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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAC HLDGS INC COM 000307108 3,527 185,046 SH   DFND 20 185,046 0 0
ACCO BRANDS CORP COM 00081T108 21 2,970 SH   DFND 17 2,970 0 0
ACCO BRANDS CORP COM 00081T108 697 97,722 SH   DFND 21 39,433 0 58,289
ABM INDS INC COM 000957100 201 7,077 SH   DFND 17 7,077 0 0
ABM INDS INC COM 000957100 1,787 62,500 SH   DFND 21 24,460 0 38,040
THE ADT CORPORATION COM 00101J106 198 6,002 SH   DFND 17 6,002 0 0
THE ADT CORPORATION COM 00101J106 8,473 253,119 SH   DFND 21 197,645 0 55,474
AFLAC INC COM 001055102 399 6,656 SH   DFND 4 6,656 0 0
AFLAC INC COM 001055102 1,030 17,023 SH   DFND 21 16,790 0 233
AFLAC INC CALL 001055902 761 12,700 SH Call DFND 4 12,700 0 0
AFLAC INC PUT 001055952 8,949 149,400 SH Put DFND 4 149,400 0 0
AGCO CORP COM 001084102 56,066 1,235,200 SH   DFND 17 1,227,600 0 7,600
AGCO CORP COM 001084102 240 5,296 SH   DFND 21 5,296 0 0
AGL RES INC COM 001204106 1,151 18,042 SH   DFND 17 18,042 0 0
AGL RES INC COM 001204106 25,057 392,645 SH   DFND 21 392,645 0 0
AG MTG INVT TR INC COM 001228105 1,278 99,534 SH   DFND 17 17,434 0 82,100
AG MTG INVT TR INC COM 001228105 2,413 187,611 SH   DFND 21 61,006 0 126,605
AES CORP COM 00130H105 2,803 293,208 SH   DFND 21 18,273 0 274,935
AK STL CORP NOTE 5.000%11/1 001546AP5 1,341 2,500,000 PRN   DFND 17 2,500,000 0 0
AMC NETWORKS INC CL A 00164V103 7,224 96,730 SH   DFND 17 76,535 0 20,195
AMC ENTMT HLDGS INC CL A COM 00165C104 1,384 57,656 SH   DFND 17 32,251 0 25,405
AMC ENTMT HLDGS INC CL A COM 00165C104 439 18,560 SH   DFND 21 18,560 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 16,000 515,288 SH   DFND 17 460,737 0 54,551
AMN HEALTHCARE SERVICES INC COM 001744101 94 3,000 SH   DFND 21 0 0 3,000
ANI PHARMACEUTICALS INC COM 00182C103 7,945 176,059 SH   DFND 17 173,660 0 2,399
ANI PHARMACEUTICALS INC COM 00182C103 305 6,770 SH   DFND 21 3,800 0 2,970
AT&T INC COM 00206R102 435,349 12,651,816 SH   DFND 3 12,637,416 0 14,400
AT&T INC COM 00206R102 55,925 1,625,253 SH   DFND 4 1,625,253 0 0
AT&T INC COM 00206R102 145,111 4,217,116 SH   DFND 17 3,555,989 0 661,127
AT&T INC COM 00206R102 199,505 5,768,273 SH   DFND 21 3,314,482 0 2,453,791
AT&T INC COM 00206R102 3 100 SH   DFND 24 100 0 0
AT&T INC CALL 00206R902 11,276 327,700 SH Call DFND 4 327,700 0 0
AT&T INC PUT 00206R952 61,109 1,775,900 SH Put DFND 4 1,775,900 0 0
A10 NETWORKS INC COM 002121101 549 83,710 SH   DFND 17 1,035 0 82,675
AU OPTRONICS CORP SPONSORED ADR 002255107 102 35,088 SH   DFND 17 35,088 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 894 306,877 SH   DFND 21 306,877 0 0
AVX CORP NEW COM 002444107 15,625 1,287,100 SH   DFND 3 1,211,700 0 75,400
ABBOTT LABS COM 002824100 744 16,556 SH   DFND 4 16,556 0 0
ABBOTT LABS COM 002824100 4,400 97,970 SH   DFND 17 52,395 0 45,575
ABBOTT LABS COM 002824100 5,621 124,930 SH   DFND 21 33,600 0 91,330
ABBOTT LABS CALL 002824900 1,626 36,200 SH Call DFND 4 36,200 0 0
ABBOTT LABS PUT 002824950 18,139 403,900 SH Put DFND 4 403,900 0 0
ABBVIE INC COM 00287Y109 219,415 3,703,831 SH   DFND 3 3,699,431 0 4,400
ABBVIE INC COM 00287Y109 47,191 796,613 SH   DFND 4 796,613 0 0
ABBVIE INC COM 00287Y109 313,210 5,286,661 SH   DFND 17 4,835,936 0 450,725
ABBVIE INC COM 00287Y109 16,338 275,793 SH   DFND 20 275,793 0 0
ABBVIE INC COM 00287Y109 172,279 2,897,246 SH   DFND 21 2,547,462 0 349,784
ABBVIE INC COM 00287Y109 190 3,200 SH   DFND 24 3,200 0 0
ABBVIE INC CALL 00287Y909 3,744 63,200 SH Call DFND 4 63,200 0 0
ABBVIE INC PUT 00287Y959 31,006 523,400 SH Put DFND 4 523,400 0 0
ABIOMED INC COM 003654100 3,223 35,705 SH   DFND 17 23,600 0 12,105
ABRAXAS PETE CORP COM 003830106 258 224,477 SH   DFND 21 224,477 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 27,903 446,729 SH   DFND 17 393,767 0 52,962
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,468 23,480 SH   DFND 21 7,645 0 15,835
ACADIA PHARMACEUTICALS INC COM 004225108 1,930 53,800 SH   DFND 17 53,800 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 784 22,000 SH   DFND 24 22,000 0 0
ACETO CORP COM 004446100 12,170 451,064 SH   DFND 17 445,854 0 5,210
ACHILLION PHARMACEUTICALS IN COM 00448Q201 457 42,400 SH   DFND 17 16,620 0 25,780
ACI WORLDWIDE INC COM 004498101 8,155 381,073 SH   DFND 17 381,073 0 0
ACTIVISION BLIZZARD INC COM 00507V109 36 940 SH   DFND 3 940 0 0
ACTIVISION BLIZZARD INC COM 00507V109 145 3,740 SH   DFND 4 3,740 0 0
ACTIVISION BLIZZARD INC COM 00507V109 39,557 1,021,880 SH   DFND 17 858,313 0 163,567
ACTIVISION BLIZZARD INC COM 00507V109 45,471 1,162,480 SH   DFND 21 617,904 0 544,576
ACTIVISION BLIZZARD INC CALL 00507V909 298 7,700 SH Call DFND 4 7,700 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 2,210 57,100 SH Put DFND 4 57,100 0 0
ACUITY BRANDS INC COM 00508Y102 29,415 125,811 SH   DFND 17 117,166 0 8,645
ACUITY BRANDS INC COM 00508Y102 5,078 21,709 SH   DFND 21 17,986 0 3,723
ACUITY BRANDS INC COM 00508Y102 10,193 43,599 SH   DFND 24 43,599 0 0
ADEPTUS HEALTH INC CL A 006855100 129 2,368 SH   DFND 17 2,368 0 0
ADEPTUS HEALTH INC CL A 006855100 688 12,619 SH   DFND 21 4,293 0 8,326
ADOBE SYS INC COM 00724F101 363 3,861 SH   DFND 4 3,861 0 0
ADOBE SYS INC COM 00724F101 78,135 831,750 SH   DFND 17 644,075 0 187,675
ADOBE SYS INC COM 00724F101 26 279 SH   DFND 21 0 0 279
ADOBE SYS INC CALL 00724F901 2,705 28,800 SH Call DFND 4 28,800 0 0
ADOBE SYS INC PUT 00724F951 23,607 251,300 SH Put DFND 4 251,300 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 12,181 80,930 SH   DFND 17 64,765 0 16,165
ADVANCE AUTO PARTS INC COM 00751Y106 7,392 48,824 SH   DFND 21 48,824 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 431 76,000 SH   DFND 3 76,000 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 480 84,581 SH   DFND 17 84,581 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 3,380 599,517 SH   DFND 21 599,517 0 0
ADVAXIS INC COM NEW 007624208 1,197 118,942 SH   DFND 17 118,942 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 199 28,914 SH   DFND 21 28,914 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 18,355 28,680,000 PRN   DFND 17 28,680,000 0 0
AEGON N V NY REGISTRY SH 007924103 15,639 2,758,267 SH   DFND 17 2,758,267 0 0
ADVANCED ENERGY INDS COM 007973100 1,749 61,960 SH   DFND 17 41,635 0 20,325
AES TR III PFD CV 6.75% 00808N202 34,503 688,955 SH   DFND 17 688,955 0 0
AETNA INC NEW COM 00817Y108 391 3,612 SH   DFND 4 3,612 0 0
AETNA INC NEW COM 00817Y108 24,056 222,493 SH   DFND 17 115,130 0 107,363
AETNA INC NEW COM 00817Y108 148,761 1,370,108 SH   DFND 21 954,049 0 416,059
AETNA INC NEW COM 00817Y108 368 3,400 SH   DFND 24 3,400 0 0
AETNA INC NEW CALL 00817Y908 1,503 13,900 SH Call DFND 4 13,900 0 0
AETNA INC NEW PUT 00817Y958 16,629 153,800 SH Put DFND 4 153,800 0 0
AFFYMETRIX INC COM 00826T108 786 77,875 SH   DFND 17 2,770 0 75,105
AGILENT TECHNOLOGIES INC COM 00846U101 65 1,546 SH   DFND 17 1,546 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 90,141 2,152,499 SH   DFND 21 1,775,403 0 377,096
AGILENT TECHNOLOGIES INC COM 00846U101 351 8,400 SH   DFND 24 8,400 0 0
AGRIUM INC COM 008916108 8,382 69,100 SH   DFND 3 69,100 0 0
AGRIUM INC COM 008916108 895 7,376 SH   DFND 17 7,376 0 0
AGRIUM INC COM 008916108 7,136 58,429 SH   DFND 21 40,737 0 17,692
AIR LEASE CORP CL A 00912X302 19,634 586,435 SH   DFND 17 409,941 0 176,494
AIR LEASE CORP CL A 00912X302 41,224 1,231,995 SH   DFND 21 849,158 0 382,837
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 51,270 37,885,000 PRN   DFND 17 32,660,000 0 5,225,000
AIR PRODS & CHEMS INC COM 009158106 822 6,319 SH   DFND 4 6,319 0 0
AIR PRODS & CHEMS INC COM 009158106 16 121 SH   DFND 21 0 0 121
AIR PRODS & CHEMS INC CALL 009158906 677 5,200 SH Call DFND 4 5,200 0 0
AIR PRODS & CHEMS INC PUT 009158956 9,797 75,300 SH Put DFND 4 75,300 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 417 41,400 SH   DFND 17 0 0 41,400
AIRGAS INC COM 009363102 6,655 48,113 SH   DFND 4 48,113 0 0
AIRGAS INC COM 009363102 8,327 60,202 SH   DFND 21 60,150 0 52
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 1,077 360,000 PRN   DFND 17 360,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 6,479 123,105 SH   DFND 17 91,660 0 31,445
AKAMAI TECHNOLOGIES INC COM 00971T101 6 112 SH   DFND 21 0 0 112
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 76,418 79,810,000 PRN   DFND 17 76,375,000 0 3,435,000
AKORN INC COM 009728106 1,279 34,272 SH   DFND 17 20,317 0 13,955
AKORN INC COM 009728106 1,864 49,948 SH   DFND 21 18,739 0 31,209
ALASKA AIR GROUP INC COM 011659109 20,717 257,326 SH   DFND 17 173,060 0 84,266
ALASKA AIR GROUP INC COM 011659109 80,014 987,691 SH   DFND 21 628,794 0 358,897
ALBANY MOLECULAR RESH INC COM 012423109 16,620 837,275 SH   DFND 17 796,194 0 41,081
ALCOA INC COM 013817101 794 80,437 SH   DFND 17 80,437 0 0
ALCOA INC COM 013817101 13,369 1,351,731 SH   DFND 21 1,223,175 0 128,556
ALCOA INC DEP SHS 1/10TH 013817309 34,820 1,045,345 SH   DFND 17 1,045,345 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 462 13,570 SH   DFND 17 13,570 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 182 5,500 SH   DFND 24 5,500 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,215 35,582 SH   DFND 4 35,582 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 15,266 168,949 SH   DFND 17 132,720 0 36,229
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 174 1,900 SH   DFND 21 0 0 1,900
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 29,769 1,082,900 SH   DFND 17 1,082,900 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 497 2,608 SH   DFND 4 2,608 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 139,888 732,805 SH   DFND 17 637,980 0 94,825
ALEXION PHARMACEUTICALS INC COM 015351109 1,229 6,431 SH   DFND 21 2,133 0 4,298
ALEXION PHARMACEUTICALS INC COM 015351109 17,129 89,800 SH   DFND 24 89,800 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 2,136 11,200 SH Call DFND 4 11,200 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 12,208 64,000 SH Put DFND 4 64,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 120,955 1,488,310 SH   DFND 17 1,304,375 0 183,935
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 32,557 400,446 SH   DFND 20 400,446 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,137 38,435 SH   DFND 21 38,435 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 691 8,500 SH   DFND 24 8,500 0 0
ALLEGHANY CORP DEL COM 017175100 614 1,285 SH   DFND 17 1,285 0 0
ALLEGHANY CORP DEL COM 017175100 8 16 SH   DFND 21 0 0 16
ALLETE INC COM NEW 018522300 61,804 1,215,900 SH   DFND 3 1,194,200 0 21,700
ALLETE INC COM NEW 018522300 269 5,286 SH   DFND 17 5,286 0 0
ALLETE INC COM NEW 018522300 2,046 39,860 SH   DFND 21 29,517 0 10,343
ALLIANCE DATA SYSTEMS CORP COM 018581108 283 1,022 SH   DFND 4 1,022 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 454 1,640 SH   DFND 17 1,640 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,165 18,667 SH   DFND 21 17,331 0 1,336
ALLIANCE DATA SYSTEMS CORP CALL 018581908 304 1,100 SH Call DFND 4 1,100 0 0
ALLIANCE DATA SYSTEMS CORP PUT 018581958 2,434 8,800 SH Put DFND 4 8,800 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 4,159 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 22,909 1,698,226 SH   DFND 3 1,665,226 0 33,000
ALLIANT ENERGY CORP COM 018802108 212 3,389 SH   DFND 21 3,300 0 89
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 29,951 1,255,798 SH   DFND 3 1,237,510 0 18,288
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 6,829 444,006 SH   DFND 17 434,861 0 9,145
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 36,085 33,490,000 PRN   DFND 17 33,490,000 0 0
ALLSTATE CORP COM 020002101 6,333 102,000 SH   DFND 3 102,000 0 0
ALLSTATE CORP COM 020002101 1,318 21,221 SH   DFND 4 21,221 0 0
ALLSTATE CORP COM 020002101 17,622 283,815 SH   DFND 17 189,215 0 94,600
ALLSTATE CORP COM 020002101 50,719 811,475 SH   DFND 21 629,168 0 182,307
ALLSTATE CORP CALL 020002901 1,099 17,700 SH Call DFND 4 17,700 0 0
ALLSTATE CORP PUT 020002951 8,618 138,800 SH Put DFND 4 138,800 0 0
ALLY FINL INC COM 02005N100 68,468 3,673,190 SH   DFND 4 3,673,190 0 0
ALLY FINL INC COM 02005N100 781 41,874 SH   DFND 17 33,969 0 7,905
ALLY FINL INC COM 02005N100 20,014 1,073,693 SH   DFND 21 202,863 0 870,830
ALMOST FAMILY INC COM 020409108 499 12,909 SH   DFND 21 12,909 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,576 37,840 SH   DFND 17 37,840 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,232 13,090 SH   DFND 24 13,090 0 0
ALON USA ENERGY INC COM 020520102 406 27,342 SH   DFND 17 0 0 27,342
ALON USA ENERGY INC COM 020520102 7,745 520,202 SH   DFND 21 272,883 0 247,319
ALON USA PARTNERS LP UT LTDPART INT 02052T109 23,313 1,002,700 SH   DFND 3 966,700 0 36,000
ALON USA PARTNERS LP UT LTDPART INT 02052T109 35 1,505 SH   DFND 17 1,505 0 0
ALPHABET INC CAP STK CL C 02079K107 193,029 254,361 SH   DFND 17 199,852 0 54,509
ALPHABET INC CAP STK CL C 02079K107 133,638 174,403 SH   DFND 21 130,842 0 43,561
ALPHABET INC CAP STK CL C 02079K107 76 100 SH   DFND 24 100 0 0
ALPHABET INC CAP STK CL A 02079K305 644,508 828,252 SH   DFND 17 730,896 0 97,356
ALPHABET INC CAP STK CL A 02079K305 27,382 35,195 SH   DFND 20 35,195 0 0
ALPHABET INC CAP STK CL A 02079K305 193,608 247,066 SH   DFND 21 171,644 0 75,422
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 457 36,800 SH   DFND 17 0 0 36,800
ALTRIA GROUP INC COM 02209S103 10,990 188,800 SH   DFND 3 188,800 0 0
ALTRIA GROUP INC COM 02209S103 824 14,151 SH   DFND 4 14,151 0 0
ALTRIA GROUP INC COM 02209S103 27,062 464,901 SH   DFND 17 246,653 0 218,248
ALTRIA GROUP INC COM 02209S103 167,578 2,860,873 SH   DFND 21 2,195,862 0 665,011
ALTRIA GROUP INC CALL 02209S903 2,934 50,400 SH Call DFND 4 50,400 0 0
ALTRIA GROUP INC PUT 02209S953 50,381 865,500 SH Put DFND 4 865,500 0 0
ALZA CORP SDCV 7/2 02261WAB5 975 680,000 PRN   DFND 17 680,000 0 0
AMAZON COM INC COM 023135106 3,020 4,468 SH   DFND 4 4,468 0 0
AMAZON COM INC COM 023135106 851,844 1,260,214 SH   DFND 17 1,062,653 0 197,561
AMAZON COM INC COM 023135106 117,850 172,088 SH   DFND 21 140,972 0 31,116
AMAZON COM INC COM 023135106 68 100 SH   DFND 24 100 0 0
AMAZON COM INC CALL 023135906 21,426 31,700 SH Call DFND 4 31,700 0 0
AMAZON COM INC PUT 023135956 185,802 274,900 SH Put DFND 4 274,900 0 0
AMBEV SA SPONSORED ADR 02319V103 1,865 418,084 SH   DFND 17 418,084 0 0
AMBEV SA SPONSORED ADR 02319V103 11,872 2,661,955 SH   DFND 21 2,661,955 0 0
AMBEV SA SPONSORED ADR 02319V103 169 38,000 SH   DFND 24 38,000 0 0
AMERCO COM 023586100 4,626 11,877 SH   DFND 17 838 0 11,039
AMERCO COM 023586100 7,255 18,678 SH   DFND 21 8,836 0 9,842
AMEREN CORP COM 023608102 21,532 498,071 SH   DFND 17 355,848 0 142,223
AMEREN CORP COM 023608102 77,993 1,788,989 SH   DFND 21 1,040,506 0 748,483
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 211 41,710 SH   DFND 17 41,710 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 79,811 5,676,465 SH   DFND 3 4,348,246 0 1,328,219
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 14,008 996,274 SH   DFND 17 996,274 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2,596 181,174 SH   DFND 21 172,377 0 8,797
AMERICAN AIRLS GROUP INC COM 02376R102 2,880 67,996 SH   DFND 4 67,996 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 700 16,525 SH   DFND 17 14,897 0 1,628
AMERICAN AIRLS GROUP INC COM 02376R102 25,051 589,118 SH   DFND 21 401,016 0 188,102
AMERICAN AIRLS GROUP INC CALL 02376R902 690 16,300 SH Call DFND 4 16,300 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 9,359 221,000 SH Put DFND 4 221,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 388 20,500 SH   DFND 17 0 0 20,500
AMERICAN CAPITAL AGENCY CORP COM 02503X105 142,900 8,241,067 SH   DFND 4 8,241,067 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 491 28,290 SH   DFND 17 28,290 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,240 71,475 SH   DFND 21 34,010 0 37,465
AMERICAN CAP MTG INVT CORP COM 02504A104 1,272 91,140 SH   DFND 17 3,610 0 87,530
AMERICAN ELEC PWR INC COM 025537101 201,694 3,461,375 SH   DFND 3 3,457,275 0 4,100
AMERICAN ELEC PWR INC COM 025537101 222 3,808 SH   DFND 4 3,808 0 0
AMERICAN ELEC PWR INC COM 025537101 70,874 1,216,310 SH   DFND 17 1,096,405 0 119,905
AMERICAN ELEC PWR INC COM 025537101 84,718 1,445,635 SH   DFND 21 794,685 0 650,950
AMERICAN ELEC PWR INC CALL 025537901 1,742 29,900 SH Call DFND 4 29,900 0 0
AMERICAN ELEC PWR INC PUT 025537951 8,397 144,100 SH Put DFND 4 144,100 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 928 59,868 SH   DFND 17 24,762 0 35,106
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 6,309 405,373 SH   DFND 21 260,462 0 144,911
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,071 127,788 SH   DFND 17 112,088 0 15,700
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,646 109,868 SH   DFND 21 41,813 0 68,055
AMERICAN EXPRESS CO COM 025816109 9,983 143,537 SH   DFND 4 143,537 0 0
AMERICAN EXPRESS CO COM 025816109 69 985 SH   DFND 17 985 0 0
AMERICAN EXPRESS CO COM 025816109 101,276 1,452,740 SH   DFND 21 1,169,317 0 283,423
AMERICAN EXPRESS CO CALL 025816909 1,370 19,700 SH Call DFND 4 19,700 0 0
AMERICAN EXPRESS CO PUT 025816959 22,715 326,600 SH Put DFND 4 326,600 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 55,916 775,750 SH   DFND 3 759,850 0 15,900
AMERICAN FINL GROUP INC OHIO COM 025932104 7,897 109,558 SH   DFND 17 37,266 0 72,292
AMERICAN FINL GROUP INC OHIO COM 025932104 19,194 264,343 SH   DFND 21 104,051 0 160,292
AMERICAN INTL GROUP INC COM NEW 026874784 942 15,205 SH   DFND 4 15,205 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,199 67,760 SH   DFND 17 67,760 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 50,350 807,136 SH   DFND 21 806,464 0 672
AMERICAN INTL GROUP INC CALL 026874904 3,129 50,500 SH Call DFND 4 50,500 0 0
AMERICAN INTL GROUP INC PUT 026874954 26,734 431,400 SH Put DFND 4 431,400 0 0
AMERICAN NATL INS CO COM 028591105 375 3,658 SH   DFND 21 3,658 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 4,643 100,321 SH   DFND 17 40,210 0 60,111
AMERICAN RAILCAR INDS INC COM 02916P103 13,620 292,750 SH   DFND 21 212,728 0 80,022
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,393 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 14,837 785,000 SH   DFND 4 785,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 659 6,794 SH   DFND 4 6,794 0 0
AMERICAN TOWER CORP NEW COM 03027X100 702 7,242 SH   DFND 17 7,242 0 0
AMERICAN TOWER CORP NEW COM 03027X100 9,650 98,372 SH   DFND 21 98,171 0 201
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 101,725 994,770 SH   DFND 17 929,490 0 65,280
AMERICAN TOWER CORP NEW CALL 03027X900 1,454 15,000 SH Call DFND 4 15,000 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 21,242 219,100 SH Put DFND 4 219,100 0 0
AMERICAN VANGUARD CORP COM 030371108 3,999 285,416 SH   DFND 17 278,209 0 7,207
AMERICAN WTR WKS CO INC NEW COM 030420103 36,011 602,691 SH   DFND 17 602,691 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 13,463 224,342 SH   DFND 21 217,280 0 7,062
AMERICAN WTR WKS CO INC NEW COM 030420103 7,230 121,000 SH   DFND 24 121,000 0 0
AMERICAN WOODMARK CORP COM 030506109 12,440 155,540 SH   DFND 17 155,540 0 0
AMERISAFE INC COM 03071H100 21,336 419,170 SH   DFND 17 355,593 0 63,577
AMERISAFE INC COM 03071H100 482 9,390 SH   DFND 21 500 0 8,890
AMERISOURCEBERGEN CORP COM 03073E105 463 4,463 SH   DFND 4 4,463 0 0
AMERISOURCEBERGEN CORP COM 03073E105 15,267 147,208 SH   DFND 17 119,780 0 27,428
AMERISOURCEBERGEN CORP COM 03073E105 37,292 357,359 SH   DFND 21 264,532 0 92,827
AMERISOURCEBERGEN CORP CALL 03073E905 622 6,000 SH Call DFND 4 6,000 0 0
AMERISOURCEBERGEN CORP PUT 03073E955 8,069 77,800 SH Put DFND 4 77,800 0 0
AMERIPRISE FINL INC COM 03076C106 160,916 1,512,084 SH   DFND 3 1,510,184 0 1,900
AMERIPRISE FINL INC COM 03076C106 242 2,277 SH   DFND 4 2,277 0 0
AMERIPRISE FINL INC COM 03076C106 81,936 769,926 SH   DFND 17 650,181 0 119,745
AMERIPRISE FINL INC COM 03076C106 22,283 208,683 SH   DFND 21 190,182 0 18,501
AMERIPRISE FINL INC COM 03076C106 64 600 SH   DFND 24 600 0 0
AMERIPRISE FINL INC CALL 03076C906 213 2,000 SH Call DFND 4 2,000 0 0
AMERIPRISE FINL INC PUT 03076C956 1,681 15,800 SH Put DFND 4 15,800 0 0
AMERIS BANCORP COM 03076K108 19,235 565,891 SH   DFND 17 504,797 0 61,094
AMERIS BANCORP COM 03076K108 104 3,000 SH   DFND 21 0 0 3,000
AMETEK INC NEW COM 031100100 62,296 1,162,462 SH   DFND 17 941,108 0 221,354
AMETEK INC NEW COM 031100100 45,853 855,635 SH   DFND 20 855,635 0 0
AMETEK INC NEW COM 031100100 101,687 1,892,071 SH   DFND 21 1,610,438 0 281,633
AMETEK INC NEW COM 031100100 11,424 213,172 SH   DFND 24 213,172 0 0
AMGEN INC COM 031162100 1,267 7,807 SH   DFND 4 7,807 0 0
AMGEN INC COM 031162100 251,320 1,547,391 SH   DFND 17 1,417,881 0 129,510
AMGEN INC COM 031162100 199,498 1,224,853 SH   DFND 21 805,328 0 419,525
AMGEN INC COM 031162100 15,876 97,800 SH   DFND 24 97,800 0 0
AMGEN INC CALL 031162900 4,269 26,300 SH Call DFND 4 26,300 0 0
AMGEN INC CALL 031162900 12,986 80,000 SH Call DFND 17 80,000 0 0
AMGEN INC PUT 031162950 65,679 404,600 SH Put DFND 4 404,600 0 0
AMPHENOL CORP NEW CL A 032095101 0 2 SH   DFND 4 2 0 0
AMPHENOL CORP NEW CL A 032095101 103,228 1,976,420 SH   DFND 17 1,964,020 0 12,400
AMPHENOL CORP NEW CL A 032095101 52,008 990,632 SH   DFND 21 726,963 0 263,669
AMSURG CORP COM 03232P405 24,823 326,624 SH   DFND 17 243,846 0 82,778
AMSURG CORP COM 03232P405 19,750 256,481 SH   DFND 21 117,177 0 139,304
AMSURG CORP PFD CNV SR A-1 % 03232P504 25,655 177,950 SH   DFND 17 153,115 0 24,835
AMTRUST FINL SVCS INC COM 032359309 10,673 173,313 SH   DFND 17 117,459 0 55,854
AMTRUST FINL SVCS INC COM 032359309 37,517 604,928 SH   DFND 21 493,956 0 110,972
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 43,830 48,047,000 PRN   DFND 17 41,561,000 0 6,486,000
ANACOR PHARMACEUTICALS INC COM 032420101 7,801 69,335 SH   DFND 17 60,400 0 8,935
ANACOR PHARMACEUTICALS INC COM 032420101 1,808 16,000 SH   DFND 24 16,000 0 0
ANADARKO PETE CORP COM 032511107 5,826 119,916 SH   DFND 4 119,916 0 0
ANADARKO PETE CORP COM 032511107 708 14,570 SH   DFND 17 14,570 0 0
ANADARKO PETE CORP COM 032511107 5,024 103,622 SH   DFND 21 103,410 0 212
ANADARKO PETE CORP COM 032511107 520 10,700 SH   DFND 24 10,700 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 9,489 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 797 16,400 SH Call DFND 4 16,400 0 0
ANADARKO PETE CORP PUT 032511957 8,997 185,200 SH Put DFND 4 185,200 0 0
ANALOG DEVICES INC COM 032654105 1,241 22,432 SH   DFND 4 22,432 0 0
ANALOG DEVICES INC COM 032654105 4,664 84,315 SH   DFND 17 58,850 0 25,465
ANALOG DEVICES INC COM 032654105 3,174 57,316 SH   DFND 21 23,995 0 33,321
ANALOG DEVICES INC CALL 032654905 592 10,700 SH Call DFND 4 10,700 0 0
ANALOG DEVICES INC PUT 032654955 4,979 90,000 SH Put DFND 4 90,000 0 0
ANCHOR BANCORP WIS INC DEL COM 03283P106 942 21,645 SH   DFND 17 21,645 0 0
ANDERSONS INC COM 034164103 46,939 1,484,005 SH   DFND 3 1,453,355 0 30,650
ANDERSONS INC COM 034164103 189 5,970 SH   DFND 21 5,970 0 0
ANGIES LIST INC COM 034754101 693 74,130 SH   DFND 17 0 0 74,130
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 9,451 1,331,167 SH   DFND 21 1,331,167 0 0
ANNALY CAP MGMT INC COM 035710409 65,993 7,035,514 SH   DFND 4 7,035,514 0 0
ANNALY CAP MGMT INC COM 035710409 1,540 164,207 SH   DFND 17 164,207 0 0
ANNALY CAP MGMT INC COM 035710409 5,308 566,032 SH   DFND 21 530,973 0 35,059
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 763 164,417 SH   DFND 17 155,390 0 9,027
ANTERO RES CORP COM 03674X106 370 16,965 SH   DFND 17 16,965 0 0
ANTHEM INC COM 036752103 7,153 51,300 SH   DFND 3 51,300 0 0
ANTHEM INC COM 036752103 914 6,558 SH   DFND 4 6,558 0 0
ANTHEM INC COM 036752103 28,035 201,051 SH   DFND 17 124,144 0 76,907
ANTHEM INC COM 036752103 151,791 1,082,159 SH   DFND 21 733,888 0 348,271
ANTHEM INC UNIT 05/01/20188 036752202 202,632 4,400,250 SH   DFND 17 4,213,810 0 186,440
ANTHEM INC CALL 036752903 1,297 9,300 SH Call DFND 4 9,300 0 0
ANTHEM INC PUT 036752953 18,085 129,700 SH Put DFND 4 129,700 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 322 74,116 SH   DFND 17 74,116 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 979 224,723 SH   DFND 21 65,964 0 158,759
APACHE CORP COM 037411105 3,087 69,423 SH   DFND 4 69,423 0 0
APACHE CORP COM 037411105 1,297 29,155 SH   DFND 17 29,155 0 0
APACHE CORP COM 037411105 1,237 27,685 SH   DFND 21 27,451 0 234
APACHE CORP CALL 037411905 694 15,600 SH Call DFND 4 15,600 0 0
APACHE CORP PUT 037411955 4,603 103,500 SH Put DFND 4 103,500 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 6,252 156,191 SH   DFND 4 156,191 0 0
APOLLO INVT CORP COM 03761U106 104 19,917 SH   DFND 17 19,917 0 0
APOLLO INVT CORP COM 03761U106 2,241 429,284 SH   DFND 21 124,815 0 304,469
APOLLO COML REAL EST FIN INC COM 03762U105 4,936 286,503 SH   DFND 17 129,532 0 156,971
APOLLO COML REAL EST FIN INC COM 03762U105 10,392 605,055 SH   DFND 21 333,711 0 271,344
APOLLO RESIDENTIAL MTG INC COM 03763V102 94 7,869 SH   DFND 17 7,869 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 448 37,465 SH   DFND 21 13,784 0 23,681
APPLE INC COM 037833100 192,076 1,824,777 SH   DFND 3 1,822,977 0 1,800
APPLE INC COM 037833100 84,562 803,366 SH   DFND 4 803,366 0 0
APPLE INC COM 037833100 812,379 7,716,749 SH   DFND 17 6,440,554 0 1,276,195
APPLE INC COM 037833100 40,592 385,636 SH   DFND 20 385,636 0 0
APPLE INC COM 037833100 729,640 6,860,044 SH   DFND 21 5,012,848 0 1,847,196
APPLE INC COM 037833100 126 1,200 SH   DFND 24 1,200 0 0
APPLE INC CALL 037833900 39,220 372,600 SH Call DFND 4 372,600 0 0
APPLE INC CALL 037833900 40,399 383,800 SH Call DFND 17 383,800 0 0
APPLE INC PUT 037833950 235,519 2,237,500 SH Put DFND 4 2,237,500 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 55,965 1,382,200 SH   DFND 3 1,357,100 0 25,100
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,104 27,273 SH   DFND 17 27,273 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 106 2,600 SH   DFND 21 2,600 0 0
APPLIED MATLS INC COM 038222105 3,753 201,001 SH   DFND 4 201,001 0 0
APPLIED MATLS INC COM 038222105 225 12,041 SH   DFND 17 12,041 0 0
APPLIED MATLS INC COM 038222105 938 49,503 SH   DFND 21 48,775 0 728
APPLIED MATLS INC CALL 038222905 790 42,300 SH Call DFND 4 42,300 0 0
APPLIED MATLS INC PUT 038222955 9,751 522,300 SH Put DFND 4 522,300 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 353 20,558 SH   DFND 17 20,558 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,266 73,409 SH   DFND 21 73,409 0 0
APTARGROUP INC COM 038336103 203 2,760 SH   DFND 21 2,760 0 0
AQUA AMERICA INC COM 03836W103 11,920 400,000 SH   DFND 17 400,000 0 0
AQUA AMERICA INC COM 03836W103 2,663 89,376 SH   DFND 21 78,632 0 10,744
AQUA AMERICA INC COM 03836W103 5,394 181,000 SH   DFND 24 181,000 0 0
ARAMARK COM 03852U106 201 6,230 SH   DFND 17 6,230 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,832 671,162 SH   DFND 4 671,162 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,467 176,300 SH   DFND 3 176,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,699 100,848 SH   DFND 4 100,848 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 46,899 1,278,594 SH   DFND 17 1,128,004 0 150,590
ARCHER DANIELS MIDLAND CO COM 039483102 88,994 2,418,401 SH   DFND 21 1,743,431 0 674,970
ARCHER DANIELS MIDLAND CO CALL 039483902 576 15,700 SH Call DFND 4 15,700 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 7,222 196,900 SH Put DFND 4 196,900 0 0
ARGAN INC COM 04010E109 493 15,220 SH   DFND 17 0 0 15,220
ARGAN INC COM 04010E109 1,074 33,132 SH   DFND 21 7,300 0 25,832
ARES CAP CORP COM 04010L103 4,828 338,800 SH   DFND 3 338,800 0 0
ARES CAP CORP COM 04010L103 2,486 172,782 SH   DFND 21 0 0 172,782
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 3,000 3,000,000 PRN   DFND 17 3,000,000 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2,400 2,400,000 PRN   DFND 21 2,400,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 953 83,314 SH   DFND 17 74,924 0 8,390
ARISTA NETWORKS INC COM 040413106 14,809 190,255 SH   DFND 17 157,650 0 32,605
ARLINGTON ASSET INVT CORP CL A NEW 041356205 574 43,395 SH   DFND 17 6,228 0 37,167
ARLINGTON ASSET INVT CORP CL A NEW 041356205 3,032 228,545 SH   DFND 21 93,587 0 134,958
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 814 37,415 SH   DFND 17 37,415 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 438 20,146 SH   DFND 21 0 0 20,146
ARRIS GROUP INC NEW COM 04270V106 3,921 128,252 SH   DFND 17 87,852 0 40,400
ARRIS GROUP INC NEW COM 04270V106 20,408 664,255 SH   DFND 21 664,255 0 0
ARRIS GROUP INC NEW PUT 04270V956 1,101 36,000 SH Put DFND 21 36,000 0 0
ARROW ELECTRS INC COM 042735100 11,474 211,780 SH   DFND 17 111,788 0 99,992
ARROW ELECTRS INC COM 042735100 39,682 722,999 SH   DFND 21 471,449 0 251,550
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 28,469 789,500 SH   DFND 3 776,800 0 12,700
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 25 700 SH   DFND 21 700 0 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 24,994 25,025,000 PRN   DFND 17 25,025,000 0 0
ASCENA RETAIL GROUP INC COM 04351G101 9,075 921,349 SH   DFND 17 837,761 0 83,588
ASCENA RETAIL GROUP INC COM 04351G101 54 5,300 SH   DFND 21 0 0 5,300
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 15,425 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHLAND INC NEW COM 044209104 20,739 201,590 SH   DFND 17 197,785 0 3,805
ASHLAND INC NEW COM 044209104 5,917 56,998 SH   DFND 21 25,012 0 31,986
ASHLAND INC NEW COM 044209104 750 7,300 SH   DFND 24 7,300 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,459 38,635 SH   DFND 17 19,820 0 18,815
ASSOCIATED BANC CORP COM 045487105 477 25,285 SH   DFND 21 18,991 0 6,294
ASSURANT INC COM 04621X108 6,298 78,200 SH   DFND 3 78,200 0 0
ASSURANT INC COM 04621X108 2,952 36,651 SH   DFND 17 36,651 0 0
ASSURANT INC COM 04621X108 45,472 560,424 SH   DFND 21 441,938 0 118,486
ASTRAZENECA PLC SPONSORED ADR 046353108 5,641 166,152 SH   DFND 17 166,152 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 94 38,613 SH   DFND 21 38,613 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 834 20,183 SH   DFND 17 5,102 0 15,081
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,516 109,839 SH   DFND 21 66,639 0 43,200
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 190 230,000 PRN   DFND 17 0 0 230,000
ATMOS ENERGY CORP COM 049560105 5,558 88,166 SH   DFND 17 29,741 0 58,425
ATMOS ENERGY CORP COM 049560105 18,269 286,358 SH   DFND 21 246,280 0 40,078
ATRICURE INC COM 04963C209 4,823 214,945 SH   DFND 17 209,569 0 5,376
ATWOOD OCEANICS INC COM 050095108 1,872 183,039 SH   DFND 17 11,739 0 171,300
ATWOOD OCEANICS INC COM 050095108 5,890 581,227 SH   DFND 21 117,462 0 463,765
AUTOBYTEL INC COM NEW 05275N205 13,082 579,859 SH   DFND 17 570,566 0 9,293
AUTOMATIC DATA PROCESSING IN COM 053015103 325 3,842 SH   DFND 4 3,842 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 38,972 460,010 SH   DFND 17 337,885 0 122,125
AUTOMATIC DATA PROCESSING IN COM 053015103 264 3,056 SH   DFND 21 2,900 0 156
AUTOMATIC DATA PROCESSING IN CALL 053015903 830 9,800 SH Call DFND 4 9,800 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 7,252 85,600 SH Put DFND 4 85,600 0 0
AUTONATION INC COM 05329W102 1,079 18,089 SH   DFND 17 18,089 0 0
AUTONATION INC COM 05329W102 12,043 200,724 SH   DFND 21 168,320 0 32,404
AUTOZONE INC COM 053332102 627 845 SH   DFND 4 845 0 0
AUTOZONE INC COM 053332102 412 555 SH   DFND 17 555 0 0
AUTOZONE INC COM 053332102 15,923 21,311 SH   DFND 21 17,472 0 3,839
AUTOZONE INC CALL 053332902 445 600 SH Call DFND 4 600 0 0
AUTOZONE INC PUT 053332952 15,209 20,500 SH Put DFND 4 20,500 0 0
AVALONBAY CMNTYS INC COM 053484101 10,188 55,328 SH   DFND 4 55,328 0 0
AVALONBAY CMNTYS INC COM 053484101 4,301 23,356 SH   DFND 17 23,356 0 0
AVALONBAY CMNTYS INC COM 053484101 35,204 190,423 SH   DFND 21 190,363 0 60
AVALONBAY CMNTYS INC PUT 053484951 6,408 34,800 SH Put DFND 4 34,800 0 0
AVANGRID INC COM 05351W103 2,487 65,071 SH   DFND 21 65,071 0 0
AVERY DENNISON CORP COM 053611109 26 420 SH   DFND 3 420 0 0
AVERY DENNISON CORP COM 053611109 2,354 37,563 SH   DFND 17 13,663 0 23,900
AVERY DENNISON CORP COM 053611109 6,941 110,234 SH   DFND 21 101,989 0 8,245
AVINGER INC COM 053734109 1,726 76,002 SH   DFND 17 71,841 0 4,161
AVISTA CORP COM 05379B107 4,308 121,810 SH   DFND 17 10,134 0 111,676
AVISTA CORP COM 05379B107 6,342 178,573 SH   DFND 21 82,782 0 95,791
AVNET INC COM 053807103 7,766 181,280 SH   DFND 3 181,280 0 0
AVNET INC COM 053807103 7,917 184,811 SH   DFND 17 140,411 0 44,400
AVNET INC COM 053807103 22,835 527,214 SH   DFND 21 490,137 0 37,077
AXSOME THERAPEUTICS INC COM 05464T104 1,078 117,165 SH   DFND 17 117,165 0 0
BB&T CORP COM 054937107 6,463 170,930 SH   DFND 3 170,930 0 0
BB&T CORP COM 054937107 191 5,054 SH   DFND 4 5,054 0 0
BB&T CORP COM 054937107 659 17,427 SH   DFND 17 17,427 0 0
BB&T CORP COM 054937107 1,639 43,257 SH   DFND 21 42,692 0 565
BB&T CORP CALL 054937907 764 20,200 SH Call DFND 4 20,200 0 0
BB&T CORP PUT 054937957 8,938 236,400 SH Put DFND 4 236,400 0 0
BB&T CORP PUT 054937957 378 10,000 SH Put DFND 21 10,000 0 0
B & G FOODS INC NEW COM 05508R106 658 18,788 SH   DFND 17 18,788 0 0
B & G FOODS INC NEW COM 05508R106 1,628 46,367 SH   DFND 21 46,367 0 0
BCE INC COM NEW 05534B760 9,668 184,373 SH   DFND 17 120,900 0 63,473
BCE INC COM NEW 05534B760 62,312 1,175,702 SH   DFND 21 666,714 0 508,988
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 29,281 27,365,000 PRN   DFND 17 27,365,000 0 0
BOK FINL CORP COM NEW 05561Q201 44,771 748,800 SH   DFND 3 732,700 0 16,100
BOK FINL CORP COM NEW 05561Q201 632 10,570 SH   DFND 17 10,570 0 0
BOK FINL CORP COM NEW 05561Q201 48 800 SH   DFND 21 800 0 0
BOFI HLDG INC COM 05566U108 5,170 245,590 SH   DFND 17 66,932 0 178,658
BOFI HLDG INC COM 05566U108 12,417 586,994 SH   DFND 21 586,994 0 0
BWX TECHNOLOGIES INC COM 05605H100 386 12,135 SH   DFND 17 1,365 0 10,770
BAIDU INC SPON ADR REP A 056752108 2,165 11,451 SH   DFND   11,451 0 0
BAIDU INC SPON ADR REP A 056752108 526 2,784 SH   DFND 17 439 0 2,345
BAIDU INC SPON ADR REP A 056752108 34,899 183,702 SH   DFND 20 173,951 0 9,751
BAIDU INC SPON ADR REP A 056752108 524 2,727 SH   DFND 21 2,727 0 0
BAIDU INC SPON ADR REP A 056752108 586 3,100 SH   DFND 24 3,100 0 0
BAKER HUGHES INC COM 057224107 3,465 75,087 SH   DFND 4 75,087 0 0
BAKER HUGHES INC COM 057224107 23,580 510,944 SH   DFND 17 510,944 0 0
BAKER HUGHES INC COM 057224107 6,246 135,537 SH   DFND 21 135,261 0 276
BAKER HUGHES INC CALL 057224907 521 11,300 SH Call DFND 4 11,300 0 0
BAKER HUGHES INC PUT 057224957 6,221 134,800 SH Put DFND 4 134,800 0 0
BALL CORP COM 058498106 1,314 18,063 SH   DFND 17 18,063 0 0
BALL CORP COM 058498106 13,881 189,777 SH   DFND 21 189,675 0 102
BANCO BRADESCO S A SP ADR PFD NEW 059460303 698 145,193 SH   DFND 17 145,193 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,016 626,808 SH   DFND 21 626,808 0 0
BANCO DE CHILE SPONSORED ADR 059520106 256 4,284 SH   DFND 21 4,284 0 0
BANCO MACRO SA SPON ADR B 05961W105 288 4,954 SH   DFND 17 4,954 0 0
BANCO MACRO SA SPON ADR B 05961W105 454 7,843 SH   DFND 21 7,843 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 865 49,022 SH   DFND 17 49,022 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,737 98,109 SH   DFND 21 78,931 0 19,178
BANC CALIF INC COM 05990K106 2,053 140,456 SH   DFND 17 62,925 0 77,531
BANK AMER CORP COM 060505104 83,172 4,941,911 SH   DFND 4 4,941,911 0 0
BANK AMER CORP COM 060505104 57,407 3,411,013 SH   DFND 17 3,411,013 0 0
BANK AMER CORP COM 060505104 78,932 4,650,583 SH   DFND 21 3,808,748 0 841,835
BANK AMER CORP COM 060505104 69 4,100 SH   DFND 24 4,100 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 108,950 99,655 SH   DFND 17 94,910 0 4,745
BANK AMER CORP CALL 060505904 5,066 301,000 SH Call DFND 4 301,000 0 0
BANK AMER CORP PUT 060505954 60,287 3,582,100 SH Put DFND 4 3,582,100 0 0
BANK MONTREAL QUE COM 063671101 42,050 544,490 SH   DFND 21 256,974 0 287,516
BANK OF THE OZARKS INC COM 063904106 35,754 722,886 SH   DFND 17 629,629 0 93,257
BANK OF THE OZARKS INC COM 063904106 281 5,600 SH   DFND 21 0 0 5,600
BANK NEW YORK MELLON CORP COM 064058100 20,951 508,279 SH   DFND 4 508,279 0 0
BANK NEW YORK MELLON CORP COM 064058100 12,248 297,144 SH   DFND 17 295,426 0 1,718
BANK NEW YORK MELLON CORP COM 064058100 35,945 871,150 SH   DFND 21 566,112 0 305,038
BANK NEW YORK MELLON CORP CALL 064058900 1,810 43,900 SH Call DFND 4 43,900 0 0
BANK NEW YORK MELLON CORP PUT 064058950 16,603 402,800 SH Put DFND 4 402,800 0 0
BANK N S HALIFAX COM 064149107 42 762 SH   DFND 17 762 0 0
BANK N S HALIFAX COM 064149107 3,655 64,701 SH   DFND 21 64,041 0 660
BARD C R INC COM 067383109 11 60 SH   DFND 3 60 0 0
BARD C R INC COM 067383109 2,325 12,271 SH   DFND 17 8,021 0 4,250
BARD C R INC COM 067383109 6,507 34,238 SH   DFND 21 33,151 0 1,087
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 3,435 160,000 SH   DFND   160,000 0 0
BARCLAYS BK PLC CALL 06742E901 10,265 510,700 SH Call DFND 17 510,700 0 0
BARCLAYS BK PLC PUT 06742E951 2,619 130,300 SH Put DFND 17 130,300 0 0
BARNES GROUP INC COM 067806109 50,446 1,425,417 SH   DFND 3 1,399,811 0 25,606
BARRICK GOLD CORP COM 067901108 16,060 1,598,833 SH   DFND 21 1,597,793 0 1,040
BARRACUDA NETWORKS INC COM 068323104 266 14,250 SH   DFND 17 0 0 14,250
BARRETT BUSINESS SERVICES IN COM 068463108 372 8,550 SH   DFND 17 8,550 0 0
BARRETT BILL CORP COM 06846N104 3,082 784,278 SH   DFND 17 281,374 0 502,904
BASSETT FURNITURE INDS INC COM 070203104 293 11,696 SH   DFND 17 0 0 11,696
BAXALTA INC COM 07177M103 7,917 202,850 SH   DFND 3 202,850 0 0
BAXALTA INC COM 07177M103 1 23 SH   DFND 4 23 0 0
BAXALTA INC COM 07177M103 1,081 27,684 SH   DFND 17 22,264 0 5,420
BAXALTA INC COM 07177M103 445 11,397 SH   DFND 21 11,238 0 159
BAXALTA INC PUT 07177M953 2,283 58,500 SH Put DFND 4 58,500 0 0
BAXTER INTL INC COM 071813109 192 5,029 SH   DFND 4 5,029 0 0
BAXTER INTL INC COM 071813109 54,759 1,435,370 SH   DFND 17 1,411,145 0 24,225
BAXTER INTL INC COM 071813109 227 5,962 SH   DFND 21 5,797 0 165
BAXTER INTL INC CALL 071813909 328 8,600 SH Call DFND 4 8,600 0 0
BAXTER INTL INC PUT 071813959 3,067 80,400 SH Put DFND 4 80,400 0 0
B/E AEROSPACE INC COM 073302101 14,196 332,651 SH   DFND 21 189,830 0 142,821
B/E AEROSPACE INC COM 073302101 305 7,200 SH   DFND 24 7,200 0 0
BEACON ROOFING SUPPLY INC COM 073685109 401 9,730 SH   DFND 17 4,650 0 5,080
BECTON DICKINSON & CO COM 075887109 448 2,909 SH   DFND 4 2,909 0 0
BECTON DICKINSON & CO COM 075887109 11,679 75,795 SH   DFND 17 35,533 0 40,262
BECTON DICKINSON & CO COM 075887109 63,898 412,537 SH   DFND 21 230,150 0 182,387
BECTON DICKINSON & CO COM 075887109 77 500 SH   DFND 24 500 0 0
BECTON DICKINSON & CO CALL 075887909 524 3,400 SH Call DFND 4 3,400 0 0
BECTON DICKINSON & CO PUT 075887959 8,151 52,900 SH Put DFND 4 52,900 0 0
BED BATH & BEYOND INC COM 075896100 205 4,250 SH   DFND 17 4,250 0 0
BED BATH & BEYOND INC COM 075896100 432 8,898 SH   DFND 21 8,780 0 118
BELDEN INC COM 077454106 766 16,057 SH   DFND 17 0 0 16,057
BELDEN INC COM 077454106 599 12,351 SH   DFND 21 12,351 0 0
BEMIS INC COM 081437105 486 10,864 SH   DFND 17 10,864 0 0
BEMIS INC COM 081437105 4,835 107,786 SH   DFND 21 82,195 0 25,591
BENCHMARK ELECTRS INC COM 08160H101 395 19,105 SH   DFND 17 19,105 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,711 226,640 SH   DFND 21 154,401 0 72,239
BENEFICIAL BANCORP INC COM 08171T102 175 13,120 SH   DFND 17 13,120 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 800 4 SH   DFND 21 4 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 18,444 139,685 SH   DFND 4 139,685 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21,157 160,234 SH   DFND 17 154,634 0 5,600
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 86,008 647,124 SH   DFND 21 487,665 0 159,459
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 53 400 SH   DFND 24 400 0 0
BERKSHIRE HATHAWAY INC DEL CALL 084670902 5,097 38,600 SH Call DFND 4 38,600 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 92,679 701,900 SH Put DFND 4 701,900 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 708 24,335 SH   DFND 17 24,335 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 705 24,033 SH   DFND 21 0 0 24,033
BERRY PLASTICS GROUP INC COM 08579W103 28,212 779,777 SH   DFND 17 658,449 0 121,328
BERRY PLASTICS GROUP INC COM 08579W103 182 5,100 SH   DFND 21 0 0 5,100
BERRY PLASTICS GROUP INC COM 08579W103 724 20,000 SH   DFND 24 20,000 0 0
BEST BUY INC COM 086516101 16 528 SH   DFND 17 528 0 0
BEST BUY INC COM 086516101 22,564 740,862 SH   DFND 21 182,267 0 558,595
BIG LOTS INC COM 089302103 6,918 177,259 SH   DFND 21 177,259 0 0
BIO RAD LABS INC CL A 090572207 699 5,040 SH   DFND 17 5,040 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 21,655 205,605 SH   DFND 17 184,370 0 21,235
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,248 50,100 SH   DFND 24 50,100 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 46,286 36,020,000 PRN   DFND 17 34,270,000 0 1,750,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 22,606 16,785,000 PRN   DFND 17 16,000,000 0 785,000
BIOGEN INC COM 09062X103 4,896 15,982 SH   DFND 4 15,982 0 0
BIOGEN INC COM 09062X103 204,536 667,238 SH   DFND 17 607,973 0 59,265
BIOGEN INC COM 09062X103 28,929 94,140 SH   DFND 21 34,352 0 59,788
BIOGEN INC COM 09062X103 8,945 29,200 SH   DFND 24 29,200 0 0
BIOGEN INC CALL 09062X903 2,390 7,800 SH Call DFND 4 7,800 0 0
BIOGEN INC PUT 09062X953 29,410 96,000 SH Put DFND 4 96,000 0 0
BIOMED REALTY TRUST INC COM 09063H107 6,897 291,150 SH   DFND 21 291,150 0 0
BIOTELEMETRY INC COM 090672106 10,093 864,117 SH   DFND 17 853,330 0 10,787
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 8,108 188,681 SH   DFND 17 186,537 0 2,144
BLACK HILLS CORP COM 092113109 50,014 1,077,200 SH   DFND 3 1,053,100 0 24,100
BLACK HILLS CORP COM 092113109 1,197 25,790 SH   DFND 17 25,790 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 7,455 168,635 SH   DFND 17 162,301 0 6,334
BLACKHAWK NETWORK HLDGS INC COM 09238E104 10,081 224,919 SH   DFND 21 160,292 0 64,627
BLACKROCK INC COM 09247X101 2,267 6,656 SH   DFND 4 6,656 0 0
BLACKROCK INC COM 09247X101 35,209 103,345 SH   DFND 17 100,780 0 2,565
BLACKROCK INC COM 09247X101 10,111 29,590 SH   DFND 21 29,548 0 42
BLACKROCK INC CALL 09247X901 1,703 5,000 SH Call DFND 4 5,000 0 0
BLACKROCK INC PUT 09247X951 15,357 45,100 SH Put DFND 4 45,100 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 14,190 485,294 SH   DFND 4 485,294 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 216 7,283 SH   DFND 21 7,283 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 49,217 1,839,200 SH   DFND 3 1,800,500 0 38,700
BLACKSTONE MTG TR INC COM CL A 09257W100 481 17,982 SH   DFND 17 17,982 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,726 64,461 SH   DFND 21 64,461 0 0
BLOOMIN BRANDS INC COM 094235108 28,490 1,686,800 SH   DFND 3 1,655,600 0 31,200
BLOOMIN BRANDS INC COM 094235108 959 56,777 SH   DFND 17 56,777 0 0
BLOUNT INTL INC NEW COM 095180105 1,215 123,895 SH   DFND 21 123,895 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 7,485 400,055 SH   DFND 17 319,655 0 80,400
BLUEBIRD BIO INC COM 09609G100 681 10,510 SH   DFND 17 10,510 0 0
BLUEBIRD BIO INC COM 09609G100 321 5,000 SH   DFND 24 5,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 60,654 4,672,857 SH   DFND 3 4,593,457 0 79,400
BOEING CO COM 097023105 10,955 75,765 SH   DFND 3 75,765 0 0
BOEING CO COM 097023105 1,121 7,751 SH   DFND 4 7,751 0 0
BOEING CO COM 097023105 167,531 1,158,365 SH   DFND 17 1,148,140 0 10,225
BOEING CO COM 097023105 1,002 6,847 SH   DFND 21 6,543 0 304
BOEING CO COM 097023105 87 600 SH   DFND 24 600 0 0
BOEING CO CALL 097023905 4,179 28,900 SH Call DFND 4 28,900 0 0
BOEING CO PUT 097023955 43,594 301,500 SH Put DFND 4 301,500 0 0
BOINGO WIRELESS INC COM 09739C102 2,826 426,862 SH   DFND 17 416,307 0 10,555
BONANZA CREEK ENERGY INC COM 097793103 685 129,905 SH   DFND 17 129,905 0 0
BONANZA CREEK ENERGY INC COM 097793103 1,150 229,000 SH   DFND 21 229,000 0 0
BONANZA CREEK ENERGY INC COM 097793103 601 114,000 SH   DFND 24 114,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 59,237 1,920,149 SH   DFND 3 1,886,500 0 33,649
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 11,415 370,000 SH   DFND 4 370,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,806 90,943 SH   DFND 17 90,943 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,737 121,143 SH   DFND 21 75,080 0 46,063
BORGWARNER INC COM 099724106 2,098 48,493 SH   DFND 21 44,193 0 4,300
BORGWARNER INC COM 099724106 3,545 82,000 SH   DFND 24 82,000 0 0
BOSTON PROPERTIES INC COM 101121101 9,195 72,098 SH   DFND 4 72,098 0 0
BOSTON PROPERTIES INC COM 101121101 17 130 SH   DFND 17 130 0 0
BOSTON PROPERTIES INC COM 101121101 4,768 37,075 SH   DFND 21 37,000 0 75
BOSTON PROPERTIES INC CALL 101121901 752 5,900 SH Call DFND 4 5,900 0 0
BOSTON PROPERTIES INC PUT 101121951 3,074 24,100 SH Put DFND 4 24,100 0 0
BOSTON SCIENTIFIC CORP COM 101137107 134 7,293 SH   DFND 4 7,293 0 0
BOSTON SCIENTIFIC CORP COM 101137107 15,249 826,974 SH   DFND 17 625,654 0 201,320
BOSTON SCIENTIFIC CORP COM 101137107 13 681 SH   DFND 21 0 0 681
BOSTON SCIENTIFIC CORP PUT 101137957 4,368 236,900 SH Put DFND 4 236,900 0 0
BOULDER BRANDS INC COM 101405108 3,335 303,776 SH   DFND 21 303,776 0 0
BOYD GAMING CORP COM 103304101 1,244 62,600 SH   DFND 17 21,230 0 41,370
BRF SA SPONSORED ADR 10552T107 372 26,942 SH   DFND 17 26,942 0 0
BRF SA SPONSORED ADR 10552T107 2,135 154,345 SH   DFND 21 73,002 0 81,343
BRIGGS & STRATTON CORP COM 109043109 279 16,099 SH   DFND 21 9,200 0 6,899
BRINKER INTL INC COM 109641100 1,316 27,454 SH   DFND 17 27,454 0 0
BRINKER INTL INC COM 109641100 14,382 299,463 SH   DFND 21 289,389 0 10,074
BRISTOL MYERS SQUIBB CO COM 110122108 688 10,003 SH   DFND 4 10,003 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 244,934 3,559,853 SH   DFND 17 3,254,625 0 305,228
BRISTOL MYERS SQUIBB CO COM 110122108 1,485 21,481 SH   DFND 21 11,160 0 10,321
BRISTOL MYERS SQUIBB CO COM 110122108 1,032 15,000 SH   DFND 24 15,000 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 4,657 67,700 SH Call DFND 4 67,700 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 47,830 695,300 SH Put DFND 4 695,300 0 0
BRISTOW GROUP INC COM 110394103 4,975 192,083 SH   DFND 17 192,083 0 0
BRISTOW GROUP INC COM 110394103 1,418 55,298 SH   DFND 21 10,350 0 44,948
BROADCOM CORP CL A 111320107 8,413 145,500 SH   DFND 3 145,500 0 0
BROADCOM CORP CL A 111320107 1 9 SH   DFND 4 9 0 0
BROADCOM CORP CL A 111320107 5,113 88,428 SH   DFND 17 88,428 0 0
BROADCOM CORP CL A 111320107 59,799 1,029,900 SH   DFND 21 1,029,644 0 256
BROADCOM CORP CALL 111320907 1,654 28,600 SH Call DFND 4 28,600 0 0
BROADCOM CORP PUT 111320957 8,546 147,800 SH Put DFND 4 147,800 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,363 174,262 SH   DFND 17 162,257 0 12,005
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 70,892 1,306,404 SH   DFND 21 1,088,314 0 218,090
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 59,990 6,534,900 SH   DFND 3 6,425,900 0 109,000
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 11,266 1,227,222 SH   DFND 17 660,599 0 566,623
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 61,621 6,692,419 SH   DFND 21 4,137,975 0 2,554,444
BROOKDALE SR LIVING INC COM 112463104 931 50,438 SH   DFND 4 50,438 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 3,606 3,625,000 PRN   DFND 17 3,435,000 0 190,000
BROOKLINE BANCORP INC DEL COM 11373M107 1,306 113,556 SH   DFND 17 72,328 0 41,228
BROOKLINE BANCORP INC DEL COM 11373M107 3,210 276,369 SH   DFND 21 140,182 0 136,187
BROOKS AUTOMATION INC COM 114340102 278 26,075 SH   DFND 17 7,865 0 18,210
BROWN & BROWN INC COM 115236101 14,151 440,852 SH   DFND 17 344,835 0 96,017
BROWN & BROWN INC COM 115236101 171 5,300 SH   DFND 21 0 0 5,300
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 7,592 115,100 SH   DFND 3 115,100 0 0
BUCKLE INC COM 118440106 41,209 1,338,819 SH   DFND 3 1,305,969 0 32,850
BUCKLE INC COM 118440106 127 4,100 SH   DFND 21 4,100 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 21,632 1,952,376 SH   DFND 17 1,744,376 0 208,000
BUILDERS FIRSTSOURCE INC COM 12008R107 2,721 247,045 SH   DFND 21 235,145 0 11,900
BURLINGTON STORES INC COM 122017106 2,608 60,795 SH   DFND 17 45,440 0 15,355
CBIZ INC COM 124805102 34 3,435 SH   DFND 17 3,435 0 0
CBIZ INC COM 124805102 1,469 146,668 SH   DFND 21 117,578 0 29,090
CBL & ASSOC PPTYS INC COM 124830100 1,041 84,144 SH   DFND 21 0 0 84,144
CBS CORP NEW CL B 124857202 5,186 110,042 SH   DFND 4 106,010 0 4,032
CBS CORP NEW CL B 124857202 62,007 1,316,158 SH   DFND 17 1,184,968 0 131,190
CBS CORP NEW CL B 124857202 4,921 105,245 SH   DFND 21 105,000 0 245
CBS CORP NEW CALL 124857902 683 14,500 SH Call DFND 4 14,500 0 0
CBS CORP NEW PUT 124857952 7,503 159,200 SH Put DFND 4 159,200 0 0
CBOE HLDGS INC COM 12503M108 566 8,715 SH   DFND 17 8,715 0 0
CBOE HLDGS INC COM 12503M108 39 600 SH   DFND 21 600 0 0
CBRE GROUP INC CL A 12504L109 9,388 271,488 SH   DFND 17 224,348 0 47,140
CBRE GROUP INC CL A 12504L109 5 157 SH   DFND 21 0 0 157
CDW CORP COM 12514G108 44,990 1,070,166 SH   DFND 17 771,322 0 298,844
CDW CORP COM 12514G108 59,142 1,383,629 SH   DFND 21 1,185,036 0 198,593
CF INDS HLDGS INC COM 125269100 5,111 125,230 SH   DFND 3 125,230 0 0
CF INDS HLDGS INC COM 125269100 14,847 363,798 SH   DFND 17 309,698 0 54,100
CF INDS HLDGS INC COM 125269100 16,097 393,195 SH   DFND 21 263,531 0 129,664
CF INDS HLDGS INC COM 125269100 6,060 148,500 SH   DFND 24 148,500 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 264 4,232 SH   DFND 21 4,100 0 132
CIGNA CORPORATION COM 125509109 5,846 39,951 SH   DFND 3 39,951 0 0
CIGNA CORPORATION COM 125509109 324 2,216 SH   DFND 4 2,216 0 0
CIGNA CORPORATION COM 125509109 32,500 222,104 SH   DFND 17 154,167 0 67,937
CIGNA CORPORATION COM 125509109 85,052 580,247 SH   DFND 21 422,071 0 158,176
CIGNA CORPORATION CALL 125509909 2,634 18,000 SH Call DFND 4 18,000 0 0
CIGNA CORPORATION PUT 125509959 15,921 108,800 SH Put DFND 4 108,800 0 0
CIT GROUP INC COM NEW 125581801 1,244 31,331 SH   DFND 4 31,331 0 0
CIT GROUP INC COM NEW 125581801 4,596 115,529 SH   DFND 21 28,800 0 86,729
CLECO CORP NEW COM 12561W105 4,968 95,160 SH   DFND 21 95,160 0 0
CME GROUP INC COM 12572Q105 268 2,955 SH   DFND 4 2,955 0 0
CME GROUP INC COM 12572Q105 122,966 1,356,637 SH   DFND 17 1,212,357 0 144,280
CME GROUP INC COM 12572Q105 13,411 146,537 SH   DFND 21 137,965 0 8,572
CME GROUP INC CALL 12572Q905 1,830 20,200 SH Call DFND 4 20,200 0 0
CME GROUP INC PUT 12572Q955 12,521 138,200 SH Put DFND 4 138,200 0 0
CMS ENERGY CORP COM 125896100 12,116 335,819 SH   DFND 17 328,130 0 7,689
CMS ENERGY CORP COM 125896100 37,882 1,042,133 SH   DFND 21 954,577 0 87,556
CSS INDS INC COM 125906107 415 14,581 SH   DFND 21 14,581 0 0
CNA FINL CORP COM 126117100 336 9,570 SH   DFND 17 5,355 0 4,215
CNA FINL CORP COM 126117100 1,388 39,384 SH   DFND 21 21,941 0 17,443
CSG SYS INTL INC COM 126349109 40,859 1,135,600 SH   DFND 3 1,104,900 0 30,700
CSG SYS INTL INC COM 126349109 610 16,940 SH   DFND 17 16,940 0 0
CSG SYS INTL INC COM 126349109 1,281 35,553 SH   DFND 21 600 0 34,953
CSX CORP COM 126408103 6,820 262,800 SH   DFND 3 262,800 0 0
CSX CORP COM 126408103 5,394 207,880 SH   DFND 4 207,880 0 0
CSX CORP COM 126408103 11,723 452,475 SH   DFND 21 451,851 0 624
CSX CORP CALL 126408903 869 33,500 SH Call DFND 4 33,500 0 0
CSX CORP PUT 126408953 10,411 401,200 SH Put DFND 4 401,200 0 0
CST BRANDS INC COM 12646R105 459 11,680 SH   DFND 21 11,680 0 0
CSRA INC COM 12650T104 9,057 301,905 SH   DFND 17 274,690 0 27,215
CSRA INC COM 12650T104 7,463 249,575 SH   DFND 21 151,439 0 98,136
CVR ENERGY INC COM 12662P108 680 17,279 SH   DFND 17 17,279 0 0
CVR ENERGY INC COM 12662P108 3,015 76,243 SH   DFND 21 73,188 0 3,055
CVR REFNG LP COMUNIT REP LT 12663P107 277 14,610 SH   DFND 17 0 0 14,610
CVS HEALTH CORP COM 126650100 1,445 14,777 SH   DFND 4 14,777 0 0
CVS HEALTH CORP COM 126650100 190,602 1,948,862 SH   DFND 17 1,594,879 0 353,983
CVS HEALTH CORP COM 126650100 184,958 1,881,263 SH   DFND 21 1,232,447 0 648,816
CVS HEALTH CORP COM 126650100 39 400 SH   DFND 24 400 0 0
CVS HEALTH CORP CALL 126650900 5,006 51,200 SH Call DFND 4 51,200 0 0
CVS HEALTH CORP PUT 126650950 43,048 440,300 SH Put DFND 4 440,300 0 0
CYS INVTS INC COM 12673A108 2,858 400,888 SH   DFND 17 400,888 0 0
CYS INVTS INC COM 12673A108 1,672 233,871 SH   DFND 21 187,794 0 46,077
CA INC COM 12673P105 221,793 7,765,858 SH   DFND 3 7,758,758 0 7,100
CA INC COM 12673P105 46,892 1,641,864 SH   DFND 17 1,641,864 0 0
CA INC COM 12673P105 4,305 149,560 SH   DFND 21 142,517 0 7,043
CABLE ONE INC COM 12685J105 1,611 3,700 SH   DFND 21 3,700 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 233 7,316 SH   DFND 17 7,316 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8,390 263,030 SH   DFND 21 263,030 0 0
CABOT CORP COM 127055101 58,773 1,437,691 SH   DFND 3 1,413,691 0 24,000
CABOT CORP COM 127055101 520 12,724 SH   DFND 21 11,922 0 802
CABOT OIL & GAS CORP COM 127097103 495 28,000 SH   DFND 17 28,000 0 0
CABOT OIL & GAS CORP COM 127097103 7 378 SH   DFND 21 0 0 378
CABOT OIL & GAS CORP COM 127097103 363 20,500 SH   DFND 24 20,500 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,142 26,091 SH   DFND 17 26,091 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 8,474 191,956 SH   DFND 21 191,956 0 0
CACI INTL INC CL A 127190304 56 605 SH   DFND 17 605 0 0
CACI INTL INC CL A 127190304 720 7,759 SH   DFND 21 5,296 0 2,463
CADENCE DESIGN SYSTEM INC COM 127387108 14,052 675,254 SH   DFND 17 598,781 0 76,473
CADENCE DESIGN SYSTEM INC COM 127387108 106 5,000 SH   DFND 21 0 0 5,000
CAL MAINE FOODS INC COM NEW 128030202 16,710 360,592 SH   DFND 17 272,542 0 88,050
CAL MAINE FOODS INC COM NEW 128030202 40,182 851,610 SH   DFND 21 696,156 0 155,454
CAL MAINE FOODS INC COM NEW 128030202 5,056 109,104 SH   DFND 24 109,104 0 0
CALAVO GROWERS INC COM 128246105 8,537 174,215 SH   DFND 17 174,215 0 0
CALAVO GROWERS INC COM 128246105 4,468 91,192 SH   DFND 24 91,192 0 0
CALERES INC COM 129500104 3,317 123,691 SH   DFND 17 4,742 0 118,949
CALERES INC COM 129500104 2,027 75,202 SH   DFND 21 24,393 0 50,809
CALIFORNIA RES CORP COM 13057Q107 310 132,978 SH   DFND 4 132,978 0 0
CALIFORNIA RES CORP COM 13057Q107 14 7,023 SH   DFND 21 6,644 0 379
CALLIDUS SOFTWARE INC COM 13123E500 20,269 1,091,484 SH   DFND 17 1,000,910 0 90,574
CALLIDUS SOFTWARE INC COM 13123E500 111 5,800 SH   DFND 21 0 0 5,800
CALLON PETE CO DEL COM 13123X102 2,169 260,050 SH   DFND 17 260,050 0 0
CALLON PETE CO DEL COM 13123X102 946 119,383 SH   DFND 21 119,383 0 0
CAMBREX CORP COM 132011107 27,459 583,123 SH   DFND 17 514,948 0 68,175
CAMBREX CORP COM 132011107 138 2,900 SH   DFND 21 0 0 2,900
CAMBIUM LEARNING GRP INC COM 13201A107 1,150 237,182 SH   DFND 17 224,086 0 13,096
CAMDEN PPTY TR SH BEN INT 133131102 10,853 141,388 SH   DFND 4 141,388 0 0
CAMDEN PPTY TR SH BEN INT 133131102 6 73 SH   DFND 17 73 0 0
CAMECO CORP COM 13321L108 12,457 743,981 SH   DFND 21 743,760 0 221
CAMERON INTERNATIONAL CORP COM 13342B105 3,451 54,597 SH   DFND 21 54,472 0 125
CAMPBELL SOUP CO COM 134429109 82 1,555 SH   DFND 17 0 0 1,555
CAMPBELL SOUP CO COM 134429109 971 18,410 SH   DFND 21 4,700 0 13,710
CAMPUS CREST CMNTYS INC COM 13466Y105 6,178 908,487 SH   DFND 21 908,487 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 6,333 70,800 SH   DFND 17 0 0 70,800
CDN IMPERIAL BK COMM TORONTO COM 136069101 3,100 34,630 SH   DFND 21 10,244 0 24,386
CANADIAN NATL RY CO COM 136375102 9,333 123,008 SH   DFND 17 16,242 0 106,766
CANADIAN NATL RY CO COM 136375102 30,484 397,992 SH   DFND 21 181,177 0 216,815
CANADIAN NAT RES LTD COM 136385101 6,894 232,484 SH   DFND 17 232,484 0 0
CANADIAN NAT RES LTD COM 136385101 7,146 240,717 SH   DFND 21 115,365 0 125,352
CANADIAN NAT RES LTD PUT 136385951 39,294 1,800,000 SH Put DFND 4 1,800,000 0 0
CANADIAN SOLAR INC COM 136635109 4,757 164,260 SH   DFND 17 164,260 0 0
CANTEL MEDICAL CORP COM 138098108 4,027 64,806 SH   DFND 17 64,806 0 0
CAPITAL ONE FINL CORP COM 14040H105 211,616 2,931,786 SH   DFND 3 2,928,186 0 3,600
CAPITAL ONE FINL CORP COM 14040H105 6,002 83,150 SH   DFND 4 82,050 0 1,100
CAPITAL ONE FINL CORP COM 14040H105 56,924 788,644 SH   DFND 17 639,529 0 149,115
CAPITAL ONE FINL CORP COM 14040H105 54,506 749,511 SH   DFND 21 559,418 0 190,093
CAPITAL ONE FINL CORP CALL 14040H905 1,480 20,500 SH Call DFND 4 20,500 0 0
CAPITAL ONE FINL CORP PUT 14040H955 16,702 231,400 SH Put DFND 4 231,400 0 0
CAPITOL FED FINL INC COM 14057J101 1,059 84,280 SH   DFND 17 84,280 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 242 27,715 SH   DFND 17 27,715 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,993 224,452 SH   DFND 21 47,963 0 176,489
CARA THERAPEUTICS INC COM 140755109 7,480 443,636 SH   DFND 17 437,992 0 5,644
CARDINAL HEALTH INC COM 14149Y108 6,115 68,500 SH   DFND 3 68,500 0 0
CARDINAL HEALTH INC COM 14149Y108 132 1,481 SH   DFND 4 1,481 0 0
CARDINAL HEALTH INC COM 14149Y108 25,687 287,749 SH   DFND 17 255,764 0 31,985
CARDINAL HEALTH INC COM 14149Y108 101,529 1,127,358 SH   DFND 21 708,159 0 419,199
CARDINAL HEALTH INC CALL 14149Y908 902 10,100 SH Call DFND 4 10,100 0 0
CARDINAL HEALTH INC PUT 14149Y958 10,293 115,300 SH Put DFND 4 115,300 0 0
CARDTRONICS INC COM 14161H108 4,737 140,774 SH   DFND 17 46,093 0 94,681
CARDTRONICS INC COM 14161H108 4,583 135,968 SH   DFND 21 64,704 0 71,264
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 47,999 51,325,000 PRN   DFND 17 44,830,000 0 6,495,000
CARE CAP PPTYS INC COM 141624106 45,619 1,492,275 SH   DFND 3 1,476,475 0 15,800
CARE CAP PPTYS INC COM 141624106 523 17,113 SH   DFND 17 17,113 0 0
CARE CAP PPTYS INC COM 141624106 2 56 SH   DFND 21 0 0 56
CARE COM INC COM 141633107 1,255 175,325 SH   DFND 17 79,385 0 95,940
CARETRUST REIT INC COM 14174T107 122 11,167 SH   DFND 17 11,167 0 0
CARETRUST REIT INC COM 14174T107 584 53,372 SH   DFND 21 19,561 0 33,811
CARLISLE COS INC COM 142339100 13,719 154,685 SH   DFND 17 124,980 0 29,705
CARLISLE COS INC COM 142339100 1,673 18,860 SH   DFND 21 9,803 0 9,057
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 4,131 264,500 SH   DFND 3 264,500 0 0
CARMAX INC COM 143130102 2,047 37,527 SH   DFND 21 37,415 0 112
CARMIKE CINEMAS INC COM 143436400 4,474 195,036 SH   DFND 17 190,336 0 4,700
CARNIVAL CORP PAIRED CTF 143658300 160 2,935 SH   DFND 4 2,935 0 0
CARNIVAL CORP PAIRED CTF 143658300 4,453 81,743 SH   DFND 17 81,743 0 0
CARNIVAL CORP PAIRED CTF 143658300 25,226 462,004 SH   DFND 21 459,888 0 2,116
CARNIVAL CORP CALL 143658900 703 12,900 SH Call DFND 4 12,900 0 0
CARNIVAL CORP PUT 143658950 4,397 80,700 SH Put DFND 4 80,700 0 0
CARRIAGE SVCS INC COM 143905107 6,086 252,548 SH   DFND 17 245,048 0 7,500
CARROLS RESTAURANT GROUP INC COM 14574X104 5,817 495,515 SH   DFND 17 483,323 0 12,192
CARTER INC COM 146229109 470 5,284 SH   DFND 17 5,284 0 0
CARTER INC COM 146229109 1,633 18,341 SH   DFND 21 6,089 0 12,252
CASCADE MICROTECH INC COM 147322101 1,586 97,615 SH   DFND 17 92,254 0 5,361
CASEYS GEN STORES INC COM 147528103 462 3,839 SH   DFND 17 3,839 0 0
CASEYS GEN STORES INC COM 147528103 6,457 52,762 SH   DFND 21 4,696 0 48,066
CATALENT INC COM 148806102 10,493 419,205 SH   DFND 17 316,985 0 102,220
CATALYST PHARMACEUTICALS INC COM 14888U101 2,011 820,853 SH   DFND 17 797,708 0 23,145
CATERPILLAR INC DEL COM 149123101 7,285 107,199 SH   DFND 4 107,199 0 0
CATERPILLAR INC DEL COM 149123101 2,388 35,141 SH   DFND 20 35,141 0 0
CATERPILLAR INC DEL COM 149123101 918 13,386 SH   DFND 21 13,193 0 193
CATERPILLAR INC DEL CALL 149123901 2,100 30,900 SH Call DFND 4 30,900 0 0
CATERPILLAR INC DEL PUT 149123951 14,102 207,500 SH Put DFND 4 207,500 0 0
CATHAY GEN BANCORP COM 149150104 29,419 939,003 SH   DFND 17 807,451 0 131,552
CATHAY GEN BANCORP COM 149150104 236 7,400 SH   DFND 21 0 0 7,400
CATO CORP NEW CL A 149205106 3,060 83,100 SH   DFND 17 0 0 83,100
CATO CORP NEW CL A 149205106 2,397 63,737 SH   DFND 21 44,847 0 18,890
CAVCO INDS INC DEL COM 149568107 6,365 76,407 SH   DFND 17 76,407 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 2,569 46,000 SH   DFND 17 46,000 0 0
CELADON GROUP INC COM 150838100 1,147 115,966 SH   DFND 17 95,866 0 20,100
CELADON GROUP INC COM 150838100 693 69,929 SH   DFND 21 37,292 0 32,637
CELANESE CORP DEL COM SER A 150870103 200,514 2,978,076 SH   DFND 3 2,978,076 0 0
CELANESE CORP DEL COM SER A 150870103 47,238 701,582 SH   DFND 17 701,582 0 0
CELANESE CORP DEL COM SER A 150870103 3,922 58,257 SH   DFND 21 19,620 0 38,637
CELESTICA INC SUB VTG SHS 15101Q108 1,490 99,251 SH   DFND 17 15,451 0 83,800
CELESTICA INC SUB VTG SHS 15101Q108 2,145 142,570 SH   DFND 21 84,488 0 58,082
CELGENE CORP COM 151020104 1,026 8,569 SH   DFND 4 8,569 0 0
CELGENE CORP COM 151020104 151,496 1,263,521 SH   DFND 17 1,099,378 0 164,143
CELGENE CORP COM 151020104 74,357 619,653 SH   DFND 21 496,108 0 123,545
CELGENE CORP COM 151020104 9,976 83,300 SH   DFND 24 83,300 0 0
CELGENE CORP CALL 151020904 4,874 40,700 SH Call DFND 4 40,700 0 0
CELGENE CORP PUT 151020954 51,569 430,600 SH Put DFND 4 430,600 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 4,405 279,402 SH   DFND 17 279,402 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 455 29,000 SH   DFND 24 29,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 75 14,164 SH   DFND 21 14,164 0 0
CEMPRA INC COM 15130J109 4,002 128,229 SH   DFND 17 125,286 0 2,943
CEMPRA INC COM 15130J109 274 8,800 SH   DFND 24 8,800 0 0
CENTENE CORP DEL COM 15135B101 2,531 38,463 SH   DFND 17 12,863 0 25,600
CENTENE CORP DEL COM 15135B101 4,822 73,215 SH   DFND 21 50,967 0 22,248
CENTENE CORP DEL PUT 15135B951 230 3,500 SH Put DFND 21 3,500 0 0
CENTRAL FD CDA LTD CL A 153501101 58,026 4,286,600 SH   DFND 3 4,218,400 0 68,200
CENTRAL GARDEN & PET CO COM 153527106 344 25,460 SH   DFND 17 0 0 25,460
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 805 58,051 SH   DFND 21 49,864 0 8,187
CENTURY CMNTYS INC COM 156504300 1,721 97,150 SH   DFND 17 91,786 0 5,364
CENTURYLINK INC COM 156700106 23,822 946,821 SH   DFND 4 946,821 0 0
CENTURYLINK INC COM 156700106 10,828 430,377 SH   DFND 17 164,883 0 265,494
CENTURYLINK INC COM 156700106 53,854 2,129,375 SH   DFND 21 1,818,384 0 310,991
CENTURYLINK INC CALL 156700906 498 19,800 SH Call DFND 4 19,800 0 0
CENTURYLINK INC PUT 156700956 1,721 68,400 SH Put DFND 4 68,400 0 0
CEPHEID DBCV 1.250% 2/0 15670RAC1 21,399 24,010,000 PRN   DFND 17 24,010,000 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 28,196 37,545,000 PRN   DFND 17 37,545,000 0 0
CERNER CORP COM 156782104 2,164 35,968 SH   DFND 4 35,968 0 0
CERNER CORP COM 156782104 10 164 SH   DFND 21 0 0 164
CERNER CORP CALL 156782904 842 14,000 SH Call DFND 4 14,000 0 0
CERNER CORP PUT 156782954 4,681 77,800 SH Put DFND 4 77,800 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 177 7,135 SH   DFND 17 7,135 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 821 33,096 SH   DFND 21 11,973 0 21,123
CHARLES RIV LABS INTL INC COM 159864107 1,240 15,419 SH   DFND 17 12,159 0 3,260
CHARLES RIV LABS INTL INC COM 159864107 667 8,293 SH   DFND 21 5,091 0 3,202
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 7,689 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC D PUT 16117M955 4,761 26,000 SH Put DFND 21 26,000 0 0
CHARTER FINL CORP MD COM 16122W108 367 27,800 SH   DFND 17 27,800 0 0
CHATHAM LODGING TR COM 16208T102 6,511 317,903 SH   DFND 17 256,469 0 61,434
CHATHAM LODGING TR COM 16208T102 87 4,200 SH   DFND 21 0 0 4,200
CHEESECAKE FACTORY INC COM 163072101 22,322 484,112 SH   DFND 17 409,046 0 75,066
CHEESECAKE FACTORY INC COM 163072101 238 5,100 SH   DFND 21 1,500 0 3,600
CHEMED CORP NEW COM 16359R103 4,978 33,228 SH   DFND 17 7,223 0 26,005
CHEMED CORP NEW COM 16359R103 16,975 112,626 SH   DFND 21 47,368 0 65,258
CHEMOURS CO COM 163851108 49 9,160 SH   DFND 4 9,160 0 0
CHEMOURS CO COM 163851108 1,234 231,763 SH   DFND 21 142,843 0 88,920
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 261 500,000 PRN   DFND 4 500,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 80,250 151,110,000 PRN   DFND 17 142,705,000 0 8,405,000
CHEROKEE INC DEL NEW COM 16444H102 985 57,101 SH   DFND 17 53,962 0 3,139
CHESAPEAKE ENERGY CORP COM 165167107 561 126,528 SH   DFND 21 125,470 0 1,058
CHESAPEAKE ENERGY CORP PUT 165167957 65,309 14,513,000 SH Put DFND 4 14,513,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 106 312,000 PRN   DFND 4 312,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 1,009 17,775 SH   DFND 17 17,775 0 0
CHEVRON CORP NEW COM 166764100 216,968 2,411,823 SH   DFND 3 2,409,423 0 2,400
CHEVRON CORP NEW COM 166764100 19,949 221,756 SH   DFND 4 221,756 0 0
CHEVRON CORP NEW COM 166764100 90,247 1,003,130 SH   DFND 17 979,302 0 23,828
CHEVRON CORP NEW COM 166764100 108,635 1,206,554 SH   DFND 21 806,220 0 400,334
CHEVRON CORP NEW COM 166764100 1,871 20,800 SH   DFND 24 20,800 0 0
CHEVRON CORP NEW CALL 166764900 11,416 126,900 SH Call DFND 4 126,900 0 0
CHEVRON CORP NEW PUT 166764950 66,417 738,300 SH Put DFND 4 738,300 0 0
CHIASMA INC COM 16706W102 1,897 96,953 SH   DFND 17 94,655 0 2,298
CHIMERA INVT CORP COM NEW 16934Q208 6,647 487,290 SH   DFND 17 234,800 0 252,490
CHIMERA INVT CORP COM NEW 16934Q208 12,779 935,119 SH   DFND 21 367,532 0 567,587
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 20,715 367,751 SH   DFND 17 367,751 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,754 137,335 SH   DFND 21 137,335 0 0
CHINA MING YANG WIND PWR GRO SPONSORED ADR 16951C108 74 32,370 SH   DFND 21 0 0 32,370
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,808 3,768 SH   DFND 4 3,768 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 9 18 SH   DFND 21 0 0 18
CHIPOTLE MEXICAN GRILL INC CALL 169656905 480 1,000 SH Call DFND 4 1,000 0 0
CHIPOTLE MEXICAN GRILL INC PUT 169656955 3,215 6,700 SH Put DFND 4 6,700 0 0
CHUBB CORP COM 171232101 129 973 SH   DFND 4 973 0 0
CHUBB CORP COM 171232101 12,076 90,957 SH   DFND 21 90,789 0 168
CHUBB CORP CALL 171232901 902 6,800 SH Call DFND 4 6,800 0 0
CHUBB CORP PUT 171232951 6,234 47,000 SH Put DFND 4 47,000 0 0
CHURCHILL DOWNS INC COM 171484108 260 1,835 SH   DFND 17 1,835 0 0
CIENA CORP COM NEW 171779309 711 34,358 SH   DFND 17 31,093 0 3,265
CIENA CORP COM NEW 171779309 2,252 108,702 SH   DFND 21 108,702 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 16,155 16,485,000 PRN   DFND 17 16,485,000 0 0
CINCINNATI FINL CORP COM 172062101 1,254 20,867 SH   DFND 21 20,740 0 127
CINEMARK HOLDINGS INC COM 17243V102 1,455 43,528 SH   DFND 17 43,528 0 0
CINEMARK HOLDINGS INC COM 17243V102 17,577 524,854 SH   DFND 21 521,294 0 3,560
CIRRUS LOGIC INC COM 172755100 3,454 116,953 SH   DFND 17 98,005 0 18,948
CIRRUS LOGIC INC COM 172755100 30,440 1,009,434 SH   DFND 21 856,371 0 153,063
CISCO SYS INC COM 17275R102 233,759 8,608,321 SH   DFND 3 8,600,221 0 8,100
CISCO SYS INC COM 17275R102 40,945 1,507,818 SH   DFND 4 1,507,818 0 0
CISCO SYS INC COM 17275R102 246,800 9,086,338 SH   DFND 17 7,597,445 0 1,488,893
CISCO SYS INC COM 17275R102 219,575 8,020,953 SH   DFND 21 5,453,851 0 2,567,102
CISCO SYS INC COM 17275R102 43 1,600 SH   DFND 24 1,600 0 0
CISCO SYS INC CALL 17275R902 4,815 177,300 SH Call DFND 4 177,300 0 0
CISCO SYS INC PUT 17275R952 40,646 1,496,800 SH Put DFND 4 1,496,800 0 0
CINTAS CORP COM 172908105 2,934 32,228 SH   DFND 17 31,903 0 325
CINTAS CORP COM 172908105 29,543 322,074 SH   DFND 21 322,001 0 73
CITIGROUP INC COM NEW 172967424 214,130 4,137,777 SH   DFND 3 4,133,377 0 4,400
CITIGROUP INC COM NEW 172967424 155,011 2,995,372 SH   DFND 4 2,994,472 0 900
CITIGROUP INC COM NEW 172967424 116,898 2,258,231 SH   DFND 17 1,994,511 0 263,720
CITIGROUP INC COM NEW 172967424 28,488 550,500 SH   DFND 20 550,500 0 0
CITIGROUP INC COM NEW 172967424 277,261 5,335,138 SH   DFND 21 4,222,623 0 1,112,515
CITIGROUP INC COM NEW 172967424 362 7,000 SH   DFND 24 7,000 0 0
CITIGROUP INC CALL 172967904 3,767 72,800 SH Call DFND 4 72,800 0 0
CITIGROUP INC PUT 172967954 76,471 1,477,700 SH Put DFND 4 1,477,700 0 0
CITI TRENDS INC COM 17306X102 1,550 72,921 SH   DFND 17 72,921 0 0
CITI TRENDS INC COM 17306X102 138 6,500 SH   DFND 21 0 0 6,500
CITIZENS FINL GROUP INC COM 174610105 8,666 330,900 SH   DFND 4 330,900 0 0
CITIZENS FINL GROUP INC COM 174610105 182 6,935 SH   DFND 17 6,935 0 0
CITIZENS FINL GROUP INC COM 174610105 1,184 45,000 SH   DFND 21 45,000 0 0
CITRIX SYS INC COM 177376100 146 1,925 SH   DFND 17 0 0 1,925
CITRIX SYS INC COM 177376100 180 2,344 SH   DFND 21 2,200 0 144
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 32,329 29,650,000 PRN   DFND 17 29,650,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1,636 1,500,000 PRN   DFND 21 1,500,000 0 0
CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 838 27,355 SH   DFND 17 27,355 0 0
CLEARWATER PAPER CORP COM 18538R103 63 1,385 SH   DFND 17 1,385 0 0
CLEARWATER PAPER CORP COM 18538R103 291 6,400 SH   DFND 21 6,400 0 0
CLIFFS NAT RES INC PUT 18683K951 7,110 4,500,000 SH Put DFND 4 4,500,000 0 0
CLIFTON BANCORP INC COM 186873105 277 19,295 SH   DFND 17 19,295 0 0
CLOROX CO DEL COM 189054109 1,164 9,180 SH   DFND 17 9,180 0 0
CLOROX CO DEL COM 189054109 588 4,587 SH   DFND 21 4,524 0 63
CLOVIS ONCOLOGY INC COM 189464100 4,699 135,680 SH   DFND 17 119,110 0 16,570
CLOVIS ONCOLOGY INC COM 189464100 1,225 35,000 SH   DFND 24 35,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 11,237 13,070,000 PRN   DFND 17 13,070,000 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 40,644 70,685,000 PRN   DFND 17 70,685,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 12,734 25,855,000 PRN   DFND 17 25,855,000 0 0
COCA COLA CO COM 191216100 991 23,064 SH   DFND 4 23,064 0 0
COCA COLA CO COM 191216100 119,705 2,786,428 SH   DFND 17 2,739,903 0 46,525
COCA COLA CO COM 191216100 14,251 329,419 SH   DFND 21 291,892 0 37,527
COCA COLA CO CALL 191216900 7,655 178,200 SH Call DFND 4 178,200 0 0
COCA COLA CO PUT 191216950 50,895 1,184,700 SH Put DFND 4 1,184,700 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 6,647 135,000 SH   DFND 3 135,000 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 8 157 SH   DFND 21 0 0 157
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 442 6,250 SH   DFND 21 6,250 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 405 6,754 SH   DFND 4 6,754 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 64,058 1,066,635 SH   DFND 17 920,200 0 146,435
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,767 62,221 SH   DFND 21 23,388 0 38,833
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 1,525 25,400 SH Call DFND 4 25,400 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 12,280 204,600 SH Put DFND 4 204,600 0 0
COLGATE PALMOLIVE CO COM 194162103 928 13,928 SH   DFND 4 13,928 0 0
COLGATE PALMOLIVE CO COM 194162103 14,530 218,099 SH   DFND 17 218,099 0 0
COLGATE PALMOLIVE CO COM 194162103 32,499 486,168 SH   DFND 21 269,791 0 216,377
COLGATE PALMOLIVE CO COM 194162103 346 5,200 SH   DFND 24 5,200 0 0
COLGATE PALMOLIVE CO CALL 194162903 1,446 21,700 SH Call DFND 4 21,700 0 0
COLGATE PALMOLIVE CO PUT 194162953 20,046 300,900 SH Put DFND 4 300,900 0 0
COLONY CAP INC CL A 19624R106 41,766 2,144,050 SH   DFND 4 2,144,050 0 0
COLONY CAP INC CL A 19624R106 213 10,911 SH   DFND 17 10,911 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 101 5,341 SH   DFND 17 5,341 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 482 25,482 SH   DFND 21 9,356 0 16,126
COMFORT SYS USA INC COM 199908104 2,231 78,506 SH   DFND 17 71,051 0 7,455
COMCAST CORP NEW CL A 20030N101 29,884 529,571 SH   DFND 4 529,571 0 0
COMCAST CORP NEW CL A 20030N101 306,709 5,434,828 SH   DFND 17 4,589,865 0 844,963
COMCAST CORP NEW CL A 20030N101 8,594 152,300 SH   DFND 20 152,300 0 0
COMCAST CORP NEW CL A 20030N101 232,795 4,113,121 SH   DFND 21 2,866,773 0 1,246,348
COMCAST CORP NEW CL A 20030N101 73 1,300 SH   DFND 24 1,300 0 0
COMCAST CORP NEW CALL 20030N901 5,925 105,000 SH Call DFND 4 105,000 0 0
COMCAST CORP NEW PUT 20030N951 63,010 1,116,600 SH Put DFND 4 1,116,600 0 0
COMMERCIAL METALS CO COM 201723103 460 33,622 SH   DFND 17 6,222 0 27,400
COMMERCIAL METALS CO COM 201723103 3,098 225,579 SH   DFND 21 50,608 0 174,971
COMMUNITY HEALTH SYS INC NEW COM 203668108 441 16,630 SH   DFND 17 3,930 0 12,700
COMMUNITY HEALTH SYS INC NEW COM 203668108 837 31,564 SH   DFND 21 19,436 0 12,128
COMMUNITY TR BANCORP INC COM 204149108 21,309 609,520 SH   DFND 3 609,520 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1,078 718,678 SH   DFND 17 718,678 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1,554 1,026,891 SH   DFND 21 603,223 0 423,668
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 164 15,557 SH   DFND 21 15,557 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 71 12,149 SH   DFND 17 12,149 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 691 115,092 SH   DFND 21 95,347 0 19,745
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 340 15,635 SH   DFND 21 15,635 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2,892 675,816 SH   DFND 21 675,816 0 0
COMPASS MINERALS INTL INC COM 20451N101 51,530 684,600 SH   DFND 3 672,600 0 12,000
COMPASS MINERALS INTL INC COM 20451N101 1,217 16,172 SH   DFND 17 16,172 0 0
COMPASS MINERALS INTL INC COM 20451N101 4,896 64,684 SH   DFND 21 1,352 0 63,332
COMPUTER PROGRAMS & SYS INC COM 205306103 320 6,435 SH   DFND 17 6,435 0 0
COMPUTER SCIENCES CORP COM 205363104 9,332 285,545 SH   DFND 17 259,750 0 25,795
COMPUTER SCIENCES CORP COM 205363104 15,179 460,172 SH   DFND 21 293,917 0 166,255
CONAGRA FOODS INC COM 205887102 5,818 138,000 SH   DFND 3 138,000 0 0
CONAGRA FOODS INC COM 205887102 89 2,105 SH   DFND 4 2,105 0 0
CONAGRA FOODS INC COM 205887102 2,241 53,156 SH   DFND 17 53,156 0 0
CONAGRA FOODS INC COM 205887102 993 23,558 SH   DFND 21 23,294 0 264
CONAGRA FOODS INC CALL 205887902 426 10,100 SH Call DFND 4 10,100 0 0
CONAGRA FOODS INC PUT 205887952 2,618 62,100 SH Put DFND 4 62,100 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 3,112 164,073 SH   DFND 17 160,224 0 3,849
CONCHO RES INC COM 20605P101 23,087 249,000 SH   DFND 17 244,780 0 4,220
CONCHO RES INC COM 20605P101 53 583 SH   DFND 21 518 0 65
CONCHO RES INC COM 20605P101 1,272 13,700 SH   DFND 24 13,700 0 0
CONCHO RES INC PUT 20605P951 26,001 280,000 SH Put DFND 4 280,000 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 456 8,220 SH   DFND 17 8,220 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 4,460 80,396 SH   DFND 21 51,166 0 29,230
CONNS INC COM 208242107 153 6,518 SH   DFND 17 6,518 0 0
CONNS INC COM 208242107 469 20,186 SH   DFND 21 17,319 0 2,867
CONOCOPHILLIPS COM 20825C104 9,254 198,200 SH   DFND 3 198,200 0 0
CONOCOPHILLIPS COM 20825C104 9,448 202,351 SH   DFND 4 202,351 0 0
CONOCOPHILLIPS COM 20825C104 5,888 126,105 SH   DFND 17 126,105 0 0
CONOCOPHILLIPS COM 20825C104 14,352 307,684 SH   DFND 21 277,712 0 29,972
CONOCOPHILLIPS CALL 20825C904 3,371 72,200 SH Call DFND 4 72,200 0 0
CONOCOPHILLIPS PUT 20825C954 17,061 365,400 SH Put DFND 4 365,400 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 202 9,632 SH   DFND 17 9,632 0 0
CONSOLIDATED EDISON INC COM 209115104 244 3,804 SH   DFND 4 3,804 0 0
CONSOLIDATED EDISON INC COM 209115104 9,214 143,360 SH   DFND 17 15,519 0 127,841
CONSOLIDATED EDISON INC COM 209115104 55,780 858,926 SH   DFND 21 590,151 0 268,775
CONSOLIDATED EDISON INC CALL 209115904 398 6,200 SH Call DFND 4 6,200 0 0
CONSOLIDATED EDISON INC PUT 209115954 4,480 69,700 SH Put DFND 4 69,700 0 0
CONSTANT CONTACT INC COM 210313102 5,072 173,464 SH   DFND 4 173,464 0 0
CONSTANT CONTACT INC COM 210313102 6,162 210,803 SH   DFND 21 210,803 0 0
CONSTELLATION BRANDS INC CL A 21036P108 122 860 SH   DFND 4 860 0 0
CONSTELLATION BRANDS INC CL A 21036P108 21,975 154,274 SH   DFND 17 137,514 0 16,760
CONSTELLATION BRANDS INC CL A 21036P108 21,715 151,167 SH   DFND 21 26,524 0 124,643
CONSTELLATION BRANDS INC CL A 21036P108 4,886 34,300 SH   DFND 24 34,300 0 0
CONSTELLATION BRANDS INC CALL 21036P908 1,168 8,200 SH Call DFND 4 8,200 0 0
CONSTELLATION BRANDS INC PUT 21036P958 7,891 55,400 SH Put DFND 4 55,400 0 0
CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1,064 62,000 SH   DFND 17 62,000 0 0
CONVERGYS CORP COM 212485106 39,365 1,581,567 SH   DFND 3 1,554,567 0 27,000
CONVERGYS CORP COM 212485106 15,347 616,613 SH   DFND 17 451,981 0 164,632
CONVERGYS CORP COM 212485106 40,018 1,592,720 SH   DFND 21 1,295,875 0 296,845
COOPER COS INC COM NEW 216648402 5,380 40,093 SH   DFND 17 40,093 0 0
COOPER COS INC COM NEW 216648402 1,470 10,889 SH   DFND 21 8,509 0 2,380
COOPER STD HLDGS INC COM 21676P103 9,310 119,994 SH   DFND 17 107,049 0 12,945
COOPER STD HLDGS INC COM 21676P103 94 1,200 SH   DFND 21 0 0 1,200
COOPER TIRE & RUBR CO COM 216831107 59 1,555 SH   DFND 17 1,555 0 0
COOPER TIRE & RUBR CO COM 216831107 2,506 64,808 SH   DFND 21 36,636 0 28,172
CORCEPT THERAPEUTICS INC COM 218352102 118 23,720 SH   DFND 17 0 0 23,720
CORE MARK HOLDING CO INC COM 218681104 34,656 422,939 SH   DFND 17 363,433 0 59,506
CORE MARK HOLDING CO INC COM 218681104 282 3,350 SH   DFND 21 0 0 3,350
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 47,377 47,615,000 PRN   DFND 17 41,265,000 0 6,350,000
CORNING INC COM 219350105 6,160 337,000 SH   DFND 3 337,000 0 0
CORNING INC COM 219350105 1,715 93,825 SH   DFND 4 93,825 0 0
CORNING INC COM 219350105 8,632 472,196 SH   DFND 17 367,831 0 104,365
CORNING INC COM 219350105 38,487 2,088,571 SH   DFND 21 1,152,164 0 936,407
CORNING INC CALL 219350905 384 21,000 SH Call DFND 4 21,000 0 0
CORNING INC PUT 219350955 6,233 341,000 SH Put DFND 4 341,000 0 0
CORPBANCA SPONSORED ADR 21987A209 3,751 320,600 SH   DFND 3 320,600 0 0
CORPBANCA SPONSORED ADR 21987A209 519 42,855 SH   DFND 21 38,593 0 4,262
COSTCO WHSL CORP NEW COM 22160K105 636 3,937 SH   DFND 4 3,937 0 0
COSTCO WHSL CORP NEW COM 22160K105 249,660 1,545,798 SH   DFND 17 1,441,023 0 104,775
COSTCO WHSL CORP NEW COM 22160K105 49,931 307,623 SH   DFND 21 303,508 0 4,115
COSTCO WHSL CORP NEW CALL 22160K905 3,036 18,800 SH Call DFND 4 18,800 0 0
COSTCO WHSL CORP NEW PUT 22160K955 45,010 278,700 SH Put DFND 4 278,700 0 0
COTY INC COM CL A 222070203 1,175 45,840 SH   DFND 17 45,840 0 0
COUSINS PPTYS INC COM 222795106 26,932 2,856,000 SH   DFND 3 2,805,700 0 50,300
COUSINS PPTYS INC COM 222795106 878 93,100 SH   DFND 17 93,100 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,105 58,479 SH   DFND 17 55,251 0 3,228
COVENANT TRANSN GROUP INC CL A 22284P105 969 51,795 SH   DFND 21 30,542 0 21,253
COWEN GROUP INC NEW CL A 223622101 7,399 1,931,916 SH   DFND 17 1,931,916 0 0
COWEN GROUP INC NEW CL A 223622101 457 118,508 SH   DFND 21 118,508 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 2,701 21,298 SH   DFND 17 21,298 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 22,278 175,862 SH   DFND 21 163,131 0 12,731
CRANE CO COM 224399105 67,728 1,415,710 SH   DFND 3 1,396,710 0 19,000
CRANE CO COM 224399105 4,866 101,704 SH   DFND 17 101,704 0 0
CRANE CO COM 224399105 907 18,906 SH   DFND 21 10,366 0 8,540
CREDIT ACCEP CORP MICH COM 225310101 2,970 13,879 SH   DFND 17 13,879 0 0
CREDIT ACCEP CORP MICH COM 225310101 23,144 109,276 SH   DFND 21 109,276 0 0
CREE INC COM 225447101 217 8,120 SH   DFND 21 2,248 0 5,872
CRESCENT PT ENERGY CORP COM 22576C101 623 39,418 SH   DFND 17 39,418 0 0
CRESCENT PT ENERGY CORP COM 22576C101 2,240 141,816 SH   DFND 21 141,236 0 580
CRITEO S A SPONS ADS 226718104 68,173 1,721,537 SH   DFND 17 1,309,723 0 411,814
CRITEO S A SPONS ADS 226718104 871 21,865 SH   DFND 21 21,865 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 6,795 414,577 SH   DFND 17 404,477 0 10,100
CROWN CASTLE INTL CORP NEW COM 22822V101 177 2,047 SH   DFND 4 2,047 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 6,412 74,173 SH   DFND 17 74,173 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 40,462 466,063 SH   DFND 21 465,878 0 185
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 49,737 463,660 SH   DFND 17 461,660 0 2,000
CROWN CASTLE INTL CORP NEW CALL 22822V901 1,297 15,000 SH Call DFND 4 15,000 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 8,559 99,000 SH Put DFND 4 99,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,597 56,050 SH   DFND 17 56,050 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 127 2,704 SH   DFND 21 2,704 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 334 7,200 SH   DFND 24 7,200 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 19,159 14,405,000 PRN   DFND 17 14,405,000 0 0
CUBESMART COM 229663109 18,658 609,329 SH   DFND 17 487,762 0 121,567
CUBESMART COM 229663109 236 7,600 SH   DFND 21 0 0 7,600
CULLEN FROST BANKERS INC COM 229899109 57,996 966,600 SH   DFND 3 949,800 0 16,800
CULLEN FROST BANKERS INC COM 229899109 563 9,376 SH   DFND 17 9,376 0 0
CUMMINS INC COM 231021106 4,893 55,600 SH   DFND 3 55,600 0 0
CUMMINS INC COM 231021106 3,821 43,413 SH   DFND 4 43,413 0 0
CUMMINS INC COM 231021106 2 20 SH   DFND 17 20 0 0
CUMMINS INC COM 231021106 1,765 19,848 SH   DFND 21 15,535 0 4,313
CUMMINS INC PUT 231021956 4,356 49,500 SH Put DFND 4 49,500 0 0
CURTISS WRIGHT CORP COM 231561101 1,149 16,780 SH   DFND 21 16,780 0 0
CYNOSURE INC CL A 232577205 23,924 535,561 SH   DFND 17 501,566 0 33,995
CYNOSURE INC CL A 232577205 84 1,900 SH   DFND 21 0 0 1,900
CYPRESS SEMICONDUCTOR CORP COM 232806109 16,069 1,638,007 SH   DFND 17 1,458,366 0 179,641
CYPRESS SEMICONDUCTOR CORP COM 232806109 676 68,868 SH   DFND 21 58,968 0 9,900
CYRUSONE INC COM 23283R100 49,390 1,318,824 SH   DFND 3 1,291,424 0 27,400
CYRUSONE INC COM 23283R100 10,008 267,248 SH   DFND 17 223,490 0 43,758
CYRUSONE INC COM 23283R100 113 3,000 SH   DFND 21 0 0 3,000
DCT INDUSTRIAL TRUST INC COM NEW 233153204 7,236 193,633 SH   DFND 4 193,633 0 0
D R HORTON INC COM 23331A109 5,311 165,820 SH   DFND 3 165,820 0 0
D R HORTON INC COM 23331A109 4,271 133,337 SH   DFND 17 133,337 0 0
D R HORTON INC COM 23331A109 6 184 SH   DFND 21 0 0 184
DST SYS INC DEL COM 233326107 33,762 296,000 SH   DFND 4 296,000 0 0
DST SYS INC DEL COM 233326107 3,222 28,244 SH   DFND 17 23,841 0 4,403
DST SYS INC DEL COM 233326107 21,312 185,444 SH   DFND 21 84,595 0 100,849
DTE ENERGY CO COM 233331107 13,883 173,132 SH   DFND 17 166,021 0 7,111
DTE ENERGY CO COM 233331107 48,558 601,296 SH   DFND 21 421,584 0 179,712
DANA HLDG CORP COM 235825205 48,720 3,530,400 SH   DFND 3 3,472,800 0 57,600
DANA HLDG CORP COM 235825205 849 61,525 SH   DFND 17 61,525 0 0
DANAHER CORP DEL COM 235851102 595 6,403 SH   DFND 4 6,403 0 0
DANAHER CORP DEL COM 235851102 88,120 948,755 SH   DFND 17 816,445 0 132,310
DANAHER CORP DEL COM 235851102 45,831 491,988 SH   DFND 21 485,567 0 6,421
DANAHER CORP DEL COM 235851102 10,206 109,884 SH   DFND 24 109,884 0 0
DANAHER CORP DEL CALL 235851902 2,526 27,200 SH Call DFND 4 27,200 0 0
DANAHER CORP DEL PUT 235851952 20,183 217,300 SH Put DFND 4 217,300 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,285 475,000 PRN   DFND 17 475,000 0 0
DARDEN RESTAURANTS INC COM 237194105 4,029 63,316 SH   DFND 17 63,316 0 0
DARDEN RESTAURANTS INC COM 237194105 42,000 655,445 SH   DFND 21 631,911 0 23,534
DAVITA HEALTHCARE PARTNERS I COM 23918K108 17,428 250,000 SH   DFND 4 250,000 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 605 8,680 SH   DFND 17 8,680 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 258 3,707 SH   DFND 21 3,588 0 119
DEAN FOODS CO NEW COM NEW 242370203 7,393 431,095 SH   DFND 17 431,095 0 0
DEAN FOODS CO NEW COM NEW 242370203 3,453 201,331 SH   DFND 24 201,331 0 0
DEERE & CO COM 244199105 3,867 50,698 SH   DFND 4 50,698 0 0
DEERE & CO COM 244199105 59,574 781,100 SH   DFND 17 777,400 0 3,700
DEERE & CO COM 244199105 2,979 38,887 SH   DFND 21 36,781 0 2,106
DEERE & CO CALL 244199905 1,091 14,300 SH Call DFND 4 14,300 0 0
DEERE & CO PUT 244199955 12,005 157,400 SH Put DFND 4 157,400 0 0
DELEK US HLDGS INC COM 246647101 41,798 1,699,100 SH   DFND 3 1,699,100 0 0
DELEK US HLDGS INC COM 246647101 354 14,379 SH   DFND 17 1,879 0 12,500
DELEK US HLDGS INC COM 246647101 6,059 246,812 SH   DFND 21 53,989 0 192,823
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 22,165 621,030 SH   DFND 3 589,169 0 31,861
DELTA AIR LINES INC DEL COM NEW 247361702 319 6,298 SH   DFND 4 6,298 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 24,274 475,244 SH   DFND 21 297,849 0 177,395
DELTA AIR LINES INC DEL CALL 247361902 1,303 25,700 SH Call DFND 4 25,700 0 0
DELTA AIR LINES INC DEL PUT 247361952 19,734 389,300 SH Put DFND 4 389,300 0 0
DENBURY RES INC COM NEW 247916208 1,240 613,905 SH   DFND 17 613,905 0 0
DENBURY RES INC COM NEW 247916208 36 18,429 SH   DFND 21 17,809 0 620
DELUXE CORP COM 248019101 51,884 951,300 SH   DFND 3 935,300 0 16,000
DELUXE CORP COM 248019101 6,913 126,760 SH   DFND 17 70,760 0 56,000
DELUXE CORP COM 248019101 19,093 346,477 SH   DFND 21 165,472 0 181,005
DENTSPLY INTL INC NEW PUT 249030957 974 16,000 SH Put DFND 21 16,000 0 0
DERMIRA INC COM 24983L104 3,671 105,627 SH   DFND 17 105,627 0 0
DERMIRA INC COM 24983L104 519 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 33,802 29,515,000 PRN   DFND 17 26,605,000 0 2,910,000
DEVON ENERGY CORP NEW COM 25179M103 35 1,100 SH   DFND 3 1,100 0 0
DEVON ENERGY CORP NEW COM 25179M103 12,111 378,472 SH   DFND 4 378,472 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,398 74,927 SH   DFND 17 74,927 0 0
DEVON ENERGY CORP NEW COM 25179M103 8,803 282,558 SH   DFND 21 257,916 0 24,642
DEVON ENERGY CORP NEW CALL 25179M903 262 8,200 SH Call DFND 4 8,200 0 0
DEVON ENERGY CORP NEW PUT 25179M953 19,424 607,000 SH Put DFND 4 607,000 0 0
DEVRY ED GROUP INC COM 251893103 14 567 SH   DFND 17 567 0 0
DEVRY ED GROUP INC COM 251893103 1,029 40,575 SH   DFND 21 23,162 0 17,413
DEXCOM INC COM 252131107 6,330 77,290 SH   DFND 17 55,275 0 22,015
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 493 2,611 SH   DFND 17 0 0 2,611
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,757 178,050 SH   DFND 17 170,500 0 7,550
DIAMOND OFFSHORE DRILLING IN COM 25271C102 7,496 358,151 SH   DFND 21 30,655 0 327,496
DIAMOND OFFSHORE DRILLING IN PUT 25271C952 2,912 138,000 SH Put DFND 4 138,000 0 0
DIAMOND RESORTS INTL INC COM 25272T104 14,531 569,618 SH   DFND 17 495,015 0 74,603
DIAMOND RESORTS INTL INC COM 25272T104 123 4,800 SH   DFND 21 0 0 4,800
DIAMONDROCK HOSPITALITY CO COM 252784301 737 76,340 SH   DFND 4 76,340 0 0
DIAMONDBACK ENERGY INC COM 25278X109 5,439 81,293 SH   DFND 17 81,293 0 0
DIGITAL RLTY TR INC COM 253868103 6,359 84,090 SH   DFND 3 84,090 0 0
DIGITAL RLTY TR INC COM 253868103 4,273 56,510 SH   DFND 4 56,510 0 0
DIGITAL RLTY TR INC COM 253868103 415 5,483 SH   DFND 17 5,483 0 0
DIGITAL RLTY TR INC COM 253868103 9 115 SH   DFND 21 0 0 115
DILLARDS INC CL A 254067101 3,487 53,059 SH   DFND 17 53,059 0 0
DILLARDS INC CL A 254067101 7,215 108,738 SH   DFND 21 70,663 0 38,075
DINEEQUITY INC COM 254423106 56,509 667,400 SH   DFND 3 655,600 0 11,800
DINEEQUITY INC COM 254423106 498 5,883 SH   DFND 17 5,883 0 0
DINEEQUITY INC COM 254423106 6,210 72,999 SH   DFND 21 66,988 0 6,011
DISNEY WALT CO COM DISNEY 254687106 7,247 68,970 SH   DFND 4 68,021 0 949
DISNEY WALT CO COM DISNEY 254687106 188,150 1,790,542 SH   DFND 17 1,580,468 0 210,074
DISNEY WALT CO COM DISNEY 254687106 186,285 1,761,238 SH   DFND 21 1,156,526 0 604,712
DISNEY WALT CO COM DISNEY 254687106 147 1,400 SH   DFND 24 1,400 0 0
DISNEY WALT CO CALL 254687906 6,589 62,700 SH Call DFND 4 62,700 0 0
DISNEY WALT CO PUT 254687956 72,862 693,400 SH Put DFND 4 693,400 0 0
DISCOVER FINL SVCS COM 254709108 12,454 232,270 SH   DFND 3 232,270 0 0
DISCOVER FINL SVCS COM 254709108 1,887 35,200 SH   DFND 4 35,200 0 0
DISCOVER FINL SVCS COM 254709108 2,625 48,955 SH   DFND 17 48,955 0 0
DISCOVER FINL SVCS COM 254709108 22,160 410,001 SH   DFND 21 395,872 0 14,129
DISCOVER FINL SVCS CALL 254709908 1,110 20,700 SH Call DFND 4 20,700 0 0
DISCOVER FINL SVCS PUT 254709958 8,172 152,400 SH Put DFND 4 152,400 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,253 46,949 SH   DFND 17 38,439 0 8,510
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 8 282 SH   DFND 21 0 0 282
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,121 44,449 SH   DFND 17 35,939 0 8,510
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 7 282 SH   DFND 21 0 0 282
DISH NETWORK CORP CL A 25470M109 5,109 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 143 2,495 SH   DFND 17 0 0 2,495
DISH NETWORK CORP CL A 25470M109 7 126 SH   DFND 21 0 0 126
DR REDDYS LABS LTD ADR 256135203 8,282 178,912 SH   DFND 17 173,812 0 5,100
DR REDDYS LABS LTD ADR 256135203 1,033 22,319 SH   DFND 21 22,319 0 0
DOLBY LABORATORIES INC COM 25659T107 236 7,000 SH   DFND 17 7,000 0 0
DOLBY LABORATORIES INC COM 25659T107 89 2,600 SH   DFND 21 2,600 0 0
DOLLAR GEN CORP NEW COM 256677105 6,392 88,942 SH   DFND 4 88,942 0 0
DOLLAR GEN CORP NEW COM 256677105 26,690 371,200 SH   DFND 17 363,560 0 7,640
DOLLAR GEN CORP NEW COM 256677105 4,401 61,120 SH   DFND 21 51,871 0 9,249
DOLLAR GEN CORP NEW CALL 256677905 568 7,900 SH Call DFND 4 7,900 0 0
DOLLAR GEN CORP NEW PUT 256677955 7,446 103,600 SH Put DFND 4 103,600 0 0
DOLLAR TREE INC COM 256746108 175 2,265 SH   DFND 4 2,265 0 0
DOLLAR TREE INC COM 256746108 65,109 843,158 SH   DFND 17 695,268 0 147,890
DOLLAR TREE INC COM 256746108 9 121 SH   DFND 21 0 0 121
DOLLAR TREE INC PUT 256746958 2,494 32,300 SH Put DFND 4 32,300 0 0
DOMINION DIAMOND CORP COM 257287102 415 30,229 SH   DFND 21 30,229 0 0
DOMINION RES INC VA NEW COM 25746U109 108 1,601 SH   DFND 4 1,601 0 0
DOMINION RES INC VA NEW COM 25746U109 92 1,363 SH   DFND 17 1,363 0 0
DOMINION RES INC VA NEW COM 25746U109 18 268 SH   DFND 21 0 0 268
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 1,062 20,000 SH   DFND 17 20,000 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12,020 250,000 SH   DFND 17 250,000 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 3,596 67,000 SH   DFND 17 67,000 0 0
DOMINION RES INC VA NEW CALL 25746U909 2,834 41,900 SH Call DFND 4 41,900 0 0
DOMINION RES INC VA NEW PUT 25746U959 10,132 149,800 SH Put DFND 4 149,800 0 0
DOMTAR CORP COM NEW 257559203 2,078 41,400 SH   DFND 17 37,659 0 3,741
DOMTAR CORP COM NEW 257559203 32,658 647,398 SH   DFND 21 390,993 0 256,405
DONALDSON INC COM 257651109 4,557 158,978 SH   DFND 21 142,190 0 16,788
DONALDSON INC COM 257651109 9,115 318,040 SH   DFND 24 318,040 0 0
DONNELLEY R R & SONS CO COM 257867101 15,103 1,026,029 SH   DFND 4 1,026,029 0 0
DONNELLEY R R & SONS CO COM 257867101 2,357 159,928 SH   DFND 21 21,981 0 137,947
DOUGLAS DYNAMICS INC COM 25960R105 841 39,716 SH   DFND 21 6,479 0 33,237
DOVER CORP COM 260003108 730 11,887 SH   DFND 21 11,800 0 87
DOW CHEM CO COM 260543103 1,075 20,878 SH   DFND 4 20,878 0 0
DOW CHEM CO COM 260543103 47,036 913,518 SH   DFND 17 878,548 0 34,970
DOW CHEM CO COM 260543103 73,699 1,428,893 SH   DFND 21 1,026,843 0 402,050
DOW CHEM CO COM 260543103 2,842 55,200 SH   DFND 24 55,200 0 0
DOW CHEM CO CALL 260543903 1,997 38,800 SH Call DFND 4 38,800 0 0
DOW CHEM CO PUT 260543953 22,229 431,800 SH Put DFND 4 431,800 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 73 780 SH   DFND 4 780 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 22,675 243,289 SH   DFND 17 147,602 0 95,687
DR PEPPER SNAPPLE GROUP INC COM 26138E109 107,801 1,146,952 SH   DFND 21 773,083 0 373,869
DR PEPPER SNAPPLE GROUP INC PUT 26138E959 1,808 19,400 SH Put DFND 4 19,400 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,731 41,013 SH   DFND 4 41,013 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 4,159 62,445 SH   DFND 17 62,445 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 960 14,325 SH   DFND 21 13,818 0 507
DU PONT E I DE NEMOURS & CO COM 263534109 2,318 34,800 SH   DFND 24 34,800 0 0
DU PONT E I DE NEMOURS & CO CALL 263534909 2,604 39,100 SH Call DFND 4 39,100 0 0
DU PONT E I DE NEMOURS & CO PUT 263534959 19,814 297,500 SH Put DFND 4 297,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 637 8,928 SH   DFND 4 8,928 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 14,588 204,340 SH   DFND 17 156,640 0 47,700
DUKE ENERGY CORP NEW COM NEW 26441C204 26,203 366,020 SH   DFND 21 307,554 0 58,466
DUKE ENERGY CORP NEW CALL 26441C904 2,085 29,200 SH Call DFND 4 29,200 0 0
DUKE ENERGY CORP NEW PUT 26441C954 13,743 192,500 SH Put DFND 4 192,500 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 986 9,316 SH   DFND 21 9,269 0 47
DUNKIN BRANDS GROUP INC COM 265504100 8,811 206,875 SH   DFND 17 167,965 0 38,910
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 232 7,180 SH   DFND 21 0 0 7,180
DYAX CORP COM 26746E103 5,220 138,750 SH   DFND 21 138,750 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1,799 74,461 SH   DFND 17 55,731 0 18,730
DYNEGY INC NEW DEL COM 26817R108 938 70,000 SH   DFND 4 70,000 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 35,246 695,590 SH   DFND 17 694,390 0 1,200
E M C CORP MASS COM 268648102 2,245 87,406 SH   DFND 4 87,406 0 0
E M C CORP MASS COM 268648102 123,751 4,818,953 SH   DFND 17 4,792,780 0 26,173
E M C CORP MASS COM 268648102 11,057 430,270 SH   DFND 21 270,378 0 159,892
E M C CORP MASS CALL 268648902 1,798 70,000 SH Call DFND 4 70,000 0 0
E M C CORP MASS PUT 268648952 12,694 494,300 SH Put DFND 4 494,300 0 0
EMC INS GROUP INC COM 268664109 753 29,750 SH   DFND 17 29,750 0 0
EOG RES INC COM 26875P101 12,753 180,156 SH   DFND 4 180,156 0 0
EOG RES INC COM 26875P101 72,658 1,026,510 SH   DFND 17 903,740 0 122,770
EOG RES INC COM 26875P101 37,632 531,602 SH   DFND 20 531,602 0 0
EOG RES INC COM 26875P101 87,420 1,235,614 SH   DFND 21 967,141 0 268,473
EOG RES INC COM 26875P101 1,168 16,500 SH   DFND 24 16,500 0 0
EOG RES INC CALL 26875P901 1,253 17,700 SH Call DFND 4 17,700 0 0
EOG RES INC PUT 26875P951 19,949 281,800 SH Put DFND 4 281,800 0 0
EP ENERGY CORP CL A 268785102 760 185,000 SH   DFND 21 185,000 0 0
EAGLE BANCORP INC MD COM 268948106 20,738 410,905 SH   DFND 17 355,783 0 55,122
EAGLE BANCORP INC MD COM 268948106 151 2,965 SH   DFND 21 0 0 2,965
E TRADE FINANCIAL CORP COM NEW 269246401 443 14,943 SH   DFND 17 14,943 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 9,754 326,924 SH   DFND 21 274,684 0 52,240
EXCO RESOURCES INC PUT 269279952 2,542 2,050,000 SH Put DFND 4 2,050,000 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 25,173 283,771 SH   DFND 17 252,630 0 31,141
EAGLE PHARMACEUTICALS INC COM 269796108 975 11,000 SH   DFND 24 11,000 0 0
EARTHLINK HLDGS CORP COM 27033X101 248 33,417 SH   DFND 17 33,417 0 0
EARTHLINK HLDGS CORP COM 27033X101 891 119,795 SH   DFND 21 119,795 0 0
EASTGROUP PPTY INC COM 277276101 3,135 56,380 SH   DFND 4 56,380 0 0
EASTMAN CHEM CO COM 277432100 17,105 253,370 SH   DFND 3 253,370 0 0
EASTMAN CHEM CO COM 277432100 3,876 57,420 SH   DFND 17 53,878 0 3,542
EASTMAN CHEM CO COM 277432100 10,856 160,604 SH   DFND 21 74,342 0 86,262
EBAY INC COM 278642103 148 5,380 SH   DFND 4 5,380 0 0
EBAY INC COM 278642103 3 100 SH   DFND 17 100 0 0
EBAY INC COM 278642103 1,434 51,681 SH   DFND 21 51,139 0 542
EBAY INC CALL 278642903 390 14,200 SH Call DFND 4 14,200 0 0
EBAY INC PUT 278642953 3,506 127,600 SH Put DFND 4 127,600 0 0
EBIX INC COM NEW 278715206 2,808 85,626 SH   DFND 17 0 0 85,626
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,178 57,786 SH   DFND 17 57,786 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 3,880 4,000,000 PRN   DFND 17 4,000,000 0 0
ECOLAB INC COM 278865100 359 3,143 SH   DFND 4 3,143 0 0
ECOLAB INC COM 278865100 47,525 415,497 SH   DFND 17 348,052 0 67,445
ECOLAB INC COM 278865100 25,518 222,551 SH   DFND 21 124,284 0 98,267
ECOLAB INC COM 278865100 1,711 14,960 SH   DFND 24 14,960 0 0
ECOLAB INC CALL 278865900 1,075 9,400 SH Call DFND 4 9,400 0 0
ECOLAB INC PUT 278865950 7,618 66,600 SH Put DFND 4 66,600 0 0
ECOPETROL S A SPONSORED ADS 279158109 177 25,947 SH   DFND 21 25,947 0 0
EDGEWELL PERS CARE CO COM 28035Q102 295 3,760 SH   DFND 17 3,760 0 0
EDGEWELL PERS CARE CO COM 28035Q102 8 100 SH   DFND 21 0 0 100
EDISON INTL COM 281020107 126 2,128 SH   DFND 4 2,128 0 0
EDISON INTL COM 281020107 19,178 323,902 SH   DFND 17 201,802 0 122,100
EDISON INTL COM 281020107 23,537 394,091 SH   DFND 21 256,496 0 137,595
EDISON INTL CALL 281020907 515 8,700 SH Call DFND 4 8,700 0 0
EDISON INTL PUT 281020957 2,570 43,400 SH Put DFND 4 43,400 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 15,944 201,880 SH   DFND 17 154,350 0 47,530
EDWARDS LIFESCIENCES CORP COM 28176E108 10 122 SH   DFND 21 0 0 122
EDWARDS LIFESCIENCES CORP CALL 28176E908 419 5,300 SH Call DFND 4 5,300 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 837 10,600 SH Put DFND 4 10,600 0 0
8X8 INC NEW COM 282914100 12,452 1,087,538 SH   DFND 17 1,077,052 0 10,486
8X8 INC NEW COM 282914100 9,061 791,331 SH   DFND 20 791,331 0 0
EL PASO ELEC CO COM NEW 283677854 248 6,323 SH   DFND 21 6,323 0 0
ELDORADO RESORTS INC COM 28470R102 4,397 399,767 SH   DFND 17 390,979 0 8,788
ELECTRONIC ARTS INC COM 285512109 201 2,921 SH   DFND 4 2,921 0 0
ELECTRONIC ARTS INC COM 285512109 13,946 202,934 SH   DFND 17 153,754 0 49,180
ELECTRONIC ARTS INC COM 285512109 1,630 23,723 SH   DFND 21 7,832 0 15,891
ELECTRONIC ARTS INC CALL 285512909 838 12,200 SH Call DFND 4 12,200 0 0
ELECTRONIC ARTS INC PUT 285512959 5,614 81,700 SH Put DFND 4 81,700 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 41,990 19,000,000 PRN   DFND 17 17,165,000 0 1,835,000
ELECTRONICS FOR IMAGING INC COM 286082102 23,083 493,864 SH   DFND 17 429,646 0 64,218
ELECTRONICS FOR IMAGING INC COM 286082102 331 6,978 SH   DFND 21 3,678 0 3,300
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 56,513 53,015,000 PRN   DFND 17 46,475,000 0 6,540,000
ELLIE MAE INC COM 28849P100 201 3,335 SH   DFND 17 0 0 3,335
ELLIS PERRY INTL INC COM 288853104 452 24,550 SH   DFND 17 24,550 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 399 13,363 SH   DFND 21 13,363 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 813 20,186 SH   DFND 21 20,186 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 36,416 26,875,000 PRN   DFND 17 23,215,000 0 3,660,000
EMERSON ELEC CO COM 291011104 5,089 106,400 SH   DFND 3 106,400 0 0
EMERSON ELEC CO COM 291011104 3,315 69,313 SH   DFND 4 69,313 0 0
EMERSON ELEC CO COM 291011104 1,260 26,347 SH   DFND 17 26,347 0 0
EMERSON ELEC CO COM 291011104 696 14,338 SH   DFND 21 14,100 0 238
EMERSON ELEC CO CALL 291011904 1,636 34,200 SH Call DFND 4 34,200 0 0
EMERSON ELEC CO PUT 291011954 8,313 173,800 SH Put DFND 4 173,800 0 0
EMPIRE DIST ELEC CO COM 291641108 219 7,810 SH   DFND 17 7,810 0 0
EMPIRE DIST ELEC CO COM 291641108 306 10,714 SH   DFND 21 10,714 0 0
EMPLOYERS HOLDINGS INC COM 292218104 961 34,254 SH   DFND 21 29,073 0 5,181
ENBRIDGE INC COM 29250N105 18,002 402,271 SH   DFND 21 64,404 0 337,867
ENBRIDGE INC COM 29250N105 654 14,500 SH   DFND 24 14,500 0 0
ENCORE CAP GROUP INC COM 292554102 1,198 41,193 SH   DFND 21 9,976 0 31,217
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 27,690 39,000,000 PRN   DFND 17 39,000,000 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 25,017 734,500 SH   DFND 3 705,500 0 29,000
ENERGIZER HLDGS INC NEW COM 29272W109 3 100 SH   DFND 21 0 0 100
ENERGY TRANSFER EQUITY L P PUT 29273V950 2,027 147,500 SH Put DFND 21 147,500 0 0
ENERSIS S A SPONSORED ADR 29274F104 160 13,380 SH   DFND 21 13,380 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 5,714 95,225,000 PRN   DFND 17 91,070,000 0 4,155,000
ENERSYS COM 29275Y102 49,582 886,500 SH   DFND 3 868,800 0 17,700
ENERSYS COM 29275Y102 2,534 45,121 SH   DFND 21 43,822 0 1,299
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 281 18,636 SH   DFND 17 18,636 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1,001 66,694 SH   DFND 21 66,694 0 0
ENNIS INC COM 293389102 18,637 968,175 SH   DFND 3 910,001 0 58,174
ENNIS INC COM 293389102 1,451 75,401 SH   DFND 17 75,401 0 0
ENOVA INTL INC COM 29357K103 216 32,454 SH   DFND 21 32,454 0 0
ENSIGN GROUP INC COM 29358P101 20,285 896,368 SH   DFND 3 896,368 0 0
ENTERGY CORP NEW COM 29364G103 7,055 103,200 SH   DFND 3 103,200 0 0
ENTERGY CORP NEW COM 29364G103 7,953 116,335 SH   DFND 17 34,249 0 82,086
ENTERGY CORP NEW COM 29364G103 50,414 732,009 SH   DFND 21 388,767 0 343,242
ENTERPRISE FINL SVCS CORP COM 293712105 547 19,300 SH   DFND 17 0 0 19,300
ENTERPRISE FINL SVCS CORP COM 293712105 245 8,497 SH   DFND 21 5,985 0 2,512
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,692 608,594 SH   DFND 17 593,053 0 15,541
EPAM SYS INC COM 29414B104 650 8,270 SH   DFND 17 4,655 0 3,615
EPAM SYS INC COM 29414B104 1,727 21,960 SH   DFND 21 21,960 0 0
EPLUS INC COM 294268107 9,884 105,982 SH   DFND 17 104,907 0 1,075
EPLUS INC COM 294268107 2,781 29,609 SH   DFND 21 12,760 0 16,849
EQUIFAX INC COM 294429105 9,734 87,405 SH   DFND 17 70,015 0 17,390
EQUIFAX INC COM 294429105 157 1,390 SH   DFND 21 1,300 0 90
EQUINIX INC COM PAR $0.001 29444U700 281 928 SH   DFND 4 928 0 0
EQUINIX INC COM PAR $0.001 29444U700 25,178 83,260 SH   DFND 17 70,304 0 12,956
EQUINIX INC COM PAR $0.001 29444U700 33,499 110,710 SH   DFND 21 110,710 0 0
EQUINIX INC CALL 29444U900 333 1,100 SH Call DFND 4 1,100 0 0
EQUINIX INC PUT 29444U950 3,810 12,600 SH Put DFND 4 12,600 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,071 38,610 SH   DFND 4 38,610 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,001 15,010 SH   DFND 17 15,010 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,588 53,812 SH   DFND 21 53,812 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,501 128,707 SH   DFND 4 128,707 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 25 306 SH   DFND 17 306 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,655 117,903 SH   DFND 21 117,689 0 214
EQUITY RESIDENTIAL CALL 29476L907 1,452 17,800 SH Call DFND 4 17,800 0 0
EQUITY RESIDENTIAL PUT 29476L957 8,950 109,700 SH Put DFND 4 109,700 0 0
ERIE INDTY CO CL A 29530P102 220 2,300 SH   DFND 17 2,300 0 0
ESCO TECHNOLOGIES INC COM 296315104 281 7,768 SH   DFND 17 7,768 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,007 27,793 SH   DFND 21 27,793 0 0
ESSENDANT INC COM 296689102 46,820 1,440,177 SH   DFND 3 1,426,977 0 13,200
ESSENDANT INC COM 296689102 390 11,999 SH   DFND 21 6,818 0 5,181
ESSEX PPTY TR INC COM 297178105 11,043 46,127 SH   DFND 4 46,127 0 0
ESSEX PPTY TR INC COM 297178105 13 55 SH   DFND 17 55 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 910 11,230 SH   DFND 21 11,230 0 0
EURONET WORLDWIDE INC COM 298736109 28,801 397,635 SH   DFND 17 329,264 0 68,371
EURONET WORLDWIDE INC COM 298736109 5,535 76,200 SH   DFND 21 61,146 0 15,054
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 48,209 39,760,000 PRN   DFND 17 34,190,000 0 5,570,000
EVERBANK FINL CORP COM 29977G102 215 13,442 SH   DFND 17 13,442 0 0
EVERBANK FINL CORP COM 29977G102 1,213 75,801 SH   DFND 21 32,518 0 43,283
EVERI HLDGS INC COM 30034T103 342 78,761 SH   DFND 21 66,708 0 12,053
EVERSOURCE ENERGY COM 30040W108 945 18,505 SH   DFND 17 18,505 0 0
EVERSOURCE ENERGY COM 30040W108 3,107 60,576 SH   DFND 21 60,289 0 287
EVOLUTION PETROLEUM CORP COM 30049A107 562 116,880 SH   DFND 17 110,471 0 6,409
EXELON CORP COM 30161N101 1,392 50,133 SH   DFND 4 50,133 0 0
EXELON CORP COM 30161N101 9,570 344,628 SH   DFND 17 157,244 0 187,384
EXELON CORP COM 30161N101 22,701 818,441 SH   DFND 21 329,521 0 488,920
EXELON CORP UNIT 99/99/9999 30161N127 55,262 1,365,505 SH   DFND 17 1,362,505 0 3,000
EXELON CORP CALL 30161N901 983 35,400 SH Call DFND 4 35,400 0 0
EXELON CORP PUT 30161N951 5,324 191,700 SH Put DFND 4 191,700 0 0
EXPEDIA INC DEL COM NEW 30212P303 71,259 573,285 SH   DFND 17 434,564 0 138,721
EXPEDIA INC DEL COM NEW 30212P303 5,884 46,596 SH   DFND 21 46,525 0 71
EXPEDITORS INTL WASH INC COM 302130109 210 4,604 SH   DFND 21 4,500 0 104
EXPRESS INC COM 30219E103 539 31,217 SH   DFND 17 8,417 0 22,800
EXPRESS INC COM 30219E103 334 19,323 SH   DFND 21 6,233 0 13,090
EXPRESS SCRIPTS HLDG CO COM 30219G108 646 7,385 SH   DFND 4 7,385 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 83,700 957,460 SH   DFND 17 802,835 0 154,625
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,906 21,800 SH   DFND 20 21,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,051 69,101 SH   DFND 21 19,200 0 49,901
EXPRESS SCRIPTS HLDG CO CALL 30219G908 3,304 37,800 SH Call DFND 4 37,800 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 30,148 344,900 SH Put DFND 4 344,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 6,029 68,352 SH   DFND 4 68,352 0 0
EXTRA SPACE STORAGE INC COM 30225T102 17,760 201,333 SH   DFND 17 201,333 0 0
EXTRA SPACE STORAGE INC COM 30225T102 233 2,600 SH   DFND 21 0 0 2,600
EXXON MOBIL CORP COM 30231G102 220,883 2,833,646 SH   DFND 3 2,831,046 0 2,600
EXXON MOBIL CORP COM 30231G102 31,867 408,812 SH   DFND 4 408,812 0 0
EXXON MOBIL CORP COM 30231G102 94,076 1,206,877 SH   DFND 17 1,169,133 0 37,744
EXXON MOBIL CORP COM 30231G102 191,895 2,458,961 SH   DFND 21 1,714,675 0 744,286
EXXON MOBIL CORP COM 30231G102 2,448 31,400 SH   DFND 24 31,400 0 0
EXXON MOBIL CORP CALL 30231G902 16,837 216,000 SH Call DFND 4 216,000 0 0
EXXON MOBIL CORP PUT 30231G952 109,800 1,408,600 SH Put DFND 4 1,408,600 0 0
FACEBOOK INC CL A 30303M102 3,545 33,870 SH   DFND 4 33,870 0 0
FACEBOOK INC CL A 30303M102 702,348 6,710,242 SH   DFND 17 5,643,707 0 1,066,535
FACEBOOK INC CL A 30303M102 37,866 361,800 SH   DFND 20 361,800 0 0
FACEBOOK INC CL A 30303M102 130,316 1,232,835 SH   DFND 21 922,799 0 310,036
FACEBOOK INC CL A 30303M102 42 400 SH   DFND 24 400 0 0
FACEBOOK INC CALL 30303M902 11,377 108,700 SH Call DFND 4 108,700 0 0
FACEBOOK INC PUT 30303M952 154,782 1,478,900 SH Put DFND 4 1,478,900 0 0
FACTSET RESH SYS INC COM 303075105 131 805 SH   DFND 17 805 0 0
FACTSET RESH SYS INC COM 303075105 179 1,100 SH   DFND 21 1,100 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 557 26,915 SH   DFND 4 26,915 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 3,146 151,895 SH   DFND 17 119,390 0 32,505
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 4,169 201,300 SH   DFND 21 201,300 0 0
FATE THERAPEUTICS INC COM 31189P102 705 209,307 SH   DFND 17 197,866 0 11,441
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 6,489 44,415 SH   DFND 4 44,415 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 8 58 SH   DFND 17 58 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 8 54 SH   DFND 21 0 0 54
FEDERATED NATL HLDG CO COM 31422T101 4,874 164,888 SH   DFND 17 159,580 0 5,308
FEDEX CORP COM 31428X106 6,779 45,500 SH   DFND 3 45,500 0 0
FEDEX CORP COM 31428X106 4,246 28,497 SH   DFND 4 28,497 0 0
FEDEX CORP COM 31428X106 3,293 22,105 SH   DFND 17 22,105 0 0
FEDEX CORP COM 31428X106 32,818 220,102 SH   DFND 21 208,923 0 11,179
FEDEX CORP CALL 31428X906 1,028 6,900 SH Call DFND 4 6,900 0 0
FEDEX CORP PUT 31428X956 23,868 160,200 SH Put DFND 4 160,200 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 37,909 1,507,305 SH   DFND 17 1,507,305 0 0
F5 NETWORKS INC COM 315616102 6,051 62,410 SH   DFND 17 50,135 0 12,275
F5 NETWORKS INC COM 315616102 105 1,072 SH   DFND 21 1,000 0 72
FIDELITY & GTY LIFE COM 315785105 6,470 255,037 SH   DFND 4 255,037 0 0
FIDELITY & GTY LIFE COM 315785105 5,130 202,200 SH   DFND 21 202,200 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 130 2,146 SH   DFND 4 2,146 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 43,800 722,768 SH   DFND 17 530,634 0 192,134
FIDELITY NATL INFORMATION SV COM 31620M106 11,900 195,560 SH   DFND 21 117,694 0 77,866
FIDELITY NATL INFORMATION SV CALL 31620M906 224 3,700 SH Call DFND 4 3,700 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 1,715 28,300 SH Put DFND 4 28,300 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 40,394 21,260,000 PRN   DFND 17 19,760,000 0 1,500,000
FIDELITY SOUTHERN CORP NEW COM 316394105 12,315 552,000 SH   DFND 3 552,000 0 0
FIFTH THIRD BANCORP COM 316773100 216,377 10,765,049 SH   DFND 3 10,753,949 0 11,100
FIFTH THIRD BANCORP COM 316773100 39,934 1,986,765 SH   DFND 4 1,986,765 0 0
FIFTH THIRD BANCORP COM 316773100 57,628 2,867,075 SH   DFND 17 2,867,075 0 0
FIFTH THIRD BANCORP COM 316773100 17,915 886,201 SH   DFND 21 698,795 0 187,406
58 COM INC SPON ADR REP A 31680Q104 392 5,946 SH   DFND   5,946 0 0
58 COM INC SPON ADR REP A 31680Q104 7 100 SH   DFND 17 100 0 0
58 COM INC SPON ADR REP A 31680Q104 144 2,182 SH   DFND 20 2,182 0 0
FINISH LINE INC CL A 317923100 10 530 SH   DFND 17 530 0 0
FINISH LINE INC CL A 317923100 267 14,768 SH   DFND 21 12,452 0 2,316
FIREEYE INC COM 31816Q101 1,371 66,120 SH   DFND 17 66,120 0 0
FIRST AMERN FINL CORP COM 31847R102 24,642 686,400 SH   DFND 3 674,400 0 12,000
FIRST AMERN FINL CORP COM 31847R102 1,434 39,950 SH   DFND 17 39,950 0 0
FIRST AMERN FINL CORP COM 31847R102 12,137 336,581 SH   DFND 21 234,260 0 102,321
FIRST BANCORP P R COM NEW 318672706 83 25,289 SH   DFND 21 0 0 25,289
FIRST CTZNS BANCSHARES INC N CL A 31946M103 271 1,051 SH   DFND 21 1,051 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,004 53,056 SH   DFND 17 53,056 0 0
FIRST FINL BANCORP OH COM 320209109 27,072 1,498,153 SH   DFND 3 1,498,153 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,992 180,398 SH   DFND 4 180,398 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 25,573 879,700 SH   DFND 3 841,600 0 38,100
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 160 5,403 SH   DFND 21 5,403 0 0
FIRST MERCHANTS CORP COM 320817109 22,225 874,323 SH   DFND 3 874,323 0 0
FIRST MERCHANTS CORP COM 320817109 5,405 212,613 SH   DFND 17 189,013 0 23,600
FIRST MERCHANTS CORP COM 320817109 2,081 81,067 SH   DFND 21 49,649 0 31,418
FIRST NBC BK HLDG CO COM 32115D106 2,572 68,801 SH   DFND 17 68,801 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,132 138,240 SH   DFND 17 112,925 0 25,315
FIRST SOLAR INC COM 336433107 2,142 32,465 SH   DFND 17 32,465 0 0
FIRST SOLAR INC COM 336433107 2,756 41,768 SH   DFND 21 41,628 0 140
FIRST SOLAR INC COM 336433107 6,137 93,000 SH   DFND 24 93,000 0 0
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 746 10,000 SH   DFND 24 10,000 0 0
FISERV INC COM 337738108 160 1,746 SH   DFND 4 1,746 0 0
FISERV INC COM 337738108 48,685 532,305 SH   DFND 17 431,930 0 100,375
FISERV INC COM 337738108 13,340 144,065 SH   DFND 21 106,216 0 37,849
FISERV INC PUT 337738958 2,094 22,900 SH Put DFND 4 22,900 0 0
FIRSTMERIT CORP COM 337915102 57,836 3,101,140 SH   DFND 3 3,044,640 0 56,500
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,946 84,190 SH   DFND 17 46,450 0 37,740
FIRSTENERGY CORP COM 337932107 7,104 223,900 SH   DFND 3 223,900 0 0
FIRSTENERGY CORP COM 337932107 1,202 37,886 SH   DFND 17 24,160 0 13,726
FIRSTENERGY CORP COM 337932107 31,793 991,362 SH   DFND 21 316,890 0 674,472
FITBIT INC CL A 33812L102 12,794 432,375 SH   DFND 17 382,470 0 49,905
FIVE9 INC COM 338307101 2,899 333,186 SH   DFND 17 325,688 0 7,498
FIVE PRIME THERAPEUTICS INC COM 33830X104 3,196 77,017 SH   DFND 17 77,017 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 1,130 78,002 SH   DFND 21 78,002 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 8,196 57,343 SH   DFND 17 57,343 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 143 1,000 SH   DFND 21 1,000 0 0
FLEXION THERAPEUTICS INC COM 33938J106 2,983 154,786 SH   DFND 17 151,501 0 3,285
FLUOR CORP NEW COM 343412102 3,589 76,000 SH   DFND 3 76,000 0 0
FLUOR CORP NEW COM 343412102 47,497 1,005,875 SH   DFND 17 999,000 0 6,875
FLUOR CORP NEW COM 343412102 7 149 SH   DFND 21 0 0 149
FLOWSERVE CORP COM 34354P105 37,953 899,661 SH   DFND 21 832,777 0 66,884
FLOWSERVE CORP COM 34354P105 5,466 129,900 SH   DFND 24 129,900 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 1,770 3,000,000 PRN   DFND 17 3,000,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 563 41,342 SH   DFND 21 17,683 0 23,659
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,782 19,300 SH   DFND 17 19,300 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 7,728 83,971 SH   DFND 21 83,971 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 175 1,900 SH   DFND 24 1,900 0 0
FOOT LOCKER INC COM 344849104 11,064 169,986 SH   DFND 17 61,918 0 108,068
FOOT LOCKER INC COM 344849104 74,417 1,144,708 SH   DFND 21 743,381 0 401,327
FORD MTR CO DEL COM PAR $0.01 345370860 199,700 14,173,185 SH   DFND 3 14,158,285 0 14,900
FORD MTR CO DEL COM PAR $0.01 345370860 4,013 284,814 SH   DFND 4 284,814 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 182,802 12,973,866 SH   DFND 17 12,098,221 0 875,645
FORD MTR CO DEL COM PAR $0.01 345370860 96,765 6,840,310 SH   DFND 21 5,272,862 0 1,567,448
FORD MTR CO DEL CALL 345370900 1,884 133,700 SH Call DFND 4 133,700 0 0
FORD MTR CO DEL PUT 345370950 12,997 922,400 SH Put DFND 4 922,400 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 34,599 6,797,381 SH   DFND 3 6,618,281 0 179,100
FORTINET INC COM 34959E109 2,774 89,010 SH   DFND 17 67,625 0 21,385
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,396 24,997 SH   DFND 21 24,910 0 87
FRANKLIN ELEC INC COM 353514102 12,539 463,896 SH   DFND 17 463,896 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 4,509 143,704 SH   DFND 17 138,775 0 4,929
FRANKLIN RES INC COM 354613101 2,244 60,937 SH   DFND 4 60,937 0 0
FRANKLIN RES INC COM 354613101 254 6,862 SH   DFND 21 6,500 0 362
FRANKLIN RES INC PUT 354613951 2,798 76,000 SH Put DFND 4 76,000 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 28,828 2,785,300 SH   DFND 3 2,686,500 0 98,800
FRANKLIN STREET PPTYS CORP COM 35471R106 994 96,083 SH   DFND 17 96,083 0 0
FREEPORT-MCMORAN INC CL B 35671D857 662 97,857 SH   DFND 4 97,857 0 0
FREEPORT-MCMORAN INC CL B 35671D857 4,177 617,000 SH   DFND 17 614,500 0 2,500
FREEPORT-MCMORAN INC CL B 35671D857 9,079 1,341,006 SH   DFND 21 1,339,119 0 1,887
FREEPORT-MCMORAN INC CL B 35671D857 286 42,300 SH   DFND 24 42,300 0 0
FREEPORT-MCMORAN INC CALL 35671D907 399 58,900 SH Call DFND 4 58,900 0 0
FREEPORT-MCMORAN INC PUT 35671D957 883 130,400 SH Put DFND 4 130,400 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 40 8,645 SH   DFND 17 8,645 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,145 245,657 SH   DFND 21 244,753 0 904
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 174,812 1,908,840 SH   DFND 17 1,816,725 0 92,115
GATX CORP COM 361448103 5,940 139,596 SH   DFND 17 43,414 0 96,182
GATX CORP COM 361448103 37,172 868,301 SH   DFND 21 559,473 0 308,828
GNC HLDGS INC COM CL A 36191G107 45,046 1,452,144 SH   DFND 3 1,428,013 0 24,131
GNC HLDGS INC COM CL A 36191G107 834 26,897 SH   DFND 17 26,897 0 0
GNC HLDGS INC COM CL A 36191G107 196 6,291 SH   DFND 21 6,291 0 0
GP STRATEGIES CORP COM 36225V104 3,695 147,168 SH   DFND 17 143,149 0 4,019
G-III APPAREL GROUP LTD COM 36237H101 184 4,151 SH   DFND 17 4,151 0 0
G-III APPAREL GROUP LTD COM 36237H101 1,008 22,781 SH   DFND 21 7,524 0 15,257
GTT COMMUNICATIONS INC COM 362393100 3,658 214,416 SH   DFND 17 209,014 0 5,402
GALLAGHER ARTHUR J & CO COM 363576109 9,487 231,741 SH   DFND 17 231,741 0 0
GALLAGHER ARTHUR J & CO COM 363576109 182 4,400 SH   DFND 21 0 0 4,400
GAMESTOP CORP NEW CL A 36467W109 5,537 197,476 SH   DFND 17 142,021 0 55,455
GAMESTOP CORP NEW CL A 36467W109 24,707 870,769 SH   DFND 21 662,333 0 208,436
GANNETT CO INC COM 36473H104 1,759 107,950 SH   DFND 3 107,950 0 0
GANNETT CO INC COM 36473H104 0 1 SH   DFND 4 1 0 0
GANNETT CO INC COM 36473H104 69 4,262 SH   DFND 17 3,530 0 732
GANNETT CO INC COM 36473H104 2,167 132,535 SH   DFND 21 47,422 0 85,113
GAP INC DEL COM 364760108 1,051 42,394 SH   DFND 21 37,430 0 4,964
GENERAL CABLE CORP DEL NEW COM 369300108 272 20,275 SH   DFND 17 20,275 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 3,269 241,358 SH   DFND 21 241,358 0 0
GENERAL DYNAMICS CORP COM 369550108 11,439 83,280 SH   DFND 4 83,280 0 0
GENERAL DYNAMICS CORP COM 369550108 160 1,162 SH   DFND 17 1,162 0 0
GENERAL DYNAMICS CORP COM 369550108 358 2,574 SH   DFND 21 2,400 0 174
GENERAL DYNAMICS CORP CALL 369550908 2,747 20,000 SH Call DFND 4 20,000 0 0
GENERAL DYNAMICS CORP PUT 369550958 15,796 115,000 SH Put DFND 4 115,000 0 0
GENERAL ELECTRIC CO COM 369604103 11,002 353,200 SH   DFND 3 353,200 0 0
GENERAL ELECTRIC CO COM 369604103 1,744 56,000 SH   DFND 4 56,000 0 0
GENERAL ELECTRIC CO COM 369604103 166,792 5,355,214 SH   DFND 17 5,185,339 0 169,875
GENERAL ELECTRIC CO COM 369604103 79,329 2,546,664 SH   DFND 20 2,546,664 0 0
GENERAL ELECTRIC CO COM 369604103 118,150 3,800,565 SH   DFND 21 3,096,089 0 704,476
GENERAL ELECTRIC CO COM 369604103 287 9,200 SH   DFND 24 9,200 0 0
GENERAL ELECTRIC CO CALL 369604903 15,466 496,500 SH Call DFND 4 496,500 0 0
GENERAL ELECTRIC CO PUT 369604953 118,538 3,805,400 SH Put DFND 4 3,805,400 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 6,169 226,715 SH   DFND 4 226,715 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 13 485 SH   DFND 17 485 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 6 223 SH   DFND 21 0 0 223
GENERAL MLS INC COM 370334104 206 3,575 SH   DFND 4 3,575 0 0
GENERAL MLS INC COM 370334104 835 14,356 SH   DFND 21 14,067 0 289
GENERAL MLS INC CALL 370334904 1,724 29,900 SH Call DFND 4 29,900 0 0
GENERAL MLS INC PUT 370334954 12,293 213,200 SH Put DFND 4 213,200 0 0
GENERAL MTRS CO COM 37045V100 210,253 6,182,100 SH   DFND 3 6,175,800 0 6,300
GENERAL MTRS CO COM 37045V100 40,866 1,201,598 SH   DFND 4 1,201,598 0 0
GENERAL MTRS CO COM 37045V100 118,590 3,486,909 SH   DFND 17 3,410,679 0 76,230
GENERAL MTRS CO COM 37045V100 93,312 2,727,172 SH   DFND 21 1,965,041 0 762,131
GENERAL MTRS CO *W EXP 07/10/201 37045V118 214 8,794 SH   DFND 4 8,794 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 135 5,558 SH   DFND 17 5,558 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 144 8,794 SH   DFND 4 8,794 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 91 5,558 SH   DFND 17 5,558 0 0
GENERAL MTRS CO CALL 37045V900 1,527 44,900 SH Call DFND 4 44,900 0 0
GENERAL MTRS CO PUT 37045V950 16,940 498,100 SH Put DFND 4 498,100 0 0
GENESCO INC COM 371532102 483 8,461 SH   DFND 21 8,461 0 0
GENTEX CORP COM 371901109 457 28,434 SH   DFND 21 28,034 0 400
GIBRALTAR INDS INC COM 374689107 16,015 629,525 SH   DFND 17 558,075 0 71,450
GIBRALTAR INDS INC COM 374689107 117 4,500 SH   DFND 21 0 0 4,500
GIGOPTIX INC COM 37517Y103 1,991 654,826 SH   DFND 17 618,737 0 36,089
GIGAMON INC COM 37518B102 13,583 511,219 SH   DFND 17 450,583 0 60,636
GIGAMON INC COM 37518B102 104 3,800 SH   DFND 21 0 0 3,800
GILEAD SCIENCES INC COM 375558103 217,747 2,151,864 SH   DFND 3 2,149,264 0 2,600
GILEAD SCIENCES INC COM 375558103 4,873 48,161 SH   DFND 4 48,161 0 0
GILEAD SCIENCES INC COM 375558103 274,213 2,708,370 SH   DFND 17 2,500,053 0 208,317
GILEAD SCIENCES INC COM 375558103 176,166 1,731,682 SH   DFND 21 1,182,135 0 549,547
GILEAD SCIENCES INC COM 375558103 7,923 78,300 SH   DFND 24 78,300 0 0
GILEAD SCIENCES INC CALL 375558903 5,737 56,700 SH Call DFND 4 56,700 0 0
GILEAD SCIENCES INC PUT 375558953 72,918 720,600 SH Put DFND 4 720,600 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 111,854 24,875,000 PRN   DFND 17 23,585,000 0 1,290,000
GILDAN ACTIVEWEAR INC COM 375916103 13,261 343,648 SH   DFND 17 303,463 0 40,185
GILDAN ACTIVEWEAR INC COM 375916103 126 3,200 SH   DFND 21 0 0 3,200
GLADSTONE COML CORP COM 376536108 347 23,459 SH   DFND 21 23,459 0 0
GLATFELTER COM 377316104 375 20,260 SH   DFND 21 20,260 0 0
GLOBAL PMTS INC COM 37940X102 45,150 699,886 SH   DFND 17 459,852 0 240,034
GLOBAL PMTS INC COM 37940X102 7,792 120,277 SH   DFND 21 72,919 0 47,358
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 21,179 994,300 SH   DFND 3 994,300 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 606 28,446 SH   DFND 17 0 0 28,446
GLOBUS MED INC CL A 379577208 14,185 509,901 SH   DFND 17 450,756 0 59,145
GLOBUS MED INC CL A 379577208 107 3,800 SH   DFND 21 0 0 3,800
GODADDY INC CL A 380237107 3,978 124,080 SH   DFND 17 124,080 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 355 128,786 SH   DFND 21 128,786 0 0
GOLDCORP INC NEW COM 380956409 684 43,600 SH   DFND 17 43,600 0 0
GOLDCORP INC NEW COM 380956409 16,141 1,029,093 SH   DFND 21 1,028,335 0 758
GOLDMAN SACHS GROUP INC COM 38141G104 10,405 57,730 SH   DFND 3 57,730 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,343 29,645 SH   DFND 4 29,645 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,346 96,246 SH   DFND 17 59,103 0 37,143
GOLDMAN SACHS GROUP INC COM 38141G104 72,644 400,538 SH   DFND 21 240,082 0 160,456
GOLDMAN SACHS GROUP INC COM 38141G104 108 600 SH   DFND 24 600 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 3,514 19,500 SH Call DFND 4 19,500 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 42,733 237,100 SH Put DFND 4 237,100 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 1,023 213,229 SH   DFND 17 201,445 0 11,784
GOODRICH PETE CORP DBCV 5.000%10/0 382410AK4 5,197 19,029,000 PRN   DFND 17 19,029,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 7,057 216,000 SH   DFND 3 216,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 450 13,775 SH   DFND 17 8,485 0 5,290
GOODYEAR TIRE & RUBR CO COM 382550101 14,267 432,458 SH   DFND 21 351,942 0 80,516
GRAHAM HLDGS CO COM 384637104 930 1,885 SH   DFND 21 1,885 0 0
GRAINGER W W INC COM 384802104 413 2,040 SH   DFND 17 2,040 0 0
GRAINGER W W INC COM 384802104 23,807 117,266 SH   DFND 21 60,275 0 56,991
GRAINGER W W INC COM 384802104 7,232 35,700 SH   DFND 24 35,700 0 0
GRAND CANYON ED INC COM 38526M106 501 12,354 SH   DFND 21 12,354 0 0
GRANITE CONSTR INC COM 387328107 17,992 419,303 SH   DFND 17 373,114 0 46,189
GRANITE CONSTR INC COM 387328107 141 3,200 SH   DFND 21 0 0 3,200
GRAY TELEVISION INC COM 389375106 559 34,274 SH   DFND 17 34,274 0 0
GRAY TELEVISION INC COM 389375106 5,386 338,627 SH   DFND 21 338,627 0 0
GREAT SOUTHN BANCORP INC COM 390905107 309 6,835 SH   DFND 17 687 0 6,148
GREAT PLAINS ENERGY INC COM 391164100 53,560 1,961,200 SH   DFND 3 1,920,800 0 40,400
GREAT PLAINS ENERGY INC COM 391164100 936 34,274 SH   DFND 17 34,274 0 0
GREAT PLAINS ENERGY INC COM 391164100 6,987 252,879 SH   DFND 21 58,434 0 194,445
GREAT WESTN BANCORP INC COM 391416104 58,419 2,013,064 SH   DFND 3 1,977,064 0 36,000
GREAT WESTN BANCORP INC COM 391416104 2,709 93,336 SH   DFND 17 73,031 0 20,305
GREAT WESTN BANCORP INC COM 391416104 804 27,626 SH   DFND 21 12,425 0 15,201
GREATBATCH INC COM 39153L106 520 9,656 SH   DFND 21 9,656 0 0
GREEN PLAINS INC COM 393222104 10,037 438,281 SH   DFND 17 411,581 0 26,700
GREEN PLAINS INC COM 393222104 588 26,260 SH   DFND 21 26,260 0 0
GREEN PLAINS INC COM 393222104 4,982 217,537 SH   DFND 24 217,537 0 0
GREENBRIER COS INC COM 393657101 2,478 75,978 SH   DFND 17 6,278 0 69,700
GREENBRIER COS INC COM 393657101 2,083 64,171 SH   DFND 21 40,158 0 24,013
GROUP 1 AUTOMOTIVE INC COM 398905109 46,649 616,241 SH   DFND 3 603,141 0 13,100
GROUP 1 AUTOMOTIVE INC COM 398905109 2,729 36,045 SH   DFND 17 12,255 0 23,790
GROUP 1 AUTOMOTIVE INC COM 398905109 16,577 218,438 SH   DFND 21 170,461 0 47,977
GROUPE CGI INC CL A SUB VTG 39945C109 14,978 275,616 SH   DFND 17 254,207 0 21,409
GROUPE CGI INC CL A SUB VTG 39945C109 43,711 797,091 SH   DFND 21 502,609 0 294,482
GROUPON INC COM CL A 399473107 1,638 533,615 SH   DFND 17 0 0 533,615
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 214 7,746 SH   DFND 21 7,746 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 926 10,494 SH   DFND 17 3,094 0 7,400
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,142 12,925 SH   DFND 21 7,268 0 5,657
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,243 8,834 SH   DFND 17 8,834 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 2,065 14,692 SH   DFND 21 14,015 0 677
GUARANTY BANCORP DEL COM NEW 40075T607 1,301 78,665 SH   DFND 17 42,775 0 35,890
GUIDEWIRE SOFTWARE INC COM 40171V100 16,623 276,321 SH   DFND 17 245,693 0 30,628
GUIDEWIRE SOFTWARE INC COM 40171V100 154 2,500 SH   DFND 21 0 0 2,500
HCA HOLDINGS INC COM 40412C101 2,597 38,400 SH   DFND 4 38,400 0 0
HCA HOLDINGS INC COM 40412C101 775 11,455 SH   DFND 17 4,775 0 6,680
HCA HOLDINGS INC COM 40412C101 3,477 51,341 SH   DFND 21 31,983 0 19,358
HCA HOLDINGS INC CALL 40412C901 1,373 20,300 SH Call DFND 4 20,300 0 0
HCA HOLDINGS INC PUT 40412C951 7,642 113,000 SH Put DFND 4 113,000 0 0
HCP INC COM 40414L109 6,375 166,700 SH   DFND 3 166,700 0 0
HCP INC COM 40414L109 167 4,372 SH   DFND 4 4,372 0 0
HCP INC COM 40414L109 15 384 SH   DFND 17 384 0 0
HCP INC COM 40414L109 158 4,080 SH   DFND 21 3,854 0 226
HCP INC CALL 40414L909 535 14,000 SH Call DFND 4 14,000 0 0
HCP INC PUT 40414L959 2,344 61,300 SH Put DFND 4 61,300 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 371 6,015 SH   DFND 17 6,015 0 0
HCI GROUP INC COM 40416E103 17,836 511,785 SH   DFND 3 484,000 0 27,785
HCI GROUP INC COM 40416E103 366 10,266 SH   DFND 21 10,266 0 0
HD SUPPLY HLDGS INC COM 40416M105 13,103 436,324 SH   DFND 17 345,186 0 91,138
HD SUPPLY HLDGS INC COM 40416M105 145 4,800 SH   DFND 21 0 0 4,800
HFF INC CL A 40418F108 13,610 438,038 SH   DFND 17 390,017 0 48,021
HFF INC CL A 40418F108 102 3,200 SH   DFND 21 0 0 3,200
HMS HLDGS CORP COM 40425J101 190 15,390 SH   DFND 17 0 0 15,390
HRG GROUP INC COM 40434J100 170 12,532 SH   DFND 17 12,532 0 0
HRG GROUP INC COM 40434J100 975 72,028 SH   DFND 21 72,028 0 0
HP INC COM 40434L105 6,421 542,340 SH   DFND 17 535,835 0 6,505
HP INC COM 40434L105 34,520 2,915,579 SH   DFND 21 2,339,485 0 576,094
HACKETT GROUP INC COM 404609109 5,984 372,374 SH   DFND 17 361,108 0 11,266
HAIN CELESTIAL GROUP INC COM 405217100 11,346 280,445 SH   DFND 17 274,670 0 5,775
HALLIBURTON CO COM 406216101 6,052 177,792 SH   DFND 4 177,792 0 0
HALLIBURTON CO COM 406216101 599 17,600 SH   DFND 17 17,600 0 0
HALLIBURTON CO COM 406216101 2,563 75,199 SH   DFND 21 74,695 0 504
HALLIBURTON CO COM 406216101 647 19,000 SH   DFND 24 19,000 0 0
HALLIBURTON CO CALL 406216901 745 21,900 SH Call DFND 4 21,900 0 0
HALLIBURTON CO PUT 406216951 10,590 311,100 SH Put DFND 4 311,100 0 0
HALLIBURTON CO PUT 406216951 3,955 116,200 SH Put DFND 21 116,200 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,303 74,800 SH   DFND 17 74,800 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 507 29,245 SH   DFND 24 29,245 0 0
HANCOCK HLDG CO COM 410120109 24,649 979,300 SH   DFND 3 979,300 0 0
HANESBRANDS INC COM 410345102 4,992 169,633 SH   DFND 17 169,633 0 0
HANESBRANDS INC COM 410345102 4,905 167,223 SH   DFND 21 98,327 0 68,896
HANOVER INS GROUP INC COM 410867105 53,896 662,600 SH   DFND 3 655,400 0 7,200
HANOVER INS GROUP INC COM 410867105 38,252 470,267 SH   DFND 17 383,428 0 86,839
HANOVER INS GROUP INC COM 410867105 35,205 428,430 SH   DFND 21 282,091 0 146,339
HARLEY DAVIDSON INC COM 412822108 3,191 70,300 SH   DFND 3 70,300 0 0
HARLEY DAVIDSON INC COM 412822108 11 236 SH   DFND 21 0 0 236
HARMAN INTL INDS INC COM 413086109 8,935 94,840 SH   DFND 17 76,380 0 18,460
HARMAN INTL INDS INC COM 413086109 1,688 17,861 SH   DFND 21 6,391 0 11,470
HARRIS CORP DEL COM 413875105 7,117 81,900 SH   DFND 3 81,900 0 0
HARRIS CORP DEL COM 413875105 90 1,031 SH   DFND 17 0 0 1,031
HARRIS CORP DEL COM 413875105 29,914 343,011 SH   DFND 21 113,122 0 229,889
HARTFORD FINL SVCS GROUP INC COM 416515104 220,214 5,067,048 SH   DFND 3 5,061,248 0 5,800
HARTFORD FINL SVCS GROUP INC COM 416515104 115 2,651 SH   DFND 4 2,651 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 75,126 1,728,062 SH   DFND 17 1,707,122 0 20,940
HARTFORD FINL SVCS GROUP INC COM 416515104 27,121 619,655 SH   DFND 21 246,385 0 373,270
HARTFORD FINL SVCS GROUP INC CALL 416515904 391 9,000 SH Call DFND 4 9,000 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 2,564 59,000 SH Put DFND 4 59,000 0 0
HASBRO INC COM 418056107 160 2,370 SH   DFND 17 0 0 2,370
HASBRO INC COM 418056107 7,598 112,569 SH   DFND 21 112,434 0 135
HATTERAS FINL CORP COM 41902R103 494 37,555 SH   DFND 17 37,555 0 0
HATTERAS FINL CORP COM 41902R103 1,000 75,973 SH   DFND 21 28,785 0 47,188
HAWAIIAN HOLDINGS INC COM 419879101 668 18,900 SH   DFND 17 0 0 18,900
HAWAIIAN HOLDINGS INC COM 419879101 14,232 393,754 SH   DFND 21 114,426 0 279,328
HEALTHSOUTH CORP COM NEW 421924309 2,073 59,555 SH   DFND 17 39,515 0 20,040
HEALTHSOUTH CORP COM NEW 421924309 6,544 187,689 SH   DFND 21 146,918 0 40,771
HEALTH NET INC COM 42222G108 4,396 64,219 SH   DFND 17 6,405 0 57,814
HEALTH NET INC COM 42222G108 4,245 61,950 SH   DFND 21 37,107 0 24,843
HEARTLAND PMT SYS INC COM 42235N108 3,818 40,183 SH   DFND 21 36,339 0 3,844
HELMERICH & PAYNE INC COM 423452101 12 220 SH   DFND 3 220 0 0
HELMERICH & PAYNE INC COM 423452101 232 4,331 SH   DFND 17 4,331 0 0
HELMERICH & PAYNE INC COM 423452101 5,506 103,372 SH   DFND 21 101,572 0 1,800
HENRY JACK & ASSOC INC COM 426281101 1,852 23,729 SH   DFND 17 23,729 0 0
HENRY JACK & ASSOC INC COM 426281101 18,059 229,489 SH   DFND 21 190,603 0 38,886
HERITAGE COMMERCE CORP COM 426927109 2,369 198,065 SH   DFND 17 187,234 0 10,831
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 121,760 152,200,000 PRN   DFND 17 145,565,000 0 6,635,000
HERCULES OFFSHORE INC COM NEW 427093307 1,414 651,529 SH   DFND 17 651,529 0 0
HERITAGE INS HLDGS INC COM 42727J102 353 16,191 SH   DFND 17 16,191 0 0
HERITAGE INS HLDGS INC COM 42727J102 3,239 147,359 SH   DFND 21 81,447 0 65,912
HERON THERAPEUTICS INC COM 427746102 9,609 349,091 SH   DFND 17 321,611 0 27,480
HERON THERAPEUTICS INC COM 427746102 2,611 97,800 SH   DFND 24 97,800 0 0
HERSHEY CO COM 427866108 2,063 23,110 SH   DFND 17 23,110 0 0
HERSHEY CO COM 427866108 3,625 40,612 SH   DFND 20 40,612 0 0
HERSHEY CO COM 427866108 76 848 SH   DFND 21 766 0 82
HESKA CORP COM RESTRC NEW 42805E306 1,694 43,796 SH   DFND 17 41,346 0 2,450
HESS CORP COM 42809H107 2,489 51,351 SH   DFND 4 51,351 0 0
HESS CORP COM 42809H107 2,219 46,060 SH   DFND 21 45,917 0 143
HESS CORP PUT 42809H957 2,899 59,800 SH Put DFND 4 59,800 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 5,114 336,468 SH   DFND 17 336,468 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 21,009 1,378,481 SH   DFND 21 1,052,940 0 325,541
HEXCEL CORP NEW COM 428291108 3,971 85,480 SH   DFND 21 75,847 0 9,633
HEXCEL CORP NEW COM 428291108 8,092 174,200 SH   DFND 24 174,200 0 0
HILL ROM HLDGS INC COM 431475102 1,765 36,723 SH   DFND 17 30,073 0 6,650
HILL ROM HLDGS INC COM 431475102 3,186 66,078 SH   DFND 21 63,858 0 2,220
HILLENBRAND INC COM 431571108 34,080 1,150,200 SH   DFND 3 1,150,200 0 0
HILLENBRAND INC COM 431571108 96 3,200 SH   DFND 21 3,200 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,575 73,599 SH   DFND 4 68,426 0 5,173
HOLLYFRONTIER CORP COM 436106108 10,975 275,123 SH   DFND 3 275,123 0 0
HOLLYFRONTIER CORP COM 436106108 7,378 184,958 SH   DFND 17 40,420 0 144,538
HOLLYFRONTIER CORP COM 436106108 11,262 282,538 SH   DFND 21 151,977 0 130,561
HOLOGIC INC COM 436440101 6,850 177,045 SH   DFND 17 141,315 0 35,730
HOLOGIC INC COM 436440101 5,571 143,979 SH   DFND 20 143,979 0 0
HOLOGIC INC COM 436440101 23,267 595,602 SH   DFND 21 571,436 0 24,166
HOLOGIC INC FRNT 2.000%12/1 436440AB7 13,324 7,995,000 PRN   DFND 17 6,925,000 0 1,070,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 64,508 48,140,000 PRN   DFND 17 44,285,000 0 3,855,000
HOLOGIC INC FRNT 12/1 436440AG6 52,439 41,250,000 PRN   DFND 17 41,225,000 0 25,000
HOME BANCSHARES INC COM 436893200 36 880 SH   DFND 17 880 0 0
HOME BANCSHARES INC COM 436893200 717 17,700 SH   DFND 21 13,879 0 3,821
HOME DEPOT INC COM 437076102 1,587 12,002 SH   DFND 4 12,002 0 0
HOME DEPOT INC COM 437076102 249,794 1,888,531 SH   DFND 17 1,774,306 0 114,225
HOME DEPOT INC COM 437076102 107,877 811,807 SH   DFND 21 619,366 0 192,441
HOME DEPOT INC COM 437076102 145 1,100 SH   DFND 24 1,100 0 0
HOME DEPOT INC CALL 437076902 6,613 50,000 SH Call DFND 4 50,000 0 0
HOME DEPOT INC PUT 437076952 88,898 672,200 SH Put DFND 4 672,200 0 0
HONEYWELL INTL INC COM 438516106 383 3,696 SH   DFND 4 3,696 0 0
HONEYWELL INTL INC COM 438516106 2,465 23,604 SH   DFND 21 23,230 0 374
HONEYWELL INTL INC CALL 438516906 4,712 45,500 SH Call DFND 4 45,500 0 0
HONEYWELL INTL INC PUT 438516956 24,287 234,500 SH Put DFND 4 234,500 0 0
HOOKER FURNITURE CORP COM 439038100 279 11,068 SH   DFND 17 0 0 11,068
HORACE MANN EDUCATORS CORP N COM 440327104 1,096 32,319 SH   DFND 21 32,319 0 0
HORIZON BANCORP IND COM 440407104 308 11,000 SH   DFND 17 11,000 0 0
HORMEL FOODS CORP COM 440452100 5,608 70,915 SH   DFND 17 68,415 0 2,500
HORMEL FOODS CORP COM 440452100 8,734 110,192 SH   DFND 21 66,393 0 43,799
HORMEL FOODS CORP COM 440452100 2,904 36,720 SH   DFND 24 36,720 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 7,743 13,350,000 PRN   DFND 17 13,350,000 0 0
HORTONWORKS INC COM 440894103 1,220 55,710 SH   DFND 17 44,130 0 11,580
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 25 950 SH   DFND 3 950 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 608 23,248 SH   DFND 17 23,248 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 39 1,483 SH   DFND 21 1,353 0 130
HOST HOTELS & RESORTS INC COM 44107P104 31,605 2,060,332 SH   DFND 4 2,060,332 0 0
HOST HOTELS & RESORTS INC COM 44107P104 10 639 SH   DFND 17 639 0 0
HOST HOTELS & RESORTS INC COM 44107P104 12 768 SH   DFND 21 0 0 768
HOULIHAN LOKEY INC CL A 441593100 17,582 670,800 SH   DFND 3 647,500 0 23,300
HOULIHAN LOKEY INC CL A 441593100 653 24,918 SH   DFND 17 24,918 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 731 21,432 SH   DFND 21 18,641 0 2,791
HUDBAY MINERALS INC PUT 443628952 504 95,000 SH Put DFND 4 95,000 0 0
HUMANA INC COM 444859102 180 1,008 SH   DFND 4 1,008 0 0
HUMANA INC COM 444859102 13,695 76,522 SH   DFND 21 73,359 0 3,163
HUMANA INC CALL 444859902 1,321 7,400 SH Call DFND 4 7,400 0 0
HUMANA INC PUT 444859952 8,640 48,400 SH Put DFND 4 48,400 0 0
HUNTINGTON BANCSHARES INC COM 446150104 663 59,939 SH   DFND 17 59,939 0 0
HUNTINGTON BANCSHARES INC COM 446150104 7,108 642,719 SH   DFND 21 246,819 0 395,900
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 32,385 23,725 SH   DFND 17 23,725 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 7,890 62,200 SH   DFND 3 62,200 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,933 23,120 SH   DFND 17 21,710 0 1,410
HUNTINGTON INGALLS INDS INC COM 446413106 12,912 101,365 SH   DFND 21 27,169 0 74,196
HUNTSMAN CORP COM 447011107 3,283 288,700 SH   DFND 3 288,700 0 0
HUNTSMAN CORP COM 447011107 6 520 SH   DFND 17 520 0 0
HUNTSMAN CORP COM 447011107 1,060 93,773 SH   DFND 21 66,582 0 27,191
HURON CONSULTING GROUP INC COM 447462102 343 5,767 SH   DFND 17 5,767 0 0
HURON CONSULTING GROUP INC COM 447462102 5,072 85,789 SH   DFND 21 85,789 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 28,127 28,555,000 PRN   DFND 17 25,530,000 0 3,025,000
IDT CORP CL B NEW 448947507 71 6,107 SH   DFND 17 6,107 0 0
IDT CORP CL B NEW 448947507 363 30,635 SH   DFND 21 19,018 0 11,617
IAC INTERACTIVECORP COM PAR $.001 44919P508 771 12,839 SH   DFND 17 7,584 0 5,255
IAC INTERACTIVECORP COM PAR $.001 44919P508 2,016 33,545 SH   DFND 21 17,512 0 16,033
ICF INTL INC COM 44925C103 19 526 SH   DFND 17 526 0 0
ICF INTL INC COM 44925C103 995 27,887 SH   DFND 21 17,253 0 10,634
ICU MED INC COM 44930G107 1,564 13,870 SH   DFND 17 7,685 0 6,185
IGI LABS INC NOTE 3.750%12/1 449575AB5 18,796 19,825,000 PRN   DFND 17 19,825,000 0 0
IPG PHOTONICS CORP COM 44980X109 3,824 42,885 SH   DFND 17 33,685 0 9,200
ITT CORP NEW COM NEW 450911201 57,422 1,581,015 SH   DFND 3 1,552,915 0 28,100
ITT CORP NEW COM NEW 450911201 4,438 122,199 SH   DFND 17 122,199 0 0
ICICI BK LTD ADR 45104G104 752 96,000 SH   DFND   96,000 0 0
ICICI BK LTD ADR 45104G104 95,235 12,162,800 SH   DFND 3 9,034,100 0 3,128,700
ICICI BK LTD ADR 45104G104 5,618 718,854 SH   DFND 20 286,159 0 432,695
ICICI BK LTD ADR 45104G104 1,012 129,665 SH   DFND 21 77,545 0 52,120
ICONIX BRAND GROUP INC COM 451055107 574 84,069 SH   DFND 17 84,069 0 0
ICONIX BRAND GROUP INC COM 451055107 1,146 174,043 SH   DFND 21 103,932 0 70,111
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 7,250 8,100,000 PRN   DFND 17 8,000,000 0 100,000
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 8,635 17,270,000 PRN   DFND 17 17,230,000 0 40,000
IDACORP INC COM 451107106 145 2,135 SH   DFND 17 2,135 0 0
IDACORP INC COM 451107106 1,197 17,563 SH   DFND 21 16,059 0 1,504
IDEX CORP COM 45167R104 17,640 230,256 SH   DFND 17 230,256 0 0
IDEX CORP COM 45167R104 16,560 216,161 SH   DFND 21 125,608 0 90,553
IDEX CORP COM 45167R104 4,712 61,500 SH   DFND 24 61,500 0 0
IHS INC CL A 451734107 1,736 14,633 SH   DFND 21 14,633 0 0
ILLINOIS TOOL WKS INC COM 452308109 12,960 139,835 SH   DFND 3 139,835 0 0
ILLINOIS TOOL WKS INC COM 452308109 218 2,347 SH   DFND 4 2,347 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,880 20,287 SH   DFND 17 20,287 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,433 69,058 SH   DFND 21 6,568 0 62,490
ILLINOIS TOOL WKS INC CALL 452308909 955 10,300 SH Call DFND 4 10,300 0 0
ILLINOIS TOOL WKS INC PUT 452308959 11,010 118,800 SH Put DFND 4 118,800 0 0
ILLUMINA INC CALL 452327909 537 2,800 SH Call DFND 4 2,800 0 0
ILLUMINA INC PUT 452327959 2,342 12,200 SH Put DFND 4 12,200 0 0
ILLUMINA INC NOTE 6/1 452327AF6 52,715 48,585,000 PRN   DFND 17 42,125,000 0 6,460,000
ILLUMINA INC NOTE 6/1 452327AF6 6,185 5,700,000 PRN   DFND 21 2,700,000 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 87,224 74,870,000 PRN   DFND 17 74,870,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 2,447 2,100,000 PRN   DFND 21 2,100,000 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 202 11,235 SH   DFND 17 0 0 11,235
IMPAX LABORATORIES INC COM 45256B101 7,400 172,483 SH   DFND 17 172,483 0 0
IMPAX LABORATORIES INC COM 45256B101 770 18,000 SH   DFND 24 18,000 0 0
IMPERVA INC COM 45321L100 63,047 995,852 SH   DFND 17 799,431 0 196,421
INC RESH HLDGS INC CL A 45329R109 230 4,750 SH   DFND 17 0 0 4,750
INCONTACT INC COM 45336E109 3,591 376,363 SH   DFND 17 365,963 0 10,400
INCYTE CORP COM 45337C102 26,463 243,125 SH   DFND 17 219,375 0 23,750
INCYTE CORP COM 45337C102 7,808 72,000 SH   DFND 24 72,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 48,291 23,210,000 PRN   DFND 17 20,805,000 0 2,405,000
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,054 208,810 SH   DFND 17 197,268 0 11,542
INDEPENDENT BANK CORP MASS COM 453836108 225 4,833 SH   DFND 17 4,833 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,440 29,254 SH   DFND 17 29,254 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 5,153 104,948 SH   DFND 21 75,876 0 29,072
INFOBLOX INC COM 45672H104 10 530 SH   DFND 17 530 0 0
INFOBLOX INC COM 45672H104 4,322 235,035 SH   DFND 20 235,035 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1,543 426,188 SH   DFND 17 402,588 0 23,600
INFOSYS LTD SPONSORED ADR 456788108 2,009 119,932 SH   DFND 17 85,440 0 34,492
INFOSYS LTD SPONSORED ADR 456788108 19,880 1,185,008 SH   DFND 20 1,185,008 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,333 138,959 SH   DFND 21 102,870 0 36,089
ING GROEP N V DBCV 6.000%12/2 456837AE3 10,553 10,500,000 PRN   DFND 4 10,500,000 0 0
ING GROEP N V DBCV 6.500%12/2 456837AF0 102,753 104,650,000 PRN   DFND 4 104,650,000 0 0
INGLES MKTS INC CL A 457030104 19,849 450,287 SH   DFND 3 428,454 0 21,833
INGLES MKTS INC CL A 457030104 1,804 40,929 SH   DFND 17 1,913 0 39,016
INGLES MKTS INC CL A 457030104 3,806 86,870 SH   DFND 21 37,346 0 49,524
INGRAM MICRO INC CL A 457153104 17,572 578,400 SH   DFND 17 438,900 0 139,500
INGRAM MICRO INC CL A 457153104 3,897 125,759 SH   DFND 21 27,079 0 98,680
INGREDION INC COM 457187102 70,183 732,290 SH   DFND 3 720,590 0 11,700
INGREDION INC COM 457187102 14,852 154,964 SH   DFND 17 153,319 0 1,645
INGREDION INC COM 457187102 6,361 65,678 SH   DFND 21 17,941 0 47,737
INGREDION INC COM 457187102 4,562 47,600 SH   DFND 24 47,600 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 1,811 170,484 SH   DFND 21 170,484 0 0
INSIGHT ENTERPRISES INC COM 45765U103 792 30,793 SH   DFND 21 26,040 0 4,753
INNOSPEC INC COM 45768S105 120 2,215 SH   DFND 17 2,215 0 0
INNOSPEC INC COM 45768S105 908 16,674 SH   DFND 21 8,953 0 7,721
INPHI CORP COM 45772F107 7,586 280,762 SH   DFND 17 280,762 0 0
INNOPHOS HOLDINGS INC COM 45774N108 24,121 832,320 SH   DFND 3 814,920 0 17,400
INNOPHOS HOLDINGS INC COM 45774N108 64 2,206 SH   DFND 21 0 0 2,206
INSTEEL INDUSTRIES INC COM 45774W108 45 2,152 SH   DFND 17 2,152 0 0
INSTEEL INDUSTRIES INC COM 45774W108 527 25,182 SH   DFND 21 25,182 0 0
INSPERITY INC COM 45778Q107 439 9,118 SH   DFND 17 3,361 0 5,757
INSPERITY INC COM 45778Q107 8,152 168,517 SH   DFND 21 127,921 0 40,596
INOGEN INC COM 45780L104 26,040 649,538 SH   DFND 17 593,599 0 55,939
INOGEN INC COM 45780L104 135 3,300 SH   DFND 21 0 0 3,300
INSTALLED BLDG PRODS INC COM 45780R101 18,303 737,139 SH   DFND 17 625,139 0 112,000
INSTALLED BLDG PRODS INC COM 45780R101 131 5,300 SH   DFND 21 0 0 5,300
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,340 50,870 SH   DFND 17 20,650 0 30,220
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 16,643 15,750,000 PRN   DFND 17 13,555,000 0 2,195,000
INTEL CORP COM 458140100 173,622 5,039,827 SH   DFND 3 5,035,127 0 4,700
INTEL CORP COM 458140100 1,580 45,859 SH   DFND 4 45,859 0 0
INTEL CORP COM 458140100 491,379 14,261,368 SH   DFND 17 12,472,550 0 1,788,818
INTEL CORP COM 458140100 248,169 7,142,844 SH   DFND 21 4,965,071 0 2,177,773
INTEL CORP COM 458140100 59 1,700 SH   DFND 24 1,700 0 0
INTEL CORP CALL 458140900 5,109 148,300 SH Call DFND 4 148,300 0 0
INTEL CORP PUT 458140950 66,416 1,927,900 SH Put DFND 4 1,927,900 0 0
INTEL CORP SDCV 12/1 458140AD2 513 400,000 PRN   DFND 4 400,000 0 0
INTEL CORP SDCV 12/1 458140AD2 17,990 14,000,000 PRN   DFND 21 7,000,000 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 205,236 123,080,000 PRN   DFND 17 115,685,000 0 7,395,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,252 8,345 SH   DFND 17 8,345 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 553 3,700 SH   DFND 24 3,700 0 0
INTERFACE INC COM 458665304 513 26,785 SH   DFND 17 0 0 26,785
INTERCONTINENTAL EXCHANGE IN COM 45866F104 416 1,623 SH   DFND 4 1,623 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 27,094 105,698 SH   DFND 17 103,858 0 1,840
INTERCONTINENTAL EXCHANGE IN COM 45866F104 55,937 217,887 SH   DFND 21 217,825 0 62
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 2,665 10,400 SH Call DFND 4 10,400 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 10,635 41,500 SH Put DFND 4 41,500 0 0
INTERNAP CORP COM PAR $.001 45885A300 2,850 445,320 SH   DFND 17 433,620 0 11,700
INTERNATIONAL BANCSHARES COR COM 459044103 36,450 1,418,281 SH   DFND 3 1,418,281 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 212 8,253 SH   DFND 17 8,253 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 93 3,500 SH   DFND 21 3,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 411,521 2,990,267 SH   DFND 3 2,987,167 0 3,100
INTERNATIONAL BUSINESS MACHS COM 459200101 11,295 82,075 SH   DFND 4 82,075 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 150,712 1,095,132 SH   DFND 17 1,035,636 0 59,496
INTERNATIONAL BUSINESS MACHS COM 459200101 28,366 204,838 SH   DFND 21 173,324 0 31,514
INTERNATIONAL BUSINESS MACHS COM 459200101 83 600 SH   DFND 24 600 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 6,028 43,800 SH Call DFND 4 43,800 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 37,790 274,600 SH Put DFND 4 274,600 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 14,450 105,000 SH Put DFND 17 105,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 7,344 61,387 SH   DFND 17 49,932 0 11,455
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 114,899 958,465 SH   DFND 21 773,104 0 185,361
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 431 3,600 SH   DFND 24 3,600 0 0
INTL PAPER CO COM 460146103 205,195 5,442,841 SH   DFND 3 5,437,541 0 5,300
INTL PAPER CO COM 460146103 42,444 1,125,838 SH   DFND 4 1,125,838 0 0
INTL PAPER CO COM 460146103 36,227 960,941 SH   DFND 17 954,666 0 6,275
INTL PAPER CO COM 460146103 11,768 308,887 SH   DFND 21 284,250 0 24,637
INTL PAPER CO CALL 460146903 630 16,700 SH Call DFND 4 16,700 0 0
INTL PAPER CO PUT 460146953 7,020 186,200 SH Put DFND 4 186,200 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,235 53,061 SH   DFND 17 53,061 0 0
INTERPUBLIC GROUP COS INC COM 460690100 18,951 807,454 SH   DFND 21 807,078 0 376
INTERSIL CORP CL A 46069S109 328 25,310 SH   DFND 21 25,310 0 0
INTERSECT ENT INC COM 46071F103 17,723 787,686 SH   DFND 17 716,914 0 70,772
INTERSECT ENT INC COM 46071F103 100 4,500 SH   DFND 21 0 0 4,500
INTL FCSTONE INC COM 46116V105 750 22,400 SH   DFND 17 0 0 22,400
INTL FCSTONE INC COM 46116V105 636 18,904 SH   DFND 21 18,904 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 8,786 163,336 SH   DFND 17 163,336 0 0
INTRALINKS HLDGS INC COM 46118H104 1,914 211,013 SH   DFND 17 211,013 0 0
INTUIT COM 461202103 231 2,391 SH   DFND 4 2,391 0 0
INTUIT COM 461202103 78,738 815,943 SH   DFND 17 597,633 0 218,310
INTUIT COM 461202103 23,449 241,294 SH   DFND 21 186,813 0 54,481
INTUIT CALL 461202903 907 9,400 SH Call DFND 4 9,400 0 0
INTUIT CALL 461202903 24,646 256,200 SH Call DFND 17 256,200 0 0
INTUIT PUT 461202953 8,637 89,500 SH Put DFND 4 89,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 341 624 SH   DFND 4 624 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 21,468 39,250 SH   DFND 17 38,500 0 750
INTUITIVE SURGICAL INC COM NEW 46120E602 423 774 SH   DFND 21 747 0 27
INTUITIVE SURGICAL INC CALL 46120E902 819 1,500 SH Call DFND 4 1,500 0 0
INTUITIVE SURGICAL INC PUT 46120E952 6,117 11,200 SH Put DFND 4 11,200 0 0
IRADIMED CORP COM 46266A109 1,917 68,403 SH   DFND 17 64,635 0 3,768
IRIDIUM COMMUNICATIONS INC COM 46269C102 26 3,134 SH   DFND 17 3,134 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 481 56,705 SH   DFND 21 56,705 0 0
IRON MTN INC NEW COM 46284V101 47,268 1,750,000 SH   DFND 4 1,750,000 0 0
IRON MTN INC NEW COM 46284V101 5 168 SH   DFND 17 168 0 0
IRON MTN INC NEW COM 46284V101 5 169 SH   DFND 21 0 0 169
ISHARES GL MET&MINPR ETF 464286368 137 16,280 SH   DFND   9,000 0 7,280
ISHARES MSCI WORLD ETF 464286392 8,919 128,153 SH   DFND   128,153 0 0
ISHARES EM MK MINVOL ETF 464286533 14,111 290,000 SH   DFND   290,000 0 0
ISHARES EM MK MINVOL ETF 464286533 428 8,791 SH   DFND 17 8,791 0 0
ISHARES MSCI BRIC INDX 464286657 464 15,838 SH   DFND   0 0 15,838
ISHARES MSCI TAIWAN ETF 464286731 600 47,000 SH   DFND   26,900 0 20,100
ISHARES MSCI TAIWAN ETF 464286731 12,987 1,016,985 SH   DFND 4 1,016,985 0 0
ISHARES MSCI STH KOR ETF 464286772 1,854 37,326 SH   DFND 17 37,326 0 0
ISHARES MSCI STH KOR ETF 464286772 298 6,000 SH   DFND 24 6,000 0 0
ISHARES TR TIPS BD ETF 464287176 677 6,170 SH   DFND   3,400 0 2,770
ISHARES TR CORE S&P500 ETF 464287200 566 2,764 SH   DFND 4 2,764 0 0
ISHARES TR CORE US AGGBD ET 464287226 57,474 532,114 SH   DFND 17 532,114 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 64,913 2,016,566 SH   DFND 4 2,016,566 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 338 10,500 SH   DFND 17 10,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 624 19,400 SH   DFND 24 19,400 0 0
ISHARES TR IBOXX INV CP ETF 464287242 12,769 112,000 SH   DFND   112,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 389,036 3,412,299 SH   DFND 4 3,412,299 0 0
ISHARES TR IBOXX INV CP ETF 464287242 10,424 91,433 SH   DFND 17 91,433 0 0
ISHARES TR IBOXX INV CP ETF 464287242 570 5,000 SH   DFND 24 5,000 0 0
ISHARES TR GLOBAL TECH ETF 464287291 5,169 53,000 SH   DFND 24 0 0 53,000
ISHARES TR S&P 500 VAL ETF 464287408 708 8,000 SH   DFND 17 8,000 0 0
ISHARES TR 7-10 Y TR BD ETF 464287440 17 165 SH   DFND 17 165 0 0
ISHARES TR 7-10 Y TR BD ETF 464287440 5,702 54,000 SH   DFND 24 0 0 54,000
ISHARES TR MSCI EAFE ETF 464287465 38,657 657,994 SH   DFND 4 657,994 0 0
ISHARES TR MSCI EAFE ETF 464287465 53,297 907,654 SH   DFND 17 907,654 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 3,749 11,080 SH   DFND 24 11,080 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 71,439 730,013 SH   DFND 17 730,013 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 2,597 28,245 SH   DFND 17 28,245 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 6,310 56,026 SH   DFND 17 56,026 0 0
ISHARES TR CORE US VAL ETF 464287663 2,122 16,656 SH   DFND 17 16,656 0 0
ISHARES TR U.S. TECH ETF 464287721 7,492 70,000 SH   DFND 24 0 0 70,000
ISHARES TR CALL 464287904 43,457 1,350,000 SH Call DFND 4 1,350,000 0 0
ISHARES TR PUT 464287954 544,603 16,918,400 SH Put DFND 4 16,918,400 0 0
ISHARES TR PUT 464287954 10,172 316,000 SH Put DFND 21 316,000 0 0
ISHARES TR PUT 464287955 251,104 3,116,288 SH Put DFND 4 3,116,288 0 0
ISHARES TR PUT 464287956 25,544 75,500 SH Put DFND 4 75,500 0 0
ISHARES TR PUT 464287959 75,748 1,008,500 SH Put DFND 4 1,008,500 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 641 12,000 SH   DFND 24 12,000 0 0
ISHARES TR MSCI ACWI EX US 464288240 2,213 55,878 SH   DFND 17 55,878 0 0
ISHARES TR MSCI ACWI ETF 464288257 101,584 1,819,844 SH   DFND 4 1,819,844 0 0
ISHARES TR MSCI ACWI ETF 464288257 35,185 630,330 SH   DFND 17 630,330 0 0
ISHARES TR MSCI ACWI ETF 464288257 27,129 486,000 SH   DFND 24 16,000 0 470,000
ISHARES TR JP MOR EM MK ETF 464288281 69,002 652,315 SH   DFND   650,015 0 2,300
ISHARES TR JP MOR EM MK ETF 464288281 6,448 60,953 SH   DFND 17 60,953 0 0
ISHARES TR IBOXX HI YD ETF 464288513 700 8,685 SH   DFND   8,685 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,638 32,737 SH   DFND 17 32,737 0 0
ISHARES TR IBOXX HI YD ETF 464288513 572 7,100 SH   DFND 24 7,100 0 0
ISHARES TR MBS ETF 464288588 13,391 124,338 SH   DFND 17 124,338 0 0
ISHARES TR 3-7 YR TR BD ETF 464288661 8 66 SH   DFND 17 66 0 0
ISHARES TR 3-7 YR TR BD ETF 464288661 20,660 168,500 SH   DFND 24 0 0 168,500
ISHARES TR U.S. PFD STK ETF 464288687 493 12,700 SH   DFND   6,200 0 6,500
ISHARES TR CHINA ETF 46429B671 15,012 336,451 SH   DFND 4 336,451 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 7,146 110,162 SH   DFND 17 110,162 0 0
ISHARES TR USA MIN VOL ETF 46429B697 23,461 561,000 SH   DFND   561,000 0 0
ISHARES TR USA MIN VOL ETF 46429B697 12,736 304,554 SH   DFND 17 304,554 0 0
ISHARES TR MSCI USA QLT FAC 46432F339 24,011 371,860 SH   DFND   353,100 0 18,760
ISHARES TR MSCI USA QLT FAC 46432F339 2,325 36,000 SH   DFND 17 36,000 0 0
ISHARES TR MSCI USAVALFCT 46432F388 21,068 338,500 SH   DFND   332,700 0 5,800
ISHARES TR MSCI USAMOMFCT 46432F396 23,772 324,350 SH   DFND   319,200 0 5,150
ISHARES TR MSCI USAMOMFCT 46432F396 2,052 28,000 SH   DFND 17 28,000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 946 67,915 SH   DFND 17 21,155 0 46,760
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 551 84,700 SH   DFND 17 84,700 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,285 503,048 SH   DFND 21 503,048 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 49,658 53,000,000 PRN   DFND 17 52,825,000 0 175,000
JPMORGAN CHASE & CO COM 46625H100 428,052 6,482,691 SH   DFND 3 6,476,091 0 6,600
JPMORGAN CHASE & CO COM 46625H100 91,280 1,382,402 SH   DFND 4 1,381,577 0 825
JPMORGAN CHASE & CO COM 46625H100 201,863 3,056,493 SH   DFND 17 2,985,608 0 70,885
JPMORGAN CHASE & CO COM 46625H100 284,756 4,288,711 SH   DFND 21 3,147,443 0 1,141,268
JPMORGAN CHASE & CO COM 46625H100 106 1,600 SH   DFND 24 1,600 0 0
JPMORGAN CHASE & CO CALL 46625H900 8,617 130,500 SH Call DFND 4 130,500 0 0
JPMORGAN CHASE & CO PUT 46625H950 122,182 1,850,400 SH Put DFND 4 1,850,400 0 0
JABIL CIRCUIT INC COM 466313103 9,316 400,000 SH   DFND 4 400,000 0 0
JABIL CIRCUIT INC COM 466313103 6,341 272,284 SH   DFND 17 186,077 0 86,207
JABIL CIRCUIT INC COM 466313103 18,541 792,568 SH   DFND 21 613,542 0 179,026
JACK IN THE BOX INC COM 466367109 312 4,071 SH   DFND 17 4,071 0 0
JACK IN THE BOX INC COM 466367109 1,781 23,215 SH   DFND 21 8,990 0 14,225
JACOBS ENGR GROUP INC DEL COM 469814107 1,801 42,467 SH   DFND 21 42,398 0 69
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 560 400,000 PRN   DFND 17 400,000 0 0
JARDEN CORP COM 471109108 10,244 179,349 SH   DFND 17 179,349 0 0
JARDEN CORP COM 471109108 6,243 109,396 SH   DFND 21 103,154 0 6,242
JARDEN CORP NOTE 1.875% 9/1 471109AH1 16,457 9,030,000 PRN   DFND 17 7,735,000 0 1,295,000
JARDEN CORP NOTE 1.125% 3/1 471109AM0 103,757 84,960,000 PRN   DFND 17 79,950,000 0 5,010,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 38,549 36,725,000 PRN   DFND 17 36,725,000 0 0
JD COM INC SPON ADR CL A 47215P106 8,268 256,265 SH   DFND 17 196,760 0 59,505
JD COM INC SPON ADR CL A 47215P106 387 12,000 SH   DFND 24 12,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 5,790 255,609 SH   DFND 17 41,768 0 213,841
JETBLUE AIRWAYS CORP COM 477143101 46,828 2,044,816 SH   DFND 21 1,336,474 0 708,342
JIAYUAN COM INTL LTD SPONSORED ADR 477374102 24 3,200 SH   DFND 17 3,200 0 0
JIAYUAN COM INTL LTD SPONSORED ADR 477374102 1,238 166,111 SH   DFND 21 166,111 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 739 26,700 SH   DFND 24 26,700 0 0
JOHNSON & JOHNSON COM 478160104 214,342 2,086,663 SH   DFND 3 2,086,663 0 0
JOHNSON & JOHNSON COM 478160104 3,981 38,752 SH   DFND 4 38,752 0 0
JOHNSON & JOHNSON COM 478160104 136,053 1,324,501 SH   DFND 17 1,027,482 0 297,019
JOHNSON & JOHNSON COM 478160104 326,066 3,156,627 SH   DFND 21 2,094,218 0 1,062,409
JOHNSON & JOHNSON COM 478160104 82 800 SH   DFND 24 800 0 0
JOHNSON & JOHNSON CALL 478160904 12,244 119,200 SH Call DFND 4 119,200 0 0
JOHNSON & JOHNSON PUT 478160954 113,382 1,103,800 SH Put DFND 4 1,103,800 0 0
JOHNSON CTLS INC COM 478366107 2,284 57,831 SH   DFND 4 57,831 0 0
JOHNSON CTLS INC COM 478366107 96,549 2,444,900 SH   DFND 17 2,428,400 0 16,500
JOHNSON CTLS INC COM 478366107 2,005 50,537 SH   DFND 21 0 0 50,537
JOHNSON CTLS INC CALL 478366907 731 18,500 SH Call DFND 4 18,500 0 0
JOHNSON CTLS INC PUT 478366957 6,002 152,000 SH Put DFND 4 152,000 0 0
JONES LANG LASALLE INC COM 48020Q107 357 2,231 SH   DFND 17 2,231 0 0
JONES LANG LASALLE INC COM 48020Q107 1,900 11,886 SH   DFND 21 3,977 0 7,909
JOY GLOBAL INC COM 481165108 0 1 SH   DFND 4 1 0 0
JOY GLOBAL INC COM 481165108 10,638 843,600 SH   DFND 17 840,300 0 3,300
JOY GLOBAL INC COM 481165108 2 180 SH   DFND 21 0 0 180
J2 GLOBAL INC COM 48123V102 26,507 322,003 SH   DFND 3 314,625 0 7,378
J2 GLOBAL INC COM 48123V102 5,814 70,627 SH   DFND 17 37,540 0 33,087
J2 GLOBAL INC COM 48123V102 50,381 606,242 SH   DFND 21 500,455 0 105,787
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 30,043 22,890,000 PRN   DFND 17 19,605,000 0 3,285,000
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 215 23,730 SH   DFND 20 23,730 0 0
JUNIPER NETWORKS INC COM 48203R104 486 17,622 SH   DFND 17 100 0 17,522
JUNIPER NETWORKS INC COM 48203R104 17,602 635,877 SH   DFND 21 530,395 0 105,482
JUST ENERGY GROUP INC COM 48213W101 48 4,909 SH   DFND 17 4,909 0 0
JUST ENERGY GROUP INC COM 48213W101 806 81,805 SH   DFND 21 81,805 0 0
KAR AUCTION SVCS INC COM 48238T109 37,030 1,000,000 SH   DFND 4 1,000,000 0 0
KAR AUCTION SVCS INC COM 48238T109 1,267 34,202 SH   DFND 17 32,227 0 1,975
KAR AUCTION SVCS INC COM 48238T109 16,742 449,164 SH   DFND 21 168,838 0 280,326
KBR INC COM 48242W106 25,165 1,487,300 SH   DFND 3 1,461,100 0 26,200
KBR INC COM 48242W106 534 31,580 SH   DFND 17 31,580 0 0
KLA-TENCOR CORP COM 482480100 10,521 151,705 SH   DFND 17 115,150 0 36,555
KLA-TENCOR CORP COM 482480100 8,467 122,087 SH   DFND 21 122,000 0 87
KKR & CO L P DEL COM UNITS 48248M102 5,809 372,600 SH   DFND 3 372,600 0 0
KKR & CO L P DEL COM UNITS 48248M102 199 12,755 SH   DFND 4 8,311 0 4,444
KT CORP SPONSORED ADR 48268K101 288 24,157 SH   DFND 21 24,157 0 0
K2M GROUP HLDGS INC COM 48273J107 12,961 656,586 SH   DFND 17 577,189 0 79,397
K2M GROUP HLDGS INC COM 48273J107 90 4,500 SH   DFND 21 0 0 4,500
KADANT INC COM 48282T104 2,138 52,644 SH   DFND 17 52,644 0 0
KADANT INC COM 48282T104 456 10,957 SH   DFND 21 10,957 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 28,460 340,185 SH   DFND 17 249,587 0 90,598
KAISER ALUMINUM CORP COM PAR $0.01 483007704 5,895 69,312 SH   DFND 21 56,517 0 12,795
KAMAN CORP COM 483548103 344 8,425 SH   DFND 17 8,425 0 0
KATE SPADE & CO COM 485865109 3,554 200,000 SH   DFND 4 200,000 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 28,179 31,485,000 PRN   DFND 17 31,235,000 0 250,000
KELLOGG CO COM 487836108 128 1,774 SH   DFND 4 1,774 0 0
KELLOGG CO COM 487836108 382 5,290 SH   DFND 17 5,290 0 0
KELLOGG CO COM 487836108 13 175 SH   DFND 21 0 0 175
KELLOGG CO CALL 487836908 224 3,100 SH Call DFND 4 3,100 0 0
KELLOGG CO PUT 487836958 3,816 52,800 SH Put DFND 4 52,800 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 18,869 783,584 SH   DFND 17 678,915 0 104,669
KENNEDY-WILSON HLDGS INC COM 489398107 174 7,200 SH   DFND 21 0 0 7,200
KEURIG GREEN MTN INC COM 49271M100 8,947 99,420 SH   DFND 21 99,261 0 159
KEYCORP NEW COM 493267108 16,808 1,274,300 SH   DFND 3 1,274,300 0 0
KEYCORP NEW COM 493267108 8,076 612,300 SH   DFND 17 526,600 0 85,700
KEYCORP NEW COM 493267108 11,337 856,957 SH   DFND 21 782,639 0 74,318
KFORCE INC COM 493732101 9,569 378,503 SH   DFND 17 378,503 0 0
KILROY RLTY CORP COM 49427F108 3,101 49,009 SH   DFND 4 49,009 0 0
KILROY RLTY CORP COM 49427F108 8,316 131,416 SH   DFND 17 106,508 0 24,908
KILROY RLTY CORP COM 49427F108 109 1,700 SH   DFND 21 0 0 1,700
KIMBERLY CLARK CORP COM 494368103 50 396 SH   DFND 4 396 0 0
KIMBERLY CLARK CORP COM 494368103 9,878 77,560 SH   DFND 17 77,560 0 0
KIMBERLY CLARK CORP COM 494368103 1,527 11,854 SH   DFND 21 11,711 0 143
KIMBERLY CLARK CORP CALL 494368903 2,088 16,400 SH Call DFND 4 16,400 0 0
KIMBERLY CLARK CORP PUT 494368953 16,193 127,200 SH Put DFND 4 127,200 0 0
KINDER MORGAN INC DEL COM 49456B101 14,382 963,922 SH   DFND 4 963,922 0 0
KINDER MORGAN INC DEL COM 49456B101 886 60,539 SH   DFND 21 31,576 0 28,963
KINDER MORGAN INC DEL PFD SER A 49456B200 62,026 1,539,100 SH   DFND 17 1,441,280 0 97,820
KINDER MORGAN INC DEL CALL 49456B901 1,235 82,800 SH Call DFND 4 82,800 0 0
KINDER MORGAN INC DEL PUT 49456B951 3,940 264,100 SH Put DFND 4 264,100 0 0
KINDRED HEALTHCARE INC COM 494580103 158 13,251 SH   DFND 17 13,251 0 0
KINDRED HEALTHCARE INC COM 494580103 1,115 93,578 SH   DFND 21 22,034 0 71,544
KINROSS GOLD CORP COM NO PAR 496902404 8,908 3,617,990 SH   DFND 21 3,617,990 0 0
KIRBY CORP COM 497266106 18,417 350,000 SH   DFND 4 350,000 0 0
KIRBY CORP COM 497266106 137 2,595 SH   DFND 17 2,595 0 0
KIRKLANDS INC COM 497498105 2,973 205,059 SH   DFND 17 200,359 0 4,700
KIRKLANDS INC COM 497498105 1,634 111,993 SH   DFND 21 102,930 0 9,063
KNOLL INC COM NEW 498904200 13,661 726,630 SH   DFND 17 622,713 0 103,917
KNOLL INC COM NEW 498904200 409 21,690 SH   DFND 21 4,558 0 17,132
KNOWLES CORP COM 49926D109 330 24,345 SH   DFND 21 24,345 0 0
KOHLS CORP COM 500255104 18,911 397,044 SH   DFND 4 397,044 0 0
KOHLS CORP COM 500255104 6,653 139,685 SH   DFND 17 21,793 0 117,892
KOHLS CORP COM 500255104 13,962 290,667 SH   DFND 21 172,646 0 118,021
KONA GRILL INC COM 50047H201 2,539 160,119 SH   DFND 17 155,847 0 4,272
KOPPERS HOLDINGS INC COM 50060P106 635 34,780 SH   DFND 17 20,850 0 13,930
KOREA ELECTRIC PWR SPONSORED ADR 500631106 103,808 4,903,533 SH   DFND 3 3,386,904 0 1,516,629
KOREA ELECTRIC PWR SPONSORED ADR 500631106 22,411 1,058,601 SH   DFND 17 1,058,601 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 230 10,839 SH   DFND 21 2,939 0 7,900
KRAFT HEINZ CO COM 500754106 163 2,235 SH   DFND 4 2,235 0 0
KRAFT HEINZ CO COM 500754106 252 3,460 SH   DFND 17 0 0 3,460
KRAFT HEINZ CO COM 500754106 902 12,238 SH   DFND 21 11,933 0 305
KRAFT HEINZ CO CALL 500754906 1,943 26,700 SH Call DFND 4 26,700 0 0
KRAFT HEINZ CO PUT 500754956 6,759 92,900 SH Put DFND 4 92,900 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 93 5,617 SH   DFND 17 5,617 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 735 44,264 SH   DFND 21 18,441 0 25,823
KROGER CO COM 501044101 10,965 262,140 SH   DFND 3 262,140 0 0
KROGER CO COM 501044101 195 4,666 SH   DFND 4 4,666 0 0
KROGER CO COM 501044101 189,189 4,522,818 SH   DFND 17 4,220,272 0 302,546
KROGER CO COM 501044101 173,678 4,127,313 SH   DFND 21 2,828,912 0 1,298,401
KROGER CO CALL 501044901 1,870 44,700 SH Call DFND 4 44,700 0 0
KROGER CO PUT 501044951 15,419 368,600 SH Put DFND 4 368,600 0 0
KULICKE & SOFFA INDS INC COM 501242101 11,622 995,853 SH   DFND 17 910,980 0 84,873
KULICKE & SOFFA INDS INC COM 501242101 81 6,700 SH   DFND 21 0 0 6,700
L BRANDS INC COM 501797104 294 3,065 SH   DFND 4 3,065 0 0
L BRANDS INC COM 501797104 2,989 31,195 SH   DFND 17 31,195 0 0
L BRANDS INC COM 501797104 33,124 343,802 SH   DFND 21 343,682 0 120
L BRANDS INC CALL 501797904 441 4,600 SH Call DFND 4 4,600 0 0
L BRANDS INC PUT 501797954 9,122 95,200 SH Put DFND 4 95,200 0 0
LDR HLDG CORP COM 50185U105 1,962 78,150 SH   DFND 17 52,260 0 25,890
LG DISPLAY CO LTD SPONS ADR REP 50186V102 2,813 269,400 SH   DFND 17 5,700 0 263,700
LG DISPLAY CO LTD SPONS ADR REP 50186V102 104 9,948 SH   DFND 21 2,200 0 7,748
LHC GROUP INC COM 50187A107 551 12,166 SH   DFND 17 6,331 0 5,835
LHC GROUP INC COM 50187A107 939 20,281 SH   DFND 21 0 0 20,281
LGI HOMES INC COM 50187T106 12,973 533,195 SH   DFND 17 527,318 0 5,877
LKQ CORP COM 501889208 582 19,640 SH   DFND 17 13,205 0 6,435
LKQ CORP COM 501889208 2,344 79,112 SH   DFND 21 70,198 0 8,914
LKQ CORP COM 501889208 5,007 169,000 SH   DFND 24 169,000 0 0
LSI INDS INC COM 50216C108 2,427 199,100 SH   DFND 17 188,325 0 10,775
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 10,701 392,267 SH   DFND 17 370,700 0 21,567
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,484 92,000 SH   DFND 24 92,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 42,656 345,000 SH   DFND 4 345,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 33,639 271,974 SH   DFND 17 222,199 0 49,775
LABORATORY CORP AMER HLDGS COM NEW 50540R409 41,978 338,541 SH   DFND 21 301,003 0 37,538
LACLEDE GROUP INC COM 505597104 523 8,802 SH   DFND 17 8,802 0 0
LACLEDE GROUP INC COM 505597104 7,363 122,543 SH   DFND 21 95,968 0 26,575
LADDER CAP CORP CL A 505743104 63 5,090 SH   DFND 17 5,090 0 0
LADDER CAP CORP CL A 505743104 546 44,189 SH   DFND 21 33,942 0 10,247
LAKE SHORE GOLD CORP COM 510728108 244 221,990 SH   DFND 17 124,500 0 97,490
LAKE SHORE GOLD CORP COM 510728108 2,957 2,691,743 SH   DFND 21 1,307,168 0 1,384,575
LAM RESEARCH CORP COM 512807108 18,092 227,800 SH   DFND 3 227,800 0 0
LAM RESEARCH CORP COM 512807108 142,933 1,799,345 SH   DFND 17 1,420,251 0 379,094
LAM RESEARCH CORP COM 512807108 65,758 824,215 SH   DFND 21 537,468 0 286,747
LAM RESEARCH CORP PUT 512807958 4,845 61,000 SH Put DFND 21 61,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 24,966 19,285,000 PRN   DFND 17 18,845,000 0 440,000
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 2,589 2,000,000 PRN   DFND 21 0 0 2,000,000
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 108,458 75,845,000 PRN   DFND 17 71,025,000 0 4,820,000
LANCASTER COLONY CORP COM 513847103 912 7,895 SH   DFND 17 6,250 0 1,645
LANCASTER COLONY CORP COM 513847103 47 400 SH   DFND 21 400 0 0
LANDS END INC NEW COM 51509F105 331 14,084 SH   DFND 21 14,084 0 0
LANNET INC COM 516012101 99 2,460 SH   DFND 17 2,460 0 0
LANNET INC COM 516012101 2,292 56,880 SH   DFND 21 31,387 0 25,493
LAREDO PETROLEUM INC COM 516806106 477 59,720 SH   DFND 17 59,720 0 0
LAREDO PETROLEUM INC COM 516806106 1,468 187,000 SH   DFND 21 187,000 0 0
LAREDO PETROLEUM INC COM 516806106 502 62,800 SH   DFND 24 62,800 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,958 117,572 SH   DFND 4 117,572 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 250 9,955 SH   DFND 17 9,955 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,297 51,489 SH   DFND 21 21,431 0 30,058
LATTICE SEMICONDUCTOR CORP COM 518415104 514 78,326 SH   DFND 21 78,326 0 0
LAUDER ESTEE COS INC CL A 518439104 188 2,132 SH   DFND 4 2,132 0 0
LAUDER ESTEE COS INC CL A 518439104 562 6,381 SH   DFND 17 6,381 0 0
LAUDER ESTEE COS INC CL A 518439104 10,129 115,029 SH   DFND 20 115,029 0 0
LAUDER ESTEE COS INC CL A 518439104 135,220 1,531,735 SH   DFND 21 1,237,423 0 294,312
LAUDER ESTEE COS INC CL A 518439104 352 4,000 SH   DFND 24 4,000 0 0
LAUDER ESTEE COS INC CALL 518439904 343 3,900 SH Call DFND 4 3,900 0 0
LAUDER ESTEE COS INC PUT 518439954 5,178 58,800 SH Put DFND 4 58,800 0 0
LEAR CORP COM NEW 521865204 13,578 110,540 SH   DFND 3 110,540 0 0
LEAR CORP COM NEW 521865204 35,944 292,587 SH   DFND 17 239,066 0 53,521
LEAR CORP COM NEW 521865204 67,583 546,505 SH   DFND 21 331,346 0 215,159
LEGG MASON INC COM 524901105 2,461 62,721 SH   DFND 21 62,618 0 103
LEMAITRE VASCULAR INC COM 525558201 6,324 366,609 SH   DFND 17 356,319 0 10,290
LENDINGCLUB CORP COM 52603A109 958 86,655 SH   DFND 17 68,610 0 18,045
LENDINGTREE INC NEW COM 52603B107 16,200 181,453 SH   DFND 17 179,645 0 1,808
LENNAR CORP CL A 526057104 3,066 62,114 SH   DFND 21 61,969 0 145
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 22,376 411,635 SH   DFND 4 411,635 0 0
LEXMARK INTL NEW CL A 529771107 3,897 118,970 SH   DFND 21 38,631 0 80,339
LIBBEY INC COM 529898108 1,675 78,558 SH   DFND 17 78,558 0 0
LIBBEY INC COM 529898108 296 13,790 SH   DFND 21 13,790 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,802 66,034 SH   DFND 21 0 0 66,034
LIBERTY MEDIA CORP DELAWARE CL A 531229102 319 8,118 SH   DFND 17 8,118 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 6 159 SH   DFND 21 0 0 159
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 112,868 113,435,000 PRN   DFND 17 106,105,000 0 7,330,000
LIFEPOINT HEALTH INC COM 53219L109 3,665 49,935 SH   DFND 17 4,635 0 45,300
LIFEPOINT HEALTH INC COM 53219L109 4,503 61,055 SH   DFND 21 45,713 0 15,342
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 27,260 251,431 SH   DFND 17 225,470 0 25,961
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 141 1,300 SH   DFND 21 0 0 1,300
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 32,983 21,170,000 PRN   DFND 17 18,335,000 0 2,835,000
LILLY ELI & CO COM 532457108 967 11,473 SH   DFND 4 11,473 0 0
LILLY ELI & CO COM 532457108 23,121 274,397 SH   DFND 17 250,528 0 23,869
LILLY ELI & CO COM 532457108 16,922 198,745 SH   DFND 21 165,355 0 33,390
LILLY ELI & CO CALL 532457908 6,522 77,400 SH Call DFND 4 77,400 0 0
LILLY ELI & CO PUT 532457958 38,355 455,200 SH Put DFND 4 455,200 0 0
LIMELIGHT NETWORKS INC COM 53261M104 1,650 1,130,330 SH   DFND 17 1,101,640 0 28,690
LINCOLN NATL CORP IND COM 534187109 6,277 124,900 SH   DFND 3 124,900 0 0
LINCOLN NATL CORP IND COM 534187109 17,500 348,180 SH   DFND 17 215,748 0 132,432
LINCOLN NATL CORP IND COM 534187109 39,448 778,380 SH   DFND 21 519,648 0 258,732
LINEAR TECHNOLOGY CORP COM 535678106 205 4,731 SH   DFND 21 4,600 0 131
LINNCO LLC COM SHS LTD INT 535782106 18 18,110 SH   DFND 21 18,110 0 0
LINKEDIN CORP COM CL A 53578A108 470 2,090 SH   DFND 17 100 0 1,990
LINKEDIN CORP COM CL A 53578A108 1,785 7,844 SH   DFND 21 7,780 0 64
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 103,131 98,690,000 PRN   DFND 17 91,655,000 0 7,035,000
LIONS GATE ENTMNT CORP COM NEW 535919203 972 30,000 SH   DFND 21 30,000 0 0
LINN ENERGY LLC PUT 536020950 2,286 1,772,200 SH Put DFND 4 1,772,200 0 0
LIPOCINE INC NEW COM 53630X104 1,035 80,050 SH   DFND 17 75,820 0 4,230
LIQUIDITY SERVICES INC COM 53635B107 123 18,940 SH   DFND 17 0 0 18,940
LITHIA MTRS INC CL A 536797103 441 4,130 SH   DFND 17 0 0 4,130
LITTELFUSE INC COM 537008104 518 4,833 SH   DFND 21 0 0 4,833
LIVE NATION ENTERTAINMENT IN COM 538034109 25,799 1,050,000 SH   DFND 4 1,050,000 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 52,878 51,905,000 PRN   DFND 17 44,950,000 0 6,955,000
LIVEPERSON INC COM 538146101 628 93,000 SH   DFND 17 0 0 93,000
LOCKHEED MARTIN CORP COM 539830109 5,602 25,800 SH   DFND 3 25,800 0 0
LOCKHEED MARTIN CORP COM 539830109 761 3,505 SH   DFND 4 3,505 0 0
LOCKHEED MARTIN CORP COM 539830109 75,453 347,469 SH   DFND 17 337,159 0 10,310
LOCKHEED MARTIN CORP COM 539830109 406 1,850 SH   DFND 21 1,700 0 150
LOCKHEED MARTIN CORP CALL 539830909 977 4,500 SH Call DFND 4 4,500 0 0
LOCKHEED MARTIN CORP PUT 539830959 32,681 150,500 SH Put DFND 4 150,500 0 0
LOGMEIN INC COM 54142L109 732 10,915 SH   DFND 17 0 0 10,915
LOWES COS INC COM 548661107 451 5,936 SH   DFND 4 5,936 0 0
LOWES COS INC COM 548661107 5,427 71,371 SH   DFND 17 71,371 0 0
LOWES COS INC COM 548661107 45,044 588,141 SH   DFND 21 576,542 0 11,599
LOWES COS INC CALL 548661907 3,574 47,000 SH Call DFND 4 47,000 0 0
LOWES COS INC PUT 548661957 34,826 458,000 SH Put DFND 4 458,000 0 0
LUMINEX CORP DEL COM 55027E102 243 11,365 SH   DFND 17 0 0 11,365
LYDALL INC DEL COM 550819106 2,697 76,005 SH   DFND 17 76,005 0 0
M & T BK CORP COM 55261F104 38,778 320,004 SH   DFND 4 320,004 0 0
M & T BK CORP COM 55261F104 3,318 27,381 SH   DFND 21 27,298 0 83
M & T BK CORP CALL 55261F904 351 2,900 SH Call DFND 4 2,900 0 0
M & T BK CORP PUT 55261F954 2,763 22,800 SH Put DFND 4 22,800 0 0
MFA FINL INC COM 55272X102 3,821 578,938 SH   DFND 17 512,128 0 66,810
MFA FINL INC COM 55272X102 11,067 1,670,335 SH   DFND 21 664,642 0 1,005,693
MGIC INVT CORP WIS COM 552848103 8,582 971,970 SH   DFND 17 796,725 0 175,245
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 37,744 36,205,000 PRN   DFND 17 36,205,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,505 154,248 SH   DFND 4 141,671 0 12,577
MGM RESORTS INTERNATIONAL COM 552953101 43,738 1,925,110 SH   DFND 17 1,925,110 0 0
MGM RESORTS INTERNATIONAL COM 552953101 9 388 SH   DFND 21 0 0 388
M/I HOMES INC COM 55305B101 2,396 109,329 SH   DFND 17 109,329 0 0
MKS INSTRUMENT INC COM 55306N104 246 6,825 SH   DFND 17 6,825 0 0
MKS INSTRUMENT INC COM 55306N104 3,912 107,572 SH   DFND 21 56,876 0 50,696
MSC INDL DIRECT INC CL A 553530106 506 8,990 SH   DFND 17 8,990 0 0
MSC INDL DIRECT INC CL A 553530106 132 2,300 SH   DFND 21 2,300 0 0
MACERICH CO COM 554382101 6,621 82,050 SH   DFND 4 82,050 0 0
MACERICH CO COM 554382101 9 113 SH   DFND 17 113 0 0
MACERICH CO COM 554382101 11 139 SH   DFND 21 0 0 139
MACK CALI RLTY CORP COM 554489104 1,668 71,430 SH   DFND 4 71,430 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 31,389 432,359 SH   DFND 17 373,206 0 59,153
MACQUARIE INFRASTRUCTURE COR COM 55608B105 11,151 155,956 SH   DFND 21 152,656 0 3,300
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 52,736 47,350,000 PRN   DFND 17 41,250,000 0 6,100,000
MACROGENICS INC COM 556099109 1,577 50,919 SH   DFND 17 50,919 0 0
MACYS INC COM 55616P104 180,952 5,173,007 SH   DFND 3 5,166,807 0 6,200
MACYS INC COM 55616P104 41,815 1,195,390 SH   DFND 4 1,189,014 0 6,376
MACYS INC COM 55616P104 30,346 867,523 SH   DFND 17 865,357 0 2,166
MACYS INC COM 55616P104 20,901 593,410 SH   DFND 21 505,176 0 88,234
MACYS INC CALL 55616P904 234 6,700 SH Call DFND 4 6,700 0 0
MACYS INC PUT 55616P954 2,291 65,500 SH Put DFND 4 65,500 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7,987 117,600 SH   DFND 3 117,600 0 0
MAGNA INTL INC COM 559222401 129,452 2,351,600 SH   DFND 3 1,771,800 0 579,800
MAGNA INTL INC COM 559222401 46,893 851,848 SH   DFND 17 662,534 0 189,314
MAGNA INTL INC COM 559222401 113,236 2,034,623 SH   DFND 21 1,262,784 0 771,839
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,145 50,049 SH   DFND 17 7,304 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,595 69,351 SH   DFND 21 30,272 0 39,079
MANHATTAN ASSOCS INC COM 562750109 1,714 25,900 SH   DFND 17 13,250 0 12,650
MANULIFE FINL CORP COM 56501R106 126,671 6,226,447 SH   DFND 3 4,456,140 0 1,770,307
MANULIFE FINL CORP COM 56501R106 27,211 1,337,550 SH   DFND 17 1,332,888 0 4,662
MANULIFE FINL CORP COM 56501R106 33,125 1,609,980 SH   DFND 21 1,314,303 0 295,677
MARATHON OIL CORP COM 565849106 109 8,652 SH   DFND 4 8,652 0 0
MARATHON OIL CORP COM 565849106 2,328 187,587 SH   DFND 21 187,220 0 367
MARATHON OIL CORP CALL 565849906 157 12,500 SH Call DFND 4 12,500 0 0
MARATHON OIL CORP PUT 565849956 393 31,200 SH Put DFND 4 31,200 0 0
MARATHON PETE CORP COM 56585A102 7,786 150,200 SH   DFND 3 150,200 0 0
MARATHON PETE CORP COM 56585A102 208 4,015 SH   DFND 4 4,015 0 0
MARATHON PETE CORP COM 56585A102 14,724 284,021 SH   DFND 17 93,006 0 191,015
MARATHON PETE CORP COM 56585A102 61,095 1,173,707 SH   DFND 21 792,552 0 381,155
MARATHON PETE CORP COM 56585A102 1,545 29,800 SH   DFND 24 29,800 0 0
MARATHON PETE CORP CALL 56585A902 959 18,500 SH Call DFND 4 18,500 0 0
MARATHON PETE CORP PUT 56585A952 12,146 234,300 SH Put DFND 4 234,300 0 0
MARCUS & MILLICHAP INC COM 566324109 307 10,542 SH   DFND 17 10,542 0 0
MARCUS & MILLICHAP INC COM 566324109 1,100 37,796 SH   DFND 21 37,796 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 592 77,423 SH   DFND 17 73,185 0 4,238
MARKEL CORP COM 570535104 777 880 SH   DFND 17 880 0 0
MARKEL CORP COM 570535104 7 8 SH   DFND 21 0 0 8
MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 767 16,500 SH   DFND 24 16,500 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 5,675 99,649 SH   DFND 17 41,958 0 57,691
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 16,475 288,205 SH   DFND 21 156,241 0 131,964
MARSH & MCLENNAN COS INC COM 571748102 319 5,755 SH   DFND 4 5,755 0 0
MARSH & MCLENNAN COS INC COM 571748102 137 2,442 SH   DFND 21 2,181 0 261
MARSH & MCLENNAN COS INC CALL 571748902 316 5,700 SH Call DFND 4 5,700 0 0
MARSH & MCLENNAN COS INC PUT 571748952 4,846 87,400 SH Put DFND 4 87,400 0 0
MASIMO CORP COM 574795100 1,076 25,915 SH   DFND 17 7,125 0 18,790
MASIMO CORP COM 574795100 456 10,932 SH   DFND 21 0 0 10,932
MASTEC INC COM 576323109 17,731 1,020,203 SH   DFND 17 876,347 0 143,856
MASTEC INC COM 576323109 372 21,023 SH   DFND 21 13,523 0 7,500
MASTERCARD INC CL A 57636Q104 932 9,574 SH   DFND 4 9,574 0 0
MASTERCARD INC CL A 57636Q104 94,081 966,325 SH   DFND 17 732,425 0 233,900
MASTERCARD INC CL A 57636Q104 6,763 69,139 SH   DFND 21 68,580 0 559
MASTERCARD INC CALL 57636Q904 5,160 53,000 SH Call DFND 4 53,000 0 0
MASTERCARD INC PUT 57636Q954 53,324 547,700 SH Put DFND 4 547,700 0 0
MATADOR RES CO COM 576485205 15,829 800,682 SH   DFND 17 696,479 0 104,203
MATADOR RES CO COM 576485205 165 8,300 SH   DFND 21 0 0 8,300
MATRIX SVC CO COM 576853105 1,399 68,115 SH   DFND 17 45,045 0 23,070
MATSON INC COM 57686G105 13,105 307,417 SH   DFND 17 269,621 0 37,796
MATSON INC COM 57686G105 2,390 55,808 SH   DFND 21 37,398 0 18,410
MATTEL INC COM 577081102 236,090 8,689,373 SH   DFND 3 8,680,333 0 9,040
MATTEL INC COM 577081102 44,771 1,647,812 SH   DFND 17 1,647,812 0 0
MATTEL INC COM 577081102 375 13,672 SH   DFND 21 13,494 0 178
MAXIM INTEGRATED PRODS INC COM 57772K101 15,795 415,659 SH   DFND 17 322,099 0 93,560
MAXIM INTEGRATED PRODS INC COM 57772K101 2,677 70,304 SH   DFND 21 70,143 0 161
MAXLINEAR INC CL A 57776J100 16,161 1,097,144 SH   DFND 17 1,084,599 0 12,545
MAXLINEAR INC CL A 57776J100 2,542 171,871 SH   DFND 21 171,871 0 0
MAXIMUS INC COM 577933104 13,590 241,600 SH   DFND 17 209,384 0 32,216
MAXIMUS INC COM 577933104 108 1,900 SH   DFND 21 0 0 1,900
MCCLATCHY CO CL A 579489105 2,312 1,911,041 SH   DFND 4 1,911,041 0 0
MCDERMOTT INTL INC COM 580037109 9,745 2,909,012 SH   DFND 17 2,597,878 0 311,134
MCDERMOTT INTL INC COM 580037109 57 17,200 SH   DFND 21 0 0 17,200
MCDONALDS CORP COM 580135101 885 7,494 SH   DFND 4 7,494 0 0
MCDONALDS CORP COM 580135101 161,520 1,366,820 SH   DFND 17 1,349,020 0 17,800
MCDONALDS CORP COM 580135101 2,656 22,486 SH   DFND 20 22,486 0 0
MCDONALDS CORP COM 580135101 1,325 11,140 SH   DFND 21 10,533 0 607
MCDONALDS CORP COM 580135101 59 500 SH   DFND 24 500 0 0
MCDONALDS CORP CALL 580135901 2,753 23,300 SH Call DFND 4 23,300 0 0
MCDONALDS CORP PUT 580135951 53,706 454,600 SH Put DFND 4 454,600 0 0
MCGRAW HILL FINL INC COM 580645109 126 1,274 SH   DFND 4 1,274 0 0
MCGRAW HILL FINL INC COM 580645109 10,412 105,615 SH   DFND 17 84,695 0 20,920
MCGRAW HILL FINL INC COM 580645109 20,337 205,109 SH   DFND 21 145,910 0 59,199
MCGRAW HILL FINL INC CALL 580645909 1,479 15,000 SH Call DFND 4 15,000 0 0
MCGRAW HILL FINL INC PUT 580645959 8,448 85,700 SH Put DFND 4 85,700 0 0
MCKESSON CORP COM 58155Q103 2,017 10,229 SH   DFND 4 10,229 0 0
MCKESSON CORP COM 58155Q103 137,861 698,987 SH   DFND 17 689,621 0 9,366
MCKESSON CORP COM 58155Q103 91,506 461,905 SH   DFND 21 273,561 0 188,344
MCKESSON CORP CALL 58155Q903 2,485 12,600 SH Call DFND 4 12,600 0 0
MCKESSON CORP PUT 58155Q953 19,585 99,300 SH Put DFND 4 99,300 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,349 17,084 SH   DFND 4 17,084 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,118 14,095 SH   DFND 21 13,982 0 113
MEAD JOHNSON NUTRITION CO PUT 582839956 2,692 34,100 SH Put DFND 4 34,100 0 0
MEDASSETS INC COM 584045108 5,626 181,829 SH   DFND 21 181,829 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 31,815 2,764,100 SH   DFND 3 2,677,300 0 86,800
MEDICINES CO COM 584688105 2,622 70,160 SH   DFND 17 58,875 0 11,285
MEDICINES CO COM 584688105 448 12,000 SH   DFND 24 12,000 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 22,692 15,815,000 PRN   DFND 17 15,735,000 0 80,000
MEDIVATION INC COM 58501N101 3,826 79,605 SH   DFND 17 74,425 0 5,180
MEDIVATION INC COM 58501N101 1,644 34,000 SH   DFND 24 34,000 0 0
MEDNAX INC COM 58502B106 3,870 54,003 SH   DFND 17 44,371 0 9,632
MEDNAX INC COM 58502B106 41,939 583,178 SH   DFND 21 439,983 0 143,195
MENS WEARHOUSE INC COM 587118100 726 49,428 SH   DFND 21 19,945 0 29,483
MENTOR GRAPHICS CORP COM 587200106 41,112 2,231,930 SH   DFND 3 2,194,362 0 37,568
MENTOR GRAPHICS CORP COM 587200106 2,649 143,802 SH   DFND 17 47,202 0 96,600
MENTOR GRAPHICS CORP COM 587200106 10,091 542,757 SH   DFND 21 340,556 0 202,201
MERCER INTL INC COM 588056101 1,206 133,287 SH   DFND 17 133,287 0 0
MERCER INTL INC COM 588056101 1,294 142,334 SH   DFND 21 80,156 0 62,178
MERCK & CO INC NEW COM 58933Y105 5,599 106,000 SH   DFND 3 106,000 0 0
MERCK & CO INC NEW COM 58933Y105 45,860 868,241 SH   DFND 4 868,241 0 0
MERCK & CO INC NEW COM 58933Y105 68,293 1,292,188 SH   DFND 17 1,228,180 0 64,008
MERCK & CO INC NEW COM 58933Y105 58,398 1,100,395 SH   DFND 21 948,866 0 151,529
MERCK & CO INC NEW CALL 58933Y905 6,317 119,600 SH Call DFND 4 119,600 0 0
MERCK & CO INC NEW PUT 58933Y955 50,755 960,900 SH Put DFND 4 960,900 0 0
MEREDITH CORP COM 589433101 55,255 1,277,572 SH   DFND 3 1,253,872 0 23,700
MEREDITH CORP COM 589433101 615 14,227 SH   DFND 17 14,227 0 0
MEREDITH CORP COM 589433101 3,969 91,598 SH   DFND 21 76,786 0 14,812
MERIDIAN BANCORP INC MD COM 58958U103 2,825 200,363 SH   DFND 17 200,363 0 0
MERIT MED SYS INC COM 589889104 368 19,815 SH   DFND 17 0 0 19,815
MERITOR INC NOTE 7.875% 3/0 59001KAC4 19,855 17,250,000 PRN   DFND 17 17,250,000 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 557 68,800 SH   DFND 17 68,800 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 221 28,000 SH   DFND 24 28,000 0 0
META FINL GROUP INC COM 59100U108 964 20,985 SH   DFND 17 14,605 0 6,380
METALDYNE PERFORMANCE GROUP COM 59116R107 496 26,533 SH   DFND 21 26,533 0 0
METHANEX CORP COM 59151K108 24,503 546,603 SH   DFND 3 533,119 0 13,484
METHANEX CORP COM 59151K108 1,427 31,278 SH   DFND 21 22,900 0 8,378
METHODE ELECTRS INC COM 591520200 37,824 1,188,321 SH   DFND 3 1,154,805 0 33,516
METLIFE INC COM 59156R108 421,084 8,734,370 SH   DFND 3 8,725,570 0 8,800
METLIFE INC COM 59156R108 3,697 76,681 SH   DFND 4 76,681 0 0
METLIFE INC COM 59156R108 94,486 1,959,883 SH   DFND 17 1,873,486 0 86,397
METLIFE INC COM 59156R108 49,083 1,011,220 SH   DFND 21 719,498 0 291,722
METLIFE INC CALL 59156R908 1,851 38,400 SH Call DFND 4 38,400 0 0
METLIFE INC PUT 59156R958 20,754 430,500 SH Put DFND 4 430,500 0 0
MICHAELS COS INC COM 59408Q106 8,221 371,805 SH   DFND 17 297,175 0 74,630
MICROSOFT CORP COM 594918104 2,239 40,360 SH   DFND 4 40,360 0 0
MICROSOFT CORP COM 594918104 776,705 13,998,217 SH   DFND 17 11,798,197 0 2,200,020
MICROSOFT CORP COM 594918104 3,129 56,400 SH   DFND 20 56,400 0 0
MICROSOFT CORP COM 594918104 524,238 9,386,960 SH   DFND 21 7,258,112 0 2,128,848
MICROSOFT CORP COM 594918104 22 400 SH   DFND 24 400 0 0
MICROSOFT CORP CALL 594918904 41,327 744,900 SH Call DFND 4 744,900 0 0
MICROSOFT CORP CALL 594918904 71,014 1,280,000 SH Call DFND 17 1,280,000 0 0
MICROSOFT CORP PUT 594918954 202,191 3,644,400 SH Put DFND 4 3,644,400 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 25,911 556,745 SH   DFND 17 423,440 0 133,305
MICROCHIP TECHNOLOGY INC COM 595017104 99,164 2,117,388 SH   DFND 21 1,805,085 0 312,303
MICROCHIP TECHNOLOGY INC COM 595017104 349 7,500 SH   DFND 24 7,500 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 49,238 26,175,000 PRN   DFND 17 26,075,000 0 100,000
MICRON TECHNOLOGY INC COM 595112103 873 61,678 SH   DFND 4 61,678 0 0
MICRON TECHNOLOGY INC COM 595112103 26,550 1,875,021 SH   DFND 17 1,240,606 0 634,415
MICRON TECHNOLOGY INC COM 595112103 32,299 2,280,971 SH   DFND 21 2,078,310 0 202,661
MICRON TECHNOLOGY INC CALL 595112903 208 14,700 SH Call DFND 4 14,700 0 0
MICRON TECHNOLOGY INC PUT 595112953 1,590 112,300 SH Put DFND 4 112,300 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 131,150 157,301,000 PRN   DFND 17 149,251,000 0 8,050,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1,668 2,000,000 PRN   DFND 21 2,000,000 0 0
MICROSEMI CORP COM 595137100 13,727 421,195 SH   DFND 17 377,410 0 43,785
MICROSEMI CORP COM 595137100 1,116 33,425 SH   DFND 21 30,425 0 3,000
MID-AMER APT CMNTYS INC COM 59522J103 6,348 69,900 SH   DFND 3 69,900 0 0
MIDDLEBY CORP COM 596278101 6,903 63,994 SH   DFND 17 46,786 0 17,208
MIDDLEBY CORP COM 596278101 97 900 SH   DFND 21 0 0 900
MILLER HERMAN INC COM 600544100 1,179 41,090 SH   DFND 17 30,115 0 10,975
MINERALS TECHNOLOGIES INC COM 603158106 264 5,752 SH   DFND 17 5,752 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,238 27,094 SH   DFND 21 27,094 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,900 469,216 SH   DFND 17 469,216 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6,395 1,041,124 SH   DFND 21 630,850 0 410,274
MOHAWK INDS INC COM 608190104 15,255 80,548 SH   DFND 17 79,743 0 805
MOHAWK INDS INC COM 608190104 12,035 63,439 SH   DFND 21 48,809 0 14,630
MOLINA HEALTHCARE INC COM 60855R100 848 14,110 SH   DFND 17 14,110 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 57,240 36,390,000 PRN   DFND 17 36,390,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 38,206 31,575,000 PRN   DFND 17 27,155,000 0 4,420,000
MOLSON COORS BREWING CO CL B 60871R209 3,073 32,534 SH   DFND 21 32,403 0 131
MONDELEZ INTL INC CL A 609207105 639 14,252 SH   DFND 4 14,252 0 0
MONDELEZ INTL INC CL A 609207105 116,472 2,595,293 SH   DFND 17 2,221,788 0 373,505
MONDELEZ INTL INC CL A 609207105 4,556 101,600 SH   DFND 20 101,600 0 0
MONDELEZ INTL INC CL A 609207105 37,959 842,834 SH   DFND 21 578,682 0 264,152
MONDELEZ INTL INC CALL 609207905 1,551 34,600 SH Call DFND 4 34,600 0 0
MONDELEZ INTL INC PUT 609207955 28,056 625,700 SH Put DFND 4 625,700 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 31,014 2,964,988 SH   DFND 3 2,866,488 0 98,500
MONOLITHIC PWR SYS INC COM 609839105 6,228 97,755 SH   DFND 17 78,350 0 19,405
MONSANTO CO NEW COM 61166W101 7,283 73,922 SH   DFND 4 73,922 0 0
MONSANTO CO NEW COM 61166W101 118,487 1,202,670 SH   DFND 17 1,194,970 0 7,700
MONSANTO CO NEW COM 61166W101 78,974 801,043 SH   DFND 21 662,726 0 138,317
MONSANTO CO NEW COM 61166W101 9,458 96,000 SH   DFND 24 96,000 0 0
MONSANTO CO NEW CALL 61166W901 1,616 16,400 SH Call DFND 4 16,400 0 0
MONSANTO CO NEW PUT 61166W951 23,753 241,100 SH Put DFND 4 241,100 0 0
MONSTER WORLDWIDE INC COM 611742107 10,721 1,870,956 SH   DFND 17 1,754,784 0 116,172
MONSTER WORLDWIDE INC COM 611742107 2,295 396,826 SH   DFND 21 389,426 0 7,400
MONSTER BEVERAGE CORP NEW COM 61174X109 49 330 SH   DFND 4 330 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 92,458 620,605 SH   DFND 17 529,795 0 90,810
MONSTER BEVERAGE CORP NEW COM 61174X109 508 3,382 SH   DFND 21 0 0 3,382
MONSTER BEVERAGE CORP NEW CALL 61174X909 1,073 7,200 SH Call DFND 4 7,200 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 9,578 64,300 SH Put DFND 4 64,300 0 0
MOODYS CORP COM 615369105 344 3,433 SH   DFND 4 3,433 0 0
MOODYS CORP COM 615369105 119 1,185 SH   DFND 17 0 0 1,185
MOODYS CORP COM 615369105 3,350 33,289 SH   DFND 21 31,100 0 2,189
MOODYS CORP PUT 615369955 3,000 29,900 SH Put DFND 4 29,900 0 0
MORGAN STANLEY COM NEW 617446448 4,347 136,663 SH   DFND 4 136,663 0 0
MORGAN STANLEY COM NEW 617446448 9,337 293,524 SH   DFND 17 110,628 0 182,896
MORGAN STANLEY COM NEW 617446448 38,707 1,207,466 SH   DFND 21 1,044,437 0 163,029
MORGAN STANLEY CALL 617446908 862 27,100 SH Call DFND 4 27,100 0 0
MORGAN STANLEY PUT 617446958 18,609 585,000 SH Put DFND 4 585,000 0 0
MORNINGSTAR INC COM 617700109 974 12,115 SH   DFND 17 12,115 0 0
MORNINGSTAR INC COM 617700109 1,827 22,694 SH   DFND 21 22,694 0 0
MOSAIC CO NEW COM 61945C103 3,684 133,514 SH   DFND 17 119,777 0 13,737
MOSAIC CO NEW COM 61945C103 30,447 1,086,903 SH   DFND 21 473,008 0 613,895
MOTORCAR PTS AMER INC COM 620071100 28,023 828,850 SH   DFND 17 740,739 0 88,111
MOTORCAR PTS AMER INC COM 620071100 137 4,000 SH   DFND 21 0 0 4,000
MOTOROLA SOLUTIONS INC COM NEW 620076307 176 2,565 SH   DFND 17 2,565 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 56 816 SH   DFND 21 712 0 104
MOVADO GROUP INC COM 624580106 422 16,400 SH   DFND 17 0 0 16,400
MOVADO GROUP INC COM 624580106 349 12,994 SH   DFND 21 12,994 0 0
MUELLER WTR PRODS INC COM SER A 624758108 16,025 1,863,371 SH   DFND 17 1,863,371 0 0
MUELLER WTR PRODS INC COM SER A 624758108 78 9,017 SH   DFND 21 0 0 9,017
MULTI COLOR CORP COM 625383104 565 9,442 SH   DFND 17 9,442 0 0
MULTI COLOR CORP COM 625383104 5,682 93,428 SH   DFND 21 74,688 0 18,740
MULTI FINELINE ELECTRONIX IN COM 62541B101 569 27,497 SH   DFND 17 1,645 0 25,852
MURPHY OIL CORP COM 626717102 1,747 78,575 SH   DFND 21 78,419 0 156
MURPHY USA INC COM 626755102 1,526 25,125 SH   DFND 17 25,125 0 0
MURPHY USA INC COM 626755102 14,796 240,910 SH   DFND 21 240,910 0 0
MYRIAD GENETICS INC COM 62855J104 485 11,247 SH   DFND 21 10,093 0 1,154
NCR CORP NEW COM 62886E108 367 14,995 SH   DFND 21 14,900 0 95
NMI HLDGS INC CL A 629209305 156 23,025 SH   DFND 17 23,025 0 0
NN INC COM 629337106 1,860 116,678 SH   DFND 17 113,993 0 2,685
NRG YIELD INC CL A NEW 62942X306 270 19,424 SH   DFND 17 19,424 0 0
NRG YIELD INC CL A NEW 62942X306 124 9,081 SH   DFND 21 9,081 0 0
NVR INC COM 62944T105 14,043 8,547 SH   DFND 17 6,571 0 1,976
NVR INC COM 62944T105 2,552 1,547 SH   DFND 21 1,483 0 64
NV5 GLOBAL INC COM 62945V109 1,889 85,931 SH   DFND 17 81,227 0 4,704
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 87,470 78,600,000 PRN   DFND 17 73,690,000 0 4,910,000
NASDAQ INC COM 631103108 53 905 SH   DFND 3 905 0 0
NASDAQ INC COM 631103108 4,362 74,988 SH   DFND 17 74,988 0 0
NASDAQ INC COM 631103108 10,589 179,417 SH   DFND 21 179,417 0 0
NATIONAL FUEL GAS CO N J COM 636180101 50,426 1,179,560 SH   DFND 3 1,158,960 0 20,600
NATIONAL FUEL GAS CO N J COM 636180101 559 13,066 SH   DFND 17 13,066 0 0
NATIONAL GEN HLDGS CORP COM 636220303 17,490 800,105 SH   DFND 17 718,671 0 81,434
NATIONAL GEN HLDGS CORP COM 636220303 124 5,600 SH   DFND 21 0 0 5,600
NATIONAL OILWELL VARCO INC COM 637071101 1,057 31,555 SH   DFND 4 31,555 0 0
NATIONAL OILWELL VARCO INC COM 637071101 15,591 465,550 SH   DFND 17 464,100 0 1,450
NATIONAL OILWELL VARCO INC COM 637071101 1,729 51,593 SH   DFND 21 3,492 0 48,101
NATIONAL OILWELL VARCO INC CALL 637071901 743 22,200 SH Call DFND 4 22,200 0 0
NATIONAL OILWELL VARCO INC PUT 637071951 1,490 44,500 SH Put DFND 4 44,500 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 46 3,764 SH   DFND 17 3,764 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 650 52,660 SH   DFND 21 52,660 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 524 2,352 SH   DFND 21 2,352 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 913 68,300 SH   DFND 4 68,300 0 0
NAVIGATORS GROUP INC COM 638904102 190 2,215 SH   DFND 17 2,215 0 0
NAVIGATORS GROUP INC COM 638904102 1,141 13,300 SH   DFND 21 3,155 0 10,145
NATUS MEDICAL INC DEL COM 639050103 526 10,950 SH   DFND 17 10,950 0 0
NATUS MEDICAL INC DEL COM 639050103 8,597 176,888 SH   DFND 21 75,954 0 100,934
NAUTILUS INC COM 63910B102 5,456 326,345 SH   DFND 17 318,451 0 7,894
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 5,600 12,445,000 PRN   DFND 17 12,250,000 0 195,000
NAVIGANT CONSULTING INC COM 63935N107 1,287 80,130 SH   DFND 17 58,770 0 21,360
NAVIGANT CONSULTING INC COM 63935N107 307 19,100 SH   DFND 21 19,100 0 0
NAVIENT CORP COM 63938C108 15,007 1,310,696 SH   DFND 4 1,310,696 0 0
NAVIENT CORP COM 63938C108 787 68,719 SH   DFND 17 68,719 0 0
NAVIENT CORP COM 63938C108 9,880 868,673 SH   DFND 21 868,070 0 603
NEENAH PAPER INC COM 640079109 45,956 736,113 SH   DFND 3 736,113 0 0
NEENAH PAPER INC COM 640079109 2,202 35,270 SH   DFND 17 35,270 0 0
NEENAH PAPER INC COM 640079109 969 15,379 SH   DFND 21 15,379 0 0
NEKTAR THERAPEUTICS COM 640268108 2,460 143,370 SH   DFND 17 143,370 0 0
NEKTAR THERAPEUTICS COM 640268108 1,062 63,000 SH   DFND 24 63,000 0 0
NELNET INC CL A 64031N108 144 4,301 SH   DFND 17 4,301 0 0
NELNET INC CL A 64031N108 1,182 35,203 SH   DFND 21 18,045 0 17,158
NEOGENOMICS INC COM NEW 64049M209 6,952 883,395 SH   DFND 17 862,935 0 20,460
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,265 93,651 SH   DFND 17 42,232 0 51,419
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,363 103,115 SH   DFND 21 103,115 0 0
NETAPP INC COM 64110D104 284 10,700 SH   DFND 17 10,700 0 0
NETAPP INC COM 64110D104 141 5,247 SH   DFND 21 4,900 0 347
NETFLIX INC COM 64110L106 932 8,151 SH   DFND 4 8,151 0 0
NETFLIX INC COM 64110L106 69,267 605,585 SH   DFND 17 465,405 0 140,180
NETFLIX INC COM 64110L106 22 194 SH   DFND 21 0 0 194
NETFLIX INC CALL 64110L906 4,712 41,200 SH Call DFND 4 41,200 0 0
NETFLIX INC PUT 64110L956 18,495 161,700 SH Put DFND 4 161,700 0 0
NETEASE INC SPONSORED ADR 64110W102 145,608 803,405 SH   DFND 17 646,250 0 157,155
NETEASE INC SPONSORED ADR 64110W102 1,225 6,769 SH   DFND 21 4,368 0 2,401
NETEASE INC SPONSORED ADR 64110W102 2,266 12,500 SH   DFND 24 12,500 0 0
NETGEAR INC COM 64111Q104 1,251 29,860 SH   DFND 17 21,410 0 8,450
NETSCOUT SYS INC COM 64115T104 9,395 306,035 SH   DFND 17 241,485 0 64,550
NETSCOUT SYS INC COM 64115T104 439 14,076 SH   DFND 21 14,076 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 18,818 19,080,000 PRN   DFND 17 19,080,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 9,044 160,040 SH   DFND 17 139,570 0 20,470
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,749 48,600 SH   DFND 24 48,600 0 0
NEUSTAR INC CL A 64126X201 3,682 153,593 SH   DFND 17 129,764 0 23,829
NEUSTAR INC CL A 64126X201 7,119 289,235 SH   DFND 21 219,461 0 69,774
NEVSUN RES LTD COM 64156L101 965 262,326 SH   DFND 17 262,326 0 0
NEVSUN RES LTD COM 64156L101 1,295 346,565 SH   DFND 21 231,565 0 115,000
NEW JERSEY RES COM 646025106 790 23,970 SH   DFND 17 18,600 0 5,370
NEW MEDIA INVT GROUP INC COM 64704V106 326 16,566 SH   DFND 21 16,566 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 10,948 348,950 SH   DFND 17 339,350 0 9,600
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 17,283 547,822 SH   DFND 20 451,700 0 96,122
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 249 7,870 SH   DFND 21 7,870 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,525 80,500 SH   DFND 24 80,500 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 3,387 278,566 SH   DFND 17 205,649 0 72,917
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 21,535 1,783,902 SH   DFND 21 1,164,461 0 619,441
NEW YORK CMNTY BANCORP INC COM 649445103 915 56,095 SH   DFND 17 42,630 0 13,465
NEW YORK CMNTY BANCORP INC COM 649445103 10,111 616,298 SH   DFND 21 483,485 0 132,813
NEW YORK MTG TR INC COM PAR $.02 649604501 138 25,842 SH   DFND 17 25,842 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 595 111,679 SH   DFND 21 12,122 0 99,557
NEWELL RUBBERMAID INC COM 651229106 11,229 254,750 SH   DFND 17 204,880 0 49,870
NEWELL RUBBERMAID INC COM 651229106 7 153 SH   DFND 21 0 0 153
NEWELL RUBBERMAID INC PUT 651229956 2,028 46,000 SH Put DFND 21 46,000 0 0
NEWFIELD EXPL CO COM 651290108 3,256 100,000 SH   DFND 4 100,000 0 0
NEWFIELD EXPL CO COM 651290108 1,409 43,942 SH   DFND 21 43,751 0 191
NEWMONT MINING CORP COM 651639106 9,215 512,224 SH   DFND 17 512,224 0 0
NEWMONT MINING CORP COM 651639106 2,838 159,081 SH   DFND 21 158,621 0 460
NEWMONT MINING CORP COM 651639106 599 33,300 SH   DFND 24 33,300 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,576 1,600,000 PRN   DFND 21 1,600,000 0 0
NEWPORT CORP COM 651824104 113 7,151 SH   DFND 17 7,151 0 0
NEWPORT CORP COM 651824104 1,653 103,688 SH   DFND 21 27,838 0 75,850
NEXSTAR BROADCASTING GROUP I CL A 65336K103 212 3,613 SH   DFND 17 3,613 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 1,127 19,201 SH   DFND 21 6,549 0 12,652
NEXTERA ENERGY INC COM 65339F101 31 294 SH   DFND 4 294 0 0
NEXTERA ENERGY INC COM 65339F101 11,811 113,689 SH   DFND 17 39,368 0 74,321
NEXTERA ENERGY INC COM 65339F101 42,113 402,789 SH   DFND 21 401,115 0 1,674
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 1,585 30,000 SH   DFND 17 30,000 0 0
NEXTERA ENERGY INC CALL 65339F901 2,784 26,800 SH Call DFND 4 26,800 0 0
NEXTERA ENERGY INC PUT 65339F951 16,986 163,500 SH Put DFND 4 163,500 0 0
NIKE INC CL B 654106103 1,829 29,265 SH   DFND 4 29,265 0 0
NIKE INC CL B 654106103 69,952 1,119,234 SH   DFND 17 941,014 0 178,220
NIKE INC CL B 654106103 62,088 986,876 SH   DFND 21 986,254 0 622
NIKE INC CALL 654106903 2,531 40,500 SH Call DFND 4 40,500 0 0
NIKE INC PUT 654106953 60,138 962,200 SH Put DFND 4 962,200 0 0
NISOURCE INC COM 65473P105 1,483 76,023 SH   DFND 17 76,023 0 0
NISOURCE INC COM 65473P105 7,737 391,110 SH   DFND 21 390,838 0 272
NOBLE ENERGY INC COM 655044105 1,227 37,253 SH   DFND 4 37,253 0 0
NOBLE ENERGY INC COM 655044105 12 355 SH   DFND 21 0 0 355
NOBLE ENERGY INC CALL 655044905 464 14,100 SH Call DFND 4 14,100 0 0
NOBLE ENERGY INC PUT 655044955 1,709 51,900 SH Put DFND 4 51,900 0 0
NORDSTROM INC COM 655664100 23,162 465,000 SH   DFND 4 465,000 0 0
NORDSTROM INC COM 655664100 127 2,550 SH   DFND 17 2,550 0 0
NORDSTROM INC COM 655664100 6 124 SH   DFND 21 0 0 124
NORFOLK SOUTHERN CORP COM 655844108 6,133 72,500 SH   DFND 3 72,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,908 46,204 SH   DFND 4 46,204 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,194 61,403 SH   DFND 17 61,403 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,870 69,305 SH   DFND 21 67,859 0 1,446
NORFOLK SOUTHERN CORP CALL 655844908 1,404 16,600 SH Call DFND 4 16,600 0 0
NORFOLK SOUTHERN CORP PUT 655844958 10,075 119,100 SH Put DFND 4 119,100 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 324 83,836 SH   DFND 21 83,836 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 46,902 1,813,700 SH   DFND 3 1,773,600 0 40,100
NORTHERN TR CORP COM 665859104 4,310 59,185 SH   DFND 21 59,000 0 185
NORTHFIELD BANCORP INC DEL COM 66611T108 178 11,155 SH   DFND 17 11,155 0 0
NORTHROP GRUMMAN CORP COM 666807102 11,102 58,800 SH   DFND 3 58,800 0 0
NORTHROP GRUMMAN CORP COM 666807102 11,704 61,990 SH   DFND 4 61,990 0 0
NORTHROP GRUMMAN CORP COM 666807102 33,938 179,746 SH   DFND 17 132,041 0 47,705
NORTHROP GRUMMAN CORP COM 666807102 71,792 379,320 SH   DFND 21 263,048 0 116,272
NORTHROP GRUMMAN CORP CALL 666807902 1,227 6,500 SH Call DFND 4 6,500 0 0
NORTHROP GRUMMAN CORP PUT 666807952 17,144 90,800 SH Put DFND 4 90,800 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 250 18,665 SH   DFND 17 18,665 0 0
NORTHWESTERN CORP COM NEW 668074305 856 15,500 SH   DFND 21 15,500 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,871 33,370 SH   DFND 17 22,905 0 10,465
NOVAVAX INC COM 670002104 2,279 272,910 SH   DFND 17 272,910 0 0
NOVAVAX INC COM 670002104 923 110,000 SH   DFND 24 110,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 83,634 35,570,000 PRN   DFND 17 34,245,000 0 1,325,000
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 1,881 800,000 PRN   DFND 21 800,000 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 1,677 183,468 SH   DFND 21 183,468 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 579 29,110 SH   DFND 17 20,090 0 9,020
NUANCE COMMUNICATIONS INC COM 67020Y100 35 1,740 SH   DFND 21 1,740 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 39,726 36,000,000 PRN   DFND 17 31,175,000 0 4,825,000
NUCOR CORP COM 670346105 410 10,162 SH   DFND 21 0 0 10,162
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 25,981 1,228,400 SH   DFND 3 1,177,900 0 50,500
NUTRACEUTICAL INTL CORP COM 67060Y101 228 8,830 SH   DFND 17 8,830 0 0
NVIDIA CORP COM 67066G104 3,531 107,116 SH   DFND 17 84,816 0 22,300
NVIDIA CORP COM 67066G104 4,795 145,491 SH   DFND 21 16,760 0 128,731
NVIDIA CORP PUT 67066G954 323 9,800 SH Put DFND 4 9,800 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 119,885 72,220,000 PRN   DFND 17 68,380,000 0 3,840,000
NUTRI SYS INC NEW COM 67069D108 3,122 144,248 SH   DFND 17 144,248 0 0
NUTRI SYS INC NEW COM 67069D108 1,182 54,595 SH   DFND 21 54,595 0 0
NUVASIVE INC COM 670704105 287 5,310 SH   DFND 17 5,310 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 93,489 68,240,000 PRN   DFND 17 63,555,000 0 4,685,000
OGE ENERGY CORP COM 670837103 6,996 266,100 SH   DFND 3 266,100 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 216 854 SH   DFND 4 854 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,940 11,600 SH   DFND 17 0 0 11,600
O REILLY AUTOMOTIVE INC NEW COM 67103H107 11,347 44,135 SH   DFND 21 43,391 0 744
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 786 3,100 SH Call DFND 4 3,100 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 6,817 26,900 SH Put DFND 4 26,900 0 0
OCATA THERAPEUTICS INC COM 67457L100 354 42,000 SH   DFND 21 42,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 10,065 148,864 SH   DFND 4 148,864 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 41,532 614,290 SH   DFND 17 611,790 0 2,500
OCCIDENTAL PETE CORP DEL COM 674599105 2,211 32,988 SH   DFND 21 32,564 0 424
OCCIDENTAL PETE CORP DEL COM 674599105 750 11,100 SH   DFND 24 11,100 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 1,616 23,900 SH Call DFND 4 23,900 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 15,233 225,300 SH Put DFND 4 225,300 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3,725 63,463 SH   DFND 21 0 0 63,463
OLD NATL BANCORP IND COM 680033107 51,966 3,832,304 SH   DFND 3 3,753,640 0 78,664
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 1,820 1,460,000 PRN   DFND 17 1,460,000 0 0
OLIN CORP COM PAR $1 680665205 534 30,719 SH   DFND 21 30,719 0 0
OMNICOM GROUP INC COM 681919106 230 3,035 SH   DFND 17 3,035 0 0
OMNICOM GROUP INC COM 681919106 197 2,578 SH   DFND 21 2,400 0 178
OMNICOM GROUP INC CALL 681919906 855 11,300 SH Call DFND 4 11,300 0 0
OMNICOM GROUP INC PUT 681919956 1,589 21,000 SH Put DFND 4 21,000 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 24,507 700,600 SH   DFND 3 700,600 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,423 40,670 SH   DFND 17 40,670 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,740 77,734 SH   DFND 21 9,842 0 67,892
OMEGA PROTEIN CORP COM 68210P107 2,174 97,907 SH   DFND 17 21,505 0 76,402
OMEGA PROTEIN CORP COM 68210P107 7,054 311,446 SH   DFND 21 277,930 0 33,516
OMNIVISION TECHNOLOGIES INC COM 682128103 6,652 229,206 SH   DFND 21 226,090 0 3,116
OMNICELL INC COM 68213N109 19,123 615,271 SH   DFND 17 550,680 0 64,591
OMNICELL INC COM 68213N109 1,039 33,413 SH   DFND 21 10,069 0 23,344
OMEROS CORP COM 682143102 1,795 114,142 SH   DFND 17 114,142 0 0
ON ASSIGNMENT INC COM 682159108 8,247 183,478 SH   DFND 17 183,478 0 0
ON ASSIGNMENT INC COM 682159108 284 6,326 SH   DFND 21 2,098 0 4,228
ON SEMICONDUCTOR CORP COM 682189105 18,468 1,884,450 SH   DFND 17 1,557,310 0 327,140
ON SEMICONDUCTOR CORP COM 682189105 31,212 3,158,372 SH   DFND 21 2,846,351 0 312,021
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 50,230 45,125,000 PRN   DFND 17 44,725,000 0 400,000
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 627 522,836 SH   DFND 17 522,836 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 242 200,000 SH   DFND 24 200,000 0 0
ONE GAS INC COM 68235P108 2,509 50,000 SH   DFND 4 50,000 0 0
ONE GAS INC COM 68235P108 1,300 25,317 SH   DFND 21 25,317 0 0
ONEMAIN HLDGS INC COM 68268W103 10,406 250,501 SH   DFND 17 201,251 0 49,250
ONEMAIN HLDGS INC COM 68268W103 140 3,400 SH   DFND 21 0 0 3,400
OPEN TEXT CORP COM 683715106 64,189 986,411 SH   DFND 3 686,162 0 300,249
OPEN TEXT CORP COM 683715106 14,298 219,726 SH   DFND 17 219,726 0 0
OPEN TEXT CORP COM 683715106 4,126 62,189 SH   DFND 21 13,141 0 49,048
OPHTHOTECH CORP COM 683745103 15,351 196,270 SH   DFND 17 180,285 0 15,985
OPHTHOTECH CORP COM 683745103 5,654 72,000 SH   DFND 24 72,000 0 0
ORACLE CORP COM 68389X105 10,997 301,030 SH   DFND 4 301,030 0 0
ORACLE CORP COM 68389X105 163,218 4,466,929 SH   DFND 17 4,431,154 0 35,775
ORACLE CORP COM 68389X105 16,475 447,233 SH   DFND 21 440,257 0 6,976
ORACLE CORP COM 68389X105 51 1,400 SH   DFND 24 1,400 0 0
ORACLE CORP CALL 68389X905 5,045 138,100 SH Call DFND 4 138,100 0 0
ORACLE CORP PUT 68389X955 39,624 1,084,700 SH Put DFND 4 1,084,700 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 790 122,665 SH   DFND 17 69,630 0 53,035
ORBITAL ATK INC COM 68557N103 73,521 822,940 SH   DFND 3 811,435 0 11,505
ORBITAL ATK INC COM 68557N103 10,010 112,044 SH   DFND 17 93,489 0 18,555
OUTERWALL INC COM 690070107 183 5,000 SH   DFND 17 0 0 5,000
OUTERWALL INC COM 690070107 911 24,726 SH   DFND 21 22,063 0 2,663
OUTFRONT MEDIA INC COM 69007J106 20,069 919,334 SH   DFND 4 919,334 0 0
OWENS & MINOR INC NEW COM 690732102 52,340 1,454,700 SH   DFND 3 1,424,300 0 30,400
OWENS & MINOR INC NEW COM 690732102 223 6,185 SH   DFND 17 6,185 0 0
OWENS CORNING NEW COM 690742101 229 4,860 SH   DFND 17 2,170 0 2,690
OWENS CORNING NEW COM 690742101 775 16,395 SH   DFND 21 10,890 0 5,505
OWENS ILL INC COM NEW 690768403 755 43,337 SH   DFND 21 17,674 0 25,663
P A M TRANSN SVCS INC COM 693149106 1,207 43,737 SH   DFND 17 41,424 0 2,313
PBF ENERGY INC CL A 69318G106 2,633 71,519 SH   DFND 17 44,694 0 26,825
PBF ENERGY INC CL A 69318G106 16,600 450,360 SH   DFND 21 386,235 0 64,125
P C CONNECTION COM 69318J100 1,285 57,161 SH   DFND 21 44,453 0 12,708
PDC ENERGY INC COM 69327R101 17,038 319,189 SH   DFND 17 290,467 0 28,722
PDC ENERGY INC COM 69327R101 1,980 36,600 SH   DFND 21 35,000 0 1,600
PDC ENERGY INC COM 69327R101 1,404 26,300 SH   DFND 24 26,300 0 0
PDL BIOPHARMA INC COM 69329Y104 60 17,042 SH   DFND 17 17,042 0 0
PDL BIOPHARMA INC COM 69329Y104 582 164,193 SH   DFND 21 149,108 0 15,085
PG&E CORP COM 69331C108 55,093 1,035,771 SH   DFND 4 1,035,771 0 0
PG&E CORP COM 69331C108 25,482 479,074 SH   DFND 17 294,427 0 184,647
PG&E CORP COM 69331C108 103,853 1,937,552 SH   DFND 21 1,160,588 0 776,964
PG&E CORP CALL 69331C908 335 6,300 SH Call DFND 4 6,300 0 0
PG&E CORP PUT 69331C958 1,122 21,100 SH Put DFND 4 21,100 0 0
PHH CORP COM NEW 693320202 90,697 5,598,554 SH   DFND 4 5,598,554 0 0
PICO HLDGS INC COM NEW 693366205 1,470 142,405 SH   DFND 4 142,405 0 0
PGT INC COM 69336V101 9,107 799,546 SH   DFND 17 799,546 0 0
PJT PARTNERS INC COM CL A 69343T107 24,581 868,900 SH   DFND 3 868,900 0 0
PJT PARTNERS INC COM CL A 69343T107 5 182 SH   DFND 21 182 0 0
PNC FINL SVCS GROUP INC COM 693475105 203,486 2,134,992 SH   DFND 3 2,132,592 0 2,400
PNC FINL SVCS GROUP INC COM 693475105 41,062 430,828 SH   DFND 4 430,828 0 0
PNC FINL SVCS GROUP INC COM 693475105 60,598 635,804 SH   DFND 17 630,373 0 5,431
PNC FINL SVCS GROUP INC COM 693475105 40,802 425,760 SH   DFND 21 344,489 0 81,271
PNC FINL SVCS GROUP INC CALL 693475905 2,326 24,400 SH Call DFND 4 24,400 0 0
PNC FINL SVCS GROUP INC PUT 693475955 15,545 163,100 SH Put DFND 4 163,100 0 0
PNM RES INC COM 69349H107 2,614 85,516 SH   DFND 17 85,516 0 0
PNM RES INC COM 69349H107 838 27,428 SH   DFND 21 18,945 0 8,483
PPG INDS INC COM 693506107 6,453 65,300 SH   DFND 3 65,300 0 0
PPG INDS INC COM 693506107 232 2,348 SH   DFND 4 2,348 0 0
PPG INDS INC COM 693506107 3,000 30,359 SH   DFND 17 30,359 0 0
PPG INDS INC COM 693506107 21,259 213,905 SH   DFND 21 213,711 0 194
PPG INDS INC COM 693506107 810 8,200 SH   DFND 24 8,200 0 0
PPG INDS INC CALL 693506907 840 8,500 SH Call DFND 4 8,500 0 0
PPG INDS INC PUT 693506957 5,870 59,400 SH Put DFND 4 59,400 0 0
PPL CORP COM 69351T106 18,120 530,900 SH   DFND 3 530,900 0 0
PPL CORP COM 69351T106 8,605 252,126 SH   DFND 4 252,126 0 0
PPL CORP COM 69351T106 2,582 75,648 SH   DFND 17 75,648 0 0
PPL CORP COM 69351T106 5,160 150,796 SH   DFND 21 116,991 0 33,805
PPL CORP CALL 69351T906 850 24,900 SH Call DFND 4 24,900 0 0
PPL CORP PUT 69351T956 2,147 62,900 SH Put DFND 4 62,900 0 0
PTC INC COM 69370C100 12,356 356,794 SH   DFND 17 310,499 0 46,295
PTC INC COM 69370C100 98 2,800 SH   DFND 21 0 0 2,800
PACCAR INC COM 693718108 126 2,660 SH   DFND 4 2,660 0 0
PACCAR INC COM 693718108 1,497 31,579 SH   DFND 17 31,579 0 0
PACCAR INC COM 693718108 20,861 436,502 SH   DFND 21 348,802 0 87,700
PACCAR INC CALL 693718908 384 8,100 SH Call DFND 4 8,100 0 0
PACCAR INC PUT 693718958 1,650 34,800 SH Put DFND 4 34,800 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,787 120,114 SH   DFND 17 116,000 0 4,114
PACIFIC PREMIER BANCORP COM 69478X105 2,914 137,143 SH   DFND 17 137,143 0 0
PACKAGING CORP AMER COM 695156109 6,482 102,800 SH   DFND 3 102,800 0 0
PACKAGING CORP AMER COM 695156109 2,662 42,215 SH   DFND 17 40,420 0 1,795
PACKAGING CORP AMER COM 695156109 29,764 467,821 SH   DFND 21 417,590 0 50,231
PACWEST BANCORP DEL COM 695263103 340 7,778 SH   DFND 21 1,268 0 6,510
PALO ALTO NETWORKS INC COM 697435105 227,610 1,292,160 SH   DFND 17 1,024,600 0 267,560
PALO ALTO NETWORKS INC COM 697435105 2,014 11,436 SH   DFND 20 11,436 0 0
PALO ALTO NETWORKS INC COM 697435105 775 4,381 SH   DFND 21 0 0 4,381
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 47,138 28,375,000 PRN   DFND 17 24,435,000 0 3,940,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 366 17,231 SH   DFND 21 17,231 0 0
PANDORA MEDIA INC COM 698354107 7,452 555,685 SH   DFND 17 374,240 0 181,445
PANERA BREAD CO CL A 69840W108 267 1,370 SH   DFND 17 1,370 0 0
PAPA MURPHYS HLDGS INC COM 698814100 2,241 198,989 SH   DFND 17 193,861 0 5,128
PAREXEL INTL CORP COM 699462107 15,529 227,960 SH   DFND 17 204,180 0 23,780
PAREXEL INTL CORP COM 699462107 244 3,559 SH   DFND 21 0 0 3,559
PARK CITY GROUP INC COM NEW 700215304 2,218 186,215 SH   DFND 17 176,115 0 10,100
PARK OHIO HLDGS CORP COM 700666100 14,304 388,896 SH   DFND 3 388,896 0 0
PARK OHIO HLDGS CORP COM 700666100 23 626 SH   DFND 17 626 0 0
PARK OHIO HLDGS CORP COM 700666100 245 6,722 SH   DFND 21 6,722 0 0
PARK STERLING CORP COM 70086Y105 1,596 218,071 SH   DFND 17 206,071 0 12,000
PARKER HANNIFIN CORP COM 701094104 2,036 20,990 SH   DFND 17 17,270 0 3,720
PARKER HANNIFIN CORP COM 701094104 206 2,095 SH   DFND 21 2,000 0 95
PARTY CITY HOLDCO INC COM 702149105 168 13,011 SH   DFND 17 13,011 0 0
PARTY CITY HOLDCO INC COM 702149105 912 70,647 SH   DFND 21 23,587 0 47,060
PATRICK INDS INC COM 703343103 17,366 399,213 SH   DFND 17 380,634 0 18,579
PATRICK INDS INC COM 703343103 2,298 52,933 SH   DFND 21 14,256 0 38,677
PATTERSON UTI ENERGY INC COM 703481101 645 42,775 SH   DFND 17 42,775 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,664 109,500 SH   DFND 21 109,500 0 0
PATTERSON UTI ENERGY INC COM 703481101 890 59,000 SH   DFND 24 59,000 0 0
PAYCHEX INC COM 704326107 101 1,901 SH   DFND 4 1,901 0 0
PAYCHEX INC COM 704326107 2,969 56,130 SH   DFND 17 37,340 0 18,790
PAYCHEX INC COM 704326107 209 3,880 SH   DFND 21 3,700 0 180
PAYCHEX INC CALL 704326907 365 6,900 SH Call DFND 4 6,900 0 0
PAYCHEX INC PUT 704326957 910 17,200 SH Put DFND 4 17,200 0 0
PAYCOM SOFTWARE INC COM 70432V102 13,686 363,695 SH   DFND 17 301,290 0 62,405
PAYLOCITY HLDG CORP COM 70438V106 11,430 281,878 SH   DFND 17 251,551 0 30,327
PAYLOCITY HLDG CORP COM 70438V106 80 1,900 SH   DFND 21 0 0 1,900
PAYPAL HLDGS INC COM 70450Y103 242 6,680 SH   DFND 4 6,680 0 0
PAYPAL HLDGS INC COM 70450Y103 4 100 SH   DFND 17 100 0 0
PAYPAL HLDGS INC COM 70450Y103 3,271 89,877 SH   DFND 21 89,338 0 539
PAYPAL HLDGS INC CALL 70450Y903 2,639 72,900 SH Call DFND 4 72,900 0 0
PAYPAL HLDGS INC PUT 70450Y953 4,930 136,200 SH Put DFND 4 136,200 0 0
PEABODY ENERGY CORP COM NEW 704549203 511 66,489 SH   DFND 21 66,489 0 0
PENN NATL GAMING INC COM 707569109 6,437 401,784 SH   DFND 17 401,784 0 0
PENN NATL GAMING INC COM 707569109 322 19,839 SH   DFND 21 19,839 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 4,921 225,028 SH   DFND 4 225,028 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 254 16,525 SH   DFND 17 4,710 0 11,815
PENSKE AUTOMOTIVE GRP INC COM 70959W103 6,186 146,100 SH   DFND 3 146,100 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 2,778 65,609 SH   DFND 17 17,309 0 48,300
PENSKE AUTOMOTIVE GRP INC COM 70959W103 5,782 136,455 SH   DFND 21 87,759 0 48,696
PEOPLES UNITED FINANCIAL INC COM 712704105 576 35,655 SH   DFND 17 35,655 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 8 504 SH   DFND 21 0 0 504
PEPCO HOLDINGS INC COM 713291102 6,007 230,945 SH   DFND 21 230,650 0 295
PEPSICO INC COM 713448108 1,932 19,333 SH   DFND 4 19,333 0 0
PEPSICO INC COM 713448108 220,409 2,205,389 SH   DFND 17 2,020,484 0 184,905
PEPSICO INC COM 713448108 2,508 25,100 SH   DFND 20 25,100 0 0
PEPSICO INC COM 713448108 7,176 71,135 SH   DFND 21 69,711 0 1,424
PEPSICO INC COM 713448108 392 3,920 SH   DFND 24 3,920 0 0
PEPSICO INC CALL 713448908 3,847 38,500 SH Call DFND 4 38,500 0 0
PEPSICO INC PUT 713448958 65,458 655,100 SH Put DFND 4 655,100 0 0
PERFICIENT INC COM 71375U101 663 37,765 SH   DFND 21 37,765 0 0
PERKINELMER INC COM 714046109 6,063 113,170 SH   DFND 17 91,825 0 21,345
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,422 32,025 SH   DFND 17 22,925 0 9,100
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8,078 181,579 SH   DFND 21 181,579 0 0
PETMED EXPRESS INC COM 716382106 160 9,347 SH   DFND 17 2,545 0 6,802
PETMED EXPRESS INC COM 716382106 3,139 180,302 SH   DFND 21 91,158 0 89,144
PETROCHINA CO LTD SPONSORED ADR 71646E100 256 3,899 SH   DFND 17 3,899 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,848 28,153 SH   DFND 21 16,821 0 11,332
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 254 75,812 SH   DFND 21 75,812 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 450 105,569 SH   DFND 21 105,569 0 0
PFENEX INC COM 717071104 2,312 186,782 SH   DFND 17 182,037 0 4,745
PFIZER INC COM 717081103 207,469 6,427,184 SH   DFND 3 6,427,184 0 0
PFIZER INC COM 717081103 51,804 1,604,845 SH   DFND 4 1,598,789 0 6,056
PFIZER INC COM 717081103 139,325 4,311,412 SH   DFND 17 3,974,343 0 337,069
PFIZER INC COM 717081103 59,579 1,845,700 SH   DFND 20 1,845,700 0 0
PFIZER INC COM 717081103 231,693 7,113,173 SH   DFND 21 5,474,382 0 1,638,791
PFIZER INC COM 717081103 5,152 159,600 SH   DFND 24 159,600 0 0
PFIZER INC CALL 717081903 8,770 271,700 SH Call DFND 4 271,700 0 0
PFIZER INC PUT 717081953 61,816 1,915,000 SH Put DFND 4 1,915,000 0 0
PHARMERICA CORP COM 71714F104 3,487 99,625 SH   DFND 17 68,615 0 31,010
PHARMERICA CORP COM 71714F104 2,908 83,047 SH   DFND 21 58,105 0 24,942
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 17,815 591,287 SH   DFND 17 529,342 0 61,945
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 138 4,500 SH   DFND 21 0 0 4,500
PHILIP MORRIS INTL INC COM 718172109 5,644 64,200 SH   DFND 3 64,200 0 0
PHILIP MORRIS INTL INC COM 718172109 1,037 11,795 SH   DFND 4 11,795 0 0
PHILIP MORRIS INTL INC COM 718172109 3,798 43,207 SH   DFND 17 28,207 0 15,000
PHILIP MORRIS INTL INC COM 718172109 6,761 76,428 SH   DFND 21 43,706 0 32,722
PHILIP MORRIS INTL INC CALL 718172909 6,919 78,700 SH Call DFND 4 78,700 0 0
PHILIP MORRIS INTL INC PUT 718172959 47,419 539,400 SH Put DFND 4 539,400 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 401 9,385 SH   DFND 17 9,385 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 4,459 105,467 SH   DFND 21 105,467 0 0
PHILLIPS 66 COM 718546104 521 6,369 SH   DFND 4 6,369 0 0
PHILLIPS 66 COM 718546104 17,047 208,402 SH   DFND 17 69,831 0 138,571
PHILLIPS 66 COM 718546104 74,460 908,870 SH   DFND 21 769,370 0 139,500
PHILLIPS 66 COM 718546104 1,358 16,600 SH   DFND 24 16,600 0 0
PHILLIPS 66 CALL 718546904 2,552 31,200 SH Call DFND 4 31,200 0 0
PHILLIPS 66 PUT 718546954 16,565 202,500 SH Put DFND 4 202,500 0 0
PHOENIX COS INC NEW COM NEW 71902E604 880 23,755 SH   DFND 21 23,755 0 0
PHOTRONICS INC COM 719405102 2,009 161,340 SH   DFND 17 96,815 0 64,525
PHOTRONICS INC COM 719405102 263 20,765 SH   DFND 21 20,765 0 0
PIEDMONT NAT GAS INC COM 720186105 5,132 90,000 SH   DFND 21 90,000 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 12,746 577,016 SH   DFND 17 577,016 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 4,853 219,158 SH   DFND 21 124,975 0 94,183
PILGRIMS PRIDE CORP NEW COM 72147K108 6,699 303,267 SH   DFND 24 303,267 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 23,314 383,080 SH   DFND 17 383,080 0 0
PIMCO ETF TR BROAD US TIPS 72201R403 32,449 587,372 SH   DFND 17 587,372 0 0
PIMCO ETF TR LOW DURTN AC ETF 72201R718 73,753 740,001 SH   DFND 4 740,001 0 0
PIMCO ETF TR DIV INC ACT ETF 72201R726 26,772 575,000 SH   DFND 4 575,000 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 143,402 1,565,179 SH   DFND 4 1,565,179 0 0
PIMCO ETF TR GB ADV INF BD AC 72201R791 62,017 1,548,500 SH   DFND 4 1,548,500 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 1,572 87,183 SH   DFND 4 87,183 0 0
PINNACLE ENTMT INC COM 723456109 81 2,601 SH   DFND 17 2,601 0 0
PINNACLE ENTMT INC COM 723456109 6,005 194,340 SH   DFND 21 194,340 0 0
PINNACLE WEST CAP CORP COM 723484101 6,116 94,847 SH   DFND 17 86,769 0 8,078
PINNACLE WEST CAP CORP COM 723484101 16,132 248,766 SH   DFND 21 133,711 0 115,055
PINNACLE FOODS INC DEL COM 72348P104 24,406 574,808 SH   DFND 17 443,833 0 130,975
PINNACLE FOODS INC DEL COM 72348P104 42,498 995,469 SH   DFND 21 513,840 0 481,629
PIONEER NAT RES CO COM 723787107 2,916 23,256 SH   DFND 4 23,256 0 0
PIONEER NAT RES CO COM 723787107 1,882 15,010 SH   DFND 17 15,010 0 0
PIONEER NAT RES CO COM 723787107 208 1,658 SH   DFND 21 1,540 0 118
PIONEER NAT RES CO COM 723787107 853 6,800 SH   DFND 24 6,800 0 0
PIONEER NAT RES CO CALL 723787907 426 3,400 SH Call DFND 4 3,400 0 0
PIONEER NAT RES CO PUT 723787957 6,620 52,800 SH Put DFND 4 52,800 0 0
PITNEY BOWES INC COM 724479100 13 630 SH   DFND 3 630 0 0
PITNEY BOWES INC COM 724479100 1,257 60,874 SH   DFND 17 60,874 0 0
PITNEY BOWES INC COM 724479100 17,214 828,450 SH   DFND 21 817,205 0 11,245
PLEXUS CORP COM 729132100 358 10,240 SH   DFND 21 10,240 0 0
POLARIS INDS INC COM 731068102 2,699 31,400 SH   DFND 3 31,400 0 0
POLARIS INDS INC COM 731068102 593 6,890 SH   DFND 21 6,890 0 0
POLYONE CORP COM 73179P106 4,661 146,767 SH   DFND 17 146,767 0 0
POOL CORPORATION COM 73278L105 400 4,955 SH   DFND 17 3,905 0 1,050
POPEYES LA KITCHEN INC COM 732872106 2,475 42,314 SH   DFND 17 42,314 0 0
POPULAR INC COM NEW 733174700 3,554 125,400 SH   DFND 17 0 0 125,400
POPULAR INC COM NEW 733174700 953 33,518 SH   DFND 21 0 0 33,518
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 33,615 39,885,000 PRN   DFND 17 37,405,000 0 2,480,000
PORTLAND GEN ELEC CO COM NEW 736508847 39,916 1,097,500 SH   DFND 3 1,069,100 0 28,400
PORTLAND GEN ELEC CO COM NEW 736508847 9,481 260,684 SH   DFND 17 122,051 0 138,633
PORTLAND GEN ELEC CO COM NEW 736508847 15,436 419,567 SH   DFND 21 316,177 0 103,390
PORTOLA PHARMACEUTICALS INC COM 737010108 1,488 28,800 SH   DFND 17 28,800 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 566 11,000 SH   DFND 24 11,000 0 0
POST HLDGS INC COM 737446104 14,192 230,011 SH   DFND 17 180,461 0 49,550
POST HLDGS INC COM 737446104 143 2,300 SH   DFND 21 0 0 2,300
POTASH CORP SASK INC COM 73755L107 4,215 181,300 SH   DFND 3 181,300 0 0
POTASH CORP SASK INC COM 73755L107 548 23,096 SH   DFND 21 22,594 0 502
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,723 15,400 SH   DFND 24 15,400 0 0
POWERSHARES QQQ TRUST PUT 73935A954 147,998 1,323,069 SH Put DFND 4 1,323,069 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 257 10,000 SH   DFND   10,000 0 0
POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 2,616 150,000 SH   DFND 17 150,000 0 0
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 476 17,443 SH   DFND 17 17,443 0 0
PRAXAIR INC COM 74005P104 174 1,698 SH   DFND 4 1,698 0 0
PRAXAIR INC COM 74005P104 337 3,290 SH   DFND 17 3,290 0 0
PRAXAIR INC COM 74005P104 212 2,051 SH   DFND 21 1,900 0 151
PRAXAIR INC CALL 74005P904 942 9,200 SH Call DFND 4 9,200 0 0
PRAXAIR INC PUT 74005P954 5,540 54,100 SH Put DFND 4 54,100 0 0
PRECISION CASTPARTS CORP COM 740189105 21,292 91,772 SH   DFND 4 91,772 0 0
PRECISION CASTPARTS CORP COM 740189105 1,963 8,459 SH   DFND 17 6,549 0 1,910
PRECISION CASTPARTS CORP COM 740189105 11,187 48,216 SH   DFND 21 48,145 0 71
PRECISION CASTPARTS CORP CALL 740189905 1,021 4,400 SH Call DFND 4 4,400 0 0
PRECISION CASTPARTS CORP PUT 740189955 4,153 17,900 SH Put DFND 4 17,900 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 2,120 64,195 SH   DFND 17 60,693 0 3,502
PREFERRED BK LOS ANGELES CA COM NEW 740367404 295 8,769 SH   DFND 21 8,769 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,792 34,811 SH   DFND 17 26,011 0 8,800
PRESTIGE BRANDS HLDGS INC COM 74112D101 2,514 48,793 SH   DFND 21 48,793 0 0
PRICE T ROWE GROUP INC COM 74144T108 149 2,088 SH   DFND 4 2,088 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,083 15,021 SH   DFND 21 14,883 0 138
PRICE T ROWE GROUP INC CALL 74144T908 958 13,400 SH Call DFND 4 13,400 0 0
PRICE T ROWE GROUP INC PUT 74144T958 1,601 22,400 SH Put DFND 4 22,400 0 0
PRICELINE GRP INC COM NEW 741503403 145,792 114,326 SH   DFND 17 95,289 0 19,037
PRICELINE GRP INC COM NEW 741503403 1,020 800 SH   DFND 20 800 0 0
PRICELINE GRP INC COM NEW 741503403 127,048 99,386 SH   DFND 21 79,620 0 19,766
PRICELINE GRP INC COM NEW 741503403 357 280 SH   DFND 24 280 0 0
PRICELINE GRP INC CALL 741503903 2,040 1,600 SH Call DFND 4 1,600 0 0
PRICELINE GRP INC PUT 741503953 22,822 17,900 SH Put DFND 4 17,900 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 58,050 41,170,000 PRN   DFND 17 37,400,000 0 3,770,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 140,733 119,265,000 PRN   DFND 17 114,710,000 0 4,555,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8,142 6,900,000 PRN   DFND 21 3,900,000 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 18,887 18,700,000 PRN   DFND 17 18,320,000 0 380,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 8,181 8,100,000 PRN   DFND 21 4,100,000 0 4,000,000
PRIMORIS SVCS CORP COM 74164F103 6,802 308,773 SH   DFND 17 308,773 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,360 74,700 SH   DFND 3 74,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,433 54,101 SH   DFND 17 54,101 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 5,136 113,571 SH   DFND 21 71,657 0 41,914
PROASSURANCE CORP COM 74267C106 849 17,490 SH   DFND 17 17,490 0 0
PROCTER & GAMBLE CO COM 742718109 167,030 2,103,393 SH   DFND 3 2,101,393 0 2,000
PROCTER & GAMBLE CO COM 742718109 6,204 78,128 SH   DFND 4 78,128 0 0
PROCTER & GAMBLE CO COM 742718109 151,160 1,903,542 SH   DFND 17 1,863,776 0 39,766
PROCTER & GAMBLE CO COM 742718109 51,686 647,384 SH   DFND 21 491,163 0 156,221
PROCTER & GAMBLE CO CALL 742718909 9,061 114,100 SH Call DFND 4 114,100 0 0
PROCTER & GAMBLE CO PUT 742718959 77,854 980,400 SH Put DFND 4 980,400 0 0
PRIVATEBANCORP INC COM 742962103 34,882 850,362 SH   DFND 17 737,733 0 112,629
PRIVATEBANCORP INC COM 742962103 1,358 33,005 SH   DFND 21 12,179 0 20,826
PROGRESS SOFTWARE CORP COM 743312100 799 33,300 SH   DFND 17 33,300 0 0
PROGRESSIVE CORP OHIO COM 743315103 160 5,043 SH   DFND 4 5,043 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,506 47,366 SH   DFND 17 47,366 0 0
PROGRESSIVE CORP OHIO COM 743315103 19,666 610,961 SH   DFND 21 610,628 0 333
PROGRESSIVE CORP OHIO CALL 743315903 359 11,300 SH Call DFND 4 11,300 0 0
PROGRESSIVE CORP OHIO PUT 743315953 1,339 42,100 SH Put DFND 4 42,100 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 3,578 111,903 SH   DFND 17 0 0 111,903
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 907 28,757 SH   DFND 21 28,757 0 0
PROLOGIS INC COM 74340W103 61,670 1,436,865 SH   DFND 4 1,436,865 0 0
PROLOGIS INC COM 74340W103 19 442 SH   DFND 17 442 0 0
PROLOGIS INC COM 74340W103 18 409 SH   DFND 21 0 0 409
PROLOGIS INC CALL 74340W903 524 12,200 SH Call DFND 4 12,200 0 0
PROLOGIS INC PUT 74340W953 2,850 66,400 SH Put DFND 4 66,400 0 0
PROOFPOINT INC COM 743424103 78,368 1,205,474 SH   DFND 17 962,364 0 243,110
PROOFPOINT INC COM 743424103 66 1,000 SH   DFND 21 0 0 1,000
PROSHARES TR II SHT VIX ST TRM 74347W627 206 4,080 SH   DFND   1,600 0 2,480
PROSHARES TR S&P 500 DV ARIST 74348A467 568 11,512 SH   DFND 17 11,512 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 647 92,572 SH   DFND 21 13,181 0 79,391
PROSPERITY BANCSHARES INC COM 743606105 52,976 1,106,900 SH   DFND 3 1,090,000 0 16,900
PROVIDENCE SVC CORP COM 743815102 11,535 245,854 SH   DFND 17 243,044 0 2,810
PROVIDENCE SVC CORP COM 743815102 140 2,964 SH   DFND 21 2,964 0 0
PRUDENTIAL FINL INC COM 744320102 11,610 142,610 SH   DFND 3 142,610 0 0
PRUDENTIAL FINL INC COM 744320102 33,332 409,434 SH   DFND 4 409,434 0 0
PRUDENTIAL FINL INC COM 744320102 99,758 1,225,378 SH   DFND 17 1,177,689 0 47,689
PRUDENTIAL FINL INC COM 744320102 53,139 649,058 SH   DFND 21 410,363 0 238,695
PRUDENTIAL FINL INC CALL 744320902 1,522 18,700 SH Call DFND 4 18,700 0 0
PRUDENTIAL FINL INC PUT 744320952 13,734 168,700 SH Put DFND 4 168,700 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 201,000 5,195,128 SH   DFND 3 5,189,428 0 5,700
PUBLIC SVC ENTERPRISE GROUP COM 744573106 60 1,549 SH   DFND 4 1,549 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 73,297 1,894,478 SH   DFND 17 1,668,648 0 225,830
PUBLIC SVC ENTERPRISE GROUP COM 744573106 94,131 2,421,810 SH   DFND 21 1,516,635 0 905,175
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 921 23,800 SH Put DFND 4 23,800 0 0
PUBLIC STORAGE COM 74460D109 12,910 52,119 SH   DFND 4 52,119 0 0
PUBLIC STORAGE COM 74460D109 30 123 SH   DFND 17 123 0 0
PUBLIC STORAGE COM 74460D109 8,010 31,982 SH   DFND 21 31,881 0 101
PUBLIC STORAGE CALL 74460D909 669 2,700 SH Call DFND 4 2,700 0 0
PUBLIC STORAGE PUT 74460D959 8,992 36,300 SH Put DFND 4 36,300 0 0
QLOGIC CORP COM 747277101 201 16,457 SH   DFND 17 16,457 0 0
QLOGIC CORP COM 747277101 1,445 117,945 SH   DFND 21 68,243 0 49,702
QAD INC CL A 74727D306 1,209 58,932 SH   DFND 17 55,675 0 3,257
QEP RES INC COM 74733V100 1,025 76,512 SH   DFND 17 76,512 0 0
QEP RES INC COM 74733V100 5 340 SH   DFND 21 0 0 340
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 441 6,055 SH   DFND 17 100 0 5,955
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 27,428 27,810,000 PRN   DFND 17 27,810,000 0 0
QIWI PLC SPON ADR REP B 74735M108 1,487 82,830 SH   DFND 21 82,830 0 0
QORVO INC COM 74736K101 556 10,925 SH   DFND 17 0 0 10,925
QORVO INC COM 74736K101 291 5,649 SH   DFND 21 4,655 0 994
QUALCOMM INC COM 747525103 68,144 1,363,291 SH   DFND 4 1,360,638 0 2,653
QUALCOMM INC COM 747525103 70,333 1,407,074 SH   DFND 17 1,390,977 0 16,097
QUALCOMM INC COM 747525103 59,776 1,189,643 SH   DFND 21 991,927 0 197,716
QUALCOMM INC CALL 747525903 5,613 112,300 SH Call DFND 4 112,300 0 0
QUALCOMM INC PUT 747525953 26,182 523,800 SH Put DFND 4 523,800 0 0
QUANTA SVCS INC COM 74762E102 309 15,070 SH   DFND 21 15,070 0 0
QUANTUM CORP COM DSSG 747906204 11 12,197 SH   DFND 17 12,197 0 0
QUEST DIAGNOSTICS INC COM 74834L100 214,197 3,010,918 SH   DFND 3 3,008,018 0 2,900
QUEST DIAGNOSTICS INC COM 74834L100 38,387 539,597 SH   DFND 17 463,907 0 75,690
QUEST DIAGNOSTICS INC COM 74834L100 45,632 637,892 SH   DFND 21 506,952 0 130,940
QUESTAR CORP COM 748356102 73,368 3,766,300 SH   DFND 3 3,710,100 0 56,200
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 11,865 172,805 SH   DFND 17 104,600 0 68,205
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 5,983 86,814 SH   DFND 21 40,988 0 45,826
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 3,717 70,480 SH   DFND 17 41,940 0 28,540
RAIT FINANCIAL TRUST COM NEW 749227609 5,400 2,000,000 SH   DFND 4 2,000,000 0 0
RLJ LODGING TR COM 74965L101 253 11,694 SH   DFND 17 11,694 0 0
RLJ LODGING TR COM 74965L101 1,222 56,506 SH   DFND 21 21,199 0 35,307
RPM INTL INC NOTE 2.250%12/1 749685AT0 31,639 28,460,000 PRN   DFND 17 24,565,000 0 3,895,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 1,028 1,000,000 PRN   DFND 17 1,000,000 0 0
RTI SURGICAL INC COM 74975N105 2,869 722,730 SH   DFND 17 705,114 0 17,616
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 70,768 53,720,000 PRN   DFND 17 50,800,000 0 2,920,000
RADIANT LOGISTICS INC COM 75025X100 751 219,071 SH   DFND 17 206,975 0 12,096
RADNET INC COM 750491102 2,781 450,014 SH   DFND 17 438,607 0 11,407
RALPH LAUREN CORP CL A 751212101 43,637 390,198 SH   DFND 21 361,434 0 28,764
RANGE RES CORP COM 75281A109 1,251 50,845 SH   DFND 17 50,845 0 0
RANGE RES CORP COM 75281A109 6 258 SH   DFND 21 0 0 258
RANGE RES CORP COM 75281A109 345 14,000 SH   DFND 24 14,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 6,423 110,800 SH   DFND 3 110,800 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 263 26,860 SH   DFND 17 26,860 0 0
RAYTHEON CO COM NEW 755111507 7,698 61,820 SH   DFND 3 61,820 0 0
RAYTHEON CO COM NEW 755111507 1,642 13,187 SH   DFND 4 13,187 0 0
RAYTHEON CO COM NEW 755111507 745 5,984 SH   DFND 17 5,984 0 0
RAYTHEON CO COM NEW 755111507 315 2,504 SH   DFND 21 2,300 0 204
RAYTHEON CO CALL 755111907 436 3,500 SH Call DFND 4 3,500 0 0
RAYTHEON CO PUT 755111957 21,207 170,300 SH Put DFND 4 170,300 0 0
READING INTERNATIONAL INC CL A 755408101 1,149 87,668 SH   DFND 17 82,876 0 4,792
REAL IND INC COM 75601W104 682 84,920 SH   DFND 17 80,251 0 4,669
REALD INC COM 75604L105 1,860 176,300 SH   DFND 21 176,300 0 0
REALPAGE INC COM 75606N109 318 14,155 SH   DFND 17 0 0 14,155
RED HAT INC COM 756577102 32,926 397,610 SH   DFND 17 303,915 0 93,695
RED HAT INC COM 756577102 4,053 48,457 SH   DFND 21 48,313 0 144
RED HAT INC NOTE 0.250%10/0 756577AD4 123,760 94,835,000 PRN   DFND 17 88,735,000 0 6,100,000
RED HAT INC NOTE 0.250%10/0 756577AD4 3,915 3,000,000 PRN   DFND 21 3,000,000 0 0
RED LION HOTELS CORP COM 756764106 1,149 163,957 SH   DFND 17 154,981 0 8,976
REGAL BELOIT CORP COM 758750103 55,730 952,325 SH   DFND 3 936,296 0 16,029
REGAL BELOIT CORP COM 758750103 1,336 22,786 SH   DFND 21 21,165 0 1,621
REGENERON PHARMACEUTICALS COM 75886F107 1,031 1,900 SH   DFND 4 1,900 0 0
REGENERON PHARMACEUTICALS COM 75886F107 28,841 52,715 SH   DFND 17 49,400 0 3,315
REGENERON PHARMACEUTICALS COM 75886F107 23 42 SH   DFND 21 0 0 42
REGENERON PHARMACEUTICALS COM 75886F107 11,645 21,450 SH   DFND 24 21,450 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 2,497 4,600 SH Call DFND 4 4,600 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 17,480 32,200 SH Put DFND 4 32,200 0 0
REGENERON PHARMACEUTICALS NOTE 1.875%10/0 75886FAD9 31,564 4,835,000 PRN   DFND 17 4,155,000 0 680,000
REGIONS FINL CORP NEW COM 7591EP100 6,353 661,800 SH   DFND 3 661,800 0 0
REGIONS FINL CORP NEW COM 7591EP100 12,588 1,311,204 SH   DFND 4 1,311,204 0 0
REGIONS FINL CORP NEW COM 7591EP100 299 31,139 SH   DFND 21 30,500 0 639
REINSURANCE GROUP AMER INC COM NEW 759351604 2,937 34,327 SH   DFND 17 8,439 0 25,888
REINSURANCE GROUP AMER INC COM NEW 759351604 14,160 163,871 SH   DFND 21 35,347 0 128,524
REIS INC COM 75936P105 1,352 56,984 SH   DFND 17 53,862 0 3,122
RELIANCE STEEL & ALUMINUM CO COM 759509102 13 220 SH   DFND 3 220 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 287 4,948 SH   DFND 17 4,948 0 0
RENASANT CORP COM 75970E107 246 7,150 SH   DFND 17 7,150 0 0
RENREN INC SPONSORED ADR 759892102 216 58,705 SH   DFND 17 0 0 58,705
REPLIGEN CORP COM 759916109 10,855 383,706 SH   DFND 17 378,401 0 5,305
RENT A CTR INC NEW COM 76009N100 722 48,208 SH   DFND 21 19,453 0 28,755
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 5,891 555,768 SH   DFND 3 555,768 0 0
REPUBLIC SVCS INC COM 760759100 13 300 SH   DFND 3 300 0 0
REPUBLIC SVCS INC COM 760759100 861 19,564 SH   DFND 17 15,844 0 3,720
REPUBLIC SVCS INC COM 760759100 12 267 SH   DFND 21 0 0 267
RESMED INC COM 761152107 420 7,741 SH   DFND 21 7,741 0 0
RETAIL PPTYS AMER INC CL A 76131V202 49,272 3,335,924 SH   DFND 3 3,271,577 0 64,347
RETAIL PPTYS AMER INC CL A 76131V202 1,231 83,330 SH   DFND 4 83,330 0 0
RETAILMENOT INC COM SER 1 76132B106 130 13,140 SH   DFND 17 0 0 13,140
REVLON INC CL A NEW 761525609 33 1,185 SH   DFND 17 1,185 0 0
REVLON INC CL A NEW 761525609 410 14,632 SH   DFND 21 14,632 0 0
REX AMERICAN RESOURCES CORP COM 761624105 6,192 114,520 SH   DFND 17 114,520 0 0
REX AMERICAN RESOURCES CORP COM 761624105 595 11,016 SH   DFND 21 11,016 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,192 59,035 SH   DFND 24 59,035 0 0
REYNOLDS AMERICAN INC COM 761713106 203 4,403 SH   DFND 4 4,403 0 0
REYNOLDS AMERICAN INC COM 761713106 13,743 297,786 SH   DFND 17 70,994 0 226,792
REYNOLDS AMERICAN INC COM 761713106 91,469 1,969,861 SH   DFND 21 1,181,855 0 788,006
REYNOLDS AMERICAN INC CALL 761713906 1,523 33,000 SH Call DFND 4 33,000 0 0
REYNOLDS AMERICAN INC PUT 761713956 15,396 333,600 SH Put DFND 4 333,600 0 0
RINGCENTRAL INC CL A 76680R206 16,387 694,947 SH   DFND 17 604,230 0 90,717
RINGCENTRAL INC CL A 76680R206 122 5,100 SH   DFND 21 0 0 5,100
RING ENERGY INC COM 76680V108 1,268 179,792 SH   DFND 17 169,979 0 9,813
RIO TINTO PLC SPONSORED ADR 767204100 44,574 1,530,697 SH   DFND 3 1,018,597 0 512,100
RIO TINTO PLC SPONSORED ADR 767204100 13,739 471,805 SH   DFND 17 471,805 0 0
RITE AID CORP COM 767754104 7,656 976,469 SH   DFND 17 976,469 0 0
RITE AID CORP COM 767754104 434 55,320 SH   DFND 21 40,320 0 15,000
ROBERT HALF INTL INC COM 770323103 541 11,474 SH   DFND 17 11,474 0 0
ROBERT HALF INTL INC COM 770323103 418 8,863 SH   DFND 21 3,213 0 5,650
ROCKWELL AUTOMATION INC COM 773903109 360 3,468 SH   DFND 21 3,392 0 76
ROCKWELL COLLINS INC COM 774341101 284 3,044 SH   DFND 21 2,967 0 77
ROCKWELL MED INC COM 774374102 1,475 144,021 SH   DFND 17 135,983 0 8,038
ROGERS COMMUNICATIONS INC CL B 775109200 1,698 36,073 SH   DFND 21 33,792 0 2,281
ROPER TECHNOLOGIES INC COM 776696106 215 1,133 SH   DFND 4 1,133 0 0
ROPER TECHNOLOGIES INC COM 776696106 228 1,200 SH   DFND 17 1,200 0 0
ROPER TECHNOLOGIES INC COM 776696106 14,874 78,272 SH   DFND 21 33,430 0 44,842
ROPER TECHNOLOGIES INC COM 776696106 4,460 23,500 SH   DFND 24 23,500 0 0
ROPER TECHNOLOGIES INC CALL 776696906 285 1,500 SH Call DFND 4 1,500 0 0
ROPER TECHNOLOGIES INC PUT 776696956 2,714 14,300 SH Put DFND 4 14,300 0 0
ROSS STORES INC COM 778296103 163 3,028 SH   DFND 4 3,028 0 0
ROSS STORES INC COM 778296103 3,752 68,906 SH   DFND 21 68,700 0 206
ROSS STORES INC CALL 778296903 506 9,400 SH Call DFND 4 9,400 0 0
ROSS STORES INC PUT 778296953 7,528 139,900 SH Put DFND 4 139,900 0 0
ROVI CORP COM 779376102 15 900 SH   DFND 17 900 0 0
ROVI CORP COM 779376102 1,114 66,895 SH   DFND 21 26,994 0 39,901
ROYAL BK CDA MONTREAL QUE COM 780087102 40,533 557,279 SH   DFND 17 291,777 0 265,502
ROYAL BK CDA MONTREAL QUE COM 780087102 132,055 1,796,039 SH   DFND 21 937,034 0 859,005
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 462,949 10,110,274 SH   DFND 3 9,473,197 0 637,077
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 86,926 1,898,352 SH   DFND 17 1,898,352 0 0
ROYAL GOLD INC COM 780287108 45,736 1,254,072 SH   DFND 3 1,227,972 0 26,100
ROYAL GOLD INC COM 780287108 789 21,626 SH   DFND 17 21,626 0 0
RUBICON PROJ INC COM 78112V102 2,460 149,561 SH   DFND 17 149,561 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 127 8,898 SH   DFND 17 980 0 7,918
RUDOLPH TECHNOLOGIES INC COM 781270103 3,197 224,803 SH   DFND 21 185,429 0 39,374
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 6,930 79,692 SH   DFND 21 79,692 0 0
RYDER SYS INC COM 783549108 182,584 3,212,812 SH   DFND 3 3,209,412 0 3,400
RYDER SYS INC COM 783549108 32,974 580,230 SH   DFND 17 533,030 0 47,200
RYDER SYS INC COM 783549108 22,915 404,689 SH   DFND 21 250,681 0 154,008
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 15,611 12,020,000 PRN   DFND 17 12,020,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7,374 8,205,000 PRN   DFND 17 8,205,000 0 0
S & T BANCORP INC COM 783859101 17,630 572,019 SH   DFND 3 572,019 0 0
SEI INVESTMENTS CO COM 784117103 12,507 238,674 SH   DFND 17 193,754 0 44,920
SEI INVESTMENTS CO COM 784117103 952 18,025 SH   DFND 21 17,910 0 115
SFX ENTMT INC COM 784178303 11 57,992 SH   DFND 4 57,992 0 0
SL GREEN RLTY CORP COM 78440X101 3,141 27,803 SH   DFND 4 27,803 0 0
SL GREEN RLTY CORP COM 78440X101 9 84 SH   DFND 17 84 0 0
SM ENERGY CO COM 78454L100 1,966 100,000 SH   DFND 4 100,000 0 0
SM ENERGY CO COM 78454L100 1,830 99,029 SH   DFND 21 99,029 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 19,826 97,250 SH   DFND   97,250 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 94,059 461,321 SH   DFND 4 461,321 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 657,663 3,225,896 SH   DFND 17 3,225,896 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 815 4,000 SH   DFND 24 4,000 0 0
SPS COMM INC COM 78463M107 17,485 249,037 SH   DFND 17 226,848 0 22,189
SPS COMM INC COM 78463M107 99 1,400 SH   DFND 21 0 0 1,400
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 3,241 69,243 SH   DFND   69,243 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 6,550 70,526 SH   DFND 17 70,526 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 1,125 26,000 SH   DFND 24 26,000 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 2,680 79,040 SH   DFND 17 79,040 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 566 16,700 SH   DFND 24 16,700 0 0
SPDR SERIES TRUST BARC SHT TR CP 78464A474 300 9,855 SH   DFND 17 9,855 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 1,467 20,900 SH   DFND 24 20,900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,252 18,343 SH   DFND 17 2,243 0 16,100
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 68,926 1,010,012 SH   DFND 21 914,493 0 95,519
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 341 5,000 SH   DFND 24 5,000 0 0
SABRE CORP COM 78573M104 11,394 407,375 SH   DFND 17 318,988 0 88,387
SABRE CORP COM 78573M104 1,180 42,112 SH   DFND 21 37,512 0 4,600
ST JUDE MED INC COM 790849103 3,212 52,000 SH   DFND 3 52,000 0 0
ST JUDE MED INC COM 790849103 593 9,597 SH   DFND 4 9,597 0 0
ST JUDE MED INC COM 790849103 61,980 1,003,086 SH   DFND 17 867,081 0 136,005
ST JUDE MED INC COM 790849103 3,366 54,361 SH   DFND 21 24,010 0 30,351
ST JUDE MED INC CALL 790849903 371 6,000 SH Call DFND 4 6,000 0 0
ST JUDE MED INC PUT 790849953 2,767 44,800 SH Put DFND 4 44,800 0 0
SALESFORCE COM INC COM 79466L302 637 8,128 SH   DFND 4 8,128 0 0
SALESFORCE COM INC COM 79466L302 166,370 2,121,750 SH   DFND 17 1,769,070 0 352,680
SALESFORCE COM INC COM 79466L302 943 11,923 SH   DFND 21 0 0 11,923
SALESFORCE COM INC CALL 79466L902 2,234 28,500 SH Call DFND 4 28,500 0 0
SALESFORCE COM INC PUT 79466L952 23,685 302,100 SH Put DFND 4 302,100 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 173,854 134,510,000 PRN   DFND 17 126,110,000 0 8,400,000
SANCHEZ ENERGY CORP COM 79970Y105 5,007 1,161,622 SH   DFND 4 1,161,622 0 0
SANDERSON FARMS INC COM 800013104 10,652 137,412 SH   DFND 4 137,412 0 0
SANDERSON FARMS INC COM 800013104 14,520 187,306 SH   DFND 17 138,106 0 49,200
SANDERSON FARMS INC COM 800013104 16,771 213,489 SH   DFND 21 158,376 0 55,113
SANDERSON FARMS INC COM 800013104 4,707 60,724 SH   DFND 24 60,724 0 0
SANDISK CORP COM 80004C101 8 100 SH   DFND 17 100 0 0
SANDISK CORP COM 80004C101 4,937 64,953 SH   DFND 21 59,850 0 5,103
SANDISK CORP PUT 80004C951 730 9,600 SH Put DFND 4 9,600 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 66,407 63,700,000 PRN   DFND 17 63,260,000 0 440,000
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4,329 1,457,468 SH   DFND 3 1,457,468 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 6,177 114,334 SH   DFND 17 110,879 0 3,455
SANFILIPPO JOHN B & SON INC COM 800422107 275 5,092 SH   DFND 21 2,800 0 2,292
SANMINA CORPORATION COM 801056102 3,086 149,965 SH   DFND 17 20,865 0 129,100
SANMINA CORPORATION COM 801056102 7,146 343,924 SH   DFND 21 120,536 0 223,388
SANOFI SPONSORED ADR 80105N105 22,987 538,959 SH   DFND 17 510,904 0 28,055
SANTANDER CONSUMER USA HDG I COM 80283M101 2,036 128,432 SH   DFND 17 128,432 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 18,836 1,183,041 SH   DFND 21 938,921 0 244,120
SAREPTA THERAPEUTICS INC COM 803607100 7,468 193,200 SH   DFND 17 183,960 0 9,240
SAREPTA THERAPEUTICS INC COM 803607100 2,770 71,800 SH   DFND 24 71,800 0 0
SASOL LTD SPONSORED ADR 803866300 291,640 10,873,992 SH   DFND 3 9,905,998 0 967,994
SASOL LTD SPONSORED ADR 803866300 47,390 1,766,957 SH   DFND 17 1,766,957 0 0
SCANA CORP NEW COM 80589M102 6,789 112,230 SH   DFND 3 112,230 0 0
SCANA CORP NEW COM 80589M102 8,420 139,200 SH   DFND 17 38,663 0 100,537
SCANA CORP NEW COM 80589M102 19,545 322,017 SH   DFND 21 195,940 0 126,077
SCANSOURCE INC COM 806037107 805 24,995 SH   DFND 17 18,700 0 6,295
SCHEIN HENRY INC COM 806407102 378 2,373 SH   DFND 21 1,706 0 667
SCHLUMBERGER LTD COM 806857108 43,051 617,219 SH   DFND 4 617,219 0 0
SCHLUMBERGER LTD COM 806857108 106,236 1,523,141 SH   DFND 17 1,500,966 0 22,175
SCHLUMBERGER LTD COM 806857108 29,481 422,885 SH   DFND 21 343,251 0 79,634
SCHLUMBERGER LTD COM 806857108 1,890 27,100 SH   DFND 24 27,100 0 0
SCHLUMBERGER LTD CALL 806857908 3,146 45,100 SH Call DFND 4 45,100 0 0
SCHLUMBERGER LTD PUT 806857958 27,823 398,900 SH Put DFND 4 398,900 0 0
SCHLUMBERGER LTD PUT 806857958 2,720 39,000 SH Put DFND 21 39,000 0 0
SCHULMAN A INC COM 808194104 41,275 1,347,097 SH   DFND 3 1,347,097 0 0
SCHULMAN A INC COM 808194104 1,386 45,223 SH   DFND 17 10,802 0 34,421
SCHULMAN A INC COM 808194104 4,996 162,853 SH   DFND 21 89,104 0 73,749
SCHWAB CHARLES CORP NEW COM 808513105 117 3,556 SH   DFND 4 3,556 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,035 61,801 SH   DFND 17 19,840 0 41,961
SCHWAB CHARLES CORP NEW COM 808513105 18 546 SH   DFND 21 0 0 546
SCHWAB CHARLES CORP NEW CALL 808513905 1,288 39,100 SH Call DFND 4 39,100 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 8,805 267,400 SH Put DFND 4 267,400 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 1,822 34,483 SH   DFND 17 34,483 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 9,535 183,062 SH   DFND 17 183,062 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 3,340 64,856 SH   DFND 17 64,856 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 6,948 175,276 SH   DFND 17 175,276 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 979 18,418 SH   DFND 17 18,418 0 0
SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 379 13,130 SH   DFND 17 13,130 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 39,117 931,574 SH   DFND 3 910,269 0 21,305
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,660 39,544 SH   DFND 17 39,544 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 4,823 114,019 SH   DFND 21 42,916 0 71,103
SCIENCE APPLICATNS INTL CP N COM 808625107 41 905 SH   DFND 17 905 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,071 23,226 SH   DFND 21 23,226 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 128 13,963 SH   DFND 21 13,963 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 415 6,440 SH   DFND 17 6,440 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 778 11,976 SH   DFND 21 3,540 0 8,436
SEACOAST BKG CORP FLA COM NEW 811707801 3,282 219,060 SH   DFND 17 219,060 0 0
SEALED AIR CORP NEW COM 81211K100 9,812 220,000 SH   DFND 4 220,000 0 0
SEALED AIR CORP NEW COM 81211K100 672 15,062 SH   DFND 17 15,062 0 0
SEALED AIR CORP NEW COM 81211K100 8,349 185,956 SH   DFND 21 185,840 0 116
SEARS HLDGS CORP PUT 812350956 1,125 54,700 SH Put DFND 4 54,700 0 0
SEATTLE GENETICS INC COM 812578102 4,003 88,600 SH   DFND 17 88,600 0 0
SEATTLE GENETICS INC COM 812578102 1,459 32,500 SH   DFND 24 32,500 0 0
SEAWORLD ENTMT INC COM 81282V100 16,548 840,404 SH   DFND 4 840,404 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 151,799 6,383,487 SH Put DFND 4 6,383,487 0 0
SELECT MED HLDGS CORP COM 81619Q105 494 40,056 SH   DFND 21 40,056 0 0
SELECTIVE INS GROUP INC COM 816300107 40 1,186 SH   DFND 17 1,186 0 0
SELECTIVE INS GROUP INC COM 816300107 4,954 145,683 SH   DFND 21 78,922 0 66,761
SEMGROUP CORP CL A 81663A105 306 10,620 SH   DFND 4 10,620 0 0
SEMPRA ENERGY COM 816851109 237 2,522 SH   DFND 4 2,522 0 0
SEMPRA ENERGY COM 816851109 16 175 SH   DFND 21 0 0 175
SEMPRA ENERGY CALL 816851909 884 9,400 SH Call DFND 4 9,400 0 0
SEMPRA ENERGY PUT 816851959 3,657 38,900 SH Put DFND 4 38,900 0 0
SERVICE CORP INTL COM 817565104 22 840 SH   DFND 17 840 0 0
SERVICE CORP INTL COM 817565104 3,992 152,980 SH   DFND 21 137,490 0 15,490
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,888 73,609 SH   DFND 17 71,629 0 1,980
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 21,563 546,103 SH   DFND 21 546,103 0 0
SERVICENOW INC COM 81762P102 113,464 1,310,815 SH   DFND 17 1,022,490 0 288,325
SERVICENOW INC NOTE 11/0 81762PAB8 110,605 85,740,000 PRN   DFND 17 80,450,000 0 5,290,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 5,525 6,500,000 PRN   DFND 17 6,500,000 0 0
SHARPS COMPLIANCE CORP COM 820017101 1,078 123,943 SH   DFND 17 116,982 0 6,961
SHAW COMMUNICATIONS INC CL B CONV 82028K200 448 19,200 SH   DFND 3 19,200 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 987 42,299 SH   DFND 17 42,299 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 39,471 1,679,239 SH   DFND 21 980,896 0 698,343
SHERWIN WILLIAMS CO COM 824348106 2,282 8,791 SH   DFND 4 8,791 0 0
SHERWIN WILLIAMS CO COM 824348106 10,207 39,319 SH   DFND 17 32,519 0 6,800
SHERWIN WILLIAMS CO COM 824348106 1,518 5,848 SH   DFND 21 1,911 0 3,937
SHERWIN WILLIAMS CO COM 824348106 675 2,600 SH   DFND 24 2,600 0 0
SHERWIN WILLIAMS CO CALL 824348906 493 1,900 SH Call DFND 4 1,900 0 0
SHERWIN WILLIAMS CO PUT 824348956 10,280 39,600 SH Put DFND 4 39,600 0 0
SHIRE PLC SPONSORED ADR 82481R106 21,238 102,783 SH   DFND 17 89,779 0 13,004
SHOE CARNIVAL INC COM 824889109 1,859 80,109 SH   DFND 17 80,109 0 0
SHOE CARNIVAL INC COM 824889109 1,888 81,266 SH   DFND 21 56,688 0 24,578
SHORETEL INC COM 825211105 5,244 592,539 SH   DFND 17 578,228 0 14,311
SIBANYE GOLD LTD SPONSORED ADR 825724206 34 5,658 SH   DFND 17 5,658 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 553 90,865 SH   DFND 21 63,539 0 27,326
SIGMA DESIGNS INC COM 826565103 1,596 248,164 SH   DFND 21 248,164 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 14,496 94,514 SH   DFND 17 74,614 0 19,900
SIGNATURE BK NEW YORK N Y COM 82669G104 2,198 14,324 SH   DFND 21 4,997 0 9,327
SILGAN HOLDINGS INC COM 827048109 48,861 909,553 SH   DFND 3 890,133 0 19,420
SILGAN HOLDINGS INC COM 827048109 173 3,220 SH   DFND 17 3,220 0 0
SILGAN HOLDINGS INC COM 827048109 57 1,049 SH   DFND 21 1,049 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,020 32,228 SH   DFND 21 0 0 32,228
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 528 68,146 SH   DFND 17 68,146 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1,776 228,927 SH   DFND 21 228,927 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 3,029 210,231 SH   DFND 17 210,231 0 0
SIMON PPTY GROUP INC NEW COM 828806109 14,236 73,215 SH   DFND 4 73,215 0 0
SIMON PPTY GROUP INC NEW COM 828806109 498 2,561 SH   DFND 17 2,561 0 0
SIMON PPTY GROUP INC NEW COM 828806109 11,841 60,697 SH   DFND 21 60,524 0 173
SIMON PPTY GROUP INC NEW CALL 828806909 2,936 15,100 SH Call DFND 4 15,100 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 26,794 137,800 SH Put DFND 4 137,800 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,777 85,508 SH   DFND 21 9,600 0 75,908
SINA CORP NOTE 1.000%12/0 82922RAD5 33,185 34,150,000 PRN   DFND 17 34,150,000 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 13,683 124,880 SH   DFND 17 99,015 0 25,865
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,154 10,520 SH   DFND 21 8,820 0 1,700
SIX FLAGS ENTMT CORP NEW COM 83001A102 21,981 400,089 SH   DFND 17 337,349 0 62,740
SIX FLAGS ENTMT CORP NEW COM 83001A102 595 10,836 SH   DFND 21 7,236 0 3,600
SKECHERS U S A INC CL A 830566105 2,696 89,241 SH   DFND 17 89,241 0 0
SKECHERS U S A INC CL A 830566105 29,667 964,734 SH   DFND 21 867,282 0 97,452
SKYWEST INC COM 830879102 2,845 149,605 SH   DFND 17 33,775 0 115,830
SKYWORKS SOLUTIONS INC COM 83088M102 1,550 20,171 SH   DFND 4 20,171 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 168,285 2,190,355 SH   DFND 17 1,667,368 0 522,987
SKYWORKS SOLUTIONS INC COM 83088M102 25,024 320,791 SH   DFND 21 177,540 0 143,251
SKYWORKS SOLUTIONS INC PUT 83088M952 3,457 45,000 SH Put DFND 4 45,000 0 0
SMITH & WESSON HLDG CORP COM 831756101 1,114 50,686 SH   DFND 17 16,226 0 34,460
SMITH & WESSON HLDG CORP COM 831756101 3,405 154,090 SH   DFND 21 127,969 0 26,121
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 4,818 135,340 SH   DFND 17 92,905 0 42,435
SMITH A O COM 831865209 5,000 65,264 SH   DFND 17 58,444 0 6,820
SMITH A O COM 831865209 1,193 15,573 SH   DFND 21 5,675 0 9,898
SMUCKER J M CO COM NEW 832696405 4,481 36,197 SH   DFND 21 32,103 0 4,094
SNAP ON INC COM 833034101 7,224 42,137 SH   DFND 17 27,599 0 14,538
SNAP ON INC COM 833034101 69,084 401,541 SH   DFND 21 258,458 0 143,083
SNYDERS-LANCE INC COM 833551104 211 6,165 SH   DFND 17 6,165 0 0
SOLARWINDS INC COM 83416B109 6,099 103,550 SH   DFND 21 103,550 0 0
SOLARCITY CORP COM 83416T100 5,657 110,875 SH   DFND 17 73,045 0 37,830
SOLARCITY CORP COM 83416T100 6,814 133,681 SH   DFND 21 126,305 0 7,376
SOLARCITY CORP COM 83416T100 11,735 230,000 SH   DFND 24 230,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 105,636 130,415,000 PRN   DFND 17 124,600,000 0 5,815,000
SOLERA HOLDINGS INC COM 83421A104 6,109 111,420 SH   DFND 21 111,420 0 0
SONIC CORP COM 835451105 21,895 677,663 SH   DFND 17 598,348 0 79,315
SONIC CORP COM 835451105 157 4,800 SH   DFND 21 0 0 4,800
SONIC AUTOMOTIVE INC CL A 83545G102 21,988 966,100 SH   DFND 3 966,100 0 0
SONOCO PRODS CO COM 835495102 61,214 1,497,770 SH   DFND 3 1,473,070 0 24,700
SONOCO PRODS CO COM 835495102 1,938 47,416 SH   DFND 17 47,416 0 0
SONOCO PRODS CO COM 835495102 7,355 178,591 SH   DFND 21 145,018 0 33,573
SOUTH ST CORP COM 840441109 27,334 379,907 SH   DFND 17 322,857 0 57,050
SOUTH ST CORP COM 840441109 248 3,400 SH   DFND 21 0 0 3,400
SOUTHERN CO COM 842587107 129 2,764 SH   DFND 4 2,764 0 0
SOUTHERN CO COM 842587107 1,898 40,562 SH   DFND 17 40,562 0 0
SOUTHERN CO COM 842587107 24 507 SH   DFND 21 0 0 507
SOUTHERN CO CALL 842587907 2,260 48,300 SH Call DFND 4 48,300 0 0
SOUTHERN CO PUT 842587957 12,966 277,100 SH Put DFND 4 277,100 0 0
SOUTHERN COPPER CORP COM 84265V105 13,523 517,673 SH   DFND 21 517,458 0 215
SOUTHWEST AIRLS CO COM 844741108 7,286 169,200 SH   DFND 3 169,200 0 0
SOUTHWEST AIRLS CO COM 844741108 193 4,471 SH   DFND 4 4,471 0 0
SOUTHWEST AIRLS CO COM 844741108 7,641 177,456 SH   DFND 17 163,248 0 14,208
SOUTHWEST AIRLS CO COM 844741108 53,852 1,245,409 SH   DFND 21 1,094,557 0 150,852
SOUTHWEST AIRLS CO CALL 844741908 1,223 28,400 SH Call DFND 4 28,400 0 0
SOUTHWEST AIRLS CO PUT 844741958 8,698 202,000 SH Put DFND 4 202,000 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 2,179 124,648 SH   DFND 17 117,948 0 6,700
SOUTHWESTERN ENERGY CO COM 845467109 427 60,070 SH   DFND 17 60,070 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,953 415,317 SH   DFND 20 415,317 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4 562 SH   DFND 21 0 0 562
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 16,914 911,805 SH   DFND 17 910,830 0 975
SOVRAN SELF STORAGE INC COM 84610H108 1,008 9,391 SH   DFND 17 9,391 0 0
SOVRAN SELF STORAGE INC COM 84610H108 3,618 33,650 SH   DFND 21 33,650 0 0
SPARTANNASH CO COM 847215100 1,749 80,802 SH   DFND 17 59,602 0 21,200
SPARTANNASH CO COM 847215100 11,211 512,677 SH   DFND 21 335,268 0 177,409
SPECTRA ENERGY CORP COM 847560109 775 32,359 SH   DFND 4 32,359 0 0
SPECTRA ENERGY CORP COM 847560109 123 5,135 SH   DFND 17 5,135 0 0
SPECTRA ENERGY CORP COM 847560109 401 16,886 SH   DFND 21 488 0 16,398
SPECTRA ENERGY CORP CALL 847560909 560 23,400 SH Call DFND 4 23,400 0 0
SPECTRA ENERGY CORP PUT 847560959 1,453 60,700 SH Put DFND 4 60,700 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 119 19,740 SH   DFND 17 0 0 19,740
SPECTRUM BRANDS HLDGS INC COM 84763R101 10,560 103,367 SH   DFND 21 103,367 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,168 43,303 SH   DFND 17 13,953 0 29,350
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 5,013 100,764 SH   DFND 21 60,189 0 40,575
SPLUNK INC COM 848637104 10,029 170,525 SH   DFND 17 137,390 0 33,135
SPORTSMANS WHSE HLDGS INC COM 84920Y106 9,282 719,519 SH   DFND 17 711,042 0 8,477
SPRINT CORP COM SER 1 85207U105 1,091 300,443 SH   DFND 21 300,000 0 443
STAGE STORES INC COM NEW 85254C305 157 17,190 SH   DFND 17 17,190 0 0
STAGE STORES INC COM NEW 85254C305 650 71,127 SH   DFND 21 71,127 0 0
STANCORP FINL GROUP INC COM 852891100 8,848 77,695 SH   DFND 4 77,695 0 0
STANCORP FINL GROUP INC COM 852891100 9,610 84,386 SH   DFND 21 84,386 0 0
STANDARD MTR PRODS INC COM 853666105 31 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 755 19,170 SH   DFND 21 19,170 0 0
STANLEY BLACK & DECKER INC COM 854502101 388 3,640 SH   DFND 17 3,640 0 0
STANLEY BLACK & DECKER INC COM 854502101 5,714 53,393 SH   DFND 21 40,569 0 12,824
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 68,213 580,735 SH   DFND 17 567,635 0 13,100
STANTEC INC COM 85472N109 4,981 147,949 SH   DFND 17 147,949 0 0
STANTEC INC COM 85472N109 1,609 47,699 SH   DFND 21 23,700 0 23,999
STAPLES INC COM 855030102 1,103 116,450 SH   DFND 17 116,450 0 0
STAPLES INC COM 855030102 11,601 1,219,888 SH   DFND 21 1,185,260 0 34,628
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 102 13,745 SH   DFND 17 13,745 0 0
STARBUCKS CORP COM 855244109 1,086 18,090 SH   DFND 4 18,090 0 0
STARBUCKS CORP COM 855244109 246,734 4,110,174 SH   DFND 17 3,645,411 0 464,763
STARBUCKS CORP COM 855244109 4,922 81,996 SH   DFND 20 81,996 0 0
STARBUCKS CORP COM 855244109 33,387 553,760 SH   DFND 21 203,844 0 349,916
STARBUCKS CORP CALL 855244909 2,959 49,300 SH Call DFND 4 49,300 0 0
STARBUCKS CORP PUT 855244959 53,385 889,300 SH Put DFND 4 889,300 0 0
STATE AUTO FINL CORP COM 855707105 319 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC COM 85571B105 26,471 1,287,500 SH   DFND 3 1,265,000 0 22,500
STARWOOD PPTY TR INC COM 85571B105 7,112 345,934 SH   DFND 17 345,934 0 0
STARWOOD PPTY TR INC COM 85571B105 28,810 1,406,387 SH   DFND 21 980,287 0 426,100
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 22,179 21,905,000 PRN   DFND 17 21,905,000 0 0
STATE STR CORP COM 857477103 5,043 76,000 SH   DFND 3 76,000 0 0
STATE STR CORP COM 857477103 2,752 41,474 SH   DFND 4 41,474 0 0
STATE STR CORP COM 857477103 1,910 28,785 SH   DFND 17 28,785 0 0
STATE STR CORP COM 857477103 3,724 56,121 SH   DFND 21 55,833 0 288
STATE STR CORP CALL 857477903 1,055 15,900 SH Call DFND 4 15,900 0 0
STATE STR CORP PUT 857477953 9,397 141,600 SH Put DFND 4 141,600 0 0
STEEL DYNAMICS INC COM 858119100 49,427 2,765,900 SH   DFND 3 2,711,200 0 54,700
STEEL DYNAMICS INC COM 858119100 8,840 494,676 SH   DFND 4 494,676 0 0
STEEL DYNAMICS INC COM 858119100 1,236 68,919 SH   DFND 21 68,919 0 0
STEELCASE INC CL A 858155203 319 21,385 SH   DFND 17 10,600 0 10,785
STEPAN CO COM 858586100 36,520 734,961 SH   DFND 3 734,961 0 0
STEPAN CO COM 858586100 134 2,695 SH   DFND 17 2,695 0 0
STERICYCLE INC COM 858912108 240 1,990 SH   DFND 17 1,990 0 0
STERICYCLE INC COM 858912108 4,204 34,861 SH   DFND 21 30,965 0 3,896
STERICYCLE INC COM 858912108 8,462 70,165 SH   DFND 24 70,165 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 112,268 1,225,500 SH   DFND 17 1,148,465 0 77,035
STERLING BANCORP DEL COM 85917A100 1,408 86,810 SH   DFND 17 34,105 0 52,705
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 17,226 24,965,000 PRN   DFND 17 24,965,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 1,927 58,634 SH   DFND 17 58,634 0 0
STONERIDGE INC COM 86183P102 231 15,590 SH   DFND 17 15,590 0 0
STORE CAP CORP COM 862121100 340 14,648 SH   DFND 17 14,648 0 0
STORE CAP CORP COM 862121100 1,218 52,486 SH   DFND 21 52,486 0 0
STRATTEC SEC CORP COM 863111100 8,857 156,780 SH   DFND 3 156,780 0 0
STRYKER CORP COM 863667101 191 2,050 SH   DFND 4 2,050 0 0
STRYKER CORP COM 863667101 2,088 22,470 SH   DFND 17 15,225 0 7,245
STRYKER CORP COM 863667101 2,623 28,034 SH   DFND 21 8,650 0 19,384
STRYKER CORP CALL 863667901 948 10,200 SH Call DFND 4 10,200 0 0
STRYKER CORP PUT 863667951 9,991 107,500 SH Put DFND 4 107,500 0 0
SUFFOLK BANCORP COM 864739107 1,486 52,430 SH   DFND 17 50,134 0 2,296
SUCAMPO PHARMACEUTICALS INC CL A 864909106 789 45,640 SH   DFND 17 31,275 0 14,365
SUCAMPO PHARMACEUTICALS INC CL A 864909106 4,777 273,203 SH   DFND 21 273,203 0 0
SUMMIT HOTEL PPTYS COM 866082100 194 16,205 SH   DFND 17 0 0 16,205
SUMMIT MATLS INC CL A 86614U100 13,236 660,467 SH   DFND 17 584,124 0 76,343
SUMMIT MATLS INC CL A 86614U100 106 5,246 SH   DFND 21 0 0 5,246
SUN CMNTYS INC COM 866674104 988 14,410 SH   DFND 17 14,410 0 0
SUN CMNTYS INC COM 866674104 3,549 51,715 SH   DFND 21 51,715 0 0
SUN LIFE FINL INC COM 866796105 1,323 31,247 SH   DFND 17 18,218 0 13,029
SUN LIFE FINL INC COM 866796105 9,910 233,662 SH   DFND 21 62,342 0 171,320
SUNCOR ENERGY INC NEW COM 867224107 4,835 138,039 SH   DFND 17 127,308 0 10,731
SUNCOR ENERGY INC NEW COM 867224107 22,680 646,839 SH   DFND 21 480,925 0 165,914
SUNCOR ENERGY INC NEW COM 867224107 1,608 45,900 SH   DFND 24 45,900 0 0
SUNPOWER CORP COM 867652406 7,927 264,160 SH   DFND 17 264,160 0 0
SUNPOWER CORP COM 867652406 4,595 152,840 SH   DFND 21 145,501 0 7,339
SUNPOWER CORP COM 867652406 7,503 250,000 SH   DFND 24 250,000 0 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 27,751 32,600,000 PRN   DFND 17 28,235,000 0 4,365,000
SUNOCO LP COM U REP LP 86765K109 63,331 1,598,855 SH   DFND 3 1,571,357 0 27,498
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,255 340,695 SH   DFND 4 340,695 0 0
SUNTRUST BKS INC COM 867914103 21 500 SH   DFND 3 500 0 0
SUNTRUST BKS INC COM 867914103 271 6,331 SH   DFND 4 6,331 0 0
SUNTRUST BKS INC COM 867914103 3,621 84,522 SH   DFND 17 60,630 0 23,892
SUNTRUST BKS INC COM 867914103 40,932 949,514 SH   DFND 21 764,559 0 184,955
SUNTRUST BKS INC CALL 867914903 411 9,600 SH Call DFND 4 9,600 0 0
SUNTRUST BKS INC PUT 867914953 5,128 119,700 SH Put DFND 4 119,700 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 8,818 656,116 SH   DFND 17 650,516 0 5,600
SUPERVALU INC COM 868536103 254 37,522 SH   DFND 17 37,522 0 0
SUPERVALU INC COM 868536103 1,620 239,057 SH   DFND 21 107,522 0 131,535
SURMODICS INC COM 868873100 2,963 146,194 SH   DFND 17 142,294 0 3,900
SYKES ENTERPRISES INC COM 871237103 228 7,404 SH   DFND 17 7,404 0 0
SYMANTEC CORP COM 871503108 11,403 543,009 SH   DFND 3 543,009 0 0
SYMANTEC CORP COM 871503108 25,127 1,196,530 SH   DFND 4 1,196,530 0 0
SYMANTEC CORP COM 871503108 2 100 SH   DFND 17 100 0 0
SYMANTEC CORP COM 871503108 734 34,584 SH   DFND 21 34,150 0 434
SYMETRA FINL CORP COM 87151Q106 8,872 279,270 SH   DFND 4 279,270 0 0
SYMETRA FINL CORP COM 87151Q106 1,725 54,300 SH   DFND 17 0 0 54,300
SYMETRA FINL CORP COM 87151Q106 8,595 270,524 SH   DFND 21 265,764 0 4,760
SYNAPTICS INC COM 87157D109 3,021 37,600 SH   DFND 17 37,600 0 0
SYNAPTICS INC COM 87157D109 380 4,703 SH   DFND 21 2,426 0 2,277
SYNOPSYS INC COM 871607107 1,428 31,309 SH   DFND 17 27,919 0 3,390
SYNOPSYS INC COM 871607107 9,450 205,849 SH   DFND 21 205,708 0 141
SYNTEL INC COM 87162H103 962 21,088 SH   DFND 21 18,440 0 2,648
SYNNEX CORP COM 87162W100 50,306 559,387 SH   DFND 3 547,087 0 12,300
SYNNEX CORP COM 87162W100 3,459 38,467 SH   DFND 17 18,314 0 20,153
SYNNEX CORP COM 87162W100 2,592 28,554 SH   DFND 21 24,375 0 4,179
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 5,082 896,296 SH   DFND 17 896,296 0 0
SYNERGY RES CORP COM 87164P103 13,376 1,569,924 SH   DFND 17 1,326,899 0 243,025
SYNERGY RES CORP COM 87164P103 107 12,700 SH   DFND 21 0 0 12,700
SYNCHRONY FINL COM 87165B103 49 1,610 SH   DFND 4 1,610 0 0
SYNCHRONY FINL COM 87165B103 21,953 721,854 SH   DFND 17 709,354 0 12,500
SYNCHRONY FINL COM 87165B103 16,398 538,914 SH   DFND 21 488,644 0 50,270
SYNCHRONY FINL CALL 87165B903 210 6,900 SH Call DFND 4 6,900 0 0
SYNCHRONY FINL PUT 87165B953 1,213 39,900 SH Put DFND 4 39,900 0 0
SYSCO CORP COM 871829107 162 3,946 SH   DFND 4 3,946 0 0
SYSCO CORP COM 871829107 1,433 34,960 SH   DFND 17 13,560 0 21,400
SYSCO CORP COM 871829107 179 4,325 SH   DFND 21 4,000 0 325
SYSCO CORP CALL 871829907 1,353 33,000 SH Call DFND 4 33,000 0 0
SYSCO CORP PUT 871829957 6,757 164,800 SH Put DFND 4 164,800 0 0
TCF FINL CORP COM 872275102 48,755 3,452,900 SH   DFND 3 3,386,600 0 66,300
TECO ENERGY INC COM 872375100 5,165 193,812 SH   DFND 21 193,812 0 0
TFS FINL CORP COM 87240R107 550 29,205 SH   DFND 17 29,205 0 0
TJX COS INC NEW COM 872540109 351 4,944 SH   DFND 4 4,944 0 0
TJX COS INC NEW COM 872540109 126,592 1,784,735 SH   DFND 17 1,581,535 0 203,200
TJX COS INC NEW COM 872540109 5,122 71,934 SH   DFND 21 60,066 0 11,868
TJX COS INC NEW CALL 872540909 1,184 16,700 SH Call DFND 4 16,700 0 0
TJX COS INC NEW PUT 872540959 18,231 257,100 SH Put DFND 4 257,100 0 0
T MOBILE US INC COM 872590104 8,510 217,530 SH   DFND 17 100 0 217,430
T MOBILE US INC COM 872590104 8,164 206,341 SH   DFND 21 127,458 0 78,883
T MOBILE US INC CONV PFD SER A 872590203 134,324 1,983,810 SH   DFND 17 1,873,590 0 110,220
TTM TECHNOLOGIES INC COM 87305R109 5,355 822,648 SH   DFND 17 822,648 0 0
TTM TECHNOLOGIES INC COM 87305R109 321 48,830 SH   DFND 21 48,830 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 13,506 15,175,000 PRN   DFND 17 13,595,000 0 1,580,000
TABLEAU SOFTWARE INC CL A 87336U105 73,508 780,170 SH   DFND 17 618,275 0 161,895
TAHOE RES INC COM 873868103 4,768 406,093 SH   DFND 21 406,093 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 105,504 4,637,529 SH   DFND 3 3,265,125 0 1,372,404
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 22,346 982,262 SH   DFND 17 982,262 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10,076 442,911 SH   DFND 20 442,911 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 32,373 1,418,894 SH   DFND 21 1,418,894 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 22,258 638,875 SH   DFND 17 540,760 0 98,115
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 153 4,300 SH   DFND 21 0 0 4,300
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 49,077 29,400,000 PRN   DFND 17 25,765,000 0 3,635,000
TAL INTL GROUP INC COM 874083108 522 32,863 SH   DFND 21 32,863 0 0
TALEN ENERGY CORP COM 87422J105 194 31,126 SH   DFND 4 31,126 0 0
TALEN ENERGY CORP COM 87422J105 7 1,133 SH   DFND 17 1,133 0 0
TALEN ENERGY CORP COM 87422J105 482 76,397 SH   DFND 21 72,869 0 3,528
TALLGRASS ENERGY GP LP SHS CL A 874696107 701 43,900 SH   DFND 4 43,900 0 0
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 4,066 245,974 SH   DFND 21 245,974 0 0
TARGET CORP COM 87612E106 2,224 30,628 SH   DFND 4 30,628 0 0
TARGET CORP COM 87612E106 131,707 1,813,900 SH   DFND 17 1,765,205 0 48,695
TARGET CORP COM 87612E106 87,643 1,196,343 SH   DFND 21 1,061,401 0 134,942
TARGET CORP CALL 87612E906 1,960 27,000 SH Call DFND 4 27,000 0 0
TARGET CORP PUT 87612E956 20,127 277,200 SH Put DFND 4 277,200 0 0
TARGA RES CORP PUT 87612G951 3,968 152,500 SH Put DFND 21 152,500 0 0
TATA MTRS LTD SPONSORED ADR 876568502 3,507 119,001 SH   DFND 17 15,448 0 103,553
TATA MTRS LTD SPONSORED ADR 876568502 5,222 177,350 SH   DFND 21 108,115 0 69,235
TECH DATA CORP COM 878237106 10,636 160,230 SH   DFND 17 121,580 0 38,650
TECK RESOURCES LTD PUT 878742954 32,096 8,315,000 SH Put DFND 4 8,315,000 0 0
TECHTARGET INC COM 87874R100 2,826 351,977 SH   DFND 17 342,620 0 9,357
TEGNA INC COM 87901J105 5,510 215,900 SH   DFND 3 215,900 0 0
TEGNA INC COM 87901J105 1,442 56,498 SH   DFND 17 56,498 0 0
TEGNA INC COM 87901J105 13,572 529,154 SH   DFND 21 494,922 0 34,232
TELECOM ARGENTINA S A SPON ADR REP B 879273209 451 27,177 SH   DFND 21 27,177 0 0
TELECOMMUNICATION SYS INC CL A 87929J103 455 91,573 SH   DFND 17 0 0 91,573
TELECOMMUNICATION SYS INC CL A 87929J103 2,374 477,652 SH   DFND 21 477,652 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 242 2,727 SH   DFND 17 2,727 0 0
TELEFLEX INC COM 879369106 1,773 13,489 SH   DFND 17 3,889 0 9,600
TELEFLEX INC COM 879369106 9,663 72,917 SH   DFND 21 25,805 0 47,112
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 41,953 19,525,000 PRN   DFND 17 16,755,000 0 2,770,000
TELEPHONE & DATA SYS INC COM NEW 879433829 888 34,310 SH   DFND 17 34,310 0 0
TELENAV INC COM 879455103 2,608 458,398 SH   DFND 17 445,843 0 12,555
TELUS CORP COM 87971M103 1,525 40,247 SH   DFND 21 22,430 0 17,817
TEMPUR SEALY INTL INC COM 88023U101 8,519 120,900 SH   DFND 17 95,305 0 25,595
TEMPUR SEALY INTL INC COM 88023U101 2,381 33,695 SH   DFND 21 33,695 0 0
TENNECO INC COM 880349105 3,948 85,988 SH   DFND 21 76,716 0 9,272
TENNECO INC COM 880349105 8,034 175,000 SH   DFND 24 175,000 0 0
TERADYNE INC COM 880770102 12,317 595,874 SH   DFND 17 595,874 0 0
TERRA NITROGEN CO L P COM UNIT 881005201 23,522 231,563 SH   DFND 3 226,691 0 4,872
TERRA NITROGEN CO L P COM UNIT 881005201 51 500 SH   DFND 21 500 0 0
TERRITORIAL BANCORP INC COM 88145X108 512 18,440 SH   DFND 17 18,440 0 0
TESORO CORP COM 881609101 9,448 89,668 SH   DFND 17 28,174 0 61,494
TESORO CORP COM 881609101 56,398 538,815 SH   DFND 21 356,620 0 182,195
TESLA MTRS INC COM 88160R101 37,655 156,890 SH   DFND 17 143,620 0 13,270
TESLA MTRS INC COM 88160R101 4,848 20,200 SH   DFND 20 20,200 0 0
TESLA MTRS INC COM 88160R101 18 77 SH   DFND 21 0 0 77
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 41,803 21,375,000 PRN   DFND 17 19,385,000 0 1,990,000
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 77,539 82,085,000 PRN   DFND 17 76,470,000 0 5,615,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 69,740 75,395,000 PRN   DFND 17 75,095,000 0 300,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 386,362 5,886,079 SH   DFND 3 5,165,155 0 720,924
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 107 1,627 SH   DFND 4 1,627 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 103,726 1,580,218 SH   DFND 17 1,440,033 0 140,185
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7,106 108,006 SH   DFND 21 36,697 0 71,309
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 368 5,600 SH   DFND 24 5,600 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,345 178,918 SH   DFND 17 178,918 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 103,164 66,025,000 PRN   DFND 17 62,860,000 0 3,165,000
TESSERA TECHNOLOGIES INC COM 88164L100 180 5,994 SH   DFND 17 5,994 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 3,919 129,514 SH   DFND 21 44,040 0 85,474
TEXAS INSTRS INC COM 882508104 443 8,079 SH   DFND 4 8,079 0 0
TEXAS INSTRS INC COM 882508104 134,379 2,451,725 SH   DFND 17 2,436,325 0 15,400
TEXAS INSTRS INC COM 882508104 12,883 232,592 SH   DFND 21 41,507 0 191,085
TEXAS INSTRS INC CALL 882508904 4,604 84,000 SH Call DFND 4 84,000 0 0
TEXAS INSTRS INC PUT 882508954 21,151 385,900 SH Put DFND 4 385,900 0 0
TEXAS ROADHOUSE INC COM 882681109 16,392 458,267 SH   DFND 17 406,166 0 52,101
TEXAS ROADHOUSE INC COM 882681109 143 4,000 SH   DFND 21 0 0 4,000
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,675 2,260,000 PRN   DFND 17 2,260,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 300 2,112 SH   DFND 4 2,112 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,718 12,109 SH   DFND 17 5,783 0 6,326
THERMO FISHER SCIENTIFIC INC COM 883556102 15,377 108,400 SH   DFND 20 108,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 72,227 507,441 SH   DFND 21 216,192 0 291,249
THERMO FISHER SCIENTIFIC INC COM 883556102 213 1,500 SH   DFND 24 1,500 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 2,397 16,900 SH Call DFND 4 16,900 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 26,271 185,200 SH Put DFND 4 185,200 0 0
THOMSON REUTERS CORP COM 884903105 1,494 29,069 SH   DFND 17 29,069 0 0
THOMSON REUTERS CORP COM 884903105 3,226 62,113 SH   DFND 21 38,465 0 23,648
THOR INDS INC COM 885160101 50,569 900,600 SH   DFND 3 882,100 0 18,500
THOR INDS INC COM 885160101 1,713 30,505 SH   DFND 17 30,505 0 0
THOR INDS INC COM 885160101 1,132 20,009 SH   DFND 21 18,845 0 1,164
3M CO COM 88579Y101 5,672 37,653 SH   DFND 4 37,653 0 0
3M CO COM 88579Y101 113,476 753,293 SH   DFND 17 748,443 0 4,850
3M CO COM 88579Y101 16,352 107,948 SH   DFND 21 107,622 0 326
3M CO COM 88579Y101 90 600 SH   DFND 24 600 0 0
3M CO CALL 88579Y901 3,766 25,000 SH Call DFND 4 25,000 0 0
3M CO PUT 88579Y951 39,377 261,400 SH Put DFND 4 261,400 0 0
TIME INC NEW COM 887228104 32,323 2,062,734 SH   DFND 3 2,034,534 0 28,200
TIME INC NEW COM 887228104 439 27,984 SH   DFND 17 27,984 0 0
TIME INC NEW COM 887228104 1,196 77,015 SH   DFND 21 64,919 0 12,096
TIME WARNER INC COM NEW 887317303 18,182 281,148 SH   DFND 4 281,148 0 0
TIME WARNER INC COM NEW 887317303 74,192 1,147,331 SH   DFND 17 962,241 0 185,090
TIME WARNER INC COM NEW 887317303 26,244 406,539 SH   DFND 21 244,548 0 161,991
TIME WARNER INC CALL 887317903 1,765 27,300 SH Call DFND 4 27,300 0 0
TIME WARNER INC PUT 887317953 21,723 335,900 SH Put DFND 4 335,900 0 0
TIME WARNER CABLE INC COM 88732J207 590 3,181 SH   DFND 4 3,181 0 0
TIME WARNER CABLE INC COM 88732J207 1,499 8,077 SH   DFND 17 8,077 0 0
TIME WARNER CABLE INC COM 88732J207 44,008 237,013 SH   DFND 21 220,181 0 16,832
TIME WARNER CABLE INC CALL 88732J907 2,988 16,100 SH Call DFND 4 16,100 0 0
TIME WARNER CABLE INC PUT 88732J957 27,170 146,400 SH Put DFND 4 146,400 0 0
TORCHMARK CORP COM 891027104 2,002 34,889 SH   DFND 21 31,695 0 3,194
TORO CO COM 891092108 802 10,975 SH   DFND 17 8,590 0 2,385
TORO CO COM 891092108 96 1,300 SH   DFND 21 1,300 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 126,538 2,378,336 SH   DFND 3 1,704,442 0 673,894
TORONTO DOMINION BK ONT COM NEW 891160509 47,465 892,127 SH   DFND 17 550,287 0 341,840
TORONTO DOMINION BK ONT COM NEW 891160509 95,465 1,777,006 SH   DFND 21 991,687 0 785,319
TORONTO DOMINION BK ONT COM NEW 891160509 112 2,100 SH   DFND 24 2,100 0 0
TOTAL S A SPONSORED ADR 89151E109 214,254 4,766,488 SH   DFND 3 4,761,688 0 4,800
TOTAL S A SPONSORED ADR 89151E109 41,009 912,330 SH   DFND 17 912,330 0 0
TOWER INTL INC COM 891826109 4,135 144,725 SH   DFND 17 125,890 0 18,835
TOWER INTL INC COM 891826109 358 12,216 SH   DFND 21 12,216 0 0
TOWERS WATSON & CO CL A 891894107 6,506 50,650 SH   DFND 17 41,095 0 9,555
TOWERS WATSON & CO CL A 891894107 1,294 10,000 SH   DFND 21 10,000 0 0
TOTAL SYS SVCS INC COM 891906109 23,528 472,451 SH   DFND 17 334,900 0 137,551
TOTAL SYS SVCS INC COM 891906109 28,303 565,864 SH   DFND 21 419,452 0 146,412
TRACTOR SUPPLY CO COM 892356106 92,392 1,080,450 SH   DFND 17 911,215 0 169,235
TRACTOR SUPPLY CO COM 892356106 609 7,059 SH   DFND 21 0 0 7,059
TRANSCANADA CORP COM 89353D107 488 15,000 SH   DFND 4 15,000 0 0
TRANSCANADA CORP COM 89353D107 23,126 521,351 SH   DFND 21 140,106 0 381,245
TRANSDIGM GROUP INC COM 893641100 533 2,332 SH   DFND 17 2,332 0 0
TRANSDIGM GROUP INC COM 893641100 382 1,676 SH   DFND 21 1,676 0 0
TRAVELERS COMPANIES INC COM 89417E109 415,428 3,680,911 SH   DFND 3 3,677,111 0 3,800
TRAVELERS COMPANIES INC COM 89417E109 323 2,860 SH   DFND 4 2,860 0 0
TRAVELERS COMPANIES INC COM 89417E109 132,775 1,176,456 SH   DFND 17 1,082,812 0 93,644
TRAVELERS COMPANIES INC COM 89417E109 124,038 1,091,106 SH   DFND 21 814,079 0 277,027
TRAVELERS COMPANIES INC COM 89417E109 68 600 SH   DFND 24 600 0 0
TRAVELERS COMPANIES INC CALL 89417E909 1,478 13,100 SH Call DFND 4 13,100 0 0
TRAVELERS COMPANIES INC PUT 89417E959 16,229 143,800 SH Put DFND 4 143,800 0 0
TRIBUNE MEDIA CO CL A 896047503 202 5,969 SH   DFND 4 5,969 0 0
TRICO BANCSHARES COM 896095106 909 33,110 SH   DFND 17 33,110 0 0
TRIMBLE NAVIGATION LTD COM 896239100 3,112 145,103 SH   DFND 21 128,750 0 16,353
TRIMBLE NAVIGATION LTD COM 896239100 6,034 281,300 SH   DFND 24 281,300 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 2,274 193,346 SH   DFND 17 188,505 0 4,841
TRINITY INDS INC COM 896522109 6,679 278,078 SH   DFND 17 168,752 0 109,326
TRINITY INDS INC COM 896522109 36,255 1,505,817 SH   DFND 21 1,069,666 0 436,151
TRIUMPH GROUP INC NEW COM 896818101 51,111 1,285,800 SH   DFND 3 1,262,300 0 23,500
TRIUMPH GROUP INC NEW COM 896818101 187 4,712 SH   DFND 17 4,712 0 0
TRIUMPH GROUP INC NEW COM 896818101 1,915 48,181 SH   DFND 21 19,614 0 28,567
TRUECAR INC COM 89785L107 354 37,110 SH   DFND 17 0 0 37,110
TRUSTMARK CORP COM 898402102 34,701 1,506,127 SH   DFND 3 1,465,995 0 40,132
TUPPERWARE BRANDS CORP COM 899896104 545 9,770 SH   DFND 21 9,770 0 0
TUPPERWARE BRANDS CORP COM 899896104 223 4,000 SH   DFND 24 4,000 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,926 70,433 SH   DFND 21 70,000 0 433
TWITTER INC COM 90184L102 26,324 1,137,607 SH   DFND 17 1,058,972 0 78,635
TWITTER INC NOTE 0.250% 9/1 90184LAB8 32,752 38,875,000 PRN   DFND 17 38,650,000 0 225,000
TWITTER INC NOTE 1.000% 9/1 90184LAD4 38,755 46,000,000 PRN   DFND 17 45,870,000 0 130,000
TWO HBRS INVT CORP COM 90187B101 6,073 749,700 SH   DFND 3 749,700 0 0
TWO HBRS INVT CORP COM 90187B101 929 113,899 SH   DFND 21 0 0 113,899
II VI INC COM 902104108 151 8,119 SH   DFND 17 8,119 0 0
II VI INC COM 902104108 819 44,130 SH   DFND 21 14,717 0 29,413
TYLER TECHNOLOGIES INC COM 902252105 209 1,200 SH   DFND 17 1,200 0 0
TYSON FOODS INC CL A 902494103 82,615 1,549,137 SH   DFND 17 1,214,499 0 334,638
TYSON FOODS INC CL A 902494103 112,245 2,094,891 SH   DFND 21 1,435,934 0 658,957
TYSON FOODS INC CL A 902494103 9,925 186,100 SH   DFND 24 186,100 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 165,615 2,729,325 SH   DFND 17 2,585,900 0 143,425
UDR INC COM 902653104 9,546 254,094 SH   DFND 4 254,094 0 0
UDR INC COM 902653104 8 217 SH   DFND 17 217 0 0
UGI CORP NEW COM 902681105 405 12,004 SH   DFND 17 12,004 0 0
US BANCORP DEL COM NEW 902973304 40,034 938,226 SH   DFND 4 938,226 0 0
US BANCORP DEL COM NEW 902973304 21,039 493,072 SH   DFND 17 481,322 0 11,750
US BANCORP DEL COM NEW 902973304 2,256 52,871 SH   DFND 20 52,871 0 0
US BANCORP DEL COM NEW 902973304 36,886 861,175 SH   DFND 21 669,716 0 191,459
US BANCORP DEL CALL 902973904 3,469 81,300 SH Call DFND 4 81,300 0 0
US BANCORP DEL PUT 902973954 22,231 521,000 SH Put DFND 4 521,000 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,401 18,793 SH   DFND 17 13,158 0 5,635
USANA HEALTH SCIENCES INC COM 90328M107 4,101 32,030 SH   DFND 21 27,304 0 4,726
USA TECHNOLOGIES INC COM NO PAR 90328S500 1,481 480,726 SH   DFND 17 454,374 0 26,352
U S CONCRETE INC COM NEW 90333L201 25,142 477,443 SH   DFND 17 439,467 0 37,976
U S CONCRETE INC COM NEW 90333L201 109 2,100 SH   DFND 21 0 0 2,100
U S SILICA HLDGS INC COM 90346E103 581 31,035 SH   DFND 17 31,035 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 553 2,990 SH   DFND 17 2,990 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 26,064 133,312 SH   DFND 17 118,064 0 15,248
ULTIMATE SOFTWARE GROUP INC COM 90385D107 178 900 SH   DFND 21 0 0 900
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 13,731 121,890 SH   DFND 17 119,640 0 2,250
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,950 26,300 SH   DFND 24 26,300 0 0
UMPQUA HLDGS CORP COM 904214103 55,681 3,501,981 SH   DFND 3 3,437,159 0 64,822
UMPQUA HLDGS CORP COM 904214103 162 10,081 SH   DFND 21 10,081 0 0
UNDER ARMOUR INC PUT 904311957 742 9,200 SH Put DFND 4 9,200 0 0
UNIFI INC COM NEW 904677200 810 28,790 SH   DFND 17 28,790 0 0
UNIFI INC COM NEW 904677200 225 7,957 SH   DFND 21 7,957 0 0
UNIFIRST CORP MASS COM 904708104 469 4,502 SH   DFND 21 4,502 0 0
UNION PAC CORP COM 907818108 10,402 133,017 SH   DFND 4 133,017 0 0
UNION PAC CORP COM 907818108 196,912 2,517,807 SH   DFND 17 2,347,897 0 169,910
UNION PAC CORP COM 907818108 73,712 940,589 SH   DFND 21 855,932 0 84,657
UNION PAC CORP COM 907818108 540 6,900 SH   DFND 24 6,900 0 0
UNION PAC CORP CALL 907818908 4,293 54,900 SH Call DFND 4 54,900 0 0
UNION PAC CORP PUT 907818958 24,766 316,700 SH Put DFND 4 316,700 0 0
UNIT CORP COM 909218109 3,261 267,321 SH   DFND 17 267,321 0 0
UNIT CORP COM 909218109 11 883 SH   DFND 21 0 0 883
UNITED BANKSHARES INC WEST V COM 909907107 675 18,040 SH   DFND 21 18,040 0 0
UNITED CONTL HLDGS INC COM 910047109 118 2,068 SH   DFND 4 2,068 0 0
UNITED CONTL HLDGS INC COM 910047109 44,422 775,132 SH   DFND 17 717,627 0 57,505
UNITED CONTL HLDGS INC COM 910047109 5,112 89,073 SH   DFND 21 64,737 0 24,336
UNITED CONTL HLDGS INC CALL 910047909 413 7,200 SH Call DFND 4 7,200 0 0
UNITED CONTL HLDGS INC PUT 910047959 4,779 83,400 SH Put DFND 4 83,400 0 0
UNITED INS HLDGS CORP COM 910710102 18,398 1,075,932 SH   DFND 3 1,075,932 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2,041 1,090,150 SH   DFND 21 1,035,719 0 54,431
UNITED PARCEL SERVICE INC CL B 911312106 4,130 42,913 SH   DFND 4 42,913 0 0
UNITED PARCEL SERVICE INC CL B 911312106 24,194 251,135 SH   DFND 17 246,310 0 4,825
UNITED PARCEL SERVICE INC CL B 911312106 1,578 16,256 SH   DFND 21 15,871 0 385
UNITED PARCEL SERVICE INC CALL 911312906 2,088 21,700 SH Call DFND 4 21,700 0 0
UNITED PARCEL SERVICE INC PUT 911312956 29,437 305,900 SH Put DFND 4 305,900 0 0
UNITED RENTALS INC COM 911363109 10,647 146,528 SH   DFND 21 139,209 0 7,319
UNITED STATES STL CORP NEW COM 912909108 4,775 598,366 SH   DFND 21 598,136 0 230
UNITED TECHNOLOGIES CORP COM 913017109 223,899 2,330,583 SH   DFND 3 2,330,583 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7,134 74,262 SH   DFND 4 74,262 0 0
UNITED TECHNOLOGIES CORP COM 913017109 166,946 1,737,562 SH   DFND 17 1,709,961 0 27,601
UNITED TECHNOLOGIES CORP COM 913017109 1,563 16,267 SH   DFND 20 16,267 0 0
UNITED TECHNOLOGIES CORP COM 913017109 78,703 817,696 SH   DFND 21 663,083 0 154,613
UNITED TECHNOLOGIES CORP COM 913017109 365 3,800 SH   DFND 24 3,800 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 4,390 45,700 SH Call DFND 4 45,700 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 24,757 257,700 SH Put DFND 4 257,700 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 9,282 58,974 SH   DFND 17 42,274 0 16,700
UNITED THERAPEUTICS CORP DEL COM 91307C102 17,458 110,914 SH   DFND 21 107,451 0 3,463
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,958 12,500 SH   DFND 24 12,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,080 9,177 SH   DFND 4 9,177 0 0
UNITEDHEALTH GROUP INC COM 91324P102 344,278 2,925,936 SH   DFND 17 2,572,837 0 353,099
UNITEDHEALTH GROUP INC COM 91324P102 30,786 261,700 SH   DFND 20 261,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 367,546 3,109,306 SH   DFND 21 2,419,006 0 690,300
UNITEDHEALTH GROUP INC COM 91324P102 424 3,600 SH   DFND 24 3,600 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 4,670 39,700 SH Call DFND 4 39,700 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 54,514 463,400 SH Put DFND 4 463,400 0 0
UNITIL CORP COM 913259107 216 6,020 SH   DFND 17 6,020 0 0
UNITIL CORP COM 913259107 309 8,521 SH   DFND 21 8,521 0 0
UNIVERSAL CORP VA COM 913456109 50,020 891,949 SH   DFND 3 875,449 0 16,500
UNIVERSAL CORP VA COM 913456109 2,699 48,123 SH   DFND 17 15,421 0 32,702
UNIVERSAL CORP VA COM 913456109 1,701 30,330 SH   DFND 21 6,472 0 23,858
UNIVERSAL FST PRODS INC COM 913543104 499 7,297 SH   DFND 17 7,297 0 0
UNIVERSAL FST PRODS INC COM 913543104 4,046 59,177 SH   DFND 21 30,763 0 28,414
UNIVERSAL INS HLDGS INC COM 91359V107 12,735 549,403 SH   DFND 3 549,403 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 7,534 325,013 SH   DFND 17 142,132 0 182,881
UNIVERSAL INS HLDGS INC COM 91359V107 20,588 867,222 SH   DFND 21 867,222 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,251 27,209 SH   DFND 17 27,209 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 37,812 315,560 SH   DFND 21 293,490 0 22,070
UNUM GROUP COM 91529Y106 6,124 183,970 SH   DFND 3 183,970 0 0
UNUM GROUP COM 91529Y106 4,006 120,344 SH   DFND 17 120,344 0 0
UNUM GROUP COM 91529Y106 525 15,715 SH   DFND 21 12,276 0 3,439
VCA INC COM 918194101 1,673 30,421 SH   DFND 17 19,266 0 11,155
VCA INC COM 918194101 765 13,868 SH   DFND 21 13,868 0 0
V F CORP COM 918204108 2,484 39,899 SH   DFND 4 39,899 0 0
V F CORP COM 918204108 1,586 25,405 SH   DFND 21 25,185 0 220
V F CORP CALL 918204908 1,089 17,500 SH Call DFND 4 17,500 0 0
V F CORP PUT 918204958 7,987 128,300 SH Put DFND 4 128,300 0 0
VAIL RESORTS INC COM 91879Q109 628 4,904 SH   DFND 17 3,729 0 1,175
VAIL RESORTS INC COM 91879Q109 1,791 13,994 SH   DFND 21 4,666 0 9,328
VALEANT PHARMACEUTICALS INTL COM 91911K102 560 4,105 SH   DFND 17 0 0 4,105
VALEANT PHARMACEUTICALS INTL COM 91911K102 24,399 177,480 SH   DFND 21 107,462 0 70,018
VALE S A ADR 91912E105 16,646 5,061,500 SH   DFND 21 4,991,500 0 70,000
VALE S A ADR REPSTG PFD 91912E204 196 76,400 SH   DFND 21 76,400 0 0
VALERO ENERGY CORP NEW COM 91913Y100 189,294 2,677,044 SH   DFND 3 2,674,544 0 2,500
VALERO ENERGY CORP NEW COM 91913Y100 406 5,739 SH   DFND 4 5,739 0 0
VALERO ENERGY CORP NEW COM 91913Y100 168,268 2,379,690 SH   DFND 17 2,225,280 0 154,410
VALERO ENERGY CORP NEW COM 91913Y100 141,004 1,980,036 SH   DFND 21 1,356,091 0 623,945
VALERO ENERGY CORP NEW COM 91913Y100 1,626 23,000 SH   DFND 24 23,000 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 2,489 35,200 SH Call DFND 4 35,200 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 16,242 229,700 SH Put DFND 4 229,700 0 0
VALMONT INDS INC COM 920253101 481 4,533 SH   DFND 21 4,533 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 299 3,762 SH   DFND 17 3,762 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 3,032 41,000 SH   DFND 17 41,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 562 6,050 SH   DFND 17 6,050 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 14,538 252,300 SH   DFND   252,300 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 43,111 993,119 SH   DFND 17 993,119 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,360 225,000 SH   DFND   225,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 70,924 2,168,267 SH   DFND 4 2,168,267 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 0 14 SH   DFND 17 14 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 357 7,150 SH   DFND   7,150 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 58 SH   DFND 17 58 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 9,084 115,000 SH   DFND 17 115,000 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 12,822 243,212 SH   DFND 17 243,212 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 346 4,114 SH   DFND 17 4,114 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 12,614 150,000 SH   DFND   150,000 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 10,510 124,980 SH   DFND 17 124,980 0 0
VANTIV INC CL A 92210H105 35,418 746,909 SH   DFND 17 566,380 0 180,529
VARIAN MED SYS INC COM 92220P105 548 6,736 SH   DFND 21 6,642 0 94
VASCULAR SOLUTIONS INC COM 92231M109 10,074 292,947 SH   DFND 17 288,387 0 4,560
VECTREN CORP COM 92240G101 28,566 673,400 SH   DFND 3 673,400 0 0
VECTREN CORP COM 92240G101 649 15,290 SH   DFND 17 15,290 0 0
VECTREN CORP COM 92240G101 3,399 78,203 SH   DFND 21 52,458 0 25,745
VECTOR GROUP LTD COM 92240M108 372 15,749 SH   DFND 17 15,749 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 30,750 20,900,000 PRN   DFND 17 20,900,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13,474 11,700,000 PRN   DFND 17 11,700,000 0 0
VEECO INSTRS INC DEL COM 922417100 2 100 SH   DFND 17 100 0 0
VEECO INSTRS INC DEL COM 922417100 2,740 133,276 SH   DFND 21 119,356 0 13,920
VEECO INSTRS INC DEL COM 922417100 5,129 249,462 SH   DFND 24 249,462 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 155 27,950 SH   DFND 17 27,950 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 250 45,306 SH   DFND 21 45,306 0 0
VENTAS INC COM 92276F100 6,433 114,000 SH   DFND 3 114,000 0 0
VENTAS INC COM 92276F100 16 277 SH   DFND 17 277 0 0
VENTAS INC COM 92276F100 7 121 SH   DFND 21 0 0 121
VENTAS INC CALL 92276F900 1,106 19,600 SH Call DFND 4 19,600 0 0
VENTAS INC PUT 92276F950 2,511 44,500 SH Put DFND 4 44,500 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 13,702 73,300 SH   DFND   73,300 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 71 380 SH   DFND 17 380 0 0
VANGUARD INDEX FDS REIT ETF 922908553 58,203 730,000 SH   DFND   730,000 0 0
VANGUARD INDEX FDS REIT ETF 922908553 11,405 143,050 SH   DFND 4 143,050 0 0
VANGUARD INDEX FDS REIT ETF 922908553 6,942 87,063 SH   DFND 17 87,063 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,484 43,700 SH   DFND 24 43,700 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 13,896 125,600 SH   DFND   125,600 0 0
VEREIT INC COM 92339V100 6 770 SH   DFND 17 770 0 0
VEREIT INC COM 92339V100 134 16,888 SH   DFND 21 16,888 0 0
VERISIGN INC COM 92343E102 472 5,400 SH   DFND 17 4,140 0 1,260
VERISIGN INC COM 92343E102 8 90 SH   DFND 21 0 0 90
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 132,880 51,490,000 PRN   DFND 17 47,965,000 0 3,525,000
VERIZON COMMUNICATIONS INC COM 92343V104 232,288 5,025,712 SH   DFND 3 5,020,812 0 4,900
VERIZON COMMUNICATIONS INC COM 92343V104 10,111 218,761 SH   DFND 4 218,761 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 167,567 3,625,430 SH   DFND 17 3,584,448 0 40,982
VERIZON COMMUNICATIONS INC COM 92343V104 139,614 3,002,098 SH   DFND 21 2,218,541 0 783,557
VERIZON COMMUNICATIONS INC COM 92343V104 90 1,940 SH   DFND 24 1,940 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 11,717 253,500 SH Call DFND 4 253,500 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 57,031 1,233,900 SH Put DFND 4 1,233,900 0 0
VERINT SYS INC COM 92343X100 840 20,700 SH   DFND 17 20,700 0 0
VERINT SYS INC COM 92343X100 421 10,209 SH   DFND 21 10,209 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 55,046 58,560,000 PRN   DFND 17 53,590,000 0 4,970,000
VERTEX PHARMACEUTICALS INC COM 92532F100 275 2,186 SH   DFND 4 2,186 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 25,876 204,944 SH   DFND 17 187,889 0 17,055
VERTEX PHARMACEUTICALS INC COM 92532F100 13 105 SH   DFND 21 0 0 105
VERTEX PHARMACEUTICALS INC COM 92532F100 8,750 69,540 SH   DFND 24 69,540 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 881 7,000 SH Call DFND 4 7,000 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 7,915 62,900 SH Put DFND 4 62,900 0 0
VIAD CORP COM NEW 92552R406 1,074 38,040 SH   DFND 17 28,900 0 9,140
VIAD CORP COM NEW 92552R406 82 2,858 SH   DFND 21 0 0 2,858
VIACOM INC NEW CL A 92553P102 481 10,935 SH   DFND 17 10,935 0 0
VIACOM INC NEW CL B 92553P201 1,102 26,779 SH   DFND 4 26,779 0 0
VIACOM INC NEW CL B 92553P201 1,900 46,256 SH   DFND 21 19,596 0 26,660
VIACOM INC NEW CALL 92553P901 770 18,700 SH Call DFND 4 18,700 0 0
VIACOM INC NEW PUT 92553P951 1,720 41,800 SH Put DFND 4 41,800 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 51 1,925 SH   DFND 17 1,925 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 227 8,569 SH   DFND 21 8,569 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 416 14,055 SH   DFND 21 14,055 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 366 23,970 SH   DFND 17 100 0 23,870
VISA INC COM CL A 92826C839 2,043 26,340 SH   DFND 4 26,340 0 0
VISA INC COM CL A 92826C839 503,493 6,492,060 SH   DFND 17 5,647,229 0 844,831
VISA INC COM CL A 92826C839 61,544 793,600 SH   DFND 20 793,600 0 0
VISA INC COM CL A 92826C839 201,537 2,591,095 SH   DFND 21 2,184,085 0 407,010
VISA INC COM CL A 92826C839 682 8,800 SH   DFND 24 8,800 0 0
VISA INC CALL 92826C909 7,003 90,300 SH Call DFND 4 90,300 0 0
VISA INC PUT 92826C959 95,534 1,231,900 SH Put DFND 4 1,231,900 0 0
VIRTUSA CORP COM 92827P102 3,067 74,192 SH   DFND 17 74,192 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 22,554 1,871,700 SH   DFND 3 1,821,800 0 49,900
VISHAY INTERTECHNOLOGY INC COM 928298108 374 31,070 SH   DFND 21 31,070 0 0
VISTA OUTDOOR INC COM 928377100 1,101 24,440 SH   DFND 21 24,440 0 0
VMWARE INC CL A COM 928563402 6,411 113,325 SH   DFND 17 88,960 0 24,365
VMWARE INC CL A COM 928563402 168 2,940 SH   DFND 21 2,800 0 140
VOCERA COMMUNICATIONS INC COM 92857F107 1,468 120,350 SH   DFND 17 75,660 0 44,690
VONAGE HLDGS CORP COM 92886T201 15,546 2,708,317 SH   DFND 17 2,339,403 0 368,914
VONAGE HLDGS CORP COM 92886T201 142 24,200 SH   DFND 21 0 0 24,200
WI-LAN INC COM 928972108 68 38,070 SH   DFND 21 38,070 0 0
VORNADO RLTY TR CALL 929042909 450 4,500 SH Call DFND 4 4,500 0 0
VORNADO RLTY TR PUT 929042959 1,769 17,700 SH Put DFND 4 17,700 0 0
VOYA FINL INC COM 929089100 16,809 455,409 SH   DFND 17 294,236 0 161,173
VOYA FINL INC COM 929089100 40,066 1,079,445 SH   DFND 21 849,951 0 229,494
VULCAN MATLS CO COM 929160109 70,073 737,759 SH   DFND 17 623,554 0 114,205
VULCAN MATLS CO COM 929160109 26,492 277,833 SH   DFND 21 274,758 0 3,075
VULCAN MATLS CO COM 929160109 750 7,900 SH   DFND 24 7,900 0 0
WD-40 CO COM 929236107 373 3,780 SH   DFND 17 3,780 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 2,357 105,801 SH   DFND 17 105,801 0 0
WGL HLDGS INC COM 92924F106 202 3,200 SH   DFND 17 0 0 3,200
WABCO HLDGS INC COM 92927K102 4,531 44,310 SH   DFND 17 35,880 0 8,430
WSFS FINL CORP COM 929328102 1,370 42,330 SH   DFND 17 5,230 0 37,100
WSFS FINL CORP COM 929328102 1,650 50,232 SH   DFND 21 32,034 0 18,198
WNS HOLDINGS LTD SPON ADR 92932M101 825 26,448 SH   DFND 17 26,448 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 1,443 46,200 SH   DFND 21 28,811 0 17,389
WPP PLC NEW ADR 92937A102 22,377 195,021 SH   DFND 17 195,021 0 0
WP GLIMCHER IN COM 92939N102 20,223 1,906,000 SH   DFND 3 1,906,000 0 0
WABASH NATL CORP COM 929566107 415 35,100 SH   DFND 17 0 0 35,100
WAL-MART STORES INC COM 931142103 434,999 7,096,234 SH   DFND 3 7,088,534 0 7,700
WAL-MART STORES INC COM 931142103 84,624 1,380,483 SH   DFND 17 1,380,483 0 0
WAL-MART STORES INC COM 931142103 9,101 148,000 SH   DFND 21 143,365 0 4,635
WALGREENS BOOTS ALLIANCE INC COM 931427108 853 10,022 SH   DFND 4 10,022 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 131,912 1,549,076 SH   DFND 17 1,539,276 0 9,800
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,619 42,500 SH   DFND 20 42,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 164,652 1,924,848 SH   DFND 21 1,657,022 0 267,826
WALGREENS BOOTS ALLIANCE INC CALL 931427908 3,577 42,000 SH Call DFND 4 42,000 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 41,632 488,900 SH Put DFND 4 488,900 0 0
WALKER & DUNLOP INC COM 93148P102 386 13,404 SH   DFND 17 13,404 0 0
WALKER & DUNLOP INC COM 93148P102 1,539 53,376 SH   DFND 21 41,100 0 12,276
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 24,283 38,545,000 PRN   DFND 17 38,545,000 0 0
WASHINGTON FED INC COM 938824109 46,815 1,964,550 SH   DFND 3 1,918,350 0 46,200
WASHINGTON FED INC COM 938824109 5,462 229,200 SH   DFND 17 229,200 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 799 29,530 SH   DFND 4 29,530 0 0
WASTE CONNECTIONS INC COM 941053100 203 3,610 SH   DFND 17 0 0 3,610
WASTE MGMT INC DEL COM 94106L109 103 1,935 SH   DFND 4 1,935 0 0
WASTE MGMT INC DEL COM 94106L109 879 16,467 SH   DFND 17 16,467 0 0
WASTE MGMT INC DEL COM 94106L109 19,276 358,618 SH   DFND 21 307,999 0 50,619
WASTE MGMT INC DEL CALL 94106L909 870 16,300 SH Call DFND 4 16,300 0 0
WASTE MGMT INC DEL PUT 94106L959 3,784 70,900 SH Put DFND 4 70,900 0 0
WATERS CORP COM 941848103 1,472 10,935 SH   DFND 17 10,935 0 0
WATERS CORP COM 941848103 1,306 9,628 SH   DFND 21 9,559 0 69
WATERSTONE FINL INC MD COM 94188P101 276 19,570 SH   DFND 17 19,570 0 0
WATSCO INC COM 942622200 225 1,920 SH   DFND 17 1,920 0 0
WAUSAU PAPER CORP COM 943315101 4,145 405,134 SH   DFND 21 405,134 0 0
WEB COM GROUP INC COM 94733A104 736 36,760 SH   DFND 17 0 0 36,760
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 58,981 63,250,000 PRN   DFND 17 56,835,000 0 6,415,000
WEBMD HEALTH CORP COM 94770V102 450 9,315 SH   DFND 17 0 0 9,315
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 34,476 33,150,000 PRN   DFND 17 33,000,000 0 150,000
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 74,743 65,840,000 PRN   DFND 17 59,335,000 0 6,505,000
WEBSTER FINL CORP CONN COM 947890109 1,886 50,702 SH   DFND 17 15,202 0 35,500
WEBSTER FINL CORP CONN COM 947890109 3,764 100,981 SH   DFND 21 98,371 0 2,610
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 5,700 3,000,000 PRN   DFND 17 3,000,000 0 0
WELLS FARGO & CO NEW COM 949746101 415,864 7,650,190 SH   DFND 3 7,642,290 0 7,900
WELLS FARGO & CO NEW COM 949746101 41,947 771,645 SH   DFND 4 771,645 0 0
WELLS FARGO & CO NEW COM 949746101 345,864 6,361,950 SH   DFND 17 5,659,219 0 702,731
WELLS FARGO & CO NEW COM 949746101 8,274 152,202 SH   DFND 20 152,202 0 0
WELLS FARGO & CO NEW COM 949746101 478,368 8,759,196 SH   DFND 21 6,551,622 0 2,207,574
WELLS FARGO & CO NEW COM 949746101 114 2,100 SH   DFND 24 2,100 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 419,655 362,279 SH   DFND 4 350,779 0 11,500
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 175,013 150,990 SH   DFND 17 143,475 0 7,515
WELLS FARGO & CO NEW CALL 949746901 7,322 134,700 SH Call DFND 4 134,700 0 0
WELLS FARGO & CO NEW PUT 949746951 120,380 2,214,500 SH Put DFND 4 2,214,500 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 6,961 114,000 SH   DFND 4 114,000 0 0
WELLTOWER INC CALL 95040Q904 1,231 18,100 SH Call DFND 4 18,100 0 0
WELLTOWER INC PUT 95040Q954 4,953 72,800 SH Put DFND 4 72,800 0 0
WENDYS CO COM 95058W100 15 1,400 SH   DFND 17 1,400 0 0
WENDYS CO COM 95058W100 4,338 402,316 SH   DFND 21 402,316 0 0
WERNER ENTERPRISES INC COM 950755108 403 17,213 SH   DFND 17 17,213 0 0
WERNER ENTERPRISES INC COM 950755108 5,606 240,061 SH   DFND 21 240,061 0 0
WESBANCO INC COM 950810101 20,834 693,991 SH   DFND 3 693,991 0 0
WESBANCO INC COM 950810101 19 626 SH   DFND 17 626 0 0
WESBANCO INC COM 950810101 1,167 38,327 SH   DFND 21 38,327 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 20,315 13,625,000 PRN   DFND 17 13,625,000 0 0
WEST CORP COM 952355204 50,940 2,361,618 SH   DFND 3 2,320,260 0 41,358
WEST CORP COM 952355204 2,357 109,255 SH   DFND 17 109,255 0 0
WEST CORP COM 952355204 3,734 172,179 SH   DFND 21 75,841 0 96,338
WESTAR ENERGY INC COM 95709T100 670 15,792 SH   DFND 17 15,792 0 0
WESTAR ENERGY INC COM 95709T100 12,819 300,064 SH   DFND 21 201,729 0 98,335
WESTERN ALLIANCE BANCORP COM 957638109 33,240 926,946 SH   DFND 17 782,798 0 144,148
WESTERN ALLIANCE BANCORP COM 957638109 2,498 69,542 SH   DFND 21 45,237 0 24,305
WESTERN ASSET MTG CAP CORP COM 95790D105 71 6,945 SH   DFND 17 6,945 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 351 34,300 SH   DFND 21 34,300 0 0
WESTERN DIGITAL CORP COM 958102105 41,327 688,210 SH   DFND 4 688,210 0 0
WESTERN DIGITAL CORP COM 958102105 17,149 285,571 SH   DFND 17 238,209 0 47,362
WESTERN DIGITAL CORP COM 958102105 27,427 452,092 SH   DFND 21 313,161 0 138,931
WESTERN DIGITAL CORP PUT 958102955 2,870 47,800 SH Put DFND 4 47,800 0 0
WESTERN REFNG INC COM 959319104 50,053 1,405,198 SH   DFND 3 1,379,748 0 25,450
WESTERN REFNG INC COM 959319104 4,058 113,923 SH   DFND 17 101,667 0 12,256
WESTERN REFNG INC COM 959319104 27,311 772,498 SH   DFND 21 436,144 0 336,354
WESTERN UN CO COM 959802109 10,351 577,972 SH   DFND 17 228,634 0 349,338
WESTERN UN CO COM 959802109 46,927 2,588,654 SH   DFND 21 2,076,284 0 512,370
WESTLAKE CHEM CORP COM 960413102 139 2,555 SH   DFND 17 2,555 0 0
WESTLAKE CHEM CORP COM 960413102 1,098 20,170 SH   DFND 21 11,612 0 8,558
WESTROCK CO COM 96145D105 6,063 132,900 SH   DFND 3 132,900 0 0
WESTROCK CO COM 96145D105 1,814 39,674 SH   DFND 21 5,111 0 34,563
WEYERHAEUSER CO PREF CONV SER A 962166872 30,342 603,455 SH   DFND 17 547,680 0 55,775
WHIRLPOOL CORP COM 963320106 6,139 41,800 SH   DFND 3 41,800 0 0
WHIRLPOOL CORP COM 963320106 4,619 31,447 SH   DFND 17 31,447 0 0
WHIRLPOOL CORP COM 963320106 29,276 197,787 SH   DFND 21 96,007 0 101,780
WHITEWAVE FOODS CO COM 966244105 16,685 428,799 SH   DFND 17 379,239 0 49,560
WHITEWAVE FOODS CO COM 966244105 4,047 104,000 SH   DFND 24 104,000 0 0
WHITING PETE CORP NEW COM 966387102 14,959 1,584,645 SH   DFND 4 1,584,645 0 0
WHITING PETE CORP NEW COM 966387102 523 55,400 SH   DFND 17 55,400 0 0
WHITING PETE CORP NEW COM 966387102 1,028 119,000 SH   DFND 21 119,000 0 0
WILEY JOHN & SONS INC CL A 968223206 244 5,419 SH   DFND 17 5,419 0 0
WILEY JOHN & SONS INC CL A 968223206 140 3,100 SH   DFND 21 3,100 0 0
WILLIAMS COS INC DEL COM 969457100 1,608 62,572 SH   DFND 4 62,572 0 0
WILLIAMS COS INC DEL COM 969457100 2,493 97,020 SH   DFND 21 96,571 0 449
WILLIAMS COS INC DEL CALL 969457900 686 26,700 SH Call DFND 4 26,700 0 0
WILLIAMS COS INC DEL PUT 969457950 2,370 92,200 SH Put DFND 4 92,200 0 0
WILLIAMS SONOMA INC COM 969904101 9,850 168,635 SH   DFND 17 168,635 0 0
WILLIAMS SONOMA INC COM 969904101 23 397 SH   DFND 21 397 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 10,984 1,705,556 SH   DFND 4 1,705,556 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 1 118 SH   DFND 21 0 0 118
WINDSTREAM HLDGS INC CALL 97382A900 2,898 450,000 SH Call DFND 4 450,000 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 141 10,875 SH   DFND 17 10,875 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 416 31,794 SH   DFND 21 31,794 0 0
WINTRUST FINL CORP COM 97650W108 3,815 78,622 SH   DFND 17 52,222 0 26,400
WINTRUST FINL CORP COM 97650W108 3,496 71,957 SH   DFND 21 25,771 0 46,186
WIPRO LTD SPON ADR 1 SH 97651M109 853 73,900 SH   DFND 17 55,500 0 18,400
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1,184 23,640 SH   DFND   14,070 0 9,570
WISDOMTREE TR JAPN HEDGE EQT 97717W851 5 92 SH   DFND 17 92 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 351 7,000 SH   DFND 24 7,000 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 1,453 27,010 SH   DFND   15,200 0 11,810
WOLVERINE WORLD WIDE INC COM 978097103 24,945 1,492,800 SH   DFND 3 1,467,000 0 25,800
WOODWARD INC COM 980745103 3,911 78,157 SH   DFND 21 72,150 0 6,007
WOODWARD INC COM 980745103 5,055 101,800 SH   DFND 24 101,800 0 0
WORKDAY INC CL A 98138H101 5,392 67,670 SH   DFND 17 67,670 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 31,740 27,965,000 PRN   DFND 17 27,965,000 0 0
WORLD FUEL SVCS CORP COM 981475106 56,111 1,458,938 SH   DFND 3 1,435,688 0 23,250
WORLD FUEL SVCS CORP COM 981475106 1,192 31,004 SH   DFND 17 12,610 0 18,394
WORLD FUEL SVCS CORP COM 981475106 363 9,393 SH   DFND 21 9,393 0 0
WORTHINGTON INDS INC COM 981811102 1,067 35,300 SH   DFND 21 35,300 0 0
WPX ENERGY INC PFD SER A CV 98212B202 4,715 150,000 SH   DFND 17 150,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,169 16,043 SH   DFND 21 9,963 0 6,080
WYNN RESORTS LTD COM 983134107 1,372 19,835 SH   DFND 4 18,314 0 1,521
WYNN RESORTS LTD COM 983134107 9 134 SH   DFND 21 0 0 134
XCEL ENERGY INC COM 98389B100 145 4,037 SH   DFND 4 4,037 0 0
XCEL ENERGY INC COM 98389B100 8,558 238,315 SH   DFND 17 106,115 0 132,200
XCEL ENERGY INC COM 98389B100 31,870 884,754 SH   DFND 21 650,992 0 233,762
XCEL ENERGY INC PUT 98389B950 736 20,500 SH Put DFND 4 20,500 0 0
XILINX INC COM 983919101 165 3,515 SH   DFND 17 100 0 3,415
XILINX INC COM 983919101 167 3,485 SH   DFND 21 3,300 0 185
XILINX INC NOTE 2.625% 6/1 983919AF8 125,635 77,195,000 PRN   DFND 17 73,100,000 0 4,095,000
XCERRA CORP COM 98400J108 339 55,635 SH   DFND 21 55,635 0 0
XENOPORT INC COM 98411C100 543 97,000 SH   DFND 17 97,000 0 0
XENOPORT INC COM 98411C100 179 32,539 SH   DFND 24 32,539 0 0
XEROX CORP COM 984121103 13 1,210 SH   DFND 3 1,210 0 0
XEROX CORP COM 984121103 1,915 180,130 SH   DFND 17 180,130 0 0
XEROX CORP COM 984121103 8,119 758,356 SH   DFND 21 675,274 0 83,082
XERIUM TECHNOLOGIES INC COM NEW 98416J118 1,370 115,638 SH   DFND 17 109,301 0 6,337
XYLEM INC COM 98419M100 25,871 708,791 SH   DFND 17 708,791 0 0
XYLEM INC COM 98419M100 7,074 193,798 SH   DFND 21 171,789 0 22,009
XYLEM INC COM 98419M100 14,673 402,000 SH   DFND 24 402,000 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 37,547 38,510,000 PRN   DFND 17 38,510,000 0 0
YAHOO INC COM 984332106 6,153 184,992 SH   DFND 4 184,992 0 0
YAHOO INC COM 984332106 513 15,435 SH   DFND 17 10,665 0 4,770
YAHOO INC COM 984332106 1,268 38,006 SH   DFND 21 37,560 0 446
YAHOO INC CALL 984332906 1,004 30,200 SH Call DFND 4 30,200 0 0
YAHOO INC PUT 984332956 13,557 407,600 SH Put DFND 4 407,600 0 0
YAHOO INC NOTE 12/0 984332AF3 66,059 67,840,000 PRN   DFND 17 67,490,000 0 350,000
YELP INC CL A 985817105 15,503 538,310 SH   DFND 17 370,030 0 168,280
YOUKU TUDOU INC SPONSORED ADR 98742U100 950 35,010 SH   DFND 17 0 0 35,010
YOUKU TUDOU INC SPONSORED ADR 98742U100 6,126 225,800 SH   DFND 21 225,800 0 0
YUM BRANDS INC COM 988498101 1,836 25,133 SH   DFND 4 25,133 0 0
YUM BRANDS INC COM 988498101 473 6,435 SH   DFND 21 6,194 0 241
YUM BRANDS INC CALL 988498901 2,045 28,000 SH Call DFND 4 28,000 0 0
YUM BRANDS INC PUT 988498951 11,900 162,900 SH Put DFND 4 162,900 0 0
ZAGG INC COM 98884U108 1,615 147,655 SH   DFND 17 0 0 147,655
ZAGG INC COM 98884U108 140 12,826 SH   DFND 21 0 0 12,826
ZENDESK INC COM 98936J101 6,867 259,710 SH   DFND 17 259,710 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 316 13,450 SH   DFND 17 200 0 13,250
ZIMMER BIOMET HLDGS INC COM 98956P102 7,561 73,700 SH   DFND 3 73,700 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,532 14,930 SH   DFND 4 14,930 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 120 1,165 SH   DFND 17 1,165 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,014 9,890 SH   DFND 21 5,415 0 4,475
ZIMMER BIOMET HLDGS INC CALL 98956P902 718 7,000 SH Call DFND 4 7,000 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 5,088 49,600 SH Put DFND 4 49,600 0 0
ZIONS BANCORPORATION COM 989701107 2,103 77,040 SH   DFND 17 77,040 0 0
ZIONS BANCORPORATION COM 989701107 5 200 SH   DFND 21 0 0 200
ZIX CORP COM 98974P100 128 25,135 SH   DFND 17 4,730 0 20,405
ZOGENIX INC COM NEW 98978L204 599 41,175 SH   DFND 17 41,175 0 0
ZOETIS INC CL A 98978V103 152 3,180 SH   DFND 4 3,180 0 0
ZOETIS INC CL A 98978V103 7,141 147,977 SH   DFND 21 147,723 0 254
ZOETIS INC CALL 98978V903 618 12,900 SH Call DFND 4 12,900 0 0
ZOETIS INC PUT 98978V953 6,599 137,700 SH Put DFND 4 137,700 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,396 86,733 SH   DFND 17 5,130 0 81,603
EURONAV NV ANTWERPEN SHS B38564108 3,472 216,765 SH   DFND 21 111,917 0 104,848
DEUTSCHE BANK AG NAMEN AKT D18190898 1,656 57,942 SH   DFND 17 57,942 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 138,562 4,847,312 SH   DFND 21 1,970,199 0 2,877,113
AIRCASTLE LTD COM G0129K104 20,885 999,746 SH   DFND 17 724,457 0 275,289
AIRCASTLE LTD COM G0129K104 19,783 944,519 SH   DFND 21 477,405 0 467,114
ALKERMES PLC SHS G01767105 14,640 185,565 SH   DFND 17 170,430 0 15,135
ALKERMES PLC SHS G01767105 4,128 52,000 SH   DFND 24 52,000 0 0
ALLERGAN PLC SHS G0177J108 1,517 4,854 SH   DFND 4 4,854 0 0
ALLERGAN PLC SHS G0177J108 70,225 224,622 SH   DFND 17 191,103 0 33,519
ALLERGAN PLC SHS G0177J108 1,594 5,100 SH   DFND 20 5,100 0 0
ALLERGAN PLC SHS G0177J108 83,474 266,527 SH   DFND 21 203,828 0 62,699
ALLERGAN PLC PFD CONV SER A G0177J116 299,621 291,180 SH   DFND 17 275,855 0 15,325
ALLERGAN PLC CALL G0177J908 5,688 18,200 SH Call DFND 4 18,200 0 0
ALLERGAN PLC PUT G0177J958 60,094 192,300 SH Put DFND 4 192,300 0 0
AMDOCS LTD SHS G02602103 23 430 SH   DFND 3 430 0 0
AMDOCS LTD SHS G02602103 10,426 191,063 SH   DFND 17 105,063 0 86,000
AMDOCS LTD SHS G02602103 56,927 1,034,795 SH   DFND 21 749,568 0 285,227
AON PLC SHS CL A G0408V102 6,123 66,400 SH   DFND 3 66,400 0 0
AON PLC SHS CL A G0408V102 1,004 10,737 SH   DFND 21 10,525 0 212
ARCH CAP GROUP LTD ORD G0450A105 395 5,670 SH   DFND 17 5,670 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 364 6,086 SH   DFND 17 6,086 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,637 27,299 SH   DFND 21 21,819 0 5,480
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10,235 211,915 SH   DFND 17 99,310 0 112,605
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 40,399 828,350 SH   DFND 21 633,926 0 194,424
ASSURED GUARANTY LTD COM G0585R106 439 16,600 SH   DFND 17 0 0 16,600
ASSURED GUARANTY LTD COM G0585R106 1,401 52,307 SH   DFND 21 44,307 0 8,000
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 4,200 211,061 SH   DFND 17 204,323 0 6,738
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 52,039 925,634 SH   DFND 3 621,900 0 303,734
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 19,163 340,862 SH   DFND 17 339,325 0 1,537
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 29,818 526,521 SH   DFND 21 495,950 0 30,571
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 119,168 1,140,229 SH   DFND 17 928,449 0 211,780
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,170 11,200 SH   DFND 20 11,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 189,850 1,808,706 SH   DFND 21 1,579,947 0 228,759
BUNGE LIMITED COM G16962105 10,575 154,871 SH   DFND 17 154,871 0 0
BUNGE LIMITED COM G16962105 5,552 81,022 SH   DFND 21 72,727 0 8,295
BUNGE LIMITED COM G16962105 5,517 80,800 SH   DFND 24 80,800 0 0
CREDICORP LTD COM G2519Y108 448 4,602 SH   DFND 21 4,602 0 0
COSAN LTD SHS A G25343107 95 25,813 SH   DFND 17 25,813 0 0
COSAN LTD SHS A G25343107 101 27,643 SH   DFND 21 27,643 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 105,124 1,226,035 SH   DFND 17 1,024,795 0 201,240
DELPHI AUTOMOTIVE PLC SHS G27823106 21,297 246,851 SH   DFND 21 231,157 0 15,694
EATON CORP PLC SHS G29183103 193,569 3,719,620 SH   DFND 3 3,715,920 0 3,700
EATON CORP PLC SHS G29183103 33,095 635,952 SH   DFND 17 635,952 0 0
EATON CORP PLC SHS G29183103 11,448 219,988 SH   DFND 21 120,586 0 99,402
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 5,846 91,363 SH   DFND 17 21,336 0 70,027
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 41,558 644,236 SH   DFND 21 379,167 0 265,069
ENDO INTL PLC SHS G30401106 5,265 85,995 SH   DFND 17 69,225 0 16,770
ENDO INTL PLC SHS G30401106 2,107 34,098 SH   DFND 21 26,335 0 7,763
ENSCO PLC SHS CLASS A G3157S106 4,774 318,559 SH   DFND 21 47,369 0 271,190
EVEREST RE GROUP LTD COM G3223R108 6,335 34,600 SH   DFND 3 34,600 0 0
EVEREST RE GROUP LTD COM G3223R108 19,012 103,838 SH   DFND 17 66,573 0 37,265
EVEREST RE GROUP LTD COM G3223R108 94,166 509,066 SH   DFND 21 353,425 0 155,641
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,111 28,566 SH   DFND 17 8,915 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 942 24,221 SH   DFND 21 0 0 24,221
HELEN OF TROY CORP LTD COM G4388N106 8,039 85,291 SH   DFND 17 85,291 0 0
HELEN OF TROY CORP LTD COM G4388N106 292 3,100 SH   DFND 21 3,100 0 0
HORIZON PHARMA PLC SHS G4617B105 2,901 133,851 SH   DFND 17 133,851 0 0
HORIZON PHARMA PLC SHS G4617B105 23,589 1,068,574 SH   DFND 21 1,043,678 0 24,896
ICON PLC SHS G4705A100 16,995 218,721 SH   DFND 17 218,721 0 0
ICON PLC SHS G4705A100 7,646 97,921 SH   DFND 21 3,838 0 94,083
INGERSOLL-RAND PLC SHS G47791101 6,602 119,400 SH   DFND 3 119,400 0 0
INGERSOLL-RAND PLC SHS G47791101 527 9,525 SH   DFND 17 9,525 0 0
INGERSOLL-RAND PLC SHS G47791101 1,405 25,168 SH   DFND 21 25,000 0 168
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4,856 296,477 SH   DFND 21 193,749 0 102,728
WEATHERFORD INTL PLC ORD SHS G48833100 1,013 120,700 SH   DFND 17 120,700 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 7 891 SH   DFND 21 0 0 891
WEATHERFORD INTL PLC ORD SHS G48833100 902 107,500 SH   DFND 24 107,500 0 0
INVESCO LTD SHS G491BT108 6,472 193,300 SH   DFND 3 193,300 0 0
INVESCO LTD SHS G491BT108 275 8,200 SH   DFND 17 8,200 0 0
INVESCO LTD SHS G491BT108 13 393 SH   DFND 21 0 0 393
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,079 21,540 SH   DFND 17 21,540 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,086 14,831 SH   DFND 21 13,163 0 1,668
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,406 10,000 SH   DFND 24 10,000 0 0
AVOLON HLDGS LTD COM G52237107 6,092 196,779 SH   DFND 21 196,779 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 8,686 485,804 SH   DFND 21 485,804 0 0
LIVANOVA PLC SHS G5509L101 359 6,053 SH   DFND 21 5,130 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 1,189 15,420 SH   DFND 17 10,750 0 4,670
LUXOFT HLDG INC ORD SHS CL A G57279104 6,730 87,078 SH   DFND 21 87,078 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 2,254 151,205 SH   DFND 17 25,705 0 125,500
MAIDEN HOLDINGS LTD SHS G5753U112 5,239 347,860 SH   DFND 21 162,956 0 184,904
MALLINCKRODT PUB LTD CO SHS G5785G107 1,125 15,074 SH   DFND 17 15,074 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 22,330 296,536 SH   DFND 21 88,311 0 208,225
MARKIT LTD SHS G58249106 15,085 500,000 SH   DFND 4 500,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,278 374,114 SH   DFND 21 42,884 0 331,230
MEDTRONIC PLC SHS G5960L103 11,023 143,300 SH   DFND 3 143,300 0 0
MEDTRONIC PLC SHS G5960L103 55,011 715,173 SH   DFND 17 566,222 0 148,951
MEDTRONIC PLC SHS G5960L103 186,454 2,412,639 SH   DFND 21 1,647,332 0 765,307
NABORS INDUSTRIES LTD SHS G6359F103 891 106,106 SH   DFND 21 105,526 0 580
NIELSEN HLDGS PLC SHS EUR G6518L108 43,952 938,115 SH   DFND 21 826,202 0 111,913
NOBLE CORP PLC SHS USD G65431101 8,546 810,010 SH   DFND 17 371,046 0 438,964
NOBLE CORP PLC SHS USD G65431101 23,913 2,255,780 SH   DFND 21 2,141,555 0 114,225
NORDIC AMERICAN TANKERS LIMI COM G65773106 1,272 81,852 SH   DFND 17 81,852 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 12,425 796,205 SH   DFND 21 463,455 0 332,750
OM ASSET MGMT PLC SHS G67506108 27,324 1,782,410 SH   DFND 3 1,751,581 0 30,829
PARTNERRE LTD COM G6852T105 12,619 90,302 SH   DFND 17 47,296 0 43,006
PARTNERRE LTD COM G6852T105 46,207 330,538 SH   DFND 21 269,047 0 61,491
PROTHENA CORP PLC SHS G72800108 3,878 56,943 SH   DFND 17 56,943 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,044 9,225 SH   DFND 17 5,325 0 3,900
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,141 10,057 SH   DFND 21 6,200 0 3,857
ROWAN COMPANIES PLC SHS CL A G7665A101 357 21,062 SH   DFND 17 2,036 0 19,026
ROWAN COMPANIES PLC SHS CL A G7665A101 11,594 688,580 SH   DFND 21 544,346 0 144,234
SEADRILL LIMITED SHS G7945E105 327 63,642 SH   DFND 17 63,642 0 0
SEADRILL LIMITED SHS G7945E105 6,164 1,199,379 SH   DFND 21 997,750 0 201,629
SEAGATE TECHNOLOGY PLC SHS G7945M107 887 24,103 SH   DFND 21 22,278 0 1,825
PENTAIR PLC SHS G7S00T104 2,117 42,739 SH   DFND 21 37,938 0 4,801
PENTAIR PLC SHS G7S00T104 4,408 89,000 SH   DFND 24 89,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 32,940 1,987,950 SH   DFND 3 1,933,609 0 54,341
SHIP FINANCE INTERNATIONAL L SHS G81075106 3,968 239,446 SH   DFND 17 35,121 0 204,325
SHIP FINANCE INTERNATIONAL L SHS G81075106 7,380 446,783 SH   DFND 21 301,292 0 145,491
SIGNET JEWELERS LIMITED SHS G81276100 40,707 317,167 SH   DFND 21 159,267 0 157,900
SINA CORP ORD G81477104 916 18,540 SH   DFND 17 100 0 18,440
STERIS PLC SHS USD G84720104 10,711 139,191 SH   DFND 21 133,845 0 5,346
UTI WORLDWIDE INC ORD G87210103 2,824 401,718 SH   DFND 21 401,718 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,440 181,827 SH   DFND 17 17,375 0 164,452
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,660 219,334 SH   DFND 21 192,837 0 26,497
VALIDUS HOLDINGS LTD COM SHS G9319H102 227 4,910 SH   DFND 17 4,910 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,481 53,574 SH   DFND 21 20,535 0 33,039
WHITE MTNS INS GROUP LTD COM G9618E107 611 840 SH   DFND 17 840 0 0
PERRIGO CO PLC SHS G97822103 16,627 114,645 SH   DFND 21 114,545 0 100
PERRIGO CO PLC SHS G97822103 260 1,800 SH   DFND 24 1,800 0 0
XL GROUP PLC SHS G98290102 1,969 50,265 SH   DFND 17 50,265 0 0
XL GROUP PLC SHS G98290102 2,734 69,489 SH   DFND 21 37,760 0 31,729
ACE LTD SHS H0023R105 941 8,053 SH   DFND 17 8,053 0 0
ACE LTD SHS H0023R105 21,424 182,297 SH   DFND 21 115,657 0 66,640
ACE LTD PUT H0023R955 5,609 48,000 SH Put DFND 21 48,000 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 48,683 1,309,033 SH   DFND 3 1,281,007 0 28,026
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1,302 34,846 SH   DFND 21 31,576 0 3,270
GARMIN LTD SHS H2906T109 3,287 88,218 SH   DFND 21 88,110 0 108
UBS GROUP AG SHS H42097107 6,310 305,944 SH   DFND 17 34,656 0 271,288
UBS GROUP AG SHS H42097107 454,284 22,027,556 SH   DFND 21 12,619,916 0 9,407,640
UBS GROUP AG SHS H42097107 392 19,000 SH   DFND 24 19,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 10,628 164,491 SH   DFND 17 146,921 0 17,570
TE CONNECTIVITY LTD REG SHS H84989104 33,914 520,733 SH   DFND 21 489,326 0 31,407
TRANSOCEAN LTD REG SHS H8817H100 2,693 203,898 SH   DFND 17 203,898 0 0
TRANSOCEAN LTD REG SHS H8817H100 30,736 2,327,346 SH   DFND 21 2,006,091 0 321,255
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 15,329 2,354,660 SH   DFND 17 2,354,660 0 0
GLOBANT S A COM L44385109 4,351 116,000 SH   DFND 20 116,000 0 0
INTELSAT S A MAN CONV JR PFD L5140P119 2,812 224,985 SH   DFND 17 224,985 0 0
ATTUNITY LTD SHS NEW M15332121 1,481 134,001 SH   DFND 17 126,659 0 7,342
CHECK POINT SOFTWARE TECH LT ORD M22465104 25,198 309,180 SH   DFND 17 303,405 0 5,775
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,091 25,513 SH   DFND 21 25,427 0 86
CYBERARK SOFTWARE LTD SHS M2682V108 2,035 45,085 SH   DFND 17 45,085 0 0
ELBIT SYS LTD ORD M3760D101 30,468 347,265 SH   DFND 3 334,165 0 13,100
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 1,005 40,703 SH   DFND 21 40,703 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 12,535 3,097,692 SH   DFND 3 2,481,484 0 616,208
ISRAEL CHEMICALS LTD SHS M5920A109 9,598 2,371,874 SH   DFND 17 2,371,874 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 390 41,264 SH   DFND 17 0 0 41,264
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 13,646 957,714 SH   DFND 17 948,879 0 8,835
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 2,269 157,938 SH   DFND 21 149,733 0 8,205
AERCAP HOLDINGS NV SHS N00985106 14,798 342,854 SH   DFND 17 193,400 0 149,454
AERCAP HOLDINGS NV SHS N00985106 71,930 1,670,594 SH   DFND 21 1,007,491 0 663,103
CNH INDL N V SHS N20944109 15,102 2,198,564 SH   DFND 21 1,186,593 0 1,011,971
CONSTELLIUM NV CL A N22035104 7,100 922,041 SH   DFND 21 922,041 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 171 18,660 SH   DFND 17 18,660 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 15,315 1,657,716 SH   DFND 21 1,167,425 0 490,291
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 164,841 1,413,000 SH   DFND 17 1,339,765 0 73,235
FRANKS INTL N V COM N33462107 200 12,000 SH   DFND 17 12,000 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 22,300 528,170 SH   DFND 17 511,285 0 16,885
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1,203 28,737 SH   DFND 21 28,737 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,940 56,850 SH   DFND 3 56,850 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 28,443 327,306 SH   DFND 17 197,386 0 129,920
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 122,706 1,403,239 SH   DFND 21 1,021,730 0 381,509
MYLAN N V SHS EURO N59465109 55,194 1,016,946 SH   DFND 17 797,150 0 219,796
MYLAN N V SHS EURO N59465109 78,448 1,442,774 SH   DFND 21 978,127 0 464,647
MYLAN N V SHS EURO N59465109 9,527 176,200 SH   DFND 24 176,200 0 0
NXP SEMICONDUCTORS N V COM N6596X109 145,296 1,724,232 SH   DFND 17 1,415,035 0 309,197
NXP SEMICONDUCTORS N V COM N6596X109 6,199 72,956 SH   DFND 21 65,791 0 7,165
NXP SEMICONDUCTORS N V PUT N6596X959 1,180 14,000 SH Put DFND 21 14,000 0 0
QIAGEN NV REG SHS N72482107 19,258 696,687 SH   DFND 21 125,000 0 571,687
SAPIENS INTL CORP N V SHS NEW N7716A151 112 11,005 SH   DFND 17 0 0 11,005
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,239 70,320 SH   DFND 17 70,320 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,718 37,300 SH   DFND 21 37,300 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,455 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 1,741 95,810 SH   DFND 21 95,810 0 0
TRONOX LTD SHS CL A Q9235V101 70 16,669 SH   DFND 21 16,669 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 249 2,465 SH   DFND 4 2,465 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 43,405 428,861 SH   DFND 17 334,693 0 94,168
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12,367 121,714 SH   DFND 21 61,285 0 60,429
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 2,358 23,300 SH Put DFND 4 23,300 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 161 19,869 SH   DFND 21 19,869 0 0
ARDMORE SHIPPING CORP COM Y0207T100 629 49,456 SH   DFND 17 0 0 49,456
ARDMORE SHIPPING CORP COM Y0207T100 669 53,057 SH   DFND 21 42,602 0 10,455
AVAGO TECHNOLOGIES LTD SHS Y0486S104 75,656 521,224 SH   DFND 17 435,514 0 85,710
AVAGO TECHNOLOGIES LTD SHS Y0486S104 14,123 97,300 SH   DFND 20 97,300 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 15,561 106,352 SH   DFND 21 93,863 0 12,489
AVAGO TECHNOLOGIES LTD PUT Y0486S954 3,629 25,000 SH Put DFND 21 25,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,556 439,496 SH   DFND 17 73,206 0 366,290
DHT HOLDINGS INC SHS NEW Y2065G121 5,909 727,575 SH   DFND 21 334,686 0 392,889
DORIAN LPG LTD SHS USD Y2106R110 621 52,759 SH   DFND 17 0 0 52,759
FLEXTRONICS INTL LTD ORD Y2573F102 2,573 229,564 SH   DFND 17 229,564 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 43,857 3,893,119 SH   DFND 21 2,546,904 0 1,346,215
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 231 77,592 SH   DFND 21 77,592 0 0
SCORPIO TANKERS INC SHS Y7542C106 3,467 432,266 SH   DFND 17 104,200 0 328,066
SCORPIO TANKERS INC SHS Y7542C106 3,231 403,536 SH   DFND 21 373,536 0 30,000
TEEKAY TANKERS LTD CL A Y8565N102 13,432 1,952,397 SH   DFND 17 1,541,105 0 411,292
TEEKAY TANKERS LTD CL A Y8565N102 4,161 598,130 SH   DFND 21 153,830 0 444,300