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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 45 271 SH   DFND 1 0 271 0
3M CO COM 88579Y101 33 200 SH   OTR 1,4 0 200 0
3M CO COM 88579Y101 5,204 31,672 SH   OTR 1,2 0 31,672 0
ABBVIE INC COM 00287Y109 2,225 34,006 SH   DFND 1 0 34,006 0
ABBVIE INC COM 00287Y109 726 11,100 SH   OTR 1,4 0 11,100 0
ABERCROMBIE & FITCH CO CL A COM 002896207 7,160 250,000 SH Call OTR 1,3 0 0 0
ABRAXAS PETROLEUM CORP COM 003830106 235 79,861 SH   DFND 1 0 79,861 0
ABRAXAS PETROLEUM CORP COM 003830106 128 43,688 SH   OTR 1,2 0 43,688 0
ACCO BRANDS CORP COM 00081T108 170 18,900 SH   DFND 1 0 18,900 0
ACE LTD COM H0023R105 2,278 19,831 SH   OTR 1,2 0 19,831 0
ACTAVIS PLC COM G0083B108 2,231 8,666 SH   DFND 1 0 8,666 0
ACTAVIS PLC COM G0083B108 206 800 SH   DFND 1 0 800 0
ACTUANT CORP - CL A COM 00508X203 381 14,000 SH   OTR 1,4 0 14,000 0
ACTUANT CORP - CL A COM 00508X203 169 6,190 SH   DFND 1 0 6,190 0
ADOBE SYSTEMS INC COM 00724F101 42 575 SH   DFND 1 0 575 0
ADOBE SYSTEMS INC COM 00724F101 73 1,000 SH   OTR 1,2 0 1,000 0
ADOBE SYSTEMS INC COM 00724F101 574 7,900 SH   OTR 1,4 0 7,900 0
ADT CORP/THE COM 00101J106 275 7,600 SH   OTR 1,2 0 7,600 0
ADT CORP/THE COM 00101J106 14 400 SH   DFND 1 0 400 0
ADVANCE AUTO PARTS COM 00751Y106 64 400 SH   OTR 1,4 0 400 0
ADVANCE AUTO PARTS COM 00751Y106 213 1,339 SH   DFND 1 0 1,339 0
ADVANCE AUTO PARTS COM 00751Y106 382 2,400 SH   OTR 1,2 0 2,400 0
ADVANCED MICRO DEVICES COM 007903107 365 136,593 SH   OTR 1,2 0 136,593 0
ADVISORY BOARD CO/THE COM 00762W107 367 7,500 SH   OTR 1,4 0 7,500 0
AES CORP COM 00130H105 253 18,400 SH   OTR 1,4 0 18,400 0
AES CORP COM 00130H105 123 8,900 SH   OTR 1,2 0 8,900 0
AETNA INC - NEW COM 00817Y108 240 2,700 SH   DFND 1 0 2,700 0
AETNA INC - NEW COM 00817Y108 506 5,700 SH   OTR 1,2 0 5,700 0
AETNA INC - NEW COM 00817Y108 595 6,700 SH   OTR 1,4 0 6,700 0
AETNA INC - NEW COM 00817Y108 2,629 29,600 SH Call DFND 1 0 0 0
AFFILIATED MNGRS GRP INC COM 008252108 191 900 SH   DFND 1 0 900 0
AFFILIATED MNGRS GRP INC COM 008252108 340 1,600 SH   OTR 1,2 0 1,600 0
AFFYMETRIX INC COM 00826T108 34 3,400 SH   DFND 1 0 3,400 0
AFFYMETRIX INC COM 00826T108 72 7,334 SH   OTR 1,2 0 7,334 0
AFLAC INC COM 001055102 447 7,314 SH   DFND 1 0 7,314 0
AGENUS INC COM 00847G705 66 16,608 SH   DFND 1 0 16,608 0
AGRIUM INC COM 008916108 218 2,300 SH   DFND 1 0 2,300 0
AIR LEASE CORP COM 00912X302 5,548 161,700 SH   OTR 1 0 161,700 0
AIR LEASE CORP COM 00912X302 37 1,082 SH   DFND 1 0 1,082 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 2,569 17,812 SH   DFND 1 0 17,812 0
ALASKA AIRGROUP INC COM 011659109 954 15,964 SH   DFND 1 0 15,964 0
ALASKA AIRGROUP INC COM 011659109 1,310 21,918 SH   OTR 1,2 0 21,918 0
ALASKA AIRGROUP INC COM 011659109 287 4,800 SH   OTR 1,4 0 4,800 0
ALASKA COMM SYSTEMS GROUP COM 01167P101 29 16,425 SH   DFND 1 0 16,425 0
ALCOA INC COM 013817101 223 14,100 SH   OTR 1,4 0 14,100 0
ALCOA INC COM 013817101 47 3,000 SH   DFND 1 0 3,000 0
ALEXANDRIA REAL EST EQUITIES COM 015271109 240 2,700 SH   OTR 1,4 0 2,700 0
ALEXION PHARMACEUTICALS INC COM 015351109 125 675 SH   DFND 1 0 675 0
ALEXION PHARMACEUTICALS INC COM 015351109 333 1,800 SH   OTR 1,4 0 1,800 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 468 4,500 SH   DFND 1 0 4,500 0
ALKERMES PLC COM G01767105 2,846 48,597 SH   OTR 1,2 0 48,597 0
ALLERGAN INC COM 018490102 6,675 31,400 SH   DFND 1 0 31,400 0
ALLERGAN INC COM 018490102 8,780 41,300 SH Call DFND 1 0 0 0
ALLERGAN INC COM 018490102 6,378 30,000 SH Put DFND 1 0 0 0
ALLIED NEVADA GOLD CORP COM 019344100 174 199,851 SH   OTR 1,2 0 199,851 0
ALLISON TRANSMISSION HOLDING COM 01973R101 295 8,700 SH   OTR 1,4 0 8,700 0
ALLSTATE CORP COM 020002101 6,479 92,221 SH   OTR 1,2 0 92,221 0
ALLSTATE CORP COM 020002101 49 700 SH   DFND 1 0 700 0
ALLSTATE CORP COM 020002101 162 2,300 SH   OTR 1,4 0 2,300 0
ALLY FINANCIAL INC COM 02005N100 1,063 45,000 SH   DFND 1 0 45,000 0
ALPHATEC HOLDINGS INC COM 02081G102 20 14,192 SH   DFND 1 0 14,192 0
ALTERA CORP COM 021441100 104 2,808 SH   DFND 1 0 2,808 0
ALTERA CORP COM 021441100 1,353 36,637 SH   OTR 1,2 0 36,637 0
ALTRA INDSL MOTION 2.75%1MAR31 SDBCV 02208RAE6 2,349 2,000,000 PRN   DFND 1 0 2,000,000 0
ALTRIA GROUP INC COM 02209S103 1,414 28,708 SH   DFND 1 0 28,708 0
ALTRIA GROUP INC COM 02209S103 345 7,000 SH   OTR 1,4 0 7,000 0
AMARIN CORPORATION PLC -ADR ADR 023111206 109 111,566 SH   OTR 1,2 0 111,566 0
AMAZON.COM INC COM 023135106 2,281 7,350 SH   DFND 1 0 7,350 0
AMAZON.COM INC COM 023135106 341 1,100 SH   OTR 1,4 0 1,100 0
AMAZON.COM INC COM 023135106 6,207 20,000 SH Put DFND 1 0 0 0
AMDOCS LTD COM G02602103 19 407 SH   DFND 1 0 407 0
AMDOCS LTD COM G02602103 481 10,300 SH   OTR 1,2 0 10,300 0
AMERICAN AIRLINES GROUP INC COM 02376R102 2,317 43,200 SH   DFND 1 0 43,200 0
AMERICAN AIRLINES GROUP INC COM 02376R102 53,630 1,000,000 SH Call OTR 1,3 0 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 255 11,700 SH   OTR 1,4 0 11,700 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 182 8,332 SH   DFND 1 0 8,332 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 3,470 250,000 SH Call OTR 1,3 0 0 0
AMERICAN EXPRESS COMPANY COM 025816109 4,347 46,718 SH   OTR 1,2 0 46,718 0
AMERICAN FINANCIAL GROUP INC COM 025932104 22 364 SH   DFND 1 0 364 0
AMERICAN FINANCIAL GROUP INC COM 025932104 263 4,339 SH   OTR 1,2 0 4,339 0
AMERICAN FINANCIAL GROUP INC COM 025932104 965 15,900 SH   OTR 1,4 0 15,900 0
AMERICAN INTL GRP COM 026874784 1,275 22,764 SH   DFND 1 0 22,764 0
AMERICAN INTL GRP COM 026874784 8,602 153,584 SH   OTR 1,2 0 153,584 0
AMERICAN INTL GRP COM 026874784 319 5,700 SH   OTR 1,4 0 5,700 0
AMERICAN REALTY CAPITAL PROP COM 02917T104 690 76,200 SH   OTR 1,4 0 76,200 0
AMERICAN REALTY CAPITAL PROP COM 02917T104 2,072 228,900 SH Put OTR 1 0 0 0
AMERICAN TOWER CORP - CL-A COM 03027X100 227 2,300 SH   DFND 1 0 2,300 0
AMERICAN TOWER CORP - CL-A COM 03027X100 297 3,000 SH   OTR 1,2 0 3,000 0
AMERICAN TOWER CORP - CL-A COM 03027X100 850 8,600 SH   OTR 1,4 0 8,600 0
AMERIPRISE FINANCIAL INC COM 03076C106 2,006 15,168 SH   OTR 1,2 0 15,168 0
AMERIPRISE FINANCIAL INC COM 03076C106 1,375 10,400 SH   OTR 1,4 0 10,400 0
AMERIPRISE FINANCIAL INC COM 03076C106 25 186 SH   DFND 1 0 186 0
AMERISOURCEBERGEN CORP COM 03073E105 118 1,314 SH   DFND 1 0 1,314 0
AMERISOURCEBERGEN CORP COM 03073E105 3,186 35,335 SH   OTR 1,2 0 35,335 0
AMERISOURCEBERGEN CORP COM 03073E105 225 2,500 SH   OTR 1,4 0 2,500 0
AMETEK INC COM 031100100 955 18,139 SH   DFND 1 0 18,139 0
AMETEK INC COM 031100100 1,005 19,100 SH   OTR 1,4 0 19,100 0
AMEX ENERGY SELECT SPDR IDX COM 81369Y506 58,183 735,000 SH   OTR 1,2 0 735,000 0
AMEX ENERGY SELECT SPDR IDX COM 81369Y506 0 2 SH   DFND 1 0 2 0
AMEX FINANCIAL SELECT SPDR IDX COM 81369Y605 742 30,000 SH   OTR 1,2 0 30,000 0
AMGEN INC COM 031162100 191 1,200 SH   OTR 1,2 0 1,200 0
AMGEN INC COM 031162100 1,864 11,699 SH   DFND 1 0 11,699 0
AMGEN INC COM 031162100 573 3,600 SH   OTR 1,4 0 3,600 0
AMICUS THERAPEUTICS INC COM 03152W109 157 18,930 SH   DFND 1 0 18,930 0
AMPHENOL CORP-CL A COM 032095101 15 281 SH   DFND 1 0 281 0
AMPHENOL CORP-CL A COM 032095101 1,322 24,572 SH   OTR 1,2 0 24,572 0
AMPHENOL CORP-CL A COM 032095101 549 10,200 SH   OTR 1,4 0 10,200 0
AMYRIS INC COM 03236M101 38 18,461 SH   DFND 1 0 18,461 0
ANADARKO PETROLEUM CORP COM 032511107 4,975 60,300 SH Call DFND 1 0 0 0
ANADARKO PETROLEUM CORP COM 032511107 652 7,900 SH Put DFND 1 0 0 0
ANALOG DEVICES COM 032654105 1,904 34,300 SH   OTR 1,4 0 34,300 0
ANALOG DEVICES COM 032654105 133 2,398 SH   DFND 1 0 2,398 0
ANALOG DEVICES COM 032654105 182 3,285 SH   OTR 1,2 0 3,285 0
ANHEUSER-BUSCH INBEV SPN ADR ADR 03524A108 1,123 10,000 SH   DFND 1 0 10,000 0
ANNALY CAPITAL 4% 15FEB15 SDBCV 035710AA0 508 500,000 PRN   DFND 1 0 500,000 0
ANNALY CAPITAL MANAGEMENT INC COM 035710409 176 16,315 SH   DFND 1 0 16,315 0
ANNALY CAPITAL MANAGEMENT INC COM 035710409 105 9,700 SH   OTR 1,4 0 9,700 0
ANSYS INC COM 03662Q105 6 73 SH   DFND 1 0 73 0
ANSYS INC COM 03662Q105 511 6,233 SH   OTR 1,2 0 6,233 0
ANTARES PHARMA INC COM 036642106 105 40,881 SH   DFND 1 0 40,881 0
ANTERO RESOURCES CORP COM 03674X106 568 14,000 SH   OTR 1,4 0 14,000 0
ANTERO RESOURCES CORP COM 03674X106 32 787 SH   DFND 1 0 787 0
ANTHEM INC COM 036752103 575 4,575 SH   DFND 1 0 4,575 0
ANTHEM INC COM 036752103 3,534 28,122 SH   OTR 1,2 0 28,122 0
ANTHEM INC COM 036752103 201 1,600 SH   OTR 1,4 0 1,600 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 411 78,201 SH   OTR 1,2 0 78,201 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 37 7,095 SH   DFND 1 0 7,095 0
AOL INC COM 00184X105 716 15,500 SH   OTR 1,2 0 15,500 0
AOL INC COM 00184X105 226 4,900 SH   OTR 1,4 0 4,900 0
AON PLC COM G0408V102 2,886 30,436 SH   OTR 1,2 0 30,436 0
AON PLC COM G0408V102 37 388 SH   DFND 1 0 388 0
APACHE CORP COM 037411105 978 15,600 SH   OTR 1,4 0 15,600 0
APARTMENT INVT & MGMT CO - A COM 03748R101 186 5,000 SH   OTR 1,4 0 5,000 0
APARTMENT INVT & MGMT CO - A COM 03748R101 331 8,900 SH   OTR 1,2 0 8,900 0
APOGEE ENTERPRISES INC COM 037598109 64 1,503 SH   DFND 1 0 1,503 0
APOGEE ENTERPRISES INC COM 037598109 111 2,630 SH   OTR 1,2 0 2,630 0
APOGEE ENTERPRISES INC COM 037598109 225 5,300 SH   OTR 1,4 0 5,300 0
APOLLO EDUCATION GROUP INC COM 037604105 628 18,400 SH   OTR 1,4 0 18,400 0
APPLE INC COM 037833100 3,227 29,239 SH   DFND 1 0 29,239 0
APPLE INC COM 037833100 14,944 135,385 SH   OTR 1,2 0 135,385 0
APPLE INC COM 037833100 442 4,000 SH   OTR 1,4 0 4,000 0
APPLE INC COM 037833100 1,082 9,800 SH Call DFND 1 0 0 0
APPLE INC COM 037833100 1,104 10,000 SH Put DFND 1 0 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 278 6,100 SH   OTR 1,4 0 6,100 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 11 252 SH   DFND 1 0 252 0
APPLIED MATERIALS INC COM 038222105 3,278 131,533 SH   DFND 1 0 131,533 0
APPLIED MATERIALS INC COM 038222105 608 24,380 SH   OTR 1,2 0 24,380 0
APPROACH RESOURCES INC COM 03834A103 11 1,779 SH   DFND 1 0 1,779 0
APPROACH RESOURCES INC COM 03834A103 339 53,049 SH   OTR 1,2 0 53,049 0
APTARGROUP INC COM 038336103 446 6,673 SH   OTR 1,2 0 6,673 0
APTARGROUP INC COM 038336103 214 3,200 SH   OTR 1,4 0 3,200 0
AQUA AMERICA INC COM 03836W103 172 6,428 SH   OTR 1,2 0 6,428 0
AQUA AMERICA INC COM 03836W103 37 1,400 SH   OTR 1,4 0 1,400 0
ARAMARK COM 03852U106 1,213 38,944 SH   OTR 1,2 0 38,944 0
ARCH CAPITAL GROUP LTD COM G0450A105 780 13,193 SH   OTR 1,2 0 13,193 0
ARCH CAPITAL GROUP LTD COM G0450A105 526 8,900 SH   OTR 1,4 0 8,900 0
ARCHER DANIELS MIDLAND CO COM 039483102 296 5,700 SH   OTR 1,2 0 5,700 0
ARCHER DANIELS MIDLAND CO COM 039483102 338 6,500 SH   OTR 1,4 0 6,500 0
ARENA PHARMACEUTICALS INC COM 040047102 99 28,645 SH   DFND 1 0 28,645 0
ARM HOLDINGS PLC-SPONS ADR COM 042068106 437 9,433 SH   OTR 1,2 0 9,433 0
ASANKO GOLD INC COM 04341Y105 1,092 704,674 SH   OTR 1,2 0 704,674 0
ASBURY AUTOMOTIVE GROUP COM 043436104 243 3,200 SH   OTR 1,4 0 3,200 0
ASBURY AUTOMOTIVE GROUP COM 043436104 14 189 SH   DFND 1 0 189 0
ASCENA RETAIL GROUP INC COM 04351G101 129 10,300 SH   OTR 1,4 0 10,300 0
ASCENT SOLAR TECHNOLOGIES COM 043635309 23 21,213 SH   DFND 1 0 21,213 0
ASHLAND INC COM 044209104 918 7,667 SH   DFND 1 0 7,667 0
ASHLAND INC COM 044209104 6,608 55,178 SH   OTR 1,2 0 55,178 0
ASML HOLDING NV-NY REG SHS COM N07059210 436 4,043 SH   OTR 1,2 0 4,043 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 3 75 SH   DFND 1 0 75 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 928 21,213 SH   OTR 1,2 0 21,213 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 411 9,400 SH   OTR 1,4 0 9,400 0
ASPEN TECH INC COM 045327103 224 6,400 SH   OTR 1,4 0 6,400 0
ASPEN TECH INC COM 045327103 63 1,798 SH   DFND 1 0 1,798 0
ASSOCIATED BANC-CORP COM 045487105 883 47,403 SH   OTR 1,2 0 47,403 0
ASSOCIATED BANC-CORP COM 045487105 652 35,000 SH   OTR 1,4 0 35,000 0
ASSOCIATED ESTATES REALTY CP COM 045604105 173 7,449 SH   OTR 1,2 0 7,449 0
ASSOCIATED ESTATES REALTY CP COM 045604105 84 3,600 SH   OTR 1,4 0 3,600 0
ASSURANT INC COM 04621X108 178 2,600 SH   DFND 1 0 2,600 0
ASSURANT INC COM 04621X108 546 7,982 SH   OTR 1,2 0 7,982 0
ASSURANT INC COM 04621X108 445 6,500 SH   OTR 1,4 0 6,500 0
ASSURED GUARANTY LTD COM G0585R106 2,215 85,220 SH   DFND 1 0 85,220 0
ASSURED GUARANTY LTD COM G0585R106 483 18,571 SH   OTR 1,2 0 18,571 0
ASSURED GUARANTY LTD COM G0585R106 645 24,800 SH   OTR 1,4 0 24,800 0
ASTORIA FINANCIAL CORP COM 046265104 186 13,910 SH   DFND 1 0 13,910 0
ASTRAZENECA PLC SPONS ADR ADR 046353108 1,056 15,000 SH   DFND 1 0 15,000 0
ASTRAZENECA PLC SPONS ADR ADR 046353108 1,408 20,000 SH Call DFND 1 0 0 0
AT&T INC COM 00206R102 299 8,900 SH   OTR 1,4 0 8,900 0
AT&T INC COM 00206R102 76 2,272 SH   DFND 1 0 2,272 0
AT&T INC COM 00206R102 60 1,800 SH   OTR 1,2 0 1,800 0
AT&T INC COM 00206R102 6,718 200,000 SH Call DFND 1 0 0 0
AT&T INC COM 00206R102 6,382 190,000 SH Put DFND 1 0 0 0
AT&T INC COM 00206R102 672 20,000 SH Put DFND 1 0 0 0
ATHENAHEALTH INC COM 04685W103 1,472 10,100 SH   OTR 1,2 0 10,100 0
ATWOOD OCEANICS INC COM 050095108 68 2,411 SH   DFND 1 0 2,411 0
ATWOOD OCEANICS INC COM 050095108 136 4,800 SH   OTR 1,4 0 4,800 0
AURICO GOLD INC COM 05155C105 91 27,500 SH   DFND 1 0 27,500 0
AUTONATION INC COM 05329W102 2,239 37,067 SH   OTR 1,2 0 37,067 0
AUTONATION INC COM 05329W102 471 7,800 SH   OTR 1,4 0 7,800 0
AUTOZONE COM 053332102 1,957 3,161 SH   OTR 1,2 0 3,161 0
AUTOZONE COM 053332102 248 400 SH   OTR 1,4 0 400 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 2,139 62,213 SH   OTR 1,2 0 62,213 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 11,418 113,511 SH   OTR 1,2 0 113,511 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 98 973 SH   DFND 1 0 973 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 161 1,600 SH   OTR 1,4 0 1,600 0
AVERY DENNISON CORP COM 053611109 361 6,951 SH   OTR 1,2 0 6,951 0
AVERY DENNISON CORP COM 053611109 301 5,800 SH   OTR 1,4 0 5,800 0
AVERY DENNISON CORP COM 053611109 15 288 SH   DFND 1 0 288 0
AVG TECHNOLOGIES COM N07831105 490 24,816 SH   OTR 1,4 0 24,816 0
AVIS BUDGET GROUP INC COM 053774105 2,406 36,280 SH   DFND 1 0 36,280 0
AVISTA CORP COM 05379B107 559 15,807 SH   OTR 1,2 0 15,807 0
AVISTA CORP COM 05379B107 562 15,900 SH   OTR 1,4 0 15,900 0
AVNET INC COM 053807103 533 12,400 SH   OTR 1,4 0 12,400 0
AVNET INC COM 053807103 26 605 SH   DFND 1 0 605 0
AVON PRODUCTS INC COM 054303102 50 5,300 SH   OTR 1,2 0 5,300 0
AVON PRODUCTS INC COM 054303102 47 5,000 SH   DFND 1 0 5,000 0
AXCELIS TECHNOLOGIES INC COM 054540109 69 26,916 SH   DFND 1 0 26,916 0
AXIALL CORP COM 05463D100 263 6,200 SH   OTR 1,4 0 6,200 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 367 7,188 SH   OTR 1,2 0 7,188 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 312 6,100 SH   OTR 1,4 0 6,100 0
B/E AEROSPACE INC COM 073302101 348 6,000 SH   DFND 1 0 6,000 0
B/E AEROSPACE INC COM 073302101 35 600 SH   OTR 1,2 0 600 0
BABCOCK & WILCOX COMPANY COM 05615F102 333 11,000 SH   OTR 1,4 0 11,000 0
BAKER HUGHES INC COM 057224107 70 1,255 SH   DFND 1 0 1,255 0
BAKER HUGHES INC COM 057224107 135 2,400 SH   OTR 1,4 0 2,400 0
BALL CORP COM 058498106 229 3,364 SH   DFND 1 0 3,364 0
BALL CORP COM 058498106 593 8,700 SH   OTR 1,2 0 8,700 0
BALL CORP COM 058498106 211 3,100 SH   OTR 1,4 0 3,100 0
BANCORP BANK/THE COM 05969A105 420 38,586 SH   OTR 1,2 0 38,586 0
BANCORPSOUTH INC COM 059692103 459 20,393 SH   OTR 1,2 0 20,393 0
BANK OF HAWAII CORP COM 062540109 300 5,065 SH   OTR 1,2 0 5,065 0
BANK OF MONTREAL COM 063671101 1,616 22,853 SH   OTR 1,2 0 22,853 0
BANK OF NEW YORK MELLON CORP COM 064058100 344 8,472 SH   DFND 1 0 8,472 0
BANK OF NEW YORK MELLON CORP COM 064058100 361 8,900 SH   OTR 1,2 0 8,900 0
BANK OF NOVA SCOTIA COM 064149107 3,703 64,900 SH   OTR 1,2 0 64,900 0
BANK OF THE OZARKS COM 063904106 204 5,380 SH   OTR 1,2 0 5,380 0
BANKRATE INC COM 06647F102 169 13,594 SH   OTR 1,2 0 13,594 0
BANKUNITED INC COM 06652K103 232 8,000 SH   OTR 1,4 0 8,000 0
BARD CR INC COM 067383109 388 2,327 SH   DFND 1 0 2,327 0
BARD CR INC COM 067383109 2,083 12,500 SH   OTR 1,2 0 12,500 0
BARRICK GOLD CORP <CAD> COM 067901108 317 29,400 SH   DFND 1 0 29,400 0
BARRICK GOLD CORP <CAD> COM 067901108 645 59,888 SH   OTR 1,2 0 59,888 0
BARRICK GOLD CORP USD COM 067901108 7,032 654,138 SH   OTR 1,2 0 654,138 0
BB&T CORP COM 054937107 254 6,532 SH   DFND 1 0 6,532 0
BCE INC COM 05534B760 463 10,093 SH   OTR 1,2 0 10,093 0
BCE INC<CAD> COM 05534B760 1,893 41,283 SH   OTR 1,2 0 41,283 0
BECTON DICKINSON & CO COM 075887109 3,409 24,500 SH   OTR 1,2 0 24,500 0
BECTON DICKINSON & CO COM 075887109 98 707 SH   DFND 1 0 707 0
BED BATH AND BEYOND INC COM 075896100 32 421 SH   DFND 1 0 421 0
BED BATH AND BEYOND INC COM 075896100 2,180 28,619 SH   OTR 1,2 0 28,619 0
BELDEN INC COM 077454106 450 5,707 SH   OTR 1,2 0 5,707 0
BELDEN INC COM 077454106 24 310 SH   DFND 1 0 310 0
BELDEN INC COM 077454106 173 2,200 SH   OTR 1,4 0 2,200 0
BELLATRIX EXPLORATION LTD COM 078314101 100 27,400 SH   DFND 1 0 27,400 0
BENCHMARK ELECTRONICS INC COM 08160H101 265 10,400 SH   OTR 1,4 0 10,400 0
BERRY PLASTICS GROUP INC COM 08579W103 2,239 70,980 SH   DFND 1 0 70,980 0
BGC PARTNERS INC-CL A COM 05541T101 121 13,228 SH   OTR 1,2 0 13,228 0
BGC PARTNERS INC-CL A COM 05541T101 74 8,131 SH   DFND 1 0 8,131 0
BIG LOTS INC COM 089302103 172 4,300 SH   OTR 1,2 0 4,300 0
BIG LOTS INC COM 089302103 772 19,300 SH   OTR 1,4 0 19,300 0
BILL BARRETT CORP COM 06846N104 225 19,744 SH   OTR 1,2 0 19,744 0
BIO-RAD LABORATORIES-CL A COM 090572207 1,152 9,554 SH   OTR 1,2 0 9,554 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,029 11,387 SH   OTR 1,2 0 11,387 0
BIOTA HOLDINGS LTD COM 090694100 31 13,822 SH   DFND 1 0 13,822 0
BJ'S RESTAURANTS INC COM 09180C106 854 17,003 SH   OTR 1,2 0 17,003 0
BJ'S RESTAURANTS INC COM 09180C106 1 24 SH   DFND 1 0 24 0
BLACK HILLS CORP COM 092113109 308 5,800 SH   OTR 1,4 0 5,800 0
BLACKBAUD INC COM 09227Q100 66 1,531 SH   DFND 1 0 1,531 0
BLACKBAUD INC COM 09227Q100 128 2,966 SH   OTR 1,2 0 2,966 0
BLACKBAUD INC COM 09227Q100 82 1,900 SH   OTR 1,4 0 1,900 0
BLACKROCK INCOME TRUST COM 09247F100 966 151,000 SH   DFND 1 0 151,000 0
BLACKSTONE MORTGAGE TRUST IN COM 09257W100 108 3,700 SH   DFND 1 0 3,700 0
BLACKSTONE MORTGAGE TRUST IN COM 09257W100 102 3,500 SH   OTR 1,4 0 3,500 0
BLOCK H & R COM 093671105 273 8,100 SH   OTR 1,2 0 8,100 0
BLOCK H & R COM 093671105 43 1,262 SH   DFND 1 0 1,262 0
BLONDER TONGUE LABORATORIES COM 093698108 32 11,814 SH   DFND 1 0 11,814 0
BOEING CO COM 097023105 325 2,500 SH   DFND 1 0 2,500 0
BOOZ ALLEN HAMILTON HOLDING COM 099502106 769 28,991 SH   OTR 1,2 0 28,991 0
BOOZ ALLEN HAMILTON HOLDING COM 099502106 549 20,700 SH   OTR 1,4 0 20,700 0
BORG WARNER AUTO INC COM 099724106 652 11,870 SH   DFND 1 0 11,870 0
BORG WARNER AUTO INC COM 099724106 203 3,700 SH   OTR 1,4 0 3,700 0
BORG WARNER AUTO INC COM 099724106 93 1,700 SH   OTR 1,2 0 1,700 0
BOSTON PROPERTIES INC COM 101121101 386 3,000 SH   DFND 1 0 3,000 0
BRIGGS & STRATTON COM 109043109 290 14,200 SH   OTR 1,4 0 14,200 0
BRINKER INTERNATIONAL INC COM 109641100 82 1,400 SH   OTR 1,4 0 1,400 0
BRINKER INTERNATIONAL INC COM 109641100 465 7,921 SH   OTR 1,2 0 7,921 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 1,050 42,283 SH   OTR 1,2 0 42,283 0
BROADCOM CORP CL-A COM 111320107 593 13,693 SH   OTR 1,2 0 13,693 0
BROADCOM CORP CL-A COM 111320107 95 2,202 SH   DFND 1 0 2,202 0
BROADCOM CORP CL-A COM 111320107 3,007 69,400 SH Call DFND 1 0 0 0
BROADCOM CORP CL-A COM 111320107 4,047 93,400 SH Put DFND 1 0 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 2,273 61,992 SH   DFND 1 0 61,992 0
BROOKFIELD ASSET MANAGE-CL A COM 112585104 1,226 24,464 SH   OTR 1,2 0 24,464 0
BROOKFIELD MORTGAGE OPPORTUN COM 112792106 542 32,947 SH   DFND 1 0 32,947 0
BUNGE LIMITED COM G16962105 2,956 32,511 SH   OTR 1,2 0 32,511 0
BUNGE LIMITED COM G16962105 818 9,000 SH   OTR 1,4 0 9,000 0
CA INC COM 12673P105 245 8,045 SH   DFND 1 0 8,045 0
CA INC COM 12673P105 606 19,900 SH   OTR 1,2 0 19,900 0
CA INC COM 12673P105 167 5,500 SH   OTR 1,4 0 5,500 0
CABLEVISION SYSTEMS CL A COM 12686C109 17 800 SH   DFND 1 0 800 0
CABLEVISION SYSTEMS CL A COM 12686C109 666 32,263 SH   OTR 1,2 0 32,263 0
CABOT CORP COM 127055101 5 119 SH   DFND 1 0 119 0
CABOT CORP COM 127055101 79 1,800 SH   OTR 1,2 0 1,800 0
CABOT CORP COM 127055101 259 5,900 SH   OTR 1,4 0 5,900 0
CABOT OIL & GAS CORP COM 127097103 15 500 SH   OTR 1,2 0 500 0
CABOT OIL & GAS CORP COM 127097103 160 5,400 SH   OTR 1,4 0 5,400 0
CABOT OIL & GAS CORP COM 127097103 323 10,919 SH   DFND 1 0 10,919 0
CACHE INC COM 127150308 4 19,590 SH   OTR 1,2 0 19,590 0
CAESARS ACQUISITION CO-CL A COM 12768T103 1,031 100,000 SH   OTR 1,3 0 100,000 0
CAESARS ACQUISITION CO-CL A COM 12768T103 20 1,902 SH   DFND 1 0 1,902 0
CAESARS ENTERTAINMENT INC COM 127686103 1,569 100,000 SH   OTR 1,3 0 100,000 0
CALIFORNIA RESOURCES CORP COM 13057Q107 69 12,600 SH   DFND 1 0 12,600 0
CALIFORNIA RESOURCES CORP COM 13057Q107 665 120,599 SH   OTR 1,2 0 120,599 0
CALLAWAY GOLF COMPANY COM 131193104 188 24,450 SH   DFND 1 0 24,450 0
CALLAWAY GOLF COMPANY COM 131193104 145 18,800 SH   OTR 1,4 0 18,800 0
CALPINE CORPORATION COM 131347304 1,693 76,489 SH   OTR 1,2 0 76,489 0
CALPINE CORPORATION COM 131347304 502 22,700 SH   OTR 1,4 0 22,700 0
CALPINE CORPORATION COM 131347304 2 82 SH   DFND 1 0 82 0
CAMECO CORP COM 13321L108 181 11,000 SH   OTR 1,4 0 11,000 0
CAMPBELL SOUP CO COM 134429109 743 16,891 SH   DFND 1 0 16,891 0
CAMPBELL SOUP CO COM 134429109 260 5,900 SH   OTR 1,4 0 5,900 0
CANADIAN IMPERIAL BK OF COMM COM 136069101 1,747 20,337 SH   OTR 1,2 0 20,337 0
CANADIAN NATL RAILWAY CO COM 136375102 269 3,900 SH   DFND 1 0 3,900 0
CANADIAN NATL RAILWAY CO COM 136375102 4,001 58,107 SH   OTR 1,2 0 58,107 0
CANADIAN PACIFIC LTD<CAD> COM 13645T100 3,325 17,271 SH   OTR 1,2 0 17,271 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1,012 5,250 SH   DFND 1 0 5,250 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 250 1,300 SH   OTR 1,4 0 1,300 0
CANTEL MEDICAL CORP COM 138098108 187 4,320 SH   DFND 1 0 4,320 0
CANTEL MEDICAL CORP COM 138098108 60 1,376 SH   OTR 1,2 0 1,376 0
CAPITAL ONE FINL COM 14040H105 3 39 SH   DFND 1 0 39 0
CAPITAL ONE FINL COM 14040H105 281 3,400 SH   OTR 1,2 0 3,400 0
CAPITOL FEDERAL FINANCIAL COM 14057J101 189 14,800 SH   OTR 1,4 0 14,800 0
CARDINAL HEALTH INC COM 14149Y108 2,973 36,826 SH   OTR 1,2 0 36,826 0
CARDINAL HEALTH INC COM 14149Y108 961 11,900 SH   OTR 1,4 0 11,900 0
CARDINAL HEALTH INC COM 14149Y108 121 1,500 SH   DFND 1 0 1,500 0
CARMAX INC COM 143130102 1,418 21,300 SH   OTR 1,2 0 21,300 0
CARMAX INC COM 143130102 130 1,952 SH   DFND 1 0 1,952 0
CARMAX INC COM 143130102 127 1,900 SH   OTR 1,4 0 1,900 0
CATAMARAN CORP COM 148887102 538 10,395 SH   OTR 1,2 0 10,395 0
CATERPILLAR INC COM 149123101 13,943 152,329 SH   OTR 1,2 0 152,329 0
CATERPILLAR INC COM 149123101 906 9,900 SH   OTR 1,4 0 9,900 0
CATERPILLAR INC COM 149123101 53 581 SH   DFND 1 0 581 0
CATHAY GENERAL BANCORP COM 149150104 486 19,000 SH   OTR 1,2 0 19,000 0
CBOE HOLDINGS INC COM 12503M108 500 7,886 SH   OTR 1,2 0 7,886 0
CBOE HOLDINGS INC COM 12503M108 3 47 SH   DFND 1 0 47 0
CBOE HOLDINGS INC COM 12503M108 82 1,300 SH   OTR 1,4 0 1,300 0
CBS CORP- CL B COM 124857202 1,759 31,789 SH   DFND 1 0 31,789 0
CELANESE CORP-SERIES A COM 150870103 227 3,785 SH   DFND 1 0 3,785 0
CELESTICA INC COM 15101Q108 163 13,900 SH   DFND 1 0 13,900 0
CELGENE CORP COM 151020104 201 1,800 SH   DFND 1 0 1,800 0
CELGENE CORP COM 151020104 548 4,900 SH   OTR 1,4 0 4,900 0
CEMEX SAB DE 3.25% 15MAR16 A SDBCV 151290BB8 1,742 1,500,000 PRN   DFND 1 0 1,500,000 0
CEMEX SAB DE CV 4.875 15MAR15 SDBCV 151290AV5 1,549 1,500,000 PRN   DFND 1 0 1,500,000 0
CENOVUS ENERGY INC COM 15135U109 214 10,400 SH   OTR 1,4 0 10,400 0
CENTRAL FUND CANADA CL A COM 153501101 5,790 500,000 SH   DFND 1 0 500,000 0
CENTRAL FUND CANADA CL A COM 153501101 1,969 170,000 SH   DFND 1 0 170,000 0
CEPHEID INC COM 15670R107 200 3,700 SH   OTR 1,4 0 3,700 0
CHAMBERS STREET PROPERTIES COM 157842105 104 12,900 SH   OTR 1,4 0 12,900 0
CHARTER COMMUNICATION-A COM 16117M305 331 1,985 SH   DFND 1 0 1,985 0
CHECK POINT SOFTWARE TECH COM M22465104 3,834 48,800 SH Call DFND 1 0 0 0
CHECK POINT SOFTWARE TECH COM M22465104 1,477 18,800 SH Put DFND 1 0 0 0
CHEGG INC COM 163092109 146 21,100 SH   DFND 1 0 21,100 0
CHEMED CORP COM 16359R103 377 3,569 SH   OTR 1,2 0 3,569 0
CHEMTURA CORP COM 163893209 703 28,440 SH   OTR 1,2 0 28,440 0
CHENIERE ENERGY INC COM 16411R208 265 3,768 SH   DFND 1 0 3,768 0
CHENIERE ENERGY INC COM 16411R208 1,408 20,000 SH Call DFND 1 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 722 36,900 SH   DFND 1 0 36,900 0
CHEVRON CORP COM 166764100 701 6,253 SH   DFND 1 0 6,253 0
CHEVRON CORP COM 166764100 415 3,700 SH   OTR 1,4 0 3,700 0
CHEVRON CORP COM 166764100 2,468 22,000 SH Call DFND 1 0 0 0
CHEVRON CORP COM 166764100 1,582 14,100 SH Put DFND 1 0 0 0
CHICAGO BRIDGE & IRON-NY SHR COM 167250109 306 7,300 SH   OTR 1,4 0 7,300 0
CHICAGO BRIDGE & IRON-NY SHR COM 167250109 6 143 SH   DFND 1 0 143 0
CHICAGO BRIDGE & IRON-NY SHR COM 167250109 16,792 400,000 SH Call OTR 1,3 0 0 0
CHICO'S FAS INC COM 168615102 1,050 64,800 SH   OTR 1,2 0 64,800 0
CHIPOTLE MEXICAN GRILL-CL A COM 169656105 845 1,234 SH   DFND 1 0 1,234 0
CHUBB CORP USD COM 171232101 2,813 27,191 SH   OTR 1,2 0 27,191 0
CHURCH & DWIGHT CO COM 171340102 362 4,589 SH   OTR 1,2 0 4,589 0
CIENA CORP COM 171779309 233 12,000 SH   DFND 1 0 12,000 0
CIGNA CORP COM 125509109 470 4,563 SH   DFND 1 0 4,563 0
CIGNA CORP COM 125509109 257 2,500 SH   OTR 1,4 0 2,500 0
CIGNA CORP COM 125509109 3,046 29,600 SH Call DFND 1 0 0 0
CIGNA CORP COM 125509109 6,494 63,100 SH Put DFND 1 0 0 0
CISCO SYSTEMS INC COM 17275R102 56 2,000 SH   OTR 1,2 0 2,000 0
CISCO SYSTEMS INC COM 17275R102 2,024 72,772 SH   DFND 1 0 72,772 0
CISCO SYSTEMS INC COM 17275R102 5,185 186,400 SH Call DFND 1 0 0 0
CISCO SYSTEMS INC COM 17275R102 9,059 325,700 SH Put DFND 1 0 0 0
CIT GROUP INC COM 125581801 991 20,713 SH   OTR 1,2 0 20,713 0
CIT GROUP INC COM 125581801 354 7,400 SH   OTR 1,4 0 7,400 0
CITIGROUP INC COM 172967424 797 14,733 SH   DFND 1 0 14,733 0
CITIGROUP INC COM 172967424 1,136 21,000 SH   OTR 1 0 21,000 0
CITIGROUP INC COM 172967424 476 8,800 SH   OTR 1,4 0 8,800 0
CITIGROUP INC-CW18 RT 172967234 26 1,000,000 SH   DFND 1 0 1,000,000 0
CITY NATIONAL CORP COM 178566105 675 8,357 SH   OTR 1,2 0 8,357 0
CITY NATIONAL CORP COM 178566105 23 283 SH   DFND 1 0 283 0
CITY NATIONAL CORP COM 178566105 97 1,200 SH   OTR 1,4 0 1,200 0
CLEAN DIESEL TECHNOLOGIES COM 18449C401 40 22,080 SH   DFND 1 0 22,080 0
CLEAN ENERGY FUELS CORP COM 184499101 124 24,789 SH   OTR 1,2 0 24,789 0
CLEAN HARBORS INC COM 184496107 269 5,600 SH   OTR 1,4 0 5,600 0
CLEAN HARBORS INC COM 184496107 16 342 SH   DFND 1 0 342 0
CLEAR CHANNEL OUTDOOR-CL A COM 18451C109 257 24,269 SH   OTR 1,2 0 24,269 0
CLEARWATER PAPER CORP COM 18538R103 89 1,300 SH   DFND 1 0 1,300 0
CLEARWATER PAPER CORP COM 18538R103 130 1,896 SH   OTR 1,2 0 1,896 0
CLEARWATER PAPER CORP COM 18538R103 123 1,800 SH   OTR 1,4 0 1,800 0
CLECO CORP COM 12561W105 82 1,500 SH   DFND 1 0 1,500 0
CLECO CORP COM 12561W105 205 3,751 SH   OTR 1,2 0 3,751 0
CLECO CORP COM 12561W105 682 12,500 SH   OTR 1,4 0 12,500 0
CMS ENERGY CORP COM 125896100 717 20,647 SH   OTR 1,2 0 20,647 0
CMS ENERGY CORP COM 125896100 151 4,338 SH   DFND 1 0 4,338 0
CNO FINANCIAL GROUP INC COM 12621E103 1,165 67,643 SH   OTR 1,2 0 67,643 0
CNO FINANCIAL GROUP INC COM 12621E103 537 31,200 SH   OTR 1,4 0 31,200 0
COCA COLA ENTERPRISES INC. COM 19122T109 35 800 SH   DFND 1 0 800 0
COCA COLA ENTERPRISES INC. COM 19122T109 831 18,800 SH   OTR 1,4 0 18,800 0
COGNIZANT TECH SOLUTIONS CRP COM 192446102 137 2,600 SH   OTR 1,2 0 2,600 0
COGNIZANT TECH SOLUTIONS CRP COM 192446102 1,139 21,627 SH   DFND 1 0 21,627 0
COGNIZANT TECH SOLUTIONS CRP COM 192446102 358 6,800 SH   OTR 1,4 0 6,800 0
COLONY FINANCIAL INC COM 19624R106 834 35,000 SH   DFND 1 0 35,000 0
COLONY FINANCIAL INC COM 19624R106 188 7,900 SH   OTR 1,4 0 7,900 0
COLUMBIA PROPERTY TRUST INC COM 198287203 352 13,900 SH   OTR 1,2 0 13,900 0
COMCAST CORP - CL A COM 20030N101 839 14,459 SH   DFND 1 0 14,459 0
COMERICA INC COM 200340107 506 10,803 SH   DFND 1 0 10,803 0
COMERICA INC COM 200340107 370 7,900 SH   OTR 1,2 0 7,900 0
COMMERCE BANCSHARES INC COM 200525103 30 685 SH   OTR 1,4 0 685 0
COMMERCE BANCSHARES INC COM 200525103 589 13,550 SH   OTR 1,2 0 13,550 0
COMMERCIAL METALS CO COM 201723103 520 31,914 SH   OTR 1,4 0 31,914 0
COMMUNITY HEALTH SYSTEMS COM 203668108 2,205 40,900 SH   DFND 1 0 40,900 0
COMMUNITY HEALTH SYSTEMS COM 203668108 24,264 450,000 SH Call OTR 1,3 0 0 0
COMPASS MINERALS INTERNATION COM 20451N101 209 2,406 SH   OTR 1,2 0 2,406 0
COMPASS MINERALS INTERNATION COM 20451N101 9 100 SH   OTR 1,4 0 100 0
COMPUTER SCIENCES CORP COM 205363104 155 2,453 SH   DFND 1 0 2,453 0
COMPUTER SCIENCES CORP COM 205363104 2,166 34,360 SH   OTR 1,2 0 34,360 0
COMPUTER SCIENCES CORP COM 205363104 902 14,300 SH   OTR 1,4 0 14,300 0
COMSTOCK RESOURCES INC COM 205768203 313 45,961 SH   OTR 1,2 0 45,961 0
CONATUS PHARMACEUTICALS INC COM 20600T108 146 20,877 SH   DFND 1 0 20,877 0
CONOCOPHILLIPS COM 20825C104 519 7,511 SH   DFND 1 0 7,511 0
CONSOL ENERGY INC COM 20854P109 237 7,016 SH   DFND 1 0 7,016 0
CONSOL ENERGY INC COM 20854P109 203 6,000 SH Call DFND 1 0 0 0
CONSOLIDATED WATER CO-ORD SH COM G23773107 282 26,375 SH   OTR 1,2 0 26,375 0
CONSUMER DISCRET SELECT SPDR ETF 81369Y407 13,870 192,232 SH   OTR 1,2 0 192,232 0
CONSUMER DISCRET SELECT SPDR ETF 81369Y407 1 14 SH   DFND 1 0 14 0
CONTINENTAL RESOURCES INC/OK COM 212015101 2,302 60,000 SH   OTR 1 0 60,000 0
CONVERGYS CORP COM 212485106 656 32,200 SH   OTR 1,4 0 32,200 0
COOPER TIRE AND RUBBER CO COM 216831107 1,242 35,836 SH   OTR 1,2 0 35,836 0
COOPER TIRE AND RUBBER CO COM 216831107 1 28 SH   DFND 1 0 28 0
COOPER TIRE AND RUBBER CO COM 216831107 946 16,350 SH   OTR 1 0 28 0
COPART INC COM 217204106 423 11,600 SH   OTR 1,4 0 11,600 0
COPART INC COM 217204106 14 386 SH   DFND 1 0 386 0
CORELOGIC INC COM 21871D103 4 139 SH   DFND 1 0 139 0
CORELOGIC INC COM 21871D103 327 10,345 SH   OTR 1,2 0 10,345 0
CORELOGIC INC COM 21871D103 404 12,800 SH   OTR 1,4 0 12,800 0
CORINTHIAN COLLEGES INC COM 218868107 3 42,100 SH   OTR 1,2 0 42,100 0
CORNING INC COM 219350105 440 19,200 SH   OTR 1,2 0 19,200 0
CORNING INC COM 219350105 124 5,416 SH   DFND 1 0 5,416 0
CORPORATE EXECUTIVE BOARD CO COM 21988R102 115 1,580 SH   OTR 1,2 0 1,580 0
CORPORATE EXECUTIVE BOARD CO COM 21988R102 94 1,300 SH   OTR 1,4 0 1,300 0
CORPORATE OFFICE PROPERTIES COM 22002T108 323 11,400 SH   OTR 1,4 0 11,400 0
CORRECTIONS CORP OF AMERICA COM 22025Y407 948 26,100 SH   OTR 1,2 0 26,100 0
COSTCO WHOLESALE CORP COM 22160K105 213 1,500 SH   OTR 1,4 0 1,500 0
COSTCO WHOLESALE CORP COM 22160K105 184 1,300 SH   OTR 1,2 0 1,300 0
COTY INC-CL A COM 222070203 744 36,000 SH   OTR 1,2 0 36,000 0
COUSINS PROPERTIES INC COM 222795106 785 68,700 SH   OTR 1,4 0 68,700 0
COVANCE INC COM 222816100 324 3,123 SH   DFND 1 0 3,123 0
COVANCE INC COM 222816100 3,240 31,200 SH   OTR 1,2 0 31,200 0
COVANTA HOLDING CORP COM 22282E102 389 17,671 SH   OTR 1,2 0 17,671 0
COVANTA HOLDING CORP COM 22282E102 11 506 SH   DFND 1 0 506 0
COVANTA HOLDING CORP COM 22282E102 7 300 SH   OTR 1,4 0 300 0
COVISINT CORP COM 22357R103 55 20,700 SH   OTR 1,2 0 20,700 0
CREDIT ACCEPTANCE CORP COM 225310101 713 5,226 SH   OTR 1,2 0 5,226 0
CREE RESEARCH INC COM 225447101 391 12,128 SH   OTR 1,2 0 12,128 0
CROCS INC COM 227046109 381 30,501 SH   OTR 1,2 0 30,501 0
CROCS INC COM 227046109 430 34,400 SH   OTR 1,4 0 34,400 0
CROWN CASTLE INTL CORP COM 22822V101 984 12,500 SH   DFND 1 0 12,500 0
CROWN CASTLE INTL CORP COM 22822V101 480 6,100 SH   OTR 1,4 0 6,100 0
CROWN HOLDINGS COM 228368106 310 6,100 SH   OTR 1,4 0 6,100 0
CROWN HOLDINGS COM 228368106 19 375 SH   DFND 1 0 375 0
CST BRANDS INC-WHEN ISSUE COM 12646R105 484 11,100 SH   OTR 1,4 0 11,100 0
CSX CORP COM 126408103 1,337 36,912 SH   DFND 1 0 36,912 0
CSX CORP COM 126408103 312 8,600 SH   OTR 1,4 0 8,600 0
CUBIST PHARMACEUTICALS INC COM 229678107 2,516 25,000 SH Put DFND 1 0 0 0
CULLEN/FROST BANKERS INC COM 229899109 389 5,500 SH   OTR 1,2 0 5,500 0
CULLEN/FROST BANKERS INC COM 229899109 226 3,200 SH   OTR 1,4 0 3,200 0
CUMMINS INC COM 231021106 315 2,182 SH   DFND 1 0 2,182 0
CUMMINS INC COM 231021106 245 1,700 SH   OTR 1,4 0 1,700 0
CURIS INC COM 231269101 87 57,776 SH   OTR 1,2 0 57,776 0
CURTISS-WRIGHT CORP COM 231561101 513 7,268 SH   OTR 1,2 0 7,268 0
CURTISS-WRIGHT CORP COM 231561101 92 1,300 SH   OTR 1,4 0 1,300 0
CVENT INC COM 23247G109 288 10,348 SH   OTR 1,4 0 10,348 0
CVS HEALTH CORP COM 126650100 3,984 41,370 SH   OTR 1,2 0 41,370 0
CVS HEALTH CORP COM 126650100 58 600 SH   DFND 1 0 600 0
CYTEC INDUSTRIES INC COM 232820100 114 2,462 SH   OTR 1,2 0 2,462 0
CYTEC INDUSTRIES INC COM 232820100 185 4,000 SH   OTR 1,4 0 4,000 0
CYTOKINETICS INC COM 23282W605 87 10,900 SH   DFND 1 0 10,900 0
D.R. HORTON INC COM 23331A109 228 9,010 SH   DFND 1 0 9,010 0
DARDEN RESTAURANTS INC COM 237194105 2,204 37,591 SH   OTR 1,2 0 37,591 0
DARDEN RESTAURANTS INC COM 237194105 293 5,000 SH   OTR 1,4 0 5,000 0
DARLING INGREDIENTS INC COM 237266101 218 12,000 SH   OTR 1,4 0 12,000 0
DARLING INGREDIENTS INC COM 237266101 3 173 SH   DFND 1 0 173 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 129 1,709 SH   DFND 1 0 1,709 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 401 5,300 SH   OTR 1,4 0 5,300 0
DEERE & CO COM 244199105 1,416 16,000 SH Call DFND 1 0 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 313 4,300 SH   OTR 1,4 0 4,300 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,511 20,780 SH   OTR 1,2 0 20,780 0
DELPHI AUTOMOTIVE PLC COM G27823106 15 200 SH   DFND 1 0 200 0
DELTA AIR LINES INC COM 247361702 136 2,762 SH   DFND 1 0 2,762 0
DELTA AIR LINES INC COM 247361702 152 3,100 SH   OTR 1,4 0 3,100 0
DELUXE CORP COM 248019101 8 133 SH   DFND 1 0 133 0
DELUXE CORP COM 248019101 12 200 SH   OTR 1,4 0 200 0
DELUXE CORP COM 248019101 1,055 16,953 SH   OTR 1,2 0 16,953 0
DENBURY RESOURCES INC COM 247916208 141 17,300 SH   DFND 1 0 17,300 0
DENBURY RESOURCES INC COM 247916208 366 45,000 SH   OTR 1,2 0 45,000 0
DENBURY RESOURCES INC COM 247916208 175 21,500 SH   OTR 1,4 0 21,500 0
DENNY'S CORPORATION COM 24869P104 192 18,647 SH   DFND 1 0 18,647 0
DENTSPLY INTL INC COM 249030107 76 1,429 SH   DFND 1 0 1,429 0
DENTSPLY INTL INC COM 249030107 149 2,800 SH   OTR 1,4 0 2,800 0
DEVELOPERS DIVER 1.75% 15NOV40 SDBCV 251591AX1 7,432 6,000,000 PRN   DFND 1 0 6,000,000 0
DHT HOLDINGS INC COM Y2065G121 278 38,000 SH   DFND 1 0 38,000 0
DIAMOND OFFSHORE DRILLING COM 25271C102 271 7,373 SH   OTR 1,2 0 7,373 0
DIAMOND OFFSHORE DRILLING COM 25271C102 6 153 SH   DFND 1 0 153 0
DIAMONDROCK HOSPITALITY CO COM 252784301 339 22,817 SH   OTR 1,2 0 22,817 0
DIGITAL REALTY TRUST INC COM 253868103 212 3,200 SH   OTR 1,4 0 3,200 0
DINEEQUITY INC COM 254423106 246 2,370 SH   OTR 1,2 0 2,370 0
DINEEQUITY INC COM 254423106 725 7,000 SH   OTR 1,4 0 7,000 0
DINEEQUITY INC COM 254423106 2 18 SH   DFND 1 0 18 0
DIRECTV COM 25490A309 147 1,700 SH   OTR 1,4 0 1,700 0
DIRECTV COM 25490A309 17,802 205,328 SH   DFND 1 0 205,328 0
DISCOVER FINANCIAL SERVICES COM 254709108 3,509 53,584 SH   OTR 1,2 0 53,584 0
DISCOVER FINANCIAL SERVICES COM 254709108 13 200 SH   DFND 1 0 200 0
DISCOVER FINANCIAL SERVICES COM 254709108 124 1,900 SH   OTR 1,4 0 1,900 0
DISCOVERY COMMUNICATIONS-C COM 25470F302 516 15,300 SH   OTR 1,4 0 15,300 0
DISH NETWORK CORP - A COM 25470M109 2,101 28,823 SH   DFND 1 0 28,823 0
DOLBY LABORATORIES INC-CL A COM 25659T107 694 16,100 SH   OTR 1,2 0 16,100 0
DOLBY LABORATORIES INC-CL A COM 25659T107 470 10,900 SH   OTR 1,4 0 10,900 0
DOLBY LABORATORIES INC-CL A COM 25659T107 12 287 SH   DFND 1 0 287 0
DOLLAR GENERAL CORP COM 256677105 7 100 SH   OTR 1,2 0 100 0
DOLLAR GENERAL CORP COM 256677105 894 12,649 SH   DFND 1 0 12,649 0
DOLLAR TREE STORES INC COM 256746108 9,424 133,900 SH Call DFND 1 0 0 0
DOLLAR TREE STORES INC COM 256746108 4,364 62,000 SH Put DFND 1 0 0 0
DOMINION DIAMOND CORP COM 257287102 253 14,100 SH   DFND 1 0 14,100 0
DOMINO'S PIZZA INC COM 25754A201 725 7,700 SH   OTR 1,2 0 7,700 0
DOMTAR CORP COM 257559203 105 2,600 SH   OTR 1,2 0 2,600 0
DOMTAR CORP COM 257559203 599 14,900 SH   OTR 1,4 0 14,900 0
DONALDSON CO INC COM 257651109 1,136 29,404 SH   OTR 1,2 0 29,404 0
DONALDSON CO INC COM 257651109 247 6,400 SH   OTR 1,4 0 6,400 0
DORMAN PRODUCTS INC COM 258278100 232 4,800 SH   OTR 1,4 0 4,800 0
DORMAN PRODUCTS INC COM 258278100 3 64 SH   DFND 1 0 64 0
DOVER CORP COM 260003108 170 2,370 SH   DFND 1 0 2,370 0
DOVER CORP COM 260003108 258 3,600 SH   OTR 1,2 0 3,600 0
DOVER CORP COM 260003108 1,434 20,000 SH   OTR 1,4 0 20,000 0
DOW CHEMICAL CO COM 260543103 2,281 50,000 SH Call DFND 1 0 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 2,280 31,815 SH   OTR 1,2 0 31,815 0
DRDGOLD LTD-SPONSORED ADR ADR 26152H301 189 121,992 SH   OTR 1,2 0 121,992 0
DRESSER-RAND GROUP INC COM 261608103 376 4,600 SH   OTR 1,4 0 4,600 0
DRESSER-RAND GROUP INC COM 261608103 1 15 SH   DFND 1 0 15 0
DRIL-QUIP COM 262037104 451 5,883 SH   OTR 1,2 0 5,883 0
DRIL-QUIP COM 262037104 545 7,100 SH   OTR 1,4 0 7,100 0
DUKE ENERGY CORP COM 26441C204 640 7,666 SH   DFND 1 0 7,666 0
DUKE ENERGY CORP COM 26441C204 1,019 12,200 SH   OTR 1,4 0 12,200 0
DUN & BRADSTREET CORP COM 26483E100 380 3,141 SH   OTR 1,2 0 3,141 0
DUN & BRADSTREET CORP COM 26483E100 266 2,200 SH   OTR 1,4 0 2,200 0
DUN & BRADSTREET CORP COM 26483E100 121 1,000 SH   DFND 1 0 1,000 0
DUNKIN' BRANDS GROUP INC COM 265504100 38 901 SH   DFND 1 0 901 0
DUNKIN' BRANDS GROUP INC COM 265504100 218 5,100 SH   OTR 1,4 0 5,100 0
DUPONT EI DE NEMOURS & CO COM 263534109 729 9,861 SH   DFND 1 0 9,861 0
DUPONT EI DE NEMOURS & CO COM 263534109 4,102 55,484 SH   OTR 1,2 0 55,484 0
E*TRADE FINANCIAL CORP COM 269246401 2,231 91,970 SH   DFND 1 0 91,970 0
EAGLE MATERIALS INC COM 26969P108 639 8,400 SH   OTR 1,4 0 8,400 0
EAGLE MATERIALS INC COM 26969P108 7 91 SH   DFND 1 0 91 0
EAGLE MATERIALS INC COM 26969P108 182 2,400 SH   OTR 1,2 0 2,400 0
EARTHLINK HOLDINGS CORP COM 27033X101 91 20,768 SH   DFND 1 0 20,768 0
EAST WEST BANCORP INC COM 27579R104 374 9,659 SH   OTR 1,2 0 9,659 0
EAST WEST BANCORP INC COM 27579R104 2 64 SH   DFND 1 0 64 0
EASTMAN CHEMICAL COMPANY COM 277432100 91 1,200 SH   OTR 1,2 0 1,200 0
EASTMAN CHEMICAL COMPANY COM 277432100 83 1,100 SH   OTR 1,4 0 1,100 0
EASTMAN CHEMICAL COMPANY COM 277432100 820 10,815 SH   DFND 1 0 10,815 0
EATON CORP PLC COM G29183103 14 200 SH   OTR 1,4 0 200 0
EATON CORP PLC COM G29183103 27 400 SH   OTR 1,2 0 400 0
EATON CORP PLC COM G29183103 204 3,000 SH   DFND 1 0 3,000 0
EBAY INC COM 278642103 1,564 27,868 SH   DFND 1 0 27,868 0
EBAY INC COM 278642103 11 200 SH   OTR 1,2 0 200 0
EBAY INC COM 278642103 73 1,300 SH   OTR 1,4 0 1,300 0
EBIX INC COM 278715206 44 2,600 SH   DFND 1 0 2,600 0
EBIX INC COM 278715206 148 8,705 SH   OTR 1,2 0 8,705 0
ECHOSTAR CORP-A COM 278768106 32 600 SH   OTR 1,4 0 600 0
ECHOSTAR CORP-A COM 278768106 352 6,700 SH   OTR 1,2 0 6,700 0
ECOLAB INC COM 278865100 638 6,100 SH   OTR 1,2 0 6,100 0
ECOLAB INC COM 278865100 805 7,700 SH   OTR 1,4 0 7,700 0
ECOLAB INC COM 278865100 167 1,600 SH   DFND 1 0 1,600 0
EDISON INTERNATIONAL COM 281020107 189 2,888 SH   DFND 1 0 2,888 0
EDISON INTERNATIONAL COM 281020107 59 900 SH   OTR 1,2 0 900 0
EDWARDS LIFESCIENCES CORP COM 28176E108 237 1,859 SH   DFND 1 0 1,859 0
EDWARDS LIFESCIENCES CORP COM 28176E108 395 3,100 SH   OTR 1,4 0 3,100 0
ELDORADO GOLD CORP LTD COM 284902103 238 39,100 SH   DFND 1 0 39,100 0
ELECTRONIC ARTS .75% 15JUL16 SDBCV 285512AA7 6,034 4,000,000 PRN   DFND 1 0 4,000,000 0
ELECTRONICS FOR IMAGING COM 286082102 236 5,500 SH   OTR 1,4 0 5,500 0
ELIZABETH ARDEN INC COM 28660G106 217 10,161 SH   OTR 1,2 0 10,161 0
EMC CORP-MASS COM 268648102 453 15,221 SH   DFND 1 0 15,221 0
EMCOR GROUP INC COM 29084Q100 366 8,235 SH   OTR 1,2 0 8,235 0
EMCOR GROUP INC COM 29084Q100 547 12,300 SH   OTR 1,4 0 12,300 0
EMCORE CORP COM 290846203 64 12,150 SH   DFND 1 0 12,150 0
EMERSON ELECTRIC CO COM 291011104 384 6,216 SH   DFND 1 0 6,216 0
EMERSON ELECTRIC CO COM 291011104 1,142 18,500 SH   OTR 1,4 0 18,500 0
EMERSON ELECTRIC CO COM 291011104 778 12,600 SH Call DFND 1 0 0 0
EMERSON ELECTRIC CO COM 291011104 778 12,600 SH Put DFND 1 0 0 0
EMULEX CORP COM 292475209 116 20,424 SH   OTR 1,2 0 20,424 0
ENBRIDGE INC COM 29250N105 350 6,800 SH   DFND 1 0 6,800 0
ENBRIDGE INC COM 29250N105 1,753 34,103 SH   OTR 1,2 0 34,103 0
ENDEAVOUR SILVER CORP COM 29258Y103 799 369,695 SH   OTR 1,2 0 369,695 0
ENDO INTERNATIONAL PLC COM G30401106 2,568 35,606 SH   OTR 1,2 0 35,606 0
ENDO PHARMACEUT 1.75% 15APR15 SDBCV 29264FAB2 7,436 3,000,000 PRN   DFND 1 0 3,000,000 0
ENERGEN CORP COM 29265N108 886 13,900 SH   OTR 1,2 0 13,900 0
ENERGY RECOVERY INC COM 29270J100 69 13,109 SH   DFND 1 0 13,109 0
ENERGY RECOVERY INC COM 29270J100 56 10,570 SH   OTR 1,2 0 10,570 0
ENERGY XXI BERMUDA COM G10082140 430 131,998 SH   OTR 1,2 0 131,998 0
ENERGY XXI BERMUDA COM G10082140 1 238 SH   DFND 1 0 238 0
ENERPLUS CORP COM 292766102 4,510 468,311 SH   OTR 1,2 0 468,311 0
ENERPLUS CORP COM 292766102 91 9,500 SH   DFND 1 0 9,500 0
ENERSYS COM 29275Y102 593 9,600 SH   OTR 1,4 0 9,600 0
ENSCO PLC COM G3157S106 446 14,900 SH   OTR 1,4 0 14,900 0
ENSCO PLC COM G3157S106 17 557 SH   DFND 1 0 557 0
ENSCO PLC COM G3157S106 231 7,700 SH   DFND 1 0 7,700 0
ENTERGY CORP COM 29364G103 551 6,300 SH   OTR 1,2 0 6,300 0
ENTERGY CORP COM 29364G103 15 173 SH   DFND 1 0 173 0
ENTEROMEDICS INC COM 29365M208 40 28,138 SH   DFND 1 0 28,138 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 146 57,693 SH   OTR 1,2 0 57,693 0
ENVISION HEALTHCARE HOLDINGS COM 29413U103 229 6,600 SH   OTR 1,4 0 6,600 0
EOG RESOURCES INC COM 26875P101 760 8,251 SH   DFND 1 0 8,251 0
EOG RESOURCES INC COM 26875P101 166 1,800 SH   OTR 1,2 0 1,800 0
EOG RESOURCES INC COM 26875P101 1,436 15,600 SH Put DFND 1 0 0 0
EP ENERGY CORP-CL A COM 268785102 255 24,459 SH   OTR 1,2 0 24,459 0
EQT CORP COM 26884L109 1,746 23,060 SH   DFND 1 0 23,060 0
EQT CORP COM 26884L109 212 2,800 SH   OTR 1,2 0 2,800 0
EQT CORP COM 26884L109 167 2,200 SH   OTR 1,4 0 2,200 0
EQUIFAX INC COM 294429105 178 2,200 SH   DFND 1 0 2,200 0
EQUIFAX INC COM 294429105 472 5,835 SH   OTR 1,2 0 5,835 0
EQUITY COMMONWEALTH COM 294628102 534 20,800 SH   OTR 1,2 0 20,800 0
EQUITY COMMONWEALTH COM 294628102 344 13,400 SH   OTR 1,4 0 13,400 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 304 5,900 SH   OTR 1,2 0 5,900 0
EQUITY ONE INC COM 294752100 320 12,600 SH   OTR 1,4 0 12,600 0
ERIE INDEMNITY COMPANY-CL A COM 29530P102 270 2,977 SH   OTR 1,2 0 2,977 0
ESPERION THERAPEUTICS INC COM 29664W105 525 12,991 SH   OTR 1,2 0 12,991 0
EVERCORE PARTNERS INC-CL A COM 29977A105 403 7,700 SH   OTR 1,4 0 7,700 0
EVERCORE PARTNERS INC-CL A COM 29977A105 3 54 SH   DFND 1 0 54 0
EXCO RESOURCES INC COM 269279402 192 88,595 SH   OTR 1,2 0 88,595 0
EXCO RESOURCES INC COM 269279402 9 4,100 SH   DFND 1 0 4,100 0
EXELIS INC COM 30162A108 552 31,500 SH   OTR 1,4 0 31,500 0
EXELON CORP COM 30161N101 78 2,100 SH   DFND 1 0 2,100 0
EXELON CORP COM 30161N101 426 11,500 SH   OTR 1,2 0 11,500 0
EXPEDIA INC COM 30212P303 250 2,934 SH   DFND 1 0 2,934 0
EXPEDIA INC COM 30212P303 5,980 70,056 SH   OTR 1,2 0 70,056 0
EXPEDIA INC COM 30212P303 205 2,400 SH   OTR 1,4 0 2,400 0
EXPEDITORS INTL WASH INC COM 302130109 304 6,809 SH   DFND 1 0 6,809 0
EXPEDITORS INTL WASH INC COM 302130109 2,016 45,202 SH   OTR 1,2 0 45,202 0
EXPEDITORS INTL WASH INC COM 302130109 272 6,100 SH   OTR 1,4 0 6,100 0
EXPRESS INC COM 30219E103 4,407 300,000 SH Call OTR 1,3 0 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 13,954 164,807 SH   OTR 1,2 0 164,807 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 170 2,013 SH   DFND 1 0 2,013 0
EXTENDED STAY AMERICA INC COM 30224P200 255 13,203 SH   OTR 1,2 0 13,203 0
EXTRA SPACE STORAGE INC COM 30225T102 147 2,500 SH   OTR 1,4 0 2,500 0
EXTRA SPACE STORAGE INC COM 30225T102 346 5,900 SH   OTR 1,2 0 5,900 0
EXXON MOBIL CORP COM 30231G102 2,174 23,517 SH   DFND 1 0 23,517 0
EXXON MOBIL CORP COM 30231G102 1,664 18,000 SH Call DFND 1 0 0 0
EXXON MOBIL CORP COM 30231G102 1,941 21,000 SH Put DFND 1 0 0 0
F5 NETWORKS INC COM 315616102 5,482 42,018 SH   OTR 1,2 0 42,018 0
F5 NETWORKS INC COM 315616102 144 1,100 SH   OTR 1,4 0 1,100 0
FACEBOOK INC-A COM 30303M102 70 900 SH   OTR 1,2 0 900 0
FACEBOOK INC-A COM 30303M102 421 5,400 SH   DFND 1 0 5,400 0
FAIR ISAAC CORP COM 303250104 246 3,400 SH   OTR 1,4 0 3,400 0
FAIRCHILD SEMICON INTL-CL A COM 303726103 493 29,200 SH   OTR 1,4 0 29,200 0
FAIRCHILD SEMICON INTL-CL A COM 303726103 9 507 SH   DFND 1 0 507 0
FAIRCHILD SEMICON INTL-CL A COM 303726103 113 6,700 SH   OTR 1,2 0 6,700 0
FAIRWAY GROUP HOLDINGS CORP COM 30603D109 0 2 SH   DFND 1 0 2 0
FAIRWAY GROUP HOLDINGS CORP COM 30603D109 43 13,781 SH   OTR 1,2 0 13,781 0
FAMILY DOLLAR STORES COM 307000109 9,133 115,301 SH   DFND 1 0 115,301 0
FAMILY DOLLAR STORES COM 307000109 246 3,100 SH   OTR 1,4 0 3,100 0
FEDEX CORP COM 31428X106 275 1,583 SH   DFND 1 0 1,583 0
FEDEX CORP COM 31428X106 174 1,000 SH   OTR 1,4 0 1,000 0
FEI COMPANY COM 30241L109 541 5,992 SH   OTR 1,2 0 5,992 0
FEI COMPANY COM 30241L109 262 2,900 SH   OTR 1,4 0 2,900 0
FERRO CORP COM 315405100 131 10,100 SH   DFND 1 0 10,100 0
FERRO CORP COM 315405100 91 7,000 SH   OTR 1,4 0 7,000 0
FIDELITY NATIONAL INFORMATIO COM 31620M106 274 4,400 SH   OTR 1,2 0 4,400 0
FIFTH THIRD BANCORP COM 316773100 520 25,500 SH   DFND 1 0 25,500 0
FIFTH THIRD BANCORP COM 316773100 1,036 50,845 SH   OTR 1,2 0 50,845 0
FIFTH THIRD BANCORP COM 316773100 120 5,900 SH   OTR 1,4 0 5,900 0
FIRST BANCORP/PUERTO RICO COM 318672706 56 9,460 SH   DFND 1 0 9,460 0
FIRST BANCORP/PUERTO RICO COM 318672706 92 15,756 SH   OTR 1,2 0 15,756 0
FIRST CASH FINL SVCS INC COM 31942D107 222 3,979 SH   OTR 1,2 0 3,979 0
FIRST CASH FINL SVCS INC COM 31942D107 11 200 SH   OTR 1,4 0 200 0
FIRST COMMONWEALTH FINL CORP COM 319829107 8 900 SH   DFND 1 0 900 0
FIRST COMMONWEALTH FINL CORP COM 319829107 92 10,006 SH   OTR 1,2 0 10,006 0
FIRST HORIZON NATIONAL CORP COM 320517105 706 52,000 SH   OTR 1,2 0 52,000 0
FIRSTENERGY CORP COM 337932107 1,290 33,090 SH   OTR 1,2 0 33,090 0
FIRSTENERGY CORP COM 337932107 43 1,113 SH   DFND 1 0 1,113 0
FIRSTMERIT CORPORATION COM 337915102 353 18,692 SH   OTR 1,2 0 18,692 0
FISERV INC COM 337738108 2,940 41,423 SH   OTR 1,2 0 41,423 0
FISERV INC COM 337738108 199 2,800 SH   OTR 1,4 0 2,800 0
FLIR SYSTEMS INC COM 302445101 407 12,600 SH   OTR 1,4 0 12,600 0
FLOWERS FOODS INC COM 343498101 1,097 57,185 SH   OTR 1,2 0 57,185 0
FMC CORP COM 302491303 245 4,300 SH   OTR 1,4 0 4,300 0
FMC CORP COM 302491303 34 600 SH   DFND 1 0 600 0
FMC CORP COM 302491303 74 1,300 SH   OTR 1,2 0 1,300 0
FMC TECHNOLOGIES INC COM 30249U101 542 11,563 SH   DFND 1 0 11,563 0
FNF GROUP COM 31620R303 861 25,000 SH   DFND 1 0 25,000 0
FOOT LOCKER INC COM 344849104 365 6,500 SH   OTR 1,4 0 6,500 0
FOOT LOCKER INC COM 344849104 37 655 SH   DFND 1 0 655 0
FOOT LOCKER INC COM 344849104 56 1,000 SH   OTR 1,2 0 1,000 0
FORD MOTOR CORP COM 345370860 107 6,923 SH   DFND 1 0 6,923 0
FORD MOTOR CORP COM 345370860 6,746 435,256 SH   OTR 1,2 0 435,256 0
FORD MOTOR CORP COM 345370860 432 27,900 SH   OTR 1,4 0 27,900 0
FORTUNA SILVER MINES INC COM 349915108 1,148 252,761 SH   OTR 1,2 0 252,761 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 502 11,092 SH   OTR 1,2 0 11,092 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 24 539 SH   DFND 1 0 539 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 154 3,400 SH   OTR 1,4 0 3,400 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 305 14,700 SH   OTR 1,4 0 14,700 0
FORWARD AIR CORPORATION COM 349853101 131 2,593 SH   DFND 1 0 2,593 0
FORWARD AIR CORPORATION COM 349853101 173 3,441 SH   OTR 1,2 0 3,441 0
FOSSIL GROUP INC COM 34988V106 33 300 SH   DFND 1 0 300 0
FOSSIL GROUP INC COM 34988V106 1,245 11,242 SH   OTR 1,2 0 11,242 0
FRANCO-NEVADA CORP COM 351858105 212 4,300 SH   DFND 1 0 4,300 0
FRANCO-NEVADA CORP COM 351858105 4,255 86,507 SH   OTR 1,2 0 86,507 0
FRANKLIN RESOURCES INC COM 354613101 360 6,500 SH   DFND 1 0 6,500 0
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 1,175 46,590 SH   OTR 1,2 0 46,590 0
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 2 66 SH   DFND 1 0 66 0
FUELCELL ENERGY INC COM 35952H106 210 136,465 SH   DFND 1 0 136,465 0
FULTON FIN CORP COM 360271100 379 30,699 SH   OTR 1,2 0 30,699 0
FULTON FIN CORP COM 360271100 166 13,400 SH   OTR 1,4 0 13,400 0
FULTON FIN CORP COM 360271100 18 1,496 SH   DFND 1 0 1,496 0
FX ENERGY INC COM 302695101 30 19,385 SH   DFND 1 0 19,385 0
FXCM INC-A COM 302693106 166 10,000 SH   OTR 1,4 0 10,000 0
GALENA BIOPHARMA INC COM 363256108 24 15,952 SH   DFND 1 0 15,952 0
GAMESTOP CORP COM 36467W109 10 302 SH   DFND 1 0 302 0
GAMESTOP CORP COM 36467W109 20 600 SH   OTR 1,2 0 600 0
GAMESTOP CORP COM 36467W109 189 5,600 SH   OTR 1,4 0 5,600 0
GANNETT INC COM 364730101 109 3,400 SH   DFND 1 0 3,400 0
GANNETT INC COM 364730101 332 10,400 SH   OTR 1,2 0 10,400 0
GAP INC COM 364760108 2,823 67,036 SH   OTR 1,2 0 67,036 0
GAP INC COM 364760108 312 7,400 SH   OTR 1,4 0 7,400 0
GAP INC COM 364760108 38 900 SH   DFND 1 0 900 0
GARMIN LTD COM H2906T109 29 553 SH   DFND 1 0 553 0
GARMIN LTD COM H2906T109 169 3,200 SH   OTR 1,4 0 3,200 0
GARMIN LTD COM H2906T109 1,625 30,765 SH   OTR 1,2 0 30,765 0
GARTNER INC COM 366651107 431 5,120 SH   OTR 1,2 0 5,120 0
GARTNER INC COM 366651107 253 3,000 SH   OTR 1,4 0 3,000 0
GATX CORP COM 361448103 627 10,900 SH   OTR 1,4 0 10,900 0
GENERAL DYNAMICS CORP COM 369550108 592 4,300 SH   OTR 1,2 0 4,300 0
GENERAL DYNAMICS CORP COM 369550108 317 2,300 SH   OTR 1,4 0 2,300 0
GENERAL DYNAMICS CORP COM 369550108 179 1,303 SH   DFND 1 0 1,303 0
GENERAL ELECTRIC CO COM 369604103 124 4,900 SH   DFND 1 0 4,900 0
GENERAL ELECTRIC CO COM 369604103 129 5,100 SH   OTR 1,4 0 5,100 0
GENERAL MILLS INC COM 370334104 608 11,400 SH   DFND 1 0 11,400 0
GENERAL MILLS INC COM 370334104 1,449 27,179 SH   OTR 1,2 0 27,179 0
GENERAL MOTORS CO COM 37045V100 15,710 450,000 SH Call OTR 1,3 0 0 0
GENESEE & WYOMING INC-CL A COM 371559105 766 8,522 SH   OTR 1,2 0 8,522 0
GENESEE & WYOMING INC-CL A COM 371559105 14 160 SH   DFND 1 0 160 0
GENESEE & WYOMING INC-CL A COM 371559105 117 1,300 SH   OTR 1,4 0 1,300 0
GENTIVA HEALTH SERVICES COM 37247A102 270 14,199 SH   OTR 1,2 0 14,199 0
GFI GROUP INC COM 361652209 251 46,062 SH   OTR 1,2 0 46,062 0
GILEAD SCIENCES INC COM 375558103 236 2,500 SH   OTR 1,2 0 2,500 0
GILEAD SCIENCES INC COM 375558103 185 1,967 SH   DFND 1 0 1,967 0
GLOBAL PAYMENTS INC COM 37940X102 20 248 SH   DFND 1 0 248 0
GLOBAL PAYMENTS INC COM 37940X102 556 6,891 SH   OTR 1,2 0 6,891 0
GLOBAL PAYMENTS INC COM 37940X102 775 9,600 SH   OTR 1,4 0 9,600 0
GLOBALSTAR INC COM 378973408 963 350,093 SH   OTR 1 0 350,093 0
GNC HOLDINGS INC COM 36191G107 2,369 50,448 SH   OTR 1,2 0 50,448 0
GNC HOLDINGS INC COM 36191G107 193 4,100 SH   OTR 1,4 0 4,100 0
GOLD RESOURCE CORP COM 38068T105 628 185,662 SH   OTR 1,2 0 185,662 0
GOLDCORP INC COM 380956409 8,456 456,585 SH   OTR 1,2 0 456,585 0
GOLDCORP INC COM 380956409 141 7,600 SH   OTR 1,4 0 7,600 0
GOLDEN STAR RESOURCES LTD COM 38119T104 263 1,252,766 SH   OTR 1,2 0 1,252,766 0
GOLDFIELD CORP COM 381370105 32 13,082 SH   DFND 1 0 13,082 0
GOOGLE INC-CL A COM 38259P706 211 400 SH   DFND 1 0 400 0
GOOGLE INC-CL A COM 38259P508 2,229 4,200 SH   DFND 1 0 4,200 0
GOOGLE INC-CL A COM 38259P508 159 300 SH   OTR 1,2 0 300 0
GORMAN-RUPP CO COM 383082104 225 7,009 SH   OTR 1,2 0 7,009 0
GRACO INC COM 384109104 634 7,906 SH   OTR 1,2 0 7,906 0
GRAND CANYON EDUCATION INC COM 38526M106 289 6,200 SH   OTR 1,4 0 6,200 0
GRAPHIC PACKAGING HOLDINGS COM 388689101 2,184 160,360 SH   DFND 1 0 160,360 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 114 13,300 SH   DFND 1 0 13,300 0
GREAT PANTHER SILVER LTD COM 39115V101 246 399,220 SH   OTR 1,2 0 399,220 0
GREEN PLAINS INC 3.25% 01OCT18 SDBCV 393222AD6 6,073 4,500,000 PRN   DFND 1 0 4,500,000 0
GREENBRIER COS 3.5% 1APR18 SDBCV 393657AH4 6,097 4,000,000 PRN   DFND 1 0 4,000,000 0
GREENHILL & CO INC COM 395259104 244 5,600 SH   OTR 1,4 0 5,600 0
GREENHILL & CO INC COM 395259104 35 800 SH   DFND 1 0 800 0
GRIFOLS SA-ADR ADR 398438408 263 7,743 SH   OTR 1,2 0 7,743 0
GROUP INC COM 78503N107 617 89,302 SH   OTR 1,2 0 89,302 0
GROUP INC COM 78503N107 4 625 SH   DFND 1 0 625 0
GROUPON INC COM 399473107 2,006 242,911 SH   OTR 1,2 0 242,911 0
HALCON RESOURCES CORP COM 40537Q209 177 99,221 SH   OTR 1,2 0 99,221 0
HALCON RESOURCES CORP COM 40537Q209 9 4,900 SH   DFND 1 0 4,900 0
HALLIBURTON CO COM 406216101 189 4,800 SH   OTR 1,2 0 4,800 0
HALLIBURTON CO COM 406216101 699 17,766 SH   DFND 1 0 17,766 0
HALLIBURTON CO COM 406216101 338 8,600 SH   OTR 1,4 0 8,600 0
HALOZYME THERAPEUTICS INC COM 40637H109 137 14,226 SH   OTR 1,2 0 14,226 0
HANESBRANDS INC COM 410345102 234 2,100 SH   OTR 1,2 0 2,100 0
HANESBRANDS INC COM 410345102 172 1,540 SH   DFND 1 0 1,540 0
HARBINGER GROUP INC COM 41146A106 151 10,681 SH   OTR 1,2 0 10,681 0
HARLEY-DAVIDSON INC COM 412822108 6 90 SH   DFND 1 0 90 0
HARLEY-DAVIDSON INC COM 412822108 112 1,700 SH   OTR 1,4 0 1,700 0
HARLEY-DAVIDSON INC COM 412822108 1,305 19,799 SH   OTR 1,2 0 19,799 0
HARMONIC INC COM 413160102 240 34,180 SH   OTR 1,2 0 34,180 0
HARMONIC INC COM 413160102 50 7,100 SH   DFND 1 0 7,100 0
HARTFORD FIN SVCS GROUP INC COM 416515104 67 1,600 SH   OTR 1,4 0 1,600 0
HARTFORD FIN SVCS GROUP INC COM 416515104 332 7,954 SH   DFND 1 0 7,954 0
HARTFORD FIN SVCS GROUP INC COM 416515104 4,881 117,087 SH   OTR 1,2 0 117,087 0
HASBRO INC COM 418056107 320 5,823 SH   DFND 1 0 5,823 0
HASBRO INC COM 418056107 522 9,500 SH   OTR 1,2 0 9,500 0
HASBRO INC COM 418056107 495 9,000 SH   OTR 1,4 0 9,000 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 5,519 200,193 SH   DFND 1 0 200,193 0
HCA HOLDINGS INC COM 40412C101 440 6,000 SH   OTR 1,4 0 6,000 0
HCA HOLDINGS INC COM 40412C101 164 2,236 SH   DFND 1 0 2,236 0
HCC INSURANCE HOLDINGS INC COM 404132102 561 10,474 SH   OTR 1,2 0 10,474 0
HCC INSURANCE HOLDINGS INC COM 404132102 369 6,900 SH   OTR 1,4 0 6,900 0
HEALTH CARE SELECT SECTOR COM 81369Y209 5,826 85,200 SH   OTR 1,2 0 85,200 0
HEALTH NET INC COM 42222G108 1,684 31,453 SH   OTR 1,2 0 31,453 0
HEALTH NET INC COM 42222G108 760 14,200 SH   OTR 1,4 0 14,200 0
HEALTHCARE REALTY TRUST INC COM 421946104 340 12,438 SH   OTR 1,2 0 12,438 0
HEALTHCARE SERVICES GROUP COM 421906108 202 6,533 SH   OTR 1,2 0 6,533 0
HEALTHCARE SERVICES GROUP COM 421906108 6 179 SH   DFND 1 0 179 0
HEALTHCARE TRUST OF AMERICA COM 42225P501 337 12,500 SH   OTR 1,2 0 12,500 0
HEALTHCARE TRUST OF AMERICA COM 42225P501 16 600 SH   OTR 1,4 0 600 0
HEALTHSOUTH CORP COM 421924309 4 95 SH   DFND 1 0 95 0
HEALTHSOUTH CORP COM 421924309 442 11,500 SH   OTR 1,4 0 11,500 0
HEARTLAND EXPRESS INC COM 422347104 189 7,000 SH   DFND 1 0 7,000 0
HEARTLAND EXPRESS INC COM 422347104 103 3,810 SH   OTR 1,2 0 3,810 0
HECLA MINING CO COM 422704106 57 20,600 SH   DFND 1 0 20,600 0
HECLA MINING CO COM 422704106 53 19,100 SH Call DFND 1 0 0 0
HELEN OF TROY LTD COM G4388N106 46 700 SH   OTR 1,4 0 700 0
HELEN OF TROY LTD COM G4388N106 205 3,149 SH   OTR 1,2 0 3,149 0
HENRY (JACK) & ASSOCIATES COM 426281101 372 5,985 SH   OTR 1,2 0 5,985 0
HENRY SCHEIN INC COM 806407102 2,029 14,900 SH   OTR 1,2 0 14,900 0
HERCULES OFFSHORE INC COM 427093109 239 239,008 SH   DFND 1 0 239,008 0
HERCULES OFFSHORE INC COM 427093109 197 196,818 SH   OTR 1,2 0 196,818 0
HESS CORP COM 42809H107 325 4,400 SH   DFND 1 0 4,400 0
HESS CORP COM 42809H107 3,408 46,170 SH   OTR 1,2 0 46,170 0
HEWLETT PACKARD CO COM 428236103 249 6,200 SH   DFND 1 0 6,200 0
HHGREGG INC COM 42833L108 95 12,500 SH   DFND 1 0 12,500 0
HHGREGG INC COM 42833L108 57 7,530 SH   OTR 1,2 0 7,530 0
HILLTOP HOLDINGS INC COM 432748101 122 6,134 SH   DFND 1 0 6,134 0
HILLTOP HOLDINGS INC COM 432748101 108 5,400 SH   OTR 1,4 0 5,400 0
HNI CORP COM 404251100 3 63 SH   DFND 1 0 63 0
HNI CORP COM 404251100 168 3,300 SH   OTR 1,4 0 3,300 0
HNI CORP COM 404251100 428 8,376 SH   OTR 1,2 0 8,376 0
HOLLYFRONTIER CORP COM 436106108 830 22,144 SH   DFND 1 0 22,144 0
HOLLYFRONTIER CORP COM 436106108 412 11,000 SH   OTR 1,4 0 11,000 0
HOLLYFRONTIER CORP COM 436106108 176 4,700 SH   OTR 1,2 0 4,700 0
HOME DEPOT INC COM 437076102 273 2,600 SH   DFND 1 0 2,600 0
HOME DEPOT INC COM 437076102 15,609 148,696 SH   OTR 1,2 0 148,696 0
HOMEAWAY INC COM 43739Q100 8 253 SH   DFND 1 0 253 0
HOMEAWAY INC COM 43739Q100 515 17,300 SH   OTR 1,4 0 17,300 0
HONEYWELL INTL INC COM 438516106 283 2,836 SH   DFND 1 0 2,836 0
HONEYWELL INTL INC COM 438516106 130 1,300 SH   OTR 1,4 0 1,300 0
HORMEL FOODS CORP COM 440452100 147 2,827 SH   DFND 1 0 2,827 0
HORMEL FOODS CORP COM 440452100 78 1,500 SH   OTR 1,4 0 1,500 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 248 8,000 SH   OTR 1,4 0 8,000 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 5 28,500 SH   OTR 1,2 0 28,500 0
HOVNANIAN ENTERPRISES INC A COM 442487203 183 44,300 SH   DFND 1 0 44,300 0
HUBBELL INC -CL B COM 443510201 203 1,900 SH   OTR 1,2 0 1,900 0
HUMANA INC COM 444859102 521 3,625 SH   DFND 1 0 3,625 0
HUMANA INC COM 444859102 345 2,400 SH   OTR 1,4 0 2,400 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 326 2,900 SH   OTR 1,2 0 2,900 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 337 3,000 SH   OTR 1,4 0 3,000 0
HYATT HOTELS CORP - CL A COM 448579102 476 7,900 SH   OTR 1,4 0 7,900 0
HYATT HOTELS CORP - CL A COM 448579102 23 385 SH   DFND 1 0 385 0
IAC/INTERACTIVECORP COM 44919P508 1,368 22,500 SH   OTR 1,2 0 22,500 0
IAC/INTERACTIVECORP COM 44919P508 255 4,200 SH   OTR 1,4 0 4,200 0
IAC/INTERACTIVECORP COM 44919P508 13 211 SH   DFND 1 0 211 0
IAMGOLD INTL AFRICAN MNG GOLD COM 450913108 28 10,200 SH   DFND 1 0 10,200 0
ICONIX BRAND GROUP 2.5% 1JUN16 SDBCV 451055AE7 7,171 6,080,000 PRN   DFND 1 0 6,080,000 0
ICONIX BRAND GROUP INC COM 451055107 382 11,300 SH   OTR 1,4 0 11,300 0
ICONIX BRAND GROUP INC COM 451055107 13 397 SH   DFND 1 0 397 0
IDACORP INC COM 451107106 28 423 SH   DFND 1 0 423 0
IDACORP INC COM 451107106 254 3,831 SH   OTR 1,2 0 3,831 0
IDERA PHARMACEUTICALS INC COM 45168K306 103 23,306 SH   DFND 1 0 23,306 0
IDEX CORP COM 45167R104 704 9,045 SH   OTR 1,2 0 9,045 0
IDEX CORP COM 45167R104 19 244 SH   DFND 1 0 244 0
IDEX CORP COM 45167R104 78 1,000 SH   OTR 1,4 0 1,000 0
IDEXX LABORATORIES INC COM 45168D104 349 2,357 SH   DFND 1 0 2,357 0
IDEXX LABORATORIES INC COM 45168D104 2,762 18,628 SH   OTR 1,2 0 18,628 0
IHS INC-CLASS A COM 451734107 524 4,600 SH   OTR 1,4 0 4,600 0
ILLINOIS TOOL WORKS COM 452308109 225 2,374 SH   DFND 1 0 2,374 0
ILLINOIS TOOL WORKS COM 452308109 6,297 66,498 SH   OTR 1,2 0 66,498 0
ILLINOIS TOOL WORKS COM 452308109 123 1,300 SH   OTR 1,4 0 1,300 0
ILLUMINA INC COM 452327109 111 600 SH   OTR 1,4 0 600 0
ILLUMINA INC COM 452327109 2,423 13,127 SH   DFND 1 0 13,127 0
IMPAX LABORATORIES INC COM 45256B101 967 30,529 SH   OTR 1,2 0 30,529 0
IMPERIAL OIL LTD COM 453038408 345 8,000 SH   DFND 1 0 8,000 0
IMPERIAL OIL LTD COM 453038408 563 13,075 SH   OTR 1,2 0 13,075 0
IMS HEALTH HOLDINGS INC COM 44970B109 848 33,089 SH   OTR 1,2 0 33,089 0
INCYTE CORP COM 45337C102 733 10,032 SH   DFND 1 0 10,032 0
INCYTE CORP COM 45337C102 2,644 36,171 SH   OTR 1,2 0 36,171 0
INFINITY PHARMACEUTICALS INC COM 45665G303 19 1,100 SH   DFND 1 0 1,100 0
INFINITY PHARMACEUTICALS INC COM 45665G303 152 9,000 SH   OTR 1,4 0 9,000 0
INFORMATICA CORP COM 45666Q102 652 17,087 SH   OTR 1,2 0 17,087 0
INFORMATICA CORP COM 45666Q102 618 16,200 SH   OTR 1,4 0 16,200 0
INGERSOLL-RAND PLC COM G47791101 3 40 SH   OTR 1,2 0 40 0
INGERSOLL-RAND PLC COM G47791101 146 2,300 SH   OTR 1,4 0 2,300 0
INGERSOLL-RAND PLC COM G47791101 254 4,000 SH   DFND 1 0 4,000 0
INGREDION INC COM 457187102 1,104 13,011 SH   OTR 1,2 0 13,011 0
INGREDION INC COM 457187102 450 5,300 SH   OTR 1,4 0 5,300 0
INPHI CORP COM 45772F107 190 10,283 SH   DFND 1 0 10,283 0
INT SEMICONDUCTOR INC COM 89674K103 42,576 1,545,418 SH   OTR 1,2 0 1,545,418 0
INTEL CORP COM 458140100 6,405 176,482 SH   DFND 1 0 176,482 0
INTEL CORP COM 458140100 22,850 629,646 SH   OTR 1,2 0 629,646 0
INTEL CORP COM 458140100 1,815 50,000 SH Put DFND 1 0 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 1,033 4,712 SH   DFND 1 0 4,712 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 3,217 14,670 SH   OTR 1,2 0 14,670 0
INTERDIGITAL INC COM 45867G101 1,142 21,580 SH   OTR 1,2 0 21,580 0
INTERDIGITAL INC COM 45867G101 127 2,400 SH   OTR 1,4 0 2,400 0
INTERFACE INC COM 458665304 249 15,100 SH   OTR 1,4 0 15,100 0
INTERNATIONAL PAPER CO COM 460146103 635 11,859 SH   DFND 1 0 11,859 0
INTERNATIONAL PAPER CO COM 460146103 664 12,400 SH   OTR 1,4 0 12,400 0
INTERPUBLIC GROUP COS COM 460690100 1,039 50,000 SH Call DFND 1 0 0 0
INTUIT INC COM 461202103 387 4,200 SH   OTR 1,4 0 4,200 0
INTUIT INC COM 461202103 15 166 SH   DFND 1 0 166 0
INVESCO LTD COM G491BT108 229 5,800 SH   OTR 1,4 0 5,800 0
INVESCO LTD COM G491BT108 126 3,200 SH   OTR 1,2 0 3,200 0
INVESCO LTD COM G491BT108 123 3,117 SH   DFND 1 0 3,117 0
INVESCO LTD COM G491BT108 324 8,200 SH   DFND 1 0 8,200 0
INVESTORS BANCORP INC COM 46146L101 406 36,149 SH   OTR 1,2 0 36,149 0
ION GEOPHYSICAL COM 462044108 91 32,977 SH   DFND 1 0 32,977 0
ISHARES BARCLAYS 7-10 YEAR ETF 464287440 3,611 34,065 SH   DFND 1 0 34,065 0
ISHARES DJ US REAL ESTATE COM 464287739 12,348 160,700 SH   OTR 1,2 0 160,700 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 3,126 75,100 SH Call DFND 1 0 0 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 3,122 75,000 SH Put DFND 1 0 0 0
ISHARES IBOXX H/Y CORP BOND COM 464288513 717 8,000 SH   DFND 1 0 8,000 0
ISHARES MSCI BRAZIL CAPPED IND COM 464286400 333 9,094 SH   OTR 1,2 0 9,094 0
ISHARES MSCI EMERGING MKT IN COM 464287234 7,721 196,501 SH   DFND 1 0 196,501 0
ISHARES MSCI EMERGING MKT IN COM 464287234 20,014 509,400 SH Call DFND 1 0 0 0
ISHARES MSCI EMERGING MKT IN COM 464287234 23,727 603,900 SH Put DFND 1 0 0 0
ISHARES NASDAQ BIOTECH INDX COM 464287556 17,443 57,500 SH   OTR 1,2 0 57,500 0
ISHARES SILVER TRUST COM 46428Q109 29,367 1,950,000 SH Call DFND 1 0 0 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 2,394 20,001 SH   DFND 1 0 20,001 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 1,496 12,500 SH Put DFND 1 0 0 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 11,967 100,000 SH   OTR 1 0 100,000 0
ISIS PHARMACEUTICALS INC COM 464330109 205 3,326 SH   DFND 1 0 3,326 0
ISTAR FINANCIAL INC COM 45031U101 542 39,700 SH   OTR 1,4 0 39,700 0
J2 GLOBAL INC COM 48123V102 2 31 SH   DFND 1 0 31 0
J2 GLOBAL INC COM 48123V102 326 5,252 SH   OTR 1,2 0 5,252 0
JACK IN THE BOX INC COM 466367109 208 2,600 SH   OTR 1,4 0 2,600 0
JACOBS ENGINEERING GROUP INC COM 469814107 393 8,800 SH   OTR 1,2 0 8,800 0
JACOBS ENGINEERING GROUP INC COM 469814107 18 400 SH   DFND 1 0 400 0
JANUS CAP GRP INC 0.75%15JUL18 SDBCV 47102XAH8 7,598 5,000,000 PRN   DFND 1 0 5,000,000 0
JDS UNIPHASE CORP COM 46612J507 233 17,000 SH   OTR 1,4 0 17,000 0
JETBLUE AIRWAYS CORP COM 477143101 2,273 143,315 SH   DFND 1 0 143,315 0
JETBLUE AIRWAYS CORP COM 477143101 119 7,500 SH   OTR 1,4 0 7,500 0
JIVE SOFTWARE INC COM 47760A108 603 100,000 SH Call DFND 1 0 0 0
JOHNSON & JOHNSON COM 478160104 29 278 SH   DFND 1 0 278 0
JOHNSON & JOHNSON COM 478160104 15,137 144,755 SH   OTR 1,2 0 144,755 0
JOHNSON & JOHNSON COM 478160104 711 6,800 SH   OTR 1,4 0 6,800 0
JOHNSON & JOHNSON COM 478160104 209 2,000 SH Call DFND 1 0 0 0
JOY GLOBAL INC COM 481165108 205 4,400 SH   OTR 1,2 0 4,400 0
JOY GLOBAL INC COM 481165108 428 9,200 SH   OTR 1,4 0 9,200 0
JOY GLOBAL INC COM 481165108 55 1,187 SH   DFND 1 0 1,187 0
JPMORGAN CHASE & CO COM 46625H100 939 15,000 SH   OTR 1 0 15,000 0
JUNIPER NETWORKS INC COM 48203R104 3,959 177,377 SH   OTR 1,2 0 177,377 0
JUNIPER NETWORKS INC COM 48203R104 252 11,300 SH   OTR 1,4 0 11,300 0
JUNIPER NETWORKS INC COM 48203R104 31 1,400 SH   DFND 1 0 1,400 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 12 400 SH   DFND 1 0 400 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 378 12,900 SH   OTR 1,4 0 12,900 0
KAR AUCTION SERVICES INC COM 48238T109 1,036 29,900 SH   OTR 1,2 0 29,900 0
KAR AUCTION SERVICES INC COM 48238T109 198 5,700 SH   OTR 1,4 0 5,700 0
KBR INC COM 48242W106 175 10,300 SH   OTR 1,2 0 10,300 0
KBR INC COM 48242W106 180 10,600 SH   OTR 1,4 0 10,600 0
KEMET CORP COM 488360207 113 26,820 SH   DFND 1 0 26,820 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 620 24,500 SH   OTR 1,4 0 24,500 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 44 1,739 SH   DFND 1 0 1,739 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 347 2,624 SH   DFND 1 0 2,624 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 132 1,000 SH   OTR 1,4 0 1,000 0
KEY ENERGY SERVICES INC COM 492914106 237 141,934 SH   OTR 1,2 0 141,934 0
KEYCORP COM 493267108 673 48,400 SH   DFND 1 0 48,400 0
KEYCORP COM 493267108 60 4,300 SH   OTR 1,2 0 4,300 0
KFORCE INC COM 493732101 277 11,486 SH   OTR 1,2 0 11,486 0
KIMCO REALTY CORP COM 49446R109 226 9,000 SH   OTR 1,4 0 9,000 0
KIMCO REALTY CORP COM 49446R109 50 2,000 SH   DFND 1 0 2,000 0
KINROSS GOLD CORP - CDN COM 496902404 164 58,533 SH   OTR 1,2 0 58,533 0
KIRBY CORP COM 497266106 210 2,600 SH   OTR 1,2 0 2,600 0
KIRBY CORP COM 497266106 65 800 SH   OTR 1,4 0 800 0
KLA - TENCOR CORP COM 482480100 349 4,967 SH   DFND 1 0 4,967 0
KLA - TENCOR CORP COM 482480100 422 5,995 SH   OTR 1,2 0 5,995 0
KLX INC-WHEN ISSUED COM 482539103 124 3,000 SH   DFND 1 0 3,000 0
KLX INC-WHEN ISSUED COM 482539103 98 2,374 SH   OTR 1,2 0 2,374 0
KOHLS CORP COM 500255104 128 2,100 SH   OTR 1,2 0 2,100 0
KOHLS CORP COM 500255104 297 4,869 SH   DFND 1 0 4,869 0
KRAFT FOODS GROUP INC-W/I COM 50076Q106 1,559 24,886 SH   OTR 1,2 0 24,886 0
L BRANDS INC COM 501797104 385 4,446 SH   DFND 1 0 4,446 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 290 2,300 SH   OTR 1,2 0 2,300 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 74 583 SH   DFND 1 0 583 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 32 300 SH   OTR 1,4 0 300 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 248 2,300 SH   DFND 1 0 2,300 0
LAKE SHORE GOLD CORP COM 510728108 964 1,436,153 SH   OTR 1,2 0 1,436,153 0
LAM RESEARCH COM 512807108 479 6,041 SH   OTR 1,4 0 6,041 0
LAM RESEARCH COM 512807108 36 451 SH   DFND 1 0 451 0
LANCASTER COLONY CORP COM 513847103 59 625 SH   DFND 1 0 625 0
LANCASTER COLONY CORP COM 513847103 320 3,416 SH   OTR 1,2 0 3,416 0
LANDSTAR SYSTEM INC COM 515098101 290 4,000 SH   OTR 1,4 0 4,000 0
LANDSTAR SYSTEM INC COM 515098101 46 637 SH   DFND 1 0 637 0
LAREDO PETROLEUM INC COM 516806106 547 52,894 SH   OTR 1,2 0 52,894 0
LATTICE SEMICONDUCTOR CORP COM 518415104 93 13,500 SH   OTR 1,4 0 13,500 0
LEAR CORP COM 521865204 370 3,775 SH   DFND 1 0 3,775 0
LEAR CORP COM 521865204 137 1,400 SH   OTR 1,4 0 1,400 0
LEGG MASON INC COM 524901105 139 2,610 SH   DFND 1 0 2,610 0
LEGG MASON INC COM 524901105 870 16,300 SH   OTR 1,4 0 16,300 0
LEGGETT & PLATT INC COM 524660107 1,403 32,923 SH   OTR 1,2 0 32,923 0
LEGGETT & PLATT INC COM 524660107 17 400 SH   DFND 1 0 400 0
LEIDOS HOLDINGS INC COM 525327102 8 176 SH   DFND 1 0 176 0
LEIDOS HOLDINGS INC COM 525327102 22 500 SH   OTR 1,2 0 500 0
LEIDOS HOLDINGS INC COM 525327102 300 6,900 SH   OTR 1,4 0 6,900 0
LENNAR CORP COM 526057104 287 6,400 SH   OTR 1,2 0 6,400 0
LENNAR CORP COM 526057104 49 1,100 SH   OTR 1,4 0 1,100 0
LENNOX INTERNATIONAL INC COM 526107107 14 146 SH   DFND 1 0 146 0
LENNOX INTERNATIONAL INC COM 526107107 238 2,500 SH   OTR 1,4 0 2,500 0
LEUCADIA NATIONAL CORP COM 527288104 31 1,400 SH   DFND 1 0 1,400 0
LEUCADIA NATIONAL CORP COM 527288104 200 8,900 SH   OTR 1,4 0 8,900 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 824 16,681 SH   DFND 1 0 16,681 0
LEXMARK INTL INC CL A COM 529771107 277 6,700 SH   OTR 1,2 0 6,700 0
LEXMARK INTL INC CL A COM 529771107 239 5,800 SH   OTR 1,4 0 5,800 0
LIBERTY GLOBAL INC SERIES C COM G5480U120 329 6,800 SH   OTR 1,4 0 6,800 0
LIBERTY GLOBAL INC SERIES C COM G5480U120 1,449 30,000 SH   DFND 1 0 30,000 0
LIBERTY INTERACTIVE CORP-A COM 53071M104 2,658 90,342 SH   OTR 1,2 0 90,342 0
LIBERTY INTERACTIVE CORP-A COM 53071M104 244 8,300 SH   OTR 1,4 0 8,300 0
LIBERTY MEDIA LLC 3.5% 15JAN31 SDB 530715AN1 806 1,500,000 PRN   DFND 1 0 1,500,000 0
LIBERTY VENTURES -SER A COM 53071M880 517 13,697 SH   OTR 1,4 0 13,697 0
LIFEVANTAGE CORP COM 53222K106 30 22,900 SH   DFND 1 0 22,900 0
LIFEVANTAGE CORP COM 53222K106 5 3,545 SH   OTR 1,2 0 3,545 0
LIGAND PHARMACEUTICALS-CL B COM 53220K504 5 100 SH   OTR 1,4 0 100 0
LIGAND PHARMACEUTICALS-CL B COM 53220K504 546 10,261 SH   OTR 1,2 0 10,261 0
LIMELIGHT NETWORKS INC COM 53261M104 71 25,691 SH   DFND 1 0 25,691 0
LIMELIGHT NETWORKS INC COM 53261M104 12 4,189 SH   OTR 1,2 0 4,189 0
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 7 99 SH   DFND 1 0 99 0
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 2,340 33,863 SH   OTR 1,2 0 33,863 0
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 815 11,800 SH   OTR 1,4 0 11,800 0
LINDSAY CORP COM 535555106 551 6,427 SH   OTR 1,2 0 6,427 0
LINDSAY CORP COM 535555106 10 121 SH   DFND 1 0 121 0
LINEAR TECHNOLOGY CORP COM 535678106 117 2,567 SH   DFND 1 0 2,567 0
LINEAR TECHNOLOGY CORP COM 535678106 405 8,885 SH   OTR 1,2 0 8,885 0
LIONS GATE ENTERTAINMENT COR COM 535919203 576 18,000 SH   OTR 1,4 0 18,000 0
LIQTECH INTERNATIONAL INC COM 53632A102 12 11,243 SH   OTR 1,2 0 11,243 0
LKQ CORP COM 501889208 467 16,600 SH   OTR 1,4 0 16,600 0
LKQ CORP COM 501889208 20 719 SH   DFND 1 0 719 0
LOCKHEED MARTIN CORP COM 539830109 8 40 SH   OTR 1,2 0 40 0
LOCKHEED MARTIN CORP COM 539830109 712 3,699 SH   DFND 1 0 3,699 0
LORAL SPACE & COMMUNICATIONS COM 543881106 4,330 55,010 SH   OTR 1 0 55,010 0
LOWES CORP COM 540424108 1,258 29,948 SH   OTR 1,2 0 29,948 0
LOWES CORP COM 540424108 17 400 SH   DFND 1 0 400 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 272 6,100 SH   OTR 1,4 0 6,100 0
LUCAS ENERGY INC COM 549333201 2 18,800 SH   OTR 1,2 0 18,800 0
LULULEMON ATHLETICA INC COM 550021109 2,603 46,661 SH   OTR 1,2 0 46,661 0
LYONDELLBASELL INDU-CL A COM N53745100 421 5,300 SH   OTR 1,4 0 5,300 0
LYONDELLBASELL INDU-CL A COM N53745100 79 1,000 SH   OTR 1,2 0 1,000 0
LYONDELLBASELL INDU-CL A COM N53745100 16 200 SH   DFND 1 0 200 0
MACK-CALI REALTY CORP COM 554489104 335 17,600 SH   OTR 1,4 0 17,600 0
MACK-CALI REALTY CORP COM 554489104 59 3,100 SH   OTR 1,2 0 3,100 0
MACQUARIE INFRSTRUCTURE CO LL COM 55608B105 2,266 31,879 SH   DFND 1 0 31,879 0
MACY'S INC COM 55616P104 477 7,257 SH   DFND 1 0 7,257 0
MACY'S INC COM 55616P104 79 1,200 SH   OTR 1,2 0 1,200 0
MAG SILVER CORP COM 55903Q104 1,289 157,349 SH   OTR 1,2 0 157,349 0
MAGELLAN HEALTH INC COM 559079207 299 4,987 SH   OTR 1,2 0 4,987 0
MAGELLAN HEALTH INC COM 559079207 3 47 SH   DFND 1 0 47 0
MAGELLAN HEALTH INC COM 559079207 348 5,800 SH   OTR 1,4 0 5,800 0
MAGNA INTERNATIONAL INC COM 559222401 152 1,400 SH   DFND 1 0 1,400 0
MAGNA INTERNATIONAL INC COM 559222401 3,697 34,129 SH   OTR 1,2 0 34,129 0
MAGNA INTL INC CL A USD COM 559222401 359 3,300 SH   OTR 1,4 0 3,300 0
MAGNA INTL INC CL A USD COM 559222401 2 21 SH   DFND 1 0 21 0
MAIDEN HOLDINGS LTD COM G5753U112 350 27,355 SH   OTR 1,2 0 27,355 0
MANHATTAN ASSOCIATES INC COM 562750109 248 6,096 SH   OTR 1,2 0 6,096 0
MANHATTAN ASSOCIATES INC COM 562750109 252 6,200 SH   OTR 1,4 0 6,200 0
MANPOWERGROUP COM 56418H100 245 3,600 SH   OTR 1,2 0 3,600 0
MANPOWERGROUP COM 56418H100 143 2,100 SH   OTR 1,4 0 2,100 0
MANTECH INTERNATIONAL CORP-A COM 564563104 36 1,200 SH   DFND 1 0 1,200 0
MANTECH INTERNATIONAL CORP-A COM 564563104 251 8,300 SH   OTR 1,2 0 8,300 0
MANULIFE FINANCIAL CORP COM 56501R106 305 16,000 SH   DFND 1 0 16,000 0
MANULIFE FINANCIAL CORP COM 56501R106 1,425 74,660 SH   OTR 1,2 0 74,660 0
MARATHON OIL CORP COM 565849106 68 2,400 SH   DFND 1 0 2,400 0
MARATHON OIL CORP COM 565849106 467 16,500 SH   OTR 1,2 0 16,500 0
MARATHON PETROLEUM CORP COM 56585A102 208 2,301 SH   DFND 1 0 2,301 0
MARATHON PETROLEUM CORP COM 56585A102 171 1,900 SH   OTR 1,2 0 1,900 0
MARKEL CORP COM 570535104 341 500 SH   OTR 1,2 0 500 0
MARKET VEXTORS GOLD MINERS COM 57060U100 8,905 484,500 SH   OTR 1,2 0 484,500 0
MARRIOTT INTL - CL A - NEW COM 571903202 148 1,900 SH   OTR 1,4 0 1,900 0
MARRIOTT INTL - CL A - NEW COM 571903202 340 4,353 SH   DFND 1 0 4,353 0
MARRIOTT INTL - CL A - NEW COM 571903202 3,458 44,322 SH   OTR 1,2 0 44,322 0
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 344 4,613 SH   OTR 1,2 0 4,613 0
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 37 500 SH   OTR 1,4 0 500 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 421 29,013 SH   OTR 1,2 0 29,013 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 249 17,200 SH   OTR 1,4 0 17,200 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 6 389 SH   DFND 1 0 389 0
MASCO CORP COM 574599106 98 3,900 SH   OTR 1,2 0 3,900 0
MASCO CORP COM 574599106 126 5,000 SH   OTR 1,4 0 5,000 0
MASIMO CORPORATION COM 574795100 3 100 SH   DFND 1 0 100 0
MASIMO CORPORATION COM 574795100 465 17,672 SH   OTR 1,2 0 17,672 0
MASIMO CORPORATION COM 574795100 321 12,200 SH   OTR 1,4 0 12,200 0
MASTERCARD INC-CLASS A COM 57636Q104 574 6,662 SH   DFND 1 0 6,662 0
MASTERCARD INC-CLASS A COM 57636Q104 267 3,100 SH   OTR 1,4 0 3,100 0
MATSON INC COM 57686G105 411 11,904 SH   OTR 1,2 0 11,904 0
MAXIM INTERGRATED PRODUCTS COM 57772K101 5,291 166,012 SH   OTR 1,2 0 166,012 0
MAXIMUS INC COM 577933104 473 8,627 SH   OTR 1,2 0 8,627 0
MAXIMUS INC COM 577933104 121 2,200 SH   OTR 1,4 0 2,200 0
MCCORMICK & CO-NON VTG SHRS COM 579780206 48 644 SH   DFND 1 0 644 0
MCCORMICK & CO-NON VTG SHRS COM 579780206 1,538 20,700 SH   OTR 1,2 0 20,700 0
MCDONALDS CORP COM 580135101 225 2,402 SH   DFND 1 0 2,402 0
MCDONALDS CORP COM 580135101 825 8,800 SH   OTR 1,4 0 8,800 0
MCEWEN MINING INC COM 58039P107 1,429 1,287,146 SH   OTR 1,2 0 1,287,146 0
MCGRAW HILL FINANCIAL INC COM 580645109 213 2,394 SH   DFND 1 0 2,394 0
MCGRAW HILL FINANCIAL INC COM 580645109 418 4,700 SH   OTR 1,4 0 4,700 0
MDU RESOURCES GROUP INC COM 552690109 360 15,300 SH   OTR 1,2 0 15,300 0
MDU RESOURCES GROUP INC COM 552690109 324 13,800 SH   OTR 1,4 0 13,800 0
MDU RESOURCES GROUP INC COM 552690109 9 367 SH   DFND 1 0 367 0
MEADWESTVACO CORP COM 583334107 63 1,413 SH   DFND 1 0 1,413 0
MEADWESTVACO CORP COM 583334107 588 13,240 SH   OTR 1,2 0 13,240 0
MEADWESTVACO CORP COM 583334107 284 6,400 SH   OTR 1,4 0 6,400 0
MEDIA GENERAL INC -CL A COM 58441K100 4,853 290,100 SH   OTR 1,2 0 290,100 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 69 5,000 SH   OTR 1,4 0 5,000 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 260 18,854 SH   OTR 1,2 0 18,854 0
MEDIVATION INC COM 58501N101 818 8,215 SH   DFND 1 0 8,215 0
MEDIVATION INC COM 58501N101 329 3,300 SH   OTR 1,4 0 3,300 0
MEDNAX INC COM 58502B106 1,382 20,900 SH   OTR 1,2 0 20,900 0
MEDNAX INC COM 58502B106 6 94 SH   DFND 1 0 94 0
MEDTRONIC PLC COM 585055106 22 300 SH   OTR 1,4 0 300 0
MEDTRONIC PLC COM 585055106 718 9,939 SH   DFND 1 0 9,939 0
MERCK & CO COM 58933Y105 652 11,475 SH   DFND 1 0 11,475 0
MERCK & CO COM 58933Y105 9,256 162,987 SH   OTR 1,2 0 162,987 0
MERCK & CO COM 58933Y105 676 11,900 SH   OTR 1,4 0 11,900 0
MEREDITH CORP COM 589433101 202 3,714 SH   OTR 1,2 0 3,714 0
MEREDITH CORP COM 589433101 3 47 SH   DFND 1 0 47 0
MERGE HEALTHCARE INC COM 589499102 115 32,337 SH   DFND 1 0 32,337 0
MERITOR INC COM 59001K100 186 12,300 SH   OTR 1,4 0 12,300 0
MERITOR INC COM 59001K100 3 212 SH   DFND 1 0 212 0
METHANEX CORP COM 59151K108 9 204 SH   DFND 1 0 204 0
METHANEX CORP COM 59151K108 385 8,400 SH   OTR 1,4 0 8,400 0
METHODE ELECTRONICS INC COM 591520200 85 2,339 SH   DFND 1 0 2,339 0
METHODE ELECTRONICS INC COM 591520200 120 3,300 SH   OTR 1,4 0 3,300 0
METLIFE INC COM 59156R108 151 2,800 SH   OTR 1,4 0 2,800 0
METLIFE INC COM 59156R108 1,823 33,697 SH   DFND 1 0 33,697 0
METTLER TOLEDO INTL COM 592688105 495 1,636 SH   OTR 1,2 0 1,636 0
MGIC INVEST CV 5% 01MAY17 SDBCV 552848AD5 1,692 1,500,000 PRN   DFND 1 0 1,500,000 0
MGIC INVESTMENT CORP COM 552848103 2,270 243,600 SH   DFND 1 0 243,600 0
MGIC INVESTMENT CORP COM 552848103 72 7,700 SH   OTR 1,4 0 7,700 0
MGM MIRAGE INC 4.25 15APR15 A SDBCV 55303QAE0 13,574 11,500,000 PRN   DFND 1 0 11,500,000 0
MGM RESORTS INTERNATIONAL COM 552953101 6,058 283,350 SH   DFND 1 0 283,350 0
MGM RESORTS INTERNATIONAL COM 552953101 81 3,800 SH   OTR 1,4 0 3,800 0
MICHAELS COS INC/THE COM 59408Q106 757 30,616 SH   OTR 1,2 0 30,616 0
MICROCHIP TECH INC COM 595017104 257 5,700 SH   DFND 1 0 5,700 0
MICROCHIP TECH INC COM 595017104 440 9,763 SH   OTR 1,2 0 9,763 0
MICRON TECH INC COM 595112103 172 4,900 SH   DFND 1 0 4,900 0
MICRON TECH INC COM 595112103 1,509 43,113 SH   OTR 1,2 0 43,113 0
MICRON TECH INC COM 595112103 543 15,500 SH   OTR 1,4 0 15,500 0
MICROSOFT CORP COM 594918104 283 6,100 SH   DFND 1 0 6,100 0
MICROSOFT CORP COM 594918104 1,161 25,000 SH   OTR 1,4 0 25,000 0
MICROSOFT CORP COM 594918104 98 2,100 SH   OTR 1,2 0 2,100 0
MICROVISION INC COM 594960304 38 21,670 SH   DFND 1 0 21,670 0
MIDSTATES PETROLEUM CO INC COM 59804T100 36 23,630 SH   OTR 1,2 0 23,630 0
MIDWAY GOLD CORP COM 598153104 339 457,959 SH   OTR 1,2 0 457,959 0
MILLENNIAL MEDIA INC COM 60040N105 68 42,758 SH   OTR 1,2 0 42,758 0
MILLER (HERMAN) INC COM 600544100 255 8,655 SH   OTR 1,2 0 8,655 0
MILLER (HERMAN) INC COM 600544100 43 1,460 SH   DFND 1 0 1,460 0
MILLER (HERMAN) INC COM 600544100 21 700 SH   OTR 1,4 0 700 0
MILLER ENERY RESOURCES INC COM 600527105 49 39,019 SH   DFND 1 0 39,019 0
MINERALS TECHNOLOGIES INC COM 603158106 264 3,800 SH   OTR 1,4 0 3,800 0
MINERALS TECHNOLOGIES INC COM 603158106 8 113 SH   DFND 1 0 113 0
MKS INSTRUMENTS INC COM 55306N104 48 1,300 SH   DFND 1 0 1,300 0
MKS INSTRUMENTS INC COM 55306N104 126 3,433 SH   OTR 1,2 0 3,433 0
MKS INSTRUMENTS INC COM 55306N104 374 10,215 SH   OTR 1,4 0 10,215 0
MOBILE MINI INC COM 60740F105 235 5,800 SH   OTR 1,4 0 5,800 0
MOHAWK INDUSTRIES INC COM 608190104 784 5,045 SH   DFND 1 0 5,045 0
MOHAWK INDUSTRIES INC COM 608190104 62 400 SH   OTR 1,2 0 400 0
MOLSON COORS BREWING CO-B COM 60871R209 380 5,100 SH   OTR 1,2 0 5,100 0
MOLSON COORS BREWING CO-B COM 60871R209 182 2,447 SH   DFND 1 0 2,447 0
MOLYCORP INC COM 608753109 277 314,394 SH   OTR 1,2 0 314,394 0
MONDELEZ INTERNATIONAL INC COM 609207105 5,169 142,300 SH   OTR 1,2 0 142,300 0
MONDELEZ INTERNATIONAL INC COM 609207105 614 16,900 SH   OTR 1,4 0 16,900 0
MONDELEZ INTERNATIONAL INC COM 609207105 84 2,323 SH   DFND 1 0 2,323 0
MONSANTO CO COM 61166W101 1,744 14,598 SH   DFND 1 0 14,598 0
MONSANTO CO COM 61166W101 13,652 114,274 SH   OTR 1,2 0 114,274 0
MONSANTO CO COM 61166W101 1,768 14,800 SH   OTR 1,4 0 14,800 0
MONTPELIER RE HOLDINGS LTD COM G62185106 878 24,517 SH   OTR 1,2 0 24,517 0
MONTPELIER RE HOLDINGS LTD COM G62185106 308 8,600 SH   OTR 1,4 0 8,600 0
MOODY'S CORPORATION COM 615369105 19 200 SH   DFND 1 0 200 0
MOODY'S CORPORATION COM 615369105 546 5,700 SH   OTR 1,2 0 5,700 0
MOODY'S CORPORATION COM 615369105 527 5,500 SH   OTR 1,4 0 5,500 0
MOOG INC -CL A COM 615394202 1,253 16,929 SH   OTR 1,2 0 16,929 0
MOSAIC CO/THE COM 61945C103 736 16,128 SH   DFND 1 0 16,128 0
MOSAIC CO/THE COM 61945C103 539 11,800 SH   OTR 1,4 0 11,800 0
MOTOROLA SOLUTIONS INC COM 620076307 6,077 90,589 SH   OTR 1,2 0 90,589 0
MOTOROLA SOLUTIONS INC COM 620076307 34 500 SH   DFND 1 0 500 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 81 1,000 SH   OTR 1,2 0 1,000 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 821 10,100 SH   OTR 1,4 0 10,100 0
MSCI INC-A COM 55354G100 1,701 35,858 SH   OTR 1,2 0 35,858 0
MSCI INC-A COM 55354G100 503 10,600 SH   OTR 1,4 0 10,600 0
MSCI INC-A COM 55354G100 15 309 SH   DFND 1 0 309 0
NABORS INDUSTRIES LTD COM G6359F103 16 1,200 SH   DFND 1 0 1,200 0
NABORS INDUSTRIES LTD COM G6359F103 36 2,800 SH   OTR 1,2 0 2,800 0
NABORS INDUSTRIES LTD COM G6359F103 157 12,100 SH   OTR 1,4 0 12,100 0
NASDAQ-100 COM 73935A104 605 5,860 SH   DFND 1 0 5,860 0
NASDAQ-100 COM 73935A104 18,069 175,000 SH Call DFND 1 0 0 0
NASDAQ-100 COM 73935A104 11,874 115,000 SH Put DFND 1 0 0 0
NATIONAL BANK HOLD-CL A COM 633707104 321 16,545 SH   OTR 1,2 0 16,545 0
NATIONAL FUEL GAS CO COM 636180101 515 7,400 SH   OTR 1,2 0 7,400 0
NATIONAL FUEL GAS CO COM 636180101 13 181 SH   DFND 1 0 181 0
NATIONAL OILWELL VARCO INC COM 637071101 137 2,089 SH   DFND 1 0 2,089 0
NATIONAL OILWELL VARCO INC COM 637071101 432 6,600 SH   OTR 1,2 0 6,600 0
NATIONAL OILWELL VARCO INC COM 637071101 695 10,600 SH Call DFND 1 0 0 0
NATIONAL OILWELL VARCO INC COM 637071101 524 8,000 SH Put DFND 1 0 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 414 14,700 SH   OTR 1,2 0 14,700 0
NATL PENN BCSHS INC COM 637138108 269 25,600 SH   OTR 1,4 0 25,600 0
NAVIENT CORP COM 63938C108 464 21,491 SH   OTR 1,2 0 21,491 0
NAVIENT CORP COM 63938C108 15 700 SH   DFND 1 0 700 0
NAVISTAR INTERNATIONAL COM 63934E108 356 10,619 SH   OTR 1,2 0 10,619 0
NCR CORPORATION COM 62886E108 729 25,000 SH Call DFND 1 0 0 0
NEKTAR THERAPEUTICS COM 640268108 234 15,092 SH   OTR 1,2 0 15,092 0
NETAPP INC COM 64110D104 4,010 96,731 SH   OTR 1,2 0 96,731 0
NETAPP INC COM 64110D104 837 20,200 SH   OTR 1,4 0 20,200 0
NETAPP INC COM 64110D104 98 2,353 SH   DFND 1 0 2,353 0
NETGEAR INC COM 64111Q104 53 1,500 SH   DFND 1 0 1,500 0
NETGEAR INC COM 64111Q104 185 5,200 SH   OTR 1,4 0 5,200 0
NETGEAR INC COM 64111Q104 449 12,633 SH   OTR 1,2 0 12,633 0
NETSUITE INC COM 64118Q107 1,026 9,400 SH   OTR 1,2 0 9,400 0
NEUSTAR INC-CLASS A COM 64126X201 692 24,880 SH   OTR 1,2 0 24,880 0
NEW GOLD INC COM 644535106 210 49,000 SH   DFND 1 0 49,000 0
NEW JERSEY RESOURCES COM 646025106 253 4,126 SH   OTR 1,2 0 4,126 0
NEW JERSEY RESOURCES COM 646025106 80 1,300 SH   OTR 1,4 0 1,300 0
NEW YORK TIMES CO CL A COM 650111107 4 303 SH   DFND 1 0 303 0
NEW YORK TIMES CO CL A COM 650111107 241 18,200 SH   OTR 1,4 0 18,200 0
NEWMONT MINING COM 651639106 387 20,453 SH   DFND 1 0 20,453 0
NEWMONT MINING COM 651639106 34 1,800 SH   OTR 1,2 0 1,800 0
NEWS CORP-CL A COM 65249B109 1,569 100,000 SH   OTR 1 0 100,000 0
NEWS CORP-CL A COM 65249B109 16 1,000 SH   DFND 1 0 1,000 0
NEWS CORP-CL A COM 65249B109 47 3,000 SH   OTR 1,4 0 3,000 0
NEWS CORP-CL A COM 65249B109 642 40,900 SH   OTR 1,2 0 40,900 0
NEXSTAR BROADCASTING GROUP-A COM 65336K103 264 5,100 SH   OTR 1,4 0 5,100 0
NEXTERA ENERGY INC COM 65339F101 966 9,084 SH   DFND 1 0 9,084 0
NIELSEN NV COM N63218106 116 2,600 SH   OTR 1,4 0 2,600 0
NIELSEN NV COM N63218106 50 1,127 SH   DFND 1 0 1,127 0
NIELSEN NV COM N63218106 483 10,800 SH   DFND 1 0 10,800 0
NIKE INC CL B STOCK COM 654106103 156 1,626 SH   DFND 1 0 1,626 0
NIKE INC CL B STOCK COM 654106103 125 1,300 SH   OTR 1,4 0 1,300 0
NOBLE ENERGY INC. COM 655044105 14 300 SH   OTR 1,2 0 300 0
NOBLE ENERGY INC. COM 655044105 19 400 SH   OTR 1,4 0 400 0
NOBLE ENERGY INC. COM 655044105 757 15,962 SH   DFND 1 0 15,962 0
NORFOLK SOUTHERN CORP COM 655844108 482 4,400 SH   OTR 1,4 0 4,400 0
NORFOLK SOUTHERN CORP COM 655844108 11 100 SH   DFND 1 0 100 0
NORTHERN OIL AND GAS INC COM 665531109 260 46,056 SH   OTR 1,2 0 46,056 0
NORTHROP GRUMMAN CORP COM 666807102 2,788 18,915 SH   OTR 1,2 0 18,915 0
NORTHSTAR ASSET MANAGEMEN-WI COM 66705Y104 3,408 151,000 SH   DFND 1 0 151,000 0
NORTHSTAR ASSET MANAGEMEN-WI COM 66705Y104 535 23,700 SH   OTR 1,2 0 23,700 0
NORTHSTAR REALTY FINANCE COM 66704R704 2,260 128,545 SH   DFND 1 0 128,545 0
NORTHSTAR REALTY FINANCE COM 66704R704 942 53,600 SH   OTR 1,4 0 53,600 0
NORWEGIAN CRUISE LINE HOLDIN COM G66721104 2,023 43,274 SH   OTR 1,2 0 43,274 0
NRG ENERGY INC COM 629377508 17 627 SH   DFND 1 0 627 0
NRG ENERGY INC COM 629377508 75 2,800 SH   OTR 1,2 0 2,800 0
NRG ENERGY INC COM 629377508 116 4,300 SH   OTR 1,4 0 4,300 0
NUANCE COMM INC COM 67020Y100 382 26,800 SH   OTR 1,4 0 26,800 0
NUCOR CORP COM 670346105 631 12,869 SH   DFND 1 0 12,869 0
NUCOR CORP COM 670346105 1,089 22,200 SH   OTR 1,4 0 22,200 0
NUVEEN MORTGAGE OPPORTUNITY COM 670735109 3,857 166,595 SH   DFND 1 0 166,595 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K203 8 1,372 SH   DFND 1 0 1,372 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K203 63 11,274 SH   OTR 1,2 0 11,274 0
NVIDIA CORP COM 67066G104 1,011 50,435 SH   OTR 1,2 0 50,435 0
NVIDIA CORP COM 67066G104 88 4,400 SH   DFND 1 0 4,400 0
NVR INC COM 62944T105 455 357 SH   OTR 1,2 0 357 0
NXP SEMICONDUCTORS NV COM N6596X109 107 1,400 SH   OTR 1,4 0 1,400 0
NXP SEMICONDUCTORS NV COM N6596X109 721 9,433 SH   OTR 1,2 0 9,433 0
O'REILLY AUTOMOTIVE INC COM 67103H107 3,403 17,669 SH   OTR 1,2 0 17,669 0
O'REILLY AUTOMOTIVE INC COM 67103H107 424 2,200 SH   OTR 1,4 0 2,200 0
OCCIDENTAL PETRO USD COM 674599105 2,330 28,904 SH   DFND 1 0 28,904 0
OCCIDENTAL PETRO USD COM 674599105 210 2,600 SH   OTR 1,4 0 2,600 0
OCCIDENTAL PETRO USD COM 674599105 2,620 32,500 SH Call DFND 1 0 0 0
OCCIDENTAL PETRO USD COM 674599105 3,047 37,801 SH Put DFND 1 0 0 0
OCEANEERING INTL INC COM 675232102 1,519 25,824 SH   DFND 1 0 25,824 0
OCEANEERING INTL INC COM 675232102 1,414 24,044 SH   OTR 1,2 0 24,044 0
OCEANEERING INTL INC COM 675232102 882 15,000 SH   OTR 1,4 0 15,000 0
OCH-ZIFF CAPITAL MANAGEMENT COM 67551U105 584 50,000 SH Put DFND 1 0 0 0
OCLARO INC COM 67555N206 23 12,800 SH   DFND 1 0 12,800 0
OCWEN FINANCIAL CORP COM 675746309 456 30,200 SH   OTR 1,4 0 30,200 0
OCWEN FINANCIAL CORP COM 675746309 23 1,544 SH   DFND 1 0 1,544 0
OCWEN FINANCIAL CORP COM 675746309 6,084 402,900 SH Put OTR 1 0 0 0
OGE ENERGY CORP COM 670837103 209 5,900 SH   OTR 1,2 0 5,900 0
OGE ENERGY CORP COM 670837103 362 10,200 SH   OTR 1,4 0 10,200 0
OIL STATES INTERNATIONAL INC COM 678026105 674 13,785 SH   OTR 1,2 0 13,785 0
OIL STATES INTERNATIONAL INC COM 678026105 440 9,000 SH   OTR 1,4 0 9,000 0
OLIN CORP COM 680665205 237 10,400 SH   OTR 1,4 0 10,400 0
OLIN CORP COM 680665205 59 2,600 SH   DFND 1 0 2,600 0
OMEGA HEALTHCARE INVESTORS COM 681936100 488 12,500 SH   OTR 1,2 0 12,500 0
OMEROS CORP COM 682143102 312 12,587 SH   OTR 1,2 0 12,587 0
OMNICELL INC COM 68213N109 401 12,100 SH   OTR 1,4 0 12,100 0
OMNICELL INC COM 68213N109 23 700 SH   DFND 1 0 700 0
OMNICELL INC COM 68213N109 61 1,853 SH   OTR 1,2 0 1,853 0
OMNICOM GROUP COM 681919106 58 748 SH   DFND 1 0 748 0
OMNICOM GROUP COM 681919106 1,025 13,236 SH   OTR 1,2 0 13,236 0
OMNICOM GROUP COM 681919106 209 2,700 SH   OTR 1,4 0 2,700 0
ON ASSIGNMENT INC COM 682159108 7 202 SH   DFND 1 0 202 0
ON ASSIGNMENT INC COM 682159108 384 11,574 SH   OTR 1,2 0 11,574 0
ON ASSIGNMENT INC COM 682159108 325 9,800 SH   OTR 1,4 0 9,800 0
ON SEMICONDUCTOR CORP COM 682189105 456 44,990 SH   OTR 1,2 0 44,990 0
ON SEMICONDUCTOR CORP COM 682189105 241 23,800 SH   OTR 1,4 0 23,800 0
ONCONOVA THERAPEUTICS INC COM 68232V108 42 12,806 SH   OTR 1,2 0 12,806 0
ONCONOVA THERAPEUTICS INC COM 68232V108 22 6,700 SH   DFND 1 0 6,700 0
ONEOK INC COM 682680103 4 90 SH   DFND 1 0 90 0
ONEOK INC COM 682680103 309 6,200 SH   OTR 1,4 0 6,200 0
OOD HOLDINGS INC COM 774415103 236 3,000 SH   OTR 1,4 0 3,000 0
OOD HOLDINGS INC COM 774415103 13 163 SH   DFND 1 0 163 0
OOD HOLDINGS INC COM 774415103 431 5,469 SH   DFND 1 0 5,469 0
ORACLE CORP COM 68389X105 1,021 22,700 SH   OTR 1,4 0 22,700 0
OSHKOSH CORP COM 688239201 525 10,783 SH   OTR 1,2 0 10,783 0
OSHKOSH CORP COM 688239201 34 700 SH   OTR 1,4 0 700 0
OUTERWALL INC COM 690070107 848 11,275 SH   OTR 1,2 0 11,275 0
P G & E CORP COM 69331C108 250 4,700 SH   OTR 1,4 0 4,700 0
PACCAR INC COM 693718108 286 4,200 SH   OTR 1,4 0 4,200 0
PACCAR INC COM 693718108 272 4,000 SH Call DFND 1 0 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 180 22,900 SH   DFND 1 0 22,900 0
PACWEST BANCORP COM 695263103 582 12,811 SH   OTR 1,2 0 12,811 0
PACWEST BANCORP COM 695263103 291 6,400 SH   OTR 1,4 0 6,400 0
PACWEST BANCORP COM 695263103 25 558 SH   DFND 1 0 558 0
PAN AMERICAN SILVER CORP COM 697900108 175 19,000 SH   OTR 1,4 0 19,000 0
PANDORA MEDIA INC COM 698354107 292 16,400 SH   OTR 1,4 0 16,400 0
PANTRY INC COM 698657103 283 7,648 SH   OTR 1,2 0 7,648 0
PAPA JOHNS INTL COM 698813102 542 9,713 SH   OTR 1,2 0 9,713 0
PAPA JOHNS INTL COM 698813102 776 13,900 SH   OTR 1,4 0 13,900 0
PAPA JOHNS INTL COM 698813102 2 43 SH   DFND 1 0 43 0
PARAGON OFFSHORE PLC-W/I COM G6S01W108 99 35,699 SH   OTR 1,2 0 35,699 0
PARAGON OFFSHORE PLC-W/I COM G6S01W108 196 70,623 SH   DFND 1 0 70,623 0
PARAMOUNT GOLD AND SILVER COM 69924P102 440 431,141 SH   OTR 1,2 0 431,141 0
PAREXEL INTL CORP COM 699462107 200 3,600 SH   OTR 1,4 0 3,600 0
PAREXEL INTL CORP COM 699462107 2 27 SH   DFND 1 0 27 0
PARKWAY PROPERTIES INC/MD COM 70159Q104 498 27,104 SH   OTR 1,4 0 27,104 0
PARSLEY ENERGY INC-CLASS A COM 701877102 588 36,861 SH   OTR 1,2 0 36,861 0
PARTNERRE LTD COM G6852T105 434 3,800 SH   OTR 1,4 0 3,800 0
PATTERSON COS INC COM 703395103 962 19,991 SH   OTR 1,2 0 19,991 0
PATTERSON COS INC COM 703395103 798 16,600 SH   OTR 1,4 0 16,600 0
PATTERSON COS INC COM 703395103 4 78 SH   DFND 1 0 78 0
PAYCHEX INC COM 704326107 7 148 SH   DFND 1 0 148 0
PAYCHEX INC COM 704326107 199 4,300 SH   OTR 1,4 0 4,300 0
PBF ENERGY INC COM 69318G106 493 18,500 SH   OTR 1,4 0 18,500 0
PEARSON PLC-SPONSORED ADR ADR 705015105 446 24,182 SH   OTR 1,2 0 24,182 0
PECTIVE LIFE CORP COM 743674103 313 4,500 SH   OTR 1,4 0 4,500 0
PENN VIRGINIA CORP COM 707882106 293 43,936 SH   OTR 1,2 0 43,936 0
PENN WEST PETROLEUM LTD COM 707887105 277 132,400 SH   DFND 1 0 132,400 0
PENN WEST PETROLEUM LTD COM 707887105 2,356 1,126,457 SH   OTR 1,2 0 1,126,457 0
PENNEY JC CO COM 708160106 6,480 1,000,000 SH Call OTR 1,3 0 0 0
PENSKE AUTO GROUP INC COM 70959W103 21 426 SH   DFND 1 0 426 0
PENSKE AUTO GROUP INC COM 70959W103 427 8,700 SH   OTR 1,2 0 8,700 0
PEPCO HOLDINGS INC COM 713291102 590 21,897 SH   DFND 1 0 21,897 0
PEPCO HOLDINGS INC COM 713291102 801 29,762 SH   OTR 1,2 0 29,762 0
PEPCO HOLDINGS INC COM 713291102 232 8,600 SH   OTR 1,4 0 8,600 0
PEPSICO INC COM 713448108 322 3,400 SH   OTR 1,4 0 3,400 0
PEPSICO INC COM 713448108 17 185 SH   DFND 1 0 185 0
PEPSICO INC COM 713448108 9 100 SH   OTR 1,2 0 100 0
PERKINELMER INC COM 714046109 369 8,436 SH   DFND 1 0 8,436 0
PETROQUEST ENERGY INC COM 716748108 57 15,168 SH   DFND 1 0 15,168 0
PETROQUEST ENERGY INC COM 716748108 174 46,513 SH   OTR 1,2 0 46,513 0
PETSMART INC COM 716768106 250 3,070 SH   DFND 1 0 3,070 0
PETSMART INC COM 716768106 878 10,800 SH   OTR 1,4 0 10,800 0
PETSMART INC COM 716768106 1,626 20,000 SH Put DFND 1 0 0 0
PFIZER INC COM 717081103 1,250 40,136 SH   DFND 1 0 40,136 0
PFIZER INC COM 717081103 349 11,200 SH   OTR 1,2 0 11,200 0
PFIZER INC COM 717081103 592 19,000 SH Put DFND 1 0 0 0
PHARMACYCLICS INC COM 716933106 144 1,175 SH   DFND 1 0 1,175 0
PHARMACYCLICS INC COM 716933106 98 800 SH   OTR 1,4 0 800 0
PHH CORP COM 693320202 187 7,800 SH   DFND 1 0 7,800 0
PHH CORP COM 693320202 991 41,347 SH   OTR 1,2 0 41,347 0
PHILIP MORRIS INTERNATIONAL COM 718172109 920 11,300 SH   OTR 1,4 0 11,300 0
PHILIP MORRIS INTERNATIONAL COM 718172109 33 400 SH   DFND 1 0 400 0
PHILIP MORRIS INTERNATIONAL COM 718172109 114 1,400 SH   OTR 1,2 0 1,400 0
PHILLIPS 66-W/I COM 718546104 879 12,260 SH   DFND 1 0 12,260 0
PHILLIPS 66-W/I COM 718546104 14 200 SH   OTR 1,2 0 200 0
PHILLIPS 66-W/I COM 718546104 1,219 17,000 SH Put DFND 1 0 0 0
PIEDMONT OFFICE REALTY TRU-A COM 720190206 73 3,900 SH   OTR 1,4 0 3,900 0
PIEDMONT OFFICE REALTY TRU-A COM 720190206 350 18,600 SH   OTR 1,2 0 18,600 0
PIER 1 IMPORTS INC DEL COM 720279108 1,682 109,203 SH   OTR 1,2 0 109,203 0
PIER 1 IMPORTS INC DEL COM 720279108 374 24,300 SH   OTR 1,4 0 24,300 0
PIER 1 IMPORTS INC DEL COM 720279108 7 434 SH   DFND 1 0 434 0
PILGRIM'S PRIDE CORP COM 72147K108 654 19,956 SH   DFND 1 0 19,956 0
PINNACLE FOODS INC COM 72348P104 1,339 37,921 SH   OTR 1,2 0 37,921 0
PIONEER NATURAL RESOURCES CO COM 723787107 1,310 8,800 SH   DFND 1 0 8,800 0
PIONEER NATURAL RESOURCES CO COM 723787107 45 300 SH   OTR 1,4 0 300 0
PIONEER NATURAL RESOURCES CO COM 723787107 1,310 8,800 SH Put DFND 1 0 0 0
PITNEY-BOWES INC COM 724479100 334 13,700 SH   OTR 1,4 0 13,700 0
PITNEY-BOWES INC COM 724479100 11 452 SH   DFND 1 0 452 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 1,194 51,400 SH   DFND 1 0 51,400 0
PLATINUM UNDERWRITERS HLDGS COM G7127P100 73 1,000 SH   OTR 1,4 0 1,000 0
PLATINUM UNDERWRITERS HLDGS COM G7127P100 4,877 66,428 SH   DFND 1 0 66,428 0
PLATINUM UNDERWRITERS HLDGS COM G7127P100 274 3,731 SH   OTR 1,2 0 3,731 0
PLUM CREEK TIMBER CO INC COM 729251108 1,070 25,000 SH Call DFND 1 0 0 0
PLUM CREEK TIMBER CO INC COM 729251108 1,070 25,000 SH Put DFND 1 0 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 8,417 92,266 SH   OTR 1,2 0 92,266 0
PNC FINANCIAL SERVICES GROUP COM 693475105 310 3,400 SH   OTR 1,4 0 3,400 0
PNC FINANCIAL SERVICES GROUP COM 693475105 11 120 SH   DFND 1 0 120 0
PNM RESOURCES INC COM 69349H107 184 6,200 SH   DFND 1 0 6,200 0
PNM RESOURCES INC COM 69349H107 228 7,700 SH   OTR 1,4 0 7,700 0
POLARIS INDUSTRIES INC COM 731068102 301 1,993 SH   DFND 1 0 1,993 0
POLYONE CORPORATION COM 73179P106 325 8,575 SH   OTR 1,2 0 8,575 0
POLYONE CORPORATION COM 73179P106 390 10,300 SH   OTR 1,4 0 10,300 0
POLYONE CORPORATION COM 73179P106 13 356 SH   DFND 1 0 356 0
POOL CORP COM 73278L105 314 4,954 SH   OTR 1,2 0 4,954 0
POOL CORP COM 73278L105 235 3,700 SH   OTR 1,4 0 3,700 0
POPULAR INC COM 733174700 1,087 31,923 SH   OTR 1,2 0 31,923 0
POPULAR INC COM 733174700 82 2,400 SH   OTR 1,4 0 2,400 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 11 290 SH   DFND 1 0 290 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 34 900 SH   OTR 1,4 0 900 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 447 11,815 SH   OTR 1,2 0 11,815 0
POST PROPERTIES INC COM 737464107 773 13,150 SH   OTR 1,2 0 13,150 0
POST PROPERTIES INC COM 737464107 170 2,900 SH   OTR 1,4 0 2,900 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 212 6,000 SH   DFND 1 0 6,000 0
POTLATCH CORP COM 737630103 147 3,500 SH   OTR 1,4 0 3,500 0
POTLATCH CORP COM 737630103 553 13,200 SH   OTR 1,2 0 13,200 0
POWERSHARES SENIOR LOAN COM 73936Q769 312 13,000 SH   DFND 1 0 13,000 0
PPG INDUSTRIES INC COM 693506107 1,241 5,370 SH   DFND 1 0 5,370 0
PPL CORP COM 69351T106 1,596 43,944 SH   DFND 1 0 43,944 0
PRAXAIR INC COM 74005P104 271 2,089 SH   DFND 1 0 2,089 0
PRECISION CASTPARTS CORP COM 740189105 10 40 SH   OTR 1,2 0 40 0
PRECISION CASTPARTS CORP COM 740189105 551 2,287 SH   DFND 1 0 2,287 0
PRICELINE.COM INC COM 741503403 14,385 12,616 SH   DFND 1 0 12,616 0
PRICELINE.COM INC COM 741503403 35,803 31,400 SH Put DFND 1 0 0 0
PRICELINE.COM INC 1% 15MAR18 A SDBCV 741503AQ9 3,984 3,000,000 PRN   DFND 1 0 3,000,000 0
PRIMERICA INC COM 74164M108 526 9,700 SH   OTR 1,4 0 9,700 0
PRIMERICA INC COM 74164M108 137 2,520 SH   DFND 1 0 2,520 0
PRIMERO MINING CORP COM 74164W106 728 189,712 SH   OTR 1,2 0 189,712 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 134 2,571 SH   DFND 1 0 2,571 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 68 1,300 SH   OTR 1,4 0 1,300 0
PRIVATEBANCORP INC COM 742962103 254 7,600 SH   OTR 1,4 0 7,600 0
PROASSURANCE CORP COM 74267C106 623 13,800 SH   OTR 1,4 0 13,800 0
PROGENICS PHARMACEUTICALS COM 743187106 248 32,813 SH   DFND 1 0 32,813 0
PROGRESS SOFTWARE CORP COM 743312100 231 8,539 SH   OTR 1,2 0 8,539 0
PROGRESS SOFTWARE CORP COM 743312100 354 13,100 SH   OTR 1,4 0 13,100 0
PROGRESS SOFTWARE CORP COM 743312100 4 152 SH   DFND 1 0 152 0
PROLOGIS INC COM 74340W103 430 10,000 SH   DFND 1 0 10,000 0
PTC INC COM 69370C100 19 525 SH   DFND 1 0 525 0
PTC INC COM 69370C100 331 9,028 SH   OTR 1,2 0 9,028 0
PTC INC COM 69370C100 498 13,600 SH   OTR 1,4 0 13,600 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 259 6,259 SH   DFND 1 0 6,259 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 2,051 49,518 SH   OTR 1,2 0 49,518 0
PULTE HOMES INC COM 745867101 288 13,400 SH   OTR 1,4 0 13,400 0
PVH CORP COM 693656100 801 6,250 SH   DFND 1 0 6,250 0
PVH CORP COM 693656100 77 600 SH   OTR 1,4 0 600 0
QEP RESOURCES INC COM 74733V100 386 19,100 SH   DFND 1 0 19,100 0
QUALCOMM INC. COM 747525103 305 4,100 SH   DFND 1 0 4,100 0
QUALCOMM INC. COM 747525103 1,070 14,395 SH   OTR 1,2 0 14,395 0
QUALCOMM INC. COM 747525103 7,433 100,000 SH Call DFND 1 0 0 0
QUANTUM CORP COM 747906204 158 89,682 SH   DFND 1 0 89,682 0
QUICKSILVER RESOURCES I COM 74837R104 18 91,408 SH   OTR 1,2 0 91,408 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 665 11,300 SH   OTR 1,4 0 11,300 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 75 1,266 SH   OTR 1,2 0 1,266 0
RADIAN GROUP CV 2.25% 01MAR19 SDBCV 750236AN1 4,033 2,500,000 PRN   DFND 1 0 2,500,000 0
RADIAN GROUP INC COM 750236101 509 30,459 SH   OTR 1,2 0 30,459 0
RADIAN GROUP INC COM 750236101 25 1,504 SH   DFND 1 0 1,504 0
RAIT FINANCIAL TRUST SDBCV 749227AB0 2,372 2,616,000 PRN   OTR 1 0 261,600 0
RAIT FINANCIAL TRUST COM 749227609 312 40,696 SH   OTR 1,4 0 40,696 0
RANGE RESOURCES CORP COM 75281A109 53 1,000 SH   OTR 1,4 0 1,000 0
RANGE RESOURCES CORP COM 75281A109 657 12,284 SH   DFND 1 0 12,284 0
RAYONIER INC COM 754907103 296 10,600 SH   OTR 1,2 0 10,600 0
RAYONIER TRS 4.5% 15AUG15 SDBCV 75508AAC0 3,262 2,670,000 PRN   DFND 1 0 2,670,000 0
RAYTHEON COMPANY COM 755111507 206 1,900 SH   OTR 1,4 0 1,900 0
RAYTHEON COMPANY COM 755111507 162 1,500 SH   DFND 1 0 1,500 0
READING INTERNATIONAL INC-A COM 755408101 2,258 170,300 SH   OTR 1 0 170,300 0
REALNETWORKS INC COM 75605L708 106 15,000 SH   OTR 1,2 0 15,000 0
REALOGY HOLDINGS CORP COM 75605Y106 92 2,076 SH   DFND 1 0 2,076 0
REALOGY HOLDINGS CORP COM 75605Y106 125 2,800 SH   OTR 1,4 0 2,800 0
REGAL BELOIT COM 758750103 3 44 SH   DFND 1 0 44 0
REGAL BELOIT COM 758750103 246 3,276 SH   OTR 1,2 0 3,276 0
REGAL BELOIT COM 758750103 737 9,800 SH   OTR 1,4 0 9,800 0
REGAL ENTERTAINMENT GROUP - A COM 758766109 560 26,200 SH   OTR 1,2 0 26,200 0
REGENERON PHARMACEUTIACAL COM 75886F107 304 740 SH   DFND 1 0 740 0
REGIONS FINANCIAL CORP COM 7591EP100 195 18,500 SH   DFND 1 0 18,500 0
REGIONS FINANCIAL CORP COM 7591EP100 101 9,600 SH   OTR 1,2 0 9,600 0
REGIS CORP COM 758932107 23 1,400 SH   DFND 1 0 1,400 0
REGIS CORP COM 758932107 384 22,900 SH   OTR 1,4 0 22,900 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 900 9,254 SH   OTR 1,2 0 9,254 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 253 2,600 SH   OTR 1,4 0 2,600 0
RENTECH INC COM 760112102 33 25,980 SH   DFND 1 0 25,980 0
REPROS THERAPEUTICS INC COM 76028H209 337 33,781 SH   OTR 1,2 0 33,781 0
REPROS THERAPEUTICS INC COM 76028H209 18 1,800 SH   DFND 1 0 1,800 0
RESMED INC COM 761152107 2,231 39,805 SH   OTR 1,2 0 39,805 0
RESTAURANT BRANDS INTERN COM 76131D103 781 20,000 SH   DFND 1 0 20,000 0
RESTAURANT BRANDS INTERN COM 76131D103 10,838 277,602 SH   OTR 1,2 0 277,602 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 42 30,884 SH   DFND 1 0 30,884 0
REX ENERGY CORP COM 761565100 209 40,951 SH   OTR 1,2 0 40,951 0
REX ENERGY CORP COM 761565100 9 1,747 SH   DFND 1 0 1,747 0
REYNOLDS AMERICAN INC COM 761713106 77 1,200 SH   DFND 1 0 1,200 0
REYNOLDS AMERICAN INC COM 761713106 199 3,100 SH   OTR 1,4 0 3,100 0
RIGEL PHARMACEUTICALS COM 766559603 134 58,977 SH   OTR 1,2 0 58,977 0
RIGHTSIDE GROUP LTD COM 76658B100 84 12,442 SH   OTR 1,2 0 12,442 0
RIO ALTO MINING LTD COM 76689T104 481 198,244 SH   OTR 1,2 0 198,244 0
RITCHIE BROS. AUCTIONEERS COM 767744105 302 11,226 SH   OTR 1,2 0 11,226 0
RITE AID CORP COM 767754104 5,763 766,400 SH   OTR 1,2 0 766,400 0
RIVERBED TECHNOLOGY INC COM 768573107 6 291 SH   DFND 1 0 291 0
RIVERBED TECHNOLOGY INC COM 768573107 468 22,931 SH   OTR 1,2 0 22,931 0
ROCK-TENN COMPANY -CL A COM 772739207 1,297 21,274 SH   OTR 1,2 0 21,274 0
ROCK-TENN COMPANY -CL A COM 772739207 518 8,500 SH   OTR 1,4 0 8,500 0
ROCKWELL COLLINS COM 774341101 1,339 15,844 SH   OTR 1,2 0 15,844 0
ROCKWELL COLLINS COM 774341101 465 5,500 SH   OTR 1,4 0 5,500 0
ROCKWELL INTL CORP COM 773903109 321 2,887 SH   DFND 1 0 2,887 0
ROCKWELL INTL CORP COM 773903109 278 2,500 SH   OTR 1,2 0 2,500 0
ROCKWELL INTL CORP COM 773903109 322 2,900 SH   OTR 1,4 0 2,900 0
ROCKWELL INTL CORP COM 773903109 5,004 45,000 SH Call DFND 1 0 0 0
ROGERS COMMUNICATIONS -CL B COM 775109200 13 345 SH   DFND 1 0 345 0
ROGERS COMMUNICATIONS -CL B COM 775109200 207 5,329 SH   OTR 1,2 0 5,329 0
ROGERS COMMUNICATIONS -CL B COM 775109200 730 18,787 SH   OTR 1,2 0 18,787 0
ROPER INDUSTRIES INC COM 776696106 94 600 SH   OTR 1,2 0 600 0
ROPER INDUSTRIES INC COM 776696106 125 800 SH   OTR 1,4 0 800 0
ROSETTA RESOURCES INC COM 777779307 409 18,329 SH   OTR 1,2 0 18,329 0
ROYAL BANK OF CANADA COM 780087102 4,932 71,424 SH   OTR 1,2 0 71,424 0
RPM INC INTERNATIONAL INC COM 749685103 306 6,025 SH   OTR 1,4 0 6,025 0
RPM INC INTERNATIONAL INC COM 749685103 18 347 SH   DFND 1 0 347 0
RTI SURGICAL INC COM 74975N105 61 11,678 SH   DFND 1 0 11,678 0
RUBICON MINERALS CORP COM 780911103 970 1,000,310 SH   OTR 1,2 0 1,000,310 0
RUCKUS WIRELESS INC COM 781220108 1,202 100,000 SH Call DFND 1 0 0 0
RYLAND GROUP INC COM 783764103 563 14,600 SH   OTR 1,4 0 14,600 0
RYLAND GROUP INC COM 783764103 3 77 SH   DFND 1 0 77 0
S & P 400 MID-CAP DEP RECPT COM 78467Y107 1,505 5,700 SH   OTR 1,4 0 5,700 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 14,436 70,250 SH   DFND 1 0 70,250 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 1,274 6,200 SH   OTR 1,2 0 6,200 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 3,452 16,800 SH   OTR 1,4 0 16,800 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 20,550 100,000 SH Call DFND 1 0 0 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 88,879 432,500 SH Put DFND 1 0 0 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 26,879 130,800 SH Put DFND 1 0 0 0
SAFEWAY INC COM 786514208 3,491 99,400 SH   OTR 1,2 0 99,400 0
SALESFORCE.COM INC COM 79466L302 1,091 18,400 SH   DFND 1 0 18,400 0
SALIX PHARMACEUTICALS LTD COM 795435106 22,988 200,000 SH Put OTR 1,3 0 0 0
SANCHEZ ENERGY CORP COM 79970Y105 464 49,970 SH   OTR 1,2 0 49,970 0
SANDISK CORP COM 80004C101 609 6,218 SH   DFND 1 0 6,218 0
SANDISK CORP COM 80004C101 363 3,700 SH   OTR 1,4 0 3,700 0
SANDISK CORP CV 1.5% 15AUG17 SDBCV 80004CAD3 6,727 3,500,000 PRN   DFND 1 0 3,500,000 0
SANDRIDGE ENERGY INC COM 80007P307 21 11,587 SH   DFND 1 0 11,587 0
SANDRIDGE ENERGY INC COM 80007P307 255 140,340 SH   OTR 1,2 0 140,340 0
SANDSTORM GOLD LTD COM 80013R206 1,385 407,466 SH   OTR 1,2 0 407,466 0
SANOFI-AVENTIS SA-CVR COM 80105N113 79 100,000 SH   DFND 1 0 100,000 0
SARATOGA RESOURCES INC/TEXAS COM 803521103 3 14,900 SH   OTR 1,2 0 14,900 0
SBA COMMUNICATIONS CORP COM 78388J106 1,130 10,200 SH   OTR 1,4 0 10,200 0
SCHLUMBERGER LTD COM 806857108 858 10,047 SH   DFND 1 0 10,047 0
SCHLUMBERGER LTD COM 806857108 265 3,100 SH   OTR 1,2 0 3,100 0
SCHLUMBERGER LTD COM 806857108 2,784 32,600 SH Call DFND 1 0 0 0
SCHLUMBERGER LTD COM 806857108 1,853 21,700 SH Put DFND 1 0 0 0
SCIENCE APPLICATIONS INTE-WI COM 808625107 517 10,445 SH   OTR 1,2 0 10,445 0
SCIENCE APPLICATIONS INTE-WI COM 808625107 728 14,700 SH   OTR 1,4 0 14,700 0
SCIENCE APPLICATIONS INTE-WI COM 808625107 65 1,313 SH   DFND 1 0 1,313 0
SCORPIO TANKERS INC COM Y7542C106 832 95,700 SH   OTR 1,4 0 95,700 0
SCORPIO TANKERS INC COM Y7542C106 2,100 34,480 SH   OTR 1,2 0 34,480 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,110 14,751 SH   DFND 1 0 14,751 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 1,114 14,806 SH   OTR 1,2 0 14,806 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 587 7,800 SH   OTR 1,4 0 7,800 0
SEABRIDGE GOLD INC COM 811916105 853 112,964 SH   OTR 1,2 0 112,964 0
SEACOR HOLDINGS INC COM 811904101 827 11,206 SH   OTR 1,2 0 11,206 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 381 21,300 SH   OTR 1,4 0 21,300 0
SEI INVESTMENTS COMPANY COM 784117103 436 10,900 SH   OTR 1,4 0 10,900 0
SELECT COMFORT CORPORATION COM 81616X103 573 21,200 SH   OTR 1,4 0 21,200 0
SELECT COMFORT CORPORATION COM 81616X103 18 674 SH   DFND 1 0 674 0
SEMTECH CORP COM 816850101 192 6,961 SH   OTR 1,2 0 6,961 0
SEMTECH CORP COM 816850101 74 2,700 SH   OTR 1,4 0 2,700 0
SENIOR HOUSING PROP TRUST COM 81721M109 453 20,500 SH   OTR 1,2 0 20,500 0
SERVICE CORP INTERNATIONAL COM 817565104 4 198 SH   DFND 1 0 198 0
SERVICE CORP INTERNATIONAL COM 817565104 45 2,000 SH   OTR 1,2 0 2,000 0
SERVICE CORP INTERNATIONAL COM 817565104 579 25,500 SH   OTR 1,4 0 25,500 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 265 9,900 SH   OTR 1,2 0 9,900 0
SHAW COMMUNICATIONS INC COM 82028K200 124 4,600 SH   OTR 1,4 0 4,600 0
SHAW COMMUNICATIONS INC COM 82028K200 451 16,705 SH   OTR 1,2 0 16,705 0
SHERWIN WILLIAMS COM 824348106 26 100 SH   DFND 1 0 100 0
SHERWIN WILLIAMS COM 824348106 2,437 9,265 SH   OTR 1,2 0 9,265 0
SIGMA-ALDRICH COM 826552101 4,187 30,500 SH   DFND 1 0 30,500 0
SIGMA-ALDRICH COM 826552101 14 100 SH   OTR 1,4 0 100 0
SIGNATURE BANK COM 82669G104 464 3,682 SH   OTR 1,2 0 3,682 0
SILICON LABORATORIES INC COM 826919102 376 7,900 SH   OTR 1,4 0 7,900 0
SILVER STANDARD RESOURCES COM 82823L106 1,617 323,173 SH   OTR 1,2 0 323,173 0
SILVER WHEATON CORP COM 828336107 3,567 175,472 SH   OTR 1,2 0 175,472 0
SILVER WHEATON CORP COM 828336107 12 600 SH   OTR 1,4 0 600 0
SILVERCORP METALS INC COM 82835P103 756 581,789 SH   OTR 1,2 0 581,789 0
SIRIUS XM HOLDINGS INC COM 82968B103 2,121 606,059 SH   OTR 1,2 0 606,059 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 786 9,000 SH   OTR 1,2 0 9,000 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 16 180 SH   DFND 1 0 180 0
SKILLED HEALTHCARE GROU COM 83066R107 88 10,270 SH   DFND 1 0 10,270 0
SL GREEN REALTY CORP COM 78440X101 583 4,900 SH   OTR 1,4 0 4,900 0
SLM CORP COM 78442P106 786 77,100 SH   OTR 1,2 0 77,100 0
SMITH (A.O.) CORP COM 831865209 39 700 SH   OTR 1,4 0 700 0
SMITH (A.O.) CORP COM 831865209 489 8,662 SH   OTR 1,2 0 8,662 0
SOLARWINDS INC COM 83416B109 1,012 20,300 SH   OTR 1,2 0 20,300 0
SOLARWINDS INC COM 83416B109 214 4,300 SH   OTR 1,4 0 4,300 0
SOLAZYME INC COM 83415T101 29 11,300 SH   DFND 1 0 11,300 0
SOLAZYME INC COM 83415T101 172 66,793 SH   OTR 1,2 0 66,793 0
SONIC AUTOMOTIVE INC COM 83545G102 13 474 SH   DFND 1 0 474 0
SONIC AUTOMOTIVE INC COM 83545G102 362 13,400 SH   OTR 1,4 0 13,400 0
SONIC CORP COM 835451105 76 2,800 SH   DFND 1 0 2,800 0
SONIC CORP COM 835451105 722 26,500 SH   OTR 1,4 0 26,500 0
SONUS NETWORKS INC COM 835916503 57 14,266 SH   DFND 1 0 14,266 0
SOUTHWEST AIRLINES COM 844741108 115 2,719 SH   DFND 1 0 2,719 0
SOUTHWEST AIRLINES COM 844741108 14,228 336,195 SH   OTR 1,2 0 336,195 0
SOUTHWEST AIRLINES COM 844741108 360 8,500 SH   OTR 1,4 0 8,500 0
SOUTHWESTERN ENERGY CO COM 845467109 565 20,700 SH   DFND 1 0 20,700 0
SOUTHWESTERN ENERGY CO COM 845467109 898 32,900 SH   OTR 1,4 0 32,900 0
SPDR BARCLAYS HIGH YIELD BOND COM 78464A417 2,896 75,000 SH Call DFND 1 0 0 0
SPDR S&P HOMEBUILDERS ETF COM 78464A888 4,910 143,900 SH Call DFND 1 0 0 0
SPDR S&P HOMEBUILDERS ETF COM 78464A888 7,343 215,200 SH Put DFND 1 0 0 0
SPDR S&P OUL & GAS EXPLORATION COM 78464A730 6,598 137,852 SH   OTR 1,2 0 137,852 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 107 15,500 SH   DFND 1 0 15,500 0
SPIRIT AIRLINES INC COM 848577102 16,711 221,100 SH Call OTR 1,3 0 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 131 11,000 SH   OTR 1,4 0 11,000 0
SPROTT PHYSICAL GOLD TRUST COM 85207H104 1,954 200,000 SH   DFND 1 0 200,000 0
SPROTT PHYSICAL SILVER TRUST COM 85207K107 308 50,000 SH   DFND 1 0 50,000 0
SPROUTS FARMERS MARKETS INC COM 85208M102 2,341 68,903 SH   OTR 1,2 0 68,903 0
SPX CORP COM 784635104 946 11,006 SH   OTR 1,2 0 11,006 0
SPX CORP COM 784635104 808 9,400 SH   OTR 1,4 0 9,400 0
ST JUDE MEDICAL INC COM 790849103 465 7,145 SH   DFND 1 0 7,145 0
ST JUDE MEDICAL INC COM 790849103 377 5,800 SH   OTR 1,4 0 5,800 0
STANCORP FINANCIAL GROUP COM 852891100 314 4,500 SH   OTR 1,4 0 4,500 0
STANCORP FINANCIAL GROUP COM 852891100 10 141 SH   DFND 1 0 141 0
STANLEY BLACK & DECKER INC COM 854502101 163 1,700 SH   OTR 1,2 0 1,700 0
STANLEY BLACK & DECKER INC COM 854502101 1,142 11,888 SH   DFND 1 0 11,888 0
STARBUCKS CORP COM 855244109 459 5,599 SH   DFND 1 0 5,599 0
STARWOOD HOTELS & RESORTS COM 85590A401 2,531 31,224 SH   OTR 1,2 0 31,224 0
STARWOOD HOTELS & RESORTS COM 85590A401 78 960 SH   DFND 1 0 960 0
STARWOOD HOTELS & RESORTS COM 85590A401 8 100 SH   OTR 1,4 0 100 0
STARWOOD PROPERTY 4.55% 1MAR18 SDBCV 85571BAA3 2,131 2,000,000 PRN   DFND 1 0 2,000,000 0
STARZ - LIBERTY CAPITAL COM 85571Q102 683 23,000 SH   OTR 1,4 0 23,000 0
STATE BANK FINANCIAL CORP COM 856190103 2,597 130,000 SH   OTR 1 0 130,000 0
STATE STREET CORP COM 857477103 705 8,978 SH   DFND 1 0 8,978 0
STATE STREET CORP COM 857477103 2,393 30,479 SH   OTR 1,2 0 30,479 0
STATE STREET CORP COM 857477103 157 2,000 SH   OTR 1,4 0 2,000 0
STEEL DYNAMICS INC COM 858119100 47 2,404 SH   DFND 1 0 2,404 0
STEEL DYNAMICS INC COM 858119100 766 38,800 SH   OTR 1,4 0 38,800 0
STEELCASE INC-CL A COM 858155203 95 5,300 SH   DFND 1 0 5,300 0
STEELCASE INC-CL A COM 858155203 122 6,792 SH   OTR 1,2 0 6,792 0
STEELCASE INC-CL A COM 858155203 295 16,462 SH   OTR 1,4 0 16,462 0
STEINER LEISURE LTD COM P8744Y102 253 5,469 SH   OTR 1,2 0 5,469 0
STEVEN MADDEN LTD COM 556269108 608 19,100 SH   OTR 1,4 0 19,100 0
STEVEN MADDEN LTD COM 556269108 12 390 SH   DFND 1 0 390 0
STRYKER CORP COM 863667101 264 2,800 SH   DFND 1 0 2,800 0
SUN LIFE FINANCIAL INC COM 866796105 980 27,162 SH   OTR 1,2 0 27,162 0
SUNCOKE ENERGY INC COM 86722A103 513 26,525 SH   OTR 1,2 0 26,525 0
SUNCOKE ENERGY INC COM 86722A103 402 20,800 SH   OTR 1,4 0 20,800 0
SUNCOR ENERGY INC COM 867224107 337 10,600 SH   OTR 1,4 0 10,600 0
SUNCOR ENERGY INC COM 867224107 4,451 140,166 SH   OTR 1,2 0 140,166 0
SUNEDISON INC COM 86732Y109 2,223 113,921 SH   DFND 1 0 113,921 0
SUNPOWER CORP 4.5% 15MAR15 SDBCV 867652AE9 1,175 1,000,000 PRN   DFND 1 0 1,000,000 0
SUNTRUST BANKS INC COM 867914103 214 5,100 SH   DFND 1 0 5,100 0
SUNTRUST BANKS INC COM 867914103 2,484 59,287 SH   OTR 1,2 0 59,287 0
SUPERIOR ENERGY SERVICES INC COM 868157108 228 11,300 SH   OTR 1,4 0 11,300 0
SUPERIOR ENERGY SERVICES INC COM 868157108 143 7,100 SH   OTR 1,2 0 7,100 0
SUPPORT.COM INC COM 86858W101 32 15,200 SH   DFND 1 0 15,200 0
SUSQUEHANNA BANCSHARES INC COM 869099101 1,361 101,332 SH   OTR 1,2 0 101,332 0
SUSQUEHANNA BANCSHARES INC COM 869099101 4 324 SH   DFND 1 0 324 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 3 31 SH   DFND 1 0 31 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 334 3,595 SH   OTR 1,2 0 3,595 0
SYNOPSYS INC COM 871607107 14 313 SH   DFND 1 0 313 0
SYNOPSYS INC COM 871607107 374 8,600 SH   OTR 1,4 0 8,600 0
SYNOVUS FINANCIAL CORP COM 87161C501 1,264 46,666 SH   OTR 1,2 0 46,666 0
SYNOVUS FINANCIAL CORP COM 87161C501 2 79 SH   DFND 1 0 79 0
SYNTHETIC BIOLOGICS INC COM 87164U102 18 12,540 SH   DFND 1 0 12,540 0
T ROWE PRICE GROUP INC COM 74144T108 224 2,608 SH   DFND 1 0 2,608 0
T ROWE PRICE GROUP INC COM 74144T108 1,283 14,943 SH   OTR 1,2 0 14,943 0
T-MOBILE US INC COM 872590104 808 30,000 SH   DFND 1 0 30,000 0
TABLEAU SOFTWARE INC-CL A COM 87336U105 1,382 16,300 SH   OTR 1,2 0 16,300 0
TABLEAU SOFTWARE INC-CL A COM 87336U105 48 561 SH   DFND 1 0 561 0
TAIWAN SEMICONDUCTOR-ADR ADR 874039100 638 28,490 SH   OTR 1,2 0 28,490 0
TAKE-TWO INTE 1.75% 01DEC16 A SDBCV 874054AC3 3,036 2,000,000 PRN   DFND 1 0 2,000,000 0
TALISMAN ENERGY INC COM 87425E103 348 44,500 SH   DFND 1 0 44,500 0
TANZANIAN ROYALTY EXPLORATIO COM 87600U104 203 313,157 SH   OTR 1,2 0 313,157 0
TELECOMMUNICATION SYSTEMS-A COM 87929J103 66 21,253 SH   DFND 1 0 21,253 0
TELEDYNE TECHNOLOGIES INC COM 879360105 500 4,862 SH   OTR 1,2 0 4,862 0
TELEDYNE TECHNOLOGIES INC COM 879360105 318 3,100 SH   OTR 1,4 0 3,100 0
TELUS CORP COM 87971M103 284 7,880 SH   OTR 1,2 0 7,880 0
TELUS CORPORATION COM 87971M103 1,536 42,596 SH   OTR 1,2 0 42,596 0
TENET HEALTHCARE CORPORATION COM 88033G407 15,201 300,000 SH Call OTR 1,3 0 0 0
TERADATA CORP COM 88076W103 17 400 SH   DFND 1 0 400 0
TERADATA CORP COM 88076W103 240 5,500 SH   OTR 1,2 0 5,500 0
TERADATA CORP COM 88076W103 376 8,600 SH   OTR 1,4 0 8,600 0
TEREX CORP. COM 880779103 405 14,515 SH   OTR 1,2 0 14,515 0
TEREX CORP. COM 880779103 820 29,400 SH   OTR 1,4 0 29,400 0
TEREX CORP. COM 880779103 14 499 SH   DFND 1 0 499 0
TESORO PETROLEUM CORP COM 881609101 1,633 21,968 SH   DFND 1 0 21,968 0
TESORO PETROLEUM CORP COM 881609101 297 4,000 SH   OTR 1,4 0 4,000 0
TESSERA TECHNOLOGIES INC COM 88164L100 232 6,496 SH   OTR 1,2 0 6,496 0
TESSERA TECHNOLOGIES INC COM 88164L100 111 3,100 SH   OTR 1,4 0 3,100 0
TETRA TECH INC COM 88162G103 10 361 SH   DFND 1 0 361 0
TETRA TECH INC COM 88162G103 218 8,176 SH   OTR 1,2 0 8,176 0
TETRA TECH INC COM 88162G103 288 10,800 SH   OTR 1,4 0 10,800 0
TEVA PHARM FIN CV .25% 01FEB20 SDBCV 88163VAE9 1,237 904,000 PRN   DFND 1 0 904,000 0
TEVA PHARMACEUTICAL-SPON ADR ADR 881624209 667 11,600 SH   DFND 1 0 11,600 0
TEXAS INSTRUMENTS INC COM 882508104 209 3,914 SH   DFND 1 0 3,914 0
TEXAS INSTRUMENTS INC COM 882508104 5,424 101,447 SH   OTR 1,2 0 101,447 0
TEXAS INSTRUMENTS INC COM 882508104 2,155 40,300 SH   OTR 1,4 0 40,300 0
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 270 7,859 SH   OTR 1,2 0 7,859 0
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 0 11 SH   DFND 1 0 11 0
TEXTRON INC COM 883203101 392 9,300 SH   OTR 1,2 0 9,300 0
TEXTRON INC COM 883203101 383 9,100 SH   OTR 1,4 0 9,100 0
THE HERSHEY COMPANY COM 427866108 2,120 20,400 SH   OTR 1,2 0 20,400 0
THE WALT DISNEY CO COM 254687106 142 1,509 SH   DFND 1 0 1,509 0
THE WALT DISNEY CO COM 254687106 9,190 97,569 SH   OTR 1,2 0 97,569 0
THERAPEUTICS MD INC COM 88338N107 74 16,680 SH   DFND 1 0 16,680 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,225 9,781 SH   DFND 1 0 9,781 0
THERMO FISHER SCIENTIFIC INC COM 883556102 865 6,900 SH   OTR 1,4 0 6,900 0
THOMSON REUTERS CORP COM 884903105 1,087 26,952 SH   OTR 1,2 0 26,952 0
THOR INDUSTRIES INC COM 885160101 525 9,400 SH   OTR 1,2 0 9,400 0
THOR INDUSTRIES INC COM 885160101 45 800 SH   OTR 1,4 0 800 0
THORATEC CORP COM 885175307 360 11,087 SH   OTR 1,2 0 11,087 0
TIFFANY & CO COM 886547108 1,157 10,829 SH   DFND 1 0 10,829 0
TIME WARNER INC COM 887317303 900 10,540 SH   DFND 1 0 10,540 0
TIME WARNER INC COM 887317303 4,970 58,183 SH   OTR 1,2 0 58,183 0
TIME WARNER INC COM 887317303 162 1,900 SH   OTR 1,4 0 1,900 0
TIMKEN CO COM 887389104 15 351 SH   DFND 1 0 351 0
TIMKEN CO COM 887389104 815 19,100 SH   OTR 1,4 0 19,100 0
TIMMINS GOLD CORP COM 88741P103 414 422,234 SH   OTR 1,2 0 422,234 0
TIVO INC COM 888706108 592 49,979 SH   OTR 1,2 0 49,979 0
TIVO INC COM 888706108 194 16,400 SH   OTR 1,4 0 16,400 0
TIVO INC COM 888706108 12 1,039 SH   DFND 1 0 1,039 0
TORCHMARK CORP COM 891027104 146 2,700 SH   DFND 1 0 2,700 0
TORCHMARK CORP COM 891027104 645 11,915 SH   OTR 1,2 0 11,915 0
TORCHMARK CORP COM 891027104 764 14,100 SH   OTR 1,4 0 14,100 0
TORO CO COM 891092108 458 7,179 SH   OTR 1,2 0 7,179 0
TORONTO-DOMINION BANK COM 891160509 4,150 86,870 SH   OTR 1,2 0 86,870 0
TOTAL SYSTEM SERVICES INC COM 891906109 217 6,400 SH   DFND 1 0 6,400 0
TOWERS WATSON & CO-CL A COM 891894107 1,133 10,012 SH   OTR 1,2 0 10,012 0
TOWERS WATSON & CO-CL A COM 891894107 23 200 SH   OTR 1,4 0 200 0
TRACTOR SUPPLY COMPANY COM 892356106 561 7,118 SH   DFND 1 0 7,118 0
TRACTOR SUPPLY COMPANY COM 892356106 2,033 25,799 SH   OTR 1,2 0 25,799 0
TRACTOR SUPPLY COMPANY COM 892356106 339 4,300 SH   OTR 1,4 0 4,300 0
TRANSALTA CORP COM 89346D107 262 28,900 SH   DFND 1 0 28,900 0
TRANSGLOBE ENERGY CORP COM 893662106 516 124,500 SH   OTR 1,2 0 124,500 0
TRANSOCEAN LTD COM H8817H100 1,199 65,400 SH Put OTR 1 0 0 0
TRAVELERS COS INC COM 89417E109 11 100 SH   DFND 1 0 100 0
TRAVELERS COS INC COM 89417E109 4,861 45,922 SH   OTR 1,2 0 45,922 0
TRAVELPORT WORLDWIDE LTD COM G9019D104 1,693 94,080 SH   DFND 1 0 94,080 0
TRAVELPORT WORLDWIDE LTD COM G9019D104 8,763 486,814 SH   OTR 1 0 486,814 0
TRAVELPORT WORLDWIDE LTD COM G9019D104 4,062 225,672 SH   OTR 1 0 225,672 0
TRIANGLE PETROLEUM CORP COM 89600B201 401 83,946 SH   OTR 1,2 0 83,946 0
TRIBUNE MEDIA CO - A COM 896047503 1,022 17,100 SH   OTR 1 0 17,100 0
TRIMBLE NAVIGATION LTD COM 896239100 692 26,057 SH   OTR 1,2 0 26,057 0
TRIMBLE NAVIGATION LTD COM 896239100 507 19,100 SH   OTR 1,4 0 19,100 0
TRIMBLE NAVIGATION LTD COM 896239100 5 195 SH   DFND 1 0 195 0
TRINITY INDUSTRIES COM 896522109 0 1 SH   DFND 1 0 1 0
TRINITY INDUSTRIES COM 896522109 451 16,100 SH   OTR 1,4 0 16,100 0
TRIUMPH GROUP INC COM 896818101 894 13,300 SH   OTR 1,4 0 13,300 0
TRIUMPH GROUP INC COM 896818101 4 53 SH   DFND 1 0 53 0
TTM TECHNOLOGIES COM 87305R109 148 19,713 SH   DFND 1 0 19,713 0
TUPPERWARE BRANDS CORPORATION COM 899896104 670 10,634 SH   OTR 1,2 0 10,634 0
TUPPERWARE BRANDS CORPORATION COM 899896104 19 301 SH   DFND 1 0 301 0
TUPPERWARE BRANDS CORPORATION COM 899896104 63 1,000 SH   OTR 1,4 0 1,000 0
TWENTY-FIRST CENTURY FOX INC COM 90130A101 108 2,800 SH   DFND 1 0 2,800 0
TWENTY-FIRST CENTURY FOX INC COM 90130A101 7,819 203,595 SH   OTR 1,2 0 203,595 0
TWO HARBORS INVESTMENT CORP COM 90187B101 200 20,000 SH   DFND 1 0 20,000 0
TYCO INTERNATIONAL PLC COM G91442106 3,572 81,441 SH   OTR 1,2 0 81,441 0
TYCO INTERNATIONAL PLC COM G91442106 434 9,900 SH   DFND 1 0 9,900 0
TYSON FOODS INC - CL A COM 902494103 430 10,726 SH   DFND 1 0 10,726 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 333 2,607 SH   DFND 1 0 2,607 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 77 600 SH   OTR 1,4 0 600 0
UMPQUA HOLDINGS CORP COM 904214103 566 33,279 SH   OTR 1,2 0 33,279 0
UNDER ARMOUR INC-CLASS A COM 904311107 299 4,406 SH   DFND 1 0 4,406 0
UNION PACIFIC CORP COM 907818108 2,908 24,412 SH   DFND 1 0 24,412 0
UNISYS CORP COM 909214306 239 8,100 SH   OTR 1,4 0 8,100 0
UNISYS CORP COM 909214306 2,211 75,000 SH Call DFND 1 0 0 0
UNITED BANKSHARES INC COM 909907107 252 6,737 SH   OTR 1,2 0 6,737 0
UNITED COMMUNITY FINANCIAL COM 909839102 103 19,169 SH   DFND 1 0 19,169 0
UNITED HEALTH GROUP INC COM 91324P102 5,308 52,506 SH   OTR 1,2 0 52,506 0
UNITED HEALTH GROUP INC COM 91324P102 172 1,700 SH   DFND 1 0 1,700 0
UNITED HEALTH GROUP INC COM 91324P102 2,527 25,000 SH Call DFND 1 0 0 0
UNITED STATES STEEL GROUP COM 912909108 1,535 57,390 SH   DFND 1 0 57,390 0
UNITED TECHNOLOGIES COM 913017109 3 25 SH   DFND 1 0 25 0
UNITED TECHNOLOGIES COM 913017109 276 2,400 SH   OTR 1,4 0 2,400 0
UNIVERSAL DISPLAY CORP COM 91347P105 220 7,937 SH   OTR 1,2 0 7,937 0
UNUM GROUP COM 91529Y106 94 2,700 SH   OTR 1,2 0 2,700 0
UNUM GROUP COM 91529Y106 10 300 SH   OTR 1,4 0 300 0
UNUM GROUP COM 91529Y106 286 8,200 SH   DFND 1 0 8,200 0
UNWIRED PLANET INC COM 91531F103 1,187 1,187,424 SH   DFND 1 0 1,187,424 0
URBAN OUTFITTERS INC COM 917047102 56 1,600 SH   OTR 1,2 0 1,600 0
URBAN OUTFITTERS INC COM 917047102 271 7,700 SH   DFND 1 0 7,700 0
US STEEL CORP 2.75% 1APR19 SDBCV 912909AH1 2,493 2,000,000 PRN   DFND 1 0 2,000,000 0
USANA HEALTH SCIENCES INC COM 90328M107 213 2,075 SH   OTR 1,2 0 2,075 0
VAALCO ENERGY INC COM 91851C201 9 1,900 SH   DFND 1 0 1,900 0
VAALCO ENERGY INC COM 91851C201 98 21,484 SH   OTR 1,2 0 21,484 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 186 1,300 SH   DFND 1 0 1,300 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 3,255 22,742 SH   OTR 1,2 0 22,742 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 501 3,500 SH   DFND 1 0 3,500 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 1,259 8,800 SH Put DFND 1 0 0 0
VALERO ENERGY CORP COM 91913Y100 50 1,000 SH   OTR 1,4 0 1,000 0
VALERO ENERGY CORP COM 91913Y100 1,667 33,679 SH   DFND 1 0 33,679 0
VALERO ENERGY CORP COM 91913Y100 208 4,200 SH   OTR 1,2 0 4,200 0
VALERO ENERGY CORP COM 91913Y100 495 10,000 SH Put DFND 1 0 0 0
VALIDUS HOLDINGS LTD COM G9319H102 6 149 SH   DFND 1 0 149 0
VALIDUS HOLDINGS LTD COM G9319H102 5 124 SH   OTR 1,2 0 124 0
VALIDUS HOLDINGS LTD COM G9319H102 490 11,800 SH   OTR 1,4 0 11,800 0
VALMONT INDUSTRIES COM 920253101 2,868 22,585 SH   OTR 1,2 0 22,585 0
VANTAGE DRILLING CO COM G93205113 52 107,311 SH   OTR 1,2 0 107,311 0
VARIAN MEDICAL SYS INC COM 92220P105 2,051 23,703 SH   OTR 1,2 0 23,703 0
VARIAN MEDICAL SYS INC COM 92220P105 35 400 SH   DFND 1 0 400 0
VARIAN MEDICAL SYS INC COM 92220P105 95 1,100 SH   OTR 1,4 0 1,100 0
VCA INC COM 918194101 566 11,600 SH   OTR 1,4 0 11,600 0
VECTOR GROUP LTD 2.5% 15JAN19 SDB 92240MAY4 2,124 1,510,000 PRN   DFND 1 0 1,510,000 0
VENTAS INC COM 92276F100 294 4,100 SH   OTR 1,4 0 4,100 0
VERISIGN INC COM 92343E102 1,522 26,705 SH   OTR 1,2 0 26,705 0
VERISIGN INC COM 92343E102 251 4,400 SH   OTR 1,4 0 4,400 0
VERISIGN INC COM 92343E102 25 441 SH   DFND 1 0 441 0
VERTEX PHARMACEUTICALS INC COM 92532F100 107 900 SH   DFND 1 0 900 0
VERTEX PHARMACEUTICALS INC COM 92532F100 10,157 85,495 SH   OTR 1,2 0 85,495 0
VIACOM INC-CLASS B COM 92553P201 5,770 76,673 SH   OTR 1,2 0 76,673 0
VIACOM INC-CLASS B COM 92553P201 61 815 SH   DFND 1 0 815 0
VIACOM INC-CLASS B COM 92553P201 60 800 SH   OTR 1,4 0 800 0
VIRNETX HOLDING CORP COM 92823T108 141 25,691 SH   OTR 1,2 0 25,691 0
VISA INC-CLASS A SHARES COM 92826C839 1,900 7,247 SH   DFND 1 0 7,247 0
VISTEON CORP COM 92839U206 2,273 21,270 SH   DFND 1 0 21,270 0
VITESSE SEMICONDUCTOR CORP COM 928497304 46 12,066 SH   OTR 1,2 0 12,066 0
VITESSE SEMICONDUCTOR CORP COM 928497304 12 3,078 SH   DFND 1 0 3,078 0
VMWARE INC-CLASS A COM 928563402 297 3,600 SH   OTR 1,4 0 3,600 0
VOCERA COMMUNICATIONS INC COM 92857F107 152 14,542 SH   OTR 1,2 0 14,542 0
VULCAN MATERIALS CO COM 929160109 477 7,264 SH   DFND 1 0 7,264 0
WABASH NATIONAL CORP COM 929566107 145 11,700 SH   DFND 1 0 11,700 0
WABCO HOLDINGS INC COM 92927K102 262 2,500 SH   OTR 1,4 0 2,500 0
WABTEC COM 929740108 243 2,796 SH   DFND 1 0 2,796 0
WADDEL & REED FINANCIAL INC A COM 930059100 746 14,974 SH   OTR 1,2 0 14,974 0
WADDEL & REED FINANCIAL INC A COM 930059100 762 15,300 SH   OTR 1,4 0 15,300 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 23 300 SH   OTR 1,2 0 300 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 142 1,864 SH   OTR 1,4 0 1,864 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 807 10,593 SH   DFND 1 0 10,593 0
WALTER ENERGY INC COM 93317Q105 92 66,640 SH   DFND 1 0 66,640 0
WALTER ENERGY INC COM 93317Q105 155 112,527 SH   OTR 1,2 0 112,527 0
WALTER INVESTMENT MANAGEMENT COM 93317W102 2,825 17,116 SH   OTR 1 0 17,116 0
WASHINGTON FEDERAL INC COM 938824109 652 29,447 SH   OTR 1,2 0 29,447 0
WASHINGTON FEDERAL INC COM 938824109 505 22,800 SH   OTR 1,4 0 22,800 0
WASTE CONNECTIONS INC COM 941053100 207 4,700 SH   OTR 1,2 0 4,700 0
WASTE CONNECTIONS INC COM 941053100 299 6,800 SH   OTR 1,4 0 6,800 0
WASTE CONNECTIONS INC COM 941053100 6 126 SH   DFND 1 0 126 0
WASTE MANAGEMENT INC COM 94106L109 2,347 45,742 SH   OTR 1,2 0 45,742 0
WASTE MANAGEMENT INC COM 94106L109 15 300 SH   DFND 1 0 300 0
WATERS CORP COM 941848103 814 7,224 SH   OTR 1,2 0 7,224 0
WATERS CORP COM 941848103 0 4 SH   DFND 1 0 4 0
WATERS CORP COM 941848103 79 700 SH   OTR 1,4 0 700 0
WEBSTER FINANCIAL CORP COM 947890109 510 15,673 SH   OTR 1,2 0 15,673 0
WEINGARTEN REALTY INVST COM 948741103 255 7,300 SH   OTR 1,2 0 7,300 0
WEINGARTEN REALTY INVST COM 948741103 283 8,100 SH   OTR 1,4 0 8,100 0
WELLS FARGO & COMPANY COM 949746101 14,954 272,783 SH   OTR 1,2 0 272,783 0
WELLS FARGO & COMPANY COM 949746101 296 5,400 SH   OTR 1,4 0 5,400 0
WELLS FARGO & COMPANY COM 949746101 5 100 SH   DFND 1 0 100 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 185 12,600 SH   DFND 1 0 12,600 0
WESTERN DIGITAL CORP COM 958102105 952 8,600 SH   OTR 1,4 0 8,600 0
WESTERN DIGITAL CORP COM 958102105 66 600 SH   DFND 1 0 600 0
WESTERN DIGITAL CORP COM 958102105 1,959 17,700 SH Call DFND 1 0 0 0
WESTERN DIGITAL CORP COM 958102105 23,601 213,200 SH Put DFND 1 0 0 0
WESTERN REFINING INC COM 959319104 873 23,100 SH   OTR 1,4 0 23,100 0
WESTERN REFINING INC COM 959319104 17 447 SH   DFND 1 0 447 0
WESTERN UNION CO COM 959802109 140 7,800 SH   OTR 1,2 0 7,800 0
WESTERN UNION CO COM 959802109 333 18,600 SH   OTR 1,4 0 18,600 0
WESTLAKE CHEMICAL CORP COM 960413102 495 8,100 SH   OTR 1,4 0 8,100 0
WESTPORT INNOVATIONS INC COM 960908309 340 90,122 SH   OTR 1,2 0 90,122 0
WEYERHAEUSER CO COM 962166104 230 6,400 SH   DFND 1 0 6,400 0
WGL HOLDINGS INC COM 92924F106 1,035 18,953 SH   OTR 1,2 0 18,953 0
WGL HOLDINGS INC COM 92924F106 508 9,300 SH   OTR 1,4 0 9,300 0
WGL HOLDINGS INC COM 92924F106 19 339 SH   DFND 1 0 339 0
WHITEWAVE FOODS CO - A COM 966244105 1,011 28,900 SH Call DFND 1 0 0 0
WILEY (JOHN) & SONS -CL A COM 968223206 334 5,642 SH   OTR 1,2 0 5,642 0
WILLBROS GROUP INC COM 969203108 41 6,537 SH   DFND 1 0 6,537 0
WILLBROS GROUP INC COM 969203108 231 36,863 SH   OTR 1,2 0 36,863 0
WILLIAMS COMPANIES INC COM 969457100 261 5,817 SH   DFND 1 0 5,817 0
WILLIAMS COMPANIES INC COM 969457100 4,256 94,700 SH Call DFND 1 0 0 0
WILLIAMS COMPANIES INC COM 969457100 1,034 23,000 SH Put DFND 1 0 0 0
WILSHIRE BANCORP INC COM 97186T108 147 14,500 SH   DFND 1 0 14,500 0
WISCONSIN ENERGY CORP COM 976657106 665 12,600 SH   OTR 1,2 0 12,600 0
WISCONSIN ENERGY CORP COM 976657106 53 1,000 SH   DFND 1 0 1,000 0
WISDOMTREE INVESTMENTS INC COM 97717P104 414 26,400 SH   OTR 1,4 0 26,400 0
WOODWARD INC COM 980745103 606 12,300 SH   OTR 1,4 0 12,300 0
WORLD FUEL SERVICES CORP COM 981475106 291 6,200 SH   OTR 1,4 0 6,200 0
WORLD FUEL SERVICES CORP COM 981475106 8 160 SH   DFND 1 0 160 0
WORTHINGTON INDUSTRIES COM 981811102 147 4,900 SH   OTR 1,4 0 4,900 0
WORTHINGTON INDUSTRIES COM 981811102 347 11,524 SH   OTR 1,2 0 11,524 0
WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 951 11,089 SH   OTR 1,2 0 11,089 0
WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 523 6,100 SH   OTR 1,4 0 6,100 0
WYNDHAM WORLDWIDE CORP-W/I COM 98310W108 43 498 SH   DFND 1 0 498 0
WYNN RESORTS LTD COM 983134107 45 300 SH   DFND 1 0 300 0
WYNN RESORTS LTD COM 983134107 119 800 SH   OTR 1,2 0 800 0
WYNN RESORTS LTD COM 983134107 342 2,300 SH   OTR 1,4 0 2,300 0
XCEL ENERGY INC COM 98389B100 319 8,887 SH   DFND 1 0 8,887 0
XILINX INC COM 983919101 1,590 36,727 SH   OTR 1,2 0 36,727 0
XILINX INC COM 983919101 216 5,000 SH   OTR 1,4 0 5,000 0
XILINX INC COM 983919101 53 1,219 SH   DFND 1 0 1,219 0
XL GROUP PLC COM G98290102 1,309 38,100 SH   OTR 1,4 0 38,100 0
XL GROUP PLC COM G98290102 1,720 50,040 SH   OTR 1,2 0 50,040 0
XL GROUP PLC COM G98290102 38 1,100 SH   DFND 1 0 1,100 0
YAHOO! INC COM 984332106 5,988 118,550 SH   DFND 1 0 118,550 0
YAHOO! INC COM 984332106 15,176 300,460 SH   OTR 1,2 0 300,460 0
YELP INC COM 985817105 134 2,441 SH   DFND 1 0 2,441 0
YELP INC COM 985817105 71 1,300 SH   OTR 1,4 0 1,300 0
YUM! BRANDS COM 988498101 1,026 14,090 SH   DFND 1 0 14,090 0
YUM! BRANDS COM 988498101 962 13,200 SH   OTR 1,4 0 13,200 0
ZHONE TECHNOLOGIES INC COM 98950P884 20 11,288 SH   DFND 1 0 11,288 0
ZILLOW INC COM 98954A107 644 6,084 SH   DFND 1 0 6,084 0
ZIMMER HOLDINGS INC COM 98956P102 624 5,500 SH   DFND 1 0 5,500 0
ZIONS BANCORPORATION COM 989701107 727 25,500 SH   DFND 1 0 25,500 0
ZIONS BANCORPORATION COM 989701107 154 5,400 SH   OTR 1,4 0 5,400 0
ZOETIS INC COM 98978V103 1,515 35,200 SH   DFND 1 0 35,200 0
ZOGENIX INC COM 98978L105 54 39,354 SH   DFND 1 0 39,354 0
ZOGENIX INC COM 98978L105 108 78,690 SH   OTR 1,2 0 78,690 0