATASYS LTDSHSM855481012,331100,000SHCallDFND1000
UNION PAC CORPCOM90781810832,019294,000SHCallDFND1000
UNITED PARCEL SERVICE INCCL B9113121067967,200SHCallDFND1000
ABBVIE INCCOM00287Y10972510,000SHPutDFND1000
ACORDA THERAPEUTICS INCCOM00484M1065300SHPutDFND1000
ALLERGAN PLCSHSG0177J10854,063222,400SHPutDFND1000
AMERICAN INTL GROUP INCCOM NEW0268747841,87530,000SHPutDFND1000
ALLY FINL INCCOM02005N10064931,100SHPutDFND1000
AMAG PHARMACEUTICALS INCCOM00163U10618410,000SHPutDFND1000
ADVANCED MICRO DEVICES INCCOM00790310719,2051,538,900SHPutDFND1000
ANI PHARMACEUTICALS INCCOM00182C1031403,000SHPutDFND1000
ARRAY BIOPHARMA INCCOM04269X1051,838219,600SHPutDFND1000
ASTRAZENECA PLCSPONSORED ADR0463531082,14062,800SHPutDFND1000
BANK AMER CORPCOM0605051048,042331,500SHPutDFND1000
BANCO BRADESCO S ASP ADR PFD NEW0594603032,125250,000SHPutDFND1000
BB&T CORPCOM0549371073317,300SHPutDFND1000
BRISTOL MYERS SQUIBB COCOM1101221088,803158,000SHPutDFND1000
BERKSHIRE HATHAWAY INC DELCL B NEW0846707021,72710,200SHPutDFND1000
BLACKSTONE GROUP L PCOM UNIT LTD09253U108702,100SHPutDFND1000
BEAZER HOMES USA INCCOM NEW07556Q88127420,000SHPutDFND1000
CITIGROUP INCCOM NEW1729674244,02660,200SHPutDFND1000
CIT GROUP INCCOM NEW12558180151110,500SHPutDFND1000
CLEAN ENERGY FUELS CORPCOM184499101782308,100SHPutDFND1000
CLOVIS ONCOLOGY INCCOM1894641003,38936,200SHPutDFND1000
COMERICA INCCOM20034010710,304140,700SHPutDFND1000
CAPITAL ONE FINL CORPCOM14040H10585910,400SHPutDFND1000
CREDIT SUISSE GROUPSPONSORED ADR2254011081,31490,000SHPutDFND1000
EMERGENT BIOSOLUTIONS INCCOM29089Q1054,455131,400SHPutDFND1000
ENDO INTL PLCSHSG3040110648443,400SHPutDFND1000
EXACT SCIENCES CORPCOM30063P1056,819192,800SHPutDFND1000
EXELIXIS INCCOM30161Q1042,21690,000SHPutDFND1000
FORD MTR CO DELCOM PAR $0.013453708603,829342,200SHPutDFND1000
FLUIDIGM CORP DELCOM34385P1086015,000SHPutDFND1000
AMICUS THERAPEUTICS INCCOM03152W10920820,700SHPutDFND1000
GAIN CAP HLDGS INCCOM36268W1006310,200SHPutDFND1000
GILEAD SCIENCES INCCOM3755581031,41520,000SHPutDFND1000
GENERAL MTRS COCOM37045V1002,06759,200SHPutDFND1000
GOLDMAN SACHS GROUP INCCOM38141G1047,74434,900SHPutDFND1000
IAC INTERACTIVECORPCOM44919P5085,72955,500SHPutDFND1000
INTERCEPT PHARMACEUTICALS INCOM45845P1081,92515,900SHPutDFND1000
INTEGRATED DEVICE TECHNOLOGYCOM4581181061475,700SHPutDFND1000
IMMUNOGEN INCCOM45253H101172,500SHPutDFND1000
IMMUNOMEDICS INCCOM4529071082,112239,200SHPutDFND1000
INCYTE CORPCOM45337C1021,25910,000SHPutDFND1000
INTEL CORPCOM4581401002,53075,000SHPutDFND1000
IONIS PHARMACEUTICALS INCCOM4622221003,99878,600SHPutDFND1000
INPHI CORPCOM45772F1071715,000SHPutDFND1000
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10853228,200SHPutDFND1000
JPMORGAN CHASE & COCOM46625H10015,154165,800SHPutDFND1000
KERYX BIOPHARMACEUTICALS INCCOM49251510136150,000SHPutDFND1000
LILLY ELI & COCOM5324571082,05725,000SHPutDFND1000
MERRIMACK PHARMACEUTICALS INCOM5903281003427,500SHPutDFND1000
MEDICINES COCOM5846881052,40663,300SHPutDFND1000
METLIFE INCCOM59156R1084,39580,000SHPutDFND1000
MERCK & CO INCCOM58933Y10512,638197,200SHPutDFND1000
MORGAN STANLEYCOM NEW6174464483,03068,000SHPutDFND1000
MICRON TECHNOLOGY INCCOM59511210323,440785,000SHPutDFND1000
MAGNACHIP SEMICONDUCTOR CORPCOM55933J2031,238126,400SHPutDFND1000
MAXIM INTEGRATED PRODS INCCOM57772K1011,12225,000SHPutDFND1000
MYLAN N VSHS EURON594651091,43637,000SHPutDFND1000
NOVAVAX INCCOM670002104119,700SHPutDFND1000
NVIDIA CORPCOM67066G1045,79640,100SHPutDFND1000
OPKO HEALTH INCCOM68375N10324837,700SHPutDFND1000
OREXIGEN THERAPEUTICS INCCOM NEW6861643024615,900SHPutDFND1000
PDL BIOPHARMA INCCOM69329Y1047129,100SHPutDFND1000
PFIZER INCCOM7170811031,67950,000SHPutDFND1000
PROTALIX BIOTHERAPEUTICS INCCOM74365A101173207,100SHPutDFND1000
PNC FINL SVCS GROUP INCCOM6934751056,53052,300SHPutDFND1000
PRUDENTIAL FINL INCCOM7443201023,24430,000SHPutDFND1000
RAMBUS INC DELCOM750917106686,000SHPutDFND1000
SUCAMPO PHARMACEUTICALS INCCL A86490910641139,200SHPutDFND1000
SYNERGY PHARMACEUTICALS DELCOM NEW87163930832873,800SHPutDFND1000
SHIRE PLCSPONSORED ADR82481R1061,3888,400SHPutDFND1000
SPECTRUM PHARMACEUTICALS INCCOM84763A1080100SHPutDFND1000
SUNPOWER CORPCOM867652406606,500SHPutDFND1000
SUNTRUST BKS INCCOM8679141032,28040,200SHPutDFND1000
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR8816242097,295219,600SHPutDFND1000
TELIGENT INC NEWCOM87960W104222,500SHPutDFND1000
TESARO INCCOM8815691074473,200SHPutDFND1000
US BANCORP DELCOM NEW9029733042444,700SHPutDFND1000
VEECO INSTRS INC DELCOM9224171001144,100SHPutDFND1000
VALEANT PHARMACEUTICALS INTLCOM91911K1028,930516,200SHPutDFND1000
WELLS FARGO CO NEWCOM9497461017,657138,200SHPutDFND1000
CONCORDIA INTERNATIONAL CORPCOM20653P102107,000SHPutDFND1000
TESLA INCCOM88160R101247,847685,400SHPutDFND1000
BANK N S HALIFAXCOM0641491075,33388,700SHPutDFND1000
CDN IMPERIAL BK COMM TORONTOCOM1360691015,93273,100SHPutDFND1000
ROYAL BK CDA MONTREAL QUECOM78008710226,832370,000SHPutDFND1000
TORONTO DOMINION BK ONTCOM NEW8911605093,02260,000SHPutDFND1000
BALLARD PWR SYS INC NEWCOM058586108227,800SHPutDFND1000
ALTABA INCCOM021346101141,2932,593,500SHPutDFND1000
BARRICK GOLD CORPCOM0679011081,591100,000SHPutDFND1000
AK STL HLDG CORPCOM0015471083,924597,400SHPutDFND1000
AMERICAN TOWER CORP NEWCOM03027X1009136,900SHPutDFND1000
AMAZON COM INCCOM02313510618,10118,700SHPutDFND1000
ARCONIC INCCOM03965L10010,351457,000SHPutDFND1000
ALLEGHENY TECHNOLOGIES INCCOM01741R1021100SHPutDFND1000
BOEING COCOM0970231051,97710,000SHPutDFND1000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102122,963872,700SHPutDFND1000
BED BATH & BEYOND INCCOM0758961003,040100,000SHPutDFND1000
BELDEN INCCOM0774541063,13041,500SHPutDFND1000
BAIDU INCSPON ADR REP A0567521084,84727,100SHPutDFND1000
BLACK HILLS CORPCOM0921131096,747100,000SHPutDFND1000
B2GOLD CORPCOM11777Q20916759,700SHPutDFND1000
CHICAGO BRIDGE & IRON CO N VCOM16725010968434,700SHPutDFND1000
COEUR MNG INCCOM NEW192108504263,100SHPutDFND1000
CHESAPEAKE ENERGY CORPCOM1651671072,236450,000SHPutDFND1000
COBALT INTL ENERGY INCCOM NEW19075F3047229,400SHPutDFND1000
CLIFFS NAT RES INCCOM18683K1011,642237,300SHPutDFND1000
CALUMET SPECIALTY PRODS PTNRUT LTD PARTNER131476103491115,600SHPutDFND1000
COMCAST CORP NEWCL A20030N10197325,000SHPutDFND1000
CABOT OIL & GAS CORPCOM1270971032,25790,000SHPutDFND1000
CONNS INCCOM208242107472,500SHPutDFND1000
CONOCOPHILLIPSCOM20825C1041,31830,000SHPutDFND1000
COSTCO WHSL CORP NEWCOM22160K1053672,300SHPutDFND1000
COMSTOCK RES INCCOM205768302476,700SHPutDFND1000
CARRIAGE SVCS INCCOM143905107672,500SHPutDFND1000
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10028,772534,200SHPutDFND1000
CENVEO INCCOM NEW15670S4026811,200SHPutDFND1000
CVS HEALTH CORPCOM1266501001521,900SHPutDFND1000
CHEVRON CORP NEWCOM1667641005635,400SHPutDFND1000
CAESARS ENTMT CORPCOM1276861031,08090,000SHPutDFND1000
DOMINION ENERGY INCCOM25746U1096208,100SHPutDFND1000
DEUTSCHE BANK AGNAMEN AKTD181908982,008112,900SHPutDFND1000
DOLLAR GEN CORP NEWCOM256677105721,000SHPutDFND1000
DISH NETWORK CORPCL A25470M10974011,800SHPutDFND1000
DYNEGY INC NEW DELCOM26817R1082,959357,900SHPutDFND1000
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811071,40920,000SHPutDFND1000
GLOBAL EAGLE ENTMT INCCOM37951D10292,600SHPutDFND1000
EP ENERGY CORPCL A2687851028423,000SHPutDFND1000
ENSCO PLCSHS CLASS AG3157S1062,388462,900SHPutDFND1000
EXPEDIA INC DELCOM NEW30212P3031,3409,000SHPutDFND1000
FACEBOOK INCCL A30303M1021,87212,400SHPutDFND1000
FREEPORT-MCMORAN INCCL B35671D8572,806233,700SHPutDFND1000
FIREEYE INCCOM31816Q10176050,000SHPutDFND1000
GENERAL ELECTRIC COCOM3696041036,482240,000SHPutDFND1000
GRIFFON CORPCOM398433102653,000SHPutDFND1000
GENERAL MLS INCCOM3703341042,38243,000SHPutDFND1000
GNC HLDGS INCCOM CL A36191G10719623,300SHPutDFND1000
GOGO INCCOM38046C1093,794329,100SHPutDFND1000
GREEN PLAINS INCCOM3932221041025,000SHPutDFND1000
GOPRO INCCL A38268T103202,500SHPutDFND1000
GAP INC DELCOM3647601083,188145,000SHPutDFND1000
GRAN TIERRA ENERGY INCCOM38500T1017333,000SHPutDFND1000
HALLIBURTON COCOM4062161011,29830,400SHPutDFND1000
HI-CRUSH PARTNERS LPCOM UNIT LTD42833710921720,000SHPutDFND1000
HOME DEPOT INCCOM4370761024,98532,500SHPutDFND1000
HESS CORPCOM42809H1071,34630,700SHPutDFND1000
HALCON RES CORPCOM PAR NEW40537Q60522750,100SHPutDFND1000
HERBALIFE LTDCOM USD SHSG4412G10117,083239,500SHPutDFND1000
HORNBECK OFFSHORE SVCS INC NCOM440543106528186,900SHPutDFND1000
HUNTSMAN CORPCOM4470111072,584100,000SHPutDFND1000
ICONIX BRAND GROUP INCCOM45105510717024,700SHPutDFND1000
INFOSYS LTDSPONSORED ADR4567881089,732648,000SHPutDFND1000
ION GEOPHYSICAL CORPCOM NEW46204420714734,000SHPutDFND1000
INTL PAPER COCOM46014610312,624223,000SHPutDFND1000
JAKKS PAC INCCOM47012E1067418,600SHPutDFND1000
J2 GLOBAL INCCOM48123V10251600SHPutDFND1000
PENNEY J C INCCOM7081601061,574338,600SHPutDFND1000
JD COM INCSPON ADR CL A47215P1065,647144,000SHPutDFND1000
NORDSTROM INCCOM6556641001,91340,000SHPutDFND1000
KEYW HLDG CORPCOM49372310034537,000SHPutDFND1000
KRAFT HEINZ COCOM5007541064,37651,100SHPutDFND1000
KINDER MORGAN INC DELCOM49456B1014,790250,000SHPutDFND1000
COCA COLA COCOM1912161002,08146,400SHPutDFND1000
KROGER COCOM5010441011,03344,300SHPutDFND1000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20752844,500SHPutDFND1000
LGI HOMES INCCOM50187T1061203,000SHPutDFND1000
CHENIERE ENERGY INCCOM NEW16411R2081,10522,700SHPutDFND1000
LAS VEGAS SANDS CORPCOM5178341071,25219,600SHPutDFND1000
MACYS INCCOM55616P1043,718160,000SHPutDFND1000
MOBILEYE N V AMSTELVEENORD SHSN514881171,06116,900SHPutDFND1000
MDC PARTNERS INCCL A SUB VTG552697104242,500SHPutDFND1000
MGM RESORTS INTERNATIONALCOM55295310165020,800SHPutDFND1000
MARATHON PETE CORPCOM56585A1026,855131,000SHPutDFND1000
MICROSOFT CORPCOM5949181043,94257,200SHPutDFND1000
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L2033,409150,000SHPutDFND1000
MANITOWOC INCCOM56357110811318,900SHPutDFND1000
NAVISTAR INTL CORP NEWCOM63934E108261,000SHPutDFND1000
NOBLE ENERGY INCCOM6550441052,26480,000SHPutDFND1000
NETFLIX INCCOM64110L1061,70311,400SHPutDFND1000
NEWPARK RES INCCOM PAR $.01NEW65171850432844,700SHPutDFND1000
NU SKIN ENTERPRISES INCCL A67018T1051,72827,500SHPutDFND1000
VANECK VECTORS ETF TROIL SVCS ETF92189F71814,874600,000SHPutDFND1000
OCCIDENTAL PETE CORP DELCOM6745991052,99350,000SHPutDFND1000
PALO ALTO NETWORKS INCCOM6974351051,2979,700SHPutDFND1000
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4081,518190,000SHPutDFND1000
PRICELINE GRP INCCOM NEW74150340323,75512,700SHPutDFND1000
POLARIS INDS INCCOM7310681025,53360,000SHPutDFND1000
RHCOM74967X1031,65125,600SHPutDFND1000
TRANSOCEAN LTDREG SHSH8817H10013,7471,670,400SHPutDFND1000
RALPH LAUREN CORPCL A7512121015757,800SHPutDFND1000
RANGE RES CORPCOM75281A10998442,500SHPutDFND1000
REXNORD CORP NEWCOM76169B1021,28155,100SHPutDFND1000
RAYONIER ADVANCED MATLS INCCOM75508B1042,400152,700SHPutDFND1000
STARBUCKS CORPCOM8552441095,72098,100SHPutDFND1000
SEADRILL LIMITEDSHSG7945E1051850,000SHPutDFND1000
FANG HLDGS LTDADR30711Y1023710,000SHPutDFND1000
SEARS HLDGS CORPCOM8123501062,029229,100SHPutDFND1000
SIGNET JEWELERS LIMITEDSHSG812761001,26420,000SHPutDFND1000
SCHLUMBERGER LTDCOM8068571084,88574,200SHPutDFND1000
SANCHEZ ENERGY CORPCOM79970Y105405,700SHPutDFND1000
SNAP INCCL A83304A1061,65693,200SHPutDFND1000
SPDR S&P 500 ETF TRTR UNIT78462F10374,837309,500SHPutDFND1000
STERICYCLE INCCOM8589121082,64834,700SHPutDFND1000
SILVER STD RES INCCOM82823L10694197,000SHPutDFND1000
SOUTHWESTERN ENERGY COCOM8454671092,819463,700SHPutDFND1000
TARGET CORPCOM87612E1064969,500SHPutDFND1000
TAILORED BRANDS INCCOM87403A107333,000SHPutDFND1000
TRIPADVISOR INCCOM8969452011,34035,100SHPutDFND1000
TYSON FOODS INCCL A9024941035018,000SHPutDFND1000
TWITTER INCCOM90184L1021,18666,400SHPutDFND1000
UNDER ARMOUR INCCL A9043111073,425157,400SHPutDFND1000
VISA INCCOM CL A92826C8393,80740,600SHPutDFND1000
VALE S AADR91912E1052,625300,000SHPutDFND1000
VEEVA SYS INCCL A COM9224751081222,000SHPutDFND1000
VIPSHOP HLDGS LTDSPONSORED ADR92763W1034,931467,400SHPutDFND1000
VALERO ENERGY CORP NEWCOM91913Y1006,746100,000SHPutDFND1000
WAYFAIR INCCL A94419L101841,100SHPutDFND1000
WALGREENS BOOTS ALLIANCE INCCOM9314271083,89949,800SHPutDFND1000
WORKDAY INCCL A98138H1015916,100SHPutDFND1000
WHOLE FOODS MKT INCCOM9668371066,207147,400SHPutDFND1000
WEATHERFORD INTL PLCORD SHSG488331005,7911,496,400SHPutDFND1000
LYON WILLIAM HOMESCL A NEW5520747009,656400,000SHPutDFND1000
WASTE MGMT INC DELCOM94106L1095,50175,000SHPutDFND1000
WPX ENERGY INCCOM98212B1036,466669,400SHPutDFND1000
WORLD WRESTLING ENTMT INCCL A98156Q1081487,300SHPutDFND1000
WYNN RESORTS LTDCOM9831341074,76135,500SHPutDFND1000
UNITED STATES STL CORP NEWCOM9129091084,957223,900SHPutDFND1000
SELECT SECTOR SPDR TRENERGY81369Y50624,306374,400SHPutDFND1000
EXXON MOBIL CORPCOM30231G1027188,900SHPutDFND1000
SPDR SERIES TRUSTS&P OILGAS EXP78464A7308,733273,600SHPutDFND1000
SPDR SERIES TRUSTS&P RETAIL ETF78464A7144,072100,000SHPutDFND1000
ZILLOW GROUP INCCL A98954M1013,02361,900SHPutDFND1000
ZYNGA INCCL A98986T108364100,000SHPutDFND1000
ULTRA PETROLEUM CORPCOM NEW903914208595,500SHPutDFND1000
WISDOMTREE TRJAPN HEDGE EQT97717W8512,60050,000SHPutDFND1000
ISHARES TRS&P 500 GRWT ETF46428730928,081205,200SHPutDFND1000
POWERSHARES QQQ TRUSTUNIT SER 173935A10412,09887,900SHPutDFND1000
ISHARES TR20 YR TR BD ETF46428743247,783381,900SHPutDFND1000
BLOCK H & R INCCOM09367110530910,000SHPutDFND1000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8862,59850,000SHPutDFND1000
F M C CORPCOM NEW3024913032,19130,000SHPutDFND1000
DIREXION SHS ETF TRBRZ BL 3X SH NEW25490K3151847,100SHPutDFND1000
DIREXION SHS ETF TRDLY EMG MK BL 3X25490K2817608,900SHPutDFND1000
ISHARES TRMSCI EMG MKT ETF4642872344,263103,000SHPutDFND1000
ISHARES TRMSCI EAFE ETF46428746513,568208,100SHPutDFND1000
DIREXION SHS ETF TRDLY ENRGY BULL3X25459W8887,788310,900SHPutDFND1000
ISHARESMSCI BRZ CAP ETF4642864005,121150,000SHPutDFND1000
DIREXION SHS ETF TRDLY FIN BULL NEW25459Y6941,03721,000SHPutDFND1000
SPDR INDEX SHS FDSEURO STOXX 5078463X20276519,900SHPutDFND1000
VANECK VECTORS ETF TRGOLD MINERS ETF92189F10625,5731,158,200SHPutDFND1000
VANECK VECTORS ETF TRJR GOLD MINERS E92189F7919,002269,700SHPutDFND1000
SPDR GOLD TRUSTGOLD SHS78463V10711,69599,100SHPutDFND1000
ISHARES TRRUSSELL 2000 ETF4642876552,95921,000SHPutDFND1000
ISHARES TRU.S. REAL ES ETF4642877397100SHPutDFND1000
DIREXION SHS ETF TRDAILY JR BULL 3X25460E8511,64788,500SHPutDFND1000
SPDR SERIES TRUSTS&P BK ETF78464A7972,17650,000SHPutDFND1000
SPDR SERIES TRUSTS&P REGL BKG78464A6986,039109,900SHPutDFND1000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1078,28926,100SHPutDFND1000
DIREXION SHS ETF TRDLY GOLD INDX 3X25460E84488329,200SHPutDFND1000
ISHARES SILVER TRUSTISHARES46428Q1091100SHPutDFND1000
DIREXION SHS ETF TRDRX S&P500BULL25459W86215,757461,700SHPutDFND1000
PROSHARES TRPSHS ULT S&P 50074347R10765,065727,400SHPutDFND1000
PROSHARES TR IISHT VIX ST TRM74347W627105,760655,800SHPutDFND1000
DIREXION SHS ETF TRDLY SMCAP BULL3X25459W847214,5143,847,800SHPutDFND1000
PROSHARES TRULTRAPRO QQQ74347X83184,114861,300SHPutDFND1000
DIREXION SHS ETF TRDAILY SM CAP BEA25490K52111700SHPutDFND1000
PROSHARES TRULTRPRO S&P50074347X86417,959172,900SHPutDFND1000
UNITED STATES OIL FUND LPUNITS91232N1082,546268,100SHPutDFND1000
PROSHARES TRULTRA FNCLS NEW74347X6331,55915,000SHPutDFND1000
BARCLAYS BK PLCIPATH S&P500 VIX06740Q2522,187171,400SHPutDFND1000
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6054,934200,000SHPutDFND1000
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y20911,885150,000SHPutDFND1000
HORIZON PHARMA PLCSHSG4617B10511810,000SHPutDFND1000
AMERICAN AIRLS GROUP INCCOM02376R10258311,600SHPutDFND1000
ABBOTT LABSCOM0028241003407,000SHPutDFND1000
AETNA INC NEWCOM00817Y1084,55430,000SHPutDFND1000
BLACKBERRY LTDCOM09228F10314114,200SHPutDFND1000
BECTON DICKINSON & COCOM0758871093,57018,300SHPutDFND1000
AVIS BUDGET GROUPCOM053774105682,500SHPutDFND1000
CIENA CORPCOM NEW1717793092,29491,700SHPutDFND1000
CISCO SYS INCCOM17275R1022,20670,500SHPutDFND1000
COMMUNITY HEALTH SYS INC NEWCOM20366810824624,700SHPutDFND1000
DELTA AIR LINES INC DELCOM NEW2473617021,88035,000SHPutDFND1000
DXC TECHNOLOGY COCOM23355L1067100SHPutDFND1000
ENDOLOGIX INCCOM29266S10610922,500SHPutDFND1000
HCA HEALTHCARE INCCOM40412C10188010,100SHPutDFND1000
HARMONIC INCCOM41316010217333,000SHPutDFND1000
INFINERA CORPORATIONCOM45667G10352849,500SHPutDFND1000
IRIDIUM COMMUNICATIONS INCCOM46269C102272,500SHPutDFND1000
MEDIDATA SOLUTIONS INCCOM58471A1057100SHPutDFND1000
NORFOLK SOUTHERN CORPCOM6558441081701,400SHPutDFND1000
OASIS PETE INC NEWCOM67421510820125,000SHPutDFND1000
QUALCOMM INCCOM7475251033,71067,200SHPutDFND1000
SPRINT CORPCOM SER 185207U105882107,500SHPutDFND1000
SPECTRANETICS CORPCOM84760C10764116,700SHPutDFND1000
AT&T INCCOM00206R10275420,000SHPutDFND1000
TENET HEALTHCARE CORPCOM NEW88033G4072,618135,400SHPutDFND1000
T MOBILE US INCCOM8725901041,48524,500SHPutDFND1000
UNITED CONTL HLDGS INCCOM91004710975210,000SHPutDFND1000
UNION PAC CORPCOM9078181082,72225,000SHPutDFND1000
UNITED PARCEL SERVICE INCCL B91131210655500SHPutDFND1000
HERTZ GLOBAL HLDGS INCCOM42806J1061,150100,000SHPutDFND1000
ISHARES S&P GSCI COMMODITY IUNIT BEN INT46428R10706SH DFND1600
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S105018SH DFND11800
ISHARES TRMSCI EMG MKT ETF4642872342536,129SH DFND16,12900
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285812,449304,908SH DFND1304,90800
ISHARESMSCI EURZONE ETF4642866082,48661,670SH DFND161,67000
ISHARES TREUROPE ETF4642878611,51734,236SH DFND134,23600
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF92204287411,407206,883SH DFND1206,88300
ISHARES TRCORE US AGGBD ET464287226440SH DFND14000
VANGUARD BD INDEX FD INCTOTAL BND MRKT921937835455SH DFND15500
ISHARES INCMSCI JPN ETF NEW46434G8227,404138,016SH DFND1138,01600
VANGUARD INTL EQUITY INDEX FFTSE PACIFIC ETF922042866741,137SH DFND11,13700
ISHARES TRU.S. REAL ES ETF4642877391692,122SH DFND12,12200
VANGUARD INDEX FDSREIT ETF9229085531,53118,402SH DFND118,40200
ISHARES TRS&P 500 GRWT ETF4642873095133,751SH DFND13,75100
ISHARES TRRUS 1000 GRW ETF4642876148,76773,663SH DFND173,66300
VANGUARD INDEX FDSGROWTH ETF9229087361,0288,099SH DFND18,09900
ISHARES TRS&P 500 VAL ETF4642874081791,706SH DFND11,70600
ISHARES TRRUS 1000 VAL ETF4642875981,62313,940SH DFND113,94000
VANGUARD INDEX FDSVALUE ETF9229087441,79518,596SH DFND118,59600
ISHARES TRRUS 2000 VAL ETF4642876302,41420,313SH DFND120,31300
ALLEGHENY TECHNOLOGIES INCNOTE 4.750% 7/001741RAG746,42932,578,000PRN DFND1000
BROADSOFT INCNOTE 1.000% 9/011133BAD437,03529,650,000PRN DFND1000
51JOB INCNOTE 3.250% 4/1316827AC826,35622,575,000PRN DFND1000
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550711,126445,049SH DFND1445,04900
CHERRY HILL MTG INVT CORPCOM1646511016,108330,739SH DFND1330,73900
CAPSTEAD MTG CORPCOM NO PAR14067E50611,8991,140,863SH DFND11,140,86300
CYS INVTS INCCOM12673A1085,072603,210SH DFND1603,21000
DYNEX CAP INCCOM NEW26817Q5063,709522,524SH DFND1522,52400
INVESCO MORTGAGE CAPITAL INCCOM46131B1007,733462,787SH DFND1462,78700
MTGE INVT CORPCOM55378A1059,383499,117SH DFND1499,11700
PENNYMAC MTG INVT TRCOM70931T1038,021438,599SH DFND1438,59900
RADIAN GROUP INCCOM7502361018,077494,045SH DFND1494,04500
SUTHERLAND ASSET MGMT CORP MCOM86933G1051,950131,360SH DFND1131,36000
TWO HBRS INVT CORPCOM90187B1014,029406,563SH DFND1406,56300
ADAMS DIVERSIFIED EQUITY FDCOM0062121044,024281,654SH DFND1281,65400
ADVENT CLAY CONV SEC INC FDCOM0076391078613,882SH DFND113,88200
ASA GOLD AND PRECIOUS MTLS LSHSG3156P1033,805325,508SH DFND1325,50800
BANCROFT FUND LTDCOM05969510688540,837SH DFND140,83700
BLACKROCK RES & COMM STRAT TSHS09257A108212,669SH DFND12,66900
BOULDER GROWTH & INCOME FD ICOM1015071011,741179,395SH DFND1179,39500
BLACKROCK SCIENCE & TECH TRSHS09258G10437216,755SH DFND116,75500
CENTRAL EUR RUSS & TURK FD ICOM15343610047021,479SH DFND121,47900
DIVERSIFIED REAL ASSET INC FCOM SHS25533B1081,59091,133SH DFND191,13300
WELLS FARGO UTILITIES AND HIWF UTILITIES INC94987E109131,046SH DFND11,04600
EATON VANCE TAX MNGED BUY WRCOM27828X10076146,431SH DFND146,43100
FIRST TR ENHANCED EQTY INC FCOM337318109352,400SH DFND12,40000
FIRST TRUST SPECIALTY FINANCCOM BEN INTR33733G109172,432SH DFND12,43200
SPROTT FOCUS TR INCCOM85208J10940655,209SH DFND155,20900
GENERAL AMERN INVS INCCOM3688021043,18892,827SH DFND192,82700
GABELLI GLB SML & MD CP VALCOM36249W10458347,205SH DFND147,20500
GAMCO NAT RES GOLD & INCOMESH BEN INT36465E10142863,440SH DFND163,44000
GUGGENHEIM ENHNCD EQTY INCMCOM40167B10035342,708SH DFND142,70800
HANCOCK JOHN INV TRUSTTAX ADV GLB SH41013P749616,395SH DFND16,39500
ABERDEEN INDONESIA FD INCCOM00305P10633444,041SH DFND144,04100
INDIA FD INCCOM4540891031,44453,580SH DFND153,58000
ISHARES TRGLB INFRASTR ETF4642883721,61036,617SH DFND136,61700
MORGAN STANLEY INDIA INVS FDCOM61745C1051,97661,052SH DFND161,05200
COHEN & STEERS GLOBAL INC BLCOM19248M10320921,977SH DFND121,97700
BROOKFIELD GLOBL LISTED INFRCOM SHS11273Q1091,558113,322SH DFND1113,32200
NEW IRELAND FUND INCCOM64567310455540,138SH DFND140,13800
JAPAN SMALLER CAPTLZTN FD INCOM47109U1041,475128,511SH DFND1128,51100
NUVEEN REAL ASSET INC & GROWCOM67074Y10554530,997SH DFND130,99700
LAZARD GLB TTL RET&INCM FD ICOM52106W10351531,500SH DFND131,50000
MORGAN STANLEY EMER MKTS FDCOM61744G1072,538157,208SH DFND1157,20800
MEXICO EQUITY & INCOME FDCOM59283410589578,382SH DFND178,38200
MEXICO FD INCCOM5928351022,193126,769SH DFND1126,76900
NEUBERGER BERMAN RE ES SEC FCOM64190A1032,717503,169SH DFND1503,16900
PUTMAN HIGH INCOME SEC FUNDSHS BEN INT746779107020SH DFND12000
SPROTT PHYSICAL GOLD TRUSTUNIT85207H10458858,133SH DFND158,13300
COHEN & STEERS TOTAL RETURNCOM19247R10347037,421SH DFND137,42100
ROYCE GLOBAL VALUE TR INCCOM78081T10479682,836SH DFND182,83600
RMR REAL ESTATE INCOME FUNDCOM76970B101873,999SH DFND13,99900
RIVERNORTH OPPRTUNITIES FD ICOM76881Y10937919,014SH DFND119,01400
ROYCE MICRO-CAP TR INCCOM78091510428933,443SH DFND133,44300
COHEN & STEERS QUALITY RLTYCOM19247L1061,24999,233SH DFND199,23300
ABERDEEN SINGAPORE FD INCCOM003244100736,668SH DFND16,66800
SWISS HELVETIA FD INCCOM87087510160247,437SH DFND147,43700
TEMPLETON DRAGON FD INCCOM88018T10196447,825SH DFND147,82500
TEKLA HEALTHCARE OPPORTUNITSHS8791051042,318126,401SH DFND1126,40100
TURKISH INVT FD INCCOM9001451031,127116,973SH DFND1116,97300
TAIWAN FD INCCOM8740361061,05853,464SH DFND153,46400
SELECT SECTOR SPDR TRENERGY81369Y50619,192295,640SH DFND1295,64000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8864107,900SH DFND17,90000
APOLLO SR FLOATING RATE FD ICOM03763610730418,044SH DFND118,04400
JPMORGAN CHASE & COALERIAN ML ETN46625H3652,14272,148SH DFND172,14800
ALLIANCEBERNSTEIN GBL HGH INCOM01879R10676559,133SH DFND159,13300
BLACKROCK FLOATING RATE INCOCOM0919411041107,935SH DFND17,93500
DEUTSCHE HIGH INCOME OPPORTCOM25158Y102463,106SH DFND13,10600
BLACKROCK DEBT STRAT FD INCCOM NEW09255R202048SH DFND14800
DUFF & PHELPS UTIL CORP BD TCOM26432K10821723,665SH DFND123,66500
EATON VANCE FLTG RATE INCOMCOM SHS BEN INT278284104291,786SH DFND11,78600
BLACKROCK ENHANCED GOVT FD ICOM09255K10842932,303SH DFND132,30300
WESTERN ASSET GLB HI INCOMECOM95766B10923923,792SH DFND123,79200
EATON VANCE SR INCOME TRSH BEN INT27826S10321732,775SH DFND132,77500
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910719216,564SH DFND116,56400
FIRST TR SR FLG RTE INCM FDCOM33733U10866449,943SH DFND149,94300
BLACKROCK FLOAT RATE OME STRCOM09255X10049134,900SH DFND134,90000
CURRENCYSHARES AUSTRALIAN DLAUSTRALIAN DOL23129U1017100SH DFND110000
PRUDENTIAL GLB SHT DUR HG YLCOM74433A10925817,419SH DFND117,41900
WESTERN ASSET HIGH INCM OPPCOM95766K10928055,389SH DFND155,38900
WESTERN ASSET HIGH INCM FD ICOM95766J10221930,574SH DFND130,57400
NEW AMER HIGH INCOME FD INCCOM NEW641876800747,849SH DFND17,84900
BLACKROCK CORPOR HI YLD FD ICOM09255P10751546,998SH DFND146,99800
MORGAN STANLEY TRUSTSINCOME SECS INC61745P874955,224SH DFND15,22400
PRUDENTIAL SHT DURATION HG YCOM74442F10787257,157SH DFND157,15700
NUVEEN HGH INC DEC18 TRGT TRCOM67075P103454,501SH DFND14,50100
NUVEEN HIGH INCOME NOVEMBERCOM67077N106282,823SH DFND12,82300
NUVEEN HIGH INCOME 2020 TARGCOM67075L10211411,369SH DFND111,36900
NUVEEN PFD & INCOME TERM FDCOM67075A1062018,189SH DFND18,18900
NUVEEN CR STRATEGIES INCM FDCOM SHS67073D10224328,241SH DFND128,24100
NUVEEN FLTNG RTE INCM OPP FDCOM SHS6706EN100131,178SH DFND11,17800
MADISON CVRED CALL & EQ STRCOM55743710016020,523SH DFND120,52300
MFS GOVT MKTS INCOME TRSH BEN INT55293910027154,279SH DFND154,27900
NEUBERGER BERMAN HGH YLD FDCOM64128C10680968,061SH DFND168,06100
PIONEER FLOATING RATE TRCOM72369J10229825,085SH DFND125,08500
PACHOLDER HIGH YIELD FD INCCOM69374210823830,016SH DFND130,01600
VOYA PRIME RATE TRSH BEN INT92913A10023042,895SH DFND142,89500
SALIENT MIDSTREAM & MLP FDSH BEN INT79471V105262,227SH DFND12,22700
SPECIAL OPPORTUNITIES FD INCCOM84741T1041278,406SH DFND18,40600
TEMPLETON EMERG MKTS INCOMECOM88019210977669,193SH DFND169,19300
TORTOISE PWR & ENERGY INFRASCOM89147X104422,000SH DFND12,00000
THL CR SR LN FDCOM87244R1037448SH DFND144800
INVESCO SR INCOME TRCOM46131H10721948,236SH DFND148,23600
WESTERN ASSET CLYM INFL SECCOM SH BEN INT95766Q10658251,590SH DFND151,59000
WESTERN ASSET CLYM INFL OPPCOM95766R10474067,202SH DFND167,20200
ALLIANCE CALIF MUN INCOME FDCOM01854610150737,037SH DFND137,03700
BLACKROCK MUNICIPAL BOND TRCOM09249H104201,313SH DFND11,31300
BLACKROCK NY MUN INCOME TR ICOM09249R1021127,517SH DFND17,51700
BLACKROCK CALIF MUN INCOME TSH BEN INT09248E10241228,676SH DFND128,67600
BLACKROCK INVT QUALITY MUN TCOM09247D105493,343SH DFND13,34300
BLACKROCK NJ MUNICIPAL BONDCOM09249A109946,339SH DFND16,33900
BLACKROCK NY MUNICIPAL BONDCOM09249P106211,493SH DFND11,49300
BLACKROCK NY MUNI INC QLTY TCOM09249U10522016,494SH DFND116,49400
BLACKROCK MD MUNICIPAL BONDCOM09249L105191,350SH DFND11,35000
MFS CALIF MUN FDCOM59318C10639133,552SH DFND133,55200
EATON VANCE CA MUNI INCOME TSH BEN INT27826F10186368,909SH DFND168,90900
DTF TAX-FREE INCOME INCCOM23334J107714,914SH DFND14,91400
EATON VANCE CALIF MUN BD FDCOM27828C10654245,527SH DFND145,52700
EATON VANCE OHIO MUNICIPAL BCOM27828L10622517,209SH DFND117,20900
EATON VANCE PA MUN BD FDCOM27828W102846,529SH DFND16,52900
EATON VANCE N J MUN BD FDCOM27828R10325019,342SH DFND119,34200
EATON VANCE NEW YORK MUN BDCOM27827Y10939431,600SH DFND131,60000
EATON VANCE NJ MUNI INCOME TSH BEN INT27826V10657146,961SH DFND146,96100
EATON VANCE CALIF MUN BD FDCOM27828A10057449,449SH DFND149,44900
EATON VANCE OH MUNI INCOME TSH BEN INT27826G109997,164SH DFND17,16400
EATON VANCE PA MUNI INCOME TSH BEN INT27826T1013320SH DFND132000
EATON VANCE NY MUNI INCOME TSH BEN INT27826W10459945,997SH DFND145,99700
EATON VANCE MASS MUN BD FDCOM27828K108011SH DFND11100
PIONEER MUN HIGH INCOME ADVCOM723762100584,972SH DFND14,97200
WESTERN ASSET MUN HI INCM FDCOM95766N103101,400SH DFND11,40000
PIONEER MUN HIGH INCOME TRCOM SHS72376310840433,376SH DFND133,37600
EATON VANCE MICH MUN BD FDCOM27828M104503,648SH DFND13,64800
EATON VANCE MA MUNI INCOME TSH BEN INT27826E104826,058SH DFND16,05800
BLACKROCK MUNI N Y INTER DURCOM09255F10943931,380SH DFND131,38000
BLACKROCK MUNIYIELD PA QLTYCOM09255G10714510,120SH DFND110,12000
BLACKROCK MUNIYIELD CALIF FDCOM09254M1054269SH DFND126900
NEUBERGER BERMAN NY INT MUNCOM64124K10275659,320SH DFND159,32000
NEUBERGER BERMAN CA INT MUNCOM64123C10145231,840SH DFND131,84000
NUVEEN NEW JERSEY MUN VALUECOM67070210915610,615SH DFND110,61500
NUVEEN VIRGINIA QLTY MUNCPLCOM67064R10226019,714SH DFND119,71400
NUVEEN PENNSYLVANIA QLT MUNCOM670972108554,184SH DFND14,18400
NUVEEN CONNECTICUT QLTY MUNCOM67060D10721917,750SH DFND117,75000
NUVEEN MICHIGAN QLT MUN INCCOM670979103564,118SH DFND14,11800
NUVEEN OHIO QLTY MUN INCOMECOM670980101191,327SH DFND11,32700
NUVEEN NEW JERSEY QULT MUN FCOM67069Y102131,000SH DFND11,00000
EATON VANCE N Y MUN BD FD IICOM27828T10935930,327SH DFND130,32700
PIMCO MUNICIPAL INCOME FDCOM72200R107302,207SH DFND12,20700
PIMCO NEW YORK MUN FD IICOM72200Y1021079,180SH DFND19,18000
PIMCO NEW YORK MUN INCM FD 1COM72201E105252,583SH DFND12,58300
INVESCO PA VALUE MUN INCOMECOM46132K10987470,773SH DFND170,77300
INVESCO TR INVT GRADE NY MUNCOM46131T10176255,740SH DFND155,74000
AMAG PHARMACEUTICALS INCNOTE 3.250% 6/000163UAD823,16224,100,000PRN DFND1000
ACORDA THERAPEUTICS INCNOTE 1.750% 6/100484MAA425,33929,555,000PRN DFND1000
ADVANCED MICRO DEVICES INCNOTE 2.125% 9/0007903BD8147,59084,516,000PRN DFND1000
ALBANY MOLECULAR RESH INCNOTE 2.250%11/1012423AB520,52114,367,000PRN DFND1000
AMERICAN INTL GROUP INC*W EXP 01/19/2020268741566,304299,959SH DFND1299,95900
ARRAY BIOPHARMA INCNOTE 3.000% 6/004269XAA328,08120,715,000PRN DFND1000
ASSOCIATED BANC CORP*W EXP 11/21/20104548711338565,285SH DFND165,28500
BANK AMER CORP*W EXP 10/28/2010605051531,4631,807,555SH DFND11,807,55500
BANK AMER CORP7.25%CNV PFD L060505682561447SH DFND144700
BLACK HILLS CORPUNIT 99/99/999909211312515,589211,035SH DFND1211,03500
BOSTON PRIVATE FINL HLDGS IN*W EXP 11/21/2011011191137,374798,372SH DFND1798,37200
B2GOLD CORPNOTE 3.250%10/011777QAB613,27812,686,000PRN DFND1000
CATHAY GEN BANCORP*W EXP 12/05/2011491501125,594320,604SH DFND1320,60400
COMERICA INC*W EXP 11/14/2012003401151312,982SH DFND12,98200
DOMINION ENERGY INCUNIT 99/99/999925746U8694,58195,193SH DFND195,19300
EGALET CORPNOTE 5.500% 4/028226BAB02,5875,450,000PRN DFND1000
EMERGENT BIOSOLUTIONS INCNOTE 2.875% 1/129089QAB133,15225,653,000PRN DFND1000
ENCORE CAP GROUP INCNOTE 3.000%11/2292554AD427,39921,267,000PRN DFND1000
ENCORE CAP GROUP INCNOTE 3.000% 7/0292554AF94,4984,201,000PRN DFND1000
ENCORE CAP GROUP INCNOTE 2.875% 3/1292554AH53,4643,645,000PRN DFND1000
ENVESTNET INCNOTE 1.750%12/129404KAA419,70920,059,000PRN DFND1000
ENVISION HEALTHCARE CORPPFD CNV 5.25% A129414D20938,931342,374SH DFND1342,37400
FLUIDIGM CORP DELNOTE 2.750% 2/034385PAA66,62510,495,000PRN DFND1000
GAIN CAP HLDGS INCNOTE 4.125%12/036268WAB67,8518,190,000PRN DFND1000
HARTFORD FINL SVCS GROUP INC*W EXP 06/26/2014165151201,44930,896SH DFND130,89600
IGI LABORATORIES INCNOTE 3.750%12/1449575AB516,41415,351,000PRN DFND1000
IMMUNOGEN INCNOTE 4.500% 7/045253HAB77,8364,258,000PRN DFND1000
IMMUNOMEDICS INCNOTE 4.750% 2/1452907AK418,30810,010,000PRN DFND1000
INPHI CORPNOTE 1.125%12/045772FAB354,14248,172,000PRN DFND1000
INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA641,43742,487,000PRN DFND1000
IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD041,49430,968,000PRN DFND1000
ISIS PHARMACEUTICALS INC DELNOTE 1.000%11/1464337AJ3101,89896,239,000PRN DFND1000
KEYW HLDG CORPNOTE 2.500% 7/1493723AA815,35015,900,000PRN DFND1000
LEXICON PHARMACEUTICALS INCNOTE 5.250%12/0528872AB025,58512,250,000PRN DFND1000
M & T BK CORP*W EXP 12/23/20155261F1127628,663SH DFND18,66300
MEDICINES CONOTE 2.500% 1/1584688AE561,72047,410,000PRN DFND1000
MEDICINES CONOTE 2.750% 7/1584688AG025,14224,000,000PRN DFND1000
MERRIMACK PHARMACEUTICALS INNOTE 4.500% 7/1590328AA86,1289,998,000PRN DFND1000
MICRON TECHNOLOGY INCNOTE 1.625% 2/1595112AU795,54035,052,000PRN DFND1000
MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV529,69210,791,000PRN DFND1000
NEVRO CORPNOTE 1.750% 6/064157FAA124,20922,625,000PRN DFND1000
NOVAVAX INCNOTE 3.750% 2/0670002AB012,21928,000,000PRN DFND1000
NUVASIVE INCNOTE 2.250% 3/1670704AG069,15650,000,000PRN DFND1000
PDL BIOPHARMA INCNOTE 2.750%12/069329YAG914,95816,700,000PRN DFND1000
PNC FINL SVCS GROUP INC*W EXP 12/31/2016934751213,04752,847SH DFND152,84700
PHOTRONICS INCNOTE 3.250% 4/0719405AK82,2572,000,000PRN DFND1000
PORTFOLIO RECOVERY ASSOCS INNOTE 3.000% 8/073640QAB117,60718,464,000PRN DFND1000
PROTALIX BIOTHERAPEUTICS INCNOTE 7.500%11/174365AAD34,3073,742,000PRN DFND1000
QUIDEL CORPNOTE 3.250%12/174838JAA919,28717,400,000PRN DFND1000
RAMBUS INC DELNOTE 1.125% 8/1750917AE62,6492,446,000PRN DFND1000
RAYONIER ADVANCED MATLS INCPFD CV SER A75508B20314,112120,047SH DFND1120,04700
SIGNATURE BK NEW YORK N Y*W EXP 12/12/20182669G1125474,809SH DFND14,80900
SILVER STD RES INCNOTE 2.875% 2/082823LAC019,69620,250,000PRN DFND1000
TERRAVIA HLDGS INCNOTE 5.000%10/083415TAC53,5079,241,000PRN DFND1000
SPECTRANETICS CORPMTNF 2.625% 6/084760CAA535,04725,897,000PRN DFND1000
SPECTRUM PHARMACEUTICALS INCNOTE 2.750%12/184763AAB410,50210,000,000PRN DFND1000
SUCAMPO PHARMACEUTICALS INCDBCV 3.250%12/1864909AA424,61725,196,000PRN DFND1000
SUNTRUST BKS INC*W EXP 11/14/2018679141115,026357,044SH DFND1357,04400
SUNTRUST BKS INC*W EXP 12/31/20186791412980134,633SH DFND134,63300
TCF FINL CORP*W EXP 11/14/2018722751287049,978SH DFND149,97800
TEXAS CAPITAL BANCSHARES INC*W EXP 01/16/20188224Q11532,432518,094SH DFND1518,09400
THERAVANCE INCNOTE 2.125% 1/188338TAB09591,051,000PRN DFND1000
THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA032,43624,020,000PRN DFND1000
VALLEY NATL BANCORP*W EXP 11/14/201919794131416,099SH DFND116,09900
WASHINGTON FED INC*W EXP 11/14/201938824117844,879SH DFND14,87900
WINTRUST FINL CORP*W EXP 12/19/20197650W1571001,863SH DFND11,86300
WRIGHT MED GROUP N VNOTE 2.250%11/198236JAB479,88756,645,000PRN DFND1000
ZIONS BANCORPORATION*W EXP 05/22/20298970111521,6001,770,698SH DFND11,770,69800
ZIONS BANCORPORATION*W EXP 11/14/2019897011313,880415,322SH DFND1415,32200
ABBVIE INCCOM00287Y10973910,201SH DFND110,20100
AXCELIS TECHNOLOGIES INCCOM NEW05454020825712,302SH DFND112,30200
AGROFRESH SOLUTIONS*W EXP 07/31/20200856G117150161,585SH DFND1161,58500
ALLY FINL INCCOM02005N100311,500SH DFND11,50000
ALEXION PHARMACEUTICALS INCCOM01535110942350SH DFND135000
AMBAC FINL GROUP INC*W EXP 04/30/20202313911657067,159SH DFND167,15900
ANI PHARMACEUTICALS INCCOM00182C103531,135SH DFND11,13500
BANK AMER CORPCOM0605051041727,123SH DFND17,12300
BANCO BRADESCO S ASP ADR PFD NEW05946030374387,500SH DFND187,50000
BEAZER HOMES USA INCCOM NEW07556Q881413,049SH DFND13,04900
CITIGROUP INCCOM NEW1729674247,009104,812SH DFND1104,81200
CELGENE CORPCOM1510201047145,500SH DFND15,50000
CLOVIS ONCOLOGY INCCOM1894641008989,600SH DFND19,60000
COMERICA INCCOM2003401072,61235,667SH DFND135,66700
CAPITAL ONE FINL CORPCOM14040H1051,68020,338SH DFND120,33800
CREDIT SUISSE GROUPSPONSORED ADR22540110877553,100SH DFND153,10000
CYPRESS SEMICONDUCTOR CORPCOM232806109916,700SH DFND16,70000
ENDO INTL PLCSHSG3040110663857,200SH DFND157,20000
EXACT SCIENCES CORPCOM30063P1058,980253,900SH DFND1253,90000
EXELIXIS INCCOM30161Q10427811,320SH DFND111,32000
FORD MTR CO DELCOM PAR $0.013453708601,930172,500SH DFND1172,50000
FIRST FINL BANCORP OH*W EXP 12/23/201320209117754,430SH DFND14,43000
GILEAD SCIENCES INCCOM3755581033044,300SH DFND14,30000
GOLDMAN SACHS GROUP INCCOM38141G1042761,246SH DFND11,24600
INCYTE CORPCOM45337C1022,01416,000SH DFND116,00000
INTEL CORPCOM4581401001,20735,790SH DFND135,79000
JPMORGAN CHASE & COCOM46625H1002,81730,823SH DFND130,82300
KERYX BIOPHARMACEUTICALS INCCOM49251510113719,000SH DFND119,00000
LINCOLN NATL CORP INDCOM53418710968510,148SH DFND110,14800
MICROCHIP TECHNOLOGY INCCOM5950171041,06113,750SH DFND113,75000
METLIFE INCCOM59156R1082,27941,492SH DFND141,49200
MERCK & CO INCCOM58933Y10511,131173,678SH DFND1173,67800
MAXIM INTEGRATED PRODS INCCOM57772K1012245,000SH DFND15,00000
MYLAN N VSHS EURON5946510974119,090SH DFND119,09000
NVIDIA CORPCOM67066G1041,2108,375SH DFND18,37500
NEWELL BRANDS INCCOM6512291062835,285SH DFND15,28500
OCWEN FINL CORPCOM NEW6757463091,197445,023SH DFND1445,02300
OREXIGEN THERAPEUTICS INCCOM NEW68616430282,800SH DFND12,80000
OTONOMY INCCOM68906L10562233,000SH DFND133,00000
PFIZER INCCOM71708110394728,200SH DFND128,20000
PLAYA HOTELS & RESORTS NVSHSN705441066568SH DFND156800
PPL CORPCOM69351T1061544,000SH DFND14,00000
PRUDENTIAL FINL INCCOM7443201021,68615,600SH DFND115,60000
SHIRE PLCSPONSORED ADR82481R1061,3057,900SH DFND17,90000
DEL TACO RESTAURANTS INC*W EXP 06/30/202245496112529135,863SH DFND1135,86300
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR8816242095,265158,492SH DFND1158,49200
HOSTESS BRANDS INC*W EXP 11/04/20244109J114323111,384SH DFND1111,38400
US BANCORP DELCOM NEW902973304831,600SH DFND11,60000
VERTEX PHARMACEUTICALS INCCOM92532F1003602,800SH DFND12,80000
VALEANT PHARMACEUTICALS INTLCOM91911K1026,405370,246SH DFND1370,24600
JUST ENERGY GROUP INCCOM48213W101163,200SH DFND13,20000
ARCONIC INCPFD CONV B SER 103965L3084,056113,247SH DFND1113,24700
T MOBILE US INCCONV PFD SER A87259020326,099264,888SH DFND1264,88800
VIRTUS INVT PARTNERS INCPFD CV SER D92828Q20819,408192,239SH DFND1192,23900
WPX ENERGY INCPFD SER A CV98212B20213,338284,154SH DFND1284,15400
FXCM INCNOTE 2.250% 6/1302693AB25,04512,052,000PRN DFND1000
RUBICON TECHNOLOGY INCCOM NEW78112T20631033,490SH DFND133,49000
TRAVELPORT WORLDWIDE LTDSHSG9019D10468049,449SH DFND149,44900
ULTRA PETROLEUM CORPCOM NEW9039142086,194570,876SH DFND1570,87600
CADENCE BANCORPORATIONCL A12739A10054725,000SH DFND125,00000
INVESCO LTDSHSG491BT10852715,000SH DFND115,00000
OWENS CORNING NEWCOM6907421013345,000SH DFND15,00000
DBX ETF TRDBXTR HAR CS 3002330518795202SH DFND120200
DBX ETF TRXTRAK MSCI JAPN233051507551,416SH DFND11,41600
WISDOMTREE TREMG MKTS SMCAP97717W2811072,346SH DFND12,34600
WISDOMTREE TRINTL SMCAP DIV97717W76051739SH DFND173900
VANECK VECTORS ETF TRJP MORGAN MKTS92189F49420210,737SH DFND110,73700
WISDOMTREE TRINDIA ERNGS FD97717W422361,477SH DFND11,47700
ISHARES INCMSCI RUS ETF NEW46434G7981786,204SH DFND16,20400
SCHWAB STRATEGIC TRSCHWB FDT INT SC808524748952,913SH DFND12,91300
ISHARES TRCHINA LG-CAP ETF464287184912,300SH DFND12,30000
ALPS ETF TRC&S GLOBL ETF00162Q10611260SH DFND126000
VANECK VECTORS ETF TRINDONESIA INDEX92189F833321,355SH DFND11,35500
ISHARESINDIA 50 ETF46428952933993SH DFND199300
ISHARESJP MORGAN EM ETF4642865171533,299SH DFND13,29900
ISHARES TRMSCI CHINA ETF46429B671362SH DFND16200
ISHARES TRU.S. PFD STK ETF4642886872807,157SH DFND17,15700
SPDR INDEX SHS FDSS&P RUSSIA ETF78463X558382,103SH DFND12,10300
ISHARES TRGLOBAL REIT ETF46434V64729611,654SH DFND111,65400
ISHARESMSCI JAPN SMCETF46428658261877SH DFND187700
ISHARES TRINTL DEVPPTY ETF46428842219514SH DFND151400
IBERIABANK CORPCOM4508281084,21351,700SH DFND151,70000
NXP SEMICONDUCTORS N VCOMN6596X1099,74789,056SH DFND189,05600
TEXAS INSTRS INCCOM8825081043,84650,000SH DFND150,00000
VOYA FINL INCCOM9290891003,24187,874SH DFND187,87400
WISDOMTREE INVTS INCCOM97717P10436235,684SH DFND135,68400
GRAN TIERRA ENERGY INCCOM38500T10111150,000SH DFND150,00000
ARLINGTON ASSET INVT CORPCL A NEW0413562051,575115,251SH DFND1115,25100
AMERICAN SUPERCONDUCTOR CORPSHS NEW030111207972210,423SH DFND1210,42300
CROSSROADS SYS INCCOM PAR22765D4072915,593SH DFND115,59300
GENIUS BRANDS INTL INCCOM PAR37229T3017421,696SH DFND121,69600
HYDROGENICS CORP NEWCOM NEW4488832071,810179,236SH DFND1179,23600
PROFIRE ENERGY INCCOM74316X101473364,585SH DFND1364,58500
QUEST RESOURCE HLDG CORPCOM NEW74836W2031,655684,192SH DFND1684,19200
ASTORIA FINL CORPCOM04626510446623,157SH DFND123,15700
AKORN INCCOM00972810655016,400SH DFND116,40000
CAPITAL BK FINL CORPCL A COM13979410158915,467SH DFND115,46700
CU BANCORP CALIFCOM1265341061,67646,389SH DFND146,38900
FIRST CMNTY FINL PARTNERS INCOM31985Q106201,568SH DFND11,56800
FIDELITY & GTY LIFECOM3157851051233,990SH DFND13,99000
FIRST SOUTH BANCORP INC VACOM33646W10023214,048SH DFND114,04800
GENWORTH FINL INCCOM CL A37247D106886235,258SH DFND1235,25800
SOUTHWEST BANCORP INC OKLACOM8447671033,660143,269SH DFND1143,26900
SCICLONE PHARMACEUTICALS INCCOM80862K1042,521229,207SH DFND1229,20700
SINOVAC BIOTECH LTDSHSP8696W10453278,870SH DFND178,87000
VWR CORPCOM91843L1035,748174,148SH DFND1174,14800
XENITH BANKSHARES INC NEWCOM NEW9841022022237,186SH DFND17,18600
XCERRA CORPCOM98400J1083,091316,461SH DFND1316,46100
SPDR GOLD TRUSTGOLD SHS78463V1075,88349,853SH DFND149,85300
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2095767,270SH DFND17,27000
VANECK VECTORS ETF TRGOLD MINERS ETF92189F1066,983316,292SH DFND1316,29200
AK STL CORPNOTE 5.000%11/1001546AP522,73715,338,000PRN DFND1000
ACCURAY INCDEBT 3.500% 2/0004397AF212,49411,500,000PRN DFND1000
BOTTOMLINE TECH DEL INCNOTE 1.500%12/0101388AA47,0797,000,000PRN DFND1000
CARRIAGE SVCS INCNOTE 2.750% 3/1143905AM920,18115,495,000PRN DFND1000
CHESAPEAKE ENERGY CORPPFD CONV1651678421282,390SH DFND12,39000
CTRIP COM INTL LTDNOTE 1.990% 7/022943FAH330,86525,261,000PRN DFND1000
DYNEGY INC NEW DEL*W EXP 10/02/20126817R116576,037SH DFND176,03700
DYNEGY INC NEW DEL*W EXP 02/02/20226817R157136623,145SH DFND1623,14500
DYNEGY INC NEW DELUNIT 07/01/2019126817R40540,941671,222SH DFND1671,22200
GREEN PLAINS INCNOTE 3.250%10/0393222AD637,18331,351,000PRN DFND1000
HERBALIFE LTDNOTE 2.000% 8/142703MAB961,93959,445,000PRN DFND1000
LAYNE CHRISTENSEN CONOTE 8.000% 5/0521050AD62,9032,750,000PRN DFND1000
MERCADOLIBRE INCNOTE 2.250% 7/058733RAB868,35133,725,000PRN DFND1000
MERITOR INCNOTE 7.875% 3/059001KAC440,35323,690,000PRN DFND1000
NEXTERA ENERGY INCUNIT 08/31/201865339F8463,01647,102SH DFND147,10200
PROOFPOINT INCNOTE 1.250%12/1743424AB980,79036,350,000PRN DFND1000
PROS HOLDINGS INCNOTE 2.000%12/074346YAB913,15312,365,000PRN DFND1000
QUANTUM CORPNOTE 4.500%11/1747906AJ4500500,000PRN DFND1000
RENEWABLE ENERGY GROUP INCMTNF 2.750% 6/175972AAA16155,000PRN DFND1000
RENEWABLE ENERGY GROUP INCNOTE 4.000% 6/175972AAC718,50913,577,000PRN DFND1000
SEACOR HOLDINGS INCNOTE 3.000%11/181170YAB513,24915,648,000PRN DFND1000
TYSON FOODS INCUNIT 99/99/99999024943011352,004SH DFND12,00400
UNISYS CORPNOTE 5.500% 3/0909214BS623,80715,620,000PRN DFND1000
VEECO INSTRS INC DELNOTE 2.700% 1/1922417AD235,55434,750,000PRN DFND1000
WEATHERFORD INTL LTDNOTE 5.875% 7/0947075AH020,23120,000,000PRN DFND1000
WHEELER REAL ESTATE INVT TRPFD CNV SER D963025606462,025SH DFND12,02500
ALCOA CORPCOM01387210654416,672SH DFND116,67200
ALTABA INCCOM021346101129,1172,370,000SH DFND12,370,00000
BARRICK GOLD CORPCOM06790110857936,400SH DFND136,40000
AES CORPCOM00130H105242,243SH DFND12,24300
AMGEN INCCOM03116210041240SH DFND124000
AMERICAN TOWER CORP NEWCOM03027X1004,28732,404SH DFND132,40400
AVON PRODS INCCOM05430310237197,868SH DFND197,86800
BED BATH & BEYOND INCCOM0758961002,24974,000SH DFND174,00000
BUNGE LIMITEDCOMG1696210534469SH DFND146900
BAIDU INCSPON ADR REP A0567521084912,746SH DFND12,74600
BP PLCSPONSORED ADR0556221041,61246,528SH DFND146,52800
BRISTOW GROUP INCCOM1103941032,016263,650SH DFND1263,65000
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082672,424SH DFND12,42400
CINCINNATI BELL INC NEWCOM NEW171871502693,537SH DFND13,53700
CHARTER COMMUNICATIONS INC NCL A16119P1083871,150SH DFND11,15000
CIT GROUP INCCOM NEW1255818019205SH DFND120500
CLIFFS NAT RES INCCOM18683K10122933,163SH DFND133,16300
CLEAN ENERGY FUELS CORPCOM18449910124696,930SH DFND196,93000
COMCAST CORP NEWCL A20030N10138910,000SH DFND110,00000
CABOT OIL & GAS CORPCOM1270971031,96878,490SH DFND178,49000
ROCKWELL COLLINS INCCOM7743411014554,334SH DFND14,33400
CONNS INCCOM20824210785844,960SH DFND144,96000
CONOCOPHILLIPSCOM20825C1043107,060SH DFND17,06000
CARRIZO OIL & GAS INCCOM1445771031569,000SH DFND19,00000
CVS HEALTH CORPCOM1266501001,04513,000SH DFND113,00000
TABLEAU SOFTWARE INCCL A87336U1051,32321,600SH DFND121,60000
DILLARDS INCCL A2540671011,44225,000SH DFND125,00000
DOLLAR GEN CORP NEWCOM2566771051361,900SH DFND11,90000
DENBURY RES INCCOM NEW247916208750490,300SH DFND1490,30000
DTE ENERGY COCOM2333311075014,742SH DFND14,74200
DEVON ENERGY CORP NEWCOM25179M1035,035157,500SH DFND1157,50000
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811074586,500SH DFND16,50000
EPR PPTYSCOM SH BEN INT26884U1091091,523SH DFND11,52300
EXELON CORPCOM30161N1013,07385,217SH DFND185,21700
FREEPORT-MCMORAN INCCL B35671D85783669,651SH DFND169,65100
FIREEYE INCCOM31816Q10118212,000SH DFND112,00000
GENERAL ELECTRIC COCOM3696041034,231156,676SH DFND1156,67600
GRIFFON CORPCOM39843310213637SH DFND163700
GENERAL MLS INCCOM3703341041,21321,900SH DFND121,90000
GOLAR LNG LTD BERMUDASHSG9456A10092841,750SH DFND141,75000
ALPHABET INCCAP STK CL C02079K1077,0887,800SH DFND17,80000
GOPRO INCCL A38268T1034572SH DFND157200
GAP INC DELCOM3647601081,02746,726SH DFND146,72600
GREAT PLAINS ENERGY INCCOM3911641001,89564,730SH DFND164,73000
WELLTOWER INCCOM95040Q1044656,219SH DFND16,21900
HOME DEPOT INCCOM4370761021,68310,972SH DFND110,97200
HESS CORPCOM42809H1073,12271,167SH DFND171,16700
HALCON RES CORPCOM PAR NEW40537Q60517338,200SH DFND138,20000
HARLEY DAVIDSON INCCOM41282210827500SH DFND150000
HERTZ GLOBAL HLDGS INCCOM42806J10690378,589SH DFND178,58900
HUBSPOT INCCOM4435731002864,358SH DFND14,35800
INTERNATIONAL BUSINESS MACHSCOM4592001012,39715,588SH DFND115,58800
INTEGRATED DEVICE TECHNOLOGYCOM458118106251,000SH DFND11,00000
INFOSYS LTDSPONSORED ADR4567881081,590105,900SH DFND1105,90000
JD COM INCSPON ADR CL A47215P1062,65667,732SH DFND167,73200
NORDSTROM INCCOM6556641001,43029,900SH DFND129,90000
KRAFT HEINZ COCOM5007541063,17137,038SH DFND137,03800
KINDER MORGAN INC DELCOM49456B1013,517183,590SH DFND1183,59000
COCA COLA COCOM1912161001,94743,420SH DFND143,42000
KROGER COCOM5010441011,03344,300SH DFND144,30000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B207221,865SH DFND11,86500
L BRANDS INCCOM5017971041,19022,100SH DFND122,10000
CHENIERE ENERGY INCCOM NEW16411R20879216,274SH DFND116,27400
LAS VEGAS SANDS CORPCOM5178341071,03216,164SH DFND116,16400
LEXINGTON REALTY TRUSTCOM529043101171,738SH DFND11,73800
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001211,438SH DFND11,43800
MACYS INCCOM55616P1041,82478,500SH DFND178,50000
MOBILEYE N V AMSTELVEENORD SHSN514881175,78292,078SH DFND192,07800
MDC PARTNERS INCCL A SUB VTG5526971041,442145,709SH DFND1145,70900
MGM RESORTS INTERNATIONALCOM5529531011093,500SH DFND13,50000
M/I HOMES INCCOM55305B1011404,921SH DFND14,92100
MARATHON PETE CORPCOM56585A10278715,050SH DFND115,05000
NAVISTAR INTL CORP NEWCOM63934E10839014,900SH DFND114,90000
NOBLE ENERGY INCCOM65504410586030,400SH DFND130,40000
NOBLE CORP PLCSHS USDG654311018022,100SH DFND122,10000
NIKE INCCL B6541061033,43958,300SH DFND158,30000
NRG ENERGY INCCOM NEW629377508291,700SH DFND11,70000
NU SKIN ENTERPRISES INCCL A67018T1054837,700SH DFND17,70000
VANECK VECTORS ETF TROIL SVCS ETF92189F7185,768232,711SH DFND1232,71100
ORACLE CORPCOM68389X1052,78255,500SH DFND155,50000
OVERSTOCK COM INC DELCOM69037010144527,345SH DFND127,34500
OCCIDENTAL PETE CORP DELCOM6745991053606,017SH DFND16,01700
PALO ALTO NETWORKS INCCOM6974351052,01915,091SH DFND115,09100
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V40810813,600SH DFND113,60000
PRICELINE GRP INCCOM NEW74150340316,9939,085SH DFND19,08500
PEPSICO INCCOM7134481081,44312,500SH DFND112,50000
RENT A CTR INC NEWCOM76009N1001,448123,627SH DFND1123,62700
TRANSOCEAN LTDREG SHSH8817H1001,274154,853SH DFND1154,85300
RALPH LAUREN CORPCL A7512121014506,100SH DFND16,10000
RPM INTL INCCOM74968510358610,750SH DFND110,75000
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220288568,637SH DFND168,63700
RANGE RES CORPCOM75281A10926511,475SH DFND111,47500
RUBY TUESDAY INCCOM7811821001,909949,780SH DFND1949,78000
REXNORD CORP NEWCOM76169B10223910,281SH DFND110,28100
STARBUCKS CORPCOM8552441097,510128,800SH DFND1128,80000
FANG HLDGS LTDADR30711Y10292,600SH DFND12,60000
SIGNET JEWELERS LIMITEDSHSG812761001,12717,826SH DFND117,82600
SCHLUMBERGER LTDCOM80685710884212,800SH DFND112,80000
SOUTHERN COCOM8425871073166,600SH DFND16,60000
STERICYCLE INCCOM8589121085,00265,541SH DFND165,54100
SENSATA TECHNOLOGIES HLDG NVSHSN7902X1062135,000SH DFND15,00000
STAMPS COM INCCOM NEW85285720077500SH DFND150000
STANLEY BLACK & DECKER INCCOM8545021012,74819,529SH DFND119,52900
TJX COS INC NEWCOM8725401095,01869,537SH DFND169,53700
TAILORED BRANDS INCCOM87403A1072,215198,541SH DFND1198,54100
TOTAL S ASPONSORED ADR89151E10959512,000SH DFND112,00000
TRIPADVISOR INCCOM89694520149613,000SH DFND113,00000
TETRA TECHNOLOGIES INC DELCOM88162F10526093,500SH DFND193,50000
TWITTER INCCOM90184L10233618,850SH DFND118,85000
TIME WARNER INCCOM NEW8873173033093,080SH DFND13,08000
UNITED CONTL HLDGS INCCOM9100471091,16115,434SH DFND115,43400
VISA INCCOM CL A92826C8395155,500SH DFND15,50000
VALE S AADR91912E10554262,000SH DFND162,00000
VEEVA SYS INCCL A COM9224751084006,532SH DFND16,53200
WEBMD HEALTH CORPCOM94770V10235600SH DFND160000
WORKDAY INCCL A98138H1012182,251SH DFND12,25100
WHOLE FOODS MKT INCCOM9668371062,93069,603SH DFND169,60300
WEATHERFORD INTL PLCORD SHSG488331006917,900SH DFND117,90000
WASTE MGMT INC DELCOM94106L1091,10015,000SH DFND115,00000
WPX ENERGY INCCOM98212B10385788,818SH DFND188,81800
UNITED STATES STL CORP NEWCOM9129091086300SH DFND130000
EXXON MOBIL CORPCOM30231G1021,53319,000SH DFND119,00000
YANDEX N VSHS CLASS AN9728410878730,000SH DFND130,00000
YY INCADS REPCOM CLA98426T10683514,400SH DFND114,40000
ZILLOW GROUP INCCL A98954M1011,77136,281SH DFND136,28100
ZYNGA INCCL A98986T10813136,000SH DFND136,00000
FRONTIER COMMUNICATIONS CORPPFD CONV SER-A35906A2074,366150,494SH DFND1150,49400
TERRAVIA HLDGS INCNOTE 6.000% 2/083415TAB73,2345,645,000PRN DFND1000
GOODRICH PETE CORPCOM PAR3824108431,431117,768SH DFND1117,76800
ENERGY XXI GULF COAST INCCOM29276K1015,856315,360SH DFND1315,36000
ATWOOD OCEANICS INCCOM0500951081,319161,887SH DFND1161,88700
PEABODY ENERGY CORP NEWCOM7045511002,06084,267SH DFND184,26700
INTERNATIONAL SEAWAYS INCCOMY4105310263529,335SH DFND129,33500
OVERSEAS SHIPHOLDING GROUP ICL A NEW69036R8634617,547SH DFND117,54700
NEWMONT MINING CORPCOM65163910648515,000SH DFND115,00000
WISDOMTREE TRJAPN HEDGE EQT97717W8511,04020,000SH DFND120,00000
INOVALON HLDGS INCCOM CL A45781D10113110,000SH DFND110,00000
PLAINS GP HLDGS L PLTD PARTNR INT A72651A20726110,000SH DFND110,00000
SELECT COMFORT CORPCOM81616X1031,06430,000SH DFND130,00000
TPI COMPOSITES INCCOM87266J10455430,000SH DFND130,00000
TEMPUR SEALY INTL INCCOM88023U10180015,000SH DFND115,00000
APPIAN CORPCL A03782L10163535,000SH DFND135,00000
CLOUDERA INCCOM18914U10040025,000SH DFND125,00000
DOVA PHARMACEUTICALS INCCOM25985T10255725,000SH DFND125,00000
EMERALD EXPOSITIONS EVENTS ICOM29103B10076635,000SH DFND135,00000
FLOOR & DECOR HLDGS INCCL A33975010158815,000SH DFND115,00000
CANADA GOOSE HOLDINGS INCSHS SUB VTG13508610669135,000SH DFND135,00000
NCS MULTISTAGE HLDGS INCCOM62887710262925,000SH DFND125,00000
OKTA INCCL A67929510545620,000SH DFND120,00000
KOHLS CORPCOM50025510458015,000SH DFND115,00000
AIR PRODS & CHEMS INCCOM0091581067,29651,000SH DFND151,00000
AXALTA COATING SYS LTDCOMG0750C10848015,000SH DFND115,00000
BALL CORPCOM05849810663315,000SH DFND115,00000
DU PONT E I DE NEMOURS & COCOM2635341092,71033,584SH DFND133,58400
DEERE & COCOM2441991058657,000SH DFND17,00000
DOVER CORPCOM2600031081,87923,435SH DFND123,43500
DOW CHEM COCOM2605431035,86693,012SH DFND193,01200
ECOLAB INCCOM2788651001,85814,000SH DFND114,00000
EASTMAN CHEM COCOM2774321001,04912,500SH DFND112,50000
F M C CORPCOM NEW3024913033,51548,127SH DFND148,12700
FORTIVE CORPCOM34959J1081,52024,000SH DFND124,00000
GENERAL DYNAMICS CORPCOM3695501085943,000SH DFND13,00000
INTL PAPER COCOM4601461038,491150,000SH DFND1150,00000
LOCKHEED MARTIN CORPCOM5398301091,2494,500SH DFND14,50000
MOHAWK INDS INCCOM6081901041,0874,500SH DFND14,50000
MARTIN MARIETTA MATLS INCCOM5732841062,67012,000SH DFND112,00000
3M COCOM88579Y1011,0405,000SH DFND15,00000
MONSANTO CO NEWCOM61166W1018,29570,087SH DFND170,08700
NUCOR CORPCOM6703461051,15720,000SH DFND120,00000
PACKAGING CORP AMERCOM6951561098918,000SH DFND18,00000
POOL CORPORATIONCOM73278L1054704,000SH DFND14,00000
PPG INDS INCCOM6935061071,09910,000SH DFND110,00000
PRAXAIR INCCOM74005P1042,38518,000SH DFND118,00000
ROCKWELL AUTOMATION INCCOM7739031095,48133,847SH DFND133,84700
RAYTHEON COCOM NEW7551115075,00531,000SH DFND131,00000
SEALED AIR CORP NEWCOM81211K1003588,000SH DFND18,00000
SHERWIN WILLIAMS COCOM8243481063,86011,000SH DFND111,00000
UNITED TECHNOLOGIES CORPCOM9130171091,46512,000SH DFND112,00000
VULCAN MATLS COCOM9291601092,53320,000SH DFND120,00000
WABTEC CORPCOM9297401082,28725,000SH DFND125,00000
XYLEM INCCOM98419M1003,60265,000SH DFND165,00000
AIR TRANSPORT SERVICES GRP ICOM00922R10587139,998SH DFND139,99800
ADVANCE AUTO PARTS INCCOM00751Y1061,74815,000SH DFND115,00000
ADIENT PLCORD SHSG0084W1016,23795,400SH DFND195,40000
AMERICAN OUTDOOR BRANDS CORPCOM02874P10344320,000SH DFND120,00000
ANADARKO PETE CORPCOM0325111071,61035,528SH DFND135,52800
AUTOZONE INCCOM0533321021,1402,000SH DFND12,00000
DELPHI AUTOMOTIVE PLCSHSG278231064,38250,000SH DFND150,00000
EAGLE MATERIALS INCCOM26969P1082,31025,000SH DFND125,00000
GRACO INCCOM3841091042,73225,000SH DFND125,00000
CORNING INCCOM2193501054,309143,400SH DFND1143,40000
L3 TECHNOLOGIES INCCOM5024131075,45232,635SH DFND132,63500
MAGNA INTL INCCOM5592224013,20669,214SH DFND169,21400
MRC GLOBAL INCCOM55345K1033,462209,580SH DFND1209,58000
MYR GROUP INC DELCOM55405W10493030,000SH DFND130,00000
ORBITAL ATK INCCOM68557N1032,95030,000SH DFND130,00000
PARSLEY ENERGY INCCL A70187710269325,000SH DFND125,00000
RICE ENERGY INCCOM7627601068,442317,047SH DFND1317,04700
SEMGROUP CORPCL A81663A1051,51756,216SH DFND156,21600
WESTLAKE CHEM CORPCOM9604131022,31735,000SH DFND135,00000
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DIREXION SHS ETF TRDLY EMG MK BL 3X25490K2812,25226,356SH DFND126,35600
ISHARESMSCI BRZ CAP ETF46428640042312,400SH DFND112,40000
DIREXION SHS ETF TRDAILY FINL BEAR25490K53912739SH DFND173900
SPDR INDEX SHS FDSEURO STOXX 5078463X20256514,700SH DFND114,70000
VANECK VECTORS ETF TRJR GOLD MINERS E92189F7916,864205,647SH DFND1205,64700
DIREXION SHS ETF TRDLY JR GOLD 3X25460E87754850SH DFND185000
DIREXION SHS ETF TRDAILY JR BULL 3X25460E8516366SH DFND136600
SPDR SERIES TRUSTS&P BK ETF78464A79747811,000SH DFND111,00000
PROSHARES TRULTSHRT QQQ74348A42664837,150SH DFND137,15000
POWERSHARES ETF TR IIS&P500 LOW VOL73937B779892,000SH DFND12,00000
PROSHARES TRPSHS ULT S&P 50074347R1072,67729,929SH DFND129,92900
DIREXION SHS ETF TRDLY SMCAP BULL3X25459W8472,97053,287SH DFND153,28700
DIREXION SHS ETF TRDAILY SM CAP BEA25490K5213,066187,433SH DFND1187,43300
PROSHARES TRULTRA FNCLS NEW74347X6333223,100SH DFND13,10000
SPDR SERIES TRUSTS&P BIOTECH78464A8701,13914,762SH DFND114,76200
SPDR SERIES TRUSTS&P HOMEBUILD78464A88866217,200SH DFND117,20000
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,17347,574SH DFND147,57400
ALLIANCE DATA SYSTEMS CORPCOM0185811083741,460SH DFND11,46000
AGRIUM INCCOM0089161082,11623,388SH DFND123,38800
AIRMEDIA GROUP INCSPONSORED ADR009411109412192,665SH DFND1192,66500
ARI NETWORK SVCS INCCOM NEW00193020538254,209SH DFND154,20900
CABELAS INCCOM1268043015,64595,009SH DFND195,00900
CARE CAP PPTYS INCCOM1416241062,868107,425SH DFND1107,42500
COMPASS MINERALS INTL INCCOM20451N101811,252SH DFND11,25200
COTY INCCOM CL A222070203271,475SH DFND11,47500
COVISINT CORPCOM22357R1032811,563SH DFND111,56300
DELTA NAT GAS INCCOM2477481061805,919SH DFND15,91900
GAS NAT INCCOM3672041041,12587,055SH DFND187,05500
ENBRIDGE INCCOM29250N10543811,008SH DFND111,00800
ENERNOC INCCOM29276410766285,479SH DFND185,47900
FELCOR LODGING TR INCCOM31430F10170898,287SH DFND198,28700
FORESTAR GROUP INCCOM3462331091,53389,401SH DFND189,40100
TERRAFORM GLOBAL INCCL A88104M1011,964389,007SH DFND1389,00700
KATE SPADE & COCOM4858651092,874155,463SH DFND1155,46300
KIMBERLY CLARK CORPCOM4943681033222,500SH DFND12,50000
MONEYGRAM INTL INCCOM NEW60935Y2082,610151,305SH DFND1151,30500
NORD ANGLIA EDUCATION INCSHSG6583A1023,473106,647SH DFND1106,64700
NEUSTAR INCCL A64126X2018,796263,755SH DFND1263,75500
PROCTER AND GAMBLE COCOM7427181091862,142SH DFND12,14200
PHILIP MORRIS INTL INCCOM7181721091401,200SH DFND11,20000
QEP RES INCCOM74733V100353,500SH DFND13,50000
RITE AID CORPCOM76775410417659,771SH DFND159,77100
REYNOLDS AMERICAN INCCOM7617131065,58485,862SH DFND185,86200
RLJ LODGING TRCOM74965L1013,195160,843SH DFND1160,84300
SANDERSON FARMS INCCOM8000131041151,000SH DFND11,00000
SYNCHRONOSS TECHNOLOGIES INCCOM87157B103563,447SH DFND13,44700
SUNCOR ENERGY INC NEWCOM867224107672,310SH DFND12,31000
TRIBUNE MEDIA COCL A8960475033,88695,328SH DFND195,32800
WGL HLDGS INCCOM92924F1063,04336,474SH DFND136,47400
WESTAR ENERGY INCCOM95709T1001853,500SH DFND13,50000
APARTMENT INVT & MGMT COCL A03748R1012,42756,488SH DFND156,48800
CAMDEN PPTY TRSH BEN INT1331311026807,955SH DFND17,95500
EQUITY RESIDENTIALSH BEN INT29476L1071091,656SH DFND11,65600
INVITATION HOMES INCCOM46187W10780737,325SH DFND137,32500
HCP INCCOM40414L1091,01231,680SH DFND131,68000
HEALTHCARE RLTY TRCOM4219461041654,854SH DFND14,85400
DIAMONDROCK HOSPITALITY COCOM2527843011,07598,200SH DFND198,20000
HOST HOTELS & RESORTS INCCOM44107P1041,04457,178SH DFND157,17800
DCT INDUSTRIAL TRUST INCCOM NEW2331532044388,211SH DFND18,21100
DUKE REALTY CORPCOM NEW2644115052,23880,083SH DFND180,08300
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031,83964,287SH DFND164,28700
LIBERTY PPTY TRSH BEN INT5311721042,09051,351SH DFND151,35100
CUBESMARTCOM2296631091,89278,718SH DFND178,71800
EDUCATION RLTY TR INCCOM NEW28140H20351713,357SH DFND113,35700
NATIONAL RETAIL PPTYS INCCOM637417106411,058SH DFND11,05800
PUBLIC STORAGECOM74460D10940193SH DFND119300
SPIRIT RLTY CAP INC NEWCOM84860W1021,661224,223SH DFND1224,22300
STORE CAP CORPCOM862121100703,151SH DFND13,15100
SUN CMNTYS INCCOM8666741041651,884SH DFND11,88400
BOSTON PROPERTIES INCCOM10112110182671SH DFND167100
MACK CALI RLTY CORPCOM5544891041,83967,763SH DFND167,76300
DOUGLAS EMMETT INCCOM25960P1092366,177SH DFND16,17700
PIEDMONT OFFICE REALTY TR INCOM CL A7201902061,16955,471SH DFND155,47100
PARAMOUNT GROUP INCCOM69924R10846228,923SH DFND128,92300
VORNADO RLTY TRSH BEN INT9290421096156,550SH DFND16,55000
WASHINGTON REAL ESTATE INVTSH BEN INT939653101381,195SH DFND11,19500
AMERICAN ASSETS TR INCCOM02401310450812,903SH DFND112,90300
BRIXMOR PPTY GROUP INCCOM11120U1051,04358,367SH DFND158,36700
DDR CORPCOM23317H10260366,543SH DFND166,54300
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021073,349295,859SH DFND1295,85900
REGENCY CTRS CORPCOM758849103701,131SH DFND11,13100
RETAIL PPTYS AMER INCCL A76131V20214411,857SH DFND111,85700
TANGER FACTORY OUTLET CTRS ICOM8754651062,06979,669SH DFND179,66900
TAUBMAN CTRS INCCOM87666410394515,879SH DFND115,87900
URBAN EDGE PPTYSCOM91704F1041,78775,322SH DFND175,32200
CURRENCYSHS BRIT POUND STERBRIT POUND STE23129S1067,10156,000SH DFND156,00000
BECTON DICKINSON & COPFD SHS CONV A07588720825,697470,598SH DFND1470,59800
CALAMP CORPNOTE 1.625% 5/1128126AB58,8888,698,000PRN DFND1000
CIENA CORPDEBT 4.000%12/1171779AK716,27911,500,000PRN DFND1000
HARMONIC INCNOTE 4.000%12/0413160AB810,9519,565,000PRN DFND1000
INSULET CORPNOTE 2.000% 6/145784PAD33,4992,871,000PRN DFND1000
INVACARE CORPNOTE 5.000% 2/1461203AF89,9129,200,000PRN DFND1000
MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB16,4294,600,000PRN DFND1000
TESLA INCNOTE 2.375% 3/188160RAD374,78659,500,000PRN DFND1000
GLOBAL EAGLE ENTMT INCCOM37951D10208SH DFND1800
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ZILLOW GROUP INCCL C CAP STK98954M2001493,046SH DFND13,04600
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