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
ABBVIE INC COM 00287Y109 8,145 125,000 SH Call DFND 1 0 0 0
ADVAXIS INC COM NEW 007624208 84 10,300 SH Call DFND 1 0 0 0
ALLERGAN PLC SHS G0177J108 28,049 117,400 SH Call DFND 1 0 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 715 5,900 SH Call DFND 1 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 11,610 798,000 SH Call DFND 1 0 0 0
ARRAY BIOPHARMA INC COM 04269X105 169 19,000 SH Call DFND 1 0 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 14,442 463,800 SH Call DFND 1 0 0 0
BANK AMER CORP COM 060505104 2,592 109,900 SH Call DFND 1 0 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 6,509 119,700 SH Call DFND 1 0 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 29 1,000 SH Call DFND 1 0 0 0
CITIGROUP INC COM NEW 172967424 4,360 72,900 SH Call DFND 1 0 0 0
EXELIXIS INC COM 30161Q104 1,850 85,400 SH Call DFND 1 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 37 3,200 SH Call DFND 1 0 0 0
GILEAD SCIENCES INC COM 375558103 1,643 24,200 SH Call DFND 1 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,194 5,200 SH Call DFND 1 0 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 2,041 50,000 SH Call DFND 1 0 0 0
HORIZON PHARMA PLC SHS G4617B105 385 26,100 SH Call DFND 1 0 0 0
IMMUNOMEDICS INC COM 452907108 64 10,000 SH Call DFND 1 0 0 0
INCYTE CORP COM 45337C102 160 1,200 SH Call DFND 1 0 0 0
INTEL CORP COM 458140100 901 25,000 SH Call DFND 1 0 0 0
INPHI CORP COM 45772F107 4,364 89,400 SH Call DFND 1 0 0 0
LILLY ELI & CO COM 532457108 2,102 25,000 SH Call DFND 1 0 0 0
MEDICINES CO COM 584688105 97 2,000 SH Call DFND 1 0 0 0
METLIFE INC COM 59156R108 1,515 28,700 SH Call DFND 1 0 0 0
MERCK & CO INC COM 58933Y105 12,040 189,500 SH Call DFND 1 0 0 0
MORGAN STANLEY COM NEW 617446448 6,383 149,000 SH Call DFND 1 0 0 0
MICRON TECHNOLOGY INC COM 595112103 2,381 82,400 SH Call DFND 1 0 0 0
MYLAN N V SHS EURO N59465109 1,119 28,700 SH Call DFND 1 0 0 0
NEWLINK GENETICS CORP COM 651511107 482 20,000 SH Call DFND 1 0 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,216 41,100 SH Call DFND 1 0 0 0
SUNTRUST BKS INC COM 867914103 409 7,400 SH Call DFND 1 0 0 0
TESARO INC COM 881569107 1,400 9,100 SH Call DFND 1 0 0 0
US BANCORP DEL COM NEW 902973304 128 2,500 SH Call DFND 1 0 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 977 88,600 SH Call DFND 1 0 0 0
WALKER & DUNLOP INC COM 93148P102 604 14,500 SH Call DFND 1 0 0 0
WELLS FARGO & CO NEW COM 949746101 1,191 21,400 SH Call DFND 1 0 0 0
ZIONS BANCORPORATION COM 989701107 2,100 50,000 SH Call DFND 1 0 0 0
AK STL HLDG CORP COM 001547108 234 32,600 SH Call DFND 1 0 0 0
AMAZON COM INC COM 023135106 13,032 14,700 SH Call DFND 1 0 0 0
APACHE CORP COM 037411105 174 3,400 SH Call DFND 1 0 0 0
ARCONIC INC COM 03965L100 16,480 625,700 SH Call DFND 1 0 0 0
BUNGE LIMITED COM G16962105 634 8,000 SH Call DFND 1 0 0 0
BP PLC SPONSORED ADR 055622104 62 1,800 SH Call DFND 1 0 0 0
B2GOLD CORP COM 11777Q209 140 49,600 SH Call DFND 1 0 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,860 60,500 SH Call DFND 1 0 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 17 300 SH Call DFND 1 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,633 275,000 SH Call DFND 1 0 0 0
CLIFFS NAT RES INC COM 18683K101 16 2,000 SH Call DFND 1 0 0 0
CLEAN ENERGY FUELS CORP COM 184499101 10 4,000 SH Call DFND 1 0 0 0
ROCKWELL COLLINS INC COM 774341101 9 100 SH Call DFND 1 0 0 0
SALESFORCE COM INC COM 79466L302 1,080 13,100 SH Call DFND 1 0 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 11,309 230,100 SH Call DFND 1 0 0 0
CVS HEALTH CORP COM 126650100 1,130 14,400 SH Call DFND 1 0 0 0
DOMINION RES INC VA NEW COM 25746U109 1,551 20,000 SH Call DFND 1 0 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 736 42,900 SH Call DFND 1 0 0 0
DISH NETWORK CORP CL A 25470M109 15,555 245,000 SH Call DFND 1 0 0 0
DYNEGY INC NEW DEL COM 26817R108 181 23,100 SH Call DFND 1 0 0 0
ENSCO PLC SHS CLASS A G3157S106 269 30,100 SH Call DFND 1 0 0 0
EXELON CORP COM 30161N101 672 18,700 SH Call DFND 1 0 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,299 10,300 SH Call DFND 1 0 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 18 1,700 SH Call DFND 1 0 0 0
FREEPORT-MCMORAN INC CL B 35671D857 80 6,000 SH Call DFND 1 0 0 0
GENERAL MLS INC COM 370334104 2,637 44,700 SH Call DFND 1 0 0 0
GAMESTOP CORP NEW CL A 36467W109 674 29,900 SH Call DFND 1 0 0 0
GOGO INC COM 38046C109 125 11,400 SH Call DFND 1 0 0 0
HALLIBURTON CO COM 406216101 4,133 84,000 SH Call DFND 1 0 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 2,017 116,300 SH Call DFND 1 0 0 0
HOME DEPOT INC COM 437076102 337 2,300 SH Call DFND 1 0 0 0
HERBALIFE LTD COM USD SHS G4412G101 58,424 1,004,900 SH Call DFND 1 0 0 0
HERSHEY CO COM 427866108 458 4,200 SH Call DFND 1 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 6,965 40,000 SH Call DFND 1 0 0 0
KELLOGG CO COM 487836108 2,759 38,000 SH Call DFND 1 0 0 0
KINROSS GOLD CORP COM NO PAR 496902404 351 100,000 SH Call DFND 1 0 0 0
KRAFT HEINZ CO COM 500754106 817 9,000 SH Call DFND 1 0 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 93 12,000 SH Call DFND 1 0 0 0
LAS VEGAS SANDS CORP COM 517834107 530 9,300 SH Call DFND 1 0 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 9,119 100,000 SH Call DFND 1 0 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,124 10,000 SH Call DFND 1 0 0 0
MERCADOLIBRE INC COM 58733R102 2,114 10,000 SH Call DFND 1 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 520 19,000 SH Call DFND 1 0 0 0
MOSAIC CO NEW COM 61945C103 11 400 SH Call DFND 1 0 0 0
MARATHON PETE CORP COM 56585A102 3,310 65,500 SH Call DFND 1 0 0 0
MASTEC INC COM 576323109 768 19,200 SH Call DFND 1 0 0 0
NIKE INC CL B 654106103 1,894 34,000 SH Call DFND 1 0 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 4,517 71,300 SH Call DFND 1 0 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 2,604 200,000 SH Call DFND 1 0 0 0
POST HLDGS INC COM 737446104 3,063 35,000 SH Call DFND 1 0 0 0
PROS HOLDINGS INC COM 74346Y103 128 5,300 SH Call DFND 1 0 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,721 86,000 SH Call DFND 1 0 0 0
TRANSOCEAN LTD REG SHS H8817H100 24 2,000 SH Call DFND 1 0 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 215 16,000 SH Call DFND 1 0 0 0
SHOE CARNIVAL INC COM 824889109 103 4,200 SH Call DFND 1 0 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 735 50,000 SH Call DFND 1 0 0 0
SEARS HLDGS CORP COM 812350106 287 25,000 SH Call DFND 1 0 0 0
SIRIUS XM HLDGS INC COM 82968B103 32 6,300 SH Call DFND 1 0 0 0
SCHLUMBERGER LTD COM 806857108 976 12,500 SH Call DFND 1 0 0 0
U S SILICA HLDGS INC COM 90346E103 3,004 62,600 SH Call DFND 1 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 107,120 454,400 SH Call DFND 1 0 0 0
TERRAFORM PWR INC CL A COM 88104R100 2 200 SH Call DFND 1 0 0 0
UNDER ARMOUR INC CL A 904311107 197 10,000 SH Call DFND 1 0 0 0
ULTA BEAUTY INC COM 90384S303 313 1,100 SH Call DFND 1 0 0 0
URBAN OUTFITTERS INC COM 917047102 1,188 50,000 SH Call DFND 1 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,063 12,800 SH Call DFND 1 0 0 0
WHOLE FOODS MKT INC COM 966837106 487 16,400 SH Call DFND 1 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 500 75,300 SH Call DFND 1 0 0 0
WYNN RESORTS LTD COM 983134107 3,873 33,800 SH Call DFND 1 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,783 100,000 SH Call DFND 1 0 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 13,920 275,000 SH Call DFND 1 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 15,572 250,000 SH Call DFND 1 0 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 7,976 127,000 SH Call DFND 1 0 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 11,801 230,000 SH Call DFND 1 0 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 9,360 250,000 SH Call DFND 1 0 0 0
NVIDIA CORP COM 67066G104 2,723 25,000 SH Call DFND 1 0 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 3,070 50,000 SH Call DFND 1 0 0 0
TWITTER INC COM 90184L102 1,495 100,000 SH Call DFND 1 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 303,157 2,205,100 SH Call DFND 1 0 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,195 20,000 SH Call DFND 1 0 0 0
KIMBERLY CLARK CORP COM 494368103 2,632 20,000 SH Call DFND 1 0 0 0
MONDELEZ INTL INC CL A 609207105 2,154 50,000 SH Call DFND 1 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,397 20,000 SH Call DFND 1 0 0 0
AUTOLIV INC COM 052800109 1,022 10,000 SH Call DFND 1 0 0 0
HESS CORP COM 42809H107 1,388 28,800 SH Call DFND 1 0 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,603 40,000 SH Call DFND 1 0 0 0
PHILLIPS 66 COM 718546104 3,961 50,000 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DAILY GOLD MINER 25490K133 65 2,100 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DLY EMG MK BL 3X 25490K281 4,449 60,400 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 14,908 470,300 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 377 8,500 SH Call DFND 1 0 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 2,203 96,600 SH Call DFND 1 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 7,511 95,700 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DAILY JR GOLD MI 25490K554 41 6,500 SH Call DFND 1 0 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 124 400 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DAILY GOLD MINER 25490K570 149 16,600 SH Call DFND 1 0 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 153,229 1,157,500 SH Call DFND 1 0 0 0
PROSHARES TR SHORT S&P 500 NE 74347B425 13 400 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DRX S&P500BULL 25459W862 4,434 35,100 SH Call DFND 1 0 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 18,647 219,800 SH Call DFND 1 0 0 0
PROSHARES TR II SHT VIX ST TRM 74347W627 89,319 632,800 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 113,586 1,073,900 SH Call DFND 1 0 0 0
PROSHARES TR ULTRAPRO QQQ 74347X831 7,727 87,600 SH Call DFND 1 0 0 0
DIREXION SHS ETF TR DAILY SM CAP BEA 25490K521 180 10,000 SH Call DFND 1 0 0 0
PROSHARES TR ULTRPRO S&P500 74347X864 14,833 154,500 SH Call DFND 1 0 0 0
PROSHARES TR II ULTRA VIX ETF 74347W239 2,140 132,400 SH Call DFND 1 0 0 0
PROSHARES TR II VIX SHORT TERM F 74347W262 2,083 158,200 SH Call DFND 1 0 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 3,492 221,200 SH Call DFND 1 0 0 0
TESLA INC COM 88160R101 30,028 107,900 SH Call DFND 1 0 0 0
AVIS BUDGET GROUP COM 053774105 73 2,500 SH Call DFND 1 0 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 44 20,600 SH Call DFND 1 0 0 0
EASTMAN KODAK CO COM NEW 277461406 86 7,500 SH Call DFND 1 0 0 0
SPRINT CORP COM SER 1 85207U105 868 100,000 SH Call DFND 1 0 0 0
STRATASYS LTD SHS M85548101 2,049 100,000 SH Call DFND 1 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 772 7,200 SH Call DFND 1 0 0 0
BOINGO WIRELESS INC COM 09739C102 591 45,500 SH Call DFND 1 0 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 452 10,700 SH Call DFND 1 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 298 5,000 SH Call DFND 1 0 0 0
UNITED CONTL HLDGS INC COM 910047109 741 10,500 SH Call DFND 1 0 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,572 30,000 SH Call DFND 1 0 0 0
ABBVIE INC COM 00287Y109 2,006 30,800 SH Put DFND 1 0 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,929 91,900 SH Put DFND 1 0 0 0
ALLERGAN PLC SHS G0177J108 56,265 235,500 SH Put DFND 1 0 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,872 30,000 SH Put DFND 1 0 0 0
ALLY FINL INC COM 02005N100 22 1,100 SH Put DFND 1 0 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 297 13,200 SH Put DFND 1 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 19,502 1,340,400 SH Put DFND 1 0 0 0
ANI PHARMACEUTICALS INC COM 00182C103 1,713 34,600 SH Put DFND 1 0 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,975 221,000 SH Put DFND 1 0 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 168 5,400 SH Put DFND 1 0 0 0
BANK AMER CORP COM 060505104 4,774 202,400 SH Put DFND 1 0 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,999 165,500 SH Put DFND 1 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 866 5,200 SH Put DFND 1 0 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 242 20,000 SH Put DFND 1 0 0 0
CITIGROUP INC COM NEW 172967424 3,601 60,200 SH Put DFND 1 0 0 0
CIT GROUP INC COM NEW 125581801 450 10,500 SH Put DFND 1 0 0 0
CLEAN ENERGY FUELS CORP COM 184499101 1,183 464,000 SH Put DFND 1 0 0 0
CLOVIS ONCOLOGY INC COM 189464100 3,406 53,500 SH Put DFND 1 0 0 0
COMERICA INC COM 200340107 9,649 140,700 SH Put DFND 1 0 0 0
CAPITAL ONE FINL CORP COM 14040H105 901 10,400 SH Put DFND 1 0 0 0
ENCORE CAP GROUP INC COM 292554102 930 30,200 SH Put DFND 1 0 0 0
EXELIXIS INC COM 30161Q104 4,160 192,000 SH Put DFND 1 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,357 116,600 SH Put DFND 1 0 0 0
FLUIDIGM CORP DEL COM 34385P108 122 21,500 SH Put DFND 1 0 0 0
AMICUS THERAPEUTICS INC COM 03152W109 125 17,600 SH Put DFND 1 0 0 0
GAIN CAP HLDGS INC COM 36268W100 149 17,900 SH Put DFND 1 0 0 0
GENERAL MTRS CO COM 37045V100 884 25,000 SH Put DFND 1 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,720 24,900 SH Put DFND 1 0 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 240 5,900 SH Put DFND 1 0 0 0
IAC INTERACTIVECORP COM 44919P508 4,091 55,500 SH Put DFND 1 0 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 4,218 37,300 SH Put DFND 1 0 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 134 5,700 SH Put DFND 1 0 0 0
IMMUNOMEDICS INC COM 452907108 1,761 272,300 SH Put DFND 1 0 0 0
INCYTE CORP COM 45337C102 1,336 10,000 SH Put DFND 1 0 0 0
INTEL CORP COM 458140100 898 24,900 SH Put DFND 1 0 0 0
IONIS PHARMACEUTICALS INC COM 462222100 5,065 126,000 SH Put DFND 1 0 0 0
INPHI CORP COM 45772F107 390 8,000 SH Put DFND 1 0 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,173 68,800 SH Put DFND 1 0 0 0
JPMORGAN CHASE & CO COM 46625H100 2,846 32,400 SH Put DFND 1 0 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 31 2,200 SH Put DFND 1 0 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 312 101,400 SH Put DFND 1 0 0 0
MEDICINES CO COM 584688105 2,899 59,300 SH Put DFND 1 0 0 0
METLIFE INC COM 59156R108 2,741 51,900 SH Put DFND 1 0 0 0
MERCK & CO INC COM 58933Y105 12,098 190,400 SH Put DFND 1 0 0 0
MORGAN STANLEY COM NEW 617446448 2,913 68,000 SH Put DFND 1 0 0 0
MICRON TECHNOLOGY INC COM 595112103 18,530 641,200 SH Put DFND 1 0 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1,684 176,400 SH Put DFND 1 0 0 0
MYLAN N V SHS EURO N59465109 2,612 67,000 SH Put DFND 1 0 0 0
NUVASIVE INC COM 670704105 940 12,600 SH Put DFND 1 0 0 0
NOVAVAX INC COM 670002104 51 40,400 SH Put DFND 1 0 0 0
NVIDIA CORP COM 67066G104 1,372 12,600 SH Put DFND 1 0 0 0
OPKO HEALTH INC COM 68375N103 361 45,200 SH Put DFND 1 0 0 0
OREXIGEN THERAPEUTICS INC COM NEW 686164302 78 22,800 SH Put DFND 1 0 0 0
PDL BIOPHARMA INC COM 69329Y104 54 24,100 SH Put DFND 1 0 0 0
PFIZER INC COM 717081103 1,710 50,000 SH Put DFND 1 0 0 0
PHOTRONICS INC COM 719405102 50 4,700 SH Put DFND 1 0 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 300 220,700 SH Put DFND 1 0 0 0
PNC FINL SVCS GROUP INC COM 693475105 6,288 52,300 SH Put DFND 1 0 0 0
RAMBUS INC DEL COM 750917106 78 6,000 SH Put DFND 1 0 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 425 38,700 SH Put DFND 1 0 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 343 73,800 SH Put DFND 1 0 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 137 21,100 SH Put DFND 1 0 0 0
SUNPOWER CORP COM 867652406 39 6,500 SH Put DFND 1 0 0 0
SUNTRUST BKS INC COM 867914103 2,223 40,200 SH Put DFND 1 0 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 5,160 160,800 SH Put DFND 1 0 0 0
TESARO INC COM 881569107 492 3,200 SH Put DFND 1 0 0 0
US BANCORP DEL COM NEW 902973304 242 4,700 SH Put DFND 1 0 0 0
VEECO INSTRS INC DEL COM 922417100 122 4,100 SH Put DFND 1 0 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,225 201,800 SH Put DFND 1 0 0 0
WELLS FARGO & CO NEW COM 949746101 7,953 142,900 SH Put DFND 1 0 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 34 1,100 SH Put DFND 1 0 0 0
ZIONS BANCORPORATION COM 989701107 92 2,200 SH Put DFND 1 0 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 55 34,300 SH Put DFND 1 0 0 0
PENGROWTH ENERGY CORP COM 70706P104 1 2,000 SH Put DFND 1 0 0 0
BANK N S HALIFAX COM 064149107 6,003 102,500 SH Put DFND 1 0 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 4,310 50,000 SH Put DFND 1 0 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 7,291 100,000 SH Put DFND 1 0 0 0
BALLARD PWR SYS INC NEW COM 058586108 17 7,800 SH Put DFND 1 0 0 0
AK STL HLDG CORP COM 001547108 4,720 656,500 SH Put DFND 1 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 838 6,900 SH Put DFND 1 0 0 0
AMAZON COM INC COM 023135106 14,361 16,200 SH Put DFND 1 0 0 0
ARCONIC INC COM 03965L100 11,665 442,900 SH Put DFND 1 0 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,596 88,900 SH Put DFND 1 0 0 0
BOEING CO COM 097023105 1,768 10,000 SH Put DFND 1 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 84,549 784,100 SH Put DFND 1 0 0 0
BELDEN INC COM 077454106 2,871 41,500 SH Put DFND 1 0 0 0
BAIDU INC SPON ADR REP A 056752108 1,035 6,000 SH Put DFND 1 0 0 0
BLACK HILLS CORP COM 092113109 6,647 100,000 SH Put DFND 1 0 0 0
BROADSOFT INC COM 11133B409 68 1,700 SH Put DFND 1 0 0 0
B2GOLD CORP COM 11777Q209 178 63,100 SH Put DFND 1 0 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 2,539 82,600 SH Put DFND 1 0 0 0
COEUR MNG INC COM NEW 192108504 25 3,100 SH Put DFND 1 0 0 0
CHEGG INC COM 163092109 27 3,300 SH Put DFND 1 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,672 450,000 SH Put DFND 1 0 0 0
COBALT INTL ENERGY INC COM 19075F106 15 29,400 SH Put DFND 1 0 0 0
SEACOR HOLDINGS INC COM 811904101 1,037 15,000 SH Put DFND 1 0 0 0
CLIFFS NAT RES INC COM 18683K101 1,127 137,300 SH Put DFND 1 0 0 0
CABOT OIL & GAS CORP COM 127097103 2,151 90,000 SH Put DFND 1 0 0 0
CONNS INC COM 208242107 21 2,500 SH Put DFND 1 0 0 0
CARRIAGE SVCS INC COM 143905107 67 2,500 SH Put DFND 1 0 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 12,002 244,200 SH Put DFND 1 0 0 0
CENVEO INC COM NEW 15670S402 292 58,300 SH Put DFND 1 0 0 0
CVS HEALTH CORP COM 126650100 1,460 18,600 SH Put DFND 1 0 0 0
CHEVRON CORP NEW COM 166764100 579 5,400 SH Put DFND 1 0 0 0
CAESARS ENTMT CORP COM 127686103 859 90,000 SH Put DFND 1 0 0 0
DOMINION RES INC VA NEW COM 25746U109 1,148 14,800 SH Put DFND 1 0 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,203 128,400 SH Put DFND 1 0 0 0
DISH NETWORK CORP CL A 25470M109 3,447 54,300 SH Put DFND 1 0 0 0
DTE ENERGY CO COM 233331107 102 1,000 SH Put DFND 1 0 0 0
DYNEGY INC NEW DEL COM 26817R108 3,867 492,000 SH Put DFND 1 0 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 8 2,600 SH Put DFND 1 0 0 0
ENVESTNET INC COM 29404K106 484 15,000 SH Put DFND 1 0 0 0
EP ENERGY CORP CL A 268785102 142 29,900 SH Put DFND 1 0 0 0
ENSCO PLC SHS CLASS A G3157S106 3,310 369,900 SH Put DFND 1 0 0 0
EVOLENT HEALTH INC CL A 30050B101 24 1,100 SH Put DFND 1 0 0 0
EXELON CORP COM 30161N101 615 17,100 SH Put DFND 1 0 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,135 9,000 SH Put DFND 1 0 0 0
FREEPORT-MCMORAN INC CL B 35671D857 25 1,900 SH Put DFND 1 0 0 0
GENERAL ELECTRIC CO COM 369604103 1,192 40,000 SH Put DFND 1 0 0 0
GRIFFON CORP COM 398433102 73 3,000 SH Put DFND 1 0 0 0
GENERAL MLS INC COM 370334104 5,340 90,500 SH Put DFND 1 0 0 0
GNC HLDGS INC COM CL A 36191G107 186 25,300 SH Put DFND 1 0 0 0
GOGO INC COM 38046C109 2,917 265,200 SH Put DFND 1 0 0 0
GREEN PLAINS INC COM 393222104 259 10,500 SH Put DFND 1 0 0 0
GOPRO INC CL A 38268T103 21 2,500 SH Put DFND 1 0 0 0
GAP INC DEL COM 364760108 1,214 50,000 SH Put DFND 1 0 0 0
GRAN TIERRA ENERGY INC COM 38500T101 71 26,900 SH Put DFND 1 0 0 0
HALLIBURTON CO COM 406216101 757 15,400 SH Put DFND 1 0 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 347 20,000 SH Put DFND 1 0 0 0
HOME DEPOT INC COM 437076102 1,468 10,000 SH Put DFND 1 0 0 0
HESS CORP COM 42809H107 1,480 30,700 SH Put DFND 1 0 0 0
HERBALIFE LTD COM USD SHS G4412G101 40,192 691,300 SH Put DFND 1 0 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 288 65,100 SH Put DFND 1 0 0 0
BLOCK H & R INC COM 093671105 1,767 76,000 SH Put DFND 1 0 0 0
HUNTSMAN CORP COM 447011107 2,454 100,000 SH Put DFND 1 0 0 0
ICONIX BRAND GROUP INC COM 451055107 204 27,200 SH Put DFND 1 0 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,676 296,000 SH Put DFND 1 0 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 21 4,400 SH Put DFND 1 0 0 0
INTL PAPER CO COM 460146103 9,465 186,400 SH Put DFND 1 0 0 0
JAKKS PAC INC COM 47012E106 118 21,500 SH Put DFND 1 0 0 0
J2 GLOBAL INC COM 48123V102 50 600 SH Put DFND 1 0 0 0
PENNEY J C INC COM 708160106 2,099 340,800 SH Put DFND 1 0 0 0
KRAFT HEINZ CO COM 500754106 99 1,100 SH Put DFND 1 0 0 0
KINDER MORGAN INC DEL COM 49456B101 5,435 250,000 SH Put DFND 1 0 0 0
COCA COLA CO COM 191216100 1,969 46,400 SH Put DFND 1 0 0 0
KROGER CO COM 501044101 1,306 44,300 SH Put DFND 1 0 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,879 241,600 SH Put DFND 1 0 0 0
LGI HOMES INC COM 50187T106 101 3,000 SH Put DFND 1 0 0 0
CHENIERE ENERGY INC COM NEW 16411R208 127 2,700 SH Put DFND 1 0 0 0
LULULEMON ATHLETICA INC COM 550021109 1,514 29,200 SH Put DFND 1 0 0 0
LAS VEGAS SANDS CORP COM 517834107 2,568 45,000 SH Put DFND 1 0 0 0
MACYS INC COM 55616P104 296 10,000 SH Put DFND 1 0 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4,156 67,700 SH Put DFND 1 0 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 23 2,500 SH Put DFND 1 0 0 0
MCDERMOTT INTL INC COM 580037109 6 1,000 SH Put DFND 1 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 580 21,200 SH Put DFND 1 0 0 0
MARATHON PETE CORP COM 56585A102 8,344 165,100 SH Put DFND 1 0 0 0
MICROSOFT CORP COM 594918104 8,087 122,800 SH Put DFND 1 0 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 417 50,000 SH Put DFND 1 0 0 0
NAVISTAR INTL CORP NEW COM 63934E108 24 1,000 SH Put DFND 1 0 0 0
NETFLIX INC COM 64110L106 206 1,400 SH Put DFND 1 0 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,078 133,200 SH Put DFND 1 0 0 0
OASIS PETE INC NEW COM 674215108 938 65,800 SH Put DFND 1 0 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 633 10,000 SH Put DFND 1 0 0 0
PANDORA MEDIA INC COM 698354107 452 38,300 SH Put DFND 1 0 0 0
PALO ALTO NETWORKS INC COM 697435105 1,092 9,700 SH Put DFND 1 0 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,841 190,000 SH Put DFND 1 0 0 0
PRICELINE GRP INC COM NEW 741503403 16,375 9,200 SH Put DFND 1 0 0 0
PROOFPOINT INC COM 743424103 1,464 19,700 SH Put DFND 1 0 0 0
POST HLDGS INC COM 737446104 4,025 46,000 SH Put DFND 1 0 0 0
PROS HOLDINGS INC COM 74346Y103 60 2,500 SH Put DFND 1 0 0 0
RH COM 74967X103 259 5,600 SH Put DFND 1 0 0 0
TRANSOCEAN LTD REG SHS H8817H100 17,030 1,367,900 SH Put DFND 1 0 0 0
RALPH LAUREN CORP CL A 751212101 636 7,800 SH Put DFND 1 0 0 0
REXNORD CORP NEW COM 76169B102 1,283 55,600 SH Put DFND 1 0 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 2,316 172,200 SH Put DFND 1 0 0 0
STARBUCKS CORP COM 855244109 5,885 100,800 SH Put DFND 1 0 0 0
SHOE CARNIVAL INC COM 824889109 103 4,200 SH Put DFND 1 0 0 0
SEADRILL LIMITED SHS G7945E105 82 50,000 SH Put DFND 1 0 0 0
FANG HLDGS LTD ADR 30711Y102 32 10,000 SH Put DFND 1 0 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,816 76,800 SH Put DFND 1 0 0 0
SEARS HLDGS CORP COM 812350106 2,632 229,100 SH Put DFND 1 0 0 0
SIGNET JEWELERS LIMITED SHS G81276100 2,050 29,600 SH Put DFND 1 0 0 0
SKECHERS U S A INC CL A 830566105 535 19,500 SH Put DFND 1 0 0 0
U S SILICA HLDGS INC COM 90346E103 1,674 34,900 SH Put DFND 1 0 0 0
SANCHEZ ENERGY CORP COM 79970Y105 54 5,700 SH Put DFND 1 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 38,519 163,400 SH Put DFND 1 0 0 0
STERICYCLE INC COM 858912108 3,680 44,400 SH Put DFND 1 0 0 0
SILVER STD RES INC COM 82823L106 1,453 137,000 SH Put DFND 1 0 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,115 503,700 SH Put DFND 1 0 0 0
TAILORED BRANDS INC COM 87403A107 44 3,000 SH Put DFND 1 0 0 0
TRIPADVISOR INC COM 896945201 435 10,100 SH Put DFND 1 0 0 0
TESLA INC COM 88160R101 184,735 663,800 SH Put DFND 1 0 0 0
TYSON FOODS INC CL A 902494103 715 11,600 SH Put DFND 1 0 0 0
TERRAVIA HLDGS INC COM 88105A106 1 1,800 SH Put DFND 1 0 0 0
TWITTER INC COM 90184L102 372 24,900 SH Put DFND 1 0 0 0
TIME WARNER INC COM NEW 887317303 1,319 13,500 SH Put DFND 1 0 0 0
UNDER ARMOUR INC CL A 904311107 2,777 140,400 SH Put DFND 1 0 0 0
ULTA BEAUTY INC COM 90384S303 285 1,000 SH Put DFND 1 0 0 0
URBAN OUTFITTERS INC COM 917047102 285 12,000 SH Put DFND 1 0 0 0
VISA INC COM CL A 92826C839 1,261 14,200 SH Put DFND 1 0 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 6,013 450,800 SH Put DFND 1 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,135 49,800 SH Put DFND 1 0 0 0
WORKDAY INC CL A 98138H101 508 6,100 SH Put DFND 1 0 0 0
WHOLE FOODS MKT INC COM 966837106 2,894 97,400 SH Put DFND 1 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 8,975 1,349,700 SH Put DFND 1 0 0 0
LYON WILLIAM HOMES CL A NEW 552074700 9,237 448,000 SH Put DFND 1 0 0 0
WABASH NATL CORP COM 929566107 41 2,000 SH Put DFND 1 0 0 0
WPX ENERGY INC COM 98212B103 8,963 669,400 SH Put DFND 1 0 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 406 18,300 SH Put DFND 1 0 0 0
WYNN RESORTS LTD COM 983134107 4,068 35,500 SH Put DFND 1 0 0 0
UNITED STATES STL CORP NEW COM 912909108 7,570 223,900 SH Put DFND 1 0 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 126 19,700 SH Put DFND 1 0 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 4,224 100,000 SH Put DFND 1 0 0 0
ZILLOW GROUP INC CL A 98954M101 2,092 61,900 SH Put DFND 1 0 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 13,185 99,600 SH Put DFND 1 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 26,304 200,000 SH Put DFND 1 0 0 0
CARMAX INC COM 143130102 5,922 100,000 SH Put DFND 1 0 0 0
KELLOGG CO COM 487836108 1,553 21,400 SH Put DFND 1 0 0 0
KIMBERLY CLARK CORP COM 494368103 2,632 20,000 SH Put DFND 1 0 0 0
MONDELEZ INTL INC CL A 609207105 2,154 50,000 SH Put DFND 1 0 0 0
AUTOLIV INC COM 052800109 2,045 20,000 SH Put DFND 1 0 0 0
ANADARKO PETE CORP COM 032511107 1,240 20,000 SH Put DFND 1 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,749 20,000 SH Put DFND 1 0 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,194 60,000 SH Put DFND 1 0 0 0
DIREXION SHS ETF TR DLY EMG MK BL 3X 25490K281 2,630 35,700 SH Put DFND 1 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 5,376 136,500 SH Put DFND 1 0 0 0
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 4,346 137,100 SH Put DFND 1 0 0 0
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 621 14,000 SH Put DFND 1 0 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 22,543 988,300 SH Put DFND 1 0 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 6,235 173,300 SH Put DFND 1 0 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 9,177 77,300 SH Put DFND 1 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 6,781 86,400 SH Put DFND 1 0 0 0
DIREXION SHS ETF TR DAILY JR GOLD MI 25490K554 571 88,500 SH Put DFND 1 0 0 0
DIREXION SHS ETF TR DAILY GOLD MINER 25490K570 262 29,200 SH Put DFND 1 0 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1 100 SH Put DFND 1 0 0 0
DIREXION SHS ETF TR DRX S&P500BULL 25459W862 14,997 118,700 SH Put DFND 1 0 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 19,462 229,400 SH Put DFND 1 0 0 0
PROSHARES TR II SHT VIX ST TRM 74347W627 39,790 281,900 SH Put DFND 1 0 0 0
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 189,434 1,791,000 SH Put DFND 1 0 0 0
PROSHARES TR ULTRAPRO QQQ 74347X831 45,419 514,900 SH Put DFND 1 0 0 0
DIREXION SHS ETF TR DAILY SM CAP BEA 25490K521 12 700 SH Put DFND 1 0 0 0
PROSHARES TR ULTRPRO S&P500 74347X864 8,631 89,900 SH Put DFND 1 0 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 484 45,500 SH Put DFND 1 0 0 0
PROSHARES TR II ULTRA VIX ETF 74347W239 2,150 133,000 SH Put DFND 1 0 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 420 26,600 SH Put DFND 1 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 32,530 500,000 SH Put DFND 1 0 0 0
HORIZON PHARMA PLC SHS G4617B105 147 10,000 SH Put DFND 1 0 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 2,421 50,000 SH Put DFND 1 0 0 0
ABBOTT LABS COM 002824100 310 7,000 SH Put DFND 1 0 0 0
BLACKBERRY LTD COM 09228F103 110 14,200 SH Put DFND 1 0 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2 100 SH Put DFND 1 0 0 0
AVIS BUDGET GROUP COM 053774105 73 2,500 SH Put DFND 1 0 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 911 102,800 SH Put DFND 1 0 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,298 50,000 SH Put DFND 1 0 0 0
ENDOLOGIX INC COM 29266S106 676 93,500 SH Put DFND 1 0 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 815 380,900 SH Put DFND 1 0 0 0
HARMONIC INC COM 413160102 192 32,400 SH Put DFND 1 0 0 0
INFINERA CORPORATION COM 45667G103 798 78,100 SH Put DFND 1 0 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 301 31,200 SH Put DFND 1 0 0 0
EASTMAN KODAK CO COM NEW 277461406 5 500 SH Put DFND 1 0 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 5 100 SH Put DFND 1 0 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,620 18,800 SH Put DFND 1 0 0 0
INSULET CORP COM 45784P101 336 7,800 SH Put DFND 1 0 0 0
SPRINT CORP COM SER 1 85207U105 348 40,100 SH Put DFND 1 0 0 0
SPECTRANETICS CORP COM 84760C107 279 9,600 SH Put DFND 1 0 0 0
AT&T INC COM 00206R102 831 20,000 SH Put DFND 1 0 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,397 135,400 SH Put DFND 1 0 0 0
T MOBILE US INC COM 872590104 1,582 24,500 SH Put DFND 1 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 53 500 SH Put DFND 1 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,194 20,000 SH Put DFND 1 0 0 0
SNAP INC CL A 83304A106 1,577 70,000 SH Put DFND 1 0 0 0
UNITED CONTL HLDGS INC COM 910047109 1,766 25,000 SH Put DFND 1 0 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 915 52,200 SH Put DFND 1 0 0 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 71 4,858 SH   DFND 1 4,858 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 144 9,486 SH   DFND 1 9,486 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 247 6,289 SH   DFND 1 6,289 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 11,750 295,838 SH   DFND 1 295,838 0 0
ISHARES MSCI EURZONE ETF 464286608 1,370 36,461 SH   DFND 1 36,461 0 0
ISHARES TR EUROPE ETF 464287861 911 21,781 SH   DFND 1 21,781 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6,831 132,470 SH   DFND 1 132,470 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 3,998 77,638 SH   DFND 1 77,638 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 40 635 SH   DFND 1 635 0 0
ISHARES TR U.S. REAL ES ETF 464287739 9 116 SH   DFND 1 116 0 0
VANGUARD INDEX FDS REIT ETF 922908553 87 1,054 SH   DFND 1 1,054 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 5,805 44,138 SH   DFND 1 44,138 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 9,269 81,454 SH   DFND 1 81,454 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 1,090 8,966 SH   DFND 1 8,966 0 0
ISHARES TR S&P 500 VAL ETF 464287408 4,545 43,691 SH   DFND 1 43,691 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 4,059 35,316 SH   DFND 1 35,316 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 3,847 40,341 SH   DFND 1 40,341 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 7,803 66,046 SH   DFND 1 66,046 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 3,204 233,047 SH   DFND 1 233,047 0 0
ASA GOLD AND PRECIOUS MTLS L SHS G3156P103 4,169 345,739 SH   DFND 1 345,739 0 0
BANCROFT FUND LTD COM 059695106 153 7,301 SH   DFND 1 7,301 0 0
BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 1,372 236,964 SH   DFND 1 236,964 0 0
BOULDER GROWTH & INCOME FD I COM 101507101 223 24,021 SH   DFND 1 24,021 0 0
HANCOCK JOHN FINL OPPTYS FD SH BEN INT NEW 409735206 879 25,867 SH   DFND 1 25,867 0 0
ELLSWORTH GROWTH & INCOME FD COM 289074106 351 40,748 SH   DFND 1 40,748 0 0
EATON VANCE TAX ADVT DIV INC COM 27828G107 50 2,400 SH   DFND 1 2,400 0 0
EATON VANCE TAX MNGD GBL DV COM 27829F108 807 94,752 SH   DFND 1 94,752 0 0
FIRST TR ENHANCED EQTY INC F COM 337318109 157 10,916 SH   DFND 1 10,916 0 0
FIRST TRUST SPECIALTY FINANC COM BEN INTR 33733G109 43 5,848 SH   DFND 1 5,848 0 0
COHEN & STEERS CLOSED END OP COM 19248P106 61 4,922 SH   DFND 1 4,922 0 0
GENERAL AMERN INVS INC COM 368802104 395 11,794 SH   DFND 1 11,794 0 0
GABELLI GLB SML & MD CP VAL COM 36249W104 46 4,046 SH   DFND 1 4,046 0 0
GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L105 328 17,677 SH   DFND 1 17,677 0 0
GUGGENHEIM ENHNCD EQTY INCM COM 40167B100 350 43,406 SH   DFND 1 43,406 0 0
TEKLA HEALTHCARE INVS SH BEN INT 87911J103 234 9,769 SH   DFND 1 9,769 0 0
VOYA ASIA PAC DIVID EQUITY I COM 92912J102 219 21,635 SH   DFND 1 21,635 0 0
ABERDEEN INDONESIA FD INC COM 00305P106 93 13,013 SH   DFND 1 13,013 0 0
INDIA FD INC COM 454089103 2,393 94,225 SH   DFND 1 94,225 0 0
VOYA INTL HIGH DIVID EQTY IN COM 92912Y109 73 10,561 SH   DFND 1 10,561 0 0
MORGAN STANLEY INDIA INVS FD COM 61745C105 484 15,365 SH   DFND 1 15,365 0 0
COHEN & STEERS GLOBAL INC BL COM 19248M103 178 19,436 SH   DFND 1 19,436 0 0
BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 1,014 76,858 SH   DFND 1 76,858 0 0
JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 357 32,961 SH   DFND 1 32,961 0 0
NUVEEN TAX ADVANTAGED DIV GR COM 67073G105 69 4,636 SH   DFND 1 4,636 0 0
LAZARD GLB TTL RET&INCM FD I COM 52106W103 357 23,791 SH   DFND 1 23,791 0 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 313 13,741 SH   DFND 1 13,741 0 0
MORGAN STANLEY EMER MKTS FD COM 61744G107 2,815 190,861 SH   DFND 1 190,861 0 0
MEXICO EQUITY & INCOME FD COM 592834105 289 26,650 SH   DFND 1 26,650 0 0
MEXICO FD INC COM 592835102 1,205 73,506 SH   DFND 1 73,506 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 7 600 SH   DFND 1 600 0 0
NEUBERGER BERMAN RE ES SEC F COM 64190A103 1,665 312,983 SH   DFND 1 312,983 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 46 351 SH   DFND 1 351 0 0
COHEN & STEERS TOTAL RETURN COM 19247R103 439 35,670 SH   DFND 1 35,670 0 0
ROYCE GLOBAL VALUE TR INC COM 78081T104 334 38,080 SH   DFND 1 38,080 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 562 26,789 SH   DFND 1 26,789 0 0
RIVERNORTH OPPRTUNITIES FD I COM 76881Y109 4 207 SH   DFND 1 207 0 0
COHEN & STEERS REIT & PFD IN COM 19247X100 1,778 91,904 SH   DFND 1 91,904 0 0
COHEN & STEERS QUALITY RLTY COM 19247L106 339 27,587 SH   DFND 1 27,587 0 0
TEKLA HEALTHCARE OPPORTUNIT SHS 879105104 1,174 67,520 SH   DFND 1 67,520 0 0
TURKISH INVT FD INC COM 900145103 967 116,471 SH   DFND 1 116,471 0 0
TAIWAN FD INC COM 874036106 634 34,804 SH   DFND 1 34,804 0 0
COHEN & STEERS INFRASTRUCTUR COM 19248A109 364 16,902 SH   DFND 1 16,902 0 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 782 62,168 SH   DFND 1 62,168 0 0
MORGAN STANLEY CHINA A SH FD COM 617468103 164 8,584 SH   DFND 1 8,584 0 0
CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 1 500 SH   DFND 1 500 0 0
DUFF & PHELPS UTIL CORP BD T COM 26432K108 73 7,969 SH   DFND 1 7,969 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 430 51,263 SH   DFND 1 51,263 0 0
MORGAN STANLEY EM MKTS DM DE COM 617477104 308 40,685 SH   DFND 1 40,685 0 0
BLACKROCK ENHANCED GOVT FD I COM 09255K108 159 12,089 SH   DFND 1 12,089 0 0
WELLS FARGO MULTI SECTOR INC COM 94987D101 195 14,683 SH   DFND 1 14,683 0 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 593 65,334 SH   DFND 1 65,334 0 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 287 24,718 SH   DFND 1 24,718 0 0
GOLDMAN SACHS MLP ENERGY REN COM 38148G107 494 61,107 SH   DFND 1 61,107 0 0
GOLDMAN SACHS MLP INC OPP FD COM SHS 38147W103 244 22,893 SH   DFND 1 22,893 0 0
EAGLE CAP GROWTH FD INC COM 269451100 29 3,961 SH   DFND 1 3,961 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 600 119,054 SH   DFND 1 119,054 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 671 61,469 SH   DFND 1 61,469 0 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 35 1,979 SH   DFND 1 1,979 0 0
WESTERN ASSET INVT GRADE DEF COM 95790A101 238 11,684 SH   DFND 1 11,684 0 0
PRUDENTIAL SHT DURATION HG Y COM 74442F107 432 28,125 SH   DFND 1 28,125 0 0
HANCOCK JOHN INVS TR COM 410142103 103 6,095 SH   DFND 1 6,095 0 0
NUVEEN MULTI MKT INCOME FD COM 67075J107 38 5,250 SH   DFND 1 5,250 0 0
NUVEEN PFD INCOME OPPRTNY FD COM 67073B106 136 13,936 SH   DFND 1 13,936 0 0
NUVEEN PFD & INCOME TERM FD COM 67075A106 276 11,493 SH   DFND 1 11,493 0 0
NUVEEN PREFERRED SECURITIES COM 67072C105 7 737 SH   DFND 1 737 0 0
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 210 42,600 SH   DFND 1 42,600 0 0
MFS INTER INCOME TR SH BEN INT 55273C107 119 27,709 SH   DFND 1 27,709 0 0
MORGAN STANLEY EMER MKTS DEB COM 61744H105 4 430 SH   DFND 1 430 0 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 39 3,321 SH   DFND 1 3,321 0 0
NEUBERGER BERMAN MLP INCOME COM 64129H104 284 28,098 SH   DFND 1 28,098 0 0
WESTERN ASSET INCOME FD COM 95766T100 37 2,572 SH   DFND 1 2,572 0 0
PACHOLDER HIGH YIELD FD INC COM 693742108 144 18,683 SH   DFND 1 18,683 0 0
BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 177 7,776 SH   DFND 1 7,776 0 0
TEMPLETON EMERG MKTS INCOME COM 880192109 407 36,245 SH   DFND 1 36,245 0 0
TORTOISE PWR & ENERGY INFRAS COM 89147X104 41 1,891 SH   DFND 1 1,891 0 0
TORTOISE PIPELINE & ENERGY F COM 89148H108 0 8 SH   DFND 1 8 0 0
WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 179 13,430 SH   DFND 1 13,430 0 0
WESTERN ASSET CLYM INFL OPP COM 95766R104 41 3,724 SH   DFND 1 3,724 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 309 23,282 SH   DFND 1 23,282 0 0
BLACKROCK MUNICIPAL BOND TR COM 09249H104 5 356 SH   DFND 1 356 0 0
BLACKROCK NY MUN INCOME TR I COM 09249R102 126 8,667 SH   DFND 1 8,667 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 188 13,220 SH   DFND 1 13,220 0 0
BLACKROCK INVT QUALITY MUN T COM 09247D105 72 4,977 SH   DFND 1 4,977 0 0
BLACKROCK NJ MUNICIPAL BOND COM 09249A109 63 4,389 SH   DFND 1 4,389 0 0
BLACKROCK NY MUNI INC QLTY T COM 09249U105 304 23,203 SH   DFND 1 23,203 0 0
BLACKROCK MD MUNICIPAL BOND COM 09249L105 140 9,881 SH   DFND 1 9,881 0 0
MFS CALIF MUN FD COM 59318C106 395 34,192 SH   DFND 1 34,192 0 0
EATON VANCE CA MUNI INCOME T SH BEN INT 27826F101 914 74,607 SH   DFND 1 74,607 0 0
EATON VANCE CALIF MUN BD FD COM 27828C106 717 62,375 SH   DFND 1 62,375 0 0
EATON VANCE OHIO MUN BD FD COM 27828L106 223 17,516 SH   DFND 1 17,516 0 0
EATON VANCE PA MUN BD FD COM 27828W102 317 24,979 SH   DFND 1 24,979 0 0
EATON VANCE N J MUN BD FD COM 27828R103 292 23,333 SH   DFND 1 23,333 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 338 27,445 SH   DFND 1 27,445 0 0
EATON VANCE NJ MUNI INCOME T SH BEN INT 27826V106 581 48,435 SH   DFND 1 48,435 0 0
EATON VANCE CALIF MUN BD FD COM 27828A100 673 59,320 SH   DFND 1 59,320 0 0
EATON VANCE OH MUNI INCOME T SH BEN INT 27826G109 78 5,787 SH   DFND 1 5,787 0 0
EATON VANCE PA MUNI INCOME T SH BEN INT 27826T101 17 1,472 SH   DFND 1 1,472 0 0
EATON VANCE NY MUNI INCOME T SH BEN INT 27826W104 604 47,102 SH   DFND 1 47,102 0 0
FEDERATED PREM MUN INC FD COM 31423P108 274 19,873 SH   DFND 1 19,873 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 803 55,058 SH   DFND 1 55,058 0 0
PIONEER MUN HIGH INCOME ADV COM 723762100 331 30,145 SH   DFND 1 30,145 0 0
WESTERN ASSET MUN HI INCM FD COM 95766N103 108 15,072 SH   DFND 1 15,072 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 630 54,233 SH   DFND 1 54,233 0 0
EATON VANCE MICH MUN BD FD COM 27828M104 204 15,180 SH   DFND 1 15,180 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 63 4,696 SH   DFND 1 4,696 0 0
EATON VANCE MA MUNI INCOME T SH BEN INT 27826E104 147 11,051 SH   DFND 1 11,051 0 0
BLACKROCK MUNI N Y INTER DUR COM 09255F109 603 43,884 SH   DFND 1 43,884 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 335 23,644 SH   DFND 1 23,644 0 0
BLACKROCK MUNIYIELD CALIF FD COM 09254M105 19 1,351 SH   DFND 1 1,351 0 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 121 8,404 SH   DFND 1 8,404 0 0
NUVEEN NEW YORK QLT MUN INC COM 67066X107 20 1,531 SH   DFND 1 1,531 0 0
NUVEEN ARIZONA QLTY MUN INC COM 67061W104 111 8,079 SH   DFND 1 8,079 0 0
NEUBERGER BERMAN NY INT MUN COM 64124K102 785 62,666 SH   DFND 1 62,666 0 0
NEUBERGER BERMAN CA INT MUN COM 64123C101 261 18,858 SH   DFND 1 18,858 0 0
NUVEEN ENHANCED MUN VALUE FD COM 67074M101 160 11,435 SH   DFND 1 11,435 0 0
NUVEEN NEW JERSEY MUN VALUE COM 670702109 10 731 SH   DFND 1 731 0 0
NUVEEN NORTH CAROLINA QLTY M COM 67060P100 159 12,272 SH   DFND 1 12,272 0 0
NUVEEN VIRGINIA QLTY MUNCPL COM 67064R102 112 8,693 SH   DFND 1 8,693 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 31 2,399 SH   DFND 1 2,399 0 0
NUVEEN CONNECTICUT QLTY MUN COM 67060D107 82 6,678 SH   DFND 1 6,678 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 102 7,720 SH   DFND 1 7,720 0 0
NUVEEN CA SELECT TAX FREE PR SH BEN INT 67063R103 14 1,000 SH   DFND 1 1,000 0 0
NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 48 3,624 SH   DFND 1 3,624 0 0
EATON VANCE N Y MUN BD FD II COM 27828T109 483 41,033 SH   DFND 1 41,033 0 0
INVESCO CALIF VALUE MUN INC COM 46132H106 382 31,030 SH   DFND 1 31,030 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 697 62,312 SH   DFND 1 62,312 0 0
INVESCO PA VALUE MUN INCOME COM 46132K109 901 74,116 SH   DFND 1 74,116 0 0
INVESCO TR INVT GRADE NY MUN COM 46131T101 953 70,658 SH   DFND 1 70,658 0 0
CURRENCYSHS BRIT POUND STER BRIT POUND STE 23129S106 10,381 85,000 SH   DFND 1 85,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 20,111 18,400,000 PRN   DFND 1 0 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 9,666 9,109,000 PRN   DFND 1 0 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 25,159 29,123,000 PRN   DFND 1 0 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 143,128 72,423,000 PRN   DFND 1 0 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 15,749 14,367,000 PRN   DFND 1 0 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 5,674 265,556 SH   DFND 1 265,556 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 825 7,361 SH   DFND 1 7,361 0 0
ARRAY BIOPHARMA INC NOTE 3.000% 6/0 04269XAA3 26,515 18,715,000 PRN   DFND 1 0 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 324 60,576 SH   DFND 1 60,576 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 1,804 1,778,929 SH   DFND 1 1,778,929 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 4,622 3,880 SH   DFND 1 3,880 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 8,172 796,232 SH   DFND 1 796,232 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 13,446 12,686,000 PRN   DFND 1 0 0 0
CAPITAL ONE FINL CORP *W EXP 11/14/201 14040H139 1,669 37,262 SH   DFND 1 37,262 0 0
CATHAY GEN BANCORP *W EXP 12/05/201 149150112 5,324 301,824 SH   DFND 1 301,824 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 19,918 15,424,000 PRN   DFND 1 0 0 0
COMERICA INC *W EXP 11/14/201 200340115 456 11,634 SH   DFND 1 11,634 0 0
EGALET CORP NOTE 5.500% 4/0 28226BAB0 4,842 5,850,000 PRN   DFND 1 0 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 30,480 25,503,000 PRN   DFND 1 0 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 23,515 21,267,000 PRN   DFND 1 0 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 11,924 12,795,000 PRN   DFND 1 0 0 0
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 7,505 65,811 SH   DFND 1 65,811 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 138 5,459 SH   DFND 1 5,459 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 10,788 9,587,000 PRN   DFND 1 0 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 7,700 11,195,000 PRN   DFND 1 0 0 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 8,189 8,190,000 PRN   DFND 1 0 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 81 4,661 SH   DFND 1 4,661 0 0
HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 416515120 188 4,506 SH   DFND 1 4,506 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 21,656 14,000,000 PRN   DFND 1 0 0 0
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 15,439 15,351,000 PRN   DFND 1 0 0 0
IMMUNOMEDICS INC NOTE 4.750% 2/1 452907AK4 14,034 10,010,000 PRN   DFND 1 0 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 66,287 48,172,000 PRN   DFND 1 0 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 39,554 42,307,000 PRN   DFND 1 0 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 36,495 29,268,000 PRN   DFND 1 0 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 92,708 96,239,000 PRN   DFND 1 0 0 0
KEYW HLDG CORP NOTE 2.500% 7/1 493723AA8 15,459 15,900,000 PRN   DFND 1 0 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 1 596,730 SH   DFND 1 596,730 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 22,804 12,250,000 PRN   DFND 1 0 0 0
M & T BK CORP *W EXP 12/23/201 55261F112 774 9,539 SH   DFND 1 9,539 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 11,842 10,850,000 PRN   DFND 1 0 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 114,404 72,400,000 PRN   DFND 1 0 0 0
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 8,319 9,998,000 PRN   DFND 1 0 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 23,053 8,609,000 PRN   DFND 1 0 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 27,455 22,625,000 PRN   DFND 1 0 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 12,836 28,000,000 PRN   DFND 1 0 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 63,953 46,800,000 PRN   DFND 1 0 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 10,737 10,876,000 PRN   DFND 1 0 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 14,560 16,700,000 PRN   DFND 1 0 0 0
PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 886 16,772 SH   DFND 1 16,772 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 15,496 15,496,000 PRN   DFND 1 0 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 8,541 7,011,000 PRN   DFND 1 0 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 4,966 5,500,000 PRN   DFND 1 0 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 7.500%11/1 74365AAD3 4,432 2,796,000 PRN   DFND 1 0 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 17,894 17,400,000 PRN   DFND 1 0 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 6,817 5,701,000 PRN   DFND 1 0 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 8,621 83,296 SH   DFND 1 83,296 0 0
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 13,963 11,000,000 PRN   DFND 1 0 0 0
SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 557 4,697 SH   DFND 1 4,697 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 20,083 20,500,000 PRN   DFND 1 0 0 0
SOLAZYME INC NOTE 5.000%10/0 83415TAC5 3,526 9,241,000 PRN   DFND 1 0 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 29,798 25,897,000 PRN   DFND 1 0 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 8,563 8,409,000 PRN   DFND 1 0 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 24,989 25,196,000 PRN   DFND 1 0 0 0
SUNTRUST BKS INC *W EXP 11/14/201 867914111 4,236 319,246 SH   DFND 1 319,246 0 0
SUNTRUST BKS INC *W EXP 12/31/201 867914129 683 31,088 SH   DFND 1 31,088 0 0
TCF FINL CORP *W EXP 11/14/201 872275128 111 49,378 SH   DFND 1 49,378 0 0
T MOBILE US INC CONV PFD SER A 872590203 22,709 215,912 SH   DFND 1 215,912 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 52,007 50,000,000 PRN   DFND 1 0 0 0
TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 35,556 518,095 SH   DFND 1 518,095 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 48 51,000 PRN   DFND 1 0 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 26,657 21,000,000 PRN   DFND 1 0 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 6 20,370 SH   DFND 1 20,370 0 0
WASHINGTON FED INC *W EXP 11/14/201 938824117 7 465 SH   DFND 1 465 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 933 756 SH   DFND 1 756 0 0
WINTRUST FINL CORP *W EXP 12/19/201 97650W157 46 1,029 SH   DFND 1 1,029 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 19,323 1,719,898 SH   DFND 1 1,719,898 0 0
ZIONS BANCORPORATION *W EXP 11/14/201 989701131 3,482 383,543 SH   DFND 1 383,543 0 0
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 6 25,900 SH   DFND 1 25,900 0 0
AMBAC FINL GROUP INC *W EXP 04/30/202 023139116 982 103,505 SH   DFND 1 103,505 0 0
AMGEN INC COM 031162100 22 140 SH   DFND 1 140 0 0
BANK AMER CORP COM 060505104 899 38,114 SH   DFND 1 38,114 0 0
BIOGEN INC COM 09062X103 669 2,450 SH   DFND 1 2,450 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,178 13,071 SH   DFND 1 13,071 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 36 3,049 SH   DFND 1 3,049 0 0
CITIGROUP INC COM NEW 172967424 2,979 49,812 SH   DFND 1 49,812 0 0
CINEDIGM CORP COM NEW 172406209 135 87,613 SH   DFND 1 87,613 0 0
CIT GROUP INC COM NEW 125581801 30 705 SH   DFND 1 705 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 61 4,500 SH   DFND 1 4,500 0 0
FIRST FINL BANCORP OH *W EXP 12/23/201 320209117 24 1,467 SH   DFND 1 1,467 0 0
GENERAL MTRS CO COM 37045V100 10 302 SH   DFND 1 302 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,182 5,146 SH   DFND 1 5,146 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,255 46,917 SH   DFND 1 46,917 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 924 119,000 SH   DFND 1 119,000 0 0
IAC INTERACTIVECORP COM 44919P508 237 3,217 SH   DFND 1 3,217 0 0
INCYTE CORP COM 45337C102 2,782 20,818 SH   DFND 1 20,818 0 0
INTEL CORP COM 458140100 299 8,290 SH   DFND 1 8,290 0 0
JOHNSON & JOHNSON COM 478160104 5,370 43,119 SH   DFND 1 43,119 0 0
LILLY ELI & CO COM 532457108 214 2,550 SH   DFND 1 2,550 0 0
LINCOLN NATL CORP IND COM 534187109 533 8,148 SH   DFND 1 8,148 0 0
METLIFE INC COM 59156R108 2,033 38,492 SH   DFND 1 38,492 0 0
MERCK & CO INC COM 58933Y105 8,950 140,862 SH   DFND 1 140,862 0 0
MORGAN STANLEY COM NEW 617446448 265 6,200 SH   DFND 1 6,200 0 0
MYLAN N V SHS EURO N59465109 1,461 37,490 SH   DFND 1 37,490 0 0
NVIDIA CORP COM 67066G104 245 2,250 SH   DFND 1 2,250 0 0
NEWELL BRANDS INC COM 651229106 249 5,285 SH   DFND 1 5,285 0 0
ON SEMICONDUCTOR CORP COM 682189105 7,751 500,423 SH   DFND 1 500,423 0 0
OREXIGEN THERAPEUTICS INC COM NEW 686164302 9 2,800 SH   DFND 1 2,800 0 0
PFIZER INC COM 717081103 537 15,700 SH   DFND 1 15,700 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,695 22,420 SH   DFND 1 22,420 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 292 104,192 SH   DFND 1 104,192 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,937 266,346 SH   DFND 1 266,346 0 0
WASHINGTON FED INC COM 938824109 9 284 SH   DFND 1 284 0 0
JUST ENERGY GROUP INC COM 48213W101 20 3,200 SH   DFND 1 3,200 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 142 104,940 SH   DFND 1 104,940 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 4,353 59,439 SH   DFND 1 59,439 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 16,037 163,970 SH   DFND 1 163,970 0 0
WPX ENERGY INC PFD SER A CV 98212B202 6,394 105,431 SH   DFND 1 105,431 0 0
FXCM INC NOTE 2.250% 6/1 302693AB2 4,538 12,052,000 PRN   DFND 1 0 0 0
RUBICON TECHNOLOGY INC COM 78112T107 295 354,256 SH   DFND 1 354,256 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,111 94,449 SH   DFND 1 94,449 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 631 10,000 SH   DFND 1 10,000 0 0
PRUDENTIAL FINL INC COM 744320102 533 5,000 SH   DFND 1 5,000 0 0
OWENS CORNING NEW COM 690742101 920 15,000 SH   DFND 1 15,000 0 0
DBX ETF TR XTRAK MSCI JAPN 233051507 10 280 SH   DFND 1 280 0 0
WISDOMTREE TR JP SMALLCP DIV 97717W836 13 203 SH   DFND 1 203 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 1 53 SH   DFND 1 53 0 0
WISDOMTREE TR EM LCL DEBT FD 97717X867 28 767 SH   DFND 1 767 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 83 4,494 SH   DFND 1 4,494 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 140 3,652 SH   DFND 1 3,652 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 11 142 SH   DFND 1 142 0 0
VANECK VECTORS ETF TR INDONESIA INDEX 92189F833 33 1,473 SH   DFND 1 1,473 0 0
ISHARES TR INTL DEV RE ETF 464288489 2 91 SH   DFND 1 91 0 0
ISHARES INDIA 50 ETF 464289529 31 962 SH   DFND 1 962 0 0
ISHARES EM MKTS CURR ETF 464286517 61 1,344 SH   DFND 1 1,344 0 0
VANECK VECTORS ETF TR CHINAAMC CSI 300 92189F759 11 300 SH   DFND 1 300 0 0
POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 39 2,100 SH   DFND 1 2,100 0 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 62 4,200 SH   DFND 1 4,200 0 0
ISHARES TR GLOBAL REIT ETF 46434V647 10 427 SH   DFND 1 427 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 27 774 SH   DFND 1 774 0 0
IBERIABANK CORP COM 450828108 2,373 30,000 SH   DFND 1 30,000 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 694 20,000 SH   DFND 1 20,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 11,690 112,956 SH   DFND 1 112,956 0 0
WADDELL & REED FINL INC CL A 930059100 1,700 100,000 SH   DFND 1 100,000 0 0
GRAN TIERRA ENERGY INC COM 38500T101 133 50,000 SH   DFND 1 50,000 0 0
DIREXION SHS ETF TR DLY EMKT 3X NEW 25459Y470 26 1,500 SH   DFND 1 1,500 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 5,200 74,398 SH   DFND 1 74,398 0 0
GENIUS BRANDS INTL INC COM PAR 37229T301 24 6,448 SH   DFND 1 6,448 0 0
HYDROGENICS CORP NEW COM NEW 448883207 2,298 343,077 SH   DFND 1 343,077 0 0
PROFIRE ENERGY INC COM 74316X101 519 368,485 SH   DFND 1 368,485 0 0
QUEST RESOURCE HLDG CORP COM NEW 74836W203 1,657 705,356 SH   DFND 1 705,356 0 0
CASCADE BANCORP COM NEW 147154207 5,468 709,231 SH   DFND 1 709,231 0 0
CARDINAL FINL CORP COM 14149F109 3,081 102,931 SH   DFND 1 102,931 0 0
EVERBANK FINL CORP COM 29977G102 267 13,753 SH   DFND 1 13,753 0 0
FIRST CMNTY FINL PARTNERS IN COM 31985Q106 19 1,568 SH   DFND 1 1,568 0 0
FIDELITY & GTY LIFE COM 315785105 110 3,990 SH   DFND 1 3,990 0 0
GIGPEAK INC COM 37518Q109 502 162,996 SH   DFND 1 162,996 0 0
GENWORTH FINL INC COM CL A 37247D106 961 233,258 SH   DFND 1 233,258 0 0
HERITAGE OAKS BANCORP COM 42724R107 2,341 175,383 SH   DFND 1 175,383 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,058 152,939 SH   DFND 1 152,939 0 0
MARRIOTT INTL INC NEW CL A 571903202 88 944 SH   DFND 1 944 0 0
PRIVATEBANCORP INC COM 742962103 1,899 31,995 SH   DFND 1 31,995 0 0
SUFFOLK BANCORP COM 864739107 4,896 121,159 SH   DFND 1 121,159 0 0
STONEGATE MTG CORP COM 86181Q300 22 2,800 SH   DFND 1 2,800 0 0
ULTRATECH INC COM 904034105 29 1,003 SH   DFND 1 1,003 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 7,803 342,089 SH   DFND 1 342,089 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 3,967 33,419 SH   DFND 1 33,419 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 85,061 360,829 SH   DFND 1 360,829 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 24,311 15,338,000 PRN   DFND 1 0 0 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 12,536 11,500,000 PRN   DFND 1 0 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 4,227 4,585,000 PRN   DFND 1 0 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 30,622 20,578,000 PRN   DFND 1 0 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 132 120,000 PRN   DFND 1 0 0 0
AMYRIS INC NOTE 6.500% 5/1 03236MAC5 1,073 2,000,000 PRN   DFND 1 0 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 8,852 8,765,000 PRN   DFND 1 0 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 35,507 29,650,000 PRN   DFND 1 0 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 20,181 15,495,000 PRN   DFND 1 0 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 745 3,301,000 PRN   DFND 1 0 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 14,779 14,484,000 PRN   DFND 1 0 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 47,202 40,761,000 PRN   DFND 1 0 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 179 3,379 SH   DFND 1 3,379 0 0
DYNEGY INC NEW DEL *W EXP 10/02/201 26817R116 71 1,820,191 SH   DFND 1 1,820,191 0 0
DYNEGY INC NEW DEL *W EXP 02/02/202 26817R157 283 498,039 SH   DFND 1 498,039 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 37,264 636,404 SH   DFND 1 636,404 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 16,547 17,358,000 PRN   DFND 1 0 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 17,331 16,197,000 PRN   DFND 1 0 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 5,225 10,040,000 PRN   DFND 1 0 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 4,260 5,132,000 PRN   DFND 1 0 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 41,784 31,351,000 PRN   DFND 1 0 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 63,918 66,745,000 PRN   DFND 1 0 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,715 1,268,000 PRN   DFND 1 0 0 0
LGI HOMES INC NOTE 4.250%11/1 50187TAB2 4,703 2,850,000 PRN   DFND 1 0 0 0
LAYNE CHRISTENSEN CO NOTE 8.000% 5/0 521050AD6 2,890 2,750,000 PRN   DFND 1 0 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 33,342 19,018,000 PRN   DFND 1 0 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 3,369 56,455 SH   DFND 1 56,455 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 17,981 13,245,000 PRN   DFND 1 0 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 12,623 12,365,000 PRN   DFND 1 0 0 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 495 500,000 PRN   DFND 1 0 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 55 55,000 PRN   DFND 1 0 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 11,694 13,148,000 PRN   DFND 1 0 0 0
SOLAZYME INC NOTE 6.000% 2/0 83415TAB7 3,717 5,645,000 PRN   DFND 1 0 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 49,033 36,951,000 PRN   DFND 1 0 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 8,548 8,451,000 PRN   DFND 1 0 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 55,349 43,063,000 PRN   DFND 1 0 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 13,185 11,099,000 PRN   DFND 1 0 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 12,212 9,953,000 PRN   DFND 1 0 0 0
ALCOA CORP COM 013872106 599 17,420 SH   DFND 1 17,420 0 0
AES CORP COM 00130H105 25 2,243 SH   DFND 1 2,243 0 0
ALON USA ENERGY INC COM 020520102 2,186 179,341 SH   DFND 1 179,341 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,570 12,922 SH   DFND 1 12,922 0 0
AMAZON COM INC COM 023135106 2,827 3,189 SH   DFND 1 3,189 0 0
BANC OF CALIFORNIA INC COM 05990K106 94 4,582 SH   DFND 1 4,582 0 0
BAIDU INC SPON ADR REP A 056752108 922 5,346 SH   DFND 1 5,346 0 0
BLUE BIRD CORP COM 095306106 13 769 SH   DFND 1 769 0 0
BP PLC SPONSORED ADR 055622104 128 3,728 SH   DFND 1 3,728 0 0
BRISTOW GROUP INC COM 110394103 940 61,857 SH   DFND 1 61,857 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 320 2,924 SH   DFND 1 2,924 0 0
CINCINNATI BELL INC NEW COM NEW 171871502 62 3,537 SH   DFND 1 3,537 0 0
CLIFFS NAT RES INC COM 18683K101 223 27,163 SH   DFND 1 27,163 0 0
CABOT OIL & GAS CORP COM 127097103 2,474 103,490 SH   DFND 1 103,490 0 0
CONNS INC COM 208242107 715 81,734 SH   DFND 1 81,734 0 0
COOPER STD HLDGS INC COM 21676P103 80 730 SH   DFND 1 730 0 0
CARRIZO OIL & GAS INC COM 144577103 257 9,000 SH   DFND 1 9,000 0 0
CVS HEALTH CORP COM 126650100 1,069 13,626 SH   DFND 1 13,626 0 0
CHEVRON CORP NEW COM 166764100 113 1,054 SH   DFND 1 1,054 0 0
DTE ENERGY CO COM 233331107 95 937 SH   DFND 1 937 0 0
EXELON CORP COM 30161N101 865 24,060 SH   DFND 1 24,060 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 33 3,044 SH   DFND 1 3,044 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2 171 SH   DFND 1 171 0 0
GENERAL ELECTRIC CO COM 369604103 5,267 176,776 SH   DFND 1 176,776 0 0
GRIFFON CORP COM 398433102 52 2,137 SH   DFND 1 2,137 0 0
GENERAL MLS INC COM 370334104 1,138 19,300 SH   DFND 1 19,300 0 0
GOGO INC COM 38046C109 5,884 534,949 SH   DFND 1 534,949 0 0
GAP INC DEL COM 364760108 545 22,448 SH   DFND 1 22,448 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,299 44,462 SH   DFND 1 44,462 0 0
WELLTOWER INC COM 95040Q104 857 12,102 SH   DFND 1 12,102 0 0
HESS CORP COM 42809H107 1,016 21,095 SH   DFND 1 21,095 0 0
HALCON RES CORP COM PAR NEW 40537Q605 162 21,100 SH   DFND 1 21,100 0 0
HERBALIFE LTD COM USD SHS G4412G101 26,719 459,564 SH   DFND 1 459,564 0 0
HARLEY DAVIDSON INC COM 412822108 30 500 SH   DFND 1 500 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 75 17,056 SH   DFND 1 17,056 0 0
BLOCK H & R INC COM 093671105 2,620 112,698 SH   DFND 1 112,698 0 0
HERSHEY CO COM 427866108 1,966 18,000 SH   DFND 1 18,000 0 0
HUNTSMAN CORP COM 447011107 932 38,000 SH   DFND 1 38,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 130 5,500 SH   DFND 1 5,500 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,068 67,600 SH   DFND 1 67,600 0 0
INSPIRED ENTMT INC *W EXP 10/20/202 45782N116 6 9,100 SH   DFND 1 9,100 0 0
JD COM INC SPON ADR CL A 47215P106 1,010 32,487 SH   DFND 1 32,487 0 0
NORDSTROM INC COM 655664100 395 8,500 SH   DFND 1 8,500 0 0
KINDER MORGAN INC DEL COM 49456B101 7,006 322,278 SH   DFND 1 322,278 0 0
COCA COLA CO COM 191216100 1,842 43,420 SH   DFND 1 43,420 0 0
KROGER CO COM 501044101 746 25,300 SH   DFND 1 25,300 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 22 2,865 SH   DFND 1 2,865 0 0
L BRANDS INC COM 501797104 1,017 21,600 SH   DFND 1 21,600 0 0
LULULEMON ATHLETICA INC COM 550021109 273 5,275 SH   DFND 1 5,275 0 0
LAS VEGAS SANDS CORP COM 517834107 1,844 32,314 SH   DFND 1 32,314 0 0
LEXINGTON REALTY TRUST COM 529043101 17 1,738 SH   DFND 1 1,738 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 842 9,238 SH   DFND 1 9,238 0 0
MACYS INC COM 55616P104 118 4,000 SH   DFND 1 4,000 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 1,239 131,909 SH   DFND 1 131,909 0 0
MARATHON PETE CORP COM 56585A102 760 15,050 SH   DFND 1 15,050 0 0
MICROSOFT CORP COM 594918104 1,231 18,703 SH   DFND 1 18,703 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 41 5,000 SH   DFND 1 5,000 0 0
NOBLE CORP PLC SHS USD G65431101 136 22,100 SH   DFND 1 22,100 0 0
NRG ENERGY INC COM NEW 629377508 31 1,700 SH   DFND 1 1,700 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 7,933 125,217 SH   DFND 1 125,217 0 0
PALO ALTO NETWORKS INC COM 697435105 483 4,291 SH   DFND 1 4,291 0 0
PRICELINE GRP INC COM NEW 741503403 11,222 6,305 SH   DFND 1 6,305 0 0
RENT A CTR INC NEW COM 76009N100 709 79,965 SH   DFND 1 79,965 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,506 121,033 SH   DFND 1 121,033 0 0
RALPH LAUREN CORP CL A 751212101 497 6,100 SH   DFND 1 6,100 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 565 40,340 SH   DFND 1 40,340 0 0
REXNORD CORP NEW COM 76169B102 480 20,809 SH   DFND 1 20,809 0 0
SHOE CARNIVAL INC COM 824889109 15 630 SH   DFND 1 630 0 0
FANG HLDGS LTD ADR 30711Y102 8 2,600 SH   DFND 1 2,600 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 377 15,978 SH   DFND 1 15,978 0 0
SIGNET JEWELERS LIMITED SHS G81276100 756 10,926 SH   DFND 1 10,926 0 0
SKECHERS U S A INC CL A 830566105 51 1,885 SH   DFND 1 1,885 0 0
SCHLUMBERGER LTD COM 806857108 31 400 SH   DFND 1 400 0 0
U S SILICA HLDGS INC COM 90346E103 1,379 28,749 SH   DFND 1 28,749 0 0
SANCHEZ ENERGY CORP COM 79970Y105 72 7,644 SH   DFND 1 7,644 0 0
SQUARE INC CL A 852234103 2,937 170,000 SH   DFND 1 170,000 0 0
STERICYCLE INC COM 858912108 9,739 117,502 SH   DFND 1 117,502 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 524 12,000 SH   DFND 1 12,000 0 0
DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 25 5,997 SH   DFND 1 5,997 0 0
TAILORED BRANDS INC COM 87403A107 2,106 140,972 SH   DFND 1 140,972 0 0
TYSON FOODS INC CL A 902494103 113 1,844 SH   DFND 1 1,844 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 380 93,500 SH   DFND 1 93,500 0 0
TWITTER INC COM 90184L102 352 23,550 SH   DFND 1 23,550 0 0
TIME WARNER INC COM NEW 887317303 1,864 19,080 SH   DFND 1 19,080 0 0
UNDER ARMOUR INC CL A 904311107 1,526 77,171 SH   DFND 1 77,171 0 0
UNITED CONTL HLDGS INC COM 910047109 511 7,234 SH   DFND 1 7,234 0 0
VISA INC COM CL A 92826C839 144 1,623 SH   DFND 1 1,623 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,650 24,894 SH   DFND 1 24,894 0 0
WHOLE FOODS MKT INC COM 966837106 1,108 37,283 SH   DFND 1 37,283 0 0
WABASH NATL CORP COM 929566107 322 15,591 SH   DFND 1 15,591 0 0
UNITED STATES STL CORP NEW COM 912909108 1,196 35,400 SH   DFND 1 35,400 0 0
YY INC ADS REPCOM CLA 98426T106 272 5,900 SH   DFND 1 5,900 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 693 20,588 SH   DFND 1 20,588 0 0
ZILLOW GROUP INC CL A 98954M101 1,738 51,412 SH   DFND 1 51,412 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 457 9,322 SH   DFND 1 9,322 0 0
ARCH COAL INC CL A 039380407 64 931 SH   DFND 1 931 0 0
ENERGY XXI GULF COAST INC COM 29276K101 9,451 315,360 SH   DFND 1 315,360 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 580 30,335 SH   DFND 1 30,335 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 67 17,547 SH   DFND 1 17,547 0 0
YAHOO INC COM 984332106 46,410 1,000,000 SH   DFND 1 1,000,000 0 0
AGCO CORP COM 001084102 487 8,100 SH   DFND 1 8,100 0 0
DEERE & CO COM 244199105 2,209 20,300 SH   DFND 1 20,300 0 0
LITHIA MTRS INC CL A 536797103 445 5,200 SH   DFND 1 5,200 0 0
NEWMONT MINING CORP COM 651639106 494 15,000 SH   DFND 1 15,000 0 0
TEMPUR SEALY INTL INC COM 88023U101 696 15,000 SH   DFND 1 15,000 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 6,355 500,000 SH   DFND 1 500,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 597 10,000 SH   DFND 1 10,000 0 0
CATERPILLAR INC DEL COM 149123101 1,205 13,000 SH   DFND 1 13,000 0 0
DICKS SPORTING GOODS INC COM 253393102 973 20,000 SH   DFND 1 20,000 0 0
CARMAX INC COM 143130102 1,480 25,000 SH   DFND 1 25,000 0 0
ARDAGH GROUP S A CL A L0223L101 878 40,000 SH   DFND 1 40,000 0 0
ALTERYX INC COM CL A 02156B103 937 60,000 SH   DFND 1 60,000 0 0
FOUNDATION BLDG MATLS INC COM 350392106 958 60,000 SH   DFND 1 60,000 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 957 60,000 SH   DFND 1 60,000 0 0
HAMILTON LANE INC CL A 407497106 933 50,000 SH   DFND 1 50,000 0 0
MULESOFT INC CL A 625207105 973 40,000 SH   DFND 1 40,000 0 0
MGIC INVT CORP WIS COM 552848103 409 40,404 SH   DFND 1 40,404 0 0
BEST BUY INC COM 086516101 983 20,000 SH   DFND 1 20,000 0 0
INTL PAPER CO COM 460146103 3,300 65,000 SH   DFND 1 65,000 0 0
STAPLES INC COM 855030102 438 50,000 SH   DFND 1 50,000 0 0
ADIENT PLC ORD SHS G0084W101 507 6,982 SH   DFND 1 6,982 0 0
AXALTA COATING SYS LTD COM G0750C108 3,542 110,000 SH   DFND 1 110,000 0 0
BALL CORP COM 058498106 1,039 14,000 SH   DFND 1 14,000 0 0
DANA INCORPORATED COM 235825205 675 35,000 SH   DFND 1 35,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 6,952 86,544 SH   DFND 1 86,544 0 0
DANAHER CORP DEL COM 235851102 3,848 45,000 SH   DFND 1 45,000 0 0
DOVER CORP COM 260003108 1,928 24,000 SH   DFND 1 24,000 0 0
DOW CHEM CO COM 260543103 3,157 49,695 SH   DFND 1 49,695 0 0
EMERSON ELEC CO COM 291011104 419 7,000 SH   DFND 1 7,000 0 0
EATON CORP PLC SHS G29183103 2,224 30,000 SH   DFND 1 30,000 0 0
FASTENAL CO COM 311900104 772 15,000 SH   DFND 1 15,000 0 0
FLOWSERVE CORP COM 34354P105 1,452 30,000 SH   DFND 1 30,000 0 0
F M C CORP COM NEW 302491303 8,350 120,000 SH   DFND 1 120,000 0 0
FERRO CORP COM 315405100 455 30,000 SH   DFND 1 30,000 0 0
FORTIVE CORP COM 34959J108 3,312 55,000 SH   DFND 1 55,000 0 0
GATX CORP COM 361448103 609 10,000 SH   DFND 1 10,000 0 0
GENERAL DYNAMICS CORP COM 369550108 2,246 12,000 SH   DFND 1 12,000 0 0
HONEYWELL INTL INC COM 438516106 5,244 42,000 SH   DFND 1 42,000 0 0
IDEX CORP COM 45167R104 514 5,500 SH   DFND 1 5,500 0 0
JOHNSON CTLS INTL PLC SHS G51502105 2,497 59,300 SH   DFND 1 59,300 0 0
KENNAMETAL INC COM 489170100 666 17,000 SH   DFND 1 17,000 0 0
MOHAWK INDS INC COM 608190104 573 2,500 SH   DFND 1 2,500 0 0
MARTIN MARIETTA MATLS INC COM 573284106 545 2,500 SH   DFND 1 2,500 0 0
3M CO COM 88579Y101 2,869 15,000 SH   DFND 1 15,000 0 0
MONSANTO CO NEW COM 61166W101 4,033 35,632 SH   DFND 1 35,632 0 0
PACCAR INC COM 693718108 940 14,000 SH   DFND 1 14,000 0 0
PARKER HANNIFIN CORP COM 701094104 801 5,000 SH   DFND 1 5,000 0 0
PENTAIR PLC SHS G7S00T104 2,511 40,000 SH   DFND 1 40,000 0 0
PPG INDS INC COM 693506107 1,155 11,000 SH   DFND 1 11,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,335 15,000 SH   DFND 1 15,000 0 0
RAYTHEON CO COM NEW 755111507 5,802 38,046 SH   DFND 1 38,046 0 0
SHERWIN WILLIAMS CO COM 824348106 3,101 10,000 SH   DFND 1 10,000 0 0
TEREX CORP NEW COM 880779103 533 17,000 SH   DFND 1 17,000 0 0
UNIVAR INC COM 91336L107 459 15,000 SH   DFND 1 15,000 0 0
VULCAN MATLS CO COM 929160109 662 5,500 SH   DFND 1 5,500 0 0
WESTROCK CO COM 96145D105 1,040 20,000 SH   DFND 1 20,000 0 0
WATSCO INC COM 942622200 1,002 7,000 SH   DFND 1 7,000 0 0
AIR PRODS & CHEMS INC COM 009158106 4,058 30,000 SH   DFND 1 30,000 0 0
AEROVIRONMENT INC COM 008073108 31 1,108 SH   DFND 1 1,108 0 0
CENOVUS ENERGY INC COM 15135U109 2,494 220,757 SH   DFND 1 220,757 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 4,829 60,000 SH   DFND 1 60,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,665 135,800 SH   DFND 1 135,800 0 0
ENERGY RECOVERY INC COM 29270J100 415 49,900 SH   DFND 1 49,900 0 0
EAGLE MATERIALS INC COM 26969P108 1,146 11,798 SH   DFND 1 11,798 0 0
FEDEX CORP COM 31428X106 6,732 34,500 SH   DFND 1 34,500 0 0
GULFPORT ENERGY CORP COM NEW 402635304 515 30,000 SH   DFND 1 30,000 0 0
L3 TECHNOLOGIES INC COM 502413107 4,165 25,200 SH   DFND 1 25,200 0 0
MAGNA INTL INC COM 559222401 34 802 SH   DFND 1 802 0 0
MRC GLOBAL INC COM 55345K103 522 28,483 SH   DFND 1 28,483 0 0
ORBITAL ATK INC COM 68557N103 2,482 25,327 SH   DFND 1 25,327 0 0
PROLOGIS INC COM 74340W103 2,983 57,513 SH   DFND 1 57,513 0 0
QEP RES INC COM 74733V100 1,315 103,500 SH   DFND 1 103,500 0 0
RANGE RES CORP COM 75281A109 727 25,000 SH   DFND 1 25,000 0 0
SEMGROUP CORP CL A 81663A105 482 13,413 SH   DFND 1 13,413 0 0
SMART SAND INC COM 83191H107 325 20,000 SH   DFND 1 20,000 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 713 50,000 SH   DFND 1 50,000 0 0
ISHARES TR TIPS BD ETF 464287176 5,732 50,000 SH   DFND 1 50,000 0 0
TJX COS INC NEW COM 872540109 1,762 22,289 SH   DFND 1 22,289 0 0
ISHARES TR 20 YR TR BD ETF 464287432 3,379 28,000 SH   DFND 1 28,000 0 0
WABTEC CORP COM 929740108 1,349 17,295 SH   DFND 1 17,295 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 3,766 100,596 SH   DFND 1 100,596 0 0
DIREXION SHS ETF TR DAILY GOLD MINER 25490K133 454 14,646 SH   DFND 1 14,646 0 0
DIREXION SHS ETF TR DAILY FINL BEAR 25490K539 215 11,139 SH   DFND 1 11,139 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 3 100 SH   DFND 1 100 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 3,804 105,747 SH   DFND 1 105,747 0 0
ISHARES TR 7-10YR TR BD ETF 464287440 506 4,800 SH   DFND 1 4,800 0 0
DIREXION SHS ETF TR DAILY JR GOLD MI 25490K554 54 8,464 SH   DFND 1 8,464 0 0
PROSHARES TR PSHS ULSHT SP500 74347B300 112 8,400 SH   DFND 1 8,400 0 0
DIREXION SHS ETF TR DRX S&P500BULL 25459W862 277 2,200 SH   DFND 1 2,200 0 0
PROSHARES TR ULTRAPRO SHORT S 74348A442 34 2,000 SH   DFND 1 2,000 0 0
PROSHARES TR ULTRAPRO SHORT Q 74348A160 911 24,600 SH   DFND 1 24,600 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 59 700 SH   DFND 1 700 0 0
PROSHARES TR ULTRAPRO QQQ 74347X831 2,709 30,718 SH   DFND 1 30,718 0 0
DIREXION SHS ETF TR DAILY SM CAP BEA 25490K521 208 11,551 SH   DFND 1 11,551 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 362 15,274 SH   DFND 1 15,274 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 44 1,400 SH   DFND 1 1,400 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 102 6,500 SH   DFND 1 6,500 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 363 1,460 SH   DFND 1 1,460 0 0
AGRIUM INC COM 008916108 42 440 SH   DFND 1 440 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 585 213,065 SH   DFND 1 213,065 0 0
B/E AEROSPACE INC COM 073302101 833 13,000 SH   DFND 1 13,000 0 0
CABELAS INC COM 126804301 984 18,537 SH   DFND 1 18,537 0 0
CEB INC COM 125134106 94 1,196 SH   DFND 1 1,196 0 0
CHEMTURA CORP COM NEW 163893209 375 11,248 SH   DFND 1 11,248 0 0
COMPASS MINERALS INTL INC COM 20451N101 84 1,252 SH   DFND 1 1,252 0 0
CONOCOPHILLIPS COM 20825C104 115 2,310 SH   DFND 1 2,310 0 0
COTY INC COM CL A 222070203 26 1,475 SH   DFND 1 1,475 0 0
CST BRANDS INC COM 12646R105 7,930 164,909 SH   DFND 1 164,909 0 0
GAS NAT INC COM 367204104 1,105 87,055 SH   DFND 1 87,055 0 0
ENBRIDGE INC COM 29250N105 397 9,508 SH   DFND 1 9,508 0 0
TERRAFORM GLOBAL INC CL A 88104M101 238 49,700 SH   DFND 1 49,700 0 0
HEADWATERS INC COM 42210P102 7,484 318,772 SH   DFND 1 318,772 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 2,035 77,210 SH   DFND 1 77,210 0 0
JOY GLOBAL INC COM 481165108 6,580 232,951 SH   DFND 1 232,951 0 0
KIMBERLY CLARK CORP COM 494368103 329 2,500 SH   DFND 1 2,500 0 0
KONGZHONG CORP SPONSORED ADR 50047P104 1,383 186,758 SH   DFND 1 186,758 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 1,244 74,032 SH   DFND 1 74,032 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 5,733 64,359 SH   DFND 1 64,359 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 7,718 337,782 SH   DFND 1 337,782 0 0
MTGE INVT CORP COM 55378A105 8,820 526,582 SH   DFND 1 526,582 0 0
NOBLE ENERGY INC COM 655044105 774 22,543 SH   DFND 1 22,543 0 0
NEUSTAR INC CL A 64126X201 792 23,900 SH   DFND 1 23,900 0 0
PROCTER AND GAMBLE CO COM 742718109 192 2,142 SH   DFND 1 2,142 0 0
PHILIP MORRIS INTL INC COM 718172109 135 1,200 SH   DFND 1 1,200 0 0
RITE AID CORP COM 767754104 351 82,771 SH   DFND 1 82,771 0 0
REYNOLDS AMERICAN INC COM 761713106 5,537 87,862 SH   DFND 1 87,862 0 0
SANDERSON FARMS INC COM 800013104 103 1,000 SH   DFND 1 1,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 108 4,447 SH   DFND 1 4,447 0 0
SUNCOR ENERGY INC NEW COM 867224107 71 2,310 SH   DFND 1 2,310 0 0
SYNGENTA AG SPONSORED ADR 87160A100 6,672 75,392 SH   DFND 1 75,392 0 0
VALSPAR CORP COM 920355104 8,419 75,896 SH   DFND 1 75,896 0 0
WGL HLDGS INC COM 92924F106 1,731 20,985 SH   DFND 1 20,985 0 0
WESTERN REFNG INC COM 959319104 6,275 178,948 SH   DFND 1 178,948 0 0
WESTAR ENERGY INC COM 95709T100 2,610 48,100 SH   DFND 1 48,100 0 0
WHITEWAVE FOODS CO COM 966244105 7,941 141,439 SH   DFND 1 141,439 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,190 26,845 SH   DFND 1 26,845 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,166 14,495 SH   DFND 1 14,495 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 452 7,275 SH   DFND 1 7,275 0 0
INVITATION HOMES INC COM 46187W107 23 1,074 SH   DFND 1 1,074 0 0
COLONY STARWOOD HOMES COM 19625X102 0 24 SH   DFND 1 24 0 0
UDR INC COM 902653104 96 2,663 SH   DFND 1 2,663 0 0
HCP INC COM 40414L109 66 2,140 SH   DFND 1 2,140 0 0
HEALTHCARE RLTY TR COM 421946104 70 2,181 SH   DFND 1 2,181 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 233 7,069 SH   DFND 1 7,069 0 0
VENTAS INC COM 92276F100 114 1,759 SH   DFND 1 1,759 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 431 38,724 SH   DFND 1 38,724 0 0
RLJ LODGING TR COM 74965L101 1,562 66,463 SH   DFND 1 66,463 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 282 5,864 SH   DFND 1 5,864 0 0
DUKE REALTY CORP COM NEW 264411505 231 8,824 SH   DFND 1 8,824 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,256 47,175 SH   DFND 1 47,175 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,541 39,992 SH   DFND 1 39,992 0 0
CUBESMART COM 229663109 999 38,517 SH   DFND 1 38,517 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 500 10,085 SH   DFND 1 10,085 0 0
DIGITAL RLTY TR INC COM 253868103 49 464 SH   DFND 1 464 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 259 6,354 SH   DFND 1 6,354 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 314 4,075 SH   DFND 1 4,075 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,549 152,937 SH   DFND 1 152,937 0 0
STORE CAP CORP COM 862121100 342 14,341 SH   DFND 1 14,341 0 0
VEREIT INC COM 92339V100 373 43,949 SH   DFND 1 43,949 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 367 22,625 SH   DFND 1 22,625 0 0
MACK CALI RLTY CORP COM 554489104 1,270 47,155 SH   DFND 1 47,155 0 0
KILROY RLTY CORP COM 49427F108 568 7,893 SH   DFND 1 7,893 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 96 4,513 SH   DFND 1 4,513 0 0
PARAMOUNT GROUP INC COM 69924R108 632 39,026 SH   DFND 1 39,026 0 0
VORNADO RLTY TR SH BEN INT 929042109 267 2,667 SH   DFND 1 2,667 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 143 4,601 SH   DFND 1 4,601 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 2,034 366,496 SH   DFND 1 366,496 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 4,084 179,860 SH   DFND 1 179,860 0 0
CHERRY HILL MTG INVT CORP COM 164651101 1,155 67,600 SH   DFND 1 67,600 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 3,027 287,203 SH   DFND 1 287,203 0 0
CYS INVTS INC COM 12673A108 7,954 1,000,614 SH   DFND 1 1,000,614 0 0
DYNEX CAP INC COM NEW 26817Q506 2,284 322,162 SH   DFND 1 322,162 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 7,613 493,762 SH   DFND 1 493,762 0 0
PENNYMAC MTG INVT TR COM 70931T103 3,969 223,612 SH   DFND 1 223,612 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 606 41,960 SH   DFND 1 41,960 0 0
AMERICAN ASSETS TR INC COM 024013104 229 5,495 SH   DFND 1 5,495 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,457 48,483 SH   DFND 1 48,483 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 564 26,293 SH   DFND 1 26,293 0 0
DDR CORP COM 23317H102 787 62,882 SH   DFND 1 62,882 0 0
GGP INC COM 36174X101 603 26,022 SH   DFND 1 26,022 0 0
KIMCO RLTY CORP COM 49446R109 654 29,625 SH   DFND 1 29,625 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 588 38,862 SH   DFND 1 38,862 0 0
REGENCY CTRS CORP COM 758849103 1,257 18,934 SH   DFND 1 18,934 0 0
TAUBMAN CTRS INC COM 876664103 554 8,401 SH   DFND 1 8,401 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 15,792 11,500,000 PRN   DFND 1 0 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 20,591 20,905,000 PRN   DFND 1 0 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 11,936 9,565,000 PRN   DFND 1 0 0 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 4,342 3,871,000 PRN   DFND 1 0 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 23,093 20,250,000 PRN   DFND 1 0 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 65,515 34,249,000 PRN   DFND 1 0 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 29,219 30,197,000 PRN   DFND 1 0 0 0
TESLA INC NOTE 1.500% 6/0 88160RAA9 127,141 57,000,000 PRN   DFND 1 0 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 35,171 33,750,000 PRN   DFND 1 0 0 0
ADVAXIS INC *W EXP 07/15/201 007624117 106 23,961 SH   DFND 1 23,961 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 217 10,000 SH   DFND 1 10,000 0 0
HORIZON PHARMA PLC SHS G4617B105 44 3,000 SH   DFND 1 3,000 0 0
PLAYA HOTELS & RESORTS NV *W EXP 03/10/202 N70544114 21 27,481 SH   DFND 1 27,481 0 0
CAESARS ENTMT CORP COM 127686103 92 9,650 SH   DFND 1 9,650 0 0
EP ENERGY CORP CL A 268785102 451 95,000 SH   DFND 1 95,000 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 15 6,715 SH   DFND 1 6,715 0 0
PENNEY J C INC COM 708160106 370 60,227 SH   DFND 1 60,227 0 0
EASTMAN KODAK CO COM NEW 277461406 9 783 SH   DFND 1 783 0 0
RH COM 74967X103 74 1,600 SH   DFND 1 1,600 0 0
SEADRILL LIMITED SHS G7945E105 31 19,387 SH   DFND 1 19,387 0 0
SEARS HLDGS CORP COM 812350106 695 60,530 SH   DFND 1 60,530 0 0
SUNPOWER CORP COM 867652406 29 4,807 SH   DFND 1 4,807 0 0
ISHARES TR IBOXX HI YD ETF 464288513 114 1,300 SH   DFND 1 1,300 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 2,327 238,213 SH   DFND 1 238,213 0 0
AXAR ACQUISITION CORP *W EXP 12/31/202 05455L110 4 62,034 SH   DFND 1 62,034 0 0
BARINGTON HILCO ACQUISITION COM 06759V101 339 33,175 SH   DFND 1 33,175 0 0
BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 12 34,175 SH   DFND 1 34,175 0 0
BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 11 67,368 SH   DFND 1 67,368 0 0
BOULEVARD ACQUISITION CL A 10157Q102 100 10,000 SH   DFND 1 10,000 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 1,094 104,773 SH   DFND 1 104,773 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 12 14,400 SH   DFND 1 14,400 0 0
CF CORP UNIT 99/99/9999E G20307123 3,782 353,500 SH   DFND 1 353,500 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/19/202 14055M114 2 1,500 SH   DFND 1 1,500 0 0
EASTERLY ACQUISITION CORP COM 27616L102 24 2,500 SH   DFND 1 2,500 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 0 1,250 SH   DFND 1 1,250 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 1 100 SH   DFND 1 100 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 44 79,200 SH   DFND 1 79,200 0 0
ANDINA ACQUISITION CORP II UNIT 99/99/9999 G0441P112 10 1,000 SH   DFND 1 1,000 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 2,983 285,463 SH   DFND 1 285,463 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 13 27,069 SH   DFND 1 27,069 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 0 1,000 SH   DFND 1 1,000 0 0
GP INVTS ACQUISITION COR SHS G40357124 639 64,138 SH   DFND 1 64,138 0 0
GORES HLDGS II INC UNIT 99/99/9999 382867208 2,057 200,000 SH   DFND 1 200,000 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 26 53,000 SH   DFND 1 53,000 0 0
KAYNE ANDERSON ACQUISITION UNIT 06/30/2022 48661U201 3,807 380,000 SH   DFND 1 380,000 0 0
M III ACQUISITION CORP UNIT 99/99/9999T 55378T203 188 18,700 SH   DFND 1 18,700 0 0
MATLIN & PARTNERS ACQUISITIO UNIT 05/28/2021A 57682V205 1,375 137,303 SH   DFND 1 137,303 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 46 92,514 SH   DFND 1 92,514 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 538 51,000 SH   DFND 1 51,000 0 0
SILVER RUN ACQUISITION UNIT 99/99/9999 82812A202 260 25,000 SH   DFND 1 25,000 0 0
JM GLOBAL HLDG CO UNIT 99/99/9999 46590H200 36 3,481 SH   DFND 1 3,481 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 6,525 160,703 SH   DFND 1 160,703 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 16,830 15,713,000 PRN   DFND 1 0 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 8,300 8,200,000 PRN   DFND 1 0 0 0
JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 2,849 61,337 SH   DFND 1 61,337 0 0
WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 793 35,774 SH   DFND 1 35,774 0 0
APPLE INC COM 037833100 163 1,137 SH   DFND 1 1,137 0 0
ABBOTT LABS COM 002824100 15 348 SH   DFND 1 348 0 0
ALERE INC COM 01449J105 1,591 40,067 SH   DFND 1 40,067 0 0
BANK AMER CORP *W EXP 01/16/201 060505146 3,673 324,008 SH   DFND 1 324,008 0 0
AVIS BUDGET GROUP COM 053774105 1,108 37,475 SH   DFND 1 37,475 0 0
CISCO SYS INC COM 17275R102 1,666 49,300 SH   DFND 1 49,300 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,689 190,508 SH   DFND 1 190,508 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 450 9,800 SH   DFND 1 9,800 0 0
DASEKE INC COM 23753F107 13 1,289 SH   DFND 1 1,289 0 0
ENVISION HEALTHCARE CORP COM 29414D100 827 13,500 SH   DFND 1 13,500 0 0
EASTMAN KODAK CO *W EXP 09/03/201 277461141 0 824 SH   DFND 1 824 0 0
AT&T INC COM 00206R102 201 4,851 SH   DFND 1 4,851 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 366 20,700 SH   DFND 1 20,700 0 0
NII HLDGS INC COM PAR $0.001 62913F508 87 66,995 SH   DFND 1 66,995 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 948 40,000 SH   DFND 1 40,000 0 0
CSX CORP COM 126408103 5,821 125,055 SH   DFND 1 125,055 0 0
SOUTHWEST AIRLS CO COM 844741108 537 10,000 SH   DFND 1 10,000 0 0
UNION PAC CORP COM 907818108 6,884 65,000 SH   DFND 1 65,000 0 0
CANADIAN PAC RY LTD COM 13645T100 3,540 24,100 SH   DFND 1 24,100 0 0
ON TRACK INNOVATION LTD SHS M8791A109 165 100,000 SH   DFND 1 100,000 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 7,780 623,405 SH   DFND 1 623,405 0 0
QUEST DIAGNOSTICS INC COM 74834L100 974 9,920 SH   DFND 1 9,920 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 523 8,177 SH   DFND 1 8,177 0 0
INVENSENSE INC COM 46123D205 2,440 193,201 SH   DFND 1 193,201 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,390 41,777 SH   DFND 1 41,777 0 0
NIMBLE STORAGE INC COM 65440R101 2 200 SH   DFND 1 200 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 48 1,050 SH   DFND 1 1,050 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 564 56,588 SH   DFND 1 56,588 0 0
VCA INC COM 918194101 5,775 63,122 SH   DFND 1 63,122 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 4,941 88,855 SH   DFND 1 88,855 0 0
CENTRAL FD CDA LTD CL A 153501101 2,542 197,707 SH   DFND 1 197,707 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 4,593 3,500,000 PRN   DFND 1 0 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 58,346 33,532,000 PRN   DFND 1 0 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 92,545 35,000,000 PRN   DFND 1 0 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 17,873 10,115,000 PRN   DFND 1 0 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 67,086 24,374,000 PRN   DFND 1 0 0 0
TAL ED GROUP NOTE 2.500% 5/1 874080AB0 52,609 13,000,000 PRN   DFND 1 0 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 136,301 30,719,000 PRN   DFND 1 0 0 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 3,237 1,108,000 PRN   DFND 1 0 0 0
PEMBINA PIPELINE CORP COM 706327103 179 5,655 SH   DFND 1 5,655 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 26,353 191,693 SH   DFND 1 191,693 0 0
AMYRIS INC COM 03236M101 679 1,282,051 SH   DFND 1 1,282,051 0 0
GTY TECHNOLOGY HOLDINGS INC *W EXP 99/99/999 G4182A128 1 1,000 SH   DFND 1 1,000 0 0