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 1,450 43,105 SH   DFND 17 43,105 0 0
AAR CORP COM 000361105 103 3,077 SH   DFND 20 3,077 0 0
AAR CORP COM 000361105 1,329 39,512 SH   DFND 21 39,512 0 0
ACCO BRANDS CORP COM 00081T108 1,778 135,244 SH   DFND 17 121,923 0 13,321
ACCO BRANDS CORP COM 00081T108 272 20,708 SH   DFND 20 20,708 0 0
ACCO BRANDS CORP COM 00081T108 6,554 498,404 SH   DFND 21 367,404 0 131,000
ABM INDS INC COM 000957100 911 20,895 SH   DFND 17 8,465 0 12,430
AFLAC INC COM 001055102 3,634 50,175 SH   DFND 3 50,175 0 0
AFLAC INC COM 001055102 1,518 20,966 SH   DFND 4 20,966 0 0
AFLAC INC COM 001055102 5,319 73,450 SH   DFND 17 67,206 0 6,244
AFLAC INC COM 001055102 17,442 240,844 SH   DFND 21 219,586 0 21,258
AFLAC INC COM 001055102 143 1,971 SH   DFND 25 1,971 0 0
AFLAC INC CALL 001055902 2,658 36,700 SH Call DFND 4 36,700 0 0
AFLAC INC PUT 001055952 28,128 388,400 SH Put DFND 4 388,400 0 0
AGCO CORP COM 001084102 75,989 1,262,700 SH   DFND 17 1,262,700 0 0
AGCO CORP COM 001084102 32 533 SH   DFND 21 533 0 0
AG MTG INVT TR INC COM 001228105 2,187 121,147 SH   DFND 17 39,047 0 82,100
AG MTG INVT TR INC COM 001228105 238 13,159 SH   DFND 20 13,159 0 0
AG MTG INVT TR INC COM 001228105 3,422 189,589 SH   DFND 21 104,170 0 85,419
AGNC INVT CORP COM 00123Q104 9,605 482,881 SH   DFND 17 185,769 0 297,112
AGNC INVT CORP COM 00123Q104 18,675 938,908 SH   DFND 21 600,406 0 338,502
AES CORP COM 00130H105 25 2,225 SH   DFND 3 2,225 0 0
AES CORP COM 00130H105 1,959 175,265 SH   DFND 17 162,465 0 12,800
AES CORP COM 00130H105 612 54,758 SH   DFND 21 54,758 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 17,801 11,250,000 PRN   DFND 17 9,800,000 0 1,450,000
ALPS ETF TR ALERIAN MLP 00162Q866 2,003 157,624 SH   DFND 17 157,624 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 550 24,398 SH   DFND 17 24,398 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,502 110,933 SH   DFND 21 68,696 0 42,237
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 766 700,000 PRN   DFND 17 700,000 0 0
AMC NETWORKS INC CL A 00164V103 8,775 149,541 SH   DFND 17 120,911 0 28,630
AMN HEALTHCARE SERVICES INC COM 001744101 918 22,600 SH   DFND 17 22,600 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 168 4,129 SH   DFND 20 4,129 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,599 88,653 SH   DFND 21 74,971 0 13,682
ANI PHARMACEUTICALS INC COM 00182C103 5,469 110,463 SH   DFND 17 97,299 0 13,164
ANI PHARMACEUTICALS INC COM 00182C103 2,351 47,481 SH   DFND 21 27,248 0 20,233
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 10,633 10,020,000 PRN   DFND 17 10,020,000 0 0
AT&T INC COM 00206R102 88,681 2,134,309 SH   DFND 3 2,134,309 0 0
AT&T INC COM 00206R102 34,984 841,982 SH   DFND 4 841,982 0 0
AT&T INC COM 00206R102 91,266 2,196,527 SH   DFND 17 1,587,382 0 609,145
AT&T INC COM 00206R102 3,388 81,533 SH   DFND 20 81,533 0 0
AT&T INC COM 00206R102 350,470 8,434,895 SH   DFND 21 5,941,420 0 2,493,475
AT&T INC COM 00206R102 657 15,817 SH   DFND 25 15,817 0 0
AT&T INC CALL 00206R902 11,476 276,200 SH Call DFND 4 276,200 0 0
AT&T INC PUT 00206R952 219,766 5,289,200 SH Put DFND 4 5,289,200 0 0
A10 NETWORKS INC COM 002121101 807 88,200 SH   DFND 17 9,265 0 78,935
AU OPTRONICS CORP SPONSORED ADR 002255107 470 123,142 SH   DFND 20 123,142 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 803 210,080 SH   DFND 21 210,080 0 0
AXT INC COM 00246W103 2,666 459,722 SH   DFND 17 442,469 0 17,253
AARONS INC COM PAR $0.50 002535300 1,171 39,389 SH   DFND 21 13,141 0 26,248
ABBOTT LABS COM 002824100 8,438 190,000 SH   DFND 4 190,000 0 0
ABBOTT LABS COM 002824100 5,232 117,818 SH   DFND 17 58,033 0 59,785
ABBOTT LABS COM 002824100 1,735 39,062 SH   DFND 21 26,600 0 12,462
ABBOTT LABS CALL 002824900 8,749 197,000 SH Call DFND 4 197,000 0 0
ABBOTT LABS PUT 002824950 25,847 582,000 SH Put DFND 4 582,000 0 0
ABBVIE INC COM 00287Y109 84,962 1,303,894 SH   DFND 3 1,303,894 0 0
ABBVIE INC COM 00287Y109 13,589 208,549 SH   DFND 4 208,549 0 0
ABBVIE INC COM 00287Y109 283,868 4,356,483 SH   DFND 17 3,973,115 0 383,368
ABBVIE INC COM 00287Y109 1,419 21,784 SH   DFND 20 21,784 0 0
ABBVIE INC COM 00287Y109 232,426 3,567,160 SH   DFND 21 2,983,778 0 583,382
ABBVIE INC COM 00287Y109 373 5,700 SH   DFND 24 5,700 0 0
ABBVIE INC CALL 00287Y909 6,418 98,500 SH Call DFND 4 98,500 0 0
ABBVIE INC PUT 00287Y959 107,768 1,653,900 SH Put DFND 4 1,653,900 0 0
ABERCROMBIE & FITCH CO CL A 002896207 5,922 496,354 SH   DFND 21 496,354 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 631 126,256 SH   DFND 17 121,656 0 4,600
ABIOMED INC COM 003654100 1,777 14,193 SH   DFND 17 8,313 0 5,880
ABRAXAS PETE CORP COM 003830106 1,845 913,495 SH   DFND 17 643,925 0 269,570
ACACIA COMMUNICATIONS INC COM 00401C108 35,853 611,615 SH   DFND 17 601,055 0 10,560
ACADIA PHARMACEUTICALS INC COM 004225108 1,352 39,333 SH   DFND 17 39,333 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 887 26,000 SH   DFND 24 26,000 0 0
ACETO CORP COM 004446100 2,427 153,511 SH   DFND 17 148,301 0 5,210
ACETO CORP NOTE 2.000%11/0 004446AD2 9,202 10,000,000 PRN   DFND 17 10,000,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 4,676 5,500,000 PRN   DFND 17 5,500,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 101,734 2,040,391 SH   DFND 17 1,393,685 0 646,706
ACTIVISION BLIZZARD INC COM 00507V109 79,284 1,590,138 SH   DFND 21 1,387,731 0 202,407
ACTIVISION BLIZZARD INC COM 00507V109 150 3,009 SH   DFND 25 3,009 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 7,050 141,400 SH Call DFND 4 141,400 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 43,139 865,200 SH Put DFND 4 865,200 0 0
ACUITY BRANDS INC COM 00508Y102 8,049 39,456 SH   DFND 17 31,885 0 7,571
ACUITY BRANDS INC COM 00508Y102 638 3,014 SH   DFND 21 863 0 2,151
ACUITY BRANDS INC COM 00508Y102 9,522 46,099 SH   DFND 24 46,099 0 0
ACXIOM CORP COM 005125109 25,301 888,690 SH   DFND 17 888,690 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 971 55,480 SH   DFND 17 53,144 0 2,336
ADEPTUS HEALTH INC CL A 006855100 7 3,768 SH   DFND 17 3,768 0 0
ADEPTUS HEALTH INC CL A 006855100 1 387 SH   DFND 20 387 0 0
ADEPTUS HEALTH INC CL A 006855100 18 10,271 SH   DFND 21 9,254 0 1,017
ADOBE SYS INC COM 00724F101 188,743 1,450,417 SH   DFND 17 1,262,196 0 188,221
ADOBE SYS INC COM 00724F101 530 4,073 SH   DFND 21 1,901 0 2,172
ADOBE SYS INC CALL 00724F901 18,374 141,200 SH Call DFND 4 141,200 0 0
ADOBE SYS INC PUT 00724F951 66,952 514,500 SH Put DFND 4 514,500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 9,201 62,062 SH   DFND 17 50,187 0 11,875
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 2,833 437,182 SH   DFND 21 437,182 0 0
ADVAXIS INC COM NEW 007624208 1,182 144,722 SH   DFND 17 140,116 0 4,606
ADVANTAGE OIL & GAS LTD COM 00765F101 190 28,914 SH   DFND 21 28,914 0 0
AECOM COM 00766T100 2,219 62,350 SH   DFND 17 62,350 0 0
AECOM COM 00766T100 3,100 87,094 SH   DFND 21 1,789 0 85,305
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 23,550 28,680,000 PRN   DFND 17 28,680,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,003 206,408 SH   DFND 17 6,644 0 199,764
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 103,553 52,080,000 PRN   DFND 17 49,320,000 0 2,760,000
ADVANCED ENERGY INDS COM 007973100 2,428 35,412 SH   DFND 17 21,832 0 13,580
ADVANCED ENERGY INDS COM 007973100 369 5,386 SH   DFND 20 5,386 0 0
ADVANCED ENERGY INDS COM 007973100 2,981 43,481 SH   DFND 21 39,247 0 4,234
AEROVIRONMENT INC COM 008073108 3,775 134,665 SH   DFND 17 134,665 0 0
AES TR III PFD CV 6.75% 00808N202 35,206 688,955 SH   DFND 17 688,955 0 0
AETNA INC NEW COM 00817Y108 79,251 621,335 SH   DFND 3 621,335 0 0
AETNA INC NEW COM 00817Y108 4,507 35,338 SH   DFND 4 35,338 0 0
AETNA INC NEW COM 00817Y108 41,171 322,782 SH   DFND 17 269,783 0 52,999
AETNA INC NEW COM 00817Y108 802 6,288 SH   DFND 20 6,288 0 0
AETNA INC NEW COM 00817Y108 108,963 854,273 SH   DFND 21 620,946 0 233,327
AETNA INC NEW COM 00817Y108 508 4,000 SH   DFND 24 4,000 0 0
AETNA INC NEW COM 00817Y108 217 1,702 SH   DFND 25 1,702 0 0
AETNA INC NEW CALL 00817Y908 10,434 81,800 SH Call DFND 4 81,800 0 0
AETNA INC NEW PUT 00817Y958 49,183 385,600 SH Put DFND 4 385,600 0 0
AFFILIATED MANAGERS GROUP COM 008252108 239 1,457 SH   DFND 17 1,457 0 0
AFFILIATED MANAGERS GROUP COM 008252108 13,600 82,956 SH   DFND 21 82,956 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 563 10,643 SH   DFND 17 10,643 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 106,679 2,017,536 SH   DFND 21 1,395,138 0 622,398
AGILENT TECHNOLOGIES INC COM 00846U101 512 9,600 SH   DFND 24 9,600 0 0
AGENUS INC COM NEW 00847G705 910 241,290 SH   DFND 17 233,241 0 8,049
AGIOS PHARMACEUTICALS INC COM 00847X104 491 8,400 SH   DFND 17 8,400 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 224 3,900 SH   DFND 24 3,900 0 0
AGRIUM INC COM 008916108 4,934 51,841 SH   DFND 17 51,841 0 0
AGRIUM INC COM 008916108 4,436 46,612 SH   DFND 21 44,409 0 2,203
AIR LEASE CORP CL A 00912X302 5,605 144,633 SH   DFND 17 69,087 0 75,546
AIR LEASE CORP CL A 00912X302 32,754 845,260 SH   DFND 21 665,699 0 179,561
AIR LEASE CORP CL A 00912X302 45 1,166 SH   DFND 25 1,166 0 0
AIR PRODS & CHEMS INC COM 009158106 6,660 49,231 SH   DFND 4 49,231 0 0
AIR PRODS & CHEMS INC COM 009158106 90 668 SH   DFND 17 668 0 0
AIR PRODS & CHEMS INC CALL 009158906 4,424 32,700 SH Call DFND 4 32,700 0 0
AIR PRODS & CHEMS INC PUT 009158956 29,601 218,800 SH Put DFND 4 218,800 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 17,826 1,110,635 SH   DFND 17 869,141 0 241,494
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,125 132,408 SH   DFND 21 63,954 0 68,454
AKAMAI TECHNOLOGIES INC COM 00971T101 253 4,243 SH   DFND 17 633 0 3,610
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 50,804 51,195,000 PRN   DFND 17 51,195,000 0 0
AKORN INC COM 009728106 1,792 74,400 SH   DFND 17 74,400 0 0
AKORN INC COM 009728106 1,291 53,000 SH   DFND 24 53,000 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,984 247,790 SH   DFND 21 247,790 0 0
ALARM COM HLDGS INC COM 011642105 1,725 56,131 SH   DFND 17 0 0 56,131
ALARM COM HLDGS INC COM 011642105 2,328 75,717 SH   DFND 21 75,717 0 0
ALASKA AIR GROUP INC COM 011659109 12,808 138,886 SH   DFND 17 130,181 0 8,705
ALASKA AIR GROUP INC COM 011659109 73,320 795,050 SH   DFND 21 681,731 0 113,319
ALASKA AIR GROUP INC COM 011659109 209 2,266 SH   DFND 25 2,266 0 0
ALBANY MOLECULAR RESH INC COM 012423109 3,287 234,258 SH   DFND 17 224,990 0 9,268
ALBANY MOLECULAR RESH INC COM 012423109 534 38,073 SH   DFND 21 38,073 0 0
ALBEMARLE CORP COM 012653101 34,011 321,955 SH   DFND 17 295,410 0 26,545
ALBEMARLE CORP COM 012653101 129 1,225 SH   DFND 21 0 0 1,225
ALBEMARLE CORP COM 012653101 789 7,500 SH   DFND 24 7,500 0 0
ALCOA CORP COM 013872106 26 767 SH   DFND 4 767 0 0
ALCOA CORP COM 013872106 16,874 490,537 SH   DFND 17 420,558 0 69,979
ALCOA CORP COM 013872106 7,626 221,681 SH   DFND 21 221,681 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 308 14,800 SH   DFND 17 14,800 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 133 6,300 SH   DFND 24 6,300 0 0
ALERE INC COM 01449J105 9,509 239,336 SH   DFND 4 239,336 0 0
ALERE INC COM 01449J105 316 7,955 SH   DFND 17 7,955 0 0
ALERE INC COM 01449J105 10,431 262,546 SH   DFND 21 259,309 0 3,237
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 14,194 128,429 SH   DFND 4 128,429 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 206 1,860 SH   DFND 21 1,860 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 10,270 84,712 SH   DFND 4 84,712 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 9,118 75,209 SH   DFND 17 73,204 0 2,005
ALEXION PHARMACEUTICALS INC COM 015351109 259 2,133 SH   DFND 21 1,897 0 236
ALEXION PHARMACEUTICALS INC COM 015351109 5,347 43,800 SH   DFND 24 43,800 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 3,758 31,000 SH Call DFND 4 31,000 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 41,052 338,600 SH Put DFND 4 338,600 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 244 25,602 SH   DFND 20 25,602 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 4,882 512,651 SH   DFND 21 245,748 0 266,903
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 141 1,312 SH   DFND   1,312 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 139,314 1,291,979 SH   DFND 17 1,256,634 0 35,345
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 225,045 2,086,874 SH   DFND 20 1,849,166 0 237,708
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 35,016 324,732 SH   DFND 21 309,849 0 14,883
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,459 86,900 SH   DFND 24 86,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,520 14,100 SH   DFND 25 14,100 0 0
ALIGN TECHNOLOGY INC COM 016255101 10,970 95,636 SH   DFND 17 31,353 0 64,283
ALIGN TECHNOLOGY INC COM 016255101 22,079 192,476 SH   DFND 21 179,839 0 12,637
ALLEGIANCE BANCSHARES INC COM 01748H107 1,079 28,995 SH   DFND 17 26,236 0 2,759
ALLETE INC COM NEW 018522300 38,459 568,000 SH   DFND 3 568,000 0 0
ALLETE INC COM NEW 018522300 350 5,162 SH   DFND 20 5,162 0 0
ALLETE INC COM NEW 018522300 1,010 14,922 SH   DFND 21 14,922 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 637 23,215 SH   DFND 17 2,455 0 20,760
ALLIANCE ONE INTL INC COM NEW 018772301 4,660 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 33,796 1,561,000 SH   DFND 3 1,561,000 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 12,491 546,632 SH   DFND 3 546,632 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 937 73,877 SH   DFND 17 73,877 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 7,205 568,220 SH   DFND 21 539,788 0 28,432
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 36,914 36,660,000 PRN   DFND 17 36,660,000 0 0
ALLSTATE CORP COM 020002101 10,113 124,100 SH   DFND 3 124,100 0 0
ALLSTATE CORP COM 020002101 1,937 23,768 SH   DFND 4 23,768 0 0
ALLSTATE CORP COM 020002101 20,510 251,683 SH   DFND 17 157,083 0 94,600
ALLSTATE CORP COM 020002101 304 3,728 SH   DFND 20 3,728 0 0
ALLSTATE CORP COM 020002101 47,459 582,390 SH   DFND 21 499,762 0 82,628
ALLSTATE CORP CALL 020002901 3,838 47,100 SH Call DFND 4 47,100 0 0
ALLSTATE CORP PUT 020002951 35,424 434,700 SH Put DFND 4 434,700 0 0
ALLY FINL INC COM 02005N100 111,704 5,494,520 SH   DFND 4 5,488,040 0 6,480
ALLY FINL INC COM 02005N100 10,102 496,911 SH   DFND 17 166,005 0 330,906
ALLY FINL INC COM 02005N100 109 5,339 SH   DFND 20 5,339 0 0
ALLY FINL INC COM 02005N100 27,707 1,362,873 SH   DFND 21 653,203 0 709,670
ALMOST FAMILY INC COM 020409108 2,217 45,627 SH   DFND 21 43,998 0 1,629
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,384 27,000 SH   DFND 24 27,000 0 0
ALON USA ENERGY INC COM 020520102 429 35,199 SH   DFND 21 27,963 0 7,236
ALON USA ENERGY INC COM 020520102 15 1,208 SH   DFND 25 1,208 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 26,247 23,750,000 PRN   DFND 17 19,355,000 0 4,395,000
ALON USA PARTNERS LP UT LTDPART INT 02052T109 1,224 133,675 SH   DFND 17 133,675 0 0
ALPHABET INC CAP STK CL C 02079K107 13,523 16,301 SH   DFND 4 16,301 0 0
ALPHABET INC CAP STK CL C 02079K107 124,583 150,180 SH   DFND 17 116,251 0 33,929
ALPHABET INC CAP STK CL C 02079K107 2,676 3,226 SH   DFND 20 3,226 0 0
ALPHABET INC CAP STK CL C 02079K107 183,880 221,660 SH   DFND 21 159,764 0 61,896
ALPHABET INC CAP STK CL C 02079K107 319 384 SH   DFND 25 384 0 0
ALPHABET INC CAP STK CL A 02079K305 18,503 21,825 SH   DFND 4 21,825 0 0
ALPHABET INC CAP STK CL A 02079K305 456,825 538,836 SH   DFND 17 485,331 0 53,505
ALPHABET INC CAP STK CL A 02079K305 2,671 3,150 SH   DFND 20 3,150 0 0
ALPHABET INC CAP STK CL A 02079K305 231,784 273,395 SH   DFND 21 180,314 0 93,081
ALPHABET INC CAP STK CL A 02079K305 306 361 SH   DFND 25 361 0 0
ALPHABET INC CALL 02079K905 51,631 60,900 SH Call DFND 4 60,900 0 0
ALPHABET INC CALL 02079K907 55,415 66,800 SH Call DFND 4 66,800 0 0
ALPHABET INC PUT 02079K955 420,339 495,800 SH Put DFND 4 495,800 0 0
ALPHABET INC PUT 02079K957 376,537 453,900 SH Put DFND 4 453,900 0 0
ALTRIA GROUP INC COM 02209S103 6,913 96,800 SH   DFND 3 96,800 0 0
ALTRIA GROUP INC COM 02209S103 21,204 296,892 SH   DFND 4 296,892 0 0
ALTRIA GROUP INC COM 02209S103 33,749 472,543 SH   DFND 17 278,271 0 194,272
ALTRIA GROUP INC COM 02209S103 2,272 31,813 SH   DFND 20 31,813 0 0
ALTRIA GROUP INC COM 02209S103 186,367 2,609,454 SH   DFND 21 2,016,997 0 592,457
ALTRIA GROUP INC COM 02209S103 380 5,322 SH   DFND 25 5,322 0 0
ALTRIA GROUP INC CALL 02209S903 30,004 420,100 SH Call DFND 4 420,100 0 0
ALTRIA GROUP INC PUT 02209S953 136,341 1,909,000 SH Put DFND 4 1,909,000 0 0
ALZA CORP SDCV 7/2 02261WAB5 2,932 1,710,000 PRN   DFND 17 1,710,000 0 0
AMAZON COM INC COM 023135106 833,278 939,921 SH   DFND 17 787,727 0 152,194
AMAZON COM INC COM 023135106 3,134 3,535 SH   DFND 20 3,535 0 0
AMAZON COM INC COM 023135106 283,938 320,277 SH   DFND 21 254,847 0 65,430
AMAZON COM INC COM 023135106 289 326 SH   DFND 25 326 0 0
AMAZON COM INC CALL 023135906 73,671 83,100 SH Call DFND 4 83,100 0 0
AMAZON COM INC PUT 023135956 472,969 533,500 SH Put DFND 4 533,500 0 0
AMBAC FINL GROUP INC COM NEW 023139884 1,149 60,899 SH   DFND 17 0 0 60,899
AMBER RD INC COM 02318Y108 3,346 433,449 SH   DFND 17 375,503 0 57,946
AMBEV SA SPONSORED ADR 02319V103 33,966 5,878,946 SH   DFND 21 5,878,946 0 0
AMBEV SA SPONSORED ADR 02319V103 463 80,000 SH   DFND 24 80,000 0 0
AMERCO COM 023586100 3,878 10,173 SH   DFND 17 0 0 10,173
AMERCO COM 023586100 10,601 27,809 SH   DFND 21 12,486 0 15,323
AMEREN CORP COM 023608102 17,475 320,114 SH   DFND 17 188,872 0 131,242
AMEREN CORP COM 023608102 105 1,930 SH   DFND 20 1,930 0 0
AMEREN CORP COM 023608102 37,450 686,027 SH   DFND 21 342,311 0 343,716
AMEREN CORP COM 023608102 77 1,414 SH   DFND 25 1,414 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 109 19,380 SH   DFND 17 19,380 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,069 219,241 SH   DFND 21 219,241 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 9,325 220,440 SH   DFND 4 220,440 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 576 13,616 SH   DFND 17 13,616 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 15,745 372,219 SH   DFND 21 299,964 0 72,255
AMERICAN AIRLS GROUP INC COM 02376R102 18 424 SH   DFND 25 424 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 4,120 97,400 SH Call DFND 4 97,400 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 23,028 544,400 SH Put DFND 4 544,400 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 115 6,100 SH   DFND 17 6,100 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 339 18,065 SH   DFND 21 18,065 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 8,886 186,712 SH   DFND 4 186,712 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,406 50,558 SH   DFND 17 0 0 50,558
AMERICAN ELEC PWR INC COM 025537101 83,098 1,237,864 SH   DFND 3 1,237,864 0 0
AMERICAN ELEC PWR INC COM 025537101 167 2,486 SH   DFND 4 2,486 0 0
AMERICAN ELEC PWR INC COM 025537101 34,538 514,490 SH   DFND 17 394,585 0 119,905
AMERICAN ELEC PWR INC COM 025537101 46,865 698,126 SH   DFND 21 504,792 0 193,334
AMERICAN ELEC PWR INC COM 025537101 316 4,712 SH   DFND 25 4,712 0 0
AMERICAN ELEC PWR INC CALL 025537901 3,565 53,100 SH Call DFND 4 53,100 0 0
AMERICAN ELEC PWR INC PUT 025537951 31,309 466,400 SH Put DFND 4 466,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 585 41,682 SH   DFND 17 34,171 0 7,511
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 303 21,583 SH   DFND 20 21,583 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 14,497 1,033,291 SH   DFND 21 524,868 0 508,423
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 27 1,955 SH   DFND 25 1,955 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 301 12,717 SH   DFND 20 12,717 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,977 125,990 SH   DFND 21 112,462 0 13,528
AMERICAN EXPRESS CO COM 025816109 76,400 965,739 SH   DFND 3 965,739 0 0
AMERICAN EXPRESS CO COM 025816109 4,157 52,549 SH   DFND 4 52,549 0 0
AMERICAN EXPRESS CO COM 025816109 21,831 275,958 SH   DFND 17 275,958 0 0
AMERICAN EXPRESS CO COM 025816109 710 8,975 SH   DFND 20 8,975 0 0
AMERICAN EXPRESS CO COM 025816109 135,872 1,717,585 SH   DFND 21 1,390,761 0 326,824
AMERICAN EXPRESS CO CALL 025816909 10,039 126,900 SH Call DFND 4 126,900 0 0
AMERICAN EXPRESS CO PUT 025816959 62,078 784,700 SH Put DFND 4 784,700 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 55,234 578,850 SH   DFND 3 578,850 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 745 7,810 SH   DFND 4 6,560 0 1,250
AMERICAN FINL GROUP INC OHIO COM 025932104 10,864 113,856 SH   DFND 17 39,774 0 74,082
AMERICAN FINL GROUP INC OHIO COM 025932104 833 8,726 SH   DFND 20 8,726 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 24,017 251,694 SH   DFND 21 122,772 0 128,922
AMERICAN FINL GROUP INC OHIO COM 025932104 28 290 SH   DFND 25 290 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,731 107,820 SH   DFND 4 107,820 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 811 12,997 SH   DFND 17 12,997 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 20,003 320,414 SH   DFND 21 320,414 0 0
AMERICAN INTL GROUP INC CALL 026874904 8,116 130,000 SH Call DFND 4 130,000 0 0
AMERICAN INTL GROUP INC PUT 026874954 46,492 744,700 SH Put DFND 4 744,700 0 0
AMERICAN NATL INS CO COM 028591105 1,723 14,594 SH   DFND 21 9,745 0 4,849
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 3,352 169,212 SH   DFND 17 157,056 0 12,156
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 307 15,507 SH   DFND 20 15,507 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 21,128 1,066,526 SH   DFND 21 1,055,339 0 11,187
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 27 1,386 SH   DFND 25 1,386 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 3,661 89,066 SH   DFND 17 52,632 0 36,434
AMERICAN RAILCAR INDS INC COM 02916P103 5,357 130,331 SH   DFND 21 128,506 0 1,825
AMERICAN RAILCAR INDS INC COM 02916P103 28 679 SH   DFND 25 679 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,503 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 6,575 54,100 SH   DFND 3 54,100 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,599 120,114 SH   DFND 4 120,114 0 0
AMERICAN TOWER CORP NEW COM 03027X100 691 5,689 SH   DFND 17 5,689 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,045 16,822 SH   DFND 21 16,822 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 82,828 725,160 SH   DFND 17 679,625 0 45,535
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 66,332 593,845 SH   DFND 17 579,405 0 14,440
AMERICAN TOWER CORP NEW CALL 03027X900 11,644 95,800 SH Call DFND 4 95,800 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 56,346 463,600 SH Put DFND 4 463,600 0 0
AMERICAN VANGUARD CORP COM 030371108 3,218 193,869 SH   DFND 17 187,306 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 53,805 691,843 SH   DFND 17 691,843 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 22,351 287,488 SH   DFND 21 183,677 0 103,811
AMERICAN WTR WKS CO INC NEW COM 030420103 13,167 171,000 SH   DFND 24 171,000 0 0
AMERISAFE INC COM 03071H100 17,745 273,414 SH   DFND 17 211,307 0 62,107
AMERISAFE INC COM 03071H100 46 703 SH   DFND 21 703 0 0
AMERISOURCEBERGEN CORP COM 03073E105 9,111 102,944 SH   DFND 17 99,767 0 3,177
AMERISOURCEBERGEN CORP COM 03073E105 909 10,270 SH   DFND 20 10,270 0 0
AMERISOURCEBERGEN CORP COM 03073E105 32,253 364,439 SH   DFND 21 294,165 0 70,274
AMERISOURCEBERGEN CORP COM 03073E105 73 827 SH   DFND 25 827 0 0
AMERIPRISE FINL INC COM 03076C106 79,250 611,119 SH   DFND 3 611,119 0 0
AMERIPRISE FINL INC COM 03076C106 2,384 18,382 SH   DFND 4 18,382 0 0
AMERIPRISE FINL INC COM 03076C106 17,668 136,246 SH   DFND 17 136,246 0 0
AMERIPRISE FINL INC COM 03076C106 8,397 64,751 SH   DFND 21 64,751 0 0
AMERIPRISE FINL INC CALL 03076C906 3,307 25,500 SH Call DFND 4 25,500 0 0
AMERIPRISE FINL INC PUT 03076C956 24,276 187,200 SH Put DFND 4 187,200 0 0
AMERIS BANCORP COM 03076K108 18,118 393,017 SH   DFND 17 326,726 0 66,291
AMERIS BANCORP COM 03076K108 202 4,380 SH   DFND 21 4,380 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 36,010 764,700 SH   DFND 3 764,700 0 0
AMETEK INC NEW COM 031100100 9,193 169,985 SH   DFND 17 139,715 0 30,270
AMETEK INC NEW COM 031100100 120,457 2,227,686 SH   DFND 21 2,001,354 0 226,332
AMETEK INC NEW COM 031100100 6,671 123,272 SH   DFND 24 123,272 0 0
AMGEN INC COM 031162100 25,945 158,134 SH   DFND 4 158,134 0 0
AMGEN INC COM 031162100 240,142 1,463,653 SH   DFND 17 1,328,076 0 135,577
AMGEN INC COM 031162100 1,407 8,574 SH   DFND 20 8,574 0 0
AMGEN INC COM 031162100 189,795 1,156,791 SH   DFND 21 819,173 0 337,618
AMGEN INC COM 031162100 16,060 97,700 SH   DFND 24 97,700 0 0
AMGEN INC COM 031162100 402 2,450 SH   DFND 25 2,450 0 0
AMGEN INC CALL 031162900 27,154 165,500 SH Call DFND 4 165,500 0 0
AMGEN INC CALL 031162900 2,461 15,000 SH Call DFND 21 15,000 0 0
AMGEN INC PUT 031162950 147,433 898,600 SH Put DFND 4 898,600 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,908 164,620 SH   DFND 17 149,030 0 15,590
AMPHENOL CORP NEW CL A 032095101 70,426 989,549 SH   DFND 17 989,549 0 0
AMPHENOL CORP NEW CL A 032095101 73,133 1,027,713 SH   DFND 21 772,097 0 255,616
AMPHENOL CORP NEW CALL 032095901 6,149 86,400 SH Call DFND 4 86,400 0 0
AMPHENOL CORP NEW PUT 032095951 25,151 353,400 SH Put DFND 4 353,400 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,184 81,623 SH   DFND 17 81,623 0 0
AMTRUST FINL SVCS INC COM 032359309 1,041 56,394 SH   DFND 17 53,886 0 2,508
AMTRUST FINL SVCS INC COM 032359309 8,913 482,828 SH   DFND 21 468,645 0 14,183
AMTRUST FINL SVCS INC COM 032359309 12 650 SH   DFND 25 650 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 13,399 18,010,000 PRN   DFND 17 18,010,000 0 0
ANADARKO PETE CORP COM 032511107 3,598 58,025 SH   DFND 3 58,025 0 0
ANADARKO PETE CORP COM 032511107 11,547 186,234 SH   DFND 4 186,234 0 0
ANADARKO PETE CORP COM 032511107 1,612 26,008 SH   DFND 17 26,008 0 0
ANADARKO PETE CORP COM 032511107 25 396 SH   DFND 21 396 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 12,155 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 4,724 76,200 SH Call DFND 4 76,200 0 0
ANADARKO PETE CORP PUT 032511957 49,389 796,600 SH Put DFND 4 796,600 0 0
ANALOG DEVICES INC COM 032654105 2,131 25,999 SH   DFND 4 25,999 0 0
ANALOG DEVICES INC COM 032654105 19,976 243,756 SH   DFND 17 183,321 0 60,435
ANALOG DEVICES INC COM 032654105 563 6,870 SH   DFND 20 6,870 0 0
ANALOG DEVICES INC COM 032654105 9,424 114,998 SH   DFND 21 69,951 0 45,047
ANALOG DEVICES INC CALL 032654905 3,278 40,000 SH Call DFND 4 40,000 0 0
ANALOG DEVICES INC PUT 032654955 30,625 373,700 SH Put DFND 4 373,700 0 0
ANGIES LIST INC COM 034754101 220 38,560 SH   DFND 17 0 0 38,560
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 21,447 1,991,356 SH   DFND 21 1,991,356 0 0
ANIKA THERAPEUTICS INC COM 035255108 988 22,748 SH   DFND 17 9,638 0 13,110
ANIKA THERAPEUTICS INC COM 035255108 1,008 23,194 SH   DFND 21 23,194 0 0
ANNALY CAP MGMT INC COM 035710409 9,736 876,349 SH   DFND 17 244,622 0 631,727
ANNALY CAP MGMT INC COM 035710409 23,018 2,071,864 SH   DFND 21 1,575,023 0 496,841
ANTERO RES CORP COM 03674X106 1,160 50,847 SH   DFND 21 31,933 0 18,914
ANTHEM INC COM 036752103 6,450 39,000 SH   DFND 3 39,000 0 0
ANTHEM INC COM 036752103 3,577 21,627 SH   DFND 4 21,627 0 0
ANTHEM INC COM 036752103 26,028 157,386 SH   DFND 17 76,449 0 80,937
ANTHEM INC COM 036752103 812 4,908 SH   DFND 20 4,908 0 0
ANTHEM INC COM 036752103 109,813 664,002 SH   DFND 21 499,882 0 164,120
ANTHEM INC COM 036752103 248 1,502 SH   DFND 25 1,502 0 0
ANTHEM INC UNIT 05/01/20188 036752202 148,661 2,914,920 SH   DFND 17 2,914,920 0 0
ANTHEM INC CALL 036752903 6,268 37,900 SH Call DFND 4 37,900 0 0
ANTHEM INC PUT 036752953 68,252 412,700 SH Put DFND 4 412,700 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 494 89,046 SH   DFND 17 89,046 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 256 46,138 SH   DFND 21 9,245 0 36,893
APACHE CORP COM 037411105 82,211 1,599,745 SH   DFND 3 1,599,745 0 0
APACHE CORP COM 037411105 5,745 111,786 SH   DFND 4 111,786 0 0
APACHE CORP COM 037411105 16,306 317,301 SH   DFND 17 317,301 0 0
APACHE CORP COM 037411105 262 5,091 SH   DFND 21 0 0 5,091
APACHE CORP CALL 037411905 5,103 99,300 SH Call DFND 4 99,300 0 0
APACHE CORP PUT 037411955 24,107 469,100 SH Put DFND 4 469,100 0 0
APOLLO INVT CORP COM 03761U106 1,910 291,093 SH   DFND 17 906 0 290,187
APOLLO INVT CORP COM 03761U106 385 58,725 SH   DFND 21 58,725 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 6,836 363,400 SH   DFND 17 105,524 0 257,876
APOLLO COML REAL EST FIN INC COM 03762U105 14,176 753,627 SH   DFND 21 463,747 0 289,880
APPLE INC COM 037833100 85,967 598,408 SH   DFND 3 598,408 0 0
APPLE INC COM 037833100 16,118 112,196 SH   DFND 4 112,196 0 0
APPLE INC COM 037833100 1,002,331 6,977,103 SH   DFND 17 5,928,327 0 1,048,776
APPLE INC COM 037833100 8,836 61,504 SH   DFND 20 61,504 0 0
APPLE INC COM 037833100 787,034 5,478,448 SH   DFND 21 4,101,105 0 1,377,343
APPLE INC COM 037833100 129 893 SH   DFND 24 893 0 0
APPLE INC COM 037833100 1,453 10,113 SH   DFND 25 10,113 0 0
APPLE INC CALL 037833900 171,746 1,195,500 SH Call DFND 4 1,195,500 0 0
APPLE INC CALL 037833900 31,605 220,000 SH Call DFND 17 220,000 0 0
APPLE INC PUT 037833950 1,180,282 8,215,800 SH Put DFND 4 8,215,800 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,349 122,973 SH   DFND 17 7,519 0 115,454
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,173 61,412 SH   DFND 21 9,275 0 52,137
APPLIED GENETIC TECHNOL CORP COM 03820J100 282 40,820 SH   DFND 17 11,550 0 29,270
APPLIED MATLS INC COM 038222105 232,877 5,986,547 SH   DFND 17 4,684,999 0 1,301,548
APPLIED MATLS INC COM 038222105 1,200 30,861 SH   DFND 20 30,861 0 0
APPLIED MATLS INC COM 038222105 111,172 2,857,893 SH   DFND 21 2,130,783 0 727,110
APPLIED MATLS INC COM 038222105 212 5,462 SH   DFND 25 5,462 0 0
APPLIED MATLS INC CALL 038222905 8,064 207,300 SH Call DFND 4 207,300 0 0
APPLIED MATLS INC PUT 038222955 27,502 707,000 SH Put DFND 4 707,000 0 0
APPROACH RESOURCES INC COM 03834A103 466 185,505 SH   DFND 17 0 0 185,505
ARAMARK COM 03852U106 6,651 180,400 SH   DFND 3 180,400 0 0
ARAMARK COM 03852U106 9,002 244,160 SH   DFND 17 194,530 0 49,630
ARCH COAL INC CL A 039380407 516 7,486 SH   DFND 17 7,486 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 23,904 2,862,787 SH   DFND 17 2,862,787 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,708 145,700 SH   DFND 3 145,700 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 52,176 1,133,271 SH   DFND 17 1,133,271 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 40,235 873,914 SH   DFND 20 873,914 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 66,275 1,439,517 SH   DFND 21 1,077,732 0 361,785
ARCHER DANIELS MIDLAND CO CALL 039483902 6,441 139,900 SH Call DFND 4 139,900 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 20,990 455,900 SH Put DFND 4 455,900 0 0
ARCONIC INC COM 03965L100 35 1,344 SH   DFND 17 1,344 0 0
ARCONIC INC COM 03965L100 10,533 399,893 SH   DFND 21 399,893 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 52,841 1,287,235 SH   DFND 17 1,287,235 0 0
ARGAN INC COM 04010E109 4,781 72,282 SH   DFND 17 70,011 0 2,271
ARGAN INC COM 04010E109 558 8,442 SH   DFND 21 1,455 0 6,987
ARES CAP CORP COM 04010L103 6,483 373,000 SH   DFND 3 373,000 0 0
ARES CAP CORP COM 04010L103 3,003 172,782 SH   DFND 21 0 0 172,782
ARES COML REAL ESTATE CORP COM 04013V108 2,165 161,783 SH   DFND 17 161,783 0 0
ARES COML REAL ESTATE CORP COM 04013V108 247 18,451 SH   DFND 20 18,451 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,397 104,413 SH   DFND 21 89,665 0 14,748
ARISTA NETWORKS INC COM 040413106 54,577 412,615 SH   DFND 17 412,615 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,227 86,840 SH   DFND 17 2,383 0 84,457
ARLINGTON ASSET INVT CORP CL A NEW 041356205 75 5,273 SH   DFND 21 3,018 0 2,255
ARLINGTON ASSET INVT CORP CL A NEW 041356205 21 1,469 SH   DFND 25 1,469 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 145 10,449 SH   DFND 20 10,449 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,318 94,894 SH   DFND 21 46,625 0 48,269
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,351 147,569 SH   DFND 17 59,310 0 88,259
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,688 162,403 SH   DFND 21 157,685 0 4,718
ARROW ELECTRS INC COM 042735100 14,345 195,412 SH   DFND 17 115,169 0 80,243
ARROW ELECTRS INC COM 042735100 44,456 605,584 SH   DFND 21 393,349 0 212,235
ARROW ELECTRS INC COM 042735100 169 2,299 SH   DFND 25 2,299 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 18,272 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 5,373 43,400 SH   DFND 4 43,400 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 956 7,720 SH   DFND 21 7,720 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,922 49,585 SH   DFND 17 34,295 0 15,290
ASSURANT INC COM 04621X108 17 175 SH   DFND 17 175 0 0
ASSURANT INC COM 04621X108 13,384 139,893 SH   DFND 21 139,893 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 7,095 227,854 SH   DFND 17 171,024 0 56,830
ATHENAHEALTH INC COM 04685W103 40,960 363,475 SH   DFND 17 363,475 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 940 49,587 SH   DFND 17 44,680 0 4,907
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 648 11,686 SH   DFND 17 1,186 0 10,500
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 103 1,859 SH   DFND 21 0 0 1,859
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 66 1,192 SH   DFND 25 1,192 0 0
ATMOS ENERGY CORP COM 049560105 6,485 82,104 SH   DFND 17 24,004 0 58,100
ATMOS ENERGY CORP COM 049560105 14,097 178,463 SH   DFND 21 172,093 0 6,370
ATRICURE INC COM 04963C209 2,902 151,544 SH   DFND 17 146,168 0 5,376
ATWOOD OCEANICS INC COM 050095108 5 489 SH   DFND 17 489 0 0
ATWOOD OCEANICS INC COM 050095108 1,211 127,094 SH   DFND 21 122,436 0 4,658
AUTOBYTEL INC COM NEW 05275N205 2,232 178,147 SH   DFND 17 172,610 0 5,537
AUTODESK INC COM 052769106 1,532 17,715 SH   DFND 17 17,715 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,148 30,741 SH   DFND 4 30,741 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 29,352 286,669 SH   DFND 17 229,052 0 57,617
AUTOMATIC DATA PROCESSING IN CALL 053015903 7,597 74,200 SH Call DFND 4 74,200 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 46,403 453,200 SH Put DFND 4 453,200 0 0
AUTOZONE INC COM 053332102 2,659 3,677 SH   DFND 4 3,677 0 0
AUTOZONE INC COM 053332102 711 984 SH   DFND 17 984 0 0
AUTOZONE INC COM 053332102 2,337 3,232 SH   DFND 21 3,232 0 0
AUTOZONE INC CALL 053332902 3,832 5,300 SH Call DFND 4 5,300 0 0
AUTOZONE INC PUT 053332952 31,019 42,900 SH Put DFND 4 42,900 0 0
AVALONBAY CMNTYS INC COM 053484101 11,969 65,193 SH   DFND 4 65,193 0 0
AVALONBAY CMNTYS INC COM 053484101 360 1,960 SH   DFND 17 1,960 0 0
AVALONBAY CMNTYS INC CALL 053484901 4,333 23,600 SH Call DFND 4 23,600 0 0
AVALONBAY CMNTYS INC PUT 053484951 43,330 236,000 SH Put DFND 4 236,000 0 0
AVANGRID INC COM 05351W103 2,668 62,422 SH   DFND 21 62,422 0 0
AVERY DENNISON CORP COM 053611109 1,958 24,287 SH   DFND 17 387 0 23,900
AVERY DENNISON CORP COM 053611109 10,057 124,780 SH   DFND 21 69,199 0 55,581
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 19,660 27,700,000 PRN   DFND 17 27,700,000 0 0
AVISTA CORP COM 05379B107 2,824 72,323 SH   DFND 17 0 0 72,323
AVISTA CORP COM 05379B107 6,425 164,536 SH   DFND 21 101,902 0 62,634
AVNET INC COM 053807103 6,175 134,935 SH   DFND 3 134,935 0 0
AVNET INC COM 053807103 394 8,612 SH   DFND 17 8,612 0 0
AVNET INC COM 053807103 10,990 240,169 SH   DFND 21 240,169 0 0
AXOGEN INC COM 05463X106 2,754 263,520 SH   DFND 17 254,713 0 8,807
AXSOME THERAPEUTICS INC COM 05464T104 500 128,200 SH   DFND 17 128,200 0 0
BB&T CORP COM 054937107 6,026 134,800 SH   DFND 3 134,800 0 0
BB&T CORP COM 054937107 6,063 135,639 SH   DFND 4 135,639 0 0
BB&T CORP COM 054937107 112 2,497 SH   DFND 17 2,497 0 0
BB&T CORP COM 054937107 983 21,990 SH   DFND 21 21,990 0 0
BB&T CORP CALL 054937907 4,680 104,700 SH Call DFND 4 104,700 0 0
BB&T CORP PUT 054937957 29,176 652,700 SH Put DFND 4 652,700 0 0
B & G FOODS INC NEW COM 05508R106 1,499 37,232 SH   DFND 21 0 0 37,232
BCE INC COM NEW 05534B760 6,764 153,217 SH   DFND 17 143,088 0 10,129
BCE INC COM NEW 05534B760 42,519 963,055 SH   DFND 21 636,428 0 326,627
BCE INC COM NEW 05534B760 62 1,398 SH   DFND 25 1,398 0 0
BCE INC PUT 05534B950 883 20,000 SH Put DFND 21 20,000 0 0
BGC PARTNERS INC CL A 05541T101 1,125 99,010 SH   DFND 17 89,556 0 9,454
BGC PARTNERS INC CL A 05541T101 7,575 666,836 SH   DFND 21 589,231 0 77,605
BP PLC SPONSORED ADR 055622104 1,385 40,132 SH   DFND 4 33,805 0 6,327
BOFI HLDG INC COM 05566U108 8,699 332,919 SH   DFND 21 332,919 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,185 66,920 SH   DFND 17 49,095 0 17,825
BWX TECHNOLOGIES INC COM 05605H100 176 3,703 SH   DFND 20 3,703 0 0
BWX TECHNOLOGIES INC COM 05605H100 510 10,723 SH   DFND 21 10,723 0 0
BADGER METER INC COM 056525108 5,667 154,209 SH   DFND 17 154,209 0 0
BADGER METER INC COM 056525108 75 2,037 SH   DFND 21 2,037 0 0
BAIDU INC SPON ADR REP A 056752108 38 218 SH   DFND   218 0 0
BAIDU INC SPON ADR REP A 056752108 2,885 16,720 SH   DFND 17 13,675 0 3,045
BAIDU INC SPON ADR REP A 056752108 43,165 250,204 SH   DFND 20 245,764 0 4,440
BAIDU INC SPON ADR REP A 056752108 7,190 41,607 SH   DFND 21 41,607 0 0
BAIDU INC SPON ADR REP A 056752108 1,568 9,100 SH   DFND 24 9,100 0 0
BAKER HUGHES INC COM 057224107 3,533 59,060 SH   DFND 3 59,060 0 0
BAKER HUGHES INC COM 057224107 3,916 65,462 SH   DFND 4 65,462 0 0
BAKER HUGHES INC COM 057224107 32,644 545,702 SH   DFND 17 545,702 0 0
BAKER HUGHES INC COM 057224107 36 594 SH   DFND 21 594 0 0
BAKER HUGHES INC CALL 057224907 4,528 75,700 SH Call DFND 4 75,700 0 0
BAKER HUGHES INC PUT 057224957 27,152 453,900 SH Put DFND 4 453,900 0 0
BALL CORP COM 058498106 1,237 16,655 SH   DFND 17 537 0 16,118
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,382 232,622 SH   DFND 17 232,622 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,122 207,250 SH   DFND 21 207,250 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,691 191,704 SH   DFND 17 85,955 0 105,749
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 140 15,881 SH   DFND 20 15,881 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 600 68,031 SH   DFND 21 68,031 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 26,952 676,000 SH   DFND 3 432,600 0 243,400
BANCOLOMBIA S A SPON ADR PREF 05968L102 3,782 94,854 SH   DFND 17 94,854 0 0
BANC OF CALIFORNIA INC COM 05990K106 5,459 263,709 SH   DFND 17 134,993 0 128,716
BANC OF CALIFORNIA INC COM 05990K106 140 6,741 SH   DFND 20 6,741 0 0
BANC OF CALIFORNIA INC COM 05990K106 13,640 658,932 SH   DFND 21 641,546 0 17,386
BANK AMER CORP COM 060505104 7,115 301,620 SH   DFND 3 301,620 0 0
BANK AMER CORP COM 060505104 34,964 1,482,141 SH   DFND 4 1,482,141 0 0
BANK AMER CORP COM 060505104 232,866 9,871,404 SH   DFND 17 9,838,594 0 32,810
BANK AMER CORP COM 060505104 3,251 137,812 SH   DFND 20 137,812 0 0
BANK AMER CORP COM 060505104 241,157 10,222,869 SH   DFND 21 7,297,908 0 2,924,961
BANK AMER CORP 7.25%CNV PFD L 060505682 121,311 101,510 SH   DFND 17 93,685 0 7,825
BANK AMER CORP CALL 060505904 45,840 1,943,200 SH Call DFND 4 1,943,200 0 0
BANK AMER CORP PUT 060505954 162,981 6,908,900 SH Put DFND 4 6,908,900 0 0
BANK MONTREAL QUE COM 063671101 9,425 126,541 SH   DFND 17 37,730 0 88,811
BANK MONTREAL QUE COM 063671101 1,031 13,836 SH   DFND 20 13,836 0 0
BANK MONTREAL QUE COM 063671101 99,584 1,337,061 SH   DFND 21 994,798 0 342,263
BANK MONTREAL QUE COM 063671101 226 3,029 SH   DFND 25 3,029 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,173 215,390 SH   DFND 3 215,390 0 0
BANK NEW YORK MELLON CORP COM 064058100 6,596 139,653 SH   DFND 4 139,653 0 0
BANK NEW YORK MELLON CORP COM 064058100 16,878 357,364 SH   DFND 17 355,646 0 1,718
BANK NEW YORK MELLON CORP COM 064058100 816 17,271 SH   DFND 20 17,271 0 0
BANK NEW YORK MELLON CORP COM 064058100 45,270 958,510 SH   DFND 21 561,885 0 396,625
BANK NEW YORK MELLON CORP COM 064058100 21 445 SH   DFND 25 445 0 0
BANK NEW YORK MELLON CORP CALL 064058900 4,265 90,300 SH Call DFND 4 90,300 0 0
BANK NEW YORK MELLON CORP PUT 064058950 47,868 1,013,500 SH Put DFND 4 1,013,500 0 0
BANK N S HALIFAX COM 064149107 17,227 295,307 SH   DFND 17 236,630 0 58,677
BANK N S HALIFAX COM 064149107 1,248 21,389 SH   DFND 20 21,389 0 0
BANK N S HALIFAX COM 064149107 36,751 629,978 SH   DFND 21 247,119 0 382,859
BARD C R INC COM 067383109 4,102 16,505 SH   DFND 17 10,080 0 6,425
BARD C R INC COM 067383109 875 3,521 SH   DFND 20 3,521 0 0
BARD C R INC COM 067383109 24,433 98,306 SH   DFND 21 50,493 0 47,813
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 15,246 648,200 SH   DFND 20 648,200 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 75,734 3,220,000 SH   DFND 25 3,220,000 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 112,650 106,932,000 PRN   DFND 4 106,932,000 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 5,199 5,200,000 PRN   DFND 4 5,200,000 0 0
BARNES GROUP INC COM 067806109 46,954 914,570 SH   DFND 3 914,570 0 0
BARNES GROUP INC COM 067806109 1,415 27,555 SH   DFND 17 27,555 0 0
BARRICK GOLD CORP COM 067901108 25,716 1,357,726 SH   DFND 21 1,357,726 0 0
BARRACUDA NETWORKS INC COM 068323104 1,531 66,261 SH   DFND 17 0 0 66,261
BARRETT BUSINESS SERVICES IN COM 068463108 1,613 29,539 SH   DFND 17 29,539 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 50 917 SH   DFND 21 0 0 917
BARRETT BILL CORP COM 06846N104 3,289 722,854 SH   DFND 17 219,141 0 503,713
BASSETT FURNITURE INDS INC COM 070203104 400 14,887 SH   DFND 17 3,191 0 11,696
BAXTER INTL INC COM 071813109 123,798 2,387,161 SH   DFND 17 2,158,242 0 228,919
BAXTER INTL INC COM 071813109 986 19,005 SH   DFND 20 19,005 0 0
BAXTER INTL INC COM 071813109 97,635 1,882,665 SH   DFND 21 1,228,338 0 654,327
BAXTER INTL INC COM 071813109 77 1,484 SH   DFND 25 1,484 0 0
BAXTER INTL INC CALL 071813909 944 18,200 SH Call DFND 4 18,200 0 0
BAXTER INTL INC PUT 071813959 14,567 280,900 SH Put DFND 4 280,900 0 0
BAYTEX ENERGY CORP COM 07317Q105 1,515 444,913 SH   DFND 17 0 0 444,913
B/E AEROSPACE INC COM 073302101 19,122 298,276 SH   DFND 21 298,276 0 0
BEACON ROOFING SUPPLY INC COM 073685109 1,068 21,735 SH   DFND 17 10,355 0 11,380
BECTON DICKINSON & CO COM 075887109 2,174 11,851 SH   DFND 4 11,851 0 0
BECTON DICKINSON & CO COM 075887109 9,331 50,867 SH   DFND 17 47,955 0 2,912
BECTON DICKINSON & CO COM 075887109 995 5,423 SH   DFND 20 5,423 0 0
BECTON DICKINSON & CO COM 075887109 64,156 349,737 SH   DFND 21 255,537 0 94,200
BECTON DICKINSON & CO COM 075887109 139 758 SH   DFND 25 758 0 0
BECTON DICKINSON & CO CALL 075887909 8,090 44,100 SH Call DFND 4 44,100 0 0
BECTON DICKINSON & CO PUT 075887959 55,619 303,200 SH Put DFND 4 303,200 0 0
BELDEN INC COM 077454106 34,955 505,200 SH   DFND 3 505,200 0 0
BELDEN INC COM 077454106 15,533 224,504 SH   DFND 17 189,909 0 34,595
BELDEN INC COM 077454106 164 2,370 SH   DFND 21 2,370 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 260 21,079 SH   DFND 17 19,013 0 2,066
BEMIS INC COM 081437105 8 163 SH   DFND 17 163 0 0
BEMIS INC COM 081437105 3,392 69,419 SH   DFND 21 39,163 0 30,256
BENCHMARK ELECTRS INC COM 08160H101 127 4,002 SH   DFND 17 4,002 0 0
BENCHMARK ELECTRS INC COM 08160H101 2,731 85,868 SH   DFND 21 37,458 0 48,410
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,069 48,410 SH   DFND 4 48,410 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 17,807 106,833 SH   DFND 17 93,356 0 13,477
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 112,414 674,430 SH   DFND 21 599,532 0 74,898
BERKSHIRE HATHAWAY INC DEL CALL 084670902 74,906 449,400 SH Call DFND 4 449,400 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 255,820 1,534,800 SH Put DFND 4 1,534,800 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 18,654 517,440 SH   DFND 3 517,440 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 232 6,433 SH   DFND 17 6,433 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 144 3,987 SH   DFND 20 3,987 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 3,104 86,093 SH   DFND 21 38,169 0 47,924
BERRY PLASTICS GROUP INC COM 08579W103 24,046 495,084 SH   DFND 17 401,631 0 93,453
BERRY PLASTICS GROUP INC COM 08579W103 154 3,179 SH   DFND 21 3,179 0 0
BERRY PLASTICS GROUP INC COM 08579W103 627 13,000 SH   DFND 24 13,000 0 0
BEST BUY INC COM 086516101 3,952 80,400 SH   DFND 3 80,400 0 0
BEST BUY INC COM 086516101 13,378 272,190 SH   DFND 17 254,913 0 17,277
BEST BUY INC COM 086516101 739 15,028 SH   DFND 20 15,028 0 0
BEST BUY INC COM 086516101 60,416 1,229,226 SH   DFND 21 814,017 0 415,209
BEST BUY INC COM 086516101 245 4,989 SH   DFND 25 4,989 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 10,896 300,000 SH   DFND 4 300,000 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,133 75,000 SH   DFND 17 75,000 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 3,448 228,344 SH   DFND 21 13,054 0 215,290
BIG LOTS INC COM 089302103 4,076 83,728 SH   DFND 17 79,659 0 4,069
BIG LOTS INC COM 089302103 204 4,188 SH   DFND 20 4,188 0 0
BIG LOTS INC COM 089302103 21,600 443,714 SH   DFND 21 348,681 0 95,033
BIO RAD LABS INC CL A 090572207 401 2,010 SH   DFND 17 2,010 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 1,008 119,978 SH   DFND 17 116,335 0 3,643
BIOMARIN PHARMACEUTICAL INC COM 09061G101 45,706 520,690 SH   DFND 17 488,730 0 31,960
BIOMARIN PHARMACEUTICAL INC COM 09061G101 293 3,340 SH   DFND 21 1,157 0 2,183
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,798 87,500 SH   DFND 24 87,500 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 46,624 41,080,000 PRN   DFND 17 41,080,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 12,208 10,295,000 PRN   DFND 17 10,295,000 0 0
BIOGEN INC COM 09062X103 20,162 73,740 SH   DFND 4 73,740 0 0
BIOGEN INC COM 09062X103 87,820 321,192 SH   DFND 17 319,382 0 1,810
BIOGEN INC COM 09062X103 32,645 119,395 SH   DFND 21 72,152 0 47,243
BIOGEN INC COM 09062X103 5,623 20,900 SH   DFND 24 20,900 0 0
BIOGEN INC CALL 09062X903 13,042 47,700 SH Call DFND 4 47,700 0 0
BIOGEN INC PUT 09062X953 79,346 290,200 SH Put DFND 4 290,200 0 0
BIOTELEMETRY INC COM 090672106 21,755 751,478 SH   DFND 17 667,060 0 84,418
BIOTELEMETRY INC COM 090672106 71 2,466 SH   DFND 20 2,466 0 0
BIOTELEMETRY INC COM 090672106 208 7,188 SH   DFND 21 7,188 0 0
BIO TECHNE CORP COM 09073M104 2,775 27,300 SH   DFND 17 27,300 0 0
BIO TECHNE CORP COM 09073M104 1,799 17,800 SH   DFND 24 17,800 0 0
BIOVERATIV INC COM 09075E100 151 2,774 SH   DFND 4 2,774 0 0
BIOVERATIV INC COM 09075E100 15,248 279,980 SH   DFND 17 254,180 0 25,800
BIOVERATIV INC COM 09075E100 1,014 18,622 SH   DFND 21 12,686 0 5,936
BIOVERATIV INC COM 09075E100 986 18,700 SH   DFND 24 18,700 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 3,649 66,595 SH   DFND 17 62,451 0 4,144
BLACK HILLS CORP COM 092113109 27,991 421,100 SH   DFND 3 421,100 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 712 17,533 SH   DFND 21 14,994 0 2,539
BLACKROCK INC COM 09247X101 4,755 12,398 SH   DFND 4 12,398 0 0
BLACKROCK INC COM 09247X101 36,926 96,285 SH   DFND 17 94,005 0 2,280
BLACKROCK INC COM 09247X101 5,360 13,976 SH   DFND 21 13,415 0 561
BLACKROCK INC CALL 09247X901 11,467 29,900 SH Call DFND 4 29,900 0 0
BLACKROCK INC PUT 09247X951 61,822 161,200 SH Put DFND 4 161,200 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 36,028 1,163,700 SH   DFND 3 1,163,700 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 501 16,184 SH   DFND 17 16,184 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 247 7,964 SH   DFND 20 7,964 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 5,183 167,405 SH   DFND 21 58,256 0 109,149
BLUCORA INC COM 095229100 2,063 119,232 SH   DFND 21 37,998 0 81,234
BLUCORA INC NOTE 4.250% 4/0 095229AB6 8,030 8,000,000 PRN   DFND 17 8,000,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 11,486 499,411 SH   DFND 17 412,236 0 87,175
BLUEBIRD BIO INC COM 09609G100 1,423 15,659 SH   DFND 17 15,659 0 0
BLUEBIRD BIO INC COM 09609G100 459 5,000 SH   DFND 24 5,000 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,493 37,336 SH   DFND 17 37,336 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 42,256 2,307,829 SH   DFND 3 2,307,829 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 2,020 110,330 SH   DFND 17 88,585 0 21,745
BOEING CO COM 097023105 9,030 51,057 SH   DFND 4 51,057 0 0
BOEING CO COM 097023105 161,467 912,967 SH   DFND 17 912,967 0 0
BOEING CO COM 097023105 147 825 SH   DFND 24 825 0 0
BOEING CO CALL 097023905 22,497 127,200 SH Call DFND 4 127,200 0 0
BOEING CO PUT 097023955 153,532 868,100 SH Put DFND 4 868,100 0 0
BOINGO WIRELESS INC COM 09739C102 6,330 487,326 SH   DFND 17 419,491 0 67,835
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 46,768 1,321,500 SH   DFND 3 1,321,500 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 18,212 514,622 SH   DFND 17 421,467 0 93,155
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 420 11,856 SH   DFND 20 11,856 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 5,628 159,028 SH   DFND 21 106,620 0 52,408
BORGWARNER INC COM 099724106 26 614 SH   DFND 17 614 0 0
BORGWARNER INC COM 099724106 59 1,488 SH   DFND 21 1,488 0 0
BORGWARNER INC COM 099724106 3,441 82,000 SH   DFND 24 82,000 0 0
BOSTON PROPERTIES INC COM 101121101 23,040 174,008 SH   DFND 4 174,008 0 0
BOSTON PROPERTIES INC COM 101121101 71 535 SH   DFND 17 535 0 0
BOSTON PROPERTIES INC CALL 101121901 4,025 30,400 SH Call DFND 4 30,400 0 0
BOSTON PROPERTIES INC PUT 101121951 33,897 256,000 SH Put DFND 4 256,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 12,283 493,900 SH   DFND 17 360,700 0 133,200
BOSTON SCIENTIFIC CORP COM 101137107 149 6,003 SH   DFND 20 6,003 0 0
BOSTON SCIENTIFIC CORP COM 101137107 29,301 1,178,185 SH   DFND 21 791,976 0 386,209
BOSTON SCIENTIFIC CORP CALL 101137907 2,383 95,800 SH Call DFND 4 95,800 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 12,671 509,500 SH Put DFND 4 509,500 0 0
BRADY CORP CL A 104674106 1,554 40,210 SH   DFND 17 22,475 0 17,735
BRASKEM S A SP ADR PFD A 105532105 688 33,800 SH   DFND 17 0 0 33,800
BRIGGS & STRATTON CORP COM 109043109 1,167 51,974 SH   DFND 17 51,974 0 0
BRIGGS & STRATTON CORP COM 109043109 4,476 199,392 SH   DFND 21 156,129 0 43,263
BRIGHT HORIZONS FAM SOL IN D COM 109194100 18,166 250,594 SH   DFND 17 206,057 0 44,537
BRINKER INTL INC COM 109641100 6,066 137,979 SH   DFND 21 137,979 0 0
BRINKS CO COM 109696104 1,530 28,630 SH   DFND 21 28,630 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 16,355 300,750 SH   DFND 4 300,750 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 105,330 1,936,927 SH   DFND 17 1,779,652 0 157,275
BRISTOL MYERS SQUIBB CO COM 110122108 18,902 347,586 SH   DFND 21 248,569 0 99,017
BRISTOL MYERS SQUIBB CO COM 110122108 3,416 61,700 SH   DFND 24 61,700 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 11,414 209,900 SH Call DFND 4 209,900 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 91,864 1,689,300 SH Put DFND 4 1,689,300 0 0
BRITISH AMERN TOB PLC PUT 110448957 3,316 50,000 SH Put DFND 21 50,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 20 916 SH   DFND 17 916 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,633 169,305 SH   DFND 21 0 0 169,305
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 26,967 22,610,000 PRN   DFND 17 18,630,000 0 3,980,000
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 11,743 172,817 SH   DFND 17 168,098 0 4,719
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 54,692 804,886 SH   DFND 21 652,650 0 152,236
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 100 1,467 SH   DFND 25 1,467 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 8,859 709,891 SH   DFND 4 709,891 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 4,068 325,982 SH   DFND 17 276,059 0 49,923
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 54,873 4,396,900 SH   DFND 21 4,050,238 0 346,662
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 162 12,995 SH   DFND 25 12,995 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 39,290 38,835,000 PRN   DFND 17 38,835,000 0 0
BROOKDALE SR LIVING INC COM 112463104 14,219 1,058,719 SH   DFND 4 1,058,719 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 8,512 8,625,000 PRN   DFND 17 8,625,000 0 0
BROOKFIELD CDA OFFICE PPTYS TR UNIT 112823109 588 25,108 SH   DFND 21 25,108 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 272 17,350 SH   DFND 17 17,350 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 177 11,311 SH   DFND 21 5,586 0 5,725
BROOKLINE BANCORP INC DEL COM 11373M107 45 2,866 SH   DFND 25 2,866 0 0
BROOKS AUTOMATION INC COM 114340102 12,807 571,733 SH   DFND 17 458,743 0 112,990
BROOKS AUTOMATION INC COM 114340102 4,358 194,555 SH   DFND 21 194,555 0 0
BROWN & BROWN INC COM 115236101 16,186 387,964 SH   DFND 17 297,781 0 90,183
BROWN & BROWN INC COM 115236101 178 4,266 SH   DFND 21 4,266 0 0
BRUKER CORP COM 116794108 42,673 1,829,100 SH   DFND 3 1,829,100 0 0
BRUNSWICK CORP COM 117043109 48,088 785,750 SH   DFND 3 785,750 0 0
BRUNSWICK CORP COM 117043109 1,660 27,132 SH   DFND 17 27,132 0 0
BRUNSWICK CORP COM 117043109 1,614 26,379 SH   DFND 21 26,379 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 6,212 90,600 SH   DFND 3 90,600 0 0
BUFFALO WILD WINGS INC COM 119848109 854 5,594 SH   DFND 17 5,594 0 0
BURLINGTON STORES INC COM 122017106 7,801 80,178 SH   DFND 17 63,016 0 17,162
BURLINGTON STORES INC COM 122017106 4,146 42,610 SH   DFND 21 15,264 0 27,346
CAE INC COM 124765108 43,430 2,850,400 SH   DFND 3 2,850,400 0 0
CAE INC COM 124765108 1,249 82,000 SH   DFND 17 82,000 0 0
CAE INC COM 124765108 3,337 218,996 SH   DFND 21 21,796 0 197,200
CBIZ INC COM 124805102 187 13,826 SH   DFND 17 13,826 0 0
CBIZ INC COM 124805102 619 45,692 SH   DFND 21 33,659 0 12,033
CBL & ASSOC PPTYS INC COM 124830100 379 39,779 SH   DFND 17 39,779 0 0
CBL & ASSOC PPTYS INC COM 124830100 137 14,362 SH   DFND 21 0 0 14,362
CBS CORP NEW CL B 124857202 85,845 1,237,672 SH   DFND 3 1,237,672 0 0
CBS CORP NEW CL B 124857202 65,345 942,119 SH   DFND 17 774,102 0 168,017
CBS CORP NEW CL B 124857202 25,612 369,256 SH   DFND 21 343,211 0 26,045
CBS CORP NEW CALL 124857902 4,716 68,000 SH Call DFND 4 68,000 0 0
CBS CORP NEW PUT 124857952 23,340 336,500 SH Put DFND 4 336,500 0 0
CBRE GROUP INC CL A 12504L109 8,433 242,397 SH   DFND 17 199,252 0 43,145
CDW CORP COM 12514G108 65,598 1,136,691 SH   DFND 17 838,939 0 297,752
CDW CORP COM 12514G108 431 7,462 SH   DFND 20 7,462 0 0
CDW CORP COM 12514G108 38,906 674,167 SH   DFND 21 579,623 0 94,544
CDW CORP COM 12514G108 191 3,309 SH   DFND 25 3,309 0 0
CF INDS HLDGS INC COM 125269100 802 27,310 SH   DFND 17 27,310 0 0
CF INDS HLDGS INC COM 125269100 5,845 199,165 SH   DFND 21 195,741 0 3,424
CIGNA CORPORATION COM 125509109 5,836 39,836 SH   DFND 4 39,836 0 0
CIGNA CORPORATION COM 125509109 10,607 72,408 SH   DFND 17 72,408 0 0
CIGNA CORPORATION COM 125509109 15,708 107,231 SH   DFND 21 62,404 0 44,827
CIGNA CORPORATION CALL 125509909 5,757 39,300 SH Call DFND 4 39,300 0 0
CIGNA CORPORATION PUT 125509959 49,938 340,900 SH Put DFND 4 340,900 0 0
CIT GROUP INC COM NEW 125581801 1,345 31,331 SH   DFND 4 31,331 0 0
CME GROUP INC COM 12572Q105 7,644 64,345 SH   DFND 4 64,345 0 0
CME GROUP INC COM 12572Q105 63,534 534,798 SH   DFND 17 446,322 0 88,476
CME GROUP INC COM 12572Q105 10,443 87,900 SH   DFND 20 87,900 0 0
CME GROUP INC COM 12572Q105 15,281 128,629 SH   DFND 21 110,719 0 17,910
CME GROUP INC CALL 12572Q905 4,146 34,900 SH Call DFND 4 34,900 0 0
CME GROUP INC PUT 12572Q955 42,008 353,600 SH Put DFND 4 353,600 0 0
CMS ENERGY CORP COM 125896100 674 15,074 SH   DFND 17 7,385 0 7,689
CMS ENERGY CORP COM 125896100 21,822 487,741 SH   DFND 21 481,477 0 6,264
CMS ENERGY CORP COM 125896100 90 2,001 SH   DFND 25 2,001 0 0
CNA FINL CORP COM 126117100 473 10,717 SH   DFND 17 10,717 0 0
CNA FINL CORP COM 126117100 178 4,026 SH   DFND 20 4,026 0 0
CNA FINL CORP COM 126117100 3,139 71,061 SH   DFND 21 50,263 0 20,798
CNO FINL GROUP INC COM 12621E103 36,217 1,766,700 SH   DFND 3 1,766,700 0 0
CNO FINL GROUP INC COM 12621E103 107 5,220 SH   DFND 20 5,220 0 0
CNO FINL GROUP INC COM 12621E103 3,568 174,034 SH   DFND 21 47,932 0 126,102
CRH PLC ADR 12626K203 3,883 110,419 SH   DFND 17 110,419 0 0
CSG SYS INTL INC COM 126349109 22,221 587,700 SH   DFND 3 587,700 0 0
CSG SYS INTL INC COM 126349109 1,851 48,960 SH   DFND 21 14,007 0 34,953
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 10,986 10,555,000 PRN   DFND 17 10,555,000 0 0
CSX CORP COM 126408103 3,609 77,530 SH   DFND 3 77,530 0 0
CSX CORP COM 126408103 2,764 59,384 SH   DFND 4 59,384 0 0
CSX CORP COM 126408103 5,563 119,505 SH   DFND 17 119,505 0 0
CSX CORP COM 126408103 25,183 540,996 SH   DFND 21 525,612 0 15,384
CSX CORP CALL 126408903 6,978 149,900 SH Call DFND 4 149,900 0 0
CSX CORP PUT 126408953 46,150 991,400 SH Put DFND 4 991,400 0 0
CST BRANDS INC COM 12646R105 8,323 173,061 SH   DFND 4 173,061 0 0
CST BRANDS INC COM 12646R105 30,375 631,619 SH   DFND 21 631,619 0 0
CSRA INC COM 12650T104 44,770 1,528,500 SH   DFND 3 1,528,500 0 0
CSRA INC COM 12650T104 20,026 683,721 SH   DFND 17 609,970 0 73,751
CSRA INC COM 12650T104 3,866 131,998 SH   DFND 21 130,580 0 1,418
CU BANCORP CALIF COM 126534106 2,092 52,750 SH   DFND 17 52,750 0 0
CVS HEALTH CORP COM 126650100 3,147 40,094 SH   DFND 4 40,094 0 0
CVS HEALTH CORP COM 126650100 9,038 115,128 SH   DFND 17 100,237 0 14,891
CVS HEALTH CORP COM 126650100 1,621 20,656 SH   DFND 20 20,656 0 0
CVS HEALTH CORP COM 126650100 133,529 1,701,009 SH   DFND 21 1,178,024 0 522,985
CVS HEALTH CORP COM 126650100 292 3,714 SH   DFND 25 3,714 0 0
CVS HEALTH CORP CALL 126650900 22,537 287,100 SH Call DFND 4 287,100 0 0
CVS HEALTH CORP PUT 126650950 69,151 880,900 SH Put DFND 4 880,900 0 0
CYS INVTS INC COM 12673A108 6,022 757,475 SH   DFND 17 506,106 0 251,369
CYS INVTS INC COM 12673A108 6,208 780,819 SH   DFND 21 319,126 0 461,693
CA INC COM 12673P105 88,831 2,800,463 SH   DFND 3 2,800,463 0 0
CA INC COM 12673P105 28,515 898,948 SH   DFND 17 682,964 0 215,984
CA INC COM 12673P105 723 22,801 SH   DFND 20 22,801 0 0
CA INC COM 12673P105 22,665 714,548 SH   DFND 21 357,392 0 357,156
CABELAS INC COM 126804301 9,530 179,430 SH   DFND 4 179,430 0 0
CABELAS INC COM 126804301 23,368 440,000 SH   DFND 21 440,000 0 0
CABOT CORP COM 127055101 50,844 848,666 SH   DFND 3 848,666 0 0
CABOT CORP COM 127055101 3,748 62,560 SH   DFND 17 62,560 0 0
CABOT CORP COM 127055101 6,153 102,700 SH   DFND 20 102,700 0 0
CABOT CORP COM 127055101 1,370 22,874 SH   DFND 21 11,231 0 11,643
CABOT OIL & GAS CORP COM 127097103 10,927 457,000 SH   DFND 4 457,000 0 0
CABOT OIL & GAS CORP COM 127097103 34 1,434 SH   DFND 17 1,434 0 0
CABOT OIL & GAS CORP COM 127097103 935 39,106 SH   DFND 21 39,106 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 2,169 28,308 SH   DFND 17 26,038 0 2,270
CABOT MICROELECTRONICS CORP COM 12709P103 20,485 267,394 SH   DFND 21 191,788 0 75,606
CACI INTL INC CL A 127190304 518 4,415 SH   DFND 17 4,415 0 0
CACI INTL INC CL A 127190304 347 2,958 SH   DFND 20 2,958 0 0
CACI INTL INC CL A 127190304 3,143 26,791 SH   DFND 21 21,758 0 5,033
CADENCE DESIGN SYSTEM INC COM 127387108 35,665 1,135,833 SH   DFND 17 1,135,833 0 0
CAL MAINE FOODS INC COM NEW 128030202 1,355 36,830 SH   DFND 17 36,830 0 0
CAL MAINE FOODS INC COM NEW 128030202 11,341 308,180 SH   DFND 21 305,676 0 2,504
CALAVO GROWERS INC COM 128246105 7,578 125,055 SH   DFND 17 125,055 0 0
CALAVO GROWERS INC COM 128246105 3,649 60,211 SH   DFND 21 60,211 0 0
CALAVO GROWERS INC COM 128246105 5,058 84,092 SH   DFND 24 84,092 0 0
CALERES INC COM 129500104 153 5,807 SH   DFND 17 0 0 5,807
CALERES INC COM 129500104 174 6,569 SH   DFND 20 6,569 0 0
CALERES INC COM 129500104 1,758 66,536 SH   DFND 21 42,011 0 24,525
CALLON PETE CO DEL COM 13123X102 16,384 1,244,954 SH   DFND 17 1,017,057 0 227,897
CALLON PETE CO DEL COM 13123X102 5,615 426,660 SH   DFND 21 11,569 0 415,091
CAMBREX CORP COM 132011107 2,435 44,240 SH   DFND 17 31,275 0 12,965
CAMDEN PPTY TR SH BEN INT 133131102 155 1,923 SH   DFND 17 1,923 0 0
CAMDEN PPTY TR SH BEN INT 133131102 187 2,320 SH   DFND 21 0 0 2,320
CAMECO CORP COM 13321L108 19,808 1,794,595 SH   DFND 21 1,794,595 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 16,383 190,536 SH   DFND 17 29,790 0 160,746
CDN IMPERIAL BK COMM TORONTO COM 136069101 923 10,740 SH   DFND 20 10,740 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 75,307 875,845 SH   DFND 21 517,972 0 357,873
CDN IMPERIAL BK COMM TORONTO COM 136069101 291 3,385 SH   DFND 25 3,385 0 0
CANADIAN NATL RY CO COM 136375102 8,405 114,188 SH   DFND 17 8,370 0 105,818
CANADIAN NATL RY CO COM 136375102 6,259 85,043 SH   DFND 21 37,937 0 47,106
CANADIAN NAT RES LTD COM 136385101 7,513 228,924 SH   DFND 17 228,924 0 0
CANADIAN NAT RES LTD COM 136385101 19,826 604,085 SH   DFND 21 184,957 0 419,128
CANADIAN PAC RY LTD COM 13645T100 31,940 218,050 SH   DFND 3 152,750 0 65,300
CANADIAN PAC RY LTD COM 13645T100 3,580 24,440 SH   DFND 17 24,440 0 0
CANTEL MEDICAL CORP COM 138098108 15,433 192,667 SH   DFND 17 162,224 0 30,443
CANTEL MEDICAL CORP COM 138098108 686 8,564 SH   DFND 21 8,564 0 0
CAPELLA EDUCATION COMPANY COM 139594105 628 7,385 SH   DFND 17 7,385 0 0
CAPELLA EDUCATION COMPANY COM 139594105 3,292 38,716 SH   DFND 21 22,679 0 16,037
CAPITAL ONE FINL CORP COM 14040H105 10,058 116,060 SH   DFND 4 116,060 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,315 84,407 SH   DFND 17 77,716 0 6,691
CAPITAL ONE FINL CORP COM 14040H105 55,184 636,785 SH   DFND 21 510,907 0 125,878
CAPITAL ONE FINL CORP COM 14040H105 150 1,734 SH   DFND 25 1,734 0 0
CAPITAL ONE FINL CORP CALL 14040H905 7,869 90,800 SH Call DFND 4 90,800 0 0
CAPITAL ONE FINL CORP PUT 14040H955 59,258 683,800 SH Put DFND 4 683,800 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 525 49,781 SH   DFND 17 49,781 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 2,581 244,909 SH   DFND 21 185,753 0 59,156
CARA THERAPEUTICS INC COM 140755109 2,218 120,634 SH   DFND 17 116,898 0 3,736
CARBONITE INC COM 141337105 1,033 50,869 SH   DFND 17 0 0 50,869
CARDINAL HEALTH INC COM 14149Y108 6,181 75,800 SH   DFND 3 75,800 0 0
CARDINAL HEALTH INC COM 14149Y108 1,386 16,995 SH   DFND 4 16,995 0 0
CARDINAL HEALTH INC COM 14149Y108 13,510 165,667 SH   DFND 17 140,089 0 25,578
CARDINAL HEALTH INC COM 14149Y108 701 8,590 SH   DFND 20 8,590 0 0
CARDINAL HEALTH INC COM 14149Y108 55,506 680,637 SH   DFND 21 507,194 0 173,443
CARDINAL HEALTH INC COM 14149Y108 180 2,205 SH   DFND 25 2,205 0 0
CARDINAL HEALTH INC CALL 14149Y908 4,094 50,200 SH Call DFND 4 50,200 0 0
CARDINAL HEALTH INC PUT 14149Y958 31,128 381,700 SH Put DFND 4 381,700 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 1,195 42,271 SH   DFND 17 18,761 0 23,510
CARDIOVASCULAR SYS INC DEL COM 141619106 593 20,961 SH   DFND 21 20,961 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 51,864 48,460,000 PRN   DFND 17 42,960,000 0 5,500,000
CARE CAP PPTYS INC COM 141624106 347 12,900 SH   DFND 17 12,900 0 0
CARE CAP PPTYS INC COM 141624106 125 4,656 SH   DFND 21 0 0 4,656
CARE COM INC COM 141633107 1,959 156,600 SH   DFND 17 68,000 0 88,600
CAREER EDUCATION CORP COM 141665109 12 1,419 SH   DFND 17 1,419 0 0
CAREER EDUCATION CORP COM 141665109 393 45,146 SH   DFND 21 45,146 0 0
CARETRUST REIT INC COM 14174T107 362 21,495 SH   DFND 17 21,495 0 0
CARETRUST REIT INC COM 14174T107 194 11,559 SH   DFND 20 11,559 0 0
CARETRUST REIT INC COM 14174T107 1,924 114,385 SH   DFND 21 108,928 0 5,457
CARLISLE COS INC COM 142339100 7,232 67,960 SH   DFND 3 67,960 0 0
CARLISLE COS INC COM 142339100 23,926 224,851 SH   DFND 17 193,359 0 31,492
CARLISLE COS INC COM 142339100 663 6,235 SH   DFND 20 6,235 0 0
CARLISLE COS INC COM 142339100 12,866 120,912 SH   DFND 21 66,135 0 54,777
CARMAX INC COM 143130102 9,712 164,000 SH   DFND 4 164,000 0 0
CARMAX INC COM 143130102 34 580 SH   DFND 17 580 0 0
CARMAX INC COM 143130102 1,453 24,542 SH   DFND 21 24,542 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 70,144 1,190,699 SH   DFND 3 1,190,699 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 13,549 230,000 SH   DFND 4 230,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 20,078 340,817 SH   DFND 17 340,817 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 11,386 193,284 SH   DFND 21 113,930 0 79,354
CARNIVAL CORP CALL 143658900 1,449 24,600 SH Call DFND 4 24,600 0 0
CARNIVAL CORP PUT 143658950 10,539 178,900 SH Put DFND 4 178,900 0 0
CARNIVAL PLC ADR 14365C103 4,325 74,704 SH   DFND 17 74,704 0 0
CAROLINA FINL CORP NEW COM 143873107 222 7,396 SH   DFND 17 0 0 7,396
CARRIAGE SVCS INC COM 143905107 4,852 178,925 SH   DFND 17 171,425 0 7,500
CARRIZO OIL & GAS INC COM 144577103 1,433 50,000 SH   DFND 4 50,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 4,936 348,810 SH   DFND 17 336,618 0 12,192
CARTER INC COM 146229109 17,969 200,100 SH   DFND 3 200,100 0 0
CARTER INC COM 146229109 10,484 116,753 SH   DFND 17 97,133 0 19,620
CARTER INC COM 146229109 500 5,573 SH   DFND 21 5,573 0 0
CASELLA WASTE SYS INC CL A 147448104 3,183 225,609 SH   DFND 17 137,180 0 88,429
CATALENT INC COM 148806102 11,924 421,056 SH   DFND 17 305,444 0 115,612
CATERPILLAR INC DEL COM 149123101 15,889 171,288 SH   DFND 4 171,288 0 0
CATERPILLAR INC DEL COM 149123101 167 1,795 SH   DFND 17 1,795 0 0
CATERPILLAR INC DEL COM 149123101 1,508 16,256 SH   DFND 21 16,256 0 0
CATERPILLAR INC DEL COM 149123101 95 1,017 SH   DFND 24 1,017 0 0
CATERPILLAR INC DEL CALL 149123901 8,924 96,200 SH Call DFND 4 96,200 0 0
CATERPILLAR INC DEL CALL 149123901 1,020 11,000 SH Call DFND 21 11,000 0 0
CATERPILLAR INC DEL PUT 149123951 75,599 815,000 SH Put DFND 4 815,000 0 0
CATHAY GEN BANCORP COM 149150104 229 6,081 SH   DFND 17 6,081 0 0
CATO CORP NEW CL A 149205106 1,825 83,100 SH   DFND 17 0 0 83,100
CATO CORP NEW CL A 149205106 566 25,761 SH   DFND 21 19,073 0 6,688
CAVCO INDS INC DEL COM 149568107 1,152 9,899 SH   DFND 17 9,899 0 0
CAVIUM INC COM 14964U108 1,941 27,083 SH   DFND 17 27,083 0 0
CAVIUM INC COM 14964U108 74 1,033 SH   DFND 21 1,033 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 23,245 342,800 SH   DFND 3 342,800 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 7,160 105,585 SH   DFND 17 87,225 0 18,360
CELADON GROUP INC COM 150838100 1,229 187,672 SH   DFND 17 182,687 0 4,985
CELANESE CORP DEL COM SER A 150870103 39,617 440,921 SH   DFND 3 440,921 0 0
CELANESE CORP DEL COM SER A 150870103 69 764 SH   DFND 17 764 0 0
CELANESE CORP DEL COM SER A 150870103 353 3,924 SH   DFND 20 3,924 0 0
CELANESE CORP DEL COM SER A 150870103 1,904 21,192 SH   DFND 21 11,240 0 9,952
CELESTICA INC SUB VTG SHS 15101Q108 953 65,724 SH   DFND 17 31,735 0 33,989
CELESTICA INC SUB VTG SHS 15101Q108 243 16,725 SH   DFND 20 16,725 0 0
CELESTICA INC SUB VTG SHS 15101Q108 2,248 155,010 SH   DFND 21 142,917 0 12,093
CELGENE CORP COM 151020104 152,899 1,228,792 SH   DFND 17 1,062,512 0 166,280
CELGENE CORP COM 151020104 62,381 501,442 SH   DFND 21 414,882 0 86,560
CELGENE CORP COM 151020104 16,438 132,200 SH   DFND 24 132,200 0 0
CELGENE CORP CALL 151020904 25,010 201,000 SH Call DFND 4 201,000 0 0
CELGENE CORP PUT 151020954 94,816 762,000 SH Put DFND 4 762,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 48,537 41,960,000 PRN   DFND 17 41,960,000 0 0
CENCOSUD S A SPONSORED ADS 15132H101 1,197 129,161 SH   DFND 21 69,161 0 60,000
CENTENE CORP DEL COM 15135B101 4,208 59,050 SH   DFND 17 35,270 0 23,780
CENTENE CORP DEL COM 15135B101 196 2,751 SH   DFND 20 2,751 0 0
CENTENE CORP DEL COM 15135B101 12,133 170,258 SH   DFND 21 89,605 0 80,653
CENOVUS ENERGY INC COM 15135U109 4,966 440,021 SH   DFND 21 123,463 0 316,558
CENTERPOINT ENERGY INC COM 15189T107 10,940 396,813 SH   DFND 17 390,643 0 6,170
CENTERPOINT ENERGY INC COM 15189T107 703 25,492 SH   DFND 20 25,492 0 0
CENTERPOINT ENERGY INC COM 15189T107 40,830 1,480,969 SH   DFND 21 782,089 0 698,880
CENTERSTATE BANKS INC COM 15201P109 20,743 800,872 SH   DFND 17 679,160 0 121,712
CENTERSTATE BANKS INC COM 15201P109 190 7,344 SH   DFND 20 7,344 0 0
CENTERSTATE BANKS INC COM 15201P109 1,881 72,608 SH   DFND 21 65,839 0 6,769
CENTRAL GARDEN & PET CO COM 153527106 2,127 57,370 SH   DFND 17 57,370 0 0
CENTRAL GARDEN & PET CO COM 153527106 449 12,111 SH   DFND 21 12,111 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 235 6,764 SH   DFND 17 6,764 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 251 7,230 SH   DFND 20 7,230 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 6,138 176,789 SH   DFND 21 104,035 0 72,754
CENTURY CMNTYS INC COM 156504300 1,365 53,754 SH   DFND 17 48,390 0 5,364
CENTURY CMNTYS INC COM 156504300 711 27,994 SH   DFND 21 0 0 27,994
CENTURYLINK INC COM 156700106 12,784 542,404 SH   DFND 17 245,704 0 296,700
CENTURYLINK INC COM 156700106 54,180 2,298,677 SH   DFND 21 1,911,345 0 387,332
CENTURYLINK INC COM 156700106 131 5,547 SH   DFND 25 5,547 0 0
CENTURYLINK INC PUT 156700956 8,721 370,000 SH Put DFND 21 370,000 0 0
CEVA INC COM 157210105 5,055 142,405 SH   DFND 17 121,292 0 21,113
CHARLES RIV LABS INTL INC COM 159864107 18,498 205,643 SH   DFND 17 165,653 0 39,990
CHARLES RIV LABS INTL INC COM 159864107 335 3,726 SH   DFND 20 3,726 0 0
CHARLES RIV LABS INTL INC COM 159864107 6,711 74,603 SH   DFND 21 61,767 0 12,836
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,685 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 5,403 16,506 SH   DFND 4 16,506 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,892 14,946 SH   DFND 17 14,946 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 14,199 43,379 SH   DFND 21 37,624 0 5,755
CHARTER COMMUNICATIONS INC N CALL 16119P908 12,864 39,300 SH Call DFND 4 39,300 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 108,441 331,300 SH Put DFND 4 331,300 0 0
CHARTER FINL CORP MD COM 16122W108 747 37,970 SH   DFND 17 37,970 0 0
CHEMED CORP NEW COM 16359R103 2,464 13,486 SH   DFND 17 1,880 0 11,606
CHEMED CORP NEW COM 16359R103 2,504 13,706 SH   DFND 21 13,706 0 0
CHEMICAL FINL CORP COM 163731102 1,637 31,999 SH   DFND 17 31,999 0 0
CHEMICAL FINL CORP COM 163731102 2,797 54,691 SH   DFND 21 27,917 0 26,774
CHEMOURS CO COM 163851108 109,860 2,853,519 SH   DFND 17 2,804,314 0 49,205
CHEMOURS CO COM 163851108 2,137 55,506 SH   DFND 21 38,478 0 17,028
CHEMOURS CO COM 163851108 1,107 29,000 SH   DFND 24 29,000 0 0
CHEMTURA CORP COM NEW 163893209 8,400 251,487 SH   DFND 4 251,487 0 0
CHEMTURA CORP COM NEW 163893209 30,596 916,045 SH   DFND 21 916,045 0 0
CHENIERE ENERGY INC COM NEW 16411R208 4,018 85,000 SH   DFND 4 85,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 154 3,264 SH   DFND 21 3,264 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 90,135 133,225,000 PRN   DFND 17 126,750,000 0 6,475,000
CHESAPEAKE ENERGY CORP COM 165167107 48,346 8,138,999 SH   DFND 17 8,138,999 0 0
CHEVRON CORP NEW COM 166764100 80,806 752,598 SH   DFND 3 752,598 0 0
CHEVRON CORP NEW COM 166764100 53,319 496,593 SH   DFND 4 496,593 0 0
CHEVRON CORP NEW COM 166764100 53,707 500,207 SH   DFND 17 482,249 0 17,958
CHEVRON CORP NEW COM 166764100 142,352 1,325,805 SH   DFND 21 849,359 0 476,446
CHEVRON CORP NEW COM 166764100 1,458 13,529 SH   DFND 24 13,529 0 0
CHEVRON CORP NEW COM 166764100 124 1,156 SH   DFND 25 1,156 0 0
CHEVRON CORP NEW CALL 166764900 27,487 256,000 SH Call DFND 4 256,000 0 0
CHEVRON CORP NEW PUT 166764950 222,889 2,075,900 SH Put DFND 4 2,075,900 0 0
CHICOS FAS INC COM 168615102 221 15,586 SH   DFND 20 15,586 0 0
CHICOS FAS INC COM 168615102 640 45,095 SH   DFND 21 45,095 0 0
CHILDRENS PL INC COM 168905107 2,123 17,688 SH   DFND 17 17,688 0 0
CHILDRENS PL INC COM 168905107 16,227 135,168 SH   DFND 21 90,962 0 44,206
CHIMERA INVT CORP COM NEW 16934Q208 8,800 436,062 SH   DFND 17 137,070 0 298,992
CHIMERA INVT CORP COM NEW 16934Q208 262 13,000 SH   DFND 20 13,000 0 0
CHIMERA INVT CORP COM NEW 16934Q208 28,796 1,426,974 SH   DFND 21 704,792 0 722,182
CHINA BIOLOGIC PRODS INC COM 16938C106 1,024 10,231 SH   DFND 17 10,231 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 2,823 28,192 SH   DFND 21 28,192 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8,411 152,290 SH   DFND 17 152,290 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,589 137,740 SH   DFND 21 137,740 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 693 8,500 SH   DFND 17 0 0 8,500
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 661 10,660 SH   DFND 4 8,950 0 1,710
CHOICE HOTELS INTL INC COM 169905106 262 4,190 SH   DFND 17 1,350 0 2,840
CHURCHILL DOWNS INC COM 171484108 1,530 9,629 SH   DFND 17 9,629 0 0
CHUYS HLDGS INC COM 171604101 1,573 52,787 SH   DFND 17 52,787 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 11,468 11,485,000 PRN   DFND 17 11,485,000 0 0
CINCINNATI FINL CORP COM 172062101 7,479 103,487 SH   DFND 17 10,549 0 92,938
CINCINNATI FINL CORP COM 172062101 11,704 161,952 SH   DFND 21 161,952 0 0
CINEMARK HOLDINGS INC COM 17243V102 15,245 343,829 SH   DFND 21 299,719 0 44,110
CIRRUS LOGIC INC COM 172755100 12,936 213,157 SH   DFND 17 203,354 0 9,803
CIRRUS LOGIC INC COM 172755100 392 6,455 SH   DFND 20 6,455 0 0
CIRRUS LOGIC INC COM 172755100 38,669 637,152 SH   DFND 21 517,706 0 119,446
CIRRUS LOGIC INC COM 172755100 72 1,189 SH   DFND 25 1,189 0 0
CISCO SYS INC COM 17275R102 91,724 2,713,723 SH   DFND 3 2,713,723 0 0
CISCO SYS INC COM 17275R102 174,892 5,174,331 SH   DFND 17 4,058,704 0 1,115,627
CISCO SYS INC COM 17275R102 2,006 59,360 SH   DFND 20 59,360 0 0
CISCO SYS INC COM 17275R102 270,538 8,004,075 SH   DFND 21 5,660,388 0 2,343,687
CISCO SYS INC COM 17275R102 513 15,164 SH   DFND 25 15,164 0 0
CISCO SYS INC CALL 17275R902 25,157 744,300 SH Call DFND 4 744,300 0 0
CISCO SYS INC PUT 17275R952 91,534 2,708,100 SH Put DFND 4 2,708,100 0 0
CINTAS CORP COM 172908105 13,323 105,283 SH   DFND 17 41,580 0 63,703
CINTAS CORP COM 172908105 29,664 234,425 SH   DFND 21 234,425 0 0
CITIGROUP INC COM NEW 172967424 84,374 1,410,468 SH   DFND 3 1,410,468 0 0
CITIGROUP INC COM NEW 172967424 164,646 2,752,365 SH   DFND 4 2,752,365 0 0
CITIGROUP INC COM NEW 172967424 63,291 1,058,030 SH   DFND 17 806,191 0 251,839
CITIGROUP INC COM NEW 172967424 2,047 34,217 SH   DFND 20 34,217 0 0
CITIGROUP INC COM NEW 172967424 255,780 4,275,580 SH   DFND 21 2,976,082 0 1,299,498
CITIGROUP INC COM NEW 172967424 268 4,473 SH   DFND 25 4,473 0 0
CITIGROUP INC CALL 172967904 34,827 582,200 SH Call DFND 4 582,200 0 0
CITIGROUP INC PUT 172967954 189,037 3,160,100 SH Put DFND 4 3,160,100 0 0
CITIZENS FINL GROUP INC COM 174610105 3,814 110,383 SH   DFND 4 110,383 0 0
CITIZENS FINL GROUP INC COM 174610105 16,031 463,997 SH   DFND 17 443,577 0 20,420
CITIZENS FINL GROUP INC CALL 174610905 1,133 32,800 SH Call DFND 4 32,800 0 0
CITIZENS FINL GROUP INC PUT 174610955 17,655 511,000 SH Put DFND 4 511,000 0 0
CITRIX SYS INC COM 177376100 1,259 15,096 SH   DFND 17 15,096 0 0
CITRIX SYS INC COM 177376100 5,408 64,847 SH   DFND 21 45,401 0 19,446
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 126,519 100,590,000 PRN   DFND 17 94,210,000 0 6,380,000
CLEARWATER PAPER CORP COM 18538R103 1,086 19,398 SH   DFND 21 3,245 0 16,153
CLIFFS NAT RES INC COM 18683K101 1,013 123,355 SH   DFND 17 123,355 0 0
CLOROX CO DEL COM 189054109 1,030 7,636 SH   DFND 17 7,636 0 0
CLOROX CO DEL COM 189054109 15,774 116,993 SH   DFND 21 116,993 0 0
CLOVIS ONCOLOGY INC COM 189464100 2,326 36,538 SH   DFND 17 30,718 0 5,820
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 44,966 35,180,000 PRN   DFND 17 31,825,000 0 3,355,000
COACH INC COM 189754104 36 865 SH   DFND 17 865 0 0
COACH INC COM 189754104 4,151 100,438 SH   DFND 21 12,551 0 87,887
COCA COLA BOTTLING CO CONS COM 191098102 32,512 157,812 SH   DFND 3 157,812 0 0
COCA COLA BOTTLING CO CONS COM 191098102 784 3,807 SH   DFND 17 3,807 0 0
COCA COLA CO COM 191216100 12,454 293,446 SH   DFND 4 293,446 0 0
COCA COLA CO COM 191216100 87,213 2,054,975 SH   DFND 17 2,028,475 0 26,500
COCA COLA CO COM 191216100 24,571 578,963 SH   DFND 21 489,140 0 89,823
COCA COLA CO CALL 191216900 13,267 312,600 SH Call DFND 4 312,600 0 0
COCA COLA CO PUT 191216950 141,851 3,342,400 SH Put DFND 4 3,342,400 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 269 3,750 SH   DFND 21 3,750 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 3,808 88,450 SH   DFND 21 88,450 0 0
COGNEX CORP COM 192422103 22,248 265,012 SH   DFND 17 152,775 0 112,237
COGNEX CORP COM 192422103 3,357 40,000 SH   DFND 24 40,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,285 71,986 SH   DFND 17 71,986 0 0
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 8,220 138,100 SH Call DFND 4 138,100 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 26,927 452,400 SH Put DFND 4 452,400 0 0
COHERENT INC COM 192479103 38,318 186,336 SH   DFND 17 137,972 0 48,364
COHERENT INC COM 192479103 420 2,042 SH   DFND 20 2,042 0 0
COHERENT INC COM 192479103 16,577 80,612 SH   DFND 21 67,631 0 12,981
COHERUS BIOSCIENCES INC COM 19249H103 2,759 130,445 SH   DFND 17 123,080 0 7,365
COHERUS BIOSCIENCES INC COM 19249H103 1,216 59,300 SH   DFND 24 59,300 0 0
COLGATE PALMOLIVE CO COM 194162103 5,097 69,642 SH   DFND 4 69,642 0 0
COLGATE PALMOLIVE CO COM 194162103 1,736 23,721 SH   DFND 17 23,721 0 0
COLGATE PALMOLIVE CO COM 194162103 55,370 756,529 SH   DFND 21 508,452 0 248,077
COLGATE PALMOLIVE CO COM 194162103 557 7,600 SH   DFND 24 7,600 0 0
COLGATE PALMOLIVE CO CALL 194162903 11,886 162,400 SH Call DFND 4 162,400 0 0
COLGATE PALMOLIVE CO PUT 194162953 79,082 1,080,500 SH Put DFND 4 1,080,500 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 12,371 958,249 SH   DFND 17 958,249 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 157 12,187 SH   DFND 21 12,187 0 0
COLONY STARWOOD HOMES COM 19625X102 3,076 90,602 SH   DFND 4 90,602 0 0
COMFORT SYS USA INC COM 199908104 48,719 1,329,300 SH   DFND 3 1,329,300 0 0
COMFORT SYS USA INC COM 199908104 4,063 110,848 SH   DFND 17 97,433 0 13,415
COMCAST CORP NEW CL A 20030N101 1,714 45,609 SH   DFND 4 45,609 0 0
COMCAST CORP NEW CL A 20030N101 295,670 7,865,658 SH   DFND 17 7,355,854 0 509,804
COMCAST CORP NEW CL A 20030N101 2,311 61,474 SH   DFND 20 61,474 0 0
COMCAST CORP NEW CL A 20030N101 239,076 6,360,092 SH   DFND 21 4,762,313 0 1,597,779
COMCAST CORP NEW CL A 20030N101 576 15,310 SH   DFND 25 15,310 0 0
COMCAST CORP NEW CALL 20030N901 25,479 677,800 SH Call DFND 4 677,800 0 0
COMCAST CORP NEW PUT 20030N951 135,504 3,604,800 SH Put DFND 4 3,604,800 0 0
COMMSCOPE HLDG CO INC COM 20337X109 203 4,855 SH   DFND 17 0 0 4,855
COMMVAULT SYSTEMS INC COM 204166102 338 6,663 SH   DFND 21 6,663 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 10,880 1,047,737 SH   DFND 17 1,047,737 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 264 25,600 SH   DFND 17 0 0 25,600
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 958 79,538 SH   DFND 17 79,538 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 19,634 1,630,722 SH   DFND 21 1,600,584 0 30,138
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1,366 82,270 SH   DFND 17 82,270 0 0
COMPUTER SCIENCES CORP COM 205363104 72,325 1,048,038 SH   DFND 17 819,455 0 228,583
COMPUTER SCIENCES CORP COM 205363104 18,168 263,272 SH   DFND 21 261,395 0 1,877
CONAGRA BRANDS INC COM 205887102 2,981 73,900 SH   DFND 3 73,900 0 0
CONAGRA BRANDS INC COM 205887102 1,320 32,724 SH   DFND 17 29,049 0 3,675
CONAGRA BRANDS INC COM 205887102 940 23,294 SH   DFND 21 23,294 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 2,067 121,172 SH   DFND 17 117,135 0 4,037
CONCHO RES INC COM 20605P101 2,245 17,491 SH   DFND 4 17,491 0 0
CONCHO RES INC COM 20605P101 16,828 131,121 SH   DFND 17 131,121 0 0
CONCHO RES INC COM 20605P101 44 342 SH   DFND 21 342 0 0
CONCHO RES INC COM 20605P101 2,465 19,300 SH   DFND 24 19,300 0 0
CONCHO RES INC CALL 20605P901 3,273 25,500 SH Call DFND 4 25,500 0 0
CONCHO RES INC PUT 20605P951 15,041 117,200 SH Put DFND 4 117,200 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 99 61,398 SH   DFND 17 0 0 61,398
CONCORDIA INTERNATIONAL CORP COM 20653P102 61 37,628 SH   DFND 21 33,611 0 4,017
CONDUENT INC COM 206787103 3,392 202,171 SH   DFND 17 60,201 0 141,970
CONDUENT INC COM 206787103 5,584 332,753 SH   DFND 21 179,140 0 153,613
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 28,638 1,212,971 SH   DFND 3 1,212,971 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 99 4,190 SH   DFND 17 4,190 0 0
CONOCOPHILLIPS COM 20825C104 835 16,735 SH   DFND 17 16,735 0 0
CONOCOPHILLIPS COM 20825C104 2,597 52,075 SH   DFND 21 44,218 0 7,857
CONOCOPHILLIPS CALL 20825C904 10,597 212,500 SH Call DFND 4 212,500 0 0
CONOCOPHILLIPS PUT 20825C954 53,850 1,079,800 SH Put DFND 4 1,079,800 0 0
CONSOLIDATED EDISON INC COM 209115104 12,219 157,335 SH   DFND 17 42,384 0 114,951
CONSOLIDATED EDISON INC COM 209115104 39,520 508,889 SH   DFND 21 386,744 0 122,145
CONSOLIDATED EDISON INC COM 209115104 153 1,967 SH   DFND 25 1,967 0 0
CONSOLIDATED EDISON INC CALL 209115904 6,174 79,500 SH Call DFND 4 79,500 0 0
CONSOLIDATED EDISON INC PUT 209115954 24,556 316,200 SH Put DFND 4 316,200 0 0
CONSTELLATION BRANDS INC CL A 21036P108 2,906 17,930 SH   DFND 4 17,930 0 0
CONSTELLATION BRANDS INC CL A 21036P108 55,157 340,331 SH   DFND 17 335,557 0 4,774
CONSTELLATION BRANDS INC CL A 21036P108 6,652 41,047 SH   DFND 21 2,776 0 38,271
CONSTELLATION BRANDS INC CL A 21036P108 3,005 18,500 SH   DFND 24 18,500 0 0
CONSTELLATION BRANDS INC CALL 21036P908 5,964 36,800 SH Call DFND 4 36,800 0 0
CONSTELLATION BRANDS INC PUT 21036P958 52,624 324,700 SH Put DFND 4 324,700 0 0
CONTINENTAL RESOURCES INC COM 212015101 28,043 617,418 SH   DFND 17 613,335 0 4,083
CONTINENTAL RESOURCES INC COM 212015101 112 2,461 SH   DFND 21 0 0 2,461
CONTINENTAL RESOURCES INC COM 212015101 1,249 28,000 SH   DFND 24 28,000 0 0
CONVERGYS CORP COM 212485106 30,625 1,447,989 SH   DFND 3 1,447,989 0 0
CONVERGYS CORP COM 212485106 2,359 111,525 SH   DFND 17 74,819 0 36,706
CONVERGYS CORP COM 212485106 595 28,110 SH   DFND 20 28,110 0 0
CONVERGYS CORP COM 212485106 24,475 1,157,215 SH   DFND 21 876,550 0 280,665
CONVERGYS CORP COM 212485106 32 1,516 SH   DFND 25 1,516 0 0
COOPER COS INC COM NEW 216648402 1,116 5,585 SH   DFND 17 5,585 0 0
COOPER COS INC COM NEW 216648402 2,105 10,529 SH   DFND 20 10,529 0 0
COOPER COS INC COM NEW 216648402 13,011 65,091 SH   DFND 21 32,385 0 32,706
COOPER STD HLDGS INC COM 21676P103 8,564 77,202 SH   DFND 17 63,521 0 13,681
COOPER STD HLDGS INC COM 21676P103 177 1,600 SH   DFND 20 1,600 0 0
COOPER STD HLDGS INC COM 21676P103 22,880 206,255 SH   DFND 21 129,609 0 76,646
COOPER TIRE & RUBR CO COM 216831107 5,336 120,323 SH   DFND 21 44,330 0 75,993
COPART INC COM 217204106 1,822 29,418 SH   DFND 17 29,418 0 0
COPART INC COM 217204106 5,029 81,197 SH   DFND 21 81,197 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 756 91,680 SH   DFND 17 88,666 0 3,014
CORCEPT THERAPEUTICS INC COM 218352102 1,517 138,380 SH   DFND 17 138,380 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 622 18,402 SH   DFND 21 18,402 0 0
CORELOGIC INC COM 21871D103 42 1,040 SH   DFND 17 1,040 0 0
CORELOGIC INC COM 21871D103 1,351 33,169 SH   DFND 21 33,169 0 0
CORECIVIC INC COM 21871N101 2,610 83,065 SH   DFND 17 61,120 0 21,945
CORNERSTONE ONDEMAND INC COM 21925Y103 27,117 697,268 SH   DFND 17 697,268 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 1,145 1,120,000 PRN   DFND 17 1,120,000 0 0
CORNING INC COM 219350105 7,736 286,500 SH   DFND 3 286,500 0 0
CORNING INC COM 219350105 174,069 6,446,983 SH   DFND 17 6,037,076 0 409,907
CORNING INC COM 219350105 1,041 38,574 SH   DFND 20 38,574 0 0
CORNING INC COM 219350105 79,926 2,960,231 SH   DFND 21 1,956,001 0 1,004,230
CORNING INC CALL 219350905 4,709 174,400 SH Call DFND 4 174,400 0 0
CORNING INC PUT 219350955 8,624 319,400 SH Put DFND 4 319,400 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 2,791 134,400 SH   DFND 17 134,400 0 0
COSTCO WHSL CORP NEW COM 22160K105 9,017 53,770 SH   DFND 4 53,770 0 0
COSTCO WHSL CORP NEW COM 22160K105 157,859 941,374 SH   DFND 17 878,166 0 63,208
COSTCO WHSL CORP NEW COM 22160K105 5,118 30,523 SH   DFND 21 30,523 0 0
COSTCO WHSL CORP NEW CALL 22160K905 20,408 121,700 SH Call DFND 4 121,700 0 0
COSTCO WHSL CORP NEW PUT 22160K955 102,475 611,100 SH Put DFND 4 611,100 0 0
COSTAR GROUP INC COM 22160N109 8,807 42,503 SH   DFND 17 42,503 0 0
COUSINS PPTYS INC COM 222795106 22,730 2,748,500 SH   DFND 3 2,748,500 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 686 36,510 SH   DFND 17 32,883 0 3,627
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,549 9,728 SH   DFND 17 9,728 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 13,875 87,128 SH   DFND 21 85,622 0 1,506
CRAFT BREW ALLIANCE INC COM 224122101 1,312 98,303 SH   DFND 17 95,260 0 3,043
CRANE CO COM 224399105 53,372 713,245 SH   DFND 3 713,245 0 0
CRANE CO COM 224399105 5,600 74,842 SH   DFND 17 74,842 0 0
CRANE CO COM 224399105 1,644 21,967 SH   DFND 21 17,651 0 4,316
CREDIT ACCEP CORP MICH COM 225310101 1,847 9,263 SH   DFND 17 9,263 0 0
CREDIT ACCEP CORP MICH COM 225310101 6,294 31,563 SH   DFND 21 31,563 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 49,336 3,324,560 SH   DFND 4 3,324,560 0 0
CRESCENT PT ENERGY CORP COM 22576C101 36 3,302 SH   DFND 17 3,302 0 0
CRESCENT PT ENERGY CORP COM 22576C101 717 66,517 SH   DFND 21 31,401 0 35,116
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 1,466 55,850 SH   DFND 17 43,270 0 12,580
CRITEO S A SPONS ADS 226718104 128,612 2,572,751 SH   DFND 17 2,476,031 0 96,720
CRITEO S A SPONS ADS 226718104 8,028 160,592 SH   DFND 21 160,592 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 3,731 259,821 SH   DFND 17 250,676 0 9,145
CROWN CASTLE INTL CORP NEW COM 22822V101 3,940 41,716 SH   DFND 17 41,716 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 30,537 323,311 SH   DFND 21 323,311 0 0
CROWN CASTLE INTL CORP NEW CALL 22822V901 5,639 59,700 SH Call DFND 4 59,700 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 38,413 406,700 SH Put DFND 4 406,700 0 0
CRYOLIFE INC COM 228903100 2,698 162,024 SH   DFND 17 156,489 0 5,535
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,551 31,555 SH   DFND 17 31,555 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,883 58,663 SH   DFND 20 0 0 58,663
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 95 1,934 SH   DFND 21 1,934 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 596 12,000 SH   DFND 24 12,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 6,191 4,725,000 PRN   DFND 17 4,725,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 18,024 16,265,000 PRN   DFND 17 16,265,000 0 0
CUBESMART COM 229663109 4,843 186,554 SH   DFND 4 186,554 0 0
CUBESMART COM 229663109 490 18,876 SH   DFND 17 0 0 18,876
CUBESMART COM 229663109 10,286 396,208 SH   DFND 21 396,208 0 0
CULLEN FROST BANKERS INC COM 229899109 109 1,226 SH   DFND 20 1,226 0 0
CULLEN FROST BANKERS INC COM 229899109 320 3,596 SH   DFND 21 3,596 0 0
CUMMINS INC COM 231021106 10,299 68,115 SH   DFND 3 68,115 0 0
CUMMINS INC COM 231021106 5,027 33,247 SH   DFND 4 33,247 0 0
CUMMINS INC COM 231021106 1,981 13,101 SH   DFND 17 13,101 0 0
CUMMINS INC COM 231021106 918 6,072 SH   DFND 20 6,072 0 0
CUMMINS INC COM 231021106 2,982 19,722 SH   DFND 21 19,722 0 0
CUMMINS INC CALL 231021906 2,797 18,500 SH Call DFND 4 18,500 0 0
CUMMINS INC PUT 231021956 40,098 265,200 SH Put DFND 4 265,200 0 0
CURIS INC COM 231269101 794 285,551 SH   DFND 17 275,622 0 9,929
CURTISS WRIGHT CORP COM 231561101 32 350 SH   DFND 17 0 0 350
CURTISS WRIGHT CORP COM 231561101 1,067 11,697 SH   DFND 21 0 0 11,697
CUTERA INC COM 232109108 1,395 67,400 SH   DFND 17 63,185 0 4,215
CYBEROPTICS CORP COM 232517102 2,383 91,831 SH   DFND 17 88,803 0 3,028
CYPRESS SEMICONDUCTOR CORP COM 232806109 65,178 4,736,780 SH   DFND 17 3,500,345 0 1,236,435
CYTOKINETICS INC COM NEW 23282W605 1,086 84,476 SH   DFND 17 81,532 0 2,944
CYRUSONE INC COM 23283R100 37,905 736,442 SH   DFND 3 736,442 0 0
CYRUSONE INC COM 23283R100 5 100 SH   DFND 17 100 0 0
DMC GLOBAL INC COM 23291C103 1,093 88,110 SH   DFND 17 79,358 0 8,752
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,301 110,153 SH   DFND 4 110,153 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 199 4,135 SH   DFND 21 4,135 0 0
DDR CORP COM 23317H102 5,576 445,000 SH   DFND 4 445,000 0 0
DDR CORP COM 23317H102 144 11,510 SH   DFND 17 11,510 0 0
D R HORTON INC COM 23331A109 6,542 196,400 SH   DFND 3 196,400 0 0
D R HORTON INC COM 23331A109 2,509 75,318 SH   DFND 17 75,318 0 0
D R HORTON INC COM 23331A109 248 7,458 SH   DFND 20 7,458 0 0
D R HORTON INC COM 23331A109 10,265 308,164 SH   DFND 21 151,427 0 156,737
DST SYS INC DEL COM 233326107 37,451 305,725 SH   DFND 3 305,725 0 0
DST SYS INC DEL COM 233326107 1,391 11,355 SH   DFND 17 9,195 0 2,160
DST SYS INC DEL COM 233326107 10,379 84,723 SH   DFND 21 60,774 0 23,949
DST SYS INC DEL COM 233326107 84 683 SH   DFND 25 683 0 0
DTE ENERGY CO COM 233331107 9,676 94,764 SH   DFND 17 87,117 0 7,647
DTE ENERGY CO COM 233331107 886 8,675 SH   DFND 20 8,675 0 0
DTE ENERGY CO COM 233331107 39,472 386,567 SH   DFND 21 285,171 0 101,396
DTE ENERGY CO COM 233331107 189 1,851 SH   DFND 25 1,851 0 0
DANA INCORPORATED COM 235825205 33,406 1,730,000 SH   DFND 3 1,730,000 0 0
DANA INCORPORATED COM 235825205 2,664 137,935 SH   DFND 17 92,645 0 45,290
DANA INCORPORATED COM 235825205 96 4,997 SH   DFND 21 0 0 4,997
DANAHER CORP DEL COM 235851102 4,667 54,561 SH   DFND 4 54,561 0 0
DANAHER CORP DEL COM 235851102 93,499 1,093,169 SH   DFND 17 972,686 0 120,483
DANAHER CORP DEL COM 235851102 1,180 13,794 SH   DFND 20 13,794 0 0
DANAHER CORP DEL COM 235851102 68,258 798,163 SH   DFND 21 693,933 0 104,230
DANAHER CORP DEL COM 235851102 5,648 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL CALL 235851902 11,829 138,300 SH Call DFND 4 138,300 0 0
DANAHER CORP DEL PUT 235851952 59,606 696,900 SH Put DFND 4 696,900 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,554 475,000 PRN   DFND 17 475,000 0 0
DARDEN RESTAURANTS INC COM 237194105 6,987 83,509 SH   DFND 17 83,509 0 0
DARDEN RESTAURANTS INC COM 237194105 496 5,923 SH   DFND 20 5,923 0 0
DARDEN RESTAURANTS INC COM 237194105 32,937 393,656 SH   DFND 21 365,694 0 27,962
DAVE & BUSTERS ENTMT INC COM 238337109 15,397 252,042 SH   DFND 17 210,546 0 41,496
DAVE & BUSTERS ENTMT INC COM 238337109 624 10,217 SH   DFND 21 2,416 0 7,801
DAVITA INC COM 23918K108 44 653 SH   DFND 17 653 0 0
DAVITA INC COM 23918K108 244 3,588 SH   DFND 21 3,588 0 0
DEAN FOODS CO NEW COM NEW 242370203 952 48,402 SH   DFND 17 34,428 0 13,974
DEAN FOODS CO NEW COM NEW 242370203 323 16,444 SH   DFND 20 16,444 0 0
DEAN FOODS CO NEW COM NEW 242370203 17,588 894,604 SH   DFND 21 641,334 0 253,270
DEAN FOODS CO NEW COM NEW 242370203 86 4,381 SH   DFND 25 4,381 0 0
DEERE & CO COM 244199105 3,946 36,248 SH   DFND 4 36,248 0 0
DEERE & CO COM 244199105 120,262 1,104,740 SH   DFND 17 1,104,740 0 0
DEERE & CO COM 244199105 3,001 27,563 SH   DFND 21 25,681 0 1,882
DEERE & CO COM 244199105 10,753 98,500 SH   DFND 24 98,500 0 0
DEERE & CO CALL 244199905 6,292 57,800 SH Call DFND 4 57,800 0 0
DEERE & CO PUT 244199955 42,684 392,100 SH Put DFND 4 392,100 0 0
DELEK US HLDGS INC COM 246647101 685 28,204 SH   DFND 21 25,416 0 2,788
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 17,968 539,568 SH   DFND 3 539,568 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 917 14,307 SH   DFND 17 11,669 0 2,638
DELL TECHNOLOGIES INC COM CL V 24703L103 925 14,440 SH   DFND 21 12,312 0 2,128
DELL TECHNOLOGIES INC COM CL V 24703L103 9 135 SH   DFND 25 135 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 8,051 175,169 SH   DFND 4 175,169 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 19,230 418,404 SH   DFND 17 414,104 0 4,300
DELTA AIR LINES INC DEL COM NEW 247361702 32,007 696,407 SH   DFND 21 675,522 0 20,885
DELTA AIR LINES INC DEL CALL 247361902 6,508 141,600 SH Call DFND 4 141,600 0 0
DELTA AIR LINES INC DEL PUT 247361952 36,979 804,600 SH Put DFND 4 804,600 0 0
DENBURY RES INC COM NEW 247916208 1,663 644,621 SH   DFND 17 644,621 0 0
DELUXE CORP COM 248019101 41,684 577,579 SH   DFND 3 577,579 0 0
DELUXE CORP COM 248019101 6,022 83,441 SH   DFND 17 69,357 0 14,084
DELUXE CORP COM 248019101 424 5,877 SH   DFND 20 5,877 0 0
DELUXE CORP COM 248019101 18,275 253,225 SH   DFND 21 155,682 0 97,543
DENTSPLY SIRONA INC COM 24906P109 2,423 38,813 SH   DFND 17 38,813 0 0
DENTSPLY SIRONA INC COM 24906P109 14,135 226,378 SH   DFND 21 56,267 0 170,111
DERMIRA INC COM 24983L104 3,256 95,451 SH   DFND 17 95,451 0 0
DERMIRA INC COM 24983L104 519 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 610 650,000 PRN   DFND 17 650,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 7,263 174,095 SH   DFND 3 174,095 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,370 80,767 SH   DFND 4 80,767 0 0
DEVON ENERGY CORP NEW COM 25179M103 12,690 304,164 SH   DFND 17 104,874 0 199,290
DEVON ENERGY CORP NEW COM 25179M103 1,029 24,669 SH   DFND 21 20,742 0 3,927
DEVON ENERGY CORP NEW CALL 25179M903 4,335 103,900 SH Call DFND 4 103,900 0 0
DEVON ENERGY CORP NEW PUT 25179M953 22,754 545,400 SH Put DFND 4 545,400 0 0
DEVRY ED GROUP INC COM 251893103 5,556 156,715 SH   DFND 21 26,420 0 130,295
DEXCOM INC COM 252131107 61,166 721,889 SH   DFND 17 624,450 0 97,439
DEXCOM INC COM 252131107 302 3,563 SH   DFND 21 1,557 0 2,006
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,687 160,800 SH   DFND 17 160,800 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,827 288,869 SH   DFND 21 288,869 0 0
DIAMONDBACK ENERGY INC COM 25278X109 452 4,358 SH   DFND 20 4,358 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,324 12,761 SH   DFND 21 12,761 0 0
DICKS SPORTING GOODS INC COM 253393102 13,320 273,736 SH   DFND 17 261,286 0 12,450
DICKS SPORTING GOODS INC COM 253393102 18,654 383,360 SH   DFND 21 174,626 0 208,734
DIGITAL RLTY TR INC COM 253868103 17,269 162,316 SH   DFND 4 162,316 0 0
DIGITAL RLTY TR INC COM 253868103 58 548 SH   DFND 17 548 0 0
DILLARDS INC CL A 254067101 2,457 47,038 SH   DFND 17 47,038 0 0
DILLARDS INC CL A 254067101 1,629 31,183 SH   DFND 21 22,979 0 8,204
DINEEQUITY INC COM 254423106 98 1,793 SH   DFND 17 1,793 0 0
DINEEQUITY INC COM 254423106 181 3,328 SH   DFND 20 3,328 0 0
DINEEQUITY INC COM 254423106 5,147 94,588 SH   DFND 21 80,397 0 14,191
DISNEY WALT CO COM DISNEY 254687106 2,820 24,869 SH   DFND 4 20,660 0 4,209
DISNEY WALT CO COM DISNEY 254687106 178,711 1,576,074 SH   DFND 17 1,568,748 0 7,326
DISNEY WALT CO COM DISNEY 254687106 109,170 962,783 SH   DFND 21 668,200 0 294,583
DISNEY WALT CO COM DISNEY 254687106 121 1,071 SH   DFND 24 1,071 0 0
DISNEY WALT CO COM DISNEY 254687106 261 2,305 SH   DFND 25 2,305 0 0
DISNEY WALT CO CALL 254687906 34,629 305,400 SH Call DFND 4 305,400 0 0
DISNEY WALT CO CALL 254687906 1,247 11,000 SH Call DFND 21 11,000 0 0
DISNEY WALT CO PUT 254687956 176,922 1,560,300 SH Put DFND 4 1,560,300 0 0
DISCOVER FINL SVCS COM 254709108 9,911 144,920 SH   DFND 3 144,920 0 0
DISCOVER FINL SVCS COM 254709108 4,007 58,591 SH   DFND 4 58,591 0 0
DISCOVER FINL SVCS COM 254709108 5,337 78,039 SH   DFND 17 78,039 0 0
DISCOVER FINL SVCS COM 254709108 24,044 351,573 SH   DFND 21 249,522 0 102,051
DISCOVER FINL SVCS CALL 254709908 3,885 56,800 SH Call DFND 4 56,800 0 0
DISCOVER FINL SVCS PUT 254709958 25,489 372,700 SH Put DFND 4 372,700 0 0
DISH NETWORK CORP CL A 25470M109 5,673 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 44 698 SH   DFND 17 698 0 0
DR REDDYS LABS LTD ADR 256135203 771 19,200 SH   DFND 17 17,400 0 1,800
DR REDDYS LABS LTD ADR 256135203 699 17,412 SH   DFND 21 14,532 0 2,880
DOLBY LABORATORIES INC COM 25659T107 12,144 231,720 SH   DFND 17 192,340 0 39,380
DOLBY LABORATORIES INC COM 25659T107 2,488 47,475 SH   DFND 21 44,488 0 2,987
DOLLAR GEN CORP NEW COM 256677105 4,243 60,855 SH   DFND 4 60,855 0 0
DOLLAR GEN CORP NEW COM 256677105 55 785 SH   DFND 17 785 0 0
DOLLAR GEN CORP NEW COM 256677105 77 1,100 SH   DFND 21 1,100 0 0
DOLLAR GEN CORP NEW CALL 256677905 1,262 18,100 SH Call DFND 4 18,100 0 0
DOLLAR GEN CORP NEW PUT 256677955 19,357 277,600 SH Put DFND 4 277,600 0 0
DOLLAR TREE INC COM 256746108 7,454 95,000 SH   DFND 4 95,000 0 0
DOLLAR TREE INC COM 256746108 49,060 625,292 SH   DFND 17 518,727 0 106,565
DOLLAR TREE INC CALL 256746908 604 7,700 SH Call DFND 4 7,700 0 0
DOLLAR TREE INC PUT 256746958 6,088 77,600 SH Put DFND 4 77,600 0 0
DOMINION DIAMOND CORP COM 257287102 416 33,003 SH   DFND 17 0 0 33,003
DOMINION RES INC VA NEW COM 25746U109 4,003 51,605 SH   DFND 4 51,605 0 0
DOMINION RES INC VA NEW COM 25746U109 307 3,958 SH   DFND 17 3,958 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12,575 250,000 SH   DFND 17 250,000 0 0
DOMINION RES INC VA NEW CALL 25746U909 5,034 64,900 SH Call DFND 4 64,900 0 0
DOMINION RES INC VA NEW PUT 25746U959 47,729 615,300 SH Put DFND 4 615,300 0 0
DOMINOS PIZZA INC COM 25754A201 4,423 24,001 SH   DFND 17 23,536 0 465
DOMINOS PIZZA INC COM 25754A201 13,953 75,707 SH   DFND 21 75,707 0 0
DOMTAR CORP COM NEW 257559203 1,862 51,136 SH   DFND 17 47,395 0 3,741
DOMTAR CORP COM NEW 257559203 15,487 425,410 SH   DFND 21 394,517 0 30,893
DOMTAR CORP COM NEW 257559203 35 973 SH   DFND 25 973 0 0
DONALDSON INC COM 257651109 480 10,777 SH   DFND 21 3,152 0 7,625
DONALDSON INC COM 257651109 9,681 213,040 SH   DFND 24 213,040 0 0
DONEGAL GROUP INC CL A 257701201 590 33,478 SH   DFND 21 33,478 0 0
DONNELLEY R R & SONS CO COM 257867200 165 13,585 SH   DFND 21 3,189 0 10,396
DOUGLAS EMMETT INC COM 25960P109 7,886 205,363 SH   DFND 4 205,363 0 0
DOUGLAS DYNAMICS INC COM 25960R105 1,061 34,603 SH   DFND 17 34,603 0 0
DOUGLAS DYNAMICS INC COM 25960R105 470 15,327 SH   DFND 21 15,327 0 0
DOW CHEM CO COM 260543103 3,920 61,700 SH   DFND 3 61,700 0 0
DOW CHEM CO COM 260543103 3,308 52,061 SH   DFND 4 52,061 0 0
DOW CHEM CO COM 260543103 81,154 1,277,206 SH   DFND 17 1,062,641 0 214,565
DOW CHEM CO COM 260543103 11,405 179,500 SH   DFND 20 179,500 0 0
DOW CHEM CO COM 260543103 156,325 2,460,257 SH   DFND 21 1,641,475 0 818,782
DOW CHEM CO COM 260543103 3,479 54,200 SH   DFND 24 54,200 0 0
DOW CHEM CO COM 260543103 493 7,754 SH   DFND 25 7,754 0 0
DOW CHEM CO CALL 260543903 5,668 89,200 SH Call DFND 4 89,200 0 0
DOW CHEM CO PUT 260543953 62,644 985,900 SH Put DFND 4 985,900 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 19,702 201,204 SH   DFND 17 110,720 0 90,484
DR PEPPER SNAPPLE GROUP INC COM 26138E109 69,867 713,510 SH   DFND 21 489,735 0 223,775
DR PEPPER SNAPPLE GROUP INC COM 26138E109 309 3,157 SH   DFND 25 3,157 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 456 5,674 SH   DFND 4 5,674 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 4,048 50,392 SH   DFND 17 50,392 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,452 42,972 SH   DFND 21 42,972 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,580 31,600 SH   DFND 24 31,600 0 0
DU PONT E I DE NEMOURS & CO CALL 263534909 8,780 109,300 SH Call DFND 4 109,300 0 0
DU PONT E I DE NEMOURS & CO PUT 263534959 64,521 803,200 SH Put DFND 4 803,200 0 0
DUCOMMUN INC DEL COM 264147109 838 29,106 SH   DFND 17 26,227 0 2,879
DUCOMMUN INC DEL COM 264147109 1,015 35,261 SH   DFND 21 17,637 0 17,624
DUKE REALTY CORP COM NEW 264411505 1,904 72,481 SH   DFND 17 72,481 0 0
DUKE REALTY CORP COM NEW 264411505 8,286 315,400 SH   DFND 21 315,400 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,397 41,421 SH   DFND 4 41,421 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 17,515 213,575 SH   DFND 17 165,875 0 47,700
DUKE ENERGY CORP NEW COM NEW 26441C204 216 2,637 SH   DFND 20 2,637 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 30,723 374,621 SH   DFND 21 183,321 0 191,300
DUKE ENERGY CORP NEW CALL 26441C904 8,242 100,500 SH Call DFND 4 100,500 0 0
DUKE ENERGY CORP NEW PUT 26441C954 57,546 701,700 SH Put DFND 4 701,700 0 0
DULUTH HLDGS INC COM CL B 26443V101 1,705 80,074 SH   DFND 17 80,074 0 0
DUNKIN BRANDS GROUP INC COM 265504100 219 3,996 SH   DFND 21 0 0 3,996
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 7,878 158,860 SH   DFND 17 151,027 0 7,833
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 15,442 311,403 SH   DFND 21 287,168 0 24,235
DYCOM INDS INC COM 267475101 447 4,807 SH   DFND 21 4,807 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 46,568 39,765,000 PRN   DFND 17 39,765,000 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 426 71,648 SH   DFND 17 71,648 0 0
DYNEX CAP INC COM NEW 26817Q506 329 46,469 SH   DFND 17 46,469 0 0
DYNEX CAP INC COM NEW 26817Q506 287 40,491 SH   DFND 21 40,491 0 0
DYNEGY INC NEW DEL COM 26817R108 1,375 2,413,004 SH   DFND 4 2,379,309 0 33,695
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 20,172 695,590 SH   DFND 17 695,590 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 360 6,130 SH   DFND 17 6,130 0 0
EMC INS GROUP INC COM 268664109 362 12,905 SH   DFND 17 12,905 0 0
EOG RES INC COM 26875P101 7,518 77,065 SH   DFND 4 77,065 0 0
EOG RES INC COM 26875P101 87,509 897,072 SH   DFND 17 790,528 0 106,544
EOG RES INC COM 26875P101 70,517 722,734 SH   DFND 21 477,285 0 245,449
EOG RES INC COM 26875P101 2,400 24,700 SH   DFND 24 24,700 0 0
EOG RES INC CALL 26875P901 12,321 126,300 SH Call DFND 4 126,300 0 0
EOG RES INC PUT 26875P951 69,378 711,200 SH Put DFND 4 711,200 0 0
EQT CORP COM 26884L109 15 250 SH   DFND 3 250 0 0
EQT CORP COM 26884L109 15,886 260,000 SH   DFND 4 260,000 0 0
EQT CORP COM 26884L109 328 5,376 SH   DFND 17 5,376 0 0
EPR PPTYS COM SH BEN INT 26884U109 15 200 SH   DFND 3 200 0 0
EPR PPTYS COM SH BEN INT 26884U109 12,478 169,466 SH   DFND 4 169,466 0 0
EPR PPTYS COM SH BEN INT 26884U109 511 6,935 SH   DFND 17 6,935 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 6,214 80,800 SH   DFND 3 80,800 0 0
EAGLE BANCORP INC MD COM 268948106 20,938 350,723 SH   DFND 17 280,322 0 70,401
EAGLE BANCORP INC MD COM 268948106 154 2,573 SH   DFND 21 2,573 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 11,011 315,589 SH   DFND 17 258,489 0 57,100
E TRADE FINANCIAL CORP COM NEW 269246401 449 12,881 SH   DFND 20 12,881 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 12,774 366,111 SH   DFND 21 358,809 0 7,302
EAGLE PHARMACEUTICALS INC COM 269796108 11,276 135,959 SH   DFND 17 113,141 0 22,818
EAGLE PHARMACEUTICALS INC COM 269796108 2,345 28,300 SH   DFND 24 28,300 0 0
EAST WEST BANCORP INC COM 27579R104 33,779 654,500 SH   DFND 3 654,500 0 0
EAST WEST BANCORP INC COM 27579R104 602 11,662 SH   DFND 17 11,662 0 0
EAST WEST BANCORP INC COM 27579R104 357 6,921 SH   DFND 20 6,921 0 0
EAST WEST BANCORP INC COM 27579R104 1,209 23,432 SH   DFND 21 23,432 0 0
EASTGROUP PPTY INC COM 277276101 10,191 138,591 SH   DFND 4 138,591 0 0
EASTMAN CHEM CO COM 277432100 54,779 677,952 SH   DFND 3 677,952 0 0
EASTMAN CHEM CO COM 277432100 21,534 266,512 SH   DFND 17 262,970 0 3,542
EASTMAN CHEM CO COM 277432100 792 9,798 SH   DFND 20 9,798 0 0
EASTMAN CHEM CO COM 277432100 15,375 190,287 SH   DFND 21 129,964 0 60,323
EASTMAN CHEM CO COM 277432100 47 585 SH   DFND 25 585 0 0
EBAY INC COM 278642103 1,078 32,120 SH   DFND 17 32,120 0 0
EBAY INC COM 278642103 6,707 199,792 SH   DFND 21 142,450 0 57,342
EBAY INC CALL 278642903 5,348 159,300 SH Call DFND 4 159,300 0 0
EBAY INC PUT 278642953 23,160 689,900 SH Put DFND 4 689,900 0 0
EBIX INC COM NEW 278715206 4,499 73,453 SH   DFND 17 2,918 0 70,535
EBIX INC COM NEW 278715206 2,150 35,102 SH   DFND 21 8,295 0 26,807
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,238 57,974 SH   DFND 17 57,974 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 25,002 26,320,000 PRN   DFND 17 26,320,000 0 0
ECOLAB INC COM 278865100 13,126 104,727 SH   DFND 17 104,727 0 0
ECOLAB INC COM 278865100 118,287 943,882 SH   DFND 21 798,296 0 145,586
ECOLAB INC COM 278865100 7,428 59,260 SH   DFND 24 59,260 0 0
ECOLAB INC CALL 278865900 7,545 60,200 SH Call DFND 4 60,200 0 0
ECOLAB INC PUT 278865950 52,705 420,500 SH Put DFND 4 420,500 0 0
EDGEWELL PERS CARE CO COM 28035Q102 1,101 15,052 SH   DFND 21 15,052 0 0
EDISON INTL COM 281020107 630 7,910 SH   DFND 4 7,910 0 0
EDISON INTL COM 281020107 16,990 213,420 SH   DFND 17 96,809 0 116,611
EDISON INTL COM 281020107 727 9,136 SH   DFND 20 9,136 0 0
EDISON INTL COM 281020107 22,281 279,874 SH   DFND 21 142,592 0 137,282
EDISON INTL CALL 281020907 3,256 40,900 SH Call DFND 4 40,900 0 0
EDISON INTL PUT 281020957 28,476 357,700 SH Put DFND 4 357,700 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 61 653 SH   DFND 4 653 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 49,305 524,133 SH   DFND 17 403,628 0 120,505
EDWARDS LIFESCIENCES CORP COM 28176E108 9,965 105,934 SH   DFND 20 105,934 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,482 47,641 SH   DFND 21 41,006 0 6,635
EDWARDS LIFESCIENCES CORP CALL 28176E908 1,750 18,600 SH Call DFND 4 18,600 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 12,643 134,400 SH Put DFND 4 134,400 0 0
8X8 INC NEW COM 282914100 818 53,650 SH   DFND 17 53,650 0 0
EL PASO ELEC CO COM NEW 283677854 76 1,505 SH   DFND 17 1,505 0 0
EL PASO ELEC CO COM NEW 283677854 358 7,086 SH   DFND 20 7,086 0 0
EL PASO ELEC CO COM NEW 283677854 1,035 20,493 SH   DFND 21 20,493 0 0
ELDORADO RESORTS INC COM 28470R102 6,816 360,171 SH   DFND 17 352,326 0 7,845
ELDORADO RESORTS INC COM 28470R102 936 49,439 SH   DFND 21 0 0 49,439
ELDORADO GOLD CORP NEW COM 284902103 16,551 4,851,183 SH   DFND 21 4,851,183 0 0
ELECTRONIC ARTS INC COM 285512109 44,472 496,784 SH   DFND 17 383,226 0 113,558
ELECTRONIC ARTS INC COM 285512109 8,938 99,844 SH   DFND 21 97,411 0 2,433
ELECTRONIC ARTS INC CALL 285512909 6,392 71,400 SH Call DFND 4 71,400 0 0
ELECTRONIC ARTS INC PUT 285512959 29,595 330,600 SH Put DFND 4 330,600 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 117 2,401 SH   DFND 17 2,401 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 88 1,801 SH   DFND 21 1,801 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 33,474 30,765,000 PRN   DFND 17 25,785,000 0 4,980,000
EMBRAER S A SP ADR REP 4 COM 29082A107 25,712 1,164,500 SH   DFND 3 699,200 0 465,300
EMBRAER S A SP ADR REP 4 COM 29082A107 3,742 169,491 SH   DFND 17 169,491 0 0
EMCORE CORP COM NEW 290846203 2,694 299,388 SH   DFND 17 289,526 0 9,862
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,230 76,780 SH   DFND 21 75,280 0 1,500
EMERSON ELEC CO COM 291011104 236 3,944 SH   DFND 4 3,944 0 0
EMERSON ELEC CO COM 291011104 118 1,975 SH   DFND 17 1,975 0 0
EMERSON ELEC CO COM 291011104 3,197 53,400 SH   DFND 21 53,400 0 0
EMERSON ELEC CO CALL 291011904 8,111 135,500 SH Call DFND 4 135,500 0 0
EMERSON ELEC CO PUT 291011954 23,256 388,500 SH Put DFND 4 388,500 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,220 32,147 SH   DFND 17 3,699 0 28,448
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 5,191 311,000 SH   DFND 4 311,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 15,472 16,350,000 PRN   DFND 17 16,350,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 34,325 39,000,000 PRN   DFND 17 39,000,000 0 0
ENCORE WIRE CORP COM 292562105 1,503 32,674 SH   DFND 21 32,674 0 0
ENERGEN CORP COM 29265N108 12,551 230,540 SH   DFND 17 189,118 0 41,422
ENERGY RECOVERY INC COM 29270J100 1,319 158,555 SH   DFND 17 158,555 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 45,732 820,300 SH   DFND 3 820,300 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 694 12,445 SH   DFND 17 12,445 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 621 11,140 SH   DFND 20 11,140 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 4,976 89,255 SH   DFND 21 85,949 0 3,306
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 9,678 265,000 SH   DFND 4 265,000 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 6,594 334,200 SH   DFND 3 334,200 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 12 1,200 SH   DFND 3 1,200 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 438 42,200 SH   DFND 17 0 0 42,200
ENERSYS COM 29275Y102 50,529 640,100 SH   DFND 3 640,100 0 0
ENERSYS COM 29275Y102 9 120 SH   DFND 17 120 0 0
ENERSYS COM 29275Y102 4,691 59,419 SH   DFND 21 51,144 0 8,275
ENERGY XXI GULF COAST INC COM 29276K101 7,711 257,274 SH   DFND 17 257,274 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 2,029 368,854 SH   DFND 21 195,862 0 172,992
ENNIS INC COM 293389102 14,445 849,701 SH   DFND 3 849,701 0 0
ENNIS INC COM 293389102 1,713 100,768 SH   DFND 17 75,001 0 25,767
ENNIS INC COM 293389102 2 111 SH   DFND 21 111 0 0
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 13,455 574,979 SH   DFND 17 461,017 0 113,962
ENTEGRIS INC COM 29362U104 72 3,061 SH   DFND 20 3,061 0 0
ENTEGRIS INC COM 29362U104 208 8,887 SH   DFND 21 8,887 0 0
ENTERGY CORP NEW COM 29364G103 86,823 1,143,016 SH   DFND 3 1,143,016 0 0
ENTERGY CORP NEW COM 29364G103 33,082 435,520 SH   DFND 17 346,319 0 89,201
ENTERGY CORP NEW COM 29364G103 820 10,793 SH   DFND 20 10,793 0 0
ENTERGY CORP NEW COM 29364G103 52,246 687,809 SH   DFND 21 474,345 0 213,464
ENTERGY CORP NEW COM 29364G103 247 3,258 SH   DFND 25 3,258 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 3,136 73,956 SH   DFND 17 45,187 0 28,769
ENTERPRISE FINL SVCS CORP COM 293712105 182 4,283 SH   DFND 20 4,283 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 1,594 37,606 SH   DFND 21 33,940 0 3,666
ENTERPRISE PRODS PARTNERS L COM 293792107 17,271 625,547 SH   DFND 4 625,547 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 2,495 402,379 SH   DFND 17 389,204 0 13,175
ENZO BIOCHEM INC COM 294100102 66 7,890 SH   DFND 17 7,890 0 0
ENZO BIOCHEM INC COM 294100102 98 11,738 SH   DFND 21 11,738 0 0
EPAM SYS INC COM 29414B104 17,748 235,005 SH   DFND 17 235,005 0 0
EPAM SYS INC COM 29414B104 1,822 24,130 SH   DFND 21 24,130 0 0
ENVISION HEALTHCARE CORP COM 29414D100 627 10,228 SH   DFND 17 3,333 0 6,895
ENVISION HEALTHCARE CORP COM 29414D100 19,490 317,843 SH   DFND 21 187,524 0 130,319
ENVISION HEALTHCARE CORP COM 29414D100 132 2,158 SH   DFND 25 2,158 0 0
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 1,651 14,480 SH   DFND 17 14,480 0 0
EPLUS INC COM 294268107 2,263 33,520 SH   DFND 17 32,532 0 988
EPLUS INC COM 294268107 55 810 SH   DFND 21 0 0 810
EQUIFAX INC COM 294429105 45,971 336,190 SH   DFND 17 257,609 0 78,581
EQUIFAX INC COM 294429105 816 5,967 SH   DFND 20 5,967 0 0
EQUIFAX INC COM 294429105 19,293 141,091 SH   DFND 21 141,091 0 0
EQUINIX INC COM PAR $0.001 29444U700 19,914 49,738 SH   DFND 4 49,738 0 0
EQUINIX INC COM PAR $0.001 29444U700 15,447 38,583 SH   DFND 17 31,515 0 7,068
EQUINIX INC COM PAR $0.001 29444U700 18,833 47,038 SH   DFND 21 47,038 0 0
EQUINIX INC CALL 29444U900 7,847 19,600 SH Call DFND 4 19,600 0 0
EQUINIX INC PUT 29444U950 49,926 124,700 SH Put DFND 4 124,700 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 11,675 151,499 SH   DFND 17 120,947 0 30,552
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,301 55,813 SH   DFND 21 55,813 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 45,499 731,255 SH   DFND 4 731,255 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 79 1,274 SH   DFND 17 1,274 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 104 1,673 SH   DFND 21 1,673 0 0
EQUITY RESIDENTIAL CALL 29476L907 3,410 54,800 SH Call DFND 4 54,800 0 0
EQUITY RESIDENTIAL PUT 29476L957 30,096 483,700 SH Put DFND 4 483,700 0 0
ERIE INDTY CO CL A 29530P102 1,502 12,245 SH   DFND 21 12,245 0 0
ESCO TECHNOLOGIES INC COM 296315104 344 5,919 SH   DFND 17 5,919 0 0
ESCO TECHNOLOGIES INC COM 296315104 728 12,525 SH   DFND 21 12,525 0 0
ESSEX PPTY TR INC COM 297178105 23,416 101,134 SH   DFND 4 101,134 0 0
ESSEX PPTY TR INC COM 297178105 53 227 SH   DFND 17 227 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 898 10,435 SH   DFND 17 10,435 0 0
ETSY INC COM 29786A106 1,779 167,313 SH   DFND 17 113,588 0 53,725
EURONET WORLDWIDE INC COM 298736109 10,317 120,636 SH   DFND 17 89,099 0 31,537
EURONET WORLDWIDE INC COM 298736109 15,459 180,765 SH   DFND 21 149,034 0 31,731
EURONET WORLDWIDE INC COM 298736109 116 1,356 SH   DFND 25 1,356 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 29,140 23,015,000 PRN   DFND 17 18,770,000 0 4,245,000
EVERCORE PARTNERS INC CLASS A 29977A105 770 9,880 SH   DFND 17 0 0 9,880
EVERCORE PARTNERS INC CLASS A 29977A105 142 1,828 SH   DFND 20 1,828 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 391 5,023 SH   DFND 21 5,023 0 0
EVERBANK FINL CORP COM 29977G102 28,499 1,462,978 SH   DFND 21 1,462,978 0 0
EVERI HLDGS INC COM 30034T103 156 32,637 SH   DFND 21 20,584 0 12,053
EVERSOURCE ENERGY COM 30040W108 57 977 SH   DFND 17 977 0 0
EVERSOURCE ENERGY COM 30040W108 178 3,031 SH   DFND 21 3,031 0 0
EVERSOURCE ENERGY CALL 30040W908 935 15,900 SH Call DFND 4 15,900 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,534 316,783 SH   DFND 17 304,437 0 12,346
EVOLUTION PETROLEUM CORP COM 30049A107 74 9,250 SH   DFND 21 9,250 0 0
EXA CORP COM 300614500 816 64,267 SH   DFND 17 57,999 0 6,268
EXACT SCIENCES CORP COM 30063P105 1,496 63,340 SH   DFND 17 63,340 0 0
EXACTECH INC COM 30064E109 1,643 65,205 SH   DFND 17 65,205 0 0
EXELON CORP COM 30161N101 4,180 116,179 SH   DFND 4 116,179 0 0
EXELON CORP COM 30161N101 10,890 302,676 SH   DFND 17 293,092 0 9,584
EXELON CORP COM 30161N101 1,294 35,966 SH   DFND 20 35,966 0 0
EXELON CORP COM 30161N101 69,221 1,923,863 SH   DFND 21 1,333,697 0 590,166
EXELON CORP COM 30161N101 90 2,494 SH   DFND 25 2,494 0 0
EXELON CORP UNIT 99/99/9999 30161N127 67,253 1,362,505 SH   DFND 17 1,362,505 0 0
EXELON CORP CALL 30161N901 2,461 68,400 SH Call DFND 4 68,400 0 0
EXELON CORP PUT 30161N951 34,760 966,100 SH Put DFND 4 966,100 0 0
EXELIXIS INC COM 30161Q104 15,271 704,695 SH   DFND 17 598,145 0 106,550
EXELIXIS INC COM 30161Q104 1,513 69,797 SH   DFND 21 3,155 0 66,642
EXELIXIS INC COM 30161Q104 5,438 256,500 SH   DFND 24 256,500 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,523 20,000 SH   DFND 4 20,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 72,376 573,637 SH   DFND 17 556,040 0 17,597
EXPRESS INC COM 30219E103 423 46,385 SH   DFND 17 23,585 0 22,800
EXPRESS INC COM 30219E103 549 60,241 SH   DFND 21 50,138 0 10,103
EXPRESS SCRIPTS HLDG CO COM 30219G108 8,183 124,156 SH   DFND 4 124,156 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,469 37,467 SH   DFND 17 37,467 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,116 16,928 SH   DFND 20 16,928 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 26,075 395,611 SH   DFND 21 210,058 0 185,553
EXPRESS SCRIPTS HLDG CO CALL 30219G908 9,498 144,100 SH Call DFND 4 144,100 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 44,212 670,800 SH Put DFND 4 670,800 0 0
EXTREME NETWORKS INC COM 30226D106 1,305 173,805 SH   DFND 17 139,900 0 33,905
EXXON MOBIL CORP COM 30231G102 79,769 972,672 SH   DFND 3 972,672 0 0
EXXON MOBIL CORP COM 30231G102 50,884 620,459 SH   DFND 4 620,459 0 0
EXXON MOBIL CORP COM 30231G102 75,702 923,082 SH   DFND 17 823,629 0 99,453
EXXON MOBIL CORP COM 30231G102 1,666 20,316 SH   DFND 20 20,316 0 0
EXXON MOBIL CORP COM 30231G102 238,637 2,909,858 SH   DFND 21 2,088,402 0 821,456
EXXON MOBIL CORP COM 30231G102 2,082 24,880 SH   DFND 24 24,880 0 0
EXXON MOBIL CORP COM 30231G102 413 5,036 SH   DFND 25 5,036 0 0
EXXON MOBIL CORP CALL 30231G902 45,876 559,400 SH Call DFND 4 559,400 0 0
EXXON MOBIL CORP PUT 30231G952 325,654 3,970,900 SH Put DFND 4 3,970,900 0 0
FLIR SYS INC COM 302445101 1,332 36,714 SH   DFND 17 32,189 0 4,525
FLIR SYS INC COM 302445101 76 2,096 SH   DFND 21 2,096 0 0
F M C CORP COM NEW 302491303 9,530 136,941 SH   DFND 17 133,686 0 3,255
F M C CORP COM NEW 302491303 5,535 90,000 SH   DFND 24 90,000 0 0
FNB CORP PA COM 302520101 33,876 2,278,121 SH   DFND 3 2,278,121 0 0
FTI CONSULTING INC COM 302941109 1,782 43,273 SH   DFND 21 43,273 0 0
FACEBOOK INC CL A 30303M102 808,969 5,694,959 SH   DFND 17 4,939,262 0 755,697
FACEBOOK INC CL A 30303M102 16,831 118,488 SH   DFND 20 118,488 0 0
FACEBOOK INC CL A 30303M102 416,633 2,933,014 SH   DFND 21 2,271,719 0 661,295
FACEBOOK INC CL A 30303M102 320 2,256 SH   DFND 25 2,256 0 0
FACEBOOK INC CALL 30303M902 64,562 454,500 SH Call DFND 4 454,500 0 0
FACEBOOK INC PUT 30303M952 394,956 2,780,400 SH Put DFND 4 2,780,400 0 0
FAIR ISAAC CORP COM 303250104 4,833 37,482 SH   DFND 17 37,482 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 3,611 492,600 SH   DFND 17 492,600 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 687 94,000 SH   DFND 24 94,000 0 0
FASTENAL CO COM 311900104 46 887 SH   DFND 17 887 0 0
FASTENAL CO COM 311900104 2,190 42,521 SH   DFND 21 42,521 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 621 10,787 SH   DFND 17 493 0 10,294
FEDERAL AGRIC MTG CORP CL C 313148306 1,171 20,337 SH   DFND 21 7,047 0 13,290
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13,350 100,000 SH   DFND 4 100,000 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 33 250 SH   DFND 17 250 0 0
FEDEX CORP COM 31428X106 11,854 60,745 SH   DFND 3 60,745 0 0
FEDEX CORP COM 31428X106 13,700 70,203 SH   DFND 4 70,203 0 0
FEDEX CORP COM 31428X106 4,103 21,024 SH   DFND 17 21,024 0 0
FEDEX CORP COM 31428X106 1,015 5,203 SH   DFND 20 5,203 0 0
FEDEX CORP COM 31428X106 41,373 212,004 SH   DFND 21 98,634 0 113,370
FEDEX CORP CALL 31428X906 9,797 50,200 SH Call DFND 4 50,200 0 0
FEDEX CORP PUT 31428X956 73,435 376,300 SH Put DFND 4 376,300 0 0
FELCOR LODGING TR INC COM 31430F101 13,741 1,829,646 SH   DFND 4 1,829,646 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 36,748 1,507,305 SH   DFND 17 1,507,305 0 0
F5 NETWORKS INC COM 315616102 224 1,571 SH   DFND 17 201 0 1,370
FIDELITY & GTY LIFE COM 315785105 172 6,172 SH   DFND 17 6,172 0 0
FIDELITY & GTY LIFE COM 315785105 3,289 118,326 SH   DFND 21 106,315 0 12,011
FIDELITY NATL INFORMATION SV COM 31620M106 6,370 80,000 SH   DFND 3 80,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,998 50,212 SH   DFND 4 50,212 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 62,012 778,848 SH   DFND 17 578,509 0 200,339
FIDELITY NATL INFORMATION SV COM 31620M106 814 10,218 SH   DFND 20 10,218 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 14,833 186,302 SH   DFND 21 127,814 0 58,488
FIDELITY NATL INFORMATION SV COM 31620M106 122 1,527 SH   DFND 25 1,527 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 2,763 34,700 SH Call DFND 4 34,700 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 42,151 529,400 SH Put DFND 4 529,400 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,425 1,100,000 PRN   DFND 17 1,100,000 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 24,515 1,095,400 SH   DFND 3 1,095,400 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 1,337 59,761 SH   DFND 17 59,761 0 0
FIFTH THIRD BANCORP COM 316773100 76,629 3,016,878 SH   DFND 3 3,016,878 0 0
FIFTH THIRD BANCORP COM 316773100 3,210 126,371 SH   DFND 4 126,371 0 0
FIFTH THIRD BANCORP COM 316773100 22,944 903,326 SH   DFND 17 903,326 0 0
FIFTH THIRD BANCORP COM 316773100 3,189 125,547 SH   DFND 21 124,036 0 1,511
FIFTH THIRD BANCORP CALL 316773900 983 38,700 SH Call DFND 4 38,700 0 0
FIFTH THIRD BANCORP PUT 316773950 14,483 570,200 SH Put DFND 4 570,200 0 0
FINANCIAL INSTNS INC COM 317585404 1,919 58,250 SH   DFND 17 47,355 0 10,895
FINISAR CORP COM NEW 31787A507 58,831 2,151,822 SH   DFND 17 1,952,715 0 199,107
FINISAR CORP COM NEW 31787A507 334 12,220 SH   DFND 20 12,220 0 0
FINISAR CORP COM NEW 31787A507 12,131 443,727 SH   DFND 21 374,966 0 68,761
FINISAR CORP NOTE 0.500%12/1 31787AAM3 9,031 8,000,000 PRN   DFND 17 7,335,000 0 665,000
FINISH LINE INC CL A 317923100 421 29,569 SH   DFND 17 29,569 0 0
FINISH LINE INC CL A 317923100 2,780 195,334 SH   DFND 21 88,441 0 106,893
FIREEYE INC COM 31816Q101 35,107 2,784,035 SH   DFND 17 2,738,265 0 45,770
FIREEYE INC COM 31816Q101 148 11,716 SH   DFND 21 11,716 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 26,457 28,180,000 PRN   DFND 17 28,180,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 44,717 49,900,000 PRN   DFND 17 49,900,000 0 0
FIRST AMERN FINL CORP COM 31847R102 36,966 941,100 SH   DFND 3 941,100 0 0
FIRST AMERN FINL CORP COM 31847R102 1,800 45,817 SH   DFND 17 45,817 0 0
FIRST AMERN FINL CORP COM 31847R102 355 9,050 SH   DFND 20 9,050 0 0
FIRST AMERN FINL CORP COM 31847R102 11,327 288,353 SH   DFND 21 148,922 0 139,431
FIRST BANCORP P R COM NEW 318672706 797 141,102 SH   DFND 17 141,102 0 0
FIRST BANCORP P R COM NEW 318672706 1,601 283,353 SH   DFND 21 256,566 0 26,787
FIRST CTZNS BANCSHARES INC N CL A 31946M103 352 1,051 SH   DFND 21 1,051 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,549 51,491 SH   DFND 17 51,491 0 0
FIRST DATA CORP NEW COM CL A 32008D106 16,663 1,075,000 SH   DFND 4 1,075,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 2,913 187,920 SH   DFND 17 124,840 0 63,080
FIRST DATA CORP NEW COM CL A 32008D106 127 8,194 SH   DFND 21 8,194 0 0
FIRST FINL BANCORP OH COM 320209109 344 12,545 SH   DFND 17 12,545 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 14 530 SH   DFND 3 530 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 279 10,470 SH   DFND 17 10,470 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 20,690 521,812 SH   DFND 3 521,812 0 0
FIRST MERCHANTS CORP COM 320817109 3,114 79,186 SH   DFND 17 38,741 0 40,445
FIRST MERCHANTS CORP COM 320817109 144 3,651 SH   DFND 20 3,651 0 0
FIRST MERCHANTS CORP COM 320817109 419 10,667 SH   DFND 21 10,667 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 35,198 1,486,400 SH   DFND 3 1,486,400 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,172 49,504 SH   DFND 17 49,504 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 144 6,094 SH   DFND 20 6,094 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 423 17,864 SH   DFND 21 17,864 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,257 120,000 SH   DFND 4 120,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 62,748 668,887 SH   DFND 17 518,275 0 150,612
FIRST REP BK SAN FRANCISCO C COM 33616C100 13,397 142,811 SH   DFND 21 125,300 0 17,511
FIRST SOLAR INC COM 336433107 7 240 SH   DFND 17 240 0 0
FIRST SOLAR INC COM 336433107 6,613 243,513 SH   DFND 21 236,545 0 6,968
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 969 11,000 SH   DFND 24 11,000 0 0
FISERV INC COM 337738108 471 4,083 SH   DFND 4 4,083 0 0
FISERV INC COM 337738108 32,675 283,367 SH   DFND 17 231,727 0 51,640
FISERV INC COM 337738108 9,888 85,750 SH   DFND 21 11,767 0 73,983
FISERV INC CALL 337738908 5,131 44,500 SH Call DFND 4 44,500 0 0
FISERV INC PUT 337738958 28,562 247,700 SH Put DFND 4 247,700 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,257 44,602 SH   DFND 21 8,124 0 36,478
FIRSTENERGY CORP COM 337932107 5,893 185,200 SH   DFND 3 185,200 0 0
FIRSTENERGY CORP COM 337932107 3,558 111,825 SH   DFND 17 98,099 0 13,726
FIRSTENERGY CORP COM 337932107 29,956 941,408 SH   DFND 21 431,937 0 509,471
FIRSTENERGY CORP COM 337932107 114 3,573 SH   DFND 25 3,573 0 0
FITBIT INC CL A 33812L102 24,608 4,156,745 SH   DFND 17 4,156,745 0 0
FITBIT INC CL A 33812L102 118 20,007 SH   DFND 21 20,007 0 0
FIVE9 INC COM 338307101 17,397 1,056,940 SH   DFND 17 938,047 0 118,893
FIVE9 INC COM 338307101 4,703 285,725 SH   DFND 21 285,725 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,484 23,009 SH   DFND 17 23,009 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 621 4,104 SH   DFND 21 4,104 0 0
FLEXION THERAPEUTICS INC COM 33938J106 4,059 150,831 SH   DFND 17 147,077 0 3,754
FLOTEK INDS INC DEL COM 343389102 1,380 107,870 SH   DFND 17 107,870 0 0
FLUOR CORP NEW COM 343412102 28 525 SH   DFND 3 525 0 0
FLUOR CORP NEW COM 343412102 74,904 1,423,486 SH   DFND 17 1,417,556 0 5,930
FLUOR CORP NEW COM 343412102 142 2,704 SH   DFND 21 0 0 2,704
FLOWSERVE CORP COM 34354P105 19 402 SH   DFND 17 402 0 0
FLOWSERVE CORP COM 34354P105 3,206 66,215 SH   DFND 21 62,291 0 3,924
FLOWSERVE CORP COM 34354P105 4,666 97,200 SH   DFND 24 97,200 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,044 3,000,000 PRN   DFND 17 3,000,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 232 17,683 SH   DFND 21 17,683 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 356 4,020 SH   DFND 21 4,020 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 425 4,700 SH   DFND 24 4,700 0 0
FOOT LOCKER INC COM 344849104 12,160 162,540 SH   DFND 17 64,412 0 98,128
FOOT LOCKER INC COM 344849104 816 10,905 SH   DFND 20 10,905 0 0
FOOT LOCKER INC COM 344849104 52,970 708,057 SH   DFND 21 518,936 0 189,121
FOOT LOCKER INC COM 344849104 196 2,615 SH   DFND 25 2,615 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4,100 352,256 SH   DFND 4 352,256 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 121,177 10,410,422 SH   DFND 17 9,538,885 0 871,537
FORD MTR CO DEL COM PAR $0.01 345370860 52,844 4,539,850 SH   DFND 21 4,062,290 0 477,560
FORD MTR CO DEL COM PAR $0.01 345370860 80 6,872 SH   DFND 25 6,872 0 0
FORD MTR CO DEL CALL 345370900 136 11,700 SH Call DFND 4 11,700 0 0
FORD MTR CO DEL PUT 345370950 16,104 1,383,500 SH Put DFND 4 1,383,500 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 2,103 96,570 SH   DFND 4 96,570 0 0
FORMFACTOR INC COM 346375108 6,237 526,345 SH   DFND 17 493,729 0 32,616
FORMFACTOR INC COM 346375108 60 5,080 SH   DFND 21 5,080 0 0
FORTIS INC COM 349553107 9,583 290,000 SH   DFND 4 290,000 0 0
FORTIS INC COM 349553107 4,272 129,290 SH   DFND 17 72,590 0 56,700
FORTIS INC COM 349553107 819 24,797 SH   DFND 20 24,797 0 0
FORTIS INC COM 349553107 19,944 603,536 SH   DFND 21 421,764 0 181,772
FORTRESS INVESTMENT GROUP LL CL A 34958B106 4,770 600,000 SH   DFND 21 600,000 0 0
FORTINET INC COM 34959E109 28,418 741,017 SH   DFND 17 651,032 0 89,985
FORTINET INC COM 34959E109 160 4,164 SH   DFND 21 4,164 0 0
FORTIVE CORP COM 34959J108 91,028 1,511,586 SH   DFND 17 1,335,005 0 176,581
FORTIVE CORP COM 34959J108 4,319 71,722 SH   DFND 20 71,722 0 0
FORTIVE CORP COM 34959J108 276 4,648 SH   DFND 21 599 0 4,049
FORTIVE CORP COM 34959J108 1,964 32,942 SH   DFND 24 32,942 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 165 2,707 SH   DFND 17 2,707 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 879 14,441 SH   DFND 21 14,441 0 0
FRANKLIN ELEC INC COM 353514102 13,219 307,068 SH   DFND 17 307,068 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 14,782 381,467 SH   DFND 17 376,538 0 4,929
FRANKLIN STREET PPTYS CORP COM 35471R106 23,380 1,925,898 SH   DFND 3 1,925,898 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 11,908 980,887 SH   DFND 17 834,825 0 146,062
FRANKLIN STREET PPTYS CORP COM 35471R106 769 63,353 SH   DFND 21 31,300 0 32,053
FREEPORT-MCMORAN INC CL B 35671D857 2,237 167,474 SH   DFND 4 167,474 0 0
FREEPORT-MCMORAN INC CL B 35671D857 20,957 1,568,641 SH   DFND 17 1,568,641 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,937 145,000 SH   DFND 20 145,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 32,605 2,440,498 SH   DFND 21 2,439,152 0 1,346
FREEPORT-MCMORAN INC CL B 35671D857 998 75,000 SH   DFND 24 75,000 0 0
FREEPORT-MCMORAN INC CALL 35671D907 659 49,300 SH Call DFND 4 49,300 0 0
FREEPORT-MCMORAN INC PUT 35671D957 10,600 793,400 SH Put DFND 4 793,400 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,350 1,098,237 SH   DFND 17 3,545 0 1,094,692
FRONTIER COMMUNICATIONS CORP COM 35906A108 516 241,326 SH   DFND 21 200,742 0 40,584
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 67,329 1,366,815 SH   DFND 17 1,366,815 0 0
GATX CORP COM 361448103 6,399 104,970 SH   DFND 17 34,718 0 70,252
GATX CORP COM 361448103 26,220 430,125 SH   DFND 21 341,744 0 88,381
GATX CORP COM 361448103 85 1,395 SH   DFND 25 1,395 0 0
GEO GROUP INC NEW COM 36162J106 2,742 59,137 SH   DFND 21 0 0 59,137
GGP INC COM 36174X101 26,739 1,153,531 SH   DFND 4 1,153,531 0 0
GGP INC COM 36174X101 47 2,035 SH   DFND 17 2,035 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 701 5,800 SH   DFND 17 5,800 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 534 4,400 SH   DFND 24 4,400 0 0
GP STRATEGIES CORP COM 36225V104 2,624 103,703 SH   DFND 17 99,684 0 4,019
GTT COMMUNICATIONS INC COM 362393100 4,851 199,234 SH   DFND 17 194,304 0 4,930
GAMING & LEISURE PPTYS INC COM 36467J108 761 22,764 SH   DFND 17 22,764 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,867 55,852 SH   DFND 21 55,852 0 0
GAMESTOP CORP NEW CL A 36467W109 15,774 699,496 SH   DFND 17 637,656 0 61,840
GAMESTOP CORP NEW CL A 36467W109 20,409 905,051 SH   DFND 21 726,245 0 178,806
GAMESTOP CORP NEW CL A 36467W109 32 1,420 SH   DFND 25 1,420 0 0
GANNETT CO INC COM 36473H104 6 732 SH   DFND 17 0 0 732
GANNETT CO INC COM 36473H104 2,128 253,980 SH   DFND 21 251,269 0 2,711
GAP INC DEL COM 364760108 16 678 SH   DFND 17 678 0 0
GAP INC DEL COM 364760108 1,039 42,779 SH   DFND 21 25,664 0 17,115
GARTNER INC COM 366651107 131 1,213 SH   DFND 17 1,213 0 0
GARTNER INC COM 366651107 95 879 SH   DFND 21 879 0 0
GENCOR INDS INC COM 368678108 1,001 66,956 SH   DFND 17 60,343 0 6,613
GENERAL CABLE CORP DEL NEW COM 369300108 106 5,922 SH   DFND 17 5,922 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 318 17,689 SH   DFND 21 17,689 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 14,273 18,425,000 PRN   DFND 17 15,135,000 0 3,290,000
GENERAL DYNAMICS CORP COM 369550108 83,397 445,497 SH   DFND 3 445,497 0 0
GENERAL DYNAMICS CORP COM 369550108 5,993 32,013 SH   DFND 4 32,013 0 0
GENERAL DYNAMICS CORP COM 369550108 18,425 98,426 SH   DFND 17 98,426 0 0
GENERAL DYNAMICS CORP CALL 369550908 11,026 58,900 SH Call DFND 4 58,900 0 0
GENERAL DYNAMICS CORP PUT 369550958 69,170 369,500 SH Put DFND 4 369,500 0 0
GENERAL ELECTRIC CO COM 369604103 33,357 1,119,346 SH   DFND 4 1,119,346 0 0
GENERAL ELECTRIC CO COM 369604103 124,265 4,169,960 SH   DFND 17 4,036,690 0 133,270
GENERAL ELECTRIC CO COM 369604103 12,356 414,639 SH   DFND 20 414,639 0 0
GENERAL ELECTRIC CO COM 369604103 130,083 4,365,207 SH   DFND 21 3,408,772 0 956,435
GENERAL ELECTRIC CO COM 369604103 83 2,787 SH   DFND 25 2,787 0 0
GENERAL ELECTRIC CO CALL 369604903 24,603 825,600 SH Call DFND 4 825,600 0 0
GENERAL ELECTRIC CO PUT 369604953 202,411 6,792,300 SH Put DFND 4 6,792,300 0 0
GENERAL MLS INC COM 370334104 13,049 221,133 SH   DFND 4 221,133 0 0
GENERAL MLS INC COM 370334104 1,087 18,424 SH   DFND 17 18,424 0 0
GENERAL MLS INC COM 370334104 8,462 143,398 SH   DFND 21 29,525 0 113,873
GENERAL MLS INC CALL 370334904 1,918 32,500 SH Call DFND 4 32,500 0 0
GENERAL MLS INC PUT 370334954 45,556 772,000 SH Put DFND 4 772,000 0 0
GENERAL MTRS CO COM 37045V100 75,124 2,124,539 SH   DFND 3 2,124,539 0 0
GENERAL MTRS CO COM 37045V100 11,161 319,988 SH   DFND 4 319,988 0 0
GENERAL MTRS CO COM 37045V100 28,115 795,115 SH   DFND 17 711,139 0 83,976
GENERAL MTRS CO COM 37045V100 1,228 34,741 SH   DFND 20 34,741 0 0
GENERAL MTRS CO COM 37045V100 124,012 3,507,120 SH   DFND 21 2,608,947 0 898,173
GENERAL MTRS CO COM 37045V100 272 7,693 SH   DFND 25 7,693 0 0
GENERAL MTRS CO CALL 37045V900 5,502 155,600 SH Call DFND 4 155,600 0 0
GENERAL MTRS CO PUT 37045V950 56,901 1,609,200 SH Put DFND 4 1,609,200 0 0
GENESCO INC COM 371532102 329 5,931 SH   DFND 21 5,931 0 0
GENTEX CORP COM 371901109 3,410 159,867 SH   DFND 21 44,806 0 115,061
GENMARK DIAGNOSTICS INC COM 372309104 3,226 251,624 SH   DFND 17 243,685 0 7,939
GENWORTH FINL INC COM CL A 37247D106 4,156 1,008,768 SH   DFND 17 22,651 0 986,117
GENWORTH FINL INC COM CL A 37247D106 6,032 1,463,959 SH   DFND 21 1,463,959 0 0
GETTY RLTY CORP NEW COM 374297109 1,190 47,108 SH   DFND 17 24,697 0 22,411
GETTY RLTY CORP NEW COM 374297109 831 32,887 SH   DFND 21 22,734 0 10,153
GIBRALTAR INDS INC COM 374689107 17,904 434,559 SH   DFND 17 318,868 0 115,691
GIGAMON INC COM 37518B102 51,716 1,454,749 SH   DFND 17 1,328,680 0 126,069
GIGAMON INC COM 37518B102 4,296 120,840 SH   DFND 21 66,602 0 54,238
GILEAD SCIENCES INC COM 375558103 18,081 266,213 SH   DFND 4 266,213 0 0
GILEAD SCIENCES INC COM 375558103 143,514 2,112,982 SH   DFND 17 1,949,962 0 163,020
GILEAD SCIENCES INC COM 375558103 77,087 1,134,970 SH   DFND 21 990,434 0 144,536
GILEAD SCIENCES INC COM 375558103 7,307 108,200 SH   DFND 24 108,200 0 0
GILEAD SCIENCES INC COM 375558103 258 3,805 SH   DFND 25 3,805 0 0
GILEAD SCIENCES INC CALL 375558903 10,691 157,400 SH Call DFND 4 157,400 0 0
GILEAD SCIENCES INC PUT 375558953 91,828 1,352,000 SH Put DFND 4 1,352,000 0 0
GLATFELTER COM 377316104 363 16,720 SH   DFND 21 16,720 0 0
GLAUKOS CORP COM 377322102 310 6,038 SH   DFND 21 6,038 0 0
GLOBAL PMTS INC COM 37940X102 64,353 797,630 SH   DFND 17 564,350 0 233,280
GLOBAL PMTS INC COM 37940X102 18,941 234,762 SH   DFND 21 230,170 0 4,592
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 37,971 1,103,802 SH   DFND 3 1,103,802 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 5,004 145,451 SH   DFND 17 100,318 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 366 10,631 SH   DFND 20 10,631 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 5,781 168,065 SH   DFND 21 126,657 0 41,408
GODADDY INC CL A 380237107 501 13,220 SH   DFND 17 13,220 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 22,911 27,495,000 PRN   DFND 17 27,495,000 0 0
GOLDCORP INC NEW COM 380956409 5,295 364,000 SH   DFND 20 364,000 0 0
GOLDCORP INC NEW COM 380956409 29,872 2,053,552 SH   DFND 21 2,053,552 0 0
GOLDCORP INC NEW COM 380956409 523 35,600 SH   DFND 24 35,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 24,999 108,825 SH   DFND 4 108,825 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,573 54,732 SH   DFND 17 51,252 0 3,480
GOLDMAN SACHS GROUP INC COM 38141G104 6,413 27,917 SH   DFND 20 27,917 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 73,629 320,515 SH   DFND 21 225,644 0 94,871
GOLDMAN SACHS GROUP INC COM 38141G104 181 781 SH   DFND 24 781 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 180 785 SH   DFND 25 785 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 22,880 99,600 SH Call DFND 4 99,600 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 118,421 515,500 SH Put DFND 4 515,500 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6,516 181,000 SH   DFND 3 181,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,252 62,563 SH   DFND 17 62,563 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 348 9,669 SH   DFND 20 9,669 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 30,490 846,934 SH   DFND 21 620,724 0 226,210
GRAHAM HLDGS CO COM 384637104 153 255 SH   DFND 17 255 0 0
GRAHAM HLDGS CO COM 384637104 434 724 SH   DFND 21 724 0 0
GRAINGER W W INC COM 384802104 24,380 104,743 SH   DFND 17 103,118 0 1,625
GRAINGER W W INC COM 384802104 34,185 146,868 SH   DFND 21 68,186 0 78,682
GRAINGER W W INC COM 384802104 4,888 20,900 SH   DFND 24 20,900 0 0
GRAND CANYON ED INC COM 38526M106 286 3,995 SH   DFND 17 1,520 0 2,475
GRAND CANYON ED INC COM 38526M106 3,392 47,372 SH   DFND 21 14,940 0 32,432
GRANITE CONSTR INC COM 387328107 20,556 409,556 SH   DFND 17 349,703 0 59,853
GRANITE CONSTR INC COM 387328107 569 11,332 SH   DFND 21 3,373 0 7,959
GRAPHIC PACKAGING HLDG CO COM 388689101 38,933 3,025,100 SH   DFND 3 3,025,100 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,069 83,094 SH   DFND 17 83,094 0 0
GRAY TELEVISION INC COM 389375106 3,669 253,060 SH   DFND 21 253,060 0 0
GREAT SOUTHN BANCORP INC COM 390905107 372 7,367 SH   DFND 17 1,219 0 6,148
GREAT PLAINS ENERGY INC COM 391164100 243 8,325 SH   DFND 17 8,325 0 0
GREAT PLAINS ENERGY INC COM 391164100 269 9,194 SH   DFND 20 9,194 0 0
GREAT PLAINS ENERGY INC COM 391164100 6,169 211,128 SH   DFND 21 40,026 0 171,102
GREAT PLAINS ENERGY INC PUT 391164950 877 30,000 SH Put DFND 21 30,000 0 0
GREAT WESTN BANCORP INC COM 391416104 34,359 810,164 SH   DFND 3 810,164 0 0
GREAT WESTN BANCORP INC COM 391416104 1,821 42,932 SH   DFND 17 39,293 0 3,639
GREAT WESTN BANCORP INC COM 391416104 119 2,805 SH   DFND 20 2,805 0 0
GREAT WESTN BANCORP INC COM 391416104 11,339 267,377 SH   DFND 21 220,128 0 47,249
GREEN BANCORP INC COM 39260X100 147 8,258 SH   DFND 20 8,258 0 0
GREEN BANCORP INC COM 39260X100 1,176 66,082 SH   DFND 21 66,082 0 0
GREEN DOT CORP CL A 39304D102 1,130 33,860 SH   DFND 17 15,065 0 18,795
GREEN PLAINS INC COM 393222104 7,662 309,579 SH   DFND 17 309,579 0 0
GREEN PLAINS INC COM 393222104 3,950 164,600 SH   DFND 24 164,600 0 0
GREENBRIER COS INC COM 393657101 1,796 41,664 SH   DFND 17 41,664 0 0
GREENBRIER COS INC COM 393657101 4,556 105,697 SH   DFND 21 104,756 0 941
GREIF INC CL A 397624107 983 17,840 SH   DFND 17 17,840 0 0
GREIF INC CL A 397624107 450 8,173 SH   DFND 21 8,173 0 0
GRIFFON CORP COM 398433102 184 7,445 SH   DFND 17 7,445 0 0
GRIFFON CORP COM 398433102 294 11,907 SH   DFND 21 11,907 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 9 127 SH   DFND 17 127 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 2,049 27,661 SH   DFND 21 19,619 0 8,042
GROUPE CGI INC CL A SUB VTG 39945C109 5,156 107,919 SH   DFND 17 103,080 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 21,404 447,976 SH   DFND 21 292,933 0 155,043
GROUPE CGI INC CL A SUB VTG 39945C109 72 1,514 SH   DFND 25 1,514 0 0
GROUPON INC COM 399473107 27,234 6,929,835 SH   DFND 17 6,541,330 0 388,505
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 415 10,970 SH   DFND 17 10,970 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 105 2,761 SH   DFND 20 2,761 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,529 40,391 SH   DFND 21 35,693 0 4,698
GRUBHUB INC COM 400110102 407 12,373 SH   DFND 21 12,373 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 161 1,656 SH   DFND 17 1,656 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 212 2,183 SH   DFND 21 1,016 0 1,167
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 164 20,126 SH   DFND 17 20,126 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 441 53,937 SH   DFND 21 53,937 0 0
GUESS INC COM 401617105 342 30,636 SH   DFND 21 30,636 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 14,912 264,725 SH   DFND 17 264,725 0 0
GULFPORT ENERGY CORP COM NEW 402635304 3,180 185,000 SH   DFND 4 185,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 23 1,335 SH   DFND 17 1,335 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,561 148,961 SH   DFND 21 0 0 148,961
HCA HOLDINGS INC COM 40412C101 2,480 27,873 SH   DFND 17 23,373 0 4,500
HCA HOLDINGS INC COM 40412C101 738 8,292 SH   DFND 20 8,292 0 0
HCA HOLDINGS INC COM 40412C101 10,564 118,710 SH   DFND 21 51,582 0 67,128
HCA HOLDINGS INC CALL 40412C901 5,357 60,200 SH Call DFND 4 60,200 0 0
HCA HOLDINGS INC PUT 40412C951 34,759 390,600 SH Put DFND 4 390,600 0 0
HCP INC COM 40414L109 5,052 161,500 SH   DFND 3 161,500 0 0
HCP INC COM 40414L109 14,076 450,000 SH   DFND 4 450,000 0 0
HCP INC COM 40414L109 51 1,632 SH   DFND 17 1,632 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 925 12,301 SH   DFND 17 12,301 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 505 6,713 SH   DFND 21 0 0 6,713
HD SUPPLY HLDGS INC COM 40416M105 62,586 1,521,842 SH   DFND 17 1,267,665 0 254,177
HD SUPPLY HLDGS INC COM 40416M105 257 6,258 SH   DFND 21 6,258 0 0
HMS HLDGS CORP COM 40425J101 45 2,205 SH   DFND 17 2,205 0 0
HMS HLDGS CORP COM 40425J101 2,087 102,674 SH   DFND 21 5,080 0 97,594
HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 22,042 21,610,000 PRN   DFND 4 21,610,000 0 0
HRG GROUP INC COM 40434J100 185 9,565 SH   DFND 17 9,565 0 0
HRG GROUP INC COM 40434J100 1,653 85,535 SH   DFND 21 85,535 0 0
HP INC COM 40434L105 41,515 2,321,884 SH   DFND 17 1,999,134 0 322,750
HP INC COM 40434L105 57,259 3,202,398 SH   DFND 21 2,849,746 0 352,652
HP INC COM 40434L105 30 1,693 SH   DFND 25 1,693 0 0
HP INC CALL 40434L905 4,969 277,900 SH Call DFND 4 277,900 0 0
HP INC PUT 40434L955 22,954 1,283,800 SH Put DFND 4 1,283,800 0 0
HACKETT GROUP INC COM 404609109 4,820 247,294 SH   DFND 17 236,802 0 10,492
HACKETT GROUP INC COM 404609109 221 11,346 SH   DFND 21 11,346 0 0
HAIN CELESTIAL GROUP INC COM 405217100 20,770 558,326 SH   DFND 17 549,520 0 8,806
HAIN CELESTIAL GROUP INC COM 405217100 240 6,447 SH   DFND 21 2,606 0 3,841
HALCON RES CORP COM PAR NEW 40537Q605 7,508 975,000 SH   DFND 4 975,000 0 0
HALLIBURTON CO COM 406216101 10,879 221,073 SH   DFND 4 221,073 0 0
HALLIBURTON CO COM 406216101 29,173 592,835 SH   DFND 17 589,370 0 3,465
HALLIBURTON CO COM 406216101 1,293 26,274 SH   DFND 21 26,274 0 0
HALLIBURTON CO COM 406216101 1,618 33,000 SH   DFND 24 33,000 0 0
HALLIBURTON CO CALL 406216901 10,556 214,500 SH Call DFND 4 214,500 0 0
HALLIBURTON CO PUT 406216951 48,068 976,800 SH Put DFND 4 976,800 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,481 114,276 SH   DFND 17 114,276 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 381 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 2,043 53,645 SH   DFND 17 38,040 0 15,605
HALYARD HEALTH INC COM 40650V100 24 622 SH   DFND 21 515 0 107
HANCOCK HLDG CO COM 410120109 1,732 38,030 SH   DFND 17 38,030 0 0
HANESBRANDS INC COM 410345102 24 1,167 SH   DFND 17 1,167 0 0
HANESBRANDS INC COM 410345102 454 21,860 SH   DFND 21 21,860 0 0
HANOVER INS GROUP INC COM 410867105 41,831 464,475 SH   DFND 3 464,475 0 0
HANOVER INS GROUP INC COM 410867105 24,123 267,857 SH   DFND 17 211,249 0 56,608
HANOVER INS GROUP INC COM 410867105 343 3,809 SH   DFND 20 3,809 0 0
HANOVER INS GROUP INC COM 410867105 26,014 288,851 SH   DFND 21 170,660 0 118,191
HANOVER INS GROUP INC COM 410867105 24 265 SH   DFND 25 265 0 0
HARRIS CORP DEL COM 413875105 6,943 62,400 SH   DFND 3 62,400 0 0
HARRIS CORP DEL COM 413875105 43 382 SH   DFND 17 382 0 0
HARRIS CORP DEL COM 413875105 8,414 75,619 SH   DFND 21 25,047 0 50,572
HARRIS CORP DEL COM 413875105 30 268 SH   DFND 25 268 0 0
HARSCO CORP COM 415864107 10,844 850,501 SH   DFND 17 699,199 0 151,302
HARSCO CORP COM 415864107 112 8,756 SH   DFND 21 8,756 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 87,030 1,810,488 SH   DFND 3 1,810,488 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 20,321 422,728 SH   DFND 17 411,888 0 10,840
HARTFORD FINL SVCS GROUP INC COM 416515104 342 7,113 SH   DFND 20 7,113 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 15,364 319,615 SH   DFND 21 267,373 0 52,242
HARTFORD FINL SVCS GROUP INC COM 416515104 23 476 SH   DFND 25 476 0 0
HARTFORD FINL SVCS GROUP INC CALL 416515904 918 19,100 SH Call DFND 4 19,100 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 4,615 96,000 SH Put DFND 4 96,000 0 0
HASBRO INC COM 418056107 34 345 SH   DFND 17 345 0 0
HASBRO INC COM 418056107 5,164 51,730 SH   DFND 21 14,281 0 37,449
HAWAIIAN HOLDINGS INC COM 419879101 5,424 116,776 SH   DFND 17 92,805 0 23,971
HAWAIIAN HOLDINGS INC COM 419879101 22,832 491,540 SH   DFND 21 382,831 0 108,709
HAWAIIAN HOLDINGS INC COM 419879101 75 1,620 SH   DFND 25 1,620 0 0
HEALTHSOUTH CORP COM NEW 421924309 44,877 1,048,275 SH   DFND 3 1,048,275 0 0
HEALTHSOUTH CORP COM NEW 421924309 3,168 74,004 SH   DFND 17 74,004 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,218 28,448 SH   DFND 21 28,448 0 0
HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 1,832 1,500,000 PRN   DFND 17 1,500,000 0 0
HEADWATERS INC COM 42210P102 23,950 1,020,000 SH   DFND 21 1,020,000 0 0
HEALTHSTREAM INC COM 42222N103 1,285 53,038 SH   DFND 17 53,038 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 26,638 17,230,000 PRN   DFND 17 13,965,000 0 3,265,000
HEARTLAND FINL USA INC COM 42234Q102 27,268 545,900 SH   DFND 3 545,900 0 0
HEARTLAND FINL USA INC COM 42234Q102 666 13,330 SH   DFND 17 13,330 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31,612 32,010,000 PRN   DFND 17 32,010,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 30,215 31,000,000 PRN   DFND 17 28,770,000 0 2,230,000
HELMERICH & PAYNE INC COM 423452101 2,577 38,708 SH   DFND 17 38,708 0 0
HELMERICH & PAYNE INC COM 423452101 16,930 254,319 SH   DFND 21 252,519 0 1,800
HENRY JACK & ASSOC INC COM 426281101 699 7,506 SH   DFND 17 7,506 0 0
HENRY JACK & ASSOC INC COM 426281101 13,897 149,270 SH   DFND 21 109,728 0 39,542
HERITAGE COMMERCE CORP COM 426927109 1,437 101,945 SH   DFND 17 91,805 0 10,140
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 65,931 68,695,000 PRN   DFND 17 68,695,000 0 0
HERC HLDGS INC COM 42704L104 12,429 254,232 SH   DFND 17 205,358 0 48,874
HERC HLDGS INC COM 42704L104 126 2,581 SH   DFND 21 2,581 0 0
HERON THERAPEUTICS INC COM 427746102 833 55,528 SH   DFND 17 55,528 0 0
HERON THERAPEUTICS INC COM 427746102 575 37,700 SH   DFND 24 37,700 0 0
HERSHEY CO COM 427866108 274 2,504 SH   DFND 17 429 0 2,075
HERSHEY CO COM 427866108 1,351 12,368 SH   DFND 21 12,368 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,648 44,277 SH   DFND 17 41,930 0 2,347
HESKA CORP COM RESTRC NEW 42805E306 155 1,473 SH   DFND 20 1,473 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,594 15,187 SH   DFND 21 8,723 0 6,464
HERTZ GLOBAL HLDGS INC COM 42806J106 13,330 760,000 SH   DFND 4 760,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 324 13,666 SH   DFND 4 13,666 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 41,703 2,348,716 SH   DFND 17 2,006,177 0 342,539
HEWLETT PACKARD ENTERPRISE C COM 42824C109 403 22,688 SH   DFND 20 22,688 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 68,964 3,884,081 SH   DFND 21 2,940,931 0 943,150
HEWLETT PACKARD ENTERPRISE C COM 42824C109 119 6,694 SH   DFND 25 6,694 0 0
HEXCEL CORP NEW COM 428291108 646 12,048 SH   DFND 21 3,498 0 8,550
HEXCEL CORP NEW COM 428291108 10,736 197,200 SH   DFND 24 197,200 0 0
HILL ROM HLDGS INC COM 431475102 44,814 634,755 SH   DFND 3 634,755 0 0
HILL ROM HLDGS INC COM 431475102 27,829 394,174 SH   DFND 17 328,111 0 66,063
HILL ROM HLDGS INC COM 431475102 447 6,327 SH   DFND 20 6,327 0 0
HILL ROM HLDGS INC COM 431475102 22,402 317,314 SH   DFND 21 190,185 0 127,129
HILL ROM HLDGS INC COM 431475102 103 1,455 SH   DFND 25 1,455 0 0
HILTON GRAND VACATIONS INC COM 43283X105 1,302 45,438 SH   DFND 4 45,438 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 8,855 151,466 SH   DFND 4 151,466 0 0
HOLLYFRONTIER CORP COM 436106108 278 9,815 SH   DFND 17 9,815 0 0
HOLLYFRONTIER CORP COM 436106108 789 27,838 SH   DFND 21 25,109 0 2,729
HOLOGIC INC COM 436440101 1,299 30,524 SH   DFND 17 25,824 0 4,700
HOLOGIC INC COM 436440101 353 8,297 SH   DFND 20 8,297 0 0
HOLOGIC INC COM 436440101 17,224 404,791 SH   DFND 21 370,127 0 34,664
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 81,108 58,010,000 PRN   DFND 17 52,200,000 0 5,810,000
HOLOGIC INC FRNT 12/1 436440AG6 51,159 41,225,000 PRN   DFND 17 41,225,000 0 0
HOME BANCSHARES INC COM 436893200 911 33,649 SH   DFND 21 31,049 0 2,600
HOME DEPOT INC COM 437076102 298,803 2,035,027 SH   DFND 17 1,920,514 0 114,513
HOME DEPOT INC COM 437076102 5,550 37,796 SH   DFND 20 37,796 0 0
HOME DEPOT INC COM 437076102 144,991 987,476 SH   DFND 21 767,343 0 220,133
HOME DEPOT INC COM 437076102 153 1,043 SH   DFND 24 1,043 0 0
HOME DEPOT INC CALL 437076902 43,403 295,600 SH Call DFND 4 295,600 0 0
HOME DEPOT INC PUT 437076952 209,864 1,429,300 SH Put DFND 4 1,429,300 0 0
HONEYWELL INTL INC COM 438516106 83,748 670,680 SH   DFND 3 670,680 0 0
HONEYWELL INTL INC COM 438516106 13,347 106,889 SH   DFND 4 106,889 0 0
HONEYWELL INTL INC COM 438516106 18,651 149,362 SH   DFND 17 149,362 0 0
HONEYWELL INTL INC COM 438516106 1,127 9,023 SH   DFND 21 0 0 9,023
HONEYWELL INTL INC CALL 438516906 7,904 63,300 SH Call DFND 4 63,300 0 0
HONEYWELL INTL INC PUT 438516956 110,535 885,200 SH Put DFND 4 885,200 0 0
HOOKER FURNITURE CORP COM 439038100 433 13,940 SH   DFND 17 2,872 0 11,068
HOOKER FURNITURE CORP COM 439038100 53 1,718 SH   DFND 21 0 0 1,718
HORMEL FOODS CORP COM 440452100 29 833 SH   DFND 17 833 0 0
HORMEL FOODS CORP COM 440452100 450 13,000 SH   DFND 21 7,431 0 5,569
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 6,550 7,080,000 PRN   DFND 17 7,080,000 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 9,818 10,800,000 PRN   DFND 17 10,800,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 30,565 46,615,000 PRN   DFND 17 46,615,000 0 0
HORTONWORKS INC COM 440894103 12,087 1,232,103 SH   DFND 17 1,232,103 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 30 950 SH   DFND 3 950 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 716 22,707 SH   DFND 17 22,707 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,387 107,408 SH   DFND 21 1,353 0 106,055
HOST HOTELS & RESORTS INC COM 44107P104 48 2,597 SH   DFND 17 2,597 0 0
HOST HOTELS & RESORTS INC COM 44107P104 630 33,769 SH   DFND 21 13,562 0 20,207
HOSTESS BRANDS INC CL A 44109J106 11,053 696,500 SH   DFND 17 696,500 0 0
HOULIHAN LOKEY INC CL A 441593100 21,418 621,700 SH   DFND 3 621,700 0 0
HOULIHAN LOKEY INC CL A 441593100 1,411 40,948 SH   DFND 17 40,948 0 0
HOWARD HUGHES CORP COM 44267D107 32,832 280,021 SH   DFND 4 280,021 0 0
HOWARD HUGHES CORP COM 44267D107 16,344 139,396 SH   DFND 17 117,474 0 21,922
HUBSPOT INC COM 443573100 346 5,710 SH   DFND 17 0 0 5,710
HUDBAY MINERALS INC COM 443628102 3,277 500,000 SH   DFND 4 500,000 0 0
HUDBAY MINERALS INC COM 443628102 106 16,200 SH   DFND 21 16,200 0 0
HUDSON PAC PPTYS INC COM 444097109 1,434 41,405 SH   DFND 17 41,405 0 0
HUDSON TECHNOLOGIES INC COM 444144109 2,614 396,042 SH   DFND 17 383,135 0 12,907
HUMANA INC COM 444859102 18,178 88,183 SH   DFND 4 88,183 0 0
HUMANA INC COM 444859102 4,352 21,111 SH   DFND 17 10,164 0 10,947
HUMANA INC COM 444859102 24,965 121,107 SH   DFND 21 98,361 0 22,746
HUMANA INC CALL 444859902 6,061 29,400 SH Call DFND 4 29,400 0 0
HUMANA INC PUT 444859952 53,906 261,500 SH Put DFND 4 261,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,214 90,677 SH   DFND 17 90,677 0 0
HUNTINGTON BANCSHARES INC COM 446150104 357 26,697 SH   DFND 20 26,697 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,640 122,467 SH   DFND 21 122,467 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 32,468 23,725 SH   DFND 17 23,725 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,703 18,495 SH   DFND 3 18,495 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 15,079 75,303 SH   DFND 17 72,456 0 2,847
HUNTINGTON INGALLS INDS INC COM 446413106 977 4,880 SH   DFND 20 4,880 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 47,276 236,095 SH   DFND 21 182,431 0 53,664
HUNTINGTON INGALLS INDS INC COM 446413106 181 904 SH   DFND 25 904 0 0
HUNTSMAN CORP COM 447011107 16,246 662,033 SH   DFND 17 500,737 0 161,296
HUNTSMAN CORP COM 447011107 172 7,002 SH   DFND 21 7,002 0 0
HURON CONSULTING GROUP INC COM 447462102 620 14,722 SH   DFND 21 14,722 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7,210 7,755,000 PRN   DFND 17 7,755,000 0 0
IAC INTERACTIVECORP COM 44919P508 374 5,080 SH   DFND 17 0 0 5,080
ICF INTL INC COM 44925C103 1,242 30,081 SH   DFND 17 30,081 0 0
ICF INTL INC COM 44925C103 141 3,413 SH   DFND 20 3,413 0 0
ICF INTL INC COM 44925C103 5,961 144,334 SH   DFND 21 73,371 0 70,963
ICU MED INC COM 44930G107 1,260 8,254 SH   DFND 21 0 0 8,254
IES HLDGS INC COM 44951W106 1,151 63,607 SH   DFND 17 57,274 0 6,333
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 19,965 19,825,000 PRN   DFND 17 19,825,000 0 0
ILG INC COM 44967H101 6,575 313,687 SH   DFND 21 130,164 0 183,523
IPG PHOTONICS CORP COM 44980X109 4,581 37,950 SH   DFND 17 37,950 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 4,984 367,000 SH   DFND 3 367,000 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 40 2,924 SH   DFND 21 0 0 2,924
IXIA COM 45071R109 23,340 1,187,761 SH   DFND 21 1,187,761 0 0
ITT INC COM 45073V108 47,375 1,154,915 SH   DFND 3 1,154,915 0 0
ITT INC COM 45073V108 1,197 29,181 SH   DFND 17 29,181 0 0
ITT INC COM 45073V108 449 10,937 SH   DFND 21 0 0 10,937
IAMGOLD CORP COM 450913108 3,864 968,711 SH   DFND 21 968,711 0 0
ICICI BK LTD ADR 45104G104 618 71,836 SH   DFND 20 71,836 0 0
ICICI BK LTD ADR 45104G104 857 99,674 SH   DFND 21 40,546 0 59,128
ICONIX BRAND GROUP INC COM 451055107 1,085 144,269 SH   DFND 17 81,725 0 62,544
ICONIX BRAND GROUP INC COM 451055107 692 92,041 SH   DFND 21 46,988 0 45,053
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 64,122 67,330,000 PRN   DFND 17 67,330,000 0 0
IDACORP INC COM 451107106 386 4,655 SH   DFND 17 4,655 0 0
IDACORP INC COM 451107106 1,095 13,201 SH   DFND 21 11,697 0 1,504
IDEX CORP COM 45167R104 27,395 292,965 SH   DFND 17 292,965 0 0
IDEX CORP COM 45167R104 410 4,433 SH   DFND 21 1,287 0 3,146
IDEX CORP COM 45167R104 6,643 71,500 SH   DFND 24 71,500 0 0
IDEXX LABS INC COM 45168D104 4,714 30,492 SH   DFND 17 23,347 0 7,145
IDEXX LABS INC COM 45168D104 266 1,719 SH   DFND 20 1,719 0 0
IDEXX LABS INC COM 45168D104 21,155 136,829 SH   DFND 21 115,809 0 21,020
ILLINOIS TOOL WKS INC COM 452308109 10,349 78,125 SH   DFND 3 78,125 0 0
ILLINOIS TOOL WKS INC COM 452308109 8,380 63,262 SH   DFND 17 63,262 0 0
ILLINOIS TOOL WKS INC COM 452308109 42,862 323,561 SH   DFND 21 323,561 0 0
ILLINOIS TOOL WKS INC CALL 452308909 6,319 47,700 SH Call DFND 4 47,700 0 0
ILLINOIS TOOL WKS INC PUT 452308959 32,137 242,600 SH Put DFND 4 242,600 0 0
ILLUMINA INC COM 452327109 193 1,131 SH   DFND 4 1,131 0 0
ILLUMINA INC COM 452327109 5,230 30,652 SH   DFND 17 30,652 0 0
ILLUMINA INC COM 452327109 2,580 14,900 SH   DFND 24 14,900 0 0
ILLUMINA INC CALL 452327909 5,051 29,600 SH Call DFND 4 29,600 0 0
ILLUMINA INC PUT 452327959 31,159 182,600 SH Put DFND 4 182,600 0 0
ILLUMINA INC NOTE 6/1 452327AF6 4,392 4,350,000 PRN   DFND 17 4,350,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 3,029 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 72,597 69,315,000 PRN   DFND 17 69,315,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 44,789 54,455,000 PRN   DFND 17 54,455,000 0 0
IMMUNOMEDICS INC COM 452907108 1,307 201,985 SH   DFND 17 195,646 0 6,339
IMPINJ INC COM 453204109 4,332 143,116 SH   DFND 17 140,035 0 3,081
IMPERVA INC COM 45321L100 172 4,195 SH   DFND 17 4,195 0 0
IMPERVA INC COM 45321L100 173 4,218 SH   DFND 21 4,218 0 0
INC RESH HLDGS INC CL A 45329R109 346 7,556 SH   DFND 17 7,556 0 0
INC RESH HLDGS INC CL A 45329R109 1,373 29,938 SH   DFND 21 18,930 0 11,008
INCYTE CORP COM 45337C102 4,701 35,169 SH   DFND 4 35,169 0 0
INCYTE CORP COM 45337C102 59,075 441,944 SH   DFND 17 362,195 0 79,749
INCYTE CORP COM 45337C102 113 848 SH   DFND 21 848 0 0
INCYTE CORP COM 45337C102 15,981 116,000 SH   DFND 24 116,000 0 0
INCYTE CORP CALL 45337C902 2,312 17,300 SH Call DFND 4 17,300 0 0
INCYTE CORP PUT 45337C952 19,837 148,400 SH Put DFND 4 148,400 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 747 135,638 SH   DFND 17 122,375 0 13,263
INDEPENDENCE RLTY TR INC COM 45378A106 1,121 119,621 SH   DFND 17 119,621 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 552 58,873 SH   DFND 21 14,461 0 44,412
INDEPENDENT BANK CORP MASS COM 453836108 306 4,701 SH   DFND 17 4,701 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 2,121 39,102 SH   DFND 17 39,102 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 311 5,731 SH   DFND 20 5,731 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 7,839 144,541 SH   DFND 21 138,949 0 5,592
INFOSYS LTD SPONSORED ADR 456788108 33 2,076 SH   DFND   2,076 0 0
INFOSYS LTD SPONSORED ADR 456788108 43 2,692 SH   DFND 17 0 0 2,692
INFOSYS LTD SPONSORED ADR 456788108 836 52,891 SH   DFND 21 25,000 0 27,891
ING GROEP N V SPONSORED ADR 456837103 11,355 752,467 SH   DFND 17 752,467 0 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 2,996 3,000,000 PRN   DFND 4 3,000,000 0 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 213,955 214,814,000 PRN   DFND 4 214,814,000 0 0
INFRAREIT INC COM 45685L100 27,682 1,537,900 SH   DFND 3 1,537,900 0 0
INFRAREIT INC COM 45685L100 1,120 62,228 SH   DFND 17 62,228 0 0
INGLES MKTS INC CL A 457030104 25,410 588,867 SH   DFND 3 588,867 0 0
INGLES MKTS INC CL A 457030104 1,857 43,028 SH   DFND 17 18,453 0 24,575
INGLES MKTS INC CL A 457030104 378 8,760 SH   DFND 21 0 0 8,760
INGREDION INC COM 457187102 45,968 381,700 SH   DFND 3 381,700 0 0
INGREDION INC COM 457187102 16,135 133,981 SH   DFND 17 131,173 0 2,808
INGREDION INC COM 457187102 1,163 9,658 SH   DFND 20 9,658 0 0
INGREDION INC COM 457187102 75,986 630,957 SH   DFND 21 455,555 0 175,402
INGREDION INC COM 457187102 107 886 SH   DFND 25 886 0 0
INSIGHT ENTERPRISES INC COM 45765U103 8 196 SH   DFND 17 196 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,761 42,847 SH   DFND 21 23,143 0 19,704
INNOSPEC INC COM 45768S105 133 2,060 SH   DFND 17 2,060 0 0
INNOSPEC INC COM 45768S105 500 7,723 SH   DFND 21 6,078 0 1,645
INPHI CORP COM 45772F107 884 18,107 SH   DFND 17 18,107 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1,237 186,899 SH   DFND 17 181,638 0 5,261
INNOPHOS HOLDINGS INC COM 45774N108 37,170 688,720 SH   DFND 3 688,720 0 0
INNOPHOS HOLDINGS INC COM 45774N108 286 5,290 SH   DFND 17 1,620 0 3,670
INNOPHOS HOLDINGS INC COM 45774N108 1,357 25,141 SH   DFND 21 0 0 25,141
INSTEEL INDUSTRIES INC COM 45774W108 36,487 1,009,600 SH   DFND 3 1,009,600 0 0
INSTEEL INDUSTRIES INC COM 45774W108 918 25,407 SH   DFND 17 25,407 0 0
INSTEEL INDUSTRIES INC COM 45774W108 5,077 140,479 SH   DFND 21 73,258 0 67,221
INSPERITY INC COM 45778Q107 213 2,400 SH   DFND 17 0 0 2,400
INSPERITY INC COM 45778Q107 7,991 90,142 SH   DFND 21 72,257 0 17,885
INSPERITY INC COM 45778Q107 67 754 SH   DFND 25 754 0 0
INOGEN INC COM 45780L104 7,999 103,135 SH   DFND 17 77,611 0 25,524
INSTALLED BLDG PRODS INC COM 45780R101 13,169 249,653 SH   DFND 17 190,641 0 59,012
INNOVIVA INC COM 45781M101 1,981 143,271 SH   DFND 21 143,271 0 0
INSTRUCTURE INC COM 45781U103 2,139 91,390 SH   DFND 17 91,390 0 0
INSULET CORP COM 45784P101 1,325 30,743 SH   DFND 17 30,743 0 0
INSULET CORP COM 45784P101 133 3,095 SH   DFND 21 3,095 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 605 14,372 SH   DFND 17 14,372 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 216 5,134 SH   DFND 20 5,134 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,875 44,516 SH   DFND 21 40,116 0 4,400
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 53,798 53,130,000 PRN   DFND 17 47,895,000 0 5,235,000
INTEL CORP COM 458140100 73,455 2,036,460 SH   DFND 3 2,036,460 0 0
INTEL CORP COM 458140100 16,159 447,980 SH   DFND 4 447,980 0 0
INTEL CORP COM 458140100 300,503 8,331,117 SH   DFND 17 7,440,240 0 890,877
INTEL CORP COM 458140100 2,063 57,188 SH   DFND 20 57,188 0 0
INTEL CORP COM 458140100 287,694 7,975,981 SH   DFND 21 5,613,278 0 2,362,703
INTEL CORP COM 458140100 555 15,390 SH   DFND 25 15,390 0 0
INTEL CORP CALL 458140900 21,743 602,800 SH Call DFND 4 602,800 0 0
INTEL CORP PUT 458140950 120,063 3,328,600 SH Put DFND 4 3,328,600 0 0
INTEL CORP SDCV 12/1 458140AD2 42,129 31,000,000 PRN   DFND 17 31,000,000 0 0
INTEL CORP SDCV 12/1 458140AD2 9,513 7,000,000 PRN   DFND 21 0 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 173,775 99,425,000 PRN   DFND 17 94,005,000 0 5,420,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 596 5,272 SH   DFND 17 5,272 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 293 2,600 SH   DFND 24 2,600 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3,728 4,000,000 PRN   DFND 17 4,000,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 29,716 22,850,000 PRN   DFND 17 18,665,000 0 4,185,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 36,174 604,211 SH   DFND 17 594,886 0 9,325
INTERCONTINENTAL EXCHANGE IN COM 45866F104 36,174 604,207 SH   DFND 21 600,053 0 4,154
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 7,831 130,800 SH Call DFND 4 130,800 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 32,653 545,400 SH Put DFND 4 545,400 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 79,919 458,935 SH   DFND 3 458,935 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 26,864 154,264 SH   DFND 4 154,264 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 212,311 1,219,195 SH   DFND 17 1,147,487 0 71,708
INTERNATIONAL BUSINESS MACHS COM 459200101 47,958 275,399 SH   DFND 21 215,824 0 59,575
INTERNATIONAL BUSINESS MACHS COM 459200101 176 1,011 SH   DFND 24 1,011 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 43 246 SH   DFND 25 246 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 24,327 139,700 SH Call DFND 4 139,700 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 188,071 1,080,000 SH Put DFND 4 1,080,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 528 3,984 SH   DFND 17 3,984 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 103,604 781,637 SH   DFND 21 613,088 0 168,549
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 596 4,500 SH   DFND 24 4,500 0 0
INTL PAPER CO COM 460146103 78,951 1,554,775 SH   DFND 3 1,554,775 0 0
INTL PAPER CO COM 460146103 3,620 71,279 SH   DFND 4 71,279 0 0
INTL PAPER CO COM 460146103 19,184 377,793 SH   DFND 17 376,313 0 1,480
INTL PAPER CO COM 460146103 195 3,841 SH   DFND 20 3,841 0 0
INTL PAPER CO COM 460146103 25,456 501,292 SH   DFND 21 233,798 0 267,494
INTL PAPER CO CALL 460146903 1,671 32,900 SH Call DFND 4 32,900 0 0
INTL PAPER CO PUT 460146953 17,783 350,200 SH Put DFND 4 350,200 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,826 74,317 SH   DFND 17 74,317 0 0
INTERPUBLIC GROUP COS INC COM 460690100 21,877 890,397 SH   DFND 21 831,467 0 58,930
INTERSECT ENT INC COM 46071F103 2,213 129,042 SH   DFND 17 125,241 0 3,801
INTL FCSTONE INC COM 46116V105 512 13,492 SH   DFND 17 5,050 0 8,442
INTUIT COM 461202103 8,500 73,283 SH   DFND 4 73,283 0 0
INTUIT COM 461202103 70,188 605,118 SH   DFND 17 469,188 0 135,930
INTUIT COM 461202103 90,253 778,108 SH   DFND 21 677,601 0 100,507
INTUIT CALL 461202903 5,127 44,200 SH Call DFND 4 44,200 0 0
INTUIT PUT 461202953 35,342 304,700 SH Put DFND 4 304,700 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 27,266 35,573 SH   DFND 17 35,153 0 420
INTUITIVE SURGICAL INC COM NEW 46120E602 710 926 SH   DFND 20 926 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 41,225 53,786 SH   DFND 21 52,188 0 1,598
INTUITIVE SURGICAL INC CALL 46120E902 2,223 2,900 SH Call DFND 4 2,900 0 0
INTUITIVE SURGICAL INC PUT 46120E952 27,823 36,300 SH Put DFND 4 36,300 0 0
INVENSENSE INC COM 46123D205 6,722 532,246 SH   DFND 4 532,246 0 0
INVENSENSE INC COM 46123D205 10,762 852,119 SH   DFND 21 852,119 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 479 31,067 SH   DFND 17 31,067 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 218 14,132 SH   DFND 20 14,132 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 4,261 276,313 SH   DFND 21 99,164 0 177,149
INVITAE CORP COM 46185L103 387 34,968 SH   DFND 17 31,504 0 3,464
IRON MTN INC NEW COM 46284V101 11,807 331,000 SH   DFND 4 331,000 0 0
IRON MTN INC NEW COM 46284V101 183 5,129 SH   DFND 17 5,129 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 26,571 21,290,000 PRN   DFND 17 17,455,000 0 3,835,000
ISHARES GOLD TRUST ISHARES 464285105 8,498 707,600 SH   DFND 20 707,600 0 0
ISHARES MSCI AUST ETF 464286103 11,462 503,142 SH   DFND 24 0 0 503,142
ISHARES MSCI WORLD ETF 464286392 10,301 132,288 SH   DFND 25 132,288 0 0
ISHARES MSCI CDA ETF 464286509 4,080 151,788 SH   DFND 24 0 0 151,788
ISHARES MIN VOL EMRG MKT 464286533 7 122 SH   DFND 17 122 0 0
ISHARES MIN VOL EMRG MKT 464286533 50,290 940,000 SH   DFND 25 940,000 0 0
ISHARES MSCI BRIC INDX 464286657 479 15,038 SH   DFND   0 0 15,038
ISHARES MSCI STH KOR ETF 464286772 1,471 27,640 SH   DFND 17 27,640 0 0
ISHARES MSCI HONG KG ETF 464286871 243 10,879 SH   DFND 24 10,879 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 41,992 176,978 SH   DFND 17 176,978 0 0
ISHARES TR CORE S&P500 ETF 464287200 1,523 6,408 SH   DFND 24 0 0 6,408
ISHARES TR MSCI EMG MKT ETF 464287234 165 4,200 SH   DFND 3 4,200 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH   DFND 17 100 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 142,781 3,624,800 SH Put DFND 21 3,624,800 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,400 60,500 SH   DFND 24 60,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 761 19,322 SH   DFND 25 19,322 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 219,930 1,865,239 SH   DFND 17 1,865,239 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,190 10,100 SH   DFND 24 3,900 0 6,200
ISHARES TR IBOXX INV CP ETF 464287242 25,287 214,460 SH   DFND 25 214,460 0 0
ISHARES TR LATN AMER 40 ETF 464287390 13,769 432,428 SH   DFND 24 29,000 0 403,428
ISHARES TR S&P 500 VAL ETF 464287408 691 6,646 SH   DFND 17 6,646 0 0
ISHARES TR MSCI EAFE ETF 464287465 37,768 606,331 SH   DFND 4 606,331 0 0
ISHARES TR MSCI EAFE ETF 464287465 11,430 183,489 SH   DFND 17 183,489 0 0
ISHARES TR MSCI EAFE ETF 464287465 692 11,100 SH   DFND 24 0 0 11,100
ISHARES TR NASDQ BIOTEC ETF 464287556 293 1,000 SH   DFND 17 0 0 1,000
ISHARES TR NASDQ BIOTEC ETF 464287556 147 500 SH   DFND 24 500 0 0
ISHARES TR GLOBAL 100 ETF 464287572 246 3,000 SH   DFND 24 0 0 3,000
ISHARES TR RUS 2000 VAL ETF 464287630 1,483 12,555 SH   DFND 17 12,555 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 265,131 1,928,508 SH   DFND 17 1,928,508 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 686 5,000 SH   DFND 24 5,000 0 0
ISHARES TR U.S. TECH ETF 464287721 811 6,000 SH   DFND 24 6,000 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 982 11,000 SH   DFND 24 11,000 0 0
ISHARES TR EUROPE ETF 464287861 919 22,000 SH   DFND 24 20,000 0 2,000
ISHARES TR CALL 464287904 52,976 1,344,912 SH Call DFND 4 1,274,312 0 70,600
ISHARES TR PUT 464287954 171,822 4,362,063 SH Put DFND 4 4,362,063 0 0
ISHARES TR PUT 464287955 259,853 2,149,533 SH Put DFND 4 2,149,533 0 0
ISHARES TR PUT 464287959 5,416 69,006 SH Put DFND 4 69,006 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 7,741 122,392 SH   DFND 24 20,000 0 102,392
ISHARES TR MSCI ACWI ETF 464288257 8,224 130,000 SH   DFND 17 130,000 0 0
ISHARES TR MSCI ACWI ETF 464288257 4,864 76,700 SH   DFND 24 56,000 0 20,700
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 15,978 140,530 SH   DFND 17 140,530 0 0
ISHARES TR JP MOR EM MK ETF 464288281 5,936 52,136 SH   DFND 24 7,000 0 45,136
ISHARES TR JP MOR EM MK ETF 464288281 88,490 778,280 SH   DFND 25 778,280 0 0
ISHARES TR IBOXX HI YD ETF 464288513 20,695 235,758 SH   DFND 17 235,758 0 0
ISHARES TR IBOXX HI YD ETF 464288513 11,734 133,680 SH   DFND 25 133,680 0 0
ISHARES TR MBS ETF 464288588 2,925 27,450 SH   DFND 17 27,450 0 0
ISHARES TR MBS ETF 464288588 24,838 233,110 SH   DFND 20 233,110 0 0
ISHARES TR SHRT TRS BD ETF 464288679 21,245 192,575 SH   DFND 24 0 0 192,575
ISHARES TR U.S. PFD STK ETF 464288687 305 8,190 SH   DFND   3,410 0 4,780
ISHARES MSCI EURO FL ETF 464289180 812 40,000 SH   DFND 24 40,000 0 0
ISHARES TR MSCI INDIA ETF 46429B598 327 10,400 SH   DFND 17 10,400 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 305 6,000 SH   DFND 24 6,000 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 10,428 205,000 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 82 SH   DFND 17 82 0 0
ISHARES TR MIN VOL USA ETF 46429B697 2,161 45,289 SH   DFND 17 45,289 0 0
ISHARES TR MIN VOL USA ETF 46429B697 64,050 1,342,200 SH   DFND 25 1,342,200 0 0
ISHARES TR USA QUALITY FCTR 46432F339 2,118 29,087 SH   DFND 17 29,087 0 0
ISHARES TR USA QUALITY FCTR 46432F339 32,998 453,272 SH   DFND 25 453,272 0 0
ISHARES TR USA VALUE FACTOR 46432F388 16,379 224,000 SH   DFND 20 224,000 0 0
ISHARES TR USA VALUE FACTOR 46432F388 34,377 470,142 SH   DFND 25 470,142 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 2,192 26,519 SH   DFND 17 26,519 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 32,541 393,723 SH   DFND 25 393,723 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,939 33,460 SH   DFND 17 33,460 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 60,093 62,245,000 PRN   DFND 17 58,475,000 0 3,770,000
ISHARES INC CORE MSCI EMKT 46434G103 313 6,500 SH   DFND 24 0 0 6,500
ISHARES INC MSCI RUS ETF NEW 46434G798 262 8,000 SH   DFND 24 8,000 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 267 5,460 SH   DFND   2,280 0 3,180
ISHARES INC MSCI JPN ETF NEW 46434G822 20,542 395,198 SH   DFND 24 0 0 395,198
ISHARES TR HDG MSCI GERMN 46434V704 3,709 134,000 SH   DFND 24 134,000 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 6,296 193,486 SH   DFND 24 0 0 193,486
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 6,953 577,655 SH   DFND 17 577,655 0 0
ITRON INC COM 465741106 19,329 318,431 SH   DFND 17 260,960 0 57,471
ITRON INC COM 465741106 235 3,870 SH   DFND 21 2,492 0 1,378
J & J SNACK FOODS CORP COM 466032109 270 1,990 SH   DFND 17 1,990 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 166 25,412 SH   DFND 17 0 0 25,412
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 97,060 86,850,000 PRN   DFND 17 81,555,000 0 5,295,000
JPMORGAN CHASE & CO COM 46625H100 163,046 1,856,170 SH   DFND 3 1,856,170 0 0
JPMORGAN CHASE & CO COM 46625H100 52,507 597,759 SH   DFND 4 597,759 0 0
JPMORGAN CHASE & CO COM 46625H100 187,196 2,131,101 SH   DFND 17 2,058,006 0 73,095
JPMORGAN CHASE & CO COM 46625H100 14,266 162,410 SH   DFND 20 162,410 0 0
JPMORGAN CHASE & CO COM 46625H100 380,812 4,335,294 SH   DFND 21 3,349,290 0 986,004
JPMORGAN CHASE & CO COM 46625H100 605 6,882 SH   DFND 25 6,882 0 0
JPMORGAN CHASE & CO CALL 46625H900 33,063 376,400 SH Call DFND 4 376,400 0 0
JPMORGAN CHASE & CO PUT 46625H950 344,842 3,925,800 SH Put DFND 4 3,925,800 0 0
JABIL CIRCUIT INC COM 466313103 1,681 58,130 SH   DFND 17 49,363 0 8,767
JABIL CIRCUIT INC COM 466313103 14,237 492,299 SH   DFND 21 349,882 0 142,417
JABIL CIRCUIT INC COM 466313103 22 756 SH   DFND 25 756 0 0
JACK IN THE BOX INC COM 466367109 15,102 148,470 SH   DFND 17 126,307 0 22,163
JACK IN THE BOX INC COM 466367109 215 2,113 SH   DFND 20 2,113 0 0
JACK IN THE BOX INC COM 466367109 2,884 28,353 SH   DFND 21 24,950 0 3,403
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1,312 1,000,000 PRN   DFND 17 1,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 93,801 87,570,000 PRN   DFND 17 83,730,000 0 3,840,000
JD COM INC SPON ADR CL A 47215P106 3,390 108,975 SH   DFND 17 97,255 0 11,720
JD COM INC SPON ADR CL A 47215P106 16,049 515,867 SH   DFND 20 452,754 0 63,113
JD COM INC SPON ADR CL A 47215P106 789 25,000 SH   DFND 24 25,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,016 49,309 SH   DFND 17 33,323 0 15,986
JETBLUE AIRWAYS CORP COM 477143101 27,866 1,352,069 SH   DFND 21 1,033,521 0 318,548
JETBLUE AIRWAYS CORP COM 477143101 86 4,161 SH   DFND 25 4,161 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 605 36,500 SH   DFND 17 0 0 36,500
JOHN BEAN TECHNOLOGIES CORP COM 477839104 20,306 230,883 SH   DFND 17 154,850 0 76,033
JOHN BEAN TECHNOLOGIES CORP COM 477839104 3,618 41,132 SH   DFND 21 41,132 0 0
JOHNSON & JOHNSON COM 478160104 89,366 717,508 SH   DFND 3 717,508 0 0
JOHNSON & JOHNSON COM 478160104 5,293 42,500 SH   DFND 4 42,500 0 0
JOHNSON & JOHNSON COM 478160104 136,283 1,094,203 SH   DFND 17 777,094 0 317,109
JOHNSON & JOHNSON COM 478160104 3,170 25,450 SH   DFND 20 25,450 0 0
JOHNSON & JOHNSON COM 478160104 413,301 3,318,355 SH   DFND 21 2,354,115 0 964,240
JOHNSON & JOHNSON COM 478160104 1,945 15,606 SH   DFND 24 15,606 0 0
JOHNSON & JOHNSON COM 478160104 691 5,545 SH   DFND 25 5,545 0 0
JOHNSON & JOHNSON CALL 478160904 80,285 644,600 SH Call DFND 4 644,600 0 0
JOHNSON & JOHNSON PUT 478160954 358,953 2,882,000 SH Put DFND 4 2,882,000 0 0
JONES LANG LASALLE INC COM 48020Q107 8 76 SH   DFND 17 76 0 0
JONES LANG LASALLE INC COM 48020Q107 1,200 10,763 SH   DFND 21 10,763 0 0
JOY GLOBAL INC COM 481165108 8,381 296,657 SH   DFND 4 296,657 0 0
JOY GLOBAL INC COM 481165108 23,552 833,700 SH   DFND 17 833,700 0 0
JOY GLOBAL INC COM 481165108 30,479 1,078,899 SH   DFND 21 1,078,899 0 0
J2 GLOBAL INC COM 48123V102 32,300 384,936 SH   DFND 3 384,936 0 0
J2 GLOBAL INC COM 48123V102 10,146 120,911 SH   DFND 17 93,077 0 27,834
J2 GLOBAL INC COM 48123V102 25,319 301,745 SH   DFND 21 243,341 0 58,404
J2 GLOBAL INC COM 48123V102 142 1,688 SH   DFND 25 1,688 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 48 12,975 SH   DFND 17 12,975 0 0
JUNIPER NETWORKS INC COM 48203R104 6,329 227,400 SH   DFND 3 227,400 0 0
JUNIPER NETWORKS INC COM 48203R104 30,798 1,106,660 SH   DFND 17 1,062,063 0 44,597
JUNIPER NETWORKS INC COM 48203R104 323 11,606 SH   DFND 20 11,606 0 0
JUNIPER NETWORKS INC COM 48203R104 41,567 1,493,610 SH   DFND 21 927,922 0 565,688
JUNIPER NETWORKS INC COM 48203R104 88 3,161 SH   DFND 25 3,161 0 0
KAR AUCTION SVCS INC COM 48238T109 7,424 170,000 SH   DFND 4 170,000 0 0
KAR AUCTION SVCS INC COM 48238T109 23,185 530,910 SH   DFND 17 447,804 0 83,106
KAR AUCTION SVCS INC COM 48238T109 175 4,018 SH   DFND 20 4,018 0 0
KAR AUCTION SVCS INC COM 48238T109 35,899 822,060 SH   DFND 21 647,104 0 174,956
KAR AUCTION SVCS INC COM 48238T109 156 3,568 SH   DFND 25 3,568 0 0
KBR INC COM 48242W106 43,156 2,871,300 SH   DFND 3 2,871,300 0 0
KBR INC COM 48242W106 1,015 67,502 SH   DFND 17 67,502 0 0
KCG HLDGS INC CL A 48244B100 193 10,829 SH   DFND 21 10,829 0 0
KLA-TENCOR CORP COM 482480100 35,179 370,031 SH   DFND 17 302,151 0 67,880
KLA-TENCOR CORP COM 482480100 38,560 405,598 SH   DFND 21 396,930 0 8,668
KKR & CO L P DEL COM UNITS 48248M102 233 12,755 SH   DFND 4 8,311 0 4,444
KT CORP SPONSORED ADR 48268K101 453 26,900 SH   DFND 17 26,900 0 0
K2M GROUP HLDGS INC COM 48273J107 1,855 90,420 SH   DFND 17 49,585 0 40,835
K12 INC COM 48273U102 939 49,034 SH   DFND 21 0 0 49,034
KADANT INC COM 48282T104 2,598 43,782 SH   DFND 17 43,782 0 0
KADANT INC COM 48282T104 869 14,635 SH   DFND 21 12,837 0 1,798
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,067 25,874 SH   DFND 17 0 0 25,874
KAISER ALUMINUM CORP COM PAR $0.01 483007704 329 4,120 SH   DFND 21 4,120 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 19,527 227,690 SH   DFND 4 226,460 0 1,230
KANSAS CITY SOUTHERN COM NEW 485170302 58,084 677,288 SH   DFND 17 559,640 0 117,648
KANSAS CITY SOUTHERN COM NEW 485170302 908 10,589 SH   DFND 21 7,158 0 3,431
KB HOME NOTE 1.375% 2/0 48666KAS8 32,016 31,235,000 PRN   DFND 17 31,235,000 0 0
KELLOGG CO CALL 487836908 523 7,200 SH Call DFND 4 7,200 0 0
KELLOGG CO PUT 487836958 6,462 89,000 SH Put DFND 4 89,000 0 0
KELLY SVCS INC CL A 488152208 829 37,931 SH   DFND 17 11,686 0 26,245
KELLY SVCS INC CL A 488152208 1,928 88,200 SH   DFND 21 78,758 0 9,442
KENNAMETAL INC COM 489170100 276 7,043 SH   DFND 20 7,043 0 0
KENNAMETAL INC COM 489170100 808 20,602 SH   DFND 21 20,602 0 0
KEYCORP NEW COM 493267108 13,491 758,800 SH   DFND 3 758,800 0 0
KEYCORP NEW COM 493267108 1,819 102,322 SH   DFND 4 102,322 0 0
KEYCORP NEW COM 493267108 7,247 407,585 SH   DFND 17 405,335 0 2,250
KEYCORP NEW COM 493267108 179 10,090 SH   DFND 20 10,090 0 0
KEYCORP NEW COM 493267108 13,115 737,629 SH   DFND 21 735,206 0 2,423
KEYCORP NEW PUT 493267958 11,344 638,000 SH Put DFND 4 638,000 0 0
KEYW HLDG CORP COM 493723100 481 50,975 SH   DFND 17 0 0 50,975
KFORCE INC COM 493732101 1,971 82,986 SH   DFND 17 82,986 0 0
KILROY RLTY CORP COM 49427F108 10,270 142,487 SH   DFND 4 142,487 0 0
KILROY RLTY CORP COM 49427F108 17,153 237,967 SH   DFND 17 188,215 0 49,752
KILROY RLTY CORP COM 49427F108 153 2,120 SH   DFND 21 2,120 0 0
KIMBERLY CLARK CORP COM 494368103 3,767 28,615 SH   DFND 3 28,615 0 0
KIMBERLY CLARK CORP COM 494368103 1,575 11,964 SH   DFND 4 11,964 0 0
KIMBERLY CLARK CORP COM 494368103 3,959 30,079 SH   DFND 17 30,079 0 0
KIMBERLY CLARK CORP COM 494368103 646 4,911 SH   DFND 21 4,911 0 0
KIMBERLY CLARK CORP CALL 494368903 8,569 65,100 SH Call DFND 4 65,100 0 0
KIMBERLY CLARK CORP PUT 494368953 59,312 450,600 SH Put DFND 4 450,600 0 0
KINDER MORGAN INC DEL COM 49456B101 3,478 160,000 SH   DFND 4 160,000 0 0
KINDER MORGAN INC DEL COM 49456B101 129 5,919 SH   DFND 17 5,919 0 0
KINDER MORGAN INC DEL COM 49456B101 1,691 77,787 SH   DFND 21 77,787 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 77,197 1,547,655 SH   DFND 17 1,465,940 0 81,715
KINDER MORGAN INC DEL CALL 49456B901 6,270 288,400 SH Call DFND 4 288,400 0 0
KINDER MORGAN INC DEL PUT 49456B951 25,062 1,152,800 SH Put DFND 4 1,152,800 0 0
KINROSS GOLD CORP COM NO PAR 496902404 11,746 3,340,161 SH   DFND 21 3,340,161 0 0
KITE PHARMA INC COM 49803L109 2,698 34,378 SH   DFND 17 34,378 0 0
KITE PHARMA INC COM 49803L109 1,370 17,500 SH   DFND 24 17,500 0 0
KNOLL INC COM NEW 498904200 40,617 1,705,900 SH   DFND 3 1,705,900 0 0
KNOLL INC COM NEW 498904200 586 24,627 SH   DFND 17 24,627 0 0
KNOLL INC COM NEW 498904200 82 3,424 SH   DFND 20 3,424 0 0
KNOLL INC COM NEW 498904200 1,069 44,904 SH   DFND 21 31,921 0 12,983
KOHLS CORP COM 500255104 1,235 31,013 SH   DFND 17 31,013 0 0
KOHLS CORP COM 500255104 9,430 236,873 SH   DFND 21 129,667 0 107,206
KOPPERS HOLDINGS INC COM 50060P106 4,774 112,727 SH   DFND 17 98,367 0 14,360
KOREA ELECTRIC PWR SPONSORED ADR 500631106 56,258 2,713,859 SH   DFND 3 1,634,848 0 1,079,011
KOREA ELECTRIC PWR SPONSORED ADR 500631106 10,526 507,775 SH   DFND 17 507,775 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 5,231 252,363 SH   DFND 21 234,982 0 17,381
KORN FERRY INTL COM NEW 500643200 46,078 1,463,249 SH   DFND 3 1,463,249 0 0
KORN FERRY INTL COM NEW 500643200 629 19,968 SH   DFND 17 19,968 0 0
KRAFT HEINZ CO COM 500754106 7,404 81,538 SH   DFND 4 81,538 0 0
KRAFT HEINZ CO COM 500754106 481 5,299 SH   DFND 17 1,839 0 3,460
KRAFT HEINZ CO COM 500754106 4,418 48,648 SH   DFND 21 48,648 0 0
KRAFT HEINZ CO CALL 500754906 9,535 105,000 SH Call DFND 4 105,000 0 0
KRAFT HEINZ CO PUT 500754956 72,357 796,800 SH Put DFND 4 796,800 0 0
KRATON CORPORATION COM 50077C106 306 9,888 SH   DFND 17 9,888 0 0
KRATON CORPORATION COM 50077C106 124 4,021 SH   DFND 20 4,021 0 0
KRATON CORPORATION COM 50077C106 1,103 35,672 SH   DFND 21 33,258 0 2,414
KROGER CO COM 501044101 14,289 484,542 SH   DFND 4 484,542 0 0
KROGER CO COM 501044101 84,676 2,871,361 SH   DFND 17 2,850,706 0 20,655
KROGER CO COM 501044101 65,327 2,215,237 SH   DFND 21 1,543,303 0 671,934
KROGER CO COM 501044101 220 7,448 SH   DFND 25 7,448 0 0
KROGER CO CALL 501044901 5,125 173,800 SH Call DFND 4 173,800 0 0
KROGER CO PUT 501044951 18,700 634,100 SH Put DFND 4 634,100 0 0
L BRANDS INC COM 501797104 2,461 52,246 SH   DFND 17 52,246 0 0
L BRANDS INC COM 501797104 15,472 328,496 SH   DFND 21 326,528 0 1,968
LHC GROUP INC COM 50187A107 344 6,373 SH   DFND 17 6,373 0 0
LHC GROUP INC COM 50187A107 2,723 50,511 SH   DFND 21 19,866 0 30,645
LGI HOMES INC COM 50187T106 3,683 108,617 SH   DFND 17 105,506 0 3,111
LGI HOMES INC COM 50187T106 885 26,085 SH   DFND 21 11,454 0 14,631
LKQ CORP COM 501889208 28 949 SH   DFND 17 949 0 0
LKQ CORP COM 501889208 172 5,798 SH   DFND 21 1,724 0 4,074
LKQ CORP COM 501889208 2,338 79,000 SH   DFND 24 79,000 0 0
LCI INDS COM 50189K103 2,621 26,264 SH   DFND 21 0 0 26,264
LPL FINL HLDGS INC COM 50212V100 179 4,487 SH   DFND 20 4,487 0 0
LPL FINL HLDGS INC COM 50212V100 522 13,094 SH   DFND 21 13,094 0 0
LSB INDS INC COM 502160104 756 80,624 SH   DFND 17 72,645 0 7,979
LSI INDS INC COM 50216C108 1,093 108,363 SH   DFND 17 97,588 0 10,775
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7,209 241,502 SH   DFND 17 231,158 0 10,344
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 3,947 125,300 SH   DFND 24 125,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 11,478 80,000 SH   DFND 4 80,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,224 36,414 SH   DFND 17 35,094 0 1,320
LABORATORY CORP AMER HLDGS COM NEW 50540R409 840 5,852 SH   DFND 20 5,852 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 24,226 168,855 SH   DFND 21 108,725 0 60,130
LAM RESEARCH CORP COM 512807108 15,435 120,245 SH   DFND 3 120,245 0 0
LAM RESEARCH CORP COM 512807108 121,126 943,639 SH   DFND 17 716,945 0 226,694
LAM RESEARCH CORP COM 512807108 1,064 8,291 SH   DFND 20 8,291 0 0
LAM RESEARCH CORP COM 512807108 120,833 941,357 SH   DFND 21 643,123 0 298,234
LAM RESEARCH CORP COM 512807108 394 3,069 SH   DFND 25 3,069 0 0
LAM RESEARCH CORP CALL 512807908 4,403 34,300 SH Call DFND 4 34,300 0 0
LAM RESEARCH CORP PUT 512807958 23,182 180,600 SH Put DFND 4 180,600 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 134,282 63,590,000 PRN   DFND 17 59,170,000 0 4,420,000
LAMB WESTON HLDGS INC COM 513272104 81 1,936 SH   DFND 4 1,936 0 0
LAMB WESTON HLDGS INC COM 513272104 327 7,764 SH   DFND 21 7,764 0 0
LANCASTER COLONY CORP COM 513847103 509 3,950 SH   DFND 17 3,950 0 0
LANCASTER COLONY CORP COM 513847103 454 3,523 SH   DFND 21 3,523 0 0
LAREDO PETROLEUM INC COM 516806106 13,370 915,781 SH   DFND 17 740,565 0 175,216
LAREDO PETROLEUM INC COM 516806106 962 67,600 SH   DFND 24 67,600 0 0
LAS VEGAS SANDS CORP COM 517834107 12,156 213,000 SH   DFND 4 213,000 0 0
LAS VEGAS SANDS CORP COM 517834107 1,828 32,039 SH   DFND 17 32,039 0 0
LAS VEGAS SANDS CORP COM 517834107 4,926 86,317 SH   DFND 21 86,317 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 276 9,549 SH   DFND 17 9,549 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 268 9,247 SH   DFND 21 0 0 9,247
LATTICE SEMICONDUCTOR CORP COM 518415104 3,054 441,274 SH   DFND 21 441,274 0 0
LAUDER ESTEE COS INC CL A 518439104 24,618 290,342 SH   DFND 17 285,947 0 4,395
LAUDER ESTEE COS INC CL A 518439104 110,887 1,307,671 SH   DFND 21 1,070,245 0 237,426
LAUDER ESTEE COS INC CL A 518439104 563 6,600 SH   DFND 24 6,600 0 0
LAUDER ESTEE COS INC CALL 518439904 1,060 12,500 SH Call DFND 4 12,500 0 0
LAUDER ESTEE COS INC PUT 518439954 4,884 57,600 SH Put DFND 4 57,600 0 0
LAYNE CHRISTENSEN CO COM 521050104 944 106,834 SH   DFND 17 96,215 0 10,619
LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7,178 7,875,000 PRN   DFND 17 7,875,000 0 0
LEAR CORP COM NEW 521865204 10,114 71,440 SH   DFND 3 71,440 0 0
LEAR CORP COM NEW 521865204 34,705 245,221 SH   DFND 17 188,900 0 56,321
LEAR CORP COM NEW 521865204 534 3,770 SH   DFND 20 3,770 0 0
LEAR CORP COM NEW 521865204 94,612 668,261 SH   DFND 21 484,033 0 184,228
LEAR CORP COM NEW 521865204 359 2,537 SH   DFND 25 2,537 0 0
LEGGETT & PLATT INC COM 524660107 21 410 SH   DFND 17 410 0 0
LEGGETT & PLATT INC COM 524660107 1,141 22,682 SH   DFND 21 0 0 22,682
LEGACY TEX FINL GROUP INC COM 52471Y106 1,168 29,264 SH   DFND 21 0 0 29,264
LEGG MASON INC COM 524901105 623 17,253 SH   DFND 21 17,253 0 0
LEIDOS HLDGS INC COM 525327102 2,695 52,706 SH   DFND 17 52,706 0 0
LEIDOS HLDGS INC COM 525327102 873 17,067 SH   DFND 20 17,067 0 0
LEIDOS HLDGS INC COM 525327102 18,841 368,425 SH   DFND 21 239,124 0 129,301
LEMAITRE VASCULAR INC COM 525558201 7,604 308,722 SH   DFND 17 281,437 0 27,285
LEMAITRE VASCULAR INC COM 525558201 306 12,432 SH   DFND 21 12,432 0 0
LENDINGCLUB CORP COM 52603A109 5,427 988,435 SH   DFND 17 790,625 0 197,810
LENDINGTREE INC NEW COM 52603B107 37,073 295,756 SH   DFND 17 295,208 0 548
LENNAR CORP CL A 526057104 89,400 1,746,428 SH   DFND 17 1,746,428 0 0
LENNAR CORP CL A 526057104 3,142 61,375 SH   DFND 21 53,511 0 7,864
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 51 895 SH   DFND 17 895 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 14,820 258,995 SH   DFND 21 258,995 0 0
LEXINGTON REALTY TRUST COM 529043101 138 13,857 SH   DFND 17 13,857 0 0
LEXINGTON REALTY TRUST COM 529043101 624 62,572 SH   DFND 21 50,476 0 12,096
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 95,145 84,480,000 PRN   DFND 17 76,735,000 0 7,745,000
LIBERTY PPTY TR SH BEN INT 531172104 2 64 SH   DFND 17 64 0 0
LIBERTY PPTY TR SH BEN INT 531172104 250 6,483 SH   DFND 20 6,483 0 0
LIBERTY PPTY TR SH BEN INT 531172104 3,634 94,260 SH   DFND 21 71,999 0 22,261
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 104,862 93,065,000 PRN   DFND 17 86,815,000 0 6,250,000
LIFEPOINT HEALTH INC COM 53219L109 3,406 51,993 SH   DFND 17 13,070 0 38,923
LIFEPOINT HEALTH INC COM 53219L109 5,568 85,000 SH   DFND 21 57,904 0 27,096
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 6,796 64,214 SH   DFND 17 51,588 0 12,626
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 787 525,000 PRN   DFND 17 525,000 0 0
LIFE STORAGE INC COM 53223X107 5,666 69,000 SH   DFND 3 69,000 0 0
LIFE STORAGE INC COM 53223X107 11,535 140,462 SH   DFND 4 140,462 0 0
LIFE STORAGE INC COM 53223X107 174 2,119 SH   DFND 21 2,119 0 0
LILLY ELI & CO COM 532457108 966 11,488 SH   DFND 4 11,488 0 0
LILLY ELI & CO COM 532457108 16,900 200,932 SH   DFND 17 184,058 0 16,874
LILLY ELI & CO COM 532457108 33,737 401,111 SH   DFND 21 269,936 0 131,175
LILLY ELI & CO COM 532457108 19 224 SH   DFND 25 224 0 0
LILLY ELI & CO CALL 532457908 17,142 203,800 SH Call DFND 4 203,800 0 0
LILLY ELI & CO PUT 532457958 120,656 1,434,500 SH Put DFND 4 1,434,500 0 0
LINCOLN NATL CORP IND COM 534187109 6,048 92,400 SH   DFND 3 92,400 0 0
LINCOLN NATL CORP IND COM 534187109 54,870 838,347 SH   DFND 17 826,602 0 11,745
LINCOLN NATL CORP IND COM 534187109 1,368 20,897 SH   DFND 20 20,897 0 0
LINCOLN NATL CORP IND COM 534187109 38,140 582,735 SH   DFND 21 553,882 0 28,853
LION BIOTECHNOLOGIES INC COM 53619R102 1,415 189,920 SH   DFND 17 184,372 0 5,548
LIQUIDITY SERVICES INC COM 53635B107 146 18,310 SH   DFND 17 0 0 18,310
LITTELFUSE INC COM 537008104 1,011 6,321 SH   DFND 21 4,270 0 2,051
LIVE NATION ENTERTAINMENT IN COM 538034109 2,562 84,346 SH   DFND 17 84,346 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 41,677 38,290,000 PRN   DFND 17 31,890,000 0 6,400,000
LIVEPERSON INC COM 538146101 394 57,555 SH   DFND 17 0 0 57,555
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 136,327 128,598,000 PRN   DFND 4 128,598,000 0 0
LOCKHEED MARTIN CORP COM 539830109 7,559 28,247 SH   DFND 4 28,247 0 0
LOCKHEED MARTIN CORP COM 539830109 62,271 232,701 SH   DFND 17 229,541 0 3,160
LOCKHEED MARTIN CORP COM 539830109 24,432 91,300 SH   DFND 20 91,300 0 0
LOCKHEED MARTIN CORP CALL 539830909 15,976 59,700 SH Call DFND 4 59,700 0 0
LOCKHEED MARTIN CORP PUT 539830959 112,847 421,700 SH Put DFND 4 421,700 0 0
LOEWS CORP COM 540424108 40 848 SH   DFND 17 848 0 0
LOEWS CORP COM 540424108 3,066 65,564 SH   DFND 21 0 0 65,564
LOGMEIN INC COM 54142L109 2,247 23,046 SH   DFND 17 13,341 0 9,705
LOGMEIN INC COM 54142L109 1,194 12,244 SH   DFND 21 7,631 0 4,613
LOUISIANA PAC CORP COM 546347105 1,328 53,510 SH   DFND 17 53,510 0 0
LOUISIANA PAC CORP COM 546347105 1,418 57,126 SH   DFND 21 57,126 0 0
LOWES COS INC COM 548661107 8,221 100,000 SH   DFND 4 100,000 0 0
LOWES COS INC COM 548661107 3,252 39,558 SH   DFND 17 39,558 0 0
LOWES COS INC COM 548661107 1,162 14,134 SH   DFND 20 14,134 0 0
LOWES COS INC COM 548661107 35,067 426,558 SH   DFND 21 409,383 0 17,175
LOWES COS INC CALL 548661907 13,729 167,000 SH Call DFND 4 167,000 0 0
LOWES COS INC PUT 548661957 67,264 818,200 SH Put DFND 4 818,200 0 0
LUMENTUM HLDGS INC COM 55024U109 77,288 1,448,699 SH   DFND 17 1,375,468 0 73,231
LUMENTUM HLDGS INC COM 55024U109 339 6,350 SH   DFND 20 6,350 0 0
LUMENTUM HLDGS INC COM 55024U109 2,954 55,364 SH   DFND 21 50,108 0 5,256
LUMOS NETWORKS CORP COM 550283105 4,347 245,569 SH   DFND 21 245,569 0 0
LYDALL INC DEL COM 550819106 5,366 100,104 SH   DFND 17 95,079 0 5,025
LYDALL INC DEL COM 550819106 465 8,683 SH   DFND 21 8,683 0 0
LYON WILLIAM HOMES CL A NEW 552074700 650 31,535 SH   DFND 17 31,535 0 0
M & T BK CORP COM 55261F104 6,724 43,459 SH   DFND 4 43,459 0 0
M & T BK CORP COM 55261F104 74 477 SH   DFND 17 477 0 0
M & T BK CORP CALL 55261F904 4,008 25,900 SH Call DFND 4 25,900 0 0
M & T BK CORP PUT 55261F954 39,255 253,700 SH Put DFND 4 253,700 0 0
M D C HLDGS INC COM 552676108 40,489 1,347,400 SH   DFND 3 1,347,400 0 0
MDU RES GROUP INC COM 552690109 16,446 600,895 SH   DFND 17 493,835 0 107,060
MDU RES GROUP INC COM 552690109 193 7,065 SH   DFND 21 7,065 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 1,357 144,402 SH   DFND 17 0 0 144,402
MFA FINL INC COM 55272X102 1,543 191,027 SH   DFND 17 124,217 0 66,810
MFA FINL INC COM 55272X102 12,754 1,578,469 SH   DFND 21 837,494 0 740,975
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 36,017 36,005,000 PRN   DFND 17 36,005,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 27,226 18,705,000 PRN   DFND 17 15,030,000 0 3,675,000
MGM RESORTS INTERNATIONAL COM 552953101 1,883 68,738 SH   DFND 4 56,161 0 12,577
MGM RESORTS INTERNATIONAL COM 552953101 112,575 4,108,573 SH   DFND 17 4,097,713 0 10,860
MGM RESORTS INTERNATIONAL COM 552953101 4,385 160,021 SH   DFND 21 0 0 160,021
MGP INGREDIENTS INC NEW COM 55303J106 3,364 62,041 SH   DFND 17 62,041 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,491 27,488 SH   DFND 21 27,488 0 0
M/I HOMES INC COM 55305B101 2,039 83,233 SH   DFND 17 83,233 0 0
M/I HOMES INC COM 55305B101 887 36,193 SH   DFND 21 0 0 36,193
MKS INSTRUMENT INC COM 55306N104 2,824 41,073 SH   DFND 17 33,633 0 7,440
MKS INSTRUMENT INC COM 55306N104 287 4,179 SH   DFND 20 4,179 0 0
MKS INSTRUMENT INC COM 55306N104 11,050 160,730 SH   DFND 21 133,209 0 27,521
MSA SAFETY INC COM 553498106 2,434 34,435 SH   DFND 17 24,215 0 10,220
MSCI INC COM 55354G100 192 1,973 SH   DFND 17 1,973 0 0
MSCI INC COM 55354G100 106 1,095 SH   DFND 20 1,095 0 0
MSCI INC COM 55354G100 490 5,042 SH   DFND 21 5,042 0 0
MSG NETWORK INC CL A 553573106 604 25,855 SH   DFND 17 2,790 0 23,065
MSG NETWORK INC CL A 553573106 109 4,663 SH   DFND 20 4,663 0 0
MSG NETWORK INC CL A 553573106 315 13,477 SH   DFND 21 13,477 0 0
MTGE INVT CORP COM 55378A105 3,310 197,597 SH   DFND 17 47,063 0 150,534
MTGE INVT CORP COM 55378A105 186 11,111 SH   DFND 21 4,782 0 6,329
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 5,835 120,816 SH   DFND 17 97,486 0 23,330
MACERICH CO COM 554382101 10,020 155,594 SH   DFND 4 155,594 0 0
MACERICH CO COM 554382101 28 428 SH   DFND 17 428 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 9,037 112,151 SH   DFND 17 112,151 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 5,599 69,481 SH   DFND 21 69,481 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 52,789 46,945,000 PRN   DFND 17 41,090,000 0 5,855,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 50,099 50,840,000 PRN   DFND 17 50,840,000 0 0
MACQUARIE BK LTD MTNF 6.125%12/3 55608YAC9 16,120 16,000,000 PRN   DFND 4 16,000,000 0 0
MACROGENICS INC COM 556099109 985 52,949 SH   DFND 17 52,949 0 0
MACYS INC COM 55616P104 35,692 1,204,192 SH   DFND 4 1,204,192 0 0
MACYS INC COM 55616P104 40,210 1,356,605 SH   DFND 17 1,354,439 0 2,166
MACYS INC COM 55616P104 16,761 565,499 SH   DFND 21 510,355 0 55,144
MACYS INC COM 55616P104 17 563 SH   DFND 25 563 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 6,337 82,400 SH   DFND 3 82,400 0 0
MAGNA INTL INC COM 559222401 55,120 1,280,900 SH   DFND 3 869,900 0 411,000
MAGNA INTL INC COM 559222401 24,204 562,467 SH   DFND 17 425,040 0 137,427
MAGNA INTL INC COM 559222401 57,689 1,340,602 SH   DFND 21 897,533 0 443,069
MAGNA INTL INC COM 559222401 107 2,486 SH   DFND 25 2,486 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 620 64,900 SH   DFND 17 0 0 64,900
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,508 45,786 SH   DFND 17 3,041 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 203 6,162 SH   DFND 20 6,162 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,503 45,639 SH   DFND 21 34,634 0 11,005
MANPOWERGROUP INC COM 56418H100 6,975 68,000 SH   DFND 3 68,000 0 0
MANPOWERGROUP INC COM 56418H100 79 775 SH   DFND 17 775 0 0
MANPOWERGROUP INC COM 56418H100 3,531 34,422 SH   DFND 21 15,951 0 18,471
MANTECH INTL CORP CL A 564563104 57 1,635 SH   DFND 17 1,635 0 0
MANTECH INTL CORP CL A 564563104 3,532 101,983 SH   DFND 21 87,765 0 14,218
MANULIFE FINL CORP COM 56501R106 26,767 1,513,272 SH   DFND 3 952,672 0 560,600
MANULIFE FINL CORP COM 56501R106 4,907 277,410 SH   DFND 17 272,748 0 4,662
MANULIFE FINL CORP COM 56501R106 804 45,453 SH   DFND 20 45,453 0 0
MANULIFE FINL CORP COM 56501R106 23,862 1,349,029 SH   DFND 21 1,193,038 0 155,991
MANULIFE FINL CORP COM 56501R106 21 1,208 SH   DFND 25 1,208 0 0
MARATHON PETE CORP COM 56585A102 6,525 129,100 SH   DFND 3 129,100 0 0
MARATHON PETE CORP COM 56585A102 3,463 68,524 SH   DFND 4 68,524 0 0
MARATHON PETE CORP COM 56585A102 14,099 278,976 SH   DFND 17 95,395 0 183,581
MARATHON PETE CORP COM 56585A102 1,028 20,348 SH   DFND 20 20,348 0 0
MARATHON PETE CORP COM 56585A102 48,507 959,778 SH   DFND 21 746,158 0 213,620
MARATHON PETE CORP COM 56585A102 702 14,000 SH   DFND 24 14,000 0 0
MARATHON PETE CORP COM 56585A102 199 3,932 SH   DFND 25 3,932 0 0
MARATHON PETE CORP CALL 56585A902 3,123 61,800 SH Call DFND 4 61,800 0 0
MARATHON PETE CORP PUT 56585A952 38,875 769,200 SH Put DFND 4 769,200 0 0
MARCUS & MILLICHAP INC COM 566324109 171 6,974 SH   DFND 17 6,974 0 0
MARCUS & MILLICHAP INC COM 566324109 231 9,414 SH   DFND 21 9,414 0 0
MARCUS CORP COM 566330106 1,977 61,580 SH   DFND 17 41,735 0 19,845
MARCUS CORP COM 566330106 1,084 33,773 SH   DFND 21 33,773 0 0
MARINEMAX INC COM 567908108 1,428 65,945 SH   DFND 17 65,945 0 0
MARKEL CORP COM 570535104 7,076 7,251 SH   DFND 21 7,251 0 0
MARKETAXESS HLDGS INC COM 57060D108 98 525 SH   DFND 17 0 0 525
MARKETAXESS HLDGS INC COM 57060D108 106 568 SH   DFND 20 568 0 0
MARKETAXESS HLDGS INC COM 57060D108 10,128 54,021 SH   DFND 21 54,021 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6,169 61,738 SH   DFND 17 48,261 0 13,477
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 27,208 272,268 SH   DFND 21 169,530 0 102,738
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 95 954 SH   DFND 25 954 0 0
MARSH & MCLENNAN COS INC CALL 571748902 11,992 162,300 SH Call DFND 4 162,300 0 0
MARSH & MCLENNAN COS INC PUT 571748952 28,751 389,100 SH Put DFND 4 389,100 0 0
MARRIOTT INTL INC NEW CALL 571903902 4,163 44,200 SH Call DFND 4 44,200 0 0
MARRIOTT INTL INC NEW PUT 571903952 34,913 370,700 SH Put DFND 4 370,700 0 0
MASCO CORP COM 574599106 34 1,010 SH   DFND 17 1,010 0 0
MASCO CORP COM 574599106 1,869 55,000 SH   DFND 21 55,000 0 0
MASIMO CORP COM 574795100 5,086 54,539 SH   DFND 17 37,955 0 16,584
MASIMO CORP COM 574795100 211 2,265 SH   DFND 20 2,265 0 0
MASIMO CORP COM 574795100 22,302 239,135 SH   DFND 21 160,094 0 79,041
MASTEC INC COM 576323109 12,772 318,894 SH   DFND 17 255,453 0 63,441
MASTEC INC COM 576323109 107 2,666 SH   DFND 21 2,666 0 0
MASTERCARD INCORPORATED CL A 57636Q104 74,470 662,131 SH   DFND 17 514,902 0 147,229
MASTERCARD INCORPORATED CL A 57636Q104 7,166 63,717 SH   DFND 21 35,971 0 27,746
MASTERCARD INCORPORATED CALL 57636Q904 21,572 191,800 SH Call DFND 4 191,800 0 0
MASTERCARD INCORPORATED PUT 57636Q954 85,241 757,900 SH Put DFND 4 757,900 0 0
MATSON INC COM 57686G105 143 4,516 SH   DFND 17 4,516 0 0
MATSON INC COM 57686G105 1,143 36,002 SH   DFND 21 35,227 0 775
MATTEL INC COM 577081102 3,156 123,246 SH   DFND 17 123,246 0 0
MATTEL INC COM 577081102 3,503 136,782 SH   DFND 21 136,782 0 0
MATTHEWS INTL CORP CL A 577128101 242 3,582 SH   DFND 20 3,582 0 0
MATTHEWS INTL CORP CL A 577128101 698 10,325 SH   DFND 21 10,325 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 13,498 300,225 SH   DFND 17 232,290 0 67,935
MAXIM INTEGRATED PRODS INC COM 57772K101 106 2,366 SH   DFND 21 0 0 2,366
MAXLINEAR INC COM 57776J100 169 6,029 SH   DFND 17 6,029 0 0
MAXLINEAR INC COM 57776J100 482 17,181 SH   DFND 21 17,181 0 0
MCCLATCHY CO CL A NEW 579489303 2,331 241,104 SH   DFND 4 241,104 0 0
MCCORMICK & CO INC COM NON VTG 579780206 34 353 SH   DFND 17 353 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,217 22,725 SH   DFND 20 22,725 0 0
MCDERMOTT INTL INC COM 580037109 374 55,365 SH   DFND 17 55,365 0 0
MCDERMOTT INTL INC COM 580037109 74 10,892 SH   DFND 20 10,892 0 0
MCDERMOTT INTL INC COM 580037109 2,494 369,438 SH   DFND 21 148,915 0 220,523
MCDONALDS CORP COM 580135101 138,718 1,070,276 SH   DFND 17 937,719 0 132,557
MCDONALDS CORP COM 580135101 15,525 119,780 SH   DFND 20 119,780 0 0
MCDONALDS CORP COM 580135101 97,742 754,122 SH   DFND 21 652,939 0 101,183
MCDONALDS CORP COM 580135101 123 953 SH   DFND 24 953 0 0
MCDONALDS CORP CALL 580135901 38,818 299,500 SH Call DFND 4 299,500 0 0
MCDONALDS CORP PUT 580135951 107,952 832,900 SH Put DFND 4 832,900 0 0
MCGRATH RENTCORP COM 580589109 1,320 39,312 SH   DFND 21 3,996 0 35,316
MCKESSON CORP COM 58155Q103 5,411 36,500 SH   DFND 3 36,500 0 0
MCKESSON CORP COM 58155Q103 2,763 18,639 SH   DFND 4 18,639 0 0
MCKESSON CORP COM 58155Q103 105,978 714,815 SH   DFND 17 711,444 0 3,371
MCKESSON CORP COM 58155Q103 44,666 301,265 SH   DFND 21 236,508 0 64,757
MCKESSON CORP COM 58155Q103 190 1,279 SH   DFND 25 1,279 0 0
MCKESSON CORP CALL 58155Q903 4,937 33,300 SH Call DFND 4 33,300 0 0
MCKESSON CORP PUT 58155Q953 38,859 262,100 SH Put DFND 4 262,100 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 6,929 77,784 SH   DFND 4 77,784 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 51 568 SH   DFND 17 568 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 23,116 259,498 SH   DFND 21 259,498 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 126 11,239 SH   DFND 17 11,239 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 172 13,375 SH   DFND 17 13,375 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 387 30,000 SH   DFND 21 30,000 0 0
MEDICINES CO COM 584688105 3,779 77,287 SH   DFND 17 59,272 0 18,015
MEDICINES CO COM 584688105 918 18,700 SH   DFND 24 18,700 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 15,785 10,000,000 PRN   DFND 17 9,455,000 0 545,000
MEDIFAST INC COM 58470H101 45 1,020 SH   DFND 17 1,020 0 0
MEDIFAST INC COM 58470H101 1,518 34,220 SH   DFND 21 12,916 0 21,304
MEDNAX INC COM 58502B106 643 9,268 SH   DFND 17 9,268 0 0
MEDNAX INC COM 58502B106 12,235 176,351 SH   DFND 21 168,609 0 7,742
MEETME INC COM 585141104 1,663 282,348 SH   DFND 17 48,760 0 233,588
MEETME INC COM 585141104 7,023 1,192,312 SH   DFND 21 1,044,757 0 147,555
MERCADOLIBRE INC COM 58733R102 10,406 49,207 SH   DFND 17 7,285 0 41,922
MERCADOLIBRE INC COM 58733R102 364 1,721 SH   DFND 21 1,721 0 0
MERCER INTL INC COM 588056101 1,377 117,723 SH   DFND 17 117,723 0 0
MERCER INTL INC COM 588056101 139 11,912 SH   DFND 20 11,912 0 0
MERCER INTL INC COM 588056101 894 76,418 SH   DFND 21 70,578 0 5,840
MERCK & CO INC COM 58933Y105 7,323 115,250 SH   DFND 3 115,250 0 0
MERCK & CO INC COM 58933Y105 17,298 272,243 SH   DFND 4 272,243 0 0
MERCK & CO INC COM 58933Y105 96,565 1,519,750 SH   DFND 17 1,436,817 0 82,933
MERCK & CO INC COM 58933Y105 1,685 26,526 SH   DFND 20 26,526 0 0
MERCK & CO INC COM 58933Y105 133,455 2,100,332 SH   DFND 21 1,509,496 0 590,836
MERCK & CO INC COM 58933Y105 1,650 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 22,322 351,300 SH Call DFND 4 351,300 0 0
MERCK & CO INC PUT 58933Y955 151,212 2,379,800 SH Put DFND 4 2,379,800 0 0
MERCURY SYS INC COM 589378108 306 7,836 SH   DFND 21 7,836 0 0
MEREDITH CORP COM 589433101 37,156 575,172 SH   DFND 3 575,172 0 0
MEREDITH CORP COM 589433101 2,314 35,816 SH   DFND 17 35,816 0 0
MEREDITH CORP COM 589433101 458 7,091 SH   DFND 21 194 0 6,897
MERIDIAN BANCORP INC MD COM 58958U103 3,035 165,857 SH   DFND 17 165,857 0 0
MERIT MED SYS INC COM 589889104 453 15,660 SH   DFND 17 0 0 15,660
MERIT MED SYS INC COM 589889104 71 2,441 SH   DFND 20 2,441 0 0
MERIT MED SYS INC COM 589889104 206 7,139 SH   DFND 21 7,139 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 57,190 32,620,000 PRN   DFND 17 30,230,000 0 2,390,000
MESA LABS INC COM 59064R109 2,818 22,967 SH   DFND 17 22,295 0 672
META FINL GROUP INC COM 59100U108 1,215 13,731 SH   DFND 17 1,589 0 12,142
META FINL GROUP INC COM 59100U108 588 6,645 SH   DFND 21 6,645 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 707 30,949 SH   DFND 21 30,949 0 0
METHODE ELECTRS INC COM 591520200 47,637 1,044,677 SH   DFND 3 1,044,677 0 0
METLIFE INC COM 59156R108 76,711 1,452,302 SH   DFND 3 1,452,302 0 0
METLIFE INC COM 59156R108 4,518 85,530 SH   DFND 4 85,530 0 0
METLIFE INC COM 59156R108 25,920 490,732 SH   DFND 17 479,454 0 11,278
METLIFE INC COM 59156R108 57,717 1,092,703 SH   DFND 21 878,474 0 214,229
METLIFE INC COM 59156R108 137 2,591 SH   DFND 25 2,591 0 0
METLIFE INC CALL 59156R908 9,434 178,600 SH Call DFND 4 178,600 0 0
METLIFE INC PUT 59156R958 46,888 887,700 SH Put DFND 4 887,700 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,711 11,925 SH   DFND 17 11,925 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 440 919 SH   DFND 20 919 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,271 2,654 SH   DFND 21 2,654 0 0
MICHAELS COS INC COM 59408Q106 8,111 362,239 SH   DFND 17 291,919 0 70,320
MICROSOFT CORP COM 594918104 718,472 10,909,085 SH   DFND 17 9,557,424 0 1,351,661
MICROSOFT CORP COM 594918104 6,003 91,148 SH   DFND 20 91,148 0 0
MICROSOFT CORP COM 594918104 541,524 8,222,071 SH   DFND 21 6,174,143 0 2,047,928
MICROSOFT CORP COM 594918104 514 7,810 SH   DFND 25 7,810 0 0
MICROSOFT CORP CALL 594918904 81,515 1,237,700 SH Call DFND 4 1,237,700 0 0
MICROSOFT CORP PUT 594918954 408,602 6,204,100 SH Put DFND 4 6,204,100 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 86,652 1,174,467 SH   DFND 17 914,821 0 259,646
MICROCHIP TECHNOLOGY INC COM 595017104 105,530 1,430,118 SH   DFND 21 1,198,505 0 231,613
MICROCHIP TECHNOLOGY INC COM 595017104 643 8,700 SH   DFND 24 8,700 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 35,506 24,680,000 PRN   DFND 17 22,215,000 0 2,465,000
MICRON TECHNOLOGY INC COM 595112103 250,353 8,662,734 SH   DFND 17 7,622,746 0 1,039,988
MICRON TECHNOLOGY INC COM 595112103 11,418 395,094 SH   DFND 20 395,094 0 0
MICRON TECHNOLOGY INC COM 595112103 51,098 1,768,098 SH   DFND 21 1,713,888 0 54,210
MICRON TECHNOLOGY INC CALL 595112903 5,708 197,500 SH Call DFND 4 197,500 0 0
MICRON TECHNOLOGY INC PUT 595112953 30,758 1,064,300 SH Put DFND 4 1,064,300 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 27,209 10,165,000 PRN   DFND 17 8,420,000 0 1,745,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 240,981 215,701,000 PRN   DFND 17 205,436,000 0 10,265,000
MICROSEMI CORP COM 595137100 70,084 1,360,055 SH   DFND 17 1,289,248 0 70,807
MICROSEMI CORP COM 595137100 1,355 26,286 SH   DFND 21 23,331 0 2,955
MID AMER APT CMNTYS INC COM 59522J103 6,277 61,700 SH   DFND 3 61,700 0 0
MID AMER APT CMNTYS INC COM 59522J103 272 2,678 SH   DFND 17 2,678 0 0
MIDDLEBY CORP COM 596278101 7,355 53,905 SH   DFND 17 53,905 0 0
MIDDLEBY CORP COM 596278101 153 1,120 SH   DFND 21 1,120 0 0
MILLER HERMAN INC COM 600544100 1,245 39,454 SH   DFND 21 36,548 0 2,906
MINDBODY INC COM CL A 60255W105 1,373 50,030 SH   DFND 17 50,030 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 7,340 1,157,780 SH   DFND 17 1,157,780 0 0
MOBILEIRON INC COM NEW 60739U204 62 14,360 SH   DFND 17 14,360 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 21,136 1,915,985 SH   DFND 17 1,896,585 0 19,400
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6,380 579,145 SH   DFND 21 556,558 0 22,587
MODEL N INC COM 607525102 2,208 211,260 SH   DFND 17 204,709 0 6,551
MODINE MFG CO COM 607828100 3,515 288,082 SH   DFND 17 288,082 0 0
MODINE MFG CO COM 607828100 611 50,098 SH   DFND 21 0 0 50,098
MOHAWK INDS INC COM 608190104 29,941 130,468 SH   DFND 17 122,458 0 8,010
MOHAWK INDS INC COM 608190104 308 1,340 SH   DFND 20 1,340 0 0
MOHAWK INDS INC COM 608190104 16,850 73,422 SH   DFND 21 52,436 0 20,986
MOHAWK INDS INC COM 608190104 801 3,500 SH   DFND 24 3,500 0 0
MOLINA HEALTHCARE INC COM 60855R100 6,146 134,770 SH   DFND 17 108,895 0 25,875
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 58,355 45,620,000 PRN   DFND 17 45,620,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 26,738 25,125,000 PRN   DFND 17 25,125,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 6,413 67,000 SH   DFND 3 67,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,930 30,615 SH   DFND 17 30,615 0 0
MOLSON COORS BREWING CO CL B 60871R209 10,806 112,899 SH   DFND 21 25,136 0 87,763
MOLSON COORS BREWING CO PUT 60871R959 852 8,900 SH Put DFND 4 8,900 0 0
MONDELEZ INTL INC CL A 609207105 4,724 109,664 SH   DFND 4 109,664 0 0
MONDELEZ INTL INC CL A 609207105 54,355 1,261,715 SH   DFND 17 1,080,256 0 181,459
MONDELEZ INTL INC CL A 609207105 37,649 873,938 SH   DFND 21 668,752 0 205,186
MONDELEZ INTL INC CALL 609207905 11,016 255,700 SH Call DFND 4 255,700 0 0
MONDELEZ INTL INC PUT 609207955 56,112 1,302,500 SH Put DFND 4 1,302,500 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 36,705 2,572,188 SH   DFND 3 2,572,188 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,036 72,612 SH   DFND 17 14,305 0 58,307
MONMOUTH REAL ESTATE INVT CO CL A 609720107 691 48,424 SH   DFND 21 48,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 6,273 68,116 SH   DFND 17 54,906 0 13,210
MONOLITHIC PWR SYS INC COM 609839105 1,261 13,695 SH   DFND 21 13,695 0 0
MONSANTO CO NEW COM 61166W101 400 3,533 SH   DFND 4 3,533 0 0
MONSANTO CO NEW COM 61166W101 131,124 1,158,339 SH   DFND 17 1,158,339 0 0
MONSANTO CO NEW COM 61166W101 2,411 21,300 SH   DFND 20 21,300 0 0
MONSANTO CO NEW COM 61166W101 28,211 249,243 SH   DFND 21 235,963 0 13,280
MONSANTO CO NEW COM 61166W101 9,861 87,000 SH   DFND 24 87,000 0 0
MONSANTO CO NEW CALL 61166W901 12,939 114,300 SH Call DFND 4 114,300 0 0
MONSANTO CO NEW PUT 61166W951 63,924 564,700 SH Put DFND 4 564,700 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 38 829 SH   DFND 4 829 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 49,228 1,066,232 SH   DFND 17 840,923 0 225,309
MONSTER BEVERAGE CORP NEW CALL 61174X909 1,325 28,700 SH Call DFND 4 28,700 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 9,613 208,200 SH Put DFND 4 208,200 0 0
MOODYS CORP COM 615369105 57 511 SH   DFND 17 511 0 0
MOODYS CORP COM 615369105 1,991 17,767 SH   DFND 21 15,676 0 2,091
MOOG INC CL A 615394202 697 10,350 SH   DFND 17 1,160 0 9,190
MORGAN STANLEY COM NEW 617446448 75,066 1,752,250 SH   DFND 3 1,752,250 0 0
MORGAN STANLEY COM NEW 617446448 23,709 553,431 SH   DFND 4 553,431 0 0
MORGAN STANLEY COM NEW 617446448 38,008 887,218 SH   DFND 17 704,322 0 182,896
MORGAN STANLEY COM NEW 617446448 905 21,115 SH   DFND 20 21,115 0 0
MORGAN STANLEY COM NEW 617446448 89,574 2,090,889 SH   DFND 21 1,510,507 0 580,382
MORGAN STANLEY COM NEW 617446448 52 1,222 SH   DFND 25 1,222 0 0
MORGAN STANLEY CALL 617446908 8,041 187,700 SH Call DFND 4 187,700 0 0
MORGAN STANLEY PUT 617446958 57,543 1,343,200 SH Put DFND 4 1,343,200 0 0
MOSAIC CO NEW COM 61945C103 10,213 350,000 SH   DFND 4 350,000 0 0
MOSAIC CO NEW COM 61945C103 32 1,080 SH   DFND 17 1,080 0 0
MOSAIC CO NEW COM 61945C103 3,172 108,699 SH   DFND 21 103,638 0 5,061
MOTORCAR PTS AMER INC COM 620071100 3,674 119,573 SH   DFND 17 115,516 0 4,057
MOTOROLA SOLUTIONS INC COM NEW 620076307 346 4,012 SH   DFND 17 4,012 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 9,061 105,090 SH   DFND 21 73,968 0 31,122
MUELLER WTR PRODS INC COM SER A 624758108 21,539 1,822,290 SH   DFND 17 1,697,345 0 124,945
MUELLER WTR PRODS INC COM SER A 624758108 385 31,595 SH   DFND 21 13,765 0 17,830
MUELLER WTR PRODS INC COM SER A 624758108 4,519 383,000 SH   DFND 24 383,000 0 0
MULESOFT INC CL A 625207105 1,568 64,450 SH   DFND 17 50,495 0 13,955
MULESOFT INC CL A 625207105 297 12,200 SH   DFND 20 12,200 0 0
MULTI COLOR CORP COM 625383104 67 940 SH   DFND 17 940 0 0
MULTI COLOR CORP COM 625383104 370 5,215 SH   DFND 21 5,215 0 0
MURPHY OIL CORP COM 626717102 29 1,015 SH   DFND 3 1,015 0 0
MURPHY OIL CORP COM 626717102 2,688 94,008 SH   DFND 17 94,008 0 0
MURPHY OIL CORP COM 626717102 259 9,065 SH   DFND 20 9,065 0 0
MURPHY OIL CORP COM 626717102 7,115 248,847 SH   DFND 21 221,876 0 26,971
MURPHY USA INC COM 626755102 8,810 119,991 SH   DFND 21 119,991 0 0
MYRIAD GENETICS INC COM 62855J104 194 10,093 SH   DFND 21 8,939 0 1,154
NCI BUILDING SYS INC COM NEW 628852204 174 10,138 SH   DFND 17 10,138 0 0
NCI BUILDING SYS INC COM NEW 628852204 809 47,174 SH   DFND 21 21,523 0 25,651
NCR CORP NEW COM 62886E108 549 12,028 SH   DFND 17 0 0 12,028
NCR CORP NEW COM 62886E108 17,817 390,044 SH   DFND 21 304,989 0 85,055
NCR CORP NEW COM 62886E108 122 2,674 SH   DFND 25 2,674 0 0
NCI INC CL A 62886K104 636 42,227 SH   DFND 17 38,044 0 4,183
NMI HLDGS INC CL A 629209305 132 11,557 SH   DFND 21 11,557 0 0
NN INC COM 629337106 3,483 138,195 SH   DFND 17 133,836 0 4,359
NRG YIELD INC CL A NEW 62942X306 72 4,155 SH   DFND 17 4,155 0 0
NRG YIELD INC CL A NEW 62942X306 118 6,798 SH   DFND 21 0 0 6,798
NVR INC COM 62944T105 12,907 6,126 SH   DFND 17 4,799 0 1,327
NVR INC COM 62944T105 2,916 1,384 SH   DFND 21 1,384 0 0
NV5 GLOBAL INC COM 62945V109 4,365 116,083 SH   DFND 17 111,379 0 4,704
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 7,643 6,600,000 PRN   DFND 17 6,600,000 0 0
NASDAQ INC COM 631103108 212 3,052 SH   DFND 17 3,052 0 0
NASDAQ INC COM 631103108 8,600 123,832 SH   DFND 21 123,832 0 0
NATIONAL BEVERAGE CORP COM 635017106 14,984 177,266 SH   DFND 17 150,038 0 27,228
NATIONAL COMM CORP COM 63546L102 1,666 45,526 SH   DFND 17 43,883 0 1,643
NATIONAL HEALTHCARE CORP COM 635906100 215 3,015 SH   DFND 17 3,015 0 0
NATIONAL FUEL GAS CO N J COM 636180101 40,023 671,300 SH   DFND 3 671,300 0 0
NATIONAL FUEL GAS CO N J COM 636180101 18,729 314,142 SH   DFND 17 251,531 0 62,611
NATIONAL GEN HLDGS CORP COM 636220303 33,934 1,428,200 SH   DFND 3 1,428,200 0 0
NATIONAL GEN HLDGS CORP COM 636220303 11,113 467,722 SH   DFND 17 389,763 0 77,959
NATIONAL OILWELL VARCO INC COM 637071101 17 420 SH   DFND 3 420 0 0
NATIONAL OILWELL VARCO INC COM 637071101 19,169 478,151 SH   DFND 17 478,151 0 0
NATIONAL OILWELL VARCO INC COM 637071101 25 631 SH   DFND 21 631 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,076 68,300 SH   DFND 4 68,300 0 0
NAUTILUS INC COM 63910B102 4,197 229,948 SH   DFND 17 222,054 0 7,894
NAUTILUS INC COM 63910B102 119 6,539 SH   DFND 21 6,539 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 14,861 15,400,000 PRN   DFND 17 15,400,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 584 25,560 SH   DFND 17 3,090 0 22,470
NAVIGANT CONSULTING INC COM 63935N107 179 7,838 SH   DFND 20 7,838 0 0
NAVIGANT CONSULTING INC COM 63935N107 6,903 301,967 SH   DFND 21 132,509 0 169,458
NAVIENT CORPORATION COM 63938C108 14 930 SH   DFND 17 930 0 0
NAVIENT CORPORATION COM 63938C108 8,133 551,021 SH   DFND 21 518,861 0 32,160
NEENAH PAPER INC COM 640079109 25,227 337,713 SH   DFND 3 337,713 0 0
NEENAH PAPER INC COM 640079109 1,184 15,852 SH   DFND 17 15,852 0 0
NEKTAR THERAPEUTICS COM 640268108 1,319 56,200 SH   DFND 17 56,200 0 0
NEKTAR THERAPEUTICS COM 640268108 1,465 63,000 SH   DFND 24 63,000 0 0
NEOGENOMICS INC COM NEW 64049M209 5,956 754,898 SH   DFND 17 734,438 0 20,460
NEOPHOTONICS CORP COM 64051T100 1,786 198,204 SH   DFND 17 198,204 0 0
NEOPHOTONICS CORP COM 64051T100 3,193 354,406 SH   DFND 21 354,406 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,009 82,498 SH   DFND 17 44,238 0 38,260
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,020 83,400 SH   DFND 21 71,020 0 12,380
NETAPP INC COM 64110D104 9,793 234,000 SH   DFND 4 234,000 0 0
NETAPP INC COM 64110D104 73,915 1,766,185 SH   DFND 17 1,278,060 0 488,125
NETAPP INC COM 64110D104 359 8,576 SH   DFND 20 8,576 0 0
NETAPP INC COM 64110D104 1,038 24,803 SH   DFND 21 24,803 0 0
NETFLIX INC COM 64110L106 5,219 35,311 SH   DFND 4 35,311 0 0
NETFLIX INC COM 64110L106 76,521 517,700 SH   DFND 17 413,430 0 104,270
NETFLIX INC CALL 64110L906 11,529 78,000 SH Call DFND 4 78,000 0 0
NETFLIX INC PUT 64110L956 104,073 704,100 SH Put DFND 4 704,100 0 0
NETEASE INC SPONSORED ADR 64110W102 66 231 SH   DFND   231 0 0
NETEASE INC SPONSORED ADR 64110W102 49,183 173,470 SH   DFND 17 150,713 0 22,757
NETEASE INC SPONSORED ADR 64110W102 12,754 44,909 SH   DFND 20 36,411 0 8,498
NETEASE INC SPONSORED ADR 64110W102 34,208 120,450 SH   DFND 21 104,782 0 15,668
NETEASE INC SPONSORED ADR 64110W102 3,642 12,900 SH   DFND 24 12,900 0 0
NETGEAR INC COM 64111Q104 523 10,545 SH   DFND 17 7,746 0 2,799
NETGEAR INC COM 64111Q104 238 4,810 SH   DFND 20 4,810 0 0
NETGEAR INC COM 64111Q104 14,379 290,201 SH   DFND 21 184,327 0 105,874
NEUSTAR INC CL A 64126X201 1,054 31,799 SH   DFND 17 27,017 0 4,782
NEUSTAR INC CL A 64126X201 271 8,188 SH   DFND 20 8,188 0 0
NEUSTAR INC CL A 64126X201 24,441 737,280 SH   DFND 21 618,083 0 119,197
NEUSTAR INC CL A 64126X201 79 2,376 SH   DFND 25 2,376 0 0
NEVSUN RES LTD COM 64156L101 371 144,815 SH   DFND 21 63,970 0 80,845
NEVRO CORP COM 64157F103 1,128 12,037 SH   DFND 17 12,037 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 30,481 24,995,000 PRN   DFND 17 20,800,000 0 4,195,000
NEW GOLD INC CDA COM 644535106 2,012 675,852 SH   DFND 21 675,852 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 263 18,499 SH   DFND 17 18,499 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 964 67,835 SH   DFND 21 67,835 0 0
NEW MTN FIN CORP COM 647551100 220 14,745 SH   DFND 17 14,745 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 53 878 SH   DFND   878 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,557 25,780 SH   DFND 17 24,580 0 1,200
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 13,257 219,565 SH   DFND 20 116,189 0 103,376
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,607 27,000 SH   DFND 24 27,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 7,543 444,209 SH   DFND 17 362,617 0 81,592
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 193 11,370 SH   DFND 20 11,370 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 41,239 2,428,691 SH   DFND 21 1,581,195 0 847,496
NEW RELIC INC COM 64829B100 32,067 865,035 SH   DFND 17 865,035 0 0
NEW SR INVT GROUP INC COM 648691103 201 19,731 SH   DFND 17 19,731 0 0
NEW SR INVT GROUP INC COM 648691103 887 86,981 SH   DFND 21 86,981 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 118 8,420 SH   DFND 21 0 0 8,420
NEW YORK CMNTY BANCORP INC COM 649445103 49 3,490 SH   DFND 25 3,490 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 411 66,596 SH   DFND 17 66,596 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,611 261,042 SH   DFND 21 161,485 0 99,557
NEW YORK REIT INC COM 64976L109 32,695 3,374,072 SH   DFND 4 3,374,072 0 0
NEWELL BRANDS INC COM 651229106 8,047 170,601 SH   DFND 4 170,601 0 0
NEWELL BRANDS INC COM 651229106 65,802 1,395,001 SH   DFND 17 1,140,575 0 254,426
NEWELL BRANDS INC COM 651229106 763 16,172 SH   DFND 20 16,172 0 0
NEWELL BRANDS INC COM 651229106 9,343 198,070 SH   DFND 21 176,266 0 21,804
NEWELL BRANDS INC CALL 651229906 2,453 52,000 SH Call DFND 4 52,000 0 0
NEWELL BRANDS INC PUT 651229956 17,972 381,000 SH Put DFND 4 381,000 0 0
NEWFIELD EXPL CO COM 651290108 887 24,037 SH   DFND 17 24,037 0 0
NEWFIELD EXPL CO COM 651290108 1,093 29,626 SH   DFND 20 29,626 0 0
NEWFIELD EXPL CO COM 651290108 16,224 439,543 SH   DFND 21 261,244 0 178,299
NEWMARKET CORP COM 651587107 282 623 SH   DFND 21 0 0 623
NEWMONT MINING CORP COM 651639106 2,314 70,194 SH   DFND 4 70,194 0 0
NEWMONT MINING CORP COM 651639106 2,053 62,293 SH   DFND 17 62,293 0 0
NEWMONT MINING CORP COM 651639106 39,491 1,198,138 SH   DFND 21 1,050,069 0 148,069
NEWMONT MINING CORP COM 651639106 1,581 48,000 SH   DFND 24 48,000 0 0
NEWMONT MINING CORP CALL 651639906 864 26,200 SH Call DFND 4 26,200 0 0
NEWMONT MINING CORP PUT 651639956 12,495 379,100 SH Put DFND 4 379,100 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2,505 2,500,000 PRN   DFND 17 2,500,000 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,210 17,251 SH   DFND 21 0 0 17,251
NEXTERA ENERGY INC COM 65339F101 5,658 44,076 SH   DFND 4 44,076 0 0
NEXTERA ENERGY INC COM 65339F101 16,376 127,571 SH   DFND 17 51,272 0 76,299
NEXTERA ENERGY INC COM 65339F101 46,668 363,546 SH   DFND 21 342,969 0 20,577
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 137,020 2,686,660 SH   DFND 17 2,556,700 0 129,960
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 10,426 172,665 SH   DFND 17 154,610 0 18,055
NEXTERA ENERGY INC CALL 65339F901 10,552 82,200 SH Call DFND 4 82,200 0 0
NEXTERA ENERGY INC PUT 65339F951 77,099 600,600 SH Put DFND 4 600,600 0 0
NIKE INC CL B 654106103 1,327 23,809 SH   DFND 4 23,809 0 0
NIKE INC CL B 654106103 9,018 161,812 SH   DFND 17 146,612 0 15,200
NIKE INC CL B 654106103 10,643 190,971 SH   DFND 21 150,971 0 40,000
NIKE INC CALL 654106903 17,165 308,000 SH Call DFND 4 308,000 0 0
NIKE INC PUT 654106953 69,066 1,239,300 SH Put DFND 4 1,239,300 0 0
NIMBLE STORAGE INC COM 65440R101 3,441 275,262 SH   DFND 21 275,262 0 0
NIPPON TELEG TEL CORP SPONSORED ADR 654624105 6,921 161,557 SH   DFND 17 161,557 0 0
NISOURCE INC COM 65473P105 1,584 66,573 SH   DFND 17 66,573 0 0
NISOURCE INC COM 65473P105 149 6,265 SH   DFND 21 0 0 6,265
NORBORD INC COM NEW 65548P403 816 28,754 SH   DFND 21 17,714 0 11,040
NORDSON CORP COM 655663102 362 2,945 SH   DFND 17 1,305 0 1,640
NORFOLK SOUTHERN CORP COM 655844108 5,979 53,400 SH   DFND 3 53,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 7,325 65,415 SH   DFND 4 65,415 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,237 55,700 SH   DFND 17 55,700 0 0
NORFOLK SOUTHERN CORP COM 655844108 872 7,785 SH   DFND 20 7,785 0 0
NORFOLK SOUTHERN CORP COM 655844108 20,234 180,711 SH   DFND 21 133,870 0 46,841
NORFOLK SOUTHERN CORP CALL 655844908 6,953 62,100 SH Call DFND 4 62,100 0 0
NORFOLK SOUTHERN CORP PUT 655844958 40,735 363,800 SH Put DFND 4 363,800 0 0
NORTHERN TR CORP COM 665859104 740 8,545 SH   DFND 4 8,545 0 0
NORTHERN TR CORP COM 665859104 57 653 SH   DFND 17 653 0 0
NORTHERN TR CORP CALL 665859904 2,268 26,200 SH Call DFND 4 26,200 0 0
NORTHERN TR CORP PUT 665859954 13,948 161,100 SH Put DFND 4 161,100 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,629 15,260 SH   DFND 3 15,260 0 0
NORTHROP GRUMMAN CORP COM 666807102 9,399 39,520 SH   DFND 4 39,520 0 0
NORTHROP GRUMMAN CORP COM 666807102 35,966 151,220 SH   DFND 17 98,416 0 52,804
NORTHROP GRUMMAN CORP COM 666807102 1,378 5,793 SH   DFND 20 5,793 0 0
NORTHROP GRUMMAN CORP COM 666807102 92,592 389,303 SH   DFND 21 298,667 0 90,636
NORTHROP GRUMMAN CORP COM 666807102 310 1,302 SH   DFND 25 1,302 0 0
NORTHROP GRUMMAN CORP CALL 666807902 8,824 37,100 SH Call DFND 4 37,100 0 0
NORTHROP GRUMMAN CORP PUT 666807952 64,050 269,300 SH Put DFND 4 269,300 0 0
NORTHWEST PIPE CO COM 667746101 839 53,386 SH   DFND 17 48,189 0 5,197
NORTHWESTERN CORP COM NEW 668074305 68 1,165 SH   DFND 17 1,165 0 0
NORTHWESTERN CORP COM NEW 668074305 439 7,475 SH   DFND 20 7,475 0 0
NORTHWESTERN CORP COM NEW 668074305 1,266 21,566 SH   DFND 21 21,566 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,749 37,014 SH   DFND 17 20,314 0 16,700
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 150 325,000 PRN   DFND 17 325,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 17,397 4,575,000 PRN   DFND 17 4,050,000 0 525,000
NUANCE COMMUNICATIONS INC COM 67020Y100 47,127 2,722,545 SH   DFND 17 2,722,545 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 1,269 1,230,000 PRN   DFND 17 1,230,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 42,589 44,645,000 PRN   DFND 17 44,645,000 0 0
NUCOR CORP COM 670346105 6,832 114,400 SH   DFND 3 114,400 0 0
NUCOR CORP COM 670346105 4,932 82,591 SH   DFND 4 82,591 0 0
NUCOR CORP COM 670346105 58 975 SH   DFND 17 975 0 0
NUCOR CORP COM 670346105 3,725 62,380 SH   DFND 21 23,063 0 39,317
NUCOR CORP CALL 670346905 4,503 75,400 SH Call DFND 4 75,400 0 0
NUCOR CORP PUT 670346955 22,520 377,100 SH Put DFND 4 377,100 0 0
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 31,139 1,114,100 SH   DFND 3 1,114,100 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 270 8,660 SH   DFND 17 8,660 0 0
NVIDIA CORP COM 67066G104 9,603 88,161 SH   DFND 4 88,161 0 0
NVIDIA CORP COM 67066G104 132,559 1,216,919 SH   DFND 17 1,007,047 0 209,872
NVIDIA CORP COM 67066G104 999 9,175 SH   DFND 20 9,175 0 0
NVIDIA CORP COM 67066G104 78,355 719,319 SH   DFND 21 568,865 0 150,454
NVIDIA CORP CALL 67066G904 8,693 79,800 SH Call DFND 4 79,800 0 0
NVIDIA CORP PUT 67066G954 96,741 888,100 SH Put DFND 4 888,100 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 32,525 5,985,000 PRN   DFND 17 5,045,000 0 940,000
NUTRI SYS INC NEW COM 67069D108 8,033 144,745 SH   DFND 17 117,502 0 27,243
NUTRI SYS INC NEW COM 67069D108 3,030 54,595 SH   DFND 21 54,595 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 92,158 67,410,000 PRN   DFND 17 63,125,000 0 4,285,000
OGE ENERGY CORP COM 670837103 15 430 SH   DFND 3 430 0 0
OGE ENERGY CORP COM 670837103 293 8,363 SH   DFND 17 8,363 0 0
OGE ENERGY CORP COM 670837103 759 21,705 SH   DFND 20 21,705 0 0
OGE ENERGY CORP COM 670837103 2,198 62,838 SH   DFND 21 62,838 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,340 16,083 SH   DFND 4 16,083 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 114 422 SH   DFND 17 292 0 130
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,013 33,401 SH   DFND 21 33,401 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 6,530 24,200 SH Call DFND 4 24,200 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 41,420 153,500 SH Put DFND 4 153,500 0 0
OFG BANCORP COM 67103X102 150 12,717 SH   DFND 20 12,717 0 0
OFG BANCORP COM 67103X102 976 82,708 SH   DFND 21 36,880 0 45,828
OASIS PETE INC NEW COM 674215108 10,861 761,608 SH   DFND 17 638,263 0 123,345
OASIS PETE INC NEW COM 674215108 197 13,783 SH   DFND 21 13,783 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 87,418 64,110,000 PRN   DFND 17 58,720,000 0 5,390,000
OBALON THERAPEUTICS INC COM 67424L100 754 70,550 SH   DFND 17 63,596 0 6,954
OCCIDENTAL PETE CORP DEL COM 674599105 10,515 165,963 SH   DFND 4 165,963 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 40,183 634,194 SH   DFND 17 634,194 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,538 24,267 SH   DFND 21 24,267 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 3,301 52,100 SH Call DFND 4 52,100 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 45,879 724,100 SH Put DFND 4 724,100 0 0
OCEANFIRST FINL CORP COM 675234108 421 14,930 SH   DFND 17 0 0 14,930
OCLARO INC COM NEW 67555N206 3,573 363,802 SH   DFND 17 363,802 0 0
OCLARO INC COM NEW 67555N206 2,861 291,313 SH   DFND 21 0 0 291,313
OFFICE DEPOT INC COM 676220106 109 23,374 SH   DFND 20 23,374 0 0
OFFICE DEPOT INC COM 676220106 319 68,291 SH   DFND 21 68,291 0 0
OLD DOMINION FGHT LINES INC COM 679580100 7,771 90,810 SH   DFND 17 73,310 0 17,500
OLD DOMINION FGHT LINES INC COM 679580100 117 1,372 SH   DFND 21 1,372 0 0
OLD LINE BANCSHARES INC COM 67984M100 1,046 36,725 SH   DFND 17 36,725 0 0
OLD NATL BANCORP IND COM 680033107 34,548 1,991,256 SH   DFND 3 1,991,256 0 0
OLD NATL BANCORP IND COM 680033107 144 8,328 SH   DFND 20 8,328 0 0
OLD NATL BANCORP IND COM 680033107 424 24,418 SH   DFND 21 24,418 0 0
OLD REP INTL CORP COM 680223104 35,828 1,749,400 SH   DFND 3 1,749,400 0 0
OLD REP INTL CORP COM 680223104 312 15,215 SH   DFND 17 3,421 0 11,794
OLD REP INTL CORP COM 680223104 25,854 1,262,389 SH   DFND 21 974,354 0 288,035
OLD REP INTL CORP COM 680223104 77 3,739 SH   DFND 25 3,739 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 3,949 2,960,000 PRN   DFND 17 2,960,000 0 0
OLIN CORP COM PAR $1 680665205 1,801 54,777 SH   DFND 17 52,747 0 2,030
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 5,054 150,855 SH   DFND 17 24,307 0 126,548
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 2,263 67,546 SH   DFND 21 67,546 0 0
OMNICOM GROUP INC COM 681919106 383 4,441 SH   DFND 17 4,441 0 0
OMNICOM GROUP INC COM 681919106 323 3,747 SH   DFND 21 3,747 0 0
OMNICOM GROUP INC CALL 681919906 4,311 50,000 SH Call DFND 4 50,000 0 0
OMNICOM GROUP INC PUT 681919956 21,553 250,000 SH Put DFND 4 250,000 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 483 14,641 SH   DFND 17 14,641 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,240 67,892 SH   DFND 21 0 0 67,892
OMEGA PROTEIN CORP COM 68210P107 3,054 152,332 SH   DFND 17 49,485 0 102,847
OMEGA PROTEIN CORP COM 68210P107 183 9,122 SH   DFND 20 9,122 0 0
OMEGA PROTEIN CORP COM 68210P107 5,773 287,937 SH   DFND 21 176,856 0 111,081
OMEGA PROTEIN CORP COM 68210P107 29 1,454 SH   DFND 25 1,454 0 0
OMNICELL INC COM 68213N109 2,075 51,034 SH   DFND 17 51,034 0 0
OMEROS CORP COM 682143102 1,759 116,321 SH   DFND 17 116,321 0 0
ON SEMICONDUCTOR CORP COM 682189105 73,828 4,766,197 SH   DFND 17 4,497,342 0 268,855
ON SEMICONDUCTOR CORP COM 682189105 531 34,268 SH   DFND 20 34,268 0 0
ON SEMICONDUCTOR CORP COM 682189105 18,449 1,191,021 SH   DFND 21 1,084,674 0 106,347
ON SEMICONDUCTOR CORP COM 682189105 5,166 335,000 SH   DFND 24 335,000 0 0
ONE GAS INC COM 68235P108 359 5,316 SH   DFND 17 5,316 0 0
ONE GAS INC COM 68235P108 176 2,608 SH   DFND 20 2,608 0 0
ONE GAS INC COM 68235P108 1,559 23,061 SH   DFND 21 20,839 0 2,222
ONEOK INC NEW COM 682680103 12,474 225,000 SH   DFND 4 225,000 0 0
ONEOK INC NEW COM 682680103 1,234 22,260 SH   DFND 17 18,784 0 3,476
ONEOK INC NEW COM 682680103 14,511 261,738 SH   DFND 21 177,662 0 84,076
OPEN TEXT CORP COM 683715106 26,413 779,340 SH   DFND 3 458,340 0 321,000
OPEN TEXT CORP COM 683715106 7,495 221,154 SH   DFND 17 153,352 0 67,802
OPEN TEXT CORP COM 683715106 350 10,338 SH   DFND 20 10,338 0 0
OPEN TEXT CORP COM 683715106 26,517 782,382 SH   DFND 21 492,697 0 289,685
ORACLE CORP COM 68389X105 71,366 1,599,768 SH   DFND 3 1,599,768 0 0
ORACLE CORP COM 68389X105 143,070 3,207,138 SH   DFND 17 3,207,138 0 0
ORACLE CORP COM 68389X105 15,032 336,962 SH   DFND 21 336,162 0 800
ORACLE CORP CALL 68389X905 24,357 546,000 SH Call DFND 4 546,000 0 0
ORACLE CORP PUT 68389X955 92,106 2,064,700 SH Put DFND 4 2,064,700 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 494 38,240 SH   DFND 17 3,230 0 35,010
ORBITAL ATK INC COM 68557N103 53,036 541,185 SH   DFND 3 541,185 0 0
ORBITAL ATK INC COM 68557N103 10,827 110,475 SH   DFND 17 91,560 0 18,915
ORCHID IS CAP INC COM 68571X103 1,175 117,632 SH   DFND 17 16,363 0 101,269
ORCHID IS CAP INC COM 68571X103 2 181 SH   DFND 21 181 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 2,220 92,502 SH   DFND 17 81,543 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 408 54,634 SH   DFND 21 38,840 0 15,794
ORITANI FINL CORP DEL COM 68633D103 299 17,587 SH   DFND 17 17,587 0 0
ORITANI FINL CORP DEL COM 68633D103 584 34,327 SH   DFND 21 34,327 0 0
ORMAT TECHNOLOGIES INC COM 686688102 239 4,190 SH   DFND 17 0 0 4,190
ORMAT TECHNOLOGIES INC COM 686688102 264 4,617 SH   DFND 20 4,617 0 0
ORMAT TECHNOLOGIES INC COM 686688102 762 13,353 SH   DFND 21 13,353 0 0
OSHKOSH CORP COM 688239201 2,383 34,739 SH   DFND 21 0 0 34,739
OUTFRONT MEDIA INC COM 69007J106 349 13,155 SH   DFND 17 0 0 13,155
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 42 10,805 SH   DFND 17 10,805 0 0
OWENS & MINOR INC NEW COM 690732102 347 10,031 SH   DFND 17 10,031 0 0
OWENS & MINOR INC NEW COM 690732102 9,885 285,686 SH   DFND 21 178,233 0 107,453
OWENS CORNING NEW COM 690742101 6,615 107,785 SH   DFND 3 107,785 0 0
OWENS CORNING NEW COM 690742101 3,928 64,002 SH   DFND 17 54,214 0 9,788
OWENS CORNING NEW COM 690742101 415 6,759 SH   DFND 20 6,759 0 0
OWENS CORNING NEW COM 690742101 58,028 945,539 SH   DFND 21 597,525 0 348,014
OWENS CORNING NEW COM 690742101 190 3,103 SH   DFND 25 3,103 0 0
OWENS ILL INC COM NEW 690768403 13,725 673,438 SH   DFND 17 538,385 0 135,053
OWENS ILL INC COM NEW 690768403 184 9,030 SH   DFND 21 9,030 0 0
PDVWIRELESS INC COM 69290R104 32,775 1,500,000 SH   DFND 4 1,500,000 0 0
PBF ENERGY INC CL A 69318G106 541 24,400 SH   DFND 17 0 0 24,400
PBF ENERGY INC CL A 69318G106 3,761 169,658 SH   DFND 21 151,082 0 18,576
PBF ENERGY INC CL A 69318G106 14 631 SH   DFND 25 631 0 0
PC CONNECTION INC COM 69318J100 742 24,915 SH   DFND 21 24,915 0 0
PDC ENERGY INC COM 69327R101 7,233 116,000 SH   DFND 4 116,000 0 0
PDC ENERGY INC COM 69327R101 31,085 498,550 SH   DFND 17 495,015 0 3,535
PDC ENERGY INC COM 69327R101 100 1,609 SH   DFND 21 0 0 1,609
PDC ENERGY INC COM 69327R101 1,714 27,600 SH   DFND 24 27,600 0 0
PDC ENERGY INC PUT 69327R951 2,369 38,000 SH Put DFND 4 38,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 35,529 34,475,000 PRN   DFND 17 28,615,000 0 5,860,000
PDF SOLUTIONS INC COM 693282105 4,490 198,511 SH   DFND 17 192,298 0 6,213
PDL BIOPHARMA INC COM 69329Y104 1,227 540,707 SH   DFND 17 78,260 0 462,447
PDL BIOPHARMA INC COM 69329Y104 632 278,356 SH   DFND 21 226,015 0 52,341
PG&E CORP COM 69331C108 2,548 38,396 SH   DFND 4 38,396 0 0
PG&E CORP COM 69331C108 18,992 286,189 SH   DFND 17 127,121 0 159,068
PG&E CORP COM 69331C108 852 12,840 SH   DFND 20 12,840 0 0
PG&E CORP COM 69331C108 39,803 599,807 SH   DFND 21 474,041 0 125,766
PG&E CORP COM 69331C108 329 4,959 SH   DFND 25 4,959 0 0
PG&E CORP CALL 69331C908 962 14,500 SH Call DFND 4 14,500 0 0
PG&E CORP PUT 69331C958 35,304 532,000 SH Put DFND 4 532,000 0 0
PHH CORP COM NEW 693320202 68,087 5,348,554 SH   DFND 4 5,348,554 0 0
PHI INC COM NON VTG 69336T205 388 32,396 SH   DFND 21 32,396 0 0
PGT INNOVATIONS INC COM 69336V101 1,580 146,970 SH   DFND 17 146,970 0 0
PLDT INC SPONSORED ADR 69344D408 980 30,485 SH   DFND 17 24,485 0 6,000
PLDT INC SPONSORED ADR 69344D408 190 5,913 SH   DFND 20 5,913 0 0
PLDT INC SPONSORED ADR 69344D408 1,402 43,800 SH   DFND 21 43,800 0 0
PNC FINL SVCS GROUP INC COM 693475105 77,417 643,856 SH   DFND 3 643,856 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,791 23,212 SH   DFND 4 23,212 0 0
PNC FINL SVCS GROUP INC COM 693475105 35,066 291,634 SH   DFND 17 286,203 0 5,431
PNC FINL SVCS GROUP INC COM 693475105 1,362 11,327 SH   DFND 20 11,327 0 0
PNC FINL SVCS GROUP INC COM 693475105 37,767 314,097 SH   DFND 21 218,357 0 95,740
PNC FINL SVCS GROUP INC COM 693475105 169 1,408 SH   DFND 25 1,408 0 0
PNC FINL SVCS GROUP INC CALL 693475905 17,315 144,000 SH Call DFND 4 144,000 0 0
PNC FINL SVCS GROUP INC PUT 693475955 51,763 430,500 SH Put DFND 4 430,500 0 0
POSCO SPONSORED ADR 693483109 53,387 827,700 SH   DFND 3 497,400 0 330,300
POSCO SPONSORED ADR 693483109 8,187 126,931 SH   DFND 17 126,931 0 0
PNM RES INC COM 69349H107 103 2,785 SH   DFND 17 2,785 0 0
PNM RES INC COM 69349H107 701 18,945 SH   DFND 21 16,961 0 1,984
PPG INDS INC COM 693506107 6,179 58,800 SH   DFND 3 58,800 0 0
PPG INDS INC COM 693506107 2,116 20,133 SH   DFND 4 20,133 0 0
PPG INDS INC COM 693506107 85 813 SH   DFND 17 813 0 0
PPG INDS INC COM 693506107 747 7,100 SH   DFND 24 7,100 0 0
PPG INDS INC CALL 693506907 6,326 60,200 SH Call DFND 4 60,200 0 0
PPG INDS INC PUT 693506957 55,020 523,600 SH Put DFND 4 523,600 0 0
PPL CORP COM 69351T106 11,468 306,700 SH   DFND 3 306,700 0 0
PPL CORP COM 69351T106 78 2,090 SH   DFND 17 2,090 0 0
PPL CORP COM 69351T106 191 5,119 SH   DFND 21 5,119 0 0
PPL CORP CALL 69351T906 5,145 137,600 SH Call DFND 4 137,600 0 0
PPL CORP PUT 69351T956 17,031 455,500 SH Put DFND 4 455,500 0 0
PRA HEALTH SCIENCES INC COM 69354M108 19,451 298,190 SH   DFND 17 242,204 0 55,986
PRA HEALTH SCIENCES INC COM 69354M108 161 2,465 SH   DFND 20 2,465 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,935 29,670 SH   DFND 21 7,198 0 22,472
PVH CORP COM 693656100 6,560 63,400 SH   DFND 3 63,400 0 0
PVH CORP COM 693656100 1,926 18,612 SH   DFND 17 18,612 0 0
PVH CORP COM 693656100 21,470 207,503 SH   DFND 21 94,501 0 113,002
PTC INC COM 69370C100 15,991 304,308 SH   DFND 17 246,619 0 57,689
PTC INC COM 69370C100 178 3,388 SH   DFND 21 3,388 0 0
PACCAR INC COM 693718108 432 6,422 SH   DFND 4 6,422 0 0
PACCAR INC COM 693718108 689 10,246 SH   DFND 17 10,246 0 0
PACCAR INC COM 693718108 12,835 190,994 SH   DFND 21 190,994 0 0
PACCAR INC CALL 693718908 3,420 50,900 SH Call DFND 4 50,900 0 0
PACCAR INC PUT 693718958 14,697 218,700 SH Put DFND 4 218,700 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 635 122,781 SH   DFND 17 122,781 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,413 273,294 SH   DFND 21 273,294 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 31 4,525 SH   DFND 17 4,525 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 107 15,570 SH   DFND 20 15,570 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 307 44,844 SH   DFND 21 44,844 0 0
PACIFIC PREMIER BANCORP COM 69478X105 5,841 151,523 SH   DFND 17 151,523 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 962 21,100 SH   DFND 17 21,100 0 0
PACKAGING CORP AMER COM 695156109 10,164 110,935 SH   DFND 3 110,935 0 0
PACKAGING CORP AMER COM 695156109 8,575 93,588 SH   DFND 17 91,793 0 1,795
PACKAGING CORP AMER COM 695156109 26,499 289,229 SH   DFND 21 281,424 0 7,805
PACWEST BANCORP DEL COM 695263103 1,542 28,961 SH   DFND 21 28,961 0 0
PALO ALTO NETWORKS INC COM 697435105 77,678 689,372 SH   DFND 17 604,528 0 84,844
PALO ALTO NETWORKS INC COM 697435105 270 2,397 SH   DFND 21 1,233 0 1,164
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 16,998 14,230,000 PRN   DFND 17 14,230,000 0 0
PANDORA MEDIA INC COM 698354107 26,196 2,218,086 SH   DFND 17 2,127,706 0 90,380
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 3,350 3,340,000 PRN   DFND 17 3,340,000 0 0
PAPA JOHNS INTL INC COM 698813102 4,726 59,043 SH   DFND 17 875 0 58,168
PARAMOUNT GROUP INC COM 69924R108 3,242 200,000 SH   DFND 4 200,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 924 48,019 SH   DFND 17 46,453 0 1,566
PARK CITY GROUP INC COM NEW 700215304 1,097 88,866 SH   DFND 17 80,022 0 8,844
PARK HOTELS RESORTS INC COM 700517105 2,577 100,404 SH   DFND 4 100,404 0 0
PARK HOTELS RESORTS INC COM 700517105 259 10,108 SH   DFND 17 10,108 0 0
PARK OHIO HLDGS CORP COM 700666100 7,456 207,396 SH   DFND 3 207,396 0 0
PARK OHIO HLDGS CORP COM 700666100 234 6,521 SH   DFND 17 626 0 5,895
PARK STERLING CORP COM 70086Y105 1,481 120,323 SH   DFND 17 108,323 0 12,000
PARKER HANNIFIN CORP COM 701094104 13,990 87,266 SH   DFND 17 22,120 0 65,146
PARKER HANNIFIN CORP COM 701094104 243 1,515 SH   DFND 21 1,515 0 0
PARKER HANNIFIN CORP CALL 701094904 5,194 32,400 SH Call DFND 4 32,400 0 0
PARKER HANNIFIN CORP PUT 701094954 32,914 205,300 SH Put DFND 4 205,300 0 0
PARSLEY ENERGY INC CL A 701877102 33,093 1,017,924 SH   DFND 17 805,683 0 212,241
PARSLEY ENERGY INC CL A 701877102 9,290 285,745 SH   DFND 21 285,745 0 0
PARSLEY ENERGY INC CL A 701877102 1,627 51,000 SH   DFND 24 51,000 0 0
PATRICK INDS INC COM 703343103 10,459 147,520 SH   DFND 17 104,730 0 42,790
PATRICK INDS INC COM 703343103 6,426 90,640 SH   DFND 21 41,173 0 49,467
PATTERSON UTI ENERGY INC COM 703481101 21,192 873,190 SH   DFND 17 865,160 0 8,030
PATTERSON UTI ENERGY INC COM 703481101 21 847 SH   DFND 20 847 0 0
PATTERSON UTI ENERGY INC COM 703481101 236 9,726 SH   DFND 21 3,917 0 5,809
PATTERSON UTI ENERGY INC COM 703481101 1,044 43,000 SH   DFND 24 43,000 0 0
PAYCHEX INC COM 704326107 4,133 70,174 SH   DFND 4 70,174 0 0
PAYCHEX INC COM 704326107 15,666 265,968 SH   DFND 17 192,360 0 73,608
PAYCHEX INC CALL 704326907 3,834 65,100 SH Call DFND 4 65,100 0 0
PAYCHEX INC PUT 704326957 18,919 321,200 SH Put DFND 4 321,200 0 0
PAYCOM SOFTWARE INC COM 70432V102 73,894 1,284,897 SH   DFND 17 1,013,587 0 271,310
PAYPAL HLDGS INC COM 70450Y103 1,556 36,175 SH   DFND 4 36,175 0 0
PAYPAL HLDGS INC COM 70450Y103 52,378 1,217,530 SH   DFND 17 1,174,515 0 43,015
PAYPAL HLDGS INC COM 70450Y103 1,778 41,319 SH   DFND 21 41,319 0 0
PAYPAL HLDGS INC CALL 70450Y903 7,520 174,800 SH Call DFND 4 174,800 0 0
PAYPAL HLDGS INC PUT 70450Y953 57,883 1,345,500 SH Put DFND 4 1,345,500 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,746 58,995 SH   DFND 17 58,995 0 0
PEMBINA PIPELINE CORP COM 706327103 7,720 244,338 SH   DFND 21 83,828 0 160,510
PENNYMAC MTG INVT TR COM 70931T103 351 19,771 SH   DFND 17 19,771 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,768 99,588 SH   DFND 21 99,588 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 4,040 86,300 SH   DFND 3 86,300 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 746 15,931 SH   DFND 21 14,799 0 1,132
PENUMBRA INC COM 70975L107 9,692 116,137 SH   DFND 17 95,254 0 20,883
PENUMBRA INC COM 70975L107 481 5,761 SH   DFND 21 5,761 0 0
PEPSICO INC COM 713448108 5,636 50,382 SH   DFND 4 50,382 0 0
PEPSICO INC COM 713448108 140,558 1,256,550 SH   DFND 17 1,137,657 0 118,893
PEPSICO INC COM 713448108 1,756 15,696 SH   DFND 20 15,696 0 0
PEPSICO INC COM 713448108 26,634 238,104 SH   DFND 21 228,473 0 9,631
PEPSICO INC COM 713448108 563 5,020 SH   DFND 24 5,020 0 0
PEPSICO INC CALL 713448908 20,135 180,000 SH Call DFND 4 180,000 0 0
PEPSICO INC PUT 713448958 186,616 1,668,300 SH Put DFND 4 1,668,300 0 0
PERFICIENT INC COM 71375U101 657 37,845 SH   DFND 21 37,845 0 0
PERKINELMER INC COM 714046109 20 336 SH   DFND 17 336 0 0
PERKINELMER INC COM 714046109 8,090 139,332 SH   DFND 21 139,332 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 62 1,988 SH   DFND   1,988 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3,427 109,934 SH   DFND 17 104,051 0 5,883
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 6,578 211,597 SH   DFND 21 196,819 0 14,778
PETMED EXPRESS INC COM 716382106 270 13,382 SH   DFND 17 13,382 0 0
PETMED EXPRESS INC COM 716382106 2,257 112,063 SH   DFND 21 28,908 0 83,155
PETMED EXPRESS INC COM 716382106 36 1,770 SH   DFND 25 1,770 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 295 30,411 SH   DFND 21 30,411 0 0
PFENEX INC COM 717071104 822 141,502 SH   DFND 17 136,234 0 5,268
PFIZER INC COM 717081103 164,578 4,810,810 SH   DFND 3 4,810,810 0 0
PFIZER INC COM 717081103 1,247 36,438 SH   DFND 4 30,382 0 6,056
PFIZER INC COM 717081103 139,581 4,080,115 SH   DFND 17 3,093,131 0 986,984
PFIZER INC COM 717081103 2,495 72,934 SH   DFND 20 72,934 0 0
PFIZER INC COM 717081103 251,849 7,361,856 SH   DFND 21 5,398,523 0 1,963,333
PFIZER INC COM 717081103 3,160 92,000 SH   DFND 24 92,000 0 0
PFIZER INC COM 717081103 358 10,458 SH   DFND 25 10,458 0 0
PFIZER INC CALL 717081903 54,250 1,585,800 SH Call DFND 4 1,585,800 0 0
PFIZER INC PUT 717081953 133,097 3,890,600 SH Put DFND 4 3,890,600 0 0
PHARMERICA CORP COM 71714F104 271 11,591 SH   DFND 21 9,619 0 1,972
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,253 80,180 SH   DFND 17 56,615 0 23,565
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 757 26,955 SH   DFND 21 26,955 0 0
PHILIP MORRIS INTL INC COM 718172109 6,842 60,602 SH   DFND 17 45,602 0 15,000
PHILIP MORRIS INTL INC COM 718172109 1,568 13,890 SH   DFND 20 13,890 0 0
PHILIP MORRIS INTL INC COM 718172109 54,522 482,921 SH   DFND 21 451,766 0 31,155
PHILIP MORRIS INTL INC CALL 718172909 29,286 259,400 SH Call DFND 4 259,400 0 0
PHILIP MORRIS INTL INC PUT 718172959 215,842 1,911,800 SH Put DFND 4 1,911,800 0 0
PHILLIPS 66 COM 718546104 4,994 63,037 SH   DFND 4 63,037 0 0
PHILLIPS 66 COM 718546104 14,522 183,318 SH   DFND 17 72,430 0 110,888
PHILLIPS 66 COM 718546104 49,073 619,451 SH   DFND 21 561,093 0 58,358
PHILLIPS 66 COM 718546104 130 1,643 SH   DFND 25 1,643 0 0
PHILLIPS 66 CALL 718546904 4,357 55,000 SH Call DFND 4 55,000 0 0
PHILLIPS 66 PUT 718546954 35,269 445,200 SH Put DFND 4 445,200 0 0
PHOTRONICS INC COM 719405102 490 45,815 SH   DFND 17 45,815 0 0
PHOTRONICS INC COM 719405102 1,666 155,743 SH   DFND 21 128,487 0 27,256
PHYSICIANS RLTY TR COM 71943U104 9,701 488,218 SH   DFND 4 488,218 0 0
PIER 1 IMPORTS INC COM 720279108 110 15,389 SH   DFND 20 15,389 0 0
PIER 1 IMPORTS INC COM 720279108 318 44,389 SH   DFND 21 44,389 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 10,511 467,045 SH   DFND 17 467,045 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,335 148,201 SH   DFND 21 91,444 0 56,757
PILGRIMS PRIDE CORP NEW COM 72147K108 7,181 320,418 SH   DFND 24 320,418 0 0
PIMCO ETF TR 1-5 US TIP IDX 72201R205 201 3,802 SH   DFND 17 3,802 0 0
PIMCO ETF TR BROAD US TIPS 72201R403 9,554 164,171 SH   DFND 17 164,171 0 0
PIMCO ETF TR DIV INCM ACT ETF 72201R726 13,405 267,730 SH   DFND 4 267,730 0 0
PIMCO ETF TR GB ADV INF BD AC 72201R791 64,825 1,484,100 SH   DFND 4 1,484,100 0 0
PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 2,665 124,283 SH   DFND 4 124,283 0 0
PINNACLE WEST CAP CORP COM 723484101 6,912 82,903 SH   DFND 17 75,494 0 7,409
PINNACLE WEST CAP CORP COM 723484101 20,671 247,911 SH   DFND 21 127,072 0 120,839
PINNACLE WEST CAP CORP COM 723484101 175 2,102 SH   DFND 25 2,102 0 0
PINNACLE FOODS INC DEL COM 72348P104 28,055 484,790 SH   DFND 17 417,275 0 67,515
PINNACLE FOODS INC DEL COM 72348P104 1,085 18,752 SH   DFND 20 18,752 0 0
PINNACLE FOODS INC DEL COM 72348P104 57,854 999,726 SH   DFND 21 705,558 0 294,168
PINNACLE FOODS INC DEL COM 72348P104 181 3,127 SH   DFND 25 3,127 0 0
PIONEER NAT RES CO COM 723787107 6,609 35,490 SH   DFND 4 35,490 0 0
PIONEER NAT RES CO COM 723787107 43,835 235,381 SH   DFND 17 231,106 0 4,275
PIONEER NAT RES CO COM 723787107 13,017 69,900 SH   DFND 20 69,900 0 0
PIONEER NAT RES CO COM 723787107 6,663 35,779 SH   DFND 21 34,559 0 1,220
PIONEER NAT RES CO COM 723787107 2,482 13,600 SH   DFND 24 13,600 0 0
PIONEER NAT RES CO CALL 723787907 6,648 35,700 SH Call DFND 4 35,700 0 0
PIONEER NAT RES CO PUT 723787957 54,025 290,100 SH Put DFND 4 290,100 0 0
PIPER JAFFRAY COS COM 724078100 151 2,366 SH   DFND 17 2,366 0 0
PIPER JAFFRAY COS COM 724078100 3,012 47,172 SH   DFND 21 26,654 0 20,518
PITNEY BOWES INC COM 724479100 489 37,282 SH   DFND 17 37,282 0 0
PITNEY BOWES INC COM 724479100 7,762 592,087 SH   DFND 21 587,601 0 4,486
PIXELWORKS INC COM NEW 72581M305 107 22,860 SH   DFND 17 22,860 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 6,164 195,000 SH   DFND 4 195,000 0 0
PLANET FITNESS INC CL A 72703H101 88 4,590 SH   DFND 21 4,590 0 0
PLANET FITNESS INC CL A 72703H101 463 23,800 SH   DFND 24 23,800 0 0
PLANTRONICS INC NEW COM 727493108 828 15,305 SH   DFND 17 13,180 0 2,125
PLEXUS CORP COM 729132100 1,089 18,844 SH   DFND 17 14,389 0 4,455
PLEXUS CORP COM 729132100 1,625 28,116 SH   DFND 21 18,397 0 9,719
POLARIS INDS INC COM 731068102 2,601 31,043 SH   DFND 21 31,043 0 0
POOL CORPORATION COM 73278L105 18,470 154,780 SH   DFND 17 127,327 0 27,453
POOL CORPORATION COM 73278L105 5,787 48,493 SH   DFND 21 44,880 0 3,613
POPULAR INC COM NEW 733174700 4,851 119,100 SH   DFND 17 0 0 119,100
POPULAR INC COM NEW 733174700 1,999 49,072 SH   DFND 21 34,066 0 15,006
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 29,784 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,408 76,717 SH   DFND 17 76,717 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 952 21,433 SH   DFND 21 21,433 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 6,908 176,265 SH   DFND 17 152,165 0 24,100
PORTOLA PHARMACEUTICALS INC COM 737010108 2,801 72,000 SH   DFND 24 72,000 0 0
POST HLDGS INC COM 737446104 3,640 41,585 SH   DFND 17 41,585 0 0
POST HLDGS INC COM 737446104 9,775 111,693 SH   DFND 21 111,693 0 0
POST HLDGS INC COM 737446104 2,400 27,500 SH   DFND 24 27,500 0 0
POTASH CORP SASK INC COM 73755L107 3,113 182,739 SH   DFND 17 182,739 0 0
POTASH CORP SASK INC COM 73755L107 12,693 745,040 SH   DFND 21 745,040 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2,848 21,500 SH   DFND 24 21,500 0 0
POWERSHARES QQQ TRUST PUT 73935A954 101,790 768,926 SH Put DFND 4 768,926 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 5,285 280,941 SH   DFND 17 280,941 0 0
PRAXAIR INC CALL 74005P904 4,151 35,000 SH Call DFND 4 35,000 0 0
PRAXAIR INC PUT 74005P954 11,528 97,200 SH Put DFND 4 97,200 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 4,013 74,790 SH   DFND 17 66,728 0 8,062
PREFERRED BK LOS ANGELES CA COM NEW 740367404 549 10,228 SH   DFND 21 10,228 0 0
PREFERRED APT CMNTYS INC COM 74039L103 320 24,244 SH   DFND 17 0 0 24,244
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,353 24,352 SH   DFND 17 24,352 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 116 2,095 SH   DFND 21 0 0 2,095
PRICE T ROWE GROUP INC COM 74144T108 6,440 94,500 SH   DFND 3 94,500 0 0
PRICE T ROWE GROUP INC COM 74144T108 500 7,330 SH   DFND 4 7,330 0 0
PRICE T ROWE GROUP INC COM 74144T108 51 749 SH   DFND 17 749 0 0
PRICE T ROWE GROUP INC CALL 74144T908 484 7,100 SH Call DFND 4 7,100 0 0
PRICE T ROWE GROUP INC PUT 74144T958 5,275 77,400 SH Put DFND 4 77,400 0 0
PRICELINE GRP INC COM NEW 741503403 136,983 76,958 SH   DFND 17 56,339 0 20,619
PRICELINE GRP INC COM NEW 741503403 2,225 1,250 SH   DFND 20 1,250 0 0
PRICELINE GRP INC COM NEW 741503403 154,213 86,638 SH   DFND 21 69,389 0 17,249
PRICELINE GRP INC COM NEW 741503403 501 280 SH   DFND 24 280 0 0
PRICELINE GRP INC CALL 741503903 16,376 9,200 SH Call DFND 4 9,200 0 0
PRICELINE GRP INC PUT 741503953 78,675 44,200 SH Put DFND 4 44,200 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 24,961 13,205,000 PRN   DFND 17 11,015,000 0 2,190,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 207,542 145,100,000 PRN   DFND 17 136,770,000 0 8,330,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,291 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 31,929 28,380,000 PRN   DFND 17 28,380,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,500 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMERICA INC COM 74164M108 16,766 203,968 SH   DFND 17 166,442 0 37,526
PRIMERICA INC COM 74164M108 8,572 104,288 SH   DFND 21 101,549 0 2,739
PRIMO WTR CORP COM 74165N105 3,371 248,211 SH   DFND 17 240,268 0 7,943
PRINCIPAL FINL GROUP INC COM 74251V102 4,714 74,700 SH   DFND 3 74,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 9,373 148,511 SH   DFND 17 148,511 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 861 13,642 SH   DFND 20 13,642 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 32,625 516,956 SH   DFND 21 289,145 0 227,811
PROCTER AND GAMBLE CO COM 742718109 79,001 879,255 SH   DFND 3 879,255 0 0
PROCTER AND GAMBLE CO COM 742718109 28,867 321,275 SH   DFND 4 321,275 0 0
PROCTER AND GAMBLE CO COM 742718109 141,254 1,572,106 SH   DFND 17 1,541,940 0 30,166
PROCTER AND GAMBLE CO COM 742718109 75,205 837,007 SH   DFND 21 539,738 0 297,269
PROCTER AND GAMBLE CO CALL 742718909 27,656 307,800 SH Call DFND 4 307,800 0 0
PROCTER AND GAMBLE CO PUT 742718959 261,787 2,913,600 SH Put DFND 4 2,913,600 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,962 207,837 SH   DFND 17 201,210 0 6,627
PROGRESSIVE CORP OHIO COM 743315103 1,854 47,312 SH   DFND 4 47,312 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,315 84,605 SH   DFND 17 80,090 0 4,515
PROGRESSIVE CORP OHIO COM 743315103 521 13,285 SH   DFND 20 13,285 0 0
PROGRESSIVE CORP OHIO COM 743315103 25,044 639,208 SH   DFND 21 639,208 0 0
PROGRESSIVE CORP OHIO CALL 743315903 2,065 52,700 SH Call DFND 4 52,700 0 0
PROGRESSIVE CORP OHIO PUT 743315953 32,120 819,800 SH Put DFND 4 819,800 0 0
PROLOGIS INC COM 74340W103 6,791 130,900 SH   DFND 3 130,900 0 0
PROLOGIS INC COM 74340W103 22,863 440,683 SH   DFND 4 440,683 0 0
PROLOGIS INC COM 74340W103 96 1,842 SH   DFND 17 1,842 0 0
PROLOGIS INC COM 74340W103 1,243 23,957 SH   DFND 21 0 0 23,957
PROLOGIS INC CALL 74340W903 3,969 76,500 SH Call DFND 4 76,500 0 0
PROLOGIS INC PUT 74340W953 30,936 596,300 SH Put DFND 4 596,300 0 0
PROOFPOINT INC COM 743424103 67,921 913,403 SH   DFND 17 712,364 0 201,039
PROOFPOINT INC COM 743424103 160 2,156 SH   DFND 21 2,156 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 29,161 25,590,000 PRN   DFND 17 20,890,000 0 4,700,000
PROS HOLDINGS INC COM 74346Y103 1,551 64,123 SH   DFND 17 64,123 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 1,025 1,000,000 PRN   DFND 17 1,000,000 0 0
PROPETRO HLDG CORP COM 74347M108 2,382 184,775 SH   DFND 17 184,775 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 2,707 115,000 SH   DFND 24 115,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 2,005 221,753 SH   DFND 17 0 0 221,753
PROSPECT CAPITAL CORPORATION COM 74348T102 1,006 111,282 SH   DFND 21 56,032 0 55,250
PROSPERITY BANCSHARES INC COM 743606105 33,633 482,466 SH   DFND 3 482,466 0 0
PROVIDENT FINL SVCS INC COM 74386T105 338 13,080 SH   DFND 17 13,080 0 0
PROVIDENT FINL SVCS INC COM 74386T105 121 4,699 SH   DFND 20 4,699 0 0
PROVIDENT FINL SVCS INC COM 74386T105 1,644 63,617 SH   DFND 21 41,746 0 21,871
PRUDENTIAL FINL INC COM 744320102 10,153 95,170 SH   DFND 3 95,170 0 0
PRUDENTIAL FINL INC COM 744320102 8,418 78,906 SH   DFND 4 78,906 0 0
PRUDENTIAL FINL INC COM 744320102 132,937 1,246,125 SH   DFND 17 1,206,336 0 39,789
PRUDENTIAL FINL INC COM 744320102 742 6,959 SH   DFND 20 6,959 0 0
PRUDENTIAL FINL INC COM 744320102 113,924 1,067,900 SH   DFND 21 773,881 0 294,019
PRUDENTIAL FINL INC COM 744320102 298 2,790 SH   DFND 25 2,790 0 0
PRUDENTIAL FINL INC CALL 744320902 4,865 45,600 SH Call DFND 4 45,600 0 0
PRUDENTIAL FINL INC PUT 744320952 47,387 444,200 SH Put DFND 4 444,200 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 81,171 1,830,233 SH   DFND 3 1,830,233 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 420 9,466 SH   DFND 4 9,466 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 35,553 801,651 SH   DFND 17 603,603 0 198,048
PUBLIC SVC ENTERPRISE GROUP COM 744573106 553 12,462 SH   DFND 20 12,462 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 67,361 1,518,858 SH   DFND 21 1,066,545 0 452,313
PUBLIC SVC ENTERPRISE GROUP COM 744573106 204 4,591 SH   DFND 25 4,591 0 0
PUBLIC SVC ENTERPRISE GROUP CALL 744573906 4,040 91,100 SH Call DFND 4 91,100 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 9,433 212,700 SH Put DFND 4 212,700 0 0
PUBLIC STORAGE COM 74460D109 16,984 77,586 SH   DFND 4 77,586 0 0
PUBLIC STORAGE COM 74460D109 114 520 SH   DFND 17 520 0 0
PUBLIC STORAGE COM 74460D109 6,605 30,171 SH   DFND 21 30,171 0 0
PUBLIC STORAGE CALL 74460D909 5,932 27,100 SH Call DFND 4 27,100 0 0
PUBLIC STORAGE PUT 74460D959 39,272 179,400 SH Put DFND 4 179,400 0 0
PULTE GROUP INC COM 745867101 22 918 SH   DFND 17 918 0 0
PULTE GROUP INC COM 745867101 2,732 116,020 SH   DFND 21 110,248 0 5,772
QCR HOLDINGS INC COM 74727A104 295 6,968 SH   DFND 17 0 0 6,968
QCR HOLDINGS INC COM 74727A104 922 21,765 SH   DFND 21 21,765 0 0
QAD INC CL A 74727D306 913 32,799 SH   DFND 17 29,542 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 203 8,042 SH   DFND 17 8,042 0 0
QUAD / GRAPHICS INC COM CL A 747301109 3,770 149,370 SH   DFND 21 34,109 0 115,261
QEP RES INC COM 74733V100 1,011 79,521 SH   DFND 17 79,521 0 0
QIWI PLC SPON ADR REP B 74735M108 653 38,100 SH   DFND 21 38,100 0 0
QORVO INC COM 74736K101 855 12,468 SH   DFND 17 12,468 0 0
QORVO INC COM 74736K101 6,323 92,230 SH   DFND 21 47,153 0 45,077
QUALCOMM INC COM 747525103 11,212 195,543 SH   DFND 4 195,543 0 0
QUALCOMM INC COM 747525103 107,784 1,879,733 SH   DFND 17 1,869,461 0 10,272
QUALCOMM INC COM 747525103 80,996 1,412,552 SH   DFND 21 986,524 0 426,028
QUALCOMM INC COM 747525103 3,432 60,000 SH   DFND 24 60,000 0 0
QUALCOMM INC COM 747525103 153 2,673 SH   DFND 25 2,673 0 0
QUALCOMM INC CALL 747525903 14,610 254,800 SH Call DFND 4 254,800 0 0
QUALCOMM INC PUT 747525953 68,860 1,200,900 SH Put DFND 4 1,200,900 0 0
QUANTA SVCS INC COM 74762E102 6,049 163,000 SH   DFND 4 163,000 0 0
QUANTA SVCS INC COM 74762E102 17 466 SH   DFND 17 466 0 0
QUANTA SVCS INC COM 74762E102 1,846 49,754 SH   DFND 21 47,670 0 2,084
QUEST DIAGNOSTICS INC COM 74834L100 84,194 857,464 SH   DFND 3 857,464 0 0
QUEST DIAGNOSTICS INC COM 74834L100 41,307 420,688 SH   DFND 17 335,591 0 85,097
QUEST DIAGNOSTICS INC COM 74834L100 503 5,125 SH   DFND 20 5,125 0 0
QUEST DIAGNOSTICS INC COM 74834L100 73,074 744,215 SH   DFND 21 525,047 0 219,168
QUEST DIAGNOSTICS INC COM 74834L100 186 1,898 SH   DFND 25 1,898 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 11,274 140,000 SH   DFND 4 140,000 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 3,913 48,589 SH   DFND 17 14,507 0 34,082
QUINTILES IMS HOLDINGS INC COM 74876Y101 505 6,276 SH   DFND 20 6,276 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 6,948 86,278 SH   DFND 21 79,832 0 6,446
RPC INC COM 749660106 9,693 529,375 SH   DFND 17 529,375 0 0
RPC INC COM 749660106 1,119 63,000 SH   DFND 24 63,000 0 0
RMR GROUP INC CL A 74967R106 1,121 22,640 SH   DFND 17 9,920 0 12,720
RMR GROUP INC CL A 74967R106 1,909 38,575 SH   DFND 21 21,714 0 16,861
RPM INTL INC COM 749685103 15,997 290,703 SH   DFND 17 238,739 0 51,964
RPM INTL INC NOTE 2.250%12/1 749685AT0 23,132 19,195,000 PRN   DFND 17 15,685,000 0 3,510,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 52,463 44,880,000 PRN   DFND 17 41,160,000 0 3,720,000
RADISYS CORP COM 750459109 751 187,730 SH   DFND 17 169,174 0 18,556
RADIUS HEALTH INC COM NEW 750469207 1,855 48,000 SH   DFND 17 48,000 0 0
RADIUS HEALTH INC COM NEW 750469207 808 20,800 SH   DFND 24 20,800 0 0
RADNET INC COM 750491102 1,584 268,480 SH   DFND 17 259,142 0 9,338
RANGE RES CORP COM 75281A109 14,230 489,000 SH   DFND 4 489,000 0 0
RANGE RES CORP COM 75281A109 17,253 592,881 SH   DFND 17 592,881 0 0
RANGE RES CORP COM 75281A109 1,931 67,500 SH   DFND 24 67,500 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 6,322 82,900 SH   DFND 3 82,900 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 358 4,698 SH   DFND 20 4,698 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,041 13,646 SH   DFND 21 13,646 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 22,391 219,000 SH   DFND 17 219,000 0 0
RAYTHEON CO COM NEW 755111507 16 105 SH   DFND 3 105 0 0
RAYTHEON CO COM NEW 755111507 2,343 15,363 SH   DFND 4 15,363 0 0
RAYTHEON CO COM NEW 755111507 7,185 47,117 SH   DFND 17 47,117 0 0
RAYTHEON CO COM NEW 755111507 17,631 115,612 SH   DFND 21 115,612 0 0
RAYTHEON CO CALL 755111907 8,250 54,100 SH Call DFND 4 54,100 0 0
RAYTHEON CO PUT 755111957 43,905 287,900 SH Put DFND 4 287,900 0 0
READING INTERNATIONAL INC CL A 755408101 767 49,377 SH   DFND 17 44,480 0 4,897
REALPAGE INC COM 75606N109 2,738 78,453 SH   DFND 17 74,188 0 4,265
REALTY INCOME CORP COM 756109104 205 3,452 SH   DFND 17 3,452 0 0
RED HAT INC COM 756577102 9,162 105,919 SH   DFND 17 85,696 0 20,223
RED HAT INC NOTE 0.250%10/0 756577AD4 76,811 59,140,000 PRN   DFND 17 59,140,000 0 0
RED LION HOTELS CORP COM 756764106 649 92,019 SH   DFND 17 83,043 0 8,976
REDWOOD TR INC COM 758075402 956 57,527 SH   DFND 21 57,527 0 0
REGAL BELOIT CORP COM 758750103 45,034 595,300 SH   DFND 3 595,300 0 0
REGAL BELOIT CORP COM 758750103 2,312 30,565 SH   DFND 21 25,501 0 5,064
REGAL ENTMT GROUP CL A 758766109 69 3,035 SH   DFND 17 3,035 0 0
REGAL ENTMT GROUP CL A 758766109 3,459 153,167 SH   DFND 21 68,533 0 84,634
REGENCY CTRS CORP COM 758849103 32 483 SH   DFND 17 483 0 0
REGENCY CTRS CORP COM 758849103 1,239 18,659 SH   DFND 21 18,659 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,866 12,557 SH   DFND 4 12,557 0 0
REGENERON PHARMACEUTICALS COM 75886F107 42,611 109,962 SH   DFND 17 102,257 0 7,705
REGENERON PHARMACEUTICALS COM 75886F107 146 377 SH   DFND 21 0 0 377
REGENERON PHARMACEUTICALS COM 75886F107 16,355 42,350 SH   DFND 24 42,350 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 4,418 11,400 SH Call DFND 4 11,400 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 55,414 143,000 SH Put DFND 4 143,000 0 0
REGIS CORP MINN COM 758932107 133 11,361 SH   DFND 17 11,361 0 0
REGIS CORP MINN COM 758932107 369 31,463 SH   DFND 21 31,463 0 0
REGIONAL MGMT CORP COM 75902K106 122 6,298 SH   DFND 17 6,298 0 0
REGIONAL MGMT CORP COM 75902K106 177 9,135 SH   DFND 21 9,135 0 0
REGIONS FINL CORP NEW COM 7591EP100 10,054 691,975 SH   DFND 3 691,975 0 0
REGIONS FINL CORP NEW COM 7591EP100 9,171 631,173 SH   DFND 17 631,173 0 0
REGIONS FINL CORP NEW COM 7591EP100 534 36,766 SH   DFND 20 36,766 0 0
REGIONS FINL CORP NEW COM 7591EP100 21,521 1,481,174 SH   DFND 21 1,462,571 0 18,603
REGIONS FINL CORP NEW CALL 7591EP900 154 10,600 SH Call DFND 4 10,600 0 0
REGIONS FINL CORP NEW PUT 7591EP950 1,645 113,200 SH Put DFND 4 113,200 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 7,720 60,794 SH   DFND 17 36,276 0 24,518
REINSURANCE GROUP AMER INC COM NEW 759351604 485 3,821 SH   DFND 20 3,821 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 22,304 175,646 SH   DFND 21 55,326 0 120,320
REINSURANCE GROUP AMER INC COM NEW 759351604 27 212 SH   DFND 25 212 0 0
REIS INC COM 75936P105 492 27,496 SH   DFND 17 24,771 0 2,725
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,793 47,400 SH   DFND 3 47,400 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,573 44,651 SH   DFND 17 44,651 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 179 2,233 SH   DFND 20 2,233 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 11,029 137,826 SH   DFND 21 54,113 0 83,713
RENASANT CORP COM 75970E107 258 6,511 SH   DFND 17 6,511 0 0
REPLIGEN CORP COM 759916109 5,283 150,099 SH   DFND 17 145,335 0 4,764
REPLIGEN CORP NOTE 2.125% 6/0 759916AA7 6,346 5,000,000 PRN   DFND 17 4,090,000 0 910,000
REPUBLIC SVCS INC COM 760759100 6,793 108,155 SH   DFND 17 96,691 0 11,464
REPUBLIC SVCS INC COM 760759100 939 14,955 SH   DFND 20 14,955 0 0
REPUBLIC SVCS INC COM 760759100 62,230 990,768 SH   DFND 21 654,894 0 335,874
REPUBLIC SVCS INC COM 760759100 228 3,630 SH   DFND 25 3,630 0 0
RESMED INC COM 761152107 3,402 47,272 SH   DFND 17 47,272 0 0
RESMED INC COM 761152107 10,123 140,660 SH   DFND 21 140,660 0 0
RESOURCE CAP CORP COM NEW 76120W708 11,929 1,221,000 SH   DFND 4 1,221,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,660 29,888 SH   DFND 17 14,092 0 15,796
RESTAURANT BRANDS INTL INC COM 76131D103 1,506 27,119 SH   DFND 21 27,119 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 20,993 998,246 SH   DFND 17 782,103 0 216,143
RETAIL PPTYS AMER INC CL A 76131V202 37,827 2,623,198 SH   DFND 3 2,623,198 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,759 191,334 SH   DFND 4 191,334 0 0
RETAIL PPTYS AMER INC CL A 76131V202 563 39,034 SH   DFND 17 39,034 0 0
RETAILMENOT INC COM SER 1 76132B106 83 10,255 SH   DFND 17 10,255 0 0
REVANCE THERAPEUTICS INC COM 761330109 1,053 50,613 SH   DFND 17 49,002 0 1,611
REVLON INC CL A NEW 761525609 407 14,612 SH   DFND 17 14,612 0 0
REVLON INC CL A NEW 761525609 174 6,237 SH   DFND 20 6,237 0 0
REVLON INC CL A NEW 761525609 2,769 99,443 SH   DFND 21 84,622 0 14,821
REX AMERICAN RESOURCES CORP COM 761624105 216 2,390 SH   DFND 17 2,390 0 0
REX AMERICAN RESOURCES CORP COM 761624105 442 4,884 SH   DFND 21 4,884 0 0
REXNORD CORP NEW COM 76169B102 10,732 465,000 SH   DFND 17 465,000 0 0
REYNOLDS AMERICAN INC COM 761713106 34,696 550,560 SH   DFND 17 348,915 0 201,645
REYNOLDS AMERICAN INC COM 761713106 94,612 1,501,295 SH   DFND 21 1,343,474 0 157,821
REYNOLDS AMERICAN INC COM 761713106 324 5,138 SH   DFND 25 5,138 0 0
REYNOLDS AMERICAN INC CALL 761713906 11,268 178,800 SH Call DFND 4 178,800 0 0
REYNOLDS AMERICAN INC PUT 761713956 13,682 217,100 SH Put DFND 4 217,100 0 0
RICE ENERGY INC COM 762760106 4,076 172,000 SH   DFND 4 172,000 0 0
RING ENERGY INC COM 76680V108 3,316 306,439 SH   DFND 17 294,784 0 11,655
RIO TINTO PLC SPONSORED ADR 767204100 7,480 183,862 SH   DFND 17 183,862 0 0
RITE AID CORP COM 767754104 4,356 1,025,000 SH   DFND 4 1,025,000 0 0
RITE AID CORP COM 767754104 88 20,711 SH   DFND 21 20,711 0 0
ROCKWELL AUTOMATION INC COM 773903109 295 1,893 SH   DFND 17 393 0 1,500
ROCKWELL AUTOMATION INC CALL 773903909 5,699 36,600 SH Call DFND 4 36,600 0 0
ROCKWELL AUTOMATION INC PUT 773903959 29,741 191,000 SH Put DFND 4 191,000 0 0
ROCKWELL COLLINS INC PUT 774341951 9,716 100,000 SH Put DFND 21 100,000 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 843 19,110 SH   DFND 21 17,028 0 2,082
ROGERS CORP COM 775133101 12,725 148,192 SH   DFND 17 124,381 0 23,811
ROGERS CORP COM 775133101 117 1,360 SH   DFND 21 1,360 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,896 14,023 SH   DFND 4 14,023 0 0
ROPER TECHNOLOGIES INC COM 776696106 271 1,311 SH   DFND 17 311 0 1,000
ROPER TECHNOLOGIES INC COM 776696106 63,580 307,988 SH   DFND 21 251,919 0 56,069
ROPER TECHNOLOGIES INC COM 776696106 7,354 35,200 SH   DFND 24 35,200 0 0
ROPER TECHNOLOGIES INC CALL 776696906 3,634 17,600 SH Call DFND 4 17,600 0 0
ROPER TECHNOLOGIES INC PUT 776696956 38,923 188,500 SH Put DFND 4 188,500 0 0
ROSS STORES INC COM 778296103 1,677 25,454 SH   DFND 4 25,454 0 0
ROSS STORES INC COM 778296103 502 7,615 SH   DFND 17 7,615 0 0
ROSS STORES INC COM 778296103 24,795 376,416 SH   DFND 21 291,429 0 84,987
ROSS STORES INC CALL 778296903 5,085 77,200 SH Call DFND 4 77,200 0 0
ROSS STORES INC PUT 778296953 21,605 328,000 SH Put DFND 4 328,000 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 7,544 7,770,000 PRN   DFND 17 7,770,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 33,311 458,700 SH   DFND 17 216,931 0 241,769
ROYAL BK CDA MONTREAL QUE COM 780087102 1,360 18,722 SH   DFND 20 18,722 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 105,196 1,448,577 SH   DFND 21 934,144 0 514,433
ROYAL BK CDA MONTREAL QUE COM 780087102 331 4,563 SH   DFND 25 4,563 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 577,557 552,686,000 PRN   DFND 4 552,686,000 0 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 364,535 368,683,000 PRN   DFND 4 368,683,000 0 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 259,414 260,093,000 PRN   DFND 4 260,093,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 188,454 3,573,948 SH   DFND 3 3,195,548 0 378,400
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 41,808 792,864 SH   DFND 17 792,864 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 38,783 36,750,000 PRN   DFND 17 32,175,000 0 4,575,000
RUDOLPH TECHNOLOGIES INC COM 781270103 3,139 140,146 SH   DFND 17 48,826 0 91,320
RUDOLPH TECHNOLOGIES INC COM 781270103 180 8,042 SH   DFND 20 8,042 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3,725 166,305 SH   DFND 21 128,811 0 37,494
RUDOLPH TECHNOLOGIES INC COM 781270103 46 2,061 SH   DFND 25 2,061 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 16,568 826,359 SH   DFND 3 826,359 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 619 30,886 SH   DFND 17 30,886 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 9,598 115,666 SH   DFND 17 98,053 0 17,613
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 67,935 818,693 SH   DFND 21 100,838 0 717,855
RYDER SYS INC COM 783549108 75,038 994,671 SH   DFND 3 994,671 0 0
RYDER SYS INC COM 783549108 16,082 213,171 SH   DFND 17 213,171 0 0
RYDER SYS INC COM 783549108 11,732 155,513 SH   DFND 21 148,299 0 7,214
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 19,661 15,550,000 PRN   DFND 17 15,550,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 632 670,000 PRN   DFND 4 670,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7,728 8,205,000 PRN   DFND 17 8,205,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 8,817 142,603 SH   DFND 4 142,603 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 230 3,725 SH   DFND 17 0 0 3,725
S&P GLOBAL INC COM 78409V104 627 4,798 SH   DFND 4 4,798 0 0
S&P GLOBAL INC COM 78409V104 9,806 75,001 SH   DFND 17 67,536 0 7,465
S&P GLOBAL INC COM 78409V104 151,542 1,159,042 SH   DFND 21 980,161 0 178,881
S&P GLOBAL INC CALL 78409V904 6,249 47,800 SH Call DFND 4 47,800 0 0
S&P GLOBAL INC PUT 78409V954 50,792 388,500 SH Put DFND 4 388,500 0 0
SEI INVESTMENTS CO COM 784117103 8,646 171,417 SH   DFND 17 138,336 0 33,081
SK TELECOM LTD SPONSORED ADR 78440P108 773 30,700 SH   DFND 20 30,700 0 0
SL GREEN RLTY CORP COM 78440X101 9,782 91,749 SH   DFND 4 91,749 0 0
SL GREEN RLTY CORP COM 78440X101 38 352 SH   DFND 17 352 0 0
SLM CORP COM 78442P106 19,406 1,603,770 SH   DFND 17 1,305,330 0 298,440
SLM CORP COM 78442P106 199 16,454 SH   DFND 21 16,454 0 0
SM ENERGY CO COM 78454L100 11,698 487,025 SH   DFND 17 487,025 0 0
SM ENERGY CO COM 78454L100 1,938 83,000 SH   DFND 24 83,000 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 21,644 21,890,000 PRN   DFND 17 21,890,000 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 247,082 1,048,112 SH   DFND 4 1,048,112 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,194,928 9,310,798 SH   DFND 17 9,310,798 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 307 1,300 SH   DFND 24 0 0 1,300
SPDR S&P 500 ETF TR TR UNIT 78462F103 13,496 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 8,509 71,670 SH   DFND 20 71,670 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 11,169 308,628 SH   DFND 24 16,297 0 292,331
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,227 33,660 SH   DFND   14,010 0 19,650
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5,452 147,634 SH   DFND 17 147,634 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5,143 139,158 SH   DFND 24 0 0 139,158
SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 933 30,489 SH   DFND 17 30,489 0 0
SPDR SERIES TRUST PUT 78464A950 7,020 187,500 SH Put DFND 4 187,500 0 0
SPDR SERIES TRUST PUT 78464A958 44,397 1,192,500 SH Put DFND 4 1,192,500 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 8 231 SH   DFND 17 231 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 100,824 2,849,122 SH   DFND 21 2,461,426 0 387,696
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 625 17,600 SH   DFND 24 17,600 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 3,434 122,826 SH   DFND 17 122,826 0 0
SABRE CORP COM 78573M104 2 100 SH   DFND 17 100 0 0
SABRE CORP COM 78573M104 829 39,137 SH   DFND 21 39,137 0 0
SAGE THERAPEUTICS INC COM 78667J108 545 7,666 SH   DFND 17 7,666 0 0
SAIA INC COM 78709Y105 939 21,202 SH   DFND 17 21,202 0 0
SALESFORCE COM INC COM 79466L302 3,453 41,861 SH   DFND 4 41,861 0 0
SALESFORCE COM INC COM 79466L302 287,258 3,482,339 SH   DFND 17 3,100,985 0 381,354
SALESFORCE COM INC COM 79466L302 321 3,893 SH   DFND 21 1,685 0 2,208
SALESFORCE COM INC CALL 79466L902 10,361 125,600 SH Call DFND 4 125,600 0 0
SALESFORCE COM INC PUT 79466L952 71,816 870,600 SH Put DFND 4 870,600 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 134,591 104,235,000 PRN   DFND 17 100,270,000 0 3,965,000
SANCHEZ ENERGY CORP COM 79970Y105 7,555 791,955 SH   DFND 17 649,357 0 142,598
SANCHEZ ENERGY CORP COM 79970Y105 108 11,288 SH   DFND 20 11,288 0 0
SANCHEZ ENERGY CORP COM 79970Y105 316 33,125 SH   DFND 21 33,125 0 0
SANDERSON FARMS INC COM 800013104 10,258 98,784 SH   DFND 17 98,784 0 0
SANDERSON FARMS INC COM 800013104 23,890 230,064 SH   DFND 21 153,856 0 76,208
SANDERSON FARMS INC COM 800013104 5,386 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 5,365 73,308 SH   DFND 17 70,501 0 2,807
SANFILIPPO JOHN B & SON INC COM 800422107 438 5,987 SH   DFND 21 5,987 0 0
SANMINA CORPORATION COM 801056102 10,966 270,087 SH   DFND 17 130,169 0 139,918
SANMINA CORPORATION COM 801056102 810 19,942 SH   DFND 20 19,942 0 0
SANMINA CORPORATION COM 801056102 37,609 926,330 SH   DFND 21 649,810 0 276,520
SANTANDER CONSUMER USA HDG I COM 80283M101 45 3,400 SH   DFND 17 3,400 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 5,257 394,643 SH   DFND 21 394,643 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,613 54,477 SH   DFND 17 54,477 0 0
SAREPTA THERAPEUTICS INC COM 803607100 281 9,700 SH   DFND 24 9,700 0 0
SASOL LTD SPONSORED ADR 803866300 58,510 1,990,121 SH   DFND 3 1,325,221 0 664,900
SASOL LTD SPONSORED ADR 803866300 8,027 273,043 SH   DFND 17 256,943 0 16,100
SCANA CORP NEW COM 80589M102 6,326 96,800 SH   DFND 3 96,800 0 0
SCANA CORP NEW COM 80589M102 8,130 124,405 SH   DFND 17 39,428 0 84,977
SCANA CORP NEW COM 80589M102 349 5,336 SH   DFND 20 5,336 0 0
SCANA CORP NEW COM 80589M102 9,442 144,489 SH   DFND 21 113,764 0 30,725
SCHEIN HENRY INC COM 806407102 12,860 75,659 SH   DFND 17 55,434 0 20,225
SCHEIN HENRY INC COM 806407102 238 1,403 SH   DFND 21 1,403 0 0
SCHLUMBERGER LTD COM 806857108 18,379 235,330 SH   DFND 4 235,330 0 0
SCHLUMBERGER LTD COM 806857108 179,636 2,300,083 SH   DFND 17 2,162,849 0 137,234
SCHLUMBERGER LTD COM 806857108 25,597 327,745 SH   DFND 20 327,745 0 0
SCHLUMBERGER LTD COM 806857108 37,989 486,416 SH   DFND 21 288,419 0 197,997
SCHLUMBERGER LTD COM 806857108 2,468 31,700 SH   DFND 24 31,700 0 0
SCHLUMBERGER LTD CALL 806857908 18,361 235,100 SH Call DFND 4 235,100 0 0
SCHLUMBERGER LTD PUT 806857958 103,522 1,325,500 SH Put DFND 4 1,325,500 0 0
SCHNITZER STL INDS CL A 806882106 977 47,320 SH   DFND 17 47,320 0 0
SCHULMAN A INC COM 808194104 38,909 1,237,162 SH   DFND 3 1,237,162 0 0
SCHULMAN A INC COM 808194104 565 17,971 SH   DFND 17 17,971 0 0
SCHWAB CHARLES CORP NEW COM 808513105 4,588 112,433 SH   DFND 4 112,433 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,782 68,167 SH   DFND 17 26,206 0 41,961
SCHWAB CHARLES CORP NEW COM 808513105 123,741 3,031,690 SH   DFND 21 2,731,845 0 299,845
SCHWAB CHARLES CORP NEW COM 808513105 370 9,000 SH   DFND 24 9,000 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 5,236 128,300 SH Call DFND 4 128,300 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 39,696 972,700 SH Put DFND 4 972,700 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 1,647 31,808 SH   DFND 17 31,808 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 546 9,840 SH   DFND 17 9,840 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 36,051 870,386 SH   DFND 3 870,386 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,637 87,801 SH   DFND 17 73,916 0 13,885
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,374 129,750 SH   DFND 21 64,778 0 64,972
SCIENCE APPLICATNS INTL CP N COM 808625107 280 3,764 SH   DFND 17 3,764 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 61 824 SH   DFND 20 824 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,603 21,546 SH   DFND 21 18,421 0 3,125
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,166 118,945 SH   DFND 21 85,696 0 33,249
SCOTTS MIRACLE GRO CO CL A 810186106 7,734 82,818 SH   DFND 21 17,087 0 65,731
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 23 293 SH   DFND 17 293 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 265 3,378 SH   DFND 20 3,378 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,840 23,481 SH   DFND 21 13,062 0 10,419
SEACOAST BKG CORP FLA COM NEW 811707801 24,983 1,041,833 SH   DFND 17 870,165 0 171,668
SEALED AIR CORP NEW COM 81211K100 5,774 132,500 SH   DFND 3 132,500 0 0
SEALED AIR CORP NEW COM 81211K100 8,280 190,000 SH   DFND 4 190,000 0 0
SEALED AIR CORP NEW COM 81211K100 230 5,287 SH   DFND 17 5,287 0 0
SEALED AIR CORP NEW COM 81211K100 1,486 34,093 SH   DFND 21 34,093 0 0
SEATTLE GENETICS INC COM 812578102 4,648 73,949 SH   DFND 17 73,949 0 0
SEATTLE GENETICS INC COM 812578102 77 1,232 SH   DFND 21 1,232 0 0
SEATTLE GENETICS INC COM 812578102 2,699 42,800 SH   DFND 24 42,800 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 528 6,000 SH   DFND 24 6,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,031 14,700 SH   DFND 24 14,700 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,208 50,500 SH   DFND 24 50,000 0 500
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,698 41,300 SH   DFND 24 40,500 0 800
SELECT SECTOR SPDR TR PUT 81369Y950 56,499 1,078,015 SH Put DFND 4 1,078,015 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 54,543 838,342 SH Put DFND 4 838,342 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 58,164 2,451,095 SH Put DFND 4 2,451,095 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 80,913 1,157,560 SH Put DFND 4 1,157,560 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 38,768 440,795 SH Put DFND 4 440,795 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 292 11,324 SH   DFND 17 11,324 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 241 9,356 SH   DFND 20 9,356 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,407 54,544 SH   DFND 21 43,777 0 10,767
SELECTIVE INS GROUP INC COM 816300107 56 1,186 SH   DFND 17 1,186 0 0
SELECTIVE INS GROUP INC COM 816300107 459 9,745 SH   DFND 21 9,745 0 0
SEMGROUP CORP CL A 81663A105 382 10,620 SH   DFND 4 10,620 0 0
SEMTECH CORP COM 816850101 2,433 71,985 SH   DFND 17 52,110 0 19,875
SEMTECH CORP COM 816850101 235 6,954 SH   DFND 20 6,954 0 0
SEMTECH CORP COM 816850101 3,005 88,894 SH   DFND 21 88,894 0 0
SEMPRA ENERGY COM 816851109 273 2,474 SH   DFND 4 2,474 0 0
SEMPRA ENERGY COM 816851109 85 769 SH   DFND 17 769 0 0
SEMPRA ENERGY CALL 816851909 3,481 31,500 SH Call DFND 4 31,500 0 0
SEMPRA ENERGY PUT 816851959 36,012 325,900 SH Put DFND 4 325,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 234 11,562 SH   DFND 17 11,562 0 0
SERVICE CORP INTL COM 817565104 12,704 411,387 SH   DFND 17 309,387 0 102,000
SERVICE CORP INTL COM 817565104 1,447 46,847 SH   DFND 21 46,847 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 11,720 280,721 SH   DFND 21 280,721 0 0
SERVICENOW INC COM 81762P102 164,461 1,880,200 SH   DFND 17 1,575,175 0 305,025
SERVICENOW INC COM 81762P102 85 975 SH   DFND 21 975 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 101,030 78,320,000 PRN   DFND 17 73,705,000 0 4,615,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6,315 6,500,000 PRN   DFND 17 6,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,091 52,770 SH   DFND 17 52,770 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 21,997 1,064,058 SH   DFND 21 740,498 0 323,560
SHERWIN WILLIAMS CO COM 824348106 4,923 15,870 SH   DFND 4 15,870 0 0
SHERWIN WILLIAMS CO COM 824348106 581 1,874 SH   DFND 17 1,874 0 0
SHERWIN WILLIAMS CO CALL 824348906 5,056 16,300 SH Call DFND 4 16,300 0 0
SHERWIN WILLIAMS CO PUT 824348956 44,140 142,300 SH Put DFND 4 142,300 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 7,501 179,483 SH   DFND 20 179,483 0 0
SHIRE PLC SPONSORED ADR 82481R106 25,408 145,830 SH   DFND 3 91,930 0 53,900
SHIRE PLC SPONSORED ADR 82481R106 28,495 163,551 SH   DFND 17 142,827 0 20,724
SHOE CARNIVAL INC COM 824889109 1,199 48,787 SH   DFND 17 48,787 0 0
SHOE CARNIVAL INC COM 824889109 1,810 73,657 SH   DFND 21 62,440 0 11,217
SHORETEL INC COM 825211105 1,779 289,343 SH   DFND 17 280,394 0 8,949
SIBANYE GOLD LTD SPONSORED ADR 825724206 516 58,514 SH   DFND 17 58,514 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 84 9,566 SH   DFND 20 9,566 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 1,901 215,807 SH   DFND 21 193,340 0 22,467
SIGMA DESIGNS INC COM 826565103 1,509 241,396 SH   DFND 21 241,396 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 8,161 55,000 SH   DFND 4 55,000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 81,237 547,454 SH   DFND 17 475,769 0 71,685
SIGNATURE BK NEW YORK N Y COM 82669G104 9,619 64,822 SH   DFND 20 64,822 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 11,915 80,294 SH   DFND 21 79,000 0 1,294
SILICON LABORATORIES INC COM 826919102 1,699 23,100 SH   DFND 17 13,495 0 9,605
SILGAN HOLDINGS INC COM 827048109 36,228 610,303 SH   DFND 3 610,303 0 0
SILGAN HOLDINGS INC COM 827048109 55 925 SH   DFND 21 925 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 402 8,606 SH   DFND 21 0 0 8,606
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 317 39,241 SH   DFND 21 39,241 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 1,947 172,436 SH   DFND 17 172,436 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 73 6,440 SH   DFND 21 6,440 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 223 4,046 SH   DFND 21 4,046 0 0
SIMON PPTY GROUP INC NEW COM 828806109 58,332 339,082 SH   DFND 4 339,082 0 0
SIMON PPTY GROUP INC NEW COM 828806109 798 4,639 SH   DFND 17 4,639 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,032 6,000 SH   DFND 21 6,000 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 7,380 42,900 SH Call DFND 4 42,900 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 54,327 315,800 SH Put DFND 4 315,800 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 628 15,510 SH   DFND 17 15,510 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 179 4,430 SH   DFND 20 4,430 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,928 220,437 SH   DFND 21 86,266 0 134,171
SIX FLAGS ENTMT CORP NEW COM 83001A102 5,264 88,480 SH   DFND 17 0 0 88,480
SIX FLAGS ENTMT CORP NEW COM 83001A102 660 11,090 SH   DFND 21 11,090 0 0
SKYWEST INC COM 830879102 9,844 287,408 SH   DFND 17 177,064 0 110,344
SKYWEST INC COM 830879102 284 8,287 SH   DFND 20 8,287 0 0
SKYWEST INC COM 830879102 16,815 490,940 SH   DFND 21 429,795 0 61,145
SKYWORKS SOLUTIONS INC COM 83088M102 94,040 959,786 SH   DFND 17 788,881 0 170,905
SKYWORKS SOLUTIONS INC COM 83088M102 353 3,606 SH   DFND 20 3,606 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 18,918 193,079 SH   DFND 21 176,084 0 16,995
SMITH A O COM 831865209 15,286 298,795 SH   DFND 17 272,107 0 26,688
SMITH A O COM 831865209 5,764 112,675 SH   DFND 21 29,132 0 83,543
SMUCKER J M CO COM NEW 832696405 6,135 46,800 SH   DFND 3 46,800 0 0
SMUCKER J M CO COM NEW 832696405 1,605 12,248 SH   DFND 17 10,159 0 2,089
SMUCKER J M CO COM NEW 832696405 16,627 126,848 SH   DFND 21 101,788 0 25,060
SMUCKER J M CO COM NEW 832696405 86 655 SH   DFND 25 655 0 0
SNAP ON INC COM 833034101 4,486 26,595 SH   DFND 17 13,595 0 13,000
SNAP ON INC COM 833034101 214 1,266 SH   DFND 20 1,266 0 0
SNAP ON INC COM 833034101 29,420 174,421 SH   DFND 21 95,432 0 78,989
SNAP ON INC COM 833034101 265 1,571 SH   DFND 25 1,571 0 0
SNYDERS-LANCE INC COM 833551104 8,063 200,030 SH   DFND 17 161,625 0 38,405
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 87,529 97,390,000 PRN   DFND 17 97,390,000 0 0
SONOCO PRODS CO COM 835495102 43 807 SH   DFND 17 807 0 0
SONOCO PRODS CO COM 835495102 2,068 39,083 SH   DFND 21 32,922 0 6,161
SOUTHERN CO COM 842587107 5,687 114,245 SH   DFND 4 114,245 0 0
SOUTHERN CO COM 842587107 4,007 80,487 SH   DFND 17 80,487 0 0
SOUTHERN CO COM 842587107 1,136 22,828 SH   DFND 20 22,828 0 0
SOUTHERN CO COM 842587107 14,420 289,671 SH   DFND 21 223,512 0 66,159
SOUTHERN CO CALL 842587907 3,261 65,500 SH Call DFND 4 65,500 0 0
SOUTHERN CO PUT 842587957 51,921 1,043,000 SH Put DFND 4 1,043,000 0 0
SOUTHERN COPPER CORP COM 84265V105 13,778 383,883 SH   DFND 21 383,883 0 0
SOUTHWEST AIRLS CO COM 844741108 6,129 114,000 SH   DFND 3 114,000 0 0
SOUTHWEST AIRLS CO COM 844741108 2,691 50,062 SH   DFND 4 50,062 0 0
SOUTHWEST AIRLS CO COM 844741108 2,336 43,461 SH   DFND 17 41,853 0 1,608
SOUTHWEST AIRLS CO COM 844741108 214 3,975 SH   DFND 20 3,975 0 0
SOUTHWEST AIRLS CO COM 844741108 41,571 773,261 SH   DFND 21 631,142 0 142,119
SOUTHWEST AIRLS CO COM 844741108 22 418 SH   DFND 25 418 0 0
SOUTHWEST AIRLS CO CALL 844741908 4,118 76,600 SH Call DFND 4 76,600 0 0
SOUTHWEST AIRLS CO PUT 844741958 34,707 645,600 SH Put DFND 4 645,600 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 58 700 SH   DFND 17 700 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 3,588 43,271 SH   DFND 21 1,844 0 41,427
SOUTHWESTERN ENERGY CO COM 845467109 13,783 1,687,000 SH   DFND 4 1,687,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,373 168,111 SH   DFND 17 168,111 0 0
SOUTHWESTERN ENERGY CO COM 845467109 5,792 708,987 SH   DFND 21 631,071 0 77,916
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 30,793 1,556,785 SH   DFND 17 1,556,785 0 0
SPARTAN MTRS INC COM 846819100 502 62,780 SH   DFND 17 62,780 0 0
SPARTANNASH CO COM 847215100 12,933 369,608 SH   DFND 3 369,608 0 0
SPARTANNASH CO COM 847215100 5,284 151,010 SH   DFND 17 126,343 0 24,667
SPARTANNASH CO COM 847215100 182 5,189 SH   DFND 20 5,189 0 0
SPARTANNASH CO COM 847215100 11,955 341,666 SH   DFND 21 222,442 0 119,224
SPECTRA ENERGY PARTNERS LP COM 84756N109 6,077 139,200 SH   DFND 3 139,200 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 37,024 32,205,000 PRN   DFND 17 26,215,000 0 5,990,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 2,472 17,783 SH   DFND 17 17,783 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 20,380 146,606 SH   DFND 21 129,850 0 16,756
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 6,591 113,800 SH   DFND 3 113,800 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,958 51,073 SH   DFND 17 25,073 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 21,825 376,818 SH   DFND 21 205,508 0 171,310
SPIRE INC COM 84857L101 80 1,190 SH   DFND 17 1,190 0 0
SPIRE INC COM 84857L101 5,323 78,863 SH   DFND 21 78,863 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 5,892 581,620 SH   DFND 4 581,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 20,294 2,003,350 SH   DFND 17 1,676,494 0 326,856
SPIRIT RLTY CAP INC NEW COM 84860W102 358 35,330 SH   DFND 20 35,330 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 14,364 1,417,927 SH   DFND 21 1,310,319 0 107,608
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 13,842 13,455,000 PRN   DFND 17 13,455,000 0 0
SPLUNK INC COM 848637104 110,736 1,777,745 SH   DFND 17 1,727,260 0 50,485
SPLUNK INC COM 848637104 118 1,890 SH   DFND 21 1,890 0 0
SQUARE INC CL A 852234103 154,640 8,949,090 SH   DFND 17 7,781,990 0 1,167,100
SQUARE INC CL A 852234103 165 9,553 SH   DFND 21 9,553 0 0
STAMPS COM INC COM NEW 852857200 360 3,040 SH   DFND 17 0 0 3,040
STAMPS COM INC COM NEW 852857200 7,840 66,244 SH   DFND 21 66,244 0 0
STAMPS COM INC COM NEW 852857200 120 1,017 SH   DFND 25 1,017 0 0
STANDARD MTR PRODS INC COM 853666105 40 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 2,650 53,927 SH   DFND 21 31,797 0 22,130
STANLEY BLACK & DECKER INC COM 854502101 153 1,150 SH   DFND 4 1,150 0 0
STANLEY BLACK & DECKER INC COM 854502101 32,402 243,860 SH   DFND 17 240,935 0 2,925
STANLEY BLACK & DECKER INC COM 854502101 1,000 7,525 SH   DFND 20 7,525 0 0
STANLEY BLACK & DECKER INC COM 854502101 56,767 427,237 SH   DFND 21 249,216 0 178,021
STANLEY BLACK & DECKER INC CALL 854502901 3,481 26,200 SH Call DFND 4 26,200 0 0
STANLEY BLACK & DECKER INC PUT 854502951 19,931 150,000 SH Put DFND 4 150,000 0 0
STANTEC INC COM 85472N109 7,597 293,586 SH   DFND 17 293,586 0 0
STANTEC INC COM 85472N109 212 8,208 SH   DFND 21 8,208 0 0
STAPLES INC COM 855030102 2,285 260,506 SH   DFND 17 251,956 0 8,550
STAPLES INC COM 855030102 419 47,808 SH   DFND 20 47,808 0 0
STAPLES INC COM 855030102 20,985 2,392,853 SH   DFND 21 1,874,216 0 518,637
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 399 43,395 SH   DFND 17 43,395 0 0
STARBUCKS CORP COM 855244109 185,997 3,185,419 SH   DFND 17 2,945,463 0 239,956
STARBUCKS CORP COM 855244109 37,824 647,790 SH   DFND 21 434,195 0 213,595
STARBUCKS CORP CALL 855244909 17,248 295,400 SH Call DFND 4 295,400 0 0
STARBUCKS CORP CALL 855244909 969 16,600 SH Call DFND 21 16,600 0 0
STARBUCKS CORP PUT 855244959 63,628 1,089,700 SH Put DFND 4 1,089,700 0 0
STATE AUTO FINL CORP COM 855707105 425 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC COM 85571B105 3,761 166,572 SH   DFND 17 166,572 0 0
STARWOOD PPTY TR INC COM 85571B105 2,624 116,198 SH   DFND 21 4,018 0 112,180
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 31,715 29,010,000 PRN   DFND 17 29,010,000 0 0
STATE STR CORP COM 857477103 6,352 79,785 SH   DFND 3 79,785 0 0
STATE STR CORP COM 857477103 3,777 47,448 SH   DFND 4 47,448 0 0
STATE STR CORP COM 857477103 396 4,971 SH   DFND 17 4,971 0 0
STATE STR CORP COM 857477103 442 5,556 SH   DFND 20 5,556 0 0
STATE STR CORP COM 857477103 1,834 23,035 SH   DFND 21 23,035 0 0
STATE STR CORP CALL 857477903 3,304 41,500 SH Call DFND 4 41,500 0 0
STATE STR CORP PUT 857477953 31,215 392,100 SH Put DFND 4 392,100 0 0
STATOIL ASA SPONSORED ADR 85771P102 3,383 196,900 SH   DFND 3 196,900 0 0
STATOIL ASA SPONSORED ADR 85771P102 1,321 76,896 SH   DFND 17 76,896 0 0
STEEL DYNAMICS INC COM 858119100 46,756 1,345,100 SH   DFND 3 1,345,100 0 0
STEEL DYNAMICS INC COM 858119100 408 11,744 SH   DFND 17 0 0 11,744
STEEL DYNAMICS INC COM 858119100 7,243 208,382 SH   DFND 21 131,141 0 77,241
STEEL DYNAMICS INC COM 858119100 130 3,747 SH   DFND 25 3,747 0 0
STEELCASE INC CL A 858155203 42 2,485 SH   DFND 17 2,485 0 0
STEELCASE INC CL A 858155203 689 41,157 SH   DFND 21 41,157 0 0
STEPAN CO COM 858586100 25,282 320,798 SH   DFND 3 320,798 0 0
STEPAN CO COM 858586100 1,778 22,560 SH   DFND 17 20,945 0 1,615
STEPAN CO COM 858586100 976 12,389 SH   DFND 21 4,308 0 8,081
STERICYCLE INC DEP PFD A 1/10 858912207 47,101 658,290 SH   DFND 17 658,290 0 0
STERLING BANCORP DEL COM 85917A100 2,171 91,619 SH   DFND 17 91,619 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 3,454 223,430 SH   DFND 17 179,740 0 43,690
STONE ENERGY CORP COM PAR 861642403 9,245 429,325 SH   DFND 17 429,325 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 2,508 53,250 SH   DFND 17 53,250 0 0
STONERIDGE INC COM 86183P102 1,611 88,808 SH   DFND 17 30,324 0 58,484
STONERIDGE INC COM 86183P102 117 6,439 SH   DFND 20 6,439 0 0
STONERIDGE INC COM 86183P102 1,738 95,797 SH   DFND 21 89,831 0 5,966
STORE CAP CORP COM 862121100 300 12,566 SH   DFND 17 12,566 0 0
STORE CAP CORP COM 862121100 3,355 140,479 SH   DFND 21 59,264 0 81,215
STRYKER CORP COM 863667101 2,016 15,316 SH   DFND 4 15,316 0 0
STRYKER CORP COM 863667101 18,022 136,891 SH   DFND 17 132,374 0 4,517
STRYKER CORP COM 863667101 735 5,584 SH   DFND 20 5,584 0 0
STRYKER CORP COM 863667101 74,020 562,251 SH   DFND 21 439,413 0 122,838
STRYKER CORP COM 863667101 192 1,456 SH   DFND 25 1,456 0 0
STRYKER CORP CALL 863667901 4,832 36,700 SH Call DFND 4 36,700 0 0
STRYKER CORP PUT 863667951 45,090 342,500 SH Put DFND 4 342,500 0 0
SUMMIT HOTEL PPTYS COM 866082100 244 15,295 SH   DFND 20 15,295 0 0
SUMMIT HOTEL PPTYS COM 866082100 1,041 65,172 SH   DFND 21 65,172 0 0
SUN CMNTYS INC COM 866674104 14,515 180,686 SH   DFND 4 180,686 0 0
SUN LIFE FINL INC COM 866796105 5,458 149,892 SH   DFND 17 53,663 0 96,229
SUN LIFE FINL INC COM 866796105 577 15,849 SH   DFND 20 15,849 0 0
SUN LIFE FINL INC COM 866796105 13,413 368,378 SH   DFND 21 219,697 0 148,681
SUNCOR ENERGY INC NEW COM 867224107 14,527 474,500 SH   DFND 17 474,500 0 0
SUNCOR ENERGY INC NEW COM 867224107 22,775 743,900 SH   DFND 21 560,297 0 183,603
SUNCOR ENERGY INC NEW COM 867224107 1,866 60,200 SH   DFND 24 60,200 0 0
SUNCOKE ENERGY INC COM 86722A103 17,781 1,984,500 SH   DFND 3 1,984,500 0 0
SUNCOKE ENERGY INC COM 86722A103 51 5,700 SH   DFND 21 5,700 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 7,488 487,800 SH   DFND 3 487,800 0 0
SUNPOWER CORP COM 867652406 1 100 SH   DFND 17 100 0 0
SUNPOWER CORP COM 867652406 132 21,110 SH   DFND 21 5,870 0 15,240
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11,281 14,825,000 PRN   DFND 17 14,825,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 17,742 22,260,000 PRN   DFND 17 22,260,000 0 0
SUNTRUST BKS INC COM 867914103 30 550 SH   DFND 3 550 0 0
SUNTRUST BKS INC COM 867914103 787 14,235 SH   DFND 4 14,235 0 0
SUNTRUST BKS INC COM 867914103 15,976 288,896 SH   DFND 17 283,304 0 5,592
SUNTRUST BKS INC COM 867914103 581 10,504 SH   DFND 20 10,504 0 0
SUNTRUST BKS INC COM 867914103 83,947 1,518,032 SH   DFND 21 1,201,722 0 316,310
SUNTRUST BKS INC COM 867914103 80 1,449 SH   DFND 25 1,449 0 0
SUNTRUST BKS INC CALL 867914903 4,330 78,300 SH Call DFND 4 78,300 0 0
SUNTRUST BKS INC PUT 867914953 18,537 335,200 SH Put DFND 4 335,200 0 0
SUPERIOR INDS INTL INC COM 868168105 1,473 58,100 SH   DFND 17 58,100 0 0
SUPERIOR INDS INTL INC COM 868168105 106 4,178 SH   DFND 20 4,178 0 0
SUPERIOR INDS INTL INC COM 868168105 7,093 279,800 SH   DFND 21 187,812 0 91,988
SUPERNUS PHARMACEUTICALS INC COM 868459108 15,008 479,496 SH   DFND 17 420,803 0 58,693
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,930 61,662 SH   DFND 21 8,668 0 52,994
SUPERVALU INC COM 868536103 16,019 4,150,000 SH   DFND 4 4,150,000 0 0
SUPREME INDS INC CL A 868607102 424 20,918 SH   DFND 17 20,918 0 0
SURMODICS INC COM 868873100 2,530 105,191 SH   DFND 17 101,291 0 3,900
SWIFT TRANSN CO CL A 87074U101 980 47,731 SH   DFND 17 47,731 0 0
SYKES ENTERPRISES INC COM 871237103 403 13,693 SH   DFND 17 13,693 0 0
SYKES ENTERPRISES INC COM 871237103 182 6,183 SH   DFND 20 6,183 0 0
SYKES ENTERPRISES INC COM 871237103 10,737 365,199 SH   DFND 21 225,979 0 139,220
SYMANTEC CORP COM 871503108 6,780 221,000 SH   DFND 3 221,000 0 0
SYMANTEC CORP COM 871503108 22,594 736,430 SH   DFND 17 405,857 0 330,573
SYMANTEC CORP COM 871503108 24,773 807,471 SH   DFND 21 571,888 0 235,583
SYMANTEC CORP CALL 871503908 700 22,800 SH Call DFND 4 22,800 0 0
SYMANTEC CORP PUT 871503958 828 27,000 SH Put DFND 4 27,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 11,219 11,885,000 PRN   DFND 17 11,885,000 0 0
SYNOPSYS INC COM 871607107 300 4,157 SH   DFND 17 1,442 0 2,715
SYNOPSYS INC COM 871607107 3,642 50,499 SH   DFND 21 36,316 0 14,183
SYNOVUS FINL CORP COM NEW 87161C501 108 2,645 SH   DFND 20 2,645 0 0
SYNOVUS FINL CORP COM NEW 87161C501 371 9,033 SH   DFND 21 9,033 0 0
SYNNEX CORP COM 87162W100 30,534 272,774 SH   DFND 3 272,774 0 0
SYNNEX CORP COM 87162W100 351 3,140 SH   DFND 17 3,140 0 0
SYNNEX CORP COM 87162W100 4,920 43,951 SH   DFND 21 12,820 0 31,131
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2,054 440,859 SH   DFND 17 429,362 0 11,497
SYNCHRONY FINL COM 87165B103 4,197 122,375 SH   DFND 4 122,375 0 0
SYNCHRONY FINL COM 87165B103 10,693 311,762 SH   DFND 17 252,502 0 59,260
SYNCHRONY FINL COM 87165B103 2,272 66,240 SH   DFND 21 66,240 0 0
SYNCHRONY FINL CALL 87165B903 2,586 75,400 SH Call DFND 4 75,400 0 0
SYNCHRONY FINL PUT 87165B953 22,587 658,500 SH Put DFND 4 658,500 0 0
SYSCO CORP COM 871829107 6,673 128,520 SH   DFND 4 128,520 0 0
SYSCO CORP COM 871829107 23,905 460,415 SH   DFND 17 271,463 0 188,952
SYSCO CORP COM 871829107 772 14,874 SH   DFND 20 14,874 0 0
SYSCO CORP COM 871829107 39,556 761,868 SH   DFND 21 605,684 0 156,184
SYSCO CORP CALL 871829907 4,984 96,000 SH Call DFND 4 96,000 0 0
SYSCO CORP PUT 871829957 39,817 766,900 SH Put DFND 4 766,900 0 0
TCF FINL CORP COM 872275102 33,877 1,990,400 SH   DFND 3 1,990,400 0 0
TCF FINL CORP COM 872275102 110 6,491 SH   DFND 20 6,491 0 0
TCF FINL CORP COM 872275102 1,126 66,148 SH   DFND 21 66,148 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 41,444 694,677 SH   DFND 3 694,677 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 13,927 358,395 SH   DFND 17 353,400 0 4,995
TJX COS INC NEW COM 872540109 42 534 SH   DFND 4 534 0 0
TJX COS INC NEW COM 872540109 81,883 1,035,447 SH   DFND 17 888,745 0 146,702
TJX COS INC NEW COM 872540109 18,086 228,711 SH   DFND 21 228,711 0 0
TJX COS INC NEW CALL 872540909 8,928 112,900 SH Call DFND 4 112,900 0 0
TJX COS INC NEW PUT 872540959 48,666 615,400 SH Put DFND 4 615,400 0 0
T MOBILE US INC COM 872590104 6,280 97,228 SH   DFND 17 100 0 97,128
T MOBILE US INC COM 872590104 448 6,939 SH   DFND 21 4,222 0 2,717
T MOBILE US INC CONV PFD SER A 872590203 127,130 1,201,495 SH   DFND 17 1,131,895 0 69,600
TTM TECHNOLOGIES INC COM 87305R109 424 26,315 SH   DFND 17 26,315 0 0
TABLEAU SOFTWARE INC CL A 87336U105 20,644 416,623 SH   DFND 17 308,111 0 108,512
TABLEAU SOFTWARE INC CL A 87336U105 57 1,160 SH   DFND 21 1,160 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,049 108,149 SH   DFND 17 104,462 0 3,687
TAHOE RES INC COM 873868103 528 65,949 SH   DFND 17 39,732 0 26,217
TAHOE RES INC COM 873868103 18,914 2,361,855 SH   DFND 21 2,075,363 0 286,492
TAHOE RES INC COM 873868103 30 3,722 SH   DFND 25 3,722 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 79,779 2,429,325 SH   DFND 3 1,480,825 0 948,500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,830 360,223 SH   DFND 17 360,223 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 44,638 1,359,259 SH   DFND 20 1,359,259 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 43,651 1,328,137 SH   DFND 21 1,231,120 0 97,017
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 22,905 386,448 SH   DFND 17 305,265 0 81,183
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 234 3,943 SH   DFND 21 3,943 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 28,231 10,375,000 PRN   DFND 17 8,335,000 0 2,040,000
TANGER FACTORY OUTLET CTRS I COM 875465106 13 400 SH   DFND 3 400 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 286 8,731 SH   DFND 17 8,731 0 0
TARENA INTL INC ADR 876108101 195 10,420 SH   DFND 20 10,420 0 0
TARGET CORP COM 87612E106 29,770 539,401 SH   DFND 4 539,401 0 0
TARGET CORP COM 87612E106 99,227 1,797,924 SH   DFND 17 1,788,351 0 9,573
TARGET CORP COM 87612E106 43,686 791,554 SH   DFND 21 643,440 0 148,114
TARGET CORP COM 87612E106 179 3,252 SH   DFND 25 3,252 0 0
TARGET CORP CALL 87612E906 5,260 95,300 SH Call DFND 4 95,300 0 0
TARGET CORP PUT 87612E956 32,143 582,400 SH Put DFND 4 582,400 0 0
TARGA RES CORP COM 87612G101 2,696 45,000 SH   DFND 4 45,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,716 48,144 SH   DFND 17 48,144 0 0
TATA MTRS LTD SPONSORED ADR 876568502 9,672 271,315 SH   DFND 21 245,603 0 25,712
TAYLOR MORRISON HOME CORP CL A 87724P106 2,376 111,435 SH   DFND 17 80,445 0 30,990
TECH DATA CORP COM 878237106 6,137 65,361 SH   DFND 17 48,808 0 16,553
TECH DATA CORP COM 878237106 9,549 101,690 SH   DFND 21 97,571 0 4,119
TECK RESOURCES LTD CL B 878742204 7,344 336,800 SH   DFND 17 336,800 0 0
TECK RESOURCES LTD CL B 878742204 12,885 590,900 SH   DFND 20 590,900 0 0
TECK RESOURCES LTD CL B 878742204 2,399 110,041 SH   DFND 21 76,903 0 33,138
TECK RESOURCES LTD CL B 878742204 715 32,000 SH   DFND 24 32,000 0 0
TEGNA INC COM 87901J105 426 16,612 SH   DFND 17 16,612 0 0
TEGNA INC COM 87901J105 2,755 107,541 SH   DFND 21 51,177 0 56,364
TELADOC INC COM 87918A105 1,345 53,788 SH   DFND 17 53,788 0 0
TELEFLEX INC COM 879369106 10,428 53,827 SH   DFND 17 37,063 0 16,764
TELEFLEX INC COM 879369106 447 2,306 SH   DFND 20 2,306 0 0
TELEFLEX INC COM 879369106 34,805 179,658 SH   DFND 21 113,312 0 66,346
TELEFLEX INC COM 879369106 77 398 SH   DFND 25 398 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 5,680 214,242 SH   DFND 21 164,175 0 50,067
TELENAV INC COM 879455103 3,040 351,462 SH   DFND 17 338,907 0 12,555
TELIGENT INC NEW COM 87960W104 3,647 466,999 SH   DFND 17 450,538 0 16,461
TELUS CORP COM 87971M103 11 331 SH   DFND 17 331 0 0
TELUS CORP COM 87971M103 411 12,683 SH   DFND 20 12,683 0 0
TELUS CORP COM 87971M103 1,362 42,075 SH   DFND 21 42,075 0 0
TEMPUR SEALY INTL INC COM 88023U101 2,388 51,404 SH   DFND 21 51,404 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 911 51,435 SH   DFND 17 51,435 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,882 219,220 SH   DFND 21 199,381 0 19,839
TENNECO INC COM 880349105 2,261 36,218 SH   DFND 17 34,872 0 1,346
TENNECO INC COM 880349105 8,228 131,821 SH   DFND 21 51,816 0 80,005
TENNECO INC COM 880349105 11,753 187,000 SH   DFND 24 187,000 0 0
TERADYNE INC COM 880770102 50,300 1,617,350 SH   DFND 17 1,360,400 0 256,950
TERADYNE INC COM 880770102 2,908 93,517 SH   DFND 21 93,517 0 0
TERNIUM SA SPON ADR 880890108 47 1,800 SH   DFND 3 1,800 0 0
TERNIUM SA SPON ADR 880890108 1,609 61,600 SH   DFND 17 0 0 61,600
TERNIUM SA SPON ADR 880890108 733 28,076 SH   DFND 21 0 0 28,076
TESARO INC COM 881569107 7,673 49,870 SH   DFND 17 40,895 0 8,975
TESARO INC COM 881569107 2,233 14,800 SH   DFND 24 14,800 0 0
TESORO CORP COM 881609101 7,560 93,261 SH   DFND 17 59,904 0 33,357
TESORO CORP COM 881609101 351 4,325 SH   DFND 20 4,325 0 0
TESORO CORP COM 881609101 36,709 452,856 SH   DFND 21 367,515 0 85,341
TESLA INC COM 88160R101 182,219 654,757 SH   DFND 17 609,102 0 45,655
TESLA INC COM 88160R101 1,310 5,009 SH   DFND 21 1,307 0 3,702
TESLA INC NOTE 0.250% 3/0 88160RAB7 126,807 126,750,000 PRN   DFND 17 116,485,000 0 10,265,000
TESLA INC NOTE 1.250% 3/0 88160RAC5 29,569 30,000,000 PRN   DFND 4 30,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 87,410 89,395,000 PRN   DFND 17 89,395,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 50,308 48,300,000 PRN   DFND 17 44,935,000 0 3,365,000
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 25,884 806,594 SH   DFND 3 504,894 0 301,700
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 10,791 336,268 SH   DFND 17 94,903 0 241,365
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 350 10,700 SH   DFND 24 10,700 0 0
TETRA TECH INC NEW COM 88162G103 2,177 53,300 SH   DFND 17 37,850 0 15,450
TETRA TECH INC NEW COM 88162G103 242 5,925 SH   DFND 20 5,925 0 0
TETRA TECH INC NEW COM 88162G103 2,452 60,027 SH   DFND 21 49,158 0 10,869
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 44,432 41,480,000 PRN   DFND 17 41,480,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 17,311 207,446 SH   DFND 17 167,172 0 40,274
TEXAS INSTRS INC COM 882508104 3,211 39,862 SH   DFND 4 39,862 0 0
TEXAS INSTRS INC COM 882508104 192,087 2,384,391 SH   DFND 17 2,336,546 0 47,845
TEXAS INSTRS INC COM 882508104 67,854 842,281 SH   DFND 21 624,925 0 217,356
TEXAS INSTRS INC CALL 882508904 10,424 129,400 SH Call DFND 4 129,400 0 0
TEXAS INSTRS INC PUT 882508954 74,945 930,300 SH Put DFND 4 930,300 0 0
TEXAS ROADHOUSE INC COM 882681109 15,564 349,516 SH   DFND 17 299,240 0 50,276
TEXAS ROADHOUSE INC COM 882681109 1,924 43,196 SH   DFND 21 37,272 0 5,924
TEXTRON INC COM 883203101 6,172 129,700 SH   DFND 3 129,700 0 0
TEXTRON INC COM 883203101 186 3,900 SH   DFND 17 0 0 3,900
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 2,153 2,260,000 PRN   DFND 17 2,260,000 0 0
THE TRADE DESK INC COM CL A 88339J105 26,702 716,820 SH   DFND 17 698,745 0 18,075
THERMO FISHER SCIENTIFIC INC COM 883556102 2,594 16,889 SH   DFND 4 16,889 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 16,293 106,075 SH   DFND 17 91,339 0 14,736
THERMO FISHER SCIENTIFIC INC COM 883556102 1,213 7,895 SH   DFND 20 7,895 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 179,372 1,167,785 SH   DFND 21 871,089 0 296,696
THERMO FISHER SCIENTIFIC INC COM 883556102 585 3,800 SH   DFND 24 3,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 253 1,646 SH   DFND 25 1,646 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 12,196 79,400 SH Call DFND 4 79,400 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 65,572 426,900 SH Put DFND 4 426,900 0 0
THOR INDS INC COM 885160101 42,259 439,600 SH   DFND 3 439,600 0 0
THOR INDS INC COM 885160101 3,237 33,670 SH   DFND 17 28,328 0 5,342
THOR INDS INC COM 885160101 388 4,032 SH   DFND 20 4,032 0 0
THOR INDS INC COM 885160101 34,694 360,907 SH   DFND 21 295,469 0 65,438
3M CO COM 88579Y101 3,750 19,600 SH   DFND 3 19,600 0 0
3M CO COM 88579Y101 130,635 682,774 SH   DFND 17 682,774 0 0
3M CO COM 88579Y101 17,865 93,375 SH   DFND 21 93,375 0 0
3M CO COM 88579Y101 176 922 SH   DFND 24 922 0 0
3M CO CALL 88579Y901 33,253 173,800 SH Call DFND 4 173,800 0 0
3M CO PUT 88579Y951 128,937 673,900 SH Put DFND 4 673,900 0 0
TIFFANY & CO NEW COM 886547108 31 329 SH   DFND 17 329 0 0
TIFFANY & CO NEW COM 886547108 858 9,000 SH   DFND 21 9,000 0 0
TIME WARNER INC COM NEW 887317303 3,645 37,300 SH   DFND 3 37,300 0 0
TIME WARNER INC COM NEW 887317303 5,043 51,614 SH   DFND 4 51,614 0 0
TIME WARNER INC COM NEW 887317303 53,413 546,651 SH   DFND 17 455,349 0 91,302
TIME WARNER INC COM NEW 887317303 1,163 11,901 SH   DFND 20 11,901 0 0
TIME WARNER INC COM NEW 887317303 32,381 331,400 SH   DFND 21 272,684 0 58,716
TIME WARNER INC CALL 887317903 8,423 86,200 SH Call DFND 4 86,200 0 0
TIME WARNER INC PUT 887317953 97,055 993,300 SH Put DFND 4 993,300 0 0
TIMKEN CO COM 887389104 712 15,751 SH   DFND 21 0 0 15,751
TITAN INTL INC ILL COM 88830M102 20,724 2,004,271 SH   DFND 17 1,815,176 0 189,095
TITAN INTL INC ILL COM 88830M102 3,857 375,952 SH   DFND 24 375,952 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 7,737 8,000,000 PRN   DFND 17 8,000,000 0 0
TIVO CORP COM 88870P106 395 21,051 SH   DFND 17 21,051 0 0
TIVO CORP COM 88870P106 189 10,096 SH   DFND 20 10,096 0 0
TIVO CORP COM 88870P106 1,700 90,671 SH   DFND 21 82,011 0 8,660
TIVITY HEALTH INC COM 88870R102 351 12,057 SH   DFND 17 12,057 0 0
TOPBUILD CORP COM 89055F103 3,021 64,277 SH   DFND 21 64,277 0 0
TORCHMARK CORP COM 891027104 26 338 SH   DFND 17 338 0 0
TORCHMARK CORP COM 891027104 1,142 14,825 SH   DFND 21 11,760 0 3,065
TORO CO COM 891092108 1,393 22,307 SH   DFND 21 0 0 22,307
TORONTO DOMINION BK ONT COM NEW 891160509 79,826 1,598,242 SH   DFND 3 1,018,042 0 580,200
TORONTO DOMINION BK ONT COM NEW 891160509 35,571 712,198 SH   DFND 17 320,488 0 391,710
TORONTO DOMINION BK ONT COM NEW 891160509 1,583 31,690 SH   DFND 20 31,690 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 103,915 2,080,548 SH   DFND 21 1,435,118 0 645,430
TORONTO DOMINION BK ONT COM NEW 891160509 325 6,501 SH   DFND 25 6,501 0 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 6,572 6,700,000 PRN   DFND 4 6,700,000 0 0
TOTAL S A SPONSORED ADR 89151E109 3,796 75,294 SH   DFND 3 75,294 0 0
TOTAL S A SPONSORED ADR 89151E109 1,297 25,725 SH   DFND 17 25,725 0 0
TOWER INTL INC COM 891826109 4,343 160,274 SH   DFND 17 155,914 0 4,360
TOWER INTL INC COM 891826109 2,040 75,276 SH   DFND 21 55,326 0 19,950
TOTAL SYS SVCS INC COM 891906109 22,282 416,790 SH   DFND 17 314,563 0 102,227
TOTAL SYS SVCS INC COM 891906109 22,904 428,425 SH   DFND 21 365,672 0 62,753
TOTAL SYS SVCS INC COM 891906109 162 3,023 SH   DFND 25 3,023 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 768 23,719 SH   DFND 17 3,012 0 20,707
TRACTOR SUPPLY CO COM 892356106 30,498 442,198 SH   DFND 17 327,396 0 114,802
TRANSCANADA CORP COM 89353D107 1,568 34,076 SH   DFND 17 34,076 0 0
TRANSCANADA CORP COM 89353D107 19,332 420,118 SH   DFND 21 166,686 0 253,432
TRANSDIGM GROUP INC COM 893641100 34 154 SH   DFND 17 154 0 0
TRANSDIGM GROUP INC COM 893641100 7,978 36,239 SH   DFND 21 0 0 36,239
TRANSUNION COM 89400J107 22,705 592,040 SH   DFND 17 363,987 0 228,053
TRANSUNION COM 89400J107 165 4,293 SH   DFND 21 4,293 0 0
TRAVELERS COMPANIES INC COM 89417E109 90,421 750,130 SH   DFND 3 750,130 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,563 54,450 SH   DFND 4 54,450 0 0
TRAVELERS COMPANIES INC COM 89417E109 35,104 291,221 SH   DFND 17 201,536 0 89,685
TRAVELERS COMPANIES INC COM 89417E109 79,054 655,830 SH   DFND 21 559,912 0 95,918
TRAVELERS COMPANIES INC COM 89417E109 133 1,101 SH   DFND 24 1,101 0 0
TRAVELERS COMPANIES INC COM 89417E109 323 2,678 SH   DFND 25 2,678 0 0
TRAVELERS COMPANIES INC CALL 89417E909 3,701 30,700 SH Call DFND 4 30,700 0 0
TRAVELERS COMPANIES INC PUT 89417E959 45,926 381,000 SH Put DFND 4 381,000 0 0
TREX CO INC COM 89531P105 3,340 48,138 SH   DFND 17 0 0 48,138
TREVENA INC COM 89532E109 134 36,402 SH   DFND 17 32,799 0 3,603
TRI CONTL CORP COM 895436103 236 10,200 SH   DFND 17 10,200 0 0
TRIBUNE MEDIA CO CL A 896047503 222 5,969 SH   DFND 4 5,969 0 0
TRIMBLE INC COM 896239100 1,044 32,615 SH   DFND 17 32,615 0 0
TRIMBLE INC COM 896239100 613 19,495 SH   DFND 21 5,939 0 13,556
TRIMBLE INC COM 896239100 11,924 370,300 SH   DFND 24 370,300 0 0
TRINITY INDS INC COM 896522109 1,276 48,074 SH   DFND 17 35,148 0 12,926
TRINITY INDS INC COM 896522109 15,544 585,476 SH   DFND 21 513,378 0 72,098
TRINITY INDS INC COM 896522109 89 3,364 SH   DFND 25 3,364 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 27,462 22,455,000 PRN   DFND 17 22,455,000 0 0
TRIPLE-S MGMT CORP CL B 896749108 181 10,322 SH   DFND 17 10,322 0 0
TRIUMPH BANCORP INC COM 89679E300 979 37,953 SH   DFND 17 34,212 0 3,741
TRUECAR INC COM 89785L107 2,132 137,841 SH   DFND 17 101,966 0 35,875
TRUEBLUE INC COM 89785X101 1,296 47,373 SH   DFND 21 0 0 47,373
TUPPERWARE BRANDS CORP COM 899896104 152 2,431 SH   DFND 21 2,431 0 0
TUPPERWARE BRANDS CORP COM 899896104 445 7,100 SH   DFND 24 7,100 0 0
TURQUOISE HILL RES LTD COM 900435108 335 109,883 SH   DFND 21 75,812 0 34,071
TWITTER INC COM 90184L102 104,566 6,994,403 SH   DFND 17 6,708,713 0 285,690
TWITTER INC COM 90184L102 63 4,203 SH   DFND 21 4,203 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 28,350 30,180,000 PRN   DFND 17 30,180,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 46,419 50,870,000 PRN   DFND 17 50,870,000 0 0
TWO HBRS INVT CORP COM 90187B101 6,346 661,700 SH   DFND 3 661,700 0 0
TWO HBRS INVT CORP COM 90187B101 3,546 369,799 SH   DFND 17 369,799 0 0
TWO HBRS INVT CORP COM 90187B101 8,223 857,491 SH   DFND 21 132,607 0 724,884
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 46,327 45,000,000 PRN   DFND 17 45,000,000 0 0
II VI INC COM 902104108 1,069 29,650 SH   DFND 17 29,650 0 0
TYLER TECHNOLOGIES INC COM 902252105 14,932 96,611 SH   DFND 17 77,191 0 19,420
TYSON FOODS INC CL A 902494103 459 7,431 SH   DFND 4 7,431 0 0
TYSON FOODS INC CL A 902494103 69,102 1,119,791 SH   DFND 17 864,849 0 254,942
TYSON FOODS INC CL A 902494103 810 13,133 SH   DFND 20 13,133 0 0
TYSON FOODS INC CL A 902494103 105,653 1,712,085 SH   DFND 21 1,280,580 0 431,505
TYSON FOODS INC CL A 902494103 9,147 148,400 SH   DFND 24 148,400 0 0
TYSON FOODS INC CL A 902494103 301 4,883 SH   DFND 25 4,883 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 38,057 568,020 SH   DFND 17 568,020 0 0
TYSON FOODS INC CALL 902494903 833 13,500 SH Call DFND 4 13,500 0 0
TYSON FOODS INC PUT 902494953 9,966 161,500 SH Put DFND 4 161,500 0 0
UGI CORP NEW COM 902681105 375 7,597 SH   DFND 17 7,597 0 0
UGI CORP NEW COM 902681105 650 13,162 SH   DFND 21 0 0 13,162
US BANCORP DEL COM NEW 902973304 82,989 1,611,443 SH   DFND 3 1,611,443 0 0
US BANCORP DEL COM NEW 902973304 9,738 189,085 SH   DFND 4 189,085 0 0
US BANCORP DEL COM NEW 902973304 42,886 832,733 SH   DFND 17 816,353 0 16,380
US BANCORP DEL COM NEW 902973304 4,235 82,232 SH   DFND 20 82,232 0 0
US BANCORP DEL COM NEW 902973304 23,198 450,443 SH   DFND 21 446,742 0 3,701
US BANCORP DEL CALL 902973904 12,154 236,000 SH Call DFND 4 236,000 0 0
US BANCORP DEL PUT 902973954 61,331 1,190,900 SH Put DFND 4 1,190,900 0 0
UMH PPTYS INC COM 903002103 692 45,495 SH   DFND 17 45,495 0 0
USANA HEALTH SCIENCES INC COM 90328M107 572 9,937 SH   DFND 17 1,862 0 8,075
USA TECHNOLOGIES INC COM NO PAR 90328S500 2,597 610,973 SH   DFND 17 584,621 0 26,352
U S G CORP COM NEW 903293405 1,398 43,970 SH   DFND 4 36,930 0 7,040
U S CONCRETE INC COM NEW 90333L201 5,067 78,494 SH   DFND 17 76,034 0 2,460
U S PHYSICAL THERAPY INC COM 90337L108 313 4,797 SH   DFND 21 4,797 0 0
U S SILICA HLDGS INC COM 90346E103 27,063 563,934 SH   DFND 17 563,934 0 0
U S SILICA HLDGS INC COM 90346E103 72 1,497 SH   DFND 20 1,497 0 0
U S SILICA HLDGS INC COM 90346E103 2,805 58,453 SH   DFND 21 4,440 0 54,013
U S SILICA HLDGS INC COM 90346E103 1,846 38,400 SH   DFND 24 38,400 0 0
UBIQUITI NETWORKS INC COM 90347A100 3,215 63,959 SH   DFND 17 0 0 63,959
ULTA BEAUTY INC COM 90384S303 15,065 55,499 SH   DFND 17 23,947 0 31,552
ULTA BEAUTY INC COM 90384S303 30,424 112,082 SH   DFND 21 112,082 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 11,994 61,440 SH   DFND 17 48,737 0 12,703
ULTRA CLEAN HLDGS INC COM 90385V107 2,401 142,320 SH   DFND 17 109,565 0 32,755
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 445 6,558 SH   DFND 17 6,558 0 0
UMPQUA HLDGS CORP COM 904214103 38,396 2,164,400 SH   DFND 3 2,164,400 0 0
UMPQUA HLDGS CORP COM 904214103 2,599 146,479 SH   DFND 21 71,373 0 75,106
UNION BANKSHARES CORP NEW COM 90539J109 765 21,755 SH   DFND 17 12,180 0 9,575
UNION BANKSHARES CORP NEW COM 90539J109 144 4,098 SH   DFND 20 4,098 0 0
UNION BANKSHARES CORP NEW COM 90539J109 1,669 47,437 SH   DFND 21 42,527 0 4,910
UNION PAC CORP COM 907818108 2,893 27,314 SH   DFND 4 27,314 0 0
UNION PAC CORP COM 907818108 196,600 1,856,120 SH   DFND 17 1,856,120 0 0
UNION PAC CORP COM 907818108 13,526 127,700 SH   DFND 20 127,700 0 0
UNION PAC CORP COM 907818108 100,566 949,423 SH   DFND 21 888,626 0 60,797
UNION PAC CORP COM 907818108 4,320 40,400 SH   DFND 24 40,400 0 0
UNION PAC CORP CALL 907818908 17,593 166,100 SH Call DFND 4 166,100 0 0
UNION PAC CORP PUT 907818958 80,425 759,300 SH Put DFND 4 759,300 0 0
UNIT CORP COM 909218109 76 3,154 SH   DFND 20 3,154 0 0
UNIT CORP COM 909218109 244 10,093 SH   DFND 21 9,210 0 883
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 34,851 1,258,600 SH   DFND 3 1,258,600 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 481 17,355 SH   DFND 17 17,355 0 0
UNITED CONTL HLDGS INC COM 910047109 4,407 62,380 SH   DFND 4 62,380 0 0
UNITED CONTL HLDGS INC COM 910047109 535 7,577 SH   DFND 17 7,577 0 0
UNITED CONTL HLDGS INC COM 910047109 7,821 110,710 SH   DFND 21 47,152 0 63,558
UNITED CONTL HLDGS INC CALL 910047909 3,673 52,000 SH Call DFND 4 52,000 0 0
UNITED CONTL HLDGS INC PUT 910047959 30,234 428,000 SH Put DFND 4 428,000 0 0
UNITED FIRE GROUP INC COM 910340108 174 4,069 SH   DFND 17 4,069 0 0
UNITED FIRE GROUP INC COM 910340108 485 11,345 SH   DFND 21 11,345 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 400 207,468 SH   DFND 21 188,925 0 18,543
UNITED PARCEL SERVICE INC CL B 911312106 12,398 115,547 SH   DFND 4 115,547 0 0
UNITED PARCEL SERVICE INC CL B 911312106 7,763 72,350 SH   DFND 17 72,350 0 0
UNITED PARCEL SERVICE INC CL B 911312106 26,508 247,047 SH   DFND 21 247,047 0 0
UNITED PARCEL SERVICE INC CALL 911312906 10,108 94,200 SH Call DFND 4 94,200 0 0
UNITED PARCEL SERVICE INC PUT 911312956 74,327 692,700 SH Put DFND 4 692,700 0 0
UNITED RENTALS INC COM 911363109 822 6,576 SH   DFND 17 4,891 0 1,685
UNITED RENTALS INC COM 911363109 2,033 16,257 SH   DFND 21 16,257 0 0
UNITED STATES STL CORP NEW COM 912909108 13,146 388,825 SH   DFND 17 353,821 0 35,004
UNITED STATES STL CORP NEW COM 912909108 114 3,363 SH   DFND 21 3,363 0 0
UNITED STATES STL CORP NEW COM 912909108 589 17,400 SH   DFND 24 17,400 0 0
UNITED TECHNOLOGIES CORP COM 913017109 80,771 719,818 SH   DFND 3 719,818 0 0
UNITED TECHNOLOGIES CORP COM 913017109 6,850 61,047 SH   DFND 4 61,047 0 0
UNITED TECHNOLOGIES CORP COM 913017109 102,199 910,786 SH   DFND 17 910,786 0 0
UNITED TECHNOLOGIES CORP COM 913017109 8,360 74,500 SH   DFND 20 74,500 0 0
UNITED TECHNOLOGIES CORP COM 913017109 28,371 252,869 SH   DFND 21 226,053 0 26,816
UNITED TECHNOLOGIES CORP COM 913017109 116 1,034 SH   DFND 24 1,034 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 10,076 89,800 SH Call DFND 4 89,800 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 95,816 853,900 SH Put DFND 4 853,900 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,458 25,541 SH   DFND 17 25,541 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 101 748 SH   DFND 20 748 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 8,481 62,648 SH   DFND 21 58,737 0 3,911
UNITED THERAPEUTICS CORP DEL COM 91307C102 723 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6,953 42,391 SH   DFND 4 42,391 0 0
UNITEDHEALTH GROUP INC COM 91324P102 397,468 2,423,437 SH   DFND 17 2,099,186 0 324,251
UNITEDHEALTH GROUP INC COM 91324P102 27,231 166,034 SH   DFND 20 166,034 0 0
UNITEDHEALTH GROUP INC COM 91324P102 399,731 2,437,237 SH   DFND 21 2,002,981 0 434,256
UNITEDHEALTH GROUP INC COM 91324P102 647 3,919 SH   DFND 24 3,919 0 0
UNITEDHEALTH GROUP INC COM 91324P102 394 2,405 SH   DFND 25 2,405 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 28,193 171,900 SH Call DFND 4 171,900 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 164,715 1,004,300 SH Put DFND 4 1,004,300 0 0
UNITI GROUP INC COM 91325V108 408 15,778 SH   DFND 17 15,778 0 0
UNIVAR INC COM 91336L107 14,835 483,850 SH   DFND 17 387,760 0 96,090
UNIVERSAL CORP VA COM 913456109 27,362 386,749 SH   DFND 3 386,749 0 0
UNIVERSAL CORP VA COM 913456109 75 1,055 SH   DFND 17 1,055 0 0
UNIVERSAL CORP VA COM 913456109 464 6,564 SH   DFND 21 869 0 5,695
UNIVERSAL FST PRODS INC COM 913543104 3,836 38,929 SH   DFND 17 37,257 0 1,672
UNIVERSAL FST PRODS INC COM 913543104 14,610 148,268 SH   DFND 21 88,952 0 59,316
UNIVERSAL INS HLDGS INC COM 91359V107 6,479 264,438 SH   DFND 17 120,933 0 143,505
UNIVERSAL INS HLDGS INC COM 91359V107 15,328 625,640 SH   DFND 21 625,640 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 6,521 52,400 SH   DFND 3 52,400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 10,644 85,530 SH   DFND 17 73,179 0 12,351
UNIVERSAL HLTH SVCS INC CL B 913903100 175 1,409 SH   DFND 20 1,409 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 10,786 86,666 SH   DFND 21 77,030 0 9,636
UNUM GROUP COM 91529Y106 6,279 133,900 SH   DFND 3 133,900 0 0
UNUM GROUP COM 91529Y106 6,676 142,370 SH   DFND 17 142,370 0 0
UNUM GROUP COM 91529Y106 837 17,853 SH   DFND 20 17,853 0 0
UNUM GROUP COM 91529Y106 17,178 366,340 SH   DFND 21 266,669 0 99,671
VCA INC COM 918194101 6,848 74,837 SH   DFND 4 74,837 0 0
VCA INC COM 918194101 424 4,639 SH   DFND 17 4,639 0 0
VCA INC COM 918194101 41,487 453,412 SH   DFND 21 450,700 0 2,712
V F CORP COM 918204108 56 1,018 SH   DFND 17 1,018 0 0
V F CORP COM 918204108 524 9,537 SH   DFND 21 9,537 0 0
VEON LTD SPONSORED ADR 91822M106 191 46,800 SH   DFND 17 0 0 46,800
VWR CORP COM 91843L103 70 2,490 SH   DFND 17 2,490 0 0
VWR CORP COM 91843L103 1,128 40,000 SH   DFND 21 40,000 0 0
VAIL RESORTS INC COM 91879Q109 18,062 94,123 SH   DFND 17 78,584 0 15,539
VAIL RESORTS INC COM 91879Q109 357 1,858 SH   DFND 20 1,858 0 0
VAIL RESORTS INC COM 91879Q109 14,127 73,614 SH   DFND 21 39,936 0 33,678
VALE S A ADR 91912E105 7,348 773,465 SH   DFND 17 773,465 0 0
VALE S A ADR 91912E105 13,558 1,427,187 SH   DFND 21 1,427,187 0 0
VALE S A ADR 91912E105 2,080 218,000 SH   DFND 24 218,000 0 0
VALE S A ADR REPSTG PFD 91912E204 1,242 138,287 SH   DFND 21 138,287 0 0
VALERO ENERGY CORP NEW COM 91913Y100 6,477 97,700 SH   DFND 3 97,700 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,300 79,948 SH   DFND 4 79,948 0 0
VALERO ENERGY CORP NEW COM 91913Y100 92,540 1,395,988 SH   DFND 17 1,236,720 0 159,268
VALERO ENERGY CORP NEW COM 91913Y100 994 14,992 SH   DFND 20 14,992 0 0
VALERO ENERGY CORP NEW COM 91913Y100 84,080 1,268,373 SH   DFND 21 966,701 0 301,672
VALERO ENERGY CORP NEW COM 91913Y100 868 13,100 SH   DFND 24 13,100 0 0
VALERO ENERGY CORP NEW COM 91913Y100 290 4,381 SH   DFND 25 4,381 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 4,249 64,100 SH Call DFND 4 64,100 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 34,882 526,200 SH Put DFND 4 526,200 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 3,433 71,653 SH   DFND 3 71,653 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
VALSPAR CORP COM 920355104 9,524 85,850 SH   DFND 4 85,850 0 0
VALSPAR CORP COM 920355104 9,901 89,250 SH   DFND 21 89,250 0 0
VALVOLINE INC COM 92047W101 4,352 177,275 SH   DFND 17 177,275 0 0
VANDA PHARMACEUTICALS INC COM 921659108 1,813 129,486 SH   DFND 17 126,290 0 3,196
VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3,185 129,150 SH   DFND 25 129,150 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 2,059 110,000 SH   DFND 17 110,000 0 0
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1,051 28,000 SH   DFND 24 28,000 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,096 13,750 SH   DFND 24 13,750 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 3,679 46,189 SH   DFND 17 46,189 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 6,196 60,357 SH   DFND 17 60,357 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 5,688 87,000 SH   DFND 24 87,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 51,837 794,804 SH   DFND 25 794,804 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,466 30,659 SH   DFND 17 30,659 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,289 158,334 SH   DFND 4 158,334 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 101,962 2,567,011 SH   DFND 17 2,567,011 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4,334 108,300 SH   DFND 24 101,500 0 6,800
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 47,664 1,200,000 SH   DFND 25 1,200,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 54 SH   DFND 17 54 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 13,038 253,461 SH   DFND 24 49,389 0 204,072
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,271 9,200 SH   DFND 24 9,200 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 9,125 114,433 SH   DFND 17 51,898 0 62,535
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 6,459 81,005 SH   DFND 25 81,005 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 3,509 66,819 SH   DFND 17 66,819 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 2,248 25,000 SH   DFND 17 25,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 2,244 25,000 SH   DFND 24 25,000 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 26,443 306,125 SH   DFND 17 306,125 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 25,475 294,921 SH   DFND 25 294,921 0 0
VANTIV INC CL A 92210H105 73,708 1,149,537 SH   DFND 17 803,427 0 346,110
VANTIV INC CL A 92210H105 1,776 27,701 SH   DFND 21 3,976 0 23,725
VAREX IMAGING CORP COM 92214X106 1,498 44,590 SH   DFND 17 44,590 0 0
VARONIS SYS INC COM 922280102 1,608 50,581 SH   DFND 17 0 0 50,581
VECTREN CORP COM 92240G101 1,611 27,479 SH   DFND 21 1,734 0 25,745
VECTOR GROUP LTD FRNT 1/1 92240MAY4 22,331 15,400,000 PRN   DFND 17 15,400,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13,241 11,700,000 PRN   DFND 17 11,700,000 0 0
VEECO INSTRS INC DEL COM 922417100 516 17,414 SH   DFND 21 5,058 0 12,356
VEECO INSTRS INC DEL COM 922417100 7,496 249,462 SH   DFND 24 249,462 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 30,486 29,110,000 PRN   DFND 17 26,530,000 0 2,580,000
VEDANTA LTD SPONSORED ADR 92242Y100 1,085 63,200 SH   DFND 17 57,900 0 5,300
VEDANTA LTD SPONSORED ADR 92242Y100 167 9,711 SH   DFND 21 0 0 9,711
VEEVA SYS INC CL A COM 922475108 10,947 213,466 SH   DFND 17 90,520 0 122,946
VEEVA SYS INC CL A COM 922475108 718 14,004 SH   DFND 21 14,004 0 0
VENTAS INC COM 92276F100 5,632 86,600 SH   DFND 3 86,600 0 0
VENTAS INC COM 92276F100 509 7,826 SH   DFND 4 7,826 0 0
VENTAS INC COM 92276F100 80 1,225 SH   DFND 17 1,225 0 0
VENTAS INC CALL 92276F900 3,746 57,600 SH Call DFND 4 57,600 0 0
VENTAS INC PUT 92276F950 32,806 504,400 SH Put DFND 4 504,400 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 62 288 SH   DFND 17 288 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,523 7,024 SH   DFND 24 0 0 7,024
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 15,858 73,300 SH   DFND 25 73,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 92,315 1,117,748 SH   DFND 4 1,117,748 0 0
VANGUARD INDEX FDS REIT ETF 922908553 2,936 35,553 SH   DFND 17 35,553 0 0
VANGUARD INDEX FDS REIT ETF 922908553 54,922 665,000 SH   DFND 25 665,000 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 33,376 250,419 SH   DFND 25 250,419 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 255 2,100 SH   DFND 24 0 0 2,100
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 140,226 55,280,000 PRN   DFND 17 52,010,000 0 3,270,000
VERIZON COMMUNICATIONS INC COM 92343V104 85,234 1,748,387 SH   DFND 3 1,748,387 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 35,976 737,973 SH   DFND 4 737,973 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 107,240 2,199,794 SH   DFND 17 2,162,638 0 37,156
VERIZON COMMUNICATIONS INC COM 92343V104 2,967 60,856 SH   DFND 20 60,856 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 214,869 4,407,563 SH   DFND 21 2,939,614 0 1,467,949
VERIZON COMMUNICATIONS INC COM 92343V104 565 11,581 SH   DFND 25 11,581 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 22,269 456,800 SH Call DFND 4 456,800 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 157,594 3,232,700 SH Put DFND 4 3,232,700 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 35,550 35,975,000 PRN   DFND 17 35,975,000 0 0
VERITEX HLDGS INC COM 923451108 1,093 38,878 SH   DFND 17 35,028 0 3,850
VERISK ANALYTICS INC COM 92345Y106 23,807 293,404 SH   DFND 17 293,404 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 24,038 219,828 SH   DFND 17 186,708 0 33,120
VERTEX PHARMACEUTICALS INC COM 92532F100 11,849 110,440 SH   DFND 24 110,440 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 3,291 30,100 SH Call DFND 4 30,100 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 25,030 228,900 SH Put DFND 4 228,900 0 0
VIAD CORP COM NEW 92552R406 2,015 44,570 SH   DFND 17 35,660 0 8,910
VIAD CORP COM NEW 92552R406 177 3,920 SH   DFND 20 3,920 0 0
VIAD CORP COM NEW 92552R406 3,724 82,391 SH   DFND 21 55,274 0 27,117
VIACOM INC NEW CL B 92553P201 50 1,064 SH   DFND 17 1,064 0 0
VIACOM INC NEW CL B 92553P201 1,953 41,891 SH   DFND 21 41,891 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 41 1,200 SH   DFND 3 1,200 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 566 16,657 SH   DFND 21 16,657 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 184 13,820 SH   DFND 17 100 0 13,720
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 6,712 503,144 SH   DFND 20 355,117 0 148,027
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 400 29,800 SH   DFND 24 29,800 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 48,346 47,915,000 PRN   DFND 17 47,915,000 0 0
VIRNETX HLDG CORP COM 92823T108 29 12,652 SH   DFND 17 12,652 0 0
VISA INC COM CL A 92826C839 395,461 4,449,879 SH   DFND 17 4,007,863 0 442,016
VISA INC COM CL A 92826C839 20,956 235,800 SH   DFND 20 235,800 0 0
VISA INC COM CL A 92826C839 222,927 2,508,373 SH   DFND 21 2,072,096 0 436,277
VISA INC COM CL A 92826C839 623 7,000 SH   DFND 24 7,000 0 0
VISA INC CALL 92826C909 38,907 437,800 SH Call DFND 4 437,800 0 0
VISA INC PUT 92826C959 148,422 1,670,100 SH Put DFND 4 1,670,100 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 28,812 1,751,500 SH   DFND 3 1,751,500 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 516 31,374 SH   DFND 17 31,374 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 6,427 390,706 SH   DFND 21 377,576 0 13,130
VISTA OUTDOOR INC COM 928377100 1,030 50,000 SH   DFND 4 50,000 0 0
VISTA OUTDOOR INC COM 928377100 701 34,022 SH   DFND 21 34,022 0 0
VISTEON CORP COM NEW 92839U206 11,887 121,357 SH   DFND 21 93,081 0 28,276
VMWARE INC CL A COM 928563402 184 1,995 SH   DFND 17 0 0 1,995
VMWARE INC CL A COM 928563402 6,755 73,316 SH   DFND 21 0 0 73,316
VOCERA COMMUNICATIONS INC COM 92857F107 7,617 306,765 SH   DFND 17 299,830 0 6,935
VORNADO RLTY TR SH BEN INT 929042109 15,061 150,143 SH   DFND 4 150,143 0 0
VORNADO RLTY TR SH BEN INT 929042109 60 599 SH   DFND 17 599 0 0
VORNADO RLTY TR CALL 929042909 1,645 16,400 SH Call DFND 4 16,400 0 0
VORNADO RLTY TR PUT 929042959 10,492 104,600 SH Put DFND 4 104,600 0 0
VOYA FINL INC COM 929089100 16,770 441,791 SH   DFND 17 118,465 0 323,326
VOYA FINL INC COM 929089100 20,790 547,680 SH   DFND 21 521,653 0 26,027
VOYA FINL INC COM 929089100 44 1,155 SH   DFND 25 1,155 0 0
VULCAN MATLS CO COM 929160109 108,357 899,380 SH   DFND 17 804,339 0 95,041
VULCAN MATLS CO COM 929160109 11,490 95,367 SH   DFND 21 93,819 0 1,548
VULCAN MATLS CO COM 929160109 1,012 8,600 SH   DFND 24 8,600 0 0
W & T OFFSHORE INC COM 92922P106 287 103,560 SH   DFND 17 0 0 103,560
WGL HLDGS INC COM 92924F106 15,103 183,000 SH   DFND 21 183,000 0 0
WSFS FINL CORP COM 929328102 3,911 85,105 SH   DFND 17 35,925 0 49,180
WNS HOLDINGS LTD SPON ADR 92932M101 272 9,524 SH   DFND 21 0 0 9,524
W P CAREY INC COM 92936U109 210 3,372 SH   DFND 17 3,372 0 0
W P CAREY INC COM 92936U109 139 2,234 SH   DFND 21 0 0 2,234
WPP PLC NEW ADR 92937A102 6,006 54,900 SH   DFND 3 54,900 0 0
WPP PLC NEW ADR 92937A102 5 45 SH   DFND 17 45 0 0
WEC ENERGY GROUP INC COM 92939U106 936 15,437 SH   DFND 17 15,437 0 0
WEC ENERGY GROUP INC CALL 92939U906 2,880 47,500 SH Call DFND 4 47,500 0 0
WEC ENERGY GROUP INC PUT 92939U956 2,631 43,400 SH Put DFND 4 43,400 0 0
WABASH NATL CORP COM 929566107 27,094 1,309,530 SH   DFND 3 1,309,530 0 0
WABASH NATL CORP COM 929566107 842 40,696 SH   DFND 21 14,160 0 26,536
WABTEC CORP COM 929740108 3,691 47,320 SH   DFND 17 47,320 0 0
WABTEC CORP COM 929740108 80,287 1,029,325 SH   DFND 21 994,630 0 34,695
WABTEC CORP COM 929740108 549 7,100 SH   DFND 24 7,100 0 0
WAGEWORKS INC COM 930427109 4,385 60,649 SH   DFND 17 24,701 0 35,948
WAGEWORKS INC COM 930427109 69 950 SH   DFND 21 950 0 0
WAL-MART STORES INC COM 931142103 131,244 1,820,808 SH   DFND 3 1,820,808 0 0
WAL-MART STORES INC COM 931142103 43,167 598,881 SH   DFND 17 598,881 0 0
WAL-MART STORES INC COM 931142103 1,342 18,623 SH   DFND 20 18,623 0 0
WAL-MART STORES INC COM 931142103 82,965 1,151,017 SH   DFND 21 786,673 0 364,344
WAL-MART STORES INC CALL 931142903 5,406 75,000 SH Call DFND 4 75,000 0 0
WAL-MART STORES INC PUT 931142953 14,236 197,500 SH Put DFND 4 197,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,185 86,513 SH   DFND 4 86,513 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 216,633 2,608,470 SH   DFND 17 2,458,409 0 150,061
WALGREENS BOOTS ALLIANCE INC COM 931427108 103,021 1,240,494 SH   DFND 21 1,011,204 0 229,290
WALGREENS BOOTS ALLIANCE INC CALL 931427908 13,587 163,600 SH Call DFND 4 163,600 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 62,047 747,100 SH Put DFND 4 747,100 0 0
WALKER & DUNLOP INC COM 93148P102 202 4,839 SH   DFND 17 4,839 0 0
WALKER & DUNLOP INC COM 93148P102 2,142 51,371 SH   DFND 21 10,884 0 40,487
WASHINGTON FED INC COM 938824109 34,783 1,050,860 SH   DFND 3 1,050,860 0 0
WASHINGTON FED INC COM 938824109 5,377 162,437 SH   DFND 17 162,437 0 0
WASHINGTON FED INC COM 938824109 1,324 40,005 SH   DFND 21 0 0 40,005
WASHINGTON PRIME GROUP NEW COM 93964W108 160 18,400 SH   DFND 17 18,400 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 144 16,598 SH   DFND 21 0 0 16,598
WASTE CONNECTIONS INC COM 94106B101 283 3,216 SH   DFND 17 3,216 0 0
WASTE MGMT INC DEL COM 94106L109 1,694 23,231 SH   DFND 4 23,231 0 0
WASTE MGMT INC DEL COM 94106L109 7,591 104,099 SH   DFND 17 100,673 0 3,426
WASTE MGMT INC DEL COM 94106L109 1,053 14,441 SH   DFND 20 14,441 0 0
WASTE MGMT INC DEL COM 94106L109 73,110 1,002,607 SH   DFND 21 775,275 0 227,332
WASTE MGMT INC DEL COM 94106L109 79 1,083 SH   DFND 25 1,083 0 0
WASTE MGMT INC DEL CALL 94106L909 4,514 61,900 SH Call DFND 4 61,900 0 0
WASTE MGMT INC DEL PUT 94106L959 35,643 488,800 SH Put DFND 4 488,800 0 0
WATERS CORP COM 941848103 39 247 SH   DFND 17 247 0 0
WATERS CORP COM 941848103 12,915 82,627 SH   DFND 21 82,627 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 9,519 152,673 SH   DFND 17 152,673 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 272 4,327 SH   DFND 21 945 0 3,382
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,995 48,000 SH   DFND 24 48,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 57,909 45,000,000 PRN   DFND 4 45,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 72,218 56,070,000 PRN   DFND 17 51,610,000 0 4,460,000
WEB COM GROUP INC COM 94733A104 540 27,965 SH   DFND 17 0 0 27,965
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 7,751 7,975,000 PRN   DFND 17 7,975,000 0 0
WEBMD HEALTH CORP COM 94770V102 474 9,005 SH   DFND 17 0 0 9,005
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 11,319 9,500,000 PRN   DFND 17 9,500,000 0 0
WEIBO CORP SPONSORED ADR 948596101 1 10 SH   DFND 17 10 0 0
WEIBO CORP SPONSORED ADR 948596101 2,082 39,892 SH   DFND 20 0 0 39,892
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,295 83,171 SH   DFND 17 0 0 83,171
WEIS MKTS INC COM 948849104 3,430 57,498 SH   DFND 21 35,127 0 22,371
WELLCARE HEALTH PLANS INC COM 94946T106 22,712 161,984 SH   DFND 17 99,976 0 62,008
WELLCARE HEALTH PLANS INC COM 94946T106 203 1,451 SH   DFND 20 1,451 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 7,716 55,030 SH   DFND 21 15,688 0 39,342
ANTHEM INC NOTE 2.750%10/1 94973VBG1 90,787 39,625,000 PRN   DFND 17 34,795,000 0 4,830,000
WELLS FARGO & CO NEW COM 949746101 158,543 2,848,417 SH   DFND 3 2,848,417 0 0
WELLS FARGO & CO NEW COM 949746101 89,138 1,601,481 SH   DFND 4 1,601,481 0 0
WELLS FARGO & CO NEW COM 949746101 175,415 3,151,554 SH   DFND 17 3,134,626 0 16,928
WELLS FARGO & CO NEW COM 949746101 1,734 31,156 SH   DFND 20 31,156 0 0
WELLS FARGO & CO NEW COM 949746101 105,432 1,894,212 SH   DFND 21 1,568,567 0 325,645
WELLS FARGO & CO NEW COM 949746101 194 3,484 SH   DFND 25 3,484 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 149,225 120,440 SH   DFND 4 116,540 0 3,900
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 162,330 131,015 SH   DFND 17 124,615 0 6,400
WELLS FARGO & CO NEW CALL 949746901 28,793 517,300 SH Call DFND 4 517,300 0 0
WELLS FARGO & CO NEW PUT 949746951 226,358 4,066,800 SH Put DFND 4 4,066,800 0 0
WELLTOWER INC COM 95040Q104 16,578 234,087 SH   DFND 4 234,087 0 0
WELLTOWER INC COM 95040Q104 79 1,114 SH   DFND 17 1,114 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 6,911 109,000 SH   DFND 4 109,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 41,388 655,700 SH   DFND 17 655,700 0 0
WELLTOWER INC CALL 95040Q904 2,316 32,700 SH Call DFND 4 32,700 0 0
WELLTOWER INC PUT 95040Q954 26,310 371,500 SH Put DFND 4 371,500 0 0
WENDYS CO COM 95058W100 87 6,390 SH   DFND 17 0 0 6,390
WENDYS CO COM 95058W100 10,835 796,076 SH   DFND 21 780,281 0 15,795
WESBANCO INC COM 950810101 8,075 211,891 SH   DFND 3 211,891 0 0
WESBANCO INC COM 950810101 1,178 30,919 SH   DFND 17 30,919 0 0
WESCO INTL INC COM 95082P105 21,381 307,424 SH   DFND 17 300,579 0 6,845
WEST CORP COM 952355204 46,430 1,901,305 SH   DFND 3 1,901,305 0 0
WEST CORP COM 952355204 2,377 97,322 SH   DFND 17 97,322 0 0
WEST CORP COM 952355204 295 12,088 SH   DFND 21 0 0 12,088
WEST PHARMACEUTICAL SVSC INC COM 955306105 21,048 257,910 SH   DFND 17 213,940 0 43,970
WEST PHARMACEUTICAL SVSC INC COM 955306105 242 2,963 SH   DFND 21 2,963 0 0
WESTAR ENERGY INC COM 95709T100 298 5,494 SH   DFND 17 5,494 0 0
WESTAR ENERGY INC COM 95709T100 6,790 125,108 SH   DFND 21 125,108 0 0
WESTERN ALLIANCE BANCORP COM 957638109 23,183 472,260 SH   DFND 17 377,269 0 94,991
WESTERN ALLIANCE BANCORP COM 957638109 1,232 25,093 SH   DFND 21 25,093 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 437 44,712 SH   DFND 17 7,998 0 36,714
WESTERN DIGITAL CORP COM 958102105 142,799 1,730,272 SH   DFND 17 1,510,617 0 219,655
WESTERN DIGITAL CORP COM 958102105 395 4,788 SH   DFND 20 4,788 0 0
WESTERN DIGITAL CORP COM 958102105 40,686 492,985 SH   DFND 21 331,058 0 161,927
WESTERN DIGITAL CORP COM 958102105 73 881 SH   DFND 25 881 0 0
WESTERN DIGITAL CORP CALL 958102905 6,000 72,700 SH Call DFND 4 72,700 0 0
WESTERN DIGITAL CORP PUT 958102955 29,108 352,700 SH Put DFND 4 352,700 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 372 35,395 SH   DFND 17 35,395 0 0
WESTERN REFNG INC COM 959319104 8,506 242,554 SH   DFND 21 225,464 0 17,090
WESTERN REFNG INC COM 959319104 26 743 SH   DFND 25 743 0 0
WESTERN UN CO COM 959802109 3,963 194,744 SH   DFND 17 194,744 0 0
WESTERN UN CO COM 959802109 9,378 460,813 SH   DFND 21 424,580 0 36,233
WESTERN UN CO COM 959802109 33 1,616 SH   DFND 25 1,616 0 0
WESTLAKE CHEM CORP COM 960413102 1,327 20,095 SH   DFND 21 4,527 0 15,568
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 859 34,145 SH   DFND 17 34,145 0 0
WEYERHAEUSER CO COM 962166104 1,921 56,536 SH   DFND 4 56,536 0 0
WEYERHAEUSER CO COM 962166104 78 2,294 SH   DFND 17 2,294 0 0
WEYERHAEUSER CO COM 962166104 11 326 SH   DFND 21 326 0 0
WEYERHAEUSER CO CALL 962166904 1,804 53,100 SH Call DFND 4 53,100 0 0
WEYERHAEUSER CO PUT 962166954 23,497 691,500 SH Put DFND 4 691,500 0 0
WHIRLPOOL CORP COM 963320106 5,825 34,000 SH   DFND 3 34,000 0 0
WHIRLPOOL CORP COM 963320106 5,857 34,185 SH   DFND 17 31,321 0 2,864
WHIRLPOOL CORP COM 963320106 57,788 337,291 SH   DFND 21 204,476 0 132,815
WHIRLPOOL CORP COM 963320106 154 901 SH   DFND 25 901 0 0
WHITEWAVE FOODS CO COM 966244105 8,461 150,692 SH   DFND 4 150,692 0 0
WHITEWAVE FOODS CO COM 966244105 27,570 491,000 SH   DFND 21 491,000 0 0
WHITING PETE CORP NEW COM 966387102 20,756 2,194,042 SH   DFND 4 2,194,042 0 0
WHITING PETE CORP NEW COM 966387102 11,902 1,258,130 SH   DFND 17 1,258,130 0 0
WHITING PETE CORP NEW COM 966387102 1,285 140,000 SH   DFND 24 140,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 15,307 17,505,000 PRN   DFND 17 17,505,000 0 0
WILLDAN GROUP INC COM 96924N100 646 20,023 SH   DFND 17 3,045 0 16,978
WILLIAMS COS INC DEL COM 969457100 230 7,788 SH   DFND 17 2,518 0 5,270
WILLIAMS COS INC DEL CALL 969457900 3,906 132,000 SH Call DFND 4 132,000 0 0
WILLIAMS COS INC DEL PUT 969457950 17,041 575,900 SH Put DFND 4 575,900 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 17,557 430,000 SH   DFND 4 430,000 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 163 3,980 SH   DFND 17 0 0 3,980
WINDSTREAM HLDGS INC COM NEW 97382A200 65 11,896 SH   DFND 17 11,896 0 0
WINTRUST FINL CORP COM 97650W108 3,270 47,308 SH   DFND 17 47,308 0 0
WINTRUST FINL CORP COM 97650W108 357 5,172 SH   DFND 20 5,172 0 0
WINTRUST FINL CORP COM 97650W108 2,074 30,007 SH   DFND 21 30,007 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 393 38,371 SH   DFND 17 38,371 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,276 124,779 SH   DFND 21 105,725 0 19,054
WISDOMTREE TR JAPN HEDGE EQT 97717W851 2 42 SH   DFND 17 42 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 565 11,000 SH   DFND 24 11,000 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 589 10,000 SH   DFND 24 10,000 0 0
WOODWARD INC COM 980745103 1,703 25,077 SH   DFND 17 25,077 0 0
WOODWARD INC COM 980745103 2,201 32,363 SH   DFND 21 27,031 0 5,332
WOODWARD INC COM 980745103 8,459 123,800 SH   DFND 24 123,800 0 0
WOORI BK GLBL MEDIUM TERM SU PRFD 4.500%12/3 98105HAE0 5,128 5,200,000 PRN   DFND 4 5,200,000 0 0
WORKDAY INC CL A 98138H101 39,073 469,181 SH   DFND 17 403,086 0 66,095
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 34,432 30,090,000 PRN   DFND 17 30,090,000 0 0
WORLD ACCEP CORP DEL COM 981419104 5 89 SH   DFND 17 89 0 0
WORLD ACCEP CORP DEL COM 981419104 2,901 56,035 SH   DFND 21 56,035 0 0
WORLD FUEL SVCS CORP COM 981475106 34,771 959,188 SH   DFND 3 959,188 0 0
WORLD FUEL SVCS CORP COM 981475106 428 11,804 SH   DFND 17 11,804 0 0
WORLD FUEL SVCS CORP COM 981475106 197 5,431 SH   DFND 21 5,431 0 0
WORTHINGTON INDS INC COM 981811102 2,896 64,231 SH   DFND 17 60,322 0 3,909
WORTHINGTON INDS INC COM 981811102 7,517 166,704 SH   DFND 21 139,265 0 27,439
WPX ENERGY INC PFD SER A CV 98212B202 50,138 829,555 SH   DFND 17 734,135 0 95,420
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 118,883 99,640,000 PRN   DFND 17 94,185,000 0 5,455,000
WYNDHAM WORLDWIDE CORP COM 98310W108 28 332 SH   DFND 17 332 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 8,436 100,080 SH   DFND 21 29,615 0 70,465
WYNN RESORTS LTD COM 983134107 12,627 110,175 SH   DFND 4 108,654 0 1,521
WYNN RESORTS LTD COM 983134107 2,921 25,488 SH   DFND 17 25,488 0 0
XPO LOGISTICS INC COM 983793100 14,678 306,500 SH   DFND 17 245,259 0 61,241
XPO LOGISTICS INC COM 983793100 135 2,809 SH   DFND 21 2,809 0 0
XACTLY CORP COM 98386L101 2,834 238,149 SH   DFND 17 230,507 0 7,642
XCEL ENERGY INC COM 98389B100 6,811 153,228 SH   DFND 17 21,028 0 132,200
XCEL ENERGY INC COM 98389B100 1,655 37,226 SH   DFND 21 34,015 0 3,211
XCEL ENERGY INC CALL 98389B900 2,871 64,600 SH Call DFND 4 64,600 0 0
XCEL ENERGY INC PUT 98389B950 17,047 383,500 SH Put DFND 4 383,500 0 0
XILINX INC COM 983919101 30,562 527,927 SH   DFND 17 527,927 0 0
XILINX INC COM 983919101 311 5,374 SH   DFND 21 5,374 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 59,298 29,610,000 PRN   DFND 17 29,610,000 0 0
XENCOR INC COM 98401F105 154 6,436 SH   DFND 17 6,436 0 0
XENCOR INC COM 98401F105 642 26,821 SH   DFND 21 26,821 0 0
XEROX CORP COM 984121103 16 2,160 SH   DFND 3 2,160 0 0
XEROX CORP COM 984121103 6,604 899,749 SH   DFND 17 189,896 0 709,853
XEROX CORP COM 984121103 564 76,789 SH   DFND 20 76,789 0 0
XEROX CORP COM 984121103 17,108 2,330,767 SH   DFND 21 1,142,784 0 1,187,983
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 130 29,389 SH   DFND 21 29,389 0 0
XYLEM INC COM 98419M100 8,789 175,000 SH   DFND 4 175,000 0 0
XYLEM INC COM 98419M100 71,495 1,423,641 SH   DFND 17 1,160,774 0 262,867
XYLEM INC COM 98419M100 30,462 606,692 SH   DFND 21 405,354 0 201,338
XYLEM INC COM 98419M100 20,549 411,800 SH   DFND 24 411,800 0 0
XPERI CORP COM 98421B100 407 11,996 SH   DFND 17 11,996 0 0
XPERI CORP COM 98421B100 4,001 117,847 SH   DFND 21 60,029 0 57,818
YY INC ADS REPCOM CLA 98426T106 501 10,858 SH   DFND 17 10,858 0 0
YY INC ADS REPCOM CLA 98426T106 36,985 801,822 SH   DFND 20 726,305 0 75,517
YY INC ADS REPCOM CLA 98426T106 459 9,800 SH   DFND 24 9,800 0 0
YAHOO INC COM 984332106 1,925 41,473 SH   DFND 4 41,473 0 0
YAHOO INC COM 984332106 476 10,258 SH   DFND 17 10,258 0 0
YAHOO INC CALL 984332906 4,725 101,800 SH Call DFND 4 101,800 0 0
YAHOO INC PUT 984332956 51,933 1,119,000 SH Put DFND 4 1,119,000 0 0
YAHOO INC NOTE 12/0 984332AF3 69,286 66,840,000 PRN   DFND 17 66,840,000 0 0
YAMANA GOLD INC COM 98462Y100 130 47,412 SH   DFND 17 0 0 47,412
YAMANA GOLD INC COM 98462Y100 6,662 2,421,040 SH   DFND 21 2,353,071 0 67,969
YELP INC CL A 985817105 92,441 2,822,617 SH   DFND 17 2,702,926 0 119,691
YUM BRANDS INC COM 988498101 4,107 64,269 SH   DFND 4 64,269 0 0
YUM BRANDS INC COM 988498101 2,993 46,839 SH   DFND 17 46,839 0 0
YUM BRANDS INC COM 988498101 9,686 151,573 SH   DFND 21 87,624 0 63,949
YUM BRANDS INC CALL 988498901 1,585 24,800 SH Call DFND 4 24,800 0 0
YUM BRANDS INC PUT 988498951 26,710 418,000 SH Put DFND 4 418,000 0 0
YUM CHINA HLDGS INC COM 98850P109 458 16,823 SH   DFND 17 16,823 0 0
YUM CHINA HLDGS INC COM 98850P109 95 3,493 SH   DFND 21 0 0 3,493
ZAGG INC COM 98884U108 151 20,993 SH   DFND 17 20,993 0 0
ZAGG INC COM 98884U108 329 45,741 SH   DFND 21 15,511 0 30,230
ZELTIQ AESTHETICS INC COM 98933Q108 6,644 119,476 SH   DFND 4 119,476 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 26,621 478,709 SH   DFND 21 478,709 0 0
ZENDESK INC COM 98936J101 66,546 2,373,256 SH   DFND 17 2,227,551 0 145,705
ZILLOW GROUP INC CL A 98954M101 220 6,505 SH   DFND 17 100 0 6,405
ZILLOW GROUP INC CL C CAP STK 98954M200 438 13,010 SH   DFND 17 200 0 12,810
ZIMMER BIOMET HLDGS INC COM 98956P102 7,180 58,800 SH   DFND 3 58,800 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 918 7,521 SH   DFND 4 7,521 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 9,720 79,600 SH   DFND 17 49,700 0 29,900
ZIMMER BIOMET HLDGS INC COM 98956P102 552 4,521 SH   DFND 20 4,521 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,843 47,848 SH   DFND 21 42,980 0 4,868
ZIMMER BIOMET HLDGS INC CALL 98956P902 2,650 21,700 SH Call DFND 4 21,700 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 29,722 243,400 SH Put DFND 4 243,400 0 0
ZIONS BANCORPORATION COM 989701107 19,077 454,211 SH   DFND 17 373,925 0 80,286
ZIONS BANCORPORATION COM 989701107 233 5,538 SH   DFND 21 5,538 0 0
ZIX CORP COM 98974P100 60 12,470 SH   DFND 17 12,470 0 0
ZOGENIX INC COM NEW 98978L204 475 43,800 SH   DFND 17 43,800 0 0
ZOETIS INC CL A 98978V103 5,032 94,285 SH   DFND 4 94,285 0 0
ZOETIS INC CL A 98978V103 40,565 760,064 SH   DFND 17 591,959 0 168,105
ZOETIS INC CL A 98978V103 9,231 172,962 SH   DFND 21 163,186 0 9,776
ZOETIS INC CALL 98978V903 1,761 33,000 SH Call DFND 4 33,000 0 0
ZOETIS INC PUT 98978V953 25,890 485,100 SH Put DFND 4 485,100 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,192 148,628 SH   DFND 17 6,856 0 141,772
EURONAV NV ANTWERPEN SHS B38564108 2,123 264,800 SH   DFND 21 134,442 0 130,358
DEUTSCHE BANK AG NAMEN AKT D18190898 38,186 2,214,651 SH   DFND 21 938,993 0 1,275,658
DEUTSCHE BANK AG PUT D18190958 1,615 94,000 SH Put DFND 21 94,000 0 0
DEUTSCHE BK AG RIGHT 04/06/2017 D1T769565 2,359 1,000,138 SH   DFND 21 700,937 0 299,201
AIRCASTLE LTD COM G0129K104 7,089 293,780 SH   DFND 17 105,880 0 187,900
AIRCASTLE LTD COM G0129K104 8,670 359,316 SH   DFND 21 174,029 0 185,287
ALKERMES PLC SHS G01767105 7,537 128,843 SH   DFND 17 117,553 0 11,290
ALKERMES PLC SHS G01767105 2,976 50,500 SH   DFND 24 50,500 0 0
ALLERGAN PLC SHS G0177J108 4,970 20,804 SH   DFND 4 20,804 0 0
ALLERGAN PLC SHS G0177J108 47,644 199,415 SH   DFND 17 188,430 0 10,985
ALLERGAN PLC SHS G0177J108 40,655 170,160 SH   DFND 21 136,527 0 33,633
ALLERGAN PLC PFD CONV SER A G0177J116 224,618 264,745 SH   DFND 17 248,860 0 15,885
ALLERGAN PLC CALL G0177J908 20,093 84,100 SH Call DFND 4 84,100 0 0
ALLERGAN PLC PUT G0177J958 131,717 551,300 SH Put DFND 4 551,300 0 0
AMDOCS LTD SHS G02602103 6,567 107,680 SH   DFND 3 107,680 0 0
AMDOCS LTD SHS G02602103 9,346 153,236 SH   DFND 17 148,800 0 4,436
AMDOCS LTD SHS G02602103 899 14,745 SH   DFND 20 14,745 0 0
AMDOCS LTD SHS G02602103 40,735 667,890 SH   DFND 21 524,365 0 143,525
AON PLC SHS CL A G0408V102 6,302 53,100 SH   DFND 3 53,100 0 0
AON PLC SHS CL A G0408V102 96 809 SH   DFND 17 809 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 93 11,612 SH   DFND 20 11,612 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,255 155,916 SH   DFND 21 155,916 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 16 234 SH   DFND 17 234 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,280 18,878 SH   DFND 21 8,620 0 10,258
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 7,659 147,144 SH   DFND 17 50,466 0 96,678
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 17,435 334,963 SH   DFND 21 282,062 0 52,901
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 52 1,002 SH   DFND 25 1,002 0 0
ARRIS INTL INC SHS G0551A103 925 34,962 SH   DFND 21 17,236 0 17,726
ASSURED GUARANTY LTD COM G0585R106 616 16,600 SH   DFND 17 0 0 16,600
ASSURED GUARANTY LTD COM G0585R106 2,268 61,116 SH   DFND 21 54,628 0 6,488
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 806 59,020 SH   DFND 17 57,195 0 1,825
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,405 20,966 SH   DFND 17 20,966 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 409 6,096 SH   DFND 20 6,096 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 13,472 200,992 SH   DFND 21 194,737 0 6,255
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 27 398 SH   DFND 25 398 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,138 84,571 SH   DFND 17 84,571 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 140,383 1,171,004 SH   DFND 21 959,569 0 211,435
MIMECAST LTD ORD SHS G14838109 888 39,666 SH   DFND 17 0 0 39,666
BUNGE LIMITED COM G16962105 1,860 23,465 SH   DFND 17 23,465 0 0
BUNGE LIMITED COM G16962105 347 4,382 SH   DFND 20 4,382 0 0
BUNGE LIMITED COM G16962105 31,462 396,953 SH   DFND 21 268,636 0 128,317
CARDTRONICS PLC SHS CL A G1991C105 436 9,321 SH   DFND 21 9,321 0 0
CHINA YUCHAI INTL LTD COM G21082105 246 13,300 SH   DFND 17 1,300 0 12,000
CHINA YUCHAI INTL LTD COM G21082105 305 16,463 SH   DFND 21 16,463 0 0
CREDICORP LTD COM G2519Y108 204 1,249 SH   DFND 21 1,249 0 0
COSAN LTD SHS A G25343107 11,686 1,368,358 SH   DFND 17 1,065,005 0 303,353
COSAN LTD SHS A G25343107 4,733 554,255 SH   DFND 21 554,255 0 0
COSAN LTD SHS A G25343107 4,317 508,500 SH   DFND 24 508,500 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 30,046 797,200 SH   DFND 3 555,100 0 242,100
COCA COLA EUROPEAN PARTNERS SHS G25839104 3,629 96,274 SH   DFND 17 96,274 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 73,755 916,324 SH   DFND 17 754,733 0 161,591
DELPHI AUTOMOTIVE PLC SHS G27823106 9,884 122,792 SH   DFND 21 122,260 0 532
EATON CORP PLC SHS G29183103 87,298 1,177,310 SH   DFND 3 1,177,310 0 0
EATON CORP PLC SHS G29183103 21,396 288,544 SH   DFND 17 288,544 0 0
EATON CORP PLC SHS G29183103 39,995 539,376 SH   DFND 21 161,778 0 377,598
ESSENT GROUP LTD COM G3198U102 22,407 619,505 SH   DFND 17 521,122 0 98,383
ESSENT GROUP LTD COM G3198U102 178 4,933 SH   DFND 20 4,933 0 0
ESSENT GROUP LTD COM G3198U102 735 20,323 SH   DFND 21 20,323 0 0
EVEREST RE GROUP LTD COM G3223R108 10,296 44,035 SH   DFND 3 44,035 0 0
EVEREST RE GROUP LTD COM G3223R108 26,107 111,659 SH   DFND 17 78,755 0 32,904
EVEREST RE GROUP LTD COM G3223R108 790 3,380 SH   DFND 20 3,380 0 0
EVEREST RE GROUP LTD COM G3223R108 73,824 315,743 SH   DFND 21 232,233 0 83,510
EVEREST RE GROUP LTD COM G3223R108 237 1,013 SH   DFND 25 1,013 0 0
FABRINET SHS G3323L100 223 5,314 SH   DFND 20 5,314 0 0
FABRINET SHS G3323L100 8,183 194,697 SH   DFND 21 177,271 0 17,426
FRESH DEL MONTE PRODUCE INC ORD G36738105 8,489 143,327 SH   DFND 17 123,676 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 178 3,003 SH   DFND 20 3,003 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 11,301 190,791 SH   DFND 21 113,856 0 76,935
FRESH DEL MONTE PRODUCE INC ORD G36738105 3,996 67,828 SH   DFND 24 67,828 0 0
FRONTLINE LTD SHS NEW G3682E192 613 90,893 SH   DFND 17 0 0 90,893
FRONTLINE LTD SHS NEW G3682E192 234 34,709 SH   DFND 21 34,709 0 0
GENPACT LIMITED SHS G3922B107 6,727 271,700 SH   DFND 3 271,700 0 0
GENPACT LIMITED SHS G3922B107 146 5,903 SH   DFND 17 5,903 0 0
GENPACT LIMITED SHS G3922B107 9 371 SH   DFND 21 371 0 0
HELEN OF TROY CORP LTD COM G4388N106 300 3,180 SH   DFND 17 3,180 0 0
HELEN OF TROY CORP LTD COM G4388N106 761 8,083 SH   DFND 21 8,083 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 268 15,805 SH   DFND 17 15,805 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,295 76,498 SH   DFND 21 71,912 0 4,586
ICON PLC SHS G4705A100 7,149 89,674 SH   DFND 21 5,263 0 84,411
IHS MARKIT LTD SHS G47567105 15,522 370,000 SH   DFND 4 370,000 0 0
IHS MARKIT LTD SHS G47567105 7,456 177,745 SH   DFND 17 143,565 0 34,180
IHS MARKIT LTD SHS G47567105 1,981 47,229 SH   DFND 21 47,229 0 0
INGERSOLL-RAND PLC SHS G47791101 6,733 82,800 SH   DFND 3 82,800 0 0
INGERSOLL-RAND PLC SHS G47791101 864 10,620 SH   DFND 17 10,260 0 360
INGERSOLL-RAND PLC SHS G47791101 6,149 75,612 SH   DFND 21 16,000 0 59,612
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 16,066 677,883 SH   DFND 21 483,596 0 194,287
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 73 3,098 SH   DFND 25 3,098 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 43,981 6,613,718 SH   DFND 17 6,504,023 0 109,695
WEATHERFORD INTL PLC ORD SHS G48833100 127 19,080 SH   DFND 21 0 0 19,080
WEATHERFORD INTL PLC ORD SHS G48833100 759 115,000 SH   DFND 24 115,000 0 0
INVESCO LTD SHS G491BT108 6,071 198,200 SH   DFND 3 198,200 0 0
INVESCO LTD SHS G491BT108 46 1,506 SH   DFND 17 1,506 0 0
JAMES RIV GROUP LTD COM G5005R107 212 4,949 SH   DFND 21 4,949 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9,158 63,100 SH   DFND 17 63,100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,442 9,936 SH   DFND 21 8,110 0 1,826
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,924 33,800 SH   DFND 24 33,800 0 0
JOHNSON CTLS INTL PLC SHS G51502105 94,761 2,249,778 SH   DFND 17 2,249,778 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,003 23,804 SH   DFND 20 23,804 0 0
JOHNSON CTLS INTL PLC SHS G51502105 27,762 659,107 SH   DFND 21 327,169 0 331,938
LIVANOVA PLC SHS G5509L101 6,756 137,840 SH   DFND 21 136,917 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 40,680 650,366 SH   DFND 21 650,366 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,420 101,463 SH   DFND 17 24,469 0 76,994
MAIDEN HOLDINGS LTD SHS G5753U112 160 11,420 SH   DFND 20 11,420 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 2,599 185,670 SH   DFND 21 176,081 0 9,589
MALLINCKRODT PUB LTD CO SHS G5785G107 2,148 48,194 SH   DFND 17 48,194 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 601 13,485 SH   DFND 20 13,485 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 13,733 308,122 SH   DFND 21 195,647 0 112,475
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 40,633 2,662,743 SH   DFND 17 2,044,308 0 618,435
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 678 44,398 SH   DFND 21 44,398 0 0
MEDTRONIC PLC SHS G5960L103 32,947 408,975 SH   DFND 17 332,650 0 76,325
MEDTRONIC PLC SHS G5960L103 139,686 1,733,935 SH   DFND 21 1,222,824 0 511,111
MEDTRONIC PLC SHS G5960L103 207 2,566 SH   DFND 25 2,566 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 250 6,559 SH   DFND 17 504 0 6,055
MICHAEL KORS HLDGS LTD SHS G60754101 5,125 134,482 SH   DFND 21 134,482 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 75 1,974 SH   DFND 25 1,974 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 402 23,367 SH   DFND 17 3,777 0 19,590
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,462 85,034 SH   DFND 21 54,210 0 30,824
MULTI PACKAGING SOLUTIONS IN COM G6331W109 14,360 800,000 SH   DFND 21 800,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 69,253 5,298,637 SH   DFND 3 5,298,637 0 0
NABORS INDUSTRIES LTD SHS G6359F103 16,580 1,268,568 SH   DFND 17 1,268,568 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,426 109,110 SH   DFND 21 109,110 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 35,009 847,473 SH   DFND 17 825,518 0 21,955
NIELSEN HLDGS PLC SHS EUR G6518L108 73,860 1,788,651 SH   DFND 21 1,445,027 0 343,624
NOBLE CORP PLC SHS USD G65431101 6,168 996,420 SH   DFND 17 996,420 0 0
NOBLE CORP PLC SHS USD G65431101 11,312 1,827,536 SH   DFND 21 1,827,536 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 108 9,419 SH   DFND 20 9,419 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 1,440 125,740 SH   DFND 21 125,740 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 3,125 382,055 SH   DFND 17 106,959 0 275,096
NORDIC AMERICAN TANKERS LIMI COM G65773106 4,275 522,621 SH   DFND 21 522,621 0 0
OM ASSET MGMT PLC SHS G67506108 12,640 835,968 SH   DFND 3 835,968 0 0
OM ASSET MGMT PLC SHS G67506108 142 9,373 SH   DFND 20 9,373 0 0
OM ASSET MGMT PLC SHS G67506108 1,200 79,365 SH   DFND 21 58,510 0 20,855
PROTHENA CORP PLC SHS G72800108 422 7,557 SH   DFND 17 7,557 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 188 12,074 SH   DFND 21 4,564 0 7,510
ROWAN COMPANIES PLC SHS CL A G7665A101 77 4,952 SH   DFND 25 4,952 0 0
SEADRILL LIMITED SHS G7945E105 150 95,253 SH   DFND 17 18,970 0 76,283
SEADRILL LIMITED SHS G7945E105 20 12,504 SH   DFND 21 12,504 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 42 904 SH   DFND 17 904 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 686 14,943 SH   DFND 21 13,304 0 1,639
PENTAIR PLC SHS G7S00T104 21,899 348,823 SH   DFND 17 348,823 0 0
PENTAIR PLC SHS G7S00T104 299 4,874 SH   DFND 21 2,847 0 2,027
PENTAIR PLC SHS G7S00T104 7,987 127,000 SH   DFND 24 127,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 5,993 407,711 SH   DFND 17 13,973 0 393,738
SHIP FINANCE INTERNATIONAL L SHS G81075106 2,369 161,151 SH   DFND 21 139,563 0 21,588
SINA CORP ORD G81477104 279 3,870 SH   DFND 17 100 0 3,770
SINA CORP ORD G81477104 1,940 26,906 SH   DFND 20 0 0 26,906
STERIS PLC SHS USD G84720104 6,217 89,500 SH   DFND 3 89,500 0 0
STERIS PLC SHS USD G84720104 8,601 123,831 SH   DFND 21 122,810 0 1,021
TECHNIPFMC PLC COM G87110105 47 1,451 SH   DFND 17 1,451 0 0
TECHNIPFMC PLC COM G87110105 28,258 869,476 SH   DFND 21 525,111 0 344,365
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 329 21,478 SH   DFND 17 21,478 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 889 58,116 SH   DFND 21 58,116 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 1,712 46,499 SH   DFND 21 46,499 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 985 205,693 SH   DFND 17 7,558 0 198,135
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 406 84,674 SH   DFND 21 84,674 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 178 3,154 SH   DFND 17 3,154 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,682 29,831 SH   DFND 21 26,814 0 3,017
XL GROUP LTD COM G98294104 304 7,629 SH   DFND 17 7,629 0 0
XL GROUP LTD COM G98294104 1,825 45,777 SH   DFND 21 44,996 0 781
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1,128 21,245 SH   DFND 21 17,975 0 3,270
CHUBB LIMITED COM H1467J104 14,986 109,990 SH   DFND 17 52,832 0 57,158
CHUBB LIMITED COM H1467J104 19,911 146,133 SH   DFND 21 136,078 0 10,055
GARMIN LTD SHS H2906T109 67,726 1,325,094 SH   DFND 17 902,159 0 422,935
GARMIN LTD SHS H2906T109 22,485 439,924 SH   DFND 21 400,095 0 39,829
UBS GROUP AG SHS H42097107 882 55,100 SH   DFND 17 34,586 0 20,514
UBS GROUP AG SHS H42097107 312,984 19,543,199 SH   DFND 21 14,174,552 0 5,368,647
UBS GROUP AG SHS H42097107 263 16,400 SH   DFND 24 16,400 0 0
UBS GROUP AG SHS H42097107 85 5,317 SH   DFND 25 5,317 0 0
UBS GROUP AG PUT H42097957 15,161 945,800 SH Put DFND 21 945,800 0 0
LOGITECH INTL S A SHS H50430232 1,766 55,508 SH   DFND 17 0 0 55,508
LOGITECH INTL S A SHS H50430232 13,201 414,850 SH   DFND 21 357,101 0 57,749
LOGITECH INTL S A SHS H50430232 93 2,933 SH   DFND 25 2,933 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,106 68,494 SH   DFND 17 68,494 0 0
TE CONNECTIVITY LTD REG SHS H84989104 42,054 564,111 SH   DFND 21 477,577 0 86,534
TRANSOCEAN LTD REG SHS H8817H100 15 1,197 SH   DFND 17 1,197 0 0
TRANSOCEAN LTD REG SHS H8817H100 11,255 903,981 SH   DFND 21 889,388 0 14,593
ADECOAGRO S A COM L00849106 227 19,769 SH   DFND 17 0 0 19,769
ADECOAGRO S A COM L00849106 1,643 143,352 SH   DFND 21 143,352 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,300 35,332 SH   DFND 21 35,332 0 0
INTELSAT S A COM L5140P101 2,017 486,072 SH   DFND 17 486,072 0 0
TRINSEO S A SHS L9340P101 14,030 209,097 SH   DFND 21 173,979 0 35,118
TRINSEO S A SHS L9340P101 102 1,522 SH   DFND 25 1,522 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 3,370 66,250 SH   DFND 17 66,250 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 130 2,556 SH   DFND 21 2,556 0 0
ELBIT SYS LTD ORD M3760D101 22,887 200,415 SH   DFND 3 200,415 0 0
ELBIT SYS LTD ORD M3760D101 120 1,050 SH   DFND 17 1,050 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 309 6,063 SH   DFND 21 4,207 0 1,856
KORNIT DIGITAL LTD SHS M6372Q113 4,644 243,161 SH   DFND 17 243,161 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 353 41,264 SH   DFND 17 0 0 41,264
ORBOTECH LTD ORD M75253100 1,745 54,115 SH   DFND 17 54,115 0 0
ORBOTECH LTD ORD M75253100 257 7,970 SH   DFND 21 7,970 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 297 6,128 SH   DFND 17 6,128 0 0
AERCAP HOLDINGS NV SHS N00985106 16,280 354,151 SH   DFND 17 137,653 0 216,498
AERCAP HOLDINGS NV SHS N00985106 32,665 710,582 SH   DFND 21 558,505 0 152,077
AERCAP HOLDINGS NV SHS N00985106 119 2,591 SH   DFND 25 2,591 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 2,361 17,780 SH   DFND 17 17,780 0 0
CNH INDL N V SHS N20944109 18,107 1,878,280 SH   DFND 21 741,172 0 1,137,108
CONSTELLIUM NV CL A N22035104 3,949 607,501 SH   DFND 21 607,501 0 0
FERRARI N V COM N3167Y103 4,715 63,402 SH   DFND 21 57,736 0 5,666
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 15,894 1,454,164 SH   DFND 17 1,130,117 0 324,047
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 14,248 1,303,546 SH   DFND 21 992,961 0 310,585
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 80,860 1,316,933 SH   DFND 17 1,306,523 0 10,410
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 25,921 422,160 SH   DFND 21 417,403 0 4,757
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 18,085 198,325 SH   DFND 17 182,807 0 15,518
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 130,147 1,427,202 SH   DFND 21 1,153,909 0 273,293
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 313 3,435 SH   DFND 25 3,435 0 0
MYLAN N V SHS EURO N59465109 3,688 94,576 SH   DFND 17 81,005 0 13,571
MYLAN N V SHS EURO N59465109 330 8,459 SH   DFND 20 8,459 0 0
MYLAN N V SHS EURO N59465109 17,080 438,068 SH   DFND 21 368,603 0 69,465
MYLAN N V SHS EURO N59465109 2,831 71,500 SH   DFND 24 71,500 0 0
MYLAN N V SHS EURO N59465109 138 3,532 SH   DFND 25 3,532 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,491 14,410 SH   DFND 17 11,130 0 3,280
NXP SEMICONDUCTORS N V COM N6596X109 19,234 185,831 SH   DFND 21 185,831 0 0
NXP SEMICONDUCTORS N V PUT N6596X959 10,350 100,000 SH Put DFND 21 100,000 0 0
QIAGEN NV SHS NEW N72482123 1,793 61,900 SH   DFND 17 61,900 0 0
QIAGEN NV SHS NEW N72482123 6,106 210,766 SH   DFND 21 151,113 0 59,653
QIAGEN NV SHS NEW N72482123 812 27,925 SH   DFND 24 27,925 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 158 3,803 SH   DFND 21 3,803 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,305 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 5,614 255,900 SH   DFND 17 255,900 0 0
YANDEX N V SHS CLASS A N97284108 5,363 244,500 SH   DFND 21 86,500 0 158,000
COPA HOLDINGS SA CL A P31076105 16,717 149,455 SH   DFND 17 149,455 0 0
COPA HOLDINGS SA CL A P31076105 199 1,771 SH   DFND 20 1,771 0 0
COPA HOLDINGS SA CL A P31076105 1,973 17,575 SH   DFND 21 16,522 0 1,053
AUSTRALIA & NEW ZEALA BKG 14 DEBT 4.400% 5/1 Q0426RND6 3,494 3,400,000 PRN   DFND 20 3,400,000 0 0
PLANET PAYMENT INC SHS U72603118 2,769 695,714 SH   DFND 17 672,207 0 23,507
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 10,862 110,708 SH   DFND 4 110,708 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 55,558 566,281 SH   DFND 17 543,236 0 23,045
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 518 5,276 SH   DFND 20 5,276 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 17,880 182,249 SH   DFND 21 122,006 0 60,243
SWEDBANK AB MTNF 5.500%12/3 W9423X4R0 810 800,000 PRN   DFND 21 800,000 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 4,933 409,399 SH   DFND 17 400,228 0 9,171
ARDMORE SHIPPING CORP COM Y0207T100 398 49,456 SH   DFND 17 0 0 49,456
BROADCOM LTD SHS Y09827109 6,852 31,293 SH   DFND 3 31,293 0 0
BROADCOM LTD SHS Y09827109 400,155 1,827,524 SH   DFND 17 1,601,825 0 225,699
BROADCOM LTD SHS Y09827109 14,577 66,572 SH   DFND 20 66,572 0 0
BROADCOM LTD SHS Y09827109 55,736 254,547 SH   DFND 21 244,497 0 10,050
COSTAMARE INC SHS Y1771G102 721 108,332 SH   DFND 21 108,332 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,901 1,096,372 SH   DFND 17 84,025 0 1,012,347
DHT HOLDINGS INC SHS NEW Y2065G121 2,139 478,467 SH   DFND 21 243,454 0 235,013
DORIAN LPG LTD SHS USD Y2106R110 556 52,759 SH   DFND 17 0 0 52,759
FLEX LTD ORD Y2573F102 14,215 846,114 SH   DFND 17 747,529 0 98,585
FLEX LTD ORD Y2573F102 34,335 2,043,737 SH   DFND 21 953,854 0 1,089,883
GENER8 MARITIME INC COM Y26889108 1,028 181,380 SH   DFND 21 181,380 0 0
SCORPIO TANKERS INC SHS Y7542C106 4,854 1,093,294 SH   DFND 17 364,356 0 728,938
SCORPIO TANKERS INC SHS Y7542C106 4,823 1,086,272 SH   DFND 21 1,086,272 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,459 711,749 SH   DFND 17 0 0 711,749
TEEKAY TANKERS LTD CL A Y8565N102 733 357,357 SH   DFND 21 8,782 0 348,575