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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 6,315 30,334 SH   DFND 1 30,334 0 0
ABBOTT LABS COM 002824100 4,782 98,389 SH   DFND 1 98,389 0 0
ABBVIE INC COM 00287Y109 6,920 95,440 SH   DFND 1 95,440 0 0
ACUITY BRANDS INC COM 00508Y102 453 2,230 SH   DFND 1 2,230 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 5,089 43,646 SH   DFND 1 43,646 0 0
ADVANCED MICRO DEVICES INC COM 007903107 581 46,589 SH   DFND 1 46,589 0 0
ADVISORY BRD CO COM 00762W107 731 14,200 SH Call DFND   14,200 0 0
ADVISORY BRD CO COM 00762W107 4,815 93,500 SH   DFND   93,500 0 0
AES CORP COM 00130H105 252 22,651 SH   DFND 1 22,651 0 0
AETNA INC NEW COM 00817Y108 4,182 27,546 SH   DFND 1 27,546 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,242 7,487 SH   DFND 1 7,487 0 0
AGCO CORP COM 001084102 322 4,773 SH   DFND 1 4,773 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,974 67,011 SH   DFND 1 67,011 0 0
AIR PRODS & CHEMS INC COM 009158106 1,444 10,094 SH   DFND 1 10,094 0 0
ALASKA AIR GROUP INC COM 011659109 2,578 28,722 SH   DFND 1 28,722 0 0
ALBEMARLE CORP COM 012653101 590 5,592 SH   DFND 1 5,592 0 0
ALCOA CORP COM 013872106 1,340 41,031 SH   DFND 1 41,031 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5,204 42,772 SH   DFND 1 42,772 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11,550 81,976 SH   DFND 1 81,976 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,020 99,500 SH Call DFND   99,500 0 0
ALIGN TECHNOLOGY INC COM 016255101 650 4,329 SH   DFND 1 4,329 0 0
ALKERMES PLC SHS G01767105 485 8,361 SH   DFND 1 8,361 0 0
ALLERGAN PLC SHS G0177J108 4,896 20,139 SH   DFND 1 20,139 0 0
ALLIANT ENERGY CORP COM 018802108 330 8,210 SH   DFND 1 8,210 0 0
ALLSTATE CORP COM 020002101 1,852 20,939 SH   DFND 1 20,939 0 0
ALLY FINL INC COM 02005N100 468 22,397 SH   DFND 1 22,397 0 0
ALLY FINL INC COM 02005N100 7,301 349,350 SH   DFND   349,350 0 0
ALPHABET INC CAP STK CL C 02079K107 25,028 27,542 SH   DFND 1 27,542 0 0
ALTABA INC COM 021346101 35,328 648,450 SH   DFND   648,450 0 0
ALTABA INC COM 021346101 13,947 256,000 SH Put DFND   256,000 0 0
ALTRIA GROUP INC COM 02209S103 7,510 100,852 SH   DFND 1 100,852 0 0
AMAZON COM INC COM 023135106 15,987 16,515 SH   DFND 1 16,515 0 0
AMEREN CORP COM 023608102 438 8,015 SH   DFND 1 8,015 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,741 54,480 SH   DFND 1 54,480 0 0
AMERICAN ELEC PWR INC COM 025537101 1,706 24,555 SH   DFND 1 24,555 0 0
AMERICAN EXPRESS CO COM 025816109 3,528 41,881 SH   DFND 1 41,881 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,038 64,586 SH   DFND 1 64,586 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,779 21,000 SH   DFND 1 21,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 679 8,712 SH   DFND 1 8,712 0 0
AMERIPRISE FINL INC COM 03076C106 1,187 9,326 SH   DFND 1 9,326 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,821 19,259 SH   DFND 1 19,259 0 0
AMETEK INC NEW COM 031100100 649 10,712 SH   DFND 1 10,712 0 0
AMGEN INC COM 031162100 7,375 42,821 SH   DFND 1 42,821 0 0
AMPHENOL CORP NEW CL A 032095101 1,029 13,936 SH   DFND 1 13,936 0 0
ANADARKO PETE CORP COM 032511107 1,354 29,868 SH   DFND 1 29,868 0 0
ANALOG DEVICES INC COM 032654105 1,498 19,254 SH   DFND 1 19,254 0 0
ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 962 43,759 SH   DFND 1 43,759 0 0
ANTERO RES CORP COM 03674X106 192 8,866 SH   DFND 1 8,866 0 0
ANTERO RES CORP COM 03674X106 3,133 145,000 SH Put DFND   145,000 0 0
ANTHEM INC COM 036752103 5,197 27,623 SH   DFND 1 27,623 0 0
AON PLC SHS CL A G0408V102 963 7,247 SH   DFND 1 7,247 0 0
APPLE INC COM 037833100 39,483 274,146 SH   DFND 1 274,146 0 0
APPLIED MATLS INC COM 038222105 398 9,636 SH   DFND 1 9,636 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,390 14,903 SH   DFND 1 14,903 0 0
ARCONIC INC COM 03965L100 455 20,088 SH   DFND 1 20,088 0 0
ARDAGH GROUP S A CL A L0223L101 2,206 97,581 SH   DFND 1 97,581 0 0
AT&T INC COM 00206R102 15,970 423,263 SH   DFND 1 423,263 0 0
ATMOS ENERGY CORP COM 049560105 412 4,963 SH   DFND 1 4,963 0 0
AUTODESK INC COM 052769106 1,253 12,431 SH   DFND 1 12,431 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,517 24,561 SH   DFND 1 24,561 0 0
AUTOZONE INC COM 053332102 1,120 1,964 SH   DFND 1 1,964 0 0
AXALTA COATING SYS LTD COM G0750C108 291 9,069 SH   DFND 1 9,069 0 0
BAKER HUGHES INC COM 057224107 1,161 21,308 SH   DFND 1 21,308 0 0
BALL CORP COM 058498106 756 17,918 SH   DFND 1 17,918 0 0
BANK AMER CORP COM 060505104 16,714 688,942 SH   DFND 1 688,942 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,722 53,355 SH   DFND 1 53,355 0 0
BARD C R INC COM 067383109 1,184 3,744 SH   DFND 1 3,744 0 0
BAXTER INTL INC COM 071813109 1,730 28,570 SH   DFND 1 28,570 0 0
BB&T CORP COM 054937107 2,005 44,153 SH   DFND 1 44,153 0 0
BECTON DICKINSON & CO COM 075887109 2,313 11,856 SH   DFND 1 11,856 0 0
BERKLEY W R CORP COM 084423102 367 5,307 SH   DFND 1 5,307 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,144 65,797 SH   DFND 1 65,797 0 0
BEST BUY INC COM 086516101 833 14,526 SH   DFND 1 14,526 0 0
BIOGEN INC COM 09062X103 7,875 29,021 SH   DFND 1 29,021 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 759 8,358 SH   DFND 1 8,358 0 0
BIOVERATIV INC COM 09075E100 586 9,737 SH   DFND 1 9,737 0 0
BLACKROCK INC COM 09247X101 2,638 6,244 SH   DFND 1 6,244 0 0
BLOCK H & R INC COM 093671105 416 13,473 SH   DFND 1 13,473 0 0
BOEING CO COM 097023105 5,663 28,637 SH   DFND 1 28,637 0 0
BOSTON SCIENTIFIC CORP COM 101137107 5,276 190,325 SH   DFND 1 190,325 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,987 89,500 SH Call DFND 1 89,500 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 10,309 185,011 SH   DFND 1 185,011 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 270 15,083 SH   DFND 1 15,083 0 0
BROADCOM LTD SHS Y09827109 2,815 12,079 SH   DFND 1 12,079 0 0
BUNGE LIMITED COM G16962105 2,673 35,835 SH   DFND 1 35,835 0 0
BUNGE LIMITED COM G16962105 3,961 53,100 SH Call DFND   53,100 0 0
CA INC COM 12673P105 559 16,228 SH   DFND 1 16,228 0 0
CABOT OIL & GAS CORP COM 127097103 619 24,695 SH   DFND 1 24,695 0 0
CALPINE CORP COM NEW 131347304 165 12,198 SH   DFND 1 12,198 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,072 25,078 SH   DFND 1 25,078 0 0
CARDINAL HEALTH INC COM 14149Y108 1,279 16,418 SH   DFND 1 16,418 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,121 17,089 SH   DFND 1 17,089 0 0
CATERPILLAR INC DEL COM 149123101 6,587 61,300 SH   DFND 1 61,300 0 0
CBRE GROUP INC CL A 12504L109 511 14,049 SH   DFND 1 14,049 0 0
CBS CORP NEW CL B 124857202 4,192 65,715 SH   DFND 1 65,715 0 0
CELANESE CORP DEL COM SER A 150870103 739 7,779 SH   DFND 1 7,779 0 0
CELGENE CORP COM 151020104 7,128 54,884 SH   DFND 1 54,884 0 0
CENTENE CORP DEL COM 15135B101 2,320 29,049 SH   DFND 1 29,049 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 1,225 77,430 SH   DFND 1 77,430 0 0
CENTERPOINT ENERGY INC COM 15189T107 390 14,212 SH   DFND 1 14,212 0 0
CERNER CORP COM 156782104 2,813 42,315 SH   DFND 1 42,315 0 0
CF INDS HLDGS INC COM 125269100 328 11,741 SH   DFND 1 11,741 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,871 11,491 SH   DFND 1 11,491 0 0
CHENIERE ENERGY INC COM NEW 16411R208 2,847 58,439 SH   DFND 1 58,439 0 0
CHEVRON CORP NEW COM 166764100 9,788 93,821 SH   DFND 1 93,821 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 679 1,633 SH   DFND 1 1,633 0 0
CHUBB LIMITED COM H1467J104 2,398 16,492 SH   DFND 1 16,492 0 0
CHURCH & DWIGHT INC COM 171340102 642 12,373 SH   DFND 1 12,373 0 0
CIGNA CORPORATION COM 125509109 4,647 27,762 SH   DFND 1 27,762 0 0
CIMAREX ENERGY CO COM 171798101 506 5,378 SH   DFND 1 5,378 0 0
CISCO SYS INC COM 17275R102 8,297 265,074 SH   DFND 1 265,074 0 0
CIT GROUP INC COM NEW 125581801 479 9,832 SH   DFND 1 9,832 0 0
CITIGROUP INC COM NEW 172967424 14,652 219,076 SH   DFND 1 219,076 0 0
CITIZENS FINL GROUP INC COM 174610105 962 26,963 SH   DFND 1 26,963 0 0
CITRIX SYS INC COM 177376100 640 8,039 SH   DFND 1 8,039 0 0
CLIFFS NAT RES INC COM 18683K101 1,240 179,174 SH   DFND 1 179,174 0 0
CLOROX CO DEL COM 189054109 906 6,797 SH   DFND 1 6,797 0 0
CLOVIS ONCOLOGY INC COM 189464100 894 9,546 SH   DFND 1 9,546 0 0
CME GROUP INC COM 12572Q105 2,083 16,631 SH   DFND 1 16,631 0 0
CMS ENERGY CORP COM 125896100 408 8,822 SH   DFND 1 8,822 0 0
CNH INDL N V SHS N20944109 2,634 231,482 SH   DFND 1 231,482 0 0
COACH INC COM 189754104 2,793 59,002 SH   DFND 1 59,002 0 0
COCA COLA CO COM 191216100 9,313 207,656 SH   DFND 1 207,656 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,758 26,477 SH   DFND 1 26,477 0 0
COLGATE PALMOLIVE CO COM 194162103 3,548 47,862 SH   DFND 1 47,862 0 0
COMCAST CORP NEW CL A 20030N101 17,922 460,476 SH   DFND 1 460,476 0 0
COMERICA INC COM 200340107 682 9,306 SH   DFND 1 9,306 0 0
CONAGRA BRANDS INC COM 205887102 317 8,852 SH   DFND 1 8,852 0 0
CONCHO RES INC COM 20605P101 3,483 28,660 SH   DFND 1 28,660 0 0
CONOCOPHILLIPS COM 20825C104 2,718 61,827 SH   DFND 1 61,827 0 0
CONSOLIDATED EDISON INC COM 209115104 776 9,603 SH   DFND 1 9,603 0 0
COOPER COS INC COM NEW 216648402 1,197 5,000 SH   DFND 1 5,000 0 0
CORNING INC COM 219350105 1,578 52,528 SH   DFND 1 52,528 0 0
COSTCO WHSL CORP NEW COM 22160K105 6,821 42,652 SH   DFND 1 42,652 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,712 17,088 SH   DFND 1 17,088 0 0
CROWN HOLDINGS INC COM 228368106 385 6,460 SH   DFND 1 6,460 0 0
CSX CORP COM 126408103 8,250 151,213 SH   DFND 1 151,213 0 0
CUMMINS INC COM 231021106 1,490 9,183 SH   DFND 1 9,183 0 0
CVS HEALTH CORP COM 126650100 4,657 57,889 SH   DFND 1 57,889 0 0
D R HORTON INC COM 23331A109 614 17,768 SH   DFND 1 17,768 0 0
DANAHER CORP DEL COM 235851102 2,602 30,832 SH   DFND 1 30,832 0 0
DAVITA INC COM 23918K108 612 9,447 SH   DFND 1 9,447 0 0
DEERE & CO COM 244199105 3,062 24,776 SH   DFND 1 24,776 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 663 10,843 SH   DFND 1 10,843 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,409 44,833 SH   DFND 1 44,833 0 0
DENTSPLY SIRONA INC COM 24906P109 781 12,040 SH   DFND 1 12,040 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,909 90,993 SH   DFND 1 90,993 0 0
DIAMONDBACK ENERGY INC COM 25278X109 3,449 38,833 SH   DFND 1 38,833 0 0
DICKS SPORTING GOODS INC COM 253393102 204 5,128 SH   DFND 1 5,128 0 0
DIGITAL RLTY TR INC COM 253868103 906 8,019 SH   DFND 1 8,019 0 0
DISCOVER FINL SVCS COM 254709108 1,413 22,720 SH   DFND 1 22,720 0 0
DISNEY WALT CO COM DISNEY 254687106 9,031 84,996 SH   DFND 1 84,996 0 0
DOLLAR TREE INC COM 256746108 3,731 53,360 SH   DFND 1 53,360 0 0
DOMINION ENERGY INC COM 25746U109 2,361 30,805 SH   DFND 1 30,805 0 0
DOVER CORP COM 260003108 4,623 57,628 SH   DFND 1 57,628 0 0
DOW CHEM CO COM 260543103 6,028 95,581 SH   DFND 1 95,581 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 878 9,639 SH   DFND 1 9,639 0 0
DTE ENERGY CO COM 233331107 675 6,381 SH   DFND 1 6,381 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5,318 65,896 SH   DFND 1 65,896 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,880 34,459 SH   DFND 1 34,459 0 0
DUKE REALTY CORP COM NEW 264411505 483 17,281 SH   DFND 1 17,281 0 0
DXC TECHNOLOGY CO COM 23355L106 599 7,811 SH   DFND 1 7,811 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 519 13,651 SH   DFND 1 13,651 0 0
EASTMAN CHEM CO COM 277432100 648 7,714 SH   DFND 1 7,714 0 0
EATON CORP PLC SHS G29183103 1,776 22,814 SH   DFND 1 22,814 0 0
EBAY INC COM 278642103 1,932 55,325 SH   DFND 1 55,325 0 0
ECOLAB INC COM 278865100 1,760 13,261 SH   DFND 1 13,261 0 0
EDISON INTL COM 281020107 1,274 16,292 SH   DFND 1 16,292 0 0
ELECTRONIC ARTS INC COM 285512109 1,686 15,947 SH   DFND 1 15,947 0 0
ENERGEN CORP COM 29265N108 7,751 157,000 SH Call DFND   157,000 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 2,413 134,380 SH   DFND 1 134,380 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 4,412 245,636 SH   DFND   245,636 0 0
ENTERGY CORP NEW COM 29364G103 454 5,919 SH   DFND 1 5,919 0 0
EOG RES INC COM 26875P101 2,768 30,574 SH   DFND 1 30,574 0 0
EQT CORP COM 26884L109 503 8,591 SH   DFND 1 8,591 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,582 3,686 SH   DFND 1 3,686 0 0
EVERSOURCE ENERGY COM 30040W108 900 14,825 SH   DFND 1 14,825 0 0
EXELON CORP COM 30161N101 1,656 45,918 SH   DFND 1 45,918 0 0
EXPEDIA INC DEL COM NEW 30212P303 974 6,540 SH   DFND 1 6,540 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,305 36,103 SH   DFND 1 36,103 0 0
EXTRA SPACE STORAGE INC COM 30225T102 484 6,204 SH   DFND 1 6,204 0 0
EXXON MOBIL CORP COM 30231G102 17,743 219,776 SH   DFND 1 219,776 0 0
F M C CORP COM NEW 302491303 495 6,778 SH   DFND 1 6,778 0 0
F5 NETWORKS INC COM 315616102 501 3,945 SH   DFND 1 3,945 0 0
FACEBOOK INC CL A 30303M102 12,746 84,423 SH   DFND 1 84,423 0 0
FASTENAL CO COM 311900104 550 12,632 SH   DFND 1 12,632 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 446 3,532 SH   DFND 1 3,532 0 0
FEDEX CORP COM 31428X106 4,775 21,973 SH   DFND 1 21,973 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 774 9,069 SH   DFND 1 9,069 0 0
FIFTH THIRD BANCORP COM 316773100 1,091 42,031 SH   DFND 1 42,031 0 0
FINISH LINE INC CL A 317923100 3,415 241,000 SH Call DFND   241,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 830 8,287 SH   DFND 1 8,287 0 0
FLIR SYS INC COM 302445101 233 6,709 SH   DFND 1 6,709 0 0
FOOT LOCKER INC COM 344849104 335 6,801 SH   DFND 1 6,801 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,104 188,045 SH   DFND 1 188,045 0 0
FORTIVE CORP COM 34959J108 1,091 17,225 SH   DFND 1 17,225 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,446 37,500 SH   DFND 1 37,500 0 0
FRANKLIN RES INC COM 354613101 858 19,146 SH   DFND 1 19,146 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,577 214,592 SH   DFND 1 214,592 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,841 403,100 SH Call DFND 1 403,100 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 565 91,130 SH   DFND   91,130 0 0
GARMIN LTD SHS H2906T109 1,943 38,068 SH   DFND 1 38,068 0 0
GENERAL ELECTRIC CO COM 369604103 12,718 470,845 SH   DFND 1 470,845 0 0
GENERAL MLS INC COM 370334104 1,722 31,092 SH   DFND 1 31,092 0 0
GENERAL MTRS CO COM 37045V100 2,454 70,255 SH   DFND 1 70,255 0 0
GIGAMON INC COM 37518B102 1,415 35,952 SH   DFND   35,952 0 0
GIGAMON INC COM 37518B102 5,666 144,000 SH Call DFND   144,000 0 0
GILEAD SCIENCES INC COM 375558103 13,767 194,500 SH Call DFND 1 194,500 0 0
GILEAD SCIENCES INC COM 375558103 4,878 68,920 SH   DFND 1 68,920 0 0
GLOBAL PMTS INC COM 37940X102 608 6,729 SH   DFND 1 6,729 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 7,370 11,000,000 PRN   DFND   11,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,528 33,928 SH   DFND 1 33,928 0 0
GRACE W R & CO DEL NEW COM 38388F108 248 3,438 SH   DFND 1 3,438 0 0
GRAINGER W W INC COM 384802104 189 1,049 SH   DFND 1 1,049 0 0
GRAY TELEVISION INC COM 389375106 3,969 289,694 SH   DFND   289,694 0 0
HAIN CELESTIAL GROUP INC COM 405217100 12,228 315,000 SH Call DFND   315,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 11,137 286,900 SH Put DFND   286,900 0 0
HAIN CELESTIAL GROUP INC COM 405217100 6,229 160,447 SH   DFND   160,447 0 0
HALLIBURTON CO COM 406216101 1,964 45,980 SH   DFND 1 45,980 0 0
HANESBRANDS INC COM 410345102 477 20,583 SH   DFND 1 20,583 0 0
HARLEY DAVIDSON INC COM 412822108 524 9,697 SH   DFND 1 9,697 0 0
HARRIS CORP DEL COM 413875105 734 6,733 SH   DFND 1 6,733 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,054 20,047 SH   DFND 1 20,047 0 0
HASBRO INC COM 418056107 516 4,626 SH   DFND 1 4,626 0 0
HCP INC COM 40414L109 347 10,871 SH   DFND 1 10,871 0 0
HELMERICH & PAYNE INC COM 423452101 275 5,063 SH   DFND 1 5,063 0 0
HERSHEY CO COM 427866108 827 7,699 SH   DFND 1 7,699 0 0
HESS CORP COM 42809H107 634 14,454 SH   DFND 1 14,454 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,509 90,952 SH   DFND 1 90,952 0 0
HOLLYFRONTIER CORP COM 436106108 229 8,347 SH   DFND 1 8,347 0 0
HOLOGIC INC COM 436440101 2,553 56,256 SH   DFND 1 56,256 0 0
HOME DEPOT INC COM 437076102 9,871 64,352 SH   DFND 1 64,352 0 0
HONEYWELL INTL INC COM 438516106 2,331 17,490 SH   DFND 1 17,490 0 0
HORMEL FOODS CORP COM 440452100 464 13,602 SH   DFND 1 13,602 0 0
HOST HOTELS & RESORTS INC COM 44107P104 680 37,227 SH   DFND 1 37,227 0 0
HP INC COM 40434L105 1,646 94,160 SH   DFND 1 94,160 0 0
HUBBELL INC COM 443510607 2,537 22,422 SH   DFND 1 22,422 0 0
HUMANA INC COM 444859102 4,156 17,270 SH   DFND 1 17,270 0 0
HUNT J B TRANS SVCS INC COM 445658107 458 5,015 SH   DFND 1 5,015 0 0
HUNTINGTON BANCSHARES INC COM 446150104 793 58,634 SH   DFND 1 58,634 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,528 8,209 SH   DFND 1 8,209 0 0
HUNTSMAN CORP COM 447011107 1,292 50,000 SH   DFND 1 50,000 0 0
IDEXX LABS INC COM 45168D104 2,453 15,194 SH   DFND 1 15,194 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,466 17,216 SH   DFND 1 17,216 0 0
ILLUMINA INC COM 452327109 1,265 7,293 SH   DFND 1 7,293 0 0
IMPERVA INC COM 45321L100 2,625 54,859 SH   DFND   54,859 0 0
IMPERVA INC COM 45321L100 2,871 60,000 SH Call DFND   60,000 0 0
INCYTE CORP COM 45337C102 3,345 26,568 SH   DFND 1 26,568 0 0
INGERSOLL-RAND PLC SHS G47791101 3,520 38,518 SH   DFND 1 38,518 0 0
INGREDION INC COM 457187102 444 3,723 SH   DFND 1 3,723 0 0
INNOVIVA INC COM 45781M101 5,691 444,638 SH   DFND   444,638 0 0
INTEL CORP COM 458140100 7,752 229,758 SH   DFND 1 229,758 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 5,483 5,600,000 PRN   DFND   5,600,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,950 29,575 SH   DFND 1 29,575 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 7,374 47,938 SH   DFND 1 47,938 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 545 4,035 SH   DFND 1 4,035 0 0
INTERPUBLIC GROUP COS INC COM 460690100 478 19,433 SH   DFND 1 19,433 0 0
INTL PAPER CO COM 460146103 1,152 20,354 SH   DFND 1 20,354 0 0
INTUIT COM 461202103 1,515 11,408 SH   DFND 1 11,408 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 4,049 4,329 SH   DFND 1 4,329 0 0
ISHARES TR IBOXX HI YD ETF 464288513 31,202 353,000 SH Put DFND   353,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 507 3,260 SH   DFND 1 3,260 0 0
JOHNSON & JOHNSON COM 478160104 19,399 146,639 SH   DFND 1 146,639 0 0
JOHNSON CTLS INTL PLC SHS G51502105 6,061 139,795 SH   DFND 1 139,795 0 0
JPMORGAN CHASE & CO COM 46625H100 22,193 242,810 SH   DFND 1 242,810 0 0
JUNIPER NETWORKS INC COM 48203R104 506 18,145 SH   DFND 1 18,145 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 559 5,346 SH   DFND 1 5,346 0 0
KELLOGG CO COM 487836108 2,471 35,577 SH   DFND 1 35,577 0 0
KEYCORP NEW COM 493267108 1,094 58,381 SH   DFND 1 58,381 0 0
KIMBERLY CLARK CORP COM 494368103 2,534 19,623 SH   DFND 1 19,623 0 0
KIMCO RLTY CORP COM 49446R109 431 23,472 SH   DFND 1 23,472 0 0
KINDER MORGAN INC DEL COM 49456B101 1,768 92,259 SH   DFND 1 92,259 0 0
KOHLS CORP COM 500255104 396 10,246 SH   DFND 1 10,246 0 0
KORNIT DIGITAL LTD SHS M6372Q113 523 27,011 SH   DFND 1 27,011 0 0
KRAFT HEINZ CO COM 500754106 2,640 30,832 SH   DFND 1 30,832 0 0
KROGER CO COM 501044101 1,113 47,730 SH   DFND 1 47,730 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 651 4,222 SH   DFND 1 4,222 0 0
LAS VEGAS SANDS CORP COM 517834107 1,410 22,073 SH   DFND 1 22,073 0 0
LAUDER ESTEE COS INC CL A 518439104 1,114 11,608 SH   DFND 1 11,608 0 0
LENNAR CORP CL A 526057104 487 9,129 SH   DFND 1 9,129 0 0
LEUCADIA NATL CORP COM 527288104 417 15,941 SH   DFND 1 15,941 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 509 8,583 SH   DFND 1 8,583 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 250 7,798 SH   DFND 1 7,798 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,161 37,244 SH   DFND 1 37,244 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 623 14,844 SH   DFND 1 14,844 0 0
LIBERTY PPTY TR SH BEN INT 531172104 295 7,253 SH   DFND 1 7,253 0 0
LILLY ELI & CO COM 532457108 4,423 53,745 SH   DFND 1 53,745 0 0
LINCOLN NATL CORP IND COM 534187109 839 12,408 SH   DFND 1 12,408 0 0
LOWES COS INC COM 548661107 3,413 44,021 SH   DFND 1 44,021 0 0
LULULEMON ATHLETICA INC COM 550021109 458 7,679 SH   DFND 1 7,679 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,750 20,737 SH   DFND 1 20,737 0 0
M & T BK CORP COM 55261F104 1,257 7,765 SH   DFND 1 7,765 0 0
MACYS INC COM 55616P104 386 16,595 SH   DFND 1 16,595 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 295 6,578 SH   DFND 1 6,578 0 0
MANPOWERGROUP INC COM 56418H100 374 3,347 SH   DFND 1 3,347 0 0
MARATHON OIL CORP COM 565849106 427 36,029 SH   DFND 1 36,029 0 0
MARATHON PETE CORP COM 56585A102 1,352 25,839 SH   DFND 1 25,839 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,928 19,223 SH   DFND 1 19,223 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,074 13,771 SH   DFND 1 13,771 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,661 16,446 SH   DFND 1 16,446 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,091 66,017 SH   DFND 1 66,017 0 0
MASCO CORP COM 574599106 3,534 92,495 SH   DFND 1 92,495 0 0
MASTERCARD INCORPORATED CL A 57636Q104 6,431 52,954 SH   DFND 1 52,954 0 0
MATTEL INC COM 577081102 356 16,524 SH   DFND 1 16,524 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,500 33,409 SH   DFND 1 33,409 0 0
MBIA INC COM 55262C100 2,358 250,000 SH   DFND 1 250,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 619 6,351 SH   DFND 1 6,351 0 0
MCDONALDS CORP COM 580135101 6,534 42,659 SH   DFND 1 42,659 0 0
MCKESSON CORP COM 58155Q103 1,869 11,359 SH   DFND 1 11,359 0 0
MEDTRONIC PLC SHS G5960L103 8,770 98,811 SH   DFND 1 98,811 0 0
MERCK & CO INC COM 58933Y105 10,136 158,145 SH   DFND 1 158,145 0 0
METLIFE INC COM 59156R108 2,764 50,315 SH   DFND 1 50,315 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,471 2,500 SH   DFND 1 2,500 0 0
MGM RESORTS INTERNATIONAL COM 552953101 740 23,645 SH   DFND 1 23,645 0 0
MICRON TECHNOLOGY INC COM 595112103 1,685 56,442 SH   DFND 1 56,442 0 0
MICROSOFT CORP COM 594918104 25,309 367,177 SH   DFND 1 367,177 0 0
MID AMER APT CMNTYS INC COM 59522J103 392 3,723 SH   DFND 1 3,723 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 19,354 1,527,575 SH   DFND   1,527,575 0 0
MOHAWK INDS INC COM 608190104 771 3,188 SH   DFND 1 3,188 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,549 22,397 SH   DFND 1 22,397 0 0
MOLSON COORS BREWING CO CL B 60871R209 780 9,035 SH   DFND 1 9,035 0 0
MONDELEZ INTL INC CL A 609207105 3,680 85,205 SH   DFND 1 85,205 0 0
MONSANTO CO NEW COM 61166W101 2,711 22,908 SH   DFND 1 22,908 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,108 22,308 SH   DFND 1 22,308 0 0
MOODYS CORP COM 615369105 1,061 8,716 SH   DFND 1 8,716 0 0
MORGAN STANLEY COM NEW 617446448 3,457 77,570 SH   DFND 1 77,570 0 0
MOSAIC CO NEW COM 61945C103 430 18,813 SH   DFND 1 18,813 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 719 8,286 SH   DFND 1 8,286 0 0
MSCI INC COM 55354G100 462 4,487 SH   DFND 1 4,487 0 0
MURPHY OIL CORP COM 626717102 250 9,757 SH   DFND 1 9,757 0 0
MYLAN N V SHS EURO N59465109 1,797 46,291 SH   DFND 1 46,291 0 0
NASDAQ INC COM 631103108 426 5,953 SH   DFND 1 5,953 0 0
NAVIENT CORPORATION COM 63938C108 360 21,632 SH   DFND 1 21,632 0 0
NETFLIX INC COM 64110L106 1,316 8,811 SH   DFND 1 8,811 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 313 23,864 SH   DFND 1 23,864 0 0
NEWELL BRANDS INC COM 651229106 566 10,560 SH   DFND 1 10,560 0 0
NEWFIELD EXPL CO COM 651290108 304 10,675 SH   DFND 1 10,675 0 0
NEWMONT MINING CORP COM 651639106 847 26,152 SH   DFND 1 26,152 0 0
NEXTERA ENERGY INC COM 65339F101 3,224 23,009 SH   DFND 1 23,009 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 704 18,222 SH   DFND 1 18,222 0 0
NISOURCE INC COM 65473P105 276 10,883 SH   DFND 1 10,883 0 0
NOBLE ENERGY INC COM 655044105 680 24,024 SH   DFND 1 24,024 0 0
NORDSTROM INC COM 655664100 347 7,253 SH   DFND 1 7,253 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,825 56,079 SH   DFND 1 56,079 0 0
NORTHERN TR CORP COM 665859104 976 10,039 SH   DFND 1 10,039 0 0
NUCOR CORP COM 670346105 913 15,774 SH   DFND 1 15,774 0 0
NVIDIA CORP COM 67066G104 3,387 23,432 SH   DFND 1 23,432 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,134 5,186 SH   DFND 1 5,186 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,545 42,511 SH   DFND 1 42,511 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 394 109,311 SH   DFND 1 109,311 0 0
OGE ENERGY CORP COM 670837103 239 6,873 SH   DFND 1 6,873 0 0
OMNICOM GROUP INC COM 681919106 982 11,850 SH   DFND 1 11,850 0 0
ONEOK INC NEW COM 682680103 463 8,871 SH   DFND 1 8,871 0 0
ORACLE CORP COM 68389X105 8,366 166,855 SH   DFND 1 166,855 0 0
ORACLE CORP COM 68389X105 16,752 334,100 SH Call DFND 1 334,100 0 0
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 2,480 4,960,000 PRN   DFND   4,960,000 0 0
PACKAGING CORP AMER COM 695156109 549 4,928 SH   DFND 1 4,928 0 0
PALO ALTO NETWORKS INC COM 697435105 607 4,539 SH   DFND 1 4,539 0 0
PARKER HANNIFIN CORP COM 701094104 5,551 34,733 SH   DFND 1 34,733 0 0
PARSLEY ENERGY INC CL A 701877102 2,564 92,403 SH   DFND 1 92,403 0 0
PATTERSON COMPANIES INC COM 703395103 186 3,971 SH   DFND 1 3,971 0 0
PAYPAL HLDGS INC COM 70450Y103 3,022 56,314 SH   DFND 1 56,314 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 270 15,273 SH   DFND 1 15,273 0 0
PEPSICO INC COM 713448108 8,322 72,055 SH   DFND 1 72,055 0 0
PERKINELMER INC COM 714046109 681 10,000 SH   DFND 1 10,000 0 0
PFIZER INC COM 717081103 10,687 318,165 SH   DFND 1 318,165 0 0
PG&E CORP COM 69331C108 2,324 35,021 SH   DFND 1 35,021 0 0
PHILIP MORRIS INTL INC COM 718172109 9,057 77,110 SH   DFND 1 77,110 0 0
PHILLIPS 66 COM 718546104 2,004 24,231 SH   DFND 1 24,231 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,418 23,865 SH   DFND 1 23,865 0 0
PINNACLE WEST CAP CORP COM 723484101 258 3,034 SH   DFND 1 3,034 0 0
PIONEER NAT RES CO COM 723787107 5,595 35,058 SH   DFND 1 35,058 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,429 27,455 SH   DFND 1 27,455 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 12,250 89,000 SH Put DFND   89,000 0 0
PPG INDS INC COM 693506107 2,324 21,137 SH   DFND 1 21,137 0 0
PPL CORP COM 69351T106 1,308 33,843 SH   DFND 1 33,843 0 0
PRAXAIR INC COM 74005P104 1,898 14,319 SH   DFND 1 14,319 0 0
PRICE T ROWE GROUP INC COM 74144T108 992 13,363 SH   DFND 1 13,363 0 0
PRICELINE GRP INC COM NEW 741503403 4,882 2,610 SH   DFND 1 2,610 0 0
PROCTER AND GAMBLE CO COM 742718109 11,790 135,286 SH   DFND 1 135,286 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,345 30,513 SH   DFND 1 30,513 0 0
PROLOGIS INC COM 74340W103 1,538 26,226 SH   DFND 1 26,226 0 0
PRUDENTIAL FINL INC COM 744320102 2,369 21,905 SH   DFND 1 21,905 0 0
PUBLIC STORAGE COM 74460D109 1,527 7,325 SH   DFND 1 7,325 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 733 17,045 SH   DFND 1 17,045 0 0
PULTE GROUP INC COM 745867101 524 21,367 SH   DFND 1 21,367 0 0
PVH CORP COM 693656100 2,564 22,397 SH   DFND 1 22,397 0 0
QUALCOMM INC COM 747525103 6,855 124,137 SH   DFND 1 124,137 0 0
QUANTA SVCS INC COM 74762E102 336 10,198 SH   DFND 1 10,198 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,118 28,048 SH   DFND 1 28,048 0 0
RALPH LAUREN CORP CL A 751212101 225 3,044 SH   DFND 1 3,044 0 0
RAMACO RES INC COM 75134P303 1,315 217,283 SH   DFND 1 217,283 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 498 6,204 SH   DFND 1 6,204 0 0
RAYTHEON CO COM NEW 755111507 2,503 15,499 SH   DFND 1 15,499 0 0
REALTY INCOME CORP COM 756109104 706 12,791 SH   DFND 1 12,791 0 0
RED HAT INC COM 756577102 894 9,340 SH   DFND 1 9,340 0 0
RED ROCK RESORTS INC CL A 75700L108 7,309 310,350 SH   DFND   310,350 0 0
REGENCY CTRS CORP COM 758849103 288 4,596 SH   DFND 1 4,596 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,397 6,916 SH   DFND 1 6,916 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,008 68,830 SH   DFND 1 68,830 0 0
REYNOLDS AMERICAN INC COM 761713106 2,907 44,692 SH   DFND 1 44,692 0 0
RITE AID CORP COM 767754104 155 52,500 SH   DFND 1 52,500 0 0
ROBERT HALF INTL INC COM 770323103 281 5,867 SH   DFND 1 5,867 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,463 33,730 SH   DFND 1 33,730 0 0
ROCKWELL COLLINS INC COM 774341101 168 1,601 SH   DFND 1 1,601 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,134 4,897 SH   DFND 1 4,897 0 0
ROSS STORES INC COM 778296103 1,204 20,852 SH   DFND 1 20,852 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 938 8,591 SH   DFND 1 8,591 0 0
S&P GLOBAL INC COM 78409V104 1,890 12,945 SH   DFND 1 12,945 0 0
SALESFORCE COM INC COM 79466L302 8,404 97,039 SH   DFND 1 97,039 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 952 7,056 SH   DFND 1 7,056 0 0
SCANA CORP NEW COM 80589M102 445 6,634 SH   DFND 1 6,634 0 0
SCHEIN HENRY INC COM 806407102 713 3,898 SH   DFND 1 3,898 0 0
SCHLUMBERGER LTD COM 806857108 4,862 73,836 SH   DFND 1 73,836 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,579 60,037 SH   DFND 1 60,037 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 590 15,213 SH   DFND 1 15,213 0 0
SEALED AIR CORP NEW COM 81211K100 357 7,980 SH   DFND 1 7,980 0 0
SEATTLE GENETICS INC COM 812578102 273 5,286 SH   DFND 1 5,286 0 0
SEMPRA ENERGY COM 816851109 1,388 12,306 SH   DFND 1 12,306 0 0
SERVICENOW INC COM 81762P102 964 9,091 SH   DFND 1 9,091 0 0
SHERWIN WILLIAMS CO COM 824348106 3,144 8,959 SH   DFND 1 8,959 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 378 2,635 SH   DFND 1 2,635 0 0
SIGNET JEWELERS LIMITED SHS G81276100 254 4,024 SH   DFND 1 4,024 0 0
SIRIUS XM HLDGS INC COM 82968B103 247 45,078 SH   DFND 1 45,078 0 0
SOUTHERN CO COM 842587107 2,245 46,885 SH   DFND 1 46,885 0 0
SOUTHWEST AIRLS CO COM 844741108 527 8,478 SH   DFND 1 8,478 0 0
SOUTHWESTERN ENERGY CO COM 845467109 110 18,129 SH   DFND 1 18,129 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 9,704 304,000 SH Call DFND   304,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 27,023 846,600 SH Put DFND   846,600 0 0
SPLUNK INC COM 848637104 401 7,052 SH   DFND 1 7,052 0 0
SPROUTS FMRS MKT INC COM 85208M102 541 23,865 SH   DFND 1 23,865 0 0
STANLEY BLACK & DECKER INC COM 854502101 5,712 40,586 SH   DFND 1 40,586 0 0
STAPLES INC COM 855030102 332 32,977 SH   DFND 1 32,977 0 0
STAPLES INC COM 855030102 5,901 586,000 SH Call DFND   586,000 0 0
STARBUCKS CORP COM 855244109 4,280 73,403 SH   DFND 1 73,403 0 0
STATE STR CORP COM 857477103 1,812 20,190 SH   DFND 1 20,190 0 0
STRYKER CORP COM 863667101 2,082 15,000 SH   DFND 1 15,000 0 0
SUNTRUST BKS INC COM 867914103 1,516 26,722 SH   DFND 1 26,722 0 0
SYMANTEC CORP COM 871503108 923 32,655 SH   DFND 1 32,655 0 0
SYNCHRONY FINL COM 87165B103 1,307 43,844 SH   DFND 1 43,844 0 0
SYSCO CORP COM 871829107 1,344 26,701 SH   DFND 1 26,701 0 0
T MOBILE US INC COM 872590104 3,361 55,442 SH   DFND 1 55,442 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,834 25,000 SH   DFND 1 25,000 0 0
TARGA RES CORP COM 87612G101 437 9,676 SH   DFND 1 9,676 0 0
TARGET CORP COM 87612E106 274 5,243 SH   DFND 1 5,243 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 586 13,636 SH   DFND 1 13,636 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,440 18,306 SH   DFND 1 18,306 0 0
TECHNIPFMC PLC COM G87110105 320 11,768 SH   DFND 1 11,768 0 0
TECK RESOURCES LTD CL B 878742204 1,654 95,460 SH   DFND 1 95,460 0 0
TEGNA INC COM 87901J105 3,733 259,050 SH   DFND   259,050 0 0
TESARO INC COM 881569107 2,003 14,319 SH   DFND 1 14,319 0 0
TESARO INC COM 881569107 5,273 37,700 SH Call DFND   37,700 0 0
TESLA INC COM 88160R101 2,451 6,778 SH   DFND 1 6,778 0 0
TESORO CORP COM 881609101 600 6,411 SH   DFND 1 6,411 0 0
TEXAS INSTRS INC COM 882508104 1,452 18,876 SH   DFND 1 18,876 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 22,070 24,137,000 PRN   DFND   24,137,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,817 39,075 SH   DFND 1 39,075 0 0
TIME WARNER INC COM NEW 887317303 3,923 39,072 SH   DFND 1 39,072 0 0
TJX COS INC NEW COM 872540109 4,504 62,401 SH   DFND 1 62,401 0 0
TOLL BROTHERS INC COM 889478103 364 9,206 SH   DFND 1 9,206 0 0
TOTAL SYS SVCS INC COM 891906109 506 8,687 SH   DFND 1 8,687 0 0
TRACTOR SUPPLY CO COM 892356106 242 4,470 SH   DFND 1 4,470 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 7,232 255,199 SH   DFND 1 255,199 0 0
TYSON FOODS INC CL A 902494103 946 15,103 SH   DFND 1 15,103 0 0
UGI CORP NEW COM 902681105 268 5,537 SH   DFND 1 5,537 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 9,730 896,799 SH   DFND   896,799 0 0
UNION PAC CORP COM 907818108 7,097 65,164 SH   DFND 1 65,164 0 0
UNITED CONTL HLDGS INC COM 910047109 2,026 26,930 SH   DFND 1 26,930 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,287 38,764 SH   DFND 1 38,764 0 0
UNITED TECHNOLOGIES CORP COM 913017109 5,037 41,251 SH   DFND 1 41,251 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 292 2,254 SH   DFND 1 2,254 0 0
UNITEDHEALTH GROUP INC COM 91324P102 12,787 68,965 SH   DFND 1 68,965 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 553 4,532 SH   DFND 1 4,532 0 0
UNUM GROUP COM 91529Y106 589 12,625 SH   DFND 1 12,625 0 0
US BANCORP DEL COM NEW 902973304 5,014 96,580 SH   DFND 1 96,580 0 0
US FOODS HLDG CORP COM 912008109 817 30,011 SH   DFND 1 30,011 0 0
V F CORP COM 918204108 973 16,895 SH   DFND 1 16,895 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,598 23,686 SH   DFND 1 23,686 0 0
VARIAN MED SYS INC COM 92220P105 2,311 22,397 SH   DFND 1 22,397 0 0
VENTAS INC COM 92276F100 629 9,059 SH   DFND 1 9,059 0 0
VERISIGN INC COM 92343E102 500 5,374 SH   DFND 1 5,374 0 0
VERISK ANALYTICS INC COM 92345Y106 735 8,713 SH   DFND 1 8,713 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,917 289,227 SH   DFND 1 289,227 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,030 31,269 SH   DFND 1 31,269 0 0
VISA INC COM CL A 92826C839 9,270 98,847 SH   DFND 1 98,847 0 0
VORNADO RLTY TR SH BEN INT 929042109 794 8,454 SH   DFND 1 8,454 0 0
VOYA FINL INC COM 929089100 382 10,344 SH   DFND 1 10,344 0 0
VULCAN MATLS CO COM 929160109 3,203 25,285 SH   DFND 1 25,285 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,579 45,701 SH   DFND 1 45,701 0 0
WAL-MART STORES INC COM 931142103 7,940 104,919 SH   DFND 1 104,919 0 0
WASTE MGMT INC DEL COM 94106L109 1,769 24,113 SH   DFND 1 24,113 0 0
WATERS CORP COM 941848103 2,758 15,000 SH   DFND 1 15,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 192 49,704 SH   DFND 1 49,704 0 0
WEBMD HEALTH CORP COM 94770V102 5,727 97,651 SH   DFND   97,651 0 0
WEC ENERGY GROUP INC COM 92939U106 970 15,794 SH   DFND 1 15,794 0 0
WELLS FARGO CO NEW COM 949746101 14,324 258,506 SH   DFND 1 258,506 0 0
WELLTOWER INC COM 95040Q104 678 9,059 SH   DFND 1 9,059 0 0
WESTAR ENERGY INC COM 95709T100 367 6,920 SH   DFND 1 6,920 0 0
WESTERN DIGITAL CORP COM 958102105 1,331 15,021 SH   DFND 1 15,021 0 0
WESTROCK CO COM 96145D105 300 5,301 SH   DFND 1 5,301 0 0
WEYERHAEUSER CO COM 962166104 1,250 37,303 SH   DFND 1 37,303 0 0
WHIRLPOOL CORP COM 963320106 785 4,096 SH   DFND 1 4,096 0 0
WHITING PETE CORP NEW COM 966387102 1,247 226,331 SH   DFND 1 226,331 0 0
WHOLE FOODS MKT INC COM 966837106 3,116 74,000 SH   DFND   74,000 0 0
WHOLE FOODS MKT INC COM 966837106 2,010 47,727 SH   DFND 1 47,727 0 0
WILLIAMS COS INC DEL COM 969457100 1,325 43,763 SH   DFND 1 43,763 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 434 2,985 SH   DFND 1 2,985 0 0
WORKDAY INC CL A 98138H101 497 5,128 SH   DFND 1 5,128 0 0
WPX ENERGY INC COM 98212B103 3,132 324,200 SH   DFND 1 324,200 0 0
WYNN RESORTS LTD COM 983134107 535 3,987 SH   DFND 1 3,987 0 0
XCEL ENERGY INC COM 98389B100 1,139 24,831 SH   DFND 1 24,831 0 0
XEROX CORP COM NEW 984121608 293 10,201 SH   DFND 1 10,201 0 0
XL GROUP LTD COM G98294104 593 13,544 SH   DFND 1 13,544 0 0
YUM BRANDS INC COM 988498101 2,334 31,639 SH   DFND 1 31,639 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,154 8,990 SH   DFND 1 8,990 0 0
ZOETIS INC CL A 98978V103 1,566 25,107 SH   DFND 1 25,107 0 0