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
1ST SOURCE CORPORATION COM 336901103 234 7,288 SH   OTR 1,2 0 7,288 0
3M CO COM 88579Y101 6,730 40,798 SH   OTR 1,2 0 40,798 0
3M CO COM 88579Y101 528 3,200 SH   DFND 1 0 3,200 0
3M CO COM 88579Y101 2,392 14,500 SH Put DFND 1 0 0 0
8X8 INC COM 282914100 159 18,986 SH   OTR 1,4 0 18,986 0
AARON'S INC COM 002535300 425 15,000 SH   OTR 1,2 0 15,000 0
AARON'S INC COM 002535300 58 2,054 SH   DFND 1 0 2,054 0
ABBOTT LABS COM 002824100 276 5,955 SH   OTR 1,2 0 5,955 0
ABBOTT LABS COM 002824100 68 1,469 SH   DFND 1 0 1,469 0
ABBVIE INC COM 00287Y109 288 4,914 SH   OTR 1,2 0 4,914 0
ABBVIE INC COM 00287Y109 345 5,900 SH   OTR 1,4 0 5,900 0
ABBVIE INC COM 00287Y109 100 1,700 SH   DFND 1 0 1,700 0
ACADIA REALTY TRUST COM 004239109 414 11,873 SH   OTR 1,4 0 11,873 0
ACCENTURE PLC-CL A COM G1151C101 431 4,596 SH   OTR 1,2 0 4,596 0
ACE LTD COM H0023R105 3,192 28,627 SH   OTR 1,2 0 28,627 0
ACE LTD COM H0023R105 667 5,986 SH   OTR 1,4 0 5,986 0
ACE LTD COM H0023R105 156 1,400 SH   DFND 1 0 1,400 0
ACHILLION PHARMACEUTICALS COM 00448Q201 299 30,346 SH   OTR 1,2 0 30,346 0
ACHILLION PHARMACEUTICALS COM 00448Q201 27 2,705 SH   DFND 1 0 2,705 0
ACORDA THERAPEUTICS INC COM 00484M106 266 7,992 SH   OTR 1,4 0 7,992 0
ACORDA THERAPEUTICS INC COM 00484M106 33 985 SH   DFND 1 0 985 0
ACTAVIS PLC COM G0083B108 265 890 SH   OTR 1,4 0 890 0
ACTAVIS PLC COM G0083B108 1,339 4,500 SH   DFND 1 0 4,500 0
ACTAVIS PLC COM G0083B108 499 1,678 SH   DFND 1 0 1,678 0
ACTIVISION BLIZZARD INC COM 00507V109 448 19,700 SH   OTR 1,4 0 19,700 0
ACTIVISION BLIZZARD INC COM 00507V109 927 40,811 SH   DFND 1 0 40,811 0
ACTUANT CORP - CL A COM 00508X203 637 26,851 SH   OTR 1,4 0 26,851 0
ACTUANT CORP - CL A COM 00508X203 303 12,754 SH   DFND 1 0 12,754 0
ACUITY BRANDS INC COM 00508Y102 530 3,150 SH   OTR 1,4 0 3,150 0
ACXIOM CORP COM 005125109 114 6,139 SH   OTR 1,4 0 6,139 0
ACXIOM CORP COM 005125109 98 5,277 SH   DFND 1 0 5,277 0
ADOBE SYSTEMS INC COM 00724F101 1,175 15,885 SH   OTR 1,4 0 15,885 0
ADOBE SYSTEMS INC COM 00724F101 1,553 21,002 SH   DFND 1 0 21,002 0
ADT CORP/THE COM 00101J106 1,242 29,902 SH   OTR 1,2 0 29,902 0
ADT CORP/THE COM 00101J106 127 3,069 SH   DFND 1 0 3,069 0
ADTRAN INC COM 00738A106 167 8,931 SH   OTR 1,2 0 8,931 0
ADTRAN INC COM 00738A106 511 27,351 SH   OTR 1,4 0 27,351 0
ADTRAN INC COM 00738A106 60 3,213 SH   DFND 1 0 3,213 0
ADVANCE AUTO PARTS COM 00751Y106 1,024 6,844 SH   OTR 1,2 0 6,844 0
ADVANCE AUTO PARTS COM 00751Y106 0 2 SH   DFND 1 0 2 0
AEGION CORP COM 00770F104 280 15,507 SH   OTR 1,2 0 15,507 0
AEGION CORP COM 00770F104 11 589 SH   DFND 1 0 589 0
AERCAP HOLDINGS NV COM N00985106 214 4,896 SH   OTR 1,4 0 4,896 0
AES CORP COM 00130H105 32 2,500 SH   OTR 1,2 0 2,500 0
AES CORP COM 00130H105 204 15,900 SH   DFND 1 0 15,900 0
AETNA INC - NEW COM 00817Y108 680 6,379 SH   OTR 1,4 0 6,379 0
AETNA INC - NEW COM 00817Y108 447 4,200 SH   DFND 1 0 4,200 0
AETNA INC - NEW COM 00817Y108 8,480 79,600 SH Call DFND 1 0 0 0
AETNA INC - NEW COM 00817Y108 5,327 50,000 SH Put DFND 1 0 0 0
AFFILIATED MNGRS GRP INC COM 008252108 1,151 5,361 SH   OTR 1,2 0 5,361 0
AFFILIATED MNGRS GRP INC COM 008252108 234 1,089 SH   OTR 1,4 0 1,089 0
AFFILIATED MNGRS GRP INC COM 008252108 301 1,400 SH   DFND 1 0 1,400 0
AFFYMETRIX INC COM 00826T108 129 10,263 SH   OTR 1,4 0 10,263 0
AFLAC INC COM 001055102 3,194 49,895 SH   OTR 1,2 0 49,895 0
AGCO CORP COM 001084102 381 7,994 SH   OTR 1,2 0 7,994 0
AGCO CORP COM 001084102 295 6,196 SH   OTR 1,4 0 6,196 0
AGILENT TECHNOLOGIES INC COM 00846U101 527 12,688 SH   OTR 1,4 0 12,688 0
AGL RESOURCES INC COM 001204106 781 15,727 SH   OTR 1,4 0 15,727 0
AGL RESOURCES INC COM 001204106 50 1,000 SH   DFND 1 0 1,000 0
AGRIUM INC COM 008916108 343 3,300 SH   DFND 1 0 3,300 0
AIR LEASE CORP COM 00912X302 6,103 161,700 SH   OTR 1 0 161,700 0
AIR LEASE CORP COM 00912X302 219 5,801 SH   OTR 1,4 0 5,801 0
AIR LEASE CORP COM 00912X302 14 365 SH   DFND 1 0 365 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,713 11,323 SH   DFND 1 0 11,323 0
AIRCASTLE LTD COM G0129K104 262 11,668 SH   OTR 1,4 0 11,668 0
AIRCASTLE LTD COM G0129K104 21 933 SH   DFND 1 0 933 0
AIRGAS INC COM 009363102 712 6,708 SH   OTR 1,2 0 6,708 0
AIRGAS INC COM 009363102 1,531 14,425 SH   OTR 1,4 0 14,425 0
AKAMAI TECHNOLOGIES COM 00971T101 469 6,600 SH   OTR 1,4 0 6,600 0
ALBEMARLE CORP COM 012653101 446 8,439 SH   DFND 1 0 8,439 0
ALCOA INC COM 013817101 487 37,700 SH   OTR 1,4 0 37,700 0
ALCOA INC COM 013817101 6 445 SH   DFND 1 0 445 0
ALERE INC COM 01449J105 677 13,845 SH   OTR 1,4 0 13,845 0
ALERE INC CV 3% 15MAY16 SDBCV 01449JAA3 4,280 3,600,000 PRN   DFND 1 0 3,600,000 0
ALEXANDRIA REAL EST EQUITIES COM 015271109 315 3,209 SH   OTR 1,4 0 3,209 0
ALEXION PHARMACEUTICALS INC COM 015351109 624 3,600 SH   OTR 1,4 0 3,600 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 479 5,750 SH   DFND 1 0 5,750 0
ALIGN TECHNOLOGY INC COM 016255101 1,068 19,862 SH   OTR 1,4 0 19,862 0
ALIGN TECHNOLOGY INC COM 016255101 177 3,300 SH   OTR 1,2 0 3,300 0
ALIGN TECHNOLOGY INC COM 016255101 32 595 SH   DFND 1 0 595 0
ALLEGION PLC-W/I COM G0176J109 554 9,050 SH   OTR 1,4 0 9,050 0
ALLEGION PLC-W/I COM G0176J109 6 100 SH   OTR 1,2 0 100 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 217 734 SH   OTR 1,2 0 734 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 207 700 SH   DFND 1 0 700 0
ALLIANT ENERGY CORP COM 018802108 373 5,913 SH   OTR 1,4 0 5,913 0
ALLIED WORLD ASSURANCE HOLD COM H01531104 1,227 30,380 SH   OTR 1,4 0 30,380 0
ALLIED WORLD ASSURANCE HOLD COM H01531104 25 616 SH   OTR 1,2 0 616 0
ALLIED WORLD ASSURANCE HOLD COM H01531104 29 708 SH   DFND 1 0 708 0
ALLISON TRANSMISSION HOLDING COM 01973R101 414 12,975 SH   OTR 1,4 0 12,975 0
ALLSTATE CORP COM 020002101 498 7,000 SH   OTR 1,4 0 7,000 0
ALLSTATE CORP COM 020002101 107 1,500 SH   OTR 1,2 0 1,500 0
ALLY FINANCIAL INC COM 02005N100 1,469 70,000 SH   DFND 1 0 70,000 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,499 14,352 SH   OTR 1,2 0 14,352 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 108 1,032 SH   DFND 1 0 1,032 0
ALON USA ENERGY INC COM 020520102 707 42,640 SH   OTR 1,4 0 42,640 0
ALPHA NATURAL RES INC COM 02076X102 233 233,462 SH   OTR 1,2 0 233,462 0
ALTERA CORP COM 021441100 10,903 254,100 SH Call DFND 1 0 0 0
ALTERA CORP COM 021441100 7,428 173,100 SH Put DFND 1 0 0 0
ALTISOURCE RESIDENTI-CL B-WI COM 02153W100 525 25,190 SH   OTR 1,4 0 25,190 0
ALTRIA GROUP INC COM 02209S103 430 8,600 SH   OTR 1,2 0 8,600 0
ALTRIA GROUP INC COM 02209S103 1,139 22,761 SH   DFND 1 0 22,761 0
AMAZON.COM INC COM 023135106 7,442 20,000 SH Put DFND 1 0 0 0
AMC NETWORKS INC-A COM 00164V103 1,346 17,557 SH   OTR 1,2 0 17,557 0
AMERICAN AIRLINES GROUP INC COM 02376R102 2,170 41,105 SH   DFND 1 0 41,105 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 349 16,366 SH   OTR 1,4 0 16,366 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 46 2,142 SH   DFND 1 0 2,142 0
AMERICAN ELECTRIC POWER COM 025537101 265 4,713 SH   DFND 1 0 4,713 0
AMERICAN EXPRESS COMPANY COM 025816109 266 3,400 SH   OTR 1,2 0 3,400 0
AMERICAN EXPRESS COMPANY COM 025816109 2,648 33,900 SH   OTR 1,4 0 33,900 0
AMERICAN FINANCIAL GROUP INC COM 025932104 638 9,942 SH   OTR 1,4 0 9,942 0
AMERICAN HOMES 4 RENT- A COM 02665T306 189 11,400 SH   OTR 1,4 0 11,400 0
AMERICAN INTL GRP COM 026874784 11,206 204,520 SH   OTR 1 0 204,520 0
AMERICAN INTL GRP COM 026874784 6,505 118,724 SH   OTR 1,2 0 118,724 0
AMERICAN INTL GRP COM 026874784 1,205 22,000 SH   OTR 1,4 0 22,000 0
AMERICAN INTL GRP COM 026874784 192 3,500 SH   DFND 1 0 3,500 0
AMERICAN NATIONAL INSURANCE COM 028591105 2,522 25,635 SH   OTR 1,2 0 25,635 0
AMERICAN REALTY 3.75 15DEC20 SDBCV 02917TAB0 1,963 2,000,000 PRN   DFND 1 0 2,000,000 0
AMERICAN REALTY CAPITAL PROP COM 02917T104 644 65,400 SH Put OTR 1 0 0 0
AMERICAN REALTY CAPITAL PROP COM 02917T104 542 55,000 SH   DFND 1 0 55,000 0
AMERICAN TOWER CORP - CL-A COM 03027X100 330 3,500 SH   OTR 1,4 0 3,500 0
AMERICAN TOWER CORP - CL-A COM 03027X100 537 5,700 SH   DFND 1 0 5,700 0
AMERIPRISE FINANCIAL INC COM 03076C106 1,687 12,896 SH   OTR 1,2 0 12,896 0
AMERIPRISE FINANCIAL INC COM 03076C106 576 4,400 SH   OTR 1,4 0 4,400 0
AMERIPRISE FINANCIAL INC COM 03076C106 676 5,169 SH   DFND 1 0 5,169 0
AMETEK INC COM 031100100 1,604 30,535 SH   OTR 1,2 0 30,535 0
AMETEK INC COM 031100100 1,292 24,582 SH   OTR 1,4 0 24,582 0
AMETEK INC COM 031100100 77 1,464 SH   DFND 1 0 1,464 0
AMETEK INC COM 031100100 247 4,700 SH Put DFND 1 0 0 0
AMEX ENERGY SELECT SPDR IDX COM 81369Y506 2,327 30,000 SH   OTR 1,2 0 30,000 0
AMEX FINANCIAL SELECT SPDR IDX COM 81369Y605 2,170 90,001 SH   OTR 1,2 0 90,001 0
AMEX FINANCIAL SELECT SPDR IDX COM 81369Y605 2,411 100,000 SH Put DFND 1 0 0 0
AMGEN INC COM 031162100 48 300 SH   OTR 1,2 0 300 0
AMGEN INC COM 031162100 1,628 10,185 SH   DFND 1 0 10,185 0
AMICUS THERAPEUTICS INC COM 03152W109 127 11,651 SH   DFND 1 0 11,651 0
AMIRA NATURE FOODS LTD COM G0335L102 194 21,622 SH   DFND 1 0 21,622 0
ANADARKO PETROLEUM CORP COM 032511107 250 3,014 SH   OTR 1,2 0 3,014 0
ANADARKO PETROLEUM CORP COM 032511107 3,312 40,000 SH Call DFND 1 0 0 0
ANDERSONS INC/THE COM 034164103 527 12,746 SH   OTR 1,4 0 12,746 0
ANDERSONS INC/THE COM 034164103 133 3,219 SH   OTR 1,2 0 3,219 0
ANDERSONS INC/THE COM 034164103 9 221 SH   DFND 1 0 221 0
ANN INC COM 035623107 369 8,985 SH   OTR 1,4 0 8,985 0
ANN INC COM 035623107 5 120 SH   DFND 1 0 120 0
ANSYS INC COM 03662Q105 432 4,898 SH   OTR 1,4 0 4,898 0
ANTERO RESOURCES CORP COM 03674X106 233 6,601 SH   OTR 1,4 0 6,601 0
ANTERO RESOURCES CORP COM 03674X106 29 808 SH   DFND 1 0 808 0
ANTHEM INC COM 036752103 587 3,800 SH   OTR 1,2 0 3,800 0
ANTHEM INC COM 036752103 278 1,800 SH   OTR 1,4 0 1,800 0
ANTHEM INC COM 036752103 206 1,333 SH   DFND 1 0 1,333 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 107 21,033 SH   OTR 1,2 0 21,033 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 4 700 SH   DFND 1 0 700 0
AOL INC COM 00184X105 139 3,520 SH   OTR 1,4 0 3,520 0
AOL INC COM 00184X105 326 8,231 SH   OTR 1,2 0 8,231 0
AOL INC COM 00184X105 29 739 SH   DFND 1 0 739 0
APACHE CORP COM 037411105 137 2,264 SH   OTR 1,2 0 2,264 0
APACHE CORP COM 037411105 576 9,542 SH   OTR 1,4 0 9,542 0
APACHE CORP COM 037411105 526 8,723 SH   DFND 1 0 8,723 0
APOGEE ENTERPRISES INC COM 037598109 117 2,703 SH   OTR 1,4 0 2,703 0
APOGEE ENTERPRISES INC COM 037598109 244 5,649 SH   DFND 1 0 5,649 0
APOLLO EDUCATION GROUP INC COM 037604105 784 41,429 SH   OTR 1,2 0 41,429 0
APOLLO EDUCATION GROUP INC COM 037604105 208 11,004 SH   OTR 1,4 0 11,004 0
APPLE INC COM 037833100 19,496 156,680 SH   OTR 1,2 0 156,680 0
APPLE INC COM 037833100 697 5,600 SH   OTR 1,4 0 5,600 0
APPLE INC COM 037833100 2,995 24,067 SH   DFND 1 0 24,067 0
APPLE INC COM 037833100 2,489 20,000 SH Call DFND 1 0 0 0
APPLE INC COM 037833100 2,489 20,000 SH Put DFND 1 0 0 0
APPLIED MATERIALS INC COM 038222105 277 12,300 SH   OTR 1,4 0 12,300 0
APPLIED MATERIALS INC COM 038222105 650 28,801 SH   DFND 1 0 28,801 0
APPLIED MATERIALS INC COM 038222105 4,550 201,700 SH Call DFND 1 0 0 0
APPLIED MATERIALS INC COM 038222105 1,078 47,800 SH Put DFND 1 0 0 0
APTARGROUP INC COM 038336103 1,429 22,502 SH   OTR 1,4 0 22,502 0
APTARGROUP INC COM 038336103 38 600 SH   OTR 1,2 0 600 0
APTARGROUP INC COM 038336103 36 568 SH   DFND 1 0 568 0
ARAMARK COM 03852U106 1,404 44,402 SH   DFND 1 0 44,402 0
ARCH CAPITAL GROUP LTD COM G0450A105 224 3,642 SH   OTR 1,4 0 3,642 0
ARCH CAPITAL GROUP LTD COM G0450A105 78 1,272 SH   DFND 1 0 1,272 0
ARCH COAL INC COM 039380100 204 204,043 SH   OTR 1,2 0 204,043 0
ARCHER DANIELS MIDLAND CO COM 039483102 360 7,600 SH   OTR 1,2 0 7,600 0
ARCHER DANIELS MIDLAND CO COM 039483102 59 1,249 SH   DFND 1 0 1,249 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 910 15,834 SH   OTR 1,2 0 15,834 0
ARRIS GROUP INC COM 04270V106 387 13,381 SH   OTR 1,4 0 13,381 0
ARRIS GROUP INC COM 04270V106 15 511 SH   DFND 1 0 511 0
ASBURY AUTOMOTIVE GROUP COM 043436104 1,553 18,691 SH   OTR 1,2 0 18,691 0
ASHFORD HOSPITALITY TRUST COM 044103109 378 39,257 SH   OTR 1,4 0 39,257 0
ASHLAND INC COM 044209104 202 1,590 SH   OTR 1,2 0 1,590 0
ASHLAND INC COM 044209104 267 2,100 SH   OTR 1,4 0 2,100 0
ASSOCIATED BANC-CORP COM 045487105 195 10,464 SH   OTR 1,2 0 10,464 0
ASSOCIATED BANC-CORP COM 045487105 237 12,749 SH   OTR 1,4 0 12,749 0
ASSURANT INC COM 04621X108 933 15,198 SH   OTR 1,4 0 15,198 0
ASSURANT INC COM 04621X108 108 1,763 SH   DFND 1 0 1,763 0
ASSURED GUARANTY LTD COM G0585R106 917 34,764 SH   OTR 1,2 0 34,764 0
ASSURED GUARANTY LTD COM G0585R106 416 15,779 SH   OTR 1,4 0 15,779 0
ASSURED GUARANTY LTD COM G0585R106 2,099 79,520 SH   DFND 1 0 79,520 0
AT&T INC COM 00206R102 605 18,544 SH   OTR 1,4 0 18,544 0
AT&T INC COM 00206R102 49 1,506 SH   DFND 1 0 1,506 0
AT&T INC COM 00206R102 6,843 209,600 SH Call DFND 1 0 0 0
AT&T INC COM 00206R102 6,204 190,000 SH Put DFND 1 0 0 0
AT&T INC COM 00206R102 653 20,000 SH Put DFND 1 0 0 0
ATLANTIC POWER CORP COM 04878Q863 87 31,171 SH   OTR 1,2 0 31,171 0
ATMEL CORP COM 049513104 86 10,500 SH   OTR 1,4 0 10,500 0
ATMEL CORP COM 049513104 43 5,201 SH   DFND 1 0 5,201 0
ATWOOD OCEANICS INC COM 050095108 194 6,900 SH   OTR 1,4 0 6,900 0
ATWOOD OCEANICS INC COM 050095108 52 1,864 SH   DFND 1 0 1,864 0
AUTODESK INC COM 052769106 534 9,100 SH   OTR 1,4 0 9,100 0
AUTODESK INC COM 052769106 1,471 25,083 SH   DFND 1 0 25,083 0
AUTOMATIC DATA PROCESSING COM 053015103 4,566 53,312 SH   OTR 1,2 0 53,312 0
AUTONATION INC COM 05329W102 370 5,759 SH   DFND 1 0 5,759 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 10,394 81,856 SH   OTR 1,2 0 81,856 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 102 800 SH   DFND 1 0 800 0
AVERY DENNISON CORP COM 053611109 1,043 19,719 SH   OTR 1,4 0 19,719 0
AVERY DENNISON CORP COM 053611109 16 307 SH   DFND 1 0 307 0
AVG TECHNOLOGIES COM N07831105 750 34,624 SH   OTR 1,4 0 34,624 0
AVG TECHNOLOGIES COM N07831105 38 1,735 SH   DFND 1 0 1,735 0
AVIAT NETWORKS INC COM 05366Y102 5 4,447 SH   OTR 1,2 0 4,447 0
AVIAT NETWORKS INC COM 05366Y102 13 11,155 SH   DFND 1 0 11,155 0
AVIS BUDGET GROUP INC COM 053774105 2,623 44,441 SH   DFND 1 0 44,441 0
AVISTA CORP COM 05379B107 121 3,546 SH   OTR 1,4 0 3,546 0
AVISTA CORP COM 05379B107 211 6,185 SH   OTR 1,2 0 6,185 0
AVISTA CORP COM 05379B107 37 1,091 SH   DFND 1 0 1,091 0
AVIV REIT INC COM 05381L101 198 5,438 SH   OTR 1,4 0 5,438 0
AVIV REIT INC COM 05381L101 1,778 48,712 SH   OTR 1,2 0 48,712 0
AVNET INC COM 053807103 442 9,933 SH   OTR 1,4 0 9,933 0
AVNET INC COM 053807103 76 1,717 SH   DFND 1 0 1,717 0
AXCELIS TECHNOLOGIES INC COM 054540109 36 15,102 SH   DFND 1 0 15,102 0
AXIALL CORP COM 05463D100 389 8,290 SH   OTR 1,4 0 8,290 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 428 8,301 SH   OTR 1,2 0 8,301 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 1,258 24,380 SH   OTR 1,4 0 24,380 0
B/E AEROSPACE INC COM 073302101 509 8,000 SH   DFND 1 0 8,000 0
BAIDU INC - ADR ADR 056752108 1,345 6,454 SH   DFND 1 0 6,454 0
BAIDU INC - ADR ADR 056752108 8,336 40,000 SH Call DFND 1 0 0 0
BAIDU INC - ADR ADR 056752108 8,336 40,000 SH Put DFND 1 0 0 0
BAKER HUGHES INC COM 057224107 1,354 21,300 SH   OTR 1,2 0 21,300 0
BAKER HUGHES INC COM 057224107 60 937 SH   DFND 1 0 937 0
BALCHEM CORP COM 057665200 11 200 SH   OTR 1,4 0 200 0
BALCHEM CORP COM 057665200 200 3,613 SH   OTR 1,2 0 3,613 0
BALCHEM CORP COM 057665200 18 333 SH   DFND 1 0 333 0
BALL CORP COM 058498106 521 7,379 SH   OTR 1,4 0 7,379 0
BALL CORP COM 058498106 877 12,408 SH   DFND 1 0 12,408 0
BANK OF NEW YORK MELLON CORP COM 064058100 2,719 67,577 SH   OTR 1,2 0 67,577 0
BANKRATE INC COM 06647F102 904 79,752 SH   OTR 1,4 0 79,752 0
BANKUNITED INC COM 06652K103 6 168 SH   OTR 1,4 0 168 0
BANKUNITED INC COM 06652K103 326 9,948 SH   OTR 1,2 0 9,948 0
BARD CR INC COM 067383109 208 1,241 SH   OTR 1,4 0 1,241 0
BARD CR INC COM 067383109 797 4,763 SH   DFND 1 0 4,763 0
BARRICK GOLD CORP <CAD> COM 067901108 307 28,100 SH   DFND 1 0 28,100 0
BASIC ENERGY SERVICES INC COM 06985P100 287 41,371 SH   OTR 1,2 0 41,371 0
BASIC ENERGY SERVICES INC COM 06985P100 1 197 SH   DFND 1 0 197 0
BCE INC COM 05534B760 280 6,600 SH   OTR 1,4 0 6,600 0
BED BATH AND BEYOND INC COM 075896100 192 2,500 SH   OTR 1,2 0 2,500 0
BED BATH AND BEYOND INC COM 075896100 1,342 17,485 SH   DFND 1 0 17,485 0
BELLATRIX EXPLORATION LTD COM 078314101 77 31,900 SH   DFND 1 0 31,900 0
BENCHMARK ELECTRONICS INC COM 08160H101 791 32,920 SH   OTR 1,4 0 32,920 0
BERRY PLASTICS GROUP INC COM 08579W103 2,175 60,090 SH   DFND 1 0 60,090 0
BEST BUY COMPANY INC COM 086516101 1,344 35,572 SH   DFND 1 0 35,572 0
BGC PARTNERS INC-CL A COM 05541T101 49 5,144 SH   OTR 1,4 0 5,144 0
BGC PARTNERS INC-CL A COM 05541T101 108 11,458 SH   DFND 1 0 11,458 0
BIG LOTS INC COM 089302103 183 3,800 SH   OTR 1,2 0 3,800 0
BIG LOTS INC COM 089302103 172 3,582 SH   OTR 1,4 0 3,582 0
BIO-RAD LABORATORIES-CL A COM 090572207 514 3,799 SH   OTR 1,4 0 3,799 0
BIODELIVERY SCIENCES INTL COM 09060J106 144 13,682 SH   OTR 1,2 0 13,682 0
BIODELIVERY SCIENCES INTL COM 09060J106 449 42,732 SH   OTR 1,4 0 42,732 0
BIOGEN INC COM 09062X103 9,274 21,964 SH   OTR 1,2 0 21,964 0
BIOGEN INC COM 09062X103 676 1,600 SH   OTR 1,4 0 1,600 0
BIOGEN INC COM 09062X103 177 420 SH   DFND 1 0 420 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 959 7,696 SH   DFND 1 0 7,696 0
BLACKBERRY LTD COM 09228F103 355 39,900 SH   DFND 1 0 39,900 0
BLACKROCK INCOME TRUST COM 09247F100 745 116,000 SH   DFND 1 0 116,000 0
BLOCK H & R COM 093671105 481 15,000 SH   OTR 1,2 0 15,000 0
BLOCK H & R COM 093671105 162 5,046 SH   DFND 1 0 5,046 0
BLOOMIN' BRANDS INC COM 094235108 1,231 50,600 SH   OTR 1,4 0 50,600 0
BOEING CO COM 097023105 1,441 9,600 SH   OTR 1,4 0 9,600 0
BOEING CO COM 097023105 1,355 9,029 SH   DFND 1 0 9,029 0
BOEING CO COM 097023105 1,351 9,000 SH Put DFND 1 0 0 0
BOK FINANCIAL CORPORATION COM 05561Q201 316 5,164 SH   OTR 1,2 0 5,164 0
BONANZA CREEK ENERGY INC COM 097793103 748 30,326 SH   OTR 1,4 0 30,326 0
BOOZ ALLEN HAMILTON HOLDING COM 099502106 860 29,727 SH   OTR 1,4 0 29,727 0
BORG WARNER AUTO INC COM 099724106 956 15,802 SH   OTR 1,2 0 15,802 0
BORG WARNER AUTO INC COM 099724106 1,339 22,132 SH   OTR 1,4 0 22,132 0
BORG WARNER AUTO INC COM 099724106 66 1,096 SH   DFND 1 0 1,096 0
BOSTON PROPERTIES INC COM 101121101 899 6,400 SH   DFND 1 0 6,400 0
BOSTON SCIENTIFIC CORP COM 101137107 3,371 189,926 SH   OTR 1,2 0 189,926 0
BOSTON SCIENTIFIC CORP COM 101137107 50 2,800 SH   DFND 1 0 2,800 0
BRASIL DISTR PAO ACU - ADR ADR 20440T201 228 7,636 SH   OTR 1,2 0 7,636 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 176 11,994 SH   OTR 1,2 0 11,994 0
BRIGGS & STRATTON COM 109043109 252 12,251 SH   OTR 1,4 0 12,251 0
BRISTOL MYERS SQUIBB COM 110122108 209 3,237 SH   OTR 1,2 0 3,237 0
BRISTOL MYERS SQUIBB COM 110122108 484 7,500 SH   OTR 1,4 0 7,500 0
BRISTOL MYERS SQUIBB COM 110122108 963 14,923 SH   DFND 1 0 14,923 0
BRITISH AMER TOBACCO PLC - ADR ADR 110448107 254 2,452 SH   OTR 1,2 0 2,452 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 216 8,125 SH   OTR 1,4 0 8,125 0
BROADCOM CORP CL-A COM 111320107 30 700 SH   OTR 1,2 0 700 0
BROADCOM CORP CL-A COM 111320107 110 2,533 SH   OTR 1,4 0 2,533 0
BROADCOM CORP CL-A COM 111320107 126 2,906 SH   DFND 1 0 2,906 0
BROOKDALE SENIOR LIVING INC COM 112463104 337 8,936 SH   OTR 1,4 0 8,936 0
BROOKDALE SENIOR LIVING INC COM 112463104 2,172 57,524 SH   DFND 1 0 57,524 0
BROOKFIELD ASSET MANAGE-CL A COM 112585104 514 9,585 SH   OTR 1,4 0 9,585 0
BROOKFIELD MORTGAGE OPPORTUN COM 112792106 849 51,575 SH   DFND 1 0 51,575 0
BROWN & BROWN INC COM 115236101 253 7,637 SH   OTR 1,2 0 7,637 0
BROWN FORMAN CORP CL-B COM 115637209 651 7,207 SH   OTR 1,2 0 7,207 0
BROWN FORMAN CORP CL-B COM 115637209 46 505 SH   DFND 1 0 505 0
BUFFALO WILD WINGS INC COM 119848109 616 3,399 SH   OTR 1,4 0 3,399 0
BUNGE LIMITED COM G16962105 1,270 15,419 SH   OTR 1,4 0 15,419 0
BUNGE LIMITED COM G16962105 105 1,272 SH   DFND 1 0 1,272 0
C.H. ROBINSON WORLDWIDE INC COM 12541W209 498 6,800 SH   OTR 1,2 0 6,800 0
CABOT CORP COM 127055101 1,393 30,959 SH   OTR 1,4 0 30,959 0
CABOT MICROELECTRONICS CORP COM 12709P103 745 14,907 SH   OTR 1,4 0 14,907 0
CALIFORNIA RESOURCES CORP COM 13057Q107 532 69,960 SH   OTR 1,2 0 69,960 0
CALLON PETROLEUM CORP COM 13123X102 79 10,590 SH   OTR 1,2 0 10,590 0
CALLON PETROLEUM CORP COM 13123X102 15 2,000 SH   DFND 1 0 2,000 0
CALPINE CORPORATION COM 131347304 768 33,595 SH   OTR 1,4 0 33,595 0
CAMECO CORP COM 13321L108 395 28,371 SH   OTR 1,4 0 28,371 0
CAMECO CORP COM 13321L108 2 164 SH   DFND 1 0 164 0
CANADIAN NATL RAILWAY CO COM 136375102 2,051 30,680 SH   OTR 1,2 0 30,680 0
CANADIAN PACIFIC LTD<CAD> COM 13645T100 2,844 15,555 SH   OTR 1,2 0 15,555 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 959 5,250 SH   DFND 1 0 5,250 0
CAPITAL ONE FINL COM 14040H105 536 6,800 SH   OTR 1,2 0 6,800 0
CAPITAL ONE FINL COM 14040H105 1,308 16,600 SH   DFND 1 0 16,600 0
CARBO CERAMICS INC COM 140781105 763 25,000 SH Put DFND 1 0 0 0
CARDINAL HEALTH INC COM 14149Y108 3,456 38,282 SH   OTR 1,2 0 38,282 0
CARDINAL HEALTH INC COM 14149Y108 111 1,233 SH   DFND 1 0 1,233 0
CAREER EDUCATION CORP COM 141665109 54 10,704 SH   OTR 1,2 0 10,704 0
CAREER EDUCATION CORP COM 141665109 7 1,400 SH   DFND 1 0 1,400 0
CARMAX INC COM 143130102 1,819 26,357 SH   OTR 1,2 0 26,357 0
CARMAX INC COM 143130102 207 3,000 SH   DFND 1 0 3,000 0
CARPENTER TECHNOLOGY COM 144285103 255 6,564 SH   OTR 1,2 0 6,564 0
CARPENTER TECHNOLOGY COM 144285103 870 22,365 SH   OTR 1,4 0 22,365 0
CASEYS GENERAL STORES INC COM 147528103 243 2,700 SH   OTR 1,4 0 2,700 0
CATALENT INC COM 148806102 553 17,768 SH   OTR 1,2 0 17,768 0
CATAMARAN CORP COM 148887102 4,942 83,000 SH   OTR 1,3 0 83,000 0
CATAMARAN CORP COM 148887102 256 4,300 SH   OTR 1,4 0 4,300 0
CATAMARAN CORP COM 148887102 59 988 SH   DFND 1 0 988 0
CATERPILLAR INC COM 149123101 432 5,400 SH   OTR 1,2 0 5,400 0
CATERPILLAR INC COM 149123101 632 7,892 SH   DFND 1 0 7,892 0
CBRE GROUP INC COM 12504L109 716 18,500 SH   OTR 1,2 0 18,500 0
CBRE GROUP INC COM 12504L109 54 1,400 SH   DFND 1 0 1,400 0
CBS CORP- CL B COM 124857202 5,889 97,132 SH   OTR 1,2 0 97,132 0
CBS CORP- CL B COM 124857202 408 6,736 SH   OTR 1,4 0 6,736 0
CBS CORP- CL B COM 124857202 638 10,516 SH   DFND 1 0 10,516 0
CELGENE CORP COM 151020104 184 1,600 SH   OTR 1,4 0 1,600 0
CELGENE CORP COM 151020104 485 4,211 SH   DFND 1 0 4,211 0
CELL THERAPEUTICS INC COM 12648L106 43 23,497 SH   DFND 1 0 23,497 0
CENTERPOINT ENERGY INC COM 15189T107 188 9,200 SH   OTR 1,2 0 9,200 0
CENTERPOINT ENERGY INC COM 15189T107 54 2,665 SH   DFND 1 0 2,665 0
CENTRAL FUND CANADA CL A COM 153501101 2,483 208,112 SH   DFND 1 0 208,112 0
CENTRAL FUND CANADA CL A COM 153501101 2,386 200,000 SH   DFND 1 0 200,000 0
CENTURYLINK INC COM 156700106 237 6,860 SH   OTR 1,2 0 6,860 0
CENTURYLINK INC COM 156700106 732 21,200 SH   OTR 1,4 0 21,200 0
CENTURYLINK INC COM 156700106 0 11 SH   DFND 1 0 11 0
CF INDUSTRIES HOLDINGS INC COM 125269100 2,919 10,290 SH   OTR 1,2 0 10,290 0
CF INDUSTRIES HOLDINGS INC COM 125269100 1,614 5,691 SH   DFND 1 0 5,691 0
CHAMBERS STREET PROPERTIES COM 157842105 703 89,272 SH   OTR 1,4 0 89,272 0
CHANNELADVISOR CORP COM 159179100 116 11,993 SH   OTR 1,2 0 11,993 0
CHARLES RIVER LABORATORIES COM 159864107 2,081 26,251 SH   OTR 1,2 0 26,251 0
CHARLES RIVER LABORATORIES COM 159864107 48 600 SH   OTR 1,4 0 600 0
CHART INDUSTRIES INC COM 16115Q308 295 8,401 SH   OTR 1,4 0 8,401 0
CHARTER COMMUNICATION-A COM 16117M305 1,278 6,619 SH   OTR 1,2 0 6,619 0
CHARTER COMMUNICATION-A COM 16117M305 1,447 7,493 SH   DFND 1 0 7,493 0
CHECK POINT SOFTWARE TECH COM M22465104 647 7,896 SH   OTR 1,2 0 7,896 0
CHECK POINT SOFTWARE TECH COM M22465104 984 12,000 SH   OTR 1,4 0 12,000 0
CHECK POINT SOFTWARE TECH COM M22465104 6 79 SH   DFND 1 0 79 0
CHECK POINT SOFTWARE TECH COM M22465104 721 8,800 SH Call DFND 1 0 0 0
CHECK POINT SOFTWARE TECH COM M22465104 1,541 18,800 SH Put DFND 1 0 0 0
CHECKPOINT SYSTEMS INC COM 162825103 114 10,493 SH   DFND 1 0 10,493 0
CHEMTURA CORP COM 163893209 934 34,240 SH   OTR 1,2 0 34,240 0
CHENIERE ENERGY INC COM 16411R208 8,499 109,800 SH   OTR 1 0 109,800 0
CHENIERE ENERGY INC COM 16411R208 132 1,700 SH   OTR 1,4 0 1,700 0
CHENIERE ENERGY INC COM 16411R208 774 10,003 SH   DFND 1 0 10,003 0
CHENIERE ENERGY INC COM 16411R208 1,548 20,000 SH Call DFND 1 0 0 0
CHESAPEAKE LODGING TRUST COM 165240102 1,019 30,135 SH   OTR 1,4 0 30,135 0
CHEVRON CORP COM 166764100 215 2,050 SH   OTR 1,2 0 2,050 0
CHEVRON CORP COM 166764100 1,574 14,993 SH   OTR 1,4 0 14,993 0
CHILDREN'S PLACE INC/THE COM 168905107 308 4,792 SH   OTR 1,4 0 4,792 0
CHILDREN'S PLACE INC/THE COM 168905107 1 22 SH   DFND 1 0 22 0
CHIMERIX INC COM 16934W106 245 6,512 SH   OTR 1,4 0 6,512 0
CHIMERIX INC COM 16934W106 1 38 SH   DFND 1 0 38 0
CHINA MOBILE HK LTD-SP ADR ADR 16941M109 1,063 16,339 SH   OTR 1,2 0 16,339 0
CHINA PETROLEUM & CHEM-ADR ADR 16941R108 1,432 17,967 SH   OTR 1,2 0 17,967 0
CHOICE HOTELS INTL INC COM 169905106 218 3,400 SH   OTR 1,4 0 3,400 0
CHUBB CORP USD COM 171232101 5,570 55,098 SH   OTR 1,2 0 55,098 0
CHURCH & DWIGHT CO COM 171340102 1,577 18,458 SH   OTR 1,2 0 18,458 0
CHURCH & DWIGHT CO COM 171340102 845 9,895 SH   OTR 1,4 0 9,895 0
CIENA CORP COM 171779309 54 2,815 SH   OTR 1,4 0 2,815 0
CIENA CORP COM 171779309 247 12,770 SH   DFND 1 0 12,770 0
CIGNA CORP COM 125509109 1,803 13,927 SH   OTR 1,2 0 13,927 0
CIGNA CORP COM 125509109 91 700 SH   OTR 1,4 0 700 0
CIGNA CORP COM 125509109 298 2,300 SH   DFND 1 0 2,300 0
CIGNA CORP COM 125509109 4,608 35,600 SH Call DFND 1 0 0 0
CIGNA CORP COM 125509109 5,915 45,700 SH Put DFND 1 0 0 0
CIMPRESS NV COM N20146101 761 9,024 SH   OTR 1,2 0 9,024 0
CINEMARK HOLDINGS INC COM 17243V102 1,840 40,817 SH   OTR 1,2 0 40,817 0
CINTAS CORP COM 172908105 503 6,165 SH   OTR 1,4 0 6,165 0
CISCO SYSTEMS INC COM 17275R102 7,399 268,819 SH   OTR 1,2 0 268,819 0
CISCO SYSTEMS INC COM 17275R102 3,081 111,917 SH   DFND 1 0 111,917 0
CISCO SYSTEMS INC COM 17275R102 15,373 558,500 SH Call DFND 1 0 0 0
CISCO SYSTEMS INC COM 17275R102 20,090 729,900 SH Put DFND 1 0 0 0
CIT GROUP INC COM 125581801 1,193 26,438 SH   OTR 1,4 0 26,438 0
CIT GROUP INC COM 125581801 62 1,380 SH   DFND 1 0 1,380 0
CITIGROUP INC COM 172967424 1,082 21,000 SH   OTR 1 0 21,000 0
CITIGROUP INC COM 172967424 21,005 407,706 SH   DFND 1 0 407,706 0
CITIGROUP INC COM 172967424 25,580 496,500 SH Call DFND 1 0 0 0
CITIGROUP INC COM 172967424 60,047 1,165,500 SH Put DFND 1 0 0 0
CITIGROUP INC-CW18 RT 172967234 23 1,000,000 SH   DFND 1 0 1,000,000 0
CITRIX SYSTEMS INC COM 177376100 671 10,500 SH   DFND 1 0 10,500 0
CITY NATIONAL CORP COM 178566105 397 4,454 SH   OTR 1,4 0 4,454 0
CITY NATIONAL CORP COM 178566105 24,027 269,724 SH   DFND 1 0 269,724 0
CLEAN HARBORS INC COM 184496107 1,149 20,239 SH   OTR 1,4 0 20,239 0
CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 123 12,156 SH   OTR 1,2 0 12,156 0
CLEARWATER PAPER CORP COM 18538R103 255 3,906 SH   OTR 1,2 0 3,906 0
CLEARWATER PAPER CORP COM 18538R103 312 4,785 SH   OTR 1,4 0 4,785 0
CLEARWATER PAPER CORP COM 18538R103 1 9 SH   DFND 1 0 9 0
CLECO CORP COM 12561W105 603 11,051 SH   OTR 1,4 0 11,051 0
CLECO CORP COM 12561W105 3 52 SH   DFND 1 0 52 0
CLOUD PEAK ENERGY INC COM 18911Q102 234 40,196 SH   OTR 1,4 0 40,196 0
CLOUD PEAK ENERGY INC COM 18911Q102 1 149 SH   DFND 1 0 149 0
CME GROUP INC COM 12572Q105 1,028 10,854 SH   OTR 1,4 0 10,854 0
CNO FINANCIAL GROUP INC COM 12621E103 895 51,952 SH   OTR 1,4 0 51,952 0
CNO FINANCIAL GROUP INC COM 12621E103 11 630 SH   OTR 1,2 0 630 0
COACH INC COM 189754104 25 600 SH   OTR 1,2 0 600 0
COACH INC COM 189754104 460 11,100 SH   OTR 1,4 0 11,100 0
COACH INC COM 189754104 80 1,934 SH   DFND 1 0 1,934 0
COBALT INTERNATIONAL ENERGY COM 19075F106 370 39,272 SH   OTR 1,4 0 39,272 0
COCA COLA COMPANY COM 191216100 641 15,800 SH   OTR 1,4 0 15,800 0
COCA COLA ENTERPRISES INC. COM 19122T109 1,323 29,938 SH   OTR 1,4 0 29,938 0
COCA-COLA FEMSA S.A.- ADR ADR 191241108 532 6,658 SH   OTR 1,2 0 6,658 0
COGNEX CORP COM 192422103 741 14,950 SH   OTR 1,4 0 14,950 0
COLFAX CORP COM 194014106 408 8,543 SH   OTR 1,4 0 8,543 0
COLGATE PALMOLIVE COM 194162103 2,914 42,022 SH   OTR 1,2 0 42,022 0
COLGATE PALMOLIVE COM 194162103 912 13,156 SH   OTR 1,4 0 13,156 0
COLONY CAPITAL INC COM 19624R106 778 30,000 SH   DFND 1 0 30,000 0
COLONY FINANCIA 3.875% 15JAN21 SDBCV 19624RAB2 1,617 1,500,000 PRN   DFND 1 0 1,500,000 0
COLUMBIA PROPERTY TRUST INC COM 198287203 273 10,114 SH   OTR 1,4 0 10,114 0
COMCAST CORP - CL A COM 20030N101 8,022 142,060 SH   OTR 1,2 0 142,060 0
COMCAST CORP - CL A COM 20030N101 1,400 24,800 SH   OTR 1,4 0 24,800 0
COMCAST CORP - CL A COM 20030N101 18,734 331,747 SH   DFND 1 0 331,747 0
COMCAST CORP - CL A COM 20030N101 11,305 200,200 SH Call DFND 1 0 0 0
COMCAST CORP - CL A COM 20030N101 13,310 235,700 SH Put DFND 1 0 0 0
COMCAST CORP SPECIAL CL A COM 20030N200 3,549 63,300 SH   OTR 1,4 0 63,300 0
COMERICA INC COM 200340107 390 8,638 SH   DFND 1 0 8,638 0
COMMSCOPE HOLDING CO INC COM 20337X109 432 15,147 SH   OTR 1,2 0 15,147 0
COMMSCOPE HOLDING CO INC COM 20337X109 142 4,964 SH   OTR 1,4 0 4,964 0
COMMUNITY BANK SYSTEM INC COM 203607106 308 8,704 SH   OTR 1,2 0 8,704 0
COMMUNITY HEALTH SYSTEMS COM 203668108 3 50 SH   OTR 1,2 0 50 0
COMMUNITY HEALTH SYSTEMS COM 203668108 2,619 50,090 SH   DFND 1 0 50,090 0
COMMVAULT SYSTEMS INC COM 204166102 235 5,389 SH   OTR 1,2 0 5,389 0
COMMVAULT SYSTEMS INC COM 204166102 907 20,763 SH   OTR 1,4 0 20,763 0
COMMVAULT SYSTEMS INC COM 204166102 8 178 SH   DFND 1 0 178 0
COMPUTER SCIENCES CORP COM 205363104 279 4,268 SH   OTR 1,2 0 4,268 0
COMPUTER SCIENCES CORP COM 205363104 1,270 19,450 SH   DFND 1 0 19,450 0
COMSTOCK RESOURCES INC COM 205768203 73 20,373 SH   DFND 1 0 20,373 0
CONOCOPHILLIPS COM 20825C104 322 5,176 SH   OTR 1,2 0 5,176 0
CONOCOPHILLIPS COM 20825C104 542 8,700 SH   OTR 1,4 0 8,700 0
CONOCOPHILLIPS COM 20825C104 678 10,897 SH   DFND 1 0 10,897 0
CONOCOPHILLIPS COM 20825C104 1,700 27,300 SH Put DFND 1 0 0 0
CONSOL ENERGY INC COM 20854P109 1,134 40,649 SH   OTR 1,4 0 40,649 0
CONSOL ENERGY INC COM 20854P109 398 14,270 SH   DFND 1 0 14,270 0
CONSOLIDATED EDISON INC COM 209115104 318 5,215 SH   DFND 1 0 5,215 0
CONSTELLATION BRANDS INC-A COM 21036P108 337 2,900 SH   OTR 1,4 0 2,900 0
CONSTELLATION BRANDS INC-A COM 21036P108 105 900 SH   DFND 1 0 900 0
CONSTELLIUM NV- CLASS A COM N22035104 971 47,761 SH   OTR 1,4 0 47,761 0
CONSUMER DISCRET SELECT SPDR ETF 81369Y407 1,690 22,500 SH   OTR 1,2 0 22,500 0
CONSUMER DISCRET SELECT SPDR ETF 81369Y407 35 460 SH   DFND 1 0 460 0
CONVERGYS CORP COM 212485106 818 35,762 SH   OTR 1,4 0 35,762 0
COOPER COMPANIES INC COM 216648402 708 3,780 SH   OTR 1,2 0 3,780 0
COOPER COMPANIES INC COM 216648402 636 3,391 SH   DFND 1 0 3,391 0
COPART INC COM 217204106 232 6,178 SH   OTR 1,4 0 6,178 0
COPART INC COM 217204106 11 290 SH   DFND 1 0 290 0
CORE LABORATORIES N.V. COM N22717107 554 5,300 SH   OTR 1,2 0 5,300 0
CORNING INC COM 219350105 3,452 152,204 SH   OTR 1,2 0 152,204 0
CORNING INC COM 219350105 1,202 52,992 SH   OTR 1,4 0 52,992 0
CORNING INC COM 219350105 44 1,949 SH   DFND 1 0 1,949 0
CORPORATE OFFICE PROPERTIES COM 22002T108 864 29,412 SH   OTR 1,4 0 29,412 0
CORRECTIONS CORP OF AMERICA COM 22025Y407 323 8,027 SH   OTR 1,2 0 8,027 0
CORRECTIONS CORP OF AMERICA COM 22025Y407 270 6,709 SH   OTR 1,4 0 6,709 0
COSTAR GROUP INC COM 22160N109 389 1,966 SH   OTR 1,2 0 1,966 0
COTY INC-CL A COM 222070203 340 14,020 SH   OTR 1,2 0 14,020 0
COVANTA HOLDING CORP COM 22282E102 288 12,842 SH   OTR 1,2 0 12,842 0
COVISINT CORP COM 22357R103 21 10,233 SH   DFND 1 0 10,233 0
CRACKER BARREL OLD COUNTRY STO COM 22410J106 604 3,972 SH   OTR 1,2 0 3,972 0
CRANE CO COM 224399105 1,349 21,613 SH   OTR 1,4 0 21,613 0
CREE RESEARCH INC COM 225447101 263 7,400 SH   OTR 1,4 0 7,400 0
CROCS INC COM 227046109 377 31,963 SH   OTR 1,2 0 31,963 0
CROCS INC COM 227046109 1,019 86,299 SH   OTR 1,4 0 86,299 0
CROWN CASTLE INTL CORP COM 22822V101 2,066 25,033 SH   OTR 1,4 0 25,033 0
CROWN CASTLE INTL CORP COM 22822V101 570 6,908 SH   DFND 1 0 6,908 0
CST BRANDS INC-WHEN ISSUE COM 12646R105 1,318 30,066 SH   OTR 1,4 0 30,066 0
CUMMINS INC COM 231021106 495 3,567 SH   DFND 1 0 3,567 0
CURTISS-WRIGHT CORP COM 231561101 507 6,858 SH   OTR 1,4 0 6,858 0
CVB FINANCIAL CORP COM 126600105 126 7,879 SH   OTR 1,4 0 7,879 0
CVB FINANCIAL CORP COM 126600105 191 12,000 SH   DFND 1 0 12,000 0
CVENT INC COM 23247G109 534 19,027 SH   OTR 1,4 0 19,027 0
CVS HEALTH CORP COM 126650100 15,614 151,279 SH   OTR 1,2 0 151,279 0
CVS HEALTH CORP COM 126650100 1,868 18,100 SH   OTR 1,4 0 18,100 0
CVS HEALTH CORP COM 126650100 403 3,900 SH   DFND 1 0 3,900 0
CYBERONICS COM 23251P102 898 13,832 SH   OTR 1,4 0 13,832 0
CYTEC INDUSTRIES INC COM 232820100 466 8,630 SH   OTR 1,4 0 8,630 0
CYTEC INDUSTRIES INC COM 232820100 14 250 SH   DFND 1 0 250 0
DANA HOLDING CORP COM 235825205 754 35,651 SH   OTR 1,4 0 35,651 0
DANA HOLDING CORP COM 235825205 116 5,486 SH   DFND 1 0 5,486 0
DANAHER CORP COM 235851102 959 11,300 SH   OTR 1,4 0 11,300 0
DANAHER CORP COM 235851102 581 6,845 SH   DFND 1 0 6,845 0
DANAHER CORP COM 235851102 1,104 13,000 SH Put DFND 1 0 0 0
DARDEN RESTAURANTS INC COM 237194105 1,364 19,668 SH   OTR 1,2 0 19,668 0
DARDEN RESTAURANTS INC COM 237194105 317 4,567 SH   OTR 1,4 0 4,567 0
DARLING INGREDIENTS INC COM 237266101 2,277 162,500 SH   OTR 1 0 162,500 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 389 4,784 SH   OTR 1,2 0 4,784 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 284 3,500 SH   OTR 1,4 0 3,500 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 3 40 SH   DFND 1 0 40 0
DCT INDUSTRIAL TRUST INC COM 233153204 1,558 44,961 SH   OTR 1,4 0 44,961 0
DECKERS OUTDOOR CORP COM 243537107 1,016 13,936 SH   OTR 1,4 0 13,936 0
DECKERS OUTDOOR CORP COM 243537107 182 2,500 SH   OTR 1,2 0 2,500 0
DECKERS OUTDOOR CORP COM 243537107 4 57 SH   DFND 1 0 57 0
DEERE & CO COM 244199105 8,047 91,762 SH   OTR 1,2 0 91,762 0
DEERE & CO COM 244199105 237 2,700 SH   OTR 1,4 0 2,700 0
DEERE & CO COM 244199105 1,083 12,347 SH   DFND 1 0 12,347 0
DELEK US HOLDINGS ING COM 246647101 1,251 31,460 SH   OTR 1,4 0 31,460 0
DELEK US HOLDINGS ING COM 246647101 8 209 SH   DFND 1 0 209 0
DELTA AIR LINES INC COM 247361702 31 700 SH   OTR 1,2 0 700 0
DELTA AIR LINES INC COM 247361702 1,196 26,600 SH   OTR 1,4 0 26,600 0
DELTA AIR LINES INC COM 247361702 155 3,451 SH   DFND 1 0 3,451 0
DELUXE CORP COM 248019101 4,758 68,681 SH   OTR 1,2 0 68,681 0
DEMANDWARE COM 24802Y105 318 5,224 SH   OTR 1,4 0 5,224 0
DEMANDWARE COM 24802Y105 9 155 SH   DFND 1 0 155 0
DENBURY RESOURCES INC COM 247916208 87 11,900 SH   OTR 1,2 0 11,900 0
DENBURY RESOURCES INC COM 247916208 157 21,500 SH   OTR 1,4 0 21,500 0
DENTSPLY INTL INC COM 249030107 2,210 43,435 SH   OTR 1,4 0 43,435 0
DENTSPLY INTL INC COM 249030107 112 2,200 SH   OTR 1,2 0 2,200 0
DENTSPLY INTL INC COM 249030107 415 8,159 SH   DFND 1 0 8,159 0
DEPOMED INC COM 249908104 741 33,076 SH   OTR 1,2 0 33,076 0
DEPOMED INC COM 249908104 18 824 SH   DFND 1 0 824 0
DEUTSCHE BANK AG -REG COM D18190898 326 9,400 SH   OTR 1,4 0 9,400 0
DEUTSCHE BANK AG -REG COM D18190898 14 417 SH   DFND 1 0 417 0
DEVON ENERGY CORPORATION COM 25179M103 344 5,700 SH Put DFND 1 0 0 0
DEVRY EDUCATION GROUP INC COM 251893103 1,434 42,985 SH   OTR 1,2 0 42,985 0
DEXCOM INC COM 252131107 595 9,538 SH   OTR 1,4 0 9,538 0
DICK'S SPORTING GOODS INC COM 253393102 887 15,559 SH   OTR 1,4 0 15,559 0
DICK'S SPORTING GOODS INC COM 253393102 165 2,891 SH   DFND 1 0 2,891 0
DIEBOLD INC COM 253651103 259 7,315 SH   OTR 1,2 0 7,315 0
DIGITAL REALTY TRUST INC COM 253868103 284 4,300 SH   OTR 1,4 0 4,300 0
DIGITALGLOBE INC COM 25389M877 807 23,673 SH   OTR 1,4 0 23,673 0
DIGITALGLOBE INC COM 25389M877 177 5,199 SH   OTR 1,2 0 5,199 0
DINEEQUITY INC COM 254423106 696 6,500 SH   OTR 1,4 0 6,500 0
DIODES INC COM 254543101 209 7,335 SH   OTR 1,4 0 7,335 0
DIODES INC COM 254543101 71 2,500 SH   DFND 1 0 2,500 0
DIRECTV COM 25490A309 8,510 100,000 SH   OTR 1,3 0 100,000 0
DIRECTV COM 25490A309 357 4,200 SH   OTR 1,4 0 4,200 0
DIRECTV COM 25490A309 17,925 210,633 SH   DFND 1 0 210,633 0
DISCOVER FINANCIAL SERVICES COM 254709108 558 9,900 SH   OTR 1,2 0 9,900 0
DISCOVER FINANCIAL SERVICES COM 254709108 407 7,226 SH   DFND 1 0 7,226 0
DISCOVERY COMMUNICATIONS-C COM 25470F302 239 8,099 SH   OTR 1,4 0 8,099 0
DISH NETWORK CORP - A COM 25470M109 603 8,600 SH   OTR 1,4 0 8,600 0
DISH NETWORK CORP - A COM 25470M109 2,461 35,132 SH   DFND 1 0 35,132 0
DOLBY LABORATORIES INC-CL A COM 25659T107 276 7,221 SH   OTR 1,2 0 7,221 0
DOLBY LABORATORIES INC-CL A COM 25659T107 1,030 26,993 SH   OTR 1,4 0 26,993 0
DOLBY LABORATORIES INC-CL A COM 25659T107 42 1,113 SH   DFND 1 0 1,113 0
DOLLAR GENERAL CORP COM 256677105 528 7,000 SH   OTR 1,4 0 7,000 0
DOLLAR GENERAL CORP COM 256677105 1,692 22,450 SH   DFND 1 0 22,450 0
DOLLAR TREE STORES INC COM 256746108 489 6,032 SH   DFND 1 0 6,032 0
DOMINION RESOURCES INC/VA COM 25746U109 277 3,914 SH   DFND 1 0 3,914 0
DOMTAR CORP COM 257559203 545 11,794 SH   OTR 1,2 0 11,794 0
DOMTAR CORP COM 257559203 772 16,697 SH   OTR 1,4 0 16,697 0
DONALDSON CO INC COM 257651109 1,240 32,872 SH   OTR 1,4 0 32,872 0
DOUGLAS EMMETT INC-W/I COM 25960P109 329 11,038 SH   OTR 1,4 0 11,038 0
DOVER CORP COM 260003108 1,060 15,332 SH   OTR 1,4 0 15,332 0
DOVER CORP COM 260003108 562 8,125 SH   DFND 1 0 8,125 0
DOVER DOWNS ENTERTAINMENT COM 260174107 24 10,029 SH   OTR 1,2 0 10,029 0
DOW CHEMICAL CO COM 260543103 4,187 87,256 SH   OTR 1,2 0 87,256 0
DOW CHEMICAL CO COM 260543103 285 5,946 SH   DFND 1 0 5,946 0
DOW CHEMICAL CO COM 260543103 2,399 50,000 SH Call DFND 1 0 0 0
DRESSER-RAND GROUP INC COM 261608103 45 563 SH   OTR 1,2 0 563 0
DRESSER-RAND GROUP INC COM 261608103 194 2,420 SH   OTR 1,4 0 2,420 0
DRESSER-RAND GROUP INC COM 261608103 8,035 100,000 SH Call DFND 1 0 0 0
DRIL-QUIP COM 262037104 414 6,059 SH   OTR 1,2 0 6,059 0
DRIL-QUIP COM 262037104 1,853 27,096 SH   OTR 1,4 0 27,096 0
DRIL-QUIP COM 262037104 37 545 SH   DFND 1 0 545 0
DSW INC-CLASS A COM 23334L102 804 21,798 SH   OTR 1,4 0 21,798 0
DSW INC-CLASS A COM 23334L102 77 2,093 SH   DFND 1 0 2,093 0
DTE ENERGY COMPANY COM 233331107 427 5,292 SH   OTR 1,4 0 5,292 0
DTE ENERGY COMPANY COM 233331107 250 3,100 SH   DFND 1 0 3,100 0
DUKE ENERGY CORP COM 26441C204 604 7,865 SH   DFND 1 0 7,865 0
DUN & BRADSTREET CORP COM 26483E100 11 88 SH   OTR 1,4 0 88 0
DUN & BRADSTREET CORP COM 26483E100 655 5,100 SH   DFND 1 0 5,100 0
DUNKIN' BRANDS GROUP INC COM 265504100 641 13,474 SH   OTR 1,2 0 13,474 0
DUPONT EI DE NEMOURS & CO COM 263534109 1,887 26,400 SH   OTR 1,4 0 26,400 0
DUPONT EI DE NEMOURS & CO COM 263534109 2,002 28,007 SH   DFND 1 0 28,007 0
DXP ENTERPRISES INC COM 233377407 369 8,378 SH   OTR 1,4 0 8,378 0
E*TRADE FINANCIAL CORP COM 269246401 2,635 92,280 SH   DFND 1 0 92,280 0
EAGLE MATERIALS INC COM 26969P108 582 6,963 SH   OTR 1,4 0 6,963 0
EAST WEST BANCORP INC COM 27579R104 517 12,780 SH   OTR 1,4 0 12,780 0
EAST WEST BANCORP INC COM 27579R104 89 2,191 SH   DFND 1 0 2,191 0
EASTGROUP PROPERTIES COM 277276101 259 4,312 SH   OTR 1,4 0 4,312 0
EASTMAN CHEMICAL COMPANY COM 277432100 499 7,200 SH   OTR 1,4 0 7,200 0
EASTMAN CHEMICAL COMPANY COM 277432100 111 1,600 SH   OTR 1,2 0 1,600 0
EASTMAN CHEMICAL COMPANY COM 277432100 50 719 SH   DFND 1 0 719 0
EATON CORP PLC COM G29183103 985 14,500 SH   OTR 1,4 0 14,500 0
EATON CORP PLC COM G29183103 113 1,663 SH   DFND 1 0 1,663 0
EBAY INC COM 278642103 11,889 206,125 SH   OTR 1,2 0 206,125 0
EBAY INC COM 278642103 5,164 89,521 SH   DFND 1 0 89,521 0
EBAY INC COM 278642103 5,278 91,500 SH Call DFND 1 0 0 0
EBAY INC COM 278642103 9,321 161,600 SH Put DFND 1 0 0 0
ECOLAB INC COM 278865100 458 4,006 SH   DFND 1 0 4,006 0
EDISON INTERNATIONAL COM 281020107 800 12,800 SH   OTR 1,4 0 12,800 0
EDISON INTERNATIONAL COM 281020107 746 11,944 SH   DFND 1 0 11,944 0
EDWARDS LIFESCIENCES CORP COM 28176E108 313 2,200 SH   OTR 1,4 0 2,200 0
EDWARDS LIFESCIENCES CORP COM 28176E108 43 300 SH   DFND 1 0 300 0
ELDORADO GOLD CORP LTD COM 284902103 357 77,900 SH   DFND 1 0 77,900 0
ELECTRONIC ARTS INC COM 285512109 898 15,263 SH   DFND 1 0 15,263 0
EMC CORP-MASS COM 268648102 4,180 163,536 SH   OTR 1,2 0 163,536 0
EMC CORP-MASS COM 268648102 1,891 74,000 SH   OTR 1,4 0 74,000 0
EMC CORP-MASS COM 268648102 1,337 52,297 SH   DFND 1 0 52,297 0
EMC CORP-MASS COM 268648102 5,311 207,800 SH Call DFND 1 0 0 0
EMC CORP-MASS COM 268648102 2,300 90,000 SH Put DFND 1 0 0 0
EMCOR GROUP INC COM 29084Q100 929 19,997 SH   OTR 1,2 0 19,997 0
EMCOR GROUP INC COM 29084Q100 1,269 27,313 SH   OTR 1,4 0 27,313 0
EMERSON ELECTRIC CO COM 291011104 596 10,533 SH   OTR 1,4 0 10,533 0
EMERSON ELECTRIC CO COM 291011104 23 400 SH   OTR 1,2 0 400 0
EMERSON ELECTRIC CO COM 291011104 73 1,281 SH   DFND 1 0 1,281 0
EMPIRE STATE REALTY TRUST IN COM 292104106 403 21,410 SH   OTR 1,4 0 21,410 0
ENCANA CORP COM 292505104 353 31,700 SH   DFND 1 0 31,700 0
ENDEAVOUR SILVER CORP COM 29258Y103 49 26,152 SH   OTR 1,2 0 26,152 0
ENERGEN CORP COM 29265N108 1,083 16,413 SH   OTR 1,2 0 16,413 0
ENERGEN CORP COM 29265N108 15 229 SH   DFND 1 0 229 0
ENERGIZER HOLDINGS INC COM 29266R108 1,025 7,425 SH   OTR 1,2 0 7,425 0
ENERPLUS CORP COM 292766102 132 12,982 SH   OTR 1,4 0 12,982 0
ENERSYS COM 29275Y102 313 4,873 SH   OTR 1,2 0 4,873 0
ENERSYS COM 29275Y102 820 12,768 SH   OTR 1,4 0 12,768 0
ENTERGY CORP COM 29364G103 2,650 34,200 SH   OTR 1,2 0 34,200 0
ENVISION HEALTHCARE HOLDINGS COM 29413U103 3,470 90,474 SH   OTR 1,2 0 90,474 0
ENVISION HEALTHCARE HOLDINGS COM 29413U103 195 5,092 SH   OTR 1,4 0 5,092 0
EOG RESOURCES INC COM 26875P101 284 3,100 SH   OTR 1,2 0 3,100 0
EOG RESOURCES INC COM 26875P101 264 2,879 SH   OTR 1,4 0 2,879 0
EOG RESOURCES INC COM 26875P101 127 1,385 SH   DFND 1 0 1,385 0
EOG RESOURCES INC COM 26875P101 293 3,200 SH Put DFND 1 0 0 0
EP ENERGY CORP-CL A COM 268785102 261 24,888 SH   OTR 1,2 0 24,888 0
EP ENERGY CORP-CL A COM 268785102 2 201 SH   DFND 1 0 201 0
EPR PROPERTIES COM 26884U109 329 5,475 SH   OTR 1,4 0 5,475 0
EQUIFAX INC COM 294429105 108 1,166 SH   OTR 1,4 0 1,166 0
EQUIFAX INC COM 294429105 331 3,559 SH   DFND 1 0 3,559 0
EQUINIX INC COM 29444U700 8,630 37,062 SH   OTR 1,2 0 37,062 0
EQUITY COMMONWEALTH COM 294628102 406 15,300 SH   OTR 1,4 0 15,300 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 377 6,863 SH   OTR 1,2 0 6,863 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 814 14,808 SH   OTR 1,4 0 14,808 0
EQUITY RESIDENTIAL PROPS TR COM 29476L107 343 4,407 SH   OTR 1,4 0 4,407 0
EQUITY RESIDENTIAL PROPS TR COM 29476L107 164 2,100 SH   OTR 1,2 0 2,100 0
ESCALERA RESOURCES CO COM 296064108 4 10,508 SH   OTR 1,2 0 10,508 0
ESSENT GROUP LTD COM G3198U102 405 16,950 SH   OTR 1,4 0 16,950 0
ESSENT GROUP LTD COM G3198U102 367 15,363 SH   OTR 1,2 0 15,363 0
ESSENT GROUP LTD COM G3198U102 1 27 SH   DFND 1 0 27 0
ESTEE LAUDER COMPANIES CL A COM 518439104 175 2,100 SH   OTR 1,4 0 2,100 0
ESTEE LAUDER COMPANIES CL A COM 518439104 362 4,359 SH   DFND 1 0 4,359 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 209 1,824 SH   OTR 1,4 0 1,824 0
EURONAV SA - TEMPORARY COM B38564108 121 10,000 SH   DFND 1 0 10,000 0
EURONET WORLDWIDE INC COM 298736109 1,085 18,471 SH   OTR 1,4 0 18,471 0
EURONET WORLDWIDE INC COM 298736109 185 3,156 SH   OTR 1,2 0 3,156 0
EVEREST RE GROUP LTD COM G3223R108 303 1,739 SH   OTR 1,4 0 1,739 0
EXACT SCIENCES CORP COM 30063P105 380 17,258 SH   OTR 1,2 0 17,258 0
EXACT SCIENCES CORP COM 30063P105 21 954 SH   DFND 1 0 954 0
EXCEL TRUST INC COM 30068C109 418 29,784 SH   OTR 1,2 0 29,784 0
EXCO RESOURCES INC COM 269279402 89 48,739 SH   OTR 1,2 0 48,739 0
EXELIS INC COM 30162A108 9,655 396,188 SH   DFND 1 0 396,188 0
EXPEDIA INC COM 30212P303 198 2,100 SH   OTR 1,2 0 2,100 0
EXPEDIA INC COM 30212P303 47 500 SH   DFND 1 0 500 0
EXPEDITORS INTL WASH INC COM 302130109 462 9,590 SH   OTR 1,2 0 9,590 0
EXPEDITORS INTL WASH INC COM 302130109 48 1,000 SH   DFND 1 0 1,000 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 411 4,737 SH   DFND 1 0 4,737 0
EXTRA SPACE STORAGE INC COM 30225T102 649 9,600 SH   OTR 1,4 0 9,600 0
EXXON MOBIL CORP COM 30231G102 20,646 242,899 SH   OTR 1,2 0 242,899 0
EXXON MOBIL CORP COM 30231G102 570 6,700 SH   OTR 1,4 0 6,700 0
EXXON MOBIL CORP COM 30231G102 1,540 18,117 SH   DFND 1 0 18,117 0
F5 NETWORKS INC COM 315616102 944 8,217 SH   OTR 1,2 0 8,217 0
FACEBOOK INC-A COM 30303M102 74 900 SH   OTR 1,2 0 900 0
FACEBOOK INC-A COM 30303M102 1,718 20,891 SH   DFND 1 0 20,891 0
FACEBOOK INC-A COM 30303M102 8,723 106,100 SH Call DFND 1 0 0 0
FACEBOOK INC-A COM 30303M102 10,778 131,100 SH Put DFND 1 0 0 0
FAIR ISAAC CORP COM 303250104 340 3,837 SH   OTR 1,4 0 3,837 0
FAIRCHILD SEMICON INTL-CL A COM 303726103 435 23,914 SH   OTR 1,2 0 23,914 0
FAIRCHILD SEMICON INTL-CL A COM 303726103 637 35,014 SH   OTR 1,4 0 35,014 0
FAMILY DOLLAR STORES COM 307000109 762 9,616 SH   OTR 1,2 0 9,616 0
FAMILY DOLLAR STORES COM 307000109 9,905 125,000 SH   OTR 1,3 0 125,000 0
FAMILY DOLLAR STORES COM 307000109 547 6,900 SH   DFND 1 0 6,900 0
FASTENAL CORP COM 311900104 17 400 SH   OTR 1,2 0 400 0
FASTENAL CORP COM 311900104 352 8,500 SH   DFND 1 0 8,500 0
FEDERATED INVESTORS INC-CL B COM 314211103 742 21,889 SH   OTR 1,2 0 21,889 0
FEDEX CORP COM 31428X106 382 2,311 SH   OTR 1,2 0 2,311 0
FEDEX CORP COM 31428X106 890 5,377 SH   DFND 1 0 5,377 0
FEI COMPANY COM 30241L109 695 9,100 SH   OTR 1,4 0 9,100 0
FIDELITY NATIONAL INFORMATIO COM 31620M106 204 3,000 SH   DFND 1 0 3,000 0
FIFTH STREET FINANCE CORP COM 31678A103 1,275 174,696 SH   OTR 1 0 174,696 0
FIFTH THIRD BANCORP COM 316773100 274 14,511 SH   OTR 1,4 0 14,511 0
FIFTH THIRD BANCORP COM 316773100 9 500 SH   OTR 1,2 0 500 0
FIFTH THIRD BANCORP COM 316773100 51 2,700 SH   DFND 1 0 2,700 0
FIREEYE INC COM 31816Q101 327 8,330 SH   DFND 1 0 8,330 0
FIRST HORIZON NATIONAL CORP COM 320517105 144 10,100 SH   OTR 1,2 0 10,100 0
FIRST HORIZON NATIONAL CORP COM 320517105 61 4,263 SH   DFND 1 0 4,263 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 221 10,323 SH   OTR 1,4 0 10,323 0
FIRST SOLAR INC COM 336433107 571 9,543 SH   OTR 1,4 0 9,543 0
FIRST SOLAR INC COM 336433107 207 3,463 SH   DFND 1 0 3,463 0
FIRSTENERGY CORP COM 337932107 2,692 76,770 SH   OTR 1,2 0 76,770 0
FIRSTENERGY CORP COM 337932107 287 8,200 SH   OTR 1,4 0 8,200 0
FISERV INC COM 337738108 2,414 30,406 SH   OTR 1,2 0 30,406 0
FLEETCOR TECHNOLOGIES INC COM 339041105 294 1,951 SH   DFND 1 0 1,951 0
FLEXTRONICS INTL CO COM Y2573F102 522 41,200 SH   DFND 1 0 41,200 0
FLIR SYSTEMS INC COM 302445101 295 9,433 SH   OTR 1,2 0 9,433 0
FLIR SYSTEMS INC COM 302445101 617 19,734 SH   OTR 1,4 0 19,734 0
FLOTEK INDUSTRIES INC COM 343389102 192 13,017 SH   OTR 1,2 0 13,017 0
FLOTEK INDUSTRIES INC COM 343389102 485 32,900 SH   OTR 1,4 0 32,900 0
FLOWERS FOODS INC COM 343498101 4,472 196,644 SH   OTR 1,2 0 196,644 0
FLOWSERVE CORP COM 34354P105 925 16,377 SH   OTR 1,4 0 16,377 0
FLOWSERVE CORP COM 34354P105 57 1,008 SH   OTR 1,2 0 1,008 0
FLOWSERVE CORP COM 34354P105 299 5,300 SH   DFND 1 0 5,300 0
FMC TECHNOLOGIES INC COM 30249U101 996 26,919 SH   DFND 1 0 26,919 0
FMC TECHNOLOGIES INC COM 30249U101 411 11,100 SH Put DFND 1 0 0 0
FNB CORP COM 302520101 167 12,732 SH   OTR 1,2 0 12,732 0
FNF GROUP COM 31620R303 412 11,220 SH   OTR 1,2 0 11,220 0
FNF GROUP COM 31620R303 685 18,639 SH   OTR 1,4 0 18,639 0
FNF GROUP COM 31620R303 478 13,000 SH   DFND 1 0 13,000 0
FNFV GROUP-W/I COM 31620R402 295 20,915 SH   OTR 1,2 0 20,915 0
FORD MOTOR CORP COM 345370860 2,113 130,934 SH   DFND 1 0 130,934 0
FORD MOTOR CORP COM 345370860 4,550 281,900 SH Call DFND 1 0 0 0
FORD MOTOR CORP COM 345370860 8,135 504,000 SH Put DFND 1 0 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,197 61,053 SH   OTR 1,4 0 61,053 0
FOSSIL GROUP INC COM 34988V106 555 6,729 SH   OTR 1,4 0 6,729 0
FOSSIL GROUP INC COM 34988V106 269 3,268 SH   DFND 1 0 3,268 0
FRANCESCAS HOLDINGS CORP COM 351793104 261 14,686 SH   OTR 1,4 0 14,686 0
FRANKLIN RESOURCES INC COM 354613101 2,738 53,360 SH   OTR 1,2 0 53,360 0
FRANKLIN RESOURCES INC COM 354613101 303 5,900 SH   OTR 1,4 0 5,900 0
FRANKLIN RESOURCES INC COM 354613101 303 5,900 SH   DFND 1 0 5,900 0
FREEPORT-MCMORAN INC COM 35671D857 5,821 307,193 SH   OTR 1,2 0 307,193 0
FREEPORT-MCMORAN INC COM 35671D857 51 2,700 SH   DFND 1 0 2,700 0
FRESH DEL MONTE PRODUCE INC COM G36738105 1,045 26,861 SH   OTR 1,2 0 26,861 0
FULTON FIN CORP COM 360271100 442 35,787 SH   OTR 1,2 0 35,787 0
FULTON FIN CORP COM 360271100 408 33,078 SH   OTR 1,4 0 33,078 0
GALLAGHER ARTHUR J & CO COM 363576109 1,169 24,996 SH   OTR 1,4 0 24,996 0
GALLAGHER ARTHUR J & CO COM 363576109 4 80 SH   DFND 1 0 80 0
GAMING AND LEISURE PROPE-W/I COM 36467J108 408 11,065 SH   OTR 1,2 0 11,065 0
GANNETT INC COM 364730101 1,244 33,547 SH   OTR 1,2 0 33,547 0
GANNETT INC COM 364730101 3,170 85,500 SH Call DFND 1 0 0 0
GARMIN LTD COM H2906T109 214 4,500 SH   OTR 1,4 0 4,500 0
GARMIN LTD COM H2906T109 40 847 SH   DFND 1 0 847 0
GENERAL DYNAMICS CORP COM 369550108 16,289 120,013 SH   OTR 1,2 0 120,013 0
GENERAL DYNAMICS CORP COM 369550108 909 6,700 SH   OTR 1,4 0 6,700 0
GENERAL DYNAMICS CORP COM 369550108 95 700 SH   DFND 1 0 700 0
GENERAL ELECTRIC CO COM 369604103 605 24,400 SH   OTR 1,4 0 24,400 0
GENERAL ELECTRIC CO COM 369604103 1,297 52,295 SH   DFND 1 0 52,295 0
GENERAL ELECTRIC CO COM 369604103 3,101 125,000 SH Call DFND 1 0 0 0
GENERAL GROWTH PROPERTIES COM 370023103 1,464 49,527 SH   OTR 1,4 0 49,527 0
GENERAL MOTORS CO COM 37045V100 2,070 55,187 SH   DFND 1 0 55,187 0
GENERAL MOTORS CO COM 37045V100 12,503 333,400 SH Call DFND 1 0 0 0
GENERAL MOTORS CO COM 37045V100 18,349 489,300 SH Put DFND 1 0 0 0
GENESCO INC COM 371532102 219 3,069 SH   OTR 1,4 0 3,069 0
GENPACT LTD COM G3922B107 468 20,110 SH   OTR 1,4 0 20,110 0
GENTEX CORP COM 371901109 650 35,542 SH   OTR 1,4 0 35,542 0
GENTEX CORP COM 371901109 51 2,779 SH   OTR 1,2 0 2,779 0
GENUINE PARTS CO COM 372460105 680 7,299 SH   OTR 1,4 0 7,299 0
GENUINE PARTS CO COM 372460105 72 773 SH   DFND 1 0 773 0
GEO GROUP INC/THE COM 36162J106 290 6,626 SH   OTR 1,4 0 6,626 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 227 13,745 SH   OTR 1,2 0 13,745 0
GERON CORP COM 374163103 54 14,200 SH   DFND 1 0 14,200 0
GFI GROUP INC COM 361652209 905 152,576 SH   OTR 1,2 0 152,576 0
GILDAN ACTIVEWEAR INC COM 375916103 322 10,935 SH   OTR 1,2 0 10,935 0
GILDAN ACTIVEWEAR INC COM 375916103 88 3,000 SH   DFND 1 0 3,000 0
GILEAD SCIENCES INC COM 375558103 911 9,288 SH   OTR 1,4 0 9,288 0
GILEAD SCIENCES INC COM 375558103 432 4,400 SH   DFND 1 0 4,400 0
GLOBAL CASH ACCESS INC COM 378967103 103 13,500 SH   DFND 1 0 13,500 0
GLOBAL PAYMENTS INC COM 37940X102 981 10,695 SH   OTR 1,4 0 10,695 0
GLOBAL PAYMENTS INC COM 37940X102 10 104 SH   DFND 1 0 104 0
GLOBALSTAR INC COM 378973408 1,998 600,042 SH   OTR 1 0 600,042 0
GNC HOLDINGS INC COM 36191G107 1,269 25,864 SH   OTR 1,4 0 25,864 0
GOOGLE INC-CL A COM 38259P706 110 200 SH   OTR 1,2 0 200 0
GOOGLE INC-CL A COM 38259P706 110 200 SH   DFND 1 0 200 0
GRACO INC COM 384109104 621 8,600 SH   OTR 1,2 0 8,600 0
GRACO INC COM 384109104 831 11,522 SH   OTR 1,4 0 11,522 0
GRAMERCY PROPERTY TRUST INC COM 38489R605 273 9,742 SH   OTR 1,2 0 9,742 0
GRAND CANYON EDUCATION INC COM 38526M106 344 7,944 SH   OTR 1,4 0 7,944 0
GRAND CANYON EDUCATION INC COM 38526M106 48 1,106 SH   DFND 1 0 1,106 0
GRAPHIC PACKAGING HOLDINGS COM 388689101 2,192 150,780 SH   DFND 1 0 150,780 0
GRAY TELEVISION INC COM 389375106 404 29,240 SH   OTR 1,4 0 29,240 0
GRAY TELEVISION INC COM 389375106 64 4,600 SH   DFND 1 0 4,600 0
GREEN DOT CORP-CLASS A COM 39304D102 432 27,114 SH   OTR 1,4 0 27,114 0
GREEN DOT CORP-CLASS A COM 39304D102 2 125 SH   DFND 1 0 125 0
GREENBRIER COS 3.5% 1APR18 SDBCV 393657AH4 9,994 6,500,000 PRN   DFND 1 0 6,500,000 0
GREIF INC-CL A COM 397624107 617 15,704 SH   OTR 1,4 0 15,704 0
GULFMARK OFFSHORE INC COM 402629208 400 30,657 SH   OTR 1,4 0 30,657 0
GULFMARK OFFSHORE INC COM 402629208 46 3,500 SH   DFND 1 0 3,500 0
H.B. FULLER CO. COM 359694106 452 10,544 SH   OTR 1,4 0 10,544 0
HALCON RESOURCES CORP COM 40537Q209 79 51,176 SH   OTR 1,2 0 51,176 0
HALLIBURTON CO COM 406216101 1,292 29,448 SH   OTR 1,2 0 29,448 0
HALLIBURTON CO COM 406216101 1,167 26,590 SH   DFND 1 0 26,590 0
HALYARD HEALTH INC COM 40650V100 530 10,764 SH   OTR 1,2 0 10,764 0
HARLEY-DAVIDSON INC COM 412822108 671 11,041 SH   OTR 1,4 0 11,041 0
HARLEY-DAVIDSON INC COM 412822108 45 748 SH   DFND 1 0 748 0
HARMAN INTL COM 413086109 27 200 SH   OTR 1,2 0 200 0
HARMAN INTL COM 413086109 1,039 7,774 SH   DFND 1 0 7,774 0
HARTFORD FIN SVCS GROUP INC COM 416515104 142 3,397 SH   OTR 1,4 0 3,397 0
HARTFORD FIN SVCS GROUP INC COM 416515104 1,313 31,385 SH   OTR 1,2 0 31,385 0
HARTFORD FIN SVCS GROUP INC COM 416515104 510 12,198 SH   DFND 1 0 12,198 0
HASBRO INC COM 418056107 2,571 40,657 SH   OTR 1,2 0 40,657 0
HASBRO INC COM 418056107 316 5,000 SH   OTR 1,4 0 5,000 0
HASBRO INC COM 418056107 1,111 17,570 SH   DFND 1 0 17,570 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 5,331 200,193 SH   DFND 1 0 200,193 0
HCA HOLDINGS INC COM 40412C101 3,131 41,621 SH   OTR 1,2 0 41,621 0
HCA HOLDINGS INC COM 40412C101 53 700 SH   DFND 1 0 700 0
HCC INSURANCE HOLDINGS INC COM 404132102 932 16,451 SH   OTR 1,4 0 16,451 0
HD SUPPLY HOLDINGS INC COM 40416M105 604 19,392 SH   OTR 1,2 0 19,392 0
HD SUPPLY HOLDINGS INC COM 40416M105 198 6,370 SH   OTR 1,4 0 6,370 0
HD SUPPLY HOLDINGS INC COM 40416M105 561 18,000 SH   DFND 1 0 18,000 0
HEALTH CARE REIT INC COM 42217K106 4,526 58,512 SH   OTR 1,2 0 58,512 0
HEALTH CARE REIT INC COM 42217K106 201 2,600 SH   DFND 1 0 2,600 0
HEALTH CARE SELECT SECTOR COM 81369Y209 2,631 36,291 SH   OTR 1,2 0 36,291 0
HEALTH CARE SELECT SECTOR COM 81369Y209 7,535 103,928 SH   DFND 1 0 103,928 0
HEALTH CARE SELECT SECTOR COM 81369Y209 18,292 252,300 SH Put DFND 1 0 0 0
HEALTH NET INC COM 42222G108 569 9,400 SH   OTR 1,2 0 9,400 0
HEALTH NET INC COM 42222G108 1,349 22,296 SH   OTR 1,4 0 22,296 0
HEALTHCARE REALTY TRUST INC COM 421946104 958 34,487 SH   OTR 1,4 0 34,487 0
HEALTHSOUTH CORP COM 421924309 241 5,425 SH   OTR 1,4 0 5,425 0
HEALTHSOUTH CORP COM 421924309 14 314 SH   DFND 1 0 314 0
HEARTLAND EXPRESS INC COM 422347104 266 11,203 SH   DFND 1 0 11,203 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 222 4,728 SH   OTR 1,4 0 4,728 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 146 3,125 SH   OTR 1,2 0 3,125 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 211 4,511 SH   DFND 1 0 4,511 0
HELMERICH & PAYNE COM 423452101 701 10,305 SH   OTR 1,4 0 10,305 0
HERBALIFE LTD COM G4412G101 3,354 78,428 SH   OTR 1,2 0 78,428 0
HERCULES OFFSHORE INC COM 427093109 35 82,977 SH   OTR 1,2 0 82,977 0
HERSHA HOSPITALITY TRUST COM 427825104 329 50,900 SH   OTR 1,4 0 50,900 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 361 16,639 SH   OTR 1,4 0 16,639 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 483 22,276 SH   DFND 1 0 22,276 0
HESS CORP COM 42809H107 5,890 86,789 SH   OTR 1,2 0 86,789 0
HESS CORP COM 42809H107 1,038 15,300 SH   OTR 1,4 0 15,300 0
HESS CORP COM 42809H107 1,672 24,636 SH   DFND 1 0 24,636 0
HEWLETT PACKARD CO COM 428236103 7,250 232,671 SH   OTR 1,2 0 232,671 0
HEWLETT PACKARD CO COM 428236103 913 29,300 SH   OTR 1,4 0 29,300 0
HEWLETT PACKARD CO COM 428236103 72 2,296 SH   DFND 1 0 2,296 0
HEXCEL CORP COM 428291108 257 5,005 SH   OTR 1,2 0 5,005 0
HILL-ROM HOLDINGS INC COM 431475102 2,316 47,260 SH   OTR 1,2 0 47,260 0
HILL-ROM HOLDINGS INC COM 431475102 186 3,800 SH   DFND 1 0 3,800 0
HILLTOP HOLDINGS INC COM 432748101 1,061 54,562 SH   OTR 1,4 0 54,562 0
HOLLYFRONTIER CORP COM 436106108 4,271 106,060 SH   OTR 1,2 0 106,060 0
HOLLYFRONTIER CORP COM 436106108 238 5,900 SH   OTR 1,4 0 5,900 0
HOLLYFRONTIER CORP COM 436106108 287 7,132 SH   DFND 1 0 7,132 0
HOLOGIC 2% 15DEC37 SDBCV 436440AB7 4,413 3,000,000 PRN   DFND 1 0 3,000,000 0
HOLOGIC INC COM 436440101 2,747 83,188 SH   OTR 1,2 0 83,188 0
HOME DEPOT INC COM 437076102 1,681 14,800 SH   OTR 1,4 0 14,800 0
HOME DEPOT INC COM 437076102 1,066 9,383 SH   DFND 1 0 9,383 0
HOMEAWAY INC COM 43739Q100 391 12,960 SH   DFND 1 0 12,960 0
HONEYWELL INTL INC COM 438516106 6,676 63,998 SH   OTR 1,2 0 63,998 0
HONEYWELL INTL INC COM 438516106 145 1,386 SH   OTR 1,4 0 1,386 0
HONEYWELL INTL INC COM 438516106 342 3,279 SH   DFND 1 0 3,279 0
HONEYWELL INTL INC COM 438516106 1,544 14,800 SH Put DFND 1 0 0 0
HORMEL FOODS CORP COM 440452100 694 12,210 SH   OTR 1,2 0 12,210 0
HORMEL FOODS CORP COM 440452100 114 2,003 SH   DFND 1 0 2,003 0
HOSPIRA INC COM 441060100 10,102 115,000 SH   OTR 1,3 0 115,000 0
HOSPIRA INC COM 441060100 53 600 SH   DFND 1 0 600 0
HOSPIRA INC COM 441060100 10,980 125,000 SH Call DFND 1 0 0 0
HOST HOTELS & RESORTS INC COM 44107P104 624 30,900 SH   OTR 1,2 0 30,900 0
HRG GROUP INC COM 40434J100 1,062 85,078 SH   OTR 1,2 0 85,078 0
HRG GROUP INC COM 40434J100 96 7,660 SH   DFND 1 0 7,660 0
HUB GROUP INC-CL A COM 443320106 126 3,204 SH   OTR 1,2 0 3,204 0
HUB GROUP INC-CL A COM 443320106 676 17,211 SH   OTR 1,4 0 17,211 0
HUB GROUP INC-CL A COM 443320106 14 358 SH   DFND 1 0 358 0
HUBBELL INC -CL B COM 443510201 99 900 SH   OTR 1,2 0 900 0
HUBBELL INC -CL B COM 443510201 471 4,300 SH   OTR 1,4 0 4,300 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 529 15,938 SH   OTR 1,4 0 15,938 0
HUMANA INC COM 444859102 3,243 18,217 SH   OTR 1,2 0 18,217 0
HUMANA INC COM 444859102 470 2,642 SH   OTR 1,4 0 2,642 0
HUNT JB TRANSPORT SVCS INC COM 445658107 548 6,415 SH   OTR 1,4 0 6,415 0
HUNT JB TRANSPORT SVCS INC COM 445658107 114 1,336 SH   DFND 1 0 1,336 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 322 2,300 SH   OTR 1,4 0 2,300 0
HUTCHINSON TECH COM 448407106 39 14,422 SH   DFND 1 0 14,422 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 33 11,431 SH   OTR 1,2 0 11,431 0
HYATT HOTELS CORP - CL A COM 448579102 516 8,708 SH   OTR 1,2 0 8,708 0
HYATT HOTELS CORP - CL A COM 448579102 1,285 21,707 SH   OTR 1,4 0 21,707 0
HYATT HOTELS CORP - CL A COM 448579102 66 1,113 SH   DFND 1 0 1,113 0
ICONIX BRAND GROUP 2.5% 1JUN16 SDBCV 451055AE7 2,424 2,080,000 PRN   DFND 1 0 2,080,000 0
ICONIX BRAND GROUP INC COM 451055107 286 8,500 SH   OTR 1,4 0 8,500 0
IGATE CORP COM 45169U105 363 8,501 SH   OTR 1,4 0 8,501 0
ILLINOIS TOOL WORKS COM 452308109 6,463 66,536 SH   OTR 1,2 0 66,536 0
ILLINOIS TOOL WORKS COM 452308109 709 7,294 SH   OTR 1,4 0 7,294 0
ILLINOIS TOOL WORKS COM 452308109 54 557 SH   DFND 1 0 557 0
ILLUMINA INC COM 452327109 798 4,300 SH   OTR 1,4 0 4,300 0
ILLUMINA INC COM 452327109 2,911 15,683 SH   DFND 1 0 15,683 0
IMAX CORP COM 45245E109 453 13,448 SH   OTR 1,4 0 13,448 0
IMPAX LABORATORIES INC COM 45256B101 624 13,307 SH   OTR 1,2 0 13,307 0
IMS HEALTH HOLDINGS INC COM 44970B109 721 26,622 SH   OTR 1,2 0 26,622 0
INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 2,091 37,500 SH   OTR 1,2 0 37,500 0
INFINITY PHARMACEUTICALS INC COM 45665G303 313 22,400 SH   OTR 1,4 0 22,400 0
INFINITY PHARMACEUTICALS INC COM 45665G303 118 8,446 SH   OTR 1,2 0 8,446 0
INFINITY PHARMACEUTICALS INC COM 45665G303 57 4,100 SH   DFND 1 0 4,100 0
INFORMATICA CORP COM 45666Q102 725 16,536 SH   OTR 1,4 0 16,536 0
INGERSOLL-RAND PLC COM G47791101 279 4,101 SH   OTR 1,2 0 4,101 0
INGERSOLL-RAND PLC COM G47791101 102 1,500 SH   DFND 1 0 1,500 0
INGRAM MICRO INC CL A COM 457153104 515 20,493 SH   OTR 1,2 0 20,493 0
INGRAM MICRO INC CL A COM 457153104 989 39,386 SH   OTR 1,4 0 39,386 0
INGREDION INC COM 457187102 1,480 19,017 SH   OTR 1,2 0 19,017 0
INGREDION INC COM 457187102 833 10,710 SH   OTR 1,4 0 10,710 0
INNOPHOS HOLDINGS INC COM 45774N108 85 1,510 SH   OTR 1,2 0 1,510 0
INNOPHOS HOLDINGS INC COM 45774N108 186 3,300 SH   OTR 1,4 0 3,300 0
INSULET CORP COM 45784P101 213 6,384 SH   OTR 1,2 0 6,384 0
INSULET CORP COM 45784P101 7 217 SH   DFND 1 0 217 0
INTEGRATED DEVICE TECH INC COM 458118106 4 200 SH   OTR 1,2 0 200 0
INTEGRATED DEVICE TECH INC COM 458118106 517 25,830 SH   OTR 1,4 0 25,830 0
INTEGRYS ENERGY GROUP INC COM 45822P105 2,762 38,356 SH   OTR 1,2 0 38,356 0
INTEGRYS ENERGY GROUP INC COM 45822P105 23 322 SH   DFND 1 0 322 0
INTEL CORP COM 458140100 17,313 553,651 SH   OTR 1,2 0 553,651 0
INTEL CORP COM 458140100 1,072 34,280 SH   DFND 1 0 34,280 0
INTELLIQUENT INC COM 45825N107 149 9,495 SH   OTR 1,2 0 9,495 0
INTELLIQUENT INC COM 45825N107 14 900 SH   OTR 1,4 0 900 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,198 4,249 SH   OTR 1,2 0 4,249 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 47 200 SH   OTR 1,2 0 200 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 1,645 7,050 SH   DFND 1 0 7,050 0
INTERDIGITAL INC COM 45867G101 365 7,200 SH   OTR 1,2 0 7,200 0
INTERDIGITAL INC COM 45867G101 383 7,551 SH   OTR 1,4 0 7,551 0
INTERNATIONAL PAPER CO COM 460146103 683 12,300 SH   OTR 1,2 0 12,300 0
INTERNATIONAL PAPER CO COM 460146103 284 5,121 SH   OTR 1,4 0 5,121 0
INTERNATIONAL PAPER CO COM 460146103 9 165 SH   DFND 1 0 165 0
INTERPUBLIC GROUP COS COM 460690100 256 11,592 SH   OTR 1,4 0 11,592 0
INTERPUBLIC GROUP COS COM 460690100 7 333 SH   DFND 1 0 333 0
INTERSIL HOLDING CORP COM 46069S109 806 56,305 SH   OTR 1,4 0 56,305 0
INTERSIL HOLDING CORP COM 46069S109 16 1,088 SH   DFND 1 0 1,088 0
INTERXION HOLDING NV COM N47279109 647 22,946 SH   OTR 1,4 0 22,946 0
INTERXION HOLDING NV COM N47279109 87 3,088 SH   DFND 1 0 3,088 0
INTL FLAVORS & FRAGRANCES COM 459506101 153 1,305 SH   OTR 1,4 0 1,305 0
INTL FLAVORS & FRAGRANCES COM 459506101 541 4,609 SH   DFND 1 0 4,609 0
INTUIT INC COM 461202103 4,695 48,421 SH   OTR 1,2 0 48,421 0
INTUIT INC COM 461202103 1,161 11,976 SH   OTR 1,4 0 11,976 0
INTUIT INC COM 461202103 11 110 SH   DFND 1 0 110 0
INTUITIVE SURGICAL INC COM 46120E602 471 932 SH   DFND 1 0 932 0
INVESCO LTD COM G491BT108 662 16,677 SH   OTR 1,4 0 16,677 0
INVESCO LTD COM G491BT108 250 6,300 SH   DFND 1 0 6,300 0
INVESCO LTD COM G491BT108 42 1,067 SH   DFND 1 0 1,067 0
ION GEOPHYSICAL COM 462044108 41 18,933 SH   OTR 1,2 0 18,933 0
ION GEOPHYSICAL COM 462044108 2 900 SH   DFND 1 0 900 0
IPATH S&P 500 VIX S/T FU ETN COM 06742E711 1,025 40,000 SH   DFND 1 0 40,000 0
IPATH S&P 500 VIX S/T FU ETN COM 06742E711 10,475 408,700 SH Put DFND 1 0 0 0
ISHARES BARCLAYS 20+ YR TREAS COM 464287432 640 4,900 SH   DFND 1 0 4,900 0
ISHARES DJ US REAL ESTATE COM 464287739 12,430 156,702 SH   OTR 1,2 0 156,702 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 2,005 45,100 SH Call DFND 1 0 0 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 2,005 45,100 SH Put DFND 1 0 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287465 16,043 250,000 SH Put DFND 1 0 0 0
ISHARES MSCI EMERGING MKT IN COM 464287234 14,459 360,300 SH   DFND 1 0 360,300 0
ISHARES MSCI EMERGING MKT IN COM 464287234 7,440 185,400 SH Call DFND 1 0 0 0
ISHARES MSCI EMERGING MKT IN COM 464287234 52,819 1,316,200 SH Put DFND 1 0 0 0
ISHARES NASDAQ BIOTECH INDX COM 464287556 948 2,761 SH   OTR 1,2 0 2,761 0
ISHARES NASDAQ BIOTECH INDX COM 464287556 2,576 7,500 SH Put DFND 1 0 0 0
ISHARES SILVER TRUST COM 46428Q109 11,151 700,000 SH Call DFND 1 0 0 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 671 5,400 SH   DFND 1 0 5,400 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 9,090 73,100 SH Call DFND 1 0 0 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 62,822 505,200 SH Put DFND 1 0 0 0
ISIS PHARMACEUTICALS INC COM 464330109 790 12,400 SH   OTR 1,4 0 12,400 0
ISIS PHARMACEUTICALS INC COM 464330109 48 760 SH   DFND 1 0 760 0
ITC HOLDINGS CORP COM 465685105 509 13,608 SH   OTR 1,4 0 13,608 0
ITC HOLDINGS CORP COM 465685105 38 1,005 SH   DFND 1 0 1,005 0
ITRON INC COM 465741106 508 13,901 SH   OTR 1,4 0 13,901 0
ITT CORP COM 450911201 567 14,212 SH   OTR 1,4 0 14,212 0
ITT CORP COM 450911201 26 647 SH   DFND 1 0 647 0
JACK IN THE BOX INC COM 466367109 809 8,433 SH   OTR 1,4 0 8,433 0
JACK IN THE BOX INC COM 466367109 48 496 SH   DFND 1 0 496 0
JACOBS ENGINEERING GROUP INC COM 469814107 557 12,333 SH   OTR 1,2 0 12,333 0
JANUS CAP GRP INC 0.75%15JUL18 SDBCV 47102XAH8 5,643 3,500,000 PRN   DFND 1 0 3,500,000 0
JIVE SOFTWARE INC COM 47760A108 35 6,851 SH   OTR 1,2 0 6,851 0
JIVE SOFTWARE INC COM 47760A108 51 9,961 SH   DFND 1 0 9,961 0
JOHNSON & JOHNSON COM 478160104 772 7,675 SH   OTR 1,2 0 7,675 0
JOHNSON & JOHNSON COM 478160104 966 9,600 SH   OTR 1,4 0 9,600 0
JOHNSON & JOHNSON COM 478160104 50 500 SH   DFND 1 0 500 0
JOHNSON & JOHNSON COM 478160104 201 2,000 SH Call DFND 1 0 0 0
JOHNSON CONTROLS COM 478366107 1,669 33,097 SH   OTR 1,2 0 33,097 0
JOHNSON CONTROLS COM 478366107 133 2,646 SH   DFND 1 0 2,646 0
JOY GLOBAL INC COM 481165108 406 10,352 SH   OTR 1,4 0 10,352 0
JPMORGAN CHASE & CO COM 46625H100 909 15,000 SH   OTR 1 0 15,000 0
JPMORGAN CHASE & CO COM 46625H100 576 9,513 SH   DFND 1 0 9,513 0
JPMORGAN CHASE & CO COM 46625H100 27,243 449,700 SH Call DFND 1 0 0 0
JPMORGAN CHASE & CO COM 46625H100 25,801 425,900 SH Put DFND 1 0 0 0
JUNIPER NETWORKS INC COM 48203R104 246 10,909 SH   OTR 1,2 0 10,909 0
JUNIPER NETWORKS INC COM 48203R104 137 6,081 SH   DFND 1 0 6,081 0
KAISER ALUMINUM CORP COM 483007704 500 6,500 SH   OTR 1,4 0 6,500 0
KAISER ALUMINUM CORP COM 483007704 92 1,200 SH   DFND 1 0 1,200 0
KANSAS CITY SOUTHERN INDS COM 485170302 896 8,775 SH   OTR 1,2 0 8,775 0
KANSAS CITY SOUTHERN INDS COM 485170302 71 700 SH   OTR 1,4 0 700 0
KANSAS CITY SOUTHERN INDS COM 485170302 3 25 SH   DFND 1 0 25 0
KAR AUCTION SERVICES INC COM 48238T109 499 13,168 SH   OTR 1,4 0 13,168 0
KAR AUCTION SERVICES INC COM 48238T109 2,086 55,000 SH   DFND 1 0 55,000 0
KBR INC COM 48242W106 626 43,265 SH   OTR 1,4 0 43,265 0
KBR INC COM 48242W106 140 9,700 SH   OTR 1,2 0 9,700 0
KBR INC COM 48242W106 78 5,380 SH   DFND 1 0 5,380 0
KELLOGG CO COM 487836108 574 8,700 SH   DFND 1 0 8,700 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 1,048 40,090 SH   OTR 1,4 0 40,090 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 84 3,212 SH   DFND 1 0 3,212 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 462 4,137 SH   DFND 1 0 4,137 0
KEYCORP COM 493267108 10 700 SH   OTR 1,2 0 700 0
KEYCORP COM 493267108 135 9,500 SH   OTR 1,4 0 9,500 0
KEYCORP COM 493267108 131 9,248 SH   DFND 1 0 9,248 0
KIMBERLY-CLARK CORP COM 494368103 709 6,621 SH   OTR 1,4 0 6,621 0
KIMCO REALTY CORP COM 49446R109 100 3,729 SH   OTR 1,4 0 3,729 0
KIMCO REALTY CORP COM 49446R109 910 33,900 SH   DFND 1 0 33,900 0
KINROSS GOLD CORP - CDN COM 496902404 323 146,024 SH   OTR 1,2 0 146,024 0
KIRBY CORP COM 497266106 775 10,324 SH   OTR 1,4 0 10,324 0
KIRBY CORP COM 497266106 68 900 SH   OTR 1,2 0 900 0
KIRBY CORP COM 497266106 46 610 SH   DFND 1 0 610 0
KITE REALTY GROUP TRUST COM 49803T300 202 7,186 SH   OTR 1,4 0 7,186 0
KLA - TENCOR CORP COM 482480100 593 10,179 SH   OTR 1,4 0 10,179 0
KLA - TENCOR CORP COM 482480100 216 3,700 SH   OTR 1,2 0 3,700 0
KLX INC-WHEN ISSUED COM 482539103 545 14,133 SH   OTR 1,2 0 14,133 0
KNIGHT CAPITAL GROUP INC-A COM 48244B100 141 11,508 SH   OTR 1,2 0 11,508 0
KOSMOS ENERGY LTD COM G5315B107 730 92,310 SH   OTR 1,4 0 92,310 0
KRAFT FOODS GROUP INC-W/I COM 50076Q106 95 1,091 SH   OTR 1,4 0 1,091 0
KRAFT FOODS GROUP INC-W/I COM 50076Q106 2,958 33,953 SH   DFND 1 0 33,953 0
L BRANDS INC COM 501797104 9,130 96,834 SH   OTR 1,2 0 96,834 0
L BRANDS INC COM 501797104 17 181 SH   DFND 1 0 181 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 808 6,425 SH   OTR 1,4 0 6,425 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 468 3,724 SH   DFND 1 0 3,724 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 239 1,900 SH Put DFND 1 0 0 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 2,404 19,068 SH   OTR 1,2 0 19,068 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 530 4,200 SH   OTR 1,4 0 4,200 0
LAM RESEARCH COM 512807108 548 7,800 SH   OTR 1,2 0 7,800 0
LAM RESEARCH COM 512807108 1,843 26,241 SH   OTR 1,4 0 26,241 0
LAM RESEARCH COM 512807108 943 13,433 SH   DFND 1 0 13,433 0
LAM RESEARCH CORP 0.5% 15MAY16 SDBCV 512807AJ7 3,002 2,500,000 PRN   DFND 1 0 2,500,000 0
LAMAR ADVERTISING CO COM 512816109 900 15,180 SH   OTR 1,2 0 15,180 0
LAMAR ADVERTISING CO COM 512816109 365 6,162 SH   OTR 1,4 0 6,162 0
LAMAR ADVERTISING CO COM 512816109 514 8,680 SH   DFND 1 0 8,680 0
LANNETT CO INC COM 516012101 238 3,510 SH   OTR 1,2 0 3,510 0
LATTICE SEMICONDUCTOR CORP COM 518415104 938 147,997 SH   OTR 1,4 0 147,997 0
LAYNE CHRISTENSEN COMPANY COM 521050104 72 14,272 SH   OTR 1,2 0 14,272 0
LEAPFROG ENTERPRISES INC COM 52186N106 81 37,310 SH   OTR 1,2 0 37,310 0
LEGG MASON INC COM 524901105 1,273 23,063 SH   OTR 1,4 0 23,063 0
LEGG MASON INC COM 524901105 41 741 SH   DFND 1 0 741 0
LEIDOS HOLDINGS INC COM 525327102 648 15,446 SH   OTR 1,4 0 15,446 0
LEIDOS HOLDINGS INC COM 525327102 223 5,308 SH   DFND 1 0 5,308 0
LEUCADIA NATIONAL CORP COM 527288104 7,507 336,800 SH   OTR 1 0 336,800 0
LEXINGTON REALTY TRUST COM 529043101 772 78,520 SH   OTR 1,4 0 78,520 0
LEXMARK INTL INC CL A COM 529771107 671 15,838 SH   OTR 1,4 0 15,838 0
LEXMARK INTL INC CL A COM 529771107 14 320 SH   DFND 1 0 320 0
LIBERTY GLOBAL INC SERIES C COM G5480U120 1,824 36,622 SH   OTR 1,4 0 36,622 0
LIBERTY GLOBAL INC SERIES C COM G5480U120 1,068 21,439 SH   OTR 1,2 0 21,439 0
LIBERTY GLOBAL INC SERIES C COM G5480U120 1,233 24,750 SH   DFND 1 0 24,750 0
LIBERTY GLOBAL INC SERIES C COM G5480U120 76 1,530 SH   DFND 1 0 1,530 0
LIBERTY MEDIA LLC 3.5% 15JAN31 SDB 530715AN1 830 1,500,000 PRN   DFND 1 0 1,500,000 0
LIBERTY PROPERTY TRUST COM 531172104 867 24,274 SH   OTR 1,4 0 24,274 0
LIBERTY TRIPADVISOR HDG-A I COM 531465102 514 16,154 SH   OTR 1,2 0 16,154 0
LIBERTY VENTURES -SER A COM 53071M880 994 23,664 SH   OTR 1,4 0 23,664 0
LIBERTY VENTURES -SER A COM 53071M880 902 21,478 SH   DFND 1 0 21,478 0
LIFE TIME FITNESS INC COM 53217R207 1,334 18,800 SH Call DFND 1 0 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 301 4,100 SH   OTR 1,4 0 4,100 0
LIFEPOINT HOSPITALS INC COM 53219L109 22 305 SH   DFND 1 0 305 0
LILLY (ELI) & CO COM 532457108 92 1,268 SH   OTR 1,4 0 1,268 0
LILLY (ELI) & CO COM 532457108 255 3,510 SH   OTR 1,2 0 3,510 0
LILLY (ELI) & CO COM 532457108 128 1,765 SH   DFND 1 0 1,765 0
LIMELIGHT NETWORKS INC COM 53261M104 88 24,303 SH   DFND 1 0 24,303 0
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 1,028 15,718 SH   OTR 1,2 0 15,718 0
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 904 13,827 SH   OTR 1,4 0 13,827 0
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 66 1,005 SH   DFND 1 0 1,005 0
LINCOLN NATIONAL CORP COM 534187109 29 500 SH   OTR 1,2 0 500 0
LINCOLN NATIONAL CORP COM 534187109 753 13,100 SH   OTR 1,4 0 13,100 0
LINCOLN NATIONAL CORP COM 534187109 2,056 35,778 SH   DFND 1 0 35,778 0
LINDSAY CORP COM 535555106 90 1,175 SH   OTR 1,2 0 1,175 0
LINDSAY CORP COM 535555106 175 2,298 SH   DFND 1 0 2,298 0
LINEAR TECHNOLOGY CORP COM 535678106 407 8,700 SH   DFND 1 0 8,700 0
LINKEDIN CORP - A COM 53578A108 1,473 5,895 SH   DFND 1 0 5,895 0
LINKEDIN CORP - A COM 53578A108 275 1,100 SH Call DFND 1 0 0 0
LINKEDIN CORP - A COM 53578A108 275 1,100 SH Put DFND 1 0 0 0
LIONS GATE ENTERTAINMENT COR COM 535919203 474 13,987 SH   OTR 1,2 0 13,987 0
LKQ CORP COM 501889208 635 24,852 SH   OTR 1,4 0 24,852 0
LKQ CORP COM 501889208 11 417 SH   DFND 1 0 417 0
LOCKHEED MARTIN CORP COM 539830109 244 1,200 SH Call DFND 1 0 0 0
LOCKHEED MARTIN CORP COM 539830109 1,522 7,500 SH Put DFND 1 0 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 3,765 55,010 SH   OTR 1 0 55,010 0
LORILLARD INC COM 544147101 3,245 49,651 SH   OTR 1,2 0 49,651 0
LORILLARD INC COM 544147101 8,822 135,000 SH   OTR 1,3 0 135,000 0
LORILLARD INC COM 544147101 243 3,723 SH   DFND 1 0 3,723 0
LOWES CO COM 548661107 134 1,800 SH   OTR 1,2 0 1,800 0
LOWES CO COM 548661107 335 4,510 SH   DFND 1 0 4,510 0
LOWES CORP COM 540424108 707 17,327 SH   OTR 1,4 0 17,327 0
LOWES CORP COM 540424108 53 1,304 SH   DFND 1 0 1,304 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 680 15,501 SH   OTR 1,4 0 15,501 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 137 3,130 SH   DFND 1 0 3,130 0
LULULEMON ATHLETICA INC COM 550021109 653 10,200 SH   OTR 1,4 0 10,200 0
LULULEMON ATHLETICA INC COM 550021109 640 10,000 SH Call DFND 1 0 0 0
LULULEMON ATHLETICA INC COM 550021109 538 8,400 SH Put DFND 1 0 0 0
LUMBER LIQUIDATORS INC COM 55003T107 640 20,797 SH   OTR 1,2 0 20,797 0
LUMBER LIQUIDATORS INC COM 55003T107 0 7 SH   DFND 1 0 7 0
LYONDELLBASELL INDU-CL A COM N53745100 7,977 90,857 SH   OTR 1,2 0 90,857 0
LYONDELLBASELL INDU-CL A COM N53745100 53 600 SH   DFND 1 0 600 0
M&T BANK CORPORATION COM 55261F104 254 2,000 SH   DFND 1 0 2,000 0
MACERICH COMPANY (THE) COM 554382101 346 4,100 SH   OTR 1,4 0 4,100 0
MACQUARIE INFRSTRUCTURE CO LL COM 55608B105 404 4,905 SH   OTR 1,2 0 4,905 0
MACQUARIE INFRSTRUCTURE CO LL COM 55608B105 2,722 33,079 SH   DFND 1 0 33,079 0
MACY'S INC COM 55616P104 2,132 32,840 SH   OTR 1,2 0 32,840 0
MACY'S INC COM 55616P104 2,452 37,774 SH   DFND 1 0 37,774 0
MAGELLAN HEALTH INC COM 559079207 278 3,928 SH   OTR 1,2 0 3,928 0
MAGELLAN HEALTH INC COM 559079207 595 8,400 SH   OTR 1,4 0 8,400 0
MAGNA INTERNATIONAL INC COM 559222401 989 18,524 SH   OTR 1,2 0 18,524 0
MAGNA INTERNATIONAL INC COM 559222401 235 4,400 SH   DFND 1 0 4,400 0
MAGNA INTL INC CL A USD COM 559222401 945 17,608 SH   OTR 1,4 0 17,608 0
MAIDEN HOLDINGS LTD COM G5753U112 390 26,265 SH   OTR 1,2 0 26,265 0
MANPOWERGROUP COM 56418H100 551 6,394 SH   OTR 1,4 0 6,394 0
MARATHON OIL CORP COM 565849106 608 23,300 SH   OTR 1,2 0 23,300 0
MARATHON OIL CORP COM 565849106 219 8,398 SH   DFND 1 0 8,398 0
MARATHON PETROLEUM CORP COM 56585A102 5,022 49,046 SH   OTR 1,2 0 49,046 0
MARATHON PETROLEUM CORP COM 56585A102 338 3,300 SH   OTR 1,4 0 3,300 0
MARATHON PETROLEUM CORP COM 56585A102 21 208 SH   DFND 1 0 208 0
MARATHON PETROLEUM CORP COM 56585A102 799 7,800 SH Put DFND 1 0 0 0
MARKETO INC COM 57063L107 364 14,202 SH   OTR 1,4 0 14,202 0
MARKETO INC COM 57063L107 24 922 SH   DFND 1 0 922 0
MARRIOTT INTL - CL A - NEW COM 571903202 2,558 31,852 SH   OTR 1,2 0 31,852 0
MARRIOTT INTL - CL A - NEW COM 571903202 667 8,300 SH   OTR 1,4 0 8,300 0
MARRIOTT INTL - CL A - NEW COM 571903202 139 1,729 SH   DFND 1 0 1,729 0
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 308 3,800 SH   OTR 1,4 0 3,800 0
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 115 1,414 SH   OTR 1,2 0 1,414 0
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 84 1,035 SH   DFND 1 0 1,035 0
MARSH & MCLENNAN CO COM 571748102 735 13,100 SH   OTR 1,4 0 13,100 0
MARSH & MCLENNAN CO COM 571748102 509 9,083 SH   DFND 1 0 9,083 0
MARTIN MARIETTA MATERIALS COM 573284106 1,368 9,787 SH   DFND 1 0 9,787 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 212 14,400 SH   OTR 1,4 0 14,400 0
MASCO CORP COM 574599106 935 35,027 SH   OTR 1,2 0 35,027 0
MASCO CORP COM 574599106 141 5,280 SH   OTR 1,4 0 5,280 0
MASCO CORP COM 574599106 78 2,930 SH   DFND 1 0 2,930 0
MASTEC INC COM 576323109 315 16,302 SH   OTR 1,4 0 16,302 0
MASTERCARD INC-CLASS A COM 57636Q104 308 3,561 SH   OTR 1,2 0 3,561 0
MASTERCARD INC-CLASS A COM 57636Q104 1,028 11,900 SH   OTR 1,4 0 11,900 0
MASTERCARD INC-CLASS A COM 57636Q104 1,028 11,894 SH   DFND 1 0 11,894 0
MASTERCARD INC-CLASS A COM 57636Q104 10,643 123,200 SH Call DFND 1 0 0 0
MASTERCARD INC-CLASS A COM 57636Q104 8,285 95,900 SH Put DFND 1 0 0 0
MATTEL INC COM 577081102 1,634 71,500 SH   OTR 1,4 0 71,500 0
MATTEL INC COM 577081102 93 4,072 SH   DFND 1 0 4,072 0
MATTEL INC COM 577081102 914 40,000 SH Put DFND 1 0 0 0
MATTSON TECHNOLOGY INC COM 577223100 96 24,242 SH   DFND 1 0 24,242 0
MAXIM INTERGRATED PRODUCTS COM 57772K101 586 16,820 SH   OTR 1,4 0 16,820 0
MBIA INC COM 55262C100 449 48,292 SH   OTR 1,4 0 48,292 0
MCCORMICK & CO-NON VTG SHRS COM 579780206 2,288 29,675 SH   OTR 1,2 0 29,675 0
MCDERMOTT INTL INC COM 580037109 77 20,000 SH   OTR 1 0 20,000 0
MCDONALDS CORP COM 580135101 2,524 25,900 SH   OTR 1,4 0 25,900 0
MCDONALDS CORP COM 580135101 1,313 13,478 SH   DFND 1 0 13,478 0
MCDONALDS CORP COM 580135101 1,949 20,000 SH Call DFND 1 0 0 0
MCGRATH RENTCORP COM 580589109 396 12,036 SH   OTR 1,2 0 12,036 0
MCGRATH RENTCORP COM 580589109 46 1,400 SH   DFND 1 0 1,400 0
MCGRAW HILL FINANCIAL INC COM 580645109 455 4,400 SH   OTR 1,4 0 4,400 0
MCGRAW HILL FINANCIAL INC COM 580645109 52 500 SH   DFND 1 0 500 0
MCKESSON CORP COM 58155Q103 163 722 SH   OTR 1,2 0 722 0
MCKESSON CORP COM 58155Q103 136 600 SH   OTR 1,4 0 600 0
MCKESSON CORP COM 58155Q103 339 1,500 SH   DFND 1 0 1,500 0
MEAD JOHNSON NUTRITION CO-A COM 582839106 565 5,622 SH   OTR 1,4 0 5,622 0
MEAD JOHNSON NUTRITION CO-A COM 582839106 44 438 SH   OTR 1,2 0 438 0
MEAD JOHNSON NUTRITION CO-A COM 582839106 620 6,172 SH   DFND 1 0 6,172 0
MEADWESTVACO CORP COM 583334107 5,103 102,317 SH   OTR 1,2 0 102,317 0
MEDIVATION INC COM 58501N101 1,802 13,964 SH   OTR 1,2 0 13,964 0
MEDIVATION INC COM 58501N101 385 2,986 SH   DFND 1 0 2,986 0
MEDNAX INC COM 58502B106 475 6,549 SH   OTR 1,2 0 6,549 0
MEDNAX INC COM 58502B106 418 5,768 SH   OTR 1,4 0 5,768 0
MEDNAX INC COM 58502B106 9 122 SH   DFND 1 0 122 0
MENTOR GRAPH 4% 01APR31 SDBCV 587200AK2 2,500 2,000,000 PRN   DFND 1 0 2,000,000 0
MENTOR GRAPHICS CORP COM 587200106 482 20,057 SH   OTR 1,4 0 20,057 0
MENTOR GRAPHICS CORP COM 587200106 18 753 SH   DFND 1 0 753 0
MERCK & CO COM 58933Y105 5,158 89,733 SH   OTR 1,2 0 89,733 0
MERCK & CO COM 58933Y105 845 14,700 SH   DFND 1 0 14,700 0
MERCURY GENERAL CORP COM 589400100 317 5,486 SH   OTR 1,2 0 5,486 0
MERITOR INC COM 59001K100 159 12,589 SH   OTR 1,2 0 12,589 0
MERITOR INC COM 59001K100 5 377 SH   DFND 1 0 377 0
METLIFE INC COM 59156R108 259 5,121 SH   OTR 1,4 0 5,121 0
METLIFE INC COM 59156R108 1,071 21,192 SH   DFND 1 0 21,192 0
MGIC INVEST CV 5% 01MAY17 SDBCV 552848AD5 1,668 1,500,000 PRN   DFND 1 0 1,500,000 0
MGIC INVESTMENT CORP COM 552848103 2,243 232,882 SH   DFND 1 0 232,882 0
MGM MIRAGE INC 4.25 15APR15 A SDBCV 55303QAE0 13,660 12,000,000 PRN   DFND 1 0 12,000,000 0
MGM RESORTS INTERNATIONAL COM 552953101 2,167 103,028 SH   DFND 1 0 103,028 0
MGM RESORTS INTERNATIONAL COM 552953101 631 30,000 SH Put DFND 1 0 0 0
MICROCHIP TECH INC COM 595017104 954 19,500 SH   OTR 1,4 0 19,500 0
MICRON TECH INC COM 595112103 258 9,500 SH   OTR 1,4 0 9,500 0
MICRON TECH INC COM 595112103 147 5,400 SH   OTR 1,2 0 5,400 0
MICRON TECH INC COM 595112103 333 12,276 SH   DFND 1 0 12,276 0
MICROSOFT CORP COM 594918104 1,057 25,990 SH   OTR 1,4 0 25,990 0
MID-AMERICA APARTMENT COMM COM 59522J103 300 3,879 SH   OTR 1,4 0 3,879 0
MIDSTATES PETROLEUM CO INC COM 59804T100 15 17,940 SH   OTR 1,2 0 17,940 0
MILLER (HERMAN) INC COM 600544100 428 15,415 SH   OTR 1,4 0 15,415 0
MILLER (HERMAN) INC COM 600544100 77 2,788 SH   DFND 1 0 2,788 0
MIMEDX GROUP INC COM 602496101 160 15,367 SH   OTR 1,2 0 15,367 0
MIMEDX GROUP INC COM 602496101 10 943 SH   DFND 1 0 943 0
MITEL NETWORKS CORP COM 60671Q104 437 42,940 SH   OTR 1,2 0 42,940 0
MKS INSTRUMENTS INC COM 55306N104 297 8,776 SH   OTR 1,4 0 8,776 0
MKS INSTRUMENTS INC COM 55306N104 139 4,098 SH   DFND 1 0 4,098 0
MODUSLINK GLOBAL SOLUTIONS I COM 60786L206 22 5,757 SH   OTR 1,2 0 5,757 0
MODUSLINK GLOBAL SOLUTIONS I COM 60786L206 20 5,300 SH   DFND 1 0 5,300 0
MOHAWK INDUSTRIES INC COM 608190104 1,158 6,234 SH   DFND 1 0 6,234 0
MOLINA HEALTH 1.125% 15JAN20 SDBCV 60855RAC4 3,373 2,000,000 PRN   DFND 1 0 2,000,000 0
MOLSON COORS BREWING CO-B COM 60871R209 320 4,300 SH   OTR 1,2 0 4,300 0
MOLSON COORS BREWING CO-B COM 60871R209 557 7,481 SH   OTR 1,4 0 7,481 0
MOLSON COORS BREWING CO-B COM 60871R209 8 107 SH   DFND 1 0 107 0
MOLSON COORS BREWING CO-B COM 60871R209 3,723 50,000 SH Call DFND 1 0 0 0
MONDELEZ INTERNATIONAL INC COM 609207105 5,672 157,150 SH   OTR 1,2 0 157,150 0
MONDELEZ INTERNATIONAL INC COM 609207105 310 8,600 SH   DFND 1 0 8,600 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 876 16,641 SH   OTR 1,4 0 16,641 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 176 3,344 SH   OTR 1,2 0 3,344 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 53 1,000 SH   DFND 1 0 1,000 0
MONSANTO CO COM 61166W101 2,790 24,789 SH   OTR 1,2 0 24,789 0
MONSANTO CO COM 61166W101 1,369 12,168 SH   OTR 1,4 0 12,168 0
MONSANTO CO COM 61166W101 908 8,070 SH   DFND 1 0 8,070 0
MONSTER BEVERAGE CORP COM 611740101 1,844 13,325 SH   DFND 1 0 13,325 0
MONTPELIER RE HOLDINGS LTD COM G62185106 553 14,379 SH   OTR 1,2 0 14,379 0
MONTPELIER RE HOLDINGS LTD COM G62185106 364 9,481 SH   OTR 1,4 0 9,481 0
MOODY'S CORPORATION COM 615369105 4,331 41,720 SH   OTR 1,2 0 41,720 0
MOODY'S CORPORATION COM 615369105 59 571 SH   DFND 1 0 571 0
MOOG INC -CL A COM 615394202 242 3,225 SH   OTR 1,2 0 3,225 0
MORGAN STANLEY COM 617446448 205 5,742 SH   DFND 1 0 5,742 0
MOTOROLA SOLUTIONS INC COM 620076307 1,520 22,796 SH   OTR 1,2 0 22,796 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 657 9,106 SH   OTR 1,4 0 9,106 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 27 373 SH   DFND 1 0 373 0
MURPHY OIL CORP COM 626717102 299 6,406 SH   OTR 1,2 0 6,406 0
MURPHY OIL CORP COM 626717102 140 3,000 SH   DFND 1 0 3,000 0
MURPHY OIL CORP COM 626717102 429 9,200 SH Put DFND 1 0 0 0
MURPHY USA INC COM 626755102 1,614 22,305 SH   OTR 1,4 0 22,305 0
MYLAN NV COM N59465109 303 5,100 SH   OTR 1,4 0 5,100 0
NASDAQ-100 COM 73935A104 21,025 199,100 SH Call DFND 1 0 0 0
NASDAQ-100 COM 73935A104 30,276 286,700 SH Put DFND 1 0 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 649 20,261 SH   OTR 1,4 0 20,261 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 218 8,818 SH   OTR 1,2 0 8,818 0
NATL HEALTH INVESTORS INC COM 63633D104 203 2,863 SH   OTR 1,4 0 2,863 0
NATL PENN BCSHS INC COM 637138108 199 18,454 SH   OTR 1,2 0 18,454 0
NATL PENN BCSHS INC COM 637138108 571 53,000 SH   OTR 1,4 0 53,000 0
NATL PENN BCSHS INC COM 637138108 111 10,300 SH   DFND 1 0 10,300 0
NAVIENT CORP COM 63938C108 602 29,587 SH   OTR 1,2 0 29,587 0
NCI BUILDING SYSTEMS INC COM 628852204 194 11,206 SH   DFND 1 0 11,206 0
NCR CORPORATION COM 62886E108 945 32,030 SH   DFND 1 0 32,030 0
NEOGEN CORP COM 640491106 206 4,412 SH   OTR 1,4 0 4,412 0
NEOGEN CORP COM 640491106 228 4,873 SH   DFND 1 0 4,873 0
NEOSTEM INC COM 640650404 43 16,995 SH   DFND 1 0 16,995 0
NETAPP INC COM 64110D104 511 14,400 SH   OTR 1,4 0 14,400 0
NETAPP INC COM 64110D104 188 5,300 SH   OTR 1,2 0 5,300 0
NETAPP INC COM 64110D104 759 21,407 SH   DFND 1 0 21,407 0
NETFLIX INC COM 64110L106 568 1,363 SH   DFND 1 0 1,363 0
NETSUITE INC COM 64118Q107 247 2,664 SH   OTR 1,2 0 2,664 0
NEW GOLD INC COM 644535106 49 14,600 SH   DFND 1 0 14,600 0
NEW JERSEY RESOURCES COM 646025106 3,781 121,718 SH   OTR 1,2 0 121,718 0
NEW JERSEY RESOURCES COM 646025106 24 766 SH   DFND 1 0 766 0
NEW RESIDENTIAL INVESTMENT COM 64828T201 558 37,097 SH   OTR 1,4 0 37,097 0
NEW RESIDENTIAL INVESTMENT COM 64828T201 87 5,800 SH   DFND 1 0 5,800 0
NEW YORK MORTGAGE TRUST INC COM 649604501 96 12,400 SH   DFND 1 0 12,400 0
NEW YORK TIMES CO CL A COM 650111107 375 27,254 SH   OTR 1,4 0 27,254 0
NEWFIELD EXPLORATION COMPANY COM 651290108 531 15,144 SH   DFND 1 0 15,144 0
NEWS CORP-CL A COM 65249B109 367 22,935 SH   OTR 1,4 0 22,935 0
NEWS CORP-CL A COM 65249B109 42 2,638 SH   DFND 1 0 2,638 0
NEXTERA ENERGY INC COM 65339F101 500 4,808 SH   OTR 1,4 0 4,808 0
NICHOLAS FINANCIAL INC COM 65373J209 160 11,451 SH   OTR 1,2 0 11,451 0
NIKE INC CL B STOCK COM 654106103 251 2,500 SH   DFND 1 0 2,500 0
NIPPON TELEGRAPH & TEL - ADR ADR 654624105 503 16,334 SH   OTR 1,2 0 16,334 0
NOBLE ENERGY INC. COM 655044105 347 7,100 SH   OTR 1,4 0 7,100 0
NOBLE ENERGY INC. COM 655044105 254 5,200 SH   DFND 1 0 5,200 0
NORDSON CORP COM 655663102 474 6,045 SH   OTR 1,4 0 6,045 0
NORDSTROM INC COM 655664100 365 4,540 SH   OTR 1,4 0 4,540 0
NORDSTROM INC COM 655664100 640 7,974 SH   DFND 1 0 7,974 0
NORFOLK SOUTHERN CORP COM 655844108 802 7,790 SH   OTR 1,2 0 7,790 0
NORFOLK SOUTHERN CORP COM 655844108 1,345 13,069 SH   OTR 1,4 0 13,069 0
NORFOLK SOUTHERN CORP COM 655844108 6 55 SH   DFND 1 0 55 0
NORTHROP GRUMMAN CORP COM 666807102 17,042 105,879 SH   OTR 1,2 0 105,879 0
NORTHROP GRUMMAN CORP COM 666807102 278 1,729 SH   DFND 1 0 1,729 0
NORTHSTAR ASSET MANAGEMEN-WI COM 66705Y104 314 13,472 SH   OTR 1,2 0 13,472 0
NORTHSTAR ASSET MANAGEMEN-WI COM 66705Y104 2,283 97,825 SH   DFND 1 0 97,825 0
NORTHSTAR REALTY FINANCE COM 66704R704 6,459 356,435 SH   DFND 1 0 356,435 0
NORTHWESTERN CORP COM 668074305 1,973 36,676 SH   OTR 1,2 0 36,676 0
NOW INC/DE-W/I COM 67011P100 529 24,459 SH   OTR 1,2 0 24,459 0
NTELOS HOLDINGS CORP COM 67020Q305 292 60,893 SH   OTR 1,2 0 60,893 0
NTELOS HOLDINGS CORP COM 67020Q305 24 4,912 SH   DFND 1 0 4,912 0
NTT DOCOMO INC-SPON ADR ADR 62942M201 1,277 73,286 SH   OTR 1,2 0 73,286 0
NU SKIN ENTERPRISES INC - A COM 67018T105 3,214 53,381 SH   OTR 1,2 0 53,381 0
NU SKIN ENTERPRISES INC - A COM 67018T105 4 65 SH   DFND 1 0 65 0
NUANCE COMM INC COM 67020Y100 396 27,563 SH   OTR 1,4 0 27,563 0
NUCOR CORP COM 670346105 4,158 87,472 SH   OTR 1,2 0 87,472 0
NUVEEN MORTGAGE OPPORTUNITY COM 670735109 3,020 129,650 SH   DFND 1 0 129,650 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K203 37 10,419 SH   OTR 1,2 0 10,419 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K203 1 200 SH   DFND 1 0 200 0
NVIDIA CORP 1% 01DEC18 SDBCV 67066GAC8 4,134 3,500,000 PRN   DFND 1 0 3,500,000 0
NXSTAGE MEDICAL INC COM 67072V103 89 5,125 SH   OTR 1,2 0 5,125 0
NXSTAGE MEDICAL INC COM 67072V103 152 8,800 SH   DFND 1 0 8,800 0
OCCIDENTAL PETRO USD COM 674599105 7,852 107,567 SH   OTR 1,2 0 107,567 0
OCCIDENTAL PETRO USD COM 674599105 1,029 14,100 SH   OTR 1,4 0 14,100 0
OCCIDENTAL PETRO USD COM 674599105 49 672 SH   DFND 1 0 672 0
OCEAN POWER TECHNOLOGIES INC COM 674870308 7 14,693 SH   OTR 1,2 0 14,693 0
OCEANEERING INTL INC COM 675232102 647 12,000 SH   OTR 1,2 0 12,000 0
OCLARO INC COM 67555N206 38 19,333 SH   DFND 1 0 19,333 0
OCWEN FINANCIAL CORP COM 675746309 7,296 884,400 SH Put OTR 1 0 0 0
OFFICE DEPOT INC COM 676220106 6,394 694,957 SH   OTR 1,3 0 694,957 0
OFFICE DEPOT INC COM 676220106 335 36,359 SH   DFND 1 0 36,359 0
OIL STATES INTERNATIONAL INC COM 678026105 549 13,800 SH   OTR 1,2 0 13,800 0
OIL STATES INTERNATIONAL INC COM 678026105 696 17,490 SH   OTR 1,4 0 17,490 0
OIL STATES INTERNATIONAL INC COM 678026105 26 661 SH   DFND 1 0 661 0
OLD DOMINION FREIGHT LINE COM 679580100 224 2,900 SH   OTR 1,2 0 2,900 0
OLD NATL BANCORP/IN COM 680033107 278 19,594 SH   OTR 1,4 0 19,594 0
OLD NATL BANCORP/IN COM 680033107 6 454 SH   DFND 1 0 454 0
OLIN CORP COM 680665205 90 2,800 SH   OTR 1,2 0 2,800 0
OLIN CORP COM 680665205 238 7,443 SH   OTR 1,4 0 7,443 0
OMNICARE INC COM 681904108 946 12,279 SH   OTR 1,4 0 12,279 0
OMNICARE INC COM 681904108 150 1,953 SH   OTR 1,2 0 1,953 0
OMNICARE INC COM 681904108 6 77 SH   DFND 1 0 77 0
ON ASSIGNMENT INC COM 682159108 140 3,637 SH   OTR 1,2 0 3,637 0
ON ASSIGNMENT INC COM 682159108 1,010 26,322 SH   OTR 1,4 0 26,322 0
ON ASSIGNMENT INC COM 682159108 13 328 SH   DFND 1 0 328 0
OPEN TEXT CORP COM 683715106 140 2,648 SH   OTR 1,4 0 2,648 0
OPEN TEXT CORP COM 683715106 85 1,614 SH   DFND 1 0 1,614 0
OPKO HEALTH INC COM 68375N103 578 40,764 SH   OTR 1,2 0 40,764 0
ORACLE CORP COM 68389X105 4,987 115,573 SH   OTR 1,2 0 115,573 0
ORACLE CORP COM 68389X105 1,614 37,400 SH   OTR 1,4 0 37,400 0
ORACLE CORP COM 68389X105 59 1,356 SH   DFND 1 0 1,356 0
P G & E CORP COM 69331C108 5 100 SH   OTR 1,2 0 100 0
P G & E CORP COM 69331C108 430 8,100 SH   OTR 1,4 0 8,100 0
PACKAGING CORP OF AMERICA COM 695156109 16 200 SH   OTR 1,2 0 200 0
PACKAGING CORP OF AMERICA COM 695156109 203 2,600 SH   OTR 1,4 0 2,600 0
PACKAGING CORP OF AMERICA COM 695156109 30 388 SH   DFND 1 0 388 0
PACWEST BANCORP COM 695263103 310 6,615 SH   OTR 1,4 0 6,615 0
PALL CORP COM 696429307 313 3,120 SH   OTR 1,4 0 3,120 0
PALL CORP COM 696429307 149 1,485 SH   DFND 1 0 1,485 0
PALL CORP COM 696429307 271 2,700 SH Put DFND 1 0 0 0
PALO ALTO NETWORKS INC COM 697435105 2,922 20,000 SH Call DFND 1 0 0 0
PAPA JOHNS INTL COM 698813102 756 12,227 SH   OTR 1,4 0 12,227 0
PAPA JOHNS INTL COM 698813102 11 171 SH   DFND 1 0 171 0
PARAGON OFFSHORE PLC-W/I COM G6S01W108 186 143,451 SH   OTR 1,2 0 143,451 0
PARKER DRILLING CO COM 701081101 71 20,300 SH   OTR 1,2 0 20,300 0
PARKER DRILLING CO COM 701081101 81 23,200 SH   DFND 1 0 23,200 0
PARKER-HANNIFIN CORP COM 701094104 4,385 36,918 SH   OTR 1,2 0 36,918 0
PARKER-HANNIFIN CORP COM 701094104 665 5,600 SH   DFND 1 0 5,600 0
PARKER-HANNIFIN CORP COM 701094104 297 2,500 SH Put DFND 1 0 0 0
PARKWAY PROPERTIES INC/MD COM 70159Q104 246 14,192 SH   OTR 1,4 0 14,192 0
PARTNERRE LTD COM G6852T105 1,542 13,488 SH   OTR 1,2 0 13,488 0
PARTNERRE LTD COM G6852T105 1,540 13,466 SH   OTR 1,4 0 13,466 0
PATTERSON COS INC COM 703395103 474 9,719 SH   OTR 1,4 0 9,719 0
PATTERSON COS INC COM 703395103 115 2,358 SH   DFND 1 0 2,358 0
PAYCHEX INC COM 704326107 704 14,194 SH   OTR 1,4 0 14,194 0
PAYCHEX INC COM 704326107 556 11,200 SH   DFND 1 0 11,200 0
PBF ENERGY INC COM 69318G106 639 18,850 SH   OTR 1,4 0 18,850 0
PEARSON PLC-SPONSORED ADR ADR 705015105 602 27,864 SH   OTR 1,2 0 27,864 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 877 18,833 SH   OTR 1,4 0 18,833 0
PEMBINA PIPELINE CORP COM 706327103 284 8,994 SH   DFND 1 0 8,994 0
PENSKE AUTO GROUP INC COM 70959W103 186 3,619 SH   OTR 1,4 0 3,619 0
PENSKE AUTO GROUP INC COM 70959W103 607 11,784 SH   OTR 1,2 0 11,784 0
PEPSICO INC COM 713448108 10,053 105,138 SH   OTR 1,2 0 105,138 0
PEPSICO INC COM 713448108 306 3,200 SH   OTR 1,4 0 3,200 0
PEPSICO INC COM 713448108 48 500 SH   DFND 1 0 500 0
PERKINELMER INC COM 714046109 798 15,603 SH   OTR 1,2 0 15,603 0
PERKINELMER INC COM 714046109 153 3,000 SH   DFND 1 0 3,000 0
PETROQUEST ENERGY INC COM 716748108 73 31,657 SH   OTR 1,2 0 31,657 0
PETROQUEST ENERGY INC COM 716748108 60 26,221 SH   DFND 1 0 26,221 0
PFIZER INC COM 717081103 20,076 577,070 SH   OTR 1,2 0 577,070 0
PFIZER INC COM 717081103 1,444 41,500 SH   DFND 1 0 41,500 0
PHARMACYCLICS INC COM 716933106 8,958 35,000 SH   OTR 1,3 0 35,000 0
PHARMACYCLICS INC COM 716933106 102 400 SH   OTR 1,4 0 400 0
PHILIP MORRIS INTERNATIONAL COM 718172109 876 11,623 SH   OTR 1,4 0 11,623 0
PHILIP MORRIS INTERNATIONAL COM 718172109 21 281 SH   DFND 1 0 281 0
PHILLIPS 66-W/I COM 718546104 307 3,911 SH   OTR 1,2 0 3,911 0
PHILLIPS 66-W/I COM 718546104 1,664 21,166 SH   DFND 1 0 21,166 0
PHILLIPS 66-W/I COM 718546104 2,044 26,000 SH Put DFND 1 0 0 0
PIER 1 IMPORTS INC DEL COM 720279108 364 26,063 SH   OTR 1,4 0 26,063 0
PIER 1 IMPORTS INC DEL COM 720279108 0 1 SH   DFND 1 0 1 0
PILGRIM'S PRIDE CORP COM 72147K108 3,408 150,851 SH   OTR 1,2 0 150,851 0
PILGRIM'S PRIDE CORP COM 72147K108 1 59 SH   DFND 1 0 59 0
PINNACLE ENTERTAINMENT INC COM 723456109 7,940 220,000 SH Call OTR 1,3 0 0 0
PINNACLE FOODS INC COM 72348P104 323 7,905 SH   OTR 1,4 0 7,905 0
PIONEER ENERGY SERVICES CORP COM 723664108 131 24,129 SH   OTR 1,2 0 24,129 0
PITNEY-BOWES INC COM 724479100 417 17,900 SH   OTR 1,2 0 17,900 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 544 21,200 SH   DFND 1 0 21,200 0
PMC SIERRA INC COM 69344F106 603 64,971 SH   OTR 1,4 0 64,971 0
PMC SIERRA INC COM 69344F106 10 1,106 SH   DFND 1 0 1,106 0
PNM RESOURCES INC COM 69349H107 915 31,328 SH   OTR 1,4 0 31,328 0
POLARIS INDUSTRIES INC COM 731068102 1,525 10,810 SH   DFND 1 0 10,810 0
POLYCOM INC COM 73172K104 489 36,500 SH   OTR 1,2 0 36,500 0
POLYCOM INC COM 73172K104 695 51,830 SH   OTR 1,4 0 51,830 0
POLYONE CORPORATION COM 73179P106 1,157 30,986 SH   OTR 1,4 0 30,986 0
POLYONE CORPORATION COM 73179P106 3 90 SH   DFND 1 0 90 0
POOL CORP COM 73278L105 398 5,700 SH   OTR 1,4 0 5,700 0
POPEYES LOUISIANA KITCHEN IN COM 732872106 221 3,700 SH   OTR 1,4 0 3,700 0
POPEYES LOUISIANA KITCHEN IN COM 732872106 26 427 SH   DFND 1 0 427 0
POPULAR INC COM 733174700 210 6,111 SH   OTR 1,2 0 6,111 0
POPULAR INC COM 733174700 121 3,527 SH   OTR 1,4 0 3,527 0
POPULAR INC COM 733174700 44 1,273 SH   DFND 1 0 1,273 0
PORTFOLIO RECOVERY ASSOCIATE COM 69354N106 753 13,863 SH   OTR 1,4 0 13,863 0
PORTFOLIO RECOVERY ASSOCIATE COM 69354N106 2 32 SH   DFND 1 0 32 0
POST PROPERTIES INC COM 737464107 554 9,735 SH   OTR 1,4 0 9,735 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 271 8,400 SH   OTR 1,4 0 8,400 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 35 1,071 SH   DFND 1 0 1,071 0
POWER INTEGRATIONS INC COM 739276103 44 840 SH   OTR 1,4 0 840 0
POWER INTEGRATIONS INC COM 739276103 158 3,036 SH   DFND 1 0 3,036 0
PPG INDUSTRIES INC COM 693506107 2,216 9,825 SH   OTR 1,2 0 9,825 0
PPG INDUSTRIES INC COM 693506107 1,160 5,144 SH   OTR 1,4 0 5,144 0
PPG INDUSTRIES INC COM 693506107 1,771 7,853 SH   DFND 1 0 7,853 0
PPL CORP COM 69351T106 458 13,600 SH   DFND 1 0 13,600 0
PRAXAIR INC COM 74005P104 2,447 20,263 SH   OTR 1,2 0 20,263 0
PRAXAIR INC COM 74005P104 671 5,555 SH   DFND 1 0 5,555 0
PRECISION CASTPARTS CORP COM 740189105 299 1,426 SH   OTR 1,2 0 1,426 0
PREMIER INC-CLASS A COM 74051N102 487 12,971 SH   OTR 1,4 0 12,971 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 227 5,294 SH   OTR 1,4 0 5,294 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 2 57 SH   OTR 1,2 0 57 0
PRICELINE.COM INC COM 741503403 116 100 SH   OTR 1,4 0 100 0
PRICELINE.COM INC COM 741503403 23,849 20,486 SH   DFND 1 0 20,486 0
PRICELINE.COM INC COM 741503403 11,409 9,800 SH Call DFND 1 0 0 0
PRICELINE.COM INC COM 741503403 80,908 69,500 SH Put DFND 1 0 0 0
PRIMERICA INC COM 74164M108 730 14,334 SH   OTR 1,4 0 14,334 0
PRIMERICA INC COM 74164M108 5 100 SH   OTR 1,2 0 100 0
PRIMERICA INC COM 74164M108 202 3,969 SH   DFND 1 0 3,969 0
PRIVATEBANCORP INC COM 742962103 231 6,574 SH   OTR 1,2 0 6,574 0
PROASSURANCE CORP COM 74267C106 471 10,263 SH   OTR 1,2 0 10,263 0
PROASSURANCE CORP COM 74267C106 825 17,973 SH   OTR 1,4 0 17,973 0
PROASSURANCE CORP COM 74267C106 6 130 SH   DFND 1 0 130 0
PROCTER & GAMBLE COM 742718109 2,984 36,417 SH   OTR 1,4 0 36,417 0
PROCTER & GAMBLE COM 742718109 219 2,676 SH   DFND 1 0 2,676 0
PROGENICS PHARMACEUTICALS COM 743187106 96 16,100 SH   DFND 1 0 16,100 0
PROLOGIS INC COM 74340W103 353 8,100 SH   DFND 1 0 8,100 0
PROSPECT CAPITAL CORP COM 74348T102 146 17,284 SH   OTR 1,4 0 17,284 0
PROSPERITY BANCSHARES INC COM 743606105 262 5,000 SH   OTR 1,2 0 5,000 0
PROSPERITY BANCSHARES INC COM 743606105 13 246 SH   DFND 1 0 246 0
PRUDENTIAL FINANCIAL INC COM 744320102 423 5,269 SH   DFND 1 0 5,269 0
PRUDENTIAL PLC - ADR ADR 74435K204 241 4,824 SH   OTR 1,2 0 4,824 0
PTC INC COM 69370C100 208 5,760 SH   OTR 1,4 0 5,760 0
PTC INC COM 69370C100 40 1,100 SH   OTR 1,2 0 1,100 0
PTC INC COM 69370C100 5 148 SH   DFND 1 0 148 0
PULTE HOMES INC COM 745867101 67 3,000 SH   OTR 1,2 0 3,000 0
PULTE HOMES INC COM 745867101 158 7,100 SH   OTR 1,4 0 7,100 0
PVH CORP COM 693656100 32 300 SH   OTR 1,2 0 300 0
PVH CORP COM 693656100 754 7,077 SH   OTR 1,4 0 7,077 0
QEP RESOURCES INC COM 74733V100 513 24,600 SH   OTR 1,2 0 24,600 0
QLOGIC CORP COM 747277101 824 55,913 SH   OTR 1,4 0 55,913 0
QUALCOMM INC. COM 747525103 603 8,700 SH   OTR 1,4 0 8,700 0
QUALCOMM INC. COM 747525103 1,797 25,915 SH   DFND 1 0 25,915 0
QUANEX CORP COM 747619104 215 10,867 SH   OTR 1,2 0 10,867 0
QUANTA SERVICES INC COM 74762E102 1,401 49,092 SH   OTR 1,4 0 49,092 0
QUANTA SERVICES INC COM 74762E102 161 5,644 SH   OTR 1,2 0 5,644 0
QUANTA SERVICES INC COM 74762E102 11 390 SH   DFND 1 0 390 0
QUEST DIAGNOSTICS INC COM 74834L100 807 10,500 SH   OTR 1,4 0 10,500 0
QUEST DIAGNOSTICS INC COM 74834L100 113 1,471 SH   DFND 1 0 1,471 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 1,277 19,068 SH   OTR 1,2 0 19,068 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 118 1,764 SH   OTR 1,4 0 1,764 0
RACKSPACE HOSTING INC COM 750086100 299 5,800 SH   OTR 1,4 0 5,800 0
RACKSPACE HOSTING INC COM 750086100 516 10,000 SH   DFND 1 0 10,000 0
RAIT FINANCIAL 4 1OCT33 SDBCV 749227AB0 2,244 2,616,000 PRN   OTR 1 0 2,616,000 0
RALPH LAUREN CORP COM 751212101 1,195 9,087 SH   OTR 1,2 0 9,087 0
RALPH LAUREN CORP COM 751212101 473 3,600 SH   OTR 1,4 0 3,600 0
RAMCO-GERSHENSON PROPERTIES COM 751452202 266 14,300 SH   OTR 1,4 0 14,300 0
RAYONIER TRS 4.5% 15AUG15 SDBCV 75508AAC0 3,110 2,670,000 PRN   DFND 1 0 2,670,000 0
RAYTHEON COMPANY COM 755111507 546 5,000 SH Put DFND 1 0 0 0
READING INTERNATIONAL INC-A COM 755408101 81 6,035 SH   OTR 1,2 0 6,035 0
READING INTERNATIONAL INC-A COM 755408101 15 1,100 SH   OTR 1,4 0 1,100 0
READING INTERNATIONAL INC-A COM 755408101 2,291 170,300 SH   OTR 1 0 170,300 0
REALNETWORKS INC COM 75605L708 88 13,128 SH   OTR 1,2 0 13,128 0
REALTY INCOME CORP COM 756109104 712 13,800 SH   OTR 1,4 0 13,800 0
RED HAT INC COM 756577102 2,029 26,789 SH   OTR 1,2 0 26,789 0
RED HAT INC COM 756577102 1,755 23,166 SH   DFND 1 0 23,166 0
REDWOOD TRUST INC COM 758075402 521 29,135 SH   OTR 1,4 0 29,135 0
REDWOOD TRUST INC COM 758075402 95 5,300 SH   DFND 1 0 5,300 0
REGAL ENTERTAINMENT GROUP - A COM 758766109 928 40,652 SH   OTR 1,2 0 40,652 0
REGIONS FINANCIAL CORP COM 7591EP100 1,609 170,240 SH   OTR 1,2 0 170,240 0
REGIONS FINANCIAL CORP COM 7591EP100 71 7,500 SH   OTR 1,4 0 7,500 0
REGIONS FINANCIAL CORP COM 7591EP100 51 5,400 SH   DFND 1 0 5,400 0
RELIANCE STEEL & ALUMINUM COM 759509102 439 7,192 SH   OTR 1,4 0 7,192 0
RELIANCE STEEL & ALUMINUM COM 759509102 10 160 SH   DFND 1 0 160 0
REPUBLIC SERVICES INC COM 760759100 411 10,135 SH   OTR 1,4 0 10,135 0
REPUBLIC SERVICES INC COM 760759100 150 3,700 SH   DFND 1 0 3,700 0
RESMED INC COM 761152107 36 500 SH   OTR 1,4 0 500 0
RESMED INC COM 761152107 2,244 31,265 SH   OTR 1,2 0 31,265 0
RESOLUTE ENERGY CORP COM 76116A108 22 39,647 SH   OTR 1,2 0 39,647 0
RESTAURANT BRANDS INTERN COM 76131D103 1,402 36,500 SH   DFND 1 0 36,500 0
RESTAURANT BRANDS INTERN-W/I COM 76131D103 1,397 36,503 SH   OTR 1,2 0 36,503 0
RETAIL PROPERTIES OF AME - A COM 76131V202 328 20,482 SH   OTR 1,4 0 20,482 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 32 28,396 SH   OTR 1,2 0 28,396 0
REYNOLDS AMERICAN INC COM 761713106 2,855 41,434 SH   OTR 1,2 0 41,434 0
REYNOLDS AMERICAN INC COM 761713106 372 5,400 SH   OTR 1,4 0 5,400 0
REYNOLDS AMERICAN INC COM 761713106 96 1,400 SH   DFND 1 0 1,400 0
RIGEL PHARMACEUTICALS COM 766559603 69 19,336 SH   DFND 1 0 19,336 0
RINGCENTRAL INC-CLASS A COM 76680R206 237 15,430 SH   OTR 1,4 0 15,430 0
RINGCENTRAL INC-CLASS A COM 76680R206 74 4,822 SH   OTR 1,2 0 4,822 0
RINGCENTRAL INC-CLASS A COM 76680R206 2 101 SH   DFND 1 0 101 0
RIO ALTO MINING LTD COM 76689T104 1,941 789,000 SH   OTR 1,2 0 789,000 0
RIO ALTO MINING LTD COM 76689T104 13 5,400 SH   DFND 1 0 5,400 0
ROBERT HALF INTL INC COM 770323103 1,168 19,303 SH   OTR 1,4 0 19,303 0
ROBERT HALF INTL INC COM 770323103 123 2,026 SH   DFND 1 0 2,026 0
ROCKWELL INTL CORP COM 773903109 210 1,812 SH   OTR 1,2 0 1,812 0
ROCKWELL INTL CORP COM 773903109 62 537 SH   DFND 1 0 537 0
ROGERS COMMUNICATIONS -CL B COM 775109200 466 13,910 SH   OTR 1,4 0 13,910 0
ROGERS COMMUNICATIONS -CL B COM 775109200 77 2,300 SH   DFND 1 0 2,300 0
ROLLINS INC COM 775711104 253 10,229 SH   OTR 1,2 0 10,229 0
ROSS STORES INC COM 778296103 2,169 20,582 SH   OTR 1,2 0 20,582 0
ROSS STORES INC COM 778296103 901 8,556 SH   OTR 1,4 0 8,556 0
ROSS STORES INC COM 778296103 734 6,968 SH   DFND 1 0 6,968 0
ROUNDY'S INC COM 779268101 70 14,262 SH   DFND 1 0 14,262 0
ROVI CORP COM 779376102 643 35,319 SH   OTR 1,4 0 35,319 0
ROVI CORP COM 779376102 141 7,740 SH   OTR 1,2 0 7,740 0
ROVI CORP COM 779376102 75 4,132 SH   DFND 1 0 4,132 0
ROWAN COS PLC COM G7665A101 436 24,615 SH   OTR 1,2 0 24,615 0
ROWAN COS PLC COM G7665A101 76 4,317 SH   DFND 1 0 4,317 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 246 3,000 SH   OTR 1,2 0 3,000 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 49 600 SH   DFND 1 0 600 0
RPC INC COM 749660106 507 39,578 SH   OTR 1,2 0 39,578 0
RPM INC INTERNATIONAL INC COM 749685103 3,848 80,184 SH   OTR 1,2 0 80,184 0
RPM INC INTERNATIONAL INC COM 749685103 2,602 54,210 SH   OTR 1,4 0 54,210 0
RPM INC INTERNATIONAL INC COM 749685103 52 1,081 SH   DFND 1 0 1,081 0
RR DONNELLEY & SONS CO COM 257867101 437 22,748 SH   OTR 1,2 0 22,748 0
S & P 400 MID-CAP DEP RECPT COM 78467Y107 790 2,850 SH   OTR 1,4 0 2,850 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 1,321 6,400 SH   OTR 1,2 0 6,400 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 1,619 7,842 SH   OTR 1,4 0 7,842 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 40,378 195,600 SH Put OTR 1 0 0 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 18,790 91,026 SH   DFND 1 0 91,026 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 1,001 4,849 SH   DFND 1 0 4,849 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 51,773 250,800 SH Call DFND 1 0 0 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 684,832 3,317,500 SH Put DFND 1 0 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 43,203 250,000 SH   OTR 1,2 0 250,000 0
SANDISK CORP COM 80004C101 2,882 45,300 SH   OTR 1 0 45,300 0
SANDISK CORP COM 80004C101 3,096 48,660 SH   OTR 1,2 0 48,660 0
SANDISK CORP COM 80004C101 6 98 SH   DFND 1 0 98 0
SANDISK CORP COM 80004C101 1,591 25,000 SH Call DFND 1 0 0 0
SANDISK CORP CV 1.5% 15AUG17 SDBCV 80004CAD3 4,095 3,000,000 PRN   DFND 1 0 3,000,000 0
SANDRIDGE ENERGY INC COM 80007P307 262 147,235 SH   OTR 1,2 0 147,235 0
SANGAMO BIOSCIENCES INC COM 800677106 180 11,456 SH   OTR 1,4 0 11,456 0
SANGAMO BIOSCIENCES INC COM 800677106 20 1,302 SH   DFND 1 0 1,302 0
SANOFI-AVENTIS SA-CVR COM 80105N113 68 100,000 SH   DFND 1 0 100,000 0
SCANA CORP COM 80589M102 253 4,600 SH   DFND 1 0 4,600 0
SCHLUMBERGER LTD COM 806857108 1,276 15,288 SH   OTR 1,2 0 15,288 0
SCHLUMBERGER LTD COM 806857108 234 2,800 SH   DFND 1 0 2,800 0
SCHLUMBERGER LTD COM 806857108 801 9,600 SH Put DFND 1 0 0 0
SCHWAB (CHARLES) CORP COM 808513105 247 8,123 SH   DFND 1 0 8,123 0
SCIENCE APPLICATIONS INTE-WI COM 808625107 883 17,201 SH   OTR 1,4 0 17,201 0
SCIENCE APPLICATIONS INTE-WI COM 808625107 91 1,774 SH   OTR 1,2 0 1,774 0
SCIENCE APPLICATIONS INTE-WI COM 808625107 10 188 SH   DFND 1 0 188 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,767 25,769 SH   OTR 1,2 0 25,769 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,663 24,258 SH   OTR 1,4 0 24,258 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 684 9,975 SH   DFND 1 0 9,975 0
SEALED AIR CORP - NEW COM 81211K100 690 15,153 SH   DFND 1 0 15,153 0
SEARS HOLDINGS CORP COM 812350106 1,866 45,088 SH   OTR 1,2 0 45,088 0
SEATTLE GENETICS INC /WA COM 812578102 496 14,022 SH   OTR 1,2 0 14,022 0
SEATTLE GENETICS INC /WA COM 812578102 107 3,025 SH   OTR 1,4 0 3,025 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 783 40,592 SH   OTR 1,4 0 40,592 0
SELECT COMFORT CORPORATION COM 81616X103 754 21,868 SH   OTR 1,4 0 21,868 0
SEMPRA ENERGY COM 816851109 240 2,200 SH   OTR 1,2 0 2,200 0
SEMTECH CORP COM 816850101 485 18,188 SH   OTR 1,4 0 18,188 0
SENIOR HOUSING PROP TRUST COM 81721M109 442 19,908 SH   OTR 1,4 0 19,908 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 775 11,249 SH   OTR 1,4 0 11,249 0
SERVICE CORP INTERNATIONAL COM 817565104 760 29,181 SH   OTR 1,2 0 29,181 0
SERVICE CORP INTERNATIONAL COM 817565104 216 8,309 SH   OTR 1,4 0 8,309 0
SEVENTY SEVEN ENERGY INC-W/I COM 818097107 189 45,602 SH   OTR 1,2 0 45,602 0
SHERWIN WILLIAMS COM 824348106 12,117 42,592 SH   OTR 1,2 0 42,592 0
SHERWIN WILLIAMS COM 824348106 427 1,500 SH   OTR 1,4 0 1,500 0
SHERWIN WILLIAMS COM 824348106 114 400 SH   DFND 1 0 400 0
SIGMA DESIGNS INC COM 826565103 93 11,620 SH   DFND 1 0 11,620 0
SIGMA-ALDRICH COM 826552101 4,284 30,989 SH   OTR 1,2 0 30,989 0
SIGMA-ALDRICH COM 826552101 55 400 SH   DFND 1 0 400 0
SIGNET JEWELERS LTD COM G81276100 97 697 SH   OTR 1,4 0 697 0
SIGNET JEWELERS LTD COM G81276100 579 4,170 SH   DFND 1 0 4,170 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 912 18,832 SH   OTR 1,2 0 18,832 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 323 6,671 SH   OTR 1,4 0 6,671 0
SKYWORKS SOLUTIONS INC COM 83088M102 571 5,806 SH   OTR 1,4 0 5,806 0
SKYWORKS SOLUTIONS INC COM 83088M102 49 500 SH   DFND 1 0 500 0
SLM CORP COM 78442P106 278 30,000 SH   OTR 1,2 0 30,000 0
SMITH (A.O.) CORP COM 831865209 205 3,126 SH   OTR 1,4 0 3,126 0
SOLARCITY CORP 2.75% 01NOV18 SDBCV 83416TAA8 4,725 4,500,000 PRN   DFND 1 0 4,500,000 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 814 37,100 SH   DFND 1 0 37,100 0
SOLAZYME INC COM 83415T101 96 33,651 SH   OTR 1,2 0 33,651 0
SOLERA HOLDINGS INC COM 83421A104 1,226 23,732 SH   OTR 1,4 0 23,732 0
SONIC AUTOMOTIVE INC COM 83545G102 532 21,381 SH   OTR 1,4 0 21,381 0
SONIC AUTOMOTIVE INC COM 83545G102 123 4,944 SH   OTR 1,2 0 4,944 0
SONIC AUTOMOTIVE INC COM 83545G102 12 469 SH   DFND 1 0 469 0
SONIC CORP COM 835451105 252 7,937 SH   OTR 1,4 0 7,937 0
SONOCO PRODUCTS CO COM 835495102 286 6,299 SH   OTR 1,2 0 6,299 0
SONOCO PRODUCTS CO COM 835495102 201 4,412 SH   OTR 1,4 0 4,412 0
SOTHEBY'S COM 835898107 496 11,740 SH   DFND 1 0 11,740 0
SOUTHERN CO COM 842587107 425 9,600 SH   OTR 1,4 0 9,600 0
SOUTHERN CO COM 842587107 875 19,766 SH   DFND 1 0 19,766 0
SOUTHERN COPPER CORP COM 84265V105 622 21,300 SH   OTR 1,4 0 21,300 0
SOUTHWEST AIRLINES COM 844741108 164 3,700 SH   OTR 1,4 0 3,700 0
SOUTHWEST AIRLINES COM 844741108 208 4,700 SH   OTR 1,2 0 4,700 0
SOUTHWEST AIRLINES COM 844741108 167 3,773 SH   DFND 1 0 3,773 0
SOUTHWESTERN ENERGY CO COM 845467109 21 900 SH   OTR 1,4 0 900 0
SOUTHWESTERN ENERGY CO COM 845467109 888 38,300 SH   DFND 1 0 38,300 0
SOVRAN SELF STORAGE INC COM 84610H108 6,294 67,000 SH   OTR 1 0 67,000 0
SPDR BARCLAYS HIGH YIELD BOND COM 78464A417 2,353 60,000 SH   OTR 1 0 60,000 0
SPDR GOLD TRUST COM 78463V107 1,137 10,000 SH Call DFND 1 0 0 0
SPDR OIL & GAS EQUIP COM 78464A748 276 10,957 SH   OTR 1,2 0 10,957 0
SPDR S&P HOMEBUILDERS ETF COM 78464A888 1,876 50,900 SH Call DFND 1 0 0 0
SPDR S&P HOMEBUILDERS ETF COM 78464A888 1,876 50,900 SH Put DFND 1 0 0 0
SPDR S&P OUL & GAS EXPLORATION COM 78464A730 764 14,783 SH   OTR 1,2 0 14,783 0
SPECTRA ENERGY CORP COM 847560109 205 5,667 SH   DFND 1 0 5,667 0
SPECTRA ENERGY CORP COM 847560109 282 7,800 SH Put DFND 1 0 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 766 8,553 SH   OTR 1,4 0 8,553 0
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 1,186 22,722 SH   OTR 1,4 0 22,722 0
SPLUNK INC COM 848637104 371 6,271 SH   OTR 1,4 0 6,271 0
SPLUNK INC COM 848637104 32 539 SH   DFND 1 0 539 0
SPROUTS FARMERS MARKETS INC COM 85208M102 578 16,417 SH   OTR 1,4 0 16,417 0
SPROUTS FARMERS MARKETS INC COM 85208M102 23 641 SH   DFND 1 0 641 0
SPX CORP COM 784635104 539 6,353 SH   OTR 1,4 0 6,353 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 804 12,900 SH   OTR 1,4 0 12,900 0
ST JUDE MEDICAL INC COM 790849103 1,223 18,700 SH   OTR 1,2 0 18,700 0
ST JUDE MEDICAL INC COM 790849103 1,138 17,400 SH   OTR 1,4 0 17,400 0
ST JUDE MEDICAL INC COM 790849103 413 6,315 SH   DFND 1 0 6,315 0
STAG INDUSTRIAL INC COM 85254J102 513 21,810 SH   OTR 1,4 0 21,810 0
STANDARD PACIFIC CORP COM 85375C101 425 47,274 SH   OTR 1,2 0 47,274 0
STANDARD PACIFIC CORP COM 85375C101 166 18,443 SH   OTR 1,4 0 18,443 0
STANLEY BLACK & DECKER INC COM 854502101 286 3,000 SH   OTR 1,4 0 3,000 0
STANLEY BLACK & DECKER INC COM 854502101 172 1,800 SH   OTR 1,2 0 1,800 0
STANLEY BLACK & DECKER INC COM 854502101 1,958 20,534 SH   DFND 1 0 20,534 0
STARBUCKS CORP COM 855244109 2,759 29,136 SH   DFND 1 0 29,136 0
STARWOOD HOTELS & RESORTS COM 85590A401 2,443 29,261 SH   OTR 1,2 0 29,261 0
STARWOOD HOTELS & RESORTS COM 85590A401 1,010 12,100 SH   OTR 1,4 0 12,100 0
STARWOOD HOTELS & RESORTS COM 85590A401 50 600 SH   DFND 1 0 600 0
STARWOOD PROPERTY TRUST INC COM 85571B105 493 20,300 SH   OTR 1,2 0 20,300 0
STARZ - LIBERTY CAPITAL COM 85571Q102 405 11,784 SH   OTR 1,2 0 11,784 0
STARZ - LIBERTY CAPITAL COM 85571Q102 1,319 38,331 SH   OTR 1,4 0 38,331 0
STATE BANK FINANCIAL CORP COM 856190103 2,730 130,000 SH   OTR 1 0 130,000 0
STATE STREET CORP COM 857477103 603 8,200 SH   DFND 1 0 8,200 0
STEVEN MADDEN LTD COM 556269108 896 23,581 SH   OTR 1,4 0 23,581 0
STONE ENERGY CORP COM 861642106 1,130 76,966 SH   OTR 1,4 0 76,966 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 149 12,000 SH   OTR 1,4 0 12,000 0
STRYKER CORP COM 863667101 115 1,245 SH   OTR 1,4 0 1,245 0
STRYKER CORP COM 863667101 1,052 11,400 SH   DFND 1 0 11,400 0
STURM RUGER & CO INC COM 864159108 200 4,031 SH   OTR 1,2 0 4,031 0
SUNCOKE ENERGY INC COM 86722A103 558 37,356 SH   OTR 1,4 0 37,356 0
SUNCOKE ENERGY INC COM 86722A103 78 5,216 SH   DFND 1 0 5,216 0
SUNCOR ENERGY INC COM 867224107 371 12,669 SH   OTR 1,4 0 12,669 0
SUNEDISON INC COM 86732Y109 12,031 501,300 SH   OTR 1 0 501,300 0
SUNEDISON INC COM 86732Y109 2,663 110,940 SH   DFND 1 0 110,940 0
SUNEDISON SEMICONDUCTOR LTD COM Y8213L102 646 25,000 SH   OTR 1 0 25,000 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 1,292 77,513 SH   OTR 1,4 0 77,513 0
SUNTRUST BANKS INC COM 867914103 501 12,200 SH   OTR 1,4 0 12,200 0
SUNTRUST BANKS INC COM 867914103 58 1,416 SH   DFND 1 0 1,416 0
SUPER MICRO COMPUTER INC COM 86800U104 737 22,206 SH   OTR 1,4 0 22,206 0
SUPER MICRO COMPUTER INC COM 86800U104 72 2,173 SH   DFND 1 0 2,173 0
SUPERIOR ENERGY SERVICES INC COM 868157108 130 5,800 SH   OTR 1,2 0 5,800 0
SUPERIOR ENERGY SERVICES INC COM 868157108 295 13,200 SH   OTR 1,4 0 13,200 0
SUSQUEHANNA BANCSHARES INC COM 869099101 15,147 1,104,833 SH   DFND 1 0 1,104,833 0
SWIFT ENERGY CO COM 870738101 293 135,860 SH   OTR 1,2 0 135,860 0
SWIFT ENERGY CO COM 870738101 21 9,593 SH   DFND 1 0 9,593 0
SYMANTEC CORP COM 871503108 1,294 55,366 SH   OTR 1,2 0 55,366 0
SYMANTEC CORP COM 871503108 266 11,400 SH   OTR 1,4 0 11,400 0
SYMANTEC CORP COM 871503108 350 14,959 SH   DFND 1 0 14,959 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 332 3,400 SH   OTR 1,2 0 3,400 0
SYNAPTICS INC COM 87157D109 455 5,600 SH   OTR 1,4 0 5,600 0
SYNGENTA AG-ADR ADR 87160A100 574 8,468 SH   OTR 1,2 0 8,468 0
SYNOVUS FINANCIAL CORP COM 87161C501 815 29,079 SH   OTR 1,4 0 29,079 0
SYNOVUS FINANCIAL CORP COM 87161C501 1 53 SH   DFND 1 0 53 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 37 19,288 SH   DFND 1 0 19,288 0
SYSCO CORP COM 871829107 566 15,000 SH   OTR 1,4 0 15,000 0
SYSCO CORP COM 871829107 1,652 43,778 SH   DFND 1 0 43,778 0
T ROWE PRICE GROUP INC COM 74144T108 662 8,176 SH   OTR 1,4 0 8,176 0
T ROWE PRICE GROUP INC COM 74144T108 123 1,514 SH   DFND 1 0 1,514 0
TALISMAN ENERGY INC COM 87425E103 354 46,300 SH   DFND 1 0 46,300 0
TANGER FACTORY OUTLET CENTER COM 875465106 2,144 60,951 SH   OTR 1,4 0 60,951 0
TARGA RESOURCES CORP COM 87612G101 881 9,200 SH   OTR 1,4 0 9,200 0
TARGET CORP COM 87612E106 254 3,100 SH   DFND 1 0 3,100 0
TASEKO MINES LTD COM 876511106 36 57,366 SH   OTR 1,2 0 57,366 0
TAUBMAN CENTERS INC COM 876664103 93 1,200 SH   OTR 1,2 0 1,200 0
TAUBMAN CENTERS INC COM 876664103 753 9,765 SH   OTR 1,4 0 9,765 0
TD AMERITRADE HOLDING CORP COM 87236Y108 226 6,057 SH   DFND 1 0 6,057 0
TE CONNECTIVITY LTD COM H84989104 1,127 15,740 SH   OTR 1,4 0 15,740 0
TE CONNECTIVITY LTD COM H84989104 6 81 SH   DFND 1 0 81 0
TEAM HEALTH HOLDINGS INC COM 87817A107 185 3,154 SH   OTR 1,4 0 3,154 0
TEAM HEALTH HOLDINGS INC COM 87817A107 31 533 SH   DFND 1 0 533 0
TECHE CORP COM 09073M104 2,202 21,955 SH   OTR 1,2 0 21,955 0
TECK COMINCO LTD-CL B COM 878742204 772 56,240 SH   OTR 1,4 0 56,240 0
TECK COMINCO LTD-CL B COM 878742204 35 2,584 SH   DFND 1 0 2,584 0
TEEKAY CORP COM Y8564W103 585 12,554 SH   OTR 1,4 0 12,554 0
TELECOMMUNICATION SYSTEMS-A COM 87929J103 15 4,019 SH   OTR 1,2 0 4,019 0
TELECOMMUNICATION SYSTEMS-A COM 87929J103 46 12,063 SH   DFND 1 0 12,063 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,111 10,413 SH   OTR 1,2 0 10,413 0
TELEFLEX INC COM 879369106 204 1,689 SH   OTR 1,4 0 1,689 0
TELUS CORPORATION COM 87971M103 1,754 52,894 SH   OTR 1,2 0 52,894 0
TELUS CORPORATION COM 87971M103 103 3,100 SH   DFND 1 0 3,100 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 666 11,531 SH   OTR 1,2 0 11,531 0
TENET HEALTHCARE CORPORATION COM 88033G407 1,002 20,247 SH   DFND 1 0 20,247 0
TERADATA CORP COM 88076W103 2,282 51,689 SH   OTR 1,2 0 51,689 0
TERADATA CORP COM 88076W103 61 1,382 SH   DFND 1 0 1,382 0
TEREX CORP. COM 880779103 798 30,000 SH Put DFND 1 0 0 0
TESORO PETROLEUM CORP COM 881609101 270 2,960 SH   OTR 1,2 0 2,960 0
TESORO PETROLEUM CORP COM 881609101 739 8,100 SH   OTR 1,4 0 8,100 0
TESORO PETROLEUM CORP COM 881609101 2,293 25,114 SH   DFND 1 0 25,114 0
TESSERA TECHNOLOGIES INC COM 88164L100 957 23,769 SH   OTR 1,4 0 23,769 0
TESSERA TECHNOLOGIES INC COM 88164L100 17 421 SH   DFND 1 0 421 0
TETRA TECH INC COM 88162G103 586 24,377 SH   OTR 1,4 0 24,377 0
TETRA TECH INC COM 88162G103 173 7,206 SH   DFND 1 0 7,206 0
TEXAS INSTRUMENTS INC COM 882508104 4,813 84,170 SH   OTR 1,2 0 84,170 0
TEXAS INSTRUMENTS INC COM 882508104 1,424 24,900 SH   OTR 1,4 0 24,900 0
TEXTRON INC COM 883203101 288 6,500 SH Put DFND 1 0 0 0
THE FINISH LINE CL A COM 317923100 1,029 41,946 SH   OTR 1,4 0 41,946 0
THE FINISH LINE CL A COM 317923100 184 7,500 SH   OTR 1,2 0 7,500 0
THE HERSHEY COMPANY COM 427866108 384 3,801 SH   OTR 1,4 0 3,801 0
THERAPEUTICS MD INC COM 88338N107 508 83,972 SH   OTR 1,2 0 83,972 0
THERAVANCE INC COM 88338T104 382 24,292 SH   OTR 1,2 0 24,292 0
THERAVANCE INC COM 88338T104 5 338 SH   DFND 1 0 338 0
THERMO FISHER SCIENTIFIC INC COM 883556102 54 400 SH   OTR 1,2 0 400 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,202 8,950 SH   DFND 1 0 8,950 0
THOMPSON CREEK METALS CO INC COM 884768102 71 53,992 SH   OTR 1,2 0 53,992 0
THOMSON REUTERS CORP COM 884903105 422 10,416 SH   OTR 1,2 0 10,416 0
THOR INDUSTRIES INC COM 885160101 912 14,431 SH   OTR 1,2 0 14,431 0
TIFFANY & CO COM 886547108 212 2,411 SH   DFND 1 0 2,411 0
TIME WARNER CABLE-A COM 88732J207 10,042 67,000 SH   OTR 1,3 0 67,000 0
TIME WARNER CABLE-A COM 88732J207 498 3,321 SH   DFND 1 0 3,321 0
TIME WARNER INC COM 887317303 726 8,600 SH   OTR 1,4 0 8,600 0
TIMKEN CO COM 887389104 506 12,018 SH   OTR 1,4 0 12,018 0
TIMKENSTEEL CORP COM 887399103 337 12,731 SH   OTR 1,2 0 12,731 0
TIVO INC COM 888706108 476 44,838 SH   OTR 1,2 0 44,838 0
TIVO INC COM 888706108 57 5,416 SH   DFND 1 0 5,416 0
TJX COMPANIES INC COM 872540109 7 98 SH   OTR 1,4 0 98 0
TJX COMPANIES INC COM 872540109 3,330 47,539 SH   OTR 1,2 0 47,539 0
TJX COMPANIES INC COM 872540109 252 3,600 SH   DFND 1 0 3,600 0
TORCHMARK CORP COM 891027104 332 6,052 SH   OTR 1,4 0 6,052 0
TORO CO COM 891092108 876 12,490 SH   OTR 1,2 0 12,490 0
TOWERS WATSON & CO-CL A COM 891894107 410 3,105 SH   OTR 1,4 0 3,105 0
TRACTOR SUPPLY COMPANY COM 892356106 173 2,028 SH   OTR 1,4 0 2,028 0
TRACTOR SUPPLY COMPANY COM 892356106 459 5,399 SH   DFND 1 0 5,399 0
TRANSALTA CORP COM 89346D107 323 34,884 SH   OTR 1,2 0 34,884 0
TRANSALTA CORP COM 89346D107 308 33,300 SH   DFND 1 0 33,300 0
TRANSDIGM GROUP INC COM 893641100 753 3,444 SH   OTR 1,2 0 3,444 0
TRANSDIGM GROUP INC COM 893641100 161 734 SH   DFND 1 0 734 0
TRANSOCEAN LTD COM H8817H100 956 65,200 SH Put OTR 1 0 0 0
TRAVELERS COS INC COM 89417E109 3,975 36,760 SH   OTR 1,2 0 36,760 0
TRAVELERS COS INC COM 89417E109 97 900 SH   DFND 1 0 900 0
TRAVELPORT WORLDWIDE LTD COM G9019D104 8,130 486,814 SH   OTR 1 0 486,814 0
TRAVELPORT WORLDWIDE LTD COM G9019D104 3,769 225,672 SH   OTR 1 0 225,672 0
TRAVELPORT WORLDWIDE LTD COM G9019D104 178 10,661 SH   OTR 1,2 0 10,661 0
TRAVELPORT WORLDWIDE LTD COM G9019D104 1,571 94,080 SH   DFND 1 0 94,080 0
TREX COMPANY INC COM 89531P105 240 4,400 SH   OTR 1,4 0 4,400 0
TREX COMPANY INC COM 89531P105 38 705 SH   DFND 1 0 705 0
TRIBUNE MEDIA CO - A COM 896047503 1,040 17,100 SH   OTR 1 0 17,100 0
TRIBUNE MEDIA CO - A COM 896047503 456 7,500 SH   DFND 1 0 7,500 0
TRIMBLE NAVIGATION LTD COM 896239100 962 38,189 SH   OTR 1,4 0 38,189 0
TRIMBLE NAVIGATION LTD COM 896239100 14 552 SH   DFND 1 0 552 0
TRINITY INDUSTRIES COM 896522109 53 1,500 SH   OTR 1,2 0 1,500 0
TRINITY INDUSTRIES COM 896522109 241 6,796 SH   OTR 1,4 0 6,796 0
TRIPADVISOR INC COM 896945201 299 3,600 SH Call DFND 1 0 0 0
TRIUMPH GROUP INC COM 896818101 674 11,278 SH   OTR 1,4 0 11,278 0
TRIUMPH GROUP INC COM 896818101 109 1,820 SH   OTR 1,2 0 1,820 0
TTM TECHNOLOGIES COM 87305R109 119 13,200 SH   DFND 1 0 13,200 0
TUESDAY MORNING CORP COM 899035505 122 7,553 SH   OTR 1,2 0 7,553 0
TUESDAY MORNING CORP COM 899035505 93 5,800 SH   DFND 1 0 5,800 0
TUPPERWARE BRANDS CORPORATION COM 899896104 1,062 15,385 SH   OTR 1,4 0 15,385 0
TUPPERWARE BRANDS CORPORATION COM 899896104 24 342 SH   DFND 1 0 342 0
TWENTY-FIRST CENTURY FOX INC COM 90130A101 5,213 154,061 SH   OTR 1,2 0 154,061 0
TWENTY-FIRST CENTURY FOX INC COM 90130A101 485 14,320 SH   DFND 1 0 14,320 0
TYCO INTERNATIONAL PLC COM G91442106 43 1,000 SH   OTR 1,2 0 1,000 0
TYCO INTERNATIONAL PLC COM G91442106 504 11,700 SH   DFND 1 0 11,700 0
UBIQUITI NETWORKS INC COM 90347A100 497 16,817 SH   DFND 1 0 16,817 0
UGI CORP COM 902681105 1,426 43,760 SH   OTR 1,2 0 43,760 0
UGI CORP COM 902681105 951 29,176 SH   OTR 1,4 0 29,176 0
UGI CORP COM 902681105 9 280 SH   DFND 1 0 280 0
ULTRA PETROLEUM CORP COM 903914109 521 33,337 SH   OTR 1,2 0 33,337 0
UNDER ARMOUR INC-CLASS A COM 904311107 363 4,499 SH   DFND 1 0 4,499 0
UNION PACIFIC CORP COM 907818108 1,566 14,456 SH   OTR 1,2 0 14,456 0
UNION PACIFIC CORP COM 907818108 2,437 22,500 SH   OTR 1,4 0 22,500 0
UNION PACIFIC CORP COM 907818108 206 1,900 SH   DFND 1 0 1,900 0
UNITED CONTINENTAL HOLDINGS COM 910047109 9,213 136,990 SH   OTR 1,2 0 136,990 0
UNITED CONTINENTAL HOLDINGS COM 910047109 61 900 SH   OTR 1,4 0 900 0
UNITED HEALTH GROUP INC COM 91324P102 3 27 SH   OTR 1,2 0 27 0
UNITED HEALTH GROUP INC COM 91324P102 379 3,203 SH   DFND 1 0 3,203 0
UNITED PARCEL SERVICE-CL B COM 911312106 562 5,800 SH   OTR 1,2 0 5,800 0
UNITED PARCEL SERVICE-CL B COM 911312106 1,270 13,100 SH   OTR 1,4 0 13,100 0
UNITED PARCEL SERVICE-CL B COM 911312106 752 7,758 SH   DFND 1 0 7,758 0
UNITED RENTALS INC COM 911363109 1,465 16,076 SH   OTR 1,2 0 16,076 0
UNITED STATES OIL FUND LP COM 91232N108 1,098 65,200 SH Put OTR 1 0 0 0
UNITED STATES OIL FUND LP COM 91232N108 842 50,000 SH Put DFND 1 0 0 0
UNITED TECHNOLOGIES COM 913017109 14,875 126,918 SH   OTR 1,2 0 126,918 0
UNITED TECHNOLOGIES COM 913017109 1,245 10,626 SH   OTR 1,4 0 10,626 0
UNITED TECHNOLOGIES COM 913017109 902 7,700 SH   DFND 1 0 7,700 0
UNITED TECHNOLOGIES COM 913017109 1,805 15,400 SH Put DFND 1 0 0 0
UNITED THERAPEUTICS CORP COM 91307C102 3,239 18,784 SH   OTR 1,2 0 18,784 0
UNIVERSAL CORP VA COM 913456109 467 9,901 SH   OTR 1,2 0 9,901 0
UNIVERSAL HEALTH SERVICES B COM 913903100 12 100 SH   OTR 1,2 0 100 0
UNIVERSAL HEALTH SERVICES B COM 913903100 445 3,782 SH   DFND 1 0 3,782 0
UNUM GROUP COM 91529Y106 830 24,600 SH   OTR 1,4 0 24,600 0
UNUM GROUP COM 91529Y106 179 5,303 SH   DFND 1 0 5,303 0
UNWIRED PLANET INC COM 91531F103 679 1,187,424 SH   DFND 1 0 1,187,424 0
URBAN OUTFITTERS INC COM 917047102 593 12,992 SH   OTR 1,2 0 12,992 0
URBAN OUTFITTERS INC COM 917047102 1,028 22,529 SH   OTR 1,4 0 22,529 0
UTI WORLDWIDE INC COM G87210103 10,342 840,780 SH   OTR 1 0 840,780 0
UTI WORLDWIDE INC COM G87210103 646 52,545 SH   OTR 1,4 0 52,545 0
UTI WORLDWIDE INC COM G87210103 58 4,728 SH   OTR 1,2 0 4,728 0
VAALCO ENERGY INC COM 91851C201 57 23,200 SH   DFND 1 0 23,200 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 5,959 30,000 SH   DFND 1 0 30,000 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 5,959 30,000 SH Put DFND 1 0 0 0
VALERO ENERGY CORP COM 91913Y100 254 4,000 SH   OTR 1,4 0 4,000 0
VALERO ENERGY CORP COM 91913Y100 178 2,800 SH   OTR 1,2 0 2,800 0
VALERO ENERGY CORP COM 91913Y100 0 6 SH   DFND 1 0 6 0
VALIDUS HOLDINGS LTD COM G9319H102 143 3,389 SH   OTR 1,2 0 3,389 0
VALIDUS HOLDINGS LTD COM G9319H102 615 14,599 SH   OTR 1,4 0 14,599 0
VALSPAR CORP COM 920355104 722 8,591 SH   OTR 1,2 0 8,591 0
VANDA PHARMACEUTICALS INC COM 921659108 167 18,000 SH   OTR 1,2 0 18,000 0
VANDA PHARMACEUTICALS INC COM 921659108 33 3,525 SH   DFND 1 0 3,525 0
VANTAGE DRILLING CO COM G93205113 32 98,832 SH   OTR 1,2 0 98,832 0
VANTIV INC - CL A COM 92210H105 270 7,149 SH   OTR 1,4 0 7,149 0
VARIAN MEDICAL SYS INC COM 92220P105 1,156 12,288 SH   OTR 1,2 0 12,288 0
VARIAN MEDICAL SYS INC COM 92220P105 286 3,040 SH   DFND 1 0 3,040 0
VCA INC COM 918194101 467 8,510 SH   OTR 1,2 0 8,510 0
VCA INC COM 918194101 1,283 23,402 SH   OTR 1,4 0 23,402 0
VCA INC COM 918194101 545 9,939 SH   DFND 1 0 9,939 0
VECTOR GROUP LTD 2.5% 15JAN19 SDB 92240MAY4 2,131 1,510,000 PRN   DFND 1 0 1,510,000 0
VECTREN CORPORATION COM 92240G101 474 10,745 SH   OTR 1,2 0 10,745 0
VECTREN CORPORATION COM 92240G101 14 308 SH   OTR 1,4 0 308 0
VECTREN CORPORATION COM 92240G101 177 4,015 SH   DFND 1 0 4,015 0
VERINT SYSTEMS INC COM 92343X100 655 10,584 SH   OTR 1,4 0 10,584 0
VERINT SYSTEMS INC COM 92343X100 151 2,443 SH   DFND 1 0 2,443 0
VERISIGN INC COM 92343E102 1,370 20,452 SH   OTR 1,2 0 20,452 0
VERISIGN INC COM 92343E102 248 3,700 SH   OTR 1,4 0 3,700 0
VERISIGN INC COM 92343E102 54 800 SH   DFND 1 0 800 0
VERISK ANALYTICS INC-CLASS A COM 92345Y106 774 10,841 SH   OTR 1,2 0 10,841 0
VERISK ANALYTICS INC-CLASS A COM 92345Y106 829 11,611 SH   OTR 1,4 0 11,611 0
VERISK ANALYTICS INC-CLASS A COM 92345Y106 6 81 SH   DFND 1 0 81 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,611 81,469 SH   OTR 1,2 0 81,469 0
VERTEX PHARMACEUTICALS INC COM 92532F100 47 400 SH   DFND 1 0 400 0
VF CORP COM 918204108 203 2,699 SH   OTR 1,4 0 2,699 0
VF CORP COM 918204108 129 1,711 SH   DFND 1 0 1,711 0
VISA INC-CLASS A SHARES COM 92826C839 803 12,269 SH   OTR 1,2 0 12,269 0
VISA INC-CLASS A SHARES COM 92826C839 994 15,200 SH   OTR 1,4 0 15,200 0
VISA INC-CLASS A SHARES COM 92826C839 891 13,626 SH   DFND 1 0 13,626 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,122 81,189 SH   OTR 1,4 0 81,189 0
VISTEON CORP COM 92839U206 955 9,904 SH   OTR 1,4 0 9,904 0
VISTEON CORP COM 92839U206 2,202 22,840 SH   DFND 1 0 22,840 0
VITAMIN SHOPPE INC COM 92849E101 1,300 31,573 SH   OTR 1,4 0 31,573 0
VITAMIN SHOPPE INC COM 92849E101 15 365 SH   DFND 1 0 365 0
VIVUS INC COM 928551100 572 232,376 SH   OTR 1,2 0 232,376 0
VIVUS INC COM 928551100 18 7,300 SH   DFND 1 0 7,300 0
VMWARE INC-CLASS A COM 928563402 920 11,217 SH   OTR 1,4 0 11,217 0
VMWARE INC-CLASS A COM 928563402 24 294 SH   DFND 1 0 294 0
VONAGE HOLDINGS CORP COM 92886T201 129 26,341 SH   DFND 1 0 26,341 0
VOYA FINANCIAL INC COM 929089100 974 22,604 SH   OTR 1,4 0 22,604 0
VOYA FINANCIAL INC COM 929089100 1,156 26,823 SH   DFND 1 0 26,823 0
VULCAN MATERIALS CO COM 929160109 278 3,300 SH   OTR 1,4 0 3,300 0
VULCAN MATERIALS CO COM 929160109 18 212 SH   OTR 1,2 0 212 0
VULCAN MATERIALS CO COM 929160109 663 7,866 SH   DFND 1 0 7,866 0
WABASH NATIONAL CORP COM 929566107 551 39,049 SH   OTR 1,4 0 39,049 0
WABASH NATIONAL CORP COM 929566107 21 1,457 SH   DFND 1 0 1,457 0
WADDEL & REED FINANCIAL INC A COM 930059100 315 6,361 SH   OTR 1,4 0 6,361 0
WAGEWORKS INC COM 930427109 501 9,385 SH   OTR 1,4 0 9,385 0
WAGEWORKS INC COM 930427109 47 878 SH   DFND 1 0 878 0
WAL-MART STORES INC COM 931142103 452 5,500 SH   OTR 1,4 0 5,500 0
WAL-MART STORES INC COM 931142103 14 170 SH   DFND 1 0 170 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,793 21,176 SH   OTR 1,4 0 21,176 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,680 19,835 SH   DFND 1 0 19,835 0
WALTER ENERGY INC COM 93317Q105 21 33,540 SH   OTR 1,2 0 33,540 0
WALTER INVESTMENT MANAGEMENT COM 93317W102 3,536 218,938 SH   OTR 1 0 218,938 0
WASTE MANAGEMENT INC COM 94106L109 300 5,523 SH   OTR 1,2 0 5,523 0
WEATHERFORD INTERNATIONAL PLC COM G48833100 681 55,400 SH   OTR 1,2 0 55,400 0
WEB.COM GROUP INC COM 94733A104 371 19,596 SH   OTR 1,4 0 19,596 0
WEB.COM GROUP INC COM 94733A104 2 124 SH   DFND 1 0 124 0
WEBSTER FINANCIAL CORP COM 947890109 2,223 60,000 SH   DFND 1 0 60,000 0
WELLS FARGO & COMPANY COM 949746101 49 900 SH   OTR 1,2 0 900 0
WELLS FARGO & COMPANY COM 949746101 789 14,500 SH   OTR 1,4 0 14,500 0
WELLS FARGO & COMPANY COM 949746101 3 64 SH   DFND 1 0 64 0
WEST PHARMACEUTICAL SERVICES COM 955306105 431 7,160 SH   OTR 1,2 0 7,160 0
WESTAMERICA BANCORP COM 957090103 418 9,681 SH   OTR 1,2 0 9,681 0
WESTAMERICA BANCORP COM 957090103 151 3,491 SH   DFND 1 0 3,491 0
WESTERN ALLIANCE BANCORP COM 957638109 169 5,703 SH   OTR 1,2 0 5,703 0
WESTERN ALLIANCE BANCORP COM 957638109 25 855 SH   OTR 1,4 0 855 0
WESTERN ALLIANCE BANCORP COM 957638109 6 194 SH   DFND 1 0 194 0
WESTERN DIGITAL CORP COM 958102105 255 2,800 SH   OTR 1,2 0 2,800 0
WESTERN DIGITAL CORP COM 958102105 1,529 16,800 SH   OTR 1,4 0 16,800 0
WESTERN DIGITAL CORP COM 958102105 2,268 24,919 SH   DFND 1 0 24,919 0
WESTERN DIGITAL CORP COM 958102105 837 9,200 SH Call DFND 1 0 0 0
WESTERN DIGITAL CORP COM 958102105 4,041 44,400 SH Put DFND 1 0 0 0
WESTERN REFINING INC COM 959319104 731 14,791 SH   OTR 1,2 0 14,791 0
WESTERN REFINING INC COM 959319104 1,013 20,502 SH   OTR 1,4 0 20,502 0
WESTERN UNION CO COM 959802109 2,004 96,286 SH   OTR 1,2 0 96,286 0
WESTERN UNION CO COM 959802109 114 5,500 SH   DFND 1 0 5,500 0
WESTERN UNION CO COM 959802109 624 30,000 SH Put DFND 1 0 0 0
WESTPORT INNOVATIONS INC COM 960908309 64 16,189 SH   OTR 1,2 0 16,189 0
WEX INC COM 96208T104 590 5,500 SH   DFND 1 0 5,500 0
WEYERHAEUSER CO COM 962166104 620 18,700 SH   OTR 1,2 0 18,700 0
WEYERHAEUSER CO COM 962166104 56 1,700 SH   OTR 1,4 0 1,700 0
WEYERHAEUSER CO COM 962166104 149 4,500 SH   DFND 1 0 4,500 0
WGL HOLDINGS INC COM 92924F106 255 4,520 SH   OTR 1,2 0 4,520 0
WHIRLPOOL CORP COM 963320106 303 1,500 SH   OTR 1,2 0 1,500 0
WHIRLPOOL CORP COM 963320106 1,358 6,721 SH   DFND 1 0 6,721 0
WHITEWAVE FOODS CO - A COM 966244105 3,147 70,969 SH   OTR 1,2 0 70,969 0
WHITEWAVE FOODS CO - A COM 966244105 2 34 SH   DFND 1 0 34 0
WHITING PETROLEUM CORP COM 966387102 762 24,656 SH   OTR 1,4 0 24,656 0
WHITING PETROLEUM CORP COM 966387102 2,033 65,793 SH   DFND 1 0 65,793 0
WHOLE FOODS MARKET INC COM 966837106 932 17,900 SH   OTR 1,4 0 17,900 0
WHOLE FOODS MARKET INC COM 966837106 2,802 53,796 SH   DFND 1 0 53,796 0
WI-LAN INC COM 928972108 76 31,063 SH   OTR 1,2 0 31,063 0
WILEY (JOHN) & SONS -CL A COM 968223206 969 15,845 SH   OTR 1,2 0 15,845 0
WILEY (JOHN) & SONS -CL A COM 968223206 20 333 SH   DFND 1 0 333 0
WILLIAMS COMPANIES INC COM 969457100 2,107 41,651 SH   DFND 1 0 41,651 0
WILLIAMS COMPANIES INC COM 969457100 2,388 47,200 SH Put DFND 1 0 0 0
WINTRUST FINANCIAL CORP COM 97650W108 87 1,832 SH   OTR 1,2 0 1,832 0
WINTRUST FINANCIAL CORP COM 97650W108 87 1,819 SH   OTR 1,4 0 1,819 0
WINTRUST FINANCIAL CORP COM 97650W108 104 2,179 SH   DFND 1 0 2,179 0
WISCONSIN ENERGY CORP COM 976657106 653 13,200 SH   OTR 1,2 0 13,200 0
WISCONSIN ENERGY CORP COM 976657106 248 5,000 SH   OTR 1,4 0 5,000 0
WISCONSIN ENERGY CORP COM 976657106 215 4,341 SH   DFND 1 0 4,341 0
WPP PLC SPONS ADR ADR 92937A102 329 2,889 SH   OTR 1,2 0 2,889 0
WPX ENERGY INC-W/I COM 98212B103 505 46,186 SH   OTR 1,2 0 46,186 0
WR GRACE & CO (NEW) COM 38388F108 312 3,153 SH   DFND 1 0 3,153 0
WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 1,099 12,153 SH   OTR 1,2 0 12,153 0
WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 228 2,524 SH   DFND 1 0 2,524 0
WYNN RESORTS LTD COM 983134107 4,406 35,000 SH   OTR 1,3 0 35,000 0
XEROX CORP COM 984121103 1,949 151,700 SH   OTR 1,2 0 151,700 0
XEROX CORP COM 984121103 978 76,100 SH   OTR 1,4 0 76,100 0
XEROX CORP COM 984121103 65 5,085 SH   DFND 1 0 5,085 0
XYLEM INC-W/I COM 98419M100 401 11,446 SH   OTR 1,4 0 11,446 0
XYLEM INC-W/I COM 98419M100 49 1,400 SH   DFND 1 0 1,400 0
YAHOO! INC COM 984332106 116 2,600 SH   OTR 1,2 0 2,600 0
YAHOO! INC COM 984332106 4,908 110,462 SH   DFND 1 0 110,462 0
YAMANA GOLD INC COM 98462Y100 132 36,900 SH   DFND 1 0 36,900 0
YELP INC COM 985817105 213 4,500 SH   OTR 1,4 0 4,500 0
YUM! BRANDS COM 988498101 955 12,136 SH   OTR 1,4 0 12,136 0
YUM! BRANDS COM 988498101 299 3,800 SH   DFND 1 0 3,800 0
ZEBRA TECHNOLOGIES CORP A COM 989207105 349 3,842 SH   OTR 1,2 0 3,842 0
ZIMMER HOLDINGS INC COM 98956P102 823 7,000 SH   OTR 1,4 0 7,000 0
ZIMMER HOLDINGS INC COM 98956P102 2,456 20,900 SH   DFND 1 0 20,900 0
ZIMMER HOLDINGS INC COM 98956P102 2,350 20,000 SH Put DFND 1 0 0 0
ZIONS BANCORPORATION COM 989701107 111 4,100 SH   OTR 1,4 0 4,100 0
ZIONS BANCORPORATION COM 989701107 305 11,300 SH   DFND 1 0 11,300 0
ZOETIS INC COM 98978V103 2,549 55,060 SH   OTR 1,2 0 55,060 0
ZOETIS INC COM 98978V103 1,525 32,950 SH   DFND 1 0 32,950 0