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 7,000 402,544 SH   DFND 20 402,544 0 0
AAR CORP COM 000361105 1,721 54,955 SH   DFND 17 54,955 0 0
ACCO BRANDS CORP COM 00081T108 877 91,552 SH   DFND 17 78,231 0 13,321
ACCO BRANDS CORP COM 00081T108 74 7,665 SH   DFND 20 7,665 0 0
ACCO BRANDS CORP COM 00081T108 2,772 289,543 SH   DFND 21 235,342 0 54,201
AFLAC INC COM 001055102 3,865 53,775 SH   DFND 3 53,775 0 0
AFLAC INC COM 001055102 6,193 86,431 SH   DFND 17 79,745 0 6,686
AFLAC INC COM 001055102 1,062 14,782 SH   DFND 20 14,782 0 0
AFLAC INC COM 001055102 22,470 313,397 SH   DFND 21 282,539 0 30,858
AFLAC INC CALL 001055902 6,044 84,100 SH Call DFND 4 84,100 0 0
AFLAC INC PUT 001055952 41,800 581,600 SH Put DFND 4 581,600 0 0
AGCO CORP COM 001084102 57,320 1,162,200 SH   DFND 17 1,152,600 0 9,600
AG MTG INVT TR INC COM 001228105 1,735 110,155 SH   DFND 17 28,055 0 82,100
AG MTG INVT TR INC COM 001228105 111 7,066 SH   DFND 20 7,066 0 0
AG MTG INVT TR INC COM 001228105 2,501 158,848 SH   DFND 21 94,795 0 64,053
AES CORP COM 00130H105 26 2,025 SH   DFND 3 2,025 0 0
AES CORP COM 00130H105 2,001 155,138 SH   DFND 17 140,698 0 14,440
AES CORP COM 00130H105 245 18,988 SH   DFND 21 18,988 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 7,454 6,125,000 PRN   DFND 17 5,770,000 0 355,000
AK STL HLDG CORP COM 001547108 10,964 2,270,000 SH   DFND 4 2,270,000 0 0
AK STL HLDG CORP COM 001547108 1,222 252,985 SH   DFND 17 109,250 0 143,735
ALPS ETF TR ALERIAN MLP 00162Q866 189 15,000 SH   DFND 24 15,000 0 0
AMC NETWORKS INC CL A 00164V103 28,896 557,819 SH   DFND 17 514,989 0 42,830
AMC NETWORKS INC CL A 00164V103 3,363 65,373 SH   DFND 21 50,000 0 15,373
AMN HEALTHCARE SERVICES INC COM 001744101 9,696 304,233 SH   DFND 17 262,517 0 41,716
AMN HEALTHCARE SERVICES INC COM 001744101 47 1,460 SH   DFND 20 1,460 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,688 53,058 SH   DFND 21 41,672 0 11,386
ANI PHARMACEUTICALS INC COM 00182C103 10,763 162,223 SH   DFND 17 146,844 0 15,379
ANI PHARMACEUTICALS INC COM 00182C103 252 3,800 SH   DFND 21 3,800 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 40,871 33,115,000 PRN   DFND 17 28,685,000 0 4,430,000
AT&T INC COM 00206R102 315,169 7,760,870 SH   DFND 3 7,753,470 0 7,400
AT&T INC COM 00206R102 9,216 226,943 SH   DFND 4 226,943 0 0
AT&T INC COM 00206R102 137,206 3,372,909 SH   DFND 17 2,751,584 0 621,325
AT&T INC COM 00206R102 4,220 103,923 SH   DFND 20 103,923 0 0
AT&T INC COM 00206R102 302,720 7,440,914 SH   DFND 21 5,187,386 0 2,253,528
AT&T INC COM 00206R102 460 11,326 SH   DFND 25 11,326 0 0
AT&T INC CALL 00206R902 39,700 977,600 SH Call DFND 4 977,600 0 0
AT&T INC PUT 00206R952 249,609 6,146,500 SH Put DFND 4 6,146,500 0 0
A10 NETWORKS INC COM 002121101 682 63,825 SH   DFND 17 4,045 0 59,780
AU OPTRONICS CORP SPONSORED ADR 002255107 329 90,080 SH   DFND 21 90,080 0 0
AARONS INC COM PAR $0.50 002535300 1,009 39,890 SH   DFND 21 7,113 0 32,777
ABBOTT LABS COM 002824100 517 12,226 SH   DFND 4 12,226 0 0
ABBOTT LABS COM 002824100 5,001 118,256 SH   DFND 17 52,733 0 65,523
ABBOTT LABS COM 002824100 1,911 45,724 SH   DFND 21 28,188 0 17,536
ABBOTT LABS CALL 002824900 10,209 241,400 SH Call DFND 4 241,400 0 0
ABBOTT LABS PUT 002824950 49,830 1,178,300 SH Put DFND 4 1,178,300 0 0
ABBOTT LABS PUT 002824950 9,811 232,000 SH Put DFND 21 232,000 0 0
ABBVIE INC COM 00287Y109 150,417 2,384,927 SH   DFND 3 2,380,927 0 4,000
ABBVIE INC COM 00287Y109 3,369 53,410 SH   DFND 4 53,410 0 0
ABBVIE INC COM 00287Y109 288,893 4,582,962 SH   DFND 17 4,126,231 0 456,731
ABBVIE INC COM 00287Y109 1,421 22,523 SH   DFND 20 22,523 0 0
ABBVIE INC COM 00287Y109 205,713 3,266,990 SH   DFND 21 2,773,712 0 493,278
ABBVIE INC COM 00287Y109 408 6,500 SH   DFND 24 6,500 0 0
ABBVIE INC CALL 00287Y909 25,058 397,300 SH Call DFND 4 397,300 0 0
ABBVIE INC PUT 00287Y959 103,731 1,644,700 SH Put DFND 4 1,644,700 0 0
ABERCROMBIE & FITCH CO CL A 002896207 7,223 464,770 SH   DFND 21 464,770 0 0
ABIOMED INC COM 003654100 13,200 102,656 SH   DFND 17 74,354 0 28,302
ABIOMED INC COM 003654100 71 550 SH   DFND 21 0 0 550
ACADIA PHARMACEUTICALS INC COM 004225108 1,308 40,192 SH   DFND 17 40,192 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 850 26,000 SH   DFND 24 26,000 0 0
ACETO CORP COM 004446100 3,399 178,981 SH   DFND 17 173,771 0 5,210
ACTIVISION BLIZZARD INC COM 00507V109 108,634 2,452,315 SH   DFND 17 1,687,109 0 765,206
ACTIVISION BLIZZARD INC COM 00507V109 76,756 1,732,638 SH   DFND 20 1,732,638 0 0
ACTIVISION BLIZZARD INC COM 00507V109 85,804 1,938,837 SH   DFND 21 1,527,355 0 411,482
ACTIVISION BLIZZARD INC COM 00507V109 133 3,009 SH   DFND 25 3,009 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 3,912 88,300 SH Call DFND 4 88,300 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 19,939 450,100 SH Put DFND 4 450,100 0 0
ACUITY BRANDS INC COM 00508Y102 8,633 32,627 SH   DFND 17 26,894 0 5,733
ACUITY BRANDS INC COM 00508Y102 7,362 27,899 SH   DFND 21 25,126 0 2,773
ACUITY BRANDS INC COM 00508Y102 12,005 46,099 SH   DFND 24 46,099 0 0
ACXIOM CORP COM 005125109 10,997 412,652 SH   DFND 17 412,652 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 501 30,559 SH   DFND 17 28,223 0 2,336
ADEPTUS HEALTH INC CL A 006855100 162 3,768 SH   DFND 17 3,768 0 0
ADEPTUS HEALTH INC CL A 006855100 92 2,137 SH   DFND 20 2,137 0 0
ADEPTUS HEALTH INC CL A 006855100 442 10,271 SH   DFND 21 9,254 0 1,017
ADOBE SYS INC COM 00724F101 60,105 553,763 SH   DFND 17 427,934 0 125,829
ADOBE SYS INC COM 00724F101 1,318 12,147 SH   DFND 21 12,147 0 0
ADOBE SYS INC CALL 00724F901 11,321 104,300 SH Call DFND 4 104,300 0 0
ADOBE SYS INC PUT 00724F951 68,055 627,000 SH Put DFND 4 627,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 10,466 70,185 SH   DFND 17 57,061 0 13,124
ADVANCE AUTO PARTS INC COM 00751Y106 12 79 SH   DFND 21 79 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 3,292 557,466 SH   DFND 21 557,466 0 0
ADVAXIS INC COM NEW 007624208 1,836 171,704 SH   DFND 17 167,098 0 4,606
ADVANTAGE OIL & GAS LTD COM 00765F101 202 28,914 SH   DFND 21 28,914 0 0
AECOM COM 00766T100 2,376 80,728 SH   DFND 21 1,789 0 78,939
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 19,153 28,680,000 PRN   DFND 17 28,680,000 0 0
AEROHIVE NETWORKS INC COM 007786106 802 131,653 SH   DFND 17 121,654 0 9,999
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 80,933 74,250,000 PRN   DFND 17 70,300,000 0 3,950,000
ADVANCED ENERGY INDS COM 007973100 1,417 29,942 SH   DFND 17 13,492 0 16,450
ADVANCED ENERGY INDS COM 007973100 133 2,809 SH   DFND 20 2,809 0 0
ADVANCED ENERGY INDS COM 007973100 1,855 39,247 SH   DFND 21 39,247 0 0
AEROVIRONMENT INC COM 008073108 831 34,046 SH   DFND 17 34,046 0 0
AES TR III PFD CV 6.75% 00808N202 35,137 688,955 SH   DFND 17 688,955 0 0
AETNA INC NEW COM 00817Y108 1,153 9,984 SH   DFND 4 9,984 0 0
AETNA INC NEW COM 00817Y108 31,196 270,265 SH   DFND 17 145,814 0 124,451
AETNA INC NEW COM 00817Y108 1,118 9,686 SH   DFND 20 9,686 0 0
AETNA INC NEW COM 00817Y108 122,727 1,065,135 SH   DFND 21 759,001 0 306,134
AETNA INC NEW COM 00817Y108 552 4,800 SH   DFND 24 4,800 0 0
AETNA INC NEW COM 00817Y108 278 2,412 SH   DFND 25 2,412 0 0
AETNA INC NEW CALL 00817Y908 10,125 87,700 SH Call DFND 4 87,700 0 0
AETNA INC NEW PUT 00817Y958 53,546 463,800 SH Put DFND 4 463,800 0 0
AFFILIATED MANAGERS GROUP COM 008252108 8 58 SH   DFND 17 0 0 58
AFFILIATED MANAGERS GROUP COM 008252108 10,401 73,967 SH   DFND 21 73,967 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 438 9,305 SH   DFND 17 8,954 0 351
AGILENT TECHNOLOGIES INC COM 00846U101 110,511 2,356,771 SH   DFND 21 1,852,516 0 504,255
AGILENT TECHNOLOGIES INC COM 00846U101 446 9,600 SH   DFND 24 9,600 0 0
AGENUS INC COM NEW 00847G705 2,060 286,972 SH   DFND 17 278,923 0 8,049
AGIOS PHARMACEUTICALS INC COM 00847X104 372 7,174 SH   DFND 17 7,174 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 202 3,900 SH   DFND 24 3,900 0 0
AGRIUM INC COM 008916108 13,249 146,514 SH   DFND 17 146,514 0 0
AGRIUM INC COM 008916108 5,279 58,080 SH   DFND 21 46,503 0 11,577
AGRIUM INC COM 008916108 4,552 50,000 SH   DFND 24 50,000 0 0
AIR METHODS CORP COM PAR $.06 009128307 180 5,723 SH   DFND 17 5,723 0 0
AIR METHODS CORP COM PAR $.06 009128307 997 31,587 SH   DFND 21 28,184 0 3,403
AIR LEASE CORP CL A 00912X302 4,869 170,613 SH   DFND 17 41,334 0 129,279
AIR LEASE CORP CL A 00912X302 78 2,742 SH   DFND 20 2,742 0 0
AIR LEASE CORP CL A 00912X302 23,910 848,579 SH   DFND 21 687,840 0 160,739
AIR LEASE CORP CL A 00912X302 33 1,166 SH   DFND 25 1,166 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 1,973 1,595,000 PRN   DFND 17 1,265,000 0 330,000
AIR TRANSPORT SERVICES GRP I COM 00922R105 12,183 848,978 SH   DFND 17 695,245 0 153,733
AIR TRANSPORT SERVICES GRP I COM 00922R105 471 33,100 SH   DFND 21 30,252 0 2,848
AKAMAI TECHNOLOGIES INC COM 00971T101 41,860 790,667 SH   DFND 17 780,163 0 10,504
AKAMAI TECHNOLOGIES INC COM 00971T101 10 188 SH   DFND 21 188 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 55,502 56,695,000 PRN   DFND 17 56,285,000 0 410,000
AKORN INC COM 009728106 2,921 109,630 SH   DFND 17 109,630 0 0
AKORN INC COM 009728106 1,412 53,000 SH   DFND 24 53,000 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 2,047 247,790 SH   DFND 21 247,790 0 0
ALARM COM HLDGS INC COM 011642105 1,640 58,008 SH   DFND 21 58,008 0 0
ALASKA AIR GROUP INC COM 011659109 20,972 318,644 SH   DFND 17 234,245 0 84,399
ALASKA AIR GROUP INC COM 011659109 725 11,012 SH   DFND 20 11,012 0 0
ALASKA AIR GROUP INC COM 011659109 65,633 1,000,191 SH   DFND 21 761,496 0 238,695
ALASKA AIR GROUP INC COM 011659109 149 2,266 SH   DFND 25 2,266 0 0
ALBANY MOLECULAR RESH INC COM 012423109 5,087 308,129 SH   DFND 17 263,446 0 44,683
ALBANY MOLECULAR RESH INC COM 012423109 620 38,073 SH   DFND 21 38,073 0 0
ALBEMARLE CORP COM 012653101 8,851 103,531 SH   DFND 17 83,055 0 20,476
ALBEMARLE CORP COM 012653101 10 121 SH   DFND 21 121 0 0
ALCOA INC DEP SHS 1/10TH 013817309 42,080 1,287,235 SH   DFND 17 1,287,235 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,091 64,398 SH   DFND 17 64,398 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 197 6,300 SH   DFND 24 6,300 0 0
ALERE INC COM 01449J105 10,349 239,336 SH   DFND 4 239,336 0 0
ALERE INC COM 01449J105 658 15,224 SH   DFND 17 15,224 0 0
ALERE INC COM 01449J105 198 4,578 SH   DFND 20 4,578 0 0
ALERE INC COM 01449J105 13,198 305,317 SH   DFND 21 305,317 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 13,969 128,429 SH   DFND 4 128,429 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 11,533 106,032 SH   DFND 17 106,032 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 438 4,010 SH   DFND 21 1,860 0 2,150
ALEXION PHARMACEUTICALS INC COM 015351109 9,736 79,454 SH   DFND 4 79,454 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 26,812 220,697 SH   DFND 17 206,575 0 14,122
ALEXION PHARMACEUTICALS INC COM 015351109 578 4,807 SH   DFND 21 2,375 0 2,432
ALEXION PHARMACEUTICALS INC COM 015351109 11,226 93,500 SH   DFND 24 93,500 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 3,921 32,000 SH Call DFND 4 32,000 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 28,344 231,300 SH Put DFND 4 231,300 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 139 1,312 SH   DFND   1,312 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 238,800 2,257,299 SH   DFND 17 1,966,374 0 290,925
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 168,622 1,594,609 SH   DFND 20 1,542,236 0 52,373
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,658 186,051 SH   DFND 21 182,582 0 3,469
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,272 68,900 SH   DFND 24 68,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,056 10,000 SH   DFND 25 10,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 392 4,178 SH   DFND 17 4,178 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 33,950 24,750,000 PRN   DFND 17 22,030,000 0 2,720,000
ALLETE INC COM NEW 018522300 38,771 650,300 SH   DFND 3 632,900 0 17,400
ALLETE INC COM NEW 018522300 263 4,410 SH   DFND 17 4,410 0 0
ALLETE INC COM NEW 018522300 31 523 SH   DFND 20 523 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 35 163 SH   DFND 17 100 0 63
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,354 11,053 SH   DFND 21 11,053 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 6,933 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 29,444 1,327,500 SH   DFND 3 1,295,100 0 32,400
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 12,900 565,792 SH   DFND 3 552,204 0 13,588
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,706 364,530 SH   DFND 21 364,530 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 37,553 36,660,000 PRN   DFND 17 36,490,000 0 170,000
ALLSTATE CORP COM 020002101 10,315 149,100 SH   DFND 3 149,100 0 0
ALLSTATE CORP COM 020002101 18,678 270,134 SH   DFND 17 175,133 0 95,001
ALLSTATE CORP COM 020002101 206 2,974 SH   DFND 20 2,974 0 0
ALLSTATE CORP COM 020002101 38,164 554,939 SH   DFND 21 486,747 0 68,192
ALLSTATE CORP CALL 020002901 5,348 77,300 SH Call DFND 4 77,300 0 0
ALLSTATE CORP PUT 020002951 39,177 566,300 SH Put DFND 4 566,300 0 0
ALLY FINL INC COM 02005N100 82,956 4,260,730 SH   DFND 4 4,260,730 0 0
ALLY FINL INC COM 02005N100 770 39,535 SH   DFND 17 39,535 0 0
ALLY FINL INC COM 02005N100 160 8,213 SH   DFND 20 8,213 0 0
ALLY FINL INC COM 02005N100 18,710 967,309 SH   DFND 21 310,714 0 656,595
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,102 59,084 SH   DFND 17 53,964 0 5,120
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,202 31,490 SH   DFND 24 31,490 0 0
ALON USA ENERGY INC COM 020520102 201 25,555 SH   DFND 17 25,555 0 0
ALON USA ENERGY INC COM 020520102 1,755 220,646 SH   DFND 21 114,294 0 106,352
ALON USA ENERGY INC COM 020520102 10 1,208 SH   DFND 25 1,208 0 0
ALPHABET INC CAP STK CL C 02079K107 4,535 5,835 SH   DFND 4 5,835 0 0
ALPHABET INC CAP STK CL C 02079K107 193,944 249,524 SH   DFND 17 187,016 0 62,508
ALPHABET INC CAP STK CL C 02079K107 1,558 2,005 SH   DFND 20 2,005 0 0
ALPHABET INC CAP STK CL C 02079K107 165,842 213,741 SH   DFND 21 162,570 0 51,171
ALPHABET INC CAP STK CL C 02079K107 138 178 SH   DFND 25 178 0 0
ALPHABET INC CAP STK CL A 02079K305 560,273 696,829 SH   DFND 17 606,640 0 90,189
ALPHABET INC CAP STK CL A 02079K305 1,313 1,633 SH   DFND 20 1,633 0 0
ALPHABET INC CAP STK CL A 02079K305 209,196 260,418 SH   DFND 21 170,473 0 89,945
ALPHABET INC CAP STK CL A 02079K305 146 181 SH   DFND 25 181 0 0
ALPHABET INC CALL 02079K905 68,747 85,500 SH Call DFND 4 85,500 0 0
ALPHABET INC CALL 02079K907 30,081 38,700 SH Call DFND 4 38,700 0 0
ALPHABET INC PUT 02079K955 466,516 580,200 SH Put DFND 4 580,200 0 0
ALPHABET INC PUT 02079K957 412,819 531,100 SH Put DFND 4 531,100 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 401 36,800 SH   DFND 17 0 0 36,800
ALTRIA GROUP INC COM 02209S103 7,379 116,700 SH   DFND 3 116,700 0 0
ALTRIA GROUP INC COM 02209S103 13,505 213,593 SH   DFND 4 213,593 0 0
ALTRIA GROUP INC COM 02209S103 29,672 469,930 SH   DFND 17 273,547 0 196,383
ALTRIA GROUP INC COM 02209S103 2,070 32,734 SH   DFND 20 32,734 0 0
ALTRIA GROUP INC COM 02209S103 161,579 2,565,499 SH   DFND 21 2,010,868 0 554,631
ALTRIA GROUP INC COM 02209S103 337 5,322 SH   DFND 25 5,322 0 0
ALTRIA GROUP INC CALL 02209S903 22,371 353,800 SH Call DFND 4 353,800 0 0
ALTRIA GROUP INC PUT 02209S953 173,781 2,748,400 SH Put DFND 4 2,748,400 0 0
ALZA CORP SDCV 7/2 02261WAB5 1,922 1,180,000 PRN   DFND 17 1,180,000 0 0
AMAZON COM INC COM 023135106 773,853 924,294 SH   DFND 17 743,251 0 181,043
AMAZON COM INC COM 023135106 902 1,077 SH   DFND 20 1,077 0 0
AMAZON COM INC COM 023135106 203,050 244,076 SH   DFND 21 195,500 0 48,576
AMAZON COM INC COM 023135106 273 326 SH   DFND 25 326 0 0
AMAZON COM INC CALL 023135906 71,339 85,200 SH Call DFND 4 85,200 0 0
AMAZON COM INC PUT 023135956 492,841 588,600 SH Put DFND 4 588,600 0 0
AMBAC FINL GROUP INC COM NEW 023139884 211 11,630 SH   DFND 21 11,630 0 0
AMBER RD INC COM 02318Y108 4,381 454,018 SH   DFND 17 441,243 0 12,775
AMBEV SA SPONSORED ADR 02319V103 13,361 2,210,009 SH   DFND 21 2,210,009 0 0
AMBEV SA SPONSORED ADR 02319V103 513 85,000 SH   DFND 24 85,000 0 0
AMERCO COM 023586100 4,737 14,616 SH   DFND 17 2,560 0 12,056
AMERCO COM 023586100 12,252 37,909 SH   DFND 21 15,728 0 22,181
AMEREN CORP COM 023608102 23,517 478,081 SH   DFND 17 346,577 0 131,504
AMEREN CORP COM 023608102 95 1,930 SH   DFND 20 1,930 0 0
AMEREN CORP COM 023608102 37,560 762,000 SH   DFND 21 467,814 0 294,186
AMEREN CORP COM 023608102 199 4,040 SH   DFND 25 4,040 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 229 38,780 SH   DFND 17 38,780 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 49,191 4,299,903 SH   DFND 3 3,302,910 0 996,993
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 9,581 833,870 SH   DFND 17 833,870 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,749 326,313 SH   DFND 21 326,313 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,864 50,924 SH   DFND 4 50,924 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 566 15,471 SH   DFND 17 14,897 0 574
AMERICAN AIRLS GROUP INC COM 02376R102 16,558 457,080 SH   DFND 21 338,705 0 118,375
AMERICAN AIRLS GROUP INC COM 02376R102 16 424 SH   DFND 25 424 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 4,920 134,400 SH Call DFND 4 134,400 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 24,986 682,500 SH Put DFND 4 682,500 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 419 24,360 SH   DFND 17 3,860 0 20,500
AMERICAN AXLE & MFG HLDGS IN COM 024061103 311 18,065 SH   DFND 21 18,065 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 9,498 186,712 SH   DFND 4 186,712 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 6,242 122,705 SH   DFND 17 100,320 0 22,385
AMERICAN CAPITAL AGENCY CORP COM 02503X105 70,262 3,595,798 SH   DFND 4 3,595,798 0 0
AMERICAN ELEC PWR INC COM 025537101 148,954 2,319,793 SH   DFND 3 2,317,193 0 2,600
AMERICAN ELEC PWR INC COM 025537101 132 2,048 SH   DFND 4 2,048 0 0
AMERICAN ELEC PWR INC COM 025537101 62,099 964,532 SH   DFND 17 844,097 0 120,435
AMERICAN ELEC PWR INC COM 025537101 1,676 26,100 SH   DFND 20 26,100 0 0
AMERICAN ELEC PWR INC COM 025537101 84,862 1,318,635 SH   DFND 21 835,899 0 482,736
AMERICAN ELEC PWR INC COM 025537101 303 4,712 SH   DFND 25 4,712 0 0
AMERICAN ELEC PWR INC CALL 025537901 7,262 113,100 SH Call DFND 4 113,100 0 0
AMERICAN ELEC PWR INC PUT 025537951 24,361 379,400 SH Put DFND 4 379,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,084 60,849 SH   DFND 17 53,338 0 7,511
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 105 5,868 SH   DFND 20 5,868 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 14,365 807,515 SH   DFND 21 531,722 0 275,793
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 35 1,955 SH   DFND 25 1,955 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,780 100,403 SH   DFND 17 100,403 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 73 4,200 SH   DFND 21 4,200 0 0
AMERICAN EXPRESS CO COM 025816109 153,327 2,394,240 SH   DFND 3 2,392,140 0 2,100
AMERICAN EXPRESS CO COM 025816109 3,598 56,184 SH   DFND 4 56,184 0 0
AMERICAN EXPRESS CO COM 025816109 35,078 553,486 SH   DFND 17 552,648 0 838
AMERICAN EXPRESS CO COM 025816109 93,930 1,472,567 SH   DFND 21 1,166,958 0 305,609
AMERICAN EXPRESS CO CALL 025816909 11,514 179,800 SH Call DFND 4 179,800 0 0
AMERICAN EXPRESS CO PUT 025816959 64,956 1,014,300 SH Put DFND 4 1,014,300 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 53,606 714,750 SH   DFND 3 699,150 0 15,600
AMERICAN FINL GROUP INC OHIO COM 025932104 8,643 115,364 SH   DFND 17 43,072 0 72,292
AMERICAN FINL GROUP INC OHIO COM 025932104 549 7,325 SH   DFND 20 7,325 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 21,563 288,408 SH   DFND 21 131,896 0 156,512
AMERICAN FINL GROUP INC OHIO COM 025932104 22 290 SH   DFND 25 290 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 268 4,513 SH   DFND 4 4,513 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,047 68,197 SH   DFND 17 67,100 0 1,097
AMERICAN INTL GROUP INC COM NEW 026874784 32,911 559,718 SH   DFND 21 559,718 0 0
AMERICAN INTL GROUP INC CALL 026874904 11,898 200,500 SH Call DFND 4 200,500 0 0
AMERICAN INTL GROUP INC PUT 026874954 62,817 1,058,600 SH Put DFND 4 1,058,600 0 0
AMERICAN NATL INS CO COM 028591105 2,412 20,022 SH   DFND 21 16,039 0 3,983
AMERICAN RAILCAR INDS INC COM 02916P103 3,504 84,484 SH   DFND 17 48,050 0 36,434
AMERICAN RAILCAR INDS INC COM 02916P103 6,092 148,422 SH   DFND 21 127,824 0 20,598
AMERICAN RAILCAR INDS INC COM 02916P103 28 679 SH   DFND 25 679 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,498 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 24,044 212,162 SH   DFND 4 212,162 0 0
AMERICAN TOWER CORP NEW COM 03027X100 8,751 77,214 SH   DFND 17 59,779 0 17,435
AMERICAN TOWER CORP NEW COM 03027X100 5,511 48,567 SH   DFND 21 48,567 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 98,328 882,025 SH   DFND 17 817,315 0 64,710
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 80,607 735,535 SH   DFND 17 697,365 0 38,170
AMERICAN TOWER CORP NEW CALL 03027X900 11,639 102,700 SH Call DFND 4 102,700 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 77,144 680,700 SH Put DFND 4 680,700 0 0
AMERICAN VANGUARD CORP COM 030371108 3,700 230,396 SH   DFND 17 223,833 0 6,563
AMERICAN WTR WKS CO INC NEW COM 030420103 49,446 660,695 SH   DFND 17 660,503 0 192
AMERICAN WTR WKS CO INC NEW COM 030420103 15,929 212,675 SH   DFND 21 209,469 0 3,206
AMERICAN WTR WKS CO INC NEW COM 030420103 12,822 171,000 SH   DFND 24 171,000 0 0
AMERICAN WOODMARK CORP COM 030506109 3,994 49,567 SH   DFND 17 49,567 0 0
AMERISAFE INC COM 03071H100 14,336 243,899 SH   DFND 17 190,199 0 53,700
AMERISAFE INC COM 03071H100 1,173 19,960 SH   DFND 21 9,766 0 10,194
AMERISOURCEBERGEN CORP COM 03073E105 1,259 15,584 SH   DFND 4 15,584 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,855 134,323 SH   DFND 17 130,952 0 3,371
AMERISOURCEBERGEN CORP COM 03073E105 973 12,051 SH   DFND 20 12,051 0 0
AMERISOURCEBERGEN CORP COM 03073E105 25,701 317,297 SH   DFND 21 250,496 0 66,801
AMERISOURCEBERGEN CORP COM 03073E105 67 827 SH   DFND 25 827 0 0
AMERISOURCEBERGEN CORP CALL 03073E905 630 7,800 SH Call DFND 4 7,800 0 0
AMERISOURCEBERGEN CORP PUT 03073E955 4,604 57,000 SH Put DFND 4 57,000 0 0
AMERIPRISE FINL INC COM 03076C106 110,077 1,103,303 SH   DFND 3 1,101,903 0 1,400
AMERIPRISE FINL INC COM 03076C106 39,176 401,111 SH   DFND 17 400,937 0 174
AMERIPRISE FINL INC COM 03076C106 8,224 82,906 SH   DFND 21 81,947 0 959
AMERIS BANCORP COM 03076K108 24,867 711,489 SH   DFND 17 610,908 0 100,581
AMERIS BANCORP COM 03076K108 351 10,163 SH   DFND 21 3,913 0 6,250
AMERIGAS PARTNERS L P UNIT L P INT 030975106 22,291 488,200 SH   DFND 3 475,688 0 12,512
AMETEK INC NEW COM 031100100 32,438 678,893 SH   DFND 17 463,876 0 215,017
AMETEK INC NEW COM 031100100 81,449 1,711,683 SH   DFND 21 1,493,113 0 218,570
AMETEK INC NEW COM 031100100 5,860 124,072 SH   DFND 24 124,072 0 0
AMGEN INC COM 031162100 1,906 11,424 SH   DFND 4 11,424 0 0
AMGEN INC COM 031162100 249,439 1,497,148 SH   DFND 17 1,349,942 0 147,206
AMGEN INC COM 031162100 3,427 20,546 SH   DFND 20 20,546 0 0
AMGEN INC COM 031162100 221,556 1,333,997 SH   DFND 21 939,771 0 394,226
AMGEN INC COM 031162100 14,477 87,500 SH   DFND 24 87,500 0 0
AMGEN INC COM 031162100 409 2,450 SH   DFND 25 2,450 0 0
AMGEN INC CALL 031162900 26,573 159,300 SH Call DFND 4 159,300 0 0
AMGEN INC PUT 031162950 160,805 964,000 SH Put DFND 4 964,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 462 47,580 SH   DFND 17 47,580 0 0
AMPHENOL CORP NEW CL A 032095101 66,630 1,026,333 SH   DFND 17 1,017,500 0 8,833
AMPHENOL CORP NEW CL A 032095101 75,046 1,157,792 SH   DFND 21 916,233 0 241,559
AMPHENOL CORP NEW CALL 032095901 331 5,100 SH Call DFND 4 5,100 0 0
AMPHENOL CORP NEW PUT 032095951 4,369 67,300 SH Put DFND 4 67,300 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,815 95,659 SH   DFND 17 95,659 0 0
AMPLIFY SNACK BRANDS COM 03211L102 4,386 273,370 SH   DFND 17 273,370 0 0
AMSURG CORP COM 03232P405 7,630 114,095 SH   DFND 17 70,815 0 43,280
AMSURG CORP COM 03232P405 118 1,762 SH   DFND 20 1,762 0 0
AMSURG CORP COM 03232P405 26,743 403,374 SH   DFND 21 252,930 0 150,444
AMSURG CORP COM 03232P405 37 557 SH   DFND 25 557 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,836 14,480 SH   DFND 17 11,480 0 3,000
AMTRUST FINL SVCS INC COM 032359309 5,549 206,890 SH   DFND 17 204,382 0 2,508
AMTRUST FINL SVCS INC COM 032359309 333 12,419 SH   DFND 20 12,419 0 0
AMTRUST FINL SVCS INC COM 032359309 21,318 798,053 SH   DFND 21 699,860 0 98,193
AMTRUST FINL SVCS INC COM 032359309 17 650 SH   DFND 25 650 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 16,088 18,560,000 PRN   DFND 17 18,085,000 0 475,000
ANADARKO PETE CORP COM 032511107 37 590 SH   DFND 17 0 0 590
ANADARKO PETE CORP COM 032511107 4,018 64,200 SH   DFND 21 64,200 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 11,647 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 6,982 110,200 SH Call DFND 4 110,200 0 0
ANADARKO PETE CORP PUT 032511957 35,444 559,400 SH Put DFND 4 559,400 0 0
ANALOG DEVICES INC COM 032654105 1,291 20,027 SH   DFND 17 19,695 0 332
ANALOG DEVICES INC COM 032654105 753 11,691 SH   DFND 20 11,691 0 0
ANALOG DEVICES INC COM 032654105 5,646 87,726 SH   DFND 21 85,311 0 2,415
ANALOG DEVICES INC CALL 032654905 3,248 50,400 SH Call DFND 4 50,400 0 0
ANALOG DEVICES INC PUT 032654955 21,488 333,400 SH Put DFND 4 333,400 0 0
ANALOG DEVICES INC PUT 032654955 6,187 96,000 SH Put DFND 21 96,000 0 0
ANGIES LIST INC COM 034754101 382 38,560 SH   DFND 17 0 0 38,560
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 6,782 424,860 SH   DFND 17 424,860 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 14,703 923,166 SH   DFND 21 923,166 0 0
ANIKA THERAPEUTICS INC COM 035255108 595 12,434 SH   DFND 17 7,149 0 5,285
ANIKA THERAPEUTICS INC COM 035255108 1,110 23,194 SH   DFND 21 23,194 0 0
ANNALY CAP MGMT INC COM 035710409 9,519 906,932 SH   DFND 17 302,094 0 604,838
ANNALY CAP MGMT INC COM 035710409 465 44,291 SH   DFND 20 44,291 0 0
ANNALY CAP MGMT INC COM 035710409 18,464 1,762,416 SH   DFND 21 1,543,406 0 219,010
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 890 33,330 SH   DFND 17 33,330 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 490 155,403 SH   DFND 17 143,523 0 11,880
ANTERO RES CORP COM 03674X106 5,434 201,625 SH   DFND 17 201,625 0 0
ANTERO RES CORP COM 03674X106 274 10,483 SH   DFND 21 0 0 10,483
ANTERO RES CORP COM 03674X106 810 31,000 SH   DFND 24 31,000 0 0
ANTHEM INC COM 036752103 9,511 75,900 SH   DFND 3 75,900 0 0
ANTHEM INC COM 036752103 5,653 45,110 SH   DFND 4 45,110 0 0
ANTHEM INC COM 036752103 26,159 208,821 SH   DFND 17 127,600 0 81,221
ANTHEM INC COM 036752103 1,194 9,527 SH   DFND 20 9,527 0 0
ANTHEM INC COM 036752103 106,254 849,263 SH   DFND 21 591,306 0 257,957
ANTHEM INC COM 036752103 249 1,990 SH   DFND 25 1,990 0 0
ANTHEM INC UNIT 05/01/20188 036752202 131,573 3,026,765 SH   DFND 17 3,010,645 0 16,120
ANTHEM INC CALL 036752903 4,599 36,700 SH Call DFND 4 36,700 0 0
ANTHEM INC PUT 036752953 33,583 268,000 SH Put DFND 4 268,000 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 325 66,118 SH   DFND 17 66,118 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 95 19,294 SH   DFND 20 19,294 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,374 278,923 SH   DFND 21 116,740 0 162,183
APACHE CORP COM 037411105 4,256 66,640 SH   DFND 3 66,640 0 0
APACHE CORP COM 037411105 3,473 54,488 SH   DFND 17 54,078 0 410
APACHE CORP COM 037411105 38 602 SH   DFND 21 602 0 0
APACHE CORP CALL 037411905 2,523 39,500 SH Call DFND 4 39,500 0 0
APACHE CORP PUT 037411955 23,740 371,700 SH Put DFND 4 371,700 0 0
APOLLO INVT CORP COM 03761U106 184 31,704 SH   DFND 17 31,704 0 0
APOLLO INVT CORP COM 03761U106 178 30,615 SH   DFND 21 30,615 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 7,688 469,644 SH   DFND 17 211,768 0 257,876
APOLLO COML REAL EST FIN INC COM 03762U105 98 5,986 SH   DFND 20 5,986 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 13,792 842,537 SH   DFND 21 577,543 0 264,994
APIGEE CORP COM 03765N108 4,823 277,171 SH   DFND 17 269,671 0 7,500
APPLE INC COM 037833100 125,070 1,106,325 SH   DFND 3 1,105,225 0 1,100
APPLE INC COM 037833100 785,340 6,950,620 SH   DFND 17 5,918,622 0 1,031,998
APPLE INC COM 037833100 5,310 46,971 SH   DFND 20 46,971 0 0
APPLE INC COM 037833100 609,073 5,411,856 SH   DFND 21 3,890,324 0 1,521,532
APPLE INC COM 037833100 72 645 SH   DFND 24 645 0 0
APPLE INC COM 037833100 931 8,236 SH   DFND 25 8,236 0 0
APPLE INC CALL 037833900 168,693 1,492,200 SH Call DFND 4 1,492,200 0 0
APPLE INC PUT 037833950 738,940 6,536,400 SH Put DFND 4 6,536,400 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,137 115,454 SH   DFND 17 0 0 115,454
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,268 68,277 SH   DFND 21 68,277 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 23,931 512,000 SH   DFND 3 497,680 0 14,320
APPLIED GENETIC TECHNOL CORP COM 03820J100 769 78,640 SH   DFND 17 18,065 0 60,575
APPLIED MATLS INC COM 038222105 163,216 5,416,915 SH   DFND 17 4,414,652 0 1,002,263
APPLIED MATLS INC COM 038222105 1,036 34,365 SH   DFND 20 34,365 0 0
APPLIED MATLS INC COM 038222105 66,716 2,235,003 SH   DFND 21 2,127,799 0 107,204
APPLIED MATLS INC CALL 038222905 5,493 182,200 SH Call DFND 4 182,200 0 0
APPLIED MATLS INC PUT 038222955 24,017 796,600 SH Put DFND 4 796,600 0 0
APTARGROUP INC COM 038336103 2,753 35,659 SH   DFND 21 6,320 0 29,339
APTEVO THERAPEUTICS INC COM 03835L108 120 46,743 SH   DFND 21 11,773 0 34,970
AQUA AMERICA INC COM 03836W103 2,502 82,094 SH   DFND 17 82,094 0 0
ARAMARK COM 03852U106 13,691 360,000 SH   DFND 4 360,000 0 0
ARAMARK COM 03852U106 8,765 230,485 SH   DFND 17 188,555 0 41,930
ARAMARK COM 03852U106 917 24,104 SH   DFND 21 0 0 24,104
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 20,364 3,371,599 SH   DFND 4 3,371,599 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 28,015 4,638,170 SH   DFND 17 4,638,170 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,435 176,300 SH   DFND 3 176,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 46,730 1,108,122 SH   DFND 17 1,101,493 0 6,629
ARCHER DANIELS MIDLAND CO COM 039483102 41,802 991,285 SH   DFND 20 991,285 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 61,257 1,464,818 SH   DFND 21 1,018,924 0 445,894
ARCHER DANIELS MIDLAND CO COM 039483102 112 2,652 SH   DFND 25 2,652 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 2,636 62,500 SH Call DFND 4 62,500 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 15,287 362,500 SH Put DFND 4 362,500 0 0
ARGAN INC COM 04010E109 5,250 88,698 SH   DFND 17 86,363 0 2,335
ARGAN INC COM 04010E109 1,123 19,054 SH   DFND 21 1,455 0 17,599
ARES CAP CORP COM 04010L103 6,429 414,800 SH   DFND 3 414,800 0 0
ARES CAP CORP COM 04010L103 2,671 172,782 SH   DFND 21 0 0 172,782
ARES COML REAL ESTATE CORP COM 04013V108 1,144 90,802 SH   DFND 17 90,802 0 0
ARES COML REAL ESTATE CORP COM 04013V108 758 60,195 SH   DFND 21 60,195 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 2,585 188,821 SH   DFND 17 131,091 0 57,730
ARISTA NETWORKS INC COM 040413106 36,426 428,135 SH   DFND 17 428,135 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 501 33,883 SH   DFND 17 2,383 0 31,500
ARLINGTON ASSET INVT CORP CL A NEW 041356205 558 37,770 SH   DFND 21 7,516 0 30,254
ARLINGTON ASSET INVT CORP CL A NEW 041356205 22 1,469 SH   DFND 25 1,469 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 870 38,598 SH   DFND 17 38,598 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3,946 175,060 SH   DFND 21 158,064 0 16,996
ARROW ELECTRS INC COM 042735100 13,331 208,525 SH   DFND 17 128,282 0 80,243
ARROW ELECTRS INC COM 042735100 108 1,684 SH   DFND 20 1,684 0 0
ARROW ELECTRS INC COM 042735100 45,083 708,322 SH   DFND 21 378,835 0 329,487
ARROW ELECTRS INC COM 042735100 147 2,299 SH   DFND 25 2,299 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,750 238,082 SH   DFND 17 231,839 0 6,243
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 17,471 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 22,178 191,033 SH   DFND 17 187,948 0 3,085
ASHLAND GLOBAL HLDGS INC COM 044186104 902 7,720 SH   DFND 21 7,720 0 0
ASSURANT INC COM 04621X108 6,273 68,000 SH   DFND 3 68,000 0 0
ASSURANT INC COM 04621X108 1,063 11,523 SH   DFND 17 11,459 0 64
ASSURANT INC COM 04621X108 17,654 192,592 SH   DFND 21 192,592 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 5,858 177,234 SH   DFND 17 177,234 0 0
ATHENAHEALTH INC COM 04685W103 24,102 191,100 SH   DFND 17 191,100 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 511 11,931 SH   DFND 17 1,431 0 10,500
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 199 4,697 SH   DFND 21 0 0 4,697
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 51 1,192 SH   DFND 25 1,192 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5,756 5,925,000 PRN   DFND 17 5,545,000 0 380,000
ATMOS ENERGY CORP COM 049560105 6,954 93,381 SH   DFND 17 35,281 0 58,100
ATMOS ENERGY CORP COM 049560105 199 2,676 SH   DFND 20 2,676 0 0
ATMOS ENERGY CORP COM 049560105 20,994 280,948 SH   DFND 21 257,211 0 23,737
ATRICURE INC COM 04963C209 2,829 178,810 SH   DFND 17 173,434 0 5,376
ATWOOD OCEANICS INC COM 050095108 1,637 188,422 SH   DFND 17 17,122 0 171,300
ATWOOD OCEANICS INC COM 050095108 1,236 143,115 SH   DFND 21 126,413 0 16,702
AUTOBYTEL INC COM NEW 05275N205 4,866 273,362 SH   DFND 17 264,069 0 9,293
AUTODESK INC COM 052769106 27,323 377,756 SH   DFND 17 377,545 0 211
AUTODESK INC COM 052769106 15 211 SH   DFND 21 211 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,711 42,070 SH   DFND 4 42,070 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,912 101,047 SH   DFND 17 77,983 0 23,064
AUTOMATIC DATA PROCESSING IN COM 053015103 314 3,592 SH   DFND 21 3,592 0 0
AUTOMATIC DATA PROCESSING IN CALL 053015903 7,859 89,100 SH Call DFND 4 89,100 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 56,272 638,000 SH Put DFND 4 638,000 0 0
AUTOZONE INC COM 053332102 609 792 SH   DFND 17 761 0 31
AUTOZONE INC COM 053332102 6,688 8,713 SH   DFND 21 4,895 0 3,818
AUTOZONE INC PUT 053332952 8,144 10,600 SH Put DFND 4 10,600 0 0
AVALONBAY CMNTYS INC COM 053484101 28,078 157,881 SH   DFND 4 154,971 0 2,910
AVALONBAY CMNTYS INC COM 053484101 3,953 22,227 SH   DFND 17 22,079 0 148
AVALONBAY CMNTYS INC COM 053484101 15,180 85,356 SH   DFND 21 85,356 0 0
AVALONBAY CMNTYS INC CALL 053484901 6,118 34,400 SH Call DFND 4 34,400 0 0
AVALONBAY CMNTYS INC PUT 053484951 21,714 122,100 SH Put DFND 4 122,100 0 0
AVANGRID INC COM 05351W103 2,644 62,422 SH   DFND 21 62,422 0 0
AVERY DENNISON CORP COM 053611109 28 360 SH   DFND 3 360 0 0
AVERY DENNISON CORP COM 053611109 2,914 37,554 SH   DFND 17 13,559 0 23,995
AVERY DENNISON CORP COM 053611109 177 2,272 SH   DFND 20 2,272 0 0
AVERY DENNISON CORP COM 053611109 7,678 99,410 SH   DFND 21 85,164 0 14,246
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 22,354 26,700,000 PRN   DFND 17 26,700,000 0 0
AVISTA CORP COM 05379B107 5,474 130,998 SH   DFND 17 19,322 0 111,676
AVISTA CORP COM 05379B107 469 11,234 SH   DFND 20 11,234 0 0
AVISTA CORP COM 05379B107 8,063 192,515 SH   DFND 21 134,599 0 57,916
AVNET INC COM 053807103 5,935 144,555 SH   DFND 3 144,555 0 0
AVNET INC COM 053807103 2,707 66,034 SH   DFND 17 21,634 0 44,400
AVNET INC COM 053807103 165 4,017 SH   DFND 20 4,017 0 0
AVNET INC COM 053807103 14,712 361,525 SH   DFND 21 358,506 0 3,019
AXOGEN INC COM 05463X106 2,720 301,185 SH   DFND 17 293,269 0 7,916
AXSOME THERAPEUTICS INC COM 05464T104 847 110,090 SH   DFND 17 110,090 0 0
BB&T CORP COM 054937107 6,337 168,000 SH   DFND 3 168,000 0 0
BB&T CORP COM 054937107 79 2,083 SH   DFND 17 1,205 0 878
BB&T CORP COM 054937107 1,159 31,068 SH   DFND 21 31,068 0 0
BB&T CORP CALL 054937907 4,707 124,800 SH Call DFND 4 124,800 0 0
BB&T CORP PUT 054937957 33,914 899,100 SH Put DFND 4 899,100 0 0
B & G FOODS INC NEW COM 05508R106 1,647 33,734 SH   DFND 21 33,734 0 0
BCE INC COM NEW 05534B760 12,291 266,449 SH   DFND 17 145,376 0 121,073
BCE INC COM NEW 05534B760 175 3,789 SH   DFND 20 3,789 0 0
BCE INC COM NEW 05534B760 45,040 970,698 SH   DFND 21 631,424 0 339,274
BCE INC COM NEW 05534B760 64 1,398 SH   DFND 25 1,398 0 0
BCE INC PUT 05534B950 924 20,000 SH Put DFND 21 20,000 0 0
BGC PARTNERS INC CL A 05541T101 323 36,771 SH   DFND 17 27,317 0 9,454
BGC PARTNERS INC CL A 05541T101 5,702 649,777 SH   DFND 21 442,320 0 207,457
BOFI HLDG INC COM 05566U108 4,011 179,071 SH   DFND 17 19,553 0 159,518
BOFI HLDG INC COM 05566U108 9,176 412,623 SH   DFND 21 412,623 0 0
BWX TECHNOLOGIES INC COM 05605H100 2,155 56,175 SH   DFND 17 30,375 0 25,800
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 6,877 418,149 SH   DFND 17 340,408 0 77,741
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 499 30,375 SH   DFND 21 5,254 0 25,121
BADGER METER INC COM 056525108 5,168 154,209 SH   DFND 17 154,209 0 0
BAIDU INC SPON ADR REP A 056752108 206 1,132 SH   DFND   1,132 0 0
BAIDU INC SPON ADR REP A 056752108 2,800 15,376 SH   DFND 17 12,131 0 3,245
BAIDU INC SPON ADR REP A 056752108 52,993 291,037 SH   DFND 20 286,597 0 4,440
BAIDU INC SPON ADR REP A 056752108 10,307 56,568 SH   DFND 21 56,568 0 0
BAIDU INC SPON ADR REP A 056752108 2,752 15,100 SH   DFND 24 15,100 0 0
BAKER HUGHES INC COM 057224107 24,919 493,743 SH   DFND 17 493,279 0 464
BAKER HUGHES INC COM 057224107 23 464 SH   DFND 21 464 0 0
BAKER HUGHES INC CALL 057224907 2,382 47,200 SH Call DFND 4 47,200 0 0
BAKER HUGHES INC PUT 057224957 24,443 484,300 SH Put DFND 4 484,300 0 0
BALL CORP COM 058498106 1,522 18,570 SH   DFND 17 2,264 0 16,306
BALL CORP COM 058498106 5,714 69,726 SH   DFND 21 68,918 0 808
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,046 225,622 SH   DFND 17 225,622 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,957 436,979 SH   DFND 21 436,979 0 0
BANCO DE CHILE SPONSORED ADR 059520106 295 4,379 SH   DFND 21 4,379 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 532 25,849 SH   DFND 21 21,153 0 4,696
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 628 93,800 SH   DFND 17 0 0 93,800
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,122 167,289 SH   DFND 21 167,289 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 36,151 926,000 SH   DFND 3 646,100 0 279,900
BANCOLOMBIA S A SPON ADR PREF 05968L102 5,863 151,492 SH   DFND 17 151,492 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 157 4,061 SH   DFND 21 4,061 0 0
BANC OF CALIFORNIA INC COM 05990K106 20,684 1,209,955 SH   DFND 17 916,565 0 293,390
BANC OF CALIFORNIA INC COM 05990K106 68 3,970 SH   DFND 20 3,970 0 0
BANC OF CALIFORNIA INC COM 05990K106 6,379 371,562 SH   DFND 21 332,259 0 39,303
BANK AMER CORP COM 060505104 38,566 2,464,307 SH   DFND 4 2,464,307 0 0
BANK AMER CORP COM 060505104 53,578 3,423,535 SH   DFND 17 3,400,018 0 23,517
BANK AMER CORP COM 060505104 86,390 5,658,242 SH   DFND 21 4,770,404 0 887,838
BANK AMER CORP 7.25%CNV PFD L 060505682 125,985 103,195 SH   DFND 17 96,170 0 7,025
BANK AMER CORP CALL 060505904 28,015 1,790,100 SH Call DFND 4 1,790,100 0 0
BANK AMER CORP PUT 060505954 102,586 6,555,000 SH Put DFND 4 6,555,000 0 0
BANK MONTREAL QUE COM 063671101 9,351 142,856 SH   DFND 17 56,594 0 86,262
BANK MONTREAL QUE COM 063671101 1,161 17,748 SH   DFND 20 17,748 0 0
BANK MONTREAL QUE COM 063671101 79,783 1,216,528 SH   DFND 21 879,208 0 337,320
BANK OF THE OZARKS INC COM 063904106 6,912 180,000 SH   DFND 4 180,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 6,229 156,200 SH   DFND 3 156,200 0 0
BANK NEW YORK MELLON CORP COM 064058100 266 6,671 SH   DFND 4 6,671 0 0
BANK NEW YORK MELLON CORP COM 064058100 12,515 313,935 SH   DFND 17 311,065 0 2,870
BANK NEW YORK MELLON CORP COM 064058100 148 3,706 SH   DFND 20 3,706 0 0
BANK NEW YORK MELLON CORP COM 064058100 28,700 730,565 SH   DFND 21 420,268 0 310,297
BANK NEW YORK MELLON CORP COM 064058100 18 445 SH   DFND 25 445 0 0
BANK NEW YORK MELLON CORP CALL 064058900 8,610 215,900 SH Call DFND 4 215,900 0 0
BANK NEW YORK MELLON CORP PUT 064058950 41,108 1,030,800 SH Put DFND 4 1,030,800 0 0
BANK N S HALIFAX COM 064149107 4,149 78,429 SH   DFND 17 21,529 0 56,900
BANK N S HALIFAX COM 064149107 1,388 26,234 SH   DFND 20 26,234 0 0
BANK N S HALIFAX COM 064149107 31,297 584,798 SH   DFND 21 215,085 0 369,713
BANKRATE INC DEL COM 06647F102 112 13,268 SH   DFND 21 3,428 0 9,840
BARD C R INC COM 067383109 13 60 SH   DFND 3 60 0 0
BARD C R INC COM 067383109 1,093 4,879 SH   DFND 17 4,800 0 79
BARD C R INC COM 067383109 185 825 SH   DFND 20 825 0 0
BARD C R INC COM 067383109 6,835 30,515 SH   DFND 21 28,767 0 1,748
BARD C R INC PUT 067383959 1,368 6,100 SH Put DFND 4 6,100 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 20,419 870,000 SH   DFND 25 870,000 0 0
BARCLAYS BK PLC IPSP CROIL ETN 06738C786 362 62,800 SH   DFND   62,800 0 0
BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 60,249 60,099,000 PRN   DFND 4 60,099,000 0 0
BARCLAYS PLC PRFD 6.625%12/3 06738EAB1 1,419 1,500,000 PRN   DFND   1,500,000 0 0
BARCLAYS PLC PRFD 6.625%12/3 06738EAB1 4,764 5,200,000 PRN   DFND 4 5,200,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 8,688 255,000 SH Call DFND 17 255,000 0 0
BARNES GROUP INC COM 067806109 49,056 1,209,755 SH   DFND 3 1,180,249 0 29,506
BARNES GROUP INC COM 067806109 1,341 33,627 SH   DFND 17 33,627 0 0
BARRICK GOLD CORP COM 067901108 15 850 SH   DFND 17 850 0 0
BARRICK GOLD CORP COM 067901108 8,453 478,220 SH   DFND 21 478,220 0 0
BARRETT BILL CORP COM 06846N104 4,198 755,079 SH   DFND 17 252,175 0 502,904
BASSETT FURNITURE INDS INC COM 070203104 346 14,887 SH   DFND 17 3,191 0 11,696
BAXTER INTL INC COM 071813109 83,364 1,751,534 SH   DFND 17 1,716,078 0 35,456
BAXTER INTL INC COM 071813109 68 1,422 SH   DFND 20 1,422 0 0
BAXTER INTL INC COM 071813109 60,686 1,288,900 SH   DFND 21 825,386 0 463,514
BAXTER INTL INC CALL 071813909 3,123 65,600 SH Call DFND 4 65,600 0 0
BAXTER INTL INC PUT 071813959 25,975 545,700 SH Put DFND 4 545,700 0 0
BAYTEX ENERGY CORP COM 07317Q105 1,029 242,800 SH   DFND 17 0 0 242,800
BAZAARVOICE INC COM 073271108 2,251 380,900 SH   DFND 17 206,015 0 174,885
B/E AEROSPACE INC COM 073302101 18,981 370,240 SH   DFND 21 206,880 0 163,360
B/E AEROSPACE INC COM 073302101 571 11,200 SH   DFND 24 11,200 0 0
BEACON ROOFING SUPPLY INC COM 073685109 475 11,322 SH   DFND 21 11,322 0 0
BECTON DICKINSON & CO COM 075887109 14,586 81,312 SH   DFND 17 41,286 0 40,026
BECTON DICKINSON & CO COM 075887109 710 3,950 SH   DFND 20 3,950 0 0
BECTON DICKINSON & CO COM 075887109 61,152 343,807 SH   DFND 21 233,370 0 110,437
BECTON DICKINSON & CO COM 075887109 136 758 SH   DFND 25 758 0 0
BECTON DICKINSON & CO CALL 075887909 6,093 33,900 SH Call DFND 4 33,900 0 0
BECTON DICKINSON & CO PUT 075887959 42,003 233,700 SH Put DFND 4 233,700 0 0
BED BATH & BEYOND INC COM 075896100 7 167 SH   DFND 17 0 0 167
BED BATH & BEYOND INC COM 075896100 428 10,147 SH   DFND 21 10,147 0 0
BELDEN INC COM 077454106 17,678 256,234 SH   DFND 17 221,344 0 34,890
BELDEN INC COM 077454106 311 4,598 SH   DFND 21 0 0 4,598
BEMIS INC COM 081437105 681 13,344 SH   DFND 17 13,344 0 0
BEMIS INC COM 081437105 7,130 140,177 SH   DFND 21 107,363 0 32,814
BENCHMARK ELECTRS INC COM 08160H101 350 14,014 SH   DFND 17 14,014 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,412 178,694 SH   DFND 21 127,539 0 51,155
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,512 7 SH   DFND 21 7 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,498 17,290 SH   DFND 4 17,290 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 23,268 161,057 SH   DFND 17 145,531 0 15,526
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 952 6,591 SH   DFND 20 6,591 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 92,020 639,196 SH   DFND 21 552,124 0 87,072
BERKSHIRE HATHAWAY INC DEL CALL 084670902 60,056 415,700 SH Call DFND 4 415,700 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 342,351 2,369,700 SH Put DFND 4 2,369,700 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 222 8,021 SH   DFND 17 8,021 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 2,706 98,401 SH   DFND 21 47,615 0 50,786
BERRY PLASTICS GROUP INC COM 08579W103 30,524 696,091 SH   DFND 17 583,656 0 112,435
BERRY PLASTICS GROUP INC COM 08579W103 819 18,626 SH   DFND 21 5,614 0 13,012
BERRY PLASTICS GROUP INC COM 08579W103 929 21,000 SH   DFND 24 21,000 0 0
BEST BUY INC COM 086516101 3,917 102,600 SH   DFND 3 102,600 0 0
BEST BUY INC COM 086516101 5,349 142,660 SH   DFND 17 127,020 0 15,640
BEST BUY INC COM 086516101 41,257 1,096,570 SH   DFND 21 581,327 0 515,243
BIG LOTS INC COM 089302103 1,154 24,160 SH   DFND 17 20,091 0 4,069
BIG LOTS INC COM 089302103 116 2,429 SH   DFND 20 2,429 0 0
BIG LOTS INC COM 089302103 16,726 349,931 SH   DFND 21 310,706 0 39,225
BIO RAD LABS INC CL A 090572207 373 2,280 SH   DFND 17 2,280 0 0
BIO RAD LABS INC CL A 090572207 490 2,991 SH   DFND 21 0 0 2,991
BIOMARIN PHARMACEUTICAL INC COM 09061G101 51,699 558,274 SH   DFND 17 506,859 0 51,415
BIOMARIN PHARMACEUTICAL INC COM 09061G101 124 1,340 SH   DFND 21 1,340 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 6,866 74,000 SH   DFND 24 74,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 90,241 75,595,000 PRN   DFND 17 70,050,000 0 5,545,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 23,067 18,415,000 PRN   DFND 17 17,105,000 0 1,310,000
BIOGEN INC COM 09062X103 185,118 592,565 SH   DFND 17 533,051 0 59,514
BIOGEN INC COM 09062X103 26,296 85,261 SH   DFND 21 31,263 0 53,998
BIOGEN INC COM 09062X103 7,033 23,000 SH   DFND 24 23,000 0 0
BIOGEN INC CALL 09062X903 17,311 55,300 SH Call DFND 4 55,300 0 0
BIOGEN INC PUT 09062X953 108,277 345,900 SH Put DFND 4 345,900 0 0
BIOTELEMETRY INC COM 090672106 9,857 530,785 SH   DFND 17 520,338 0 10,447
BIO TECHNE CORP COM 09073M104 2,535 23,415 SH   DFND 17 23,415 0 0
BIO TECHNE CORP COM 09073M104 119 1,100 SH   DFND 21 1,100 0 0
BIO TECHNE CORP COM 09073M104 1,191 11,000 SH   DFND 24 11,000 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 3,037 66,495 SH   DFND 17 64,628 0 1,867
BLACK HILLS CORP COM 092113109 26,735 436,700 SH   DFND 3 425,600 0 11,100
BLACK STONE MINERALS L P COM UNIT 09225M101 826 46,375 SH   DFND 17 46,375 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 1,630 54,026 SH   DFND 17 54,026 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 1,960 65,104 SH   DFND 21 25,630 0 39,474
BLACKHAWK NETWORK HLDGS INC COM 09238E104 50 1,648 SH   DFND 25 1,648 0 0
BLACKROCK INC COM 09247X101 1,319 3,639 SH   DFND 4 3,639 0 0
BLACKROCK INC COM 09247X101 28,942 80,006 SH   DFND 17 77,730 0 2,276
BLACKROCK INC COM 09247X101 5,065 14,165 SH   DFND 21 14,165 0 0
BLACKROCK INC CALL 09247X901 13,810 38,100 SH Call DFND 4 38,100 0 0
BLACKROCK INC PUT 09247X951 70,607 194,800 SH Put DFND 4 194,800 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 41,180 1,398,300 SH   DFND 3 1,360,100 0 38,200
BLACKSTONE MTG TR INC COM CL A 09257W100 136 4,633 SH   DFND 17 4,633 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 5,221 177,280 SH   DFND 21 68,131 0 109,149
BLOOMIN BRANDS INC COM 094235108 30,720 1,781,900 SH   DFND 3 1,722,800 0 59,100
BLOOMIN BRANDS INC COM 094235108 1,107 64,476 SH   DFND 17 64,476 0 0
BLUCORA INC COM 095229100 3,473 310,131 SH   DFND 17 288,271 0 21,860
BLUCORA INC COM 095229100 21 1,834 SH   DFND 21 1,834 0 0
BLUCORA INC NOTE 4.250% 4/0 095229AB6 7,670 8,000,000 PRN   DFND 17 8,000,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 7,787 327,751 SH   DFND 17 267,806 0 59,945
BLUEBIRD BIO INC COM 09609G100 7,313 108,089 SH   DFND 17 94,069 0 14,020
BLUEBIRD BIO INC COM 09609G100 332 5,000 SH   DFND 24 5,000 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,260 42,430 SH   DFND 17 42,430 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 43,374 2,527,647 SH   DFND 3 2,463,247 0 64,400
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,114 64,925 SH   DFND 17 43,180 0 21,745
BOEING CO COM 097023105 8,252 62,637 SH   DFND 4 62,637 0 0
BOEING CO COM 097023105 124,357 943,961 SH   DFND 17 936,785 0 7,176
BOEING CO COM 097023105 82 626 SH   DFND 21 626 0 0
BOEING CO COM 097023105 77 587 SH   DFND 24 587 0 0
BOEING CO CALL 097023905 23,911 181,500 SH Call DFND 4 181,500 0 0
BOEING CO PUT 097023955 128,433 974,900 SH Put DFND 4 974,900 0 0
BOINGO WIRELESS INC COM 09739C102 4,647 452,090 SH   DFND 17 384,255 0 67,835
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 49,939 1,579,849 SH   DFND 3 1,546,700 0 33,149
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,827 120,836 SH   DFND 17 120,836 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 107 3,394 SH   DFND 20 3,394 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,606 113,890 SH   DFND 21 107,679 0 6,211
BORGWARNER INC COM 099724106 8 217 SH   DFND 17 0 0 217
BORGWARNER INC COM 099724106 1,455 41,387 SH   DFND 21 37,293 0 4,094
BORGWARNER INC COM 099724106 2,813 82,000 SH   DFND 24 82,000 0 0
BOSTON PROPERTIES INC COM 101121101 20,571 150,936 SH   DFND 4 150,936 0 0
BOSTON PROPERTIES INC COM 101121101 40 296 SH   DFND 17 130 0 166
BOSTON PROPERTIES INC COM 101121101 23 166 SH   DFND 21 166 0 0
BOSTON PROPERTIES INC CALL 101121901 1,104 8,100 SH Call DFND 4 8,100 0 0
BOSTON PROPERTIES INC PUT 101121951 13,220 97,000 SH Put DFND 4 97,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 21,709 912,142 SH   DFND 17 636,830 0 275,312
BOSTON SCIENTIFIC CORP COM 101137107 493 20,730 SH   DFND 20 20,730 0 0
BOSTON SCIENTIFIC CORP COM 101137107 12,489 527,614 SH   DFND 21 372,092 0 155,522
BOSTON SCIENTIFIC CORP CALL 101137907 2,975 125,000 SH Call DFND 4 125,000 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 14,516 609,900 SH Put DFND 4 609,900 0 0
BRADY CORP CL A 104674106 289 8,345 SH   DFND 17 2,300 0 6,045
BRASKEM S A SP ADR PFD A 105532105 60 3,900 SH   DFND 3 3,900 0 0
BRASKEM S A SP ADR PFD A 105532105 520 33,800 SH   DFND 17 0 0 33,800
BRIGGS & STRATTON CORP COM 109043109 545 29,198 SH   DFND 17 29,198 0 0
BRIGGS & STRATTON CORP COM 109043109 4,515 242,769 SH   DFND 21 175,079 0 67,690
BRIGHT HORIZONS FAM SOL IN D COM 109194100 2,742 40,986 SH   DFND 17 40,986 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 353 5,278 SH   DFND 21 0 0 5,278
BRIGHTCOVE INC COM 10921T101 333 25,485 SH   DFND 17 1,265 0 24,220
BRINKER INTL INC COM 109641100 79 1,575 SH   DFND 17 0 0 1,575
BRINKER INTL INC COM 109641100 7,443 148,290 SH   DFND 21 148,290 0 0
BRINKS CO COM 109696104 1,697 46,579 SH   DFND 21 36,735 0 9,844
BRISTOL MYERS SQUIBB CO COM 110122108 50,855 943,158 SH   DFND 4 943,158 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 134,113 2,487,322 SH   DFND 17 2,177,531 0 309,791
BRISTOL MYERS SQUIBB CO COM 110122108 3,167 58,792 SH   DFND 21 49,130 0 9,662
BRISTOL MYERS SQUIBB CO COM 110122108 1,250 23,200 SH   DFND 24 23,200 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 18,025 334,300 SH Call DFND 4 334,300 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 100,302 1,860,200 SH Put DFND 4 1,860,200 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 22 778 SH   DFND 17 778 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,574 56,304 SH   DFND 21 0 0 56,304
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 33,336 25,125,000 PRN   DFND 17 21,225,000 0 3,900,000
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 12,283 181,279 SH   DFND 17 176,560 0 4,719
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 62,126 919,666 SH   DFND 21 709,545 0 210,121
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 212 3,125 SH   DFND 25 3,125 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 49,373 5,349,200 SH   DFND 3 5,222,800 0 126,400
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 7,323 796,047 SH   DFND 17 746,124 0 49,923
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,003 108,659 SH   DFND 20 108,659 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 45,264 4,930,234 SH   DFND 21 2,765,668 0 2,164,566
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 120 12,995 SH   DFND 25 12,995 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 41,455 41,835,000 PRN   DFND 17 41,835,000 0 0
BROOKDALE SR LIVING INC COM 112463104 880 50,438 SH   DFND 4 50,438 0 0
BROOKDALE SR LIVING INC COM 112463104 14,786 847,344 SH   DFND 17 684,201 0 163,143
BROOKDALE SR LIVING INC COM 112463104 289 16,683 SH   DFND 21 8,183 0 8,500
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 8,690 8,625,000 PRN   DFND 17 8,435,000 0 190,000
BROOKFIELD CDA OFFICE PPTYS TR UNIT 112823109 521 25,108 SH   DFND 21 25,108 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 242 19,875 SH   DFND 17 19,875 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,229 183,693 SH   DFND 21 49,402 0 134,291
BROOKLINE BANCORP INC DEL COM 11373M107 35 2,866 SH   DFND 25 2,866 0 0
BROOKS AUTOMATION INC COM 114340102 324 23,810 SH   DFND 17 13,510 0 10,300
BROOKS AUTOMATION INC COM 114340102 750 55,075 SH   DFND 21 55,075 0 0
BROWN & BROWN INC COM 115236101 19,711 522,710 SH   DFND 17 415,394 0 107,316
BROWN & BROWN INC COM 115236101 341 9,091 SH   DFND 21 4,991 0 4,100
BRUNSWICK CORP COM 117043109 1,273 26,379 SH   DFND 21 26,379 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 6,723 93,900 SH   DFND 3 93,900 0 0
BUFFALO WILD WINGS INC COM 119848109 2,251 15,992 SH   DFND 17 15,992 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 16,097 1,398,480 SH   DFND 17 1,226,697 0 171,783
BUILDERS FIRSTSOURCE INC COM 12008R107 532 46,299 SH   DFND 21 34,399 0 11,900
BURLINGTON STORES INC COM 122017106 9,104 112,363 SH   DFND 17 88,871 0 23,492
CAE INC COM 124765108 52,212 3,683,400 SH   DFND 3 3,604,000 0 79,400
CAE INC COM 124765108 1,392 97,535 SH   DFND 17 97,535 0 0
CBIZ INC COM 124805102 870 77,756 SH   DFND 17 54,321 0 23,435
CBIZ INC COM 124805102 859 77,549 SH   DFND 21 65,516 0 12,033
CBL & ASSOC PPTYS INC COM 124830100 587 48,679 SH   DFND 21 48,679 0 0
CBS CORP NEW CL B 124857202 1,431 26,149 SH   DFND 4 22,117 0 4,032
CBS CORP NEW CL B 124857202 41,681 761,434 SH   DFND 17 569,340 0 192,094
CBS CORP NEW CL B 124857202 20,113 368,573 SH   DFND 21 368,573 0 0
CBS CORP NEW CALL 124857902 5,113 93,400 SH Call DFND 4 93,400 0 0
CBS CORP NEW PUT 124857952 30,534 557,800 SH Put DFND 4 557,800 0 0
CBRE GROUP INC CL A 12504L109 10,262 366,768 SH   DFND 17 302,706 0 64,062
CBRE GROUP INC CL A 12504L109 9 322 SH   DFND 21 322 0 0
CDK GLOBAL INC COM 12508E101 225 3,920 SH   DFND 21 3,920 0 0
CDW CORP COM 12514G108 26,795 586,173 SH   DFND 17 400,620 0 185,553
CDW CORP COM 12514G108 191 4,181 SH   DFND 20 4,181 0 0
CDW CORP COM 12514G108 38,902 853,773 SH   DFND 21 708,308 0 145,465
CDW CORP COM 12514G108 151 3,309 SH   DFND 25 3,309 0 0
CF INDS HLDGS INC COM 125269100 375 15,402 SH   DFND 17 15,152 0 250
CF INDS HLDGS INC COM 125269100 4,896 201,894 SH   DFND 21 198,470 0 3,424
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11 154 SH   DFND 17 0 0 154
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 271 3,854 SH   DFND 21 3,854 0 0
CIGNA CORPORATION COM 125509109 1,788 13,721 SH   DFND 4 13,721 0 0
CIGNA CORPORATION COM 125509109 19,402 148,881 SH   DFND 17 83,168 0 65,713
CIGNA CORPORATION COM 125509109 85 652 SH   DFND 20 652 0 0
CIGNA CORPORATION COM 125509109 25,407 194,720 SH   DFND 21 107,484 0 87,236
CIGNA CORPORATION CALL 125509909 2,906 22,300 SH Call DFND 4 22,300 0 0
CIGNA CORPORATION PUT 125509959 21,829 167,500 SH Put DFND 4 167,500 0 0
CIT GROUP INC COM NEW 125581801 1,137 31,331 SH   DFND 4 31,331 0 0
CME GROUP INC COM 12572Q105 84,273 806,206 SH   DFND 17 700,793 0 105,413
CME GROUP INC COM 12572Q105 9,710 92,900 SH   DFND 20 92,900 0 0
CME GROUP INC COM 12572Q105 15,011 143,345 SH   DFND 21 137,795 0 5,550
CME GROUP INC CALL 12572Q905 9,438 90,300 SH Call DFND 4 90,300 0 0
CME GROUP INC PUT 12572Q955 46,072 440,800 SH Put DFND 4 440,800 0 0
CMS ENERGY CORP COM 125896100 12,110 288,106 SH   DFND 17 280,116 0 7,990
CMS ENERGY CORP COM 125896100 22,797 540,241 SH   DFND 21 461,189 0 79,052
CMS ENERGY CORP COM 125896100 84 2,001 SH   DFND 25 2,001 0 0
CNA FINL CORP COM 126117100 333 9,689 SH   DFND 17 9,689 0 0
CNA FINL CORP COM 126117100 115 3,329 SH   DFND 20 3,329 0 0
CNA FINL CORP COM 126117100 1,983 57,805 SH   DFND 21 55,188 0 2,617
CNO FINL GROUP INC COM 12621E103 2,761 177,547 SH   DFND 21 51,445 0 126,102
CRH PLC ADR 12626K203 5,985 181,208 SH   DFND 17 181,208 0 0
CSG SYS INTL INC COM 126349109 25,695 621,700 SH   DFND 3 597,600 0 24,100
CSG SYS INTL INC COM 126349109 2,216 53,524 SH   DFND 21 18,571 0 34,953
CSX CORP COM 126408103 7,121 233,475 SH   DFND 3 233,475 0 0
CSX CORP COM 126408103 1,886 62,862 SH   DFND 17 61,843 0 1,019
CSX CORP COM 126408103 12,924 430,934 SH   DFND 21 430,934 0 0
CSX CORP CALL 126408903 5,106 167,400 SH Call DFND 4 167,400 0 0
CSX CORP PUT 126408953 27,706 908,400 SH Put DFND 4 908,400 0 0
CST BRANDS INC COM 12646R105 7,320 152,220 SH   DFND 4 152,220 0 0
CST BRANDS INC COM 12646R105 27,489 571,619 SH   DFND 21 571,619 0 0
CSRA INC COM 12650T104 46,341 1,722,700 SH   DFND 3 1,682,100 0 40,600
CSRA INC COM 12650T104 1,321 48,836 SH   DFND 17 48,679 0 157
CSRA INC COM 12650T104 3,322 123,016 SH   DFND 21 121,598 0 1,418
CVS HEALTH CORP COM 126650100 19,735 221,768 SH   DFND 4 221,768 0 0
CVS HEALTH CORP COM 126650100 37,306 418,944 SH   DFND 17 241,971 0 176,973
CVS HEALTH CORP COM 126650100 2,538 28,516 SH   DFND 20 28,516 0 0
CVS HEALTH CORP COM 126650100 146,971 1,645,197 SH   DFND 21 1,111,309 0 533,888
CVS HEALTH CORP COM 126650100 331 3,714 SH   DFND 25 3,714 0 0
CVS HEALTH CORP CALL 126650900 16,792 188,700 SH Call DFND 4 188,700 0 0
CVS HEALTH CORP PUT 126650950 98,992 1,112,400 SH Put DFND 4 1,112,400 0 0
CYS INVTS INC COM 12673A108 3,762 431,460 SH   DFND 17 431,460 0 0
CYS INVTS INC COM 12673A108 118 13,583 SH   DFND 20 13,583 0 0
CYS INVTS INC COM 12673A108 6,686 768,780 SH   DFND 21 492,837 0 275,943
CA INC COM 12673P105 135,321 4,090,718 SH   DFND 3 4,086,418 0 4,300
CA INC COM 12673P105 48,493 1,475,076 SH   DFND 17 1,254,354 0 220,722
CA INC COM 12673P105 765 23,112 SH   DFND 20 23,112 0 0
CA INC COM 12673P105 20,828 631,439 SH   DFND 21 408,689 0 222,750
CABOT CORP COM 127055101 57,197 1,091,336 SH   DFND 3 1,067,436 0 23,900
CABOT CORP COM 127055101 3,890 74,420 SH   DFND 17 71,930 0 2,490
CABOT CORP COM 127055101 971 18,584 SH   DFND 21 16,013 0 2,571
CABOT OIL & GAS CORP COM 127097103 6,489 251,494 SH   DFND 17 250,989 0 505
CABOT OIL & GAS CORP COM 127097103 904 35,505 SH   DFND 21 35,505 0 0
CABOT OIL & GAS CORP COM 127097103 917 36,000 SH   DFND 24 36,000 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,284 24,266 SH   DFND 17 24,266 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 8,449 159,862 SH   DFND 21 159,862 0 0
CACI INTL INC CL A 127190304 403 3,992 SH   DFND 17 3,992 0 0
CACI INTL INC CL A 127190304 66 658 SH   DFND 20 658 0 0
CACI INTL INC CL A 127190304 2,782 27,607 SH   DFND 21 23,098 0 4,509
CADENCE DESIGN SYSTEM INC COM 127387108 14,864 582,230 SH   DFND 17 582,230 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,749 107,770 SH   DFND 21 54,681 0 53,089
CAL MAINE FOODS INC COM NEW 128030202 1,873 48,601 SH   DFND 17 48,601 0 0
CAL MAINE FOODS INC COM NEW 128030202 19,287 491,726 SH   DFND 21 381,179 0 110,547
CAL MAINE FOODS INC COM NEW 128030202 72 1,875 SH   DFND 25 1,875 0 0
CALAVO GROWERS INC COM 128246105 8,182 125,055 SH   DFND 17 125,055 0 0
CALAVO GROWERS INC COM 128246105 2,904 44,152 SH   DFND 21 44,152 0 0
CALAVO GROWERS INC COM 128246105 4,940 75,092 SH   DFND 24 75,092 0 0
CALERES INC COM 129500104 1,455 57,543 SH   DFND 17 0 0 57,543
CALERES INC COM 129500104 1,282 50,713 SH   DFND 21 809 0 49,904
CALIFORNIA RES CORP COM NEW 13057Q206 6,377 510,122 SH   DFND 4 510,122 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 7 534 SH   DFND 21 534 0 0
CALLAWAY GOLF CO COM 131193104 1,015 87,410 SH   DFND 17 14,990 0 72,420
CALLIDUS SOFTWARE INC COM 13123E500 6,493 353,826 SH   DFND 17 353,826 0 0
CALLON PETE CO DEL COM 13123X102 17,661 1,124,903 SH   DFND 17 983,919 0 140,984
CALLON PETE CO DEL COM 13123X102 542 34,530 SH   DFND 21 10,936 0 23,594
CAMBREX CORP COM 132011107 13,601 305,926 SH   DFND 17 264,276 0 41,650
CAMBREX CORP COM 132011107 1,130 25,518 SH   DFND 21 22,618 0 2,900
CAMDEN PPTY TR SH BEN INT 133131102 6 73 SH   DFND 17 73 0 0
CAMDEN PPTY TR SH BEN INT 133131102 664 7,831 SH   DFND 21 0 0 7,831
CAMECO CORP COM 13321L108 31,561 3,700,300 SH   DFND 3 2,827,900 0 872,400
CAMECO CORP COM 13321L108 4,666 534,678 SH   DFND 17 534,678 0 0
CAMECO CORP COM 13321L108 9,817 1,147,280 SH   DFND 21 1,147,280 0 0
CAMPBELL SOUP CO COM 134429109 421 7,696 SH   DFND 17 7,486 0 210
CAMPBELL SOUP CO COM 134429109 1,212 22,213 SH   DFND 21 8,664 0 13,549
CDN IMPERIAL BK COMM TORONTO COM 136069101 12,643 163,446 SH   DFND 17 49,858 0 113,588
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,020 13,179 SH   DFND 20 13,179 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 48,554 628,519 SH   DFND 21 376,936 0 251,583
CANADIAN NATL RY CO COM 136375102 14,339 219,752 SH   DFND 17 118,444 0 101,308
CANADIAN NATL RY CO COM 136375102 4,990 76,494 SH   DFND 21 29,911 0 46,583
CANADIAN NATL RY CO COM 136375102 93 1,420 SH   DFND 25 1,420 0 0
CANADIAN NAT RES LTD COM 136385101 6,950 217,780 SH   DFND 17 217,780 0 0
CANADIAN NAT RES LTD COM 136385101 20,167 628,889 SH   DFND 21 142,893 0 485,996
CANADIAN SOLAR INC COM 136635109 250 18,210 SH   DFND 17 18,210 0 0
CANTEL MEDICAL CORP COM 138098108 18,243 233,951 SH   DFND 17 202,060 0 31,891
CANTEL MEDICAL CORP COM 138098108 139 1,800 SH   DFND 21 0 0 1,800
CAPITAL ONE FINL CORP COM 14040H105 24,186 336,709 SH   DFND 4 336,709 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,267 101,575 SH   DFND 17 94,338 0 7,237
CAPITAL ONE FINL CORP COM 14040H105 606 8,432 SH   DFND 20 8,432 0 0
CAPITAL ONE FINL CORP COM 14040H105 47,282 666,252 SH   DFND 21 531,167 0 135,085
CAPITAL ONE FINL CORP COM 14040H105 125 1,734 SH   DFND 25 1,734 0 0
CAPITAL ONE FINL CORP CALL 14040H905 6,932 96,500 SH Call DFND 4 96,500 0 0
CAPITAL ONE FINL CORP PUT 14040H955 52,860 735,900 SH Put DFND 4 735,900 0 0
CAPITOL FED FINL INC COM 14057J101 378 26,862 SH   DFND 17 26,862 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 446 47,292 SH   DFND 17 47,292 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 3,092 328,297 SH   DFND 21 153,909 0 174,388
CARA THERAPEUTICS INC COM 140755109 3,154 377,743 SH   DFND 17 371,443 0 6,300
CARBONITE INC COM 141337105 1,217 79,215 SH   DFND 17 29,525 0 49,690
CARDINAL HEALTH INC COM 14149Y108 5,890 75,800 SH   DFND 3 75,800 0 0
CARDINAL HEALTH INC COM 14149Y108 2,894 37,241 SH   DFND 4 37,241 0 0
CARDINAL HEALTH INC COM 14149Y108 15,118 194,778 SH   DFND 17 187,447 0 7,331
CARDINAL HEALTH INC COM 14149Y108 73,704 954,598 SH   DFND 21 555,494 0 399,104
CARDINAL HEALTH INC COM 14149Y108 245 3,157 SH   DFND 25 3,157 0 0
CARDINAL HEALTH INC CALL 14149Y908 3,667 47,200 SH Call DFND 4 47,200 0 0
CARDINAL HEALTH INC PUT 14149Y958 27,009 347,600 SH Put DFND 4 347,600 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 517 21,760 SH   DFND 17 13,410 0 8,350
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 49,706 47,115,000 PRN   DFND 17 39,880,000 0 7,235,000
CARE CAP PPTYS INC COM 141624106 50,393 1,768,175 SH   DFND 3 1,731,275 0 36,900
CARE CAP PPTYS INC COM 141624106 1,150 40,582 SH   DFND 17 40,582 0 0
CARE COM INC COM 141633107 1,586 159,188 SH   DFND 17 69,558 0 89,630
CARETRUST REIT INC COM 14174T107 299 20,206 SH   DFND 17 20,206 0 0
CARETRUST REIT INC COM 14174T107 1,066 72,153 SH   DFND 21 66,696 0 5,457
CARLISLE COS INC COM 142339100 7,781 75,860 SH   DFND 3 75,860 0 0
CARLISLE COS INC COM 142339100 25,395 247,782 SH   DFND 17 214,487 0 33,295
CARLISLE COS INC COM 142339100 539 5,255 SH   DFND 20 5,255 0 0
CARLISLE COS INC COM 142339100 7,301 71,284 SH   DFND 21 63,610 0 7,674
CARMAX INC COM 143130102 11 206 SH   DFND 17 0 0 206
CARMAX INC COM 143130102 1,963 37,621 SH   DFND 21 37,621 0 0
CARMIKE CINEMAS INC COM 143436400 4,315 132,000 SH   DFND 21 132,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 23 468 SH   DFND 17 0 0 468
CARNIVAL CORP UNIT 99/99/9999 143658300 10,312 213,460 SH   DFND 21 134,622 0 78,838
CARNIVAL CORP CALL 143658900 1,055 21,600 SH Call DFND 4 21,600 0 0
CARNIVAL CORP PUT 143658950 8,172 167,400 SH Put DFND 4 167,400 0 0
CARNIVAL PLC ADR 14365C103 6,072 124,933 SH   DFND 17 124,933 0 0
CARNIVAL PLC ADR 14365C103 2,183 44,473 SH   DFND 21 0 0 44,473
CARRIAGE SVCS INC COM 143905107 4,909 207,559 SH   DFND 17 200,059 0 7,500
CARRIAGE SVCS INC COM 143905107 543 23,010 SH   DFND 21 23,010 0 0
CARRIZO OIL & GAS INC COM 144577103 10,967 270,000 SH   DFND 4 270,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 5,493 415,822 SH   DFND 17 403,630 0 12,192
CASELLA WASTE SYS INC CL A 147448104 1,073 104,135 SH   DFND 17 64,310 0 39,825
CASEYS GEN STORES INC COM 147528103 563 4,687 SH   DFND 17 4,687 0 0
CASEYS GEN STORES INC COM 147528103 65 539 SH   DFND 20 539 0 0
CASEYS GEN STORES INC COM 147528103 7,853 67,532 SH   DFND 21 25,380 0 42,152
CATALENT INC COM 148806102 9,242 357,661 SH   DFND 17 261,374 0 96,287
CATERPILLAR INC DEL COM 149123101 56 629 SH   DFND 17 0 0 629
CATERPILLAR INC DEL COM 149123101 1,293 14,768 SH   DFND 21 14,768 0 0
CATERPILLAR INC DEL CALL 149123901 13,795 155,400 SH Call DFND 4 155,400 0 0
CATERPILLAR INC DEL PUT 149123951 55,046 620,100 SH Put DFND 4 620,100 0 0
CATO CORP NEW CL A 149205106 2,733 83,100 SH   DFND 17 0 0 83,100
CATO CORP NEW CL A 149205106 1,283 39,265 SH   DFND 21 15,527 0 23,738
CAVCO INDS INC DEL COM 149568107 3,889 39,259 SH   DFND 17 39,259 0 0
CAVIUM INC COM 14964U108 4,505 77,400 SH   DFND 17 77,400 0 0
CAVIUM INC COM 14964U108 12 211 SH   DFND 20 211 0 0
CAVIUM INC COM 14964U108 782 13,474 SH   DFND 21 12,460 0 1,014
CEDAR FAIR L P DEPOSITRY UNIT 150185106 20,384 355,800 SH   DFND 3 346,400 0 9,400
CEDAR FAIR L P DEPOSITRY UNIT 150185106 7,028 122,680 SH   DFND 17 100,540 0 22,140
CELADON GROUP INC COM 150838100 1,977 226,148 SH   DFND 17 201,063 0 25,085
CELANESE CORP DEL COM SER A 150870103 160,095 2,405,268 SH   DFND 3 2,405,268 0 0
CELANESE CORP DEL COM SER A 150870103 34,288 522,258 SH   DFND 17 522,258 0 0
CELANESE CORP DEL COM SER A 150870103 844 12,681 SH   DFND 20 12,681 0 0
CELANESE CORP DEL COM SER A 150870103 8,538 128,451 SH   DFND 21 94,603 0 33,848
CELESTICA INC SUB VTG SHS 15101Q108 966 89,430 SH   DFND 17 27,958 0 61,472
CELESTICA INC SUB VTG SHS 15101Q108 91 8,411 SH   DFND 20 8,411 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,591 147,392 SH   DFND 21 139,841 0 7,551
CELGENE CORP COM 151020104 10,549 100,916 SH   DFND 4 100,916 0 0
CELGENE CORP COM 151020104 118,687 1,139,662 SH   DFND 17 957,396 0 182,266
CELGENE CORP COM 151020104 46,876 450,908 SH   DFND 21 370,812 0 80,096
CELGENE CORP COM 151020104 12,147 118,200 SH   DFND 24 118,200 0 0
CELGENE CORP CALL 151020904 19,568 187,200 SH Call DFND 4 187,200 0 0
CELGENE CORP PUT 151020954 99,607 952,900 SH Put DFND 4 952,900 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 782 95,452 SH   DFND 21 95,452 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 63,547 56,515,000 PRN   DFND 17 53,880,000 0 2,635,000
CENTENE CORP DEL COM 15135B101 4,759 71,076 SH   DFND 17 9,332 0 61,744
CENTENE CORP DEL COM 15135B101 108 1,616 SH   DFND 20 1,616 0 0
CENTENE CORP DEL COM 15135B101 6,669 99,199 SH   DFND 21 55,285 0 43,914
CENOVUS ENERGY INC COM 15135U109 2,320 161,727 SH   DFND 21 107,194 0 54,533
CENTERPOINT ENERGY INC COM 15189T107 754 32,440 SH   DFND 17 28,126 0 4,314
CENTERPOINT ENERGY INC COM 15189T107 199 8,576 SH   DFND 20 8,576 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,121 134,070 SH   DFND 21 126,474 0 7,596
CENTERSTATE BANKS INC COM 15201P109 934 52,666 SH   DFND 17 52,666 0 0
CENTERSTATE BANKS INC COM 15201P109 101 5,695 SH   DFND 20 5,695 0 0
CENTERSTATE BANKS INC COM 15201P109 1,166 65,839 SH   DFND 21 65,839 0 0
CENTRAL FD CDA LTD CL A 153501101 36,931 2,672,803 SH   DFND 3 2,618,703 0 54,100
CENTRAL GARDEN & PET CO COM 153527106 1,280 49,235 SH   DFND 17 49,235 0 0
CENTRAL GARDEN & PET CO COM 153527106 315 12,111 SH   DFND 21 12,111 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 376 15,176 SH   DFND 17 15,176 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,543 144,236 SH   DFND 21 82,897 0 61,339
CENTURY CMNTYS INC COM 156504300 1,493 69,426 SH   DFND 17 64,062 0 5,364
CENTURYLINK INC COM 156700106 150 5,470 SH   DFND 4 5,470 0 0
CENTURYLINK INC COM 156700106 14,499 528,430 SH   DFND 17 244,710 0 283,720
CENTURYLINK INC COM 156700106 900 32,814 SH   DFND 20 32,814 0 0
CENTURYLINK INC COM 156700106 60,660 2,207,587 SH   DFND 21 1,870,481 0 337,106
CENTURYLINK INC CALL 156700906 1,426 52,000 SH Call DFND 4 52,000 0 0
CENTURYLINK INC PUT 156700956 3,401 124,000 SH Put DFND 4 124,000 0 0
CEPHEID COM 15670R107 11,666 221,413 SH   DFND 4 221,413 0 0
CEPHEID COM 15670R107 27,399 520,000 SH   DFND 21 520,000 0 0
CEPHEID DBCV 1.250% 2/0 15670RAC1 12,233 11,775,000 PRN   DFND 17 11,775,000 0 0
CERNER CORP COM 156782104 17,280 279,844 SH   DFND 17 279,520 0 324
CERNER CORP COM 156782104 20 324 SH   DFND 21 324 0 0
CERNER CORP CALL 156782904 2,495 40,400 SH Call DFND 4 40,400 0 0
CERNER CORP PUT 156782954 12,196 197,500 SH Put DFND 4 197,500 0 0
CEVA INC COM 157210105 5,200 148,265 SH   DFND 17 144,456 0 3,809
CHARLES RIV LABS INTL INC COM 159864107 1,848 22,177 SH   DFND 17 18,917 0 3,260
CHARLES RIV LABS INTL INC COM 159864107 179 2,146 SH   DFND 20 2,146 0 0
CHARLES RIV LABS INTL INC COM 159864107 3,626 43,592 SH   DFND 21 38,018 0 5,574
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,661 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,720 6,371 SH   DFND 17 6,137 0 234
CHARTER COMMUNICATIONS INC N CL A 16119P108 17,752 65,449 SH   DFND 21 59,694 0 5,755
CHARTER COMMUNICATIONS INC N CALL 16119P908 270 1,000 SH Call DFND 4 1,000 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 5,777 21,400 SH Put DFND 4 21,400 0 0
CHARTER FINL CORP MD COM 16122W108 282 21,870 SH   DFND 17 21,870 0 0
CHEMED CORP NEW COM 16359R103 5,023 35,607 SH   DFND 17 9,602 0 26,005
CHEMED CORP NEW COM 16359R103 119 843 SH   DFND 20 843 0 0
CHEMED CORP NEW COM 16359R103 14,618 104,276 SH   DFND 21 56,399 0 47,877
CHEMICAL FINL CORP COM 163731102 381 8,629 SH   DFND 17 8,629 0 0
CHEMICAL FINL CORP COM 163731102 478 10,841 SH   DFND 20 10,841 0 0
CHEMICAL FINL CORP COM 163731102 3,164 71,754 SH   DFND 21 71,754 0 0
CHEMOURS CO COM 163851108 284 17,737 SH   DFND 17 17,737 0 0
CHEMOURS CO COM 163851108 2,062 130,540 SH   DFND 21 114,099 0 16,441
CHEMTURA CORP COM NEW 163893209 27,000 822,918 SH   DFND 21 822,918 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,308 30,000 SH   DFND 4 30,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 34 783 SH   DFND 21 783 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 89,832 139,275,000 PRN   DFND 17 132,345,000 0 6,930,000
CHESAPEAKE ENERGY CORP COM 165167107 41 6,501 SH   DFND 17 0 0 6,501
CHESAPEAKE ENERGY CORP COM 165167107 57 9,284 SH   DFND 21 9,284 0 0
CHESAPEAKE ENERGY CORP PUT 165167957 15,675 2,500,000 SH Put DFND 4 2,500,000 0 0
CHEVRON CORP NEW COM 166764100 155,816 1,513,955 SH   DFND 3 1,511,955 0 2,000
CHEVRON CORP NEW COM 166764100 70,611 692,782 SH   DFND 17 672,786 0 19,996
CHEVRON CORP NEW COM 166764100 1,383 13,433 SH   DFND 20 13,433 0 0
CHEVRON CORP NEW COM 166764100 148,741 1,458,879 SH   DFND 21 1,031,878 0 427,001
CHEVRON CORP NEW COM 166764100 2,079 20,529 SH   DFND 24 20,529 0 0
CHEVRON CORP NEW COM 166764100 119 1,156 SH   DFND 25 1,156 0 0
CHEVRON CORP NEW CALL 166764900 48,095 467,300 SH Call DFND 4 467,300 0 0
CHEVRON CORP NEW PUT 166764950 263,712 2,562,300 SH Put DFND 4 2,562,300 0 0
CHILDRENS PL INC COM 168905107 8,226 103,553 SH   DFND 21 80,644 0 22,909
CHIMERA INVT CORP COM NEW 16934Q208 8,696 545,195 SH   DFND 17 233,049 0 312,146
CHIMERA INVT CORP COM NEW 16934Q208 132 8,307 SH   DFND 20 8,307 0 0
CHIMERA INVT CORP COM NEW 16934Q208 16,273 1,015,142 SH   DFND 21 452,280 0 562,862
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 13,388 216,319 SH   DFND 17 216,319 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,398 119,535 SH   DFND 21 119,535 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 628 8,500 SH   DFND 17 0 0 8,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 414 977 SH   DFND 4 977 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 13 31 SH   DFND 17 0 0 31
CHIPOTLE MEXICAN GRILL INC COM 169656105 13 31 SH   DFND 21 31 0 0
CHIPOTLE MEXICAN GRILL INC PUT 169656955 1,736 4,100 SH Put DFND 4 4,100 0 0
CHURCH & DWIGHT INC COM 171340102 13 277 SH   DFND 17 0 0 277
CHURCH & DWIGHT INC COM 171340102 289 6,077 SH   DFND 21 6,077 0 0
CHURCHILL DOWNS INC COM 171484108 3,798 25,951 SH   DFND 17 25,951 0 0
CHURCHILL DOWNS INC COM 171484108 892 6,074 SH   DFND 21 3,207 0 2,867
CHUYS HLDGS INC COM 171604101 1,524 54,557 SH   DFND 17 54,557 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 16,436 16,485,000 PRN   DFND 17 16,485,000 0 0
CINCINNATI FINL CORP COM 172062101 6,939 92,004 SH   DFND 17 3,598 0 88,406
CINCINNATI FINL CORP COM 172062101 9,666 129,669 SH   DFND 21 129,669 0 0
CINEMARK HOLDINGS INC COM 17243V102 338 8,822 SH   DFND 17 8,822 0 0
CINEMARK HOLDINGS INC COM 17243V102 13,218 346,524 SH   DFND 21 346,524 0 0
CIRRUS LOGIC INC COM 172755100 7,847 148,070 SH   DFND 17 139,222 0 8,848
CIRRUS LOGIC INC COM 172755100 214 4,023 SH   DFND 20 4,023 0 0
CIRRUS LOGIC INC COM 172755100 31,617 602,619 SH   DFND 21 487,700 0 114,919
CIRRUS LOGIC INC COM 172755100 63 1,189 SH   DFND 25 1,189 0 0
CISCO SYS INC COM 17275R102 165,487 5,217,125 SH   DFND 3 5,212,325 0 4,800
CISCO SYS INC COM 17275R102 265,968 8,403,216 SH   DFND 17 6,888,596 0 1,514,620
CISCO SYS INC COM 17275R102 2,211 69,693 SH   DFND 20 69,693 0 0
CISCO SYS INC COM 17275R102 244,808 7,763,918 SH   DFND 21 5,469,907 0 2,294,011
CISCO SYS INC COM 17275R102 481 15,164 SH   DFND 25 15,164 0 0
CISCO SYS INC CALL 17275R902 17,370 547,600 SH Call DFND 4 547,600 0 0
CISCO SYS INC PUT 17275R952 163,704 5,160,900 SH Put DFND 4 5,160,900 0 0
CINTAS CORP COM 172908105 3,717 33,010 SH   DFND 17 32,468 0 542
CINTAS CORP COM 172908105 28,780 257,072 SH   DFND 21 257,072 0 0
CITIGROUP INC COM NEW 172967424 147,309 3,118,979 SH   DFND 3 3,115,979 0 3,000
CITIGROUP INC COM NEW 172967424 110,548 2,340,639 SH   DFND 4 2,340,639 0 0
CITIGROUP INC COM NEW 172967424 108,158 2,320,030 SH   DFND 17 2,053,582 0 266,448
CITIGROUP INC COM NEW 172967424 2,210 46,798 SH   DFND 20 46,798 0 0
CITIGROUP INC COM NEW 172967424 202,131 4,338,618 SH   DFND 21 3,512,218 0 826,400
CITIGROUP INC COM NEW 172967424 211 4,473 SH   DFND 25 4,473 0 0
CITIGROUP INC CALL 172967904 25,107 531,600 SH Call DFND 4 531,600 0 0
CITIGROUP INC PUT 172967954 148,860 3,151,800 SH Put DFND 4 3,151,800 0 0
CITIZENS FINL GROUP INC COM 174610105 269 10,900 SH   DFND 4 10,900 0 0
CITIZENS FINL GROUP INC COM 174610105 14 560 SH   DFND 17 0 0 560
CITIZENS FINL GROUP INC COM 174610105 14 560 SH   DFND 21 560 0 0
CITRIX SYS INC COM 177376100 1,286 15,091 SH   DFND 17 12,999 0 2,092
CITRIX SYS INC COM 177376100 184 2,157 SH   DFND 20 2,157 0 0
CITRIX SYS INC COM 177376100 6,387 75,012 SH   DFND 21 63,039 0 11,973
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 81,326 72,030,000 PRN   DFND 17 67,760,000 0 4,270,000
CLEARWATER PAPER CORP COM 18538R103 407 6,400 SH   DFND 21 6,400 0 0
CLIFFS NAT RES INC PUT 18683K951 8,198 1,401,300 SH Put DFND 4 1,401,300 0 0
CLIFTON BANCORP INC COM 186873105 156 10,185 SH   DFND 17 10,185 0 0
CLOROX CO DEL COM 189054109 851 6,795 SH   DFND 17 6,491 0 304
CLOROX CO DEL COM 189054109 15,749 126,298 SH   DFND 21 117,931 0 8,367
CLOROX CO DEL PUT 189054959 4,381 35,000 SH Put DFND 4 35,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 12,499 13,070,000 PRN   DFND 17 13,070,000 0 0
CLUBCORP HLDGS INC COM 18948M108 2,647 182,957 SH   DFND 17 182,957 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 53,167 103,995,000 PRN   DFND 17 98,615,000 0 5,380,000
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 13,833 35,855,000 PRN   DFND 17 34,255,000 0 1,600,000
COCA COLA BOTTLING CO CONS COM 191098102 21,836 147,381 SH   DFND 3 144,181 0 3,200
COCA COLA BOTTLING CO CONS COM 191098102 680 4,739 SH   DFND 17 4,739 0 0
COCA COLA CO COM 191216100 23,264 549,714 SH   DFND 4 549,714 0 0
COCA COLA CO COM 191216100 85,523 2,020,863 SH   DFND 17 1,973,646 0 47,217
COCA COLA CO COM 191216100 23,599 559,692 SH   DFND 21 447,828 0 111,864
COCA COLA CO CALL 191216900 29,700 701,800 SH Call DFND 4 701,800 0 0
COCA COLA CO PUT 191216950 148,209 3,502,100 SH Put DFND 4 3,502,100 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 926 12,319 SH   DFND 21 12,319 0 0
COEUR MNG INC COM NEW 192108504 228 19,263 SH   DFND 21 19,263 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 2,562 69,068 SH   DFND 21 69,068 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8,436 176,810 SH   DFND 4 176,810 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 30,476 638,774 SH   DFND 17 499,778 0 138,996
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,363 24,867 SH   DFND 21 24,867 0 0
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 4,256 89,200 SH Call DFND 4 89,200 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 21,465 449,900 SH Put DFND 4 449,900 0 0
COHERENT INC COM 192479103 16,147 146,130 SH   DFND 17 123,638 0 22,492
COHERENT INC COM 192479103 127 1,147 SH   DFND 20 1,147 0 0
COHERENT INC COM 192479103 6,794 61,901 SH   DFND 21 54,835 0 7,066
COHERUS BIOSCIENCES INC COM 19249H103 2,716 103,305 SH   DFND 17 103,305 0 0
COHERUS BIOSCIENCES INC COM 19249H103 1,025 39,000 SH   DFND 24 39,000 0 0
COLGATE PALMOLIVE CO COM 194162103 1,621 21,869 SH   DFND 17 20,908 0 961
COLGATE PALMOLIVE CO COM 194162103 37,223 504,216 SH   DFND 21 253,833 0 250,383
COLGATE PALMOLIVE CO COM 194162103 557 7,600 SH   DFND 24 7,600 0 0
COLGATE PALMOLIVE CO CALL 194162903 11,944 161,100 SH Call DFND 4 161,100 0 0
COLGATE PALMOLIVE CO PUT 194162953 66,044 890,800 SH Put DFND 4 890,800 0 0
COLONY CAP INC CL A 19624R106 262 14,383 SH   DFND 17 14,383 0 0
COLONY STARWOOD HOMES COM 19625X102 4,609 160,602 SH   DFND 4 160,602 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 152 8,501 SH   DFND 17 8,501 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 558 31,272 SH   DFND 21 31,272 0 0
COMFORT SYS USA INC COM 199908104 32,569 1,111,200 SH   DFND 3 1,083,163 0 28,037
COMFORT SYS USA INC COM 199908104 5,701 195,055 SH   DFND 17 181,640 0 13,415
COMCAST CORP NEW CL A 20030N101 301,065 4,538,440 SH   DFND 17 3,853,650 0 684,790
COMCAST CORP NEW CL A 20030N101 1,955 29,468 SH   DFND 20 29,468 0 0
COMCAST CORP NEW CL A 20030N101 229,798 3,466,690 SH   DFND 21 2,375,485 0 1,091,205
COMCAST CORP NEW CL A 20030N101 508 7,655 SH   DFND 25 7,655 0 0
COMCAST CORP NEW CALL 20030N901 29,282 441,400 SH Call DFND 4 441,400 0 0
COMCAST CORP NEW PUT 20030N951 178,866 2,696,200 SH Put DFND 4 2,696,200 0 0
COMMERCIAL METALS CO COM 201723103 634 39,164 SH   DFND 17 11,764 0 27,400
COMMERCIAL METALS CO COM 201723103 2,514 155,301 SH   DFND 21 55,208 0 100,093
COMMUNITY TR BANCORP INC COM 204149108 20,144 542,820 SH   DFND 3 542,820 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 210 80,211 SH   DFND 21 80,211 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 20,872 2,251,877 SH   DFND 17 2,251,877 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 399 42,597 SH   DFND 21 42,597 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 322 31,095 SH   DFND 17 5,495 0 25,600
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 677 64,060 SH   DFND 21 64,060 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 15 1,050 SH   DFND 17 1,050 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 12,200 881,458 SH   DFND 21 881,458 0 0
COMPUTER SCIENCES CORP COM 205363104 54,786 1,049,334 SH   DFND 17 908,066 0 141,268
COMPUTER SCIENCES CORP COM 205363104 12,631 241,797 SH   DFND 21 233,512 0 8,285
CONAGRA FOODS INC COM 205887102 4,014 85,200 SH   DFND 3 85,200 0 0
CONAGRA FOODS INC COM 205887102 1,539 33,192 SH   DFND 17 29,067 0 4,125
CONAGRA FOODS INC COM 205887102 1,099 23,744 SH   DFND 21 23,744 0 0
CONAGRA FOODS INC CALL 205887902 2,059 43,700 SH Call DFND 4 43,700 0 0
CONAGRA FOODS INC PUT 205887952 21,671 460,000 SH Put DFND 4 460,000 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 1,495 147,847 SH   DFND 17 143,529 0 4,318
CONCHO RES INC COM 20605P101 28,109 204,650 SH   DFND 17 204,497 0 153
CONCHO RES INC COM 20605P101 1,587 11,871 SH   DFND 21 11,871 0 0
CONCHO RES INC COM 20605P101 2,098 15,700 SH   DFND 24 15,700 0 0
CONCHO RES INC CALL 20605P901 316 2,300 SH Call DFND 4 2,300 0 0
CONCHO RES INC PUT 20605P951 1,662 12,100 SH Put DFND 4 12,100 0 0
CONCORDIA INTL CORP COM 20653P102 29 6,400 SH   DFND 17 0 0 6,400
CONCORDIA INTL CORP COM 20653P102 287 63,688 SH   DFND 21 33,611 0 30,077
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 14,266 788,200 SH   DFND 3 735,677 0 52,523
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 293 16,165 SH   DFND 17 16,165 0 0
CONNS INC COM 208242107 110 10,837 SH   DFND 21 7,970 0 2,867
CONOCOPHILLIPS COM 20825C104 1,516 34,883 SH   DFND 4 34,883 0 0
CONOCOPHILLIPS COM 20825C104 620 14,253 SH   DFND 17 12,920 0 1,333
CONOCOPHILLIPS COM 20825C104 5,284 121,196 SH   DFND 21 113,849 0 7,347
CONOCOPHILLIPS CALL 20825C904 12,337 283,800 SH Call DFND 4 283,800 0 0
CONOCOPHILLIPS PUT 20825C954 51,777 1,191,100 SH Put DFND 4 1,191,100 0 0
CONSOL ENERGY INC COM 20854P109 195 10,382 SH   DFND 21 6,482 0 3,900
CONSOLIDATED COMM HLDGS INC COM 209034107 224 8,893 SH   DFND 17 8,893 0 0
CONSOLIDATED EDISON INC COM 209115104 356 4,725 SH   DFND 4 4,725 0 0
CONSOLIDATED EDISON INC COM 209115104 12,495 165,648 SH   DFND 17 46,638 0 119,010
CONSOLIDATED EDISON INC COM 209115104 893 11,862 SH   DFND 20 11,862 0 0
CONSOLIDATED EDISON INC COM 209115104 46,150 605,696 SH   DFND 21 464,283 0 141,413
CONSOLIDATED EDISON INC COM 209115104 305 4,055 SH   DFND 25 4,055 0 0
CONSOLIDATED EDISON INC CALL 209115904 4,352 57,800 SH Call DFND 4 57,800 0 0
CONSOLIDATED EDISON INC PUT 209115954 24,405 324,100 SH Put DFND 4 324,100 0 0
CONSTELLATION BRANDS INC CL A 21036P108 92,690 556,979 SH   DFND 17 537,839 0 19,140
CONSTELLATION BRANDS INC CL A 21036P108 17,049 102,400 SH   DFND 20 102,400 0 0
CONSTELLATION BRANDS INC CL A 21036P108 18,925 115,075 SH   DFND 21 23,375 0 91,700
CONSTELLATION BRANDS INC CL A 21036P108 6,760 41,300 SH   DFND 24 41,300 0 0
CONSTELLATION BRANDS INC CALL 21036P908 7,892 47,400 SH Call DFND 4 47,400 0 0
CONSTELLATION BRANDS INC PUT 21036P958 46,684 280,400 SH Put DFND 4 280,400 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 153 14,955 SH   DFND 17 14,955 0 0
CONTINENTAL RESOURCES INC COM 212015101 38,298 737,791 SH   DFND 17 733,748 0 4,043
CONTINENTAL RESOURCES INC COM 212015101 1,069 20,964 SH   DFND 21 20,964 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,239 24,300 SH   DFND 24 24,300 0 0
CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1,042 59,900 SH   DFND 17 59,900 0 0
CONVERGYS CORP COM 212485106 45,075 1,481,767 SH   DFND 3 1,455,267 0 26,500
CONVERGYS CORP COM 212485106 10,302 338,743 SH   DFND 17 186,634 0 152,109
CONVERGYS CORP COM 212485106 951 31,270 SH   DFND 20 31,270 0 0
CONVERGYS CORP COM 212485106 39,251 1,296,905 SH   DFND 21 964,942 0 331,963
CONVERGYS CORP COM 212485106 46 1,516 SH   DFND 25 1,516 0 0
COOPER COS INC COM NEW 216648402 9,021 50,326 SH   DFND 17 50,274 0 52
COOPER COS INC COM NEW 216648402 2,416 13,477 SH   DFND 20 13,477 0 0
COOPER COS INC COM NEW 216648402 4,593 25,689 SH   DFND 21 24,939 0 750
COOPER STD HLDGS INC COM 21676P103 16,494 166,946 SH   DFND 17 139,109 0 27,837
COOPER STD HLDGS INC COM 21676P103 120 1,211 SH   DFND 20 1,211 0 0
COOPER STD HLDGS INC COM 21676P103 16,617 168,261 SH   DFND 21 120,626 0 47,635
COOPER TIRE & RUBR CO COM 216831107 5,657 150,584 SH   DFND 21 49,328 0 101,256
CORCEPT THERAPEUTICS INC COM 218352102 1,022 157,280 SH   DFND 17 157,280 0 0
CORE MARK HOLDING CO INC COM 218681104 10,596 295,970 SH   DFND 17 257,881 0 38,089
CORE MARK HOLDING CO INC COM 218681104 125 3,400 SH   DFND 21 0 0 3,400
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 80 2,736 SH   DFND 17 2,736 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 144 4,870 SH   DFND 21 4,870 0 0
CORELOGIC INC COM 21871D103 160 4,075 SH   DFND 17 0 0 4,075
CORELOGIC INC COM 21871D103 1,310 33,169 SH   DFND 21 33,169 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 22,367 486,773 SH   DFND 17 486,773 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 32,089 29,195,000 PRN   DFND 17 24,635,000 0 4,560,000
CORNING INC COM 219350105 7,970 337,000 SH   DFND 3 337,000 0 0
CORNING INC COM 219350105 138,013 5,835,665 SH   DFND 17 5,206,380 0 629,285
CORNING INC COM 219350105 1,019 43,080 SH   DFND 20 43,080 0 0
CORNING INC COM 219350105 56,705 2,407,119 SH   DFND 21 1,660,741 0 746,378
CORNING INC CALL 219350905 2,292 96,900 SH Call DFND 4 96,900 0 0
CORNING INC PUT 219350955 11,366 480,600 SH Put DFND 4 480,600 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 1,870 115,405 SH   DFND 17 115,405 0 0
COSTCO WHSL CORP NEW COM 22160K105 7,046 46,202 SH   DFND 4 46,202 0 0
COSTCO WHSL CORP NEW COM 22160K105 173,879 1,140,539 SH   DFND 17 1,044,304 0 96,235
COSTCO WHSL CORP NEW COM 22160K105 23,045 152,430 SH   DFND 21 149,636 0 2,794
COSTCO WHSL CORP NEW CALL 22160K905 14,671 96,200 SH Call DFND 4 96,200 0 0
COSTCO WHSL CORP NEW PUT 22160K955 89,920 589,600 SH Put DFND 4 589,600 0 0
COSTAR GROUP INC COM 22160N109 17,038 78,687 SH   DFND 17 63,545 0 15,142
COSTAR GROUP INC COM 22160N109 151 700 SH   DFND 21 0 0 700
COTT CORP QUE COM 22163N106 17,128 1,205,758 SH   DFND 17 1,205,758 0 0
COTT CORP QUE COM 22163N106 151 10,550 SH   DFND 21 0 0 10,550
COTY INC COM CL A 222070203 334 14,401 SH   DFND 21 9,812 0 4,589
COUSINS PPTYS INC COM 222795106 29,423 2,818,300 SH   DFND 3 2,768,000 0 50,300
COVENANT TRANSN GROUP INC CL A 22284P105 824 42,628 SH   DFND 17 39,400 0 3,228
COWEN GROUP INC NEW CL A 223622101 131 36,173 SH   DFND 17 36,173 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 2,557 19,338 SH   DFND 17 8,988 0 10,350
CRACKER BARREL OLD CTRY STOR COM 22410J106 113 852 SH   DFND 20 852 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 12,865 97,765 SH   DFND 21 92,802 0 4,963
CRANE CO COM 224399105 59,204 939,590 SH   DFND 3 920,790 0 18,800
CRANE CO COM 224399105 5,549 89,013 SH   DFND 17 89,013 0 0
CRANE CO COM 224399105 1,075 17,111 SH   DFND 21 13,341 0 3,770
CREDIT ACCEP CORP MICH COM 225310101 1,365 6,789 SH   DFND 17 6,789 0 0
CREDIT ACCEP CORP MICH COM 225310101 9,697 48,874 SH   DFND 21 48,874 0 0
CRESCENT PT ENERGY CORP COM 22576C101 68 5,159 SH   DFND 17 5,159 0 0
CRESCENT PT ENERGY CORP COM 22576C101 2,353 177,914 SH   DFND 21 34,076 0 143,838
CRITEO S A SPONS ADS 226718104 60,767 1,730,751 SH   DFND 17 1,623,296 0 107,455
CRITEO S A SPONS ADS 226718104 1,169 33,350 SH   DFND 21 33,350 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 4,078 346,176 SH   DFND 17 336,076 0 10,100
CROWN CASTLE INTL CORP NEW COM 22822V101 331 3,515 SH   DFND 4 3,515 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 6,413 68,073 SH   DFND 17 62,418 0 5,655
CROWN CASTLE INTL CORP NEW COM 22822V101 41,129 437,137 SH   DFND 21 437,137 0 0
CROWN CASTLE INTL CORP NEW CALL 22822V901 6,529 69,300 SH Call DFND 4 69,300 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 39,229 416,400 SH Put DFND 4 416,400 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,320 28,350 SH   DFND 17 28,350 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 164 3,510 SH   DFND 21 3,510 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 561 12,000 SH   DFND 24 12,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 15,243 11,725,000 PRN   DFND 17 11,725,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 17,800 16,265,000 PRN   DFND 17 16,265,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 20,211 18,135,000 PRN   DFND 17 18,135,000 0 0
CUBESMART COM 229663109 5,085 186,554 SH   DFND 4 186,554 0 0
CUBESMART COM 229663109 14,534 531,599 SH   DFND 17 421,423 0 110,176
CUBESMART COM 229663109 13,154 472,519 SH   DFND 21 433,280 0 39,239
CUMMINS INC COM 231021106 11,356 88,615 SH   DFND 3 88,615 0 0
CUMMINS INC COM 231021106 1,752 14,093 SH   DFND 17 13,926 0 167
CUMMINS INC COM 231021106 790 6,351 SH   DFND 21 6,351 0 0
CUMMINS INC CALL 231021906 4,165 32,500 SH Call DFND 4 32,500 0 0
CUMMINS INC PUT 231021956 29,193 227,800 SH Put DFND 4 227,800 0 0
CURTISS WRIGHT CORP COM 231561101 201 2,205 SH   DFND 17 2,205 0 0
CURTISS WRIGHT CORP COM 231561101 1,509 16,780 SH   DFND 21 16,780 0 0
CUSTOMERS BANCORP INC COM 23204G100 235 9,336 SH   DFND 17 9,336 0 0
CUSTOMERS BANCORP INC COM 23204G100 52 2,071 SH   DFND 21 0 0 2,071
CVENT INC COM 23247G109 11,574 365,000 SH   DFND 21 365,000 0 0
CYNOSURE INC CL A 232577205 17,881 351,012 SH   DFND 17 303,717 0 47,295
CYNOSURE INC CL A 232577205 144 2,850 SH   DFND 21 0 0 2,850
CYPRESS SEMICONDUCTOR CORP COM 232806109 27,984 2,301,275 SH   DFND 17 1,739,275 0 562,000
CYRUSONE INC COM 23283R100 38,585 811,124 SH   DFND 3 789,524 0 21,600
CYRUSONE INC COM 23283R100 13,314 279,874 SH   DFND 17 227,976 0 51,898
CYRUSONE INC COM 23283R100 319 6,702 SH   DFND 21 3,052 0 3,650
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,348 110,153 SH   DFND 4 110,153 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 1,055 21,614 SH   DFND 21 21,614 0 0
D R HORTON INC COM 23331A109 6,254 207,100 SH   DFND 3 207,100 0 0
D R HORTON INC COM 23331A109 440 14,571 SH   DFND 17 14,205 0 366
D R HORTON INC COM 23331A109 127 4,194 SH   DFND 20 4,194 0 0
D R HORTON INC COM 23331A109 2,729 90,380 SH   DFND 21 68,911 0 21,469
DST SYS INC DEL COM 233326107 37,702 319,725 SH   DFND 3 315,125 0 4,600
DST SYS INC DEL COM 233326107 22,405 190,000 SH   DFND 4 190,000 0 0
DST SYS INC DEL COM 233326107 4,945 42,028 SH   DFND 17 39,868 0 2,160
DST SYS INC DEL COM 233326107 11,435 97,259 SH   DFND 21 61,782 0 35,477
DST SYS INC DEL COM 233326107 135 1,146 SH   DFND 25 1,146 0 0
DTE ENERGY CO COM 233331107 15,726 168,030 SH   DFND 17 160,190 0 7,840
DTE ENERGY CO COM 233331107 98 1,048 SH   DFND 20 1,048 0 0
DTE ENERGY CO COM 233331107 34,798 372,804 SH   DFND 21 237,984 0 134,820
DTE ENERGY CO COM 233331107 173 1,851 SH   DFND 25 1,851 0 0
DTE ENERGY CO CALL 233331907 478 5,100 SH Call DFND 4 5,100 0 0
DTE ENERGY CO PUT 233331957 1,162 12,400 SH Put DFND 4 12,400 0 0
DTS INC COM 23335C101 5,680 133,533 SH   DFND 21 133,533 0 0
DANA INCORPORATED COM 235825205 27,845 1,786,100 SH   DFND 3 1,745,400 0 40,700
DANA INCORPORATED COM 235825205 456 29,225 SH   DFND 17 0 0 29,225
DANAHER CORP DEL COM 235851102 87,302 1,113,938 SH   DFND 17 950,958 0 162,980
DANAHER CORP DEL COM 235851102 52,625 679,250 SH   DFND 21 554,923 0 124,327
DANAHER CORP DEL COM 235851102 5,082 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL CALL 235851902 5,668 72,300 SH Call DFND 4 72,300 0 0
DANAHER CORP DEL PUT 235851952 20,115 256,600 SH Put DFND 4 256,600 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,427 475,000 PRN   DFND 17 475,000 0 0
DARDEN RESTAURANTS INC COM 237194105 4,261 69,491 SH   DFND 17 67,030 0 2,461
DARDEN RESTAURANTS INC COM 237194105 425 6,927 SH   DFND 20 6,927 0 0
DARDEN RESTAURANTS INC COM 237194105 28,920 473,900 SH   DFND 21 457,017 0 16,883
DAVE & BUSTERS ENTMT INC COM 238337109 13,857 353,685 SH   DFND 17 302,311 0 51,374
DAVE & BUSTERS ENTMT INC COM 238337109 539 13,872 SH   DFND 21 3,071 0 10,801
DAVITA INC COM 23918K108 399 6,036 SH   DFND 17 5,858 0 178
DAVITA INC COM 23918K108 117 1,770 SH   DFND 20 1,770 0 0
DAVITA INC COM 23918K108 1,916 29,027 SH   DFND 21 29,027 0 0
DEAN FOODS CO NEW COM NEW 242370203 2,282 139,150 SH   DFND 17 83,321 0 55,829
DEAN FOODS CO NEW COM NEW 242370203 88 5,366 SH   DFND 20 5,366 0 0
DEAN FOODS CO NEW COM NEW 242370203 12,153 741,279 SH   DFND 21 535,055 0 206,224
DEERE & CO COM 244199105 67,359 789,211 SH   DFND 17 784,100 0 5,111
DEERE & CO COM 244199105 2,413 28,599 SH   DFND 21 26,717 0 1,882
DEERE & CO CALL 244199905 7,912 92,700 SH Call DFND 4 92,700 0 0
DEERE & CO PUT 244199955 38,979 456,700 SH Put DFND 4 456,700 0 0
DELEK US HLDGS INC COM 246647101 517 30,992 SH   DFND 21 28,204 0 2,788
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 16,923 592,130 SH   DFND 3 558,169 0 33,961
DELL TECHNOLOGIES INC COM CL V 24703L103 19,870 415,687 SH   DFND 17 412,914 0 2,773
DELL TECHNOLOGIES INC COM CL V 24703L103 35 738 SH   DFND 20 738 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,440 30,180 SH   DFND 21 21,939 0 8,241
DELL TECHNOLOGIES INC COM CL V 24703L103 6 135 SH   DFND 25 135 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,997 177,782 SH   DFND 4 177,782 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,960 126,015 SH   DFND 17 125,206 0 809
DELTA AIR LINES INC DEL COM NEW 247361702 165 4,180 SH   DFND 20 4,180 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 36,673 935,121 SH   DFND 21 766,784 0 168,337
DELTA AIR LINES INC DEL CALL 247361902 7,156 181,800 SH Call DFND 4 181,800 0 0
DELTA AIR LINES INC DEL PUT 247361952 36,967 939,200 SH Put DFND 4 939,200 0 0
DENBURY RES INC COM NEW 247916208 2,082 644,621 SH   DFND 17 644,621 0 0
DENBURY RES INC COM NEW 247916208 68 21,539 SH   DFND 21 21,539 0 0
DELUXE CORP COM 248019101 40,040 599,223 SH   DFND 3 584,223 0 15,000
DELUXE CORP COM 248019101 8,533 127,699 SH   DFND 17 71,699 0 56,000
DELUXE CORP COM 248019101 181 2,715 SH   DFND 20 2,715 0 0
DELUXE CORP COM 248019101 19,586 295,535 SH   DFND 21 138,822 0 156,713
DENTSPLY SIRONA INC COM 24906P109 15 251 SH   DFND 17 0 0 251
DENTSPLY SIRONA INC COM 24906P109 11,281 190,866 SH   DFND 21 39,038 0 151,828
DERMIRA INC COM 24983L104 3,257 97,577 SH   DFND 17 97,577 0 0
DERMIRA INC COM 24983L104 490 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,522 1,035,000 PRN   DFND 17 1,035,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,181 94,795 SH   DFND 3 94,795 0 0
DEVON ENERGY CORP NEW COM 25179M103 8,175 187,274 SH   DFND 17 186,713 0 561
DEVON ENERGY CORP NEW COM 25179M103 3,716 86,330 SH   DFND 21 86,330 0 0
DEVON ENERGY CORP NEW CALL 25179M903 3,604 81,700 SH Call DFND 4 81,700 0 0
DEVON ENERGY CORP NEW PUT 25179M953 18,575 421,100 SH Put DFND 4 421,100 0 0
DEVRY ED GROUP INC COM 251893103 846 37,252 SH   DFND 21 37,252 0 0
DEXCOM INC COM 252131107 54,424 620,770 SH   DFND 17 503,452 0 117,318
DEXCOM INC COM 252131107 177 2,021 SH   DFND 21 0 0 2,021
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,004 170,570 SH   DFND 17 170,500 0 70
DIAMOND OFFSHORE DRILLING IN COM 25271C102 32 1,822 SH   DFND 20 1,822 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 5,520 310,010 SH   DFND 21 310,010 0 0
DIAMOND OFFSHORE DRILLING IN PUT 25271C952 9,622 546,400 SH Put DFND 4 546,400 0 0
DICKS SPORTING GOODS INC COM 253393102 10,308 181,743 SH   DFND 17 178,763 0 2,980
DICKS SPORTING GOODS INC COM 253393102 917 16,171 SH   DFND 21 0 0 16,171
DIGITAL RLTY TR INC COM 253868103 5,526 56,900 SH   DFND 3 56,900 0 0
DIGITAL RLTY TR INC COM 253868103 15,764 162,316 SH   DFND 4 162,316 0 0
DIGITAL RLTY TR INC COM 253868103 778 7,944 SH   DFND 17 7,786 0 158
DIGITAL RLTY TR INC COM 253868103 15 158 SH   DFND 21 158 0 0
DIME CMNTY BANCSHARES COM 253922108 164 9,793 SH   DFND 17 9,793 0 0
DIME CMNTY BANCSHARES COM 253922108 875 52,173 SH   DFND 21 44,974 0 7,199
DILLARDS INC CL A 254067101 2,964 47,038 SH   DFND 17 47,038 0 0
DILLARDS INC CL A 254067101 1,888 30,669 SH   DFND 21 25,073 0 5,596
DINEEQUITY INC COM 254423106 41,519 524,300 SH   DFND 3 510,200 0 14,100
DINEEQUITY INC COM 254423106 366 4,628 SH   DFND 17 1,353 0 3,275
DINEEQUITY INC COM 254423106 6,732 85,968 SH   DFND 21 73,221 0 12,747
DISNEY WALT CO COM DISNEY 254687106 36,025 387,947 SH   DFND 4 383,738 0 4,209
DISNEY WALT CO COM DISNEY 254687106 165,489 1,782,380 SH   DFND 17 1,582,134 0 200,246
DISNEY WALT CO COM DISNEY 254687106 1,126 12,128 SH   DFND 20 12,128 0 0
DISNEY WALT CO COM DISNEY 254687106 130,440 1,413,633 SH   DFND 21 903,008 0 510,625
DISNEY WALT CO COM DISNEY 254687106 59 645 SH   DFND 24 645 0 0
DISNEY WALT CO COM DISNEY 254687106 384 4,136 SH   DFND 25 4,136 0 0
DISNEY WALT CO CALL 254687906 35,315 380,300 SH Call DFND 4 380,300 0 0
DISNEY WALT CO PUT 254687956 166,210 1,789,900 SH Put DFND 4 1,789,900 0 0
DISCOVER FINL SVCS COM 254709108 11,011 194,720 SH   DFND 3 194,720 0 0
DISCOVER FINL SVCS COM 254709108 1,488 26,317 SH   DFND 4 26,317 0 0
DISCOVER FINL SVCS COM 254709108 4,890 87,288 SH   DFND 17 86,853 0 435
DISCOVER FINL SVCS COM 254709108 22,938 408,767 SH   DFND 21 330,029 0 78,738
DISCOVER FINL SVCS CALL 254709908 3,088 54,600 SH Call DFND 4 54,600 0 0
DISCOVER FINL SVCS PUT 254709958 30,797 544,600 SH Put DFND 4 544,600 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 6 242 SH   DFND 17 0 0 242
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 930 35,354 SH   DFND 21 242 0 35,112
DISH NETWORK CORP CL A 25470M109 4,895 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 174 3,175 SH   DFND 17 0 0 3,175
DR REDDYS LABS LTD ADR 256135203 948 20,444 SH   DFND 21 17,564 0 2,880
DOLBY LABORATORIES INC COM 25659T107 5,921 109,055 SH   DFND 17 94,335 0 14,720
DOLBY LABORATORIES INC COM 25659T107 291 5,402 SH   DFND 21 5,402 0 0
DOLLAR GEN CORP NEW COM 256677105 10,245 146,378 SH   DFND 4 146,378 0 0
DOLLAR GEN CORP NEW COM 256677105 20 280 SH   DFND 17 0 0 280
DOLLAR GEN CORP NEW COM 256677105 2,898 41,700 SH   DFND 21 30,514 0 11,186
DOLLAR GEN CORP NEW CALL 256677905 2,625 37,500 SH Call DFND 4 37,500 0 0
DOLLAR GEN CORP NEW PUT 256677955 26,267 375,300 SH Put DFND 4 375,300 0 0
DOLLAR TREE INC COM 256746108 4,758 60,279 SH   DFND 4 60,279 0 0
DOLLAR TREE INC COM 256746108 47,681 604,093 SH   DFND 17 465,708 0 138,385
DOLLAR TREE INC COM 256746108 20 255 SH   DFND 21 255 0 0
DOLLAR TREE INC CALL 256746908 2,881 36,500 SH Call DFND 4 36,500 0 0
DOLLAR TREE INC PUT 256746958 19,401 245,800 SH Put DFND 4 245,800 0 0
DOMINION RES INC VA NEW COM 25746U109 260 3,496 SH   DFND 4 3,496 0 0
DOMINION RES INC VA NEW COM 25746U109 197 2,656 SH   DFND 17 1,981 0 675
DOMINION RES INC VA NEW COM 25746U109 50 675 SH   DFND 21 675 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12,440 250,000 SH   DFND 17 250,000 0 0
DOMINION RES INC VA NEW CALL 25746U909 7,821 105,300 SH Call DFND 4 105,300 0 0
DOMINION RES INC VA NEW PUT 25746U959 47,161 635,000 SH Put DFND 4 635,000 0 0
DOMINOS PIZZA INC COM 25754A201 208 1,368 SH   DFND 21 1,368 0 0
DOMTAR CORP COM NEW 257559203 2,127 57,456 SH   DFND 17 53,715 0 3,741
DOMTAR CORP COM NEW 257559203 120 3,233 SH   DFND 20 3,233 0 0
DOMTAR CORP COM NEW 257559203 22,679 613,564 SH   DFND 21 396,900 0 216,664
DOMTAR CORP COM NEW 257559203 36 973 SH   DFND 25 973 0 0
DONALDSON INC COM 257651109 3,026 81,102 SH   DFND 21 72,512 0 8,590
DONALDSON INC COM 257651109 7,853 213,040 SH   DFND 24 213,040 0 0
DONNELLEY R R & SONS CO COM 257867101 2,849 128,330 SH   DFND 21 18,314 0 110,016
DOUGLAS EMMETT INC COM 25960P109 7,522 205,363 SH   DFND 4 205,363 0 0
DOUGLAS DYNAMICS INC COM 25960R105 579 18,211 SH   DFND 21 8,978 0 9,233
DOVER CORP COM 260003108 12 167 SH   DFND 17 0 0 167
DOVER CORP COM 260003108 817 11,367 SH   DFND 21 11,367 0 0
DOW CHEM CO COM 260543103 1,859 35,873 SH   DFND 4 35,873 0 0
DOW CHEM CO COM 260543103 44,881 866,062 SH   DFND 17 658,649 0 207,413
DOW CHEM CO COM 260543103 9,919 191,383 SH   DFND 20 191,383 0 0
DOW CHEM CO COM 260543103 106,899 2,064,278 SH   DFND 21 1,525,505 0 538,773
DOW CHEM CO COM 260543103 543 10,500 SH   DFND 24 10,500 0 0
DOW CHEM CO COM 260543103 305 5,893 SH   DFND 25 5,893 0 0
DOW CHEM CO CALL 260543903 11,045 213,100 SH Call DFND 4 213,100 0 0
DOW CHEM CO PUT 260543953 58,366 1,126,100 SH Put DFND 4 1,126,100 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 23,555 258,136 SH   DFND 17 167,452 0 90,684
DR PEPPER SNAPPLE GROUP INC COM 26138E109 659 7,213 SH   DFND 20 7,213 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 85,892 944,041 SH   DFND 21 643,700 0 300,341
DR PEPPER SNAPPLE GROUP INC COM 26138E109 288 3,157 SH   DFND 25 3,157 0 0
DR PEPPER SNAPPLE GROUP INC CALL 26138E909 877 9,600 SH Call DFND 4 9,600 0 0
DR PEPPER SNAPPLE GROUP INC PUT 26138E959 4,045 44,300 SH Put DFND 4 44,300 0 0
DRDGOLD LIMITED SPON ADR REPSTG 26152H301 399 80,531 SH   DFND 17 13,300 0 67,231
DREW INDS INC COM NEW 26168L205 509 5,195 SH   DFND 17 3,420 0 1,775
DREW INDS INC COM NEW 26168L205 346 3,531 SH   DFND 21 0 0 3,531
DU PONT E I DE NEMOURS & CO COM 263534109 1,149 17,158 SH   DFND 4 17,158 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 63 943 SH   DFND 17 0 0 943
DU PONT E I DE NEMOURS & CO COM 263534109 3,021 45,450 SH   DFND 21 45,450 0 0
DU PONT E I DE NEMOURS & CO CALL 263534909 7,943 118,600 SH Call DFND 4 118,600 0 0
DU PONT E I DE NEMOURS & CO PUT 263534959 57,561 859,500 SH Put DFND 4 859,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 16,382 204,669 SH   DFND 17 156,226 0 48,443
DUKE ENERGY CORP NEW COM NEW 26441C204 29,615 369,610 SH   DFND 21 182,038 0 187,572
DUKE ENERGY CORP NEW CALL 26441C904 14,127 176,500 SH Call DFND 4 176,500 0 0
DUKE ENERGY CORP NEW PUT 26441C954 49,857 622,900 SH Put DFND 4 622,900 0 0
DULUTH HLDGS INC COM CL B 26443V101 2,395 90,336 SH   DFND 17 90,336 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,903 45,836 SH   DFND 17 36,443 0 9,393
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 178 4,320 SH   DFND 20 4,320 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 10,455 251,418 SH   DFND 21 234,897 0 16,521
DYCOM INDS INC COM 267475101 15,608 190,855 SH   DFND 17 166,625 0 24,230
DYCOM INDS INC COM 267475101 2,413 29,393 SH   DFND 21 27,393 0 2,000
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 71,114 64,675,000 PRN   DFND 17 60,000,000 0 4,675,000
DYNAMIC MATLS CORP COM 267888105 1,214 113,918 SH   DFND 17 105,166 0 8,752
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 855 81,467 SH   DFND 17 81,467 0 0
DYNEX CAP INC COM NEW 26817Q506 247 33,262 SH   DFND 17 33,262 0 0
DYNEX CAP INC COM NEW 26817Q506 761 102,647 SH   DFND 21 102,647 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 31,628 695,590 SH   DFND 17 694,390 0 1,200
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 508 6,130 SH   DFND 17 6,130 0 0
EOG RES INC COM 26875P101 95,290 985,681 SH   DFND 17 863,226 0 122,455
EOG RES INC COM 26875P101 107,508 1,116,397 SH   DFND 21 844,882 0 271,515
EOG RES INC COM 26875P101 1,711 18,000 SH   DFND 24 18,000 0 0
EOG RES INC CALL 26875P901 11,489 118,800 SH Call DFND 4 118,800 0 0
EOG RES INC PUT 26875P951 77,929 805,800 SH Put DFND 4 805,800 0 0
EPIQ SYS INC COM 26882D109 283 17,168 SH   DFND 21 17,168 0 0
EQT CORP COM 26884L109 15 200 SH   DFND 3 200 0 0
EQT CORP COM 26884L109 369 5,299 SH   DFND 17 5,111 0 188
EQT CORP COM 26884L109 14 188 SH   DFND 21 188 0 0
EPR PPTYS COM SH BEN INT 26884U109 16 200 SH   DFND 3 200 0 0
EPR PPTYS COM SH BEN INT 26884U109 13,344 169,466 SH   DFND 4 169,466 0 0
EAGLE BANCORP INC MD COM 268948106 14,189 287,637 SH   DFND 17 234,902 0 52,735
EAGLE BANCORP INC MD COM 268948106 144 2,965 SH   DFND 21 0 0 2,965
E TRADE FINANCIAL CORP COM NEW 269246401 447 15,364 SH   DFND 17 15,069 0 295
E TRADE FINANCIAL CORP COM NEW 269246401 133 4,573 SH   DFND 20 4,573 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,959 313,683 SH   DFND 21 306,381 0 7,302
EAGLE PHARMACEUTICALS INC COM 269796108 7,105 101,508 SH   DFND 17 79,172 0 22,336
EAGLE PHARMACEUTICALS INC COM 269796108 490 7,000 SH   DFND 24 7,000 0 0
EARTHLINK HLDGS CORP COM 27033X101 207 33,417 SH   DFND 17 33,417 0 0
EARTHLINK HLDGS CORP COM 27033X101 743 119,795 SH   DFND 21 119,795 0 0
EAST WEST BANCORP INC COM 27579R104 53,497 1,457,300 SH   DFND 3 1,427,800 0 29,500
EAST WEST BANCORP INC COM 27579R104 119 3,238 SH   DFND 21 3,238 0 0
EASTGROUP PPTY INC COM 277276101 10,195 138,591 SH   DFND 4 138,591 0 0
EASTMAN CHEM CO COM 277432100 6,572 97,100 SH   DFND 3 97,100 0 0
EASTMAN CHEM CO COM 277432100 1,481 21,993 SH   DFND 17 18,292 0 3,701
EASTMAN CHEM CO COM 277432100 599 8,855 SH   DFND 20 8,855 0 0
EASTMAN CHEM CO COM 277432100 9,795 145,878 SH   DFND 21 111,840 0 34,038
EASTMAN CHEM CO COM 277432100 40 585 SH   DFND 25 585 0 0
EBAY INC COM 278642103 13,160 400,000 SH   DFND 4 400,000 0 0
EBAY INC COM 278642103 5,585 169,745 SH   DFND 17 168,610 0 1,135
EBAY INC COM 278642103 1,995 61,747 SH   DFND 21 61,747 0 0
EBAY INC CALL 278642903 5,771 175,400 SH Call DFND 4 175,400 0 0
EBAY INC PUT 278642953 22,099 671,700 SH Put DFND 4 671,700 0 0
EBIX INC COM NEW 278715206 4,779 84,056 SH   DFND 17 2,918 0 81,138
EBIX INC COM NEW 278715206 85 1,515 SH   DFND 21 0 0 1,515
ECHO GLOBAL LOGISTICS INC COM 27875T101 11,426 495,471 SH   DFND 17 422,471 0 73,000
ECHO GLOBAL LOGISTICS INC COM 27875T101 77 3,350 SH   DFND 21 0 0 3,350
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 11,745 12,495,000 PRN   DFND 17 12,310,000 0 185,000
ECHOSTAR CORP CL A 278768106 708 16,143 SH   DFND 21 0 0 16,143
ECOLAB INC COM 278865100 36,763 302,034 SH   DFND 17 233,498 0 68,536
ECOLAB INC COM 278865100 80,638 664,286 SH   DFND 21 523,752 0 140,534
ECOLAB INC COM 278865100 6,949 57,560 SH   DFND 24 57,560 0 0
ECOLAB INC CALL 278865900 6,049 49,700 SH Call DFND 4 49,700 0 0
ECOLAB INC PUT 278865950 25,488 209,400 SH Put DFND 4 209,400 0 0
EDISON INTL COM 281020107 701 9,700 SH   DFND 4 9,700 0 0
EDISON INTL COM 281020107 22,124 306,220 SH   DFND 17 189,258 0 116,962
EDISON INTL COM 281020107 713 9,874 SH   DFND 20 9,874 0 0
EDISON INTL COM 281020107 16,523 228,505 SH   DFND 21 122,158 0 106,347
EDISON INTL CALL 281020907 2,998 41,500 SH Call DFND 4 41,500 0 0
EDISON INTL PUT 281020957 25,923 358,800 SH Put DFND 4 358,800 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 101,109 838,872 SH   DFND 17 689,039 0 149,833
EDWARDS LIFESCIENCES CORP COM 28176E108 2,116 17,740 SH   DFND 21 13,693 0 4,047
EDWARDS LIFESCIENCES CORP CALL 28176E908 4,159 34,500 SH Call DFND 4 34,500 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 24,341 201,900 SH Put DFND 4 201,900 0 0
8X8 INC NEW COM 282914100 2,711 175,718 SH   DFND 17 175,718 0 0
8X8 INC NEW COM 282914100 3,173 205,666 SH   DFND 20 205,666 0 0
ELDORADO RESORTS INC COM 28470R102 4,241 301,601 SH   DFND 17 293,756 0 7,845
ELECTRONIC ARTS INC COM 285512109 53,907 631,229 SH   DFND 17 489,352 0 141,877
ELECTRONIC ARTS INC COM 285512109 1,376 16,166 SH   DFND 21 14,166 0 2,000
ELECTRONIC ARTS INC CALL 285512909 4,825 56,500 SH Call DFND 4 56,500 0 0
ELECTRONIC ARTS INC PUT 285512959 35,629 417,200 SH Put DFND 4 417,200 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 16,623 339,796 SH   DFND 17 286,306 0 53,490
ELECTRONICS FOR IMAGING INC COM 286082102 273 5,601 SH   DFND 21 1,801 0 3,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 48,823 43,980,000 PRN   DFND 17 36,990,000 0 6,990,000
ELLIE MAE INC COM 28849P100 4,452 42,279 SH   DFND 17 42,279 0 0
ELLIS PERRY INTL INC COM 288853104 1,874 97,175 SH   DFND 17 62,545 0 34,630
EMBRAER S A SP ADR REP 4 COM 29082A107 31,291 1,812,900 SH   DFND 3 1,227,700 0 585,200
EMBRAER S A SP ADR REP 4 COM 29082A107 4,628 265,963 SH   DFND 17 265,963 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 4,220 152,034 SH   DFND 21 82,093 0 69,941
EMERSON ELEC CO COM 291011104 4,088 75,000 SH   DFND 3 75,000 0 0
EMERSON ELEC CO COM 291011104 1,252 23,590 SH   DFND 17 22,898 0 692
EMERSON ELEC CO COM 291011104 4,006 75,192 SH   DFND 21 63,192 0 12,000
EMERSON ELEC CO CALL 291011904 5,789 106,200 SH Call DFND 4 106,200 0 0
EMERSON ELEC CO PUT 291011954 25,445 466,800 SH Put DFND 4 466,800 0 0
EMPIRE DIST ELEC CO COM 291641108 10,758 315,101 SH   DFND 21 315,101 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,050 35,200 SH   DFND 17 6,752 0 28,448
EMPLOYERS HOLDINGS INC COM 292218104 1,388 46,550 SH   DFND 21 30,210 0 16,340
ENBRIDGE INC COM 29250N105 12,943 295,000 SH   DFND 4 295,000 0 0
ENBRIDGE INC COM 29250N105 191 4,339 SH   DFND 21 0 0 4,339
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 13,687 16,350,000 PRN   DFND 17 16,350,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 29,805 39,000,000 PRN   DFND 17 39,000,000 0 0
ENCORE WIRE CORP COM 292562105 610 16,926 SH   DFND 21 16,926 0 0
ENERGEN CORP COM 29265N108 14,889 257,960 SH   DFND 17 207,595 0 50,365
ENERGEN CORP COM 29265N108 190 3,350 SH   DFND 21 600 0 2,750
ENERGY RECOVERY INC COM 29270J100 3,452 216,028 SH   DFND 17 216,028 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 16,280 440,000 SH   DFND 4 440,000 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 256 31,300 SH   DFND 3 31,300 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 346 42,200 SH   DFND 17 0 0 42,200
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 110 13,380 SH   DFND 21 13,380 0 0
ENERSYS COM 29275Y102 54,162 782,800 SH   DFND 3 764,300 0 18,500
ENERSYS COM 29275Y102 11 160 SH   DFND 17 160 0 0
ENERSYS COM 29275Y102 2,868 41,929 SH   DFND 21 33,654 0 8,275
ENERSIS CHILE SA SPON ADR 29278D105 149 31,300 SH   DFND 3 31,300 0 0
ENERSIS CHILE SA SPON ADR 29278D105 63 13,380 SH   DFND 21 13,380 0 0
ENGILITY HLDGS INC NEW COM 29286C107 376 11,940 SH   DFND 17 0 0 11,940
ENNIS INC COM 293389102 15,916 944,575 SH   DFND 3 877,501 0 67,074
ENNIS INC COM 293389102 1,643 97,163 SH   DFND 17 71,396 0 25,767
ENNIS INC COM 293389102 287 17,032 SH   DFND 21 5,034 0 11,998
ENSIGN GROUP INC COM 29358P101 12,323 612,180 SH   DFND 3 612,180 0 0
ENSIGN GROUP INC COM 29358P101 260 12,899 SH   DFND 17 12,899 0 0
ENSIGN GROUP INC COM 29358P101 1,121 55,682 SH   DFND 21 55,682 0 0
ENTERGY CORP NEW COM 29364G103 149,913 1,953,774 SH   DFND 3 1,951,674 0 2,100
ENTERGY CORP NEW COM 29364G103 53,937 698,587 SH   DFND 17 607,313 0 91,274
ENTERGY CORP NEW COM 29364G103 556 7,243 SH   DFND 20 7,243 0 0
ENTERGY CORP NEW COM 29364G103 68,136 884,146 SH   DFND 21 599,271 0 284,875
ENTERGY CORP NEW COM 29364G103 28 360 SH   DFND 25 360 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 1,162 37,170 SH   DFND 17 8,401 0 28,769
ENTERPRISE FINL SVCS CORP COM 293712105 1,218 38,989 SH   DFND 21 33,940 0 5,049
ENTRAVISION COMMUNICATIONS C CL A 29382R107 3,852 504,803 SH   DFND 17 489,262 0 15,541
ENVESTNET INC COM 29404K106 3,277 89,905 SH   DFND 17 89,905 0 0
EPAM SYS INC COM 29414B104 28,688 413,914 SH   DFND 17 391,187 0 22,727
EPAM SYS INC COM 29414B104 1,945 28,090 SH   DFND 21 26,790 0 1,300
EPLUS INC COM 294268107 3,822 40,480 SH   DFND 17 39,492 0 988
EPLUS INC COM 294268107 709 7,537 SH   DFND 21 521 0 7,016
EQUIFAX INC COM 294429105 43,892 326,144 SH   DFND 17 250,590 0 75,554
EQUIFAX INC COM 294429105 928 6,893 SH   DFND 20 6,893 0 0
EQUIFAX INC COM 294429105 19,652 147,184 SH   DFND 21 147,184 0 0
EQUINIX INC COM PAR $0.001 29444U700 18,885 52,421 SH   DFND 4 52,421 0 0
EQUINIX INC COM PAR $0.001 29444U700 51,833 143,882 SH   DFND 17 136,318 0 7,564
EQUINIX INC COM PAR $0.001 29444U700 17,202 47,790 SH   DFND 21 47,790 0 0
EQUINIX INC CALL 29444U900 3,170 8,800 SH Call DFND 4 8,800 0 0
EQUINIX INC PUT 29444U950 34,260 95,100 SH Put DFND 4 95,100 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 20,452 264,997 SH   DFND 17 217,249 0 47,748
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,588 59,394 SH   DFND 21 56,694 0 2,700
EQUITY RESIDENTIAL SH BEN INT 29476L107 31,378 487,770 SH   DFND 4 476,960 0 10,810
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,475 131,748 SH   DFND 17 306 0 131,442
EQUITY RESIDENTIAL SH BEN INT 29476L107 669 10,380 SH   DFND 21 10,380 0 0
EQUITY RESIDENTIAL CALL 29476L907 1,872 29,100 SH Call DFND 4 29,100 0 0
EQUITY RESIDENTIAL PUT 29476L957 18,977 295,000 SH Put DFND 4 295,000 0 0
ERIE INDTY CO CL A 29530P102 986 9,785 SH   DFND 21 9,785 0 0
ESCO TECHNOLOGIES INC COM 296315104 361 7,768 SH   DFND 17 7,768 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,290 27,793 SH   DFND 21 27,793 0 0
ESSENDANT INC COM 296689102 25,436 1,239,577 SH   DFND 3 1,223,277 0 16,300
ESSEX PPTY TR INC COM 297178105 21,409 96,134 SH   DFND 4 96,134 0 0
ESSEX PPTY TR INC COM 297178105 28 125 SH   DFND 17 55 0 70
ESSEX PPTY TR INC COM 297178105 16 70 SH   DFND 21 70 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 141 1,860 SH   DFND 17 0 0 1,860
ESTERLINE TECHNOLOGIES CORP COM 297425100 70 927 SH   DFND 21 927 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 281 8,997 SH   DFND 17 8,997 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,213 38,793 SH   DFND 21 38,793 0 0
ETSY INC COM 29786A106 2,682 187,827 SH   DFND 17 144,037 0 43,790
EURONET WORLDWIDE INC COM 298736109 21,028 257,055 SH   DFND 17 189,729 0 67,326
EURONET WORLDWIDE INC COM 298736109 74 901 SH   DFND 20 901 0 0
EURONET WORLDWIDE INC COM 298736109 12,792 157,061 SH   DFND 21 134,542 0 22,519
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 48,580 38,515,000 PRN   DFND 17 32,200,000 0 6,315,000
EVERBANK FINL CORP COM 29977G102 18,397 950,268 SH   DFND 21 950,268 0 0
EVERI HLDGS INC COM 30034T103 113 44,690 SH   DFND 21 32,637 0 12,053
EVERSOURCE ENERGY COM 30040W108 690 12,727 SH   DFND 4 12,727 0 0
EVERSOURCE ENERGY COM 30040W108 462 8,532 SH   DFND 17 8,190 0 342
EVERSOURCE ENERGY COM 30040W108 189 3,464 SH   DFND 21 3,464 0 0
EVERSOURCE ENERGY CALL 30040W908 1,441 26,600 SH Call DFND 4 26,600 0 0
EVERSOURCE ENERGY PUT 30040W958 6,415 118,400 SH Put DFND 4 118,400 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 939 149,494 SH   DFND 17 138,008 0 11,486
EXA CORP COM 300614500 1,139 70,951 SH   DFND 17 65,445 0 5,506
EXACTECH INC COM 30064E109 1,713 63,390 SH   DFND 17 35,650 0 27,740
EXELON CORP COM 30161N101 6,872 206,442 SH   DFND 17 195,862 0 10,580
EXELON CORP COM 30161N101 1,050 31,541 SH   DFND 20 31,541 0 0
EXELON CORP COM 30161N101 49,301 1,480,961 SH   DFND 21 1,049,481 0 431,480
EXELON CORP COM 30161N101 83 2,494 SH   DFND 25 2,494 0 0
EXELON CORP UNIT 99/99/9999 30161N127 63,683 1,362,505 SH   DFND 17 1,362,505 0 0
EXELON CORP CALL 30161N901 7,860 236,100 SH Call DFND 4 236,100 0 0
EXELON CORP PUT 30161N951 12,783 384,000 SH Put DFND 4 384,000 0 0
EXELIXIS INC COM 30161Q104 7,247 581,920 SH   DFND 17 487,115 0 94,805
EXELIXIS INC COM 30161Q104 3,150 256,500 SH   DFND 24 256,500 0 0
EXPEDIA INC DEL COM NEW 30212P303 77,371 662,700 SH   DFND 17 551,570 0 111,130
EXPEDIA INC DEL COM NEW 30212P303 227 1,919 SH   DFND 21 130 0 1,789
EXPEDITORS INTL WASH INC COM 302130109 10 195 SH   DFND 17 0 0 195
EXPEDITORS INTL WASH INC COM 302130109 200 3,895 SH   DFND 21 3,895 0 0
EXPRESS INC COM 30219E103 520 44,124 SH   DFND 17 21,324 0 22,800
EXPRESS INC COM 30219E103 2,215 188,008 SH   DFND 21 63,228 0 124,780
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,109 157,514 SH   DFND 4 157,514 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 616 8,727 SH   DFND 17 8,047 0 680
EXPRESS SCRIPTS HLDG CO COM 30219G108 13,273 189,545 SH   DFND 21 57,970 0 131,575
EXPRESS SCRIPTS HLDG CO CALL 30219G908 7,272 103,100 SH Call DFND 4 103,100 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 45,273 641,900 SH Put DFND 4 641,900 0 0
EXTREME NETWORKS INC COM 30226D106 46 10,135 SH   DFND 17 10,135 0 0
EXXON MOBIL CORP COM 30231G102 169,730 1,944,666 SH   DFND 3 1,942,766 0 1,900
EXXON MOBIL CORP COM 30231G102 4,205 48,182 SH   DFND 4 48,182 0 0
EXXON MOBIL CORP COM 30231G102 112,097 1,288,515 SH   DFND 17 1,187,103 0 101,412
EXXON MOBIL CORP COM 30231G102 2,194 25,143 SH   DFND 20 25,143 0 0
EXXON MOBIL CORP COM 30231G102 235,546 2,712,472 SH   DFND 21 1,867,526 0 844,946
EXXON MOBIL CORP COM 30231G102 2,593 29,987 SH   DFND 24 29,987 0 0
EXXON MOBIL CORP COM 30231G102 342 3,916 SH   DFND 25 3,916 0 0
EXXON MOBIL CORP CALL 30231G902 88,956 1,019,200 SH Call DFND 4 1,019,200 0 0
EXXON MOBIL CORP PUT 30231G952 422,662 4,842,600 SH Put DFND 4 4,842,600 0 0
FTI CONSULTING INC COM 302941109 1,814 40,817 SH   DFND 21 40,817 0 0
FACEBOOK INC CL A 30303M102 635,000 4,950,570 SH   DFND 17 4,175,484 0 775,086
FACEBOOK INC CL A 30303M102 69,280 540,109 SH   DFND 20 540,109 0 0
FACEBOOK INC CL A 30303M102 332,155 2,591,185 SH   DFND 21 2,052,521 0 538,664
FACEBOOK INC CL A 30303M102 289 2,256 SH   DFND 25 2,256 0 0
FACEBOOK INC CALL 30303M902 78,681 613,400 SH Call DFND 4 613,400 0 0
FACEBOOK INC PUT 30303M952 387,581 3,021,600 SH Put DFND 4 3,021,600 0 0
FAIR ISAAC CORP COM 303250104 6,387 51,264 SH   DFND 17 51,264 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 5,711 673,435 SH   DFND 17 673,435 0 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 339 42,000 SH   DFND 24 42,000 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 471 11,933 SH   DFND 17 1,639 0 10,294
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 15,393 100,000 SH   DFND 4 100,000 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 21 134 SH   DFND 17 58 0 76
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 12 76 SH   DFND 21 76 0 0
FEDERATED NATL HLDG CO COM 31422T101 2,301 123,113 SH   DFND 17 118,612 0 4,501
FEDEX CORP COM 31428X106 8,158 46,700 SH   DFND 3 46,700 0 0
FEDEX CORP COM 31428X106 664 3,802 SH   DFND 17 3,538 0 264
FEDEX CORP COM 31428X106 8,383 47,919 SH   DFND 21 33,245 0 14,674
FEDEX CORP CALL 31428X906 10,219 58,500 SH Call DFND 4 58,500 0 0
FEDEX CORP PUT 31428X956 63,339 362,600 SH Put DFND 4 362,600 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 37,698 1,507,305 SH   DFND 17 1,507,305 0 0
F5 NETWORKS INC COM 315616102 14,898 119,531 SH   DFND 17 119,460 0 71
F5 NETWORKS INC COM 315616102 9 71 SH   DFND 21 71 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 204 28,909 SH   DFND 21 28,909 0 0
FIDELITY & GTY LIFE COM 315785105 10,366 447,012 SH   DFND 4 447,012 0 0
FIDELITY & GTY LIFE COM 315785105 108 4,676 SH   DFND 17 4,676 0 0
FIDELITY & GTY LIFE COM 315785105 10,809 466,168 SH   DFND 21 454,157 0 12,011
FIDELITY NATL INFORMATION SV COM 31620M106 6,162 80,000 SH   DFND 3 80,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 92,311 1,198,421 SH   DFND 17 898,789 0 299,632
FIDELITY NATL INFORMATION SV COM 31620M106 787 10,218 SH   DFND 20 10,218 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,664 138,593 SH   DFND 21 98,687 0 39,906
FIDELITY NATL INFORMATION SV COM 31620M106 118 1,527 SH   DFND 25 1,527 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 2,827 36,700 SH Call DFND 4 36,700 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 12,148 157,700 SH Put DFND 4 157,700 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 1,592 785,000 PRN   DFND 17 785,000 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 11,968 650,800 SH   DFND 3 650,800 0 0
FIFTH THIRD BANCORP COM 316773100 154,814 7,566,652 SH   DFND 3 7,559,652 0 7,000
FIFTH THIRD BANCORP COM 316773100 41,056 2,025,802 SH   DFND 17 2,024,976 0 826
FIFTH THIRD BANCORP COM 316773100 3,615 178,502 SH   DFND 21 176,991 0 1,511
58 COM INC SPON ADR REP A 31680Q104 2,883 60,495 SH   DFND 17 60,495 0 0
FINISAR CORP COM NEW 31787A507 613 20,575 SH   DFND 17 13,890 0 6,685
FINISAR CORP COM NEW 31787A507 4,273 144,934 SH   DFND 21 144,934 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 14,177 12,000,000 PRN   DFND 17 10,045,000 0 1,955,000
FINISH LINE INC CL A 317923100 341 14,768 SH   DFND 21 12,452 0 2,316
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 22,845 24,680,000 PRN   DFND 17 24,550,000 0 130,000
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 40,423 44,400,000 PRN   DFND 17 44,270,000 0 130,000
FIRST AMERN FINL CORP COM 31847R102 37,124 945,100 SH   DFND 3 930,900 0 14,200
FIRST AMERN FINL CORP COM 31847R102 555 14,119 SH   DFND 17 14,119 0 0
FIRST AMERN FINL CORP COM 31847R102 140 3,566 SH   DFND 20 3,566 0 0
FIRST AMERN FINL CORP COM 31847R102 6,322 160,839 SH   DFND 21 70,102 0 90,737
FIRST BANCORP P R COM NEW 318672706 388 74,564 SH   DFND 17 74,564 0 0
FIRST BANCORP P R COM NEW 318672706 1,057 206,120 SH   DFND 21 179,333 0 26,787
FIRST CTZNS BANCSHARES INC N CL A 31946M103 309 1,051 SH   DFND 21 1,051 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,505 56,117 SH   DFND 17 56,117 0 0
FIRST DATA CORP NEW COM CL A 32008D106 24,346 1,850,000 SH   DFND 4 1,850,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 119 9,020 SH   DFND 17 1,930 0 7,090
FIRST FINL BANCORP OH COM 320209109 39,031 1,787,153 SH   DFND 3 1,787,153 0 0
FIRST FINL BANCORP OH COM 320209109 135 6,190 SH   DFND 17 6,190 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 28,088 891,400 SH   DFND 3 854,000 0 37,400
FIRST MERCHANTS CORP COM 320817109 23,998 897,123 SH   DFND 3 897,123 0 0
FIRST MERCHANTS CORP COM 320817109 830 31,016 SH   DFND 17 7,416 0 23,600
FIRST MERCHANTS CORP COM 320817109 553 20,707 SH   DFND 21 16,507 0 4,200
FIRST NBC BK HLDG CO COM 32115D106 38 4,058 SH   DFND 17 4,058 0 0
FIRST NBC BK HLDG CO COM 32115D106 217 22,977 SH   DFND 21 0 0 22,977
FIRST REP BK SAN FRANCISCO C COM 33616C100 54,356 704,980 SH   DFND 17 534,295 0 170,685
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,554 124,212 SH   DFND 21 98,252 0 25,960
FIRST SOLAR INC COM 336433107 4,098 103,777 SH   DFND 17 3,397 0 100,380
FIRST SOLAR INC COM 336433107 14,071 359,372 SH   DFND 21 348,493 0 10,879
FIRST SOLAR INC COM 336433107 4,768 122,000 SH   DFND 24 122,000 0 0
FISERV INC COM 337738108 1,527 15,351 SH   DFND 4 15,351 0 0
FISERV INC COM 337738108 18,484 185,828 SH   DFND 17 167,346 0 18,482
FISERV INC COM 337738108 20,055 201,267 SH   DFND 21 33,674 0 167,593
FISERV INC CALL 337738908 3,531 35,500 SH Call DFND 4 35,500 0 0
FISERV INC PUT 337738958 19,198 193,000 SH Put DFND 4 193,000 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 456 16,450 SH   DFND 17 16,450 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 284 10,330 SH   DFND 21 10,330 0 0
FIRSTENERGY CORP COM 337932107 6,126 185,200 SH   DFND 3 185,200 0 0
FIRSTENERGY CORP COM 337932107 4,928 148,872 SH   DFND 17 134,686 0 14,186
FIRSTENERGY CORP COM 337932107 1,157 34,964 SH   DFND 20 34,964 0 0
FIRSTENERGY CORP COM 337932107 34,822 1,051,279 SH   DFND 21 615,866 0 435,413
FIRSTENERGY CORP COM 337932107 118 3,573 SH   DFND 25 3,573 0 0
FIVE9 INC COM 338307101 24,498 1,562,362 SH   DFND 17 1,400,072 0 162,290
FIVE9 INC COM 338307101 3,963 254,607 SH   DFND 21 245,357 0 9,250
FIVE PRIME THERAPEUTICS INC COM 33830X104 805 15,342 SH   DFND 17 6,997 0 8,345
FLEETCOR TECHNOLOGIES INC COM 339041105 9,682 55,729 SH   DFND 17 54,459 0 1,270
FLEETCOR TECHNOLOGIES INC COM 339041105 259 1,493 SH   DFND 21 1,493 0 0
FLEXION THERAPEUTICS INC COM 33938J106 5,142 263,161 SH   DFND 17 259,407 0 3,754
FLOTEK INDS INC DEL COM 343389102 1,782 122,589 SH   DFND 17 122,589 0 0
FLUOR CORP NEW COM 343412102 161,651 3,149,862 SH   DFND 3 3,147,262 0 2,600
FLUOR CORP NEW COM 343412102 91,019 1,782,954 SH   DFND 17 1,774,430 0 8,524
FLUOR CORP NEW COM 343412102 8 149 SH   DFND 21 149 0 0
FLOWSERVE CORP COM 34354P105 7 140 SH   DFND 17 0 0 140
FLOWSERVE CORP COM 34354P105 38,472 803,024 SH   DFND 21 762,262 0 40,762
FLOWSERVE CORP COM 34354P105 7,914 167,200 SH   DFND 24 167,200 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 1,864 3,000,000 PRN   DFND 17 3,000,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 478 41,342 SH   DFND 21 17,683 0 23,659
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 451 4,900 SH   DFND 17 4,900 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,703 62,203 SH   DFND 21 62,203 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 431 4,700 SH   DFND 24 4,700 0 0
FOOT LOCKER INC COM 344849104 13,333 197,283 SH   DFND 17 90,089 0 107,194
FOOT LOCKER INC COM 344849104 205 3,022 SH   DFND 20 3,022 0 0
FOOT LOCKER INC COM 344849104 68,815 1,022,857 SH   DFND 21 651,077 0 371,780
FOOT LOCKER INC COM 344849104 177 2,615 SH   DFND 25 2,615 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 128,077 10,611,181 SH   DFND 3 10,601,081 0 10,100
FORD MTR CO DEL COM PAR $0.01 345370860 3,447 285,568 SH   DFND 4 285,568 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 154,047 12,783,992 SH   DFND 17 11,898,436 0 885,556
FORD MTR CO DEL COM PAR $0.01 345370860 169 13,973 SH   DFND 20 13,973 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 89,920 7,487,425 SH   DFND 21 5,097,161 0 2,390,264
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 3,113 257,900 SH Call DFND 4 257,900 0 0
FORD MTR CO DEL PUT 345370950 21,423 1,774,900 SH Put DFND 4 1,774,900 0 0
FORMFACTOR INC COM 346375108 6,559 604,515 SH   DFND 17 595,399 0 9,116
FORMFACTOR INC COM 346375108 55 5,080 SH   DFND 21 5,080 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 32,934 6,666,881 SH   DFND 3 6,467,981 0 198,900
FORTINET INC COM 34959E109 22,794 617,216 SH   DFND 17 597,331 0 19,885
FORTIVE CORP COM 34959J108 62,849 1,235,067 SH   DFND 17 1,088,297 0 146,770
FORTIVE CORP COM 34959J108 2,559 50,272 SH   DFND 20 50,272 0 0
FORTIVE CORP COM 34959J108 8,899 175,160 SH   DFND 21 111,122 0 64,038
FORTIVE CORP COM 34959J108 1,670 32,942 SH   DFND 24 32,942 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 681 11,716 SH   DFND 17 8,440 0 3,276
FORTUNE BRANDS HOME & SEC IN COM 34964C106 870 15,022 SH   DFND 21 15,022 0 0
FRANKLIN ELEC INC COM 353514102 15,209 373,582 SH   DFND 17 373,582 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 4,985 133,300 SH   DFND 17 128,371 0 4,929
FRANKLIN RES INC COM 354613101 13 378 SH   DFND 17 0 0 378
FRANKLIN RES INC COM 354613101 267 7,678 SH   DFND 21 7,678 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 26,066 2,068,698 SH   DFND 3 1,971,498 0 97,200
FRANKLIN STREET PPTYS CORP COM 35471R106 2,441 193,767 SH   DFND 17 132,717 0 61,050
FREEPORT-MCMORAN INC CL B 35671D857 6,814 627,419 SH   DFND 17 623,600 0 3,819
FREEPORT-MCMORAN INC CL B 35671D857 15,355 1,413,987 SH   DFND 21 1,412,641 0 1,346
FRONTIER COMMUNICATIONS CORP COM 35906A108 4,095 984,320 SH   DFND 17 8,645 0 975,675
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,721 404,908 SH   DFND 21 404,908 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 118,019 1,406,500 SH   DFND 17 1,371,395 0 35,105
FULLER H B CO COM 359694106 1,199 25,810 SH   DFND 17 7,270 0 18,540
FULTON FINL CORP PA COM 360271100 204 14,056 SH   DFND 21 6,000 0 8,056
G & K SVCS INC CL A 361268105 26,861 281,295 SH   DFND 21 281,295 0 0
GATX CORP COM 361448103 6,457 145,213 SH   DFND 17 56,548 0 88,665
GATX CORP COM 361448103 574 12,879 SH   DFND 20 12,879 0 0
GATX CORP COM 361448103 27,968 635,386 SH   DFND 21 455,306 0 180,080
GATX CORP COM 361448103 62 1,395 SH   DFND 25 1,395 0 0
GP STRATEGIES CORP COM 36225V104 3,073 124,816 SH   DFND 17 120,797 0 4,019
GTT COMMUNICATIONS INC COM 362393100 4,334 184,202 SH   DFND 17 178,700 0 5,502
GAMING & LEISURE PPTYS INC COM 36467J108 456 13,646 SH   DFND 17 13,646 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,904 86,831 SH   DFND 21 86,831 0 0
GAMESTOP CORP NEW CL A 36467W109 27,281 990,805 SH   DFND 17 924,430 0 66,375
GAMESTOP CORP NEW CL A 36467W109 85 3,074 SH   DFND 20 3,074 0 0
GAMESTOP CORP NEW CL A 36467W109 25,949 951,450 SH   DFND 21 719,517 0 231,933
GAMESTOP CORP NEW CL A 36467W109 39 1,420 SH   DFND 25 1,420 0 0
GANNETT CO INC COM 36473H104 32 2,725 SH   DFND 17 1,993 0 732
GANNETT CO INC COM 36473H104 2,663 229,538 SH   DFND 21 199,538 0 30,000
GANNETT CO INC COM 36473H104 2 190 SH   DFND 25 190 0 0
GAP INC DEL COM 364760108 5 236 SH   DFND 17 0 0 236
GAP INC DEL COM 364760108 1,250 57,400 SH   DFND 21 40,285 0 17,115
GARTNER INC COM 366651107 356 4,027 SH   DFND 17 4,027 0 0
GARTNER INC COM 366651107 113 1,273 SH   DFND 21 1,273 0 0
GENCOR INDS INC COM 368678108 820 68,486 SH   DFND 17 63,224 0 5,262
GENERAL CABLE CORP DEL NEW COM 369300108 304 20,275 SH   DFND 17 20,275 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,089 72,684 SH   DFND 21 72,684 0 0
GENERAL DYNAMICS CORP COM 369550108 164,681 1,061,361 SH   DFND 3 1,061,361 0 0
GENERAL DYNAMICS CORP COM 369550108 37,127 238,597 SH   DFND 17 238,597 0 0
GENERAL DYNAMICS CORP CALL 369550908 10,442 67,300 SH Call DFND 4 67,300 0 0
GENERAL DYNAMICS CORP PUT 369550958 63,321 408,100 SH Put DFND 4 408,100 0 0
GENERAL ELECTRIC CO COM 369604103 39,829 1,344,665 SH   DFND 4 1,344,665 0 0
GENERAL ELECTRIC CO COM 369604103 118,384 3,997,548 SH   DFND 17 3,769,128 0 228,420
GENERAL ELECTRIC CO COM 369604103 72,582 2,450,441 SH   DFND 20 2,450,441 0 0
GENERAL ELECTRIC CO COM 369604103 135,727 4,590,977 SH   DFND 21 3,486,141 0 1,104,836
GENERAL ELECTRIC CO COM 369604103 83 2,787 SH   DFND 25 2,787 0 0
GENERAL ELECTRIC CO CALL 369604903 52,241 1,763,700 SH Call DFND 4 1,763,700 0 0
GENERAL ELECTRIC CO PUT 369604953 354,756 11,976,900 SH Put DFND 4 11,976,900 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 17,193 622,921 SH   DFND 4 622,921 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 31 1,115 SH   DFND 17 485 0 630
GENERAL GROWTH PPTYS INC NEW COM 370023103 17 630 SH   DFND 21 630 0 0
GENERAL GROWTH PPTYS INC NEW CALL 370023903 867 31,400 SH Call DFND 4 31,400 0 0
GENERAL GROWTH PPTYS INC NEW PUT 370023953 3,513 127,300 SH Put DFND 4 127,300 0 0
GENERAL MLS INC COM 370334104 4,738 74,172 SH   DFND 4 74,172 0 0
GENERAL MLS INC COM 370334104 662 10,359 SH   DFND 17 9,715 0 644
GENERAL MLS INC COM 370334104 528 8,283 SH   DFND 21 8,283 0 0
GENERAL MLS INC CALL 370334904 4,880 76,400 SH Call DFND 4 76,400 0 0
GENERAL MLS INC PUT 370334954 49,168 769,700 SH Put DFND 4 769,700 0 0
GENERAL MTRS CO COM 37045V100 142,762 4,493,620 SH   DFND 3 4,489,720 0 3,900
GENERAL MTRS CO COM 37045V100 621 24,484 SH   DFND 4 24,484 0 0
GENERAL MTRS CO COM 37045V100 106,630 3,366,232 SH   DFND 17 3,275,237 0 90,995
GENERAL MTRS CO COM 37045V100 1,555 48,936 SH   DFND 20 48,936 0 0
GENERAL MTRS CO COM 37045V100 116,276 3,678,489 SH   DFND 21 2,787,066 0 891,423
GENERAL MTRS CO COM 37045V100 88 2,760 SH   DFND 25 2,760 0 0
GENERAL MTRS CO CALL 37045V900 10,459 329,200 SH Call DFND 4 329,200 0 0
GENERAL MTRS CO PUT 37045V950 36,863 1,160,300 SH Put DFND 4 1,160,300 0 0
GENESCO INC COM 371532102 321 5,931 SH   DFND 21 5,931 0 0
GENTEX CORP COM 371901109 7 400 SH   DFND 17 400 0 0
GENTEX CORP COM 371901109 828 47,204 SH   DFND 21 30,334 0 16,870
GENMARK DIAGNOSTICS INC COM 372309104 3,340 283,056 SH   DFND 17 275,647 0 7,409
GENOMIC HEALTH INC COM 37244C101 565 19,540 SH   DFND 17 5,140 0 14,400
GENUINE PARTS CO COM 372460105 23 225 SH   DFND 17 65 0 160
GENUINE PARTS CO COM 372460105 225 2,260 SH   DFND 21 2,260 0 0
GENUINE PARTS CO CALL 372460905 462 4,600 SH Call DFND 4 4,600 0 0
GENUINE PARTS CO PUT 372460955 2,451 24,400 SH Put DFND 4 24,400 0 0
GENWORTH FINL INC COM CL A 37247D106 6,023 1,214,369 SH   DFND 17 0 0 1,214,369
GENWORTH FINL INC COM CL A 37247D106 7,871 1,622,955 SH   DFND 21 1,622,955 0 0
GETTY RLTY CORP NEW COM 374297109 569 23,780 SH   DFND 17 1,369 0 22,411
GETTY RLTY CORP NEW COM 374297109 159 6,644 SH   DFND 21 6,644 0 0
GIBRALTAR INDS INC COM 374689107 15,142 407,582 SH   DFND 17 307,007 0 100,575
GIBRALTAR INDS INC COM 374689107 785 21,097 SH   DFND 21 17,497 0 3,600
GIGAMON INC COM 37518B102 49,243 898,595 SH   DFND 17 836,693 0 61,902
GIGAMON INC COM 37518B102 5,239 95,600 SH   DFND 20 95,600 0 0
GIGAMON INC COM 37518B102 3,790 68,790 SH   DFND 21 66,290 0 2,500
GIGPEAK INC COM 37518Q109 1,319 561,399 SH   DFND 17 518,359 0 43,040
GILEAD SCIENCES INC COM 375558103 3,932 49,700 SH   DFND 3 49,700 0 0
GILEAD SCIENCES INC COM 375558103 36,022 455,288 SH   DFND 4 455,288 0 0
GILEAD SCIENCES INC COM 375558103 157,381 1,992,300 SH   DFND 17 1,835,803 0 156,497
GILEAD SCIENCES INC COM 375558103 559 7,065 SH   DFND 20 7,065 0 0
GILEAD SCIENCES INC COM 375558103 136,574 1,742,823 SH   DFND 21 1,211,189 0 531,634
GILEAD SCIENCES INC COM 375558103 7,085 91,000 SH   DFND 24 91,000 0 0
GILEAD SCIENCES INC COM 375558103 301 3,805 SH   DFND 25 3,805 0 0
GILEAD SCIENCES INC CALL 375558903 22,715 287,100 SH Call DFND 4 287,100 0 0
GILEAD SCIENCES INC PUT 375558953 141,823 1,792,500 SH Put DFND 4 1,792,500 0 0
GLATFELTER COM 377316104 360 16,720 SH   DFND 21 16,720 0 0
GLOBAL PMTS INC COM 37940X102 59,813 779,216 SH   DFND 17 542,504 0 236,712
GLOBAL PMTS INC COM 37940X102 381 4,966 SH   DFND 20 4,966 0 0
GLOBAL PMTS INC COM 37940X102 20,876 272,211 SH   DFND 21 264,896 0 7,315
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 31,226 1,080,869 SH   DFND 3 1,042,969 0 37,900
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,669 57,780 SH   DFND 17 1,797 0 55,983
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,188 76,182 SH   DFND 21 50,276 0 25,906
GOGO INC NOTE 3.750% 3/0 38046CAB5 20,655 26,445,000 PRN   DFND 17 26,120,000 0 325,000
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 202 41,230 SH   DFND 21 41,230 0 0
GOLDCORP INC NEW COM 380956409 2,757 167,515 SH   DFND 17 167,515 0 0
GOLDCORP INC NEW COM 380956409 26,521 1,611,500 SH   DFND 21 1,611,500 0 0
GOLDCORP INC NEW COM 380956409 594 35,600 SH   DFND 24 35,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 9,336 57,892 SH   DFND 4 57,892 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,768 48,167 SH   DFND 17 44,281 0 3,886
GOLDMAN SACHS GROUP INC COM 38141G104 8,642 53,587 SH   DFND 20 53,587 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 47,750 299,524 SH   DFND 21 202,610 0 96,914
GOLDMAN SACHS GROUP INC COM 38141G104 93 587 SH   DFND 24 587 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 223 1,385 SH   DFND 25 1,385 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 16,079 99,700 SH Call DFND 4 99,700 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 113,147 701,600 SH Put DFND 4 701,600 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6,134 189,900 SH   DFND 3 189,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 668 20,666 SH   DFND 17 20,383 0 283
GOODYEAR TIRE & RUBR CO COM 382550101 866 26,816 SH   DFND 20 26,816 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 34,382 1,075,211 SH   DFND 21 597,295 0 477,916
GRAHAM HLDGS CO COM 384637104 346 724 SH   DFND 21 724 0 0
GRAINGER W W INC COM 384802104 265 1,183 SH   DFND 17 1,123 0 60
GRAINGER W W INC COM 384802104 26,442 118,420 SH   DFND 21 53,020 0 65,400
GRAINGER W W INC COM 384802104 4,605 20,900 SH   DFND 24 20,900 0 0
GRAND CANYON ED INC COM 38526M106 997 24,954 SH   DFND 21 24,954 0 0
GRANITE CONSTR INC COM 387328107 20,258 407,273 SH   DFND 17 358,869 0 48,404
GRANITE CONSTR INC COM 387328107 658 13,533 SH   DFND 21 9,733 0 3,800
GRAPHIC PACKAGING HLDG CO COM 388689101 43,786 3,129,800 SH   DFND 3 3,052,600 0 77,200
GRAPHIC PACKAGING HLDG CO COM 388689101 1,279 93,972 SH   DFND 17 93,972 0 0
GRAY TELEVISION INC COM 389375106 538 51,917 SH   DFND 17 51,917 0 0
GRAY TELEVISION INC COM 389375106 4,749 470,216 SH   DFND 21 470,216 0 0
GREAT SOUTHN BANCORP INC COM 390905107 350 8,593 SH   DFND 17 2,445 0 6,148
GREAT PLAINS ENERGY INC COM 391164100 37,614 1,378,300 SH   DFND 3 1,339,500 0 38,800
GREAT PLAINS ENERGY INC COM 391164100 704 25,801 SH   DFND 17 25,801 0 0
GREAT PLAINS ENERGY INC COM 391164100 116 4,258 SH   DFND 20 4,258 0 0
GREAT PLAINS ENERGY INC COM 391164100 9,411 341,218 SH   DFND 21 157,667 0 183,551
GREAT PLAINS ENERGY INC PUT 391164950 819 30,000 SH Put DFND 21 30,000 0 0
GREAT WESTN BANCORP INC COM 391416104 47,870 1,436,664 SH   DFND 3 1,400,664 0 36,000
GREAT WESTN BANCORP INC COM 391416104 2,342 70,887 SH   DFND 17 67,248 0 3,639
GREAT WESTN BANCORP INC COM 391416104 93 2,805 SH   DFND 20 2,805 0 0
GREAT WESTN BANCORP INC COM 391416104 7,513 227,303 SH   DFND 21 203,790 0 23,513
GREEN PLAINS INC COM 393222104 302 11,520 SH   DFND 17 11,520 0 0
GREENBRIER COS INC COM 393657101 1,444 40,902 SH   DFND 17 29,996 0 10,906
GREENBRIER COS INC COM 393657101 3,783 107,194 SH   DFND 21 104,833 0 2,361
GREIF INC CL A 397624107 1,641 33,090 SH   DFND 17 17,600 0 15,490
GREIF INC CL A 397624107 369 7,526 SH   DFND 21 7,526 0 0
GRIFFON CORP COM 398433102 159 9,344 SH   DFND 17 9,344 0 0
GRIFFON CORP COM 398433102 648 38,095 SH   DFND 21 38,095 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 285 4,467 SH   DFND 17 4,467 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 4,659 74,010 SH   DFND 21 46,762 0 27,248
GROUP 1 AUTOMOTIVE INC COM 398905109 60 934 SH   DFND 25 934 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 13,243 278,421 SH   DFND 17 273,582 0 4,839
GROUPE CGI INC CL A SUB VTG 39945C109 189 3,977 SH   DFND 20 3,977 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 24,722 518,731 SH   DFND 21 278,378 0 240,353
GROUPE CGI INC CL A SUB VTG 39945C109 265 5,572 SH   DFND 25 5,572 0 0
GROUPON INC COM CL A 399473107 37,607 7,302,425 SH   DFND 17 6,672,210 0 630,215
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 309 9,918 SH   DFND 17 9,918 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1,276 41,086 SH   DFND 21 41,086 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 157 1,656 SH   DFND 17 1,656 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 109 1,167 SH   DFND 21 0 0 1,167
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 78 533 SH   DFND 20 533 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 528 3,631 SH   DFND 21 2,384 0 1,247
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 189 21,509 SH   DFND 21 21,509 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 26,142 435,837 SH   DFND 17 412,391 0 23,446
GUIDEWIRE SOFTWARE INC COM 40171V100 117 1,950 SH   DFND 21 0 0 1,950
GULFPORT ENERGY CORP COM NEW 402635304 4,818 176,193 SH   DFND 21 0 0 176,193
HCA HOLDINGS INC COM 40412C101 11,985 158,474 SH   DFND 4 158,474 0 0
HCA HOLDINGS INC COM 40412C101 16,176 213,888 SH   DFND 17 157,332 0 56,556
HCA HOLDINGS INC COM 40412C101 449 5,938 SH   DFND 20 5,938 0 0
HCA HOLDINGS INC COM 40412C101 6,947 91,925 SH   DFND 21 69,411 0 22,514
HCA HOLDINGS INC CALL 40412C901 4,228 55,900 SH Call DFND 4 55,900 0 0
HCA HOLDINGS INC PUT 40412C951 28,634 378,600 SH Put DFND 4 378,600 0 0
HCP INC COM 40414L109 6,129 161,500 SH   DFND 3 161,500 0 0
HCP INC COM 40414L109 34 889 SH   DFND 17 384 0 505
HCP INC COM 40414L109 168 4,359 SH   DFND 21 4,359 0 0
HCP INC CALL 40414L909 634 16,700 SH Call DFND 4 16,700 0 0
HCP INC PUT 40414L959 6,049 159,400 SH Put DFND 4 159,400 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 477 6,640 SH   DFND 17 6,640 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 478 6,713 SH   DFND 21 0 0 6,713
HD SUPPLY HLDGS INC COM 40416M105 14,742 460,975 SH   DFND 17 372,992 0 87,983
HD SUPPLY HLDGS INC COM 40416M105 338 10,650 SH   DFND 21 5,300 0 5,350
HNI CORP COM 404251100 1,452 36,490 SH   DFND 17 19,715 0 16,775
HMS HLDGS CORP COM 40425J101 482 21,817 SH   DFND 21 0 0 21,817
HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 43,837 43,815,000 PRN   DFND 4 43,815,000 0 0
HSBC HLDGS PLC NOTE 6.875%12/3 404280BC2 5,108 4,900,000 PRN   DFND 4 4,900,000 0 0
HSBC HLDGS PLC NOTE 6.875%12/3 404280BC2 388 370,000 PRN   DFND 21 370,000 0 0
HP INC COM 40434L105 58,894 3,792,469 SH   DFND 17 3,022,849 0 769,620
HP INC COM 40434L105 50,878 3,288,619 SH   DFND 21 2,925,257 0 363,362
HP INC COM 40434L105 26 1,693 SH   DFND 25 1,693 0 0
HP INC CALL 40434L905 2,120 136,500 SH Call DFND 4 136,500 0 0
HP INC PUT 40434L955 9,166 590,200 SH Put DFND 4 590,200 0 0
HACKETT GROUP INC COM 404609109 5,020 303,871 SH   DFND 17 292,605 0 11,266
HACKETT GROUP INC COM 404609109 187 11,346 SH   DFND 21 11,346 0 0
HAIN CELESTIAL GROUP INC COM 405217100 16,796 473,089 SH   DFND 17 464,828 0 8,261
HALLIBURTON CO COM 406216101 7,565 168,558 SH   DFND 17 167,629 0 929
HALLIBURTON CO COM 406216101 1,367 30,929 SH   DFND 21 30,929 0 0
HALLIBURTON CO COM 406216101 928 21,000 SH   DFND 24 21,000 0 0
HALLIBURTON CO CALL 406216901 9,658 215,200 SH Call DFND 4 215,200 0 0
HALLIBURTON CO PUT 406216951 33,682 750,500 SH Put DFND 4 750,500 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 2,387 198,675 SH   DFND 17 198,675 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 348 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 673 19,420 SH   DFND 17 19,420 0 0
HALYARD HEALTH INC COM 40650V100 21 622 SH   DFND 21 515 0 107
HANESBRANDS INC COM 410345102 10 408 SH   DFND 17 0 0 408
HANESBRANDS INC COM 410345102 506 20,055 SH   DFND 21 20,055 0 0
HANOVER INS GROUP INC COM 410867105 44,368 588,275 SH   DFND 3 574,375 0 13,900
HANOVER INS GROUP INC COM 410867105 31,453 417,001 SH   DFND 17 338,869 0 78,132
HANOVER INS GROUP INC COM 410867105 126 1,666 SH   DFND 20 1,666 0 0
HANOVER INS GROUP INC COM 410867105 25,072 332,303 SH   DFND 21 183,010 0 149,293
HANOVER INS GROUP INC COM 410867105 20 265 SH   DFND 25 265 0 0
HARRIS CORP DEL COM 413875105 7,503 81,900 SH   DFND 3 81,900 0 0
HARRIS CORP DEL COM 413875105 12 133 SH   DFND 17 0 0 133
HARRIS CORP DEL COM 413875105 12,410 136,525 SH   DFND 21 13,551 0 122,974
HARRIS CORP DEL COM 413875105 25 268 SH   DFND 25 268 0 0
HARSCO CORP COM 415864107 15,196 1,530,314 SH   DFND 17 1,301,648 0 228,666
HARSCO CORP COM 415864107 210 21,553 SH   DFND 21 12,603 0 8,950
HARTFORD FINL SVCS GROUP INC COM 416515104 149,495 3,491,238 SH   DFND 3 3,488,638 0 2,600
HARTFORD FINL SVCS GROUP INC COM 416515104 253 5,914 SH   DFND 4 5,914 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 40,593 957,991 SH   DFND 17 946,734 0 11,257
HARTFORD FINL SVCS GROUP INC COM 416515104 508 11,870 SH   DFND 20 11,870 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 28,577 672,591 SH   DFND 21 302,153 0 370,438
HARTFORD FINL SVCS GROUP INC COM 416515104 20 476 SH   DFND 25 476 0 0
HARTFORD FINL SVCS GROUP INC CALL 416515904 1,422 33,200 SH Call DFND 4 33,200 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 10,581 247,100 SH Put DFND 4 247,100 0 0
HASBRO INC COM 418056107 5,786 72,931 SH   DFND 17 59,485 0 13,446
HASBRO INC COM 418056107 145 1,821 SH   DFND 21 1,821 0 0
HAVERTY FURNITURE INC COM 419596101 367 18,311 SH   DFND 21 0 0 18,311
HAWAIIAN HOLDINGS INC COM 419879101 6,208 127,988 SH   DFND 17 95,007 0 32,981
HAWAIIAN HOLDINGS INC COM 419879101 28,968 603,918 SH   DFND 21 342,539 0 261,379
HEALTHSOUTH CORP COM NEW 421924309 25,517 628,950 SH   DFND 3 603,575 0 25,375
HEALTHSOUTH CORP COM NEW 421924309 1,478 36,474 SH   DFND 17 36,474 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,153 28,448 SH   DFND 21 28,448 0 0
HEADWATERS INC COM 42210P102 1,123 66,454 SH   DFND 21 0 0 66,454
HEALTHSTREAM INC COM 42222N103 1,666 60,375 SH   DFND 17 60,375 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 19,015 13,040,000 PRN   DFND 17 10,915,000 0 2,125,000
HEARTLAND FINL USA INC COM 42234Q102 14,010 388,400 SH   DFND 3 358,900 0 29,500
HEARTLAND FINL USA INC COM 42234Q102 248 6,885 SH   DFND 17 6,885 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 277 15,459 SH   DFND 21 15,459 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 12,952 1,593,150 SH   DFND 17 1,362,601 0 230,549
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 222 27,706 SH   DFND 21 12,106 0 15,600
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 36,163 38,220,000 PRN   DFND 17 38,220,000 0 0
HELMERICH & PAYNE INC COM 423452101 15 220 SH   DFND 3 220 0 0
HELMERICH & PAYNE INC COM 423452101 3,702 55,000 SH   DFND 4 55,000 0 0
HELMERICH & PAYNE INC COM 423452101 1,211 18,161 SH   DFND 17 18,045 0 116
HELMERICH & PAYNE INC COM 423452101 16,230 246,533 SH   DFND 21 232,878 0 13,655
HENRY JACK & ASSOC INC COM 426281101 1,789 20,909 SH   DFND 17 20,909 0 0
HENRY JACK & ASSOC INC COM 426281101 18,696 218,410 SH   DFND 21 176,182 0 42,228
HERITAGE COMMERCE CORP COM 426927109 1,368 125,080 SH   DFND 17 115,392 0 9,688
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 100,346 101,450,000 PRN   DFND 17 97,480,000 0 3,970,000
HERITAGE INS HLDGS INC COM 42727J102 94 6,528 SH   DFND 17 6,528 0 0
HERITAGE INS HLDGS INC COM 42727J102 64 4,491 SH   DFND 21 4,491 0 0
HERON THERAPEUTICS INC COM 427746102 2,196 127,969 SH   DFND 17 127,969 0 0
HERON THERAPEUTICS INC COM 427746102 684 40,000 SH   DFND 24 40,000 0 0
HERSHEY CO COM 427866108 14 151 SH   DFND 17 0 0 151
HERSHEY CO COM 427866108 1,630 17,219 SH   DFND 21 17,219 0 0
HESKA CORP COM RESTRC NEW 42805E306 2,263 41,585 SH   DFND 17 38,874 0 2,711
HESS CORP COM 42809H107 15 288 SH   DFND 17 0 0 288
HESS CORP COM 42809H107 1,459 27,933 SH   DFND 21 27,933 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 131,502 5,779,886 SH   DFND 17 4,473,390 0 1,306,496
HEWLETT PACKARD ENTERPRISE C COM 42824C109 169 7,437 SH   DFND 20 7,437 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 55,014 2,407,169 SH   DFND 21 2,088,125 0 319,044
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 4,009 176,200 SH Call DFND 4 176,200 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 55,776 2,451,700 SH Put DFND 4 2,451,700 0 0
HEXCEL CORP NEW COM 428291108 4,136 93,442 SH   DFND 21 83,809 0 9,633
HEXCEL CORP NEW COM 428291108 8,549 197,200 SH   DFND 24 197,200 0 0
HILL ROM HLDGS INC COM 431475102 39,862 643,150 SH   DFND 3 626,035 0 17,115
HILL ROM HLDGS INC COM 431475102 15,295 248,258 SH   DFND 17 222,102 0 26,156
HILL ROM HLDGS INC COM 431475102 180 2,911 SH   DFND 20 2,911 0 0
HILL ROM HLDGS INC COM 431475102 14,623 237,986 SH   DFND 21 177,911 0 60,075
HILLENBRAND INC COM 431571108 20,751 655,840 SH   DFND 3 655,840 0 0
HILLENBRAND INC COM 431571108 175 5,600 SH   DFND 21 5,600 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 11,198 488,340 SH   DFND 4 483,167 0 5,173
HOLLYFRONTIER CORP COM 436106108 3,984 162,625 SH   DFND 17 9,815 0 152,810
HOLLYFRONTIER CORP COM 436106108 1,768 73,857 SH   DFND 21 37,172 0 36,685
HOLOGIC INC COM 436440101 1,821 46,897 SH   DFND 17 41,898 0 4,999
HOLOGIC INC COM 436440101 573 14,759 SH   DFND 20 14,759 0 0
HOLOGIC INC COM 436440101 17,563 457,827 SH   DFND 21 413,346 0 44,481
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 59,511 44,195,000 PRN   DFND 17 39,545,000 0 4,650,000
HOLOGIC INC FRNT 12/1 436440AG6 50,758 41,225,000 PRN   DFND 17 41,225,000 0 0
HOME BANCSHARES INC COM 436893200 384 18,459 SH   DFND 17 18,459 0 0
HOME BANCSHARES INC COM 436893200 64 3,098 SH   DFND 20 3,098 0 0
HOME BANCSHARES INC COM 436893200 2,361 113,553 SH   DFND 21 110,953 0 2,600
HOME DEPOT INC COM 437076102 22,516 174,977 SH   DFND 4 174,977 0 0
HOME DEPOT INC COM 437076102 234,662 1,823,979 SH   DFND 17 1,680,677 0 143,302
HOME DEPOT INC COM 437076102 4,965 38,586 SH   DFND 20 38,586 0 0
HOME DEPOT INC COM 437076102 125,049 974,743 SH   DFND 21 809,501 0 165,242
HOME DEPOT INC COM 437076102 75 587 SH   DFND 24 587 0 0
HOME DEPOT INC CALL 437076902 39,633 308,000 SH Call DFND 4 308,000 0 0
HOME DEPOT INC PUT 437076952 225,383 1,751,500 SH Put DFND 4 1,751,500 0 0
HONEYWELL INTL INC COM 438516106 101 871 SH   DFND 17 50 0 821
HONEYWELL INTL INC COM 438516106 826 7,151 SH   DFND 21 7,151 0 0
HOOKER FURNITURE CORP COM 439038100 366 14,947 SH   DFND 17 3,879 0 11,068
HOOKER FURNITURE CORP COM 439038100 403 16,248 SH   DFND 21 16,248 0 0
HOPE BANCORP INC COM 43940T109 327 19,284 SH   DFND 21 19,284 0 0
HORMEL FOODS CORP COM 440452100 7,537 198,697 SH   DFND 17 198,406 0 291
HORMEL FOODS CORP COM 440452100 12,015 317,153 SH   DFND 21 39,521 0 277,632
HORMEL FOODS CORP COM 440452100 4,581 120,940 SH   DFND 24 120,940 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 7,214 7,380,000 PRN   DFND 17 7,380,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 7,743 13,350,000 PRN   DFND 17 13,350,000 0 0
HORTONWORKS INC COM 440894103 11,266 1,349,233 SH   DFND 17 1,349,233 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 28 950 SH   DFND 3 950 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 693 23,337 SH   DFND 17 23,337 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 40 1,353 SH   DFND 21 1,353 0 0
HOST HOTELS & RESORTS INC COM 44107P104 22 1,443 SH   DFND 17 639 0 804
HOST HOTELS & RESORTS INC COM 44107P104 224 14,366 SH   DFND 21 14,366 0 0
HOULIHAN LOKEY INC CL A 441593100 17,239 688,200 SH   DFND 3 644,400 0 43,800
HOULIHAN LOKEY INC CL A 441593100 1,200 48,957 SH   DFND 17 48,957 0 0
HOWARD HUGHES CORP COM 44267D107 14,386 125,645 SH   DFND 17 104,955 0 20,690
HOWARD HUGHES CORP COM 44267D107 126 1,100 SH   DFND 21 0 0 1,100
HUBSPOT INC COM 443573100 329 5,710 SH   DFND 17 0 0 5,710
HUDBAY MINERALS INC COM 443628102 14,611 3,700,000 SH   DFND 4 3,700,000 0 0
HUDSON PAC PPTYS INC COM 444097109 491 14,930 SH   DFND 17 14,930 0 0
HUMANA INC COM 444859102 2,383 13,473 SH   DFND 4 13,473 0 0
HUMANA INC COM 444859102 2,060 11,695 SH   DFND 17 8,588 0 3,107
HUMANA INC COM 444859102 24,495 139,166 SH   DFND 21 120,629 0 18,537
HUMANA INC CALL 444859902 3,361 19,000 SH Call DFND 4 19,000 0 0
HUMANA INC PUT 444859952 33,220 187,800 SH Put DFND 4 187,800 0 0
HUNTINGTON BANCSHARES INC COM 446150104 816 82,719 SH   DFND 17 81,549 0 1,170
HUNTINGTON BANCSHARES INC COM 446150104 186 18,903 SH   DFND 20 18,903 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,603 264,768 SH   DFND 21 227,854 0 36,914
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 34,164 23,725 SH   DFND 17 23,725 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 10,901 71,055 SH   DFND 3 71,055 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 12,746 83,320 SH   DFND 17 80,473 0 2,847
HUNTINGTON INGALLS INDS INC COM 446413106 862 5,619 SH   DFND 20 5,619 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 28,767 187,855 SH   DFND 21 160,106 0 27,749
HUNTINGTON INGALLS INDS INC COM 446413106 56 367 SH   DFND 25 367 0 0
HUNTSMAN CORP COM 447011107 18,420 1,132,136 SH   DFND 17 938,902 0 193,234
HUNTSMAN CORP COM 447011107 1,681 104,100 SH   DFND 21 85,106 0 18,994
HURON CONSULTING GROUP INC COM 447462102 1,627 27,786 SH   DFND 21 27,786 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7,836 7,755,000 PRN   DFND 17 7,480,000 0 275,000
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 3,560 299,200 SH   DFND 20 299,200 0 0
IAC INTERACTIVECORP COM 44919P508 317 5,080 SH   DFND 17 0 0 5,080
ICF INTL INC COM 44925C103 23 526 SH   DFND 17 526 0 0
ICF INTL INC COM 44925C103 1,288 29,171 SH   DFND 21 4,711 0 24,460
IES HLDGS INC COM 44951W106 1,362 76,564 SH   DFND 17 70,694 0 5,870
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 18,930 19,825,000 PRN   DFND 17 19,825,000 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 4,127 309,800 SH   DFND 3 309,800 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 630 47,440 SH   DFND 21 44,516 0 2,924
ITT INC COM 45073V108 50,678 1,414,015 SH   DFND 3 1,382,215 0 31,800
ITT INC COM 45073V108 1,237 34,796 SH   DFND 17 34,796 0 0
ITT INC COM 45073V108 706 19,742 SH   DFND 21 0 0 19,742
IAMGOLD CORP COM 450913108 4,090 968,711 SH   DFND 21 968,711 0 0
ICICI BK LTD ADR 45104G104 1,063 143,442 SH   DFND 20 143,442 0 0
ICICI BK LTD ADR 45104G104 741 99,674 SH   DFND 21 40,546 0 59,128
ICONIX BRAND GROUP INC COM 451055107 714 87,963 SH   DFND 17 87,963 0 0
ICONIX BRAND GROUP INC COM 451055107 960 119,042 SH   DFND 21 73,989 0 45,053
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 58,130 67,330,000 PRN   DFND 17 67,330,000 0 0
IDACORP INC COM 451107106 364 4,655 SH   DFND 17 4,655 0 0
IDACORP INC COM 451107106 2,848 36,225 SH   DFND 21 34,721 0 1,504
IDEX CORP COM 45167R104 27,891 298,083 SH   DFND 17 298,083 0 0
IDEX CORP COM 45167R104 23,799 254,752 SH   DFND 21 131,628 0 123,124
IDEX CORP COM 45167R104 6,642 71,500 SH   DFND 24 71,500 0 0
IDEXX LABS INC COM 45168D104 197 1,745 SH   DFND 17 0 0 1,745
IDEXX LABS INC COM 45168D104 7,181 64,187 SH   DFND 21 64,187 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,658 88,935 SH   DFND 3 88,935 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,981 16,636 SH   DFND 17 16,292 0 344
ILLINOIS TOOL WKS INC COM 452308109 24,800 208,329 SH   DFND 21 208,329 0 0
ILLINOIS TOOL WKS INC CALL 452308909 8,077 67,400 SH Call DFND 4 67,400 0 0
ILLINOIS TOOL WKS INC PUT 452308959 31,566 263,400 SH Put DFND 4 263,400 0 0
ILLUMINA INC COM 452327109 4,608 26,093 SH   DFND 17 25,935 0 158
ILLUMINA INC COM 452327109 29 158 SH   DFND 21 158 0 0
ILLUMINA INC COM 452327109 2,295 13,000 SH   DFND 24 13,000 0 0
ILLUMINA INC CALL 452327909 4,414 24,300 SH Call DFND 4 24,300 0 0
ILLUMINA INC PUT 452327959 33,498 184,400 SH Put DFND 4 184,400 0 0
ILLUMINA INC NOTE 6/1 452327AF6 4,536 4,350,000 PRN   DFND 17 3,945,000 0 405,000
ILLUMINA INC NOTE 6/1 452327AF6 3,128 3,000,000 PRN   DFND 21 0 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 74,088 67,815,000 PRN   DFND 17 67,815,000 0 0
IMPAX LABORATORIES INC COM 45256B101 1,230 52,159 SH   DFND 17 52,159 0 0
IMPAX LABORATORIES INC COM 45256B101 637 27,000 SH   DFND 24 27,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 47,184 53,270,000 PRN   DFND 17 52,845,000 0 425,000
IMPINJ INC COM 453204109 4,455 119,065 SH   DFND 17 115,984 0 3,081
IMPERVA INC COM 45321L100 10,118 188,391 SH   DFND 17 146,350 0 42,041
INC RESH HLDGS INC CL A 45329R109 305 6,832 SH   DFND 17 6,832 0 0
INC RESH HLDGS INC CL A 45329R109 1,524 34,213 SH   DFND 21 29,448 0 4,765
INCONTACT INC COM 45336E109 11,823 845,674 SH   DFND 4 845,674 0 0
INCONTACT INC COM 45336E109 24,099 1,723,837 SH   DFND 21 1,723,837 0 0
INCYTE CORP COM 45337C102 34,950 374,334 SH   DFND 17 302,839 0 71,495
INCYTE CORP COM 45337C102 115 1,220 SH   DFND 21 1,220 0 0
INCYTE CORP COM 45337C102 8,122 88,000 SH   DFND 24 88,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 67,492 35,455,000 PRN   DFND 17 33,365,000 0 2,090,000
INDEPENDENCE CONTRACT DRIL I COM 453415309 832 158,424 SH   DFND 17 146,367 0 12,057
INDEPENDENCE RLTY TR INC COM 45378A106 32 3,543 SH   DFND 17 3,543 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 147 15,864 SH   DFND 21 15,864 0 0
INDEPENDENT BANK CORP MASS COM 453836108 347 6,417 SH   DFND 17 6,417 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 2,043 40,726 SH   DFND 17 40,726 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 477 9,512 SH   DFND 20 9,512 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 7,647 151,210 SH   DFND 21 151,210 0 0
INFOBLOX INC COM 45672H104 22,047 836,081 SH   DFND 21 836,081 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 880 220,464 SH   DFND 17 203,382 0 17,082
INFOSYS LTD SPONSORED ADR 456788108 33 2,076 SH   DFND   2,076 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,577 163,300 SH   DFND 17 18,608 0 144,692
INFOSYS LTD SPONSORED ADR 456788108 10,388 657,463 SH   DFND 20 657,463 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,522 285,722 SH   DFND 21 252,805 0 32,917
ING GROEP N V DBCV 6.000%12/3 456837AE3 2,923 3,000,000 PRN   DFND 4 3,000,000 0 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 162,566 167,270,000 PRN   DFND 4 167,270,000 0 0
INFRAREIT INC COM 45685L100 28,997 1,598,500 SH   DFND 3 1,543,000 0 55,500
INFRAREIT INC COM 45685L100 1,320 72,464 SH   DFND 17 72,464 0 0
INGLES MKTS INC CL A 457030104 28,025 708,786 SH   DFND 3 681,753 0 27,033
INGLES MKTS INC CL A 457030104 1,892 48,318 SH   DFND 17 23,743 0 24,575
INGRAM MICRO INC CL A 457153104 4 100 SH   DFND 17 100 0 0
INGRAM MICRO INC CL A 457153104 10,837 308,267 SH   DFND 21 288,822 0 19,445
INGREDION INC COM 457187102 47,176 354,550 SH   DFND 3 345,000 0 9,550
INGREDION INC COM 457187102 30,930 232,778 SH   DFND 17 228,585 0 4,193
INGREDION INC COM 457187102 1,618 12,158 SH   DFND 20 12,158 0 0
INGREDION INC COM 457187102 55,621 420,344 SH   DFND 21 295,669 0 124,675
INGREDION INC COM 457187102 7,825 59,400 SH   DFND 24 59,400 0 0
INSIGHT ENTERPRISES INC COM 45765U103 80 2,446 SH   DFND 17 2,446 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,913 59,427 SH   DFND 21 27,518 0 31,909
INNOSPEC INC COM 45768S105 390 6,411 SH   DFND 17 6,411 0 0
INNOSPEC INC COM 45768S105 2,984 49,256 SH   DFND 21 30,697 0 18,559
INPHI CORP COM 45772F107 12,400 284,990 SH   DFND 17 244,476 0 40,514
INPHI CORP COM 45772F107 129 3,000 SH   DFND 21 0 0 3,000
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1,418 152,181 SH   DFND 17 152,181 0 0
INNOPHOS HOLDINGS INC COM 45774N108 27,993 717,220 SH   DFND 3 697,220 0 20,000
INNOPHOS HOLDINGS INC COM 45774N108 1,477 39,355 SH   DFND 21 0 0 39,355
INSTEEL INDUSTRIES INC COM 45774W108 78 2,152 SH   DFND 17 2,152 0 0
INSTEEL INDUSTRIES INC COM 45774W108 3,007 82,649 SH   DFND 21 82,649 0 0
INSPERITY INC COM 45778Q107 676 9,307 SH   DFND 17 6,907 0 2,400
INSPERITY INC COM 45778Q107 6,373 87,729 SH   DFND 21 73,220 0 14,509
INSPERITY INC COM 45778Q107 109 1,498 SH   DFND 25 1,498 0 0
INOGEN INC COM 45780L104 10,588 176,759 SH   DFND 17 174,015 0 2,744
INSTALLED BLDG PRODS INC COM 45780R101 16,191 451,378 SH   DFND 17 373,257 0 78,121
INSTALLED BLDG PRODS INC COM 45780R101 134 3,750 SH   DFND 21 0 0 3,750
INNOVIVA INC COM 45781M101 1,696 156,492 SH   DFND 21 156,492 0 0
INSTRUCTURE INC COM 45781U103 2,636 103,894 SH   DFND 17 103,894 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 575 6,967 SH   DFND 17 6,967 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 116 1,400 SH   DFND 20 1,400 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,656 20,058 SH   DFND 21 20,058 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 33,925 21,705,000 PRN   DFND 17 18,240,000 0 3,465,000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,109 91,306 SH   DFND 17 91,306 0 0
INTEL CORP COM 458140100 135,236 3,582,405 SH   DFND 3 3,579,105 0 3,300
INTEL CORP COM 458140100 330,009 8,756,982 SH   DFND 17 7,740,435 0 1,016,547
INTEL CORP COM 458140100 17,141 454,054 SH   DFND 20 454,054 0 0
INTEL CORP COM 458140100 287,072 7,652,497 SH   DFND 21 5,431,568 0 2,220,929
INTEL CORP COM 458140100 473 12,533 SH   DFND 25 12,533 0 0
INTEL CORP CALL 458140900 27,222 721,100 SH Call DFND 4 721,100 0 0
INTEL CORP PUT 458140950 162,786 4,312,200 SH Put DFND 4 4,312,200 0 0
INTEL CORP SDCV 12/1 458140AD2 27,625 20,000,000 PRN   DFND 17 20,000,000 0 0
INTEL CORP SDCV 12/1 458140AD2 9,669 7,000,000 PRN   DFND 21 0 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 228,191 124,460,000 PRN   DFND 17 115,215,000 0 9,245,000
INTELIQUENT INC COM 45825N107 24,257 1,502,925 SH   DFND 3 1,438,775 0 64,150
INTELIQUENT INC COM 45825N107 1,420 87,998 SH   DFND 17 87,998 0 0
INTELIQUENT INC COM 45825N107 203 12,517 SH   DFND 21 12,517 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 26,892 447,149 SH   DFND 21 447,149 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 978 6,059 SH   DFND 17 6,059 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 593 3,700 SH   DFND 24 3,700 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 27,754 24,765,000 PRN   DFND 17 21,295,000 0 3,470,000
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 48,790 40,080,000 PRN   DFND 17 33,435,000 0 6,645,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 29,717 110,389 SH   DFND 17 108,396 0 1,993
INTERCONTINENTAL EXCHANGE IN COM 45866F104 65 240 SH   DFND 20 240 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 35,034 130,515 SH   DFND 21 130,099 0 416
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 7,892 29,300 SH Call DFND 4 29,300 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 44,498 165,200 SH Put DFND 4 165,200 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 31,399 1,054,381 SH   DFND 3 1,054,381 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 81 2,800 SH   DFND 21 2,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 146,875 924,613 SH   DFND 3 923,763 0 850
INTERNATIONAL BUSINESS MACHS COM 459200101 130,365 821,714 SH   DFND 17 759,218 0 62,496
INTERNATIONAL BUSINESS MACHS COM 459200101 33,665 212,489 SH   DFND 21 170,036 0 42,453
INTERNATIONAL BUSINESS MACHS COM 459200101 93 587 SH   DFND 24 587 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 39 246 SH   DFND 25 246 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 38,410 241,800 SH Call DFND 4 241,800 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 177,547 1,117,700 SH Put DFND 4 1,117,700 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 933 6,527 SH   DFND 17 6,441 0 86
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 113,661 796,870 SH   DFND 21 619,499 0 177,371
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 639 4,500 SH   DFND 24 4,500 0 0
INTL PAPER CO COM 460146103 172,984 3,605,333 SH   DFND 3 3,602,333 0 3,000
INTL PAPER CO COM 460146103 39,475 834,041 SH   DFND 17 832,119 0 1,922
INTL PAPER CO COM 460146103 114 2,375 SH   DFND 20 2,375 0 0
INTL PAPER CO COM 460146103 20,702 436,589 SH   DFND 21 276,046 0 160,543
INTL PAPER CO CALL 460146903 3,162 65,900 SH Call DFND 4 65,900 0 0
INTL PAPER CO PUT 460146953 23,472 489,200 SH Put DFND 4 489,200 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 111 3,310 SH   DFND 17 3,310 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 148 4,442 SH   DFND 21 4,442 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,445 64,673 SH   DFND 17 64,241 0 432
INTERPUBLIC GROUP COS INC COM 460690100 20,060 905,317 SH   DFND 21 905,317 0 0
INTERSIL CORP CL A 46069S109 688 31,410 SH   DFND 17 23,407 0 8,003
INTERSIL CORP CL A 46069S109 30,690 1,399,658 SH   DFND 21 1,367,123 0 32,535
INTERSECT ENT INC COM 46071F103 2,355 148,643 SH   DFND 17 144,842 0 3,801
INTERVAL LEISURE GROUP INC COM 46113M108 921 53,615 SH   DFND 17 38,575 0 15,040
INTERVAL LEISURE GROUP INC COM 46113M108 89 5,208 SH   DFND 21 0 0 5,208
INTL FCSTONE INC COM 46116V105 524 13,492 SH   DFND 17 5,050 0 8,442
INTL FCSTONE INC COM 46116V105 51 1,325 SH   DFND 21 1,325 0 0
INTRALINKS HLDGS INC COM 46118H104 2,469 245,458 SH   DFND 17 245,458 0 0
INTUIT COM 461202103 110,873 1,007,848 SH   DFND 17 849,099 0 158,749
INTUIT COM 461202103 78,903 719,103 SH   DFND 21 611,094 0 108,009
INTUIT CALL 461202903 4,378 39,800 SH Call DFND 4 39,800 0 0
INTUIT PUT 461202953 32,398 294,500 SH Put DFND 4 294,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 23,618 32,618 SH   DFND 17 31,867 0 751
INTUITIVE SURGICAL INC COM NEW 46120E602 19,912 27,655 SH   DFND 21 27,655 0 0
INTUITIVE SURGICAL INC CALL 46120E902 1,595 2,200 SH Call DFND 4 2,200 0 0
INTUITIVE SURGICAL INC PUT 46120E952 12,395 17,100 SH Put DFND 4 17,100 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 424 27,832 SH   DFND 17 27,832 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 120 7,872 SH   DFND 20 7,872 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,957 128,770 SH   DFND 21 128,770 0 0
INVUITY INC COM NEW 46187J205 2,701 196,897 SH   DFND 17 191,530 0 5,367
IRADIMED CORP COM 46266A109 958 56,388 SH   DFND 17 52,097 0 4,291
IRIDIUM COMMUNICATIONS INC COM 46269C102 25 3,134 SH   DFND 17 3,134 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 285 35,802 SH   DFND 21 35,802 0 0
IRON MTN INC NEW COM 46284V101 3,753 100,000 SH   DFND 4 100,000 0 0
IRON MTN INC NEW COM 46284V101 1,148 30,591 SH   DFND 17 30,328 0 263
IRON MTN INC NEW COM 46284V101 10 263 SH   DFND 21 263 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 34,749 29,250,000 PRN   DFND 17 24,350,000 0 4,900,000
ISHARES GOLD TRUST ISHARES 464285105 15,802 1,245,200 SH   DFND 20 1,245,200 0 0
ISHARES MSCI AUST ETF 464286103 7,775 374,890 SH   DFND 24 0 0 374,890
ISHARES EM MKTS DIV ETF 464286319 501 14,000 SH   DFND 24 14,000 0 0
ISHARES MSCI WORLD ETF 464286392 9,312 128,153 SH   DFND 25 128,153 0 0
ISHARES MSCI CDA ETF 464286509 10,556 412,200 SH   DFND 24 0 0 412,200
ISHARES EM MKTS CURR ETF 464286517 1,015 22,117 SH   DFND 17 22,117 0 0
ISHARES MIN VOL EMRG MKT 464286533 3 59 SH   DFND 17 59 0 0
ISHARES MIN VOL EMRG MKT 464286533 48,113 890,000 SH   DFND 25 890,000 0 0
ISHARES MSCI BRIC INDX 464286657 540 15,838 SH   DFND   0 0 15,838
ISHARES MSCI STH KOR ETF 464286772 1,927 33,326 SH   DFND 17 33,326 0 0
ISHARES MSCI JAPAN ETF 464286848 12,034 958,120 SH   DFND 24 115,000 0 843,120
ISHARES MSCI HONG KG ETF 464286871 918 41,857 SH   DFND 24 41,857 0 0
ISHARES TR TIPS BD ETF 464287176 323 2,770 SH   DFND   0 0 2,770
ISHARES TR TIPS BD ETF 464287176 2,473 21,232 SH   DFND 17 21,232 0 0
ISHARES TR CORE S&P500 ETF 464287200 18,281 84,660 SH   DFND 24 0 0 84,660
ISHARES TR CORE US AGGBD ET 464287226 20,936 186,233 SH   DFND 17 186,233 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 134 3,600 SH   DFND   3,600 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 56 1,500 SH   DFND 3 1,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 393 10,500 SH   DFND 17 10,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 23,975 640,200 SH Put DFND 21 640,200 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,099 56,300 SH   DFND 24 56,000 0 300
ISHARES TR MSCI EMG MKT ETF 464287234 5,112 136,504 SH   DFND 25 136,504 0 0
ISHARES TR IBOXX INV CP ETF 464287242 790 6,400 SH   DFND   2,000 0 4,400
ISHARES TR IBOXX INV CP ETF 464287242 51,970 421,906 SH   DFND 4 421,906 0 0
ISHARES TR IBOXX INV CP ETF 464287242 191,723 1,556,447 SH   DFND 17 1,556,447 0 0
ISHARES TR IBOXX INV CP ETF 464287242 34,490 280,000 SH   DFND 25 280,000 0 0
ISHARES TR LATN AMER 40 ETF 464287390 8,118 290,334 SH   DFND 24 10,500 0 279,834
ISHARES TR S&P 500 VAL ETF 464287408 631 6,646 SH   DFND 17 6,646 0 0
ISHARES TR 20 YR TR BD ETF 464287432 1,388 10,000 SH   DFND   6,000 0 4,000
ISHARES TR 20 YR TR BD ETF 464287432 19 137 SH   DFND 17 137 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 477 5,600 SH   DFND   5,600 0 0
ISHARES TR MSCI EAFE ETF 464287465 35,560 601,383 SH   DFND 4 601,383 0 0
ISHARES TR MSCI EAFE ETF 464287465 49,885 843,654 SH   DFND 17 843,654 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 289 1,000 SH   DFND 17 0 0 1,000
ISHARES TR NASDQ BIOTEC ETF 464287556 1,029 3,600 SH   DFND 24 3,600 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,315 12,555 SH   DFND 17 12,555 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 5,306 42,719 SH   DFND 17 42,719 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,229 10,000 SH   DFND 24 10,000 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,296 16,000 SH   DFND 24 16,000 0 0
ISHARES TR PUT 464287954 1,362,945 36,393,737 SH Put DFND 4 36,393,737 0 0
ISHARES TR PUT 464287955 665,798 5,800,033 SH Put DFND 4 5,800,033 0 0
ISHARES TR PUT 464287959 94,938 1,177,306 SH Put DFND 4 1,177,306 0 0
ISHARES TR INTL TREA BD ETF 464288117 29,578 294,100 SH   DFND 24 0 0 294,100
ISHARES TR MSCI AC ASIA ETF 464288182 7,370 122,400 SH   DFND 24 0 0 122,400
ISHARES TR MSCI ACWI ETF 464288257 43,143 730,000 SH   DFND 17 730,000 0 0
ISHARES TR MSCI ACWI ETF 464288257 3,128 53,300 SH   DFND 24 53,000 0 300
ISHARES TR JP MOR EM MK ETF 464288281 678 5,800 SH   DFND   2,000 0 3,800
ISHARES TR JP MOR EM MK ETF 464288281 3,381 28,849 SH   DFND 17 28,849 0 0
ISHARES TR JP MOR EM MK ETF 464288281 72,672 620,015 SH   DFND 25 620,015 0 0
ISHARES TR INTL SEL DIV ETF 464288448 841 28,039 SH   DFND 17 28,039 0 0
ISHARES TR IBOXX HI YD ETF 464288513 15,757 180,574 SH   DFND 17 180,574 0 0
ISHARES TR IBOXX HI YD ETF 464288513 4,302 49,300 SH   DFND 25 49,300 0 0
ISHARES TR MBS ETF 464288588 4,905 44,554 SH   DFND 17 44,554 0 0
ISHARES TR MBS ETF 464288588 8,016 72,810 SH   DFND 20 72,810 0 0
ISHARES TR U.S. PFD STK ETF 464288687 1,050 26,700 SH   DFND   11,000 0 15,700
ISHARES TR CORE US TR BD 46429B267 28 1,081 SH   DFND 17 1,081 0 0
ISHARES TR CORE US TR BD 46429B267 16,303 623,900 SH   DFND 24 0 0 623,900
ISHARES TR MSCI INDIA ETF 46429B598 156 5,300 SH   DFND 17 5,300 0 0
ISHARES TR MSCI INDIA ETF 46429B598 433 15,000 SH   DFND 24 15,000 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 162 2,000 SH   DFND   0 0 2,000
ISHARES TR CORE HIGH DV ETF 46429B663 1,231 15,142 SH   DFND 17 15,142 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,691 37,224 SH   DFND 17 37,224 0 0
ISHARES TR MIN VOL USA ETF 46429B697 60,976 1,342,200 SH   DFND 25 1,342,200 0 0
ISHARES TR USA QUALITY FCTR 46432F339 1,322 19,760 SH   DFND   1,000 0 18,760
ISHARES TR USA QUALITY FCTR 46432F339 1,845 27,342 SH   DFND 17 27,342 0 0
ISHARES TR USA QUALITY FCTR 46432F339 30,591 453,272 SH   DFND 25 453,272 0 0
ISHARES TR USA VALUE FACTOR 46432F388 30,691 470,142 SH   DFND 25 470,142 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 308 4,000 SH   DFND   1,500 0 2,500
ISHARES TR USA MOMENTUM FCT 46432F396 1,646 21,278 SH   DFND 17 21,278 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 30,462 393,723 SH   DFND 25 393,723 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 63,810 68,450,000 PRN   DFND 17 63,835,000 0 4,615,000
ISHARES INC CORE MSCI EMKT 46434G103 785 17,300 SH   DFND 24 17,000 0 300
ISHARES TR MSCI UTD KNGDM 46434V548 2,597 165,000 SH   DFND 24 0 0 165,000
ISHARES TR CUR HD EURZN ETF 46434V639 366 15,000 SH   DFND 24 15,000 0 0
ISHARES TR HDG MSCI GERMN 46434V704 4,429 189,000 SH   DFND 24 189,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,580 144,578 SH   DFND 21 144,578 0 0
ITRON INC COM 465741106 10,911 195,671 SH   DFND 17 170,855 0 24,816
ITRON INC COM 465741106 172 3,141 SH   DFND 21 0 0 3,141
J & J SNACK FOODS CORP COM 466032109 354 2,970 SH   DFND 17 2,970 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 233 38,800 SH   DFND 17 0 0 38,800
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 51,760 51,825,000 PRN   DFND 17 51,825,000 0 0
JPMORGAN CHASE & CO COM 46625H100 310,478 4,662,539 SH   DFND 3 4,657,939 0 4,600
JPMORGAN CHASE & CO COM 46625H100 187,684 2,838,124 SH   DFND 17 2,765,080 0 73,044
JPMORGAN CHASE & CO COM 46625H100 8,177 122,791 SH   DFND 20 122,791 0 0
JPMORGAN CHASE & CO COM 46625H100 273,725 4,146,125 SH   DFND 21 3,250,341 0 895,784
JPMORGAN CHASE & CO COM 46625H100 458 6,882 SH   DFND 25 6,882 0 0
JPMORGAN CHASE & CO CALL 46625H900 45,288 680,100 SH Call DFND 4 680,100 0 0
JPMORGAN CHASE & CO PUT 46625H950 229,276 3,443,100 SH Put DFND 4 3,443,100 0 0
JABIL CIRCUIT INC COM 466313103 3,555 162,967 SH   DFND 17 160,060 0 2,907
JABIL CIRCUIT INC COM 466313103 20,117 924,019 SH   DFND 21 405,177 0 518,842
JABIL CIRCUIT INC COM 466313103 16 756 SH   DFND 25 756 0 0
JACK IN THE BOX INC COM 466367109 14,448 150,590 SH   DFND 17 132,792 0 17,798
JACK IN THE BOX INC COM 466367109 105 1,099 SH   DFND 20 1,099 0 0
JACK IN THE BOX INC COM 466367109 2,030 21,234 SH   DFND 21 21,234 0 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1,377 1,000,000 PRN   DFND 17 1,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 59,874 58,570,000 PRN   DFND 17 58,225,000 0 345,000
JD COM INC SPON ADR CL A 47215P106 1,988 76,205 SH   DFND 17 53,390 0 22,815
JD COM INC SPON ADR CL A 47215P106 228 8,787 SH   DFND 21 8,787 0 0
JETBLUE AIRWAYS CORP COM 477143101 5,224 303,242 SH   DFND 17 96,416 0 206,826
JETBLUE AIRWAYS CORP COM 477143101 126 7,305 SH   DFND 20 7,305 0 0
JETBLUE AIRWAYS CORP COM 477143101 31,164 1,814,033 SH   DFND 21 1,038,781 0 775,252
JETBLUE AIRWAYS CORP COM 477143101 72 4,161 SH   DFND 25 4,161 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 577 36,500 SH   DFND 17 0 0 36,500
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 441 26,700 SH   DFND 24 26,700 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 23,570 334,092 SH   DFND 17 284,154 0 49,938
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,986 28,719 SH   DFND 21 26,169 0 2,550
JOHNSON & JOHNSON COM 478160104 152,928 1,294,575 SH   DFND 3 1,294,575 0 0
JOHNSON & JOHNSON COM 478160104 144,963 1,230,255 SH   DFND 17 946,081 0 284,174
JOHNSON & JOHNSON COM 478160104 4,347 36,798 SH   DFND 20 36,798 0 0
JOHNSON & JOHNSON COM 478160104 414,191 3,520,464 SH   DFND 21 2,511,946 0 1,008,518
JOHNSON & JOHNSON COM 478160104 1,783 15,203 SH   DFND 24 15,203 0 0
JOHNSON & JOHNSON COM 478160104 655 5,545 SH   DFND 25 5,545 0 0
JOHNSON & JOHNSON CALL 478160904 69,567 588,900 SH Call DFND 4 588,900 0 0
JOHNSON & JOHNSON PUT 478160954 421,677 3,569,600 SH Put DFND 4 3,569,600 0 0
JONES LANG LASALLE INC COM 48020Q107 232 2,038 SH   DFND 17 2,038 0 0
JONES LANG LASALLE INC COM 48020Q107 1,804 16,086 SH   DFND 21 15,015 0 1,071
JOY GLOBAL INC COM 481165108 5,822 209,890 SH   DFND 4 209,890 0 0
JOY GLOBAL INC COM 481165108 23,540 848,600 SH   DFND 17 840,300 0 8,300
JOY GLOBAL INC COM 481165108 23,654 852,700 SH   DFND 21 852,700 0 0
J2 GLOBAL INC COM 48123V102 27,334 410,363 SH   DFND 3 393,985 0 16,378
J2 GLOBAL INC COM 48123V102 17,981 270,045 SH   DFND 17 206,307 0 63,738
J2 GLOBAL INC COM 48123V102 165 2,476 SH   DFND 20 2,476 0 0
J2 GLOBAL INC COM 48123V102 31,356 473,904 SH   DFND 21 314,659 0 159,245
J2 GLOBAL INC COM 48123V102 112 1,688 SH   DFND 25 1,688 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1,541 1,330,000 PRN   DFND 17 1,045,000 0 285,000
JUNIPER NETWORKS INC COM 48203R104 5,714 237,500 SH   DFND 3 237,500 0 0
JUNIPER NETWORKS INC COM 48203R104 16,667 693,263 SH   DFND 17 680,703 0 12,560
JUNIPER NETWORKS INC COM 48203R104 88 3,657 SH   DFND 20 3,657 0 0
JUNIPER NETWORKS INC COM 48203R104 37,238 1,565,137 SH   DFND 21 908,867 0 656,270
JUNIPER NETWORKS INC COM 48203R104 76 3,161 SH   DFND 25 3,161 0 0
JUNO THERAPEUTICS INC COM 48205A109 2,145 71,495 SH   DFND 17 61,840 0 9,655
JUNO THERAPEUTICS INC COM 48205A109 1,440 48,000 SH   DFND 24 48,000 0 0
KAR AUCTION SVCS INC COM 48238T109 12,516 290,000 SH   DFND 4 290,000 0 0
KAR AUCTION SVCS INC COM 48238T109 6,018 139,703 SH   DFND 17 128,506 0 11,197
KAR AUCTION SVCS INC COM 48238T109 150 3,481 SH   DFND 20 3,481 0 0
KAR AUCTION SVCS INC COM 48238T109 37,603 875,295 SH   DFND 21 647,063 0 228,232
KAR AUCTION SVCS INC COM 48238T109 22 514 SH   DFND 25 514 0 0
KBR INC COM 48242W106 47,122 3,114,500 SH   DFND 3 3,041,100 0 73,400
KBR INC COM 48242W106 1,645 109,299 SH   DFND 17 103,509 0 5,790
KCG HLDGS INC CL A 48244B100 621 40,425 SH   DFND 21 40,425 0 0
KLA-TENCOR CORP COM 482480100 3,445 49,421 SH   DFND 17 49,253 0 168
KLA-TENCOR CORP COM 482480100 42,703 615,328 SH   DFND 21 615,328 0 0
KKR & CO L P DEL COM UNITS 48248M102 182 12,755 SH   DFND 4 8,311 0 4,444
KT CORP SPONSORED ADR 48268K101 393 24,157 SH   DFND 21 24,157 0 0
KADANT INC COM 48282T104 2,599 49,871 SH   DFND 17 49,871 0 0
KADANT INC COM 48282T104 666 12,837 SH   DFND 21 12,837 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,107 47,485 SH   DFND 17 3,678 0 43,807
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,644 19,144 SH   DFND 21 19,144 0 0
KAMAN CORP COM 483548103 277 6,305 SH   DFND 17 6,305 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 30,663 328,898 SH   DFND 17 324,222 0 4,676
KANSAS CITY SOUTHERN COM NEW 485170302 118 1,261 SH   DFND 21 116 0 1,145
KANSAS CITY SOUTHERN COM NEW 485170302 556 6,000 SH   DFND 24 6,000 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 30,777 31,485,000 PRN   DFND 17 31,235,000 0 250,000
KELLOGG CO COM 487836108 548 7,069 SH   DFND 4 7,069 0 0
KELLOGG CO COM 487836108 4,951 63,909 SH   DFND 17 63,332 0 577
KELLOGG CO COM 487836108 21 272 SH   DFND 21 272 0 0
KELLOGG CO COM 487836108 2,936 38,000 SH   DFND 24 38,000 0 0
KELLOGG CO CALL 487836908 3,176 41,000 SH Call DFND 4 41,000 0 0
KELLOGG CO PUT 487836958 21,173 273,300 SH Put DFND 4 273,300 0 0
KELLY SVCS INC CL A 488152208 675 35,113 SH   DFND 17 8,868 0 26,245
KELLY SVCS INC CL A 488152208 1,504 78,758 SH   DFND 21 52,721 0 26,037
KEYCORP NEW COM 493267108 13,427 1,103,250 SH   DFND 3 1,103,250 0 0
KEYCORP NEW COM 493267108 5,721 474,738 SH   DFND 17 473,573 0 1,165
KEYCORP NEW COM 493267108 81 6,672 SH   DFND 20 6,672 0 0
KEYCORP NEW COM 493267108 11,357 941,007 SH   DFND 21 928,056 0 12,951
KEYCORP NEW PUT 493267958 1,217 100,000 SH Put DFND 21 100,000 0 0
KFORCE INC COM 493732101 1,916 93,500 SH   DFND 17 93,500 0 0
KILROY RLTY CORP COM 49427F108 9,881 142,487 SH   DFND 4 142,487 0 0
KILROY RLTY CORP COM 49427F108 17,675 254,872 SH   DFND 17 204,552 0 50,320
KILROY RLTY CORP COM 49427F108 408 5,915 SH   DFND 21 3,215 0 2,700
KIMBERLY CLARK CORP COM 494368103 3,482 27,606 SH   DFND 4 27,606 0 0
KIMBERLY CLARK CORP COM 494368103 9,685 76,815 SH   DFND 17 76,427 0 388
KIMBERLY CLARK CORP COM 494368103 1,511 12,030 SH   DFND 21 12,030 0 0
KIMBERLY CLARK CORP CALL 494368903 13,749 109,000 SH Call DFND 4 109,000 0 0
KIMBERLY CLARK CORP PUT 494368953 57,772 458,000 SH Put DFND 4 458,000 0 0
KINDER MORGAN INC DEL COM 49456B101 3,470 150,000 SH   DFND 4 150,000 0 0
KINDER MORGAN INC DEL COM 49456B101 48 2,078 SH   DFND 17 0 0 2,078
KINDER MORGAN INC DEL COM 49456B101 72 3,118 SH   DFND 21 3,118 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 96,438 1,926,055 SH   DFND 17 1,795,040 0 131,015
KINDER MORGAN INC DEL CALL 49456B901 7,570 327,300 SH Call DFND 4 327,300 0 0
KINDER MORGAN INC DEL PUT 49456B951 36,464 1,576,500 SH Put DFND 4 1,576,500 0 0
KINROSS GOLD CORP COM NO PAR 496902404 14,534 3,428,108 SH   DFND 21 3,428,108 0 0
KITE PHARMA INC COM 49803L109 2,704 48,347 SH   DFND 17 48,347 0 0
KITE PHARMA INC COM 49803L109 980 17,500 SH   DFND 24 17,500 0 0
KNOLL INC COM NEW 498904200 18,620 814,900 SH   DFND 3 794,738 0 20,162
KNOLL INC COM NEW 498904200 723 31,663 SH   DFND 17 14,088 0 17,575
KNOLL INC COM NEW 498904200 897 39,175 SH   DFND 21 23,776 0 15,399
KOHLS CORP COM 500255104 869 19,872 SH   DFND 17 19,678 0 194
KOHLS CORP COM 500255104 84 1,909 SH   DFND 20 1,909 0 0
KOHLS CORP COM 500255104 11,020 254,577 SH   DFND 21 137,729 0 116,848
KOPPERS HOLDINGS INC COM 50060P106 5,133 159,499 SH   DFND 17 159,499 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 97,037 3,980,203 SH   DFND 3 2,710,292 0 1,269,911
KOREA ELECTRIC PWR SPONSORED ADR 500631106 18,658 742,352 SH   DFND 17 742,352 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 2,735 110,775 SH   DFND 21 93,394 0 17,381
KORN FERRY INTL COM NEW 500643200 36,078 1,717,988 SH   DFND 3 1,682,849 0 35,139
KORN FERRY INTL COM NEW 500643200 502 24,115 SH   DFND 17 24,115 0 0
KORN FERRY INTL COM NEW 500643200 110 5,240 SH   DFND 21 0 0 5,240
KRAFT HEINZ CO COM 500754106 367 4,103 SH   DFND 17 0 0 4,103
KRAFT HEINZ CO COM 500754106 14,635 163,500 SH   DFND 20 163,500 0 0
KRAFT HEINZ CO COM 500754106 4,251 47,990 SH   DFND 21 47,990 0 0
KRAFT HEINZ CO CALL 500754906 13,292 148,500 SH Call DFND 4 148,500 0 0
KRAFT HEINZ CO PUT 500754956 68,592 766,300 SH Put DFND 4 766,300 0 0
KRATON CORPORATION COM 50077C106 313 8,940 SH   DFND 17 8,940 0 0
KRATON CORPORATION COM 50077C106 1,248 35,672 SH   DFND 21 33,258 0 2,414
KROGER CO COM 501044101 11,314 381,183 SH   DFND 4 381,183 0 0
KROGER CO COM 501044101 100,322 3,380,476 SH   DFND 17 3,078,592 0 301,884
KROGER CO COM 501044101 648 21,824 SH   DFND 20 21,824 0 0
KROGER CO COM 501044101 81,133 2,743,560 SH   DFND 21 1,709,216 0 1,034,344
KROGER CO COM 501044101 221 7,448 SH   DFND 25 7,448 0 0
KROGER CO CALL 501044901 3,579 120,600 SH Call DFND 4 120,600 0 0
KROGER CO PUT 501044951 24,839 836,900 SH Put DFND 4 836,900 0 0
L BRANDS INC COM 501797104 5,521 78,012 SH   DFND 4 78,012 0 0
L BRANDS INC COM 501797104 37,131 525,436 SH   DFND 17 520,402 0 5,034
L BRANDS INC COM 501797104 24,438 348,203 SH   DFND 21 348,203 0 0
L BRANDS INC CALL 501797904 1,465 20,700 SH Call DFND 4 20,700 0 0
L BRANDS INC PUT 501797954 17,827 251,900 SH Put DFND 4 251,900 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 67 5,200 SH   DFND 17 5,200 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 130 10,253 SH   DFND 21 10,253 0 0
LHC GROUP INC COM 50187A107 475 12,888 SH   DFND 17 7,053 0 5,835
LHC GROUP INC COM 50187A107 2,170 58,613 SH   DFND 21 18,819 0 39,794
LGI HOMES INC COM 50187T106 13,224 358,962 SH   DFND 17 353,549 0 5,413
LGI HOMES INC COM 50187T106 3,034 82,357 SH   DFND 21 72,106 0 10,251
LKQ CORP COM 501889208 12 332 SH   DFND 17 0 0 332
LKQ CORP COM 501889208 3,718 105,078 SH   DFND 21 73,643 0 31,435
LKQ CORP COM 501889208 2,784 79,000 SH   DFND 24 79,000 0 0
LSB INDS INC COM 502160104 758 88,352 SH   DFND 17 81,631 0 6,721
LSI INDS INC COM 50216C108 1,567 139,547 SH   DFND 17 128,772 0 10,775
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 9,612 405,748 SH   DFND 17 367,655 0 38,093
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,957 125,300 SH   DFND 24 125,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 24,746 180,000 SH   DFND 4 180,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 42,741 310,887 SH   DFND 17 242,274 0 68,613
LABORATORY CORP AMER HLDGS COM NEW 50540R409 766 5,570 SH   DFND 20 5,570 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 33,968 248,514 SH   DFND 21 176,017 0 72,497
LAM RESEARCH CORP COM 512807108 15,020 158,590 SH   DFND 3 158,590 0 0
LAM RESEARCH CORP COM 512807108 126,692 1,339,393 SH   DFND 17 1,023,021 0 316,372
LAM RESEARCH CORP COM 512807108 1,214 12,814 SH   DFND 20 12,814 0 0
LAM RESEARCH CORP COM 512807108 77,334 822,397 SH   DFND 21 565,483 0 256,914
LAM RESEARCH CORP COM 512807108 291 3,069 SH   DFND 25 3,069 0 0
LAM RESEARCH CORP PUT 512807958 9,897 104,500 SH Put DFND 21 104,500 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 115,619 72,495,000 PRN   DFND 17 67,465,000 0 5,030,000
LANCASTER COLONY CORP COM 513847103 337 2,555 SH   DFND 17 2,555 0 0
LANDSTAR SYS INC COM 515098101 105 1,540 SH   DFND 17 1,540 0 0
LANDSTAR SYS INC COM 515098101 96 1,438 SH   DFND 21 1,438 0 0
LAREDO PETROLEUM INC COM 516806106 15,047 1,166,445 SH   DFND 17 1,166,445 0 0
LAREDO PETROLEUM INC COM 516806106 854 67,600 SH   DFND 24 67,600 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 95 11,789 SH   DFND 21 11,789 0 0
LAUDER ESTEE COS INC CL A 518439104 2,397 27,067 SH   DFND 4 27,067 0 0
LAUDER ESTEE COS INC CL A 518439104 966 10,917 SH   DFND 17 10,679 0 238
LAUDER ESTEE COS INC CL A 518439104 1,824 20,600 SH   DFND 20 20,600 0 0
LAUDER ESTEE COS INC CL A 518439104 114,088 1,295,248 SH   DFND 21 1,055,994 0 239,254
LAUDER ESTEE COS INC CL A 518439104 486 5,600 SH   DFND 24 5,600 0 0
LAUDER ESTEE COS INC CALL 518439904 5,358 60,500 SH Call DFND 4 60,500 0 0
LAUDER ESTEE COS INC PUT 518439954 22,972 259,400 SH Put DFND 4 259,400 0 0
LAYNE CHRISTENSEN CO COM 521050104 1,150 135,111 SH   DFND 17 124,785 0 10,326
LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 6,965 7,875,000 PRN   DFND 17 7,875,000 0 0
LEAR CORP COM NEW 521865204 10,659 87,930 SH   DFND 3 87,930 0 0
LEAR CORP COM NEW 521865204 39,587 328,258 SH   DFND 17 270,298 0 57,960
LEAR CORP COM NEW 521865204 1,675 13,815 SH   DFND 20 13,815 0 0
LEAR CORP COM NEW 521865204 86,305 719,754 SH   DFND 21 504,262 0 215,492
LEAR CORP COM NEW 521865204 106 875 SH   DFND 25 875 0 0
LEGGETT & PLATT INC COM 524660107 576 12,639 SH   DFND 17 12,495 0 144
LEGGETT & PLATT INC COM 524660107 173 3,806 SH   DFND 20 3,806 0 0
LEGGETT & PLATT INC COM 524660107 3,884 85,148 SH   DFND 21 68,320 0 16,828
LEGG MASON INC COM 524901105 3 99 SH   DFND 17 0 0 99
LEGG MASON INC COM 524901105 1,835 55,663 SH   DFND 21 55,663 0 0
LEIDOS HLDGS INC COM 525327102 3,901 89,753 SH   DFND 21 74,438 0 15,315
LEMAITRE VASCULAR INC COM 525558201 6,148 309,875 SH   DFND 17 299,735 0 10,140
LEMAITRE VASCULAR INC COM 525558201 139 7,098 SH   DFND 21 7,098 0 0
LENDINGCLUB CORP COM 52603A109 4,732 765,660 SH   DFND 17 564,475 0 201,185
LENDINGTREE INC NEW COM 52603B107 23,901 246,634 SH   DFND 17 245,874 0 760
LENNAR CORP CL A 526057104 9 203 SH   DFND 17 0 0 203
LENNAR CORP CL A 526057104 2,462 58,315 SH   DFND 21 50,451 0 7,864
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 9,276 200,000 SH   DFND 4 200,000 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 15 315 SH   DFND 17 0 0 315
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 101 2,169 SH   DFND 21 2,169 0 0
LEVEL 3 COMMUNICATIONS INC CALL 52729N908 320 6,900 SH Call DFND 4 6,900 0 0
LEXINGTON REALTY TRUST COM 529043101 424 41,075 SH   DFND 21 28,979 0 12,096
LEXMARK INTL INC CL A 529771107 884 25,162 SH   DFND 21 24,750 0 412
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 108,008 103,110,000 PRN   DFND 17 96,365,000 0 6,745,000
LIFEPOINT HEALTH INC COM 53219L109 2,590 43,732 SH   DFND 17 432 0 43,300
LIFEPOINT HEALTH INC COM 53219L109 693 11,770 SH   DFND 21 7,537 0 4,233
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 13,188 129,218 SH   DFND 17 112,396 0 16,822
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 16,861 11,500,000 PRN   DFND 17 9,640,000 0 1,860,000
LIFE STORAGE INC COM 53223X107 6,236 70,112 SH   DFND 4 70,112 0 0
LILLY ELI & CO COM 532457108 1,225 15,263 SH   DFND 4 15,263 0 0
LILLY ELI & CO COM 532457108 17,916 223,238 SH   DFND 17 203,160 0 20,078
LILLY ELI & CO COM 532457108 19,631 245,538 SH   DFND 21 188,588 0 56,950
LILLY ELI & CO COM 532457108 18 224 SH   DFND 25 224 0 0
LILLY ELI & CO CALL 532457908 9,639 120,100 SH Call DFND 4 120,100 0 0
LILLY ELI & CO PUT 532457958 63,293 788,600 SH Put DFND 4 788,600 0 0
LINCOLN NATL CORP IND COM 534187109 6,211 132,200 SH   DFND 3 132,200 0 0
LINCOLN NATL CORP IND COM 534187109 8,810 187,536 SH   DFND 17 187,285 0 251
LINCOLN NATL CORP IND COM 534187109 1,061 22,578 SH   DFND 20 22,578 0 0
LINCOLN NATL CORP IND COM 534187109 34,313 743,338 SH   DFND 21 561,675 0 181,663
LINEAR TECHNOLOGY CORP COM 535678106 15 259 SH   DFND 17 0 0 259
LINEAR TECHNOLOGY CORP COM 535678106 24,539 413,875 SH   DFND 21 413,875 0 0
LINKEDIN CORP COM CL A 53578A108 11,592 60,654 SH   DFND 4 60,654 0 0
LINKEDIN CORP COM CL A 53578A108 26,375 138,000 SH   DFND 21 138,000 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 49,238 49,710,000 PRN   DFND 17 49,265,000 0 445,000
LION BIOTECHNOLOGIES INC COM 53619R102 1,814 220,375 SH   DFND 17 215,076 0 5,299
LIQUIDITY SERVICES INC COM 53635B107 1,463 130,175 SH   DFND 17 100,535 0 29,640
LITTELFUSE INC COM 537008104 560 4,346 SH   DFND 21 0 0 4,346
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 56,738 52,390,000 PRN   DFND 17 45,960,000 0 6,430,000
LIVEPERSON INC COM 538146101 756 89,915 SH   DFND 17 0 0 89,915
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 159,247 153,832,000 PRN   DFND 4 153,832,000 0 0
LOCKHEED MARTIN CORP COM 539830109 6,507 27,143 SH   DFND 4 27,143 0 0
LOCKHEED MARTIN CORP COM 539830109 60,437 252,117 SH   DFND 17 250,452 0 1,665
LOCKHEED MARTIN CORP COM 539830109 64,377 268,549 SH   DFND 20 268,549 0 0
LOCKHEED MARTIN CORP COM 539830109 460 1,900 SH   DFND 21 1,900 0 0
LOCKHEED MARTIN CORP CALL 539830909 13,568 56,600 SH Call DFND 4 56,600 0 0
LOCKHEED MARTIN CORP PUT 539830959 105,093 438,400 SH Put DFND 4 438,400 0 0
LOGMEIN INC COM 54142L109 3,450 38,172 SH   DFND 17 38,172 0 0
LOWES COS INC COM 548661107 11,487 159,081 SH   DFND 4 159,081 0 0
LOWES COS INC COM 548661107 8,949 123,925 SH   DFND 17 103,097 0 20,828
LOWES COS INC COM 548661107 965 13,365 SH   DFND 20 13,365 0 0
LOWES COS INC COM 548661107 53,340 739,772 SH   DFND 21 704,900 0 34,872
LOWES COS INC CALL 548661907 11,994 166,100 SH Call DFND 4 166,100 0 0
LOWES COS INC PUT 548661957 71,835 994,800 SH Put DFND 4 994,800 0 0
LULULEMON ATHLETICA INC COM 550021109 260 4,259 SH   DFND 17 4,259 0 0
LULULEMON ATHLETICA INC COM 550021109 82 1,349 SH   DFND 21 1,349 0 0
LUMENTUM HLDGS INC COM 55024U109 20,562 492,275 SH   DFND 17 429,217 0 63,058
LUMENTUM HLDGS INC COM 55024U109 97 2,319 SH   DFND 20 2,319 0 0
LUMENTUM HLDGS INC COM 55024U109 2,393 57,414 SH   DFND 21 52,814 0 4,600
LUMINEX CORP DEL COM 55027E102 207 9,105 SH   DFND 17 9,105 0 0
LUMINEX CORP DEL COM 55027E102 843 37,121 SH   DFND 21 37,121 0 0
LYDALL INC DEL COM 550819106 5,139 100,518 SH   DFND 17 95,493 0 5,025
LYDALL INC DEL COM 550819106 500 9,796 SH   DFND 21 9,796 0 0
LYON WILLIAM HOMES CL A NEW 552074700 11,995 646,622 SH   DFND 17 561,077 0 85,545
LYON WILLIAM HOMES CL A NEW 552074700 163 8,950 SH   DFND 21 0 0 8,950
M & T BK CORP COM 55261F104 158 1,359 SH   DFND 4 1,359 0 0
M & T BK CORP COM 55261F104 26 229 SH   DFND 17 60 0 169
M & T BK CORP COM 55261F104 2,876 25,110 SH   DFND 21 25,110 0 0
M & T BK CORP CALL 55261F904 929 8,000 SH Call DFND 4 8,000 0 0
M & T BK CORP PUT 55261F954 13,526 116,500 SH Put DFND 4 116,500 0 0
MDU RES GROUP INC COM 552690109 17,976 706,589 SH   DFND 17 578,902 0 127,687
MDU RES GROUP INC COM 552690109 1,026 40,396 SH   DFND 21 33,196 0 7,200
MFA FINL INC COM 55272X102 4,904 655,753 SH   DFND 17 588,943 0 66,810
MFA FINL INC COM 55272X102 70 9,374 SH   DFND 20 9,374 0 0
MFA FINL INC COM 55272X102 12,945 1,733,509 SH   DFND 21 906,371 0 827,138
MGIC INVT CORP WIS COM 552848103 8,969 1,121,185 SH   DFND 17 917,987 0 203,198
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 37,179 36,205,000 PRN   DFND 17 36,205,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 32,813 26,050,000 PRN   DFND 17 21,975,000 0 4,075,000
MGM RESORTS INTERNATIONAL COM 552953101 1,957 75,188 SH   DFND 4 62,611 0 12,577
MGM RESORTS INTERNATIONAL COM 552953101 50,111 1,925,110 SH   DFND 17 1,925,110 0 0
MGP INGREDIENTS INC NEW COM 55303J106 2,695 66,504 SH   DFND 17 66,504 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,114 27,488 SH   DFND 21 27,488 0 0
M/I HOMES INC COM 55305B101 2,487 105,529 SH   DFND 17 105,529 0 0
MKS INSTRUMENT INC COM 55306N104 354 7,118 SH   DFND 17 7,118 0 0
MKS INSTRUMENT INC COM 55306N104 6,568 132,767 SH   DFND 21 125,715 0 7,052
MSCI INC COM 55354G100 1,071 12,756 SH   DFND 17 12,756 0 0
MSCI INC COM 55354G100 171 2,036 SH   DFND 20 2,036 0 0
MSCI INC COM 55354G100 2,473 29,484 SH   DFND 21 27,260 0 2,224
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 5,677 134,081 SH   DFND 17 109,686 0 24,395
MACQUARIE INFRASTRUCTURE COR COM 55608B105 25,052 300,957 SH   DFND 17 249,416 0 51,541
MACQUARIE INFRASTRUCTURE COR COM 55608B105 12,952 155,887 SH   DFND 21 152,837 0 3,050
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 44,770 37,945,000 PRN   DFND 17 31,725,000 0 6,220,000
MACROGENICS INC COM 556099109 3,370 112,678 SH   DFND 17 112,678 0 0
MACYS INC COM 55616P104 22,980 620,236 SH   DFND 4 613,860 0 6,376
MACYS INC COM 55616P104 49,127 1,326,151 SH   DFND 17 1,315,663 0 10,488
MACYS INC COM 55616P104 15,387 424,260 SH   DFND 21 374,848 0 49,412
MACYS INC COM 55616P104 21 563 SH   DFND 25 563 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 6,621 93,600 SH   DFND 3 93,600 0 0
MAGNA INTL INC COM 559222401 73,590 1,717,300 SH   DFND 3 1,244,500 0 472,800
MAGNA INTL INC COM 559222401 29,828 702,246 SH   DFND 17 567,742 0 134,504
MAGNA INTL INC COM 559222401 216 5,047 SH   DFND 20 5,047 0 0
MAGNA INTL INC COM 559222401 56,103 1,322,402 SH   DFND 21 879,066 0 443,336
MAGNA INTL INC COM 559222401 192 4,489 SH   DFND 25 4,489 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,372 54,998 SH   DFND 17 12,253 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,591 64,216 SH   DFND 21 53,211 0 11,005
MANHATTAN ASSOCS INC COM 562750109 11,670 202,536 SH   DFND 17 167,744 0 34,792
MANHATTAN ASSOCS INC COM 562750109 870 15,052 SH   DFND 21 12,952 0 2,100
MANPOWERGROUP INC COM 56418H100 5,846 80,900 SH   DFND 3 80,900 0 0
MANPOWERGROUP INC COM 56418H100 1,059 15,030 SH   DFND 21 15,030 0 0
MANTECH INTL CORP CL A 564563104 844 22,405 SH   DFND 17 3,335 0 19,070
MANTECH INTL CORP CL A 564563104 1,054 28,198 SH   DFND 21 28,198 0 0
MANULIFE FINL CORP COM 56501R106 32,031 2,274,348 SH   DFND 3 1,524,448 0 749,900
MANULIFE FINL CORP COM 56501R106 6,790 484,397 SH   DFND 17 479,735 0 4,662
MANULIFE FINL CORP COM 56501R106 194 13,756 SH   DFND 20 13,756 0 0
MANULIFE FINL CORP COM 56501R106 13,994 996,451 SH   DFND 21 927,373 0 69,078
MANULIFE FINL CORP COM 56501R106 17 1,208 SH   DFND 25 1,208 0 0
MARATHON OIL CORP COM 565849106 14 911 SH   DFND 17 0 0 911
MARATHON OIL CORP COM 565849106 2,310 145,312 SH   DFND 21 145,312 0 0
MARATHON PETE CORP COM 56585A102 6,097 150,200 SH   DFND 3 150,200 0 0
MARATHON PETE CORP COM 56585A102 1,425 35,108 SH   DFND 4 35,108 0 0
MARATHON PETE CORP COM 56585A102 10,798 266,038 SH   DFND 17 89,557 0 176,481
MARATHON PETE CORP COM 56585A102 1,014 24,990 SH   DFND 20 24,990 0 0
MARATHON PETE CORP COM 56585A102 45,646 1,134,354 SH   DFND 21 824,343 0 310,011
MARATHON PETE CORP COM 56585A102 556 14,000 SH   DFND 24 14,000 0 0
MARATHON PETE CORP COM 56585A102 160 3,932 SH   DFND 25 3,932 0 0
MARATHON PETE CORP CALL 56585A902 2,996 73,800 SH Call DFND 4 73,800 0 0
MARATHON PETE CORP PUT 56585A952 19,629 483,600 SH Put DFND 4 483,600 0 0
MARCUS & MILLICHAP INC COM 566324109 126 4,836 SH   DFND 17 4,836 0 0
MARCUS & MILLICHAP INC COM 566324109 515 19,711 SH   DFND 21 19,711 0 0
MARCUS CORP COM 566330106 223 8,925 SH   DFND 17 3,770 0 5,155
MARCUS CORP COM 566330106 650 26,071 SH   DFND 21 26,071 0 0
MARKEL CORP COM 570535104 3,805 4,155 SH   DFND 21 4,155 0 0
MARKETAXESS HLDGS INC COM 57060D108 87 525 SH   DFND 17 0 0 525
MARKETAXESS HLDGS INC COM 57060D108 9,828 59,165 SH   DFND 21 57,015 0 2,150
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4,621 63,123 SH   DFND 17 49,646 0 13,477
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 86 1,167 SH   DFND 20 1,167 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 17,890 245,135 SH   DFND 21 131,059 0 114,076
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 70 954 SH   DFND 25 954 0 0
MARSH & MCLENNAN COS INC COM 571748102 38 560 SH   DFND 17 0 0 560
MARSH & MCLENNAN COS INC COM 571748102 9,810 147,741 SH   DFND 21 147,741 0 0
MARSH & MCLENNAN COS INC CALL 571748902 4,788 71,200 SH Call DFND 4 71,200 0 0
MARSH & MCLENNAN COS INC PUT 571748952 17,149 255,000 SH Put DFND 4 255,000 0 0
MARRIOTT INTL INC NEW PUT 571903952 411 6,100 SH Put DFND 4 6,100 0 0
MASCO CORP COM 574599106 124 3,602 SH   DFND 17 0 0 3,602
MASCO CORP COM 574599106 1,204 35,184 SH   DFND 21 35,184 0 0
MASIMO CORP COM 574795100 3,610 60,825 SH   DFND 17 38,811 0 22,014
MASIMO CORP COM 574795100 87 1,467 SH   DFND 20 1,467 0 0
MASIMO CORP COM 574795100 7,511 127,347 SH   DFND 21 101,524 0 25,823
MASTEC INC COM 576323109 19,990 672,174 SH   DFND 17 563,486 0 108,688
MASTEC INC COM 576323109 224 7,500 SH   DFND 21 0 0 7,500
MASTERCARD INCORPORATED CL A 57636Q104 68,234 670,471 SH   DFND 17 508,478 0 161,993
MASTERCARD INCORPORATED CL A 57636Q104 3,246 32,034 SH   DFND 21 32,034 0 0
MASTERCARD INCORPORATED CALL 57636Q904 22,461 220,700 SH Call DFND 4 220,700 0 0
MASTERCARD INCORPORATED PUT 57636Q954 101,566 998,000 SH Put DFND 4 998,000 0 0
MATRIX SVC CO COM 576853105 471 25,439 SH   DFND 21 25,439 0 0
MATSON INC COM 57686G105 180 4,516 SH   DFND 17 4,516 0 0
MATSON INC COM 57686G105 2,860 72,167 SH   DFND 21 69,512 0 2,655
MATTEL INC COM 577081102 141,192 4,662,896 SH   DFND 3 4,658,756 0 4,140
MATTEL INC COM 577081102 44,596 1,453,874 SH   DFND 17 1,259,989 0 193,885
MATTEL INC COM 577081102 11,886 392,222 SH   DFND 21 392,222 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 13,236 331,488 SH   DFND 17 255,593 0 75,895
MAXIM INTEGRATED PRODS INC COM 57772K101 2,799 70,143 SH   DFND 21 70,143 0 0
MAXLINEAR INC CL A 57776J100 9,253 456,465 SH   DFND 17 412,855 0 43,610
MAXLINEAR INC CL A 57776J100 3,028 149,380 SH   DFND 21 149,380 0 0
MCCLATCHY CO CL A NEW 579489303 3,889 241,104 SH   DFND 4 241,104 0 0
MCCORMICK & CO INC COM NON VTG 579780206 12 124 SH   DFND 17 0 0 124
MCCORMICK & CO INC COM NON VTG 579780206 1,599 16,000 SH   DFND 20 16,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 12 124 SH   DFND 21 124 0 0
MCDONALDS CORP COM 580135101 22,989 199,284 SH   DFND 4 199,284 0 0
MCDONALDS CORP COM 580135101 154,372 1,338,346 SH   DFND 17 1,196,543 0 141,803
MCDONALDS CORP COM 580135101 9,883 85,668 SH   DFND 20 85,668 0 0
MCDONALDS CORP COM 580135101 86,483 751,600 SH   DFND 21 685,589 0 66,011
MCDONALDS CORP COM 580135101 74 645 SH   DFND 24 645 0 0
MCDONALDS CORP CALL 580135901 24,895 215,800 SH Call DFND 4 215,800 0 0
MCDONALDS CORP PUT 580135951 170,133 1,474,800 SH Put DFND 4 1,474,800 0 0
MCGRATH RENTCORP COM 580589109 496 15,678 SH   DFND 21 0 0 15,678
MCKESSON CORP COM 58155Q103 9,817 58,875 SH   DFND 3 58,875 0 0
MCKESSON CORP COM 58155Q103 15,850 95,052 SH   DFND 4 95,052 0 0
MCKESSON CORP COM 58155Q103 120,838 724,921 SH   DFND 17 716,857 0 8,064
MCKESSON CORP COM 58155Q103 1,170 7,015 SH   DFND 20 7,015 0 0
MCKESSON CORP COM 58155Q103 65,099 393,543 SH   DFND 21 241,765 0 151,778
MCKESSON CORP COM 58155Q103 213 1,279 SH   DFND 25 1,279 0 0
MCKESSON CORP CALL 58155Q903 7,520 45,100 SH Call DFND 4 45,100 0 0
MCKESSON CORP PUT 58155Q953 58,696 352,000 SH Put DFND 4 352,000 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 16 200 SH   DFND 17 0 0 200
MEAD JOHNSON NUTRITION CO COM 582839106 1,110 14,182 SH   DFND 21 14,182 0 0
MEAD JOHNSON NUTRITION CO PUT 582839956 2,528 32,000 SH Put DFND 4 32,000 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 38,759 2,624,200 SH   DFND 3 2,546,800 0 77,400
MEDICINES CO COM 584688105 2,820 74,420 SH   DFND 17 53,980 0 20,440
MEDICINES CO COM 584688105 713 18,700 SH   DFND 24 18,700 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 22,843 15,815,000 PRN   DFND 17 15,735,000 0 80,000
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 22,363 19,155,000 PRN   DFND 17 16,005,000 0 3,150,000
MEDNAX INC COM 58502B106 2,502 37,767 SH   DFND 17 37,767 0 0
MEDNAX INC COM 58502B106 21,570 326,398 SH   DFND 21 302,883 0 23,515
MEDNAX INC COM 58502B106 71 1,075 SH   DFND 25 1,075 0 0
MEETME INC COM 585141104 1,617 261,218 SH   DFND 17 27,630 0 233,588
MEETME INC COM 585141104 5,901 963,441 SH   DFND 21 930,166 0 33,275
MENTOR GRAPHICS CORP COM 587200106 49,077 1,856,181 SH   DFND 3 1,806,713 0 49,468
MENTOR GRAPHICS CORP COM 587200106 1,782 69,122 SH   DFND 17 52,087 0 17,035
MENTOR GRAPHICS CORP COM 587200106 113 4,272 SH   DFND 20 4,272 0 0
MENTOR GRAPHICS CORP COM 587200106 6,175 236,696 SH   DFND 21 143,658 0 93,038
MERCER INTL INC COM 588056101 1,236 145,878 SH   DFND 17 145,878 0 0
MERCER INTL INC COM 588056101 427 50,542 SH   DFND 21 50,542 0 0
MERCK & CO INC COM 58933Y105 7,842 125,650 SH   DFND 3 125,650 0 0
MERCK & CO INC COM 58933Y105 75,773 1,216,020 SH   DFND 17 1,129,782 0 86,238
MERCK & CO INC COM 58933Y105 1,314 21,051 SH   DFND 20 21,051 0 0
MERCK & CO INC COM 58933Y105 79,846 1,285,195 SH   DFND 21 1,039,049 0 246,146
MERCK & CO INC COM 58933Y105 1,610 26,000 SH   DFND 24 26,000 0 0
MERCK & CO INC COM 58933Y105 41 657 SH   DFND 25 657 0 0
MERCK & CO INC CALL 58933Y905 31,810 509,700 SH Call DFND 4 509,700 0 0
MERCK & CO INC PUT 58933Y955 153,291 2,456,200 SH Put DFND 4 2,456,200 0 0
MEREDITH CORP COM 589433101 45,911 883,072 SH   DFND 3 860,922 0 22,150
MEREDITH CORP COM 589433101 2,154 41,932 SH   DFND 17 41,932 0 0
MEREDITH CORP COM 589433101 3,085 59,782 SH   DFND 21 41,627 0 18,155
MERIDIAN BIOSCIENCE INC COM 589584101 123 6,365 SH   DFND 17 6,365 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 71 3,700 SH   DFND 21 3,700 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,941 188,910 SH   DFND 17 188,910 0 0
MERIT MED SYS INC COM 589889104 308 12,680 SH   DFND 17 0 0 12,680
MERITOR INC NOTE 7.875% 3/0 59001KAC4 22,355 16,250,000 PRN   DFND 17 16,250,000 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 405 64,646 SH   DFND 17 64,646 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 157 25,000 SH   DFND 24 25,000 0 0
MESA LABS INC COM 59064R109 3,118 27,268 SH   DFND 17 26,596 0 672
METALDYNE PERFORMANCE GROUP COM 59116R107 486 30,949 SH   DFND 21 30,949 0 0
METHODE ELECTRS INC COM 591520200 40,642 1,162,190 SH   DFND 3 1,129,574 0 32,616
METHODE ELECTRS INC COM 591520200 642 18,360 SH   DFND 17 10,170 0 8,190
METLIFE INC COM 59156R108 126,903 2,856,240 SH   DFND 3 2,853,040 0 3,200
METLIFE INC COM 59156R108 2,467 55,527 SH   DFND 4 55,527 0 0
METLIFE INC COM 59156R108 42,510 971,400 SH   DFND 17 958,938 0 12,462
METLIFE INC COM 59156R108 686 15,430 SH   DFND 20 15,430 0 0
METLIFE INC COM 59156R108 49,198 1,117,524 SH   DFND 21 857,885 0 259,639
METLIFE INC COM 59156R108 115 2,591 SH   DFND 25 2,591 0 0
METLIFE INC CALL 59156R908 8,566 192,800 SH Call DFND 4 192,800 0 0
METLIFE INC PUT 59156R958 56,506 1,271,800 SH Put DFND 4 1,271,800 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,423 3,389 SH   DFND 17 3,361 0 28
METTLER TOLEDO INTERNATIONAL COM 592688105 848 2,021 SH   DFND 20 2,021 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 6,152 14,720 SH   DFND 21 14,720 0 0
MICHAELS COS INC COM 59408Q106 10,552 436,554 SH   DFND 17 356,694 0 79,860
MICROSOFT CORP COM 594918104 615,672 10,689,723 SH   DFND 17 9,144,704 0 1,545,019
MICROSOFT CORP COM 594918104 34,899 605,877 SH   DFND 20 605,877 0 0
MICROSOFT CORP COM 594918104 514,275 8,943,390 SH   DFND 21 6,936,275 0 2,007,115
MICROSOFT CORP COM 594918104 450 7,810 SH   DFND 25 7,810 0 0
MICROSOFT CORP CALL 594918904 83,710 1,453,300 SH Call DFND 4 1,453,300 0 0
MICROSOFT CORP CALL 594918904 28,800 500,000 SH Call DFND 17 500,000 0 0
MICROSOFT CORP PUT 594918954 429,494 7,456,500 SH Put DFND 4 7,456,500 0 0
MICROSTRATEGY INC CL A NEW 594972408 13,278 79,300 SH   DFND 17 79,300 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 75,555 1,215,880 SH   DFND 17 932,342 0 283,538
MICROCHIP TECHNOLOGY INC COM 595017104 130,368 2,100,268 SH   DFND 21 1,853,389 0 246,879
MICROCHIP TECHNOLOGY INC COM 595017104 725 11,700 SH   DFND 24 11,700 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 164,512 128,030,000 PRN   DFND 17 119,345,000 0 8,685,000
MICRON TECHNOLOGY INC COM 595112103 100,569 5,656,273 SH   DFND 17 4,680,543 0 975,730
MICRON TECHNOLOGY INC COM 595112103 27,850 1,580,177 SH   DFND 21 1,580,177 0 0
MICRON TECHNOLOGY INC CALL 595112903 180 10,100 SH Call DFND 4 10,100 0 0
MICRON TECHNOLOGY INC PUT 595112953 430 24,200 SH Put DFND 4 24,200 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 41,049 23,460,000 PRN   DFND 17 20,955,000 0 2,505,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 172,568 192,716,000 PRN   DFND 17 182,091,000 0 10,625,000
MICROSEMI CORP COM 595137100 27,013 643,469 SH   DFND 17 538,240 0 105,229
MICROSEMI CORP COM 595137100 1,694 41,389 SH   DFND 21 35,488 0 5,901
MID-AMER APT CMNTYS INC COM 59522J103 5,799 61,700 SH   DFND 3 61,700 0 0
MID-AMER APT CMNTYS INC COM 59522J103 3,531 37,563 SH   DFND 4 37,563 0 0
MID-AMER APT CMNTYS INC COM 59522J103 183 1,947 SH   DFND 17 1,947 0 0
MIDDLEBY CORP COM 596278101 15,234 123,235 SH   DFND 17 96,639 0 26,596
MIDDLEBY CORP COM 596278101 307 2,484 SH   DFND 21 1,584 0 900
MILLER HERMAN INC COM 600544100 319 11,176 SH   DFND 21 8,649 0 2,527
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1,296 256,665 SH   DFND 21 0 0 256,665
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6,393 837,855 SH   DFND 17 818,455 0 19,400
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 7,318 951,114 SH   DFND 21 928,527 0 22,587
MODEL N INC COM 607525102 2,793 251,370 SH   DFND 17 244,819 0 6,551
MODINE MFG CO COM 607828100 2,619 220,808 SH   DFND 17 202,423 0 18,385
MOHAWK INDS INC COM 608190104 24,869 124,134 SH   DFND 17 115,941 0 8,193
MOHAWK INDS INC COM 608190104 182 910 SH   DFND 20 910 0 0
MOHAWK INDS INC COM 608190104 12,464 62,533 SH   DFND 21 52,504 0 10,029
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 76,323 50,755,000 PRN   DFND 17 48,310,000 0 2,445,000
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 32,187 27,105,000 PRN   DFND 17 22,710,000 0 4,395,000
MOLSON COORS BREWING CO CL B 60871R209 22 198 SH   DFND 17 0 0 198
MOLSON COORS BREWING CO CL B 60871R209 781 7,138 SH   DFND 21 5,274 0 1,864
MOLSON COORS BREWING CO CALL 60871R909 2,547 23,200 SH Call DFND 4 23,200 0 0
MOLSON COORS BREWING CO PUT 60871R959 22,849 208,100 SH Put DFND 4 208,100 0 0
MONDELEZ INTL INC CL A 609207105 71,273 1,626,003 SH   DFND 17 1,326,055 0 299,948
MONDELEZ INTL INC CL A 609207105 48,203 1,107,528 SH   DFND 21 716,491 0 391,037
MONDELEZ INTL INC CALL 609207905 9,215 209,900 SH Call DFND 4 209,900 0 0
MONDELEZ INTL INC PUT 609207955 53,896 1,227,700 SH Put DFND 4 1,227,700 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 40,009 2,803,688 SH   DFND 3 2,716,288 0 87,400
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,039 72,841 SH   DFND 17 14,534 0 58,307
MONMOUTH REAL ESTATE INVT CO CL A 609720107 691 48,424 SH   DFND 21 48,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 6,615 82,176 SH   DFND 17 67,191 0 14,985
MONSANTO CO NEW COM 61166W101 3,040 29,743 SH   DFND 4 29,743 0 0
MONSANTO CO NEW COM 61166W101 122,635 1,199,952 SH   DFND 17 1,191,780 0 8,172
MONSANTO CO NEW COM 61166W101 1,952 19,100 SH   DFND 20 19,100 0 0
MONSANTO CO NEW COM 61166W101 40,102 392,810 SH   DFND 21 331,870 0 60,940
MONSANTO CO NEW COM 61166W101 7,319 71,900 SH   DFND 24 71,900 0 0
MONSANTO CO NEW CALL 61166W901 10,118 99,000 SH Call DFND 4 99,000 0 0
MONSANTO CO NEW PUT 61166W951 67,585 661,300 SH Put DFND 4 661,300 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,063 14,054 SH   DFND 4 14,054 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 74,123 505,007 SH   DFND 17 415,573 0 89,434
MONSTER BEVERAGE CORP NEW COM 61174X109 461 3,168 SH   DFND 21 146 0 3,022
MONSTER BEVERAGE CORP NEW CALL 61174X909 6,401 43,600 SH Call DFND 4 43,600 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 32,753 223,100 SH Put DFND 4 223,100 0 0
MOODYS CORP COM 615369105 20 181 SH   DFND 17 0 0 181
MOODYS CORP COM 615369105 3,557 33,000 SH   DFND 21 30,909 0 2,091
MOODYS CORP PUT 615369955 1,354 12,500 SH Put DFND 4 12,500 0 0
MORGAN STANLEY COM NEW 617446448 4,056 126,500 SH   DFND 3 126,500 0 0
MORGAN STANLEY COM NEW 617446448 15,452 485,235 SH   DFND 17 300,754 0 184,481
MORGAN STANLEY COM NEW 617446448 754 23,517 SH   DFND 20 23,517 0 0
MORGAN STANLEY COM NEW 617446448 45,909 1,453,858 SH   DFND 21 1,355,692 0 98,166
MORGAN STANLEY COM NEW 617446448 39 1,222 SH   DFND 25 1,222 0 0
MORGAN STANLEY CALL 617446908 9,079 283,200 SH Call DFND 4 283,200 0 0
MORGAN STANLEY PUT 617446958 38,671 1,206,200 SH Put DFND 4 1,206,200 0 0
MORNINGSTAR INC COM 617700109 91 1,148 SH   DFND 17 1,148 0 0
MORNINGSTAR INC COM 617700109 646 8,144 SH   DFND 21 4,680 0 3,464
MOSAIC CO NEW COM 61945C103 2,675 109,366 SH   DFND 17 108,988 0 378
MOSAIC CO NEW COM 61945C103 9,933 408,158 SH   DFND 21 36,514 0 371,644
MOSAIC CO NEW COM 61945C103 87 3,575 SH   DFND 25 3,575 0 0
MOTORCAR PTS AMER INC COM 620071100 14,425 501,217 SH   DFND 17 423,096 0 78,121
MOTORCAR PTS AMER INC COM 620071100 102 3,650 SH   DFND 21 0 0 3,650
MOTOROLA SOLUTIONS INC COM NEW 620076307 441 5,776 SH   DFND 17 2,981 0 2,795
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,073 78,662 SH   DFND 21 78,662 0 0
MUELLER WTR PRODS INC COM SER A 624758108 28,755 2,291,222 SH   DFND 17 2,170,122 0 121,100
MUELLER WTR PRODS INC COM SER A 624758108 2,397 191,143 SH   DFND 21 171,055 0 20,088
MUELLER WTR PRODS INC COM SER A 624758108 4,738 383,000 SH   DFND 24 383,000 0 0
MULTI COLOR CORP COM 625383104 146 2,208 SH   DFND 17 2,208 0 0
MULTI COLOR CORP COM 625383104 2,351 35,504 SH   DFND 21 35,504 0 0
MURPHY OIL CORP COM 626717102 15 500 SH   DFND 3 500 0 0
MURPHY OIL CORP COM 626717102 397 13,098 SH   DFND 17 12,923 0 175
MURPHY OIL CORP COM 626717102 42 1,370 SH   DFND 21 1,370 0 0
MURPHY USA INC COM 626755102 294 4,124 SH   DFND 17 4,124 0 0
MURPHY USA INC COM 626755102 10,853 153,536 SH   DFND 21 148,688 0 4,848
MYRIAD GENETICS INC COM 62855J104 233 11,247 SH   DFND 21 10,093 0 1,154
NCI BUILDING SYS INC COM NEW 628852204 314 21,523 SH   DFND 21 21,523 0 0
NCR CORP NEW COM 62886E108 1,044 32,841 SH   DFND 17 24,528 0 8,313
NCR CORP NEW COM 62886E108 7,243 227,957 SH   DFND 21 193,871 0 34,086
NCI INC CL A 62886K104 892 77,088 SH   DFND 17 71,223 0 5,865
NN INC COM 629337106 2,602 142,580 SH   DFND 17 138,853 0 3,727
NVR INC COM 62944T105 13,119 8,000 SH   DFND 4 8,000 0 0
NVR INC COM 62944T105 12,191 7,434 SH   DFND 17 6,138 0 1,296
NVR INC COM 62944T105 2,675 1,631 SH   DFND 21 1,571 0 60
NV5 GLOBAL INC COM 62945V109 4,484 138,788 SH   DFND 17 134,084 0 4,704
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 40,886 34,205,000 PRN   DFND 17 33,770,000 0 435,000
NASDAQ INC COM 631103108 3,802 56,295 SH   DFND 3 56,295 0 0
NASDAQ INC COM 631103108 5,224 77,404 SH   DFND 17 77,281 0 123
NASDAQ INC COM 631103108 166 2,461 SH   DFND 20 2,461 0 0
NASDAQ INC COM 631103108 11,646 172,574 SH   DFND 21 165,661 0 6,913
NATIONAL BEVERAGE CORP COM 635017106 5,710 129,623 SH   DFND 17 107,819 0 21,804
NATIONAL BEVERAGE CORP COM 635017106 65 1,484 SH   DFND 21 1,484 0 0
NATIONAL HEALTHCARE CORP COM 635906100 236 3,580 SH   DFND 17 3,580 0 0
NATIONAL FUEL GAS CO N J COM 636180101 37,236 688,660 SH   DFND 3 668,260 0 20,400
NATIONAL FUEL GAS CO N J COM 636180101 618 11,298 SH   DFND 17 11,298 0 0
NATIONAL GEN HLDGS CORP COM 636220303 33,260 1,495,500 SH   DFND 3 1,447,600 0 47,900
NATIONAL GEN HLDGS CORP COM 636220303 16,069 722,536 SH   DFND 17 627,900 0 94,636
NATIONAL GEN HLDGS CORP COM 636220303 126 5,600 SH   DFND 21 0 0 5,600
NATIONAL OILWELL VARCO INC COM 637071101 30 815 SH   DFND 3 815 0 0
NATIONAL OILWELL VARCO INC COM 637071101 19,318 525,626 SH   DFND 17 523,771 0 1,855
NATIONAL OILWELL VARCO INC COM 637071101 15 405 SH   DFND 21 405 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,012 68,300 SH   DFND 4 68,300 0 0
NAVIGATORS GROUP INC COM 638904102 351 3,623 SH   DFND 17 3,623 0 0
NAVIGATORS GROUP INC COM 638904102 48 494 SH   DFND 21 494 0 0
NATUS MEDICAL INC DEL COM 639050103 427 10,862 SH   DFND 17 10,862 0 0
NATUS MEDICAL INC DEL COM 639050103 129 3,287 SH   DFND 20 3,287 0 0
NATUS MEDICAL INC DEL COM 639050103 3,056 77,977 SH   DFND 21 72,626 0 5,351
NAUTILUS INC COM 63910B102 6,203 273,039 SH   DFND 17 265,145 0 7,894
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 14,661 15,595,000 PRN   DFND 17 15,400,000 0 195,000
NAVIGANT CONSULTING INC COM 63935N107 1,374 67,959 SH   DFND 17 62,364 0 5,595
NAVIGANT CONSULTING INC COM 63935N107 3,491 173,853 SH   DFND 21 115,009 0 58,844
NAVIENT CORP COM 63938C108 5 342 SH   DFND 17 0 0 342
NAVIENT CORP COM 63938C108 8,172 571,059 SH   DFND 21 559,276 0 11,783
NEENAH PAPER INC COM 640079109 46,009 582,313 SH   DFND 3 582,313 0 0
NEKTAR THERAPEUTICS COM 640268108 2,283 134,702 SH   DFND 17 134,702 0 0
NEKTAR THERAPEUTICS COM 640268108 1,068 63,000 SH   DFND 24 63,000 0 0
NELNET INC CL A 64031N108 229 5,674 SH   DFND 17 5,674 0 0
NELNET INC CL A 64031N108 738 18,273 SH   DFND 21 0 0 18,273
NEOGENOMICS INC COM NEW 64049M209 8,631 1,050,010 SH   DFND 17 1,029,550 0 20,460
NEOPHOTONICS CORP COM 64051T100 2,402 147,030 SH   DFND 17 147,030 0 0
NEOPHOTONICS CORP COM 64051T100 3,824 234,598 SH   DFND 21 234,598 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 272 31,785 SH   DFND 17 12,901 0 18,884
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 19 2,299 SH   DFND 21 2,299 0 0
NETAPP INC COM 64110D104 60,554 1,690,514 SH   DFND 17 1,288,104 0 402,410
NETAPP INC COM 64110D104 202 5,800 SH   DFND 21 5,800 0 0
NETFLIX INC COM 64110L106 6,193 62,843 SH   DFND 4 62,843 0 0
NETFLIX INC COM 64110L106 5,481 55,613 SH   DFND 17 43,941 0 11,672
NETFLIX INC COM 64110L106 46 462 SH   DFND 21 462 0 0
NETFLIX INC CALL 64110L906 9,057 91,900 SH Call DFND 4 91,900 0 0
NETFLIX INC PUT 64110L956 59,623 605,000 SH Put DFND 4 605,000 0 0
NETEASE INC SPONSORED ADR 64110W102 56 231 SH   DFND   231 0 0
NETEASE INC SPONSORED ADR 64110W102 92,367 383,543 SH   DFND 17 330,727 0 52,816
NETEASE INC SPONSORED ADR 64110W102 832 3,454 SH   DFND 20 3,454 0 0
NETEASE INC SPONSORED ADR 64110W102 28,023 116,076 SH   DFND 21 115,171 0 905
NETEASE INC SPONSORED ADR 64110W102 2,542 10,500 SH   DFND 24 10,500 0 0
NETGEAR INC COM 64111Q104 1,616 26,842 SH   DFND 17 15,338 0 11,504
NETGEAR INC COM 64111Q104 131 2,165 SH   DFND 20 2,165 0 0
NETGEAR INC COM 64111Q104 18,316 305,665 SH   DFND 21 151,149 0 154,516
NETSCOUT SYS INC COM 64115T104 5,384 184,072 SH   DFND 17 150,477 0 33,595
NETSUITE INC COM 64118Q107 11 100 SH   DFND 17 100 0 0
NETSUITE INC COM 64118Q107 4,428 40,000 SH   DFND 21 40,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,360 165,745 SH   DFND 17 140,515 0 25,230
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,171 63,000 SH   DFND 24 63,000 0 0
NEUSTAR INC CL A 64126X201 3,994 150,181 SH   DFND 17 130,699 0 19,482
NEUSTAR INC CL A 64126X201 136 5,121 SH   DFND 20 5,121 0 0
NEUSTAR INC CL A 64126X201 10,565 397,101 SH   DFND 21 200,231 0 196,870
NEUSTAR INC CL A 64126X201 63 2,376 SH   DFND 25 2,376 0 0
NEVSUN RES LTD COM 64156L101 832 275,451 SH   DFND 17 275,451 0 0
NEVSUN RES LTD COM 64156L101 564 185,289 SH   DFND 21 62,131 0 123,158
NEVRO CORP COM 64157F103 9,403 90,079 SH   DFND 17 75,280 0 14,799
NEVRO CORP COM 64157F103 113 1,100 SH   DFND 21 0 0 1,100
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 17,927 14,140,000 PRN   DFND 17 11,805,000 0 2,335,000
NEW GOLD INC CDA COM 644535106 2,998 675,852 SH   DFND 21 675,852 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 204 13,151 SH   DFND 17 13,151 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 953 61,429 SH   DFND 21 61,429 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 41 878 SH   DFND   878 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 35,273 760,025 SH   DFND 17 754,025 0 6,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 6,781 144,905 SH   DFND 20 116,189 0 28,716
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 531 11,328 SH   DFND 21 11,328 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,142 67,000 SH   DFND 24 67,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 6,294 456,028 SH   DFND 17 383,111 0 72,917
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 102 7,406 SH   DFND 20 7,406 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 24,583 1,782,617 SH   DFND 21 1,095,399 0 687,218
NEW RELIC INC COM 64829B100 12,802 334,075 SH   DFND 17 334,075 0 0
NEW SR INVT GROUP INC COM 648691103 860 74,487 SH   DFND 17 74,487 0 0
NEW SR INVT GROUP INC COM 648691103 1,004 86,981 SH   DFND 21 86,981 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,938 207,408 SH   DFND 21 96,730 0 110,678
NEW YORK CMNTY BANCORP INC COM 649445103 50 3,490 SH   DFND 25 3,490 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 417 69,189 SH   DFND 17 69,189 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,819 302,244 SH   DFND 21 202,687 0 99,557
NEWELL BRANDS INC COM 651229106 83,381 1,583,662 SH   DFND 17 1,287,006 0 296,656
NEWELL BRANDS INC COM 651229106 946 17,959 SH   DFND 20 17,959 0 0
NEWELL BRANDS INC COM 651229106 7,821 148,959 SH   DFND 21 145,820 0 3,139
NEWELL BRANDS INC CALL 651229906 3,354 63,700 SH Call DFND 4 63,700 0 0
NEWELL BRANDS INC PUT 651229956 17,810 338,200 SH Put DFND 4 338,200 0 0
NEWFIELD EXPL CO COM 651290108 9 213 SH   DFND 17 0 0 213
NEWFIELD EXPL CO COM 651290108 2,931 68,293 SH   DFND 21 65,593 0 2,700
NEWMONT MINING CORP COM 651639106 2,096 53,352 SH   DFND 4 53,352 0 0
NEWMONT MINING CORP COM 651639106 2,538 64,587 SH   DFND 17 64,014 0 573
NEWMONT MINING CORP COM 651639106 39,273 1,000,500 SH   DFND 21 957,574 0 42,926
NEWMONT MINING CORP COM 651639106 1,660 42,500 SH   DFND 24 42,500 0 0
NEWMONT MINING CORP CALL 651639906 1,627 41,400 SH Call DFND 4 41,400 0 0
NEWMONT MINING CORP PUT 651639956 17,527 446,100 SH Put DFND 4 446,100 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2,736 2,500,000 PRN   DFND 17 2,500,000 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 3,691 66,376 SH   DFND 21 18,763 0 47,613
NEXTERA ENERGY INC COM 65339F101 252 2,060 SH   DFND 4 2,060 0 0
NEXTERA ENERGY INC COM 65339F101 14,274 116,692 SH   DFND 17 39,889 0 76,803
NEXTERA ENERGY INC COM 65339F101 45,954 372,797 SH   DFND 21 371,375 0 1,422
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 137,730 2,765,660 SH   DFND 17 2,633,055 0 132,605
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 27,666 468,605 SH   DFND 17 403,460 0 65,145
NEXTERA ENERGY INC CALL 65339F901 11,816 96,600 SH Call DFND 4 96,600 0 0
NEXTERA ENERGY INC PUT 65339F951 70,664 577,700 SH Put DFND 4 577,700 0 0
NIKE INC CL B 654106103 18,986 360,605 SH   DFND 4 360,605 0 0
NIKE INC CL B 654106103 10,437 198,231 SH   DFND 17 178,033 0 20,198
NIKE INC CL B 654106103 24,006 456,913 SH   DFND 21 441,538 0 15,375
NIKE INC CALL 654106903 15,016 285,200 SH Call DFND 4 285,200 0 0
NIKE INC PUT 654106953 80,333 1,525,800 SH Put DFND 4 1,525,800 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 11,808 255,421 SH   DFND 17 255,421 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 3,018 65,877 SH   DFND 21 0 0 65,877
NISOURCE INC COM 65473P105 1,589 65,925 SH   DFND 17 65,578 0 347
NISOURCE INC COM 65473P105 7,724 319,026 SH   DFND 21 319,026 0 0
NOBLE ENERGY INC PUT 655044955 665 18,600 SH Put DFND 4 18,600 0 0
NORFOLK SOUTHERN CORP COM 655844108 7,095 73,100 SH   DFND 3 73,100 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,817 59,929 SH   DFND 17 59,612 0 317
NORFOLK SOUTHERN CORP COM 655844108 4,933 51,578 SH   DFND 21 50,299 0 1,279
NORFOLK SOUTHERN CORP CALL 655844908 7,522 77,500 SH Call DFND 4 77,500 0 0
NORFOLK SOUTHERN CORP PUT 655844958 39,494 406,900 SH Put DFND 4 406,900 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 210 13,035 SH   DFND 17 13,035 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,928 18,360 SH   DFND 3 18,360 0 0
NORTHROP GRUMMAN CORP COM 666807102 593 2,774 SH   DFND 4 2,774 0 0
NORTHROP GRUMMAN CORP COM 666807102 36,328 169,842 SH   DFND 17 119,961 0 49,881
NORTHROP GRUMMAN CORP COM 666807102 956 4,470 SH   DFND 20 4,470 0 0
NORTHROP GRUMMAN CORP COM 666807102 73,591 344,158 SH   DFND 21 271,883 0 72,275
NORTHROP GRUMMAN CORP COM 666807102 279 1,302 SH   DFND 25 1,302 0 0
NORTHROP GRUMMAN CORP CALL 666807902 9,200 43,000 SH Call DFND 4 43,000 0 0
NORTHROP GRUMMAN CORP PUT 666807952 63,458 296,600 SH Put DFND 4 296,600 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 6,132 560,000 SH   DFND 4 560,000 0 0
NORTHWESTERN CORP COM NEW 668074305 67 1,165 SH   DFND 17 1,165 0 0
NORTHWESTERN CORP COM NEW 668074305 825 14,204 SH   DFND 21 14,204 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,098 39,233 SH   DFND 17 20,278 0 18,955
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 112,157 40,150,000 PRN   DFND 17 37,810,000 0 2,340,000
NU SKIN ENTERPRISES INC CL A 67018T105 180 2,785 SH   DFND 17 0 0 2,785
NU SKIN ENTERPRISES INC CL A 67018T105 95 1,500 SH   DFND 21 1,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 322 22,241 SH   DFND 17 22,241 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 53 3,686 SH   DFND 20 3,686 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,986 276,044 SH   DFND 21 222,617 0 53,427
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 1,160 1,230,000 PRN   DFND 17 975,000 0 255,000
NUCOR CORP COM 670346105 17 344 SH   DFND 17 0 0 344
NUCOR CORP COM 670346105 2,994 60,662 SH   DFND 21 9,985 0 50,677
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 30,325 1,185,500 SH   DFND 3 1,137,600 0 47,900
NUTRACEUTICAL INTL CORP COM 67060Y101 301 9,625 SH   DFND 17 9,625 0 0
NVIDIA CORP COM 67066G104 43,233 630,960 SH   DFND 17 605,444 0 25,516
NVIDIA CORP COM 67066G104 38,513 568,494 SH   DFND 21 402,242 0 166,252
NVIDIA CORP CALL 67066G904 3,673 53,600 SH Call DFND 4 53,600 0 0
NVIDIA CORP PUT 67066G954 31,492 459,600 SH Put DFND 4 459,600 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 52,468 15,350,000 PRN   DFND 17 12,965,000 0 2,385,000
NUTRI SYS INC NEW COM 67069D108 3,961 133,424 SH   DFND 17 133,424 0 0
NUTRI SYS INC NEW COM 67069D108 1,621 54,595 SH   DFND 21 54,595 0 0
NUVASIVE INC COM 670704105 3,145 47,180 SH   DFND 17 26,255 0 20,925
OGE ENERGY CORP COM 670837103 6,461 204,330 SH   DFND 3 204,330 0 0
OGE ENERGY CORP COM 670837103 349 10,881 SH   DFND 17 10,881 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,246 11,587 SH   DFND 17 0 0 11,587
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,344 33,503 SH   DFND 21 33,503 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 9,748 34,800 SH Call DFND 4 34,800 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 46,610 166,400 SH Put DFND 4 166,400 0 0
OFG BANCORP COM 67103X102 459 45,828 SH   DFND 21 0 0 45,828
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 22,923 20,000,000 PRN   DFND 17 20,000,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 7,162 98,223 SH   DFND 4 98,223 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 46,233 634,027 SH   DFND 17 627,700 0 6,327
OCCIDENTAL PETE CORP DEL COM 674599105 2,350 32,561 SH   DFND 21 32,561 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 959 13,300 SH   DFND 24 13,300 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 10,406 142,700 SH Call DFND 4 142,700 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 64,177 880,100 SH Put DFND 4 880,100 0 0
OCLARO INC COM NEW 67555N206 6,077 710,757 SH   DFND 17 710,757 0 0
OLD NATL BANCORP IND COM 680033107 51,318 3,649,904 SH   DFND 3 3,566,940 0 82,964
OLD NATL BANCORP IND COM 680033107 389 27,658 SH   DFND 21 0 0 27,658
OLD REP INTL CORP COM 680223104 932 52,935 SH   DFND 17 41,141 0 11,794
OLD REP INTL CORP COM 680223104 19,405 1,101,841 SH   DFND 21 1,009,996 0 91,845
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 2,975 2,460,000 PRN   DFND 17 2,460,000 0 0
OLIN CORP COM PAR $1 680665205 2,086 101,637 SH   DFND 17 93,967 0 7,670
OLIN CORP COM PAR $1 680665205 373 18,650 SH   DFND 21 18,650 0 0
OMNICOM GROUP INC COM 681919106 1,807 21,263 SH   DFND 17 21,008 0 255
OMNICOM GROUP INC COM 681919106 942 11,081 SH   DFND 20 11,081 0 0
OMNICOM GROUP INC COM 681919106 8,078 95,373 SH   DFND 21 95,373 0 0
OMNICOM GROUP INC CALL 681919906 1,879 22,100 SH Call DFND 4 22,100 0 0
OMNICOM GROUP INC PUT 681919956 13,728 161,500 SH Put DFND 4 161,500 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 270 7,619 SH   DFND 17 7,619 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,438 67,892 SH   DFND 21 0 0 67,892
OMEGA PROTEIN CORP COM 68210P107 3,139 134,331 SH   DFND 17 31,484 0 102,847
OMEGA PROTEIN CORP COM 68210P107 114 4,894 SH   DFND 20 4,894 0 0
OMEGA PROTEIN CORP COM 68210P107 6,351 271,812 SH   DFND 21 141,383 0 130,429
OMEGA PROTEIN CORP COM 68210P107 34 1,454 SH   DFND 25 1,454 0 0
OMNICELL INC COM 68213N109 2,938 76,700 SH   DFND 17 76,700 0 0
OMNICELL INC COM 68213N109 72 1,877 SH   DFND 20 1,877 0 0
OMNICELL INC COM 68213N109 1,604 41,978 SH   DFND 21 39,265 0 2,713
OMEROS CORP COM 682143102 1,430 128,176 SH   DFND 17 128,176 0 0
ON ASSIGNMENT INC COM 682159108 82 2,254 SH   DFND 17 2,254 0 0
ON ASSIGNMENT INC COM 682159108 286 7,878 SH   DFND 21 7,878 0 0
ON SEMICONDUCTOR CORP COM 682189105 51,837 4,207,589 SH   DFND 17 3,864,043 0 343,546
ON SEMICONDUCTOR CORP COM 682189105 191 15,540 SH   DFND 20 15,540 0 0
ON SEMICONDUCTOR CORP COM 682189105 16,841 1,383,095 SH   DFND 21 1,354,708 0 28,387
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 53,794 45,125,000 PRN   DFND 17 44,725,000 0 400,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 12,070 11,810,000 PRN   DFND 17 11,810,000 0 0
ONE GAS INC COM 68235P108 297 4,806 SH   DFND 17 4,806 0 0
ONE GAS INC COM 68235P108 1,765 28,507 SH   DFND 21 24,777 0 3,730
1 800 FLOWERS COM CL A 68243Q106 1,150 125,460 SH   DFND 17 77,130 0 48,330
ONEOK INC NEW COM 682680103 7,491 145,775 SH   DFND 17 12,367 0 133,408
ONEOK INC NEW COM 682680103 10,802 211,378 SH   DFND 21 199,508 0 11,870
OPEN TEXT CORP COM 683715106 37,185 575,101 SH   DFND 3 375,501 0 199,600
OPEN TEXT CORP COM 683715106 8,009 123,089 SH   DFND 17 101,766 0 21,323
OPEN TEXT CORP COM 683715106 63 975 SH   DFND 20 975 0 0
OPEN TEXT CORP COM 683715106 14,428 221,678 SH   DFND 21 147,488 0 74,190
OPHTHOTECH CORP COM 683745103 8,197 155,434 SH   DFND 17 155,434 0 0
OPHTHOTECH CORP COM 683745103 5,737 106,000 SH   DFND 24 106,000 0 0
ORACLE CORP COM 68389X105 142,057 3,616,510 SH   DFND 3 3,613,210 0 3,300
ORACLE CORP COM 68389X105 12,669 322,528 SH   DFND 4 322,528 0 0
ORACLE CORP COM 68389X105 225,839 5,753,052 SH   DFND 17 5,489,997 0 263,055
ORACLE CORP COM 68389X105 12,487 319,068 SH   DFND 21 318,068 0 1,000
ORACLE CORP CALL 68389X905 22,260 566,700 SH Call DFND 4 566,700 0 0
ORACLE CORP PUT 68389X955 114,957 2,926,600 SH Put DFND 4 2,926,600 0 0
OPUS BK IRVINE CALIF COM 684000102 73 2,050 SH   DFND 17 2,050 0 0
OPUS BK IRVINE CALIF COM 684000102 189 5,482 SH   DFND 21 5,482 0 0
ORBITAL ATK INC COM 68557N103 54,271 711,940 SH   DFND 3 697,135 0 14,805
ORBITAL ATK INC COM 68557N103 10,348 135,896 SH   DFND 17 113,651 0 22,245
ORCHIDS PAPER PRODS CO DEL COM 68572N104 2,906 106,718 SH   DFND 17 95,728 0 10,990
ORCHIDS PAPER PRODS CO DEL COM 68572N104 438 15,886 SH   DFND 21 15,886 0 0
ORITANI FINL CORP DEL COM 68633D103 204 12,975 SH   DFND 17 12,975 0 0
ORITANI FINL CORP DEL COM 68633D103 540 34,327 SH   DFND 21 34,327 0 0
OWENS & MINOR INC NEW COM 690732102 41,218 1,186,800 SH   DFND 3 1,155,000 0 31,800
OWENS & MINOR INC NEW COM 690732102 317 9,116 SH   DFND 17 9,116 0 0
OWENS & MINOR INC NEW COM 690732102 10,480 304,782 SH   DFND 21 189,328 0 115,454
OWENS CORNING NEW COM 690742101 6,300 118,000 SH   DFND 3 118,000 0 0
OWENS CORNING NEW COM 690742101 6,941 130,220 SH   DFND 17 32,098 0 98,122
OWENS CORNING NEW COM 690742101 43,287 815,702 SH   DFND 21 498,789 0 316,913
OWENS ILL INC COM NEW 690768403 13,599 739,478 SH   DFND 17 603,422 0 136,056
OWENS ILL INC COM NEW 690768403 355 19,345 SH   DFND 21 12,345 0 7,000
PDVWIRELESS INC COM 69290R104 34,350 1,500,000 SH   DFND 4 1,500,000 0 0
PBF ENERGY INC CL A 69318G106 593 26,192 SH   DFND 17 1,792 0 24,400
PBF ENERGY INC CL A 69318G106 4,174 189,037 SH   DFND 21 175,341 0 13,696
PBF ENERGY INC CL A 69318G106 14 631 SH   DFND 25 631 0 0
PC CONNECTION INC COM 69318J100 765 29,203 SH   DFND 21 29,203 0 0
PDC ENERGY INC COM 69327R101 30,804 459,574 SH   DFND 17 455,929 0 3,645
PDC ENERGY INC COM 69327R101 1,279 19,200 SH   DFND 24 19,200 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 37,677 35,025,000 PRN   DFND 17 29,490,000 0 5,535,000
PDF SOLUTIONS INC COM 693282105 4,213 231,843 SH   DFND 17 225,630 0 6,213
PDL BIOPHARMA INC COM 69329Y104 406 121,045 SH   DFND 17 121,045 0 0
PDL BIOPHARMA INC COM 69329Y104 1,177 360,493 SH   DFND 21 265,824 0 94,669
PG&E CORP COM 69331C108 29,415 480,401 SH   DFND 17 320,795 0 159,606
PG&E CORP COM 69331C108 2,508 40,999 SH   DFND 20 40,999 0 0
PG&E CORP COM 69331C108 75,001 1,220,517 SH   DFND 21 752,477 0 468,040
PG&E CORP COM 69331C108 303 4,959 SH   DFND 25 4,959 0 0
PG&E CORP CALL 69331C908 3,689 60,300 SH Call DFND 4 60,300 0 0
PG&E CORP PUT 69331C958 11,475 187,600 SH Put DFND 4 187,600 0 0
PHH CORP COM NEW 693320202 80,899 5,598,554 SH   DFND 4 5,598,554 0 0
PICO HLDGS INC COM NEW 693366205 6,422 544,713 SH   DFND 4 544,713 0 0
PGT INC COM 69336V101 2,024 189,673 SH   DFND 17 189,673 0 0
PLDT INC SPONSORED ADR 69344D408 1,087 30,485 SH   DFND 17 24,485 0 6,000
PLDT INC SPONSORED ADR 69344D408 2,733 77,127 SH   DFND 21 77,127 0 0
PNC FINL SVCS GROUP INC COM 693475105 150,425 1,669,720 SH   DFND 3 1,667,920 0 1,800
PNC FINL SVCS GROUP INC COM 693475105 726 8,061 SH   DFND 4 8,061 0 0
PNC FINL SVCS GROUP INC COM 693475105 52,292 585,832 SH   DFND 17 579,871 0 5,961
PNC FINL SVCS GROUP INC COM 693475105 1,136 12,610 SH   DFND 20 12,610 0 0
PNC FINL SVCS GROUP INC COM 693475105 25,710 286,918 SH   DFND 21 203,281 0 83,637
PNC FINL SVCS GROUP INC COM 693475105 127 1,408 SH   DFND 25 1,408 0 0
PNC FINL SVCS GROUP INC CALL 693475905 8,072 89,600 SH Call DFND 4 89,600 0 0
PNC FINL SVCS GROUP INC PUT 693475955 67,144 745,300 SH Put DFND 4 745,300 0 0
POSCO SPONSORED ADR 693483109 322 6,266 SH   DFND 21 6,266 0 0
PNM RES INC COM 69349H107 2,808 85,808 SH   DFND 17 85,808 0 0
PNM RES INC COM 69349H107 695 20,929 SH   DFND 21 18,945 0 1,984
PPG INDS INC COM 693506107 6,078 58,800 SH   DFND 3 58,800 0 0
PPG INDS INC COM 693506107 3,377 32,671 SH   DFND 4 32,671 0 0
PPG INDS INC COM 693506107 5,998 58,029 SH   DFND 17 57,742 0 287
PPG INDS INC COM 693506107 17,156 165,983 SH   DFND 20 165,983 0 0
PPG INDS INC COM 693506107 285 2,787 SH   DFND 21 2,787 0 0
PPG INDS INC COM 693506107 1,000 9,800 SH   DFND 24 9,800 0 0
PPG INDS INC CALL 693506907 6,966 67,400 SH Call DFND 4 67,400 0 0
PPG INDS INC PUT 693506957 44,652 432,000 SH Put DFND 4 432,000 0 0
PPL CORP COM 69351T106 10,070 291,300 SH   DFND 3 291,300 0 0
PPL CORP COM 69351T106 1,919 55,512 SH   DFND 4 55,512 0 0
PPL CORP COM 69351T106 282 8,159 SH   DFND 17 7,429 0 730
PPL CORP COM 69351T106 449 12,980 SH   DFND 21 8,780 0 4,200
PPL CORP CALL 69351T906 2,448 70,800 SH Call DFND 4 70,800 0 0
PPL CORP PUT 69351T956 13,589 393,100 SH Put DFND 4 393,100 0 0
PRA HEALTH SCIENCES INC COM 69354M108 5,074 89,783 SH   DFND 17 73,643 0 16,140
PS BUSINESS PKS INC CALIF COM 69360J107 704 6,179 SH   DFND 21 6,179 0 0
PTC INC COM 69370C100 16,215 365,947 SH   DFND 17 304,554 0 61,393
PTC INC COM 69370C100 422 9,569 SH   DFND 21 5,769 0 3,800
PACCAR INC COM 693718108 718 12,211 SH   DFND 17 11,833 0 378
PACCAR INC COM 693718108 12,272 211,979 SH   DFND 21 209,034 0 2,945
PACCAR INC CALL 693718908 5,449 92,700 SH Call DFND 4 92,700 0 0
PACCAR INC PUT 693718958 16,811 286,000 SH Put DFND 4 286,000 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,047 116,835 SH   DFND 17 116,835 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 4,267 476,271 SH   DFND 21 476,271 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 920 54,714 SH   DFND 17 50,600 0 4,114
PACIFIC PREMIER BANCORP COM 69478X105 3,398 128,425 SH   DFND 17 128,425 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 1,818 53,137 SH   DFND 17 53,137 0 0
PACKAGING CORP AMER COM 695156109 11,883 146,235 SH   DFND 3 146,235 0 0
PACKAGING CORP AMER COM 695156109 8,430 104,913 SH   DFND 17 103,118 0 1,795
PACKAGING CORP AMER COM 695156109 25,841 320,879 SH   DFND 21 320,879 0 0
PACWEST BANCORP DEL COM 695263103 2,037 48,019 SH   DFND 21 48,019 0 0
PALO ALTO NETWORKS INC COM 697435105 167,257 1,050,520 SH   DFND 17 906,838 0 143,682
PALO ALTO NETWORKS INC COM 697435105 6,538 41,036 SH   DFND 20 41,036 0 0
PALO ALTO NETWORKS INC CALL 697435905 16,379 102,800 SH Call DFND 17 102,800 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 38,096 24,910,000 PRN   DFND 17 22,415,000 0 2,495,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 649 20,099 SH   DFND 21 20,099 0 0
PANDORA MEDIA INC COM 698354107 20,467 1,428,285 SH   DFND 17 1,325,995 0 102,290
PAREXEL INTL CORP COM 699462107 320 4,603 SH   DFND 21 4,603 0 0
PARK CITY GROUP INC COM NEW 700215304 1,347 114,165 SH   DFND 17 105,321 0 8,844
PARK OHIO HLDGS CORP COM 700666100 13,716 376,296 SH   DFND 3 376,296 0 0
PARK OHIO HLDGS CORP COM 700666100 23 626 SH   DFND 17 626 0 0
PARK STERLING CORP COM 70086Y105 1,265 155,825 SH   DFND 17 143,825 0 12,000
PARKER HANNIFIN CORP COM 701094104 10,104 80,489 SH   DFND 17 21,710 0 58,779
PARKER HANNIFIN CORP COM 701094104 400 3,209 SH   DFND 21 3,209 0 0
PARKER HANNIFIN CORP PUT 701094954 427 3,400 SH Put DFND 4 3,400 0 0
PARSLEY ENERGY INC CL A 701877102 12,647 377,402 SH   DFND 17 377,402 0 0
PARSLEY ENERGY INC CL A 701877102 1,324 40,000 SH   DFND 24 40,000 0 0
PATRICK INDS INC COM 703343103 13,156 212,373 SH   DFND 17 169,294 0 43,079
PATRICK INDS INC COM 703343103 7,154 114,105 SH   DFND 21 69,348 0 44,757
PATTERSON UTI ENERGY INC COM 703481101 4,027 180,000 SH   DFND 4 180,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 575 26,400 SH   DFND 24 26,400 0 0
PAYCHEX INC COM 704326107 1,424 24,608 SH   DFND 17 2,236 0 22,372
PAYCHEX INC COM 704326107 254 4,444 SH   DFND 21 4,444 0 0
PAYCHEX INC CALL 704326907 2,911 50,300 SH Call DFND 4 50,300 0 0
PAYCHEX INC PUT 704326957 11,875 205,200 SH Put DFND 4 205,200 0 0
PAYCOM SOFTWARE INC COM 70432V102 67,309 1,342,690 SH   DFND 17 1,081,080 0 261,610
PAYLOCITY HLDG CORP COM 70438V106 9,960 224,030 SH   DFND 17 193,345 0 30,685
PAYLOCITY HLDG CORP COM 70438V106 240 5,436 SH   DFND 21 2,786 0 2,650
PAYPAL HLDGS INC COM 70450Y103 25,686 626,941 SH   DFND 17 581,230 0 45,711
PAYPAL HLDGS INC COM 70450Y103 1,667 41,244 SH   DFND 21 41,244 0 0
PAYPAL HLDGS INC CALL 70450Y903 7,715 188,300 SH Call DFND 4 188,300 0 0
PAYPAL HLDGS INC PUT 70450Y953 52,905 1,291,300 SH Put DFND 4 1,291,300 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 373 16,635 SH   DFND 17 16,635 0 0
PEMBINA PIPELINE CORP COM 706327103 645 21,116 SH   DFND 21 0 0 21,116
PENN NATL GAMING INC COM 707569109 452 33,325 SH   DFND 17 19,255 0 14,070
PENN NATL GAMING INC COM 707569109 80 5,899 SH   DFND 21 5,899 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,755 76,200 SH   DFND 17 42,395 0 33,805
PENSKE AUTOMOTIVE GRP INC COM 70959W103 4,158 86,300 SH   DFND 3 86,300 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 668 13,875 SH   DFND 17 13,875 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 111 2,307 SH   DFND 20 2,307 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 3,762 78,502 SH   DFND 21 73,901 0 4,601
PENUMBRA INC COM 70975L107 14,597 192,092 SH   DFND 17 163,466 0 28,626
PEPSICO INC COM 713448108 210,112 1,932,287 SH   DFND 17 1,749,811 0 182,476
PEPSICO INC COM 713448108 15,363 142,178 SH   DFND 21 128,752 0 13,426
PEPSICO INC COM 713448108 541 5,020 SH   DFND 24 5,020 0 0
PEPSICO INC CALL 713448908 46,543 427,900 SH Call DFND 4 427,900 0 0
PEPSICO INC PUT 713448958 175,468 1,613,200 SH Put DFND 4 1,613,200 0 0
PERFICIENT INC COM 71375U101 751 37,845 SH   DFND 21 37,845 0 0
PERKINELMER INC COM 714046109 5,672 101,089 SH   DFND 17 82,577 0 18,512
PERKINELMER INC COM 714046109 6,478 117,482 SH   DFND 21 117,482 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 66 994 SH   DFND   994 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8,719 131,941 SH   DFND 17 112,286 0 19,655
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 10,636 161,738 SH   DFND 21 154,349 0 7,389
PETMED EXPRESS INC COM 716382106 40 1,955 SH   DFND 17 1,955 0 0
PETMED EXPRESS INC COM 716382106 3,108 153,351 SH   DFND 21 45,626 0 107,725
PETMED EXPRESS INC COM 716382106 36 1,770 SH   DFND 25 1,770 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 206 3,124 SH   DFND 21 3,124 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 578 70,329 SH   DFND 21 70,329 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 946 101,905 SH   DFND 21 101,905 0 0
PFENEX INC COM 717071104 1,517 169,505 SH   DFND 17 164,237 0 5,268
PFIZER INC COM 717081103 149,693 4,419,632 SH   DFND 3 4,419,632 0 0
PFIZER INC COM 717081103 12,286 362,728 SH   DFND 4 356,672 0 6,056
PFIZER INC COM 717081103 145,977 4,334,312 SH   DFND 17 3,364,645 0 969,667
PFIZER INC COM 717081103 41,477 1,224,580 SH   DFND 20 1,224,580 0 0
PFIZER INC COM 717081103 247,173 7,370,422 SH   DFND 21 5,490,798 0 1,879,624
PFIZER INC COM 717081103 3,065 92,000 SH   DFND 24 92,000 0 0
PFIZER INC COM 717081103 354 10,458 SH   DFND 25 10,458 0 0
PFIZER INC CALL 717081903 41,985 1,239,600 SH Call DFND 4 1,239,600 0 0
PFIZER INC PUT 717081953 157,590 4,652,800 SH Put DFND 4 4,652,800 0 0
PHARMERICA CORP COM 71714F104 115 4,113 SH   DFND 17 4,113 0 0
PHARMERICA CORP COM 71714F104 1,158 41,563 SH   DFND 21 39,591 0 1,972
PHARMATHENE INC COM 71714G102 47 16,330 SH   DFND 17 16,330 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 712 26,955 SH   DFND 21 26,955 0 0
PHILIP MORRIS INTL INC COM 718172109 13,851 142,467 SH   DFND 4 142,467 0 0
PHILIP MORRIS INTL INC COM 718172109 9,069 93,281 SH   DFND 17 76,605 0 16,676
PHILIP MORRIS INTL INC COM 718172109 15,766 161,692 SH   DFND 21 129,312 0 32,380
PHILIP MORRIS INTL INC CALL 718172909 28,845 296,700 SH Call DFND 4 296,700 0 0
PHILIP MORRIS INTL INC PUT 718172959 212,815 2,189,000 SH Put DFND 4 2,189,000 0 0
PHILLIPS 66 COM 718546104 1,275 15,833 SH   DFND 4 15,833 0 0
PHILLIPS 66 COM 718546104 19,330 240,276 SH   DFND 17 101,225 0 139,051
PHILLIPS 66 COM 718546104 650 8,069 SH   DFND 20 8,069 0 0
PHILLIPS 66 COM 718546104 74,180 929,409 SH   DFND 21 693,291 0 236,118
PHILLIPS 66 COM 718546104 634 8,000 SH   DFND 24 8,000 0 0
PHILLIPS 66 COM 718546104 132 1,643 SH   DFND 25 1,643 0 0
PHILLIPS 66 CALL 718546904 6,315 78,400 SH Call DFND 4 78,400 0 0
PHILLIPS 66 PUT 718546954 39,993 496,500 SH Put DFND 4 496,500 0 0
PHOTRONICS INC COM 719405102 457 44,327 SH   DFND 17 44,327 0 0
PHOTRONICS INC COM 719405102 2,322 227,147 SH   DFND 21 151,824 0 75,323
PHYSICIANS RLTY TR COM 71943U104 10,516 488,218 SH   DFND 4 488,218 0 0
PHYSICIANS RLTY TR COM 71943U104 18 820 SH   DFND 17 820 0 0
PIEDMONT NAT GAS INC COM 720186105 18,326 305,229 SH   DFND 21 305,229 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 835 38,126 SH   DFND 21 38,126 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 10,111 478,731 SH   DFND 17 478,731 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 2,383 113,329 SH   DFND 21 78,949 0 34,380
PILGRIMS PRIDE CORP NEW COM 72147K108 6,016 287,418 SH   DFND 24 287,418 0 0
PIMCO ETF TR 1-5 US TIP IDX 72201R205 421 7,993 SH   DFND 17 7,993 0 0
PIMCO ETF TR BROAD US TIPS 72201R403 35,125 591,808 SH   DFND 17 591,808 0 0
PIMCO ETF TR DIV INC ACT ETF 72201R726 13,555 267,730 SH   DFND 4 267,730 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 126,009 1,266,423 SH   DFND 4 1,266,423 0 0
PIMCO ETF TR GB ADV INF BD AC 72201R791 63,887 1,484,100 SH   DFND 4 1,484,100 0 0
PIMCO ETF TR INV GRD CRP BD 72201R817 1,175 11,010 SH   DFND 17 11,010 0 0
PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 2,534 124,283 SH   DFND 4 124,283 0 0
PINNACLE WEST CAP CORP COM 723484101 8,804 115,640 SH   DFND 17 108,111 0 7,529
PINNACLE WEST CAP CORP COM 723484101 15,752 206,160 SH   DFND 21 106,223 0 99,937
PINNACLE WEST CAP CORP COM 723484101 160 2,102 SH   DFND 25 2,102 0 0
PINNACLE FOODS INC DEL COM 72348P104 29,246 583,201 SH   DFND 17 512,537 0 70,664
PINNACLE FOODS INC DEL COM 72348P104 1,100 21,926 SH   DFND 20 21,926 0 0
PINNACLE FOODS INC DEL COM 72348P104 44,920 899,398 SH   DFND 21 509,948 0 389,450
PINNACLE FOODS INC DEL COM 72348P104 157 3,127 SH   DFND 25 3,127 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 615 50,263 SH   DFND 21 50,263 0 0
PIONEER NAT RES CO COM 723787107 69,873 376,404 SH   DFND 17 371,908 0 4,496
PIONEER NAT RES CO COM 723787107 11,807 63,600 SH   DFND 20 63,600 0 0
PIONEER NAT RES CO COM 723787107 3,863 20,830 SH   DFND 21 13,277 0 7,553
PIONEER NAT RES CO COM 723787107 1,928 10,400 SH   DFND 24 10,400 0 0
PIONEER NAT RES CO CALL 723787907 6,386 34,400 SH Call DFND 4 34,400 0 0
PIONEER NAT RES CO PUT 723787957 45,150 243,200 SH Put DFND 4 243,200 0 0
PIPER JAFFRAY COS COM 724078100 114 2,366 SH   DFND 17 2,366 0 0
PIPER JAFFRAY COS COM 724078100 2,367 49,880 SH   DFND 21 22,590 0 27,290
PITNEY BOWES INC COM 724479100 649 35,720 SH   DFND 17 35,520 0 200
PITNEY BOWES INC COM 724479100 95 5,234 SH   DFND 20 5,234 0 0
PITNEY BOWES INC COM 724479100 12,044 669,241 SH   DFND 21 653,250 0 15,991
PLANET FITNESS INC CL A 72703H101 516 25,800 SH   DFND 24 25,800 0 0
PLANTRONICS INC NEW COM 727493108 622 11,980 SH   DFND 17 7,295 0 4,685
PLANTRONICS INC NEW COM 727493108 77 1,500 SH   DFND 21 1,500 0 0
PLEXUS CORP COM 729132100 313 6,685 SH   DFND 17 0 0 6,685
PLEXUS CORP COM 729132100 234 5,063 SH   DFND 21 5,063 0 0
POLARIS INDS INC COM 731068102 5,219 67,400 SH   DFND 3 67,400 0 0
POLARIS INDS INC COM 731068102 2,094 27,744 SH   DFND 21 27,744 0 0
POOL CORPORATION COM 73278L105 369 3,900 SH   DFND 17 3,900 0 0
POOL CORPORATION COM 73278L105 4,124 43,671 SH   DFND 21 40,058 0 3,613
POPULAR INC COM NEW 733174700 4,793 125,400 SH   DFND 17 0 0 125,400
POPULAR INC COM NEW 733174700 2,757 73,066 SH   DFND 21 38,652 0 34,414
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 29,680 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 6,105 143,347 SH   DFND 17 76,937 0 66,410
PORTLAND GEN ELEC CO COM NEW 736508847 3,314 77,696 SH   DFND 21 73,387 0 4,309
PORTOLA PHARMACEUTICALS INC COM 737010108 105 4,620 SH   DFND 17 4,620 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 272 12,000 SH   DFND 24 12,000 0 0
POST HLDGS INC COM 737446104 17,107 221,682 SH   DFND 17 184,522 0 37,160
POST HLDGS INC COM 737446104 9,165 119,054 SH   DFND 21 113,768 0 5,286
POST HLDGS INC COM 737446104 2,933 38,100 SH   DFND 24 38,100 0 0
POTASH CORP SASK INC COM 73755L107 17 1,030 SH   DFND 17 1,030 0 0
POTASH CORP SASK INC COM 73755L107 11,417 702,689 SH   DFND 21 702,689 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,332 11,300 SH   DFND 24 11,300 0 0
POWERSHARES QQQ TRUST PUT 73935A954 120,121 1,011,800 SH Put DFND 4 1,011,800 0 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 5,082 269,341 SH   DFND 17 269,341 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 310 8,000 SH   DFND   3,000 0 5,000
PRAXAIR INC CALL 74005P904 5,063 41,900 SH Call DFND 4 41,900 0 0
PRAXAIR INC PUT 74005P954 43,221 357,700 SH Put DFND 4 357,700 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,636 45,769 SH   DFND 17 42,267 0 3,502
PREFERRED BK LOS ANGELES CA COM NEW 740367404 359 10,228 SH   DFND 21 10,228 0 0
PREFERRED APT CMNTYS INC COM 74039L103 328 24,244 SH   DFND 17 0 0 24,244
PRESTIGE BRANDS HLDGS INC COM 74112D101 2,072 42,920 SH   DFND 17 25,080 0 17,840
PRESTIGE BRANDS HLDGS INC COM 74112D101 634 13,263 SH   DFND 21 11,168 0 2,095
PRESS GANEY HLDGS INC COM 74113L102 402 9,951 SH   DFND 17 9,951 0 0
PRESS GANEY HLDGS INC COM 74113L102 122 3,025 SH   DFND 20 3,025 0 0
PRESS GANEY HLDGS INC COM 74113L102 10,621 262,908 SH   DFND 21 262,908 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,353 20,353 SH   DFND 4 20,353 0 0
PRICE T ROWE GROUP INC COM 74144T108 18 268 SH   DFND 17 0 0 268
PRICE T ROWE GROUP INC COM 74144T108 1,118 17,051 SH   DFND 21 17,051 0 0
PRICE T ROWE GROUP INC CALL 74144T908 1,210 18,200 SH Call DFND 4 18,200 0 0
PRICE T ROWE GROUP INC PUT 74144T958 8,944 134,500 SH Put DFND 4 134,500 0 0
PRICELINE GRP INC COM NEW 741503403 118,491 80,524 SH   DFND 17 58,851 0 21,673
PRICELINE GRP INC COM NEW 741503403 2,229 1,515 SH   DFND 20 1,515 0 0
PRICELINE GRP INC COM NEW 741503403 142,687 96,937 SH   DFND 21 76,912 0 20,025
PRICELINE GRP INC COM NEW 741503403 560 380 SH   DFND 24 380 0 0
PRICELINE GRP INC CALL 741503903 15,156 10,300 SH Call DFND 4 10,300 0 0
PRICELINE GRP INC PUT 741503953 45,763 31,100 SH Put DFND 4 31,100 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 26,761 16,900,000 PRN   DFND 17 14,515,000 0 2,385,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 190,687 148,795,000 PRN   DFND 17 141,905,000 0 6,890,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 3,845 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 17,126 15,880,000 PRN   DFND 17 15,500,000 0 380,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,314 4,000,000 PRN   DFND 21 0 0 4,000,000
PRIMERICA INC COM 74164M108 554 10,445 SH   DFND 17 10,445 0 0
PRIMERICA INC COM 74164M108 172 3,247 SH   DFND 20 3,247 0 0
PRIMERICA INC COM 74164M108 7,858 148,886 SH   DFND 21 148,886 0 0
PRIMO WTR CORP COM 74165N105 3,585 295,529 SH   DFND 17 287,586 0 7,943
PRINCIPAL FINL GROUP INC COM 74251V102 3,848 74,700 SH   DFND 3 74,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,264 82,771 SH   DFND 17 82,483 0 288
PRINCIPAL FINL GROUP INC COM 74251V102 811 15,743 SH   DFND 20 15,743 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 8,894 173,326 SH   DFND 21 146,080 0 27,246
PROCTER AND GAMBLE CO COM 742718109 135,800 1,513,095 SH   DFND 3 1,511,895 0 1,200
PROCTER AND GAMBLE CO COM 742718109 160,944 1,801,352 SH   DFND 17 1,764,910 0 36,442
PROCTER AND GAMBLE CO COM 742718109 64,537 727,271 SH   DFND 21 564,473 0 162,798
PROCTER AND GAMBLE CO COM 742718109 57 645 SH   DFND 24 645 0 0
PROCTER AND GAMBLE CO CALL 742718909 44,354 494,200 SH Call DFND 4 494,200 0 0
PROCTER AND GAMBLE CO PUT 742718959 306,164 3,411,300 SH Put DFND 4 3,411,300 0 0
PRIVATEBANCORP INC COM 742962103 13,425 292,350 SH   DFND 17 236,311 0 56,039
PRIVATEBANCORP INC COM 742962103 70 1,523 SH   DFND 20 1,523 0 0
PRIVATEBANCORP INC COM 742962103 2,044 44,604 SH   DFND 21 39,158 0 5,446
PROGENICS PHARMACEUTICALS IN COM 743187106 1,403 221,644 SH   DFND 17 215,798 0 5,846
PROGRESSIVE CORP OHIO COM 743315103 429 13,628 SH   DFND 4 13,628 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,656 52,587 SH   DFND 17 51,959 0 628
PROGRESSIVE CORP OHIO COM 743315103 20,148 643,291 SH   DFND 21 643,291 0 0
PROGRESSIVE CORP OHIO CALL 743315903 1,273 40,400 SH Call DFND 4 40,400 0 0
PROGRESSIVE CORP OHIO PUT 743315953 10,143 322,000 SH Put DFND 4 322,000 0 0
PROLOGIS INC COM 74340W103 31,096 580,793 SH   DFND 4 580,793 0 0
PROLOGIS INC COM 74340W103 54 1,011 SH   DFND 17 442 0 569
PROLOGIS INC COM 74340W103 30 569 SH   DFND 21 569 0 0
PROLOGIS INC CALL 74340W903 2,420 45,200 SH Call DFND 4 45,200 0 0
PROLOGIS INC PUT 74340W953 23,788 444,300 SH Put DFND 4 444,300 0 0
PROOFPOINT INC COM 743424103 61,470 821,248 SH   DFND 17 665,619 0 155,629
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 44,040 38,065,000 PRN   DFND 17 31,760,000 0 6,305,000
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 990 1,000,000 PRN   DFND 17 1,000,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,370 168,928 SH   DFND 21 28,605 0 140,323
PROSPERITY BANCSHARES INC COM 743606105 34,092 621,100 SH   DFND 3 601,400 0 19,700
PROVIDENCE SVC CORP COM 743815102 4,190 86,157 SH   DFND 17 83,347 0 2,810
PROVIDENCE SVC CORP COM 743815102 163 3,363 SH   DFND 21 0 0 3,363
PROVIDENT FINL SVCS INC COM 74386T105 21,922 1,032,600 SH   DFND 3 983,600 0 49,000
PROVIDENT FINL SVCS INC COM 74386T105 339 15,986 SH   DFND 17 15,986 0 0
PROVIDENT FINL SVCS INC COM 74386T105 1,147 54,186 SH   DFND 21 41,746 0 12,440
PRUDENTIAL FINL INC COM 744320102 10,190 124,795 SH   DFND 3 124,795 0 0
PRUDENTIAL FINL INC COM 744320102 103,042 1,263,068 SH   DFND 17 1,214,908 0 48,160
PRUDENTIAL FINL INC COM 744320102 182 2,235 SH   DFND 20 2,235 0 0
PRUDENTIAL FINL INC COM 744320102 54,409 674,669 SH   DFND 21 428,817 0 245,852
PRUDENTIAL FINL INC COM 744320102 228 2,790 SH   DFND 25 2,790 0 0
PRUDENTIAL FINL INC CALL 744320902 8,075 98,900 SH Call DFND 4 98,900 0 0
PRUDENTIAL FINL INC PUT 744320952 49,733 609,100 SH Put DFND 4 609,100 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 149,681 3,574,890 SH   DFND 3 3,571,090 0 3,800
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,143 27,287 SH   DFND 4 27,287 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 63,695 1,515,850 SH   DFND 17 1,309,501 0 206,349
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,349 32,221 SH   DFND 20 32,221 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 80,766 1,923,243 SH   DFND 21 1,251,168 0 672,075
PUBLIC SVC ENTERPRISE GROUP COM 744573106 282 6,729 SH   DFND 25 6,729 0 0
PUBLIC SVC ENTERPRISE GROUP CALL 744573906 2,508 59,900 SH Call DFND 4 59,900 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 7,729 184,600 SH Put DFND 4 184,600 0 0
PUBLIC STORAGE COM 74460D109 6,197 27,771 SH   DFND 4 27,771 0 0
PUBLIC STORAGE COM 74460D109 823 3,688 SH   DFND 17 3,528 0 160
PUBLIC STORAGE COM 74460D109 6,920 30,760 SH   DFND 21 30,760 0 0
PUBLIC STORAGE CALL 74460D909 6,650 29,800 SH Call DFND 4 29,800 0 0
PUBLIC STORAGE PUT 74460D959 34,497 154,600 SH Put DFND 4 154,600 0 0
PULTE GROUP INC COM 745867101 19 964 SH   DFND 17 630 0 334
PULTE GROUP INC COM 745867101 2,664 132,962 SH   DFND 21 1,621 0 131,341
QAD INC CL A 74727D306 953 42,583 SH   DFND 17 39,326 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 1,265 47,325 SH   DFND 17 40,105 0 7,220
QEP RES INC COM 74733V100 1,553 79,521 SH   DFND 17 79,521 0 0
QEP RES INC COM 74733V100 1,067 55,225 SH   DFND 21 55,225 0 0
QIWI PLC SPON ADR REP B 74735M108 1,294 88,390 SH   DFND 21 88,390 0 0
QORVO INC COM 74736K101 4,441 79,666 SH   DFND 17 65,509 0 14,157
QORVO INC COM 74736K101 178 3,201 SH   DFND 20 3,201 0 0
QORVO INC COM 74736K101 3,559 64,177 SH   DFND 21 64,177 0 0
QUALCOMM INC COM 747525103 148,622 2,170,130 SH   DFND 17 2,031,957 0 138,173
QUALCOMM INC COM 747525103 63,799 940,836 SH   DFND 21 804,883 0 135,953
QUALCOMM INC COM 747525103 183 2,673 SH   DFND 25 2,673 0 0
QUALCOMM INC CALL 747525903 27,701 404,400 SH Call DFND 4 404,400 0 0
QUALCOMM INC PUT 747525953 90,187 1,316,600 SH Put DFND 4 1,316,600 0 0
QUANTA SVCS INC COM 74762E102 102 3,657 SH   DFND 17 0 0 3,657
QUANTA SVCS INC COM 74762E102 315 11,325 SH   DFND 21 11,325 0 0
QUEST DIAGNOSTICS INC COM 74834L100 162,296 1,917,716 SH   DFND 3 1,916,016 0 1,700
QUEST DIAGNOSTICS INC COM 74834L100 56,012 668,412 SH   DFND 17 583,166 0 85,246
QUEST DIAGNOSTICS INC COM 74834L100 843 9,962 SH   DFND 20 9,962 0 0
QUEST DIAGNOSTICS INC COM 74834L100 68,840 819,015 SH   DFND 21 635,742 0 183,273
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 13,349 164,675 SH   DFND 17 107,258 0 57,417
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 183 2,253 SH   DFND 20 2,253 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 5,722 71,118 SH   DFND 21 66,406 0 4,712
RLJ LODGING TR COM 74965L101 1,028 49,192 SH   DFND 21 49,192 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 27,798 23,470,000 PRN   DFND 17 19,930,000 0 3,540,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 58,548 54,910,000 PRN   DFND 17 50,015,000 0 4,895,000
RTI SURGICAL INC COM 74975N105 1,887 602,857 SH   DFND 17 585,241 0 17,616
RACKSPACE HOSTING INC COM 750086100 17,588 555,000 SH   DFND 21 555,000 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 42,473 32,285,000 PRN   DFND 17 32,140,000 0 145,000
RADISYS CORP COM 750459109 1,192 222,992 SH   DFND 17 205,764 0 17,228
RADIUS HEALTH INC COM NEW 750469207 2,275 41,210 SH   DFND 17 41,210 0 0
RADIUS HEALTH INC COM NEW 750469207 1,148 20,800 SH   DFND 24 20,800 0 0
RADNET INC COM 750491102 2,776 375,139 SH   DFND 17 363,732 0 11,407
RALPH LAUREN CORP CL A 751212101 6 60 SH   DFND 17 0 0 60
RALPH LAUREN CORP CL A 751212101 32,046 318,584 SH   DFND 21 303,146 0 15,438
RANGE RES CORP COM 75281A109 47,558 1,228,530 SH   DFND 17 1,093,312 0 135,218
RANGE RES CORP COM 75281A109 8 203 SH   DFND 21 203 0 0
RANGE RES CORP COM 75281A109 1,653 44,000 SH   DFND 24 44,000 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 3,260 363,381 SH   DFND 17 354,532 0 8,849
RAYMOND JAMES FINANCIAL INC COM 754730109 6,304 108,300 SH   DFND 3 108,300 0 0
RAYONIER INC COM 754907103 5 197 SH   DFND 17 197 0 0
RAYONIER INC COM 754907103 394 14,878 SH   DFND 21 14,878 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 36,694 350,000 SH   DFND 17 350,000 0 0
RAYTHEON CO COM NEW 755111507 7,420 54,505 SH   DFND 3 54,505 0 0
RAYTHEON CO COM NEW 755111507 1,260 9,254 SH   DFND 4 9,254 0 0
RAYTHEON CO COM NEW 755111507 4,952 36,371 SH   DFND 17 36,053 0 318
RAYTHEON CO COM NEW 755111507 18,271 134,211 SH   DFND 21 134,211 0 0
RAYTHEON CO CALL 755111907 8,848 65,000 SH Call DFND 4 65,000 0 0
RAYTHEON CO PUT 755111957 55,296 406,200 SH Put DFND 4 406,200 0 0
READING INTERNATIONAL INC CL A 755408101 833 62,372 SH   DFND 17 57,580 0 4,792
REAL IND INC COM 75601W104 770 125,757 SH   DFND 17 116,145 0 9,612
REALPAGE INC COM 75606N109 3,307 128,669 SH   DFND 17 128,669 0 0
REALTY INCOME CORP PUT 756109954 1,258 18,800 SH Put DFND 4 18,800 0 0
RED HAT INC COM 756577102 39,154 484,396 SH   DFND 17 453,293 0 31,103
RED HAT INC COM 756577102 238 2,944 SH   DFND 21 195 0 2,749
RED HAT INC NOTE 0.250%10/0 756577AD4 65,872 51,975,000 PRN   DFND 17 51,595,000 0 380,000
RED LION HOTELS CORP COM 756764106 974 116,826 SH   DFND 17 107,850 0 8,976
REGAL BELOIT CORP COM 758750103 45,151 758,964 SH   DFND 3 741,035 0 17,929
REGAL BELOIT CORP COM 758750103 1,529 25,943 SH   DFND 21 25,501 0 442
REGENERON PHARMACEUTICALS COM 75886F107 3,790 9,427 SH   DFND 4 9,427 0 0
REGENERON PHARMACEUTICALS COM 75886F107 32,331 79,953 SH   DFND 17 69,889 0 10,064
REGENERON PHARMACEUTICALS COM 75886F107 33 81 SH   DFND 21 81 0 0
REGENERON PHARMACEUTICALS COM 75886F107 11,155 27,450 SH   DFND 24 27,450 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 2,774 6,900 SH Call DFND 4 6,900 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 38,996 97,000 SH Put DFND 4 97,000 0 0
REGIS CORP MINN COM 758932107 97 7,717 SH   DFND 17 7,717 0 0
REGIS CORP MINN COM 758932107 395 31,463 SH   DFND 21 31,463 0 0
REGIONS FINL CORP NEW COM 7591EP100 10,209 1,034,300 SH   DFND 3 1,034,300 0 0
REGIONS FINL CORP NEW COM 7591EP100 5,872 601,316 SH   DFND 17 599,963 0 1,353
REGIONS FINL CORP NEW COM 7591EP100 15,285 1,554,953 SH   DFND 21 1,554,953 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 4,160 38,565 SH   DFND 17 14,047 0 24,518
REINSURANCE GROUP AMER INC COM NEW 759351604 164 1,523 SH   DFND 20 1,523 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 17,836 166,021 SH   DFND 21 44,772 0 121,249
REINSURANCE GROUP AMER INC COM NEW 759351604 23 212 SH   DFND 25 212 0 0
REIS INC COM 75936P105 822 40,198 SH   DFND 17 37,076 0 3,122
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,659 50,800 SH   DFND 3 50,800 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,457 47,869 SH   DFND 17 47,869 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 10,459 145,014 SH   DFND 21 29,033 0 115,981
RENASANT CORP COM 75970E107 329 9,774 SH   DFND 17 9,774 0 0
REPLIGEN CORP COM 759916109 6,806 225,434 SH   DFND 17 220,670 0 4,764
REPUBLIC SVCS INC COM 760759100 6,098 121,126 SH   DFND 17 105,691 0 15,435
REPUBLIC SVCS INC COM 760759100 857 16,983 SH   DFND 20 16,983 0 0
REPUBLIC SVCS INC COM 760759100 33,171 659,558 SH   DFND 21 592,182 0 67,376
RESMED INC COM 761152107 2,222 34,292 SH   DFND 17 34,292 0 0
RESMED INC COM 761152107 9,542 147,336 SH   DFND 21 147,336 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 568 12,771 SH   DFND 17 12,771 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 16,162 735,973 SH   DFND 17 579,748 0 156,225
RETAIL OPPORTUNITY INVTS COR COM 76131N101 100 4,500 SH   DFND 21 0 0 4,500
RETAIL PPTYS AMER INC CL A 76131V202 45,570 2,712,507 SH   DFND 3 2,650,160 0 62,347
RETAIL PPTYS AMER INC CL A 76131V202 3,214 191,334 SH   DFND 4 191,334 0 0
REX AMERICAN RESOURCES CORP COM 761624105 114 1,350 SH   DFND 17 1,350 0 0
REX AMERICAN RESOURCES CORP COM 761624105 1,082 12,841 SH   DFND 21 11,667 0 1,174
REYNOLDS AMERICAN INC COM 761713106 5,874 124,576 SH   DFND 4 124,576 0 0
REYNOLDS AMERICAN INC COM 761713106 29,784 631,721 SH   DFND 17 424,014 0 207,707
REYNOLDS AMERICAN INC COM 761713106 1,257 26,667 SH   DFND 20 26,667 0 0
REYNOLDS AMERICAN INC COM 761713106 100,081 2,123,095 SH   DFND 21 1,488,421 0 634,674
REYNOLDS AMERICAN INC COM 761713106 242 5,138 SH   DFND 25 5,138 0 0
REYNOLDS AMERICAN INC CALL 761713906 5,201 110,300 SH Call DFND 4 110,300 0 0
REYNOLDS AMERICAN INC PUT 761713956 46,471 985,600 SH Put DFND 4 985,600 0 0
RING ENERGY INC COM 76680V108 4,003 365,587 SH   DFND 17 353,932 0 11,655
RITE AID CORP COM 767754104 148 19,238 SH   DFND 21 19,238 0 0
ROBERT HALF INTL INC COM 770323103 5,895 155,700 SH   DFND 3 155,700 0 0
ROBERT HALF INTL INC COM 770323103 5 140 SH   DFND 17 0 0 140
ROBERT HALF INTL INC COM 770323103 5 140 SH   DFND 21 140 0 0
ROCKWELL AUTOMATION INC PUT 773903959 1,529 12,500 SH Put DFND 4 12,500 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 15,736 489,007 SH   DFND 21 489,007 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,534 35,874 SH   DFND 21 33,792 0 2,082
ROGERS CORP COM 775133101 17,124 280,349 SH   DFND 17 230,431 0 49,918
ROGERS CORP COM 775133101 250 4,120 SH   DFND 21 2,220 0 1,900
ROPER TECHNOLOGIES INC COM 776696106 20 109 SH   DFND 17 0 0 109
ROPER TECHNOLOGIES INC COM 776696106 21,172 116,308 SH   DFND 21 60,022 0 56,286
ROPER TECHNOLOGIES INC COM 776696106 6,382 35,200 SH   DFND 24 35,200 0 0
ROPER TECHNOLOGIES INC CALL 776696906 310 1,700 SH Call DFND 4 1,700 0 0
ROPER TECHNOLOGIES INC PUT 776696956 7,919 43,400 SH Put DFND 4 43,400 0 0
ROSS STORES INC COM 778296103 28 428 SH   DFND 17 0 0 428
ROSS STORES INC COM 778296103 19,823 312,907 SH   DFND 21 312,907 0 0
ROSS STORES INC CALL 778296903 4,109 63,900 SH Call DFND 4 63,900 0 0
ROSS STORES INC PUT 778296953 26,807 416,900 SH Put DFND 4 416,900 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 53,499 53,465,000 PRN   DFND 17 44,725,000 0 8,740,000
ROYAL BK CDA MONTREAL QUE COM 780087102 37,245 602,238 SH   DFND 17 360,469 0 241,769
ROYAL BK CDA MONTREAL QUE COM 780087102 1,995 32,268 SH   DFND 20 32,268 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 84,226 1,359,890 SH   DFND 21 845,445 0 514,445
ROYAL BK CDA MONTREAL QUE COM 780087102 282 4,563 SH   DFND 25 4,563 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 465,736 474,635,000 PRN   DFND 4 474,635,000 0 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 365,537 397,323,000 PRN   DFND 4 397,323,000 0 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 222,884 236,482,000 PRN   DFND 4 236,482,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 363,308 7,256,003 SH   DFND 3 6,814,726 0 441,277
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 82,289 1,654,718 SH   DFND 17 1,654,718 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 22,273 19,700,000 PRN   DFND 17 16,910,000 0 2,790,000
RUDOLPH TECHNOLOGIES INC COM 781270103 1,218 68,650 SH   DFND 17 13,015 0 55,635
RUDOLPH TECHNOLOGIES INC COM 781270103 418 23,651 SH   DFND 21 14,274 0 9,377
RUDOLPH TECHNOLOGIES INC COM 781270103 37 2,061 SH   DFND 25 2,061 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 4,384 58,434 SH   DFND 17 58,434 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 34,814 464,924 SH   DFND 21 58,918 0 406,006
RYDER SYS INC COM 783549108 148,736 2,255,279 SH   DFND 3 2,253,279 0 2,000
RYDER SYS INC COM 783549108 32,570 505,428 SH   DFND 17 505,371 0 57
RYDER SYS INC COM 783549108 12,115 187,572 SH   DFND 21 171,314 0 16,258
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 41,443 34,375,000 PRN   DFND 17 30,985,000 0 3,390,000
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 624 670,000 PRN   DFND 4 670,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7,661 8,205,000 PRN   DFND 17 8,205,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 6,868 142,603 SH   DFND 4 142,603 0 0
S & T BANCORP INC COM 783859101 13,795 475,870 SH   DFND 3 475,870 0 0
S&P GLOBAL INC COM 78409V104 5,522 43,637 SH   DFND 17 36,087 0 7,550
S&P GLOBAL INC COM 78409V104 114,697 911,062 SH   DFND 21 715,157 0 195,905
S&P GLOBAL INC CALL 78409V904 4,455 35,200 SH Call DFND 4 35,200 0 0
S&P GLOBAL INC PUT 78409V954 17,174 135,700 SH Put DFND 4 135,700 0 0
SEI INVESTMENTS CO COM 784117103 11,506 252,271 SH   DFND 17 205,690 0 46,581
SEI INVESTMENTS CO COM 784117103 81 1,800 SH   DFND 21 1,800 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 7,354 325,384 SH   DFND 20 312,684 0 12,700
SK TELECOM LTD SPONSORED ADR 78440P108 165 7,279 SH   DFND 21 7,279 0 0
SL GREEN RLTY CORP COM 78440X101 9,918 91,749 SH   DFND 4 91,749 0 0
SL GREEN RLTY CORP COM 78440X101 21 192 SH   DFND 17 84 0 108
SL GREEN RLTY CORP COM 78440X101 12 108 SH   DFND 21 108 0 0
SLM CORP COM 78442P106 146 19,525 SH   DFND 17 0 0 19,525
SM ENERGY CO COM 78454L100 35,852 929,291 SH   DFND 17 897,647 0 31,644
SM ENERGY CO COM 78454L100 92 2,327 SH   DFND 21 2,327 0 0
SM ENERGY CO COM 78454L100 1,896 48,000 SH   DFND 24 48,000 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 31,963 26,550,000 PRN   DFND 17 22,620,000 0 3,930,000
SPDR S&P 500 ETF TR TR UNIT 78462F103 796,016 3,680,146 SH   DFND 4 3,680,146 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,516,220 7,009,800 SH   DFND 17 7,009,800 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,288 6,000 SH   DFND 24 6,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,383 57,250 SH   DFND 25 57,250 0 0
SPS COMM INC COM 78463M107 2,066 28,142 SH   DFND 17 28,142 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 719 5,700 SH   DFND   2,000 0 3,700
SPDR GOLD TRUST GOLD SHS 78463V107 15,777 125,570 SH   DFND 20 125,570 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,677 13,300 SH   DFND 24 13,300 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 728 22,594 SH   DFND 24 22,594 0 0
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 11,869 238,243 SH   DFND 25 238,243 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 7,145 66,625 SH   DFND 17 66,625 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 1,617 35,000 SH   DFND 24 35,000 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 4,887 133,088 SH   DFND 17 133,088 0 0
SPDR SERIES TRUST BARC SHT TR CP 78464A474 303 9,855 SH   DFND 17 9,855 0 0
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 28,957 1,000,600 SH   DFND 24 0 0 1,000,600
SPDR SERIES TRUST PUT 78464A950 7,500 195,000 SH Put DFND 4 195,000 0 0
SPDR SERIES TRUST PUT 78464A958 26,422 778,500 SH Put DFND 4 778,500 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,296 40,314 SH   DFND 17 8,114 0 32,200
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 104 3,248 SH   DFND 20 3,248 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 78,403 2,437,784 SH   DFND 21 2,013,925 0 423,859
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 566 17,600 SH   DFND 24 17,600 0 0
SABRE CORP COM 78573M104 22,650 803,769 SH   DFND 17 730,194 0 73,575
SABRE CORP COM 78573M104 65 2,322 SH   DFND 20 2,322 0 0
SABRE CORP COM 78573M104 17,488 620,574 SH   DFND 21 563,246 0 57,328
SAEXPLORATION HLDGS INC COM NEW 78636X204 1,907 232,050 SH   DFND 4 232,050 0 0
ST JUDE MED INC COM 790849103 6,245 78,300 SH   DFND 3 78,300 0 0
ST JUDE MED INC COM 790849103 985 12,352 SH   DFND 17 12,045 0 307
ST JUDE MED INC COM 790849103 21,274 266,729 SH   DFND 21 266,729 0 0
ST JUDE MED INC CALL 790849903 1,404 17,600 SH Call DFND 4 17,600 0 0
ST JUDE MED INC PUT 790849953 4,937 61,900 SH Put DFND 4 61,900 0 0
SALESFORCE COM INC COM 79466L302 10,736 150,513 SH   DFND 4 150,513 0 0
SALESFORCE COM INC COM 79466L302 222,739 3,122,741 SH   DFND 17 2,694,762 0 427,979
SALESFORCE COM INC COM 79466L302 480 6,747 SH   DFND 21 695 0 6,052
SALESFORCE COM INC CALL 79466L902 9,216 129,200 SH Call DFND 4 129,200 0 0
SALESFORCE COM INC PUT 79466L952 52,592 737,300 SH Put DFND 4 737,300 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 114,377 95,710,000 PRN   DFND 17 92,345,000 0 3,365,000
SANCHEZ ENERGY CORP COM 79970Y105 14,769 1,670,723 SH   DFND 17 1,488,305 0 182,418
SANCHEZ ENERGY CORP COM 79970Y105 90 10,150 SH   DFND 21 0 0 10,150
SANDERSON FARMS INC COM 800013104 11,560 120,000 SH   DFND 4 120,000 0 0
SANDERSON FARMS INC COM 800013104 15,692 162,898 SH   DFND 17 113,698 0 49,200
SANDERSON FARMS INC COM 800013104 18,686 193,614 SH   DFND 21 136,320 0 57,294
SANDERSON FARMS INC COM 800013104 5,473 56,624 SH   DFND 24 56,624 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4,154 1,457,468 SH   DFND 3 1,457,468 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 4,492 87,518 SH   DFND 17 84,711 0 2,807
SANFILIPPO JOHN B & SON INC COM 800422107 1,249 24,108 SH   DFND 21 20,266 0 3,842
SANMINA CORPORATION COM 801056102 7,453 262,190 SH   DFND 17 96,165 0 166,025
SANMINA CORPORATION COM 801056102 179 6,298 SH   DFND 20 6,298 0 0
SANMINA CORPORATION COM 801056102 25,652 910,718 SH   DFND 21 539,974 0 370,744
SANOFI SPONSORED ADR 80105N105 10,643 281,350 SH   DFND 17 281,350 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 67 5,481 SH   DFND 17 5,481 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 6,273 525,072 SH   DFND 21 433,140 0 91,932
SAP SE SPON ADR 803054204 28,075 307,135 SH   DFND 17 232,380 0 74,755
SASOL LTD SPONSORED ADR 803866300 235,023 8,602,582 SH   DFND 3 7,832,582 0 770,000
SASOL LTD SPONSORED ADR 803866300 50,326 1,860,992 SH   DFND 17 1,844,892 0 16,100
SCANA CORP NEW COM 80589M102 5,377 74,300 SH   DFND 3 74,300 0 0
SCANA CORP NEW COM 80589M102 8,372 115,666 SH   DFND 17 30,535 0 85,131
SCANA CORP NEW COM 80589M102 11,614 160,399 SH   DFND 21 102,242 0 58,157
SCHEIN HENRY INC COM 806407102 34 206 SH   DFND 17 118 0 88
SCHEIN HENRY INC COM 806407102 231 1,418 SH   DFND 21 1,418 0 0
SCHLUMBERGER LTD COM 806857108 1,366 17,376 SH   DFND 4 17,376 0 0
SCHLUMBERGER LTD COM 806857108 154,044 1,959,536 SH   DFND 17 1,814,548 0 144,988
SCHLUMBERGER LTD COM 806857108 25,556 326,580 SH   DFND 21 218,017 0 108,563
SCHLUMBERGER LTD COM 806857108 2,453 31,700 SH   DFND 24 31,700 0 0
SCHLUMBERGER LTD CALL 806857908 22,703 288,700 SH Call DFND 4 288,700 0 0
SCHLUMBERGER LTD PUT 806857958 126,901 1,613,700 SH Put DFND 4 1,613,700 0 0
SCHOLASTIC CORP COM 807066105 205 5,220 SH   DFND 17 5,220 0 0
SCHULMAN A INC COM 808194104 47,185 1,620,362 SH   DFND 3 1,585,962 0 34,400
SCHULMAN A INC COM 808194104 2,016 70,386 SH   DFND 17 62,547 0 7,839
SCHULMAN A INC COM 808194104 127 4,350 SH   DFND 20 4,350 0 0
SCHULMAN A INC COM 808194104 1,590 54,683 SH   DFND 21 54,683 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,988 62,972 SH   DFND 17 19,715 0 43,257
SCHWAB CHARLES CORP NEW COM 808513105 41 1,296 SH   DFND 21 1,296 0 0
SCHWAB CHARLES CORP NEW CALL 808513905 5,900 186,900 SH Call DFND 4 186,900 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 33,972 1,076,100 SH Put DFND 4 1,076,100 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 710 13,226 SH   DFND 17 13,226 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 2,477 43,397 SH   DFND 17 43,397 0 0
SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 1,880 60,872 SH   DFND 17 60,872 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 40,458 1,049,222 SH   DFND 3 1,017,917 0 31,305
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,847 48,488 SH   DFND 17 42,348 0 6,140
SCHWEITZER-MAUDUIT INTL INC COM 808541106 4,483 117,068 SH   DFND 21 42,610 0 74,458
SCIENCE APPLICATNS INTL CP N COM 808625107 576 8,301 SH   DFND 17 8,301 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,988 28,685 SH   DFND 21 26,688 0 1,997
SCICLONE PHARMACEUTICALS INC COM 80862K104 45 4,425 SH   DFND 17 4,425 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 789 78,227 SH   DFND 21 77,057 0 1,170
SCOTTS MIRACLE GRO CO CL A 810186106 5,933 71,923 SH   DFND 21 31,778 0 40,145
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 6 102 SH   DFND 17 0 0 102
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,085 48,460 SH   DFND 21 15,246 0 33,214
SEACOAST BKG CORP FLA COM NEW 811707801 4,281 266,080 SH   DFND 17 230,505 0 35,575
SEALED AIR CORP NEW COM 81211K100 1,026 22,385 SH   DFND 17 22,173 0 212
SEALED AIR CORP NEW COM 81211K100 1,037 22,667 SH   DFND 21 22,667 0 0
SEATTLE GENETICS INC COM 812578102 4,436 83,248 SH   DFND 17 83,248 0 0
SEATTLE GENETICS INC COM 812578102 2,158 40,500 SH   DFND 24 40,500 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,240 17,800 SH   DFND 24 17,800 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,460 59,800 SH   DFND 24 59,800 0 0
SELECT SECTOR SPDR TR PUT 81369Y950 75,039 1,571,500 SH Put DFND 4 1,571,500 0 0
SELECT SECTOR SPDR TR PUT 81369Y953 31,200 653,000 SH Put DFND 4 653,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 52,494 899,175 SH Put DFND 4 899,175 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 1,197 62,000 SH Put DFND 4 62,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 131,970 1,869,000 SH Put DFND 4 1,869,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 36,282 453,300 SH Put DFND 4 453,300 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 986 36,670 SH   DFND 17 36,670 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 377 13,841 SH   DFND 21 13,841 0 0
SELECTIVE INS GROUP INC COM 816300107 47 1,186 SH   DFND 17 1,186 0 0
SELECTIVE INS GROUP INC COM 816300107 3,967 99,557 SH   DFND 21 44,437 0 55,120
SEMGROUP CORP CL A 81663A105 376 10,620 SH   DFND 4 10,620 0 0
SEMTECH CORP COM 816850101 280 10,095 SH   DFND 17 5,565 0 4,530
SEMPRA ENERGY CALL 816851909 2,744 25,600 SH Call DFND 4 25,600 0 0
SEMPRA ENERGY PUT 816851959 18,812 175,500 SH Put DFND 4 175,500 0 0
SERVICE CORP INTL COM 817565104 2,189 83,183 SH   DFND 21 83,183 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5,732 170,176 SH   DFND 17 137,566 0 32,610
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 10,283 303,885 SH   DFND 21 301,135 0 2,750
SERVICENOW INC COM 81762P102 51,455 650,100 SH   DFND 17 617,935 0 32,165
SERVICENOW INC NOTE 11/0 81762PAB8 84,202 68,990,000 PRN   DFND 17 65,815,000 0 3,175,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6,284 6,500,000 PRN   DFND 17 6,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 734 35,910 SH   DFND 17 35,910 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 23,264 1,136,686 SH   DFND 21 772,515 0 364,171
SHERWIN WILLIAMS CO COM 824348106 5,179 18,721 SH   DFND 4 18,721 0 0
SHERWIN WILLIAMS CO COM 824348106 473 1,711 SH   DFND 17 1,625 0 86
SHERWIN WILLIAMS CO COM 824348106 245 886 SH   DFND 21 386 0 500
SHERWIN WILLIAMS CO COM 824348106 832 3,000 SH   DFND 24 3,000 0 0
SHERWIN WILLIAMS CO CALL 824348906 5,506 19,900 SH Call DFND 4 19,900 0 0
SHERWIN WILLIAMS CO PUT 824348956 32,231 116,500 SH Put DFND 4 116,500 0 0
SHIRE PLC SPONSORED ADR 82481R106 37,386 192,850 SH   DFND 3 130,950 0 61,900
SHIRE PLC SPONSORED ADR 82481R106 32,303 166,141 SH   DFND 17 146,577 0 19,564
SHIRE PLC SPONSORED ADR 82481R106 40 205 SH   DFND 21 205 0 0
SHOE CARNIVAL INC COM 824889109 1,483 55,611 SH   DFND 17 55,611 0 0
SHOE CARNIVAL INC COM 824889109 2,319 87,526 SH   DFND 21 58,982 0 28,544
SHORETEL INC COM 825211105 3,601 450,084 SH   DFND 17 438,212 0 11,872
SIBANYE GOLD LTD SPONSORED ADR 825724206 1,307 92,505 SH   DFND 17 9,005 0 83,500
SIBANYE GOLD LTD SPONSORED ADR 825724206 1,828 129,305 SH   DFND 21 89,293 0 40,012
SIGMA DESIGNS INC COM 826565103 1,849 241,396 SH   DFND 21 241,396 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 377 3,184 SH   DFND 17 3,184 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 62 521 SH   DFND 20 521 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,154 9,759 SH   DFND 21 8,899 0 860
SILGAN HOLDINGS INC COM 827048109 40,453 799,623 SH   DFND 3 780,403 0 19,220
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,064 20,584 SH   DFND 21 11,978 0 8,606
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 261 35,251 SH   DFND 17 35,251 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1,716 230,857 SH   DFND 21 217,222 0 13,635
SILVER SPRING NETWORKS INC COM 82817Q103 2,786 196,507 SH   DFND 17 196,507 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 31 2,217 SH   DFND 21 0 0 2,217
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 52 1,036 SH   DFND 17 1,036 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 198 4,046 SH   DFND 21 4,046 0 0
SIMON PPTY GROUP INC NEW COM 828806109 50,766 245,233 SH   DFND 4 245,233 0 0
SIMON PPTY GROUP INC NEW COM 828806109 677 3,268 SH   DFND 17 2,929 0 339
SIMON PPTY GROUP INC NEW COM 828806109 1,632 7,863 SH   DFND 21 7,863 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 11,758 56,800 SH Call DFND 4 56,800 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 80,920 390,900 SH Put DFND 4 390,900 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 405 14,023 SH   DFND 17 14,023 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 122 4,235 SH   DFND 20 4,235 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 12,792 448,401 SH   DFND 21 141,015 0 307,386
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 338 6,600 SH   DFND 3 6,600 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 4,743 88,480 SH   DFND 17 0 0 88,480
SIX FLAGS ENTMT CORP NEW COM 83001A102 591 11,090 SH   DFND 21 11,090 0 0
SKECHERS U S A INC CL A 830566105 871 39,760 SH   DFND 21 34,050 0 5,710
SKYWEST INC COM 830879102 6,654 251,823 SH   DFND 17 74,478 0 177,345
SKYWEST INC COM 830879102 65 2,454 SH   DFND 20 2,454 0 0
SKYWEST INC COM 830879102 9,870 371,743 SH   DFND 21 317,329 0 54,414
SKYWORKS SOLUTIONS INC COM 83088M102 54,536 717,807 SH   DFND 17 612,968 0 104,839
SKYWORKS SOLUTIONS INC COM 83088M102 627 8,238 SH   DFND 20 8,238 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 8,649 114,500 SH   DFND 21 89,403 0 25,097
SKYWORKS SOLUTIONS INC COM 83088M102 71 926 SH   DFND 25 926 0 0
SMITH & WESSON HLDG CORP COM 831756101 1,211 46,542 SH   DFND 17 34,386 0 12,156
SMITH & WESSON HLDG CORP COM 831756101 17,017 655,332 SH   DFND 21 559,992 0 95,340
SMITH & WESSON HLDG CORP COM 831756101 37 1,386 SH   DFND 25 1,386 0 0
SMITH A O COM 831865209 22,883 231,633 SH   DFND 17 210,014 0 21,619
SMITH A O COM 831865209 157 1,589 SH   DFND 20 1,589 0 0
SMITH A O COM 831865209 2,632 26,688 SH   DFND 21 24,218 0 2,470
SMUCKER J M CO COM NEW 832696405 1,406 10,372 SH   DFND 4 10,372 0 0
SMUCKER J M CO COM NEW 832696405 7,262 53,614 SH   DFND 17 51,400 0 2,214
SMUCKER J M CO COM NEW 832696405 719 5,305 SH   DFND 20 5,305 0 0
SMUCKER J M CO COM NEW 832696405 14,437 106,862 SH   DFND 21 91,916 0 14,946
SMUCKER J M CO COM NEW 832696405 2,817 20,900 SH   DFND 24 20,900 0 0
SMUCKER J M CO CALL 832696905 1,640 12,100 SH Call DFND 4 12,100 0 0
SMUCKER J M CO PUT 832696955 8,132 60,000 SH Put DFND 4 60,000 0 0
SNAP ON INC COM 833034101 8,160 53,929 SH   DFND 17 40,867 0 13,062
SNAP ON INC COM 833034101 61 402 SH   DFND 20 402 0 0
SNAP ON INC COM 833034101 40,003 266,143 SH   DFND 21 161,387 0 104,756
SNAP ON INC COM 833034101 239 1,571 SH   DFND 25 1,571 0 0
SNYDERS-LANCE INC COM 833551104 7,726 230,075 SH   DFND 17 188,055 0 42,020
SOHU COM INC COM 83408W103 217 4,805 SH   DFND 21 4,805 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 74,095 97,700,000 PRN   DFND 17 97,355,000 0 345,000
SONOCO PRODS CO COM 835495102 43,565 824,620 SH   DFND 3 800,620 0 24,000
SONOCO PRODS CO COM 835495102 892 16,956 SH   DFND 17 16,956 0 0
SONOCO PRODS CO COM 835495102 4,435 84,323 SH   DFND 21 72,101 0 12,222
SOUTHERN CO COM 842587107 1,730 33,728 SH   DFND 17 32,671 0 1,057
SOUTHERN CO COM 842587107 54 1,057 SH   DFND 21 1,057 0 0
SOUTHERN CO CALL 842587907 8,465 165,000 SH Call DFND 4 165,000 0 0
SOUTHERN CO PUT 842587957 35,633 694,600 SH Put DFND 4 694,600 0 0
SOUTHERN COPPER CORP COM 84265V105 15,909 604,883 SH   DFND 21 604,883 0 0
SOUTHWEST AIRLS CO COM 844741108 6,580 169,200 SH   DFND 3 169,200 0 0
SOUTHWEST AIRLS CO COM 844741108 3,343 85,968 SH   DFND 4 85,968 0 0
SOUTHWEST AIRLS CO COM 844741108 7,560 194,475 SH   DFND 17 179,597 0 14,878
SOUTHWEST AIRLS CO COM 844741108 55 1,418 SH   DFND 20 1,418 0 0
SOUTHWEST AIRLS CO COM 844741108 48,909 1,271,311 SH   DFND 21 1,111,190 0 160,121
SOUTHWEST AIRLS CO COM 844741108 16 418 SH   DFND 25 418 0 0
SOUTHWEST AIRLS CO CALL 844741908 3,057 78,600 SH Call DFND 4 78,600 0 0
SOUTHWEST AIRLS CO PUT 844741958 23,898 614,500 SH Put DFND 4 614,500 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 1,190 62,667 SH   DFND 17 57,876 0 4,791
SOUTHWESTERN ENERGY CO COM 845467109 6,848 494,809 SH   DFND 17 494,270 0 539
SOUTHWESTERN ENERGY CO COM 845467109 153 11,248 SH   DFND 21 11,248 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 87,597 2,774,705 SH   DFND 17 2,613,835 0 160,870
SPARTAN MTRS INC COM 846819100 352 36,765 SH   DFND 17 36,765 0 0
SPARTANNASH CO COM 847215100 2,972 102,778 SH   DFND 17 76,813 0 25,965
SPARTANNASH CO COM 847215100 68 2,358 SH   DFND 20 2,358 0 0
SPARTANNASH CO COM 847215100 9,795 340,086 SH   DFND 21 183,874 0 156,212
SPARTANNASH CO COM 847215100 58 2,004 SH   DFND 25 2,004 0 0
SPECTRA ENERGY CORP CALL 847560909 2,762 64,600 SH Call DFND 4 64,600 0 0
SPECTRA ENERGY CORP PUT 847560959 19,255 450,400 SH Put DFND 4 450,400 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 6,082 139,200 SH   DFND 3 139,200 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 4,806 110,000 SH   DFND 4 110,000 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 33,311 31,510,000 PRN   DFND 17 26,605,000 0 4,905,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 10,436 76,543 SH   DFND 21 76,543 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,143 48,111 SH   DFND 17 20,671 0 27,440
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 627 14,086 SH   DFND 20 14,086 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12,399 279,507 SH   DFND 21 201,771 0 77,736
SPIRE INC COM 84857L101 76 1,190 SH   DFND 17 1,190 0 0
SPIRE INC COM 84857L101 5,023 79,015 SH   DFND 21 75,430 0 3,585
SPIRIT RLTY CAP INC NEW COM 84860W102 14 1,025 SH   DFND 3 1,025 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 7,753 581,620 SH   DFND 4 581,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 28,085 2,106,243 SH   DFND 17 1,394,618 0 711,625
SPIRIT RLTY CAP INC NEW COM 84860W102 185 13,911 SH   DFND 20 13,911 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 15,808 1,181,251 SH   DFND 21 1,095,610 0 85,641
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2,846 2,500,000 PRN   DFND 17 2,500,000 0 0
SPLUNK INC COM 848637104 51,341 874,940 SH   DFND 17 874,940 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 3,946 375,056 SH   DFND 17 368,326 0 6,730
SQUARE INC CL A 852234103 25,737 2,207,250 SH   DFND 17 2,123,495 0 83,755
STAMPS COM INC COM NEW 852857200 1,160 12,366 SH   DFND 17 9,326 0 3,040
STAMPS COM INC COM NEW 852857200 7,946 84,742 SH   DFND 21 71,579 0 13,163
STANDARD MTR PRODS INC COM 853666105 39 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 1,249 26,266 SH   DFND 21 26,266 0 0
STANDEX INTL CORP COM 854231107 23,037 248,059 SH   DFND 3 242,456 0 5,603
STANDEX INTL CORP COM 854231107 36 384 SH   DFND 17 384 0 0
STANDEX INTL CORP COM 854231107 18 200 SH   DFND 21 200 0 0
STANLEY BLACK & DECKER INC COM 854502101 19,377 157,814 SH   DFND 17 155,127 0 2,687
STANLEY BLACK & DECKER INC COM 854502101 1,040 8,458 SH   DFND 20 8,458 0 0
STANLEY BLACK & DECKER INC COM 854502101 25,310 207,004 SH   DFND 21 109,663 0 97,341
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 34,109 270,000 SH   DFND 17 270,000 0 0
STANLEY BLACK & DECKER INC CALL 854502901 1,759 14,300 SH Call DFND 4 14,300 0 0
STANLEY BLACK & DECKER INC PUT 854502951 10,638 86,500 SH Put DFND 4 86,500 0 0
STANTEC INC COM 85472N109 337 14,382 SH   DFND 17 14,382 0 0
STANTEC INC COM 85472N109 113 4,800 SH   DFND 20 4,800 0 0
STANTEC INC COM 85472N109 1,765 75,294 SH   DFND 21 71,410 0 3,884
STAPLES INC COM 855030102 972 113,710 SH   DFND 17 104,458 0 9,252
STAPLES INC COM 855030102 389 45,442 SH   DFND 20 45,442 0 0
STAPLES INC COM 855030102 14,130 1,676,053 SH   DFND 21 1,631,310 0 44,743
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 144 14,965 SH   DFND 17 14,965 0 0
STARBUCKS CORP COM 855244109 13,612 251,414 SH   DFND 4 251,414 0 0
STARBUCKS CORP COM 855244109 191,243 3,532,379 SH   DFND 17 3,057,260 0 475,119
STARBUCKS CORP COM 855244109 769 14,198 SH   DFND 20 14,198 0 0
STARBUCKS CORP COM 855244109 43,809 812,627 SH   DFND 21 432,296 0 380,331
STARBUCKS CORP CALL 855244909 16,063 296,700 SH Call DFND 4 296,700 0 0
STARBUCKS CORP PUT 855244959 97,609 1,802,900 SH Put DFND 4 1,802,900 0 0
STATE AUTO FINL CORP COM 855707105 369 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC COM 85571B105 28,104 1,247,977 SH   DFND 3 1,225,477 0 22,500
STARWOOD PPTY TR INC COM 85571B105 5,338 236,991 SH   DFND 17 236,991 0 0
STARWOOD PPTY TR INC COM 85571B105 4,551 201,871 SH   DFND 21 201,871 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 42,279 38,405,000 PRN   DFND 17 38,405,000 0 0
STATE STR CORP COM 857477103 28 395 SH   DFND 17 0 0 395
STATE STR CORP COM 857477103 3,829 55,816 SH   DFND 21 55,816 0 0
STATE STR CORP CALL 857477903 3,969 57,000 SH Call DFND 4 57,000 0 0
STATE STR CORP PUT 857477953 30,783 442,100 SH Put DFND 4 442,100 0 0
STATOIL ASA SPONSORED ADR 85771P102 4,126 245,600 SH   DFND 3 245,600 0 0
STATOIL ASA SPONSORED ADR 85771P102 1,278 77,623 SH   DFND 17 77,623 0 0
STEEL DYNAMICS INC COM 858119100 40,099 1,604,600 SH   DFND 3 1,565,100 0 39,500
STEEL DYNAMICS INC COM 858119100 1,374 54,812 SH   DFND 17 36,298 0 18,514
STEEL DYNAMICS INC COM 858119100 4,438 176,862 SH   DFND 21 114,695 0 62,167
STEELCASE INC CL A 858155203 572 41,157 SH   DFND 21 41,157 0 0
STEPAN CO COM 858586100 42,322 582,461 SH   DFND 3 582,461 0 0
STEPAN CO COM 858586100 313 4,308 SH   DFND 21 4,308 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 43,625 658,290 SH   DFND 17 652,720 0 5,570
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 13,419 24,965,000 PRN   DFND 17 24,965,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 1,961 58,108 SH   DFND 17 58,108 0 0
STONERIDGE INC COM 86183P102 939 51,036 SH   DFND 17 15,607 0 35,429
STONERIDGE INC COM 86183P102 1,068 58,175 SH   DFND 21 58,175 0 0
STONEMOR PARTNERS L P COM UNITS 86183Q100 222 8,885 SH   DFND 17 8,885 0 0
STORE CAP CORP COM 862121100 513 17,423 SH   DFND 17 17,423 0 0
STORE CAP CORP COM 862121100 2,595 87,915 SH   DFND 21 87,915 0 0
STRATTEC SEC CORP COM 863111100 4,374 123,904 SH   DFND 3 123,904 0 0
STRYKER CORP COM 863667101 10,664 91,685 SH   DFND 17 74,438 0 17,247
STRYKER CORP COM 863667101 197 1,694 SH   DFND 20 1,694 0 0
STRYKER CORP COM 863667101 51,532 444,153 SH   DFND 21 384,412 0 59,741
STRYKER CORP CALL 863667901 8,801 75,600 SH Call DFND 4 75,600 0 0
STRYKER CORP PUT 863667951 47,740 410,100 SH Put DFND 4 410,100 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 733 108,559 SH   DFND 21 0 0 108,559
SUMMIT HOTEL PPTYS COM 866082100 1,927 146,450 SH   DFND 17 90,385 0 56,065
SUMMIT HOTEL PPTYS COM 866082100 206 15,565 SH   DFND 21 15,565 0 0
SUN CMNTYS INC COM 866674104 18,889 240,686 SH   DFND 4 240,686 0 0
SUN CMNTYS INC COM 866674104 35 450 SH   DFND 17 0 0 450
SUN LIFE FINL INC COM 866796105 4,619 142,191 SH   DFND 17 45,962 0 96,229
SUN LIFE FINL INC COM 866796105 924 28,436 SH   DFND 20 28,436 0 0
SUN LIFE FINL INC COM 866796105 13,161 405,684 SH   DFND 21 283,521 0 122,163
SUNCOR ENERGY INC NEW COM 867224107 10,732 387,280 SH   DFND 17 387,280 0 0
SUNCOR ENERGY INC NEW COM 867224107 21,938 790,812 SH   DFND 21 727,838 0 62,974
SUNCOR ENERGY INC NEW COM 867224107 1,515 54,500 SH   DFND 24 54,500 0 0
SUNCOR ENERGY INC NEW COM 867224107 77 2,793 SH   DFND 25 2,793 0 0
SUNPOWER CORP COM 867652406 1 100 SH   DFND 17 100 0 0
SUNPOWER CORP COM 867652406 2,291 255,504 SH   DFND 21 238,334 0 17,170
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11,245 14,825,000 PRN   DFND 17 14,615,000 0 210,000
SUNTRUST BKS INC COM 867914103 24 550 SH   DFND 3 550 0 0
SUNTRUST BKS INC COM 867914103 6,062 138,893 SH   DFND 17 114,461 0 24,432
SUNTRUST BKS INC COM 867914103 548 12,506 SH   DFND 20 12,506 0 0
SUNTRUST BKS INC COM 867914103 55,268 1,272,337 SH   DFND 21 1,022,469 0 249,868
SUNTRUST BKS INC COM 867914103 63 1,449 SH   DFND 25 1,449 0 0
SUNTRUST BKS INC CALL 867914903 3,995 91,200 SH Call DFND 4 91,200 0 0
SUNTRUST BKS INC PUT 867914953 22,754 519,500 SH Put DFND 4 519,500 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 223 12,796 SH   DFND 21 6,246 0 6,550
SUPERIOR INDS INTL INC COM 868168105 1,174 40,248 SH   DFND 17 40,248 0 0
SUPERIOR INDS INTL INC COM 868168105 920 31,567 SH   DFND 20 31,567 0 0
SUPERIOR INDS INTL INC COM 868168105 8,265 284,300 SH   DFND 21 235,091 0 49,209
SUPERNUS PHARMACEUTICALS INC COM 868459108 14,771 597,281 SH   DFND 17 543,863 0 53,418
SURGICAL CARE AFFILIATES INC COM 86881L106 2,426 51,608 SH   DFND 21 0 0 51,608
SURMODICS INC COM 868873100 4,330 143,910 SH   DFND 17 135,640 0 8,270
SWIFT TRANSN CO CL A 87074U101 4,005 186,561 SH   DFND 17 186,561 0 0
SYKES ENTERPRISES INC COM 871237103 385 13,693 SH   DFND 17 13,693 0 0
SYKES ENTERPRISES INC COM 871237103 7,859 282,917 SH   DFND 21 156,399 0 126,518
SYMANTEC CORP COM 871503108 6,601 263,000 SH   DFND 3 263,000 0 0
SYMANTEC CORP COM 871503108 2,780 110,769 SH   DFND 17 110,105 0 664
SYMANTEC CORP COM 871503108 1,707 68,172 SH   DFND 21 68,172 0 0
SYNOPSYS INC COM 871607107 1,698 28,608 SH   DFND 17 25,893 0 2,715
SYNOPSYS INC COM 871607107 7,089 119,448 SH   DFND 21 119,448 0 0
SYNTEL INC COM 87162H103 686 16,538 SH   DFND 21 16,538 0 0
SYNNEX CORP COM 87162W100 26,471 231,974 SH   DFND 3 226,874 0 5,100
SYNNEX CORP COM 87162W100 2,746 24,061 SH   DFND 17 3,908 0 20,153
SYNNEX CORP COM 87162W100 5,079 44,728 SH   DFND 21 13,597 0 31,131
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2,861 519,236 SH   DFND 17 507,739 0 11,497
SYNCHRONY FINL COM 87165B103 1,275 45,533 SH   DFND 4 45,533 0 0
SYNCHRONY FINL COM 87165B103 10,013 357,622 SH   DFND 17 299,501 0 58,121
SYNCHRONY FINL COM 87165B103 531 18,947 SH   DFND 20 18,947 0 0
SYNCHRONY FINL COM 87165B103 6,763 243,571 SH   DFND 21 204,859 0 38,712
SYNCHRONY FINL CALL 87165B903 3,646 130,200 SH Call DFND 4 130,200 0 0
SYNCHRONY FINL PUT 87165B953 22,820 815,000 SH Put DFND 4 815,000 0 0
SYSCO CORP COM 871829107 794 16,194 SH   DFND 4 16,194 0 0
SYSCO CORP COM 871829107 6,295 128,442 SH   DFND 17 102,776 0 25,666
SYSCO CORP COM 871829107 713 14,542 SH   DFND 20 14,542 0 0
SYSCO CORP COM 871829107 21,727 443,295 SH   DFND 21 438,916 0 4,379
SYSCO CORP CALL 871829907 3,676 75,000 SH Call DFND 4 75,000 0 0
SYSCO CORP PUT 871829957 30,979 632,100 SH Put DFND 4 632,100 0 0
TCF FINL CORP COM 872275102 49,978 3,444,400 SH   DFND 3 3,367,300 0 77,100
TCF FINL CORP COM 872275102 667 46,965 SH   DFND 21 46,965 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 28,310 496,404 SH   DFND 3 477,637 0 18,767
TJX COS INC NEW COM 872540109 3,273 43,766 SH   DFND 4 43,766 0 0
TJX COS INC NEW COM 872540109 86,667 1,159,406 SH   DFND 17 988,831 0 170,575
TJX COS INC NEW COM 872540109 568 7,600 SH   DFND 20 7,600 0 0
TJX COS INC NEW COM 872540109 5,112 69,158 SH   DFND 21 61,026 0 8,132
TJX COS INC NEW CALL 872540909 8,495 113,600 SH Call DFND 4 113,600 0 0
TJX COS INC NEW PUT 872540959 53,266 712,300 SH Put DFND 4 712,300 0 0
T MOBILE US INC COM 872590104 4,376 93,666 SH   DFND 17 100 0 93,566
T MOBILE US INC COM 872590104 3,218 69,256 SH   DFND 21 65,139 0 4,117
T MOBILE US INC COM 872590104 75 1,601 SH   DFND 25 1,601 0 0
T MOBILE US INC CONV PFD SER A 872590203 148,599 1,903,405 SH   DFND 17 1,796,680 0 106,725
TTM TECHNOLOGIES INC COM 87305R109 1,273 111,215 SH   DFND 17 84,070 0 27,145
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,386 6,340,000 PRN   DFND 17 6,340,000 0 0
TABLEAU SOFTWARE INC CL A 87336U105 45,692 826,698 SH   DFND 17 742,316 0 84,382
TAHOE RES INC COM 873868103 1,794 137,377 SH   DFND 17 111,160 0 26,217
TAHOE RES INC COM 873868103 143 11,212 SH   DFND 20 11,212 0 0
TAHOE RES INC COM 873868103 20,276 1,563,005 SH   DFND 21 1,362,905 0 200,100
TAHOE RES INC COM 873868103 48 3,722 SH   DFND 25 3,722 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 75,503 2,468,225 SH   DFND 3 1,646,125 0 822,100
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12,190 400,983 SH   DFND 17 400,983 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 14,101 460,958 SH   DFND 20 460,958 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 41,652 1,365,004 SH   DFND 21 1,331,582 0 33,422
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 22,361 496,040 SH   DFND 17 415,803 0 80,237
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 414 9,180 SH   DFND 21 4,880 0 4,300
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 37,063 17,585,000 PRN   DFND 17 14,695,000 0 2,890,000
TALEN ENERGY CORP COM 87422J105 425 30,703 SH   DFND 4 30,703 0 0
TALEN ENERGY CORP COM 87422J105 13,701 989,277 SH   DFND 21 989,277 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 3,855 98,960 SH   DFND 3 98,960 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 4,929 126,201 SH   DFND 17 126,201 0 0
TARGET CORP COM 87612E106 14,163 206,214 SH   DFND 4 206,214 0 0
TARGET CORP COM 87612E106 127,180 1,852,173 SH   DFND 17 1,806,080 0 46,093
TARGET CORP COM 87612E106 81 1,175 SH   DFND 20 1,175 0 0
TARGET CORP COM 87612E106 69,546 1,021,228 SH   DFND 21 862,155 0 159,073
TARGET CORP COM 87612E106 223 3,252 SH   DFND 25 3,252 0 0
TARGET CORP CALL 87612E906 8,667 126,200 SH Call DFND 4 126,200 0 0
TARGET CORP PUT 87612E956 60,665 883,300 SH Put DFND 4 883,300 0 0
TARGA RES CORP COM 87612G101 3,929 80,000 SH   DFND 4 80,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,629 40,748 SH   DFND 17 39,148 0 1,600
TATA MTRS LTD SPONSORED ADR 876568502 778 19,472 SH   DFND 20 19,472 0 0
TATA MTRS LTD SPONSORED ADR 876568502 8,649 217,306 SH   DFND 21 201,547 0 15,759
TECH DATA CORP COM 878237106 9,788 115,610 SH   DFND 17 47,704 0 67,906
TECH DATA CORP COM 878237106 13,232 156,660 SH   DFND 21 146,806 0 9,854
TECK RESOURCES LTD CL B 878742204 20,825 1,155,000 SH   DFND 4 1,155,000 0 0
TECK RESOURCES LTD CL B 878742204 210 11,200 SH   DFND 21 11,200 0 0
TECK RESOURCES LTD PUT 878742954 133,638 7,412,000 SH Put DFND 4 7,412,000 0 0
TEGNA INC COM 87901J105 4,720 215,900 SH   DFND 3 215,900 0 0
TEGNA INC COM 87901J105 341 15,612 SH   DFND 17 15,381 0 231
TEGNA INC COM 87901J105 3,464 160,166 SH   DFND 21 83,201 0 76,965
TELADOC INC COM 87918A105 2,757 150,582 SH   DFND 17 150,582 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 866 47,381 SH   DFND 21 47,381 0 0
TELEFLEX INC COM 879369106 7,517 44,810 SH   DFND 17 22,886 0 21,924
TELEFLEX INC COM 879369106 658 3,916 SH   DFND 20 3,916 0 0
TELEFLEX INC COM 879369106 22,844 137,717 SH   DFND 21 50,572 0 87,145
TELEPHONE & DATA SYS INC COM NEW 879433829 115 4,230 SH   DFND 17 4,230 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 3,410 124,878 SH   DFND 21 76,537 0 48,341
TELENAV INC COM 879455103 2,348 409,859 SH   DFND 17 397,304 0 12,555
TELIGENT INC NEW COM 87960W104 4,121 542,295 SH   DFND 17 526,954 0 15,341
TELUS CORP COM 87971M103 382 11,586 SH   DFND 17 11,586 0 0
TELUS CORP COM 87971M103 2,052 62,255 SH   DFND 21 62,255 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,861 33,695 SH   DFND 21 33,695 0 0
TENNECO INC COM 880349105 4,595 78,976 SH   DFND 17 77,630 0 1,346
TENNECO INC COM 880349105 8,742 151,668 SH   DFND 21 135,654 0 16,014
TENNECO INC COM 880349105 10,590 187,000 SH   DFND 24 187,000 0 0
TERADYNE INC COM 880770102 13,343 618,312 SH   DFND 17 618,312 0 0
TERADYNE INC COM 880770102 76 3,531 SH   DFND 20 3,531 0 0
TERADYNE INC COM 880770102 8,292 386,409 SH   DFND 21 175,366 0 211,043
TERNIUM SA SPON ADR 880890108 69 3,500 SH   DFND 3 3,500 0 0
TERNIUM SA SPON ADR 880890108 1,209 61,600 SH   DFND 17 0 0 61,600
TERRA NITROGEN CO L P COM UNIT 881005201 21,685 193,048 SH   DFND 3 188,176 0 4,872
TESARO INC COM 881569107 2,594 25,790 SH   DFND 17 25,790 0 0
TESARO INC COM 881569107 1,308 13,000 SH   DFND 24 13,000 0 0
TESORO CORP COM 881609101 7,184 90,300 SH   DFND 17 29,942 0 60,358
TESORO CORP COM 881609101 74 934 SH   DFND 20 934 0 0
TESORO CORP COM 881609101 37,158 474,497 SH   DFND 21 325,180 0 149,317
TESLA MTRS INC COM 88160R101 93,005 456,018 SH   DFND 17 414,182 0 41,836
TESLA MTRS INC COM 88160R101 6,203 30,425 SH   DFND 21 26,913 0 3,512
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 10,612 6,500,000 PRN   DFND 17 6,500,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 111,029 122,530,000 PRN   DFND 17 113,410,000 0 9,120,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 68,845 80,395,000 PRN   DFND 17 80,095,000 0 300,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 63,540 1,380,994 SH   DFND 3 980,294 0 400,700
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9,822 212,182 SH   DFND 17 212,182 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 611 13,200 SH   DFND 21 13,200 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 495 10,700 SH   DFND 24 10,700 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,393 228,066 SH   DFND 17 228,066 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 51,963 43,455,000 PRN   DFND 17 43,285,000 0 170,000
TESSERA TECHNOLOGIES INC COM 88164L100 417 10,845 SH   DFND 17 10,845 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 138 3,589 SH   DFND 20 3,589 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 5,617 146,509 SH   DFND 21 87,841 0 58,668
TEXAS INSTRS INC COM 882508104 2,812 40,067 SH   DFND 4 40,067 0 0
TEXAS INSTRS INC COM 882508104 101,943 1,452,593 SH   DFND 17 1,440,110 0 12,483
TEXAS INSTRS INC COM 882508104 562 8,009 SH   DFND 20 8,009 0 0
TEXAS INSTRS INC COM 882508104 40,445 578,741 SH   DFND 21 547,062 0 31,679
TEXAS INSTRS INC CALL 882508904 11,025 157,100 SH Call DFND 4 157,100 0 0
TEXAS INSTRS INC PUT 882508954 131,033 1,867,100 SH Put DFND 4 1,867,100 0 0
TEXAS ROADHOUSE INC COM 882681109 10,352 265,241 SH   DFND 17 233,573 0 31,668
TEXAS ROADHOUSE INC COM 882681109 158 4,041 SH   DFND 20 4,041 0 0
TEXAS ROADHOUSE INC COM 882681109 2,340 60,016 SH   DFND 21 57,916 0 2,100
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,907 2,260,000 PRN   DFND 17 2,260,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,956 50,379 SH   DFND 17 38,133 0 12,246
THERMO FISHER SCIENTIFIC INC COM 883556102 19,274 121,176 SH   DFND 20 121,176 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 108,606 690,876 SH   DFND 21 415,784 0 275,092
THERMO FISHER SCIENTIFIC INC COM 883556102 468 3,000 SH   DFND 24 3,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 262 1,646 SH   DFND 25 1,646 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 13,091 82,300 SH Call DFND 4 82,300 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 77,478 487,100 SH Put DFND 4 487,100 0 0
THOMSON REUTERS CORP COM 884903105 616 14,927 SH   DFND 17 14,927 0 0
THOR INDS INC COM 885160101 47,991 566,600 SH   DFND 3 551,100 0 15,500
THOR INDS INC COM 885160101 4,427 51,983 SH   DFND 17 46,641 0 5,342
THOR INDS INC COM 885160101 106 1,250 SH   DFND 20 1,250 0 0
THOR INDS INC COM 885160101 27,069 317,841 SH   DFND 21 284,302 0 33,539
3M CO COM 88579Y101 3,859 21,900 SH   DFND 3 21,900 0 0
3M CO COM 88579Y101 83,613 474,489 SH   DFND 17 470,187 0 4,302
3M CO COM 88579Y101 15,213 86,587 SH   DFND 21 86,587 0 0
3M CO COM 88579Y101 103 587 SH   DFND 24 587 0 0
3M CO CALL 88579Y901 32,814 186,200 SH Call DFND 4 186,200 0 0
3M CO PUT 88579Y951 138,781 787,500 SH Put DFND 4 787,500 0 0
TIFFANY & CO NEW COM 886547108 8 116 SH   DFND 17 0 0 116
TIFFANY & CO NEW COM 886547108 651 9,116 SH   DFND 21 9,116 0 0
TIME INC NEW COM 887228104 29,673 2,049,270 SH   DFND 3 2,014,970 0 34,300
TIME INC NEW COM 887228104 58 4,026 SH   DFND 21 3,802 0 224
TIME WARNER INC COM NEW 887317303 154,380 1,939,205 SH   DFND 3 1,937,530 0 1,675
TIME WARNER INC COM NEW 887317303 65,830 832,766 SH   DFND 17 708,603 0 124,163
TIME WARNER INC COM NEW 887317303 1,116 14,013 SH   DFND 20 14,013 0 0
TIME WARNER INC COM NEW 887317303 40,881 517,195 SH   DFND 21 376,716 0 140,479
TIME WARNER INC CALL 887317903 14,799 185,900 SH Call DFND 4 185,900 0 0
TIME WARNER INC PUT 887317953 67,071 842,500 SH Put DFND 4 842,500 0 0
TIVO CORP COM 88870P106 8,880 446,944 SH   DFND 17 374,969 0 71,975
TIVO CORP COM 88870P106 115 5,777 SH   DFND 20 5,777 0 0
TIVO CORP COM 88870P106 1,764 88,813 SH   DFND 21 84,663 0 4,150
TOLL BROTHERS INC COM 889478103 323 10,819 SH   DFND 21 0 0 10,819
TOPBUILD CORP COM 89055F103 1,630 48,997 SH   DFND 21 48,997 0 0
TORCHMARK CORP COM 891027104 8 120 SH   DFND 17 0 0 120
TORCHMARK CORP COM 891027104 1,331 21,010 SH   DFND 21 17,945 0 3,065
TORONTO DOMINION BK ONT COM NEW 891160509 110,177 2,486,342 SH   DFND 3 1,748,942 0 737,400
TORONTO DOMINION BK ONT COM NEW 891160509 45,018 1,014,015 SH   DFND 17 539,303 0 474,712
TORONTO DOMINION BK ONT COM NEW 891160509 1,575 35,534 SH   DFND 20 35,534 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 77,606 1,746,195 SH   DFND 21 1,174,344 0 571,851
TORONTO DOMINION BK ONT COM NEW 891160509 173 3,907 SH   DFND 25 3,907 0 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 15,670 15,600,000 PRN   DFND 4 15,600,000 0 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 2,812 2,800,000 PRN   DFND 21 2,800,000 0 0
TOTAL S A SPONSORED ADR 89151E109 152,911 3,205,672 SH   DFND 3 3,202,772 0 2,900
TOTAL S A SPONSORED ADR 89151E109 36,279 761,532 SH   DFND 17 761,532 0 0
TOWER INTL INC COM 891826109 2,552 105,905 SH   DFND 17 105,905 0 0
TOWER INTL INC COM 891826109 2,307 96,341 SH   DFND 21 70,633 0 25,708
TOTAL SYS SVCS INC COM 891906109 2,830 60,334 SH   DFND 17 44,527 0 15,807
TOTAL SYS SVCS INC COM 891906109 21,982 469,009 SH   DFND 21 330,004 0 139,005
TOTAL SYS SVCS INC COM 891906109 143 3,023 SH   DFND 25 3,023 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 547 22,779 SH   DFND 17 2,072 0 20,707
TOWNEBANK PORTSMOUTH VA COM 89214P109 169 7,100 SH   DFND 21 7,100 0 0
TRACTOR SUPPLY CO COM 892356106 35,751 530,821 SH   DFND 17 395,783 0 135,038
TRACTOR SUPPLY CO COM 892356106 10 143 SH   DFND 21 143 0 0
TRANSCANADA CORP COM 89353D107 7,586 160,000 SH   DFND 4 160,000 0 0
TRANSCANADA CORP COM 89353D107 16,921 354,581 SH   DFND 21 69,264 0 285,317
TRANSDIGM GROUP INC COM 893641100 437 1,512 SH   DFND 17 1,458 0 54
TRANSDIGM GROUP INC COM 893641100 651 2,265 SH   DFND 21 2,265 0 0
TRANSUNION COM 89400J107 15,813 458,343 SH   DFND 17 358,017 0 100,326
TRANSUNION COM 89400J107 288 8,418 SH   DFND 21 5,318 0 3,100
TRAVELERS COMPANIES INC COM 89417E109 280,916 2,452,347 SH   DFND 3 2,450,247 0 2,100
TRAVELERS COMPANIES INC COM 89417E109 2,084 18,194 SH   DFND 4 18,194 0 0
TRAVELERS COMPANIES INC COM 89417E109 103,503 907,492 SH   DFND 17 810,511 0 96,981
TRAVELERS COMPANIES INC COM 89417E109 179 1,560 SH   DFND 20 1,560 0 0
TRAVELERS COMPANIES INC COM 89417E109 96,118 841,829 SH   DFND 21 634,902 0 206,927
TRAVELERS COMPANIES INC COM 89417E109 80 703 SH   DFND 24 703 0 0
TRAVELERS COMPANIES INC COM 89417E109 307 2,678 SH   DFND 25 2,678 0 0
TRAVELERS COMPANIES INC CALL 89417E909 7,560 66,000 SH Call DFND 4 66,000 0 0
TRAVELERS COMPANIES INC PUT 89417E959 44,915 392,100 SH Put DFND 4 392,100 0 0
TRIBUNE MEDIA CO CL A 896047503 218 5,969 SH   DFND 4 5,969 0 0
TRICO BANCSHARES COM 896095106 20 752 SH   DFND 17 752 0 0
TRICO BANCSHARES COM 896095106 225 8,460 SH   DFND 21 3,501 0 4,959
TRIMBLE NAVIGATION LTD COM 896239100 4,527 158,617 SH   DFND 21 142,264 0 16,353
TRIMBLE NAVIGATION LTD COM 896239100 9,260 329,300 SH   DFND 24 329,300 0 0
TRINET GROUP INC COM 896288107 681 31,480 SH   DFND 17 31,480 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 2,307 174,503 SH   DFND 17 169,662 0 4,841
TRINITY INDS INC COM 896522109 7,340 303,820 SH   DFND 17 194,494 0 109,326
TRINITY INDS INC COM 896522109 23,116 959,506 SH   DFND 21 704,195 0 255,311
TRINITY INDS INC COM 896522109 81 3,364 SH   DFND 25 3,364 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 48,408 40,235,000 PRN   DFND 17 36,540,000 0 3,695,000
TRIPLE-S MGMT CORP CL B 896749108 236 10,765 SH   DFND 17 10,765 0 0
TRIPADVISOR INC COM 896945201 19,349 306,248 SH   DFND 17 306,125 0 123
TRIPADVISOR INC COM 896945201 8 123 SH   DFND 21 123 0 0
TRUECAR INC COM 89785L107 339 35,875 SH   DFND 17 0 0 35,875
TRUEBLUE INC COM 89785X101 21 917 SH   DFND 17 917 0 0
TRUEBLUE INC COM 89785X101 1,783 79,841 SH   DFND 21 27,639 0 52,202
TRULIA INC NOTE 2.750%12/1 897888AB9 27,037 17,950,000 PRN   DFND 17 15,275,000 0 2,675,000
TRUSTMARK CORP COM 898402102 19,568 710,021 SH   DFND 3 674,089 0 35,932
TRUSTMARK CORP COM 898402102 391 14,198 SH   DFND 17 14,198 0 0
TRUSTMARK CORP COM 898402102 121 4,382 SH   DFND 20 4,382 0 0
TRUSTMARK CORP COM 898402102 1,694 61,585 SH   DFND 21 61,585 0 0
TUPPERWARE BRANDS CORP COM 899896104 5 80 SH   DFND 17 80 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,550 24,076 SH   DFND 21 24,076 0 0
TUPPERWARE BRANDS CORP COM 899896104 457 7,100 SH   DFND 24 7,100 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 13 525 SH   DFND 17 0 0 525
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,736 70,525 SH   DFND 21 70,525 0 0
TWITTER INC COM 90184L102 64,284 2,788,886 SH   DFND 17 2,602,471 0 186,415
TWITTER INC NOTE 0.250% 9/1 90184LAB8 35,715 37,180,000 PRN   DFND 17 37,180,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 47,931 50,870,000 PRN   DFND 17 50,870,000 0 0
TWO HBRS INVT CORP COM 90187B101 6,045 708,700 SH   DFND 3 708,700 0 0
TWO HBRS INVT CORP COM 90187B101 39 4,588 SH   DFND 17 4,588 0 0
TWO HBRS INVT CORP COM 90187B101 3,783 442,480 SH   DFND 21 102,340 0 340,140
II VI INC COM 902104108 357 14,690 SH   DFND 17 14,690 0 0
II VI INC COM 902104108 693 28,750 SH   DFND 21 24,783 0 3,967
TYLER TECHNOLOGIES INC COM 902252105 14,930 87,191 SH   DFND 17 73,076 0 14,115
TYLER TECHNOLOGIES INC COM 902252105 393 2,304 SH   DFND 21 1,404 0 900
TYSON FOODS INC CL A 902494103 68,790 921,164 SH   DFND 17 660,585 0 260,579
TYSON FOODS INC CL A 902494103 2,764 37,013 SH   DFND 20 37,013 0 0
TYSON FOODS INC CL A 902494103 139,484 1,865,948 SH   DFND 21 1,337,578 0 528,370
TYSON FOODS INC CL A 902494103 12,003 160,400 SH   DFND 24 160,400 0 0
TYSON FOODS INC CL A 902494103 244 3,267 SH   DFND 25 3,267 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 85,673 1,046,585 SH   DFND 17 998,815 0 47,770
TYSON FOODS INC CALL 902494903 3,905 52,300 SH Call DFND 4 52,300 0 0
TYSON FOODS INC PUT 902494953 27,419 367,200 SH Put DFND 4 367,200 0 0
UGI CORP NEW COM 902681105 596 13,177 SH   DFND 17 13,177 0 0
US BANCORP DEL COM NEW 902973304 155,997 3,637,150 SH   DFND 3 3,634,050 0 3,100
US BANCORP DEL COM NEW 902973304 14,583 340,000 SH   DFND 4 340,000 0 0
US BANCORP DEL COM NEW 902973304 58,650 1,375,794 SH   DFND 17 1,362,309 0 13,485
US BANCORP DEL COM NEW 902973304 2,336 54,471 SH   DFND 20 54,471 0 0
US BANCORP DEL COM NEW 902973304 24,132 567,497 SH   DFND 21 508,814 0 58,683
US BANCORP DEL CALL 902973904 11,447 266,900 SH Call DFND 4 266,900 0 0
US BANCORP DEL PUT 902973954 58,064 1,353,800 SH Put DFND 4 1,353,800 0 0
USANA HEALTH SCIENCES INC COM 90328M107 706 5,104 SH   DFND 17 5,104 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,753 12,697 SH   DFND 21 12,048 0 649
USA TECHNOLOGIES INC COM NO PAR 90328S500 3,830 683,265 SH   DFND 17 656,913 0 26,352
U S CONCRETE INC COM NEW 90333L201 4,306 93,476 SH   DFND 17 91,016 0 2,460
U S CONCRETE INC COM NEW 90333L201 99 2,150 SH   DFND 21 0 0 2,150
U S SILICA HLDGS INC COM 90346E103 26,654 572,455 SH   DFND 17 572,455 0 0
U S SILICA HLDGS INC COM 90346E103 1,178 26,000 SH   DFND 24 26,000 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 761 3,198 SH   DFND 17 2,420 0 778
ULTA SALON COSMETCS & FRAG I COM 90384S303 14,462 60,989 SH   DFND 21 60,989 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 17,164 83,977 SH   DFND 17 70,111 0 13,866
ULTIMATE SOFTWARE GROUP INC COM 90385D107 401 1,957 SH   DFND 21 1,057 0 900
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,390 19,588 SH   DFND 17 19,588 0 0
UMPQUA HLDGS CORP COM 904214103 41,651 2,767,527 SH   DFND 3 2,696,705 0 70,822
UMPQUA HLDGS CORP COM 904214103 4,278 287,790 SH   DFND 21 47,793 0 239,997
UNDER ARMOUR INC CL A 904311107 294 7,593 SH   DFND 17 7,395 0 198
UNDER ARMOUR INC CL A 904311107 195 5,035 SH   DFND 21 5,035 0 0
UNIFIRST CORP MASS COM 904708104 590 4,502 SH   DFND 21 4,502 0 0
UNION BANKSHARES CORP NEW COM 90539J109 295 11,012 SH   DFND 17 11,012 0 0
UNION BANKSHARES CORP NEW COM 90539J109 1,270 47,502 SH   DFND 21 47,502 0 0
UNION PAC CORP COM 907818108 145,480 1,491,908 SH   DFND 17 1,482,009 0 9,899
UNION PAC CORP COM 907818108 74,009 765,915 SH   DFND 21 715,830 0 50,085
UNION PAC CORP COM 907818108 835 8,700 SH   DFND 24 8,700 0 0
UNION PAC CORP CALL 907818908 21,447 219,900 SH Call DFND 4 219,900 0 0
UNION PAC CORP PUT 907818958 92,029 943,600 SH Put DFND 4 943,600 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 49,479 2,353,900 SH   DFND 3 2,298,900 0 55,000
UNITED BANKSHARES INC WEST V COM 909907107 268 7,239 SH   DFND 21 7,239 0 0
UNITED CONTL HLDGS INC COM 910047109 334 6,364 SH   DFND 17 6,046 0 318
UNITED CONTL HLDGS INC COM 910047109 104 1,973 SH   DFND 20 1,973 0 0
UNITED CONTL HLDGS INC COM 910047109 10,054 195,676 SH   DFND 21 61,123 0 134,553
UNITED CONTL HLDGS INC CALL 910047909 1,627 31,000 SH Call DFND 4 31,000 0 0
UNITED CONTL HLDGS INC PUT 910047959 8,206 156,400 SH Put DFND 4 156,400 0 0
UNITED FIRE GROUP INC COM 910340108 118 2,782 SH   DFND 17 2,782 0 0
UNITED FIRE GROUP INC COM 910340108 480 11,345 SH   DFND 21 11,345 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1,999 1,080,689 SH   DFND 21 1,062,146 0 18,543
UNITED NAT FOODS INC COM 911163103 1,399 34,935 SH   DFND 17 20,415 0 14,520
UNITED PARCEL SERVICE INC CL B 911312106 31,160 285,320 SH   DFND 17 280,789 0 4,531
UNITED PARCEL SERVICE INC CL B 911312106 31,382 287,839 SH   DFND 21 287,839 0 0
UNITED PARCEL SERVICE INC CALL 911312906 16,502 150,900 SH Call DFND 4 150,900 0 0
UNITED PARCEL SERVICE INC PUT 911312956 130,696 1,195,100 SH Put DFND 4 1,195,100 0 0
UNITED RENTALS INC COM 911363109 7 92 SH   DFND 17 0 0 92
UNITED RENTALS INC COM 911363109 1,731 22,596 SH   DFND 21 22,596 0 0
UNITED STATES STL CORP NEW COM 912909108 34,430 1,825,569 SH   DFND 4 1,825,569 0 0
UNITED STATES STL CORP NEW COM 912909108 11,054 586,120 SH   DFND 17 505,160 0 80,960
UNITED STATES STL CORP NEW COM 912909108 162 8,551 SH   DFND 21 3,951 0 4,600
UNITED TECHNOLOGIES CORP COM 913017109 143,365 1,411,073 SH   DFND 3 1,411,073 0 0
UNITED TECHNOLOGIES CORP COM 913017109 658 6,474 SH   DFND 4 6,474 0 0
UNITED TECHNOLOGIES CORP COM 913017109 128,296 1,264,755 SH   DFND 17 1,259,913 0 4,842
UNITED TECHNOLOGIES CORP COM 913017109 64,808 638,750 SH   DFND 21 598,417 0 40,333
UNITED TECHNOLOGIES CORP COM 913017109 71 703 SH   DFND 24 703 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 14,823 145,900 SH Call DFND 4 145,900 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 102,738 1,011,200 SH Put DFND 4 1,011,200 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,639 22,634 SH   DFND 17 22,634 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 9,127 78,586 SH   DFND 21 62,612 0 15,974
UNITED THERAPEUTICS CORP DEL COM 91307C102 610 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 329,446 2,354,189 SH   DFND 17 2,000,842 0 353,347
UNITEDHEALTH GROUP INC COM 91324P102 53,453 381,808 SH   DFND 20 381,808 0 0
UNITEDHEALTH GROUP INC COM 91324P102 377,268 2,709,725 SH   DFND 21 2,151,506 0 558,219
UNITEDHEALTH GROUP INC COM 91324P102 648 4,687 SH   DFND 24 4,687 0 0
UNITEDHEALTH GROUP INC COM 91324P102 469 3,348 SH   DFND 25 3,348 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 31,178 222,700 SH Call DFND 4 222,700 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 148,764 1,062,600 SH Put DFND 4 1,062,600 0 0
UNITIL CORP COM 913259107 187 4,780 SH   DFND 17 4,780 0 0
UNITIL CORP COM 913259107 53 1,351 SH   DFND 21 1,351 0 0
UNIVERSAL CORP VA COM 913456109 23,192 398,349 SH   DFND 3 388,949 0 9,400
UNIVERSAL CORP VA COM 913456109 1,013 17,562 SH   DFND 17 17,562 0 0
UNIVERSAL CORP VA COM 913456109 2,281 39,367 SH   DFND 21 13,632 0 25,735
UNIVERSAL ELECTRS INC COM 913483103 3,912 52,533 SH   DFND 17 52,533 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,256 12,731 SH   DFND 17 11,059 0 1,672
UNIVERSAL FST PRODS INC COM 913543104 10,546 106,831 SH   DFND 21 80,876 0 25,955
UNIVERSAL INS HLDGS INC COM 91359V107 7,420 294,433 SH   DFND 17 111,552 0 182,881
UNIVERSAL INS HLDGS INC COM 91359V107 18,442 734,100 SH   DFND 21 734,100 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 15,034 122,006 SH   DFND 17 98,573 0 23,433
UNIVERSAL HLTH SVCS INC CL B 913903100 164 1,331 SH   DFND 20 1,331 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 22,128 179,813 SH   DFND 21 162,996 0 16,817
UNUM GROUP COM 91529Y106 6,296 178,300 SH   DFND 3 178,300 0 0
UNUM GROUP COM 91529Y106 5,176 146,584 SH   DFND 17 146,331 0 253
UNUM GROUP COM 91529Y106 749 21,221 SH   DFND 20 21,221 0 0
UNUM GROUP COM 91529Y106 10,310 293,611 SH   DFND 21 206,149 0 87,462
VCA INC COM 918194101 17,385 248,435 SH   DFND 17 204,879 0 43,556
VCA INC COM 918194101 150 2,149 SH   DFND 20 2,149 0 0
VCA INC COM 918194101 12,507 181,076 SH   DFND 21 178,326 0 2,750
V F CORP COM 918204108 4,147 73,979 SH   DFND 4 73,979 0 0
V F CORP COM 918204108 20 358 SH   DFND 17 0 0 358
V F CORP COM 918204108 632 11,295 SH   DFND 21 11,295 0 0
V F CORP CALL 918204908 2,679 47,800 SH Call DFND 4 47,800 0 0
V F CORP PUT 918204958 17,986 320,900 SH Put DFND 4 320,900 0 0
VWR CORP COM 91843L103 1,145 40,885 SH   DFND 21 40,885 0 0
VAIL RESORTS INC COM 91879Q109 1,053 6,713 SH   DFND 17 4,575 0 2,138
VAIL RESORTS INC COM 91879Q109 5,664 36,088 SH   DFND 21 28,748 0 7,340
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,219 49,423 SH   DFND 21 24,950 0 24,473
VALEANT PHARMACEUTICALS INTL COM 91911K102 26 1,068 SH   DFND 25 1,068 0 0
VALE S A ADR 91912E105 7,306 1,328,300 SH   DFND 17 1,328,300 0 0
VALE S A ADR 91912E105 22,172 4,030,939 SH   DFND 21 4,030,939 0 0
VALE S A ADR 91912E105 384 69,500 SH   DFND 24 69,500 0 0
VALE S A ADR REPSTG PFD 91912E204 364 76,400 SH   DFND 21 76,400 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,565 105,000 SH   DFND 3 105,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,131 96,812 SH   DFND 4 96,812 0 0
VALERO ENERGY CORP NEW COM 91913Y100 75,651 1,428,612 SH   DFND 17 1,261,642 0 166,970
VALERO ENERGY CORP NEW COM 91913Y100 1,049 19,784 SH   DFND 20 19,784 0 0
VALERO ENERGY CORP NEW COM 91913Y100 105,798 2,022,026 SH   DFND 21 1,409,772 0 612,254
VALERO ENERGY CORP NEW COM 91913Y100 677 13,100 SH   DFND 24 13,100 0 0
VALERO ENERGY CORP NEW COM 91913Y100 232 4,381 SH   DFND 25 4,381 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 5,406 102,000 SH Call DFND 4 102,000 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 28,864 544,600 SH Put DFND 4 544,600 0 0
VALSPAR CORP COM 920355104 9,467 89,250 SH   DFND 21 89,250 0 0
VALSPAR CORP PUT 920355954 8,273 78,000 SH Put DFND 21 78,000 0 0
VALVOLINE INC COM 92047W101 2,243 95,480 SH   DFND 17 95,480 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,537 152,464 SH   DFND 17 149,268 0 3,196
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 9,046 342,253 SH   DFND 17 342,253 0 0
VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3,011 122,000 SH   DFND 25 122,000 0 0
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 943 28,000 SH   DFND 24 28,000 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1,504 22,000 SH   DFND 24 22,000 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 304 3,762 SH   DFND 17 3,762 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 1,945 23,822 SH   DFND 17 23,822 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 5,439 90,000 SH   DFND 24 90,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 44,043 723,800 SH   DFND 25 723,800 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 977 21,630 SH   DFND 17 21,630 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 19,983 531,038 SH   DFND 4 531,038 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 96,598 2,567,043 SH   DFND 17 2,567,043 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,457 39,000 SH   DFND 24 39,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 40,452 1,075,000 SH   DFND 25 1,075,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6 131 SH   DFND 17 131 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 19,779 410,600 SH   DFND 24 38,600 0 372,000
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 5,037 62,535 SH   DFND 17 0 0 62,535
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 15,305 190,000 SH   DFND 25 190,000 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 5,261 97,493 SH   DFND 17 97,493 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 3,488 36,446 SH   DFND 17 36,446 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 16,801 187,548 SH   DFND 17 187,548 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 30,457 340,000 SH   DFND 25 340,000 0 0
VANTIV INC CL A 92210H105 25,655 455,922 SH   DFND 17 278,112 0 177,810
VANTIV INC CL A 92210H105 2,253 40,116 SH   DFND 21 1,629 0 38,487
VARIAN MED SYS INC COM 92220P105 476 4,786 SH   DFND 17 4,686 0 100
VARIAN MED SYS INC COM 92220P105 560 5,627 SH   DFND 20 5,627 0 0
VARIAN MED SYS INC COM 92220P105 3,294 33,162 SH   DFND 21 33,162 0 0
VASCULAR SOLUTIONS INC COM 92231M109 8,811 182,682 SH   DFND 17 178,575 0 4,107
VECTREN CORP COM 92240G101 1,997 39,901 SH   DFND 21 14,156 0 25,745
VECTOR GROUP LTD COM 92240M108 323 14,998 SH   DFND 17 14,998 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 23,081 15,400,000 PRN   DFND 17 15,400,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13,370 11,700,000 PRN   DFND 17 11,700,000 0 0
VEECO INSTRS INC DEL COM 922417100 2,614 133,217 SH   DFND 21 119,297 0 13,920
VEECO INSTRS INC DEL COM 922417100 4,832 249,462 SH   DFND 24 249,462 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 1,003 96,700 SH   DFND 17 91,400 0 5,300
VEDANTA LTD SPONSORED ADR 92242Y100 97 9,711 SH   DFND 21 0 0 9,711
VEEVA SYS INC CL A COM 922475108 5,484 132,840 SH   DFND 17 132,840 0 0
VENTAS INC COM 92276F100 6,117 86,600 SH   DFND 3 86,600 0 0
VENTAS INC COM 92276F100 20 281 SH   DFND 4 281 0 0
VENTAS INC COM 92276F100 46 656 SH   DFND 17 277 0 379
VENTAS INC COM 92276F100 27 379 SH   DFND 21 379 0 0
VENTAS INC CALL 92276F900 3,517 49,800 SH Call DFND 4 49,800 0 0
VENTAS INC PUT 92276F950 19,141 271,000 SH Put DFND 4 271,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 59 298 SH   DFND 17 298 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 14,909 75,640 SH   DFND 24 0 0 75,640
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 14,564 73,300 SH   DFND 25 73,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 655 7,500 SH   DFND   2,500 0 5,000
VANGUARD INDEX FDS REIT ETF 922908553 67,672 780,173 SH   DFND 4 780,173 0 0
VANGUARD INDEX FDS REIT ETF 922908553 4,122 47,517 SH   DFND 17 47,517 0 0
VANGUARD INDEX FDS REIT ETF 922908553 79,367 915,000 SH   DFND 25 915,000 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 30,596 250,419 SH   DFND 25 250,419 0 0
VEREIT INC COM 92339V100 14 1,325 SH   DFND 3 1,325 0 0
VEREIT INC COM 92339V100 8 770 SH   DFND 17 770 0 0
VEREIT INC COM 92339V100 173 16,888 SH   DFND 21 16,888 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 97,609 42,580,000 PRN   DFND 17 40,480,000 0 2,100,000
VERIZON COMMUNICATIONS INC COM 92343V104 173,187 3,331,793 SH   DFND 3 3,326,693 0 5,100
VERIZON COMMUNICATIONS INC COM 92343V104 22,168 426,474 SH   DFND 4 426,474 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 138,866 2,669,112 SH   DFND 17 2,619,951 0 49,161
VERIZON COMMUNICATIONS INC COM 92343V104 3,881 74,659 SH   DFND 20 74,659 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 183,310 3,521,212 SH   DFND 21 2,587,743 0 933,469
VERIZON COMMUNICATIONS INC COM 92343V104 348 6,699 SH   DFND 25 6,699 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 30,180 580,600 SH Call DFND 4 580,600 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 269,553 5,185,700 SH Put DFND 4 5,185,700 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 20,419 20,975,000 PRN   DFND 17 20,790,000 0 185,000
VERISK ANALYTICS INC COM 92345Y106 22,208 273,234 SH   DFND 17 273,065 0 169
VERISK ANALYTICS INC COM 92345Y106 14 169 SH   DFND 21 169 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,919 56,409 SH   DFND 4 56,409 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 18,179 211,841 SH   DFND 17 173,913 0 37,928
VERTEX PHARMACEUTICALS INC COM 92532F100 23 268 SH   DFND 21 268 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,880 80,940 SH   DFND 24 80,940 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 2,372 27,200 SH Call DFND 4 27,200 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 21,288 244,100 SH Put DFND 4 244,100 0 0
VIAD CORP COM NEW 92552R406 1,584 42,970 SH   DFND 17 33,830 0 9,140
VIAD CORP COM NEW 92552R406 1,284 34,891 SH   DFND 21 7,800 0 27,091
VIACOM INC NEW CL B 92553P201 14 375 SH   DFND 17 0 0 375
VIACOM INC NEW CL B 92553P201 1,959 51,863 SH   DFND 21 51,863 0 0
VIACOM INC NEW CALL 92553P901 282 7,400 SH Call DFND 4 7,400 0 0
VIACOM INC NEW PUT 92553P951 381 10,000 SH Put DFND 4 10,000 0 0
VIAVI SOLUTIONS INC COM 925550105 977 132,240 SH   DFND 17 132,240 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 98 2,800 SH   DFND 3 2,800 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 581 16,657 SH   DFND 21 16,657 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 163 46,800 SH   DFND 17 0 0 46,800
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 44,458 3,030,540 SH   DFND 17 2,357,980 0 672,560
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 78,744 72,815,000 PRN   DFND 17 67,940,000 0 4,875,000
VIRGIN AMER INC COM VTG 92765X208 15,343 286,730 SH   DFND 4 286,730 0 0
VIRGIN AMER INC COM VTG 92765X208 26,066 487,128 SH   DFND 21 487,128 0 0
VIRNETX HLDG CORP COM 92823T108 39 12,652 SH   DFND 17 12,652 0 0
VISA INC COM CL A 92826C839 436,778 5,281,922 SH   DFND 17 4,524,073 0 757,849
VISA INC COM CL A 92826C839 68,790 831,800 SH   DFND 20 831,800 0 0
VISA INC COM CL A 92826C839 199,451 2,421,355 SH   DFND 21 1,981,244 0 440,111
VISA INC COM CL A 92826C839 573 7,000 SH   DFND 24 7,000 0 0
VISA INC CALL 92826C909 32,055 387,600 SH Call DFND 4 387,600 0 0
VISA INC PUT 92826C959 158,751 1,919,600 SH Put DFND 4 1,919,600 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 25,658 1,821,000 SH   DFND 3 1,772,200 0 48,800
VISHAY INTERTECHNOLOGY INC COM 928298108 400 28,366 SH   DFND 17 28,366 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 124 8,812 SH   DFND 20 8,812 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 4,506 322,763 SH   DFND 21 322,763 0 0
VISTA OUTDOOR INC COM 928377100 1,863 47,247 SH   DFND 21 47,247 0 0
VISTEON CORP COM NEW 92839U206 14,895 207,851 SH   DFND 17 177,369 0 30,482
VISTEON CORP COM NEW 92839U206 5,855 82,685 SH   DFND 21 81,185 0 1,500
VITAE PHARMACEUTICALS INC COM 92847N103 28,242 1,350,000 SH   DFND 21 1,350,000 0 0
VMWARE INC CL A COM 928563402 14,216 193,810 SH   DFND 17 192,350 0 1,460
VOCERA COMMUNICATIONS INC COM 92857F107 4,281 253,321 SH   DFND 17 246,386 0 6,935
WI-LAN INC COM 928972108 60 38,070 SH   DFND 21 38,070 0 0
VORNADO RLTY TR SH BEN INT 929042109 12,063 119,192 SH   DFND 4 119,192 0 0
VORNADO RLTY TR SH BEN INT 929042109 33 328 SH   DFND 17 143 0 185
VORNADO RLTY TR SH BEN INT 929042109 19 185 SH   DFND 21 185 0 0
VORNADO RLTY TR CALL 929042909 1,032 10,200 SH Call DFND 4 10,200 0 0
VORNADO RLTY TR PUT 929042959 6,316 62,400 SH Put DFND 4 62,400 0 0
VOYA FINL INC COM 929089100 10,019 347,648 SH   DFND 17 236,001 0 111,647
VOYA FINL INC COM 929089100 12,257 430,618 SH   DFND 21 312,297 0 118,321
VOYA FINL INC COM 929089100 33 1,155 SH   DFND 25 1,155 0 0
VULCAN MATLS CO COM 929160109 52,996 465,982 SH   DFND 17 365,926 0 100,056
VULCAN MATLS CO COM 929160109 14,342 126,071 SH   DFND 21 126,071 0 0
VULCAN MATLS CO COM 929160109 1,103 9,600 SH   DFND 24 9,600 0 0
WD-40 CO COM 929236107 283 2,515 SH   DFND 17 2,515 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 2,769 116,727 SH   DFND 17 116,727 0 0
WSFS FINL CORP COM 929328102 1,699 46,563 SH   DFND 17 9,463 0 37,100
WSFS FINL CORP COM 929328102 63 1,720 SH   DFND 20 1,720 0 0
WSFS FINL CORP COM 929328102 1,596 43,775 SH   DFND 21 41,220 0 2,555
WNS HOLDINGS LTD SPON ADR 92932M101 10 350 SH   DFND 17 350 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 372 12,517 SH   DFND 21 0 0 12,517
WPP PLC NEW ADR 92937A102 6,898 58,600 SH   DFND 3 58,600 0 0
WPP PLC NEW ADR 92937A102 13,396 114,153 SH   DFND 17 114,153 0 0
WEC ENERGY GROUP INC COM 92939U106 339 5,669 SH   DFND 4 5,669 0 0
WEC ENERGY GROUP INC COM 92939U106 789 13,178 SH   DFND 17 12,838 0 340
WEC ENERGY GROUP INC COM 92939U106 20 340 SH   DFND 21 340 0 0
WEC ENERGY GROUP INC CALL 92939U906 2,024 33,800 SH Call DFND 4 33,800 0 0
WEC ENERGY GROUP INC PUT 92939U956 11,665 194,800 SH Put DFND 4 194,800 0 0
WABASH NATL CORP COM 929566107 2,330 163,628 SH   DFND 17 128,528 0 35,100
WABASH NATL CORP COM 929566107 2,470 172,484 SH   DFND 21 86,400 0 86,084
WABTEC CORP COM 929740108 4,701 59,515 SH   DFND 21 59,515 0 0
WABTEC CORP COM 929740108 623 7,900 SH   DFND 24 7,900 0 0
WAL-MART STORES INC COM 931142103 246,695 3,420,622 SH   DFND 3 3,417,722 0 2,900
WAL-MART STORES INC COM 931142103 1,154 16,000 SH   DFND 4 16,000 0 0
WAL-MART STORES INC COM 931142103 75,130 1,061,479 SH   DFND 17 1,059,843 0 1,636
WAL-MART STORES INC COM 931142103 744 10,319 SH   DFND 20 10,319 0 0
WAL-MART STORES INC COM 931142103 32,156 451,750 SH   DFND 21 214,057 0 237,693
WAL-MART STORES INC PUT 931142953 21,636 300,000 SH Put DFND 4 300,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,808 34,826 SH   DFND 4 34,826 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 226,613 2,812,276 SH   DFND 17 2,616,717 0 195,559
WALGREENS BOOTS ALLIANCE INC COM 931427108 133,973 1,672,490 SH   DFND 21 1,457,417 0 215,073
WALGREENS BOOTS ALLIANCE INC CALL 931427908 16,011 198,600 SH Call DFND 4 198,600 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 75,726 939,300 SH Put DFND 4 939,300 0 0
WALKER & DUNLOP INC COM 93148P102 375 14,833 SH   DFND 17 14,833 0 0
WALKER & DUNLOP INC COM 93148P102 1,012 40,517 SH   DFND 21 28,241 0 12,276
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 22,163 38,545,000 PRN   DFND 17 38,545,000 0 0
WASHINGTON FED INC COM 938824109 50,725 1,901,250 SH   DFND 3 1,855,850 0 45,400
WASHINGTON FED INC COM 938824109 5,260 199,864 SH   DFND 17 199,864 0 0
WASTE MGMT INC DEL COM 94106L109 3,271 51,384 SH   DFND 17 47,519 0 3,865
WASTE MGMT INC DEL COM 94106L109 1,044 16,380 SH   DFND 20 16,380 0 0
WASTE MGMT INC DEL COM 94106L109 42,168 664,619 SH   DFND 21 608,978 0 55,641
WASTE MGMT INC DEL CALL 94106L909 5,114 80,200 SH Call DFND 4 80,200 0 0
WASTE MGMT INC DEL PUT 94106L959 25,606 401,600 SH Put DFND 4 401,600 0 0
WATERS CORP COM 941848103 1,418 8,946 SH   DFND 17 8,859 0 87
WATERS CORP COM 941848103 848 5,350 SH   DFND 20 5,350 0 0
WATERS CORP COM 941848103 20,028 127,643 SH   DFND 21 127,643 0 0
WATERSTONE FINL INC MD COM 94188P101 790 46,521 SH   DFND 17 46,521 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 15,089 232,708 SH   DFND 17 232,708 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,649 25,451 SH   DFND 21 21,640 0 3,811
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,056 48,000 SH   DFND 24 48,000 0 0
WEB COM GROUP INC COM 94733A104 614 35,540 SH   DFND 17 0 0 35,540
WEB COM GROUP INC COM 94733A104 1,225 70,635 SH   DFND 21 0 0 70,635
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 11,066 11,675,000 PRN   DFND 17 11,350,000 0 325,000
WEBMD HEALTH CORP COM 94770V102 3,013 60,623 SH   DFND 17 51,618 0 9,005
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 10,966 9,500,000 PRN   DFND 17 9,500,000 0 0
WEBSTER FINL CORP CONN COM 947890109 99 2,611 SH   DFND 20 2,611 0 0
WEBSTER FINL CORP CONN COM 947890109 736 19,531 SH   DFND 21 19,531 0 0
WEIBO CORP SPONSORED ADR 948596101 1,469 29,289 SH   DFND 17 28,360 0 929
WEIBO CORP SPONSORED ADR 948596101 4,943 97,900 SH   DFND 20 97,900 0 0
WEIBO CORP SPONSORED ADR 948596101 267 5,335 SH   DFND 21 5,335 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,852 179,418 SH   DFND 17 0 0 179,418
WELLCARE HEALTH PLANS INC COM 94946T106 1,383 11,876 SH   DFND 17 8,393 0 3,483
WELLCARE HEALTH PLANS INC COM 94946T106 7,452 64,096 SH   DFND 21 56,091 0 8,005
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 4,524 2,575,000 PRN   DFND 17 2,525,000 0 50,000
WELLS FARGO & CO NEW COM 949746101 284,792 6,431,626 SH   DFND 3 6,425,326 0 6,300
WELLS FARGO & CO NEW COM 949746101 57,894 1,307,449 SH   DFND 4 1,307,449 0 0
WELLS FARGO & CO NEW COM 949746101 174,477 3,937,062 SH   DFND 17 3,902,979 0 34,083
WELLS FARGO & CO NEW COM 949746101 1,265 28,569 SH   DFND 20 28,569 0 0
WELLS FARGO & CO NEW COM 949746101 134,498 3,034,430 SH   DFND 21 2,086,330 0 948,100
WELLS FARGO & CO NEW COM 949746101 382 8,635 SH   DFND 25 8,635 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 182,347 140,240 SH   DFND 4 135,640 0 4,600
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 169,177 129,215 SH   DFND 17 122,310 0 6,905
WELLS FARGO & CO NEW CALL 949746901 31,660 715,000 SH Call DFND 4 715,000 0 0
WELLS FARGO & CO NEW PUT 949746951 187,955 4,244,700 SH Put DFND 4 4,244,700 0 0
WELLTOWER INC COM 95040Q104 18,315 244,946 SH   DFND 4 244,946 0 0
WELLTOWER INC COM 95040Q104 5,712 76,390 SH   DFND 17 76,004 0 386
WELLTOWER INC COM 95040Q104 7,835 103,350 SH   DFND 21 386 0 102,964
WELLTOWER INC 6.50% PFD PREPET 95040Q203 7,557 113,000 SH   DFND 4 113,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 69,192 1,039,700 SH   DFND 17 984,260 0 55,440
WELLTOWER INC CALL 95040Q904 3,978 53,200 SH Call DFND 4 53,200 0 0
WELLTOWER INC PUT 95040Q954 32,555 435,400 SH Put DFND 4 435,400 0 0
WENDYS CO COM 95058W100 69 6,390 SH   DFND 17 0 0 6,390
WENDYS CO COM 95058W100 9,651 909,306 SH   DFND 21 909,306 0 0
WESBANCO INC COM 950810101 21,546 655,291 SH   DFND 3 655,291 0 0
WESCO INTL INC COM 95082P105 17,547 285,368 SH   DFND 17 285,368 0 0
WEST CORP COM 952355204 45,512 2,061,222 SH   DFND 3 2,013,164 0 48,058
WEST CORP COM 952355204 2,320 105,256 SH   DFND 17 105,256 0 0
WEST CORP COM 952355204 1,341 60,771 SH   DFND 21 6,753 0 54,018
WEST PHARMACEUTICAL SVSC INC COM 955306105 20,830 279,593 SH   DFND 17 228,519 0 51,074
WEST PHARMACEUTICAL SVSC INC COM 955306105 357 4,813 SH   DFND 21 2,963 0 1,850
WESTAR ENERGY INC COM 95709T100 278 4,903 SH   DFND 17 4,903 0 0
WESTAR ENERGY INC COM 95709T100 120 2,122 SH   DFND 20 2,122 0 0
WESTAR ENERGY INC COM 95709T100 14,296 251,954 SH   DFND 21 246,582 0 5,372
WESTERN ALLIANCE BANCORP COM 957638109 24,861 662,243 SH   DFND 17 536,422 0 125,821
WESTERN ALLIANCE BANCORP COM 957638109 2,616 70,584 SH   DFND 21 62,968 0 7,616
WESTERN ASSET MTG CAP CORP COM 95790D105 83 7,998 SH   DFND 17 7,998 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 255 24,480 SH   DFND 21 24,480 0 0
WESTERN DIGITAL CORP COM 958102105 52,885 904,483 SH   DFND 17 851,202 0 53,281
WESTERN DIGITAL CORP COM 958102105 90 1,540 SH   DFND 20 1,540 0 0
WESTERN DIGITAL CORP COM 958102105 40,770 698,993 SH   DFND 21 440,066 0 258,927
WESTERN DIGITAL CORP COM 958102105 52 881 SH   DFND 25 881 0 0
WESTERN REFNG INC COM 959319104 1,519 57,389 SH   DFND 17 57,389 0 0
WESTERN REFNG INC COM 959319104 14,142 551,269 SH   DFND 21 229,716 0 321,553
WESTERN REFNG INC COM 959319104 20 743 SH   DFND 25 743 0 0
WESTERN UN CO COM 959802109 3,752 180,213 SH   DFND 17 179,687 0 526
WESTERN UN CO COM 959802109 29,067 1,406,148 SH   DFND 21 1,285,390 0 120,758
WESTERN UN CO COM 959802109 34 1,616 SH   DFND 25 1,616 0 0
WESTLAKE CHEM CORP COM 960413102 1,130 21,193 SH   DFND 21 4,527 0 16,666
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 931 40,765 SH   DFND 17 35,995 0 4,770
WESTROCK CO COM 96145D105 13 270 SH   DFND 17 0 0 270
WESTROCK CO COM 96145D105 459 9,486 SH   DFND 21 1,205 0 8,281
WEYERHAEUSER CO COM 962166104 347 10,867 SH   DFND 4 10,867 0 0
WEYERHAEUSER CO COM 962166104 48 1,488 SH   DFND 17 678 0 810
WEYERHAEUSER CO COM 962166104 203 6,382 SH   DFND 21 6,382 0 0
WEYERHAEUSER CO CALL 962166904 2,169 67,900 SH Call DFND 4 67,900 0 0
WEYERHAEUSER CO PUT 962166954 19,135 599,100 SH Put DFND 4 599,100 0 0
WHIRLPOOL CORP COM 963320106 9,333 57,555 SH   DFND 3 57,555 0 0
WHIRLPOOL CORP COM 963320106 10,078 62,451 SH   DFND 17 59,506 0 2,945
WHIRLPOOL CORP COM 963320106 167 1,029 SH   DFND 20 1,029 0 0
WHIRLPOOL CORP COM 963320106 48,487 301,323 SH   DFND 21 182,305 0 119,018
WHITEWAVE FOODS CO COM 966244105 5,701 104,742 SH   DFND 4 104,742 0 0
WHITEWAVE FOODS CO COM 966244105 26,725 491,000 SH   DFND 21 491,000 0 0
WHITING PETE CORP NEW COM 966387102 44,085 5,044,042 SH   DFND 4 5,044,042 0 0
WHITING PETE CORP NEW COM 966387102 36,823 4,213,132 SH   DFND 17 4,213,132 0 0
WHITING PETE CORP NEW COM 966387102 2,074 240,000 SH   DFND 21 240,000 0 0
WHITING PETE CORP NEW COM 966387102 1,016 117,600 SH   DFND 24 117,600 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 14,371 17,505,000 PRN   DFND 17 17,505,000 0 0
WHITING PETE CORP NEW DBCV 1.250% 6/0 966387AU6 25,558 26,415,000 PRN   DFND 17 26,415,000 0 0
WHOLE FOODS MKT INC COM 966837106 5,313 187,400 SH   DFND 3 187,400 0 0
WHOLE FOODS MKT INC COM 966837106 10 344 SH   DFND 17 0 0 344
WHOLE FOODS MKT INC COM 966837106 654 23,344 SH   DFND 21 23,344 0 0
WILEY JOHN & SONS INC CL A 968223206 60 1,170 SH   DFND 17 1,170 0 0
WILEY JOHN & SONS INC CL A 968223206 226 4,500 SH   DFND 21 4,500 0 0
WILLIAMS COS INC DEL CALL 969457900 482 15,700 SH Call DFND 4 15,700 0 0
WILLIAMS COS INC DEL PUT 969457950 529 17,200 SH Put DFND 4 17,200 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 18,223 490,000 SH   DFND 4 490,000 0 0
WINTRUST FINL CORP COM 97650W108 2,979 53,617 SH   DFND 17 53,617 0 0
WINTRUST FINL CORP COM 97650W108 2,619 47,234 SH   DFND 21 18,106 0 29,128
WIPRO LTD SPON ADR 1 SH 97651M109 186 19,054 SH   DFND 21 0 0 19,054
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1 19 SH   DFND 17 19 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 385 9,000 SH   DFND 24 9,000 0 0
WOODWARD INC COM 980745103 3,889 62,242 SH   DFND 17 60,312 0 1,930
WOODWARD INC COM 980745103 5,169 83,122 SH   DFND 21 77,115 0 6,007
WOODWARD INC COM 980745103 7,625 123,800 SH   DFND 24 123,800 0 0
WORKDAY INC CL A 98138H101 85,030 927,366 SH   DFND 17 780,971 0 146,395
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 51,220 41,765,000 PRN   DFND 17 39,490,000 0 2,275,000
WORLD ACCEP CORP DEL COM 981419104 14 285 SH   DFND 17 285 0 0
WORLD ACCEP CORP DEL COM 981419104 1,391 29,092 SH   DFND 21 29,092 0 0
WORLD FUEL SVCS CORP COM 981475106 42,709 923,238 SH   DFND 3 899,888 0 23,350
WORLD FUEL SVCS CORP COM 981475106 1,448 31,288 SH   DFND 17 12,894 0 18,394
WORLD FUEL SVCS CORP COM 981475106 323 6,976 SH   DFND 21 6,976 0 0
WORTHINGTON INDS INC COM 981811102 1,153 24,191 SH   DFND 17 20,282 0 3,909
WORTHINGTON INDS INC COM 981811102 6,107 128,914 SH   DFND 21 113,008 0 15,906
WPX ENERGY INC PFD SER A CV 98212B202 45,679 744,440 SH   DFND 17 671,435 0 73,005
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 55,882 52,195,000 PRN   DFND 17 51,795,000 0 400,000
WYNDHAM WORLDWIDE CORP COM 98310W108 8 118 SH   DFND 17 0 0 118
WYNDHAM WORLDWIDE CORP COM 98310W108 4,108 61,170 SH   DFND 21 33,436 0 27,734
WYNN RESORTS LTD COM 983134107 916 9,405 SH   DFND 4 7,884 0 1,521
WYNN RESORTS LTD COM 983134107 8 85 SH   DFND 17 0 0 85
WYNN RESORTS LTD COM 983134107 8 85 SH   DFND 21 85 0 0
XACTLY CORP COM 98386L101 4,069 276,432 SH   DFND 17 268,790 0 7,642
XCEL ENERGY INC COM 98389B100 662 16,083 SH   DFND 4 16,083 0 0
XCEL ENERGY INC COM 98389B100 6,152 149,544 SH   DFND 17 16,796 0 132,748
XCEL ENERGY INC COM 98389B100 5,300 128,292 SH   DFND 21 42,638 0 85,654
XCEL ENERGY INC CALL 98389B900 1,082 26,300 SH Call DFND 4 26,300 0 0
XCEL ENERGY INC PUT 98389B950 8,532 207,400 SH Put DFND 4 207,400 0 0
XILINX INC COM 983919101 15 273 SH   DFND 17 0 0 273
XILINX INC COM 983919101 1,646 30,762 SH   DFND 21 30,762 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 103,329 54,915,000 PRN   DFND 17 51,960,000 0 2,955,000
XEROX CORP COM 984121103 12 1,210 SH   DFND 3 1,210 0 0
XEROX CORP COM 984121103 2,968 292,812 SH   DFND 17 291,893 0 919
XEROX CORP COM 984121103 846 83,555 SH   DFND 20 83,555 0 0
XEROX CORP COM 984121103 24,148 2,376,988 SH   DFND 21 1,198,957 0 1,178,031
XYLEM INC COM 98419M100 37,773 720,180 SH   DFND 17 719,987 0 193
XYLEM INC COM 98419M100 35,117 671,398 SH   DFND 21 418,910 0 252,488
XYLEM INC COM 98419M100 21,339 411,800 SH   DFND 24 411,800 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 20,264 20,510,000 PRN   DFND 17 20,510,000 0 0
YADKIN FINL CORP COM 984305102 23,545 895,600 SH   DFND 3 873,027 0 22,573
YAHOO INC COM 984332106 493 11,445 SH   DFND 17 10,500 0 945
YAHOO INC COM 984332106 41 945 SH   DFND 21 945 0 0
YAHOO INC CALL 984332906 8,232 191,000 SH Call DFND 4 191,000 0 0
YAHOO INC PUT 984332956 50,306 1,167,200 SH Put DFND 4 1,167,200 0 0
YAHOO INC NOTE 12/0 984332AF3 68,553 66,840,000 PRN   DFND 17 66,490,000 0 350,000
YAMANA GOLD INC COM 98462Y100 813 183,769 SH   DFND 17 136,357 0 47,412
YAMANA GOLD INC COM 98462Y100 14,301 3,226,225 SH   DFND 21 2,623,690 0 602,535
YELP INC CL A 985817105 80,525 1,931,050 SH   DFND 17 1,757,551 0 173,499
YUM BRANDS INC COM 988498101 1,127 12,412 SH   DFND 17 12,012 0 400
YUM BRANDS INC COM 988498101 183 2,010 SH   DFND 20 2,010 0 0
YUM BRANDS INC COM 988498101 4,154 45,789 SH   DFND 21 28,858 0 16,931
YUM BRANDS INC CALL 988498901 8,781 96,700 SH Call DFND 4 96,700 0 0
YUM BRANDS INC PUT 988498951 49,010 539,700 SH Put DFND 4 539,700 0 0
ZAGG INC COM 98884U108 170 20,993 SH   DFND 17 20,993 0 0
ZAGG INC COM 98884U108 550 72,332 SH   DFND 21 72,332 0 0
ZENDESK INC COM 98936J101 54,305 1,768,331 SH   DFND 17 1,605,211 0 163,120
ZILLOW GROUP INC CL A 98954M101 224 6,505 SH   DFND 17 100 0 6,405
ZILLOW GROUP INC CL C CAP STK 98954M200 451 13,010 SH   DFND 17 200 0 12,810
ZIMMER BIOMET HLDGS INC COM 98956P102 7,645 58,800 SH   DFND 3 58,800 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 8,600 66,140 SH   DFND 17 40,799 0 25,341
ZIMMER BIOMET HLDGS INC COM 98956P102 1,048 8,058 SH   DFND 20 8,058 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 8,302 64,034 SH   DFND 21 60,959 0 3,075
ZIMMER BIOMET HLDGS INC CALL 98956P902 3,303 25,400 SH Call DFND 4 25,400 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 22,754 175,000 SH Put DFND 4 175,000 0 0
ZIONS BANCORPORATION COM 989701107 13,496 435,072 SH   DFND 17 357,477 0 77,595
ZIONS BANCORPORATION COM 989701107 179 5,759 SH   DFND 21 5,759 0 0
ZOGENIX INC COM NEW 98978L204 402 37,586 SH   DFND 17 37,586 0 0
ZOETIS INC CL A 98978V103 11,680 224,579 SH   DFND 17 182,320 0 42,259
ZOETIS INC CL A 98978V103 7,294 142,954 SH   DFND 21 142,954 0 0
ZOETIS INC CALL 98978V903 2,434 46,800 SH Call DFND 4 46,800 0 0
ZOETIS INC PUT 98978V953 24,367 468,500 SH Put DFND 4 468,500 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,012 132,196 SH   DFND 17 19,803 0 112,393
EURONAV NV ANTWERPEN SHS B38564108 3,559 459,017 SH   DFND 21 181,894 0 277,123
DEUTSCHE BANK AG NAMEN AKT D18190898 34,627 2,744,735 SH   DFND 21 666,536 0 2,078,199
SOCIETE GENERALE DEBT 8.250%12/3 F849BQAA2 205 200,000 PRN   DFND 21 200,000 0 0
AIRCASTLE LTD COM G0129K104 6,814 343,118 SH   DFND 17 155,218 0 187,900
AIRCASTLE LTD COM G0129K104 132 6,659 SH   DFND 20 6,659 0 0
AIRCASTLE LTD COM G0129K104 8,737 441,597 SH   DFND 21 166,608 0 274,989
AIRCASTLE LTD COM G0129K104 66 3,320 SH   DFND 25 3,320 0 0
ALKERMES PLC SHS G01767105 3,272 70,008 SH   DFND 17 70,008 0 0
ALKERMES PLC SHS G01767105 1,023 21,900 SH   DFND 24 21,900 0 0
ALLERGAN PLC SHS G0177J108 38,303 166,312 SH   DFND 4 166,312 0 0
ALLERGAN PLC SHS G0177J108 109,993 477,531 SH   DFND 17 403,642 0 73,889
ALLERGAN PLC SHS G0177J108 35,690 154,931 SH   DFND 21 129,293 0 25,638
ALLERGAN PLC PFD CONV SER A G0177J116 193,937 236,080 SH   DFND 17 224,355 0 11,725
ALLERGAN PLC CALL G0177J908 17,066 74,100 SH Call DFND 4 74,100 0 0
ALLERGAN PLC PUT G0177J958 146,638 636,700 SH Put DFND 4 636,700 0 0
AMDOCS LTD SHS G02602103 48 830 SH   DFND 3 830 0 0
AMDOCS LTD SHS G02602103 14,493 250,606 SH   DFND 17 161,117 0 89,489
AMDOCS LTD SHS G02602103 1,036 17,908 SH   DFND 20 17,908 0 0
AMDOCS LTD SHS G02602103 45,701 790,470 SH   DFND 21 603,244 0 187,226
AMBARELLA INC SHS G037AX101 22,494 305,590 SH   DFND 17 305,590 0 0
AON PLC SHS CL A G0408V102 6,277 55,800 SH   DFND 3 55,800 0 0
AON PLC SHS CL A G0408V102 32 286 SH   DFND 17 0 0 286
AON PLC SHS CL A G0408V102 1,200 10,811 SH   DFND 21 10,811 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,702 30,174 SH   DFND 21 24,147 0 6,027
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9,677 207,732 SH   DFND 17 102,986 0 104,746
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 204 4,379 SH   DFND 20 4,379 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 27,523 591,941 SH   DFND 21 495,494 0 96,447
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 121 2,607 SH   DFND 25 2,607 0 0
ARRIS INTL INC SHS G0551A103 794 28,026 SH   DFND 17 28,026 0 0
ARRIS INTL INC SHS G0551A103 2,673 94,292 SH   DFND 21 50,067 0 44,225
ASSURED GUARANTY LTD COM G0585R106 461 16,600 SH   DFND 17 0 0 16,600
ASSURED GUARANTY LTD COM G0585R106 1,349 49,049 SH   DFND 21 46,199 0 2,850
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 2,693 170,790 SH   DFND 17 164,888 0 5,902
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 6,542 120,411 SH   DFND 17 120,411 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 10,833 199,578 SH   DFND 21 193,060 0 6,518
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 22 398 SH   DFND 25 398 0 0
AXALTA COATING SYS LTD COM G0750C108 28,345 1,004,082 SH   DFND 17 937,647 0 66,435
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 17,729 145,121 SH   DFND 17 127,533 0 17,588
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,421 28,000 SH   DFND 20 28,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 164,865 1,351,946 SH   DFND 21 1,161,183 0 190,763
BUNGE LIMITED COM G16962105 1,119 18,899 SH   DFND 17 18,899 0 0
BUNGE LIMITED COM G16962105 9,456 160,452 SH   DFND 21 160,452 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,784 40,006 SH   DFND 17 3,972 0 36,034
CREDICORP LTD COM G2519Y108 2,009 13,200 SH   DFND 17 0 0 13,200
CREDICORP LTD COM G2519Y108 590 3,901 SH   DFND 21 3,901 0 0
COSAN LTD SHS A G25343107 2,264 316,653 SH   DFND 17 13,300 0 303,353
DELPHI AUTOMOTIVE PLC SHS G27823106 77,253 1,083,663 SH   DFND 17 892,100 0 191,563
DELPHI AUTOMOTIVE PLC SHS G27823106 7,569 106,566 SH   DFND 21 92,467 0 14,099
EATON CORP PLC SHS G29183103 162,562 2,473,938 SH   DFND 3 2,471,838 0 2,100
EATON CORP PLC SHS G29183103 38,227 595,666 SH   DFND 17 595,176 0 490
EATON CORP PLC SHS G29183103 22,238 340,730 SH   DFND 21 151,939 0 188,791
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 4,840 73,951 SH   DFND 17 11,751 0 62,200
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 15,487 236,305 SH   DFND 21 108,825 0 127,480
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 133 2,028 SH   DFND 25 2,028 0 0
ENSCO PLC SHS CLASS A G3157S106 340 40,011 SH   DFND 21 40,011 0 0
ESSENT GROUP LTD COM G3198U102 13,811 519,034 SH   DFND 17 448,155 0 70,879
ESSENT GROUP LTD COM G3198U102 128 4,817 SH   DFND 21 4,817 0 0
EVEREST RE GROUP LTD COM G3223R108 5,941 31,275 SH   DFND 3 31,275 0 0
EVEREST RE GROUP LTD COM G3223R108 20,646 108,656 SH   DFND 17 72,568 0 36,088
EVEREST RE GROUP LTD COM G3223R108 169 888 SH   DFND 20 888 0 0
EVEREST RE GROUP LTD COM G3223R108 60,416 317,651 SH   DFND 21 219,820 0 97,831
EVEREST RE GROUP LTD COM G3223R108 192 1,013 SH   DFND 25 1,013 0 0
FABRINET SHS G3323L100 3,634 81,505 SH   DFND 17 62,025 0 19,480
FABRINET SHS G3323L100 4,358 99,343 SH   DFND 21 94,207 0 5,136
FLEETMATICS GROUP PLC COM G35569105 27,419 457,134 SH   DFND 21 457,134 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 8,869 148,064 SH   DFND 17 128,413 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 98 1,630 SH   DFND 20 1,630 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 7,191 120,181 SH   DFND 21 49,028 0 71,153
FRESH DEL MONTE PRODUCE INC ORD G36738105 4,024 67,828 SH   DFND 24 67,828 0 0
FRONTLINE LTD SHS NEW G3682E192 504 70,270 SH   DFND 17 0 0 70,270
FRONTLINE LTD SHS NEW G3682E192 711 100,362 SH   DFND 21 100,362 0 0
HELEN OF TROY CORP LTD COM G4388N106 85 985 SH   DFND 17 985 0 0
HELEN OF TROY CORP LTD COM G4388N106 685 8,083 SH   DFND 21 8,083 0 0
HERBALIFE LTD COM USD SHS G4412G101 264 4,300 SH   DFND 21 4,300 0 0
HORIZON PHARMA PLC SHS G4617B105 294 16,190 SH   DFND 17 16,190 0 0
HORIZON PHARMA PLC SHS G4617B105 1,289 71,309 SH   DFND 21 71,309 0 0
ICON PLC SHS G4705A100 7,754 101,604 SH   DFND 21 9,429 0 92,175
IHS MARKIT LTD SHS G47567105 37,550 1,000,000 SH   DFND 4 1,000,000 0 0
IHS MARKIT LTD SHS G47567105 8,288 220,715 SH   DFND 17 180,395 0 40,320
IHS MARKIT LTD SHS G47567105 1,782 47,775 SH   DFND 21 47,775 0 0
INGERSOLL-RAND PLC SHS G47791101 6,658 98,000 SH   DFND 3 98,000 0 0
INGERSOLL-RAND PLC SHS G47791101 820 12,073 SH   DFND 17 9,465 0 2,608
INGERSOLL-RAND PLC SHS G47791101 5,208 77,125 SH   DFND 21 25,278 0 51,847
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 706 28,417 SH   DFND 17 28,417 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 10,278 416,363 SH   DFND 21 365,334 0 51,029
WEATHERFORD INTL PLC ORD SHS G48833100 29,851 5,308,086 SH   DFND 17 5,274,421 0 33,665
WEATHERFORD INTL PLC ORD SHS G48833100 5,204 926,000 SH   DFND 20 926,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,832 322,500 SH   DFND 21 322,500 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,164 205,000 SH   DFND 24 205,000 0 0
INVESCO LTD SHS G491BT108 295 9,442 SH   DFND 17 9,000 0 442
INVESCO LTD SHS G491BT108 99 3,176 SH   DFND 20 3,176 0 0
INVESCO LTD SHS G491BT108 411 13,291 SH   DFND 21 7,924 0 5,367
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,771 55,058 SH   DFND 17 54,203 0 855
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,745 14,212 SH   DFND 21 12,386 0 1,826
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,506 28,500 SH   DFND 24 28,500 0 0
JOHNSON CTLS INTL PLC SHS G51502105 96,086 2,065,029 SH   DFND 17 2,048,215 0 16,814
JOHNSON CTLS INTL PLC SHS G51502105 47 1,020 SH   DFND 21 1,020 0 0
LIVANOVA PLC SHS G5509L101 12,617 210,382 SH   DFND 21 209,459 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 34,868 674,651 SH   DFND 21 674,651 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,348 106,259 SH   DFND 17 29,265 0 76,994
MAIDEN HOLDINGS LTD SHS G5753U112 3,844 303,812 SH   DFND 21 174,041 0 129,771
MALLINCKRODT PUB LTD CO SHS G5785G107 1,543 22,110 SH   DFND 17 19,519 0 2,591
MALLINCKRODT PUB LTD CO SHS G5785G107 9,865 141,945 SH   DFND 21 74,066 0 67,879
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 33,810 2,547,860 SH   DFND 17 1,923,500 0 624,360
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 139 10,464 SH   DFND 21 10,464 0 0
MEDTRONIC PLC SHS G5960L103 3,905 45,200 SH   DFND 3 45,200 0 0
MEDTRONIC PLC SHS G5960L103 36,744 425,432 SH   DFND 17 324,670 0 100,762
MEDTRONIC PLC SHS G5960L103 967 11,194 SH   DFND 20 11,194 0 0
MEDTRONIC PLC SHS G5960L103 158,687 1,849,451 SH   DFND 21 1,261,058 0 588,393
MEDTRONIC PLC SHS G5960L103 395 4,566 SH   DFND 25 4,566 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,599 55,523 SH   DFND 17 46,051 0 9,472
MICHAEL KORS HLDGS LTD SHS G60754101 8,023 171,245 SH   DFND 21 147,953 0 23,292
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 308 14,190 SH   DFND 17 14,190 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 656 30,024 SH   DFND 21 30,024 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,175 268,652 SH   DFND 21 258,110 0 10,542
NIELSEN HLDGS PLC SHS EUR G6518L108 370 6,910 SH   DFND 17 6,548 0 362
NIELSEN HLDGS PLC SHS EUR G6518L108 7,232 135,000 SH   DFND 20 135,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 133,991 2,502,613 SH   DFND 21 2,088,951 0 413,662
NOBLE CORP PLC SHS USD G65431101 3,589 566,114 SH   DFND 17 157,036 0 409,078
NOBLE CORP PLC SHS USD G65431101 12,368 1,958,861 SH   DFND 21 1,937,805 0 21,056
NOMAD HLDGS LTD USD ORD SHS G6564A105 240 20,321 SH   DFND 17 20,321 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 1,161 98,233 SH   DFND 21 98,233 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 3,247 321,124 SH   DFND 17 70,510 0 250,614
NORDIC AMERICAN TANKERS LIMI COM G65773106 8,591 858,918 SH   DFND 21 526,168 0 332,750
OM ASSET MGMT PLC SHS G67506108 12,549 902,163 SH   DFND 3 880,234 0 21,929
PROTHENA CORP PLC SHS G72800108 1,880 31,343 SH   DFND 17 31,343 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 469 3,900 SH   DFND 17 0 0 3,900
RENAISSANCERE HOLDINGS LTD COM G7496G103 156 1,300 SH   DFND 21 1,300 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 3,239 213,635 SH   DFND 17 0 0 213,635
ROWAN COMPANIES PLC SHS CL A G7665A101 965 63,662 SH   DFND 21 4,564 0 59,098
ROWAN COMPANIES PLC SHS CL A G7665A101 75 4,952 SH   DFND 25 4,952 0 0
SEADRILL LIMITED SHS G7945E105 327 135,430 SH   DFND 17 18,970 0 116,460
SEADRILL LIMITED SHS G7945E105 356 139,333 SH   DFND 21 139,333 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 12 322 SH   DFND 17 0 0 322
SEAGATE TECHNOLOGY PLC SHS G7945M107 640 16,904 SH   DFND 21 15,265 0 1,639
PENTAIR PLC SHS G7S00T104 30,096 468,488 SH   DFND 17 468,308 0 180
PENTAIR PLC SHS G7S00T104 1,998 31,118 SH   DFND 21 28,835 0 2,283
PENTAIR PLC SHS G7S00T104 7,995 127,000 SH   DFND 24 127,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 5,160 350,577 SH   DFND 17 31,425 0 319,152
SHIP FINANCE INTERNATIONAL L SHS G81075106 5,743 394,429 SH   DFND 21 213,954 0 180,475
SIGNET JEWELERS LIMITED SHS G81276100 1,246 16,716 SH   DFND 21 16,716 0 0
SINA CORP ORD G81477104 693 9,390 SH   DFND 17 100 0 9,290
STANDARD CHARTERED PLC DEBT 6.500%12/3 G84228CE6 6,579 7,000,000 PRN   DFND   7,000,000 0 0
STERIS PLC SHS USD G84720104 12,158 167,260 SH   DFND 21 145,280 0 21,980
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 107 14,219 SH   DFND 17 14,219 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 435 58,116 SH   DFND 21 58,116 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 1,685 46,499 SH   DFND 21 46,499 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 3,535 235,222 SH   DFND 17 235,222 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 871 180,628 SH   DFND 17 16,176 0 164,452
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 399 83,374 SH   DFND 21 83,374 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 134 2,693 SH   DFND 17 2,693 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,613 32,334 SH   DFND 21 29,317 0 3,017
WILLIS TOWERS WATSON PUB LTD SHS G96629103 8,259 62,207 SH   DFND 17 50,788 0 11,419
WILLIS TOWERS WATSON PUB LTD SHS G96629103 19 140 SH   DFND 21 140 0 0
PERRIGO CO PLC SHS G97822103 18 194 SH   DFND 17 40 0 154
PERRIGO CO PLC SHS G97822103 2,862 30,694 SH   DFND 21 30,694 0 0
XL GROUP LTD COM G98294104 229 6,798 SH   DFND 17 6,501 0 297
XL GROUP LTD COM G98294104 3,033 90,169 SH   DFND 21 82,090 0 8,079
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 971 23,969 SH   DFND 21 20,699 0 3,270
CHUBB LIMITED COM H1467J104 9,886 78,680 SH   DFND 17 21,020 0 57,660
CHUBB LIMITED COM H1467J104 733 5,830 SH   DFND 20 5,830 0 0
CHUBB LIMITED COM H1467J104 26,756 214,093 SH   DFND 21 177,638 0 36,455
GARMIN LTD SHS H2906T109 75,287 1,564,883 SH   DFND 17 1,186,551 0 378,332
GARMIN LTD SHS H2906T109 11,339 235,493 SH   DFND 21 232,762 0 2,731
UBS GROUP AG SHS H42097107 1,866 137,526 SH   DFND 17 117,012 0 20,514
UBS GROUP AG SHS H42097107 199,976 14,782,844 SH   DFND 21 10,364,540 0 4,418,304
UBS GROUP AG SHS H42097107 369 27,400 SH   DFND 24 27,400 0 0
UBS GROUP AG SHS H42097107 73 5,317 SH   DFND 25 5,317 0 0
LOGITECH INTL S A SHS H50430232 1,853 82,396 SH   DFND 17 26,888 0 55,508
LOGITECH INTL S A SHS H50430232 7,425 330,215 SH   DFND 21 292,968 0 37,247
TE CONNECTIVITY LTD REG SHS H84989104 3,166 49,184 SH   DFND 17 48,801 0 383
TE CONNECTIVITY LTD REG SHS H84989104 36,212 567,039 SH   DFND 21 483,784 0 83,255
TRANSOCEAN LTD REG SHS H8817H100 4 370 SH   DFND 17 0 0 370
TRANSOCEAN LTD REG SHS H8817H100 8,851 832,667 SH   DFND 21 818,074 0 14,593
ADECOAGRO S A COM L00849106 2,867 251,229 SH   DFND 17 211,429 0 39,800
ADECOAGRO S A COM L00849106 1,593 142,352 SH   DFND 21 142,352 0 0
ADECOAGRO S A COM L00849106 1,582 141,380 SH   DFND 24 141,380 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 2,070 64,621 SH   DFND 21 64,621 0 0
INTELSAT S A COM L5140P101 1,317 486,072 SH   DFND 17 486,072 0 0
TRINSEO S A SHS L9340P101 800 13,959 SH   DFND 17 13,959 0 0
TRINSEO S A SHS L9340P101 7,891 138,093 SH   DFND 21 114,548 0 23,545
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,330 17,327 SH   DFND 21 17,327 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 2,134 43,058 SH   DFND 17 43,058 0 0
ELBIT SYS LTD ORD M3760D101 19,838 207,915 SH   DFND 3 202,415 0 5,500
ELBIT SYS LTD ORD M3760D101 406 4,252 SH   DFND 17 912 0 3,340
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,307 53,349 SH   DFND 17 53,349 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 814 18,615 SH   DFND 21 16,986 0 1,629
ISRAEL CHEMICALS LTD SHS M5920A109 3,787 973,315 SH   DFND 17 973,315 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 251 41,264 SH   DFND 17 0 0 41,264
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1,014 9,173 SH   DFND 17 273 0 8,900
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 317 2,800 SH   DFND 21 2,800 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 187 12,499 SH   DFND 17 12,499 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 123 8,205 SH   DFND 21 0 0 8,205
AERCAP HOLDINGS NV SHS N00985106 14,267 371,226 SH   DFND 17 165,672 0 205,554
AERCAP HOLDINGS NV SHS N00985106 151 3,915 SH   DFND 20 3,915 0 0
AERCAP HOLDINGS NV SHS N00985106 30,454 798,462 SH   DFND 21 474,618 0 323,844
AERCAP HOLDINGS NV SHS N00985106 100 2,591 SH   DFND 25 2,591 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 2,700 24,635 SH   DFND 17 24,635 0 0
AVG TECHNOLOGIES N V SHS N07831105 23,295 931,419 SH   DFND 21 931,419 0 0
CNH INDL N V SHS N20944109 17,057 2,396,711 SH   DFND 21 1,202,299 0 1,194,412
CONSTELLIUM NV CL A N22035104 7,147 992,693 SH   DFND 21 992,693 0 0
FERRARI N V COM N3167Y103 6,625 127,720 SH   DFND 17 123,949 0 3,771
FERRARI N V COM N3167Y103 6,448 126,598 SH   DFND 21 99,040 0 27,558
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 2,204 344,347 SH   DFND 17 38,907 0 305,440
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 6,770 1,102,684 SH   DFND 21 1,002,287 0 100,397
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 66,586 1,041,810 SH   DFND 17 1,036,935 0 4,875
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 44,616 1,050,195 SH   DFND 17 1,005,325 0 44,870
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1,034 24,300 SH   DFND 21 24,300 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 28,805 357,210 SH   DFND 17 226,922 0 130,288
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 529 6,560 SH   DFND 20 6,560 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 100,976 1,253,654 SH   DFND 21 1,007,727 0 245,927
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 277 3,435 SH   DFND 25 3,435 0 0
MYLAN N V SHS EURO N59465109 15,845 414,295 SH   DFND 17 394,380 0 19,915
MYLAN N V SHS EURO N59465109 480 12,604 SH   DFND 20 12,604 0 0
MYLAN N V SHS EURO N59465109 45,455 1,185,775 SH   DFND 21 827,014 0 358,761
MYLAN N V SHS EURO N59465109 2,154 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 27,784 272,366 SH   DFND 17 214,021 0 58,345
NXP SEMICONDUCTORS N V COM N6596X109 7,989 80,715 SH   DFND 21 78,485 0 2,230
ORTHOFIX INTL N V COM N6748L102 1,020 23,850 SH   DFND 17 9,055 0 14,795
QIAGEN NV REG SHS N72482107 1,473 55,190 SH   DFND 17 55,190 0 0
QIAGEN NV REG SHS N72482107 2,625 96,489 SH   DFND 21 30,000 0 66,489
QIAGEN NV REG SHS N72482107 774 29,000 SH   DFND 24 29,000 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,588 41,036 SH   DFND 21 41,036 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,840 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 4,354 204,990 SH   DFND 21 144,990 0 60,000
COPA HOLDINGS SA CL A P31076105 203 2,305 SH   DFND 17 2,305 0 0
COPA HOLDINGS SA CL A P31076105 872 9,931 SH   DFND 21 9,931 0 0
AUSTRALIA & NEW ZEALA BKG 14 DEBT 4.400% 5/1 Q0426RND6 6,388 6,000,000 PRN   DFND 20 6,000,000 0 0
PLANET PAYMENT INC SHS U72603118 3,055 823,336 SH   DFND 17 799,829 0 23,507
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,553 34,065 SH   DFND 4 34,065 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 41,047 547,856 SH   DFND 17 455,947 0 91,909
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 126 1,678 SH   DFND 20 1,678 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12,814 171,950 SH   DFND 21 95,513 0 76,437
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 2,886 38,500 SH Put DFND 4 38,500 0 0
ARDMORE SHIPPING CORP COM Y0207T100 348 49,456 SH   DFND 17 0 0 49,456
ARDMORE SHIPPING CORP COM Y0207T100 347 49,352 SH   DFND 21 0 0 49,352
BROADCOM LTD SHS Y09827109 7,452 43,193 SH   DFND 3 43,193 0 0
BROADCOM LTD SHS Y09827109 195,554 1,133,515 SH   DFND 17 901,038 0 232,477
BROADCOM LTD SHS Y09827109 43,430 251,740 SH   DFND 20 251,740 0 0
BROADCOM LTD SHS Y09827109 29,869 173,160 SH   DFND 21 154,455 0 18,705
DHT HOLDINGS INC SHS NEW Y2065G121 3,218 768,074 SH   DFND 17 29,120 0 738,954
DHT HOLDINGS INC SHS NEW Y2065G121 3,565 866,150 SH   DFND 21 353,064 0 513,086
DORIAN LPG LTD SHS USD Y2106R110 317 52,759 SH   DFND 17 0 0 52,759
DORIAN LPG LTD SHS USD Y2106R110 50 8,577 SH   DFND 21 8,577 0 0
FLEX LTD ORD Y2573F102 700 51,382 SH   DFND 17 51,382 0 0
FLEX LTD ORD Y2573F102 175 12,871 SH   DFND 20 12,871 0 0
FLEX LTD ORD Y2573F102 29,687 2,208,392 SH   DFND 21 1,125,482 0 1,082,910
GENER8 MARITIME INC COM Y26889108 458 92,463 SH   DFND 21 92,463 0 0
SCORPIO TANKERS INC SHS Y7542C106 2,654 573,128 SH   DFND 17 245,062 0 328,066
SCORPIO TANKERS INC SHS Y7542C106 4,625 998,969 SH   DFND 21 998,969 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,051 415,352 SH   DFND 17 4,060 0 411,292
TEEKAY TANKERS LTD CL A Y8565N102 1,037 414,473 SH   DFND 21 52,608 0 361,865