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
ADVANCED MICRO DEVICES INCCOM0079031072,39652,700SHCallDFND1000
APHRIA INCCOM03765K104144,900SHCallDFND1000
ENCORE CAP GROUP INCCOM2925541021165,000SHCallDFND1000
ENDO INTL PLCSHSG3040110618550,100SHCallDFND1000
INTERCEPT PHARMACEUTICALS INCOM45845P1081252,000SHCallDFND1000
MAGNOLIA OIL & GAS CORPCL A55966310915438,500SHCallDFND1000
INVITAE CORPCOM46185L10371352,200SHCallDFND1000
AVANTOR INCCOM05352A100927,400SHCallDFND1000
BILIBILI INCSPONS ADS REP Z09004010627611,800SHCallDFND1000
PEABODY ENERGY CORP NEWCOM704551100420144,900SHCallDFND1000
CBL & ASSOC PPTYS INCCOM124830100317,500SHCallDFND1000
CLEVELAND CLIFFS INCCOM18589910134386,900SHCallDFND1000
COUPA SOFTWARE INCCOM22266L1062091,500SHCallDFND1000
FIREEYE INCCOM31816Q10131129,400SHCallDFND1000
GULFPORT ENERGY CORPCOM NEW402635304410,000SHCallDFND1000
WARRIOR MET COAL INCCOM93627C101101,000SHCallDFND1000
HERBALIFE NUTRITION LTDCOM SHSG4412G10181628,000SHCallDFND1000
PENNEY J C CORP INCCOM708160106720,900SHCallDFND1000
MOMO INCADR60879B10765030,000SHCallDFND1000
NIO INCSPON ADS62914V10615254,700SHCallDFND1000
PYXUS INTL INCCOM74737V10630598,100SHCallDFND1000
TAILORED BRANDS INCCOM87403A10716897,000SHCallDFND1000
TESLA INCCOM88160R101366700SHCallDFND1000
TWITTER INCCOM90184L10278331,900SHCallDFND1000
WHITING PETE CORP NEWCOM NEW96638740988131,800SHCallDFND1000
ZILLOW GROUP INCCL C CAP STK98954M2002,82078,300SHCallDFND1000
ISHARES TRRUSSELL 2000 ETF464287655143,8181,256,500SHCallDFND1000
PROSHARES TRULTRAPRO QQQ74347X83150,2451,054,700SHCallDFND1000
BP PLCSPONSORED ADR0556221044,878200,000SHCallDFND1000
SPDR GOLD TRUSTGOLD SHS78463V10729,610200,000SHCallDFND1000
ISHARES TR20 YR TR BD ETF46428743238,108231,000SHCallDFND1000
SPDR SER TRS&P HOMEBUILD78464A8887,992268,300SHCallDFND1000
COLFAX CORPCOM194014106392,000SHCallDFND1000
CHANGE HEALTHCARE INCCOM15912K10039940,000SHCallDFND1000
DOMINION ENERGY INCCOM25746U1095778,000SHCallDFND1000
SOUTH JERSEY INDS INCCOM83851810839015,600SHCallDFND1000
SEMPRA ENERGYCOM8168511092,03318,000SHCallDFND1000
STANLEY BLACK & DECKER INCCOM8545021011,95019,500SHCallDFND1000
ASSURANT INCCOM04621X1081041,000SHCallDFND1000
CROWN CASTLE INTL CORP NEWCOM22822V1012882,000SHCallDFND1000
CENTERPOINT ENERGY INCCOM15189T10729819,300SHCallDFND1000
ENERGIZER HLDGS INC NEWCOM29272W10931710,500SHCallDFND1000
FORTIVE CORPCOM34959J1082,39543,400SHCallDFND1000
AVIS BUDGET GROUPCOM053774105554,000SHCallDFND1000
RINGCENTRAL INCCL A76680R2064232,000SHCallDFND1000
DIREXION SHS ETF TRDLY ENRGY BULL3X25460G60932533,400SHCallDFND1000
ISHARES TRIBOXX HI YD ETF4642885132313,000SHCallDFND1000
SPDR SER TRBLOOMBERG BRCLYS78468R622941,000SHCallDFND1000
PROSHARES TRULTSHRT QQQ74347B2431,31656,700SHCallDFND1000
PROSHARES TRPSHS ULTRA QQQ74347R2064124,600SHCallDFND1000
INVESCO QQQ TRUNIT SER 146090E10338,765203,600SHCallDFND1000
PROSHARES TRULTRASHRT S&P50074347B38313,632447,700SHCallDFND1000
DIREXION SHS ETF TRDRX S&P500BULL25459W86211,673448,100SHCallDFND1000
DIREXION SHS ETF TRDLY S&P500 BR 3X25460E8857,440466,800SHCallDFND1000
PROSHARES TRULTRAPRO SHORT S74347B2682100SHCallDFND1000
SPDR S&P 500 ETF TRTR UNIT78462F103212,978826,300SHCallDFND1000
PROSHARES TRULTRAPRO SHT QQQ74347G4082,738140,700SHCallDFND1000
PROSHARES TRPSHS ULT S&P 50074347R1071511,700SHCallDFND1000
PROSHARES TR IISHT VIX ST TRM74347W13015,033484,800SHCallDFND1000
PROSHARES TRPSHS ULTSH 20YRS74347B2011579,800SHCallDFND1000
DIREXION SHS ETF TRDLY SMCAP BULL3X25459W8478,763529,500SHCallDFND1000
DIREXION SHS ETF TRDAILY SM CP BEAR25460E1251121,900SHCallDFND1000
PROSHARES TRULTRPRO S&P50074347X8649,689350,700SHCallDFND1000
PROSHARES TR IIULTRA VIX SHORT74347W1484,28073,100SHCallDFND1000
BARCLAYS BK PLCSHRT TRM ETN 4806746P6211,99843,200SHCallDFND1000
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,17056,200SHCallDFND1000
AMERICAN INTL GROUP INCCOM NEW02687478469828,800SHCallDFND1000
AURORA CANNABIS INCCOM05156X1081,0021,106,600SHPutDFND1000
ACORDA THERAPEUTICS INCCOM00484M10697104,200SHPutDFND1000
AERIE PHARMACEUTICALS INCCOM00771V10824418,100SHPutDFND1000
AMAG PHARMACEUTICALS INCCOM00163U1061,453235,200SHPutDFND1000
ADVANCED MICRO DEVICES INCCOM00790310752,3881,151,900SHPutDFND1000
APHRIA INCCOM03765K1044,9671,623,400SHPutDFND1000
ACCELERATE DIAGNOSTICS INCCOM00430H102425,100SHPutDFND1000
CLOVIS ONCOLOGY INCCOM1894641003,900613,300SHPutDFND1000
CURO GROUP HLDGS CORPCOM23131L10712123,000SHPutDFND1000
ENCORE CAP GROUP INCCOM2925541021,18050,500SHPutDFND1000
ENDO INTL PLCSHSG30401106226,000SHPutDFND1000
ENOVA INTL INCCOM29357K10344130,500SHPutDFND1000
EXACT SCIENCES CORPCOM30063P1051743,000SHPutDFND1000
FLEXION THERAPEUTICS INCCOM33938J1063500SHPutDFND1000
GAIN CAP HLDGS INCCOM36268W100587105,300SHPutDFND1000
INTERCEPT PHARMACEUTICALS INCOM45845P1086,868109,100SHPutDFND1000
ILLUMINA INCCOM4523271096822,500SHPutDFND1000
IMMUNOGEN INCCOM45253H1014413,100SHPutDFND1000
INOVIO PHARMACEUTICALS INCCOM NEW45773H20112216,400SHPutDFND1000
INNOVIVA INCCOM45781M10127723,600SHPutDFND1000
IONIS PHARMACEUTICALS INCCOM462222100851,800SHPutDFND1000
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X1081100SHPutDFND1000
LIGAND PHARMACEUTICALS INCCOM NEW53220K5042,61736,000SHPutDFND1000
LEXICON PHARMACEUTICALS INCCOM NEW5288723026433,200SHPutDFND1000
MAGNOLIA OIL & GAS CORPCL A559663109992248,000SHPutDFND1000
NOVAVAX INCCOM NEW67000240120014,800SHPutDFND1000
INVITAE CORPCOM46185L103241,800SHPutDFND1000
PRECIGEN INCCOM74017N105467137,600SHPutDFND1000
PRA GROUP INCCOM69354N10638513,900SHPutDFND1000
QORVO INCCOM74736K1011,15314,300SHPutDFND1000
RADIUS HEALTH INCCOM NEW75046920775257,900SHPutDFND1000
SMART GLOBAL HLDGS INCSHSG8232Y10121900SHPutDFND1000
SAREPTA THERAPEUTICS INCCOM8036071001,46715,000SHPutDFND1000
SUTTER ROCK CAP CORPCOM86944Q10024041,000SHPutDFND1000
SUPERNUS PHARMACEUTICALS INCCOM86845910848527,000SHPutDFND1000
THERAVANCE BIOPHARMA INCCOMG8807B1061,52065,800SHPutDFND1000
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS8816242095,828649,100SHPutDFND1000
TILRAY INCCOM CL 288688T1003,510510,300SHPutDFND1000
FIRST MAJESTIC SILVER CORPCOM32076V10317227,900SHPutDFND1000
HUDBAY MINERALS INCCOM443628102189100,000SHPutDFND1000
FORTY SEVEN INCCOM34983P1048779,200SHPutDFND1000
RA PHARMACEUTICALS INCCOM74933V1082254,700SHPutDFND1000
OKTA INCCL A6792951055,53845,300SHPutDFND1000
TWILIO INCCL A90138F1021,34215,000SHPutDFND1000
ADIENT PLCORD SHSG0084W1012,347258,800SHPutDFND1000
ALLISON TRANSMISSION HLDGS ICOM01973R10166520,400SHPutDFND1000
ANTERO RESOURCES CORPCOM03674X1065780,500SHPutDFND1000
ALLIANCE RES PARTNER L PUT LTD PART01877R1083110,000SHPutDFND1000
ARAMARKCOM03852U10664132,100SHPutDFND1000
ALTERYX INCCOM CL A02156B10347500SHPutDFND1000
BILIBILI INCSPONS ADS REP Z09004010621,555920,400SHPutDFND1000
PEABODY ENERGY CORP NEWCOM704551100904312,000SHPutDFND1000
BAOZUN INCSPONSORED ADR06684L1032,49589,300SHPutDFND1000
CARDTRONICS PLCSHS CL AG1991C1051,02749,100SHPutDFND1000
CBL & ASSOC PPTYS INCCOM124830100211,100SHPutDFND1000
CSI COMPRESSCO LPCOM UNIT12637A1031015,700SHPutDFND1000
CANOPY GROWTH CORPCOM1380351007,610527,800SHPutDFND1000
SEACOR HOLDINGS INCCOM81190410110400SHPutDFND1000
CLEVELAND CLIFFS INCCOM1858991014,5341,148,000SHPutDFND1000
CALUMET SPECIALTY PRODS PTNRUT LTD PARTNER131476103376358,900SHPutDFND1000
COUPA SOFTWARE INCCOM22266L1063,50725,100SHPutDFND1000
CARRIAGE SVCS INCCOM1439051071589,800SHPutDFND1000
CENOVUS ENERGY INCCOM15135U10919195,000SHPutDFND1000
CVR ENERGY INCCOM12662P10840424,500SHPutDFND1000
DISH NETWORK CORPORATIONCL A25470M10921,5771,079,400SHPutDFND1000
DENBURY RES INCCOM NEW247916208113617,300SHPutDFND1000
ENPHASE ENERGY INCCOM29355A10766520,600SHPutDFND1000
ETSY INCCOM29786A1061,01026,300SHPutDFND1000
EVOLENT HEALTH INCCL A30050B101723133,300SHPutDFND1000
FIREEYE INCCOM31816Q10185080,400SHPutDFND1000
FIVE9 INCCOM33830710138500SHPutDFND1000
GDS HLDGS LTDSPONSORED ADS36165L1087,269125,400SHPutDFND1000
GENESIS ENERGY L PUNIT LTD PARTN371927104725185,100SHPutDFND1000
GREAT LAKES DREDGE & DOCK COCOM390607109303,700SHPutDFND1000
GOGO INCCOM38046C109219103,700SHPutDFND1000
GULFPORT ENERGY CORPCOM NEW4026353044581,031,300SHPutDFND1000
GOPRO INCCL A38268T103722275,800SHPutDFND1000
GRUBHUB INCCOM4001101021,76343,300SHPutDFND1000
WARRIOR MET COAL INCCOM93627C1011,830172,400SHPutDFND1000
HERBALIFE NUTRITION LTDCOM SHSG4412G1017,018240,700SHPutDFND1000
IAC INTERACTIVECORPCOM44919P5089675,400SHPutDFND1000
IAMGOLD CORPCOM4509131086830,100SHPutDFND1000
IQIYI INCSPONSORED ADS46267X10841,2402,316,900SHPutDFND1000
PENNEY J C CORP INCCOM7081601067972,216,000SHPutDFND1000
KLX ENERGY SERVICS HOLDNGS ICOM48253L10601,200SHPutDFND1000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20769250,000SHPutDFND1000
LEIDOS HOLDINGS INCCOM52532710245500SHPutDFND1000
LIVEPERSON INCCOM53814610123610,400SHPutDFND1000
LIVE NATION ENTERTAINMENT INCOM5380341091,90041,800SHPutDFND1000
MATTEL INCCOM5770811023,152357,800SHPutDFND1000
MERCADOLIBRE INCCOM58733R1028301,700SHPutDFND1000
M/I HOMES INCCOM55305B101804,900SHPutDFND1000
MICHAELS COS INCCOM59408Q10642,500SHPutDFND1000
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT573331105156141,900SHPutDFND1000
MOMO INCADR60879B10716,991783,400SHPutDFND1000
MANITOWOC CO INCCOM NEW563571405364,300SHPutDFND1000
NETFLIX INCCOM64110L1061,9525,200SHPutDFND1000
NIO INCSPON ADS62914V10610,1003,633,100SHPutDFND1000
NATURAL RESOURCE PARTNERS LCOM UNIT LTD PAR63900P608393,200SHPutDFND1000
NATURA &CO HLDG S AADS63884N108984100,000SHPutDFND1000
NUTANIX INCCL A67059N1081,11870,800SHPutDFND1000
OIL STS INTL INCCOM6780261053416,900SHPutDFND1000
OVINTIV INCCOM69047Q10221,000SHPutDFND1000
PATRICK INDS INCCOM7033431032100SHPutDFND1000
PDC ENERGY INCCOM69327R10111618,800SHPutDFND1000
PARSLEY ENERGY INCCL A70187710228149,200SHPutDFND1000
PRETIUM RES INCCOM74139C1021,152203,300SHPutDFND1000
PYXUS INTL INCCOM74737V1062,608838,800SHPutDFND1000
QUDIAN INCADR7477981069553,200SHPutDFND1000
Q2 HLDGS INCCOM74736L1091061,800SHPutDFND1000
REDFIN CORPCOM75737F1081,924124,800SHPutDFND1000
RHCOM74967X1035,02350,000SHPutDFND1000
TRANSOCEAN LTDREG SHSH8817H100635548,200SHPutDFND1000
SEA LTDSPONSORED ADS81141R10045,2401,021,000SHPutDFND1000
SEALED AIR CORP NEWCOM81211K100241,000SHPutDFND1000
SILGAN HOLDINGS INCCOM82704810929010,000SHPutDFND1000
SM ENERGY COCOM78454L100122100,000SHPutDFND1000
SQUARE INCCL A8522341035,18599,000SHPutDFND1000
SSR MNG INCCOM784730103222,000SHPutDFND1000
SCORPIO TANKERS INCSHSY7542C1302,082108,900SHPutDFND1000
TRIP COM GROUP LTDADS89677Q1073,517150,000SHPutDFND1000
TIDEWATER INC NEWCOM88642R10915822,400SHPutDFND1000
TRIUMPH GROUP INC NEWCOM896818101253,700SHPutDFND1000
TEAM INCCOM8781551006610,300SHPutDFND1000
TALEND S AADS8742242071125,000SHPutDFND1000
TAYLOR MORRISON HOME CORPCOM87724P106797,200SHPutDFND1000
TIMKENSTEEL CORPCOM88739910326983,500SHPutDFND1000
TUTOR PERINI CORPCOM90110910827841,500SHPutDFND1000
TABULA RASA HEALTHCARE INCCOM873379101731,400SHPutDFND1000
TRIMAS CORPCOM NEW89621520923310,100SHPutDFND1000
TESLA INCCOM88160R10133,64064,200SHPutDFND1000
TITAN INTL INC ILLCOM88830M1024025,900SHPutDFND1000
TWITTER INCCOM90184L1021,33654,400SHPutDFND1000
UNISYS CORPCOM NEW9092143064400SHPutDFND1000
UNITI GROUP INCCOM91325V10818230,300SHPutDFND1000
VALARIS PLCSHS CLASS AG9402V1091,3683,040,200SHPutDFND1000
VECTOR GROUP LTDCOM92240M1081,475156,600SHPutDFND1000
VICI PPTYS INCCOM925652109412,500SHPutDFND1000
VEONEER INCORPORATEDCOM92336X109969132,400SHPutDFND1000
VENATOR MATLS PLCSHSG9329Z10011,000SHPutDFND1000
WAYFAIR INCCL A94419L10113,878259,700SHPutDFND1000
WEIBO CORPSPONSORED ADR9485961011,32740,100SHPutDFND1000
WHITING PETE CORP NEWCOM NEW966387409167250,500SHPutDFND1000
W & T OFFSHORE INCCOM92922P106173101,900SHPutDFND1000
UNITED STATES STL CORP NEWCOM9129091081,527242,100SHPutDFND1000
XEROX HOLDINGS CORPCOM NEW98421M1062,000105,600SHPutDFND1000
JOYY INCADS REPSTG COM A46591M10910,753201,900SHPutDFND1000
ZILLOW GROUP INCCL C CAP STK98954M20017,754492,900SHPutDFND1000
ZENDESK INCCOM98936J1014807,500SHPutDFND1000
ZYNGA INCCL A98986T10835451,800SHPutDFND1000
ISHARES TRRUSSELL 2000 ETF464287655107,042935,200SHPutDFND1000
ISHARES INCMSCI HONG KG ETF4642868716,975349,800SHPutDFND1000
ISHARES INCMSCI JPN ETF NEW46434G8222,46950,000SHPutDFND1000
ISHARES TR20 YR TR BD ETF46428743256,287341,200SHPutDFND1000
BARCLAYS BK PLCSHRT TRM ETN 4806746P62130,686663,500SHPutDFND1000
CHANGE HEALTHCARE INCCOM15912K10014614,700SHPutDFND1000
DOMINION ENERGY INCCOM25746U1095,50876,300SHPutDFND1000
NEXTERA ENERGY INCCOM65339F1013,00712,500SHPutDFND1000
SOUTH JERSEY INDS INCCOM838518108522,100SHPutDFND1000
SEMPRA ENERGYCOM8168511097346,500SHPutDFND1000
ASSURANT INCCOM04621X1086246,000SHPutDFND1000
CENTERPOINT ENERGY INCCOM15189T10764842,000SHPutDFND1000
ENERGIZER HLDGS INC NEWCOM29272W1091665,500SHPutDFND1000
FORTIVE CORPCOM34959J1081,91534,700SHPutDFND1000
TALLGRASS ENERGY LPCLASS A SHS874696107231,400SHPutDFND1000
APPLIED OPTOELECTRONICS INCCOM03823U10259278,000SHPutDFND1000
ACCURAY INCCOM0043971052312,500SHPutDFND1000
BEST INCSPONSORED ADS08653C10640175,000SHPutDFND1000
CALAMP CORPCOM1281261095011,300SHPutDFND1000
CENTENE CORP DELCOM15135B10160010,100SHPutDFND1000
COMMUNITY HEALTH SYS INC NEWCOM203668108175,100SHPutDFND1000
8X8 INC NEWCOM2829141001,17985,100SHPutDFND1000
ENCOMPASS HEALTH CORPCOM29261A1001,31220,500SHPutDFND1000
HC2 HLDGS INCCOM4041391071800SHPutDFND1000
HARMONIC INCCOM4131601021,152200,100SHPutDFND1000
HERTZ GLOBAL HLDGS INCCOM42806J106193,200SHPutDFND1000
INFINERA CORPCOM45667G1038015,200SHPutDFND1000
MEDNAX INCCOM58502B106897,700SHPutDFND1000
NCR CORP NEWCOM62886E10888550,000SHPutDFND1000
OWENS & MINOR INC NEWCOM690732102455,000SHPutDFND1000
PINDUODUO INCSPONSORED ADS72230410225,469706,900SHPutDFND1000
IMPINJ INCCOM45320410928216,900SHPutDFND1000
TELADOC HEALTH INCCOM87918A1056974,500SHPutDFND1000
TTM TECHNOLOGIES INCCOM87305R109101,000SHPutDFND1000
UBER TECHNOLOGIES INCCOM90353T10015,154542,800SHPutDFND1000
VOCERA COMMUNICATIONS INCCOM92857F10731815,000SHPutDFND1000
VIAVI SOLUTIONS INCCOM9255501052,859255,100SHPutDFND1000
VIASAT INCCOM92552V1002,06157,400SHPutDFND1000
WRIGHT MED GROUP N VORD SHSN966171181,84564,400SHPutDFND1000
BLACKBERRY LTDCOM09228F1031,084262,600SHPutDFND1000
DIREXION SHS ETF TRDLY ENRGY BULL3X25460G60931832,700SHPutDFND1000
DIREXION SHS ETF TRDAILY FINL BEAR25460E13389923,700SHPutDFND1000
ISHARES TRCHINA LG-CAP ETF46428718494925,300SHPutDFND1000
ISHARES TRIBOXX HI YD ETF46428851312,639164,000SHPutDFND1000
ISHARES TRNASDAQ BIOTECH4642875565,38750,000SHPutDFND1000
ISHARES TRIBOXX INV CP ETF4642872421851,500SHPutDFND1000
PROSHARES TRULTSHRT QQQ74347B24353623,100SHPutDFND1000
PROSHARES TRPSHS ULTRA QQQ74347R2064,64051,800SHPutDFND1000
INVESCO QQQ TRUNIT SER 146090E103206,0121,082,000SHPutDFND1000
PROSHARES TRULTRASHRT S&P50074347B3832046,700SHPutDFND1000
DIREXION SHS ETF TRDRX S&P500BULL25459W86215,598598,800SHPutDFND1000
DIREXION SHS ETF TRDLY S&P500 BR 3X25460E8851,974123,900SHPutDFND1000
PROSHARES TRULTRAPRO SHORT S74347B26882934,400SHPutDFND1000
SPDR S&P 500 ETF TRTR UNIT78462F103115,652448,700SHPutDFND1000
PROSHARES TRULTRAPRO SHT QQQ74347G40831116,000SHPutDFND1000
PROSHARES TRPSHS ULT S&P 50074347R1071,67118,800SHPutDFND1000
PROSHARES TR IISHT VIX ST TRM74347W1303,916126,300SHPutDFND1000
PROSHARES TRPSHS ULTSH 20YRS74347B20126816,700SHPutDFND1000
DIREXION SHS ETF TRDLY SMCAP BULL3X25459W84710,787651,800SHPutDFND1000
PROSHARES TRULTRAPRO QQQ74347X83178,6961,651,900SHPutDFND1000
DIREXION SHS ETF TRDAILY SM CP BEAR25460E1255100SHPutDFND1000
PROSHARES TRULTRPRO S&P50074347X86428,4721,030,500SHPutDFND1000
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,75984,500SHPutDFND1000
AMERICAN INTL GROUP INCCOM NEW02687478430512,600SHPutDFND1000
APPLIED OPTOELECTRONICS INCNOTE 5.000% 3/103823UAB83,7585,000,000PRN DFND1000
ALTAIR ENGR INCNOTE 0.250% 6/0021369AA16,7567,642,000PRN DFND1000
APOLLO COML REAL EST FIN INCNOTE 4.750% 8/203762UAB12,4883,600,000PRN DFND1000
APOLLO COML REAL EST FIN INCNOTE 5.375%10/103762UAC98861,300,000PRN DFND1000
ACCELERATE DIAGNOSTICS INCNOTE 2.500% 3/100430HAB82,1934,000,000PRN DFND1000
8X8 INC NEWNOTE 0.500% 2/0282914AB623,72328,041,000PRN DFND1000
GAIN CAP HLDGS INCNOTE 5.000% 8/136268WAF712,44812,833,000PRN DFND1000
HANNON ARMSTRONG SUST INFR CNOTE 4.125% 9/041068XAB64,5864,823,000PRN DFND1000
IAC INTERACTIVECORPCOM44919P5089565,338SH DFND15,33800
INFINERA CORPNOTE 2.125% 9/045667GAC712,87015,351,000PRN DFND1000
INOVIO PHARMACEUTICALS INCNOTE 6.500% 3/045773HAB86,2794,190,000PRN DFND1000
INNOVIVA INCNOTE 2.500% 8/145781MAB732,03832,648,000PRN DFND1000
MESA LABS INCNOTE 1.375% 8/159064RAA72,5362,500,000PRN DFND1000
INTREXON CORPNOTE 3.500% 7/046122TAA04,8979,000,000PRN DFND1000
PRA GROUP INCNOTE 3.500% 6/069354NAB217,61620,422,000PRN DFND1000
PURE STORAGE INCNOTE 0.125% 4/174624MAB816,28718,749,000PRN DFND1000
SUNPOWER CORPCOM8676524065510,925SH DFND110,92500
SUPERNUS PHARMACEUTICALS INCNOTE 0.625% 4/0868459AD017,10420,905,000PRN DFND1000
TEAM INCNOTE 5.000% 8/0878155AE03,0904,000,000PRN DFND1000
TILRAY INCNOTE 5.000%10/088688TAB63,91412,000,000PRN DFND1000
TUTOR PERINI CORPNOTE 2.875% 6/1901109AD05,4956,188,000PRN DFND1000
NABORS INDUSTRIES LTD6% PFD CNV SR AG6359F1292,218600,934SH DFND1600,93400
GREAT AJAX CORPCOM38983D3001,433225,437SH DFND1225,43700
ELLINGTON RESIDENTIAL MTG RECOM SHS BEN INT2885781071,044197,032SH DFND1197,03200
APOLLO INVT CORPCOM NEW03761U502724107,266SH DFND1107,26600
BAIN CAP SPECIALTY FIN INCCOM05684B10734236,988SH DFND136,98800
BLACKROCK CAP INVT CORPCOM0925331088137,096SH DFND137,09600
TCG BDC INCCOM872280102889170,474SH DFND1170,47400
FIDUS INVT CORPCOM31650010729144,021SH DFND144,02100
FS KKR CAPITAL CORPCOM30263510721672,087SH DFND172,08700
OXFORD SQUARE CAP CORPCOM69181V1077027,588SH DFND127,58800
PENNANTPARK FLOATING RATE CACOM70806A10636875,874SH DFND175,87400
PENNANTPARK INVT CORPCOM708062104475183,645SH DFND1183,64500
SOLAR CAP LTDCOM83413U10013611,697SH DFND111,69700
BLACKROCK TCP CAPITAL CORPCOM09259E10821935,051SH DFND135,05100
THL CREDIT INCCOM872438106312117,998SH DFND1117,99800
TRIPLEPOINT VENTURE GROWTH BCOM89677Y10056197,898SH DFND197,89800
WHITEHORSE FIN INCCOM96524V10616723,669SH DFND123,66900
ADAMS DIVERSIFIED EQUITY FDCOM006212104625,000SH DFND15,00000
ABERDEEN GLOBAL DYNAMIC DIVICOM00302M10653673,120SH DFND173,12000
ALLIANZGI ARTIFICIAL INTELLICOM01883M1013,751234,440SH DFND1234,44000
BLACKROCK RES & COMMODITIESSHS09257A1081,712339,848SH DFND1339,84800
BLACKROCK SCIENCE & TECH TRSHS BEN INT09260K1011,831109,736SH DFND1109,73600
CHINA FD INCCOM1693731071085,875SH DFND15,87500
CALAMOS GBL DYN INCOME FUNDCOM12811L10737264,951SH DFND164,95100
ISHARES TRSELECT DIVID ETF4642871687100SH DFND110000
WELLS FARGO UTILITIES AND HIWF UTILITIES INC94987E109161,519SH DFND11,51900
ISHARES INCMSCI GERMANY ETF46428680627012,604SH DFND112,60400
TEKLA HEALTHCARE INVSSH BEN INT87911J1033,232181,486SH DFND1181,48600
HANCOCK JOHN INVT TRTAX ADV GLB SH41013P74942384,511SH DFND184,51100
INDIA FD INCCOM454089103020SH DFND12000
NEW IRELAND FD INCCOM64567310411017,988SH DFND117,98800
ABERDEEN JAPAN EQUITY FD INCCOM00306J109778124,610SH DFND1124,61000
KOREA FDCOM NEW50063420934215,308SH DFND115,30800
NEUBERGER BERMAN MLP AND ENRCOM64129H1044825,651SH DFND125,65100
PIMCO ENRGY TACTICAL CR OPPCOM SHS BEN INT69346N107660122,916SH DFND1122,91600
ADAM NAT RES FD INCCOM00548F105485,907SH DFND15,90700
SALIENT MIDSTREAM & MLP FDSH BEN INT79471V10534799,935SH DFND199,93500
CUSHING ENERGY INCOMECOM SH BEN INT23162T1028331,818SH DFND131,81800
TEMPLETON DRAGON FD INCCOM88018T1012,627154,091SH DFND1154,09100
TORTOISE ESSENTIAL ASSETS INCOM SH BEN INT89148A1031,880186,209SH DFND1186,20900
TAIWAN FD INCCOM87403610626015,865SH DFND115,86500
TRI CONTL CORPCOM8954361032,07499,220SH DFND199,22000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8863,21257,974SH DFND157,97400
SPDR SER TRS&P REGL BKG78464A6981,74353,500SH DFND153,50000
ISHARES TRCORE US AGGBD ET46428722669606SH DFND160600
BLACKROCK MULTI-SECTOR INC TCOM09258A10717514,510SH DFND114,51000
WESTERN ASSET HGH YLD DFNDFDCOM95768B107201,691SH DFND11,69100
NUVEEN PFD & INCM SECURTIESCOM67072C1057410,310SH DFND110,31000
MFS SPL VALUE TRSH BEN INT55274E102245,099SH DFND15,09900
ISHARES SILVER TRUSTISHARES46428Q109544,150SH DFND14,15000
XAI OCTAGON FLOATNG RATE ALTCOM98400T10601SH DFND1100
VANECK VECTORS ETF TRHIGH YLD MUN ETF92189H4093,43065,646SH DFND165,64600
ACORDA THERAPEUTICS INCCOM00484M1062022,297SH DFND122,29700
AERIE PHARMACEUTICALS INCCOM00771V10814610,864SH DFND110,86400
ADVANCED MICRO DEVICES INCNOTE 2.125% 9/0007903BD8168,45129,391,000PRN DFND1000
BAUSCH HEALTH COS INCCOM07173410728118,192SH DFND118,19200
CHEGG INCNOTE 0.250% 5/1163092AB5109,27476,691,000PRN DFND1000
CLOVIS ONCOLOGY INCCOM1894641001,556244,713SH DFND1244,71300
ENCORE CAP EUROPE FIN LTDNOTE 4.500% 9/029260UAA518,53224,000,000PRN DFND1000
ENDO INTL PLCSHSG304011063,358907,580SH DFND1907,58000
FIVE9 INCNOTE 0.125% 5/0338307AB7120,67363,410,000PRN DFND1000
HARMONIC INCNOTE 4.000%12/0413160AB817,18414,675,000PRN DFND1000
INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA655,98468,865,000PRN DFND1000
ILLUMINA INCCOM4523271091,9157,014SH DFND17,01400
INPHI CORPNOTE 0.750% 9/045772FAC139,82127,176,000PRN DFND1000
IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD034,85533,392,000PRN DFND1000
J2 GLOBAL INCNOTE 3.250% 6/148123VAC651,03541,980,000PRN DFND1000
LEXICON PHARMACEUTICALS INCNOTE 5.250%12/0528872AB06,49712,250,000PRN DFND1000
MAGNACHIP SEMICONDUCTOR SANOTE 5.000% 3/055932XAB020,08214,401,000PRN DFND1000
NOVAVAX INCCOM NEW6700024011007,437SH DFND17,43700
OPKO HEALTH INCCOM68375N1030550SH DFND155000
QORVO INCCOM74736K1014395,446SH DFND15,44600
RADIUS HEALTH INCNOTE 3.000% 9/0750469AA620,26228,425,000PRN DFND1000
RAYONIER ADVANCED MATLS INCCOM75508B104179169,213SH DFND1169,21300
SEA LTDNOTE 2.250% 7/081141RAB6129,96755,987,000PRN DFND1000
SAREPTA THERAPEUTICS INCDBCV 1.500%11/1803607AB6136,31089,141,000PRN DFND1000
THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA023,71724,100,000PRN DFND1000
TERADYNE INCNOTE 1.250%12/1880770AG76,0983,400,000PRN DFND1000
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420984894,446SH DFND194,44600
LENDINGTREE INC NEWNOTE 0.625% 6/052603BAA545,62540,730,000PRN DFND1000
TRONOX HOLDINGS PLCSHSG9087Q102914183,680SH DFND1183,68000
TTM TECHNOLOGIES INCNOTE 1.750%12/187305RAD152,83746,641,000PRN DFND1000
UNISYS CORPNOTE 5.500% 3/0909214BS636,54626,770,000PRN DFND1000
VISHAY INTERTECHNOLOGY INCNOTE 2.250% 6/1928298AP320,63322,811,000PRN DFND1000
ZILLOW GROUP INCNOTE 2.000%12/098954MAB723,53923,184,000PRN DFND1000
ATLANTIC POWER CORPCOM NEW04878Q8634722,410SH DFND122,41000
JUST ENERGY GROUP INCCOM48213W1011938,200SH DFND138,20000
BLACKBERRY LTDCOM09228F10316440,000SH DFND140,00000
HUDBAY MINERALS INCCOM44362810232,000SH DFND12,00000
GRAN TIERRA ENERGY INCCOM38500T1011559,800SH DFND159,80000
VEONEER INCORPORATEDNOTE 4.000% 6/092336XAA713,32516,875,000PRN DFND1000
CYPRESS SEMICONDUCTOR CORPCOM2328061091,95583,838SH DFND183,83800
NVENT ELECTRIC PLCSHSG6700G10750630,000SH DFND130,00000
ALLSTATE CORPCOM0200021014,78652,182SH DFND152,18200
AMKOR TECHNOLOGY INCCOM03165210041152,854SH DFND152,85400
CITIGROUP INCCOM NEW17296742488521,032SH DFND121,03200
CAPITAL ONE FINL CORPCOM14040H1052,16943,030SH DFND143,03000
MERIDIAN BANCORP INC MDCOM58958U10363156,314SH DFND156,31400
HILLTOP HOLDINGS INCCOM43274810177551,306SH DFND151,30600
INVESCO LTDSHSG491BT10889698,746SH DFND198,74600
SVB FINANCIAL GROUPCOM78486Q1012,71918,000SH DFND118,00000
SEMTECH CORPCOM81685010175020,000SH DFND120,00000
SYNCHRONY FINLCOM87165B10318711,664SH DFND111,66400
VICTORY CAP HLDGS INCCOM CL A92645B1032,880176,098SH DFND1176,09800
BK OF AMERICA CORP7.25%CNV PFD L0605056825,5484,378SH DFND14,37800
CINCINNATI BELL INC NEWPFD CV DEP1/201718714032836,442SH DFND16,44200
QTS RLTY TR INCCOM CL A74736A1034,04169,672SH DFND169,67200
READY CAP CORP7% CN SR NT 202375574U20035325,334SH DFND125,33400
WELLS FARGO CO NEWPERP PFD CNV A9497468042,6002,078SH DFND12,07800
BROADCOM INCCOM11135F10123,66499,806SH DFND199,80600
COLFAX CORPUNIT 01/15/2022T19401420542,856466,752SH DFND1466,75200
DOMINION ENERGY INCUNIT 99/99/999925746U13330,261323,373SH DFND1323,37300
DTE ENERGY COUNIT 11/01/2022S2333318427,644193,858SH DFND1193,85800
ELANCO ANIMAL HEALTH INCCOM28414H10358326,058SH DFND126,05800
INTERNATIONAL FLAVORS&FRAGRAUNIT 09/15/20214595063096,835176,903SH DFND1176,90300
AKERNA CORP*W EXP 06/17/20200973W11077221,113SH DFND1221,11300
SOUTH JERSEY INDS INCUNIT 99/99/99998385181167,868188,859SH DFND1188,85900
STANLEY BLACK & DECKER INCUNIT 05/15/202085450288711,564158,225SH DFND1158,22500
VERRA MOBILITY CORPCOM92511U1022342SH DFND134200
AVANTOR INC6.25 PFD CNV SR05352A20913,405297,617SH DFND1297,61700
VERB TECHNOLOGY CO INC*W EXP 03/14/20292337U112010SH DFND11000
ALLERGAN PLCSHSG0177J1087,91044,667SH DFND144,66700
TD AMERITRADE HLDG CORPCOM87236Y1083,949113,964SH DFND1113,96400
ASTRAZENECA PLCSPONSORED ADR0463531081673,740SH DFND13,74000
CAROLINA FINL CORP NEWCOM1438731074,612178,282SH DFND1178,28200
CENTERSTATE BK CORPCOM15201P10989752,113SH DFND152,11300
E TRADE FINANCIAL CORPCOM NEW26924640194227,469SH DFND127,46900
FGL HLDGSORD SHSG3402M1021,167119,181SH DFND1119,18100
FORTY SEVEN INCCOM34983P1041,33013,944SH DFND113,94400
GENWORTH FINL INCCOM CL A37247D10621564,933SH DFND164,93300
IBERIABANK CORPCOM4508281085,330147,411SH DFND1147,41100
INTERCONTINENTAL EXCHANGE INCOM45866F1042663,300SH DFND13,30000
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT456237106925,256SH DFND15,25600
ADESTO TECHNOLOGIES CORPCOM00687D10155549,601SH DFND149,60100
LEGG MASON INCCOM5249011053,44870,600SH DFND170,60000
MELLANOX TECHNOLOGIES LTDSHSM513631134,45836,754SH DFND136,75400
NXP SEMICONDUCTORS N VCOMN6596X1096277,565SH DFND17,56500
PROGENICS PHARMACEUTICALS INCOM7431871063,242853,416SH DFND1853,41600
RA PHARMACEUTICALS INCCOM74933V1082,25647,000SH DFND147,00000
SYNOVUS FINL CORPCOM NEW87161C50120011,430SH DFND111,43000
TEXAS CAPITAL BANCSHARES INCCOM88224Q1076,810307,213SH DFND1307,21300
WILLIS TOWERS WATSON PLC LTDSHSG966291031,1096,533SH DFND16,53300
XPERI CORPCOM98421B1004,833347,512SH DFND1347,51200
CIIG MERGER CORPUNIT 12/31/202612559C2024,270435,734SH DFND1435,73400
STELLUS CAP INVT CORPCOM85856810891,238SH DFND11,23800
ALLIANZGI DIVERSIFIED INCOMECOM01883J10863035,051SH DFND135,05100
ABERDEEN EMRG MRKTS EQT INMCOM00301W1059217,931SH DFND117,93100
ABERDEEN GLOBAL PREMIER PPTYCOM SH BEN INT00302L108578136,493SH DFND1136,49300
BLACKROCK ENHANCED EQUITY DICOM09251A1044,067622,819SH DFND1622,81900
BLACKROCK ENHANCED INTL DIVCOM BENE INTER09252410729766,147SH DFND166,14700
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER1012,375235,203SH DFND1235,20300
MORGAN STANLEY CHINA A SH FDCOM6174681034,823266,208SH DFND1266,20800
CLEARBRIDGE MLP AND MIDSTRMCOM184692101546298,370SH DFND1298,37000
CENTER COAST BRKFLD MLP ENRGSHS BEN INT15146110044,463SH DFND14,46300
CLEARBRIDGE MLP AND MIDSTRMCOM18469Q108138100,183SH DFND1100,18300
DELAWARE INVTS DIV & INCOMECOM245915103334,061SH DFND14,06100
DELAWARE ENHANCED GBL DIV &COM2460601071,318176,928SH DFND1176,92800
NUVEEN DOW 30 DYNAMIC OVERWRSHS67075F1051,487118,797SH DFND1118,79700
ELLSWORTH GROWTH & INCOME FDCOM28907410634840,608SH DFND140,60800
EUROPEAN EQUITY FUNDCOM298768102638,956SH DFND18,95600
TEMPLETON EMERGING MKTS FD ICOM88019110190280,920SH DFND180,92000
CLEARBRIDGE ENERGY MIDSTRM OCOM18469P100165127,323SH DFND1127,32300
EATON VANCE ENH EQTY INC FDCOM278277108241,800SH DFND11,80000
EATON VANCE TX ADV GLBL DIVCOM27828S10130625,656SH DFND125,65600
EATON VANCE TX ADV GLB DIV OCOM27828U106221,240SH DFND11,24000
EATON VANCE TXMGD GL BUYWR OCOM27829C1053,334446,937SH DFND1446,93700
EATON VANCE TX MGD DIV EQ INCOM27828N1021,675179,726SH DFND1179,72600
EATON VANCE TAX-MANAGED GLOBCOM27829F10855787,388SH DFND187,38800
FIRST TR DYNAMIC EUROPE EQTCOM SHS33740D10743547,529SH DFND147,52900
FIRST TR MLP & ENERGY INCOMECOM33739B10424254,857SH DFND154,85700
FIRST TR ENERGY INCOME & GRWCOM33738G10435640,820SH DFND140,82000
FIRST TR/ABERDEEN EMERG OPTCOM33731K10214714,864SH DFND114,86400
FIRST TR ENERGY INFRASTRCTRCOM33738C103444,995SH DFND14,99500
FIDUCIARY CLAYMORE ENGRY INFCOM31647Q106108,056SH DFND18,05600
GABELLI CONV&INCOM SECS FD ICOM36240B10941,000SH DFND11,00000
GABELLI DIVID & INCOME TRCOM36242H1041,775119,865SH DFND1119,86500
NEW GERMANY FD INCCOM64446510628524,605SH DFND124,60500
GAMCO GLOBAL GOLD NAT RES &COM SH BEN INT36465A1091,438528,730SH DFND1528,73000
GAMCO NAT RES GOLD & INCOMESH BEN INT36465E10128473,422SH DFND173,42200
GABELLI HLTHCARE & WELLNESSSHS36246K103859,910SH DFND19,91000
JOHN HANCOCK HDG EQ & INC FDCOM47804L1021,855182,617SH DFND1182,61700
MILLER HOWARD HIGH INC EQTYCOM SHS BEN IN6003791011,380245,119SH DFND1245,11900
TEKLA LIFE SCIENCES INVSSH BEN INT87911K1004,577305,574SH DFND1305,57400
VOYA ASIA PAC DIVID EQUITY ICOM92912J10247773,322SH DFND173,32200
VOYA INFRASTRUCTURE INDLS &COM92912X1012,874353,539SH DFND1353,53900
VOYA GLBL ADV & PREM OPP FDCOM92912R1042,618341,808SH DFND1341,80800
VOYA GLBL EQTY DIV & PREM OPCOM92912T1004,536994,802SH DFND1994,80200
CBRE CLARION GLOBAL REAL ESTCOM12504G1001,656316,120SH DFND1316,12000
VOYA EMERGING MKTS HIGH DIVICOM92912P1081,232211,436SH DFND1211,43600
VOYA INTL HIGH DIVID EQTY INCOM92912Y109887231,721SH DFND1231,72100
MORGAN STANLEY INDIA INVS FDCOM61745C1051,592124,335SH DFND1124,33500
VOYA NAT RES EQUITY INCOME FCOM92913C1061,280593,029SH DFND1593,02900
NUVEEN DIVERSIFIED DIVID & ICOM6706EP105993141,114SH DFND1141,11400
JAPAN SMALLER CAPITALIZATIONCOM47109U104782111,059SH DFND1111,05900
NUVEEN REAL ASSET INCOME & GCOM67074Y1052,405243,733SH DFND1243,73300
NUVEEN REAL ESTATE INCOME FDCOM67071B1083,171467,145SH DFND1467,14500
NUVEEN TX ADV TOTAL RET STRGCOM67090H10250571,762SH DFND171,76200
NUVEEN TAX-ADVANTAGED DIVIDCOM67073G1051,11499,031SH DFND199,03100
KAYNE ANDERSON MDSTM ENERGYCOM48661E1081,006302,347SH DFND1302,34700
KAYNE ANDERSN MLP MIDS INVTCOM48660610625269,466SH DFND169,46600
LAZARD GLOBAL TOTAL RETURN &COM52106W1031,843153,519SH DFND1153,51900
MACQUARIE / FIRST TR GLOBALCOM55607W10053170,591SH DFND170,59100
MACQUARIE GLOBAL INFRASTRUCTCOM55608D10181252,441SH DFND152,44100
MEXICO EQUITY & INCOME FDCOM592834105689,759SH DFND19,75900
MEXICO FD INCCOM592835102748,996SH DFND18,99600
TORTOISE ENERGY INDEPENDENCCOM89148K101237206,718SH DFND1206,71800
NEUBERGER BERMAN REAL ESTATECOM64190A10326588,564SH DFND188,56400
TORTOISE MIDSTRM ENERGY FD ICOM89148B101455533,690SH DFND1533,69000
NUVEEN NASDAQ 100 DYNAMIC OVCOM SHS67069910772938,376SH DFND138,37600
COHEN & STEERS TOTAL RETURNCOM19247R1031,046103,517SH DFND1103,51700
RIVERNORTH OPPORTUNITIES FDCOM76881Y109312,520SH DFND12,52000
ROYCE MICRO-CAP TR INCCOM780915104152,700SH DFND12,70000
COHEN & STEERS REIT & PFD &ICOM19247X1005,248325,607SH DFND1325,60700
COHEN & STEERS QUALITY INCOMCOM19247L1063,331368,529SH DFND1368,52900
LMP CAP & INCOME FD INCCOM50208A102455,601SH DFND15,60100
NUVEEN S&P 500 DYNAMIC OVERWCOM6706EW10064855,967SH DFND155,96700
THE CUSHING MLP INFASTCR TOTCOM NEW2316312012830SH DFND183000
SWISS HELVETIA FD INCCOM87087510163891,883SH DFND191,88300
CUSHING RENAISSANCE FDCOM2316471081,582261,636SH DFND1261,63600
TEKLA HEALTHCARE OPPORTUNITISHS8791051041,639106,737SH DFND1106,73700
TORTOISE PWR & ENERGY INFRASCOM89147X1041,288184,402SH DFND1184,40200
TORTOISE ENERGY INFRA CORPCOM89147L100929362,994SH DFND1362,99400
COHEN & STEERS INFRASTRUCTURCOM19248A1091,30769,356SH DFND169,35600
ABERDEEN INCOME CR STRATEGIECOM00305710631042,309SH DFND142,30900
ALLIANCEBERNSTEIN GLOBAL HIGCOM01879R10659864,623SH DFND164,62300
INVESCO EXCHANGE-TRADED FD TTAXABLE MUN BD46138G8051033,341SH DFND13,34100
BLACKSTONE GSO STRATEGIC CRCOM SHS BEN IN09257R10146444,611SH DFND144,61100
BARINGS GLOBAL SHORT DURATIOCOM06760L10066860,097SH DFND160,09700
BLACKROCK CORE BD TRSHS BEN INT09249E101795,986SH DFND15,98600
BLACKROCK LTD DURATION INC TCOM SHS09249W10167953,820SH DFND153,82000
BLACKSTONE GSO FLTING RTE FUCOM09256U10578667,035SH DFND167,03500
BLACKROCK CR ALLOCATION INCOCOM09250810015913,656SH DFND113,65600
MFS INTER HIGH INCOME FDSH BEN INT59318T10916980,873SH DFND180,87300
CREDIT SUISSE ASSET MGMT INCCOM224916106246102,976SH DFND1102,97600
CORNERSTONE STRATEGIC VALUECOM21924B30240449,799SH DFND149,79900
CORNERSTONE TOTAL RETURN FDCOM21924U30020125,272SH DFND125,27200
HERZFELD CARIBBEAN BASIN FDCOM42804T10692,818SH DFND12,81800
DOUBLELINE OPPORTUNISTIC CRCOM258623107754,416SH DFND14,41600
BNY MELLON HIGH YIELD STRATESH BEN INT09660L1059240,881SH DFND140,88100
CREDIT SUISSE HIGH YLD BND FSH BEN INT22544F1031,202656,944SH DFND1656,94400
DOUBLELINE INCOME SOLUTIONSCOM25862210949036,767SH DFND136,76700
WELLS FARGO INCOME OPPORTUNIWF INC OPPTY FD94987B10555086,354SH DFND186,35400
MORGAN STANLEY EMERGING MKTSCOM617477104943181,049SH DFND1181,04900
WESTERN ASSET GLOBAL HIGH INCOM95766B10919025,460SH DFND125,46000
EATON VANCE HIGH INCOME 2021COM SH BEN INT27829W101495,626SH DFND15,62600
WESTERN ASSET EMERGING MKTSCOM95766A101535,120SH DFND15,12000
WELLS FARGO MULTI SECTOR INCCOM94987D10172975,733SH DFND175,73300
EATON VANCE RISK MNGD DIV EQCOM27829G106435,264SH DFND15,26400
FIRST TR HIGH INCOME L/S FDCOM33738E109816,727SH DFND16,72700
FRANKLIN LTD DURATION INCOMECOM35472T10130438,762SH DFND138,76200
GDL FDCOM SH BEN IT36157010433642,962SH DFND142,96200
WESTERN ASSET GLOBAL CP DEFICOM95790C107151,120SH DFND11,12000
GUGGENHEIM CR ALLOCATION FDCOM40168G108855,751SH DFND15,75100
GABELLI GO ANYWHERE TRCOM36250J109074SH DFND17400
CLOUGH GLOBAL OPPORTUNITIESSH BEN INT18914E106709,774SH DFND19,77400
CLOUGH GLOBAL EQUITY FDCOM18914C100212,449SH DFND12,44900
CLOUGH GLOBAL DIVND AND INCCOM18913Y103728,649SH DFND18,64900
HIGHLAND INCOME FDHIGHLAND INCOME43010E40449858,479SH DFND158,47900
WESTERN ASSET HIGH INCM OPPCOM95766K10912128,835SH DFND128,83500
WESTERN ASSET HIGH INCM FD ICOM95766J10240681,195SH DFND181,19500
PIONEER DIVERSIFIED HIGH INCCOM72365310118217,371SH DFND117,37100
HANCOCK JOHN TAX-ADVANTAGEDCOM41013V10033819,251SH DFND119,25100
NEW AMER HIGH INCOME FD INCCOM NEW6418768002379SH DFND137900
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NEBULA ACQUISITION CORP*W EXP 03/12/2026290761183131,500SH DFND131,50000
NEW FRONTIER HEALTH CORP*W EXP 11/30/202G6461G114118125,201SH DFND1125,20100
NETFIN ACQUISITION CORPSHS CL AG6455A1072,119215,350SH DFND1215,35000
NETFIN ACQUISITION CORPUNIT 08/01/2024G6455A12358458,000SH DFND158,00000
NEW PROVIDENCE ACQUISITIONCOM CL A64822P1065,129525,000SH DFND1525,00000
NEW PROVIDENCE ACQUISITIONUNIT 09/01/202464822P20570068,216SH DFND168,21600
NEW PROVIDENCE ACQUISITION*W EXP 09/11/20264822P114102200,000SH DFND1200,00000
OAKTREE ACQUISITION CORP*W EXP 99/99/999G671451131919,196SH DFND119,19600
ORISUN ACQUISITION CORPUNIT 99/99/999968632T20840639,900SH DFND139,90000
PROFICIENT ALPHA ACQUSTN CORCOM74317H10525225,000SH DFND125,00000
PROFICIENT ALPHA ACQUSTN CORUNIT 04/30/202674317H20441740,000SH DFND140,00000
PROFICIENT ALPHA ACQUSTN COR*W EXP 04/30/20274317H11310209,600SH DFND1209,60000
PAE INCCOM CL A69290Y10940161,897SH DFND161,89700
PAE INC*W EXP 09/11/20269290Y117139,074SH DFND19,07400
PIVOTAL INVT CORP IIUNIT 06/01/202572582K209996100,000SH DFND1100,00000
PIVOTAL INVT CORP II*W EXP 06/01/20272582K1185376,666SH DFND176,66600
PROPTECH ACQUISITION CORPCOM CL A74349F1011,375142,345SH DFND1142,34500
PROPTECH ACQUISITION CORPUNIT 10/01/202674349F2003,229324,872SH DFND1324,87200
RMG ACQUISITION CORPCL A74964110676977,499SH DFND177,49900
RMG ACQUISITION CORPUNIT 99/99/999974964120591090,001SH DFND190,00100
RMG ACQUISITION CORP*W EXP 02/21/20274964111447,333SH DFND17,33300
REPLAY ACQUISITION CORPUNIT 03/01/2024G7513012349050,000SH DFND150,00000
REPLAY ACQUISITION CORP*W EXP 03/01/202G7513011594159,849SH DFND1159,84900
SCHULTZE SPL PURP ACQUSTN COCOM80821R1091,011100,000SH DFND1100,00000
SCHULTZE SPL PURP ACQUSTN CO*W EXP 12/31/20280821R1171990,100SH DFND190,10000
SOFTWARE ACQUISITION GROUP ICOM CL A83406B1011,061108,250SH DFND1108,25000
SOFTWARE ACQUISITION GROUP I*W EXP 10/01/20283406B1191934,975SH DFND134,97500
SWITCHBACK ENERGY ACQUISTN CCOM CL A87105M1021,833189,998SH DFND1189,99800
SC HEALTH CORPCOM CL AG785162037,303726,734SH DFND1726,73400
SC HEALTH CORPUNIT 99/99/9999G7851630220420,000SH DFND120,00000
SC HEALTH CORP*W EXP 99/99/999G785164012931,250SH DFND131,25000
SCVX CORPUNIT 99/99/9999G794481097,676770,001SH DFND1770,00100
OSPREY TECHNLGY AQUISTION COCOM CL A68839R1043,402350,000SH DFND1350,00000
OSPREY TECHNLGY AQUISTION CO*W EXP 10/30/20268839R120147175,000SH DFND1175,00000
TORTOISE ACQUISITION CORPCL A89154L10017517,900SH DFND117,90000
TORTOISE ACQUISITION CORPUNIT 03/04/202489154L2091,492153,824SH DFND1153,82400
TORTOISE ACQUISITION CORP*W EXP 03/04/20289154L11829103,872SH DFND1103,87200
SOUTH MTN MERGER CORPCOM CL A8388841041,375141,829SH DFND1141,82900
SOUTH MTN MERGER CORPUNIT 99/99/99998388842032,182219,334SH DFND1219,33400
SOUTH MTN MERGER CORP*W EXP 06/20/202838884112111118,125SH DFND1118,12500
SPARTAN ENERGY ACQUISITION CCL A COM STK8467841065,989591,878SH DFND1591,87800
SPARTAN ENERGY ACQUISITION C*W EXP 08/27/20284678412262125,932SH DFND1125,93200
VIRGIN GALACTIC HOLDINGS INCCOM92766K1061,43096,810SH DFND196,81000
STABLE RD ACQUISITION CORP*W EXP 05/15/20285236Q1174662,500SH DFND162,50000
SILVER SPIKE ACQUISITION CORCL A SHSG8136L1061,721175,100SH DFND1175,10000
SILVER SPIKE ACQUISITION COR*W EXP 08/02/202G8136L1143487,800SH DFND187,80000
THUNDER BRDG ACQUISTION II LCL A SHSG8857S1163,247329,731SH DFND1329,73100
THUNDER BRDG ACQUISTION II LUNIT 99/99/9999G8857S12410210,055SH DFND110,05500
THUNDER BRDG ACQUISTION II L*W EXP 11/30/202G8857S108205293,915SH DFND1293,91500
TUSCAN HOLDINGS CORPCOM90069K10411,7361,177,138SH DFND11,177,13800
TRINE ACQUISITION CORPCOM CL A89628U1084,055408,006SH DFND1408,00600
TRINE ACQUISITION CORPUNIT 03/31/202189628U2071,014100,200SH DFND1100,20000
TRINE ACQUISITION CORP*W EXP 03/31/20289628U11681135,000SH DFND1135,00000
TENZING ACQUISITION CORPORD SHSG8708A11678975,000SH DFND175,00000
VECTOIQ ACQUISITION CORPCOM92243N1032,885271,216SH DFND1271,21600
VECTOIQ ACQUISITION CORPUNIT 05/16/202392243N202785,619SH DFND15,61900
VECTOIQ ACQUISITION CORP*W EXP 05/11/20292243N1114523,333SH DFND123,33300
VIVINT SMART HOME INC*W EXP 01/17/202928542117568407,388SH DFND1407,38800
PENSARE ACQUISITION CORPRIGHT 99/99/999970957E12128203,292SH DFND1203,29200
HERCULES CAPITAL INCCOM42709650813317,430SH DFND117,43000
MAIN STR CAP CORPCOM56035L10421510,527SH DFND110,52700
ISHARES TRCHINA LG-CAP ETF46428718485022,669SH DFND122,66900
ARBOR RLTY TR INCCOM0389231081,210247,037SH DFND1247,03700
ARES COML REAL ESTATE CORPCOM04013V1085,944850,457SH DFND1850,45700
COLONY CR REAL ESTATE INCCOM CL A19625T1014812,372SH DFND112,37200
GRANITE PT MTG TR INCCOM38741L1074,636914,485SH DFND1914,48500
HUNT COS FIN TR INCCOM44558T10012065,039SH DFND165,03900
LADDER CAP CORPCL A5057431043,711783,077SH DFND1783,07700
TPG RE FIN TR INCCOM87266M1071,750318,771SH DFND1318,77100
EXANTAS CAP CORPCOM NEW30068N1051,874679,016SH DFND1679,01600
ADIENT PLCORD SHSG0084W10146050,825SH DFND150,82500
AEROJET ROCKETDYNE HLDGS INCNOTE 2.250%12/1007800AB113,2598,000,000PRN DFND1000
AMC NETWORKS INCCL A00164V10338315,758SH DFND115,75800
ANTERO RESOURCES CORPCOM03674X1063042,788SH DFND142,78800
ARAMARKCOM03852U1061185,946SH DFND15,94600
BAOZUN INCSPONSORED ADR06684L1032,17677,896SH DFND177,89600
CARDTRONICS INCNOTE 1.000%12/014161HAG338,88040,746,000PRN DFND1000
CENTENNIAL RESOURCE DEV INCCL A15136A10240153,623SH DFND1153,62300
CANOPY GROWTH CORPCOM13803510051835,972SH DFND135,97200
SEACOR HOLDINGS INCCOM81190410110400SH DFND140000
CLEVELAND CLIFFS INCCOM185899101840212,818SH DFND1212,81800
CORNERSTONE BLDG BRANDS INCCOM21925D109566124,319SH DFND1124,31900
CONNS INCCOM208242107744178,044SH DFND1178,04400
CALLON PETE CO DELCOM13123X1020479SH DFND147900
CREE INCNOTE 0.875% 9/0225447AB74,1574,500,000PRN DFND1000
CONSTELLIUM SECL A SHSF21107101823158,000SH DFND1158,00000
CENOVUS ENERGY INCCOM15135U10910049,931SH DFND149,93100
CYTOKINETICS INCNOTE 4.000%11/123282WAA84,3643,300,000PRN DFND1000
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB548,01659,707,000PRN DFND1000
DOCUSIGN INCNOTE 0.500% 9/1256163AB22,1161,500,000PRN DFND1000
ENCORE CAP GROUP INCNOTE 3.250% 3/1292554AK813,75115,500,000PRN DFND1000
EVERBRIDGE INCNOTE 1.500%11/029978AAA26,7202,126,000PRN DFND1000
EVOLENT HEALTH INCNOTE 2.000%12/030050BAB712,54214,693,000PRN DFND1000
EVERI HLDGS INCCOM30034T1031,648499,585SH DFND1499,58500
EXACT SCIENCES CORPCOM30063P1054948,528SH DFND18,52800
FTI CONSULTING INCNOTE 2.000% 8/1302941AP422,92617,468,000PRN DFND1000
FIREEYE INCNOTE 0.875% 6/031816QAF853,33162,850,000PRN DFND1000
FLEXION THERAPEUTICS INCCOM33938J1062300SH DFND130000
GDS HLDGS LTDSPONSORED ADS36165L1084,35875,187SH DFND175,18700
GRAHAM HLDGS COCOM CL B3846371043411,000SH DFND11,00000
GRANITE PT MTG TR INCNOTE 6.375%10/038741LAC15781,275,000PRN DFND1000
GOPRO INCCL A38268T10317667,467SH DFND167,46700
FERROGLOBE PLCSHSG33856108126277,098SH DFND1277,09800
GRAY TELEVISION INCCOM38937510674569,450SH DFND169,45000
WARRIOR MET COAL INCCOM93627C10148445,640SH DFND145,64000
H & E EQUIPMENT SERVICES INCCOM40403010878853,730SH DFND153,73000
HERBALIFE LTDNOTE 2.625% 3/142703MAD519,46023,906,000PRN DFND1000
HIGHPOINT RES CORPCOM43114K1081687,032SH DFND187,03200
HUAZHU GROUP LTDSPONSORED ADS44332N10629110,139SH DFND110,13900
HUBSPOT INCNOTE 0.250% 6/0443573AB659,13739,753,000PRN DFND1000
IMMUNOGEN INCNOTE 4.500% 7/045253HAB71,0731,100,000PRN DFND1000
INSMED INCNOTE 1.750% 1/1457669AA74,2385,022,000PRN DFND1000
INPHI CORPNOTE 1.125%12/045772FAB35729,000PRN DFND1000
PENNEY J C CORP INCCOM7081601061336,700SH DFND136,70000
KNOWLES CORPNOTE 3.250%11/049926DAB530,44729,383,000PRN DFND1000
KOSMOS ENERGY LTDCOM5006881061,0701,195,611SH DFND11,195,61100
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20716812,152SH DFND112,15200
LIONS GATE ENTMNT CORPCL A VTG535919401941154,835SH DFND1154,83500
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF518,48322,114,000PRN DFND1000
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB528,65321,059,000PRN DFND1000
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ220,19121,139,000PRN DFND1000
MATTEL INCCOM57708110286798,427SH DFND198,42700
MICHAELS COS INCCOM59408Q106284175,519SH DFND1175,51900
MERITOR INCNOTE 7.875% 3/059001KAC412,69810,133,000PRN DFND1000
MICRON TECHNOLOGY INCCOM59511210344710,628SH DFND110,62800
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD123,47618,250,000PRN DFND1000
NEW RELIC INCNOTE 0.500% 5/064829BAB638,38945,015,000PRN DFND1000
NEW GOLD INC CDACOM644535106243476,957SH DFND1476,95700
NIO INCNOTE 4.500% 2/062914VAB29,36918,150,000PRN DFND1000
NORTHERN OIL & GAS INC NEVCOM6655311092233,661SH DFND133,66100
NUTANIX INCNOTE 1/167059NAB434,17142,262,000PRN DFND1000
NUVASIVE INCNOTE 2.250% 3/1670704AG029,95628,666,000PRN DFND1000
OIL STS INTL INCCOM6780261052914,400SH DFND114,40000
OSI SYSTEMS INCNOTE 1.250% 9/0671044AD75,6645,997,000PRN DFND1000
OVINTIV INCCOM69047Q1022780SH DFND178000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD711,54112,000,000PRN DFND1000
PATRICK INDS INCDBCV 1.000% 2/0703343AB93,6514,710,000PRN DFND1000
PACIRA BIOSCIENCESNOTE 2.375% 4/0695127AD228,35729,443,000PRN DFND1000
PDC ENERGY INCCOM69327R1019916,059SH DFND116,05900
PDL BIOPHARMA INCCOM69329Y10441,688SH DFND11,68800
PEGASYSTEMS INCCOM7055731032,60736,600SH DFND136,60000
IMPINJ INCCOM4532041091388,318SH DFND18,31800
INSULET CORPNOTE 1.375%11/145784PAH4917500,000PRN DFND1000
PERFICIENT INCNOTE 2.375% 9/171375UAB712,19812,750,000PRN DFND1000
QUAD / GRAPHICS INCCOM CL A747301109473187,800SH DFND1187,80000
RENT A CTR INC NEWCOM76009N10022816,143SH DFND116,14300
REDFIN CORPNOTE 1.750% 7/175737FAA68,2739,029,000PRN DFND1000
RENEWABLE ENERGY GROUP INCNOTE 4.000% 6/175972AAC725,28112,752,000PRN DFND1000
RESIDEO TECHNOLOGIES INCCOM76118Y10431264,572SH DFND164,57200
RHCOM74967X1034,19741,775SH DFND141,77500
TRANSOCEAN LTDREG SHSH8817H100861742,898SH DFND1742,89800
RED ROCK RESORTS INCCL A75700L108728,512SH DFND18,51200
RETROPHIN INCNOTE 2.500% 9/1761299AB27,3079,705,000PRN DFND1000
SCIENTIFIC GAMES CORPCOM80874P1092,024208,708SH DFND1208,70800
SILICON LABORATORIES INCNOTE 1.375% 3/0826919AB8555500,000PRN DFND1000
SILICON LABORATORIES INCCOM8269191023494,087SH DFND14,08700
SM ENERGY COCOM78454L1008771,941SH DFND171,94100
SQUARE INCNOTE 0.500% 5/1852234AD56,4306,220,000PRN DFND1000
ISTAR INCNOTE 3.125% 9/145031UCB53,8574,000,000PRN DFND1000
SCORPIO TANKERS INCSHSY7542C13022211,631SH DFND111,63100
SYNAPTICS INCNOTE 0.500% 6/187157DAD13,6423,500,000PRN DFND1000
TENNECO INCCL A VTG COM STK88034910534094,711SH DFND194,71100
TEVA PHARMACEUTICAL FIN LLCDBCV 0.250% 2/088163VAE9280300,000PRN DFND1000
TREEHOUSE FOODS INCCOM89469A1042205,000SH DFND15,00000
TIMKENSTEEL CORPNOTE 6.000% 6/0887399AA15,1806,380,000PRN DFND1000
TRIMAS CORPCOM NEW896215209271,200SH DFND11,20000
TESLA INCNOTE 1.250% 3/088160RAC510,9557,000,000PRN DFND1000
TESLA INCCOM88160R1019341,783SH DFND11,78300
TWITTER INCCOM90184L1021,07743,855SH DFND143,85500
UNITI GROUP INCCOM91325V108641106,408SH DFND1106,40800
VALARIS PLCSHS CLASS AG9402V109920,266SH DFND120,26600
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB169,66265,136,000PRN DFND1000
VENATOR MATLS PLCSHSG9329Z100587341,722SH DFND1341,72200
VISTRA ENERGY CORPCOM92840M102462,938SH DFND12,93800
WAYFAIR INCNOTE 0.375% 9/094419LAB716,35421,127,000PRN DFND1000
WAYFAIR INCNOTE 1.125%11/094419LAD344,33963,183,000PRN DFND1000
WEIBO CORPSPONSORED ADR9485961012306,956SH DFND16,95600
WW INTL INCCOM98262P10134520,415SH DFND120,41500
UNITED STATES STL CORP NEWCOM9129091081,117177,164SH DFND1177,16400
XEROX HOLDINGS CORPCOM NEW98421M1061357,139SH DFND17,13900
JOYY INCADS REPSTG COM A46591M10956410,604SH DFND110,60400
DELPHI TECHNOLOGIES PLSHSG2709G1071,258156,300SH DFND1156,30000
PROSHARES TRULTRAPRO QQQ74347X83195220,000SH DFND120,00000
INOVALON HLDGS INCCOM CL A45781D10191655,000SH DFND155,00000
AIR PRODS & CHEMS INCCOM0091581065,58928,000SH DFND128,00000
ASHLAND GLOBAL HLDGS INCCOM0441861041,00120,000SH DFND120,00000
CROWN HLDGS INCCOM2283681061,16020,000SH DFND120,00000
DUPONT DE NEMOURS INCCOM26614N1022,08261,076SH DFND161,07600
DANAHER CORPORATIONCOM2358511021,1488,300SH DFND18,30000
EATON CORP PLCSHSG2918310377610,000SH DFND110,00000
FORTIVE CORPCOM34959J1082,94453,353SH DFND153,35300
HONEYWELL INTL INCCOM4385161061,33710,000SH DFND110,00000
IAA INCCOM44925310389830,000SH DFND130,00000
JACOBS ENGR GROUP INCCOM4698141075,31567,060SH DFND167,06000
LINDE PLCSHSG5494J1038655,000SH DFND15,00000
LOUISIANA PAC CORPCOM5463471051,54690,000SH DFND190,00000
NEWMONT CORPCOM6516391061,26728,000SH DFND128,00000
NORBORD INCCOM NEW65548P40382870,000SH DFND170,00000
PACCAR INCCOM6937181085,19685,000SH DFND185,00000
ROCKWELL AUTOMATION INCCOM7739031092,57417,061SH DFND117,06100
WASTE MGMT INC DELCOM94106L1095,99264,747SH DFND164,74700
WILLSCOT CORPCOM97137512610,054992,518SH DFND1992,51800
ADVANCE AUTO PARTS INCCOM00751Y1061521,638SH DFND11,63800
AXALTA COATING SYS LTDCOMG0750C10887050,398SH DFND150,39800
BERRY CORPCOM08579X101543225,472SH DFND1225,47200
CENTRAL GARDEN & PET COCL A NON-VTG15352720568626,835SH DFND126,83500
CIRCOR INTL INCCOM17273K10933028,383SH DFND128,38300
CUMMINS INCCOM2310211061081SH DFND18100
CNH INDL N VSHSN2094410935363,063SH DFND163,06300
CANADIAN NAT RES LTDCOM1363851011,29095,264SH DFND195,26400
CNX RESOURCES CORPORATIONCOM12653C1084800SH DFND180000
CARETRUST REIT INCCOM14174T10729520,000SH DFND120,00000
CONCHO RES INCCOM20605P10191821,432SH DFND121,43200
FACEBOOK INCCL A30303M1021,93711,613SH DFND111,61300
TECHNIPFMC PLCCOMG871101053508SH DFND150800
ALPHABET INCCAP STK CL C02079K1073,2552,800SH DFND12,80000
CHART INDS INCCOM PAR $0.0116115Q3081,78661,651SH DFND161,65100
GRAINGER W W INCCOM3848021041,3375,383SH DFND15,38300
HOME DEPOT INCCOM4370761029705,200SH DFND15,20000
INVITATION HOMES INCCOM46187W10759828,025SH DFND128,02500
MARTIN MARIETTA MATLS INCCOM5732841061931,025SH DFND11,02500
MARATHON PETE CORPCOM56585A10282635,000SH DFND135,00000
ISHARES TRUSA MOMENTUM FCT46432F3965,85655,000SH DFND155,00000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105102,000SH DFND12,00000
PILGRIMS PRIDE CORPCOM72147K10881545,000SH DFND145,00000
QUALCOMM INCCOM7475251033,04845,059SH DFND145,05900
SANDERSON FARMS INCCOM8000131046054,910SH DFND14,91000
SCOTTS MIRACLE GRO COCL A8101861067167,000SH DFND17,00000
TREMONT MTG TRCOM8947891064822,905SH DFND122,90500
TYSON FOODS INCCL A9024941034,44476,800SH DFND176,80000
UNITED PARCEL SERVICE INCCL B9113121062,76029,551SH DFND129,55100
ENERGY FUELS INCCOM NEW2926717085950,000SH DFND150,00000
VENTAS INCCOM92276F1005,344199,421SH DFND1199,42100
WESTROCK COCOM96145D1051,36648,364SH DFND148,36400
XYLEM INCCOM98419M1001,52323,385SH DFND123,38500
ZOOM VIDEO COMMUNICATIONS INCL A98980L1011991,368SH DFND11,36800
BUNGE LIMITEDCOMG169621053779,206SH DFND19,20600
EPR PPTYSPFD C CNV 5.75%26884U20847730,224SH DFND130,22400
EQUITY COMWLTHCUM PFD S D 6.5%29462820144616,985SH DFND116,98500
RPT REALTYSH BEN INT74971D10158897,568SH DFND197,56800
WHEELER REAL ESTATE INVT TRCV PFD SER B96302530924539,714SH DFND139,71400
WHEELER REAL ESTATE INVT TRCOM NEW96302570533,269SH DFND13,26900
AMERICAN ELEC PWR CO INCUNIT 03/15/202202553712795119,623SH DFND119,62300
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102169870SH DFND187000
CROWN CASTLE INTL CORP NEWCOM22822V1014333,000SH DFND13,00000
CHANGE HEALTHCARE INCCOM15912K1001,021102,218SH DFND1102,21800
DANAHER CORPORATION4.75 MND CV PFD2358513001,3181,250SH DFND11,25000
GFL ENVIRONMENTAL INCSUB VTG SHS36168Q10445230,054SH DFND130,05400
NEXTERA ENERGY INCUNIT 09/01/2022S65339F79611,904240,845SH DFND1240,84500
NEXTERA ENERGY INCUNIT 99/99/999965339F7707,624175,332SH DFND1175,33200
SOUTHERN COUNIT 08/01/20228425876029,442204,389SH DFND1204,38900
SEMPRA ENERGY6% PFD CONV A81685140673,863776,923SH DFND1776,92300
SEMPRA ENERGY6.75% CNV PFD B8168515055,33756,401SH DFND156,40100
ESSENTIAL UTILS INCUNIT 04/30/202229670G2015009,165SH DFND19,16500
ASSURANT INC6.50% CONV PFD D04621X20723,194218,551SH DFND1218,55100
BECTON DICKINSON & COPFD SHS CONV A07588720812,705231,350SH DFND1231,35000
CROWN CASTLE INTL CORP NEW6.875% CON PFD A22822V30914,37711,114SH DFND111,11400
CENTERPOINT ENERGY INCDEP RP PFD CV B15189T5036,946236,848SH DFND1236,84800
ENERGIZER HLDGS INC NEW7.5 MCNV PFD A29272W20810,430154,436SH DFND1154,43600
FORTIVE CORP5% PFD CNV SER A34959J20720,24527,660SH DFND127,66000
OPTIMIZERX CORPCOM NEW68401U2042,801309,224SH DFND1309,22400
ADVANCED DISP SVCS INC DELCOM00790X1015,508167,937SH DFND1167,93700
AVISTA CORPCOM05379B1071192,822SH DFND12,82200
BAIDU INCSPON ADR REP A05675210825250SH DFND125000
CRAFT BREW ALLIANCE INCCOM2241221011,47799,184SH DFND199,18400
CONDOR HOSPITALITY TR INCCOM NEW20676Y403184,500SH DFND14,50000
CENTRAL EUROPEAN MEDIA ENTRPCL A NEWG200452021,752559,871SH DFND1559,87100
CYRUSONE INCCOM23283R1006,889111,572SH DFND1111,57200
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CAMPBELL SOUP COCOM1344291093327,207SH DFND17,20700
CLEARWAY ENERGY INCCL C18539C20454028,738SH DFND128,73800
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EL PASO ELEC COCOM NEW2836778546,18691,037SH DFND191,03700
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HEXCEL CORP NEWCOM4282911083,08182,866SH DFND182,86600
INNOVATIVE INDL PPTYS INCCOM45781V10145600SH DFND160000
IRON MTN INC NEWCOM46284V10143018,100SH DFND118,10000
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LIBERTY BROADBAND CORPCOM SER C5303073051881,700SH DFND11,70000
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NEW RESIDENTIAL INVT CORPCOM NEW64828T20119,4953,891,340SH DFND13,891,34000
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OFFICE PPTYS INCOME TRCOM SHS BEN INT67623C10927910,270SH DFND110,27000
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RUBICON PROJ INCCOM78112V10241374,488SH DFND174,48800
SIMON PPTY GROUP INC NEWCOM8288061095,939108,267SH DFND1108,26700
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TAUBMAN CTRS INCCOM8766641031,87544,792SH DFND144,79200
TIFFANY & CO NEWCOM8865471086,27148,426SH DFND148,42600
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HOST HOTELS & RESORTS INCCOM44107P1041,835166,234SH DFND1166,23400
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PS BUSINESS PKS INC CALIFCOM69360J1077,99759,014SH DFND159,01400
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SPIRIT RLTY CAP INC NEWCOM NEW84860W30082131,427SH DFND131,42700
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BRANDYWINE RLTY TRSH BEN INT NEW1053682036,101579,987SH DFND1579,98700
COUSINS PPTYS INCCOM NEW2227955021,33545,628SH DFND145,62800
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CHERRY HILL MTG INVT CORPCOM1646511013,165510,494SH DFND1510,49400
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REDWOOD TR INCCOM7580754022,155425,992SH DFND1425,99200
TWO HBRS INVT CORPCOM NEW90187B4087,9222,079,437SH DFND12,079,43700
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WEINGARTEN RLTY INVSSH BEN INT9487411033,431237,789SH DFND1237,78900
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US ECOLOGY INC*W EXP 10/17/20291734M1115813,364SH DFND113,36400
PTC THERAPEUTICS INCNOTE 3.000% 8/169366JAB721,15619,454,000PRN DFND1000
APHRIA INCCOM03765K1042,187714,731SH DFND1714,73100
DELEK US HLDGS INC NEWCOM24665A10314900SH DFND190000
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AMERICAN AIRLS GROUP INCCOM02376R1021,342110,110SH DFND1110,11000
AMAG PHARMACEUTICALS INCNOTE 3.250% 6/000163UAD820,20826,180,000PRN DFND1000
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COMMUNITY HEALTH SYS INC NEWCOM203668108628188,129SH DFND1188,12900
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INTERCEPT PHARMACEUTICALS INNOTE 2.000% 5/145845PAB41,3181,500,000PRN DFND1000
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD657,55340,200,000PRN DFND1000
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OWENS & MINOR INC NEWCOM690732102182,000SH DFND12,00000
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UBER TECHNOLOGIES INCCOM90353T10066823,938SH DFND123,93800
VOCERA COMMUNICATIONS INCNOTE 1.500% 5/192857FAB319,25319,450,000PRN DFND1000
WESTERN DIGITAL CORP.COM95810210572017,323SH DFND117,32300
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,77621,232SH DFND121,23200
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ORCHID IS CAP INCCOM68571X1033,9281,331,721SH DFND11,331,72100
QUOTIENT TECHNOLOGY INCNOTE 1.750%12/0749119AB93,6274,026,000PRN DFND1000
CHEMOURS COCOM163851108947106,823SH DFND1106,82300
QUDIAN INCADR7477981069050,511SH DFND150,51100
CIT GROUP INCCOM NEW125581801171,000SH DFND11,00000
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SELECT SECTOR SPDR TRSBI INT-FINL81369Y605934,500SH DFND14,50000
ADVAXIS INCCOM NEW0076243070119SH DFND111900
FGL HLDGS*W EXP 11/30/202G3402M110323130,554SH DFND1130,55400
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HEICO CORP NEWCOM42280610965878SH DFND187800
ARCONIC CORPORATIONCOM03966V107754,678SH DFND14,67800
L3HARRIS TECHNOLOGIES INCCOM502431109137762SH DFND176200
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UNITED TECHNOLOGIES CORPCOM9130171091151,225SH DFND11,22500
SNAP ON INCCOM833034101102942SH DFND194200
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CHIPOTLE MEXICAN GRILL INCCOM169656105560856SH DFND185600
DOMINOS PIZZA INCCOM25754A201188582SH DFND158200
YUM BRANDS INCCOM9884981011091,600SH DFND11,60000
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HORIZON THERAPEUTICS PUB LTDSHSG46188101311,058SH DFND11,05800
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ELDORADO RESORTS INCCOM28470R102745,197SH DFND15,19700
PAPA JOHNS INTL INCCOM6988131021202,263SH DFND12,26300
GARMIN LTDSHSH2906T1092513,349SH DFND13,34900
LENNAR CORPCL A5260571041473,861SH DFND13,86100
MOHAWK INDS INCCOM608190104841,104SH DFND11,10400
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CABOT OIL & GAS CORPCOM127097103794,608SH DFND14,60800
HOLLYFRONTIER CORPCOM436106108803,293SH DFND13,29300
KINDER MORGAN INC DELCOM49456B1011339,609SH DFND19,60900
CHENIERE ENERGY INCCOM NEW16411R208752,249SH DFND12,24900
CAPRI HOLDINGS LIMITEDSHSG1890L107736,788SH DFND16,78800
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RALPH LAUREN CORPCL A7512121012023,028SH DFND13,02800
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TAPESTRY INCCOM876030107292,298SH DFND12,29800
UNDER ARMOUR INCCL A90431110733336,191SH DFND136,19100
XPO LOGISTICS INCCOM9837931001883,861SH DFND13,86100
TREX CO INCCOM89531P1052202,756SH DFND12,75600
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ALIGN TECHNOLOGY INCCOM0162551012131,229SH DFND11,22900
DEXCOM INCCOM25213110797361SH DFND136100
HOLOGIC INCCOM4364401011694,832SH DFND14,83200
NOVOCURE LTDORD SHSG6674U1083084,580SH DFND14,58000
INSULET CORPCOM45784P101113688SH DFND168800
ZIMMER BIOMET HOLDINGS INCCOM98956P1021861,841SH DFND11,84100
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MCKESSON CORPCOM58155Q10399732SH DFND173200
MOLINA HEALTHCARE INCCOM60855R1001611,157SH DFND11,15700
AT&T INCCOM00206R10222781SH DFND178100
ALPHABET INCCAP STK CL A02079K305267230SH DFND123000
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TARGET CORPCOM87612E1061751,893SH DFND11,89300
SPROUTS FMRS MKT INCCOM85208M1021146,184SH DFND16,18400
CERNER CORPCOM156782104741,176SH DFND11,17600
COOPER COS INCCOM NEW2166484021452SH DFND15200
HARTFORD FINL SVCS GROUP INCCOM41651510429824SH DFND182400
LINCOLN NATL CORP INDCOM53418710923880SH DFND188000
PROGRESSIVE CORP OHIOCOM7433151031682,286SH DFND12,28600
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BIOMX INC*W EXP 10/16/20209090D1111017,029SH DFND117,02900
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DEL TACO RESTAURANTS INC*W EXP 06/30/2022454961126103,509SH DFND1103,50900
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TIDEWATER INC NEWCOM88642R109172,515SH DFND12,51500
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HOSTESS BRANDS INC*W EXP 11/04/20244109J11491161,086SH DFND1161,08600
VERTIV HOLDINGS CO*W EXP 06/12/20292537N1162815,682SH DFND115,68200
QUORUM HEALTH CORPCOM74909E1065001,107,311SH DFND11,107,31100
TELADOC HEALTH INCNOTE 1.375% 5/187918AAC915,9995,500,000PRN DFND1000