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
AAC HLDGS INC COM 000307108 5,137 259,562 SH   DFND 20 259,562 0 0
ACCO BRANDS CORP COM 00081T108 27 2,970 SH   DFND 17 2,970 0 0
ACCO BRANDS CORP COM 00081T108 523 58,289 SH   DFND 21 0 0 58,289
ABM INDS INC COM 000957100 43 1,345 SH   DFND 17 1,345 0 0
ABM INDS INC COM 000957100 207 6,414 SH   DFND 21 6,414 0 0
THE ADT CORPORATION COM 00101J106 291 7,048 SH   DFND 17 7,048 0 0
THE ADT CORPORATION COM 00101J106 14,573 353,194 SH   DFND 21 305,075 0 48,119
THE ADT CORPORATION PUT 00101J956 3,581 86,800 SH Put DFND 21 86,800 0 0
AFLAC INC COM 001055102 1,209 19,146 SH   DFND 4 19,146 0 0
AFLAC INC COM 001055102 3,311 52,438 SH   DFND 21 28,446 0 23,992
AFLAC INC CALL 001055902 1,250 19,800 SH Call DFND 4 19,800 0 0
AFLAC INC PUT 001055952 11,144 176,500 SH Put DFND 4 176,500 0 0
AGCO CORP COM 001084102 61,389 1,235,200 SH   DFND 17 1,227,600 0 7,600
AGL RES INC COM 001204106 1,175 18,042 SH   DFND 17 18,042 0 0
AGL RES INC COM 001204106 27,528 422,600 SH   DFND 21 422,600 0 0
AG MTG INVT TR INC COM 001228105 1,429 109,350 SH   DFND 17 27,250 0 82,100
AG MTG INVT TR INC COM 001228105 2,323 177,742 SH   DFND 21 62,277 0 115,465
AES CORP COM 00130H105 579 49,078 SH   DFND 21 18,273 0 30,805
AK STL CORP NOTE 5.000%11/1 001546AP5 2,288 2,500,000 PRN   DFND 17 2,500,000 0 0
AMC NETWORKS INC CL A 00164V103 10,246 157,781 SH   DFND 17 127,091 0 30,690
AMC NETWORKS INC CL A 00164V103 2,273 35,000 SH   DFND 21 35,000 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 1,449 51,776 SH   DFND 17 30,546 0 21,230
AMN HEALTHCARE SERVICES INC COM 001744101 19,955 593,719 SH   DFND 17 537,322 0 56,397
AMN HEALTHCARE SERVICES INC COM 001744101 575 17,112 SH   DFND 21 0 0 17,112
ANI PHARMACEUTICALS INC COM 00182C103 6,024 178,969 SH   DFND 17 172,670 0 6,299
ANI PHARMACEUTICALS INC COM 00182C103 228 6,770 SH   DFND 21 3,800 0 2,970
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 5,809 6,500,000 PRN   DFND 17 6,500,000 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 3,171 1,609,712 SH   DFND 21 1,609,712 0 0
AT&T INC COM 00206R102 346,326 8,841,616 SH   DFND 3 8,835,616 0 6,000
AT&T INC COM 00206R102 49,117 1,253,932 SH   DFND 4 1,253,932 0 0
AT&T INC COM 00206R102 218,177 5,570,012 SH   DFND 17 4,373,128 0 1,196,884
AT&T INC COM 00206R102 239,511 6,114,659 SH   DFND 21 3,549,791 0 2,564,868
AT&T INC COM 00206R102 4 100 SH   DFND 24 100 0 0
AT&T INC COM 00206R102 444 11,326 SH   DFND 25 11,326 0 0
AT&T INC CALL 00206R902 24,493 625,300 SH Call DFND 4 625,300 0 0
AT&T INC PUT 00206R952 69,311 1,769,500 SH Put DFND 4 1,769,500 0 0
A10 NETWORKS INC COM 002121101 363 61,335 SH   DFND 17 1,555 0 59,780
AU OPTRONICS CORP SPONSORED ADR 002255107 104 35,088 SH   DFND 17 35,088 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 953 323,205 SH   DFND 21 323,205 0 0
AVX CORP NEW COM 002444107 14,860 1,182,200 SH   DFND 3 1,099,100 0 83,100
AARONS INC COM PAR $0.50 002535300 381 15,160 SH   DFND 21 2,324 0 12,836
ABBOTT LABS COM 002824100 28,831 689,236 SH   DFND 4 689,236 0 0
ABBOTT LABS COM 002824100 4,760 113,798 SH   DFND 17 56,848 0 56,950
ABBOTT LABS COM 002824100 2,920 69,818 SH   DFND 21 33,600 0 36,218
ABBOTT LABS CALL 002824900 2,593 62,000 SH Call DFND 4 62,000 0 0
ABBOTT LABS PUT 002824950 16,644 397,900 SH Put DFND 4 397,900 0 0
ABBVIE INC COM 00287Y109 198,465 3,474,531 SH   DFND 3 3,469,931 0 4,600
ABBVIE INC COM 00287Y109 48,047 841,159 SH   DFND 4 841,159 0 0
ABBVIE INC COM 00287Y109 311,674 5,456,482 SH   DFND 17 4,950,128 0 506,354
ABBVIE INC COM 00287Y109 184,115 3,223,300 SH   DFND 21 2,683,736 0 539,564
ABBVIE INC COM 00287Y109 183 3,200 SH   DFND 24 3,200 0 0
ABBVIE INC CALL 00287Y909 5,940 104,000 SH Call DFND 4 104,000 0 0
ABBVIE INC PUT 00287Y959 31,325 548,400 SH Put DFND 4 548,400 0 0
ABIOMED INC COM 003654100 9,293 98,015 SH   DFND 17 70,850 0 27,165
ABIOMED INC COM 003654100 52 550 SH   DFND 21 0 0 550
ACADIA HEALTHCARE COMPANY IN COM 00404A109 15,260 276,896 SH   DFND 17 250,779 0 26,117
ACADIA HEALTHCARE COMPANY IN COM 00404A109 752 13,653 SH   DFND 21 11,903 0 1,750
ACADIA PHARMACEUTICALS INC COM 004225108 1,531 54,750 SH   DFND 17 54,750 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 727 26,000 SH   DFND 24 26,000 0 0
ACETO CORP COM 004446100 10,865 461,160 SH   DFND 17 455,950 0 5,210
ACETO CORP COM 004446100 135 5,739 SH   DFND 21 0 0 5,739
ACTIVISION BLIZZARD INC COM 00507V109 533 15,740 SH   DFND 4 15,740 0 0
ACTIVISION BLIZZARD INC COM 00507V109 92,041 2,719,889 SH   DFND 17 2,212,919 0 506,970
ACTIVISION BLIZZARD INC COM 00507V109 8,443 249,500 SH   DFND 20 249,500 0 0
ACTIVISION BLIZZARD INC COM 00507V109 40,212 1,188,292 SH   DFND 21 698,317 0 489,975
ACTIVISION BLIZZARD INC COM 00507V109 102 3,009 SH   DFND 25 3,009 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 291 8,600 SH Call DFND 4 8,600 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 2,758 81,500 SH Put DFND 4 81,500 0 0
ACUITY BRANDS INC COM 00508Y102 25,659 117,626 SH   DFND 17 108,165 0 9,461
ACUITY BRANDS INC COM 00508Y102 4,878 22,363 SH   DFND 21 18,940 0 3,423
ACUITY BRANDS INC COM 00508Y102 9,511 43,599 SH   DFND 24 43,599 0 0
ADEPTUS HEALTH INC CL A 006855100 209 3,768 SH   DFND 17 3,768 0 0
ADEPTUS HEALTH INC CL A 006855100 733 13,199 SH   DFND 21 4,873 0 8,326
ADOBE SYS INC COM 00724F101 2,321 24,745 SH   DFND 4 24,745 0 0
ADOBE SYS INC COM 00724F101 47,235 503,576 SH   DFND 17 392,390 0 111,186
ADOBE SYS INC COM 00724F101 26 279 SH   DFND 21 0 0 279
ADOBE SYS INC CALL 00724F901 2,805 29,900 SH Call DFND 4 29,900 0 0
ADOBE SYS INC PUT 00724F951 28,468 303,500 SH Put DFND 4 303,500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,009 25,000 SH   DFND 4 25,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 12,216 76,186 SH   DFND 17 60,926 0 15,260
ADVANCE AUTO PARTS INC COM 00751Y106 7,828 48,824 SH   DFND 21 48,824 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 495 84,581 SH   DFND 17 84,581 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 4,034 689,500 SH   DFND 21 689,500 0 0
ADVAXIS INC COM NEW 007624208 1,045 115,768 SH   DFND 17 115,768 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 202 28,914 SH   DFND 21 28,914 0 0
AECOM COM 00766T100 2,446 79,457 SH   DFND 21 1,789 0 77,668
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 15,917 28,680,000 PRN   DFND 17 28,680,000 0 0
AEGON N V NY REGISTRY SH 007924103 14,876 2,704,654 SH   DFND 17 2,704,654 0 0
ADVANCED ENERGY INDS COM 007973100 2,030 58,340 SH   DFND 17 38,185 0 20,155
AEROVIRONMENT INC COM 008073108 964 34,046 SH   DFND 17 34,046 0 0
AES TR III PFD CV 6.75% 00808N202 34,799 688,955 SH   DFND 17 688,955 0 0
AETNA INC NEW COM 00817Y108 3,367 29,971 SH   DFND 4 29,971 0 0
AETNA INC NEW COM 00817Y108 28,457 253,291 SH   DFND 17 135,723 0 117,568
AETNA INC NEW COM 00817Y108 146,923 1,307,725 SH   DFND 21 936,462 0 371,263
AETNA INC NEW COM 00817Y108 382 3,400 SH   DFND 24 3,400 0 0
AETNA INC NEW COM 00817Y108 271 2,412 SH   DFND 25 2,412 0 0
AETNA INC NEW CALL 00817Y908 2,067 18,400 SH Call DFND 4 18,400 0 0
AETNA INC NEW PUT 00817Y958 24,773 220,500 SH Put DFND 4 220,500 0 0
AFFYMETRIX INC COM 00826T108 10,873 776,054 SH   DFND 4 776,054 0 0
AFFYMETRIX INC COM 00826T108 2,080 148,496 SH   DFND 21 148,496 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 370 9,281 SH   DFND 17 9,281 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 84,970 2,132,241 SH   DFND 21 1,714,553 0 417,688
AGILENT TECHNOLOGIES INC COM 00846U101 255 6,400 SH   DFND 24 6,400 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 315 7,769 SH   DFND 17 7,769 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 158 3,900 SH   DFND 24 3,900 0 0
AGRIUM INC COM 008916108 7,772 69,100 SH   DFND 3 69,100 0 0
AGRIUM INC COM 008916108 6,895 61,303 SH   DFND 17 61,303 0 0
AGRIUM INC COM 008916108 6,131 54,508 SH   DFND 21 38,920 0 15,588
AIR LEASE CORP CL A 00912X302 5,806 180,756 SH   DFND 17 51,477 0 129,279
AIR LEASE CORP CL A 00912X302 33,098 1,030,459 SH   DFND 21 841,240 0 189,219
AIR LEASE CORP CL A 00912X302 37 1,166 SH   DFND 25 1,166 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 48,724 37,185,000 PRN   DFND 17 31,960,000 0 5,225,000
AIR PRODS & CHEMS INC COM 009158106 316 2,192 SH   DFND 4 2,192 0 0
AIR PRODS & CHEMS INC COM 009158106 17 121 SH   DFND 21 0 0 121
AIR PRODS & CHEMS INC CALL 009158906 2,406 16,700 SH Call DFND 4 16,700 0 0
AIR PRODS & CHEMS INC PUT 009158956 16,119 111,900 SH Put DFND 4 111,900 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 637 41,400 SH   DFND 17 0 0 41,400
AIRGAS INC COM 009363102 16,579 117,050 SH   DFND 4 117,050 0 0
AIRGAS INC COM 009363102 14,767 104,257 SH   DFND 21 104,205 0 52
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 1,059 360,000 PRN   DFND 17 360,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 17,962 323,228 SH   DFND 17 308,067 0 15,161
AKAMAI TECHNOLOGIES INC COM 00971T101 6 112 SH   DFND 21 0 0 112
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 55,327 56,695,000 PRN   DFND 17 56,285,000 0 410,000
AKORN INC COM 009728106 774 32,900 SH   DFND 21 1,691 0 31,209
ALASKA AIR GROUP INC COM 011659109 22,171 270,318 SH   DFND 17 186,052 0 84,266
ALASKA AIR GROUP INC COM 011659109 76,238 929,504 SH   DFND 21 629,392 0 300,112
ALASKA AIR GROUP INC COM 011659109 186 2,266 SH   DFND 25 2,266 0 0
ALBANY MOLECULAR RESH INC COM 012423109 6,046 395,396 SH   DFND 17 350,713 0 44,683
ALCOA INC COM 013817101 7,750 809,023 SH   DFND 17 809,023 0 0
ALCOA INC COM 013817101 13,480 1,407,094 SH   DFND 21 1,406,281 0 813
ALCOA INC COM 013817101 479 50,000 SH   DFND 24 50,000 0 0
ALCOA INC DEP SHS 1/10TH 013817309 34,486 1,045,345 SH   DFND 17 1,045,345 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 338 13,812 SH   DFND 17 13,812 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 154 6,300 SH   DFND 24 6,300 0 0
ALERE INC COM 01449J105 12,468 246,352 SH   DFND 4 246,352 0 0
ALERE INC COM 01449J105 12,130 239,674 SH   DFND 21 239,674 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 8,946 98,429 SH   DFND 4 98,429 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 17,702 194,767 SH   DFND 17 155,526 0 39,241
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 173 1,900 SH   DFND 21 0 0 1,900
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 31,675 1,082,900 SH   DFND 17 1,082,900 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,220 30,314 SH   DFND 4 30,314 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 119,925 861,407 SH   DFND 17 736,452 0 124,955
ALEXION PHARMACEUTICALS INC COM 015351109 605 4,343 SH   DFND 21 2,133 0 2,210
ALEXION PHARMACEUTICALS INC COM 015351109 13,115 94,200 SH   DFND 24 94,200 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 1,754 12,600 SH Call DFND 4 12,600 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 13,978 100,400 SH Put DFND 4 100,400 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 56,072 709,500 SH   DFND 17 692,810 0 16,690
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 49,476 626,040 SH   DFND 20 626,040 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,663 46,351 SH   DFND 21 46,351 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,434 30,800 SH   DFND 24 30,800 0 0
ALLETE INC COM NEW 018522300 49,656 885,600 SH   DFND 3 868,000 0 17,600
ALLETE INC COM NEW 018522300 130 2,320 SH   DFND 17 2,320 0 0
ALLETE INC COM NEW 018522300 911 16,253 SH   DFND 21 7,650 0 8,603
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,328 6,037 SH   DFND 4 6,037 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 22 100 SH   DFND 17 100 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,358 15,262 SH   DFND 21 15,211 0 51
ALLIANCE DATA SYSTEMS CORP PUT 018581958 1,826 8,300 SH Put DFND 4 8,300 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 6,368 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 17,582 1,509,200 SH   DFND 3 1,476,200 0 33,000
ALLIANT ENERGY CORP COM 018802108 252 3,389 SH   DFND 21 3,300 0 89
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 29,353 1,252,792 SH   DFND 3 1,228,804 0 23,988
ALLIANZGI DIVERS INC & CNV F COM 01883J108 278 13,994 SH   DFND 17 13,994 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 14,821 1,121,924 SH   DFND 17 1,000,558 0 121,366
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 129 9,800 SH   DFND 21 0 0 9,800
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 34,217 33,490,000 PRN   DFND 17 33,490,000 0 0
ALLSTATE CORP COM 020002101 11,628 172,600 SH   DFND 3 172,600 0 0
ALLSTATE CORP COM 020002101 42,035 623,942 SH   DFND 4 623,942 0 0
ALLSTATE CORP COM 020002101 20,161 299,259 SH   DFND 17 204,659 0 94,600
ALLSTATE CORP COM 020002101 54,326 806,389 SH   DFND 21 669,421 0 136,968
ALLSTATE CORP CALL 020002901 1,058 15,700 SH Call DFND 4 15,700 0 0
ALLSTATE CORP PUT 020002951 11,237 166,800 SH Put DFND 4 166,800 0 0
ALLY FINL INC COM 02005N100 68,762 3,673,190 SH   DFND 4 3,673,190 0 0
ALLY FINL INC COM 02005N100 1,151 61,469 SH   DFND 17 61,469 0 0
ALLY FINL INC COM 02005N100 17,795 950,569 SH   DFND 21 284,743 0 665,826
ALMOST FAMILY INC COM 020409108 798 21,420 SH   DFND 21 15,299 0 6,121
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,417 38,513 SH   DFND 17 38,513 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 822 13,090 SH   DFND 24 13,090 0 0
ALON USA ENERGY INC COM 020520102 377 36,564 SH   DFND 17 9,222 0 27,342
ALON USA ENERGY INC COM 020520102 4,700 455,437 SH   DFND 21 283,113 0 172,324
ALON USA ENERGY INC COM 020520102 12 1,208 SH   DFND 25 1,208 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 12,917 982,300 SH   DFND 3 946,300 0 36,000
ALON USA PARTNERS LP UT LTDPART INT 02052T109 9 675 SH   DFND 17 675 0 0
ALPHABET INC CAP STK CL C 02079K107 42,802 57,456 SH   DFND 4 57,456 0 0
ALPHABET INC CAP STK CL C 02079K107 186,001 249,683 SH   DFND 17 195,327 0 54,356
ALPHABET INC CAP STK CL C 02079K107 140,019 187,958 SH   DFND 21 134,824 0 53,134
ALPHABET INC CAP STK CL C 02079K107 74 100 SH   DFND 24 100 0 0
ALPHABET INC CAP STK CL C 02079K107 133 178 SH   DFND 25 178 0 0
ALPHABET INC CAP STK CL A 02079K305 15,710 20,592 SH   DFND 4 20,592 0 0
ALPHABET INC CAP STK CL A 02079K305 566,375 742,398 SH   DFND 17 642,552 0 99,846
ALPHABET INC CAP STK CL A 02079K305 37,912 49,695 SH   DFND 20 49,695 0 0
ALPHABET INC CAP STK CL A 02079K305 205,947 269,953 SH   DFND 21 177,502 0 92,451
ALPHABET INC CAP STK CL A 02079K305 138 181 SH   DFND 25 181 0 0
ALPHABET INC CALL 02079K905 20,903 27,400 SH Call DFND 4 27,400 0 0
ALPHABET INC CALL 02079K907 15,569 20,900 SH Call DFND 4 20,900 0 0
ALPHABET INC PUT 02079K955 191,640 251,200 SH Put DFND 4 251,200 0 0
ALPHABET INC PUT 02079K957 151,597 203,500 SH Put DFND 4 203,500 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 442 36,800 SH   DFND 17 0 0 36,800
ALTRIA GROUP INC COM 02209S103 10,464 167,000 SH   DFND 3 167,000 0 0
ALTRIA GROUP INC COM 02209S103 5,112 81,578 SH   DFND 4 81,578 0 0
ALTRIA GROUP INC COM 02209S103 29,032 463,329 SH   DFND 17 245,081 0 218,248
ALTRIA GROUP INC COM 02209S103 178,487 2,848,499 SH   DFND 21 2,215,350 0 633,149
ALTRIA GROUP INC COM 02209S103 333 5,322 SH   DFND 25 5,322 0 0
ALTRIA GROUP INC CALL 02209S903 5,708 91,100 SH Call DFND 4 91,100 0 0
ALTRIA GROUP INC PUT 02209S953 57,873 923,600 SH Put DFND 4 923,600 0 0
ALZA CORP SDCV 7/2 02261WAB5 1,777 1,180,000 PRN   DFND 17 1,180,000 0 0
AMAZON COM INC COM 023135106 12,645 21,301 SH   DFND 4 21,301 0 0
AMAZON COM INC COM 023135106 534,202 899,875 SH   DFND 17 770,514 0 129,361
AMAZON COM INC COM 023135106 124,604 209,899 SH   DFND 21 159,241 0 50,658
AMAZON COM INC COM 023135106 59 100 SH   DFND 24 100 0 0
AMAZON COM INC COM 023135106 194 326 SH   DFND 25 326 0 0
AMAZON COM INC CALL 023135906 17,928 30,200 SH Call DFND 4 30,200 0 0
AMAZON COM INC PUT 023135956 152,031 256,100 SH Put DFND 4 256,100 0 0
AMBAC FINL GROUP INC COM NEW 023139884 184 11,630 SH   DFND 21 11,630 0 0
AMBEV SA SPONSORED ADR 02319V103 2,166 418,084 SH   DFND 17 418,084 0 0
AMBEV SA SPONSORED ADR 02319V103 13,253 2,558,427 SH   DFND 21 2,558,427 0 0
AMBEV SA SPONSORED ADR 02319V103 197 38,000 SH   DFND 24 38,000 0 0
AMERCO COM 023586100 4,293 12,015 SH   DFND 17 976 0 11,039
AMERCO COM 023586100 11,873 33,228 SH   DFND 21 12,250 0 20,978
AMEREN CORP COM 023608102 24,524 489,499 SH   DFND 17 347,276 0 142,223
AMEREN CORP COM 023608102 68,173 1,360,747 SH   DFND 21 947,137 0 413,610
AMEREN CORP COM 023608102 202 4,040 SH   DFND 25 4,040 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 162 30,890 SH   DFND 17 30,890 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 84,101 5,415,365 SH   DFND 3 4,087,146 0 1,328,219
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 17,032 1,096,688 SH   DFND 17 1,096,688 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2,925 188,374 SH   DFND 21 179,577 0 8,797
AMERICAN AIRLS GROUP INC COM 02376R102 3,071 74,876 SH   DFND 4 74,876 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 678 16,525 SH   DFND 17 14,897 0 1,628
AMERICAN AIRLS GROUP INC COM 02376R102 20,521 500,382 SH   DFND 21 368,510 0 131,872
AMERICAN AIRLS GROUP INC COM 02376R102 17 424 SH   DFND 25 424 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 1,698 41,400 SH Call DFND 4 41,400 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 12,672 309,000 SH Put DFND 4 309,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 327 21,250 SH   DFND 17 750 0 20,500
AMERICAN CAMPUS CMNTYS INC COM 024835100 8,792 186,712 SH   DFND 4 186,712 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,504 31,935 SH   DFND 17 31,935 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 75,748 4,065,929 SH   DFND 4 4,065,929 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 178 9,559 SH   DFND 17 7,464 0 2,095
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,722 146,115 SH   DFND 21 70,859 0 75,256
AMERICAN CAP MTG INVT CORP COM 02504A104 1,586 108,037 SH   DFND 17 20,507 0 87,530
AMERICAN CAP MTG INVT CORP COM 02504A104 768 52,328 SH   DFND 21 41,248 0 11,080
AMERICAN ELEC PWR INC COM 025537101 179,936 2,709,875 SH   DFND 3 2,708,075 0 1,800
AMERICAN ELEC PWR INC COM 025537101 82 1,237 SH   DFND 4 1,237 0 0
AMERICAN ELEC PWR INC COM 025537101 74,306 1,119,070 SH   DFND 17 999,165 0 119,905
AMERICAN ELEC PWR INC COM 025537101 89,372 1,345,965 SH   DFND 21 799,723 0 546,242
AMERICAN ELEC PWR INC COM 025537101 313 4,712 SH   DFND 25 4,712 0 0
AMERICAN ELEC PWR INC CALL 025537901 1,959 29,500 SH Call DFND 4 29,500 0 0
AMERICAN ELEC PWR INC PUT 025537951 11,202 168,700 SH Put DFND 4 168,700 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,244 74,603 SH   DFND 17 39,497 0 35,106
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 11,294 677,496 SH   DFND 21 392,937 0 284,559
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 33 1,955 SH   DFND 25 1,955 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,074 123,454 SH   DFND 17 107,754 0 15,700
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,073 63,862 SH   DFND 21 32,002 0 31,860
AMERICAN EXPRESS CO COM 025816109 3,356 54,659 SH   DFND 4 54,659 0 0
AMERICAN EXPRESS CO COM 025816109 349 5,687 SH   DFND 17 5,687 0 0
AMERICAN EXPRESS CO COM 025816109 89,223 1,453,140 SH   DFND 21 1,142,921 0 310,219
AMERICAN EXPRESS CO CALL 025816909 3,095 50,400 SH Call DFND 4 50,400 0 0
AMERICAN EXPRESS CO PUT 025816959 27,618 449,800 SH Put DFND 4 449,800 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 53,013 753,350 SH   DFND 3 737,450 0 15,900
AMERICAN FINL GROUP INC OHIO COM 025932104 9,200 130,738 SH   DFND 17 58,446 0 72,292
AMERICAN FINL GROUP INC OHIO COM 025932104 19,556 277,896 SH   DFND 21 128,840 0 149,056
AMERICAN FINL GROUP INC OHIO COM 025932104 20 290 SH   DFND 25 290 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 11,000 691,834 SH   DFND 4 691,834 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,899 90,644 SH   DFND 4 90,644 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,396 62,827 SH   DFND 17 62,827 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 34,021 629,430 SH   DFND 21 622,246 0 7,184
AMERICAN INTL GROUP INC CALL 026874904 2,632 48,700 SH Call DFND 4 48,700 0 0
AMERICAN INTL GROUP INC PUT 026874954 21,815 403,600 SH Put DFND 4 403,600 0 0
AMERICAN NATL INS CO COM 028591105 837 7,244 SH   DFND 21 4,336 0 2,908
AMERICAN RAILCAR INDS INC COM 02916P103 4,100 100,669 SH   DFND 17 40,558 0 60,111
AMERICAN RAILCAR INDS INC COM 02916P103 10,737 263,619 SH   DFND 21 212,397 0 51,222
AMERICAN RAILCAR INDS INC COM 02916P103 28 679 SH   DFND 25 679 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,459 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,147 138,196 SH   DFND 4 138,196 0 0
AMERICAN TOWER CORP NEW COM 03027X100 19,446 189,960 SH   DFND 17 146,069 0 43,891
AMERICAN TOWER CORP NEW COM 03027X100 10,357 101,172 SH   DFND 21 100,971 0 201
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 104,506 995,770 SH   DFND 17 927,965 0 67,805
AMERICAN TOWER CORP NEW CALL 03027X900 2,221 21,700 SH Call DFND 4 21,700 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 17,413 170,100 SH Put DFND 4 170,100 0 0
AMERICAN VANGUARD CORP COM 030371108 4,225 267,751 SH   DFND 17 260,544 0 7,207
AMERICAN WTR WKS CO INC NEW COM 030420103 40,705 590,520 SH   DFND 17 590,520 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 17,796 258,171 SH   DFND 21 248,620 0 9,551
AMERICAN WTR WKS CO INC NEW COM 030420103 11,787 171,000 SH   DFND 24 171,000 0 0
AMERICAN WOODMARK CORP COM 030506109 12,117 162,449 SH   DFND 17 162,449 0 0
AMERISAFE INC COM 03071H100 24,404 464,483 SH   DFND 17 399,883 0 64,600
AMERISAFE INC COM 03071H100 690 13,140 SH   DFND 21 3,500 0 9,640
AMERISOURCEBERGEN CORP COM 03073E105 1,843 21,294 SH   DFND 4 21,294 0 0
AMERISOURCEBERGEN CORP COM 03073E105 12,567 145,199 SH   DFND 17 117,771 0 27,428
AMERISOURCEBERGEN CORP COM 03073E105 31,389 362,665 SH   DFND 21 266,676 0 95,989
AMERISOURCEBERGEN CORP COM 03073E105 72 827 SH   DFND 25 827 0 0
AMERISOURCEBERGEN CORP CALL 03073E905 969 11,200 SH Call DFND 4 11,200 0 0
AMERISOURCEBERGEN CORP PUT 03073E955 5,920 68,400 SH Put DFND 4 68,400 0 0
AMERIPRISE FINL INC COM 03076C106 166,312 1,769,084 SH   DFND 3 1,767,684 0 1,400
AMERIPRISE FINL INC COM 03076C106 1,174 12,487 SH   DFND 4 12,487 0 0
AMERIPRISE FINL INC COM 03076C106 52,539 558,861 SH   DFND 17 496,391 0 62,470
AMERIPRISE FINL INC COM 03076C106 22,709 241,556 SH   DFND 21 223,055 0 18,501
AMERIPRISE FINL INC COM 03076C106 56 600 SH   DFND 24 600 0 0
AMERIPRISE FINL INC PUT 03076C956 2,219 23,600 SH Put DFND 4 23,600 0 0
AMERIS BANCORP COM 03076K108 20,126 680,404 SH   DFND 17 608,292 0 72,112
AMERIS BANCORP COM 03076K108 135 4,550 SH   DFND 21 0 0 4,550
AMERIGAS PARTNERS L P UNIT L P INT 030975106 38,241 879,700 SH   DFND 3 854,300 0 25,400
AMETEK INC NEW COM 031100100 53,359 1,067,613 SH   DFND 17 846,041 0 221,572
AMETEK INC NEW COM 031100100 1,316 26,325 SH   DFND 20 26,325 0 0
AMETEK INC NEW COM 031100100 91,361 1,827,959 SH   DFND 21 1,557,707 0 270,252
AMETEK INC NEW COM 031100100 6,006 120,172 SH   DFND 24 120,172 0 0
AMGEN INC COM 031162100 11,053 73,722 SH   DFND 4 73,722 0 0
AMGEN INC COM 031162100 240,735 1,605,652 SH   DFND 17 1,471,552 0 134,100
AMGEN INC COM 031162100 189,581 1,264,466 SH   DFND 21 813,447 0 451,019
AMGEN INC COM 031162100 12,999 86,700 SH   DFND 24 86,700 0 0
AMGEN INC COM 031162100 367 2,450 SH   DFND 25 2,450 0 0
AMGEN INC CALL 031162900 4,288 28,600 SH Call DFND 4 28,600 0 0
AMGEN INC PUT 031162950 64,620 431,000 SH Put DFND 4 431,000 0 0
AMPHENOL CORP NEW CL A 032095101 863 14,933 SH   DFND 4 14,933 0 0
AMPHENOL CORP NEW CL A 032095101 96,867 1,675,320 SH   DFND 17 1,662,020 0 13,300
AMPHENOL CORP NEW CL A 032095101 55,699 963,310 SH   DFND 21 702,723 0 260,587
AMPHENOL CORP NEW PUT 032095951 7,210 124,700 SH Put DFND 4 124,700 0 0
AMPLIFY SNACK BRANDS COM 03211L102 5,623 392,698 SH   DFND 17 392,698 0 0
AMSURG CORP COM 03232P405 26,080 349,595 SH   DFND 17 267,400 0 82,195
AMSURG CORP COM 03232P405 20,551 275,486 SH   DFND 21 136,106 0 139,380
AMSURG CORP COM 03232P405 42 557 SH   DFND 25 557 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 36,043 252,950 SH   DFND 17 216,395 0 36,555
AMTRUST FINL SVCS INC COM 032359309 8,970 346,599 SH   DFND 17 234,891 0 111,708
AMTRUST FINL SVCS INC COM 032359309 33,569 1,297,119 SH   DFND 21 1,035,153 0 261,966
AMTRUST FINL SVCS INC COM 032359309 17 650 SH   DFND 25 650 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 39,806 50,547,000 PRN   DFND 17 43,431,000 0 7,116,000
ANACOR PHARMACEUTICALS INC COM 032420101 3,815 71,367 SH   DFND 17 58,717 0 12,650
ANACOR PHARMACEUTICALS INC COM 032420101 855 16,000 SH   DFND 24 16,000 0 0
ANADARKO PETE CORP COM 032511107 1,944 41,745 SH   DFND 4 41,745 0 0
ANADARKO PETE CORP COM 032511107 4,678 100,450 SH   DFND 17 100,450 0 0
ANADARKO PETE CORP COM 032511107 5,528 118,707 SH   DFND 21 118,495 0 212
ANADARKO PETE CORP UNIT 99/99/9999 032511404 9,595 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 1,122 24,100 SH Call DFND 4 24,100 0 0
ANADARKO PETE CORP PUT 032511957 8,974 192,700 SH Put DFND 4 192,700 0 0
ANALOG DEVICES INC COM 032654105 593 10,016 SH   DFND 4 10,016 0 0
ANALOG DEVICES INC COM 032654105 15,011 253,607 SH   DFND 17 194,077 0 59,530
ANALOG DEVICES INC COM 032654105 3,747 63,313 SH   DFND 21 29,829 0 33,484
ANALOG DEVICES INC CALL 032654905 1,160 19,600 SH Call DFND 4 19,600 0 0
ANALOG DEVICES INC PUT 032654955 7,920 133,800 SH Put DFND 4 133,800 0 0
ANCHOR BANCORP WIS INC DEL COM 03283P106 3,807 84,497 SH   DFND 21 84,497 0 0
ANDERSONS INC COM 034164103 42,763 1,361,455 SH   DFND 3 1,329,305 0 32,150
ANGIES LIST INC COM 034754101 598 74,130 SH   DFND 17 0 0 74,130
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,938 214,600 SH   DFND 17 214,600 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 10,726 783,514 SH   DFND 21 783,514 0 0
ANNALY CAP MGMT INC COM 035710409 18,292 1,782,813 SH   DFND 4 1,782,813 0 0
ANNALY CAP MGMT INC COM 035710409 1,324 129,013 SH   DFND 17 129,013 0 0
ANNALY CAP MGMT INC COM 035710409 9,620 937,641 SH   DFND 21 708,425 0 229,216
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 563 155,618 SH   DFND 17 146,591 0 9,027
ANTERO RES CORP COM 03674X106 6,987 280,930 SH   DFND 17 280,930 0 0
ANTERO RES CORP COM 03674X106 721 29,000 SH   DFND 24 29,000 0 0
ANTHEM INC COM 036752103 6,602 47,500 SH   DFND 3 47,500 0 0
ANTHEM INC COM 036752103 2,493 17,940 SH   DFND 4 17,940 0 0
ANTHEM INC COM 036752103 35,770 257,360 SH   DFND 17 166,173 0 91,187
ANTHEM INC COM 036752103 143,066 1,029,324 SH   DFND 21 730,317 0 299,007
ANTHEM INC COM 036752103 277 1,990 SH   DFND 25 1,990 0 0
ANTHEM INC UNIT 05/01/20188 036752202 219,688 4,705,250 SH   DFND 17 4,472,145 0 233,105
ANTHEM INC CALL 036752903 3,141 22,600 SH Call DFND 4 22,600 0 0
ANTHEM INC PUT 036752953 20,862 150,100 SH Put DFND 4 150,100 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 406 87,083 SH   DFND 17 87,083 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,378 295,773 SH   DFND 21 66,359 0 229,414
APACHE CORP COM 037411105 1,249 25,589 SH   DFND 4 25,589 0 0
APACHE CORP COM 037411105 1,423 29,155 SH   DFND 17 29,155 0 0
APACHE CORP COM 037411105 825 16,902 SH   DFND 21 16,668 0 234
APACHE CORP CALL 037411905 347 7,100 SH Call DFND 4 7,100 0 0
APACHE CORP PUT 037411955 4,500 92,200 SH Put DFND 4 92,200 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 9,030 215,929 SH   DFND 4 215,929 0 0
APOLLO INVT CORP COM 03761U106 176 31,704 SH   DFND 17 31,704 0 0
APOLLO INVT CORP COM 03761U106 423 76,281 SH   DFND 21 76,281 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 4,880 299,360 SH   DFND 17 142,389 0 156,971
APOLLO COML REAL EST FIN INC COM 03762U105 12,701 779,192 SH   DFND 21 422,432 0 356,760
APOLLO RESIDENTIAL MTG INC COM 03763V102 212 15,823 SH   DFND 17 15,823 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 682 50,808 SH   DFND 21 50,808 0 0
APPLE INC COM 037833100 174,632 1,602,277 SH   DFND 3 1,601,177 0 1,100
APPLE INC COM 037833100 50,141 460,055 SH   DFND 4 460,055 0 0
APPLE INC COM 037833100 917,866 8,421,563 SH   DFND 17 7,032,076 0 1,389,487
APPLE INC COM 037833100 8,745 80,236 SH   DFND 20 80,236 0 0
APPLE INC COM 037833100 736,797 6,760,226 SH   DFND 21 4,962,711 0 1,797,515
APPLE INC COM 037833100 131 1,200 SH   DFND 24 1,200 0 0
APPLE INC COM 037833100 898 8,236 SH   DFND 25 8,236 0 0
APPLE INC CALL 037833900 33,220 304,800 SH Call DFND 4 304,800 0 0
APPLE INC PUT 037833950 316,420 2,903,200 SH Put DFND 4 2,903,200 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 51,108 1,177,600 SH   DFND 3 1,152,500 0 25,100
APPLIED INDL TECHNOLOGIES IN COM 03820C105 42 970 SH   DFND 17 970 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 710 50,775 SH   DFND 17 11,020 0 39,755
APPLIED MATLS INC COM 038222105 349 16,457 SH   DFND 4 16,457 0 0
APPLIED MATLS INC COM 038222105 73,451 3,467,960 SH   DFND 17 2,651,035 0 816,925
APPLIED MATLS INC COM 038222105 1,860 87,826 SH   DFND 21 57,805 0 30,021
APPLIED MATLS INC CALL 038222905 460 21,700 SH Call DFND 4 21,700 0 0
APPLIED MATLS INC PUT 038222955 5,458 257,700 SH Put DFND 4 257,700 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 307 20,558 SH   DFND 17 20,558 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,095 73,409 SH   DFND 21 73,409 0 0
APTARGROUP INC COM 038336103 2,399 30,599 SH   DFND 21 1,260 0 29,339
AQUA AMERICA INC COM 03836W103 18,949 595,512 SH   DFND 17 595,512 0 0
AQUA AMERICA INC COM 03836W103 3,010 94,589 SH   DFND 21 83,845 0 10,744
AQUA AMERICA INC COM 03836W103 6,396 201,000 SH   DFND 24 201,000 0 0
ARAMARK COM 03852U106 18,216 550,000 SH   DFND 4 550,000 0 0
ARAMARK COM 03852U106 1,461 44,110 SH   DFND 17 44,110 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 27,938 6,100,000 SH   DFND 4 6,100,000 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 21,243 4,638,170 SH   DFND 17 4,638,170 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,401 176,300 SH   DFND 3 176,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,323 36,437 SH   DFND 4 36,437 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 44,749 1,232,413 SH   DFND 17 1,081,823 0 150,590
ARCHER DANIELS MIDLAND CO COM 039483102 79,497 2,189,405 SH   DFND 21 1,690,634 0 498,771
ARCHER DANIELS MIDLAND CO COM 039483102 96 2,652 SH   DFND 25 2,652 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 1,057 29,100 SH Call DFND 4 29,100 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 6,398 176,200 SH Put DFND 4 176,200 0 0
ARCHROCK INC COM 03957W106 1,004 125,455 SH   DFND 17 68,160 0 57,295
ARCHROCK INC COM 03957W106 102 12,717 SH   DFND 21 12,717 0 0
ARGAN INC COM 04010E109 3,405 96,854 SH   DFND 17 94,519 0 2,335
ARGAN INC COM 04010E109 1,622 46,132 SH   DFND 21 13,843 0 32,289
ARES CAP CORP COM 04010L103 6,527 439,800 SH   DFND 3 439,800 0 0
ARES CAP CORP COM 04010L103 2,564 172,782 SH   DFND 21 0 0 172,782
ARES COML REAL ESTATE CORP COM 04013V108 825 75,314 SH   DFND 17 75,314 0 0
ARISTA NETWORKS INC COM 040413106 4,510 71,480 SH   DFND 17 71,480 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 496 39,550 SH   DFND 17 2,383 0 37,167
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,468 117,150 SH   DFND 21 58,276 0 58,874
ARLINGTON ASSET INVT CORP CL A NEW 041356205 18 1,469 SH   DFND 25 1,469 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 806 37,415 SH   DFND 17 37,415 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,634 75,904 SH   DFND 21 48,010 0 27,894
ARROW ELECTRS INC COM 042735100 13,597 211,094 SH   DFND 17 108,762 0 102,332
ARROW ELECTRS INC COM 042735100 49,631 770,544 SH   DFND 21 450,059 0 320,485
ARROW ELECTRS INC COM 042735100 148 2,299 SH   DFND 25 2,299 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 49,421 1,602,500 SH   DFND 3 1,571,800 0 30,700
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3,709 61,986 SH   DFND 17 61,986 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 14,175 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHLAND INC NEW COM 044209104 19,286 175,392 SH   DFND 17 172,662 0 2,730
ASHLAND INC NEW COM 044209104 4,187 38,078 SH   DFND 21 26,484 0 11,594
ASPEN TECHNOLOGY INC COM 045327103 1,044 28,885 SH   DFND 17 19,820 0 9,065
ASSOCIATED BANC CORP COM 045487105 502 27,976 SH   DFND 21 18,991 0 8,985
ASSURANT INC COM 04621X108 6,033 78,200 SH   DFND 3 78,200 0 0
ASSURANT INC COM 04621X108 2,546 33,002 SH   DFND 17 33,002 0 0
ASSURANT INC COM 04621X108 34,817 451,288 SH   DFND 21 431,430 0 19,858
ASTRAZENECA PLC SPONSORED ADR 046353108 7,099 252,112 SH   DFND 17 252,112 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 979 23,154 SH   DFND 17 8,073 0 15,081
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,831 114,291 SH   DFND 21 71,162 0 43,129
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 50 1,192 SH   DFND 25 1,192 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 191 230,000 PRN   DFND 17 0 0 230,000
ATMEL CORP COM 049513104 11,536 1,420,637 SH   DFND 4 1,420,637 0 0
ATMEL CORP COM 049513104 53,094 6,538,694 SH   DFND 17 4,971,329 0 1,567,365
ATMEL CORP COM 049513104 14,783 1,820,577 SH   DFND 21 1,820,577 0 0
ATMOS ENERGY CORP COM 049560105 6,755 90,962 SH   DFND 17 32,862 0 58,100
ATMOS ENERGY CORP COM 049560105 24,806 334,042 SH   DFND 21 292,399 0 41,643
ATRICURE INC COM 04963C209 3,445 204,698 SH   DFND 17 199,322 0 5,376
ATWOOD OCEANICS INC COM 050095108 1,728 188,422 SH   DFND 17 17,122 0 171,300
ATWOOD OCEANICS INC COM 050095108 1,153 125,749 SH   DFND 21 95,000 0 30,749
AUTOBYTEL INC COM NEW 05275N205 5,436 313,161 SH   DFND 17 303,868 0 9,293
AUTOMATIC DATA PROCESSING IN COM 053015103 291 3,244 SH   DFND 4 3,244 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 60,706 676,690 SH   DFND 17 504,978 0 171,712
AUTOMATIC DATA PROCESSING IN COM 053015103 274 3,056 SH   DFND 21 2,900 0 156
AUTOMATIC DATA PROCESSING IN CALL 053015903 4,180 46,600 SH Call DFND 4 46,600 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 21,450 239,100 SH Put DFND 4 239,100 0 0
AUTONATION INC COM 05329W102 598 12,820 SH   DFND 17 12,820 0 0
AUTONATION INC COM 05329W102 7,977 170,892 SH   DFND 21 156,993 0 13,899
AUTOZONE INC COM 053332102 1,037 1,302 SH   DFND 4 1,302 0 0
AUTOZONE INC COM 053332102 14,293 17,941 SH   DFND 21 14,102 0 3,839
AUTOZONE INC CALL 053332902 558 700 SH Call DFND 4 700 0 0
AUTOZONE INC PUT 053332952 9,321 11,700 SH Put DFND 4 11,700 0 0
AVALONBAY CMNTYS INC COM 053484101 24,770 130,229 SH   DFND 4 130,229 0 0
AVALONBAY CMNTYS INC COM 053484101 4,002 21,042 SH   DFND 17 21,042 0 0
AVALONBAY CMNTYS INC COM 053484101 37,296 196,090 SH   DFND 21 196,030 0 60
AVALONBAY CMNTYS INC CALL 053484901 1,978 10,400 SH Call DFND 4 10,400 0 0
AVALONBAY CMNTYS INC PUT 053484951 14,075 74,000 SH Put DFND 4 74,000 0 0
AVANGRID INC COM 05351W103 2,610 65,071 SH   DFND 21 65,071 0 0
AVERY DENNISON CORP COM 053611109 30 420 SH   DFND 3 420 0 0
AVERY DENNISON CORP COM 053611109 2,439 33,828 SH   DFND 17 9,928 0 23,900
AVERY DENNISON CORP COM 053611109 6,411 88,905 SH   DFND 21 73,413 0 15,492
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 24 4,800 SH   DFND 17 4,800 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 36 7,258 SH   DFND 21 0 0 7,258
AVINGER INC COM 053734109 697 72,800 SH   DFND 17 68,489 0 4,311
AVISTA CORP COM 05379B107 5,302 130,013 SH   DFND 17 18,337 0 111,676
AVISTA CORP COM 05379B107 8,643 211,943 SH   DFND 21 112,851 0 99,092
AVNET INC COM 053807103 8,031 181,280 SH   DFND 3 181,280 0 0
AVNET INC COM 053807103 8,391 189,406 SH   DFND 17 145,006 0 44,400
AVNET INC COM 053807103 22,305 503,497 SH   DFND 21 470,188 0 33,309
AXSOME THERAPEUTICS INC COM 05464T104 1,025 119,240 SH   DFND 17 119,240 0 0
BB&T CORP COM 054937107 6,106 183,530 SH   DFND 3 183,530 0 0
BB&T CORP COM 054937107 1,572 47,252 SH   DFND 4 47,252 0 0
BB&T CORP COM 054937107 582 17,483 SH   DFND 17 17,483 0 0
BB&T CORP COM 054937107 2,602 78,213 SH   DFND 21 41,292 0 36,921
BB&T CORP CALL 054937907 2,192 65,900 SH Call DFND 4 65,900 0 0
BB&T CORP PUT 054937957 7,492 225,200 SH Put DFND 4 225,200 0 0
BB&T CORP PUT 054937957 333 10,000 SH Put DFND 21 10,000 0 0
B & G FOODS INC NEW COM 05508R106 450 12,933 SH   DFND 17 12,933 0 0
B & G FOODS INC NEW COM 05508R106 3,975 114,186 SH   DFND 21 80,101 0 34,085
BCE INC COM NEW 05534B760 10,972 188,975 SH   DFND 17 125,502 0 63,473
BCE INC COM NEW 05534B760 59,260 1,020,663 SH   DFND 21 638,182 0 382,481
BCE INC COM NEW 05534B760 81 1,398 SH   DFND 25 1,398 0 0
BGC PARTNERS INC CL A 05541T101 1,857 205,171 SH   DFND 21 122,915 0 82,256
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 27,835 27,365,000 PRN   DFND 17 27,365,000 0 0
BOK FINL CORP COM NEW 05561Q201 25,852 473,300 SH   DFND 3 457,200 0 16,100
BOK FINL CORP COM NEW 05561Q201 98 1,800 SH   DFND 21 1,800 0 0
BOFI HLDG INC COM 05566U108 5,241 245,590 SH   DFND 17 66,932 0 178,658
BOFI HLDG INC COM 05566U108 12,526 586,994 SH   DFND 21 586,994 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,636 48,750 SH   DFND 17 24,470 0 24,280
BAIDU INC SPON ADR REP A 056752108 216 1,132 SH   DFND   1,132 0 0
BAIDU INC SPON ADR REP A 056752108 1,814 9,505 SH   DFND 17 7,160 0 2,345
BAIDU INC SPON ADR REP A 056752108 68,910 361,058 SH   DFND 20 341,326 0 19,732
BAIDU INC SPON ADR REP A 056752108 9,328 48,870 SH   DFND 21 48,870 0 0
BAIDU INC SPON ADR REP A 056752108 2,453 12,850 SH   DFND 24 12,850 0 0
BAIDU INC SPON ADR REP A 056752108 954 5,000 SH   DFND 25 5,000 0 0
BAKER HUGHES INC COM 057224107 1,263 28,827 SH   DFND 4 28,827 0 0
BAKER HUGHES INC COM 057224107 23,896 545,208 SH   DFND 17 545,208 0 0
BAKER HUGHES INC COM 057224107 4,560 104,031 SH   DFND 21 103,755 0 276
BAKER HUGHES INC CALL 057224907 241 5,500 SH Call DFND 4 5,500 0 0
BAKER HUGHES INC PUT 057224957 4,278 97,600 SH Put DFND 4 97,600 0 0
BALL CORP COM 058498106 1,288 18,063 SH   DFND 17 18,063 0 0
BALL CORP COM 058498106 12,636 177,254 SH   DFND 21 177,152 0 102
BALL CORP PUT 058498956 4,384 61,500 SH Put DFND 21 61,500 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,082 145,193 SH   DFND 17 145,193 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,660 491,243 SH   DFND 21 491,243 0 0
BANCO DE CHILE SPONSORED ADR 059520106 276 4,284 SH   DFND 21 4,284 0 0
BANCO MACRO SA SPON ADR B 05961W105 319 4,954 SH   DFND 17 4,954 0 0
BANCO MACRO SA SPON ADR B 05961W105 534 8,290 SH   DFND 21 8,290 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 949 49,022 SH   DFND 17 49,022 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,985 102,604 SH   DFND 21 83,426 0 19,178
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 372 79,980 SH   DFND 21 79,980 0 0
BANC OF CALIFORNIA INC COM 05990K106 7,746 442,645 SH   DFND 17 365,114 0 77,531
BANC OF CALIFORNIA INC COM 05990K106 459 26,231 SH   DFND 21 0 0 26,231
BANK AMER CORP COM 060505104 94,749 7,008,065 SH   DFND 4 7,008,065 0 0
BANK AMER CORP COM 060505104 46,281 3,423,139 SH   DFND 17 3,423,139 0 0
BANK AMER CORP COM 060505104 67,531 4,994,908 SH   DFND 21 3,904,280 0 1,090,628
BANK AMER CORP COM 060505104 55 4,100 SH   DFND 24 4,100 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 138,130 121,380 SH   DFND 17 113,320 0 8,060
BANK AMER CORP CALL 060505904 6,514 481,800 SH Call DFND 4 481,800 0 0
BANK AMER CORP PUT 060505954 25,697 1,900,700 SH Put DFND 4 1,900,700 0 0
BANK MONTREAL QUE COM 063671101 912 11,783 SH   DFND 17 11,783 0 0
BANK MONTREAL QUE COM 063671101 40,809 527,496 SH   DFND 21 310,289 0 217,207
BANK OF THE OZARKS INC COM 063904106 24,856 592,230 SH   DFND 17 521,838 0 70,392
BANK OF THE OZARKS INC COM 063904106 189 4,500 SH   DFND 21 0 0 4,500
BANK NEW YORK MELLON CORP COM 064058100 6,335 172,000 SH   DFND 3 172,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,036 55,289 SH   DFND 4 55,289 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,773 292,498 SH   DFND 17 290,780 0 1,718
BANK NEW YORK MELLON CORP COM 064058100 34,939 948,645 SH   DFND 21 589,581 0 359,064
BANK NEW YORK MELLON CORP COM 064058100 16 445 SH   DFND 25 445 0 0
BANK NEW YORK MELLON CORP CALL 064058900 2,567 69,700 SH Call DFND 4 69,700 0 0
BANK NEW YORK MELLON CORP PUT 064058950 9,848 267,400 SH Put DFND 4 267,400 0 0
BANK N S HALIFAX COM 064149107 24,549 394,310 SH   DFND 21 71,277 0 323,033
BARD C R INC COM 067383109 12 60 SH   DFND 3 60 0 0
BARD C R INC COM 067383109 269 1,327 SH   DFND 4 1,327 0 0
BARD C R INC COM 067383109 2,961 14,611 SH   DFND 17 10,061 0 4,550
BARD C R INC COM 067383109 6,804 33,570 SH   DFND 21 25,530 0 8,040
BARD C R INC PUT 067383959 1,074 5,300 SH Put DFND 4 5,300 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 2 100 SH   DFND 17 100 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 3,440 160,000 SH   DFND 25 160,000 0 0
BARCLAYS BK PLC IPSP CROIL ETN 06738C786 322 62,800 SH   DFND   62,800 0 0
BARCLAYS BK PLC CALL 06742E901 2,643 150,000 SH Call DFND 17 150,000 0 0
BARNES GROUP INC COM 067806109 48,557 1,386,155 SH   DFND 3 1,359,249 0 26,906
BARNES GROUP INC COM 067806109 1,205 34,402 SH   DFND 17 34,402 0 0
BARRICK GOLD CORP COM 067901108 8,528 492,877 SH   DFND 21 491,837 0 1,040
BARRETT BILL CORP COM 06846N104 4,811 773,528 SH   DFND 17 270,624 0 502,904
BASSETT FURNITURE INDS INC COM 070203104 460 14,449 SH   DFND 17 2,753 0 11,696
BAXALTA INC COM 07177M103 6,997 173,200 SH   DFND 3 173,200 0 0
BAXALTA INC COM 07177M103 548 13,573 SH   DFND 4 13,573 0 0
BAXALTA INC COM 07177M103 893 22,107 SH   DFND 17 12,942 0 9,165
BAXALTA INC COM 07177M103 12,598 311,830 SH   DFND 21 307,621 0 4,209
BAXALTA INC CALL 07177M903 901 22,300 SH Call DFND 4 22,300 0 0
BAXALTA INC PUT 07177M953 6,173 152,800 SH Put DFND 4 152,800 0 0
BAXALTA INC PUT 07177M953 12,173 301,300 SH Put DFND 21 301,300 0 0
BAXTER INTL INC COM 071813109 552 13,438 SH   DFND 4 13,438 0 0
BAXTER INTL INC COM 071813109 59,910 1,458,386 SH   DFND 17 1,420,266 0 38,120
BAXTER INTL INC COM 071813109 16,927 412,051 SH   DFND 21 23,091 0 388,960
BAXTER INTL INC CALL 071813909 1,052 25,600 SH Call DFND 4 25,600 0 0
BAXTER INTL INC PUT 071813959 8,754 213,100 SH Put DFND 4 213,100 0 0
BBCN BANCORP INC COM 073295107 293 19,284 SH   DFND 21 19,284 0 0
B/E AEROSPACE INC COM 073302101 16,283 353,060 SH   DFND 21 189,700 0 163,360
B/E AEROSPACE INC COM 073302101 332 7,200 SH   DFND 24 7,200 0 0
BECTON DICKINSON & CO COM 075887109 618 4,073 SH   DFND 4 4,073 0 0
BECTON DICKINSON & CO COM 075887109 12,532 82,547 SH   DFND 17 37,490 0 45,057
BECTON DICKINSON & CO COM 075887109 55,642 366,500 SH   DFND 21 230,554 0 135,946
BECTON DICKINSON & CO COM 075887109 76 500 SH   DFND 24 500 0 0
BECTON DICKINSON & CO COM 075887109 115 758 SH   DFND 25 758 0 0
BECTON DICKINSON & CO CALL 075887909 3,294 21,700 SH Call DFND 4 21,700 0 0
BECTON DICKINSON & CO PUT 075887959 21,877 144,100 SH Put DFND 4 144,100 0 0
BED BATH & BEYOND INC COM 075896100 442 8,898 SH   DFND 21 8,780 0 118
BELDEN INC COM 077454106 1,305 21,266 SH   DFND 17 4,874 0 16,392
BELDEN INC COM 077454106 1,150 18,741 SH   DFND 21 18,741 0 0
BEMIS INC COM 081437105 563 10,864 SH   DFND 17 10,864 0 0
BEMIS INC COM 081437105 7,966 153,838 SH   DFND 21 130,161 0 23,677
BENCHMARK ELECTRS INC COM 08160H101 545 23,651 SH   DFND 17 23,651 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,385 190,227 SH   DFND 21 141,817 0 48,410
BENEFICIAL BANCORP INC COM 08171T102 176 12,880 SH   DFND 17 12,880 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,281 6 SH   DFND 21 2 0 4
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,689 61,242 SH   DFND 4 61,242 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 20,654 145,571 SH   DFND 17 139,971 0 5,600
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 80,358 566,379 SH   DFND 21 473,690 0 92,689
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 57 400 SH   DFND 24 400 0 0
BERKSHIRE HATHAWAY INC DEL CALL 084670902 18,076 127,400 SH Call DFND 4 127,400 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 121,549 856,700 SH Put DFND 4 856,700 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 681 25,311 SH   DFND 17 25,311 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 996 37,036 SH   DFND 21 0 0 37,036
BERRY PLASTICS GROUP INC COM 08579W103 34,967 967,276 SH   DFND 17 832,496 0 134,780
BERRY PLASTICS GROUP INC COM 08579W103 184 5,100 SH   DFND 21 0 0 5,100
BERRY PLASTICS GROUP INC COM 08579W103 904 25,000 SH   DFND 24 25,000 0 0
BEST BUY INC COM 086516101 17 528 SH   DFND 17 528 0 0
BEST BUY INC COM 086516101 21,392 659,431 SH   DFND 21 201,393 0 458,038
BIG LOTS INC COM 089302103 7,961 175,773 SH   DFND 21 175,773 0 0
BIO RAD LABS INC CL A 090572207 334 2,445 SH   DFND 17 2,445 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 41,426 502,261 SH   DFND 17 455,571 0 46,690
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,829 34,300 SH   DFND 20 34,300 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 6,293 76,300 SH   DFND 24 76,300 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 62,139 54,270,000 PRN   DFND 17 50,810,000 0 3,460,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 24,057 20,135,000 PRN   DFND 17 18,755,000 0 1,380,000
BIOGEN INC COM 09062X103 7,317 28,108 SH   DFND 4 28,108 0 0
BIOGEN INC COM 09062X103 184,500 708,742 SH   DFND 17 648,149 0 60,593
BIOGEN INC COM 09062X103 25,616 98,402 SH   DFND 21 31,629 0 66,773
BIOGEN INC COM 09062X103 6,065 23,300 SH   DFND 24 23,300 0 0
BIOGEN INC CALL 09062X903 4,504 17,300 SH Call DFND 4 17,300 0 0
BIOGEN INC PUT 09062X953 34,805 133,700 SH Put DFND 4 133,700 0 0
BIOTELEMETRY INC COM 090672106 9,665 827,477 SH   DFND 17 816,590 0 10,887
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,573 73,891 SH   DFND 17 72,024 0 1,867
BLACK HILLS CORP COM 092113109 35,717 594,000 SH   DFND 3 577,800 0 16,200
BLACK HILLS CORP COM 092113109 676 11,238 SH   DFND 17 11,238 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 1,982 57,786 SH   DFND 17 51,452 0 6,334
BLACKHAWK NETWORK HLDGS INC COM 09238E104 7,890 230,037 SH   DFND 21 161,902 0 68,135
BLACKHAWK NETWORK HLDGS INC COM 09238E104 57 1,648 SH   DFND 25 1,648 0 0
BLACKROCK INC COM 09247X101 4,061 11,925 SH   DFND 4 11,925 0 0
BLACKROCK INC COM 09247X101 27,881 81,866 SH   DFND 17 79,721 0 2,145
BLACKROCK INC COM 09247X101 4,425 12,994 SH   DFND 21 12,952 0 42
BLACKROCK INC CALL 09247X901 2,009 5,900 SH Call DFND 4 5,900 0 0
BLACKROCK INC PUT 09247X951 28,608 84,000 SH Put DFND 4 84,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 12,011 428,196 SH   DFND 4 428,196 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 204 7,283 SH   DFND 21 7,283 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 48,324 1,799,100 SH   DFND 3 1,760,400 0 38,700
BLACKSTONE MTG TR INC COM CL A 09257W100 483 17,982 SH   DFND 17 17,982 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 5,491 204,433 SH   DFND 21 119,243 0 85,190
BLOOMIN BRANDS INC COM 094235108 32,864 1,948,100 SH   DFND 3 1,892,500 0 55,600
BLOOMIN BRANDS INC COM 094235108 1,080 64,019 SH   DFND 17 64,019 0 0
BLOUNT INTL INC NEW COM 095180105 2,501 250,572 SH   DFND 21 250,572 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 7,328 285,591 SH   DFND 17 230,411 0 55,180
BLUEBIRD BIO INC COM 09609G100 455 10,697 SH   DFND 17 10,697 0 0
BLUEBIRD BIO INC COM 09609G100 213 5,000 SH   DFND 24 5,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 59,068 4,007,347 SH   DFND 3 3,927,947 0 79,400
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 821 55,690 SH   DFND 17 33,945 0 21,745
BOEING CO COM 097023105 5,535 43,600 SH   DFND 3 43,600 0 0
BOEING CO COM 097023105 11,755 92,604 SH   DFND 4 92,604 0 0
BOEING CO COM 097023105 145,725 1,147,981 SH   DFND 17 1,138,022 0 9,959
BOEING CO COM 097023105 1,047 8,247 SH   DFND 21 7,943 0 304
BOEING CO COM 097023105 76 600 SH   DFND 24 600 0 0
BOEING CO CALL 097023905 5,497 43,300 SH Call DFND 4 43,300 0 0
BOEING CO PUT 097023955 46,942 369,800 SH Put DFND 4 369,800 0 0
BOINGO WIRELESS INC COM 09739C102 3,443 445,987 SH   DFND 17 435,432 0 10,555
BONA FILM GROUP LTD SPONSORED ADS 09777B107 2,970 219,200 SH   DFND 21 219,200 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 52,428 1,731,449 SH   DFND 3 1,697,800 0 33,649
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,341 77,321 SH   DFND 17 77,321 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,034 100,209 SH   DFND 21 44,430 0 55,779
BORGWARNER INC COM 099724106 1,469 38,257 SH   DFND 21 33,957 0 4,300
BORGWARNER INC COM 099724106 3,149 82,000 SH   DFND 24 82,000 0 0
BOSTON PROPERTIES INC COM 101121101 17,444 137,269 SH   DFND 4 137,269 0 0
BOSTON PROPERTIES INC COM 101121101 17 130 SH   DFND 17 130 0 0
BOSTON PROPERTIES INC COM 101121101 4,711 37,075 SH   DFND 21 37,000 0 75
BOSTON PROPERTIES INC CALL 101121901 2,237 17,600 SH Call DFND 4 17,600 0 0
BOSTON PROPERTIES INC PUT 101121951 8,718 68,600 SH Put DFND 4 68,600 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,042 55,407 SH   DFND 4 55,407 0 0
BOSTON SCIENTIFIC CORP COM 101137107 16,416 872,742 SH   DFND 17 621,937 0 250,805
BOSTON SCIENTIFIC CORP COM 101137107 13 681 SH   DFND 21 0 0 681
BOSTON SCIENTIFIC CORP CALL 101137907 359 19,100 SH Call DFND 4 19,100 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 8,498 451,800 SH Put DFND 4 451,800 0 0
BOYD GAMING CORP COM 103304101 778 37,650 SH   DFND 17 0 0 37,650
BRF SA SPONSORED ADR 10552T107 187 13,162 SH   DFND 21 13,162 0 0
BRIGGS & STRATTON CORP COM 109043109 479 20,040 SH   DFND 17 13,020 0 7,020
BRIGGS & STRATTON CORP COM 109043109 1,394 58,282 SH   DFND 21 9,200 0 49,082
BRIGHT HORIZONS FAM SOL IN D COM 109194100 224 3,465 SH   DFND 17 3,465 0 0
BRINKER INTL INC COM 109641100 18,584 404,429 SH   DFND 17 363,735 0 40,694
BRINKER INTL INC COM 109641100 13,854 301,505 SH   DFND 21 293,361 0 8,144
BRISTOL MYERS SQUIBB CO COM 110122108 8,774 137,353 SH   DFND 4 137,353 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 229,565 3,593,698 SH   DFND 17 3,255,724 0 337,974
BRISTOL MYERS SQUIBB CO COM 110122108 1,266 19,818 SH   DFND 21 11,160 0 8,658
BRISTOL MYERS SQUIBB CO COM 110122108 958 15,000 SH   DFND 24 15,000 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 6,030 94,400 SH Call DFND 4 94,400 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 47,872 749,400 SH Put DFND 4 749,400 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,527 160,626 SH   DFND 17 148,621 0 12,005
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 75,401 1,271,308 SH   DFND 21 1,040,284 0 231,024
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 185 3,125 SH   DFND 25 3,125 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 66,005 6,238,700 SH   DFND 3 6,129,700 0 109,000
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 14,173 1,339,572 SH   DFND 17 772,949 0 566,623
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 71,088 6,719,119 SH   DFND 21 4,130,180 0 2,588,939
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 137 12,995 SH   DFND 25 12,995 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 41,500 41,835,000 PRN   DFND 17 41,835,000 0 0
BROOKDALE SR LIVING INC COM 112463104 801 50,438 SH   DFND 4 50,438 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 9,433 9,625,000 PRN   DFND 17 9,435,000 0 190,000
BROOKLINE BANCORP INC DEL COM 11373M107 1,671 151,808 SH   DFND 17 99,545 0 52,263
BROOKLINE BANCORP INC DEL COM 11373M107 3,472 315,388 SH   DFND 21 143,064 0 172,324
BROOKLINE BANCORP INC DEL COM 11373M107 32 2,866 SH   DFND 25 2,866 0 0
BROOKS AUTOMATION INC COM 114340102 283 27,210 SH   DFND 17 9,000 0 18,210
BROWN & BROWN INC COM 115236101 13,849 386,840 SH   DFND 17 308,746 0 78,094
BROWN & BROWN INC COM 115236101 147 4,100 SH   DFND 21 0 0 4,100
BRUNSWICK CORP COM 117043109 1,286 26,802 SH   DFND 21 26,802 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 6,380 93,900 SH   DFND 3 93,900 0 0
BUFFALO WILD WINGS INC COM 119848109 15,310 103,359 SH   DFND 17 93,359 0 10,000
BUFFALO WILD WINGS INC COM 119848109 81 550 SH   DFND 21 0 0 550
BUILDERS FIRSTSOURCE INC COM 12008R107 22,575 2,003,137 SH   DFND 17 1,830,463 0 172,674
BUILDERS FIRSTSOURCE INC COM 12008R107 2,784 247,045 SH   DFND 21 235,145 0 11,900
BURLINGTON STORES INC COM 122017106 8,762 155,803 SH   DFND 17 122,896 0 32,907
CAE INC COM 124765108 59,251 4,021,600 SH   DFND 3 3,941,100 0 80,500
CAE INC COM 124765108 1,539 104,469 SH   DFND 17 104,469 0 0
CBIZ INC COM 124805102 218 21,617 SH   DFND 17 21,617 0 0
CBIZ INC COM 124805102 1,731 171,600 SH   DFND 21 141,277 0 30,323
CBL & ASSOC PPTYS INC COM 124830100 919 77,223 SH   DFND 21 77,223 0 0
CBS CORP NEW CL B 124857202 2,172 39,431 SH   DFND 4 35,399 0 4,032
CBS CORP NEW CL B 124857202 76,390 1,386,636 SH   DFND 17 1,255,381 0 131,255
CBS CORP NEW CL B 124857202 7,809 141,745 SH   DFND 21 141,500 0 245
CBS CORP NEW CALL 124857902 986 17,900 SH Call DFND 4 17,900 0 0
CBS CORP NEW PUT 124857952 9,189 166,800 SH Put DFND 4 166,800 0 0
CBRE GROUP INC CL A 12504L109 9,294 322,501 SH   DFND 17 263,001 0 59,500
CBRE GROUP INC CL A 12504L109 5 157 SH   DFND 21 0 0 157
CDW CORP COM 12514G108 23,055 555,531 SH   DFND 17 362,918 0 192,613
CDW CORP COM 12514G108 58,719 1,414,907 SH   DFND 21 1,218,431 0 196,476
CDW CORP COM 12514G108 137 3,309 SH   DFND 25 3,309 0 0
CF INDS HLDGS INC COM 125269100 2,711 86,501 SH   DFND 17 32,401 0 54,100
CF INDS HLDGS INC COM 125269100 10,132 323,291 SH   DFND 21 235,075 0 88,216
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 181 2,435 SH   DFND 17 0 0 2,435
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 218 2,932 SH   DFND 21 2,800 0 132
CIGNA CORPORATION COM 125509109 5,455 39,751 SH   DFND 3 39,751 0 0
CIGNA CORPORATION COM 125509109 3,429 24,984 SH   DFND 4 24,984 0 0
CIGNA CORPORATION COM 125509109 30,194 220,010 SH   DFND 17 151,413 0 68,597
CIGNA CORPORATION COM 125509109 76,083 554,382 SH   DFND 21 418,706 0 135,676
CIGNA CORPORATION CALL 125509909 1,619 11,800 SH Call DFND 4 11,800 0 0
CIGNA CORPORATION PUT 125509959 15,014 109,400 SH Put DFND 4 109,400 0 0
CIT GROUP INC COM NEW 125581801 972 31,331 SH   DFND 4 31,331 0 0
CIT GROUP INC COM NEW 125581801 2,723 87,743 SH   DFND 21 28,800 0 58,943
CME GROUP INC COM 12572Q105 601 6,261 SH   DFND 4 6,261 0 0
CME GROUP INC COM 12572Q105 101,139 1,052,980 SH   DFND 17 934,467 0 118,513
CME GROUP INC COM 12572Q105 15,567 162,071 SH   DFND 21 148,859 0 13,212
CME GROUP INC CALL 12572Q905 2,737 28,500 SH Call DFND 4 28,500 0 0
CME GROUP INC PUT 12572Q955 15,003 156,200 SH Put DFND 4 156,200 0 0
CMS ENERGY CORP COM 125896100 13,156 309,992 SH   DFND 17 302,303 0 7,689
CMS ENERGY CORP COM 125896100 37,366 880,442 SH   DFND 21 790,487 0 89,955
CMS ENERGY CORP COM 125896100 85 2,001 SH   DFND 25 2,001 0 0
CSS INDS INC COM 125906107 483 17,281 SH   DFND 21 17,281 0 0
C1 FINL INC COM 12591N109 303 12,500 SH   DFND 21 12,500 0 0
CNA FINL CORP COM 126117100 447 13,904 SH   DFND 17 9,689 0 4,215
CNA FINL CORP COM 126117100 1,457 45,280 SH   DFND 21 27,837 0 17,443
CNO FINL GROUP INC COM 12621E103 2,260 126,102 SH   DFND 21 0 0 126,102
CSG SYS INTL INC COM 126349109 28,659 634,600 SH   DFND 3 610,500 0 24,100
CSG SYS INTL INC COM 126349109 1,673 37,053 SH   DFND 21 2,100 0 34,953
CSX CORP COM 126408103 6,767 262,800 SH   DFND 3 262,800 0 0
CSX CORP COM 126408103 1,868 72,544 SH   DFND 4 72,544 0 0
CSX CORP COM 126408103 11,490 446,214 SH   DFND 21 445,590 0 624
CSX CORP CALL 126408903 603 23,400 SH Call DFND 4 23,400 0 0
CSX CORP PUT 126408953 7,707 299,300 SH Put DFND 4 299,300 0 0
CST BRANDS INC COM 12646R105 447 11,680 SH   DFND 21 11,680 0 0
CSRA INC COM 12650T104 5,219 194,015 SH   DFND 17 194,015 0 0
CSRA INC COM 12650T104 4,106 152,643 SH   DFND 21 137,259 0 15,384
CUI GLOBAL INC COM NEW 126576206 2,464 304,981 SH   DFND 17 297,647 0 7,334
CVR ENERGY INC COM 12662P108 451 17,279 SH   DFND 17 17,279 0 0
CVR ENERGY INC COM 12662P108 2,233 85,572 SH   DFND 21 74,151 0 11,421
CVS HEALTH CORP COM 126650100 3,013 29,046 SH   DFND 4 29,046 0 0
CVS HEALTH CORP COM 126650100 199,116 1,919,565 SH   DFND 17 1,571,019 0 348,546
CVS HEALTH CORP COM 126650100 194,250 1,872,651 SH   DFND 21 1,240,384 0 632,267
CVS HEALTH CORP COM 126650100 41 400 SH   DFND 24 400 0 0
CVS HEALTH CORP COM 126650100 385 3,714 SH   DFND 25 3,714 0 0
CVS HEALTH CORP CALL 126650900 4,678 45,100 SH Call DFND 4 45,100 0 0
CVS HEALTH CORP PUT 126650950 52,145 502,700 SH Put DFND 4 502,700 0 0
CYS INVTS INC COM 12673A108 2,956 363,147 SH   DFND 17 363,147 0 0
CYS INVTS INC COM 12673A108 4,536 557,261 SH   DFND 21 187,794 0 369,467
CA INC COM 12673P105 224,110 7,278,658 SH   DFND 3 7,273,458 0 5,200
CA INC COM 12673P105 47,166 1,531,868 SH   DFND 17 1,531,868 0 0
CA INC COM 12673P105 6,052 196,554 SH   DFND 21 103,291 0 93,263
CABLE ONE INC COM 12685J105 109 250 SH   DFND 17 250 0 0
CABLE ONE INC COM 12685J105 984 2,250 SH   DFND 21 2,250 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 141 4,259 SH   DFND 17 4,259 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8,625 261,350 SH   DFND 21 261,350 0 0
CABOT CORP COM 127055101 57,411 1,187,891 SH   DFND 3 1,163,891 0 24,000
CABOT CORP COM 127055101 763 15,790 SH   DFND 17 13,300 0 2,490
CABOT CORP COM 127055101 615 12,724 SH   DFND 21 11,922 0 802
CABOT OIL & GAS CORP COM 127097103 7,833 344,894 SH   DFND 17 344,894 0 0
CABOT OIL & GAS CORP COM 127097103 803 35,378 SH   DFND 21 35,000 0 378
CABOT OIL & GAS CORP COM 127097103 908 40,000 SH   DFND 24 40,000 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,067 26,091 SH   DFND 17 26,091 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 7,816 191,044 SH   DFND 21 191,044 0 0
CACI INTL INC CL A 127190304 63 595 SH   DFND 17 595 0 0
CACI INTL INC CL A 127190304 3,664 34,339 SH   DFND 21 18,026 0 16,313
CADENCE DESIGN SYSTEM INC COM 127387108 10,702 453,848 SH   DFND 17 369,258 0 84,590
CADENCE DESIGN SYSTEM INC COM 127387108 582 24,666 SH   DFND 21 0 0 24,666
CAL MAINE FOODS INC COM NEW 128030202 17,663 340,264 SH   DFND 17 252,214 0 88,050
CAL MAINE FOODS INC COM NEW 128030202 47,559 916,177 SH   DFND 21 726,570 0 189,607
CAL MAINE FOODS INC COM NEW 128030202 5,113 98,504 SH   DFND 24 98,504 0 0
CAL MAINE FOODS INC COM NEW 128030202 97 1,875 SH   DFND 25 1,875 0 0
CALAVO GROWERS INC COM 128246105 11,776 206,385 SH   DFND 17 206,385 0 0
CALAVO GROWERS INC COM 128246105 5,203 91,192 SH   DFND 24 91,192 0 0
CALERES INC COM 129500104 3,608 127,528 SH   DFND 17 8,579 0 118,949
CALERES INC COM 129500104 2,843 100,495 SH   DFND 21 30,747 0 69,748
CALIFORNIA RES CORP COM 13057Q107 2,164 2,101,015 SH   DFND 4 2,101,015 0 0
CALIFORNIA RES CORP COM 13057Q107 8 7,752 SH   DFND 21 7,334 0 418
CALIFORNIA RES CORP COM 13057Q107 1 1,039 SH   DFND 24 1,039 0 0
CALLIDUS SOFTWARE INC COM 13123E500 9,806 587,917 SH   DFND 17 587,917 0 0
CALLON PETE CO DEL COM 13123X102 2,238 252,856 SH   DFND 17 252,856 0 0
CALLON PETE CO DEL COM 13123X102 863 97,515 SH   DFND 21 97,515 0 0
CAMBREX CORP COM 132011107 27,435 623,514 SH   DFND 17 549,128 0 74,386
CAMBREX CORP COM 132011107 401 9,116 SH   DFND 21 0 0 9,116
CAMBIUM LEARNING GRP INC COM 13201A107 958 224,455 SH   DFND 17 211,359 0 13,096
CAMDEN PPTY TR SH BEN INT 133131102 18,859 224,272 SH   DFND 4 224,272 0 0
CAMDEN PPTY TR SH BEN INT 133131102 6 73 SH   DFND 17 73 0 0
CAMECO CORP COM 13321L108 66,076 4,040,900 SH   DFND 3 3,010,000 0 1,030,900
CAMECO CORP COM 13321L108 10,011 612,205 SH   DFND 17 612,205 0 0
CAMECO CORP COM 13321L108 13,251 810,370 SH   DFND 21 810,149 0 221
CAMPBELL SOUP CO COM 134429109 202 3,170 SH   DFND 17 0 0 3,170
CAMPBELL SOUP CO COM 134429109 1,174 18,410 SH   DFND 21 4,700 0 13,710
CDN IMPERIAL BK COMM TORONTO COM 136069101 7,837 82,347 SH   DFND 17 11,547 0 70,800
CDN IMPERIAL BK COMM TORONTO COM 136069101 20,776 218,305 SH   DFND 21 26,153 0 192,152
CANADIAN NATL RY CO COM 136375102 17,492 219,722 SH   DFND 17 112,956 0 106,766
CANADIAN NATL RY CO COM 136375102 20,590 258,634 SH   DFND 21 183,131 0 75,503
CANADIAN NATL RY CO COM 136375102 113 1,420 SH   DFND 25 1,420 0 0
CANADIAN NAT RES LTD COM 136385101 7,147 207,403 SH   DFND 17 207,403 0 0
CANADIAN NAT RES LTD COM 136385101 4,747 137,765 SH   DFND 21 67,333 0 70,432
CANADIAN NAT RES LTD PUT 136385951 13,500 500,000 SH Put DFND 4 500,000 0 0
CANADIAN SOLAR INC COM 136635109 3,167 164,260 SH   DFND 17 164,260 0 0
CANTEL MEDICAL CORP COM 138098108 19,721 276,365 SH   DFND 17 244,474 0 31,891
CANTEL MEDICAL CORP COM 138098108 128 1,800 SH   DFND 21 0 0 1,800
CAPITAL ONE FINL CORP COM 14040H105 199,653 2,880,586 SH   DFND 3 2,878,486 0 2,100
CAPITAL ONE FINL CORP COM 14040H105 3,605 52,019 SH   DFND 4 50,919 0 1,100
CAPITAL ONE FINL CORP COM 14040H105 57,680 832,201 SH   DFND 17 683,086 0 149,115
CAPITAL ONE FINL CORP COM 14040H105 48,999 706,952 SH   DFND 21 543,763 0 163,189
CAPITAL ONE FINL CORP COM 14040H105 120 1,734 SH   DFND 25 1,734 0 0
CAPITAL ONE FINL CORP CALL 14040H905 2,024 29,200 SH Call DFND 4 29,200 0 0
CAPITAL ONE FINL CORP PUT 14040H955 15,699 226,500 SH Put DFND 4 226,500 0 0
CAPITOL FED FINL INC COM 14057J101 184 13,910 SH   DFND 17 13,910 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 168 16,995 SH   DFND 17 16,995 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 2,095 211,848 SH   DFND 21 35,359 0 176,489
CARA THERAPEUTICS INC COM 140755109 2,747 441,618 SH   DFND 17 435,974 0 5,644
CARDINAL HEALTH INC COM 14149Y108 6,212 75,800 SH   DFND 3 75,800 0 0
CARDINAL HEALTH INC COM 14149Y108 2,664 32,503 SH   DFND 4 32,503 0 0
CARDINAL HEALTH INC COM 14149Y108 14,564 177,721 SH   DFND 17 165,591 0 12,130
CARDINAL HEALTH INC COM 14149Y108 95,946 1,170,793 SH   DFND 21 723,613 0 447,180
CARDINAL HEALTH INC COM 14149Y108 259 3,157 SH   DFND 25 3,157 0 0
CARDINAL HEALTH INC CALL 14149Y908 2,106 25,700 SH Call DFND 4 25,700 0 0
CARDINAL HEALTH INC PUT 14149Y958 14,005 170,900 SH Put DFND 4 170,900 0 0
CARDTRONICS INC COM 14161H108 4,410 122,527 SH   DFND 17 27,846 0 94,681
CARDTRONICS INC COM 14161H108 756 21,011 SH   DFND 21 21,011 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 49,887 52,255,000 PRN   DFND 17 45,455,000 0 6,800,000
CARE CAP PPTYS INC COM 141624106 49,943 1,860,775 SH   DFND 3 1,838,275 0 22,500
CARE CAP PPTYS INC COM 141624106 1,036 38,616 SH   DFND 17 38,616 0 0
CARE CAP PPTYS INC COM 141624106 2 56 SH   DFND 21 0 0 56
CARE COM INC COM 141633107 1,030 167,453 SH   DFND 17 72,173 0 95,280
CARETRUST REIT INC COM 14174T107 257 20,206 SH   DFND 17 20,206 0 0
CARETRUST REIT INC COM 14174T107 698 54,961 SH   DFND 21 21,150 0 33,811
CARLISLE COS INC COM 142339100 17,717 178,060 SH   DFND 17 146,820 0 31,240
CARLISLE COS INC COM 142339100 2,611 26,243 SH   DFND 21 10,554 0 15,689
CARMAX INC COM 143130102 1,918 37,527 SH   DFND 21 37,415 0 112
CARMIKE CINEMAS INC COM 143436400 57 1,900 SH   DFND 4 1,900 0 0
CARMIKE CINEMAS INC COM 143436400 3,965 132,000 SH   DFND 21 132,000 0 0
CARNIVAL CORP PAIRED CTF 143658300 783 14,830 SH   DFND 4 14,830 0 0
CARNIVAL CORP PAIRED CTF 143658300 3,891 73,737 SH   DFND 17 73,737 0 0
CARNIVAL CORP PAIRED CTF 143658300 29,896 566,528 SH   DFND 21 488,014 0 78,514
CARNIVAL CORP CALL 143658900 765 14,500 SH Call DFND 4 14,500 0 0
CARNIVAL CORP PUT 143658950 8,686 164,600 SH Put DFND 4 164,600 0 0
CARNIVAL PLC ADR 14365C103 2,414 44,473 SH   DFND 21 0 0 44,473
CARRIAGE SVCS INC COM 143905107 5,245 242,728 SH   DFND 17 235,228 0 7,500
CARRIZO OIL & GAS INC COM 144577103 12,368 400,000 SH   DFND 4 400,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 6,772 468,950 SH   DFND 17 456,758 0 12,192
CARTER INC COM 146229109 339 3,220 SH   DFND 17 3,220 0 0
CARTER INC COM 146229109 1,342 12,737 SH   DFND 21 4,847 0 7,890
CASEYS GEN STORES INC COM 147528103 669 5,905 SH   DFND 17 5,905 0 0
CASEYS GEN STORES INC COM 147528103 7,178 63,342 SH   DFND 21 17,867 0 45,475
CATALENT INC COM 148806102 13,848 519,251 SH   DFND 17 367,299 0 151,952
CATERPILLAR INC DEL COM 149123101 747 9,755 SH   DFND 4 9,755 0 0
CATERPILLAR INC DEL COM 149123101 1,025 13,386 SH   DFND 21 13,193 0 193
CATERPILLAR INC DEL CALL 149123901 3,521 46,000 SH Call DFND 4 46,000 0 0
CATERPILLAR INC DEL PUT 149123951 14,520 189,700 SH Put DFND 4 189,700 0 0
CATO CORP NEW CL A 149205106 3,204 83,100 SH   DFND 17 0 0 83,100
CATO CORP NEW CL A 149205106 2,635 68,348 SH   DFND 21 44,922 0 23,426
CAVCO INDS INC DEL COM 149568107 8,461 90,535 SH   DFND 17 90,535 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 24,678 415,100 SH   DFND 3 406,900 0 8,200
CEDAR FAIR L P DEPOSITRY UNIT 150185106 2,571 43,240 SH   DFND 17 43,240 0 0
CELADON GROUP INC COM 150838100 2,593 247,399 SH   DFND 17 222,314 0 25,085
CELADON GROUP INC COM 150838100 302 28,813 SH   DFND 21 0 0 28,813
CELANESE CORP DEL COM SER A 150870103 200,314 3,058,226 SH   DFND 3 3,058,226 0 0
CELANESE CORP DEL COM SER A 150870103 45,261 691,008 SH   DFND 17 691,008 0 0
CELANESE CORP DEL COM SER A 150870103 7,116 108,647 SH   DFND 21 41,421 0 67,226
CELESTICA INC SUB VTG SHS 15101Q108 1,563 111,758 SH   DFND 17 27,958 0 83,800
CELESTICA INC SUB VTG SHS 15101Q108 2,389 170,790 SH   DFND 21 100,558 0 70,232
CELGENE CORP COM 151020104 13,682 136,701 SH   DFND 4 136,701 0 0
CELGENE CORP COM 151020104 139,739 1,396,131 SH   DFND 17 1,207,658 0 188,473
CELGENE CORP COM 151020104 46,836 467,942 SH   DFND 21 374,525 0 93,417
CELGENE CORP COM 151020104 12,351 123,400 SH   DFND 24 123,400 0 0
CELGENE CORP CALL 151020904 3,743 37,400 SH Call DFND 4 37,400 0 0
CELGENE CORP PUT 151020954 47,843 478,000 SH Put DFND 4 478,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 103 14,164 SH   DFND 21 14,164 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 14,599 14,000,000 PRN   DFND 17 11,915,000 0 2,085,000
CEMPRA INC COM 15130J109 1,756 100,246 SH   DFND 17 97,303 0 2,943
CENTENE CORP DEL COM 15135B101 5,568 90,428 SH   DFND 17 28,868 0 61,560
CENTENE CORP DEL COM 15135B101 9,102 147,830 SH   DFND 21 104,960 0 42,870
CENTENE CORP DEL PUT 15135B951 2,186 35,500 SH Put DFND 21 35,500 0 0
CENTERPOINT ENERGY INC COM 15189T107 669 31,976 SH   DFND 17 28,126 0 3,850
CENTERPOINT ENERGY INC COM 15189T107 2,444 116,822 SH   DFND 21 73,248 0 43,574
CENTERSTATE BANKS INC COM 15201P109 403 27,080 SH   DFND 17 27,080 0 0
CENTERSTATE BANKS INC COM 15201P109 461 30,988 SH   DFND 21 0 0 30,988
CENTRAL FD CDA LTD CL A 153501101 63,651 4,167,600 SH   DFND 3 4,089,800 0 77,800
CENTRAL GARDEN & PET CO COM 153527106 490 29,980 SH   DFND 17 4,520 0 25,460
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 127 7,816 SH   DFND 17 7,816 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,598 98,124 SH   DFND 21 57,994 0 40,130
CENTURY CMNTYS INC COM 156504300 1,537 90,044 SH   DFND 17 84,680 0 5,364
CENTURYLINK INC COM 156700106 29,572 925,279 SH   DFND 4 925,279 0 0
CENTURYLINK INC COM 156700106 13,156 411,631 SH   DFND 17 146,137 0 265,494
CENTURYLINK INC COM 156700106 64,625 2,022,045 SH   DFND 21 1,796,592 0 225,453
CENTURYLINK INC CALL 156700906 1,544 48,300 SH Call DFND 4 48,300 0 0
CENTURYLINK INC PUT 156700956 4,816 150,700 SH Put DFND 4 150,700 0 0
CEPHEID DBCV 1.250% 2/0 15670RAC1 27,189 30,010,000 PRN   DFND 17 30,010,000 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 15,769 37,545,000 PRN   DFND 17 37,545,000 0 0
CERNER CORP COM 156782104 600 11,331 SH   DFND 4 11,331 0 0
CERNER CORP COM 156782104 9 164 SH   DFND 21 0 0 164
CERNER CORP CALL 156782904 297 5,600 SH Call DFND 4 5,600 0 0
CERNER CORP PUT 156782954 2,034 38,400 SH Put DFND 4 38,400 0 0
CEVA INC COM 157210105 3,670 163,111 SH   DFND 17 159,385 0 3,726
CHARLES RIV LABS INTL INC COM 159864107 1,210 15,937 SH   DFND 17 12,677 0 3,260
CHARLES RIV LABS INTL INC COM 159864107 956 12,593 SH   DFND 21 5,084 0 7,509
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 7,713 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC D PUT 16117M955 5,263 26,000 SH Put DFND 21 26,000 0 0
CHARTER FINL CORP MD COM 16122W108 344 25,510 SH   DFND 17 25,510 0 0
CHEESECAKE FACTORY INC COM 163072101 25,420 478,815 SH   DFND 17 406,115 0 72,700
CHEESECAKE FACTORY INC COM 163072101 271 5,100 SH   DFND 21 1,500 0 3,600
CHEMED CORP NEW COM 16359R103 4,786 35,332 SH   DFND 17 9,327 0 26,005
CHEMED CORP NEW COM 16359R103 15,305 112,995 SH   DFND 21 49,367 0 63,628
CHEMICAL FINL CORP PUT 163731952 642 18,000 SH Put DFND 21 18,000 0 0
CHEMOURS CO COM 163851108 552 78,895 SH   DFND 21 35,070 0 43,825
CHEMTURA CORP COM NEW 163893209 291 11,033 SH   DFND 21 11,033 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 263 500,000 PRN   DFND 4 500,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 86,274 161,260,000 PRN   DFND 17 151,795,000 0 9,465,000
CHEROKEE INC DEL NEW COM 16444H102 962 54,048 SH   DFND 17 50,909 0 3,139
CHESAPEAKE ENERGY CORP PUT 165167957 59,793 14,512,900 SH Put DFND 4 14,512,900 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 128 312,000 PRN   DFND 4 312,000 0 0
CHEVRON CORP NEW COM 166764100 196,936 2,064,323 SH   DFND 3 2,062,923 0 1,400
CHEVRON CORP NEW COM 166764100 2,328 24,405 SH   DFND 4 24,405 0 0
CHEVRON CORP NEW COM 166764100 95,626 1,002,369 SH   DFND 17 979,806 0 22,563
CHEVRON CORP NEW COM 166764100 116,058 1,216,541 SH   DFND 21 836,695 0 379,846
CHEVRON CORP NEW COM 166764100 2,251 23,600 SH   DFND 24 23,600 0 0
CHEVRON CORP NEW COM 166764100 110 1,156 SH   DFND 25 1,156 0 0
CHEVRON CORP NEW CALL 166764900 19,805 207,600 SH Call DFND 4 207,600 0 0
CHEVRON CORP NEW PUT 166764950 63,365 664,200 SH Put DFND 4 664,200 0 0
CHIASMA INC COM 16706W102 854 93,228 SH   DFND 17 90,930 0 2,298
CHILDRENS PL INC COM 168905107 215 2,570 SH   DFND 17 2,570 0 0
CHIMERA INVT CORP COM NEW 16934Q208 6,313 464,546 SH   DFND 17 212,056 0 252,490
CHIMERA INVT CORP COM NEW 16934Q208 14,147 1,040,985 SH   DFND 21 442,421 0 598,564
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 17,255 311,180 SH   DFND 17 311,180 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,839 123,335 SH   DFND 21 123,335 0 0
CHINA MING YANG WIND PWR GRO SPONSORED ADR 16951C108 78 32,370 SH   DFND 21 0 0 32,370
CHIPOTLE MEXICAN GRILL INC COM 169656105 994 2,110 SH   DFND 4 2,110 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 8 18 SH   DFND 21 0 0 18
CHIPOTLE MEXICAN GRILL INC PUT 169656955 1,648 3,500 SH Put DFND 4 3,500 0 0
CHURCHILL DOWNS INC COM 171484108 20,204 136,622 SH   DFND 17 122,258 0 14,364
CHURCHILL DOWNS INC COM 171484108 600 4,057 SH   DFND 21 3,207 0 850
CHUYS HLDGS INC COM 171604101 1,520 48,928 SH   DFND 17 48,928 0 0
CIENA CORP COM NEW 171779309 588 30,893 SH   DFND 17 30,893 0 0
CIENA CORP COM NEW 171779309 2,068 108,702 SH   DFND 21 108,702 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 16,073 16,485,000 PRN   DFND 17 16,485,000 0 0
CINCINNATI FINL CORP COM 172062101 1,174 17,963 SH   DFND 21 17,836 0 127
CINEMARK HOLDINGS INC COM 17243V102 1,587 44,298 SH   DFND 17 44,298 0 0
CINEMARK HOLDINGS INC COM 17243V102 17,492 488,208 SH   DFND 21 480,551 0 7,657
CIRRUS LOGIC INC COM 172755100 4,128 113,384 SH   DFND 17 94,436 0 18,948
CIRRUS LOGIC INC COM 172755100 38,418 1,055,141 SH   DFND 21 893,827 0 161,314
CIRRUS LOGIC INC COM 172755100 43 1,189 SH   DFND 25 1,189 0 0
CISCO SYS INC COM 17275R102 201,042 7,061,521 SH   DFND 3 7,057,221 0 4,300
CISCO SYS INC COM 17275R102 37,799 1,327,695 SH   DFND 4 1,327,695 0 0
CISCO SYS INC COM 17275R102 305,923 10,745,453 SH   DFND 17 8,724,157 0 2,021,296
CISCO SYS INC COM 17275R102 232,019 8,149,587 SH   DFND 21 5,604,490 0 2,545,097
CISCO SYS INC COM 17275R102 46 1,600 SH   DFND 24 1,600 0 0
CISCO SYS INC COM 17275R102 432 15,164 SH   DFND 25 15,164 0 0
CISCO SYS INC CALL 17275R902 11,664 409,700 SH Call DFND 4 409,700 0 0
CISCO SYS INC PUT 17275R952 32,564 1,143,800 SH Put DFND 4 1,143,800 0 0
CINTAS CORP COM 172908105 2,573 28,644 SH   DFND 17 28,644 0 0
CINTAS CORP COM 172908105 27,214 303,023 SH   DFND 21 297,735 0 5,288
CITIGROUP INC COM NEW 172967424 193,494 4,634,577 SH   DFND 3 4,631,377 0 3,200
CITIGROUP INC COM NEW 172967424 126,630 3,033,055 SH   DFND 4 3,032,155 0 900
CITIGROUP INC COM NEW 172967424 105,114 2,517,712 SH   DFND 17 2,252,095 0 265,617
CITIGROUP INC COM NEW 172967424 6,780 162,400 SH   DFND 20 162,400 0 0
CITIGROUP INC COM NEW 172967424 211,872 5,074,781 SH   DFND 21 3,953,566 0 1,121,215
CITIGROUP INC COM NEW 172967424 209 5,000 SH   DFND 24 5,000 0 0
CITIGROUP INC COM NEW 172967424 187 4,473 SH   DFND 25 4,473 0 0
CITIGROUP INC CALL 172967904 3,428 82,100 SH Call DFND 4 82,100 0 0
CITIGROUP INC PUT 172967954 57,573 1,379,000 SH Put DFND 4 1,379,000 0 0
CITI TRENDS INC COM 17306X102 1,265 70,954 SH   DFND 17 70,954 0 0
CITI TRENDS INC COM 17306X102 116 6,500 SH   DFND 21 0 0 6,500
CITIZENS FINL GROUP INC COM 174610105 18,036 860,900 SH   DFND 4 860,900 0 0
CITIZENS FINL GROUP INC COM 174610105 45 2,160 SH   DFND 17 0 0 2,160
CITRIX SYS INC COM 177376100 906 11,528 SH   DFND 17 9,603 0 1,925
CITRIX SYS INC COM 177376100 2,696 34,305 SH   DFND 21 15,191 0 19,114
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 38,787 35,650,000 PRN   DFND 17 30,940,000 0 4,710,000
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1,632 1,500,000 PRN   DFND 21 1,500,000 0 0
CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 4,327 190,935 SH   DFND 17 190,935 0 0
CLEARWATER PAPER CORP COM 18538R103 310 6,400 SH   DFND 21 6,400 0 0
CLIFFS NAT RES INC PUT 18683K951 4,500 1,500,000 SH Put DFND 4 1,500,000 0 0
CLIFTON BANCORP INC COM 186873105 285 18,835 SH   DFND 17 18,835 0 0
CLOROX CO DEL COM 189054109 861 6,833 SH   DFND 4 6,833 0 0
CLOROX CO DEL COM 189054109 184 1,460 SH   DFND 17 0 0 1,460
CLOROX CO DEL COM 189054109 770 6,108 SH   DFND 21 6,045 0 63
CLOROX CO DEL CALL 189054909 315 2,500 SH Call DFND 4 2,500 0 0
CLOROX CO DEL PUT 189054959 4,210 33,400 SH Put DFND 4 33,400 0 0
CLOVIS ONCOLOGY INC COM 189464100 2,901 151,084 SH   DFND 17 123,774 0 27,310
CLOVIS ONCOLOGY INC COM 189464100 672 35,000 SH   DFND 24 35,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 8,839 13,070,000 PRN   DFND 17 13,070,000 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 34,371 70,685,000 PRN   DFND 17 70,685,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 10,459 25,855,000 PRN   DFND 17 25,855,000 0 0
COCA COLA CO COM 191216100 112 2,408 SH   DFND 4 2,408 0 0
COCA COLA CO COM 191216100 91,654 1,975,738 SH   DFND 17 1,932,718 0 43,020
COCA COLA CO COM 191216100 13,485 290,685 SH   DFND 21 259,544 0 31,141
COCA COLA CO CALL 191216900 12,915 278,400 SH Call DFND 4 278,400 0 0
COCA COLA CO PUT 191216950 50,997 1,099,300 SH Put DFND 4 1,099,300 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 6,170 121,600 SH   DFND 3 121,600 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 8 157 SH   DFND 21 0 0 157
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 657 7,907 SH   DFND 21 7,907 0 0
COGNEX CORP COM 192422103 3,615 92,805 SH   DFND 17 71,295 0 21,510
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,315 20,976 SH   DFND 4 20,976 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 48,853 779,149 SH   DFND 17 658,198 0 120,951
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,039 32,520 SH   DFND 21 22,688 0 9,832
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 1,066 17,000 SH Call DFND 4 17,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 13,205 210,600 SH Put DFND 4 210,600 0 0
COLGATE PALMOLIVE CO COM 194162103 1,840 26,044 SH   DFND 4 26,044 0 0
COLGATE PALMOLIVE CO COM 194162103 16,131 228,317 SH   DFND 17 228,317 0 0
COLGATE PALMOLIVE CO COM 194162103 35,888 507,962 SH   DFND 21 257,081 0 250,881
COLGATE PALMOLIVE CO COM 194162103 367 5,200 SH   DFND 24 5,200 0 0
COLGATE PALMOLIVE CO CALL 194162903 3,045 43,100 SH Call DFND 4 43,100 0 0
COLGATE PALMOLIVE CO PUT 194162953 26,077 369,100 SH Put DFND 4 369,100 0 0
COLONY CAP INC CL A 19624R106 32,867 1,959,854 SH   DFND 4 1,959,854 0 0
COLONY CAP INC CL A 19624R106 177 10,553 SH   DFND 17 10,553 0 0
COLONY STARWOOD HOMES COM 19625X102 3,260 131,717 SH   DFND 4 131,717 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 13,827 550,863 SH   DFND 4 550,863 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 8,942 356,272 SH   DFND 21 356,000 0 272
COLUMBUS MCKINNON CORP N Y COM 199333105 134 8,501 SH   DFND 17 8,501 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 414 26,242 SH   DFND 21 10,116 0 16,126
COMFORT SYS USA INC COM 199908104 6,652 209,366 SH   DFND 17 201,911 0 7,455
COMCAST CORP NEW CL A 20030N101 30,368 497,192 SH   DFND 4 497,192 0 0
COMCAST CORP NEW CL A 20030N101 411,447 6,736,199 SH   DFND 17 5,511,557 0 1,224,642
COMCAST CORP NEW CL A 20030N101 16,262 266,234 SH   DFND 20 266,234 0 0
COMCAST CORP NEW CL A 20030N101 249,227 4,080,337 SH   DFND 21 2,824,032 0 1,256,305
COMCAST CORP NEW CL A 20030N101 79 1,300 SH   DFND 24 1,300 0 0
COMCAST CORP NEW CL A 20030N101 468 7,655 SH   DFND 25 7,655 0 0
COMCAST CORP NEW CALL 20030N901 5,228 85,600 SH Call DFND 4 85,600 0 0
COMCAST CORP NEW PUT 20030N951 62,680 1,026,200 SH Put DFND 4 1,026,200 0 0
COMMERCIAL METALS CO COM 201723103 465 27,400 SH   DFND 17 0 0 27,400
COMMERCIAL METALS CO COM 201723103 3,571 210,402 SH   DFND 21 24,034 0 186,368
COMMUNITY HEALTH SYS INC NEW COM 203668108 351 18,955 SH   DFND 17 6,255 0 12,700
COMMUNITY HEALTH SYS INC NEW COM 203668108 360 19,436 SH   DFND 21 19,436 0 0
COMMUNITY TR BANCORP INC COM 204149108 19,374 548,520 SH   DFND 3 548,520 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 716 316,711 SH   DFND 21 254,454 0 62,257
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 239 17,153 SH   DFND 21 17,153 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 5,472 829,095 SH   DFND 17 829,095 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 434 65,757 SH   DFND 21 65,757 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 96 12,149 SH   DFND 17 12,149 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 927 117,019 SH   DFND 21 97,274 0 19,745
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 11,860 1,611,361 SH   DFND 21 1,611,361 0 0
COMPASS MINERALS INTL INC COM 20451N101 22,470 317,100 SH   DFND 3 310,600 0 6,500
COMPASS MINERALS INTL INC COM 20451N101 18 258 SH   DFND 17 258 0 0
COMPUTER SCIENCES CORP COM 205363104 21,293 619,173 SH   DFND 17 493,185 0 125,988
COMPUTER SCIENCES CORP COM 205363104 11,303 328,684 SH   DFND 21 292,560 0 36,124
CONAGRA FOODS INC COM 205887102 6,131 137,400 SH   DFND 3 137,400 0 0
CONAGRA FOODS INC COM 205887102 620 13,906 SH   DFND 4 13,906 0 0
CONAGRA FOODS INC COM 205887102 2,113 47,351 SH   DFND 17 43,676 0 3,675
CONAGRA FOODS INC COM 205887102 1,051 23,558 SH   DFND 21 23,294 0 264
CONAGRA FOODS INC CALL 205887902 1,044 23,400 SH Call DFND 4 23,400 0 0
CONAGRA FOODS INC PUT 205887952 7,951 178,200 SH Put DFND 4 178,200 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 2,077 152,050 SH   DFND 17 148,201 0 3,849
CONCHO RES INC COM 20605P101 41,896 414,649 SH   DFND 17 411,334 0 3,315
CONCHO RES INC COM 20605P101 1,191 11,783 SH   DFND 21 11,718 0 65
CONCHO RES INC COM 20605P101 1,384 13,700 SH   DFND 24 13,700 0 0
CONCHO RES INC PUT 20605P951 28,291 280,000 SH Put DFND 4 280,000 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 485 14,873 SH   DFND 17 14,873 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 4,098 125,682 SH   DFND 21 64,740 0 60,942
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 168 13,395 SH   DFND 17 13,395 0 0
CONNS INC COM 208242107 262 20,994 SH   DFND 21 18,127 0 2,867
CONOCOPHILLIPS COM 20825C104 5,851 145,300 SH   DFND 3 145,300 0 0
CONOCOPHILLIPS COM 20825C104 5,235 129,986 SH   DFND 4 129,986 0 0
CONOCOPHILLIPS COM 20825C104 2,153 53,460 SH   DFND 17 53,460 0 0
CONOCOPHILLIPS COM 20825C104 7,703 191,277 SH   DFND 21 178,289 0 12,988
CONOCOPHILLIPS CALL 20825C904 3,685 91,500 SH Call DFND 4 91,500 0 0
CONOCOPHILLIPS PUT 20825C954 19,398 481,700 SH Put DFND 4 481,700 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 264 10,255 SH   DFND 17 10,255 0 0
CONSOLIDATED EDISON INC COM 209115104 36 464 SH   DFND 4 464 0 0
CONSOLIDATED EDISON INC COM 209115104 11,947 155,923 SH   DFND 17 28,082 0 127,841
CONSOLIDATED EDISON INC COM 209115104 68,174 889,765 SH   DFND 21 660,901 0 228,864
CONSOLIDATED EDISON INC COM 209115104 311 4,055 SH   DFND 25 4,055 0 0
CONSOLIDATED EDISON INC CALL 209115904 1,318 17,200 SH Call DFND 4 17,200 0 0
CONSOLIDATED EDISON INC PUT 209115954 8,865 115,700 SH Put DFND 4 115,700 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,427 9,445 SH   DFND 4 9,445 0 0
CONSTELLATION BRANDS INC CL A 21036P108 93,301 617,518 SH   DFND 17 579,639 0 37,879
CONSTELLATION BRANDS INC CL A 21036P108 48,893 323,600 SH   DFND 20 323,600 0 0
CONSTELLATION BRANDS INC CL A 21036P108 18,659 123,495 SH   DFND 21 28,696 0 94,799
CONSTELLATION BRANDS INC CL A 21036P108 5,636 37,300 SH   DFND 24 37,300 0 0
CONSTELLATION BRANDS INC CALL 21036P908 1,843 12,200 SH Call DFND 4 12,200 0 0
CONSTELLATION BRANDS INC PUT 21036P958 17,481 115,700 SH Put DFND 4 115,700 0 0
CONTINENTAL RESOURCES INC COM 212015101 29,705 978,417 SH   DFND 17 967,849 0 10,568
CONTINENTAL RESOURCES INC COM 212015101 1,825 60,120 SH   DFND 21 60,000 0 120
CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1,426 67,700 SH   DFND 17 67,700 0 0
CONVERGYS CORP COM 212485106 42,498 1,530,367 SH   DFND 3 1,503,367 0 27,000
CONVERGYS CORP COM 212485106 16,432 591,715 SH   DFND 17 427,083 0 164,632
CONVERGYS CORP COM 212485106 46,518 1,675,108 SH   DFND 21 1,313,119 0 361,989
CONVERGYS CORP COM 212485106 42 1,516 SH   DFND 25 1,516 0 0
COOPER COS INC COM NEW 216648402 6,991 45,407 SH   DFND 17 45,407 0 0
COOPER COS INC COM NEW 216648402 1,368 8,885 SH   DFND 21 8,135 0 750
COOPER STD HLDGS INC COM 21676P103 15,093 210,086 SH   DFND 17 189,699 0 20,387
COOPER STD HLDGS INC COM 21676P103 2,548 35,463 SH   DFND 21 9,654 0 25,809
COOPER TIRE & RUBR CO COM 216831107 4,782 129,179 SH   DFND 21 43,782 0 85,397
CORCEPT THERAPEUTICS INC COM 218352102 111 23,720 SH   DFND 17 0 0 23,720
CORE MARK HOLDING CO INC COM 218681104 27,571 338,049 SH   DFND 17 299,193 0 38,856
CORE MARK HOLDING CO INC COM 218681104 179 2,200 SH   DFND 21 0 0 2,200
CORELOGIC INC COM 21871D103 141 4,075 SH   DFND 17 0 0 4,075
CORELOGIC INC COM 21871D103 1,169 33,701 SH   DFND 21 33,701 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 45,785 45,625,000 PRN   DFND 17 39,275,000 0 6,350,000
CORNING INC COM 219350105 7,040 337,000 SH   DFND 3 337,000 0 0
CORNING INC COM 219350105 356 17,041 SH   DFND 4 17,041 0 0
CORNING INC COM 219350105 94,871 4,541,443 SH   DFND 17 3,912,928 0 628,515
CORNING INC COM 219350105 37,941 1,816,247 SH   DFND 21 1,070,654 0 745,593
CORNING INC CALL 219350905 401 19,200 SH Call DFND 4 19,200 0 0
CORNING INC PUT 219350955 5,064 242,400 SH Put DFND 4 242,400 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 1,813 125,000 SH   DFND 17 125,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,114 19,764 SH   DFND 4 19,764 0 0
COSTCO WHSL CORP NEW COM 22160K105 249,977 1,586,348 SH   DFND 17 1,475,996 0 110,352
COSTCO WHSL CORP NEW COM 22160K105 49,187 312,139 SH   DFND 21 310,202 0 1,937
COSTCO WHSL CORP NEW CALL 22160K905 4,712 29,900 SH Call DFND 4 29,900 0 0
COSTCO WHSL CORP NEW PUT 22160K955 46,486 295,000 SH Put DFND 4 295,000 0 0
COTT CORP QUE COM 22163N106 9,685 547,026 SH   DFND 17 547,026 0 0
COUSINS PPTYS INC COM 222795106 29,315 2,824,200 SH   DFND 3 2,773,900 0 50,300
COUSINS PPTYS INC COM 222795106 1,249 120,314 SH   DFND 17 120,314 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,306 53,988 SH   DFND 17 50,760 0 3,228
COVENANT TRANSN GROUP INC CL A 22284P105 1,333 55,124 SH   DFND 21 33,871 0 21,253
COWEN GROUP INC NEW CL A 223622101 119 31,105 SH   DFND 17 31,105 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 3,408 22,325 SH   DFND 17 22,325 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 27,206 178,200 SH   DFND 21 165,028 0 13,172
CRANE CO COM 224399105 61,374 1,139,510 SH   DFND 3 1,120,510 0 19,000
CRANE CO COM 224399105 5,718 106,158 SH   DFND 17 106,158 0 0
CRANE CO COM 224399105 834 15,477 SH   DFND 21 10,694 0 4,783
CREDIT ACCEP CORP MICH COM 225310101 2,269 12,497 SH   DFND 17 12,497 0 0
CREDIT ACCEP CORP MICH COM 225310101 20,531 113,089 SH   DFND 21 113,089 0 0
CREE INC COM 225447101 1,129 38,800 SH   DFND 17 38,800 0 0
CREE INC COM 225447101 54 1,871 SH   DFND 21 447 0 1,424
CRESCENT PT ENERGY CORP COM 22576C101 695 39,418 SH   DFND 17 39,418 0 0
CRESCENT PT ENERGY CORP COM 22576C101 2,501 141,816 SH   DFND 21 141,236 0 580
CRITEO S A SPONS ADS 226718104 48,821 1,178,670 SH   DFND 17 889,789 0 288,881
CRITEO S A SPONS ADS 226718104 906 21,865 SH   DFND 21 21,865 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 4,596 395,201 SH   DFND 17 385,101 0 10,100
CROWN CASTLE INTL CORP NEW COM 22822V101 1,433 16,572 SH   DFND 4 16,572 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 6,392 73,901 SH   DFND 17 68,676 0 5,225
CROWN CASTLE INTL CORP NEW COM 22822V101 41,447 479,158 SH   DFND 21 478,973 0 185
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 44,344 413,660 SH   DFND 17 413,660 0 0
CROWN CASTLE INTL CORP NEW CALL 22822V901 2,396 27,700 SH Call DFND 4 27,700 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 13,840 160,000 SH Put DFND 4 160,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,751 107,335 SH   DFND 17 107,335 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 9,706 219,300 SH   DFND 20 219,300 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 531 12,000 SH   DFND 24 12,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 18,531 14,405,000 PRN   DFND 17 14,405,000 0 0
CUBESMART COM 229663109 12,425 373,110 SH   DFND 4 373,110 0 0
CUBESMART COM 229663109 24,065 722,674 SH   DFND 17 588,939 0 133,735
CUBESMART COM 229663109 253 7,600 SH   DFND 21 0 0 7,600
CULLEN FROST BANKERS INC COM 229899109 26,921 488,500 SH   DFND 3 471,700 0 16,800
CULLEN FROST BANKERS INC COM 229899109 105 1,900 SH   DFND 21 1,900 0 0
CULP INC COM 230215105 270 10,314 SH   DFND 21 10,314 0 0
CUMMINS INC COM 231021106 6,113 55,600 SH   DFND 3 55,600 0 0
CUMMINS INC COM 231021106 589 5,362 SH   DFND 4 5,362 0 0
CUMMINS INC COM 231021106 1,894 17,232 SH   DFND 21 17,119 0 113
CUMMINS INC CALL 231021906 1,000 9,100 SH Call DFND 4 9,100 0 0
CUMMINS INC PUT 231021956 8,674 78,900 SH Put DFND 4 78,900 0 0
CURTISS WRIGHT CORP COM 231561101 1,270 16,780 SH   DFND 21 16,780 0 0
CUSTOMERS BANCORP INC COM 23204G100 190 8,053 SH   DFND 17 8,053 0 0
CUSTOMERS BANCORP INC COM 23204G100 88 3,740 SH   DFND 21 3,740 0 0
CYNOSURE INC CL A 232577205 28,236 639,977 SH   DFND 17 587,813 0 52,164
CYNOSURE INC CL A 232577205 126 2,850 SH   DFND 21 0 0 2,850
CYPRESS SEMICONDUCTOR CORP COM 232806109 10,973 1,267,115 SH   DFND 17 1,057,980 0 209,135
CYPRESS SEMICONDUCTOR CORP COM 232806109 122 14,100 SH   DFND 21 0 0 14,100
CYRUSONE INC COM 23283R100 57,392 1,257,224 SH   DFND 3 1,229,824 0 27,400
CYRUSONE INC COM 23283R100 17,980 393,860 SH   DFND 17 326,346 0 67,514
CYRUSONE INC COM 23283R100 167 3,650 SH   DFND 21 0 0 3,650
DCT INDUSTRIAL TRUST INC COM NEW 233153204 4,348 110,153 SH   DFND 4 110,153 0 0
D R HORTON INC COM 23331A109 4,989 165,020 SH   DFND 3 165,020 0 0
D R HORTON INC COM 23331A109 4,277 141,487 SH   DFND 17 141,487 0 0
D R HORTON INC COM 23331A109 1,383 45,748 SH   DFND 21 21,240 0 24,508
DST SYS INC DEL COM 233326107 41,175 365,125 SH   DFND 3 360,825 0 4,300
DST SYS INC DEL COM 233326107 37,567 333,129 SH   DFND 4 333,129 0 0
DST SYS INC DEL COM 233326107 4,494 39,849 SH   DFND 17 35,446 0 4,403
DST SYS INC DEL COM 233326107 17,730 157,225 SH   DFND 21 90,227 0 66,998
DST SYS INC DEL COM 233326107 129 1,146 SH   DFND 25 1,146 0 0
DTE ENERGY CO COM 233331107 223 2,461 SH   DFND 4 2,461 0 0
DTE ENERGY CO COM 233331107 14,503 159,967 SH   DFND 17 152,856 0 7,111
DTE ENERGY CO COM 233331107 49,119 541,790 SH   DFND 21 385,667 0 156,123
DTE ENERGY CO COM 233331107 168 1,851 SH   DFND 25 1,851 0 0
DTE ENERGY CO CALL 233331907 363 4,000 SH Call DFND 4 4,000 0 0
DTE ENERGY CO PUT 233331957 1,868 20,600 SH Put DFND 4 20,600 0 0
DANA HLDG CORP COM 235825205 25,045 1,777,500 SH   DFND 3 1,741,700 0 35,800
DANAHER CORP DEL COM 235851102 695 7,328 SH   DFND 4 7,328 0 0
DANAHER CORP DEL COM 235851102 93,010 980,499 SH   DFND 17 834,275 0 146,224
DANAHER CORP DEL COM 235851102 57,855 609,900 SH   DFND 21 485,001 0 124,899
DANAHER CORP DEL COM 235851102 6,250 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL CALL 235851902 4,392 46,300 SH Call DFND 4 46,300 0 0
DANAHER CORP DEL PUT 235851952 27,405 288,900 SH Put DFND 4 288,900 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,293 475,000 PRN   DFND 17 475,000 0 0
DARDEN RESTAURANTS INC COM 237194105 4,197 63,308 SH   DFND 17 62,233 0 1,075
DARDEN RESTAURANTS INC COM 237194105 45,304 683,311 SH   DFND 21 653,025 0 30,286
DAVE & BUSTERS ENTMT INC COM 238337109 17,679 455,871 SH   DFND 17 404,497 0 51,374
DAVE & BUSTERS ENTMT INC COM 238337109 116 3,000 SH   DFND 21 0 0 3,000
DAVITA HEALTHCARE PARTNERS I COM 23918K108 272 3,707 SH   DFND 21 3,588 0 119
DEAN FOODS CO NEW COM NEW 242370203 11,305 652,727 SH   DFND 17 652,727 0 0
DEAN FOODS CO NEW COM NEW 242370203 1,452 83,835 SH   DFND 21 35,910 0 47,925
DEAN FOODS CO NEW COM NEW 242370203 4,873 281,331 SH   DFND 24 281,331 0 0
DEERE & CO COM 244199105 3,953 51,339 SH   DFND 4 51,339 0 0
DEERE & CO COM 244199105 60,137 781,100 SH   DFND 17 777,400 0 3,700
DEERE & CO COM 244199105 2,199 28,558 SH   DFND 21 26,452 0 2,106
DEERE & CO CALL 244199905 2,086 27,100 SH Call DFND 4 27,100 0 0
DEERE & CO PUT 244199955 11,972 155,500 SH Put DFND 4 155,500 0 0
DELEK US HLDGS INC COM 246647101 236 15,490 SH   DFND 17 2,990 0 12,500
DELEK US HLDGS INC COM 246647101 1,304 85,557 SH   DFND 21 39,032 0 46,525
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 18,602 592,430 SH   DFND 3 558,469 0 33,961
DELTA AIR LINES INC DEL COM NEW 247361702 10,219 209,926 SH   DFND 4 209,926 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,381 28,361 SH   DFND 17 28,361 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 26,721 548,912 SH   DFND 21 313,572 0 235,340
DELTA AIR LINES INC DEL CALL 247361902 1,665 34,200 SH Call DFND 4 34,200 0 0
DELTA AIR LINES INC DEL PUT 247361952 19,584 402,300 SH Put DFND 4 402,300 0 0
DENBURY RES INC COM NEW 247916208 1,363 613,905 SH   DFND 17 613,905 0 0
DENBURY RES INC COM NEW 247916208 41 18,429 SH   DFND 21 17,809 0 620
DELUXE CORP COM 248019101 46,894 750,423 SH   DFND 3 735,223 0 15,200
DELUXE CORP COM 248019101 8,060 128,981 SH   DFND 17 72,981 0 56,000
DELUXE CORP COM 248019101 21,895 350,376 SH   DFND 21 167,160 0 183,216
DENNYS CORP COM 24869P104 106 10,220 SH   DFND 17 10,220 0 0
DENTSPLY SIRONA INC COM 24906P109 543 8,811 SH   DFND 17 8,811 0 0
DENTSPLY SIRONA INC COM 24906P109 10,415 168,987 SH   DFND 21 17,001 0 151,986
DENTSPLY SIRONA INC PUT 24906P959 986 16,000 SH Put DFND 21 16,000 0 0
DERMIRA INC COM 24983L104 2,162 104,566 SH   DFND 17 104,566 0 0
DERMIRA INC COM 24983L104 310 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 14,710 15,860,000 PRN   DFND 17 15,535,000 0 325,000
DESTINATION XL GROUP INC COM 25065K104 147 28,520 SH   DFND 17 28,520 0 0
DEVON ENERGY CORP NEW COM 25179M103 14 500 SH   DFND 3 500 0 0
DEVON ENERGY CORP NEW COM 25179M103 8,665 315,786 SH   DFND 4 315,786 0 0
DEVON ENERGY CORP NEW COM 25179M103 319 11,613 SH   DFND 17 11,613 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,975 254,180 SH   DFND 21 253,930 0 250
DEVON ENERGY CORP NEW PUT 25179M953 222 8,100 SH Put DFND 4 8,100 0 0
DEVRY ED GROUP INC COM 251893103 497 28,795 SH   DFND 21 11,382 0 17,413
DEXCOM INC COM 252131107 7,134 105,047 SH   DFND 17 75,649 0 29,398
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 463 2,611 SH   DFND 17 0 0 2,611
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,869 178,050 SH   DFND 17 170,500 0 7,550
DIAMOND OFFSHORE DRILLING IN COM 25271C102 458 21,071 SH   DFND 21 0 0 21,071
DIAMOND OFFSHORE DRILLING IN PUT 25271C952 11,873 546,400 SH Put DFND 4 546,400 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 6,788 670,778 SH   DFND 4 670,778 0 0
DIAMONDBACK ENERGY INC COM 25278X109 6,434 83,369 SH   DFND 17 83,369 0 0
DICKS SPORTING GOODS INC COM 253393102 7,627 163,148 SH   DFND 17 163,148 0 0
DICKS SPORTING GOODS INC COM 253393102 98 2,100 SH   DFND 21 0 0 2,100
DIGITAL RLTY TR INC COM 253868103 6,423 72,590 SH   DFND 3 72,590 0 0
DIGITAL RLTY TR INC COM 253868103 10,824 122,316 SH   DFND 4 122,316 0 0
DIGITAL RLTY TR INC COM 253868103 719 8,122 SH   DFND 17 8,122 0 0
DIGITAL RLTY TR INC COM 253868103 10 115 SH   DFND 21 0 0 115
DIME CMNTY BANCSHARES COM 253922108 58 3,280 SH   DFND 17 3,280 0 0
DIME CMNTY BANCSHARES COM 253922108 350 19,879 SH   DFND 21 0 0 19,879
DILLARDS INC CL A 254067101 3,804 44,797 SH   DFND 17 44,797 0 0
DILLARDS INC CL A 254067101 3,079 36,264 SH   DFND 21 30,668 0 5,596
DINEEQUITY INC COM 254423106 54,993 588,600 SH   DFND 3 576,800 0 11,800
DINEEQUITY INC COM 254423106 991 10,607 SH   DFND 17 7,332 0 3,275
DINEEQUITY INC COM 254423106 6,952 74,411 SH   DFND 21 74,411 0 0
DISNEY WALT CO COM DISNEY 254687106 15,030 151,344 SH   DFND 4 147,135 0 4,209
DISNEY WALT CO COM DISNEY 254687106 177,462 1,786,948 SH   DFND 17 1,575,874 0 211,074
DISNEY WALT CO COM DISNEY 254687106 182,750 1,840,199 SH   DFND 21 1,180,221 0 659,978
DISNEY WALT CO COM DISNEY 254687106 139 1,400 SH   DFND 24 1,400 0 0
DISNEY WALT CO COM DISNEY 254687106 411 4,136 SH   DFND 25 4,136 0 0
DISNEY WALT CO CALL 254687906 8,084 81,400 SH Call DFND 4 81,400 0 0
DISNEY WALT CO PUT 254687956 76,290 768,200 SH Put DFND 4 768,200 0 0
DISCOVER FINL SVCS COM 254709108 11,802 231,770 SH   DFND 3 231,770 0 0
DISCOVER FINL SVCS COM 254709108 800 15,713 SH   DFND 4 15,713 0 0
DISCOVER FINL SVCS COM 254709108 1,988 39,049 SH   DFND 17 39,049 0 0
DISCOVER FINL SVCS COM 254709108 17,384 341,393 SH   DFND 21 325,087 0 16,306
DISCOVER FINL SVCS CALL 254709908 891 17,500 SH Call DFND 4 17,500 0 0
DISCOVER FINL SVCS PUT 254709958 6,355 124,800 SH Put DFND 4 124,800 0 0
DISH NETWORK CORP CL A 25470M109 4,134 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 115 2,495 SH   DFND 17 0 0 2,495
DISH NETWORK CORP CL A 25470M109 6 126 SH   DFND 21 0 0 126
DR REDDYS LABS LTD ADR 256135203 6,223 137,712 SH   DFND 17 135,812 0 1,900
DR REDDYS LABS LTD ADR 256135203 794 17,564 SH   DFND 21 17,564 0 0
DOLLAR GEN CORP NEW COM 256677105 222 2,590 SH   DFND 4 2,590 0 0
DOLLAR GEN CORP NEW COM 256677105 24,179 282,467 SH   DFND 17 277,652 0 4,815
DOLLAR GEN CORP NEW COM 256677105 5,232 61,120 SH   DFND 21 51,871 0 9,249
DOLLAR GEN CORP NEW CALL 256677905 1,498 17,500 SH Call DFND 4 17,500 0 0
DOLLAR GEN CORP NEW PUT 256677955 12,172 142,200 SH Put DFND 4 142,200 0 0
DOLLAR TREE INC COM 256746108 25,654 311,110 SH   DFND 4 311,110 0 0
DOLLAR TREE INC COM 256746108 68,142 826,369 SH   DFND 17 683,634 0 142,735
DOLLAR TREE INC COM 256746108 10 121 SH   DFND 21 0 0 121
DOLLAR TREE INC CALL 256746908 726 8,800 SH Call DFND 4 8,800 0 0
DOLLAR TREE INC PUT 256746958 8,864 107,500 SH Put DFND 4 107,500 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 821 14,000 SH   DFND 17 14,000 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12,575 250,000 SH   DFND 17 250,000 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 3,901 67,000 SH   DFND 17 67,000 0 0
DOMINION RES INC VA NEW CALL 25746U909 2,719 36,200 SH Call DFND 4 36,200 0 0
DOMINION RES INC VA NEW PUT 25746U959 15,460 205,800 SH Put DFND 4 205,800 0 0
DOMTAR CORP COM NEW 257559203 2,135 41,400 SH   DFND 17 37,659 0 3,741
DOMTAR CORP COM NEW 257559203 35,064 679,988 SH   DFND 21 385,946 0 294,042
DOMTAR CORP COM NEW 257559203 50 973 SH   DFND 25 973 0 0
DONALDSON INC COM 257651109 2,596 81,351 SH   DFND 21 72,761 0 8,590
DONALDSON INC COM 257651109 7,277 228,040 SH   DFND 24 228,040 0 0
DONNELLEY R R & SONS CO COM 257867101 11,739 715,804 SH   DFND 4 715,804 0 0
DONNELLEY R R & SONS CO COM 257867101 2,618 159,612 SH   DFND 21 18,936 0 140,676
DOUGLAS EMMETT INC COM 25960P109 6,183 205,363 SH   DFND 4 205,363 0 0
DOUGLAS DYNAMICS INC COM 25960R105 42 1,815 SH   DFND 17 1,815 0 0
DOUGLAS DYNAMICS INC COM 25960R105 605 26,405 SH   DFND 21 9,193 0 17,212
DOVER CORP COM 260003108 765 11,887 SH   DFND 21 11,800 0 87
DOW CHEM CO COM 260543103 4,649 91,404 SH   DFND 4 91,404 0 0
DOW CHEM CO COM 260543103 43,658 858,390 SH   DFND 17 826,805 0 31,585
DOW CHEM CO COM 260543103 80,382 1,580,450 SH   DFND 21 1,065,112 0 515,338
DOW CHEM CO COM 260543103 671 13,200 SH   DFND 24 13,200 0 0
DOW CHEM CO COM 260543103 300 5,893 SH   DFND 25 5,893 0 0
DOW CHEM CO CALL 260543903 2,319 45,600 SH Call DFND 4 45,600 0 0
DOW CHEM CO PUT 260543953 27,398 538,700 SH Put DFND 4 538,700 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,782 19,930 SH   DFND 4 19,930 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 20,894 233,664 SH   DFND 17 140,257 0 93,407
DR PEPPER SNAPPLE GROUP INC COM 26138E109 98,985 1,106,972 SH   DFND 21 761,754 0 345,218
DR PEPPER SNAPPLE GROUP INC COM 26138E109 282 3,157 SH   DFND 25 3,157 0 0
DR PEPPER SNAPPLE GROUP INC CALL 26138E909 778 8,700 SH Call DFND 4 8,700 0 0
DR PEPPER SNAPPLE GROUP INC PUT 26138E959 8,048 90,000 SH Put DFND 4 90,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,625 57,249 SH   DFND 4 57,249 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,840 44,853 SH   DFND 21 44,346 0 507
DU PONT E I DE NEMOURS & CO COM 263534109 19 300 SH   DFND 24 300 0 0
DU PONT E I DE NEMOURS & CO CALL 263534909 4,439 70,100 SH Call DFND 4 70,100 0 0
DU PONT E I DE NEMOURS & CO PUT 263534959 25,233 398,500 SH Put DFND 4 398,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,730 58,624 SH   DFND 4 58,624 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 15,282 189,409 SH   DFND 17 141,709 0 47,700
DUKE ENERGY CORP NEW COM NEW 26441C204 29,583 366,665 SH   DFND 21 184,807 0 181,858
DUKE ENERGY CORP NEW CALL 26441C904 4,542 56,300 SH Call DFND 4 56,300 0 0
DUKE ENERGY CORP NEW PUT 26441C954 22,518 279,100 SH Put DFND 4 279,100 0 0
DULUTH HLDGS INC COM CL B 26443V101 1,746 89,571 SH   DFND 17 89,571 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,032 10,016 SH   DFND 21 9,969 0 47
DUNKIN BRANDS GROUP INC COM 265504100 7,291 154,576 SH   DFND 17 126,913 0 27,663
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 296 7,307 SH   DFND 21 0 0 7,307
DYCOM INDS INC COM 267475101 20,474 316,594 SH   DFND 17 283,422 0 33,172
DYCOM INDS INC COM 267475101 1,810 27,986 SH   DFND 21 25,986 0 2,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1,998 103,866 SH   DFND 17 87,186 0 16,680
DYNEX CAP INC COM NEW 26817Q506 1,209 181,845 SH   DFND 17 110,940 0 70,905
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 37,263 695,590 SH   DFND 17 694,390 0 1,200
E M C CORP MASS COM 268648102 789 29,590 SH   DFND 4 29,590 0 0
E M C CORP MASS COM 268648102 182,348 6,842,345 SH   DFND 17 6,331,481 0 510,864
E M C CORP MASS COM 268648102 9,406 352,961 SH   DFND 21 248,439 0 104,522
E M C CORP MASS COM 268648102 32 1,213 SH   DFND 25 1,213 0 0
E M C CORP MASS CALL 268648902 2,049 76,900 SH Call DFND 4 76,900 0 0
E M C CORP MASS PUT 268648952 9,375 351,800 SH Put DFND 4 351,800 0 0
EOG RES INC COM 26875P101 4,479 61,706 SH   DFND 4 61,706 0 0
EOG RES INC COM 26875P101 79,433 1,094,417 SH   DFND 17 971,261 0 123,156
EOG RES INC COM 26875P101 38,275 527,355 SH   DFND 20 527,355 0 0
EOG RES INC COM 26875P101 89,232 1,229,428 SH   DFND 21 934,313 0 295,115
EOG RES INC COM 26875P101 1,379 19,000 SH   DFND 24 19,000 0 0
EOG RES INC CALL 26875P901 2,635 36,300 SH Call DFND 4 36,300 0 0
EOG RES INC PUT 26875P951 18,043 248,600 SH Put DFND 4 248,600 0 0
EPR PPTYS COM SH BEN INT 26884U109 13 200 SH   DFND 3 200 0 0
EPR PPTYS COM SH BEN INT 26884U109 8,522 127,921 SH   DFND 4 127,921 0 0
EAGLE BANCORP INC MD COM 268948106 19,221 400,441 SH   DFND 17 352,325 0 48,116
EAGLE BANCORP INC MD COM 268948106 142 2,965 SH   DFND 21 0 0 2,965
E TRADE FINANCIAL CORP COM NEW 269246401 662 27,038 SH   DFND 17 27,038 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,563 349,644 SH   DFND 21 290,592 0 59,052
EXCO RESOURCES INC PUT 269279952 2,028 2,050,000 SH Put DFND 4 2,050,000 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 10,342 255,347 SH   DFND 17 219,045 0 36,302
EAGLE PHARMACEUTICALS INC COM 269796108 446 11,000 SH   DFND 24 11,000 0 0
EARTHLINK HLDGS CORP COM 27033X101 189 33,417 SH   DFND 17 33,417 0 0
EARTHLINK HLDGS CORP COM 27033X101 679 119,795 SH   DFND 21 119,795 0 0
EAST WEST BANCORP INC COM 27579R104 51,546 1,587,000 SH   DFND 3 1,559,200 0 27,800
EAST WEST BANCORP INC COM 27579R104 105 3,238 SH   DFND 21 3,238 0 0
EASTGROUP PPTY INC COM 277276101 8,367 138,591 SH   DFND 4 138,591 0 0
EASTMAN CHEM CO COM 277432100 17,239 238,670 SH   DFND 3 238,670 0 0
EASTMAN CHEM CO COM 277432100 4,909 67,969 SH   DFND 17 64,427 0 3,542
EASTMAN CHEM CO COM 277432100 11,819 163,631 SH   DFND 21 72,758 0 90,873
EASTMAN CHEM CO COM 277432100 42 585 SH   DFND 25 585 0 0
EBAY INC COM 278642103 2,004 84,007 SH   DFND 4 84,007 0 0
EBAY INC COM 278642103 2 100 SH   DFND 17 100 0 0
EBAY INC COM 278642103 1,088 45,581 SH   DFND 21 45,039 0 542
EBAY INC CALL 278642903 1,262 52,900 SH Call DFND 4 52,900 0 0
EBAY INC PUT 278642953 7,060 295,900 SH Put DFND 4 295,900 0 0
EBIX INC COM NEW 278715206 3,595 88,143 SH   DFND 17 2,517 0 85,626
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,836 67,594 SH   DFND 17 67,594 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 24,115 23,845,000 PRN   DFND 17 20,945,000 0 2,900,000
ECOLAB INC COM 278865100 1,569 14,065 SH   DFND 4 14,065 0 0
ECOLAB INC COM 278865100 49,260 441,714 SH   DFND 17 373,691 0 68,023
ECOLAB INC COM 278865100 27,478 246,393 SH   DFND 21 132,084 0 114,309
ECOLAB INC COM 278865100 1,456 13,060 SH   DFND 24 13,060 0 0
ECOLAB INC CALL 278865900 2,175 19,500 SH Call DFND 4 19,500 0 0
ECOLAB INC PUT 278865950 15,925 142,800 SH Put DFND 4 142,800 0 0
ECOPETROL S A SPONSORED ADS 279158109 419 48,697 SH   DFND 21 48,697 0 0
EDISON INTL COM 281020107 668 9,287 SH   DFND 4 9,287 0 0
EDISON INTL COM 281020107 22,501 312,996 SH   DFND 17 190,896 0 122,100
EDISON INTL COM 281020107 25,579 355,804 SH   DFND 21 230,061 0 125,743
EDISON INTL CALL 281020907 920 12,800 SH Call DFND 4 12,800 0 0
EDISON INTL PUT 281020957 10,014 139,300 SH Put DFND 4 139,300 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,123 12,726 SH   DFND 4 12,726 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 85,576 970,141 SH   DFND 17 821,515 0 148,626
EDWARDS LIFESCIENCES CORP COM 28176E108 133 1,509 SH   DFND 21 0 0 1,509
EDWARDS LIFESCIENCES CORP CALL 28176E908 1,226 13,900 SH Call DFND 4 13,900 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 7,718 87,500 SH Put DFND 4 87,500 0 0
8X8 INC NEW COM 282914100 9,071 901,665 SH   DFND 17 891,179 0 10,486
8X8 INC NEW COM 282914100 3,461 344,066 SH   DFND 20 344,066 0 0
EL PASO ELEC CO COM NEW 283677854 321 6,989 SH   DFND 21 6,989 0 0
ELDORADO RESORTS INC COM 28470R102 4,351 380,327 SH   DFND 17 371,539 0 8,788
ELECTRONIC ARTS INC COM 285512109 1,631 24,677 SH   DFND 4 24,677 0 0
ELECTRONIC ARTS INC COM 285512109 30,596 462,803 SH   DFND 17 352,135 0 110,668
ELECTRONIC ARTS INC COM 285512109 2,138 32,333 SH   DFND 21 12,565 0 19,768
ELECTRONIC ARTS INC CALL 285512909 1,064 16,100 SH Call DFND 4 16,100 0 0
ELECTRONIC ARTS INC PUT 285512959 11,801 178,500 SH Put DFND 4 178,500 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 29,444 14,205,000 PRN   DFND 17 12,895,000 0 1,310,000
ELECTRONICS FOR IMAGING INC COM 286082102 23,743 560,111 SH   DFND 17 494,041 0 66,070
ELECTRONICS FOR IMAGING INC COM 286082102 237 5,601 SH   DFND 21 1,801 0 3,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 53,195 50,765,000 PRN   DFND 17 44,215,000 0 6,550,000
ELLIE MAE INC COM 28849P100 6,304 69,555 SH   DFND 17 66,900 0 2,655
ELLIS PERRY INTL INC COM 288853104 451 24,500 SH   DFND 17 24,500 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 451 17,095 SH   DFND 21 17,095 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,472 40,505 SH   DFND 17 22,910 0 17,595
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,749 103,127 SH   DFND 21 23,924 0 79,203
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 33,508 25,875,000 PRN   DFND 17 22,230,000 0 3,645,000
EMERSON ELEC CO COM 291011104 5,759 105,900 SH   DFND 3 105,900 0 0
EMERSON ELEC CO COM 291011104 277 5,093 SH   DFND 4 5,093 0 0
EMERSON ELEC CO COM 291011104 1,507 27,711 SH   DFND 17 27,711 0 0
EMERSON ELEC CO COM 291011104 3,009 55,338 SH   DFND 21 55,100 0 238
EMERSON ELEC CO CALL 291011904 2,257 41,500 SH Call DFND 4 41,500 0 0
EMERSON ELEC CO PUT 291011954 10,452 192,200 SH Put DFND 4 192,200 0 0
EMPIRE DIST ELEC CO COM 291641108 10,825 327,528 SH   DFND 21 327,528 0 0
EMPLOYERS HOLDINGS INC COM 292218104 164 5,824 SH   DFND 17 5,824 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,616 57,431 SH   DFND 21 34,838 0 22,593
ENCANA CORP COM 292505104 9,013 1,480,000 SH   DFND 4 1,480,000 0 0
ENCANA CORP COM 292505104 8 1,036 SH   DFND 21 0 0 1,036
ENBRIDGE INC COM 29250N105 4,140 83,469 SH   DFND 21 70,715 0 12,754
ENBRIDGE INC COM 29250N105 541 10,900 SH   DFND 24 10,900 0 0
ENCORE CAP GROUP INC COM 292554102 380 14,746 SH   DFND 21 0 0 14,746
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 27,061 39,000,000 PRN   DFND 17 39,000,000 0 0
ENERGEN CORP COM 29265N108 7,769 212,313 SH   DFND 17 175,748 0 36,565
ENERGEN CORP COM 29265N108 73 2,000 SH   DFND 21 0 0 2,000
ENERGIZER HLDGS INC NEW COM 29272W109 9,011 222,429 SH   DFND 3 213,466 0 8,963
ENERGIZER HLDGS INC NEW COM 29272W109 4 100 SH   DFND 21 0 0 100
ENERGY TRANSFER EQUITY L P PUT 29273V950 1,301 182,500 SH Put DFND 21 182,500 0 0
ENERSIS AMERICAS S A SPONSORED ADR 29274F104 186 13,380 SH   DFND 21 13,380 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 186 62,060,000 PRN   DFND 17 62,060,000 0 0
ENERSYS COM 29275Y102 50,059 898,400 SH   DFND 3 879,600 0 18,800
ENERSYS COM 29275Y102 1,819 32,653 SH   DFND 21 31,354 0 1,299
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 210 18,636 SH   DFND 17 18,636 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 750 66,694 SH   DFND 21 66,694 0 0
ENNIS INC COM 293389102 17,980 919,675 SH   DFND 3 870,201 0 49,474
ENNIS INC COM 293389102 1,261 64,514 SH   DFND 17 64,514 0 0
ENNIS INC COM 293389102 250 12,774 SH   DFND 21 4,987 0 7,787
ENSIGN GROUP INC COM 29358P101 20,294 896,368 SH   DFND 3 896,368 0 0
ENSIGN GROUP INC COM 29358P101 593 26,214 SH   DFND 21 0 0 26,214
ENTERGY CORP NEW COM 29364G103 13,455 169,720 SH   DFND 3 169,720 0 0
ENTERGY CORP NEW COM 29364G103 16,003 201,854 SH   DFND 17 117,888 0 83,966
ENTERGY CORP NEW COM 29364G103 51,605 650,920 SH   DFND 21 404,339 0 246,581
ENTERGY CORP NEW COM 29364G103 29 360 SH   DFND 25 360 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 522 19,300 SH   DFND 17 0 0 19,300
ENTERPRISE FINL SVCS CORP COM 293712105 230 8,497 SH   DFND 21 5,985 0 2,512
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,314 579,896 SH   DFND 17 564,355 0 15,541
ENVISION HEALTHCARE HLDGS IN COM 29413U103 19,710 966,180 SH   DFND 4 966,180 0 0
EPAM SYS INC COM 29414B104 15,159 203,017 SH   DFND 17 183,110 0 19,907
EPAM SYS INC COM 29414B104 1,587 21,260 SH   DFND 21 19,960 0 1,300
EPLUS INC COM 294268107 8,887 110,379 SH   DFND 17 109,304 0 1,075
EPLUS INC COM 294268107 2,270 28,195 SH   DFND 21 14,458 0 13,737
EQUIFAX INC COM 294429105 12,175 106,528 SH   DFND 17 85,375 0 21,153
EQUIFAX INC COM 294429105 1,749 15,300 SH   DFND 21 15,210 0 90
EQUINIX INC COM PAR $0.001 29444U700 9,892 29,910 SH   DFND 4 29,910 0 0
EQUINIX INC COM PAR $0.001 29444U700 34,622 104,689 SH   DFND 17 91,971 0 12,718
EQUINIX INC COM PAR $0.001 29444U700 37,710 114,028 SH   DFND 21 114,028 0 0
EQUINIX INC CALL 29444U900 1,124 3,400 SH Call DFND 4 3,400 0 0
EQUINIX INC PUT 29444U950 14,717 44,500 SH Put DFND 4 44,500 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 4,365 154,684 SH   DFND 4 154,684 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,092 15,010 SH   DFND 17 15,010 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,914 53,812 SH   DFND 21 53,812 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 29,559 393,969 SH   DFND 4 393,969 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 23 306 SH   DFND 17 306 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,846 117,903 SH   DFND 21 117,689 0 214
EQUITY RESIDENTIAL CALL 29476L907 840 11,200 SH Call DFND 4 11,200 0 0
EQUITY RESIDENTIAL PUT 29476L957 10,324 137,600 SH Put DFND 4 137,600 0 0
ERICSSON ADR B SEK 10 294821608 17,284 1,723,263 SH   DFND 17 1,723,263 0 0
ESCO TECHNOLOGIES INC COM 296315104 353 9,053 SH   DFND 17 9,053 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,256 32,228 SH   DFND 21 27,793 0 4,435
ESSENDANT INC COM 296689102 45,771 1,433,477 SH   DFND 3 1,419,377 0 14,100
ESSENDANT INC COM 296689102 419 13,117 SH   DFND 21 7,492 0 5,625
ESSEX PPTY TR INC COM 297178105 22,482 96,134 SH   DFND 4 96,134 0 0
ESSEX PPTY TR INC COM 297178105 13 55 SH   DFND 17 55 0 0
EURONET WORLDWIDE INC COM 298736109 28,581 385,655 SH   DFND 17 321,627 0 64,028
EURONET WORLDWIDE INC COM 298736109 5,899 79,596 SH   DFND 21 63,826 0 15,770
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 39,760 33,410,000 PRN   DFND 17 28,595,000 0 4,815,000
EVERCORE PARTNERS INC CLASS A 29977A105 272 5,265 SH   DFND 21 0 0 5,265
EVERBANK FINL CORP COM 29977G102 743 49,209 SH   DFND 21 12,259 0 36,950
EVERI HLDGS INC COM 30034T103 180 78,761 SH   DFND 21 66,708 0 12,053
EVERSOURCE ENERGY COM 30040W108 1,077 18,455 SH   DFND 17 18,455 0 0
EVERSOURCE ENERGY COM 30040W108 2,928 50,197 SH   DFND 21 49,910 0 287
EVERSOURCE ENERGY CALL 30040W908 898 15,400 SH Call DFND 4 15,400 0 0
EVERSOURCE ENERGY PUT 30040W958 3,868 66,300 SH Put DFND 4 66,300 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 553 113,866 SH   DFND 17 107,057 0 6,809
EXELON CORP COM 30161N101 13,169 367,221 SH   DFND 17 179,837 0 187,384
EXELON CORP COM 30161N101 33,769 941,677 SH   DFND 21 414,878 0 526,799
EXELON CORP COM 30161N101 89 2,494 SH   DFND 25 2,494 0 0
EXELON CORP UNIT 99/99/9999 30161N127 67,076 1,362,505 SH   DFND 17 1,362,505 0 0
EXELON CORP CALL 30161N901 3,278 91,400 SH Call DFND 4 91,400 0 0
EXELON CORP PUT 30161N951 10,812 301,500 SH Put DFND 4 301,500 0 0
EXPEDIA INC DEL COM NEW 30212P303 8,794 81,559 SH   DFND 17 59,189 0 22,370
EXPEDIA INC DEL COM NEW 30212P303 5,024 46,596 SH   DFND 21 46,525 0 71
EXPEDITORS INTL WASH INC COM 302130109 225 4,604 SH   DFND 21 4,500 0 104
EXPRESS INC COM 30219E103 8,452 394,776 SH   DFND 17 339,986 0 54,790
EXPRESS INC COM 30219E103 2,060 96,227 SH   DFND 21 81,539 0 14,688
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,906 115,098 SH   DFND 4 115,098 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 10,097 146,989 SH   DFND 21 15,100 0 131,889
EXPRESS SCRIPTS HLDG CO CALL 30219G908 2,006 29,200 SH Call DFND 4 29,200 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 21,837 317,900 SH Put DFND 4 317,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 18,908 202,314 SH   DFND 17 202,314 0 0
EXTRA SPACE STORAGE INC COM 30225T102 220 2,350 SH   DFND 21 0 0 2,350
EXTREME NETWORKS INC COM 30226D106 32 10,135 SH   DFND 17 10,135 0 0
EXXON MOBIL CORP COM 30231G102 207,389 2,481,026 SH   DFND 3 2,479,526 0 1,500
EXXON MOBIL CORP COM 30231G102 14,969 179,082 SH   DFND 4 179,082 0 0
EXXON MOBIL CORP COM 30231G102 116,898 1,398,463 SH   DFND 17 1,360,719 0 37,744
EXXON MOBIL CORP COM 30231G102 209,360 2,504,602 SH   DFND 21 1,692,843 0 811,759
EXXON MOBIL CORP COM 30231G102 3,026 36,200 SH   DFND 24 36,200 0 0
EXXON MOBIL CORP COM 30231G102 327 3,916 SH   DFND 25 3,916 0 0
EXXON MOBIL CORP CALL 30231G902 31,806 380,500 SH Call DFND 4 380,500 0 0
EXXON MOBIL CORP PUT 30231G952 133,660 1,599,000 SH Put DFND 4 1,599,000 0 0
FACEBOOK INC CL A 30303M102 13,441 117,800 SH   DFND 4 117,800 0 0
FACEBOOK INC CL A 30303M102 728,089 6,381,151 SH   DFND 17 5,352,895 0 1,028,256
FACEBOOK INC CL A 30303M102 48,595 425,900 SH   DFND 20 425,900 0 0
FACEBOOK INC CL A 30303M102 217,104 1,902,755 SH   DFND 21 1,350,591 0 552,164
FACEBOOK INC CL A 30303M102 46 400 SH   DFND 24 400 0 0
FACEBOOK INC CL A 30303M102 257 2,256 SH   DFND 25 2,256 0 0
FACEBOOK INC CALL 30303M902 13,167 115,400 SH Call DFND 4 115,400 0 0
FACEBOOK INC PUT 30303M952 157,355 1,379,100 SH Put DFND 4 1,379,100 0 0
FAIR ISAAC CORP COM 303250104 8,447 79,621 SH   DFND 17 79,621 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 4,026 201,300 SH   DFND 21 201,300 0 0
FATE THERAPEUTICS INC COM 31189P102 355 197,329 SH   DFND 17 185,888 0 11,441
FEDERATED NATL HLDG CO COM 31422T101 3,095 157,409 SH   DFND 17 152,101 0 5,308
FEDERATED NATL HLDG CO COM 31422T101 31 1,589 SH   DFND 21 1,589 0 0
FEDEX CORP COM 31428X106 7,599 46,700 SH   DFND 3 46,700 0 0
FEDEX CORP COM 31428X106 867 5,328 SH   DFND 4 5,328 0 0
FEDEX CORP COM 31428X106 3,355 20,616 SH   DFND 17 20,616 0 0
FEDEX CORP COM 31428X106 34,789 213,799 SH   DFND 21 213,664 0 135
FEDEX CORP CALL 31428X906 3,694 22,700 SH Call DFND 4 22,700 0 0
FEDEX CORP PUT 31428X956 27,955 171,800 SH Put DFND 4 171,800 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 37,999 1,507,305 SH   DFND 17 1,507,305 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 384 45,338 SH   DFND 21 25,338 0 20,000
FIDELITY & GTY LIFE COM 315785105 16,682 635,738 SH   DFND 4 635,738 0 0
FIDELITY & GTY LIFE COM 315785105 11,689 445,477 SH   DFND 21 445,477 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 6,287 99,300 SH   DFND 3 99,300 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 506 7,999 SH   DFND 4 7,999 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 40,077 633,027 SH   DFND 17 459,653 0 173,374
FIDELITY NATL INFORMATION SV COM 31620M106 11,906 188,058 SH   DFND 21 99,274 0 88,784
FIDELITY NATL INFORMATION SV COM 31620M106 97 1,527 SH   DFND 25 1,527 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 842 13,300 SH Call DFND 4 13,300 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 7,831 123,700 SH Put DFND 4 123,700 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 21,784 11,620,000 PRN   DFND 17 11,445,000 0 175,000
FIDELITY SOUTHERN CORP NEW COM 316394105 10,692 666,600 SH   DFND 3 666,600 0 0
FIFTH THIRD BANCORP COM 316773100 194,574 11,658,129 SH   DFND 3 11,649,729 0 8,400
FIFTH THIRD BANCORP COM 316773100 29,531 1,769,386 SH   DFND 4 1,769,386 0 0
FIFTH THIRD BANCORP COM 316773100 40,903 2,450,726 SH   DFND 17 2,450,726 0 0
FIFTH THIRD BANCORP COM 316773100 10,575 633,612 SH   DFND 21 631,650 0 1,962
FINISH LINE INC CL A 317923100 9 430 SH   DFND 17 430 0 0
FINISH LINE INC CL A 317923100 312 14,768 SH   DFND 21 12,452 0 2,316
FIRST AMERN FINL CORP COM 31847R102 36,917 968,700 SH   DFND 3 955,300 0 13,400
FIRST AMERN FINL CORP COM 31847R102 1,763 46,266 SH   DFND 17 46,266 0 0
FIRST AMERN FINL CORP COM 31847R102 12,866 337,591 SH   DFND 21 238,747 0 98,844
FIRST BANCORP P R COM NEW 318672706 74 25,289 SH   DFND 21 0 0 25,289
1ST CENTURY BANCSHARES INC COM 31943X102 1,452 132,359 SH   DFND 21 132,359 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 264 1,051 SH   DFND 21 1,051 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 1,983 51,625 SH   DFND 17 51,625 0 0
FIRST DATA CORP NEW COM CL A 32008D106 30,047 2,322,000 SH   DFND 4 2,322,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 211 16,295 SH   DFND 17 9,205 0 7,090
FIRST FINL BANCORP OH COM 320209109 33,629 1,849,753 SH   DFND 3 1,849,753 0 0
FIRST FINL BANCORP OH COM 320209109 812 44,640 SH   DFND 17 44,640 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 25,686 913,100 SH   DFND 3 875,000 0 38,100
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 152 5,403 SH   DFND 21 5,403 0 0
FIRST MERCHANTS CORP COM 320817109 21,633 917,823 SH   DFND 3 917,823 0 0
FIRST MERCHANTS CORP COM 320817109 3,491 148,132 SH   DFND 17 124,532 0 23,600
FIRST MERCHANTS CORP COM 320817109 2,276 96,552 SH   DFND 21 62,616 0 33,936
FIRST NBC BK HLDG CO COM 32115D106 1,253 60,860 SH   DFND 17 60,860 0 0
FIRST NBC BK HLDG CO COM 32115D106 873 42,392 SH   DFND 21 42,392 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,424 147,060 SH   DFND 21 147,060 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,807 177,170 SH   DFND 17 144,385 0 32,785
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,924 28,868 SH   DFND 21 5,902 0 22,966
FIRST SOLAR INC COM 336433107 3,594 52,490 SH   DFND 17 52,490 0 0
FIRST SOLAR INC COM 336433107 7,767 113,440 SH   DFND 21 67,973 0 45,467
FIRST SOLAR INC COM 336433107 11,092 162,000 SH   DFND 24 162,000 0 0
FISERV INC COM 337738108 353 3,438 SH   DFND 4 3,438 0 0
FISERV INC COM 337738108 52,550 512,282 SH   DFND 17 417,852 0 94,430
FISERV INC COM 337738108 27,103 264,211 SH   DFND 21 126,787 0 137,424
FISERV INC CALL 337738908 1,303 12,700 SH Call DFND 4 12,700 0 0
FISERV INC PUT 337738958 12,299 119,900 SH Put DFND 4 119,900 0 0
FIRSTENERGY CORP COM 337932107 7,737 215,100 SH   DFND 3 215,100 0 0
FIRSTENERGY CORP COM 337932107 2,345 65,199 SH   DFND 17 47,418 0 17,781
FIRSTENERGY CORP COM 337932107 36,813 1,023,444 SH   DFND 21 413,370 0 610,074
FIRSTENERGY CORP COM 337932107 129 3,573 SH   DFND 25 3,573 0 0
FIVE9 INC COM 338307101 3,503 394,006 SH   DFND 17 384,204 0 9,802
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,775 68,304 SH   DFND 17 68,304 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 328 29,750 SH   DFND 21 29,750 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 7,715 51,864 SH   DFND 17 51,864 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,371 149,018 SH   DFND 17 145,733 0 3,285
FLUOR CORP NEW COM 343412102 54,015 1,005,875 SH   DFND 17 999,000 0 6,875
FLUOR CORP NEW COM 343412102 8 149 SH   DFND 21 0 0 149
FLOWSERVE CORP COM 34354P105 38,058 856,979 SH   DFND 21 795,380 0 61,599
FLOWSERVE CORP COM 34354P105 4,126 92,900 SH   DFND 24 92,900 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 1,680 3,000,000 PRN   DFND 17 3,000,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 525 41,342 SH   DFND 21 17,683 0 23,659
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,859 19,300 SH   DFND 17 19,300 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 6,360 66,041 SH   DFND 21 66,041 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 183 1,900 SH   DFND 24 1,900 0 0
FOOT LOCKER INC COM 344849104 19,350 300,000 SH   DFND 4 300,000 0 0
FOOT LOCKER INC COM 344849104 12,021 186,365 SH   DFND 17 78,297 0 108,068
FOOT LOCKER INC COM 344849104 83,249 1,290,675 SH   DFND 21 798,804 0 491,871
FOOT LOCKER INC COM 344849104 169 2,615 SH   DFND 25 2,615 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 194,955 14,441,085 SH   DFND 3 14,430,985 0 10,100
FORD MTR CO DEL COM PAR $0.01 345370860 794 58,831 SH   DFND 4 58,831 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 177,297 13,133,120 SH   DFND 17 12,251,775 0 881,345
FORD MTR CO DEL COM PAR $0.01 345370860 109,497 8,110,914 SH   DFND 21 5,771,069 0 2,339,845
FORD MTR CO DEL COM PAR $0.01 345370860 93 6,872 SH   DFND 25 6,872 0 0
FORD MTR CO DEL CALL 345370900 1,921 142,300 SH Call DFND 4 142,300 0 0
FORD MTR CO DEL PUT 345370950 9,881 731,900 SH Put DFND 4 731,900 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 33,501 7,008,581 SH   DFND 3 6,806,481 0 202,100
FORTINET INC COM 34959E109 2,721 88,820 SH   DFND 17 67,375 0 21,445
FORTUNE BRANDS HOME & SEC IN COM 34964C106 719 12,827 SH   DFND 21 12,740 0 87
FRANKLIN ELEC INC COM 353514102 9,099 282,846 SH   DFND 17 282,846 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 3,919 145,151 SH   DFND 17 140,222 0 4,929
FRANKLIN RES INC COM 354613101 268 6,862 SH   DFND 21 6,500 0 362
FRANKLIN STREET PPTYS CORP COM 35471R106 29,945 2,822,300 SH   DFND 3 2,723,500 0 98,800
FRANKLIN STREET PPTYS CORP COM 35471R106 643 60,580 SH   DFND 17 60,580 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,290 995,125 SH   DFND 17 992,625 0 2,500
FREEPORT-MCMORAN INC CL B 35671D857 8,719 843,254 SH   DFND 21 841,367 0 1,887
FRESH MKT INC COM 35804H106 2,904 101,800 SH   DFND 21 101,800 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 48 8,645 SH   DFND 17 8,645 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 891 159,457 SH   DFND 21 158,553 0 904
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 189,114 1,811,440 SH   DFND 17 1,724,685 0 86,755
FULTON FINL CORP PA COM 360271100 399 29,826 SH   DFND 17 29,826 0 0
FULTON FINL CORP PA COM 360271100 1,320 98,644 SH   DFND 21 40,224 0 58,420
GATX CORP COM 361448103 6,800 143,157 SH   DFND 17 46,975 0 96,182
GATX CORP COM 361448103 38,636 813,385 SH   DFND 21 547,315 0 266,070
GATX CORP COM 361448103 66 1,395 SH   DFND 25 1,395 0 0
GNC HLDGS INC COM CL A 36191G107 86 2,695 SH   DFND 17 0 0 2,695
GNC HLDGS INC COM CL A 36191G107 200 6,291 SH   DFND 21 6,291 0 0
GP STRATEGIES CORP COM 36225V104 3,847 140,419 SH   DFND 17 136,400 0 4,019
G-III APPAREL GROUP LTD COM 36237H101 11,538 236,005 SH   DFND 17 214,061 0 21,944
G-III APPAREL GROUP LTD COM 36237H101 102 2,078 SH   DFND 21 678 0 1,400
GTT COMMUNICATIONS INC COM 362393100 3,369 203,699 SH   DFND 17 198,197 0 5,502
GAMESTOP CORP NEW CL A 36467W109 6,147 193,736 SH   DFND 17 138,281 0 55,455
GAMESTOP CORP NEW CL A 36467W109 28,139 886,837 SH   DFND 21 660,878 0 225,959
GAMESTOP CORP NEW CL A 36467W109 45 1,420 SH   DFND 25 1,420 0 0
GAP INC DEL COM 364760108 1,246 42,394 SH   DFND 21 37,430 0 4,964
GENERAL CABLE CORP DEL NEW COM 369300108 248 20,275 SH   DFND 17 20,275 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 3,082 252,379 SH   DFND 21 252,379 0 0
GENERAL DYNAMICS CORP COM 369550108 6,043 46,000 SH   DFND 3 46,000 0 0
GENERAL DYNAMICS CORP COM 369550108 5,936 45,189 SH   DFND 4 45,189 0 0
GENERAL DYNAMICS CORP COM 369550108 174 1,327 SH   DFND 17 1,327 0 0
GENERAL DYNAMICS CORP COM 369550108 272 2,074 SH   DFND 21 1,900 0 174
GENERAL DYNAMICS CORP CALL 369550908 2,154 16,400 SH Call DFND 4 16,400 0 0
GENERAL DYNAMICS CORP PUT 369550958 19,587 149,100 SH Put DFND 4 149,100 0 0
GENERAL ELECTRIC CO COM 369604103 10,701 336,600 SH   DFND 3 336,600 0 0
GENERAL ELECTRIC CO COM 369604103 164,343 5,169,647 SH   DFND 17 5,002,657 0 166,990
GENERAL ELECTRIC CO COM 369604103 92,864 2,921,164 SH   DFND 20 2,921,164 0 0
GENERAL ELECTRIC CO COM 369604103 133,049 4,185,244 SH   DFND 21 3,085,864 0 1,099,380
GENERAL ELECTRIC CO COM 369604103 292 9,200 SH   DFND 24 9,200 0 0
GENERAL ELECTRIC CO COM 369604103 89 2,787 SH   DFND 25 2,787 0 0
GENERAL ELECTRIC CO CALL 369604903 17,329 545,100 SH Call DFND 4 545,100 0 0
GENERAL ELECTRIC CO PUT 369604953 87,988 2,767,800 SH Put DFND 4 2,767,800 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 13,445 452,240 SH   DFND 4 452,240 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 14 485 SH   DFND 17 485 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 7 223 SH   DFND 21 0 0 223
GENERAL GROWTH PPTYS INC NEW PUT 370023953 2,310 77,700 SH Put DFND 4 77,700 0 0
GENERAL MLS INC COM 370334104 661 10,431 SH   DFND 4 10,431 0 0
GENERAL MLS INC COM 370334104 952 15,028 SH   DFND 21 14,739 0 289
GENERAL MLS INC CALL 370334904 2,205 34,800 SH Call DFND 4 34,800 0 0
GENERAL MLS INC PUT 370334954 14,799 233,600 SH Put DFND 4 233,600 0 0
GENERAL MTRS CO COM 37045V100 202,092 6,429,900 SH   DFND 3 6,425,600 0 4,300
GENERAL MTRS CO COM 37045V100 33,884 1,078,089 SH   DFND 4 1,078,089 0 0
GENERAL MTRS CO COM 37045V100 109,583 3,486,570 SH   DFND 17 3,410,340 0 76,230
GENERAL MTRS CO COM 37045V100 98,308 3,127,835 SH   DFND 21 2,283,429 0 844,406
GENERAL MTRS CO COM 37045V100 87 2,760 SH   DFND 25 2,760 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 190 8,794 SH   DFND 4 8,794 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 121 5,558 SH   DFND 17 5,558 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 120 8,794 SH   DFND 4 8,794 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 76 5,558 SH   DFND 17 5,558 0 0
GENERAL MTRS CO CALL 37045V900 2,983 94,900 SH Call DFND 4 94,900 0 0
GENERAL MTRS CO PUT 37045V950 16,463 523,800 SH Put DFND 4 523,800 0 0
GENESCO INC COM 371532102 429 5,931 SH   DFND 21 5,931 0 0
GENTEX CORP COM 371901109 471 30,034 SH   DFND 21 29,634 0 400
GENOMIC HEALTH INC COM 37244C101 357 14,400 SH   DFND 17 0 0 14,400
GENUINE PARTS CO COM 372460105 239 2,409 SH   DFND 4 2,409 0 0
GENUINE PARTS CO COM 372460105 188 1,891 SH   DFND 21 1,800 0 91
GENUINE PARTS CO CALL 372460905 328 3,300 SH Call DFND 4 3,300 0 0
GENUINE PARTS CO PUT 372460955 1,749 17,600 SH Put DFND 4 17,600 0 0
GIBRALTAR INDS INC COM 374689107 21,588 754,820 SH   DFND 17 673,784 0 81,036
GIBRALTAR INDS INC COM 374689107 129 4,500 SH   DFND 21 0 0 4,500
GIGAMON INC COM 37518B102 16,667 537,283 SH   DFND 17 488,532 0 48,751
GIGAMON INC COM 37518B102 118 3,800 SH   DFND 21 0 0 3,800
GILEAD SCIENCES INC COM 375558103 189,338 2,061,163 SH   DFND 3 2,059,063 0 2,100
GILEAD SCIENCES INC COM 375558103 14,994 163,222 SH   DFND 4 163,222 0 0
GILEAD SCIENCES INC COM 375558103 249,585 2,717,011 SH   DFND 17 2,503,879 0 213,132
GILEAD SCIENCES INC COM 375558103 168,969 1,839,423 SH   DFND 21 1,238,628 0 600,795
GILEAD SCIENCES INC COM 375558103 8,065 87,800 SH   DFND 24 87,800 0 0
GILEAD SCIENCES INC COM 375558103 350 3,805 SH   DFND 25 3,805 0 0
GILEAD SCIENCES INC CALL 375558903 5,337 58,100 SH Call DFND 4 58,100 0 0
GILEAD SCIENCES INC PUT 375558953 78,017 849,300 SH Put DFND 4 849,300 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 75,511 18,485,000 PRN   DFND 17 18,045,000 0 440,000
GLATFELTER COM 377316104 347 16,720 SH   DFND 21 16,720 0 0
GLOBAL PMTS INC COM 37940X102 45,245 692,878 SH   DFND 17 500,797 0 192,081
GLOBAL PMTS INC COM 37940X102 7,740 118,528 SH   DFND 21 71,314 0 47,214
GLOBAL PMTS INC PUT 37940X952 392 6,000 SH Put DFND 21 6,000 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 25,182 1,009,300 SH   DFND 3 1,009,300 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 710 28,446 SH   DFND 17 0 0 28,446
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 356 14,256 SH   DFND 21 0 0 14,256
GLOBUS MED INC CL A 379577208 11,020 464,012 SH   DFND 17 412,306 0 51,706
GLOBUS MED INC CL A 379577208 1,692 71,240 SH   DFND 21 0 0 71,240
GODADDY INC CL A 380237107 2,915 90,150 SH   DFND 17 90,150 0 0
GOLDCORP INC NEW COM 380956409 5,038 243,775 SH   DFND 17 243,775 0 0
GOLDCORP INC NEW COM 380956409 31,146 1,507,004 SH   DFND 21 1,506,246 0 758
GOLDCORP INC NEW COM 380956409 736 35,600 SH   DFND 24 35,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 9,015 57,430 SH   DFND 3 57,430 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,361 46,894 SH   DFND 4 46,894 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 18,290 116,510 SH   DFND 17 75,887 0 40,623
GOLDMAN SACHS GROUP INC COM 38141G104 60,275 383,969 SH   DFND 21 237,658 0 146,311
GOLDMAN SACHS GROUP INC COM 38141G104 94 600 SH   DFND 24 600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 217 1,385 SH   DFND 25 1,385 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 2,716 17,300 SH Call DFND 4 17,300 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 39,433 251,200 SH Put DFND 4 251,200 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 800 201,073 SH   DFND 17 189,289 0 11,784
GOODYEAR TIRE & RUBR CO COM 382550101 6,263 189,900 SH   DFND 3 189,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,214 36,796 SH   DFND 17 31,506 0 5,290
GOODYEAR TIRE & RUBR CO COM 382550101 29,805 903,722 SH   DFND 21 431,815 0 471,907
GRAHAM HLDGS CO COM 384637104 432 899 SH   DFND 21 899 0 0
GRAINGER W W INC COM 384802104 266 1,138 SH   DFND 17 1,138 0 0
GRAINGER W W INC COM 384802104 27,596 118,220 SH   DFND 21 52,338 0 65,882
GRAINGER W W INC COM 384802104 5,882 25,200 SH   DFND 24 25,200 0 0
GRAND CANYON ED INC COM 38526M106 426 9,963 SH   DFND 21 9,963 0 0
GRANITE CONSTR INC COM 387328107 26,317 550,566 SH   DFND 17 493,190 0 57,376
GRANITE CONSTR INC COM 387328107 182 3,800 SH   DFND 21 0 0 3,800
GRAPHIC PACKAGING HLDG CO COM 388689101 45,632 3,551,100 SH   DFND 3 3,473,900 0 77,200
GRAPHIC PACKAGING HLDG CO COM 388689101 596 46,381 SH   DFND 17 46,381 0 0
GRAY TELEVISION INC COM 389375106 611 52,095 SH   DFND 17 52,095 0 0
GRAY TELEVISION INC COM 389375106 4,475 381,785 SH   DFND 21 381,785 0 0
GREAT SOUTHN BANCORP INC COM 390905107 290 7,812 SH   DFND 17 1,664 0 6,148
GREAT SOUTHN BANCORP INC COM 390905107 2 53 SH   DFND 21 53 0 0
GREAT PLAINS ENERGY INC COM 391164100 47,740 1,480,300 SH   DFND 3 1,442,900 0 37,400
GREAT PLAINS ENERGY INC COM 391164100 1,667 51,681 SH   DFND 17 51,681 0 0
GREAT PLAINS ENERGY INC COM 391164100 9,899 306,953 SH   DFND 21 83,415 0 223,538
GREAT WESTN BANCORP INC COM 391416104 54,321 1,991,964 SH   DFND 3 1,955,964 0 36,000
GREAT WESTN BANCORP INC COM 391416104 2,627 96,332 SH   DFND 17 81,212 0 15,120
GREAT WESTN BANCORP INC COM 391416104 3,133 114,906 SH   DFND 21 82,586 0 32,320
GREATBATCH INC COM 39153L106 955 26,808 SH   DFND 21 17,461 0 9,347
GREEN PLAINS INC COM 393222104 584 36,600 SH   DFND 17 9,900 0 26,700
GREEN PLAINS INC COM 393222104 458 28,704 SH   DFND 21 28,704 0 0
GREENBRIER COS INC COM 393657101 2,163 78,263 SH   DFND 17 8,563 0 69,700
GREENBRIER COS INC COM 393657101 1,228 44,420 SH   DFND 21 33,371 0 11,049
GROUP 1 AUTOMOTIVE INC COM 398905109 36,032 613,941 SH   DFND 3 597,841 0 16,100
GROUP 1 AUTOMOTIVE INC COM 398905109 1,136 19,357 SH   DFND 17 4,467 0 14,890
GROUP 1 AUTOMOTIVE INC COM 398905109 14,097 240,201 SH   DFND 21 191,375 0 48,826
GROUP 1 AUTOMOTIVE INC COM 398905109 55 934 SH   DFND 25 934 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 15,616 256,482 SH   DFND 17 235,073 0 21,409
GROUPE CGI INC CL A SUB VTG 39945C109 49,849 818,738 SH   DFND 21 498,190 0 320,548
GROUPE CGI INC CL A SUB VTG 39945C109 339 5,572 SH   DFND 25 5,572 0 0
GROUPON INC COM CL A 399473107 2,129 533,615 SH   DFND 17 0 0 533,615
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 213 7,746 SH   DFND 21 7,746 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 985 11,109 SH   DFND 17 3,709 0 7,400
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,184 13,342 SH   DFND 21 7,685 0 5,657
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,615 10,753 SH   DFND 17 10,753 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 3,262 21,724 SH   DFND 21 14,639 0 7,085
GUIDEWIRE SOFTWARE INC COM 40171V100 26,209 481,079 SH   DFND 17 452,179 0 28,900
GUIDEWIRE SOFTWARE INC COM 40171V100 106 1,950 SH   DFND 21 0 0 1,950
GULFPORT ENERGY CORP COM NEW 402635304 4,767 168,198 SH   DFND 21 0 0 168,198
HCA HOLDINGS INC COM 40412C101 28,816 369,193 SH   DFND 4 369,193 0 0
HCA HOLDINGS INC COM 40412C101 10,217 130,898 SH   DFND 17 82,936 0 47,962
HCA HOLDINGS INC COM 40412C101 8,053 103,181 SH   DFND 21 52,372 0 50,809
HCA HOLDINGS INC CALL 40412C901 937 12,000 SH Call DFND 4 12,000 0 0
HCA HOLDINGS INC PUT 40412C951 9,733 124,700 SH Put DFND 4 124,700 0 0
HCP INC COM 40414L109 5,431 166,700 SH   DFND 3 166,700 0 0
HCP INC COM 40414L109 976 29,945 SH   DFND 4 29,945 0 0
HCP INC COM 40414L109 13 384 SH   DFND 17 384 0 0
HCP INC COM 40414L109 133 4,080 SH   DFND 21 3,854 0 226
HCP INC PUT 40414L959 1,919 58,900 SH Put DFND 4 58,900 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 217 3,515 SH   DFND 17 3,515 0 0
HCI GROUP INC COM 40416E103 1,005 30,166 SH   DFND 3 15,381 0 14,785
HD SUPPLY HLDGS INC COM 40416M105 16,570 501,070 SH   DFND 17 407,821 0 93,249
HD SUPPLY HLDGS INC COM 40416M105 177 5,350 SH   DFND 21 0 0 5,350
HP INC COM 40434L105 788 63,996 SH   DFND 4 63,996 0 0
HP INC COM 40434L105 5,366 435,580 SH   DFND 17 429,075 0 6,505
HP INC COM 40434L105 31,388 2,547,703 SH   DFND 21 2,125,255 0 422,448
HP INC COM 40434L105 21 1,693 SH   DFND 25 1,693 0 0
HP INC CALL 40434L905 466 37,800 SH Call DFND 4 37,800 0 0
HP INC PUT 40434L955 5,203 422,300 SH Put DFND 4 422,300 0 0
HACKETT GROUP INC COM 404609109 5,312 351,319 SH   DFND 17 340,053 0 11,266
HAIN CELESTIAL GROUP INC COM 405217100 21,742 531,461 SH   DFND 17 522,410 0 9,051
HALLIBURTON CO COM 406216101 743 20,792 SH   DFND 4 20,792 0 0
HALLIBURTON CO COM 406216101 7,064 197,769 SH   DFND 17 197,769 0 0
HALLIBURTON CO COM 406216101 18 504 SH   DFND 21 0 0 504
HALLIBURTON CO COM 406216101 679 19,000 SH   DFND 24 19,000 0 0
HALLIBURTON CO CALL 406216901 2,868 80,300 SH Call DFND 4 80,300 0 0
HALLIBURTON CO PUT 406216951 9,391 262,900 SH Put DFND 4 262,900 0 0
HALLIBURTON CO PUT 406216951 4,151 116,200 SH Put DFND 21 116,200 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 721 76,124 SH   DFND 17 76,124 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 277 29,245 SH   DFND 24 29,245 0 0
HANCOCK HLDG CO COM 410120109 21,380 931,200 SH   DFND 3 931,200 0 0
HANESBRANDS INC COM 410345102 279 9,859 SH   DFND 17 9,859 0 0
HANESBRANDS INC COM 410345102 2,363 83,363 SH   DFND 21 56,276 0 27,087
HANOVER INS GROUP INC COM 410867105 56,625 627,635 SH   DFND 3 617,435 0 10,200
HANOVER INS GROUP INC COM 410867105 48,210 534,359 SH   DFND 17 444,047 0 90,312
HANOVER INS GROUP INC COM 410867105 41,689 462,087 SH   DFND 21 294,085 0 168,002
HANOVER INS GROUP INC COM 410867105 24 265 SH   DFND 25 265 0 0
HARMAN INTL INDS INC COM 413086109 7,954 89,331 SH   DFND 17 71,906 0 17,425
HARMAN INTL INDS INC COM 413086109 254 2,848 SH   DFND 21 0 0 2,848
HARRIS CORP DEL COM 413875105 6,377 81,900 SH   DFND 3 81,900 0 0
HARRIS CORP DEL COM 413875105 80 1,031 SH   DFND 17 0 0 1,031
HARRIS CORP DEL COM 413875105 23,377 300,247 SH   DFND 21 116,131 0 184,116
HARRIS CORP DEL COM 413875105 21 268 SH   DFND 25 268 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 200,989 4,361,748 SH   DFND 3 4,358,248 0 3,500
HARTFORD FINL SVCS GROUP INC COM 416515104 489 10,609 SH   DFND 4 10,609 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 54,089 1,173,797 SH   DFND 17 1,162,957 0 10,840
HARTFORD FINL SVCS GROUP INC COM 416515104 33,278 722,182 SH   DFND 21 307,816 0 414,366
HARTFORD FINL SVCS GROUP INC COM 416515104 22 476 SH   DFND 25 476 0 0
HARTFORD FINL SVCS GROUP INC CALL 416515904 1,037 22,500 SH Call DFND 4 22,500 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 6,755 146,600 SH Put DFND 4 146,600 0 0
HASBRO INC COM 418056107 9,017 112,569 SH   DFND 21 112,434 0 135
HATTERAS FINL CORP COM 41902R103 365 25,513 SH   DFND 17 25,513 0 0
HATTERAS FINL CORP COM 41902R103 605 42,334 SH   DFND 21 42,334 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,498 31,740 SH   DFND 17 5,145 0 26,595
HAWAIIAN HOLDINGS INC COM 419879101 20,337 430,956 SH   DFND 21 151,628 0 279,328
HEALTHSOUTH CORP COM NEW 421924309 2,037 54,121 SH   DFND 17 34,081 0 20,040
HEALTHSOUTH CORP COM NEW 421924309 3,559 94,584 SH   DFND 21 94,584 0 0
HEALTHCARE RLTY TR COM 421946104 6,336 205,129 SH   DFND 4 205,129 0 0
HEADWATERS INC COM 42210P102 1,560 78,604 SH   DFND 21 0 0 78,604
HEALTHCARE TR AMER INC CL A NEW 42225P501 6,480 220,261 SH   DFND 4 220,261 0 0
HEARTLAND PMT SYS INC COM 42235N108 3,917 40,564 SH   DFND 21 33,632 0 6,932
HEIDRICK & STRUGGLES INTL IN COM 422819102 389 16,400 SH   DFND 17 16,400 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,273 584,383 SH   DFND 17 584,383 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 44 7,883 SH   DFND 21 7,883 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 13,895 17,700,000 PRN   DFND 17 15,090,000 0 2,610,000
HELMERICH & PAYNE INC COM 423452101 13 220 SH   DFND 3 220 0 0
HELMERICH & PAYNE INC COM 423452101 315 5,360 SH   DFND 17 5,360 0 0
HELMERICH & PAYNE INC COM 423452101 4,068 69,274 SH   DFND 21 67,474 0 1,800
HENRY JACK & ASSOC INC COM 426281101 2,039 24,108 SH   DFND 17 24,108 0 0
HENRY JACK & ASSOC INC COM 426281101 19,418 229,610 SH   DFND 21 190,068 0 39,542
HERITAGE COMMERCE CORP COM 426927109 1,841 183,880 SH   DFND 17 173,049 0 10,831
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 139,886 150,415,000 PRN   DFND 17 143,815,000 0 6,600,000
HERCULES OFFSHORE INC COM NEW 427093307 1,564 651,529 SH   DFND 17 651,529 0 0
HERITAGE INS HLDGS INC COM 42727J102 339 21,222 SH   DFND 17 21,222 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,731 108,398 SH   DFND 21 92,093 0 16,305
HERON THERAPEUTICS INC COM 427746102 7,119 374,878 SH   DFND 17 329,438 0 45,440
HERON THERAPEUTICS INC COM 427746102 1,857 97,800 SH   DFND 24 97,800 0 0
HERSHEY CO COM 427866108 4,589 49,833 SH   DFND 20 49,833 0 0
HERSHEY CO COM 427866108 1,708 18,550 SH   DFND 21 18,468 0 82
HESKA CORP COM RESTRC NEW 42805E306 1,188 41,673 SH   DFND 17 39,223 0 2,450
HESS CORP COM 42809H107 6,198 117,715 SH   DFND 17 117,715 0 0
HESS CORP COM 42809H107 2,616 49,688 SH   DFND 21 49,545 0 143
HESS CORP COM 42809H107 342 6,500 SH   DFND 24 6,500 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 515 29,073 SH   DFND 4 29,073 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 59,105 3,333,637 SH   DFND 17 2,604,607 0 729,030
HEWLETT PACKARD ENTERPRISE C COM 42824C109 19,385 1,093,359 SH   DFND 21 861,207 0 232,152
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 1,023 57,700 SH Call DFND 4 57,700 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 7,322 413,000 SH Put DFND 4 413,000 0 0
HEXCEL CORP NEW COM 428291108 3,913 89,512 SH   DFND 21 79,879 0 9,633
HEXCEL CORP NEW COM 428291108 8,620 197,200 SH   DFND 24 197,200 0 0
HILL ROM HLDGS INC COM 431475102 2,714 53,958 SH   DFND 17 42,213 0 11,745
HILL ROM HLDGS INC COM 431475102 7,760 154,272 SH   DFND 21 113,761 0 40,511
HILLENBRAND INC COM 431571108 34,448 1,150,200 SH   DFND 3 1,150,200 0 0
HILLENBRAND INC COM 431571108 168 5,600 SH   DFND 21 5,600 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 11,337 503,430 SH   DFND 4 498,257 0 5,173
HILTON WORLDWIDE HLDGS INC COM 43300A104 13 580 SH   DFND 17 580 0 0
HOLLYFRONTIER CORP COM 436106108 5,711 161,700 SH   DFND 3 161,700 0 0
HOLLYFRONTIER CORP COM 436106108 5,504 155,846 SH   DFND 17 11,308 0 144,538
HOLLYFRONTIER CORP COM 436106108 9,667 273,704 SH   DFND 21 153,486 0 120,218
HOLOGIC INC COM 436440101 3,894 112,870 SH   DFND 17 106,168 0 6,702
HOLOGIC INC COM 436440101 24,213 701,831 SH   DFND 21 628,363 0 73,468
HOLOGIC INC FRNT 2.000%12/1 436440AB7 10,732 7,295,000 PRN   DFND 17 6,225,000 0 1,070,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 60,040 46,440,000 PRN   DFND 17 42,055,000 0 4,385,000
HOLOGIC INC FRNT 12/1 436440AG6 51,222 41,225,000 PRN   DFND 17 41,225,000 0 0
HOME BANCSHARES INC COM 436893200 6,408 156,486 SH   DFND 17 156,486 0 0
HOME BANCSHARES INC COM 436893200 1,380 33,710 SH   DFND 21 13,879 0 19,831
HOME DEPOT INC COM 437076102 2,669 20,004 SH   DFND 4 20,004 0 0
HOME DEPOT INC COM 437076102 282,958 2,120,646 SH   DFND 17 1,971,704 0 148,942
HOME DEPOT INC COM 437076102 1,294 9,700 SH   DFND 20 9,700 0 0
HOME DEPOT INC COM 437076102 118,624 889,034 SH   DFND 21 671,365 0 217,669
HOME DEPOT INC COM 437076102 147 1,100 SH   DFND 24 1,100 0 0
HOME DEPOT INC CALL 437076902 11,008 82,500 SH Call DFND 4 82,500 0 0
HOME DEPOT INC PUT 437076952 77,750 582,700 SH Put DFND 4 582,700 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 1,347 37,790 SH   DFND 21 37,790 0 0
HONEYWELL INTL INC COM 438516106 4,245 37,887 SH   DFND 4 37,887 0 0
HONEYWELL INTL INC COM 438516106 818 7,304 SH   DFND 21 6,930 0 374
HONEYWELL INTL INC CALL 438516906 3,967 35,400 SH Call DFND 4 35,400 0 0
HONEYWELL INTL INC PUT 438516956 49,044 437,700 SH Put DFND 4 437,700 0 0
HOOKER FURNITURE CORP COM 439038100 599 18,230 SH   DFND 17 1,882 0 16,348
HOOKER FURNITURE CORP COM 439038100 263 8,018 SH   DFND 21 8,018 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 356 11,246 SH   DFND 21 11,246 0 0
HORMEL FOODS CORP COM 440452100 9,739 225,231 SH   DFND 17 223,706 0 1,525
HORMEL FOODS CORP COM 440452100 13,901 321,487 SH   DFND 21 33,344 0 288,143
HORMEL FOODS CORP COM 440452100 4,680 108,240 SH   DFND 24 108,240 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 52,430 61,990,000 PRN   DFND 17 56,845,000 0 5,145,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 7,943 13,350,000 PRN   DFND 17 13,350,000 0 0
HORTONWORKS INC COM 440894103 569 50,395 SH   DFND 17 38,675 0 11,720
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 25 950 SH   DFND 3 950 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 632 23,814 SH   DFND 17 23,814 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 39 1,483 SH   DFND 21 1,353 0 130
HOULIHAN LOKEY INC CL A 441593100 16,334 656,000 SH   DFND 3 632,700 0 23,300
HOULIHAN LOKEY INC CL A 441593100 1,189 47,770 SH   DFND 17 47,770 0 0
HUDBAY MINERALS INC PUT 443628952 2,142 450,000 SH Put DFND 4 450,000 0 0
HUMANA INC COM 444859102 1,473 8,053 SH   DFND 4 8,053 0 0
HUMANA INC COM 444859102 11,793 64,462 SH   DFND 21 60,086 0 4,376
HUMANA INC CALL 444859902 2,159 11,800 SH Call DFND 4 11,800 0 0
HUMANA INC PUT 444859952 12,349 67,500 SH Put DFND 4 67,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,020 106,891 SH   DFND 17 106,891 0 0
HUNTINGTON BANCSHARES INC COM 446150104 6,881 721,295 SH   DFND 21 297,791 0 423,504
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 32,622 23,725 SH   DFND 17 23,725 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 12,212 89,175 SH   DFND 3 89,175 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 8,928 65,198 SH   DFND 17 63,788 0 1,410
HUNTINGTON INGALLS INDS INC COM 446413106 10,730 78,358 SH   DFND 21 38,065 0 40,293
HUNTINGTON INGALLS INDS INC COM 446413106 50 367 SH   DFND 25 367 0 0
HUNTSMAN CORP COM 447011107 10,235 769,559 SH   DFND 17 647,722 0 121,837
HUNTSMAN CORP COM 447011107 1,171 88,072 SH   DFND 21 57,835 0 30,237
HURON CONSULTING GROUP INC COM 447462102 336 5,767 SH   DFND 17 5,767 0 0
HURON CONSULTING GROUP INC COM 447462102 4,397 75,564 SH   DFND 21 75,564 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 8,933 9,245,000 PRN   DFND 17 8,970,000 0 275,000
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 4,388 332,400 SH   DFND 20 332,400 0 0
IDT CORP CL B NEW 448947507 132 8,439 SH   DFND 17 8,439 0 0
IDT CORP CL B NEW 448947507 265 16,969 SH   DFND 21 5,352 0 11,617
IAC INTERACTIVECORP COM 44919P508 247 5,255 SH   DFND 17 0 0 5,255
IAC INTERACTIVECORP COM 44919P508 39 830 SH   DFND 21 742 0 88
ICF INTL INC COM 44925C103 18 526 SH   DFND 17 526 0 0
ICF INTL INC COM 44925C103 893 25,975 SH   DFND 21 4,787 0 21,188
ICU MED INC COM 44930G107 1,443 13,860 SH   DFND 17 7,675 0 6,185
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 15,538 19,825,000 PRN   DFND 17 19,825,000 0 0
IPG PHOTONICS CORP COM 44980X109 5,059 52,654 SH   DFND 17 42,715 0 9,939
ISTAR INC COM 45031U101 2,415 250,000 SH   DFND 4 250,000 0 0
ITT CORP NEW COM NEW 450911201 56,793 1,539,515 SH   DFND 3 1,511,415 0 28,100
ITT CORP NEW COM NEW 450911201 1,311 35,525 SH   DFND 17 35,525 0 0
ICICI BK LTD ADR 45104G104 85,338 11,918,700 SH   DFND 3 8,790,000 0 3,128,700
ICICI BK LTD ADR 45104G104 1,769 247,037 SH   DFND 20 247,037 0 0
ICICI BK LTD ADR 45104G104 928 129,665 SH   DFND 21 77,545 0 52,120
ICONIX BRAND GROUP INC COM 451055107 677 84,069 SH   DFND 17 84,069 0 0
ICONIX BRAND GROUP INC COM 451055107 1,090 135,364 SH   DFND 21 90,311 0 45,053
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 7,958 8,100,000 PRN   DFND 17 8,000,000 0 100,000
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 23,491 34,005,000 PRN   DFND 17 33,705,000 0 300,000
IDACORP INC COM 451107106 156 2,085 SH   DFND 17 2,085 0 0
IDACORP INC COM 451107106 2,460 32,979 SH   DFND 21 31,475 0 1,504
IDEX CORP COM 45167R104 13,080 157,814 SH   DFND 17 157,814 0 0
IDEX CORP COM 45167R104 20,771 250,615 SH   DFND 21 127,491 0 123,124
IDEX CORP COM 45167R104 5,926 71,500 SH   DFND 24 71,500 0 0
IHS INC CL A 451734107 1,668 13,433 SH   DFND 21 13,433 0 0
ILLINOIS TOOL WKS INC COM 452308109 12,327 120,335 SH   DFND 3 120,335 0 0
ILLINOIS TOOL WKS INC COM 452308109 225 2,192 SH   DFND 4 2,192 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,974 19,274 SH   DFND 17 19,274 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,109 10,830 SH   DFND 21 10,600 0 230
ILLINOIS TOOL WKS INC CALL 452308909 2,581 25,200 SH Call DFND 4 25,200 0 0
ILLINOIS TOOL WKS INC PUT 452308959 16,052 156,700 SH Put DFND 4 156,700 0 0
ILLUMINA INC COM 452327109 1,358 8,376 SH   DFND 4 8,376 0 0
ILLUMINA INC COM 452327109 11 65 SH   DFND 21 0 0 65
ILLUMINA INC CALL 452327909 956 5,900 SH Call DFND 4 5,900 0 0
ILLUMINA INC PUT 452327959 10,780 66,500 SH Put DFND 4 66,500 0 0
ILLUMINA INC NOTE 6/1 452327AF6 38,727 37,270,000 PRN   DFND 17 31,900,000 0 5,370,000
ILLUMINA INC NOTE 6/1 452327AF6 5,715 5,500,000 PRN   DFND 21 2,500,000 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 80,942 74,870,000 PRN   DFND 17 74,870,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 2,270 2,100,000 PRN   DFND 21 2,100,000 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 156 11,235 SH   DFND 17 0 0 11,235
IMPAX LABORATORIES INC COM 45256B101 6,591 205,841 SH   DFND 17 192,751 0 13,090
IMPAX LABORATORIES INC COM 45256B101 576 18,000 SH   DFND 24 18,000 0 0
IMPERVA INC COM 45321L100 60,534 1,198,686 SH   DFND 17 945,310 0 253,376
INC RESH HLDGS INC CL A 45329R109 196 4,750 SH   DFND 17 0 0 4,750
INC RESH HLDGS INC CL A 45329R109 570 13,840 SH   DFND 21 0 0 13,840
INCONTACT INC COM 45336E109 3,489 392,465 SH   DFND 17 382,065 0 10,400
INCYTE CORP COM 45337C102 22,093 304,854 SH   DFND 17 263,619 0 41,235
INCYTE CORP COM 45337C102 6,218 85,800 SH   DFND 24 85,800 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 24,526 17,020,000 PRN   DFND 17 15,280,000 0 1,740,000
INDEPENDENCE CONTRACT DRIL I COM 453415309 943 197,595 SH   DFND 17 186,053 0 11,542
INDEPENDENT BANK CORP MASS COM 453836108 254 5,532 SH   DFND 17 5,532 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,810 35,287 SH   DFND 17 35,287 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 6,238 121,641 SH   DFND 21 87,240 0 34,401
INFORMATION SERVICES GROUP I COM 45675Y104 1,389 353,431 SH   DFND 17 332,150 0 21,281
INFOSYS LTD SPONSORED ADR 456788108 2,232 117,356 SH   DFND 17 82,864 0 34,492
INFOSYS LTD SPONSORED ADR 456788108 29,766 1,564,374 SH   DFND 20 1,564,374 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,148 165,535 SH   DFND 21 117,397 0 48,138
INFOSYS LTD SPONSORED ADR 456788108 869 45,700 SH   DFND 25 45,700 0 0
ING GROEP N V DBCV 6.000%12/2 456837AE3 9,877 10,500,000 PRN   DFND 4 10,500,000 0 0
ING GROEP N V DBCV 6.500%12/2 456837AF0 91,803 99,650,000 PRN   DFND 4 99,650,000 0 0
INFRAREIT INC COM 45685L100 28,763 1,687,000 SH   DFND 3 1,630,600 0 56,400
INFRAREIT INC COM 45685L100 1,296 76,028 SH   DFND 17 76,028 0 0
INGLES MKTS INC CL A 457030104 19,694 525,186 SH   DFND 3 498,153 0 27,033
INGLES MKTS INC CL A 457030104 2,312 61,656 SH   DFND 17 22,640 0 39,016
INGLES MKTS INC CL A 457030104 2,312 61,644 SH   DFND 21 45,432 0 16,212
INGRAM MICRO INC CL A 457153104 19,563 544,768 SH   DFND 17 395,052 0 149,716
INGRAM MICRO INC CL A 457153104 7,236 201,515 SH   DFND 21 174,672 0 26,843
INGREDION INC COM 457187102 64,901 607,740 SH   DFND 3 597,240 0 10,500
INGREDION INC COM 457187102 32,535 304,668 SH   DFND 17 281,066 0 23,602
INGREDION INC COM 457187102 14,476 135,555 SH   DFND 21 44,001 0 91,554
INGREDION INC COM 457187102 6,536 61,200 SH   DFND 24 61,200 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,327 46,320 SH   DFND 21 41,567 0 4,753
INNOSPEC INC COM 45768S105 153 3,524 SH   DFND 17 3,524 0 0
INNOSPEC INC COM 45768S105 227 5,245 SH   DFND 21 4,162 0 1,083
INPHI CORP COM 45772F107 18,427 552,685 SH   DFND 17 506,518 0 46,167
INPHI CORP COM 45772F107 100 3,000 SH   DFND 21 0 0 3,000
INNOPHOS HOLDINGS INC COM 45774N108 25,387 821,320 SH   DFND 3 803,920 0 17,400
INNOPHOS HOLDINGS INC COM 45774N108 1,379 44,628 SH   DFND 21 3,050 0 41,578
INSTEEL INDUSTRIES INC COM 45774W108 66 2,152 SH   DFND 17 2,152 0 0
INSTEEL INDUSTRIES INC COM 45774W108 912 29,844 SH   DFND 21 29,844 0 0
INSPERITY INC COM 45778Q107 1,502 29,037 SH   DFND 17 23,280 0 5,757
INSPERITY INC COM 45778Q107 9,369 181,112 SH   DFND 21 134,080 0 47,032
INSPERITY INC COM 45778Q107 77 1,498 SH   DFND 25 1,498 0 0
INOGEN INC COM 45780L104 13,965 310,462 SH   DFND 17 306,287 0 4,175
INSTALLED BLDG PRODS INC COM 45780R101 17,732 666,352 SH   DFND 17 581,928 0 84,424
INSTALLED BLDG PRODS INC COM 45780R101 100 3,750 SH   DFND 21 0 0 3,750
INTEGRATED DEVICE TECHNOLOGY COM 458118106 7,460 364,977 SH   DFND 17 334,757 0 30,220
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 34,557 36,750,000 PRN   DFND 17 31,890,000 0 4,860,000
INTEGRATED ELECTRICAL SVC COM 45811E301 973 66,301 SH   DFND 17 62,294 0 4,007
INTEL CORP COM 458140100 170,485 5,270,027 SH   DFND 3 5,265,827 0 4,200
INTEL CORP COM 458140100 9,540 294,909 SH   DFND 4 294,909 0 0
INTEL CORP COM 458140100 331,803 10,256,667 SH   DFND 17 9,207,925 0 1,048,742
INTEL CORP COM 458140100 246,398 7,616,634 SH   DFND 21 5,105,190 0 2,511,444
INTEL CORP COM 458140100 55 1,700 SH   DFND 24 1,700 0 0
INTEL CORP COM 458140100 405 12,533 SH   DFND 25 12,533 0 0
INTEL CORP CALL 458140900 4,856 150,100 SH Call DFND 4 150,100 0 0
INTEL CORP PUT 458140950 48,654 1,504,000 SH Put DFND 4 1,504,000 0 0
INTEL CORP SDCV 12/1 458140AD2 509 400,000 PRN   DFND 4 400,000 0 0
INTEL CORP SDCV 12/1 458140AD2 17,640 14,000,000 PRN   DFND 21 7,000,000 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 190,909 119,430,000 PRN   DFND 17 112,820,000 0 6,610,000
INTELIQUENT INC COM 45825N107 24,966 1,555,525 SH   DFND 3 1,495,075 0 60,450
INTELIQUENT INC COM 45825N107 201 12,517 SH   DFND 21 12,517 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,091 8,495 SH   DFND 17 8,495 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 475 3,700 SH   DFND 24 3,700 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 46,373 45,020,000 PRN   DFND 17 38,795,000 0 6,225,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,864 20,687 SH   DFND 4 20,687 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 30,091 127,969 SH   DFND 17 126,104 0 1,865
INTERCONTINENTAL EXCHANGE IN COM 45866F104 45,790 194,735 SH   DFND 21 189,258 0 5,477
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 3,245 13,800 SH Call DFND 4 13,800 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 17,024 72,400 SH Put DFND 4 72,400 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 34,307 1,391,181 SH   DFND 3 1,391,181 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 86 3,500 SH   DFND 21 3,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 379,771 2,507,567 SH   DFND 3 2,505,767 0 1,800
INTERNATIONAL BUSINESS MACHS COM 459200101 1,276 8,428 SH   DFND 4 8,428 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 173,007 1,142,339 SH   DFND 17 1,082,243 0 60,096
INTERNATIONAL BUSINESS MACHS COM 459200101 29,888 197,345 SH   DFND 21 162,349 0 34,996
INTERNATIONAL BUSINESS MACHS COM 459200101 91 600 SH   DFND 24 600 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 37 246 SH   DFND 25 246 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 10,556 69,700 SH Call DFND 4 69,700 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 63,851 421,600 SH Put DFND 4 421,600 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 748 6,573 SH   DFND 17 6,573 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 97,018 852,759 SH   DFND 21 655,447 0 197,312
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 410 3,600 SH   DFND 24 3,600 0 0
INTL PAPER CO COM 460146103 189,122 4,608,241 SH   DFND 3 4,605,141 0 3,100
INTL PAPER CO COM 460146103 28,845 702,842 SH   DFND 4 702,842 0 0
INTL PAPER CO COM 460146103 42,042 1,024,426 SH   DFND 17 1,018,151 0 6,275
INTL PAPER CO COM 460146103 17,709 431,516 SH   DFND 21 289,936 0 141,580
INTL PAPER CO CALL 460146903 575 14,000 SH Call DFND 4 14,000 0 0
INTL PAPER CO PUT 460146953 3,607 87,900 SH Put DFND 4 87,900 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,207 183,329 SH   DFND 17 161,709 0 21,620
INTERPUBLIC GROUP COS INC COM 460690100 19,023 828,868 SH   DFND 21 807,078 0 21,790
INTERSIL CORP CL A 46069S109 338 25,310 SH   DFND 21 25,310 0 0
INTERSECT ENT INC COM 46071F103 2,942 154,840 SH   DFND 17 151,267 0 3,573
INTL FCSTONE INC COM 46116V105 715 26,756 SH   DFND 17 4,356 0 22,400
INTL FCSTONE INC COM 46116V105 593 22,198 SH   DFND 21 22,198 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 1,097 39,452 SH   DFND 17 39,452 0 0
INTRALINKS HLDGS INC COM 46118H104 1,618 205,315 SH   DFND 17 205,315 0 0
INTUIT COM 461202103 871 8,377 SH   DFND 4 8,377 0 0
INTUIT COM 461202103 83,617 803,932 SH   DFND 17 615,377 0 188,555
INTUIT COM 461202103 35,001 336,516 SH   DFND 21 232,329 0 104,187
INTUIT CALL 461202903 1,508 14,500 SH Call DFND 4 14,500 0 0
INTUIT PUT 461202953 10,515 101,100 SH Put DFND 4 101,100 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 322 535 SH   DFND 4 535 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 22,785 37,908 SH   DFND 17 36,973 0 935
INTUITIVE SURGICAL INC COM NEW 46120E602 465 774 SH   DFND 21 747 0 27
INTUITIVE SURGICAL INC PUT 46120E952 3,666 6,100 SH Put DFND 4 6,100 0 0
IRADIMED CORP COM 46266A109 1,305 68,102 SH   DFND 17 63,960 0 4,142
IRON MTN INC NEW COM 46284V101 59,343 1,750,000 SH   DFND 4 1,750,000 0 0
IRON MTN INC NEW COM 46284V101 1,028 30,328 SH   DFND 17 30,328 0 0
IRON MTN INC NEW COM 46284V101 6 169 SH   DFND 21 0 0 169
ISHARES GLB GLD MINR ETF 464286335 3,079 359,700 SH   DFND 24 0 0 359,700
ISHARES MSCI WORLD ETF 464286392 8,890 128,153 SH   DFND 25 128,153 0 0
ISHARES MSCI BRZ CAP ETF 464286400 526 20,000 SH   DFND 24 20,000 0 0
ISHARES EM MK MINVOL ETF 464286533 352 6,859 SH   DFND 17 6,859 0 0
ISHARES EM MK MINVOL ETF 464286533 14,897 290,000 SH   DFND 25 290,000 0 0
ISHARES MSCI BRIC INDX 464286657 470 15,838 SH   DFND   0 0 15,838
ISHARES MSCI TAIWAN ETF 464286731 651 47,000 SH   DFND   26,900 0 20,100
ISHARES MSCI STH KOR ETF 464286772 1,829 34,626 SH   DFND 17 34,626 0 0
ISHARES MSCI JAPAN ETF 464286848 456 40,000 SH   DFND 24 40,000 0 0
ISHARES TR TIPS BD ETF 464287176 707 6,170 SH   DFND   3,400 0 2,770
ISHARES TR CORE S&P500 ETF 464287200 27,071 131,000 SH   DFND 24 0 0 131,000
ISHARES TR CORE US AGGBD ET 464287226 32 285 SH   DFND 17 285 0 0
ISHARES TR CORE US AGGBD ET 464287226 332 3,000 SH   DFND 24 3,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 260 7,600 SH   DFND   7,600 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 360 10,500 SH   DFND 17 10,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,829 141,000 SH   DFND 24 141,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 523 4,400 SH   DFND   2,200 0 2,200
ISHARES TR IBOXX INV CP ETF 464287242 196,654 1,655,060 SH   DFND 4 1,655,060 0 0
ISHARES TR IBOXX INV CP ETF 464287242 11,418 96,097 SH   DFND 17 96,097 0 0
ISHARES TR IBOXX INV CP ETF 464287242 6,250 52,600 SH   DFND 24 52,600 0 0
ISHARES TR IBOXX INV CP ETF 464287242 16,872 142,000 SH   DFND 25 142,000 0 0
ISHARES TR GLOBAL TECH ETF 464287291 7,199 72,100 SH   DFND 24 0 0 72,100
ISHARES TR LATN AMER 40 ETF 464287390 13,196 524,500 SH   DFND 24 0 0 524,500
ISHARES TR S&P 500 VAL ETF 464287408 719 8,000 SH   DFND 17 8,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432 2,090 16,000 SH   DFND   9,500 0 6,500
ISHARES TR 20 YR TR BD ETF 464287432 131 1,000 SH   DFND 4 1,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432 4 33 SH   DFND 17 33 0 0
ISHARES TR 20 YR TR BD ETF 464287432 28,604 219,000 SH   DFND 24 0 0 219,000
ISHARES TR 1-3 YR TR BD ETF 464287457 986 11,600 SH   DFND   11,600 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 7 80 SH   DFND 17 80 0 0
ISHARES TR MSCI EAFE ETF 464287465 34,531 604,434 SH   DFND 4 604,434 0 0
ISHARES TR MSCI EAFE ETF 464287465 51,882 907,654 SH   DFND 17 907,654 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 261 1,000 SH   DFND 17 0 0 1,000
ISHARES TR NASDQ BIOTEC ETF 464287556 443 1,700 SH   DFND 24 1,700 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 385 3,894 SH   DFND 17 3,894 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,408 15,113 SH   DFND 17 15,113 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 5,671 51,265 SH   DFND 17 51,265 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 935 8,450 SH   DFND 24 8,450 0 0
ISHARES TR U.S. TECH ETF 464287721 14,170 130,600 SH   DFND 24 0 0 130,600
ISHARES TR PUT 464287954 603,642 17,637,200 SH Put DFND 4 17,637,200 0 0
ISHARES TR PUT 464287954 5,990 174,900 SH Put DFND 21 174,900 0 0
ISHARES TR PUT 464287955 177,694 2,034,288 SH Put DFND 4 2,034,288 0 0
ISHARES TR PUT 464287959 51,567 662,300 SH Put DFND 4 662,300 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 1,093 20,000 SH   DFND 24 20,000 0 0
ISHARES TR MSCI ACWI EX US 464288240 1,191 30,177 SH   DFND 17 30,177 0 0
ISHARES TR MSCI ACWI ETF 464288257 21,583 385,000 SH   DFND 17 385,000 0 0
ISHARES TR MSCI ACWI ETF 464288257 6,223 111,000 SH   DFND 24 18,000 0 93,000
ISHARES TR JP MOR EM MK ETF 464288281 861 7,800 SH   DFND   4,000 0 3,800
ISHARES TR JP MOR EM MK ETF 464288281 10,086 91,398 SH   DFND 17 91,398 0 0
ISHARES TR JP MOR EM MK ETF 464288281 3,311 30,000 SH   DFND 24 30,000 0 0
ISHARES TR JP MOR EM MK ETF 464288281 58,598 531,015 SH   DFND 25 531,015 0 0
ISHARES TR INTL SEL DIV ETF 464288448 604 20,836 SH   DFND 17 20,836 0 0
ISHARES TR IBOXX HI YD ETF 464288513 5,481 67,093 SH   DFND 17 67,093 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,394 29,300 SH   DFND 25 29,300 0 0
ISHARES TR MBS ETF 464288588 7,015 64,078 SH   DFND 17 64,078 0 0
ISHARES TR 3-7 YR TR BD ETF 464288661 13 100 SH   DFND 17 100 0 0
ISHARES TR 3-7 YR TR BD ETF 464288661 2,872 22,800 SH   DFND 24 22,800 0 0
ISHARES TR U.S. PFD STK ETF 464288687 1,456 37,300 SH   DFND   20,800 0 16,500
ISHARES TR CORE HIGH DV ETF 46429B663 1,114 14,277 SH   DFND 17 14,277 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 25,144 378,454 SH   DFND 17 378,454 0 0
ISHARES TR USA MIN VOL ETF 46429B697 27,545 627,011 SH   DFND 17 627,011 0 0
ISHARES TR USA MIN VOL ETF 46429B697 24,645 561,000 SH   DFND 25 561,000 0 0
ISHARES TR MSCI USA QLT FAC 46432F339 2,353 35,860 SH   DFND   17,100 0 18,760
ISHARES TR MSCI USA QLT FAC 46432F339 2,160 32,913 SH   DFND 17 32,913 0 0
ISHARES TR MSCI USA QLT FAC 46432F339 22,114 337,000 SH   DFND 25 337,000 0 0
ISHARES TR MSCI USAVALFCT 46432F388 798 13,000 SH   DFND   7,200 0 5,800
ISHARES TR MSCI USAVALFCT 46432F388 19,908 324,500 SH   DFND 25 324,500 0 0
ISHARES TR MSCI USAMOMFCT 46432F396 1,872 25,613 SH   DFND 17 25,613 0 0
ISHARES TR MSCI USAMOMFCT 46432F396 22,807 312,000 SH   DFND 25 312,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 916 22,000 SH   DFND 24 22,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 4,383 510,207 SH   DFND 21 510,207 0 0
J & J SNACK FOODS CORP COM 466032109 322 2,970 SH   DFND 17 2,970 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 110 12,735 SH   DFND 21 12,735 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 50,448 52,825,000 PRN   DFND 17 52,825,000 0 0
JPMORGAN CHASE & CO COM 46625H100 382,407 6,457,391 SH   DFND 3 6,453,391 0 4,000
JPMORGAN CHASE & CO COM 46625H100 64,758 1,093,514 SH   DFND 4 1,092,689 0 825
JPMORGAN CHASE & CO COM 46625H100 176,248 2,976,165 SH   DFND 17 2,907,015 0 69,150
JPMORGAN CHASE & CO COM 46625H100 246,175 4,156,956 SH   DFND 21 3,185,498 0 971,458
JPMORGAN CHASE & CO COM 46625H100 95 1,600 SH   DFND 24 1,600 0 0
JPMORGAN CHASE & CO COM 46625H100 408 6,882 SH   DFND 25 6,882 0 0
JPMORGAN CHASE & CO CALL 46625H900 14,035 237,000 SH Call DFND 4 237,000 0 0
JPMORGAN CHASE & CO PUT 46625H950 71,591 1,208,900 SH Put DFND 4 1,208,900 0 0
JABIL CIRCUIT INC COM 466313103 4,597 238,574 SH   DFND 17 152,367 0 86,207
JABIL CIRCUIT INC COM 466313103 26,410 1,370,544 SH   DFND 21 706,110 0 664,434
JABIL CIRCUIT INC COM 466313103 15 756 SH   DFND 25 756 0 0
JACK IN THE BOX INC COM 466367109 545 8,529 SH   DFND 17 7,364 0 1,165
JACK IN THE BOX INC COM 466367109 1,238 19,389 SH   DFND 21 13,614 0 5,775
JACOBS ENGR GROUP INC DEL COM 469814107 2,004 46,009 SH   DFND 21 45,940 0 69
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 570 400,000 PRN   DFND 17 400,000 0 0
JARDEN CORP COM 471109108 512 8,685 SH   DFND 17 8,685 0 0
JARDEN CORP COM 471109108 11,707 198,593 SH   DFND 21 194,951 0 3,642
JARDEN CORP NOTE 1.875% 9/1 471109AH1 16,803 9,030,000 PRN   DFND 17 7,735,000 0 1,295,000
JARDEN CORP NOTE 1.125% 3/1 471109AM0 44,120 34,835,000 PRN   DFND 17 29,825,000 0 5,010,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 37,984 36,725,000 PRN   DFND 17 36,725,000 0 0
JD COM INC SPON ADR CL A 47215P106 1,752 66,097 SH   DFND 17 48,732 0 17,365
JD COM INC SPON ADR CL A 47215P106 318 12,000 SH   DFND 24 12,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 5,965 282,445 SH   DFND 17 68,604 0 213,841
JETBLUE AIRWAYS CORP COM 477143101 47,895 2,267,745 SH   DFND 21 1,388,032 0 879,713
JETBLUE AIRWAYS CORP COM 477143101 88 4,161 SH   DFND 25 4,161 0 0
JIAYUAN COM INTL LTD SPONSORED ADR 477374102 2,705 363,045 SH   DFND 21 363,045 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 128 6,100 SH   DFND 17 4,000 0 2,100
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 558 26,700 SH   DFND 24 26,700 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,020 18,085 SH   DFND 17 6,025 0 12,060
JOHNSON & JOHNSON COM 478160104 196,141 1,812,763 SH   DFND 3 1,812,763 0 0
JOHNSON & JOHNSON COM 478160104 10,767 99,513 SH   DFND 4 99,513 0 0
JOHNSON & JOHNSON COM 478160104 146,460 1,353,601 SH   DFND 17 1,028,672 0 324,929
JOHNSON & JOHNSON COM 478160104 352,576 3,258,557 SH   DFND 21 2,101,810 0 1,156,747
JOHNSON & JOHNSON COM 478160104 1,655 15,300 SH   DFND 24 15,300 0 0
JOHNSON & JOHNSON COM 478160104 600 5,545 SH   DFND 25 5,545 0 0
JOHNSON & JOHNSON CALL 478160904 18,297 169,100 SH Call DFND 4 169,100 0 0
JOHNSON & JOHNSON PUT 478160954 135,737 1,254,500 SH Put DFND 4 1,254,500 0 0
JOHNSON CTLS INC COM 478366107 184 4,721 SH   DFND 4 4,721 0 0
JOHNSON CTLS INC COM 478366107 95,278 2,444,900 SH   DFND 17 2,428,400 0 16,500
JOHNSON CTLS INC COM 478366107 3,149 80,803 SH   DFND 21 0 0 80,803
JOHNSON CTLS INC CALL 478366907 2,128 54,600 SH Call DFND 4 54,600 0 0
JOHNSON CTLS INC PUT 478366957 8,749 224,500 SH Put DFND 4 224,500 0 0
JONES LANG LASALLE INC COM 48020Q107 470 4,004 SH   DFND 17 4,004 0 0
JONES LANG LASALLE INC COM 48020Q107 1,696 14,460 SH   DFND 21 6,026 0 8,434
JOY GLOBAL INC COM 481165108 13,557 843,600 SH   DFND 17 840,300 0 3,300
JOY GLOBAL INC COM 481165108 3 180 SH   DFND 21 0 0 180
J2 GLOBAL INC COM 48123V102 25,492 413,963 SH   DFND 3 397,385 0 16,578
J2 GLOBAL INC COM 48123V102 18,767 304,755 SH   DFND 17 243,205 0 61,550
J2 GLOBAL INC COM 48123V102 40,032 650,086 SH   DFND 21 488,360 0 161,726
J2 GLOBAL INC COM 48123V102 104 1,688 SH   DFND 25 1,688 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 27,071 24,865,000 PRN   DFND 17 21,270,000 0 3,595,000
JUNIPER NETWORKS INC COM 48203R104 6,059 237,500 SH   DFND 3 237,500 0 0
JUNIPER NETWORKS INC COM 48203R104 904 35,430 SH   DFND 17 23,283 0 12,147
JUNIPER NETWORKS INC COM 48203R104 33,288 1,304,915 SH   DFND 21 625,855 0 679,060
JUNIPER NETWORKS INC COM 48203R104 81 3,161 SH   DFND 25 3,161 0 0
JUNO THERAPEUTICS INC COM 48205A109 3,780 99,235 SH   DFND 17 81,810 0 17,425
KAR AUCTION SVCS INC COM 48238T109 1,900 49,823 SH   DFND 17 47,848 0 1,975
KAR AUCTION SVCS INC COM 48238T109 17,495 458,708 SH   DFND 21 269,767 0 188,941
KAR AUCTION SVCS INC COM 48238T109 20 514 SH   DFND 25 514 0 0
KBR INC COM 48242W106 22,948 1,482,400 SH   DFND 3 1,450,200 0 32,200
KBR INC COM 48242W106 515 33,297 SH   DFND 17 33,297 0 0
KBR INC COM 48242W106 885 57,166 SH   DFND 21 12,064 0 45,102
KLA-TENCOR CORP COM 482480100 23,159 318,073 SH   DFND 17 246,572 0 71,501
KLA-TENCOR CORP COM 482480100 15,224 209,087 SH   DFND 21 209,000 0 87
KKR & CO L P DEL COM UNITS 48248M102 5,473 372,600 SH   DFND 3 372,600 0 0
KKR & CO L P DEL COM UNITS 48248M102 187 12,755 SH   DFND 4 8,311 0 4,444
KT CORP SPONSORED ADR 48268K101 324 24,157 SH   DFND 21 24,157 0 0
KADANT INC COM 48282T104 2,316 51,295 SH   DFND 17 51,295 0 0
KADANT INC COM 48282T104 644 14,251 SH   DFND 21 14,251 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 31,070 367,516 SH   DFND 17 275,753 0 91,763
KAISER ALUMINUM CORP COM PAR $0.01 483007704 5,098 60,299 SH   DFND 21 52,504 0 7,795
KAMAN CORP COM 483548103 265 6,215 SH   DFND 17 6,215 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 6,491 75,967 SH   DFND 17 75,967 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 7 82 SH   DFND 21 0 0 82
KANSAS CITY SOUTHERN COM NEW 485170302 513 6,000 SH   DFND 24 6,000 0 0
KATE SPADE & CO COM 485865109 22,138 867,484 SH   DFND 17 742,899 0 124,585
KATE SPADE & CO COM 485865109 84 3,300 SH   DFND 21 0 0 3,300
KB HOME NOTE 1.375% 2/0 48666KAS8 28,966 31,485,000 PRN   DFND 17 31,235,000 0 250,000
KELLOGG CO COM 487836108 608 7,941 SH   DFND 4 7,941 0 0
KELLOGG CO COM 487836108 5,379 70,265 SH   DFND 17 70,265 0 0
KELLOGG CO COM 487836108 13 175 SH   DFND 21 0 0 175
KELLOGG CO COM 487836108 2,526 33,000 SH   DFND 24 33,000 0 0
KELLOGG CO CALL 487836908 965 12,600 SH Call DFND 4 12,600 0 0
KELLOGG CO PUT 487836958 8,405 109,800 SH Put DFND 4 109,800 0 0
KEYCORP NEW COM 493267108 14,031 1,270,900 SH   DFND 3 1,270,900 0 0
KEYCORP NEW COM 493267108 7,340 664,879 SH   DFND 17 579,179 0 85,700
KEYCORP NEW COM 493267108 9,910 897,631 SH   DFND 21 789,898 0 107,733
KEYCORP NEW PUT 493267958 1,104 100,000 SH Put DFND 21 100,000 0 0
KFORCE INC COM 493732101 1,909 97,522 SH   DFND 17 97,522 0 0
KILROY RLTY CORP COM 49427F108 6,680 107,964 SH   DFND 4 107,964 0 0
KILROY RLTY CORP COM 49427F108 12,091 195,429 SH   DFND 17 159,446 0 35,983
KILROY RLTY CORP COM 49427F108 133 2,150 SH   DFND 21 0 0 2,150
KIMBERLY CLARK CORP COM 494368103 1,765 13,124 SH   DFND 4 13,124 0 0
KIMBERLY CLARK CORP COM 494368103 10,013 74,440 SH   DFND 17 74,440 0 0
KIMBERLY CLARK CORP COM 494368103 1,158 8,610 SH   DFND 21 8,467 0 143
KIMBERLY CLARK CORP CALL 494368903 3,551 26,400 SH Call DFND 4 26,400 0 0
KIMBERLY CLARK CORP PUT 494368953 19,612 145,800 SH Put DFND 4 145,800 0 0
KINDER MORGAN INC DEL COM 49456B101 26,156 1,464,506 SH   DFND 4 1,464,506 0 0
KINDER MORGAN INC DEL COM 49456B101 9 500 SH   DFND 17 500 0 0
KINDER MORGAN INC DEL COM 49456B101 20 1,145 SH   DFND 21 0 0 1,145
KINDER MORGAN INC DEL PFD SER A 49456B200 87,792 1,946,600 SH   DFND 17 1,811,435 0 135,165
KINDER MORGAN INC DEL CALL 49456B901 2,199 123,100 SH Call DFND 4 123,100 0 0
KINDER MORGAN INC DEL PUT 49456B951 11,729 656,700 SH Put DFND 4 656,700 0 0
KINDRED HEALTHCARE INC COM 494580103 14 1,096 SH   DFND 17 1,096 0 0
KINDRED HEALTHCARE INC COM 494580103 544 44,046 SH   DFND 21 1,989 0 42,057
KINROSS GOLD CORP COM NO PAR 496902404 8,133 1,871,514 SH   DFND 21 1,871,514 0 0
KIRKLANDS INC COM 497498105 3,870 221,011 SH   DFND 17 216,311 0 4,700
KIRKLANDS INC COM 497498105 2,020 115,380 SH   DFND 21 106,317 0 9,063
KNOLL INC COM NEW 498904200 651 30,058 SH   DFND 17 12,483 0 17,575
KNOLL INC COM NEW 498904200 1,613 74,491 SH   DFND 21 59,508 0 14,983
KOHLS CORP COM 500255104 6,365 136,550 SH   DFND 17 18,658 0 117,892
KOHLS CORP COM 500255104 10,718 229,949 SH   DFND 21 146,638 0 83,311
KONA GRILL INC COM 50047H201 1,970 152,119 SH   DFND 17 147,847 0 4,272
KOREA ELECTRIC PWR SPONSORED ADR 500631106 149,124 5,791,233 SH   DFND 3 4,062,204 0 1,729,029
KOREA ELECTRIC PWR SPONSORED ADR 500631106 27,837 1,081,052 SH   DFND 17 1,081,052 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 406 15,779 SH   DFND 21 7,879 0 7,900
KORN FERRY INTL COM NEW 500643200 46,995 1,661,188 SH   DFND 3 1,627,449 0 33,739
KORN FERRY INTL COM NEW 500643200 1,182 41,776 SH   DFND 17 41,776 0 0
KORN FERRY INTL COM NEW 500643200 3,274 115,744 SH   DFND 21 74,637 0 41,107
KRAFT HEINZ CO COM 500754106 2,917 37,129 SH   DFND 4 37,129 0 0
KRAFT HEINZ CO COM 500754106 272 3,460 SH   DFND 17 0 0 3,460
KRAFT HEINZ CO COM 500754106 25,092 319,400 SH   DFND 20 319,400 0 0
KRAFT HEINZ CO COM 500754106 996 12,684 SH   DFND 21 12,379 0 305
KRAFT HEINZ CO CALL 500754906 1,988 25,300 SH Call DFND 4 25,300 0 0
KRAFT HEINZ CO PUT 500754956 25,210 320,900 SH Put DFND 4 320,900 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 193 11,145 SH   DFND 17 11,145 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 906 52,353 SH   DFND 21 23,401 0 28,952
KROGER CO COM 501044101 13 335 SH   DFND 3 335 0 0
KROGER CO COM 501044101 3,218 84,128 SH   DFND 4 84,128 0 0
KROGER CO COM 501044101 140,979 3,685,721 SH   DFND 17 3,386,275 0 299,446
KROGER CO COM 501044101 152,290 3,981,447 SH   DFND 21 2,695,225 0 1,286,222
KROGER CO COM 501044101 2,716 71,000 SH   DFND 24 71,000 0 0
KROGER CO COM 501044101 285 7,448 SH   DFND 25 7,448 0 0
KROGER CO CALL 501044901 757 19,800 SH Call DFND 4 19,800 0 0
KROGER CO PUT 501044951 14,715 384,700 SH Put DFND 4 384,700 0 0
L BRANDS INC COM 501797104 2,131 24,267 SH   DFND 4 24,267 0 0
L BRANDS INC COM 501797104 2,474 28,172 SH   DFND 17 28,172 0 0
L BRANDS INC COM 501797104 31,086 354,017 SH   DFND 21 352,295 0 1,722
L BRANDS INC CALL 501797904 1,124 12,800 SH Call DFND 4 12,800 0 0
L BRANDS INC PUT 501797954 11,635 132,500 SH Put DFND 4 132,500 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 3,075 269,000 SH   DFND 17 5,300 0 263,700
LG DISPLAY CO LTD SPONS ADR REP 50186V102 156 13,646 SH   DFND 21 5,898 0 7,748
LHC GROUP INC COM 50187A107 207 5,835 SH   DFND 17 0 0 5,835
LHC GROUP INC COM 50187A107 1,415 39,794 SH   DFND 21 0 0 39,794
LGI HOMES INC COM 50187T106 11,923 492,481 SH   DFND 17 487,068 0 5,413
LKQ CORP COM 501889208 205 6,435 SH   DFND 17 0 0 6,435
LKQ CORP COM 501889208 2,645 82,844 SH   DFND 21 73,930 0 8,914
LKQ CORP COM 501889208 5,396 169,000 SH   DFND 24 169,000 0 0
LSI INDS INC COM 50216C108 2,181 185,647 SH   DFND 17 174,872 0 10,775
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 8,557 409,217 SH   DFND 17 374,515 0 34,702
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,244 107,300 SH   DFND 24 107,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 42,167 360,000 SH   DFND 4 360,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 12,399 105,859 SH   DFND 17 54,289 0 51,570
LABORATORY CORP AMER HLDGS COM NEW 50540R409 46,370 395,881 SH   DFND 21 313,685 0 82,196
LACLEDE GROUP INC COM 505597104 596 8,802 SH   DFND 17 8,802 0 0
LACLEDE GROUP INC COM 505597104 8,420 124,282 SH   DFND 21 109,041 0 15,241
LADDER CAP CORP CL A 505743104 97 7,830 SH   DFND 17 7,830 0 0
LADDER CAP CORP CL A 505743104 212 17,010 SH   DFND 21 5,764 0 11,246
LAKE SHORE GOLD CORP COM 510728108 181 97,490 SH   DFND 17 0 0 97,490
LAKE SHORE GOLD CORP COM 510728108 4,341 2,341,379 SH   DFND 21 940,026 0 1,401,353
LAKE SHORE GOLD CORP COM 510728108 47 25,377 SH   DFND 25 25,377 0 0
LAM RESEARCH CORP COM 512807108 18,127 219,450 SH   DFND 3 219,450 0 0
LAM RESEARCH CORP COM 512807108 172,376 2,086,874 SH   DFND 17 1,682,801 0 404,073
LAM RESEARCH CORP COM 512807108 71,450 865,013 SH   DFND 21 561,960 0 303,053
LAM RESEARCH CORP COM 512807108 253 3,069 SH   DFND 25 3,069 0 0
LAM RESEARCH CORP PUT 512807958 8,632 104,500 SH Put DFND 21 104,500 0 0
LANCASTER COLONY CORP COM 513847103 412 3,730 SH   DFND 17 3,730 0 0
LANNET INC COM 516012101 276 15,421 SH   DFND 21 8,700 0 6,721
LAREDO PETROLEUM INC COM 516806106 6,816 859,550 SH   DFND 17 859,550 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 6,401 252,907 SH   DFND 4 252,907 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 41 1,630 SH   DFND 21 1,630 0 0
LAUDER ESTEE COS INC CL A 518439104 632 6,699 SH   DFND 4 6,699 0 0
LAUDER ESTEE COS INC CL A 518439104 1,026 10,876 SH   DFND 17 10,876 0 0
LAUDER ESTEE COS INC CL A 518439104 11,131 118,029 SH   DFND 20 118,029 0 0
LAUDER ESTEE COS INC CL A 518439104 128,946 1,367,255 SH   DFND 21 1,094,527 0 272,728
LAUDER ESTEE COS INC CL A 518439104 377 4,000 SH   DFND 24 4,000 0 0
LAUDER ESTEE COS INC CALL 518439904 1,632 17,300 SH Call DFND 4 17,300 0 0
LAUDER ESTEE COS INC PUT 518439954 10,129 107,400 SH Put DFND 4 107,400 0 0
LEAR CORP COM NEW 521865204 12,266 110,340 SH   DFND 3 110,340 0 0
LEAR CORP COM NEW 521865204 31,359 282,084 SH   DFND 17 228,563 0 53,521
LEAR CORP COM NEW 521865204 63,022 566,898 SH   DFND 21 320,704 0 246,194
LEAR CORP COM NEW 521865204 97 875 SH   DFND 25 875 0 0
LEGG MASON INC COM 524901105 1,931 55,667 SH   DFND 21 55,564 0 103
LEIDOS HLDGS INC COM 525327102 2,241 44,541 SH   DFND 21 44,541 0 0
LEMAITRE VASCULAR INC COM 525558201 5,504 354,632 SH   DFND 17 344,342 0 10,290
LENDINGCLUB CORP COM 52603A109 3,902 470,160 SH   DFND 17 360,477 0 109,683
LENDINGTREE INC NEW COM 52603B107 16,034 163,981 SH   DFND 17 162,173 0 1,808
LENNAR CORP CL A 526057104 3,004 62,114 SH   DFND 21 61,969 0 145
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 20,612 390,000 SH   DFND 4 390,000 0 0
LEVEL 3 COMMUNICATIONS INC CALL 52729N908 270 5,100 SH Call DFND 4 5,100 0 0
LEXMARK INTL INC CL A 529771107 1,713 51,256 SH   DFND 21 29,697 0 21,559
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 408 16,159 SH   DFND 21 0 0 16,159
LIBERTY MEDIA CORP DELAWARE CL A 531229102 469 12,150 SH   DFND 17 12,150 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 6 159 SH   DFND 21 0 0 159
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 112,553 112,835,000 PRN   DFND 17 105,505,000 0 7,330,000
LIFEPOINT HEALTH INC COM 53219L109 3,492 50,421 SH   DFND 17 7,121 0 43,300
LIFEPOINT HEALTH INC COM 53219L109 4,193 60,554 SH   DFND 21 58,722 0 1,832
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 27,706 258,716 SH   DFND 17 230,885 0 27,831
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 139 1,300 SH   DFND 21 0 0 1,300
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 29,979 20,250,000 PRN   DFND 17 17,425,000 0 2,825,000
LILLY ELI & CO COM 532457108 10,951 152,072 SH   DFND 4 152,072 0 0
LILLY ELI & CO COM 532457108 16,506 229,212 SH   DFND 17 211,398 0 17,814
LILLY ELI & CO COM 532457108 14,469 200,935 SH   DFND 21 174,823 0 26,112
LILLY ELI & CO COM 532457108 16 224 SH   DFND 25 224 0 0
LILLY ELI & CO CALL 532457908 3,543 49,200 SH Call DFND 4 49,200 0 0
LILLY ELI & CO PUT 532457958 35,983 499,700 SH Put DFND 4 499,700 0 0
LINCOLN NATL CORP IND COM 534187109 6,284 160,300 SH   DFND 3 160,300 0 0
LINCOLN NATL CORP IND COM 534187109 13,569 346,156 SH   DFND 17 213,724 0 132,432
LINCOLN NATL CORP IND COM 534187109 29,491 752,310 SH   DFND 21 483,489 0 268,821
LINEAR TECHNOLOGY CORP COM 535678106 278 6,231 SH   DFND 21 6,100 0 131
LINKEDIN CORP COM CL A 53578A108 228 1,990 SH   DFND 17 0 0 1,990
LINKEDIN CORP COM CL A 53578A108 897 7,844 SH   DFND 21 7,780 0 64
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 45,911 50,710,000 PRN   DFND 17 50,265,000 0 445,000
LIONS GATE ENTMNT CORP COM NEW 535919203 1,093 50,000 SH   DFND 21 50,000 0 0
LINN ENERGY LLC PUT 536020950 1,000 2,800,000 SH Put DFND 4 2,800,000 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 76 15,065 SH   DFND 21 15,065 0 0
LIPOCINE INC NEW COM 53630X104 741 73,045 SH   DFND 17 68,815 0 4,230
LIQUIDITY SERVICES INC COM 53635B107 98 18,940 SH   DFND 17 0 0 18,940
LITTELFUSE INC COM 537008104 595 4,833 SH   DFND 21 0 0 4,833
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 49,990 50,885,000 PRN   DFND 17 43,930,000 0 6,955,000
LIVEPERSON INC COM 538146101 544 93,000 SH   DFND 17 0 0 93,000
LOCKHEED MARTIN CORP COM 539830109 5,227 23,600 SH   DFND 3 23,600 0 0
LOCKHEED MARTIN CORP COM 539830109 4,754 21,461 SH   DFND 4 21,461 0 0
LOCKHEED MARTIN CORP COM 539830109 84,308 380,621 SH   DFND 17 368,039 0 12,582
LOCKHEED MARTIN CORP COM 539830109 40,512 182,900 SH   DFND 20 182,900 0 0
LOCKHEED MARTIN CORP COM 539830109 432 1,950 SH   DFND 21 1,800 0 150
LOCKHEED MARTIN CORP CALL 539830909 3,411 15,400 SH Call DFND 4 15,400 0 0
LOCKHEED MARTIN CORP PUT 539830959 39,693 179,200 SH Put DFND 4 179,200 0 0
LOGMEIN INC COM 54142L109 641 12,710 SH   DFND 17 0 0 12,710
LOWES COS INC COM 548661107 3,041 40,149 SH   DFND 4 40,149 0 0
LOWES COS INC COM 548661107 4,980 65,741 SH   DFND 17 65,741 0 0
LOWES COS INC COM 548661107 48,772 643,849 SH   DFND 21 627,645 0 16,204
LOWES COS INC CALL 548661907 2,265 29,900 SH Call DFND 4 29,900 0 0
LOWES COS INC PUT 548661957 29,959 395,500 SH Put DFND 4 395,500 0 0
LUMENTUM HLDGS INC COM 55024U109 1 20 SH   DFND 17 20 0 0
LUMENTUM HLDGS INC COM 55024U109 478 17,718 SH   DFND 21 0 0 17,718
LUMINEX CORP DEL COM 55027E102 220 11,365 SH   DFND 17 0 0 11,365
LYDALL INC DEL COM 550819106 2,422 74,477 SH   DFND 17 74,477 0 0
LYDALL INC DEL COM 550819106 287 8,822 SH   DFND 21 8,822 0 0
LYON WILLIAM HOMES CL A NEW 552074700 1,417 97,758 SH   DFND 17 97,758 0 0
M & T BK CORP COM 55261F104 33,325 300,223 SH   DFND 4 300,223 0 0
M & T BK CORP COM 55261F104 2,790 25,134 SH   DFND 21 25,051 0 83
M & T BK CORP CALL 55261F904 866 7,800 SH Call DFND 4 7,800 0 0
M & T BK CORP PUT 55261F954 9,835 88,600 SH Put DFND 4 88,600 0 0
MB FINANCIAL INC NEW COM 55264U108 480 14,792 SH   DFND 21 1,116 0 13,676
MFA FINL INC COM 55272X102 4,127 602,462 SH   DFND 17 535,652 0 66,810
MFA FINL INC COM 55272X102 11,410 1,665,699 SH   DFND 21 671,615 0 994,084
MGIC INVT CORP WIS COM 552848103 8,871 1,156,520 SH   DFND 17 949,872 0 206,648
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 182 2,000,000 PRN   DFND 4 2,000,000 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 37,336 36,205,000 PRN   DFND 17 36,205,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,263 105,548 SH   DFND 4 92,971 0 12,577
MGM RESORTS INTERNATIONAL COM 552953101 41,274 1,925,110 SH   DFND 17 1,925,110 0 0
MGM RESORTS INTERNATIONAL COM 552953101 8 388 SH   DFND 21 0 0 388
M/I HOMES INC COM 55305B101 2,038 109,269 SH   DFND 17 109,269 0 0
MKS INSTRUMENT INC COM 55306N104 432 11,484 SH   DFND 17 11,484 0 0
MKS INSTRUMENT INC COM 55306N104 2,325 61,744 SH   DFND 21 44,836 0 16,908
MSC INDL DIRECT INC CL A 553530106 60 790 SH   DFND 17 790 0 0
MSC INDL DIRECT INC CL A 553530106 237 3,100 SH   DFND 21 3,100 0 0
MSCI INC COM 55354G100 610 8,234 SH   DFND 17 8,234 0 0
MSCI INC COM 55354G100 2,212 29,860 SH   DFND 21 13,344 0 16,516
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 4,089 93,371 SH   DFND 17 69,626 0 23,745
MACQUARIE INFRASTRUCTURE COR COM 55608B105 31,896 472,953 SH   DFND 17 412,345 0 60,608
MACQUARIE INFRASTRUCTURE COR COM 55608B105 10,910 161,779 SH   DFND 21 152,656 0 9,123
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 49,243 45,850,000 PRN   DFND 17 39,630,000 0 6,220,000
MACROGENICS INC COM 556099109 929 49,548 SH   DFND 17 49,548 0 0
MACYS INC COM 55616P104 168,218 3,815,326 SH   DFND 3 3,812,326 0 3,000
MACYS INC COM 55616P104 53,322 1,209,384 SH   DFND 4 1,203,008 0 6,376
MACYS INC COM 55616P104 96,153 2,180,829 SH   DFND 17 2,170,675 0 10,154
MACYS INC COM 55616P104 21,929 497,369 SH   DFND 21 448,076 0 49,293
MACYS INC COM 55616P104 25 563 SH   DFND 25 563 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 6,736 97,900 SH   DFND 3 97,900 0 0
MAGNA INTL INC COM 559222401 123,904 2,262,500 SH   DFND 3 1,682,700 0 579,800
MAGNA INTL INC COM 559222401 44,760 817,325 SH   DFND 17 628,011 0 189,314
MAGNA INTL INC COM 559222401 102,109 1,864,531 SH   DFND 21 1,275,713 0 588,818
MAGNA INTL INC COM 559222401 246 4,489 SH   DFND 25 4,489 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,160 54,998 SH   DFND 17 12,253 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,275 60,438 SH   DFND 21 31,190 0 29,248
MANHATTAN ASSOCS INC COM 562750109 1,639 28,815 SH   DFND 17 15,240 0 13,575
MANHATTAN ASSOCS INC COM 562750109 263 4,626 SH   DFND 21 0 0 4,626
MANPOWERGROUP INC COM 56418H100 6,310 77,500 SH   DFND 3 77,500 0 0
MANPOWERGROUP INC COM 56418H100 311 3,821 SH   DFND 21 3,745 0 76
MANULIFE FINL CORP COM 56501R106 57,606 3,195,147 SH   DFND 3 2,275,740 0 919,407
MANULIFE FINL CORP COM 56501R106 10,447 579,451 SH   DFND 17 574,789 0 4,662
MANULIFE FINL CORP COM 56501R106 24,240 1,344,492 SH   DFND 21 1,261,033 0 83,459
MANULIFE FINL CORP COM 56501R106 22 1,208 SH   DFND 25 1,208 0 0
MARATHON OIL CORP COM 565849106 1,285 115,327 SH   DFND 21 114,960 0 367
MARATHON PETE CORP COM 56585A102 5,584 150,200 SH   DFND 3 150,200 0 0
MARATHON PETE CORP COM 56585A102 2,127 57,221 SH   DFND 4 57,221 0 0
MARATHON PETE CORP COM 56585A102 15,980 429,812 SH   DFND 17 238,797 0 191,015
MARATHON PETE CORP COM 56585A102 46,702 1,256,116 SH   DFND 21 824,716 0 431,400
MARATHON PETE CORP COM 56585A102 1,026 27,600 SH   DFND 24 27,600 0 0
MARATHON PETE CORP COM 56585A102 146 3,932 SH   DFND 25 3,932 0 0
MARATHON PETE CORP CALL 56585A902 703 18,900 SH Call DFND 4 18,900 0 0
MARATHON PETE CORP PUT 56585A952 6,105 164,200 SH Put DFND 4 164,200 0 0
MARCUS & MILLICHAP INC COM 566324109 268 10,542 SH   DFND 17 10,542 0 0
MARCUS & MILLICHAP INC COM 566324109 960 37,796 SH   DFND 21 37,796 0 0
MARCUS CORP COM 566330106 115 6,085 SH   DFND 17 930 0 5,155
MARCUS CORP COM 566330106 257 13,539 SH   DFND 21 13,539 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 394 73,234 SH   DFND 17 68,996 0 4,238
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 6,792 340,090 SH   DFND 17 340,090 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6,920 102,520 SH   DFND 17 44,829 0 57,691
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 19,363 286,856 SH   DFND 21 159,592 0 127,264
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 64 954 SH   DFND 25 954 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,863 96,442 SH   DFND 21 96,181 0 261
MARSH & MCLENNAN COS INC CALL 571748902 2,097 34,500 SH Call DFND 4 34,500 0 0
MARSH & MCLENNAN COS INC PUT 571748952 12,991 213,700 SH Put DFND 4 213,700 0 0
MASIMO CORP COM 574795100 991 23,697 SH   DFND 17 14,087 0 9,610
MASIMO CORP COM 574795100 1,504 35,944 SH   DFND 21 0 0 35,944
MASTEC INC COM 576323109 8,096 400,000 SH   DFND 4 400,000 0 0
MASTEC INC COM 576323109 23,120 1,142,280 SH   DFND 17 997,627 0 144,653
MASTEC INC COM 576323109 426 21,023 SH   DFND 21 13,523 0 7,500
MASTERCARD INC CL A 57636Q104 4,565 48,305 SH   DFND 4 48,305 0 0
MASTERCARD INC CL A 57636Q104 21,371 226,145 SH   DFND 17 176,856 0 49,289
MASTERCARD INC CL A 57636Q104 5,439 57,559 SH   DFND 21 57,000 0 559
MASTERCARD INC CALL 57636Q904 2,948 31,200 SH Call DFND 4 31,200 0 0
MASTERCARD INC PUT 57636Q954 41,807 442,400 SH Put DFND 4 442,400 0 0
MATADOR RES CO COM 576485205 15,100 796,392 SH   DFND 17 715,248 0 81,144
MATADOR RES CO COM 576485205 114 6,000 SH   DFND 21 0 0 6,000
MATRIX SVC CO COM 576853105 1,194 67,470 SH   DFND 17 44,400 0 23,070
MATSON INC COM 57686G105 21,901 545,200 SH   DFND 3 532,600 0 12,600
MATSON INC COM 57686G105 11,389 283,515 SH   DFND 17 250,053 0 33,462
MATSON INC COM 57686G105 2,520 62,731 SH   DFND 21 50,765 0 11,966
MATTEL INC COM 577081102 198,151 5,893,848 SH   DFND 3 5,890,008 0 3,840
MATTEL INC COM 577081102 52,272 1,554,789 SH   DFND 17 1,554,789 0 0
MATTEL INC COM 577081102 460 13,672 SH   DFND 21 13,494 0 178
MAXIM INTEGRATED PRODS INC COM 57772K101 27,511 747,982 SH   DFND 17 571,857 0 176,125
MAXIM INTEGRATED PRODS INC COM 57772K101 2,586 70,304 SH   DFND 21 70,143 0 161
MAXLINEAR INC CL A 57776J100 14,950 808,116 SH   DFND 17 797,458 0 10,658
MAXLINEAR INC CL A 57776J100 2,903 156,911 SH   DFND 21 149,380 0 7,531
MAXIMUS INC COM 577933104 12,181 231,404 SH   DFND 17 202,408 0 28,996
MAXIMUS INC COM 577933104 66 1,250 SH   DFND 21 0 0 1,250
MCCLATCHY CO CL A 579489105 2,532 2,411,041 SH   DFND 4 2,411,041 0 0
MCDERMOTT INTL INC COM 580037109 5,115 1,250,536 SH   DFND 17 1,250,536 0 0
MCDONALDS CORP COM 580135101 1,199 9,542 SH   DFND 4 9,542 0 0
MCDONALDS CORP COM 580135101 136,899 1,089,263 SH   DFND 17 1,074,703 0 14,560
MCDONALDS CORP COM 580135101 3,806 30,286 SH   DFND 20 30,286 0 0
MCDONALDS CORP COM 580135101 16,659 132,549 SH   DFND 21 58,675 0 73,874
MCDONALDS CORP COM 580135101 63 500 SH   DFND 24 500 0 0
MCDONALDS CORP CALL 580135901 8,622 68,600 SH Call DFND 4 68,600 0 0
MCDONALDS CORP PUT 580135951 64,537 513,500 SH Put DFND 4 513,500 0 0
MCGRATH RENTCORP COM 580589109 16,089 641,514 SH   DFND 3 603,207 0 38,307
MCGRATH RENTCORP COM 580589109 1,078 42,980 SH   DFND 17 31,090 0 11,890
MCGRATH RENTCORP COM 580589109 158 6,307 SH   DFND 21 0 0 6,307
MCGRAW HILL FINL INC COM 580645109 1,004 10,144 SH   DFND 4 10,144 0 0
MCGRAW HILL FINL INC COM 580645109 10,140 102,444 SH   DFND 17 82,694 0 19,750
MCGRAW HILL FINL INC COM 580645109 38,357 387,524 SH   DFND 21 223,896 0 163,628
MCGRAW HILL FINL INC CALL 580645909 1,346 13,600 SH Call DFND 4 13,600 0 0
MCGRAW HILL FINL INC PUT 580645959 11,145 112,600 SH Put DFND 4 112,600 0 0
MCKESSON CORP COM 58155Q103 5,913 37,600 SH   DFND 3 37,600 0 0
MCKESSON CORP COM 58155Q103 5,702 36,261 SH   DFND 4 36,261 0 0
MCKESSON CORP COM 58155Q103 109,398 695,694 SH   DFND 17 686,328 0 9,366
MCKESSON CORP COM 58155Q103 70,734 449,820 SH   DFND 21 274,775 0 175,045
MCKESSON CORP COM 58155Q103 201 1,279 SH   DFND 25 1,279 0 0
MCKESSON CORP CALL 58155Q903 2,029 12,900 SH Call DFND 4 12,900 0 0
MCKESSON CORP PUT 58155Q953 20,631 131,200 SH Put DFND 4 131,200 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 310 3,645 SH   DFND 4 3,645 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,198 14,095 SH   DFND 21 13,982 0 113
MEAD JOHNSON NUTRITION CO PUT 582839956 1,954 23,000 SH Put DFND 4 23,000 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 35,251 2,715,800 SH   DFND 3 2,629,000 0 86,800
MEDICINES CO COM 584688105 2,566 80,770 SH   DFND 17 61,700 0 19,070
MEDICINES CO COM 584688105 381 12,000 SH   DFND 24 12,000 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 20,184 15,815,000 PRN   DFND 17 15,735,000 0 80,000
MEDIVATION INC COM 58501N101 7,051 153,349 SH   DFND 17 135,539 0 17,810
MEDIVATION INC COM 58501N101 1,117 24,300 SH   DFND 24 24,300 0 0
MEDNAX INC COM 58502B106 2,944 45,559 SH   DFND 17 35,927 0 9,632
MEDNAX INC COM 58502B106 35,098 543,140 SH   DFND 21 425,614 0 117,526
MEDNAX INC COM 58502B106 69 1,075 SH   DFND 25 1,075 0 0
MENTOR GRAPHICS CORP COM 587200106 45,167 2,221,681 SH   DFND 3 2,170,613 0 51,068
MENTOR GRAPHICS CORP COM 587200106 3,621 178,118 SH   DFND 17 52,793 0 125,325
MENTOR GRAPHICS CORP COM 587200106 9,913 487,606 SH   DFND 21 303,391 0 184,215
MERCER INTL INC COM 588056101 1,321 139,756 SH   DFND 17 139,756 0 0
MERCER INTL INC COM 588056101 1,479 156,546 SH   DFND 21 93,655 0 62,891
MERCK & CO INC NEW COM 58933Y105 5,582 105,500 SH   DFND 3 105,500 0 0
MERCK & CO INC NEW COM 58933Y105 40,418 763,910 SH   DFND 4 763,910 0 0
MERCK & CO INC NEW COM 58933Y105 73,840 1,395,576 SH   DFND 17 1,288,173 0 107,403
MERCK & CO INC NEW COM 58933Y105 62,785 1,186,641 SH   DFND 21 952,309 0 234,332
MERCK & CO INC NEW COM 58933Y105 2,434 46,000 SH   DFND 24 46,000 0 0
MERCK & CO INC NEW COM 58933Y105 35 657 SH   DFND 25 657 0 0
MERCK & CO INC NEW CALL 58933Y905 6,212 117,400 SH Call DFND 4 117,400 0 0
MERCK & CO INC NEW PUT 58933Y955 47,439 896,600 SH Put DFND 4 896,600 0 0
MEREDITH CORP COM 589433101 59,801 1,258,972 SH   DFND 3 1,234,772 0 24,200
MEREDITH CORP COM 589433101 696 14,658 SH   DFND 17 14,658 0 0
MEREDITH CORP COM 589433101 5,242 110,357 SH   DFND 21 99,631 0 10,726
MERIDIAN BIOSCIENCE INC COM 589584101 173 8,395 SH   DFND 17 8,395 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 111 5,400 SH   DFND 21 5,400 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,738 196,670 SH   DFND 17 196,670 0 0
MERIT MED SYS INC COM 589889104 362 19,585 SH   DFND 17 0 0 19,585
MERITOR INC NOTE 7.875% 3/0 59001KAC4 19,493 17,250,000 PRN   DFND 17 17,250,000 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 586 70,016 SH   DFND 17 70,016 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 209 25,000 SH   DFND 24 25,000 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 641 38,145 SH   DFND 21 38,145 0 0
METHODE ELECTRS INC COM 591520200 38,307 1,310,090 SH   DFND 3 1,276,574 0 33,516
METLIFE INC COM 59156R108 366,638 8,344,070 SH   DFND 3 8,338,270 0 5,800
METLIFE INC COM 59156R108 2,908 66,190 SH   DFND 4 66,190 0 0
METLIFE INC COM 59156R108 95,406 2,171,287 SH   DFND 17 2,084,890 0 86,397
METLIFE INC COM 59156R108 45,870 1,043,929 SH   DFND 21 755,916 0 288,013
METLIFE INC COM 59156R108 114 2,591 SH   DFND 25 2,591 0 0
METLIFE INC CALL 59156R908 2,953 67,200 SH Call DFND 4 67,200 0 0
METLIFE INC PUT 59156R958 14,430 328,400 SH Put DFND 4 328,400 0 0
MICHAELS COS INC COM 59408Q106 9,809 350,689 SH   DFND 17 280,259 0 70,430
MICROSOFT CORP COM 594918104 10,726 194,211 SH   DFND 4 194,211 0 0
MICROSOFT CORP COM 594918104 770,936 13,958,645 SH   DFND 17 11,670,664 0 2,287,981
MICROSOFT CORP COM 594918104 11,153 201,932 SH   DFND 20 201,932 0 0
MICROSOFT CORP COM 594918104 524,228 9,491,729 SH   DFND 21 7,150,076 0 2,341,653
MICROSOFT CORP COM 594918104 22 400 SH   DFND 24 400 0 0
MICROSOFT CORP COM 594918104 431 7,810 SH   DFND 25 7,810 0 0
MICROSOFT CORP CALL 594918904 25,014 452,900 SH Call DFND 4 452,900 0 0
MICROSOFT CORP CALL 594918904 33,138 600,000 SH Call DFND 17 600,000 0 0
MICROSOFT CORP PUT 594918954 143,167 2,592,200 SH Put DFND 4 2,592,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 49,426 1,025,433 SH   DFND 17 791,918 0 233,515
MICROCHIP TECHNOLOGY INC COM 595017104 97,701 2,027,001 SH   DFND 21 1,722,059 0 304,942
MICROCHIP TECHNOLOGY INC COM 595017104 362 7,500 SH   DFND 24 7,500 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 2,285 47,400 SH Put DFND 21 47,400 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 51,838 26,075,000 PRN   DFND 17 26,075,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 105,598 103,375,000 PRN   DFND 17 97,670,000 0 5,705,000
MICRON TECHNOLOGY INC COM 595112103 107 10,192 SH   DFND 4 10,192 0 0
MICRON TECHNOLOGY INC COM 595112103 14,595 1,393,969 SH   DFND 17 807,504 0 586,465
MICRON TECHNOLOGY INC COM 595112103 17,029 1,626,451 SH   DFND 21 1,626,118 0 333
MICRON TECHNOLOGY INC PUT 595112953 168 16,000 SH Put DFND 4 16,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 100,147 146,651,000 PRN   DFND 17 139,796,000 0 6,855,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 683 1,000,000 PRN   DFND 21 1,000,000 0 0
MICROSEMI CORP COM 595137100 28,309 738,946 SH   DFND 17 644,765 0 94,181
MICROSEMI CORP COM 595137100 1,527 39,858 SH   DFND 21 36,058 0 3,800
MID-AMER APT CMNTYS INC COM 59522J103 6,306 61,700 SH   DFND 3 61,700 0 0
MID-AMER APT CMNTYS INC COM 59522J103 7,679 75,127 SH   DFND 4 75,127 0 0
MIDDLEBY CORP COM 596278101 11,303 105,859 SH   DFND 17 81,101 0 24,758
MIDDLEBY CORP COM 596278101 96 900 SH   DFND 21 0 0 900
MILLER HERMAN INC COM 600544100 952 30,835 SH   DFND 17 19,860 0 10,975
MINERALS TECHNOLOGIES INC COM 603158106 136 2,394 SH   DFND 17 2,394 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,277 22,454 SH   DFND 21 22,454 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1,178 256,665 SH   DFND 21 0 0 256,665
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 4,863 601,116 SH   DFND 17 601,116 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 5,040 623,017 SH   DFND 21 602,743 0 20,274
MODINE MFG CO COM 607828100 863 78,400 SH   DFND 17 78,400 0 0
MOHAWK INDS INC COM 608190104 16,210 84,915 SH   DFND 17 84,915 0 0
MOHAWK INDS INC COM 608190104 12,275 64,299 SH   DFND 21 52,378 0 11,921
MOLINA HEALTHCARE INC COM 60855R100 898 13,920 SH   DFND 17 12,860 0 1,060
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 56,973 35,720,000 PRN   DFND 17 35,720,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 48,010 38,350,000 PRN   DFND 17 32,710,000 0 5,640,000
MOLSON COORS BREWING CO CL B 60871R209 828 8,613 SH   DFND 4 8,613 0 0
MOLSON COORS BREWING CO CL B 60871R209 487 5,064 SH   DFND 21 4,933 0 131
MOLSON COORS BREWING CO CALL 60871R909 712 7,400 SH Call DFND 4 7,400 0 0
MOLSON COORS BREWING CO PUT 60871R959 7,781 80,900 SH Put DFND 4 80,900 0 0
MONDELEZ INTL INC CL A 609207105 7,162 178,507 SH   DFND 4 178,507 0 0
MONDELEZ INTL INC CL A 609207105 92,069 2,294,849 SH   DFND 17 1,936,626 0 358,223
MONDELEZ INTL INC CL A 609207105 26,517 660,950 SH   DFND 20 660,950 0 0
MONDELEZ INTL INC CL A 609207105 36,800 917,243 SH   DFND 21 601,574 0 315,669
MONDELEZ INTL INC CALL 609207905 2,580 64,300 SH Call DFND 4 64,300 0 0
MONDELEZ INTL INC PUT 609207955 26,575 662,400 SH Put DFND 4 662,400 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 34,455 2,897,788 SH   DFND 3 2,809,188 0 88,600
MONOLITHIC PWR SYS INC COM 609839105 6,017 94,541 SH   DFND 17 76,226 0 18,315
MONSANTO CO NEW COM 61166W101 7,237 82,484 SH   DFND 4 82,484 0 0
MONSANTO CO NEW COM 61166W101 96,098 1,095,255 SH   DFND 17 1,087,555 0 7,700
MONSANTO CO NEW COM 61166W101 68,886 785,118 SH   DFND 21 649,520 0 135,598
MONSANTO CO NEW COM 61166W101 3,159 36,000 SH   DFND 24 36,000 0 0
MONSANTO CO NEW CALL 61166W901 2,422 27,600 SH Call DFND 4 27,600 0 0
MONSANTO CO NEW PUT 61166W951 22,339 254,600 SH Put DFND 4 254,600 0 0
MONSTER WORLDWIDE INC COM 611742107 1,109 340,226 SH   DFND 17 340,226 0 0
MONSTER WORLDWIDE INC COM 611742107 998 306,027 SH   DFND 21 306,027 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,193 8,945 SH   DFND 4 8,945 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 90,715 680,128 SH   DFND 17 577,684 0 102,444
MONSTER BEVERAGE CORP NEW COM 61174X109 239 1,790 SH   DFND 21 0 0 1,790
MONSTER BEVERAGE CORP NEW CALL 61174X909 2,614 19,600 SH Call DFND 4 19,600 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 10,897 81,700 SH Put DFND 4 81,700 0 0
MOODYS CORP COM 615369105 854 8,841 SH   DFND 4 8,841 0 0
MOODYS CORP COM 615369105 98 1,020 SH   DFND 17 0 0 1,020
MOODYS CORP COM 615369105 3,178 32,917 SH   DFND 21 30,728 0 2,189
MOODYS CORP PUT 615369955 2,752 28,500 SH Put DFND 4 28,500 0 0
MORGAN STANLEY COM NEW 617446448 4,633 185,259 SH   DFND 4 185,259 0 0
MORGAN STANLEY COM NEW 617446448 8,078 322,980 SH   DFND 17 140,084 0 182,896
MORGAN STANLEY COM NEW 617446448 29,984 1,198,897 SH   DFND 21 1,041,538 0 157,359
MORGAN STANLEY COM NEW 617446448 31 1,222 SH   DFND 25 1,222 0 0
MORGAN STANLEY CALL 617446908 1,441 57,600 SH Call DFND 4 57,600 0 0
MORGAN STANLEY PUT 617446958 12,390 495,400 SH Put DFND 4 495,400 0 0
MORNINGSTAR INC COM 617700109 689 7,810 SH   DFND 17 7,810 0 0
MORNINGSTAR INC COM 617700109 2,003 22,694 SH   DFND 21 22,694 0 0
MOSAIC CO NEW COM 61945C103 3,173 117,532 SH   DFND 17 103,795 0 13,737
MOSAIC CO NEW COM 61945C103 26,113 967,146 SH   DFND 21 433,255 0 533,891
MOSAIC CO NEW COM 61945C103 97 3,575 SH   DFND 25 3,575 0 0
MOTORCAR PTS AMER INC COM 620071100 31,720 835,171 SH   DFND 17 750,965 0 84,206
MOTORCAR PTS AMER INC COM 620071100 152 4,000 SH   DFND 21 0 0 4,000
MOTOROLA SOLUTIONS INC COM NEW 620076307 206 2,715 SH   DFND 17 100 0 2,615
MOTOROLA SOLUTIONS INC COM NEW 620076307 34 451 SH   DFND 21 347 0 104
MOVADO GROUP INC COM 624580106 451 16,400 SH   DFND 17 0 0 16,400
MOVADO GROUP INC COM 624580106 424 15,400 SH   DFND 21 15,400 0 0
MUELLER WTR PRODS INC COM SER A 624758108 8,844 895,102 SH   DFND 17 895,102 0 0
MUELLER WTR PRODS INC COM SER A 624758108 89 9,017 SH   DFND 21 0 0 9,017
MULTI COLOR CORP COM 625383104 504 9,442 SH   DFND 17 9,442 0 0
MULTI COLOR CORP COM 625383104 4,413 82,727 SH   DFND 21 76,797 0 5,930
MULTI FINELINE ELECTRONIX IN COM 62541B101 696 30,006 SH   DFND 17 4,154 0 25,852
MULTI FINELINE ELECTRONIX IN COM 62541B101 2,929 126,186 SH   DFND 21 126,186 0 0
MURPHY USA INC COM 626755102 1,194 19,424 SH   DFND 17 19,424 0 0
MURPHY USA INC COM 626755102 12,979 211,208 SH   DFND 21 205,894 0 5,314
MYRIAD GENETICS INC COM 62855J104 169 4,520 SH   DFND 17 0 0 4,520
MYRIAD GENETICS INC COM 62855J104 421 11,247 SH   DFND 21 10,093 0 1,154
NCI INC CL A 62886K104 1,197 85,467 SH   DFND 17 80,320 0 5,147
NII HLDGS INC COM PAR $0.001 62913F508 304 54,964 SH   DFND 21 54,964 0 0
NN INC COM 629337106 1,535 112,200 SH   DFND 17 109,515 0 2,685
NRG YIELD INC CL A NEW 62942X306 1,139 83,899 SH   DFND 17 44,399 0 39,500
NRG YIELD INC CL A NEW 62942X306 201 14,811 SH   DFND 21 14,811 0 0
NVR INC COM 62944T105 8,662 5,000 SH   DFND 4 5,000 0 0
NVR INC COM 62944T105 21,017 12,132 SH   DFND 17 9,293 0 2,839
NVR INC COM 62944T105 3,425 1,977 SH   DFND 21 1,913 0 64
NV5 GLOBAL INC COM 62945V109 2,138 79,674 SH   DFND 17 74,970 0 4,704
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 91,547 82,950,000 PRN   DFND 17 77,715,000 0 5,235,000
NASDAQ INC COM 631103108 5,510 83,005 SH   DFND 3 83,005 0 0
NASDAQ INC COM 631103108 6,060 91,299 SH   DFND 17 91,299 0 0
NASDAQ INC COM 631103108 14,068 211,937 SH   DFND 21 194,418 0 17,519
NATIONAL FUEL GAS CO N J COM 636180101 51,444 1,027,860 SH   DFND 3 1,007,260 0 20,600
NATIONAL FUEL GAS CO N J COM 636180101 680 13,587 SH   DFND 17 13,587 0 0
NATIONAL GEN HLDGS CORP COM 636220303 20,310 940,721 SH   DFND 17 846,085 0 94,636
NATIONAL GEN HLDGS CORP COM 636220303 121 5,600 SH   DFND 21 0 0 5,600
NATIONAL OILWELL VARCO INC COM 637071101 14,479 465,550 SH   DFND 17 464,100 0 1,450
NATIONAL OILWELL VARCO INC COM 637071101 9 299 SH   DFND 21 0 0 299
NATIONAL PENN BANCSHARES INC COM 637138108 40 3,764 SH   DFND 17 3,764 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 799 75,123 SH   DFND 21 75,123 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 294 1,274 SH   DFND 21 1,274 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 676 68,300 SH   DFND 4 68,300 0 0
NAVIGATORS GROUP INC COM 638904102 304 3,623 SH   DFND 17 3,623 0 0
NAVIGATORS GROUP INC COM 638904102 812 9,682 SH   DFND 21 3,580 0 6,102
NATUS MEDICAL INC DEL COM 639050103 761 19,813 SH   DFND 17 19,813 0 0
NATUS MEDICAL INC DEL COM 639050103 6,521 169,689 SH   DFND 21 92,350 0 77,339
NAUTILUS INC COM 63910B102 5,975 309,256 SH   DFND 17 301,362 0 7,894
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 8,523 14,445,000 PRN   DFND 17 14,250,000 0 195,000
NAVIGANT CONSULTING INC COM 63935N107 1,180 74,660 SH   DFND 17 53,300 0 21,360
NAVIGANT CONSULTING INC COM 63935N107 780 49,337 SH   DFND 21 19,100 0 30,237
NAVIENT CORP COM 63938C108 13,363 1,116,363 SH   DFND 4 1,116,363 0 0
NAVIENT CORP COM 63938C108 810 67,669 SH   DFND 17 67,669 0 0
NAVIENT CORP COM 63938C108 10,315 861,768 SH   DFND 21 861,165 0 603
NEENAH PAPER INC COM 640079109 45,314 711,813 SH   DFND 3 711,813 0 0
NEENAH PAPER INC COM 640079109 2,172 34,120 SH   DFND 17 34,120 0 0
NEENAH PAPER INC COM 640079109 1,341 21,065 SH   DFND 21 18,227 0 2,838
NEKTAR THERAPEUTICS COM 640268108 2,006 145,902 SH   DFND 17 145,902 0 0
NEKTAR THERAPEUTICS COM 640268108 866 63,000 SH   DFND 24 63,000 0 0
NELNET INC CL A 64031N108 193 4,893 SH   DFND 17 4,893 0 0
NELNET INC CL A 64031N108 698 17,722 SH   DFND 21 0 0 17,722
NEOGENOMICS INC COM NEW 64049M209 5,658 839,480 SH   DFND 17 819,020 0 20,460
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 909 98,787 SH   DFND 17 47,368 0 51,419
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,140 123,957 SH   DFND 21 123,957 0 0
NETAPP INC COM 64110D104 32,981 1,208,534 SH   DFND 17 903,104 0 305,430
NETAPP INC COM 64110D104 160 5,847 SH   DFND 21 5,500 0 347
NETFLIX INC COM 64110L106 6,435 62,945 SH   DFND 4 62,945 0 0
NETFLIX INC COM 64110L106 18,098 177,036 SH   DFND 17 147,976 0 29,060
NETFLIX INC COM 64110L106 20 194 SH   DFND 21 0 0 194
NETFLIX INC CALL 64110L906 1,973 19,300 SH Call DFND 4 19,300 0 0
NETFLIX INC PUT 64110L956 31,538 308,500 SH Put DFND 4 308,500 0 0
NETEASE INC SPONSORED ADR 64110W102 42,618 296,826 SH   DFND 17 247,015 0 49,811
NETEASE INC SPONSORED ADR 64110W102 10,197 71,017 SH   DFND 21 60,542 0 10,475
NETEASE INC SPONSORED ADR 64110W102 1,795 12,500 SH   DFND 24 12,500 0 0
NETGEAR INC COM 64111Q104 1,427 35,340 SH   DFND 17 21,360 0 13,980
NETGEAR INC COM 64111Q104 5,358 132,733 SH   DFND 21 27,487 0 105,246
NETSCOUT SYS INC COM 64115T104 5,417 235,822 SH   DFND 17 188,187 0 47,635
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 18,294 19,080,000 PRN   DFND 17 19,080,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 10,117 255,807 SH   DFND 17 235,897 0 19,910
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,922 48,600 SH   DFND 24 48,600 0 0
NEUSTAR INC CL A 64126X201 4,238 172,278 SH   DFND 17 132,349 0 39,929
NEUSTAR INC CL A 64126X201 10,628 432,035 SH   DFND 21 219,849 0 212,186
NEUSTAR INC CL A 64126X201 58 2,376 SH   DFND 25 2,376 0 0
NEVSUN RES LTD COM 64156L101 1,081 262,326 SH   DFND 17 262,326 0 0
NEVSUN RES LTD COM 64156L101 1,391 337,642 SH   DFND 21 220,175 0 117,467
NEW JERSEY RES COM 646025106 371 10,195 SH   DFND 17 10,195 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 27,067 782,500 SH   DFND 17 774,100 0 8,400
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 10,683 308,063 SH   DFND 20 250,912 0 57,151
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 272 7,870 SH   DFND 21 7,870 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,895 83,700 SH   DFND 24 83,700 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 3,492 300,287 SH   DFND 17 227,370 0 72,917
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 25,990 2,234,731 SH   DFND 21 1,217,439 0 1,017,292
NEW YORK CMNTY BANCORP INC COM 649445103 214 13,465 SH   DFND 17 0 0 13,465
NEW YORK CMNTY BANCORP INC COM 649445103 10,330 649,705 SH   DFND 21 458,405 0 191,300
NEW YORK CMNTY BANCORP INC COM 649445103 55 3,490 SH   DFND 25 3,490 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 142 29,990 SH   DFND 17 29,990 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 732 154,370 SH   DFND 21 54,813 0 99,557
NEW YORK REIT INC COM 64976L109 3,224 319,192 SH   DFND 4 319,192 0 0
NEWELL RUBBERMAID INC COM 651229106 12,806 289,139 SH   DFND 17 232,399 0 56,740
NEWELL RUBBERMAID INC COM 651229106 7 153 SH   DFND 21 0 0 153
NEWELL RUBBERMAID INC PUT 651229956 6,555 148,000 SH Put DFND 21 148,000 0 0
NEWFIELD EXPL CO COM 651290108 11,708 352,130 SH   DFND 17 291,412 0 60,718
NEWFIELD EXPL CO COM 651290108 2,606 78,365 SH   DFND 21 74,124 0 4,241
NEWMONT MINING CORP COM 651639106 1,557 58,596 SH   DFND 17 58,596 0 0
NEWMONT MINING CORP COM 651639106 21,830 821,292 SH   DFND 21 820,832 0 460
NEWMONT MINING CORP COM 651639106 1,170 44,000 SH   DFND 24 44,000 0 0
NEWPORT CORP COM 651824104 13,589 590,837 SH   DFND 4 590,837 0 0
NEWPORT CORP COM 651824104 8,816 383,296 SH   DFND 21 332,612 0 50,684
NEXSTAR BROADCASTING GROUP I CL A 65336K103 3,258 73,584 SH   DFND 21 17,790 0 55,794
NEXTERA ENERGY INC COM 65339F101 1,185 10,017 SH   DFND 4 10,017 0 0
NEXTERA ENERGY INC COM 65339F101 12,758 107,808 SH   DFND 17 33,487 0 74,321
NEXTERA ENERGY INC COM 65339F101 47,137 398,321 SH   DFND 21 396,647 0 1,674
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 30,220 495,000 SH   DFND 17 428,555 0 66,445
NEXTERA ENERGY INC CALL 65339F901 4,071 34,400 SH Call DFND 4 34,400 0 0
NEXTERA ENERGY INC PUT 65339F951 25,763 217,700 SH Put DFND 4 217,700 0 0
NIKE INC CL B 654106103 9,402 152,945 SH   DFND 4 152,945 0 0
NIKE INC CL B 654106103 68,778 1,118,886 SH   DFND 17 939,204 0 179,682
NIKE INC CL B 654106103 56,184 914,002 SH   DFND 21 913,380 0 622
NIKE INC CALL 654106903 2,908 47,300 SH Call DFND 4 47,300 0 0
NIKE INC PUT 654106953 45,254 736,200 SH Put DFND 4 736,200 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,849 65,877 SH   DFND 21 0 0 65,877
NISOURCE INC COM 65473P105 1,791 76,023 SH   DFND 17 76,023 0 0
NISOURCE INC COM 65473P105 9,215 391,110 SH   DFND 21 390,838 0 272
NOBLE ENERGY INC COM 655044105 189 6,015 SH   DFND 4 6,015 0 0
NOBLE ENERGY INC COM 655044105 11 355 SH   DFND 21 0 0 355
NOBLE ENERGY INC PUT 655044955 415 13,200 SH Put DFND 4 13,200 0 0
NORDSTROM INC COM 655664100 1,034 18,073 SH   DFND 17 18,073 0 0
NORDSTROM INC COM 655664100 7 124 SH   DFND 21 0 0 124
NORFOLK SOUTHERN CORP COM 655844108 6,760 81,200 SH   DFND 3 81,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 873 10,491 SH   DFND 4 10,491 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,726 56,772 SH   DFND 17 56,772 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,271 51,308 SH   DFND 21 49,862 0 1,446
NORFOLK SOUTHERN CORP CALL 655844908 2,581 31,000 SH Call DFND 4 31,000 0 0
NORFOLK SOUTHERN CORP PUT 655844958 13,778 165,500 SH Put DFND 4 165,500 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 40,316 1,710,500 SH   DFND 3 1,670,400 0 40,100
NORTHERN TR CORP COM 665859104 3,857 59,185 SH   DFND 21 59,000 0 185
NORTHFIELD BANCORP INC DEL COM 66611T108 201 12,240 SH   DFND 17 12,240 0 0
NORTHROP GRUMMAN CORP COM 666807102 10,184 51,460 SH   DFND 3 51,460 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,549 7,829 SH   DFND 4 7,829 0 0
NORTHROP GRUMMAN CORP COM 666807102 33,403 168,786 SH   DFND 17 121,081 0 47,705
NORTHROP GRUMMAN CORP COM 666807102 73,942 373,635 SH   DFND 21 265,791 0 107,844
NORTHROP GRUMMAN CORP COM 666807102 258 1,302 SH   DFND 25 1,302 0 0
NORTHROP GRUMMAN CORP CALL 666807902 1,959 9,900 SH Call DFND 4 9,900 0 0
NORTHROP GRUMMAN CORP PUT 666807952 22,462 113,500 SH Put DFND 4 113,500 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 246 18,215 SH   DFND 17 18,215 0 0
NORTHWESTERN CORP COM NEW 668074305 45 730 SH   DFND 17 730 0 0
NORTHWESTERN CORP COM NEW 668074305 661 10,712 SH   DFND 21 10,712 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,090 42,653 SH   DFND 17 24,968 0 17,685
NOVAVAX INC COM 670002104 1,433 277,735 SH   DFND 17 277,735 0 0
NOVAVAX INC COM 670002104 568 110,000 SH   DFND 24 110,000 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 1,688 183,468 SH   DFND 21 183,468 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,683 411,051 SH   DFND 17 402,031 0 9,020
NUANCE COMMUNICATIONS INC COM 67020Y100 2,407 128,804 SH   DFND 21 81,051 0 47,753
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 29,785 28,875,000 PRN   DFND 17 24,615,000 0 4,260,000
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 24,723 1,192,600 SH   DFND 3 1,142,100 0 50,500
NUTRACEUTICAL INTL CORP COM 67060Y101 211 8,650 SH   DFND 17 8,650 0 0
NVIDIA CORP COM 67066G104 248 6,948 SH   DFND 4 6,948 0 0
NVIDIA CORP COM 67066G104 12,275 344,524 SH   DFND 17 339,319 0 5,205
NVIDIA CORP COM 67066G104 9,390 263,546 SH   DFND 21 54,958 0 208,588
NVIDIA CORP CALL 67066G904 310 8,700 SH Call DFND 4 8,700 0 0
NVIDIA CORP PUT 67066G954 3,014 84,600 SH Put DFND 4 84,600 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 141,568 79,315,000 PRN   DFND 17 74,760,000 0 4,555,000
NUTRI SYS INC NEW COM 67069D108 2,938 140,772 SH   DFND 17 140,772 0 0
NUTRI SYS INC NEW COM 67069D108 1,139 54,595 SH   DFND 21 54,595 0 0
NUVASIVE INC COM 670704105 258 5,310 SH   DFND 17 5,310 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 41,183 32,535,000 PRN   DFND 17 32,205,000 0 330,000
NXSTAGE MEDICAL INC COM 67072V103 6,764 451,249 SH   DFND 17 377,435 0 73,814
NXSTAGE MEDICAL INC COM 67072V103 60 4,000 SH   DFND 21 0 0 4,000
OGE ENERGY CORP COM 670837103 6,433 224,700 SH   DFND 3 224,700 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 722 2,637 SH   DFND 4 2,637 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,159 11,545 SH   DFND 17 0 0 11,545
O REILLY AUTOMOTIVE INC NEW COM 67103H107 10,481 38,298 SH   DFND 21 37,285 0 1,013
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 3,421 12,500 SH Call DFND 4 12,500 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 19,813 72,400 SH Put DFND 4 72,400 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 4,229 61,800 SH   DFND 4 61,800 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 51,067 746,272 SH   DFND 17 743,772 0 2,500
OCCIDENTAL PETE CORP DEL COM 674599105 1,653 24,158 SH   DFND 21 23,734 0 424
OCCIDENTAL PETE CORP DEL COM 674599105 958 14,000 SH   DFND 24 14,000 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 1,334 19,500 SH Call DFND 4 19,500 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 12,187 178,100 SH Put DFND 4 178,100 0 0
OLD NATL BANCORP IND COM 680033107 46,333 3,800,904 SH   DFND 3 3,717,240 0 83,664
OLD NATL BANCORP IND COM 680033107 337 27,658 SH   DFND 21 0 0 27,658
OLD NATL BANCORP IND PUT 680033957 2,194 180,000 SH Put DFND 21 180,000 0 0
OLD REP INTL CORP COM 680223104 678 37,116 SH   DFND 21 37,116 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 1,811 1,460,000 PRN   DFND 17 1,460,000 0 0
OLIN CORP COM PAR $1 680665205 459 26,405 SH   DFND 17 26,405 0 0
OLIN CORP COM PAR $1 680665205 533 30,657 SH   DFND 21 30,657 0 0
OMNICOM GROUP INC COM 681919106 215 2,578 SH   DFND 21 2,400 0 178
OMNICOM GROUP INC CALL 681919906 1,781 21,400 SH Call DFND 4 21,400 0 0
OMNICOM GROUP INC PUT 681919956 10,179 122,300 SH Put DFND 4 122,300 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 22,137 627,100 SH   DFND 3 627,100 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 861 24,390 SH   DFND 17 24,390 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,666 75,537 SH   DFND 21 7,645 0 67,892
OMEGA PROTEIN CORP COM 68210P107 1,818 107,308 SH   DFND 17 30,906 0 76,402
OMEGA PROTEIN CORP COM 68210P107 7,427 438,436 SH   DFND 21 329,059 0 109,377
OMEGA PROTEIN CORP COM 68210P107 25 1,454 SH   DFND 25 1,454 0 0
OMNICELL INC COM 68213N109 2,049 73,524 SH   DFND 17 73,524 0 0
OMNICELL INC COM 68213N109 858 30,772 SH   DFND 21 11,428 0 19,344
OMEROS CORP COM 682143102 1,704 111,065 SH   DFND 17 111,065 0 0
ON ASSIGNMENT INC COM 682159108 6,693 181,276 SH   DFND 17 181,276 0 0
ON ASSIGNMENT INC COM 682159108 333 9,030 SH   DFND 21 2,098 0 6,932
ON SEMICONDUCTOR CORP COM 682189105 23,674 2,468,661 SH   DFND 17 2,035,875 0 432,786
ON SEMICONDUCTOR CORP COM 682189105 27,316 2,848,374 SH   DFND 21 2,705,432 0 142,942
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 48,333 45,125,000 PRN   DFND 17 44,725,000 0 400,000
OPEN TEXT CORP COM 683715106 63,957 969,111 SH   DFND 3 669,762 0 299,349
OPEN TEXT CORP COM 683715106 11,770 178,350 SH   DFND 17 178,350 0 0
OPEN TEXT CORP COM 683715106 5,140 77,883 SH   DFND 21 15,229 0 62,654
OPHTHOTECH CORP COM 683745103 9,004 213,007 SH   DFND 17 185,997 0 27,010
OPHTHOTECH CORP COM 683745103 2,633 62,300 SH   DFND 24 62,300 0 0
ORACLE CORP COM 68389X105 2,822 68,985 SH   DFND 4 68,985 0 0
ORACLE CORP COM 68389X105 330,790 8,085,800 SH   DFND 17 7,211,210 0 874,590
ORACLE CORP COM 68389X105 14,351 350,803 SH   DFND 21 348,109 0 2,694
ORACLE CORP COM 68389X105 57 1,400 SH   DFND 24 1,400 0 0
ORACLE CORP CALL 68389X905 5,224 127,700 SH Call DFND 4 127,700 0 0
ORACLE CORP PUT 68389X955 35,870 876,800 SH Put DFND 4 876,800 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 914 126,450 SH   DFND 17 73,415 0 53,035
ORBITAL ATK INC COM 68557N103 55,341 636,540 SH   DFND 3 625,035 0 11,505
ORBITAL ATK INC COM 68557N103 9,775 112,431 SH   DFND 17 93,246 0 19,185
OUTERWALL INC COM 690070107 185 5,000 SH   DFND 17 0 0 5,000
OUTERWALL INC COM 690070107 572 15,463 SH   DFND 21 15,463 0 0
OUTFRONT MEDIA INC COM 69007J106 17,833 845,166 SH   DFND 4 845,166 0 0
OWENS & MINOR INC NEW COM 690732102 22,255 550,600 SH   DFND 3 539,300 0 11,300
OWENS & MINOR INC NEW COM 690732102 244 6,035 SH   DFND 17 6,035 0 0
OWENS & MINOR INC NEW COM 690732102 3,549 87,806 SH   DFND 21 0 0 87,806
OWENS CORNING NEW COM 690742101 230 4,860 SH   DFND 17 2,170 0 2,690
OWENS CORNING NEW COM 690742101 16,684 352,876 SH   DFND 21 106,010 0 246,866
OXFORD INDS INC COM 691497309 15,826 235,405 SH   DFND 17 206,611 0 28,794
OXFORD INDS INC COM 691497309 111 1,650 SH   DFND 21 0 0 1,650
P A M TRANSN SVCS INC COM 693149106 1,250 40,585 SH   DFND 17 38,272 0 2,313
PBF ENERGY INC CL A 69318G106 2,453 73,888 SH   DFND 17 47,063 0 26,825
PBF ENERGY INC CL A 69318G106 14,584 439,278 SH   DFND 21 393,229 0 46,049
PBF ENERGY INC CL A 69318G106 21 631 SH   DFND 25 631 0 0
P C CONNECTION COM 69318J100 1,088 42,154 SH   DFND 21 42,154 0 0
PDC ENERGY INC COM 69327R101 41,080 691,005 SH   DFND 17 668,269 0 22,736
PDC ENERGY INC COM 69327R101 2,429 40,853 SH   DFND 21 39,253 0 1,600
PDC ENERGY INC COM 69327R101 2,021 34,000 SH   DFND 24 34,000 0 0
PDF SOLUTIONS INC COM 693282105 3,036 226,926 SH   DFND 17 222,087 0 4,839
PDL BIOPHARMA INC COM 69329Y104 272 81,590 SH   DFND 17 81,590 0 0
PDL BIOPHARMA INC COM 69329Y104 833 250,124 SH   DFND 21 235,039 0 15,085
PG&E CORP COM 69331C108 52,710 882,613 SH   DFND 4 882,613 0 0
PG&E CORP COM 69331C108 29,404 492,369 SH   DFND 17 307,722 0 184,647
PG&E CORP COM 69331C108 111,512 1,867,239 SH   DFND 21 1,225,424 0 641,815
PG&E CORP COM 69331C108 296 4,959 SH   DFND 25 4,959 0 0
PG&E CORP CALL 69331C908 3,088 51,700 SH Call DFND 4 51,700 0 0
PG&E CORP PUT 69331C958 13,389 224,200 SH Put DFND 4 224,200 0 0
PHH CORP COM NEW 693320202 70,206 5,598,554 SH   DFND 4 5,598,554 0 0
PICO HLDGS INC COM NEW 693366205 4,642 453,795 SH   DFND 4 453,795 0 0
PGT INC COM 69336V101 1,707 173,446 SH   DFND 17 173,446 0 0
PJT PARTNERS INC COM CL A 69343T107 20,897 868,900 SH   DFND 3 868,900 0 0
PJT PARTNERS INC COM CL A 69343T107 4 182 SH   DFND 21 182 0 0
PNC FINL SVCS GROUP INC COM 693475105 177,250 2,095,892 SH   DFND 3 2,094,492 0 1,400
PNC FINL SVCS GROUP INC COM 693475105 36,000 425,680 SH   DFND 4 425,680 0 0
PNC FINL SVCS GROUP INC COM 693475105 50,112 592,547 SH   DFND 17 587,116 0 5,431
PNC FINL SVCS GROUP INC COM 693475105 38,182 451,480 SH   DFND 21 346,693 0 104,787
PNC FINL SVCS GROUP INC COM 693475105 119 1,408 SH   DFND 25 1,408 0 0
PNC FINL SVCS GROUP INC CALL 693475905 3,434 40,600 SH Call DFND 4 40,600 0 0
PNC FINL SVCS GROUP INC PUT 693475955 16,102 190,400 SH Put DFND 4 190,400 0 0
POSCO SPONSORED ADR 693483109 297 6,266 SH   DFND 21 6,266 0 0
PNM RES INC COM 69349H107 3,181 94,327 SH   DFND 17 94,327 0 0
PNM RES INC COM 69349H107 925 27,428 SH   DFND 21 18,945 0 8,483
PPG INDS INC COM 693506107 6,556 58,800 SH   DFND 3 58,800 0 0
PPG INDS INC COM 693506107 109 976 SH   DFND 4 976 0 0
PPG INDS INC COM 693506107 9,722 87,197 SH   DFND 17 87,197 0 0
PPG INDS INC COM 693506107 24,482 219,590 SH   DFND 21 219,396 0 194
PPG INDS INC COM 693506107 1,059 9,500 SH   DFND 24 9,500 0 0
PPG INDS INC CALL 693506907 2,230 20,000 SH Call DFND 4 20,000 0 0
PPG INDS INC PUT 693506957 19,600 175,800 SH Put DFND 4 175,800 0 0
PPL CORP COM 69351T106 18,175 477,400 SH   DFND 3 477,400 0 0
PPL CORP COM 69351T106 9,701 254,828 SH   DFND 4 254,828 0 0
PPL CORP COM 69351T106 2,950 77,477 SH   DFND 17 77,477 0 0
PPL CORP COM 69351T106 4,843 127,214 SH   DFND 21 34,050 0 93,164
PPL CORP CALL 69351T906 1,089 28,600 SH Call DFND 4 28,600 0 0
PPL CORP PUT 69351T956 7,922 208,100 SH Put DFND 4 208,100 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 388 3,864 SH   DFND 21 3,864 0 0
PTC INC COM 69370C100 12,820 386,606 SH   DFND 17 339,173 0 47,433
PTC INC COM 69370C100 93 2,800 SH   DFND 21 0 0 2,800
PACCAR INC COM 693718108 214 3,913 SH   DFND 4 3,913 0 0
PACCAR INC COM 693718108 1,757 32,123 SH   DFND 17 32,123 0 0
PACCAR INC COM 693718108 19,987 365,463 SH   DFND 21 316,301 0 49,162
PACCAR INC CALL 693718908 1,083 19,800 SH Call DFND 4 19,800 0 0
PACCAR INC PUT 693718958 7,153 130,800 SH Put DFND 4 130,800 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,380 85,538 SH   DFND 17 81,424 0 4,114
PACIFIC PREMIER BANCORP COM 69478X105 2,853 133,517 SH   DFND 17 133,517 0 0
PACKAGING CORP AMER COM 695156109 7,272 120,400 SH   DFND 3 120,400 0 0
PACKAGING CORP AMER COM 695156109 2,303 38,124 SH   DFND 17 36,329 0 1,795
PACKAGING CORP AMER COM 695156109 25,007 414,022 SH   DFND 21 409,230 0 4,792
PACWEST BANCORP DEL COM 695263103 3,958 106,547 SH   DFND 21 66,468 0 40,079
PALO ALTO NETWORKS INC COM 697435105 83,647 512,730 SH   DFND 17 404,655 0 108,075
PALO ALTO NETWORKS INC COM 697435105 21,959 134,600 SH   DFND 20 134,600 0 0
PALO ALTO NETWORKS INC COM 697435105 500 3,066 SH   DFND 21 1,525 0 1,541
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 16,359 10,525,000 PRN   DFND 17 8,940,000 0 1,585,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 438 20,422 SH   DFND 21 20,422 0 0
PANDORA MEDIA INC COM 698354107 707 78,965 SH   DFND 17 0 0 78,965
PAPA MURPHYS HLDGS INC COM 698814100 2,290 191,596 SH   DFND 17 186,468 0 5,128
PAREXEL INTL CORP COM 699462107 16,792 267,694 SH   DFND 17 235,538 0 32,156
PAREXEL INTL CORP COM 699462107 1,306 20,824 SH   DFND 21 0 0 20,824
PARK CITY GROUP INC COM NEW 700215304 1,553 171,837 SH   DFND 17 161,737 0 10,100
PARK OHIO HLDGS CORP COM 700666100 16,653 388,896 SH   DFND 3 388,896 0 0
PARK OHIO HLDGS CORP COM 700666100 27 626 SH   DFND 17 626 0 0
PARK STERLING CORP COM 70086Y105 1,351 202,496 SH   DFND 17 190,496 0 12,000
PARKER HANNIFIN CORP COM 701094104 103 931 SH   DFND 4 931 0 0
PARKER HANNIFIN CORP COM 701094104 2,339 21,060 SH   DFND 17 17,340 0 3,720
PARKER HANNIFIN CORP COM 701094104 233 2,095 SH   DFND 21 2,000 0 95
PARKER HANNIFIN CORP PUT 701094954 278 2,500 SH Put DFND 4 2,500 0 0
PARSLEY ENERGY INC CL A 701877102 5,823 257,672 SH   DFND 17 257,672 0 0
PARTY CITY HOLDCO INC COM 702149105 8,052 535,345 SH   DFND 17 488,089 0 47,256
PARTY CITY HOLDCO INC COM 702149105 281 18,697 SH   DFND 21 2,128 0 16,569
PATRICK INDS INC COM 703343103 17,566 386,993 SH   DFND 17 369,191 0 17,802
PATRICK INDS INC COM 703343103 2,454 54,075 SH   DFND 21 15,398 0 38,677
PATTERSON UTI ENERGY INC COM 703481101 6,414 364,033 SH   DFND 17 364,033 0 0
PATTERSON UTI ENERGY INC COM 703481101 11 638 SH   DFND 21 638 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,216 69,000 SH   DFND 24 69,000 0 0
PAYCHEX INC COM 704326107 128 2,367 SH   DFND 4 2,367 0 0
PAYCHEX INC COM 704326107 8,465 156,733 SH   DFND 17 109,575 0 47,158
PAYCHEX INC COM 704326107 258 4,780 SH   DFND 21 4,600 0 180
PAYCHEX INC CALL 704326907 1,275 23,600 SH Call DFND 4 23,600 0 0
PAYCHEX INC PUT 704326957 5,390 99,800 SH Put DFND 4 99,800 0 0
PAYCOM SOFTWARE INC COM 70432V102 16,311 458,161 SH   DFND 17 442,641 0 15,520
PAYLOCITY HLDG CORP COM 70438V106 13,424 410,009 SH   DFND 17 370,997 0 39,012
PAYLOCITY HLDG CORP COM 70438V106 87 2,650 SH   DFND 21 0 0 2,650
PAYPAL HLDGS INC COM 70450Y103 3,034 78,610 SH   DFND 4 78,610 0 0
PAYPAL HLDGS INC COM 70450Y103 53,164 1,377,314 SH   DFND 17 1,037,854 0 339,460
PAYPAL HLDGS INC COM 70450Y103 3,778 97,877 SH   DFND 21 97,338 0 539
PAYPAL HLDGS INC CALL 70450Y903 2,185 56,600 SH Call DFND 4 56,600 0 0
PAYPAL HLDGS INC PUT 70450Y953 17,416 451,200 SH Put DFND 4 451,200 0 0
PEABODY ENERGY CORP PUT 704549953 6,960 3,000,000 SH Put DFND 4 3,000,000 0 0
PENN NATL GAMING INC COM 707569109 8,387 502,519 SH   DFND 17 502,519 0 0
PENN NATL GAMING INC COM 707569109 436 26,103 SH   DFND 21 26,103 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 8,875 406,165 SH   DFND 4 406,165 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 6,030 159,100 SH   DFND 3 159,100 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 2,704 71,356 SH   DFND 17 23,056 0 48,300
PENSKE AUTOMOTIVE GRP INC COM 70959W103 5,221 137,767 SH   DFND 21 90,493 0 47,274
PEPSICO INC COM 713448108 8,063 78,675 SH   DFND 4 78,675 0 0
PEPSICO INC COM 713448108 260,572 2,542,662 SH   DFND 17 2,331,856 0 210,806
PEPSICO INC COM 713448108 3,454 33,700 SH   DFND 20 33,700 0 0
PEPSICO INC COM 713448108 6,304 61,517 SH   DFND 21 60,093 0 1,424
PEPSICO INC COM 713448108 402 3,920 SH   DFND 24 3,920 0 0
PEPSICO INC CALL 713448908 5,411 52,800 SH Call DFND 4 52,800 0 0
PEPSICO INC PUT 713448958 77,916 760,300 SH Put DFND 4 760,300 0 0
PERFICIENT INC COM 71375U101 363 16,690 SH   DFND 17 9,780 0 6,910
PERFICIENT INC COM 71375U101 835 38,452 SH   DFND 21 38,452 0 0
PERKINELMER INC COM 714046109 5,295 107,057 SH   DFND 17 86,907 0 20,150
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 5,061 99,525 SH   DFND 17 92,125 0 7,400
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8,272 162,679 SH   DFND 21 162,679 0 0
PETMED EXPRESS INC COM 716382106 122 6,802 SH   DFND 17 0 0 6,802
PETMED EXPRESS INC COM 716382106 3,732 208,397 SH   DFND 21 91,051 0 117,346
PETMED EXPRESS INC COM 716382106 32 1,770 SH   DFND 25 1,770 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 665 10,034 SH   DFND 21 10,034 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 343 75,812 SH   DFND 21 75,812 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 492 84,182 SH   DFND 21 84,182 0 0
PFENEX INC COM 717071104 1,763 179,383 SH   DFND 17 174,638 0 4,745
PFIZER INC COM 717081103 195,798 6,605,884 SH   DFND 3 6,605,884 0 0
PFIZER INC COM 717081103 67,502 2,277,409 SH   DFND 4 2,271,353 0 6,056
PFIZER INC COM 717081103 130,286 4,395,618 SH   DFND 17 3,971,284 0 424,334
PFIZER INC COM 717081103 38,722 1,306,400 SH   DFND 20 1,306,400 0 0
PFIZER INC COM 717081103 221,895 7,486,348 SH   DFND 21 5,626,320 0 1,860,028
PFIZER INC COM 717081103 6,236 210,400 SH   DFND 24 210,400 0 0
PFIZER INC COM 717081103 310 10,458 SH   DFND 25 10,458 0 0
PFIZER INC CALL 717081903 8,933 301,400 SH Call DFND 4 301,400 0 0
PFIZER INC PUT 717081953 54,348 1,833,600 SH Put DFND 4 1,833,600 0 0
PHARMERICA CORP COM 71714F104 1,867 84,464 SH   DFND 17 49,749 0 34,715
PHARMERICA CORP COM 71714F104 2,098 94,883 SH   DFND 21 56,502 0 38,381
PHILIP MORRIS INTL INC COM 718172109 5,779 58,900 SH   DFND 3 58,900 0 0
PHILIP MORRIS INTL INC COM 718172109 2,698 27,502 SH   DFND 4 27,502 0 0
PHILIP MORRIS INTL INC COM 718172109 4,082 41,609 SH   DFND 17 26,609 0 15,000
PHILIP MORRIS INTL INC COM 718172109 4,921 50,163 SH   DFND 21 40,461 0 9,702
PHILIP MORRIS INTL INC CALL 718172909 9,183 93,600 SH Call DFND 4 93,600 0 0
PHILIP MORRIS INTL INC PUT 718172959 61,858 630,500 SH Put DFND 4 630,500 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 675 15,585 SH   DFND 17 15,585 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 4,222 97,489 SH   DFND 21 97,489 0 0
PHILLIPS 66 COM 718546104 2,798 32,311 SH   DFND 4 32,311 0 0
PHILLIPS 66 COM 718546104 23,829 275,196 SH   DFND 17 136,625 0 138,571
PHILLIPS 66 COM 718546104 93,948 1,084,973 SH   DFND 21 809,455 0 275,518
PHILLIPS 66 COM 718546104 1,437 16,600 SH   DFND 24 16,600 0 0
PHILLIPS 66 COM 718546104 142 1,643 SH   DFND 25 1,643 0 0
PHILLIPS 66 CALL 718546904 2,589 29,900 SH Call DFND 4 29,900 0 0
PHILLIPS 66 PUT 718546954 17,067 197,100 SH Put DFND 4 197,100 0 0
PHOENIX COS INC NEW COM NEW 71902E604 7,666 208,088 SH   DFND 21 208,088 0 0
PHOTRONICS INC COM 719405102 1,471 141,267 SH   DFND 17 82,642 0 58,625
PHOTRONICS INC COM 719405102 1,594 153,093 SH   DFND 21 83,308 0 69,785
PHYSICIANS RLTY TR COM 71943U104 6,660 358,437 SH   DFND 4 358,437 0 0
PHYSICIANS RLTY TR COM 71943U104 25 1,320 SH   DFND 17 1,320 0 0
PIEDMONT NAT GAS INC COM 720186105 5,385 90,000 SH   DFND 21 90,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 774 38,126 SH   DFND 21 38,126 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 17,287 680,591 SH   DFND 17 680,591 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,350 131,900 SH   DFND 21 97,520 0 34,380
PILGRIMS PRIDE CORP NEW COM 72147K108 7,703 303,267 SH   DFND 24 303,267 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 7,822 117,231 SH   DFND 17 117,231 0 0
PIMCO ETF TR BROAD US TIPS 72201R403 43,070 742,369 SH   DFND 17 742,369 0 0
PIMCO ETF TR DIV INC ACT ETF 72201R726 12,867 275,000 SH   DFND 4 275,000 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 134,683 1,448,829 SH   DFND 4 1,448,829 0 0
PIMCO ETF TR GB ADV INF BD AC 72201R791 62,865 1,500,000 SH   DFND 4 1,500,000 0 0
PIMCO ETF TR INV GRD CRP BD 72201R817 522 5,055 SH   DFND 17 5,055 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 5,337 42,930 SH   DFND 17 42,930 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 1,520 87,183 SH   DFND 4 87,183 0 0
PINNACLE ENTMT INC COM 723456109 91 2,601 SH   DFND 17 2,601 0 0
PINNACLE ENTMT INC COM 723456109 8,198 233,569 SH   DFND 21 230,787 0 2,782
PINNACLE FINL PARTNERS INC COM 72346Q104 438 8,925 SH   DFND 17 8,925 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,355 27,628 SH   DFND 21 11,493 0 16,135
PINNACLE WEST CAP CORP COM 723484101 6,660 88,711 SH   DFND 17 80,633 0 8,078
PINNACLE WEST CAP CORP COM 723484101 18,833 250,866 SH   DFND 21 133,700 0 117,166
PINNACLE WEST CAP CORP COM 723484101 158 2,102 SH   DFND 25 2,102 0 0
PINNACLE FOODS INC DEL COM 72348P104 27,688 619,686 SH   DFND 17 486,567 0 133,119
PINNACLE FOODS INC DEL COM 72348P104 44,205 989,368 SH   DFND 21 504,775 0 484,593
PINNACLE FOODS INC DEL COM 72348P104 140 3,127 SH   DFND 25 3,127 0 0
PIONEER NAT RES CO COM 723787107 1,817 12,911 SH   DFND 4 12,911 0 0
PIONEER NAT RES CO COM 723787107 42,572 302,485 SH   DFND 17 300,555 0 1,930
PIONEER NAT RES CO COM 723787107 2,443 17,360 SH   DFND 21 17,242 0 118
PIONEER NAT RES CO COM 723787107 1,126 8,000 SH   DFND 24 8,000 0 0
PIONEER NAT RES CO CALL 723787907 1,337 9,500 SH Call DFND 4 9,500 0 0
PIONEER NAT RES CO PUT 723787957 12,653 89,900 SH Put DFND 4 89,900 0 0
PIPER JAFFRAY COS COM 724078100 102 2,055 SH   DFND 17 2,055 0 0
PIPER JAFFRAY COS COM 724078100 1,222 24,652 SH   DFND 21 0 0 24,652
PITNEY BOWES INC COM 724479100 14 630 SH   DFND 3 630 0 0
PITNEY BOWES INC COM 724479100 1,730 80,313 SH   DFND 17 80,313 0 0
PITNEY BOWES INC COM 724479100 17,373 806,538 SH   DFND 21 761,071 0 45,467
PLEXUS CORP COM 729132100 200 5,063 SH   DFND 21 5,063 0 0
POPEYES LA KITCHEN INC COM 732872106 7,776 149,371 SH   DFND 17 149,371 0 0
POPULAR INC COM NEW 733174700 3,588 125,400 SH   DFND 17 0 0 125,400
POPULAR INC COM NEW 733174700 959 33,518 SH   DFND 21 0 0 33,518
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 25,907 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 41,095 1,040,650 SH   DFND 3 1,013,750 0 26,900
PORTLAND GEN ELEC CO COM NEW 736508847 9,931 251,469 SH   DFND 17 112,836 0 138,633
PORTLAND GEN ELEC CO COM NEW 736508847 8,241 208,681 SH   DFND 21 182,494 0 26,187
POST HLDGS INC COM 737446104 22,145 322,015 SH   DFND 17 267,239 0 54,776
POST HLDGS INC COM 737446104 158 2,300 SH   DFND 21 0 0 2,300
POST HLDGS INC COM 737446104 2,276 33,100 SH   DFND 24 33,100 0 0
POTASH CORP SASK INC COM 73755L107 3,316 152,884 SH   DFND 17 152,884 0 0
POTASH CORP SASK INC COM 73755L107 10,870 501,196 SH   DFND 21 500,694 0 502
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3,396 31,100 SH   DFND 24 31,100 0 0
POWERSHARES QQQ TRUST PUT 73935A954 160,990 1,474,269 SH Put DFND 4 1,474,269 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 317 12,900 SH   DFND   12,900 0 0
POWERSECURE INTL INC COM 73936N105 7,543 403,600 SH   DFND 21 403,600 0 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 4,184 235,063 SH   DFND 17 235,063 0 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 2,471 87,330 SH   DFND 17 87,330 0 0
PRAXAIR INC CALL 74005P904 3,308 28,900 SH Call DFND 4 28,900 0 0
PRAXAIR INC PUT 74005P954 17,145 149,800 SH Put DFND 4 149,800 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,805 59,678 SH   DFND 17 56,176 0 3,502
PREFERRED BK LOS ANGELES CA COM NEW 740367404 314 10,392 SH   DFND 21 10,392 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,859 34,811 SH   DFND 17 26,011 0 8,800
PRESTIGE BRANDS HLDGS INC COM 74112D101 3,826 71,657 SH   DFND 21 57,541 0 14,116
PRICE T ROWE GROUP INC COM 74144T108 1,103 15,021 SH   DFND 21 14,883 0 138
PRICE T ROWE GROUP INC CALL 74144T908 2,424 33,000 SH Call DFND 4 33,000 0 0
PRICE T ROWE GROUP INC PUT 74144T958 7,801 106,200 SH Put DFND 4 106,200 0 0
PRICELINE GRP INC COM NEW 741503403 148 115 SH   DFND 4 115 0 0
PRICELINE GRP INC COM NEW 741503403 130,962 101,603 SH   DFND 17 83,383 0 18,220
PRICELINE GRP INC COM NEW 741503403 1,031 800 SH   DFND 20 800 0 0
PRICELINE GRP INC COM NEW 741503403 130,164 100,984 SH   DFND 21 77,134 0 23,850
PRICELINE GRP INC COM NEW 741503403 361 280 SH   DFND 24 280 0 0
PRICELINE GRP INC CALL 741503903 3,094 2,400 SH Call DFND 4 2,400 0 0
PRICELINE GRP INC PUT 741503953 12,890 10,000 SH Put DFND 4 10,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 43,792 30,535,000 PRN   DFND 17 28,140,000 0 2,395,000
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 861 600,000 PRN   DFND 21 600,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 151,720 125,440,000 PRN   DFND 17 119,775,000 0 5,665,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6,652 5,500,000 PRN   DFND 21 2,500,000 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 9,659 9,540,000 PRN   DFND 17 9,160,000 0 380,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 8,201 8,100,000 PRN   DFND 21 4,100,000 0 4,000,000
PRIMORIS SVCS CORP COM 74164F103 8,335 342,989 SH   DFND 17 342,989 0 0
PRIMO WTR CORP COM 74165N105 2,229 220,931 SH   DFND 17 214,468 0 6,463
PRINCIPAL FINL GROUP INC COM 74251V102 2,947 74,700 SH   DFND 3 74,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,134 54,101 SH   DFND 17 54,101 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,943 74,597 SH   DFND 21 32,683 0 41,914
PROCTER & GAMBLE CO COM 742718109 174,431 2,119,193 SH   DFND 3 2,117,693 0 1,500
PROCTER & GAMBLE CO COM 742718109 13,069 158,781 SH   DFND 4 158,781 0 0
PROCTER & GAMBLE CO COM 742718109 153,411 1,863,820 SH   DFND 17 1,824,354 0 39,466
PROCTER & GAMBLE CO COM 742718109 53,296 647,503 SH   DFND 21 495,946 0 151,557
PROCTER & GAMBLE CO CALL 742718909 17,886 217,300 SH Call DFND 4 217,300 0 0
PROCTER & GAMBLE CO PUT 742718959 97,439 1,183,800 SH Put DFND 4 1,183,800 0 0
PRIVATEBANCORP INC COM 742962103 15,531 402,360 SH   DFND 17 336,509 0 65,851
PRIVATEBANCORP INC COM 742962103 1,726 44,725 SH   DFND 21 13,824 0 30,901
PROGRESSIVE CORP OHIO COM 743315103 1,694 48,205 SH   DFND 17 48,205 0 0
PROGRESSIVE CORP OHIO COM 743315103 23,246 661,513 SH   DFND 21 658,526 0 2,987
PROGRESSIVE CORP OHIO CALL 743315903 1,019 29,000 SH Call DFND 4 29,000 0 0
PROGRESSIVE CORP OHIO PUT 743315953 4,790 136,300 SH Put DFND 4 136,300 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 4,432 111,903 SH   DFND 17 0 0 111,903
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 895 22,599 SH   DFND 21 22,599 0 0
PROLOGIS INC COM 74340W103 21,241 480,792 SH   DFND 4 480,792 0 0
PROLOGIS INC COM 74340W103 20 442 SH   DFND 17 442 0 0
PROLOGIS INC COM 74340W103 18 409 SH   DFND 21 0 0 409
PROLOGIS INC CALL 74340W903 1,767 40,000 SH Call DFND 4 40,000 0 0
PROLOGIS INC PUT 74340W953 7,762 175,700 SH Put DFND 4 175,700 0 0
PROOFPOINT INC COM 743424103 31,133 578,898 SH   DFND 17 478,439 0 100,459
PROSHARES TR II SHT VIX ST TRM 74347W627 206 4,080 SH   DFND   1,600 0 2,480
PROSHARES TR S&P 500 DV ARIST 74348A467 602 11,509 SH   DFND 17 11,509 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 681 93,687 SH   DFND 21 2,314 0 91,373
PROSPERITY BANCSHARES INC COM 743606105 27,236 587,100 SH   DFND 3 576,700 0 10,400
PROVIDENCE SVC CORP COM 743815102 12,297 240,786 SH   DFND 17 237,976 0 2,810
PROVIDENCE SVC CORP COM 743815102 151 2,964 SH   DFND 21 2,964 0 0
PROVIDENT FINL SVCS INC COM 74386T105 8,869 439,268 SH   DFND 3 430,345 0 8,923
PROVIDENT FINL SVCS INC COM 74386T105 124 6,162 SH   DFND 17 6,162 0 0
PROVIDENT FINL SVCS INC COM 74386T105 362 17,941 SH   DFND 21 0 0 17,941
PRUDENTIAL FINL INC COM 744320102 11,159 154,510 SH   DFND 3 154,510 0 0
PRUDENTIAL FINL INC COM 744320102 17,443 241,520 SH   DFND 4 241,520 0 0
PRUDENTIAL FINL INC COM 744320102 88,899 1,230,952 SH   DFND 17 1,183,263 0 47,689
PRUDENTIAL FINL INC COM 744320102 49,558 686,202 SH   DFND 21 432,687 0 253,515
PRUDENTIAL FINL INC COM 744320102 201 2,790 SH   DFND 25 2,790 0 0
PRUDENTIAL FINL INC CALL 744320902 2,087 28,900 SH Call DFND 4 28,900 0 0
PRUDENTIAL FINL INC PUT 744320952 11,996 166,100 SH Put DFND 4 166,100 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 192,196 4,077,128 SH   DFND 3 4,073,728 0 3,400
PUBLIC SVC ENTERPRISE GROUP COM 744573106 81,432 1,727,449 SH   DFND 17 1,501,619 0 225,830
PUBLIC SVC ENTERPRISE GROUP COM 744573106 114,644 2,431,984 SH   DFND 21 1,588,601 0 843,383
PUBLIC SVC ENTERPRISE GROUP COM 744573106 317 6,729 SH   DFND 25 6,729 0 0
PUBLIC SVC ENTERPRISE GROUP CALL 744573906 1,820 38,600 SH Call DFND 4 38,600 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 9,041 191,800 SH Put DFND 4 191,800 0 0
PUBLIC STORAGE COM 74460D109 9,803 35,541 SH   DFND 4 35,541 0 0
PUBLIC STORAGE COM 74460D109 34 123 SH   DFND 17 123 0 0
PUBLIC STORAGE COM 74460D109 8,822 31,982 SH   DFND 21 31,881 0 101
PUBLIC STORAGE CALL 74460D909 2,510 9,100 SH Call DFND 4 9,100 0 0
PUBLIC STORAGE PUT 74460D959 28,328 102,700 SH Put DFND 4 102,700 0 0
QLOGIC CORP COM 747277101 1,936 144,018 SH   DFND 17 99,613 0 44,405
QLOGIC CORP COM 747277101 1,565 116,449 SH   DFND 21 66,747 0 49,702
QAD INC CL A 74727D306 1,142 53,764 SH   DFND 17 50,507 0 3,257
QEP RES INC COM 74733V100 1,069 75,732 SH   DFND 17 75,732 0 0
QEP RES INC COM 74733V100 5 340 SH   DFND 21 0 0 340
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 457 6,055 SH   DFND 17 100 0 5,955
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 661 8,750 SH   DFND 24 8,750 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 27,636 27,810,000 PRN   DFND 17 27,810,000 0 0
QIWI PLC SPON ADR REP B 74735M108 1,217 83,980 SH   DFND 21 83,980 0 0
QORVO INC COM 74736K101 8,558 169,760 SH   DFND 17 145,860 0 23,900
QORVO INC COM 74736K101 126 2,505 SH   DFND 21 2,505 0 0
QUALCOMM INC COM 747525103 54,085 1,057,589 SH   DFND 4 1,055,436 0 2,153
QUALCOMM INC COM 747525103 129,843 2,538,965 SH   DFND 17 2,246,952 0 292,013
QUALCOMM INC COM 747525103 58,419 1,142,340 SH   DFND 21 937,793 0 204,547
QUALCOMM INC COM 747525103 137 2,673 SH   DFND 25 2,673 0 0
QUALCOMM INC CALL 747525903 9,221 180,300 SH Call DFND 4 180,300 0 0
QUALCOMM INC PUT 747525953 23,345 456,500 SH Put DFND 4 456,500 0 0
QUANTA SVCS INC COM 74762E102 214 9,490 SH   DFND 21 9,490 0 0
QUEST DIAGNOSTICS INC COM 74834L100 217,805 3,048,350 SH   DFND 3 3,045,650 0 2,700
QUEST DIAGNOSTICS INC COM 74834L100 52,412 733,543 SH   DFND 17 657,853 0 75,690
QUEST DIAGNOSTICS INC COM 74834L100 51,791 724,859 SH   DFND 21 556,589 0 168,270
QUESTAR CORP COM 748356102 1,484 59,850 SH   DFND 4 59,850 0 0
QUESTAR CORP COM 748356102 8,578 345,900 SH   DFND 21 345,900 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 12,335 189,482 SH   DFND 17 119,162 0 70,320
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 6,815 104,684 SH   DFND 21 48,871 0 55,813
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 286 7,205 SH   DFND 17 0 0 7,205
RAIT FINANCIAL TRUST COM NEW 749227609 8,053 2,564,804 SH   DFND 4 2,564,804 0 0
RLJ LODGING TR COM 74965L101 443 19,373 SH   DFND 17 19,373 0 0
RLJ LODGING TR COM 74965L101 2,205 96,365 SH   DFND 21 61,058 0 35,307
RPM INTL INC NOTE 2.250%12/1 749685AT0 32,701 29,720,000 PRN   DFND 17 25,615,000 0 4,105,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 1,031 1,000,000 PRN   DFND 17 1,000,000 0 0
RTI SURGICAL INC COM 74975N105 2,738 684,585 SH   DFND 17 666,969 0 17,616
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 39,912 32,285,000 PRN   DFND 17 32,140,000 0 145,000
RADIANT LOGISTICS INC COM 75025X100 852 238,638 SH   DFND 17 224,187 0 14,451
RADNET INC COM 750491102 2,090 432,754 SH   DFND 17 421,347 0 11,407
RALPH LAUREN CORP CL A 751212101 36,306 377,161 SH   DFND 21 349,892 0 27,269
RANGE RES CORP COM 75281A109 19,525 602,997 SH   DFND 17 602,997 0 0
RANGE RES CORP COM 75281A109 8 258 SH   DFND 21 0 0 258
RANGE RES CORP COM 75281A109 1,360 42,000 SH   DFND 24 42,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 6,418 134,800 SH   DFND 3 134,800 0 0
RAYTHEON CO COM NEW 755111507 7,274 59,320 SH   DFND 3 59,320 0 0
RAYTHEON CO COM NEW 755111507 4,085 33,310 SH   DFND 4 33,310 0 0
RAYTHEON CO COM NEW 755111507 710 5,789 SH   DFND 17 5,789 0 0
RAYTHEON CO COM NEW 755111507 307 2,504 SH   DFND 21 2,300 0 204
RAYTHEON CO CALL 755111907 3,139 25,600 SH Call DFND 4 25,600 0 0
RAYTHEON CO PUT 755111957 20,614 168,100 SH Put DFND 4 168,100 0 0
READING INTERNATIONAL INC CL A 755408101 942 78,625 SH   DFND 17 73,833 0 4,792
REAL IND INC COM 75601W104 705 81,013 SH   DFND 17 76,013 0 5,000
REALTY INCOME CORP COM 756109104 284 4,546 SH   DFND 4 4,546 0 0
REALTY INCOME CORP COM 756109104 13 200 SH   DFND 17 200 0 0
REALTY INCOME CORP PUT 756109954 1,000 16,000 SH Put DFND 4 16,000 0 0
RED HAT INC COM 756577102 13,210 177,286 SH   DFND 17 137,108 0 40,178
RED HAT INC COM 756577102 3,819 51,253 SH   DFND 21 48,313 0 2,940
RED HAT INC NOTE 0.250%10/0 756577AD4 108,410 87,350,000 PRN   DFND 17 81,940,000 0 5,410,000
RED HAT INC NOTE 0.250%10/0 756577AD4 4,642 3,740,000 PRN   DFND 21 3,740,000 0 0
RED LION HOTELS CORP COM 756764106 1,263 149,870 SH   DFND 17 140,894 0 8,976
REGAL BELOIT CORP COM 758750103 58,470 926,764 SH   DFND 3 910,135 0 16,629
REGAL BELOIT CORP COM 758750103 3,369 53,405 SH   DFND 17 39,375 0 14,030
REGAL BELOIT CORP COM 758750103 1,528 24,216 SH   DFND 21 23,774 0 442
REGENERON PHARMACEUTICALS COM 75886F107 5,242 14,544 SH   DFND 4 14,544 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,564 26,535 SH   DFND 17 24,662 0 1,873
REGENERON PHARMACEUTICALS COM 75886F107 15 42 SH   DFND 21 0 0 42
REGENERON PHARMACEUTICALS COM 75886F107 8,380 23,250 SH   DFND 24 23,250 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 2,343 6,500 SH Call DFND 4 6,500 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 12,399 34,400 SH Put DFND 4 34,400 0 0
REGENERON PHARMACEUTICALS NOTE 1.875%10/0 75886FAD9 1,025 220,000 PRN   DFND 17 195,000 0 25,000
REGIONS FINL CORP NEW COM 7591EP100 5,979 761,600 SH   DFND 3 761,600 0 0
REGIONS FINL CORP NEW COM 7591EP100 9,360 1,192,381 SH   DFND 4 1,192,381 0 0
REGIONS FINL CORP NEW COM 7591EP100 244 31,139 SH   DFND 21 30,500 0 639
REINSURANCE GROUP AMER INC COM NEW 759351604 3,423 35,559 SH   DFND 17 10,811 0 24,748
REINSURANCE GROUP AMER INC COM NEW 759351604 16,173 168,036 SH   DFND 21 40,103 0 127,933
REINSURANCE GROUP AMER INC COM NEW 759351604 20 212 SH   DFND 25 212 0 0
REIS INC COM 75936P105 1,247 52,930 SH   DFND 17 49,808 0 3,122
RELIANCE STEEL & ALUMINUM CO COM 759509102 15 220 SH   DFND 3 220 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 337 4,872 SH   DFND 17 4,872 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,469 50,136 SH   DFND 21 0 0 50,136
RENASANT CORP COM 75970E107 277 8,415 SH   DFND 17 8,415 0 0
RENREN INC SPONSORED ADR 759892102 192 58,705 SH   DFND 17 0 0 58,705
REPLIGEN CORP COM 759916109 9,894 368,893 SH   DFND 17 363,588 0 5,305
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 6,341 555,768 SH   DFND 3 555,768 0 0
REPUBLIC SVCS INC COM 760759100 14 300 SH   DFND 3 300 0 0
REPUBLIC SVCS INC COM 760759100 572 11,997 SH   DFND 17 8,277 0 3,720
REPUBLIC SVCS INC COM 760759100 1,540 32,316 SH   DFND 21 30,346 0 1,970
RESMED INC COM 761152107 315 5,444 SH   DFND 21 5,444 0 0
RESOURCE CAP CORP COM NEW 76120W708 4,533 402,959 SH   DFND 4 402,959 0 0
RETAIL PPTYS AMER INC CL A 76131V202 46,759 2,950,107 SH   DFND 3 2,885,760 0 64,347
RETAILMENOT INC COM SER 1 76132B106 105 13,140 SH   DFND 17 0 0 13,140
REX AMERICAN RESOURCES CORP COM 761624105 47 855 SH   DFND 17 855 0 0
REX AMERICAN RESOURCES CORP COM 761624105 995 17,944 SH   DFND 21 17,944 0 0
REYNOLDS AMERICAN INC COM 761713106 2,953 58,693 SH   DFND 4 58,693 0 0
REYNOLDS AMERICAN INC COM 761713106 26,877 534,225 SH   DFND 17 307,433 0 226,792
REYNOLDS AMERICAN INC COM 761713106 101,932 2,026,079 SH   DFND 21 1,188,040 0 838,039
REYNOLDS AMERICAN INC COM 761713106 258 5,138 SH   DFND 25 5,138 0 0
REYNOLDS AMERICAN INC CALL 761713906 1,328 26,400 SH Call DFND 4 26,400 0 0
REYNOLDS AMERICAN INC PUT 761713956 15,918 316,400 SH Put DFND 4 316,400 0 0
RING ENERGY INC COM 76680V108 859 170,048 SH   DFND 17 160,235 0 9,813
RITE AID CORP COM 767754104 157 19,238 SH   DFND 21 19,238 0 0
ROBERT HALF INTL INC COM 770323103 440 9,454 SH   DFND 17 9,454 0 0
ROBERT HALF INTL INC COM 770323103 425 9,124 SH   DFND 21 3,474 0 5,650
ROCKWELL AUTOMATION INC COM 773903109 311 2,731 SH   DFND 4 2,731 0 0
ROCKWELL AUTOMATION INC COM 773903109 429 3,768 SH   DFND 21 3,692 0 76
ROCKWELL AUTOMATION INC PUT 773903959 1,069 9,400 SH Put DFND 4 9,400 0 0
ROCKWELL COLLINS INC COM 774341101 2,040 22,121 SH   DFND 21 2,967 0 19,154
ROFIN SINAR TECHNOLOGIES INC COM 775043102 8,544 265,172 SH   DFND 21 265,172 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,840 36,073 SH   DFND 21 33,792 0 2,281
ROPER TECHNOLOGIES INC COM 776696106 743 4,066 SH   DFND 4 4,066 0 0
ROPER TECHNOLOGIES INC COM 776696106 16,364 89,535 SH   DFND 21 33,982 0 55,553
ROPER TECHNOLOGIES INC COM 776696106 4,295 23,500 SH   DFND 24 23,500 0 0
ROPER TECHNOLOGIES INC CALL 776696906 1,279 7,000 SH Call DFND 4 7,000 0 0
ROPER TECHNOLOGIES INC PUT 776696956 10,637 58,200 SH Put DFND 4 58,200 0 0
ROSS STORES INC COM 778296103 1,725 29,794 SH   DFND 4 29,794 0 0
ROSS STORES INC COM 778296103 3,185 55,007 SH   DFND 21 54,801 0 206
ROSS STORES INC CALL 778296903 591 10,200 SH Call DFND 4 10,200 0 0
ROSS STORES INC PUT 778296953 10,480 181,000 SH Put DFND 4 181,000 0 0
ROVI CORP COM 779376102 4,438 216,359 SH   DFND 17 180,781 0 35,578
ROVI CORP COM 779376102 605 29,518 SH   DFND 21 15,187 0 14,331
ROVI CORP NOTE 0.500% 3/0 779376AD4 29,359 30,775,000 PRN   DFND 17 26,105,000 0 4,670,000
ROYAL BK CDA MONTREAL QUE COM 780087102 41,668 567,592 SH   DFND 17 302,090 0 265,502
ROYAL BK CDA MONTREAL QUE COM 780087102 120,277 1,638,398 SH   DFND 21 1,016,494 0 621,904
ROYAL BK CDA MONTREAL QUE COM 780087102 335 4,563 SH   DFND 25 4,563 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 468,059 9,660,669 SH   DFND 3 9,027,492 0 633,177
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 113,847 2,349,783 SH   DFND 17 2,349,783 0 0
RUBICON PROJ INC COM 78112V102 2,660 145,532 SH   DFND 17 145,532 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 122 8,898 SH   DFND 17 980 0 7,918
RUDOLPH TECHNOLOGIES INC COM 781270103 3,446 252,240 SH   DFND 21 202,142 0 50,098
RUDOLPH TECHNOLOGIES INC COM 781270103 28 2,061 SH   DFND 25 2,061 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 7,024 81,841 SH   DFND 21 81,841 0 0
RYDER SYS INC COM 783549108 192,984 2,979,063 SH   DFND 3 2,976,763 0 2,300
RYDER SYS INC COM 783549108 43,175 666,491 SH   DFND 17 619,291 0 47,200
RYDER SYS INC COM 783549108 13,684 211,239 SH   DFND 21 192,340 0 18,899
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 14,653 12,020,000 PRN   DFND 17 12,020,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 596 670,000 PRN   DFND 4 670,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7,323 8,205,000 PRN   DFND 17 8,205,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,252 82,604 SH   DFND 4 82,604 0 0
S & T BANCORP INC COM 783859101 15,062 584,719 SH   DFND 3 584,719 0 0
SEI INVESTMENTS CO COM 784117103 11,592 269,261 SH   DFND 17 218,270 0 50,991
SEI INVESTMENTS CO COM 784117103 173 4,015 SH   DFND 21 3,900 0 115
SL GREEN RLTY CORP COM 78440X101 8,889 91,749 SH   DFND 4 91,749 0 0
SL GREEN RLTY CORP COM 78440X101 8 84 SH   DFND 17 84 0 0
SM ENERGY CO COM 78454L100 8,142 434,475 SH   DFND 17 434,475 0 0
SM ENERGY CO COM 78454L100 1,473 78,599 SH   DFND 21 78,599 0 0
SM ENERGY CO COM 78454L100 506 27,000 SH   DFND 24 27,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 30,000 145,942 SH   DFND 4 145,942 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 858,685 4,178,107 SH   DFND 17 4,178,107 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 19,987 97,250 SH   DFND 25 97,250 0 0
SPS COMM INC COM 78463M107 1,227 28,586 SH   DFND 17 28,586 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 518 4,400 SH   DFND   2,200 0 2,200
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 5,937 121,243 SH   DFND 25 121,243 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 5,835 59,825 SH   DFND 17 59,825 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 4,851 112,300 SH   DFND 24 112,300 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 4,303 125,621 SH   DFND 17 125,621 0 0
SPDR SERIES TRUST BARC SHT TR CP 78464A474 302 9,855 SH   DFND 17 9,855 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,278 20,157 SH   DFND 17 4,057 0 16,100
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 73,148 1,153,391 SH   DFND 21 927,464 0 225,927
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 317 5,000 SH   DFND 24 5,000 0 0
SABRE CORP COM 78573M104 35,608 1,231,251 SH   DFND 17 1,036,526 0 194,725
SABRE CORP COM 78573M104 3,201 110,683 SH   DFND 21 77,425 0 33,258
ST JUDE MED INC COM 790849103 6,232 113,300 SH   DFND 3 113,300 0 0
ST JUDE MED INC COM 790849103 702 12,761 SH   DFND 4 12,761 0 0
ST JUDE MED INC COM 790849103 43,232 786,045 SH   DFND 17 659,355 0 126,690
ST JUDE MED INC COM 790849103 2,087 37,951 SH   DFND 21 7,600 0 30,351
ST JUDE MED INC CALL 790849903 275 5,000 SH Call DFND 4 5,000 0 0
ST JUDE MED INC PUT 790849953 1,804 32,800 SH Put DFND 4 32,800 0 0
SALESFORCE COM INC COM 79466L302 4,349 58,907 SH   DFND 4 58,907 0 0
SALESFORCE COM INC COM 79466L302 194,065 2,628,532 SH   DFND 17 2,117,838 0 510,694
SALESFORCE COM INC COM 79466L302 390 5,288 SH   DFND 21 0 0 5,288
SALESFORCE COM INC CALL 79466L902 2,215 30,000 SH Call DFND 4 30,000 0 0
SALESFORCE COM INC PUT 79466L952 27,598 373,800 SH Put DFND 4 373,800 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 142,011 114,710,000 PRN   DFND 17 108,840,000 0 5,870,000
SALLY BEAUTY HLDGS INC COM 79546E104 10,079 311,259 SH   DFND 17 249,879 0 61,380
SALLY BEAUTY HLDGS INC COM 79546E104 91 2,800 SH   DFND 21 0 0 2,800
SANCHEZ ENERGY CORP COM 79970Y105 8,664 1,578,180 SH   DFND 4 1,578,180 0 0
SANCHEZ ENERGY CORP COM 79970Y105 351 64,005 SH   DFND 17 38,400 0 25,605
SANDERSON FARMS INC COM 800013104 15,758 174,744 SH   DFND 17 125,544 0 49,200
SANDERSON FARMS INC COM 800013104 16,220 179,866 SH   DFND 21 143,454 0 36,412
SANDERSON FARMS INC COM 800013104 5,142 57,024 SH   DFND 24 57,024 0 0
SANDISK CORP COM 80004C101 8 100 SH   DFND 17 100 0 0
SANDISK CORP COM 80004C101 1,187 15,597 SH   DFND 21 10,494 0 5,103
SANDISK CORP NOTE 0.500%10/1 80004CAF8 64,702 63,260,000 PRN   DFND 17 63,260,000 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 3,760 1,457,468 SH   DFND 3 1,457,468 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 6,679 96,673 SH   DFND 17 93,866 0 2,807
SANFILIPPO JOHN B & SON INC COM 800422107 761 11,018 SH   DFND 21 8,726 0 2,292
SANMINA CORPORATION COM 801056102 5,524 236,283 SH   DFND 17 80,308 0 155,975
SANMINA CORPORATION COM 801056102 12,392 530,005 SH   DFND 21 169,288 0 360,717
SANOFI SPONSORED ADR 80105N105 20,187 502,675 SH   DFND 17 456,815 0 45,860
SANTANDER CONSUMER USA HDG I COM 80283M101 1,229 117,136 SH   DFND 17 117,136 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 11,457 1,092,217 SH   DFND 21 861,683 0 230,534
SAREPTA THERAPEUTICS INC COM 803607100 1,280 65,595 SH   DFND 17 50,310 0 15,285
SAREPTA THERAPEUTICS INC COM 803607100 273 14,000 SH   DFND 24 14,000 0 0
SASOL LTD SPONSORED ADR 803866300 297,036 10,055,392 SH   DFND 3 9,090,698 0 964,694
SASOL LTD SPONSORED ADR 803866300 56,437 1,910,517 SH   DFND 17 1,910,517 0 0
SCANA CORP NEW COM 80589M102 6,028 85,930 SH   DFND 3 85,930 0 0
SCANA CORP NEW COM 80589M102 9,936 141,638 SH   DFND 17 41,101 0 100,537
SCANA CORP NEW COM 80589M102 14,378 204,967 SH   DFND 21 106,471 0 98,496
SCANSOURCE INC COM 806037107 254 6,295 SH   DFND 17 0 0 6,295
SCHEIN HENRY INC COM 806407102 388 2,247 SH   DFND 21 1,580 0 667
SCHLUMBERGER LTD COM 806857108 39,264 532,391 SH   DFND 4 532,391 0 0
SCHLUMBERGER LTD COM 806857108 123,914 1,680,192 SH   DFND 17 1,659,082 0 21,110
SCHLUMBERGER LTD COM 806857108 27,480 372,609 SH   DFND 21 263,459 0 109,150
SCHLUMBERGER LTD COM 806857108 1,999 27,100 SH   DFND 24 27,100 0 0
SCHLUMBERGER LTD CALL 806857908 5,126 69,500 SH Call DFND 4 69,500 0 0
SCHLUMBERGER LTD PUT 806857958 44,405 602,100 SH Put DFND 4 602,100 0 0
SCHOLASTIC CORP COM 807066105 195 5,220 SH   DFND 17 5,220 0 0
SCHOLASTIC CORP COM 807066105 242 6,472 SH   DFND 21 1,941 0 4,531
SCHULMAN A INC COM 808194104 45,350 1,666,062 SH   DFND 3 1,666,062 0 0
SCHULMAN A INC COM 808194104 2,405 88,355 SH   DFND 17 53,934 0 34,421
SCHULMAN A INC COM 808194104 3,090 113,506 SH   DFND 21 62,849 0 50,657
SCHWAB CHARLES CORP NEW COM 808513105 1,774 63,311 SH   DFND 4 63,311 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,728 61,676 SH   DFND 17 19,715 0 41,961
SCHWAB CHARLES CORP NEW COM 808513105 15 546 SH   DFND 21 0 0 546
SCHWAB CHARLES CORP NEW CALL 808513905 1,547 55,200 SH Call DFND 4 55,200 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 10,222 364,800 SH Put DFND 4 364,800 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 6,993 134,386 SH   DFND 17 134,386 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 375 7,093 SH   DFND 17 7,093 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 8,738 211,068 SH   DFND 17 211,068 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 1,560 28,098 SH   DFND 17 28,098 0 0
SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 318 11,000 SH   DFND 17 11,000 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 32,243 1,024,222 SH   DFND 3 992,517 0 31,705
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,184 37,600 SH   DFND 17 37,600 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,647 115,852 SH   DFND 21 40,895 0 74,957
SCIENCE APPLICATNS INTL CP N COM 808625107 443 8,301 SH   DFND 17 8,301 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,283 24,060 SH   DFND 21 21,304 0 2,756
SCOTTS MIRACLE GRO CO CL A 810186106 4,416 60,681 SH   DFND 21 26,191 0 34,490
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 215 3,283 SH   DFND 21 3,200 0 83
SEACOAST BKG CORP FLA COM NEW 811707801 3,366 213,158 SH   DFND 17 213,158 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 11,858 15,350,000 PRN   DFND 17 13,145,000 0 2,205,000
SEACOR HOLDINGS INC COM 811904101 603 11,076 SH   DFND 21 11,076 0 0
SEALED AIR CORP NEW COM 81211K100 1,021 21,269 SH   DFND 17 21,269 0 0
SEALED AIR CORP NEW COM 81211K100 8,928 185,956 SH   DFND 21 185,840 0 116
SEATTLE GENETICS INC COM 812578102 3,164 90,168 SH   DFND 17 90,168 0 0
SEATTLE GENETICS INC COM 812578102 1,140 32,500 SH   DFND 24 32,500 0 0
SEAWORLD ENTMT INC COM 81282V100 11,061 525,220 SH   DFND 4 525,220 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,109 25,000 SH   DFND 24 25,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 30,945 557,875 SH Put DFND 4 557,875 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 94,372 4,192,443 SH Put DFND 4 4,192,443 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 15,325 247,500 SH Put DFND 4 247,500 0 0
SELECT MED HLDGS CORP COM 81619Q105 574 48,608 SH   DFND 21 48,608 0 0
SELECTIVE INS GROUP INC COM 816300107 43 1,186 SH   DFND 17 1,186 0 0
SELECTIVE INS GROUP INC COM 816300107 5,193 141,838 SH   DFND 21 83,176 0 58,662
SEMGROUP CORP CL A 81663A105 238 10,620 SH   DFND 4 10,620 0 0
SEMTECH CORP COM 816850101 228 10,385 SH   DFND 17 5,855 0 4,530
SEMPRA ENERGY CALL 816851909 2,320 22,300 SH Call DFND 4 22,300 0 0
SEMPRA ENERGY PUT 816851959 12,267 117,900 SH Put DFND 4 117,900 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 578 9,105 SH   DFND 17 0 0 9,105
SENSIENT TECHNOLOGIES CORP COM 81725T100 42 664 SH   DFND 21 664 0 0
SERVICE CORP INTL COM 817565104 2,755 111,633 SH   DFND 21 110,829 0 804
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 13,446 356,844 SH   DFND 17 308,700 0 48,144
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 21,421 568,493 SH   DFND 21 565,743 0 2,750
SERVICENOW INC COM 81762P102 2,623 42,875 SH   DFND 17 42,875 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 82,635 77,840,000 PRN   DFND 17 73,440,000 0 4,400,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 5,265 6,500,000 PRN   DFND 17 6,500,000 0 0
SHARPS COMPLIANCE CORP COM 820017101 651 118,344 SH   DFND 17 111,383 0 6,961
SHAW COMMUNICATIONS INC CL B CONV 82028K200 473 19,200 SH   DFND 3 19,200 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,041 42,299 SH   DFND 17 42,299 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 33,988 1,381,027 SH   DFND 21 926,795 0 454,232
SHERWIN WILLIAMS CO COM 824348106 1,083 3,804 SH   DFND 4 3,804 0 0
SHERWIN WILLIAMS CO COM 824348106 2,094 7,356 SH   DFND 17 7,356 0 0
SHERWIN WILLIAMS CO COM 824348106 1,994 7,003 SH   DFND 21 2,424 0 4,579
SHERWIN WILLIAMS CO COM 824348106 740 2,600 SH   DFND 24 2,600 0 0
SHERWIN WILLIAMS CO CALL 824348906 1,566 5,500 SH Call DFND 4 5,500 0 0
SHERWIN WILLIAMS CO PUT 824348956 16,226 57,000 SH Put DFND 4 57,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 48,278 280,850 SH   DFND 3 204,750 0 76,100
SHIRE PLC SPONSORED ADR 82481R106 26,868 156,301 SH   DFND 17 138,957 0 17,344
SHIRE PLC PUT 82481R956 7,684 44,700 SH Put DFND 21 44,700 0 0
SHOE CARNIVAL INC COM 824889109 2,179 80,807 SH   DFND 17 80,807 0 0
SHOE CARNIVAL INC COM 824889109 2,900 107,579 SH   DFND 21 60,457 0 47,122
SHORETEL INC COM 825211105 3,640 489,238 SH   DFND 17 477,366 0 11,872
SIBANYE GOLD LTD SPONSORED ADR 825724206 137 9,005 SH   DFND 17 9,005 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 1,378 90,865 SH   DFND 21 63,539 0 27,326
SIGMA DESIGNS INC COM 826565103 1,800 264,684 SH   DFND 21 264,684 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 10,414 76,509 SH   DFND 17 76,509 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,198 16,144 SH   DFND 21 4,862 0 11,282
SILGAN HOLDINGS INC COM 827048109 42,617 801,523 SH   DFND 3 782,103 0 19,420
SILGAN HOLDINGS INC COM 827048109 79 1,483 SH   DFND 21 1,483 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,251 32,228 SH   DFND 21 0 0 32,228
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 543 68,146 SH   DFND 17 68,146 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1,937 243,068 SH   DFND 21 243,068 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 2,992 202,863 SH   DFND 17 202,863 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 47 1,036 SH   DFND 17 1,036 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 182 4,046 SH   DFND 21 4,046 0 0
SIMON PPTY GROUP INC NEW COM 828806109 33,296 160,315 SH   DFND 4 160,315 0 0
SIMON PPTY GROUP INC NEW COM 828806109 608 2,929 SH   DFND 17 2,929 0 0
SIMON PPTY GROUP INC NEW COM 828806109 12,606 60,697 SH   DFND 21 60,524 0 173
SIMON PPTY GROUP INC NEW CALL 828806909 4,216 20,300 SH Call DFND 4 20,300 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 36,180 174,200 SH Put DFND 4 174,200 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 11,816 384,249 SH   DFND 21 62,482 0 321,767
SIX FLAGS ENTMT CORP NEW COM 83001A102 23,874 430,247 SH   DFND 17 372,578 0 57,669
SIX FLAGS ENTMT CORP NEW COM 83001A102 774 13,940 SH   DFND 21 11,090 0 2,850
SKECHERS U S A INC CL A 830566105 2,440 80,122 SH   DFND 17 80,122 0 0
SKECHERS U S A INC CL A 830566105 27,426 900,688 SH   DFND 21 896,377 0 4,311
SKYWEST INC COM 830879102 3,502 175,197 SH   DFND 17 56,342 0 118,855
SKYWEST INC COM 830879102 620 31,002 SH   DFND 21 27,096 0 3,906
SKYWORKS SOLUTIONS INC COM 83088M102 119,195 1,530,109 SH   DFND 17 1,161,078 0 369,031
SKYWORKS SOLUTIONS INC COM 83088M102 24,600 315,784 SH   DFND 21 192,073 0 123,711
SKYWORKS SOLUTIONS INC COM 83088M102 72 926 SH   DFND 25 926 0 0
SMITH & WESSON HLDG CORP COM 831756101 1,050 39,445 SH   DFND 17 18,805 0 20,640
SMITH & WESSON HLDG CORP COM 831756101 5,465 205,297 SH   DFND 21 132,134 0 73,163
SMITH & WESSON HLDG CORP COM 831756101 37 1,386 SH   DFND 25 1,386 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 5,763 172,946 SH   DFND 17 101,246 0 71,700
SMITH A O COM 831865209 22,472 294,485 SH   DFND 17 233,367 0 61,118
SMITH A O COM 831865209 1,286 16,851 SH   DFND 21 4,436 0 12,415
SMUCKER J M CO COM NEW 832696405 100 767 SH   DFND 4 767 0 0
SMUCKER J M CO COM NEW 832696405 5,404 41,620 SH   DFND 17 41,620 0 0
SMUCKER J M CO COM NEW 832696405 3,283 25,282 SH   DFND 21 23,501 0 1,781
SMUCKER J M CO COM NEW 832696405 2,714 20,900 SH   DFND 24 20,900 0 0
SMUCKER J M CO PUT 832696955 1,311 10,100 SH Put DFND 4 10,100 0 0
SNAP ON INC COM 833034101 6,702 42,692 SH   DFND 17 28,154 0 14,538
SNAP ON INC COM 833034101 56,418 359,375 SH   DFND 21 238,221 0 121,154
SNAP ON INC COM 833034101 247 1,571 SH   DFND 25 1,571 0 0
SOHU COM INC COM 83408W103 59 1,185 SH   DFND 17 1,185 0 0
SOHU COM INC COM 83408W103 238 4,805 SH   DFND 21 4,805 0 0
SOLARCITY CORP COM 83416T100 9,194 374,028 SH   DFND 17 282,331 0 91,697
SOLARCITY CORP COM 83416T100 886 36,058 SH   DFND 21 31,564 0 4,494
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 81,515 147,205,000 PRN   DFND 17 139,970,000 0 7,235,000
SONIC CORP COM 835451105 20,423 580,869 SH   DFND 17 521,659 0 59,210
SONIC CORP COM 835451105 169 4,800 SH   DFND 21 0 0 4,800
SONIC AUTOMOTIVE INC CL A 83545G102 18,925 1,024,100 SH   DFND 3 1,024,100 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 8 440 SH   DFND 17 440 0 0
SONOCO PRODS CO COM 835495102 45,348 933,670 SH   DFND 3 908,970 0 24,700
SONOCO PRODS CO COM 835495102 2,100 43,236 SH   DFND 17 43,236 0 0
SONOCO PRODS CO COM 835495102 8,933 183,925 SH   DFND 21 143,652 0 40,273
SOUTHERN CO COM 842587107 446 8,619 SH   DFND 4 8,619 0 0
SOUTHERN CO COM 842587107 657 12,698 SH   DFND 17 12,698 0 0
SOUTHERN CO COM 842587107 26 507 SH   DFND 21 0 0 507
SOUTHERN CO CALL 842587907 2,530 48,900 SH Call DFND 4 48,900 0 0
SOUTHERN CO PUT 842587957 20,589 398,000 SH Put DFND 4 398,000 0 0
SOUTHERN COPPER CORP COM 84265V105 16,466 594,217 SH   DFND 21 594,002 0 215
SOUTHWEST AIRLS CO COM 844741108 7,580 169,200 SH   DFND 3 169,200 0 0
SOUTHWEST AIRLS CO COM 844741108 1,270 28,359 SH   DFND 4 28,359 0 0
SOUTHWEST AIRLS CO COM 844741108 7,642 170,584 SH   DFND 17 156,376 0 14,208
SOUTHWEST AIRLS CO COM 844741108 59,471 1,327,478 SH   DFND 21 1,107,763 0 219,715
SOUTHWEST AIRLS CO COM 844741108 19 418 SH   DFND 25 418 0 0
SOUTHWEST AIRLS CO CALL 844741908 1,021 22,800 SH Call DFND 4 22,800 0 0
SOUTHWEST AIRLS CO PUT 844741958 11,939 266,500 SH Put DFND 4 266,500 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 1,778 118,110 SH   DFND 17 111,110 0 7,000
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 17,880 911,805 SH   DFND 17 910,830 0 975
SOVRAN SELF STORAGE INC COM 84610H108 13,414 113,728 SH   DFND 4 113,728 0 0
SOVRAN SELF STORAGE INC COM 84610H108 1,108 9,391 SH   DFND 17 9,391 0 0
SOVRAN SELF STORAGE INC COM 84610H108 6,703 56,825 SH   DFND 21 56,825 0 0
SPARTANNASH CO COM 847215100 2,550 84,130 SH   DFND 17 62,930 0 21,200
SPARTANNASH CO COM 847215100 16,703 551,063 SH   DFND 21 349,769 0 201,294
SPARTANNASH CO COM 847215100 61 2,004 SH   DFND 25 2,004 0 0
SPECTRA ENERGY CORP COM 847560109 1,248 40,795 SH   DFND 4 40,795 0 0
SPECTRA ENERGY CORP COM 847560109 525 17,146 SH   DFND 21 482 0 16,664
SPECTRA ENERGY CORP CALL 847560909 1,588 51,900 SH Call DFND 4 51,900 0 0
SPECTRA ENERGY CORP PUT 847560959 5,643 184,400 SH Put DFND 4 184,400 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 11,296 103,367 SH   DFND 21 103,367 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,242 49,436 SH   DFND 17 21,721 0 27,715
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 5,594 123,335 SH   DFND 21 75,121 0 48,214
SPIRIT RLTY CAP INC NEW COM 84860W102 6,543 581,620 SH   DFND 4 581,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 23 2,000 SH   DFND 17 2,000 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 9,691 769,151 SH   DFND 17 760,674 0 8,477
SPRINT CORP COM SER 1 85207U105 1,498 430,443 SH   DFND 21 430,000 0 443
STAGE STORES INC COM NEW 85254C305 139 17,190 SH   DFND 17 17,190 0 0
STAGE STORES INC COM NEW 85254C305 566 70,175 SH   DFND 21 70,175 0 0
STANDARD MTR PRODS INC COM 853666105 28 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 771 22,258 SH   DFND 21 22,258 0 0
STANDEX INTL CORP COM 854231107 6,313 81,135 SH   DFND 3 79,500 0 1,635
STANDEX INTL CORP COM 854231107 30 384 SH   DFND 17 384 0 0
STANDEX INTL CORP COM 854231107 101 1,300 SH   DFND 21 1,300 0 0
STANLEY BLACK & DECKER INC COM 854502101 5 49 SH   DFND 4 49 0 0
STANLEY BLACK & DECKER INC COM 854502101 693 6,585 SH   DFND 17 6,585 0 0
STANLEY BLACK & DECKER INC COM 854502101 16,910 160,729 SH   DFND 21 47,784 0 112,945
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 35,219 312,305 SH   DFND 17 309,650 0 2,655
STANTEC INC COM 85472N109 466 14,382 SH   DFND 17 14,382 0 0
STANTEC INC COM 85472N109 1,876 57,948 SH   DFND 21 25,684 0 32,264
STAPLES INC COM 855030102 1,284 116,450 SH   DFND 17 116,450 0 0
STAPLES INC COM 855030102 13,464 1,220,659 SH   DFND 21 1,184,951 0 35,708
STARBUCKS CORP COM 855244109 4,219 70,666 SH   DFND 4 70,666 0 0
STARBUCKS CORP COM 855244109 239,430 4,010,555 SH   DFND 17 3,543,416 0 467,139
STARBUCKS CORP COM 855244109 5,391 90,296 SH   DFND 20 90,296 0 0
STARBUCKS CORP COM 855244109 36,688 614,546 SH   DFND 21 203,844 0 410,702
STARBUCKS CORP CALL 855244909 3,970 66,500 SH Call DFND 4 66,500 0 0
STARBUCKS CORP PUT 855244959 36,936 618,700 SH Put DFND 4 618,700 0 0
STATE AUTO FINL CORP COM 855707105 342 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC COM 85571B105 24,109 1,273,577 SH   DFND 3 1,251,077 0 22,500
STARWOOD PPTY TR INC COM 85571B105 6,044 319,275 SH   DFND 17 319,275 0 0
STARWOOD PPTY TR INC COM 85571B105 21,803 1,151,770 SH   DFND 21 1,108,279 0 43,491
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 21,850 21,905,000 PRN   DFND 17 21,905,000 0 0
STATE STR CORP COM 857477103 1,680 28,704 SH   DFND 4 28,704 0 0
STATE STR CORP COM 857477103 3,284 56,121 SH   DFND 21 55,833 0 288
STATE STR CORP CALL 857477903 1,053 18,000 SH Call DFND 4 18,000 0 0
STATE STR CORP PUT 857477953 8,216 140,400 SH Put DFND 4 140,400 0 0
STEEL DYNAMICS INC COM 858119100 53,668 2,384,200 SH   DFND 3 2,329,500 0 54,700
STEEL DYNAMICS INC COM 858119100 152 6,770 SH   DFND 17 0 0 6,770
STEEL DYNAMICS INC COM 858119100 1,635 72,628 SH   DFND 21 72,628 0 0
STEELCASE INC CL A 858155203 319 21,385 SH   DFND 17 10,600 0 10,785
STEPAN CO COM 858586100 43,699 790,361 SH   DFND 3 790,361 0 0
STERICYCLE INC COM 858912108 2,947 23,351 SH   DFND 21 20,772 0 2,579
STERICYCLE INC COM 858912108 6,204 49,165 SH   DFND 24 49,165 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 118,340 1,265,800 SH   DFND 17 1,185,490 0 80,310
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 7,240 24,965,000 PRN   DFND 17 24,965,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 1,710 57,070 SH   DFND 17 57,070 0 0
STORE CAP CORP COM 862121100 379 14,648 SH   DFND 17 14,648 0 0
STORE CAP CORP COM 862121100 1,358 52,486 SH   DFND 21 52,486 0 0
STRATTEC SEC CORP COM 863111100 8,711 151,780 SH   DFND 3 151,780 0 0
STRYKER CORP COM 863667101 87 814 SH   DFND 4 814 0 0
STRYKER CORP COM 863667101 3,619 33,729 SH   DFND 17 23,194 0 10,535
STRYKER CORP COM 863667101 6,979 65,047 SH   DFND 21 16,730 0 48,317
STRYKER CORP CALL 863667901 2,435 22,700 SH Call DFND 4 22,700 0 0
STRYKER CORP PUT 863667951 13,647 127,200 SH Put DFND 4 127,200 0 0
SUFFOLK BANCORP COM 864739107 1,273 50,428 SH   DFND 17 48,132 0 2,296
SUCAMPO PHARMACEUTICALS INC CL A 864909106 499 45,640 SH   DFND 17 31,275 0 14,365
SUCAMPO PHARMACEUTICALS INC CL A 864909106 3,101 283,728 SH   DFND 21 283,728 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 652 108,559 SH   DFND 21 0 0 108,559
SUMMIT HOTEL PPTYS COM 866082100 338 28,210 SH   DFND 17 12,005 0 16,205
SUMMIT HOTEL PPTYS COM 866082100 186 15,565 SH   DFND 21 15,565 0 0
SUMMIT MATLS INC CL A 86614U100 13,984 718,974 SH   DFND 17 636,304 0 82,670
SUMMIT MATLS INC CL A 86614U100 102 5,246 SH   DFND 21 0 0 5,246
SUN CMNTYS INC COM 866674104 13,655 190,686 SH   DFND 4 190,686 0 0
SUN CMNTYS INC COM 866674104 1,032 14,410 SH   DFND 17 14,410 0 0
SUN CMNTYS INC COM 866674104 3,703 51,715 SH   DFND 21 51,715 0 0
SUN LIFE FINL INC COM 866796105 1,890 45,994 SH   DFND 17 32,965 0 13,029
SUN LIFE FINL INC COM 866796105 13,105 318,859 SH   DFND 21 120,745 0 198,114
SUNCOR ENERGY INC NEW COM 867224107 12,042 430,614 SH   DFND 4 430,614 0 0
SUNCOR ENERGY INC NEW COM 867224107 19,119 538,869 SH   DFND 17 528,138 0 10,731
SUNCOR ENERGY INC NEW COM 867224107 33,870 954,632 SH   DFND 21 785,833 0 168,799
SUNCOR ENERGY INC NEW COM 867224107 1,788 50,400 SH   DFND 24 50,400 0 0
SUNCOR ENERGY INC NEW COM 867224107 99 2,793 SH   DFND 25 2,793 0 0
SUNPOWER CORP COM 867652406 6,284 281,290 SH   DFND 17 281,290 0 0
SUNPOWER CORP COM 867652406 3,779 169,170 SH   DFND 21 152,000 0 17,170
SUNPOWER CORP COM 867652406 7,015 314,000 SH   DFND 24 314,000 0 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 33,061 42,635,000 PRN   DFND 17 37,425,000 0 5,210,000
SUNOCO LP COM U REP LP 86765K109 25,230 761,532 SH   DFND 3 746,234 0 15,298
SUNSTONE HOTEL INVS INC NEW COM 867892101 462 32,980 SH   DFND 17 32,980 0 0
SUNTRUST BKS INC COM 867914103 18 500 SH   DFND 3 500 0 0
SUNTRUST BKS INC COM 867914103 1,861 51,579 SH   DFND 4 51,579 0 0
SUNTRUST BKS INC COM 867914103 3,691 102,304 SH   DFND 17 78,412 0 23,892
SUNTRUST BKS INC COM 867914103 37,663 1,043,870 SH   DFND 21 809,224 0 234,646
SUNTRUST BKS INC COM 867914103 52 1,449 SH   DFND 25 1,449 0 0
SUNTRUST BKS INC CALL 867914903 599 16,600 SH Call DFND 4 16,600 0 0
SUNTRUST BKS INC PUT 867914953 6,556 181,700 SH Put DFND 4 181,700 0 0
SUPER MICRO COMPUTER INC COM 86800U104 391 11,460 SH   DFND 17 11,460 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 9,985 654,740 SH   DFND 17 649,140 0 5,600
SUPERVALU INC COM 868536103 79 13,698 SH   DFND 21 13,698 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,388 51,608 SH   DFND 21 0 0 51,608
SURMODICS INC COM 868873100 2,574 139,819 SH   DFND 17 135,919 0 3,900
SWIFT TRANSN CO CL A 87074U101 15,673 841,296 SH   DFND 17 749,854 0 91,442
SWIFT TRANSN CO CL A 87074U101 98 5,250 SH   DFND 21 0 0 5,250
SYKES ENTERPRISES INC COM 871237103 248 8,226 SH   DFND 17 8,226 0 0
SYKES ENTERPRISES INC COM 871237103 2,934 97,208 SH   DFND 21 54,802 0 42,406
SYMANTEC CORP COM 871503108 6,385 347,400 SH   DFND 3 347,400 0 0
SYMANTEC CORP COM 871503108 2 100 SH   DFND 17 100 0 0
SYMANTEC CORP COM 871503108 636 34,584 SH   DFND 21 34,150 0 434
SYNAPTICS INC COM 87157D109 214 2,678 SH   DFND 21 2,183 0 495
SYNOPSYS INC COM 871607107 1,352 27,919 SH   DFND 17 27,919 0 0
SYNOPSYS INC COM 871607107 10,140 209,331 SH   DFND 21 209,190 0 141
SYNOVUS FINL CORP COM NEW 87161C501 268 9,260 SH   DFND 21 0 0 9,260
SYNTEL INC COM 87162H103 1,086 21,748 SH   DFND 21 18,200 0 3,548
SYNNEX CORP COM 87162W100 42,811 462,374 SH   DFND 3 451,474 0 10,900
SYNNEX CORP COM 87162W100 2,824 30,499 SH   DFND 17 10,346 0 20,153
SYNNEX CORP COM 87162W100 5,648 60,999 SH   DFND 21 23,841 0 37,158
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 634 229,766 SH   DFND 17 229,766 0 0
SYNERGY RES CORP COM 87164P103 17,670 2,274,189 SH   DFND 17 2,024,157 0 250,032
SYNERGY RES CORP COM 87164P103 132 17,050 SH   DFND 21 0 0 17,050
SYNCHRONY FINL COM 87165B103 785 27,398 SH   DFND 4 27,398 0 0
SYNCHRONY FINL COM 87165B103 17,131 597,746 SH   DFND 17 590,169 0 7,577
SYNCHRONY FINL COM 87165B103 16,293 568,491 SH   DFND 21 440,651 0 127,840
SYNCHRONY FINL CALL 87165B903 1,270 44,300 SH Call DFND 4 44,300 0 0
SYNCHRONY FINL PUT 87165B953 6,861 239,400 SH Put DFND 4 239,400 0 0
SYSCO CORP COM 871829107 259 5,543 SH   DFND 4 5,543 0 0
SYSCO CORP COM 871829107 1,030 22,045 SH   DFND 17 0 0 22,045
SYSCO CORP COM 871829107 15 325 SH   DFND 21 0 0 325
SYSCO CORP CALL 871829907 1,215 26,000 SH Call DFND 4 26,000 0 0
SYSCO CORP PUT 871829957 7,809 167,100 SH Put DFND 4 167,100 0 0
TCF FINL CORP COM 872275102 45,204 3,687,100 SH   DFND 3 3,609,000 0 78,100
TC PIPELINES LP UT COM LTD PRT 87233Q108 16,262 337,256 SH   DFND 3 330,565 0 6,691
TECO ENERGY INC COM 872375100 11,541 419,215 SH   DFND 21 419,215 0 0
TJX COS INC NEW COM 872540109 1,294 16,515 SH   DFND 4 16,515 0 0
TJX COS INC NEW COM 872540109 145,165 1,852,777 SH   DFND 17 1,639,785 0 212,992
TJX COS INC NEW COM 872540109 595 7,600 SH   DFND 20 7,600 0 0
TJX COS INC NEW COM 872540109 5,200 66,373 SH   DFND 21 60,717 0 5,656
TJX COS INC NEW CALL 872540909 2,358 30,100 SH Call DFND 4 30,100 0 0
TJX COS INC NEW PUT 872540959 24,994 319,000 SH Put DFND 4 319,000 0 0
T MOBILE US INC COM 872590104 3,830 100,000 SH   DFND 4 100,000 0 0
T MOBILE US INC COM 872590104 8,331 217,530 SH   DFND 17 100 0 217,430
T MOBILE US INC COM 872590104 6,843 178,663 SH   DFND 21 133,074 0 45,589
T MOBILE US INC COM 872590104 61 1,601 SH   DFND 25 1,601 0 0
T MOBILE US INC CONV PFD SER A 872590203 129,435 1,955,210 SH   DFND 17 1,844,955 0 110,255
TTM TECHNOLOGIES INC COM 87305R109 4,183 629,079 SH   DFND 17 582,079 0 47,000
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,659 9,695,000 PRN   DFND 17 9,695,000 0 0
TABLEAU SOFTWARE INC CL A 87336U105 32,016 697,973 SH   DFND 17 542,756 0 155,217
TAHOE RES INC COM 873868103 7,135 558,661 SH   DFND 21 558,661 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 100,522 3,836,729 SH   DFND 3 2,671,525 0 1,165,204
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 52,765 2,013,930 SH   DFND 17 1,770,780 0 243,150
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10,191 388,979 SH   DFND 20 388,979 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 35,475 1,354,007 SH   DFND 21 1,354,007 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 27,723 735,938 SH   DFND 17 631,154 0 104,784
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 162 4,300 SH   DFND 21 0 0 4,300
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 46,243 26,200,000 PRN   DFND 17 22,810,000 0 3,390,000
TAL INTL GROUP INC COM 874083108 247 15,987 SH   DFND 21 15,987 0 0
TALEN ENERGY CORP COM 87422J105 276 30,703 SH   DFND 4 30,703 0 0
TALEN ENERGY CORP COM 87422J105 65 7,242 SH   DFND 21 3,714 0 3,528
TALMER BANCORP INC COM 87482X101 1,314 72,643 SH   DFND 21 38,096 0 34,547
TARGET CORP COM 87612E106 1,659 20,161 SH   DFND 4 20,161 0 0
TARGET CORP COM 87612E106 149,028 1,811,236 SH   DFND 17 1,761,341 0 49,895
TARGET CORP COM 87612E106 99,516 1,209,484 SH   DFND 21 1,042,994 0 166,490
TARGET CORP COM 87612E106 268 3,252 SH   DFND 25 3,252 0 0
TARGET CORP CALL 87612E906 4,295 52,200 SH Call DFND 4 52,200 0 0
TARGET CORP PUT 87612E956 29,349 356,700 SH Put DFND 4 356,700 0 0
TARGA RES CORP COM 87612G101 4,554 152,503 SH   DFND 21 152,503 0 0
TARGA RES CORP PUT 87612G951 4,554 152,500 SH Put DFND 21 152,500 0 0
TATA MTRS LTD SPONSORED ADR 876568502 3,372 116,074 SH   DFND 17 12,521 0 103,553
TATA MTRS LTD SPONSORED ADR 876568502 3,369 115,965 SH   DFND 21 80,455 0 35,510
TECH DATA CORP COM 878237106 1,971 25,670 SH   DFND 17 19,680 0 5,990
TECK RESOURCES LTD PUT 878742954 164,670 21,638,606 SH Put DFND 4 21,638,606 0 0
TECHTARGET INC COM 87874R100 2,467 332,501 SH   DFND 17 323,144 0 9,357
TEGNA INC COM 87901J105 5,065 215,900 SH   DFND 3 215,900 0 0
TEGNA INC COM 87901J105 1,373 58,519 SH   DFND 17 58,519 0 0
TEGNA INC COM 87901J105 14,400 613,821 SH   DFND 21 480,049 0 133,772
TELECOM ARGENTINA S A SPON ADR REP B 879273209 576 32,208 SH   DFND 21 32,208 0 0
TELEFLEX INC COM 879369106 1,892 12,049 SH   DFND 17 2,449 0 9,600
TELEFLEX INC COM 879369106 15,573 99,187 SH   DFND 21 22,078 0 77,109
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 46,561 18,395,000 PRN   DFND 17 15,735,000 0 2,660,000
TELEPHONE & DATA SYS INC COM NEW 879433829 1,030 34,240 SH   DFND 17 34,240 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 586 19,481 SH   DFND 21 0 0 19,481
TELENAV INC COM 879455103 2,775 470,307 SH   DFND 17 457,752 0 12,555
TELIGENT INC NEW COM 87960W104 2,379 485,453 SH   DFND 17 472,985 0 12,468
TELUS CORP COM 87971M103 1,339 32,279 SH   DFND 21 14,462 0 17,817
TEMPUR SEALY INTL INC COM 88023U101 7,237 119,050 SH   DFND 17 93,335 0 25,715
TEMPUR SEALY INTL INC COM 88023U101 2,048 33,695 SH   DFND 21 33,695 0 0
TENNECO INC COM 880349105 4,817 93,514 SH   DFND 21 84,242 0 9,272
TENNECO INC COM 880349105 9,014 175,000 SH   DFND 24 175,000 0 0
TERADYNE INC COM 880770102 12,865 595,874 SH   DFND 17 595,874 0 0
TERADYNE INC COM 880770102 5,988 277,364 SH   DFND 21 102,022 0 175,342
TERRA NITROGEN CO L P COM UNIT 881005201 24,710 222,048 SH   DFND 3 217,176 0 4,872
TERRA NITROGEN CO L P COM UNIT 881005201 56 500 SH   DFND 21 500 0 0
TESORO CORP COM 881609101 7,939 92,298 SH   DFND 17 32,069 0 60,229
TESORO CORP COM 881609101 50,648 588,862 SH   DFND 21 419,683 0 169,179
TESLA MTRS INC COM 88160R101 5,518 24,015 SH   DFND 17 22,465 0 1,550
TESLA MTRS INC COM 88160R101 18 77 SH   DFND 21 0 0 77
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 27,009 14,530,000 PRN   DFND 17 13,475,000 0 1,055,000
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 81,908 89,455,000 PRN   DFND 17 82,730,000 0 6,725,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 68,537 80,395,000 PRN   DFND 17 80,095,000 0 300,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 308,554 5,766,279 SH   DFND 3 5,096,755 0 669,524
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 143 2,674 SH   DFND 4 2,674 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 68,432 1,278,857 SH   DFND 17 1,138,672 0 140,185
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,667 87,218 SH   DFND 21 40,646 0 46,572
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 300 5,600 SH   DFND 24 5,600 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,376 216,769 SH   DFND 17 216,769 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 55,955 42,955,000 PRN   DFND 17 42,785,000 0 170,000
TESSERA TECHNOLOGIES INC COM 88164L100 336 10,845 SH   DFND 17 10,845 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 4,807 155,067 SH   DFND 21 61,889 0 93,178
TEXAS INSTRS INC COM 882508104 2,150 37,446 SH   DFND 4 37,446 0 0
TEXAS INSTRS INC COM 882508104 158,966 2,768,478 SH   DFND 17 2,674,653 0 93,825
TEXAS INSTRS INC COM 882508104 5,650 98,405 SH   DFND 21 41,662 0 56,743
TEXAS INSTRS INC CALL 882508904 3,336 58,100 SH Call DFND 4 58,100 0 0
TEXAS INSTRS INC PUT 882508954 25,850 450,200 SH Put DFND 4 450,200 0 0
TEXAS ROADHOUSE INC COM 882681109 23,521 539,709 SH   DFND 17 485,912 0 53,797
TEXAS ROADHOUSE INC COM 882681109 174 4,000 SH   DFND 21 0 0 4,000
TEXTURA CORP COM 883211104 2,032 109,063 SH   DFND 17 109,063 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,766 2,260,000 PRN   DFND 17 2,260,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 705 4,977 SH   DFND 4 4,977 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,191 15,475 SH   DFND 17 9,149 0 6,326
THERMO FISHER SCIENTIFIC INC COM 883556102 15,476 109,300 SH   DFND 20 109,300 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 71,804 507,125 SH   DFND 21 219,667 0 287,458
THERMO FISHER SCIENTIFIC INC COM 883556102 212 1,500 SH   DFND 24 1,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 233 1,646 SH   DFND 25 1,646 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 4,234 29,900 SH Call DFND 4 29,900 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 26,336 186,000 SH Put DFND 4 186,000 0 0
THOMSON REUTERS CORP COM 884903105 665 12,876 SH   DFND 17 12,876 0 0
THOMSON REUTERS CORP COM 884903105 1,023 19,814 SH   DFND 21 19,591 0 223
THOR INDS INC COM 885160101 49,977 783,700 SH   DFND 3 765,200 0 18,500
THOR INDS INC COM 885160101 1,843 28,897 SH   DFND 17 28,897 0 0
THOR INDS INC COM 885160101 1,314 20,603 SH   DFND 21 19,439 0 1,164
3-D SYS CORP DEL COM NEW 88554D205 2,576 166,490 SH   DFND 17 128,315 0 38,175
3M CO COM 88579Y101 583 3,501 SH   DFND 4 3,501 0 0
3M CO COM 88579Y101 114,805 688,984 SH   DFND 17 683,634 0 5,350
3M CO COM 88579Y101 15,235 91,431 SH   DFND 21 91,105 0 326
3M CO COM 88579Y101 100 600 SH   DFND 24 600 0 0
3M CO CALL 88579Y901 9,031 54,200 SH Call DFND 4 54,200 0 0
3M CO PUT 88579Y951 47,706 286,300 SH Put DFND 4 286,300 0 0
TIFFANY & CO NEW COM 886547108 666 9,082 SH   DFND 21 9,000 0 82
TIME INC NEW COM 887228104 31,627 2,048,370 SH   DFND 3 2,018,970 0 29,400
TIME INC NEW COM 887228104 62 4,026 SH   DFND 21 3,802 0 224
TIME WARNER INC COM NEW 887317303 10,825 149,213 SH   DFND 4 149,213 0 0
TIME WARNER INC COM NEW 887317303 42,651 587,890 SH   DFND 17 464,566 0 123,324
TIME WARNER INC COM NEW 887317303 34,151 470,719 SH   DFND 21 287,607 0 183,112
TIME WARNER INC CALL 887317903 3,939 54,300 SH Call DFND 4 54,300 0 0
TIME WARNER INC PUT 887317953 25,937 357,500 SH Put DFND 4 357,500 0 0
TIME WARNER CABLE INC COM 88732J207 1,316 6,429 SH   DFND 4 6,429 0 0
TIME WARNER CABLE INC COM 88732J207 1,682 8,219 SH   DFND 17 8,219 0 0
TIME WARNER CABLE INC COM 88732J207 40,130 196,119 SH   DFND 21 195,998 0 121
TIME WARNER CABLE INC CALL 88732J907 4,604 22,500 SH Call DFND 4 22,500 0 0
TIME WARNER CABLE INC PUT 88732J957 26,150 127,800 SH Put DFND 4 127,800 0 0
TOOTSIE ROLL INDS INC COM 890516107 343 9,827 SH   DFND 17 9,827 0 0
TORCHMARK CORP COM 891027104 1,084 20,019 SH   DFND 21 16,825 0 3,194
TORONTO DOMINION BK ONT COM NEW 891160509 118,505 2,155,036 SH   DFND 3 1,481,142 0 673,894
TORONTO DOMINION BK ONT COM NEW 891160509 47,289 859,952 SH   DFND 17 518,112 0 341,840
TORONTO DOMINION BK ONT COM NEW 891160509 90,439 1,644,651 SH   DFND 21 1,004,300 0 640,351
TORONTO DOMINION BK ONT COM NEW 891160509 115 2,100 SH   DFND 24 2,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 215 3,907 SH   DFND 25 3,907 0 0
TOTAL S A SPONSORED ADR 89151E109 194,106 4,273,588 SH   DFND 3 4,270,688 0 2,900
TOTAL S A SPONSORED ADR 89151E109 44,318 975,735 SH   DFND 17 975,735 0 0
TOWER INTL INC COM 891826109 4,073 149,751 SH   DFND 17 125,976 0 23,775
TOWER INTL INC COM 891826109 473 17,392 SH   DFND 21 17,392 0 0
TOTAL SYS SVCS INC COM 891906109 29,729 624,819 SH   DFND 17 464,081 0 160,738
TOTAL SYS SVCS INC COM 891906109 26,744 562,092 SH   DFND 21 421,314 0 140,778
TOTAL SYS SVCS INC COM 891906109 144 3,023 SH   DFND 25 3,023 0 0
TRACTOR SUPPLY CO COM 892356106 65,146 720,167 SH   DFND 17 595,907 0 124,260
TRANSCANADA CORP COM 89353D107 987 25,000 SH   DFND 4 25,000 0 0
TRANSCANADA CORP COM 89353D107 25,081 500,758 SH   DFND 21 120,090 0 380,668
TRANSDIGM GROUP INC COM 893641100 352 1,598 SH   DFND 17 1,598 0 0
TRANSDIGM GROUP INC COM 893641100 1,156 5,247 SH   DFND 21 1,676 0 3,571
TRAVELERS COMPANIES INC COM 89417E109 379,320 3,250,111 SH   DFND 3 3,247,911 0 2,200
TRAVELERS COMPANIES INC COM 89417E109 1,106 9,478 SH   DFND 4 9,478 0 0
TRAVELERS COMPANIES INC COM 89417E109 119,249 1,021,759 SH   DFND 17 928,115 0 93,644
TRAVELERS COMPANIES INC COM 89417E109 121,058 1,037,254 SH   DFND 21 801,491 0 235,763
TRAVELERS COMPANIES INC COM 89417E109 70 600 SH   DFND 24 600 0 0
TRAVELERS COMPANIES INC COM 89417E109 313 2,678 SH   DFND 25 2,678 0 0
TRAVELERS COMPANIES INC CALL 89417E909 1,844 15,800 SH Call DFND 4 15,800 0 0
TRAVELERS COMPANIES INC PUT 89417E959 17,191 147,300 SH Put DFND 4 147,300 0 0
TRIBUNE MEDIA CO CL A 896047503 229 5,969 SH   DFND 4 5,969 0 0
TRIBUNE MEDIA CO CL A 896047503 760 19,808 SH   DFND 21 13,494 0 6,314
TRIMBLE NAVIGATION LTD COM 896239100 3,768 151,947 SH   DFND 21 135,594 0 16,353
TRIMBLE NAVIGATION LTD COM 896239100 8,167 329,300 SH   DFND 24 329,300 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 2,194 188,184 SH   DFND 17 183,343 0 4,841
TRINITY INDS INC COM 896522109 5,081 277,523 SH   DFND 17 168,197 0 109,326
TRINITY INDS INC COM 896522109 25,712 1,404,259 SH   DFND 21 1,005,002 0 399,257
TRINITY INDS INC COM 896522109 62 3,364 SH   DFND 25 3,364 0 0
TRUECAR INC COM 89785L107 207 37,110 SH   DFND 17 0 0 37,110
TRUEBLUE INC COM 89785X101 24 917 SH   DFND 17 917 0 0
TRUEBLUE INC COM 89785X101 1,514 57,887 SH   DFND 21 0 0 57,887
TRUSTMARK CORP COM 898402102 22,925 995,421 SH   DFND 3 953,889 0 41,532
TUMI HLDGS INC COM 89969Q104 7,967 297,070 SH   DFND 4 297,070 0 0
TUMI HLDGS INC COM 89969Q104 2,602 97,000 SH   DFND 21 97,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 607 10,470 SH   DFND 21 10,470 0 0
TUPPERWARE BRANDS CORP COM 899896104 232 4,000 SH   DFND 24 4,000 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,986 70,433 SH   DFND 21 70,000 0 433
TWITTER INC COM 90184L102 21,377 1,291,646 SH   DFND 17 1,120,991 0 170,655
TWITTER INC NOTE 0.250% 9/1 90184LAB8 33,277 38,875,000 PRN   DFND 17 38,650,000 0 225,000
TWITTER INC NOTE 1.000% 9/1 90184LAD4 38,525 46,000,000 PRN   DFND 17 45,870,000 0 130,000
TWO HBRS INVT CORP COM 90187B101 5,953 749,700 SH   DFND 3 749,700 0 0
TWO HBRS INVT CORP COM 90187B101 1,591 200,429 SH   DFND 21 86,530 0 113,899
II VI INC COM 902104108 319 14,690 SH   DFND 17 14,690 0 0
II VI INC COM 902104108 1,001 46,117 SH   DFND 21 16,704 0 29,413
TYSON FOODS INC CL A 902494103 456 6,839 SH   DFND 4 6,839 0 0
TYSON FOODS INC CL A 902494103 95,854 1,437,950 SH   DFND 17 1,136,838 0 301,112
TYSON FOODS INC CL A 902494103 133,751 2,006,472 SH   DFND 21 1,396,879 0 609,593
TYSON FOODS INC CL A 902494103 11,206 168,100 SH   DFND 24 168,100 0 0
TYSON FOODS INC CL A 902494103 218 3,267 SH   DFND 25 3,267 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 158,011 2,121,525 SH   DFND 17 2,002,645 0 118,880
TYSON FOODS INC CALL 902494903 1,640 24,600 SH Call DFND 4 24,600 0 0
TYSON FOODS INC PUT 902494953 7,739 116,100 SH Put DFND 4 116,100 0 0
UDR INC COM 902653104 13,292 344,971 SH   DFND 4 344,971 0 0
UDR INC COM 902653104 8 217 SH   DFND 17 217 0 0
UGI CORP NEW COM 902681105 458 11,356 SH   DFND 17 11,356 0 0
US BANCORP DEL COM NEW 902973304 37,565 925,485 SH   DFND 4 925,485 0 0
US BANCORP DEL COM NEW 902973304 20,441 503,598 SH   DFND 17 491,848 0 11,750
US BANCORP DEL COM NEW 902973304 2,540 62,571 SH   DFND 20 62,571 0 0
US BANCORP DEL COM NEW 902973304 24,721 609,031 SH   DFND 21 604,352 0 4,679
US BANCORP DEL CALL 902973904 3,608 88,900 SH Call DFND 4 88,900 0 0
US BANCORP DEL PUT 902973954 24,265 597,800 SH Put DFND 4 597,800 0 0
USANA HEALTH SCIENCES INC COM 90328M107 945 7,782 SH   DFND 17 7,782 0 0
USANA HEALTH SCIENCES INC COM 90328M107 3,830 31,541 SH   DFND 21 25,501 0 6,040
USA TECHNOLOGIES INC COM NO PAR 90328S500 1,941 445,261 SH   DFND 17 418,909 0 26,352
U S CONCRETE INC COM NEW 90333L201 29,274 491,338 SH   DFND 17 448,303 0 43,035
U S CONCRETE INC COM NEW 90333L201 167 2,800 SH   DFND 21 0 0 2,800
U S SILICA HLDGS INC COM 90346E103 6,565 288,970 SH   DFND 17 288,970 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,089 5,622 SH   DFND 17 4,682 0 940
ULTIMATE SOFTWARE GROUP INC COM 90385D107 23,785 122,920 SH   DFND 17 109,054 0 13,866
ULTIMATE SOFTWARE GROUP INC COM 90385D107 174 900 SH   DFND 21 0 0 900
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 4,915 77,633 SH   DFND 17 73,828 0 3,805
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,665 26,300 SH   DFND 24 26,300 0 0
UMPQUA HLDGS CORP COM 904214103 50,043 3,155,327 SH   DFND 3 3,090,505 0 64,822
UMPQUA HLDGS CORP COM 904214103 3,591 226,426 SH   DFND 21 10,081 0 216,345
UNIFI INC COM NEW 904677200 15 640 SH   DFND 17 640 0 0
UNIFI INC COM NEW 904677200 216 9,430 SH   DFND 21 9,430 0 0
UNIFIRST CORP MASS COM 904708104 491 4,502 SH   DFND 21 4,502 0 0
UNION PAC CORP COM 907818108 6,985 87,802 SH   DFND 4 87,802 0 0
UNION PAC CORP COM 907818108 192,600 2,421,113 SH   DFND 17 2,252,219 0 168,894
UNION PAC CORP COM 907818108 67,267 845,597 SH   DFND 21 778,493 0 67,104
UNION PAC CORP COM 907818108 684 8,600 SH   DFND 24 8,600 0 0
UNION PAC CORP CALL 907818908 4,972 62,500 SH Call DFND 4 62,500 0 0
UNION PAC CORP PUT 907818958 30,380 381,900 SH Put DFND 4 381,900 0 0
UNITED BANKSHARES INC WEST V COM 909907107 571 15,562 SH   DFND 21 15,562 0 0
UNITED CONTL HLDGS INC COM 910047109 745 12,454 SH   DFND 4 12,454 0 0
UNITED CONTL HLDGS INC COM 910047109 32,836 548,552 SH   DFND 17 501,022 0 47,530
UNITED CONTL HLDGS INC COM 910047109 12,979 216,815 SH   DFND 21 73,822 0 142,993
UNITED CONTL HLDGS INC CALL 910047909 1,538 25,700 SH Call DFND 4 25,700 0 0
UNITED CONTL HLDGS INC PUT 910047959 9,721 162,400 SH Put DFND 4 162,400 0 0
UNITED INS HLDGS CORP COM 910710102 20,859 1,085,853 SH   DFND 3 1,085,853 0 0
UNITED INS HLDGS CORP COM 910710102 8 420 SH   DFND 17 420 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2,604 1,252,119 SH   DFND 21 1,197,688 0 54,431
UNITED NAT FOODS INC COM 911163103 210 5,205 SH   DFND 17 0 0 5,205
UNITED PARCEL SERVICE INC CL B 911312106 1,323 12,544 SH   DFND 4 12,544 0 0
UNITED PARCEL SERVICE INC CL B 911312106 25,193 238,867 SH   DFND 17 235,082 0 3,785
UNITED PARCEL SERVICE INC CL B 911312106 2,790 26,456 SH   DFND 21 26,071 0 385
UNITED PARCEL SERVICE INC CALL 911312906 6,539 62,000 SH Call DFND 4 62,000 0 0
UNITED PARCEL SERVICE INC PUT 911312956 40,543 384,400 SH Put DFND 4 384,400 0 0
UNITED RENTALS INC COM 911363109 7,148 114,940 SH   DFND 17 112,985 0 1,955
UNITED RENTALS INC COM 911363109 8,429 135,538 SH   DFND 21 135,538 0 0
UNITED STATES STL CORP NEW COM 912909108 9,727 606,050 SH   DFND 21 605,820 0 230
UNITED TECHNOLOGIES CORP COM 913017109 185,854 1,856,683 SH   DFND 3 1,856,683 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,765 17,629 SH   DFND 4 17,629 0 0
UNITED TECHNOLOGIES CORP COM 913017109 164,922 1,647,569 SH   DFND 17 1,624,808 0 22,761
UNITED TECHNOLOGIES CORP COM 913017109 66,138 660,721 SH   DFND 21 593,432 0 67,289
UNITED TECHNOLOGIES CORP COM 913017109 240 2,400 SH   DFND 24 2,400 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 6,466 64,600 SH Call DFND 4 64,600 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 42,352 423,100 SH Put DFND 4 423,100 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 6,619 59,403 SH   DFND 17 42,703 0 16,700
UNITED THERAPEUTICS CORP DEL COM 91307C102 12,070 108,318 SH   DFND 21 89,189 0 19,129
UNITED THERAPEUTICS CORP DEL COM 91307C102 992 8,900 SH   DFND 24 8,900 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,329 41,346 SH   DFND 4 41,346 0 0
UNITEDHEALTH GROUP INC COM 91324P102 353,842 2,745,089 SH   DFND 17 2,368,533 0 376,556
UNITEDHEALTH GROUP INC COM 91324P102 50,284 390,100 SH   DFND 20 390,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 397,944 3,087,233 SH   DFND 21 2,424,053 0 663,180
UNITEDHEALTH GROUP INC COM 91324P102 464 3,600 SH   DFND 24 3,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 432 3,348 SH   DFND 25 3,348 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 6,123 47,500 SH Call DFND 4 47,500 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 66,964 519,500 SH Put DFND 4 519,500 0 0
UNITIL CORP COM 913259107 250 5,880 SH   DFND 17 5,880 0 0
UNITIL CORP COM 913259107 419 9,872 SH   DFND 21 9,872 0 0
UNIVERSAL CORP VA COM 913456109 22,528 396,549 SH   DFND 3 388,549 0 8,000
UNIVERSAL CORP VA COM 913456109 2,775 48,847 SH   DFND 17 16,145 0 32,702
UNIVERSAL CORP VA COM 913456109 1,460 25,702 SH   DFND 21 869 0 24,833
UNIVERSAL ELECTRS INC COM 913483103 5,544 89,430 SH   DFND 17 89,430 0 0
UNIVERSAL FST PRODS INC COM 913543104 626 7,297 SH   DFND 17 7,297 0 0
UNIVERSAL FST PRODS INC COM 913543104 6,050 70,491 SH   DFND 21 37,307 0 33,184
UNIVERSAL INS HLDGS INC COM 91359V107 6,044 339,527 SH   DFND 17 156,646 0 182,881
UNIVERSAL INS HLDGS INC COM 91359V107 14,743 828,281 SH   DFND 21 828,281 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 12,641 101,352 SH   DFND 17 84,421 0 16,931
UNIVERSAL HLTH SVCS INC CL B 913903100 42,224 338,550 SH   DFND 21 305,423 0 33,127
UNUM GROUP COM 91529Y106 6,570 212,470 SH   DFND 3 212,470 0 0
UNUM GROUP COM 91529Y106 4,202 135,885 SH   DFND 17 135,885 0 0
UNUM GROUP COM 91529Y106 5,367 173,585 SH   DFND 21 80,926 0 92,659
URBAN OUTFITTERS INC COM 917047102 243 7,344 SH   DFND 21 7,344 0 0
VCA INC COM 918194101 15,894 275,507 SH   DFND 17 230,021 0 45,486
VCA INC COM 918194101 1,107 19,185 SH   DFND 21 16,435 0 2,750
V F CORP COM 918204108 1,575 24,325 SH   DFND 4 24,325 0 0
V F CORP COM 918204108 923 14,245 SH   DFND 21 14,025 0 220
V F CORP CALL 918204908 958 14,800 SH Call DFND 4 14,800 0 0
V F CORP PUT 918204958 9,332 144,100 SH Put DFND 4 144,100 0 0
VAIL RESORTS INC COM 91879Q109 589 4,402 SH   DFND 17 3,227 0 1,175
VAIL RESORTS INC COM 91879Q109 1,021 7,637 SH   DFND 21 2,750 0 4,887
VALEANT PHARMACEUTICALS INTL COM 91911K102 137 4,105 SH   DFND 17 0 0 4,105
VALEANT PHARMACEUTICALS INTL COM 91911K102 5,691 170,404 SH   DFND 21 105,714 0 64,690
VALEANT PHARMACEUTICALS INTL COM 91911K102 36 1,068 SH   DFND 25 1,068 0 0
VALE S A ADR 91912E105 4,066 965,830 SH   DFND 17 965,830 0 0
VALE S A ADR 91912E105 15,470 3,674,685 SH   DFND 21 3,674,685 0 0
VALE S A ADR REPSTG PFD 91912E204 238 76,400 SH   DFND 21 76,400 0 0
VALERO ENERGY CORP NEW COM 91913Y100 189,126 2,948,644 SH   DFND 3 2,946,344 0 2,300
VALERO ENERGY CORP NEW COM 91913Y100 2,998 46,735 SH   DFND 4 46,735 0 0
VALERO ENERGY CORP NEW COM 91913Y100 137,015 2,136,183 SH   DFND 17 1,982,273 0 153,910
VALERO ENERGY CORP NEW COM 91913Y100 131,740 2,053,942 SH   DFND 21 1,376,238 0 677,704
VALERO ENERGY CORP NEW COM 91913Y100 1,373 21,400 SH   DFND 24 21,400 0 0
VALERO ENERGY CORP NEW COM 91913Y100 281 4,381 SH   DFND 25 4,381 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 2,001 31,200 SH Call DFND 4 31,200 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 14,066 219,300 SH Put DFND 4 219,300 0 0
VALSPAR CORP COM 920355104 1,525 14,250 SH   DFND 21 14,250 0 0
VALSPAR CORP PUT 920355954 321 3,000 SH Put DFND 21 3,000 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 303 3,762 SH   DFND 17 3,762 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 4,075 52,961 SH   DFND 17 52,961 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 41,756 723,800 SH   DFND 25 723,800 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,846 42,780 SH   DFND 17 42,780 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 66,575 1,925,257 SH   DFND 4 1,925,257 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1 16 SH   DFND 17 16 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 865 25,000 SH   DFND 24 25,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,781 225,000 SH   DFND 25 225,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 347 7,150 SH   DFND   7,150 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1 25 SH   DFND 17 25 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 472 5,500 SH   DFND 24 5,500 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 9,570 119,584 SH   DFND 17 119,584 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 16,006 200,000 SH   DFND 25 200,000 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 7,106 132,892 SH   DFND 17 132,892 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 1,453 16,246 SH   DFND 17 16,246 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 13,652 157,041 SH   DFND 17 157,041 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 16,517 190,000 SH   DFND 25 190,000 0 0
VANTIV INC CL A 92210H105 46,448 862,062 SH   DFND 17 663,221 0 198,841
VARIAN MED SYS INC COM 92220P105 499 6,236 SH   DFND 21 6,142 0 94
VASCULAR SOLUTIONS INC COM 92231M109 9,847 302,710 SH   DFND 17 298,150 0 4,560
VECTREN CORP COM 92240G101 8,090 160,000 SH   DFND 3 160,000 0 0
VECTREN CORP COM 92240G101 2,812 55,612 SH   DFND 21 29,867 0 25,745
VECTOR GROUP LTD COM 92240M108 351 15,369 SH   DFND 17 15,369 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 23,004 15,400,000 PRN   DFND 17 15,400,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13,058 11,700,000 PRN   DFND 17 11,700,000 0 0
VEECO INSTRS INC DEL COM 922417100 2 100 SH   DFND 17 100 0 0
VEECO INSTRS INC DEL COM 922417100 2,690 138,096 SH   DFND 21 124,176 0 13,920
VEECO INSTRS INC DEL COM 922417100 4,860 249,462 SH   DFND 24 249,462 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 154 27,950 SH   DFND 17 27,950 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 256 46,468 SH   DFND 21 46,468 0 0
VENTAS INC COM 92276F100 6,239 99,100 SH   DFND 3 99,100 0 0
VENTAS INC COM 92276F100 17 277 SH   DFND 17 277 0 0
VENTAS INC COM 92276F100 8 121 SH   DFND 21 0 0 121
VENTAS INC CALL 92276F900 2,160 34,300 SH Call DFND 4 34,300 0 0
VENTAS INC PUT 92276F950 10,244 162,700 SH Put DFND 4 162,700 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 55 291 SH   DFND 17 291 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 13,821 73,300 SH   DFND 25 73,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 11,988 143,050 SH   DFND 4 143,050 0 0
VANGUARD INDEX FDS REIT ETF 922908553 10,744 128,211 SH   DFND 17 128,211 0 0
VANGUARD INDEX FDS REIT ETF 922908553 4,919 58,700 SH   DFND 24 58,700 0 0
VANGUARD INDEX FDS REIT ETF 922908553 47,347 565,000 SH   DFND 25 565,000 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 780 7,000 SH   DFND 24 7,000 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 14,003 125,600 SH   DFND 25 125,600 0 0
VEREIT INC COM 92339V100 7 770 SH   DFND 17 770 0 0
VEREIT INC COM 92339V100 150 16,888 SH   DFND 21 16,888 0 0
VERIFONE SYS INC COM 92342Y109 580 20,540 SH   DFND 17 11,565 0 8,975
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 116,416 45,210,000 PRN   DFND 17 42,475,000 0 2,735,000
VERIZON COMMUNICATIONS INC COM 92343V104 186,454 3,447,747 SH   DFND 3 3,445,547 0 2,200
VERIZON COMMUNICATIONS INC COM 92343V104 362 6,695 SH   DFND 4 6,695 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 225,393 4,167,762 SH   DFND 17 3,888,025 0 279,737
VERIZON COMMUNICATIONS INC COM 92343V104 180,673 3,340,852 SH   DFND 21 2,348,575 0 992,277
VERIZON COMMUNICATIONS INC COM 92343V104 105 1,940 SH   DFND 24 1,940 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 362 6,699 SH   DFND 25 6,699 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 13,077 241,800 SH Call DFND 4 241,800 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 86,160 1,593,200 SH Put DFND 4 1,593,200 0 0
VERINT SYS INC COM 92343X100 805 24,115 SH   DFND 17 24,115 0 0
VERINT SYS INC COM 92343X100 204 6,109 SH   DFND 21 6,109 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 23,839 27,560,000 PRN   DFND 17 26,450,000 0 1,110,000
VERTEX PHARMACEUTICALS INC COM 92532F100 3,316 41,710 SH   DFND 4 41,710 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 17,513 220,313 SH   DFND 17 193,703 0 26,610
VERTEX PHARMACEUTICALS INC COM 92532F100 8 105 SH   DFND 21 0 0 105
VERTEX PHARMACEUTICALS INC COM 92532F100 6,092 76,640 SH   DFND 24 76,640 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 652 8,200 SH Call DFND 4 8,200 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 6,693 84,200 SH Put DFND 4 84,200 0 0
VIAD CORP COM NEW 92552R406 1,062 36,425 SH   DFND 17 27,285 0 9,140
VIAD CORP COM NEW 92552R406 564 19,354 SH   DFND 21 0 0 19,354
VIACOM INC NEW CL A 92553P102 495 10,935 SH   DFND 17 10,935 0 0
VIACOM INC NEW CL B 92553P201 156 3,770 SH   DFND 4 3,770 0 0
VIACOM INC NEW CL B 92553P201 2,095 50,762 SH   DFND 21 44,064 0 6,698
VIACOM INC NEW CALL 92553P901 239 5,800 SH Call DFND 4 5,800 0 0
VIACOM INC NEW PUT 92553P951 322 7,800 SH Put DFND 4 7,800 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 97 2,800 SH   DFND 3 2,800 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 576 16,657 SH   DFND 21 16,657 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 184 14,295 SH   DFND 17 100 0 14,195
VIRNETX HLDG CORP COM 92823T108 58 12,652 SH   DFND 17 12,652 0 0
VISA INC COM CL A 92826C839 7,574 99,034 SH   DFND 4 99,034 0 0
VISA INC COM CL A 92826C839 526,073 6,878,571 SH   DFND 17 5,947,364 0 931,207
VISA INC COM CL A 92826C839 55,249 722,400 SH   DFND 20 722,400 0 0
VISA INC COM CL A 92826C839 190,336 2,488,699 SH   DFND 21 2,046,443 0 442,256
VISA INC COM CL A 92826C839 612 8,000 SH   DFND 24 8,000 0 0
VISA INC CALL 92826C909 6,348 83,000 SH Call DFND 4 83,000 0 0
VISA INC PUT 92826C959 78,048 1,020,500 SH Put DFND 4 1,020,500 0 0
VIRTUSA CORP COM 92827P102 2,158 57,621 SH   DFND 17 57,621 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 22,404 1,834,900 SH   DFND 3 1,785,000 0 49,900
VISHAY INTERTECHNOLOGY INC COM 928298108 379 31,070 SH   DFND 21 31,070 0 0
VISTA OUTDOOR INC COM 928377100 849 16,354 SH   DFND 21 16,354 0 0
VISTEON CORP COM NEW 92839U206 12,980 163,090 SH   DFND 17 145,821 0 17,269
VISTEON CORP COM NEW 92839U206 88 1,100 SH   DFND 21 0 0 1,100
VOCERA COMMUNICATIONS INC COM 92857F107 2,944 230,916 SH   DFND 17 194,983 0 35,933
VONAGE HLDGS CORP COM 92886T201 10,700 2,341,364 SH   DFND 17 2,066,866 0 274,498
VONAGE HLDGS CORP COM 92886T201 111 24,200 SH   DFND 21 0 0 24,200
WI-LAN INC COM 928972108 111 38,070 SH   DFND 21 38,070 0 0
VORNADO RLTY TR SH BEN INT 929042109 314 3,328 SH   DFND 4 3,328 0 0
VORNADO RLTY TR SH BEN INT 929042109 14 143 SH   DFND 17 143 0 0
VORNADO RLTY TR SH BEN INT 929042109 11 120 SH   DFND 21 0 0 120
VORNADO RLTY TR CALL 929042909 699 7,400 SH Call DFND 4 7,400 0 0
VORNADO RLTY TR PUT 929042959 1,416 15,000 SH Put DFND 4 15,000 0 0
VOYA FINL INC COM 929089100 13,007 436,928 SH   DFND 17 275,755 0 161,173
VOYA FINL INC COM 929089100 27,457 922,320 SH   DFND 21 743,004 0 179,316
VOYA FINL INC COM 929089100 34 1,155 SH   DFND 25 1,155 0 0
VULCAN MATLS CO COM 929160109 66,792 632,684 SH   DFND 17 528,941 0 103,743
VULCAN MATLS CO COM 929160109 30,218 286,239 SH   DFND 21 284,263 0 1,976
VULCAN MATLS CO COM 929160109 992 9,400 SH   DFND 24 9,400 0 0
WD-40 CO COM 929236107 399 3,690 SH   DFND 17 3,690 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 1,913 102,951 SH   DFND 17 102,951 0 0
WABCO HLDGS INC COM 92927K102 4,492 42,015 SH   DFND 17 34,050 0 7,965
WSFS FINL CORP COM 929328102 1,514 46,563 SH   DFND 17 9,463 0 37,100
WSFS FINL CORP COM 929328102 1,342 41,254 SH   DFND 21 23,056 0 18,198
WNS HOLDINGS LTD SPON ADR 92932M101 694 22,665 SH   DFND 17 22,665 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 1,950 63,657 SH   DFND 21 40,760 0 22,897
WPP PLC NEW ADR 92937A102 18,755 161,081 SH   DFND 17 161,081 0 0
WEC ENERGY GROUP INC COM 92939U106 194 3,236 SH   DFND 4 3,236 0 0
WEC ENERGY GROUP INC COM 92939U106 11 178 SH   DFND 21 0 0 178
WEC ENERGY GROUP INC CALL 92939U906 943 15,700 SH Call DFND 4 15,700 0 0
WEC ENERGY GROUP INC PUT 92939U956 8,962 149,200 SH Put DFND 4 149,200 0 0
WABASH NATL CORP COM 929566107 463 35,100 SH   DFND 17 0 0 35,100
WABASH NATL CORP COM 929566107 417 31,616 SH   DFND 21 5,080 0 26,536
WABTEC CORP COM 929740108 5,557 70,085 SH   DFND 21 70,085 0 0
WABTEC CORP COM 929740108 182 2,300 SH   DFND 24 2,300 0 0
WAL-MART STORES INC COM 931142103 372,841 5,443,734 SH   DFND 3 5,439,934 0 3,800
WAL-MART STORES INC COM 931142103 27,712 404,609 SH   DFND 4 404,609 0 0
WAL-MART STORES INC COM 931142103 91,274 1,332,664 SH   DFND 17 1,332,664 0 0
WAL-MART STORES INC COM 931142103 13,231 193,179 SH   DFND 21 132,653 0 60,526
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,137 72,856 SH   DFND 4 72,856 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 131,619 1,562,432 SH   DFND 17 1,551,532 0 10,900
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,942 46,800 SH   DFND 20 46,800 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 158,785 1,884,914 SH   DFND 21 1,595,122 0 289,792
WALGREENS BOOTS ALLIANCE INC CALL 931427908 2,182 25,900 SH Call DFND 4 25,900 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 41,775 495,900 SH Put DFND 4 495,900 0 0
WALKER & DUNLOP INC COM 93148P102 325 13,389 SH   DFND 17 13,389 0 0
WALKER & DUNLOP INC COM 93148P102 2,649 109,142 SH   DFND 21 62,750 0 46,392
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 21,585 38,545,000 PRN   DFND 17 38,545,000 0 0
WASHINGTON FED INC COM 938824109 45,186 1,994,950 SH   DFND 3 1,948,750 0 46,200
WASHINGTON FED INC COM 938824109 5,075 224,056 SH   DFND 17 224,056 0 0
WASTE MGMT INC DEL COM 94106L109 586 9,928 SH   DFND 4 9,928 0 0
WASTE MGMT INC DEL COM 94106L109 1,318 22,338 SH   DFND 17 22,338 0 0
WASTE MGMT INC DEL COM 94106L109 21,386 362,470 SH   DFND 21 325,014 0 37,456
WASTE MGMT INC DEL CALL 94106L909 1,015 17,200 SH Call DFND 4 17,200 0 0
WASTE MGMT INC DEL PUT 94106L959 8,036 136,200 SH Put DFND 4 136,200 0 0
WATERS CORP COM 941848103 1,165 8,828 SH   DFND 21 8,759 0 69
WATERSTONE FINL INC MD COM 94188P101 311 22,765 SH   DFND 17 22,765 0 0
WEB COM GROUP INC COM 94733A104 729 36,760 SH   DFND 17 0 0 36,760
WEB COM GROUP INC COM 94733A104 1,184 59,739 SH   DFND 21 0 0 59,739
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 57,821 60,625,000 PRN   DFND 17 53,695,000 0 6,930,000
WEBMD HEALTH CORP COM 94770V102 9,680 154,559 SH   DFND 17 145,244 0 9,315
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 55,592 41,765,000 PRN   DFND 17 37,210,000 0 4,555,000
WEBSTER FINL CORP CONN COM 947890109 1,820 50,702 SH   DFND 17 15,202 0 35,500
WEBSTER FINL CORP CONN COM 947890109 4,607 128,340 SH   DFND 21 96,193 0 32,147
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,263 3,800,000 PRN   DFND 17 3,800,000 0 0
WELLS FARGO & CO NEW COM 949746101 362,729 7,500,590 SH   DFND 3 7,495,790 0 4,800
WELLS FARGO & CO NEW COM 949746101 55,709 1,151,958 SH   DFND 4 1,151,958 0 0
WELLS FARGO & CO NEW COM 949746101 294,731 6,094,520 SH   DFND 17 5,397,506 0 697,014
WELLS FARGO & CO NEW COM 949746101 7,138 147,602 SH   DFND 20 147,602 0 0
WELLS FARGO & CO NEW COM 949746101 395,201 8,172,071 SH   DFND 21 6,302,142 0 1,869,929
WELLS FARGO & CO NEW COM 949746101 102 2,100 SH   DFND 24 2,100 0 0
WELLS FARGO & CO NEW COM 949746101 418 8,635 SH   DFND 25 8,635 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 170,832 141,740 SH   DFND 4 137,140 0 4,600
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 190,107 157,765 SH   DFND 17 149,250 0 8,515
WELLS FARGO & CO NEW CALL 949746901 8,279 171,200 SH Call DFND 4 171,200 0 0
WELLS FARGO & CO NEW PUT 949746951 70,170 1,451,000 SH Put DFND 4 1,451,000 0 0
WELLTOWER INC COM 95040Q104 16,017 230,993 SH   DFND 4 230,993 0 0
WELLTOWER INC COM 95040Q104 5,020 72,397 SH   DFND 17 72,397 0 0
WELLTOWER INC COM 95040Q104 7,934 114,421 SH   DFND 21 0 0 114,421
WELLTOWER INC 6.50% PFD PREPET 95040Q203 7,017 113,000 SH   DFND 4 113,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 29,702 478,300 SH   DFND 17 478,300 0 0
WELLTOWER INC CALL 95040Q904 1,532 22,100 SH Call DFND 4 22,100 0 0
WELLTOWER INC PUT 95040Q954 8,903 128,400 SH Put DFND 4 128,400 0 0
WENDYS CO COM 95058W100 2,030 186,439 SH   DFND 21 186,439 0 0
WERNER ENTERPRISES INC COM 950755108 468 17,213 SH   DFND 17 17,213 0 0
WERNER ENTERPRISES INC COM 950755108 6,085 224,060 SH   DFND 21 224,060 0 0
WESBANCO INC COM 950810101 19,469 655,291 SH   DFND 3 655,291 0 0
WESBANCO INC COM 950810101 327 11,010 SH   DFND 21 11,010 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 26,228 13,625,000 PRN   DFND 17 13,625,000 0 0
WEST CORP COM 952355204 52,849 2,315,922 SH   DFND 3 2,270,864 0 45,058
WEST CORP COM 952355204 2,272 99,566 SH   DFND 17 99,566 0 0
WEST CORP COM 952355204 3,085 135,200 SH   DFND 21 96,298 0 38,902
WEST PHARMACEUTICAL SVSC INC COM 955306105 19,506 281,391 SH   DFND 17 236,048 0 45,343
WEST PHARMACEUTICAL SVSC INC COM 955306105 128 1,850 SH   DFND 21 0 0 1,850
WESTAR ENERGY INC COM 95709T100 635 12,802 SH   DFND 17 12,802 0 0
WESTAR ENERGY INC COM 95709T100 9,420 189,875 SH   DFND 21 157,690 0 32,185
WESTERN ALLIANCE BANCORP COM 957638109 23,513 704,418 SH   DFND 17 587,930 0 116,488
WESTERN ALLIANCE BANCORP COM 957638109 3,159 94,633 SH   DFND 21 70,812 0 23,821
WESTERN ASSET MTG CAP CORP COM 95790D105 70 6,945 SH   DFND 17 6,945 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 246 24,480 SH   DFND 21 24,480 0 0
WESTERN DIGITAL CORP COM 958102105 29,434 623,082 SH   DFND 4 623,082 0 0
WESTERN DIGITAL CORP COM 958102105 13,892 294,064 SH   DFND 17 246,178 0 47,886
WESTERN DIGITAL CORP COM 958102105 27,848 589,497 SH   DFND 21 292,483 0 297,014
WESTERN DIGITAL CORP COM 958102105 42 881 SH   DFND 25 881 0 0
WESTERN DIGITAL CORP PUT 958102955 13,582 287,500 SH Put DFND 4 287,500 0 0
WESTERN REFNG INC COM 959319104 23,496 807,700 SH   DFND 3 791,450 0 16,250
WESTERN REFNG INC COM 959319104 3,138 107,873 SH   DFND 17 95,617 0 12,256
WESTERN REFNG INC COM 959319104 23,761 816,816 SH   DFND 21 451,369 0 365,447
WESTERN REFNG INC COM 959319104 22 743 SH   DFND 25 743 0 0
WESTERN UN CO COM 959802109 10,581 548,531 SH   DFND 17 199,193 0 349,338
WESTERN UN CO COM 959802109 44,948 2,330,115 SH   DFND 21 2,108,340 0 221,775
WESTERN UN CO COM 959802109 31 1,616 SH   DFND 25 1,616 0 0
WESTLAKE CHEM CORP COM 960413102 188 4,066 SH   DFND 17 4,066 0 0
WESTLAKE CHEM CORP COM 960413102 1,995 43,079 SH   DFND 21 23,136 0 19,943
WESTROCK CO COM 96145D105 5,187 132,900 SH   DFND 3 132,900 0 0
WESTROCK CO COM 96145D105 532 13,636 SH   DFND 21 4,671 0 8,965
WEYERHAEUSER CO COM 962166104 39 1,270 SH   DFND 4 1,270 0 0
WEYERHAEUSER CO COM 962166104 21 678 SH   DFND 17 678 0 0
WEYERHAEUSER CO COM 962166104 214 6,903 SH   DFND 21 6,312 0 591
WEYERHAEUSER CO PREF CONV SER A 962166872 34,683 678,455 SH   DFND 17 612,310 0 66,145
WEYERHAEUSER CO CALL 962166904 920 29,700 SH Call DFND 4 29,700 0 0
WEYERHAEUSER CO PUT 962166954 5,109 164,900 SH Put DFND 4 164,900 0 0
WHIRLPOOL CORP COM 963320106 6,600 36,600 SH   DFND 3 36,600 0 0
WHIRLPOOL CORP COM 963320106 5,573 30,904 SH   DFND 17 30,904 0 0
WHIRLPOOL CORP COM 963320106 34,072 188,932 SH   DFND 21 97,874 0 91,058
WHITEWAVE FOODS CO COM 966244105 10,799 265,733 SH   DFND 17 216,460 0 49,273
WHITING PETE CORP NEW COM 966387102 25,688 3,219,042 SH   DFND 4 3,219,042 0 0
WHITING PETE CORP NEW COM 966387102 5,904 739,800 SH   DFND 17 739,800 0 0
WHOLE FOODS MKT INC COM 966837106 5,830 187,400 SH   DFND 3 187,400 0 0
WHOLE FOODS MKT INC COM 966837106 9 294 SH   DFND 21 0 0 294
WILLIAMS COS INC DEL COM 969457100 86 5,344 SH   DFND 4 5,344 0 0
WILLIAMS COS INC DEL COM 969457100 1,927 119,935 SH   DFND 21 119,486 0 449
WINDSTREAM HLDGS INC COM NEW 97382A200 13,099 1,705,556 SH   DFND 4 1,705,556 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 1 118 SH   DFND 21 0 0 118
WINTHROP RLTY TR SH BEN INT NEW 976391300 295 22,500 SH   DFND 17 22,500 0 0
WINTRUST FINL CORP COM 97650W108 3,448 77,763 SH   DFND 17 51,363 0 26,400
WINTRUST FINL CORP COM 97650W108 3,213 72,455 SH   DFND 21 25,282 0 47,173
WIPRO LTD SPON ADR 1 SH 97651M109 930 73,900 SH   DFND 17 55,500 0 18,400
WISDOMTREE TR JAPN HEDGE EQT 97717W851 684 15,640 SH   DFND   6,070 0 9,570
WISDOMTREE TR JAPN HEDGE EQT 97717W851 0 10 SH   DFND 17 10 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 437 10,000 SH   DFND 24 10,000 0 0
WOODWARD INC COM 980745103 4,197 80,671 SH   DFND 21 74,664 0 6,007
WOODWARD INC COM 980745103 6,440 123,800 SH   DFND 24 123,800 0 0
WORKDAY INC CL A 98138H101 17,295 225,076 SH   DFND 17 225,076 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 31,600 27,965,000 PRN   DFND 17 27,965,000 0 0
WORLD FUEL SVCS CORP COM 981475106 52,599 1,082,738 SH   DFND 3 1,061,388 0 21,350
WORLD FUEL SVCS CORP COM 981475106 1,513 31,147 SH   DFND 17 12,753 0 18,394
WORLD FUEL SVCS CORP COM 981475106 456 9,395 SH   DFND 21 9,395 0 0
WORTHINGTON INDS INC COM 981811102 918 25,770 SH   DFND 21 25,770 0 0
WPX ENERGY INC PFD SER A CV 98212B202 5,514 150,000 SH   DFND 17 150,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 77,219 85,680,000 PRN   DFND 17 79,520,000 0 6,160,000
WYNDHAM WORLDWIDE CORP COM 98310W108 2,944 38,524 SH   DFND 21 25,818 0 12,706
WYNN RESORTS LTD COM 983134107 1,258 13,465 SH   DFND 4 11,944 0 1,521
WYNN RESORTS LTD COM 983134107 13 134 SH   DFND 21 0 0 134
XPO LOGISTICS INC COM 983793100 24,560 800,000 SH   DFND 4 800,000 0 0
XCEL ENERGY INC COM 98389B100 9,347 223,516 SH   DFND 17 91,316 0 132,200
XCEL ENERGY INC COM 98389B100 25,047 598,929 SH   DFND 21 453,942 0 144,987
XCEL ENERGY INC CALL 98389B900 2,024 48,400 SH Call DFND 4 48,400 0 0
XCEL ENERGY INC PUT 98389B950 5,035 120,400 SH Put DFND 4 120,400 0 0
XILINX INC COM 983919101 7,188 151,550 SH   DFND 17 117,115 0 34,435
XILINX INC COM 983919101 165 3,485 SH   DFND 21 3,300 0 185
XILINX INC NOTE 2.625% 6/1 983919AF8 112,540 68,170,000 PRN   DFND 17 64,230,000 0 3,940,000
XEROX CORP COM 984121103 14 1,210 SH   DFND 3 1,210 0 0
XEROX CORP COM 984121103 2,022 181,154 SH   DFND 17 181,154 0 0
XEROX CORP COM 984121103 18,968 1,699,660 SH   DFND 21 664,352 0 1,035,308
XERIUM TECHNOLOGIES INC COM NEW 98416J118 571 109,368 SH   DFND 17 103,031 0 6,337
XYLEM INC COM 98419M100 24,263 593,225 SH   DFND 17 593,225 0 0
XYLEM INC COM 98419M100 8,153 199,347 SH   DFND 21 181,596 0 17,751
XYLEM INC COM 98419M100 17,988 439,800 SH   DFND 24 439,800 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 37,547 38,510,000 PRN   DFND 17 38,510,000 0 0
YAHOO INC COM 984332106 431 11,703 SH   DFND 4 11,703 0 0
YAHOO INC COM 984332106 566 15,370 SH   DFND 17 10,600 0 4,770
YAHOO INC COM 984332106 16 446 SH   DFND 21 0 0 446
YAHOO INC CALL 984332906 2,382 64,700 SH Call DFND 4 64,700 0 0
YAHOO INC PUT 984332956 13,712 372,500 SH Put DFND 4 372,500 0 0
YAHOO INC NOTE 12/0 984332AF3 67,049 67,840,000 PRN   DFND 17 67,490,000 0 350,000
YAMANA GOLD INC COM 98462Y100 55 14,316 SH   DFND 21 12,516 0 1,800
YELP INC CL A 985817105 9,914 498,692 SH   DFND 17 326,217 0 172,475
YOUKU TUDOU INC SPONSORED ADR 98742U100 36,357 1,322,548 SH   DFND 17 972,155 0 350,393
YOUKU TUDOU INC SPONSORED ADR 98742U100 8,732 317,625 SH   DFND 21 317,625 0 0
YUM BRANDS INC COM 988498101 616 7,522 SH   DFND 4 7,522 0 0
YUM BRANDS INC COM 988498101 507 6,200 SH   DFND 21 5,959 0 241
YUM BRANDS INC CALL 988498901 2,325 28,400 SH Call DFND 4 28,400 0 0
YUM BRANDS INC PUT 988498951 16,411 200,500 SH Put DFND 4 200,500 0 0
ZAGG INC COM 98884U108 1,494 165,763 SH   DFND 17 18,108 0 147,655
ZAGG INC COM 98884U108 375 41,630 SH   DFND 21 28,804 0 12,826
ZENDESK INC COM 98936J101 5,490 262,282 SH   DFND 17 262,282 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 319 13,450 SH   DFND 17 200 0 13,250
ZIMMER BIOMET HLDGS INC COM 98956P102 7,016 65,800 SH   DFND 3 65,800 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,807 35,706 SH   DFND 17 24,526 0 11,180
ZIMMER BIOMET HLDGS INC COM 98956P102 2,888 27,084 SH   DFND 21 14,144 0 12,940
ZIMMER BIOMET HLDGS INC CALL 98956P902 2,303 21,600 SH Call DFND 4 21,600 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 10,279 96,400 SH Put DFND 4 96,400 0 0
ZIONS BANCORPORATION COM 989701107 2,425 100,181 SH   DFND 17 100,181 0 0
ZIONS BANCORPORATION COM 989701107 5 200 SH   DFND 21 0 0 200
ZIX CORP COM 98974P100 223 56,755 SH   DFND 17 4,730 0 52,025
ZOGENIX INC COM NEW 98978L204 384 41,601 SH   DFND 17 41,601 0 0
ZOETIS INC CL A 98978V103 773 17,428 SH   DFND 4 17,428 0 0
ZOETIS INC CL A 98978V103 217 4,885 SH   DFND 17 0 0 4,885
ZOETIS INC CL A 98978V103 6,560 147,977 SH   DFND 21 147,723 0 254
ZOETIS INC CALL 98978V903 864 19,500 SH Call DFND 4 19,500 0 0
ZOETIS INC PUT 98978V953 6,889 155,400 SH Put DFND 4 155,400 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,164 101,992 SH   DFND 17 20,389 0 81,603
EURONAV NV ANTWERPEN SHS B38564108 3,861 338,356 SH   DFND 21 56,849 0 281,507
DEUTSCHE BANK AG NAMEN AKT D18190898 819 43,228 SH   DFND 17 43,228 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 80,569 4,240,900 SH   DFND 21 1,650,863 0 2,590,037
AIRCASTLE LTD COM G0129K104 7,754 348,643 SH   DFND 17 147,989 0 200,654
AIRCASTLE LTD COM G0129K104 20,606 926,517 SH   DFND 21 489,124 0 437,393
AIRCASTLE LTD COM G0129K104 74 3,320 SH   DFND 25 3,320 0 0
ALKERMES PLC SHS G01767105 1,250 36,568 SH   DFND 17 36,568 0 0
ALKERMES PLC SHS G01767105 496 14,500 SH   DFND 24 14,500 0 0
ALLERGAN PLC SHS G0177J108 28,129 104,948 SH   DFND 4 104,948 0 0
ALLERGAN PLC SHS G0177J108 53,687 200,301 SH   DFND 17 167,699 0 32,602
ALLERGAN PLC SHS G0177J108 1,367 5,100 SH   DFND 20 5,100 0 0
ALLERGAN PLC SHS G0177J108 51,159 190,869 SH   DFND 21 156,991 0 33,878
ALLERGAN PLC PFD CONV SER A G0177J116 264,671 287,955 SH   DFND 17 273,110 0 14,845
ALLERGAN PLC CALL G0177J908 6,915 25,800 SH Call DFND 4 25,800 0 0
ALLERGAN PLC PUT G0177J958 67,034 250,100 SH Put DFND 4 250,100 0 0
AMDOCS LTD SHS G02602103 26 430 SH   DFND 3 430 0 0
AMDOCS LTD SHS G02602103 11,448 189,480 SH   DFND 17 103,480 0 86,000
AMDOCS LTD SHS G02602103 60,854 1,007,191 SH   DFND 21 766,737 0 240,454
AON PLC SHS CL A G0408V102 6,309 60,400 SH   DFND 3 60,400 0 0
AON PLC SHS CL A G0408V102 1,121 10,737 SH   DFND 21 10,525 0 212
ARGO GROUP INTL HLDGS LTD COM G0464B107 349 6,086 SH   DFND 17 6,086 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,785 48,524 SH   DFND 21 43,044 0 5,480
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10,339 216,749 SH   DFND 17 104,144 0 112,605
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 39,056 818,776 SH   DFND 21 639,255 0 179,521
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 124 2,607 SH   DFND 25 2,607 0 0
ARRIS INTL INC SHS G0551A103 5,096 222,349 SH   DFND 17 101,488 0 120,861
ARRIS INTL INC SHS G0551A103 18,922 825,555 SH   DFND 21 761,302 0 64,253
ARRIS INTL INC PUT G0551A953 825 36,000 SH Put DFND 21 36,000 0 0
ASSURED GUARANTY LTD COM G0585R106 420 16,600 SH   DFND 17 0 0 16,600
ASSURED GUARANTY LTD COM G0585R106 2,166 85,603 SH   DFND 21 72,566 0 13,037
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 3,850 212,251 SH   DFND 17 205,513 0 6,738
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 51,452 927,734 SH   DFND 3 624,000 0 303,734
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 16,322 294,297 SH   DFND 17 292,760 0 1,537
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 26,819 483,571 SH   DFND 21 448,801 0 34,770
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 22 398 SH   DFND 25 398 0 0
AXALTA COATING SYS LTD COM G0750C108 2,590 88,685 SH   DFND 17 72,030 0 16,655
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 151,389 1,311,865 SH   DFND 17 1,081,236 0 230,629
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,823 15,800 SH   DFND 20 15,800 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 218,107 1,890,009 SH   DFND 21 1,644,444 0 245,565
BUNGE LIMITED COM G16962105 248 4,376 SH   DFND 17 4,376 0 0
BUNGE LIMITED COM G16962105 5,390 95,118 SH   DFND 21 86,823 0 8,295
CREDICORP LTD COM G2519Y108 508 3,874 SH   DFND 21 3,874 0 0
COSAN LTD SHS A G25343107 128 26,018 SH   DFND 17 26,018 0 0
COSAN LTD SHS A G25343107 132 26,887 SH   DFND 21 26,887 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 96,059 1,280,444 SH   DFND 17 1,070,135 0 210,309
DELPHI AUTOMOTIVE PLC SHS G27823106 17,209 229,392 SH   DFND 21 216,515 0 12,877
EATON CORP PLC SHS G29183103 193,030 3,085,520 SH   DFND 3 3,083,420 0 2,100
EATON CORP PLC SHS G29183103 43,635 697,487 SH   DFND 17 697,487 0 0
EATON CORP PLC SHS G29183103 16,083 257,087 SH   DFND 21 120,586 0 136,501
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 6,411 98,122 SH   DFND 17 28,095 0 70,027
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 40,115 613,936 SH   DFND 21 381,620 0 232,316
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 133 2,028 SH   DFND 25 2,028 0 0
ENDO INTL PLC SHS G30401106 1,666 59,198 SH   DFND 21 51,435 0 7,763
ENSCO PLC SHS CLASS A G3157S106 536 51,734 SH   DFND 21 21,592 0 30,142
EVEREST RE GROUP LTD COM G3223R108 6,160 31,200 SH   DFND 3 31,200 0 0
EVEREST RE GROUP LTD COM G3223R108 18,854 95,496 SH   DFND 17 58,231 0 37,265
EVEREST RE GROUP LTD COM G3223R108 92,017 466,072 SH   DFND 21 355,254 0 110,818
EVEREST RE GROUP LTD COM G3223R108 200 1,013 SH   DFND 25 1,013 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,029 24,461 SH   DFND 17 4,810 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,511 59,689 SH   DFND 21 0 0 59,689
GENPACT LIMITED SHS G3922B107 476 17,492 SH   DFND 17 13,692 0 3,800
HELEN OF TROY CORP LTD COM G4388N106 6,867 66,224 SH   DFND 17 66,224 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,639 15,809 SH   DFND 21 15,809 0 0
HERBALIFE LTD COM USD SHS G4412G101 269 4,372 SH   DFND 21 4,300 0 72
HORIZON PHARMA PLC SHS G4617B105 1,991 120,175 SH   DFND 17 120,175 0 0
HORIZON PHARMA PLC SHS G4617B105 17,674 1,066,653 SH   DFND 21 1,026,835 0 39,818
ICON PLC SHS G4705A100 17,275 230,025 SH   DFND 17 230,025 0 0
ICON PLC SHS G4705A100 7,734 102,984 SH   DFND 21 8,301 0 94,683
INGERSOLL-RAND PLC SHS G47791101 7,404 119,400 SH   DFND 3 119,400 0 0
INGERSOLL-RAND PLC SHS G47791101 587 9,465 SH   DFND 17 9,465 0 0
INGERSOLL-RAND PLC SHS G47791101 1,561 25,168 SH   DFND 21 25,000 0 168
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4,029 220,752 SH   DFND 21 180,279 0 40,473
WEATHERFORD INTL PLC ORD SHS G48833100 12,555 1,613,700 SH   DFND 17 1,613,700 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 7 891 SH   DFND 21 0 0 891
WEATHERFORD INTL PLC ORD SHS G48833100 1,323 170,000 SH   DFND 24 170,000 0 0
INVESCO LTD SHS G491BT108 862 28,023 SH   DFND 17 28,023 0 0
INVESCO LTD SHS G491BT108 1,769 57,487 SH   DFND 21 26,856 0 30,631
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,862 21,923 SH   DFND 17 21,923 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,814 13,896 SH   DFND 21 12,228 0 1,668
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,306 10,000 SH   DFND 24 10,000 0 0
LAZARD LTD SHS A G54050102 4,924 126,900 SH   DFND 3 126,900 0 0
LAZARD LTD SHS A G54050102 70 1,800 SH   DFND 21 1,800 0 0
LIVANOVA PLC SHS G5509L101 327 6,053 SH   DFND 21 5,130 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 969 17,615 SH   DFND 17 10,750 0 6,865
LUXOFT HLDG INC ORD SHS CL A G57279104 11,281 205,005 SH   DFND 21 205,005 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 2,226 172,014 SH   DFND 17 46,514 0 125,500
MAIDEN HOLDINGS LTD SHS G5753U112 4,182 323,152 SH   DFND 21 185,728 0 137,424
MALLINCKRODT PUB LTD CO SHS G5785G107 1,010 16,487 SH   DFND 17 15,437 0 1,050
MALLINCKRODT PUB LTD CO SHS G5785G107 10,056 164,096 SH   DFND 21 89,171 0 74,925
MARKIT LTD SHS G58249106 26,548 751,000 SH   DFND 4 751,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 116 11,284 SH   DFND 21 10,464 0 820
MEDTRONIC PLC SHS G5960L103 10,103 134,700 SH   DFND 3 134,700 0 0
MEDTRONIC PLC SHS G5960L103 49,236 656,478 SH   DFND 17 513,464 0 143,014
MEDTRONIC PLC SHS G5960L103 176,717 2,356,233 SH   DFND 21 1,655,302 0 700,931
MEDTRONIC PLC SHS G5960L103 342 4,566 SH   DFND 25 4,566 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,457 267,028 SH   DFND 21 266,448 0 580
NIELSEN HLDGS PLC SHS EUR G6518L108 952 18,069 SH   DFND 17 18,069 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 138,414 2,628,456 SH   DFND 21 2,142,632 0 485,824
NOBLE CORP PLC SHS USD G65431101 8,220 794,251 SH   DFND 17 355,287 0 438,964
NOBLE CORP PLC SHS USD G65431101 24,597 2,376,567 SH   DFND 21 2,280,808 0 95,759
NOMAD HLDGS LTD USD ORD SHS G6564A105 262 21,133 SH   DFND 17 21,133 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 1,229 99,145 SH   DFND 21 99,145 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 1,153 81,852 SH   DFND 17 81,852 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 12,536 889,696 SH   DFND 21 556,946 0 332,750
OM ASSET MGMT PLC SHS G67506108 23,680 1,773,763 SH   DFND 3 1,735,734 0 38,029
PROTHENA CORP PLC SHS G72800108 2,362 57,392 SH   DFND 17 57,392 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 467 3,900 SH   DFND 17 0 0 3,900
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,205 10,057 SH   DFND 21 6,200 0 3,857
ROWAN COMPANIES PLC SHS CL A G7665A101 358 22,266 SH   DFND 17 3,240 0 19,026
ROWAN COMPANIES PLC SHS CL A G7665A101 11,451 711,269 SH   DFND 21 557,609 0 153,660
ROWAN COMPANIES PLC SHS CL A G7665A101 80 4,952 SH   DFND 25 4,952 0 0
SEADRILL LIMITED SHS G7945E105 145 32,083 SH   DFND 17 32,083 0 0
SEADRILL LIMITED SHS G7945E105 1,567 347,378 SH   DFND 21 303,390 0 43,988
SEAGATE TECHNOLOGY PLC SHS G7945M107 574 16,652 SH   DFND 21 14,827 0 1,825
PENTAIR PLC SHS G7S00T104 1,253 23,099 SH   DFND 21 20,715 0 2,384
PENTAIR PLC SHS G7S00T104 2,442 45,000 SH   DFND 24 45,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 3,348 241,072 SH   DFND 17 36,747 0 204,325
SHIP FINANCE INTERNATIONAL L SHS G81075106 6,072 437,145 SH   DFND 21 322,694 0 114,451
SIGNET JEWELERS LIMITED SHS G81276100 18,951 154,707 SH   DFND 21 154,707 0 0
SINA CORP ORD G81477104 878 18,540 SH   DFND 17 100 0 18,440
STERIS PLC SHS USD G84720104 9,279 130,593 SH   DFND 21 120,252 0 10,341
TRAVELPORT WORLDWIDE LTD SHS G9019D104 5,800 424,628 SH   DFND 17 424,628 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,158 187,407 SH   DFND 17 22,955 0 164,452
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,090 176,326 SH   DFND 21 149,829 0 26,497
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,381 50,449 SH   DFND 21 28,011 0 22,438
WILLIS TOWERS WATSON PUB LTD SHS G96629103 8,017 67,565 SH   DFND 17 54,821 0 12,744
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,194 10,061 SH   DFND 21 10,000 0 61
PERRIGO CO PLC SHS G97822103 24,222 189,338 SH   DFND 21 144,163 0 45,175
PERRIGO CO PLC SHS G97822103 230 1,800 SH   DFND 24 1,800 0 0
XL GROUP PLC SHS G98290102 1,952 53,055 SH   DFND 17 53,055 0 0
XL GROUP PLC SHS G98290102 2,692 73,157 SH   DFND 21 40,459 0 32,698
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 11,644 333,265 SH   DFND 3 326,939 0 6,326
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 914 26,169 SH   DFND 21 22,899 0 3,270
CHUBB LIMITED COM H1467J104 1,779 14,933 SH   DFND 17 14,933 0 0
CHUBB LIMITED COM H1467J104 22,091 185,405 SH   DFND 21 125,080 0 60,325
GARMIN LTD SHS H2906T109 48,741 1,219,750 SH   DFND 17 919,082 0 300,668
GARMIN LTD SHS H2906T109 3,557 89,018 SH   DFND 21 88,910 0 108
UBS GROUP AG SHS H42097107 5,630 344,015 SH   DFND 17 72,727 0 271,288
UBS GROUP AG SHS H42097107 446,480 27,261,902 SH   DFND 21 17,247,555 0 10,014,347
UBS GROUP AG SHS H42097107 311 19,000 SH   DFND 24 19,000 0 0
UBS GROUP AG SHS H42097107 87 5,317 SH   DFND 25 5,317 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,050 113,859 SH   DFND 17 97,724 0 16,135
TE CONNECTIVITY LTD REG SHS H84989104 31,205 503,955 SH   DFND 21 493,588 0 10,367
TRANSOCEAN LTD REG SHS H8817H100 2,174 193,747 SH   DFND 17 193,747 0 0
TRANSOCEAN LTD REG SHS H8817H100 17,848 1,590,718 SH   DFND 21 1,575,648 0 15,070
ADECOAGRO S A COM L00849106 6,926 599,659 SH   DFND 17 599,659 0 0
ADECOAGRO S A COM L00849106 3,322 287,579 SH   DFND 24 287,579 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,561 64,621 SH   DFND 21 64,621 0 0
INTELSAT S A MAN CONV JR PFD L5140P119 1,671 224,985 SH   DFND 17 224,985 0 0
ATTUNITY LTD SHS NEW M15332121 726 101,412 SH   DFND 17 95,317 0 6,095
CHECK POINT SOFTWARE TECH LT ORD M22465104 21,214 242,533 SH   DFND 17 238,938 0 3,595
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,310 26,413 SH   DFND 21 26,327 0 86
CYBERARK SOFTWARE LTD SHS M2682V108 1,922 45,085 SH   DFND 17 45,085 0 0
ELBIT SYS LTD ORD M3760D101 30,771 339,915 SH   DFND 3 327,015 0 12,900
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,905 90,280 SH   DFND 17 90,280 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 705 12,984 SH   DFND 21 12,984 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 5,063 1,210,000 SH   DFND 17 1,210,000 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 271 41,264 SH   DFND 17 0 0 41,264
NATIONAL BANK OF ABU DHABI MTNF 1.000% 3/1 M7080ZTU0 1,759 1,800,000 PRN   DFND 21 1,800,000 0 0
ORBOTECH LTD ORD M75253100 1,104 46,407 SH   DFND 21 46,407 0 0
RR MEDIA LTD SHS M8183P102 2,923 223,785 SH   DFND 21 223,785 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 344 2,400 SH   DFND 21 2,400 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 3,891 328,199 SH   DFND 17 320,237 0 7,962
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,972 166,319 SH   DFND 21 158,114 0 8,205
AERCAP HOLDINGS NV SHS N00985106 13,628 351,605 SH   DFND 17 202,151 0 149,454
AERCAP HOLDINGS NV SHS N00985106 53,108 1,370,168 SH   DFND 21 989,813 0 380,355
AERCAP HOLDINGS NV SHS N00985106 100 2,591 SH   DFND 25 2,591 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 2,608 25,975 SH   DFND 17 25,975 0 0
CNH INDL N V SHS N20944109 14,834 2,188,145 SH   DFND 21 1,182,553 0 1,005,592
CONSTELLIUM NV CL A N22035104 7,061 1,360,458 SH   DFND 21 1,360,458 0 0
FERRARI N V COM N3167Y103 24,973 598,874 SH   DFND 17 595,103 0 3,771
FERRARI N V COM N3167Y103 5,125 122,900 SH   DFND 21 97,592 0 25,308
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 326 40,461 SH   DFND 17 40,461 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 9,485 1,175,959 SH   DFND 21 1,093,878 0 82,081
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 117,651 1,622,950 SH   DFND 17 1,537,010 0 85,940
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 29,772 798,400 SH   DFND 17 778,635 0 19,765
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 447 12,000 SH   DFND 21 12,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,840 56,550 SH   DFND 3 56,550 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 28,129 328,683 SH   DFND 17 198,763 0 129,920
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 120,431 1,407,237 SH   DFND 21 1,091,539 0 315,698
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 294 3,435 SH   DFND 25 3,435 0 0
MYLAN N V SHS EURO N59465109 27,587 595,185 SH   DFND 17 414,329 0 180,856
MYLAN N V SHS EURO N59465109 65,446 1,412,006 SH   DFND 21 964,764 0 447,242
MYLAN N V SHS EURO N59465109 6,304 136,000 SH   DFND 24 136,000 0 0
MYLAN N V SHS EURO N59465109 164 3,532 SH   DFND 25 3,532 0 0
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NXP SEMICONDUCTORS N V COM N6596X109 3,892 48,011 SH   DFND 21 45,156 0 2,855
QIAGEN NV REG SHS N72482107 9,098 407,264 SH   DFND 21 125,000 0 282,264
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SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,913 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 1,052 61,510 SH   DFND 21 61,510 0 0
COPA HOLDINGS SA CL A P31076105 538 7,948 SH   DFND 21 0 0 7,948
TRONOX LTD SHS CL A Q9235V101 98 15,411 SH   DFND 21 15,411 0 0
PLANET PAYMENT INC SHS U72603118 1,098 311,084 SH   DFND 17 292,107 0 18,977
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ARDMORE SHIPPING CORP COM Y0207T100 418 49,456 SH   DFND 17 0 0 49,456
ARDMORE SHIPPING CORP COM Y0207T100 844 99,905 SH   DFND 21 50,553 0 49,352
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BROADCOM LTD SHS Y09827109 15,033 97,300 SH   DFND 20 97,300 0 0
BROADCOM LTD SHS Y09827109 19,137 123,861 SH   DFND 21 112,653 0 11,208
DHT HOLDINGS INC SHS NEW Y2065G121 2,553 443,302 SH   DFND 17 77,012 0 366,290
DHT HOLDINGS INC SHS NEW Y2065G121 5,793 1,005,812 SH   DFND 21 502,045 0 503,767
DORIAN LPG LTD SHS USD Y2106R110 496 52,759 SH   DFND 17 0 0 52,759
DORIAN LPG LTD SHS USD Y2106R110 81 8,577 SH   DFND 21 8,577 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 5,390 446,935 SH   DFND 17 446,935 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 49,236 4,082,596 SH   DFND 21 2,896,895 0 1,185,701
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 123 77,592 SH   DFND 21 77,592 0 0
SCORPIO TANKERS INC SHS Y7542C106 2,520 432,266 SH   DFND 17 104,200 0 328,066
SCORPIO TANKERS INC SHS Y7542C106 2,353 403,536 SH   DFND 21 373,536 0 30,000
SEADRILL PARTNERS LLC COMUNIT REP LB Y7545W109 46 13,125 SH   DFND 17 13,125 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,705 464,559 SH   DFND 17 53,267 0 411,292
TEEKAY TANKERS LTD CL A Y8565N102 2,472 673,436 SH   DFND 21 219,436 0 454,000