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
AAR CORP COM 000361105 1,187 34,150 SH   DFND 17 34,150 0 0
AAR CORP COM 000361105 107 3,077 SH   DFND 20 3,077 0 0
AAR CORP COM 000361105 1,900 55,127 SH   DFND 21 55,127 0 0
ACCO BRANDS CORP COM 00081T108 1,576 135,244 SH   DFND 17 121,923 0 13,321
ACCO BRANDS CORP COM 00081T108 241 20,708 SH   DFND 20 20,708 0 0
ACCO BRANDS CORP COM 00081T108 7,270 631,563 SH   DFND 21 357,948 0 273,615
ABM INDS INC COM 000957100 862 20,755 SH   DFND 17 8,325 0 12,430
AFLAC INC COM 001055102 3,766 48,475 SH   DFND 3 48,475 0 0
AFLAC INC COM 001055102 1,235 15,904 SH   DFND 4 15,904 0 0
AFLAC INC COM 001055102 3,698 47,639 SH   DFND 17 44,649 0 2,990
AFLAC INC COM 001055102 12,609 162,407 SH   DFND 21 145,873 0 16,534
AFLAC INC COM 001055102 153 1,971 SH   DFND 25 1,971 0 0
AFLAC INC CALL 001055902 2,936 37,800 SH Call DFND 4 37,800 0 0
AFLAC INC PUT 001055952 34,816 448,200 SH Put DFND 4 448,200 0 0
AGCO CORP COM 001084102 2,557 37,940 SH   DFND 17 37,940 0 0
AGCO CORP COM 001084102 36 533 SH   DFND 21 533 0 0
AG MTG INVT TR INC COM 001228105 2,217 121,147 SH   DFND 17 39,047 0 82,100
AG MTG INVT TR INC COM 001228105 241 13,159 SH   DFND 20 13,159 0 0
AG MTG INVT TR INC COM 001228105 3,406 186,090 SH   DFND 21 100,671 0 85,419
AGNC INVT CORP COM 00123Q104 13,107 615,623 SH   DFND 17 318,511 0 297,112
AGNC INVT CORP COM 00123Q104 26,206 1,230,916 SH   DFND 21 901,853 0 329,063
AES CORP COM 00130H105 25 2,225 SH   DFND 3 2,225 0 0
AES CORP COM 00130H105 1,893 169,708 SH   DFND 17 157,938 0 11,770
AK STL CORP NOTE 5.000%11/1 001546AP5 21,167 13,960,000 PRN   DFND 17 11,865,000 0 2,095,000
ALPS ETF TR ALERIAN MLP 00162Q866 1,845 154,296 SH   DFND 17 154,296 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 650 55,000 SH   DFND 24 55,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 399 21,711 SH   DFND 17 21,711 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,990 108,095 SH   DFND 21 65,858 0 42,237
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 728 700,000 PRN   DFND 17 700,000 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 455 11,659 SH   DFND 17 11,659 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 161 4,129 SH   DFND 20 4,129 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,962 50,263 SH   DFND 21 39,486 0 10,777
ANI PHARMACEUTICALS INC COM 00182C103 4,870 104,057 SH   DFND 17 90,893 0 13,164
ANI PHARMACEUTICALS INC COM 00182C103 2,024 43,681 SH   DFND 21 23,448 0 20,233
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 4,313 4,090,000 PRN   DFND 17 4,090,000 0 0
AT&T INC COM 00206R102 72,092 1,910,734 SH   DFND 3 1,910,734 0 0
AT&T INC COM 00206R102 93,643 2,481,931 SH   DFND 4 2,479,031 0 2,900
AT&T INC COM 00206R102 84,055 2,229,213 SH   DFND 17 1,626,695 0 602,518
AT&T INC COM 00206R102 3,076 81,533 SH   DFND 20 81,533 0 0
AT&T INC COM 00206R102 326,189 8,658,844 SH   DFND 21 5,887,257 0 2,771,587
AT&T INC COM 00206R102 597 15,817 SH   DFND 25 15,817 0 0
AT&T INC CALL 00206R902 12,666 335,700 SH Call DFND 4 335,700 0 0
AT&T INC PUT 00206R952 195,234 5,174,500 SH Put DFND 4 5,174,500 0 0
A10 NETWORKS INC COM 002121101 844 100,015 SH   DFND 17 9,265 0 90,750
AU OPTRONICS CORP SPONSORED ADR 002255107 965 213,145 SH   DFND 21 213,145 0 0
AXT INC COM 00246W103 3,228 508,385 SH   DFND 17 491,132 0 17,253
AARONS INC COM PAR $0.50 002535300 1,073 27,591 SH   DFND 21 5,895 0 21,696
ABBOTT LABS COM 002824100 8,507 175,000 SH   DFND 4 175,000 0 0
ABBOTT LABS COM 002824100 4,268 87,806 SH   DFND 17 42,221 0 45,585
ABBOTT LABS COM 002824100 4,152 85,358 SH   DFND 21 30,207 0 55,151
ABBOTT LABS CALL 002824900 11,482 236,200 SH Call DFND 4 236,200 0 0
ABBOTT LABS PUT 002824950 37,162 764,500 SH Put DFND 4 764,500 0 0
ABBVIE INC COM 00287Y109 70,182 967,894 SH   DFND 3 967,894 0 0
ABBVIE INC COM 00287Y109 6,005 82,819 SH   DFND 4 82,819 0 0
ABBVIE INC COM 00287Y109 298,902 4,122,332 SH   DFND 17 3,801,195 0 321,137
ABBVIE INC COM 00287Y109 1,580 21,784 SH   DFND 20 21,784 0 0
ABBVIE INC COM 00287Y109 270,393 3,730,482 SH   DFND 21 2,907,824 0 822,658
ABBVIE INC COM 00287Y109 660 9,100 SH   DFND 24 9,100 0 0
ABBVIE INC CALL 00287Y909 7,157 98,700 SH Call DFND 4 98,700 0 0
ABBVIE INC PUT 00287Y959 128,060 1,766,100 SH Put DFND 4 1,766,100 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 785 122,692 SH   DFND 17 118,092 0 4,600
ABIOMED INC COM 003654100 2,007 14,005 SH   DFND 17 8,125 0 5,880
ABRAXAS PETE CORP COM 003830106 408 251,768 SH   DFND 17 65,333 0 186,435
ACADIA PHARMACEUTICALS INC COM 004225108 534 18,638 SH   DFND 17 18,638 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 301 10,500 SH   DFND 24 10,500 0 0
ACETO CORP COM 004446100 2,375 153,739 SH   DFND 17 148,529 0 5,210
ACETO CORP NOTE 2.000%11/0 004446AD2 20,926 22,645,000 PRN   DFND 17 22,645,000 0 0
ACHAOGEN INC COM 004449104 1,110 51,084 SH   DFND 17 51,084 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,141 57,940 SH   DFND 17 57,940 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 4,700 5,500,000 PRN   DFND 17 5,500,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 114,665 1,991,749 SH   DFND 17 1,312,205 0 679,544
ACTIVISION BLIZZARD INC COM 00507V109 51,620 894,878 SH   DFND 21 883,961 0 10,917
ACTIVISION BLIZZARD INC COM 00507V109 173 3,009 SH   DFND 25 3,009 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 7,783 135,200 SH Call DFND 4 135,200 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 53,160 923,400 SH Put DFND 4 923,400 0 0
ACUITY BRANDS INC COM 00508Y102 37 181 SH   DFND 17 181 0 0
ACUITY BRANDS INC COM 00508Y102 1,070 5,322 SH   DFND 21 3,295 0 2,027
ACUITY BRANDS INC COM 00508Y102 7,365 37,099 SH   DFND 24 37,099 0 0
ACXIOM CORP COM 005125109 23,239 894,510 SH   DFND 17 894,510 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 950 54,341 SH   DFND 17 52,005 0 2,336
ADDUS HOMECARE CORP COM 006739106 283 8,140 SH   DFND 21 8,140 0 0
ADOBE SYS INC COM 00724F101 231,845 1,639,178 SH   DFND 17 1,459,223 0 179,955
ADOBE SYS INC COM 00724F101 983 6,963 SH   DFND 21 4,791 0 2,172
ADOBE SYS INC CALL 00724F901 18,670 132,000 SH Call DFND 4 132,000 0 0
ADOBE SYS INC PUT 00724F951 74,086 523,800 SH Put DFND 4 523,800 0 0
ADTALEM GLOBAL ED INC COM 00737L103 8,175 214,863 SH   DFND 21 7,263 0 207,600
ADTRAN INC COM 00738A106 1,801 88,287 SH   DFND 21 88,287 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 8,261 70,854 SH   DFND 17 57,404 0 13,450
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 239 37,931 SH   DFND 17 37,931 0 0
ADVAXIS INC COM NEW 007624208 920 141,808 SH   DFND 17 137,202 0 4,606
ADVANTAGE OIL & GAS LTD COM 00765F101 195 28,914 SH   DFND 21 28,914 0 0
AECOM COM 00766T100 3,057 94,550 SH   DFND 17 94,550 0 0
AECOM COM 00766T100 439 13,592 SH   DFND 21 13,592 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 23,459 28,680,000 PRN   DFND 17 28,680,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,575 206,342 SH   DFND 17 6,578 0 199,764
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 86,036 48,780,000 PRN   DFND 17 46,615,000 0 2,165,000
ADVANCED ENERGY INDS COM 007973100 3,035 46,922 SH   DFND 17 33,342 0 13,580
ADVANCED ENERGY INDS COM 007973100 348 5,386 SH   DFND 20 5,386 0 0
ADVANCED ENERGY INDS COM 007973100 9,003 138,417 SH   DFND 21 134,524 0 3,893
AEROVIRONMENT INC COM 008073108 5,330 139,525 SH   DFND 17 139,525 0 0
AETNA INC NEW COM 00817Y108 66,462 437,740 SH   DFND 3 437,740 0 0
AETNA INC NEW COM 00817Y108 46,508 306,357 SH   DFND 17 256,903 0 49,454
AETNA INC NEW COM 00817Y108 955 6,288 SH   DFND 20 6,288 0 0
AETNA INC NEW COM 00817Y108 136,501 898,999 SH   DFND 21 571,287 0 327,712
AETNA INC NEW COM 00817Y108 941 6,200 SH   DFND 24 6,200 0 0
AETNA INC NEW COM 00817Y108 258 1,702 SH   DFND 25 1,702 0 0
AETNA INC NEW CALL 00817Y908 10,537 69,400 SH Call DFND 4 69,400 0 0
AETNA INC NEW PUT 00817Y958 59,502 391,900 SH Put DFND 4 391,900 0 0
AFFILIATED MANAGERS GROUP COM 008252108 90 543 SH   DFND 17 233 0 310
AFFILIATED MANAGERS GROUP COM 008252108 13,081 79,269 SH   DFND 21 79,269 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 121 2,048 SH   DFND 4 2,048 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,496 126,393 SH   DFND 17 96,818 0 29,575
AGILENT TECHNOLOGIES INC COM 00846U101 1,483 25,000 SH   DFND 20 25,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 128,409 2,166,915 SH   DFND 21 1,515,904 0 651,011
AGILENT TECHNOLOGIES INC COM 00846U101 858 14,600 SH   DFND 24 14,600 0 0
AGILENT TECHNOLOGIES INC PUT 00846U951 3,713 62,600 SH Put DFND 4 62,600 0 0
AGNICO EAGLE MINES LTD COM 008474108 4,812 107,322 SH   DFND 21 107,322 0 0
AGENUS INC COM NEW 00847G705 924 236,444 SH   DFND 17 228,395 0 8,049
AGIOS PHARMACEUTICALS INC COM 00847X104 432 8,235 SH   DFND 17 8,235 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 205 3,900 SH   DFND 24 3,900 0 0
AGRIUM INC COM 008916108 5,944 65,682 SH   DFND 17 65,682 0 0
AGRIUM INC COM 008916108 4,538 50,118 SH   DFND 21 47,915 0 2,203
AIR LEASE CORP CL A 00912X302 4,447 119,021 SH   DFND 17 43,475 0 75,546
AIR LEASE CORP CL A 00912X302 16,500 437,536 SH   DFND 21 338,370 0 99,166
AIR LEASE CORP CL A 00912X302 44 1,166 SH   DFND 25 1,166 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 14,599 10,500,000 PRN   DFND 17 7,985,000 0 2,515,000
AIR PRODS & CHEMS INC COM 009158106 3,629 25,370 SH   DFND 4 25,370 0 0
AIR PRODS & CHEMS INC COM 009158106 128 898 SH   DFND 17 898 0 0
AIR PRODS & CHEMS INC COM 009158106 22,818 160,950 SH   DFND 21 160,950 0 0
AIR PRODS & CHEMS INC CALL 009158906 2,976 20,800 SH Call DFND 4 20,800 0 0
AIR PRODS & CHEMS INC PUT 009158956 27,782 194,200 SH Put DFND 4 194,200 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 21,478 986,136 SH   DFND 17 735,472 0 250,664
AIR TRANSPORT SERVICES GRP I COM 00922R105 614 28,207 SH   DFND 21 15,585 0 12,622
AKAMAI TECHNOLOGIES INC COM 00971T101 208 4,179 SH   DFND 17 814 0 3,365
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 50,171 51,195,000 PRN   DFND 17 51,195,000 0 0
AKORN INC COM 009728106 14,070 419,510 SH   DFND 4 419,510 0 0
AKORN INC COM 009728106 2,439 72,935 SH   DFND 17 72,935 0 0
AKORN INC COM 009728106 30,703 915,420 SH   DFND 21 915,420 0 0
AKORN INC COM 009728106 1,364 40,800 SH   DFND 24 40,800 0 0
ALARM COM HLDGS INC COM 011642105 2,906 77,217 SH   DFND 17 21,086 0 56,131
ALARM COM HLDGS INC COM 011642105 590 15,682 SH   DFND 21 15,682 0 0
ALASKA AIR GROUP INC COM 011659109 5,622 62,630 SH   DFND 17 53,925 0 8,705
ALASKA AIR GROUP INC COM 011659109 44,260 494,918 SH   DFND 21 372,323 0 122,595
ALASKA AIR GROUP INC COM 011659109 203 2,266 SH   DFND 25 2,266 0 0
ALBANY MOLECULAR RESH INC COM 012423109 4,182 192,710 SH   DFND 17 186,645 0 6,065
ALBANY MOLECULAR RESH INC COM 012423109 5,426 250,006 SH   DFND 21 250,006 0 0
ALBEMARLE CORP COM 012653101 60,546 574,073 SH   DFND 17 547,173 0 26,900
ALBEMARLE CORP COM 012653101 4,355 41,273 SH   DFND 21 38,549 0 2,724
ALBEMARLE CORP COM 012653101 4,438 42,400 SH   DFND 24 42,400 0 0
ALCOA CORP COM 013872106 16,639 509,603 SH   DFND 17 427,658 0 81,945
ALCOA CORP COM 013872106 8,968 274,451 SH   DFND 21 264,503 0 9,948
ALDER BIOPHARMACEUTICALS INC COM 014339105 174 14,510 SH   DFND 17 14,510 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 76 6,300 SH   DFND 24 6,300 0 0
ALERE INC COM 01449J105 12,531 249,674 SH   DFND 21 249,674 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 20,893 173,429 SH   DFND 4 173,429 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 44 367 SH   DFND 17 367 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 257 2,134 SH   DFND 21 2,134 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 10,253 84,273 SH   DFND 4 84,273 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 28,825 236,581 SH   DFND 17 231,321 0 5,260
ALEXION PHARMACEUTICALS INC COM 015351109 464 3,793 SH   DFND 21 1,897 0 1,896
ALEXION PHARMACEUTICALS INC COM 015351109 343 2,800 SH   DFND 24 2,800 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 2,725 22,400 SH Call DFND 4 22,400 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 39,518 324,800 SH Put DFND 4 324,800 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 269 25,602 SH   DFND 20 25,602 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 5,409 519,792 SH   DFND 21 245,748 0 274,044
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 185 1,312 SH   DFND   1,312 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 319,657 2,268,683 SH   DFND 17 1,973,467 0 295,216
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 238,570 1,693,377 SH   DFND 20 1,492,095 0 201,282
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 55,467 391,480 SH   DFND 21 377,517 0 13,963
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,828 76,900 SH   DFND 24 76,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,985 14,100 SH   DFND 25 14,100 0 0
ALIGN TECHNOLOGY INC COM 016255101 13,654 90,951 SH   DFND 17 26,668 0 64,283
ALIGN TECHNOLOGY INC COM 016255101 26,363 176,791 SH   DFND 21 176,791 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 2,698 70,447 SH   DFND 17 67,688 0 2,759
ALLETE INC COM NEW 018522300 370 5,162 SH   DFND 20 5,162 0 0
ALLETE INC COM NEW 018522300 1,328 18,496 SH   DFND 21 18,496 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 546 23,030 SH   DFND 17 2,270 0 20,760
ALLIANCE ONE INTL INC COM NEW 018772301 5,222 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 29,433 1,557,300 SH   DFND 3 1,557,300 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 38 2,005 SH   DFND 17 2,005 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 12,835 542,702 SH   DFND 3 542,702 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,339 36,056 SH   DFND 21 36,056 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,785 373,256 SH   DFND 21 373,256 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 37,322 36,660,000 PRN   DFND 17 36,660,000 0 0
ALLSTATE CORP COM 020002101 11,418 129,100 SH   DFND 3 129,100 0 0
ALLSTATE CORP COM 020002101 110 1,246 SH   DFND 4 1,246 0 0
ALLSTATE CORP COM 020002101 21,529 243,489 SH   DFND 17 148,889 0 94,600
ALLSTATE CORP COM 020002101 330 3,728 SH   DFND 20 3,728 0 0
ALLSTATE CORP COM 020002101 46,401 526,051 SH   DFND 21 440,630 0 85,421
ALLSTATE CORP CALL 020002901 3,573 40,400 SH Call DFND 4 40,400 0 0
ALLSTATE CORP PUT 020002951 38,454 434,800 SH Put DFND 4 434,800 0 0
ALLY FINL INC COM 02005N100 136,848 6,547,740 SH   DFND 4 6,541,260 0 6,480
ALLY FINL INC COM 02005N100 10,385 496,911 SH   DFND 17 166,005 0 330,906
ALLY FINL INC COM 02005N100 112 5,339 SH   DFND 20 5,339 0 0
ALLY FINL INC COM 02005N100 26,641 1,258,291 SH   DFND 21 657,030 0 601,261
ALMOST FAMILY INC COM 020409108 1,266 20,715 SH   DFND 21 20,120 0 595
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 251 3,177 SH   DFND 21 3,177 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,134 27,000 SH   DFND 24 27,000 0 0
ALON USA ENERGY INC COM 020520102 431 32,291 SH   DFND 21 27,963 0 4,328
ALON USA ENERGY INC COM 020520102 16 1,208 SH   DFND 25 1,208 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 23,858 20,970,000 PRN   DFND 17 16,575,000 0 4,395,000
ALON USA PARTNERS LP UT LTDPART INT 02052T109 1,361 129,891 SH   DFND 17 129,891 0 0
ALPHABET INC CAP STK CL C 02079K107 14,485 15,940 SH   DFND 4 15,940 0 0
ALPHABET INC CAP STK CL C 02079K107 105,842 116,472 SH   DFND 17 80,750 0 35,722
ALPHABET INC CAP STK CL C 02079K107 2,932 3,226 SH   DFND 20 3,226 0 0
ALPHABET INC CAP STK CL C 02079K107 204,104 223,291 SH   DFND 21 163,459 0 59,832
ALPHABET INC CAP STK CL C 02079K107 349 384 SH   DFND 25 384 0 0
ALPHABET INC CAP STK CL A 02079K305 11,251 12,102 SH   DFND 4 12,102 0 0
ALPHABET INC CAP STK CL A 02079K305 496,548 534,013 SH   DFND 17 480,710 0 53,303
ALPHABET INC CAP STK CL A 02079K305 2,928 3,150 SH   DFND 20 3,150 0 0
ALPHABET INC CAP STK CL A 02079K305 257,892 276,237 SH   DFND 21 183,169 0 93,068
ALPHABET INC CAP STK CL A 02079K305 336 361 SH   DFND 25 361 0 0
ALPHABET INC CALL 02079K905 49,366 53,100 SH Call DFND 4 53,100 0 0
ALPHABET INC CALL 02079K907 56,705 62,400 SH Call DFND 4 62,400 0 0
ALPHABET INC PUT 02079K955 513,927 552,800 SH Put DFND 4 552,800 0 0
ALPHABET INC PUT 02079K957 431,919 475,300 SH Put DFND 4 475,300 0 0
ALTABA INC CALL 021346901 4,091 75,100 SH Call DFND 4 75,100 0 0
ALTABA INC PUT 021346951 62,461 1,146,500 SH Put DFND 4 1,146,500 0 0
ALTRIA GROUP INC COM 02209S103 7,082 95,100 SH   DFND 3 95,100 0 0
ALTRIA GROUP INC COM 02209S103 2,072 27,817 SH   DFND 4 27,817 0 0
ALTRIA GROUP INC COM 02209S103 22,623 303,824 SH   DFND 17 270,329 0 33,495
ALTRIA GROUP INC COM 02209S103 2,369 31,813 SH   DFND 20 31,813 0 0
ALTRIA GROUP INC COM 02209S103 209,969 2,820,970 SH   DFND 21 2,032,604 0 788,366
ALTRIA GROUP INC COM 02209S103 396 5,322 SH   DFND 25 5,322 0 0
ALTRIA GROUP INC CALL 02209S903 30,384 408,000 SH Call DFND 4 408,000 0 0
ALTRIA GROUP INC PUT 02209S953 131,373 1,764,100 SH Put DFND 4 1,764,100 0 0
AMAZON COM INC COM 023135106 838,418 866,067 SH   DFND 17 722,718 0 143,349
AMAZON COM INC COM 023135106 2,813 2,906 SH   DFND 20 2,906 0 0
AMAZON COM INC COM 023135106 344,516 354,128 SH   DFND 21 269,568 0 84,560
AMAZON COM INC COM 023135106 316 326 SH   DFND 25 326 0 0
AMAZON COM INC CALL 023135906 70,277 72,600 SH Call DFND 4 72,600 0 0
AMAZON COM INC PUT 023135956 615,938 636,300 SH Put DFND 4 636,300 0 0
AMBAC FINL GROUP INC COM NEW 023139884 1,057 60,899 SH   DFND 17 0 0 60,899
AMBER RD INC COM 02318Y108 3,728 434,964 SH   DFND 17 377,018 0 57,946
AMBEV SA SPONSORED ADR 02319V103 26,251 4,797,646 SH   DFND 21 4,797,646 0 0
AMBEV SA SPONSORED ADR 02319V103 700 128,000 SH   DFND 24 128,000 0 0
AMERCO COM 023586100 3,724 10,173 SH   DFND 17 0 0 10,173
AMERCO COM 023586100 8,755 24,615 SH   DFND 21 9,292 0 15,323
AMEREN CORP COM 023608102 17,892 327,276 SH   DFND 17 196,034 0 131,242
AMEREN CORP COM 023608102 106 1,930 SH   DFND 20 1,930 0 0
AMEREN CORP COM 023608102 36,502 667,553 SH   DFND 21 383,091 0 284,462
AMEREN CORP COM 023608102 77 1,414 SH   DFND 25 1,414 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 91 15,315 SH   DFND 17 15,315 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,450 28,809 SH   DFND 4 28,809 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 414 8,225 SH   DFND 17 8,225 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 17,320 346,564 SH   DFND 21 273,896 0 72,668
AMERICAN AIRLS GROUP INC COM 02376R102 21 424 SH   DFND 25 424 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 3,356 66,700 SH Call DFND 4 66,700 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 27,565 547,800 SH Put DFND 4 547,800 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 50 3,195 SH   DFND 17 3,195 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 223 15,474 SH   DFND 21 15,474 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,467 52,148 SH   DFND 17 1,590 0 50,558
AMERICAN ELEC PWR INC COM 025537101 70,482 1,014,564 SH   DFND 3 1,014,564 0 0
AMERICAN ELEC PWR INC COM 025537101 3,084 44,400 SH   DFND 4 44,400 0 0
AMERICAN ELEC PWR INC COM 025537101 27,369 393,541 SH   DFND 17 279,366 0 114,175
AMERICAN ELEC PWR INC COM 025537101 32,224 463,452 SH   DFND 21 376,000 0 87,452
AMERICAN ELEC PWR INC COM 025537101 327 4,712 SH   DFND 25 4,712 0 0
AMERICAN ELEC PWR INC CALL 025537901 1,855 26,700 SH Call DFND 4 26,700 0 0
AMERICAN ELEC PWR INC PUT 025537951 39,063 562,300 SH Put DFND 4 562,300 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 85 7,063 SH   DFND 17 7,063 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 260 21,583 SH   DFND 20 21,583 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8,439 705,537 SH   DFND 21 422,210 0 283,327
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 24 1,955 SH   DFND 25 1,955 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 741 28,213 SH   DFND 17 28,213 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 334 12,717 SH   DFND 20 12,717 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,218 122,447 SH   DFND 21 110,010 0 12,437
AMERICAN EXPRESS CO COM 025816109 71,775 852,024 SH   DFND 3 852,024 0 0
AMERICAN EXPRESS CO COM 025816109 24,985 298,677 SH   DFND 17 298,677 0 0
AMERICAN EXPRESS CO COM 025816109 756 8,975 SH   DFND 20 8,975 0 0
AMERICAN EXPRESS CO COM 025816109 160,591 1,912,273 SH   DFND 21 1,564,624 0 347,649
AMERICAN EXPRESS CO CALL 025816909 10,530 125,000 SH Call DFND 4 125,000 0 0
AMERICAN EXPRESS CO PUT 025816959 61,150 725,900 SH Put DFND 4 725,900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 49,610 499,250 SH   DFND 3 499,250 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 11,179 112,481 SH   DFND 17 38,519 0 73,962
AMERICAN FINL GROUP INC OHIO COM 025932104 867 8,726 SH   DFND 20 8,726 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 39,670 397,087 SH   DFND 21 260,765 0 136,322
AMERICAN FINL GROUP INC OHIO COM 025932104 29 290 SH   DFND 25 290 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 11,547 184,698 SH   DFND 4 184,698 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 227 3,631 SH   DFND 17 3,631 0 0
AMERICAN INTL GROUP INC CALL 026874904 5,464 87,400 SH Call DFND 4 87,400 0 0
AMERICAN INTL GROUP INC PUT 026874954 47,672 762,500 SH Put DFND 4 762,500 0 0
AMERICAN NATL INS CO COM 028591105 793 6,798 SH   DFND 21 5,723 0 1,075
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 1,834 82,767 SH   DFND 17 78,534 0 4,233
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 344 15,507 SH   DFND 20 15,507 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 14,554 636,608 SH   DFND 21 628,719 0 7,889
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 31 1,386 SH   DFND 25 1,386 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 3,298 86,112 SH   DFND 17 49,678 0 36,434
AMERICAN RAILCAR INDS INC COM 02916P103 3,402 89,215 SH   DFND 21 88,631 0 584
AMERICAN RAILCAR INDS INC COM 02916P103 26 679 SH   DFND 25 679 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,508 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 7,595 57,400 SH   DFND 3 57,400 0 0
AMERICAN TOWER CORP NEW COM 03027X100 21,186 160,114 SH   DFND 4 160,114 0 0
AMERICAN TOWER CORP NEW COM 03027X100 812 6,138 SH   DFND 17 6,138 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,275 17,131 SH   DFND 21 17,131 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 94,820 782,150 SH   DFND 17 742,895 0 39,255
AMERICAN TOWER CORP NEW CALL 03027X900 10,546 79,700 SH Call DFND 4 79,700 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 71,479 540,200 SH Put DFND 4 540,200 0 0
AMERICAN VANGUARD CORP COM 030371108 3,261 189,024 SH   DFND 17 182,461 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 48,109 617,176 SH   DFND 17 617,176 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 642 8,225 SH   DFND 21 5,545 0 2,680
AMERICAN WTR WKS CO INC NEW COM 030420103 12,965 166,000 SH   DFND 24 166,000 0 0
AMERISAFE INC COM 03071H100 12,171 213,718 SH   DFND 17 152,425 0 61,293
AMERISOURCEBERGEN CORP COM 03073E105 9,091 96,168 SH   DFND 17 92,991 0 3,177
AMERISOURCEBERGEN CORP COM 03073E105 971 10,270 SH   DFND 20 10,270 0 0
AMERISOURCEBERGEN CORP COM 03073E105 53,913 565,712 SH   DFND 21 483,750 0 81,962
AMERISOURCEBERGEN CORP COM 03073E105 78 827 SH   DFND 25 827 0 0
AMERIPRISE FINL INC COM 03076C106 70,179 551,334 SH   DFND 3 551,334 0 0
AMERIPRISE FINL INC COM 03076C106 2,709 21,286 SH   DFND 4 21,286 0 0
AMERIPRISE FINL INC COM 03076C106 16,631 129,911 SH   DFND 17 129,911 0 0
AMERIPRISE FINL INC COM 03076C106 10,780 84,537 SH   DFND 21 74,112 0 10,425
AMERIPRISE FINL INC CALL 03076C906 2,584 20,300 SH Call DFND 4 20,300 0 0
AMERIPRISE FINL INC PUT 03076C956 23,141 181,800 SH Put DFND 4 181,800 0 0
AMERIS BANCORP COM 03076K108 15,805 327,901 SH   DFND 17 267,895 0 60,006
AMERIS BANCORP COM 03076K108 211 4,380 SH   DFND 21 4,380 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 35,463 785,100 SH   DFND 3 785,100 0 0
AMETEK INC NEW COM 031100100 10,699 176,631 SH   DFND 17 145,336 0 31,295
AMETEK INC NEW COM 031100100 128,856 2,137,515 SH   DFND 21 1,911,482 0 226,033
AMETEK INC NEW COM 031100100 7,630 127,172 SH   DFND 24 127,172 0 0
AMGEN INC COM 031162100 7,850 45,577 SH   DFND 4 45,577 0 0
AMGEN INC COM 031162100 247,610 1,437,359 SH   DFND 17 1,301,782 0 135,577
AMGEN INC COM 031162100 1,477 8,574 SH   DFND 20 8,574 0 0
AMGEN INC COM 031162100 195,318 1,132,584 SH   DFND 21 798,350 0 334,234
AMGEN INC COM 031162100 16,396 95,000 SH   DFND 24 95,000 0 0
AMGEN INC COM 031162100 422 2,450 SH   DFND 25 2,450 0 0
AMGEN INC CALL 031162900 23,044 133,800 SH Call DFND 4 133,800 0 0
AMGEN INC PUT 031162950 150,787 875,500 SH Put DFND 4 875,500 0 0
AMKOR TECHNOLOGY INC COM 031652100 3,474 354,172 SH   DFND 21 354,172 0 0
AMPHENOL CORP NEW CL A 032095101 71,094 963,068 SH   DFND 17 963,068 0 0
AMPHENOL CORP NEW CL A 032095101 75,422 1,021,891 SH   DFND 21 782,533 0 239,358
AMPHENOL CORP NEW CALL 032095901 7,367 99,800 SH Call DFND 4 99,800 0 0
AMPHENOL CORP NEW PUT 032095951 25,342 343,300 SH Put DFND 4 343,300 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,460 81,753 SH   DFND 17 81,753 0 0
AMTRUST FINL SVCS INC COM 032359309 854 56,394 SH   DFND 17 53,886 0 2,508
AMTRUST FINL SVCS INC COM 032359309 7,395 485,120 SH   DFND 21 470,937 0 14,183
AMTRUST FINL SVCS INC COM 032359309 10 650 SH   DFND 25 650 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 26,489 35,115,000 PRN   DFND 17 35,115,000 0 0
ANADARKO PETE CORP COM 032511107 47,414 1,045,737 SH   DFND 4 1,045,737 0 0
ANADARKO PETE CORP COM 032511107 104 2,304 SH   DFND 17 2,304 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 11,465 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 3,224 71,100 SH Call DFND 4 71,100 0 0
ANADARKO PETE CORP PUT 032511957 40,412 891,300 SH Put DFND 4 891,300 0 0
ANALOG DEVICES INC COM 032654105 5,105 65,620 SH   DFND 4 65,620 0 0
ANALOG DEVICES INC COM 032654105 124 1,595 SH   DFND 17 1,595 0 0
ANALOG DEVICES INC COM 032654105 534 6,870 SH   DFND 20 6,870 0 0
ANALOG DEVICES INC COM 032654105 11,621 149,442 SH   DFND 21 81,299 0 68,143
ANALOG DEVICES INC CALL 032654905 2,365 30,400 SH Call DFND 4 30,400 0 0
ANALOG DEVICES INC PUT 032654955 30,249 388,800 SH Put DFND 4 388,800 0 0
ANGIES LIST INC COM 034754101 460 35,935 SH   DFND 17 0 0 35,935
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 13,778 1,417,470 SH   DFND 21 1,417,470 0 0
ANIKA THERAPEUTICS INC COM 035255108 282 5,708 SH   DFND 17 5,708 0 0
ANIKA THERAPEUTICS INC COM 035255108 521 10,562 SH   DFND 21 10,562 0 0
ANIXTER INTL INC COM 035290105 230 2,940 SH   DFND 17 0 0 2,940
ANNALY CAP MGMT INC COM 035710409 12,620 1,047,335 SH   DFND 17 403,288 0 644,047
ANNALY CAP MGMT INC COM 035710409 45,189 3,757,678 SH   DFND 21 2,278,420 0 1,479,258
ANTARES PHARMA INC COM 036642106 2,492 773,838 SH   DFND 17 748,565 0 25,273
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 930 28,028 SH   DFND 4 28,028 0 0
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 116 3,500 SH   DFND 17 3,500 0 0
ANTERO RES CORP COM 03674X106 4,322 200,000 SH   DFND 4 200,000 0 0
ANTERO RES CORP COM 03674X106 2,316 107,190 SH   DFND 17 107,190 0 0
ANTHEM INC COM 036752103 11,020 58,575 SH   DFND 3 58,575 0 0
ANTHEM INC COM 036752103 32,736 174,081 SH   DFND 17 93,144 0 80,937
ANTHEM INC COM 036752103 923 4,908 SH   DFND 20 4,908 0 0
ANTHEM INC COM 036752103 124,865 665,344 SH   DFND 21 501,579 0 163,765
ANTHEM INC COM 036752103 283 1,502 SH   DFND 25 1,502 0 0
ANTHEM INC UNIT 05/01/20188 036752202 161,889 3,064,920 SH   DFND 17 3,064,920 0 0
ANTHEM INC CALL 036752903 7,958 42,300 SH Call DFND 4 42,300 0 0
ANTHEM INC PUT 036752953 81,799 434,800 SH Put DFND 4 434,800 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 377 62,647 SH   DFND 17 62,647 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 274 45,673 SH   DFND 21 8,780 0 36,893
APACHE CORP COM 037411105 60,363 1,259,405 SH   DFND 3 1,259,405 0 0
APACHE CORP COM 037411105 8,262 172,378 SH   DFND 4 172,378 0 0
APACHE CORP COM 037411105 14,940 314,833 SH   DFND 17 314,833 0 0
APACHE CORP CALL 037411905 4,151 86,600 SH Call DFND 4 86,600 0 0
APACHE CORP PUT 037411955 19,584 408,600 SH Put DFND 4 408,600 0 0
APOGEE ENTERPRISES INC COM 037598109 268 4,784 SH   DFND 21 3,298 0 1,486
APOLLO INVT CORP COM 03761U106 1,860 291,093 SH   DFND 17 906 0 290,187
APOLLO INVT CORP COM 03761U106 1,853 292,193 SH   DFND 21 292,193 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 5,707 307,666 SH   DFND 17 49,790 0 257,876
APOLLO COML REAL EST FIN INC COM 03762U105 11,562 624,093 SH   DFND 21 334,213 0 289,880
APPLE INC COM 037833100 68,666 476,778 SH   DFND 3 476,778 0 0
APPLE INC COM 037833100 23,880 165,809 SH   DFND 4 165,809 0 0
APPLE INC COM 037833100 881,828 6,123,488 SH   DFND 17 5,107,525 0 1,015,963
APPLE INC COM 037833100 7,269 50,471 SH   DFND 20 50,471 0 0
APPLE INC COM 037833100 787,154 5,467,617 SH   DFND 21 4,001,917 0 1,465,700
APPLE INC COM 037833100 80 554 SH   DFND 24 554 0 0
APPLE INC COM 037833100 1,456 10,113 SH   DFND 25 10,113 0 0
APPLE INC CALL 037833900 154,044 1,069,600 SH Call DFND 4 1,069,600 0 0
APPLE INC CALL 037833900 31,684 220,000 SH Call DFND 17 220,000 0 0
APPLE INC PUT 037833950 1,270,328 8,820,500 SH Put DFND 4 8,820,500 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,421 129,376 SH   DFND 17 13,922 0 115,454
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 160 8,490 SH   DFND 21 0 0 8,490
APPLIED MATLS INC COM 038222105 234,326 5,671,772 SH   DFND 17 4,364,071 0 1,307,701
APPLIED MATLS INC COM 038222105 1,275 30,861 SH   DFND 20 30,861 0 0
APPLIED MATLS INC COM 038222105 117,522 2,838,097 SH   DFND 21 2,085,537 0 752,560
APPLIED MATLS INC COM 038222105 226 5,462 SH   DFND 25 5,462 0 0
APPLIED MATLS INC CALL 038222905 9,142 221,300 SH Call DFND 4 221,300 0 0
APPLIED MATLS INC PUT 038222955 35,642 862,800 SH Put DFND 4 862,800 0 0
APPROACH RESOURCES INC COM 03834A103 625 185,505 SH   DFND 17 0 0 185,505
ARAMARK COM 03852U106 7,274 177,500 SH   DFND 3 177,500 0 0
ARAMARK COM 03852U106 9,434 230,205 SH   DFND 17 183,515 0 46,690
ARCH COAL INC CL A 039380407 511 7,486 SH   DFND 17 7,486 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 21,690 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,708 186,265 SH   DFND 3 186,265 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,645 112,253 SH   DFND 4 112,253 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 45,374 1,096,652 SH   DFND 17 1,096,652 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 639 15,441 SH   DFND 20 15,441 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 59,535 1,449,251 SH   DFND 21 1,096,869 0 352,382
ARCHER DANIELS MIDLAND CO CALL 039483902 5,901 142,600 SH Call DFND 4 142,600 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 18,778 453,800 SH Put DFND 4 453,800 0 0
ARCONIC INC COM 03965L100 41 1,813 SH   DFND 17 1,813 0 0
ARCONIC INC COM 03965L100 223 9,864 SH   DFND 21 9,864 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 49,126 1,372,235 SH   DFND 17 1,372,235 0 0
ARGAN INC COM 04010E109 4,241 70,688 SH   DFND 17 68,417 0 2,271
ARGAN INC COM 04010E109 795 13,247 SH   DFND 21 11,266 0 1,981
ARES CAP CORP COM 04010L103 3,353 204,700 SH   DFND 3 204,700 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,834 140,083 SH   DFND 17 140,083 0 0
ARES COML REAL ESTATE CORP COM 04013V108 242 18,451 SH   DFND 20 18,451 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,317 100,561 SH   DFND 21 93,342 0 7,219
ARISTA NETWORKS INC COM 040413106 44,072 294,225 SH   DFND 17 294,225 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,155 84,457 SH   DFND 17 0 0 84,457
ARLINGTON ASSET INVT CORP CL A NEW 041356205 70 5,087 SH   DFND 21 2,832 0 2,255
ARLINGTON ASSET INVT CORP CL A NEW 041356205 20 1,469 SH   DFND 25 1,469 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 326 25,149 SH   DFND 17 25,149 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 135 10,449 SH   DFND 20 10,449 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,521 117,493 SH   DFND 21 105,855 0 11,638
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,229 129,161 SH   DFND 17 40,902 0 88,259
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,191 127,656 SH   DFND 21 127,656 0 0
ARMSTRONG FLOORING INC COM 04238R106 200 10,945 SH   DFND 21 10,945 0 0
ARROW ELECTRS INC COM 042735100 15,460 197,143 SH   DFND 17 116,900 0 80,243
ARROW ELECTRS INC COM 042735100 43,267 551,857 SH   DFND 21 381,181 0 170,676
ARROW ELECTRS INC COM 042735100 180 2,299 SH   DFND 25 2,299 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,247 40,603 SH   DFND 21 30,615 0 9,988
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 19,059 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 174 28,265 SH   DFND 21 28,265 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 360 5,456 SH   DFND 21 5,456 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,661 48,160 SH   DFND 17 32,870 0 15,290
ASSOCIATED BANC CORP COM 045487105 203 8,066 SH   DFND 21 8,066 0 0
ASSURANT INC COM 04621X108 24 229 SH   DFND 17 229 0 0
ASSURANT INC COM 04621X108 7,292 69,992 SH   DFND 21 69,992 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 4,248 124,623 SH   DFND 17 67,793 0 56,830
ASURE SOFTWARE INC COM 04649U102 866 59,270 SH   DFND 17 53,189 0 6,081
ATHENAHEALTH INC COM 04685W103 60,474 430,265 SH   DFND 17 430,265 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 1,049 55,213 SH   DFND 17 49,580 0 5,633
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 548 10,500 SH   DFND 17 0 0 10,500
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 81 1,591 SH   DFND 21 0 0 1,591
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 62 1,192 SH   DFND 25 1,192 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5,262 5,000,000 PRN   DFND 17 5,000,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 27,445 25,150,000 PRN   DFND 17 19,785,000 0 5,365,000
ATMOS ENERGY CORP COM 049560105 5,794 69,848 SH   DFND 17 11,748 0 58,100
ATMOS ENERGY CORP COM 049560105 11,150 134,706 SH   DFND 21 134,274 0 432
ATRICURE INC COM 04963C209 3,746 154,494 SH   DFND 17 149,118 0 5,376
ATWOOD OCEANICS INC COM 050095108 4 489 SH   DFND 17 489 0 0
ATWOOD OCEANICS INC COM 050095108 98 11,967 SH   DFND 21 11,967 0 0
AUTODESK INC COM 052769106 1,273 12,629 SH   DFND 4 12,629 0 0
AUTODESK INC COM 052769106 1,807 17,922 SH   DFND 17 17,922 0 0
AUTODESK INC CALL 052769906 1,240 12,300 SH Call DFND 4 12,300 0 0
AUTODESK INC PUT 052769956 6,836 67,800 SH Put DFND 4 67,800 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,523 53,903 SH   DFND 4 53,903 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,064 68,947 SH   DFND 17 62,762 0 6,185
AUTOMATIC DATA PROCESSING IN COM 053015103 39,012 383,534 SH   DFND 21 383,534 0 0
AUTOMATIC DATA PROCESSING IN CALL 053015903 3,668 35,800 SH Call DFND 4 35,800 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 46,619 455,000 SH Put DFND 4 455,000 0 0
AUTOZONE INC COM 053332102 8,488 14,880 SH   DFND 4 14,880 0 0
AUTOZONE INC COM 053332102 609 1,067 SH   DFND 17 1,067 0 0
AUTOZONE INC COM 053332102 2,017 3,543 SH   DFND 21 3,474 0 69
AUTOZONE INC PUT 053332952 16,943 29,700 SH Put DFND 4 29,700 0 0
AVALONBAY CMNTYS INC COM 053484101 15,248 79,347 SH   DFND 4 79,347 0 0
AVALONBAY CMNTYS INC COM 053484101 354 1,840 SH   DFND 17 1,840 0 0
AVALONBAY CMNTYS INC CALL 053484901 1,960 10,200 SH Call DFND 4 10,200 0 0
AVALONBAY CMNTYS INC PUT 053484951 48,254 251,100 SH Put DFND 4 251,100 0 0
AVANGRID INC COM 05351W103 634 14,364 SH   DFND 17 14,364 0 0
AVANGRID INC COM 05351W103 7,465 168,653 SH   DFND 21 167,893 0 760
AVERY DENNISON CORP COM 053611109 4,159 47,062 SH   DFND 17 23,162 0 23,900
AVERY DENNISON CORP COM 053611109 26,219 297,257 SH   DFND 21 239,891 0 57,366
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 20,463 27,700,000 PRN   DFND 17 27,700,000 0 0
AVISTA CORP COM 05379B107 3,230 76,078 SH   DFND 17 3,755 0 72,323
AVISTA CORP COM 05379B107 6,895 162,251 SH   DFND 21 99,617 0 62,634
AVNET INC COM 053807103 9,194 235,881 SH   DFND 21 235,881 0 0
AXOGEN INC COM 05463X106 4,313 257,505 SH   DFND 17 248,698 0 8,807
AXSOME THERAPEUTICS INC COM 05464T104 723 125,670 SH   DFND 17 125,670 0 0
BB&T CORP COM 054937107 7,911 174,210 SH   DFND 3 174,210 0 0
BB&T CORP COM 054937107 5,809 127,922 SH   DFND 4 127,922 0 0
BB&T CORP COM 054937107 766 16,799 SH   DFND 17 16,799 0 0
BB&T CORP CALL 054937907 4,704 103,600 SH Call DFND 4 103,600 0 0
BB&T CORP PUT 054937957 29,049 639,700 SH Put DFND 4 639,700 0 0
B & G FOODS INC NEW COM 05508R106 5,388 151,572 SH   DFND 21 0 0 151,572
BCE INC COM NEW 05534B760 6,568 146,065 SH   DFND 17 135,936 0 10,129
BCE INC COM NEW 05534B760 29,888 663,402 SH   DFND 21 382,582 0 280,820
BCE INC COM NEW 05534B760 63 1,398 SH   DFND 25 1,398 0 0
BCE INC PUT 05534B950 899 20,000 SH   DFND 21 20,000 0 0
BGC PARTNERS INC CL A 05541T101 1,251 99,010 SH   DFND 17 89,556 0 9,454
BGC PARTNERS INC CL A 05541T101 7,850 623,054 SH   DFND 21 549,887 0 73,167
BOFI HLDG INC COM 05566U108 4,349 181,953 SH   DFND 21 181,953 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,226 66,177 SH   DFND 17 49,732 0 16,445
BWX TECHNOLOGIES INC COM 05605H100 181 3,703 SH   DFND 20 3,703 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,571 32,223 SH   DFND 21 28,697 0 3,526
BADGER METER INC COM 056525108 6,145 154,209 SH   DFND 17 154,209 0 0
BADGER METER INC COM 056525108 81 2,037 SH   DFND 21 2,037 0 0
BAIDU INC SPON ADR REP A 056752108 39 218 SH   DFND   218 0 0
BAIDU INC SPON ADR REP A 056752108 116,205 649,697 SH   DFND 17 580,857 0 68,840
BAIDU INC SPON ADR REP A 056752108 34,985 195,486 SH   DFND 20 175,221 0 20,265
BAIDU INC SPON ADR REP A 056752108 1,855 10,364 SH   DFND 21 10,364 0 0
BAIDU INC SPON ADR REP A 056752108 5,802 32,300 SH   DFND 24 32,300 0 0
BAKER HUGHES INC COM 057224107 3,252 59,660 SH   DFND 3 59,660 0 0
BAKER HUGHES INC COM 057224107 7,337 134,592 SH   DFND 4 134,592 0 0
BAKER HUGHES INC COM 057224107 29,636 544,573 SH   DFND 17 544,573 0 0
BAKER HUGHES INC COM 057224107 10,324 192,908 SH   DFND 21 192,908 0 0
BALL CORP COM 058498106 1,422 33,678 SH   DFND 17 1,442 0 32,236
BANCFIRST CORP COM 05945F103 45 463 SH   DFND 17 463 0 0
BANCFIRST CORP COM 05945F103 961 9,868 SH   DFND 21 0 0 9,868
BANCO BRADESCO S A SP ADR PFD NEW 059460303 365 42,897 SH   DFND 17 42,897 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,938 227,974 SH   DFND 21 227,974 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,777 236,046 SH   DFND 17 116,997 0 119,049
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 120 15,881 SH   DFND 20 15,881 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 325 43,203 SH   DFND 21 43,203 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 17,017 381,980 SH   DFND 3 381,980 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 4,038 90,469 SH   DFND 17 90,469 0 0
BANC OF CALIFORNIA INC COM 05990K106 3,729 173,430 SH   DFND 17 44,714 0 128,716
BANC OF CALIFORNIA INC COM 05990K106 145 6,741 SH   DFND 20 6,741 0 0
BANC OF CALIFORNIA INC COM 05990K106 4,696 218,155 SH   DFND 21 207,523 0 10,632
BANK AMER CORP COM 060505104 11,330 467,020 SH   DFND 3 467,020 0 0
BANK AMER CORP COM 060505104 76,370 3,148,000 SH   DFND 4 3,148,000 0 0
BANK AMER CORP COM 060505104 252,718 10,415,109 SH   DFND 17 10,345,032 0 70,077
BANK AMER CORP COM 060505104 3,343 137,812 SH   DFND 20 137,812 0 0
BANK AMER CORP COM 060505104 333,113 13,707,109 SH   DFND 21 9,919,041 0 3,788,068
BANK AMER CORP 7.25%CNV PFD L 060505682 119,473 94,670 SH   DFND 17 87,015 0 7,655
BANK AMER CORP CALL 060505904 42,579 1,755,100 SH Call DFND 4 1,755,100 0 0
BANK AMER CORP PUT 060505954 162,025 6,678,700 SH Put DFND 4 6,678,700 0 0
BANK MONTREAL QUE COM 063671101 6,849 93,408 SH   DFND 17 38,615 0 54,793
BANK MONTREAL QUE COM 063671101 1,014 13,836 SH   DFND 20 13,836 0 0
BANK MONTREAL QUE COM 063671101 79,914 1,087,154 SH   DFND 21 743,825 0 343,329
BANK MONTREAL QUE COM 063671101 222 3,029 SH   DFND 25 3,029 0 0
BANK NEW YORK MELLON CORP COM 064058100 11,703 229,380 SH   DFND 3 229,380 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,881 76,072 SH   DFND 4 76,072 0 0
BANK NEW YORK MELLON CORP COM 064058100 19,608 384,347 SH   DFND 17 382,629 0 1,718
BANK NEW YORK MELLON CORP COM 064058100 881 17,271 SH   DFND 20 17,271 0 0
BANK NEW YORK MELLON CORP COM 064058100 51,401 1,005,582 SH   DFND 21 552,517 0 453,065
BANK NEW YORK MELLON CORP COM 064058100 23 445 SH   DFND 25 445 0 0
BANK NEW YORK MELLON CORP CALL 064058900 3,684 72,200 SH Call DFND 4 72,200 0 0
BANK NEW YORK MELLON CORP PUT 064058950 51,841 1,016,100 SH Put DFND 4 1,016,100 0 0
BANK N S HALIFAX COM 064149107 13,329 221,898 SH   DFND 17 211,098 0 10,800
BANK N S HALIFAX COM 064149107 1,285 21,389 SH   DFND 20 21,389 0 0
BANK N S HALIFAX COM 064149107 14,820 246,171 SH   DFND 21 173,770 0 72,401
BAOZUN INC SPONSORED ADR 06684L103 2,895 131,100 SH   DFND 20 131,100 0 0
BAOZUN INC SPONSORED ADR 06684L103 197 9,000 SH   DFND 24 9,000 0 0
BARD C R INC COM 067383109 1,187 3,754 SH   DFND 17 2,549 0 1,205
BARD C R INC COM 067383109 1,113 3,521 SH   DFND 20 3,521 0 0
BARD C R INC COM 067383109 57,733 182,921 SH   DFND 21 135,521 0 47,400
BARD C R INC CALL 067383909 474 1,500 SH Call DFND 4 1,500 0 0
BARD C R INC PUT 067383959 885 2,800 SH Put DFND 4 2,800 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 14,695 648,200 SH   DFND 20 648,200 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 16,322 720,000 SH   DFND 25 720,000 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 298,021 280,490,000 PRN   DFND 4 280,490,000 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 204 200,000 PRN   DFND 4 200,000 0 0
BARCLAYS BK PLC NOTE 7.750% 4/1 06739FHK0 458,410 439,195,000 PRN   DFND 4 438,495,000 0 700,000
BARCLAYS BK PLC NOTE 7.750% 4/1 06739FHK0 209 200,000 PRN   DFND 21 200,000 0 0
BARCLAYS BK PLC PUT 06740Q952 13,823 1,083,300 SH Put DFND 17 1,083,300 0 0
BARNES GROUP INC COM 067806109 32,296 551,781 SH   DFND 3 551,781 0 0
BARNES GROUP INC COM 067806109 1,408 24,191 SH   DFND 17 24,191 0 0
BARRICK GOLD CORP COM 067901108 17,410 1,095,994 SH   DFND 21 1,095,994 0 0
BARRACUDA NETWORKS INC COM 068323104 1,528 66,261 SH   DFND 17 0 0 66,261
BARRETT BUSINESS SERVICES IN COM 068463108 322 5,629 SH   DFND 17 5,629 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 53 917 SH   DFND 21 0 0 917
BARRETT BILL CORP COM 06846N104 2,205 718,297 SH   DFND 17 214,584 0 503,713
BASSETT FURNITURE INDS INC COM 070203104 565 14,887 SH   DFND 17 3,191 0 11,696
BAXTER INTL INC COM 071813109 1,120 18,504 SH   DFND 4 18,504 0 0
BAXTER INTL INC COM 071813109 182,279 3,010,878 SH   DFND 17 2,767,884 0 242,994
BAXTER INTL INC COM 071813109 1,151 19,005 SH   DFND 20 19,005 0 0
BAXTER INTL INC COM 071813109 112,476 1,865,452 SH   DFND 21 1,209,296 0 656,156
BAXTER INTL INC COM 071813109 90 1,484 SH   DFND 25 1,484 0 0
BAXTER INTL INC CALL 071813909 1,568 25,900 SH Call DFND 4 25,900 0 0
BAXTER INTL INC PUT 071813959 26,002 429,500 SH Put DFND 4 429,500 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 602 43,845 SH   DFND 17 1,135 0 42,710
BECTON DICKINSON & CO COM 075887109 6,799 34,845 SH   DFND 17 31,933 0 2,912
BECTON DICKINSON & CO COM 075887109 1,058 5,423 SH   DFND 20 5,423 0 0
BECTON DICKINSON & CO COM 075887109 46,888 241,748 SH   DFND 21 144,907 0 96,841
BECTON DICKINSON & CO COM 075887109 148 758 SH   DFND 25 758 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 176,392 3,220,000 SH   DFND 17 3,041,095 0 178,905
BECTON DICKINSON & CO CALL 075887909 6,322 32,400 SH Call DFND 4 32,400 0 0
BECTON DICKINSON & CO PUT 075887959 73,147 374,900 SH Put DFND 4 374,900 0 0
BECTON DICKINSON & CO PUT 075887959 8,390 43,000 SH   DFND 21 43,000 0 0
BELDEN INC COM 077454106 36,651 485,900 SH   DFND 3 485,900 0 0
BELDEN INC COM 077454106 7,089 93,976 SH   DFND 17 74,586 0 19,390
BELLICUM PHARMACEUTICALS INC COM 079481107 240 20,582 SH   DFND 17 18,516 0 2,066
BEMIS INC COM 081437105 8 163 SH   DFND 17 163 0 0
BEMIS INC COM 081437105 1,313 27,967 SH   DFND 21 27,967 0 0
BENCHMARK ELECTRS INC COM 08160H101 129 4,002 SH   DFND 17 4,002 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,933 151,219 SH   DFND 21 102,809 0 48,410
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13,550 80,000 SH   DFND 4 80,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 16,313 96,313 SH   DFND 17 82,836 0 13,477
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 106,318 627,899 SH   DFND 21 556,961 0 70,938
BERKSHIRE HATHAWAY INC DEL CALL 084670902 78,706 464,700 SH Call DFND 4 464,700 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 253,344 1,495,800 SH Put DFND 4 1,495,800 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 28,767 818,394 SH   DFND 3 818,394 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 16 450 SH   DFND 17 450 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 140 3,987 SH   DFND 20 3,987 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 2,791 79,362 SH   DFND 21 44,066 0 35,296
BERRY GLOBAL GROUP INC COM 08579W103 26,415 463,344 SH   DFND 17 368,941 0 94,403
BERRY GLOBAL GROUP INC COM 08579W103 12,135 214,507 SH   DFND 21 208,326 0 6,181
BERRY GLOBAL GROUP INC COM 08579W103 735 13,000 SH   DFND 24 13,000 0 0
BEST BUY INC COM 086516101 3,566 62,200 SH   DFND 3 62,200 0 0
BEST BUY INC COM 086516101 17,186 299,851 SH   DFND 17 286,942 0 12,909
BEST BUY INC COM 086516101 862 15,028 SH   DFND 20 15,028 0 0
BEST BUY INC COM 086516101 90,566 1,581,136 SH   DFND 21 898,192 0 682,944
BEST BUY INC COM 086516101 286 4,989 SH   DFND 25 4,989 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,179 90,309 SH   DFND 17 90,309 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 5,674 439,459 SH   DFND 21 198,957 0 240,502
BIG LOTS INC COM 089302103 5,646 116,903 SH   DFND 17 112,834 0 4,069
BIG LOTS INC COM 089302103 202 4,188 SH   DFND 20 4,188 0 0
BIG LOTS INC COM 089302103 19,333 402,874 SH   DFND 21 298,369 0 104,505
BIO RAD LABS INC CL A 090572207 11,325 50,043 SH   DFND 17 40,230 0 9,813
BIO RAD LABS INC CL A 090572207 150 665 SH   DFND 21 665 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 654 117,637 SH   DFND 17 113,994 0 3,643
BIOMARIN PHARMACEUTICAL INC COM 09061G101 43,125 476,674 SH   DFND 17 445,204 0 31,470
BIOMARIN PHARMACEUTICAL INC COM 09061G101 95 1,042 SH   DFND 21 1,042 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 8,354 92,800 SH   DFND 24 92,800 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 46,115 41,080,000 PRN   DFND 17 41,080,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 38,743 32,875,000 PRN   DFND 17 30,185,000 0 2,690,000
BIOGEN INC COM 09062X103 13,906 51,244 SH   DFND 4 51,244 0 0
BIOGEN INC COM 09062X103 86,972 320,482 SH   DFND 17 316,818 0 3,664
BIOGEN INC COM 09062X103 43,529 160,271 SH   DFND 21 100,493 0 59,778
BIOGEN INC COM 09062X103 1,876 6,900 SH   DFND 24 6,900 0 0
BIOGEN INC CALL 09062X903 8,792 32,400 SH Call DFND 4 32,400 0 0
BIOGEN INC PUT 09062X953 65,723 242,200 SH Put DFND 4 242,200 0 0
BIOTELEMETRY INC COM 090672106 20,835 622,882 SH   DFND 17 545,291 0 77,591
BIOTELEMETRY INC COM 090672106 82 2,466 SH   DFND 20 2,466 0 0
BIOTELEMETRY INC COM 090672106 240 7,188 SH   DFND 21 7,188 0 0
BIO TECHNE CORP COM 09073M104 3,140 26,765 SH   DFND 17 26,765 0 0
BIO TECHNE CORP COM 09073M104 2,088 17,800 SH   DFND 24 17,800 0 0
BIOVERATIV INC COM 09075E100 412 6,852 SH   DFND 4 6,852 0 0
BIOVERATIV INC COM 09075E100 16,458 273,376 SH   DFND 17 247,576 0 25,800
BIOVERATIV INC COM 09075E100 174 2,886 SH   DFND 21 2,886 0 0
BIOVERATIV INC COM 09075E100 1,845 30,600 SH   DFND 24 30,600 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 4,190 84,621 SH   DFND 17 71,154 0 13,467
BLACK HILLS CORP COM 092113109 28,135 417,000 SH   DFND 3 417,000 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 654 14,994 SH   DFND 21 14,994 0 0
BLACKROCK INC COM 09247X101 39,705 93,963 SH   DFND 17 91,683 0 2,280
BLACKROCK INC COM 09247X101 6,158 14,551 SH   DFND 21 14,113 0 438
BLACKROCK INC CALL 09247X901 8,026 19,000 SH Call DFND 4 19,000 0 0
BLACKROCK INC PUT 09247X951 56,223 133,100 SH Put DFND 4 133,100 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 29,796 942,900 SH   DFND 3 942,900 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 433 13,708 SH   DFND 17 13,708 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 252 7,964 SH   DFND 20 7,964 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,484 46,918 SH   DFND 21 22,959 0 23,959
BLUCORA INC COM 095229100 828 39,073 SH   DFND 17 39,073 0 0
BLUCORA INC COM 095229100 7,219 337,444 SH   DFND 21 252,772 0 84,672
BLUE BUFFALO PET PRODS INC COM 09531U102 13,065 572,791 SH   DFND 17 473,131 0 99,660
BLUEBIRD BIO INC COM 09609G100 1,508 14,014 SH   DFND 17 14,014 0 0
BLUEBIRD BIO INC COM 09609G100 253 2,335 SH   DFND 21 2,335 0 0
BLUEBIRD BIO INC COM 09609G100 541 5,000 SH   DFND 24 5,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 39,930 2,217,119 SH   DFND 3 2,217,119 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,919 106,540 SH   DFND 17 84,795 0 21,745
BOB EVANS FARMS INC COM 096761101 14,054 195,659 SH   DFND 17 151,996 0 43,663
BOB EVANS FARMS INC COM 096761101 5,391 75,142 SH   DFND 21 75,142 0 0
BOEING CO COM 097023105 189,976 960,690 SH   DFND 17 960,690 0 0
BOEING CO COM 097023105 25,961 131,318 SH   DFND 21 131,218 0 100
BOEING CO COM 097023105 101 511 SH   DFND 24 511 0 0
BOEING CO CALL 097023905 15,345 77,600 SH Call DFND 4 77,600 0 0
BOEING CO PUT 097023955 184,758 934,300 SH Put DFND 4 934,300 0 0
BOINGO WIRELESS INC COM 09739C102 8,461 565,603 SH   DFND 17 497,768 0 67,835
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 41,196 1,266,000 SH   DFND 3 1,266,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,693 113,662 SH   DFND 17 113,662 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 386 11,856 SH   DFND 20 11,856 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 5,141 158,146 SH   DFND 21 111,570 0 46,576
BOSTON PROPERTIES INC COM 101121101 30,429 247,354 SH   DFND 4 247,354 0 0
BOSTON PROPERTIES INC COM 101121101 86 699 SH   DFND 17 699 0 0
BOSTON PROPERTIES INC CALL 101121901 2,670 21,700 SH Call DFND 4 21,700 0 0
BOSTON PROPERTIES INC PUT 101121951 29,488 239,700 SH Put DFND 4 239,700 0 0
BOSTON SCIENTIFIC CORP COM 101137107 10,958 395,298 SH   DFND 17 296,017 0 99,281
BOSTON SCIENTIFIC CORP COM 101137107 166 6,003 SH   DFND 20 6,003 0 0
BOSTON SCIENTIFIC CORP COM 101137107 23,394 844,658 SH   DFND 21 456,473 0 388,185
BOSTON SCIENTIFIC CORP CALL 101137907 4,463 161,000 SH Call DFND 4 161,000 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 14,633 527,900 SH Put DFND 4 527,900 0 0
BOX INC CL A 10316T104 894 49,005 SH   DFND 17 49,005 0 0
BRADY CORP CL A 104674106 665 19,625 SH   DFND 17 1,890 0 17,735
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 100 5,680 SH   DFND 17 5,680 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 138 7,894 SH   DFND 21 0 0 7,894
BRASKEM S A SP ADR PFD A 105532105 700 33,800 SH   DFND 17 0 0 33,800
BRIGGS & STRATTON CORP COM 109043109 1,253 51,974 SH   DFND 17 51,974 0 0
BRIGGS & STRATTON CORP COM 109043109 3,702 153,652 SH   DFND 21 128,147 0 25,505
BRIGHT HORIZONS FAM SOL IN D COM 109194100 18,792 243,387 SH   DFND 17 196,200 0 47,187
BRINKER INTL INC COM 109641100 5,742 149,131 SH   DFND 21 142,882 0 6,249
BRINKS CO COM 109696104 202 3,020 SH   DFND 17 0 0 3,020
BRINKS CO COM 109696104 8,777 126,387 SH   DFND 21 126,387 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 12,434 223,156 SH   DFND 4 223,156 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 117,518 2,108,898 SH   DFND 17 1,869,318 0 239,580
BRISTOL MYERS SQUIBB CO COM 110122108 19,473 349,107 SH   DFND 21 244,244 0 104,863
BRISTOL MYERS SQUIBB CO COM 110122108 3,444 61,700 SH   DFND 24 61,700 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 10,403 186,700 SH Call DFND 4 186,700 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 92,317 1,656,800 SH Put DFND 4 1,656,800 0 0
BRITISH AMERN TOB PLC PUT 110448957 6,854 100,000 SH   DFND 21 100,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 16 916 SH   DFND 17 916 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 307 16,647 SH   DFND 21 0 0 16,647
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 10,867 143,818 SH   DFND 17 143,818 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 43,635 579,259 SH   DFND 21 490,763 0 88,496
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 111 1,467 SH   DFND 25 1,467 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 14,040 1,113,390 SH   DFND 4 1,113,390 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 3,890 308,520 SH   DFND 17 258,597 0 49,923
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 57,017 4,519,588 SH   DFND 21 4,177,509 0 342,079
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 164 12,995 SH   DFND 25 12,995 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 39,404 38,835,000 PRN   DFND 17 38,835,000 0 0
BROOKDALE SR LIVING INC COM 112463104 21,336 1,450,438 SH   DFND 4 1,450,438 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 3,593 3,625,000 PRN   DFND 17 3,625,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 253 17,350 SH   DFND 17 17,350 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 84 5,725 SH   DFND 21 0 0 5,725
BROOKLINE BANCORP INC DEL COM 11373M107 42 2,866 SH   DFND 25 2,866 0 0
BROOKS AUTOMATION INC COM 114340102 12,819 591,027 SH   DFND 17 469,672 0 121,355
BROOKS AUTOMATION INC COM 114340102 9,473 429,020 SH   DFND 21 348,509 0 80,511
BROWN & BROWN INC COM 115236101 17,877 415,078 SH   DFND 17 324,895 0 90,183
BROWN & BROWN INC COM 115236101 240 5,567 SH   DFND 21 5,567 0 0
BRUKER CORP COM 116794108 9,967 345,595 SH   DFND 17 275,785 0 69,810
BRUNSWICK CORP COM 117043109 45,021 717,690 SH   DFND 3 717,690 0 0
BRUNSWICK CORP COM 117043109 3,163 50,500 SH   DFND 17 50,500 0 0
BRUNSWICK CORP COM 117043109 1,464 26,379 SH   DFND 21 26,379 0 0
BRYN MAWR BK CORP COM 117665109 373 8,788 SH   DFND 17 8,788 0 0
BRYN MAWR BK CORP COM 117665109 1,278 30,045 SH   DFND 21 25,385 0 4,660
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 7,736 121,000 SH   DFND 3 121,000 0 0
BUFFALO WILD WINGS INC COM 119848109 455 3,588 SH   DFND 17 3,588 0 0
BURLINGTON STORES INC COM 122017106 28,132 305,837 SH   DFND 17 292,655 0 13,182
BURLINGTON STORES INC COM 122017106 999 10,884 SH   DFND 21 10,884 0 0
CAE INC COM 124765108 37,657 2,187,200 SH   DFND 3 2,187,200 0 0
CAE INC COM 124765108 1,274 74,582 SH   DFND 17 74,582 0 0
CAE INC COM 124765108 2,172 127,223 SH   DFND 21 21,796 0 105,427
CBIZ INC COM 124805102 207 13,826 SH   DFND 17 13,826 0 0
CBIZ INC COM 124805102 1,458 96,869 SH   DFND 21 61,552 0 35,317
CBL & ASSOC PPTYS INC COM 124830100 122 14,362 SH   DFND 21 0 0 14,362
CBS CORP NEW CL B 124857202 70,247 1,101,402 SH   DFND 3 1,101,402 0 0
CBS CORP NEW CL B 124857202 3,370 52,831 SH   DFND 4 52,831 0 0
CBS CORP NEW CL B 124857202 57,568 903,525 SH   DFND 17 742,213 0 161,312
CBS CORP NEW CALL 124857902 3,457 54,200 SH Call DFND 4 54,200 0 0
CBS CORP NEW PUT 124857952 21,947 344,100 SH Put DFND 4 344,100 0 0
CBRE GROUP INC CL A 12504L109 8,344 229,229 SH   DFND 17 188,899 0 40,330
CDW CORP COM 12514G108 39,852 637,321 SH   DFND 17 414,794 0 222,527
CDW CORP COM 12514G108 467 7,462 SH   DFND 20 7,462 0 0
CDW CORP COM 12514G108 33,453 533,281 SH   DFND 21 434,259 0 99,022
CDW CORP COM 12514G108 207 3,309 SH   DFND 25 3,309 0 0
CF INDS HLDGS INC COM 125269100 6,321 226,062 SH   DFND 17 226,062 0 0
CF INDS HLDGS INC COM 125269100 818 29,740 SH   DFND 21 26,316 0 3,424
CF INDS HLDGS INC COM 125269100 754 27,500 SH   DFND 24 27,500 0 0
CIGNA CORPORATION COM 125509109 11,287 67,431 SH   DFND 17 67,431 0 0
CIGNA CORPORATION COM 125509109 19,296 114,860 SH   DFND 21 65,712 0 49,148
CIGNA CORPORATION CALL 125509909 6,043 36,100 SH Call DFND 4 36,100 0 0
CIGNA CORPORATION PUT 125509959 55,004 328,600 SH Put DFND 4 328,600 0 0
CIT GROUP INC COM NEW 125581801 1,526 31,331 SH   DFND 4 31,331 0 0
CME GROUP INC COM 12572Q105 4,996 39,889 SH   DFND 4 39,889 0 0
CME GROUP INC COM 12572Q105 61,811 493,559 SH   DFND 17 417,683 0 75,876
CME GROUP INC COM 12572Q105 8,207 65,531 SH   DFND 20 65,531 0 0
CME GROUP INC COM 12572Q105 16,105 128,801 SH   DFND 21 112,327 0 16,474
CME GROUP INC CALL 12572Q905 2,768 22,100 SH Call DFND 4 22,100 0 0
CME GROUP INC PUT 12572Q955 43,759 349,400 SH Put DFND 4 349,400 0 0
CMS ENERGY CORP COM 125896100 564 12,187 SH   DFND 17 8,097 0 4,090
CMS ENERGY CORP COM 125896100 21,965 474,476 SH   DFND 21 457,759 0 16,717
CMS ENERGY CORP COM 125896100 93 2,001 SH   DFND 25 2,001 0 0
CNA FINL CORP COM 126117100 3,846 78,900 SH   DFND 3 78,900 0 0
CNA FINL CORP COM 126117100 5,255 108,659 SH   DFND 17 108,659 0 0
CNA FINL CORP COM 126117100 196 4,026 SH   DFND 20 4,026 0 0
CNA FINL CORP COM 126117100 5,876 121,284 SH   DFND 21 99,170 0 22,114
CNO FINL GROUP INC COM 12621E103 36,479 1,747,100 SH   DFND 3 1,747,100 0 0
CNO FINL GROUP INC COM 12621E103 109 5,220 SH   DFND 20 5,220 0 0
CNO FINL GROUP INC COM 12621E103 3,437 164,192 SH   DFND 21 38,090 0 126,102
CSG SYS INTL INC COM 126349109 1,419 34,953 SH   DFND 21 0 0 34,953
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 10,945 10,120,000 PRN   DFND 17 10,120,000 0 0
CSX CORP COM 126408103 2,460 45,094 SH   DFND 17 45,094 0 0
CSX CORP COM 126408103 31,521 583,166 SH   DFND 21 516,204 0 66,962
CSX CORP CALL 126408903 7,889 144,600 SH Call DFND 4 144,600 0 0
CSX CORP PUT 126408953 57,714 1,057,800 SH Put DFND 4 1,057,800 0 0
CSRA INC COM 12650T104 35,208 1,108,900 SH   DFND 3 1,108,900 0 0
CSRA INC COM 12650T104 1,206 38,028 SH   DFND 17 38,028 0 0
CSRA INC COM 12650T104 4,187 131,998 SH   DFND 21 130,580 0 1,418
CU BANCORP CALIF COM 126534106 1,866 51,628 SH   DFND 17 51,628 0 0
CVS HEALTH CORP COM 126650100 2,600 32,317 SH   DFND 4 32,317 0 0
CVS HEALTH CORP COM 126650100 10,549 131,113 SH   DFND 17 119,146 0 11,967
CVS HEALTH CORP COM 126650100 1,662 20,656 SH   DFND 20 20,656 0 0
CVS HEALTH CORP COM 126650100 135,808 1,690,233 SH   DFND 21 1,204,240 0 485,993
CVS HEALTH CORP COM 126650100 299 3,714 SH   DFND 25 3,714 0 0
CVS HEALTH CORP CALL 126650900 24,017 298,500 SH Call DFND 4 298,500 0 0
CVS HEALTH CORP PUT 126650950 67,643 840,700 SH Put DFND 4 840,700 0 0
CYS INVTS INC COM 12673A108 5,375 639,087 SH   DFND 17 387,718 0 251,369
CYS INVTS INC COM 12673A108 5,660 669,382 SH   DFND 21 220,739 0 448,643
CA INC COM 12673P105 7,621 221,085 SH   DFND 3 221,085 0 0
CA INC COM 12673P105 8,378 243,101 SH   DFND 17 27,117 0 215,984
CA INC COM 12673P105 786 22,801 SH   DFND 20 22,801 0 0
CA INC COM 12673P105 12,875 374,257 SH   DFND 21 241,667 0 132,590
CABELAS INC COM 126804301 10,662 179,430 SH   DFND 4 179,430 0 0
CABELAS INC COM 126804301 26,145 440,000 SH   DFND 21 440,000 0 0
CABLE ONE INC COM 12685J105 338 475 SH   DFND 17 475 0 0
CABOT CORP COM 127055101 43,645 816,866 SH   DFND 3 816,866 0 0
CABOT CORP COM 127055101 4,134 78,006 SH   DFND 17 78,006 0 0
CABOT CORP COM 127055101 3,425 64,100 SH   DFND 20 64,100 0 0
CABOT CORP COM 127055101 3,605 67,611 SH   DFND 21 55,968 0 11,643
CABOT OIL & GAS CORP COM 127097103 4,839 192,945 SH   DFND 17 192,945 0 0
CABOT OIL & GAS CORP COM 127097103 994 40,000 SH   DFND 21 40,000 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 3,398 46,023 SH   DFND 17 43,753 0 2,270
CABOT MICROELECTRONICS CORP COM 12709P103 27,784 373,595 SH   DFND 21 255,338 0 118,257
CACI INTL INC CL A 127190304 585 4,675 SH   DFND 17 4,415 0 260
CACI INTL INC CL A 127190304 370 2,958 SH   DFND 20 2,958 0 0
CACI INTL INC CL A 127190304 3,011 24,099 SH   DFND 21 21,758 0 2,341
CADENCE DESIGN SYSTEM INC COM 127387108 39,851 1,189,925 SH   DFND 17 1,189,925 0 0
CAL MAINE FOODS INC COM NEW 128030202 5,941 150,023 SH   DFND 17 150,023 0 0
CAL MAINE FOODS INC COM NEW 128030202 5,370 136,376 SH   DFND 21 136,376 0 0
CAL MAINE FOODS INC COM NEW 128030202 3,673 93,705 SH   DFND 24 93,705 0 0
CALAVO GROWERS INC COM 128246105 8,129 117,725 SH   DFND 17 117,725 0 0
CALAVO GROWERS INC COM 128246105 2,645 38,198 SH   DFND 21 38,198 0 0
CALAVO GROWERS INC COM 128246105 5,823 84,092 SH   DFND 24 84,092 0 0
CALERES INC COM 129500104 161 5,807 SH   DFND 17 0 0 5,807
CALERES INC COM 129500104 182 6,569 SH   DFND 20 6,569 0 0
CALERES INC COM 129500104 1,489 53,617 SH   DFND 21 42,011 0 11,606
CALLON PETE CO DEL COM 13123X102 11,522 1,085,978 SH   DFND 17 858,081 0 227,897
CALLON PETE CO DEL COM 13123X102 3,579 342,696 SH   DFND 21 9,235 0 333,461
CAMDEN PPTY TR SH BEN INT 133131102 3 37 SH   DFND 17 37 0 0
CAMDEN PPTY TR SH BEN INT 133131102 199 2,320 SH   DFND 21 0 0 2,320
CAMECO CORP COM 13321L108 10,199 1,121,431 SH   DFND 21 1,121,431 0 0
CAMPBELL SOUP CO COM 134429109 9,515 182,446 SH   DFND 4 182,446 0 0
CAMPBELL SOUP CO COM 134429109 42 798 SH   DFND 17 798 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 22,747 280,315 SH   DFND 17 107,239 0 173,076
CDN IMPERIAL BK COMM TORONTO COM 136069101 872 10,740 SH   DFND 20 10,740 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 100,848 1,238,380 SH   DFND 21 806,301 0 432,079
CDN IMPERIAL BK COMM TORONTO COM 136069101 275 3,385 SH   DFND 25 3,385 0 0
CANADIAN NATL RY CO COM 136375102 9,162 113,223 SH   DFND 17 7,405 0 105,818
CANADIAN NATL RY CO COM 136375102 7,118 87,961 SH   DFND 21 40,855 0 47,106
CANADIAN NAT RES LTD COM 136385101 6,468 224,299 SH   DFND 17 224,299 0 0
CANADIAN NAT RES LTD COM 136385101 14,724 505,759 SH   DFND 21 149,554 0 356,205
CANADIAN PAC RY LTD COM 13645T100 23,549 146,580 SH   DFND 3 146,580 0 0
CANADIAN PAC RY LTD COM 13645T100 4,047 25,215 SH   DFND 17 25,215 0 0
CANTEL MEDICAL CORP COM 138098108 11,397 146,279 SH   DFND 17 118,656 0 27,623
CANTEL MEDICAL CORP COM 138098108 260 3,375 SH   DFND 21 3,375 0 0
CAPELLA EDUCATION COMPANY COM 139594105 626 7,308 SH   DFND 17 7,308 0 0
CAPELLA EDUCATION COMPANY COM 139594105 3,347 39,136 SH   DFND 21 22,679 0 16,457
CAPITAL ONE FINL CORP COM 14040H105 11,746 142,164 SH   DFND 4 142,164 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,160 86,659 SH   DFND 17 79,968 0 6,691
CAPITAL ONE FINL CORP COM 14040H105 46,443 566,024 SH   DFND 21 434,840 0 131,184
CAPITAL ONE FINL CORP COM 14040H105 143 1,734 SH   DFND 25 1,734 0 0
CAPITAL ONE FINL CORP CALL 14040H905 3,569 43,200 SH Call DFND 4 43,200 0 0
CAPITAL ONE FINL CORP PUT 14040H955 50,803 614,900 SH Put DFND 4 614,900 0 0
CAPITOL FED FINL INC COM 14057J101 181 12,724 SH   DFND 17 12,724 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 550 52,735 SH   DFND 17 52,735 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 2,227 213,037 SH   DFND 21 213,037 0 0
CARA THERAPEUTICS INC COM 140755109 1,570 102,025 SH   DFND 17 98,797 0 3,228
CARBONITE INC COM 141337105 3,632 166,588 SH   DFND 17 115,719 0 50,869
CARDINAL HEALTH INC COM 14149Y108 7,558 97,000 SH   DFND 3 97,000 0 0
CARDINAL HEALTH INC COM 14149Y108 3,986 51,152 SH   DFND 4 51,152 0 0
CARDINAL HEALTH INC COM 14149Y108 9,938 127,538 SH   DFND 17 122,638 0 4,900
CARDINAL HEALTH INC COM 14149Y108 669 8,590 SH   DFND 20 8,590 0 0
CARDINAL HEALTH INC COM 14149Y108 49,438 634,669 SH   DFND 21 490,482 0 144,187
CARDINAL HEALTH INC COM 14149Y108 172 2,205 SH   DFND 25 2,205 0 0
CARDINAL HEALTH INC CALL 14149Y908 1,932 24,800 SH Call DFND 4 24,800 0 0
CARDINAL HEALTH INC PUT 14149Y958 29,228 375,100 SH Put DFND 4 375,100 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 16,413 17,220,000 PRN   DFND 17 17,220,000 0 0
CARE CAP PPTYS INC COM 141624106 361 13,517 SH   DFND 17 13,517 0 0
CARE CAP PPTYS INC COM 141624106 124 4,656 SH   DFND 21 0 0 4,656
CARE COM INC COM 141633107 2,258 149,565 SH   DFND 17 64,565 0 85,000
CAREER EDUCATION CORP COM 141665109 14 1,419 SH   DFND 17 1,419 0 0
CAREER EDUCATION CORP COM 141665109 433 45,146 SH   DFND 21 45,146 0 0
CARETRUST REIT INC COM 14174T107 238 12,855 SH   DFND 17 12,855 0 0
CARETRUST REIT INC COM 14174T107 214 11,559 SH   DFND 20 11,559 0 0
CARETRUST REIT INC COM 14174T107 3,964 214,195 SH   DFND 21 105,032 0 109,163
CARLISLE COS INC COM 142339100 13,208 138,451 SH   DFND 17 110,848 0 27,603
CARLISLE COS INC COM 142339100 595 6,235 SH   DFND 20 6,235 0 0
CARLISLE COS INC COM 142339100 2,502 26,319 SH   DFND 21 26,319 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1,497 75,800 SH   DFND 17 75,800 0 0
CARMAX INC COM 143130102 10,610 168,251 SH   DFND 4 168,251 0 0
CARMAX INC COM 143130102 49 774 SH   DFND 17 774 0 0
CARMAX INC COM 143130102 1,887 30,314 SH   DFND 21 30,314 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 70,637 1,077,269 SH   DFND 3 1,077,269 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 10,491 160,000 SH   DFND 4 160,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 21,132 324,345 SH   DFND 17 324,345 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 12,367 188,441 SH   DFND 21 109,087 0 79,354
CARNIVAL CORP CALL 143658900 3,574 54,500 SH Call DFND 4 54,500 0 0
CARNIVAL CORP PUT 143658950 20,733 316,200 SH Put DFND 4 316,200 0 0
CARNIVAL PLC ADR 14365C103 4,536 69,091 SH   DFND 17 69,091 0 0
CAROLINA FINL CORP NEW COM 143873107 954 29,516 SH   DFND 17 22,120 0 7,396
CARRIAGE SVCS INC COM 143905107 4,595 170,431 SH   DFND 17 162,931 0 7,500
CARROLS RESTAURANT GROUP INC COM 14574X104 4,164 339,933 SH   DFND 17 327,741 0 12,192
CARS COM INC COM 14575E105 550 21,982 SH   DFND 21 14,564 0 7,418
CARTER INC COM 146229109 17,594 197,800 SH   DFND 3 197,800 0 0
CARTER INC COM 146229109 8,078 90,840 SH   DFND 17 74,074 0 16,766
CARTER INC COM 146229109 971 10,917 SH   DFND 21 5,319 0 5,598
CASELLA WASTE SYS INC CL A 147448104 1,884 114,809 SH   DFND 17 38,555 0 76,254
CATALENT INC COM 148806102 14,839 422,770 SH   DFND 17 310,453 0 112,317
CATERPILLAR INC DEL COM 149123101 4,173 38,832 SH   DFND 4 38,832 0 0
CATERPILLAR INC DEL COM 149123101 191,389 1,782,060 SH   DFND 17 1,777,540 0 4,520
CATERPILLAR INC DEL COM 149123101 1,584 14,996 SH   DFND 21 14,996 0 0
CATERPILLAR INC DEL COM 149123101 69 652 SH   DFND 24 652 0 0
CATERPILLAR INC DEL CALL 149123901 5,083 47,300 SH Call DFND 4 47,300 0 0
CATERPILLAR INC DEL PUT 149123951 78,747 732,800 SH Put DFND 4 732,800 0 0
CATO CORP NEW CL A 149205106 1,462 83,100 SH   DFND 17 0 0 83,100
CATO CORP NEW CL A 149205106 325 18,225 SH   DFND 21 11,537 0 6,688
CAVCO INDS INC DEL COM 149568107 828 6,384 SH   DFND 17 6,384 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 7,795 108,115 SH   DFND 17 87,660 0 20,455
CELANESE CORP DEL COM SER A 150870103 7,861 82,800 SH   DFND 3 82,800 0 0
CELANESE CORP DEL COM SER A 150870103 74 775 SH   DFND 17 0 0 775
CELANESE CORP DEL COM SER A 150870103 373 3,924 SH   DFND 20 3,924 0 0
CELANESE CORP DEL COM SER A 150870103 4,124 43,582 SH   DFND 21 30,638 0 12,944
CELESTICA INC SUB VTG SHS 15101Q108 892 65,762 SH   DFND 17 31,773 0 33,989
CELESTICA INC SUB VTG SHS 15101Q108 227 16,725 SH   DFND 20 16,725 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,947 143,427 SH   DFND 21 131,334 0 12,093
CELGENE CORP COM 151020104 121,816 935,230 SH   DFND 17 783,838 0 151,392
CELGENE CORP COM 151020104 73,900 568,396 SH   DFND 21 474,263 0 94,133
CELGENE CORP COM 151020104 16,370 124,300 SH   DFND 24 124,300 0 0
CELGENE CORP CALL 151020904 19,468 149,900 SH Call DFND 4 149,900 0 0
CELGENE CORP PUT 151020954 102,532 789,500 SH Put DFND 4 789,500 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 49,994 41,960,000 PRN   DFND 17 41,960,000 0 0
CENTENE CORP DEL COM 15135B101 10,868 136,048 SH   DFND 17 109,513 0 26,535
CENTENE CORP DEL COM 15135B101 220 2,751 SH   DFND 20 2,751 0 0
CENTENE CORP DEL COM 15135B101 28,212 353,060 SH   DFND 21 278,155 0 74,905
CENOVUS ENERGY INC COM 15135U109 2,987 409,232 SH   DFND 21 107,679 0 301,553
CENTERPOINT ENERGY INC COM 15189T107 13,423 490,233 SH   DFND 17 484,483 0 5,750
CENTERPOINT ENERGY INC COM 15189T107 698 25,492 SH   DFND 20 25,492 0 0
CENTERPOINT ENERGY INC COM 15189T107 71,422 2,603,423 SH   DFND 21 1,504,761 0 1,098,662
CENTERSTATE BANKS INC COM 15201P109 17,651 710,033 SH   DFND 17 578,553 0 131,480
CENTERSTATE BANKS INC COM 15201P109 183 7,344 SH   DFND 20 7,344 0 0
CENTERSTATE BANKS INC COM 15201P109 3,146 126,392 SH   DFND 21 119,623 0 6,769
CENTRAL GARDEN & PET CO COM 153527106 2,283 71,830 SH   DFND 17 53,265 0 18,565
CENTRAL GARDEN & PET CO COM 153527106 385 12,111 SH   DFND 21 12,111 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 203 6,764 SH   DFND 17 6,764 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 217 7,230 SH   DFND 20 7,230 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 6,795 225,256 SH   DFND 21 183,869 0 41,387
CENTURY CMNTYS INC COM 156504300 1,293 52,151 SH   DFND 17 46,787 0 5,364
CENTURY CMNTYS INC COM 156504300 694 27,994 SH   DFND 21 0 0 27,994
CENTURYLINK INC COM 156700106 10,640 445,561 SH   DFND 17 148,861 0 296,700
CENTURYLINK INC COM 156700106 44,412 1,846,043 SH   DFND 21 1,596,946 0 249,097
CENTURYLINK INC COM 156700106 132 5,547 SH   DFND 25 5,547 0 0
CENTURYLINK INC PUT 156700956 8,836 370,000 SH   DFND 21 370,000 0 0
CERNER CORP CALL 156782904 432 6,500 SH Call DFND 4 6,500 0 0
CERNER CORP PUT 156782954 2,759 41,500 SH Put DFND 4 41,500 0 0
CEVA INC COM 157210105 5,494 120,883 SH   DFND 17 100,171 0 20,712
CHARLES RIV LABS INTL INC COM 159864107 19,333 191,131 SH   DFND 17 151,141 0 39,990
CHARLES RIV LABS INTL INC COM 159864107 377 3,726 SH   DFND 20 3,726 0 0
CHARLES RIV LABS INTL INC COM 159864107 7,352 72,560 SH   DFND 21 60,007 0 12,553
CHART INDS INC COM PAR $0.01 16115Q308 1,432 41,384 SH   DFND 21 41,384 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,735 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 7,345 21,806 SH   DFND 4 21,806 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,777 14,182 SH   DFND 17 14,182 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 765 2,279 SH   DFND 21 2,279 0 0
CHARTER COMMUNICATIONS INC N CALL 16119P908 6,636 19,700 SH Call DFND 4 19,700 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 100,146 297,300 SH Put DFND 4 297,300 0 0
CHARTER FINL CORP MD COM 16122W108 646 35,865 SH   DFND 17 35,865 0 0
CHEESECAKE FACTORY INC COM 163072101 55 1,100 SH   DFND 17 1,100 0 0
CHEESECAKE FACTORY INC COM 163072101 729 14,377 SH   DFND 21 6,366 0 8,011
CHEMED CORP NEW COM 16359R103 2,731 13,351 SH   DFND 17 1,745 0 11,606
CHEMED CORP NEW COM 16359R103 1,914 9,324 SH   DFND 21 9,324 0 0
CHEMICAL FINL CORP COM 163731102 56 1,161 SH   DFND 17 1,161 0 0
CHEMICAL FINL CORP COM 163731102 1,102 22,720 SH   DFND 21 0 0 22,720
CHEMOURS CO COM 163851108 110,954 2,931,874 SH   DFND 17 2,880,514 0 51,360
CHEMOURS CO COM 163851108 1,948 52,470 SH   DFND 21 38,478 0 13,992
CHEMOURS CO COM 163851108 870 24,500 SH   DFND 24 24,500 0 0
CHENIERE ENERGY INC COM NEW 16411R208 8,281 170,000 SH   DFND 4 170,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 182 3,746 SH   DFND 21 3,746 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 101,318 144,225,000 PRN   DFND 17 136,090,000 0 8,135,000
CHERRY HILL MTG INVT CORP COM 164651101 269 14,540 SH   DFND 17 14,540 0 0
CHESAPEAKE ENERGY CORP COM 165167107 40,455 8,139,856 SH   DFND 17 8,139,856 0 0
CHEVRON CORP NEW COM 166764100 69,412 665,313 SH   DFND 3 665,313 0 0
CHEVRON CORP NEW COM 166764100 63,814 611,659 SH   DFND 4 611,659 0 0
CHEVRON CORP NEW COM 166764100 60,962 584,705 SH   DFND 17 565,750 0 18,955
CHEVRON CORP NEW COM 166764100 128,405 1,230,882 SH   DFND 21 898,226 0 332,656
CHEVRON CORP NEW COM 166764100 1,922 18,458 SH   DFND 24 18,458 0 0
CHEVRON CORP NEW COM 166764100 121 1,156 SH   DFND 25 1,156 0 0
CHEVRON CORP NEW CALL 166764900 13,271 127,200 SH Call DFND 4 127,200 0 0
CHEVRON CORP NEW PUT 166764950 207,867 1,992,400 SH Put DFND 4 1,992,400 0 0
CHICOS FAS INC COM 168615102 147 15,586 SH   DFND 20 15,586 0 0
CHICOS FAS INC COM 168615102 1,044 113,525 SH   DFND 21 113,525 0 0
CHILDRENS PL INC COM 168905107 1,416 13,870 SH   DFND 17 13,870 0 0
CHILDRENS PL INC COM 168905107 13,062 127,755 SH   DFND 21 79,940 0 47,815
CHIMERA INVT CORP COM NEW 16934Q208 8,310 446,047 SH   DFND 17 147,055 0 298,992
CHIMERA INVT CORP COM NEW 16934Q208 242 13,000 SH   DFND 20 13,000 0 0
CHIMERA INVT CORP COM NEW 16934Q208 30,062 1,612,582 SH   DFND 21 869,159 0 743,423
CHINA BIOLOGIC PRODS INC COM 16938C106 1,157 10,231 SH   DFND 17 10,231 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 1,077 9,641 SH   DFND 21 9,641 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,823 148,321 SH   DFND 17 148,321 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5,605 105,717 SH   DFND 21 105,717 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 668 8,500 SH   DFND 17 0 0 8,500
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 424 5,389 SH   DFND 21 5,389 0 0
CHURCH & DWIGHT INC COM 171340102 55 1,051 SH   DFND 17 1,051 0 0
CHURCH & DWIGHT INC COM 171340102 1,091 21,022 SH   DFND 21 0 0 21,022
CHURCHILL DOWNS INC COM 171484108 1,081 5,895 SH   DFND 17 5,895 0 0
CHUYS HLDGS INC COM 171604101 1,213 51,858 SH   DFND 17 51,858 0 0
CIENA CORP COM NEW 171779309 912 36,461 SH   DFND 17 36,461 0 0
CINCINNATI FINL CORP COM 172062101 7,528 103,906 SH   DFND 17 10,968 0 92,938
CINCINNATI FINL CORP COM 172062101 3,719 51,353 SH   DFND 21 51,353 0 0
CINEMARK HOLDINGS INC COM 17243V102 13,845 360,284 SH   DFND 21 302,566 0 57,718
CIRRUS LOGIC INC COM 172755100 14,939 238,188 SH   DFND 17 233,620 0 4,568
CIRRUS LOGIC INC COM 172755100 405 6,455 SH   DFND 20 6,455 0 0
CIRRUS LOGIC INC COM 172755100 39,452 626,234 SH   DFND 21 503,506 0 122,728
CIRRUS LOGIC INC COM 172755100 75 1,189 SH   DFND 25 1,189 0 0
CISCO SYS INC COM 17275R102 76,325 2,438,503 SH   DFND 3 2,438,503 0 0
CISCO SYS INC COM 17275R102 30,248 966,385 SH   DFND 4 966,385 0 0
CISCO SYS INC COM 17275R102 92,731 2,960,305 SH   DFND 17 2,223,294 0 737,011
CISCO SYS INC COM 17275R102 1,858 59,360 SH   DFND 20 59,360 0 0
CISCO SYS INC COM 17275R102 251,650 8,023,595 SH   DFND 21 5,673,074 0 2,350,521
CISCO SYS INC COM 17275R102 475 15,164 SH   DFND 25 15,164 0 0
CISCO SYS INC CALL 17275R902 25,353 810,000 SH Call DFND 4 810,000 0 0
CISCO SYS INC PUT 17275R952 101,487 3,242,400 SH Put DFND 4 3,242,400 0 0
CINTAS CORP COM 172908105 10,545 83,666 SH   DFND 17 19,963 0 63,703
CINTAS CORP COM 172908105 22,021 176,420 SH   DFND 21 176,420 0 0
CITIGROUP INC COM NEW 172967424 78,040 1,166,868 SH   DFND 3 1,166,868 0 0
CITIGROUP INC COM NEW 172967424 176,609 2,640,683 SH   DFND 4 2,640,683 0 0
CITIGROUP INC COM NEW 172967424 68,361 1,021,568 SH   DFND 17 769,729 0 251,839
CITIGROUP INC COM NEW 172967424 2,288 34,217 SH   DFND 20 34,217 0 0
CITIGROUP INC COM NEW 172967424 293,236 4,380,170 SH   DFND 21 3,105,154 0 1,275,016
CITIGROUP INC COM NEW 172967424 299 4,473 SH   DFND 25 4,473 0 0
CITIGROUP INC CALL 172967904 33,855 506,200 SH Call DFND 4 506,200 0 0
CITIGROUP INC PUT 172967954 204,847 3,062,900 SH Put DFND 4 3,062,900 0 0
CITIZENS FINL GROUP INC COM 174610105 2,956 82,857 SH   DFND 4 82,857 0 0
CITIZENS FINL GROUP INC COM 174610105 23,374 655,108 SH   DFND 17 632,028 0 23,080
CITIZENS FINL GROUP INC COM 174610105 35,852 1,005,257 SH   DFND 21 1,005,257 0 0
CITIZENS FINL GROUP INC CALL 174610905 724 20,300 SH Call DFND 4 20,300 0 0
CITIZENS FINL GROUP INC PUT 174610955 18,436 516,700 SH Put DFND 4 516,700 0 0
CITRIX SYS INC COM 177376100 222 2,792 SH   DFND 17 2,792 0 0
CITRIX SYS INC COM 177376100 349 4,394 SH   DFND 21 4,394 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 108,351 89,590,000 PRN   DFND 17 84,550,000 0 5,040,000
CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 4,859 244,300 SH   DFND 17 244,300 0 0
CLIFFS NAT RES INC COM 18683K101 668 96,533 SH   DFND 17 96,533 0 0
CLOROX CO DEL COM 189054109 1,094 8,208 SH   DFND 17 8,208 0 0
CLOROX CO DEL COM 189054109 550 4,126 SH   DFND 21 518 0 3,608
CLOVIS ONCOLOGY INC COM 189464100 10,310 110,993 SH   DFND 17 100,358 0 10,635
CLOVIS ONCOLOGY INC COM 189464100 2,852 31,000 SH   DFND 24 31,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 57,752 34,400,000 PRN   DFND 17 31,525,000 0 2,875,000
COACH INC COM 189754104 6,201 130,984 SH   DFND 17 106,264 0 24,720
COACH INC COM 189754104 151 3,233 SH   DFND 21 3,233 0 0
COCA COLA CO COM 191216100 16,575 369,558 SH   DFND 4 369,558 0 0
COCA COLA CO COM 191216100 85,504 1,906,441 SH   DFND 17 1,879,941 0 26,500
COCA COLA CO COM 191216100 22,150 493,994 SH   DFND 21 404,171 0 89,823
COCA COLA CO CALL 191216900 15,298 341,100 SH Call DFND 4 341,100 0 0
COCA COLA CO PUT 191216950 158,168 3,526,600 SH Put DFND 4 3,526,600 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 318 3,750 SH   DFND 21 3,750 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 405 10,238 SH   DFND 21 10,238 0 0
COGNEX CORP COM 192422103 13,019 153,342 SH   DFND 17 60,545 0 92,797
COGNEX CORP COM 192422103 145 1,682 SH   DFND 21 1,682 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 19,003 286,193 SH   DFND 17 194,738 0 91,455
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 8,340 125,600 SH Call DFND 4 125,600 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 34,953 526,400 SH Put DFND 4 526,400 0 0
COHERENT INC COM 192479103 39,017 173,418 SH   DFND 17 122,732 0 50,686
COHERENT INC COM 192479103 459 2,042 SH   DFND 20 2,042 0 0
COHERENT INC COM 192479103 17,226 77,199 SH   DFND 21 64,602 0 12,597
COLGATE PALMOLIVE CO COM 194162103 5,347 72,131 SH   DFND 4 72,131 0 0
COLGATE PALMOLIVE CO COM 194162103 1,842 24,846 SH   DFND 17 24,846 0 0
COLGATE PALMOLIVE CO COM 194162103 56,078 756,529 SH   DFND 21 508,452 0 248,077
COLGATE PALMOLIVE CO COM 194162103 763 10,300 SH   DFND 24 10,300 0 0
COLGATE PALMOLIVE CO CALL 194162903 6,916 93,300 SH Call DFND 4 93,300 0 0
COLGATE PALMOLIVE CO PUT 194162953 83,871 1,131,400 SH Put DFND 4 1,131,400 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 12,689 900,543 SH   DFND 17 900,543 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 172 12,187 SH   DFND 21 12,187 0 0
COLONY STARWOOD HOMES COM 19625X102 6,540 190,602 SH   DFND 4 190,602 0 0
COMFORT SYS USA INC COM 199908104 40,825 1,100,400 SH   DFND 3 1,100,400 0 0
COMFORT SYS USA INC COM 199908104 1,911 51,742 SH   DFND 17 38,327 0 13,415
COMCAST CORP NEW CL A 20030N101 9,781 251,301 SH   DFND 4 248,571 0 2,730
COMCAST CORP NEW CL A 20030N101 297,998 7,656,998 SH   DFND 17 7,169,296 0 487,702
COMCAST CORP NEW CL A 20030N101 2,393 61,474 SH   DFND 20 61,474 0 0
COMCAST CORP NEW CL A 20030N101 251,040 6,452,670 SH   DFND 21 4,482,187 0 1,970,483
COMCAST CORP NEW CL A 20030N101 596 15,310 SH   DFND 25 15,310 0 0
COMCAST CORP NEW CALL 20030N901 24,302 624,400 SH Call DFND 4 624,400 0 0
COMCAST CORP NEW PUT 20030N951 163,670 4,205,300 SH Put DFND 4 4,205,300 0 0
COMERICA INC COM 200340107 7,793 106,400 SH   DFND 3 106,400 0 0
COMERICA INC COM 200340107 53 726 SH   DFND 17 726 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 4,825 508,125 SH   DFND 17 447,925 0 60,200
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 188 25,600 SH   DFND 17 0 0 25,600
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 915 79,538 SH   DFND 17 79,538 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 14,399 1,253,373 SH   DFND 21 1,225,666 0 27,707
CONAGRA BRANDS INC COM 205887102 192 5,379 SH   DFND 17 1,704 0 3,675
CONAGRA BRANDS INC COM 205887102 15,923 441,319 SH   DFND 21 441,319 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 1,671 119,750 SH   DFND 17 115,713 0 4,037
CONCHO RES INC COM 20605P101 3,609 29,699 SH   DFND 4 29,699 0 0
CONCHO RES INC COM 20605P101 18,267 150,311 SH   DFND 17 150,311 0 0
CONCHO RES INC COM 20605P101 41 342 SH   DFND 21 342 0 0
CONCHO RES INC COM 20605P101 2,087 17,300 SH   DFND 24 17,300 0 0
CONCHO RES INC CALL 20605P901 1,969 16,200 SH Call DFND 4 16,200 0 0
CONCHO RES INC PUT 20605P951 12,408 102,100 SH Put DFND 4 102,100 0 0
CONDUENT INC COM 206787103 3,223 202,171 SH   DFND 17 60,201 0 141,970
CONDUENT INC COM 206787103 996 62,567 SH   DFND 21 52,932 0 9,635
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 34,444 1,817,628 SH   DFND 3 1,817,628 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 79 4,190 SH   DFND 17 4,190 0 0
CONOCOPHILLIPS COM 20825C104 3,433 78,100 SH   DFND 3 78,100 0 0
CONOCOPHILLIPS COM 20825C104 15,473 351,970 SH   DFND 4 351,970 0 0
CONOCOPHILLIPS COM 20825C104 2,044 46,418 SH   DFND 17 46,418 0 0
CONOCOPHILLIPS COM 20825C104 2,701 61,403 SH   DFND 21 44,608 0 16,795
CONOCOPHILLIPS CALL 20825C904 7,882 179,300 SH Call DFND 4 179,300 0 0
CONOCOPHILLIPS PUT 20825C954 45,635 1,038,100 SH Put DFND 4 1,038,100 0 0
CONSOLIDATED EDISON INC COM 209115104 10,660 131,892 SH   DFND 17 20,152 0 111,740
CONSOLIDATED EDISON INC COM 209115104 28,105 347,720 SH   DFND 21 299,172 0 48,548
CONSOLIDATED EDISON INC COM 209115104 159 1,967 SH   DFND 25 1,967 0 0
CONSOLIDATED EDISON INC CALL 209115904 4,833 59,800 SH Call DFND 4 59,800 0 0
CONSOLIDATED EDISON INC PUT 209115954 28,828 356,700 SH Put DFND 4 356,700 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 328 5,765 SH   DFND 17 5,765 0 0
CONSTELLATION BRANDS INC CL A 21036P108 64,344 332,174 SH   DFND 17 327,470 0 4,704
CONSTELLATION BRANDS INC CL A 21036P108 58 299 SH   DFND 21 299 0 0
CONSTELLATION BRANDS INC CL A 21036P108 3,567 18,500 SH   DFND 24 18,500 0 0
CONSTELLATION BRANDS INC CALL 21036P908 4,475 23,100 SH Call DFND 4 23,100 0 0
CONSTELLATION BRANDS INC PUT 21036P958 60,870 314,200 SH Put DFND 4 314,200 0 0
CONTINENTAL RESOURCES INC COM 212015101 14,670 454,613 SH   DFND 17 450,910 0 3,703
CONTINENTAL RESOURCES INC COM 212015101 1,011 31,800 SH   DFND 24 31,800 0 0
CONTROL4 CORP COM 21240D107 57 2,932 SH   DFND 17 2,932 0 0
CONTROL4 CORP COM 21240D107 394 20,208 SH   DFND 21 17,943 0 2,265
CONVERGYS CORP COM 212485106 34,086 1,433,389 SH   DFND 3 1,433,389 0 0
CONVERGYS CORP COM 212485106 2,491 104,732 SH   DFND 17 68,026 0 36,706
CONVERGYS CORP COM 212485106 668 28,110 SH   DFND 20 28,110 0 0
CONVERGYS CORP COM 212485106 21,529 899,925 SH   DFND 21 745,915 0 154,010
CONVERGYS CORP COM 212485106 36 1,516 SH   DFND 25 1,516 0 0
COOPER COS INC COM NEW 216648402 1,614 6,741 SH   DFND 17 5,861 0 880
COOPER COS INC COM NEW 216648402 2,545 10,629 SH   DFND 20 10,629 0 0
COOPER COS INC COM NEW 216648402 15,552 65,441 SH   DFND 21 32,832 0 32,609
COOPER STD HLDGS INC COM 21676P103 1,476 14,632 SH   DFND 17 11,163 0 3,469
COOPER STD HLDGS INC COM 21676P103 161 1,600 SH   DFND 20 1,600 0 0
COOPER STD HLDGS INC COM 21676P103 20,730 205,692 SH   DFND 21 126,949 0 78,743
COOPER TIRE & RUBR CO COM 216831107 4,806 133,058 SH   DFND 21 46,254 0 86,804
COPART INC COM 217204106 781 24,552 SH   DFND 17 24,552 0 0
COPART INC COM 217204106 2,230 70,252 SH   DFND 21 70,252 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 761 120,720 SH   DFND 17 116,881 0 3,839
CORCEPT THERAPEUTICS INC COM 218352102 224 18,885 SH   DFND 21 18,885 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 621 18,501 SH   DFND 21 18,501 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 24,285 679,310 SH   DFND 17 679,310 0 0
CORNING INC COM 219350105 8,609 286,500 SH   DFND 3 286,500 0 0
CORNING INC COM 219350105 176,585 5,876,364 SH   DFND 17 5,538,420 0 337,944
CORNING INC COM 219350105 1,159 38,574 SH   DFND 20 38,574 0 0
CORNING INC COM 219350105 98,142 3,246,871 SH   DFND 21 2,249,515 0 997,356
CORNING INC CALL 219350905 5,670 188,700 SH Call DFND 4 188,700 0 0
CORNING INC PUT 219350955 13,324 443,400 SH Put DFND 4 443,400 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 7,006 200,000 SH   DFND 4 200,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 12,284 76,807 SH   DFND 4 76,807 0 0
COSTCO WHSL CORP NEW COM 22160K105 173,260 1,083,600 SH   DFND 17 1,020,762 0 62,838
COSTCO WHSL CORP NEW COM 22160K105 4,551 28,477 SH   DFND 21 13,000 0 15,477
COSTCO WHSL CORP NEW CALL 22160K905 12,826 80,200 SH Call DFND 4 80,200 0 0
COSTCO WHSL CORP NEW PUT 22160K955 96,294 602,100 SH Put DFND 4 602,100 0 0
COTIVITI HLDGS INC COM 22164K101 305 8,179 SH   DFND 21 8,179 0 0
COUSINS PPTYS INC COM 222795106 23,976 2,727,600 SH   DFND 3 2,727,600 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 76 455 SH   DFND 17 455 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 557 3,318 SH   DFND 21 2,473 0 845
CRANE CO COM 224399105 51,323 646,545 SH   DFND 3 646,545 0 0
CRANE CO COM 224399105 6,524 83,031 SH   DFND 17 83,031 0 0
CRANE CO COM 224399105 118 1,486 SH   DFND 21 1,486 0 0
CRAWFORD & CO CL A 224633206 320 41,182 SH   DFND 17 41,182 0 0
CRAWFORD & CO CL A 224633206 1,348 175,543 SH   DFND 21 156,034 0 19,509
CREDIT ACCEP CORP MICH COM 225310101 927 3,605 SH   DFND 17 3,605 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,341 9,104 SH   DFND 21 9,104 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 51,118 3,501,266 SH   DFND 4 3,501,266 0 0
CRESCENT PT ENERGY CORP COM 22576C101 3 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 268 35,116 SH   DFND 21 0 0 35,116
CRITEO S A SPONS ADS 226718104 121,116 2,469,230 SH   DFND 17 2,404,135 0 65,095
CRITEO S A SPONS ADS 226718104 36,504 746,421 SH   DFND 21 714,777 0 31,644
CROSS CTRY HEALTHCARE INC COM 227483104 3,330 257,952 SH   DFND 17 248,807 0 9,145
CROWN CASTLE INTL CORP NEW COM 22822V101 227 2,266 SH   DFND 17 2,266 0 0
CROWN CASTLE INTL CORP NEW CALL 22822V901 5,710 57,000 SH Call DFND 4 57,000 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 38,409 383,400 SH Put DFND 4 383,400 0 0
CRYOLIFE INC COM 228903100 3,483 174,610 SH   DFND 17 169,075 0 5,535
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 5 100 SH   DFND 17 100 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 104 1,934 SH   DFND 21 1,934 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 646 12,000 SH   DFND 24 12,000 0 0
CUBESMART COM 229663109 5,807 241,554 SH   DFND 4 241,554 0 0
CUBESMART COM 229663109 124 5,160 SH   DFND 17 0 0 5,160
CUBESMART COM 229663109 9,180 383,740 SH   DFND 21 383,740 0 0
CULLEN FROST BANKERS INC COM 229899109 115 1,226 SH   DFND 20 1,226 0 0
CULLEN FROST BANKERS INC COM 229899109 737 7,834 SH   DFND 21 3,596 0 4,238
CUMMINS INC COM 231021106 11,050 68,115 SH   DFND 3 68,115 0 0
CUMMINS INC COM 231021106 1,086 6,694 SH   DFND 4 6,694 0 0
CUMMINS INC COM 231021106 1,996 12,460 SH   DFND 17 12,460 0 0
CUMMINS INC COM 231021106 985 6,072 SH   DFND 20 6,072 0 0
CUMMINS INC COM 231021106 16,147 100,405 SH   DFND 21 88,876 0 11,529
CUMMINS INC CALL 231021906 3,066 18,900 SH Call DFND 4 18,900 0 0
CUMMINS INC PUT 231021956 36,191 223,100 SH Put DFND 4 223,100 0 0
CURIS INC COM 231269101 589 311,887 SH   DFND 17 301,958 0 9,929
CURTISS WRIGHT CORP COM 231561101 248 2,701 SH   DFND 21 0 0 2,701
CUTERA INC COM 232109108 4,228 163,254 SH   DFND 17 158,088 0 5,166
CYBEROPTICS CORP COM 232517102 1,958 94,841 SH   DFND 17 91,713 0 3,128
CYPRESS SEMICONDUCTOR CORP COM 232806109 7,575 554,940 SH   DFND 17 379,320 0 175,620
CYTOKINETICS INC COM NEW 23282W605 1,265 104,538 SH   DFND 17 101,148 0 3,390
CYRUSONE INC COM 23283R100 34,484 618,542 SH   DFND 3 618,542 0 0
CYRUSONE INC COM 23283R100 6 100 SH   DFND 17 100 0 0
DMC GLOBAL INC COM 23291C103 1,115 85,142 SH   DFND 17 76,390 0 8,752
DCT INDUSTRIAL TRUST INC COM NEW 233153204 7,757 145,153 SH   DFND 4 145,153 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,466 102,285 SH   DFND 17 82,800 0 19,485
DDR CORP COM 23317H102 5,397 595,000 SH   DFND 4 595,000 0 0
D R HORTON INC COM 23331A109 7,343 212,400 SH   DFND 3 212,400 0 0
D R HORTON INC COM 23331A109 539 15,583 SH   DFND 17 15,583 0 0
D R HORTON INC COM 23331A109 258 7,458 SH   DFND 20 7,458 0 0
D R HORTON INC COM 23331A109 4,343 126,134 SH   DFND 21 99,260 0 26,874
DST SYS INC DEL COM 233326107 34,345 556,650 SH   DFND 3 556,650 0 0
DST SYS INC DEL COM 233326107 3,277 53,405 SH   DFND 17 40,885 0 12,520
DST SYS INC DEL COM 233326107 12,876 209,756 SH   DFND 21 124,146 0 85,610
DST SYS INC DEL COM 233326107 84 1,366 SH   DFND 25 1,366 0 0
DTE ENERGY CO COM 233331107 10,181 96,235 SH   DFND 17 89,689 0 6,546
DTE ENERGY CO COM 233331107 918 8,675 SH   DFND 20 8,675 0 0
DTE ENERGY CO COM 233331107 43,901 414,750 SH   DFND 21 290,516 0 124,234
DTE ENERGY CO COM 233331107 196 1,851 SH   DFND 25 1,851 0 0
DTE ENERGY CO CALL 233331907 1,016 9,600 SH Call DFND 4 9,600 0 0
DTE ENERGY CO PUT 233331957 2,782 26,300 SH Put DFND 4 26,300 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 276 7,990 SH   DFND 17 0 0 7,990
DXC TECHNOLOGY CO COM 23355L106 1,804 23,509 SH   DFND 4 23,509 0 0
DXC TECHNOLOGY CO COM 23355L106 107,481 1,400,490 SH   DFND 17 1,044,944 0 355,546
DXC TECHNOLOGY CO COM 23355L106 149 1,947 SH   DFND 20 1,947 0 0
DXC TECHNOLOGY CO COM 23355L106 58,397 749,569 SH   DFND 21 666,988 0 82,581
DXC TECHNOLOGY CO COM 23355L106 44 575 SH   DFND 25 575 0 0
DXC TECHNOLOGY CO CALL 23355L906 2,440 31,800 SH Call DFND 4 31,800 0 0
DXC TECHNOLOGY CO PUT 23355L956 7,043 91,800 SH Put DFND 4 91,800 0 0
DANA INCORPORATED COM 235825205 35,616 1,595,000 SH   DFND 3 1,595,000 0 0
DANA INCORPORATED COM 235825205 4,504 201,684 SH   DFND 17 165,629 0 36,055
DANA INCORPORATED COM 235825205 3,943 176,598 SH   DFND 21 161,511 0 15,087
DANAHER CORP DEL COM 235851102 5,880 69,681 SH   DFND 4 69,681 0 0
DANAHER CORP DEL COM 235851102 91,076 1,079,272 SH   DFND 17 961,228 0 118,044
DANAHER CORP DEL COM 235851102 1,164 13,794 SH   DFND 20 13,794 0 0
DANAHER CORP DEL COM 235851102 53,840 639,739 SH   DFND 21 513,467 0 126,272
DANAHER CORP DEL COM 235851102 5,536 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL CALL 235851902 4,557 54,000 SH Call DFND 4 54,000 0 0
DANAHER CORP DEL PUT 235851952 49,858 590,800 SH Put DFND 4 590,800 0 0
DARDEN RESTAURANTS INC COM 237194105 5,069 56,053 SH   DFND 17 55,773 0 280
DARDEN RESTAURANTS INC COM 237194105 536 5,923 SH   DFND 20 5,923 0 0
DARDEN RESTAURANTS INC COM 237194105 30,967 340,074 SH   DFND 21 313,050 0 27,024
DATAWATCH CORP COM NEW 237917208 1,028 110,547 SH   DFND 17 99,232 0 11,315
DAVE & BUSTERS ENTMT INC COM 238337109 14,495 217,939 SH   DFND 17 176,443 0 41,496
DAVE & BUSTERS ENTMT INC COM 238337109 680 10,217 SH   DFND 21 2,416 0 7,801
DAVITA INC COM 23918K108 52 808 SH   DFND 17 808 0 0
DAVITA INC COM 23918K108 232 3,588 SH   DFND 21 3,588 0 0
DEAN FOODS CO NEW COM NEW 242370203 3,830 225,287 SH   DFND 17 211,313 0 13,974
DEAN FOODS CO NEW COM NEW 242370203 280 16,444 SH   DFND 20 16,444 0 0
DEAN FOODS CO NEW COM NEW 242370203 14,801 870,292 SH   DFND 21 630,836 0 239,456
DEAN FOODS CO NEW COM NEW 242370203 2,130 124,000 SH   DFND 24 124,000 0 0
DEAN FOODS CO NEW COM NEW 242370203 74 4,381 SH   DFND 25 4,381 0 0
DEERE & CO COM 244199105 138,380 1,119,669 SH   DFND 17 1,119,669 0 0
DEERE & CO COM 244199105 10,668 86,601 SH   DFND 21 75,992 0 10,609
DEERE & CO COM 244199105 12,008 98,500 SH   DFND 24 98,500 0 0
DEERE & CO CALL 244199905 6,538 52,900 SH Call DFND 4 52,900 0 0
DEERE & CO PUT 244199955 48,225 390,200 SH Put DFND 4 390,200 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 403 25,015 SH   DFND 21 0 0 25,015
DELEK US HLDGS INC COM 246647101 991 37,373 SH   DFND 21 34,585 0 2,788
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 17,298 528,196 SH   DFND 3 528,196 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 299 4,890 SH   DFND 17 4,371 0 519
DELL TECHNOLOGIES INC COM CL V 24703L103 683 11,192 SH   DFND 21 9,267 0 1,925
DELTA AIR LINES INC DEL COM NEW 247361702 847 15,769 SH   DFND 4 15,769 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 36,419 677,416 SH   DFND 17 669,251 0 8,165
DELTA AIR LINES INC DEL COM NEW 247361702 33,929 632,235 SH   DFND 21 600,003 0 32,232
DELTA AIR LINES INC DEL CALL 247361902 7,395 137,600 SH Call DFND 4 137,600 0 0
DELTA AIR LINES INC DEL PUT 247361952 41,428 770,900 SH Put DFND 4 770,900 0 0
DENBURY RES INC COM NEW 247916208 986 644,621 SH   DFND 17 644,621 0 0
DELUXE CORP COM 248019101 39,580 571,800 SH   DFND 3 571,800 0 0
DELUXE CORP COM 248019101 5,726 82,715 SH   DFND 17 68,631 0 14,084
DELUXE CORP COM 248019101 407 5,877 SH   DFND 20 5,877 0 0
DELUXE CORP COM 248019101 15,608 226,163 SH   DFND 21 142,732 0 83,431
DENTSPLY SIRONA INC COM 24906P109 2,532 39,050 SH   DFND 17 39,050 0 0
DENTSPLY SIRONA INC COM 24906P109 4,940 76,342 SH   DFND 21 56,267 0 20,075
DERMIRA INC COM 24983L104 15 505 SH   DFND 17 505 0 0
DERMIRA INC COM 24983L104 431 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 575 650,000 PRN   DFND 17 650,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,792 118,615 SH   DFND 3 118,615 0 0
DEVON ENERGY CORP NEW COM 25179M103 28,380 887,692 SH   DFND 4 887,692 0 0
DEVON ENERGY CORP NEW COM 25179M103 10,567 331,185 SH   DFND 17 131,895 0 199,290
DEVON ENERGY CORP NEW CALL 25179M903 3,146 98,400 SH Call DFND 4 98,400 0 0
DEVON ENERGY CORP NEW PUT 25179M953 16,998 531,700 SH Put DFND 4 531,700 0 0
DEXCOM INC COM 252131107 60,197 822,794 SH   DFND 17 690,515 0 132,279
DEXCOM INC COM 252131107 114 1,557 SH   DFND 21 1,557 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,741 160,800 SH   DFND 17 160,800 0 0
DIAMONDBACK ENERGY INC COM 25278X109 7,016 78,995 SH   DFND 17 78,995 0 0
DIAMONDBACK ENERGY INC COM 25278X109 387 4,358 SH   DFND 20 4,358 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,133 12,761 SH   DFND 21 12,761 0 0
DIAMONDBACK ENERGY INC COM 25278X109 594 6,800 SH   DFND 24 6,800 0 0
DICKS SPORTING GOODS INC COM 253393102 5,160 129,557 SH   DFND 17 128,362 0 1,195
DICKS SPORTING GOODS INC COM 253393102 10,656 269,851 SH   DFND 21 110,599 0 159,252
DIGITAL RLTY TR INC COM 253868103 24,546 217,316 SH   DFND 4 217,316 0 0
DIGITAL RLTY TR INC COM 253868103 81 714 SH   DFND 17 714 0 0
DIGITALGLOBE INC COM NEW 25389M877 559 16,588 SH   DFND 21 16,588 0 0
DILLARDS INC CL A 254067101 2,714 47,038 SH   DFND 17 47,038 0 0
DILLARDS INC CL A 254067101 1,498 25,526 SH   DFND 21 17,322 0 8,204
DINEEQUITY INC COM 254423106 79 1,793 SH   DFND 17 1,793 0 0
DINEEQUITY INC COM 254423106 147 3,328 SH   DFND 20 3,328 0 0
DINEEQUITY INC COM 254423106 1,357 31,203 SH   DFND 21 17,012 0 14,191
DISNEY WALT CO COM DISNEY 254687106 24,726 232,717 SH   DFND 4 230,788 0 1,929
DISNEY WALT CO COM DISNEY 254687106 167,112 1,572,818 SH   DFND 17 1,566,934 0 5,884
DISNEY WALT CO COM DISNEY 254687106 93,249 879,170 SH   DFND 21 625,601 0 253,569
DISNEY WALT CO COM DISNEY 254687106 68 645 SH   DFND 24 645 0 0
DISNEY WALT CO COM DISNEY 254687106 245 2,305 SH   DFND 25 2,305 0 0
DISNEY WALT CO CALL 254687906 32,332 304,300 SH Call DFND 4 304,300 0 0
DISNEY WALT CO PUT 254687956 166,388 1,566,000 SH Put DFND 4 1,566,000 0 0
DISCOVER FINL SVCS COM 254709108 7,859 126,370 SH   DFND 3 126,370 0 0
DISCOVER FINL SVCS COM 254709108 7,301 117,398 SH   DFND 4 117,398 0 0
DISCOVER FINL SVCS COM 254709108 642 10,426 SH   DFND 17 10,426 0 0
DISCOVER FINL SVCS COM 254709108 25,453 412,132 SH   DFND 21 333,756 0 78,376
DISCOVER FINL SVCS CALL 254709908 2,718 43,700 SH Call DFND 4 43,700 0 0
DISCOVER FINL SVCS PUT 254709958 20,840 335,100 SH Put DFND 4 335,100 0 0
DISH NETWORK CORP CL A 25470M109 5,608 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 59 933 SH   DFND 17 933 0 0
DR REDDYS LABS LTD ADR 256135203 809 19,200 SH   DFND 17 17,400 0 1,800
DR REDDYS LABS LTD ADR 256135203 789 18,823 SH   DFND 21 15,943 0 2,880
DOLBY LABORATORIES INC COM 25659T107 10,509 214,650 SH   DFND 17 173,760 0 40,890
DOLBY LABORATORIES INC COM 25659T107 148 2,987 SH   DFND 21 0 0 2,987
DOLLAR GEN CORP NEW COM 256677105 4,349 60,332 SH   DFND 4 60,332 0 0
DOLLAR GEN CORP NEW COM 256677105 76 1,048 SH   DFND 17 1,048 0 0
DOLLAR GEN CORP NEW CALL 256677905 1,514 21,000 SH Call DFND 4 21,000 0 0
DOLLAR GEN CORP NEW PUT 256677955 19,854 275,400 SH Put DFND 4 275,400 0 0
DOLLAR TREE INC COM 256746108 2,174 31,096 SH   DFND 4 31,096 0 0
DOLLAR TREE INC COM 256746108 33,814 483,613 SH   DFND 17 360,277 0 123,336
DOLLAR TREE INC CALL 256746908 643 9,200 SH Call DFND 4 9,200 0 0
DOLLAR TREE INC PUT 256746958 5,782 82,700 SH Put DFND 4 82,700 0 0
DOMINION DIAMOND CORP COM 257287102 415 33,003 SH   DFND 17 0 0 33,003
DOMINION ENERGY INC COM 25746U109 8,207 107,102 SH   DFND 4 107,102 0 0
DOMINION ENERGY INC COM 25746U109 217 2,830 SH   DFND 17 2,830 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 10,064 200,000 SH   DFND 17 200,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U869 11,950 250,000 SH   DFND 17 250,000 0 0
DOMINION ENERGY INC CALL 25746U909 3,165 41,300 SH Call DFND 4 41,300 0 0
DOMINION ENERGY INC PUT 25746U959 49,503 646,000 SH Put DFND 4 646,000 0 0
DOMINOS PIZZA INC COM 25754A201 5,650 26,708 SH   DFND 17 26,243 0 465
DOMINOS PIZZA INC COM 25754A201 20,300 96,073 SH   DFND 21 91,272 0 4,801
DOMTAR CORP COM NEW 257559203 2,671 69,595 SH   DFND 17 65,854 0 3,741
DOMTAR CORP COM NEW 257559203 16,495 426,143 SH   DFND 21 404,299 0 21,844
DOMTAR CORP COM NEW 257559203 37 973 SH   DFND 25 973 0 0
DONALDSON INC COM 257651109 459 10,088 SH   DFND 21 2,905 0 7,183
DONALDSON INC COM 257651109 9,583 213,040 SH   DFND 24 213,040 0 0
DONEGAL GROUP INC CL A 257701201 1,041 66,956 SH   DFND 21 66,956 0 0
DONNELLEY R R & SONS CO COM 257867200 128 10,396 SH   DFND 21 0 0 10,396
DONNELLEY FINL SOLUTIONS INC COM 25787G100 902 40,000 SH   DFND 21 40,000 0 0
DOUGLAS EMMETT INC COM 25960P109 10,331 270,363 SH   DFND 4 270,363 0 0
DOUGLAS EMMETT INC COM 25960P109 3,637 95,203 SH   DFND 21 0 0 95,203
DOUGLAS DYNAMICS INC COM 25960R105 1,043 31,705 SH   DFND 17 31,705 0 0
DOUGLAS DYNAMICS INC COM 25960R105 623 19,015 SH   DFND 21 14,130 0 4,885
DOW CHEM CO COM 260543103 3,761 59,630 SH   DFND 3 59,630 0 0
DOW CHEM CO COM 260543103 8,024 127,219 SH   DFND 4 127,219 0 0
DOW CHEM CO COM 260543103 102,211 1,621,385 SH   DFND 17 1,285,957 0 335,428
DOW CHEM CO COM 260543103 7,698 122,048 SH   DFND 20 122,048 0 0
DOW CHEM CO COM 260543103 139,711 2,222,901 SH   DFND 21 1,460,143 0 762,758
DOW CHEM CO COM 260543103 3,399 54,200 SH   DFND 24 54,200 0 0
DOW CHEM CO COM 260543103 489 7,754 SH   DFND 25 7,754 0 0
DOW CHEM CO CALL 260543903 4,743 75,200 SH Call DFND 4 75,200 0 0
DOW CHEM CO PUT 260543953 66,387 1,052,600 SH Put DFND 4 1,052,600 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 69,696 764,970 SH   DFND 3 764,970 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 31,175 342,615 SH   DFND 17 253,831 0 88,784
DR PEPPER SNAPPLE GROUP INC COM 26138E109 51,374 564,481 SH   DFND 21 472,663 0 91,818
DR PEPPER SNAPPLE GROUP INC COM 26138E109 288 3,157 SH   DFND 25 3,157 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 4,954 61,385 SH   DFND 4 61,385 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,759 46,569 SH   DFND 17 46,569 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,971 49,319 SH   DFND 21 44,596 0 4,723
DU PONT E I DE NEMOURS & CO COM 263534109 2,543 31,600 SH   DFND 24 31,600 0 0
DU PONT E I DE NEMOURS & CO CALL 263534909 4,487 55,600 SH Call DFND 4 55,600 0 0
DU PONT E I DE NEMOURS & CO PUT 263534959 62,510 774,500 SH Put DFND 4 774,500 0 0
DUCOMMUN INC DEL COM 264147109 932 29,515 SH   DFND 17 26,478 0 3,037
DUCOMMUN INC DEL COM 264147109 1,052 35,261 SH   DFND 21 26,070 0 9,191
DUKE REALTY CORP COM NEW 264411505 850 30,416 SH   DFND 17 30,416 0 0
DUKE REALTY CORP COM NEW 264411505 3,108 111,208 SH   DFND 21 111,208 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,034 60,218 SH   DFND 4 60,218 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 17,667 211,352 SH   DFND 17 163,652 0 47,700
DUKE ENERGY CORP NEW COM NEW 26441C204 220 2,637 SH   DFND 20 2,637 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 28,272 337,659 SH   DFND 21 178,066 0 159,593
DUKE ENERGY CORP NEW CALL 26441C904 6,821 81,600 SH Call DFND 4 81,600 0 0
DUKE ENERGY CORP NEW PUT 26441C954 66,379 794,100 SH Put DFND 4 794,100 0 0
DULUTH HLDGS INC COM CL B 26443V101 1,434 78,759 SH   DFND 17 78,759 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 9,801 160,250 SH   DFND 17 152,417 0 7,833
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 18,446 300,677 SH   DFND 21 276,923 0 23,754
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 85,903 73,895,000 PRN   DFND 17 70,115,000 0 3,780,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 813 84,217 SH   DFND 17 84,217 0 0
DYNEX CAP INC COM NEW 26817Q506 399 56,259 SH   DFND 17 56,259 0 0
DYNEX CAP INC COM NEW 26817Q506 716 100,231 SH   DFND 21 89,766 0 10,465
DYNEGY INC NEW DEL COM 26817R108 305 1,744,959 SH   DFND 4 1,711,264 0 33,695
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 20,004 695,590 SH   DFND 17 695,590 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 381 6,130 SH   DFND 17 6,130 0 0
EMC INS GROUP INC COM 268664109 684 24,620 SH   DFND 17 24,620 0 0
EOG RES INC COM 26875P101 16,172 178,657 SH   DFND 4 178,657 0 0
EOG RES INC COM 26875P101 75,166 830,485 SH   DFND 17 747,116 0 83,369
EOG RES INC COM 26875P101 68,975 762,436 SH   DFND 21 516,987 0 245,449
EOG RES INC COM 26875P101 1,998 22,200 SH   DFND 24 22,200 0 0
EOG RES INC CALL 26875P901 7,341 81,100 SH Call DFND 4 81,100 0 0
EOG RES INC PUT 26875P951 60,087 663,800 SH Put DFND 4 663,800 0 0
EQT CORP COM 26884L109 13,476 230,000 SH   DFND 4 230,000 0 0
EQT CORP COM 26884L109 42 717 SH   DFND 17 717 0 0
EPR PPTYS COM SH BEN INT 26884U109 14 200 SH   DFND 3 200 0 0
EPR PPTYS COM SH BEN INT 26884U109 16,132 224,466 SH   DFND 4 224,466 0 0
EPR PPTYS COM SH BEN INT 26884U109 277 3,820 SH   DFND 17 3,820 0 0
EPR PPTYS COM SH BEN INT 26884U109 399 5,557 SH   DFND 21 0 0 5,557
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 7,888 105,700 SH   DFND 3 105,700 0 0
EAGLE BANCORP INC MD COM 268948106 19,969 315,471 SH   DFND 17 245,070 0 70,401
EAGLE BANCORP INC MD COM 268948106 180 2,842 SH   DFND 21 2,842 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 12,597 331,230 SH   DFND 17 277,840 0 53,390
E TRADE FINANCIAL CORP COM NEW 269246401 490 12,881 SH   DFND 20 12,881 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 16,595 438,938 SH   DFND 21 432,225 0 6,713
EAGLE PHARMACEUTICALS INC COM 269796108 9,455 119,876 SH   DFND 17 98,291 0 21,585
EAGLE PHARMACEUTICALS INC COM 269796108 2,231 28,300 SH   DFND 24 28,300 0 0
EAST WEST BANCORP INC COM 27579R104 35,353 603,500 SH   DFND 3 603,500 0 0
EAST WEST BANCORP INC COM 27579R104 626 10,708 SH   DFND 17 10,708 0 0
EAST WEST BANCORP INC COM 27579R104 405 6,921 SH   DFND 20 6,921 0 0
EAST WEST BANCORP INC COM 27579R104 7,516 128,361 SH   DFND 21 80,943 0 47,418
EASTGROUP PPTY INC COM 277276101 15,134 180,591 SH   DFND 4 180,591 0 0
EASTGROUP PPTY INC COM 277276101 3,068 36,668 SH   DFND 21 0 0 36,668
EASTMAN CHEM CO COM 277432100 75,401 897,740 SH   DFND 3 897,740 0 0
EASTMAN CHEM CO COM 277432100 21,498 257,601 SH   DFND 17 254,059 0 3,542
EASTMAN CHEM CO COM 277432100 823 9,798 SH   DFND 20 9,798 0 0
EASTMAN CHEM CO COM 277432100 16,125 192,599 SH   DFND 21 132,665 0 59,934
EASTMAN CHEM CO COM 277432100 49 585 SH   DFND 25 585 0 0
EBAY INC COM 278642103 400 11,445 SH   DFND 4 11,445 0 0
EBAY INC COM 278642103 287 8,224 SH   DFND 17 8,224 0 0
EBAY INC COM 278642103 14,452 416,327 SH   DFND 21 194,651 0 221,676
EBAY INC CALL 278642903 5,619 160,900 SH Call DFND 4 160,900 0 0
EBAY INC PUT 278642953 28,586 818,600 SH Put DFND 4 818,600 0 0
EBIX INC COM NEW 278715206 3,802 70,535 SH   DFND 17 0 0 70,535
EBIX INC COM NEW 278715206 1,941 35,984 SH   DFND 21 8,295 0 27,689
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,133 56,924 SH   DFND 17 56,924 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 25,066 26,320,000 PRN   DFND 17 26,320,000 0 0
ECHOSTAR CORP CL A 278768106 2,101 34,520 SH   DFND 21 34,520 0 0
ECOLAB INC COM 278865100 14,961 112,701 SH   DFND 17 112,701 0 0
ECOLAB INC COM 278865100 153,860 1,162,932 SH   DFND 21 961,339 0 201,593
ECOLAB INC COM 278865100 8,710 66,260 SH   DFND 24 66,260 0 0
ECOLAB INC CALL 278865900 6,704 50,500 SH Call DFND 4 50,500 0 0
ECOLAB INC PUT 278865950 59,777 450,300 SH Put DFND 4 450,300 0 0
EDISON INTL COM 281020107 1,656 21,176 SH   DFND 4 21,176 0 0
EDISON INTL COM 281020107 19,595 250,602 SH   DFND 17 133,991 0 116,611
EDISON INTL COM 281020107 714 9,136 SH   DFND 20 9,136 0 0
EDISON INTL COM 281020107 38,516 492,642 SH   DFND 21 278,582 0 214,060
EDISON INTL CALL 281020907 2,322 29,700 SH Call DFND 4 29,700 0 0
EDISON INTL PUT 281020957 24,043 307,500 SH Put DFND 4 307,500 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 53,958 456,373 SH   DFND 17 329,438 0 126,935
EDWARDS LIFESCIENCES CORP COM 28176E108 18,488 156,362 SH   DFND 20 156,362 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 950 8,101 SH   DFND 21 1,466 0 6,635
EDWARDS LIFESCIENCES CORP CALL 28176E908 2,944 24,900 SH Call DFND 4 24,900 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 21,673 183,300 SH Put DFND 4 183,300 0 0
EL PASO ELEC CO COM NEW 283677854 366 7,086 SH   DFND 20 7,086 0 0
EL PASO ELEC CO COM NEW 283677854 1,059 20,493 SH   DFND 21 20,493 0 0
ELDORADO RESORTS INC COM 28470R102 5,427 271,344 SH   DFND 17 265,462 0 5,882
ELDORADO RESORTS INC COM 28470R102 971 49,439 SH   DFND 21 0 0 49,439
ELDORADO GOLD CORP NEW COM 284902103 10,098 3,823,496 SH   DFND 21 3,823,496 0 0
ELECTRONIC ARTS INC COM 285512109 41,113 388,888 SH   DFND 17 274,957 0 113,931
ELECTRONIC ARTS INC COM 285512109 8,767 82,472 SH   DFND 21 79,377 0 3,095
ELECTRONIC ARTS INC CALL 285512909 8,056 76,200 SH Call DFND 4 76,200 0 0
ELECTRONIC ARTS INC PUT 285512959 41,506 392,600 SH Put DFND 4 392,600 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 27,399 25,340,000 PRN   DFND 17 20,700,000 0 4,640,000
ELLIS PERRY INTL INC COM 288853104 701 36,035 SH   DFND 17 36,035 0 0
EMCORE CORP COM NEW 290846203 3,236 303,834 SH   DFND 17 293,972 0 9,862
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,593 46,980 SH   DFND 17 46,980 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 713 21,223 SH   DFND 21 21,223 0 0
EMERSON ELEC CO COM 291011104 2,361 39,603 SH   DFND 4 39,603 0 0
EMERSON ELEC CO COM 291011104 159 2,660 SH   DFND 17 2,660 0 0
EMERSON ELEC CO COM 291011104 3,117 53,400 SH   DFND 21 53,400 0 0
EMERSON ELEC CO CALL 291011904 7,375 123,700 SH Call DFND 4 123,700 0 0
EMERSON ELEC CO PUT 291011954 23,508 394,300 SH Put DFND 4 394,300 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,360 32,147 SH   DFND 17 3,699 0 28,448
EMPLOYERS HOLDINGS INC COM 292218104 168 3,930 SH   DFND 21 0 0 3,930
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 3,151 197,685 SH   DFND 4 197,685 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 95 5,940 SH   DFND 17 0 0 5,940
ENBRIDGE INC COM 29250N105 6,995 175,841 SH   DFND 17 175,841 0 0
ENBRIDGE INC COM 29250N105 1,476 36,938 SH   DFND 21 32,272 0 4,666
ENBRIDGE INC COM 29250N105 1,079 27,000 SH   DFND 24 27,000 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 391 24,458 SH   DFND 4 24,458 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 17,493 16,350,000 PRN   DFND 17 16,350,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 37,206 39,000,000 PRN   DFND 17 39,000,000 0 0
ENCORE WIRE CORP COM 292562105 1,419 33,434 SH   DFND 21 33,434 0 0
ENERGEN CORP COM 29265N108 10,246 207,544 SH   DFND 17 166,122 0 41,422
ENERGY RECOVERY INC COM 29270J100 941 113,501 SH   DFND 17 113,501 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 28,514 593,800 SH   DFND 3 593,800 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,537 31,849 SH   DFND 17 31,849 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 535 11,140 SH   DFND 20 11,140 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 4,121 88,234 SH   DFND 21 80,087 0 8,147
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 6,002 334,200 SH   DFND 3 334,200 0 0
ENERSYS COM 29275Y102 38,032 524,941 SH   DFND 3 524,941 0 0
ENERSYS COM 29275Y102 3,978 54,938 SH   DFND 21 51,144 0 3,794
ENERPLUS CORP COM 292766102 642 79,211 SH   DFND 21 29,424 0 49,787
ENERGY XXI GULF COAST INC COM 29276K101 4,778 257,274 SH   DFND 17 257,274 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 2,170 395,798 SH   DFND 21 236,760 0 159,038
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 1,942 95,261 SH   DFND 4 95,261 0 0
ENNIS INC COM 293389102 15,800 827,201 SH   DFND 3 827,201 0 0
ENNIS INC COM 293389102 1,772 92,319 SH   DFND 17 66,552 0 25,767
ENOVA INTL INC COM 29357K103 86 5,780 SH   DFND 17 5,780 0 0
ENOVA INTL INC COM 29357K103 141 9,478 SH   DFND 20 9,478 0 0
ENOVA INTL INC COM 29357K103 404 27,205 SH   DFND 21 27,205 0 0
ENTEGRIS INC COM 29362U104 10,590 482,444 SH   DFND 17 381,654 0 100,790
ENTEGRIS INC COM 29362U104 67 3,061 SH   DFND 20 3,061 0 0
ENTEGRIS INC COM 29362U104 195 8,887 SH   DFND 21 8,887 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 288 27,797 SH   DFND 17 27,797 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,244 121,542 SH   DFND 21 108,665 0 12,877
ENTERGY CORP NEW COM 29364G103 74,915 975,841 SH   DFND 3 975,841 0 0
ENTERGY CORP NEW COM 29364G103 28,939 376,568 SH   DFND 17 289,303 0 87,265
ENTERGY CORP NEW COM 29364G103 829 10,793 SH   DFND 20 10,793 0 0
ENTERGY CORP NEW COM 29364G103 38,455 500,450 SH   DFND 21 321,948 0 178,502
ENTERGY CORP NEW COM 29364G103 250 3,258 SH   DFND 25 3,258 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,991 73,301 SH   DFND 17 44,532 0 28,769
ENTERPRISE FINL SVCS CORP COM 293712105 175 4,283 SH   DFND 20 4,283 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 1,465 35,866 SH   DFND 21 32,200 0 3,666
ENTERPRISE PRODS PARTNERS L COM 293792107 12,046 444,823 SH   DFND 4 444,823 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 2,642 400,306 SH   DFND 17 387,131 0 13,175
ENZO BIOCHEM INC COM 294100102 3,821 346,073 SH   DFND 17 335,431 0 10,642
EPAM SYS INC COM 29414B104 12,864 152,975 SH   DFND 17 152,975 0 0
EPAM SYS INC COM 29414B104 1,726 20,530 SH   DFND 21 20,530 0 0
ENVISION HEALTHCARE CORP COM 29414D100 462 7,379 SH   DFND 17 484 0 6,895
ENVISION HEALTHCARE CORP COM 29414D100 16,926 271,680 SH   DFND 21 147,191 0 124,489
ENVISION HEALTHCARE CORP COM 29414D100 135 2,158 SH   DFND 25 2,158 0 0
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 1,647 14,480 SH   DFND 17 14,480 0 0
EPLUS INC COM 294268107 4,708 63,531 SH   DFND 17 61,602 0 1,929
EPLUS INC COM 294268107 120 1,620 SH   DFND 21 0 0 1,620
EQUIFAX INC COM 294429105 44,735 325,532 SH   DFND 17 248,266 0 77,266
EQUIFAX INC COM 294429105 820 5,967 SH   DFND 20 5,967 0 0
EQUIFAX INC COM 294429105 2,733 19,893 SH   DFND 21 19,893 0 0
EQUINIX INC COM PAR $0.001 29444U700 28,212 65,738 SH   DFND 4 65,738 0 0
EQUINIX INC COM PAR $0.001 29444U700 15,623 36,404 SH   DFND 17 29,786 0 6,618
EQUINIX INC COM PAR $0.001 29444U700 169 400 SH   DFND 21 400 0 0
EQUINIX INC CALL 29444U900 7,296 17,000 SH Call DFND 4 17,000 0 0
EQUINIX INC PUT 29444U950 61,456 143,200 SH Put DFND 4 143,200 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 457 14,463 SH   DFND 21 5,718 0 8,745
EQUITY LIFESTYLE PPTYS INC COM 29472R108 16,877 195,471 SH   DFND 17 151,929 0 43,542
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,986 23,006 SH   DFND 21 23,006 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 33,123 503,158 SH   DFND 4 503,158 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 110 1,664 SH   DFND 17 1,664 0 0
EQUITY RESIDENTIAL CALL 29476L907 3,081 46,800 SH Call DFND 4 46,800 0 0
EQUITY RESIDENTIAL PUT 29476L957 34,179 519,200 SH Put DFND 4 519,200 0 0
ERIE INDTY CO CL A 29530P102 1,529 12,245 SH   DFND 21 12,245 0 0
ESCO TECHNOLOGIES INC COM 296315104 275 4,615 SH   DFND 17 4,615 0 0
ESCO TECHNOLOGIES INC COM 296315104 747 12,525 SH   DFND 21 12,525 0 0
ESSEX PPTY TR INC COM 297178105 33,994 132,134 SH   DFND 4 132,134 0 0
ESSEX PPTY TR INC COM 297178105 76 297 SH   DFND 17 297 0 0
ESSEX PPTY TR INC COM 297178105 645 2,501 SH   DFND 21 2,501 0 0
ETSY INC COM 29786A106 751 50,060 SH   DFND 17 0 0 50,060
EURONET WORLDWIDE INC COM 298736109 8,426 96,440 SH   DFND 17 67,724 0 28,716
EURONET WORLDWIDE INC COM 298736109 15,334 176,208 SH   DFND 21 142,053 0 34,155
EURONET WORLDWIDE INC COM 298736109 118 1,356 SH   DFND 25 1,356 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 29,808 23,215,000 PRN   DFND 17 18,215,000 0 5,000,000
EVERCORE PARTNERS INC CLASS A 29977A105 379 5,380 SH   DFND 17 0 0 5,380
EVERCORE PARTNERS INC CLASS A 29977A105 129 1,828 SH   DFND 20 1,828 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 2,451 34,750 SH   DFND 21 27,490 0 7,260
EVERI HLDGS INC COM 30034T103 55 7,490 SH   DFND 17 7,490 0 0
EVERI HLDGS INC COM 30034T103 240 32,637 SH   DFND 21 20,584 0 12,053
EVERSOURCE ENERGY COM 30040W108 45 738 SH   DFND 4 738 0 0
EVERSOURCE ENERGY COM 30040W108 79 1,309 SH   DFND 17 1,309 0 0
EVERSOURCE ENERGY COM 30040W108 158 2,611 SH   DFND 21 2,611 0 0
EVERSOURCE ENERGY CALL 30040W908 1,402 23,100 SH Call DFND 4 23,100 0 0
EVERSOURCE ENERGY PUT 30040W958 4,146 68,300 SH Put DFND 4 68,300 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,507 309,495 SH   DFND 17 297,149 0 12,346
EVOLUTION PETROLEUM CORP COM 30049A107 33 4,118 SH   DFND 21 4,118 0 0
EXACT SCIENCES CORP COM 30063P105 5,820 164,555 SH   DFND 17 140,620 0 23,935
EXACTECH INC COM 30064E109 1,598 53,620 SH   DFND 17 53,620 0 0
EXCHANGE TRADED CONCEPTS TR ROBO GLB ETF 301505707 7,056 206,000 SH   DFND 24 206,000 0 0
EXELON CORP COM 30161N101 4,647 128,844 SH   DFND 4 128,844 0 0
EXELON CORP COM 30161N101 71,583 1,984,548 SH   DFND 17 1,974,964 0 9,584
EXELON CORP COM 30161N101 1,297 35,966 SH   DFND 20 35,966 0 0
EXELON CORP COM 30161N101 76,226 2,116,964 SH   DFND 21 1,546,865 0 570,099
EXELON CORP COM 30161N101 90 2,494 SH   DFND 25 2,494 0 0
EXELON CORP CALL 30161N901 2,128 59,000 SH Call DFND 4 59,000 0 0
EXELON CORP PUT 30161N951 33,628 932,300 SH Put DFND 4 932,300 0 0
EXELIXIS INC COM 30161Q104 23,957 972,516 SH   DFND 17 828,294 0 144,222
EXELIXIS INC COM 30161Q104 2,211 89,738 SH   DFND 21 6,109 0 83,629
EXELIXIS INC COM 30161Q104 5,372 218,000 SH   DFND 24 218,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 9,682 65,000 SH   DFND 4 65,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 89,727 602,469 SH   DFND 17 577,707 0 24,762
EXPEDIA INC DEL COM NEW 30212P303 58 389 SH   DFND 21 389 0 0
EXPRESS INC COM 30219E103 154 22,800 SH   DFND 17 0 0 22,800
EXPRESS INC COM 30219E103 11 1,598 SH   DFND 21 0 0 1,598
EXPRESS SCRIPTS HLDG CO COM 30219G108 10,863 170,162 SH   DFND 4 170,162 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,559 102,749 SH   DFND 17 102,749 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,081 16,928 SH   DFND 20 16,928 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 38,277 599,344 SH   DFND 21 431,108 0 168,236
EXPRESS SCRIPTS HLDG CO CALL 30219G908 5,752 90,100 SH Call DFND 4 90,100 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 37,940 594,300 SH Put DFND 4 594,300 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,752 90,490 SH   DFND 17 90,490 0 0
EXTREME NETWORKS INC COM 30226D106 655 71,025 SH   DFND 17 25,250 0 45,775
EXTREME NETWORKS INC COM 30226D106 364 39,492 SH   DFND 21 0 0 39,492
EXXON MOBIL CORP COM 30231G102 73,574 911,357 SH   DFND 3 911,357 0 0
EXXON MOBIL CORP COM 30231G102 85,498 1,059,055 SH   DFND 4 1,059,055 0 0
EXXON MOBIL CORP COM 30231G102 83,497 1,034,346 SH   DFND 17 939,423 0 94,923
EXXON MOBIL CORP COM 30231G102 1,640 20,316 SH   DFND 20 20,316 0 0
EXXON MOBIL CORP COM 30231G102 214,571 2,658,421 SH   DFND 21 1,962,601 0 695,820
EXXON MOBIL CORP COM 30231G102 1,574 19,500 SH   DFND 24 19,500 0 0
EXXON MOBIL CORP COM 30231G102 407 5,036 SH   DFND 25 5,036 0 0
EXXON MOBIL CORP CALL 30231G902 23,121 286,400 SH Call DFND 4 286,400 0 0
EXXON MOBIL CORP PUT 30231G952 329,298 4,079,000 SH Put DFND 4 4,079,000 0 0
FLIR SYS INC COM 302445101 176 5,088 SH   DFND 17 563 0 4,525
FLIR SYS INC COM 302445101 73 2,096 SH   DFND 21 2,096 0 0
F M C CORP COM NEW 302491303 12,688 173,683 SH   DFND 17 170,428 0 3,255
F M C CORP COM NEW 302491303 65 882 SH   DFND 21 882 0 0
F M C CORP COM NEW 302491303 6,639 90,500 SH   DFND 24 90,500 0 0
FNB CORP PA COM 302520101 31,867 2,250,473 SH   DFND 3 2,250,473 0 0
FTD COS INC COM 30281V108 580 29,005 SH   DFND 17 29,005 0 0
FTI CONSULTING INC COM 302941109 4,362 125,346 SH   DFND 21 125,346 0 0
FACEBOOK INC CL A 30303M102 713,970 4,728,891 SH   DFND 17 3,911,677 0 817,214
FACEBOOK INC CL A 30303M102 15,842 104,930 SH   DFND 20 104,930 0 0
FACEBOOK INC CL A 30303M102 425,026 2,811,535 SH   DFND 21 2,236,860 0 574,675
FACEBOOK INC CL A 30303M102 341 2,256 SH   DFND 25 2,256 0 0
FACEBOOK INC CALL 30303M902 65,027 430,700 SH Call DFND 4 430,700 0 0
FACEBOOK INC PUT 30303M952 467,343 3,095,400 SH Put DFND 4 3,095,400 0 0
FAIR ISAAC CORP COM 303250104 3,424 24,558 SH   DFND 17 24,558 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 698 10,787 SH   DFND 17 493 0 10,294
FEDERAL AGRIC MTG CORP CL C 313148306 2,152 32,943 SH   DFND 21 12,340 0 20,603
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 16,494 130,500 SH   DFND 4 130,500 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 41 326 SH   DFND 17 326 0 0
FEDEX CORP COM 31428X106 12,832 59,045 SH   DFND 3 59,045 0 0
FEDEX CORP COM 31428X106 77 352 SH   DFND 4 352 0 0
FEDEX CORP COM 31428X106 4,461 20,677 SH   DFND 17 20,677 0 0
FEDEX CORP COM 31428X106 1,131 5,203 SH   DFND 20 5,203 0 0
FEDEX CORP COM 31428X106 46,626 216,377 SH   DFND 21 103,883 0 112,494
FEDEX CORP CALL 31428X906 7,041 32,400 SH Call DFND 4 32,400 0 0
FEDEX CORP PUT 31428X956 77,304 355,700 SH Put DFND 4 355,700 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 41,356 1,482,305 SH   DFND 17 1,482,305 0 0
F5 NETWORKS INC COM 315616102 208 1,637 SH   DFND 17 267 0 1,370
F5 NETWORKS INC COM 315616102 63 494 SH   DFND 21 0 0 494
FIDELITY & GTY LIFE COM 315785105 202 6,512 SH   DFND 17 6,512 0 0
FIDELITY & GTY LIFE COM 315785105 323 10,412 SH   DFND 21 0 0 10,412
FIDELITY NATL INFORMATION SV COM 31620M106 6,832 80,000 SH   DFND 3 80,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 316 3,701 SH   DFND 4 3,701 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 29,786 348,786 SH   DFND 17 235,622 0 113,164
FIDELITY NATL INFORMATION SV COM 31620M106 873 10,218 SH   DFND 20 10,218 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 16,176 189,966 SH   DFND 21 138,237 0 51,729
FIDELITY NATL INFORMATION SV COM 31620M106 130 1,527 SH   DFND 25 1,527 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 3,587 42,000 SH Call DFND 4 42,000 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 52,811 618,400 SH Put DFND 4 618,400 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 19,982 7,850,000 PRN   DFND 17 6,140,000 0 1,710,000
FIDELITY SOUTHERN CORP NEW COM 316394105 26,024 1,138,400 SH   DFND 3 1,138,400 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 1,250 54,327 SH   DFND 17 54,327 0 0
FIFTH THIRD BANCORP COM 316773100 72,364 2,787,518 SH   DFND 3 2,787,518 0 0
FIFTH THIRD BANCORP COM 316773100 3,452 132,971 SH   DFND 4 132,971 0 0
FIFTH THIRD BANCORP COM 316773100 22,698 871,606 SH   DFND 17 871,606 0 0
FIFTH THIRD BANCORP COM 316773100 4,265 163,705 SH   DFND 21 122,192 0 41,513
FIFTH THIRD BANCORP CALL 316773900 732 28,200 SH Call DFND 4 28,200 0 0
FIFTH THIRD BANCORP PUT 316773950 14,320 551,600 SH Put DFND 4 551,600 0 0
FINANCIAL INSTNS INC COM 317585404 435 14,585 SH   DFND 17 3,690 0 10,895
FINISAR CORP COM NEW 31787A507 5,580 214,764 SH   DFND 17 46,347 0 168,417
FINISAR CORP COM NEW 31787A507 317 12,220 SH   DFND 20 12,220 0 0
FINISAR CORP COM NEW 31787A507 16,406 627,029 SH   DFND 21 569,894 0 57,135
FINISAR CORP NOTE 0.500%12/1 31787AAM3 18,823 16,825,000 PRN   DFND 17 14,130,000 0 2,695,000
FINISH LINE INC CL A 317923100 1,693 117,029 SH   DFND 21 10,136 0 106,893
FIREEYE INC COM 31816Q101 50,738 3,335,835 SH   DFND 17 3,074,585 0 261,250
FIREEYE INC COM 31816Q101 178 11,716 SH   DFND 21 11,716 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 26,489 28,180,000 PRN   DFND 17 28,180,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 31,618 34,650,000 PRN   DFND 17 34,650,000 0 0
FIRST AMERN FINL CORP COM 31847R102 37,084 829,800 SH   DFND 3 829,800 0 0
FIRST AMERN FINL CORP COM 31847R102 1,936 43,287 SH   DFND 17 43,287 0 0
FIRST AMERN FINL CORP COM 31847R102 404 9,050 SH   DFND 20 9,050 0 0
FIRST AMERN FINL CORP COM 31847R102 12,112 270,940 SH   DFND 21 118,222 0 152,718
FIRST BANCORP P R COM NEW 318672706 817 141,102 SH   DFND 17 141,102 0 0
FIRST BANCORP P R COM NEW 318672706 3,362 581,415 SH   DFND 21 554,628 0 26,787
FIRST BUSEY CORP COM NEW 319383204 399 13,620 SH   DFND 17 13,620 0 0
FIRST BUSEY CORP COM NEW 319383204 1,639 55,834 SH   DFND 21 49,924 0 5,910
FIRST CTZNS BANCSHARES INC N CL A 31946M103 392 1,051 SH   DFND 21 1,051 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 208 16,240 SH   DFND 21 16,240 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,947 55,939 SH   DFND 17 50,484 0 5,455
FIRST DATA CORP NEW COM CL A 32008D106 11,830 650,000 SH   DFND 4 650,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 617 33,900 SH   DFND 17 100 0 33,800
FIRST DATA CORP NEW COM CL A 32008D106 149 8,194 SH   DFND 21 8,194 0 0
FIRST FINL BANCORP OH COM 320209109 341 12,310 SH   DFND 17 12,310 0 0
FIRST FNDTN INC COM 32026V104 2,069 125,940 SH   DFND 17 125,940 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 15 530 SH   DFND 3 530 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 8,357 292,049 SH   DFND 17 215,574 0 76,475
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 17,025 457,667 SH   DFND 3 457,667 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 3,780 101,281 SH   DFND 21 36,425 0 64,856
FIRST MERCHANTS CORP COM 320817109 3,518 87,632 SH   DFND 17 47,187 0 40,445
FIRST MERCHANTS CORP COM 320817109 147 3,651 SH   DFND 20 3,651 0 0
FIRST MERCHANTS CORP COM 320817109 3,270 80,920 SH   DFND 21 36,848 0 44,072
FIRST MIDWEST BANCORP DEL COM 320867104 33,033 1,417,100 SH   DFND 3 1,417,100 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,078 45,929 SH   DFND 17 45,929 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 142 6,094 SH   DFND 20 6,094 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 416 17,864 SH   DFND 21 17,864 0 0
FIRST POTOMAC RLTY TR COM 33610F109 1,889 170,000 SH   DFND 21 170,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 12,012 120,000 SH   DFND 4 120,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 65,503 654,297 SH   DFND 17 510,505 0 143,792
FIRST REP BK SAN FRANCISCO C COM 33616C100 10,886 108,285 SH   DFND 21 101,300 0 6,985
FIRST SOLAR INC COM 336433107 363 9,108 SH   DFND 21 2,544 0 6,564
FIRST SOLAR INC COM 336433107 2,405 60,000 SH   DFND 24 60,000 0 0
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 662 7,000 SH   DFND 24 7,000 0 0
FISERV INC COM 337738108 19,627 160,429 SH   DFND 17 125,429 0 35,000
FISERV INC COM 337738108 1,102 9,024 SH   DFND 21 873 0 8,151
FISERV INC CALL 337738908 7,585 62,000 SH Call DFND 4 62,000 0 0
FISERV INC PUT 337738958 31,992 261,500 SH Put DFND 4 261,500 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,003 32,388 SH   DFND 21 1,952 0 30,436
FIRSTENERGY CORP COM 337932107 7,135 244,700 SH   DFND 3 244,700 0 0
FIRSTENERGY CORP COM 337932107 6,731 230,821 SH   DFND 17 217,095 0 13,726
FIRSTENERGY CORP COM 337932107 51,182 1,764,560 SH   DFND 21 844,853 0 919,707
FIRSTENERGY CORP COM 337932107 104 3,573 SH   DFND 25 3,573 0 0
FITBIT INC CL A 33812L102 22,217 4,184,045 SH   DFND 17 4,184,045 0 0
FITBIT INC CL A 33812L102 866 160,731 SH   DFND 21 160,731 0 0
FIVE9 INC COM 338307101 19,997 929,216 SH   DFND 17 817,352 0 111,864
FIVE9 INC COM 338307101 5,276 247,917 SH   DFND 21 247,917 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,318 23,009 SH   DFND 17 23,009 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 142 986 SH   DFND 21 986 0 0
FLEXION THERAPEUTICS INC COM 33938J106 3,132 154,877 SH   DFND 17 151,123 0 3,754
FLOTEK INDS INC DEL COM 343389102 941 105,263 SH   DFND 17 105,263 0 0
FLUOR CORP NEW COM 343412102 46,487 1,015,449 SH   DFND 17 1,015,449 0 0
FLOWSERVE CORP COM 34354P105 25 537 SH   DFND 17 537 0 0
FLOWSERVE CORP COM 34354P105 3,058 65,862 SH   DFND 21 62,166 0 3,696
FLOWSERVE CORP COM 34354P105 4,443 97,200 SH   DFND 24 97,200 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 1,889 3,000,000 PRN   DFND 17 3,000,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 241 17,683 SH   DFND 21 17,683 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1 12 SH   DFND 17 12 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 395 4,020 SH   DFND 21 4,020 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 726 7,500 SH   DFND 24 7,500 0 0
FOOT LOCKER INC COM 344849104 8,408 170,620 SH   DFND 17 76,326 0 94,294
FOOT LOCKER INC COM 344849104 537 10,905 SH   DFND 20 10,905 0 0
FOOT LOCKER INC COM 344849104 34,526 704,427 SH   DFND 21 517,613 0 186,814
FOOT LOCKER INC COM 344849104 129 2,615 SH   DFND 25 2,615 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,919 618,361 SH   DFND 4 618,361 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 110,542 9,878,633 SH   DFND 17 9,007,096 0 871,537
FORD MTR CO DEL COM PAR $0.01 345370860 13,817 1,237,050 SH   DFND 21 1,003,511 0 233,539
FORD MTR CO DEL COM PAR $0.01 345370860 77 6,872 SH   DFND 25 6,872 0 0
FORD MTR CO DEL CALL 345370900 1,104 98,700 SH Call DFND 4 98,700 0 0
FORD MTR CO DEL PUT 345370950 16,821 1,503,200 SH Put DFND 4 1,503,200 0 0
FORESTAR GROUP INC COM 346233109 3,859 225,000 SH   DFND 21 225,000 0 0
FORMFACTOR INC COM 346375108 5,417 436,846 SH   DFND 17 404,451 0 32,395
FORTIS INC COM 349553107 11,055 315,000 SH   DFND 4 315,000 0 0
FORTIS INC COM 349553107 4,872 138,820 SH   DFND 17 72,590 0 66,230
FORTIS INC COM 349553107 870 24,797 SH   DFND 20 24,797 0 0
FORTIS INC COM 349553107 18,580 525,990 SH   DFND 21 423,253 0 102,737
FORTRESS INVESTMENT GROUP LL CL A 34958B106 10,319 1,291,496 SH   DFND 4 1,291,496 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 5,473 685,040 SH   DFND 21 685,040 0 0
FORTINET INC COM 34959E109 14,184 378,838 SH   DFND 17 269,853 0 108,985
FORTINET INC COM 34959E109 156 4,164 SH   DFND 21 4,164 0 0
FORTIVE CORP COM 34959J108 99,335 1,568,977 SH   DFND 17 1,398,956 0 170,021
FORTIVE CORP COM 34959J108 4,974 78,522 SH   DFND 20 78,522 0 0
FORTIVE CORP COM 34959J108 124 1,962 SH   DFND 21 551 0 1,411
FORTIVE CORP COM 34959J108 2,071 32,942 SH   DFND 24 32,942 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 208 3,189 SH   DFND 17 3,189 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 958 14,744 SH   DFND 21 14,744 0 0
FRANKLIN ELEC INC COM 353514102 9,504 229,566 SH   DFND 17 229,566 0 0
FRANKLIN ELEC INC COM 353514102 102 2,467 SH   DFND 21 2,467 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 19,212 465,743 SH   DFND 17 394,475 0 71,268
FRANKLIN STREET PPTYS CORP COM 35471R106 9,746 879,598 SH   DFND 3 879,598 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 13,874 1,252,609 SH   DFND 17 1,008,391 0 244,218
FRANKLIN STREET PPTYS CORP COM 35471R106 694 63,353 SH   DFND 21 31,300 0 32,053
FREEPORT-MCMORAN INC CL B 35671D857 4,871 405,565 SH   DFND 4 405,565 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,644 886,244 SH   DFND 17 886,244 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,038 169,700 SH   DFND 20 169,700 0 0
FREEPORT-MCMORAN INC CL B 35671D857 31,127 2,591,781 SH   DFND 21 2,590,435 0 1,346
FREEPORT-MCMORAN INC CL B 35671D857 604 50,000 SH   DFND 24 50,000 0 0
FREEPORT-MCMORAN INC CALL 35671D907 610 50,800 SH Call DFND 4 50,800 0 0
FREEPORT-MCMORAN INC PUT 35671D957 10,099 840,900 SH Put DFND 4 840,900 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,454 1,253,680 SH   DFND 17 1,253,680 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 896 772,733 SH   DFND 21 772,733 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 40,239 1,366,815 SH   DFND 17 1,366,815 0 0
FUTUREFUEL CORPORATION COM 36116M106 325 22,128 SH   DFND 21 22,128 0 0
GATX CORP COM 361448103 6,653 103,521 SH   DFND 17 33,269 0 70,252
GATX CORP COM 361448103 21,764 339,491 SH   DFND 21 294,303 0 45,188
GATX CORP COM 361448103 90 1,395 SH   DFND 25 1,395 0 0
GEO GROUP INC NEW COM 36162J106 388 13,136 SH   DFND 21 0 0 13,136
GGP INC COM 36174X101 32,360 1,373,531 SH   DFND 4 1,373,531 0 0
GGP INC COM 36174X101 62 2,648 SH   DFND 17 2,648 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 568 5,690 SH   DFND 17 5,690 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 439 4,400 SH   DFND 24 4,400 0 0
GP STRATEGIES CORP COM 36225V104 2,737 103,689 SH   DFND 17 99,670 0 4,019
GTT COMMUNICATIONS INC COM 362393100 6,313 199,453 SH   DFND 17 194,523 0 4,930
GAMING & LEISURE PPTYS INC COM 36467J108 362 9,613 SH   DFND 17 9,613 0 0
GAMESTOP CORP NEW CL A 36467W109 6,491 300,389 SH   DFND 17 244,934 0 55,455
GAMESTOP CORP NEW CL A 36467W109 15,070 697,366 SH   DFND 21 611,239 0 86,127
GAMESTOP CORP NEW CL A 36467W109 31 1,420 SH   DFND 25 1,420 0 0
GANNETT CO INC COM 36473H104 337 38,694 SH   DFND 17 37,962 0 732
GANNETT CO INC COM 36473H104 5,789 656,299 SH   DFND 21 603,367 0 52,932
GAP INC DEL COM 364760108 20 904 SH   DFND 17 904 0 0
GAP INC DEL COM 364760108 949 42,779 SH   DFND 21 25,664 0 17,115
GARTNER INC COM 366651107 175 1,419 SH   DFND 17 1,419 0 0
GARTNER INC COM 366651107 91 739 SH   DFND 21 739 0 0
GENCOR INDS INC COM 368678108 1,048 64,664 SH   DFND 17 58,051 0 6,613
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 1,900 2,500,000 PRN   DFND 17 2,500,000 0 0
GENERAL COMMUNICATION INC CL A 369385109 220 6,047 SH   DFND 21 6,047 0 0
GENERAL DYNAMICS CORP COM 369550108 69,844 352,567 SH   DFND 3 352,567 0 0
GENERAL DYNAMICS CORP COM 369550108 1,284 6,481 SH   DFND 4 6,481 0 0
GENERAL DYNAMICS CORP COM 369550108 18,024 91,502 SH   DFND 17 91,502 0 0
GENERAL DYNAMICS CORP CALL 369550908 8,023 40,500 SH Call DFND 4 40,500 0 0
GENERAL DYNAMICS CORP PUT 369550958 74,248 374,800 SH Put DFND 4 374,800 0 0
GENERAL ELECTRIC CO COM 369604103 103,778 3,842,204 SH   DFND 4 3,842,204 0 0
GENERAL ELECTRIC CO COM 369604103 76,262 2,823,463 SH   DFND 17 2,710,534 0 112,929
GENERAL ELECTRIC CO COM 369604103 1,395 51,630 SH   DFND 20 51,630 0 0
GENERAL ELECTRIC CO COM 369604103 101,147 3,744,021 SH   DFND 21 3,365,832 0 378,189
GENERAL ELECTRIC CO COM 369604103 75 2,787 SH   DFND 25 2,787 0 0
GENERAL ELECTRIC CO CALL 369604903 20,644 764,300 SH Call DFND 4 764,300 0 0
GENERAL ELECTRIC CO PUT 369604953 206,205 7,634,400 SH Put DFND 4 7,634,400 0 0
GENERAL MLS INC COM 370334104 6,701 120,965 SH   DFND 3 120,965 0 0
GENERAL MLS INC COM 370334104 24,768 447,079 SH   DFND 4 447,079 0 0
GENERAL MLS INC COM 370334104 1,387 25,080 SH   DFND 17 25,080 0 0
GENERAL MLS INC COM 370334104 2,071 37,590 SH   DFND 21 37,590 0 0
GENERAL MLS INC CALL 370334904 1,690 30,500 SH Call DFND 4 30,500 0 0
GENERAL MLS INC PUT 370334954 35,052 632,700 SH Put DFND 4 632,700 0 0
GENERAL MTRS CO COM 37045V100 66,847 1,913,739 SH   DFND 3 1,913,739 0 0
GENERAL MTRS CO COM 37045V100 13,800 395,456 SH   DFND 4 395,456 0 0
GENERAL MTRS CO COM 37045V100 26,289 753,471 SH   DFND 17 669,495 0 83,976
GENERAL MTRS CO COM 37045V100 1,214 34,741 SH   DFND 20 34,741 0 0
GENERAL MTRS CO COM 37045V100 122,550 3,512,731 SH   DFND 21 2,639,874 0 872,857
GENERAL MTRS CO COM 37045V100 269 7,693 SH   DFND 25 7,693 0 0
GENERAL MTRS CO CALL 37045V900 4,216 120,700 SH Call DFND 4 120,700 0 0
GENERAL MTRS CO PUT 37045V950 61,211 1,752,400 SH Put DFND 4 1,752,400 0 0
GENESCO INC COM 371532102 26 780 SH   DFND 17 780 0 0
GENESCO INC COM 371532102 204 5,931 SH   DFND 21 5,931 0 0
GENTEX CORP COM 371901109 3,339 178,169 SH   DFND 21 59,772 0 118,397
GENESIS ENERGY L P UNIT LTD PARTN 371927104 455 14,334 SH   DFND 4 14,334 0 0
GENMARK DIAGNOSTICS INC COM 372309104 3,200 270,466 SH   DFND 17 261,745 0 8,721
GENWORTH FINL INC COM CL A 37247D106 3,718 986,117 SH   DFND 17 0 0 986,117
GENWORTH FINL INC COM CL A 37247D106 3,614 963,766 SH   DFND 21 963,766 0 0
GETTY RLTY CORP NEW COM 374297109 1,182 47,108 SH   DFND 17 24,697 0 22,411
GETTY RLTY CORP NEW COM 374297109 979 39,001 SH   DFND 21 20,786 0 18,215
GIBRALTAR INDS INC COM 374689107 8,222 230,622 SH   DFND 17 142,532 0 88,090
GIGAMON INC COM 37518B102 20,642 524,564 SH   DFND 17 422,355 0 102,209
GILEAD SCIENCES INC COM 375558103 13,321 188,206 SH   DFND 4 188,206 0 0
GILEAD SCIENCES INC COM 375558103 151,619 2,141,705 SH   DFND 17 1,984,960 0 156,745
GILEAD SCIENCES INC COM 375558103 107,375 1,514,154 SH   DFND 21 1,331,114 0 183,040
GILEAD SCIENCES INC COM 375558103 14,080 198,700 SH   DFND 24 198,700 0 0
GILEAD SCIENCES INC COM 375558103 269 3,805 SH   DFND 25 3,805 0 0
GILEAD SCIENCES INC CALL 375558903 10,122 143,000 SH Call DFND 4 143,000 0 0
GILEAD SCIENCES INC PUT 375558953 91,504 1,292,800 SH Put DFND 4 1,292,800 0 0
GLATFELTER COM 377316104 328 16,720 SH   DFND 21 16,720 0 0
GLAUKOS CORP COM 377322102 250 6,038 SH   DFND 21 6,038 0 0
GLOBAL PMTS INC COM 37940X102 41,213 456,303 SH   DFND 17 262,448 0 193,855
GLOBAL PMTS INC COM 37940X102 7,070 78,265 SH   DFND 21 76,838 0 1,427
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 33,275 1,089,202 SH   DFND 3 1,089,202 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,054 132,690 SH   DFND 17 87,557 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 325 10,631 SH   DFND 20 10,631 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,999 162,856 SH   DFND 21 122,744 0 40,112
GOGO INC NOTE 3.750% 3/0 38046CAB5 25,295 27,495,000 PRN   DFND 17 27,495,000 0 0
GOLDCORP INC NEW COM 380956409 18,781 1,458,841 SH   DFND 21 1,458,841 0 0
GOLDCORP INC NEW COM 380956409 462 35,600 SH   DFND 24 35,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 21,522 96,991 SH   DFND 4 96,991 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,807 53,209 SH   DFND 17 49,729 0 3,480
GOLDMAN SACHS GROUP INC COM 38141G104 1,297 5,847 SH   DFND 20 5,847 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 84,373 377,096 SH   DFND 21 224,961 0 152,135
GOLDMAN SACHS GROUP INC COM 38141G104 110 489 SH   DFND 24 489 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 174 785 SH   DFND 25 785 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 15,267 68,800 SH Call DFND 4 68,800 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 99,966 450,500 SH Put DFND 4 450,500 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6,454 184,600 SH   DFND 3 184,600 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,250 64,355 SH   DFND 17 64,355 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 338 9,669 SH   DFND 20 9,669 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 29,170 842,120 SH   DFND 21 628,549 0 213,571
GRAND CANYON ED INC COM 38526M106 313 3,995 SH   DFND 17 1,520 0 2,475
GRAND CANYON ED INC COM 38526M106 3,746 47,728 SH   DFND 21 14,940 0 32,788
GRANITE CONSTR INC COM 387328107 13,425 278,297 SH   DFND 17 227,454 0 50,843
GRANITE CONSTR INC COM 387328107 133 2,747 SH   DFND 21 2,747 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 264 6,690 SH   DFND 17 0 0 6,690
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,358 34,379 SH   DFND 21 2,968 0 31,411
GRAPHIC PACKAGING HLDG CO COM 388689101 34,173 2,479,900 SH   DFND 3 2,479,900 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,063 77,514 SH   DFND 17 77,514 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 11 792 SH   DFND 21 792 0 0
GRAY TELEVISION INC COM 389375106 1,064 75,309 SH   DFND 21 75,309 0 0
GREAT SOUTHN BANCORP INC COM 390905107 394 7,367 SH   DFND 17 1,219 0 6,148
GREAT PLAINS ENERGY INC COM 391164100 3,584 122,390 SH   DFND 3 122,390 0 0
GREAT PLAINS ENERGY INC COM 391164100 2,999 102,685 SH   DFND 17 102,685 0 0
GREAT PLAINS ENERGY INC COM 391164100 269 9,194 SH   DFND 20 9,194 0 0
GREAT PLAINS ENERGY INC COM 391164100 6,170 211,128 SH   DFND 21 40,026 0 171,102
GREAT PLAINS ENERGY INC PUT 391164950 878 30,000 SH   DFND 21 30,000 0 0
GREAT WESTN BANCORP INC COM 391416104 31,651 775,564 SH   DFND 3 775,564 0 0
GREAT WESTN BANCORP INC COM 391416104 981 24,039 SH   DFND 17 20,400 0 3,639
GREAT WESTN BANCORP INC COM 391416104 114 2,805 SH   DFND 20 2,805 0 0
GREAT WESTN BANCORP INC COM 391416104 6,586 161,441 SH   DFND 21 132,373 0 29,068
GREEN BANCORP INC COM 39260X100 160 8,258 SH   DFND 20 8,258 0 0
GREEN BANCORP INC COM 39260X100 459 23,641 SH   DFND 21 23,641 0 0
GREEN DOT CORP CL A 39304D102 2,445 63,455 SH   DFND 17 44,660 0 18,795
GREEN PLAINS INC COM 393222104 6,601 321,220 SH   DFND 17 321,220 0 0
GREEN PLAINS INC COM 393222104 1,055 52,502 SH   DFND 21 0 0 52,502
GREEN PLAINS INC COM 393222104 4,675 232,600 SH   DFND 24 232,600 0 0
GREENBRIER COS INC COM 393657101 2,038 44,067 SH   DFND 17 44,067 0 0
GREENBRIER COS INC COM 393657101 5,612 120,606 SH   DFND 21 119,665 0 941
GREENHILL & CO INC COM 395259104 777 38,678 SH   DFND 21 38,678 0 0
GREIF INC CL A 397624107 2,768 49,623 SH   DFND 17 36,683 0 12,940
GREIF INC CL A 397624107 1,000 17,945 SH   DFND 21 17,945 0 0
GRIFFON CORP COM 398433102 104 4,728 SH   DFND 17 4,728 0 0
GRIFFON CORP COM 398433102 261 11,907 SH   DFND 21 11,907 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 8 127 SH   DFND 17 127 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,337 21,133 SH   DFND 21 18,751 0 2,382
GROUPE CGI INC CL A SUB VTG 39945C109 5,480 107,419 SH   DFND 17 102,580 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 23,356 457,541 SH   DFND 21 303,745 0 153,796
GROUPE CGI INC CL A SUB VTG 39945C109 77 1,514 SH   DFND 25 1,514 0 0
GROUPON INC COM 399473107 26,636 6,936,450 SH   DFND 17 6,557,900 0 378,550
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 468 10,970 SH   DFND 17 10,970 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 118 2,761 SH   DFND 20 2,761 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,592 37,395 SH   DFND 21 33,075 0 4,320
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 5 47 SH   DFND 17 47 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 246 2,183 SH   DFND 21 1,016 0 1,167
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 167 20,126 SH   DFND 17 20,126 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 654 78,989 SH   DFND 21 78,989 0 0
GUESS INC COM 401617105 392 30,636 SH   DFND 21 30,636 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 18,307 266,435 SH   DFND 17 266,435 0 0
GULFPORT ENERGY CORP COM NEW 402635304 5,679 385,000 SH   DFND 4 385,000 0 0
HCA HEALTHCARE INC COM 40412C101 930 10,670 SH   DFND 4 10,670 0 0
HCA HEALTHCARE INC COM 40412C101 2,435 27,929 SH   DFND 17 23,429 0 4,500
HCA HEALTHCARE INC COM 40412C101 723 8,292 SH   DFND 20 8,292 0 0
HCA HEALTHCARE INC COM 40412C101 6,215 71,351 SH   DFND 21 57,246 0 14,105
HCA HEALTHCARE INC CALL 40412C901 4,177 47,900 SH Call DFND 4 47,900 0 0
HCA HEALTHCARE INC PUT 40412C951 33,703 386,500 SH Put DFND 4 386,500 0 0
HCP INC COM 40414L109 5,162 161,500 SH   DFND 3 161,500 0 0
HCP INC COM 40414L109 12,214 382,155 SH   DFND 4 382,155 0 0
HCP INC COM 40414L109 68 2,122 SH   DFND 17 2,122 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 7,769 89,328 SH   DFND 17 85,128 0 4,200
HDFC BANK LTD ADR REPS 3 SHS 40415F101 578 6,713 SH   DFND 21 0 0 6,713
HD SUPPLY HLDGS INC COM 40416M105 22,821 745,110 SH   DFND 17 598,660 0 146,450
HD SUPPLY HLDGS INC COM 40416M105 42 1,376 SH   DFND 21 1,376 0 0
HMS HLDGS CORP COM 40425J101 563 30,399 SH   DFND 21 0 0 30,399
HSBC HLDGS PLC DBCV 6.375%12/3 404280AS8 9,497 9,045,000 PRN   DFND 4 9,045,000 0 0
HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 22,301 20,910,000 PRN   DFND 4 20,910,000 0 0
HSBC HLDGS PLC NOTE 6.000%12/3 404280BL2 12,124 11,700,000 PRN   DFND   11,700,000 0 0
HSBC HLDGS PLC NOTE 6.000%12/3 404280BL2 108,625 104,800,000 PRN   DFND 4 104,800,000 0 0
HSBC HLDGS PLC NOTE 6.000%12/3 404280BL2 1,658 1,600,000 PRN   DFND 20 1,600,000 0 0
HRG GROUP INC COM 40434J100 1,503 85,535 SH   DFND 21 85,535 0 0
HP INC COM 40434L105 65,978 3,774,470 SH   DFND 3 3,774,470 0 0
HP INC COM 40434L105 31,186 1,778,920 SH   DFND 17 1,772,415 0 6,505
HP INC COM 40434L105 57,126 3,258,944 SH   DFND 21 2,816,637 0 442,307
HP INC COM 40434L105 30 1,693 SH   DFND 25 1,693 0 0
HP INC CALL 40434L905 5,891 337,000 SH Call DFND 4 337,000 0 0
HP INC PUT 40434L955 22,832 1,306,200 SH Put DFND 4 1,306,200 0 0
HACKETT GROUP INC COM 404609109 3,713 239,555 SH   DFND 17 229,063 0 10,492
HAIN CELESTIAL GROUP INC COM 405217100 23,976 628,326 SH   DFND 17 618,250 0 10,076
HAIN CELESTIAL GROUP INC COM 405217100 101 2,606 SH   DFND 21 2,606 0 0
HALCON RES CORP COM PAR NEW 40537Q605 7,151 1,575,000 SH   DFND 4 1,575,000 0 0
HALLIBURTON CO COM 406216101 22,820 534,306 SH   DFND 4 534,306 0 0
HALLIBURTON CO COM 406216101 18,407 430,987 SH   DFND 17 427,592 0 3,395
HALLIBURTON CO COM 406216101 1,103 26,000 SH   DFND 21 26,000 0 0
HALLIBURTON CO COM 406216101 1,400 33,000 SH   DFND 24 33,000 0 0
HALLIBURTON CO CALL 406216901 6,441 150,800 SH Call DFND 4 150,800 0 0
HALLIBURTON CO PUT 406216951 42,074 985,100 SH Put DFND 4 985,100 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 517 40,176 SH   DFND 17 40,176 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 379 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 2,036 51,840 SH   DFND 17 36,235 0 15,605
HALYARD HEALTH INC COM 40650V100 24 622 SH   DFND 21 515 0 107
HANCOCK HLDG CO COM 410120109 1,795 36,640 SH   DFND 17 36,640 0 0
HANESBRANDS INC COM 410345102 36 1,559 SH   DFND 17 1,559 0 0
HANESBRANDS INC COM 410345102 506 21,860 SH   DFND 21 21,860 0 0
HANOVER INS GROUP INC COM 410867105 18,156 204,849 SH   DFND 17 147,045 0 57,804
HANOVER INS GROUP INC COM 410867105 338 3,809 SH   DFND 20 3,809 0 0
HANOVER INS GROUP INC COM 410867105 13,838 155,680 SH   DFND 21 101,187 0 54,493
HANOVER INS GROUP INC COM 410867105 23 265 SH   DFND 25 265 0 0
HARLEY DAVIDSON INC COM 412822108 39 728 SH   DFND 17 728 0 0
HARLEY DAVIDSON INC COM 412822108 1,172 21,667 SH   DFND 21 21,667 0 0
HARRIS CORP DEL COM 413875105 6,807 62,400 SH   DFND 3 62,400 0 0
HARRIS CORP DEL COM 413875105 56 514 SH   DFND 17 514 0 0
HARRIS CORP DEL COM 413875105 8,243 75,619 SH   DFND 21 25,047 0 50,572
HARRIS CORP DEL COM 413875105 29 268 SH   DFND 25 268 0 0
HARSCO CORP COM 415864107 7,893 490,263 SH   DFND 17 390,789 0 99,474
HARSCO CORP COM 415864107 106 6,610 SH   DFND 21 6,610 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7,700 146,475 SH   DFND 3 146,475 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,209 79,942 SH   DFND 17 69,102 0 10,840
HARTFORD FINL SVCS GROUP INC COM 416515104 374 7,113 SH   DFND 20 7,113 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 14,024 264,694 SH   DFND 21 226,509 0 38,185
HARTFORD FINL SVCS GROUP INC COM 416515104 25 476 SH   DFND 25 476 0 0
HARTFORD FINL SVCS GROUP INC CALL 416515904 1,383 26,300 SH Call DFND 4 26,300 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 5,735 109,100 SH Put DFND 4 109,100 0 0
HASBRO INC COM 418056107 52 462 SH   DFND 17 462 0 0
HASBRO INC COM 418056107 1,800 16,330 SH   DFND 21 16,330 0 0
HAWAIIAN HOLDINGS INC COM 419879101 5,483 116,776 SH   DFND 17 92,805 0 23,971
HAWAIIAN HOLDINGS INC COM 419879101 16,603 360,270 SH   DFND 21 253,473 0 106,797
HAWAIIAN HOLDINGS INC COM 419879101 76 1,620 SH   DFND 25 1,620 0 0
HAWKINS INC COM 420261109 796 17,169 SH   DFND 17 17,169 0 0
HAWKINS INC COM 420261109 2,384 51,360 SH   DFND 21 44,599 0 6,761
HEALTHSOUTH CORP COM NEW 421924309 43,491 898,582 SH   DFND 3 898,582 0 0
HEALTHSOUTH CORP COM NEW 421924309 3,485 71,815 SH   DFND 17 71,815 0 0
HEALTHSOUTH CORP COM NEW 421924309 480 9,908 SH   DFND 21 9,908 0 0
HEALTHSTREAM INC COM 42222N103 1,353 51,397 SH   DFND 17 51,397 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 23,420 11,780,000 PRN   DFND 17 9,155,000 0 2,625,000
HEALTH INS INNOVATIONS INC COM CL A 42225K106 1,576 65,518 SH   DFND 21 65,518 0 0
HEARTLAND FINL USA INC COM 42234Q102 25,335 537,900 SH   DFND 3 537,900 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31,707 32,010,000 PRN   DFND 17 32,010,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 22,361 23,840,000 PRN   DFND 17 23,840,000 0 0
HELMERICH & PAYNE INC COM 423452101 24 448 SH   DFND 17 448 0 0
HELMERICH & PAYNE INC COM 423452101 295 5,421 SH   DFND 21 3,621 0 1,800
HENRY JACK & ASSOC INC COM 426281101 822 7,918 SH   DFND 17 7,918 0 0
HENRY JACK & ASSOC INC COM 426281101 15,637 150,755 SH   DFND 21 111,213 0 39,542
HERITAGE COMMERCE CORP COM 426927109 1,368 99,266 SH   DFND 17 89,126 0 10,140
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 81,805 78,195,000 PRN   DFND 17 78,195,000 0 0
HERC HLDGS INC COM 42704L104 6,906 175,642 SH   DFND 17 138,446 0 37,196
HERON THERAPEUTICS INC COM 427746102 997 71,957 SH   DFND 17 71,957 0 0
HERON THERAPEUTICS INC COM 427746102 524 37,700 SH   DFND 24 37,700 0 0
HERSHEY CO COM 427866108 296 2,756 SH   DFND 17 576 0 2,180
HERSHEY CO COM 427866108 3,343 31,355 SH   DFND 21 31,355 0 0
HESKA CORP COM RESTRC NEW 42805E306 5,249 51,428 SH   DFND 17 46,054 0 5,374
HESKA CORP COM RESTRC NEW 42805E306 150 1,473 SH   DFND 20 1,473 0 0
HESKA CORP COM RESTRC NEW 42805E306 2,754 27,401 SH   DFND 21 8,723 0 18,678
HERTZ GLOBAL HLDGS INC COM 42806J106 21,965 1,910,000 SH   DFND 4 1,910,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,934 297,386 SH   DFND 4 297,386 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 10,967 661,086 SH   DFND 17 640,467 0 20,619
HEWLETT PACKARD ENTERPRISE C COM 42824C109 376 22,688 SH   DFND 20 22,688 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 65,034 3,908,526 SH   DFND 21 3,037,804 0 870,722
HEWLETT PACKARD ENTERPRISE C COM 42824C109 111 6,694 SH   DFND 25 6,694 0 0
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 498 30,000 SH Call DFND 4 30,000 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 4,260 256,800 SH Put DFND 4 256,800 0 0
HEXCEL CORP NEW COM 428291108 595 11,278 SH   DFND 21 3,223 0 8,055
HEXCEL CORP NEW COM 428291108 10,318 197,200 SH   DFND 24 197,200 0 0
HILL ROM HLDGS INC COM 431475102 39,520 496,415 SH   DFND 3 496,415 0 0
HILL ROM HLDGS INC COM 431475102 31,503 396,260 SH   DFND 17 328,821 0 67,439
HILL ROM HLDGS INC COM 431475102 504 6,327 SH   DFND 20 6,327 0 0
HILL ROM HLDGS INC COM 431475102 28,621 361,221 SH   DFND 21 228,174 0 133,047
HILL ROM HLDGS INC COM 431475102 116 1,455 SH   DFND 25 1,455 0 0
HILTON GRAND VACATIONS INC COM 43283X105 3,802 105,438 SH   DFND 4 105,438 0 0
HILTON GRAND VACATIONS INC COM 43283X105 175 4,925 SH   DFND 21 0 0 4,925
HILTON WORLDWIDE HLDGS INC COM 43300A203 12,461 201,466 SH   DFND 4 201,466 0 0
HOLLYFRONTIER CORP COM 436106108 223 7,990 SH   DFND 21 7,990 0 0
HOLOGIC INC COM 436440101 1,204 26,529 SH   DFND 17 21,829 0 4,700
HOLOGIC INC COM 436440101 377 8,297 SH   DFND 20 8,297 0 0
HOLOGIC INC COM 436440101 4,923 109,065 SH   DFND 21 92,068 0 16,997
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 21,749 14,625,000 PRN   DFND 17 11,665,000 0 2,960,000
HOLOGIC INC FRNT 12/1 436440AG6 65,591 51,625,000 PRN   DFND 17 51,625,000 0 0
HOME BANCSHARES INC COM 436893200 841 33,649 SH   DFND 21 31,049 0 2,600
HOME DEPOT INC COM 437076102 332,222 2,166,263 SH   DFND 17 2,010,682 0 155,581
HOME DEPOT INC COM 437076102 4,687 30,555 SH   DFND 20 30,555 0 0
HOME DEPOT INC COM 437076102 145,847 954,953 SH   DFND 21 745,627 0 209,326
HOME DEPOT INC COM 437076102 99 648 SH   DFND 24 648 0 0
HOME DEPOT INC CALL 437076902 36,064 235,100 SH Call DFND 4 235,100 0 0
HOME DEPOT INC PUT 437076952 223,197 1,455,000 SH Put DFND 4 1,455,000 0 0
HONEYWELL INTL INC COM 438516106 74,037 555,455 SH   DFND 3 555,455 0 0
HONEYWELL INTL INC COM 438516106 4,133 31,010 SH   DFND 4 31,010 0 0
HONEYWELL INTL INC COM 438516106 21,774 164,530 SH   DFND 17 164,530 0 0
HONEYWELL INTL INC CALL 438516906 10,623 79,700 SH Call DFND 4 79,700 0 0
HONEYWELL INTL INC PUT 438516956 119,761 898,500 SH Put DFND 4 898,500 0 0
HOOKER FURNITURE CORP COM 439038100 877 21,313 SH   DFND 17 5,060 0 16,253
HOOKER FURNITURE CORP COM 439038100 71 1,718 SH   DFND 21 0 0 1,718
HORMEL FOODS CORP COM 440452100 38 1,113 SH   DFND 17 1,113 0 0
HORMEL FOODS CORP COM 440452100 370 10,891 SH   DFND 21 0 0 10,891
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 6,107 7,080,000 PRN   DFND 17 7,080,000 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 10,351 10,800,000 PRN   DFND 17 10,800,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 11,936 16,350,000 PRN   DFND 17 16,350,000 0 0
HORTONWORKS INC COM 440894103 15,974 1,240,183 SH   DFND 17 1,240,183 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 774 26,545 SH   DFND 17 26,545 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 6,876 235,111 SH   DFND 21 92,297 0 142,814
HOST HOTELS & RESORTS INC COM 44107P104 62 3,371 SH   DFND 17 3,371 0 0
HOST HOTELS & RESORTS INC COM 44107P104 621 33,769 SH   DFND 21 13,562 0 20,207
HOSTESS BRANDS INC CL A 44109J106 16,296 1,012,155 SH   DFND 17 834,297 0 177,858
HOSTESS BRANDS INC CL A 44109J106 165 10,218 SH   DFND 21 10,218 0 0
HOULIHAN LOKEY INC CL A 441593100 21,268 609,400 SH   DFND 3 609,400 0 0
HOULIHAN LOKEY INC CL A 441593100 1,308 37,547 SH   DFND 17 37,547 0 0
HOWARD HUGHES CORP COM 44267D107 42,382 345,021 SH   DFND 4 345,021 0 0
HOWARD HUGHES CORP COM 44267D107 16,427 133,727 SH   DFND 17 106,150 0 27,577
HUBSPOT INC COM 443573100 350 5,325 SH   DFND 17 0 0 5,325
HUDBAY MINERALS INC COM 443628102 18,480 3,200,000 SH   DFND 4 3,200,000 0 0
HUDBAY MINERALS INC COM 443628102 133 22,989 SH   DFND 17 22,989 0 0
HUDBAY MINERALS INC COM 443628102 129 22,376 SH   DFND 21 16,200 0 6,176
HUDSON TECHNOLOGIES INC COM 444144109 3,454 408,762 SH   DFND 17 395,855 0 12,907
HUMANA INC COM 444859102 8,735 36,300 SH   DFND 17 26,558 0 9,742
HUMANA INC COM 444859102 43,468 181,181 SH   DFND 21 165,208 0 15,973
HUMANA INC CALL 444859902 5,486 22,800 SH Call DFND 4 22,800 0 0
HUMANA INC PUT 444859952 64,366 267,500 SH Put DFND 4 267,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 144 10,674 SH   DFND 17 10,674 0 0
HUNTINGTON BANCSHARES INC COM 446150104 361 26,697 SH   DFND 20 26,697 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,250 92,467 SH   DFND 21 92,467 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 28,459 19,375 SH   DFND 17 19,375 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,468 18,630 SH   DFND 3 18,630 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 13,393 72,037 SH   DFND 17 69,190 0 2,847
HUNTINGTON INGALLS INDS INC COM 446413106 908 4,880 SH   DFND 20 4,880 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 43,631 234,823 SH   DFND 21 183,482 0 51,341
HUNTINGTON INGALLS INDS INC COM 446413106 168 904 SH   DFND 25 904 0 0
HUNTSMAN CORP COM 447011107 12,649 489,498 SH   DFND 17 352,720 0 136,778
HUNTSMAN CORP COM 447011107 869 33,370 SH   DFND 21 33,370 0 0
HURON CONSULTING GROUP INC COM 447462102 629 14,722 SH   DFND 21 14,722 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7,445 7,755,000 PRN   DFND 17 7,755,000 0 0
HYATT HOTELS CORP COM CL A 448579102 6,183 110,000 SH   DFND 4 110,000 0 0
HYATT HOTELS CORP COM CL A 448579102 1,684 29,955 SH   DFND 17 29,955 0 0
IDT CORP CL B NEW 448947507 126 8,780 SH   DFND 17 8,780 0 0
IDT CORP CL B NEW 448947507 1,334 92,303 SH   DFND 21 86,086 0 6,217
IAC INTERACTIVECORP COM 44919P508 489 4,735 SH   DFND 17 0 0 4,735
IAC INTERACTIVECORP COM 44919P508 134 1,297 SH   DFND 21 1,297 0 0
ICF INTL INC COM 44925C103 2,070 43,941 SH   DFND 17 30,081 0 13,860
ICF INTL INC COM 44925C103 161 3,413 SH   DFND 20 3,413 0 0
ICF INTL INC COM 44925C103 6,459 137,924 SH   DFND 21 62,718 0 75,206
IES HLDGS INC COM 44951W106 1,129 62,180 SH   DFND 17 55,847 0 6,333
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 19,142 17,825,000 PRN   DFND 17 17,825,000 0 0
ILG INC COM 44967H101 8,074 294,291 SH   DFND 21 104,564 0 189,727
IPG PHOTONICS CORP COM 44980X109 12,756 87,915 SH   DFND 17 80,710 0 7,205
ITAU CORPBANCA SPONSORED ADR 45033E105 4,061 305,100 SH   DFND 3 305,100 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 39 2,924 SH   DFND 21 0 0 2,924
ITT INC COM 45073V108 41,149 1,024,115 SH   DFND 3 1,024,115 0 0
ITT INC COM 45073V108 1,076 27,085 SH   DFND 17 27,085 0 0
ITT INC COM 45073V108 420 10,513 SH   DFND 21 0 0 10,513
IBERIABANK CORP COM 450828108 46 570 SH   DFND 17 570 0 0
IBERIABANK CORP COM 450828108 287 3,516 SH   DFND 21 0 0 3,516
IAMGOLD CORP COM 450913108 5,084 991,590 SH   DFND 21 991,590 0 0
ICICI BK LTD ADR 45104G104 0 1 SH   DFND 20 1 0 0
ICICI BK LTD ADR 45104G104 978 109,641 SH   DFND 21 44,601 0 65,041
ICONIX BRAND GROUP INC COM 451055107 997 144,269 SH   DFND 17 81,725 0 62,544
ICONIX BRAND GROUP INC COM 451055107 637 92,041 SH   DFND 21 46,988 0 45,053
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 65,394 67,330,000 PRN   DFND 17 67,330,000 0 0
IDACORP INC COM 451107106 321 3,760 SH   DFND 17 3,760 0 0
IDACORP INC COM 451107106 1,129 13,201 SH   DFND 21 11,697 0 1,504
IDEX CORP COM 45167R104 27,335 241,883 SH   DFND 17 241,883 0 0
IDEX CORP COM 45167R104 469 4,150 SH   DFND 21 1,186 0 2,964
IDEX CORP COM 45167R104 7,977 71,500 SH   DFND 24 71,500 0 0
IDEXX LABS INC COM 45168D104 3,913 24,244 SH   DFND 17 17,099 0 7,145
IDEXX LABS INC COM 45168D104 277 1,719 SH   DFND 20 1,719 0 0
IDEXX LABS INC COM 45168D104 18,409 114,500 SH   DFND 21 93,313 0 21,187
ILLINOIS TOOL WKS INC COM 452308109 10,701 74,705 SH   DFND 3 74,705 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,882 55,167 SH   DFND 17 55,167 0 0
ILLINOIS TOOL WKS INC COM 452308109 36,090 253,991 SH   DFND 21 248,143 0 5,848
ILLINOIS TOOL WKS INC CALL 452308909 6,203 43,300 SH Call DFND 4 43,300 0 0
ILLINOIS TOOL WKS INC PUT 452308959 47,358 330,600 SH Put DFND 4 330,600 0 0
ILLUMINA INC COM 452327109 957 5,517 SH   DFND 4 5,517 0 0
ILLUMINA INC COM 452327109 15,117 85,719 SH   DFND 17 81,129 0 4,590
ILLUMINA INC COM 452327109 8,024 45,400 SH   DFND 24 45,400 0 0
ILLUMINA INC CALL 452327909 4,650 26,800 SH Call DFND 4 26,800 0 0
ILLUMINA INC PUT 452327959 30,765 177,300 SH Put DFND 4 177,300 0 0
ILLUMINA INC NOTE 6/1 452327AF6 414 405,000 PRN   DFND 17 405,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,064 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 96,336 89,615,000 PRN   DFND 17 85,165,000 0 4,450,000
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 61,966 72,475,000 PRN   DFND 17 72,475,000 0 0
IMMUNOMEDICS INC COM 452907108 1,740 197,038 SH   DFND 17 190,699 0 6,339
IMPINJ INC COM 453204109 4,960 101,948 SH   DFND 17 99,208 0 2,740
IMPERVA INC COM 45321L100 1,637 34,205 SH   DFND 17 34,205 0 0
IMPERVA INC COM 45321L100 154 3,212 SH   DFND 21 3,212 0 0
INC RESH HLDGS INC CL A 45329R109 442 7,556 SH   DFND 17 7,556 0 0
INC RESH HLDGS INC CL A 45329R109 1,191 20,368 SH   DFND 21 17,510 0 2,858
INCYTE CORP COM 45337C102 5,305 42,132 SH   DFND 4 42,132 0 0
INCYTE CORP COM 45337C102 45,014 353,315 SH   DFND 17 292,680 0 60,635
INCYTE CORP COM 45337C102 93 737 SH   DFND 21 737 0 0
INCYTE CORP COM 45337C102 13,200 102,500 SH   DFND 24 102,500 0 0
INCYTE CORP CALL 45337C902 2,241 17,800 SH Call DFND 4 17,800 0 0
INCYTE CORP PUT 45337C952 19,088 151,600 SH Put DFND 4 151,600 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 508 130,585 SH   DFND 17 117,322 0 13,263
INDEPENDENCE RLTY TR INC COM 45378A106 1,181 119,621 SH   DFND 17 119,621 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 330 33,282 SH   DFND 21 9,809 0 23,473
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 2,015 34,759 SH   DFND 17 34,759 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 332 5,731 SH   DFND 20 5,731 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 8,282 142,488 SH   DFND 21 137,347 0 5,141
INFOSYS LTD SPONSORED ADR 456788108 638 42,476 SH   DFND   42,476 0 0
INFOSYS LTD SPONSORED ADR 456788108 40 2,692 SH   DFND 17 0 0 2,692
INFOSYS LTD SPONSORED ADR 456788108 791 52,891 SH   DFND 21 25,000 0 27,891
ING GROEP N V SPONSORED ADR 456837103 12,304 707,148 SH   DFND 17 707,148 0 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 2,050 2,000,000 PRN   DFND 4 2,000,000 0 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 187,686 178,189,000 PRN   DFND 4 178,189,000 0 0
INFRAREIT INC COM 45685L100 29,072 1,518,100 SH   DFND 3 1,518,100 0 0
INFRAREIT INC COM 45685L100 3,186 166,514 SH   DFND 17 136,884 0 29,630
INFRAREIT INC COM 45685L100 512 24,340 SH   DFND 21 22,841 0 1,499
INGLES MKTS INC CL A 457030104 18,829 565,422 SH   DFND 3 565,422 0 0
INGLES MKTS INC CL A 457030104 1,431 42,859 SH   DFND 17 18,284 0 24,575
INGLES MKTS INC CL A 457030104 292 8,760 SH   DFND 21 0 0 8,760
INGREDION INC COM 457187102 46,087 386,600 SH   DFND 3 386,600 0 0
INGREDION INC COM 457187102 15,999 134,505 SH   DFND 17 130,354 0 4,151
INGREDION INC COM 457187102 1,151 9,658 SH   DFND 20 9,658 0 0
INGREDION INC COM 457187102 71,177 600,428 SH   DFND 21 457,985 0 142,443
INGREDION INC COM 457187102 106 886 SH   DFND 25 886 0 0
INSIGHT ENTERPRISES INC COM 45765U103 8 196 SH   DFND 17 196 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,725 42,847 SH   DFND 21 23,143 0 19,704
INPHI CORP NOTE 1.125%12/0 45772FAB3 11,145 9,900,000 PRN   DFND 17 9,900,000 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1,553 198,116 SH   DFND 17 191,868 0 6,248
INNOPHOS HOLDINGS INC COM 45774N108 22,798 520,035 SH   DFND 3 520,035 0 0
INNOPHOS HOLDINGS INC COM 45774N108 254 5,785 SH   DFND 17 2,115 0 3,670
INNOPHOS HOLDINGS INC COM 45774N108 1,464 32,770 SH   DFND 21 7,629 0 25,141
INSTEEL INDUSTRIES INC COM 45774W108 37,190 1,128,000 SH   DFND 3 1,128,000 0 0
INSTEEL INDUSTRIES INC COM 45774W108 796 24,241 SH   DFND 17 24,241 0 0
INSTEEL INDUSTRIES INC COM 45774W108 4,311 135,415 SH   DFND 21 72,612 0 62,803
INSPERITY INC COM 45778Q107 170 2,400 SH   DFND 17 0 0 2,400
INSPERITY INC COM 45778Q107 10,463 146,516 SH   DFND 21 76,530 0 69,986
INSPERITY INC COM 45778Q107 54 754 SH   DFND 25 754 0 0
INOGEN INC COM 45780L104 3,508 36,764 SH   DFND 17 12,463 0 24,301
INOGEN INC COM 45780L104 226 2,375 SH   DFND 21 2,375 0 0
INSTALLED BLDG PRODS INC COM 45780R101 11,807 222,989 SH   DFND 17 163,977 0 59,012
INNOVIVA INC COM 45781M101 437 33,952 SH   DFND 21 33,952 0 0
INSTRUCTURE INC COM 45781U103 3,444 116,748 SH   DFND 17 116,748 0 0
INSULET CORP COM 45784P101 1,111 21,653 SH   DFND 17 21,653 0 0
INSULET CORP COM 45784P101 159 3,095 SH   DFND 21 3,095 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 13,515 247,932 SH   DFND 17 201,298 0 46,634
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 280 5,134 SH   DFND 20 5,134 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,288 42,015 SH   DFND 21 37,969 0 4,046
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 46,351 43,410,000 PRN   DFND 17 43,410,000 0 0
INTEL CORP COM 458140100 64,078 1,899,160 SH   DFND 3 1,899,160 0 0
INTEL CORP COM 458140100 46,668 1,383,155 SH   DFND 4 1,383,155 0 0
INTEL CORP COM 458140100 202,372 6,000,703 SH   DFND 17 5,369,338 0 631,365
INTEL CORP COM 458140100 1,930 57,188 SH   DFND 20 57,188 0 0
INTEL CORP COM 458140100 252,598 7,503,850 SH   DFND 21 5,296,992 0 2,206,858
INTEL CORP COM 458140100 519 15,390 SH   DFND 25 15,390 0 0
INTEL CORP CALL 458140900 17,754 526,200 SH Call DFND 4 526,200 0 0
INTEL CORP PUT 458140950 120,108 3,559,800 SH Put DFND 4 3,559,800 0 0
INTEL CORP SDCV 12/1 458140AD2 45,195 34,500,000 PRN   DFND 17 34,500,000 0 0
INTEL CORP SDCV 12/1 458140AD2 9,170 7,000,000 PRN   DFND 21 0 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 185,377 112,120,000 PRN   DFND 17 105,405,000 0 6,715,000
INTEGER HLDGS CORP COM 45826H109 424 9,805 SH   DFND 17 290 0 9,515
INTERCEPT PHARMACEUTICALS IN COM 45845P108 634 5,172 SH   DFND 17 5,172 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 319 2,600 SH   DFND 24 2,600 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3,916 4,000,000 PRN   DFND 17 4,000,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 11,598 9,450,000 PRN   DFND 17 7,610,000 0 1,840,000
INTERFACE INC COM 458665304 31,105 1,582,966 SH   DFND 3 1,582,966 0 0
INTERFACE INC COM 458665304 1,113 56,775 SH   DFND 17 56,775 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 39,229 595,250 SH   DFND 17 585,925 0 9,325
INTERCONTINENTAL EXCHANGE IN COM 45866F104 37,879 575,325 SH   DFND 21 572,032 0 3,293
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 8,411 127,600 SH Call DFND 4 127,600 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 41,437 628,600 SH Put DFND 4 628,600 0 0
INTERDIGITAL INC COM 45867G101 2,107 26,608 SH   DFND 21 0 0 26,608
INTERNATIONAL BUSINESS MACHS COM 459200101 67,394 438,110 SH   DFND 3 438,110 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 58,678 381,450 SH   DFND 4 381,450 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 146,779 953,990 SH   DFND 17 890,572 0 63,418
INTERNATIONAL BUSINESS MACHS COM 459200101 44,246 287,386 SH   DFND 21 223,246 0 64,140
INTERNATIONAL BUSINESS MACHS COM 459200101 167 1,085 SH   DFND 24 1,085 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 38 246 SH   DFND 25 246 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 15,106 98,200 SH Call DFND 4 98,200 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 149,169 969,700 SH Put DFND 4 969,700 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 549 4,065 SH   DFND 17 4,065 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 105,500 784,197 SH   DFND 21 615,648 0 168,549
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 961 7,200 SH   DFND 24 7,200 0 0
INTL PAPER CO COM 460146103 69,516 1,227,975 SH   DFND 3 1,227,975 0 0
INTL PAPER CO COM 460146103 2,007 35,455 SH   DFND 4 35,455 0 0
INTL PAPER CO COM 460146103 20,056 359,959 SH   DFND 17 358,479 0 1,480
INTL PAPER CO COM 460146103 217 3,841 SH   DFND 20 3,841 0 0
INTL PAPER CO COM 460146103 27,079 485,171 SH   DFND 21 241,953 0 243,218
INTL PAPER CO CALL 460146903 1,772 31,300 SH Call DFND 4 31,300 0 0
INTL PAPER CO PUT 460146953 21,823 385,500 SH Put DFND 4 385,500 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,136 86,835 SH   DFND 17 86,835 0 0
INTERPUBLIC GROUP COS INC COM 460690100 11,201 454,739 SH   DFND 21 377,326 0 77,413
INTERSECT ENT INC COM 46071F103 3,568 127,646 SH   DFND 17 123,845 0 3,801
INTRAWEST RESORTS HLDGS INC COM 46090K109 4,886 205,794 SH   DFND 21 205,794 0 0
INTL FCSTONE INC COM 46116V105 509 13,492 SH   DFND 17 5,050 0 8,442
INTUIT COM 461202103 1,068 8,043 SH   DFND 4 8,043 0 0
INTUIT COM 461202103 5,139 38,698 SH   DFND 17 38,698 0 0
INTUIT COM 461202103 109,038 820,384 SH   DFND 21 717,698 0 102,686
INTUIT CALL 461202903 4,476 33,700 SH Call DFND 4 33,700 0 0
INTUIT PUT 461202953 40,746 306,800 SH Put DFND 4 306,800 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 32,753 35,045 SH   DFND 17 33,115 0 1,930
INTUITIVE SURGICAL INC COM NEW 46120E602 866 926 SH   DFND 20 926 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 17,433 18,685 SH   DFND 21 17,824 0 861
INTUITIVE SURGICAL INC CALL 46120E902 5,986 6,400 SH Call DFND 4 6,400 0 0
INTUITIVE SURGICAL INC PUT 46120E952 52,848 56,500 SH Put DFND 4 56,500 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 622 37,237 SH   DFND 17 37,237 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 236 14,132 SH   DFND 20 14,132 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6,576 393,259 SH   DFND 21 99,079 0 294,180
INVITAE CORP COM 46185L103 767 80,182 SH   DFND 17 71,953 0 8,229
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,432 194,836 SH   DFND 17 188,816 0 6,020
IROBOT CORP COM 462726100 1,085 12,506 SH   DFND 21 12,506 0 0
IRON MTN INC NEW COM 46284V101 294 8,560 SH   DFND 17 8,560 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 333 17,640 SH   DFND 17 17,640 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 23,136 17,190,000 PRN   DFND 17 13,505,000 0 3,685,000
ISHARES GOLD TRUST ISHARES 464285105 8,449 707,600 SH   DFND 20 707,600 0 0
ISHARES MSCI WORLD ETF 464286392 10,627 132,288 SH   DFND 25 132,288 0 0
ISHARES JP MORGAN EM ETF 464286517 1 27 SH   DFND 17 27 0 0
ISHARES JP MORGAN EM ETF 464286517 3,249 69,627 SH   DFND 24 0 0 69,627
ISHARES MIN VOL EMRG MKT 464286533 7 122 SH   DFND 17 122 0 0
ISHARES MIN VOL EMRG MKT 464286533 54,015 975,000 SH   DFND 25 975,000 0 0
ISHARES MSCI BRIC INDX 464286657 479 15,038 SH   DFND   0 0 15,038
ISHARES MSCI SPAN CP ETF 464286764 495 15,000 SH   DFND 24 15,000 0 0
ISHARES MSCI STH KOR ETF 464286772 1,969 29,040 SH   DFND 17 29,040 0 0
ISHARES TR SELECT DIVID ETF 464287168 460 5,000 SH   DFND 24 5,000 0 0
ISHARES TR TIPS BD ETF 464287176 1,084 9,580 SH   DFND   3,990 0 5,590
ISHARES TR CORE S&P500 ETF 464287200 487,202 2,001,568 SH   DFND 17 2,001,568 0 0
ISHARES TR CORE S&P500 ETF 464287200 15,421 63,454 SH   DFND 24 28,369 0 35,085
ISHARES TR CORE US AGGBD ET 464287226 172,404 1,574,321 SH   DFND 17 1,574,321 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 211 5,100 SH   DFND 3 5,100 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,297 55,500 SH   DFND 4 55,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH   DFND 17 100 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 30 33,022 SH Put DFND 21 33,022 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 618 15,000 SH   DFND 24 15,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 14,484 349,949 SH   DFND 25 349,949 0 0
ISHARES TR IBOXX INV CP ETF 464287242 536 4,570 SH   DFND   1,910 0 2,660
ISHARES TR IBOXX INV CP ETF 464287242 270,987 2,248,669 SH   DFND 17 2,248,669 0 0
ISHARES TR IBOXX INV CP ETF 464287242 5,927 49,144 SH   DFND 24 17,500 0 31,644
ISHARES TR IBOXX INV CP ETF 464287242 33,750 280,060 SH   DFND 25 280,060 0 0
ISHARES TR LATN AMER 40 ETF 464287390 4,413 146,941 SH   DFND 24 16,000 0 130,941
ISHARES TR S&P 500 VAL ETF 464287408 660 6,287 SH   DFND 17 6,287 0 0
ISHARES TR 7-10YR TR BD ETF 464287440 2 21 SH   DFND 17 21 0 0
ISHARES TR 7-10YR TR BD ETF 464287440 17,869 167,220 SH   DFND 24 167,220 0 0
ISHARES TR MSCI EAFE ETF 464287465 43,590 668,561 SH   DFND 4 668,561 0 0
ISHARES TR MSCI EAFE ETF 464287465 11,963 183,489 SH   DFND 17 183,489 0 0
ISHARES TR MSCI EAFE ETF 464287465 912 14,000 SH   DFND 24 0 0 14,000
ISHARES TR NASDQ BIOTEC ETF 464287556 310 1,000 SH   DFND 17 0 0 1,000
ISHARES TR NASDQ BIOTEC ETF 464287556 156 500 SH   DFND 24 500 0 0
ISHARES TR GLOBAL 100 ETF 464287572 413 4,900 SH   DFND 24 0 0 4,900
ISHARES TR RUS 2000 VAL ETF 464287630 1,386 11,657 SH   DFND 17 11,657 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 277,479 1,969,050 SH   DFND 17 1,969,050 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 14,347 101,648 SH   DFND 24 35,755 0 65,893
ISHARES TR U.S. TECH ETF 464287721 420 3,000 SH   DFND 24 3,000 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 159 1,782 SH   DFND 17 1,782 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 1,378 15,500 SH   DFND 24 15,500 0 0
ISHARES TR CALL 464287904 414 10,000 SH Call DFND 17 10,000 0 0
ISHARES TR CALL 464287904 4,139 100,000 SH   DFND 21 100,000 0 0
ISHARES TR CALL 464287905 70,416 1,080,000 SH Call DFND 4 1,080,000 0 0
ISHARES TR PUT 464287954 90,467 2,185,714 SH Put DFND 4 2,185,714 0 0
ISHARES TR PUT 464287954 136,678 3,302,200 SH   DFND 21 2,580,000 0 722,200
ISHARES TR PUT 464287955 245,698 2,488,800 SH Put DFND 4 2,488,800 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 11,542 171,860 SH   DFND 24 28,000 0 143,860
ISHARES TR MSCI ACWI ETF 464288257 110,163 1,682,131 SH   DFND 17 1,682,131 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,058 16,200 SH   DFND 24 0 0 16,200
ISHARES TR JP MOR EM MK ETF 464288281 1,201 10,900 SH   DFND   4,550 0 6,350
ISHARES TR JP MOR EM MK ETF 464288281 19,853 173,599 SH   DFND 17 173,599 0 0
ISHARES TR JP MOR EM MK ETF 464288281 10,081 88,046 SH   DFND 24 7,000 0 81,046
ISHARES TR JP MOR EM MK ETF 464288281 102,054 892,396 SH   DFND 25 892,396 0 0
ISHARES TR IBOXX HI YD ETF 464288513 18,078 204,526 SH   DFND 17 204,526 0 0
ISHARES TR IBOXX HI YD ETF 464288513 9,341 105,680 SH   DFND 25 105,680 0 0
ISHARES TR MBS ETF 464288588 15,331 143,600 SH   DFND 17 143,600 0 0
ISHARES TR SHRT TRS BD ETF 464288679 2,865 25,970 SH   DFND 24 0 0 25,970
ISHARES TR U.S. PFD STK ETF 464288687 305 8,190 SH   DFND   3,410 0 4,780
ISHARES TR US TREASURY ETF 46429B267 9,933 392,470 SH   DFND 24 0 0 392,470
ISHARES TR MSCI INDIA ETF 46429B598 1,493 46,500 SH   DFND 17 46,500 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 10,439 205,000 SH   DFND 25 205,000 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 734 8,930 SH   DFND   3,720 0 5,210
ISHARES TR CORE HIGH DV ETF 46429B663 7 90 SH   DFND 17 90 0 0
ISHARES TR MIN VOL USA ETF 46429B697 2,071 42,337 SH   DFND 17 42,337 0 0
ISHARES TR MIN VOL USA ETF 46429B697 8,318 170,000 SH   DFND 20 170,000 0 0
ISHARES TR MIN VOL USA ETF 46429B697 97,478 1,992,200 SH   DFND 25 1,992,200 0 0
ISHARES TR USA QUALITY FCTR 46432F339 1,978 26,602 SH   DFND 17 26,602 0 0
ISHARES TR USA QUALITY FCTR 46432F339 33,710 453,272 SH   DFND 25 453,272 0 0
ISHARES TR USA VALUE FACTOR 46432F388 34,588 470,142 SH   DFND 25 470,142 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 2,211 24,871 SH   DFND 17 24,871 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 34,998 393,723 SH   DFND 25 393,723 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,407 23,104 SH   DFND 17 23,104 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 49,704 46,645,000 PRN   DFND 17 43,315,000 0 3,330,000
ISHARES INC CORE MSCI EMKT 46434G103 9,160 184,112 SH   DFND 24 174,912 0 9,200
ISHARES INC MSCI JPN ETF NEW 46434G822 267 5,460 SH   DFND   2,280 0 3,180
ISHARES INC MSCI JPN ETF NEW 46434G822 19,681 368,078 SH   DFND 24 30,500 0 337,578
ISHARES INC MSCI GBL ETF NEW 46434G855 1,852 105,011 SH   DFND 24 0 0 105,011
ISHARES TR HDG MSCI GERMN 46434V704 1,373 49,000 SH   DFND 24 49,000 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 10,581 317,655 SH   DFND 24 0 0 317,655
ISHARES TR MTG REL ETF NEW 46435G342 837 19,890 SH   DFND   8,280 0 11,610
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,855 349,110 SH   DFND 17 309,810 0 39,300
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,231 111,442 SH   DFND 21 111,442 0 0
ITERIS INC COM 46564T107 1,024 164,600 SH   DFND 17 147,749 0 16,851
ITRON INC COM 465741106 20,176 297,801 SH   DFND 17 244,965 0 52,836
ITRON INC COM 465741106 278 4,110 SH   DFND 21 2,732 0 1,378
J & J SNACK FOODS CORP COM 466032109 313 2,370 SH   DFND 17 2,370 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 84,867 76,575,000 PRN   DFND 17 72,655,000 0 3,920,000
JPMORGAN CHASE & CO COM 46625H100 150,999 1,652,065 SH   DFND 3 1,652,065 0 0
JPMORGAN CHASE & CO COM 46625H100 32,260 352,959 SH   DFND 4 352,959 0 0
JPMORGAN CHASE & CO COM 46625H100 276,512 3,026,970 SH   DFND 17 2,954,235 0 72,735
JPMORGAN CHASE & CO COM 46625H100 9,736 106,522 SH   DFND 20 106,522 0 0
JPMORGAN CHASE & CO COM 46625H100 392,511 4,300,250 SH   DFND 21 3,258,784 0 1,041,466
JPMORGAN CHASE & CO COM 46625H100 629 6,882 SH   DFND 25 6,882 0 0
JPMORGAN CHASE & CO CALL 46625H900 29,294 320,500 SH Call DFND 4 320,500 0 0
JPMORGAN CHASE & CO PUT 46625H950 366,368 4,008,400 SH Put DFND 4 4,008,400 0 0
JABIL INC COM 466313103 1,717 58,820 SH   DFND 17 50,053 0 8,767
JABIL INC COM 466313103 11,693 402,085 SH   DFND 21 272,476 0 129,609
JABIL INC COM 466313103 22 756 SH   DFND 25 756 0 0
JACK IN THE BOX INC COM 466367109 14,125 143,397 SH   DFND 17 119,756 0 23,641
JACK IN THE BOX INC COM 466367109 208 2,113 SH   DFND 20 2,113 0 0
JACK IN THE BOX INC COM 466367109 2,810 28,559 SH   DFND 21 25,010 0 3,549
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 109,056 98,860,000 PRN   DFND 17 92,065,000 0 6,795,000
JD COM INC SPON ADR CL A 47215P106 15,270 389,330 SH   DFND 17 352,805 0 36,525
JD COM INC SPON ADR CL A 47215P106 86,658 2,209,547 SH   DFND 20 1,986,938 0 222,609
JD COM INC SPON ADR CL A 47215P106 5,917 149,800 SH   DFND 24 149,800 0 0
JETBLUE AIRWAYS CORP COM 477143101 5,936 260,000 SH   DFND 4 260,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,126 49,309 SH   DFND 17 33,323 0 15,986
JETBLUE AIRWAYS CORP COM 477143101 28,718 1,258,771 SH   DFND 21 929,367 0 329,404
JETBLUE AIRWAYS CORP COM 477143101 95 4,161 SH   DFND 25 4,161 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 16,948 172,934 SH   DFND 17 108,041 0 64,893
JOHN BEAN TECHNOLOGIES CORP COM 477839104 632 6,562 SH   DFND 21 6,562 0 0
JOHNSON & JOHNSON COM 478160104 76,117 575,383 SH   DFND 3 575,383 0 0
JOHNSON & JOHNSON COM 478160104 9,260 70,000 SH   DFND 4 70,000 0 0
JOHNSON & JOHNSON COM 478160104 194,666 1,470,756 SH   DFND 17 1,147,577 0 323,179
JOHNSON & JOHNSON COM 478160104 3,367 25,450 SH   DFND 20 25,450 0 0
JOHNSON & JOHNSON COM 478160104 434,556 3,280,169 SH   DFND 21 2,338,182 0 941,987
JOHNSON & JOHNSON COM 478160104 2,619 19,744 SH   DFND 24 19,744 0 0
JOHNSON & JOHNSON COM 478160104 734 5,545 SH   DFND 25 5,545 0 0
JOHNSON & JOHNSON CALL 478160904 91,412 691,000 SH Call DFND 4 691,000 0 0
JOHNSON & JOHNSON PUT 478160954 347,314 2,625,400 SH Put DFND 4 2,625,400 0 0
J2 GLOBAL INC COM 48123V102 32,358 380,277 SH   DFND 3 380,277 0 0
J2 GLOBAL INC COM 48123V102 8,770 103,069 SH   DFND 17 77,894 0 25,175
J2 GLOBAL INC COM 48123V102 16,303 190,215 SH   DFND 21 148,186 0 42,029
J2 GLOBAL INC COM 48123V102 144 1,688 SH   DFND 25 1,688 0 0
JUNIPER NETWORKS INC COM 48203R104 6,521 233,900 SH   DFND 3 233,900 0 0
JUNIPER NETWORKS INC COM 48203R104 14,684 526,693 SH   DFND 17 514,546 0 12,147
JUNIPER NETWORKS INC COM 48203R104 324 11,606 SH   DFND 20 11,606 0 0
JUNIPER NETWORKS INC COM 48203R104 40,232 1,444,853 SH   DFND 21 872,205 0 572,648
JUNIPER NETWORKS INC COM 48203R104 88 3,161 SH   DFND 25 3,161 0 0
JUST ENERGY GROUP INC COM 48213W101 318 60,510 SH   DFND 21 60,510 0 0
KAR AUCTION SVCS INC COM 48238T109 6,925 165,000 SH   DFND 4 165,000 0 0
KAR AUCTION SVCS INC COM 48238T109 14,699 350,232 SH   DFND 17 297,782 0 52,450
KAR AUCTION SVCS INC COM 48238T109 169 4,018 SH   DFND 20 4,018 0 0
KAR AUCTION SVCS INC COM 48238T109 34,385 821,443 SH   DFND 21 779,409 0 42,034
KAR AUCTION SVCS INC COM 48238T109 150 3,568 SH   DFND 25 3,568 0 0
KBR INC COM 48242W106 40,523 2,662,500 SH   DFND 3 2,662,500 0 0
KBR INC COM 48242W106 545 36,024 SH   DFND 17 36,024 0 0
KCG HLDGS INC CL A 48244B100 16,638 834,385 SH   DFND 21 834,385 0 0
KLA-TENCOR CORP COM 482480100 6,620 72,337 SH   DFND 17 69,997 0 2,340
KLA-TENCOR CORP COM 482480100 32,311 351,057 SH   DFND 21 342,389 0 8,668
KMG CHEMICALS INC COM 482564101 1,965 40,375 SH   DFND 17 39,223 0 1,152
KMG CHEMICALS INC COM 482564101 1,407 28,909 SH   DFND 21 28,909 0 0
KT CORP SPONSORED ADR 48268K101 373 22,400 SH   DFND 17 22,400 0 0
K2M GROUP HLDGS INC COM 48273J107 2,179 89,435 SH   DFND 17 48,600 0 40,835
K12 INC COM 48273U102 326 18,203 SH   DFND 21 0 0 18,203
KADANT INC COM 48282T104 4,154 55,246 SH   DFND 17 52,726 0 2,520
KADANT INC COM 48282T104 1,346 15,669 SH   DFND 21 12,780 0 2,889
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,290 25,874 SH   DFND 17 0 0 25,874
KANSAS CITY SOUTHERN COM NEW 485170302 81,169 775,625 SH   DFND 3 775,625 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 18,539 177,150 SH   DFND 4 175,920 0 1,230
KANSAS CITY SOUTHERN COM NEW 485170302 88,039 846,477 SH   DFND 17 733,764 0 112,713
KANSAS CITY SOUTHERN COM NEW 485170302 346 3,377 SH   DFND 21 1,285 0 2,092
KATE SPADE & CO COM 485865109 27,032 1,461,954 SH   DFND 21 1,461,954 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 33,382 31,235,000 PRN   DFND 17 31,235,000 0 0
KELLOGG CO COM 487836108 1,390 20,013 SH   DFND 4 20,013 0 0
KELLOGG CO COM 487836108 153 2,201 SH   DFND 17 2,201 0 0
KELLOGG CO CALL 487836908 590 8,500 SH Call DFND 4 8,500 0 0
KELLOGG CO PUT 487836958 6,272 90,300 SH Put DFND 4 90,300 0 0
KELLY SVCS INC CL A 488152208 852 37,931 SH   DFND 17 11,686 0 26,245
KELLY SVCS INC CL A 488152208 2,360 105,429 SH   DFND 21 65,970 0 39,459
KENNAMETAL INC COM 489170100 264 7,043 SH   DFND 20 7,043 0 0
KENNAMETAL INC COM 489170100 771 20,602 SH   DFND 21 20,602 0 0
KEYCORP NEW COM 493267108 15,436 823,700 SH   DFND 3 823,700 0 0
KEYCORP NEW COM 493267108 2,041 108,911 SH   DFND 4 108,911 0 0
KEYCORP NEW COM 493267108 7,212 385,038 SH   DFND 17 382,788 0 2,250
KEYCORP NEW COM 493267108 189 10,090 SH   DFND 20 10,090 0 0
KEYCORP NEW COM 493267108 2,978 161,772 SH   DFND 21 159,349 0 2,423
KEYCORP NEW CALL 493267908 231 12,300 SH Call DFND 4 12,300 0 0
KEYCORP NEW PUT 493267958 12,192 650,600 SH Put DFND 4 650,600 0 0
KEYW HLDG CORP COM 493723100 477 50,975 SH   DFND 17 0 0 50,975
KFORCE INC COM 493732101 1,672 85,309 SH   DFND 17 85,309 0 0
KILROY RLTY CORP COM 49427F108 14,014 186,487 SH   DFND 4 186,487 0 0
KILROY RLTY CORP COM 49427F108 18,513 246,350 SH   DFND 17 188,169 0 58,181
KILROY RLTY CORP COM 49427F108 242 3,221 SH   DFND 21 3,221 0 0
KIMBALL ELECTRONICS INC COM 49428J109 387 21,458 SH   DFND 17 21,458 0 0
KIMBALL ELECTRONICS INC COM 49428J109 1,621 88,838 SH   DFND 21 79,316 0 9,522
KIMBERLY CLARK CORP COM 494368103 3,631 28,120 SH   DFND 3 28,120 0 0
KIMBERLY CLARK CORP COM 494368103 4,655 36,051 SH   DFND 4 36,051 0 0
KIMBERLY CLARK CORP COM 494368103 5,230 40,537 SH   DFND 17 40,537 0 0
KIMBERLY CLARK CORP COM 494368103 712 5,511 SH   DFND 21 5,511 0 0
KIMBERLY CLARK CORP CALL 494368903 6,068 47,000 SH Call DFND 4 47,000 0 0
KIMBERLY CLARK CORP PUT 494368953 59,365 459,800 SH Put DFND 4 459,800 0 0
KINDER MORGAN INC DEL COM 49456B101 15,166 791,536 SH   DFND 4 791,536 0 0
KINDER MORGAN INC DEL COM 49456B101 152 7,917 SH   DFND 17 7,917 0 0
KINDER MORGAN INC DEL COM 49456B101 1,508 79,217 SH   DFND 21 79,217 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 49,682 1,132,220 SH   DFND 17 1,132,220 0 0
KINDER MORGAN INC DEL CALL 49456B901 5,541 289,200 SH Call DFND 4 289,200 0 0
KINDER MORGAN INC DEL PUT 49456B951 24,797 1,294,200 SH Put DFND 4 1,294,200 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8,073 1,992,530 SH   DFND 21 1,992,530 0 0
KITE PHARMA INC COM 49803L109 3,449 33,504 SH   DFND 17 33,504 0 0
KITE PHARMA INC COM 49803L109 747 7,265 SH   DFND 21 7,265 0 0
KITE PHARMA INC COM 49803L109 1,799 17,500 SH   DFND 24 17,500 0 0
KNOLL INC COM NEW 498904200 33,830 1,687,300 SH   DFND 3 1,687,300 0 0
KNOLL INC COM NEW 498904200 413 20,450 SH   DFND 17 20,450 0 0
KNOLL INC COM NEW 498904200 69 3,424 SH   DFND 20 3,424 0 0
KNOLL INC COM NEW 498904200 543 27,021 SH   DFND 21 15,310 0 11,711
KOHLS CORP COM 500255104 1,206 31,195 SH   DFND 17 31,195 0 0
KOHLS CORP COM 500255104 5,798 151,005 SH   DFND 21 116,591 0 34,414
KOPPERS HOLDINGS INC COM 50060P106 3,010 83,273 SH   DFND 17 68,913 0 14,360
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,533 85,283 SH   DFND 17 85,283 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,685 261,519 SH   DFND 21 244,138 0 17,381
KORN FERRY INTL COM NEW 500643200 40,844 1,182,849 SH   DFND 3 1,182,849 0 0
KORN FERRY INTL COM NEW 500643200 2,918 84,467 SH   DFND 17 65,052 0 19,415
KRAFT HEINZ CO COM 500754106 14,877 173,718 SH   DFND 4 173,718 0 0
KRAFT HEINZ CO COM 500754106 507 5,920 SH   DFND 17 2,460 0 3,460
KRAFT HEINZ CO CALL 500754906 5,704 66,600 SH Call DFND 4 66,600 0 0
KRAFT HEINZ CO PUT 500754956 67,073 783,200 SH Put DFND 4 783,200 0 0
KRATON CORPORATION COM 50077C106 341 9,888 SH   DFND 17 9,888 0 0
KRATON CORPORATION COM 50077C106 138 4,021 SH   DFND 20 4,021 0 0
KRATON CORPORATION COM 50077C106 1,164 33,857 SH   DFND 21 31,443 0 2,414
KROGER CO COM 501044101 35,332 1,515,112 SH   DFND 4 1,515,112 0 0
KROGER CO COM 501044101 66,761 2,862,838 SH   DFND 17 2,851,596 0 11,242
KROGER CO COM 501044101 37,077 1,590,214 SH   DFND 21 910,103 0 680,111
KROGER CO COM 501044101 174 7,448 SH   DFND 25 7,448 0 0
KROGER CO CALL 501044901 3,810 163,400 SH Call DFND 4 163,400 0 0
KROGER CO PUT 501044951 14,832 636,000 SH Put DFND 4 636,000 0 0
KRONOS WORLDWIDE INC COM 50105F105 2,239 126,235 SH   DFND 21 104,014 0 22,221
LHC GROUP INC COM 50187A107 469 6,909 SH   DFND 17 6,909 0 0
LHC GROUP INC COM 50187A107 2,462 36,393 SH   DFND 21 21,901 0 14,492
LGI HOMES INC COM 50187T106 3,941 98,077 SH   DFND 17 94,966 0 3,111
LGI HOMES INC COM 50187T106 541 13,528 SH   DFND 21 2,691 0 10,837
LKQ CORP COM 501889208 42 1,271 SH   DFND 17 1,271 0 0
LKQ CORP COM 501889208 179 5,425 SH   DFND 21 1,588 0 3,837
LCI INDS COM 50189K103 3,839 37,192 SH   DFND 21 3,463 0 33,729
LPL FINL HLDGS INC COM 50212V100 191 4,487 SH   DFND 20 4,487 0 0
LPL FINL HLDGS INC COM 50212V100 4,162 98,397 SH   DFND 21 86,669 0 11,728
LSB INDS INC COM 502160104 805 77,887 SH   DFND 17 69,908 0 7,979
LSI INDS INC COM 50216C108 950 104,936 SH   DFND 17 94,161 0 10,775
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7,120 236,330 SH   DFND 17 225,986 0 10,344
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,584 85,000 SH   DFND 24 85,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 8,015 52,000 SH   DFND 4 52,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,909 31,848 SH   DFND 17 30,798 0 1,050
LABORATORY CORP AMER HLDGS COM NEW 50540R409 902 5,852 SH   DFND 20 5,852 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 25,763 168,247 SH   DFND 21 110,322 0 57,925
LAM RESEARCH CORP COM 512807108 11,371 80,400 SH   DFND 3 80,400 0 0
LAM RESEARCH CORP COM 512807108 400 2,828 SH   DFND 4 2,828 0 0
LAM RESEARCH CORP COM 512807108 121,756 860,760 SH   DFND 17 605,563 0 255,197
LAM RESEARCH CORP COM 512807108 1,173 8,291 SH   DFND 20 8,291 0 0
LAM RESEARCH CORP COM 512807108 132,101 931,071 SH   DFND 21 638,662 0 292,409
LAM RESEARCH CORP COM 512807108 434 3,069 SH   DFND 25 3,069 0 0
LAM RESEARCH CORP CALL 512807908 4,257 30,100 SH Call DFND 4 30,100 0 0
LAM RESEARCH CORP PUT 512807958 29,304 207,200 SH Put DFND 4 207,200 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 132,425 56,440,000 PRN   DFND 17 52,585,000 0 3,855,000
LAMB WESTON HLDGS INC COM 513272104 11,908 270,391 SH   DFND 17 206,076 0 64,315
LAMB WESTON HLDGS INC COM 513272104 154 3,489 SH   DFND 21 3,489 0 0
LANCASTER COLONY CORP COM 513847103 464 3,785 SH   DFND 17 3,785 0 0
LANTHEUS HLDGS INC COM 516544103 1,228 69,600 SH   DFND 17 69,600 0 0
LAREDO PETROLEUM INC COM 516806106 5,360 509,526 SH   DFND 17 334,310 0 175,216
LAREDO PETROLEUM INC COM 516806106 859 82,600 SH   DFND 24 82,600 0 0
LAS VEGAS SANDS CORP COM 517834107 8,945 140,000 SH   DFND 4 140,000 0 0
LAS VEGAS SANDS CORP COM 517834107 1,648 25,793 SH   DFND 17 25,793 0 0
LAS VEGAS SANDS CORP COM 517834107 4,151 64,974 SH   DFND 21 64,974 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 14 485 SH   DFND 3 485 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,377 45,994 SH   DFND 17 45,994 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4,399 147,422 SH   DFND 21 138,175 0 9,247
LATTICE SEMICONDUCTOR CORP COM 518415104 2,939 441,274 SH   DFND 21 441,274 0 0
LAUDER ESTEE COS INC CL A 518439104 68,828 717,368 SH   DFND 17 635,473 0 81,895
LAUDER ESTEE COS INC CL A 518439104 131,887 1,375,806 SH   DFND 21 1,144,348 0 231,458
LAUDER ESTEE COS INC CL A 518439104 928 9,700 SH   DFND 24 9,700 0 0
LAUDER ESTEE COS INC CALL 518439904 3,023 31,500 SH Call DFND 4 31,500 0 0
LAUDER ESTEE COS INC PUT 518439954 16,710 174,100 SH Put DFND 4 174,100 0 0
LAYNE CHRISTENSEN CO COM 521050104 904 102,874 SH   DFND 17 92,255 0 10,619
LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7,183 7,875,000 PRN   DFND 17 7,875,000 0 0
LEAR CORP COM NEW 521865204 10,959 77,130 SH   DFND 3 77,130 0 0
LEAR CORP COM NEW 521865204 26,578 187,654 SH   DFND 17 126,333 0 61,321
LEAR CORP COM NEW 521865204 536 3,770 SH   DFND 20 3,770 0 0
LEAR CORP COM NEW 521865204 91,954 653,059 SH   DFND 21 472,562 0 180,497
LEAR CORP COM NEW 521865204 360 2,537 SH   DFND 25 2,537 0 0
LEGGETT & PLATT INC COM 524660107 29 551 SH   DFND 17 551 0 0
LEGGETT & PLATT INC COM 524660107 11,783 226,069 SH   DFND 21 212,118 0 13,951
LEGG MASON INC COM 524901105 659 17,253 SH   DFND 21 17,253 0 0
LEIDOS HLDGS INC COM 525327102 3,502 67,756 SH   DFND 17 67,756 0 0
LEIDOS HLDGS INC COM 525327102 882 17,067 SH   DFND 20 17,067 0 0
LEIDOS HLDGS INC COM 525327102 29,383 570,093 SH   DFND 21 246,434 0 323,659
LEMAITRE VASCULAR INC COM 525558201 8,711 279,030 SH   DFND 17 253,753 0 25,277
LEMAITRE VASCULAR INC COM 525558201 915 28,484 SH   DFND 21 28,484 0 0
LENDINGCLUB CORP COM 52603A109 6,882 1,248,960 SH   DFND 17 1,044,845 0 204,115
LENDINGTREE INC NEW COM 52603B107 42,184 244,970 SH   DFND 17 244,970 0 0
LENNAR CORP CL A 526057104 93,420 1,752,061 SH   DFND 17 1,752,061 0 0
LENNAR CORP CL A 526057104 2,868 54,424 SH   DFND 21 54,424 0 0
LEUCADIA NATL CORP COM 527288104 35 1,336 SH   DFND 17 1,336 0 0
LEUCADIA NATL CORP COM 527288104 1,694 64,870 SH   DFND 21 64,870 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 71 1,204 SH   DFND 17 1,204 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 15,358 258,995 SH   DFND 21 258,995 0 0
LEXINGTON REALTY TRUST COM 529043101 142 14,321 SH   DFND 17 14,321 0 0
LEXINGTON REALTY TRUST COM 529043101 120 12,096 SH   DFND 21 0 0 12,096
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 278 5,145 SH   DFND 17 5,145 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 81,803 71,770,000 PRN   DFND 17 66,055,000 0 5,715,000
LIBERTY PPTY TR SH BEN INT 531172104 3 64 SH   DFND 17 64 0 0
LIBERTY PPTY TR SH BEN INT 531172104 264 6,483 SH   DFND 20 6,483 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,608 63,884 SH   DFND 21 30,655 0 33,229
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 312 7,426 SH   DFND 17 7,426 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 7,665 185,852 SH   DFND 21 185,852 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 90,081 76,365,000 PRN   DFND 17 72,660,000 0 3,705,000
LIFEPOINT HEALTH INC COM 53219L109 3,491 51,993 SH   DFND 17 13,070 0 38,923
LIFEPOINT HEALTH INC COM 53219L109 3,890 60,671 SH   DFND 21 56,071 0 4,600
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 8,310 68,450 SH   DFND 17 53,710 0 14,740
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 876 525,000 PRN   DFND 17 525,000 0 0
LIFE STORAGE INC COM 53223X107 5,113 69,000 SH   DFND 3 69,000 0 0
LILLY ELI & CO COM 532457108 6,157 74,807 SH   DFND 4 74,807 0 0
LILLY ELI & CO COM 532457108 17,003 206,603 SH   DFND 17 184,693 0 21,910
LILLY ELI & CO COM 532457108 60,104 727,374 SH   DFND 21 272,008 0 455,366
LILLY ELI & CO COM 532457108 18 224 SH   DFND 25 224 0 0
LILLY ELI & CO CALL 532457908 13,555 164,700 SH Call DFND 4 164,700 0 0
LILLY ELI & CO PUT 532457958 120,092 1,459,200 SH Put DFND 4 1,459,200 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,006 10,929 SH   DFND 17 10,929 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,715 29,479 SH   DFND 21 29,479 0 0
LINCOLN NATL CORP IND COM 534187109 7,866 116,400 SH   DFND 3 116,400 0 0
LINCOLN NATL CORP IND COM 534187109 45,701 676,505 SH   DFND 17 668,025 0 8,480
LINCOLN NATL CORP IND COM 534187109 1,412 20,897 SH   DFND 20 20,897 0 0
LINCOLN NATL CORP IND COM 534187109 45,746 676,006 SH   DFND 21 653,612 0 22,394
LIQUIDITY SERVICES INC COM 53635B107 108 17,065 SH   DFND 17 0 0 17,065
LIVE NATION ENTERTAINMENT IN COM 538034109 4,004 114,901 SH   DFND 17 114,901 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 26,667 23,290,000 PRN   DFND 17 18,970,000 0 4,320,000
LIVEPERSON INC COM 538146101 590 53,630 SH   DFND 17 0 0 53,630
LLOYDS BANKING GROUP PLC DBCV 7.500%12/3 539439AG4 123,765 111,941,000 PRN   DFND 4 111,941,000 0 0
LOCKHEED MARTIN CORP COM 539830109 3,500 12,606 SH   DFND 4 12,606 0 0
LOCKHEED MARTIN CORP COM 539830109 58,356 210,210 SH   DFND 17 207,065 0 3,145
LOCKHEED MARTIN CORP COM 539830109 20,238 72,900 SH   DFND 20 72,900 0 0
LOCKHEED MARTIN CORP CALL 539830909 10,855 39,100 SH Call DFND 4 39,100 0 0
LOCKHEED MARTIN CORP PUT 539830959 117,457 423,100 SH Put DFND 4 423,100 0 0
LOEWS CORP COM 540424108 53 1,137 SH   DFND 17 1,137 0 0
LOEWS CORP COM 540424108 11,386 243,167 SH   DFND 21 180,219 0 62,948
LOGMEIN INC COM 54142L109 1,825 17,463 SH   DFND 17 8,678 0 8,785
LOGMEIN INC COM 54142L109 215 2,053 SH   DFND 21 2,053 0 0
LOUISIANA PAC CORP COM 546347105 1,036 42,978 SH   DFND 17 42,978 0 0
LOUISIANA PAC CORP COM 546347105 1,406 58,176 SH   DFND 21 58,176 0 0
LOWES COS INC COM 548661107 6,601 85,135 SH   DFND 4 85,135 0 0
LOWES COS INC COM 548661107 4,069 52,477 SH   DFND 17 52,477 0 0
LOWES COS INC COM 548661107 1,096 14,134 SH   DFND 20 14,134 0 0
LOWES COS INC COM 548661107 29,785 387,294 SH   DFND 21 387,294 0 0
LOWES COS INC CALL 548661907 12,320 158,900 SH Call DFND 4 158,900 0 0
LOWES COS INC PUT 548661957 64,544 832,500 SH Put DFND 4 832,500 0 0
LUMENTUM HLDGS INC COM 55024U109 56,594 992,007 SH   DFND 17 940,232 0 51,775
LUMENTUM HLDGS INC COM 55024U109 362 6,350 SH   DFND 20 6,350 0 0
LUMENTUM HLDGS INC COM 55024U109 3,013 52,799 SH   DFND 21 47,966 0 4,833
LUMOS NETWORKS CORP COM 550283105 4,388 245,569 SH   DFND 21 245,569 0 0
LYDALL INC DEL COM 550819106 3,412 65,989 SH   DFND 17 65,989 0 0
LYDALL INC DEL COM 550819106 413 8,683 SH   DFND 21 8,683 0 0
LYON WILLIAM HOMES CL A NEW 552074700 1,144 47,378 SH   DFND 17 47,378 0 0
M & T BK CORP COM 55261F104 1,785 11,024 SH   DFND 4 11,024 0 0
M & T BK CORP COM 55261F104 103 637 SH   DFND 17 637 0 0
M & T BK CORP CALL 55261F904 4,292 26,500 SH Call DFND 4 26,500 0 0
M & T BK CORP PUT 55261F954 41,977 259,200 SH Put DFND 4 259,200 0 0
M D C HLDGS INC COM 552676108 32,560 921,600 SH   DFND 3 921,600 0 0
MDU RES GROUP INC COM 552690109 14,173 540,965 SH   DFND 17 434,340 0 106,625
MDU RES GROUP INC COM 552690109 185 7,065 SH   DFND 21 7,065 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 1,430 144,402 SH   DFND 17 0 0 144,402
MFA FINL INC COM 55272X102 1,240 147,768 SH   DFND 17 80,958 0 66,810
MFA FINL INC COM 55272X102 9,057 1,078,435 SH   DFND 21 852,028 0 226,407
MCBC HLDGS INC COM 55276F107 1,509 77,195 SH   DFND 17 77,195 0 0
MGIC INVT CORP WIS COM 552848103 4,566 406,596 SH   DFND 21 30,435 0 376,161
MGM RESORTS INTERNATIONAL COM 552953101 2,060 65,828 SH   DFND 4 53,251 0 12,577
MGM RESORTS INTERNATIONAL COM 552953101 141,155 4,499,847 SH   DFND 17 4,487,057 0 12,790
MGM RESORTS INTERNATIONAL COM 552953101 5,103 155,158 SH   DFND 21 0 0 155,158
MGP INGREDIENTS INC NEW COM 55303J106 3,134 61,250 SH   DFND 17 61,250 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,407 27,488 SH   DFND 21 27,488 0 0
M/I HOMES INC COM 55305B101 2,326 81,478 SH   DFND 17 81,478 0 0
M/I HOMES INC COM 55305B101 1,033 36,193 SH   DFND 21 0 0 36,193
MKS INSTRUMENT INC COM 55306N104 10,584 157,259 SH   DFND 17 132,354 0 24,905
MKS INSTRUMENT INC COM 55306N104 281 4,179 SH   DFND 20 4,179 0 0
MKS INSTRUMENT INC COM 55306N104 15,592 231,151 SH   DFND 21 203,853 0 27,298
MPLX LP COM UNIT REP LTD 55336V100 1,721 51,520 SH   DFND 4 51,520 0 0
MSA SAFETY INC COM 553498106 2,387 29,405 SH   DFND 17 23,330 0 6,075
MSCI INC COM 55354G100 203 1,973 SH   DFND 17 1,973 0 0
MSCI INC COM 55354G100 113 1,095 SH   DFND 20 1,095 0 0
MSCI INC COM 55354G100 519 5,042 SH   DFND 21 5,042 0 0
MSG NETWORK INC CL A 553573106 518 23,065 SH   DFND 17 0 0 23,065
MSG NETWORK INC CL A 553573106 105 4,663 SH   DFND 20 4,663 0 0
MSG NETWORK INC CL A 553573106 303 13,477 SH   DFND 21 13,477 0 0
MTGE INVT CORP COM 55378A105 3,392 180,431 SH   DFND 17 29,897 0 150,534
MTGE INVT CORP COM 55378A105 1,767 93,984 SH   DFND 21 6,329 0 87,655
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 39,413 706,706 SH   DFND 17 668,646 0 38,060
MACERICH CO COM 554382101 9,034 155,594 SH   DFND 4 155,594 0 0
MACERICH CO COM 554382101 32 555 SH   DFND 17 555 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 11,807 150,599 SH   DFND 17 150,599 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 5,606 71,270 SH   DFND 21 71,270 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 44,681 40,495,000 PRN   DFND 17 35,060,000 0 5,435,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 53,340 53,340,000 PRN   DFND 17 53,340,000 0 0
MACROGENICS INC COM 556099109 910 51,982 SH   DFND 17 51,982 0 0
MACYS INC COM 55616P104 31,165 1,341,028 SH   DFND 17 1,338,862 0 2,166
MACYS INC COM 55616P104 8,906 385,025 SH   DFND 21 344,441 0 40,584
MACYS INC COM 55616P104 13 563 SH   DFND 25 563 0 0
MAGELLAN HEALTH INC COM NEW 559079207 306 4,198 SH   DFND 17 4,198 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,609 49,538 SH   DFND 21 49,538 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7,861 110,300 SH   DFND 3 110,300 0 0
MAGNA INTL INC COM 559222401 38,525 832,920 SH   DFND 3 832,920 0 0
MAGNA INTL INC COM 559222401 27,176 589,526 SH   DFND 17 444,844 0 144,682
MAGNA INTL INC COM 559222401 62,112 1,350,395 SH   DFND 21 904,006 0 446,389
MAGNA INTL INC COM 559222401 115 2,486 SH   DFND 25 2,486 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,534 45,786 SH   DFND 17 3,041 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 206 6,162 SH   DFND 20 6,162 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,274 37,936 SH   DFND 21 26,931 0 11,005
MANPOWERGROUP INC COM 56418H100 7,592 68,000 SH   DFND 3 68,000 0 0
MANPOWERGROUP INC COM 56418H100 89 800 SH   DFND 17 800 0 0
MANPOWERGROUP INC COM 56418H100 4,076 36,716 SH   DFND 21 14,812 0 21,904
MANTECH INTL CORP CL A 564563104 2,401 58,015 SH   DFND 17 41,760 0 16,255
MANTECH INTL CORP CL A 564563104 4,173 105,751 SH   DFND 21 94,117 0 11,634
MANULIFE FINL CORP COM 56501R106 31,395 1,677,238 SH   DFND 3 1,677,238 0 0
MANULIFE FINL CORP COM 56501R106 16,096 856,879 SH   DFND 17 506,031 0 350,848
MANULIFE FINL CORP COM 56501R106 851 45,453 SH   DFND 20 45,453 0 0
MANULIFE FINL CORP COM 56501R106 29,927 1,588,308 SH   DFND 21 1,353,968 0 234,340
MANULIFE FINL CORP COM 56501R106 23 1,208 SH   DFND 25 1,208 0 0
MARATHON PETE CORP COM 56585A102 6,756 129,100 SH   DFND 3 129,100 0 0
MARATHON PETE CORP COM 56585A102 2,647 50,575 SH   DFND 4 50,575 0 0
MARATHON PETE CORP COM 56585A102 15,234 291,120 SH   DFND 17 102,901 0 188,219
MARATHON PETE CORP COM 56585A102 1,065 20,348 SH   DFND 20 20,348 0 0
MARATHON PETE CORP COM 56585A102 51,717 990,720 SH   DFND 21 764,202 0 226,518
MARATHON PETE CORP COM 56585A102 725 14,000 SH   DFND 24 14,000 0 0
MARATHON PETE CORP COM 56585A102 206 3,932 SH   DFND 25 3,932 0 0
MARATHON PETE CORP CALL 56585A902 1,858 35,500 SH Call DFND 4 35,500 0 0
MARATHON PETE CORP PUT 56585A952 35,422 676,900 SH Put DFND 4 676,900 0 0
MARCUS CORP COM 566330106 2,193 72,602 SH   DFND 17 55,027 0 17,575
MARCUS CORP COM 566330106 2,233 76,662 SH   DFND 21 71,235 0 5,427
MARINEMAX INC COM 567908108 1,236 63,240 SH   DFND 17 63,240 0 0
MARKEL CORP COM 570535104 1,815 1,872 SH   DFND 21 1,872 0 0
MARKETAXESS HLDGS INC COM 57060D108 114 568 SH   DFND 20 568 0 0
MARKETAXESS HLDGS INC COM 57060D108 6,373 31,334 SH   DFND 21 31,334 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6,630 56,302 SH   DFND 17 42,825 0 13,477
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 24,393 206,923 SH   DFND 21 141,740 0 65,183
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 112 954 SH   DFND 25 954 0 0
MARSH & MCLENNAN COS INC CALL 571748902 9,636 123,600 SH Call DFND 4 123,600 0 0
MARSH & MCLENNAN COS INC PUT 571748952 45,763 587,000 SH Put DFND 4 587,000 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,009 10,056 SH   DFND 4 10,056 0 0
MARRIOTT INTL INC NEW CL A 571903202 130 1,298 SH   DFND 17 1,298 0 0
MARRIOTT INTL INC NEW CALL 571903902 4,594 45,800 SH Call DFND 4 45,800 0 0
MARRIOTT INTL INC NEW PUT 571903952 37,947 378,300 SH Put DFND 4 378,300 0 0
MASCO CORP COM 574599106 50 1,321 SH   DFND 17 1,321 0 0
MASCO CORP COM 574599106 2,090 55,000 SH   DFND 21 55,000 0 0
MASIMO CORP COM 574795100 4,901 53,747 SH   DFND 17 39,583 0 14,164
MASIMO CORP COM 574795100 207 2,265 SH   DFND 20 2,265 0 0
MASIMO CORP COM 574795100 47,766 522,292 SH   DFND 21 261,346 0 260,946
MASTEC INC COM 576323109 14,247 315,549 SH   DFND 17 247,623 0 67,926
MASTEC INC COM 576323109 119 2,638 SH   DFND 21 2,638 0 0
MASTERCARD INCORPORATED CL A 57636Q104 28,000 230,548 SH   DFND 17 164,553 0 65,995
MASTERCARD INCORPORATED CL A 57636Q104 12,829 105,618 SH   DFND 21 47,895 0 57,723
MASTERCARD INCORPORATED CALL 57636Q904 26,913 221,600 SH Call DFND 4 221,600 0 0
MASTERCARD INCORPORATED PUT 57636Q954 99,140 816,300 SH Put DFND 4 816,300 0 0
MATSON INC COM 57686G105 1,077 36,002 SH   DFND 21 35,227 0 775
MATTHEWS INTL CORP CL A 577128101 219 3,582 SH   DFND 20 3,582 0 0
MATTHEWS INTL CORP CL A 577128101 632 10,325 SH   DFND 21 10,325 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,504 55,769 SH   DFND 17 50,969 0 4,800
MAXIM INTEGRATED PRODS INC COM 57772K101 18,550 416,319 SH   DFND 21 404,735 0 11,584
MCCLATCHY CO CL A NEW 579489303 2,252 241,104 SH   DFND 4 241,104 0 0
MCCORMICK & CO INC COM NON VTG 579780206 46 469 SH   DFND 17 469 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,022 20,738 SH   DFND 20 20,738 0 0
MCDERMOTT INTL INC COM 580037109 1,182 164,875 SH   DFND 17 164,875 0 0
MCDERMOTT INTL INC COM 580037109 78 10,892 SH   DFND 20 10,892 0 0
MCDERMOTT INTL INC COM 580037109 7,665 1,083,190 SH   DFND 21 321,674 0 761,516
MCDONALDS CORP COM 580135101 204,234 1,333,471 SH   DFND 17 1,197,734 0 135,737
MCDONALDS CORP COM 580135101 19,739 128,880 SH   DFND 20 128,880 0 0
MCDONALDS CORP COM 580135101 106,581 695,950 SH   DFND 21 629,132 0 66,818
MCDONALDS CORP COM 580135101 162 1,056 SH   DFND 24 1,056 0 0
MCDONALDS CORP CALL 580135901 26,129 170,600 SH Call DFND 4 170,600 0 0
MCDONALDS CORP PUT 580135951 164,662 1,075,100 SH Put DFND 4 1,075,100 0 0
MCGRATH RENTCORP COM 580589109 367 10,586 SH   DFND 17 10,586 0 0
MCGRATH RENTCORP COM 580589109 2,958 84,696 SH   DFND 21 48,706 0 35,990
MCKESSON CORP COM 58155Q103 7,454 45,300 SH   DFND 3 45,300 0 0
MCKESSON CORP COM 58155Q103 129,073 784,449 SH   DFND 17 781,078 0 3,371
MCKESSON CORP COM 58155Q103 62,583 381,579 SH   DFND 21 316,521 0 65,058
MCKESSON CORP COM 58155Q103 210 1,279 SH   DFND 25 1,279 0 0
MCKESSON CORP CALL 58155Q903 5,446 33,100 SH Call DFND 4 33,100 0 0
MCKESSON CORP PUT 58155Q953 41,645 253,100 SH Put DFND 4 253,100 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 142 11,239 SH   DFND 17 11,239 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 176 13,685 SH   DFND 17 13,685 0 0
MEDICINES CO COM 584688105 2,923 76,117 SH   DFND 17 58,102 0 18,015
MEDICINES CO COM 584688105 726 18,700 SH   DFND 24 18,700 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 16,756 12,675,000 PRN   DFND 17 12,085,000 0 590,000
MEDICINES CO NOTE 2.750% 7/1 584688AG0 8,568 8,115,000 PRN   DFND 17 7,195,000 0 920,000
MEDIFAST INC COM 58470H101 682 16,454 SH   DFND 17 16,454 0 0
MEDIFAST INC COM 58470H101 3,180 76,783 SH   DFND 21 62,616 0 14,167
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 21,419 15,700,000 PRN   DFND 17 12,245,000 0 3,455,000
MEDNAX INC COM 58502B106 592 9,807 SH   DFND 17 9,807 0 0
MEDNAX INC COM 58502B106 2,439 40,383 SH   DFND 21 34,354 0 6,029
MEET GROUP INC COM 58513U101 1,426 282,348 SH   DFND 17 48,760 0 233,588
MEET GROUP INC COM 58513U101 8,631 1,681,755 SH   DFND 21 1,503,261 0 178,494
MELCO RESORT ENTERTAINMENT L ADR 585464100 18,139 808,500 SH   DFND 17 697,800 0 110,700
MELCO RESORT ENTERTAINMENT L ADR 585464100 755 34,000 SH   DFND 24 34,000 0 0
MERCADOLIBRE INC COM 58733R102 12,345 49,207 SH   DFND 17 7,285 0 41,922
MERCER INTL INC COM 588056101 1,446 125,718 SH   DFND 17 125,718 0 0
MERCER INTL INC COM 588056101 137 11,912 SH   DFND 20 11,912 0 0
MERCER INTL INC COM 588056101 1,062 92,446 SH   DFND 21 86,606 0 5,840
MERCK & CO INC COM 58933Y105 7,161 111,730 SH   DFND 3 111,730 0 0
MERCK & CO INC COM 58933Y105 17,775 277,340 SH   DFND 4 277,340 0 0
MERCK & CO INC COM 58933Y105 102,391 1,596,684 SH   DFND 17 1,505,073 0 91,611
MERCK & CO INC COM 58933Y105 1,700 26,526 SH   DFND 20 26,526 0 0
MERCK & CO INC COM 58933Y105 149,245 2,323,728 SH   DFND 21 1,712,271 0 611,457
MERCK & CO INC COM 58933Y105 1,673 26,000 SH   DFND 24 26,000 0 0
MERCK & CO INC COM 58933Y105 42 657 SH   DFND 25 657 0 0
MERCK & CO INC CALL 58933Y905 23,912 373,100 SH Call DFND 4 373,100 0 0
MERCK & CO INC PUT 58933Y955 136,742 2,133,600 SH Put DFND 4 2,133,600 0 0
MERCURY SYS INC COM 589378108 463 11,000 SH   DFND 20 11,000 0 0
MERCURY SYS INC COM 589378108 327 7,836 SH   DFND 21 7,836 0 0
MEREDITH CORP COM 589433101 40,738 685,242 SH   DFND 3 685,242 0 0
MEREDITH CORP COM 589433101 3,373 57,025 SH   DFND 17 57,025 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,742 162,253 SH   DFND 17 162,253 0 0
MERIT MED SYS INC COM 589889104 1,333 34,930 SH   DFND 17 12,645 0 22,285
MERIT MED SYS INC COM 589889104 93 2,441 SH   DFND 20 2,441 0 0
MERIT MED SYS INC COM 589889104 1,489 39,019 SH   DFND 21 39,019 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 52,178 30,470,000 PRN   DFND 17 28,125,000 0 2,345,000
MERUS LABS INTL INC NEW COM 59047R101 189 150,000 SH   DFND 21 150,000 0 0
MESA LABS INC COM 59064R109 3,201 22,334 SH   DFND 17 21,662 0 672
META FINL GROUP INC COM 59100U108 1,222 13,731 SH   DFND 17 1,589 0 12,142
META FINL GROUP INC COM 59100U108 1,912 21,570 SH   DFND 21 6,645 0 14,925
METHANEX CORP COM 59151K108 35,063 795,400 SH   DFND 3 795,400 0 0
METHODE ELECTRS INC COM 591520200 40,966 994,322 SH   DFND 3 994,322 0 0
METHODE ELECTRS INC COM 591520200 313 7,647 SH   DFND 21 5,423 0 2,224
METLIFE INC COM 59156R108 65,722 1,196,252 SH   DFND 3 1,196,252 0 0
METLIFE INC COM 59156R108 3,510 63,888 SH   DFND 4 63,888 0 0
METLIFE INC COM 59156R108 25,798 468,877 SH   DFND 17 457,599 0 11,278
METLIFE INC COM 59156R108 47,593 865,205 SH   DFND 21 782,183 0 83,022
METLIFE INC COM 59156R108 142 2,591 SH   DFND 25 2,591 0 0
METLIFE INC CALL 59156R908 9,604 174,800 SH Call DFND 4 174,800 0 0
METLIFE INC PUT 59156R958 47,781 869,700 SH Put DFND 4 869,700 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 12,562 21,345 SH   DFND 17 19,275 0 2,070
METTLER TOLEDO INTERNATIONAL COM 592688105 541 919 SH   DFND 20 919 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 10,466 17,802 SH   DFND 21 13,693 0 4,109
MICHAELS COS INC COM 59408Q106 5,753 310,620 SH   DFND 17 251,260 0 59,360
MICROSOFT CORP COM 594918104 22,024 319,513 SH   DFND 4 319,513 0 0
MICROSOFT CORP COM 594918104 650,101 9,432,293 SH   DFND 17 8,122,201 0 1,310,092
MICROSOFT CORP COM 594918104 7,640 110,840 SH   DFND 20 110,840 0 0
MICROSOFT CORP COM 594918104 554,338 8,064,840 SH   DFND 21 5,982,877 0 2,081,963
MICROSOFT CORP COM 594918104 538 7,810 SH   DFND 25 7,810 0 0
MICROSOFT CORP CALL 594918904 69,743 1,011,800 SH Call DFND 4 1,011,800 0 0
MICROSOFT CORP PUT 594918954 474,342 6,881,500 SH Put DFND 4 6,881,500 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 101,903 1,320,323 SH   DFND 17 981,534 0 338,789
MICROCHIP TECHNOLOGY INC COM 595017104 1,428 18,500 SH   DFND 20 18,500 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 81,103 1,050,689 SH   DFND 21 829,230 0 221,459
MICROCHIP TECHNOLOGY INC COM 595017104 944 12,200 SH   DFND 24 12,200 0 0
MICRON TECHNOLOGY INC COM 595112103 258 8,643 SH   DFND 4 8,643 0 0
MICRON TECHNOLOGY INC COM 595112103 302,766 10,133,085 SH   DFND 17 8,785,960 0 1,347,125
MICRON TECHNOLOGY INC COM 595112103 17,531 587,094 SH   DFND 20 587,094 0 0
MICRON TECHNOLOGY INC COM 595112103 55,177 1,800,861 SH   DFND 21 1,626,409 0 174,452
MICRON TECHNOLOGY INC CALL 595112903 5,282 176,900 SH Call DFND 4 176,900 0 0
MICRON TECHNOLOGY INC PUT 595112953 36,474 1,221,500 SH Put DFND 4 1,221,500 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 252,548 222,196,000 PRN   DFND 17 212,991,000 0 9,205,000
MICROSEMI CORP COM 595137100 61,685 1,318,050 SH   DFND 17 1,244,704 0 73,346
MICROSEMI CORP COM 595137100 1,214 23,331 SH   DFND 21 23,331 0 0
MID AMER APT CMNTYS INC COM 59522J103 6,744 64,000 SH   DFND 3 64,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 311 2,951 SH   DFND 17 2,951 0 0
MIDDLEBY CORP COM 596278101 1,501 12,354 SH   DFND 17 12,354 0 0
MIDDLEBY CORP COM 596278101 83 679 SH   DFND 21 679 0 0
MILLER HERMAN INC COM 600544100 1,257 41,418 SH   DFND 21 33,179 0 8,239
MINDBODY INC COM CL A 60255W105 5,027 184,827 SH   DFND 17 184,827 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 7,386 1,107,366 SH   DFND 17 1,107,366 0 0
MOBILEIRON INC COM NEW 60739U204 2,326 384,422 SH   DFND 17 372,630 0 11,792
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 13,073 1,560,585 SH   DFND 17 1,392,385 0 168,200
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,609 193,836 SH   DFND 21 171,249 0 22,587
MODEL N INC COM 607525102 3,165 238,007 SH   DFND 17 230,423 0 7,584
MODINE MFG CO COM 607828100 4,287 259,015 SH   DFND 17 259,015 0 0
MODINE MFG CO COM 607828100 829 50,098 SH   DFND 21 0 0 50,098
MOELIS & CO CL A 60786M105 2,233 57,561 SH   DFND 21 0 0 57,561
MOHAWK INDS INC COM 608190104 33,436 138,341 SH   DFND 17 128,736 0 9,605
MOHAWK INDS INC COM 608190104 324 1,340 SH   DFND 20 1,340 0 0
MOHAWK INDS INC COM 608190104 12,851 53,526 SH   DFND 21 49,852 0 3,674
MOHAWK INDS INC COM 608190104 839 3,500 SH   DFND 24 3,500 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 71,778 40,455,000 PRN   DFND 17 40,455,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 3,778 2,955,000 PRN   DFND 17 2,955,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 6,165 71,400 SH   DFND 3 71,400 0 0
MOLSON COORS BREWING CO CL B 60871R209 89 1,035 SH   DFND 4 1,035 0 0
MOLSON COORS BREWING CO CL B 60871R209 27,661 320,292 SH   DFND 17 315,772 0 4,520
MOLSON COORS BREWING CO CL B 60871R209 26,787 309,910 SH   DFND 21 107,148 0 202,762
MOLSON COORS BREWING CO PUT 60871R959 984 11,400 SH Put DFND 4 11,400 0 0
MONDELEZ INTL INC CL A 609207105 7,441 172,287 SH   DFND 4 172,287 0 0
MONDELEZ INTL INC CL A 609207105 53,568 1,240,525 SH   DFND 17 1,066,191 0 174,334
MONDELEZ INTL INC CL A 609207105 29,363 680,064 SH   DFND 21 490,191 0 189,873
MONDELEZ INTL INC CALL 609207905 10,633 246,200 SH Call DFND 4 246,200 0 0
MONDELEZ INTL INC PUT 609207955 56,670 1,312,100 SH Put DFND 4 1,312,100 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 431 25,000 SH   DFND 21 25,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 38,204 2,538,488 SH   DFND 3 2,538,488 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,093 72,612 SH   DFND 17 14,305 0 58,307
MONMOUTH REAL ESTATE INVT CO CL A 609720107 729 48,424 SH   DFND 21 48,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 6,170 64,000 SH   DFND 17 51,680 0 12,320
MONOLITHIC PWR SYS INC COM 609839105 1,330 13,695 SH   DFND 21 13,695 0 0
MONSANTO CO NEW COM 61166W101 558 4,718 SH   DFND 4 4,718 0 0
MONSANTO CO NEW COM 61166W101 130,992 1,106,729 SH   DFND 17 1,106,729 0 0
MONSANTO CO NEW COM 61166W101 2,063 17,434 SH   DFND 20 17,434 0 0
MONSANTO CO NEW COM 61166W101 40,492 342,149 SH   DFND 21 328,869 0 13,280
MONSANTO CO NEW COM 61166W101 8,107 68,700 SH   DFND 24 68,700 0 0
MONSANTO CO NEW CALL 61166W901 5,977 50,500 SH Call DFND 4 50,500 0 0
MONSANTO CO NEW PUT 61166W951 68,294 577,000 SH Put DFND 4 577,000 0 0
MONSANTO CO NEW PUT 61166W951 11,954 101,000 SH   DFND 21 101,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 862 17,355 SH   DFND 4 17,355 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 62,082 1,249,570 SH   DFND 17 992,741 0 256,829
MONSTER BEVERAGE CORP NEW CALL 61174X909 2,668 53,700 SH Call DFND 4 53,700 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 14,144 284,700 SH Put DFND 4 284,700 0 0
MOODYS CORP COM 615369105 680 5,589 SH   DFND 4 5,589 0 0
MOODYS CORP COM 615369105 83 685 SH   DFND 17 685 0 0
MOODYS CORP COM 615369105 2,157 17,767 SH   DFND 21 15,676 0 2,091
MOODYS CORP CALL 615369905 1,460 12,000 SH Call DFND 4 12,000 0 0
MOODYS CORP PUT 615369955 13,920 114,400 SH Put DFND 4 114,400 0 0
MORGAN STANLEY COM NEW 617446448 66,438 1,490,975 SH   DFND 3 1,490,975 0 0
MORGAN STANLEY COM NEW 617446448 42,170 946,356 SH   DFND 4 946,356 0 0
MORGAN STANLEY COM NEW 617446448 40,406 904,957 SH   DFND 17 713,979 0 190,978
MORGAN STANLEY COM NEW 617446448 941 21,115 SH   DFND 20 21,115 0 0
MORGAN STANLEY COM NEW 617446448 95,252 2,129,632 SH   DFND 21 1,561,697 0 567,935
MORGAN STANLEY COM NEW 617446448 54 1,222 SH   DFND 25 1,222 0 0
MORGAN STANLEY CALL 617446908 6,737 151,200 SH Call DFND 4 151,200 0 0
MORGAN STANLEY PUT 617446958 61,368 1,377,200 SH Put DFND 4 1,377,200 0 0
MOSAIC CO NEW COM 61945C103 33 1,441 SH   DFND 17 1,441 0 0
MOSAIC CO NEW COM 61945C103 2,123 93,457 SH   DFND 21 93,457 0 0
MOTORCAR PTS AMER INC COM 620071100 3,275 115,959 SH   DFND 17 112,039 0 3,920
MOTOROLA SOLUTIONS INC COM NEW 620076307 25,501 293,951 SH   DFND 17 289,321 0 4,630
MOTOROLA SOLUTIONS INC COM NEW 620076307 10,870 125,262 SH   DFND 21 76,975 0 48,287
MUELLER WTR PRODS INC COM SER A 624758108 18,907 1,618,760 SH   DFND 17 1,494,955 0 123,805
MUELLER WTR PRODS INC COM SER A 624758108 350 29,974 SH   DFND 21 13,177 0 16,797
MUELLER WTR PRODS INC COM SER A 624758108 4,477 383,000 SH   DFND 24 383,000 0 0
MULESOFT INC CL A 625207105 3,276 131,340 SH   DFND 17 111,962 0 19,378
MURPHY OIL CORP COM 626717102 775 30,232 SH   DFND 17 30,232 0 0
MURPHY OIL CORP COM 626717102 232 9,065 SH   DFND 20 9,065 0 0
MURPHY OIL CORP COM 626717102 4,116 160,502 SH   DFND 21 147,643 0 12,859
MURPHY USA INC COM 626755102 833 11,388 SH   DFND 21 11,388 0 0
MYRIAD GENETICS INC COM 62855J104 13 515 SH   DFND 17 515 0 0
MYRIAD GENETICS INC COM 62855J104 259 10,093 SH   DFND 21 8,939 0 1,154
NCR CORP NEW COM 62886E108 340 8,313 SH   DFND 17 0 0 8,313
NCR CORP NEW COM 62886E108 17,355 426,654 SH   DFND 21 331,569 0 95,085
NCR CORP NEW COM 62886E108 109 2,674 SH   DFND 25 2,674 0 0
NCI INC CL A 62886K104 976 46,266 SH   DFND 17 41,531 0 4,735
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 576 41,124 SH   DFND 4 41,124 0 0
NMI HLDGS INC CL A 629209305 132 11,557 SH   DFND 21 11,557 0 0
NN INC COM 629337106 4,331 157,785 SH   DFND 17 153,426 0 4,359
NRG YIELD INC CL A NEW 62942X306 132 7,750 SH   DFND 17 7,750 0 0
NRG YIELD INC CL A NEW 62942X306 117 6,798 SH   DFND 21 0 0 6,798
NVR INC COM 62944T105 7,883 3,270 SH   DFND 17 3,270 0 0
NVR INC COM 62944T105 3,081 1,315 SH   DFND 21 1,315 0 0
NV5 GLOBAL INC COM 62945V109 4,801 112,960 SH   DFND 17 108,256 0 4,704
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 6,570 5,500,000 PRN   DFND 17 5,500,000 0 0
NANOMETRICS INC COM 630077105 450 17,795 SH   DFND 17 17,795 0 0
NANOMETRICS INC COM 630077105 540 21,353 SH   DFND 21 21,353 0 0
NASDAQ INC COM 631103108 3,575 50,000 SH   DFND 4 50,000 0 0
NASDAQ INC COM 631103108 44 616 SH   DFND 17 616 0 0
NATIONAL BEVERAGE CORP COM 635017106 10,833 115,790 SH   DFND 17 94,681 0 21,109
NATIONAL COMM CORP COM 63546L102 2,325 58,791 SH   DFND 17 56,786 0 2,005
NATIONAL FUEL GAS CO N J COM 636180101 37,061 663,700 SH   DFND 3 663,700 0 0
NATIONAL FUEL GAS CO N J COM 636180101 14,673 262,761 SH   DFND 17 202,571 0 60,190
NATIONAL FUEL GAS CO N J COM 636180101 197 3,523 SH   DFND 21 3,523 0 0
NATIONAL GEN HLDGS CORP COM 636220303 29,781 1,411,400 SH   DFND 3 1,411,400 0 0
NATIONAL HEALTH INVS INC COM 63633D104 19,812 250,150 SH   DFND 3 250,150 0 0
NATIONAL OILWELL VARCO INC COM 637071101 14 420 SH   DFND 3 420 0 0
NATIONAL OILWELL VARCO INC COM 637071101 15,757 478,461 SH   DFND 17 478,461 0 0
NATIONAL OILWELL VARCO INC COM 637071101 20 631 SH   DFND 21 631 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 3,467 150,000 SH   DFND 4 150,000 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,222 68,300 SH   DFND 4 68,300 0 0
NAUTILUS INC COM 63910B102 4,290 224,017 SH   DFND 17 216,123 0 7,894
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 15,131 15,400,000 PRN   DFND 17 15,400,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 438 22,143 SH   DFND 17 22,143 0 0
NAVIGANT CONSULTING INC COM 63935N107 155 7,838 SH   DFND 20 7,838 0 0
NAVIGANT CONSULTING INC COM 63935N107 7,786 393,625 SH   DFND 21 222,553 0 171,072
NAVIENT CORPORATION COM 63938C108 20 1,199 SH   DFND 17 1,199 0 0
NAVIENT CORPORATION COM 63938C108 8,437 507,044 SH   DFND 21 507,044 0 0
NEENAH PAPER INC COM 640079109 37,381 465,813 SH   DFND 3 465,813 0 0
NEENAH PAPER INC COM 640079109 1,166 14,628 SH   DFND 17 14,628 0 0
NEKTAR THERAPEUTICS COM 640268108 1,453 74,902 SH   DFND 17 74,902 0 0
NEKTAR THERAPEUTICS COM 640268108 503 26,000 SH   DFND 24 26,000 0 0
NEOGENOMICS INC COM NEW 64049M209 6,343 707,908 SH   DFND 17 687,448 0 20,460
NEOPHOTONICS CORP COM 64051T100 1,371 177,565 SH   DFND 17 177,565 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 893 90,598 SH   DFND 17 48,038 0 42,560
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,539 157,296 SH   DFND 21 144,916 0 12,380
NETAPP INC COM 64110D104 85,630 2,138,082 SH   DFND 17 1,515,682 0 622,400
NETAPP INC COM 64110D104 343 8,576 SH   DFND 20 8,576 0 0
NETAPP INC COM 64110D104 13,944 348,141 SH   DFND 21 335,717 0 12,424
NETFLIX INC COM 64110L106 4,416 29,553 SH   DFND 4 29,553 0 0
NETFLIX INC COM 64110L106 63,285 423,563 SH   DFND 17 320,198 0 103,365
NETFLIX INC COM 64110L106 4,752 31,791 SH   DFND 21 12,515 0 19,276
NETFLIX INC CALL 64110L906 9,816 65,700 SH Call DFND 4 65,700 0 0
NETFLIX INC PUT 64110L956 96,728 647,400 SH Put DFND 4 647,400 0 0
NETEASE INC SPONSORED ADR 64110W102 69 231 SH   DFND   231 0 0
NETEASE INC SPONSORED ADR 64110W102 50,443 167,745 SH   DFND 17 132,020 0 35,725
NETEASE INC SPONSORED ADR 64110W102 26,133 86,929 SH   DFND 20 72,870 0 14,059
NETEASE INC SPONSORED ADR 64110W102 33,772 112,226 SH   DFND 21 96,940 0 15,286
NETEASE INC SPONSORED ADR 64110W102 1,782 5,900 SH   DFND 24 5,900 0 0
NETGEAR INC COM 64111Q104 454 10,545 SH   DFND 17 7,746 0 2,799
NETGEAR INC COM 64111Q104 207 4,810 SH   DFND 20 4,810 0 0
NETGEAR INC COM 64111Q104 11,273 257,382 SH   DFND 21 175,521 0 81,861
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,851 40,036 SH   DFND 17 40,036 0 0
NEUSTAR INC CL A 64126X201 1,060 31,799 SH   DFND 17 27,017 0 4,782
NEUSTAR INC CL A 64126X201 273 8,188 SH   DFND 20 8,188 0 0
NEUSTAR INC CL A 64126X201 22,226 666,443 SH   DFND 21 633,183 0 33,260
NEUSTAR INC CL A 64126X201 79 2,376 SH   DFND 25 2,376 0 0
NEVSUN RES LTD COM 64156L101 33 13,573 SH   DFND 21 13,573 0 0
NEVRO CORP COM 64157F103 832 11,179 SH   DFND 17 11,179 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 765 710,000 PRN   DFND 17 710,000 0 0
NEW AGE BEVERAGES CORP COM 64157V108 713 138,910 SH   DFND 17 124,664 0 14,246
NEW GOLD INC CDA COM 644535106 2,144 685,961 SH   DFND 21 685,961 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 164 11,931 SH   DFND 21 11,931 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 62 878 SH   DFND   878 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 25,490 361,646 SH   DFND 17 318,346 0 43,300
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 12,261 174,048 SH   DFND 20 116,189 0 57,859
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,901 27,000 SH   DFND 24 27,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 5,964 383,315 SH   DFND 17 310,398 0 72,917
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 177 11,370 SH   DFND 20 11,370 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 45,194 2,859,071 SH   DFND 21 1,659,767 0 1,199,304
NEW RELIC INC COM 64829B100 37,704 876,635 SH   DFND 17 876,635 0 0
NEW SR INVT GROUP INC COM 648691103 198 19,731 SH   DFND 17 19,731 0 0
NEW SR INVT GROUP INC COM 648691103 874 86,981 SH   DFND 21 86,981 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 247 39,781 SH   DFND 17 39,781 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,624 261,042 SH   DFND 21 161,485 0 99,557
NEW YORK REIT INC COM 64976L109 37,273 4,314,005 SH   DFND 4 4,314,005 0 0
NEWELL BRANDS INC COM 651229106 7,774 144,975 SH   DFND 4 144,975 0 0
NEWELL BRANDS INC COM 651229106 70,548 1,315,954 SH   DFND 17 1,089,268 0 226,686
NEWELL BRANDS INC COM 651229106 867 16,172 SH   DFND 20 16,172 0 0
NEWELL BRANDS INC COM 651229106 12,241 229,007 SH   DFND 21 208,708 0 20,299
NEWELL BRANDS INC CALL 651229906 1,689 31,500 SH Call DFND 4 31,500 0 0
NEWELL BRANDS INC PUT 651229956 20,086 374,600 SH Put DFND 4 374,600 0 0
NEWFIELD EXPL CO COM 651290108 5,692 200,000 SH   DFND 4 200,000 0 0
NEWFIELD EXPL CO COM 651290108 690 24,253 SH   DFND 17 24,253 0 0
NEWFIELD EXPL CO COM 651290108 843 29,626 SH   DFND 20 29,626 0 0
NEWFIELD EXPL CO COM 651290108 7,756 272,123 SH   DFND 21 232,511 0 39,612
NEWLINK GENETICS CORP COM 651511107 382 51,955 SH   DFND 17 50,302 0 1,653
NEWMARKET CORP COM 651587107 287 623 SH   DFND 21 0 0 623
NEWMONT MINING CORP COM 651639106 4,153 128,217 SH   DFND 4 128,217 0 0
NEWMONT MINING CORP COM 651639106 2,036 62,853 SH   DFND 17 62,853 0 0
NEWMONT MINING CORP COM 651639106 22,328 689,902 SH   DFND 21 689,902 0 0
NEWMONT MINING CORP COM 651639106 1,289 40,000 SH   DFND 24 40,000 0 0
NEWMONT MINING CORP CALL 651639906 849 26,200 SH Call DFND 4 26,200 0 0
NEWMONT MINING CORP PUT 651639956 14,281 440,900 SH Put DFND 4 440,900 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 673 11,257 SH   DFND 21 0 0 11,257
NEXTERA ENERGY INC COM 65339F101 17,995 128,415 SH   DFND 17 52,116 0 76,299
NEXTERA ENERGY INC COM 65339F101 47,414 338,606 SH   DFND 21 315,400 0 23,206
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 149,080 2,760,225 SH   DFND 17 2,612,560 0 147,665
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 5,200 81,065 SH   DFND 17 63,010 0 18,055
NEXTERA ENERGY INC CALL 65339F901 10,033 71,600 SH Call DFND 4 71,600 0 0
NEXTERA ENERGY INC PUT 65339F951 82,929 591,800 SH Put DFND 4 591,800 0 0
NIKE INC CL B 654106103 3,982 67,491 SH   DFND 17 59,686 0 7,805
NIKE INC CL B 654106103 5,758 107,577 SH   DFND 21 62,577 0 45,000
NIKE INC CALL 654106903 15,187 257,400 SH Call DFND 4 257,400 0 0
NIKE INC PUT 654106953 79,809 1,352,700 SH Put DFND 4 1,352,700 0 0
NISOURCE INC COM 65473P105 1,697 66,913 SH   DFND 17 66,913 0 0
NISOURCE INC COM 65473P105 159 6,265 SH   DFND 21 0 0 6,265
NOAH HLDGS LTD SPON ADS CL A 65487X102 1,361 47,500 SH   DFND 17 47,500 0 0
NORBORD INC COM NEW 65548P403 429 13,797 SH   DFND 17 13,797 0 0
NORBORD INC COM NEW 65548P403 1,577 51,114 SH   DFND 21 38,386 0 12,728
NORDSON CORP COM 655663102 357 2,945 SH   DFND 17 1,305 0 1,640
NORDSTROM INC COM 655664100 22,480 470,000 SH   DFND 4 470,000 0 0
NORDSTROM INC COM 655664100 25,648 536,883 SH   DFND 17 528,293 0 8,590
NORDSTROM INC COM 655664100 179 3,762 SH   DFND 21 0 0 3,762
NORFOLK SOUTHERN CORP COM 655844108 7,716 63,400 SH   DFND 3 63,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 928 7,622 SH   DFND 4 7,622 0 0
NORFOLK SOUTHERN CORP COM 655844108 7,355 60,432 SH   DFND 17 56,000 0 4,432
NORFOLK SOUTHERN CORP COM 655844108 947 7,785 SH   DFND 20 7,785 0 0
NORFOLK SOUTHERN CORP COM 655844108 42,942 358,227 SH   DFND 21 143,923 0 214,304
NORFOLK SOUTHERN CORP CALL 655844908 6,876 56,500 SH Call DFND 4 56,500 0 0
NORFOLK SOUTHERN CORP PUT 655844958 39,674 326,000 SH Put DFND 4 326,000 0 0
NORTHERN TR CORP CALL 665859904 3,334 34,300 SH Call DFND 4 34,300 0 0
NORTHERN TR CORP PUT 665859954 21,406 220,200 SH Put DFND 4 220,200 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,686 14,360 SH   DFND 3 14,360 0 0
NORTHROP GRUMMAN CORP COM 666807102 153 596 SH   DFND 4 596 0 0
NORTHROP GRUMMAN CORP COM 666807102 39,655 154,558 SH   DFND 17 101,754 0 52,804
NORTHROP GRUMMAN CORP COM 666807102 1,487 5,793 SH   DFND 20 5,793 0 0
NORTHROP GRUMMAN CORP COM 666807102 101,530 396,635 SH   DFND 21 307,634 0 89,001
NORTHROP GRUMMAN CORP COM 666807102 334 1,302 SH   DFND 25 1,302 0 0
NORTHROP GRUMMAN CORP CALL 666807902 8,574 33,400 SH Call DFND 4 33,400 0 0
NORTHROP GRUMMAN CORP PUT 666807952 59,428 231,500 SH Put DFND 4 231,500 0 0
NORTHWEST PIPE CO COM 667746101 853 52,478 SH   DFND 17 47,281 0 5,197
NORTHWESTERN CORP COM NEW 668074305 470 7,700 SH   DFND 17 1,165 0 6,535
NORTHWESTERN CORP COM NEW 668074305 456 7,475 SH   DFND 20 7,475 0 0
NORTHWESTERN CORP COM NEW 668074305 2,221 36,382 SH   DFND 21 26,081 0 10,301
NOVARTIS A G SPONSORED ADR 66987V109 3,055 36,601 SH   DFND 17 19,901 0 16,700
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 140 325,000 PRN   DFND 17 325,000 0 0
NOVANTA INC COM 67000B104 2,798 77,735 SH   DFND 17 55,160 0 22,575
NOW INC COM 67011P100 771 49,360 SH   DFND 21 49,360 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 50,271 2,887,500 SH   DFND 17 2,887,500 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 1,315 1,230,000 PRN   DFND 17 1,230,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 43,173 44,640,000 PRN   DFND 17 44,640,000 0 0
NUCOR CORP COM 670346105 7,731 133,600 SH   DFND 3 133,600 0 0
NUCOR CORP COM 670346105 4,753 82,129 SH   DFND 4 82,129 0 0
NUCOR CORP COM 670346105 1,976 34,153 SH   DFND 17 34,153 0 0
NUCOR CORP COM 670346105 28,683 494,553 SH   DFND 21 450,108 0 44,445
NUCOR CORP CALL 670346905 2,598 44,900 SH Call DFND 4 44,900 0 0
NUCOR CORP PUT 670346955 16,667 288,000 SH Put DFND 4 288,000 0 0
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 26,907 1,100,500 SH   DFND 3 1,100,500 0 0
NVIDIA CORP COM 67066G104 3,230 22,345 SH   DFND 4 22,345 0 0
NVIDIA CORP COM 67066G104 186,342 1,289,027 SH   DFND 17 1,069,180 0 219,847
NVIDIA CORP COM 67066G104 1,326 9,175 SH   DFND 20 9,175 0 0
NVIDIA CORP COM 67066G104 97,094 665,794 SH   DFND 21 521,850 0 143,944
NVIDIA CORP CALL 67066G904 10,177 70,400 SH Call DFND 4 70,400 0 0
NVIDIA CORP PUT 67066G954 143,172 990,400 SH Put DFND 4 990,400 0 0
NUTRI SYS INC NEW COM 67069D108 5,947 114,260 SH   DFND 17 87,017 0 27,243
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 84,710 61,060,000 PRN   DFND 17 57,400,000 0 3,660,000
OGE ENERGY CORP COM 670837103 755 21,705 SH   DFND 20 21,705 0 0
OGE ENERGY CORP COM 670837103 3,688 105,960 SH   DFND 21 76,534 0 29,426
O REILLY AUTOMOTIVE INC NEW COM 67103H107 20,310 92,851 SH   DFND 4 92,851 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 82 377 SH   DFND 17 377 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 972 4,500 SH   DFND 21 4,500 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 5,119 23,400 SH Call DFND 4 23,400 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 32,592 149,000 SH Put DFND 4 149,000 0 0
OFG BANCORP COM 67103X102 127 12,717 SH   DFND 20 12,717 0 0
OFG BANCORP COM 67103X102 828 82,708 SH   DFND 21 36,880 0 45,828
OASIS PETE INC NEW COM 674215108 2,415 300,000 SH   DFND 4 300,000 0 0
OASIS PETE INC NEW COM 674215108 6,920 859,660 SH   DFND 17 692,384 0 167,276
OASIS PETE INC NEW COM 674215108 132 16,370 SH   DFND 21 16,370 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 69,155 70,845,000 PRN   DFND 17 65,245,000 0 5,600,000
OBALON THERAPEUTICS INC COM 67424L100 683 68,966 SH   DFND 17 62,012 0 6,954
OCCIDENTAL PETE CORP DEL COM 674599105 15,241 254,568 SH   DFND 4 254,568 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 42,374 707,759 SH   DFND 17 707,759 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 299 5,000 SH   DFND 21 5,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 903 15,100 SH   DFND 24 15,100 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 2,347 39,200 SH Call DFND 4 39,200 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 40,879 682,800 SH Put DFND 4 682,800 0 0
OCLARO INC COM NEW 67555N206 1,596 170,880 SH   DFND 17 170,880 0 0
OCLARO INC COM NEW 67555N206 2,753 291,313 SH   DFND 21 0 0 291,313
OCWEN FINL CORP COM NEW 675746309 263 95,382 SH   DFND 21 95,382 0 0
OFFICE DEPOT INC COM 676220106 132 23,374 SH   DFND 20 23,374 0 0
OFFICE DEPOT INC COM 676220106 1,231 218,126 SH   DFND 21 218,126 0 0
OLD LINE BANCSHARES INC COM 67984M100 1,134 40,255 SH   DFND 17 40,255 0 0
OLD NATL BANCORP IND COM 680033107 35,995 2,086,656 SH   DFND 3 2,086,656 0 0
OLD NATL BANCORP IND COM 680033107 144 8,328 SH   DFND 20 8,328 0 0
OLD NATL BANCORP IND COM 680033107 421 24,418 SH   DFND 21 24,418 0 0
OLD REP INTL CORP COM 680223104 33,851 1,733,286 SH   DFND 3 1,733,286 0 0
OLD REP INTL CORP COM 680223104 297 15,215 SH   DFND 17 3,421 0 11,794
OLD REP INTL CORP COM 680223104 22,148 1,128,719 SH   DFND 21 989,174 0 139,545
OLD REP INTL CORP COM 680223104 73 3,739 SH   DFND 25 3,739 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 5,564 130,618 SH   DFND 17 4,070 0 126,548
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 438 10,282 SH   DFND 21 10,282 0 0
OMNICOM GROUP INC COM 681919106 1,987 23,966 SH   DFND 4 23,966 0 0
OMNICOM GROUP INC COM 681919106 408 4,920 SH   DFND 17 4,920 0 0
OMNICOM GROUP INC CALL 681919906 3,333 40,200 SH Call DFND 4 40,200 0 0
OMNICOM GROUP INC PUT 681919956 23,859 287,800 SH Put DFND 4 287,800 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 541 16,394 SH   DFND 17 16,394 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,238 67,892 SH   DFND 21 0 0 67,892
OMEGA PROTEIN CORP COM 68210P107 2,727 152,332 SH   DFND 17 49,485 0 102,847
OMEGA PROTEIN CORP COM 68210P107 163 9,122 SH   DFND 20 9,122 0 0
OMEGA PROTEIN CORP COM 68210P107 5,872 329,346 SH   DFND 21 239,185 0 90,161
OMEGA PROTEIN CORP COM 68210P107 26 1,454 SH   DFND 25 1,454 0 0
OMNICELL INC COM 68213N109 2,200 51,034 SH   DFND 17 51,034 0 0
OMEROS CORP COM 682143102 2,269 113,968 SH   DFND 17 113,968 0 0
ON SEMICONDUCTOR CORP COM 682189105 82,898 5,904,450 SH   DFND 17 5,658,218 0 246,232
ON SEMICONDUCTOR CORP COM 682189105 481 34,268 SH   DFND 20 34,268 0 0
ON SEMICONDUCTOR CORP COM 682189105 17,045 1,196,184 SH   DFND 21 1,084,607 0 111,577
ON SEMICONDUCTOR CORP COM 682189105 6,157 433,000 SH   DFND 24 433,000 0 0
ONE GAS INC COM 68235P108 371 5,316 SH   DFND 17 5,316 0 0
ONE GAS INC COM 68235P108 182 2,608 SH   DFND 20 2,608 0 0
ONE GAS INC COM 68235P108 1,527 21,885 SH   DFND 21 19,663 0 2,222
ONEOK INC NEW COM 682680103 20,238 388,000 SH   DFND 4 388,000 0 0
ONEOK INC NEW COM 682680103 1,268 24,315 SH   DFND 17 20,839 0 3,476
ONEOK INC NEW COM 682680103 26,343 509,806 SH   DFND 21 354,139 0 155,667
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 1,670 32,707 SH   DFND 4 32,707 0 0
OPEN TEXT CORP COM 683715106 13,874 440,230 SH   DFND 3 440,230 0 0
OPEN TEXT CORP COM 683715106 5,175 165,585 SH   DFND 17 141,535 0 24,050
OPEN TEXT CORP COM 683715106 326 10,338 SH   DFND 20 10,338 0 0
OPEN TEXT CORP COM 683715106 22,183 707,887 SH   DFND 21 511,252 0 196,635
ORACLE CORP COM 68389X105 69,047 1,377,093 SH   DFND 3 1,377,093 0 0
ORACLE CORP COM 68389X105 12,535 250,000 SH   DFND 4 250,000 0 0
ORACLE CORP COM 68389X105 197,551 3,939,463 SH   DFND 17 3,544,593 0 394,870
ORACLE CORP COM 68389X105 29,000 578,117 SH   DFND 21 572,806 0 5,311
ORACLE CORP CALL 68389X905 25,486 508,300 SH Call DFND 4 508,300 0 0
ORACLE CORP PUT 68389X955 107,465 2,143,300 SH Put DFND 4 2,143,300 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 387 22,430 SH   DFND 17 3,230 0 19,200
ORBCOMM INC COM 68555P100 2,063 182,570 SH   DFND 17 182,570 0 0
ORBITAL ATK INC COM 68557N103 49,769 505,985 SH   DFND 3 505,985 0 0
ORBITAL ATK INC COM 68557N103 10,173 103,613 SH   DFND 17 85,983 0 17,630
ORCHID IS CAP INC COM 68571X103 1,172 118,832 SH   DFND 17 17,563 0 101,269
ORCHIDS PAPER PRODS CO DEL COM 68572N104 1,177 90,855 SH   DFND 17 79,896 0 10,959
ORION GROUP HOLDINGS INC COM 68628V308 29 3,870 SH   DFND 17 3,870 0 0
ORION GROUP HOLDINGS INC COM 68628V308 377 50,284 SH   DFND 21 34,490 0 15,794
ORITANI FINL CORP DEL COM 68633D103 300 17,587 SH   DFND 17 17,587 0 0
ORITANI FINL CORP DEL COM 68633D103 409 24,000 SH   DFND 21 24,000 0 0
ORMAT TECHNOLOGIES INC COM 686688102 13,016 221,820 SH   DFND 17 172,255 0 49,565
ORMAT TECHNOLOGIES INC COM 686688102 271 4,617 SH   DFND 20 4,617 0 0
ORMAT TECHNOLOGIES INC COM 686688102 784 13,353 SH   DFND 21 13,353 0 0
OSHKOSH CORP COM 688239201 2,451 36,129 SH   DFND 21 0 0 36,129
OTTER TAIL CORP COM 689648103 1,847 46,642 SH   DFND 17 30,487 0 16,155
OTTER TAIL CORP COM 689648103 1,915 48,177 SH   DFND 21 30,879 0 17,298
OUTFRONT MEDIA INC COM 69007J106 304 13,155 SH   DFND 17 0 0 13,155
OUTFRONT MEDIA INC COM 69007J106 3,351 145,488 SH   DFND 21 0 0 145,488
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 29 10,805 SH   DFND 17 10,805 0 0
OWENS & MINOR INC NEW COM 690732102 323 10,031 SH   DFND 17 10,031 0 0
OWENS & MINOR INC NEW COM 690732102 6,192 192,961 SH   DFND 21 192,961 0 0
OWENS CORNING NEW COM 690742101 11,469 171,385 SH   DFND 3 171,385 0 0
OWENS CORNING NEW COM 690742101 13,071 195,703 SH   DFND 17 185,915 0 9,788
OWENS CORNING NEW COM 690742101 452 6,759 SH   DFND 20 6,759 0 0
OWENS CORNING NEW COM 690742101 72,786 1,092,790 SH   DFND 21 754,271 0 338,519
OWENS CORNING NEW COM 690742101 208 3,103 SH   DFND 25 3,103 0 0
OWENS ILL INC COM NEW 690768403 16,161 675,639 SH   DFND 17 540,586 0 135,053
OWENS ILL INC COM NEW 690768403 242 10,135 SH   DFND 21 10,135 0 0
PDVWIRELESS INC COM 69290R104 34,950 1,500,000 SH   DFND 4 1,500,000 0 0
PBF ENERGY INC CL A 69318G106 543 24,400 SH   DFND 17 0 0 24,400
PBF ENERGY INC CL A 69318G106 3,261 147,326 SH   DFND 21 129,882 0 17,444
PBF ENERGY INC CL A 69318G106 14 631 SH   DFND 25 631 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 2,928 3,265,000 PRN   DFND 17 3,265,000 0 0
PDF SOLUTIONS INC COM 693282105 3,185 193,643 SH   DFND 17 187,430 0 6,213
PDL BIOPHARMA INC COM 69329Y104 1,336 540,707 SH   DFND 17 78,260 0 462,447
PDL BIOPHARMA INC COM 69329Y104 647 253,564 SH   DFND 21 195,230 0 58,334
PG&E CORP COM 69331C108 3,599 54,220 SH   DFND 4 54,220 0 0
PG&E CORP COM 69331C108 18,975 285,890 SH   DFND 17 128,679 0 157,211
PG&E CORP COM 69331C108 852 12,840 SH   DFND 20 12,840 0 0
PG&E CORP COM 69331C108 72,744 1,099,018 SH   DFND 21 805,544 0 293,474
PG&E CORP COM 69331C108 329 4,959 SH   DFND 25 4,959 0 0
PG&E CORP CALL 69331C908 1,639 24,700 SH Call DFND 4 24,700 0 0
PG&E CORP PUT 69331C958 35,793 539,300 SH Put DFND 4 539,300 0 0
PHH CORP COM NEW 693320202 73,650 5,348,554 SH   DFND 4 5,348,554 0 0
PHH CORP COM NEW 693320202 1,857 134,261 SH   DFND 21 134,261 0 0
PGT INNOVATIONS INC COM 69336V101 1,841 143,802 SH   DFND 17 143,802 0 0
PLDT INC SPONSORED ADR 69344D408 208 5,885 SH   DFND 17 5,885 0 0
PNC FINL SVCS GROUP INC COM 693475105 68,960 552,251 SH   DFND 3 552,251 0 0
PNC FINL SVCS GROUP INC COM 693475105 677 5,420 SH   DFND 4 5,420 0 0
PNC FINL SVCS GROUP INC COM 693475105 34,718 277,609 SH   DFND 17 272,178 0 5,431
PNC FINL SVCS GROUP INC COM 693475105 1,414 11,327 SH   DFND 20 11,327 0 0
PNC FINL SVCS GROUP INC COM 693475105 44,874 358,945 SH   DFND 21 225,641 0 133,304
PNC FINL SVCS GROUP INC COM 693475105 176 1,408 SH   DFND 25 1,408 0 0
PNC FINL SVCS GROUP INC CALL 693475905 13,623 109,100 SH Call DFND 4 109,100 0 0
PNC FINL SVCS GROUP INC PUT 693475955 52,595 421,200 SH Put DFND 4 421,200 0 0
POSCO SPONSORED ADR 693483109 29,460 470,680 SH   DFND 3 470,680 0 0
POSCO SPONSORED ADR 693483109 7,417 120,862 SH   DFND 17 120,862 0 0
PNM RES INC COM 69349H107 107 2,785 SH   DFND 17 2,785 0 0
PNM RES INC COM 69349H107 729 18,945 SH   DFND 21 16,961 0 1,984
PPG INDS INC COM 693506107 7,158 65,100 SH   DFND 3 65,100 0 0
PPG INDS INC COM 693506107 117 1,060 SH   DFND 17 1,060 0 0
PPG INDS INC COM 693506107 779 7,100 SH   DFND 24 7,100 0 0
PPG INDS INC CALL 693506907 6,829 62,100 SH Call DFND 4 62,100 0 0
PPG INDS INC PUT 693506957 55,640 506,000 SH Put DFND 4 506,000 0 0
PPL CORP COM 69351T106 12,012 310,700 SH   DFND 3 310,700 0 0
PPL CORP COM 69351T106 109 2,809 SH   DFND 17 2,809 0 0
PPL CORP COM 69351T106 862 22,288 SH   DFND 21 5,119 0 17,169
PPL CORP CALL 69351T906 5,745 148,600 SH Call DFND 4 148,600 0 0
PPL CORP PUT 69351T956 18,027 466,300 SH Put DFND 4 466,300 0 0
PRA HEALTH SCIENCES INC COM 69354M108 19,425 258,970 SH   DFND 17 204,098 0 54,872
PRA HEALTH SCIENCES INC COM 69354M108 185 2,465 SH   DFND 20 2,465 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,230 29,670 SH   DFND 21 7,198 0 22,472
PVH CORP COM 693656100 1,900 16,595 SH   DFND 17 16,595 0 0
PVH CORP COM 693656100 19,883 174,089 SH   DFND 21 88,172 0 85,917
PTC INC COM 69370C100 61,783 1,120,875 SH   DFND 17 1,043,170 0 77,705
PTC INC COM 69370C100 162 2,942 SH   DFND 21 2,942 0 0
PACCAR INC COM 693718108 1,774 26,867 SH   DFND 4 26,867 0 0
PACCAR INC COM 693718108 701 10,618 SH   DFND 17 10,618 0 0
PACCAR INC COM 693718108 12,902 197,543 SH   DFND 21 197,543 0 0
PACCAR INC CALL 693718908 2,800 42,400 SH Call DFND 4 42,400 0 0
PACCAR INC PUT 693718958 14,701 222,600 SH Put DFND 4 222,600 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 28 4,525 SH   DFND 17 4,525 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 97 15,570 SH   DFND 20 15,570 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 280 44,844 SH   DFND 21 44,844 0 0
PACIFIC PREMIER BANCORP COM 69478X105 11,065 299,869 SH   DFND 17 243,684 0 56,185
PACKAGING CORP AMER COM 695156109 11,666 104,735 SH   DFND 3 104,735 0 0
PACKAGING CORP AMER COM 695156109 6,999 62,785 SH   DFND 17 60,990 0 1,795
PACKAGING CORP AMER COM 695156109 23,970 215,012 SH   DFND 21 200,146 0 14,866
PACWEST BANCORP DEL COM 695263103 1,593 33,936 SH   DFND 21 28,961 0 4,975
PALO ALTO NETWORKS INC COM 697435105 34,795 260,033 SH   DFND 17 211,143 0 48,890
PALO ALTO NETWORKS INC COM 697435105 165 1,233 SH   DFND 21 1,233 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 18,693 14,230,000 PRN   DFND 17 14,230,000 0 0
PANDORA MEDIA INC COM 698354107 6,673 748,060 SH   DFND 17 720,595 0 27,465
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 3,178 3,340,000 PRN   DFND 17 3,340,000 0 0
PANERA BREAD CO CL A 69840W108 20,137 64,000 SH   DFND 21 64,000 0 0
PAPA JOHNS INTL INC COM 698813102 4,174 58,168 SH   DFND 17 0 0 58,168
PARAMOUNT GROUP INC COM 69924R108 4,168 260,500 SH   DFND 4 260,500 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,486 61,647 SH   DFND 17 59,690 0 1,957
PAREXEL INTL CORP COM 699462107 17,648 203,055 SH   DFND 21 203,055 0 0
PARK CITY GROUP INC COM NEW 700215304 1,047 86,170 SH   DFND 17 77,326 0 8,844
PARK HOTELS RESORTS INC COM 700517105 3,543 131,404 SH   DFND 4 131,404 0 0
PARK HOTELS RESORTS INC COM 700517105 167 6,208 SH   DFND 17 6,208 0 0
PARK OHIO HLDGS CORP COM 700666100 2,310 60,619 SH   DFND 3 60,619 0 0
PARK OHIO HLDGS CORP COM 700666100 1,024 26,876 SH   DFND 17 26,876 0 0
PARK STERLING CORP COM 70086Y105 1,626 136,890 SH   DFND 17 126,012 0 10,878
PARK STERLING CORP COM 70086Y105 1,205 101,310 SH   DFND 21 86,898 0 14,412
PARKER HANNIFIN CORP COM 701094104 439 2,748 SH   DFND 4 2,748 0 0
PARKER HANNIFIN CORP COM 701094104 13,542 84,735 SH   DFND 17 22,259 0 62,476
PARKER HANNIFIN CORP COM 701094104 1,706 10,427 SH   DFND 21 10,427 0 0
PARKER HANNIFIN CORP CALL 701094904 3,884 24,300 SH Call DFND 4 24,300 0 0
PARKER HANNIFIN CORP PUT 701094954 35,160 220,000 SH Put DFND 4 220,000 0 0
PARSLEY ENERGY INC CL A 701877102 25,027 901,882 SH   DFND 17 724,131 0 177,751
PARSLEY ENERGY INC CL A 701877102 5,653 203,809 SH   DFND 21 203,809 0 0
PARSLEY ENERGY INC CL A 701877102 1,904 70,000 SH   DFND 24 70,000 0 0
PATRICK INDS INC COM 703343103 10,176 139,682 SH   DFND 17 96,979 0 42,703
PATRICK INDS INC COM 703343103 6,896 93,911 SH   DFND 21 49,894 0 44,017
PATTERSON UTI ENERGY INC COM 703481101 17 847 SH   DFND 20 847 0 0
PATTERSON UTI ENERGY INC COM 703481101 44 2,201 SH   DFND 21 2,201 0 0
PATTERSON UTI ENERGY INC COM 703481101 865 43,000 SH   DFND 24 43,000 0 0
PAYCHEX INC COM 704326107 4,403 77,328 SH   DFND 4 77,328 0 0
PAYCHEX INC COM 704326107 1,626 28,551 SH   DFND 17 6,523 0 22,028
PAYCHEX INC CALL 704326907 2,067 36,300 SH Call DFND 4 36,300 0 0
PAYCHEX INC PUT 704326957 16,285 286,000 SH Put DFND 4 286,000 0 0
PAYCOM SOFTWARE INC COM 70432V102 79,899 1,167,949 SH   DFND 17 896,514 0 271,435
PAYPAL HLDGS INC COM 70450Y103 49,535 922,947 SH   DFND 17 878,967 0 43,980
PAYPAL HLDGS INC COM 70450Y103 1,941 36,319 SH   DFND 21 36,319 0 0
PAYPAL HLDGS INC CALL 70450Y903 9,865 183,800 SH Call DFND 4 183,800 0 0
PAYPAL HLDGS INC PUT 70450Y953 79,362 1,478,700 SH Put DFND 4 1,478,700 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,950 62,330 SH   DFND 17 51,855 0 10,475
PEGASYSTEMS INC COM 705573103 33,640 576,520 SH   DFND 17 576,520 0 0
PEMBINA PIPELINE CORP COM 706327103 15,200 458,628 SH   DFND 21 121,894 0 336,734
PEMBINA PIPELINE CORP PUT 706327953 997 30,000 SH   DFND 21 30,000 0 0
PENNYMAC MTG INVT TR COM 70931T103 371 20,295 SH   DFND 17 20,295 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,064 58,186 SH   DFND 21 58,186 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 688 15,819 SH   DFND 21 14,687 0 1,132
PENUMBRA INC COM 70975L107 7,302 83,209 SH   DFND 17 66,509 0 16,700
PEOPLES BANCORP INC COM 709789101 783 24,368 SH   DFND 17 24,368 0 0
PEOPLES BANCORP INC COM 709789101 104 3,222 SH   DFND 21 3,222 0 0
PEPSICO INC COM 713448108 3,626 31,400 SH   DFND 3 31,400 0 0
PEPSICO INC COM 713448108 8,061 69,794 SH   DFND 4 69,794 0 0
PEPSICO INC COM 713448108 179,788 1,556,768 SH   DFND 17 1,383,761 0 173,007
PEPSICO INC COM 713448108 1,813 15,696 SH   DFND 20 15,696 0 0
PEPSICO INC COM 713448108 81,593 707,948 SH   DFND 21 693,726 0 14,222
PEPSICO INC COM 713448108 809 7,020 SH   DFND 24 7,020 0 0
PEPSICO INC CALL 713448908 20,419 176,800 SH Call DFND 4 176,800 0 0
PEPSICO INC PUT 713448958 199,463 1,727,100 SH Put DFND 4 1,727,100 0 0
PERKINELMER INC COM 714046109 31 453 SH   DFND 17 453 0 0
PERKINELMER INC COM 714046109 9,519 140,550 SH   DFND 21 140,550 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 67 1,988 SH   DFND   1,988 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2,456 72,938 SH   DFND 17 28,061 0 44,877
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3,732 110,876 SH   DFND 21 96,098 0 14,778
PETMED EXPRESS INC COM 716382106 221 5,452 SH   DFND 17 5,452 0 0
PETMED EXPRESS INC COM 716382106 3,804 93,731 SH   DFND 21 28,908 0 64,823
PETMED EXPRESS INC COM 716382106 72 1,770 SH   DFND 25 1,770 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 243 30,411 SH   DFND 21 30,411 0 0
PFENEX INC COM 717071104 556 138,633 SH   DFND 17 133,365 0 5,268
PFIZER INC COM 717081103 136,533 4,064,690 SH   DFND 3 4,064,690 0 0
PFIZER INC COM 717081103 9,025 268,683 SH   DFND 4 262,627 0 6,056
PFIZER INC COM 717081103 133,108 3,961,185 SH   DFND 17 2,974,341 0 986,844
PFIZER INC COM 717081103 2,450 72,934 SH   DFND 20 72,934 0 0
PFIZER INC COM 717081103 240,049 7,143,227 SH   DFND 21 5,213,127 0 1,930,100
PFIZER INC COM 717081103 3,027 90,000 SH   DFND 24 90,000 0 0
PFIZER INC COM 717081103 351 10,458 SH   DFND 25 10,458 0 0
PFIZER INC CALL 717081903 51,883 1,544,600 SH Call DFND 4 1,544,600 0 0
PFIZER INC PUT 717081953 130,907 3,897,200 SH Put DFND 4 3,897,200 0 0
PHARMERICA CORP COM 71714F104 305 11,591 SH   DFND 21 9,619 0 1,972
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,946 79,510 SH   DFND 17 55,945 0 23,565
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,055 26,955 SH   DFND 21 26,955 0 0
PHILIP MORRIS INTL INC COM 718172109 1,808 15,391 SH   DFND 4 15,391 0 0
PHILIP MORRIS INTL INC COM 718172109 7,509 63,932 SH   DFND 17 48,932 0 15,000
PHILIP MORRIS INTL INC COM 718172109 2,172 18,490 SH   DFND 20 18,490 0 0
PHILIP MORRIS INTL INC COM 718172109 64,340 549,103 SH   DFND 21 456,233 0 92,870
PHILIP MORRIS INTL INC CALL 718172909 22,233 189,300 SH Call DFND 4 189,300 0 0
PHILIP MORRIS INTL INC PUT 718172959 230,883 1,965,800 SH Put DFND 4 1,965,800 0 0
PHILLIPS 66 COM 718546104 3,885 46,986 SH   DFND 4 46,986 0 0
PHILLIPS 66 COM 718546104 9,320 112,709 SH   DFND 17 1,821 0 110,888
PHILLIPS 66 COM 718546104 9,614 116,860 SH   DFND 21 101,231 0 15,629
PHILLIPS 66 COM 718546104 136 1,643 SH   DFND 25 1,643 0 0
PHILLIPS 66 CALL 718546904 4,060 49,100 SH Call DFND 4 49,100 0 0
PHILLIPS 66 PUT 718546954 35,242 426,200 SH Put DFND 4 426,200 0 0
PHOTRONICS INC COM 719405102 22 2,334 SH   DFND 17 2,334 0 0
PHOTRONICS INC COM 719405102 561 59,971 SH   DFND 21 59,971 0 0
PHYSICIANS RLTY TR COM 71943U104 12,813 636,218 SH   DFND 4 636,218 0 0
PIER 1 IMPORTS INC COM 720279108 80 15,389 SH   DFND 20 15,389 0 0
PIER 1 IMPORTS INC COM 720279108 508 105,760 SH   DFND 21 105,760 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 9,473 432,140 SH   DFND 17 432,140 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 965 44,104 SH   DFND 21 42,817 0 1,287
PILGRIMS PRIDE CORP NEW COM 72147K108 6,992 320,418 SH   DFND 24 320,418 0 0
PIMCO ETF TR BROAD US TIPS 72201R403 5,036 87,262 SH   DFND 17 87,262 0 0
PINNACLE WEST CAP CORP COM 723484101 6,879 80,783 SH   DFND 17 75,805 0 4,978
PINNACLE WEST CAP CORP COM 723484101 22,302 261,840 SH   DFND 21 129,288 0 132,552
PINNACLE WEST CAP CORP COM 723484101 179 2,102 SH   DFND 25 2,102 0 0
PINNACLE FOODS INC DEL COM 72348P104 28,518 480,098 SH   DFND 17 422,389 0 57,709
PINNACLE FOODS INC DEL COM 72348P104 1,114 18,752 SH   DFND 20 18,752 0 0
PINNACLE FOODS INC DEL COM 72348P104 93,745 1,569,609 SH   DFND 21 1,073,635 0 495,974
PINNACLE FOODS INC DEL COM 72348P104 186 3,127 SH   DFND 25 3,127 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 667 33,755 SH   DFND 17 2,010 0 31,745
PIONEER NAT RES CO COM 723787107 13,475 84,439 SH   DFND 4 84,439 0 0
PIONEER NAT RES CO COM 723787107 38,827 243,307 SH   DFND 17 239,052 0 4,255
PIONEER NAT RES CO COM 723787107 13,364 83,742 SH   DFND 20 83,742 0 0
PIONEER NAT RES CO COM 723787107 11,020 69,290 SH   DFND 21 68,070 0 1,220
PIONEER NAT RES CO COM 723787107 1,902 12,000 SH   DFND 24 12,000 0 0
PIONEER NAT RES CO CALL 723787907 2,809 17,600 SH Call DFND 4 17,600 0 0
PIONEER NAT RES CO PUT 723787957 39,704 248,800 SH Put DFND 4 248,800 0 0
PIPER JAFFRAY COS COM 724078100 579 9,627 SH   DFND 21 9,627 0 0
PITNEY BOWES INC COM 724479100 76 5,001 SH   DFND 17 2,236 0 2,765
PITNEY BOWES INC COM 724479100 5,169 338,271 SH   DFND 21 338,271 0 0
PIXELWORKS INC COM NEW 72581M305 105 22,860 SH   DFND 17 22,860 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,390 52,923 SH   DFND 4 52,923 0 0
PLANET FITNESS INC CL A 72703H101 14,437 618,554 SH   DFND 17 492,434 0 126,120
PLANET FITNESS INC CL A 72703H101 107 4,590 SH   DFND 21 4,590 0 0
PLANET FITNESS INC CL A 72703H101 854 36,500 SH   DFND 24 36,500 0 0
PLANTRONICS INC NEW COM 727493108 679 12,980 SH   DFND 17 12,980 0 0
PLEXUS CORP COM 729132100 756 14,389 SH   DFND 17 14,389 0 0
PLEXUS CORP COM 729132100 1,556 29,418 SH   DFND 21 29,418 0 0
POLARIS INDS INC COM 731068102 2,899 31,613 SH   DFND 21 31,613 0 0
POOL CORPORATION COM 73278L105 16,422 139,681 SH   DFND 17 112,228 0 27,453
POOL CORPORATION COM 73278L105 2,489 21,117 SH   DFND 21 17,504 0 3,613
POPULAR INC COM NEW 733174700 4,968 119,100 SH   DFND 17 0 0 119,100
POPULAR INC COM NEW 733174700 2,084 49,991 SH   DFND 21 33,986 0 16,005
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 31,261 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,505 76,717 SH   DFND 17 76,717 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 979 21,433 SH   DFND 21 21,433 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 10,160 180,340 SH   DFND 17 149,160 0 31,180
PORTOLA PHARMACEUTICALS INC COM 737010108 2,539 45,000 SH   DFND 24 45,000 0 0
POTASH CORP SASK INC COM 73755L107 2,662 163,450 SH   DFND 17 163,450 0 0
POTASH CORP SASK INC COM 73755L107 5,999 368,360 SH   DFND 21 368,360 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3,302 24,000 SH   DFND 24 24,000 0 0
POWERSHARES QQQ TRUST PUT 73935A954 78,952 573,609 SH Put DFND 4 573,609 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 555 20,970 SH   DFND   8,730 0 12,240
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 4,940 259,716 SH   DFND 17 259,716 0 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 799 27,270 SH   DFND 24 27,270 0 0
PRAXAIR INC CALL 74005P904 5,329 40,200 SH Call DFND 4 40,200 0 0
PRAXAIR INC PUT 74005P954 18,014 135,900 SH Put DFND 4 135,900 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 4,315 80,703 SH   DFND 17 71,086 0 9,617
PREFERRED BK LOS ANGELES CA COM NEW 740367404 575 10,228 SH   DFND 21 10,228 0 0
PREFERRED APT CMNTYS INC COM 74039L103 429 27,219 SH   DFND 17 2,975 0 24,244
PRESTIGE BRANDS HLDGS INC COM 74112D101 924 17,497 SH   DFND 17 17,497 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 111 2,095 SH   DFND 21 0 0 2,095
PRICE T ROWE GROUP INC COM 74144T108 7,651 103,100 SH   DFND 3 103,100 0 0
PRICE T ROWE GROUP INC COM 74144T108 387 5,216 SH   DFND 4 5,216 0 0
PRICE T ROWE GROUP INC COM 74144T108 74 1,002 SH   DFND 17 1,002 0 0
PRICE T ROWE GROUP INC CALL 74144T908 527 7,100 SH Call DFND 4 7,100 0 0
PRICE T ROWE GROUP INC PUT 74144T958 5,848 78,800 SH Put DFND 4 78,800 0 0
PRICELINE GRP INC COM NEW 741503403 113,866 60,874 SH   DFND 17 42,163 0 18,711
PRICELINE GRP INC COM NEW 741503403 2,058 1,100 SH   DFND 20 1,100 0 0
PRICELINE GRP INC COM NEW 741503403 159,486 85,195 SH   DFND 21 67,946 0 17,249
PRICELINE GRP INC COM NEW 741503403 1,089 580 SH   DFND 24 580 0 0
PRICELINE GRP INC CALL 741503903 20,576 11,000 SH Call DFND 4 11,000 0 0
PRICELINE GRP INC PUT 741503953 137,109 73,300 SH Put DFND 4 73,300 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 18,384 9,270,000 PRN   DFND 17 7,115,000 0 2,155,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 175,118 118,800,000 PRN   DFND 17 112,620,000 0 6,180,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,422 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 39,445 34,380,000 PRN   DFND 17 34,380,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,589 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMERICA INC COM 74164M108 9,131 120,542 SH   DFND 17 94,570 0 25,972
PRIMERICA INC COM 74164M108 2,583 34,060 SH   DFND 21 31,321 0 2,739
PRIMO WTR CORP COM 74165N105 3,135 246,842 SH   DFND 17 238,899 0 7,943
PRINCIPAL FINL GROUP INC COM 74251V102 7,746 120,900 SH   DFND 3 120,900 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 13,895 216,876 SH   DFND 17 216,876 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 874 13,642 SH   DFND 20 13,642 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 57,394 891,402 SH   DFND 21 689,716 0 201,686
PROCTER AND GAMBLE CO COM 742718109 66,705 765,405 SH   DFND 3 765,405 0 0
PROCTER AND GAMBLE CO COM 742718109 46,358 531,929 SH   DFND 4 531,929 0 0
PROCTER AND GAMBLE CO COM 742718109 147,743 1,695,652 SH   DFND 17 1,586,647 0 109,005
PROCTER AND GAMBLE CO COM 742718109 170,295 1,956,369 SH   DFND 21 1,454,804 0 501,565
PROCTER AND GAMBLE CO CALL 742718909 21,474 246,400 SH Call DFND 4 246,400 0 0
PROCTER AND GAMBLE CO PUT 742718959 282,967 3,246,900 SH Put DFND 4 3,246,900 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,387 204,202 SH   DFND 17 197,575 0 6,627
PROGRESSIVE CORP OHIO COM 743315103 43 985 SH   DFND 4 985 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,815 63,857 SH   DFND 17 59,342 0 4,515
PROGRESSIVE CORP OHIO COM 743315103 586 13,285 SH   DFND 20 13,285 0 0
PROGRESSIVE CORP OHIO COM 743315103 27,903 632,283 SH   DFND 21 600,976 0 31,307
PROGRESSIVE CORP OHIO CALL 743315903 1,054 23,900 SH Call DFND 4 23,900 0 0
PROGRESSIVE CORP OHIO PUT 743315953 36,974 838,600 SH Put DFND 4 838,600 0 0
PROLOGIS INC COM 74340W103 7,742 132,025 SH   DFND 3 132,025 0 0
PROLOGIS INC COM 74340W103 31,126 530,793 SH   DFND 4 530,793 0 0
PROLOGIS INC COM 74340W103 30,456 519,280 SH   DFND 17 511,300 0 7,980
PROLOGIS INC COM 74340W103 1,609 27,434 SH   DFND 21 0 0 27,434
PROLOGIS INC CALL 74340W903 5,788 98,700 SH Call DFND 4 98,700 0 0
PROLOGIS INC PUT 74340W953 33,999 579,800 SH Put DFND 4 579,800 0 0
PROOFPOINT INC COM 743424103 85,495 984,620 SH   DFND 17 732,715 0 251,905
PROOFPOINT INC COM 743424103 187 2,156 SH   DFND 21 2,156 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 29,350 23,910,000 PRN   DFND 17 18,790,000 0 5,120,000
PROS HOLDINGS INC COM 74346Y103 1,764 64,416 SH   DFND 17 64,416 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 1,048 1,000,000 PRN   DFND 17 1,000,000 0 0
PROPETRO HLDG CORP COM 74347M108 5,309 380,325 SH   DFND 17 380,325 0 0
PROPETRO HLDG CORP COM 74347M108 609 43,500 SH   DFND 24 43,500 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 2,577 115,000 SH   DFND 24 115,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,801 221,753 SH   DFND 17 0 0 221,753
PROSPECT CAPITAL CORPORATION COM 74348T102 1,550 191,304 SH   DFND 21 136,055 0 55,249
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 10,075 10,000,000 PRN   DFND 17 10,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 33,830 34,000,000 PRN   DFND 17 34,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 30,705 477,966 SH   DFND 3 477,966 0 0
PROVIDENT FINL SVCS INC COM 74386T105 248 9,774 SH   DFND 17 9,774 0 0
PROVIDENT FINL SVCS INC COM 74386T105 119 4,699 SH   DFND 20 4,699 0 0
PROVIDENT FINL SVCS INC COM 74386T105 1,252 49,281 SH   DFND 21 36,250 0 13,031
PRUDENTIAL FINL INC COM 744320102 10,975 101,485 SH   DFND 3 101,485 0 0
PRUDENTIAL FINL INC COM 744320102 8,733 80,753 SH   DFND 4 80,753 0 0
PRUDENTIAL FINL INC COM 744320102 137,075 1,267,527 SH   DFND 17 1,227,738 0 39,789
PRUDENTIAL FINL INC COM 744320102 753 6,959 SH   DFND 20 6,959 0 0
PRUDENTIAL FINL INC COM 744320102 130,705 1,205,604 SH   DFND 21 851,850 0 353,754
PRUDENTIAL FINL INC COM 744320102 302 2,790 SH   DFND 25 2,790 0 0
PRUDENTIAL FINL INC CALL 744320902 1,925 17,800 SH Call DFND 4 17,800 0 0
PRUDENTIAL FINL INC PUT 744320952 47,765 441,700 SH Put DFND 4 441,700 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 71,214 1,655,748 SH   DFND 3 1,655,748 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,595 60,325 SH   DFND 4 60,325 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 31,870 741,742 SH   DFND 17 549,635 0 192,107
PUBLIC SVC ENTERPRISE GROUP COM 744573106 536 12,462 SH   DFND 20 12,462 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 39,979 930,641 SH   DFND 21 592,065 0 338,576
PUBLIC SVC ENTERPRISE GROUP COM 744573106 197 4,591 SH   DFND 25 4,591 0 0
PUBLIC SVC ENTERPRISE GROUP CALL 744573906 6,585 153,100 SH Call DFND 4 153,100 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 9,604 223,300 SH Put DFND 4 223,300 0 0
PUBLIC STORAGE COM 74460D109 25,174 120,720 SH   DFND 4 120,720 0 0
PUBLIC STORAGE COM 74460D109 141 677 SH   DFND 17 677 0 0
PUBLIC STORAGE CALL 74460D909 5,714 27,400 SH Call DFND 4 27,400 0 0
PUBLIC STORAGE PUT 74460D959 39,683 190,300 SH Put DFND 4 190,300 0 0
PULTE GROUP INC COM 745867101 29 1,181 SH   DFND 17 1,181 0 0
PULTE GROUP INC COM 745867101 2,254 92,040 SH   DFND 21 92,040 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 330 3,799 SH   DFND 21 3,799 0 0
QCR HOLDINGS INC COM 74727A104 330 6,968 SH   DFND 17 0 0 6,968
QCR HOLDINGS INC COM 74727A104 589 12,395 SH   DFND 21 12,395 0 0
QAD INC CL A 74727D306 1,008 31,463 SH   DFND 17 28,206 0 3,257
QUAD / GRAPHICS INC COM CL A 747301109 0 14 SH   DFND 4 14 0 0
QUAD / GRAPHICS INC COM CL A 747301109 184 8,042 SH   DFND 17 8,042 0 0
QUAD / GRAPHICS INC COM CL A 747301109 3,342 146,380 SH   DFND 21 34,109 0 112,271
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 347 34,165 SH   DFND 17 34,165 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 1,172 115,547 SH   DFND 21 99,074 0 16,473
QEP RES INC COM 74733V100 803 79,521 SH   DFND 17 79,521 0 0
QIWI PLC SPON ADR REP B 74735M108 940 38,100 SH   DFND 21 38,100 0 0
QTS RLTY TR INC COM CL A 74736A103 7,326 140,000 SH   DFND 4 140,000 0 0
QORVO INC COM 74736K101 798 12,597 SH   DFND 17 12,597 0 0
QORVO INC COM 74736K101 2,421 38,142 SH   DFND 21 33,707 0 4,435
QUALCOMM INC COM 747525103 22,198 401,984 SH   DFND 4 401,984 0 0
QUALCOMM INC COM 747525103 93,014 1,684,427 SH   DFND 17 1,674,155 0 10,272
QUALCOMM INC COM 747525103 61,367 1,113,189 SH   DFND 21 830,329 0 282,860
QUALCOMM INC COM 747525103 3,305 60,000 SH   DFND 24 60,000 0 0
QUALCOMM INC COM 747525103 148 2,673 SH   DFND 25 2,673 0 0
QUALCOMM INC CALL 747525903 12,126 219,600 SH Call DFND 4 219,600 0 0
QUALCOMM INC PUT 747525953 71,957 1,303,100 SH Put DFND 4 1,303,100 0 0
QUALITY CARE PPTYS INC COM 747545101 662 39,045 SH   DFND 21 39,045 0 0
QUALITY SYS INC COM 747582104 724 42,050 SH   DFND 17 3,790 0 38,260
QUANTA SVCS INC COM 74762E102 21 623 SH   DFND 17 623 0 0
QUANTA SVCS INC COM 74762E102 3,085 96,687 SH   DFND 21 94,603 0 2,084
QUEST DIAGNOSTICS INC COM 74834L100 71,972 647,459 SH   DFND 3 647,459 0 0
QUEST DIAGNOSTICS INC COM 74834L100 44,999 405,964 SH   DFND 17 323,586 0 82,378
QUEST DIAGNOSTICS INC COM 74834L100 570 5,125 SH   DFND 20 5,125 0 0
QUEST DIAGNOSTICS INC COM 74834L100 85,523 771,557 SH   DFND 21 548,768 0 222,789
QUEST DIAGNOSTICS INC COM 74834L100 211 1,898 SH   DFND 25 1,898 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 7,160 80,000 SH   DFND 4 80,000 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 4,362 48,733 SH   DFND 17 14,651 0 34,082
QUINTILES IMS HOLDINGS INC COM 74876Y101 562 6,276 SH   DFND 20 6,276 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 7,006 77,929 SH   DFND 21 73,597 0 4,332
RAIT FINANCIAL TRUST COM NEW 749227609 3,256 1,486,820 SH   DFND 4 1,486,820 0 0
RLJ LODGING TR COM 74965L101 1,431 72,027 SH   DFND 17 72,027 0 0
RLJ LODGING TR COM 74965L101 4,485 225,728 SH   DFND 21 225,728 0 0
RPC INC COM 749660106 10,580 523,520 SH   DFND 17 523,520 0 0
RPC INC COM 749660106 1,271 63,000 SH   DFND 24 63,000 0 0
RMR GROUP INC CL A 74967R106 178 3,665 SH   DFND 17 995 0 2,670
RMR GROUP INC CL A 74967R106 1,014 20,708 SH   DFND 21 15,920 0 4,788
RH COM 74967X103 662 10,241 SH   DFND 21 10,241 0 0
RPM INTL INC COM 749685103 14,373 263,482 SH   DFND 17 211,518 0 51,964
RPM INTL INC NOTE 2.250%12/1 749685AT0 23,461 19,740,000 PRN   DFND 17 15,350,000 0 4,390,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 34,906 32,745,000 PRN   DFND 17 31,010,000 0 1,735,000
RTI SURGICAL INC COM 74975N105 794 135,780 SH   DFND 17 135,780 0 0
RADISYS CORP COM 750459109 690 183,402 SH   DFND 17 164,846 0 18,556
RADIUS HEALTH INC COM NEW 750469207 2,113 47,055 SH   DFND 17 47,055 0 0
RADIUS HEALTH INC COM NEW 750469207 1,302 29,000 SH   DFND 24 29,000 0 0
RADNET INC COM 750491102 2,022 260,949 SH   DFND 17 251,611 0 9,338
RALPH LAUREN CORP CL A 751212101 17 232 SH   DFND 17 232 0 0
RALPH LAUREN CORP CL A 751212101 367 4,861 SH   DFND 21 4,861 0 0
RANGE RES CORP COM 75281A109 13,647 589,000 SH   DFND 4 589,000 0 0
RANGE RES CORP COM 75281A109 6,770 292,183 SH   DFND 17 292,183 0 0
RANGE RES CORP COM 75281A109 56 2,398 SH   DFND 21 2,398 0 0
RANGE RES CORP COM 75281A109 1,486 63,000 SH   DFND 24 63,000 0 0
RAVEN INDS INC COM 754212108 226 6,763 SH   DFND 21 6,763 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 7,661 95,505 SH   DFND 3 95,505 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 353 4,386 SH   DFND 17 4,386 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 377 4,698 SH   DFND 20 4,698 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,377 17,163 SH   DFND 21 17,163 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 18,179 154,000 SH   DFND 17 154,000 0 0
RAYTHEON CO COM NEW 755111507 17 105 SH   DFND 3 105 0 0
RAYTHEON CO COM NEW 755111507 419 2,594 SH   DFND 4 2,594 0 0
RAYTHEON CO COM NEW 755111507 507 3,150 SH   DFND 17 3,150 0 0
RAYTHEON CO COM NEW 755111507 127 788 SH   DFND 21 788 0 0
RAYTHEON CO CALL 755111907 7,057 43,700 SH Call DFND 4 43,700 0 0
RAYTHEON CO PUT 755111957 51,609 319,600 SH Put DFND 4 319,600 0 0
READING INTERNATIONAL INC CL A 755408101 770 47,761 SH   DFND 17 42,864 0 4,897
REALPAGE INC COM 75606N109 3,421 95,165 SH   DFND 17 95,165 0 0
REALPAGE INC COM 75606N109 9,548 265,072 SH   DFND 21 265,072 0 0
RED HAT INC COM 756577102 34,161 356,769 SH   DFND 17 242,329 0 114,440
RED HAT INC NOTE 0.250%10/0 756577AD4 74,393 53,520,000 PRN   DFND 17 53,520,000 0 0
RED LION HOTELS CORP COM 756764106 650 88,443 SH   DFND 17 79,467 0 8,976
RED ROBIN GOURMET BURGERS IN COM 75689M101 629 9,645 SH   DFND 17 965 0 8,680
RED ROCK RESORTS INC CL A 75700L108 707 30,025 SH   DFND 17 0 0 30,025
REDWOOD TR INC COM 758075402 977 57,527 SH   DFND 21 57,527 0 0
REGAL BELOIT CORP COM 758750103 40,545 497,180 SH   DFND 3 497,180 0 0
REGAL BELOIT CORP COM 758750103 1,440 18,129 SH   DFND 17 18,129 0 0
REGAL BELOIT CORP COM 758750103 4,748 58,118 SH   DFND 21 27,503 0 30,615
REGAL ENTMT GROUP CL A 758766109 6,306 308,820 SH   DFND 21 86,739 0 222,081
REGENERON PHARMACEUTICALS COM 75886F107 4,185 8,521 SH   DFND 4 8,521 0 0
REGENERON PHARMACEUTICALS COM 75886F107 53,781 107,669 SH   DFND 17 101,049 0 6,620
REGENERON PHARMACEUTICALS COM 75886F107 207 405 SH   DFND 21 0 0 405
REGENERON PHARMACEUTICALS COM 75886F107 11,091 21,750 SH   DFND 24 21,750 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 2,947 6,000 SH Call DFND 4 6,000 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 75,930 154,600 SH Put DFND 4 154,600 0 0
REGIS CORP MINN COM 758932107 117 11,361 SH   DFND 17 11,361 0 0
REGIS CORP MINN COM 758932107 323 31,463 SH   DFND 21 31,463 0 0
REGIONAL MGMT CORP COM 75902K106 149 6,298 SH   DFND 17 6,298 0 0
REGIONAL MGMT CORP COM 75902K106 210 9,135 SH   DFND 21 9,135 0 0
REGIONS FINL CORP NEW COM 7591EP100 12,075 824,775 SH   DFND 3 824,775 0 0
REGIONS FINL CORP NEW COM 7591EP100 307 20,996 SH   DFND 4 20,996 0 0
REGIONS FINL CORP NEW COM 7591EP100 10,092 689,201 SH   DFND 17 689,201 0 0
REGIONS FINL CORP NEW COM 7591EP100 538 36,766 SH   DFND 20 36,766 0 0
REGIONS FINL CORP NEW COM 7591EP100 43,482 2,968,122 SH   DFND 21 2,949,519 0 18,603
REGIONS FINL CORP NEW PUT 7591EP950 1,660 113,400 SH Put DFND 4 113,400 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 7,105 55,342 SH   DFND 17 30,824 0 24,518
REINSURANCE GROUP AMER INC COM NEW 759351604 491 3,821 SH   DFND 20 3,821 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 28,776 223,702 SH   DFND 21 111,683 0 112,019
REINSURANCE GROUP AMER INC COM NEW 759351604 27 212 SH   DFND 25 212 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 16 215 SH   DFND 3 215 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,416 33,169 SH   DFND 17 33,169 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 163 2,233 SH   DFND 20 2,233 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 23,529 322,393 SH   DFND 21 238,344 0 84,049
REPLIGEN CORP COM 759916109 5,535 133,572 SH   DFND 17 129,504 0 4,068
REPUBLIC SVCS INC COM 760759100 4,088 64,144 SH   DFND 17 52,680 0 11,464
REPUBLIC SVCS INC COM 760759100 953 14,955 SH   DFND 20 14,955 0 0
REPUBLIC SVCS INC COM 760759100 68,851 1,086,362 SH   DFND 21 745,217 0 341,145
REPUBLIC SVCS INC COM 760759100 231 3,630 SH   DFND 25 3,630 0 0
RESMED INC COM 761152107 2,654 34,080 SH   DFND 17 34,080 0 0
RESMED INC COM 761152107 11,252 145,083 SH   DFND 21 145,083 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 415 13,936 SH   DFND 21 0 0 13,936
RESOURCE CAP CORP COM NEW 76120W708 12,418 1,221,000 SH   DFND 4 1,221,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,501 24,018 SH   DFND 17 24,018 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,694 27,119 SH   DFND 21 27,119 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 16,923 881,852 SH   DFND 17 672,162 0 209,690
RETAIL PPTYS AMER INC CL A 76131V202 31,217 2,556,656 SH   DFND 3 2,556,656 0 0
RETAIL PPTYS AMER INC CL A 76131V202 3,252 266,334 SH   DFND 4 266,334 0 0
RETAIL PPTYS AMER INC CL A 76131V202 449 36,343 SH   DFND 17 36,343 0 0
REVANCE THERAPEUTICS INC COM 761330109 1,486 56,285 SH   DFND 17 54,477 0 1,808
REVLON INC CL A NEW 761525609 318 13,427 SH   DFND 17 13,427 0 0
REVLON INC CL A NEW 761525609 148 6,237 SH   DFND 20 6,237 0 0
REVLON INC CL A NEW 761525609 1,601 67,493 SH   DFND 21 48,900 0 18,593
REX AMERICAN RESOURCES CORP COM 761624105 5,279 54,675 SH   DFND 17 54,675 0 0
REX AMERICAN RESOURCES CORP COM 761624105 180 1,870 SH   DFND 21 1,870 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,676 38,197 SH   DFND 24 38,197 0 0
REXFORD INDL RLTY INC COM 76169C100 7,162 261,000 SH   DFND 4 261,000 0 0
REYNOLDS AMERICAN INC COM 761713106 24,261 373,024 SH   DFND 17 353,283 0 19,741
REYNOLDS AMERICAN INC COM 761713106 93,426 1,436,713 SH   DFND 21 1,273,645 0 163,068
REYNOLDS AMERICAN INC COM 761713106 334 5,138 SH   DFND 25 5,138 0 0
REYNOLDS AMERICAN INC CALL 761713906 4,774 73,400 SH Call DFND 4 73,400 0 0
REYNOLDS AMERICAN INC PUT 761713956 18,328 281,800 SH Put DFND 4 281,800 0 0
RING ENERGY INC COM 76680V108 3,874 297,996 SH   DFND 17 286,341 0 11,655
RIO TINTO PLC SPONSORED ADR 767204100 7,371 176,175 SH   DFND 17 176,175 0 0
RITE AID CORP COM 767754104 4,499 1,525,000 SH   DFND 4 1,525,000 0 0
RITE AID CORP COM 767754104 61 20,711 SH   DFND 21 20,711 0 0
RITE AID CORP CALL 767754904 5,900 2,000,000 SH Call DFND 4 2,000,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 329 2,030 SH   DFND 17 530 0 1,500
ROCKWELL AUTOMATION INC CALL 773903909 5,604 34,600 SH Call DFND 4 34,600 0 0
ROCKWELL AUTOMATION INC PUT 773903959 36,668 226,400 SH Put DFND 4 226,400 0 0
ROCKWELL COLLINS INC COM 774341101 7,692 73,200 SH   DFND 3 73,200 0 0
ROCKWELL COLLINS INC COM 774341101 70 669 SH   DFND 17 669 0 0
ROCKWELL COLLINS INC COM 774341101 369 3,546 SH   DFND 21 0 0 3,546
ROGERS COMMUNICATIONS INC CL B 775109200 908 19,110 SH   DFND 21 17,028 0 2,082
ROGERS CORP COM 775133101 14,515 133,627 SH   DFND 17 105,261 0 28,366
ROGERS CORP COM 775133101 148 1,360 SH   DFND 21 1,360 0 0
ROPER TECHNOLOGIES INC COM 776696106 329 1,419 SH   DFND 17 419 0 1,000
ROPER TECHNOLOGIES INC COM 776696106 70,867 307,832 SH   DFND 21 251,862 0 55,970
ROPER TECHNOLOGIES INC COM 776696106 8,392 36,500 SH   DFND 24 36,500 0 0
ROPER TECHNOLOGIES INC CALL 776696906 5,071 21,900 SH Call DFND 4 21,900 0 0
ROPER TECHNOLOGIES INC PUT 776696956 48,945 211,400 SH Put DFND 4 211,400 0 0
ROSS STORES INC COM 778296103 6,987 121,027 SH   DFND 4 121,027 0 0
ROSS STORES INC COM 778296103 485 8,402 SH   DFND 17 8,402 0 0
ROSS STORES INC COM 778296103 22,304 389,251 SH   DFND 21 296,162 0 93,089
ROSS STORES INC CALL 778296903 4,220 73,100 SH Call DFND 4 73,100 0 0
ROSS STORES INC PUT 778296953 17,810 308,500 SH Put DFND 4 308,500 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 7,710 7,770,000 PRN   DFND 17 7,770,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 33,240 459,643 SH   DFND 17 217,874 0 241,769
ROYAL BK CDA MONTREAL QUE COM 780087102 1,354 18,722 SH   DFND 20 18,722 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 99,050 1,364,335 SH   DFND 21 935,463 0 428,872
ROYAL BK CDA MONTREAL QUE COM 780087102 330 4,563 SH   DFND 25 4,563 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 485,727 444,601,000 PRN   DFND 4 444,601,000 0 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 356,781 344,883,000 PRN   DFND 4 344,883,000 0 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 248,875 228,708,000 PRN   DFND 4 228,708,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 137,088 2,577,328 SH   DFND 3 2,577,328 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 40,506 761,531 SH   DFND 17 761,531 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 46,549 43,055,000 PRN   DFND 17 37,970,000 0 5,085,000
RUDOLPH TECHNOLOGIES INC COM 781270103 2,994 131,042 SH   DFND 17 39,722 0 91,320
RUDOLPH TECHNOLOGIES INC COM 781270103 184 8,042 SH   DFND 20 8,042 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3,932 170,388 SH   DFND 21 137,329 0 33,059
RUDOLPH TECHNOLOGIES INC COM 781270103 47 2,061 SH   DFND 25 2,061 0 0
RUSH ENTERPRISES INC CL A 781846209 282 7,595 SH   DFND 17 7,595 0 0
RUSH ENTERPRISES INC CL B 781846308 46 1,264 SH   DFND 17 1,264 0 0
RUSH ENTERPRISES INC CL B 781846308 385 10,562 SH   DFND 21 0 0 10,562
RUTHS HOSPITALITY GROUP INC COM 783332109 17,803 818,522 SH   DFND 3 818,522 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 617 28,253 SH   DFND 17 28,253 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 13,388 124,412 SH   DFND 17 106,666 0 17,746
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 81,213 755,509 SH   DFND 21 81,780 0 673,729
RYDER SYS INC COM 783549108 16 221 SH   DFND 17 221 0 0
RYDER SYS INC COM 783549108 9,217 128,276 SH   DFND 21 128,276 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 18,279 15,550,000 PRN   DFND 17 15,550,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 637 670,000 PRN   DFND 4 670,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 1,620 1,705,000 PRN   DFND 17 1,705,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 11,880 185,603 SH   DFND 4 185,603 0 0
S&P GLOBAL INC COM 78409V104 12,016 82,307 SH   DFND 17 74,842 0 7,465
S&P GLOBAL INC COM 78409V104 1,854 12,700 SH   DFND 20 12,700 0 0
S&P GLOBAL INC COM 78409V104 206,581 1,414,790 SH   DFND 21 1,152,417 0 262,373
S&P GLOBAL INC CALL 78409V904 7,197 49,300 SH Call DFND 4 49,300 0 0
S&P GLOBAL INC PUT 78409V954 64,002 438,400 SH Put DFND 4 438,400 0 0
SEI INVESTMENTS CO COM 784117103 8,661 161,051 SH   DFND 17 130,220 0 30,831
SJW GROUP COM 784305104 144 2,923 SH   DFND 17 2,923 0 0
SJW GROUP COM 784305104 339 6,254 SH   DFND 21 6,254 0 0
SL GREEN RLTY CORP COM 78440X101 12,669 119,749 SH   DFND 4 119,749 0 0
SL GREEN RLTY CORP COM 78440X101 48 458 SH   DFND 17 458 0 0
SLM CORP COM 78442P106 36,671 3,190,395 SH   DFND 17 2,861,455 0 328,940
SLM CORP COM 78442P106 321 27,950 SH   DFND 21 16,454 0 11,496
SM ENERGY CO COM 78454L100 8,972 542,800 SH   DFND 17 542,800 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 17,113 19,440,000 PRN   DFND 17 19,440,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 557 2,490 SH   DFND   1,050 0 1,440
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,546 14,667 SH   DFND 4 14,667 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,759,675 7,277,398 SH   DFND 17 7,277,398 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 796 3,300 SH   DFND 24 2,000 0 1,300
SPDR S&P 500 ETF TR TR UNIT 78462F103 13,843 57,250 SH   DFND 25 57,250 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 391 3,570 SH   DFND   1,490 0 2,080
SPDR GOLD TRUST GOLD SHS 78463V107 8,458 71,670 SH   DFND 20 71,670 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,040 34,145 SH   DFND 24 34,145 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 17,096 442,680 SH   DFND 24 49,951 0 392,729
SPDR INDEX SHS FDS EUROPE ETF 78463X608 231 8,000 SH   DFND 24 8,000 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,227 33,660 SH   DFND   14,010 0 19,650
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5,089 136,800 SH   DFND 17 136,800 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 9,228 248,600 SH   DFND 24 0 0 248,600
SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 315 10,271 SH   DFND 17 10,271 0 0
SPDR SERIES TRUST PUT 78464A950 5,985 187,500 SH Put DFND 4 187,500 0 0
SPDR SERIES TRUST PUT 78464A958 29,032 753,500 SH Put DFND 4 753,500 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9 231 SH   DFND 17 231 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 107,917 2,828,523 SH   DFND 21 2,440,827 0 387,696
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 907 23,900 SH   DFND 24 23,900 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 373 13,324 SH   DFND 17 13,324 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,251 52,484 SH   DFND 21 5,591 0 46,893
SAGE THERAPEUTICS INC COM 78667J108 365 4,578 SH   DFND 17 4,578 0 0
SAIA INC COM 78709Y105 969 18,885 SH   DFND 17 18,885 0 0
SALESFORCE COM INC COM 79466L302 1,723 19,895 SH   DFND 4 19,895 0 0
SALESFORCE COM INC COM 79466L302 303,955 3,509,661 SH   DFND 17 3,070,641 0 439,020
SALESFORCE COM INC COM 79466L302 146 1,685 SH   DFND 21 1,685 0 0
SALESFORCE COM INC CALL 79466L902 9,561 110,400 SH Call DFND 4 110,400 0 0
SALESFORCE COM INC PUT 79466L952 77,291 892,500 SH Put DFND 4 892,500 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 130,401 97,735,000 PRN   DFND 17 91,760,000 0 5,975,000
SANCHEZ ENERGY CORP COM 79970Y105 1,541 214,627 SH   DFND 17 214,627 0 0
SANCHEZ ENERGY CORP COM 79970Y105 81 11,288 SH   DFND 20 11,288 0 0
SANCHEZ ENERGY CORP COM 79970Y105 238 33,125 SH   DFND 21 33,125 0 0
SANDERSON FARMS INC COM 800013104 9,497 82,118 SH   DFND 17 82,118 0 0
SANDERSON FARMS INC COM 800013104 13,932 118,928 SH   DFND 21 42,112 0 76,816
SANDERSON FARMS INC COM 800013104 6,092 52,124 SH   DFND 24 52,124 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4,227 1,457,468 SH   DFND 3 1,457,468 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 4,533 71,834 SH   DFND 17 69,027 0 2,807
SANFILIPPO JOHN B & SON INC COM 800422107 371 5,926 SH   DFND 21 5,926 0 0
SANMINA CORPORATION COM 801056102 10,274 269,648 SH   DFND 17 129,730 0 139,918
SANMINA CORPORATION COM 801056102 760 19,942 SH   DFND 20 19,942 0 0
SANMINA CORPORATION COM 801056102 34,706 915,310 SH   DFND 21 613,316 0 301,994
SANTANDER CONSUMER USA HDG I COM 80283M101 5 369 SH   DFND 17 369 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 5,201 404,101 SH   DFND 21 404,101 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,728 51,651 SH   DFND 17 51,651 0 0
SAREPTA THERAPEUTICS INC COM 803607100 684 20,500 SH   DFND 24 20,500 0 0
SCANA CORP NEW COM 80589M102 7,619 113,700 SH   DFND 3 113,700 0 0
SCANA CORP NEW COM 80589M102 6,693 99,834 SH   DFND 17 14,857 0 84,977
SCANA CORP NEW COM 80589M102 358 5,336 SH   DFND 20 5,336 0 0
SCANA CORP NEW COM 80589M102 5,749 85,553 SH   DFND 21 61,857 0 23,696
SCHEIN HENRY INC COM 806407102 14,982 81,859 SH   DFND 17 60,489 0 21,370
SCHEIN HENRY INC COM 806407102 30,332 166,303 SH   DFND 21 166,303 0 0
SCHLUMBERGER LTD COM 806857108 63,246 960,595 SH   DFND 3 960,595 0 0
SCHLUMBERGER LTD COM 806857108 50,305 764,053 SH   DFND 4 764,053 0 0
SCHLUMBERGER LTD COM 806857108 131,460 1,998,212 SH   DFND 17 1,891,641 0 106,571
SCHLUMBERGER LTD COM 806857108 21,704 330,699 SH   DFND 21 206,505 0 124,194
SCHLUMBERGER LTD COM 806857108 1,471 22,500 SH   DFND 24 22,500 0 0
SCHLUMBERGER LTD CALL 806857908 14,814 225,000 SH Call DFND 4 225,000 0 0
SCHLUMBERGER LTD PUT 806857958 85,513 1,298,800 SH Put DFND 4 1,298,800 0 0
SCHULMAN A INC COM 808194104 21,938 685,562 SH   DFND 3 685,562 0 0
SCHULMAN A INC COM 808194104 497 16,815 SH   DFND 17 16,815 0 0
SCHWAB CHARLES CORP NEW COM 808513105 4,410 102,651 SH   DFND 4 102,651 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,986 69,502 SH   DFND 17 27,541 0 41,961
SCHWAB CHARLES CORP NEW COM 808513105 147,561 3,432,805 SH   DFND 21 3,039,891 0 392,914
SCHWAB CHARLES CORP NEW COM 808513105 645 15,000 SH   DFND 24 15,000 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 3,398 79,100 SH Call DFND 4 79,100 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 39,579 921,300 SH Put DFND 4 921,300 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 1,662 31,808 SH   DFND 17 31,808 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 1,236 30,000 SH   DFND 17 30,000 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 1,372 24,913 SH   DFND 17 24,913 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 20,604 553,430 SH   DFND 3 553,430 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,586 42,527 SH   DFND 17 37,952 0 4,575
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,472 146,293 SH   DFND 21 81,483 0 64,810
SCIENCE APPLICATNS INTL CP N COM 808625107 261 3,764 SH   DFND 17 3,764 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 57 824 SH   DFND 20 824 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 5,540 80,159 SH   DFND 21 22,806 0 57,353
SCICLONE PHARMACEUTICALS INC COM 80862K104 2,930 266,892 SH   DFND 21 230,696 0 36,196
SCOTTS MIRACLE GRO CO CL A 810186106 679 7,585 SH   DFND 17 7,585 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 8,979 101,753 SH   DFND 21 33,665 0 68,088
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 27 394 SH   DFND 17 394 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 231 3,378 SH   DFND 20 3,378 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,479 21,606 SH   DFND 21 11,420 0 10,186
SEABOARD CORP COM 811543107 665 157 SH   DFND 21 157 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 23,968 994,526 SH   DFND 17 813,057 0 181,469
SEALED AIR CORP NEW COM 81211K100 161 3,598 SH   DFND 17 3,598 0 0
SEALED AIR CORP NEW COM 81211K100 1,460 32,536 SH   DFND 21 32,536 0 0
SEATTLE GENETICS INC COM 812578102 1,714 32,238 SH   DFND 17 32,238 0 0
SEATTLE GENETICS INC COM 812578102 64 1,232 SH   DFND 21 1,232 0 0
SEATTLE GENETICS INC COM 812578102 959 18,000 SH   DFND 24 18,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,038 33,895 SH   DFND 4 33,895 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 981 11,000 SH   DFND 24 11,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,162 32,000 SH   DFND 24 32,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 729 14,000 SH   DFND 24 14,000 0 0
SELECT SECTOR SPDR TR CALL 81369Y907 32,267 360,000 SH Call DFND 4 360,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y950 56,144 1,043,367 SH Put DFND 4 1,043,367 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 23,188 340,442 SH Put DFND 4 340,442 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 60,271 2,443,097 SH Put DFND 4 2,443,097 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 56,275 866,834 SH Put DFND 4 866,834 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 63,541 708,926 SH Put DFND 4 708,926 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 555 23,089 SH   DFND 17 23,089 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 225 9,356 SH   DFND 20 9,356 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 3,164 131,833 SH   DFND 21 72,828 0 59,005
SEMGROUP CORP CL A 81663A105 287 10,620 SH   DFND 4 10,620 0 0
SEMTECH CORP COM 816850101 2,838 79,396 SH   DFND 17 59,521 0 19,875
SEMTECH CORP COM 816850101 249 6,954 SH   DFND 20 6,954 0 0
SEMTECH CORP COM 816850101 5,185 143,200 SH   DFND 21 138,517 0 4,683
SEMPRA ENERGY COM 816851109 545 4,835 SH   DFND 4 4,835 0 0
SEMPRA ENERGY COM 816851109 117 1,034 SH   DFND 17 1,034 0 0
SEMPRA ENERGY CALL 816851909 3,766 33,400 SH Call DFND 4 33,400 0 0
SEMPRA ENERGY PUT 816851959 43,431 385,200 SH Put DFND 4 385,200 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 560 27,388 SH   DFND 17 27,388 0 0
SERVICE CORP INTL COM 817565104 18,681 558,475 SH   DFND 17 426,922 0 131,553
SERVICE CORP INTL COM 817565104 1,751 52,696 SH   DFND 21 52,696 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4,597 117,426 SH   DFND 21 117,426 0 0
SERVICENOW INC COM 81762P102 178,480 1,683,775 SH   DFND 17 1,350,150 0 333,625
SERVICENOW INC COM 81762P102 103 975 SH   DFND 21 975 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 53,910 36,785,000 PRN   DFND 17 36,785,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6,353 6,500,000 PRN   DFND 17 6,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,227 56,324 SH   DFND 17 56,324 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 23,726 1,081,526 SH   DFND 21 743,755 0 337,771
SHERWIN WILLIAMS CO COM 824348106 688 1,961 SH   DFND 17 1,961 0 0
SHERWIN WILLIAMS CO CALL 824348906 7,195 20,500 SH Call DFND 4 20,500 0 0
SHERWIN WILLIAMS CO PUT 824348956 55,241 157,400 SH Put DFND 4 157,400 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 4,601 105,789 SH   DFND 20 105,789 0 0
SHIRE PLC SPONSORED ADR 82481R106 14,493 87,690 SH   DFND 3 87,690 0 0
SHIRE PLC SPONSORED ADR 82481R106 26,000 157,302 SH   DFND 17 136,578 0 20,724
SHOE CARNIVAL INC COM 824889109 1,305 62,440 SH   DFND 21 62,440 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 271 58,514 SH   DFND 17 58,514 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 44 9,566 SH   DFND 20 9,566 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 915 197,307 SH   DFND 21 174,840 0 22,467
SIGMA DESIGNS INC COM 826565103 1,412 241,396 SH   DFND 21 241,396 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 10,765 75,000 SH   DFND 4 75,000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 50,668 352,975 SH   DFND 17 286,535 0 66,440
SILGAN HOLDINGS INC COM 827048109 35,563 1,119,026 SH   DFND 3 1,119,026 0 0
SILGAN HOLDINGS INC COM 827048109 70 2,212 SH   DFND 21 2,212 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 429 8,606 SH   DFND 21 0 0 8,606
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 313 39,241 SH   DFND 21 39,241 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 1,919 170,096 SH   DFND 17 170,096 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 73 6,440 SH   DFND 21 6,440 0 0
SIMON PPTY GROUP INC NEW COM 828806109 75,067 464,061 SH   DFND 4 464,061 0 0
SIMON PPTY GROUP INC NEW COM 828806109 233 1,443 SH   DFND 17 1,443 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 2,896 17,900 SH Call DFND 4 17,900 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 47,056 290,900 SH Put DFND 4 290,900 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 510 15,510 SH   DFND 17 15,510 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 146 4,430 SH   DFND 20 4,430 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 3,298 98,044 SH   DFND 21 89,076 0 8,968
SINCLAIR BROADCAST GROUP INC PUT 829226959 3,405 103,500 SH   DFND 21 103,500 0 0
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 3,295 62,074 SH   DFND 17 62,074 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 23,918 400,565 SH   DFND 17 308,480 0 92,085
SIX FLAGS ENTMT CORP NEW COM 83001A102 764 12,646 SH   DFND 21 11,090 0 1,556
SKYWEST INC COM 830879102 9,956 283,637 SH   DFND 17 173,293 0 110,344
SKYWEST INC COM 830879102 291 8,287 SH   DFND 20 8,287 0 0
SKYWEST INC COM 830879102 15,863 452,956 SH   DFND 21 407,345 0 45,611
SKYWORKS SOLUTIONS INC COM 83088M102 1,476 15,383 SH   DFND 4 15,383 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 94,342 983,179 SH   DFND 17 751,964 0 231,215
SKYWORKS SOLUTIONS INC COM 83088M102 346 3,606 SH   DFND 20 3,606 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 6,162 64,192 SH   DFND 21 51,792 0 12,400
SKYWORKS SOLUTIONS INC CALL 83088M902 1,190 12,400 SH Call DFND 4 12,400 0 0
SKYWORKS SOLUTIONS INC PUT 83088M952 5,776 60,200 SH Put DFND 4 60,200 0 0
SMITH A O COM 831865209 6,674 118,476 SH   DFND 17 96,473 0 22,003
SMITH A O COM 831865209 1,631 29,132 SH   DFND 21 29,132 0 0
SMUCKER J M CO COM NEW 832696405 5,538 46,800 SH   DFND 3 46,800 0 0
SMUCKER J M CO COM NEW 832696405 304 2,569 SH   DFND 17 480 0 2,089
SMUCKER J M CO COM NEW 832696405 9,568 81,004 SH   DFND 21 64,400 0 16,604
SMUCKER J M CO COM NEW 832696405 78 655 SH   DFND 25 655 0 0
SNAP ON INC COM 833034101 2,671 16,905 SH   DFND 17 3,905 0 13,000
SNAP ON INC COM 833034101 200 1,266 SH   DFND 20 1,266 0 0
SNAP ON INC COM 833034101 20,845 132,249 SH   DFND 21 78,623 0 53,626
SNAP ON INC COM 833034101 248 1,571 SH   DFND 25 1,571 0 0
SNAP INC CL A 83304A106 46,418 2,612,175 SH   DFND 17 2,573,370 0 38,805
SNYDERS-LANCE INC COM 833551104 6,318 182,510 SH   DFND 17 147,725 0 34,785
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 4,680 141,730 SH   DFND 17 141,730 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3,396 102,192 SH   DFND 24 102,192 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 92,193 97,045,000 PRN   DFND 17 97,045,000 0 0
SONOCO PRODS CO COM 835495102 9 180 SH   DFND 17 180 0 0
SONOCO PRODS CO COM 835495102 1,411 27,696 SH   DFND 21 21,535 0 6,161
SOTHEBYS COM 835898107 381 7,138 SH   DFND 21 7,138 0 0
SOUTH JERSEY INDS INC COM 838518108 709 20,750 SH   DFND 17 2,325 0 18,425
SOUTHERN CO COM 842587107 7,685 160,510 SH   DFND 3 160,510 0 0
SOUTHERN CO COM 842587107 9,902 206,818 SH   DFND 4 206,818 0 0
SOUTHERN CO COM 842587107 4,207 87,824 SH   DFND 17 87,824 0 0
SOUTHERN CO COM 842587107 1,093 22,828 SH   DFND 20 22,828 0 0
SOUTHERN CO COM 842587107 12,363 256,916 SH   DFND 21 182,140 0 74,776
SOUTHERN CO CALL 842587907 3,620 75,600 SH Call DFND 4 75,600 0 0
SOUTHERN CO PUT 842587957 59,424 1,241,100 SH Put DFND 4 1,241,100 0 0
SOUTHERN COPPER CORP COM 84265V105 12,111 349,705 SH   DFND 21 349,705 0 0
SOUTHWEST AIRLS CO COM 844741108 7,413 119,300 SH   DFND 3 119,300 0 0
SOUTHWEST AIRLS CO COM 844741108 1,497 24,088 SH   DFND 17 22,480 0 1,608
SOUTHWEST AIRLS CO COM 844741108 247 3,975 SH   DFND 20 3,975 0 0
SOUTHWEST AIRLS CO COM 844741108 37,609 607,935 SH   DFND 21 462,213 0 145,722
SOUTHWEST AIRLS CO COM 844741108 26 418 SH   DFND 25 418 0 0
SOUTHWEST AIRLS CO CALL 844741908 6,046 97,300 SH Call DFND 4 97,300 0 0
SOUTHWEST AIRLS CO PUT 844741958 44,884 722,300 SH Put DFND 4 722,300 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 843 11,532 SH   DFND 17 11,532 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 9,294 127,389 SH   DFND 21 29,154 0 98,235
SOUTHWESTERN ENERGY CO COM 845467109 9,436 1,552,000 SH   DFND 4 1,552,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 6,284 1,033,555 SH   DFND 17 1,033,555 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,663 601,150 SH   DFND 21 529,519 0 71,631
SOUTHWESTERN ENERGY CO COM 845467109 593 96,000 SH   DFND 24 96,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 22,713 1,556,785 SH   DFND 17 1,556,785 0 0
SPARTANNASH CO COM 847215100 10,933 421,153 SH   DFND 3 421,153 0 0
SPARTANNASH CO COM 847215100 4,236 162,889 SH   DFND 17 138,222 0 24,667
SPARTANNASH CO COM 847215100 135 5,189 SH   DFND 20 5,189 0 0
SPARTANNASH CO COM 847215100 9,286 356,064 SH   DFND 21 248,753 0 107,311
SPECTRA ENERGY PARTNERS LP COM 84756N109 7,812 182,100 SH   DFND 3 182,100 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 24,042 17,765,000 PRN   DFND 17 13,645,000 0 4,120,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 335 2,679 SH   DFND 17 2,679 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 11,269 90,551 SH   DFND 21 82,991 0 7,560
SPEEDWAY MOTORSPORTS INC COM 847788106 388 18,116 SH   DFND 21 18,116 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7,907 136,470 SH   DFND 3 136,470 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,288 56,801 SH   DFND 17 30,801 0 26,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 533 9,198 SH   DFND 20 9,198 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 18,295 317,570 SH   DFND 21 208,371 0 109,199
SPIRE INC COM 84857L101 224 3,205 SH   DFND 17 3,205 0 0
SPIRE INC COM 84857L101 1,713 24,720 SH   DFND 21 24,720 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 4,310 581,620 SH   DFND 4 581,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,534 476,874 SH   DFND 17 437,243 0 39,631
SPIRIT RLTY CAP INC NEW COM 84860W102 262 35,330 SH   DFND 20 35,330 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 9,275 1,250,552 SH   DFND 21 1,165,316 0 85,236
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 20,929 20,955,000 PRN   DFND 17 20,955,000 0 0
SPLUNK INC COM 848637104 117,196 2,060,045 SH   DFND 17 2,009,670 0 50,375
SPLUNK INC COM 848637104 108 1,890 SH   DFND 21 1,890 0 0
SQUARE INC CL A 852234103 238,098 10,149,265 SH   DFND 17 8,768,105 0 1,381,160
SQUARE INC CL A 852234103 125 5,347 SH   DFND 21 5,347 0 0
STAG INDL INC COM 85254J102 8,528 308,999 SH   DFND 17 229,039 0 79,960
STAG INDL INC COM 85254J102 1,570 57,534 SH   DFND 21 5,908 0 51,626
STAMPS COM INC COM NEW 852857200 748 4,831 SH   DFND 17 2,660 0 2,171
STAMPS COM INC COM NEW 852857200 9,936 64,700 SH   DFND 21 64,700 0 0
STAMPS COM INC COM NEW 852857200 158 1,017 SH   DFND 25 1,017 0 0
STANDARD MTR PRODS INC COM 853666105 42 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 2,712 51,886 SH   DFND 21 22,279 0 29,607
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 3,500 3,500,000 PRN   DFND 17 3,500,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 197 1,397 SH   DFND 4 1,397 0 0
STANLEY BLACK & DECKER INC COM 854502101 39,350 279,923 SH   DFND 17 273,863 0 6,060
STANLEY BLACK & DECKER INC COM 854502101 1,059 7,525 SH   DFND 20 7,525 0 0
STANLEY BLACK & DECKER INC COM 854502101 95,089 678,358 SH   DFND 21 505,295 0 173,063
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 96,587 880,300 SH   DFND 17 824,435 0 55,865
STANLEY BLACK & DECKER INC CALL 854502901 2,815 20,000 SH Call DFND 4 20,000 0 0
STANLEY BLACK & DECKER INC PUT 854502951 20,701 147,100 SH Put DFND 4 147,100 0 0
STANTEC INC COM 85472N109 12,527 498,272 SH   DFND 17 498,272 0 0
STANTEC INC COM 85472N109 206 8,208 SH   DFND 21 8,208 0 0
STAPLES INC COM 855030102 1,627 161,544 SH   DFND 17 161,544 0 0
STAPLES INC COM 855030102 481 47,808 SH   DFND 20 47,808 0 0
STAPLES INC COM 855030102 17,497 1,735,708 SH   DFND 21 1,230,904 0 504,804
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 461 42,555 SH   DFND 17 42,555 0 0
STARBUCKS CORP COM 855244109 7,764 133,149 SH   DFND 4 133,149 0 0
STARBUCKS CORP COM 855244109 186,013 3,190,072 SH   DFND 17 2,930,601 0 259,471
STARBUCKS CORP COM 855244109 39,106 670,618 SH   DFND 21 457,023 0 213,595
STARBUCKS CORP CALL 855244909 14,892 255,400 SH Call DFND 4 255,400 0 0
STARBUCKS CORP PUT 855244959 72,299 1,239,900 SH Put DFND 4 1,239,900 0 0
STATE AUTO FINL CORP COM 855707105 399 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 31,601 29,010,000 PRN   DFND 17 29,010,000 0 0
STATE STR CORP COM 857477103 7,832 87,285 SH   DFND 3 87,285 0 0
STATE STR CORP COM 857477103 620 6,908 SH   DFND 4 6,908 0 0
STATE STR CORP COM 857477103 467 5,206 SH   DFND 17 5,206 0 0
STATE STR CORP COM 857477103 499 5,556 SH   DFND 20 5,556 0 0
STATE STR CORP COM 857477103 3,076 34,284 SH   DFND 21 16,133 0 18,151
STATE STR CORP CALL 857477903 3,930 43,800 SH Call DFND 4 43,800 0 0
STATE STR CORP PUT 857477953 33,424 372,500 SH Put DFND 4 372,500 0 0
STEEL DYNAMICS INC COM 858119100 41,178 1,149,900 SH   DFND 3 1,149,900 0 0
STEEL DYNAMICS INC COM 858119100 814 22,727 SH   DFND 17 10,983 0 11,744
STEEL DYNAMICS INC COM 858119100 7,955 225,218 SH   DFND 21 132,631 0 92,587
STEEL DYNAMICS INC COM 858119100 134 3,747 SH   DFND 25 3,747 0 0
STEELCASE INC CL A 858155203 2,644 188,861 SH   DFND 17 145,446 0 43,415
STEELCASE INC CL A 858155203 1,275 92,716 SH   DFND 21 92,716 0 0
STEPAN CO COM 858586100 25,889 297,098 SH   DFND 3 297,098 0 0
STEPAN CO COM 858586100 1,903 21,835 SH   DFND 17 20,220 0 1,615
STEPAN CO COM 858586100 983 11,302 SH   DFND 21 4,308 0 6,994
STERICYCLE INC DEP PFD A 1/10 858912207 55,205 824,690 SH   DFND 17 824,690 0 0
STERLING BANCORP DEL COM 85917A100 870 37,419 SH   DFND 17 37,419 0 0
STERLING CONSTRUCTION CO INC COM 859241101 850 65,000 SH   DFND 17 58,333 0 6,667
STMICROELECTRONICS N V NY REGISTRY 861012102 3,144 218,620 SH   DFND 17 170,645 0 47,975
STONE ENERGY CORP COM PAR 861642403 7,819 429,325 SH   DFND 17 429,325 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 2,516 54,473 SH   DFND 17 54,473 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 1,280 27,696 SH   DFND 21 23,468 0 4,228
STONERIDGE INC COM 86183P102 1,433 93,013 SH   DFND 17 30,324 0 62,689
STONERIDGE INC COM 86183P102 99 6,439 SH   DFND 20 6,439 0 0
STONERIDGE INC COM 86183P102 1,424 92,958 SH   DFND 21 86,992 0 5,966
STRYKER CORP COM 863667101 1,352 9,740 SH   DFND 4 9,740 0 0
STRYKER CORP COM 863667101 22,422 161,568 SH   DFND 17 131,891 0 29,677
STRYKER CORP COM 863667101 775 5,584 SH   DFND 20 5,584 0 0
STRYKER CORP COM 863667101 65,051 468,132 SH   DFND 21 337,892 0 130,240
STRYKER CORP COM 863667101 202 1,456 SH   DFND 25 1,456 0 0
STRYKER CORP CALL 863667901 3,830 27,600 SH Call DFND 4 27,600 0 0
STRYKER CORP PUT 863667951 48,545 349,800 SH Put DFND 4 349,800 0 0
SUMMIT HOTEL PPTYS COM 866082100 705 37,819 SH   DFND 17 37,819 0 0
SUMMIT HOTEL PPTYS COM 866082100 285 15,295 SH   DFND 20 15,295 0 0
SUMMIT HOTEL PPTYS COM 866082100 5,897 316,209 SH   DFND 21 220,942 0 95,267
SUN CMNTYS INC COM 866674104 26,367 300,686 SH   DFND 4 300,686 0 0
SUN LIFE FINL INC COM 866796105 1,535 43,013 SH   DFND 17 7,884 0 35,129
SUN LIFE FINL INC COM 866796105 566 15,849 SH   DFND 20 15,849 0 0
SUN LIFE FINL INC COM 866796105 5,090 143,023 SH   DFND 21 84,562 0 58,461
SUNCOR ENERGY INC NEW COM 867224107 6,244 214,000 SH   DFND 4 214,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 14,754 505,717 SH   DFND 17 505,717 0 0
SUNCOR ENERGY INC NEW COM 867224107 16,207 548,259 SH   DFND 21 317,023 0 231,236
SUNCOR ENERGY INC NEW COM 867224107 1,717 58,300 SH   DFND 24 58,300 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 15,364 875,457 SH   DFND 3 875,457 0 0
SUNPOWER CORP COM 867652406 1 100 SH   DFND 17 100 0 0
SUNPOWER CORP COM 867652406 185 19,765 SH   DFND 21 5,408 0 14,357
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11,749 14,825,000 PRN   DFND 17 14,825,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 19,478 22,260,000 PRN   DFND 17 22,260,000 0 0
SUNTRUST BKS INC COM 867914103 7,797 137,465 SH   DFND 3 137,465 0 0
SUNTRUST BKS INC COM 867914103 2,101 37,033 SH   DFND 4 37,033 0 0
SUNTRUST BKS INC COM 867914103 17,333 305,471 SH   DFND 17 299,879 0 5,592
SUNTRUST BKS INC COM 867914103 596 10,504 SH   DFND 20 10,504 0 0
SUNTRUST BKS INC COM 867914103 62,216 1,095,341 SH   DFND 21 852,132 0 243,209
SUNTRUST BKS INC COM 867914103 82 1,449 SH   DFND 25 1,449 0 0
SUNTRUST BKS INC CALL 867914903 2,637 46,500 SH Call DFND 4 46,500 0 0
SUNTRUST BKS INC PUT 867914953 20,986 370,000 SH Put DFND 4 370,000 0 0
SUPERIOR INDS INTL INC COM 868168105 1,040 50,613 SH   DFND 17 50,613 0 0
SUPERIOR INDS INTL INC COM 868168105 86 4,178 SH   DFND 20 4,178 0 0
SUPERIOR INDS INTL INC COM 868168105 5,301 259,235 SH   DFND 21 182,377 0 76,858
SUPERNUS PHARMACEUTICALS INC COM 868459108 11,640 270,080 SH   DFND 17 226,170 0 43,910
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,642 61,662 SH   DFND 21 8,668 0 52,994
SUPERVALU INC COM 868536103 15,430 4,690,000 SH   DFND 4 4,690,000 0 0
SUPREME INDS INC CL A 868607102 279 16,946 SH   DFND 17 16,946 0 0
SURMODICS INC COM 868873100 2,954 104,942 SH   DFND 17 101,042 0 3,900
SYKES ENTERPRISES INC COM 871237103 666 19,873 SH   DFND 17 19,873 0 0
SYKES ENTERPRISES INC COM 871237103 207 6,183 SH   DFND 20 6,183 0 0
SYKES ENTERPRISES INC COM 871237103 13,383 399,760 SH   DFND 21 277,698 0 122,062
SYMANTEC CORP COM 871503108 5,740 203,200 SH   DFND 3 203,200 0 0
SYMANTEC CORP COM 871503108 838 29,662 SH   DFND 4 29,662 0 0
SYMANTEC CORP COM 871503108 46,787 1,657,175 SH   DFND 17 1,254,342 0 402,833
SYMANTEC CORP COM 871503108 21,735 771,426 SH   DFND 21 555,772 0 215,654
SYMANTEC CORP CALL 871503908 494 17,500 SH Call DFND 4 17,500 0 0
SYMANTEC CORP PUT 871503958 3,130 110,800 SH Put DFND 4 110,800 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 11,149 11,885,000 PRN   DFND 17 11,885,000 0 0
SYNAPTICS INC COM 87157D109 594 11,529 SH   DFND 21 11,529 0 0
SYNOPSYS INC COM 871607107 348 4,778 SH   DFND 17 2,063 0 2,715
SYNOPSYS INC COM 871607107 9,187 125,967 SH   DFND 21 42,623 0 83,344
SYNOVUS FINL CORP COM NEW 87161C501 117 2,645 SH   DFND 20 2,645 0 0
SYNOVUS FINL CORP COM NEW 87161C501 340 7,696 SH   DFND 21 7,696 0 0
SYNNEX CORP COM 87162W100 38,708 322,674 SH   DFND 3 322,674 0 0
SYNNEX CORP COM 87162W100 377 3,140 SH   DFND 17 3,140 0 0
SYNNEX CORP COM 87162W100 9,653 80,450 SH   DFND 21 36,309 0 44,141
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2,496 560,823 SH   DFND 17 543,457 0 17,366
SYNCHRONY FINL COM 87165B103 9,123 305,922 SH   DFND 4 305,922 0 0
SYNCHRONY FINL COM 87165B103 9,919 332,636 SH   DFND 17 269,876 0 62,760
SYNCHRONY FINL COM 87165B103 1,721 58,240 SH   DFND 21 58,240 0 0
SYNCHRONY FINL CALL 87165B903 1,121 37,600 SH Call DFND 4 37,600 0 0
SYNCHRONY FINL PUT 87165B953 18,521 621,100 SH Put DFND 4 621,100 0 0
SYSCO CORP COM 871829107 9,962 197,943 SH   DFND 4 197,943 0 0
SYSCO CORP COM 871829107 23,171 460,373 SH   DFND 17 271,421 0 188,952
SYSCO CORP COM 871829107 749 14,874 SH   DFND 20 14,874 0 0
SYSCO CORP COM 871829107 42,874 855,759 SH   DFND 21 726,129 0 129,630
SYSCO CORP CALL 871829907 4,303 85,500 SH Call DFND 4 85,500 0 0
SYSCO CORP PUT 871829957 37,254 740,200 SH Put DFND 4 740,200 0 0
TCF FINL CORP COM 872275102 31,359 1,967,300 SH   DFND 3 1,967,300 0 0
TCF FINL CORP COM 872275102 103 6,491 SH   DFND 20 6,491 0 0
TCF FINL CORP COM 872275102 1,347 84,592 SH   DFND 21 66,148 0 18,444
TC PIPELINES LP UT COM LTD PRT 87233Q108 36,304 660,072 SH   DFND 3 660,072 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 14,698 341,900 SH   DFND 17 337,005 0 4,895
TJX COS INC NEW COM 872540109 9,105 126,156 SH   DFND 4 126,156 0 0
TJX COS INC NEW COM 872540109 37,586 520,799 SH   DFND 17 380,507 0 140,292
TJX COS INC NEW COM 872540109 15,080 209,598 SH   DFND 21 199,222 0 10,376
TJX COS INC NEW CALL 872540909 6,286 87,100 SH Call DFND 4 87,100 0 0
TJX COS INC NEW PUT 872540959 44,478 616,300 SH Put DFND 4 616,300 0 0
T MOBILE US INC COM 872590104 8,613 142,084 SH   DFND 17 44,956 0 97,128
T MOBILE US INC COM 872590104 18,338 303,481 SH   DFND 21 296,844 0 6,637
T MOBILE US INC CONV PFD SER A 872590203 92,731 940,095 SH   DFND 17 884,205 0 55,890
TTM TECHNOLOGIES INC COM 87305R109 450 25,930 SH   DFND 17 25,930 0 0
TABLEAU SOFTWARE INC CL A 87336U105 16,754 273,445 SH   DFND 17 186,025 0 87,420
TABLEAU SOFTWARE INC CL A 87336U105 71 1,160 SH   DFND 21 1,160 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 4,812 168,374 SH   DFND 17 164,136 0 4,238
TAHOE RES INC COM 873868103 568 65,949 SH   DFND 17 39,732 0 26,217
TAHOE RES INC COM 873868103 18,247 2,130,710 SH   DFND 21 1,826,469 0 304,241
TAHOE RES INC COM 873868103 32 3,722 SH   DFND 25 3,722 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 44,840 1,282,605 SH   DFND 3 1,282,605 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,857 340,610 SH   DFND 17 340,610 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 50,632 1,448,280 SH   DFND 20 1,448,280 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 30,077 860,595 SH   DFND 21 803,822 0 56,773
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 37,266 507,844 SH   DFND 17 370,483 0 137,361
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 142 1,934 SH   DFND 21 1,934 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 15,035 4,500,000 PRN   DFND 17 3,455,000 0 1,045,000
TAL ED GROUP ADS REPSTG COM 874080104 2,281 18,653 SH   DFND 21 18,653 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 1,138 22,711 SH   DFND 4 22,711 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 100 1,995 SH   DFND 17 1,995 0 0
TARENA INTL INC ADR 876108101 891 49,745 SH   DFND 21 49,745 0 0
TARGET CORP COM 87612E106 38,245 731,406 SH   DFND 4 731,406 0 0
TARGET CORP COM 87612E106 92,107 1,761,463 SH   DFND 17 1,755,457 0 6,006
TARGET CORP COM 87612E106 32,182 615,203 SH   DFND 21 526,012 0 89,191
TARGET CORP COM 87612E106 170 3,252 SH   DFND 25 3,252 0 0
TARGET CORP CALL 87612E906 4,324 82,700 SH Call DFND 4 82,700 0 0
TARGET CORP PUT 87612E956 29,429 562,800 SH Put DFND 4 562,800 0 0
TARGA RES CORP COM 87612G101 3,865 85,516 SH   DFND 4 85,516 0 0
TATA MTRS LTD SPONSORED ADR 876568502 2,085 63,153 SH   DFND 17 63,153 0 0
TATA MTRS LTD SPONSORED ADR 876568502 8,635 260,615 SH   DFND 21 235,978 0 24,637
TAYLOR MORRISON HOME CORP CL A 87724P106 2,458 102,390 SH   DFND 17 71,400 0 30,990
TAYLOR MORRISON HOME CORP CL A 87724P106 2,390 99,543 SH   DFND 21 0 0 99,543
TECH DATA CORP COM 878237106 5,149 50,976 SH   DFND 17 34,278 0 16,698
TECH DATA CORP COM 878237106 6,864 67,830 SH   DFND 21 62,108 0 5,722
TECK RESOURCES LTD CL B 878742204 5,088 293,929 SH   DFND 17 106,528 0 187,401
TECK RESOURCES LTD CL B 878742204 13,340 771,249 SH   DFND 21 742,410 0 28,839
TECK RESOURCES LTD CL B 878742204 415 24,000 SH   DFND 24 24,000 0 0
TEGNA INC COM 87901J105 1,280 90,744 SH   DFND 21 68,489 0 22,255
TELADOC INC COM 87918A105 982 28,306 SH   DFND 17 28,306 0 0
TELEFLEX INC COM 879369106 9,822 47,278 SH   DFND 17 30,514 0 16,764
TELEFLEX INC COM 879369106 479 2,306 SH   DFND 20 2,306 0 0
TELEFLEX INC COM 879369106 32,141 155,483 SH   DFND 21 88,050 0 67,433
TELEFLEX INC COM 879369106 83 398 SH   DFND 25 398 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 4,667 167,704 SH   DFND 21 151,490 0 16,214
TELENAV INC COM 879455103 2,775 342,638 SH   DFND 17 330,083 0 12,555
TELIGENT INC NEW COM 87960W104 4,168 455,551 SH   DFND 17 439,090 0 16,461
TELUS CORP COM 87971M103 11 331 SH   DFND 17 331 0 0
TELUS CORP COM 87971M103 437 12,683 SH   DFND 20 12,683 0 0
TELUS CORP COM 87971M103 1,450 42,075 SH   DFND 21 42,075 0 0
TEMPUR SEALY INTL INC COM 88023U101 2,726 51,404 SH   DFND 21 51,404 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 995 51,435 SH   DFND 17 51,435 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,910 212,106 SH   DFND 21 193,867 0 18,239
TENNECO INC COM 880349105 33,964 587,300 SH   DFND 3 587,300 0 0
TENNECO INC COM 880349105 78 1,346 SH   DFND 17 0 0 1,346
TENNECO INC COM 880349105 4,911 87,027 SH   DFND 21 42,552 0 44,475
TENNECO INC COM 880349105 8,679 152,000 SH   DFND 24 152,000 0 0
TERADYNE INC COM 880770102 39,242 1,306,770 SH   DFND 17 1,079,920 0 226,850
TERADYNE INC COM 880770102 1,974 59,257 SH   DFND 21 59,257 0 0
TERNIUM SA SPON ADR 880890108 51 1,800 SH   DFND 3 1,800 0 0
TERNIUM SA SPON ADR 880890108 2,800 99,686 SH   DFND 17 0 0 99,686
TERNIUM SA SPON ADR 880890108 755 28,076 SH   DFND 21 0 0 28,076
TERRAFORM GLOBAL INC CL A 88104M101 3,030 600,000 SH   DFND 21 600,000 0 0
TESARO INC COM 881569107 6,895 49,065 SH   DFND 17 40,090 0 8,975
TESARO INC COM 881569107 3,045 21,600 SH   DFND 24 21,600 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 20,442 4,680,000 PRN   DFND 17 3,745,000 0 935,000
TESORO CORP COM 881609101 4,943 52,809 SH   DFND 17 19,452 0 33,357
TESORO CORP COM 881609101 405 4,325 SH   DFND 20 4,325 0 0
TESORO CORP COM 881609101 29,407 314,660 SH   DFND 21 275,914 0 38,746
TESORO CORP COM 881609101 24 260 SH   DFND 25 260 0 0
TESLA INC COM 88160R101 212,202 586,833 SH   DFND 17 545,853 0 40,980
TESLA INC COM 88160R101 2,108 5,830 SH   DFND 21 2,011 0 3,819
TESLA INC NOTE 0.250% 3/0 88160RAB7 97,413 85,400,000 PRN   DFND 17 78,820,000 0 6,580,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 34,725 30,000,000 PRN   DFND 4 30,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 86,394 74,395,000 PRN   DFND 17 74,395,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 54,573 43,325,000 PRN   DFND 17 42,025,000 0 1,300,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 9,513 286,361 SH   DFND 17 44,996 0 241,365
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 6,096 186,205 SH   DFND 21 168,253 0 17,952
TETRA TECH INC NEW COM 88162G103 17,006 371,720 SH   DFND 17 356,270 0 15,450
TETRA TECH INC NEW COM 88162G103 271 5,925 SH   DFND 20 5,925 0 0
TETRA TECH INC NEW COM 88162G103 2,382 52,109 SH   DFND 21 49,158 0 2,951
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 44,695 41,480,000 PRN   DFND 17 41,480,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 9,518 122,971 SH   DFND 17 102,035 0 20,936
TEXAS INSTRS INC COM 882508104 11,576 150,472 SH   DFND 4 150,472 0 0
TEXAS INSTRS INC COM 882508104 146,830 1,908,614 SH   DFND 17 1,908,614 0 0
TEXAS INSTRS INC COM 882508104 84,771 1,102,137 SH   DFND 21 871,764 0 230,373
TEXAS INSTRS INC CALL 882508904 9,093 118,200 SH Call DFND 4 118,200 0 0
TEXAS INSTRS INC PUT 882508954 69,375 901,800 SH Put DFND 4 901,800 0 0
TEXAS ROADHOUSE INC COM 882681109 15,260 299,506 SH   DFND 17 249,230 0 50,276
TG THERAPEUTICS INC COM 88322Q108 1,255 124,848 SH   DFND 17 120,827 0 4,021
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 2,067 2,260,000 PRN   DFND 17 2,260,000 0 0
THE TRADE DESK INC COM CL A 88339J105 74,070 1,478,153 SH   DFND 17 1,416,213 0 61,940
THERMO FISHER SCIENTIFIC INC COM 883556102 18,616 106,700 SH   DFND 17 91,964 0 14,736
THERMO FISHER SCIENTIFIC INC COM 883556102 1,377 7,895 SH   DFND 20 7,895 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 197,693 1,135,893 SH   DFND 21 839,800 0 296,093
THERMO FISHER SCIENTIFIC INC COM 883556102 835 4,800 SH   DFND 24 4,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 287 1,646 SH   DFND 25 1,646 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 12,422 71,200 SH Call DFND 4 71,200 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 85,263 488,700 SH Put DFND 4 488,700 0 0
THOR INDS INC COM 885160101 48,665 465,600 SH   DFND 3 465,600 0 0
THOR INDS INC COM 885160101 15,896 152,081 SH   DFND 17 127,613 0 24,468
THOR INDS INC COM 885160101 421 4,032 SH   DFND 20 4,032 0 0
THOR INDS INC COM 885160101 43,654 415,175 SH   DFND 21 344,023 0 71,152
3M CO COM 88579Y101 140,118 673,029 SH   DFND 17 673,029 0 0
3M CO COM 88579Y101 24,731 118,892 SH   DFND 21 101,624 0 17,268
3M CO COM 88579Y101 186 894 SH   DFND 24 894 0 0
3M CO CALL 88579Y901 25,441 122,200 SH Call DFND 4 122,200 0 0
3M CO PUT 88579Y951 173,776 834,700 SH Put DFND 4 834,700 0 0
TIFFANY & CO NEW COM 886547108 41 441 SH   DFND 17 441 0 0
TIFFANY & CO NEW COM 886547108 833 9,000 SH   DFND 21 9,000 0 0
TIME WARNER INC COM NEW 887317303 3,785 37,700 SH   DFND 3 37,700 0 0
TIME WARNER INC COM NEW 887317303 6,204 61,783 SH   DFND 4 61,783 0 0
TIME WARNER INC COM NEW 887317303 64,273 640,279 SH   DFND 17 553,017 0 87,262
TIME WARNER INC COM NEW 887317303 1,195 11,901 SH   DFND 20 11,901 0 0
TIME WARNER INC COM NEW 887317303 52,595 524,343 SH   DFND 21 462,437 0 61,906
TIME WARNER INC CALL 887317903 4,097 40,800 SH Call DFND 4 40,800 0 0
TIME WARNER INC PUT 887317953 98,040 976,400 SH Put DFND 4 976,400 0 0
TIMKEN CO COM 887389104 9,299 204,746 SH   DFND 21 188,995 0 15,751
TITAN INTL INC ILL COM 88830M102 23,309 1,940,812 SH   DFND 17 1,751,717 0 189,095
TITAN INTL INC ILL COM 88830M102 352 27,911 SH   DFND 21 27,911 0 0
TITAN INTL INC ILL COM 88830M102 7,165 596,052 SH   DFND 24 596,052 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 14,240 14,575,000 PRN   DFND 17 14,575,000 0 0
TIVO CORP COM 88870P106 393 21,051 SH   DFND 17 21,051 0 0
TIVO CORP COM 88870P106 188 10,096 SH   DFND 20 10,096 0 0
TIVO CORP COM 88870P106 2,322 124,026 SH   DFND 21 115,366 0 8,660
TIVITY HEALTH INC COM 88870R102 343 8,617 SH   DFND 17 8,617 0 0
TOPBUILD CORP COM 89055F103 3,469 65,752 SH   DFND 21 65,752 0 0
TORCHMARK CORP COM 891027104 35 452 SH   DFND 17 452 0 0
TORCHMARK CORP COM 891027104 1,132 14,825 SH   DFND 21 11,760 0 3,065
TORO CO COM 891092108 201 2,895 SH   DFND 17 0 0 2,895
TORO CO COM 891092108 1,540 22,307 SH   DFND 21 0 0 22,307
TORONTO DOMINION BK ONT COM NEW 891160509 64,932 1,294,372 SH   DFND 3 1,294,372 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 39,121 778,407 SH   DFND 17 375,497 0 402,910
TORONTO DOMINION BK ONT COM NEW 891160509 1,590 31,690 SH   DFND 20 31,690 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 102,555 2,037,128 SH   DFND 21 1,321,942 0 715,186
TORONTO DOMINION BK ONT COM NEW 891160509 326 6,501 SH   DFND 25 6,501 0 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 5,764 5,800,000 PRN   DFND 4 5,800,000 0 0
TOTAL S A SPONSORED ADR 89151E109 7,111 143,400 SH   DFND 3 143,400 0 0
TOTAL S A SPONSORED ADR 89151E109 2,646 53,070 SH   DFND 17 53,070 0 0
TOWER INTL INC COM 891826109 1,789 79,690 SH   DFND 17 79,690 0 0
TOWER INTL INC COM 891826109 1,239 55,243 SH   DFND 21 50,478 0 4,765
TOTAL SYS SVCS INC COM 891906109 14,040 241,023 SH   DFND 17 153,271 0 87,752
TOTAL SYS SVCS INC COM 891906109 24,499 421,727 SH   DFND 21 358,974 0 62,753
TOTAL SYS SVCS INC COM 891906109 176 3,023 SH   DFND 25 3,023 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 731 23,719 SH   DFND 17 3,012 0 20,707
TRANSCANADA CORP COM 89353D107 18,565 390,000 SH   DFND 4 390,000 0 0
TRANSCANADA CORP COM 89353D107 1,663 34,935 SH   DFND 17 34,935 0 0
TRANSCANADA CORP COM 89353D107 10,681 220,723 SH   DFND 21 166,076 0 54,647
TRANSUNION COM 89400J107 23,699 547,191 SH   DFND 17 319,138 0 228,053
TRANSUNION COM 89400J107 203 4,694 SH   DFND 21 4,694 0 0
TRAVELERS COMPANIES INC COM 89417E109 74,122 585,805 SH   DFND 3 585,805 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,498 19,746 SH   DFND 4 19,746 0 0
TRAVELERS COMPANIES INC COM 89417E109 29,052 229,750 SH   DFND 17 142,804 0 86,946
TRAVELERS COMPANIES INC COM 89417E109 68,798 544,088 SH   DFND 21 453,200 0 90,888
TRAVELERS COMPANIES INC COM 89417E109 87 686 SH   DFND 24 686 0 0
TRAVELERS COMPANIES INC COM 89417E109 339 2,678 SH   DFND 25 2,678 0 0
TRAVELERS COMPANIES INC CALL 89417E909 3,467 27,400 SH Call DFND 4 27,400 0 0
TRAVELERS COMPANIES INC PUT 89417E959 44,943 355,200 SH Put DFND 4 355,200 0 0
TREX CO INC COM 89531P105 3,257 48,138 SH   DFND 17 0 0 48,138
TRI CONTL CORP COM 895436103 323 13,250 SH   DFND 17 13,250 0 0
TRIBUNE MEDIA CO CL A 896047503 243 5,969 SH   DFND 4 5,969 0 0
TRIBUNE MEDIA CO CL A 896047503 18,347 450,002 SH   DFND 21 450,002 0 0
TRIMBLE INC COM 896239100 46 1,285 SH   DFND 17 0 0 1,285
TRIMBLE INC COM 896239100 644 18,068 SH   DFND 21 5,298 0 12,770
TRIMBLE INC COM 896239100 11,763 329,300 SH   DFND 24 329,300 0 0
TRINITY INDS INC COM 896522109 1,376 49,085 SH   DFND 17 36,159 0 12,926
TRINITY INDS INC COM 896522109 16,286 578,314 SH   DFND 21 513,265 0 65,049
TRINITY INDS INC COM 896522109 94 3,364 SH   DFND 25 3,364 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 25,465 20,155,000 PRN   DFND 17 20,155,000 0 0
TRIUMPH BANCORP INC COM 89679E300 898 36,593 SH   DFND 17 32,852 0 3,741
TRONC INC COM 89703P107 19 1,492 SH   DFND 4 1,492 0 0
TRONC INC COM 89703P107 415 32,418 SH   DFND 21 32,418 0 0
TRUECAR INC COM 89785L107 2,058 103,262 SH   DFND 17 69,832 0 33,430
TUPPERWARE BRANDS CORP COM 899896104 183 2,610 SH   DFND 17 0 0 2,610
TUPPERWARE BRANDS CORP COM 899896104 771 11,100 SH   DFND 24 11,100 0 0
TURQUOISE HILL RES LTD COM 900435108 62 23,798 SH   DFND 21 23,798 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 56 2,008 SH   DFND 17 2,008 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,137 40,991 SH   DFND 21 40,991 0 0
TWILIO INC CL A 90138F102 29,014 996,690 SH   DFND 17 996,690 0 0
TWITTER INC COM 90184L102 107,040 5,989,913 SH   DFND 17 5,835,073 0 154,840
TWITTER INC COM 90184L102 75 4,203 SH   DFND 21 4,203 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 28,451 30,180,000 PRN   DFND 17 30,180,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 46,597 50,870,000 PRN   DFND 17 50,870,000 0 0
TWO HBRS INVT CORP COM 90187B101 6,765 682,600 SH   DFND 3 682,600 0 0
TWO HBRS INVT CORP COM 90187B101 4,443 448,316 SH   DFND 17 448,316 0 0
TWO HBRS INVT CORP COM 90187B101 13,164 1,327,401 SH   DFND 21 495,717 0 831,684
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 47,534 45,000,000 PRN   DFND 17 45,000,000 0 0
2U INC COM 90214J101 793 16,901 SH   DFND 17 16,901 0 0
TYLER TECHNOLOGIES INC COM 902252105 16,733 95,250 SH   DFND 17 74,402 0 20,848
TYSON FOODS INC CL A 902494103 1,707 27,261 SH   DFND 4 27,261 0 0
TYSON FOODS INC CL A 902494103 27,878 445,124 SH   DFND 17 308,566 0 136,558
TYSON FOODS INC CL A 902494103 823 13,133 SH   DFND 20 13,133 0 0
TYSON FOODS INC CL A 902494103 88,874 1,432,929 SH   DFND 21 1,085,140 0 347,789
TYSON FOODS INC CL A 902494103 6,428 104,400 SH   DFND 24 104,400 0 0
TYSON FOODS INC CL A 902494103 306 4,883 SH   DFND 25 4,883 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 37,484 553,020 SH   DFND 17 553,020 0 0
TYSON FOODS INC CALL 902494903 1,121 17,900 SH Call DFND 4 17,900 0 0
TYSON FOODS INC PUT 902494953 12,683 202,500 SH Put DFND 4 202,500 0 0
UGI CORP NEW COM 902681105 541 11,167 SH   DFND 17 7,597 0 3,570
UGI CORP NEW COM 902681105 522 10,780 SH   DFND 21 10,780 0 0
US BANCORP DEL COM NEW 902973304 74,660 1,437,973 SH   DFND 3 1,437,973 0 0
US BANCORP DEL COM NEW 902973304 22,697 437,155 SH   DFND 4 437,155 0 0
US BANCORP DEL COM NEW 902973304 41,560 801,485 SH   DFND 17 785,195 0 16,290
US BANCORP DEL COM NEW 902973304 21,249 410,367 SH   DFND 21 398,144 0 12,223
US BANCORP DEL CALL 902973904 9,481 182,600 SH Call DFND 4 182,600 0 0
US BANCORP DEL PUT 902973954 64,287 1,238,200 SH Put DFND 4 1,238,200 0 0
UMH PPTYS INC COM 903002103 763 44,735 SH   DFND 17 44,735 0 0
USANA HEALTH SCIENCES INC COM 90328M107 673 10,505 SH   DFND 17 1,180 0 9,325
USA TECHNOLOGIES INC COM NO PAR 90328S500 3,143 604,494 SH   DFND 17 578,142 0 26,352
U S G CORP COM NEW 903293405 1,186 40,870 SH   DFND 4 33,830 0 7,040
U S CONCRETE INC COM NEW 90333L201 6,009 76,501 SH   DFND 17 74,041 0 2,460
U S PHYSICAL THERAPY INC COM 90337L108 291 4,797 SH   DFND 21 4,797 0 0
U S SILICA HLDGS INC COM 90346E103 10,925 307,828 SH   DFND 17 307,828 0 0
U S SILICA HLDGS INC COM 90346E103 3,151 88,797 SH   DFND 20 88,797 0 0
U S SILICA HLDGS INC COM 90346E103 158 4,440 SH   DFND 21 4,440 0 0
U S SILICA HLDGS INC COM 90346E103 1,244 34,600 SH   DFND 24 34,600 0 0
UBIQUITI NETWORKS INC COM 90347A100 3,324 63,959 SH   DFND 17 0 0 63,959
ULTA BEAUTY INC COM 90384S303 18,764 65,304 SH   DFND 17 32,372 0 32,932
ULTA BEAUTY INC COM 90384S303 30,978 107,810 SH   DFND 21 107,810 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 10,083 48,000 SH   DFND 4 48,000 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 13,090 62,317 SH   DFND 17 49,107 0 13,210
ULTRA CLEAN HLDGS INC COM 90385V107 565 30,142 SH   DFND 17 17,712 0 12,430
ULTRA CLEAN HLDGS INC COM 90385V107 3,780 202,347 SH   DFND 21 96,208 0 106,139
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 354 5,701 SH   DFND 17 5,701 0 0
UMPQUA HLDGS CORP COM 904214103 34,838 1,897,500 SH   DFND 3 1,897,500 0 0
UMPQUA HLDGS CORP COM 904214103 1,581 85,126 SH   DFND 21 71,373 0 13,753
UNION BANKSHARES CORP NEW COM 90539J109 413 12,180 SH   DFND 17 12,180 0 0
UNION BANKSHARES CORP NEW COM 90539J109 139 4,098 SH   DFND 20 4,098 0 0
UNION BANKSHARES CORP NEW COM 90539J109 1,532 45,147 SH   DFND 21 40,237 0 4,910
UNION PAC CORP COM 907818108 3,648 33,500 SH   DFND 3 33,500 0 0
UNION PAC CORP COM 907818108 16,407 150,643 SH   DFND 4 150,643 0 0
UNION PAC CORP COM 907818108 212,080 1,947,596 SH   DFND 17 1,947,596 0 0
UNION PAC CORP COM 907818108 7,236 66,443 SH   DFND 20 66,443 0 0
UNION PAC CORP COM 907818108 144,644 1,332,703 SH   DFND 21 1,199,927 0 132,776
UNION PAC CORP COM 907818108 1,122 10,400 SH   DFND 24 10,400 0 0
UNION PAC CORP CALL 907818908 14,594 134,000 SH Call DFND 4 134,000 0 0
UNION PAC CORP PUT 907818958 84,166 772,800 SH Put DFND 4 772,800 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 15,306 10,000,000 PRN   DFND 4 10,000,000 0 0
UNIT CORP COM 909218109 59 3,154 SH   DFND 20 3,154 0 0
UNIT CORP COM 909218109 447 23,908 SH   DFND 21 23,025 0 883
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 33,001 1,187,100 SH   DFND 3 1,187,100 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 20 725 SH   DFND 17 725 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 98 3,490 SH   DFND 21 3,490 0 0
UNITED CONTL HLDGS INC COM 910047109 13,534 179,848 SH   DFND 4 179,848 0 0
UNITED CONTL HLDGS INC COM 910047109 592 7,863 SH   DFND 17 7,863 0 0
UNITED CONTL HLDGS INC COM 910047109 8,152 110,593 SH   DFND 21 46,116 0 64,477
UNITED CONTL HLDGS INC CALL 910047909 3,258 43,300 SH Call DFND 4 43,300 0 0
UNITED CONTL HLDGS INC PUT 910047959 31,327 416,300 SH Put DFND 4 416,300 0 0
UNITED FIRE GROUP INC COM 910340108 179 4,069 SH   DFND 17 4,069 0 0
UNITED FIRE GROUP INC COM 910340108 500 11,345 SH   DFND 21 11,345 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 505 207,468 SH   DFND 21 188,925 0 18,543
UNITED PARCEL SERVICE INC CL B 911312106 10,906 98,618 SH   DFND 4 98,618 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,361 39,436 SH   DFND 17 39,436 0 0
UNITED PARCEL SERVICE INC CL B 911312106 17,917 162,588 SH   DFND 21 162,588 0 0
UNITED PARCEL SERVICE INC CALL 911312906 11,767 106,400 SH Call DFND 4 106,400 0 0
UNITED PARCEL SERVICE INC PUT 911312956 75,610 683,700 SH Put DFND 4 683,700 0 0
UNITED RENTALS INC COM 911363109 731 6,483 SH   DFND 17 6,483 0 0
UNITED RENTALS INC COM 911363109 3,191 29,014 SH   DFND 21 29,014 0 0
UNITED STATES STL CORP NEW COM 912909108 7,749 350,000 SH   DFND 4 350,000 0 0
UNITED STATES STL CORP NEW COM 912909108 15,208 686,919 SH   DFND 17 627,336 0 59,583
UNITED STATES STL CORP NEW COM 912909108 70 3,151 SH   DFND 21 3,151 0 0
UNITED STATES STL CORP NEW COM 912909108 699 31,000 SH   DFND 24 31,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 66,975 548,483 SH   DFND 3 548,483 0 0
UNITED TECHNOLOGIES CORP COM 913017109 103,560 848,672 SH   DFND 17 848,672 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7,579 62,067 SH   DFND 20 62,067 0 0
UNITED TECHNOLOGIES CORP COM 913017109 29,631 242,753 SH   DFND 21 225,912 0 16,841
UNITED TECHNOLOGIES CORP COM 913017109 86 707 SH   DFND 24 707 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 13,542 110,900 SH Call DFND 4 110,900 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 110,400 904,100 SH Put DFND 4 904,100 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,301 25,296 SH   DFND 17 25,296 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 97 748 SH   DFND 20 748 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 7,337 56,077 SH   DFND 21 52,166 0 3,911
UNITED THERAPEUTICS CORP DEL COM 91307C102 696 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 435,161 2,346,946 SH   DFND 17 2,026,673 0 320,273
UNITEDHEALTH GROUP INC COM 91324P102 28,654 154,534 SH   DFND 20 154,534 0 0
UNITEDHEALTH GROUP INC COM 91324P102 461,228 2,487,364 SH   DFND 21 2,037,985 0 449,379
UNITEDHEALTH GROUP INC COM 91324P102 946 5,104 SH   DFND 24 5,104 0 0
UNITEDHEALTH GROUP INC COM 91324P102 446 2,405 SH   DFND 25 2,405 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 36,324 195,900 SH Call DFND 4 195,900 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 204,796 1,104,500 SH Put DFND 4 1,104,500 0 0
UNITI GROUP INC COM 91325V108 375 14,900 SH   DFND 17 14,900 0 0
UNIVAR INC COM 91336L107 13,594 465,546 SH   DFND 17 361,805 0 103,741
UNIVERSAL CORP VA COM 913456109 24,706 381,849 SH   DFND 3 381,849 0 0
UNIVERSAL CORP VA COM 913456109 108 1,675 SH   DFND 17 1,675 0 0
UNIVERSAL CORP VA COM 913456109 425 6,564 SH   DFND 21 869 0 5,695
UNIVERSAL DISPLAY CORP COM 91347P105 291 2,631 SH   DFND 21 2,631 0 0
UNIVERSAL FST PRODS INC COM 913543104 2,094 23,988 SH   DFND 17 22,316 0 1,672
UNIVERSAL FST PRODS INC COM 913543104 13,250 152,036 SH   DFND 21 91,059 0 60,977
UNIVERSAL INS HLDGS INC COM 91359V107 6,936 275,228 SH   DFND 17 131,723 0 143,505
UNIVERSAL INS HLDGS INC COM 91359V107 15,783 619,389 SH   DFND 21 617,355 0 2,034
UNIVERSAL HLTH SVCS INC CL B 913903100 8,057 66,000 SH   DFND 3 66,000 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,673 71,042 SH   DFND 17 61,001 0 10,041
UNIVERSAL HLTH SVCS INC CL B 913903100 172 1,409 SH   DFND 20 1,409 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,329 69,460 SH   DFND 21 60,681 0 8,779
UNUM GROUP COM 91529Y106 7,843 168,200 SH   DFND 3 168,200 0 0
UNUM GROUP COM 91529Y106 6,711 143,912 SH   DFND 17 143,912 0 0
UNUM GROUP COM 91529Y106 832 17,853 SH   DFND 20 17,853 0 0
UNUM GROUP COM 91529Y106 16,794 357,537 SH   DFND 21 261,778 0 95,759
UPLAND SOFTWARE INC COM 91544A109 2,555 116,184 SH   DFND 17 112,509 0 3,675
VCA INC COM 918194101 14,013 151,801 SH   DFND 4 151,801 0 0
VCA INC COM 918194101 428 4,639 SH   DFND 17 4,639 0 0
VCA INC COM 918194101 45,142 488,999 SH   DFND 21 486,463 0 2,536
V F CORP COM 918204108 79 1,373 SH   DFND 17 1,373 0 0
V F CORP COM 918204108 658 11,432 SH   DFND 21 11,432 0 0
VEON LTD SPONSORED ADR 91822M106 253 64,790 SH   DFND 17 64,790 0 0
VWR CORP COM 91843L103 26,977 817,248 SH   DFND 21 817,248 0 0
VAIL RESORTS INC COM 91879Q109 14,053 69,284 SH   DFND 17 68,321 0 963
VAIL RESORTS INC COM 91879Q109 377 1,858 SH   DFND 20 1,858 0 0
VAIL RESORTS INC COM 91879Q109 44,775 221,969 SH   DFND 21 138,460 0 83,509
VALE S A ADR 91912E105 6,339 724,500 SH   DFND 17 724,500 0 0
VALE S A ADR 91912E105 25,331 2,895,020 SH   DFND 21 2,895,020 0 0
VALE S A ADR 91912E105 612 70,000 SH   DFND 24 70,000 0 0
VALE S A ADR REPSTG PFD 91912E204 1,206 147,982 SH   DFND 21 147,982 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,146 105,930 SH   DFND 3 105,930 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,927 73,039 SH   DFND 4 73,039 0 0
VALERO ENERGY CORP NEW COM 91913Y100 94,058 1,394,297 SH   DFND 17 1,239,320 0 154,977
VALERO ENERGY CORP NEW COM 91913Y100 1,011 14,992 SH   DFND 20 14,992 0 0
VALERO ENERGY CORP NEW COM 91913Y100 82,061 1,219,782 SH   DFND 21 932,144 0 287,638
VALERO ENERGY CORP NEW COM 91913Y100 872 13,000 SH   DFND 24 13,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 296 4,381 SH   DFND 25 4,381 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 2,590 38,400 SH Call DFND 4 38,400 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 34,108 505,600 SH Put DFND 4 505,600 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 16,425 359,872 SH   DFND 3 359,872 0 0
VALLEY NATL BANCORP COM 919794107 144 12,179 SH   DFND 20 12,179 0 0
VALLEY NATL BANCORP COM 919794107 418 35,433 SH   DFND 21 35,433 0 0
VALVOLINE INC COM 92047W101 6,146 259,095 SH   DFND 17 259,095 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,199 134,937 SH   DFND 17 131,194 0 3,743
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 4,337 196,420 SH   DFND 17 196,420 0 0
VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3,300 134,652 SH   DFND 25 134,652 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 4,878 260,000 SH   DFND 17 260,000 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 7,329 388,253 SH   DFND 24 43,000 0 345,253
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1,106 28,000 SH   DFND 24 28,000 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 7,080 88,391 SH   DFND 17 88,391 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 4,476 41,394 SH   DFND 17 41,394 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 2,425 36,000 SH   DFND 24 36,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 53,673 794,804 SH   DFND 25 794,804 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,241 24,859 SH   DFND 17 24,859 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 86,029 2,107,007 SH   DFND 17 2,107,007 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 782 19,300 SH   DFND 24 9,500 0 9,800
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 50,833 1,245,000 SH   DFND 25 1,245,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 61 SH   DFND 17 61 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 12,493 226,864 SH   DFND 24 77,500 0 149,364
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2,272 15,400 SH   DFND 24 15,400 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 6,484 81,005 SH   DFND 25 81,005 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 16,801 319,053 SH   DFND 17 319,053 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 767 8,580 SH   DFND   3,570 0 5,010
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 2,333 25,000 SH   DFND 17 25,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 467 5,000 SH   DFND 24 5,000 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 35,788 408,871 SH   DFND 17 408,871 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 25,814 294,921 SH   DFND 25 294,921 0 0
VANTIV INC CL A 92210H105 31,516 497,570 SH   DFND 17 298,200 0 199,370
VANTIV INC CL A 92210H105 251 3,976 SH   DFND 21 3,976 0 0
VARONIS SYS INC COM 922280102 1,882 50,581 SH   DFND 17 0 0 50,581
VECTOR GROUP LTD FRNT 1/1 92240MAY4 18,951 12,900,000 PRN   DFND 17 12,900,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13,504 11,700,000 PRN   DFND 17 11,700,000 0 0
VEECO INSTRS INC DEL COM 922417100 370 13,289 SH   DFND 21 3,925 0 9,364
VEECO INSTRS INC DEL COM 922417100 5,545 199,462 SH   DFND 24 199,462 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 31,604 30,810,000 PRN   DFND 17 27,370,000 0 3,440,000
VEEVA SYS INC CL A COM 922475108 13,414 218,786 SH   DFND 17 95,840 0 122,946
VEEVA SYS INC CL A COM 922475108 1,083 17,656 SH   DFND 21 17,656 0 0
VENTAS INC COM 92276F100 6,017 86,600 SH   DFND 3 86,600 0 0
VENTAS INC COM 92276F100 855 12,307 SH   DFND 4 12,307 0 0
VENTAS INC COM 92276F100 111 1,600 SH   DFND 17 1,600 0 0
VENTAS INC CALL 92276F900 2,682 38,600 SH Call DFND 4 38,600 0 0
VENTAS INC PUT 92276F950 43,988 633,100 SH Put DFND 4 633,100 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 63 284 SH   DFND 17 284 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 11,651 52,555 SH   DFND 24 14,296 0 38,259
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 16,277 73,300 SH   DFND 25 73,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 41,278 495,950 SH   DFND 4 495,950 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,899 46,852 SH   DFND 17 46,852 0 0
VANGUARD INDEX FDS REIT ETF 922908553 22,056 265,000 SH   DFND 25 265,000 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 779 8,071 SH   DFND 17 8,071 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 33,942 250,419 SH   DFND 25 250,419 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 261 2,100 SH   DFND 24 0 0 2,100
VERISIGN INC COM 92343E102 34 367 SH   DFND 17 367 0 0
VERISIGN INC COM 92343E102 766 8,235 SH   DFND 21 0 0 8,235
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 143,472 52,335,000 PRN   DFND 17 48,905,000 0 3,430,000
VERIZON COMMUNICATIONS INC COM 92343V104 63,586 1,423,782 SH   DFND 3 1,423,782 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 78,576 1,759,437 SH   DFND 4 1,757,017 0 2,420
VERIZON COMMUNICATIONS INC COM 92343V104 92,017 2,061,997 SH   DFND 17 2,034,403 0 27,594
VERIZON COMMUNICATIONS INC COM 92343V104 2,718 60,856 SH   DFND 20 60,856 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 180,352 4,051,370 SH   DFND 21 2,730,684 0 1,320,686
VERIZON COMMUNICATIONS INC COM 92343V104 517 11,581 SH   DFND 25 11,581 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 20,142 451,000 SH Call DFND 4 451,000 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 152,094 3,405,600 SH Put DFND 4 3,405,600 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 50,147 50,975,000 PRN   DFND 17 50,975,000 0 0
VERITEX HLDGS INC COM 923451108 990 37,609 SH   DFND 17 33,759 0 3,850
VERITIV CORP COM 923454102 1 28 SH   DFND 17 0 0 28
VERITIV CORP COM 923454102 1,925 42,683 SH   DFND 21 42,683 0 0
VERISK ANALYTICS INC COM 92345Y106 24,928 295,464 SH   DFND 17 295,464 0 0
VERSARTIS INC COM 92529L102 1,457 83,482 SH   DFND 17 80,934 0 2,548
VERTEX PHARMACEUTICALS INC COM 92532F100 21,545 168,524 SH   DFND 17 140,449 0 28,075
VERTEX PHARMACEUTICALS INC COM 92532F100 152 1,195 SH   DFND 21 1,195 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,726 76,440 SH   DFND 24 76,440 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 4,150 32,200 SH Call DFND 4 32,200 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 32,888 255,200 SH Put DFND 4 255,200 0 0
VERSUM MATLS INC COM 92532W103 35,500 1,092,322 SH   DFND 3 1,092,322 0 0
VERSUM MATLS INC COM 92532W103 1,185 36,483 SH   DFND 17 36,483 0 0
VIAD CORP COM NEW 92552R406 711 15,048 SH   DFND 17 15,048 0 0
VIAD CORP COM NEW 92552R406 185 3,920 SH   DFND 20 3,920 0 0
VIAD CORP COM NEW 92552R406 7,742 163,359 SH   DFND 21 85,589 0 77,770
VIACOM INC NEW CL B 92553P201 48 1,430 SH   DFND 17 1,430 0 0
VIACOM INC NEW CL B 92553P201 1,005 29,475 SH   DFND 21 29,475 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 136 12,890 SH   DFND 17 100 0 12,790
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 5,516 522,842 SH   DFND 20 442,552 0 80,290
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 344 29,800 SH   DFND 24 29,800 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 64,112 64,555,000 PRN   DFND 17 64,555,000 0 0
VISA INC COM CL A 92826C839 350,676 3,738,683 SH   DFND 17 3,405,522 0 333,161
VISA INC COM CL A 92826C839 19,966 212,900 SH   DFND 20 212,900 0 0
VISA INC COM CL A 92826C839 226,938 2,413,243 SH   DFND 21 1,981,490 0 431,753
VISA INC COM CL A 92826C839 1,063 11,258 SH   DFND 24 11,258 0 0
VISA INC CALL 92826C909 37,981 405,000 SH Call DFND 4 405,000 0 0
VISA INC PUT 92826C959 182,140 1,942,200 SH Put DFND 4 1,942,200 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 28,695 1,728,600 SH   DFND 3 1,728,600 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 521 31,374 SH   DFND 17 31,374 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 10,335 620,958 SH   DFND 21 608,887 0 12,071
VISTEON CORP COM NEW 92839U206 704 6,943 SH   DFND 21 6,943 0 0
VMWARE INC CL A COM 928563402 174 1,995 SH   DFND 17 0 0 1,995
VMWARE INC CL A COM 928563402 919 10,524 SH   DFND 21 0 0 10,524
VOCERA COMMUNICATIONS INC COM 92857F107 9,168 347,025 SH   DFND 17 313,805 0 33,220
VORNADO RLTY TR SH BEN INT 929042109 18,840 200,641 SH   DFND 4 200,641 0 0
VORNADO RLTY TR SH BEN INT 929042109 73 782 SH   DFND 17 782 0 0
VORNADO RLTY TR CALL 929042909 1,089 11,600 SH Call DFND 4 11,600 0 0
VORNADO RLTY TR PUT 929042959 8,216 87,500 SH Put DFND 4 87,500 0 0
VOYA FINL INC COM 929089100 19,298 523,118 SH   DFND 17 150,902 0 372,216
VOYA FINL INC COM 929089100 17,252 462,482 SH   DFND 21 436,455 0 26,027
VOYA FINL INC COM 929089100 43 1,155 SH   DFND 25 1,155 0 0
VULCAN MATLS CO COM 929160109 115,911 914,837 SH   DFND 17 823,661 0 91,176
VULCAN MATLS CO COM 929160109 12,488 98,496 SH   DFND 21 96,948 0 1,548
VULCAN MATLS CO COM 929160109 1,092 8,600 SH   DFND 24 8,600 0 0
W & T OFFSHORE INC COM 92922P106 342 174,360 SH   DFND 17 0 0 174,360
WD-40 CO COM 929236107 249 2,255 SH   DFND 17 2,255 0 0
WGL HLDGS INC COM 92924F106 16,030 192,133 SH   DFND 21 192,133 0 0
WSFS FINL CORP COM 929328102 3,237 71,385 SH   DFND 17 34,285 0 37,100
WNS HOLDINGS LTD SPON ADR 92932M101 368 10,700 SH   DFND 17 5,000 0 5,700
WNS HOLDINGS LTD SPON ADR 92932M101 324 9,524 SH   DFND 21 0 0 9,524
WPP PLC NEW ADR 92937A102 7,642 72,500 SH   DFND 3 72,500 0 0
WPP PLC NEW ADR 92937A102 3,590 34,009 SH   DFND 17 34,009 0 0
WEC ENERGY GROUP INC COM 92939U106 1,021 16,637 SH   DFND 17 16,637 0 0
WEC ENERGY GROUP INC CALL 92939U906 3,333 54,300 SH Call DFND 4 54,300 0 0
WEC ENERGY GROUP INC PUT 92939U956 5,248 85,500 SH Put DFND 4 85,500 0 0
WABASH NATL CORP COM 929566107 30,168 1,372,530 SH   DFND 3 1,372,530 0 0
WABASH NATL CORP COM 929566107 953 43,361 SH   DFND 21 15,071 0 28,290
WABTEC CORP COM 929740108 2,618 28,610 SH   DFND 17 28,610 0 0
WABTEC CORP COM 929740108 93,562 1,029,035 SH   DFND 21 994,340 0 34,695
WABTEC CORP COM 929740108 758 8,400 SH   DFND 24 8,400 0 0
WAGEWORKS INC COM 930427109 3,749 55,788 SH   DFND 17 19,840 0 35,948
WAGEWORKS INC COM 930427109 144 2,136 SH   DFND 21 2,136 0 0
WAL-MART STORES INC COM 931142103 67,556 892,658 SH   DFND 3 892,658 0 0
WAL-MART STORES INC COM 931142103 34,314 452,575 SH   DFND 17 445,607 0 6,968
WAL-MART STORES INC COM 931142103 1,409 18,623 SH   DFND 20 18,623 0 0
WAL-MART STORES INC COM 931142103 96,912 1,278,342 SH   DFND 21 901,222 0 377,120
WAL-MART STORES INC CALL 931142903 5,676 75,000 SH Call DFND 4 75,000 0 0
WAL-MART STORES INC PUT 931142953 13,244 175,000 SH Put DFND 4 175,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 14,055 179,478 SH   DFND 4 179,478 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 126,998 1,621,732 SH   DFND 17 1,621,732 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 96,162 1,226,875 SH   DFND 21 1,013,106 0 213,769
WALGREENS BOOTS ALLIANCE INC CALL 931427908 11,551 147,500 SH Call DFND 4 147,500 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 53,564 684,000 SH Put DFND 4 684,000 0 0
WALKER & DUNLOP INC COM 93148P102 150 3,063 SH   DFND 17 3,063 0 0
WALKER & DUNLOP INC COM 93148P102 2,657 53,929 SH   DFND 21 13,442 0 40,487
WASHINGTON FED INC COM 938824109 32,873 990,150 SH   DFND 3 990,150 0 0
WASHINGTON FED INC COM 938824109 1,263 37,748 SH   DFND 17 37,748 0 0
WASHINGTON FED INC COM 938824109 1,328 40,005 SH   DFND 21 0 0 40,005
WASHINGTON PRIME GROUP NEW COM 93964W108 140 16,598 SH   DFND 21 0 0 16,598
WASTE CONNECTIONS INC COM 94106B101 329 5,115 SH   DFND 17 5,115 0 0
WASTE MGMT INC DEL COM 94106L109 1,441 19,645 SH   DFND 4 19,645 0 0
WASTE MGMT INC DEL COM 94106L109 8,147 111,073 SH   DFND 17 107,647 0 3,426
WASTE MGMT INC DEL COM 94106L109 1,059 14,441 SH   DFND 20 14,441 0 0
WASTE MGMT INC DEL COM 94106L109 74,885 1,023,707 SH   DFND 21 803,161 0 220,546
WASTE MGMT INC DEL COM 94106L109 79 1,083 SH   DFND 25 1,083 0 0
WASTE MGMT INC DEL CALL 94106L909 4,518 61,600 SH Call DFND 4 61,600 0 0
WASTE MGMT INC DEL PUT 94106L959 33,279 453,700 SH Put DFND 4 453,700 0 0
WATERS CORP COM 941848103 61 330 SH   DFND 17 330 0 0
WATERS CORP COM 941848103 652 3,551 SH   DFND 21 3,551 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 8,905 140,900 SH   DFND 17 140,900 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 256 4,057 SH   DFND 21 871 0 3,186
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,990 48,000 SH   DFND 24 48,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 71,328 70,370,000 PRN   DFND 17 66,515,000 0 3,855,000
WEB COM GROUP INC COM 94733A104 659 26,060 SH   DFND 17 0 0 26,060
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 7,945 7,975,000 PRN   DFND 17 7,975,000 0 0
WEBMD HEALTH CORP COM 94770V102 589 10,050 SH   DFND 17 1,655 0 8,395
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 12,107 9,500,000 PRN   DFND 17 9,500,000 0 0
WEBMD HEALTH CORP NOTE 2.625% 6/1 94770VAM4 73,016 73,760,000 PRN   DFND 17 73,760,000 0 0
WEIBO CORP SPONSORED ADR 948596101 299 4,498 SH   DFND 17 4,147 0 351
WEIBO CORP SPONSORED ADR 948596101 461 6,941 SH   DFND 21 6,941 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 2,780 83,171 SH   DFND 17 0 0 83,171
WEIS MKTS INC COM 948849104 288 5,910 SH   DFND 17 5,910 0 0
WEIS MKTS INC COM 948849104 4,781 98,235 SH   DFND 21 51,904 0 46,331
WELLCARE HEALTH PLANS INC COM 94946T106 29,446 163,989 SH   DFND 17 102,982 0 61,007
WELLCARE HEALTH PLANS INC COM 94946T106 261 1,451 SH   DFND 20 1,451 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 26,575 148,395 SH   DFND 21 109,152 0 39,243
ANTHEM INC NOTE 2.750%10/1 94973VBG1 77,724 30,075,000 PRN   DFND 17 25,700,000 0 4,375,000
WELLS FARGO CO NEW COM 949746101 142,610 2,573,717 SH   DFND 3 2,573,717 0 0
WELLS FARGO CO NEW COM 949746101 91,971 1,659,828 SH   DFND 4 1,659,828 0 0
WELLS FARGO CO NEW COM 949746101 170,846 3,078,817 SH   DFND 17 3,061,889 0 16,928
WELLS FARGO CO NEW COM 949746101 1,726 31,156 SH   DFND 20 31,156 0 0
WELLS FARGO CO NEW COM 949746101 92,919 1,671,792 SH   DFND 21 1,539,390 0 132,402
WELLS FARGO CO NEW COM 949746101 193 3,484 SH   DFND 25 3,484 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 156,514 119,340 SH   DFND 4 116,540 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 170,038 129,690 SH   DFND 17 123,400 0 6,290
WELLS FARGO CO NEW CALL 949746901 29,434 531,200 SH Call DFND 4 531,200 0 0
WELLS FARGO CO NEW PUT 949746951 241,842 4,364,600 SH Put DFND 4 4,364,600 0 0
WELLTOWER INC COM 95040Q104 14,772 197,351 SH   DFND 4 197,351 0 0
WELLTOWER INC COM 95040Q104 112 1,495 SH   DFND 17 1,495 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 7,249 109,000 SH   DFND 4 109,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 37,987 573,300 SH   DFND 17 573,300 0 0
WELLTOWER INC CALL 95040Q904 3,353 44,800 SH Call DFND 4 44,800 0 0
WELLTOWER INC PUT 95040Q954 27,433 366,500 SH Put DFND 4 366,500 0 0
WENDYS CO COM 95058W100 99 6,390 SH   DFND 17 0 0 6,390
WENDYS CO COM 95058W100 8,928 582,538 SH   DFND 21 582,538 0 0
WESBANCO INC COM 950810101 7,967 201,491 SH   DFND 3 201,491 0 0
WESBANCO INC COM 950810101 1,140 28,535 SH   DFND 17 28,535 0 0
WESCO INTL INC COM 95082P105 16,352 285,368 SH   DFND 17 285,368 0 0
WEST CORP COM 952355204 1,197 51,345 SH   DFND 17 51,345 0 0
WEST CORP COM 952355204 17,698 758,936 SH   DFND 21 746,848 0 12,088
WEST PHARMACEUTICAL SVSC INC COM 955306105 18,778 198,672 SH   DFND 17 162,325 0 36,347
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,937 73,463 SH   DFND 21 73,463 0 0
WESTAR ENERGY INC COM 95709T100 308 5,817 SH   DFND 17 5,817 0 0
WESTAR ENERGY INC COM 95709T100 6,633 125,108 SH   DFND 21 125,108 0 0
WESTERN ALLIANCE BANCORP COM 957638109 15,874 322,635 SH   DFND 17 229,973 0 92,662
WESTERN ALLIANCE BANCORP COM 957638109 234 4,762 SH   DFND 21 4,762 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 461 44,712 SH   DFND 17 7,998 0 36,714
WESTERN DIGITAL CORP COM 958102105 362 4,085 SH   DFND 4 4,085 0 0
WESTERN DIGITAL CORP COM 958102105 44,707 504,593 SH   DFND 17 466,473 0 38,120
WESTERN DIGITAL CORP COM 958102105 424 4,788 SH   DFND 20 4,788 0 0
WESTERN DIGITAL CORP COM 958102105 41,890 461,007 SH   DFND 21 315,887 0 145,120
WESTERN DIGITAL CORP COM 958102105 78 881 SH   DFND 25 881 0 0
WESTERN DIGITAL CORP CALL 958102905 4,519 51,000 SH Call DFND 4 51,000 0 0
WESTERN DIGITAL CORP PUT 958102955 29,389 331,700 SH Put DFND 4 331,700 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 430 7,687 SH   DFND 4 7,687 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 711 70,050 SH   DFND 17 70,050 0 0
WESTERN UN CO COM 959802109 38 1,982 SH   DFND 17 1,982 0 0
WESTERN UN CO COM 959802109 1,112 58,395 SH   DFND 21 24,554 0 33,841
WESTERN UN CO COM 959802109 31 1,616 SH   DFND 25 1,616 0 0
WESTLAKE CHEM CORP COM 960413102 1,074 16,255 SH   DFND 21 2,067 0 14,188
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 990 39,990 SH   DFND 17 39,990 0 0
WEYERHAEUSER CO COM 962166104 3,284 98,019 SH   DFND 4 98,019 0 0
WEYERHAEUSER CO COM 962166104 104 3,091 SH   DFND 17 3,091 0 0
WEYERHAEUSER CO COM 962166104 43 1,291 SH   DFND 21 1,291 0 0
WEYERHAEUSER CO CALL 962166904 1,879 56,100 SH Call DFND 4 56,100 0 0
WEYERHAEUSER CO PUT 962166954 23,226 693,300 SH Put DFND 4 693,300 0 0
WHIRLPOOL CORP COM 963320106 3,679 19,200 SH   DFND 3 19,200 0 0
WHIRLPOOL CORP COM 963320106 6,204 32,379 SH   DFND 17 29,515 0 2,864
WHIRLPOOL CORP COM 963320106 38,127 201,669 SH   DFND 21 132,246 0 69,423
WHIRLPOOL CORP COM 963320106 173 901 SH   DFND 25 901 0 0
WHITING PETE CORP NEW COM 966387102 16,530 3,000,000 SH   DFND 4 3,000,000 0 0
WHITING PETE CORP NEW COM 966387102 2,344 425,380 SH   DFND 17 425,380 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 14,814 17,505,000 PRN   DFND 17 17,505,000 0 0
WILLDAN GROUP INC COM 96924N100 616 20,180 SH   DFND 17 3,202 0 16,978
WILLIAMS COS INC DEL COM 969457100 659 21,764 SH   DFND 4 21,764 0 0
WILLIAMS COS INC DEL COM 969457100 103 3,409 SH   DFND 17 3,409 0 0
WILLIAMS COS INC DEL CALL 969457900 3,170 104,700 SH Call DFND 4 104,700 0 0
WILLIAMS COS INC DEL PUT 969457950 14,970 494,400 SH Put DFND 4 494,400 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 15,664 390,525 SH   DFND 4 390,525 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 120 3,000 SH   DFND 17 0 0 3,000
WINNEBAGO INDS INC COM 974637100 1,291 36,872 SH   DFND 17 36,872 0 0
WINTRUST FINL CORP COM 97650W108 3,616 47,308 SH   DFND 17 47,308 0 0
WINTRUST FINL CORP COM 97650W108 395 5,172 SH   DFND 20 5,172 0 0
WINTRUST FINL CORP COM 97650W108 2,899 37,898 SH   DFND 21 33,747 0 4,151
WIPRO LTD SPON ADR 1 SH 97651M109 399 76,742 SH   DFND 17 76,742 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,315 254,298 SH   DFND 21 216,190 0 38,108
WISDOMTREE TR JAPN HEDGE EQT 97717W851 4 74 SH   DFND 17 74 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 13,116 254,786 SH   DFND 24 254,786 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 783 12,200 SH   DFND 24 12,200 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 16,827 269,927 SH   DFND 24 269,927 0 0
WOLVERINE WORLD WIDE INC COM 978097103 251 8,999 SH   DFND 21 8,999 0 0
WOODWARD INC COM 980745103 2,186 32,446 SH   DFND 21 27,423 0 5,023
WOODWARD INC COM 980745103 8,334 123,800 SH   DFND 24 123,800 0 0
WORKDAY INC CL A 98138H101 127,745 1,316,955 SH   DFND 17 1,071,955 0 245,000
WORKDAY INC CL A 98138H101 91 941 SH   DFND 21 941 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 37,374 30,090,000 PRN   DFND 17 30,090,000 0 0
WORLD ACCEP CORP DEL COM 981419104 7 89 SH   DFND 17 89 0 0
WORLD ACCEP CORP DEL COM 981419104 1,825 24,594 SH   DFND 21 24,594 0 0
WORLD FUEL SVCS CORP COM 981475106 36,489 948,988 SH   DFND 3 948,988 0 0
WORLD FUEL SVCS CORP COM 981475106 475 12,394 SH   DFND 17 12,394 0 0
WORTHINGTON INDS INC COM 981811102 3,226 64,231 SH   DFND 17 60,322 0 3,909
WORTHINGTON INDS INC COM 981811102 7,991 164,955 SH   DFND 21 134,404 0 30,551
WPX ENERGY INC PFD SER A CV 98212B202 30,977 657,555 SH   DFND 17 581,615 0 75,940
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 97,832 87,840,000 PRN   DFND 17 83,585,000 0 4,255,000
WYNDHAM WORLDWIDE CORP COM 98310W108 43 433 SH   DFND 17 433 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,959 108,877 SH   DFND 21 43,796 0 65,081
WYNN RESORTS LTD COM 983134107 7,118 53,075 SH   DFND 4 51,554 0 1,521
WYNN RESORTS LTD COM 983134107 4,798 35,776 SH   DFND 17 34,211 0 1,565
WYNN RESORTS LTD COM 983134107 193 1,442 SH   DFND 21 1,442 0 0
XPO LOGISTICS INC COM 983793100 22,996 355,817 SH   DFND 17 287,937 0 67,880
XPO LOGISTICS INC COM 983793100 147 2,277 SH   DFND 21 2,277 0 0
XACTLY CORP COM 98386L101 3,654 233,471 SH   DFND 17 225,625 0 7,846
XACTLY CORP COM 98386L101 1,469 93,874 SH   DFND 21 93,874 0 0
XCEL ENERGY INC COM 98389B100 846 18,440 SH   DFND 4 18,440 0 0
XCEL ENERGY INC COM 98389B100 7,108 154,931 SH   DFND 17 22,731 0 132,200
XCEL ENERGY INC COM 98389B100 4,032 87,801 SH   DFND 21 34,084 0 53,717
XCEL ENERGY INC CALL 98389B900 2,381 51,900 SH Call DFND 4 51,900 0 0
XCEL ENERGY INC PUT 98389B950 20,999 457,700 SH Put DFND 4 457,700 0 0
XILINX INC COM 983919101 23,613 367,115 SH   DFND 17 367,115 0 0
XENCOR INC COM 98401F105 210 9,950 SH   DFND 17 9,950 0 0
XENCOR INC COM 98401F105 566 26,821 SH   DFND 21 26,821 0 0
XEROX CORP COM NEW 984121608 3,734 129,960 SH   DFND 3 129,960 0 0
XEROX CORP COM NEW 984121608 9,310 322,587 SH   DFND 17 145,124 0 177,463
XEROX CORP COM NEW 984121608 552 19,197 SH   DFND 20 19,197 0 0
XEROX CORP COM NEW 984121608 8,616 297,693 SH   DFND 21 134,380 0 163,313
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 163 31,417 SH   DFND 21 31,417 0 0
XYLEM INC COM 98419M100 80,120 1,445,436 SH   DFND 17 1,163,229 0 282,207
XYLEM INC COM 98419M100 39,537 713,275 SH   DFND 21 335,584 0 377,691
XYLEM INC COM 98419M100 17,667 321,800 SH   DFND 24 321,800 0 0
XPERI CORP COM 98421B100 357 11,996 SH   DFND 17 11,996 0 0
XPERI CORP COM 98421B100 1,877 62,936 SH   DFND 21 57,339 0 5,597
YY INC ADS REPCOM CLA 98426T106 1,180 20,327 SH   DFND 17 20,327 0 0
YY INC ADS REPCOM CLA 98426T106 58,870 1,016,035 SH   DFND 20 921,015 0 95,020
YY INC ADS REPCOM CLA 98426T106 1,836 32,000 SH   DFND 24 32,000 0 0
YAMANA GOLD INC COM 98462Y100 45 17,863 SH   DFND 17 0 0 17,863
YAMANA GOLD INC COM 98462Y100 4,523 1,820,320 SH   DFND 21 1,725,904 0 94,416
YELP INC CL A 985817105 110,736 3,688,731 SH   DFND 17 3,557,720 0 131,011
YUM BRANDS INC COM 988498101 731 9,916 SH   DFND 4 9,916 0 0
YUM BRANDS INC COM 988498101 3,193 43,286 SH   DFND 17 40,756 0 2,530
YUM BRANDS INC COM 988498101 9,908 134,642 SH   DFND 21 133,879 0 763
YUM BRANDS INC CALL 988498901 2,722 36,900 SH Call DFND 4 36,900 0 0
YUM BRANDS INC PUT 988498951 31,186 422,800 SH Put DFND 4 422,800 0 0
YUM CHINA HLDGS INC COM 98850P109 762 19,323 SH   DFND 17 16,823 0 2,500
YUM CHINA HLDGS INC COM 98850P109 476 12,076 SH   DFND 21 12,076 0 0
ZAGG INC COM 98884U108 182 20,993 SH   DFND 17 20,993 0 0
ZAGG INC COM 98884U108 136 15,511 SH   DFND 21 15,511 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 202 2,005 SH   DFND 17 0 0 2,005
ZENDESK INC COM 98936J101 55,948 2,013,975 SH   DFND 17 2,013,975 0 0
ZILLOW GROUP INC CL A 98954M101 296 6,070 SH   DFND 17 100 0 5,970
ZILLOW GROUP INC CL C CAP STK 98954M200 595 12,140 SH   DFND 17 200 0 11,940
ZIMMER BIOMET HLDGS INC COM 98956P102 7,550 58,800 SH   DFND 3 58,800 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,089 8,480 SH   DFND 4 8,480 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,652 12,867 SH   DFND 17 11,062 0 1,805
ZIMMER BIOMET HLDGS INC COM 98956P102 580 4,521 SH   DFND 20 4,521 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,471 58,202 SH   DFND 21 42,961 0 15,241
ZIMMER BIOMET HLDGS INC CALL 98956P902 3,171 24,700 SH Call DFND 4 24,700 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 37,287 290,400 SH Put DFND 4 290,400 0 0
ZIONS BANCORPORATION COM 989701107 37 836 SH   DFND 17 836 0 0
ZIONS BANCORPORATION COM 989701107 243 5,538 SH   DFND 21 5,538 0 0
ZIX CORP COM 98974P100 71 12,470 SH   DFND 17 12,470 0 0
ZOGENIX INC COM NEW 98978L204 629 42,940 SH   DFND 17 42,940 0 0
ZOETIS INC CL A 98978V103 1,384 22,186 SH   DFND 4 22,186 0 0
ZOETIS INC CL A 98978V103 73,005 1,170,279 SH   DFND 17 964,084 0 206,195
ZOETIS INC CL A 98978V103 11,983 191,762 SH   DFND 21 170,168 0 21,594
ZOETIS INC CALL 98978V903 1,690 27,100 SH Call DFND 4 27,100 0 0
ZOETIS INC PUT 98978V953 30,017 481,200 SH Put DFND 4 481,200 0 0
EURONAV NV ANTWERPEN SHS B38564108 968 122,479 SH   DFND 17 6,856 0 115,623
EURONAV NV ANTWERPEN SHS B38564108 530 68,023 SH   DFND 21 68,023 0 0
KBC BK NV N Y BRH DEBT 8.000% 1/2 B5339WGK8 1,236 1,200,000 PRN   DFND 21 1,200,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 33,232 1,846,908 SH   DFND 21 1,217,000 0 629,908
AIRCASTLE LTD COM G0129K104 6,390 293,780 SH   DFND 17 105,880 0 187,900
AIRCASTLE LTD COM G0129K104 6,154 282,743 SH   DFND 21 178,408 0 104,335
ALKERMES PLC SHS G01767105 7,332 126,558 SH   DFND 17 115,268 0 11,290
ALKERMES PLC SHS G01767105 3,875 66,900 SH   DFND 24 66,900 0 0
ALLERGAN PLC SHS G0177J108 465 1,914 SH   DFND 4 1,914 0 0
ALLERGAN PLC SHS G0177J108 50,023 205,678 SH   DFND 17 193,447 0 12,231
ALLERGAN PLC SHS G0177J108 70,056 287,683 SH   DFND 21 254,050 0 33,633
ALLERGAN PLC PFD CONV SER A G0177J116 227,062 261,770 SH   DFND 17 248,095 0 13,675
ALLERGAN PLC CALL G0177J908 15,485 63,700 SH Call DFND 4 63,700 0 0
ALLERGAN PLC PUT G0177J958 118,993 489,500 SH Put DFND 4 489,500 0 0
AMDOCS LTD SHS G02602103 7,192 111,580 SH   DFND 3 111,580 0 0
AMDOCS LTD SHS G02602103 10,155 157,980 SH   DFND 17 153,544 0 4,436
AMDOCS LTD SHS G02602103 950 14,745 SH   DFND 20 14,745 0 0
AMDOCS LTD SHS G02602103 38,441 598,455 SH   DFND 21 456,085 0 142,370
AON PLC SHS CL A G0408V102 7,631 57,400 SH   DFND 3 57,400 0 0
AON PLC SHS CL A G0408V102 144 1,082 SH   DFND 17 1,082 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 87 11,612 SH   DFND 20 11,612 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,323 155,916 SH   DFND 21 155,916 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 14 234 SH   DFND 17 234 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,281 37,514 SH   DFND 21 37,514 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6,890 138,218 SH   DFND 17 43,740 0 94,478
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 16,889 337,482 SH   DFND 21 319,938 0 17,544
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 50 1,002 SH   DFND 25 1,002 0 0
ARRIS INTL INC SHS G0551A103 980 34,962 SH   DFND 21 17,236 0 17,726
ASSURED GUARANTY LTD COM G0585R106 693 16,600 SH   DFND 17 0 0 16,600
ASSURED GUARANTY LTD COM G0585R106 3,192 72,812 SH   DFND 21 58,917 0 13,895
ATHENE HLDG LTD CL A G0684D107 317 6,395 SH   DFND 21 0 0 6,395
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 924 14,289 SH   DFND 17 14,289 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 394 6,096 SH   DFND 20 6,096 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 11,128 171,883 SH   DFND 21 166,261 0 5,622
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 26 398 SH   DFND 25 398 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,211 42,133 SH   DFND 17 42,133 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 97,965 792,611 SH   DFND 21 557,553 0 235,058
MIMECAST LTD ORD SHS G14838109 1,062 39,666 SH   DFND 17 0 0 39,666
BUNGE LIMITED COM G16962105 7,782 104,313 SH   DFND 17 99,065 0 5,248
BUNGE LIMITED COM G16962105 327 4,382 SH   DFND 20 4,382 0 0
BUNGE LIMITED COM G16962105 57,117 773,150 SH   DFND 21 368,639 0 404,511
BUNGE LIMITED COM G16962105 3,459 47,000 SH   DFND 24 47,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 2,785 84,849 SH   DFND 21 9,321 0 75,528
CHINA YUCHAI INTL LTD COM G21082105 126 6,900 SH   DFND 17 0 0 6,900
CHINA YUCHAI INTL LTD COM G21082105 887 45,138 SH   DFND 21 45,138 0 0
CREDICORP LTD COM G2519Y108 4,040 22,519 SH   DFND 17 6,137 0 16,382
CREDICORP LTD COM G2519Y108 3,779 21,046 SH   DFND 21 18,429 0 2,617
COSAN LTD SHS A G25343107 2,929 456,908 SH   DFND 17 153,555 0 303,353
COSAN LTD SHS A G25343107 4,555 717,407 SH   DFND 21 465,810 0 251,597
COCA COLA EUROPEAN PARTNERS SHS G25839104 21,670 532,820 SH   DFND 3 532,820 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 4,006 98,776 SH   DFND 17 98,776 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 901 22,214 SH   DFND 21 19,905 0 2,309
DELPHI AUTOMOTIVE PLC SHS G27823106 52,150 595,152 SH   DFND 17 489,084 0 106,068
DELPHI AUTOMOTIVE PLC SHS G27823106 1,175 13,460 SH   DFND 21 12,928 0 532
EATON CORP PLC SHS G29183103 74,884 962,150 SH   DFND 3 962,150 0 0
EATON CORP PLC SHS G29183103 21,035 274,348 SH   DFND 17 274,348 0 0
EATON CORP PLC SHS G29183103 51,147 659,959 SH   DFND 21 212,026 0 447,933
ESSENT GROUP LTD COM G3198U102 20,059 540,100 SH   DFND 17 441,122 0 98,978
ESSENT GROUP LTD COM G3198U102 183 4,933 SH   DFND 20 4,933 0 0
ESSENT GROUP LTD COM G3198U102 7,296 196,145 SH   DFND 21 174,557 0 21,588
EVEREST RE GROUP LTD COM G3223R108 76,716 301,330 SH   DFND 3 301,330 0 0
EVEREST RE GROUP LTD COM G3223R108 46,718 183,314 SH   DFND 17 150,410 0 32,904
EVEREST RE GROUP LTD COM G3223R108 861 3,380 SH   DFND 20 3,380 0 0
EVEREST RE GROUP LTD COM G3223R108 86,331 338,635 SH   DFND 21 227,328 0 111,307
EVEREST RE GROUP LTD COM G3223R108 258 1,013 SH   DFND 25 1,013 0 0
FABRINET SHS G3323L100 815 19,099 SH   DFND 17 19,099 0 0
FABRINET SHS G3323L100 227 5,314 SH   DFND 20 5,314 0 0
FABRINET SHS G3323L100 3,108 72,689 SH   DFND 21 66,053 0 6,636
FRESH DEL MONTE PRODUCE INC ORD G36738105 6,326 124,266 SH   DFND 17 104,615 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 153 3,003 SH   DFND 20 3,003 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 12,545 248,381 SH   DFND 21 193,261 0 55,120
FRESH DEL MONTE PRODUCE INC ORD G36738105 3,234 64,428 SH   DFND 24 64,428 0 0
FRONTLINE LTD SHS NEW G3682E192 521 90,893 SH   DFND 17 0 0 90,893
GEOPARK LTD USD SHS G38327105 83 11,026 SH   DFND 17 11,026 0 0
GENPACT LIMITED SHS G3922B107 47,698 1,713,900 SH   DFND 3 1,713,900 0 0
GENPACT LIMITED SHS G3922B107 477 17,130 SH   DFND 17 17,130 0 0
HELEN OF TROY CORP LTD COM G4388N106 723 7,685 SH   DFND 17 7,685 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 263 15,805 SH   DFND 17 15,805 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 245 14,894 SH   DFND 21 14,894 0 0
IHS MARKIT LTD SHS G47567105 58 1,309 SH   DFND 17 1,309 0 0
IHS MARKIT LTD SHS G47567105 2,125 48,097 SH   DFND 21 48,097 0 0
INGERSOLL-RAND PLC SHS G47791101 7,567 82,800 SH   DFND 3 82,800 0 0
INGERSOLL-RAND PLC SHS G47791101 996 10,893 SH   DFND 17 10,533 0 360
INGERSOLL-RAND PLC SHS G47791101 7,686 84,800 SH   DFND 21 33,758 0 51,042
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 12,458 676,247 SH   DFND 21 467,817 0 208,430
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 57 3,098 SH   DFND 25 3,098 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 23,641 6,111,788 SH   DFND 17 5,977,258 0 134,530
WEATHERFORD INTL PLC ORD SHS G48833100 443 115,000 SH   DFND 24 115,000 0 0
INVESCO LTD SHS G491BT108 7,696 218,700 SH   DFND 3 218,700 0 0
INVESCO LTD SHS G491BT108 68 1,919 SH   DFND 17 1,919 0 0
JAMES RIV GROUP LTD COM G5005R107 410 10,314 SH   DFND 17 0 0 10,314
JAMES RIV GROUP LTD COM G5005R107 68 1,704 SH   DFND 20 1,704 0 0
JAMES RIV GROUP LTD COM G5005R107 229 5,756 SH   DFND 21 4,949 0 807
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9,634 61,855 SH   DFND 17 61,855 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,612 10,354 SH   DFND 21 8,528 0 1,826
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,763 37,000 SH   DFND 24 37,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 97,418 2,246,734 SH   DFND 17 2,246,734 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,032 23,804 SH   DFND 20 23,804 0 0
JOHNSON CTLS INTL PLC SHS G51502105 17,946 414,670 SH   DFND 21 293,604 0 121,066
LIVANOVA PLC SHS G5509L101 1,795 29,280 SH   DFND 21 28,357 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 38,702 636,017 SH   DFND 21 636,017 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,126 101,463 SH   DFND 17 24,469 0 76,994
MAIDEN HOLDINGS LTD SHS G5753U112 127 11,420 SH   DFND 20 11,420 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,257 113,026 SH   DFND 21 103,437 0 9,589
MALLINCKRODT PUB LTD CO SHS G5785G107 2,199 49,068 SH   DFND 17 49,068 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 604 13,485 SH   DFND 20 13,485 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 10,443 233,827 SH   DFND 21 182,922 0 50,905
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 45,826 2,773,985 SH   DFND 17 1,910,620 0 863,365
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 11,022 655,215 SH   DFND 21 655,215 0 0
MEDTRONIC PLC SHS G5960L103 33,006 371,901 SH   DFND 17 295,576 0 76,325
MEDTRONIC PLC SHS G5960L103 103,488 1,166,320 SH   DFND 21 909,649 0 256,671
MEDTRONIC PLC SHS G5960L103 228 2,566 SH   DFND 25 2,566 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 135 3,730 SH   DFND 17 670 0 3,060
MICHAEL KORS HLDGS LTD SHS G60754101 4,361 121,412 SH   DFND 21 121,412 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 72 1,974 SH   DFND 25 1,974 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 390 23,367 SH   DFND 17 3,777 0 19,590
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,756 103,323 SH   DFND 21 72,499 0 30,824
NABORS INDUSTRIES LTD SHS G6359F103 213 26,120 SH   DFND 3 26,120 0 0
NABORS INDUSTRIES LTD SHS G6359F103 167 20,525 SH   DFND 17 20,525 0 0
NABORS INDUSTRIES LTD SHS G6359F103 537 69,130 SH   DFND 21 69,130 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 32,665 844,924 SH   DFND 17 820,629 0 24,295
NIELSEN HLDGS PLC SHS EUR G6518L108 1,481 38,300 SH   DFND 20 38,300 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 51,809 1,340,315 SH   DFND 21 1,121,385 0 218,930
NOMAD FOODS LTD USD ORD SHS G6564A105 133 9,419 SH   DFND 20 9,419 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 973 68,927 SH   DFND 21 68,927 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 2,087 329,157 SH   DFND 17 54,061 0 275,096
NORDIC AMERICAN TANKERS LIMI COM G65773106 865 136,463 SH   DFND 21 136,463 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 4,560 140,000 SH   DFND 21 140,000 0 0
OM ASSET MGMT PLC SHS G67506108 12,290 827,085 SH   DFND 3 827,085 0 0
OM ASSET MGMT PLC SHS G67506108 139 9,373 SH   DFND 20 9,373 0 0
OM ASSET MGMT PLC SHS G67506108 1,195 79,365 SH   DFND 21 58,510 0 20,855
ONEBEACON INSURANCE GROUP LT CL A G67742109 456 25,000 SH   DFND 21 25,000 0 0
PROTHENA CORP PLC SHS G72800108 355 6,560 SH   DFND 17 6,560 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 47 1,216 SH   DFND 17 1,216 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 787 20,257 SH   DFND 21 13,188 0 7,069
PENTAIR PLC SHS G7S00T104 11,627 174,744 SH   DFND 17 174,744 0 0
PENTAIR PLC SHS G7S00T104 179 2,694 SH   DFND 21 785 0 1,909
PENTAIR PLC SHS G7S00T104 8,334 127,000 SH   DFND 24 127,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 3,826 281,326 SH   DFND 17 0 0 281,326
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,763 131,535 SH   DFND 21 123,598 0 7,937
SINA CORP ORD G81477104 307 3,615 SH   DFND 17 100 0 3,515
SINA CORP ORD G81477104 464 5,458 SH   DFND 21 5,458 0 0
STANDARD CHARTERED PLC DEBT 7.750%12/3 G84228CX4 3,236 3,000,000 PRN   DFND   3,000,000 0 0
STERIS PLC SHS USD G84720104 7,645 93,800 SH   DFND 3 93,800 0 0
STERIS PLC SHS USD G84720104 3,857 47,246 SH   DFND 21 47,246 0 0
TECHNIPFMC PLC COM G87110105 19,200 705,689 SH   DFND 21 252,201 0 453,488
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 311 21,478 SH   DFND 17 21,478 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 841 57,969 SH   DFND 21 57,969 0 0
TRITON INTL LTD CL A G9078F107 12,642 378,056 SH   DFND 17 311,227 0 66,829
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 987 205,693 SH   DFND 17 7,558 0 198,135
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 411 85,144 SH   DFND 21 85,144 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 174 3,350 SH   DFND 17 3,350 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 974 18,648 SH   DFND 21 15,631 0 3,017
XL GROUP LTD COM G98294104 364 8,306 SH   DFND 17 8,306 0 0
XL GROUP LTD COM G98294104 1,748 39,597 SH   DFND 21 38,816 0 781
CHUBB LIMITED COM H1467J104 13,604 93,574 SH   DFND 17 36,416 0 57,158
CHUBB LIMITED COM H1467J104 9,634 66,362 SH   DFND 21 56,307 0 10,055
GARMIN LTD SHS H2906T109 31,850 624,147 SH   DFND 17 345,590 0 278,557
GARMIN LTD SHS H2906T109 15,680 307,735 SH   DFND 21 258,394 0 49,341
CREDIT SUISSE GROUP DEBT 6.250%12/3 H3698DAL8 319 300,000 PRN   DFND 21 300,000 0 0
UBS GROUP AG SHS H42097107 649 38,251 SH   DFND 17 17,737 0 20,514
UBS GROUP AG SHS H42097107 342,106 20,071,120 SH   DFND 21 14,677,949 0 5,393,171
UBS GROUP AG SHS H42097107 639 37,400 SH   DFND 24 37,400 0 0
UBS GROUP AG SHS H42097107 90 5,317 SH   DFND 25 5,317 0 0
LOGITECH INTL S A SHS H50430232 2,624 71,285 SH   DFND 17 9,705 0 61,580
LOGITECH INTL S A SHS H50430232 30,106 834,954 SH   DFND 21 717,604 0 117,350
LOGITECH INTL S A SHS H50430232 108 2,933 SH   DFND 25 2,933 0 0
UBS AG JERSEY BRANCH DEBT 4.750% 5/2 H72108EU5 204 200,000 PRN   DFND 21 200,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 3,698 47,000 SH   DFND 3 47,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6,670 84,899 SH   DFND 17 84,899 0 0
TE CONNECTIVITY LTD REG SHS H84989104 48,991 625,235 SH   DFND 21 494,780 0 130,455
TRANSOCEAN LTD REG SHS H8817H100 13 1,603 SH   DFND 17 1,603 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,540 185,278 SH   DFND 21 170,685 0 14,593
ADECOAGRO S A COM L00849106 525 52,560 SH   DFND 17 32,791 0 19,769
ADECOAGRO S A COM L00849106 3,018 301,261 SH   DFND 21 286,433 0 14,828
INTELSAT S A COM L5140P101 1,487 486,072 SH   DFND 17 486,072 0 0
ORION ENGINEERED CARBONS S A COM L72967109 25,346 1,270,460 SH   DFND 3 1,270,460 0 0
ORION ENGINEERED CARBONS S A COM L72967109 503 24,550 SH   DFND 21 20,821 0 3,729
TRINSEO S A SHS L9340P101 19,017 280,002 SH   DFND 21 242,291 0 37,711
TRINSEO S A SHS L9340P101 105 1,522 SH   DFND 25 1,522 0 0
ELBIT SYS LTD ORD M3760D101 19,564 158,667 SH   DFND 3 158,667 0 0
ELBIT SYS LTD ORD M3760D101 129 1,050 SH   DFND 17 1,050 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 303 9,857 SH   DFND 21 9,857 0 0
KORNIT DIGITAL LTD SHS M6372Q113 4,259 220,101 SH   DFND 17 220,101 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 297 41,264 SH   DFND 17 0 0 41,264
ORBOTECH LTD ORD M75253100 3,772 115,649 SH   DFND 17 87,531 0 28,118
ORBOTECH LTD ORD M75253100 805 22,107 SH   DFND 21 20,107 0 2,000
SYNERON MEDICAL LTD ORD SHS M87245102 548 50,000 SH   DFND 21 50,000 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 279 5,217 SH   DFND 17 5,217 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 232 4,360 SH   DFND 21 4,360 0 0
AERCAP HOLDINGS NV SHS N00985106 14,999 323,037 SH   DFND 17 133,421 0 189,616
AERCAP HOLDINGS NV SHS N00985106 41,290 884,222 SH   DFND 21 722,978 0 161,244
AERCAP HOLDINGS NV SHS N00985106 120 2,591 SH   DFND 25 2,591 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 2,319 17,794 SH   DFND 17 17,794 0 0
CNH INDL N V SHS N20944109 5,574 489,820 SH   DFND 17 489,820 0 0
CNH INDL N V SHS N20944109 19,121 1,691,853 SH   DFND 21 757,410 0 934,443
CNH INDL N V SHS N20944109 4,185 372,000 SH   DFND 24 372,000 0 0
CORE LABORATORIES N V COM N22717107 519 5,200 SH   DFND 24 5,200 0 0
FERRARI N V COM N3167Y103 6,227 72,444 SH   DFND 21 66,878 0 5,566
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 17,631 1,658,569 SH   DFND 17 1,181,628 0 476,941
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 23,087 2,164,100 SH   DFND 21 1,809,790 0 354,310
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 7,957 126,710 SH   DFND 17 126,710 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 30,101 479,309 SH   DFND 21 479,309 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 17,578 208,297 SH   DFND 17 196,846 0 11,451
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 118,727 1,411,974 SH   DFND 21 1,160,909 0 251,065
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 290 3,435 SH   DFND 25 3,435 0 0
MYLAN N V SHS EURO N59465109 3,476 89,662 SH   DFND 17 79,917 0 9,745
MYLAN N V SHS EURO N59465109 328 8,459 SH   DFND 20 8,459 0 0
MYLAN N V SHS EURO N59465109 7,993 205,992 SH   DFND 21 150,184 0 55,808
MYLAN N V SHS EURO N59465109 3,690 95,200 SH   DFND 24 95,200 0 0
MYLAN N V SHS EURO N59465109 137 3,532 SH   DFND 25 3,532 0 0
NXP SEMICONDUCTORS N V COM N6596X109 29,651 270,919 SH   DFND 21 270,919 0 0
PATHEON N V SHS N6865W105 27,121 777,557 SH   DFND 21 777,557 0 0
QIAGEN NV SHS NEW N72482123 2,041 60,680 SH   DFND 17 60,680 0 0
QIAGEN NV SHS NEW N72482123 3,545 105,511 SH   DFND 21 75,891 0 29,620
QIAGEN NV SHS NEW N72482123 939 27,925 SH   DFND 24 27,925 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 92 2,160 SH   DFND 21 2,160 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,179 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 4,967 191,040 SH   DFND 17 191,040 0 0
YANDEX N V SHS CLASS A N97284108 7,948 305,700 SH   DFND 21 77,700 0 228,000
COPA HOLDINGS SA CL A P31076105 40,581 346,810 SH   DFND 17 308,510 0 38,300
COPA HOLDINGS SA CL A P31076105 207 1,771 SH   DFND 20 1,771 0 0
COPA HOLDINGS SA CL A P31076105 6,071 51,880 SH   DFND 21 50,827 0 1,053
AUSTRALIA & NEW ZEALA BKG 14 DEBT 4.400% 5/1 Q0426RND6 3,519 3,400,000 PRN   DFND 20 3,400,000 0 0
PLANET PAYMENT INC SHS U72603118 2,228 675,165 SH   DFND 17 651,658 0 23,507
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8,192 75,000 SH   DFND 4 75,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 50,379 461,201 SH   DFND 17 443,635 0 17,566
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 576 5,276 SH   DFND 20 5,276 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 20,930 190,263 SH   DFND 21 128,709 0 61,554
SVENSKA HANDELSBANKEN AB NY MTNF 5.250%12/3 W9124Y2Y7 457 450,000 PRN   DFND 21 450,000 0 0
SWEDBANK AB MTNF 5.500%12/3 W9423X4R0 816 800,000 PRN   DFND 21 800,000 0 0
ARDMORE SHIPPING CORP COM Y0207T100 403 49,456 SH   DFND 17 0 0 49,456
BROADCOM LTD SHS Y09827109 6,943 29,793 SH   DFND 3 29,793 0 0
BROADCOM LTD SHS Y09827109 490,013 2,102,447 SH   DFND 17 1,888,099 0 214,348
BROADCOM LTD SHS Y09827109 28,786 123,517 SH   DFND 20 123,517 0 0
BROADCOM LTD SHS Y09827109 42,951 183,989 SH   DFND 21 178,444 0 5,545
DHT HOLDINGS INC SHS NEW Y2065G121 4,550 1,096,372 SH   DFND 17 84,025 0 1,012,347
DHT HOLDINGS INC SHS NEW Y2065G121 1,124 270,950 SH   DFND 21 235,664 0 35,286
DORIAN LPG LTD SHS USD Y2106R110 432 52,759 SH   DFND 17 0 0 52,759
FLEX LTD ORD Y2573F102 8,477 519,755 SH   DFND 17 422,130 0 97,625
FLEX LTD ORD Y2573F102 19,640 1,203,238 SH   DFND 21 408,853 0 794,385
SCORPIO TANKERS INC SHS Y7542C106 4,616 1,162,829 SH   DFND 17 433,891 0 728,938
SCORPIO TANKERS INC SHS Y7542C106 4,312 1,086,272 SH   DFND 21 1,086,272 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,338 711,749 SH   DFND 17 0 0 711,749
TEEKAY TANKERS LTD CL A Y8565N102 675 357,357 SH   DFND 21 8,782 0 348,575