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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAC HLDGS INC COM 000307108 344 47,512 SH   DFND 20 47,512 0 0
AAR CORP COM 000361105 1,406 42,538 SH   DFND 17 42,538 0 0
ACCO BRANDS CORP COM 00081T108 768 58,849 SH   DFND 17 45,528 0 13,321
ACCO BRANDS CORP COM 00081T108 270 20,708 SH   DFND 20 20,708 0 0
ACCO BRANDS CORP COM 00081T108 4,885 374,340 SH   DFND 21 276,133 0 98,207
ABM INDS INC COM 000957100 2,215 54,225 SH   DFND 17 40,055 0 14,170
AEP INDS INC COM 001031103 754 6,491 SH   DFND 17 6,491 0 0
AEP INDS INC COM 001031103 1,820 15,680 SH   DFND 21 13,213 0 2,467
AFLAC INC COM 001055102 3,701 53,175 SH   DFND 3 53,175 0 0
AFLAC INC COM 001055102 3,264 46,900 SH   DFND 4 46,900 0 0
AFLAC INC COM 001055102 5,038 72,379 SH   DFND 17 65,619 0 6,760
AFLAC INC COM 001055102 922 13,250 SH   DFND 20 13,250 0 0
AFLAC INC COM 001055102 27,800 399,429 SH   DFND 21 295,547 0 103,882
AFLAC INC COM 001055102 137 1,971 SH   DFND 25 1,971 0 0
AFLAC INC CALL 001055902 7,322 105,200 SH Call DFND 4 105,200 0 0
AFLAC INC PUT 001055952 62,661 900,300 SH Put DFND 4 900,300 0 0
AGCO CORP COM 001084102 67,042 1,158,700 SH   DFND 17 1,152,600 0 6,100
AG MTG INVT TR INC COM 001228105 2,073 121,147 SH   DFND 17 39,047 0 82,100
AG MTG INVT TR INC COM 001228105 225 13,159 SH   DFND 20 13,159 0 0
AG MTG INVT TR INC COM 001228105 2,954 172,658 SH   DFND 21 94,795 0 77,863
AGNC INVT CORP COM 00123Q104 46,719 2,576,915 SH   DFND 4 2,576,915 0 0
AGNC INVT CORP COM 00123Q104 8,601 474,430 SH   DFND 17 177,318 0 297,112
AGNC INVT CORP COM 00123Q104 353 19,490 SH   DFND 20 19,490 0 0
AGNC INVT CORP COM 00123Q104 15,284 843,044 SH   DFND 21 543,117 0 299,927
AES CORP COM 00130H105 24 2,025 SH   DFND 3 2,025 0 0
AES CORP COM 00130H105 1,629 140,155 SH   DFND 17 126,519 0 13,636
AES CORP COM 00130H105 646 55,594 SH   DFND 21 55,594 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 7,605 3,500,000 PRN   DFND 17 3,500,000 0 0
AK STL HLDG CORP COM 001547108 1,901 186,235 SH   DFND 17 105,245 0 80,990
ALPS ETF TR ALERIAN MLP 00162Q866 2,300 182,538 SH   DFND 17 182,538 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 504 40,000 SH   DFND 24 40,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 849 24,398 SH   DFND 17 24,398 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 331 9,509 SH   DFND 20 9,509 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 5,311 152,622 SH   DFND 21 110,385 0 42,237
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 23,017 16,225,000 PRN   DFND 17 13,685,000 0 2,540,000
AMC NETWORKS INC CL A 00164V103 8,497 162,346 SH   DFND 17 132,606 0 29,740
AMC NETWORKS INC CL A 00164V103 262 5,008 SH   DFND 21 0 0 5,008
AMN HEALTHCARE SERVICES INC COM 001744101 1,952 50,777 SH   DFND 17 50,777 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 159 4,129 SH   DFND 20 4,129 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,409 88,653 SH   DFND 21 74,971 0 13,682
ANI PHARMACEUTICALS INC COM 00182C103 7,926 130,744 SH   DFND 17 117,580 0 13,164
ANI PHARMACEUTICALS INC COM 00182C103 2,878 47,481 SH   DFND 21 27,248 0 20,233
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 40,795 35,165,000 PRN   DFND 17 30,275,000 0 4,890,000
AT&T INC COM 00206R102 113,447 2,667,449 SH   DFND 3 2,663,649 0 3,800
AT&T INC COM 00206R102 89,689 2,108,848 SH   DFND 17 1,447,231 0 661,617
AT&T INC COM 00206R102 4,426 104,079 SH   DFND 20 104,079 0 0
AT&T INC COM 00206R102 358,244 8,423,336 SH   DFND 21 5,973,279 0 2,450,057
AT&T INC COM 00206R102 673 15,817 SH   DFND 25 15,817 0 0
AT&T INC CALL 00206R902 50,368 1,184,300 SH Call DFND 4 1,184,300 0 0
AT&T INC PUT 00206R952 349,384 8,215,000 SH Put DFND 4 8,215,000 0 0
A10 NETWORKS INC COM 002121101 1,633 196,535 SH   DFND 17 117,600 0 78,935
AU OPTRONICS CORP SPONSORED ADR 002255107 436 123,142 SH   DFND 20 123,142 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 744 210,080 SH   DFND 21 210,080 0 0
AXT INC COM 00246W103 886 184,666 SH   DFND 17 167,413 0 17,253
AARONS INC COM PAR $0.50 002535300 1,276 39,890 SH   DFND 21 15,015 0 24,875
ABBOTT LABS COM 002824100 14,549 378,776 SH   DFND 4 378,776 0 0
ABBOTT LABS COM 002824100 4,638 120,751 SH   DFND 17 52,733 0 68,018
ABBOTT LABS COM 002824100 1,572 40,925 SH   DFND 21 28,463 0 12,462
ABBOTT LABS CALL 002824900 12,956 337,300 SH Call DFND 4 337,300 0 0
ABBOTT LABS PUT 002824950 65,205 1,697,600 SH Put DFND 4 1,697,600 0 0
ABBOTT LABS PUT 002824950 8,911 232,000 SH Put DFND 21 232,000 0 0
ABBVIE INC COM 00287Y109 107,694 1,719,804 SH   DFND 3 1,715,804 0 4,000
ABBVIE INC COM 00287Y109 4,759 75,997 SH   DFND 4 75,997 0 0
ABBVIE INC COM 00287Y109 272,134 4,345,794 SH   DFND 17 3,880,127 0 465,667
ABBVIE INC COM 00287Y109 1,364 21,784 SH   DFND 20 21,784 0 0
ABBVIE INC COM 00287Y109 222,564 3,554,202 SH   DFND 21 3,018,595 0 535,607
ABBVIE INC COM 00287Y109 407 6,500 SH   DFND 24 6,500 0 0
ABBVIE INC CALL 00287Y909 31,986 510,800 SH Call DFND 4 510,800 0 0
ABBVIE INC PUT 00287Y959 157,370 2,513,100 SH Put DFND 4 2,513,100 0 0
ABERCROMBIE & FITCH CO CL A 002896207 6,248 520,630 SH   DFND 21 520,630 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 236 48,566 SH   DFND 17 43,966 0 4,600
ABIOMED INC COM 003654100 8,254 73,255 SH   DFND 17 52,133 0 21,122
ABIOMED INC COM 003654100 62 550 SH   DFND 21 0 0 550
ABRAXAS PETE CORP COM 003830106 378 146,960 SH   DFND 17 146,960 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 28,129 455,535 SH   DFND 17 455,535 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 980 33,988 SH   DFND 17 33,988 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 750 26,000 SH   DFND 24 26,000 0 0
ACETO CORP COM 004446100 3,425 155,916 SH   DFND 17 150,706 0 5,210
ACTIVISION BLIZZARD INC COM 00507V109 9,013 249,590 SH   DFND 4 249,590 0 0
ACTIVISION BLIZZARD INC COM 00507V109 61,345 1,698,825 SH   DFND 17 1,111,389 0 587,436
ACTIVISION BLIZZARD INC COM 00507V109 819 22,668 SH   DFND 20 22,668 0 0
ACTIVISION BLIZZARD INC COM 00507V109 65,956 1,826,542 SH   DFND 21 1,457,877 0 368,665
ACTIVISION BLIZZARD INC COM 00507V109 109 3,009 SH   DFND 25 3,009 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 5,518 152,800 SH Call DFND 4 152,800 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 35,875 993,500 SH Put DFND 4 993,500 0 0
ACUITY BRANDS INC COM 00508Y102 8,816 38,187 SH   DFND 17 31,241 0 6,946
ACUITY BRANDS INC COM 00508Y102 5,425 23,498 SH   DFND 21 21,238 0 2,260
ACUITY BRANDS INC COM 00508Y102 10,642 46,099 SH   DFND 24 46,099 0 0
ACXIOM CORP COM 005125109 23,620 881,335 SH   DFND 17 881,335 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 415 24,528 SH   DFND 17 22,192 0 2,336
ADEPTUS HEALTH INC CL A 006855100 29 3,768 SH   DFND 17 3,768 0 0
ADEPTUS HEALTH INC CL A 006855100 16 2,137 SH   DFND 20 2,137 0 0
ADEPTUS HEALTH INC CL A 006855100 78 10,271 SH   DFND 21 9,254 0 1,017
ADOBE SYS INC COM 00724F101 668 6,485 SH   DFND 4 6,485 0 0
ADOBE SYS INC COM 00724F101 89,448 868,848 SH   DFND 17 662,239 0 206,609
ADOBE SYS INC COM 00724F101 2,406 23,375 SH   DFND 21 14,138 0 9,237
ADOBE SYS INC CALL 00724F901 14,928 145,000 SH Call DFND 4 145,000 0 0
ADOBE SYS INC PUT 00724F951 105,956 1,029,200 SH Put DFND 4 1,029,200 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 10,728 63,433 SH   DFND 17 51,406 0 12,027
ADVANCE AUTO PARTS INC COM 00751Y106 1,857 10,979 SH   DFND 21 92 0 10,887
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 2,127 422,048 SH   DFND 21 422,048 0 0
ADVAXIS INC COM NEW 007624208 1,052 146,927 SH   DFND 17 142,321 0 4,606
ADVANTAGE OIL & GAS LTD COM 00765F101 197 28,914 SH   DFND 21 28,914 0 0
AECOM COM 00766T100 2,288 62,930 SH   DFND 17 62,350 0 580
AECOM COM 00766T100 3,302 90,801 SH   DFND 21 1,789 0 89,012
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 20,578 28,680,000 PRN   DFND 17 28,680,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,265 199,764 SH   DFND 17 0 0 199,764
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 125,807 78,415,000 PRN   DFND 17 73,910,000 0 4,505,000
ADVANCED ENERGY INDS COM 007973100 1,680 30,682 SH   DFND 17 14,232 0 16,450
ADVANCED ENERGY INDS COM 007973100 295 5,386 SH   DFND 20 5,386 0 0
ADVANCED ENERGY INDS COM 007973100 2,381 43,481 SH   DFND 21 39,247 0 4,234
AEROVIRONMENT INC COM 008073108 1,980 73,786 SH   DFND 17 73,786 0 0
AES TR III PFD CV 6.75% 00808N202 347 688,955 SH   DFND 17 688,955 0 0
AETNA INC NEW COM 00817Y108 96,809 780,655 SH   DFND 3 779,555 0 1,100
AETNA INC NEW COM 00817Y108 43,665 352,109 SH   DFND 17 268,861 0 83,248
AETNA INC NEW COM 00817Y108 780 6,288 SH   DFND 20 6,288 0 0
AETNA INC NEW COM 00817Y108 103,597 835,389 SH   DFND 21 597,572 0 237,817
AETNA INC NEW COM 00817Y108 595 4,800 SH   DFND 24 4,800 0 0
AETNA INC NEW COM 00817Y108 211 1,702 SH   DFND 25 1,702 0 0
AETNA INC NEW CALL 00817Y908 15,092 121,700 SH Call DFND 4 121,700 0 0
AETNA INC NEW PUT 00817Y958 97,410 785,500 SH Put DFND 4 785,500 0 0
AFFILIATED MANAGERS GROUP COM 008252108 136 933 SH   DFND 17 864 0 69
AFFILIATED MANAGERS GROUP COM 008252108 12,725 87,576 SH   DFND 21 87,576 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 467 10,258 SH   DFND 17 9,847 0 411
AGILENT TECHNOLOGIES INC COM 00846U101 88,256 1,937,133 SH   DFND 21 1,413,487 0 523,646
AGILENT TECHNOLOGIES INC COM 00846U101 437 9,600 SH   DFND 24 9,600 0 0
AGNICO EAGLE MINES LTD COM 008474108 402 9,551 SH   DFND 21 0 0 9,551
AGENUS INC COM NEW 00847G705 1,010 245,085 SH   DFND 17 237,036 0 8,049
AGIOS PHARMACEUTICALS INC COM 00847X104 299 7,174 SH   DFND 17 7,174 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 163 3,900 SH   DFND 24 3,900 0 0
AGREE REALTY CORP COM 008492100 152 3,307 SH   DFND 17 3,307 0 0
AGREE REALTY CORP COM 008492100 457 9,933 SH   DFND 21 0 0 9,933
AGRIUM INC COM 008916108 12,814 127,330 SH   DFND 17 127,330 0 0
AGRIUM INC COM 008916108 4,913 48,815 SH   DFND 21 46,612 0 2,203
AGRIUM INC COM 008916108 4,086 40,600 SH   DFND 24 40,600 0 0
AIR LEASE CORP CL A 00912X302 4,931 143,649 SH   DFND 17 68,103 0 75,546
AIR LEASE CORP CL A 00912X302 315 9,163 SH   DFND 20 9,163 0 0
AIR LEASE CORP CL A 00912X302 31,984 931,659 SH   DFND 21 731,055 0 200,604
AIR LEASE CORP CL A 00912X302 40 1,166 SH   DFND 25 1,166 0 0
AIR PRODS & CHEMS INC COM 009158106 1,078 7,494 SH   DFND 4 7,494 0 0
AIR PRODS & CHEMS INC COM 009158106 39 274 SH   DFND 17 0 0 274
AIR PRODS & CHEMS INC COM 009158106 822 5,718 SH   DFND 21 274 0 5,444
AIR PRODS & CHEMS INC CALL 009158906 1,697 11,800 SH Call DFND 4 11,800 0 0
AIR PRODS & CHEMS INC PUT 009158956 28,764 200,000 SH Put DFND 4 200,000 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 19,805 1,240,913 SH   DFND 17 978,374 0 262,539
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,162 135,456 SH   DFND 21 65,440 0 70,016
AKAMAI TECHNOLOGIES INC COM 00971T101 19,482 292,166 SH   DFND 17 283,921 0 8,245
AKAMAI TECHNOLOGIES INC COM 00971T101 286 4,288 SH   DFND 21 219 0 4,069
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 90,959 87,005,000 PRN   DFND 17 81,370,000 0 5,635,000
AKORN INC COM 009728106 1,394 63,860 SH   DFND 17 63,860 0 0
AKORN INC COM 009728106 1,157 53,000 SH   DFND 24 53,000 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,724 247,790 SH   DFND 21 247,790 0 0
ALARM COM HLDGS INC COM 011642105 1,562 56,131 SH   DFND 17 0 0 56,131
ALARM COM HLDGS INC COM 011642105 2,198 78,975 SH   DFND 21 78,975 0 0
ALASKA AIR GROUP INC COM 011659109 20,273 228,478 SH   DFND 17 192,589 0 35,889
ALASKA AIR GROUP INC COM 011659109 653 7,357 SH   DFND 20 7,357 0 0
ALASKA AIR GROUP INC COM 011659109 76,926 866,964 SH   DFND 21 705,016 0 161,948
ALASKA AIR GROUP INC COM 011659109 201 2,266 SH   DFND 25 2,266 0 0
ALBANY MOLECULAR RESH INC COM 012423109 5,050 269,198 SH   DFND 17 224,515 0 44,683
ALBANY MOLECULAR RESH INC COM 012423109 714 38,073 SH   DFND 21 38,073 0 0
ALBEMARLE CORP COM 012653101 18,588 215,935 SH   DFND 17 194,043 0 21,892
ALBEMARLE CORP COM 012653101 12 142 SH   DFND 21 142 0 0
ALCOA CORP COM 013872106 1,656 58,965 SH   DFND 17 58,965 0 0
ALCOA CORP COM 013872106 6,064 215,943 SH   DFND 21 215,943 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 580 27,861 SH   DFND 17 27,861 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 131 6,300 SH   DFND 24 6,300 0 0
ALERE INC COM 01449J105 9,327 239,336 SH   DFND 4 239,336 0 0
ALERE INC COM 01449J105 310 7,955 SH   DFND 17 7,955 0 0
ALERE INC COM 01449J105 339 8,700 SH   DFND 20 8,700 0 0
ALERE INC COM 01449J105 11,143 285,944 SH   DFND 21 282,707 0 3,237
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 14,272 128,429 SH   DFND 4 128,429 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 11,442 102,958 SH   DFND 17 102,958 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 362 3,260 SH   DFND 21 1,860 0 1,400
ALEXION PHARMACEUTICALS INC COM 015351109 15,481 126,531 SH   DFND 4 126,531 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 9,811 80,188 SH   DFND 17 73,645 0 6,543
ALEXION PHARMACEUTICALS INC COM 015351109 440 3,600 SH   DFND 21 2,416 0 1,184
ALEXION PHARMACEUTICALS INC COM 015351109 4,527 37,000 SH   DFND 24 37,000 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 6,277 51,300 SH Call DFND 4 51,300 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 47,704 389,900 SH Put DFND 4 389,900 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,182 139,188 SH   DFND 21 0 0 139,188
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 112,608 1,282,368 SH   DFND   1,245,003 0 37,365
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 171,308 1,950,899 SH   DFND 20 1,700,031 0 250,868
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,370 220,589 SH   DFND 21 207,223 0 13,366
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,919 78,800 SH   DFND 24 78,800 0 0
ALIGN TECHNOLOGY INC COM 016255101 19,085 198,538 SH   DFND   121,618 0 76,920
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 25,423 18,250,000 PRN   DFND   16,235,000 0 2,015,000
ALLETE INC COM NEW 018522300 39,599 616,900 SH   DFND   616,900 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 677 24,105 SH   DFND   3,345 0 20,760
ALLIANCE ONE INTL INC COM NEW 018772301 6,962 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 35,922 1,600,070 SH   DFND   1,600,070 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 12,891 549,732 SH   DFND   549,732 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 754 73,877 SH   DFND 17 73,877 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 323 31,590 SH   DFND 20 31,590 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 6,738 659,961 SH   DFND 21 631,529 0 28,432
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 34,687 36,660,000 PRN   DFND 17 36,490,000 0 170,000
ALLSTATE CORP COM 020002101 10,570 142,600 SH   DFND 3 142,600 0 0
ALLSTATE CORP COM 020002101 18,634 251,403 SH   DFND 17 156,338 0 95,065
ALLSTATE CORP COM 020002101 265 3,572 SH   DFND 20 3,572 0 0
ALLSTATE CORP COM 020002101 45,084 608,263 SH   DFND 21 505,887 0 102,376
ALLSTATE CORP CALL 020002901 7,731 104,300 SH Call DFND 4 104,300 0 0
ALLSTATE CORP PUT 020002951 56,087 756,700 SH Put DFND 4 756,700 0 0
ALLY FINL INC COM 02005N100 91,449 4,808,020 SH   DFND 4 4,801,540 0 6,480
ALLY FINL INC COM 02005N100 9,451 496,911 SH   DFND 17 166,005 0 330,906
ALLY FINL INC COM 02005N100 279 14,671 SH   DFND 20 14,671 0 0
ALLY FINL INC COM 02005N100 25,472 1,339,239 SH   DFND 21 668,491 0 670,748
ALMOST FAMILY INC COM 020409108 618 14,014 SH   DFND 21 9,604 0 4,410
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,011 27,000 SH   DFND 24 27,000 0 0
ALON USA ENERGY INC COM 020520102 1,081 95,035 SH   DFND 21 54,305 0 40,730
ALON USA ENERGY INC COM 020520102 14 1,208 SH   DFND 25 1,208 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 20,921 19,500,000 PRN   DFND 17 16,105,000 0 3,395,000
ALPHABET INC CAP STK CL C 02079K107 53,235 68,973 SH   DFND 4 68,973 0 0
ALPHABET INC CAP STK CL C 02079K107 181,705 235,424 SH   DFND 17 171,797 0 63,627
ALPHABET INC CAP STK CL C 02079K107 2,639 3,419 SH   DFND 20 3,419 0 0
ALPHABET INC CAP STK CL C 02079K107 177,572 230,069 SH   DFND 21 166,759 0 63,310
ALPHABET INC CAP STK CL C 02079K107 296 384 SH   DFND 25 384 0 0
ALPHABET INC CAP STK CL A 02079K305 34,224 43,188 SH   DFND 4 43,188 0 0
ALPHABET INC CAP STK CL A 02079K305 579,634 731,445 SH   DFND 17 645,898 0 85,547
ALPHABET INC CAP STK CL A 02079K305 2,587 3,265 SH   DFND 20 3,265 0 0
ALPHABET INC CAP STK CL A 02079K305 222,853 281,220 SH   DFND 21 187,595 0 93,625
ALPHABET INC CAP STK CL A 02079K305 286 361 SH   DFND 25 361 0 0
ALPHABET INC CALL 02079K905 107,298 135,400 SH Call DFND 4 135,400 0 0
ALPHABET INC CALL 02079K907 59,121 76,600 SH Call DFND 4 76,600 0 0
ALPHABET INC PUT 02079K955 877,480 1,107,300 SH Put DFND 4 1,107,300 0 0
ALPHABET INC PUT 02079K957 810,411 1,050,000 SH Put DFND 4 1,050,000 0 0
ALTRIA GROUP INC COM 02209S103 7,803 115,400 SH   DFND 3 115,400 0 0
ALTRIA GROUP INC COM 02209S103 32,790 484,913 SH   DFND 17 239,504 0 245,409
ALTRIA GROUP INC COM 02209S103 2,151 31,813 SH   DFND 20 31,813 0 0
ALTRIA GROUP INC COM 02209S103 178,811 2,644,344 SH   DFND 21 2,086,157 0 558,187
ALTRIA GROUP INC COM 02209S103 360 5,322 SH   DFND 25 5,322 0 0
ALTRIA GROUP INC CALL 02209S903 31,917 472,000 SH Call DFND 4 472,000 0 0
ALTRIA GROUP INC PUT 02209S953 260,607 3,854,000 SH Put DFND 4 3,854,000 0 0
ALZA CORP SDCV 7/2 02261WAB5 1,876 1,180,000 PRN   DFND 17 1,180,000 0 0
AMAZON COM INC COM 023135106 73,878 98,521 SH   DFND 4 98,521 0 0
AMAZON COM INC COM 023135106 623,886 831,992 SH   DFND 17 680,211 0 151,781
AMAZON COM INC COM 023135106 1,001 1,335 SH   DFND 20 1,335 0 0
AMAZON COM INC COM 023135106 242,931 323,964 SH   DFND 21 254,672 0 69,292
AMAZON COM INC COM 023135106 244 326 SH   DFND 25 326 0 0
AMAZON COM INC CALL 023135906 104,682 139,600 SH Call DFND 4 139,600 0 0
AMAZON COM INC PUT 023135956 865,800 1,154,600 SH Put DFND 4 1,154,600 0 0
AMBAC FINL GROUP INC COM NEW 023139884 1,370 60,899 SH   DFND 17 0 0 60,899
AMBER RD INC COM 02318Y108 3,986 438,968 SH   DFND 17 381,022 0 57,946
AMBEV SA SPONSORED ADR 02319V103 29,566 6,021,601 SH   DFND 21 6,021,601 0 0
AMBEV SA SPONSORED ADR 02319V103 393 80,000 SH   DFND 24 80,000 0 0
AMERCO COM 023586100 3,760 10,173 SH   DFND 17 0 0 10,173
AMERCO COM 023586100 12,299 33,278 SH   DFND 21 15,944 0 17,334
AMEREN CORP COM 023608102 22,694 432,599 SH   DFND 17 272,189 0 160,410
AMEREN CORP COM 023608102 101 1,930 SH   DFND 20 1,930 0 0
AMEREN CORP COM 023608102 31,365 597,891 SH   DFND 21 314,629 0 283,262
AMEREN CORP COM 023608102 74 1,414 SH   DFND 25 1,414 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 136 25,110 SH   DFND 17 25,110 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4,033 320,841 SH   DFND 21 320,841 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 705 15,095 SH   DFND 17 8,298 0 6,797
AMERICAN AIRLS GROUP INC COM 02376R102 17,723 379,596 SH   DFND 21 306,498 0 73,098
AMERICAN AIRLS GROUP INC COM 02376R102 20 424 SH   DFND 25 424 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 9,109 195,100 SH Call DFND 4 195,100 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 52,288 1,119,900 SH Put DFND 4 1,119,900 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 74 3,860 SH   DFND 17 3,860 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 349 18,065 SH   DFND 21 18,065 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 9,293 186,712 SH   DFND 4 186,712 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,516 50,558 SH   DFND 17 0 0 50,558
AMERICAN ELEC PWR INC COM 025537101 99,118 1,574,294 SH   DFND 3 1,571,694 0 2,600
AMERICAN ELEC PWR INC COM 025537101 3,665 58,215 SH   DFND 4 58,215 0 0
AMERICAN ELEC PWR INC COM 025537101 32,607 517,908 SH   DFND 17 389,272 0 128,636
AMERICAN ELEC PWR INC COM 025537101 576 9,142 SH   DFND 20 9,142 0 0
AMERICAN ELEC PWR INC COM 025537101 56,922 904,093 SH   DFND 21 587,680 0 316,413
AMERICAN ELEC PWR INC COM 025537101 297 4,712 SH   DFND 25 4,712 0 0
AMERICAN ELEC PWR INC CALL 025537901 8,254 131,100 SH Call DFND 4 131,100 0 0
AMERICAN ELEC PWR INC PUT 025537951 42,567 676,100 SH Put DFND 4 676,100 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 902 59,492 SH   DFND 17 51,981 0 7,511
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 327 21,583 SH   DFND 20 21,583 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 18,426 1,214,660 SH   DFND 21 581,157 0 633,503
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 30 1,955 SH   DFND 25 1,955 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,263 100,403 SH   DFND 17 100,403 0 0
AMERICAN EXPRESS CO COM 025816109 105,216 1,420,299 SH   DFND 3 1,418,199 0 2,100
AMERICAN EXPRESS CO COM 025816109 21,217 286,406 SH   DFND 17 285,434 0 972
AMERICAN EXPRESS CO COM 025816109 130,239 1,758,082 SH   DFND 21 1,422,484 0 335,598
AMERICAN EXPRESS CO CALL 025816909 19,031 256,900 SH Call DFND 4 256,900 0 0
AMERICAN EXPRESS CO PUT 025816959 110,535 1,492,100 SH Put DFND 4 1,492,100 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 59,684 677,300 SH   DFND 3 677,300 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 9,937 112,765 SH   DFND 17 40,473 0 72,292
AMERICAN FINL GROUP INC OHIO COM 025932104 769 8,726 SH   DFND 20 8,726 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 20,676 234,640 SH   DFND 21 120,388 0 114,252
AMERICAN FINL GROUP INC OHIO COM 025932104 26 290 SH   DFND 25 290 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 295 4,513 SH   DFND 4 4,513 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,382 36,476 SH   DFND 17 10,000 0 26,476
AMERICAN INTL GROUP INC COM NEW 026874784 21,007 321,646 SH   DFND 21 321,646 0 0
AMERICAN INTL GROUP INC CALL 026874904 18,045 276,300 SH Call DFND 4 276,300 0 0
AMERICAN INTL GROUP INC PUT 026874954 102,380 1,567,600 SH Put DFND 4 1,567,600 0 0
AMERICAN NATL INS CO COM 028591105 2,157 17,313 SH   DFND 21 13,330 0 3,983
AMERICAN RAILCAR INDS INC COM 02916P103 4,034 89,066 SH   DFND 17 47,731 0 41,335
AMERICAN RAILCAR INDS INC COM 02916P103 5,904 130,351 SH   DFND 21 128,526 0 1,825
AMERICAN RAILCAR INDS INC COM 02916P103 31 679 SH   DFND 25 679 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,500 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 6,383 60,400 SH   DFND 3 60,400 0 0
AMERICAN TOWER CORP NEW COM 03027X100 40,671 384,847 SH   DFND 4 384,847 0 0
AMERICAN TOWER CORP NEW COM 03027X100 520 4,916 SH   DFND 17 4,378 0 538
AMERICAN TOWER CORP NEW COM 03027X100 1,835 17,360 SH   DFND 21 17,360 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 81,154 774,225 SH   DFND 17 723,155 0 51,070
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 54,350 520,095 SH   DFND 17 517,540 0 2,555
AMERICAN TOWER CORP NEW CALL 03027X900 13,612 128,800 SH Call DFND 4 128,800 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 110,446 1,045,100 SH Put DFND 4 1,045,100 0 0
AMERICAN VANGUARD CORP COM 030371108 3,787 197,764 SH   DFND 17 191,201 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 55,626 768,738 SH   DFND 17 758,520 0 10,218
AMERICAN WTR WKS CO INC NEW COM 030420103 23,481 324,498 SH   DFND 21 220,542 0 103,956
AMERICAN WTR WKS CO INC NEW COM 030420103 12,374 171,000 SH   DFND 24 171,000 0 0
AMERICAN WOODMARK CORP COM 030506109 1,296 17,226 SH   DFND 17 17,226 0 0
AMERISAFE INC COM 03071H100 16,917 271,325 SH   DFND 17 209,218 0 62,107
AMERISAFE INC COM 03071H100 1,113 17,852 SH   DFND 21 7,658 0 10,194
AMERISOURCEBERGEN CORP COM 03073E105 1,860 23,794 SH   DFND 4 23,794 0 0
AMERISOURCEBERGEN CORP COM 03073E105 9,885 126,423 SH   DFND 17 123,034 0 3,389
AMERISOURCEBERGEN CORP COM 03073E105 799 10,217 SH   DFND 20 10,217 0 0
AMERISOURCEBERGEN CORP COM 03073E105 27,529 352,079 SH   DFND 21 281,269 0 70,810
AMERISOURCEBERGEN CORP COM 03073E105 65 827 SH   DFND 25 827 0 0
AMERISOURCEBERGEN CORP CALL 03073E905 633 8,100 SH Call DFND 4 8,100 0 0
AMERISOURCEBERGEN CORP PUT 03073E955 4,996 63,900 SH Put DFND 4 63,900 0 0
AMERIPRISE FINL INC COM 03076C106 89,433 806,139 SH   DFND 3 804,839 0 1,300
AMERIPRISE FINL INC COM 03076C106 19,777 178,266 SH   DFND 17 178,066 0 200
AMERIPRISE FINL INC COM 03076C106 17,901 161,353 SH   DFND 21 161,353 0 0
AMERIPRISE FINL INC PUT 03076C956 4,382 39,500 SH Put DFND 4 39,500 0 0
AMERIS BANCORP COM 03076K108 17,705 406,077 SH   DFND 17 343,516 0 62,561
AMERIS BANCORP COM 03076K108 334 7,663 SH   DFND 21 3,913 0 3,750
AMERIGAS PARTNERS L P UNIT L P INT 030975106 20,026 417,900 SH   DFND 3 417,900 0 0
AMETEK INC NEW COM 031100100 7,602 156,420 SH   DFND 17 128,713 0 27,707
AMETEK INC NEW COM 031100100 109,435 2,251,746 SH   DFND 21 2,025,152 0 226,594
AMETEK INC NEW COM 031100100 5,991 123,272 SH   DFND 24 123,272 0 0
AMGEN INC COM 031162100 56,166 384,149 SH   DFND 4 384,149 0 0
AMGEN INC COM 031162100 205,952 1,408,605 SH   DFND 17 1,244,088 0 164,517
AMGEN INC COM 031162100 1,594 10,899 SH   DFND 20 10,899 0 0
AMGEN INC COM 031162100 162,976 1,114,668 SH   DFND 21 792,405 0 322,263
AMGEN INC COM 031162100 12,793 87,500 SH   DFND 24 87,500 0 0
AMGEN INC COM 031162100 358 2,450 SH   DFND 25 2,450 0 0
AMGEN INC CALL 031162900 35,383 242,000 SH Call DFND 4 242,000 0 0
AMGEN INC PUT 031162950 236,334 1,616,400 SH Put DFND 4 1,616,400 0 0
AMKOR TECHNOLOGY INC COM 031652100 2,107 199,735 SH   DFND 17 136,065 0 63,670
AMPHENOL CORP NEW CL A 032095101 642 9,551 SH   DFND 4 9,551 0 0
AMPHENOL CORP NEW CL A 032095101 66,526 989,965 SH   DFND 17 986,500 0 3,465
AMPHENOL CORP NEW CL A 032095101 68,913 1,025,496 SH   DFND 21 776,084 0 249,412
AMPHENOL CORP NEW CALL 032095901 1,989 29,600 SH Call DFND 4 29,600 0 0
AMPHENOL CORP NEW PUT 032095951 16,417 244,300 SH Put DFND 4 244,300 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,512 82,061 SH   DFND 17 82,061 0 0
AMPLIFY SNACK BRANDS COM 03211L102 971 110,446 SH   DFND 17 110,446 0 0
AMTRUST FINL SVCS INC COM 032359309 4,884 178,395 SH   DFND 17 150,485 0 27,910
AMTRUST FINL SVCS INC COM 032359309 13,474 492,124 SH   DFND 21 474,907 0 17,217
AMTRUST FINL SVCS INC COM 032359309 18 650 SH   DFND 25 650 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 15,948 18,485,000 PRN   DFND 17 18,010,000 0 475,000
ANADARKO PETE CORP COM 032511107 4,151 59,525 SH   DFND 3 59,525 0 0
ANADARKO PETE CORP COM 032511107 1,736 24,897 SH   DFND 17 24,189 0 708
ANADARKO PETE CORP COM 032511107 1,528 21,906 SH   DFND 21 1,104 0 20,802
ANADARKO PETE CORP UNIT 99/99/9999 032511404 11,557 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 10,989 157,600 SH Call DFND 4 157,600 0 0
ANADARKO PETE CORP PUT 032511957 70,490 1,010,900 SH Put DFND 4 1,010,900 0 0
ANALOG DEVICES INC COM 032654105 36 490 SH   DFND 17 100 0 390
ANALOG DEVICES INC COM 032654105 3,779 52,040 SH   DFND 21 26,326 0 25,714
ANALOG DEVICES INC CALL 032654905 4,241 58,400 SH Call DFND 4 58,400 0 0
ANALOG DEVICES INC PUT 032654955 41,684 574,000 SH Put DFND 4 574,000 0 0
ANALOG DEVICES INC PUT 032654955 6,972 96,000 SH Put DFND 21 96,000 0 0
ANGIES LIST INC COM 034754101 317 38,560 SH   DFND 17 0 0 38,560
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 19,353 1,841,356 SH   DFND 21 1,841,356 0 0
ANIKA THERAPEUTICS INC COM 035255108 731 14,923 SH   DFND 17 7,034 0 7,889
ANIKA THERAPEUTICS INC COM 035255108 1,136 23,194 SH   DFND 21 23,194 0 0
ANNALY CAP MGMT INC COM 035710409 2,572 258,000 SH   DFND 4 258,000 0 0
ANNALY CAP MGMT INC COM 035710409 9,210 923,788 SH   DFND 17 292,061 0 631,727
ANNALY CAP MGMT INC COM 035710409 400 40,104 SH   DFND 20 40,104 0 0
ANNALY CAP MGMT INC COM 035710409 23,084 2,315,298 SH   DFND 21 1,742,625 0 572,673
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 2,644 85,635 SH   DFND 17 65,180 0 20,455
ANTERO RES CORP COM 03674X106 4,006 169,389 SH   DFND 21 56,231 0 113,158
ANTHEM INC COM 036752103 6,829 47,500 SH   DFND 3 47,500 0 0
ANTHEM INC COM 036752103 1,672 11,631 SH   DFND 4 11,631 0 0
ANTHEM INC COM 036752103 23,063 160,417 SH   DFND 17 64,482 0 95,935
ANTHEM INC COM 036752103 706 4,908 SH   DFND 20 4,908 0 0
ANTHEM INC COM 036752103 91,375 635,565 SH   DFND 21 475,576 0 159,989
ANTHEM INC COM 036752103 216 1,502 SH   DFND 25 1,502 0 0
ANTHEM INC UNIT 05/01/20188 036752202 142,020 3,024,920 SH   DFND 17 3,008,800 0 16,120
ANTHEM INC CALL 036752903 8,482 59,000 SH Call DFND 4 59,000 0 0
ANTHEM INC PUT 036752953 82,308 572,500 SH Put DFND 4 572,500 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 460 89,046 SH   DFND 17 89,046 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 100 19,294 SH   DFND 20 19,294 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,258 243,423 SH   DFND 21 104,971 0 138,452
APACHE CORP COM 037411105 110,215 1,736,490 SH   DFND 3 1,733,640 0 2,850
APACHE CORP COM 037411105 20,074 316,275 SH   DFND 17 315,796 0 479
APACHE CORP COM 037411105 608 9,575 SH   DFND 21 4,484 0 5,091
APACHE CORP CALL 037411905 4,703 74,100 SH Call DFND 4 74,100 0 0
APACHE CORP PUT 037411955 40,462 637,500 SH Put DFND 4 637,500 0 0
APOLLO INVT CORP COM 03761U106 1,706 291,093 SH   DFND 17 906 0 290,187
APOLLO COML REAL EST FIN INC COM 03762U105 7,354 442,463 SH   DFND 17 184,587 0 257,876
APOLLO COML REAL EST FIN INC COM 03762U105 99 5,986 SH   DFND 20 5,986 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 13,561 815,934 SH   DFND 21 524,771 0 291,163
APPLE INC COM 037833100 77,432 668,558 SH   DFND 3 667,458 0 1,100
APPLE INC COM 037833100 701,734 6,058,836 SH   DFND 17 5,114,042 0 944,794
APPLE INC COM 037833100 5,919 51,104 SH   DFND 20 51,104 0 0
APPLE INC COM 037833100 653,016 5,638,200 SH   DFND 21 4,201,821 0 1,436,379
APPLE INC COM 037833100 102 883 SH   DFND 24 883 0 0
APPLE INC COM 037833100 1,171 10,113 SH   DFND 25 10,113 0 0
APPLE INC CALL 037833900 280,250 2,419,700 SH Call DFND 4 2,419,700 0 0
APPLE INC CALL 037833900 25,480 220,000 SH Call DFND 17 220,000 0 0
APPLE INC PUT 037833950 1,359,669 11,739,500 SH Put DFND 4 11,739,500 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,428 121,519 SH   DFND 17 6,065 0 115,454
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,605 80,311 SH   DFND 21 32,717 0 47,594
APPLIED GENETIC TECHNOL CORP COM 03820J100 345 36,875 SH   DFND 17 4,750 0 32,125
APPLIED MATLS INC COM 038222105 178,036 5,517,067 SH   DFND 17 4,129,675 0 1,387,392
APPLIED MATLS INC COM 038222105 996 30,861 SH   DFND 20 30,861 0 0
APPLIED MATLS INC COM 038222105 87,210 2,702,521 SH   DFND 21 2,113,869 0 588,652
APPLIED MATLS INC COM 038222105 176 5,462 SH   DFND 25 5,462 0 0
APPLIED MATLS INC CALL 038222905 4,602 142,600 SH Call DFND 4 142,600 0 0
APPLIED MATLS INC PUT 038222955 41,764 1,294,200 SH Put DFND 4 1,294,200 0 0
APPROACH RESOURCES INC COM 03834A103 621 185,505 SH   DFND 17 0 0 185,505
APTEVO THERAPEUTICS INC COM 03835L108 31 12,523 SH   DFND 21 11,773 0 750
AQUA AMERICA INC COM 03836W103 2,466 82,094 SH   DFND 17 82,094 0 0
ARAMARK COM 03852U106 6,526 182,700 SH   DFND 3 182,700 0 0
ARAMARK COM 03852U106 8,689 243,260 SH   DFND 17 199,915 0 43,345
ARAMARK COM 03852U106 861 24,104 SH   DFND 21 0 0 24,104
ARCH COAL INC CL A 039380407 2,732 35,000 SH   DFND 4 35,000 0 0
ARCH COAL INC CL A 039380407 472 7,486 SH   DFND 17 7,486 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 20,898 2,862,787 SH   DFND 17 2,862,787 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,651 145,700 SH   DFND 3 145,700 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 53,083 1,162,836 SH   DFND 17 1,114,267 0 48,569
ARCHER DANIELS MIDLAND CO COM 039483102 28,965 634,494 SH   DFND 20 634,494 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 68,730 1,505,596 SH   DFND 21 1,144,824 0 360,772
ARCHER DANIELS MIDLAND CO CALL 039483902 4,889 107,100 SH Call DFND 4 107,100 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 34,046 745,800 SH Put DFND 4 745,800 0 0
ARCONIC INC COM 03965L100 10 553 SH   DFND 17 0 0 553
ARCONIC INC COM 03965L100 7,424 400,446 SH   DFND 21 400,446 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 38,810 1,287,235 SH   DFND 17 1,287,235 0 0
ARGAN INC COM 04010E109 5,192 73,598 SH   DFND 17 71,327 0 2,271
ARGAN INC COM 04010E109 596 8,442 SH   DFND 21 1,455 0 6,987
ARES CAP CORP COM 04010L103 6,593 399,800 SH   DFND 3 399,800 0 0
ARES CAP CORP COM 04010L103 2,849 172,782 SH   DFND 21 0 0 172,782
ARES COML REAL ESTATE CORP COM 04013V108 2,372 172,753 SH   DFND 17 172,753 0 0
ARES COML REAL ESTATE CORP COM 04013V108 116 8,456 SH   DFND 20 8,456 0 0
ARES COML REAL ESTATE CORP COM 04013V108 926 67,414 SH   DFND 21 60,195 0 7,219
ARISTA NETWORKS INC COM 040413106 49,776 514,375 SH   DFND 17 514,375 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,287 86,840 SH   DFND 17 2,383 0 84,457
ARLINGTON ASSET INVT CORP CL A NEW 041356205 344 23,197 SH   DFND 21 20,942 0 2,255
ARLINGTON ASSET INVT CORP CL A NEW 041356205 22 1,469 SH   DFND 25 1,469 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 239 16,418 SH   DFND 21 16,418 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,201 147,569 SH   DFND 17 59,310 0 88,259
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 162 7,450 SH   DFND 20 7,450 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5,367 247,441 SH   DFND 21 224,754 0 22,687
ARROW ELECTRS INC COM 042735100 13,933 195,412 SH   DFND 17 107,875 0 87,537
ARROW ELECTRS INC COM 042735100 392 5,495 SH   DFND 20 5,495 0 0
ARROW ELECTRS INC COM 042735100 48,948 686,507 SH   DFND 21 404,838 0 281,669
ARROW ELECTRS INC COM 042735100 164 2,299 SH   DFND 25 2,299 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 16,610 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 844 7,720 SH   DFND 21 7,720 0 0
ASSURANT INC COM 04621X108 6,314 68,000 SH   DFND 3 68,000 0 0
ASSURANT INC COM 04621X108 490 5,280 SH   DFND 17 0 0 5,280
ASSURANT INC COM 04621X108 13,293 143,148 SH   DFND 21 143,148 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 8,142 298,008 SH   DFND 17 205,283 0 92,725
ATHENAHEALTH INC COM 04685W103 30,084 286,055 SH   DFND 17 286,055 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 609 11,686 SH   DFND 17 1,186 0 10,500
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 151 2,902 SH   DFND 21 0 0 2,902
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 62 1,192 SH   DFND 25 1,192 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4,505 4,400,000 PRN   DFND 17 4,400,000 0 0
ATMOS ENERGY CORP COM 049560105 6,261 84,440 SH   DFND 17 19,225 0 65,215
ATMOS ENERGY CORP COM 049560105 13,703 184,806 SH   DFND 21 178,436 0 6,370
ATRICURE INC COM 04963C209 3,013 153,957 SH   DFND 17 148,581 0 5,376
ATWOOD OCEANICS INC COM 050095108 6 489 SH   DFND 17 489 0 0
ATWOOD OCEANICS INC COM 050095108 1,669 127,094 SH   DFND 21 122,436 0 4,658
AUTOBYTEL INC COM NEW 05275N205 2,961 220,177 SH   DFND 17 212,212 0 7,965
AUTODESK INC COM 052769106 1,285 17,362 SH   DFND 17 17,115 0 247
AUTODESK INC COM 052769106 18 247 SH   DFND 21 247 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 44,232 430,353 SH   DFND 17 324,645 0 105,708
AUTOMATIC DATA PROCESSING IN COM 053015103 59 571 SH   DFND 21 571 0 0
AUTOMATIC DATA PROCESSING IN CALL 053015903 2,518 24,500 SH Call DFND 4 24,500 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 34,770 338,300 SH Put DFND 4 338,300 0 0
AUTOZONE INC COM 053332102 1,362 1,724 SH   DFND 4 1,724 0 0
AUTOZONE INC COM 053332102 735 931 SH   DFND 17 895 0 36
AUTOZONE INC COM 053332102 1,992 2,522 SH   DFND 21 2,522 0 0
AUTOZONE INC CALL 053332902 1,343 1,700 SH Call DFND 4 1,700 0 0
AUTOZONE INC PUT 053332952 32,934 41,700 SH Put DFND 4 41,700 0 0
AVALONBAY CMNTYS INC COM 053484101 25,975 146,628 SH   DFND 4 146,628 0 0
AVALONBAY CMNTYS INC COM 053484101 251 1,416 SH   DFND 17 1,243 0 173
AVALONBAY CMNTYS INC COM 053484101 31 173 SH   DFND 21 173 0 0
AVALONBAY CMNTYS INC CALL 053484901 6,803 38,400 SH Call DFND 4 38,400 0 0
AVALONBAY CMNTYS INC PUT 053484951 34,031 192,100 SH Put DFND 4 192,100 0 0
AVANGRID INC COM 05351W103 2,365 62,422 SH   DFND 21 62,422 0 0
AVERY DENNISON CORP COM 053611109 1,694 24,125 SH   DFND 17 113 0 24,012
AVERY DENNISON CORP COM 053611109 6,090 86,730 SH   DFND 21 61,265 0 25,465
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 18,471 27,700,000 PRN   DFND 17 27,700,000 0 0
AVISTA CORP COM 05379B107 2,892 72,323 SH   DFND 17 0 0 72,323
AVISTA CORP COM 05379B107 3,273 81,856 SH   DFND 21 48,493 0 33,363
AVNET INC COM 053807103 6,425 134,955 SH   DFND 3 134,955 0 0
AVNET INC COM 053807103 419 8,799 SH   DFND 17 8,139 0 660
AVNET INC COM 053807103 12,263 257,562 SH   DFND 21 257,562 0 0
AXOGEN INC COM 05463X106 2,334 259,279 SH   DFND 17 251,334 0 7,945
AXSOME THERAPEUTICS INC COM 05464T104 743 110,090 SH   DFND 17 110,090 0 0
BATS GLOBAL MKTS INC COM 05491G109 24,078 718,527 SH   DFND 21 718,527 0 0
BB&T CORP COM 054937107 6,423 136,600 SH   DFND 3 136,600 0 0
BB&T CORP COM 054937107 48 1,025 SH   DFND 17 0 0 1,025
BB&T CORP COM 054937107 1,082 23,015 SH   DFND 21 23,015 0 0
BB&T CORP CALL 054937907 8,426 179,200 SH Call DFND 4 179,200 0 0
BB&T CORP PUT 054937957 63,778 1,356,400 SH Put DFND 4 1,356,400 0 0
BCE INC COM NEW 05534B760 6,630 153,217 SH   DFND 17 133,244 0 19,973
BCE INC COM NEW 05534B760 41,364 955,879 SH   DFND 21 615,322 0 340,557
BCE INC COM NEW 05534B760 60 1,398 SH   DFND 25 1,398 0 0
BCE INC PUT 05534B950 865 20,000 SH Put DFND 21 20,000 0 0
BGC PARTNERS INC CL A 05541T101 1,013 99,010 SH   DFND 17 89,556 0 9,454
BGC PARTNERS INC CL A 05541T101 366 35,756 SH   DFND 20 35,756 0 0
BGC PARTNERS INC CL A 05541T101 10,083 985,618 SH   DFND 21 788,203 0 197,415
BP PLC SPONSORED ADR 055622104 1,500 40,132 SH   DFND 4 33,805 0 6,327
BOFI HLDG INC COM 05566U108 251 8,794 SH   DFND 17 0 0 8,794
BOFI HLDG INC COM 05566U108 9,505 332,919 SH   DFND 21 332,919 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,042 76,620 SH   DFND 17 57,580 0 19,040
BADGER METER INC COM 056525108 5,698 154,209 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 36 218 SH   DFND   218 0 0
BAIDU INC SPON ADR REP A 056752108 2,583 15,712 SH   DFND 17 12,467 0 3,245
BAIDU INC SPON ADR REP A 056752108 45,896 279,158 SH   DFND 20 274,718 0 4,440
BAIDU INC SPON ADR REP A 056752108 6,819 41,477 SH   DFND 21 41,477 0 0
BAIDU INC SPON ADR REP A 056752108 1,496 9,100 SH   DFND 24 9,100 0 0
BAKER HUGHES INC COM 057224107 32,083 493,816 SH   DFND 17 493,279 0 537
BAKER HUGHES INC COM 057224107 73 1,131 SH   DFND 21 1,131 0 0
BAKER HUGHES INC CALL 057224907 5,243 80,700 SH Call DFND 4 80,700 0 0
BAKER HUGHES INC PUT 057224957 51,671 795,300 SH Put DFND 4 795,300 0 0
BALL CORP COM 058498106 1,226 16,338 SH   DFND 17 0 0 16,338
BALL CORP COM 058498106 17 220 SH   DFND 21 220 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,960 225,022 SH   DFND 17 225,022 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,556 178,664 SH   DFND 21 178,664 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,691 190,204 SH   DFND 17 84,455 0 105,749
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 912 102,638 SH   DFND 21 102,638 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 27,983 762,900 SH   DFND 3 483,000 0 279,900
BANCOLOMBIA S A SPON ADR PREF 05968L102 3,693 100,675 SH   DFND 17 100,675 0 0
BANCORP INC DEL COM 05969A105 1,137 144,680 SH   DFND 17 144,680 0 0
BANC OF CALIFORNIA INC COM 05990K106 4,160 239,764 SH   DFND 17 111,048 0 128,716
BANC OF CALIFORNIA INC COM 05990K106 223 12,874 SH   DFND 20 12,874 0 0
BANC OF CALIFORNIA INC COM 05990K106 12,809 738,252 SH   DFND 21 698,795 0 39,457
BANK AMER CORP COM 060505104 9,397 425,220 SH   DFND 3 425,220 0 0
BANK AMER CORP COM 060505104 185,332 8,386,064 SH   DFND 17 8,303,456 0 82,608
BANK AMER CORP COM 060505104 2,484 112,381 SH   DFND 20 112,381 0 0
BANK AMER CORP COM 060505104 193,892 8,773,410 SH   DFND 21 6,695,248 0 2,078,162
BANK AMER CORP 7.25%CNV PFD L 060505682 118,675 101,710 SH   DFND 17 94,870 0 6,840
BANK AMER CORP CALL 060505904 58,264 2,636,400 SH Call DFND 4 2,636,400 0 0
BANK AMER CORP PUT 060505954 194,341 8,793,700 SH Put DFND 4 8,793,700 0 0
BANK MONTREAL QUE COM 063671101 8,929 123,992 SH   DFND 17 37,730 0 86,262
BANK MONTREAL QUE COM 063671101 996 13,836 SH   DFND 20 13,836 0 0
BANK MONTREAL QUE COM 063671101 97,485 1,353,740 SH   DFND 21 998,615 0 355,125
BANK MONTREAL QUE COM 063671101 218 3,029 SH   DFND 25 3,029 0 0
BANK OF THE OZARKS INC COM 063904106 13,148 250,000 SH   DFND 4 250,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,437 220,290 SH   DFND 3 220,290 0 0
BANK NEW YORK MELLON CORP COM 064058100 15,960 336,855 SH   DFND 17 333,800 0 3,055
BANK NEW YORK MELLON CORP COM 064058100 36,672 773,995 SH   DFND 21 433,189 0 340,806
BANK NEW YORK MELLON CORP COM 064058100 21 445 SH   DFND 25 445 0 0
BANK NEW YORK MELLON CORP CALL 064058900 13,319 281,100 SH Call DFND 4 281,100 0 0
BANK NEW YORK MELLON CORP PUT 064058950 90,117 1,902,000 SH Put DFND 4 1,902,000 0 0
BANK N S HALIFAX COM 064149107 4,523 81,131 SH   DFND 17 25,532 0 55,599
BANK N S HALIFAX COM 064149107 1,192 21,389 SH   DFND 20 21,389 0 0
BANK N S HALIFAX COM 064149107 36,131 648,105 SH   DFND 21 239,879 0 408,226
BANKRATE INC DEL COM 06647F102 716 64,770 SH   DFND 17 64,770 0 0
BANKRATE INC DEL COM 06647F102 109 9,840 SH   DFND 21 0 0 9,840
BARD C R INC COM 067383109 747 3,325 SH   DFND 17 3,233 0 92
BARD C R INC COM 067383109 346 1,540 SH   DFND 20 1,540 0 0
BARD C R INC COM 067383109 11,455 50,988 SH   DFND 21 23,757 0 27,231
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 15,706 648,200 SH   DFND 20 648,200 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 63,483 2,620,000 SH   DFND 25 2,620,000 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 62,751 60,099,000 PRN   DFND 4 60,099,000 0 0
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 4,885 5,200,000 PRN   DFND 4 5,200,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 5,102 200,000 SH Call DFND 17 200,000 0 0
BARNES GROUP INC COM 067806109 51,587 1,087,870 SH   DFND 3 1,087,870 0 0
BARNES GROUP INC COM 067806109 1,370 28,885 SH   DFND 17 28,885 0 0
BARRICK GOLD CORP COM 067901108 20,500 1,279,280 SH   DFND 21 1,279,280 0 0
BARRACUDA NETWORKS INC COM 068323104 1,420 66,261 SH   DFND 17 0 0 66,261
BARRETT BUSINESS SERVICES IN COM 068463108 240 3,744 SH   DFND 17 3,744 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 59 917 SH   DFND 21 0 0 917
BARRETT BILL CORP COM 06846N104 5,077 726,260 SH   DFND 17 222,547 0 503,713
BASSETT FURNITURE INDS INC COM 070203104 453 14,887 SH   DFND 17 3,191 0 11,696
BAXTER INTL INC COM 071813109 1,436 32,389 SH   DFND 4 32,389 0 0
BAXTER INTL INC COM 071813109 88,383 1,993,309 SH   DFND 17 1,741,337 0 251,972
BAXTER INTL INC COM 071813109 843 19,005 SH   DFND 20 19,005 0 0
BAXTER INTL INC COM 071813109 72,006 1,623,951 SH   DFND 21 1,102,105 0 521,846
BAXTER INTL INC COM 071813109 66 1,484 SH   DFND 25 1,484 0 0
BAXTER INTL INC CALL 071813909 4,230 95,400 SH Call DFND 4 95,400 0 0
BAXTER INTL INC PUT 071813959 29,251 659,700 SH Put DFND 4 659,700 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,176 444,913 SH   DFND 17 0 0 444,913
BAZAARVOICE INC COM 073271108 2,265 466,935 SH   DFND 17 359,615 0 107,320
B/E AEROSPACE INC COM 073302101 17,953 298,276 SH   DFND 21 298,276 0 0
BEACON ROOFING SUPPLY INC COM 073685109 496 10,765 SH   DFND 17 10,765 0 0
BECTON DICKINSON & CO COM 075887109 659 3,982 SH   DFND 4 3,982 0 0
BECTON DICKINSON & CO COM 075887109 5,495 33,195 SH   DFND 17 25,341 0 7,854
BECTON DICKINSON & CO COM 075887109 898 5,423 SH   DFND 20 5,423 0 0
BECTON DICKINSON & CO COM 075887109 59,753 360,936 SH   DFND 21 247,427 0 113,509
BECTON DICKINSON & CO COM 075887109 125 758 SH   DFND 25 758 0 0
BECTON DICKINSON & CO CALL 075887909 778 4,700 SH Call DFND 4 4,700 0 0
BECTON DICKINSON & CO PUT 075887959 14,237 86,000 SH Put DFND 4 86,000 0 0
BELDEN INC COM 077454106 17,795 237,992 SH   DFND 17 203,397 0 34,595
BELDEN INC COM 077454106 423 5,652 SH   DFND 21 2,370 0 3,282
BELLICUM PHARMACEUTICALS INC COM 079481107 297 21,836 SH   DFND 17 19,770 0 2,066
BEMIS INC COM 081437105 303 6,344 SH   DFND 17 163 0 6,181
BEMIS INC COM 081437105 3,445 72,033 SH   DFND 21 39,219 0 32,814
BENCHMARK ELECTRS INC COM 08160H101 270 8,842 SH   DFND 17 2,835 0 6,007
BENCHMARK ELECTRS INC COM 08160H101 3,279 107,511 SH   DFND 21 59,101 0 48,410
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 29,108 178,598 SH   DFND 17 146,484 0 32,114
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 109,661 672,852 SH   DFND 21 589,999 0 82,853
BERKSHIRE HATHAWAY INC DEL CALL 084670902 94,920 582,400 SH Call DFND 4 582,400 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 558,532 3,427,000 SH Put DFND 4 3,427,000 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 237 6,433 SH   DFND 17 6,433 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,815 49,250 SH   DFND 21 26,708 0 22,542
BERRY PLASTICS GROUP INC COM 08579W103 17,962 368,611 SH   DFND 17 302,484 0 66,127
BERRY PLASTICS GROUP INC COM 08579W103 596 12,225 SH   DFND 21 1,963 0 10,262
BERRY PLASTICS GROUP INC COM 08579W103 1,023 21,000 SH   DFND 24 21,000 0 0
BEST BUY INC COM 086516101 4,331 101,500 SH   DFND 3 101,500 0 0
BEST BUY INC COM 086516101 4,124 96,651 SH   DFND 17 79,904 0 16,747
BEST BUY INC COM 086516101 48,391 1,134,065 SH   DFND 21 666,015 0 468,050
BEST BUY INC COM 086516101 213 4,989 SH   DFND 25 4,989 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 12,416 347,000 SH   DFND 4 347,000 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,468 84,604 SH   DFND 21 13,054 0 71,550
BIG LOTS INC COM 089302103 639 12,735 SH   DFND 17 8,666 0 4,069
BIG LOTS INC COM 089302103 206 4,103 SH   DFND 20 4,103 0 0
BIG LOTS INC COM 089302103 20,960 417,437 SH   DFND 21 338,845 0 78,592
BIO RAD LABS INC CL A 090572207 203 1,115 SH   DFND 17 1,115 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 40,539 489,362 SH   DFND 17 453,182 0 36,180
BIOMARIN PHARMACEUTICAL INC COM 09061G101 456 5,506 SH   DFND 21 1,157 0 4,349
BIOMARIN PHARMACEUTICAL INC COM 09061G101 6,586 79,500 SH   DFND 24 79,500 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 47,238 41,080,000 PRN   DFND 17 40,960,000 0 120,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 12,255 10,295,000 PRN   DFND 17 10,295,000 0 0
BIOGEN INC COM 09062X103 22,963 80,974 SH   DFND 4 80,974 0 0
BIOGEN INC COM 09062X103 152,812 538,866 SH   DFND 17 492,681 0 46,185
BIOGEN INC COM 09062X103 22,696 80,033 SH   DFND 21 45,593 0 34,440
BIOGEN INC COM 09062X103 5,218 18,400 SH   DFND 24 18,400 0 0
BIOGEN INC CALL 09062X903 20,418 72,000 SH Call DFND 4 72,000 0 0
BIOGEN INC PUT 09062X953 170,914 602,700 SH Put DFND 4 602,700 0 0
BIOTELEMETRY INC COM 090672106 8,717 390,018 SH   DFND 17 379,571 0 10,447
BIO TECHNE CORP COM 09073M104 2,408 23,415 SH   DFND 17 23,415 0 0
BIO TECHNE CORP COM 09073M104 1,131 11,000 SH   DFND 24 11,000 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 3,282 58,919 SH   DFND 17 57,052 0 1,867
BLACK HILLS CORP COM 092113109 25,984 423,600 SH   DFND 3 423,600 0 0
BLACK STONE MINERALS L P COM UNIT 09225M101 1,873 99,750 SH   DFND 17 99,750 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 2,035 54,026 SH   DFND 17 54,026 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 624 16,558 SH   DFND 21 12,632 0 3,926
BLACKROCK INC COM 09247X101 34,051 89,482 SH   DFND 17 87,049 0 2,433
BLACKROCK INC COM 09247X101 6,660 17,501 SH   DFND 21 16,470 0 1,031
BLACKROCK INC CALL 09247X901 18,114 47,600 SH Call DFND 4 47,600 0 0
BLACKROCK INC PUT 09247X951 98,522 258,900 SH Put DFND 4 258,900 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 36,797 1,223,700 SH   DFND 3 1,223,700 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 179 5,969 SH   DFND 17 5,969 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 4,546 151,185 SH   DFND 21 42,036 0 109,149
BLOOMIN BRANDS INC COM 094235108 27,599 1,530,700 SH   DFND 3 1,530,700 0 0
BLOOMIN BRANDS INC COM 094235108 545 30,234 SH   DFND 17 30,234 0 0
BLUCORA INC COM 095229100 1,253 84,963 SH   DFND 17 84,963 0 0
BLUCORA INC COM 095229100 27 1,834 SH   DFND 21 1,834 0 0
BLUCORA INC NOTE 4.250% 4/0 095229AB6 7,993 8,000,000 PRN   DFND 17 8,000,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 12,768 531,111 SH   DFND 17 441,356 0 89,755
BLUEBIRD BIO INC COM 09609G100 5,361 86,887 SH   DFND 17 74,327 0 12,560
BLUEBIRD BIO INC COM 09609G100 52 850 SH   DFND 21 0 0 850
BLUEBIRD BIO INC COM 09609G100 309 5,000 SH   DFND 24 5,000 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,053 37,533 SH   DFND 17 37,533 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 42,574 2,452,402 SH   DFND 3 2,452,402 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 2,036 117,255 SH   DFND 17 95,510 0 21,745
BOEING CO COM 097023105 144,740 929,726 SH   DFND 17 925,200 0 4,526
BOEING CO COM 097023105 113 726 SH   DFND 21 726 0 0
BOEING CO COM 097023105 162 1,039 SH   DFND 24 1,039 0 0
BOEING CO CALL 097023905 36,865 236,800 SH Call DFND 4 236,800 0 0
BOEING CO PUT 097023955 246,223 1,581,600 SH Put DFND 4 1,581,600 0 0
BOINGO WIRELESS INC COM 09739C102 4,860 398,670 SH   DFND 17 330,835 0 67,835
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 53,694 1,488,600 SH   DFND 3 1,488,600 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 18,850 522,593 SH   DFND 17 421,578 0 101,015
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 428 11,856 SH   DFND 20 11,856 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 5,664 157,020 SH   DFND 21 110,304 0 46,716
BORGWARNER INC COM 099724106 10 253 SH   DFND 17 0 0 253
BORGWARNER INC COM 099724106 1,625 41,191 SH   DFND 21 37,373 0 3,818
BORGWARNER INC COM 099724106 3,234 82,000 SH   DFND 24 82,000 0 0
BOSTON PROPERTIES INC COM 101121101 22,227 176,717 SH   DFND 4 176,717 0 0
BOSTON PROPERTIES INC COM 101121101 32 258 SH   DFND 17 64 0 194
BOSTON PROPERTIES INC COM 101121101 24 194 SH   DFND 21 194 0 0
BOSTON PROPERTIES INC CALL 101121901 2,340 18,600 SH Call DFND 4 18,600 0 0
BOSTON PROPERTIES INC PUT 101121951 23,559 187,300 SH Put DFND 4 187,300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 20,177 932,810 SH   DFND 17 684,924 0 247,886
BOSTON SCIENTIFIC CORP COM 101137107 563 26,012 SH   DFND 20 26,012 0 0
BOSTON SCIENTIFIC CORP COM 101137107 24,486 1,132,034 SH   DFND 21 622,185 0 509,849
BOSTON SCIENTIFIC CORP CALL 101137907 3,965 183,300 SH Call DFND 4 183,300 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 17,793 822,600 SH Put DFND 4 822,600 0 0
BRADY CORP CL A 104674106 2,314 61,635 SH   DFND 17 44,850 0 16,785
BRASKEM S A SP ADR PFD A 105532105 140 6,600 SH   DFND 3 6,600 0 0
BRASKEM S A SP ADR PFD A 105532105 717 33,800 SH   DFND 17 0 0 33,800
BRIGGS & STRATTON CORP COM 109043109 1,066 47,898 SH   DFND 17 41,533 0 6,365
BRIGGS & STRATTON CORP COM 109043109 181 8,126 SH   DFND 20 8,126 0 0
BRIGGS & STRATTON CORP COM 109043109 6,435 289,097 SH   DFND 21 202,588 0 86,509
BRIGHT HORIZONS FAM SOL IN D COM 109194100 16,749 239,209 SH   DFND 17 198,062 0 41,147
BRIGHT HORIZONS FAM SOL IN D COM 109194100 520 7,428 SH   DFND 21 0 0 7,428
BRINKER INTL INC COM 109641100 7,037 142,085 SH   DFND 21 142,085 0 0
BRINKS CO COM 109696104 1,181 28,630 SH   DFND 21 28,630 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 54,290 928,992 SH   DFND 4 928,992 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 108,265 1,852,578 SH   DFND 17 1,675,796 0 176,782
BRISTOL MYERS SQUIBB CO COM 110122108 17,729 303,377 SH   DFND 21 235,317 0 68,060
BRISTOL MYERS SQUIBB CO COM 110122108 1,356 23,200 SH   DFND 24 23,200 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 24,247 414,900 SH Call DFND 4 414,900 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 173,228 2,964,200 SH Put DFND 4 2,964,200 0 0
BRITISH AMERN TOB PLC PUT 110448957 1,127 10,000 SH Put DFND 21 10,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 22 916 SH   DFND 17 916 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 6,436 263,546 SH   DFND 21 0 0 263,546
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 31,191 25,580,000 PRN   DFND 17 21,610,000 0 3,970,000
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 11,747 177,186 SH   DFND 17 150,589 0 26,597
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 59,242 893,542 SH   DFND 21 694,482 0 199,060
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 97 1,467 SH   DFND 25 1,467 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 45,507 3,643,500 SH   DFND 3 3,643,500 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 8,867 709,891 SH   DFND 4 709,891 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 5,645 451,988 SH   DFND 17 402,065 0 49,923
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,184 94,793 SH   DFND 20 94,793 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 69,164 5,537,516 SH   DFND 21 4,720,617 0 816,899
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 39,087 38,835,000 PRN   DFND 17 38,835,000 0 0
BROOKDALE SR LIVING INC COM 112463104 626 50,438 SH   DFND 4 50,438 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 8,383 8,625,000 PRN   DFND 17 8,435,000 0 190,000
BROOKFIELD CDA OFFICE PPTYS TR UNIT 112823109 491 25,108 SH   DFND 21 25,108 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 285 17,350 SH   DFND 17 17,350 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,111 128,717 SH   DFND 21 22,886 0 105,831
BROOKLINE BANCORP INC DEL COM 11373M107 47 2,866 SH   DFND 25 2,866 0 0
BROOKS AUTOMATION INC COM 114340102 2,560 149,974 SH   DFND 17 106,943 0 43,031
BROOKS AUTOMATION INC COM 114340102 271 15,853 SH   DFND 21 15,853 0 0
BROWN & BROWN INC COM 115236101 20,279 452,050 SH   DFND 17 351,152 0 100,898
BROWN & BROWN INC COM 115236101 408 9,091 SH   DFND 21 4,991 0 4,100
BRUKER CORP COM 116794108 38,984 1,840,600 SH   DFND 3 1,840,600 0 0
BRUNSWICK CORP COM 117043109 51,857 950,800 SH   DFND 3 950,800 0 0
BRUNSWICK CORP COM 117043109 1,439 26,379 SH   DFND 21 26,379 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 6,212 93,900 SH   DFND 3 93,900 0 0
BUFFALO WILD WINGS INC COM 119848109 1,100 7,122 SH   DFND 17 7,122 0 0
BURLINGTON STORES INC COM 122017106 7,408 87,408 SH   DFND 17 69,661 0 17,747
BURLINGTON STORES INC COM 122017106 3,611 42,610 SH   DFND 21 15,264 0 27,346
CAE INC COM 124765108 43,053 3,074,300 SH   DFND 3 3,074,300 0 0
CAE INC COM 124765108 1,196 85,428 SH   DFND 17 85,428 0 0
CAE INC COM 124765108 1,430 102,122 SH   DFND 21 0 0 102,122
CBIZ INC COM 124805102 1,954 142,646 SH   DFND 17 129,811 0 12,835
CBIZ INC COM 124805102 1,062 77,549 SH   DFND 21 65,516 0 12,033
CBS CORP NEW CL B 124857202 40,001 628,746 SH   DFND 3 628,046 0 700
CBS CORP NEW CL B 124857202 61,282 963,257 SH   DFND 17 794,229 0 169,028
CBS CORP NEW CL B 124857202 23,751 373,319 SH   DFND 21 347,274 0 26,045
CBS CORP NEW CALL 124857902 8,035 126,300 SH Call DFND 4 126,300 0 0
CBS CORP NEW PUT 124857952 52,041 818,000 SH Put DFND 4 818,000 0 0
CBOE HLDGS INC PUT 12503M958 16,995 230,000 SH Put DFND 21 230,000 0 0
CBRE GROUP INC CL A 12504L109 10,485 332,961 SH   DFND 17 274,277 0 58,684
CBRE GROUP INC CL A 12504L109 12 379 SH   DFND 21 379 0 0
CDK GLOBAL INC COM 12508E101 234 3,920 SH   DFND 21 3,920 0 0
CDW CORP COM 12514G108 64,569 1,239,567 SH   DFND 17 870,609 0 368,958
CDW CORP COM 12514G108 389 7,462 SH   DFND 20 7,462 0 0
CDW CORP COM 12514G108 38,054 730,552 SH   DFND 21 573,933 0 156,619
CDW CORP COM 12514G108 172 3,309 SH   DFND 25 3,309 0 0
CF INDS HLDGS INC COM 125269100 692 21,987 SH   DFND 17 14,963 0 7,024
CF INDS HLDGS INC COM 125269100 6,357 201,938 SH   DFND 21 198,514 0 3,424
CIGNA CORPORATION COM 125509109 1,353 10,144 SH   DFND 4 10,144 0 0
CIGNA CORPORATION COM 125509109 9,596 71,943 SH   DFND 17 71,619 0 324
CIGNA CORPORATION COM 125509109 304 2,282 SH   DFND 20 2,282 0 0
CIGNA CORPORATION COM 125509109 17,810 133,515 SH   DFND 21 60,311 0 73,204
CIGNA CORPORATION CALL 125509909 6,363 47,700 SH Call DFND 4 47,700 0 0
CIGNA CORPORATION PUT 125509959 41,164 308,600 SH Put DFND 4 308,600 0 0
CIT GROUP INC COM NEW 125581801 1,337 31,331 SH   DFND 4 31,331 0 0
CME GROUP INC COM 12572Q105 2,472 21,434 SH   DFND 4 21,434 0 0
CME GROUP INC COM 12572Q105 65,470 567,580 SH   DFND 17 478,215 0 89,365
CME GROUP INC COM 12572Q105 8,467 73,400 SH   DFND 20 73,400 0 0
CME GROUP INC COM 12572Q105 16,570 143,647 SH   DFND 21 142,211 0 1,436
CME GROUP INC CALL 12572Q905 5,168 44,800 SH Call DFND 4 44,800 0 0
CME GROUP INC PUT 12572Q955 90,273 782,600 SH Put DFND 4 782,600 0 0
CMS ENERGY CORP COM 125896100 9,829 236,156 SH   DFND 17 228,114 0 8,042
CMS ENERGY CORP COM 125896100 22,989 552,348 SH   DFND 21 513,340 0 39,008
CMS ENERGY CORP COM 125896100 83 2,001 SH   DFND 25 2,001 0 0
CNA FINL CORP COM 126117100 445 10,717 SH   DFND 17 10,717 0 0
CNA FINL CORP COM 126117100 226 5,447 SH   DFND 20 5,447 0 0
CNA FINL CORP COM 126117100 2,296 55,321 SH   DFND 21 51,320 0 4,001
CNO FINL GROUP INC COM 12621E103 3,563 186,060 SH   DFND 21 59,958 0 126,102
CRH PLC ADR 12626K203 4,192 121,934 SH   DFND 17 121,934 0 0
CSG SYS INTL INC COM 126349109 28,750 594,000 SH   DFND 3 594,000 0 0
CSG SYS INTL INC COM 126349109 2,370 48,960 SH   DFND 21 14,007 0 34,953
CSX CORP COM 126408103 10,868 302,475 SH   DFND 3 302,475 0 0
CSX CORP COM 126408103 14,192 395,000 SH   DFND 4 395,000 0 0
CSX CORP COM 126408103 4,958 138,004 SH   DFND 17 136,820 0 1,184
CSX CORP COM 126408103 21,173 589,272 SH   DFND 21 525,828 0 63,444
CSX CORP CALL 126408903 3,424 95,300 SH Call DFND 4 95,300 0 0
CSX CORP PUT 126408953 46,961 1,307,000 SH Put DFND 4 1,307,000 0 0
CST BRANDS INC COM 12646R105 8,333 173,061 SH   DFND 4 173,061 0 0
CST BRANDS INC COM 12646R105 27,523 571,619 SH   DFND 21 571,619 0 0
CSRA INC COM 12650T104 51,606 1,620,800 SH   DFND 3 1,620,800 0 0
CSRA INC COM 12650T104 45,035 1,414,420 SH   DFND 17 1,110,181 0 304,239
CSRA INC COM 12650T104 3,918 123,042 SH   DFND 21 121,624 0 1,418
CU BANCORP CALIF COM 126534106 1,735 48,470 SH   DFND 17 48,470 0 0
CVS HEALTH CORP COM 126650100 57,376 727,108 SH   DFND 4 727,108 0 0
CVS HEALTH CORP COM 126650100 15,827 200,571 SH   DFND 17 184,034 0 16,537
CVS HEALTH CORP COM 126650100 1,848 23,424 SH   DFND 20 23,424 0 0
CVS HEALTH CORP COM 126650100 138,994 1,761,430 SH   DFND 21 1,179,843 0 581,587
CVS HEALTH CORP COM 126650100 293 3,714 SH   DFND 25 3,714 0 0
CVS HEALTH CORP CALL 126650900 24,328 308,300 SH Call DFND 4 308,300 0 0
CVS HEALTH CORP PUT 126650950 141,643 1,795,000 SH Put DFND 4 1,795,000 0 0
CYS INVTS INC COM 12673A108 5,526 714,813 SH   DFND 17 463,444 0 251,369
CYS INVTS INC COM 12673A108 205 26,471 SH   DFND 20 26,471 0 0
CYS INVTS INC COM 12673A108 8,403 1,087,010 SH   DFND 21 492,837 0 594,173
CA INC COM 12673P105 95,454 3,004,543 SH   DFND 3 3,000,243 0 4,300
CA INC COM 12673P105 28,914 910,112 SH   DFND 17 691,829 0 218,283
CA INC COM 12673P105 724 22,801 SH   DFND 20 22,801 0 0
CA INC COM 12673P105 24,392 767,770 SH   DFND 21 413,526 0 354,244
CABELAS INC COM 126804301 10,506 179,430 SH   DFND 4 179,430 0 0
CABELAS INC COM 126804301 25,762 440,000 SH   DFND 21 440,000 0 0
CABOT CORP COM 127055101 51,276 1,014,566 SH   DFND 3 1,014,566 0 0
CABOT CORP COM 127055101 3,254 64,387 SH   DFND 17 64,387 0 0
CABOT CORP COM 127055101 4,599 91,000 SH   DFND 20 91,000 0 0
CABOT CORP COM 127055101 750 14,832 SH   DFND 21 12,033 0 2,799
CABOT OIL & GAS CORP COM 127097103 14 591 SH   DFND 17 0 0 591
CABOT OIL & GAS CORP COM 127097103 2,115 90,551 SH   DFND 21 39,697 0 50,854
CABOT MICROELECTRONICS CORP COM 12709P103 1,879 29,742 SH   DFND 17 19,763 0 9,979
CABOT MICROELECTRONICS CORP COM 12709P103 8,513 134,768 SH   DFND 21 134,768 0 0
CACI INTL INC CL A 127190304 549 4,415 SH   DFND 17 4,415 0 0
CACI INTL INC CL A 127190304 281 2,259 SH   DFND 20 2,259 0 0
CACI INTL INC CL A 127190304 3,103 24,964 SH   DFND 21 19,931 0 5,033
CADENCE DESIGN SYSTEM INC COM 127387108 14,180 562,248 SH   DFND 17 562,248 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,339 53,089 SH   DFND 21 0 0 53,089
CAL MAINE FOODS INC COM NEW 128030202 2,050 46,414 SH   DFND 17 25,927 0 20,487
CAL MAINE FOODS INC COM NEW 128030202 15,415 348,961 SH   DFND 21 314,858 0 34,103
CALAVO GROWERS INC COM 128246105 7,678 125,055 SH   DFND 17 125,055 0 0
CALAVO GROWERS INC COM 128246105 3,697 60,211 SH   DFND 21 60,211 0 0
CALAVO GROWERS INC COM 128246105 4,611 75,092 SH   DFND 24 75,092 0 0
CALERES INC COM 129500104 191 5,807 SH   DFND 17 0 0 5,807
CALERES INC COM 129500104 1,562 47,587 SH   DFND 21 23,062 0 24,525
CALIFORNIA RES CORP COM NEW 13057Q206 10,858 510,000 SH   DFND 4 510,000 0 0
CALLAWAY GOLF CO COM 131193104 632 57,685 SH   DFND 17 31,545 0 26,140
CALLIDUS SOFTWARE INC COM 13123E500 4,017 239,086 SH   DFND 17 239,086 0 0
CALLON PETE CO DEL COM 13123X102 8,634 561,759 SH   DFND 17 464,487 0 97,272
CALLON PETE CO DEL COM 13123X102 7,941 516,667 SH   DFND 21 88,831 0 427,836
CAMBREX CORP COM 132011107 2,519 46,685 SH   DFND 17 33,720 0 12,965
CAMBREX CORP COM 132011107 96 1,772 SH   DFND 21 1,772 0 0
CAMDEN PPTY TR SH BEN INT 133131102 85 1,008 SH   DFND 17 1,008 0 0
CAMDEN PPTY TR SH BEN INT 133131102 658 7,831 SH   DFND 21 0 0 7,831
CAMECO CORP COM 13321L108 18,759 1,791,741 SH   DFND 21 1,791,741 0 0
CAMPBELL SOUP CO COM 134429109 15 244 SH   DFND 17 0 0 244
CAMPBELL SOUP CO COM 134429109 788 13,031 SH   DFND 21 3,402 0 9,629
CDN IMPERIAL BK COMM TORONTO COM 136069101 15,239 186,528 SH   DFND 17 29,790 0 156,738
CDN IMPERIAL BK COMM TORONTO COM 136069101 877 10,740 SH   DFND 20 10,740 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 61,462 752,300 SH   DFND 21 451,194 0 301,106
CDN IMPERIAL BK COMM TORONTO COM 136069101 277 3,385 SH   DFND 25 3,385 0 0
CANADIAN NATL RY CO COM 136375102 7,695 114,188 SH   DFND 17 8,370 0 105,818
CANADIAN NATL RY CO COM 136375102 5,290 78,503 SH   DFND 21 30,154 0 48,349
CANADIAN NAT RES LTD COM 136385101 6,536 204,836 SH   DFND 17 204,836 0 0
CANADIAN NAT RES LTD COM 136385101 15,239 477,573 SH   DFND 21 94,171 0 383,402
CANADIAN PAC RY LTD COM 13645T100 28,548 199,850 SH   DFND 3 124,750 0 75,100
CANADIAN PAC RY LTD COM 13645T100 3,876 27,137 SH   DFND 17 27,137 0 0
CANTEL MEDICAL CORP COM 138098108 10,203 129,556 SH   DFND 17 110,933 0 18,623
CANTEL MEDICAL CORP COM 138098108 777 9,864 SH   DFND 21 8,564 0 1,300
CAPELLA EDUCATION COMPANY COM 139594105 420 4,780 SH   DFND 17 4,780 0 0
CAPELLA EDUCATION COMPANY COM 139594105 2,947 33,562 SH   DFND 21 19,920 0 13,642
CAPITAL ONE FINL CORP COM 14040H105 20,986 240,559 SH   DFND 4 240,559 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,288 83,535 SH   DFND 17 69,512 0 14,023
CAPITAL ONE FINL CORP COM 14040H105 593 6,797 SH   DFND 20 6,797 0 0
CAPITAL ONE FINL CORP COM 14040H105 57,955 664,314 SH   DFND 21 529,966 0 134,348
CAPITAL ONE FINL CORP COM 14040H105 151 1,734 SH   DFND 25 1,734 0 0
CAPITAL ONE FINL CORP CALL 14040H905 12,187 139,700 SH Call DFND 4 139,700 0 0
CAPITAL ONE FINL CORP PUT 14040H955 101,574 1,164,300 SH Put DFND 4 1,164,300 0 0
CAPITOL FED FINL INC COM 14057J101 441 26,809 SH   DFND 17 26,809 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 507 49,781 SH   DFND 17 49,781 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 2,496 244,909 SH   DFND 21 185,753 0 59,156
CARA THERAPEUTICS INC COM 140755109 2,420 260,459 SH   DFND 17 253,162 0 7,297
CARBONITE INC COM 141337105 2,536 154,634 SH   DFND 17 58,605 0 96,029
CARDINAL HEALTH INC COM 14149Y108 5,455 75,800 SH   DFND 3 75,800 0 0
CARDINAL HEALTH INC COM 14149Y108 1,526 21,204 SH   DFND 4 21,204 0 0
CARDINAL HEALTH INC COM 14149Y108 12,368 171,856 SH   DFND 17 155,306 0 16,550
CARDINAL HEALTH INC COM 14149Y108 55,642 773,127 SH   DFND 21 517,973 0 255,154
CARDINAL HEALTH INC COM 14149Y108 159 2,205 SH   DFND 25 2,205 0 0
CARDINAL HEALTH INC CALL 14149Y908 892 12,400 SH Call DFND 4 12,400 0 0
CARDINAL HEALTH INC PUT 14149Y958 16,668 231,600 SH Put DFND 4 231,600 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 1,944 80,305 SH   DFND 17 56,795 0 23,510
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 54,430 46,160,000 PRN   DFND 17 39,035,000 0 7,125,000
CARE CAP PPTYS INC COM 141624106 39,432 1,577,275 SH   DFND 3 1,577,275 0 0
CARE CAP PPTYS INC COM 141624106 638 25,514 SH   DFND 17 25,514 0 0
CARE CAP PPTYS INC COM 141624106 79 3,174 SH   DFND 21 0 0 3,174
CARE COM INC COM 141633107 1,369 159,708 SH   DFND 17 71,978 0 87,730
CAREER EDUCATION CORP COM 141665109 14 1,419 SH   DFND 17 1,419 0 0
CAREER EDUCATION CORP COM 141665109 456 45,146 SH   DFND 21 45,146 0 0
CARETRUST REIT INC COM 14174T107 630 41,124 SH   DFND 17 41,124 0 0
CARETRUST REIT INC COM 14174T107 177 11,559 SH   DFND 20 11,559 0 0
CARETRUST REIT INC COM 14174T107 1,752 114,385 SH   DFND 21 108,928 0 5,457
CARLISLE COS INC COM 142339100 7,947 72,060 SH   DFND 3 72,060 0 0
CARLISLE COS INC COM 142339100 24,954 226,255 SH   DFND 17 194,763 0 31,492
CARLISLE COS INC COM 142339100 704 6,381 SH   DFND 20 6,381 0 0
CARLISLE COS INC COM 142339100 15,038 136,351 SH   DFND 21 63,524 0 72,827
CARMAX INC COM 143130102 15 238 SH   DFND 17 0 0 238
CARMAX INC COM 143130102 2,397 37,226 SH   DFND 21 37,226 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 9,371 180,000 SH   DFND 4 180,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 28 529 SH   DFND 17 0 0 529
CARNIVAL CORP UNIT 99/99/9999 143658300 10,346 198,740 SH   DFND 21 119,386 0 79,354
CARNIVAL CORP CALL 143658900 1,203 23,100 SH Call DFND 4 23,100 0 0
CARNIVAL CORP PUT 143658950 9,412 180,800 SH Put DFND 4 180,800 0 0
CARNIVAL PLC ADR 14365C103 4,312 84,236 SH   DFND 17 84,236 0 0
CARNIVAL PLC ADR 14365C103 2,277 44,473 SH   DFND 21 0 0 44,473
CAROLINA FINL CORP NEW COM 143873107 228 7,396 SH   DFND 17 0 0 7,396
CARRIAGE SVCS INC COM 143905107 5,218 182,183 SH   DFND 17 174,683 0 7,500
CARRIAGE SVCS INC COM 143905107 659 23,010 SH   DFND 21 23,010 0 0
CARRIZO OIL & GAS INC COM 144577103 11,803 316,000 SH   DFND 4 316,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 5,397 353,911 SH   DFND 17 341,719 0 12,192
CARTER INC COM 146229109 15,909 184,155 SH   DFND 17 149,505 0 34,650
CARTER INC COM 146229109 318 3,681 SH   DFND 21 2,081 0 1,600
CASELLA WASTE SYS INC CL A 147448104 2,703 217,804 SH   DFND 17 129,375 0 88,429
CATALENT INC COM 148806102 9,588 355,646 SH   DFND 17 257,259 0 98,387
CATERPILLAR INC DEL COM 149123101 69 740 SH   DFND 17 0 0 740
CATERPILLAR INC DEL COM 149123101 987 10,640 SH   DFND 21 10,640 0 0
CATERPILLAR INC DEL COM 149123101 116 1,250 SH   DFND 24 1,250 0 0
CATERPILLAR INC DEL CALL 149123901 16,573 178,700 SH Call DFND 4 178,700 0 0
CATERPILLAR INC DEL PUT 149123951 111,483 1,202,100 SH Put DFND 4 1,202,100 0 0
CATHAY GEN BANCORP COM 149150104 231 6,081 SH   DFND 17 6,081 0 0
CATO CORP NEW CL A 149205106 2,500 83,100 SH   DFND 17 0 0 83,100
CATO CORP NEW CL A 149205106 893 29,688 SH   DFND 21 26,596 0 3,092
CAVCO INDS INC DEL COM 149568107 1,423 14,252 SH   DFND 17 14,252 0 0
CAVIUM INC COM 14964U108 2,507 40,151 SH   DFND 17 40,151 0 0
CAVIUM INC COM 14964U108 13 211 SH   DFND 20 211 0 0
CAVIUM INC COM 14964U108 65 1,033 SH   DFND 21 1,033 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 22,123 344,600 SH   DFND 3 344,600 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 7,913 123,255 SH   DFND 17 102,995 0 20,260
CELADON GROUP INC COM 150838100 1,360 190,201 SH   DFND 17 185,216 0 4,985
CELANESE CORP DEL COM SER A 150870103 106,992 1,358,801 SH   DFND 3 1,358,801 0 0
CELANESE CORP DEL COM SER A 150870103 17,679 224,530 SH   DFND 17 223,766 0 764
CELANESE CORP DEL COM SER A 150870103 784 9,952 SH   DFND 21 0 0 9,952
CELESTICA INC SUB VTG SHS 15101Q108 770 64,911 SH   DFND 17 30,922 0 33,989
CELESTICA INC SUB VTG SHS 15101Q108 198 16,725 SH   DFND 20 16,725 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,839 155,010 SH   DFND 21 142,917 0 12,093
CELGENE CORP COM 151020104 133,633 1,154,499 SH   DFND 17 978,072 0 176,427
CELGENE CORP COM 151020104 39,431 340,654 SH   DFND 21 242,712 0 97,942
CELGENE CORP COM 151020104 14,110 121,900 SH   DFND 24 121,900 0 0
CELGENE CORP CALL 151020904 31,449 271,700 SH Call DFND 4 271,700 0 0
CELGENE CORP PUT 151020954 190,027 1,641,700 SH Put DFND 4 1,641,700 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 47,257 41,960,000 PRN   DFND 17 41,515,000 0 445,000
CENCOSUD S A SPONSORED ADS 15132H101 913 108,704 SH   DFND 21 48,704 0 60,000
CENTENE CORP DEL COM 15135B101 344 6,086 SH   DFND 17 5,871 0 215
CENTENE CORP DEL COM 15135B101 155 2,751 SH   DFND 20 2,751 0 0
CENTENE CORP DEL COM 15135B101 8,734 154,553 SH   DFND 21 70,575 0 83,978
CENOVUS ENERGY INC COM 15135U109 5,049 333,512 SH   DFND 21 105,032 0 228,480
CENTERPOINT ENERGY INC COM 15189T107 1,198 48,632 SH   DFND 17 41,916 0 6,716
CENTERPOINT ENERGY INC COM 15189T107 375 15,205 SH   DFND 20 15,205 0 0
CENTERPOINT ENERGY INC COM 15189T107 9,383 380,784 SH   DFND 21 230,266 0 150,518
CENTERSTATE BANKS INC COM 15201P109 18,476 734,055 SH   DFND 17 631,199 0 102,856
CENTERSTATE BANKS INC COM 15201P109 185 7,344 SH   DFND 20 7,344 0 0
CENTERSTATE BANKS INC COM 15201P109 1,961 77,908 SH   DFND 21 65,839 0 12,069
CENTRAL FD CDA LTD CL A 153501101 29,775 2,608,081 SH   DFND 3 2,608,081 0 0
CENTRAL GARDEN & PET CO COM 153527106 815 24,620 SH   DFND 17 24,620 0 0
CENTRAL GARDEN & PET CO COM 153527106 401 12,111 SH   DFND 21 12,111 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 262 8,464 SH   DFND 17 8,464 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 97 3,153 SH   DFND 20 3,153 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,782 154,766 SH   DFND 21 83,680 0 71,086
CENTURY CMNTYS INC COM 156504300 1,187 56,533 SH   DFND 17 51,169 0 5,364
CENTURYLINK INC COM 156700106 1,652 69,481 SH   DFND 4 69,481 0 0
CENTURYLINK INC COM 156700106 13,144 552,716 SH   DFND 17 198,940 0 353,776
CENTURYLINK INC COM 156700106 668 28,101 SH   DFND 20 28,101 0 0
CENTURYLINK INC COM 156700106 63,172 2,656,533 SH   DFND 21 2,201,333 0 455,200
CENTURYLINK INC COM 156700106 132 5,547 SH   DFND 25 5,547 0 0
CENTURYLINK INC CALL 156700906 1,301 54,700 SH Call DFND 4 54,700 0 0
CENTURYLINK INC PUT 156700956 3,239 136,200 SH Put DFND 4 136,200 0 0
CENTURYLINK INC PUT 156700956 8,799 370,000 SH Put DFND 21 370,000 0 0
CERNER CORP COM 156782104 8,924 188,398 SH   DFND 4 188,398 0 0
CERNER CORP COM 156782104 15,291 322,792 SH   DFND 17 322,410 0 382
CERNER CORP COM 156782104 18 382 SH   DFND 21 382 0 0
CERNER CORP CALL 156782904 2,260 47,700 SH Call DFND 4 47,700 0 0
CERNER CORP PUT 156782954 11,805 249,200 SH Put DFND 4 249,200 0 0
CEVA INC COM 157210105 4,859 144,821 SH   DFND 17 123,708 0 21,113
CHARLES RIV LABS INTL INC COM 159864107 17,695 232,246 SH   DFND 17 188,022 0 44,224
CHARLES RIV LABS INTL INC COM 159864107 284 3,726 SH   DFND 20 3,726 0 0
CHARLES RIV LABS INTL INC COM 159864107 5,768 75,703 SH   DFND 21 61,767 0 13,936
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,604 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 5,147 17,878 SH   DFND 4 17,878 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,297 11,452 SH   DFND 17 9,520 0 1,932
CHARTER COMMUNICATIONS INC N CL A 16119P108 13,197 45,835 SH   DFND 21 40,080 0 5,755
CHARTER COMMUNICATIONS INC N CALL 16119P908 6,565 22,800 SH Call DFND 4 22,800 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 78,861 273,900 SH Put DFND 4 273,900 0 0
CHARTER FINL CORP MD COM 16122W108 331 19,860 SH   DFND 17 19,860 0 0
CHEMED CORP NEW COM 16359R103 2,211 13,781 SH   DFND 17 1,305 0 12,476
CHEMED CORP NEW COM 16359R103 3,475 21,665 SH   DFND 21 21,665 0 0
CHEMICAL FINL CORP COM 163731102 2,254 41,604 SH   DFND 17 41,604 0 0
CHEMICAL FINL CORP COM 163731102 506 9,349 SH   DFND 20 9,349 0 0
CHEMICAL FINL CORP COM 163731102 4,362 80,528 SH   DFND 21 53,754 0 26,774
CHEMOURS CO COM 163851108 15,742 712,612 SH   DFND 17 650,172 0 62,440
CHEMOURS CO COM 163851108 844 38,200 SH   DFND 20 38,200 0 0
CHEMOURS CO COM 163851108 1,185 53,652 SH   DFND 21 39,660 0 13,992
CHEMTURA CORP COM NEW 163893209 8,349 251,487 SH   DFND 4 251,487 0 0
CHEMTURA CORP COM NEW 163893209 28,126 847,170 SH   DFND 21 847,170 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 83,608 136,825,000 PRN   DFND 17 130,070,000 0 6,755,000
CHESAPEAKE ENERGY CORP COM 165167107 57,126 8,137,653 SH   DFND 17 8,123,592 0 14,061
CHESAPEAKE ENERGY CORP COM 165167107 84 11,934 SH   DFND 21 11,934 0 0
CHEVRON CORP NEW COM 166764100 114,045 968,948 SH   DFND 3 966,948 0 2,000
CHEVRON CORP NEW COM 166764100 58,493 496,966 SH   DFND 17 467,261 0 29,705
CHEVRON CORP NEW COM 166764100 1,261 10,716 SH   DFND 20 10,716 0 0
CHEVRON CORP NEW COM 166764100 174,767 1,484,855 SH   DFND 21 968,926 0 515,929
CHEVRON CORP NEW COM 166764100 1,586 13,476 SH   DFND 24 13,476 0 0
CHEVRON CORP NEW COM 166764100 136 1,156 SH   DFND 25 1,156 0 0
CHEVRON CORP NEW CALL 166764900 69,831 593,300 SH Call DFND 4 593,300 0 0
CHEVRON CORP NEW PUT 166764950 489,962 4,162,800 SH Put DFND 4 4,162,800 0 0
CHILDRENS PL INC COM 168905107 15,390 152,449 SH   DFND 21 96,243 0 56,206
CHIMERA INVT CORP COM NEW 16934Q208 9,931 583,500 SH   DFND 17 284,508 0 298,992
CHIMERA INVT CORP COM NEW 16934Q208 221 13,000 SH   DFND 20 13,000 0 0
CHIMERA INVT CORP COM NEW 16934Q208 22,040 1,294,975 SH   DFND 21 635,617 0 659,358
CHINA BIOLOGIC PRODS INC COM 16938C106 1,100 10,231 SH   DFND 17 10,231 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 2,800 26,043 SH   DFND 21 26,043 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8,799 167,818 SH   DFND 17 167,818 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8,855 168,888 SH   DFND 21 168,888 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 604 8,500 SH   DFND 17 0 0 8,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 595 1,577 SH   DFND 4 1,577 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 14 36 SH   DFND 17 0 0 36
CHIPOTLE MEXICAN GRILL INC COM 169656105 14 36 SH   DFND 21 36 0 0
CHIPOTLE MEXICAN GRILL INC PUT 169656955 1,547 4,100 SH Put DFND 4 4,100 0 0
CHURCHILL DOWNS INC COM 171484108 2,123 14,112 SH   DFND 17 14,112 0 0
CHUYS HLDGS INC COM 171604101 1,722 53,057 SH   DFND 17 53,057 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 11,445 11,485,000 PRN   DFND 17 11,485,000 0 0
CINCINNATI FINL CORP COM 172062101 7,819 103,215 SH   DFND 17 10,088 0 93,127
CINCINNATI FINL CORP COM 172062101 13,051 172,291 SH   DFND 21 172,291 0 0
CINEMARK HOLDINGS INC COM 17243V102 159 4,145 SH   DFND 17 0 0 4,145
CINEMARK HOLDINGS INC COM 17243V102 13,093 341,315 SH   DFND 21 299,881 0 41,434
CIRRUS LOGIC INC COM 172755100 8,504 150,404 SH   DFND 17 117,943 0 32,461
CIRRUS LOGIC INC COM 172755100 413 7,299 SH   DFND 20 7,299 0 0
CIRRUS LOGIC INC COM 172755100 37,508 663,395 SH   DFND 21 504,147 0 159,248
CIRRUS LOGIC INC COM 172755100 67 1,189 SH   DFND 25 1,189 0 0
CISCO SYS INC COM 17275R102 108,374 3,586,163 SH   DFND 3 3,581,363 0 4,800
CISCO SYS INC COM 17275R102 5,328 176,302 SH   DFND 4 176,302 0 0
CISCO SYS INC COM 17275R102 228,804 7,571,280 SH   DFND 17 5,720,814 0 1,850,466
CISCO SYS INC COM 17275R102 1,794 59,360 SH   DFND 20 59,360 0 0
CISCO SYS INC COM 17275R102 248,171 8,212,131 SH   DFND 21 5,768,543 0 2,443,588
CISCO SYS INC COM 17275R102 458 15,164 SH   DFND 25 15,164 0 0
CISCO SYS INC CALL 17275R902 24,394 807,200 SH Call DFND 4 807,200 0 0
CISCO SYS INC PUT 17275R952 193,901 6,416,300 SH Put DFND 4 6,416,300 0 0
CINTAS CORP COM 172908105 12,615 109,167 SH   DFND 17 31,575 0 77,592
CINTAS CORP COM 172908105 28,408 245,826 SH   DFND 21 245,826 0 0
CITIGROUP INC COM NEW 172967424 117,924 1,984,248 SH   DFND 3 1,981,248 0 3,000
CITIGROUP INC COM NEW 172967424 132,816 2,234,829 SH   DFND 4 2,234,829 0 0
CITIGROUP INC COM NEW 172967424 75,720 1,274,102 SH   DFND 17 969,105 0 304,997
CITIGROUP INC COM NEW 172967424 2,273 38,240 SH   DFND 20 38,240 0 0
CITIGROUP INC COM NEW 172967424 241,299 4,060,216 SH   DFND 21 2,981,334 0 1,078,882
CITIGROUP INC COM NEW 172967424 266 4,473 SH   DFND 25 4,473 0 0
CITIGROUP INC CALL 172967904 47,021 791,200 SH Call DFND 4 791,200 0 0
CITIGROUP INC PUT 172967954 321,201 5,404,700 SH Put DFND 4 5,404,700 0 0
CITIZENS FINL GROUP INC COM 174610105 445 12,489 SH   DFND 4 12,489 0 0
CITIZENS FINL GROUP INC COM 174610105 542 15,207 SH   DFND 17 12,065 0 3,142
CITIZENS FINL GROUP INC COM 174610105 1,190 33,385 SH   DFND 21 647 0 32,738
CITIZENS FINL GROUP INC PUT 174610955 5,116 143,600 SH Put DFND 4 143,600 0 0
CITRIX SYS INC COM 177376100 1,495 16,735 SH   DFND 17 14,613 0 2,122
CITRIX SYS INC COM 177376100 449 5,024 SH   DFND 20 5,024 0 0
CITRIX SYS INC COM 177376100 7,769 86,993 SH   DFND 21 59,042 0 27,951
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 120,438 103,380,000 PRN   DFND 17 95,640,000 0 7,740,000
CLARCOR INC COM 179895107 28,762 348,762 SH   DFND 21 348,762 0 0
CLEARWATER PAPER CORP COM 18538R103 1,272 19,398 SH   DFND 21 3,245 0 16,153
CLIFFS NAT RES INC PUT 18683K951 11,785 1,401,300 SH Put DFND 4 1,401,300 0 0
CLIFTON BANCORP INC COM 186873105 172 10,185 SH   DFND 17 10,185 0 0
CLOROX CO DEL COM 189054109 888 7,402 SH   DFND 17 7,240 0 162
CLOROX CO DEL COM 189054109 16,581 138,150 SH   DFND 21 125,149 0 13,001
CLOROX CO DEL PUT 189054959 4,693 39,100 SH Put DFND 4 39,100 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 13,422 13,070,000 PRN   DFND 17 13,070,000 0 0
CLUBCORP HLDGS INC COM 18948M108 1,688 117,662 SH   DFND 17 117,662 0 0
COACH INC COM 189754104 12 354 SH   DFND 17 0 0 354
COACH INC COM 189754104 5,586 159,507 SH   DFND 21 57,991 0 101,516
COBALT INTL ENERGY INC COM 19075F106 4,815 3,946,473 SH   DFND 17 3,946,473 0 0
COCA COLA BOTTLING CO CONS COM 191098102 25,715 143,781 SH   DFND 3 143,781 0 0
COCA COLA BOTTLING CO CONS COM 191098102 718 4,015 SH   DFND 17 4,015 0 0
COCA COLA CO COM 191216100 40,572 978,593 SH   DFND 4 978,593 0 0
COCA COLA CO COM 191216100 84,892 2,047,567 SH   DFND 17 1,984,104 0 63,463
COCA COLA CO COM 191216100 25,948 625,846 SH   DFND 21 479,646 0 146,200
COCA COLA CO CALL 191216900 35,212 849,300 SH Call DFND 4 849,300 0 0
COCA COLA CO PUT 191216950 187,942 4,533,100 SH Put DFND 4 4,533,100 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 397 6,250 SH   DFND 21 6,250 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 3,888 94,025 SH   DFND 21 94,025 0 0
COGNEX CORP COM 192422103 16,439 258,392 SH   DFND 17 142,585 0 115,807
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,431 79,074 SH   DFND 4 79,074 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14,923 266,347 SH   DFND 17 205,603 0 60,744
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 43 768 SH   DFND 21 768 0 0
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 7,357 131,300 SH Call DFND 4 131,300 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 45,978 820,600 SH Put DFND 4 820,600 0 0
COHERENT INC COM 192479103 16,793 122,235 SH   DFND 17 81,002 0 41,233
COHERENT INC COM 192479103 281 2,042 SH   DFND 20 2,042 0 0
COHERENT INC COM 192479103 10,445 76,026 SH   DFND 21 64,155 0 11,871
COHERUS BIOSCIENCES INC COM 19249H103 2,908 103,305 SH   DFND 17 103,305 0 0
COHERUS BIOSCIENCES INC COM 19249H103 1,669 59,300 SH   DFND 24 59,300 0 0
COLGATE PALMOLIVE CO COM 194162103 20,225 309,065 SH   DFND 4 309,065 0 0
COLGATE PALMOLIVE CO COM 194162103 1,521 23,249 SH   DFND 17 22,124 0 1,125
COLGATE PALMOLIVE CO COM 194162103 49,463 755,855 SH   DFND 21 489,611 0 266,244
COLGATE PALMOLIVE CO COM 194162103 497 7,600 SH   DFND 24 7,600 0 0
COLGATE PALMOLIVE CO CALL 194162903 13,448 205,500 SH Call DFND 4 205,500 0 0
COLGATE PALMOLIVE CO PUT 194162953 90,111 1,377,000 SH Put DFND 4 1,377,000 0 0
COLONY CAP INC CL A 19624R106 16,013 790,765 SH   DFND 17 650,758 0 140,007
COLONY CAP INC CL A 19624R106 294 14,512 SH   DFND 21 8,312 0 6,200
COLONY STARWOOD HOMES COM 19625X102 4,627 160,602 SH   DFND 4 160,602 0 0
COLUCID PHARMACEUTICALS INC COM 19716T101 209 5,732 SH   DFND 17 5,732 0 0
COLUCID PHARMACEUTICALS INC COM 19716T101 883 24,257 SH   DFND 21 24,257 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 134 2,296 SH   DFND 17 2,296 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 122 2,090 SH   DFND 21 2,090 0 0
COMFORT SYS USA INC COM 199908104 47,043 1,412,700 SH   DFND 3 1,412,700 0 0
COMFORT SYS USA INC COM 199908104 3,733 112,115 SH   DFND 17 98,700 0 13,415
COMCAST CORP NEW CL A 20030N101 259,614 3,759,803 SH   DFND 17 3,451,020 0 308,783
COMCAST CORP NEW CL A 20030N101 1,692 24,505 SH   DFND 20 24,505 0 0
COMCAST CORP NEW CL A 20030N101 230,115 3,332,582 SH   DFND 21 2,400,661 0 931,921
COMCAST CORP NEW CL A 20030N101 529 7,655 SH   DFND 25 7,655 0 0
COMCAST CORP NEW CALL 20030N901 33,296 482,200 SH Call DFND 4 482,200 0 0
COMCAST CORP NEW PUT 20030N951 289,016 4,185,600 SH Put DFND 4 4,185,600 0 0
COMERICA INC COM 200340107 15 218 SH   DFND 17 0 0 218
COMERICA INC COM 200340107 1,107 16,255 SH   DFND 21 218 0 16,037
COMMVAULT SYSTEMS INC COM 204166102 353 6,875 SH   DFND 17 0 0 6,875
COMMVAULT SYSTEMS INC COM 204166102 342 6,663 SH   DFND 21 6,663 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 10,592 1,220,237 SH   DFND 17 1,220,237 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 217 25,600 SH   DFND 17 0 0 25,600
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 897 79,538 SH   DFND 17 79,538 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 17,636 1,563,431 SH   DFND 21 1,533,293 0 30,138
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 2,151 120,175 SH   DFND 17 89,215 0 30,960
COMPUTER SCIENCES CORP COM 205363104 76,956 1,295,118 SH   DFND 17 1,042,980 0 252,138
COMPUTER SCIENCES CORP COM 205363104 14,823 249,463 SH   DFND 21 247,586 0 1,877
CONAGRA BRANDS INC COM 205887102 3,101 78,400 SH   DFND 3 78,400 0 0
CONAGRA BRANDS INC COM 205887102 1,289 32,600 SH   DFND 17 28,400 0 4,200
CONAGRA BRANDS INC COM 205887102 942 23,819 SH   DFND 21 23,819 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 1,298 126,128 SH   DFND 17 121,810 0 4,318
CONCHO RES INC COM 20605P101 3,159 23,823 SH   DFND 4 23,823 0 0
CONCHO RES INC COM 20605P101 25,072 189,082 SH   DFND 17 188,897 0 185
CONCHO RES INC COM 20605P101 70 527 SH   DFND 21 527 0 0
CONCHO RES INC COM 20605P101 2,453 18,500 SH   DFND 24 18,500 0 0
CONCHO RES INC CALL 20605P901 2,214 16,700 SH Call DFND 4 16,700 0 0
CONCHO RES INC PUT 20605P951 19,094 144,000 SH Put DFND 4 144,000 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 130 61,398 SH   DFND 17 0 0 61,398
CONCORDIA INTERNATIONAL CORP COM 20653P102 135 63,688 SH   DFND 21 33,611 0 30,077
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 17,744 753,477 SH   DFND 3 753,477 0 0
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 1,742 73,970 SH   DFND 17 45,395 0 28,575
CONNS INC COM 208242107 137 10,837 SH   DFND 21 7,970 0 2,867
CONOCOPHILLIPS COM 20825C104 726 14,488 SH   DFND 17 12,920 0 1,568
CONOCOPHILLIPS COM 20825C104 4,877 97,266 SH   DFND 21 53,040 0 44,226
CONOCOPHILLIPS CALL 20825C904 18,813 375,200 SH Call DFND 4 375,200 0 0
CONOCOPHILLIPS PUT 20825C954 90,783 1,810,600 SH Put DFND 4 1,810,600 0 0
CONSOLIDATED EDISON INC COM 209115104 2,302 31,242 SH   DFND 4 31,242 0 0
CONSOLIDATED EDISON INC COM 209115104 11,552 156,782 SH   DFND 17 41,446 0 115,336
CONSOLIDATED EDISON INC COM 209115104 44,251 600,577 SH   DFND 21 446,870 0 153,707
CONSOLIDATED EDISON INC COM 209115104 145 1,967 SH   DFND 25 1,967 0 0
CONSOLIDATED EDISON INC CALL 209115904 6,263 85,000 SH Call DFND 4 85,000 0 0
CONSOLIDATED EDISON INC PUT 209115954 38,697 525,200 SH Put DFND 4 525,200 0 0
CONSTELLATION BRANDS INC CL A 21036P108 10,374 67,666 SH   DFND 4 67,666 0 0
CONSTELLATION BRANDS INC CL A 21036P108 68,874 449,244 SH   DFND 17 444,125 0 5,119
CONSTELLATION BRANDS INC CL A 21036P108 10,055 65,586 SH   DFND 20 65,586 0 0
CONSTELLATION BRANDS INC CL A 21036P108 13,444 87,693 SH   DFND 21 22,707 0 64,986
CONSTELLATION BRANDS INC CL A 21036P108 5,519 36,000 SH   DFND 24 36,000 0 0
CONSTELLATION BRANDS INC CALL 21036P908 9,475 61,800 SH Call DFND 4 61,800 0 0
CONSTELLATION BRANDS INC PUT 21036P958 74,892 488,500 SH Put DFND 4 488,500 0 0
CONTAINER STORE GROUP INC COM 210751103 647 101,920 SH   DFND 17 101,920 0 0
CONTINENTAL RESOURCES INC COM 212015101 30,817 597,930 SH   DFND 17 594,597 0 3,333
CONTINENTAL RESOURCES INC COM 212015101 73 1,422 SH   DFND 21 1,422 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,649 32,000 SH   DFND 24 32,000 0 0
CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1,145 76,125 SH   DFND 17 76,125 0 0
CONVERGYS CORP COM 212485106 35,619 1,450,267 SH   DFND 3 1,450,267 0 0
CONVERGYS CORP COM 212485106 3,015 122,746 SH   DFND 17 73,719 0 49,027
CONVERGYS CORP COM 212485106 690 28,110 SH   DFND 20 28,110 0 0
CONVERGYS CORP COM 212485106 31,697 1,290,607 SH   DFND 21 918,176 0 372,431
CONVERGYS CORP COM 212485106 37 1,516 SH   DFND 25 1,516 0 0
COOPER COS INC COM NEW 216648402 6,992 39,970 SH   DFND 17 39,909 0 61
COOPER COS INC COM NEW 216648402 2,052 11,729 SH   DFND 20 11,729 0 0
COOPER COS INC COM NEW 216648402 11,398 65,158 SH   DFND 21 32,446 0 32,712
COOPER STD HLDGS INC COM 21676P103 13,676 132,289 SH   DFND 17 109,041 0 23,248
COOPER STD HLDGS INC COM 21676P103 211 2,041 SH   DFND 20 2,041 0 0
COOPER STD HLDGS INC COM 21676P103 19,973 193,197 SH   DFND 21 121,826 0 71,371
COOPER TIRE & RUBR CO COM 216831107 6,359 163,686 SH   DFND 21 44,330 0 119,356
COPART INC COM 217204106 1,132 20,424 SH   DFND 17 20,424 0 0
COPART INC COM 217204106 4,499 81,197 SH   DFND 21 81,197 0 0
CORCEPT THERAPEUTICS INC COM 218352102 1,010 139,113 SH   DFND 17 139,113 0 0
CORE MARK HOLDING CO INC COM 218681104 1,545 35,862 SH   DFND 17 35,862 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 453 13,000 SH   DFND 17 13,000 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 612 17,553 SH   DFND 21 17,553 0 0
CORELOGIC INC COM 21871D103 150 4,075 SH   DFND 17 0 0 4,075
CORELOGIC INC COM 21871D103 1,222 33,169 SH   DFND 21 33,169 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 29,839 705,257 SH   DFND 17 705,257 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 1,162 1,120,000 PRN   DFND 17 1,120,000 0 0
CORNING INC COM 219350105 7,177 295,700 SH   DFND 3 295,700 0 0
CORNING INC COM 219350105 157,439 6,486,967 SH   DFND 17 5,887,340 0 599,627
CORNING INC COM 219350105 936 38,574 SH   DFND 20 38,574 0 0
CORNING INC COM 219350105 63,914 2,633,468 SH   DFND 21 1,781,306 0 852,162
CORNING INC CALL 219350905 4,352 179,300 SH Call DFND 4 179,300 0 0
CORNING INC PUT 219350955 15,394 634,300 SH Put DFND 4 634,300 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 1,650 115,405 SH   DFND 17 115,405 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,801 17,492 SH   DFND 4 17,492 0 0
COSTCO WHSL CORP NEW COM 22160K105 137,783 860,549 SH   DFND 17 779,762 0 80,787
COSTCO WHSL CORP NEW COM 22160K105 4,976 31,077 SH   DFND 21 31,077 0 0
COSTCO WHSL CORP NEW CALL 22160K905 23,488 146,700 SH Call DFND 4 146,700 0 0
COSTCO WHSL CORP NEW PUT 22160K955 164,385 1,026,700 SH Put DFND 4 1,026,700 0 0
COSTAR GROUP INC COM 22160N109 12,016 63,749 SH   DFND 17 54,349 0 9,400
COSTAR GROUP INC COM 22160N109 132 700 SH   DFND 21 0 0 700
COTT CORP QUE COM 22163N106 1,465 129,292 SH   DFND 17 129,292 0 0
COUSINS PPTYS INC COM 222795106 23,507 2,762,300 SH   DFND 3 2,762,300 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 741 38,312 SH   DFND 17 34,685 0 3,627
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,844 11,046 SH   DFND 17 8,196 0 2,850
CRACKER BARREL OLD CTRY STOR COM 22410J106 142 852 SH   DFND 20 852 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 14,995 89,799 SH   DFND 21 88,529 0 1,270
CRAFT BREW ALLIANCE INC COM 224122101 2,063 122,098 SH   DFND 17 118,385 0 3,713
CRANE CO COM 224399105 56,145 778,490 SH   DFND 3 778,490 0 0
CRANE CO COM 224399105 5,685 78,832 SH   DFND 17 78,832 0 0
CRANE CO COM 224399105 84 1,170 SH   DFND 20 1,170 0 0
CRANE CO COM 224399105 1,273 17,657 SH   DFND 21 13,341 0 4,316
CREDIT ACCEP CORP MICH COM 225310101 2,147 9,873 SH   DFND 17 6,908 0 2,965
CREDIT ACCEP CORP MICH COM 225310101 6,865 31,563 SH   DFND 21 31,563 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 38,160 2,666,670 SH   DFND 4 2,666,670 0 0
CRESCENT PT ENERGY CORP COM 22576C101 45 3,302 SH   DFND 17 762 0 2,540
CRESCENT PT ENERGY CORP COM 22576C101 1,772 130,198 SH   DFND 21 31,401 0 98,797
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 2,603 101,865 SH   DFND 17 74,955 0 26,910
CRITEO S A SPONS ADS 226718104 97,228 2,366,796 SH   DFND 17 2,264,991 0 101,805
CRITEO S A SPONS ADS 226718104 4,954 120,592 SH   DFND 21 120,592 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 4,120 263,962 SH   DFND 17 254,817 0 9,145
CROWN CASTLE INTL CORP NEW COM 22822V101 7,064 81,409 SH   DFND 4 81,409 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,901 44,954 SH   DFND 17 44,498 0 456
CROWN CASTLE INTL CORP NEW COM 22822V101 30,836 355,378 SH   DFND 21 355,378 0 0
CROWN CASTLE INTL CORP NEW CALL 22822V901 7,992 92,100 SH Call DFND 4 92,100 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 54,925 633,000 SH Put DFND 4 633,000 0 0
CRYOLIFE INC COM 228903100 1,708 89,190 SH   DFND 17 89,190 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 561 14,030 SH   DFND 17 14,030 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,116 102,895 SH   DFND 20 0 0 102,895
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 77 1,934 SH   DFND 21 1,934 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 480 12,000 SH   DFND 24 12,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 13,774 11,725,000 PRN   DFND 17 11,725,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 16,794 16,265,000 PRN   DFND 17 16,265,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 19,291 18,135,000 PRN   DFND 17 18,135,000 0 0
CUBESMART COM 229663109 4,994 186,554 SH   DFND 4 186,554 0 0
CUBESMART COM 229663109 505 18,876 SH   DFND 17 0 0 18,876
CUBESMART COM 229663109 14,809 553,198 SH   DFND 21 518,307 0 34,891
CUMMINS INC COM 231021106 10,717 78,415 SH   DFND 3 78,415 0 0
CUMMINS INC COM 231021106 1,801 13,181 SH   DFND 17 12,986 0 195
CUMMINS INC COM 231021106 311 2,279 SH   DFND 21 2,279 0 0
CUMMINS INC CALL 231021906 5,357 39,200 SH Call DFND 4 39,200 0 0
CUMMINS INC PUT 231021956 56,527 413,600 SH Put DFND 4 413,600 0 0
CURTISS WRIGHT CORP COM 231561101 1,151 11,697 SH   DFND 21 0 0 11,697
CYBEROPTICS CORP COM 232517102 724 27,751 SH   DFND 17 25,087 0 2,664
CYNOSURE INC CL A 232577205 13,614 298,563 SH   DFND 17 256,768 0 41,795
CYNOSURE INC CL A 232577205 130 2,850 SH   DFND 21 0 0 2,850
CYPRESS SEMICONDUCTOR CORP COM 232806109 51,473 4,499,350 SH   DFND 17 3,370,485 0 1,128,865
CYRUSONE INC COM 23283R100 35,177 786,424 SH   DFND 3 786,424 0 0
CYRUSONE INC COM 23283R100 4 100 SH   DFND 17 100 0 0
DMC GLOBAL INC COM 23291C103 1,462 92,220 SH   DFND 17 83,468 0 8,752
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,274 110,153 SH   DFND 4 110,153 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 743 15,515 SH   DFND 21 15,515 0 0
D R HORTON INC COM 23331A109 5,660 207,100 SH   DFND 3 207,100 0 0
D R HORTON INC COM 23331A109 5,466 200,000 SH   DFND 4 200,000 0 0
D R HORTON INC COM 23331A109 812 29,709 SH   DFND 17 29,279 0 430
D R HORTON INC COM 23331A109 204 7,458 SH   DFND 20 7,458 0 0
D R HORTON INC COM 23331A109 5,600 204,912 SH   DFND 21 70,872 0 134,040
DST SYS INC DEL COM 233326107 33,723 314,725 SH   DFND 3 314,725 0 0
DST SYS INC DEL COM 233326107 11,787 110,000 SH   DFND 4 110,000 0 0
DST SYS INC DEL COM 233326107 3,726 34,777 SH   DFND 17 32,617 0 2,160
DST SYS INC DEL COM 233326107 11,184 104,378 SH   DFND 21 70,305 0 34,073
DST SYS INC DEL COM 233326107 73 683 SH   DFND 25 683 0 0
DTE ENERGY CO COM 233331107 13,486 136,903 SH   DFND 17 129,030 0 7,873
DTE ENERGY CO COM 233331107 36,863 374,209 SH   DFND 21 243,441 0 130,768
DTE ENERGY CO COM 233331107 182 1,851 SH   DFND 25 1,851 0 0
DANA INCORPORATED COM 235825205 32,974 1,737,300 SH   DFND 3 1,737,300 0 0
DANA INCORPORATED COM 235825205 1,164 61,350 SH   DFND 17 25,295 0 36,055
DANAHER CORP DEL COM 235851102 4,747 60,979 SH   DFND 4 60,979 0 0
DANAHER CORP DEL COM 235851102 91,535 1,175,940 SH   DFND 17 1,038,244 0 137,696
DANAHER CORP DEL COM 235851102 1,074 13,794 SH   DFND 20 13,794 0 0
DANAHER CORP DEL COM 235851102 67,114 862,208 SH   DFND 21 772,776 0 89,432
DANAHER CORP DEL COM 235851102 5,128 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL CALL 235851902 10,446 134,200 SH Call DFND 4 134,200 0 0
DANAHER CORP DEL PUT 235851952 55,126 708,200 SH Put DFND 4 708,200 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,422 475,000 PRN   DFND 17 475,000 0 0
DARDEN RESTAURANTS INC COM 237194105 6,650 91,450 SH   DFND 17 66,261 0 25,189
DARDEN RESTAURANTS INC COM 237194105 431 5,923 SH   DFND 20 5,923 0 0
DARDEN RESTAURANTS INC COM 237194105 32,556 447,686 SH   DFND 21 424,282 0 23,404
DATALINK CORP COM 237934104 6,141 545,380 SH   DFND 21 545,380 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 17,752 315,317 SH   DFND 17 263,943 0 51,374
DAVE & BUSTERS ENTMT INC COM 238337109 781 13,872 SH   DFND 21 3,071 0 10,801
DAVITA INC COM 23918K108 23 366 SH   DFND 17 167 0 199
DAVITA INC COM 23918K108 243 3,787 SH   DFND 21 3,787 0 0
DEAN FOODS CO NEW COM NEW 242370203 1,054 48,402 SH   DFND 17 34,428 0 13,974
DEAN FOODS CO NEW COM NEW 242370203 358 16,444 SH   DFND 20 16,444 0 0
DEAN FOODS CO NEW COM NEW 242370203 18,762 861,450 SH   DFND 21 622,485 0 238,965
DEAN FOODS CO NEW COM NEW 242370203 95 4,381 SH   DFND 25 4,381 0 0
DEERE & CO COM 244199105 662 6,420 SH   DFND 4 6,420 0 0
DEERE & CO COM 244199105 91,110 884,220 SH   DFND 17 880,155 0 4,065
DEERE & CO COM 244199105 3,412 33,110 SH   DFND 21 27,259 0 5,851
DEERE & CO COM 244199105 9,789 95,000 SH   DFND 24 95,000 0 0
DEERE & CO CALL 244199905 2,720 26,400 SH Call DFND 4 26,400 0 0
DEERE & CO PUT 244199955 80,928 785,400 SH Put DFND 4 785,400 0 0
DELEK US HLDGS INC COM 246647101 746 30,992 SH   DFND 21 28,204 0 2,788
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 15,733 551,069 SH   DFND 3 551,069 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 94 1,703 SH   DFND 4 1,703 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,107 20,139 SH   DFND 17 17,366 0 2,773
DELL TECHNOLOGIES INC COM CL V 24703L103 41 738 SH   DFND 20 738 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,362 24,769 SH   DFND 21 18,989 0 5,780
DELL TECHNOLOGIES INC COM CL V 24703L103 7 135 SH   DFND 25 135 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 7,833 159,232 SH   DFND 17 110,747 0 48,485
DELTA AIR LINES INC DEL COM NEW 247361702 360 7,314 SH   DFND 20 7,314 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 34,109 693,405 SH   DFND 21 672,520 0 20,885
DELTA AIR LINES INC DEL CALL 247361902 12,298 250,000 SH Call DFND 4 250,000 0 0
DELTA AIR LINES INC DEL PUT 247361952 71,227 1,448,000 SH Put DFND 4 1,448,000 0 0
DENBURY RES INC COM NEW 247916208 2,372 644,621 SH   DFND 17 644,621 0 0
DELUXE CORP COM 248019101 41,636 581,423 SH   DFND 3 581,423 0 0
DELUXE CORP COM 248019101 5,975 83,441 SH   DFND 17 69,357 0 14,084
DELUXE CORP COM 248019101 421 5,877 SH   DFND 20 5,877 0 0
DELUXE CORP COM 248019101 19,175 267,772 SH   DFND 21 154,592 0 113,180
DENTSPLY SIRONA INC COM 24906P109 1,543 26,735 SH   DFND 17 26,443 0 292
DENTSPLY SIRONA INC COM 24906P109 17,919 310,387 SH   DFND 21 96,579 0 213,808
DERMIRA INC COM 24983L104 2,715 89,510 SH   DFND 17 89,510 0 0
DERMIRA INC COM 24983L104 455 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 734 650,000 PRN   DFND 17 650,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 7,960 174,295 SH   DFND 3 174,295 0 0
DEVON ENERGY CORP NEW COM 25179M103 19,217 420,778 SH   DFND 17 217,210 0 203,568
DEVON ENERGY CORP NEW COM 25179M103 1,015 22,221 SH   DFND 21 22,221 0 0
DEVON ENERGY CORP NEW CALL 25179M903 5,937 130,000 SH Call DFND 4 130,000 0 0
DEVON ENERGY CORP NEW PUT 25179M953 34,444 754,200 SH Put DFND 4 754,200 0 0
DEVRY ED GROUP INC COM 251893103 824 26,420 SH   DFND 21 26,420 0 0
DEXCOM INC COM 252131107 47,134 789,515 SH   DFND 17 691,121 0 98,394
DEXCOM INC COM 252131107 390 6,534 SH   DFND 21 1,557 0 4,977
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,018 170,500 SH   DFND 17 170,500 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 104 5,873 SH   DFND 20 5,873 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 5,486 309,940 SH   DFND 21 309,940 0 0
DICKS SPORTING GOODS INC COM 253393102 13,630 256,677 SH   DFND 17 244,227 0 12,450
DICKS SPORTING GOODS INC COM 253393102 9,812 184,790 SH   DFND 21 66,696 0 118,094
DIGITAL RLTY TR INC COM 253868103 5,591 56,900 SH   DFND 3 56,900 0 0
DIGITAL RLTY TR INC COM 253868103 15,949 162,316 SH   DFND 4 162,316 0 0
DIGITAL RLTY TR INC COM 253868103 25 257 SH   DFND 17 57 0 200
DIGITAL RLTY TR INC COM 253868103 20 200 SH   DFND 21 200 0 0
DIME CMNTY BANCSHARES COM 253922108 6 279 SH   DFND 17 279 0 0
DIME CMNTY BANCSHARES COM 253922108 199 9,923 SH   DFND 21 2,724 0 7,199
DILLARDS INC CL A 254067101 2,949 47,038 SH   DFND 17 47,038 0 0
DILLARDS INC CL A 254067101 2,086 33,277 SH   DFND 21 25,073 0 8,204
DINEEQUITY INC COM 254423106 35,605 462,400 SH   DFND 3 462,400 0 0
DINEEQUITY INC COM 254423106 748 9,716 SH   DFND 17 9,716 0 0
DINEEQUITY INC COM 254423106 7,629 99,082 SH   DFND 21 82,146 0 16,936
DISNEY WALT CO COM DISNEY 254687106 2,592 24,869 SH   DFND 4 20,660 0 4,209
DISNEY WALT CO COM DISNEY 254687106 160,401 1,539,057 SH   DFND 17 1,500,433 0 38,624
DISNEY WALT CO COM DISNEY 254687106 111,628 1,071,082 SH   DFND 21 674,291 0 396,791
DISNEY WALT CO COM DISNEY 254687106 106 1,020 SH   DFND 24 1,020 0 0
DISNEY WALT CO COM DISNEY 254687106 240 2,305 SH   DFND 25 2,305 0 0
DISNEY WALT CO CALL 254687906 53,079 509,300 SH Call DFND 4 509,300 0 0
DISNEY WALT CO PUT 254687956 303,082 2,908,100 SH Put DFND 4 2,908,100 0 0
DISCOVER FINL SVCS COM 254709108 11,269 156,320 SH   DFND 3 156,320 0 0
DISCOVER FINL SVCS COM 254709108 5,894 81,758 SH   DFND 17 80,324 0 1,434
DISCOVER FINL SVCS COM 254709108 25,542 354,305 SH   DFND 21 270,448 0 83,857
DISCOVER FINL SVCS CALL 254709908 6,351 88,100 SH Call DFND 4 88,100 0 0
DISCOVER FINL SVCS PUT 254709958 66,099 916,900 SH Put DFND 4 916,900 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 7 279 SH   DFND 17 0 0 279
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 948 35,391 SH   DFND 21 279 0 35,112
DISH NETWORK CORP CL A 25470M109 5,176 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 802 13,852 SH   DFND 21 0 0 13,852
DR REDDYS LABS LTD ADR 256135203 380 8,400 SH   DFND 17 6,600 0 1,800
DR REDDYS LABS LTD ADR 256135203 788 17,412 SH   DFND 21 14,532 0 2,880
DOLBY LABORATORIES INC COM 25659T107 7,249 160,410 SH   DFND 17 136,265 0 24,145
DOLBY LABORATORIES INC COM 25659T107 2,413 53,397 SH   DFND 21 37,425 0 15,972
DOLLAR GEN CORP NEW COM 256677105 10,997 148,469 SH   DFND 4 148,469 0 0
DOLLAR GEN CORP NEW COM 256677105 24 321 SH   DFND 17 0 0 321
DOLLAR GEN CORP NEW COM 256677105 694 9,370 SH   DFND 21 1,421 0 7,949
DOLLAR GEN CORP NEW CALL 256677905 5,029 67,900 SH Call DFND 4 67,900 0 0
DOLLAR GEN CORP NEW PUT 256677955 46,027 621,400 SH Put DFND 4 621,400 0 0
DOLLAR TREE INC COM 256746108 11,730 151,981 SH   DFND 4 151,981 0 0
DOLLAR TREE INC COM 256746108 51,663 669,386 SH   DFND 17 561,353 0 108,033
DOLLAR TREE INC COM 256746108 23 298 SH   DFND 21 298 0 0
DOLLAR TREE INC CALL 256746908 3,967 51,400 SH Call DFND 4 51,400 0 0
DOLLAR TREE INC PUT 256746958 36,167 468,600 SH Put DFND 4 468,600 0 0
DOMINION DIAMOND CORP COM 257287102 320 33,003 SH   DFND 17 0 0 33,003
DOMINION RES INC VA NEW COM 25746U109 216 2,822 SH   DFND 17 2,029 0 793
DOMINION RES INC VA NEW COM 25746U109 61 793 SH   DFND 21 793 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12,515 250,000 SH   DFND 17 250,000 0 0
DOMINION RES INC VA NEW CALL 25746U909 10,033 131,000 SH Call DFND 4 131,000 0 0
DOMINION RES INC VA NEW PUT 25746U959 82,939 1,082,900 SH Put DFND 4 1,082,900 0 0
DOMINOS PIZZA INC COM 25754A201 2,925 18,367 SH   DFND 17 17,972 0 395
DOMINOS PIZZA INC COM 25754A201 11,312 71,035 SH   DFND 21 71,035 0 0
DOMTAR CORP COM NEW 257559203 1,998 51,136 SH   DFND 17 33,536 0 17,600
DOMTAR CORP COM NEW 257559203 18,368 469,983 SH   DFND 21 385,344 0 84,639
DOMTAR CORP COM NEW 257559203 38 973 SH   DFND 25 973 0 0
DONALDSON INC COM 257651109 3,391 80,588 SH   DFND 21 72,576 0 8,012
DONALDSON INC COM 257651109 8,965 213,040 SH   DFND 24 213,040 0 0
DONEGAL GROUP INC CL A 257701201 585 33,478 SH   DFND 21 33,478 0 0
DONNELLEY R R & SONS CO COM 257867200 165 10,083 SH   DFND 21 3,263 0 6,820
DOUGLAS EMMETT INC COM 25960P109 7,508 205,363 SH   DFND 4 205,363 0 0
DOUGLAS DYNAMICS INC COM 25960R105 123 3,667 SH   DFND 17 3,667 0 0
DOUGLAS DYNAMICS INC COM 25960R105 574 17,060 SH   DFND 21 17,060 0 0
DOW CHEM CO COM 260543103 49,882 871,753 SH   DFND 17 616,320 0 255,433
DOW CHEM CO COM 260543103 11,471 200,466 SH   DFND 20 200,466 0 0
DOW CHEM CO COM 260543103 144,391 2,523,440 SH   DFND 21 1,726,079 0 797,361
DOW CHEM CO COM 260543103 601 10,500 SH   DFND 24 10,500 0 0
DOW CHEM CO COM 260543103 444 7,754 SH   DFND 25 7,754 0 0
DOW CHEM CO CALL 260543903 16,405 286,700 SH Call DFND 4 286,700 0 0
DOW CHEM CO PUT 260543953 113,936 1,991,200 SH Put DFND 4 1,991,200 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 21,555 237,733 SH   DFND 17 129,771 0 107,962
DR PEPPER SNAPPLE GROUP INC COM 26138E109 82,582 910,802 SH   DFND 21 621,350 0 289,452
DR PEPPER SNAPPLE GROUP INC COM 26138E109 286 3,157 SH   DFND 25 3,157 0 0
DREW INDS INC COM NEW 26168L205 2,830 26,264 SH   DFND 21 0 0 26,264
DU PONT E I DE NEMOURS & CO COM 263534109 81 1,099 SH   DFND 17 0 0 1,099
DU PONT E I DE NEMOURS & CO COM 263534109 3,195 43,531 SH   DFND 21 43,531 0 0
DU PONT E I DE NEMOURS & CO CALL 263534909 13,895 189,300 SH Call DFND 4 189,300 0 0
DU PONT E I DE NEMOURS & CO PUT 263534959 114,798 1,564,000 SH Put DFND 4 1,564,000 0 0
DUCOMMUN INC DEL COM 264147109 656 25,679 SH   DFND 17 23,228 0 2,451
DUCOMMUN INC DEL COM 264147109 232 9,060 SH   DFND 21 9,060 0 0
DUKE REALTY CORP COM NEW 264411505 2,111 79,483 SH   DFND 17 79,483 0 0
DUKE REALTY CORP COM NEW 264411505 8,377 315,400 SH   DFND 21 315,400 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 6,805 87,673 SH   DFND 4 87,673 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 16,758 215,903 SH   DFND 17 150,153 0 65,750
DUKE ENERGY CORP NEW COM NEW 26441C204 28,553 367,862 SH   DFND 21 173,086 0 194,776
DUKE ENERGY CORP NEW CALL 26441C904 17,146 220,900 SH Call DFND 4 220,900 0 0
DUKE ENERGY CORP NEW PUT 26441C954 83,341 1,073,700 SH Put DFND 4 1,073,700 0 0
DULUTH HLDGS INC COM CL B 26443V101 8,986 353,794 SH   DFND 17 306,316 0 47,478
DULUTH HLDGS INC COM CL B 26443V101 66 2,600 SH   DFND 21 0 0 2,600
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,018 23,166 SH   DFND 17 15,333 0 7,833
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 327 7,448 SH   DFND 20 7,448 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 14,430 328,467 SH   DFND 21 296,568 0 31,899
DYCOM INDS INC COM 267475101 10,579 131,759 SH   DFND 17 110,315 0 21,444
DYCOM INDS INC COM 267475101 584 7,276 SH   DFND 21 5,926 0 1,350
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 55,869 50,675,000 PRN   DFND 17 48,305,000 0 2,370,000
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 285 72,033 SH   DFND 17 72,033 0 0
DYNEX CAP INC COM NEW 26817Q506 317 46,469 SH   DFND 17 46,469 0 0
DYNEX CAP INC COM NEW 26817Q506 103 15,108 SH   DFND 20 15,108 0 0
DYNEX CAP INC COM NEW 26817Q506 779 114,267 SH   DFND 21 102,647 0 11,620
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 22,259 695,590 SH   DFND 17 694,390 0 1,200
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 381 6,130 SH   DFND 17 6,130 0 0
EOG RES INC COM 26875P101 96,764 957,107 SH   DFND 17 849,510 0 107,597
EOG RES INC COM 26875P101 92,560 915,533 SH   DFND 21 625,582 0 289,951
EOG RES INC COM 26875P101 2,143 21,200 SH   DFND 24 21,200 0 0
EOG RES INC CALL 26875P901 17,804 176,100 SH Call DFND 4 176,100 0 0
EOG RES INC PUT 26875P951 131,602 1,301,700 SH Put DFND 4 1,301,700 0 0
EQT CORP COM 26884L109 13 200 SH   DFND 3 200 0 0
EQT CORP COM 26884L109 272 4,164 SH   DFND 17 3,946 0 218
EQT CORP COM 26884L109 14 218 SH   DFND 21 218 0 0
EPR PPTYS COM SH BEN INT 26884U109 14 200 SH   DFND 3 200 0 0
EPR PPTYS COM SH BEN INT 26884U109 12,163 169,466 SH   DFND 4 169,466 0 0
EPR PPTYS COM SH BEN INT 26884U109 117 1,627 SH   DFND 17 1,627 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 6,564 85,600 SH   DFND 3 85,600 0 0
EAGLE BANCORP INC MD COM 268948106 21,487 352,543 SH   DFND 17 282,142 0 70,401
EAGLE BANCORP INC MD COM 268948106 242 3,965 SH   DFND 21 0 0 3,965
E TRADE FINANCIAL CORP COM NEW 269246401 7,842 226,318 SH   DFND 17 187,617 0 38,701
E TRADE FINANCIAL CORP COM NEW 269246401 282 8,152 SH   DFND 20 8,152 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 10,744 310,083 SH   DFND 21 302,781 0 7,302
EAGLE PHARMACEUTICALS INC COM 269796108 7,540 95,036 SH   DFND 17 72,246 0 22,790
EAGLE PHARMACEUTICALS INC COM 269796108 555 7,000 SH   DFND 24 7,000 0 0
EARTHLINK HLDGS CORP COM 27033X101 82 14,544 SH   DFND 17 1,802 0 12,742
EAST WEST BANCORP INC COM 27579R104 51,770 1,018,500 SH   DFND 3 1,018,500 0 0
EAST WEST BANCORP INC COM 27579R104 697 13,712 SH   DFND 17 12,207 0 1,505
EAST WEST BANCORP INC COM 27579R104 165 3,238 SH   DFND 21 3,238 0 0
EASTGROUP PPTY INC COM 277276101 10,234 138,591 SH   DFND 4 138,591 0 0
EASTMAN CHEM CO COM 277432100 7,303 97,100 SH   DFND 3 97,100 0 0
EASTMAN CHEM CO COM 277432100 1,769 23,522 SH   DFND 17 19,795 0 3,727
EASTMAN CHEM CO COM 277432100 737 9,798 SH   DFND 20 9,798 0 0
EASTMAN CHEM CO COM 277432100 13,405 178,233 SH   DFND 21 121,724 0 56,509
EASTMAN CHEM CO COM 277432100 44 585 SH   DFND 25 585 0 0
EBAY INC COM 278642103 11,876 400,000 SH   DFND 4 400,000 0 0
EBAY INC COM 278642103 42 1,414 SH   DFND 17 100 0 1,314
EBAY INC COM 278642103 8,986 302,657 SH   DFND 21 144,363 0 158,294
EBAY INC CALL 278642903 8,073 271,900 SH Call DFND 4 271,900 0 0
EBAY INC PUT 278642953 30,337 1,021,800 SH Put DFND 4 1,021,800 0 0
EBIX INC COM NEW 278715206 4,190 73,453 SH   DFND 17 2,918 0 70,535
EBIX INC COM NEW 278715206 86 1,515 SH   DFND 21 0 0 1,515
ECHO GLOBAL LOGISTICS INC COM 27875T101 16,220 647,507 SH   DFND 17 552,736 0 94,771
ECHO GLOBAL LOGISTICS INC COM 27875T101 84 3,350 SH   DFND 21 0 0 3,350
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 20,193 20,320,000 PRN   DFND 17 20,135,000 0 185,000
ECOLAB INC COM 278865100 2,724 23,241 SH   DFND 4 23,241 0 0
ECOLAB INC COM 278865100 8,117 69,247 SH   DFND 17 68,915 0 332
ECOLAB INC COM 278865100 112,255 957,642 SH   DFND 21 810,863 0 146,779
ECOLAB INC COM 278865100 7,228 61,660 SH   DFND 24 61,660 0 0
ECOLAB INC CALL 278865900 6,904 58,900 SH Call DFND 4 58,900 0 0
ECOLAB INC PUT 278865950 40,687 347,100 SH Put DFND 4 347,100 0 0
EDGEWELL PERS CARE CO COM 28035Q102 1,099 15,052 SH   DFND 21 15,052 0 0
EDISON INTL COM 281020107 1,753 24,351 SH   DFND 4 24,351 0 0
EDISON INTL COM 281020107 21,021 291,995 SH   DFND 17 174,972 0 117,023
EDISON INTL COM 281020107 663 9,205 SH   DFND 20 9,205 0 0
EDISON INTL COM 281020107 15,901 220,874 SH   DFND 21 123,037 0 97,837
EDISON INTL CALL 281020907 3,909 54,300 SH Call DFND 4 54,300 0 0
EDISON INTL PUT 281020957 42,215 586,400 SH Put DFND 4 586,400 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,737 61,231 SH   DFND 4 61,231 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 71,472 762,777 SH   DFND 17 633,042 0 129,735
EDWARDS LIFESCIENCES CORP COM 28176E108 8,867 94,634 SH   DFND 20 94,634 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,683 49,976 SH   DFND 21 43,341 0 6,635
EDWARDS LIFESCIENCES CORP CALL 28176E908 4,882 52,100 SH Call DFND 4 52,100 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 33,151 353,800 SH Put DFND 4 353,800 0 0
8X8 INC NEW COM 282914100 1,216 85,025 SH   DFND 17 85,025 0 0
ELDORADO RESORTS INC COM 28470R102 6,361 375,265 SH   DFND 17 367,420 0 7,845
ELDORADO RESORTS INC COM 28470R102 1,097 64,725 SH   DFND 21 0 0 64,725
ELDORADO GOLD CORP NEW COM 284902103 12,015 3,729,782 SH   DFND 21 3,729,782 0 0
ELECTRONIC ARTS INC COM 285512109 768 9,757 SH   DFND 4 9,757 0 0
ELECTRONIC ARTS INC COM 285512109 80,862 1,026,694 SH   DFND 17 791,465 0 235,229
ELECTRONIC ARTS INC COM 285512109 3,816 48,453 SH   DFND 21 46,453 0 2,000
ELECTRONIC ARTS INC CALL 285512909 7,238 91,900 SH Call DFND 4 91,900 0 0
ELECTRONIC ARTS INC PUT 285512959 52,289 663,900 SH Put DFND 4 663,900 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 14,034 319,971 SH   DFND 17 261,355 0 58,616
ELECTRONICS FOR IMAGING INC COM 286082102 246 5,601 SH   DFND 21 1,801 0 3,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 50,525 47,665,000 PRN   DFND 17 40,085,000 0 7,580,000
EMBRAER S A SP ADR REP 4 COM 29082A107 29,098 1,511,600 SH   DFND 3 926,400 0 585,200
EMBRAER S A SP ADR REP 4 COM 29082A107 3,486 181,100 SH   DFND 17 181,100 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,521 76,780 SH   DFND 21 75,280 0 1,500
EMERSON ELEC CO COM 291011104 45 814 SH   DFND 17 0 0 814
EMERSON ELEC CO COM 291011104 3,022 54,214 SH   DFND 21 54,214 0 0
EMERSON ELEC CO CALL 291011904 8,714 156,300 SH Call DFND 4 156,300 0 0
EMERSON ELEC CO PUT 291011954 42,994 771,200 SH Put DFND 4 771,200 0 0
EMPIRE DIST ELEC CO COM 291641108 10,742 315,101 SH   DFND 21 315,101 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,273 32,147 SH   DFND 17 3,699 0 28,448
EMPLOYERS HOLDINGS INC COM 292218104 132 3,321 SH   DFND 21 3,321 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 4,892 311,000 SH   DFND 4 311,000 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 161 10,210 SH   DFND 17 0 0 10,210
ENBRIDGE INC COM 29250N105 2,107 50,000 SH   DFND 4 50,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 15,390 16,350,000 PRN   DFND 17 16,350,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 34,087 39,000,000 PRN   DFND 17 39,000,000 0 0
ENCORE WIRE CORP COM 292562105 1,416 32,674 SH   DFND 21 32,674 0 0
ENERGEN CORP COM 29265N108 13,458 233,360 SH   DFND 17 191,938 0 41,422
ENERGEN CORP COM 29265N108 217 3,770 SH   DFND 21 1,020 0 2,750
ENERGY RECOVERY INC COM 29270J100 2,088 201,738 SH   DFND 17 201,738 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 39,328 881,600 SH   DFND 3 881,600 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 494 11,075 SH   DFND 17 11,075 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 660 14,792 SH   DFND 20 14,792 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 4,867 109,100 SH   DFND 21 94,547 0 14,553
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 17,547 490,000 SH   DFND 4 490,000 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 193 23,500 SH   DFND 3 23,500 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 346 42,200 SH   DFND 17 0 0 42,200
ENERSYS COM 29275Y102 53,483 684,800 SH   DFND 3 684,800 0 0
ENERSYS COM 29275Y102 12 160 SH   DFND 17 160 0 0
ENERSYS COM 29275Y102 2,529 32,386 SH   DFND 21 24,111 0 8,275
ENEL CHILE S A SPONSORED ADR 29278D105 1,254 275,499 SH   DFND 21 125,499 0 150,000
ENGILITY HLDGS INC NEW COM 29286C107 606 17,970 SH   DFND 17 0 0 17,970
ENNIS INC COM 293389102 15,006 864,901 SH   DFND 3 864,901 0 0
ENNIS INC COM 293389102 1,645 94,808 SH   DFND 17 69,041 0 25,767
ENNIS INC COM 293389102 210 12,109 SH   DFND 21 12,109 0 0
ENSIGN GROUP INC COM 29358P101 13,597 612,180 SH   DFND 3 612,180 0 0
ENSIGN GROUP INC COM 29358P101 8 368 SH   DFND 17 368 0 0
ENTERGY CORP NEW COM 29364G103 100,373 1,366,176 SH   DFND 3 1,364,076 0 2,100
ENTERGY CORP NEW COM 29364G103 31,062 422,785 SH   DFND 17 320,081 0 102,704
ENTERGY CORP NEW COM 29364G103 747 10,161 SH   DFND 20 10,161 0 0
ENTERGY CORP NEW COM 29364G103 55,780 759,216 SH   DFND 21 538,393 0 220,823
ENTERGY CORP NEW COM 29364G103 239 3,258 SH   DFND 25 3,258 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,098 48,786 SH   DFND 17 20,017 0 28,769
ENTERPRISE FINL SVCS CORP COM 293712105 180 4,178 SH   DFND 20 4,178 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 1,834 42,655 SH   DFND 21 33,940 0 8,715
ENTERPRISE PRODS PARTNERS L COM 293792107 17,035 630,000 SH   DFND 4 630,000 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 3,028 432,551 SH   DFND 17 417,010 0 15,541
ENVESTNET INC COM 29404K106 1,523 43,206 SH   DFND 17 43,206 0 0
EPAM SYS INC COM 29414B104 14,988 233,060 SH   DFND 17 233,060 0 0
EPAM SYS INC COM 29414B104 2,219 34,500 SH   DFND 21 34,500 0 0
ENVISION HEALTHCARE CORP COM 29414D100 634 10,014 SH   DFND 17 2,971 0 7,043
ENVISION HEALTHCARE CORP COM 29414D100 23,598 372,861 SH   DFND 21 222,156 0 150,705
ENVISION HEALTHCARE CORP COM 29414D100 137 2,158 SH   DFND 25 2,158 0 0
ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 1,729 14,480 SH   DFND 17 11,480 0 3,000
EPLUS INC COM 294268107 3,936 34,169 SH   DFND 17 33,181 0 988
EPLUS INC COM 294268107 661 5,742 SH   DFND 21 521 0 5,221
EQUIFAX INC COM 294429105 44,024 372,357 SH   DFND 17 292,875 0 79,482
EQUIFAX INC COM 294429105 736 6,221 SH   DFND 20 6,221 0 0
EQUIFAX INC COM 294429105 17,606 148,909 SH   DFND 21 148,909 0 0
EQUINIX INC COM PAR $0.001 29444U700 17,777 49,738 SH   DFND 4 49,738 0 0
EQUINIX INC COM PAR $0.001 29444U700 12,373 34,619 SH   DFND 17 28,386 0 6,233
EQUINIX INC COM PAR $0.001 29444U700 16,844 47,128 SH   DFND 21 47,128 0 0
EQUINIX INC CALL 29444U900 822 2,300 SH Call DFND 4 2,300 0 0
EQUINIX INC PUT 29444U950 12,652 35,400 SH Put DFND 4 35,400 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 14,232 197,392 SH   DFND 17 159,190 0 38,202
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,219 58,513 SH   DFND 21 55,813 0 2,700
EQUITY RESIDENTIAL SH BEN INT 29476L107 34,798 540,682 SH   DFND 4 540,682 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 40 615 SH   DFND 17 153 0 462
EQUITY RESIDENTIAL SH BEN INT 29476L107 393 6,107 SH   DFND 21 6,107 0 0
EQUITY RESIDENTIAL CALL 29476L907 3,353 52,100 SH Call DFND 4 52,100 0 0
EQUITY RESIDENTIAL PUT 29476L957 37,071 576,000 SH Put DFND 4 576,000 0 0
ERIE INDTY CO CL A 29530P102 1,443 12,831 SH   DFND 21 12,831 0 0
ESCO TECHNOLOGIES INC COM 296315104 335 5,919 SH   DFND 17 3,103 0 2,816
ESCO TECHNOLOGIES INC COM 296315104 710 12,525 SH   DFND 21 12,525 0 0
ESSEX PPTY TR INC COM 297178105 22,351 96,134 SH   DFND 4 96,134 0 0
ESSEX PPTY TR INC COM 297178105 26 110 SH   DFND 17 27 0 83
ESSEX PPTY TR INC COM 297178105 19 83 SH   DFND 21 83 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,974 22,130 SH   DFND 17 18,490 0 3,640
ETSY INC COM 29786A106 2,337 198,388 SH   DFND 17 144,663 0 53,725
EURONET WORLDWIDE INC COM 298736109 11,511 158,922 SH   DFND 17 113,506 0 45,416
EURONET WORLDWIDE INC COM 298736109 219 3,022 SH   DFND 20 3,022 0 0
EURONET WORLDWIDE INC COM 298736109 12,899 178,095 SH   DFND 21 154,670 0 23,425
EURONET WORLDWIDE INC COM 298736109 98 1,356 SH   DFND 25 1,356 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 33,073 28,465,000 PRN   DFND 17 23,595,000 0 4,870,000
EVERBANK FINL CORP COM 29977G102 26,098 1,341,822 SH   DFND 21 1,341,822 0 0
EVERI HLDGS INC COM 30034T103 97 44,690 SH   DFND 21 32,637 0 12,053
EVERSOURCE ENERGY COM 30040W108 22 402 SH   DFND 17 0 0 402
EVERSOURCE ENERGY COM 30040W108 195 3,524 SH   DFND 21 3,524 0 0
EVERSOURCE ENERGY CALL 30040W908 1,375 24,900 SH Call DFND 4 24,900 0 0
EVERSOURCE ENERGY PUT 30040W958 4,982 90,200 SH Put DFND 4 90,200 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 3,222 322,163 SH   DFND 17 309,817 0 12,346
EXA CORP COM 300614500 1,018 66,267 SH   DFND 17 59,999 0 6,268
EXACTECH INC COM 30064E109 2,654 97,220 SH   DFND 17 69,480 0 27,740
EXELON CORP COM 30161N101 8,153 229,729 SH   DFND 17 218,973 0 10,756
EXELON CORP COM 30161N101 1,276 35,966 SH   DFND 20 35,966 0 0
EXELON CORP COM 30161N101 63,205 1,780,937 SH   DFND 21 1,282,386 0 498,551
EXELON CORP COM 30161N101 89 2,494 SH   DFND 25 2,494 0 0
EXELON CORP UNIT 99/99/9999 30161N127 65,959 1,362,505 SH   DFND 17 1,362,505 0 0
EXELON CORP CALL 30161N901 9,646 271,800 SH Call DFND 4 271,800 0 0
EXELON CORP PUT 30161N951 31,064 875,300 SH Put DFND 4 875,300 0 0
EXELIXIS INC COM 30161Q104 11,018 738,990 SH   DFND 17 601,440 0 137,550
EXELIXIS INC COM 30161Q104 1,432 96,053 SH   DFND 21 29,411 0 66,642
EXELIXIS INC COM 30161Q104 3,824 256,500 SH   DFND 24 256,500 0 0
EXPEDIA INC DEL COM NEW 30212P303 57,791 510,161 SH   DFND 17 492,891 0 17,270
EXPEDIA INC DEL COM NEW 30212P303 17 153 SH   DFND 21 153 0 0
EXPRESS INC COM 30219E103 499 46,385 SH   DFND 17 23,585 0 22,800
EXPRESS INC COM 30219E103 56 5,181 SH   DFND 20 5,181 0 0
EXPRESS INC COM 30219E103 789 73,331 SH   DFND 21 63,228 0 10,103
EXPRESS SCRIPTS HLDG CO COM 30219G108 19,917 289,530 SH   DFND 4 289,530 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,500 36,349 SH   DFND 17 35,571 0 778
EXPRESS SCRIPTS HLDG CO COM 30219G108 19,360 281,437 SH   DFND 21 129,705 0 151,732
EXPRESS SCRIPTS HLDG CO CALL 30219G908 11,295 164,200 SH Call DFND 4 164,200 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 76,680 1,114,700 SH Put DFND 4 1,114,700 0 0
EXTREME NETWORKS INC COM 30226D106 124 24,600 SH   DFND 17 24,600 0 0
EXXON MOBIL CORP COM 30231G102 110,247 1,221,442 SH   DFND 3 1,219,542 0 1,900
EXXON MOBIL CORP COM 30231G102 88,221 977,408 SH   DFND 17 824,694 0 152,714
EXXON MOBIL CORP COM 30231G102 1,834 20,316 SH   DFND 20 20,316 0 0
EXXON MOBIL CORP COM 30231G102 279,540 3,097,052 SH   DFND 21 2,194,635 0 902,417
EXXON MOBIL CORP COM 30231G102 2,233 24,741 SH   DFND 24 24,741 0 0
EXXON MOBIL CORP COM 30231G102 455 5,036 SH   DFND 25 5,036 0 0
EXXON MOBIL CORP CALL 30231G902 115,578 1,280,500 SH Call DFND 4 1,280,500 0 0
EXXON MOBIL CORP PUT 30231G952 637,732 7,065,500 SH Put DFND 4 7,065,500 0 0
FLIR SYS INC COM 302445101 2,665 73,652 SH   DFND 17 73,480 0 172
FLIR SYS INC COM 302445101 82 2,268 SH   DFND 21 2,268 0 0
F M C CORP COM NEW 302491303 194 3,424 SH   DFND 17 0 0 3,424
F M C CORP COM NEW 302491303 10 169 SH   DFND 21 169 0 0
FMC TECHNOLOGIES INC COM 30249U101 10 286 SH   DFND 17 0 0 286
FMC TECHNOLOGIES INC COM 30249U101 1,728 48,649 SH   DFND 21 286 0 48,363
FTI CONSULTING INC COM 302941109 1,840 40,817 SH   DFND 21 40,817 0 0
FACEBOOK INC CL A 30303M102 87,258 758,434 SH   DFND 4 758,434 0 0
FACEBOOK INC CL A 30303M102 592,590 5,150,719 SH   DFND 17 4,305,695 0 845,024
FACEBOOK INC CL A 30303M102 17,642 153,341 SH   DFND 20 153,341 0 0
FACEBOOK INC CL A 30303M102 330,059 2,868,835 SH   DFND 21 2,231,266 0 637,569
FACEBOOK INC CL A 30303M102 260 2,256 SH   DFND 25 2,256 0 0
FACEBOOK INC CALL 30303M902 98,161 853,200 SH Call DFND 4 853,200 0 0
FACEBOOK INC PUT 30303M952 611,169 5,312,200 SH Put DFND 4 5,312,200 0 0
FAIR ISAAC CORP COM 303250104 4,303 36,089 SH   DFND 17 36,089 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 9,047 767,355 SH   DFND 17 767,355 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 731 62,000 SH   DFND 24 62,000 0 0
FASTENAL CO COM 311900104 17 366 SH   DFND 17 0 0 366
FASTENAL CO COM 311900104 2,218 47,212 SH   DFND 21 47,212 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 618 10,787 SH   DFND 17 493 0 10,294
FEDERAL AGRIC MTG CORP CL C 313148306 242 4,218 SH   DFND 21 4,218 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 14,211 100,000 SH   DFND 4 100,000 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 17 120 SH   DFND 17 29 0 91
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13 91 SH   DFND 21 91 0 0
FEDEX CORP COM 31428X106 11,739 63,045 SH   DFND 3 63,045 0 0
FEDEX CORP COM 31428X106 799 4,290 SH   DFND 4 4,290 0 0
FEDEX CORP COM 31428X106 3,901 20,948 SH   DFND 17 20,640 0 308
FEDEX CORP COM 31428X106 23,327 125,280 SH   DFND 21 37,022 0 88,258
FEDEX CORP CALL 31428X906 13,593 73,000 SH Call DFND 4 73,000 0 0
FEDEX CORP PUT 31428X956 123,171 661,500 SH Put DFND 4 661,500 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 37,547 1,507,305 SH   DFND 17 1,507,305 0 0
F5 NETWORKS INC COM 315616102 210 1,452 SH   DFND 17 0 0 1,452
F5 NETWORKS INC COM 315616102 12 82 SH   DFND 21 82 0 0
FIDELITY & GTY LIFE COM 315785105 146 6,172 SH   DFND 17 6,172 0 0
FIDELITY & GTY LIFE COM 315785105 11,006 464,377 SH   DFND 21 452,366 0 12,011
FIDELITY NATL INFORMATION SV COM 31620M106 6,051 80,000 SH   DFND 3 80,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,451 45,626 SH   DFND 4 45,626 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 89,985 1,189,643 SH   DFND 17 877,649 0 311,994
FIDELITY NATL INFORMATION SV COM 31620M106 773 10,218 SH   DFND 20 10,218 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,485 165,056 SH   DFND 21 119,640 0 45,416
FIDELITY NATL INFORMATION SV COM 31620M106 116 1,527 SH   DFND 25 1,527 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 2,496 33,000 SH Call DFND 4 33,000 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 30,135 398,400 SH Put DFND 4 398,400 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 1,518 785,000 PRN   DFND 17 785,000 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 15,404 650,800 SH   DFND 3 650,800 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 1,489 62,927 SH   DFND 17 62,927 0 0
FIFTH THIRD BANCORP COM 316773100 110,949 4,113,778 SH   DFND 3 4,106,778 0 7,000
FIFTH THIRD BANCORP COM 316773100 26,078 966,944 SH   DFND 17 965,989 0 955
FIFTH THIRD BANCORP COM 316773100 3,765 139,602 SH   DFND 21 138,091 0 1,511
FIFTH THIRD BANCORP CALL 316773900 499 18,500 SH Call DFND 4 18,500 0 0
FIFTH THIRD BANCORP PUT 316773950 6,521 241,800 SH Put DFND 4 241,800 0 0
FINISAR CORP COM NEW 31787A507 7,859 259,619 SH   DFND 17 84,517 0 175,102
FINISAR CORP COM NEW 31787A507 10,916 360,613 SH   DFND 21 303,405 0 57,208
FINISAR CORP NOTE 0.500%12/1 31787AAM3 38,165 31,875,000 PRN   DFND 17 27,330,000 0 4,545,000
FINISH LINE INC CL A 317923100 353 18,791 SH   DFND 17 18,791 0 0
FINISH LINE INC CL A 317923100 3,718 197,650 SH   DFND 21 90,757 0 106,893
FIREEYE INC COM 31816Q101 20,911 1,757,225 SH   DFND 17 1,713,815 0 43,410
FIREEYE INC COM 31816Q101 139 11,716 SH   DFND 21 11,716 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 22,857 24,680,000 PRN   DFND 17 24,550,000 0 130,000
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 39,738 44,400,000 PRN   DFND 17 44,270,000 0 130,000
FIRST AMERN FINL CORP COM 31847R102 39,022 1,065,300 SH   DFND 3 1,065,300 0 0
FIRST AMERN FINL CORP COM 31847R102 1,651 45,083 SH   DFND 17 45,083 0 0
FIRST AMERN FINL CORP COM 31847R102 332 9,050 SH   DFND 20 9,050 0 0
FIRST AMERN FINL CORP COM 31847R102 9,914 270,643 SH   DFND 21 139,226 0 131,417
FIRST BANCORP P R COM NEW 318672706 933 141,102 SH   DFND 17 141,102 0 0
FIRST BANCORP P R COM NEW 318672706 2,550 385,741 SH   DFND 21 358,954 0 26,787
FIRST CTZNS BANCSHARES INC N CL A 31946M103 373 1,051 SH   DFND 21 1,051 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,626 51,758 SH   DFND 17 51,758 0 0
FIRST DATA CORP NEW COM CL A 32008D106 19,866 1,400,000 SH   DFND 4 1,400,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 3,655 257,550 SH   DFND 17 188,000 0 69,550
FIRST DATA CORP NEW COM CL A 32008D106 116 8,194 SH   DFND 21 8,194 0 0
FIRST FINL BANCORP OH COM 320209109 371 13,050 SH   DFND 17 13,050 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 33,917 797,100 SH   DFND 3 797,100 0 0
FIRST MERCHANTS CORP COM 320817109 17,907 475,623 SH   DFND 3 475,623 0 0
FIRST MERCHANTS CORP COM 320817109 955 25,366 SH   DFND 17 1,766 0 23,600
FIRST REP BK SAN FRANCISCO C COM 33616C100 63,850 692,972 SH   DFND 17 541,180 0 151,792
FIRST REP BK SAN FRANCISCO C COM 33616C100 14,061 152,607 SH   DFND 21 130,650 0 21,957
FIRST SOLAR INC COM 336433107 3 98 SH   DFND 17 0 0 98
FIRST SOLAR INC COM 336433107 11,505 358,525 SH   DFND 21 319,623 0 38,902
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 479 6,000 SH   DFND 24 6,000 0 0
FISERV INC COM 337738108 483 4,541 SH   DFND 4 4,541 0 0
FISERV INC COM 337738108 43,272 407,155 SH   DFND 17 329,751 0 77,404
FISERV INC COM 337738108 15,324 144,189 SH   DFND 21 12,647 0 131,542
FISERV INC CALL 337738908 393 3,700 SH Call DFND 4 3,700 0 0
FISERV INC PUT 337738958 10,841 102,000 SH Put DFND 4 102,000 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 681 25,270 SH   DFND 17 25,270 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,202 44,602 SH   DFND 21 8,124 0 36,478
FIRSTENERGY CORP COM 337932107 5,736 185,200 SH   DFND 3 185,200 0 0
FIRSTENERGY CORP COM 337932107 3,681 118,853 SH   DFND 17 84,783 0 34,070
FIRSTENERGY CORP COM 337932107 1,040 33,595 SH   DFND 20 33,595 0 0
FIRSTENERGY CORP COM 337932107 30,964 999,791 SH   DFND 21 546,752 0 453,039
FIRSTENERGY CORP COM 337932107 111 3,573 SH   DFND 25 3,573 0 0
FITBIT INC CL A 33812L102 146 20,007 SH   DFND 21 20,007 0 0
FIVE9 INC COM 338307101 17,279 1,217,713 SH   DFND 17 1,062,649 0 155,064
FIVE9 INC COM 338307101 4,147 292,240 SH   DFND 21 282,990 0 9,250
FLEETCOR TECHNOLOGIES INC COM 339041105 7,085 50,065 SH   DFND 17 50,065 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 593 4,188 SH   DFND 21 4,188 0 0
FLEXION THERAPEUTICS INC COM 33938J106 3,094 162,687 SH   DFND 17 158,933 0 3,754
FLOTEK INDS INC DEL COM 343389102 1,018 108,454 SH   DFND 17 108,454 0 0
FLUOR CORP NEW COM 343412102 81,356 1,549,057 SH   DFND 3 1,546,657 0 2,400
FLUOR CORP NEW COM 343412102 73,939 1,407,823 SH   DFND 17 1,395,343 0 12,480
FLUOR CORP NEW COM 343412102 9 175 SH   DFND 21 175 0 0
FLOWSERVE CORP COM 34354P105 8 165 SH   DFND 17 0 0 165
FLOWSERVE CORP COM 34354P105 7,979 166,057 SH   DFND 21 161,934 0 4,123
FLOWSERVE CORP COM 34354P105 8,034 167,200 SH   DFND 24 167,200 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,104 3,000,000 PRN   DFND 17 3,000,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 235 17,683 SH   DFND 21 17,683 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 436 5,723 SH   DFND 21 5,723 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 358 4,700 SH   DFND 24 4,700 0 0
FOOT LOCKER INC COM 344849104 11,963 168,758 SH   DFND 17 58,210 0 110,548
FOOT LOCKER INC COM 344849104 607 8,568 SH   DFND 20 8,568 0 0
FOOT LOCKER INC COM 344849104 53,309 752,003 SH   DFND 21 505,649 0 246,354
FOOT LOCKER INC COM 344849104 185 2,615 SH   DFND 25 2,615 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,757 557,075 SH   DFND 4 557,075 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 126,352 10,416,466 SH   DFND 17 9,310,058 0 1,106,408
FORD MTR CO DEL COM PAR $0.01 345370860 309 25,489 SH   DFND 20 25,489 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 71,782 5,917,731 SH   DFND 21 5,234,978 0 682,753
FORD MTR CO DEL COM PAR $0.01 345370860 83 6,872 SH   DFND 25 6,872 0 0
FORD MTR CO DEL CALL 345370900 4,027 332,000 SH Call DFND 4 332,000 0 0
FORD MTR CO DEL PUT 345370950 30,768 2,536,500 SH Put DFND 4 2,536,500 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 22,193 1,064,935 SH   DFND 4 1,064,935 0 0
FORMFACTOR INC COM 346375108 4,728 422,101 SH   DFND 17 412,985 0 9,116
FORMFACTOR INC COM 346375108 57 5,080 SH   DFND 21 5,080 0 0
FORTIS INC COM 349553107 7,729 250,000 SH   DFND 4 250,000 0 0
FORTIS INC COM 349553107 3,997 129,290 SH   DFND 17 72,590 0 56,700
FORTIS INC COM 349553107 464 15,017 SH   DFND 20 15,017 0 0
FORTIS INC COM 349553107 15,007 485,413 SH   DFND 21 318,489 0 166,924
FORTRESS INVESTMENT GROUP LL CL A 34958B106 31,390 6,458,781 SH   DFND 3 6,458,781 0 0
FORTINET INC COM 34959E109 22,490 746,674 SH   DFND 17 646,229 0 100,445
FORTINET INC COM 34959E109 125 4,164 SH   DFND 21 4,164 0 0
FORTIVE CORP COM 34959J108 81,228 1,514,609 SH   DFND 17 1,328,341 0 186,268
FORTIVE CORP COM 34959J108 3,846 71,722 SH   DFND 20 71,722 0 0
FORTIVE CORP COM 34959J108 1,299 24,223 SH   DFND 21 17,870 0 6,353
FORTIVE CORP COM 34959J108 1,767 32,942 SH   DFND 24 32,942 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 296 5,536 SH   DFND 17 2,231 0 3,305
FORTUNE BRANDS HOME & SEC IN COM 34964C106 782 14,636 SH   DFND 21 14,636 0 0
FRANKLIN ELEC INC COM 353514102 11,945 307,068 SH   DFND 17 307,068 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 14,893 355,856 SH   DFND 17 350,927 0 4,929
FRANKLIN FINL NETWORK INC COM 35352P104 126 3,000 SH   DFND 21 0 0 3,000
FRANKLIN STREET PPTYS CORP COM 35471R106 25,306 1,952,598 SH   DFND 3 1,952,598 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 12,937 998,223 SH   DFND 17 852,161 0 146,062
FRANKLIN STREET PPTYS CORP COM 35471R106 121 9,300 SH   DFND 21 0 0 9,300
FREEPORT-MCMORAN INC CL B 35671D857 20,431 1,548,997 SH   DFND 17 1,544,915 0 4,082
FREEPORT-MCMORAN INC CL B 35671D857 1,913 145,000 SH   DFND 20 145,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 26,515 2,010,272 SH   DFND 21 1,965,703 0 44,569
FREEPORT-MCMORAN INC CL B 35671D857 989 75,000 SH   DFND 24 75,000 0 0
FREEPORT-MCMORAN INC CALL 35671D907 513 38,900 SH Call DFND 4 38,900 0 0
FREEPORT-MCMORAN INC PUT 35671D957 3,378 256,100 SH Put DFND 4 256,100 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 3,705 1,096,175 SH   DFND 17 0 0 1,096,175
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,131 334,470 SH   DFND 21 334,470 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 107,153 1,507,500 SH   DFND 17 1,461,495 0 46,005
G & K SVCS INC CL A 361268105 8,314 86,204 SH   DFND 4 86,204 0 0
G & K SVCS INC CL A 361268105 27,131 281,295 SH   DFND 21 281,295 0 0
GATX CORP COM 361448103 6,464 104,970 SH   DFND 17 26,051 0 78,919
GATX CORP COM 361448103 31,320 508,613 SH   DFND 21 376,452 0 132,161
GATX CORP COM 361448103 86 1,395 SH   DFND 25 1,395 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 926 8,285 SH   DFND 17 8,285 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 492 4,400 SH   DFND 24 4,400 0 0
GP STRATEGIES CORP COM 36225V104 3,030 105,950 SH   DFND 17 101,931 0 4,019
GTT COMMUNICATIONS INC COM 362393100 4,511 156,917 SH   DFND 17 151,415 0 5,502
GAMING & LEISURE PPTYS INC COM 36467J108 555 18,113 SH   DFND 17 18,113 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,710 55,852 SH   DFND 21 55,852 0 0
GAMESTOP CORP NEW CL A 36467W109 17,290 684,488 SH   DFND 17 622,648 0 61,840
GAMESTOP CORP NEW CL A 36467W109 25,312 1,002,059 SH   DFND 21 764,172 0 237,887
GAMESTOP CORP NEW CL A 36467W109 36 1,420 SH   DFND 25 1,420 0 0
GANNETT CO INC COM 36473H104 7 732 SH   DFND 17 0 0 732
GANNETT CO INC COM 36473H104 2,804 288,823 SH   DFND 21 268,517 0 20,306
GANNETT CO INC COM 36473H104 2 190 SH   DFND 25 190 0 0
GAP INC DEL COM 364760108 6 278 SH   DFND 17 0 0 278
GAP INC DEL COM 364760108 1,072 47,763 SH   DFND 21 30,648 0 17,115
GARTNER INC COM 366651107 333 3,291 SH   DFND 17 1,446 0 1,845
GARTNER INC COM 366651107 129 1,273 SH   DFND 21 1,273 0 0
GENCOR INDS INC COM 368678108 1,053 67,075 SH   DFND 17 60,687 0 6,388
GENERAL CABLE CORP DEL NEW COM 369300108 221 11,580 SH   DFND 17 4,238 0 7,342
GENERAL CABLE CORP DEL NEW COM 369300108 337 17,689 SH   DFND 21 17,689 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 15,247 19,050,000 PRN   DFND 17 15,760,000 0 3,290,000
GENERAL DYNAMICS CORP COM 369550108 119,325 691,097 SH   DFND 3 691,097 0 0
GENERAL DYNAMICS CORP COM 369550108 17,958 104,005 SH   DFND 17 104,005 0 0
GENERAL DYNAMICS CORP CALL 369550908 16,265 94,200 SH Call DFND 4 94,200 0 0
GENERAL DYNAMICS CORP PUT 369550958 129,184 748,200 SH Put DFND 4 748,200 0 0
GENERAL ELECTRIC CO COM 369604103 132,520 4,193,678 SH   DFND 17 3,957,298 0 236,380
GENERAL ELECTRIC CO COM 369604103 22,415 709,339 SH   DFND 20 709,339 0 0
GENERAL ELECTRIC CO COM 369604103 165,531 5,238,326 SH   DFND 21 3,968,805 0 1,269,521
GENERAL ELECTRIC CO COM 369604103 88 2,787 SH   DFND 25 2,787 0 0
GENERAL ELECTRIC CO CALL 369604903 54,930 1,738,300 SH Call DFND 4 1,738,300 0 0
GENERAL ELECTRIC CO PUT 369604953 524,753 16,606,100 SH Put DFND 4 16,606,100 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 15,643 626,237 SH   DFND 4 626,237 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 25 984 SH   DFND 17 242 0 742
GENERAL GROWTH PPTYS INC NEW COM 370023103 19 742 SH   DFND 21 742 0 0
GENERAL GROWTH PPTYS INC NEW CALL 370023903 784 31,400 SH Call DFND 4 31,400 0 0
GENERAL GROWTH PPTYS INC NEW PUT 370023953 3,447 138,000 SH Put DFND 4 138,000 0 0
GENERAL MLS INC COM 370334104 12,126 196,311 SH   DFND 4 196,311 0 0
GENERAL MLS INC COM 370334104 1,071 17,346 SH   DFND 17 16,599 0 747
GENERAL MLS INC COM 370334104 8,296 134,298 SH   DFND 21 30,272 0 104,026
GENERAL MLS INC CALL 370334904 6,158 99,700 SH Call DFND 4 99,700 0 0
GENERAL MLS INC PUT 370334954 77,540 1,255,300 SH Put DFND 4 1,255,300 0 0
GENERAL MTRS CO COM 37045V100 83,254 2,389,619 SH   DFND 3 2,384,119 0 5,500
GENERAL MTRS CO COM 37045V100 697 24,484 SH   DFND 4 24,484 0 0
GENERAL MTRS CO COM 37045V100 28,950 830,948 SH   DFND 17 678,849 0 152,099
GENERAL MTRS CO COM 37045V100 1,458 41,844 SH   DFND 20 41,844 0 0
GENERAL MTRS CO COM 37045V100 132,455 3,801,815 SH   DFND 21 2,873,329 0 928,486
GENERAL MTRS CO COM 37045V100 268 7,693 SH   DFND 25 7,693 0 0
GENERAL MTRS CO CALL 37045V900 11,212 321,800 SH Call DFND 4 321,800 0 0
GENERAL MTRS CO PUT 37045V950 112,634 3,232,900 SH Put DFND 4 3,232,900 0 0
GENESCO INC COM 371532102 368 5,931 SH   DFND 21 5,931 0 0
GENTEX CORP COM 371901109 3,148 159,867 SH   DFND 21 44,806 0 115,061
GENMARK DIAGNOSTICS INC COM 372309104 2,993 244,550 SH   DFND 17 237,141 0 7,409
GENWORTH FINL INC COM CL A 37247D106 3,843 1,008,768 SH   DFND 17 22,651 0 986,117
GENWORTH FINL INC COM CL A 37247D106 5,918 1,553,283 SH   DFND 21 1,553,283 0 0
GETTY RLTY CORP NEW COM 374297109 767 30,108 SH   DFND 17 7,697 0 22,411
GETTY RLTY CORP NEW COM 374297109 580 22,746 SH   DFND 21 22,746 0 0
GIBRALTAR INDS INC COM 374689107 13,021 312,636 SH   DFND 17 219,844 0 92,792
GIBRALTAR INDS INC COM 374689107 483 11,595 SH   DFND 21 0 0 11,595
GIGAMON INC COM 37518B102 89,560 1,966,192 SH   DFND 17 1,805,291 0 160,901
GIGAMON INC COM 37518B102 6,864 150,700 SH   DFND 20 150,700 0 0
GIGAMON INC COM 37518B102 5,579 122,490 SH   DFND 21 66,602 0 55,888
GIGPEAK INC COM 37518Q109 1,219 483,911 SH   DFND 17 438,137 0 45,774
GILEAD SCIENCES INC COM 375558103 89,372 1,248,034 SH   DFND 4 1,248,034 0 0
GILEAD SCIENCES INC COM 375558103 135,587 1,893,403 SH   DFND 17 1,702,832 0 190,571
GILEAD SCIENCES INC COM 375558103 1,445 20,184 SH   DFND 20 20,184 0 0
GILEAD SCIENCES INC COM 375558103 101,483 1,417,163 SH   DFND 21 1,174,604 0 242,559
GILEAD SCIENCES INC COM 375558103 7,003 97,800 SH   DFND 24 97,800 0 0
GILEAD SCIENCES INC COM 375558103 272 3,805 SH   DFND 25 3,805 0 0
GILEAD SCIENCES INC CALL 375558903 28,723 401,100 SH Call DFND 4 401,100 0 0
GILEAD SCIENCES INC PUT 375558953 198,417 2,770,800 SH Put DFND 4 2,770,800 0 0
GLATFELTER COM 377316104 399 16,720 SH   DFND 21 16,720 0 0
GLOBAL PMTS INC COM 37940X102 44,811 645,597 SH   DFND 17 421,245 0 224,352
GLOBAL PMTS INC COM 37940X102 251 3,618 SH   DFND 20 3,618 0 0
GLOBAL PMTS INC COM 37940X102 18,113 260,950 SH   DFND 21 256,358 0 4,592
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 35,682 1,040,300 SH   DFND 3 1,040,300 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,935 143,873 SH   DFND 17 98,740 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 365 10,631 SH   DFND 20 10,631 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 5,854 170,679 SH   DFND 21 126,657 0 44,022
GODADDY INC CL A 380237107 3,910 111,860 SH   DFND 17 84,010 0 27,850
GOGO INC NOTE 3.750% 3/0 38046CAB5 20,098 26,445,000 PRN   DFND 17 26,120,000 0 325,000
GOLDCORP INC NEW COM 380956409 25,626 1,879,917 SH   DFND 21 1,879,917 0 0
GOLDCORP INC NEW COM 380956409 485 35,600 SH   DFND 24 35,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,173 46,663 SH   DFND 17 42,716 0 3,947
GOLDMAN SACHS GROUP INC COM 38141G104 2,723 11,370 SH   DFND 20 11,370 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 65,897 275,200 SH   DFND 21 209,685 0 65,515
GOLDMAN SACHS GROUP INC COM 38141G104 249 1,038 SH   DFND 24 1,038 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 188 785 SH   DFND 25 785 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 15,133 63,200 SH Call DFND 4 63,200 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 274,721 1,147,300 SH Put DFND 4 1,147,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 5,862 189,900 SH   DFND 3 189,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,917 62,091 SH   DFND 17 61,761 0 330
GOODYEAR TIRE & RUBR CO COM 382550101 725 23,474 SH   DFND 20 23,474 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 30,998 1,004,145 SH   DFND 21 675,295 0 328,850
GOPRO INC CL A 38268T103 124 14,249 SH   DFND 21 14,249 0 0
GRAHAM HLDGS CO COM 384637104 44 85 SH   DFND 17 85 0 0
GRAHAM HLDGS CO COM 384637104 371 724 SH   DFND 21 724 0 0
GRAINGER W W INC COM 384802104 23,272 100,203 SH   DFND 17 98,509 0 1,694
GRAINGER W W INC COM 384802104 62,492 269,074 SH   DFND 21 190,467 0 78,607
GRAINGER W W INC COM 384802104 4,854 20,900 SH   DFND 24 20,900 0 0
GRAND CANYON ED INC COM 38526M106 1,543 26,403 SH   DFND 21 14,940 0 11,463
GRANITE CONSTR INC COM 387328107 23,422 425,858 SH   DFND 17 366,005 0 59,853
GRANITE CONSTR INC COM 387328107 2,434 44,249 SH   DFND 21 3,373 0 40,876
GRAPHIC PACKAGING HLDG CO COM 388689101 38,004 3,045,200 SH   DFND 3 3,045,200 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,028 82,388 SH   DFND 17 82,388 0 0
GRAY TELEVISION INC COM 389375106 140 12,880 SH   DFND 17 0 0 12,880
GRAY TELEVISION INC COM 389375106 3,522 324,584 SH   DFND 21 324,584 0 0
GREAT SOUTHN BANCORP INC COM 390905107 403 7,367 SH   DFND 17 1,219 0 6,148
GREAT PLAINS ENERGY INC COM 391164100 180 6,575 SH   DFND 17 6,575 0 0
GREAT PLAINS ENERGY INC COM 391164100 5,039 184,250 SH   DFND 21 13,148 0 171,102
GREAT PLAINS ENERGY INC PUT 391164950 821 30,000 SH Put DFND 21 30,000 0 0
GREAT WESTN BANCORP INC COM 391416104 47,468 1,088,964 SH   DFND 3 1,088,964 0 0
GREAT WESTN BANCORP INC COM 391416104 1,929 44,243 SH   DFND 17 40,604 0 3,639
GREAT WESTN BANCORP INC COM 391416104 122 2,805 SH   DFND 20 2,805 0 0
GREAT WESTN BANCORP INC COM 391416104 11,419 261,965 SH   DFND 21 223,837 0 38,128
GREEN PLAINS INC COM 393222104 273 9,789 SH   DFND 17 9,789 0 0
GREENBRIER COS INC COM 393657101 1,731 41,664 SH   DFND 17 30,465 0 11,199
GREENBRIER COS INC COM 393657101 4,392 105,697 SH   DFND 21 104,756 0 941
GREIF INC CL A 397624107 2,635 51,350 SH   DFND 17 37,140 0 14,210
GREIF INC CL A 397624107 409 7,971 SH   DFND 21 7,971 0 0
GRIFFON CORP COM 398433102 195 7,445 SH   DFND 17 3,240 0 4,205
GRIFFON CORP COM 398433102 312 11,907 SH   DFND 21 11,907 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 10 127 SH   DFND 17 127 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 2,281 29,267 SH   DFND 21 20,399 0 8,868
GROUPE CGI INC CL A SUB VTG 39945C109 11,822 246,031 SH   DFND 17 241,192 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 334 6,942 SH   DFND 20 6,942 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 23,540 489,877 SH   DFND 21 289,679 0 200,198
GROUPE CGI INC CL A SUB VTG 39945C109 73 1,514 SH   DFND 25 1,514 0 0
GROUPON INC COM 399473107 22,910 6,900,630 SH   DFND 17 6,518,030 0 382,600
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 295 10,970 SH   DFND 17 10,970 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 165 6,118 SH   DFND 20 6,118 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,285 47,716 SH   DFND 21 43,018 0 4,698
GRUBHUB INC COM 400110102 844 22,432 SH   DFND 21 13,795 0 8,637
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 137 1,656 SH   DFND 17 1,656 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 180 2,183 SH   DFND 21 1,016 0 1,167
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 160 20,126 SH   DFND 17 20,126 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 396 49,904 SH   DFND 21 49,904 0 0
GUESS INC COM 401617105 371 30,636 SH   DFND 21 30,636 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 14,333 290,555 SH   DFND 17 290,555 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,164 100,000 SH   DFND 4 100,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 4,590 212,103 SH   DFND 21 55,147 0 156,956
HCA HOLDINGS INC COM 40412C101 5,256 71,013 SH   DFND 4 71,013 0 0
HCA HOLDINGS INC COM 40412C101 11,381 153,752 SH   DFND 17 124,896 0 28,856
HCA HOLDINGS INC COM 40412C101 614 8,292 SH   DFND 20 8,292 0 0
HCA HOLDINGS INC COM 40412C101 8,985 121,387 SH   DFND 21 51,951 0 69,436
HCA HOLDINGS INC CALL 40412C901 5,774 78,000 SH Call DFND 4 78,000 0 0
HCA HOLDINGS INC PUT 40412C951 47,380 640,100 SH Put DFND 4 640,100 0 0
HCP INC COM 40414L109 4,800 161,500 SH   DFND 3 161,500 0 0
HCP INC COM 40414L109 1,599 53,800 SH   DFND 4 53,800 0 0
HCP INC COM 40414L109 23 784 SH   DFND 17 192 0 592
HCP INC COM 40414L109 18 592 SH   DFND 21 592 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 468 7,716 SH   DFND 17 7,716 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 407 6,713 SH   DFND 21 0 0 6,713
HD SUPPLY HLDGS INC COM 40416M105 43,245 1,017,292 SH   DFND 17 883,618 0 133,674
HD SUPPLY HLDGS INC COM 40416M105 635 14,941 SH   DFND 21 9,591 0 5,350
HMS HLDGS CORP COM 40425J101 2,213 121,853 SH   DFND 21 8,053 0 113,800
HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 42,792 42,899,000 PRN   DFND 4 42,899,000 0 0
HSBC HLDGS PLC NOTE 6.875%12/3 404280BC2 2,327 2,200,000 PRN   DFND 4 2,200,000 0 0
HP INC COM 40434L105 49,176 3,313,772 SH   DFND 17 2,579,567 0 734,205
HP INC COM 40434L105 47,426 3,195,796 SH   DFND 21 2,858,041 0 337,755
HP INC COM 40434L105 25 1,693 SH   DFND 25 1,693 0 0
HP INC CALL 40434L905 2,294 154,600 SH Call DFND 4 154,600 0 0
HP INC PUT 40434L955 15,419 1,039,000 SH Put DFND 4 1,039,000 0 0
HACKETT GROUP INC COM 404609109 4,604 260,693 SH   DFND 17 249,427 0 11,266
HACKETT GROUP INC COM 404609109 200 11,346 SH   DFND 21 11,346 0 0
HAIN CELESTIAL GROUP INC COM 405217100 26,299 673,803 SH   DFND 17 662,697 0 11,106
HAIN CELESTIAL GROUP INC COM 405217100 506 12,972 SH   DFND 21 2,606 0 10,366
HALLIBURTON CO COM 406216101 12,807 236,773 SH   DFND 17 235,674 0 1,099
HALLIBURTON CO COM 406216101 2,238 41,373 SH   DFND 21 41,373 0 0
HALLIBURTON CO COM 406216101 1,542 28,500 SH   DFND 24 28,500 0 0
HALLIBURTON CO CALL 406216901 9,574 177,000 SH Call DFND 4 177,000 0 0
HALLIBURTON CO PUT 406216951 71,361 1,319,300 SH Put DFND 4 1,319,300 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,045 105,737 SH   DFND 17 105,737 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 289 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 1,473 39,820 SH   DFND 17 39,820 0 0
HALYARD HEALTH INC COM 40650V100 23 622 SH   DFND 21 515 0 107
HANESBRANDS INC COM 410345102 10 478 SH   DFND 17 0 0 478
HANESBRANDS INC COM 410345102 461 21,389 SH   DFND 21 21,389 0 0
HANOVER INS GROUP INC COM 410867105 51,955 570,875 SH   DFND 3 570,875 0 0
HANOVER INS GROUP INC COM 410867105 35,291 387,775 SH   DFND 17 312,127 0 75,648
HANOVER INS GROUP INC COM 410867105 471 5,176 SH   DFND 20 5,176 0 0
HANOVER INS GROUP INC COM 410867105 29,624 325,502 SH   DFND 21 179,061 0 146,441
HANOVER INS GROUP INC COM 410867105 24 265 SH   DFND 25 265 0 0
HARMAN INTL INDS INC COM 413086109 8,930 80,333 SH   DFND 4 80,333 0 0
HARMAN INTL INDS INC COM 413086109 21 188 SH   DFND 17 100 0 88
HARMAN INTL INDS INC COM 413086109 29,245 263,088 SH   DFND 21 263,088 0 0
HARRIS CORP DEL COM 413875105 6,394 62,400 SH   DFND 3 62,400 0 0
HARRIS CORP DEL COM 413875105 16 157 SH   DFND 17 0 0 157
HARRIS CORP DEL COM 413875105 8,329 81,284 SH   DFND 21 26,507 0 54,777
HARRIS CORP DEL COM 413875105 27 268 SH   DFND 25 268 0 0
HARSCO CORP COM 415864107 18,468 1,357,960 SH   DFND 17 1,160,107 0 197,853
HARSCO CORP COM 415864107 291 21,392 SH   DFND 21 12,442 0 8,950
HARTFORD FINL SVCS GROUP INC COM 416515104 109,810 2,304,508 SH   DFND 3 2,301,908 0 2,600
HARTFORD FINL SVCS GROUP INC COM 416515104 23,784 499,141 SH   DFND 17 486,688 0 12,453
HARTFORD FINL SVCS GROUP INC COM 416515104 502 10,545 SH   DFND 20 10,545 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 20,123 422,310 SH   DFND 21 274,633 0 147,677
HARTFORD FINL SVCS GROUP INC COM 416515104 23 476 SH   DFND 25 476 0 0
HARTFORD FINL SVCS GROUP INC CALL 416515904 2,206 46,300 SH Call DFND 4 46,300 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 15,991 335,600 SH Put DFND 4 335,600 0 0
HASBRO INC COM 418056107 7,159 92,031 SH   DFND 17 74,965 0 17,066
HASBRO INC COM 418056107 4,343 55,832 SH   DFND 21 14,422 0 41,410
HAVERTY FURNITURE INC COM 419596101 434 18,311 SH   DFND 21 0 0 18,311
HAWAIIAN HOLDINGS INC COM 419879101 3,813 66,892 SH   DFND 17 33,911 0 32,981
HAWAIIAN HOLDINGS INC COM 419879101 152 2,674 SH   DFND 20 2,674 0 0
HAWAIIAN HOLDINGS INC COM 419879101 31,844 558,669 SH   DFND 21 389,431 0 169,238
HAWAIIAN HOLDINGS INC COM 419879101 92 1,620 SH   DFND 25 1,620 0 0
HEALTHSOUTH CORP COM NEW 421924309 28,632 694,275 SH   DFND 3 694,275 0 0
HEALTHSOUTH CORP COM NEW 421924309 3,089 74,899 SH   DFND 17 74,899 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,173 28,448 SH   DFND 21 28,448 0 0
HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 1,808 1,500,000 PRN   DFND 17 1,500,000 0 0
HEADWATERS INC COM 42210P102 23,990 1,020,000 SH   DFND 21 1,020,000 0 0
HEALTHSTREAM INC COM 42222N103 1,336 53,322 SH   DFND 17 53,322 0 0
HEALTHWAYS INC COM 422245100 274 12,057 SH   DFND 17 12,057 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 21,328 17,040,000 PRN   DFND 17 14,220,000 0 2,820,000
HEARTLAND FINL USA INC COM 42234Q102 21,178 441,200 SH   DFND 3 441,200 0 0
HEARTLAND FINL USA INC COM 42234Q102 695 14,485 SH   DFND 17 14,485 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 9,178 1,040,608 SH   DFND 17 852,554 0 188,054
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 212 23,990 SH   DFND 21 8,390 0 15,600
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31,742 32,010,000 PRN   DFND 17 32,010,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 29,975 27,250,000 PRN   DFND 17 22,905,000 0 4,345,000
HELMERICH & PAYNE INC COM 423452101 1,424 18,392 SH   DFND 17 13,003 0 5,389
HELMERICH & PAYNE INC COM 423452101 21,761 281,151 SH   DFND 21 268,155 0 12,996
HENRY JACK & ASSOC INC COM 426281101 1,305 14,703 SH   DFND 17 5,191 0 9,512
HENRY JACK & ASSOC INC COM 426281101 13,550 152,619 SH   DFND 21 110,391 0 42,228
HERITAGE COMMERCE CORP COM 426927109 1,523 105,532 SH   DFND 17 95,392 0 10,140
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 62,993 68,695,000 PRN   DFND 17 68,695,000 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 206 13,095 SH   DFND 17 3,375 0 9,720
HERON THERAPEUTICS INC COM 427746102 731 55,828 SH   DFND 17 55,828 0 0
HERON THERAPEUTICS INC COM 427746102 494 37,700 SH   DFND 24 37,700 0 0
HERSHEY CO COM 427866108 18 176 SH   DFND 17 0 0 176
HERSHEY CO COM 427866108 1,556 15,044 SH   DFND 21 15,044 0 0
HESKA CORP COM RESTRC NEW 42805E306 2,844 39,716 SH   DFND 17 37,005 0 2,711
HESKA CORP COM RESTRC NEW 42805E306 241 3,370 SH   DFND 21 3,370 0 0
HESS CORP COM 42809H107 21 337 SH   DFND 17 0 0 337
HESS CORP COM 42809H107 884 14,186 SH   DFND 21 1,477 0 12,709
HEWLETT PACKARD ENTERPRISE C COM 42824C109 86,582 3,741,663 SH   DFND 17 2,920,746 0 820,917
HEWLETT PACKARD ENTERPRISE C COM 42824C109 525 22,688 SH   DFND 20 22,688 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 85,445 3,692,528 SH   DFND 21 2,839,727 0 852,801
HEWLETT PACKARD ENTERPRISE C COM 42824C109 155 6,694 SH   DFND 25 6,694 0 0
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 5,406 233,600 SH Call DFND 4 233,600 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 75,837 3,277,300 SH Put DFND 4 3,277,300 0 0
HEXCEL CORP NEW COM 428291108 4,778 92,879 SH   DFND 21 83,895 0 8,984
HEXCEL CORP NEW COM 428291108 10,144 197,200 SH   DFND 24 197,200 0 0
HILL ROM HLDGS INC COM 431475102 35,119 625,555 SH   DFND 3 625,555 0 0
HILL ROM HLDGS INC COM 431475102 18,447 328,583 SH   DFND 17 277,579 0 51,004
HILL ROM HLDGS INC COM 431475102 355 6,327 SH   DFND 20 6,327 0 0
HILL ROM HLDGS INC COM 431475102 16,732 298,047 SH   DFND 21 176,360 0 121,687
HILL ROM HLDGS INC COM 431475102 82 1,455 SH   DFND 25 1,455 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 12,360 454,401 SH   DFND 4 454,401 0 0
HOLLYFRONTIER CORP COM 436106108 322 9,815 SH   DFND 17 9,815 0 0
HOLLYFRONTIER CORP COM 436106108 1,111 33,911 SH   DFND 21 25,109 0 8,802
HOLOGIC INC COM 436440101 1,185 29,544 SH   DFND 17 23,363 0 6,181
HOLOGIC INC COM 436440101 278 6,924 SH   DFND 20 6,924 0 0
HOLOGIC INC COM 436440101 16,013 399,127 SH   DFND 21 364,463 0 34,664
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 72,719 53,175,000 PRN   DFND 17 47,060,000 0 6,115,000
HOLOGIC INC FRNT 12/1 436440AG6 50,830 41,225,000 PRN   DFND 17 41,225,000 0 0
HOME BANCSHARES INC COM 436893200 1,007 36,249 SH   DFND 21 33,649 0 2,600
HOME DEPOT INC COM 437076102 1,153 8,597 SH   DFND 4 8,597 0 0
HOME DEPOT INC COM 437076102 241,422 1,800,583 SH   DFND 17 1,651,605 0 148,978
HOME DEPOT INC COM 437076102 4,534 33,814 SH   DFND 20 33,814 0 0
HOME DEPOT INC COM 437076102 133,490 995,597 SH   DFND 21 776,379 0 219,218
HOME DEPOT INC COM 437076102 128 951 SH   DFND 24 951 0 0
HOME DEPOT INC CALL 437076902 58,271 434,600 SH Call DFND 4 434,600 0 0
HOME DEPOT INC PUT 437076952 362,217 2,701,500 SH Put DFND 4 2,701,500 0 0
HONEYWELL INTL INC COM 438516106 108,490 936,470 SH   DFND 3 935,270 0 1,200
HONEYWELL INTL INC COM 438516106 637 5,499 SH   DFND 4 5,499 0 0
HONEYWELL INTL INC COM 438516106 17,744 153,165 SH   DFND 17 152,199 0 966
HONEYWELL INTL INC COM 438516106 1,210 10,446 SH   DFND 21 1,423 0 9,023
HONEYWELL INTL INC CALL 438516906 5,155 44,500 SH Call DFND 4 44,500 0 0
HONEYWELL INTL INC PUT 438516956 65,861 568,500 SH Put DFND 4 568,500 0 0
HOOKER FURNITURE CORP COM 439038100 598 15,770 SH   DFND 17 4,702 0 11,068
HOOKER FURNITURE CORP COM 439038100 786 20,721 SH   DFND 21 16,248 0 4,473
HORMEL FOODS CORP COM 440452100 12 340 SH   DFND 17 0 0 340
HORMEL FOODS CORP COM 440452100 1,178 33,855 SH   DFND 21 28,286 0 5,569
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 6,826 7,080,000 PRN   DFND 17 7,080,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 25,463 35,365,000 PRN   DFND 17 35,365,000 0 0
HORTONWORKS INC COM 440894103 14,587 1,755,403 SH   DFND 17 1,755,403 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 872 27,468 SH   DFND 17 21,908 0 5,560
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 43 1,353 SH   DFND 21 1,353 0 0
HOST HOTELS & RESORTS INC COM 44107P104 24 1,256 SH   DFND 17 320 0 936
HOST HOTELS & RESORTS INC COM 44107P104 273 14,498 SH   DFND 21 14,498 0 0
HOULIHAN LOKEY INC CL A 441593100 19,792 636,000 SH   DFND 3 636,000 0 0
HOULIHAN LOKEY INC CL A 441593100 1,337 42,959 SH   DFND 17 42,959 0 0
HOWARD HUGHES CORP COM 44267D107 15,699 137,586 SH   DFND 17 115,664 0 21,922
HOWARD HUGHES CORP COM 44267D107 126 1,100 SH   DFND 21 0 0 1,100
HUBSPOT INC COM 443573100 268 5,710 SH   DFND 17 0 0 5,710
HUDSON PAC PPTYS INC COM 444097109 678 19,490 SH   DFND 17 19,490 0 0
HUDSON TECHNOLOGIES INC COM 444144109 2,961 369,621 SH   DFND 17 356,714 0 12,907
HUMANA INC COM 444859102 2,947 14,445 SH   DFND 17 5,795 0 8,650
HUMANA INC COM 444859102 17,898 87,724 SH   DFND 21 72,707 0 15,017
HUMANA INC CALL 444859902 6,019 29,500 SH Call DFND 4 29,500 0 0
HUMANA INC PUT 444859952 71,247 349,200 SH Put DFND 4 349,200 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,437 108,665 SH   DFND 17 107,295 0 1,370
HUNTINGTON BANCSHARES INC COM 446150104 611 46,189 SH   DFND 21 46,189 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 33,570 23,725 SH   DFND 17 23,725 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,541 24,655 SH   DFND 3 24,655 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 14,737 80,008 SH   DFND 17 70,684 0 9,324
HUNTINGTON INGALLS INDS INC COM 446413106 875 4,748 SH   DFND 20 4,748 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 42,646 231,532 SH   DFND 21 178,809 0 52,723
HUNTINGTON INGALLS INDS INC COM 446413106 167 904 SH   DFND 25 904 0 0
HUNTSMAN CORP COM 447011107 16,260 852,193 SH   DFND 17 658,959 0 193,234
HUNTSMAN CORP COM 447011107 411 21,530 SH   DFND 21 10,530 0 11,000
HURON CONSULTING GROUP INC COM 447462102 746 14,722 SH   DFND 21 14,722 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7,613 7,755,000 PRN   DFND 17 7,480,000 0 275,000
IAC INTERACTIVECORP COM 44919P508 329 5,080 SH   DFND 17 0 0 5,080
ICF INTL INC COM 44925C103 29 526 SH   DFND 17 526 0 0
ICF INTL INC COM 44925C103 2,116 38,331 SH   DFND 21 4,711 0 33,620
ICU MED INC COM 44930G107 70 478 SH   DFND 17 478 0 0
ICU MED INC COM 44930G107 1,216 8,254 SH   DFND 21 0 0 8,254
IES HLDGS INC COM 44951W106 1,280 66,840 SH   DFND 17 60,507 0 6,333
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 18,362 19,825,000 PRN   DFND 17 19,825,000 0 0
ILG INC COM 44967H101 1,753 96,500 SH   DFND 17 81,460 0 15,040
ILG INC COM 44967H101 95 5,208 SH   DFND 21 0 0 5,208
IPG PHOTONICS CORP COM 44980X109 2,689 27,245 SH   DFND 17 27,245 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 4,337 348,600 SH   DFND 3 348,600 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 299 24,071 SH   DFND 21 21,147 0 2,924
ITT INC COM 45073V108 50,381 1,306,215 SH   DFND 3 1,306,215 0 0
ITT INC COM 45073V108 1,171 30,368 SH   DFND 17 30,368 0 0
ITT INC COM 45073V108 742 19,244 SH   DFND 21 0 0 19,244
IAMGOLD CORP COM 450913108 3,749 968,711 SH   DFND 21 968,711 0 0
ICICI BK LTD ADR 45104G104 1,074 143,442 SH   DFND 20 143,442 0 0
ICICI BK LTD ADR 45104G104 747 99,674 SH   DFND 21 40,546 0 59,128
ICONIX BRAND GROUP INC COM 451055107 1,347 144,269 SH   DFND 17 81,725 0 62,544
ICONIX BRAND GROUP INC COM 451055107 847 90,715 SH   DFND 21 45,662 0 45,053
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 62,837 67,330,000 PRN   DFND 17 67,330,000 0 0
IDACORP INC COM 451107106 375 4,655 SH   DFND 17 4,655 0 0
IDACORP INC COM 451107106 2,717 33,730 SH   DFND 21 32,226 0 1,504
IDEX CORP COM 45167R104 26,890 298,582 SH   DFND 17 298,582 0 0
IDEX CORP COM 45167R104 23,112 256,625 SH   DFND 21 133,739 0 122,886
IDEX CORP COM 45167R104 6,439 71,500 SH   DFND 24 71,500 0 0
IDEXX LABS INC COM 45168D104 3,166 26,999 SH   DFND 17 19,019 0 7,980
IDEXX LABS INC COM 45168D104 15,643 133,389 SH   DFND 21 112,369 0 21,020
ILLINOIS TOOL WKS INC COM 452308109 9,764 79,735 SH   DFND 3 79,735 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,203 26,159 SH   DFND 4 26,159 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,178 50,452 SH   DFND 17 50,053 0 399
ILLINOIS TOOL WKS INC COM 452308109 41,768 341,072 SH   DFND 21 341,072 0 0
ILLINOIS TOOL WKS INC CALL 452308909 2,988 24,400 SH Call DFND 4 24,400 0 0
ILLINOIS TOOL WKS INC PUT 452308959 20,451 167,000 SH Put DFND 4 167,000 0 0
ILLUMINA INC COM 452327109 16,310 127,385 SH   DFND 4 127,385 0 0
ILLUMINA INC COM 452327109 3,345 26,121 SH   DFND 17 25,935 0 186
ILLUMINA INC COM 452327109 24 186 SH   DFND 21 186 0 0
ILLUMINA INC COM 452327109 1,908 14,900 SH   DFND 24 14,900 0 0
ILLUMINA INC CALL 452327909 4,904 38,300 SH Call DFND 4 38,300 0 0
ILLUMINA INC PUT 452327959 40,473 316,100 SH Put DFND 4 316,100 0 0
ILLUMINA INC NOTE 6/1 452327AF6 4,176 4,350,000 PRN   DFND 17 3,945,000 0 405,000
ILLUMINA INC NOTE 6/1 452327AF6 2,880 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 64,976 67,815,000 PRN   DFND 17 67,815,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 42,483 53,270,000 PRN   DFND 17 52,845,000 0 425,000
IMPINJ INC COM 453204109 5,133 145,258 SH   DFND 17 142,177 0 3,081
IMPERVA INC COM 45321L100 6,605 172,006 SH   DFND 17 129,995 0 42,011
IMPERVA INC COM 45321L100 162 4,218 SH   DFND 21 4,218 0 0
INC RESH HLDGS INC CL A 45329R109 397 7,556 SH   DFND 17 7,556 0 0
INC RESH HLDGS INC CL A 45329R109 193 3,669 SH   DFND 20 3,669 0 0
INC RESH HLDGS INC CL A 45329R109 2,379 45,221 SH   DFND 21 29,448 0 15,773
INCYTE CORP COM 45337C102 36,113 360,154 SH   DFND 17 290,629 0 69,525
INCYTE CORP COM 45337C102 85 848 SH   DFND 21 848 0 0
INCYTE CORP COM 45337C102 9,836 98,100 SH   DFND 24 98,100 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 83,210 41,625,000 PRN   DFND 17 38,760,000 0 2,865,000
INDEPENDENCE CONTRACT DRIL I COM 453415309 938 140,008 SH   DFND 17 126,745 0 13,263
INDEPENDENCE RLTY TR INC COM 45378A106 41 4,621 SH   DFND 17 4,621 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 288 32,327 SH   DFND 21 11,388 0 20,939
INDEPENDENT BANK CORP MASS COM 453836108 331 4,701 SH   DFND 17 4,701 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,917 39,102 SH   DFND 17 39,102 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 378 7,702 SH   DFND 20 7,702 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 7,081 144,451 SH   DFND 21 138,859 0 5,592
INFORMATION SERVICES GROUP I COM 45675Y104 655 179,954 SH   DFND 17 162,872 0 17,082
INFOSYS LTD SPONSORED ADR 456788108 31 2,076 SH   DFND   2,076 0 0
INFOSYS LTD SPONSORED ADR 456788108 145 9,792 SH   DFND 17 0 0 9,792
INFOSYS LTD SPONSORED ADR 456788108 784 52,891 SH   DFND 21 25,000 0 27,891
ING GROEP N V SPONSORED ADR 456837103 7,922 561,839 SH   DFND 17 561,839 0 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 2,933 3,000,000 PRN   DFND 4 3,000,000 0 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 169,029 174,820,000 PRN   DFND 4 174,820,000 0 0
INFRAREIT INC COM 45685L100 26,655 1,488,300 SH   DFND 3 1,488,300 0 0
INFRAREIT INC COM 45685L100 1,097 61,223 SH   DFND 17 61,223 0 0
INGLES MKTS INC CL A 457030104 28,558 593,714 SH   DFND 3 593,714 0 0
INGLES MKTS INC CL A 457030104 2,091 43,462 SH   DFND 17 18,887 0 24,575
INGREDION INC COM 457187102 42,361 339,000 SH   DFND 3 339,000 0 0
INGREDION INC COM 457187102 29,913 239,377 SH   DFND 17 235,044 0 4,333
INGREDION INC COM 457187102 1,207 9,658 SH   DFND 20 9,658 0 0
INGREDION INC COM 457187102 74,258 594,254 SH   DFND 21 433,673 0 160,581
INGREDION INC COM 457187102 7,423 59,400 SH   DFND 24 59,400 0 0
INGREDION INC COM 457187102 111 886 SH   DFND 25 886 0 0
INSIGHT ENTERPRISES INC COM 45765U103 135 3,331 SH   DFND 17 3,331 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,871 70,992 SH   DFND 21 27,518 0 43,474
INNOSPEC INC COM 45768S105 321 4,690 SH   DFND 17 2,214 0 2,476
INNOSPEC INC COM 45768S105 1,546 22,572 SH   DFND 21 11,337 0 11,235
INPHI CORP COM 45772F107 8,518 190,895 SH   DFND 17 156,108 0 34,787
INPHI CORP COM 45772F107 134 3,000 SH   DFND 21 0 0 3,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 5,766 4,400,000 PRN   DFND 17 4,400,000 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 934 134,595 SH   DFND 17 134,595 0 0
INNOPHOS HOLDINGS INC COM 45774N108 36,196 692,620 SH   DFND 3 692,620 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,804 34,520 SH   DFND 17 30,850 0 3,670
INNOPHOS HOLDINGS INC COM 45774N108 1,314 25,141 SH   DFND 21 0 0 25,141
INSTEEL INDUSTRIES INC COM 45774W108 21,380 599,900 SH   DFND 3 599,900 0 0
INSTEEL INDUSTRIES INC COM 45774W108 927 26,014 SH   DFND 17 26,014 0 0
INSTEEL INDUSTRIES INC COM 45774W108 5,938 166,603 SH   DFND 21 97,960 0 68,643
INSPERITY INC COM 45778Q107 170 2,400 SH   DFND 17 0 0 2,400
INSPERITY INC COM 45778Q107 6,364 89,699 SH   DFND 21 76,725 0 12,974
INSPERITY INC COM 45778Q107 53 754 SH   DFND 25 754 0 0
INOGEN INC COM 45780L104 8,005 119,180 SH   DFND 17 93,332 0 25,848
INSTALLED BLDG PRODS INC COM 45780R101 10,657 258,027 SH   DFND 17 199,015 0 59,012
INSTALLED BLDG PRODS INC COM 45780R101 87 2,100 SH   DFND 21 0 0 2,100
INNOVIVA INC COM 45781M101 1,623 151,723 SH   DFND 21 151,723 0 0
INSTRUCTURE INC COM 45781U103 1,796 91,878 SH   DFND 17 91,878 0 0
INSULET CORP COM 45784P101 1,404 37,252 SH   DFND 17 37,252 0 0
INSULET CORP COM 45784P101 117 3,095 SH   DFND 21 3,095 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 5,624 131,115 SH   DFND 17 109,241 0 21,874
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 110 2,567 SH   DFND 20 2,567 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 955 22,258 SH   DFND 21 20,058 0 2,200
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 52,093 49,840,000 PRN   DFND 17 45,015,000 0 4,825,000
INTEL CORP COM 458140100 87,483 2,412,000 SH   DFND 3 2,408,700 0 3,300
INTEL CORP COM 458140100 298,739 8,236,536 SH   DFND 17 7,182,997 0 1,053,539
INTEL CORP COM 458140100 13,459 371,088 SH   DFND 20 371,088 0 0
INTEL CORP COM 458140100 296,171 8,165,727 SH   DFND 21 5,785,406 0 2,380,321
INTEL CORP COM 458140100 558 15,390 SH   DFND 25 15,390 0 0
INTEL CORP CALL 458140900 47,285 1,303,700 SH Call DFND 4 1,303,700 0 0
INTEL CORP PUT 458140950 233,154 6,428,300 SH Put DFND 4 6,428,300 0 0
INTEL CORP SDCV 12/1 458140AD2 27,211 20,000,000 PRN   DFND 17 20,000,000 0 0
INTEL CORP SDCV 12/1 458140AD2 9,524 7,000,000 PRN   DFND 21 0 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 207,109 116,510,000 PRN   DFND 17 108,445,000 0 8,065,000
INTELIQUENT INC COM 45825N107 32,195 1,404,675 SH   DFND 3 1,404,675 0 0
INTELIQUENT INC COM 45825N107 1,601 69,845 SH   DFND 17 69,845 0 0
INTELIQUENT INC COM 45825N107 14,612 637,517 SH   DFND 21 637,517 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 543 4,995 SH   DFND 17 4,995 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 282 2,600 SH   DFND 24 2,600 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3,606 4,000,000 PRN   DFND 17 4,000,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 44,846 33,025,000 PRN   DFND 17 27,605,000 0 5,420,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 32,578 577,428 SH   DFND 17 567,350 0 10,078
INTERCONTINENTAL EXCHANGE IN COM 45866F104 35,397 627,383 SH   DFND 21 622,633 0 4,750
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 226 4,000 SH Call DFND 4 4,000 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 8,959 158,800 SH Put DFND 4 158,800 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 14,361 351,981 SH   DFND 3 351,981 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 106,369 640,815 SH   DFND 3 639,565 0 1,250
INTERNATIONAL BUSINESS MACHS COM 459200101 154,119 928,483 SH   DFND 17 854,293 0 74,190
INTERNATIONAL BUSINESS MACHS COM 459200101 48,198 290,365 SH   DFND 21 220,189 0 70,176
INTERNATIONAL BUSINESS MACHS COM 459200101 174 1,050 SH   DFND 24 1,050 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 41 246 SH   DFND 25 246 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 54,295 327,100 SH Call DFND 4 327,100 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 292,458 1,761,900 SH Put DFND 4 1,761,900 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 462 3,919 SH   DFND 17 3,819 0 100
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 91,513 776,651 SH   DFND 21 606,614 0 170,037
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 530 4,500 SH   DFND 24 4,500 0 0
INTL PAPER CO COM 460146103 116,292 2,191,715 SH   DFND 3 2,188,715 0 3,000
INTL PAPER CO COM 460146103 22,520 424,420 SH   DFND 17 422,421 0 1,999
INTL PAPER CO COM 460146103 204 3,841 SH   DFND 20 3,841 0 0
INTL PAPER CO COM 460146103 27,942 526,608 SH   DFND 21 258,341 0 268,267
INTL PAPER CO CALL 460146903 4,367 82,300 SH Call DFND 4 82,300 0 0
INTL PAPER CO PUT 460146953 39,461 743,700 SH Put DFND 4 743,700 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 166 4,500 SH   DFND 17 4,500 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 108 2,946 SH   DFND 21 2,946 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,723 73,594 SH   DFND 17 53,399 0 20,195
INTERPUBLIC GROUP COS INC COM 460690100 19,561 835,586 SH   DFND 21 835,586 0 0
INTERSIL CORP CL A 46069S109 8,339 373,954 SH   DFND 4 373,954 0 0
INTERSIL CORP CL A 46069S109 178 8,003 SH   DFND 17 0 0 8,003
INTERSIL CORP CL A 46069S109 33,817 1,516,474 SH   DFND 21 1,483,571 0 32,903
INTERSECT ENT INC COM 46071F103 1,549 128,011 SH   DFND 17 124,210 0 3,801
INTL FCSTONE INC COM 46116V105 534 13,492 SH   DFND 17 5,050 0 8,442
INTRALINKS HLDGS INC COM 46118H104 2,157 159,510 SH   DFND 17 159,510 0 0
INTUIT COM 461202103 232 2,027 SH   DFND 4 2,027 0 0
INTUIT COM 461202103 136,581 1,191,701 SH   DFND 17 981,973 0 209,728
INTUIT COM 461202103 91,684 799,961 SH   DFND 21 698,096 0 101,865
INTUIT CALL 461202903 7,450 65,000 SH Call DFND 4 65,000 0 0
INTUIT PUT 461202953 59,230 516,800 SH Put DFND 4 516,800 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,060 3,248 SH   DFND 4 3,248 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 21,143 33,339 SH   DFND 17 32,785 0 554
INTUITIVE SURGICAL INC COM NEW 46120E602 868 1,368 SH   DFND 20 1,368 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 35,836 56,508 SH   DFND 21 54,491 0 2,017
INTUITIVE SURGICAL INC CALL 46120E902 2,283 3,600 SH Call DFND 4 3,600 0 0
INTUITIVE SURGICAL INC PUT 46120E952 22,450 35,400 SH Put DFND 4 35,400 0 0
INVENSENSE INC COM 46123D205 10,899 852,119 SH   DFND 21 852,119 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 454 31,067 SH   DFND 17 31,067 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 206 14,132 SH   DFND 20 14,132 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,787 190,918 SH   DFND 21 99,278 0 91,640
IRADIMED CORP COM 46266A109 502 45,211 SH   DFND 17 40,920 0 4,291
IRON MTN INC NEW COM 46284V101 8,282 255,000 SH   DFND 4 255,000 0 0
IRON MTN INC NEW COM 46284V101 87 2,683 SH   DFND 17 2,373 0 310
IRON MTN INC NEW COM 46284V101 10 310 SH   DFND 21 310 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 34,565 29,650,000 PRN   DFND 17 24,605,000 0 5,045,000
ISHARES GOLD TRUST ISHARES 464285105 7,840 707,600 SH   DFND 20 707,600 0 0
ISHARES MSCI AUST ETF 464286103 5,603 276,973 SH   DFND 24 0 0 276,973
ISHARES MSCI WORLD ETF 464286392 9,668 132,288 SH   DFND 25 132,288 0 0
ISHARES MSCI BRZ CAP ETF 464286400 767 23,000 SH   DFND 24 23,000 0 0
ISHARES MSCI CDA ETF 464286509 15,795 604,016 SH   DFND 24 0 0 604,016
ISHARES EM MKTS CURR ETF 464286517 300 7,000 SH   DFND 24 7,000 0 0
ISHARES MIN VOL EMRG MKT 464286533 2 42 SH   DFND 17 42 0 0
ISHARES MIN VOL EMRG MKT 464286533 26,411 540,000 SH   DFND 25 540,000 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 TR SELECT DIVID ETF 464287168 443 5,000 SH   DFND 24 5,000 0 0
ISHARES TR TIPS BD ETF 464287176 1,084 9,580 SH   DFND   3,990 0 5,590
ISHARES TR CORE S&P500 ETF 464287200 18,637 82,837 SH   DFND 24 0 0 82,837
ISHARES TR CORE US AGGBD ET 464287226 20,221 187,129 SH   DFND 17 187,129 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,637 467,500 SH Put DFND 21 467,500 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 25,401 216,771 SH   DFND 4 216,771 0 0
ISHARES TR IBOXX INV CP ETF 464287242 183,791 1,568,447 SH   DFND 17 1,568,447 0 0
ISHARES TR IBOXX INV CP ETF 464287242 422 3,600 SH   DFND 24 3,000 0 600
ISHARES TR IBOXX INV CP ETF 464287242 25,130 214,460 SH   DFND 25 214,460 0 0
ISHARES TR LATN AMER 40 ETF 464287390 690 25,000 SH   DFND 24 25,000 0 0
ISHARES TR S&P 500 VAL ETF 464287408 674 6,646 SH   DFND 17 6,646 0 0
ISHARES TR MSCI EAFE ETF 464287465 34,922 604,913 SH   DFND 4 604,913 0 0
ISHARES TR MSCI EAFE ETF 464287465 48,704 843,654 SH   DFND 17 843,654 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 92 1,144 SH   DFND 17 1,144 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 402 5,000 SH   DFND 24 5,000 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 265 1,000 SH   DFND 17 0 0 1,000
ISHARES TR NASDQ BIOTEC ETF 464287556 398 1,500 SH   DFND 24 1,500 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 2,376 21,205 SH   DFND 17 21,205 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,764 14,831 SH   DFND 17 14,831 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 15,284 113,338 SH   DFND 17 113,338 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 674 5,000 SH   DFND 24 5,000 0 0
ISHARES TR CORE RUSSELL VAL 464287663 355 7,218 SH   DFND 17 7,218 0 0
ISHARES TR U.S. REAL ES ETF 464287739 577 7,500 SH   DFND 24 7,500 0 0
ISHARES TR EUROPE ETF 464287861 411 10,600 SH   DFND 24 10,000 0 600
ISHARES TR PUT 464287954 135,304 3,864,737 SH Put DFND 4 3,864,737 0 0
ISHARES TR PUT 464287955 224,515 2,144,933 SH Put DFND 4 2,144,933 0 0
ISHARES TR PUT 464287959 26,929 350,006 SH Put DFND 4 350,006 0 0
ISHARES TR INTL TREA BD ETF 464288117 6,285 69,975 SH   DFND 24 0 0 69,975
ISHARES TR MSCI AC ASIA ETF 464288182 2,073 37,740 SH   DFND 24 0 0 37,740
ISHARES TR MSCI ACWI ETF 464288257 7,692 130,000 SH   DFND 17 130,000 0 0
ISHARES TR MSCI ACWI ETF 464288257 2,834 47,900 SH   DFND 24 45,000 0 2,900
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 1,594 14,466 SH   DFND 17 14,466 0 0
ISHARES TR JP MOR EM MK ETF 464288281 1,378 12,500 SH   DFND 24 12,000 0 500
ISHARES TR JP MOR EM MK ETF 464288281 41,694 378,280 SH   DFND 25 378,280 0 0
ISHARES TR IBOXX HI YD ETF 464288513 18,743 216,562 SH   DFND 17 216,562 0 0
ISHARES TR IBOXX HI YD ETF 464288513 11,570 133,680 SH   DFND 25 133,680 0 0
ISHARES TR MBS ETF 464288588 5,474 51,477 SH   DFND 17 51,477 0 0
ISHARES TR MBS ETF 464288588 53,650 504,510 SH   DFND 20 504,510 0 0
ISHARES TR U.S. PFD STK ETF 464288687 305 8,190 SH   DFND   3,410 0 4,780
ISHARES TR US TREASURY ETF 46429B267 9 356 SH   DFND 17 356 0 0
ISHARES TR US TREASURY ETF 46429B267 17,673 708,910 SH   DFND 24 0 0 708,910
ISHARES TR MSCI INDIA ETF 46429B598 142 5,300 SH   DFND 17 5,300 0 0
ISHARES TR MSCI INDIA ETF 46429B598 536 20,000 SH   DFND 24 20,000 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 304 6,000 SH   DFND 24 6,000 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 CHINA ETF 46429B671 1,050 24,000 SH   DFND 24 24,000 0 0
ISHARES TR MIN VOL USA ETF 46429B697 2,048 45,300 SH   DFND 17 45,300 0 0
ISHARES TR MIN VOL USA ETF 46429B697 60,694 1,342,200 SH   DFND 25 1,342,200 0 0
ISHARES TR USA QUALITY FCTR 46432F339 2,010 29,087 SH   DFND 17 29,087 0 0
ISHARES TR USA QUALITY FCTR 46432F339 31,321 453,272 SH   DFND 25 453,272 0 0
ISHARES TR USA VALUE FACTOR 46432F388 15,723 224,000 SH   DFND 20 224,000 0 0
ISHARES TR USA VALUE FACTOR 46432F388 32,999 470,142 SH   DFND 25 470,142 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 2,012 26,519 SH   DFND 17 26,519 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 29,868 393,723 SH   DFND 25 393,723 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 77,696 75,450,000 PRN   DFND 17 69,505,000 0 5,945,000
ISHARES INC MSCI JPN ETF NEW 46434G822 267 5,460 SH   DFND   2,280 0 3,180
ISHARES INC MSCI JPN ETF NEW 46434G822 15,231 311,721 SH   DFND 24 0 0 311,721
ISHARES INC MSCI ITL ETF NEW 46434G830 339 14,000 SH   DFND 24 14,000 0 0
ISHARES TR HDG MSCI GERMN 46434V704 3,152 122,000 SH   DFND 24 122,000 0 0
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 1,224 119,040 SH   DFND 4 98,890 0 20,150
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 13,186 1,282,655 SH   DFND 17 1,282,655 0 0
ITRON INC COM 465741106 18,437 293,345 SH   DFND 17 246,183 0 47,162
ITRON INC COM 465741106 345 5,482 SH   DFND 21 2,104 0 3,378
J & J SNACK FOODS CORP COM 466032109 396 2,970 SH   DFND 17 2,970 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 121 25,412 SH   DFND 17 0 0 25,412
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 53,925 51,825,000 PRN   DFND 17 51,825,000 0 0
JPMORGAN CHASE & CO COM 46625H100 231,302 2,680,520 SH   DFND 3 2,677,020 0 3,500
JPMORGAN CHASE & CO COM 46625H100 187,817 2,176,582 SH   DFND 17 2,038,540 0 138,042
JPMORGAN CHASE & CO COM 46625H100 13,459 155,973 SH   DFND 20 155,973 0 0
JPMORGAN CHASE & CO COM 46625H100 374,696 4,342,289 SH   DFND 21 3,361,507 0 980,782
JPMORGAN CHASE & CO COM 46625H100 594 6,882 SH   DFND 25 6,882 0 0
JPMORGAN CHASE & CO CALL 46625H900 83,641 969,300 SH Call DFND 4 969,300 0 0
JPMORGAN CHASE & CO PUT 46625H950 470,936 5,457,600 SH Put DFND 4 5,457,600 0 0
JABIL CIRCUIT INC COM 466313103 3,009 127,122 SH   DFND 17 124,215 0 2,907
JABIL CIRCUIT INC COM 466313103 14,006 591,738 SH   DFND 21 401,431 0 190,307
JABIL CIRCUIT INC COM 466313103 18 756 SH   DFND 25 756 0 0
JACK IN THE BOX INC COM 466367109 15,973 143,076 SH   DFND 17 123,093 0 19,983
JACK IN THE BOX INC COM 466367109 123 1,099 SH   DFND 20 1,099 0 0
JACK IN THE BOX INC COM 466367109 3,026 27,105 SH   DFND 21 22,652 0 4,453
JACOBS ENGR GROUP INC DEL COM 469814107 9 152 SH   DFND 17 0 0 152
JACOBS ENGR GROUP INC DEL COM 469814107 211 3,694 SH   DFND 21 3,694 0 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1,322 1,000,000 PRN   DFND 17 1,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 56,359 58,570,000 PRN   DFND 17 58,225,000 0 345,000
JD COM INC SPON ADR CL A 47215P106 298 11,720 SH   DFND 17 0 0 11,720
JETBLUE AIRWAYS CORP COM 477143101 1,106 49,309 SH   DFND 17 33,323 0 15,986
JETBLUE AIRWAYS CORP COM 477143101 164 7,305 SH   DFND 20 7,305 0 0
JETBLUE AIRWAYS CORP COM 477143101 34,334 1,531,407 SH   DFND 21 1,054,277 0 477,130
JETBLUE AIRWAYS CORP COM 477143101 93 4,161 SH   DFND 25 4,161 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 556 36,500 SH   DFND 17 0 0 36,500
JOHN BEAN TECHNOLOGIES CORP COM 477839104 16,598 193,112 SH   DFND 17 128,265 0 64,847
JOHN BEAN TECHNOLOGIES CORP COM 477839104 3,797 44,176 SH   DFND 21 42,826 0 1,350
JOHNSON & JOHNSON COM 478160104 101,676 882,528 SH   DFND 3 882,528 0 0
JOHNSON & JOHNSON COM 478160104 36,050 312,910 SH   DFND 4 312,910 0 0
JOHNSON & JOHNSON COM 478160104 131,726 1,143,357 SH   DFND 17 730,410 0 412,947
JOHNSON & JOHNSON COM 478160104 2,932 25,450 SH   DFND 20 25,450 0 0
JOHNSON & JOHNSON COM 478160104 376,515 3,268,074 SH   DFND 21 2,336,878 0 931,196
JOHNSON & JOHNSON COM 478160104 1,798 15,603 SH   DFND 24 15,603 0 0
JOHNSON & JOHNSON COM 478160104 639 5,545 SH   DFND 25 5,545 0 0
JOHNSON & JOHNSON CALL 478160904 74,529 646,900 SH Call DFND 4 646,900 0 0
JOHNSON & JOHNSON PUT 478160954 598,021 5,190,700 SH Put DFND 4 5,190,700 0 0
JONES LANG LASALLE INC COM 48020Q107 8 76 SH   DFND 17 76 0 0
JONES LANG LASALLE INC COM 48020Q107 1,087 10,763 SH   DFND 21 10,763 0 0
JOY GLOBAL INC COM 481165108 8,306 296,657 SH   DFND 4 296,657 0 0
JOY GLOBAL INC COM 481165108 23,761 848,600 SH   DFND 17 840,300 0 8,300
JOY GLOBAL INC COM 481165108 26,009 928,899 SH   DFND 21 928,899 0 0
J2 GLOBAL INC COM 48123V102 31,974 390,886 SH   DFND 3 390,886 0 0
J2 GLOBAL INC COM 48123V102 15,144 185,131 SH   DFND 17 146,887 0 38,244
J2 GLOBAL INC COM 48123V102 28,236 345,180 SH   DFND 21 246,540 0 98,640
J2 GLOBAL INC COM 48123V102 138 1,688 SH   DFND 25 1,688 0 0
JUNIPER NETWORKS INC COM 48203R104 6,426 227,400 SH   DFND 3 227,400 0 0
JUNIPER NETWORKS INC COM 48203R104 56,892 2,013,151 SH   DFND 17 1,717,943 0 295,208
JUNIPER NETWORKS INC COM 48203R104 328 11,606 SH   DFND 20 11,606 0 0
JUNIPER NETWORKS INC COM 48203R104 42,189 1,492,879 SH   DFND 21 926,419 0 566,460
JUNIPER NETWORKS INC COM 48203R104 89 3,161 SH   DFND 25 3,161 0 0
KAR AUCTION SVCS INC COM 48238T109 12,786 300,000 SH   DFND 4 300,000 0 0
KAR AUCTION SVCS INC COM 48238T109 5,636 132,242 SH   DFND 17 101,341 0 30,901
KAR AUCTION SVCS INC COM 48238T109 340 7,989 SH   DFND 20 7,989 0 0
KAR AUCTION SVCS INC COM 48238T109 38,824 910,926 SH   DFND 21 692,402 0 218,524
KAR AUCTION SVCS INC COM 48238T109 152 3,568 SH   DFND 25 3,568 0 0
KBR INC COM 48242W106 48,194 2,887,600 SH   DFND 3 2,887,600 0 0
KBR INC COM 48242W106 2,573 154,175 SH   DFND 17 154,175 0 0
KCG HLDGS INC CL A 48244B100 1,171 88,414 SH   DFND 21 22,911 0 65,503
KLA-TENCOR CORP COM 482480100 30,053 381,969 SH   DFND 17 283,824 0 98,145
KLA-TENCOR CORP COM 482480100 33,077 420,404 SH   DFND 21 420,404 0 0
KKR & CO L P DEL COM UNITS 48248M102 196 12,755 SH   DFND 4 8,311 0 4,444
KADANT INC COM 48282T104 2,693 44,003 SH   DFND 17 44,003 0 0
KADANT INC COM 48282T104 864 14,119 SH   DFND 21 12,837 0 1,282
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,010 25,874 SH   DFND 17 0 0 25,874
KAISER ALUMINUM CORP COM PAR $0.01 483007704 320 4,120 SH   DFND 21 4,120 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 58,165 685,509 SH   DFND 17 567,410 0 118,099
KANSAS CITY SOUTHERN COM NEW 485170302 615 7,246 SH   DFND 21 3,264 0 3,982
KB HOME NOTE 1.375% 2/0 48666KAS8 30,448 31,235,000 PRN   DFND 17 31,235,000 0 0
KELLOGG CO COM 487836108 3,592 48,726 SH   DFND 4 48,726 0 0
KELLOGG CO COM 487836108 109 1,479 SH   DFND 17 1,160 0 319
KELLOGG CO COM 487836108 24 319 SH   DFND 21 319 0 0
KELLOGG CO CALL 487836908 4,312 58,500 SH Call DFND 4 58,500 0 0
KELLOGG CO PUT 487836958 30,486 413,600 SH Put DFND 4 413,600 0 0
KELLY SVCS INC CL A 488152208 869 37,931 SH   DFND 17 8,908 0 29,023
KELLY SVCS INC CL A 488152208 2,022 88,200 SH   DFND 21 78,758 0 9,442
KEYCORP NEW COM 493267108 15,368 841,150 SH   DFND 3 841,150 0 0
KEYCORP NEW COM 493267108 350 19,170 SH   DFND 4 19,170 0 0
KEYCORP NEW COM 493267108 7,926 433,819 SH   DFND 17 432,453 0 1,366
KEYCORP NEW COM 493267108 15,702 859,425 SH   DFND 21 857,002 0 2,423
KEYCORP NEW PUT 493267958 7,080 387,500 SH Put DFND 4 387,500 0 0
KEYCORP NEW PUT 493267958 1,827 100,000 SH Put DFND 21 100,000 0 0
KEYW HLDG CORP COM 493723100 601 50,975 SH   DFND 17 0 0 50,975
KFORCE INC COM 493732101 1,927 83,422 SH   DFND 17 83,422 0 0
KILROY RLTY CORP COM 49427F108 10,433 142,487 SH   DFND 4 142,487 0 0
KILROY RLTY CORP COM 49427F108 11,843 161,749 SH   DFND 17 124,591 0 37,158
KILROY RLTY CORP COM 49427F108 287 3,920 SH   DFND 21 2,120 0 1,800
KIMBERLY CLARK CORP COM 494368103 22,546 197,562 SH   DFND 4 197,562 0 0
KIMBERLY CLARK CORP COM 494368103 722 6,328 SH   DFND 17 5,874 0 454
KIMBERLY CLARK CORP COM 494368103 1,392 12,196 SH   DFND 21 5,111 0 7,085
KIMBERLY CLARK CORP CALL 494368903 16,285 142,700 SH Call DFND 4 142,700 0 0
KIMBERLY CLARK CORP PUT 494368953 78,480 687,700 SH Put DFND 4 687,700 0 0
KINDER MORGAN INC DEL COM 49456B101 4,660 225,000 SH   DFND 4 225,000 0 0
KINDER MORGAN INC DEL COM 49456B101 50 2,432 SH   DFND 17 0 0 2,432
KINDER MORGAN INC DEL COM 49456B101 50 2,432 SH   DFND 21 2,432 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 79,555 1,635,255 SH   DFND 17 1,548,940 0 86,315
KINDER MORGAN INC DEL CALL 49456B901 8,760 423,000 SH Call DFND 4 423,000 0 0
KINDER MORGAN INC DEL PUT 49456B951 48,178 2,326,300 SH Put DFND 4 2,326,300 0 0
KINROSS GOLD CORP COM NO PAR 496902404 10,573 3,383,780 SH   DFND 21 3,383,780 0 0
KITE PHARMA INC COM 49803L109 1,503 33,517 SH   DFND 17 33,517 0 0
KITE PHARMA INC COM 49803L109 785 17,500 SH   DFND 24 17,500 0 0
KNOLL INC COM NEW 498904200 47,844 1,713,000 SH   DFND 3 1,713,000 0 0
KNOLL INC COM NEW 498904200 710 25,422 SH   DFND 17 25,422 0 0
KNOLL INC COM NEW 498904200 96 3,424 SH   DFND 20 3,424 0 0
KNOLL INC COM NEW 498904200 1,090 39,034 SH   DFND 21 26,051 0 12,983
KOHLS CORP COM 500255104 1,516 30,692 SH   DFND 17 30,468 0 224
KOHLS CORP COM 500255104 253 5,115 SH   DFND 20 5,115 0 0
KOHLS CORP COM 500255104 15,095 305,682 SH   DFND 21 167,842 0 137,840
KOPPERS HOLDINGS INC COM 50060P106 4,597 114,066 SH   DFND 17 114,066 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 63,973 3,461,743 SH   DFND 3 2,191,832 0 1,269,911
KOREA ELECTRIC PWR SPONSORED ADR 500631106 12,029 650,935 SH   DFND 17 650,935 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,332 234,396 SH   DFND 21 217,015 0 17,381
KORN FERRY INTL COM NEW 500643200 47,107 1,600,649 SH   DFND 3 1,600,649 0 0
KORN FERRY INTL COM NEW 500643200 614 20,855 SH   DFND 17 20,855 0 0
KRAFT HEINZ CO COM 500754106 368 4,214 SH   DFND 17 0 0 4,214
KRAFT HEINZ CO COM 500754106 6,590 75,475 SH   DFND 21 75,475 0 0
KRAFT HEINZ CO CALL 500754906 16,608 190,200 SH Call DFND 4 190,200 0 0
KRAFT HEINZ CO PUT 500754956 108,783 1,245,800 SH Put DFND 4 1,245,800 0 0
KRATON CORPORATION COM 50077C106 282 9,888 SH   DFND 17 9,888 0 0
KRATON CORPORATION COM 50077C106 115 4,021 SH   DFND 20 4,021 0 0
KRATON CORPORATION COM 50077C106 1,016 35,672 SH   DFND 21 33,258 0 2,414
KROGER CO COM 501044101 16,321 472,923 SH   DFND 4 472,923 0 0
KROGER CO COM 501044101 104,412 3,025,555 SH   DFND 17 2,983,605 0 41,950
KROGER CO COM 501044101 479 13,888 SH   DFND 20 13,888 0 0
KROGER CO COM 501044101 86,331 2,501,618 SH   DFND 21 1,698,590 0 803,028
KROGER CO COM 501044101 257 7,448 SH   DFND 25 7,448 0 0
KROGER CO CALL 501044901 5,984 173,400 SH Call DFND 4 173,400 0 0
KROGER CO PUT 501044951 44,325 1,284,400 SH Put DFND 4 1,284,400 0 0
L BRANDS INC COM 501797104 9,504 144,344 SH   DFND 4 144,344 0 0
L BRANDS INC COM 501797104 35,633 541,201 SH   DFND 17 522,896 0 18,305
L BRANDS INC COM 501797104 22,402 340,250 SH   DFND 21 338,282 0 1,968
L BRANDS INC CALL 501797904 1,771 26,900 SH Call DFND 4 26,900 0 0
L BRANDS INC PUT 501797954 19,903 302,300 SH Put DFND 4 302,300 0 0
LHC GROUP INC COM 50187A107 573 12,543 SH   DFND 17 4,272 0 8,271
LHC GROUP INC COM 50187A107 3,059 66,942 SH   DFND 21 18,819 0 48,123
LGI HOMES INC COM 50187T106 7,395 257,397 SH   DFND 17 243,992 0 13,405
LGI HOMES INC COM 50187T106 1,390 48,394 SH   DFND 21 21,705 0 26,689
LKQ CORP COM 501889208 12 388 SH   DFND 17 0 0 388
LKQ CORP COM 501889208 2,109 68,824 SH   DFND 21 37,698 0 31,126
LKQ CORP COM 501889208 2,421 79,000 SH   DFND 24 79,000 0 0
LSB INDS INC COM 502160104 684 81,275 SH   DFND 17 73,534 0 7,741
LSI INDS INC COM 50216C108 1,107 113,678 SH   DFND 17 102,903 0 10,775
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 6,822 389,166 SH   DFND 17 350,458 0 38,708
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,197 125,300 SH   DFND 24 125,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,014 78,000 SH   DFND 4 78,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 33,035 257,319 SH   DFND 17 226,540 0 30,779
LABORATORY CORP AMER HLDGS COM NEW 50540R409 627 4,886 SH   DFND 20 4,886 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 19,767 153,973 SH   DFND 21 96,400 0 57,573
LAM RESEARCH CORP COM 512807108 15,729 148,765 SH   DFND 3 148,765 0 0
LAM RESEARCH CORP COM 512807108 87,906 831,420 SH   DFND 17 608,700 0 222,720
LAM RESEARCH CORP COM 512807108 1,556 14,721 SH   DFND 20 14,721 0 0
LAM RESEARCH CORP COM 512807108 101,742 962,278 SH   DFND 21 640,495 0 321,783
LAM RESEARCH CORP COM 512807108 324 3,069 SH   DFND 25 3,069 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 118,961 67,815,000 PRN   DFND 17 63,385,000 0 4,430,000
LAMB WESTON HLDGS INC COM 513272104 35 935 SH   DFND 17 0 0 935
LAMB WESTON HLDGS INC COM 513272104 294 7,764 SH   DFND 21 7,764 0 0
LANCASTER COLONY CORP COM 513847103 361 2,555 SH   DFND 17 2,555 0 0
LANCASTER COLONY CORP COM 513847103 498 3,523 SH   DFND 21 3,523 0 0
LAREDO PETROLEUM INC COM 516806106 11,533 815,616 SH   DFND 17 640,400 0 175,216
LAREDO PETROLEUM INC COM 516806106 956 67,600 SH   DFND 24 67,600 0 0
LAS VEGAS SANDS CORP COM 517834107 1,160 21,712 SH   DFND 17 21,712 0 0
LAS VEGAS SANDS CORP COM 517834107 4,610 86,317 SH   DFND 21 86,317 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 3,248 441,274 SH   DFND 21 441,274 0 0
LAUDER ESTEE COS INC CL A 518439104 13,231 172,979 SH   DFND 4 172,979 0 0
LAUDER ESTEE COS INC CL A 518439104 21,270 278,081 SH   DFND 17 273,405 0 4,676
LAUDER ESTEE COS INC CL A 518439104 93,962 1,228,420 SH   DFND 21 991,250 0 237,170
LAUDER ESTEE COS INC CL A 518439104 505 6,600 SH   DFND 24 6,600 0 0
LAUDER ESTEE COS INC CALL 518439904 5,316 69,500 SH Call DFND 4 69,500 0 0
LAUDER ESTEE COS INC PUT 518439954 24,538 320,800 SH Put DFND 4 320,800 0 0
LAYNE CHRISTENSEN CO COM 521050104 1,218 112,096 SH   DFND 17 101,477 0 10,619
LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7,164 7,875,000 PRN   DFND 17 7,875,000 0 0
LEAR CORP COM NEW 521865204 11,588 87,540 SH   DFND 3 87,540 0 0
LEAR CORP COM NEW 521865204 32,393 244,719 SH   DFND 17 181,986 0 62,733
LEAR CORP COM NEW 521865204 1,045 7,897 SH   DFND 20 7,897 0 0
LEAR CORP COM NEW 521865204 90,919 686,857 SH   DFND 21 498,264 0 188,593
LEAR CORP COM NEW 521865204 336 2,537 SH   DFND 25 2,537 0 0
LEGGETT & PLATT INC COM 524660107 8 168 SH   DFND 17 0 0 168
LEGGETT & PLATT INC COM 524660107 831 16,996 SH   DFND 21 168 0 16,828
LEGACY TEX FINL GROUP INC COM 52471Y106 1,260 29,264 SH   DFND 21 0 0 29,264
LEGG MASON INC COM 524901105 516 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 7,167 140,135 SH   DFND 21 81,691 0 58,444
LEMAITRE VASCULAR INC COM 525558201 7,128 281,294 SH   DFND 17 253,593 0 27,701
LEMAITRE VASCULAR INC COM 525558201 391 15,446 SH   DFND 21 15,446 0 0
LENDINGCLUB CORP COM 52603A109 4,068 774,855 SH   DFND 17 584,105 0 190,750
LENDINGTREE INC NEW COM 52603B107 29,204 288,146 SH   DFND 17 287,386 0 760
LENNAR CORP CL A 526057104 38,467 896,040 SH   DFND 17 890,898 0 5,142
LENNAR CORP CL A 526057104 2,481 57,787 SH   DFND 21 49,923 0 7,864
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 21 368 SH   DFND 17 0 0 368
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 14,722 261,217 SH   DFND 21 261,217 0 0
LEVEL 3 COMMUNICATIONS INC CALL 52729N908 428 7,600 SH Call DFND 4 7,600 0 0
LEXINGTON REALTY TRUST COM 529043101 79 7,324 SH   DFND 17 7,324 0 0
LEXINGTON REALTY TRUST COM 529043101 444 41,075 SH   DFND 21 28,979 0 12,096
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 100,543 93,095,000 PRN   DFND 17 84,385,000 0 8,710,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 109,793 101,560,000 PRN   DFND 17 94,990,000 0 6,570,000
LIFEPOINT HEALTH INC COM 53219L109 2,953 51,993 SH   DFND 17 13,070 0 38,923
LIFEPOINT HEALTH INC COM 53219L109 326 5,740 SH   DFND 20 5,740 0 0
LIFEPOINT HEALTH INC COM 53219L109 5,769 101,574 SH   DFND 21 74,478 0 27,096
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 7,798 76,741 SH   DFND 17 64,115 0 12,626
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 102 1,000 SH   DFND 21 0 0 1,000
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 793 525,000 PRN   DFND 17 525,000 0 0
LIFE STORAGE INC COM 53223X107 5,883 69,000 SH   DFND 3 69,000 0 0
LIFE STORAGE INC COM 53223X107 8,536 100,112 SH   DFND 4 100,112 0 0
LIFE STORAGE INC COM 53223X107 676 7,926 SH   DFND 21 7,926 0 0
LIFELOCK INC COM 53224V100 26,239 1,096,936 SH   DFND 21 1,096,936 0 0
LILLY ELI & CO COM 532457108 18,477 251,220 SH   DFND 4 251,220 0 0
LILLY ELI & CO COM 532457108 14,832 201,660 SH   DFND 17 181,075 0 20,585
LILLY ELI & CO COM 532457108 21,930 298,163 SH   DFND 21 199,033 0 99,130
LILLY ELI & CO COM 532457108 16 224 SH   DFND 25 224 0 0
LILLY ELI & CO CALL 532457908 14,070 191,300 SH Call DFND 4 191,300 0 0
LILLY ELI & CO PUT 532457958 119,129 1,619,700 SH Put DFND 4 1,619,700 0 0
LINCOLN NATL CORP IND COM 534187109 6,422 96,900 SH   DFND 3 96,900 0 0
LINCOLN NATL CORP IND COM 534187109 43,088 650,187 SH   DFND 17 642,103 0 8,084
LINCOLN NATL CORP IND COM 534187109 1,225 18,485 SH   DFND 20 18,485 0 0
LINCOLN NATL CORP IND COM 534187109 40,957 618,038 SH   DFND 21 594,707 0 23,331
LINEAR TECHNOLOGY CORP COM 535678106 19 304 SH   DFND 17 0 0 304
LINEAR TECHNOLOGY CORP COM 535678106 25,808 413,920 SH   DFND 21 413,920 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 1,339 192,668 SH   DFND 17 187,120 0 5,548
LIQUIDITY SERVICES INC COM 53635B107 289 29,640 SH   DFND 17 0 0 29,640
LITTELFUSE INC COM 537008104 1,140 7,514 SH   DFND 21 4,270 0 3,244
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 43,797 40,890,000 PRN   DFND 17 34,905,000 0 5,985,000
LIVEPERSON INC COM 538146101 435 57,555 SH   DFND 17 0 0 57,555
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 152,430 147,632,000 PRN   DFND 4 147,632,000 0 0
LOCKHEED MARTIN CORP COM 539830109 10,254 41,025 SH   DFND 4 41,025 0 0
LOCKHEED MARTIN CORP COM 539830109 66,461 265,908 SH   DFND 17 262,723 0 3,185
LOCKHEED MARTIN CORP COM 539830109 26,269 105,100 SH   DFND 20 105,100 0 0
LOCKHEED MARTIN CORP CALL 539830909 19,520 78,100 SH Call DFND 4 78,100 0 0
LOCKHEED MARTIN CORP PUT 539830959 199,377 797,700 SH Put DFND 4 797,700 0 0
LOGMEIN INC COM 54142L109 1,866 19,322 SH   DFND 17 18,947 0 375
LOUISIANA PAC CORP COM 546347105 1,081 57,126 SH   DFND 21 57,126 0 0
LOWES COS INC COM 548661107 23,867 335,586 SH   DFND 4 335,586 0 0
LOWES COS INC COM 548661107 4,222 59,369 SH   DFND 17 28,993 0 30,376
LOWES COS INC COM 548661107 31,223 439,021 SH   DFND 21 380,079 0 58,942
LOWES COS INC CALL 548661907 17,119 240,700 SH Call DFND 4 240,700 0 0
LOWES COS INC PUT 548661957 108,408 1,524,300 SH Put DFND 4 1,524,300 0 0
LUMENTUM HLDGS INC COM 55024U109 10,009 258,959 SH   DFND 17 217,551 0 41,408
LUMENTUM HLDGS INC COM 55024U109 245 6,350 SH   DFND 20 6,350 0 0
LUMENTUM HLDGS INC COM 55024U109 2,313 59,854 SH   DFND 21 51,798 0 8,056
LYDALL INC DEL COM 550819106 5,816 94,029 SH   DFND 17 89,004 0 5,025
LYDALL INC DEL COM 550819106 606 9,796 SH   DFND 21 9,796 0 0
LYON WILLIAM HOMES CL A NEW 552074700 8,777 461,232 SH   DFND 17 369,270 0 91,962
LYON WILLIAM HOMES CL A NEW 552074700 67 3,500 SH   DFND 21 0 0 3,500
M & T BK CORP CALL 55261F904 2,284 14,600 SH Call DFND 4 14,600 0 0
M & T BK CORP PUT 55261F954 42,877 274,100 SH Put DFND 4 274,100 0 0
MDU RES GROUP INC COM 552690109 20,223 702,937 SH   DFND 17 585,339 0 117,598
MDU RES GROUP INC COM 552690109 486 16,905 SH   DFND 21 9,705 0 7,200
MDC PARTNERS INC CL A SUB VTG 552697104 946 144,402 SH   DFND 17 0 0 144,402
MFA FINL INC COM 55272X102 4,463 584,865 SH   DFND 17 518,055 0 66,810
MFA FINL INC COM 55272X102 242 31,749 SH   DFND 20 31,749 0 0
MFA FINL INC COM 55272X102 12,239 1,604,071 SH   DFND 21 925,679 0 678,392
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 36,873 36,205,000 PRN   DFND 17 36,205,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 51,679 34,225,000 PRN   DFND 17 28,655,000 0 5,570,000
MGM RESORTS INTERNATIONAL COM 552953101 1,982 68,738 SH   DFND 4 56,161 0 12,577
MGM RESORTS INTERNATIONAL COM 552953101 73,126 2,536,451 SH   DFND 17 2,531,051 0 5,400
MGM RESORTS INTERNATIONAL COM 552953101 4,473 155,158 SH   DFND 21 0 0 155,158
MGP INGREDIENTS INC NEW COM 55303J106 3,115 62,318 SH   DFND 17 59,310 0 3,008
MGP INGREDIENTS INC NEW COM 55303J106 1,374 27,488 SH   DFND 21 27,488 0 0
M/I HOMES INC COM 55305B101 3,985 158,250 SH   DFND 17 158,250 0 0
MKS INSTRUMENT INC COM 55306N104 468 7,873 SH   DFND 17 7,873 0 0
MKS INSTRUMENT INC COM 55306N104 248 4,179 SH   DFND 20 4,179 0 0
MKS INSTRUMENT INC COM 55306N104 9,155 154,117 SH   DFND 21 124,665 0 29,452
MSA SAFETY INC COM 553498106 846 12,205 SH   DFND 17 5,345 0 6,860
MSCI INC COM 55354G100 152 1,930 SH   DFND 17 1,930 0 0
MSCI INC COM 55354G100 146 1,854 SH   DFND 21 1,854 0 0
MTGE INVT CORP COM 55378A105 3,102 197,597 SH   DFND 17 47,063 0 150,534
MTGE INVT CORP COM 55378A105 160 10,187 SH   DFND 20 10,187 0 0
MTGE INVT CORP COM 55378A105 1,371 87,294 SH   DFND 21 79,208 0 8,086
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 6,105 131,911 SH   DFND 17 107,681 0 24,230
MACQUARIE INFRASTRUCTURE COR COM 55608B105 16,185 198,107 SH   DFND 17 167,439 0 30,668
MACQUARIE INFRASTRUCTURE COR COM 55608B105 5,832 71,377 SH   DFND 21 69,627 0 1,750
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 44,151 37,745,000 PRN   DFND 17 31,545,000 0 6,200,000
MACROGENICS INC COM 556099109 1,376 67,337 SH   DFND 17 67,337 0 0
MACYS INC COM 55616P104 20,705 578,192 SH   DFND 4 578,192 0 0
MACYS INC COM 55616P104 49,033 1,369,252 SH   DFND 17 1,358,711 0 10,541
MACYS INC COM 55616P104 23,666 660,878 SH   DFND 21 570,581 0 90,297
MACYS INC COM 55616P104 20 563 SH   DFND 25 563 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7,079 93,600 SH   DFND 3 93,600 0 0
MAGNA INTL INC COM 559222401 59,346 1,365,100 SH   DFND 3 892,300 0 472,800
MAGNA INTL INC COM 559222401 25,447 585,340 SH   DFND 17 435,067 0 150,273
MAGNA INTL INC COM 559222401 289 6,643 SH   DFND 20 6,643 0 0
MAGNA INTL INC COM 559222401 58,449 1,344,448 SH   DFND 21 907,886 0 436,562
MAGNA INTL INC COM 559222401 108 2,486 SH   DFND 25 2,486 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1,792 289,005 SH   DFND 17 215,500 0 73,505
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,575 45,786 SH   DFND 17 3,041 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 379 11,005 SH   DFND 21 0 0 11,005
MANPOWERGROUP INC COM 56418H100 6,665 75,000 SH   DFND 3 75,000 0 0
MANPOWERGROUP INC COM 56418H100 1,433 16,127 SH   DFND 21 15,951 0 176
MANTECH INTL CORP CL A 564563104 1,034 24,480 SH   DFND 17 6,980 0 17,500
MANTECH INTL CORP CL A 564563104 1,541 36,483 SH   DFND 21 36,483 0 0
MANULIFE FINL CORP COM 56501R106 29,876 1,675,648 SH   DFND 3 975,748 0 699,900
MANULIFE FINL CORP COM 56501R106 5,587 313,354 SH   DFND 17 308,692 0 4,662
MANULIFE FINL CORP COM 56501R106 398 22,338 SH   DFND 20 22,338 0 0
MANULIFE FINL CORP COM 56501R106 18,399 1,031,931 SH   DFND 21 989,271 0 42,660
MANULIFE FINL CORP COM 56501R106 22 1,208 SH   DFND 25 1,208 0 0
MARATHON PETE CORP COM 56585A102 7,563 150,200 SH   DFND 3 150,200 0 0
MARATHON PETE CORP COM 56585A102 14,161 281,244 SH   DFND 17 75,408 0 205,836
MARATHON PETE CORP COM 56585A102 1,025 20,348 SH   DFND 20 20,348 0 0
MARATHON PETE CORP COM 56585A102 50,196 996,943 SH   DFND 21 709,668 0 287,275
MARATHON PETE CORP COM 56585A102 705 14,000 SH   DFND 24 14,000 0 0
MARATHON PETE CORP COM 56585A102 198 3,932 SH   DFND 25 3,932 0 0
MARATHON PETE CORP CALL 56585A902 6,123 121,600 SH Call DFND 4 121,600 0 0
MARATHON PETE CORP PUT 56585A952 53,134 1,055,300 SH Put DFND 4 1,055,300 0 0
MARCUS & MILLICHAP INC COM 566324109 186 6,974 SH   DFND 17 4,800 0 2,174
MARCUS & MILLICHAP INC COM 566324109 252 9,414 SH   DFND 21 9,414 0 0
MARCUS CORP COM 566330106 374 11,885 SH   DFND 17 6,730 0 5,155
MARCUS CORP COM 566330106 1,064 33,773 SH   DFND 21 33,773 0 0
MARINEMAX INC COM 567908108 1,666 86,095 SH   DFND 17 86,095 0 0
MARKEL CORP COM 570535104 6,559 7,251 SH   DFND 21 7,251 0 0
MARKETAXESS HLDGS INC COM 57060D108 77 525 SH   DFND 17 0 0 525
MARKETAXESS HLDGS INC COM 57060D108 8,603 58,555 SH   DFND 21 56,405 0 2,150
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 5,017 59,124 SH   DFND 17 45,647 0 13,477
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 303 3,568 SH   DFND 20 3,568 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 23,971 282,507 SH   DFND 21 176,726 0 105,781
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 81 954 SH   DFND 25 954 0 0
MARSH & MCLENNAN COS INC CALL 571748902 6,259 92,600 SH Call DFND 4 92,600 0 0
MARSH & MCLENNAN COS INC PUT 571748952 21,879 323,700 SH Put DFND 4 323,700 0 0
MARRIOTT INTL INC NEW CALL 571903902 2,811 34,000 SH Call DFND 4 34,000 0 0
MARRIOTT INTL INC NEW PUT 571903952 24,597 297,500 SH Put DFND 4 297,500 0 0
MASIMO CORP COM 574795100 4,498 66,739 SH   DFND 17 46,960 0 19,779
MASIMO CORP COM 574795100 316 4,689 SH   DFND 20 4,689 0 0
MASIMO CORP COM 574795100 13,227 196,245 SH   DFND 21 130,706 0 65,539
MASTEC INC COM 576323109 26,585 695,035 SH   DFND 17 596,749 0 98,286
MASTEC INC COM 576323109 322 8,418 SH   DFND 21 3,468 0 4,950
MASTERCARD INCORPORATED CL A 57636Q104 68,122 659,775 SH   DFND 17 493,793 0 165,982
MASTERCARD INCORPORATED CL A 57636Q104 6,299 61,009 SH   DFND 21 37,174 0 23,835
MASTERCARD INCORPORATED CALL 57636Q904 32,255 312,400 SH Call DFND 4 312,400 0 0
MASTERCARD INCORPORATED PUT 57636Q954 162,330 1,572,200 SH Put DFND 4 1,572,200 0 0
MATRIX SVC CO COM 576853105 63 2,760 SH   DFND 17 2,760 0 0
MATRIX SVC CO COM 576853105 293 12,886 SH   DFND 21 5,747 0 7,139
MATSON INC COM 57686G105 160 4,516 SH   DFND 17 4,516 0 0
MATSON INC COM 57686G105 1,274 36,002 SH   DFND 21 35,227 0 775
MATTEL INC COM 577081102 77,644 2,818,282 SH   DFND 3 2,814,242 0 4,040
MATTEL INC COM 577081102 18,768 681,226 SH   DFND 17 638,705 0 42,521
MATTEL INC COM 577081102 9,805 355,916 SH   DFND 21 353,237 0 2,679
MAXIM INTEGRATED PRODS INC COM 57772K101 12,120 314,229 SH   DFND 17 231,835 0 82,394
MAXLINEAR INC CL A 57776J100 7,345 336,945 SH   DFND 17 277,146 0 59,799
MAXLINEAR INC CL A 57776J100 375 17,181 SH   DFND 21 17,181 0 0
MCCLATCHY CO CL A NEW 579489303 3,178 241,104 SH   DFND 4 241,104 0 0
MCCORMICK & CO INC COM NON VTG 579780206 13 144 SH   DFND 17 0 0 144
MCCORMICK & CO INC COM NON VTG 579780206 1,997 21,400 SH   DFND 20 21,400 0 0
MCCORMICK & CO INC COM NON VTG 579780206 13 144 SH   DFND 21 144 0 0
MCDERMOTT INTL INC COM 580037109 1,946 263,294 SH   DFND 21 29,145 0 234,149
MCDONALDS CORP COM 580135101 140,291 1,152,569 SH   DFND 17 988,756 0 163,813
MCDONALDS CORP COM 580135101 30,285 248,812 SH   DFND 20 248,812 0 0
MCDONALDS CORP COM 580135101 104,601 859,357 SH   DFND 21 704,498 0 154,859
MCDONALDS CORP COM 580135101 123 1,014 SH   DFND 24 1,014 0 0
MCDONALDS CORP CALL 580135901 38,293 314,600 SH Call DFND 4 314,600 0 0
MCDONALDS CORP PUT 580135951 271,606 2,231,400 SH Put DFND 4 2,231,400 0 0
MCGRATH RENTCORP COM 580589109 921 23,511 SH   DFND 21 0 0 23,511
MCKESSON CORP COM 58155Q103 6,376 45,400 SH   DFND 3 45,400 0 0
MCKESSON CORP COM 58155Q103 44,189 314,625 SH   DFND 4 314,625 0 0
MCKESSON CORP COM 58155Q103 100,344 714,448 SH   DFND 17 703,507 0 10,941
MCKESSON CORP COM 58155Q103 43,058 306,569 SH   DFND 21 226,164 0 80,405
MCKESSON CORP COM 58155Q103 180 1,279 SH   DFND 25 1,279 0 0
MCKESSON CORP CALL 58155Q903 8,890 63,300 SH Call DFND 4 63,300 0 0
MCKESSON CORP PUT 58155Q953 88,807 632,300 SH Put DFND 4 632,300 0 0
MEAD JOHNSON NUTRITION CO PUT 582839956 2,392 33,800 SH Put DFND 4 33,800 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 125 11,239 SH   DFND 17 11,239 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 31,345 2,548,400 SH   DFND 3 2,548,400 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 87 7,042 SH   DFND 17 7,042 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 369 30,000 SH   DFND 21 30,000 0 0
MEDICINES CO COM 584688105 2,538 74,785 SH   DFND 17 53,980 0 20,805
MEDICINES CO COM 584688105 635 18,700 SH   DFND 24 18,700 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 21,724 15,815,000 PRN   DFND 17 15,735,000 0 80,000
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 23,788 21,825,000 PRN   DFND 17 18,640,000 0 3,185,000
MEDNAX INC COM 58502B106 1,543 23,146 SH   DFND 17 6,479 0 16,667
MEDNAX INC COM 58502B106 11,818 177,291 SH   DFND 21 168,609 0 8,682
MEETME INC COM 585141104 1,392 282,348 SH   DFND 17 48,760 0 233,588
MEETME INC COM 585141104 5,225 1,059,813 SH   DFND 21 1,026,538 0 33,275
MENTOR GRAPHICS CORP COM 587200106 38,962 1,056,166 SH   DFND 3 1,056,166 0 0
MENTOR GRAPHICS CORP COM 587200106 1,165 31,585 SH   DFND 17 31,585 0 0
MENTOR GRAPHICS CORP COM 587200106 564 15,286 SH   DFND 20 15,286 0 0
MENTOR GRAPHICS CORP COM 587200106 37,174 1,007,700 SH   DFND 21 934,129 0 73,571
MERCADOLIBRE INC COM 58733R102 6,546 41,922 SH   DFND 17 0 0 41,922
MERCER INTL INC COM 588056101 1,573 147,723 SH   DFND 17 147,723 0 0
MERCER INTL INC COM 588056101 59 5,565 SH   DFND 20 5,565 0 0
MERCER INTL INC COM 588056101 626 58,826 SH   DFND 21 52,986 0 5,840
MERCK & CO INC COM 58933Y105 7,203 122,350 SH   DFND 3 122,350 0 0
MERCK & CO INC COM 58933Y105 8,675 147,367 SH   DFND 4 147,367 0 0
MERCK & CO INC COM 58933Y105 85,172 1,446,774 SH   DFND 17 1,301,900 0 144,874
MERCK & CO INC COM 58933Y105 1,562 26,526 SH   DFND 20 26,526 0 0
MERCK & CO INC COM 58933Y105 97,832 1,661,830 SH   DFND 21 1,289,057 0 372,773
MERCK & CO INC COM 58933Y105 1,531 26,000 SH   DFND 24 26,000 0 0
MERCK & CO INC COM 58933Y105 39 657 SH   DFND 25 657 0 0
MERCK & CO INC CALL 58933Y905 30,565 519,200 SH Call DFND 4 519,200 0 0
MERCK & CO INC PUT 58933Y955 207,534 3,525,300 SH Put DFND 4 3,525,300 0 0
MERCURY SYS INC COM 589378108 237 7,836 SH   DFND 21 7,836 0 0
MEREDITH CORP COM 589433101 50,653 856,352 SH   DFND 3 856,352 0 0
MEREDITH CORP COM 589433101 2,188 36,988 SH   DFND 17 36,988 0 0
MEREDITH CORP COM 589433101 2,130 36,011 SH   DFND 21 29,114 0 6,897
MERIDIAN BANCORP INC MD COM 58958U103 3,153 166,832 SH   DFND 17 166,832 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 24,028 16,250,000 PRN   DFND 17 16,250,000 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 264 64,646 SH   DFND 17 64,646 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 102 25,000 SH   DFND 24 25,000 0 0
MESA LABS INC COM 59064R109 2,859 23,295 SH   DFND 17 22,623 0 672
META FINL GROUP INC COM 59100U108 1,413 13,731 SH   DFND 17 1,589 0 12,142
META FINL GROUP INC COM 59100U108 684 6,645 SH   DFND 21 6,645 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 710 30,949 SH   DFND 21 30,949 0 0
METHODE ELECTRS INC COM 591520200 45,860 1,109,074 SH   DFND 3 1,109,074 0 0
METLIFE INC COM 59156R108 87,590 1,625,352 SH   DFND 3 1,622,152 0 3,200
METLIFE INC COM 59156R108 27,601 512,181 SH   DFND 17 459,254 0 52,927
METLIFE INC COM 59156R108 70,404 1,306,440 SH   DFND 21 1,063,823 0 242,617
METLIFE INC COM 59156R108 140 2,591 SH   DFND 25 2,591 0 0
METLIFE INC CALL 59156R908 16,410 304,500 SH Call DFND 4 304,500 0 0
METLIFE INC PUT 59156R958 104,671 1,942,300 SH Put DFND 4 1,942,300 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,888 11,678 SH   DFND 17 11,645 0 33
METTLER TOLEDO INTERNATIONAL COM 592688105 482 1,151 SH   DFND 21 33 0 1,118
MICHAELS COS INC COM 59408Q106 8,085 395,369 SH   DFND 17 322,324 0 73,045
MICROSOFT CORP COM 594918104 740,019 11,908,899 SH   DFND 17 10,038,693 0 1,870,206
MICROSOFT CORP COM 594918104 18,559 298,661 SH   DFND 20 298,661 0 0
MICROSOFT CORP COM 594918104 522,456 8,407,730 SH   DFND 21 6,320,690 0 2,087,040
MICROSOFT CORP COM 594918104 485 7,810 SH   DFND 25 7,810 0 0
MICROSOFT CORP CALL 594918904 184,711 2,972,500 SH Call DFND 4 2,972,500 0 0
MICROSOFT CORP CALL 594918904 31,070 500,000 SH Call DFND 17 500,000 0 0
MICROSOFT CORP PUT 594918954 710,521 11,434,200 SH Put DFND 4 11,434,200 0 0
MICROSTRATEGY INC CL A NEW 594972408 15,654 79,300 SH   DFND 17 79,300 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 70,445 1,098,136 SH   DFND 17 833,062 0 265,074
MICROCHIP TECHNOLOGY INC COM 595017104 100,488 1,566,449 SH   DFND 21 1,319,547 0 246,902
MICROCHIP TECHNOLOGY INC COM 595017104 558 8,700 SH   DFND 24 8,700 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 175,488 134,280,000 PRN   DFND 17 124,875,000 0 9,405,000
MICRON TECHNOLOGY INC COM 595112103 194,543 8,875,149 SH   DFND 17 7,282,329 0 1,592,820
MICRON TECHNOLOGY INC COM 595112103 902 41,138 SH   DFND 20 41,138 0 0
MICRON TECHNOLOGY INC COM 595112103 34,186 1,559,585 SH   DFND 21 1,481,433 0 78,152
MICRON TECHNOLOGY INC CALL 595112903 1,366 62,300 SH Call DFND 4 62,300 0 0
MICRON TECHNOLOGY INC PUT 595112953 12,389 565,200 SH Put DFND 4 565,200 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 65,012 31,155,000 PRN   DFND 17 28,465,000 0 2,690,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 194,386 190,681,000 PRN   DFND 17 180,161,000 0 10,520,000
MICROSEMI CORP COM 595137100 86,310 1,599,230 SH   DFND 17 1,504,888 0 94,342
MICROSEMI CORP COM 595137100 1,394 25,831 SH   DFND 21 23,331 0 2,500
MID AMER APT CMNTYS INC COM 59522J103 6,042 61,700 SH   DFND 3 61,700 0 0
MID AMER APT CMNTYS INC COM 59522J103 3,678 37,563 SH   DFND 4 37,563 0 0
MID AMER APT CMNTYS INC COM 59522J103 228 2,329 SH   DFND 17 2,329 0 0
MIDDLEBY CORP COM 596278101 8,752 67,944 SH   DFND 17 54,580 0 13,364
MIDDLEBY CORP COM 596278101 246 1,908 SH   DFND 21 1,008 0 900
MILLER HERMAN INC COM 600544100 1,349 39,454 SH   DFND 21 36,548 0 2,906
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1,581 256,665 SH   DFND 21 0 0 256,665
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 8,379 919,785 SH   DFND 17 900,385 0 19,400
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 8,023 880,702 SH   DFND 21 858,115 0 22,587
MODEL N INC COM 607525102 1,898 214,411 SH   DFND 17 207,860 0 6,551
MODINE MFG CO COM 607828100 4,085 274,148 SH   DFND 17 274,148 0 0
MOHAWK INDS INC COM 608190104 23,528 117,828 SH   DFND 17 109,124 0 8,704
MOHAWK INDS INC COM 608190104 268 1,340 SH   DFND 20 1,340 0 0
MOHAWK INDS INC COM 608190104 16,029 80,273 SH   DFND 21 52,515 0 27,758
MOHAWK INDS INC COM 608190104 699 3,500 SH   DFND 24 3,500 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 51,437 35,720,000 PRN   DFND 17 35,720,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 52,822 46,245,000 PRN   DFND 17 42,380,000 0 3,865,000
MOLSON COORS BREWING CO CL B 60871R209 6,520 67,000 SH   DFND 3 67,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,800 18,494 SH   DFND 4 18,494 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,760 18,083 SH   DFND 17 17,850 0 233
MOLSON COORS BREWING CO CL B 60871R209 6,538 67,188 SH   DFND 21 8,187 0 59,001
MOLSON COORS BREWING CO CALL 60871R909 2,919 30,000 SH Call DFND 4 30,000 0 0
MOLSON COORS BREWING CO PUT 60871R959 26,186 269,100 SH Put DFND 4 269,100 0 0
MONDELEZ INTL INC CL A 609207105 3,954 89,203 SH   DFND 4 89,203 0 0
MONDELEZ INTL INC CL A 609207105 56,180 1,267,317 SH   DFND 17 1,069,227 0 198,090
MONDELEZ INTL INC CL A 609207105 48,496 1,093,973 SH   DFND 21 693,993 0 399,980
MONDELEZ INTL INC CALL 609207905 14,491 326,900 SH Call DFND 4 326,900 0 0
MONDELEZ INTL INC PUT 609207955 104,464 2,356,500 SH Put DFND 4 2,356,500 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 41,134 2,699,088 SH   DFND 3 2,699,088 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,107 72,612 SH   DFND 17 14,305 0 58,307
MONMOUTH REAL ESTATE INVT CO CL A 609720107 738 48,424 SH   DFND 21 48,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 6,088 74,306 SH   DFND 17 60,591 0 13,715
MONOLITHIC PWR SYS INC COM 609839105 1,122 13,695 SH   DFND 21 13,695 0 0
MONSANTO CO NEW COM 61166W101 972 9,236 SH   DFND 4 9,236 0 0
MONSANTO CO NEW COM 61166W101 122,501 1,164,344 SH   DFND 17 1,156,090 0 8,254
MONSANTO CO NEW COM 61166W101 2,241 21,300 SH   DFND 20 21,300 0 0
MONSANTO CO NEW COM 61166W101 26,542 252,273 SH   DFND 21 238,993 0 13,280
MONSANTO CO NEW COM 61166W101 8,890 84,500 SH   DFND 24 84,500 0 0
MONSANTO CO NEW CALL 61166W901 13,025 123,800 SH Call DFND 4 123,800 0 0
MONSANTO CO NEW PUT 61166W951 98,403 935,300 SH Put DFND 4 935,300 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 11,286 254,526 SH   DFND 4 254,526 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 63,082 1,422,686 SH   DFND 17 1,191,114 0 231,572
MONSTER BEVERAGE CORP NEW COM 61174X109 23 513 SH   DFND 21 513 0 0
MONSTER BEVERAGE CORP NEW CALL 61174X909 7,334 165,400 SH Call DFND 4 165,400 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 40,717 918,300 SH Put DFND 4 918,300 0 0
MOODYS CORP COM 615369105 20 210 SH   DFND 17 0 0 210
MOODYS CORP COM 615369105 1,892 20,068 SH   DFND 21 17,977 0 2,091
MOOG INC CL A 615394202 604 9,190 SH   DFND 17 0 0 9,190
MORGAN STANLEY COM NEW 617446448 4,660 110,300 SH   DFND 3 110,300 0 0
MORGAN STANLEY COM NEW 617446448 22,642 535,916 SH   DFND 17 295,865 0 240,051
MORGAN STANLEY COM NEW 617446448 892 21,115 SH   DFND 20 21,115 0 0
MORGAN STANLEY COM NEW 617446448 74,084 1,753,462 SH   DFND 21 1,423,564 0 329,898
MORGAN STANLEY COM NEW 617446448 52 1,222 SH   DFND 25 1,222 0 0
MORGAN STANLEY CALL 617446908 15,675 371,000 SH Call DFND 4 371,000 0 0
MORGAN STANLEY PUT 617446958 77,258 1,828,600 SH Put DFND 4 1,828,600 0 0
MOSAIC CO NEW COM 61945C103 3,210 109,430 SH   DFND 17 108,988 0 442
MOSAIC CO NEW COM 61945C103 4,943 168,516 SH   DFND 21 101,005 0 67,511
MOTORCAR PTS AMER INC COM 620071100 3,293 122,322 SH   DFND 17 118,265 0 4,057
MOTOROLA SOLUTIONS INC COM NEW 620076307 308 3,710 SH   DFND 17 3,501 0 209
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,391 77,103 SH   DFND 21 77,103 0 0
MUELLER WTR PRODS INC COM SER A 624758108 25,591 1,922,690 SH   DFND 17 1,803,895 0 118,795
MUELLER WTR PRODS INC COM SER A 624758108 2,612 196,225 SH   DFND 21 177,490 0 18,735
MUELLER WTR PRODS INC COM SER A 624758108 5,098 383,000 SH   DFND 24 383,000 0 0
MULTI COLOR CORP COM 625383104 73 940 SH   DFND 17 114 0 826
MULTI COLOR CORP COM 625383104 405 5,215 SH   DFND 21 5,215 0 0
MURPHY OIL CORP COM 626717102 30 950 SH   DFND 3 950 0 0
MURPHY OIL CORP COM 626717102 2,765 88,834 SH   DFND 17 88,630 0 204
MURPHY OIL CORP COM 626717102 661 21,225 SH   DFND 20 21,225 0 0
MURPHY OIL CORP COM 626717102 7,927 254,627 SH   DFND 21 231,240 0 23,387
MURPHY USA INC COM 626755102 121 1,969 SH   DFND 17 0 0 1,969
MURPHY USA INC COM 626755102 7,758 126,209 SH   DFND 21 121,361 0 4,848
MYRIAD GENETICS INC COM 62855J104 187 11,247 SH   DFND 21 10,093 0 1,154
NCI BUILDING SYS INC COM NEW 628852204 159 10,138 SH   DFND 17 10,138 0 0
NCI BUILDING SYS INC COM NEW 628852204 738 47,174 SH   DFND 21 21,523 0 25,651
NCR CORP NEW COM 62886E108 337 8,313 SH   DFND 17 0 0 8,313
NCR CORP NEW COM 62886E108 13,567 334,491 SH   DFND 21 277,845 0 56,646
NCR CORP NEW COM 62886E108 108 2,674 SH   DFND 25 2,674 0 0
NCI INC CL A 62886K104 862 61,806 SH   DFND 17 55,941 0 5,865
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 365 17,395 SH   DFND 17 0 0 17,395
NN INC COM 629337106 2,473 129,819 SH   DFND 17 125,801 0 4,018
NVR INC COM 62944T105 16,690 10,000 SH   DFND 4 10,000 0 0
NVR INC COM 62944T105 8,704 5,215 SH   DFND 17 4,052 0 1,163
NVR INC COM 62944T105 2,654 1,590 SH   DFND 21 1,530 0 60
NV5 GLOBAL INC COM 62945V109 3,945 118,123 SH   DFND 17 113,419 0 4,704
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 7,738 6,785,000 PRN   DFND 17 6,600,000 0 185,000
NASDAQ INC COM 631103108 19 286 SH   DFND 17 142 0 144
NASDAQ INC COM 631103108 10,912 162,569 SH   DFND 21 158,137 0 4,432
NATIONAL BEVERAGE CORP COM 635017106 6,941 135,879 SH   DFND 17 113,802 0 22,077
NATIONAL BEVERAGE CORP COM 635017106 69 1,350 SH   DFND 21 0 0 1,350
NATIONAL HEALTHCARE CORP COM 635906100 250 3,300 SH   DFND 17 3,300 0 0
NATIONAL FUEL GAS CO N J COM 636180101 37,654 664,800 SH   DFND 3 664,800 0 0
NATIONAL FUEL GAS CO N J COM 636180101 551 9,723 SH   DFND 17 9,723 0 0
NATIONAL GEN HLDGS CORP COM 636220303 35,971 1,439,400 SH   DFND 3 1,439,400 0 0
NATIONAL GEN HLDGS CORP COM 636220303 14,828 593,339 SH   DFND 17 493,002 0 100,337
NATIONAL GEN HLDGS CORP COM 636220303 140 5,600 SH   DFND 21 0 0 5,600
NATIONAL OILWELL VARCO INC COM 637071101 16 420 SH   DFND 3 420 0 0
NATIONAL OILWELL VARCO INC COM 637071101 17,885 477,698 SH   DFND 17 475,770 0 1,928
NATIONAL OILWELL VARCO INC COM 637071101 31 822 SH   DFND 21 822 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,233 68,300 SH   DFND 4 68,300 0 0
NAUTILUS INC COM 63910B102 5,797 313,372 SH   DFND 17 305,478 0 7,894
NAUTILUS INC COM 63910B102 121 6,539 SH   DFND 21 6,539 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 15,281 15,400,000 PRN   DFND 17 15,400,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 3,027 115,630 SH   DFND 17 89,625 0 26,005
NAVIGANT CONSULTING INC COM 63935N107 6,431 245,655 SH   DFND 21 76,197 0 169,458
NAVIENT CORP COM 63938C108 6 381 SH   DFND 17 0 0 381
NAVIENT CORP COM 63938C108 9,701 590,456 SH   DFND 21 546,554 0 43,902
NEENAH PAPER INC COM 640079109 45,345 532,213 SH   DFND 3 532,213 0 0
NEENAH PAPER INC COM 640079109 1,314 15,422 SH   DFND 17 15,422 0 0
NEKTAR THERAPEUTICS COM 640268108 592 48,217 SH   DFND 17 48,217 0 0
NEKTAR THERAPEUTICS COM 640268108 773 63,000 SH   DFND 24 63,000 0 0
NELNET INC CL A 64031N108 219 4,314 SH   DFND 17 4,314 0 0
NEOGENOMICS INC COM NEW 64049M209 6,861 800,588 SH   DFND 17 780,128 0 20,460
NEOPHOTONICS CORP COM 64051T100 2,093 193,660 SH   DFND 17 193,660 0 0
NEOPHOTONICS CORP COM 64051T100 3,965 366,830 SH   DFND 21 366,830 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 947 82,498 SH   DFND 17 44,238 0 38,260
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 938 81,689 SH   DFND 21 69,309 0 12,380
NETAPP INC COM 64110D104 60,460 1,714,197 SH   DFND 17 1,286,944 0 427,253
NETAPP INC COM 64110D104 12 348 SH   DFND 21 348 0 0
NETFLIX INC COM 64110L106 27,509 222,209 SH   DFND 17 186,296 0 35,913
NETFLIX INC COM 64110L106 67 543 SH   DFND 21 543 0 0
NETFLIX INC CALL 64110L906 17,592 142,100 SH Call DFND 4 142,100 0 0
NETFLIX INC PUT 64110L956 139,646 1,128,000 SH Put DFND 4 1,128,000 0 0
NETEASE INC SPONSORED ADR 64110W102 50 231 SH   DFND   231 0 0
NETEASE INC SPONSORED ADR 64110W102 33,261 154,459 SH   DFND 17 130,872 0 23,587
NETEASE INC SPONSORED ADR 64110W102 2,574 11,952 SH   DFND 20 3,454 0 8,498
NETEASE INC SPONSORED ADR 64110W102 29,191 135,557 SH   DFND 21 120,519 0 15,038
NETEASE INC SPONSORED ADR 64110W102 2,433 11,300 SH   DFND 24 11,300 0 0
NETGEAR INC COM 64111Q104 573 10,545 SH   DFND 17 7,746 0 2,799
NETGEAR INC COM 64111Q104 195 3,597 SH   DFND 20 3,597 0 0
NETGEAR INC COM 64111Q104 17,485 321,719 SH   DFND 21 174,021 0 147,698
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,264 161,869 SH   DFND 17 136,189 0 25,680
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,438 63,000 SH   DFND 24 63,000 0 0
NEUSTAR INC CL A 64126X201 4,126 123,539 SH   DFND 17 118,757 0 4,782
NEUSTAR INC CL A 64126X201 273 8,188 SH   DFND 20 8,188 0 0
NEUSTAR INC CL A 64126X201 26,661 798,221 SH   DFND 21 619,656 0 178,565
NEUSTAR INC CL A 64126X201 79 2,376 SH   DFND 25 2,376 0 0
NEVSUN RES LTD COM 64156L101 852 275,451 SH   DFND 17 275,451 0 0
NEVSUN RES LTD COM 64156L101 642 207,553 SH   DFND 21 63,463 0 144,090
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 24,651 23,240,000 PRN   DFND 17 20,165,000 0 3,075,000
NEW GOLD INC CDA COM 644535106 2,374 675,852 SH   DFND 21 675,852 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 296 18,499 SH   DFND 17 12,162 0 6,337
NEW MEDIA INVT GROUP INC COM 64704V106 1,138 71,154 SH   DFND 21 71,154 0 0
NEW MTN FIN CORP COM 647551100 147 10,455 SH   DFND 17 10,455 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 37 878 SH   DFND   878 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,330 31,580 SH   DFND 17 29,580 0 2,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 9,692 230,224 SH   DFND 20 116,189 0 114,035
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,347 32,000 SH   DFND 24 32,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 4,483 285,175 SH   DFND 17 212,258 0 72,917
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 179 11,370 SH   DFND 20 11,370 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 30,465 1,937,981 SH   DFND 21 1,285,212 0 652,769
NEW RELIC INC COM 64829B100 22,623 800,815 SH   DFND 17 800,815 0 0
NEW SR INVT GROUP INC COM 648691103 193 19,731 SH   DFND 17 19,731 0 0
NEW SR INVT GROUP INC COM 648691103 852 86,981 SH   DFND 21 86,981 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 958 60,189 SH   DFND 21 0 0 60,189
NEW YORK CMNTY BANCORP INC COM 649445103 56 3,490 SH   DFND 25 3,490 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 440 66,596 SH   DFND 17 66,596 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,713 259,553 SH   DFND 21 159,996 0 99,557
NEW YORK REIT INC COM 64976L109 14,675 1,450,064 SH   DFND 4 1,450,064 0 0
NEWELL BRANDS INC COM 651229106 1,375 30,798 SH   DFND 4 30,798 0 0
NEWELL BRANDS INC COM 651229106 68,709 1,538,841 SH   DFND 17 1,280,937 0 257,904
NEWELL BRANDS INC COM 651229106 722 16,172 SH   DFND 20 16,172 0 0
NEWELL BRANDS INC COM 651229106 8,166 182,891 SH   DFND 21 160,014 0 22,877
NEWELL BRANDS INC CALL 651229906 616 13,800 SH Call DFND 4 13,800 0 0
NEWELL BRANDS INC PUT 651229956 8,251 184,800 SH Put DFND 4 184,800 0 0
NEWFIELD EXPL CO COM 651290108 959 23,678 SH   DFND 17 23,429 0 249
NEWFIELD EXPL CO COM 651290108 570 14,065 SH   DFND 20 14,065 0 0
NEWFIELD EXPL CO COM 651290108 16,185 399,620 SH   DFND 21 190,737 0 208,883
NEWMARKET CORP COM 651587107 264 623 SH   DFND 21 0 0 623
NEWMONT MINING CORP COM 651639106 6,920 203,101 SH   DFND 4 203,101 0 0
NEWMONT MINING CORP COM 651639106 2,090 61,336 SH   DFND 17 60,666 0 670
NEWMONT MINING CORP COM 651639106 40,231 1,180,834 SH   DFND 21 981,365 0 199,469
NEWMONT MINING CORP COM 651639106 1,448 42,500 SH   DFND 24 42,500 0 0
NEWMONT MINING CORP CALL 651639906 1,898 55,700 SH Call DFND 4 55,700 0 0
NEWMONT MINING CORP PUT 651639956 19,032 558,600 SH Put DFND 4 558,600 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2,563 2,500,000 PRN   DFND 17 2,500,000 0 0
NEXTERA ENERGY INC COM 65339F101 3,004 25,147 SH   DFND 4 25,147 0 0
NEXTERA ENERGY INC COM 65339F101 15,447 129,308 SH   DFND 17 39,776 0 89,532
NEXTERA ENERGY INC COM 65339F101 43,964 368,021 SH   DFND 21 360,809 0 7,212
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 126,915 2,591,160 SH   DFND 17 2,493,725 0 97,435
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 8,908 155,605 SH   DFND 17 139,230 0 16,375
NEXTERA ENERGY INC CALL 65339F901 17,656 147,800 SH Call DFND 4 147,800 0 0
NEXTERA ENERGY INC PUT 65339F951 105,495 883,100 SH Put DFND 4 883,100 0 0
NIKE INC CL B 654106103 35,282 694,115 SH   DFND 4 694,115 0 0
NIKE INC CL B 654106103 8,581 168,811 SH   DFND 17 112,450 0 56,361
NIKE INC CL B 654106103 5,469 107,590 SH   DFND 21 96,664 0 10,926
NIKE INC CALL 654106903 20,606 405,400 SH Call DFND 4 405,400 0 0
NIKE INC PUT 654106953 116,497 2,291,900 SH Put DFND 4 2,291,900 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 7,152 169,994 SH   DFND 17 169,994 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,771 65,877 SH   DFND 21 0 0 65,877
NISOURCE INC COM 65473P105 1,461 65,986 SH   DFND 17 65,578 0 408
NISOURCE INC COM 65473P105 7,128 321,934 SH   DFND 21 315,669 0 6,265
NOBLE ENERGY INC PUT 655044955 704 18,500 SH Put DFND 4 18,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 7,900 73,100 SH   DFND 3 73,100 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,455 106,000 SH   DFND 4 106,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,962 55,171 SH   DFND 17 54,803 0 368
NORFOLK SOUTHERN CORP COM 655844108 5,994 55,465 SH   DFND 21 50,432 0 5,033
NORFOLK SOUTHERN CORP CALL 655844908 11,272 104,300 SH Call DFND 4 104,300 0 0
NORFOLK SOUTHERN CORP PUT 655844958 74,741 691,600 SH Put DFND 4 691,600 0 0
NORTHERN TR CORP CALL 665859904 819 9,200 SH Call DFND 4 9,200 0 0
NORTHERN TR CORP PUT 665859954 8,638 97,000 SH Put DFND 4 97,000 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 291 14,579 SH   DFND 17 14,579 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,782 16,260 SH   DFND 3 16,260 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,487 6,395 SH   DFND 4 6,395 0 0
NORTHROP GRUMMAN CORP COM 666807102 38,278 164,580 SH   DFND 17 102,878 0 61,702
NORTHROP GRUMMAN CORP COM 666807102 1,374 5,909 SH   DFND 20 5,909 0 0
NORTHROP GRUMMAN CORP COM 666807102 93,934 403,880 SH   DFND 21 302,181 0 101,699
NORTHROP GRUMMAN CORP COM 666807102 303 1,302 SH   DFND 25 1,302 0 0
NORTHROP GRUMMAN CORP CALL 666807902 13,932 59,900 SH Call DFND 4 59,900 0 0
NORTHROP GRUMMAN CORP PUT 666807952 124,081 533,500 SH Put DFND 4 533,500 0 0
NORTHWEST PIPE CO COM 667746101 857 49,740 SH   DFND 17 45,008 0 4,732
NORTHWESTERN CORP COM NEW 668074305 66 1,165 SH   DFND 17 1,165 0 0
NORTHWESTERN CORP COM NEW 668074305 596 10,487 SH   DFND 21 10,487 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,882 39,568 SH   DFND 17 20,278 0 19,290
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 16,195 5,045,000 PRN   DFND 17 4,520,000 0 525,000
NUANCE COMMUNICATIONS INC COM 67020Y100 24,970 1,675,825 SH   DFND 17 1,675,825 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 1,202 1,230,000 PRN   DFND 17 975,000 0 255,000
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 41,563 45,325,000 PRN   DFND 17 45,075,000 0 250,000
NUCOR CORP COM 670346105 2,168 36,432 SH   DFND 4 36,432 0 0
NUCOR CORP COM 670346105 24 403 SH   DFND 17 0 0 403
NUCOR CORP COM 670346105 3,044 51,147 SH   DFND 21 595 0 50,552
NUCOR CORP CALL 670346905 1,500 25,200 SH Call DFND 4 25,200 0 0
NUCOR CORP PUT 670346955 13,136 220,700 SH Put DFND 4 220,700 0 0
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 32,599 1,128,000 SH   DFND 3 1,128,000 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 303 8,660 SH   DFND 17 8,660 0 0
NVIDIA CORP COM 67066G104 45,279 424,202 SH   DFND 17 254,472 0 169,730
NVIDIA CORP COM 67066G104 87,363 818,464 SH   DFND 21 569,158 0 249,306
NVIDIA CORP CALL 67066G904 7,525 70,500 SH Call DFND 4 70,500 0 0
NVIDIA CORP PUT 67066G954 120,712 1,130,900 SH Put DFND 4 1,130,900 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 55,475 10,430,000 PRN   DFND 17 8,900,000 0 1,530,000
NUTRI SYS INC NEW COM 67069D108 5,263 151,891 SH   DFND 17 119,327 0 32,564
NUTRI SYS INC NEW COM 67069D108 1,892 54,595 SH   DFND 21 54,595 0 0
OGE ENERGY CORP COM 670837103 6,430 192,230 SH   DFND 3 192,230 0 0
OGE ENERGY CORP COM 670837103 282 8,421 SH   DFND 17 8,421 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,024 3,679 SH   DFND 4 3,679 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 33 119 SH   DFND 17 0 0 119
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,332 33,520 SH   DFND 21 33,520 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 2,144 7,700 SH Call DFND 4 7,700 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 21,493 77,200 SH Put DFND 4 77,200 0 0
OFG BANCORP COM 67103X102 600 45,828 SH   DFND 21 0 0 45,828
OASIS PETE INC NEW COM 674215108 16,864 1,113,894 SH   DFND 17 951,991 0 161,903
OASIS PETE INC NEW COM 674215108 355 23,425 SH   DFND 21 14,425 0 9,000
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 82,922 57,685,000 PRN   DFND 17 53,195,000 0 4,490,000
OCCIDENTAL PETE CORP DEL COM 674599105 13,666 191,853 SH   DFND 4 191,853 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 45,172 634,164 SH   DFND 17 627,700 0 6,464
OCCIDENTAL PETE CORP DEL COM 674599105 2,366 33,217 SH   DFND 21 21,931 0 11,286
OCCIDENTAL PETE CORP DEL CALL 674599905 13,619 191,200 SH Call DFND 4 191,200 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 94,807 1,331,000 SH Put DFND 4 1,331,000 0 0
OCLARO INC COM NEW 67555N206 3,614 403,797 SH   DFND 17 403,797 0 0
OCLARO INC COM NEW 67555N206 2,607 291,313 SH   DFND 21 0 0 291,313
OLD DOMINION FGHT LINES INC COM 679580100 8,501 99,095 SH   DFND 17 80,920 0 18,175
OLD DOMINION FGHT LINES INC COM 679580100 118 1,372 SH   DFND 21 1,372 0 0
OLD NATL BANCORP IND COM 680033107 44,889 2,473,240 SH   DFND 3 2,473,240 0 0
OLD NATL BANCORP IND COM 680033107 502 27,658 SH   DFND 21 0 0 27,658
OLD REP INTL CORP COM 680223104 289 15,215 SH   DFND 17 3,421 0 11,794
OLD REP INTL CORP COM 680223104 23,785 1,251,838 SH   DFND 21 992,582 0 259,256
OLD REP INTL CORP COM 680223104 71 3,739 SH   DFND 25 3,739 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 3,084 2,460,000 PRN   DFND 17 2,460,000 0 0
OLIN CORP COM PAR $1 680665205 2,077 81,092 SH   DFND 17 79,062 0 2,030
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 4,063 142,822 SH   DFND 17 16,274 0 126,548
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,982 69,672 SH   DFND 21 67,546 0 2,126
OMNICOM GROUP INC COM 681919106 1,742 20,465 SH   DFND 4 20,465 0 0
OMNICOM GROUP INC COM 681919106 341 4,012 SH   DFND 17 3,715 0 297
OMNICOM GROUP INC COM 681919106 1,222 14,356 SH   DFND 21 14,356 0 0
OMNICOM GROUP INC CALL 681919906 2,272 26,700 SH Call DFND 4 26,700 0 0
OMNICOM GROUP INC PUT 681919956 23,856 280,300 SH Put DFND 4 280,300 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 355 11,351 SH   DFND 17 11,351 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,122 67,892 SH   DFND 21 0 0 67,892
OMEGA PROTEIN CORP COM 68210P107 3,816 152,332 SH   DFND 17 49,485 0 102,847
OMEGA PROTEIN CORP COM 68210P107 378 15,102 SH   DFND 20 15,102 0 0
OMEGA PROTEIN CORP COM 68210P107 8,195 327,128 SH   DFND 21 194,711 0 132,417
OMEGA PROTEIN CORP COM 68210P107 36 1,454 SH   DFND 25 1,454 0 0
OMNICELL INC COM 68213N109 2,269 66,939 SH   DFND 17 66,939 0 0
OMEROS CORP COM 682143102 1,160 116,928 SH   DFND 17 116,928 0 0
ON SEMICONDUCTOR CORP COM 682189105 61,033 4,783,129 SH   DFND 17 4,434,188 0 348,941
ON SEMICONDUCTOR CORP COM 682189105 437 34,268 SH   DFND 20 34,268 0 0
ON SEMICONDUCTOR CORP COM 682189105 15,342 1,202,371 SH   DFND 21 1,084,674 0 117,697
ONE GAS INC COM 68235P108 340 5,316 SH   DFND 17 5,316 0 0
ONE GAS INC COM 68235P108 167 2,608 SH   DFND 20 2,608 0 0
ONE GAS INC COM 68235P108 2,412 37,715 SH   DFND 21 25,681 0 12,034
1 800 FLOWERS COM CL A 68243Q106 1,561 145,895 SH   DFND 17 86,665 0 59,230
ONEOK INC NEW COM 682680103 1,256 21,881 SH   DFND 17 12,634 0 9,247
ONEOK INC NEW COM 682680103 13,789 240,179 SH   DFND 21 211,777 0 28,402
OPEN TEXT CORP COM 683715106 27,950 452,020 SH   DFND 3 252,420 0 199,600
OPEN TEXT CORP COM 683715106 7,067 114,299 SH   DFND 17 80,398 0 33,901
OPEN TEXT CORP COM 683715106 121 1,955 SH   DFND 20 1,955 0 0
OPEN TEXT CORP COM 683715106 20,692 334,647 SH   DFND 21 221,789 0 112,858
ORACLE CORP COM 68389X105 93,152 2,422,688 SH   DFND 3 2,419,388 0 3,300
ORACLE CORP COM 68389X105 28,414 738,982 SH   DFND 4 738,982 0 0
ORACLE CORP COM 68389X105 154,663 4,022,434 SH   DFND 17 3,994,220 0 28,214
ORACLE CORP COM 68389X105 13,028 338,819 SH   DFND 21 337,819 0 1,000
ORACLE CORP CALL 68389X905 28,549 742,500 SH Call DFND 4 742,500 0 0
ORACLE CORP PUT 68389X955 140,946 3,665,700 SH Put DFND 4 3,665,700 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 684 77,935 SH   DFND 17 11,965 0 65,970
ORBITAL ATK INC COM 68557N103 60,888 694,035 SH   DFND 3 694,035 0 0
ORBITAL ATK INC COM 68557N103 10,798 123,087 SH   DFND 17 102,732 0 20,355
ORCHID IS CAP INC COM 68571X103 1,421 131,212 SH   DFND 17 29,943 0 101,269
ORCHID IS CAP INC COM 68571X103 2 181 SH   DFND 21 181 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 2,379 90,879 SH   DFND 17 80,053 0 10,826
ORITANI FINL CORP DEL COM 68633D103 330 17,587 SH   DFND 17 13,608 0 3,979
ORITANI FINL CORP DEL COM 68633D103 644 34,327 SH   DFND 21 34,327 0 0
OSHKOSH CORP COM 688239201 190 2,940 SH   DFND 17 0 0 2,940
OSHKOSH CORP COM 688239201 2,244 34,739 SH   DFND 21 0 0 34,739
OUTFRONT MEDIA INC COM 69007J106 234 9,410 SH   DFND 17 0 0 9,410
OWENS & MINOR INC NEW COM 690732102 40,548 1,149,000 SH   DFND 3 1,149,000 0 0
OWENS & MINOR INC NEW COM 690732102 354 10,031 SH   DFND 17 10,031 0 0
OWENS & MINOR INC NEW COM 690732102 10,489 297,213 SH   DFND 21 189,760 0 107,453
OWENS CORNING NEW COM 690742101 6,109 118,485 SH   DFND 3 118,485 0 0
OWENS CORNING NEW COM 690742101 3,339 64,754 SH   DFND 17 54,966 0 9,788
OWENS CORNING NEW COM 690742101 348 6,759 SH   DFND 20 6,759 0 0
OWENS CORNING NEW COM 690742101 46,759 906,880 SH   DFND 21 584,647 0 322,233
OWENS CORNING NEW COM 690742101 160 3,103 SH   DFND 25 3,103 0 0
OWENS ILL INC COM NEW 690768403 11,668 670,194 SH   DFND 17 560,141 0 110,053
OWENS ILL INC COM NEW 690768403 259 14,897 SH   DFND 21 7,897 0 7,000
PDVWIRELESS INC COM 69290R104 33,825 1,500,000 SH   DFND 4 1,500,000 0 0
PBF ENERGY INC CL A 69318G106 680 24,400 SH   DFND 17 0 0 24,400
PBF ENERGY INC CL A 69318G106 4,730 169,658 SH   DFND 21 151,082 0 18,576
PBF ENERGY INC CL A 69318G106 18 631 SH   DFND 25 631 0 0
PC CONNECTION INC COM 69318J100 700 24,915 SH   DFND 21 24,915 0 0
PDC ENERGY INC COM 69327R101 34,578 476,409 SH   DFND 17 472,144 0 4,265
PDC ENERGY INC COM 69327R101 292 4,025 SH   DFND 21 0 0 4,025
PDC ENERGY INC COM 69327R101 1,815 25,000 SH   DFND 24 25,000 0 0
PDC ENERGY INC PUT 69327R951 2,758 38,000 SH Put DFND 4 38,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 42,181 37,625,000 PRN   DFND 17 31,565,000 0 6,060,000
PDF SOLUTIONS INC COM 693282105 4,560 202,219 SH   DFND 17 196,006 0 6,213
PDL BIOPHARMA INC COM 69329Y104 1,146 540,707 SH   DFND 17 78,260 0 462,447
PDL BIOPHARMA INC COM 69329Y104 712 335,769 SH   DFND 21 320,684 0 15,085
PG&E CORP COM 69331C108 17,336 285,274 SH   DFND 17 125,566 0 159,708
PG&E CORP COM 69331C108 591 9,728 SH   DFND 20 9,728 0 0
PG&E CORP COM 69331C108 37,565 618,146 SH   DFND 21 421,002 0 197,144
PG&E CORP COM 69331C108 301 4,959 SH   DFND 25 4,959 0 0
PG&E CORP PUT 69331C958 6,594 108,500 SH Put DFND 4 108,500 0 0
PHH CORP COM NEW 693320202 84,874 5,598,554 SH   DFND 4 5,598,554 0 0
PICO HLDGS INC COM NEW 693366205 5,980 394,713 SH   DFND 4 394,713 0 0
PHI INC COM NON VTG 69336T205 584 32,396 SH   DFND 21 32,396 0 0
PGT INNOVATIONS INC COM 69336V101 1,975 172,471 SH   DFND 17 172,471 0 0
PLDT INC SPONSORED ADR 69344D408 840 30,485 SH   DFND 17 24,485 0 6,000
PLDT INC SPONSORED ADR 69344D408 1,813 65,800 SH   DFND 21 65,800 0 0
PNC FINL SVCS GROUP INC COM 693475105 110,045 940,876 SH   DFND 3 939,276 0 1,600
PNC FINL SVCS GROUP INC COM 693475105 36,859 315,141 SH   DFND 17 309,096 0 6,045
PNC FINL SVCS GROUP INC COM 693475105 1,220 10,432 SH   DFND 20 10,432 0 0
PNC FINL SVCS GROUP INC COM 693475105 37,192 317,987 SH   DFND 21 216,111 0 101,876
PNC FINL SVCS GROUP INC COM 693475105 165 1,408 SH   DFND 25 1,408 0 0
PNC FINL SVCS GROUP INC CALL 693475905 18,655 159,500 SH Call DFND 4 159,500 0 0
PNC FINL SVCS GROUP INC PUT 693475955 129,147 1,104,200 SH Put DFND 4 1,104,200 0 0
POSCO SPONSORED ADR 693483109 51,830 986,300 SH   DFND 3 590,400 0 395,900
POSCO SPONSORED ADR 693483109 7,513 142,963 SH   DFND 17 142,963 0 0
PNM RES INC COM 69349H107 2,943 85,808 SH   DFND 17 85,808 0 0
PNM RES INC COM 69349H107 718 20,929 SH   DFND 21 18,945 0 1,984
PPG INDS INC COM 693506107 5,572 58,800 SH   DFND 3 58,800 0 0
PPG INDS INC COM 693506107 2,162 22,816 SH   DFND 4 22,816 0 0
PPG INDS INC COM 693506107 32 334 SH   DFND 17 0 0 334
PPG INDS INC COM 693506107 32 334 SH   DFND 21 334 0 0
PPG INDS INC COM 693506107 673 7,100 SH   DFND 24 7,100 0 0
PPG INDS INC CALL 693506907 815 8,600 SH Call DFND 4 8,600 0 0
PPG INDS INC PUT 693506957 14,337 151,300 SH Put DFND 4 151,300 0 0
PPL CORP COM 69351T106 10,675 313,500 SH   DFND 3 313,500 0 0
PPL CORP COM 69351T106 3,766 110,616 SH   DFND 4 110,616 0 0
PPL CORP COM 69351T106 29 860 SH   DFND 17 0 0 860
PPL CORP COM 69351T106 204 5,979 SH   DFND 21 5,979 0 0
PPL CORP CALL 69351T906 4,505 132,300 SH Call DFND 4 132,300 0 0
PPL CORP PUT 69351T956 24,608 722,700 SH Put DFND 4 722,700 0 0
PRA HEALTH SCIENCES INC COM 69354M108 15,047 272,983 SH   DFND 17 223,202 0 49,781
PRA HEALTH SCIENCES INC COM 69354M108 1,363 24,722 SH   DFND 21 0 0 24,722
PS BUSINESS PKS INC CALIF COM 69360J107 515 4,422 SH   DFND 21 4,422 0 0
PVH CORP COM 693656100 1,810 20,063 SH   DFND 17 18,368 0 1,695
PVH CORP COM 693656100 16,950 187,828 SH   DFND 21 83,346 0 104,482
PTC INC COM 69370C100 16,479 356,159 SH   DFND 17 294,766 0 61,393
PTC INC COM 69370C100 443 9,569 SH   DFND 21 5,769 0 3,800
PACCAR INC COM 693718108 1,430 22,376 SH   DFND 4 22,376 0 0
PACCAR INC COM 693718108 614 9,615 SH   DFND 17 9,172 0 443
PACCAR INC COM 693718108 12,233 191,437 SH   DFND 21 191,437 0 0
PACCAR INC CALL 693718908 933 14,600 SH Call DFND 4 14,600 0 0
PACCAR INC PUT 693718958 17,796 278,500 SH Put DFND 4 278,500 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 467 122,781 SH   DFND 17 70,899 0 51,882
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,122 295,294 SH   DFND 21 295,294 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,395 63,844 SH   DFND 17 57,720 0 6,124
PACIFIC PREMIER BANCORP COM 69478X105 5,241 148,254 SH   DFND 17 148,254 0 0
PACKAGING CORP AMER COM 695156109 11,404 134,455 SH   DFND 3 134,455 0 0
PACKAGING CORP AMER COM 695156109 8,347 98,413 SH   DFND 17 78,850 0 19,563
PACKAGING CORP AMER COM 695156109 24,748 291,773 SH   DFND 21 283,968 0 7,805
PACWEST BANCORP DEL COM 695263103 1,737 31,906 SH   DFND 21 31,906 0 0
PALO ALTO NETWORKS INC COM 697435105 113,370 906,599 SH   DFND 17 828,555 0 78,044
PALO ALTO NETWORKS INC COM 697435105 1,102 8,811 SH   DFND 21 1,233 0 7,578
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 18,208 14,230,000 PRN   DFND 17 13,980,000 0 250,000
PANDORA MEDIA INC COM 698354107 29,278 2,245,225 SH   DFND 17 2,049,019 0 196,206
PANDORA MEDIA INC COM 698354107 147 11,273 SH   DFND 21 5,173 0 6,100
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 16,730 16,250,000 PRN   DFND 17 14,055,000 0 2,195,000
PAPA JOHNS INTL INC COM 698813102 5,214 60,923 SH   DFND 17 875 0 60,048
PARK CITY GROUP INC COM NEW 700215304 1,184 93,191 SH   DFND 17 84,347 0 8,844
PARK OHIO HLDGS CORP COM 700666100 16,030 376,296 SH   DFND 3 376,296 0 0
PARK OHIO HLDGS CORP COM 700666100 27 626 SH   DFND 17 626 0 0
PARK STERLING CORP COM 70086Y105 1,365 126,469 SH   DFND 17 114,469 0 12,000
PARKER HANNIFIN CORP COM 701094104 1,343 9,590 SH   DFND 4 9,590 0 0
PARKER HANNIFIN CORP COM 701094104 12,298 87,844 SH   DFND 17 21,710 0 66,134
PARKER HANNIFIN CORP COM 701094104 205 1,462 SH   DFND 21 1,462 0 0
PARKER HANNIFIN CORP CALL 701094904 1,190 8,500 SH Call DFND 4 8,500 0 0
PARKER HANNIFIN CORP PUT 701094954 13,804 98,600 SH Put DFND 4 98,600 0 0
PARSLEY ENERGY INC CL A 701877102 19,626 556,916 SH   DFND 17 379,165 0 177,751
PARSLEY ENERGY INC CL A 701877102 10,070 285,745 SH   DFND 21 285,745 0 0
PARSLEY ENERGY INC CL A 701877102 1,762 50,000 SH   DFND 24 50,000 0 0
PATRICK INDS INC COM 703343103 12,418 162,750 SH   DFND 17 119,820 0 42,930
PATRICK INDS INC COM 703343103 9,085 119,073 SH   DFND 21 66,824 0 52,249
PAYCHEX INC COM 704326107 23,899 392,559 SH   DFND 17 278,469 0 114,090
PAYCHEX INC COM 704326107 25 407 SH   DFND 21 407 0 0
PAYCHEX INC CALL 704326907 4,736 77,800 SH Call DFND 4 77,800 0 0
PAYCHEX INC PUT 704326957 25,850 424,600 SH Put DFND 4 424,600 0 0
PAYCOM SOFTWARE INC COM 70432V102 84,019 1,846,986 SH   DFND 17 1,468,076 0 378,910
PAYPAL HLDGS INC COM 70450Y103 47,196 1,195,755 SH   DFND 17 1,152,705 0 43,050
PAYPAL HLDGS INC COM 70450Y103 2,737 69,345 SH   DFND 21 42,739 0 26,606
PAYPAL HLDGS INC CALL 70450Y903 12,682 321,300 SH Call DFND 4 321,300 0 0
PAYPAL HLDGS INC PUT 70450Y953 76,856 1,947,200 SH Put DFND 4 1,947,200 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,938 62,775 SH   DFND 17 62,775 0 0
PEMBINA PIPELINE CORP COM 706327103 7,829 250,218 SH   DFND 21 92,839 0 157,379
PENN NATL GAMING INC COM 707569109 754 54,675 SH   DFND 17 40,605 0 14,070
PENSKE AUTOMOTIVE GRP INC COM 70959W103 4,474 86,300 SH   DFND 3 86,300 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 886 17,087 SH   DFND 21 15,955 0 1,132
PENUMBRA INC COM 70975L107 8,302 130,125 SH   DFND 17 105,142 0 24,983
PENUMBRA INC COM 70975L107 470 7,361 SH   DFND 21 5,761 0 1,600
PEPSICO INC COM 713448108 155,851 1,489,542 SH   DFND 17 1,326,871 0 162,671
PEPSICO INC COM 713448108 1,943 18,567 SH   DFND 20 18,567 0 0
PEPSICO INC COM 713448108 26,575 253,986 SH   DFND 21 245,455 0 8,531
PEPSICO INC COM 713448108 525 5,020 SH   DFND 24 5,020 0 0
PEPSICO INC CALL 713448908 52,713 503,800 SH Call DFND 4 503,800 0 0
PEPSICO INC PUT 713448958 250,087 2,390,200 SH Put DFND 4 2,390,200 0 0
PERFICIENT INC COM 71375U101 662 37,845 SH   DFND 21 37,845 0 0
PERKINELMER INC COM 714046109 4,768 91,430 SH   DFND 17 74,457 0 16,973
PERKINELMER INC COM 714046109 7,273 139,470 SH   DFND 21 139,470 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 58 1,988 SH   DFND   1,988 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8,717 298,934 SH   DFND 17 282,551 0 16,383
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 7,803 267,583 SH   DFND 21 252,805 0 14,778
PETMED EXPRESS INC COM 716382106 309 13,382 SH   DFND 17 13,382 0 0
PETMED EXPRESS INC COM 716382106 3,142 136,201 SH   DFND 21 28,476 0 107,725
PETMED EXPRESS INC COM 716382106 41 1,770 SH   DFND 25 1,770 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 437 43,259 SH   DFND 21 43,259 0 0
PFENEX INC COM 717071104 1,305 143,889 SH   DFND 17 138,621 0 5,268
PFIZER INC COM 717081103 167,673 5,162,343 SH   DFND 3 5,162,343 0 0
PFIZER INC COM 717081103 43,512 1,339,668 SH   DFND 4 1,333,612 0 6,056
PFIZER INC COM 717081103 138,810 4,273,717 SH   DFND 17 3,068,434 0 1,205,283
PFIZER INC COM 717081103 2,357 72,580 SH   DFND 20 72,580 0 0
PFIZER INC COM 717081103 240,498 7,404,480 SH   DFND 21 5,322,531 0 2,081,949
PFIZER INC COM 717081103 2,988 92,000 SH   DFND 24 92,000 0 0
PFIZER INC COM 717081103 340 10,458 SH   DFND 25 10,458 0 0
PFIZER INC CALL 717081903 47,629 1,466,400 SH Call DFND 4 1,466,400 0 0
PFIZER INC PUT 717081953 199,499 6,142,200 SH Put DFND 4 6,142,200 0 0
PHARMERICA CORP COM 71714F104 341 13,563 SH   DFND 21 11,591 0 1,972
PHARMATHENE INC COM 71714G102 53 16,330 SH   DFND 17 16,330 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 77 2,630 SH   DFND 17 2,630 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 790 26,955 SH   DFND 21 26,955 0 0
PHILIP MORRIS INTL INC COM 718172109 54,499 595,682 SH   DFND 4 595,682 0 0
PHILIP MORRIS INTL INC COM 718172109 4,107 44,888 SH   DFND 17 23,314 0 21,574
PHILIP MORRIS INTL INC COM 718172109 13,223 144,529 SH   DFND 21 112,149 0 32,380
PHILIP MORRIS INTL INC CALL 718172909 36,120 394,800 SH Call DFND 4 394,800 0 0
PHILIP MORRIS INTL INC PUT 718172959 298,129 3,258,600 SH Put DFND 4 3,258,600 0 0
PHILLIPS 66 COM 718546104 16,935 195,985 SH   DFND 17 61,260 0 134,725
PHILLIPS 66 COM 718546104 65,004 752,274 SH   DFND 21 656,500 0 95,774
PHILLIPS 66 COM 718546104 691 8,000 SH   DFND 24 8,000 0 0
PHILLIPS 66 COM 718546104 142 1,643 SH   DFND 25 1,643 0 0
PHILLIPS 66 CALL 718546904 9,505 110,000 SH Call DFND 4 110,000 0 0
PHILLIPS 66 PUT 718546954 72,273 836,400 SH Put DFND 4 836,400 0 0
PHOTRONICS INC COM 719405102 518 45,815 SH   DFND 17 38,998 0 6,817
PHOTRONICS INC COM 719405102 1,923 170,163 SH   DFND 21 142,907 0 27,256
PHYSICIANS RLTY TR COM 71943U104 9,257 488,218 SH   DFND 4 488,218 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 8,736 460,021 SH   DFND 17 460,021 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,181 167,535 SH   DFND 21 110,778 0 56,757
PILGRIMS PRIDE CORP NEW COM 72147K108 6,085 320,418 SH   DFND 24 320,418 0 0
PIMCO ETF TR BROAD US TIPS 72201R403 9,387 163,424 SH   DFND 17 163,424 0 0
PIMCO ETF TR DIV INC ACT ETF 72201R726 13,151 267,730 SH   DFND 4 267,730 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 128,164 1,283,438 SH   DFND 4 1,283,438 0 0
PIMCO ETF TR GB ADV INF BD AC 72201R791 62,281 1,484,100 SH   DFND 4 1,484,100 0 0
PIMCO ETF TR INV GRD CRP BD 72201R817 1,126 11,010 SH   DFND 17 11,010 0 0
PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 2,513 124,283 SH   DFND 4 124,283 0 0
PINNACLE WEST CAP CORP COM 723484101 6,453 82,702 SH   DFND 17 75,152 0 7,550
PINNACLE WEST CAP CORP COM 723484101 18,468 236,678 SH   DFND 21 129,711 0 106,967
PINNACLE WEST CAP CORP COM 723484101 164 2,102 SH   DFND 25 2,102 0 0
PINNACLE FOODS INC DEL COM 72348P104 23,777 444,846 SH   DFND 17 389,971 0 54,875
PINNACLE FOODS INC DEL COM 72348P104 1,002 18,752 SH   DFND 20 18,752 0 0
PINNACLE FOODS INC DEL COM 72348P104 47,367 886,193 SH   DFND 21 592,776 0 293,417
PINNACLE FOODS INC DEL COM 72348P104 167 3,127 SH   DFND 25 3,127 0 0
PIONEER NAT RES CO COM 723787107 709 3,939 SH   DFND 4 3,939 0 0
PIONEER NAT RES CO COM 723787107 46,224 256,699 SH   DFND 17 252,169 0 4,530
PIONEER NAT RES CO COM 723787107 15,990 88,800 SH   DFND 20 88,800 0 0
PIONEER NAT RES CO COM 723787107 4,120 22,880 SH   DFND 21 5,895 0 16,985
PIONEER NAT RES CO COM 723787107 2,161 12,000 SH   DFND 24 12,000 0 0
PIONEER NAT RES CO CALL 723787907 9,166 50,900 SH Call DFND 4 50,900 0 0
PIONEER NAT RES CO PUT 723787957 79,141 439,500 SH Put DFND 4 439,500 0 0
PIPER JAFFRAY COS COM 724078100 172 2,366 SH   DFND 17 2,366 0 0
PIPER JAFFRAY COS COM 724078100 3,420 47,172 SH   DFND 21 26,654 0 20,518
PITNEY BOWES INC COM 724479100 570 37,517 SH   DFND 17 37,282 0 235
PITNEY BOWES INC COM 724479100 127 8,356 SH   DFND 20 8,356 0 0
PITNEY BOWES INC COM 724479100 9,882 650,534 SH   DFND 21 638,878 0 11,656
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 12,593 390,000 SH   DFND 4 390,000 0 0
PLANET FITNESS INC CL A 72703H101 92 4,590 SH   DFND 21 4,590 0 0
PLANET FITNESS INC CL A 72703H101 569 28,300 SH   DFND 24 28,300 0 0
PLANTRONICS INC NEW COM 727493108 883 16,120 SH   DFND 17 13,995 0 2,125
PLEXUS CORP COM 729132100 241 4,455 SH   DFND 17 0 0 4,455
PLEXUS CORP COM 729132100 274 5,063 SH   DFND 21 5,063 0 0
POLARIS INDS INC COM 731068102 2,558 31,043 SH   DFND 21 31,043 0 0
POOL CORPORATION COM 73278L105 23,019 220,616 SH   DFND 17 184,026 0 36,590
POOL CORPORATION COM 73278L105 5,281 50,615 SH   DFND 21 45,202 0 5,413
POPULAR INC COM NEW 733174700 5,219 119,100 SH   DFND 17 0 0 119,100
POPULAR INC COM NEW 733174700 3,001 68,480 SH   DFND 21 34,066 0 34,414
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 30,602 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,324 76,717 SH   DFND 17 76,717 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,357 54,395 SH   DFND 21 54,395 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 104 4,620 SH   DFND 17 4,620 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 269 12,000 SH   DFND 24 12,000 0 0
POST HLDGS INC COM 737446104 5,095 63,375 SH   DFND 17 63,375 0 0
POST HLDGS INC COM 737446104 9,219 114,679 SH   DFND 21 111,693 0 2,986
POST HLDGS INC COM 737446104 3,063 38,100 SH   DFND 24 38,100 0 0
POTASH CORP SASK INC COM 73755L107 14,841 819,344 SH   DFND 21 819,344 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,896 16,000 SH   DFND 24 16,000 0 0
POWERSHARES QQQ TRUST PUT 73935A954 104,088 878,526 SH Put DFND 4 878,526 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 10,356 653,805 SH   DFND 17 653,805 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 555 20,970 SH   DFND   8,730 0 12,240
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 397 17,000 SH   DFND 24 17,000 0 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 4,590 244,278 SH   DFND 17 244,278 0 0
PRAXAIR INC COM 74005P104 3,193 27,245 SH   DFND 4 27,245 0 0
PRAXAIR INC COM 74005P104 42 360 SH   DFND 17 0 0 360
PRAXAIR INC COM 74005P104 42 360 SH   DFND 21 360 0 0
PRAXAIR INC CALL 74005P904 6,539 55,800 SH Call DFND 4 55,800 0 0
PRAXAIR INC PUT 74005P954 50,169 428,100 SH Put DFND 4 428,100 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 3,644 69,514 SH   DFND 17 66,012 0 3,502
PREFERRED BK LOS ANGELES CA COM NEW 740367404 536 10,228 SH   DFND 21 10,228 0 0
PREFERRED APT CMNTYS INC COM 74039L103 361 24,244 SH   DFND 17 0 0 24,244
PRESTIGE BRANDS HLDGS INC COM 74112D101 228 4,370 SH   DFND 17 4,370 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 109 2,095 SH   DFND 21 0 0 2,095
PRICE T ROWE GROUP INC COM 74144T108 503 6,682 SH   DFND 4 6,682 0 0
PRICE T ROWE GROUP INC COM 74144T108 23 307 SH   DFND 17 0 0 307
PRICE T ROWE GROUP INC COM 74144T108 23 307 SH   DFND 21 307 0 0
PRICE T ROWE GROUP INC CALL 74144T908 1,400 18,600 SH Call DFND 4 18,600 0 0
PRICE T ROWE GROUP INC PUT 74144T958 14,781 196,400 SH Put DFND 4 196,400 0 0
PRICELINE GRP INC COM NEW 741503403 110,883 75,633 SH   DFND 17 54,612 0 21,021
PRICELINE GRP INC COM NEW 741503403 2,052 1,400 SH   DFND 20 1,400 0 0
PRICELINE GRP INC COM NEW 741503403 130,498 89,013 SH   DFND 21 71,559 0 17,454
PRICELINE GRP INC COM NEW 741503403 557 380 SH   DFND 24 380 0 0
PRICELINE GRP INC CALL 741503903 17,739 12,100 SH Call DFND 4 12,100 0 0
PRICELINE GRP INC PUT 741503953 82,979 56,600 SH Put DFND 4 56,600 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 24,752 15,720,000 PRN   DFND 17 13,400,000 0 2,320,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 198,128 154,035,000 PRN   DFND 17 146,170,000 0 7,865,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 3,859 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 16,839 15,880,000 PRN   DFND 17 15,500,000 0 380,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,242 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMERICA INC COM 74164M108 7,212 104,288 SH   DFND 21 101,549 0 2,739
PRIMO WTR CORP COM 74165N105 3,100 252,448 SH   DFND 17 244,505 0 7,943
PRINCIPAL FINL GROUP INC COM 74251V102 4,322 74,700 SH   DFND 3 74,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 5,049 87,260 SH   DFND 17 86,922 0 338
PRINCIPAL FINL GROUP INC COM 74251V102 789 13,642 SH   DFND 20 13,642 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 11,445 197,808 SH   DFND 21 138,420 0 59,388
PROCTER AND GAMBLE CO COM 742718109 86,997 1,034,695 SH   DFND 3 1,032,995 0 1,700
PROCTER AND GAMBLE CO COM 742718109 23,129 275,088 SH   DFND 4 275,088 0 0
PROCTER AND GAMBLE CO COM 742718109 133,175 1,583,914 SH   DFND 17 1,534,500 0 49,414
PROCTER AND GAMBLE CO COM 742718109 76,536 910,272 SH   DFND 21 600,058 0 310,214
PROCTER AND GAMBLE CO COM 742718109 136 1,617 SH   DFND 24 1,617 0 0
PROCTER AND GAMBLE CO CALL 742718909 54,829 652,100 SH Call DFND 4 652,100 0 0
PROCTER AND GAMBLE CO PUT 742718959 499,772 5,944,000 SH Put DFND 4 5,944,000 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,823 211,010 SH   DFND 17 204,383 0 6,627
PROGRESSIVE CORP OHIO COM 743315103 2,620 73,807 SH   DFND 17 53,876 0 19,931
PROGRESSIVE CORP OHIO COM 743315103 22,320 628,741 SH   DFND 21 628,741 0 0
PROGRESSIVE CORP OHIO CALL 743315903 401 11,300 SH Call DFND 4 11,300 0 0
PROGRESSIVE CORP OHIO PUT 743315953 5,215 146,900 SH Put DFND 4 146,900 0 0
PROLOGIS INC COM 74340W103 30,660 580,793 SH   DFND 4 580,793 0 0
PROLOGIS INC COM 74340W103 47 889 SH   DFND 17 221 0 668
PROLOGIS INC COM 74340W103 35 668 SH   DFND 21 668 0 0
PROLOGIS INC PUT 74340W953 9,439 178,800 SH Put DFND 4 178,800 0 0
PROOFPOINT INC COM 743424103 82,596 1,169,083 SH   DFND 17 932,584 0 236,499
PROOFPOINT INC COM 743424103 152 2,156 SH   DFND 21 2,156 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 43,039 38,440,000 PRN   DFND 17 31,920,000 0 6,520,000
PROS HOLDINGS INC COM 74346Y103 1,358 63,100 SH   DFND 17 63,100 0 0
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 979 1,000,000 PRN   DFND 17 1,000,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,852 221,753 SH   DFND 17 0 0 221,753
PROSPECT CAPITAL CORPORATION COM 74348T102 949 113,688 SH   DFND 21 73,326 0 40,362
PROSPERITY BANCSHARES INC COM 743606105 37,750 525,916 SH   DFND 3 525,916 0 0
PROVIDENT FINL SVCS INC COM 74386T105 27,301 964,700 SH   DFND 3 964,700 0 0
PROVIDENT FINL SVCS INC COM 74386T105 370 13,080 SH   DFND 17 13,080 0 0
PROVIDENT FINL SVCS INC COM 74386T105 133 4,699 SH   DFND 20 4,699 0 0
PROVIDENT FINL SVCS INC COM 74386T105 1,540 54,400 SH   DFND 21 41,746 0 12,654
PRUDENTIAL FINL INC COM 744320102 11,280 108,395 SH   DFND 3 108,395 0 0
PRUDENTIAL FINL INC COM 744320102 117,016 1,124,502 SH   DFND 17 1,073,369 0 51,133
PRUDENTIAL FINL INC COM 744320102 724 6,959 SH   DFND 20 6,959 0 0
PRUDENTIAL FINL INC COM 744320102 92,392 887,875 SH   DFND 21 644,289 0 243,586
PRUDENTIAL FINL INC COM 744320102 290 2,790 SH   DFND 25 2,790 0 0
PRUDENTIAL FINL INC CALL 744320902 4,443 42,700 SH Call DFND 4 42,700 0 0
PRUDENTIAL FINL INC PUT 744320952 101,854 978,800 SH Put DFND 4 978,800 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 111,091 2,531,703 SH   DFND 3 2,527,903 0 3,800
PUBLIC SVC ENTERPRISE GROUP COM 744573106 39,937 910,142 SH   DFND 17 691,418 0 218,724
PUBLIC SVC ENTERPRISE GROUP COM 744573106 547 12,462 SH   DFND 20 12,462 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 74,165 1,690,170 SH   DFND 21 1,119,615 0 570,555
PUBLIC SVC ENTERPRISE GROUP COM 744573106 201 4,591 SH   DFND 25 4,591 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 3,445 78,500 SH Put DFND 4 78,500 0 0
PUBLIC STORAGE COM 74460D109 56 249 SH   DFND 17 61 0 188
PUBLIC STORAGE COM 74460D109 6,785 30,359 SH   DFND 21 30,359 0 0
PUBLIC STORAGE CALL 74460D909 782 3,500 SH Call DFND 4 3,500 0 0
PUBLIC STORAGE PUT 74460D959 10,750 48,100 SH Put DFND 4 48,100 0 0
PULTE GROUP INC COM 745867101 7 376 SH   DFND 17 0 0 376
PULTE GROUP INC COM 745867101 2,445 133,004 SH   DFND 21 102,635 0 30,369
QCR HOLDINGS INC COM 74727A104 302 6,968 SH   DFND 17 0 0 6,968
QAD INC CL A 74727D306 1,047 34,454 SH   DFND 17 31,197 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 216 8,042 SH   DFND 17 8,042 0 0
QUAD / GRAPHICS INC COM CL A 747301109 2,032 75,600 SH   DFND 21 26,499 0 49,101
QEP RES INC COM 74733V100 1,464 79,521 SH   DFND 17 79,521 0 0
QIWI PLC SPON ADR REP B 74735M108 1,115 87,300 SH   DFND 21 87,300 0 0
QORVO INC COM 74736K101 645 12,237 SH   DFND 17 12,077 0 160
QORVO INC COM 74736K101 311 5,900 SH   DFND 20 5,900 0 0
QORVO INC COM 74736K101 5,736 108,783 SH   DFND 21 63,706 0 45,077
QUALCOMM INC COM 747525103 4,756 72,939 SH   DFND 4 72,939 0 0
QUALCOMM INC COM 747525103 113,510 1,740,958 SH   DFND 17 1,677,484 0 63,474
QUALCOMM INC COM 747525103 79,788 1,223,736 SH   DFND 21 940,997 0 282,739
QUALCOMM INC COM 747525103 174 2,673 SH   DFND 25 2,673 0 0
QUALCOMM INC CALL 747525903 17,174 263,400 SH Call DFND 4 263,400 0 0
QUALCOMM INC PUT 747525953 143,916 2,207,300 SH Put DFND 4 2,207,300 0 0
QUALITY CARE PPTYS INC COM 747545101 325 20,969 SH   DFND 4 20,969 0 0
QUANTA SVCS INC COM 74762E102 7 191 SH   DFND 17 0 0 191
QUANTA SVCS INC COM 74762E102 285 8,182 SH   DFND 21 8,182 0 0
QUEST DIAGNOSTICS INC COM 74834L100 116,821 1,271,174 SH   DFND 3 1,269,474 0 1,700
QUEST DIAGNOSTICS INC COM 74834L100 37,049 403,147 SH   DFND 17 300,168 0 102,979
QUEST DIAGNOSTICS INC COM 74834L100 471 5,125 SH   DFND 20 5,125 0 0
QUEST DIAGNOSTICS INC COM 74834L100 65,729 715,220 SH   DFND 21 532,813 0 182,407
QUEST DIAGNOSTICS INC COM 74834L100 174 1,898 SH   DFND 25 1,898 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 10,398 136,723 SH   DFND 17 84,856 0 51,867
QUINTILES IMS HOLDINGS INC COM 74876Y101 477 6,276 SH   DFND 20 6,276 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 6,561 86,278 SH   DFND 21 79,832 0 6,446
RPC INC COM 749660106 4,002 202,025 SH   DFND 17 202,025 0 0
RPC INC COM 749660106 14 710 SH   DFND 21 710 0 0
RPC INC COM 749660106 475 24,000 SH   DFND 24 24,000 0 0
RPM INTL INC COM 749685103 351 6,529 SH   DFND 21 0 0 6,529
RPM INTL INC NOTE 2.250%12/1 749685AT0 21,927 18,195,000 PRN   DFND 17 15,375,000 0 2,820,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 60,592 57,135,000 PRN   DFND 17 51,770,000 0 5,365,000
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 54,420 32,285,000 PRN   DFND 17 32,140,000 0 145,000
RADISYS CORP COM 750459109 986 222,647 SH   DFND 17 201,554 0 21,093
RADIUS HEALTH INC COM NEW 750469207 1,567 41,210 SH   DFND 17 41,210 0 0
RADIUS HEALTH INC COM NEW 750469207 791 20,800 SH   DFND 24 20,800 0 0
RADNET INC COM 750491102 1,760 272,813 SH   DFND 17 263,475 0 9,338
RALPH LAUREN CORP CL A 751212101 6 71 SH   DFND 17 0 0 71
RALPH LAUREN CORP CL A 751212101 24,581 272,152 SH   DFND 21 243,134 0 29,018
RANGE RES CORP COM 75281A109 82,245 2,393,624 SH   DFND 17 2,178,766 0 214,858
RANGE RES CORP COM 75281A109 219 6,374 SH   DFND 21 238 0 6,136
RANGE RES CORP COM 75281A109 2,319 67,500 SH   DFND 24 67,500 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 6,123 88,400 SH   DFND 3 88,400 0 0
RAYONIER INC COM 754907103 284 10,680 SH   DFND 21 10,680 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 25,376 219,000 SH   DFND 17 219,000 0 0
RAYTHEON CO COM NEW 755111507 15 105 SH   DFND 3 105 0 0
RAYTHEON CO COM NEW 755111507 2,769 19,497 SH   DFND 4 19,497 0 0
RAYTHEON CO COM NEW 755111507 7,022 49,453 SH   DFND 17 34,436 0 15,017
RAYTHEON CO COM NEW 755111507 18,686 131,591 SH   DFND 21 126,108 0 5,483
RAYTHEON CO CALL 755111907 9,954 70,100 SH Call DFND 4 70,100 0 0
RAYTHEON CO PUT 755111957 96,517 679,700 SH Put DFND 4 679,700 0 0
READING INTERNATIONAL INC CL A 755408101 859 51,741 SH   DFND 17 46,844 0 4,897
REAL IND INC COM 75601W104 616 100,941 SH   DFND 17 91,329 0 9,612
REALPAGE INC COM 75606N109 3,060 102,008 SH   DFND 17 102,008 0 0
REALTY INCOME CORP PUT 756109954 1,167 20,300 SH Put DFND 4 20,300 0 0
RED HAT INC COM 756577102 54,835 786,723 SH   DFND 17 756,123 0 30,600
RED HAT INC COM 756577102 16 227 SH   DFND 21 227 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 60,901 51,975,000 PRN   DFND 17 51,595,000 0 380,000
RED LION HOTELS CORP COM 756764106 796 95,344 SH   DFND 17 86,368 0 8,976
REGAL BELOIT CORP COM 758750103 50,440 728,369 SH   DFND 3 728,369 0 0
REGAL BELOIT CORP COM 758750103 2,118 30,585 SH   DFND 21 25,501 0 5,084
REGAL ENTMT GROUP CL A 758766109 90 4,390 SH   DFND 17 4,390 0 0
REGAL ENTMT GROUP CL A 758766109 1,762 85,541 SH   DFND 21 30,152 0 55,389
REGENCY CTRS CORP COM 758849103 2 34 SH   DFND 17 34 0 0
REGENCY CTRS CORP COM 758849103 1,287 18,659 SH   DFND 21 18,659 0 0
REGENERON PHARMACEUTICALS COM 75886F107 14,909 40,613 SH   DFND 4 40,613 0 0
REGENERON PHARMACEUTICALS COM 75886F107 25,140 68,484 SH   DFND 17 60,594 0 7,890
REGENERON PHARMACEUTICALS COM 75886F107 35 96 SH   DFND 21 96 0 0
REGENERON PHARMACEUTICALS COM 75886F107 10,077 27,450 SH   DFND 24 27,450 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 4,148 11,300 SH Call DFND 4 11,300 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 75,364 205,300 SH Put DFND 4 205,300 0 0
REGIS CORP MINN COM 758932107 165 11,361 SH   DFND 17 7,659 0 3,702
REGIS CORP MINN COM 758932107 457 31,463 SH   DFND 21 31,463 0 0
REGIONAL MGMT CORP COM 75902K106 173 6,573 SH   DFND 17 6,573 0 0
REGIONAL MGMT CORP COM 75902K106 240 9,135 SH   DFND 21 9,135 0 0
REGIONS FINL CORP NEW COM 7591EP100 11,354 790,700 SH   DFND 3 790,700 0 0
REGIONS FINL CORP NEW COM 7591EP100 9,931 691,569 SH   DFND 17 564,223 0 127,346
REGIONS FINL CORP NEW COM 7591EP100 20,410 1,421,299 SH   DFND 21 1,402,696 0 18,603
REINSURANCE GROUP AMER INC COM NEW 759351604 7,587 60,294 SH   DFND 17 35,776 0 24,518
REINSURANCE GROUP AMER INC COM NEW 759351604 481 3,821 SH   DFND 20 3,821 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 21,771 173,020 SH   DFND 21 56,956 0 116,064
REINSURANCE GROUP AMER INC COM NEW 759351604 27 212 SH   DFND 25 212 0 0
REIS INC COM 75936P105 728 32,710 SH   DFND 17 29,588 0 3,122
RELIANCE STEEL & ALUMINUM CO COM 759509102 4,001 50,300 SH   DFND 3 50,300 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,619 45,503 SH   DFND 17 45,503 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 178 2,233 SH   DFND 20 2,233 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 11,573 145,498 SH   DFND 21 56,907 0 88,591
RENASANT CORP COM 75970E107 275 6,511 SH   DFND 17 6,511 0 0
REPLIGEN CORP COM 759916109 4,912 159,372 SH   DFND 17 154,608 0 4,764
REPUBLIC SVCS INC COM 760759100 6,447 113,009 SH   DFND 17 75,746 0 37,263
REPUBLIC SVCS INC COM 760759100 853 14,955 SH   DFND 20 14,955 0 0
REPUBLIC SVCS INC COM 760759100 54,189 949,859 SH   DFND 21 670,025 0 279,834
REPUBLIC SVCS INC COM 760759100 207 3,630 SH   DFND 25 3,630 0 0
RESMED INC COM 761152107 3,125 50,357 SH   DFND 17 35,189 0 15,168
RESMED INC COM 761152107 8,728 140,660 SH   DFND 21 140,660 0 0
RESOURCE CAP CORP COM NEW 76120W708 10,171 1,221,000 SH   DFND 4 1,221,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,419 29,757 SH   DFND 17 13,961 0 15,796
RETAIL OPPORTUNITY INVTS COR COM 76131N101 14,804 700,630 SH   DFND 17 544,405 0 156,225
RETAIL OPPORTUNITY INVTS COR COM 76131N101 157 7,450 SH   DFND 21 0 0 7,450
RETAIL PPTYS AMER INC CL A 76131V202 40,456 2,638,998 SH   DFND 3 2,638,998 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,933 191,334 SH   DFND 4 191,334 0 0
RETAIL PPTYS AMER INC CL A 76131V202 622 40,601 SH   DFND 17 40,601 0 0
REVLON INC CL A NEW 761525609 426 14,612 SH   DFND 17 14,612 0 0
REVLON INC CL A NEW 761525609 329 11,278 SH   DFND 20 11,278 0 0
REVLON INC CL A NEW 761525609 2,928 100,455 SH   DFND 21 95,326 0 5,129
REX AMERICAN RESOURCES CORP COM 761624105 284 2,880 SH   DFND 17 2,880 0 0
REX AMERICAN RESOURCES CORP COM 761624105 573 5,804 SH   DFND 21 5,804 0 0
REXNORD CORP NEW COM 76169B102 7,150 365,000 SH   DFND 17 365,000 0 0
REYNOLDS AMERICAN INC COM 761713106 32,271 575,853 SH   DFND 17 334,952 0 240,901
REYNOLDS AMERICAN INC COM 761713106 93,256 1,664,091 SH   DFND 21 1,392,461 0 271,630
REYNOLDS AMERICAN INC COM 761713106 288 5,138 SH   DFND 25 5,138 0 0
REYNOLDS AMERICAN INC CALL 761713906 8,557 152,700 SH Call DFND 4 152,700 0 0
REYNOLDS AMERICAN INC PUT 761713956 72,292 1,290,000 SH Put DFND 4 1,290,000 0 0
RICE ENERGY INC COM 762760106 1,124 52,661 SH   DFND 21 40,447 0 12,214
RING ENERGY INC COM 76680V108 4,064 312,889 SH   DFND 17 301,234 0 11,655
RITE AID CORP COM 767754104 8,446 1,025,000 SH   DFND 4 1,025,000 0 0
RITE AID CORP COM 767754104 171 20,711 SH   DFND 21 20,711 0 0
ROCKWELL COLLINS INC PUT 774341951 9,276 100,000 SH Put DFND 21 100,000 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 818 21,192 SH   DFND 21 19,110 0 2,082
ROGERS CORP COM 775133101 14,272 185,813 SH   DFND 17 148,292 0 37,521
ROGERS CORP COM 775133101 250 3,260 SH   DFND 21 1,360 0 1,900
ROPER TECHNOLOGIES INC COM 776696106 1,948 10,642 SH   DFND 4 10,642 0 0
ROPER TECHNOLOGIES INC COM 776696106 23 128 SH   DFND 17 0 0 128
ROPER TECHNOLOGIES INC COM 776696106 45,818 250,261 SH   DFND 21 194,105 0 56,156
ROPER TECHNOLOGIES INC COM 776696106 6,444 35,200 SH   DFND 24 35,200 0 0
ROPER TECHNOLOGIES INC CALL 776696906 806 4,400 SH Call DFND 4 4,400 0 0
ROPER TECHNOLOGIES INC PUT 776696956 17,228 94,100 SH Put DFND 4 94,100 0 0
ROSS STORES INC COM 778296103 204 3,103 SH   DFND 4 3,103 0 0
ROSS STORES INC COM 778296103 452 6,894 SH   DFND 17 6,392 0 502
ROSS STORES INC COM 778296103 25,863 394,252 SH   DFND 21 309,265 0 84,987
ROSS STORES INC CALL 778296903 5,136 78,300 SH Call DFND 4 78,300 0 0
ROSS STORES INC PUT 778296953 45,159 688,400 SH Put DFND 4 688,400 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 51,094 50,215,000 PRN   DFND 17 42,270,000 0 7,945,000
ROYAL BK CDA MONTREAL QUE COM 780087102 35,143 518,632 SH   DFND 17 276,863 0 241,769
ROYAL BK CDA MONTREAL QUE COM 780087102 1,074 15,852 SH   DFND 20 15,852 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 94,411 1,393,285 SH   DFND 21 891,026 0 502,259
ROYAL BK CDA MONTREAL QUE COM 780087102 309 4,563 SH   DFND 25 4,563 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 538,951 527,091,000 PRN   DFND 4 527,091,000 0 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 385,722 406,023,000 PRN   DFND 4 406,023,000 0 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 238,313 248,243,000 PRN   DFND 4 248,243,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 258,833 4,759,705 SH   DFND 3 4,318,428 0 441,277
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 44,698 821,955 SH   DFND 17 821,955 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 25,601 24,050,000 PRN   DFND 17 20,935,000 0 3,115,000
RUDOLPH TECHNOLOGIES INC COM 781270103 3,309 141,696 SH   DFND 17 50,376 0 91,320
RUDOLPH TECHNOLOGIES INC COM 781270103 360 15,414 SH   DFND 20 15,414 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3,770 161,444 SH   DFND 21 126,582 0 34,862
RUDOLPH TECHNOLOGIES INC COM 781270103 48 2,061 SH   DFND 25 2,061 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 8,166 98,078 SH   DFND 17 85,578 0 12,500
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 61,504 738,696 SH   DFND 21 97,566 0 641,130
RYDER SYS INC COM 783549108 99,106 1,331,351 SH   DFND 3 1,329,351 0 2,000
RYDER SYS INC COM 783549108 16,385 220,108 SH   DFND 17 220,041 0 67
RYDER SYS INC COM 783549108 15,148 203,493 SH   DFND 21 156,982 0 46,511
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 19,049 15,550,000 PRN   DFND 17 15,345,000 0 205,000
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 627 670,000 PRN   DFND 4 670,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7,672 8,205,000 PRN   DFND 17 8,205,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 8,985 142,603 SH   DFND 4 142,603 0 0
S&P GLOBAL INC COM 78409V104 4,477 41,631 SH   DFND 4 41,631 0 0
S&P GLOBAL INC COM 78409V104 6,767 62,925 SH   DFND 17 55,508 0 7,417
S&P GLOBAL INC COM 78409V104 116,702 1,085,198 SH   DFND 21 915,487 0 169,711
S&P GLOBAL INC CALL 78409V904 1,527 14,200 SH Call DFND 4 14,200 0 0
S&P GLOBAL INC PUT 78409V954 10,808 100,500 SH Put DFND 4 100,500 0 0
SEI INVESTMENTS CO COM 784117103 12,273 248,646 SH   DFND 17 202,650 0 45,996
SK TELECOM LTD SPONSORED ADR 78440P108 6,692 320,202 SH   DFND 20 308,402 0 11,800
SL GREEN RLTY CORP COM 78440X101 9,868 91,749 SH   DFND 4 91,749 0 0
SL GREEN RLTY CORP COM 78440X101 18 170 SH   DFND 17 42 0 128
SL GREEN RLTY CORP COM 78440X101 14 128 SH   DFND 21 128 0 0
SLM CORP COM 78442P106 13,242 1,201,672 SH   DFND 17 988,913 0 212,759
SLM CORP COM 78442P106 265 24,079 SH   DFND 21 11,379 0 12,700
SM ENERGY CO COM 78454L100 35,855 1,039,883 SH   DFND 17 968,369 0 71,514
SM ENERGY CO COM 78454L100 248 7,203 SH   DFND 21 4,703 0 2,500
SM ENERGY CO COM 78454L100 2,783 80,700 SH   DFND 24 80,700 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 48,930 41,745,000 PRN   DFND 17 36,020,000 0 5,725,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 557 2,490 SH   DFND   1,050 0 1,440
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,032 13,566 SH   DFND 4 13,566 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,947,223 8,711,236 SH   DFND 17 8,711,236 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,012 9,000 SH   DFND 24 9,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,797 57,250 SH   DFND 25 57,250 0 0
SPS COMM INC COM 78463M107 1,460 20,892 SH   DFND 17 20,892 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 391 3,570 SH   DFND   1,490 0 2,080
SPDR GOLD TRUST GOLD SHS 78463V107 7,856 71,670 SH   DFND 20 71,670 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 767 7,000 SH   DFND 24 7,000 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 6,157 184,011 SH   DFND 24 23,756 0 160,255
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 274 6,000 SH   DFND 24 6,000 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,227 33,660 SH   DFND   14,010 0 19,650
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 11,938 327,529 SH   DFND 17 327,529 0 0
SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 301 9,855 SH   DFND 17 9,855 0 0
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 7,424 285,771 SH   DFND 24 0 0 285,771
SPDR SERIES TRUST S&P BK ETF 78464A797 230 5,283 SH   DFND 17 5,283 0 0
SPDR SERIES TRUST PUT 78464A958 23,912 706,400 SH Put DFND 4 706,400 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 7 231 SH   DFND 17 231 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 87,019 3,042,622 SH   DFND 21 2,654,926 0 387,696
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 503 17,600 SH   DFND 24 17,600 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 3,400 122,826 SH   DFND 17 122,826 0 0
SABRE CORP COM 78573M104 8,369 335,420 SH   DFND 17 282,958 0 52,462
SABRE CORP COM 78573M104 192 7,698 SH   DFND 20 7,698 0 0
SABRE CORP COM 78573M104 1,631 65,388 SH   DFND 21 60,788 0 4,600
SAIA INC COM 78709Y105 1,328 30,076 SH   DFND 17 30,076 0 0
ST JUDE MED INC COM 790849103 29 361 SH   DFND 17 0 0 361
ST JUDE MED INC COM 790849103 21,393 266,783 SH   DFND 21 266,783 0 0
SALESFORCE COM INC COM 79466L302 24,775 361,893 SH   DFND 4 361,893 0 0
SALESFORCE COM INC COM 79466L302 229,512 3,352,496 SH   DFND 17 3,010,223 0 342,273
SALESFORCE COM INC COM 79466L302 452 6,603 SH   DFND 21 2,494 0 4,109
SALESFORCE COM INC CALL 79466L902 12,946 189,100 SH Call DFND 4 189,100 0 0
SALESFORCE COM INC PUT 79466L952 80,488 1,175,700 SH Put DFND 4 1,175,700 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 112,196 95,860,000 PRN   DFND 17 92,770,000 0 3,090,000
SANCHEZ ENERGY CORP COM 79970Y105 10,959 1,213,650 SH   DFND 17 1,031,232 0 182,418
SANCHEZ ENERGY CORP COM 79970Y105 92 10,150 SH   DFND 21 0 0 10,150
SANDERSON FARMS INC COM 800013104 5,654 60,000 SH   DFND 4 60,000 0 0
SANDERSON FARMS INC COM 800013104 9,145 97,035 SH   DFND 17 93,955 0 3,080
SANDERSON FARMS INC COM 800013104 22,263 236,233 SH   DFND 21 158,113 0 78,120
SANDERSON FARMS INC COM 800013104 6,514 69,124 SH   DFND 24 69,124 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4,300 1,457,468 SH   DFND 3 1,457,468 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 5,267 74,825 SH   DFND 17 72,018 0 2,807
SANFILIPPO JOHN B & SON INC COM 800422107 583 8,279 SH   DFND 21 5,987 0 2,292
SANMINA CORPORATION COM 801056102 9,488 258,876 SH   DFND 17 117,098 0 141,778
SANMINA CORPORATION COM 801056102 731 19,942 SH   DFND 20 19,942 0 0
SANMINA CORPORATION COM 801056102 34,092 930,211 SH   DFND 21 598,931 0 331,280
SANOFI SPONSORED ADR 80105N105 7,904 195,441 SH   DFND 17 195,441 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 46 3,400 SH   DFND 17 809 0 2,591
SANTANDER CONSUMER USA HDG I COM 80283M101 6,525 483,351 SH   DFND 21 394,643 0 88,708
SAREPTA THERAPEUTICS INC COM 803607100 1,382 50,393 SH   DFND 17 50,393 0 0
SAREPTA THERAPEUTICS INC COM 803607100 27 1,000 SH   DFND 21 0 0 1,000
SAREPTA THERAPEUTICS INC COM 803607100 266 9,700 SH   DFND 24 9,700 0 0
SASOL LTD SPONSORED ADR 803866300 114,925 4,019,767 SH   DFND 3 3,252,767 0 767,000
SASOL LTD SPONSORED ADR 803866300 11,583 405,147 SH   DFND 17 389,047 0 16,100
SCANA CORP NEW COM 80589M102 15 200 SH   DFND 3 200 0 0
SCANA CORP NEW COM 80589M102 9,050 123,505 SH   DFND 17 29,756 0 93,749
SCANA CORP NEW COM 80589M102 9,604 131,060 SH   DFND 21 98,741 0 32,319
SCHEIN HENRY INC COM 806407102 38 249 SH   DFND 17 148 0 101
SCHEIN HENRY INC COM 806407102 191 1,257 SH   DFND 21 1,257 0 0
SCHLUMBERGER LTD COM 806857108 166,623 1,984,785 SH   DFND 17 1,849,099 0 135,686
SCHLUMBERGER LTD COM 806857108 18,007 214,500 SH   DFND 20 214,500 0 0
SCHLUMBERGER LTD COM 806857108 53,317 635,106 SH   DFND 21 366,775 0 268,331
SCHLUMBERGER LTD COM 806857108 2,661 31,700 SH   DFND 24 31,700 0 0
SCHLUMBERGER LTD CALL 806857908 29,794 354,900 SH Call DFND 4 354,900 0 0
SCHLUMBERGER LTD PUT 806857958 229,897 2,738,500 SH Put DFND 4 2,738,500 0 0
SCHULMAN A INC COM 808194104 46,217 1,381,662 SH   DFND 3 1,381,662 0 0
SCHULMAN A INC COM 808194104 623 18,626 SH   DFND 17 18,626 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,606 66,016 SH   DFND 17 22,530 0 43,486
SCHWAB CHARLES CORP NEW COM 808513105 59,449 1,506,180 SH   DFND 21 1,251,095 0 255,085
SCHWAB CHARLES CORP NEW COM 808513105 355 9,000 SH   DFND 24 9,000 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 10,594 268,400 SH Call DFND 4 268,400 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 70,107 1,776,200 SH Put DFND 4 1,776,200 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 1,519 29,498 SH   DFND 17 29,498 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 688 12,538 SH   DFND 17 12,538 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 40,607 891,874 SH   DFND 3 891,874 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,156 47,361 SH   DFND 17 38,122 0 9,239
SCHWEITZER-MAUDUIT INTL INC COM 808541106 4,867 106,899 SH   DFND 21 54,170 0 52,729
SCIENCE APPLICATNS INTL CP N COM 808625107 319 3,764 SH   DFND 17 3,764 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,519 17,916 SH   DFND 21 16,046 0 1,870
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,121 103,801 SH   DFND 21 85,696 0 18,105
SCOTTS MIRACLE GRO CO CL A 810186106 5,177 54,179 SH   DFND 21 13,870 0 40,309
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 9 120 SH   DFND 17 0 0 120
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,800 53,241 SH   DFND 21 7,594 0 45,647
SEACOAST BKG CORP FLA COM NEW 811707801 17,161 777,924 SH   DFND 17 662,359 0 115,565
SEACOAST BKG CORP FLA COM NEW 811707801 126 5,700 SH   DFND 21 0 0 5,700
SEALED AIR CORP NEW COM 81211K100 6,008 132,500 SH   DFND 3 132,500 0 0
SEALED AIR CORP NEW COM 81211K100 9,975 220,000 SH   DFND 4 220,000 0 0
SEALED AIR CORP NEW COM 81211K100 224 4,935 SH   DFND 17 4,691 0 244
SEALED AIR CORP NEW COM 81211K100 1,557 34,337 SH   DFND 21 34,337 0 0
SEATTLE GENETICS INC COM 812578102 3,284 62,228 SH   DFND 17 62,228 0 0
SEATTLE GENETICS INC COM 812578102 1,478 28,000 SH   DFND 24 28,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,501 33,200 SH   DFND 24 33,200 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,802 77,500 SH   DFND 24 77,000 0 500
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,329 53,500 SH   DFND 24 53,500 0 0
SELECT SECTOR SPDR TR PUT 81369Y950 34,479 693,748 SH Put DFND 4 693,748 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 57,975 931,775 SH Put DFND 4 931,775 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 27,754 1,193,700 SH Put DFND 4 1,193,700 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 64,107 851,126 SH Put DFND 4 851,126 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 11,019 135,369 SH Put DFND 4 135,369 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,913 75,930 SH   DFND 17 75,930 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 573 22,740 SH   DFND 21 22,740 0 0
SELECTIVE INS GROUP INC COM 816300107 51 1,186 SH   DFND 17 1,186 0 0
SELECTIVE INS GROUP INC COM 816300107 113 2,628 SH   DFND 20 2,628 0 0
SELECTIVE INS GROUP INC COM 816300107 2,291 53,225 SH   DFND 21 47,506 0 5,719
SEMGROUP CORP CL A 81663A105 443 10,620 SH   DFND 4 10,620 0 0
SEMTECH CORP COM 816850101 2,367 75,025 SH   DFND 17 53,015 0 22,010
SEMPRA ENERGY COM 816851109 3,895 38,699 SH   DFND 4 38,699 0 0
SEMPRA ENERGY COM 816851109 32 316 SH   DFND 17 0 0 316
SEMPRA ENERGY COM 816851109 32 316 SH   DFND 21 316 0 0
SEMPRA ENERGY CALL 816851909 3,442 34,200 SH Call DFND 4 34,200 0 0
SEMPRA ENERGY PUT 816851959 26,317 261,500 SH Put DFND 4 261,500 0 0
SERVICE CORP INTL COM 817565104 1,512 53,250 SH   DFND 17 27,290 0 25,960
SERVICE CORP INTL COM 817565104 1,330 46,847 SH   DFND 21 46,847 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 95 2,522 SH   DFND 17 0 0 2,522
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 10,575 280,721 SH   DFND 21 280,721 0 0
SERVICENOW INC COM 81762P102 145,117 1,952,065 SH   DFND 17 1,680,730 0 271,335
SERVICENOW INC NOTE 11/0 81762PAB8 92,673 78,170,000 PRN   DFND 17 74,025,000 0 4,145,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6,281 6,500,000 PRN   DFND 17 6,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,060 52,770 SH   DFND 17 37,427 0 15,343
SHAW COMMUNICATIONS INC CL B CONV 82028K200 22,096 1,099,916 SH   DFND 21 776,356 0 323,560
SHERWIN WILLIAMS CO COM 824348106 188 698 SH   DFND 4 698 0 0
SHERWIN WILLIAMS CO COM 824348106 464 1,727 SH   DFND 17 1,625 0 102
SHERWIN WILLIAMS CO COM 824348106 27 102 SH   DFND 21 102 0 0
SHERWIN WILLIAMS CO COM 824348106 806 3,000 SH   DFND 24 3,000 0 0
SHERWIN WILLIAMS CO CALL 824348906 591 2,200 SH Call DFND 4 2,200 0 0
SHERWIN WILLIAMS CO PUT 824348956 11,018 41,000 SH Put DFND 4 41,000 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 6,756 179,483 SH   DFND 20 179,483 0 0
SHIRE PLC SPONSORED ADR 82481R106 28,683 168,350 SH   DFND 3 106,450 0 61,900
SHIRE PLC SPONSORED ADR 82481R106 28,815 169,123 SH   DFND 17 143,629 0 25,494
SHOE CARNIVAL INC COM 824889109 1,323 49,043 SH   DFND 17 49,043 0 0
SHOE CARNIVAL INC COM 824889109 2,502 92,743 SH   DFND 21 58,982 0 33,761
SHORETEL INC COM 825211105 2,100 293,675 SH   DFND 17 284,726 0 8,949
SIBANYE GOLD LTD SPONSORED ADR 825724206 413 58,514 SH   DFND 17 58,514 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 68 9,566 SH   DFND 20 9,566 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 1,806 255,819 SH   DFND 21 193,340 0 62,479
SIGMA DESIGNS INC COM 826565103 1,448 241,396 SH   DFND 21 241,396 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 70,185 467,276 SH   DFND 17 412,571 0 54,705
SIGNATURE BK NEW YORK N Y COM 82669G104 8,850 58,922 SH   DFND 20 58,922 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 13,436 89,455 SH   DFND 21 89,455 0 0
SILGAN HOLDINGS INC COM 827048109 39,841 778,442 SH   DFND 3 778,442 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 366 8,606 SH   DFND 21 0 0 8,606
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 286 39,241 SH   DFND 21 39,241 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 2,309 173,454 SH   DFND 17 173,454 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 86 6,440 SH   DFND 21 6,440 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 251 4,046 SH   DFND 21 4,046 0 0
SIMON PPTY GROUP INC NEW COM 828806109 80,531 453,259 SH   DFND 4 453,259 0 0
SIMON PPTY GROUP INC NEW COM 828806109 646 3,637 SH   DFND 17 3,239 0 398
SIMON PPTY GROUP INC NEW COM 828806109 1,137 6,398 SH   DFND 21 6,398 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 13,112 73,800 SH Call DFND 4 73,800 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 125,417 705,900 SH Put DFND 4 705,900 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 517 15,510 SH   DFND 17 15,510 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 264 7,926 SH   DFND 20 7,926 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 10,332 309,799 SH   DFND 21 116,622 0 193,177
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 271 5,000 SH   DFND 3 5,000 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 5,305 88,480 SH   DFND 17 0 0 88,480
SIX FLAGS ENTMT CORP NEW COM 83001A102 665 11,090 SH   DFND 21 11,090 0 0
SKYWEST INC COM 830879102 8,310 227,991 SH   DFND 17 88,631 0 139,360
SKYWEST INC COM 830879102 302 8,287 SH   DFND 20 8,287 0 0
SKYWEST INC COM 830879102 18,013 494,173 SH   DFND 21 431,065 0 63,108
SKYWORKS SOLUTIONS INC COM 83088M102 45,389 607,943 SH   DFND 17 545,556 0 62,387
SKYWORKS SOLUTIONS INC COM 83088M102 615 8,238 SH   DFND 20 8,238 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 9,115 122,083 SH   DFND 21 89,228 0 32,855
SMITH & WESSON HLDG CORP COM 831756101 2,745 130,210 SH   DFND 17 118,054 0 12,156
SMITH & WESSON HLDG CORP COM 831756101 327 15,507 SH   DFND 20 15,507 0 0
SMITH & WESSON HLDG CORP COM 831756101 26,151 1,240,567 SH   DFND 21 1,140,034 0 100,533
SMITH & WESSON HLDG CORP COM 831756101 29 1,386 SH   DFND 25 1,386 0 0
SMITH A O COM 831865209 19,635 414,674 SH   DFND 17 376,666 0 38,008
SMITH A O COM 831865209 5,511 116,392 SH   DFND 21 29,449 0 86,943
SMUCKER J M CO COM NEW 832696405 6,557 51,200 SH   DFND 3 51,200 0 0
SMUCKER J M CO COM NEW 832696405 2,801 21,875 SH   DFND 4 21,875 0 0
SMUCKER J M CO COM NEW 832696405 1,541 12,036 SH   DFND 17 9,800 0 2,236
SMUCKER J M CO COM NEW 832696405 587 4,587 SH   DFND 20 4,587 0 0
SMUCKER J M CO COM NEW 832696405 18,250 142,509 SH   DFND 21 100,366 0 42,143
SMUCKER J M CO COM NEW 832696405 84 655 SH   DFND 25 655 0 0
SMUCKER J M CO CALL 832696905 1,575 12,300 SH Call DFND 4 12,300 0 0
SMUCKER J M CO PUT 832696955 8,350 65,200 SH Put DFND 4 65,200 0 0
SNAP ON INC COM 833034101 6,092 35,572 SH   DFND 17 19,786 0 15,786
SNAP ON INC COM 833034101 217 1,266 SH   DFND 20 1,266 0 0
SNAP ON INC COM 833034101 38,617 225,474 SH   DFND 21 133,539 0 91,935
SNAP ON INC COM 833034101 269 1,571 SH   DFND 25 1,571 0 0
SNYDERS-LANCE INC COM 833551104 8,331 217,300 SH   DFND 17 177,405 0 39,895
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 81,808 97,390,000 PRN   DFND 17 97,045,000 0 345,000
SONOCO PRODS CO COM 835495102 41,882 794,720 SH   DFND 3 794,720 0 0
SONOCO PRODS CO COM 835495102 43 807 SH   DFND 17 277 0 530
SONOCO PRODS CO COM 835495102 2,646 50,212 SH   DFND 21 45,732 0 4,480
SOUTHERN CO COM 842587107 3,568 72,530 SH   DFND 4 72,530 0 0
SOUTHERN CO COM 842587107 4,654 94,613 SH   DFND 17 93,373 0 1,240
SOUTHERN CO COM 842587107 744 15,124 SH   DFND 20 15,124 0 0
SOUTHERN CO COM 842587107 10,307 209,526 SH   DFND 21 190,084 0 19,442
SOUTHERN CO CALL 842587907 10,822 220,000 SH Call DFND 4 220,000 0 0
SOUTHERN CO PUT 842587957 66,869 1,359,400 SH Put DFND 4 1,359,400 0 0
SOUTHERN COPPER CORP COM 84265V105 13,327 417,253 SH   DFND 21 417,253 0 0
SOUTHWEST AIRLS CO COM 844741108 6,708 134,600 SH   DFND 3 134,600 0 0
SOUTHWEST AIRLS CO COM 844741108 5,995 120,293 SH   DFND 17 74,928 0 45,365
SOUTHWEST AIRLS CO COM 844741108 224 4,492 SH   DFND 20 4,492 0 0
SOUTHWEST AIRLS CO COM 844741108 40,622 815,041 SH   DFND 21 671,613 0 143,428
SOUTHWEST AIRLS CO COM 844741108 21 418 SH   DFND 25 418 0 0
SOUTHWEST AIRLS CO CALL 844741908 5,353 107,400 SH Call DFND 4 107,400 0 0
SOUTHWEST AIRLS CO PUT 844741958 56,957 1,142,800 SH Put DFND 4 1,142,800 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 1,530 52,761 SH   DFND 17 47,697 0 5,064
SOUTHWESTERN ENERGY CO COM 845467109 22,054 2,038,285 SH   DFND 17 2,037,662 0 623
SOUTHWESTERN ENERGY CO COM 845467109 732 67,688 SH   DFND 20 67,688 0 0
SOUTHWESTERN ENERGY CO COM 845467109 8,601 794,929 SH   DFND 21 727,368 0 67,561
SOUTHWESTERN ENERGY CO COM 845467109 1,298 120,000 SH   DFND 24 120,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 39,651 1,556,785 SH   DFND 17 1,547,060 0 9,725
SPARK ENERGY INC CL A COM 846511103 112 3,680 SH   DFND 17 3,680 0 0
SPARK ENERGY INC CL A COM 846511103 116 3,836 SH   DFND 21 3,836 0 0
SPARTAN MTRS INC COM 846819100 404 43,645 SH   DFND 17 43,645 0 0
SPARTANNASH CO COM 847215100 5,123 129,568 SH   DFND 17 73,266 0 56,302
SPARTANNASH CO COM 847215100 135 3,418 SH   DFND 20 3,418 0 0
SPARTANNASH CO COM 847215100 11,852 299,751 SH   DFND 21 193,840 0 105,911
SPECTRA ENERGY CORP COM 847560109 1,314 31,979 SH   DFND 4 31,979 0 0
SPECTRA ENERGY CORP COM 847560109 36 888 SH   DFND 17 0 0 888
SPECTRA ENERGY CORP COM 847560109 83 2,016 SH   DFND 21 2,016 0 0
SPECTRA ENERGY CORP CALL 847560909 3,591 87,400 SH Call DFND 4 87,400 0 0
SPECTRA ENERGY CORP PUT 847560959 35,161 855,700 SH Put DFND 4 855,700 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 6,381 139,200 SH   DFND 3 139,200 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 36,945 35,705,000 PRN   DFND 17 29,915,000 0 5,790,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 1,603 13,102 SH   DFND 17 12,807 0 295
SPECTRUM BRANDS HLDGS INC COM 84763R101 18,675 152,664 SH   DFND 21 129,850 0 22,814
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 6,413 109,900 SH   DFND 3 109,900 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,980 51,073 SH   DFND 17 25,073 0 26,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 688 11,784 SH   DFND 20 11,784 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 23,649 405,294 SH   DFND 21 233,984 0 171,310
SPIRE INC COM 84857L101 77 1,190 SH   DFND 17 1,190 0 0
SPIRE INC COM 84857L101 4,559 70,634 SH   DFND 21 66,519 0 4,115
SPIRIT RLTY CAP INC NEW COM 84860W102 11 1,025 SH   DFND 3 1,025 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 6,316 581,620 SH   DFND 4 581,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 14,594 1,343,826 SH   DFND 17 1,071,295 0 272,531
SPIRIT RLTY CAP INC NEW COM 84860W102 281 25,880 SH   DFND 20 25,880 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 15,111 1,391,481 SH   DFND 21 1,281,645 0 109,836
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 23,094 22,045,000 PRN   DFND 17 19,625,000 0 2,420,000
SPLUNK INC COM 848637104 91,551 1,789,850 SH   DFND 17 1,739,745 0 50,105
SPLUNK INC COM 848637104 97 1,890 SH   DFND 21 1,890 0 0
SQUARE INC CL A 852234103 101,871 7,474,005 SH   DFND 17 6,696,545 0 777,460
SQUARE INC CL A 852234103 130 9,553 SH   DFND 21 9,553 0 0
STAMPS COM INC COM NEW 852857200 349 3,040 SH   DFND 17 0 0 3,040
STAMPS COM INC COM NEW 852857200 11,463 99,986 SH   DFND 21 86,677 0 13,309
STAMPS COM INC COM NEW 852857200 117 1,017 SH   DFND 25 1,017 0 0
STANDARD MTR PRODS INC COM 853666105 43 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 1,008 18,940 SH   DFND 21 18,940 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,537 13,404 SH   DFND 4 13,404 0 0
STANLEY BLACK & DECKER INC COM 854502101 27,011 235,509 SH   DFND 17 232,393 0 3,116
STANLEY BLACK & DECKER INC COM 854502101 863 7,525 SH   DFND 20 7,525 0 0
STANLEY BLACK & DECKER INC COM 854502101 44,575 388,658 SH   DFND 21 224,906 0 163,752
STANLEY BLACK & DECKER INC CALL 854502901 2,546 22,200 SH Call DFND 4 22,200 0 0
STANLEY BLACK & DECKER INC PUT 854502951 15,575 135,800 SH Put DFND 4 135,800 0 0
STANTEC INC COM 85472N109 4,897 193,586 SH   DFND 17 193,586 0 0
STANTEC INC COM 85472N109 208 8,208 SH   DFND 21 8,208 0 0
STAPLES INC COM 855030102 2,347 259,330 SH   DFND 17 201,370 0 57,960
STAPLES INC COM 855030102 393 43,477 SH   DFND 20 43,477 0 0
STAPLES INC COM 855030102 19,334 2,136,394 SH   DFND 21 1,779,404 0 356,990
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 589 54,730 SH   DFND 17 54,730 0 0
STARBUCKS CORP COM 855244109 12,399 223,316 SH   DFND 4 223,316 0 0
STARBUCKS CORP COM 855244109 180,689 3,254,491 SH   DFND 17 2,970,307 0 284,184
STARBUCKS CORP COM 855244109 36,498 657,391 SH   DFND 21 439,836 0 217,555
STARBUCKS CORP CALL 855244909 22,025 396,700 SH Call DFND 4 396,700 0 0
STARBUCKS CORP PUT 855244959 140,432 2,529,400 SH Put DFND 4 2,529,400 0 0
STATE AUTO FINL CORP COM 855707105 416 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC COM 85571B105 3,656 166,572 SH   DFND 17 166,572 0 0
STARWOOD PPTY TR INC COM 85571B105 2,551 116,198 SH   DFND 21 4,018 0 112,180
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 33,825 31,305,000 PRN   DFND 17 31,305,000 0 0
STATE STR CORP COM 857477103 6,187 79,600 SH   DFND 3 79,600 0 0
STATE STR CORP COM 857477103 653 8,403 SH   DFND 4 8,403 0 0
STATE STR CORP COM 857477103 36 458 SH   DFND 17 0 0 458
STATE STR CORP COM 857477103 284 3,654 SH   DFND 21 3,654 0 0
STATE STR CORP CALL 857477903 1,826 23,500 SH Call DFND 4 23,500 0 0
STATE STR CORP PUT 857477953 54,637 703,000 SH Put DFND 4 703,000 0 0
STATOIL ASA SPONSORED ADR 85771P102 4,430 242,900 SH   DFND 3 242,900 0 0
STATOIL ASA SPONSORED ADR 85771P102 1,428 78,315 SH   DFND 17 78,315 0 0
STEEL DYNAMICS INC COM 858119100 50,993 1,433,200 SH   DFND 3 1,433,200 0 0
STEEL DYNAMICS INC COM 858119100 579 16,264 SH   DFND 17 0 0 16,264
STEEL DYNAMICS INC COM 858119100 6,853 192,620 SH   DFND 21 129,912 0 62,708
STEEL DYNAMICS INC COM 858119100 133 3,747 SH   DFND 25 3,747 0 0
STEELCASE INC CL A 858155203 737 41,157 SH   DFND 21 41,157 0 0
STEPAN CO COM 858586100 42,358 519,861 SH   DFND 3 519,861 0 0
STEPAN CO COM 858586100 565 6,931 SH   DFND 21 4,308 0 2,623
STERICYCLE INC DEP PFD A 1/10 858912207 41,650 658,290 SH   DFND 17 652,720 0 5,570
STERLING BANCORP DEL COM 85917A100 1,455 62,163 SH   DFND 17 62,163 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 2,233 53,519 SH   DFND 17 53,519 0 0
STONERIDGE INC COM 86183P102 1,708 96,548 SH   DFND 17 30,324 0 66,224
STONERIDGE INC COM 86183P102 114 6,439 SH   DFND 20 6,439 0 0
STONERIDGE INC COM 86183P102 1,695 95,797 SH   DFND 21 89,831 0 5,966
STORE CAP CORP COM 862121100 311 12,566 SH   DFND 17 12,566 0 0
STORE CAP CORP COM 862121100 3,932 159,133 SH   DFND 21 77,918 0 81,215
STRYKER CORP COM 863667101 8,616 71,911 SH   DFND 17 51,521 0 20,390
STRYKER CORP COM 863667101 360 3,005 SH   DFND 20 3,005 0 0
STRYKER CORP COM 863667101 66,684 556,580 SH   DFND 21 444,604 0 111,976
STRYKER CORP COM 863667101 174 1,456 SH   DFND 25 1,456 0 0
STRYKER CORP CALL 863667901 9,585 80,000 SH Call DFND 4 80,000 0 0
STRYKER CORP PUT 863667951 80,369 670,800 SH Put DFND 4 670,800 0 0
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 25,174 23,500,000 PRN   DFND 17 19,470,000 0 4,030,000
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 829 108,559 SH   DFND 21 0 0 108,559
SUN CMNTYS INC COM 866674104 18,439 240,686 SH   DFND 4 240,686 0 0
SUN LIFE FINL INC COM 866796105 5,762 149,892 SH   DFND 17 53,663 0 96,229
SUN LIFE FINL INC COM 866796105 953 24,787 SH   DFND 20 24,787 0 0
SUN LIFE FINL INC COM 866796105 16,643 432,947 SH   DFND 21 280,662 0 152,285
SUNCOR ENERGY INC NEW COM 867224107 14,386 436,961 SH   DFND 17 436,961 0 0
SUNCOR ENERGY INC NEW COM 867224107 21,754 660,756 SH   DFND 21 602,455 0 58,301
SUNCOR ENERGY INC NEW COM 867224107 1,982 60,200 SH   DFND 24 60,200 0 0
SUNCOKE ENERGY INC COM 86722A103 40 3,500 SH   DFND 17 3,500 0 0
SUNCOKE ENERGY INC COM 86722A103 148 13,036 SH   DFND 21 0 0 13,036
SUNPOWER CORP COM 867652406 1 100 SH   DFND 17 100 0 0
SUNPOWER CORP COM 867652406 1,001 151,466 SH   DFND 21 135,453 0 16,013
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 9,933 14,825,000 PRN   DFND 17 14,615,000 0 210,000
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 15,794 22,260,000 PRN   DFND 17 22,035,000 0 225,000
SUNTRUST BKS INC COM 867914103 30 550 SH   DFND 3 550 0 0
SUNTRUST BKS INC COM 867914103 20,020 365,000 SH   DFND 4 365,000 0 0
SUNTRUST BKS INC COM 867914103 7,074 128,969 SH   DFND 17 107,972 0 20,997
SUNTRUST BKS INC COM 867914103 576 10,504 SH   DFND 20 10,504 0 0
SUNTRUST BKS INC COM 867914103 75,484 1,376,185 SH   DFND 21 1,083,477 0 292,708
SUNTRUST BKS INC COM 867914103 79 1,449 SH   DFND 25 1,449 0 0
SUNTRUST BKS INC CALL 867914903 3,966 72,300 SH Call DFND 4 72,300 0 0
SUNTRUST BKS INC PUT 867914953 37,896 690,900 SH Put DFND 4 690,900 0 0
SUPERIOR INDS INTL INC COM 868168105 1,531 58,100 SH   DFND 17 54,126 0 3,974
SUPERIOR INDS INTL INC COM 868168105 676 25,641 SH   DFND 20 25,641 0 0
SUPERIOR INDS INTL INC COM 868168105 8,522 323,409 SH   DFND 21 257,803 0 65,606
SUPERNUS PHARMACEUTICALS INC COM 868459108 11,773 466,256 SH   DFND 17 411,292 0 54,964
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,415 56,044 SH   DFND 21 0 0 56,044
SUPERVALU INC COM 868536103 11,208 2,400,000 SH   DFND 4 2,400,000 0 0
SUPREME INDS INC CL A 868607102 328 20,918 SH   DFND 17 20,918 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,388 51,608 SH   DFND 21 0 0 51,608
SURMODICS INC COM 868873100 3,581 140,970 SH   DFND 17 132,700 0 8,270
SWIFT TRANSN CO CL A 87074U101 2,050 84,159 SH   DFND 17 84,159 0 0
SYKES ENTERPRISES INC COM 871237103 395 13,693 SH   DFND 17 13,693 0 0
SYKES ENTERPRISES INC COM 871237103 81 2,798 SH   DFND 20 2,798 0 0
SYKES ENTERPRISES INC COM 871237103 9,087 314,880 SH   DFND 21 180,569 0 134,311
SYMANTEC CORP COM 871503108 5,803 242,900 SH   DFND 3 242,900 0 0
SYMANTEC CORP COM 871503108 10,285 430,512 SH   DFND 17 105,340 0 325,172
SYMANTEC CORP COM 871503108 19,074 798,392 SH   DFND 21 583,059 0 215,333
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 642 16,760 SH   DFND 17 0 0 16,760
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 34,122 32,340,000 PRN   DFND 17 26,945,000 0 5,395,000
SYNOPSYS INC COM 871607107 880 14,950 SH   DFND 17 982 0 13,968
SYNOPSYS INC COM 871607107 3,636 61,774 SH   DFND 21 18,572 0 43,202
SYNOVUS FINL CORP COM NEW 87161C501 57 1,385 SH   DFND 20 1,385 0 0
SYNOVUS FINL CORP COM NEW 87161C501 226 5,509 SH   DFND 21 5,509 0 0
SYNNEX CORP COM 87162W100 27,335 225,874 SH   DFND 3 225,874 0 0
SYNNEX CORP COM 87162W100 380 3,140 SH   DFND 17 3,140 0 0
SYNNEX CORP COM 87162W100 5,413 44,728 SH   DFND 21 13,597 0 31,131
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2,721 446,795 SH   DFND 17 435,298 0 11,497
SYNCHRONY FINL COM 87165B103 11,706 322,733 SH   DFND 17 262,566 0 60,167
SYNCHRONY FINL COM 87165B103 3,797 104,699 SH   DFND 21 67,232 0 37,467
SYNCHRONY FINL CALL 87165B903 6,318 174,200 SH Call DFND 4 174,200 0 0
SYNCHRONY FINL PUT 87165B953 46,357 1,278,100 SH Put DFND 4 1,278,100 0 0
SYSCO CORP COM 871829107 1,555 28,086 SH   DFND 4 28,086 0 0
SYSCO CORP COM 871829107 18,605 336,013 SH   DFND 17 107,106 0 228,907
SYSCO CORP COM 871829107 674 12,166 SH   DFND 20 12,166 0 0
SYSCO CORP COM 871829107 30,535 551,476 SH   DFND 21 517,026 0 34,450
SYSCO CORP CALL 871829907 4,828 87,200 SH Call DFND 4 87,200 0 0
SYSCO CORP PUT 871829957 61,488 1,110,500 SH Put DFND 4 1,110,500 0 0
TCF FINL CORP COM 872275102 44,610 2,277,200 SH   DFND 3 2,277,200 0 0
TCF FINL CORP COM 872275102 920 46,965 SH   DFND 21 46,965 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 43,727 743,146 SH   DFND 3 743,146 0 0
TJX COS INC NEW COM 872540109 7,167 95,400 SH   DFND 4 95,400 0 0
TJX COS INC NEW COM 872540109 83,566 1,112,285 SH   DFND 17 964,274 0 148,011
TJX COS INC NEW COM 872540109 571 7,600 SH   DFND 20 7,600 0 0
TJX COS INC NEW COM 872540109 18,403 244,950 SH   DFND 21 244,950 0 0
TJX COS INC NEW CALL 872540909 10,631 141,500 SH Call DFND 4 141,500 0 0
TJX COS INC NEW PUT 872540959 79,202 1,054,200 SH Put DFND 4 1,054,200 0 0
T MOBILE US INC COM 872590104 5,592 97,228 SH   DFND 17 100 0 97,128
T MOBILE US INC COM 872590104 532 9,256 SH   DFND 21 5,139 0 4,117
T MOBILE US INC CONV PFD SER A 872590203 150,434 1,592,905 SH   DFND 17 1,498,925 0 93,980
TTM TECHNOLOGIES INC COM 87305R109 2,876 211,030 SH   DFND 17 174,410 0 36,620
TABLEAU SOFTWARE INC CL A 87336U105 36,051 855,298 SH   DFND 17 770,451 0 84,847
TABLEAU SOFTWARE INC CL A 87336U105 82 1,947 SH   DFND 21 1,947 0 0
TAHOE RES INC COM 873868103 622 65,949 SH   DFND 17 39,732 0 26,217
TAHOE RES INC COM 873868103 176 18,635 SH   DFND 20 18,635 0 0
TAHOE RES INC COM 873868103 23,738 2,516,462 SH   DFND 21 2,165,292 0 351,170
TAHOE RES INC COM 873868103 35 3,722 SH   DFND 25 3,722 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 53,895 1,874,625 SH   DFND 3 1,102,525 0 772,100
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,034 279,450 SH   DFND 17 279,450 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 30,497 1,060,769 SH   DFND 20 1,060,769 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 37,575 1,306,963 SH   DFND 21 1,221,854 0 85,109
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 18,075 366,712 SH   DFND 17 289,029 0 77,683
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 335 6,793 SH   DFND 21 3,943 0 2,850
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 37,351 16,405,000 PRN   DFND 17 13,595,000 0 2,810,000
TANGER FACTORY OUTLET CTRS I COM 875465106 14 400 SH   DFND 3 400 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 284 7,940 SH   DFND 17 7,940 0 0
TARGET CORP COM 87612E106 9,820 135,948 SH   DFND 4 135,948 0 0
TARGET CORP COM 87612E106 131,566 1,821,493 SH   DFND 17 1,777,494 0 43,999
TARGET CORP COM 87612E106 78,941 1,092,912 SH   DFND 21 883,332 0 209,580
TARGET CORP COM 87612E106 235 3,252 SH   DFND 25 3,252 0 0
TARGET CORP CALL 87612E906 12,250 169,600 SH Call DFND 4 169,600 0 0
TARGET CORP PUT 87612E956 90,974 1,259,500 SH Put DFND 4 1,259,500 0 0
TARGA RES CORP COM 87612G101 3,645 65,000 SH   DFND 4 65,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 2,441 70,987 SH   DFND 17 70,987 0 0
TATA MTRS LTD SPONSORED ADR 876568502 547 15,901 SH   DFND 20 15,901 0 0
TATA MTRS LTD SPONSORED ADR 876568502 10,265 298,486 SH   DFND 21 272,774 0 25,712
TAYLOR MORRISON HOME CORP CL A 87724P106 2,094 108,730 SH   DFND 17 81,475 0 27,255
TEAM HEALTH HOLDINGS INC COM 87817A107 13,313 306,392 SH   DFND 21 306,392 0 0
TECH DATA CORP COM 878237106 3,999 47,229 SH   DFND 17 28,817 0 18,412
TECH DATA CORP COM 878237106 10,426 123,125 SH   DFND 21 109,450 0 13,675
TECK RESOURCES LTD CL B 878742204 6,231 310,990 SH   DFND 17 310,990 0 0
TECK RESOURCES LTD CL B 878742204 1,923 95,987 SH   DFND 21 52,020 0 43,967
TECK RESOURCES LTD PUT 878742954 66,900 3,340,000 SH Put DFND 4 3,340,000 0 0
TEGNA INC COM 87901J105 347 16,221 SH   DFND 17 15,950 0 271
TEGNA INC COM 87901J105 2,709 126,656 SH   DFND 21 70,292 0 56,364
TELADOC INC COM 87918A105 1,498 90,763 SH   DFND 17 90,763 0 0
TELEFLEX INC COM 879369106 8,028 49,819 SH   DFND 17 32,140 0 17,679
TELEFLEX INC COM 879369106 372 2,306 SH   DFND 20 2,306 0 0
TELEFLEX INC COM 879369106 30,817 191,232 SH   DFND 21 124,785 0 66,447
TELEFLEX INC COM 879369106 64 398 SH   DFND 25 398 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 122 4,230 SH   DFND 17 4,230 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 6,044 209,366 SH   DFND 21 148,598 0 60,768
TELENAV INC COM 879455103 2,511 356,148 SH   DFND 17 343,593 0 12,555
TELIGENT INC NEW COM 87960W104 3,150 476,528 SH   DFND 17 460,067 0 16,461
TELUS CORP COM 87971M103 11 331 SH   DFND 17 331 0 0
TELUS CORP COM 87971M103 196 6,148 SH   DFND 20 6,148 0 0
TELUS CORP COM 87971M103 741 23,232 SH   DFND 21 23,232 0 0
TEMPUR SEALY INTL INC COM 88023U101 3,510 51,404 SH   DFND 21 51,404 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 763 51,435 SH   DFND 17 51,435 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 319 21,513 SH   DFND 20 21,513 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 4,181 281,709 SH   DFND 21 261,870 0 19,839
TENNECO INC COM 880349105 2,692 43,086 SH   DFND 17 41,740 0 1,346
TENNECO INC COM 880349105 13,024 208,483 SH   DFND 21 129,211 0 79,272
TENNECO INC COM 880349105 11,682 187,000 SH   DFND 24 187,000 0 0
TERADYNE INC COM 880770102 22,097 869,964 SH   DFND 17 869,964 0 0
TERADYNE INC COM 880770102 4,739 186,580 SH   DFND 21 163,657 0 22,923
TEREX CORP NEW COM 880779103 1,697 53,811 SH   DFND 21 0 0 53,811
TERNIUM SA SPON ADR 880890108 46 1,900 SH   DFND 3 1,900 0 0
TERNIUM SA SPON ADR 880890108 1,488 61,600 SH   DFND 17 0 0 61,600
TERRA NITROGEN CO L P COM UNIT 881005201 19,276 187,676 SH   DFND 3 187,676 0 0
TERRITORIAL BANCORP INC COM 88145X108 208 6,341 SH   DFND 17 6,341 0 0
TESARO INC COM 881569107 5,567 41,400 SH   DFND 17 33,790 0 7,610
TESARO INC COM 881569107 1,990 14,800 SH   DFND 24 14,800 0 0
TESORO CORP COM 881609101 8,334 95,299 SH   DFND 17 50,604 0 44,695
TESORO CORP COM 881609101 670 7,660 SH   DFND 20 7,660 0 0
TESORO CORP COM 881609101 43,637 498,993 SH   DFND 21 373,187 0 125,806
TESLA MTRS INC COM 88160R101 127,094 594,759 SH   DFND 17 555,399 0 39,360
TESLA MTRS INC COM 88160R101 7,345 34,373 SH   DFND 21 31,098 0 3,275
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 11,654 6,500,000 PRN   DFND 17 6,500,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 109,681 118,895,000 PRN   DFND 17 110,040,000 0 8,855,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 69,200 80,395,000 PRN   DFND 17 80,095,000 0 300,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 44,022 1,214,394 SH   DFND 3 813,694 0 400,700
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 14,414 397,641 SH   DFND 17 156,276 0 241,365
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 388 10,700 SH   DFND 24 10,700 0 0
TETRA TECH INC NEW COM 88162G103 2,409 55,840 SH   DFND 17 40,390 0 15,450
TETRA TECH INC NEW COM 88162G103 1,264 29,301 SH   DFND 21 29,301 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 45,951 41,480,000 PRN   DFND 17 41,310,000 0 170,000
TESSERA HLDG CORP COM 88166T101 530 11,996 SH   DFND 17 11,996 0 0
TESSERA HLDG CORP COM 88166T101 272 6,163 SH   DFND 20 6,163 0 0
TESSERA HLDG CORP COM 88166T101 6,049 136,857 SH   DFND 21 80,186 0 56,671
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 4,184 53,363 SH   DFND 17 48,208 0 5,155
TEXAS INSTRS INC COM 882508104 132,486 1,815,618 SH   DFND 17 1,713,465 0 102,153
TEXAS INSTRS INC COM 882508104 535 7,330 SH   DFND 20 7,330 0 0
TEXAS INSTRS INC COM 882508104 45,217 619,670 SH   DFND 21 577,166 0 42,504
TEXAS INSTRS INC CALL 882508904 16,455 225,500 SH Call DFND 4 225,500 0 0
TEXAS INSTRS INC PUT 882508954 184,023 2,521,900 SH Put DFND 4 2,521,900 0 0
TEXAS ROADHOUSE INC COM 882681109 18,646 386,523 SH   DFND 17 328,809 0 57,714
TEXAS ROADHOUSE INC COM 882681109 339 7,017 SH   DFND 20 7,017 0 0
TEXAS ROADHOUSE INC COM 882681109 3,251 67,390 SH   DFND 21 57,916 0 9,474
TEXTRON INC COM 883203101 7,415 152,700 SH   DFND 3 152,700 0 0
TEXTRON INC COM 883203101 189 3,900 SH   DFND 17 0 0 3,900
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,899 2,260,000 PRN   DFND 17 2,260,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 19,731 139,834 SH   DFND 4 139,834 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,200 43,944 SH   DFND 17 27,403 0 16,541
THERMO FISHER SCIENTIFIC INC COM 883556102 6,165 43,695 SH   DFND 20 43,695 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 158,170 1,120,975 SH   DFND 21 818,551 0 302,424
THERMO FISHER SCIENTIFIC INC COM 883556102 536 3,800 SH   DFND 24 3,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 232 1,646 SH   DFND 25 1,646 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 15,366 108,900 SH Call DFND 4 108,900 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 113,374 803,500 SH Put DFND 4 803,500 0 0
THOR INDS INC COM 885160101 51,206 511,800 SH   DFND 3 511,800 0 0
THOR INDS INC COM 885160101 3,416 34,142 SH   DFND 17 28,800 0 5,342
THOR INDS INC COM 885160101 403 4,032 SH   DFND 20 4,032 0 0
THOR INDS INC COM 885160101 40,857 408,362 SH   DFND 21 327,950 0 80,412
3M CO COM 88579Y101 3,875 21,700 SH   DFND 3 21,700 0 0
3M CO COM 88579Y101 84,998 475,993 SH   DFND 17 468,691 0 7,302
3M CO COM 88579Y101 17,023 95,331 SH   DFND 21 95,331 0 0
3M CO COM 88579Y101 180 1,008 SH   DFND 24 1,008 0 0
3M CO CALL 88579Y901 47,375 265,300 SH Call DFND 4 265,300 0 0
3M CO PUT 88579Y951 234,802 1,314,900 SH Put DFND 4 1,314,900 0 0
TIFFANY & CO NEW COM 886547108 10 135 SH   DFND 17 0 0 135
TIFFANY & CO NEW COM 886547108 1,919 24,782 SH   DFND 21 9,135 0 15,647
TIME WARNER INC COM NEW 887317303 4,074 42,200 SH   DFND 3 42,200 0 0
TIME WARNER INC COM NEW 887317303 49,039 508,022 SH   DFND 17 415,500 0 92,522
TIME WARNER INC COM NEW 887317303 1,149 11,901 SH   DFND 20 11,901 0 0
TIME WARNER INC COM NEW 887317303 41,412 429,011 SH   DFND 21 356,897 0 72,114
TIME WARNER INC CALL 887317903 12,616 130,700 SH Call DFND 4 130,700 0 0
TIME WARNER INC PUT 887317953 149,042 1,544,000 SH Put DFND 4 1,544,000 0 0
TITAN INTL INC ILL COM 88830M102 12,254 1,093,116 SH   DFND 17 924,484 0 168,632
TITAN INTL INC ILL COM 88830M102 67 6,000 SH   DFND 21 0 0 6,000
TIVO CORP COM 88870P106 15,176 726,144 SH   DFND 17 609,567 0 116,577
TIVO CORP COM 88870P106 211 10,096 SH   DFND 20 10,096 0 0
TIVO CORP COM 88870P106 1,982 94,821 SH   DFND 21 82,011 0 12,810
TOPBUILD CORP COM 89055F103 2,288 64,277 SH   DFND 21 64,277 0 0
TORCHMARK CORP COM 891027104 10 139 SH   DFND 17 0 0 139
TORCHMARK CORP COM 891027104 1,330 18,029 SH   DFND 21 14,964 0 3,065
TORO CO COM 891092108 1,248 22,307 SH   DFND 21 0 0 22,307
TORONTO DOMINION BK ONT COM NEW 891160509 90,688 1,836,542 SH   DFND 3 1,129,142 0 707,400
TORONTO DOMINION BK ONT COM NEW 891160509 37,027 749,835 SH   DFND 17 358,125 0 391,710
TORONTO DOMINION BK ONT COM NEW 891160509 1,443 29,213 SH   DFND 20 29,213 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 101,986 2,065,331 SH   DFND 21 1,434,079 0 631,252
TORONTO DOMINION BK ONT COM NEW 891160509 321 6,501 SH   DFND 25 6,501 0 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 7,241 7,400,000 PRN   DFND 4 7,400,000 0 0
TOTAL S A SPONSORED ADR 89151E109 41,168 807,694 SH   DFND 3 806,594 0 1,100
TOTAL S A SPONSORED ADR 89151E109 1,329 26,078 SH   DFND 17 26,078 0 0
TOWER INTL INC COM 891826109 2,806 98,961 SH   DFND 17 98,961 0 0
TOWER INTL INC COM 891826109 147 5,197 SH   DFND 20 5,197 0 0
TOWER INTL INC COM 891826109 2,691 94,922 SH   DFND 21 70,633 0 24,289
TOTAL SYS SVCS INC COM 891906109 28,405 579,345 SH   DFND 17 425,642 0 153,703
TOTAL SYS SVCS INC COM 891906109 22,804 465,103 SH   DFND 21 364,155 0 100,948
TOTAL SYS SVCS INC COM 891906109 148 3,023 SH   DFND 25 3,023 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 789 23,719 SH   DFND 17 3,012 0 20,707
TRACTOR SUPPLY CO COM 892356106 37,290 491,885 SH   DFND 17 372,198 0 119,687
TRACTOR SUPPLY CO COM 892356106 13 165 SH   DFND 21 165 0 0
TRANSCANADA CORP COM 89353D107 1,538 34,076 SH   DFND 17 34,076 0 0
TRANSCANADA CORP COM 89353D107 657 14,550 SH   DFND 20 14,550 0 0
TRANSCANADA CORP COM 89353D107 25,212 558,478 SH   DFND 21 237,675 0 320,803
TRANSDIGM GROUP INC COM 893641100 147 590 SH   DFND 17 527 0 63
TRANSDIGM GROUP INC COM 893641100 8,891 35,711 SH   DFND 21 477 0 35,234
TRANSUNION COM 89400J107 18,306 591,853 SH   DFND 17 368,883 0 222,970
TRANSUNION COM 89400J107 229 7,393 SH   DFND 21 4,293 0 3,100
TRAVELERS COMPANIES INC COM 89417E109 212,412 1,735,109 SH   DFND 3 1,732,809 0 2,300
TRAVELERS COMPANIES INC COM 89417E109 63,886 521,859 SH   DFND 17 421,286 0 100,573
TRAVELERS COMPANIES INC COM 89417E109 101,722 830,928 SH   DFND 21 647,262 0 183,666
TRAVELERS COMPANIES INC COM 89417E109 328 2,678 SH   DFND 25 2,678 0 0
TRAVELERS COMPANIES INC CALL 89417E909 10,038 82,000 SH Call DFND 4 82,000 0 0
TRAVELERS COMPANIES INC PUT 89417E959 77,847 635,900 SH Put DFND 4 635,900 0 0
TREX CO INC COM 89531P105 3,100 48,138 SH   DFND 17 0 0 48,138
TRIBUNE MEDIA CO CL A 896047503 209 5,969 SH   DFND 4 5,969 0 0
TRIMBLE INC COM 896239100 4,754 157,662 SH   DFND 21 142,411 0 15,251
TRIMBLE INC COM 896239100 9,928 329,300 SH   DFND 24 329,300 0 0
TRINET GROUP INC COM 896288107 2,390 93,270 SH   DFND 17 66,305 0 26,965
TRINA SOLAR LIMITED SPON ADR 89628E104 328 35,248 SH   DFND 21 35,248 0 0
TRINITY INDS INC COM 896522109 4,114 148,202 SH   DFND 17 114,203 0 33,999
TRINITY INDS INC COM 896522109 22,495 810,325 SH   DFND 21 620,364 0 189,961
TRINITY INDS INC COM 896522109 93 3,364 SH   DFND 25 3,364 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 48,760 37,485,000 PRN   DFND 17 33,980,000 0 3,505,000
TRIPLE-S MGMT CORP CL B 896749108 214 10,322 SH   DFND 17 10,322 0 0
TRUECAR INC COM 89785L107 448 35,875 SH   DFND 17 0 0 35,875
TRUEBLUE INC COM 89785X101 1,168 47,373 SH   DFND 21 0 0 47,373
TUPPERWARE BRANDS CORP COM 899896104 553 10,500 SH   DFND 21 10,500 0 0
TUPPERWARE BRANDS CORP COM 899896104 374 7,100 SH   DFND 24 7,100 0 0
TURQUOISE HILL RES LTD COM 900435108 186 57,869 SH   DFND 21 23,798 0 34,071
TWITTER INC COM 90184L102 110,510 6,779,729 SH   DFND 17 6,435,344 0 344,385
TWITTER INC COM 90184L102 69 4,203 SH   DFND 21 4,203 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 34,875 37,180,000 PRN   DFND 17 37,180,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 46,832 50,870,000 PRN   DFND 17 50,870,000 0 0
TWO HBRS INVT CORP COM 90187B101 6,180 708,700 SH   DFND 3 708,700 0 0
TWO HBRS INVT CORP COM 90187B101 154 17,612 SH   DFND 17 17,612 0 0
TWO HBRS INVT CORP COM 90187B101 7,129 817,603 SH   DFND 21 132,607 0 684,996
TYLER TECHNOLOGIES INC COM 902252105 5,742 40,218 SH   DFND 17 31,225 0 8,993
TYLER TECHNOLOGIES INC COM 902252105 150 1,050 SH   DFND 21 650 0 400
TYSON FOODS INC CL A 902494103 10,188 165,179 SH   DFND 4 165,179 0 0
TYSON FOODS INC CL A 902494103 77,298 1,253,216 SH   DFND 17 970,689 0 282,527
TYSON FOODS INC CL A 902494103 1,119 18,139 SH   DFND 20 18,139 0 0
TYSON FOODS INC CL A 902494103 106,971 1,734,292 SH   DFND 21 1,264,479 0 469,813
TYSON FOODS INC CL A 902494103 9,893 160,400 SH   DFND 24 160,400 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 35,044 518,020 SH   DFND 17 518,020 0 0
TYSON FOODS INC CALL 902494903 4,762 77,200 SH Call DFND 4 77,200 0 0
TYSON FOODS INC PUT 902494953 40,795 661,400 SH Put DFND 4 661,400 0 0
UGI CORP NEW COM 902681105 350 7,597 SH   DFND 17 7,597 0 0
UGI CORP NEW COM 902681105 607 13,162 SH   DFND 21 0 0 13,162
US BANCORP DEL COM NEW 902973304 118,338 2,303,643 SH   DFND 3 2,300,543 0 3,100
US BANCORP DEL COM NEW 902973304 45,995 895,361 SH   DFND 17 876,801 0 18,560
US BANCORP DEL COM NEW 902973304 4,224 82,232 SH   DFND 20 82,232 0 0
US BANCORP DEL COM NEW 902973304 30,914 601,796 SH   DFND 21 545,326 0 56,470
US BANCORP DEL CALL 902973904 1,772 34,500 SH Call DFND 4 34,500 0 0
US BANCORP DEL PUT 902973954 106,166 2,066,700 SH Put DFND 4 2,066,700 0 0
USANA HEALTH SCIENCES INC COM 90328M107 114 1,862 SH   DFND 17 1,288 0 574
USANA HEALTH SCIENCES INC COM 90328M107 418 6,824 SH   DFND 21 6,132 0 692
USA TECHNOLOGIES INC COM NO PAR 90328S500 2,676 622,301 SH   DFND 17 595,949 0 26,352
U S CONCRETE INC COM NEW 90333L201 5,230 79,843 SH   DFND 17 77,383 0 2,460
U S PHYSICAL THERAPY INC COM 90337L108 44 630 SH   DFND 17 630 0 0
U S PHYSICAL THERAPY INC COM 90337L108 337 4,797 SH   DFND 21 4,797 0 0
U S SILICA HLDGS INC COM 90346E103 33,890 597,926 SH   DFND 17 597,926 0 0
U S SILICA HLDGS INC COM 90346E103 3,282 57,912 SH   DFND 21 0 0 57,912
U S SILICA HLDGS INC COM 90346E103 2,154 38,000 SH   DFND 24 38,000 0 0
UBIQUITI NETWORKS INC COM 90347A100 3,697 63,959 SH   DFND 17 0 0 63,959
ULTA SALON COSMETCS & FRAG I COM 90384S303 12,052 47,275 SH   DFND 17 16,334 0 30,941
ULTA SALON COSMETCS & FRAG I COM 90384S303 27,889 109,396 SH   DFND 21 109,396 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 7,730 42,389 SH   DFND 17 33,504 0 8,885
ULTIMATE SOFTWARE GROUP INC COM 90385D107 194 1,062 SH   DFND 21 562 0 500
ULTRA CLEAN HLDGS INC COM 90385V107 100 10,320 SH   DFND 17 10,320 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 602 8,559 SH   DFND 17 8,559 0 0
UMPQUA HLDGS CORP COM 904214103 44,215 2,354,387 SH   DFND 3 2,354,387 0 0
UMPQUA HLDGS CORP COM 904214103 1,526 81,255 SH   DFND 21 71,373 0 9,882
UNDER ARMOUR INC CL A 904311107 325 11,202 SH   DFND 17 10,970 0 232
UNDER ARMOUR INC CL A 904311107 7 232 SH   DFND 21 232 0 0
UNION BANKSHARES CORP NEW COM 90539J109 435 12,180 SH   DFND 17 12,180 0 0
UNION BANKSHARES CORP NEW COM 90539J109 208 5,826 SH   DFND 20 5,826 0 0
UNION BANKSHARES CORP NEW COM 90539J109 1,873 52,412 SH   DFND 21 47,502 0 4,910
UNION PAC CORP COM 907818108 11,405 110,000 SH   DFND 4 110,000 0 0
UNION PAC CORP COM 907818108 165,467 1,595,935 SH   DFND 17 1,576,625 0 19,310
UNION PAC CORP COM 907818108 8,139 78,500 SH   DFND 20 78,500 0 0
UNION PAC CORP COM 907818108 97,514 940,529 SH   DFND 21 879,732 0 60,797
UNION PAC CORP COM 907818108 1,078 10,400 SH   DFND 24 10,400 0 0
UNION PAC CORP CALL 907818908 23,960 231,100 SH Call DFND 4 231,100 0 0
UNION PAC CORP PUT 907818958 158,879 1,532,400 SH Put DFND 4 1,532,400 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 532 59,510 SH   DFND 17 59,510 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 42,537 1,436,100 SH   DFND 3 1,436,100 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 535 18,055 SH   DFND 17 18,055 0 0
UNITED BANKSHARES INC WEST V COM 909907107 240 5,191 SH   DFND 21 5,191 0 0
UNITED CONTL HLDGS INC COM 910047109 514 7,053 SH   DFND 17 6,688 0 365
UNITED CONTL HLDGS INC COM 910047109 245 3,361 SH   DFND 20 3,361 0 0
UNITED CONTL HLDGS INC COM 910047109 8,801 120,757 SH   DFND 21 57,199 0 63,558
UNITED CONTL HLDGS INC CALL 910047909 5,123 70,300 SH Call DFND 4 70,300 0 0
UNITED CONTL HLDGS INC PUT 910047959 27,855 382,200 SH Put DFND 4 382,200 0 0
UNITED FIRE GROUP INC COM 910340108 200 4,069 SH   DFND 17 2,762 0 1,307
UNITED FIRE GROUP INC COM 910340108 558 11,345 SH   DFND 21 11,345 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 569 325,302 SH   DFND 21 306,759 0 18,543
UNITED PARCEL SERVICE INC CL B 911312106 8,683 75,739 SH   DFND 17 52,527 0 23,212
UNITED PARCEL SERVICE INC CL B 911312106 35,249 307,478 SH   DFND 21 289,586 0 17,892
UNITED PARCEL SERVICE INC CALL 911312906 24,384 212,700 SH Call DFND 4 212,700 0 0
UNITED PARCEL SERVICE INC PUT 911312956 214,675 1,872,600 SH Put DFND 4 1,872,600 0 0
UNITED RENTALS INC COM 911363109 11 106 SH   DFND 17 0 0 106
UNITED RENTALS INC COM 911363109 3,399 32,192 SH   DFND 21 16,363 0 15,829
UNITED STATES STL CORP NEW COM 912909108 23,932 725,000 SH   DFND 4 725,000 0 0
UNITED STATES STL CORP NEW COM 912909108 15,863 480,537 SH   DFND 17 421,706 0 58,831
UNITED STATES STL CORP NEW COM 912909108 283 8,578 SH   DFND 21 3,978 0 4,600
UNITED STATES STL CORP NEW COM 912909108 574 17,400 SH   DFND 24 17,400 0 0
UNITED TECHNOLOGIES CORP COM 913017109 106,409 970,708 SH   DFND 3 970,708 0 0
UNITED TECHNOLOGIES CORP COM 913017109 123,557 1,127,139 SH   DFND 17 1,058,010 0 69,129
UNITED TECHNOLOGIES CORP COM 913017109 9,844 89,800 SH   DFND 20 89,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 31,361 286,090 SH   DFND 21 229,308 0 56,782
UNITED TECHNOLOGIES CORP CALL 913017909 21,661 197,600 SH Call DFND 4 197,600 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 211,095 1,925,700 SH Put DFND 4 1,925,700 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,409 23,770 SH   DFND 17 22,564 0 1,206
UNITED THERAPEUTICS CORP DEL COM 91307C102 9,729 67,829 SH   DFND 21 59,191 0 8,638
UNITED THERAPEUTICS CORP DEL COM 91307C102 760 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 365,829 2,285,857 SH   DFND 17 1,926,254 0 359,603
UNITEDHEALTH GROUP INC COM 91324P102 26,894 168,043 SH   DFND 20 168,043 0 0
UNITEDHEALTH GROUP INC COM 91324P102 380,518 2,377,640 SH   DFND 21 1,966,873 0 410,767
UNITEDHEALTH GROUP INC COM 91324P102 654 4,088 SH   DFND 24 4,088 0 0
UNITEDHEALTH GROUP INC COM 91324P102 385 2,405 SH   DFND 25 2,405 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 46,892 293,000 SH Call DFND 4 293,000 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 281,478 1,758,800 SH Put DFND 4 1,758,800 0 0
UNIVAR INC COM 91336L107 1,679 59,199 SH   DFND 17 59,199 0 0
UNIVERSAL CORP VA COM 913456109 24,904 390,649 SH   DFND 3 390,649 0 0
UNIVERSAL CORP VA COM 913456109 426 6,690 SH   DFND 17 6,690 0 0
UNIVERSAL CORP VA COM 913456109 1,870 29,337 SH   DFND 21 13,632 0 15,705
UNIVERSAL FST PRODS INC COM 913543104 2,525 24,714 SH   DFND 17 20,257 0 4,457
UNIVERSAL FST PRODS INC COM 913543104 12,817 125,437 SH   DFND 21 86,453 0 38,984
UNIVERSAL INS HLDGS INC COM 91359V107 8,097 285,106 SH   DFND 17 98,579 0 186,527
UNIVERSAL INS HLDGS INC COM 91359V107 17,719 623,924 SH   DFND 21 623,924 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,815 82,867 SH   DFND 17 61,084 0 21,783
UNIVERSAL HLTH SVCS INC CL B 913903100 325 3,051 SH   DFND 20 3,051 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 10,208 95,962 SH   DFND 21 85,605 0 10,357
UNUM GROUP COM 91529Y106 6,427 146,300 SH   DFND 3 146,300 0 0
UNUM GROUP COM 91529Y106 6,236 141,950 SH   DFND 17 141,657 0 293
UNUM GROUP COM 91529Y106 784 17,853 SH   DFND 20 17,853 0 0
UNUM GROUP COM 91529Y106 12,689 288,843 SH   DFND 21 201,871 0 86,972
URBAN OUTFITTERS INC COM 917047102 3 111 SH   DFND 17 0 0 111
URBAN OUTFITTERS INC COM 917047102 545 19,124 SH   DFND 21 4,362 0 14,762
VCA INC COM 918194101 17,066 248,598 SH   DFND 17 210,041 0 38,557
VCA INC COM 918194101 148 2,149 SH   DFND 20 2,149 0 0
VCA INC COM 918194101 12,501 182,097 SH   DFND 21 176,635 0 5,462
V F CORP COM 918204108 7,387 138,455 SH   DFND 4 138,455 0 0
V F CORP COM 918204108 22 419 SH   DFND 17 0 0 419
V F CORP COM 918204108 531 9,956 SH   DFND 21 9,956 0 0
V F CORP CALL 918204908 2,865 53,700 SH Call DFND 4 53,700 0 0
V F CORP PUT 918204958 22,450 420,800 SH Put DFND 4 420,800 0 0
VWR CORP COM 91843L103 41 1,620 SH   DFND 17 1,620 0 0
VWR CORP COM 91843L103 1,001 40,000 SH   DFND 21 40,000 0 0
VAIL RESORTS INC COM 91879Q109 1,004 6,221 SH   DFND 17 4,243 0 1,978
VAIL RESORTS INC COM 91879Q109 145 897 SH   DFND 20 897 0 0
VAIL RESORTS INC COM 91879Q109 9,354 57,988 SH   DFND 21 35,362 0 22,626
VALEANT PHARMACEUTICALS INTL COM 91911K102 376 25,886 SH   DFND 21 24,950 0 936
VALEANT PHARMACEUTICALS INTL COM 91911K102 16 1,068 SH   DFND 25 1,068 0 0
VALE S A ADR 91912E105 11,017 1,445,790 SH   DFND 17 1,445,790 0 0
VALE S A ADR 91912E105 24,418 3,204,493 SH   DFND 21 3,204,493 0 0
VALE S A ADR 91912E105 1,829 240,000 SH   DFND 24 240,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,174 105,000 SH   DFND 3 105,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 97,930 1,433,404 SH   DFND 17 1,230,802 0 202,602
VALERO ENERGY CORP NEW COM 91913Y100 1,018 14,896 SH   DFND 20 14,896 0 0
VALERO ENERGY CORP NEW COM 91913Y100 96,474 1,412,084 SH   DFND 21 1,013,654 0 398,430
VALERO ENERGY CORP NEW COM 91913Y100 895 13,100 SH   DFND 24 13,100 0 0
VALERO ENERGY CORP NEW COM 91913Y100 299 4,381 SH   DFND 25 4,381 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 7,788 114,000 SH Call DFND 4 114,000 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 58,420 855,100 SH Put DFND 4 855,100 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 3,191 72,073 SH   DFND 3 72,073 0 0
VALSPAR CORP COM 920355104 8,895 85,850 SH   DFND 4 85,850 0 0
VALSPAR CORP COM 920355104 9,247 89,250 SH   DFND 21 89,250 0 0
VALVOLINE INC COM 92047W101 3,811 177,275 SH   DFND 17 177,275 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,234 140,080 SH   DFND 17 128,834 0 11,246
VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3,105 129,150 SH   DFND 25 129,150 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 2,631 124,000 SH   DFND 24 124,000 0 0
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 975 28,000 SH   DFND 24 28,000 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 985 13,750 SH   DFND 24 13,750 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 299 3,762 SH   DFND 17 3,762 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 225 2,898 SH   DFND 17 2,898 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 4,636 76,000 SH   DFND 24 76,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 45,605 747,625 SH   DFND 25 747,625 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 9,676 219,013 SH   DFND 17 219,013 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 19,001 531,038 SH   DFND 4 531,038 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 91,840 2,566,797 SH   DFND 17 2,566,797 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,576 72,000 SH   DFND 24 72,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 25,046 700,000 SH   DFND 25 700,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6 135 SH   DFND 17 135 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 13,025 271,696 SH   DFND 24 11,000 0 260,696
VANGUARD WORLD FDS ENERGY ETF 92204A306 314 3,000 SH   DFND 24 3,000 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 7,009 88,307 SH   DFND 17 25,772 0 62,535
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 46,114 581,005 SH   DFND 25 581,005 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 5,968 114,139 SH   DFND 17 114,139 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 767 8,580 SH   DFND   3,570 0 5,010
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 19,602 228,730 SH   DFND 17 228,730 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23,561 274,921 SH   DFND 25 274,921 0 0
VANTIV INC CL A 92210H105 71,531 1,199,777 SH   DFND 17 839,502 0 360,275
VANTIV INC CL A 92210H105 2,392 40,116 SH   DFND 21 1,629 0 38,487
VARONIS SYS INC COM 922280102 1,356 50,581 SH   DFND 17 0 0 50,581
VASCULAR SOLUTIONS INC COM 92231M109 4,211 75,055 SH   DFND 17 72,838 0 2,217
VECTREN CORP COM 92240G101 1,873 35,909 SH   DFND 21 10,164 0 25,745
VECTOR GROUP LTD COM 92240M108 341 14,998 SH   DFND 17 14,998 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 24,120 15,400,000 PRN   DFND 17 15,400,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13,638 11,700,000 PRN   DFND 17 11,700,000 0 0
VEECO INSTRS INC DEL COM 922417100 3,859 132,397 SH   DFND 21 119,414 0 12,983
VEECO INSTRS INC DEL COM 922417100 7,272 249,462 SH   DFND 24 249,462 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 785 63,200 SH   DFND 17 57,900 0 5,300
VEDANTA LTD SPONSORED ADR 92242Y100 121 9,711 SH   DFND 21 0 0 9,711
VEEVA SYS INC CL A COM 922475108 9,246 227,171 SH   DFND 17 104,225 0 122,946
VENTAS INC COM 92276F100 5,414 86,600 SH   DFND 3 86,600 0 0
VENTAS INC COM 92276F100 119 1,907 SH   DFND 4 1,907 0 0
VENTAS INC COM 92276F100 37 585 SH   DFND 17 137 0 448
VENTAS INC COM 92276F100 28 448 SH   DFND 21 448 0 0
VENTAS INC CALL 92276F900 331 5,300 SH Call DFND 4 5,300 0 0
VENTAS INC PUT 92276F950 8,034 128,500 SH Put DFND 4 128,500 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 69 337 SH   DFND 17 337 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 18,631 90,744 SH   DFND 24 0 0 90,744
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 15,049 73,300 SH   DFND 25 73,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 54,396 659,111 SH   DFND 4 659,111 0 0
VANGUARD INDEX FDS REIT ETF 922908553 2,687 32,553 SH   DFND 17 32,553 0 0
VANGUARD INDEX FDS REIT ETF 922908553 2,311 28,000 SH   DFND 24 28,000 0 0
VANGUARD INDEX FDS REIT ETF 922908553 13,617 165,000 SH   DFND 25 165,000 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 32,294 250,419 SH   DFND 25 250,419 0 0
VEREIT INC COM 92339V100 11 1,325 SH   DFND 3 1,325 0 0
VEREIT INC COM 92339V100 222 26,293 SH   DFND 17 26,293 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 119,556 53,280,000 PRN   DFND 17 50,095,000 0 3,185,000
VERIZON COMMUNICATIONS INC COM 92343V104 110,149 2,063,487 SH   DFND 3 2,059,487 0 4,000
VERIZON COMMUNICATIONS INC COM 92343V104 121,305 2,272,477 SH   DFND 17 2,194,573 0 77,904
VERIZON COMMUNICATIONS INC COM 92343V104 3,861 72,331 SH   DFND 20 72,331 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 239,263 4,482,252 SH   DFND 21 3,058,796 0 1,423,456
VERIZON COMMUNICATIONS INC COM 92343V104 618 11,581 SH   DFND 25 11,581 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 41,065 769,300 SH Call DFND 4 769,300 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 353,162 6,616,000 SH Put DFND 4 6,616,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 19,740 20,975,000 PRN   DFND 17 20,790,000 0 185,000
VERITEX HLDGS INC COM 923451108 838 31,392 SH   DFND 17 28,388 0 3,004
VERISK ANALYTICS INC COM 92345Y106 23,596 290,702 SH   DFND 17 290,505 0 197
VERISK ANALYTICS INC COM 92345Y106 16 197 SH   DFND 21 197 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,855 174,488 SH   DFND 4 174,488 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 18,246 247,668 SH   DFND 17 209,098 0 38,570
VERTEX PHARMACEUTICALS INC COM 92532F100 863 11,714 SH   DFND 21 315 0 11,399
VERTEX PHARMACEUTICALS INC COM 92532F100 7,370 100,040 SH   DFND 24 100,040 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 3,146 42,700 SH Call DFND 4 42,700 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 26,926 365,500 SH Put DFND 4 365,500 0 0
VIAD CORP COM NEW 92552R406 3,131 71,005 SH   DFND 17 54,925 0 16,080
VIAD CORP COM NEW 92552R406 1,501 34,038 SH   DFND 21 7,800 0 26,238
VIACOM INC NEW CL B 92553P201 15 440 SH   DFND 17 0 0 440
VIACOM INC NEW CL B 92553P201 1,486 42,331 SH   DFND 21 42,331 0 0
VIACOM INC NEW CALL 92553P901 288 8,200 SH Call DFND 4 8,200 0 0
VIACOM INC NEW PUT 92553P951 390 11,100 SH Put DFND 4 11,100 0 0
VIAVI SOLUTIONS INC COM 925550105 1,082 132,240 SH   DFND 17 132,240 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 43 1,300 SH   DFND 3 1,300 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 549 16,657 SH   DFND 21 16,657 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 180 46,800 SH   DFND 17 0 0 46,800
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 152 13,820 SH   DFND 17 100 0 13,720
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 5,917 537,410 SH   DFND 20 356,820 0 180,590
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 328 29,800 SH   DFND 24 29,800 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 72,416 72,565,000 PRN   DFND 17 68,015,000 0 4,550,000
VIRNETX HLDG CORP COM 92823T108 28 12,652 SH   DFND 17 12,652 0 0
VISA INC COM CL A 92826C839 14,296 183,233 SH   DFND 4 183,233 0 0
VISA INC COM CL A 92826C839 266,186 3,411,764 SH   DFND 17 3,047,068 0 364,696
VISA INC COM CL A 92826C839 20,012 256,500 SH   DFND 20 256,500 0 0
VISA INC COM CL A 92826C839 196,178 2,514,461 SH   DFND 21 2,040,887 0 473,574
VISA INC COM CL A 92826C839 656 8,408 SH   DFND 24 8,408 0 0
VISA INC CALL 92826C909 40,305 516,600 SH Call DFND 4 516,600 0 0
VISA INC PUT 92826C959 244,796 3,137,600 SH Put DFND 4 3,137,600 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 28,549 1,762,300 SH   DFND 3 1,762,300 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 508 31,374 SH   DFND 17 31,374 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 237 14,612 SH   DFND 20 14,612 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 7,036 434,302 SH   DFND 21 421,172 0 13,130
VISTA OUTDOOR INC COM 928377100 2,421 65,604 SH   DFND 21 39,505 0 26,099
VISTEON CORP COM NEW 92839U206 10,771 134,073 SH   DFND 21 98,931 0 35,142
VITAMIN SHOPPE INC COM 92849E101 252 10,596 SH   DFND 21 0 0 10,596
VMWARE INC CL A COM 928563402 15,301 194,345 SH   DFND 17 192,350 0 1,995
VOCERA COMMUNICATIONS INC COM 92857F107 5,606 303,189 SH   DFND 17 296,254 0 6,935
VORNADO RLTY TR SH BEN INT 929042109 12,440 119,192 SH   DFND 4 119,192 0 0
VORNADO RLTY TR SH BEN INT 929042109 30 288 SH   DFND 17 71 0 217
VORNADO RLTY TR SH BEN INT 929042109 23 217 SH   DFND 21 217 0 0
VORNADO RLTY TR PUT 929042959 1,513 14,500 SH Put DFND 4 14,500 0 0
VOYA FINL INC COM 929089100 14,781 376,882 SH   DFND 17 215,216 0 161,666
VOYA FINL INC COM 929089100 15,960 406,939 SH   DFND 21 312,297 0 94,642
VOYA FINL INC COM 929089100 45 1,155 SH   DFND 25 1,155 0 0
VULCAN MATLS CO COM 929160109 103,039 823,325 SH   DFND 17 715,864 0 107,461
VULCAN MATLS CO COM 929160109 10,638 85,003 SH   DFND 20 85,003 0 0
VULCAN MATLS CO COM 929160109 14,426 115,270 SH   DFND 21 115,270 0 0
VULCAN MATLS CO COM 929160109 1,076 8,600 SH   DFND 24 8,600 0 0
WD-40 CO COM 929236107 268 2,295 SH   DFND 17 2,295 0 0
WSFS FINL CORP COM 929328102 1,720 37,100 SH   DFND 17 0 0 37,100
WNS HOLDINGS LTD SPON ADR 92932M101 262 9,524 SH   DFND 21 0 0 9,524
WPP PLC NEW ADR 92937A102 6,485 58,600 SH   DFND 3 58,600 0 0
WPP PLC NEW ADR 92937A102 3,920 35,422 SH   DFND 17 35,422 0 0
WEC ENERGY GROUP INC COM 92939U106 326 5,558 SH   DFND 4 5,558 0 0
WEC ENERGY GROUP INC COM 92939U106 872 14,865 SH   DFND 17 14,465 0 400
WEC ENERGY GROUP INC COM 92939U106 23 400 SH   DFND 21 400 0 0
WEC ENERGY GROUP INC CALL 92939U906 2,299 39,200 SH Call DFND 4 39,200 0 0
WEC ENERGY GROUP INC PUT 92939U956 11,478 195,700 SH Put DFND 4 195,700 0 0
WABASH NATL CORP COM 929566107 779 49,214 SH   DFND 21 14,160 0 35,054
WABTEC CORP COM 929740108 1,985 23,915 SH   DFND 17 23,915 0 0
WABTEC CORP COM 929740108 83,797 1,009,358 SH   DFND 21 974,663 0 34,695
WABTEC CORP COM 929740108 589 7,100 SH   DFND 24 7,100 0 0
WAGEWORKS INC COM 930427109 4,087 56,377 SH   DFND 17 20,429 0 35,948
WAGEWORKS INC COM 930427109 69 950 SH   DFND 21 950 0 0
WAL-MART STORES INC COM 931142103 162,918 2,357,028 SH   DFND 3 2,354,128 0 2,900
WAL-MART STORES INC COM 931142103 5,240 75,809 SH   DFND 4 75,809 0 0
WAL-MART STORES INC COM 931142103 42,448 614,115 SH   DFND 17 612,212 0 1,903
WAL-MART STORES INC COM 931142103 1,578 22,835 SH   DFND 20 22,835 0 0
WAL-MART STORES INC COM 931142103 57,232 828,006 SH   DFND 21 506,139 0 321,867
WAL-MART STORES INC PUT 931142953 20,736 300,000 SH Put DFND 4 300,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,467 41,890 SH   DFND 4 41,890 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 227,202 2,745,314 SH   DFND 17 2,573,608 0 171,706
WALGREENS BOOTS ALLIANCE INC COM 931427108 97,496 1,178,054 SH   DFND 21 957,372 0 220,682
WALGREENS BOOTS ALLIANCE INC CALL 931427908 23,189 280,200 SH Call DFND 4 280,200 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 132,159 1,596,900 SH Put DFND 4 1,596,900 0 0
WALKER & DUNLOP INC COM 93148P102 164 5,269 SH   DFND 17 3,931 0 1,338
WALKER & DUNLOP INC COM 93148P102 2,084 66,807 SH   DFND 21 14,044 0 52,763
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 26,813 38,545,000 PRN   DFND 17 38,545,000 0 0
WASHINGTON FED INC COM 938824109 37,141 1,081,250 SH   DFND 3 1,081,250 0 0
WASHINGTON FED INC COM 938824109 5,966 173,686 SH   DFND 17 173,686 0 0
WASTE CONNECTIONS INC COM 94106B101 253 3,216 SH   DFND 17 3,216 0 0
WASTE MGMT INC DEL COM 94106L109 6,815 96,114 SH   DFND 17 87,123 0 8,991
WASTE MGMT INC DEL COM 94106L109 1,024 14,441 SH   DFND 20 14,441 0 0
WASTE MGMT INC DEL COM 94106L109 65,439 922,841 SH   DFND 21 726,741 0 196,100
WASTE MGMT INC DEL COM 94106L109 77 1,083 SH   DFND 25 1,083 0 0
WASTE MGMT INC DEL CALL 94106L909 6,814 96,100 SH Call DFND 4 96,100 0 0
WASTE MGMT INC DEL PUT 94106L959 44,801 631,800 SH Put DFND 4 631,800 0 0
WATERS CORP COM 941848103 14 101 SH   DFND 17 0 0 101
WATERS CORP COM 941848103 11,095 82,558 SH   DFND 21 82,558 0 0
WATERSTONE FINL INC MD COM 94188P101 1,718 93,343 SH   DFND 17 93,343 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 13,677 209,773 SH   DFND 17 209,773 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,644 25,212 SH   DFND 21 21,658 0 3,554
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,130 48,000 SH   DFND 24 48,000 0 0
WEB COM GROUP INC COM 94733A104 752 35,540 SH   DFND 17 0 0 35,540
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 11,281 11,675,000 PRN   DFND 17 11,350,000 0 325,000
WEBMD HEALTH CORP COM 94770V102 446 9,005 SH   DFND 17 0 0 9,005
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 10,721 9,500,000 PRN   DFND 17 9,500,000 0 0
WEIBO CORP SPONSORED ADR 948596101 0 10 SH   DFND 17 10 0 0
WEIBO CORP SPONSORED ADR 948596101 2,339 57,617 SH   DFND 20 0 0 57,617
WEIGHT WATCHERS INTL INC NEW COM 948626106 952 83,171 SH   DFND 17 0 0 83,171
WELLCARE HEALTH PLANS INC COM 94946T106 6,221 45,381 SH   DFND 17 2,919 0 42,462
WELLCARE HEALTH PLANS INC COM 94946T106 199 1,451 SH   DFND 20 1,451 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 7,239 52,809 SH   DFND 21 11,380 0 41,429
ANTHEM INC NOTE 2.750%10/1 94973VBG1 68,088 33,825,000 PRN   DFND 17 29,110,000 0 4,715,000
WELLS FARGO & CO NEW COM 949746101 222,829 4,043,357 SH   DFND 3 4,037,957 0 5,400
WELLS FARGO & CO NEW COM 949746101 24,800 450,000 SH   DFND 4 450,000 0 0
WELLS FARGO & CO NEW COM 949746101 147,213 2,671,259 SH   DFND 17 2,541,723 0 129,536
WELLS FARGO & CO NEW COM 949746101 647 11,736 SH   DFND 20 11,736 0 0
WELLS FARGO & CO NEW COM 949746101 122,027 2,214,238 SH   DFND 21 1,687,167 0 527,071
WELLS FARGO & CO NEW COM 949746101 192 3,484 SH   DFND 25 3,484 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 166,921 140,240 SH   DFND 4 135,640 0 4,600
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 143,175 120,315 SH   DFND 17 114,670 0 5,645
WELLS FARGO & CO NEW CALL 949746901 59,034 1,071,200 SH Call DFND 4 1,071,200 0 0
WELLS FARGO & CO NEW PUT 949746951 349,849 6,348,200 SH Put DFND 4 6,348,200 0 0
WELLTOWER INC COM 95040Q104 24,465 365,537 SH   DFND 4 365,537 0 0
WELLTOWER INC COM 95040Q104 4,796 71,652 SH   DFND 17 71,192 0 460
WELLTOWER INC COM 95040Q104 116 1,737 SH   DFND 21 1,737 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 6,826 113,000 SH   DFND 4 113,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 33,442 555,700 SH   DFND 17 555,700 0 0
WELLTOWER INC CALL 95040Q904 5,221 78,000 SH Call DFND 4 78,000 0 0
WELLTOWER INC PUT 95040Q954 47,105 703,800 SH Put DFND 4 703,800 0 0
WENDYS CO COM 95058W100 86 6,390 SH   DFND 17 0 0 6,390
WENDYS CO COM 95058W100 11,094 820,566 SH   DFND 21 820,566 0 0
WESBANCO INC COM 950810101 18,636 432,791 SH   DFND 3 432,791 0 0
WESBANCO INC COM 950810101 1,394 32,378 SH   DFND 17 32,378 0 0
WESCO INTL INC COM 95082P105 20,947 314,751 SH   DFND 17 307,906 0 6,845
WEST CORP COM 952355204 47,349 1,912,302 SH   DFND 3 1,912,302 0 0
WEST CORP COM 952355204 2,457 99,230 SH   DFND 17 99,230 0 0
WEST CORP COM 952355204 850 34,324 SH   DFND 21 22,236 0 12,088
WEST PHARMACEUTICAL SVSC INC COM 955306105 21,950 258,747 SH   DFND 17 214,777 0 43,970
WEST PHARMACEUTICAL SVSC INC COM 955306105 459 5,413 SH   DFND 21 2,963 0 2,450
WESTAR ENERGY INC COM 95709T100 310 5,494 SH   DFND 17 5,494 0 0
WESTAR ENERGY INC COM 95709T100 12,018 213,281 SH   DFND 21 213,281 0 0
WESTERN ALLIANCE BANCORP COM 957638109 28,228 579,517 SH   DFND 17 467,799 0 111,718
WESTERN ALLIANCE BANCORP COM 957638109 1,581 32,459 SH   DFND 21 27,059 0 5,400
WESTERN ASSET MTG CAP CORP COM 95790D105 450 44,712 SH   DFND 17 7,998 0 36,714
WESTERN DIGITAL CORP COM 958102105 516 7,599 SH   DFND 4 7,599 0 0
WESTERN DIGITAL CORP COM 958102105 137,417 2,022,326 SH   DFND 17 1,741,298 0 281,028
WESTERN DIGITAL CORP COM 958102105 325 4,788 SH   DFND 20 4,788 0 0
WESTERN DIGITAL CORP COM 958102105 34,325 505,145 SH   DFND 21 340,830 0 164,315
WESTERN DIGITAL CORP COM 958102105 60 881 SH   DFND 25 881 0 0
WESTERN DIGITAL CORP CALL 958102905 1,087 16,000 SH Call DFND 4 16,000 0 0
WESTERN DIGITAL CORP PUT 958102955 9,479 139,500 SH Put DFND 4 139,500 0 0
WESTERN REFNG INC COM 959319104 2,172 57,389 SH   DFND 17 57,389 0 0
WESTERN REFNG INC COM 959319104 11,232 296,756 SH   DFND 21 224,202 0 72,554
WESTERN REFNG INC COM 959319104 28 743 SH   DFND 25 743 0 0
WESTERN UN CO COM 959802109 5,305 244,247 SH   DFND 17 176,318 0 67,929
WESTERN UN CO COM 959802109 29,301 1,349,047 SH   DFND 21 1,312,814 0 36,233
WESTERN UN CO COM 959802109 35 1,616 SH   DFND 25 1,616 0 0
WESTLAKE CHEM CORP COM 960413102 1,125 20,095 SH   DFND 21 4,527 0 15,568
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 1,752 80,940 SH   DFND 17 73,055 0 7,885
WESTROCK CO COM 96145D105 16 316 SH   DFND 17 0 0 316
WESTROCK CO COM 96145D105 439 8,652 SH   DFND 21 371 0 8,281
WEYERHAEUSER CO COM 962166104 3,892 129,350 SH   DFND 4 129,350 0 0
WEYERHAEUSER CO COM 962166104 28 946 SH   DFND 17 0 0 946
WEYERHAEUSER CO COM 962166104 28 946 SH   DFND 21 946 0 0
WEYERHAEUSER CO CALL 962166904 2,621 87,100 SH Call DFND 4 87,100 0 0
WEYERHAEUSER CO PUT 962166954 28,877 959,700 SH Put DFND 4 959,700 0 0
WHIRLPOOL CORP COM 963320106 10,425 57,355 SH   DFND 3 57,355 0 0
WHIRLPOOL CORP COM 963320106 9,795 53,886 SH   DFND 17 50,927 0 2,959
WHIRLPOOL CORP COM 963320106 465 2,559 SH   DFND 20 2,559 0 0
WHIRLPOOL CORP COM 963320106 62,879 345,928 SH   DFND 21 216,746 0 129,182
WHIRLPOOL CORP COM 963320106 164 901 SH   DFND 25 901 0 0
WHITEWAVE FOODS CO COM 966244105 8,378 150,692 SH   DFND 4 150,692 0 0
WHITEWAVE FOODS CO COM 966244105 27,300 491,000 SH   DFND 21 491,000 0 0
WHITING PETE CORP NEW COM 966387102 34,185 2,844,042 SH   DFND 4 2,844,042 0 0
WHITING PETE CORP NEW COM 966387102 19,232 1,600,010 SH   DFND 17 1,600,010 0 0
WHITING PETE CORP NEW COM 966387102 11 922 SH   DFND 21 922 0 0
WHITING PETE CORP NEW COM 966387102 1,851 154,000 SH   DFND 24 154,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 15,685 17,505,000 PRN   DFND 17 17,505,000 0 0
WHOLE FOODS MKT INC COM 966837106 12 404 SH   DFND 17 0 0 404
WHOLE FOODS MKT INC COM 966837106 1,619 52,633 SH   DFND 21 23,404 0 29,229
WILLDAN GROUP INC COM 96924N100 452 20,023 SH   DFND 17 3,045 0 16,978
WILLIAMS COS INC DEL CALL 969457900 1,221 39,200 SH Call DFND 4 39,200 0 0
WILLIAMS COS INC DEL PUT 969457950 7,256 233,000 SH Put DFND 4 233,000 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 19,015 500,000 SH   DFND 4 500,000 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 151 3,980 SH   DFND 17 0 0 3,980
WINGSTOP INC COM 974155103 9,629 325,412 SH   DFND 17 271,654 0 53,758
WINGSTOP INC COM 974155103 74 2,500 SH   DFND 21 0 0 2,500
WINNEBAGO INDS INC COM 974637100 671 21,205 SH   DFND 17 1,260 0 19,945
WINTRUST FINL CORP COM 97650W108 3,433 47,308 SH   DFND 17 47,308 0 0
WINTRUST FINL CORP COM 97650W108 859 11,830 SH   DFND 21 11,830 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 371 38,371 SH   DFND 17 38,371 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,129 116,683 SH   DFND 21 97,629 0 19,054
WISDOMTREE TR JAPN HEDGE EQT 97717W851 3 60 SH   DFND 17 60 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 2,997 60,500 SH   DFND 24 60,500 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 459 8,000 SH   DFND 24 8,000 0 0
WOODWARD INC COM 980745103 2,206 31,948 SH   DFND 17 31,948 0 0
WOODWARD INC COM 980745103 5,715 82,771 SH   DFND 21 77,169 0 5,602
WOODWARD INC COM 980745103 8,548 123,800 SH   DFND 24 123,800 0 0
WORKDAY INC CL A 98138H101 30,795 465,956 SH   DFND 17 465,956 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 31,582 30,090,000 PRN   DFND 17 30,090,000 0 0
WORLD ACCEP CORP DEL COM 981419104 6 89 SH   DFND 17 89 0 0
WORLD ACCEP CORP DEL COM 981419104 3,602 56,035 SH   DFND 21 56,035 0 0
WORLD FUEL SVCS CORP COM 981475106 42,586 927,588 SH   DFND 3 927,588 0 0
WORLD FUEL SVCS CORP COM 981475106 521 11,338 SH   DFND 17 11,338 0 0
WORLD FUEL SVCS CORP COM 981475106 320 6,976 SH   DFND 21 6,976 0 0
WORTHINGTON INDS INC COM 981811102 1,065 22,439 SH   DFND 17 18,530 0 3,909
WORTHINGTON INDS INC COM 981811102 6,905 145,554 SH   DFND 21 128,071 0 17,483
WPX ENERGY INC PFD SER A CV 98212B202 50,211 764,600 SH   DFND 17 685,780 0 78,820
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 124,222 118,320,000 PRN   DFND 17 113,150,000 0 5,170,000
WYNDHAM WORLDWIDE CORP COM 98310W108 10 136 SH   DFND 17 0 0 136
WYNDHAM WORLDWIDE CORP COM 98310W108 8,684 113,712 SH   DFND 21 30,740 0 82,972
WYNN RESORTS LTD COM 983134107 750 8,675 SH   DFND 4 7,154 0 1,521
WYNN RESORTS LTD COM 983134107 9 100 SH   DFND 17 0 0 100
WYNN RESORTS LTD COM 983134107 9 100 SH   DFND 21 100 0 0
XPO LOGISTICS INC COM 983793100 12,054 279,284 SH   DFND 17 226,419 0 52,865
XPO LOGISTICS INC COM 983793100 73 1,700 SH   DFND 21 0 0 1,700
XACTLY CORP COM 98386L101 2,656 241,483 SH   DFND 17 233,841 0 7,642
XCEL ENERGY INC COM 98389B100 6,199 152,309 SH   DFND 17 19,467 0 132,842
XCEL ENERGY INC COM 98389B100 4,155 102,094 SH   DFND 21 42,400 0 59,694
XCEL ENERGY INC CALL 98389B900 354 8,700 SH Call DFND 4 8,700 0 0
XCEL ENERGY INC PUT 98389B950 1,762 43,300 SH Put DFND 4 43,300 0 0
XILINX INC COM 983919101 40,428 669,674 SH   DFND 17 669,355 0 319
XILINX INC COM 983919101 1,236 20,482 SH   DFND 21 20,482 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 62,658 29,310,000 PRN   DFND 17 29,310,000 0 0
XENCOR INC COM 98401F105 169 6,436 SH   DFND 17 6,436 0 0
XENCOR INC COM 98401F105 706 26,821 SH   DFND 21 26,821 0 0
XEROX CORP COM 984121103 7 1,210 SH   DFND 3 1,210 0 0
XEROX CORP COM 984121103 5,961 1,036,615 SH   DFND 17 325,686 0 710,929
XEROX CORP COM 984121103 442 76,789 SH   DFND 20 76,789 0 0
XEROX CORP COM 984121103 14,525 2,526,158 SH   DFND 21 1,185,103 0 1,341,055
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 126 25,484 SH   DFND 21 25,484 0 0
XYLEM INC COM 98419M100 65,172 1,316,073 SH   DFND 17 1,071,550 0 244,523
XYLEM INC COM 98419M100 44,082 890,189 SH   DFND 21 644,811 0 245,378
XYLEM INC COM 98419M100 20,392 411,800 SH   DFND 24 411,800 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 3,953 3,990,000 PRN   DFND 17 3,990,000 0 0
YADKIN FINL CORP COM 984305102 42,712 1,246,709 SH   DFND 3 1,246,709 0 0
YAHOO INC COM 984332106 3,783 97,821 SH   DFND 4 97,821 0 0
YAHOO INC COM 984332106 449 11,610 SH   DFND 17 10,500 0 1,110
YAHOO INC COM 984332106 43 1,110 SH   DFND 21 1,110 0 0
YAHOO INC CALL 984332906 9,992 258,400 SH Call DFND 4 258,400 0 0
YAHOO INC PUT 984332956 71,052 1,837,400 SH Put DFND 4 1,837,400 0 0
YAHOO INC NOTE 12/0 984332AF3 66,047 66,840,000 PRN   DFND 17 66,490,000 0 350,000
YAMANA GOLD INC COM 98462Y100 133 47,412 SH   DFND 17 0 0 47,412
YAMANA GOLD INC COM 98462Y100 9,789 3,481,895 SH   DFND 21 2,780,405 0 701,490
YELP INC CL A 985817105 97,416 2,554,834 SH   DFND 17 2,402,133 0 152,701
YELP INC CL A 985817105 120 3,150 SH   DFND 21 0 0 3,150
YUM BRANDS INC COM 988498101 3,041 48,022 SH   DFND 17 47,581 0 441
YUM BRANDS INC COM 988498101 225 3,547 SH   DFND 20 3,547 0 0
YUM BRANDS INC COM 988498101 15,932 251,566 SH   DFND 21 145,951 0 105,615
YUM BRANDS INC CALL 988498901 697 11,000 SH Call DFND 4 11,000 0 0
YUM BRANDS INC PUT 988498951 15,693 247,800 SH Put DFND 4 247,800 0 0
YUM CHINA HLDGS INC COM 98850P109 439 16,823 SH   DFND 17 16,823 0 0
YUM CHINA HLDGS INC COM 98850P109 329 12,579 SH   DFND 21 0 0 12,579
ZAGG INC COM 98884U108 149 20,993 SH   DFND 17 20,993 0 0
ZAGG INC COM 98884U108 408 57,484 SH   DFND 21 15,511 0 41,973
ZENDESK INC COM 98936J101 52,978 2,498,941 SH   DFND 17 2,396,146 0 102,795
ZILLOW GROUP INC CL A 98954M101 237 6,505 SH   DFND 17 100 0 6,405
ZILLOW GROUP INC CL C CAP STK 98954M200 474 13,010 SH   DFND 17 200 0 12,810
ZIMMER BIOMET HLDGS INC COM 98956P102 6,068 58,800 SH   DFND 3 58,800 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 298 2,884 SH   DFND 4 2,884 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,279 70,531 SH   DFND 17 42,243 0 28,288
ZIMMER BIOMET HLDGS INC COM 98956P102 467 4,521 SH   DFND 20 4,521 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,881 47,295 SH   DFND 21 42,427 0 4,868
ZIMMER BIOMET HLDGS INC PUT 98956P952 7,792 75,500 SH Put DFND 4 75,500 0 0
ZIONS BANCORPORATION COM 989701107 19,569 454,667 SH   DFND 17 374,124 0 80,543
ZIONS BANCORPORATION COM 989701107 417 9,695 SH   DFND 21 5,795 0 3,900
ZIX CORP COM 98974P100 62 12,470 SH   DFND 17 12,470 0 0
ZOGENIX INC COM NEW 98978L204 457 37,586 SH   DFND 17 37,586 0 0
ZOETIS INC CL A 98978V103 13,064 244,044 SH   DFND 17 199,020 0 45,024
ZOETIS INC CL A 98978V103 8,769 163,810 SH   DFND 21 163,810 0 0
ZOETIS INC CALL 98978V903 3,581 66,900 SH Call DFND 4 66,900 0 0
ZOETIS INC PUT 98978V953 38,119 712,100 SH Put DFND 4 712,100 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,188 148,628 SH   DFND 17 6,856 0 141,772
EURONAV NV ANTWERPEN SHS B38564108 2,560 320,243 SH   DFND 21 161,369 0 158,874
DEUTSCHE BANK AG NAMEN AKT D18190898 68,199 3,764,655 SH   DFND 21 539,537 0 3,225,118
SOCIETE GENERALE DEBT 8.250%12/3 F849BQAA2 208 200,000 PRN   DFND 21 200,000 0 0
AIRCASTLE LTD COM G0129K104 7,210 345,780 SH   DFND 17 157,880 0 187,900
AIRCASTLE LTD COM G0129K104 307 14,735 SH   DFND 20 14,735 0 0
AIRCASTLE LTD COM G0129K104 9,237 443,021 SH   DFND 21 209,979 0 233,042
ALKERMES PLC SHS G01767105 9,261 166,631 SH   DFND   153,596 0 13,035
ALLERGAN PLC SHS G0177J108 124,276 591,760 SH   DFND   491,113 0 100,647
ALLERGAN PLC SHS G0177J108 78,857 375,490 SH   DFND 4 375,490 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 122,672 160,890 SH   DFND   159,950 0 940
ALLERGAN PLC CALL G0177J908 23,059 109,800 SH Call DFND 4 109,800 0 0
ALLERGAN PLC PUT G0177J958 226,538 1,078,700 SH Put DFND 4 1,078,700 0 0
AMDOCS LTD SHS G02602103 6,269 107,630 SH   DFND 3 107,630 0 0
AMDOCS LTD SHS G02602103 9,740 167,204 SH   DFND 17 140,507 0 26,697
AMDOCS LTD SHS G02602103 859 14,745 SH   DFND 20 14,745 0 0
AMDOCS LTD SHS G02602103 38,108 654,223 SH   DFND 21 506,812 0 147,411
AMBARELLA INC SHS G037AX101 20,065 370,675 SH   DFND 17 370,675 0 0
AON PLC SHS CL A G0408V102 6,223 55,800 SH   DFND 3 55,800 0 0
AON PLC SHS CL A G0408V102 37 332 SH   DFND 17 0 0 332
AON PLC SHS CL A G0408V102 37 332 SH   DFND 21 332 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 155 28,686 SH   DFND 20 28,686 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,103 204,184 SH   DFND 21 204,184 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 15 234 SH   DFND 17 234 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 900 13,656 SH   DFND 21 7,629 0 6,027
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10,495 190,827 SH   DFND 17 78,932 0 111,895
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 20,688 376,150 SH   DFND 21 311,530 0 64,620
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 55 1,002 SH   DFND 25 1,002 0 0
ARRIS INTL INC SHS G0551A103 844 28,026 SH   DFND 17 28,026 0 0
ARRIS INTL INC SHS G0551A103 1,984 65,857 SH   DFND 21 21,632 0 44,225
ASSURED GUARANTY LTD COM G0585R106 627 16,600 SH   DFND 17 0 0 16,600
ASSURED GUARANTY LTD COM G0585R106 1,759 46,560 SH   DFND 21 43,710 0 2,850
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 2,493 138,114 SH   DFND 17 132,914 0 5,200
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 7,479 114,587 SH   DFND 17 112,243 0 2,344
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 12,585 192,810 SH   DFND 21 186,292 0 6,518
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 26 398 SH   DFND 25 398 0 0
AXALTA COATING SYS LTD COM G0750C108 280 10,289 SH   DFND 21 0 0 10,289
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,459 89,291 SH   DFND 17 69,105 0 20,186
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,280 28,000 SH   DFND 20 28,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 143,816 1,227,832 SH   DFND 21 1,015,580 0 212,252
MIMECAST LTD ORD SHS G14838109 710 39,666 SH   DFND 17 0 0 39,666
BUNGE LIMITED COM G16962105 1,695 23,465 SH   DFND 17 17,528 0 5,937
BUNGE LIMITED COM G16962105 11,847 164,001 SH   DFND 21 164,001 0 0
COSAN LTD SHS A G25343107 6,797 905,058 SH   DFND 17 601,705 0 303,353
COSAN LTD SHS A G25343107 2,934 390,652 SH   DFND 21 390,652 0 0
COSAN LTD SHS A G25343107 2,347 312,500 SH   DFND 24 312,500 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 3,137 99,918 SH   DFND 17 99,918 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 4,767 150,961 SH   DFND 21 0 0 150,961
DELPHI AUTOMOTIVE PLC SHS G27823106 69,153 1,026,767 SH   DFND 17 853,006 0 173,761
DELPHI AUTOMOTIVE PLC SHS G27823106 5,651 83,902 SH   DFND 21 83,370 0 532
EATON CORP PLC SHS G29183103 118,478 1,765,950 SH   DFND 3 1,763,850 0 2,100
EATON CORP PLC SHS G29183103 20,122 299,928 SH   DFND 17 299,358 0 570
EATON CORP PLC SHS G29183103 35,563 530,075 SH   DFND 21 152,185 0 377,890
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 331 3,578 SH   DFND 17 3,578 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 38,744 419,312 SH   DFND 21 382,492 0 36,820
ENDO INTL PLC SHS G30401106 4,498 273,106 SH   DFND 17 203,325 0 69,781
ENDO INTL PLC SHS G30401106 4 251 SH   DFND 21 251 0 0
ENDO INTL PLC SHS G30401106 1,197 72,700 SH   DFND 24 72,700 0 0
ESSENT GROUP LTD COM G3198U102 16,494 509,556 SH   DFND 17 430,786 0 78,770
ESSENT GROUP LTD COM G3198U102 316 9,760 SH   DFND 21 5,360 0 4,400
EVEREST RE GROUP LTD COM G3223R108 6,400 29,575 SH   DFND 3 29,575 0 0
EVEREST RE GROUP LTD COM G3223R108 21,799 100,736 SH   DFND 17 61,244 0 39,492
EVEREST RE GROUP LTD COM G3223R108 345 1,594 SH   DFND 20 1,594 0 0
EVEREST RE GROUP LTD COM G3223R108 67,407 311,492 SH   DFND 21 220,893 0 90,599
EVEREST RE GROUP LTD COM G3223R108 219 1,013 SH   DFND 25 1,013 0 0
FABRINET SHS G3323L100 1,494 37,070 SH   DFND 17 30,670 0 6,400
FABRINET SHS G3323L100 6,475 160,681 SH   DFND 21 143,255 0 17,426
FRESH DEL MONTE PRODUCE INC ORD G36738105 8,912 146,982 SH   DFND 17 127,331 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 362 5,966 SH   DFND 20 5,966 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 8,377 138,164 SH   DFND 21 77,649 0 60,515
FRESH DEL MONTE PRODUCE INC ORD G36738105 4,112 67,828 SH   DFND 24 67,828 0 0
FRONTLINE LTD SHS NEW G3682E192 646 90,893 SH   DFND 17 0 0 90,893
FRONTLINE LTD SHS NEW G3682E192 247 34,709 SH   DFND 21 34,709 0 0
HELEN OF TROY CORP LTD COM G4388N106 879 10,414 SH   DFND 21 8,083 0 2,331
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 290 15,805 SH   DFND 17 15,805 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 737 40,216 SH   DFND 21 40,216 0 0
ICON PLC SHS G4705A100 8,121 107,989 SH   DFND 21 5,926 0 102,063
IHS MARKIT LTD SHS G47567105 21,246 600,000 SH   DFND 4 600,000 0 0
IHS MARKIT LTD SHS G47567105 5,308 149,905 SH   DFND 17 122,430 0 27,475
IHS MARKIT LTD SHS G47567105 1,672 47,229 SH   DFND 21 47,229 0 0
INGERSOLL-RAND PLC SHS G47791101 7,354 98,000 SH   DFND 3 98,000 0 0
INGERSOLL-RAND PLC SHS G47791101 910 12,122 SH   DFND 17 9,465 0 2,657
INGERSOLL-RAND PLC SHS G47791101 8,348 111,245 SH   DFND 21 25,327 0 85,918
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 14,549 570,090 SH   DFND 21 420,320 0 149,770
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 79 3,098 SH   DFND 25 3,098 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 23,098 4,628,880 SH   DFND 17 4,588,145 0 40,735
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,910 54,203 SH   DFND 17 54,203 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,282 11,762 SH   DFND 21 9,936 0 1,826
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,107 28,500 SH   DFND 24 28,500 0 0
JOHNSON CTLS INTL PLC SHS G51502105 88,311 2,143,984 SH   DFND 17 2,127,006 0 16,978
JOHNSON CTLS INTL PLC SHS G51502105 980 23,804 SH   DFND 20 23,804 0 0
JOHNSON CTLS INTL PLC SHS G51502105 27,413 665,516 SH   DFND 21 337,837 0 327,679
LAZARD LTD SHS A G54050102 14 350 SH   DFND 3 350 0 0
LAZARD LTD SHS A G54050102 291 7,076 SH   DFND 17 7,076 0 0
LIVANOVA PLC SHS G5509L101 16,134 358,762 SH   DFND 21 357,839 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 37,874 673,923 SH   DFND 21 673,923 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,771 101,463 SH   DFND 17 24,469 0 76,994
MAIDEN HOLDINGS LTD SHS G5753U112 190 10,878 SH   DFND 20 10,878 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 4,732 271,152 SH   DFND 21 220,172 0 50,980
MALLINCKRODT PUB LTD CO SHS G5785G107 2,391 48,001 SH   DFND 17 47,867 0 134
MALLINCKRODT PUB LTD CO SHS G5785G107 672 13,485 SH   DFND 20 13,485 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 15,013 301,341 SH   DFND 21 180,824 0 120,517
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 34,575 2,492,805 SH   DFND 17 1,869,000 0 623,805
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 515 37,118 SH   DFND 21 37,118 0 0
MEDTRONIC PLC SHS G5960L103 29,788 418,191 SH   DFND 17 296,023 0 122,168
MEDTRONIC PLC SHS G5960L103 132,437 1,859,281 SH   DFND 21 1,283,883 0 575,398
MEDTRONIC PLC SHS G5960L103 183 2,566 SH   DFND 25 2,566 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 408 9,498 SH   DFND 17 0 0 9,498
MICHAEL KORS HLDGS LTD SHS G60754101 8,337 193,972 SH   DFND 21 171,337 0 22,635
MICHAEL KORS HLDGS LTD SHS G60754101 85 1,974 SH   DFND 25 1,974 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 497 23,367 SH   DFND 17 3,777 0 19,590
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,153 54,210 SH   DFND 21 54,210 0 0
NABORS INDUSTRIES LTD SHS G6359F103 39,977 2,437,634 SH   DFND 3 2,434,561 0 3,073
NABORS INDUSTRIES LTD SHS G6359F103 21,211 1,293,355 SH   DFND 17 1,293,355 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,026 123,547 SH   DFND 21 113,005 0 10,542
NIELSEN HLDGS PLC SHS EUR G6518L108 31,223 744,300 SH   DFND 17 723,050 0 21,250
NIELSEN HLDGS PLC SHS EUR G6518L108 76,014 1,812,019 SH   DFND 21 1,466,323 0 345,696
NOBLE CORP PLC SHS USD G65431101 1,342 226,720 SH   DFND 17 159,212 0 67,508
NOBLE CORP PLC SHS USD G65431101 10,934 1,847,021 SH   DFND 21 1,825,965 0 21,056
NOMAD HLDGS LTD USD ORD SHS G6564A105 940 98,233 SH   DFND 21 98,233 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 3,209 382,055 SH   DFND 17 72,669 0 309,386
NORDIC AMERICAN TANKERS LIMI COM G65773106 4,420 526,168 SH   DFND 21 526,168 0 0
OM ASSET MGMT PLC SHS G67506108 12,192 840,799 SH   DFND 3 840,799 0 0
OM ASSET MGMT PLC SHS G67506108 571 39,387 SH   DFND 21 31,650 0 7,737
PROTHENA CORP PLC SHS G72800108 474 9,628 SH   DFND 17 9,628 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 897 47,464 SH   DFND 21 35,623 0 11,841
ROWAN COMPANIES PLC SHS CL A G7665A101 94 4,952 SH   DFND 25 4,952 0 0
SEADRILL LIMITED SHS G7945E105 330 95,253 SH   DFND 17 18,970 0 76,283
SEADRILL LIMITED SHS G7945E105 483 139,333 SH   DFND 21 139,333 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 14 372 SH   DFND 17 0 0 372
SEAGATE TECHNOLOGY PLC SHS G7945M107 647 16,954 SH   DFND 21 15,315 0 1,639
PENTAIR PLC SHS G7S00T104 19,541 348,519 SH   DFND 17 348,308 0 211
PENTAIR PLC SHS G7S00T104 1,807 32,226 SH   DFND 21 30,096 0 2,130
PENTAIR PLC SHS G7S00T104 7,121 127,000 SH   DFND 24 127,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 6,055 407,711 SH   DFND 17 13,973 0 393,738
SHIP FINANCE INTERNATIONAL L SHS G81075106 3,277 220,644 SH   DFND 21 166,123 0 54,521
SINA CORP ORD G81477104 235 3,870 SH   DFND 17 100 0 3,770
SINA CORP ORD G81477104 2,359 38,801 SH   DFND 20 0 0 38,801
STERIS PLC SHS USD G84720104 9,173 136,118 SH   DFND 21 130,530 0 5,588
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 160 21,478 SH   DFND 17 14,112 0 7,366
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 433 58,116 SH   DFND 21 58,116 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 1,482 46,499 SH   DFND 21 46,499 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 336 23,800 SH   DFND 3 23,800 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 1,356 96,145 SH   DFND 17 96,145 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 965 205,693 SH   DFND 17 7,558 0 198,135
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 397 84,674 SH   DFND 21 84,674 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 174 3,154 SH   DFND 17 3,154 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,792 32,579 SH   DFND 21 29,562 0 3,017
PERRIGO CO PLC SHS G97822103 11,111 133,501 SH   DFND 17 106,380 0 27,121
PERRIGO CO PLC SHS G97822103 15 181 SH   DFND 21 181 0 0
PERRIGO CO PLC SHS G97822103 2,022 24,300 SH   DFND 24 24,300 0 0
XL GROUP LTD COM G98294104 266 7,140 SH   DFND 17 6,801 0 339
XL GROUP LTD COM G98294104 2,453 65,822 SH   DFND 21 65,041 0 781
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1,301 24,229 SH   DFND 21 20,959 0 3,270
CHUBB LIMITED COM H1467J104 13,243 100,231 SH   DFND 17 42,485 0 57,746
CHUBB LIMITED COM H1467J104 843 6,378 SH   DFND 20 6,378 0 0
CHUBB LIMITED COM H1467J104 28,754 217,636 SH   DFND 21 201,844 0 15,792
GARMIN LTD SHS H2906T109 84,686 1,746,460 SH   DFND 17 1,226,835 0 519,625
GARMIN LTD SHS H2906T109 19,124 394,400 SH   DFND 21 391,669 0 2,731
UBS GROUP AG SHS H42097107 868 55,332 SH   DFND 17 34,818 0 20,514
UBS GROUP AG SHS H42097107 276,362 17,610,132 SH   DFND 21 12,990,489 0 4,619,643
UBS GROUP AG SHS H42097107 257 16,400 SH   DFND 24 16,400 0 0
UBS GROUP AG SHS H42097107 83 5,317 SH   DFND 25 5,317 0 0
LOGITECH INTL S A SHS H50430232 1,387 55,508 SH   DFND 17 0 0 55,508
LOGITECH INTL S A SHS H50430232 10,059 402,500 SH   DFND 21 333,615 0 68,885
LOGITECH INTL S A SHS H50430232 73 2,933 SH   DFND 25 2,933 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,900 70,722 SH   DFND 17 49,880 0 20,842
TE CONNECTIVITY LTD REG SHS H84989104 40,710 587,611 SH   DFND 21 513,892 0 73,719
TRANSOCEAN LTD REG SHS H8817H100 7 494 SH   DFND 17 0 0 494
TRANSOCEAN LTD REG SHS H8817H100 14,030 951,842 SH   DFND 21 937,249 0 14,593
ADECOAGRO S A COM L00849106 2,400 231,198 SH   DFND 17 211,429 0 19,769
ADECOAGRO S A COM L00849106 1,483 142,852 SH   DFND 21 142,852 0 0
ADECOAGRO S A COM L00849106 1,468 141,380 SH   DFND 24 141,380 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 939 35,332 SH   DFND 21 35,332 0 0
INTELSAT S A COM L5140P101 1,298 486,072 SH   DFND 17 486,072 0 0
TRINSEO S A SHS L9340P101 9,383 158,235 SH   DFND 21 134,470 0 23,765
TRINSEO S A SHS L9340P101 90 1,522 SH   DFND 25 1,522 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 13,017 286,080 SH   DFND 17 233,860 0 52,220
CYBERARK SOFTWARE LTD SHS M2682V108 116 2,556 SH   DFND 21 2,556 0 0
ELBIT SYS LTD ORD M3760D101 20,431 201,615 SH   DFND 3 201,615 0 0
ELBIT SYS LTD ORD M3760D101 106 1,050 SH   DFND 17 1,050 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,084 26,504 SH   DFND 21 4,207 0 22,297
MAGICJACK VOCALTEC LTD SHS M6787E101 283 41,264 SH   DFND 17 0 0 41,264
ORBOTECH LTD ORD M75253100 266 7,970 SH   DFND 21 7,970 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 242 6,128 SH   DFND 17 6,128 0 0
AERCAP HOLDINGS NV SHS N00985106 14,576 350,297 SH   DFND 17 137,653 0 212,644
AERCAP HOLDINGS NV SHS N00985106 103 2,486 SH   DFND 20 2,486 0 0
AERCAP HOLDINGS NV SHS N00985106 33,463 804,209 SH   DFND 21 565,996 0 238,213
AERCAP HOLDINGS NV SHS N00985106 108 2,591 SH   DFND 25 2,591 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 1,995 17,780 SH   DFND 17 17,780 0 0
CNH INDL N V SHS N20944109 20,803 2,393,888 SH   DFND 21 1,161,496 0 1,232,392
CONSTELLIUM NV CL A N22035104 4,824 817,693 SH   DFND 21 817,693 0 0
FERRARI N V COM N3167Y103 8,410 144,655 SH   DFND 21 89,643 0 55,012
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 66,378 7,278,313 SH   DFND 17 6,932,373 0 345,940
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 11,301 1,239,128 SH   DFND 21 968,153 0 270,975
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 50,439 1,323,160 SH   DFND 17 1,312,750 0 10,410
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 529 13,889 SH   DFND 21 4,267 0 9,622
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 18,854 219,800 SH   DFND 17 185,944 0 33,856
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 806 9,400 SH   DFND 20 9,400 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 128,490 1,497,903 SH   DFND 21 1,214,854 0 283,049
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 295 3,435 SH   DFND 25 3,435 0 0
MYLAN N V SHS EURO N59465109 7,477 196,002 SH   DFND 17 160,424 0 35,578
MYLAN N V SHS EURO N59465109 17,387 455,755 SH   DFND 21 348,396 0 107,359
MYLAN N V SHS EURO N59465109 2,136 56,000 SH   DFND 24 56,000 0 0
MYLAN N V SHS EURO N59465109 135 3,532 SH   DFND 25 3,532 0 0
NXP SEMICONDUCTORS N V COM N6596X109 17,715 180,746 SH   DFND 17 136,816 0 43,930
NXP SEMICONDUCTORS N V COM N6596X109 17,429 177,831 SH   DFND 21 177,831 0 0
NXP SEMICONDUCTORS N V PUT N6596X959 9,801 100,000 SH Put DFND 21 100,000 0 0
ORTHOFIX INTL N V COM N6748L102 397 10,985 SH   DFND 17 1,855 0 9,130
QIAGEN NV REG SHS N72482107 1,546 55,190 SH   DFND 17 55,190 0 0
QIAGEN NV REG SHS N72482107 5,793 206,757 SH   DFND 21 50,000 0 156,757
QIAGEN NV REG SHS N72482107 813 29,000 SH   DFND 24 29,000 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,600 41,069 SH   DFND 21 41,069 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,921 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 2,664 133,100 SH   DFND 17 133,100 0 0
YANDEX N V SHS CLASS A N97284108 4,118 205,800 SH   DFND 21 97,800 0 108,000
COPA HOLDINGS SA CL A P31076105 13,335 146,815 SH   DFND 17 146,815 0 0
COPA HOLDINGS SA CL A P31076105 107 1,182 SH   DFND 20 1,182 0 0
COPA HOLDINGS SA CL A P31076105 998 10,984 SH   DFND 21 9,931 0 1,053
AUSTRALIA & NEW ZEALA BKG 14 DEBT 4.400% 5/1 Q0426RND6 3,435 3,400,000 PRN   DFND 20 3,400,000 0 0
PLANET PAYMENT INC SHS U72603118 2,879 705,736 SH   DFND 17 682,229 0 23,507
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7,690 93,735 SH   DFND 4 93,735 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 47,826 582,965 SH   DFND 17 557,964 0 25,001
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 247 3,013 SH   DFND 20 3,013 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12,520 152,609 SH   DFND 21 58,465 0 94,144
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 3,413 41,600 SH Put DFND 4 41,600 0 0
SWEDBANK AB MTNF 5.500%12/3 W9423X4R0 793 800,000 PRN   DFND 21 800,000 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 3,978 391,879 SH   DFND 17 384,091 0 7,788
ARDMORE SHIPPING CORP COM Y0207T100 366 49,456 SH   DFND 17 0 0 49,456
ARDMORE SHIPPING CORP COM Y0207T100 288 38,897 SH   DFND 21 0 0 38,897
BROADCOM LTD SHS Y09827109 6,327 35,793 SH   DFND 3 35,793 0 0
BROADCOM LTD SHS Y09827109 195,632 1,106,706 SH   DFND 17 883,141 0 223,565
BROADCOM LTD SHS Y09827109 13,693 77,462 SH   DFND 20 77,462 0 0
BROADCOM LTD SHS Y09827109 44,304 250,632 SH   DFND 21 232,910 0 17,722
COSTAMARE INC SHS Y1771G102 190 34,009 SH   DFND 21 34,009 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,539 1,096,372 SH   DFND 17 84,025 0 1,012,347
DHT HOLDINGS INC SHS NEW Y2065G121 107 25,954 SH   DFND 20 25,954 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,048 736,288 SH   DFND 21 390,397 0 345,891
DORIAN LPG LTD SHS USD Y2106R110 433 52,759 SH   DFND 17 0 0 52,759
DORIAN LPG LTD SHS USD Y2106R110 38 4,605 SH   DFND 21 4,605 0 0
FLEX LTD ORD Y2573F102 7,366 512,629 SH   DFND 17 446,284 0 66,345
FLEX LTD ORD Y2573F102 389 27,105 SH   DFND 20 27,105 0 0
FLEX LTD ORD Y2573F102 32,367 2,252,385 SH   DFND 21 1,039,749 0 1,212,636
GENER8 MARITIME INC COM Y26889108 813 181,380 SH   DFND 21 181,380 0 0
SCORPIO TANKERS INC SHS Y7542C106 4,953 1,093,294 SH   DFND 17 253,434 0 839,860
SCORPIO TANKERS INC SHS Y7542C106 4,921 1,086,272 SH   DFND 21 1,086,272 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,609 711,749 SH   DFND 17 0 0 711,749
TEEKAY TANKERS LTD CL A Y8565N102 808 357,357 SH   DFND 21 8,782 0 348,575