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 5,519 248,050 SH   DFND 20 248,050 0 0
ABM INDS INC COM 000957100 737 26,977 SH   DFND 17 7,077 0 19,900
ABM INDS INC COM 000957100 1,571 57,521 SH   DFND 21 16,206 0 41,315
THE ADT CORPORATION COM 00101J106 179 6,002 SH   DFND 17 6,002 0 0
THE ADT CORPORATION COM 00101J106 8,274 276,725 SH   DFND 21 204,014 0 72,711
AFLAC INC COM 001055102 413 7,112 SH   DFND 4 7,112 0 0
AFLAC INC COM 001055102 500 8,602 SH   DFND 21 8,104 0 498
AFLAC INC CALL 001055902 430 7,400 SH Call DFND 4 7,400 0 0
AFLAC INC PUT 001055952 5,720 98,400 SH Put DFND 4 98,400 0 0
AGCO CORP COM 001084102 57,513 1,233,400 SH   DFND 17 1,227,600 0 5,800
AGCO CORP COM 001084102 247 5,296 SH   DFND 21 5,296 0 0
AGL RES INC COM 001204106 1,119 18,337 SH   DFND 17 18,337 0 0
AGL RES INC COM 001204106 16,959 277,835 SH   DFND 21 263,859 0 13,976
AG MTG INVT TR INC COM 001228105 1,523 100,084 SH   DFND 17 17,984 0 82,100
AG MTG INVT TR INC COM 001228105 4,022 264,288 SH   DFND 21 144,834 0 119,454
AES CORP COM 00130H105 1,548 158,163 SH   DFND 21 29,699 0 128,464
AK STL CORP NOTE 5.000%11/1 001546AP5 1,861 2,500,000 PRN   DFND 17 2,500,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 4,974 125,187 SH   DFND 17 104,209 0 20,978
AMAG PHARMACEUTICALS INC COM 00163U106 130 3,273 SH   DFND 21 290 0 2,983
AMC NETWORKS INC CL A 00164V103 9,906 135,390 SH   DFND 17 109,230 0 26,160
AMC ENTMT HLDGS INC CL A COM 00165C104 621 24,641 SH   DFND 17 15,571 0 9,070
AMC ENTMT HLDGS INC CL A COM 00165C104 434 17,234 SH   DFND 21 17,234 0 0
ANI PHARMACEUTICALS INC COM 00182C103 8,540 216,141 SH   DFND 17 213,241 0 2,900
AT&T INC COM 00206R102 444,971 13,657,798 SH   DFND 3 13,643,398 0 14,400
AT&T INC COM 00206R102 73,386 2,252,478 SH   DFND 4 2,252,478 0 0
AT&T INC COM 00206R102 135,616 4,162,561 SH   DFND 17 3,692,961 0 469,600
AT&T INC COM 00206R102 155,508 4,773,110 SH   DFND 21 2,914,130 0 1,858,980
AT&T INC COM 00206R102 3 100 SH   DFND 24 100 0 0
AT&T INC CALL 00206R902 5,734 176,000 SH Call DFND 4 176,000 0 0
AT&T INC PUT 00206R952 40,644 1,247,500 SH Put DFND 4 1,247,500 0 0
A10 NETWORKS INC COM 002121101 495 82,675 SH   DFND 17 0 0 82,675
AU OPTRONICS CORP SPONSORED ADR 002255107 60,221 20,344,998 SH   DFND 3 15,168,498 0 5,176,500
AU OPTRONICS CORP SPONSORED ADR 002255107 18,460 6,236,362 SH   DFND 17 6,236,362 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 894 301,888 SH   DFND 21 282,068 0 19,820
AVX CORP NEW COM 002444107 19,494 1,489,200 SH   DFND 3 1,417,300 0 71,900
ABAXIS INC COM 002567105 4,497 102,228 SH   DFND 17 91,303 0 10,925
ABAXIS INC COM 002567105 1,144 26,000 SH   DFND 24 26,000 0 0
ABBOTT LABS COM 002824100 3,862 96,033 SH   DFND 4 96,033 0 0
ABBOTT LABS COM 002824100 3,770 93,730 SH   DFND 17 52,395 0 41,335
ABBOTT LABS COM 002824100 502 12,493 SH   DFND 21 11,500 0 993
ABBOTT LABS CALL 002824900 652 16,200 SH Call DFND 4 16,200 0 0
ABBOTT LABS PUT 002824950 12,400 308,300 SH Put DFND 4 308,300 0 0
ABBVIE INC COM 00287Y109 206,758 3,800,000 SH   DFND 3 3,796,000 0 4,000
ABBVIE INC COM 00287Y109 24,488 450,066 SH   DFND 4 450,066 0 0
ABBVIE INC COM 00287Y109 234,002 4,300,719 SH   DFND 17 3,993,999 0 306,720
ABBVIE INC COM 00287Y109 27,074 497,593 SH   DFND 20 497,593 0 0
ABBVIE INC COM 00287Y109 175,004 3,216,403 SH   DFND 21 2,931,710 0 284,693
ABBVIE INC CALL 00287Y909 1,796 33,000 SH Call DFND 4 33,000 0 0
ABBVIE INC PUT 00287Y959 20,774 381,800 SH Put DFND 4 381,800 0 0
ABIOMED INC COM 003654100 2,052 22,120 SH   DFND 17 14,775 0 7,345
ABRAXAS PETE CORP COM 003830106 226 176,815 SH   DFND 17 172,665 0 4,150
ABRAXAS PETE CORP COM 003830106 267 208,432 SH   DFND 21 208,432 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 30,726 463,643 SH   DFND 17 400,305 0 63,338
ACADIA HEALTHCARE COMPANY IN COM 00404A109 232 3,500 SH   DFND 21 0 0 3,500
ACADIA PHARMACEUTICALS INC COM 004225108 1,779 53,800 SH   DFND 17 53,800 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 728 22,000 SH   DFND 24 22,000 0 0
ACETO CORP COM 004446100 6,417 233,757 SH   DFND 17 228,057 0 5,700
ACI WORLDWIDE INC COM 004498101 7,840 371,219 SH   DFND 17 371,219 0 0
ACTIVISION BLIZZARD INC COM 00507V109 380 12,300 SH   DFND 3 12,300 0 0
ACTIVISION BLIZZARD INC COM 00507V109 19,964 646,306 SH   DFND 17 570,076 0 76,230
ACTIVISION BLIZZARD INC COM 00507V109 17,132 554,610 SH   DFND 21 226,856 0 327,754
ACUITY BRANDS INC COM 00508Y102 20,872 118,873 SH   DFND 17 108,683 0 10,190
ACUITY BRANDS INC COM 00508Y102 5,089 28,986 SH   DFND 21 25,056 0 3,930
ACUITY BRANDS INC COM 00508Y102 9,411 53,599 SH   DFND 24 53,599 0 0
ADEPT TECHNOLOGY INC COM NEW 006854202 2,344 180,830 SH   DFND 21 180,830 0 0
ADEPTUS HEALTH INC CL A 006855100 11,128 137,793 SH   DFND 17 137,793 0 0
ADOBE SYS INC COM 00724F101 77,940 947,945 SH   DFND 17 739,625 0 208,320
ADOBE SYS INC COM 00724F101 36 433 SH   DFND 21 0 0 433
ADOBE SYS INC CALL 00724F901 1,052 12,800 SH Call DFND 4 12,800 0 0
ADOBE SYS INC PUT 00724F951 12,654 153,900 SH Put DFND 4 153,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 14,981 79,045 SH   DFND 17 64,930 0 14,115
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 417 76,000 SH   DFND 3 76,000 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 620 112,915 SH   DFND 17 112,915 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 2,838 516,905 SH   DFND 21 492,825 0 24,080
ADVAXIS INC COM NEW 007624208 785 76,704 SH   DFND 17 76,704 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 198 28,914 SH   DFND 21 28,914 0 0
AECOM COM 00766T100 385 14,000 SH   DFND 17 0 0 14,000
AECOM COM 00766T100 116 4,225 SH   DFND 21 1,789 0 2,436
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 22,370 28,680,000 PRN   DFND 17 28,680,000 0 0
AEGON N V NY REGISTRY SH 007924103 1,056 183,700 SH   DFND 3 183,700 0 0
AEGON N V NY REGISTRY SH 007924103 21,450 3,730,461 SH   DFND 17 3,730,461 0 0
ADVANCED ENERGY INDS COM 007973100 1,686 64,090 SH   DFND 17 43,765 0 20,325
AES TR III PFD CV 6.75% 00808N202 34,186 688,955 SH   DFND 17 688,955 0 0
AETNA INC NEW COM 00817Y108 28,802 263,248 SH   DFND 17 117,108 0 146,140
AETNA INC NEW COM 00817Y108 128,526 1,174,719 SH   DFND 21 777,602 0 397,117
AETNA INC NEW COM 00817Y108 372 3,400 SH   DFND 24 3,400 0 0
AETNA INC NEW CALL 00817Y908 821 7,500 SH Call DFND 4 7,500 0 0
AETNA INC NEW PUT 00817Y958 11,313 103,400 SH Put DFND 4 103,400 0 0
AFFYMETRIX INC COM 00826T108 712 83,325 SH   DFND 17 15,700 0 67,625
AGILENT TECHNOLOGIES INC COM 00846U101 48 1,394 SH   DFND 17 1,394 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 64,469 1,879,035 SH   DFND 21 1,425,024 0 454,011
AGILENT TECHNOLOGIES INC COM 00846U101 288 8,400 SH   DFND 24 8,400 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 2,647 37,500 SH   DFND 17 37,500 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 988 14,000 SH   DFND 24 14,000 0 0
AGRIUM INC COM 008916108 8,107 69,100 SH   DFND 3 69,100 0 0
AGRIUM INC COM 008916108 865 7,376 SH   DFND 17 7,376 0 0
AGRIUM INC COM 008916108 15,447 131,671 SH   DFND 21 119,520 0 12,151
AIR LEASE CORP CL A 00912X302 21,090 682,071 SH   DFND 17 485,283 0 196,788
AIR LEASE CORP CL A 00912X302 24,704 798,961 SH   DFND 21 524,427 0 274,534
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 42,510 34,000,000 PRN   DFND 17 29,850,000 0 4,150,000
AIR PRODS & CHEMS INC COM 009158106 762 5,973 SH   DFND 4 5,973 0 0
AIR PRODS & CHEMS INC COM 009158106 126 987 SH   DFND 21 800 0 187
AIR PRODS & CHEMS INC CALL 009158906 255 2,000 SH Call DFND 4 2,000 0 0
AIR PRODS & CHEMS INC PUT 009158956 5,856 45,900 SH Put DFND 4 45,900 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 354 41,400 SH   DFND 17 0 0 41,400
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 757 280,000 PRN   DFND 17 280,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,537 65,690 SH   DFND 17 46,175 0 19,515
AKAMAI TECHNOLOGIES INC COM 00971T101 12 176 SH   DFND 21 0 0 176
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 113,086 107,725,000 PRN   DFND 17 101,700,000 0 6,025,000
AKORN INC COM 009728106 1,508 52,905 SH   DFND 17 52,905 0 0
AKORN INC COM 009728106 542 19,000 SH   DFND 24 19,000 0 0
ALASKA AIR GROUP INC COM 011659109 7,508 94,500 SH   DFND 3 94,500 0 0
ALASKA AIR GROUP INC COM 011659109 19,583 246,485 SH   DFND 17 147,885 0 98,600
ALASKA AIR GROUP INC COM 011659109 66,669 839,128 SH   DFND 21 485,646 0 353,482
ALBANY MOLECULAR RESH INC COM 012423109 13,253 760,806 SH   DFND 17 750,940 0 9,866
ALCOA INC COM 013817101 5,566 576,188 SH   DFND 17 213,388 0 362,800
ALCOA INC COM 013817101 28,976 2,999,571 SH   DFND 21 2,833,000 0 166,571
ALCOA INC DEP SHS 1/10TH 013817309 34,915 1,045,345 SH   DFND 17 1,045,345 0 0
ALCOA INC PUT 013817951 2,318 240,000 SH Put DFND 21 240,000 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 445 13,570 SH   DFND 17 13,570 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 180 5,500 SH   DFND 24 5,500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 527 3,367 SH   DFND 4 3,367 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 109,912 702,809 SH   DFND 17 608,294 0 94,515
ALEXION PHARMACEUTICALS INC COM 015351109 3,138 20,067 SH   DFND 21 17,134 0 2,933
ALEXION PHARMACEUTICALS INC COM 015351109 10,290 65,800 SH   DFND 24 65,800 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 798 5,100 SH Call DFND 4 5,100 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 4,895 31,300 SH Put DFND 4 31,300 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 2,346 15,000 SH Put DFND 21 15,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,045 17,718 SH   DFND 4 14,207 0 3,511
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 38,509 653,020 SH   DFND 17 642,705 0 10,315
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,806 166,285 SH   DFND 20 166,285 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 481 8,153 SH   DFND 21 8,153 0 0
ALLETE INC COM NEW 018522300 70,459 1,395,500 SH   DFND 3 1,373,200 0 22,300
ALLETE INC COM NEW 018522300 406 8,046 SH   DFND 17 8,046 0 0
ALLETE INC COM NEW 018522300 2,096 41,513 SH   DFND 21 28,028 0 13,485
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,347 20,648 SH   DFND 17 4,148 0 16,500
ALLIANCE DATA SYSTEMS CORP COM 018581108 7,614 29,400 SH   DFND 21 20,049 0 9,351
ALLIANCE ONE INTL INC COM NEW 018772301 6,626 325,114 SH   DFND 4 325,114 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 38,389 1,724,583 SH   DFND 3 1,691,183 0 33,400
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 31 1,400 SH   DFND 21 1,400 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 32,745 1,230,998 SH   DFND 3 1,212,510 0 18,488
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 34,118 33,490,000 PRN   DFND 17 33,490,000 0 0
ALLSTATE CORP COM 020002101 6,901 118,500 SH   DFND 3 118,500 0 0
ALLSTATE CORP COM 020002101 1,914 32,870 SH   DFND 4 32,870 0 0
ALLSTATE CORP COM 020002101 16,078 276,071 SH   DFND 17 181,471 0 94,600
ALLSTATE CORP COM 020002101 78,638 1,350,244 SH   DFND 21 925,032 0 425,212
ALLSTATE CORP CALL 020002901 973 16,700 SH Call DFND 4 16,700 0 0
ALLSTATE CORP PUT 020002951 6,249 107,300 SH Put DFND 4 107,300 0 0
ALLY FINL INC COM 02005N100 141,280 6,932,296 SH   DFND 4 6,932,296 0 0
ALLY FINL INC COM 02005N100 161 7,905 SH   DFND 17 0 0 7,905
ALLY FINL INC COM 02005N100 1,374 67,414 SH   DFND 21 5,626 0 61,788
ALMOST FAMILY INC COM 020409108 480 11,987 SH   DFND 21 11,987 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,041 37,840 SH   DFND 17 37,840 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,052 13,090 SH   DFND 24 13,090 0 0
ALON USA ENERGY INC COM 020520102 410 22,700 SH   DFND 17 0 0 22,700
ALON USA ENERGY INC COM 020520102 5,960 329,838 SH   DFND 21 133,909 0 195,929
ALON USA PARTNERS LP UT LTDPART INT 02052T109 23,035 988,200 SH   DFND 3 951,800 0 36,400
ALON USA PARTNERS LP UT LTDPART INT 02052T109 37 1,600 SH   DFND 17 1,600 0 0
ALTERA CORP COM 021441100 7,303 145,828 SH   DFND 4 145,828 0 0
ALTERA CORP COM 021441100 8,782 175,368 SH   DFND 21 175,130 0 238
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 512 36,800 SH   DFND 17 0 0 36,800
ALTRIA GROUP INC COM 02209S103 11,892 218,600 SH   DFND 3 218,600 0 0
ALTRIA GROUP INC COM 02209S103 24,347 447,557 SH   DFND 17 188,957 0 258,600
ALTRIA GROUP INC COM 02209S103 130,603 2,400,792 SH   DFND 21 1,707,452 0 693,340
ALTRIA GROUP INC CALL 02209S903 2,007 36,900 SH Call DFND 4 36,900 0 0
ALTRIA GROUP INC PUT 02209S953 32,341 594,500 SH Put DFND 4 594,500 0 0
ALZA CORP SDCV 7/2 02261WAB5 874 680,000 PRN   DFND 17 680,000 0 0
AMAZON COM INC COM 023135106 664,705 1,298,530 SH   DFND 17 1,117,213 0 181,317
AMAZON COM INC COM 023135106 11,114 21,711 SH   DFND 21 19,829 0 1,882
AMAZON COM INC COM 023135106 51 100 SH   DFND 24 100 0 0
AMAZON COM INC CALL 023135906 7,678 15,000 SH Call DFND 4 15,000 0 0
AMAZON COM INC PUT 023135956 86,202 168,400 SH Put DFND 4 168,400 0 0
AMAYA INC COM 02314M108 1,089 60,015 SH   DFND 4 48,114 0 11,901
AMBEV SA SPONSORED ADR 02319V103 2,877 587,084 SH   DFND 17 587,084 0 0
AMBEV SA SPONSORED ADR 02319V103 14,861 3,032,879 SH   DFND 21 3,032,879 0 0
AMERCO COM 023586100 330 838 SH   DFND 17 838 0 0
AMERCO COM 023586100 687 1,747 SH   DFND 21 1,747 0 0
AMEREN CORP COM 023608102 13,737 324,977 SH   DFND 4 324,977 0 0
AMEREN CORP COM 023608102 18,408 435,491 SH   DFND 17 308,791 0 126,700
AMEREN CORP COM 023608102 89,241 2,111,208 SH   DFND 21 1,365,136 0 746,072
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 217 41,710 SH   DFND 17 41,710 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 94,292 5,697,380 SH   DFND 3 4,369,161 0 1,328,219
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 22,554 1,362,752 SH   DFND 17 1,362,752 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,334 201,468 SH   DFND 21 193,589 0 7,879
AMERICAN AIRLS GROUP INC COM 02376R102 2,145 55,235 SH   DFND 4 55,235 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,850 73,397 SH   DFND 17 14,897 0 58,500
AMERICAN AIRLS GROUP INC COM 02376R102 44,878 1,155,744 SH   DFND 21 774,022 0 381,722
AMERICAN AIRLS GROUP INC PUT 02376R952 5,227 134,600 SH Put DFND 4 134,600 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 409 20,500 SH   DFND 17 0 0 20,500
AMERICAN CAPITAL AGENCY CORP COM 02503X105 151,444 8,098,586 SH   DFND 4 7,827,225 0 271,361
AMERICAN CAPITAL AGENCY CORP COM 02503X105 854 45,673 SH   DFND 17 45,673 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 409 21,880 SH   DFND 21 8,664 0 13,216
AMERICAN ELEC PWR INC COM 025537101 229,873 4,042,796 SH   DFND 3 4,038,696 0 4,100
AMERICAN ELEC PWR INC COM 025537101 70,439 1,238,814 SH   DFND 17 1,137,014 0 101,800
AMERICAN ELEC PWR INC COM 025537101 71,831 1,263,304 SH   DFND 21 651,321 0 611,983
AMERICAN ELEC PWR INC CALL 025537901 864 15,200 SH Call DFND 4 15,200 0 0
AMERICAN ELEC PWR INC PUT 025537951 5,379 94,600 SH Put DFND 4 94,600 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 700 44,759 SH   DFND 17 17,164 0 27,595
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 629 40,222 SH   DFND 21 11,781 0 28,441
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,599 111,495 SH   DFND 17 95,795 0 15,700
AMERICAN EQTY INVT LIFE HLD COM 025676206 4,966 213,063 SH   DFND 21 155,782 0 57,281
AMERICAN EXPRESS CO COM 025816109 6,568 88,607 SH   DFND 4 88,607 0 0
AMERICAN EXPRESS CO COM 025816109 64 866 SH   DFND 17 866 0 0
AMERICAN EXPRESS CO COM 025816109 113,454 1,530,720 SH   DFND 21 1,220,489 0 310,231
AMERICAN EXPRESS CO CALL 025816909 682 9,200 SH Call DFND 4 9,200 0 0
AMERICAN EXPRESS CO PUT 025816959 18,117 244,400 SH Put DFND 4 244,400 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 65,351 948,350 SH   DFND 3 931,250 0 17,100
AMERICAN FINL GROUP INC OHIO COM 025932104 7,806 113,281 SH   DFND 17 36,181 0 77,100
AMERICAN FINL GROUP INC OHIO COM 025932104 16,094 233,546 SH   DFND 21 76,450 0 157,096
AMERICAN HOMES 4 RENT CL A 02665T306 418 25,990 SH   DFND 17 25,990 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,048 18,444 SH   DFND 4 18,444 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,590 80,781 SH   DFND 17 80,781 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 51,211 901,290 SH   DFND 21 900,235 0 1,055
AMERICAN INTL GROUP INC CALL 026874904 1,955 34,400 SH Call DFND 4 34,400 0 0
AMERICAN INTL GROUP INC PUT 026874954 17,199 302,700 SH Put DFND 4 302,700 0 0
AMERICAN NATL INS CO COM 028591105 332 3,397 SH   DFND 21 3,397 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 3,419 94,542 SH   DFND 17 37,042 0 57,500
AMERICAN RAILCAR INDS INC COM 02916P103 8,224 227,425 SH   DFND 21 192,259 0 35,166
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,425 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 13,557 785,000 SH   DFND 4 785,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 4,037 45,882 SH   DFND 4 45,882 0 0
AMERICAN TOWER CORP NEW COM 03027X100 653 7,422 SH   DFND 17 7,422 0 0
AMERICAN TOWER CORP NEW COM 03027X100 7,057 80,215 SH   DFND 21 79,887 0 328
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 84,042 850,200 SH   DFND 17 791,985 0 58,215
AMERICAN TOWER CORP NEW CALL 03027X900 572 6,500 SH Call DFND 4 6,500 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 14,640 166,400 SH Put DFND 4 166,400 0 0
AMERICAN VANGUARD CORP COM 030371108 3,416 295,491 SH   DFND 17 288,284 0 7,207
AMERICAN WTR WKS CO INC NEW COM 030420103 33,921 615,841 SH   DFND 17 615,841 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,816 32,966 SH   DFND 21 29,356 0 3,610
AMERICAN WTR WKS CO INC NEW COM 030420103 3,470 63,000 SH   DFND 24 63,000 0 0
AMERICAN WOODMARK CORP COM 030506109 9,310 143,521 SH   DFND 17 143,521 0 0
AMERISAFE INC COM 03071H100 15,096 303,553 SH   DFND 17 274,654 0 28,899
AMERISAFE INC COM 03071H100 64 1,280 SH   DFND 21 0 0 1,280
AMERISOURCEBERGEN CORP COM 03073E105 1,309 13,783 SH   DFND 4 13,783 0 0
AMERISOURCEBERGEN CORP COM 03073E105 15,310 161,175 SH   DFND 17 109,900 0 51,275
AMERISOURCEBERGEN CORP COM 03073E105 41,452 436,384 SH   DFND 21 258,676 0 177,708
AMERISOURCEBERGEN CORP PUT 03073E955 5,262 55,400 SH Put DFND 4 55,400 0 0
AMERIPRISE FINL INC COM 03076C106 188,182 1,724,386 SH   DFND 3 1,722,486 0 1,900
AMERIPRISE FINL INC COM 03076C106 89,634 821,353 SH   DFND 17 703,678 0 117,675
AMERIPRISE FINL INC COM 03076C106 63,107 578,278 SH   DFND 21 527,106 0 51,172
AMERIPRISE FINL INC COM 03076C106 360 3,300 SH   DFND 24 3,300 0 0
AMERIS BANCORP COM 03076K108 2,692 93,636 SH   DFND 17 93,636 0 0
AMETEK INC NEW COM 031100100 65,781 1,257,275 SH   DFND 17 1,047,941 0 209,334
AMETEK INC NEW COM 031100100 44,767 855,635 SH   DFND 20 855,635 0 0
AMETEK INC NEW COM 031100100 92,704 1,771,867 SH   DFND 21 1,479,006 0 292,861
AMETEK INC NEW COM 031100100 10,211 195,172 SH   DFND 24 195,172 0 0
AMGEN INC COM 031162100 9,312 67,323 SH   DFND 4 67,323 0 0
AMGEN INC COM 031162100 212,252 1,534,503 SH   DFND 17 1,418,258 0 116,245
AMGEN INC COM 031162100 157,875 1,141,378 SH   DFND 21 761,856 0 379,522
AMGEN INC COM 031162100 6,390 46,200 SH   DFND 24 46,200 0 0
AMGEN INC CALL 031162900 2,587 18,700 SH Call DFND 4 18,700 0 0
AMGEN INC CALL 031162900 11,066 80,000 SH Call DFND 17 80,000 0 0
AMGEN INC PUT 031162950 40,071 289,700 SH Put DFND 4 289,700 0 0
AMICUS THERAPEUTICS INC COM 03152W109 149 10,650 SH   DFND 17 0 0 10,650
AMPHENOL CORP NEW CL A 032095101 100,637 1,974,820 SH   DFND 17 1,964,020 0 10,800
AMPHENOL CORP NEW CL A 032095101 45,714 897,047 SH   DFND 21 631,219 0 265,828
AMSURG CORP COM 03232P405 30,932 398,044 SH   DFND 17 304,310 0 93,734
AMSURG CORP COM 03232P405 9,156 117,819 SH   DFND 21 79,134 0 38,685
AMSURG CORP PFD CNV SR A-1 % 03232P504 34,310 233,400 SH   DFND 17 204,935 0 28,465
AMTRUST FINL SVCS INC COM 032359309 7,437 118,089 SH   DFND 17 63,489 0 54,600
AMTRUST FINL SVCS INC COM 032359309 16,610 263,737 SH   DFND 21 153,021 0 110,716
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 49,430 50,132,000 PRN   DFND 17 44,006,000 0 6,126,000
ANACOR PHARMACEUTICALS INC COM 032420101 6,044 51,350 SH   DFND 17 40,830 0 10,520
ANACOR PHARMACEUTICALS INC COM 032420101 1,059 9,000 SH   DFND 24 9,000 0 0
ANADARKO PETE CORP COM 032511107 9,138 151,323 SH   DFND 4 151,323 0 0
ANADARKO PETE CORP COM 032511107 805 13,325 SH   DFND 17 13,325 0 0
ANADARKO PETE CORP COM 032511107 2,675 44,300 SH   DFND 20 44,300 0 0
ANADARKO PETE CORP COM 032511107 53,962 893,564 SH   DFND 21 701,875 0 191,689
ANADARKO PETE CORP COM 032511107 646 10,700 SH   DFND 24 10,700 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 10,462 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 386 6,400 SH Call DFND 4 6,400 0 0
ANADARKO PETE CORP PUT 032511957 12,332 204,200 SH Put DFND 4 204,200 0 0
ANALOG DEVICES INC COM 032654105 870 15,428 SH   DFND 4 15,428 0 0
ANALOG DEVICES INC COM 032654105 10,542 186,873 SH   DFND 17 151,718 0 35,155
ANALOG DEVICES INC COM 032654105 185 3,276 SH   DFND 21 3,000 0 276
ANALOG DEVICES INC CALL 032654905 316 5,600 SH Call DFND 4 5,600 0 0
ANALOG DEVICES INC PUT 032654955 3,920 69,500 SH Put DFND 4 69,500 0 0
ANCHOR BANCORP WIS INC DEL COM 03283P106 956 22,435 SH   DFND 17 22,435 0 0
ANDERSONS INC COM 034164103 55,880 1,640,642 SH   DFND 3 1,614,392 0 26,250
ANDERSONS INC COM 034164103 203 5,970 SH   DFND 21 5,970 0 0
ANGIES LIST INC COM 034754101 423 83,945 SH   DFND 17 0 0 83,945
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 13,279 1,621,406 SH   DFND 21 1,621,406 0 0
ANNALY CAP MGMT INC COM 035710409 48,605 4,924,514 SH   DFND 4 4,924,514 0 0
ANNALY CAP MGMT INC COM 035710409 1,480 149,945 SH   DFND 17 149,945 0 0
ANNALY CAP MGMT INC COM 035710409 6,519 660,501 SH   DFND 21 528,285 0 132,216
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 1,106 181,559 SH   DFND 17 173,219 0 8,340
ANTHEM INC COM 036752103 849 6,066 SH   DFND 4 6,066 0 0
ANTHEM INC COM 036752103 31,277 223,408 SH   DFND 17 118,393 0 105,015
ANTHEM INC COM 036752103 126,200 901,429 SH   DFND 21 580,092 0 321,337
ANTHEM INC UNIT 05/01/20188 036752202 222,122 4,595,000 SH   DFND 17 4,401,420 0 193,580
ANTHEM INC CALL 036752903 672 4,800 SH Call DFND 4 4,800 0 0
ANTHEM INC PUT 036752953 12,236 87,400 SH Put DFND 4 87,400 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 375 75,931 SH   DFND 17 75,931 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,072 217,051 SH   DFND 21 123,802 0 93,249
APACHE CORP COM 037411105 3,750 95,751 SH   DFND 4 95,751 0 0
APACHE CORP COM 037411105 4,266 108,936 SH   DFND 17 108,936 0 0
APACHE CORP COM 037411105 1,077 27,501 SH   DFND 21 27,157 0 344
APACHE CORP CALL 037411905 411 10,500 SH Call DFND 4 10,500 0 0
APACHE CORP PUT 037411955 4,601 117,500 SH Put DFND 4 117,500 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,934 79,244 SH   DFND 4 72,746 0 6,498
APOLLO INVT CORP COM 03761U106 1,115 203,417 SH   DFND 17 19,917 0 183,500
APOLLO INVT CORP COM 03761U106 2,967 541,351 SH   DFND 21 91,097 0 450,254
APOLLO COML REAL EST FIN INC COM 03762U105 3,870 246,342 SH   DFND 17 103,742 0 142,600
APOLLO COML REAL EST FIN INC COM 03762U105 6,851 436,061 SH   DFND 21 313,071 0 122,990
APPLE INC COM 037833100 163,250 1,480,050 SH   DFND 3 1,478,750 0 1,300
APPLE INC COM 037833100 5,738 52,026 SH   DFND 4 52,026 0 0
APPLE INC COM 037833100 864,365 7,836,487 SH   DFND 17 6,524,608 0 1,311,879
APPLE INC COM 037833100 45,889 416,036 SH   DFND 20 416,036 0 0
APPLE INC COM 037833100 691,801 6,271,998 SH   DFND 21 4,657,549 0 1,614,449
APPLE INC COM 037833100 132 1,200 SH   DFND 24 1,200 0 0
APPLE INC CALL 037833900 25,490 231,100 SH Call DFND 4 231,100 0 0
APPLE INC CALL 037833900 42,333 383,800 SH Call DFND 17 383,800 0 0
APPLE INC PUT 037833950 133,529 1,210,600 SH Put DFND 4 1,210,600 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 58,705 1,538,800 SH   DFND 3 1,513,400 0 25,400
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,166 30,564 SH   DFND 17 30,564 0 0
APPLIED MATLS INC COM 038222105 4,560 310,416 SH   DFND 4 310,416 0 0
APPLIED MATLS INC COM 038222105 163 11,091 SH   DFND 17 11,091 0 0
APPLIED MATLS INC COM 038222105 681 46,378 SH   DFND 21 45,289 0 1,089
APPLIED MATLS INC CALL 038222905 320 21,800 SH Call DFND 4 21,800 0 0
APPLIED MATLS INC PUT 038222955 5,988 407,600 SH Put DFND 4 407,600 0 0
AQUA AMERICA INC COM 03836W103 10,791 407,654 SH   DFND 17 407,654 0 0
AQUA AMERICA INC COM 03836W103 1,117 42,204 SH   DFND 21 31,915 0 10,289
AQUA AMERICA INC COM 03836W103 1,668 63,000 SH   DFND 24 63,000 0 0
ARAMARK COM 03852U106 251 8,470 SH   DFND 17 6,730 0 1,740
ARCHER DANIELS MIDLAND CO COM 039483102 6,504 156,900 SH   DFND 3 156,900 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,573 62,082 SH   DFND 4 62,082 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 65,084 1,570,169 SH   DFND 17 1,429,769 0 140,400
ARCHER DANIELS MIDLAND CO COM 039483102 113,247 2,732,132 SH   DFND 21 1,968,260 0 763,872
ARCHER DANIELS MIDLAND CO COM 039483102 5,177 124,900 SH   DFND 24 124,900 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 303 7,300 SH Call DFND 4 7,300 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 6,723 162,200 SH Put DFND 4 162,200 0 0
ARENA PHARMACEUTICALS INC COM 040047102 443 232,130 SH   DFND 17 232,130 0 0
ARENA PHARMACEUTICALS INC COM 040047102 172 90,000 SH   DFND 24 90,000 0 0
ARGAN INC COM 04010E109 1,603 46,220 SH   DFND 17 22,905 0 23,315
ARES CAP CORP COM 04010L103 3,982 275,000 SH   DFND 3 275,000 0 0
ARES CAP CORP COM 04010L103 35 2,425 SH   DFND 17 2,425 0 0
ARES CAP CORP COM 04010L103 1,024 70,691 SH   DFND 21 0 0 70,691
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 3,000 3,000,000 PRN   DFND 17 3,000,000 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2,400 2,400,000 PRN   DFND 21 2,400,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 967 80,634 SH   DFND 17 80,634 0 0
ARISTA NETWORKS INC COM 040413106 10,041 164,100 SH   DFND 17 134,855 0 29,245
ARLINGTON ASSET INVT CORP CL A NEW 041356205 530 37,728 SH   DFND 17 6,228 0 31,500
ARLINGTON ASSET INVT CORP CL A NEW 041356205 2,823 200,897 SH   DFND 21 54,333 0 146,564
ARRIS GROUP INC NEW COM 04270V106 1,765 67,960 SH   DFND 17 27,560 0 40,400
ARRIS GROUP INC NEW COM 04270V106 3,399 130,879 SH   DFND 21 109,808 0 21,071
ARRIS GROUP INC NEW PUT 04270V956 935 36,000 SH Put DFND 21 36,000 0 0
ARROW ELECTRS INC COM 042735100 12,245 221,514 SH   DFND 17 98,414 0 123,100
ARROW ELECTRS INC COM 042735100 38,273 692,351 SH   DFND 21 457,672 0 234,679
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 28,927 821,100 SH   DFND 3 808,300 0 12,800
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 25,213 25,025,000 PRN   DFND 17 25,025,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,131 26,261 SH   DFND 21 0 0 26,261
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 17,552 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 565 92,620 SH   DFND 17 92,620 0 0
ASHLAND INC NEW COM 044209104 20,448 203,220 SH   DFND 17 199,415 0 3,805
ASHLAND INC NEW COM 044209104 5,673 56,383 SH   DFND 21 24,397 0 31,986
ASHLAND INC NEW COM 044209104 503 5,000 SH   DFND 24 5,000 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,642 43,325 SH   DFND 17 20,470 0 22,855
ASSOCIATED BANC CORP COM 045487105 454 25,285 SH   DFND 21 18,991 0 6,294
ASSURANT INC COM 04621X108 7,948 100,600 SH   DFND 3 100,600 0 0
ASSURANT INC COM 04621X108 3,120 39,493 SH   DFND 17 39,493 0 0
ASSURANT INC COM 04621X108 54,028 683,806 SH   DFND 21 515,902 0 167,904
ATLANTIC PWR CORP COM NEW 04878Q863 95 38,613 SH   DFND 21 38,613 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 486 14,075 SH   DFND 17 3,575 0 10,500
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 940 27,213 SH   DFND 21 19,818 0 7,395
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 183 230,000 PRN   DFND 17 0 0 230,000
ATMOS ENERGY CORP COM 049560105 4,998 85,902 SH   DFND 17 27,077 0 58,825
ATMOS ENERGY CORP COM 049560105 16,213 278,665 SH   DFND 21 223,609 0 55,056
ATRICURE INC COM 04963C209 4,871 222,311 SH   DFND 17 216,935 0 5,376
ATWOOD OCEANICS INC COM 050095108 2,067 139,539 SH   DFND 17 11,739 0 127,800
ATWOOD OCEANICS INC COM 050095108 7,248 489,391 SH   DFND 21 107,250 0 382,141
AUTOBYTEL INC COM NEW 05275N205 5,807 346,261 SH   DFND 17 336,968 0 9,293
AUTOMATIC DATA PROCESSING IN COM 053015103 10,256 127,625 SH   DFND 17 81,100 0 46,525
AUTOMATIC DATA PROCESSING IN COM 053015103 249 3,104 SH   DFND 21 2,800 0 304
AUTOMATIC DATA PROCESSING IN CALL 053015903 362 4,500 SH Call DFND 4 4,500 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 2,949 36,700 SH Put DFND 4 36,700 0 0
AUTONATION INC COM 05329W102 895 15,381 SH   DFND 17 15,381 0 0
AUTONATION INC COM 05329W102 9,737 167,363 SH   DFND 21 159,352 0 8,011
AUTOZONE INC COM 053332102 279 386 SH   DFND 4 386 0 0
AUTOZONE INC COM 053332102 36 50 SH   DFND 17 50 0 0
AUTOZONE INC COM 053332102 21,863 30,205 SH   DFND 21 23,415 0 6,790
AUTOZONE INC PUT 053332952 10,568 14,600 SH Put DFND 4 14,600 0 0
AVALONBAY CMNTYS INC COM 053484101 3,927 22,463 SH   DFND 4 19,694 0 2,769
AVALONBAY CMNTYS INC COM 053484101 27 155 SH   DFND 17 155 0 0
AVALONBAY CMNTYS INC COM 053484101 102 586 SH   DFND 21 485 0 101
AVALONBAY CMNTYS INC PUT 053484951 1,364 7,800 SH Put DFND 4 7,800 0 0
AVERY DENNISON CORP COM 053611109 2,160 38,175 SH   DFND 17 14,275 0 23,900
AVERY DENNISON CORP COM 053611109 6,337 112,012 SH   DFND 21 103,342 0 8,670
AVINGER INC COM 053734109 1,176 79,912 SH   DFND 17 75,751 0 4,161
AVISTA CORP COM 05379B107 4,738 142,494 SH   DFND 17 12,494 0 130,000
AVISTA CORP COM 05379B107 12,994 390,786 SH   DFND 21 249,883 0 140,903
AVNET INC COM 053807103 8,203 192,200 SH   DFND 3 192,200 0 0
AVNET INC COM 053807103 6,131 143,644 SH   DFND 17 99,244 0 44,400
AVNET INC COM 053807103 21,315 499,409 SH   DFND 21 472,007 0 27,402
BB&T CORP COM 054937107 6,700 188,200 SH   DFND 3 188,200 0 0
BB&T CORP COM 054937107 869 24,404 SH   DFND 4 24,404 0 0
BB&T CORP COM 054937107 1,168 32,806 SH   DFND 17 32,806 0 0
BB&T CORP COM 054937107 3,410 95,774 SH   DFND 21 94,972 0 802
BB&T CORP CALL 054937907 381 10,700 SH Call DFND 4 10,700 0 0
BB&T CORP PUT 054937957 5,938 166,800 SH Put DFND 4 166,800 0 0
B & G FOODS INC NEW COM 05508R106 255 7,000 SH   DFND 17 7,000 0 0
BCE INC COM NEW 05534B760 8,836 164,915 SH   DFND 17 106,815 0 58,100
BCE INC COM NEW 05534B760 55,599 1,037,744 SH   DFND 21 560,864 0 476,880
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 28,254 27,365,000 PRN   DFND 17 27,365,000 0 0
BOK FINL CORP COM NEW 05561Q201 44,003 680,000 SH   DFND 3 662,400 0 17,600
BOK FINL CORP COM NEW 05561Q201 749 11,570 SH   DFND 17 11,570 0 0
BOFI HLDG INC COM 05566U108 616 4,785 SH   DFND 17 0 0 4,785
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 13,926 828,900 SH   DFND 3 819,482 0 9,418
BAIDU INC SPON ADR REP A 056752108 1,573 11,451 SH   DFND   11,451 0 0
BAIDU INC SPON ADR REP A 056752108 1,879 13,673 SH   DFND 4 11,020 0 2,653
BAIDU INC SPON ADR REP A 056752108 319 2,319 SH   DFND 17 239 0 2,080
BAIDU INC SPON ADR REP A 056752108 26,479 192,722 SH   DFND 20 182,971 0 9,751
BAIDU INC SPON ADR REP A 056752108 227 1,654 SH   DFND 21 1,654 0 0
BAIDU INC SPON ADR REP A 056752108 426 3,100 SH   DFND 24 3,100 0 0
BAKER HUGHES INC COM 057224107 2,396 46,037 SH   DFND 4 46,037 0 0
BAKER HUGHES INC COM 057224107 27,572 529,825 SH   DFND 17 529,825 0 0
BAKER HUGHES INC COM 057224107 6,479 124,507 SH   DFND 21 124,100 0 407
BAKER HUGHES INC COM 057224107 354 6,800 SH   DFND 24 6,800 0 0
BAKER HUGHES INC CALL 057224907 458 8,800 SH Call DFND 4 8,800 0 0
BAKER HUGHES INC PUT 057224957 6,125 117,700 SH Put DFND 4 117,700 0 0
BALL CORP COM 058498106 953 15,326 SH   DFND 17 15,326 0 0
BALL CORP COM 058498106 11,774 189,289 SH   DFND 21 189,145 0 144
BANCO BRADESCO S A SP ADR PFD NEW 059460303 59,410 11,083,905 SH   DFND 3 8,518,069 0 2,565,836
BANCO BRADESCO S A SP ADR PFD NEW 059460303 15,455 2,883,414 SH   DFND 17 2,883,414 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 4,274 797,316 SH   DFND 21 797,316 0 0
BANCO MACRO SA SPON ADR B 05961W105 143 3,727 SH   DFND 17 3,727 0 0
BANCO MACRO SA SPON ADR B 05961W105 269 7,012 SH   DFND 21 7,012 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,165 63,930 SH   DFND 17 63,930 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 2,496 137,000 SH   DFND 21 118,157 0 18,843
BANCOLOMBIA S A SPON ADR PREF 05968L102 448 13,900 SH   DFND 3 13,900 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 141 4,373 SH   DFND 21 4,373 0 0
BANK AMER CORP COM 060505104 45,505 2,920,763 SH   DFND 4 2,920,763 0 0
BANK AMER CORP COM 060505104 61,583 3,952,665 SH   DFND 17 3,952,665 0 0
BANK AMER CORP COM 060505104 100,505 6,450,894 SH   DFND 21 6,101,765 0 349,129
BANK AMER CORP COM 060505104 64 4,100 SH   DFND 24 4,100 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 101,378 94,130 SH   DFND 17 90,235 0 3,895
BANK AMER CORP CALL 060505904 3,410 218,900 SH Call DFND 4 218,900 0 0
BANK AMER CORP PUT 060505954 47,164 3,027,200 SH Put DFND 4 3,027,200 0 0
BANK MONTREAL QUE COM 063671101 15,902 222,752 SH   DFND 21 186,156 0 36,596
BANK OF THE OZARKS INC COM 063904106 29,197 667,208 SH   DFND 17 573,951 0 93,257
BANK OF THE OZARKS INC COM 063904106 245 5,600 SH   DFND 21 0 0 5,600
BANK NEW YORK MELLON CORP COM 064058100 810 20,693 SH   DFND 4 20,693 0 0
BANK NEW YORK MELLON CORP COM 064058100 9,947 254,080 SH   DFND 17 254,080 0 0
BANK NEW YORK MELLON CORP COM 064058100 20,741 529,789 SH   DFND 21 516,857 0 12,932
BANK NEW YORK MELLON CORP CALL 064058900 1,304 33,300 SH Call DFND 4 33,300 0 0
BANK NEW YORK MELLON CORP PUT 064058950 11,831 302,200 SH Put DFND 4 302,200 0 0
BANK N S HALIFAX COM 064149107 44 762 SH   DFND 17 762 0 0
BANK N S HALIFAX COM 064149107 919 15,932 SH   DFND 21 7,269 0 8,663
BANNER CORP COM NEW 06652V208 3,138 65,686 SH   DFND 17 65,686 0 0
BARD C R INC COM 067383109 1,808 9,702 SH   DFND 17 6,917 0 2,785
BARD C R INC COM 067383109 8,647 46,411 SH   DFND 21 43,217 0 3,194
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 3,912 160,000 SH   DFND 21 160,000 0 0
BARCLAYS BK PLC CALL 06742E901 54,138 2,112,300 SH Call DFND 17 2,112,300 0 0
BARCLAYS BK PLC PUT 06742E951 3,373 131,600 SH Put DFND 17 131,600 0 0
BARNES GROUP INC COM 067806109 57,002 1,581,200 SH   DFND 3 1,555,994 0 25,206
BARRICK GOLD CORP COM 067901108 13,651 1,639,176 SH   DFND 21 1,637,793 0 1,383
BAXALTA INC COM 07177M103 141,482 4,490,074 SH   DFND 3 4,485,867 0 4,207
BAXALTA INC COM 07177M103 585 18,576 SH   DFND 4 18,576 0 0
BAXALTA INC COM 07177M103 39,585 1,256,252 SH   DFND 17 1,250,832 0 5,420
BAXALTA INC COM 07177M103 219 6,966 SH   DFND 21 6,638 0 328
BAXTER INTL INC COM 071813109 1,222 37,190 SH   DFND 4 37,190 0 0
BAXTER INTL INC COM 071813109 47,172 1,435,970 SH   DFND 17 1,411,745 0 24,225
BAXTER INTL INC COM 071813109 201 6,125 SH   DFND 21 5,797 0 328
BAXTER INTL INC PUT 071813959 581 17,700 SH Put DFND 4 17,700 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 112 7,218 SH   DFND 17 7,218 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 214 13,804 SH   DFND 21 13,804 0 0
B/E AEROSPACE INC COM 073302101 35,425 806,944 SH   DFND 17 652,136 0 154,808
B/E AEROSPACE INC COM 073302101 12,661 288,402 SH   DFND 21 145,780 0 142,622
B/E AEROSPACE INC COM 073302101 316 7,200 SH   DFND 24 7,200 0 0
BECTON DICKINSON & CO COM 075887109 9,182 69,216 SH   DFND 17 31,866 0 37,350
BECTON DICKINSON & CO COM 075887109 36,856 277,824 SH   DFND 21 107,081 0 170,743
BECTON DICKINSON & CO COM 075887109 66 500 SH   DFND 24 500 0 0
BECTON DICKINSON & CO PUT 075887959 2,056 15,500 SH Put DFND 4 15,500 0 0
BED BATH & BEYOND INC COM 075896100 746 13,090 SH   DFND 17 13,090 0 0
BED BATH & BEYOND INC COM 075896100 707 12,402 SH   DFND 21 12,231 0 171
BELDEN INC COM 077454106 3,809 81,577 SH   DFND 17 11,277 0 70,300
BELDEN INC COM 077454106 2,684 57,481 SH   DFND 21 18,435 0 39,046
BEMIS INC COM 081437105 430 10,864 SH   DFND 17 10,864 0 0
BEMIS INC COM 081437105 3,791 95,797 SH   DFND 21 78,548 0 17,249
BENCHMARK ELECTRS INC COM 08160H101 1,428 65,605 SH   DFND 17 19,105 0 46,500
BENCHMARK ELECTRS INC COM 08160H101 5,147 236,539 SH   DFND 21 162,981 0 73,558
BENEFICIAL BANCORP INC COM 08171T102 907 68,365 SH   DFND 17 68,365 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 976 5 SH   DFND 21 4 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 18,302 140,356 SH   DFND 4 140,356 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 22,763 174,566 SH   DFND 17 168,966 0 5,600
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 191,771 1,470,640 SH   DFND 21 1,215,601 0 255,039
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 52 400 SH   DFND 24 400 0 0
BERKSHIRE HATHAWAY INC DEL CALL 084670902 2,895 22,200 SH Call DFND 4 22,200 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 65,004 498,500 SH Put DFND 4 498,500 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 133 4,840 SH   DFND 17 4,840 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 294 10,679 SH   DFND 21 0 0 10,679
BERRY PLASTICS GROUP INC COM 08579W103 19,016 632,378 SH   DFND 17 508,946 0 123,432
BERRY PLASTICS GROUP INC COM 08579W103 99 3,300 SH   DFND 21 0 0 3,300
BERRY PLASTICS GROUP INC COM 08579W103 601 20,000 SH   DFND 24 20,000 0 0
BEST BUY INC COM 086516101 20 528 SH   DFND 17 528 0 0
BEST BUY INC COM 086516101 22,523 606,767 SH   DFND 21 59,368 0 547,399
BIG 5 SPORTING GOODS CORP COM 08915P101 45 4,314 SH   DFND 17 4,314 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 140 13,442 SH   DFND 21 13,442 0 0
BIO RAD LABS INC CL A 090572207 717 5,340 SH   DFND 17 5,340 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 247 21,670 SH   DFND 17 12,100 0 9,570
BIOMARIN PHARMACEUTICAL INC COM 09061G101 20,598 195,580 SH   DFND 17 177,680 0 17,900
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,213 40,000 SH   DFND 24 40,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 53,973 41,345,000 PRN   DFND 17 39,335,000 0 2,010,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 22,512 17,235,000 PRN   DFND 17 16,450,000 0 785,000
BIOGEN INC COM 09062X103 6,909 23,677 SH   DFND 4 23,677 0 0
BIOGEN INC COM 09062X103 207,305 710,412 SH   DFND 17 655,407 0 55,005
BIOGEN INC COM 09062X103 41,132 141,282 SH   DFND 21 77,524 0 63,758
BIOGEN INC COM 09062X103 5,048 17,300 SH   DFND 24 17,300 0 0
BIOGEN INC CALL 09062X903 642 2,200 SH Call DFND 4 2,200 0 0
BIOGEN INC PUT 09062X953 19,668 67,400 SH Put DFND 4 67,400 0 0
BIOMED REALTY TRUST INC COM 09063H107 1,951 97,644 SH   DFND 4 85,608 0 12,036
BIOTELEMETRY INC COM 090672106 10,429 852,017 SH   DFND 17 841,230 0 10,787
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 8,216 188,708 SH   DFND 17 186,564 0 2,144
BLACK HILLS CORP COM 092113109 48,215 1,166,300 SH   DFND 3 1,141,500 0 24,800
BLACKHAWK NETWORK HLDGS INC COM 09238E104 6,647 156,800 SH   DFND 17 156,800 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 9,011 212,564 SH   DFND 21 159,411 0 53,153
BLACKROCK INC COM 09247X101 2,306 7,753 SH   DFND 4 7,753 0 0
BLACKROCK INC COM 09247X101 29,571 99,410 SH   DFND 17 97,130 0 2,280
BLACKROCK INC COM 09247X101 18,356 61,708 SH   DFND 21 61,630 0 78
BLACKROCK INC CALL 09247X901 684 2,300 SH Call DFND 4 2,300 0 0
BLACKROCK INC PUT 09247X951 6,515 21,900 SH Put DFND 4 21,900 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 15,768 497,899 SH   DFND 4 497,899 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 5,135 165,283 SH   DFND 21 165,283 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 60,878 2,218,600 SH   DFND 3 2,179,400 0 39,200
BLOOMIN BRANDS INC COM 094235108 30,855 1,697,200 SH   DFND 3 1,670,900 0 26,300
BLOOMIN BRANDS INC COM 094235108 1,053 57,916 SH   DFND 17 57,916 0 0
BLUCORA INC COM 095229100 814 59,089 SH   DFND 21 4,919 0 54,170
BLUE BUFFALO PET PRODS INC COM 09531U102 5,074 283,310 SH   DFND 17 232,380 0 50,930
BLUEBIRD BIO INC COM 09609G100 899 10,510 SH   DFND 17 10,510 0 0
BLUEBIRD BIO INC COM 09609G100 488 5,700 SH   DFND 24 5,700 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 56,417 4,793,269 SH   DFND 3 4,712,869 0 80,400
BOEING CO COM 097023105 4,002 30,558 SH   DFND 4 30,558 0 0
BOEING CO COM 097023105 145,845 1,113,745 SH   DFND 17 1,105,220 0 8,525
BOEING CO COM 097023105 1,531 11,688 SH   DFND 21 11,193 0 495
BOEING CO COM 097023105 79 600 SH   DFND 24 600 0 0
BOEING CO CALL 097023905 1,820 13,900 SH Call DFND 4 13,900 0 0
BOEING CO PUT 097023955 26,033 198,800 SH Put DFND 4 198,800 0 0
BOINGO WIRELESS INC COM 09739C102 3,602 434,967 SH   DFND 17 424,412 0 10,555
BONANZA CREEK ENERGY INC COM 097793103 492 120,765 SH   DFND 17 120,765 0 0
BONANZA CREEK ENERGY INC COM 097793103 403 99,000 SH   DFND 21 99,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 62,766 2,394,749 SH   DFND 3 2,353,000 0 41,749
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 6,033 230,162 SH   DFND 17 114,162 0 116,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,763 105,409 SH   DFND 21 57,779 0 47,630
BORGWARNER INC COM 099724106 118 2,843 SH   DFND 17 2,843 0 0
BORGWARNER INC COM 099724106 2,093 50,334 SH   DFND 21 46,131 0 4,203
BORGWARNER INC COM 099724106 3,410 82,000 SH   DFND 24 82,000 0 0
BOSTON PROPERTIES INC COM 101121101 3,421 28,896 SH   DFND 4 25,334 0 3,562
BOSTON PROPERTIES INC COM 101121101 24 206 SH   DFND 17 206 0 0
BOSTON PROPERTIES INC COM 101121101 4,395 37,122 SH   DFND 21 37,000 0 122
BOSTON PROPERTIES INC PUT 101121951 355 3,000 SH Put DFND 4 3,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 419 25,540 SH   DFND 4 25,540 0 0
BOSTON SCIENTIFIC CORP COM 101137107 12,399 755,589 SH   DFND 17 601,219 0 154,370
BOSTON SCIENTIFIC CORP COM 101137107 17 1,061 SH   DFND 21 0 0 1,061
BOSTON SCIENTIFIC CORP PUT 101137957 3,013 183,600 SH Put DFND 4 183,600 0 0
BRF SA SPONSORED ADR 10552T107 426 23,954 SH   DFND 21 23,954 0 0
BRIGGS & STRATTON CORP COM 109043109 361 18,700 SH   DFND 17 18,700 0 0
BRINKER INTL INC COM 109641100 1,187 22,543 SH   DFND 17 22,543 0 0
BRINKER INTL INC COM 109641100 15,383 292,061 SH   DFND 21 281,987 0 10,074
BRISTOL MYERS SQUIBB CO COM 110122108 3,251 54,917 SH   DFND 4 54,917 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 203,552 3,438,377 SH   DFND 17 3,137,779 0 300,598
BRISTOL MYERS SQUIBB CO COM 110122108 1,243 21,001 SH   DFND 21 11,160 0 9,841
BRISTOL MYERS SQUIBB CO COM 110122108 888 15,000 SH   DFND 24 15,000 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 1,474 24,900 SH Call DFND 4 24,900 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 28,523 481,800 SH Put DFND 4 481,800 0 0
BRISTOW GROUP INC COM 110394103 5 200 SH   DFND 17 200 0 0
BRISTOW GROUP INC COM 110394103 271 10,350 SH   DFND 21 10,350 0 0
BROADCOM CORP CL A 111320107 7,483 145,500 SH   DFND 3 145,500 0 0
BROADCOM CORP CL A 111320107 3,945 76,712 SH   DFND 17 76,712 0 0
BROADCOM CORP CL A 111320107 53,898 1,047,989 SH   DFND 21 1,047,561 0 428
BROADCOM CORP CALL 111320907 350 6,800 SH Call DFND 4 6,800 0 0
BROADCOM CORP PUT 111320957 5,920 115,100 SH Put DFND 4 115,100 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 8,748 158,051 SH   DFND 17 156,161 0 1,890
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 73,338 1,324,983 SH   DFND 21 1,142,428 0 182,555
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 63,223 6,090,859 SH   DFND 3 6,004,171 0 86,688
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 11,107 1,069,991 SH   DFND 17 553,291 0 516,700
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 59,405 5,723,044 SH   DFND 21 3,691,688 0 2,031,356
BROOKDALE SR LIVING INC COM 112463104 1,158 50,438 SH   DFND 4 50,438 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 3,819 3,625,000 PRN   DFND 17 3,435,000 0 190,000
BROOKLINE BANCORP INC DEL COM 11373M107 133 13,108 SH   DFND 17 13,108 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 269 26,516 SH   DFND 21 26,516 0 0
BROWN & BROWN INC COM 115236101 12,288 396,757 SH   DFND 17 300,740 0 96,017
BROWN & BROWN INC COM 115236101 164 5,300 SH   DFND 21 0 0 5,300
BRYN MAWR BK CORP COM 117665109 308 9,900 SH   DFND 21 9,900 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 5,974 100,800 SH   DFND 3 100,800 0 0
BUCKLE INC COM 118440106 50,090 1,354,892 SH   DFND 3 1,327,942 0 26,950
BUCKLE INC COM 118440106 70 1,900 SH   DFND 21 1,900 0 0
BUILD A BEAR WORKSHOP COM 120076104 327 17,287 SH   DFND 21 17,287 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 22,334 1,761,358 SH   DFND 17 1,553,358 0 208,000
BUILDERS FIRSTSOURCE INC COM 12008R107 151 11,900 SH   DFND 21 0 0 11,900
BURLINGTON STORES INC COM 122017106 16,165 316,714 SH   DFND 17 276,984 0 39,730
BURLINGTON STORES INC COM 122017106 128 2,500 SH   DFND 21 0 0 2,500
CBIZ INC COM 124805102 353 35,985 SH   DFND 17 3,435 0 32,550
CBIZ INC COM 124805102 361 36,755 SH   DFND 21 25,258 0 11,497
CBL & ASSOC PPTYS INC COM 124830100 559 40,651 SH   DFND 17 40,651 0 0
CBS CORP NEW CL B 124857202 5,760 144,371 SH   DFND 4 132,003 0 12,368
CBS CORP NEW CL B 124857202 42,537 1,066,084 SH   DFND 17 945,999 0 120,085
CBS CORP NEW CL B 124857202 3,215 80,568 SH   DFND 21 80,000 0 568
CBS CORP NEW CALL 124857902 235 5,900 SH Call DFND 4 5,900 0 0
CBS CORP NEW PUT 124857952 4,936 123,700 SH Put DFND 4 123,700 0 0
CBOE HLDGS INC COM 12503M108 1,051 15,665 SH   DFND 17 15,665 0 0
CBRE GROUP INC CL A 12504L109 11,088 346,489 SH   DFND 17 292,094 0 54,395
CBRE GROUP INC CL A 12504L109 15 460 SH   DFND 21 0 0 460
CDW CORP COM 12514G108 41,245 1,009,434 SH   DFND 17 680,549 0 328,885
CDW CORP COM 12514G108 30,760 752,805 SH   DFND 21 660,403 0 92,402
CF INDS HLDGS INC COM 125269100 5,623 125,230 SH   DFND 3 125,230 0 0
CF INDS HLDGS INC COM 125269100 16,642 370,653 SH   DFND 17 316,553 0 54,100
CF INDS HLDGS INC COM 125269100 14,087 313,745 SH   DFND 21 247,685 0 66,060
CF INDS HLDGS INC COM 125269100 6,668 148,500 SH   DFND 24 148,500 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 260 3,832 SH   DFND 21 3,700 0 132
CIGNA CORPORATION COM 125509109 6,129 45,394 SH   DFND 3 45,394 0 0
CIGNA CORPORATION COM 125509109 37,340 276,555 SH   DFND 17 166,480 0 110,075
CIGNA CORPORATION COM 125509109 123,634 915,674 SH   DFND 21 589,505 0 326,169
CIGNA CORPORATION CALL 125509909 2,255 16,700 SH Call DFND 4 16,700 0 0
CIGNA CORPORATION PUT 125509959 10,072 74,600 SH Put DFND 4 74,600 0 0
CIT GROUP INC COM NEW 125581801 1,254 31,331 SH   DFND 4 31,331 0 0
CIT GROUP INC COM NEW 125581801 14 350 SH   DFND 21 0 0 350
CLECO CORP NEW COM 12561W105 8,915 167,440 SH   DFND 21 167,440 0 0
CME GROUP INC COM 12572Q105 148,258 1,598,638 SH   DFND 17 1,432,028 0 166,610
CME GROUP INC COM 12572Q105 12,928 139,397 SH   DFND 21 132,674 0 6,723
CME GROUP INC CALL 12572Q905 1,020 11,000 SH Call DFND 4 11,000 0 0
CME GROUP INC PUT 12572Q955 9,126 98,400 SH Put DFND 4 98,400 0 0
CMS ENERGY CORP COM 125896100 10,029 283,946 SH   DFND 17 283,946 0 0
CMS ENERGY CORP COM 125896100 53,852 1,524,678 SH   DFND 21 1,430,726 0 93,952
CSS INDS INC COM 125906107 357 13,539 SH   DFND 21 13,539 0 0
CNA FINL CORP COM 126117100 334 9,570 SH   DFND 17 5,355 0 4,215
CNA FINL CORP COM 126117100 1,312 37,569 SH   DFND 21 15,609 0 21,960
CSG SYS INTL INC COM 126349109 43,311 1,406,200 SH   DFND 3 1,367,300 0 38,900
CSG SYS INTL INC COM 126349109 1,331 43,224 SH   DFND 17 43,224 0 0
CSX CORP COM 126408103 7,069 262,800 SH   DFND 3 262,800 0 0
CSX CORP COM 126408103 3,821 142,038 SH   DFND 4 142,038 0 0
CSX CORP COM 126408103 3,185 118,387 SH   DFND 17 118,387 0 0
CSX CORP COM 126408103 41,281 1,534,622 SH   DFND 21 1,443,939 0 90,683
CSX CORP CALL 126408903 568 21,100 SH Call DFND 4 21,100 0 0
CSX CORP PUT 126408953 7,753 288,200 SH Put DFND 4 288,200 0 0
CST BRANDS INC COM 12646R105 686 20,383 SH   DFND 17 20,383 0 0
CST BRANDS INC COM 12646R105 7,674 227,990 SH   DFND 21 227,990 0 0
CVR ENERGY INC COM 12662P108 461 11,242 SH   DFND 21 11,242 0 0
CVR REFNG LP COMUNIT REP LT 12663P107 1,768 92,485 SH   DFND 17 48,530 0 43,955
CVS HEALTH CORP COM 126650100 1,207 12,513 SH   DFND 4 12,513 0 0
CVS HEALTH CORP COM 126650100 219,086 2,270,788 SH   DFND 17 1,889,913 0 380,875
CVS HEALTH CORP COM 126650100 167,766 1,738,873 SH   DFND 21 1,142,816 0 596,057
CVS HEALTH CORP COM 126650100 39 400 SH   DFND 24 400 0 0
CVS HEALTH CORP CALL 126650900 3,801 39,400 SH Call DFND 4 39,400 0 0
CVS HEALTH CORP PUT 126650950 30,594 317,100 SH Put DFND 4 317,100 0 0
CYS INVTS INC COM 12673A108 2,293 315,828 SH   DFND 17 315,828 0 0
CYS INVTS INC COM 12673A108 3,434 472,999 SH   DFND 21 472,999 0 0
CA INC COM 12673P105 229,282 8,398,596 SH   DFND 3 8,391,496 0 7,100
CA INC COM 12673P105 50,225 1,839,730 SH   DFND 17 1,839,730 0 0
CA INC COM 12673P105 3,854 141,156 SH   DFND 21 135,010 0 6,146
CABLE ONE INC COM 12685J105 278 662 SH   DFND 17 662 0 0
CABLE ONE INC COM 12685J105 4,223 10,068 SH   DFND 21 10,068 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 238 7,316 SH   DFND 17 7,316 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,777 116,330 SH   DFND 21 116,330 0 0
CABOT CORP COM 127055101 56,659 1,795,291 SH   DFND 3 1,770,491 0 24,800
CABOT CORP COM 127055101 402 12,724 SH   DFND 21 11,922 0 802
CABOT OIL & GAS CORP COM 127097103 795 36,347 SH   DFND 21 35,969 0 378
CABOT OIL & GAS CORP COM 127097103 547 25,000 SH   DFND 24 25,000 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 858 22,136 SH   DFND 17 22,136 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 7,501 193,620 SH   DFND 21 193,620 0 0
CACI INTL INC CL A 127190304 140 1,895 SH   DFND 17 1,895 0 0
CACI INTL INC CL A 127190304 574 7,759 SH   DFND 21 5,296 0 2,463
CADENCE DESIGN SYSTEM INC COM 127387108 17,828 862,110 SH   DFND 17 749,607 0 112,503
CADENCE DESIGN SYSTEM INC COM 127387108 170 8,200 SH   DFND 21 0 0 8,200
CAL MAINE FOODS INC COM NEW 128030202 26,674 488,452 SH   DFND 3 479,012 0 9,440
CAL MAINE FOODS INC COM NEW 128030202 15,026 275,144 SH   DFND 17 258,834 0 16,310
CAL MAINE FOODS INC COM NEW 128030202 15,602 285,691 SH   DFND 21 194,392 0 91,299
CAL MAINE FOODS INC COM NEW 128030202 5,958 109,104 SH   DFND 24 109,104 0 0
CALAVO GROWERS INC COM 128246105 7,777 174,215 SH   DFND 17 174,215 0 0
CALAVO GROWERS INC COM 128246105 4,071 91,192 SH   DFND 24 91,192 0 0
CALERES INC COM 129500104 3,543 116,042 SH   DFND 17 4,742 0 111,300
CALERES INC COM 129500104 2,204 72,190 SH   DFND 21 19,622 0 52,568
CALIFORNIA RES CORP COM 13057Q107 82 31,590 SH   DFND 4 31,590 0 0
CALIFORNIA RES CORP COM 13057Q107 18 7,023 SH   DFND 21 6,644 0 379
CALLIDUS SOFTWARE INC COM 13123E500 12,399 729,788 SH   DFND 17 729,788 0 0
CALLON PETE CO DEL COM 13123X102 10 1,400 SH   DFND 17 1,400 0 0
CALLON PETE CO DEL COM 13123X102 808 110,850 SH   DFND 21 110,850 0 0
CAMBREX CORP COM 132011107 19,383 488,481 SH   DFND 17 437,526 0 50,955
CAMBREX CORP COM 132011107 67 1,700 SH   DFND 21 0 0 1,700
CAMBIUM LEARNING GRP INC COM 13201A107 1,189 249,296 SH   DFND 17 236,200 0 13,096
CAMDEN PPTY TR SH BEN INT 133131102 4,908 66,416 SH   DFND 4 59,891 0 6,525
CAMDEN PPTY TR SH BEN INT 133131102 10 131 SH   DFND 17 131 0 0
CAMECO CORP COM 13321L108 11,883 744,605 SH   DFND 21 743,760 0 845
CAMERON INTERNATIONAL CORP COM 13342B105 203 3,310 SH   DFND 17 3,310 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 3,351 54,655 SH   DFND 21 54,472 0 183
CAMPBELL SOUP CO COM 134429109 363 7,161 SH   DFND 21 7,000 0 161
CDN IMPERIAL BK COMM TORONTO COM 136069101 7,184 76,334 SH   DFND 17 5,534 0 70,800
CDN IMPERIAL BK COMM TORONTO COM 136069101 4,407 46,829 SH   DFND 21 12,413 0 34,416
CANADIAN NATL RY CO COM 136375102 10,222 137,510 SH   DFND 17 32,010 0 105,500
CANADIAN NATL RY CO COM 136375102 28,432 382,490 SH   DFND 21 121,738 0 260,752
CANADIAN NAT RES LTD COM 136385101 6,565 257,599 SH   DFND 17 210,299 0 47,300
CANADIAN NAT RES LTD COM 136385101 9,757 382,869 SH   DFND 21 200,636 0 182,233
CANADIAN NAT RES LTD PUT 136385951 25,285 1,300,000 SH Put DFND 4 1,300,000 0 0
CANADIAN SOLAR INC COM 136635109 2,730 164,260 SH   DFND 17 164,260 0 0
CANCER GENETICS INC COM 13739U104 1,059 135,484 SH   DFND 17 128,390 0 7,094
CAPITAL ONE FINL CORP COM 14040H105 233,195 3,215,600 SH   DFND 3 3,212,000 0 3,600
CAPITAL ONE FINL CORP COM 14040H105 4,322 59,599 SH   DFND 4 57,299 0 2,300
CAPITAL ONE FINL CORP COM 14040H105 69,115 953,043 SH   DFND 17 807,443 0 145,600
CAPITAL ONE FINL CORP COM 14040H105 104,922 1,446,805 SH   DFND 21 960,643 0 486,162
CAPITAL ONE FINL CORP CALL 14040H905 892 12,300 SH Call DFND 4 12,300 0 0
CAPITAL ONE FINL CORP PUT 14040H955 10,893 150,200 SH Put DFND 4 150,200 0 0
CAPITOL FED FINL INC COM 14057J101 1,685 139,035 SH   DFND 17 139,035 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 559 56,482 SH   DFND 17 56,482 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 5,680 574,331 SH   DFND 21 296,424 0 277,907
CARA THERAPEUTICS INC COM 140755109 2,728 190,886 SH   DFND 17 185,242 0 5,644
CARDINAL HEALTH INC COM 14149Y108 3,349 43,600 SH   DFND 3 43,600 0 0
CARDINAL HEALTH INC COM 14149Y108 1,033 13,446 SH   DFND 4 13,446 0 0
CARDINAL HEALTH INC COM 14149Y108 21,029 273,749 SH   DFND 17 252,764 0 20,985
CARDINAL HEALTH INC COM 14149Y108 76,746 999,041 SH   DFND 21 645,083 0 353,958
CARDINAL HEALTH INC CALL 14149Y908 407 5,300 SH Call DFND 4 5,300 0 0
CARDINAL HEALTH INC PUT 14149Y958 6,391 83,200 SH Put DFND 4 83,200 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 2,325 146,754 SH   DFND 17 143,177 0 3,577
CARDTRONICS INC COM 14161H108 3,552 108,628 SH   DFND 17 20,428 0 88,200
CARDTRONICS INC COM 14161H108 3,602 110,139 SH   DFND 21 35,434 0 74,705
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 40,284 43,200,000 PRN   DFND 17 37,875,000 0 5,325,000
CARE CAP PPTYS INC COM 141624106 40,645 1,234,275 SH   DFND 3 1,220,475 0 13,800
CARE CAP PPTYS INC COM 141624106 152 4,616 SH   DFND 4 4,616 0 0
CARE CAP PPTYS INC COM 141624106 602 18,277 SH   DFND 17 18,277 0 0
CARE CAP PPTYS INC COM 141624106 2 56 SH   DFND 21 0 0 56
CARE COM INC COM 141633107 938 182,455 SH   DFND 17 77,190 0 105,265
CARLISLE COS INC COM 142339100 11,724 134,168 SH   DFND 17 104,156 0 30,012
CARLISLE COS INC COM 142339100 563 6,448 SH   DFND 21 4,748 0 1,700
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 4,444 264,500 SH   DFND 3 264,500 0 0
CARMAX INC COM 143130102 1,607 27,091 SH   DFND 21 26,914 0 177
CARMIKE CINEMAS INC COM 143436400 4,027 200,427 SH   DFND 17 195,727 0 4,700
CARNIVAL CORP PAIRED CTF 143658300 3,524 70,913 SH   DFND 17 70,913 0 0
CARNIVAL CORP PAIRED CTF 143658300 47,133 948,355 SH   DFND 21 947,953 0 402
CARNIVAL CORP CALL 143658900 601 12,100 SH Call DFND 4 12,100 0 0
CARNIVAL CORP PUT 143658950 1,904 38,300 SH Put DFND 4 38,300 0 0
CARRIAGE SVCS INC COM 143905107 5,463 253,024 SH   DFND 17 245,524 0 7,500
CARROLS RESTAURANT GROUP INC COM 14574X104 6,215 522,299 SH   DFND 17 499,747 0 22,552
CARTER INC COM 146229109 263 2,905 SH   DFND 17 2,905 0 0
CARTER INC COM 146229109 289 3,190 SH   DFND 21 407 0 2,783
CASCADE MICROTECH INC COM 147322101 1,451 102,633 SH   DFND 17 97,272 0 5,361
CATALENT INC COM 148806102 11,577 476,415 SH   DFND 17 370,250 0 106,165
CATALYST PHARMACEUTICALS INC COM 14888U101 2,440 813,346 SH   DFND 17 791,900 0 21,446
CATERPILLAR INC DEL COM 149123101 8,090 123,776 SH   DFND 4 123,776 0 0
CATERPILLAR INC DEL COM 149123101 2,009 30,741 SH   DFND 20 30,741 0 0
CATERPILLAR INC DEL COM 149123101 873 13,363 SH   DFND 21 12,987 0 376
CATERPILLAR INC DEL CALL 149123901 752 11,500 SH Call DFND 4 11,500 0 0
CATERPILLAR INC DEL PUT 149123951 11,059 169,200 SH Put DFND 4 169,200 0 0
CATHAY GEN BANCORP COM 149150104 26,048 869,411 SH   DFND 17 737,859 0 131,552
CATHAY GEN BANCORP COM 149150104 222 7,400 SH   DFND 21 0 0 7,400
CATO CORP NEW CL A 149205106 2,828 83,100 SH   DFND 17 0 0 83,100
CATO CORP NEW CL A 149205106 2,432 71,473 SH   DFND 21 42,870 0 28,603
CEDAR FAIR L P DEPOSITRY UNIT 150185106 3,286 62,460 SH   DFND 17 62,460 0 0
CELADON GROUP INC COM 150838100 1,744 108,838 SH   DFND 17 88,738 0 20,100
CELADON GROUP INC COM 150838100 400 24,967 SH   DFND 21 21,143 0 3,824
CELANESE CORP DEL COM SER A 150870103 233,047 3,938,600 SH   DFND 3 3,938,600 0 0
CELANESE CORP DEL COM SER A 150870103 42,943 725,749 SH   DFND 17 725,749 0 0
CELANESE CORP DEL COM SER A 150870103 739 12,497 SH   DFND 21 0 0 12,497
CELESTICA INC SUB VTG SHS 15101Q108 1,594 94,601 SH   DFND 17 10,801 0 83,800
CELESTICA INC SUB VTG SHS 15101Q108 1,581 93,830 SH   DFND 21 42,411 0 51,419
CELGENE CORP COM 151020104 4,168 38,532 SH   DFND 4 38,532 0 0
CELGENE CORP COM 151020104 159,312 1,472,793 SH   DFND 17 1,304,765 0 168,028
CELGENE CORP COM 151020104 1,811 16,741 SH   DFND 20 16,741 0 0
CELGENE CORP COM 151020104 98,892 914,232 SH   DFND 21 772,069 0 142,163
CELGENE CORP COM 151020104 7,085 65,500 SH   DFND 24 65,500 0 0
CELGENE CORP CALL 151020904 2,488 23,000 SH Call DFND 4 23,000 0 0
CELGENE CORP PUT 151020954 31,899 294,900 SH Put DFND 4 294,900 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 99 14,164 SH   DFND 21 14,164 0 0
CEMPRA INC COM 15130J109 3,656 131,326 SH   DFND 17 128,383 0 2,943
CEMPRA INC COM 15130J109 264 9,500 SH   DFND 24 9,500 0 0
CENTENE CORP DEL COM 15135B101 2,067 38,121 SH   DFND 17 12,521 0 25,600
CENTENE CORP DEL COM 15135B101 3,762 69,369 SH   DFND 21 41,653 0 27,716
CENTENE CORP DEL PUT 15135B951 3,688 68,000 SH Put DFND 21 68,000 0 0
CENTRAL FD CDA LTD CL A 153501101 60,615 4,373,300 SH   DFND 3 4,314,100 0 59,200
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 365 22,664 SH   DFND 21 22,664 0 0
CENTURY CMNTYS INC COM 156504300 2,027 102,110 SH   DFND 17 96,746 0 5,364
CENTURYLINK INC COM 156700106 11,266 448,477 SH   DFND 4 448,477 0 0
CENTURYLINK INC COM 156700106 9,913 394,609 SH   DFND 17 138,309 0 256,300
CENTURYLINK INC COM 156700106 55,669 2,216,135 SH   DFND 21 1,416,315 0 799,820
CENTURYLINK INC CALL 156700906 497 19,800 SH Call DFND 4 19,800 0 0
CENTURYLINK INC PUT 156700956 3,180 126,600 SH Put DFND 4 126,600 0 0
CEPHEID COM 15670R107 13,587 300,599 SH   DFND 17 261,405 0 39,194
CEPHEID COM 15670R107 104 2,300 SH   DFND 21 0 0 2,300
CEPHEID DBCV 1.250% 2/0 15670RAC1 62,468 62,080,000 PRN   DFND 17 57,635,000 0 4,445,000
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 32,899 37,545,000 PRN   DFND 17 37,545,000 0 0
CERNER CORP COM 156782104 1,693 28,234 SH   DFND 4 28,234 0 0
CERNER CORP COM 156782104 5,270 87,900 SH   DFND 17 62,635 0 25,265
CERNER CORP COM 156782104 15 254 SH   DFND 21 0 0 254
CERNER CORP CALL 156782904 738 12,300 SH Call DFND 4 12,300 0 0
CERNER CORP PUT 156782954 4,047 67,500 SH Put DFND 4 67,500 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 127 7,135 SH   DFND 17 7,135 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 462 25,947 SH   DFND 21 3,310 0 22,637
CHARLES RIV LABS INTL INC COM 159864107 421 6,629 SH   DFND 17 3,369 0 3,260
CHARLES RIV LABS INTL INC COM 159864107 472 7,427 SH   DFND 21 4,029 0 3,398
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 7,621 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC D PUT 16117M955 4,572 26,000 SH Put DFND 21 26,000 0 0
CHARTER FINL CORP MD COM 16122W108 387 30,555 SH   DFND 17 30,555 0 0
CHATHAM LODGING TR COM 16208T102 9,927 462,134 SH   DFND 17 363,364 0 98,770
CHATHAM LODGING TR COM 16208T102 133 6,200 SH   DFND 21 0 0 6,200
CHEESECAKE FACTORY INC COM 163072101 24,312 450,549 SH   DFND 17 375,483 0 75,066
CHEESECAKE FACTORY INC COM 163072101 167 3,100 SH   DFND 21 0 0 3,100
CHEMED CORP NEW COM 16359R103 4,768 35,723 SH   DFND 17 7,223 0 28,500
CHEMED CORP NEW COM 16359R103 17,056 127,786 SH   DFND 21 69,892 0 57,894
CHEMOURS CO COM 163851108 249 38,555 SH   DFND 4 38,555 0 0
CHEMOURS CO COM 163851108 734 113,489 SH   DFND 21 94,497 0 18,992
CHENIERE ENERGY INC COM NEW 16411R208 604 12,500 SH   DFND 4 12,500 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 313 500,000 PRN   DFND 4 500,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 87,925 140,810,000 PRN   DFND 17 133,095,000 0 7,715,000
CHEROKEE INC DEL NEW COM 16444H102 1,366 87,989 SH   DFND 17 83,427 0 4,562
CHESAPEAKE ENERGY CORP COM 165167107 1,086 148,180 SH   DFND 21 147,122 0 1,058
CHESAPEAKE ENERGY CORP PUT 165167957 21,990 3,000,000 SH Put DFND 4 3,000,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 223 312,000 PRN   DFND 4 312,000 0 0
CHEVRON CORP NEW COM 166764100 235,522 2,985,828 SH   DFND 3 2,982,228 0 3,600
CHEVRON CORP NEW COM 166764100 25,990 329,493 SH   DFND 4 329,493 0 0
CHEVRON CORP NEW COM 166764100 72,709 921,769 SH   DFND 17 740,054 0 181,715
CHEVRON CORP NEW COM 166764100 111,022 1,407,474 SH   DFND 21 1,020,471 0 387,003
CHEVRON CORP NEW COM 166764100 1,507 19,100 SH   DFND 24 19,100 0 0
CHEVRON CORP NEW CALL 166764900 6,318 80,100 SH Call DFND 4 80,100 0 0
CHEVRON CORP NEW PUT 166764950 41,664 528,200 SH Put DFND 4 528,200 0 0
CHIASMA INC COM 16706W102 1,497 75,317 SH   DFND 17 73,641 0 1,676
CHICOS FAS INC COM 168615102 304 19,350 SH   DFND 17 19,350 0 0
CHIMERA INVT CORP COM NEW 16934Q208 6,474 484,188 SH   DFND 17 228,688 0 255,500
CHIMERA INVT CORP COM NEW 16934Q208 16,502 1,234,263 SH   DFND 21 744,274 0 489,989
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,160 19,500 SH   DFND 3 19,500 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 28,328 476,099 SH   DFND 17 476,099 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8,118 136,435 SH   DFND 21 136,435 0 0
CHINA MING YANG WIND PWR GRO SPONSORED ADR 16951C108 80 41,013 SH   DFND 21 0 0 41,013
CHIPOTLE MEXICAN GRILL INC COM 169656105 8,895 12,350 SH   DFND 17 9,020 0 3,330
CHIPOTLE MEXICAN GRILL INC COM 169656105 20 28 SH   DFND 21 0 0 28
CHIPOTLE MEXICAN GRILL INC CALL 169656905 576 800 SH Call DFND 4 800 0 0
CHIPOTLE MEXICAN GRILL INC PUT 169656955 2,017 2,800 SH Put DFND 4 2,800 0 0
CHUBB CORP COM 171232101 11,451 93,365 SH   DFND 21 93,127 0 238
CHUBB CORP PUT 171232951 5,998 48,900 SH Put DFND 4 48,900 0 0
CHURCH & DWIGHT INC COM 171340102 328 3,914 SH   DFND 21 3,800 0 114
CHURCHILL DOWNS INC COM 171484108 246 1,835 SH   DFND 17 1,835 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 20,167 20,485,000 PRN   DFND 17 20,485,000 0 0
CINCINNATI FINL CORP COM 172062101 1,123 20,867 SH   DFND 21 20,740 0 127
CINEMARK HOLDINGS INC COM 17243V102 1,202 37,008 SH   DFND 17 37,008 0 0
CINEMARK HOLDINGS INC COM 17243V102 16,901 520,181 SH   DFND 21 512,621 0 7,560
CIRRUS LOGIC INC COM 172755100 1,146 36,381 SH   DFND 17 32,596 0 3,785
CIRRUS LOGIC INC COM 172755100 3,569 113,269 SH   DFND 21 110,080 0 3,189
CISCO SYS INC COM 17275R102 230,306 8,773,576 SH   DFND 3 8,766,176 0 7,400
CISCO SYS INC COM 17275R102 43,028 1,639,173 SH   DFND 4 1,639,173 0 0
CISCO SYS INC COM 17275R102 218,632 8,328,851 SH   DFND 17 7,187,251 0 1,141,600
CISCO SYS INC COM 17275R102 186,945 7,121,732 SH   DFND 21 4,852,537 0 2,269,195
CISCO SYS INC COM 17275R102 42 1,600 SH   DFND 24 1,600 0 0
CISCO SYS INC CALL 17275R902 4,169 158,800 SH Call DFND 4 158,800 0 0
CISCO SYS INC PUT 17275R952 30,912 1,177,600 SH Put DFND 4 1,177,600 0 0
CINTAS CORP COM 172908105 20,362 237,454 SH   DFND 21 83,233 0 154,221
CITIGROUP INC COM NEW 172967424 228,459 4,605,100 SH   DFND 3 4,600,700 0 4,400
CITIGROUP INC COM NEW 172967424 114,408 2,306,143 SH   DFND 4 2,303,393 0 2,750
CITIGROUP INC COM NEW 172967424 117,107 2,360,543 SH   DFND 17 2,119,188 0 241,355
CITIGROUP INC COM NEW 172967424 27,494 554,200 SH   DFND 20 554,200 0 0
CITIGROUP INC COM NEW 172967424 265,403 5,349,779 SH   DFND 21 4,466,634 0 883,145
CITIGROUP INC COM NEW 172967424 347 7,000 SH   DFND 24 7,000 0 0
CITIGROUP INC CALL 172967904 1,136 22,900 SH Call DFND 4 22,900 0 0
CITIGROUP INC PUT 172967954 55,211 1,112,900 SH Put DFND 4 1,112,900 0 0
CITI TRENDS INC COM 17306X102 2,386 102,048 SH   DFND 17 102,048 0 0
CITIZENS FINL GROUP INC COM 174610105 260 10,900 SH   DFND 4 10,900 0 0
CITIZENS FINL GROUP INC COM 174610105 180 7,535 SH   DFND 17 7,535 0 0
CITIZENS FINL GROUP INC COM 174610105 1,074 45,000 SH   DFND 21 45,000 0 0
CITRIX SYS INC COM 177376100 200 2,890 SH   DFND 17 0 0 2,890
CITRIX SYS INC COM 177376100 13 194 SH   DFND 21 0 0 194
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 29,118 27,150,000 PRN   DFND 17 27,150,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1,609 1,500,000 PRN   DFND 21 1,500,000 0 0
CITY NATL CORP COM 178566105 6,879 78,118 SH   DFND 21 78,118 0 0
CLEARWATER PAPER CORP COM 18538R103 65 1,385 SH   DFND 17 1,385 0 0
CLEARWATER PAPER CORP COM 18538R103 512 10,847 SH   DFND 21 6,400 0 4,447
CLIFFS NAT RES INC PUT 18683K951 7,320 3,000,000 SH Put DFND 4 3,000,000 0 0
CLIFTON BANCORP INC COM 186873105 244 17,590 SH   DFND 17 17,590 0 0
CLOROX CO DEL COM 189054109 1,732 14,990 SH   DFND 17 14,990 0 0
CLOROX CO DEL COM 189054109 863 7,468 SH   DFND 21 7,365 0 103
CLOVIS ONCOLOGY INC COM 189464100 12,351 134,310 SH   DFND 17 120,170 0 14,140
CLOVIS ONCOLOGY INC COM 189464100 2,667 29,000 SH   DFND 24 29,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 46,742 28,200,000 PRN   DFND 17 26,440,000 0 1,760,000
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 49,279 70,885,000 PRN   DFND 17 70,685,000 0 200,000
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 16,907 27,105,000 PRN   DFND 17 27,105,000 0 0
COCA COLA CO COM 191216100 2,967 73,947 SH   DFND 4 73,947 0 0
COCA COLA CO COM 191216100 110,022 2,742,329 SH   DFND 17 2,701,304 0 41,025
COCA COLA CO COM 191216100 23,372 582,560 SH   DFND 21 517,062 0 65,498
COCA COLA CO CALL 191216900 3,663 91,300 SH Call DFND 4 91,300 0 0
COCA COLA CO PUT 191216950 32,738 816,000 SH Put DFND 4 816,000 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 6,769 140,000 SH   DFND 3 140,000 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 11 227 SH   DFND 21 0 0 227
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 434 6,250 SH   DFND 21 6,250 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 228 8,380 SH   DFND 17 8,380 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 126,982 2,028,140 SH   DFND 17 1,623,720 0 404,420
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,942 31,015 SH   DFND 21 30,393 0 622
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 1,140 18,200 SH Call DFND 4 18,200 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 8,540 136,400 SH Put DFND 4 136,400 0 0
COLGATE PALMOLIVE CO COM 194162103 1,966 30,976 SH   DFND 4 30,976 0 0
COLGATE PALMOLIVE CO COM 194162103 17,063 268,872 SH   DFND 17 268,872 0 0
COLGATE PALMOLIVE CO COM 194162103 30,753 484,788 SH   DFND 21 237,991 0 246,797
COLGATE PALMOLIVE CO COM 194162103 330 5,200 SH   DFND 24 5,200 0 0
COLGATE PALMOLIVE CO CALL 194162903 654 10,300 SH Call DFND 4 10,300 0 0
COLGATE PALMOLIVE CO PUT 194162953 11,632 183,300 SH Put DFND 4 183,300 0 0
COLONY CAP INC CL A 19624R106 71,066 3,633,236 SH   DFND 4 3,633,236 0 0
COLONY CAP INC CL A 19624R106 213 10,911 SH   DFND 17 10,911 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 248 13,569 SH   DFND 17 13,569 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 1,014 55,432 SH   DFND 21 55,160 0 272
COLUMBUS MCKINNON CORP N Y COM 199333105 212 11,694 SH   DFND 21 11,694 0 0
COMFORT SYS USA INC COM 199908104 2,180 79,959 SH   DFND 17 72,504 0 7,455
COMCAST CORP NEW CL A 20030N101 3,593 63,164 SH   DFND 4 63,164 0 0
COMCAST CORP NEW CL A 20030N101 293,105 5,153,036 SH   DFND 17 4,512,695 0 640,341
COMCAST CORP NEW CL A 20030N101 8,663 152,300 SH   DFND 20 152,300 0 0
COMCAST CORP NEW CL A 20030N101 191,594 3,368,381 SH   DFND 21 2,425,934 0 942,447
COMCAST CORP NEW CL A 20030N101 74 1,300 SH   DFND 24 1,300 0 0
COMCAST CORP NEW CL A SPL 20030N200 15,138 264,464 SH   DFND 17 112,549 0 151,915
COMCAST CORP NEW CL A SPL 20030N200 29,898 522,327 SH   DFND 21 305,102 0 217,225
COMCAST CORP NEW CALL 20030N901 2,929 51,500 SH Call DFND 4 51,500 0 0
COMCAST CORP NEW PUT 20030N951 42,632 749,500 SH Put DFND 4 749,500 0 0
COMMERCIAL METALS CO COM 201723103 58,727 4,334,123 SH   DFND 3 4,257,923 0 76,200
COMMERCIAL METALS CO COM 201723103 1,494 110,289 SH   DFND 17 82,889 0 27,400
COMMERCIAL METALS CO COM 201723103 860 63,463 SH   DFND 21 44,129 0 19,334
COMMUNITY HEALTH SYS INC NEW COM 203668108 8,554 200,000 SH   DFND 4 200,000 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,744 64,164 SH   DFND 17 35,814 0 28,350
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,034 24,183 SH   DFND 21 13,739 0 10,444
COMMUNITY TR BANCORP INC COM 204149108 20,332 572,582 SH   DFND 3 572,582 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 973 546,483 SH   DFND 17 546,483 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1,117 627,552 SH   DFND 21 574,598 0 52,954
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 249 19,863 SH   DFND 21 14,607 0 5,256
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 76 9,222 SH   DFND 17 9,222 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 908 110,641 SH   DFND 21 93,647 0 16,994
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 346 15,635 SH   DFND 21 15,635 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 4,028 675,816 SH   DFND 21 675,816 0 0
COMPASS MINERALS INTL INC COM 20451N101 62,061 791,900 SH   DFND 3 780,200 0 11,700
COMPASS MINERALS INTL INC COM 20451N101 1,178 15,036 SH   DFND 17 15,036 0 0
COMPASS MINERALS INTL INC COM 20451N101 4,725 60,288 SH   DFND 21 1,752 0 58,536
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 847 52,565 SH   DFND 17 52,565 0 0
COMPUTER SCIENCES CORP COM 205363104 9,133 148,795 SH   DFND 17 133,345 0 15,450
COMPUTER SCIENCES CORP COM 205363104 15,013 244,593 SH   DFND 21 144,615 0 99,978
CONAGRA FOODS INC COM 205887102 6,174 152,400 SH   DFND 3 152,400 0 0
CONAGRA FOODS INC COM 205887102 2,374 58,611 SH   DFND 17 58,611 0 0
CONAGRA FOODS INC COM 205887102 960 23,691 SH   DFND 21 23,294 0 397
CONAGRA FOODS INC PUT 205887952 227 5,600 SH Put DFND 4 5,600 0 0
CON-WAY INC COM 205944101 130 2,740 SH   DFND 17 2,740 0 0
CON-WAY INC COM 205944101 2,643 55,700 SH   DFND 21 55,700 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 3,608 192,210 SH   DFND 17 187,777 0 4,433
CONCHO RES INC COM 20605P101 25,579 260,210 SH   DFND 17 255,910 0 4,300
CONCHO RES INC COM 20605P101 55 562 SH   DFND 21 392 0 170
CONCHO RES INC COM 20605P101 1,199 12,200 SH   DFND 24 12,200 0 0
CONCHO RES INC PUT 20605P951 27,524 280,000 SH Put DFND 4 280,000 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 135 2,420 SH   DFND 17 2,420 0 0
CONCORDIA HEALTHCARE CORP COM 206519100 864 15,467 SH   DFND 21 7,934 0 7,533
CONMED CORP COM 207410101 201 4,215 SH   DFND 17 4,215 0 0
CONNS INC COM 208242107 157 6,518 SH   DFND 17 6,518 0 0
CONNS INC COM 208242107 1,148 47,768 SH   DFND 21 20,807 0 26,961
CONOCOPHILLIPS COM 20825C104 9,851 205,400 SH   DFND 3 205,400 0 0
CONOCOPHILLIPS COM 20825C104 7,445 155,241 SH   DFND 4 155,241 0 0
CONOCOPHILLIPS COM 20825C104 6,472 134,947 SH   DFND 17 134,947 0 0
CONOCOPHILLIPS COM 20825C104 25,909 540,218 SH   DFND 21 467,757 0 72,461
CONOCOPHILLIPS CALL 20825C904 2,134 44,500 SH Call DFND 4 44,500 0 0
CONOCOPHILLIPS PUT 20825C954 12,513 260,900 SH Put DFND 4 260,900 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 215 11,152 SH   DFND 17 11,152 0 0
CONSOLIDATED EDISON INC COM 209115104 8,743 130,782 SH   DFND 17 14,582 0 116,200
CONSOLIDATED EDISON INC COM 209115104 34,741 519,691 SH   DFND 21 207,540 0 312,151
CONSOLIDATED EDISON INC PUT 209115954 588 8,800 SH Put DFND 4 8,800 0 0
CONSTANT CONTACT INC COM 210313102 391 16,119 SH   DFND 21 16,119 0 0
CONSTELLATION BRANDS INC CL A 21036P108 22,430 179,136 SH   DFND 17 161,431 0 17,705
CONSTELLATION BRANDS INC CL A 21036P108 10,614 84,768 SH   DFND 21 1,010 0 83,758
CONSTELLATION BRANDS INC CL A 21036P108 4,971 39,700 SH   DFND 24 39,700 0 0
CONSTELLATION BRANDS INC CALL 21036P908 451 3,600 SH Call DFND 4 3,600 0 0
CONSTELLATION BRANDS INC PUT 21036P958 4,570 36,500 SH Put DFND 4 36,500 0 0
CONTINENTAL RESOURCES INC COM 212015101 587 20,265 SH   DFND 17 20,265 0 0
CONTINENTAL RESOURCES INC COM 212015101 3 120 SH   DFND 21 0 0 120
CONVERGYS CORP COM 212485106 42,852 1,854,271 SH   DFND 3 1,826,971 0 27,300
CONVERGYS CORP COM 212485106 13,483 583,417 SH   DFND 17 416,517 0 166,900
CONVERGYS CORP COM 212485106 26,051 1,127,267 SH   DFND 21 925,982 0 201,285
COOPER COS INC COM NEW 216648402 16,401 110,176 SH   DFND 17 101,806 0 8,370
COOPER COS INC COM NEW 216648402 7,057 47,407 SH   DFND 21 8,509 0 38,898
COOPER TIRE & RUBR CO COM 216831107 61 1,555 SH   DFND 17 1,555 0 0
COOPER TIRE & RUBR CO COM 216831107 2,480 62,762 SH   DFND 21 34,590 0 28,172
CORCEPT THERAPEUTICS INC COM 218352102 89 23,720 SH   DFND 17 0 0 23,720
CORE MARK HOLDING CO INC COM 218681104 26,085 398,547 SH   DFND 17 336,506 0 62,041
CORE MARK HOLDING CO INC COM 218681104 219 3,350 SH   DFND 21 0 0 3,350
CORELOGIC INC COM 21871D103 11,169 300,000 SH   DFND 4 300,000 0 0
CORELOGIC INC COM 21871D103 152 4,075 SH   DFND 17 0 0 4,075
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 45,169 45,000,000 PRN   DFND 17 39,245,000 0 5,755,000
CORNING INC COM 219350105 6,583 384,500 SH   DFND 3 384,500 0 0
CORNING INC COM 219350105 1,688 98,602 SH   DFND 4 98,602 0 0
CORNING INC COM 219350105 10,155 593,155 SH   DFND 17 489,895 0 103,260
CORNING INC COM 219350105 52,701 3,078,308 SH   DFND 21 2,221,684 0 856,624
CORNING INC CALL 219350905 310 18,100 SH Call DFND 4 18,100 0 0
CORNING INC PUT 219350955 4,158 242,900 SH Put DFND 4 242,900 0 0
CORPBANCA SPONSORED ADR 21987A209 4,463 334,800 SH   DFND 3 334,800 0 0
CORPBANCA SPONSORED ADR 21987A209 285 21,384 SH   DFND 21 17,122 0 4,262
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 38,024 1,287,200 SH   DFND 3 1,251,200 0 36,000
COSTCO WHSL CORP NEW COM 22160K105 226,511 1,566,794 SH   DFND 17 1,465,324 0 101,470
COSTCO WHSL CORP NEW COM 22160K105 44,113 305,135 SH   DFND 21 302,002 0 3,133
COSTCO WHSL CORP NEW CALL 22160K905 1,142 7,900 SH Call DFND 4 7,900 0 0
COSTCO WHSL CORP NEW PUT 22160K955 25,921 179,300 SH Put DFND 4 179,300 0 0
COTY INC COM CL A 222070203 2,138 79,020 SH   DFND 17 79,020 0 0
COVANTA HLDG CORP COM 22282E102 284 16,300 SH   DFND 17 16,300 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 2,643 147,095 SH   DFND 17 142,760 0 4,335
COWEN GROUP INC NEW CL A 223622101 9,251 2,028,710 SH   DFND 17 2,028,710 0 0
COWEN GROUP INC NEW CL A 223622101 502 110,037 SH   DFND 21 110,037 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 18,498 17,270,000 PRN   DFND 17 15,055,000 0 2,215,000
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,108 7,525 SH   DFND 17 7,525 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 7,417 50,359 SH   DFND 21 41,477 0 8,882
CRANE CO COM 224399105 70,378 1,509,940 SH   DFND 3 1,490,740 0 19,200
CRANE CO COM 224399105 3,008 64,546 SH   DFND 17 64,546 0 0
CRANE CO COM 224399105 770 16,515 SH   DFND 21 7,482 0 9,033
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 974 40,000 SH   DFND   40,000 0 0
CREE INC COM 225447101 96 3,957 SH   DFND 17 3,957 0 0
CREE INC COM 225447101 1,289 53,217 SH   DFND 21 47,586 0 5,631
CRITEO S A SPONS ADS 226718104 108,670 2,894,778 SH   DFND 17 2,258,978 0 635,800
CROSS CTRY HEALTHCARE INC COM 227483104 5,732 421,197 SH   DFND 17 411,097 0 10,100
CROWN CASTLE INTL CORP NEW COM 22822V101 539 6,838 SH   DFND 4 6,838 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,504 31,745 SH   DFND 17 31,745 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,791 35,383 SH   DFND 21 35,000 0 383
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 47,228 463,660 SH   DFND 17 461,660 0 2,000
CROWN CASTLE INTL CORP NEW CALL 22822V901 497 6,300 SH Call DFND 4 6,300 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 5,134 65,100 SH Put DFND 4 65,100 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 505 8,000 SH   DFND 17 8,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 78,359 71,810,000 PRN   DFND 17 68,290,000 0 3,520,000
CULLEN FROST BANKERS INC COM 229899109 64,635 1,016,600 SH   DFND 3 998,900 0 17,700
CULLEN FROST BANKERS INC COM 229899109 1,154 18,155 SH   DFND 17 18,155 0 0
CUMMINS INC COM 231021106 219,256 2,019,300 SH   DFND 3 2,017,500 0 1,800
CUMMINS INC COM 231021106 4,463 41,107 SH   DFND 4 41,107 0 0
CUMMINS INC COM 231021106 41,936 386,225 SH   DFND 17 386,225 0 0
CUMMINS INC COM 231021106 474 4,365 SH   DFND 21 4,197 0 168
CUMMINS INC PUT 231021956 7,720 71,100 SH Put DFND 4 71,100 0 0
CURTISS WRIGHT CORP COM 231561101 1,047 16,780 SH   DFND 21 16,780 0 0
CYBERONICS INC COM 23251P102 36 595 SH   DFND 17 595 0 0
CYBERONICS INC COM 23251P102 368 6,053 SH   DFND 21 5,130 0 923
CYNOSURE INC CL A 232577205 11,115 370,021 SH   DFND 17 366,321 0 3,700
CYPRESS SEMICONDUCTOR CORP COM 232806109 11,174 1,311,518 SH   DFND 17 1,153,585 0 157,933
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,524 296,287 SH   DFND 21 286,387 0 9,900
CYTEC INDS INC COM 232820100 15,518 210,132 SH   DFND 4 210,132 0 0
CYTEC INDS INC COM 232820100 8,169 110,610 SH   DFND 21 110,610 0 0
CYRUSONE INC COM 23283R100 60,340 1,847,524 SH   DFND 3 1,817,124 0 30,400
CYRUSONE INC COM 23283R100 1,199 36,703 SH   DFND 17 36,703 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 4,710 139,921 SH   DFND 4 125,501 0 14,420
D R HORTON INC COM 23331A109 5,849 199,200 SH   DFND 3 199,200 0 0
D R HORTON INC COM 23331A109 4,229 144,038 SH   DFND 17 144,038 0 0
D R HORTON INC COM 23331A109 17 573 SH   DFND 21 0 0 573
DST SYS INC DEL COM 233326107 31,542 300,000 SH   DFND 4 300,000 0 0
DST SYS INC DEL COM 233326107 2,259 21,484 SH   DFND 17 21,484 0 0
DST SYS INC DEL COM 233326107 17,988 171,083 SH   DFND 21 80,846 0 90,237
DTE ENERGY CO COM 233331107 11,441 142,352 SH   DFND 17 142,352 0 0
DTE ENERGY CO COM 233331107 51,383 639,329 SH   DFND 21 486,480 0 152,849
DSW INC CL A 23334L102 276 10,915 SH   DFND 17 10,915 0 0
DANA HLDG CORP COM 235825205 56,093 3,532,300 SH   DFND 3 3,474,000 0 58,300
DANA HLDG CORP COM 235825205 959 60,381 SH   DFND 17 60,381 0 0
DANAHER CORP DEL COM 235851102 83,482 979,726 SH   DFND 17 854,151 0 125,575
DANAHER CORP DEL COM 235851102 53,902 632,582 SH   DFND 21 580,109 0 52,473
DANAHER CORP DEL COM 235851102 9,363 109,884 SH   DFND 24 109,884 0 0
DANAHER CORP DEL CALL 235851902 1,687 19,800 SH Call DFND 4 19,800 0 0
DANAHER CORP DEL PUT 235851952 9,424 110,600 SH Put DFND 4 110,600 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,140 475,000 PRN   DFND 17 475,000 0 0
DARDEN RESTAURANTS INC COM 237194105 1,851 27,000 SH   DFND 17 24,580 0 2,420
DARDEN RESTAURANTS INC COM 237194105 17,485 255,105 SH   DFND 21 241,078 0 14,027
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,340 60,000 SH   DFND 4 60,000 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 765 10,580 SH   DFND 17 10,580 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 280 3,870 SH   DFND 21 3,588 0 282
DEALERTRACK TECHNOLOGIES INC COM 242309102 15,098 239,044 SH   DFND 4 239,044 0 0
DEAN FOODS CO NEW COM NEW 242370203 7,141 432,270 SH   DFND 17 432,270 0 0
DEAN FOODS CO NEW COM NEW 242370203 3,326 201,331 SH   DFND 24 201,331 0 0
DEERE & CO COM 244199105 5,121 69,200 SH   DFND 3 69,200 0 0
DEERE & CO COM 244199105 3,572 48,276 SH   DFND 4 48,276 0 0
DEERE & CO COM 244199105 59,241 800,556 SH   DFND 17 796,856 0 3,700
DEERE & CO COM 244199105 3,108 42,001 SH   DFND 21 36,098 0 5,903
DEERE & CO CALL 244199905 266 3,600 SH Call DFND 4 3,600 0 0
DEERE & CO PUT 244199955 8,377 113,200 SH Put DFND 4 113,200 0 0
DELEK US HLDGS INC COM 246647101 43,176 1,558,700 SH   DFND 3 1,558,700 0 0
DELEK US HLDGS INC COM 246647101 398 14,379 SH   DFND 17 1,879 0 12,500
DELEK US HLDGS INC COM 246647101 3,947 142,499 SH   DFND 21 59,388 0 83,111
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 17,502 579,541 SH   DFND 3 553,480 0 26,061
DELTA AIR LINES INC DEL COM NEW 247361702 473 10,531 SH   DFND 4 10,531 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,941 43,269 SH   DFND 17 43,269 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 31,948 712,017 SH   DFND 21 523,696 0 188,321
DELTA AIR LINES INC DEL CALL 247361902 615 13,700 SH Call DFND 4 13,700 0 0
DELTA AIR LINES INC DEL PUT 247361952 12,375 275,800 SH Put DFND 4 275,800 0 0
DENBURY RES INC COM NEW 247916208 1,350 553,212 SH   DFND 17 553,212 0 0
DENBURY RES INC COM NEW 247916208 2,503 1,025,894 SH   DFND 21 1,025,274 0 620
DELUXE CORP COM 248019101 53,694 963,300 SH   DFND 3 963,300 0 0
DELUXE CORP COM 248019101 6,726 120,675 SH   DFND 17 64,675 0 56,000
DELUXE CORP COM 248019101 18,323 328,725 SH   DFND 21 148,885 0 179,840
DERMIRA INC COM 24983L104 2,491 106,720 SH   DFND 17 106,720 0 0
DERMIRA INC COM 24983L104 350 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC COM 249908104 10,007 530,900 SH   DFND 17 474,363 0 56,537
DEPOMED INC COM 249908104 62 3,300 SH   DFND 21 0 0 3,300
DEPOMED INC NOTE 2.500% 9/0 249908AA2 20,363 17,085,000 PRN   DFND 17 14,990,000 0 2,095,000
DEVON ENERGY CORP NEW COM 25179M103 4,618 124,500 SH   DFND 3 124,500 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,545 68,629 SH   DFND 4 68,629 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,621 124,581 SH   DFND 17 124,581 0 0
DEVON ENERGY CORP NEW COM 25179M103 12,621 340,292 SH   DFND 21 339,915 0 377
DEVON ENERGY CORP NEW CALL 25179M903 260 7,000 SH Call DFND 4 7,000 0 0
DEVON ENERGY CORP NEW PUT 25179M953 30,269 816,100 SH Put DFND 4 816,100 0 0
DEVRY ED GROUP INC COM 251893103 15 567 SH   DFND 17 567 0 0
DEVRY ED GROUP INC COM 251893103 382 14,054 SH   DFND 21 11,382 0 2,672
DEXCOM INC COM 252131107 8,294 96,595 SH   DFND 17 67,880 0 28,715
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,842 222,065 SH   DFND 17 222,065 0 0
DIAMOND RESORTS INTL INC COM 25272T104 16,811 718,738 SH   DFND 17 622,105 0 96,633
DIAMOND RESORTS INTL INC COM 25272T104 140 6,000 SH   DFND 21 0 0 6,000
DIAMONDROCK HOSPITALITY CO COM 252784301 844 76,340 SH   DFND 4 76,340 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 6 520 SH   DFND 17 520 0 0
DIAMONDBACK ENERGY INC COM 25278X109 5,110 79,102 SH   DFND 17 79,102 0 0
DICKS SPORTING GOODS INC COM 253393102 10,914 220,000 SH   DFND 4 220,000 0 0
DIGITAL RLTY TR INC COM 253868103 7,198 110,200 SH   DFND 3 110,200 0 0
DIGITAL RLTY TR INC COM 253868103 366 5,604 SH   DFND 17 5,604 0 0
DIGITAL RLTY TR INC COM 253868103 8 115 SH   DFND 21 0 0 115
DILLARDS INC CL A 254067101 8,090 92,571 SH   DFND 17 60,771 0 31,800
DILLARDS INC CL A 254067101 31,165 356,617 SH   DFND 21 298,483 0 58,134
DINEEQUITY INC COM 254423106 37,636 410,600 SH   DFND 3 405,400 0 5,200
DINEEQUITY INC COM 254423106 516 5,633 SH   DFND 17 5,633 0 0
DINEEQUITY INC COM 254423106 7,514 81,974 SH   DFND 21 75,576 0 6,398
DIPLOMAT PHARMACY INC COM 25456K101 2,350 81,805 SH   DFND 17 56,155 0 25,650
DISNEY WALT CO COM DISNEY 254687106 3,072 30,062 SH   DFND 4 24,202 0 5,860
DISNEY WALT CO COM DISNEY 254687106 179,116 1,752,604 SH   DFND 17 1,555,644 0 196,960
DISNEY WALT CO COM DISNEY 254687106 152,387 1,491,065 SH   DFND 21 840,174 0 650,891
DISNEY WALT CO COM DISNEY 254687106 143 1,400 SH   DFND 24 1,400 0 0
DISNEY WALT CO CALL 254687906 4,180 40,900 SH Call DFND 4 40,900 0 0
DISNEY WALT CO PUT 254687956 42,944 420,200 SH Put DFND 4 420,200 0 0
DISCOVER FINL SVCS COM 254709108 7,533 144,900 SH   DFND 3 144,900 0 0
DISCOVER FINL SVCS COM 254709108 2,033 39,095 SH   DFND 4 39,095 0 0
DISCOVER FINL SVCS COM 254709108 4,467 85,924 SH   DFND 17 85,924 0 0
DISCOVER FINL SVCS COM 254709108 49,699 955,933 SH   DFND 21 905,264 0 50,669
DISCOVER FINL SVCS CALL 254709908 629 12,100 SH Call DFND 4 12,100 0 0
DISCOVER FINL SVCS PUT 254709958 6,026 115,900 SH Put DFND 4 115,900 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,222 46,949 SH   DFND 17 38,439 0 8,510
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 7 282 SH   DFND 21 0 0 282
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,080 44,449 SH   DFND 17 35,939 0 8,510
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 9 362 SH   DFND 21 0 0 362
DISH NETWORK CORP CL A 25470M109 5,213 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 146 2,495 SH   DFND 17 0 0 2,495
DISH NETWORK CORP CL A 25470M109 11 190 SH   DFND 21 0 0 190
DR REDDYS LABS LTD ADR 256135203 6,803 106,452 SH   DFND 17 101,352 0 5,100
DR REDDYS LABS LTD ADR 256135203 581 9,090 SH   DFND 21 9,090 0 0
DOLBY LABORATORIES INC COM 25659T107 245 7,500 SH   DFND 17 7,500 0 0
DOLBY LABORATORIES INC COM 25659T107 20 600 SH   DFND 21 600 0 0
DOLLAR GEN CORP NEW COM 256677105 4,822 66,560 SH   DFND 4 66,560 0 0
DOLLAR GEN CORP NEW COM 256677105 27,508 379,735 SH   DFND 17 369,280 0 10,455
DOLLAR GEN CORP NEW COM 256677105 1,625 22,435 SH   DFND 21 22,171 0 264
DOLLAR GEN CORP NEW CALL 256677905 326 4,500 SH Call DFND 4 4,500 0 0
DOLLAR GEN CORP NEW PUT 256677955 4,940 68,200 SH Put DFND 4 68,200 0 0
DOLLAR TREE INC COM 256746108 53,743 806,221 SH   DFND 17 697,081 0 109,140
DOLLAR TREE INC COM 256746108 20 297 SH   DFND 21 0 0 297
DOLLAR TREE INC PUT 256746958 313 4,700 SH Put DFND 4 4,700 0 0
DOMINION DIAMOND CORP COM 257287102 485 34,700 SH   DFND 17 0 0 34,700
DOMINION DIAMOND CORP COM 257287102 1,201 85,895 SH   DFND 21 64,456 0 21,439
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 1,106 20,000 SH   DFND 17 20,000 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12,378 250,000 SH   DFND 17 250,000 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 3,751 67,000 SH   DFND 17 67,000 0 0
DOMINION RES INC VA NEW CALL 25746U909 1,541 21,900 SH Call DFND 4 21,900 0 0
DOMINION RES INC VA NEW PUT 25746U959 8,762 124,500 SH Put DFND 4 124,500 0 0
DOMTAR CORP COM NEW 257559203 509 10,862 SH   DFND 17 10,862 0 0
DOMTAR CORP COM NEW 257559203 5,978 127,691 SH   DFND 21 81,217 0 46,474
DONALDSON INC COM 257651109 327 11,654 SH   DFND 17 11,654 0 0
DONALDSON INC COM 257651109 4,549 162,016 SH   DFND 21 145,939 0 16,077
DONALDSON INC COM 257651109 8,481 302,040 SH   DFND 24 302,040 0 0
DONNELLEY R R & SONS CO COM 257867101 17,946 1,232,582 SH   DFND 4 1,232,582 0 0
DONNELLEY R R & SONS CO COM 257867101 1,715 117,779 SH   DFND 21 21,981 0 95,798
DOUGLAS DYNAMICS INC COM 25960R105 807 40,655 SH   DFND 21 6,479 0 34,176
DOVER CORP COM 260003108 691 12,090 SH   DFND 21 11,800 0 290
DOW CHEM CO COM 260543103 13,218 311,742 SH   DFND 4 311,742 0 0
DOW CHEM CO COM 260543103 41,755 984,798 SH   DFND 17 970,118 0 14,680
DOW CHEM CO COM 260543103 48,134 1,135,231 SH   DFND 21 869,207 0 266,024
DOW CHEM CO COM 260543103 560 13,200 SH   DFND 24 13,200 0 0
DOW CHEM CO CALL 260543903 873 20,600 SH Call DFND 4 20,600 0 0
DOW CHEM CO PUT 260543953 11,003 259,500 SH Put DFND 4 259,500 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 17,370 219,730 SH   DFND 17 129,730 0 90,000
DR PEPPER SNAPPLE GROUP INC COM 26138E109 96,003 1,214,462 SH   DFND 21 807,613 0 406,849
DU PONT E I DE NEMOURS & CO COM 263534109 9,785 203,015 SH   DFND 4 203,015 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,460 30,286 SH   DFND 21 21,183 0 9,103
DU PONT E I DE NEMOURS & CO COM 263534109 14 300 SH   DFND 24 300 0 0
DU PONT E I DE NEMOURS & CO CALL 263534909 482 10,000 SH Call DFND 4 10,000 0 0
DU PONT E I DE NEMOURS & CO PUT 263534959 4,854 100,700 SH Put DFND 4 100,700 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,368 19,021 SH   DFND 4 19,021 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 13,323 185,201 SH   DFND 17 137,501 0 47,700
DUKE ENERGY CORP NEW COM NEW 26441C204 57,871 804,430 SH   DFND 21 721,657 0 82,773
DUKE ENERGY CORP NEW CALL 26441C904 1,029 14,300 SH Call DFND 4 14,300 0 0
DUKE ENERGY CORP NEW PUT 26441C954 10,474 145,600 SH Put DFND 4 145,600 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 978 9,316 SH   DFND 21 9,269 0 47
DUNKIN BRANDS GROUP INC COM 265504100 7,711 157,370 SH   DFND 17 131,140 0 26,230
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 252 9,728 SH   DFND 21 0 0 9,728
DYAX CORP COM 26746E103 5,899 308,995 SH   DFND 17 284,150 0 24,845
DYAX CORP COM 26746E103 1,623 85,000 SH   DFND 24 85,000 0 0
DYCOM INDS INC COM 267475101 1,225 16,930 SH   DFND 17 7,565 0 9,365
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1,850 75,373 SH   DFND 17 56,643 0 18,730
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 83,824 1,044,150 SH   DFND 17 1,000,530 0 43,620
E M C CORP MASS COM 268648102 2,954 122,271 SH   DFND 4 122,271 0 0
E M C CORP MASS COM 268648102 118,500 4,904,819 SH   DFND 17 4,859,534 0 45,285
E M C CORP MASS COM 268648102 10,376 429,482 SH   DFND 21 273,532 0 155,950
E M C CORP MASS CALL 268648902 1,194 49,400 SH Call DFND 4 49,400 0 0
E M C CORP MASS PUT 268648952 8,930 369,600 SH Put DFND 4 369,600 0 0
EMC INS GROUP INC COM 268664109 365 15,705 SH   DFND 17 15,705 0 0
EOG RES INC COM 26875P101 8,421 115,670 SH   DFND 4 115,670 0 0
EOG RES INC COM 26875P101 80,137 1,100,784 SH   DFND 17 991,324 0 109,460
EOG RES INC COM 26875P101 38,904 534,402 SH   DFND 20 534,402 0 0
EOG RES INC COM 26875P101 87,451 1,202,257 SH   DFND 21 911,470 0 290,787
EOG RES INC COM 26875P101 1,056 14,500 SH   DFND 24 14,500 0 0
EOG RES INC CALL 26875P901 801 11,000 SH Call DFND 4 11,000 0 0
EOG RES INC PUT 26875P951 14,363 197,300 SH Put DFND 4 197,300 0 0
EAGLE BANCORP INC MD COM 268948106 17,268 379,510 SH   DFND 17 324,388 0 55,122
EAGLE BANCORP INC MD COM 268948106 112 2,465 SH   DFND 21 0 0 2,465
EAGLE PHARMACEUTICALS INC COM 269796108 25,581 345,555 SH   DFND 17 301,437 0 44,118
EAGLE PHARMACEUTICALS INC COM 269796108 814 11,000 SH   DFND 24 11,000 0 0
EASTMAN CHEM CO COM 277432100 16,963 262,100 SH   DFND 3 262,100 0 0
EASTMAN CHEM CO COM 277432100 3,707 57,272 SH   DFND 17 55,980 0 1,292
EASTMAN CHEM CO COM 277432100 7,661 118,371 SH   DFND 21 27,049 0 91,322
EBAY INC COM 278642103 153 6,276 SH   DFND 4 6,276 0 0
EBAY INC COM 278642103 15,033 615,090 SH   DFND 17 472,790 0 142,300
EBAY INC COM 278642103 1,178 48,198 SH   DFND 21 47,318 0 880
EBAY INC PUT 278642953 435 17,800 SH Put DFND 4 17,800 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 12,835 654,869 SH   DFND 17 587,954 0 66,915
ECHO GLOBAL LOGISTICS INC COM 27875T101 69 3,500 SH   DFND 21 0 0 3,500
ECHOSTAR CORP CL A 278768106 228 5,295 SH   DFND 17 5,295 0 0
ECOLAB INC COM 278865100 50,958 464,439 SH   DFND 17 396,994 0 67,445
ECOLAB INC COM 278865100 24,605 224,491 SH   DFND 21 107,111 0 117,380
ECOLAB INC COM 278865100 1,499 13,660 SH   DFND 24 13,660 0 0
ECOLAB INC CALL 278865900 987 9,000 SH Call DFND 4 9,000 0 0
ECOLAB INC PUT 278865950 3,840 35,000 SH Put DFND 4 35,000 0 0
ECOPETROL S A SPONSORED ADS 279158109 223 25,947 SH   DFND 21 25,947 0 0
EDGEWELL PERS CARE CO COM 28035Q102 310 3,795 SH   DFND 17 3,795 0 0
EDGEWELL PERS CARE CO COM 28035Q102 188 2,300 SH   DFND 21 2,200 0 100
EDISON INTL COM 281020107 19,568 310,253 SH   DFND 17 188,153 0 122,100
EDISON INTL COM 281020107 57,424 910,473 SH   DFND 21 646,896 0 263,577
EDISON INTL PUT 281020957 858 13,600 SH Put DFND 4 13,600 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 16,179 113,800 SH   DFND 17 90,345 0 23,455
EDWARDS LIFESCIENCES CORP COM 28176E108 13 93 SH   DFND 21 0 0 93
8X8 INC NEW COM 282914100 10,283 1,243,439 SH   DFND 17 1,231,927 0 11,512
8X8 INC NEW COM 282914100 8,128 982,831 SH   DFND 20 982,831 0 0
EL PASO ELEC CO COM NEW 283677854 233 6,323 SH   DFND 21 6,323 0 0
ELDORADO RESORTS INC COM 28470R102 3,476 385,335 SH   DFND 17 377,640 0 7,695
ELECTRONIC ARTS INC COM 285512109 43,875 647,604 SH   DFND 17 512,884 0 134,720
ELECTRONIC ARTS INC COM 285512109 1,087 16,039 SH   DFND 21 1,854 0 14,185
ELECTRONIC ARTS INC CALL 285512909 400 5,900 SH Call DFND 4 5,900 0 0
ELECTRONIC ARTS INC PUT 285512959 3,164 46,700 SH Put DFND 4 46,700 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 19,771 456,821 SH   DFND 17 392,603 0 64,218
ELECTRONICS FOR IMAGING INC COM 286082102 398 9,185 SH   DFND 21 3,678 0 5,507
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 52,301 50,930,000 PRN   DFND 17 44,935,000 0 5,995,000
ELLIS PERRY INTL INC COM 288853104 670 30,530 SH   DFND 17 30,530 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 853 33,363 SH   DFND 21 13,363 0 20,000
EMERGENT BIOSOLUTIONS INC COM 29089Q105 534 18,744 SH   DFND 21 18,744 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 34,799 30,780,000 PRN   DFND 17 26,930,000 0 3,850,000
EMERSON ELEC CO COM 291011104 4,726 107,000 SH   DFND 3 107,000 0 0
EMERSON ELEC CO COM 291011104 3,654 82,734 SH   DFND 4 82,734 0 0
EMERSON ELEC CO COM 291011104 1,347 30,491 SH   DFND 17 30,491 0 0
EMERSON ELEC CO COM 291011104 695 15,740 SH   DFND 21 15,300 0 440
EMERSON ELEC CO CALL 291011904 1,162 26,300 SH Call DFND 4 26,300 0 0
EMERSON ELEC CO PUT 291011954 5,826 131,900 SH Put DFND 4 131,900 0 0
EMPIRE DIST ELEC CO COM 291641108 114 5,190 SH   DFND 17 5,190 0 0
EMPIRE DIST ELEC CO COM 291641108 236 10,714 SH   DFND 21 10,714 0 0
EMPLOYERS HOLDINGS INC COM 292218104 727 32,607 SH   DFND 21 27,426 0 5,181
ENCANA CORP COM 292505104 976 115,800 SH   DFND 17 115,800 0 0
ENCANA CORP COM 292505104 557 66,117 SH   DFND 21 0 0 66,117
ENBRIDGE INC COM 29250N105 924 19,018 SH   DFND 17 19,018 0 0
ENBRIDGE INC COM 29250N105 18,593 382,540 SH   DFND 21 65,149 0 317,391
ENBRIDGE INC COM 29250N105 705 14,500 SH   DFND 24 14,500 0 0
ENCORE CAP GROUP INC COM 292554102 603 16,305 SH   DFND 21 0 0 16,305
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 32,882 39,000,000 PRN   DFND 17 39,000,000 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 3,925 293,804 SH   DFND 17 293,804 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 30,364 784,400 SH   DFND 3 759,800 0 24,600
ENERGIZER HLDGS INC NEW COM 29272W109 89 2,300 SH   DFND 21 2,200 0 100
ENERSIS S A SPONSORED ADR 29274F104 275 21,765 SH   DFND 21 21,765 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 8,951 94,225,000 PRN   DFND 17 90,070,000 0 4,155,000
ENERSYS COM 29275Y102 54,448 1,016,200 SH   DFND 3 998,300 0 17,900
ENERSYS COM 29275Y102 2,509 46,835 SH   DFND 21 43,822 0 3,013
ENERPLUS CORP COM 292766102 73 14,999 SH   DFND 21 14,999 0 0
ENNIS INC COM 293389102 17,891 1,030,575 SH   DFND 3 969,201 0 61,374
ENNIS INC COM 293389102 1,380 79,505 SH   DFND 17 79,505 0 0
ENOVA INTL INC COM 29357K103 308 30,135 SH   DFND 21 30,135 0 0
ENSIGN GROUP INC COM 29358P101 18,689 438,405 SH   DFND 3 438,405 0 0
ENTERGY CORP NEW COM 29364G103 6,718 103,200 SH   DFND 3 103,200 0 0
ENTERGY CORP NEW COM 29364G103 8,009 123,028 SH   DFND 17 42,328 0 80,700
ENTERGY CORP NEW COM 29364G103 50,441 774,817 SH   DFND 21 387,480 0 387,337
ENTERPRISE FINL SVCS CORP COM 293712105 572 22,743 SH   DFND 17 3,443 0 19,300
ENTERPRISE FINL SVCS CORP COM 293712105 510 20,259 SH   DFND 21 7,058 0 13,201
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,180 629,447 SH   DFND 17 613,906 0 15,541
EPAM SYS INC COM 29414B104 884 11,860 SH   DFND 21 11,860 0 0
EPLUS INC COM 294268107 3,427 43,343 SH   DFND 17 42,268 0 1,075
EPLUS INC COM 294268107 467 5,906 SH   DFND 21 5,906 0 0
EQUIFAX INC COM 294429105 6,858 70,565 SH   DFND 17 57,955 0 12,610
EQUIFAX INC COM 294429105 139 1,427 SH   DFND 21 1,300 0 127
EQUINIX INC COM PAR $0.001 29444U700 11,427 41,795 SH   DFND 17 34,710 0 7,085
EQUITY COMWLTH COM SH BEN INT 294628102 1,052 38,610 SH   DFND 4 38,610 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 30,186 401,840 SH   DFND 4 395,410 0 6,430
EQUITY RESIDENTIAL SH BEN INT 29476L107 33 439 SH   DFND 17 439 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,865 118,017 SH   DFND 21 117,689 0 328
EQUITY RESIDENTIAL CALL 29476L907 811 10,800 SH Call DFND 4 10,800 0 0
EQUITY RESIDENTIAL PUT 29476L957 5,146 68,500 SH Put DFND 4 68,500 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 2,407 102,020 SH   DFND 17 102,020 0 0
ESSENDANT INC COM 296689102 46,481 1,433,274 SH   DFND 3 1,433,274 0 0
ESSENDANT INC COM 296689102 479 14,770 SH   DFND 21 6,818 0 7,952
ESSEX PPTY TR INC COM 297178105 3,912 17,508 SH   DFND 4 15,350 0 2,158
ESSEX PPTY TR INC COM 297178105 22 100 SH   DFND 17 100 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 807 11,230 SH   DFND 21 11,230 0 0
EURONET WORLDWIDE INC COM 298736109 26,811 361,876 SH   DFND 17 297,370 0 64,506
EURONET WORLDWIDE INC COM 298736109 5,327 71,904 SH   DFND 21 56,979 0 14,925
EVERBANK FINL CORP COM 29977G102 1,479 76,635 SH   DFND 17 11,735 0 64,900
EVERBANK FINL CORP COM 29977G102 1,411 73,132 SH   DFND 21 14,579 0 58,553
EVERI HLDGS INC COM 30034T103 88 17,093 SH   DFND 17 17,093 0 0
EVERI HLDGS INC COM 30034T103 762 148,524 SH   DFND 21 75,744 0 72,780
EVERSOURCE ENERGY COM 30040W108 941 18,585 SH   DFND 17 18,585 0 0
EVERSOURCE ENERGY COM 30040W108 3,071 60,675 SH   DFND 21 60,289 0 386
EXELON CORP COM 30161N101 1,428 48,074 SH   DFND 4 48,074 0 0
EXELON CORP COM 30161N101 9,867 332,239 SH   DFND 17 154,439 0 177,800
EXELON CORP COM 30161N101 18,008 606,346 SH   DFND 21 229,514 0 376,832
EXELON CORP UNIT 99/99/9999 30161N127 59,604 1,365,505 SH   DFND 17 1,362,505 0 3,000
EXELON CORP CALL 30161N901 410 13,800 SH Call DFND 4 13,800 0 0
EXELON CORP PUT 30161N951 4,999 168,300 SH Put DFND 4 168,300 0 0
EXPEDIA INC DEL COM NEW 30212P303 56,439 479,595 SH   DFND 17 372,820 0 106,775
EXPEDIA INC DEL COM NEW 30212P303 12 100 SH   DFND 21 0 0 100
EXPRESS INC COM 30219E103 2,398 134,167 SH   DFND 17 67,487 0 66,680
EXPRESS INC COM 30219E103 282 15,761 SH   DFND 21 1,792 0 13,969
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,184 14,629 SH   DFND 4 14,629 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 64,013 790,669 SH   DFND 17 655,614 0 135,055
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,753 21,647 SH   DFND 21 16,500 0 5,147
EXPRESS SCRIPTS HLDG CO CALL 30219G908 1,700 21,000 SH Call DFND 4 21,000 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 19,657 242,800 SH Put DFND 4 242,800 0 0
EXTRA SPACE STORAGE INC COM 30225T102 14,824 192,120 SH   DFND 17 192,120 0 0
EXTRA SPACE STORAGE INC COM 30225T102 201 2,600 SH   DFND 21 0 0 2,600
EXXON MOBIL CORP COM 30231G102 222,076 2,986,900 SH   DFND 3 2,984,300 0 2,600
EXXON MOBIL CORP COM 30231G102 37,512 504,534 SH   DFND 4 504,534 0 0
EXXON MOBIL CORP COM 30231G102 92,212 1,240,246 SH   DFND 17 864,814 0 375,432
EXXON MOBIL CORP COM 30231G102 226,645 3,048,354 SH   DFND 21 2,204,592 0 843,762
EXXON MOBIL CORP COM 30231G102 2,074 27,900 SH   DFND 24 27,900 0 0
EXXON MOBIL CORP CALL 30231G902 7,056 94,900 SH Call DFND 4 94,900 0 0
EXXON MOBIL CORP PUT 30231G952 74,484 1,001,800 SH Put DFND 4 1,001,800 0 0
FACEBOOK INC CL A 30303M102 655,651 7,293,113 SH   DFND 17 6,204,003 0 1,089,110
FACEBOOK INC CL A 30303M102 32,526 361,800 SH   DFND 20 361,800 0 0
FACEBOOK INC CL A 30303M102 103,046 1,146,231 SH   DFND 21 879,327 0 266,904
FACEBOOK INC CL A 30303M102 36 400 SH   DFND 24 400 0 0
FACEBOOK INC CALL 30303M902 4,720 52,500 SH Call DFND 4 52,500 0 0
FACEBOOK INC PUT 30303M952 83,976 934,100 SH Put DFND 4 934,100 0 0
FATE THERAPEUTICS INC COM 31189P102 1,027 192,596 SH   DFND 17 182,492 0 10,104
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,419 25,054 SH   DFND 4 21,966 0 3,088
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 11 77 SH   DFND 17 77 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 7 54 SH   DFND 21 0 0 54
FEDERATED NATL HLDG CO COM 31422T101 3,958 164,769 SH   DFND 17 159,461 0 5,308
FEDEX CORP COM 31428X106 5,150 35,771 SH   DFND 4 35,771 0 0
FEDEX CORP COM 31428X106 2,811 19,522 SH   DFND 17 19,522 0 0
FEDEX CORP COM 31428X106 34,161 237,265 SH   DFND 21 207,634 0 29,631
FEDEX CORP CALL 31428X906 374 2,600 SH Call DFND 4 2,600 0 0
FEDEX CORP PUT 31428X956 17,004 118,100 SH Put DFND 4 118,100 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 37,426 1,507,305 SH   DFND 17 1,507,305 0 0
FERRO CORP COM 315405100 5,011 457,600 SH   DFND 17 457,600 0 0
F5 NETWORKS INC COM 315616102 12,962 111,935 SH   DFND 17 89,955 0 21,980
F5 NETWORKS INC COM 315616102 1,051 9,072 SH   DFND 21 9,000 0 72
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 237 17,443 SH   DFND 21 17,443 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 66,486 991,139 SH   DFND 17 741,284 0 249,855
FIDELITY NATL INFORMATION SV COM 31620M106 23,068 343,881 SH   DFND 21 98,075 0 245,806
FIDELITY NATL INFORMATION SV PUT 31620M956 590 8,800 SH Put DFND 4 8,800 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 141 12,055 SH   DFND 17 12,055 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 63,884 33,030,000 PRN   DFND 17 30,430,000 0 2,600,000
FIFTH THIRD BANCORP COM 316773100 231,801 12,258,133 SH   DFND 3 12,247,033 0 11,100
FIFTH THIRD BANCORP COM 316773100 37,570 1,986,765 SH   DFND 4 1,986,765 0 0
FIFTH THIRD BANCORP COM 316773100 58,079 3,071,313 SH   DFND 17 3,071,313 0 0
FIFTH THIRD BANCORP COM 316773100 18,311 968,345 SH   DFND 21 773,667 0 194,678
58 COM INC SPON ADR REP A 31680Q104 5 100 SH   DFND 17 100 0 0
58 COM INC SPON ADR REP A 31680Q104 5,025 106,800 SH   DFND 20 106,800 0 0
FINISH LINE INC CL A 317923100 607 31,455 SH   DFND 17 10,085 0 21,370
FINISH LINE INC CL A 317923100 285 14,768 SH   DFND 21 12,452 0 2,316
FIREEYE INC COM 31816Q101 7,737 243,155 SH   DFND 17 243,155 0 0
FIRST AMERN FINL CORP COM 31847R102 28,033 717,500 SH   DFND 3 705,400 0 12,100
FIRST AMERN FINL CORP COM 31847R102 4,295 109,923 SH   DFND 21 36,835 0 73,088
FIRST BANCORP N C COM 318910106 275 16,170 SH   DFND 17 16,170 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 238 1,051 SH   DFND 21 1,051 0 0
FIRST FINL BANCORP OH COM 320209109 27,614 1,447,278 SH   DFND 3 1,447,278 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,742 130,864 SH   DFND 4 119,450 0 11,414
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 23,032 827,293 SH   DFND 3 787,593 0 39,700
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 897 32,218 SH   DFND 17 4,618 0 27,600
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1,000 35,905 SH   DFND 21 20,963 0 14,942
FIRST MERCHANTS CORP COM 320817109 21,653 825,812 SH   DFND 3 825,812 0 0
FIRST MERCHANTS CORP COM 320817109 5,660 215,869 SH   DFND 17 192,269 0 23,600
FIRST MERCHANTS CORP COM 320817109 1,820 69,406 SH   DFND 21 36,248 0 33,158
FIRST NBC BK HLDG CO COM 32115D106 2,452 69,986 SH   DFND 17 69,986 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 10,423 166,055 SH   DFND 17 139,300 0 26,755
FISERV INC COM 337738108 56 651 SH   DFND 4 651 0 0
FISERV INC COM 337738108 53,156 613,745 SH   DFND 17 493,475 0 120,270
FISERV INC COM 337738108 3,990 46,070 SH   DFND 21 14,521 0 31,549
FISERV INC PUT 337738958 2,642 30,500 SH Put DFND 4 30,500 0 0
FIRSTMERIT CORP COM 337915102 59,489 3,366,666 SH   DFND 3 3,303,266 0 63,400
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,762 85,695 SH   DFND 17 47,955 0 37,740
FIRSTENERGY CORP COM 337932107 7,010 223,900 SH   DFND 3 223,900 0 0
FIRSTENERGY CORP COM 337932107 1,048 33,482 SH   DFND 21 24,937 0 8,545
FITBIT INC CL A 33812L102 6,949 184,377 SH   DFND 17 153,835 0 30,542
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,205 78,278 SH   DFND 17 78,278 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 938 57,527 SH   DFND 21 57,527 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 7,090 51,519 SH   DFND 17 51,519 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,016 68,376 SH   DFND 17 68,376 0 0
FLUOR CORP NEW COM 343412102 3,219 76,000 SH   DFND 3 76,000 0 0
FLUOR CORP NEW COM 343412102 42,518 1,003,975 SH   DFND 17 999,000 0 4,975
FLUOR CORP NEW COM 343412102 6 149 SH   DFND 21 0 0 149
FLOWSERVE CORP COM 34354P105 196 4,764 SH   DFND 17 4,764 0 0
FLOWSERVE CORP COM 34354P105 42,211 1,026,042 SH   DFND 21 953,745 0 72,297
FLOWSERVE CORP COM 34354P105 5,262 127,900 SH   DFND 24 127,900 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 233 17,683 SH   DFND 21 17,683 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,723 19,300 SH   DFND 17 19,300 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 16,107 180,474 SH   DFND 21 180,474 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 170 1,900 SH   DFND 24 1,900 0 0
FOOT LOCKER INC COM 344849104 10,995 152,775 SH   DFND 17 53,465 0 99,310
FOOT LOCKER INC COM 344849104 65,635 911,982 SH   DFND 21 581,533 0 330,449
FORD MTR CO DEL COM PAR $0.01 345370860 439,725 32,404,200 SH   DFND 3 32,372,000 0 32,200
FORD MTR CO DEL COM PAR $0.01 345370860 4,104 302,438 SH   DFND 4 302,438 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 209,789 15,459,728 SH   DFND 17 15,424,453 0 35,275
FORD MTR CO DEL COM PAR $0.01 345370860 18,902 1,392,930 SH   DFND 21 729,914 0 663,016
FORD MTR CO DEL CALL 345370900 1,311 96,600 SH Call DFND 4 96,600 0 0
FORD MTR CO DEL PUT 345370950 10,138 747,100 SH Put DFND 4 747,100 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 35,207 6,343,581 SH   DFND 3 6,195,481 0 148,100
FORTINET INC COM 34959E109 61,585 1,449,750 SH   DFND 17 1,106,930 0 342,820
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,196 25,200 SH   DFND 21 24,910 0 290
FORWARD AIR CORP COM 349853101 5,914 142,535 SH   DFND 17 142,535 0 0
FRANKLIN ELEC INC COM 353514102 12,632 463,896 SH   DFND 17 463,896 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 2,097 93,836 SH   DFND 17 88,907 0 4,929
FRANKLIN RES INC COM 354613101 2,119 56,870 SH   DFND 4 56,870 0 0
FRANKLIN RES INC COM 354613101 273 7,330 SH   DFND 21 6,846 0 484
FRANKLIN RES INC PUT 354613951 2,917 78,300 SH Put DFND 4 78,300 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 33,545 3,120,500 SH   DFND 3 3,024,400 0 96,100
FRANKLIN STREET PPTYS CORP COM 35471R106 1,067 99,293 SH   DFND 17 99,293 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,983 307,864 SH   DFND 4 307,864 0 0
FREEPORT-MCMORAN INC CL B 35671D857 6,471 667,800 SH   DFND 17 665,300 0 2,500
FREEPORT-MCMORAN INC CL B 35671D857 13,006 1,342,235 SH   DFND 21 1,339,119 0 3,116
FREEPORT-MCMORAN INC CALL 35671D907 569 58,700 SH Call DFND 4 58,700 0 0
FREEPORT-MCMORAN INC PUT 35671D957 3,602 371,700 SH Put DFND 4 371,700 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,243 261,667 SH   DFND 17 261,667 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 13,215 2,782,174 SH   DFND 21 2,781,270 0 904
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 179,034 1,922,000 SH   DFND 17 1,832,985 0 89,015
GATX CORP COM 361448103 5,438 123,168 SH   DFND 17 38,268 0 84,900
GATX CORP COM 361448103 37,261 843,973 SH   DFND 21 549,588 0 294,385
GNC HLDGS INC COM CL A 36191G107 65,939 1,631,344 SH   DFND 3 1,607,213 0 24,131
GNC HLDGS INC COM CL A 36191G107 1,214 30,034 SH   DFND 17 26,424 0 3,610
GNC HLDGS INC COM CL A 36191G107 145 3,591 SH   DFND 21 3,591 0 0
GP STRATEGIES CORP COM 36225V104 3,489 152,905 SH   DFND 17 148,886 0 4,019
GTT COMMUNICATIONS INC COM 362393100 6,023 258,925 SH   DFND 17 251,972 0 6,953
GALLAGHER ARTHUR J & CO COM 363576109 9,858 238,818 SH   DFND 17 238,818 0 0
GALLAGHER ARTHUR J & CO COM 363576109 182 4,400 SH   DFND 21 0 0 4,400
GAMESTOP CORP NEW CL A 36467W109 7,644 185,486 SH   DFND 17 135,486 0 50,000
GAMESTOP CORP NEW CL A 36467W109 23,157 561,925 SH   DFND 21 313,115 0 248,810
GANNETT CO INC COM 36473H104 1,590 107,950 SH   DFND 3 107,950 0 0
GANNETT CO INC COM 36473H104 0 2 SH   DFND 4 2 0 0
GANNETT CO INC COM 36473H104 357 24,245 SH   DFND 17 24,245 0 0
GANNETT CO INC COM 36473H104 4,615 313,326 SH   DFND 21 270,330 0 42,996
GAP INC DEL COM 364760108 478 16,783 SH   DFND 17 16,783 0 0
GAP INC DEL COM 364760108 1,208 42,394 SH   DFND 21 37,430 0 4,964
GASTAR EXPL INC NEW COM 36729W202 465 404,350 SH   DFND 17 404,350 0 0
GENERAL DYNAMICS CORP COM 369550108 160 1,162 SH   DFND 17 1,162 0 0
GENERAL DYNAMICS CORP COM 369550108 409 2,968 SH   DFND 21 2,700 0 268
GENERAL DYNAMICS CORP CALL 369550908 2,180 15,800 SH Call DFND 4 15,800 0 0
GENERAL DYNAMICS CORP PUT 369550958 10,829 78,500 SH Put DFND 4 78,500 0 0
GENERAL ELECTRIC CO COM 369604103 11,863 470,400 SH   DFND 3 470,400 0 0
GENERAL ELECTRIC CO COM 369604103 190,587 7,556,974 SH   DFND 17 7,302,774 0 254,200
GENERAL ELECTRIC CO COM 369604103 65,649 2,603,064 SH   DFND 20 2,603,064 0 0
GENERAL ELECTRIC CO COM 369604103 139,608 5,535,593 SH   DFND 21 4,822,170 0 713,423
GENERAL ELECTRIC CO COM 369604103 232 9,200 SH   DFND 24 9,200 0 0
GENERAL ELECTRIC CO CALL 369604903 12,638 501,100 SH Call DFND 4 501,100 0 0
GENERAL ELECTRIC CO PUT 369604953 59,570 2,362,000 SH Put DFND 4 2,362,000 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 2,901 111,720 SH   DFND 4 102,415 0 9,305
GENERAL GROWTH PPTYS INC NEW COM 370023103 19 747 SH   DFND 17 747 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 10 378 SH   DFND 21 0 0 378
GENERAL MLS INC COM 370334104 681 12,140 SH   DFND 21 11,667 0 473
GENERAL MLS INC CALL 370334904 1,454 25,900 SH Call DFND 4 25,900 0 0
GENERAL MLS INC PUT 370334954 8,992 160,200 SH Put DFND 4 160,200 0 0
GENERAL MTRS CO COM 37045V100 4,419 147,200 SH   DFND 3 147,200 0 0
GENERAL MTRS CO COM 37045V100 39,354 1,310,933 SH   DFND 4 1,310,933 0 0
GENERAL MTRS CO COM 37045V100 7,004 233,322 SH   DFND 17 233,322 0 0
GENERAL MTRS CO COM 37045V100 20,658 688,125 SH   DFND 21 344,810 0 343,315
GENERAL MTRS CO *W EXP 07/10/201 37045V118 179 8,794 SH   DFND 4 8,794 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 113 5,558 SH   DFND 17 5,558 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 116 8,794 SH   DFND 4 8,794 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 73 5,558 SH   DFND 17 5,558 0 0
GENERAL MTRS CO CALL 37045V900 835 27,800 SH Call DFND 4 27,800 0 0
GENERAL MTRS CO PUT 37045V950 10,753 358,200 SH Put DFND 4 358,200 0 0
GENESCO INC COM 371532102 483 8,461 SH   DFND 21 8,461 0 0
GENTEX CORP COM 371901109 441 28,434 SH   DFND 21 28,034 0 400
GILEAD SCIENCES INC COM 375558103 207,475 2,113,000 SH   DFND 3 2,110,800 0 2,200
GILEAD SCIENCES INC COM 375558103 7,228 73,609 SH   DFND 4 73,609 0 0
GILEAD SCIENCES INC COM 375558103 267,124 2,720,476 SH   DFND 17 2,546,556 0 173,920
GILEAD SCIENCES INC COM 375558103 147,492 1,502,110 SH   DFND 21 1,034,074 0 468,036
GILEAD SCIENCES INC COM 375558103 5,783 58,900 SH   DFND 24 58,900 0 0
GILEAD SCIENCES INC CALL 375558903 3,113 31,700 SH Call DFND 4 31,700 0 0
GILEAD SCIENCES INC PUT 375558953 47,858 487,400 SH Put DFND 4 487,400 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 116,478 27,015,000 PRN   DFND 17 25,700,000 0 1,315,000
GILDAN ACTIVEWEAR INC COM 375916103 22,479 568,936 SH   DFND 17 522,901 0 46,035
GILDAN ACTIVEWEAR INC COM 375916103 217 5,500 SH   DFND 21 0 0 5,500
GLADSTONE COML CORP COM 376536108 55 3,915 SH   DFND 17 3,915 0 0
GLADSTONE COML CORP COM 376536108 307 21,783 SH   DFND 21 21,783 0 0
GLATFELTER COM 377316104 349 20,260 SH   DFND 21 20,260 0 0
GLOBAL PMTS INC COM 37940X102 29,737 259,190 SH   DFND 17 152,230 0 106,960
GLOBAL PMTS INC COM 37940X102 5,379 46,886 SH   DFND 21 22,241 0 24,645
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 21,422 1,044,478 SH   DFND 3 1,044,478 0 0
GLOBUS MED INC CL A 379577208 19,310 934,664 SH   DFND 17 784,273 0 150,391
GLOBUS MED INC CL A 379577208 155 7,500 SH   DFND 21 0 0 7,500
GLU MOBILE INC COM 379890106 272 62,140 SH   DFND 17 5,295 0 56,845
GODADDY INC CL A 380237107 3,869 153,455 SH   DFND 17 153,455 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 343 128,786 SH   DFND 21 128,786 0 0
GOLDCORP INC NEW COM 380956409 735 44,800 SH   DFND 17 44,800 0 0
GOLDCORP INC NEW COM 380956409 16,893 1,029,382 SH   DFND 21 1,028,335 0 1,047
GOLDCORP INC NEW COM 380956409 369 22,500 SH   DFND 24 22,500 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,138 64,100 SH   DFND 3 64,100 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,961 45,814 SH   DFND 4 45,814 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,923 97,394 SH   DFND 17 65,594 0 31,800
GOLDMAN SACHS GROUP INC COM 38141G104 85,629 492,799 SH   DFND 21 351,603 0 141,196
GOLDMAN SACHS GROUP INC COM 38141G104 104 600 SH   DFND 24 600 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 2,276 13,100 SH Call DFND 4 13,100 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 29,174 167,900 SH Put DFND 4 167,900 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 1,401 224,132 SH   DFND 17 212,348 0 11,784
GOODRICH PETE CORP DBCV 5.000%10/0 382410AK4 8,317 21,886,000 PRN   DFND 17 21,072,000 0 814,000
GOODYEAR TIRE & RUBR CO COM 382550101 7,506 255,900 SH   DFND 3 255,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 404 13,775 SH   DFND 17 8,485 0 5,290
GOODYEAR TIRE & RUBR CO COM 382550101 2,799 95,436 SH   DFND 21 68,419 0 27,017
GOOGLE INC CL A 38259P508 524,275 821,272 SH   DFND 17 741,572 0 79,700
GOOGLE INC CL A 38259P508 22,426 35,130 SH   DFND 20 35,130 0 0
GOOGLE INC CL A 38259P508 127,890 200,339 SH   DFND 21 136,490 0 63,849
GOOGLE INC CL C 38259P706 29,813 49,000 SH   DFND 4 49,000 0 0
GOOGLE INC CL C 38259P706 121,455 199,624 SH   DFND 17 156,904 0 42,720
GOOGLE INC CL C 38259P706 78,330 128,744 SH   DFND 21 96,956 0 31,788
GRAHAM HLDGS CO COM 384637104 338 585 SH   DFND 17 585 0 0
GRAHAM HLDGS CO COM 384637104 5,809 10,068 SH   DFND 21 10,068 0 0
GRAINGER W W INC COM 384802104 585 2,720 SH   DFND 17 2,720 0 0
GRAINGER W W INC COM 384802104 24,666 114,718 SH   DFND 21 57,840 0 56,878
GRAINGER W W INC COM 384802104 7,676 35,700 SH   DFND 24 35,700 0 0
GRAND CANYON ED INC COM 38526M106 525 13,810 SH   DFND 21 12,354 0 1,456
GREAT PLAINS ENERGY INC COM 391164100 64,778 2,397,400 SH   DFND 3 2,356,500 0 40,900
GREAT PLAINS ENERGY INC COM 391164100 3,523 130,369 SH   DFND 17 54,569 0 75,800
GREAT PLAINS ENERGY INC COM 391164100 12,148 449,609 SH   DFND 21 190,430 0 259,179
GREAT WESTN BANCORP INC COM 391416104 58,187 2,293,544 SH   DFND 3 2,256,444 0 37,100
GREAT WESTN BANCORP INC COM 391416104 1,353 53,313 SH   DFND 17 53,313 0 0
GREATBATCH INC COM 39153L106 1,886 33,423 SH   DFND 17 19,073 0 14,350
GREATBATCH INC COM 39153L106 506 8,966 SH   DFND 21 8,966 0 0
GREEN PLAINS INC COM 393222104 8,529 438,281 SH   DFND 17 411,581 0 26,700
GREEN PLAINS INC COM 393222104 695 35,703 SH   DFND 21 34,084 0 1,619
GREEN PLAINS INC COM 393222104 4,233 217,537 SH   DFND 24 217,537 0 0
GREENBRIER COS INC COM 393657101 2,440 75,978 SH   DFND 17 6,278 0 69,700
GREENBRIER COS INC COM 393657101 1,290 40,162 SH   DFND 21 26,349 0 13,813
GROUP 1 AUTOMOTIVE INC COM 398905109 56,599 664,697 SH   DFND 3 651,497 0 13,200
GROUP 1 AUTOMOTIVE INC COM 398905109 2,786 32,715 SH   DFND 17 12,515 0 20,200
GROUP 1 AUTOMOTIVE INC COM 398905109 17,399 204,330 SH   DFND 21 160,431 0 43,899
GROUPE CGI INC CL A SUB VTG 39945C109 10,324 217,679 SH   DFND 17 217,679 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 37,366 787,860 SH   DFND 21 512,249 0 275,611
GROUPON INC COM CL A 399473107 9,439 2,895,280 SH   DFND 17 1,796,520 0 1,098,760
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 488 18,740 SH   DFND 21 18,740 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 251 6,325 SH   DFND 17 6,325 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 484 12,208 SH   DFND 21 12,208 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,443 16,620 SH   DFND 17 9,220 0 7,400
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 2,109 24,286 SH   DFND 21 17,582 0 6,704
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 94 619 SH   DFND 17 619 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 441 2,898 SH   DFND 21 1,906 0 992
GUARANTY BANCORP DEL COM NEW 40075T607 1,269 77,025 SH   DFND 17 41,135 0 35,890
GUIDEWIRE SOFTWARE INC COM 40171V100 16,977 322,884 SH   DFND 17 281,524 0 41,360
GUIDEWIRE SOFTWARE INC COM 40171V100 131 2,500 SH   DFND 21 0 0 2,500
HCA HOLDINGS INC COM 40412C101 339 4,377 SH   DFND 4 4,377 0 0
HCA HOLDINGS INC COM 40412C101 6,097 78,815 SH   DFND 17 50,630 0 28,185
HCA HOLDINGS INC COM 40412C101 815 10,532 SH   DFND 21 10,212 0 320
HCA HOLDINGS INC CALL 40412C901 1,269 16,400 SH Call DFND 4 16,400 0 0
HCA HOLDINGS INC PUT 40412C951 5,964 77,100 SH Put DFND 4 77,100 0 0
HCC INS HLDGS INC COM 404132102 14,899 192,326 SH   DFND 4 192,326 0 0
HCC INS HLDGS INC COM 404132102 4,137 53,400 SH   DFND 17 0 0 53,400
HCC INS HLDGS INC COM 404132102 13,725 177,166 SH   DFND 21 173,070 0 4,096
HCP INC COM 40414L109 7,957 213,600 SH   DFND 3 213,600 0 0
HCP INC COM 40414L109 81 2,180 SH   DFND 17 2,180 0 0
HCP INC COM 40414L109 247 6,633 SH   DFND 21 6,264 0 369
HCP INC PUT 40414L959 324 8,700 SH Put DFND 4 8,700 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,124 18,400 SH   DFND 17 18,400 0 0
HCI GROUP INC COM 40416E103 22,836 589,014 SH   DFND 3 563,229 0 25,785
HCI GROUP INC COM 40416E103 370 9,533 SH   DFND 21 9,533 0 0
HD SUPPLY HLDGS INC COM 40416M105 11,198 391,267 SH   DFND 17 300,129 0 91,138
HD SUPPLY HLDGS INC COM 40416M105 137 4,800 SH   DFND 21 0 0 4,800
HFF INC CL A 40418F108 16,958 502,323 SH   DFND 17 443,262 0 59,061
HFF INC CL A 40418F108 108 3,200 SH   DFND 21 0 0 3,200
HRG GROUP INC COM 40434J100 147 12,532 SH   DFND 17 12,532 0 0
HRG GROUP INC COM 40434J100 785 66,880 SH   DFND 21 66,880 0 0
HACKETT GROUP INC COM 404609109 5,392 392,139 SH   DFND 17 380,873 0 11,266
HAIN CELESTIAL GROUP INC COM 405217100 6,679 129,430 SH   DFND 17 129,430 0 0
HAIN CELESTIAL GROUP INC COM 405217100 3,447 66,808 SH   DFND 24 66,808 0 0
HALLIBURTON CO COM 406216101 6,300 178,206 SH   DFND 4 178,206 0 0
HALLIBURTON CO COM 406216101 813 22,995 SH   DFND 17 22,995 0 0
HALLIBURTON CO COM 406216101 7,527 212,938 SH   DFND 21 212,176 0 762
HALLIBURTON CO COM 406216101 672 19,000 SH   DFND 24 19,000 0 0
HALLIBURTON CO CALL 406216901 477 13,500 SH Call DFND 4 13,500 0 0
HALLIBURTON CO PUT 406216951 10,011 283,200 SH Put DFND 4 283,200 0 0
HALLIBURTON CO PUT 406216951 3,666 103,700 SH Put DFND 21 103,700 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,117 83,135 SH   DFND 17 74,800 0 8,335
HALOZYME THERAPEUTICS INC COM 40637H109 393 29,245 SH   DFND 24 29,245 0 0
HALYARD HEALTH INC COM 40650V100 9 309 SH   DFND 4 309 0 0
HALYARD HEALTH INC COM 40650V100 193 6,800 SH   DFND 17 0 0 6,800
HALYARD HEALTH INC COM 40650V100 136 4,788 SH   DFND 21 3,630 0 1,158
HANCOCK HLDG CO COM 410120109 22,254 822,700 SH   DFND 3 822,700 0 0
HANESBRANDS INC COM 410345102 5,419 187,241 SH   DFND 17 187,241 0 0
HANESBRANDS INC COM 410345102 21,602 746,435 SH   DFND 21 659,932 0 86,503
HANOVER INS GROUP INC COM 410867105 62,820 808,500 SH   DFND 3 801,300 0 7,200
HANOVER INS GROUP INC COM 410867105 33,807 435,097 SH   DFND 17 349,283 0 85,814
HANOVER INS GROUP INC COM 410867105 21,045 270,854 SH   DFND 21 139,394 0 131,460
HARLEY DAVIDSON INC COM 412822108 6,654 121,200 SH   DFND 3 121,200 0 0
HARLEY DAVIDSON INC COM 412822108 16 297 SH   DFND 21 0 0 297
HARMAN INTL INDS INC COM 413086109 14,520 151,270 SH   DFND 17 130,375 0 20,895
HARMAN INTL INDS INC COM 413086109 912 9,498 SH   DFND 21 5,935 0 3,563
HARRIS CORP DEL COM 413875105 5,603 76,600 SH   DFND 3 76,600 0 0
HARRIS CORP DEL COM 413875105 1,743 23,831 SH   DFND 17 23,831 0 0
HARRIS CORP DEL COM 413875105 4,838 66,142 SH   DFND 21 43,475 0 22,667
HARTFORD FINL SVCS GROUP INC COM 416515104 246,846 5,392,000 SH   DFND 3 5,386,200 0 5,800
HARTFORD FINL SVCS GROUP INC COM 416515104 83,578 1,825,639 SH   DFND 17 1,806,539 0 19,100
HARTFORD FINL SVCS GROUP INC COM 416515104 19,206 419,535 SH   DFND 21 80,660 0 338,875
HARTFORD FINL SVCS GROUP INC PUT 416515954 902 19,700 SH Put DFND 4 19,700 0 0
HASBRO INC COM 418056107 171 2,370 SH   DFND 17 0 0 2,370
HASBRO INC COM 418056107 84 1,170 SH   DFND 21 1,000 0 170
HATTERAS FINL CORP COM 41902R103 601 39,680 SH   DFND 17 39,680 0 0
HATTERAS FINL CORP COM 41902R103 49 3,224 SH   DFND 21 3,224 0 0
HAWAIIAN HOLDINGS INC COM 419879101 466 18,900 SH   DFND 17 0 0 18,900
HAWAIIAN HOLDINGS INC COM 419879101 8,277 335,360 SH   DFND 21 58,763 0 276,597
HEALTHSOUTH CORP COM NEW 421924309 19,262 502,000 SH   DFND 4 502,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 16,785 437,457 SH   DFND 17 362,660 0 74,797
HEALTHSOUTH CORP COM NEW 421924309 5,648 147,194 SH   DFND 21 129,494 0 17,700
HEALTH NET INC COM 42222G108 4,225 70,165 SH   DFND 17 7,865 0 62,300
HEALTH NET INC COM 42222G108 9,185 152,525 SH   DFND 21 128,880 0 23,645
HEARTLAND PMT SYS INC COM 42235N108 154 2,442 SH   DFND 17 2,442 0 0
HEARTLAND PMT SYS INC COM 42235N108 3,149 49,975 SH   DFND 21 37,123 0 12,852
HELMERICH & PAYNE INC COM 423452101 759 16,063 SH   DFND 17 16,063 0 0
HELMERICH & PAYNE INC COM 423452101 8,792 186,041 SH   DFND 21 180,528 0 5,513
HENRY JACK & ASSOC INC COM 426281101 2,243 32,222 SH   DFND 17 32,222 0 0
HENRY JACK & ASSOC INC COM 426281101 26,693 383,459 SH   DFND 21 339,811 0 43,648
HERITAGE COMMERCE CORP COM 426927109 1,879 165,681 SH   DFND 17 157,048 0 8,633
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 119,314 135,200,000 PRN   DFND 17 130,780,000 0 4,420,000
HERITAGE INS HLDGS INC COM 42727J102 6 300 SH   DFND 17 300 0 0
HERITAGE INS HLDGS INC COM 42727J102 722 36,583 SH   DFND 21 23,730 0 12,853
HERON THERAPEUTICS INC COM 427746102 3,195 130,955 SH   DFND 17 122,455 0 8,500
HERON THERAPEUTICS INC COM 427746102 634 26,000 SH   DFND 24 26,000 0 0
HERSHEY CO COM 427866108 3,185 34,670 SH   DFND 17 34,670 0 0
HERSHEY CO COM 427866108 3,731 40,612 SH   DFND 20 40,612 0 0
HERSHEY CO COM 427866108 83 900 SH   DFND 21 766 0 134
HESS CORP COM 42809H107 3,296 65,841 SH   DFND 4 65,841 0 0
HESS CORP COM 42809H107 11,282 225,363 SH   DFND 21 222,651 0 2,712
HESS CORP PUT 42809H957 3,980 79,500 SH Put DFND 4 79,500 0 0
HEWLETT PACKARD CO COM 428236103 8,077 315,367 SH   DFND 4 315,367 0 0
HEWLETT PACKARD CO COM 428236103 17,513 683,827 SH   DFND 17 463,327 0 220,500
HEWLETT PACKARD CO COM 428236103 79,500 3,104,240 SH   DFND 21 2,449,861 0 654,379
HEWLETT PACKARD CO CALL 428236903 656 25,600 SH Call DFND 4 25,600 0 0
HEWLETT PACKARD CO PUT 428236953 12,480 487,300 SH Put DFND 4 487,300 0 0
HEXCEL CORP NEW COM 428291108 300 6,687 SH   DFND 17 6,687 0 0
HEXCEL CORP NEW COM 428291108 4,021 89,633 SH   DFND 21 80,408 0 9,225
HEXCEL CORP NEW COM 428291108 7,815 174,200 SH   DFND 24 174,200 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 3,100 413,934 SH   DFND 3 413,934 0 0
HILL ROM HLDGS INC COM 431475102 1,121 21,570 SH   DFND 17 14,920 0 6,650
HILL ROM HLDGS INC COM 431475102 115 2,220 SH   DFND 21 0 0 2,220
HILLENBRAND INC COM 431571108 43,855 1,686,100 SH   DFND 3 1,686,100 0 0
HILLENBRAND INC COM 431571108 130 5,000 SH   DFND 21 5,000 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 3,869 168,661 SH   DFND 4 136,855 0 31,806
HOLLYFRONTIER CORP COM 436106108 12,787 261,823 SH   DFND 3 261,823 0 0
HOLLYFRONTIER CORP COM 436106108 2,167 44,373 SH   DFND 17 44,373 0 0
HOLLYFRONTIER CORP COM 436106108 9,750 199,631 SH   DFND 21 96,174 0 103,457
HOLOGIC INC COM 436440101 3,600 92,010 SH   DFND 17 59,935 0 32,075
HOLOGIC INC COM 436440101 5,634 143,979 SH   DFND 20 143,979 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 15,031 8,730,000 PRN   DFND 17 7,620,000 0 1,110,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 61,568 48,100,000 PRN   DFND 17 44,535,000 0 3,565,000
HOLOGIC INC FRNT 12/1 436440AG6 50,929 40,500,000 PRN   DFND 17 40,475,000 0 25,000
HOME BANCSHARES INC COM 436893200 36 880 SH   DFND 17 880 0 0
HOME BANCSHARES INC COM 436893200 693 17,105 SH   DFND 21 13,109 0 3,996
HOME DEPOT INC COM 437076102 173,156 1,499,312 SH   DFND 17 1,488,402 0 10,910
HOME DEPOT INC COM 437076102 84,490 731,581 SH   DFND 21 566,286 0 165,295
HOME DEPOT INC COM 437076102 127 1,100 SH   DFND 24 1,100 0 0
HOME DEPOT INC CALL 437076902 5,890 51,000 SH Call DFND 4 51,000 0 0
HOME DEPOT INC PUT 437076952 46,854 405,700 SH Put DFND 4 405,700 0 0
HOME PROPERTIES INC COM 437306103 35,633 476,700 SH   DFND 3 476,700 0 0
HOME PROPERTIES INC COM 437306103 8,092 108,250 SH   DFND 21 108,250 0 0
HOMEAWAY INC COM 43739Q100 21,414 806,860 SH   DFND 17 549,200 0 257,660
HOMESTREET INC COM 43785V102 1,166 50,455 SH   DFND 17 50,455 0 0
HOMETRUST BANCSHARES INC COM 437872104 292 15,720 SH   DFND 17 15,720 0 0
HONEYWELL INTL INC COM 438516106 4,711 49,754 SH   DFND 4 49,754 0 0
HONEYWELL INTL INC COM 438516106 2,088 22,053 SH   DFND 21 21,440 0 613
HONEYWELL INTL INC CALL 438516906 2,964 31,300 SH Call DFND 4 31,300 0 0
HONEYWELL INTL INC PUT 438516956 15,217 160,700 SH Put DFND 4 160,700 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,283 38,628 SH   DFND 21 36,196 0 2,432
HORMEL FOODS CORP COM 440452100 4,490 70,915 SH   DFND 17 68,415 0 2,500
HORMEL FOODS CORP COM 440452100 25,413 401,398 SH   DFND 21 358,433 0 42,965
HORMEL FOODS CORP COM 440452100 2,325 36,720 SH   DFND 24 36,720 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 10,413 13,350,000 PRN   DFND 17 13,350,000 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 591 23,106 SH   DFND 17 23,106 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 38 1,483 SH   DFND 21 1,353 0 130
HOULIHAN LOKEY INC CL A 441593100 8,905 408,500 SH   DFND 3 396,500 0 12,000
HUANENG PWR INTL INC SPON ADR H SHS 443304100 850 20,100 SH   DFND 21 17,309 0 2,791
HUDBAY MINERALS INC COM 443628102 16,464 3,404,598 SH   DFND 3 3,345,898 0 58,700
HUDSON CITY BANCORP COM 443683107 228 22,460 SH   DFND 17 22,460 0 0
HUDSON CITY BANCORP COM 443683107 10 980 SH   DFND 21 0 0 980
HUMANA INC COM 444859102 9,309 52,003 SH   DFND 17 42,363 0 9,640
HUMANA INC COM 444859102 48,392 270,348 SH   DFND 21 267,141 0 3,207
HUMANA INC CALL 444859902 680 3,800 SH Call DFND 4 3,800 0 0
HUMANA INC PUT 444859952 5,531 30,900 SH Put DFND 4 30,900 0 0
HUNTINGTON BANCSHARES INC COM 446150104 270 25,498 SH   DFND 17 25,498 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,049 98,989 SH   DFND 21 25,297 0 73,692
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 31,673 23,725 SH   DFND 17 23,725 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,612 15,044 SH   DFND 17 15,044 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 8,814 82,258 SH   DFND 21 16,950 0 65,308
HUNTSMAN CORP COM 447011107 3,422 353,100 SH   DFND 3 353,100 0 0
HUNTSMAN CORP COM 447011107 571 58,967 SH   DFND 17 14,467 0 44,500
HUNTSMAN CORP COM 447011107 1,442 148,779 SH   DFND 21 70,926 0 77,853
HURON CONSULTING GROUP INC COM 447462102 361 5,767 SH   DFND 17 5,767 0 0
HURON CONSULTING GROUP INC COM 447462102 5,364 85,789 SH   DFND 21 85,789 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 47,445 45,675,000 PRN   DFND 17 40,850,000 0 4,825,000
IDT CORP CL B NEW 448947507 87 6,107 SH   DFND 17 6,107 0 0
IDT CORP CL B NEW 448947507 623 43,540 SH   DFND 21 31,122 0 12,418
IAC INTERACTIVECORP COM PAR $.001 44919P508 388 5,940 SH   DFND 17 0 0 5,940
IAC INTERACTIVECORP COM PAR $.001 44919P508 612 9,381 SH   DFND 21 9,293 0 88
ICF INTL INC COM 44925C103 4,673 153,775 SH   DFND 17 153,775 0 0
ICF INTL INC COM 44925C103 705 23,188 SH   DFND 21 16,020 0 7,168
ICU MED INC COM 44930G107 1,292 11,795 SH   DFND 17 5,610 0 6,185
IGI LABS INC COM 449575109 4,187 640,258 SH   DFND 17 624,679 0 15,579
IPC HEALTHCARE INC COM 44984A105 15,207 195,737 SH   DFND 4 195,737 0 0
IPC HEALTHCARE INC COM 44984A105 7,152 92,060 SH   DFND 21 92,060 0 0
IXIA NOTE 3.000%12/1 45071RAB5 15,209 15,190,000 PRN   DFND 17 15,190,000 0 0
ITT CORP NEW COM NEW 450911201 57,102 1,708,115 SH   DFND 3 1,679,715 0 28,400
ITT CORP NEW COM NEW 450911201 6,329 189,332 SH   DFND 17 189,332 0 0
ICICI BK LTD ADR 45104G104 804 96,000 SH   DFND   96,000 0 0
ICICI BK LTD ADR 45104G104 100,568 12,000,900 SH   DFND 3 8,890,400 0 3,110,500
ICICI BK LTD ADR 45104G104 6,024 718,854 SH   DFND 20 286,159 0 432,695
ICICI BK LTD ADR 45104G104 370 44,119 SH   DFND 21 36,999 0 7,120
ICONIX BRAND GROUP INC COM 451055107 1,588 117,475 SH   DFND 17 76,375 0 41,100
ICONIX BRAND GROUP INC COM 451055107 10,979 812,077 SH   DFND 21 497,910 0 314,167
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 7,680 8,100,000 PRN   DFND 17 8,000,000 0 100,000
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 13,730 17,270,000 PRN   DFND 17 17,230,000 0 40,000
IDACORP INC COM 451107106 138 2,135 SH   DFND 17 2,135 0 0
IDACORP INC COM 451107106 1,137 17,563 SH   DFND 21 16,059 0 1,504
IDEX CORP COM 45167R104 16,473 231,043 SH   DFND 17 231,043 0 0
IDEX CORP COM 45167R104 15,245 214,252 SH   DFND 21 92,882 0 121,370
IDEX CORP COM 45167R104 4,385 61,500 SH   DFND 24 61,500 0 0
IHS INC CL A 451734107 1,531 13,196 SH   DFND 21 13,196 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,774 82,300 SH   DFND 3 82,300 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,115 25,695 SH   DFND 4 25,695 0 0
ILLINOIS TOOL WKS INC COM 452308109 37 452 SH   DFND 17 452 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,750 69,859 SH   DFND 21 7,268 0 62,591
ILLINOIS TOOL WKS INC CALL 452308909 988 12,000 SH Call DFND 4 12,000 0 0
ILLINOIS TOOL WKS INC PUT 452308959 7,293 88,600 SH Put DFND 4 88,600 0 0
ILLUMINA INC COM 452327109 14,033 79,815 SH   DFND 17 76,375 0 3,440
ILLUMINA INC COM 452327109 19 109 SH   DFND 21 0 0 109
ILLUMINA INC COM 452327109 3,956 22,500 SH   DFND 24 22,500 0 0
ILLUMINA INC NOTE 6/1 452327AF6 74,294 68,160,000 PRN   DFND 17 60,020,000 0 8,140,000
ILLUMINA INC NOTE 6/1 452327AF6 6,213 5,700,000 PRN   DFND 21 2,700,000 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 87,945 75,570,000 PRN   DFND 17 75,570,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 2,444 2,100,000 PRN   DFND 21 2,100,000 0 0
IMPAX LABORATORIES INC COM 45256B101 7,352 208,803 SH   DFND 17 208,803 0 0
IMPAX LABORATORIES INC COM 45256B101 634 18,000 SH   DFND 24 18,000 0 0
IMPERVA INC COM 45321L100 78,885 1,204,725 SH   DFND 17 952,040 0 252,685
IMPRIVATA INC COM 45323J103 3,314 186,503 SH   DFND 17 182,210 0 4,293
INCONTACT INC COM 45336E109 9,208 1,226,068 SH   DFND 17 1,208,468 0 17,600
INCYTE CORP COM 45337C102 34,302 310,900 SH   DFND 17 273,620 0 37,280
INCYTE CORP COM 45337C102 5,958 54,000 SH   DFND 24 54,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 30,664 14,515,000 PRN   DFND 17 12,740,000 0 1,775,000
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,093 219,481 SH   DFND 17 207,939 0 11,542
INDEPENDENT BANK CORP MASS COM 453836108 223 4,833 SH   DFND 17 4,833 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,529 25,025 SH   DFND 17 25,025 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 6,139 100,468 SH   DFND 21 64,062 0 36,406
INFINITY PPTY & CAS CORP COM 45665Q103 710 8,820 SH   DFND 17 8,820 0 0
INFOBLOX INC COM 45672H104 142 8,905 SH   DFND 17 0 0 8,905
INFOBLOX INC COM 45672H104 2,917 182,535 SH   DFND 20 182,535 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1,791 458,046 SH   DFND 17 434,446 0 23,600
INFOSYS LTD SPONSORED ADR 456788108 2,334 122,248 SH   DFND 17 87,756 0 34,492
INFOSYS LTD SPONSORED ADR 456788108 20,187 1,057,463 SH   DFND 20 1,057,463 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,782 93,353 SH   DFND 21 93,353 0 0
ING GROEP N V DBCV 6.000%12/2 456837AE3 10,652 10,800,000 PRN   DFND 4 10,800,000 0 0
ING GROEP N V DBCV 6.500%12/2 456837AF0 109,882 115,135,000 PRN   DFND 4 115,135,000 0 0
INGLES MKTS INC CL A 457030104 21,586 451,316 SH   DFND 3 432,283 0 19,033
INGLES MKTS INC CL A 457030104 91 1,913 SH   DFND 17 1,913 0 0
INGLES MKTS INC CL A 457030104 3,125 65,332 SH   DFND 21 29,659 0 35,673
INGRAM MICRO INC CL A 457153104 15,814 580,555 SH   DFND 17 441,835 0 138,720
INGRAM MICRO INC CL A 457153104 3,465 127,214 SH   DFND 21 27,079 0 100,135
INGREDION INC COM 457187102 77,763 890,650 SH   DFND 3 877,700 0 12,950
INGREDION INC COM 457187102 10,220 117,057 SH   DFND 17 117,057 0 0
INGREDION INC COM 457187102 2,814 32,225 SH   DFND 21 0 0 32,225
INGREDION INC COM 457187102 2,061 23,600 SH   DFND 24 23,600 0 0
INSIGHT ENTERPRISES INC COM 45765U103 476 18,422 SH   DFND 21 18,422 0 0
INSMED INC COM PAR $.01 457669307 1,382 74,426 SH   DFND 17 74,426 0 0
INNOSPEC INC COM 45768S105 216 4,650 SH   DFND 17 4,650 0 0
INNOSPEC INC COM 45768S105 604 12,991 SH   DFND 21 5,908 0 7,083
INPHI CORP COM 45772F107 7,685 319,661 SH   DFND 17 319,661 0 0
INNOPHOS HOLDINGS INC COM 45774N108 29,221 737,172 SH   DFND 3 727,372 0 9,800
INSTEEL INDUSTRIES INC COM 45774W108 35 2,152 SH   DFND 17 2,152 0 0
INSTEEL INDUSTRIES INC COM 45774W108 376 23,382 SH   DFND 21 23,382 0 0
INSPERITY INC COM 45778Q107 1,048 23,850 SH   DFND 21 23,850 0 0
INOGEN INC COM 45780L104 32,102 661,220 SH   DFND 17 602,330 0 58,890
INOGEN INC COM 45780L104 160 3,300 SH   DFND 21 0 0 3,300
INSTALLED BLDG PRODS INC COM 45780R101 17,325 685,309 SH   DFND 17 573,309 0 112,000
INSTALLED BLDG PRODS INC COM 45780R101 114 4,500 SH   DFND 21 0 0 4,500
INTEL CORP COM 458140100 200,150 6,640,662 SH   DFND 3 6,634,662 0 6,000
INTEL CORP COM 458140100 10,205 338,582 SH   DFND 4 338,582 0 0
INTEL CORP COM 458140100 522,598 17,339,028 SH   DFND 17 14,835,264 0 2,503,764
INTEL CORP COM 458140100 208,101 6,906,776 SH   DFND 21 4,695,409 0 2,211,367
INTEL CORP COM 458140100 51 1,700 SH   DFND 24 1,700 0 0
INTEL CORP CALL 458140900 2,387 79,200 SH Call DFND 4 79,200 0 0
INTEL CORP PUT 458140950 42,525 1,410,900 SH Put DFND 4 1,410,900 0 0
INTEL CORP SDCV 12/1 458140AD2 487 400,000 PRN   DFND 4 400,000 0 0
INTEL CORP SDCV 12/1 458140AD2 16,975 14,000,000 PRN   DFND 21 7,000,000 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 175,811 117,305,000 PRN   DFND 17 110,880,000 0 6,425,000
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 238 8,356 SH   DFND 17 0 0 8,356
INTELIQUENT INC COM 45825N107 31,371 1,404,900 SH   DFND 3 1,404,900 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,526 21,260 SH   DFND 17 19,790 0 1,470
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,095 6,600 SH   DFND 24 6,600 0 0
INTERFACE INC COM 458665304 1,130 50,360 SH   DFND 17 23,575 0 26,785
INTERCONTINENTAL EXCHANGE IN COM 45866F104 17,775 75,642 SH   DFND 17 74,397 0 1,245
INTERCONTINENTAL EXCHANGE IN COM 45866F104 51,210 217,924 SH   DFND 21 217,795 0 129
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 235 1,000 SH Call DFND 4 1,000 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 5,546 23,600 SH Put DFND 4 23,600 0 0
INTERNAP CORP COM PAR $.001 45885A300 2,827 461,216 SH   DFND 17 449,516 0 11,700
INTERNATIONAL BANCSHARES COR COM 459044103 35,654 1,424,458 SH   DFND 3 1,424,458 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 207 8,253 SH   DFND 17 8,253 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 175 7,000 SH   DFND 21 7,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 441,633 3,046,374 SH   DFND 3 3,043,474 0 2,900
INTERNATIONAL BUSINESS MACHS COM 459200101 13,629 94,010 SH   DFND 4 94,010 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 180,675 1,246,295 SH   DFND 17 1,187,745 0 58,550
INTERNATIONAL BUSINESS MACHS COM 459200101 34,067 234,990 SH   DFND 21 169,865 0 65,125
INTERNATIONAL BUSINESS MACHS COM 459200101 87 600 SH   DFND 24 600 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 2,305 15,900 SH Call DFND 4 15,900 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 34,068 235,000 SH Put DFND 4 235,000 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 15,222 105,000 SH Put DFND 17 105,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 9,255 89,631 SH   DFND 17 74,871 0 14,760
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 92,482 895,621 SH   DFND 21 716,129 0 179,492
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 310 3,000 SH   DFND 24 3,000 0 0
INTL PAPER CO COM 460146103 210,317 5,565,417 SH   DFND 3 5,560,117 0 5,300
INTL PAPER CO COM 460146103 31,890 843,867 SH   DFND 4 843,867 0 0
INTL PAPER CO COM 460146103 42,530 1,125,438 SH   DFND 17 1,119,163 0 6,275
INTL PAPER CO COM 460146103 11,057 292,600 SH   DFND 21 279,044 0 13,556
INTL PAPER CO CALL 460146903 582 15,400 SH Call DFND 4 15,400 0 0
INTL PAPER CO PUT 460146953 7,207 190,700 SH Put DFND 4 190,700 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 439 13,850 SH   DFND 17 13,850 0 0
INTERPUBLIC GROUP COS INC COM 460690100 811 42,395 SH   DFND 17 42,395 0 0
INTERPUBLIC GROUP COS INC COM 460690100 14,560 761,086 SH   DFND 21 760,710 0 376
INTERSIL CORP CL A 46069S109 438 37,435 SH   DFND 21 25,310 0 12,125
INTERSECT ENT INC COM 46071F103 19,401 829,083 SH   DFND 17 736,084 0 92,999
INTERSECT ENT INC COM 46071F103 105 4,500 SH   DFND 21 0 0 4,500
INTL FCSTONE INC COM 46116V105 543 22,003 SH   DFND 21 17,643 0 4,360
INTRA CELLULAR THERAPIES INC COM 46116X101 7,697 192,238 SH   DFND 17 192,238 0 0
INTRALINKS HLDGS INC COM 46118H104 1,744 210,350 SH   DFND 17 210,350 0 0
INTUIT COM 461202103 70 791 SH   DFND 4 791 0 0
INTUIT COM 461202103 78,619 885,851 SH   DFND 17 655,801 0 230,050
INTUIT COM 461202103 20,757 234,339 SH   DFND 21 158,573 0 75,766
INTUIT CALL 461202903 399 4,500 SH Call DFND 4 4,500 0 0
INTUIT CALL 461202903 22,738 256,200 SH Call DFND 17 256,200 0 0
INTUIT PUT 461202953 5,334 60,100 SH Put DFND 4 60,100 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 18,167 39,530 SH   DFND 17 38,780 0 750
INTUITIVE SURGICAL INC COM NEW 46120E602 361 785 SH   DFND 21 747 0 38
INTUITIVE SURGICAL INC PUT 46120E952 2,987 6,500 SH Put DFND 4 6,500 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 9,778 733,000 SH   DFND 3 723,147 0 9,853
IRADIMED CORP COM 46266A109 1,752 71,905 SH   DFND 17 68,137 0 3,768
IRIDIUM COMMUNICATIONS INC COM 46269C102 19 3,134 SH   DFND 17 3,134 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,044 169,724 SH   DFND 21 52,652 0 117,072
ISHARES MSCI WORLD ETF 464286392 8,557 128,153 SH   DFND   128,153 0 0
ISHARES EM MK MINVOL ETF 464286533 70 1,414 SH   DFND 17 1,414 0 0
ISHARES EM MK MINVOL ETF 464286533 14,448 290,000 SH   DFND 21 290,000 0 0
ISHARES MSCI BRIC INDX 464286657 472 15,838 SH   DFND   0 0 15,838
ISHARES MSCI TAIWAN ETF 464286731 13,384 1,016,985 SH   DFND 4 1,016,985 0 0
ISHARES MSCI STH KOR ETF 464286772 1,821 37,326 SH   DFND 17 37,326 0 0
ISHARES TR TIPS BD ETF 464287176 974 8,800 SH   DFND   4,500 0 4,300
ISHARES TR CHINA LG-CAP ETF 464287184 198 5,590 SH   DFND   5,590 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 4,086 115,200 SH   DFND 4 115,200 0 0
ISHARES TR CORE S&P500 ETF 464287200 7,572 39,292 SH   DFND 4 39,292 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,323 21,200 SH   DFND   21,200 0 0
ISHARES TR CORE US AGGBD ET 464287226 80 729 SH   DFND 17 729 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 66,103 2,016,566 SH   DFND 4 2,016,566 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 344 10,500 SH   DFND 17 10,500 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,393 12,000 SH   DFND   12,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 396,134 3,412,299 SH   DFND 4 3,412,299 0 0
ISHARES TR IBOXX INV CP ETF 464287242 11,792 101,578 SH   DFND 17 101,578 0 0
ISHARES TR IBOXX INV CP ETF 464287242 13,002 112,000 SH   DFND 21 112,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 580 5,000 SH   DFND 24 5,000 0 0
ISHARES TR S&P 500 VAL ETF 464287408 2,941 35,000 SH   DFND 17 35,000 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 124 1,000 SH   DFND 4 1,000 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 18 144 SH   DFND 17 144 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 1,853 15,000 SH   DFND 24 0 0 15,000
ISHARES TR 7-10 Y TR BD ETF 464287440 20 183 SH   DFND 17 183 0 0
ISHARES TR 7-10 Y TR BD ETF 464287440 1,079 10,000 SH   DFND 24 0 0 10,000
ISHARES TR MSCI EAFE ETF 464287465 36,425 635,467 SH   DFND 4 635,467 0 0
ISHARES TR MSCI EAFE ETF 464287465 23,887 416,736 SH   DFND 17 416,736 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 167 550 SH   DFND   0 0 550
ISHARES TR NASDQ BIOTEC ETF 464287556 3,488 11,500 SH   DFND 24 7,700 0 3,800
ISHARES TR RUS 1000 VAL ETF 464287598 13,614 145,950 SH   DFND 17 145,950 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,964 21,803 SH   DFND 17 21,803 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 7,648 70,036 SH   DFND 17 70,036 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 546 5,000 SH   DFND 24 5,000 0 0
ISHARES TR CORE US VAL ETF 464287663 430 3,535 SH   DFND 17 3,535 0 0
ISHARES TR U.S. REAL ES ETF 464287739 7,801 109,952 SH   DFND 4 109,952 0 0
ISHARES TR CALL 464287904 787 24,000 SH Call DFND 17 24,000 0 0
ISHARES TR CALL 464287904 4,458 136,000 SH Call DFND 21 136,000 0 0
ISHARES TR PUT 464287954 540,457 16,487,400 SH Put DFND 4 16,487,400 0 0
ISHARES TR PUT 464287954 7,841 239,200 SH Put DFND 21 239,200 0 0
ISHARES TR PUT 464287955 411,690 4,833,788 SH Put DFND 4 4,833,788 0 0
ISHARES TR PUT 464287956 27,906 92,000 SH Put DFND 4 92,000 0 0
ISHARES TR PUT 464287959 63,216 891,000 SH Put DFND 4 891,000 0 0
ISHARES TR MSCI ACWI EX US 464288240 1,938 49,627 SH   DFND 17 49,627 0 0
ISHARES TR MSCI ACWI ETF 464288257 98,162 1,819,844 SH   DFND 4 1,819,844 0 0
ISHARES TR JP MOR EM MK ETF 464288281 2,127 19,995 SH   DFND   19,995 0 0
ISHARES TR JP MOR EM MK ETF 464288281 412 3,872 SH   DFND 17 3,872 0 0
ISHARES TR JP MOR EM MK ETF 464288281 27,664 260,000 SH   DFND 21 260,000 0 0
ISHARES TR JP MOR EM MK ETF 464288281 1,064 10,000 SH   DFND 24 10,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,177 14,135 SH   DFND   11,435 0 2,700
ISHARES TR IBOXX HI YD ETF 464288513 5,389 64,700 SH   DFND 17 64,700 0 0
ISHARES TR IBOXX HI YD ETF 464288513 999 12,000 SH   DFND 24 12,000 0 0
ISHARES TR MBS ETF 464288588 16,630 151,704 SH   DFND 17 151,704 0 0
ISHARES TR 10-20 YR TRS ETF 464288653 4,530 33,000 SH   DFND 24 0 0 33,000
ISHARES TR 3-7 YR TR BD ETF 464288661 18 143 SH   DFND 17 143 0 0
ISHARES TR 3-7 YR TR BD ETF 464288661 3,740 30,000 SH   DFND 24 0 0 30,000
ISHARES TR U.S. PFD STK ETF 464288687 4,827 125,050 SH   DFND   115,600 0 9,450
ISHARES TR FLTG RATE BD ETF 46429B655 4,793 95,000 SH   DFND 24 0 0 95,000
ISHARES TR CHINA ETF 46429B671 25,430 580,451 SH   DFND 4 580,451 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 6,276 100,593 SH   DFND 17 100,593 0 0
ISHARES TR USA MIN VOL ETF 46429B697 10,547 266,402 SH   DFND 17 266,402 0 0
ISHARES TR USA MIN VOL ETF 46429B697 18,449 466,000 SH   DFND 21 466,000 0 0
ISHARES TR MSCI USA QLT FAC 46432F339 2,720 45,000 SH   DFND 17 45,000 0 0
ISHARES TR MSCI USA QLT FAC 46432F339 18,256 302,000 SH   DFND 21 302,000 0 0
ISHARES TR MSCI USAVALFCT 46432F388 885 14,760 SH   DFND   14,760 0 0
ISHARES TR MSCI USAVALFCT 46432F388 17,388 290,000 SH   DFND 21 290,000 0 0
ISHARES TR MSCI USAMOMFCT 46432F396 954 13,980 SH   DFND   13,980 0 0
ISHARES TR MSCI USAMOMFCT 46432F396 2,387 35,000 SH   DFND 17 35,000 0 0
ISHARES TR MSCI USAMOMFCT 46432F396 18,962 278,000 SH   DFND 21 278,000 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 1,054 60,420 SH   DFND 17 19,480 0 40,940
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2,510 379,100 SH   DFND 17 379,100 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 5,330 805,200 SH   DFND 21 805,200 0 0
ITC HLDGS CORP COM 465685105 636 19,085 SH   DFND 17 19,085 0 0
ITRON INC COM 465741106 7,420 232,535 SH   DFND 17 232,535 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 49,555 53,000,000 PRN   DFND 17 52,825,000 0 175,000
JPMORGAN CHASE & CO COM 46625H100 449,811 7,377,573 SH   DFND 3 7,370,173 0 7,400
JPMORGAN CHASE & CO COM 46625H100 70,651 1,158,784 SH   DFND 4 1,156,228 0 2,556
JPMORGAN CHASE & CO COM 46625H100 200,561 3,289,498 SH   DFND 17 3,245,543 0 43,955
JPMORGAN CHASE & CO COM 46625H100 203,185 3,332,536 SH   DFND 21 2,754,186 0 578,350
JPMORGAN CHASE & CO COM 46625H100 98 1,600 SH   DFND 24 1,600 0 0
JPMORGAN CHASE & CO CALL 46625H900 4,951 81,200 SH Call DFND 4 81,200 0 0
JPMORGAN CHASE & CO PUT 46625H950 85,840 1,407,900 SH Put DFND 4 1,407,900 0 0
JABIL CIRCUIT INC COM 466313103 5,746 256,848 SH   DFND 17 173,548 0 83,300
JABIL CIRCUIT INC COM 466313103 11,233 502,127 SH   DFND 21 401,446 0 100,681
JACK IN THE BOX INC COM 466367109 287 3,730 SH   DFND 17 2,755 0 975
JACK IN THE BOX INC COM 466367109 974 12,649 SH   DFND 21 2,979 0 9,670
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 532 400,000 PRN   DFND 17 400,000 0 0
JARDEN CORP COM 471109108 11,868 242,793 SH   DFND 17 242,793 0 0
JARDEN CORP COM 471109108 2,835 58,001 SH   DFND 21 51,043 0 6,958
JARDEN CORP NOTE 1.875% 9/1 471109AH1 47,455 30,715,000 PRN   DFND 17 28,845,000 0 1,870,000
JARDEN CORP NOTE 1.125% 3/1 471109AM0 103,163 92,110,000 PRN   DFND 17 86,885,000 0 5,225,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 57,630 56,500,000 PRN   DFND 17 53,940,000 0 2,560,000
JETBLUE AIRWAYS CORP COM 477143101 2,645 102,638 SH   DFND 17 42,293 0 60,345
JETBLUE AIRWAYS CORP COM 477143101 30,209 1,172,243 SH   DFND 21 548,650 0 623,593
JIVE SOFTWARE INC COM 47760A108 75 16,080 SH   DFND 17 16,080 0 0
JOHNSON & JOHNSON COM 478160104 234,645 2,513,608 SH   DFND 3 2,513,608 0 0
JOHNSON & JOHNSON COM 478160104 15,460 165,616 SH   DFND 4 165,616 0 0
JOHNSON & JOHNSON COM 478160104 119,375 1,278,790 SH   DFND 17 979,310 0 299,480
JOHNSON & JOHNSON COM 478160104 292,884 3,137,541 SH   DFND 21 2,091,006 0 1,046,535
JOHNSON & JOHNSON COM 478160104 398 4,260 SH   DFND 24 4,260 0 0
JOHNSON & JOHNSON CALL 478160904 3,379 36,200 SH Call DFND 4 36,200 0 0
JOHNSON & JOHNSON PUT 478160954 59,156 633,700 SH Put DFND 4 633,700 0 0
JOHNSON CTLS INC COM 478366107 1,344 32,486 SH   DFND 4 32,486 0 0
JOHNSON CTLS INC COM 478366107 99,525 2,406,300 SH   DFND 17 2,393,500 0 12,800
JOHNSON CTLS INC COM 478366107 26 638 SH   DFND 21 0 0 638
JOHNSON CTLS INC CALL 478366907 389 9,400 SH Call DFND 4 9,400 0 0
JOHNSON CTLS INC PUT 478366957 4,740 114,600 SH Put DFND 4 114,600 0 0
JOY GLOBAL INC COM 481165108 12,595 843,600 SH   DFND 17 840,300 0 3,300
JOY GLOBAL INC COM 481165108 3 180 SH   DFND 21 0 0 180
J2 GLOBAL INC COM 48123V102 29,020 409,600 SH   DFND 3 402,222 0 7,378
J2 GLOBAL INC COM 48123V102 3,421 48,291 SH   DFND 17 21,691 0 26,600
J2 GLOBAL INC COM 48123V102 24,783 349,792 SH   DFND 21 272,000 0 77,792
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 12,395 10,500,000 PRN   DFND 17 9,220,000 0 1,280,000
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 438 44,353 SH   DFND 20 44,353 0 0
JUNIPER NETWORKS INC COM 48203R104 6,409 249,295 SH   DFND 17 195,515 0 53,780
JUNIPER NETWORKS INC COM 48203R104 12 466 SH   DFND 21 0 0 466
JUST ENERGY GROUP INC COM 48213W101 40 4,909 SH   DFND 17 4,909 0 0
JUST ENERGY GROUP INC COM 48213W101 1,072 132,955 SH   DFND 21 132,955 0 0
KAR AUCTION SVCS INC COM 48238T109 40,115 1,130,000 SH   DFND 4 1,130,000 0 0
KAR AUCTION SVCS INC COM 48238T109 1,031 29,041 SH   DFND 17 29,041 0 0
KAR AUCTION SVCS INC COM 48238T109 6,701 188,768 SH   DFND 21 138,571 0 50,197
KBR INC COM 48242W106 565 33,920 SH   DFND 17 33,920 0 0
KKR & CO L P DEL COM UNITS 48248M102 6,252 372,600 SH   DFND 3 372,600 0 0
KKR & CO L P DEL COM UNITS 48248M102 370 22,033 SH   DFND 4 8,311 0 13,722
KT CORP SPONSORED ADR 48268K101 316 24,157 SH   DFND 21 24,157 0 0
K2M GROUP HLDGS INC COM 48273J107 16,494 886,787 SH   DFND 17 767,026 0 119,761
K2M GROUP HLDGS INC COM 48273J107 110 5,900 SH   DFND 21 0 0 5,900
KADANT INC COM 48282T104 2,083 53,391 SH   DFND 17 53,391 0 0
KADANT INC COM 48282T104 397 10,174 SH   DFND 21 10,174 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 25,695 320,184 SH   DFND 17 229,586 0 90,598
KAISER ALUMINUM CORP COM PAR $0.01 483007704 8,551 106,553 SH   DFND 21 55,480 0 51,073
KANSAS CITY SOUTHERN COM NEW 485170302 10 115 SH   DFND 21 0 0 115
KANSAS CITY SOUTHERN COM NEW 485170302 573 6,300 SH   DFND 24 6,300 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 11,144 675,000 SH   DFND 3 664,064 0 10,936
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,568 95,002 SH   DFND 21 95,002 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 29,239 31,485,000 PRN   DFND 17 31,235,000 0 250,000
KELLOGG CO COM 487836108 7,121 107,000 SH   DFND 3 107,000 0 0
KELLOGG CO COM 487836108 385 5,790 SH   DFND 17 5,790 0 0
KELLOGG CO COM 487836108 17 251 SH   DFND 21 0 0 251
KELLOGG CO PUT 487836958 253 3,800 SH Put DFND 4 3,800 0 0
KEMPER CORP DEL COM 488401100 15,630 441,900 SH   DFND 3 441,900 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 17,757 800,945 SH   DFND 17 687,648 0 113,297
KENNEDY-WILSON HLDGS INC COM 489398107 160 7,200 SH   DFND 21 0 0 7,200
KEURIG GREEN MTN INC COM 49271M100 21 400 SH   DFND 17 400 0 0
KEURIG GREEN MTN INC COM 49271M100 1,083 20,768 SH   DFND 21 20,609 0 159
KEYCORP NEW COM 493267108 18,365 1,411,600 SH   DFND 3 1,411,600 0 0
KEYCORP NEW COM 493267108 9,511 731,071 SH   DFND 17 645,371 0 85,700
KEYCORP NEW COM 493267108 14,930 1,147,614 SH   DFND 21 1,068,653 0 78,961
KFORCE INC COM 493732101 9,808 373,205 SH   DFND 17 373,205 0 0
KIMBERLY CLARK CORP COM 494368103 814 7,466 SH   DFND 4 7,466 0 0
KIMBERLY CLARK CORP COM 494368103 8,796 80,665 SH   DFND 17 80,665 0 0
KIMBERLY CLARK CORP COM 494368103 1,823 16,716 SH   DFND 21 14,357 0 2,359
KIMBERLY CLARK CORP CALL 494368903 480 4,400 SH Call DFND 4 4,400 0 0
KIMBERLY CLARK CORP PUT 494368953 7,862 72,100 SH Put DFND 4 72,100 0 0
KINDER MORGAN INC DEL COM 49456B101 8,408 303,748 SH   DFND 4 303,748 0 0
KINDER MORGAN INC DEL COM 49456B101 187 6,747 SH   DFND 17 6,747 0 0
KINDER MORGAN INC DEL COM 49456B101 1,669 60,306 SH   DFND 21 31,576 0 28,730
KINDER MORGAN INC DEL COM 49456B101 415 15,000 SH   DFND 24 15,000 0 0
KINDER MORGAN INC DEL CALL 49456B901 2,029 73,300 SH Call DFND 4 73,300 0 0
KINDER MORGAN INC DEL PUT 49456B951 10,460 377,900 SH Put DFND 4 377,900 0 0
KINDRED HEALTHCARE INC COM 494580103 303 19,256 SH   DFND 17 19,256 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8,201 3,603,874 SH   DFND 21 3,603,874 0 0
KIRKLANDS INC COM 497498105 4,203 195,103 SH   DFND 17 190,403 0 4,700
KIRKLANDS INC COM 497498105 257 11,929 SH   DFND 21 11,929 0 0
KNOLL INC COM NEW 498904200 15,687 713,681 SH   DFND 17 591,577 0 122,104
KNOLL INC COM NEW 498904200 345 15,688 SH   DFND 21 1,311 0 14,377
KNOWLES CORP COM 49926D109 449 24,345 SH   DFND 21 24,345 0 0
KOHLS CORP COM 500255104 39,223 846,963 SH   DFND 4 846,963 0 0
KOHLS CORP COM 500255104 6,452 139,331 SH   DFND 17 27,531 0 111,800
KOHLS CORP COM 500255104 13,671 295,217 SH   DFND 21 171,331 0 123,886
KONA GRILL INC COM 50047H201 2,606 165,431 SH   DFND 17 161,159 0 4,272
KOPPERS HOLDINGS INC COM 50060P106 632 31,320 SH   DFND 17 31,320 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 108,958 5,317,611 SH   DFND 3 3,800,982 0 1,516,629
KOREA ELECTRIC PWR SPONSORED ADR 500631106 29,469 1,438,219 SH   DFND 17 1,438,219 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 552 26,923 SH   DFND 21 0 0 26,923
KRAFT HEINZ CO COM 500754106 2,401 34,023 SH   DFND 4 34,023 0 0
KRAFT HEINZ CO COM 500754106 244 3,460 SH   DFND 17 0 0 3,460
KRAFT HEINZ CO COM 500754106 876 12,416 SH   DFND 21 11,933 0 483
KRAFT HEINZ CO CALL 500754906 473 6,700 SH Call DFND 4 6,700 0 0
KRAFT HEINZ CO PUT 500754956 4,757 67,400 SH Put DFND 4 67,400 0 0
KROGER CO COM 501044101 7,106 197,000 SH   DFND 3 197,000 0 0
KROGER CO COM 501044101 165,761 4,595,541 SH   DFND 17 4,207,041 0 388,500
KROGER CO COM 501044101 162,763 4,512,417 SH   DFND 21 3,199,383 0 1,313,034
KROGER CO CALL 501044901 487 13,500 SH Call DFND 4 13,500 0 0
KROGER CO PUT 501044951 10,439 289,400 SH Put DFND 4 289,400 0 0
KULICKE & SOFFA INDS INC COM 501242101 3,723 405,570 SH   DFND 17 405,570 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 8,958 119,475 SH   DFND 21 119,475 0 0
L BRANDS INC COM 501797104 107 1,186 SH   DFND 4 1,186 0 0
L BRANDS INC COM 501797104 2,442 27,097 SH   DFND 17 27,097 0 0
L BRANDS INC COM 501797104 30,817 341,912 SH   DFND 21 341,724 0 188
L BRANDS INC PUT 501797954 5,543 61,500 SH Put DFND 4 61,500 0 0
LDR HLDG CORP COM 50185U105 21,906 634,407 SH   DFND 17 526,322 0 108,085
LDR HLDG CORP COM 50185U105 162 4,700 SH   DFND 21 0 0 4,700
LG DISPLAY CO LTD SPONS ADR REP 50186V102 2,559 269,400 SH   DFND 17 5,700 0 263,700
LG DISPLAY CO LTD SPONS ADR REP 50186V102 326 34,264 SH   DFND 21 0 0 34,264
LHC GROUP INC COM 50187A107 753 16,815 SH   DFND 17 7,275 0 9,540
LGI HOMES INC COM 50187T106 14,301 525,963 SH   DFND 17 520,086 0 5,877
LKQ CORP COM 501889208 769 27,128 SH   DFND 17 20,693 0 6,435
LKQ CORP COM 501889208 2,353 82,957 SH   DFND 21 74,420 0 8,537
LKQ CORP COM 501889208 4,793 169,000 SH   DFND 24 169,000 0 0
LSI INDS INC COM 50216C108 1,481 175,526 SH   DFND 17 166,425 0 9,101
L-3 COMMUNICATIONS HLDGS INC COM 502424104 315 3,010 SH   DFND 17 3,010 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 9 90 SH   DFND 21 0 0 90
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 10,888 391,797 SH   DFND 17 370,200 0 21,597
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,112 76,000 SH   DFND 24 76,000 0 0
LA QUINTA HLDGS INC COM 50420D108 16,611 1,052,692 SH   DFND 17 913,049 0 139,643
LA QUINTA HLDGS INC COM 50420D108 118 7,500 SH   DFND 21 0 0 7,500
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,847 100,000 SH   DFND 4 100,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 30,298 279,320 SH   DFND 17 226,145 0 53,175
LABORATORY CORP AMER HLDGS COM NEW 50540R409 35,425 326,584 SH   DFND 21 286,916 0 39,668
LACLEDE GROUP INC COM 505597104 40,358 740,100 SH   DFND 3 720,200 0 19,900
LACLEDE GROUP INC COM 505597104 1,319 24,185 SH   DFND 17 24,185 0 0
LACLEDE GROUP INC COM 505597104 2,632 48,274 SH   DFND 21 8,381 0 39,893
LADDER CAP CORP CL A 505743104 73 5,090 SH   DFND 17 5,090 0 0
LADDER CAP CORP CL A 505743104 528 36,887 SH   DFND 21 26,640 0 10,247
LAKE SHORE GOLD CORP COM 510728108 1,642 1,494,601 SH   DFND 21 834,122 0 660,479
LAKELAND FINL CORP COM 511656100 330 7,304 SH   DFND 21 7,304 0 0
LAM RESEARCH CORP COM 512807108 6,481 99,200 SH   DFND 3 99,200 0 0
LAM RESEARCH CORP COM 512807108 111,123 1,700,954 SH   DFND 17 1,309,704 0 391,250
LAM RESEARCH CORP COM 512807108 49,163 752,536 SH   DFND 21 492,879 0 259,657
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 21,863 19,285,000 PRN   DFND 17 18,845,000 0 440,000
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 4,478 3,950,000 PRN   DFND 21 1,950,000 0 2,000,000
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 93,320 75,870,000 PRN   DFND 17 71,080,000 0 4,790,000
LANCASTER COLONY CORP COM 513847103 774 7,935 SH   DFND 17 6,290 0 1,645
LANCASTER COLONY CORP COM 513847103 39 400 SH   DFND 21 400 0 0
LANDS END INC NEW COM 51509F105 353 13,078 SH   DFND 21 13,078 0 0
LANNET INC COM 516012101 1,066 25,680 SH   DFND 17 14,385 0 11,295
LANNET INC COM 516012101 520 12,527 SH   DFND 21 10,529 0 1,998
LAREDO PETROLEUM INC COM 516806106 704 74,625 SH   DFND 17 74,625 0 0
LAREDO PETROLEUM INC COM 516806106 1,481 157,000 SH   DFND 21 157,000 0 0
LAREDO PETROLEUM INC COM 516806106 592 62,800 SH   DFND 24 62,800 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 280 72,728 SH   DFND 21 72,728 0 0
LAUDER ESTEE COS INC CL A 518439104 235 2,910 SH   DFND 4 2,910 0 0
LAUDER ESTEE COS INC CL A 518439104 511 6,337 SH   DFND 17 6,337 0 0
LAUDER ESTEE COS INC CL A 518439104 9,402 116,529 SH   DFND 20 116,529 0 0
LAUDER ESTEE COS INC CL A 518439104 145,118 1,798,685 SH   DFND 21 1,502,221 0 296,464
LAUDER ESTEE COS INC PUT 518439954 3,090 38,300 SH Put DFND 4 38,300 0 0
LEAR CORP COM NEW 521865204 8,713 80,100 SH   DFND 3 80,100 0 0
LEAR CORP COM NEW 521865204 29,832 274,239 SH   DFND 17 212,139 0 62,100
LEAR CORP COM NEW 521865204 71,404 656,408 SH   DFND 21 432,983 0 223,425
LEGG MASON INC COM 524901105 218 5,245 SH   DFND 17 5,245 0 0
LEGG MASON INC COM 524901105 3,535 84,951 SH   DFND 21 84,848 0 103
LEMAITRE VASCULAR INC COM 525558201 4,388 359,981 SH   DFND 17 349,691 0 10,290
LENDINGTREE INC NEW COM 52603B107 17,033 183,090 SH   DFND 17 181,282 0 1,808
LENNAR CORP CL A 526057104 2,939 61,074 SH   DFND 21 60,874 0 200
LENNOX INTL INC COM 526107107 985 8,689 SH   DFND 21 0 0 8,689
LEXMARK INTL NEW CL A 529771107 6,065 209,277 SH   DFND 21 59,417 0 149,860
LIBBEY INC COM 529898108 8,240 252,690 SH   DFND 17 252,690 0 0
LIBBEY INC COM 529898108 418 12,805 SH   DFND 21 12,805 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 290 8,118 SH   DFND 17 8,118 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 6 159 SH   DFND 21 0 0 159
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 107,006 111,465,000 PRN   DFND 17 105,275,000 0 6,190,000
LIFEPOINT HEALTH INC COM 53219L109 3,774 53,230 SH   DFND 17 7,980 0 45,250
LIFEPOINT HEALTH INC COM 53219L109 4,196 59,177 SH   DFND 21 35,845 0 23,332
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 18,771 219,160 SH   DFND 17 203,425 0 15,735
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 77 900 SH   DFND 21 0 0 900
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 27,584 21,000,000 PRN   DFND 17 18,390,000 0 2,610,000
LILLY ELI & CO COM 532457108 51,531 615,731 SH   DFND 17 583,591 0 32,140
LILLY ELI & CO COM 532457108 20,698 247,314 SH   DFND 21 211,105 0 36,209
LILLY ELI & CO CALL 532457908 4,561 54,500 SH Call DFND 4 54,500 0 0
LILLY ELI & CO PUT 532457958 26,069 311,500 SH Put DFND 4 311,500 0 0
LIMELIGHT NETWORKS INC COM 53261M104 2,227 1,166,154 SH   DFND 17 1,137,464 0 28,690
LINCOLN NATL CORP IND COM 534187109 6,706 141,300 SH   DFND 3 141,300 0 0
LINCOLN NATL CORP IND COM 534187109 18,496 389,712 SH   DFND 17 228,392 0 161,320
LINCOLN NATL CORP IND COM 534187109 49,653 1,046,212 SH   DFND 21 772,981 0 273,231
LINEAR TECHNOLOGY CORP COM 535678106 256 6,344 SH   DFND 21 6,000 0 344
LINNCO LLC COM SHS LTD INT 535782106 49 18,110 SH   DFND 21 18,110 0 0
LINKEDIN CORP COM CL A 53578A108 2,884 15,170 SH   DFND 17 10,155 0 5,015
LINKEDIN CORP COM CL A 53578A108 1,476 7,765 SH   DFND 21 7,643 0 122
LIONS GATE ENTMNT CORP COM NEW 535919203 1,895 51,500 SH   DFND 21 51,500 0 0
LINN ENERGY LLC PUT 536020950 8,889 3,304,500 SH Put DFND 4 3,304,500 0 0
LIPOCINE INC NEW COM 53630X104 994 84,026 SH   DFND 17 79,796 0 4,230
LIQUIDITY SERVICES INC COM 53635B107 158 21,440 SH   DFND 17 0 0 21,440
LITHIA MTRS INC CL A 536797103 446 4,130 SH   DFND 17 0 0 4,130
LITTELFUSE INC COM 537008104 441 4,833 SH   DFND 21 0 0 4,833
LIVE NATION ENTERTAINMENT IN COM 538034109 21,396 890,000 SH   DFND 4 890,000 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 51,700 49,640,000 PRN   DFND 17 43,710,000 0 5,930,000
LIVEPERSON INC COM 538146101 796 105,315 SH   DFND 17 0 0 105,315
LOCKHEED MARTIN CORP COM 539830109 7,090 34,200 SH   DFND 3 34,200 0 0
LOCKHEED MARTIN CORP COM 539830109 14,905 71,895 SH   DFND 17 71,895 0 0
LOCKHEED MARTIN CORP COM 539830109 404 1,947 SH   DFND 21 1,700 0 247
LOCKHEED MARTIN CORP CALL 539830909 705 3,400 SH Call DFND 4 3,400 0 0
LOCKHEED MARTIN CORP PUT 539830959 19,425 93,700 SH Put DFND 4 93,700 0 0
LOGMEIN INC COM 54142L109 1,116 16,370 SH   DFND 17 6,340 0 10,030
LOWES COS INC COM 548661107 75 1,091 SH   DFND 4 1,091 0 0
LOWES COS INC COM 548661107 4,413 64,030 SH   DFND 17 64,030 0 0
LOWES COS INC COM 548661107 36,400 528,151 SH   DFND 21 517,719 0 10,432
LOWES COS INC CALL 548661907 2,378 34,500 SH Call DFND 4 34,500 0 0
LOWES COS INC PUT 548661957 22,757 330,200 SH Put DFND 4 330,200 0 0
LUMINEX CORP DEL COM 55027E102 421 24,910 SH   DFND 17 8,795 0 16,115
LYDALL INC DEL COM 550819106 2,208 77,500 SH   DFND 17 77,500 0 0
M & T BK CORP COM 55261F104 38,733 317,617 SH   DFND 4 317,617 0 0
M & T BK CORP COM 55261F104 18 145 SH   DFND 17 145 0 0
M & T BK CORP COM 55261F104 3,344 27,417 SH   DFND 21 27,298 0 119
MFA FINL INC COM 55272X102 3,625 532,312 SH   DFND 17 476,512 0 55,800
MFA FINL INC COM 55272X102 9,449 1,387,537 SH   DFND 21 333,454 0 1,054,083
MGIC INVT CORP WIS COM 552848103 9,518 1,027,810 SH   DFND 17 865,940 0 161,870
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 38,196 36,205,000 PRN   DFND 17 36,205,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 6,661 361,006 SH   DFND 4 283,271 0 77,735
MGM RESORTS INTERNATIONAL COM 552953101 35,518 1,925,110 SH   DFND 17 1,925,110 0 0
MGM RESORTS INTERNATIONAL COM 552953101 7 388 SH   DFND 21 0 0 388
M/I HOMES INC COM 55305B101 2,631 111,573 SH   DFND 17 111,573 0 0
MKS INSTRUMENT INC COM 55306N104 9,404 280,470 SH   DFND 3 277,300 0 3,170
MKS INSTRUMENT INC COM 55306N104 2,495 74,423 SH   DFND 21 45,570 0 28,853
MSA SAFETY INC COM 553498106 285 7,125 SH   DFND 17 0 0 7,125
MSC INDL DIRECT INC CL A 553530106 884 14,485 SH   DFND 17 14,485 0 0
MSC INDL DIRECT INC CL A 553530106 116 1,900 SH   DFND 21 1,900 0 0
MACERICH CO COM 554382101 3,515 45,754 SH   DFND 4 42,609 0 3,145
MACERICH CO COM 554382101 17 215 SH   DFND 17 215 0 0
MACERICH CO COM 554382101 14 187 SH   DFND 21 0 0 187
MACK CALI RLTY CORP COM 554489104 28,352 1,501,680 SH   DFND 4 1,501,680 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 28,146 376,989 SH   DFND 17 317,836 0 59,153
MACQUARIE INFRASTRUCTURE COR COM 55608B105 246 3,300 SH   DFND 21 0 0 3,300
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 51,121 45,240,000 PRN   DFND 17 39,840,000 0 5,400,000
MACROGENICS INC COM 556099109 1,108 51,733 SH   DFND 17 51,733 0 0
MACYS INC COM 55616P104 204,849 3,991,600 SH   DFND 3 3,987,800 0 3,800
MACYS INC COM 55616P104 7,641 148,891 SH   DFND 4 129,115 0 19,776
MACYS INC COM 55616P104 59,602 1,161,374 SH   DFND 17 1,077,674 0 83,700
MACYS INC COM 55616P104 53,162 1,035,885 SH   DFND 21 723,624 0 312,261
MACYS INC CALL 55616P904 349 6,800 SH Call DFND 4 6,800 0 0
MACYS INC PUT 55616P954 5,081 99,000 SH Put DFND 4 99,000 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 267 1,771 SH   DFND 17 1,771 0 0
MAGNA INTL INC COM 559222401 97,384 1,551,000 SH   DFND 3 1,187,900 0 363,100
MAGNA INTL INC COM 559222401 47,864 762,307 SH   DFND 17 597,307 0 165,000
MAGNA INTL INC COM 559222401 118,835 1,892,643 SH   DFND 21 1,184,738 0 707,905
MAINSOURCE FINANCIAL GP INC COM 56062Y102 843 41,404 SH   DFND 17 7,304 0 34,100
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,848 90,774 SH   DFND 21 45,763 0 45,011
MANHATTAN ASSOCS INC COM 562750109 1,715 27,530 SH   DFND 17 14,000 0 13,530
MANULIFE FINL CORP COM 56501R106 139,888 6,909,447 SH   DFND 3 5,139,140 0 1,770,307
MANULIFE FINL CORP COM 56501R106 34,193 1,688,889 SH   DFND 17 1,688,889 0 0
MANULIFE FINL CORP COM 56501R106 2,113 104,377 SH   DFND 21 102,923 0 1,454
MARATHON OIL CORP COM 565849106 1,693 109,910 SH   DFND 4 109,910 0 0
MARATHON OIL CORP COM 565849106 4,082 265,034 SH   DFND 21 264,071 0 963
MARATHON OIL CORP CALL 565849906 191 12,400 SH Call DFND 4 12,400 0 0
MARATHON OIL CORP PUT 565849956 2,096 136,100 SH Put DFND 4 136,100 0 0
MARATHON PETE CORP COM 56585A102 6,959 150,200 SH   DFND 3 150,200 0 0
MARATHON PETE CORP COM 56585A102 807 17,417 SH   DFND 4 17,417 0 0
MARATHON PETE CORP COM 56585A102 4,523 97,635 SH   DFND 17 97,635 0 0
MARATHON PETE CORP COM 56585A102 59,652 1,287,548 SH   DFND 21 723,740 0 563,808
MARATHON PETE CORP COM 56585A102 1,293 27,900 SH   DFND 24 27,900 0 0
MARATHON PETE CORP CALL 56585A902 283 6,100 SH Call DFND 4 6,100 0 0
MARATHON PETE CORP PUT 56585A952 8,349 180,200 SH Put DFND 4 180,200 0 0
MARCUS & MILLICHAP INC COM 566324109 17,189 373,745 SH   DFND 17 314,745 0 59,000
MARCUS & MILLICHAP INC COM 566324109 106 2,300 SH   DFND 21 0 0 2,300
MARINUS PHARMACEUTICALS INC COM 56854Q101 679 81,407 SH   DFND 17 77,169 0 4,238
MARKEL CORP COM 570535104 1,119 1,395 SH   DFND 17 1,395 0 0
MARKEL CORP COM 570535104 16 20 SH   DFND 21 0 0 20
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 31,278 459,020 SH   DFND 17 353,034 0 105,986
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 19,011 279,000 SH   DFND 21 148,875 0 130,125
MARSH & MCLENNAN COS INC COM 571748102 786 15,055 SH   DFND 4 15,055 0 0
MARSH & MCLENNAN COS INC COM 571748102 136 2,604 SH   DFND 21 2,181 0 423
MARSH & MCLENNAN COS INC CALL 571748902 386 7,400 SH Call DFND 4 7,400 0 0
MARSH & MCLENNAN COS INC PUT 571748952 5,718 109,500 SH Put DFND 4 109,500 0 0
MARRIOTT INTL INC NEW CL A 571903202 702 10,286 SH   DFND 21 10,000 0 286
MASIMO CORP COM 574795100 1,008 26,140 SH   DFND 17 7,350 0 18,790
MASTEC INC COM 576323109 862 54,460 SH   DFND 17 54,460 0 0
MASTEC INC COM 576323109 539 34,055 SH   DFND 21 34,055 0 0
MASTERCARD INC CL A 57636Q104 1,290 14,315 SH   DFND 4 14,315 0 0
MASTERCARD INC CL A 57636Q104 102,584 1,138,310 SH   DFND 17 865,925 0 272,385
MASTERCARD INC CL A 57636Q104 2,906 32,242 SH   DFND 21 31,380 0 862
MASTERCARD INC CALL 57636Q904 3,253 36,100 SH Call DFND 4 36,100 0 0
MASTERCARD INC PUT 57636Q954 36,661 406,800 SH Put DFND 4 406,800 0 0
MATADOR RES CO COM 576485205 15,124 729,216 SH   DFND 17 620,809 0 108,407
MATADOR RES CO COM 576485205 133 6,400 SH   DFND 21 0 0 6,400
MATRIX SVC CO COM 576853105 1,718 76,465 SH   DFND 17 53,395 0 23,070
MATTEL INC COM 577081102 199,356 9,466,100 SH   DFND 3 9,454,400 0 11,700
MATTEL INC COM 577081102 37,668 1,788,619 SH   DFND 17 1,786,044 0 2,575
MATTEL INC COM 577081102 344 16,318 SH   DFND 21 15,755 0 563
MAXIM INTEGRATED PRODS INC COM 57772K101 16,306 488,201 SH   DFND 17 479,083 0 9,118
MAXIM INTEGRATED PRODS INC COM 57772K101 156 4,660 SH   DFND 21 4,200 0 460
MAXLINEAR INC CL A 57776J100 12,392 996,137 SH   DFND 17 982,737 0 13,400
MAXIMUS INC COM 577933104 18,659 313,281 SH   DFND 17 268,041 0 45,240
MAXIMUS INC COM 577933104 131 2,200 SH   DFND 21 0 0 2,200
MCCLATCHY CO CL A 579489105 1,830 1,886,441 SH   DFND 4 1,886,441 0 0
MCDONALDS CORP COM 580135101 73,599 746,975 SH   DFND 17 745,525 0 1,450
MCDONALDS CORP COM 580135101 1,058 10,740 SH   DFND 20 10,740 0 0
MCDONALDS CORP COM 580135101 1,490 15,118 SH   DFND 21 14,173 0 945
MCDONALDS CORP COM 580135101 49 500 SH   DFND 24 500 0 0
MCDONALDS CORP CALL 580135901 2,394 24,300 SH Call DFND 4 24,300 0 0
MCDONALDS CORP PUT 580135951 24,652 250,200 SH Put DFND 4 250,200 0 0
MCGRAW HILL FINL INC COM 580645109 432 4,998 SH   DFND 4 4,998 0 0
MCGRAW HILL FINL INC COM 580645109 9,250 106,933 SH   DFND 17 89,778 0 17,155
MCGRAW HILL FINL INC COM 580645109 26,203 302,921 SH   DFND 21 243,720 0 59,201
MCGRAW HILL FINL INC CALL 580645909 381 4,400 SH Call DFND 4 4,400 0 0
MCGRAW HILL FINL INC PUT 580645959 4,014 46,400 SH Put DFND 4 46,400 0 0
MCKESSON CORP COM 58155Q103 3,558 19,228 SH   DFND 4 19,228 0 0
MCKESSON CORP COM 58155Q103 126,701 684,758 SH   DFND 17 681,808 0 2,950
MCKESSON CORP COM 58155Q103 79,633 430,378 SH   DFND 21 251,220 0 179,158
MCKESSON CORP CALL 58155Q903 1,425 7,700 SH Call DFND 4 7,700 0 0
MCKESSON CORP PUT 58155Q953 12,545 67,800 SH Put DFND 4 67,800 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,480 21,016 SH   DFND 4 21,016 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,029 14,615 SH   DFND 17 14,615 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 353 5,008 SH   DFND 21 4,758 0 250
MEAD JOHNSON NUTRITION CO PUT 582839956 2,387 33,900 SH Put DFND 4 33,900 0 0
MEDIA GEN INC NEW PUT 58441K950 140 10,000 SH Put DFND 21 10,000 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 31,981 2,891,600 SH   DFND 3 2,803,600 0 88,000
MEDICINES CO COM 584688105 2,663 70,160 SH   DFND 17 58,875 0 11,285
MEDICINES CO COM 584688105 456 12,000 SH   DFND 24 12,000 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 22,985 15,815,000 PRN   DFND 17 15,735,000 0 80,000
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 20,288 19,500,000 PRN   DFND 17 17,110,000 0 2,390,000
MEDIVATION INC COM 58501N101 5,157 121,345 SH   DFND 17 110,760 0 10,585
MEDIVATION INC COM 58501N101 1,445 34,000 SH   DFND 24 34,000 0 0
MEDNAX INC COM 58502B106 1,567 20,403 SH   DFND 17 14,903 0 5,500
MEDNAX INC COM 58502B106 17,445 227,176 SH   DFND 21 111,507 0 115,669
MENTOR GRAPHICS CORP COM 587200106 59,110 2,399,910 SH   DFND 3 2,361,842 0 38,068
MENTOR GRAPHICS CORP COM 587200106 19,658 798,127 SH   DFND 17 622,566 0 175,561
MENTOR GRAPHICS CORP COM 587200106 12,078 490,382 SH   DFND 21 243,694 0 246,688
MERCER INTL INC COM 588056101 1,106 110,259 SH   DFND 17 110,259 0 0
MERCER INTL INC COM 588056101 821 81,818 SH   DFND 21 58,435 0 23,383
MERCK & CO INC NEW COM 58933Y105 5,828 118,000 SH   DFND 3 118,000 0 0
MERCK & CO INC NEW COM 58933Y105 51,370 1,040,088 SH   DFND 4 1,040,088 0 0
MERCK & CO INC NEW COM 58933Y105 71,676 1,451,230 SH   DFND 17 1,404,165 0 47,065
MERCK & CO INC NEW COM 58933Y105 43,474 880,213 SH   DFND 21 810,881 0 69,332
MERCK & CO INC NEW CALL 58933Y905 2,692 54,500 SH Call DFND 4 54,500 0 0
MERCK & CO INC NEW PUT 58933Y955 34,672 702,000 SH Put DFND 4 702,000 0 0
MEREDITH CORP COM 589433101 55,001 1,291,710 SH   DFND 3 1,267,710 0 24,000
MEREDITH CORP COM 589433101 290 6,803 SH   DFND 17 6,803 0 0
MEREDITH CORP COM 589433101 3,920 92,054 SH   DFND 21 80,134 0 11,920
MERGE HEALTHCARE INC COM 589499102 2,277 320,675 SH   DFND 17 320,675 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,790 204,061 SH   DFND 17 204,061 0 0
MERIT MED SYS INC COM 589889104 1,027 42,940 SH   DFND 17 23,125 0 19,815
MERITOR INC NOTE 7.875% 3/0 59001KAC4 23,265 17,250,000 PRN   DFND 17 17,250,000 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 585 68,800 SH   DFND 17 68,800 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 238 28,000 SH   DFND 24 28,000 0 0
META FINL GROUP INC COM 59100U108 449 10,745 SH   DFND 17 10,745 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 518 24,637 SH   DFND 21 24,637 0 0
METHANEX CORP COM 59151K108 34,158 787,491 SH   DFND 3 758,707 0 28,784
METHANEX CORP COM 59151K108 1,275 29,390 SH   DFND 21 29,390 0 0
METHODE ELECTRS INC COM 591520200 42,595 1,335,259 SH   DFND 3 1,297,864 0 37,395
METLIFE INC COM 59156R108 423,376 8,979,344 SH   DFND 3 8,970,544 0 8,800
METLIFE INC COM 59156R108 3,109 65,935 SH   DFND 4 65,935 0 0
METLIFE INC COM 59156R108 100,481 2,131,083 SH   DFND 17 2,054,683 0 76,400
METLIFE INC COM 59156R108 46,571 987,711 SH   DFND 21 674,222 0 313,489
METLIFE INC CALL 59156R908 995 21,100 SH Call DFND 4 21,100 0 0
METLIFE INC PUT 59156R958 12,221 259,200 SH Put DFND 4 259,200 0 0
MICHAELS COS INC COM 59408Q106 8,329 360,580 SH   DFND 17 299,635 0 60,945
MICROSOFT CORP COM 594918104 9,244 208,866 SH   DFND 4 208,866 0 0
MICROSOFT CORP COM 594918104 637,934 14,413,322 SH   DFND 17 12,195,327 0 2,217,995
MICROSOFT CORP COM 594918104 2,496 56,400 SH   DFND 20 56,400 0 0
MICROSOFT CORP COM 594918104 514,142 11,616,412 SH   DFND 21 9,317,997 0 2,298,415
MICROSOFT CORP COM 594918104 18 400 SH   DFND 24 400 0 0
MICROSOFT CORP CALL 594918904 5,710 129,000 SH Call DFND 4 129,000 0 0
MICROSOFT CORP CALL 594918904 56,653 1,280,000 SH Call DFND 17 1,280,000 0 0
MICROSOFT CORP PUT 594918954 99,138 2,239,900 SH Put DFND 4 2,239,900 0 0
MICROSTRATEGY INC CL A NEW 594972408 1,786 9,090 SH   DFND 17 5,055 0 4,035
MICROCHIP TECHNOLOGY INC COM 595017104 36,280 841,952 SH   DFND 17 708,647 0 133,305
MICROCHIP TECHNOLOGY INC COM 595017104 104,347 2,421,606 SH   DFND 21 2,096,186 0 325,420
MICROCHIP TECHNOLOGY INC COM 595017104 323 7,500 SH   DFND 24 7,500 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 45,552 26,175,000 PRN   DFND 17 26,075,000 0 100,000
MICRON TECHNOLOGY INC COM 595112103 5,262 351,242 SH   DFND 4 351,242 0 0
MICRON TECHNOLOGY INC COM 595112103 35,667 2,380,988 SH   DFND 17 1,564,623 0 816,365
MICRON TECHNOLOGY INC COM 595112103 40,095 2,676,553 SH   DFND 21 2,065,176 0 611,377
MICRON TECHNOLOGY INC PUT 595112953 6,302 420,700 SH Put DFND 4 420,700 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 116,404 138,576,000 PRN   DFND 17 131,901,000 0 6,675,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1,680 2,000,000 PRN   DFND 21 2,000,000 0 0
MICROSEMI CORP COM 595137100 927 28,251 SH   DFND 21 28,251 0 0
MID-AMER APT CMNTYS INC COM 59522J103 7,925 96,800 SH   DFND 3 96,800 0 0
MIDDLEBY CORP COM 596278101 14,107 134,112 SH   DFND 17 112,560 0 21,552
MIDDLEBY CORP COM 596278101 126 1,200 SH   DFND 21 0 0 1,200
MILLER HERMAN INC COM 600544100 317 10,975 SH   DFND 17 0 0 10,975
MINERALS TECHNOLOGIES INC COM 603158106 563 11,698 SH   DFND 17 11,698 0 0
MINERALS TECHNOLOGIES INC COM 603158106 4,440 92,190 SH   DFND 21 92,190 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 264 43,274 SH   DFND 21 0 0 43,274
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 2,793 752,834 SH   DFND 17 752,834 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,113 431,152 SH   DFND 17 431,152 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 7,265 1,006,254 SH   DFND 21 616,254 0 390,000
MOHAWK INDS INC COM 608190104 19,667 108,185 SH   DFND 17 107,275 0 910
MOHAWK INDS INC COM 608190104 2,533 13,933 SH   DFND 21 1,620 0 12,313
MOLINA HEALTHCARE INC COM 60855R100 1,145 16,625 SH   DFND 17 14,550 0 2,075
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 69,567 39,835,000 PRN   DFND 17 39,150,000 0 685,000
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 41,571 31,890,000 PRN   DFND 17 27,795,000 0 4,095,000
MOLSON COORS BREWING CO CL B 60871R209 2,182 26,281 SH   DFND 17 26,281 0 0
MOLSON COORS BREWING CO CL B 60871R209 37,401 450,510 SH   DFND 21 443,260 0 7,250
MONDELEZ INTL INC CL A 609207105 69,198 1,652,685 SH   DFND 17 1,373,240 0 279,445
MONDELEZ INTL INC CL A 609207105 17,846 427,946 SH   DFND 21 217,688 0 210,258
MONDELEZ INTL INC CALL 609207905 2,169 51,800 SH Call DFND 4 51,800 0 0
MONDELEZ INTL INC PUT 609207955 17,313 413,500 SH Put DFND 4 413,500 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 29,736 3,049,888 SH   DFND 3 2,948,088 0 101,800
MONOLITHIC PWR SYS INC COM 609839105 5,861 114,480 SH   DFND 17 93,960 0 20,520
MONSANTO CO NEW COM 61166W101 14,159 165,909 SH   DFND 4 165,909 0 0
MONSANTO CO NEW COM 61166W101 129,996 1,523,270 SH   DFND 17 1,465,215 0 58,055
MONSANTO CO NEW COM 61166W101 82,114 962,199 SH   DFND 21 839,894 0 122,305
MONSANTO CO NEW COM 61166W101 8,747 102,500 SH   DFND 24 102,500 0 0
MONSANTO CO NEW CALL 61166W901 939 11,000 SH Call DFND 4 11,000 0 0
MONSANTO CO NEW PUT 61166W951 14,619 171,300 SH Put DFND 4 171,300 0 0
MONSTER WORLDWIDE INC COM 611742107 4,760 741,455 SH   DFND 17 741,455 0 0
MONSTER WORLDWIDE INC COM 611742107 497 77,438 SH   DFND 21 77,438 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 811 5,999 SH   DFND 4 5,999 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 97,983 725,045 SH   DFND 17 624,585 0 100,460
MONSTER BEVERAGE CORP NEW COM 61174X109 380 2,812 SH   DFND 21 0 0 2,812
MONSTER BEVERAGE CORP NEW CALL 61174X909 324 2,400 SH Call DFND 4 2,400 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 6,581 48,700 SH Put DFND 4 48,700 0 0
MOODYS CORP COM 615369105 3,220 32,795 SH   DFND 21 30,822 0 1,973
MORGAN STANLEY COM NEW 617446448 3,194 101,408 SH   DFND 4 101,408 0 0
MORGAN STANLEY COM NEW 617446448 30,504 968,382 SH   DFND 17 787,312 0 181,070
MORGAN STANLEY COM NEW 617446448 37,335 1,185,227 SH   DFND 21 1,014,898 0 170,329
MORGAN STANLEY CALL 617446908 583 18,500 SH Call DFND 4 18,500 0 0
MORGAN STANLEY PUT 617446958 12,395 393,500 SH Put DFND 4 393,500 0 0
MORNINGSTAR INC COM 617700109 513 6,390 SH   DFND 17 6,390 0 0
MOSAIC CO NEW COM 61945C103 3,906 125,549 SH   DFND 17 125,549 0 0
MOSAIC CO NEW COM 61945C103 29,662 953,452 SH   DFND 21 512,543 0 440,909
MOTORCAR PTS AMER INC COM 620071100 24,796 791,194 SH   DFND 17 703,083 0 88,111
MOTORCAR PTS AMER INC COM 620071100 125 4,000 SH   DFND 21 0 0 4,000
MOVADO GROUP INC COM 624580106 424 16,400 SH   DFND 17 0 0 16,400
MOVADO GROUP INC COM 624580106 312 12,066 SH   DFND 21 12,066 0 0
MUELLER WTR PRODS INC COM SER A 624758108 14,280 1,864,211 SH   DFND 17 1,864,211 0 0
MULTI COLOR CORP COM 625383104 56 733 SH   DFND 17 733 0 0
MULTI COLOR CORP COM 625383104 1,947 25,452 SH   DFND 21 10,859 0 14,593
MURPHY OIL CORP COM 626717102 1,647 68,047 SH   DFND 21 65,230 0 2,817
MURPHY USA INC COM 626755102 1,671 30,417 SH   DFND 17 30,417 0 0
MURPHY USA INC COM 626755102 18,426 335,325 SH   DFND 21 322,238 0 13,087
MYRIAD GENETICS INC COM 62855J104 422 11,247 SH   DFND 21 10,093 0 1,154
NCR CORP NEW COM 62886E108 346 15,230 SH   DFND 21 14,900 0 330
NN INC COM 629337106 2,222 120,090 SH   DFND 17 117,405 0 2,685
NVR INC COM 62944T105 9,333 6,119 SH   DFND 17 4,491 0 1,628
NVR INC COM 62944T105 2,329 1,527 SH   DFND 21 1,463 0 64
NV5 HLDGS INC COM 62945V109 1,671 90,039 SH   DFND 17 85,335 0 4,704
NASDAQ INC COM 631103108 341 6,400 SH   DFND 3 6,400 0 0
NASDAQ INC COM 631103108 2,767 51,883 SH   DFND 17 51,883 0 0
NASDAQ INC COM 631103108 2,684 50,327 SH   DFND 21 50,327 0 0
NATIONAL GEN HLDGS CORP COM 636220303 6,096 316,019 SH   DFND 17 316,019 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,971 158,590 SH   DFND 4 158,590 0 0
NATIONAL OILWELL VARCO INC COM 637071101 17,528 465,550 SH   DFND 17 464,100 0 1,450
NATIONAL OILWELL VARCO INC COM 637071101 1,913 50,811 SH   DFND 21 3,492 0 47,319
NATIONAL OILWELL VARCO INC CALL 637071901 836 22,200 SH Call DFND 4 22,200 0 0
NATIONAL OILWELL VARCO INC PUT 637071951 7,187 190,900 SH Put DFND 4 190,900 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 44 3,764 SH   DFND 17 3,764 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 183 15,570 SH   DFND 21 15,570 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 486 2,184 SH   DFND 21 2,184 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 947 68,300 SH   DFND 4 68,300 0 0
NAVIGATORS GROUP INC COM 638904102 345 4,419 SH   DFND 17 4,419 0 0
NATUS MEDICAL INC DEL COM 639050103 638 16,180 SH   DFND 17 12,740 0 3,440
NATUS MEDICAL INC DEL COM 639050103 6,618 167,750 SH   DFND 21 60,298 0 107,452
NAUTILUS INC COM 63910B102 5,052 336,813 SH   DFND 17 328,919 0 7,894
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 6,095 8,695,000 PRN   DFND 17 8,500,000 0 195,000
NAVIENT CORP COM 63938C108 89,774 7,987,009 SH   DFND 3 7,979,203 0 7,806
NAVIENT CORP COM 63938C108 41,511 3,693,136 SH   DFND 4 3,693,136 0 0
NAVIENT CORP COM 63938C108 761 67,669 SH   DFND 17 67,669 0 0
NAVIENT CORP COM 63938C108 11,594 1,031,474 SH   DFND 21 879,710 0 151,764
NEENAH PAPER INC COM 640079109 52,406 899,210 SH   DFND 3 899,210 0 0
NEENAH PAPER INC COM 640079109 2,088 35,833 SH   DFND 17 35,833 0 0
NEENAH PAPER INC COM 640079109 832 14,280 SH   DFND 21 14,280 0 0
NEKTAR THERAPEUTICS COM 640268108 1,571 143,370 SH   DFND 17 143,370 0 0
NEKTAR THERAPEUTICS COM 640268108 690 63,000 SH   DFND 24 63,000 0 0
NELNET INC CL A 64031N108 149 4,301 SH   DFND 17 4,301 0 0
NELNET INC CL A 64031N108 957 27,657 SH   DFND 21 16,756 0 10,901
NEOGENOMICS INC COM NEW 64049M209 5,218 910,610 SH   DFND 17 890,150 0 20,460
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 353 21,107 SH   DFND 17 21,107 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,544 92,221 SH   DFND 21 92,221 0 0
NETAPP INC COM 64110D104 9,781 330,446 SH   DFND 4 330,446 0 0
NETAPP INC COM 64110D104 873 29,480 SH   DFND 17 29,480 0 0
NETAPP INC COM 64110D104 158 5,338 SH   DFND 21 4,900 0 438
NETFLIX INC COM 64110L106 59,560 576,795 SH   DFND 17 446,615 0 130,180
NETFLIX INC COM 64110L106 33 315 SH   DFND 21 0 0 315
NETFLIX INC CALL 64110L906 3,118 30,200 SH Call DFND 4 30,200 0 0
NETFLIX INC PUT 64110L956 23,275 225,400 SH Put DFND 4 225,400 0 0
NETEASE INC SPONSORED ADR 64110W102 88,865 739,805 SH   DFND 17 573,960 0 165,845
NETEASE INC SPONSORED ADR 64110W102 96 800 SH   DFND 20 800 0 0
NETEASE INC SPONSORED ADR 64110W102 386 3,212 SH   DFND 21 651 0 2,561
NETSCOUT SYS INC COM 64115T104 11,525 325,835 SH   DFND 17 263,805 0 62,030
NETSCOUT SYS INC COM 64115T104 462 13,070 SH   DFND 21 13,070 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 19,219 19,080,000 PRN   DFND 17 19,080,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,050 152,040 SH   DFND 17 133,060 0 18,980
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,512 38,000 SH   DFND 24 38,000 0 0
NEUSTAR INC CL A 64126X201 2,707 99,472 SH   DFND 17 84,772 0 14,700
NEUSTAR INC CL A 64126X201 4,030 148,108 SH   DFND 21 124,194 0 23,914
NEVSUN RES LTD COM 64156L101 907 236,382 SH   DFND 17 236,382 0 0
NEVSUN RES LTD COM 64156L101 2,011 524,343 SH   DFND 21 369,561 0 154,782
NEW MEDIA INVT GROUP INC COM 64704V106 238 15,382 SH   DFND 21 15,382 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 121 6,000 SH   DFND 17 6,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 13,861 686,700 SH   DFND 20 559,479 0 127,221
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 2,636 201,219 SH   DFND 17 170,919 0 30,300
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 16,885 1,288,920 SH   DFND 21 602,574 0 686,346
NEW YORK CMNTY BANCORP INC COM 649445103 846 46,830 SH   DFND 17 46,830 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,432 134,683 SH   DFND 21 133,850 0 833
NEW YORK MTG TR INC COM PAR $.02 649604501 142 25,842 SH   DFND 17 25,842 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 2,947 536,776 SH   DFND 21 191,468 0 345,308
NEWELL RUBBERMAID INC COM 651229106 10,695 269,340 SH   DFND 17 222,130 0 47,210
NEWELL RUBBERMAID INC COM 651229106 9 237 SH   DFND 21 0 0 237
NEWFIELD EXPL CO COM 651290108 1,358 41,291 SH   DFND 21 41,051 0 240
NEWMONT MINING CORP COM 651639106 7,036 437,826 SH   DFND 17 437,826 0 0
NEWMONT MINING CORP COM 651639106 2,367 147,277 SH   DFND 21 146,817 0 460
NEWMONT MINING CORP COM 651639106 535 33,300 SH   DFND 24 33,300 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,584 1,600,000 PRN   DFND 21 1,600,000 0 0
NEWPORT CORP COM 651824104 809 58,825 SH   DFND 21 4,416 0 54,409
NEXTERA ENERGY INC COM 65339F101 1,005 10,303 SH   DFND 4 10,303 0 0
NEXTERA ENERGY INC COM 65339F101 3,273 33,556 SH   DFND 17 33,556 0 0
NEXTERA ENERGY INC COM 65339F101 38,807 397,816 SH   DFND 21 394,826 0 2,990
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 1,544 30,000 SH   DFND 17 30,000 0 0
NEXTERA ENERGY INC CALL 65339F901 956 9,800 SH Call DFND 4 9,800 0 0
NEXTERA ENERGY INC PUT 65339F951 9,931 101,800 SH Put DFND 4 101,800 0 0
NIKE INC CL B 654106103 72,511 589,664 SH   DFND 17 500,554 0 89,110
NIKE INC CL B 654106103 57,840 470,356 SH   DFND 21 470,023 0 333
NIKE INC CALL 654106903 2,927 23,800 SH Call DFND 4 23,800 0 0
NIKE INC PUT 654106953 41,392 336,600 SH Put DFND 4 336,600 0 0
NISOURCE INC COM 65473P105 1,296 69,849 SH   DFND 17 69,849 0 0
NISOURCE INC COM 65473P105 2,141 115,439 SH   DFND 21 115,167 0 272
NOBILIS HEALTH CORP COM 65500B103 460 67,440 SH   DFND 17 67,440 0 0
NOBLE ENERGY INC COM 655044105 1,810 59,971 SH   DFND 4 59,971 0 0
NOBLE ENERGY INC COM 655044105 14 479 SH   DFND 21 0 0 479
NOBLE ENERGY INC CALL 655044905 429 14,200 SH Call DFND 4 14,200 0 0
NOBLE ENERGY INC PUT 655044955 2,360 78,200 SH Put DFND 4 78,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,868 89,900 SH   DFND 3 89,900 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,418 57,825 SH   DFND 4 57,825 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,260 68,854 SH   DFND 17 68,854 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,849 155,091 SH   DFND 21 99,586 0 55,505
NORFOLK SOUTHERN CORP CALL 655844908 1,008 13,200 SH Call DFND 4 13,200 0 0
NORFOLK SOUTHERN CORP PUT 655844958 6,975 91,300 SH Put DFND 4 91,300 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 344 77,844 SH   DFND 21 77,844 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 43,245 1,896,700 SH   DFND 3 1,852,100 0 44,600
NORTHERN TR CORP COM 665859104 2,535 37,190 SH   DFND 17 37,190 0 0
NORTHERN TR CORP COM 665859104 9,083 133,255 SH   DFND 21 133,000 0 255
NORTHFIELD BANCORP INC DEL COM 66611T108 170 11,155 SH   DFND 17 11,155 0 0
NORTHROP GRUMMAN CORP COM 666807102 12,513 75,400 SH   DFND 3 75,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 28,041 168,972 SH   DFND 17 126,272 0 42,700
NORTHROP GRUMMAN CORP COM 666807102 58,564 352,899 SH   DFND 21 242,188 0 110,711
NORTHROP GRUMMAN CORP CALL 666807902 697 4,200 SH Call DFND 4 4,200 0 0
NORTHROP GRUMMAN CORP PUT 666807952 9,177 55,300 SH Put DFND 4 55,300 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 243 18,665 SH   DFND 17 18,665 0 0
NORTHWESTERN CORP COM NEW 668074305 34,091 633,300 SH   DFND 3 633,300 0 0
NORTHWESTERN CORP COM NEW 668074305 1,061 19,710 SH   DFND 21 19,710 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,067 33,370 SH   DFND 17 22,905 0 10,465
NOVAVAX INC COM 670002104 1,935 273,660 SH   DFND 17 273,660 0 0
NOVAVAX INC COM 670002104 778 110,000 SH   DFND 24 110,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 38,811 20,320,000 PRN   DFND 17 20,320,000 0 0
NOW INC COM 67011P100 198 13,365 SH   DFND 17 13,365 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 1,288 142,621 SH   DFND 21 142,621 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 303 18,500 SH   DFND 17 9,480 0 9,020
NUANCE COMMUNICATIONS INC COM 67020Y100 28 1,740 SH   DFND 21 1,740 0 0
NVIDIA CORP COM 67066G104 2,621 106,341 SH   DFND 17 106,341 0 0
NVIDIA CORP COM 67066G104 4,585 186,012 SH   DFND 21 14,119 0 171,893
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 111,253 84,420,000 PRN   DFND 17 79,975,000 0 4,445,000
NUTRI SYS INC NEW COM 67069D108 3,488 131,533 SH   DFND 17 131,533 0 0
NUVASIVE INC COM 670704105 3,228 66,940 SH   DFND 17 47,675 0 19,265
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 82,321 66,365,000 PRN   DFND 17 62,065,000 0 4,300,000
OGE ENERGY CORP COM 670837103 6,952 254,100 SH   DFND 3 254,100 0 0
OM GROUP INC COM 670872100 5,395 164,040 SH   DFND 21 164,040 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,607 14,429 SH   DFND 17 2,364 0 12,065
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,709 22,836 SH   DFND 21 14,591 0 8,245
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 3,500 14,000 SH Put DFND 4 14,000 0 0
OFG BANCORP COM 67103X102 638 73,065 SH   DFND 21 0 0 73,065
OCCIDENTAL PETE CORP DEL COM 674599105 8,587 129,818 SH   DFND 4 129,818 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 40,104 606,265 SH   DFND 17 603,765 0 2,500
OCCIDENTAL PETE CORP DEL COM 674599105 2,053 31,039 SH   DFND 21 30,290 0 749
OCCIDENTAL PETE CORP DEL CALL 674599905 794 12,000 SH Call DFND 4 12,000 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 9,215 139,300 SH Put DFND 4 139,300 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3,871 63,463 SH   DFND 21 0 0 63,463
OLD NATL BANCORP IND COM 680033107 56,671 4,068,256 SH   DFND 3 3,988,492 0 79,764
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 1,471 1,260,000 PRN   DFND 17 1,260,000 0 0
OLIN CORP COM PAR $1 680665205 590 35,120 SH   DFND 21 30,719 0 4,401
OLYMPIC STEEL INC COM 68162K106 2,131 214,208 SH   DFND 17 209,390 0 4,818
OMNICOM GROUP INC PUT 681919956 343 5,200 SH Put DFND 4 5,200 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 27,969 795,700 SH   DFND 3 795,700 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,417 40,322 SH   DFND 17 40,322 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 4,835 137,560 SH   DFND 21 9,842 0 127,718
OMNIVISION TECHNOLOGIES INC COM 682128103 2,814 107,141 SH   DFND 21 101,261 0 5,880
OMNICELL INC COM 68213N109 21,531 692,306 SH   DFND 17 613,411 0 78,895
OMNICELL INC COM 68213N109 124 4,000 SH   DFND 21 0 0 4,000
OMEROS CORP COM 682143102 1,271 115,987 SH   DFND 17 115,987 0 0
ON ASSIGNMENT INC COM 682159108 52 1,416 SH   DFND 17 1,416 0 0
ON ASSIGNMENT INC COM 682159108 189 5,116 SH   DFND 21 604 0 4,512
ON SEMICONDUCTOR CORP COM 682189105 11,577 1,231,614 SH   DFND 17 670,089 0 561,525
ON SEMICONDUCTOR CORP COM 682189105 31,770 3,379,807 SH   DFND 21 3,025,330 0 354,477
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 49,875 44,900,000 PRN   DFND 17 44,725,000 0 175,000
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 1,166 522,836 SH   DFND 17 522,836 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 446 200,000 SH   DFND 24 200,000 0 0
ONE GAS INC COM 68235P108 907 20,000 SH   DFND 4 20,000 0 0
ONE GAS INC COM 68235P108 1,528 33,700 SH   DFND 21 33,700 0 0
OPEN TEXT CORP COM 683715106 68,906 1,175,480 SH   DFND 3 875,231 0 300,249
OPEN TEXT CORP COM 683715106 16,715 285,145 SH   DFND 17 285,145 0 0
OPEN TEXT CORP COM 683715106 10,666 181,946 SH   DFND 21 100,375 0 81,571
OPHTHOTECH CORP COM 683745103 7,953 196,270 SH   DFND 17 180,285 0 15,985
OPHTHOTECH CORP COM 683745103 1,913 47,200 SH   DFND 24 47,200 0 0
ORACLE CORP COM 68389X105 9,300 257,471 SH   DFND 4 257,471 0 0
ORACLE CORP COM 68389X105 181,768 5,032,349 SH   DFND 17 4,836,639 0 195,710
ORACLE CORP COM 68389X105 40,675 1,126,094 SH   DFND 21 1,078,199 0 47,895
ORACLE CORP COM 68389X105 51 1,400 SH   DFND 24 1,400 0 0
ORACLE CORP CALL 68389X905 3,731 103,300 SH Call DFND 4 103,300 0 0
ORACLE CORP PUT 68389X955 28,502 789,100 SH Put DFND 4 789,100 0 0
ORBITAL ATK INC COM 68557N103 72,484 1,008,540 SH   DFND 3 992,535 0 16,005
ORBITAL ATK INC COM 68557N103 1,242 17,278 SH   DFND 17 17,278 0 0
OSHKOSH CORP COM 688239201 5,246 144,400 SH   DFND 3 144,400 0 0
OUTERWALL INC COM 690070107 305 5,355 SH   DFND 17 355 0 5,000
OUTERWALL INC COM 690070107 1,408 24,726 SH   DFND 21 22,063 0 2,663
OUTFRONT MEDIA INC COM 69007J106 26,572 1,277,477 SH   DFND 4 1,277,477 0 0
OWENS & MINOR INC NEW COM 690732102 55,933 1,751,200 SH   DFND 3 1,720,400 0 30,800
OWENS & MINOR INC NEW COM 690732102 179 5,610 SH   DFND 17 5,610 0 0
OXFORD INDS INC COM 691497309 1,141 15,445 SH   DFND 17 5,290 0 10,155
P A M TRANSN SVCS INC COM 693149106 1,520 46,003 SH   DFND 17 43,690 0 2,313
PBF ENERGY INC CL A 69318G106 1,787 63,313 SH   DFND 17 38,913 0 24,400
PBF ENERGY INC CL A 69318G106 16,074 569,409 SH   DFND 21 226,290 0 343,119
P C CONNECTION COM 69318J100 1,139 54,962 SH   DFND 21 42,254 0 12,708
PDC ENERGY INC COM 69327R101 3,313 62,495 SH   DFND 17 62,495 0 0
PDC ENERGY INC COM 69327R101 1,325 25,000 SH   DFND 21 25,000 0 0
PDC ENERGY INC COM 69327R101 1,389 26,200 SH   DFND 24 26,200 0 0
PDL BIOPHARMA INC COM 69329Y104 86 17,042 SH   DFND 17 17,042 0 0
PDL BIOPHARMA INC COM 69329Y104 904 179,653 SH   DFND 21 164,568 0 15,085
PG&E CORP COM 69331C108 59,752 1,131,668 SH   DFND 4 1,131,668 0 0
PG&E CORP COM 69331C108 22,572 427,503 SH   DFND 17 242,003 0 185,500
PG&E CORP COM 69331C108 97,752 1,851,368 SH   DFND 21 1,075,424 0 775,944
PG&E CORP PUT 69331C958 1,500 28,400 SH Put DFND 4 28,400 0 0
PHH CORP COM NEW 693320202 79,052 5,598,554 SH   DFND 4 5,598,554 0 0
PGT INC COM 69336V101 9,163 746,164 SH   DFND 17 746,164 0 0
PNC FINL SVCS GROUP INC COM 693475105 224,727 2,519,357 SH   DFND 3 2,516,757 0 2,600
PNC FINL SVCS GROUP INC COM 693475105 38,601 432,747 SH   DFND 4 432,747 0 0
PNC FINL SVCS GROUP INC COM 693475105 61,685 691,533 SH   DFND 17 691,533 0 0
PNC FINL SVCS GROUP INC COM 693475105 62,984 706,099 SH   DFND 21 616,843 0 89,256
PNC FINL SVCS GROUP INC CALL 693475905 1,311 14,700 SH Call DFND 4 14,700 0 0
PNC FINL SVCS GROUP INC PUT 693475955 11,828 132,600 SH Put DFND 4 132,600 0 0
PNM RES INC COM 69349H107 2,162 77,062 SH   DFND 17 77,062 0 0
PNM RES INC COM 69349H107 769 27,428 SH   DFND 21 18,945 0 8,483
PPG INDS INC COM 693506107 765 8,723 SH   DFND 4 8,723 0 0
PPG INDS INC COM 693506107 69,280 790,051 SH   DFND 17 675,641 0 114,410
PPG INDS INC COM 693506107 9,022 102,885 SH   DFND 21 99,540 0 3,345
PPG INDS INC COM 693506107 719 8,200 SH   DFND 24 8,200 0 0
PPG INDS INC PUT 693506957 3,017 34,400 SH Put DFND 4 34,400 0 0
PPL CORP COM 69351T106 14,896 452,900 SH   DFND 3 452,900 0 0
PPL CORP COM 69351T106 8,497 258,353 SH   DFND 4 258,353 0 0
PPL CORP COM 69351T106 5,084 154,567 SH   DFND 17 154,567 0 0
PPL CORP COM 69351T106 32,128 976,843 SH   DFND 21 940,735 0 36,108
PPL CORP CALL 69351T906 270 8,200 SH Call DFND 4 8,200 0 0
PPL CORP PUT 69351T956 507 15,400 SH Put DFND 4 15,400 0 0
PVH CORP COM 693656100 7,136 70,000 SH   DFND 4 70,000 0 0
PVH CORP COM 693656100 12 121 SH   DFND 21 0 0 121
PTC INC COM 69370C100 8,329 262,427 SH   DFND 17 235,132 0 27,295
PTC INC COM 69370C100 57 1,800 SH   DFND 21 0 0 1,800
PACCAR INC COM 693718108 1,477 28,317 SH   DFND 17 28,317 0 0
PACCAR INC COM 693718108 18,386 352,419 SH   DFND 21 279,776 0 72,643
PACCAR INC PUT 693718958 715 13,700 SH Put DFND 4 13,700 0 0
PACIFIC PREMIER BANCORP COM 69478X105 2,572 126,576 SH   DFND 17 126,576 0 0
PACKAGING CORP AMER COM 695156109 7,201 119,700 SH   DFND 3 119,700 0 0
PACKAGING CORP AMER COM 695156109 2,241 37,246 SH   DFND 17 35,451 0 1,795
PACKAGING CORP AMER COM 695156109 28,130 467,589 SH   DFND 21 415,179 0 52,410
PACWEST BANCORP DEL COM 695263103 333 7,778 SH   DFND 21 1,268 0 6,510
PALO ALTO NETWORKS INC COM 697435105 219,529 1,276,329 SH   DFND 17 1,031,279 0 245,050
PALO ALTO NETWORKS INC COM 697435105 1,967 11,436 SH   DFND 20 11,436 0 0
PALO ALTO NETWORKS INC COM 697435105 484 2,814 SH   DFND 21 0 0 2,814
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 43,061 26,800,000 PRN   DFND 17 23,530,000 0 3,270,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 244 16,000 SH   DFND 21 16,000 0 0
PANDORA MEDIA INC COM 698354107 1,237 57,965 SH   DFND 17 6,975 0 50,990
PANERA BREAD CO CL A 69840W108 293 1,515 SH   DFND 17 1,515 0 0
PAPA MURPHYS HLDGS INC COM 698814100 4,007 272,960 SH   DFND 17 265,826 0 7,134
PAREXEL INTL CORP COM 699462107 15,383 248,431 SH   DFND 17 217,739 0 30,692
PAREXEL INTL CORP COM 699462107 220 3,559 SH   DFND 21 0 0 3,559
PARK CITY GROUP INC COM NEW 700215304 2,050 193,949 SH   DFND 17 183,849 0 10,100
PARK OHIO HLDGS CORP COM 700666100 11,628 402,896 SH   DFND 3 402,896 0 0
PARK OHIO HLDGS CORP COM 700666100 18 626 SH   DFND 17 626 0 0
PARK OHIO HLDGS CORP COM 700666100 180 6,242 SH   DFND 21 6,242 0 0
PARK STERLING CORP COM 70086Y105 1,542 226,786 SH   DFND 17 214,786 0 12,000
PARKER HANNIFIN CORP COM 701094104 912 9,372 SH   DFND 21 1,300 0 8,072
PATRICK INDS INC COM 703343103 9,621 243,632 SH   DFND 17 238,242 0 5,390
PATRICK INDS INC COM 703343103 451 11,428 SH   DFND 21 0 0 11,428
PATTERSON UTI ENERGY INC COM 703481101 984 74,885 SH   DFND 17 74,885 0 0
PATTERSON UTI ENERGY INC COM 703481101 775 59,000 SH   DFND 24 59,000 0 0
PAYCHEX INC COM 704326107 242 5,081 SH   DFND 21 4,800 0 281
PAYCOM SOFTWARE INC COM 70432V102 2,265 63,075 SH   DFND 17 63,075 0 0
PAYPAL HLDGS INC COM 70450Y103 3 100 SH   DFND 17 100 0 0
PAYPAL HLDGS INC COM 70450Y103 3,842 123,773 SH   DFND 21 122,893 0 880
PAYPAL HLDGS INC CALL 70450Y903 2,173 70,000 SH Call DFND 4 70,000 0 0
PAYPAL HLDGS INC PUT 70450Y953 388 12,500 SH Put DFND 4 12,500 0 0
PEABODY ENERGY CORP COM 704549104 77 66,489 SH   DFND 21 66,489 0 0
PENN NATL GAMING INC COM 707569109 2,574 153,420 SH   DFND 17 153,420 0 0
PENN NATL GAMING INC COM 707569109 333 19,839 SH   DFND 21 19,839 0 0
PENNEY J C INC COM 708160106 137 14,750 SH   DFND 17 14,750 0 0
PENNEY J C INC COM 708160106 720 77,518 SH   DFND 21 77,518 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,262 63,621 SH   DFND 4 59,887 0 3,734
PENSKE AUTOMOTIVE GRP INC COM 70959W103 7,077 146,100 SH   DFND 3 146,100 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 3,543 73,148 SH   DFND 17 24,848 0 48,300
PENSKE AUTOMOTIVE GRP INC COM 70959W103 5,851 120,788 SH   DFND 21 76,844 0 43,944
PEOPLES UNITED FINANCIAL INC COM 712704105 616 39,155 SH   DFND 17 39,155 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 8 504 SH   DFND 21 0 0 504
PEPCO HOLDINGS INC COM 713291102 5,971 246,520 SH   DFND 21 246,150 0 370
PEPSICO INC COM 713448108 1,861 19,739 SH   DFND 4 19,739 0 0
PEPSICO INC COM 713448108 186,098 1,973,471 SH   DFND 17 1,797,821 0 175,650
PEPSICO INC COM 713448108 2,367 25,100 SH   DFND 20 25,100 0 0
PEPSICO INC COM 713448108 18,983 201,306 SH   DFND 21 199,432 0 1,874
PEPSICO INC COM 713448108 370 3,920 SH   DFND 24 3,920 0 0
PEPSICO INC CALL 713448908 1,179 12,500 SH Call DFND 4 12,500 0 0
PEPSICO INC PUT 713448958 35,381 375,200 SH Put DFND 4 375,200 0 0
PERFICIENT INC COM 71375U101 541 35,066 SH   DFND 21 35,066 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 4,039 221,337 SH   DFND 21 221,337 0 0
PERKINELMER INC COM 714046109 6,192 134,720 SH   DFND 17 112,170 0 22,550
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 6,891 193,307 SH   DFND 21 193,307 0 0
PETMED EXPRESS INC COM 716382106 3,462 215,012 SH   DFND 21 126,787 0 88,225
PETROCHINA CO LTD SPONSORED ADR 71646E100 272 3,899 SH   DFND 17 3,899 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 1,639 23,508 SH   DFND 21 11,348 0 12,160
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 279 75,812 SH   DFND 21 75,812 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,614 370,989 SH   DFND 17 39,489 0 331,500
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,280 294,246 SH   DFND 21 123,725 0 170,521
PFENEX INC COM 717071104 2,896 192,930 SH   DFND 17 188,185 0 4,745
PFIZER INC COM 717081103 214,894 6,841,590 SH   DFND 3 6,841,590 0 0
PFIZER INC COM 717081103 47,661 1,517,382 SH   DFND 4 1,498,698 0 18,684
PFIZER INC COM 717081103 111,216 3,540,779 SH   DFND 17 3,362,507 0 178,272
PFIZER INC COM 717081103 60,822 1,936,400 SH   DFND 20 1,936,400 0 0
PFIZER INC COM 717081103 96,556 3,074,059 SH   DFND 21 2,500,308 0 573,751
PFIZER INC COM 717081103 50 1,600 SH   DFND 24 1,600 0 0
PFIZER INC CALL 717081903 6,521 207,600 SH Call DFND 4 207,600 0 0
PFIZER INC PUT 717081953 41,166 1,310,600 SH Put DFND 4 1,310,600 0 0
PHARMERICA CORP COM 71714F104 2,837 99,660 SH   DFND 17 68,650 0 31,010
PHARMERICA CORP COM 71714F104 2,384 83,726 SH   DFND 21 58,105 0 25,621
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 21,353 675,092 SH   DFND 17 592,895 0 82,197
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 142 4,500 SH   DFND 21 0 0 4,500
PHILIP MORRIS INTL INC COM 718172109 3,136 39,535 SH   DFND 4 39,535 0 0
PHILIP MORRIS INTL INC COM 718172109 2,451 30,900 SH   DFND 17 15,900 0 15,000
PHILIP MORRIS INTL INC COM 718172109 9,439 118,980 SH   DFND 21 47,713 0 71,267
PHILIP MORRIS INTL INC CALL 718172909 2,213 27,900 SH Call DFND 4 27,900 0 0
PHILIP MORRIS INTL INC PUT 718172959 27,147 342,200 SH Put DFND 4 342,200 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 498 10,785 SH   DFND 17 10,785 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 4,841 104,867 SH   DFND 21 104,867 0 0
PHILLIPS 66 COM 718546104 747 9,727 SH   DFND 4 9,727 0 0
PHILLIPS 66 COM 718546104 3,135 40,799 SH   DFND 17 40,799 0 0
PHILLIPS 66 COM 718546104 44,906 584,406 SH   DFND 21 459,934 0 124,472
PHILLIPS 66 COM 718546104 1,268 16,500 SH   DFND 24 16,500 0 0
PHILLIPS 66 CALL 718546904 1,452 18,900 SH Call DFND 4 18,900 0 0
PHILLIPS 66 PUT 718546954 10,688 139,100 SH Put DFND 4 139,100 0 0
PHOTRONICS INC COM 719405102 1,687 186,230 SH   DFND 17 101,500 0 84,730
PHOTRONICS INC COM 719405102 251 27,735 SH   DFND 21 0 0 27,735
PILGRIMS PRIDE CORP NEW COM 72147K108 11,990 577,016 SH   DFND 17 577,016 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 10,799 519,697 SH   DFND 21 362,287 0 157,410
PILGRIMS PRIDE CORP NEW COM 72147K108 5,795 278,867 SH   DFND 24 278,867 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 33,623 552,287 SH   DFND 17 552,287 0 0
PIMCO ETF TR BROAD US TIPS 72201R403 30,298 543,357 SH   DFND 17 543,357 0 0
PIMCO ETF TR LOW DURTN AC ETF 72201R718 125,620 1,250,000 SH   DFND 4 1,250,000 0 0
PIMCO ETF TR DIV INC ACT ETF 72201R726 26,855 575,000 SH   DFND 4 575,000 0 0
PIMCO ETF TR TTL RTN ACTV ETF 72201R775 4,565 43,285 SH   DFND 4 43,285 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 162,867 1,721,279 SH   DFND 4 1,721,279 0 0
PIMCO ETF TR GB ADV INF BD AC 72201R791 61,878 1,548,500 SH   DFND 4 1,548,500 0 0
PIMCO ETF TR INV GRD CRP BD 72201R817 15,744 157,203 SH   DFND 17 157,203 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 1,593 87,183 SH   DFND 4 87,183 0 0
PINNACLE WEST CAP CORP COM 723484101 5,056 78,826 SH   DFND 17 78,826 0 0
PINNACLE WEST CAP CORP COM 723484101 21,219 330,818 SH   DFND 21 129,621 0 201,197
PINNACLE FOODS INC DEL COM 72348P104 24,095 575,342 SH   DFND 17 437,357 0 137,985
PINNACLE FOODS INC DEL COM 72348P104 33,331 795,875 SH   DFND 21 358,988 0 436,887
PIONEER NAT RES CO COM 723787107 1,473 12,109 SH   DFND 4 12,109 0 0
PIONEER NAT RES CO COM 723787107 1,614 13,270 SH   DFND 17 13,270 0 0
PIONEER NAT RES CO COM 723787107 2,254 18,529 SH   DFND 21 17,050 0 1,479
PIONEER NAT RES CO COM 723787107 742 6,100 SH   DFND 24 6,100 0 0
PIONEER NAT RES CO CALL 723787907 280 2,300 SH Call DFND 4 2,300 0 0
PIONEER NAT RES CO PUT 723787957 2,944 24,200 SH Put DFND 4 24,200 0 0
PITNEY BOWES INC COM 724479100 1,214 61,183 SH   DFND 17 61,183 0 0
PITNEY BOWES INC COM 724479100 22,094 1,113,023 SH   DFND 21 807,867 0 305,156
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 350 20,000 SH   DFND 4 20,000 0 0
PLEXUS CORP COM 729132100 395 10,240 SH   DFND 21 10,240 0 0
POLARIS INDS INC COM 731068102 167 1,394 SH   DFND 17 1,394 0 0
POLARIS INDS INC COM 731068102 742 6,190 SH   DFND 21 6,190 0 0
POLYCOM INC COM 73172K104 396 37,800 SH   DFND 17 0 0 37,800
POLYONE CORP COM 73179P106 4,187 142,693 SH   DFND 17 142,693 0 0
POPEYES LA KITCHEN INC COM 732872106 2,815 49,946 SH   DFND 17 49,946 0 0
POPULAR INC COM NEW 733174700 3,791 125,400 SH   DFND 17 0 0 125,400
POPULAR INC COM NEW 733174700 811 26,819 SH   DFND 21 4,020 0 22,799
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 45,489 43,885,000 PRN   DFND 17 39,260,000 0 4,625,000
PORTLAND GEN ELEC CO COM NEW 736508847 44,375 1,200,300 SH   DFND 3 1,171,600 0 28,700
PORTLAND GEN ELEC CO COM NEW 736508847 13,306 359,911 SH   DFND 17 178,911 0 181,000
PORTLAND GEN ELEC CO COM NEW 736508847 44,326 1,198,972 SH   DFND 21 809,705 0 389,267
PORTOLA PHARMACEUTICALS INC COM 737010108 1,227 28,800 SH   DFND 17 28,800 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 469 11,000 SH   DFND 24 11,000 0 0
POST HLDGS INC COM 737446104 11,347 191,991 SH   DFND 17 142,610 0 49,381
POST HLDGS INC COM 737446104 118 2,000 SH   DFND 21 0 0 2,000
POST PPTYS INC COM 737464107 229 3,935 SH   DFND 17 3,935 0 0
POTASH CORP SASK INC COM 73755L107 7,281 270,600 SH   DFND 3 270,600 0 0
POTASH CORP SASK INC COM 73755L107 629 23,363 SH   DFND 21 22,594 0 769
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 611 6,000 SH   DFND 24 6,000 0 0
POWERSHARES QQQ TRUST PUT 73935A954 118,781 1,167,269 SH Put DFND 4 1,167,269 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 1,328 52,910 SH   DFND   52,910 0 0
POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 5,343 300,000 SH   DFND 17 300,000 0 0
PRAXAIR INC COM 74005P104 835 8,202 SH   DFND 4 8,202 0 0
PRAXAIR INC COM 74005P104 366 3,590 SH   DFND 17 3,590 0 0
PRAXAIR INC COM 74005P104 136 1,337 SH   DFND 21 1,100 0 237
PRAXAIR INC CALL 74005P904 998 9,800 SH Call DFND 4 9,800 0 0
PRAXAIR INC PUT 74005P954 3,860 37,900 SH Put DFND 4 37,900 0 0
PRECISION CASTPARTS CORP COM 740189105 20,725 90,221 SH   DFND 4 90,221 0 0
PRECISION CASTPARTS CORP COM 740189105 2,527 10,999 SH   DFND 17 8,494 0 2,505
PRECISION CASTPARTS CORP COM 740189105 9,940 43,273 SH   DFND 21 43,160 0 113
PRECISION CASTPARTS CORP CALL 740189905 207 900 SH Call DFND 4 900 0 0
PRECISION CASTPARTS CORP PUT 740189955 2,090 9,100 SH Put DFND 4 9,100 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 2,126 67,293 SH   DFND 17 63,791 0 3,502
PREFERRED BK LOS ANGELES CA COM NEW 740367404 257 8,143 SH   DFND 21 8,143 0 0
PREMIER INC CL A 74051N102 688 20,020 SH   DFND 17 7,175 0 12,845
PREMIERE GLOBAL SVCS INC COM 740585104 3,574 260,129 SH   DFND 21 260,129 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,900 42,075 SH   DFND 17 22,810 0 19,265
PRICE T ROWE GROUP INC COM 74144T108 1,146 16,492 SH   DFND 21 16,163 0 329
PRICE T ROWE GROUP INC PUT 74144T958 396 5,700 SH Put DFND 4 5,700 0 0
PRICELINE GRP INC COM NEW 741503403 1,046 846 SH   DFND 4 846 0 0
PRICELINE GRP INC COM NEW 741503403 194,282 157,077 SH   DFND 17 129,740 0 27,337
PRICELINE GRP INC COM NEW 741503403 618 500 SH   DFND 20 500 0 0
PRICELINE GRP INC COM NEW 741503403 94,784 76,688 SH   DFND 21 56,573 0 20,115
PRICELINE GRP INC CALL 741503903 742 600 SH Call DFND 4 600 0 0
PRICELINE GRP INC PUT 741503953 17,316 14,000 SH Put DFND 4 14,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 75,852 54,570,000 PRN   DFND 17 49,405,000 0 5,165,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 126,253 109,785,000 PRN   DFND 17 106,140,000 0 3,645,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 7,935 6,900,000 PRN   DFND 21 3,900,000 0 3,000,000
PRINCIPAL FINL GROUP INC COM 74251V102 3,536 74,700 SH   DFND 3 74,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,308 48,753 SH   DFND 17 48,753 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 12,138 256,395 SH   DFND 21 196,833 0 59,562
PROASSURANCE CORP COM 74267C106 731 14,890 SH   DFND 17 14,890 0 0
PROCTER & GAMBLE CO COM 742718109 41,665 579,159 SH   DFND 3 578,659 0 500
PROCTER & GAMBLE CO COM 742718109 23,036 320,211 SH   DFND 4 320,211 0 0
PROCTER & GAMBLE CO COM 742718109 95,975 1,334,100 SH   DFND 17 1,298,234 0 35,866
PROCTER & GAMBLE CO COM 742718109 61,624 856,601 SH   DFND 21 704,964 0 151,637
PROCTER & GAMBLE CO CALL 742718909 4,151 57,700 SH Call DFND 4 57,700 0 0
PROCTER & GAMBLE CO PUT 742718959 51,552 716,600 SH Put DFND 4 716,600 0 0
PRIVATEBANCORP INC COM 742962103 29,854 778,855 SH   DFND 17 666,226 0 112,629
PRIVATEBANCORP INC COM 742962103 512 13,346 SH   DFND 21 822 0 12,524
PROGRESS SOFTWARE CORP COM 743312100 891 34,490 SH   DFND 17 34,490 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,234 40,272 SH   DFND 17 40,272 0 0
PROGRESSIVE CORP OHIO COM 743315103 5,470 178,540 SH   DFND 21 178,040 0 500
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 5,182 149,700 SH   DFND 17 0 0 149,700
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 8,028 231,918 SH   DFND 21 65,935 0 165,983
PROLOGIS INC COM 74340W103 51,273 1,318,075 SH   DFND 4 1,305,663 0 12,412
PROLOGIS INC COM 74340W103 31 807 SH   DFND 17 807 0 0
PROLOGIS INC COM 74340W103 22 571 SH   DFND 21 0 0 571
PROLOGIS INC PUT 74340W953 1,109 28,500 SH Put DFND 4 28,500 0 0
PROOFPOINT INC COM 743424103 93,072 1,542,974 SH   DFND 17 1,241,538 0 301,436
PROOFPOINT INC COM 743424103 133 2,200 SH   DFND 21 0 0 2,200
PROSHARES TR II SHT VIX ST TRM 74347W627 708 14,860 SH   DFND   9,820 0 5,040
PROSPECT CAPITAL CORPORATION COM 74348T102 500 70,153 SH   DFND 21 13,181 0 56,972
PROSPERITY BANCSHARES INC COM 743606105 63,514 1,293,300 SH   DFND 3 1,272,100 0 21,200
PROVIDENCE SVC CORP COM 743815102 10,699 245,497 SH   DFND 17 242,687 0 2,810
PROVIDENCE SVC CORP COM 743815102 198 4,543 SH   DFND 21 2,964 0 1,579
PRUDENTIAL FINL INC COM 744320102 12,498 164,000 SH   DFND 3 164,000 0 0
PRUDENTIAL FINL INC COM 744320102 43,626 572,441 SH   DFND 4 572,441 0 0
PRUDENTIAL FINL INC COM 744320102 89,056 1,168,566 SH   DFND 17 1,163,166 0 5,400
PRUDENTIAL FINL INC COM 744320102 42,757 561,045 SH   DFND 21 365,460 0 195,585
PRUDENTIAL FINL INC CALL 744320902 511 6,700 SH Call DFND 4 6,700 0 0
PRUDENTIAL FINL INC PUT 744320952 7,872 103,300 SH Put DFND 4 103,300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 236,189 5,602,200 SH   DFND 3 5,596,500 0 5,700
PUBLIC SVC ENTERPRISE GROUP COM 744573106 83,354 1,977,088 SH   DFND 17 1,742,988 0 234,100
PUBLIC SVC ENTERPRISE GROUP COM 744573106 71,866 1,704,613 SH   DFND 21 1,096,495 0 608,118
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 485 11,500 SH Put DFND 4 11,500 0 0
PUBLIC STORAGE COM 74460D109 3,432 16,215 SH   DFND 4 14,216 0 1,999
PUBLIC STORAGE COM 74460D109 38 179 SH   DFND 17 179 0 0
PUBLIC STORAGE COM 74460D109 179 844 SH   DFND 21 697 0 147
PUBLIC STORAGE PUT 74460D959 1,714 8,100 SH Put DFND 4 8,100 0 0
PULTE GROUP INC COM 745867101 944 50,000 SH   DFND 21 50,000 0 0
QLOGIC CORP COM 747277101 1,205 117,530 SH   DFND 17 22,730 0 94,800
QLOGIC CORP COM 747277101 1,113 108,543 SH   DFND 21 48,444 0 60,099
QAD INC CL A 74727D306 1,586 61,945 SH   DFND 17 58,688 0 3,257
QEP RES INC COM 74733V100 855 68,245 SH   DFND 17 68,245 0 0
QEP RES INC COM 74733V100 4 340 SH   DFND 21 0 0 340
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 327 6,840 SH   DFND 17 100 0 6,740
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 29,296 30,365,000 PRN   DFND 17 30,145,000 0 220,000
QIWI PLC SPON ADR REP B 74735M108 1,438 89,180 SH   DFND 21 89,180 0 0
QORVO INC COM 74736K101 1,047 23,250 SH   DFND 17 7,350 0 15,900
QORVO INC COM 74736K101 3,629 80,549 SH   DFND 21 79,555 0 994
QUALCOMM INC COM 747525103 65,690 1,222,591 SH   DFND 4 1,214,611 0 7,980
QUALCOMM INC COM 747525103 73,855 1,374,559 SH   DFND 17 1,368,734 0 5,825
QUALCOMM INC COM 747525103 55,957 1,041,443 SH   DFND 21 948,030 0 93,413
QUALCOMM INC CALL 747525903 1,010 18,800 SH Call DFND 4 18,800 0 0
QUALCOMM INC PUT 747525953 28,579 531,900 SH Put DFND 4 531,900 0 0
QUALITY SYS INC COM 747582104 32 2,580 SH   DFND 17 2,580 0 0
QUALITY SYS INC COM 747582104 180 14,400 SH   DFND 21 14,400 0 0
QUANTA SVCS INC COM 74762E102 1,513 62,513 SH   DFND 17 62,513 0 0
QUANTA SVCS INC COM 74762E102 1,860 76,820 SH   DFND 21 70,871 0 5,949
QUANTA SVCS INC COM 74762E102 2,324 96,000 SH   DFND 24 96,000 0 0
QUANTUM CORP COM DSSG 747906204 73 105,159 SH   DFND 17 105,159 0 0
QUEST DIAGNOSTICS INC COM 74834L100 8,592 139,783 SH   DFND 17 60,983 0 78,800
QUEST DIAGNOSTICS INC COM 74834L100 37,252 606,019 SH   DFND 21 467,353 0 138,666
QUESTAR CORP COM 748356102 58,884 3,033,700 SH   DFND 3 2,984,400 0 49,300
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 17,151 246,535 SH   DFND 17 162,800 0 83,735
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 4,801 69,003 SH   DFND 21 30,163 0 38,840
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 2,510 83,475 SH   DFND 17 55,700 0 27,775
RPM INTL INC NOTE 2.250%12/1 749685AT0 42,416 38,560,000 PRN   DFND 17 33,745,000 0 4,815,000
RTI SURGICAL INC COM 74975N105 5,053 889,543 SH   DFND 17 844,287 0 45,256
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 107,027 71,590,000 PRN   DFND 17 66,985,000 0 4,605,000
RADIANT LOGISTICS INC COM 75025X100 1,027 230,255 SH   DFND 17 218,159 0 12,096
RADNET INC COM 750491102 2,572 463,446 SH   DFND 17 452,039 0 11,407
RALPH LAUREN CORP CL A 751212101 53,327 451,314 SH   DFND 21 419,833 0 31,481
RANGE RES CORP COM 75281A109 2,165 67,400 SH   DFND 17 67,400 0 0
RANGE RES CORP COM 75281A109 8 258 SH   DFND 21 0 0 258
RANGE RES CORP COM 75281A109 707 22,000 SH   DFND 24 22,000 0 0
RAVE RESTAURANT GROUP INC COM 754198109 2,523 296,880 SH   DFND 17 289,982 0 6,898
RAYMOND JAMES FINANCIAL INC COM 754730109 6,541 131,800 SH   DFND 3 131,800 0 0
RAYTHEON CO COM NEW 755111507 8,741 80,000 SH   DFND 3 80,000 0 0
RAYTHEON CO COM NEW 755111507 344 3,151 SH   DFND 17 3,151 0 0
RAYTHEON CO COM NEW 755111507 327 2,997 SH   DFND 21 2,700 0 297
RAYTHEON CO CALL 755111907 2,196 20,100 SH Call DFND 4 20,100 0 0
RAYTHEON CO PUT 755111957 10,697 97,900 SH Put DFND 4 97,900 0 0
REAL IND INC COM 75601W104 788 89,296 SH   DFND 17 84,627 0 4,669
RED HAT INC COM 756577102 10,661 148,310 SH   DFND 17 118,190 0 30,120
RED HAT INC COM 756577102 14 200 SH   DFND 21 0 0 200
RED LION HOTELS CORP COM 756764106 1,465 172,409 SH   DFND 17 163,433 0 8,976
REGAL BELOIT CORP COM 758750103 57,537 1,019,252 SH   DFND 3 1,003,023 0 16,229
REGAL BELOIT CORP COM 758750103 230 4,078 SH   DFND 17 4,078 0 0
REGAL BELOIT CORP COM 758750103 5,122 90,727 SH   DFND 21 70,250 0 20,477
REGAL BELOIT CORP COM 758750103 5,204 92,180 SH   DFND 24 92,180 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,902 4,089 SH   DFND 4 4,089 0 0
REGENERON PHARMACEUTICALS COM 75886F107 39,614 85,165 SH   DFND 17 78,950 0 6,215
REGENERON PHARMACEUTICALS COM 75886F107 31 67 SH   DFND 21 0 0 67
REGENERON PHARMACEUTICALS COM 75886F107 11,280 24,250 SH   DFND 24 24,250 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 326 700 SH Call DFND 4 700 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 8,884 19,100 SH Put DFND 4 19,100 0 0
REGENERON PHARMACEUTICALS NOTE 1.875%10/0 75886FAD9 27,577 5,205,000 PRN   DFND 17 4,545,000 0 660,000
REGIONS FINL CORP NEW COM 7591EP100 7,261 805,900 SH   DFND 3 805,900 0 0
REGIONS FINL CORP NEW COM 7591EP100 18,310 2,032,204 SH   DFND 4 2,032,204 0 0
REGIONS FINL CORP NEW COM 7591EP100 9 1,033 SH   DFND 21 0 0 1,033
REINSURANCE GROUP AMER INC COM NEW 759351604 335 3,700 SH   DFND 3 3,700 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 5,412 59,740 SH   DFND 17 34,670 0 25,070
REINSURANCE GROUP AMER INC COM NEW 759351604 13,293 146,734 SH   DFND 21 31,736 0 114,998
REIS INC COM 75936P105 1,357 59,913 SH   DFND 17 56,791 0 3,122
RELIANCE STEEL & ALUMINUM CO COM 759509102 262 4,854 SH   DFND 17 4,854 0 0
RELYPSA INC COM 759531106 2,005 108,340 SH   DFND 17 101,600 0 6,740
RELYPSA INC COM 759531106 648 35,000 SH   DFND 24 35,000 0 0
RENASANT CORP COM 75970E107 235 7,150 SH   DFND 17 7,150 0 0
REMY INTL INC NEW COM 75971M108 3,990 136,396 SH   DFND 21 136,396 0 0
RENREN INC SPONSORED ADR 759892102 206 66,470 SH   DFND 17 0 0 66,470
REPLIGEN CORP COM 759916109 13,119 471,044 SH   DFND 17 462,131 0 8,913
RENTECH NITROGEN PARTNERS L COM UNIT 760113100 4,054 343,566 SH   DFND 3 343,566 0 0
REPUBLIC SVCS INC COM 760759100 884 21,456 SH   DFND 17 17,736 0 3,720
REPUBLIC SVCS INC COM 760759100 15 355 SH   DFND 21 0 0 355
RESMED INC COM 761152107 276 5,422 SH   DFND 21 4,241 0 1,181
RETAIL PPTYS AMER INC CL A 76131V202 59,752 4,240,711 SH   DFND 3 4,175,464 0 65,247
RETAIL PPTYS AMER INC CL A 76131V202 1,174 83,330 SH   DFND 4 83,330 0 0
REVLON INC CL A NEW 761525609 35 1,185 SH   DFND 17 1,185 0 0
REVLON INC CL A NEW 761525609 400 13,587 SH   DFND 21 13,587 0 0
REX AMERICAN RESOURCES CORP COM 761624105 5,797 114,520 SH   DFND 17 114,520 0 0
REX AMERICAN RESOURCES CORP COM 761624105 285 5,635 SH   DFND 21 5,635 0 0
REX AMERICAN RESOURCES CORP COM 761624105 2,558 50,535 SH   DFND 24 50,535 0 0
REYNOLDS AMERICAN INC COM 761713106 12,224 276,121 SH   DFND 17 64,321 0 211,800
REYNOLDS AMERICAN INC COM 761713106 48,674 1,099,470 SH   DFND 21 500,243 0 599,227
REYNOLDS AMERICAN INC CALL 761713906 854 19,300 SH Call DFND 4 19,300 0 0
REYNOLDS AMERICAN INC PUT 761713956 7,482 169,000 SH Put DFND 4 169,000 0 0
RING ENERGY INC COM 76680V108 1,436 145,514 SH   DFND 17 137,889 0 7,625
RIO TINTO PLC SPONSORED ADR 767204100 57,863 1,710,897 SH   DFND 3 1,198,797 0 512,100
RIO TINTO PLC SPONSORED ADR 767204100 21,787 644,216 SH   DFND 17 644,216 0 0
RITE AID CORP COM 767754104 5,597 922,075 SH   DFND 17 922,075 0 0
RITE AID CORP COM 767754104 448 73,825 SH   DFND 21 40,320 0 33,505
ROBERT HALF INTL INC COM 770323103 498 9,735 SH   DFND 17 9,735 0 0
ROBERT HALF INTL INC COM 770323103 157 3,061 SH   DFND 21 2,950 0 111
ROCKWELL AUTOMATION INC COM 773903109 344 3,395 SH   DFND 21 3,192 0 203
ROCKWELL COLLINS INC COM 774341101 1,293 15,800 SH   DFND 17 0 0 15,800
ROCKWELL COLLINS INC COM 774341101 333 4,063 SH   DFND 21 2,967 0 1,096
ROCKWELL MED INC COM 774374102 1,168 151,427 SH   DFND 17 143,389 0 8,038
ROGERS COMMUNICATIONS INC CL B 775109200 9,052 200,700 SH   DFND 3 200,700 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 68 1,506 SH   DFND 17 1,506 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,046 45,365 SH   DFND 21 42,973 0 2,392
ROPER TECHNOLOGIES INC COM 776696106 123 783 SH   DFND 17 783 0 0
ROPER TECHNOLOGIES INC COM 776696106 17,053 108,824 SH   DFND 21 50,454 0 58,370
ROPER TECHNOLOGIES INC COM 776696106 3,165 20,200 SH   DFND 24 20,200 0 0
ROSS STORES INC COM 778296103 481 9,931 SH   DFND 4 9,931 0 0
ROSS STORES INC COM 778296103 19,492 402,150 SH   DFND 21 401,820 0 330
ROSS STORES INC CALL 778296903 334 6,900 SH Call DFND 4 6,900 0 0
ROSS STORES INC PUT 778296953 4,929 101,700 SH Put DFND 4 101,700 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 37,795 522,171 SH   DFND 17 252,371 0 269,800
ROYAL BK CDA MONTREAL QUE COM 780087102 110,248 1,523,161 SH   DFND 21 725,954 0 797,207
ROYAL BK CDA MONTREAL QUE PUT 780087952 3,232 58,500 SH Put DFND 21 58,500 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 524,549 11,068,771 SH   DFND 3 10,432,048 0 636,723
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 111,372 2,350,120 SH   DFND 17 2,350,120 0 0
ROYAL GOLD INC COM 780287108 56,399 1,200,497 SH   DFND 3 1,181,397 0 19,100
ROYAL GOLD INC COM 780287108 956 20,354 SH   DFND 17 20,354 0 0
RUBICON PROJ INC COM 78112V102 1,546 106,385 SH   DFND 17 106,385 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 6,400 81,737 SH   DFND 21 81,737 0 0
RYDER SYS INC COM 783549108 202,092 2,729,500 SH   DFND 3 2,726,700 0 2,800
RYDER SYS INC COM 783549108 50,286 679,171 SH   DFND 17 631,971 0 47,200
RYDER SYS INC COM 783549108 42,197 569,924 SH   DFND 21 443,673 0 126,251
RYLAND GROUP INC COM 783764103 54,177 1,326,900 SH   DFND 3 1,303,600 0 23,300
RYLAND GROUP INC COM 783764103 8,130 199,121 SH   DFND 17 199,121 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 16,534 12,020,000 PRN   DFND 17 12,020,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7,566 8,205,000 PRN   DFND 17 8,205,000 0 0
S & T BANCORP INC COM 783859101 17,162 526,112 SH   DFND 3 526,112 0 0
S & T BANCORP INC COM 783859101 13 400 SH   DFND 17 400 0 0
SBA COMMUNICATIONS CORP COM 78388J106 289 2,760 SH   DFND 17 2,760 0 0
SEI INVESTMENTS CO COM 784117103 14,407 298,709 SH   DFND 17 251,889 0 46,820
SEI INVESTMENTS CO COM 784117103 1,240 25,707 SH   DFND 21 25,592 0 115
SFX ENTMT INC COM 784178303 30 57,992 SH   DFND 4 57,992 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 759 31,122 SH   DFND 17 31,122 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 315 12,900 SH   DFND 20 12,900 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 2,954 121,074 SH   DFND 21 55,898 0 65,176
SM ENERGY CO COM 78454L100 1,080 33,715 SH   DFND 17 33,715 0 0
SM ENERGY CO COM 78454L100 1,891 59,029 SH   DFND 21 59,029 0 0
SM ENERGY CO COM 78454L100 852 26,600 SH   DFND 24 26,600 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 49,343 257,492 SH   DFND 4 257,492 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 700,548 3,655,735 SH   DFND 17 3,655,735 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,451 85,850 SH   DFND 21 85,850 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 575 3,000 SH   DFND 24 3,000 0 0
SPS COMM INC COM 78463M107 8,909 131,228 SH   DFND 17 131,228 0 0
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 413 9,143 SH   DFND   9,143 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 5,328 149,400 SH   DFND 17 149,400 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 1,301 20,900 SH   DFND 24 20,900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,285 18,343 SH   DFND 17 2,243 0 16,100
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 47,892 683,785 SH   DFND 21 607,965 0 75,820
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 259 3,700 SH   DFND 24 3,700 0 0
SABRE CORP COM 78573M104 8,598 316,342 SH   DFND 17 239,057 0 77,285
SABRE CORP COM 78573M104 103 3,800 SH   DFND 21 0 0 3,800
SAGE THERAPEUTICS INC COM 78667J108 5,812 137,345 SH   DFND 17 122,874 0 14,471
SAGE THERAPEUTICS INC COM 78667J108 34 800 SH   DFND 21 0 0 800
ST JUDE MED INC COM 790849103 3,268 51,800 SH   DFND 3 51,800 0 0
ST JUDE MED INC COM 790849103 143 2,269 SH   DFND 4 2,269 0 0
ST JUDE MED INC COM 790849103 75,195 1,191,870 SH   DFND 17 1,053,760 0 138,110
ST JUDE MED INC COM 790849103 1,274 20,192 SH   DFND 21 19,910 0 282
ST JUDE MED INC CALL 790849903 240 3,800 SH Call DFND 4 3,800 0 0
ST JUDE MED INC PUT 790849953 1,527 24,200 SH Put DFND 4 24,200 0 0
SALESFORCE COM INC COM 79466L302 169,901 2,447,081 SH   DFND 17 2,081,076 0 366,005
SALESFORCE COM INC COM 79466L302 698 10,059 SH   DFND 21 0 0 10,059
SALESFORCE COM INC CALL 79466L902 1,125 16,200 SH Call DFND 4 16,200 0 0
SALESFORCE COM INC PUT 79466L952 12,289 177,000 SH Put DFND 4 177,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 172,630 141,200,000 PRN   DFND 17 132,680,000 0 8,520,000
SANCHEZ ENERGY CORP COM 79970Y105 16,053 2,610,287 SH   DFND 4 2,610,287 0 0
SANDERSON FARMS INC COM 800013104 8,914 130,000 SH   DFND 4 130,000 0 0
SANDERSON FARMS INC COM 800013104 13,394 195,331 SH   DFND 17 146,131 0 49,200
SANDERSON FARMS INC COM 800013104 20,937 305,341 SH   DFND 21 199,985 0 105,356
SANDERSON FARMS INC COM 800013104 4,164 60,724 SH   DFND 24 60,724 0 0
SANDISK CORP COM 80004C101 201 3,701 SH   DFND 4 3,701 0 0
SANDISK CORP COM 80004C101 3,850 70,867 SH   DFND 21 60,481 0 10,386
SANDISK CORP PUT 80004C951 663 12,200 SH Put DFND 4 12,200 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 48,570 39,050,000 PRN   DFND 17 35,165,000 0 3,885,000
SANDISK CORP NOTE 0.500%10/1 80004CAF8 71,014 74,360,000 PRN   DFND 17 73,920,000 0 440,000
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 8,568 2,006,648 SH   DFND 3 2,006,648 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 6,272 122,364 SH   DFND 17 118,664 0 3,700
SANMINA CORPORATION COM 801056102 3,205 149,965 SH   DFND 17 20,865 0 129,100
SANMINA CORPORATION COM 801056102 6,660 311,652 SH   DFND 21 83,859 0 227,793
SANOFI SPONSORED ADR 80105N105 1,305 27,500 SH   DFND 3 27,500 0 0
SANOFI SPONSORED ADR 80105N105 28,555 601,538 SH   DFND 17 601,538 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 113 5,549 SH   DFND 17 5,549 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 2,896 141,833 SH   DFND 21 78,738 0 63,095
SAREPTA THERAPEUTICS INC COM 803607100 4,504 140,265 SH   DFND 17 140,265 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,477 46,000 SH   DFND 24 46,000 0 0
SASOL LTD SPONSORED ADR 803866300 325,089 11,685,439 SH   DFND 3 10,717,445 0 967,994
SASOL LTD SPONSORED ADR 803866300 68,097 2,447,789 SH   DFND 17 2,447,789 0 0
SCANA CORP NEW COM 80589M102 7,314 130,000 SH   DFND 3 130,000 0 0
SCANA CORP NEW COM 80589M102 10,573 187,935 SH   DFND 17 60,935 0 127,000
SCANA CORP NEW COM 80589M102 39,052 694,130 SH   DFND 21 586,056 0 108,074
SCHEIN HENRY INC COM 806407102 474 3,568 SH   DFND 21 1,706 0 1,862
SCHLUMBERGER LTD COM 806857108 9,561 138,623 SH   DFND 4 138,623 0 0
SCHLUMBERGER LTD COM 806857108 112,834 1,635,980 SH   DFND 17 1,620,375 0 15,605
SCHLUMBERGER LTD COM 806857108 35,127 509,264 SH   DFND 21 402,721 0 106,543
SCHLUMBERGER LTD COM 806857108 1,641 23,800 SH   DFND 24 23,800 0 0
SCHLUMBERGER LTD CALL 806857908 1,724 25,000 SH Call DFND 4 25,000 0 0
SCHLUMBERGER LTD PUT 806857958 16,946 245,700 SH Put DFND 4 245,700 0 0
SCHLUMBERGER LTD PUT 806857958 2,690 39,000 SH Put DFND 21 39,000 0 0
SCHULMAN A INC COM 808194104 52,139 1,605,762 SH   DFND 3 1,605,762 0 0
SCHULMAN A INC COM 808194104 2,237 68,902 SH   DFND 17 10,802 0 58,100
SCHULMAN A INC COM 808194104 4,123 126,966 SH   DFND 21 62,356 0 64,610
SCHWAB CHARLES CORP NEW COM 808513105 158 5,544 SH   DFND 4 5,544 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,685 59,016 SH   DFND 17 17,055 0 41,961
SCHWAB CHARLES CORP NEW COM 808513105 25 878 SH   DFND 21 0 0 878
SCHWAB CHARLES CORP NEW CALL 808513905 560 19,600 SH Call DFND 4 19,600 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 5,986 209,600 SH Put DFND 4 209,600 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 7,299 135,991 SH   DFND 17 135,991 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 38,250 1,112,563 SH   DFND 3 1,082,791 0 29,772
SCHWEITZER-MAUDUIT INTL INC COM 808541106 984 28,609 SH   DFND 17 28,609 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 759 22,074 SH   DFND 21 7,112 0 14,962
SCIENCE APPLICATNS INTL CP N COM 808625107 36 905 SH   DFND 17 905 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 902 22,433 SH   DFND 21 22,433 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 12 1,770 SH   DFND 17 1,770 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 97 13,963 SH   DFND 21 13,963 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 428 7,040 SH   DFND 17 7,040 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,398 89,410 SH   DFND 17 73,600 0 15,810
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 171 3,483 SH   DFND 21 3,400 0 83
SEACOAST BKG CORP FLA COM NEW 811707801 3,296 224,544 SH   DFND 17 224,544 0 0
SEALED AIR CORP NEW COM 81211K100 710 15,147 SH   DFND 17 15,147 0 0
SEALED AIR CORP NEW COM 81211K100 1,624 34,650 SH   DFND 21 20,290 0 14,360
SEARS HLDGS CORP PUT 812350956 1,236 54,700 SH Put DFND 4 54,700 0 0
SEATTLE GENETICS INC COM 812578102 3,416 88,600 SH   DFND 17 88,600 0 0
SEATTLE GENETICS INC COM 812578102 1,253 32,500 SH   DFND 24 32,500 0 0
SEAWORLD ENTMT INC COM 81282V100 21,162 1,188,226 SH   DFND 4 1,188,226 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 105,675 4,663,487 SH Put DFND 4 4,663,487 0 0
SELECT MED HLDGS CORP COM 81619Q105 432 40,056 SH   DFND 21 40,056 0 0
SELECTIVE INS GROUP INC COM 816300107 37 1,186 SH   DFND 17 1,186 0 0
SELECTIVE INS GROUP INC COM 816300107 4,519 145,507 SH   DFND 21 86,467 0 59,040
SEMGROUP CORP CL A 81663A105 459 10,621 SH   DFND 4 10,621 0 0
SEMPRA ENERGY COM 816851109 206 2,125 SH   DFND 4 2,125 0 0
SEMPRA ENERGY COM 816851109 24 251 SH   DFND 21 0 0 251
SEMPRA ENERGY CALL 816851909 870 9,000 SH Call DFND 4 9,000 0 0
SEMPRA ENERGY PUT 816851959 2,370 24,500 SH Put DFND 4 24,500 0 0
SERVICE CORP INTL COM 817565104 23 840 SH   DFND 17 840 0 0
SERVICE CORP INTL COM 817565104 7,388 272,610 SH   DFND 21 212,014 0 60,596
SERVICENOW INC COM 81762P102 74,688 1,075,425 SH   DFND 17 837,715 0 237,710
SERVICENOW INC NOTE 11/0 81762PAB8 93,320 82,475,000 PRN   DFND 17 77,675,000 0 4,800,000
SHANDA GAMES LTD SP ADR REPTG A 81941U105 1,625 242,572 SH   DFND 21 242,572 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 9,071 357,884 SH   DFND 3 357,884 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 7,803 307,852 SH   DFND 17 111,452 0 196,400
SHAW COMMUNICATIONS INC CL B CONV 82028K200 66,177 2,610,860 SH   DFND 21 1,673,901 0 936,959
SHERWIN WILLIAMS CO COM 824348106 2,901 13,021 SH   DFND 4 13,021 0 0
SHERWIN WILLIAMS CO COM 824348106 10,042 45,075 SH   DFND 17 37,890 0 7,185
SHERWIN WILLIAMS CO COM 824348106 14 63 SH   DFND 21 0 0 63
SHERWIN WILLIAMS CO COM 824348106 579 2,600 SH   DFND 24 2,600 0 0
SHERWIN WILLIAMS CO CALL 824348906 379 1,700 SH Call DFND 4 1,700 0 0
SHERWIN WILLIAMS CO PUT 824348956 5,414 24,300 SH Put DFND 4 24,300 0 0
SHIRE PLC SPONSORED ADR 82481R106 21,125 102,933 SH   DFND 17 89,779 0 13,154
SHOE CARNIVAL INC COM 824889109 2,156 90,578 SH   DFND 17 90,578 0 0
SHORETEL INC COM 825211105 4,964 664,582 SH   DFND 17 649,119 0 15,463
SIBANYE GOLD LTD SPONSORED ADR 825724206 869 187,386 SH   DFND 17 38,286 0 149,100
SIBANYE GOLD LTD SPONSORED ADR 825724206 912 196,571 SH   DFND 21 93,308 0 103,263
SIGMA ALDRICH CORP COM 826552101 13,431 96,680 SH   DFND 4 96,680 0 0
SIGMA ALDRICH CORP COM 826552101 10,721 77,172 SH   DFND 21 77,075 0 97
SIGNATURE BK NEW YORK N Y COM 82669G104 11,773 85,587 SH   DFND 17 65,687 0 19,900
SIGNATURE BK NEW YORK N Y COM 82669G104 1,530 11,122 SH   DFND 21 1,230 0 9,892
SILGAN HOLDINGS INC COM 827048109 55,341 1,063,437 SH   DFND 3 1,043,817 0 19,620
SILGAN HOLDINGS INC COM 827048109 271 5,200 SH   DFND 17 5,200 0 0
SILGAN HOLDINGS INC COM 827048109 55 1,049 SH   DFND 21 1,049 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 720 26,350 SH   DFND 17 26,350 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,536 56,251 SH   DFND 21 33,703 0 22,548
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 525 83,460 SH   DFND 17 83,460 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1,222 194,495 SH   DFND 21 182,611 0 11,884
SILVER SPRING NETWORKS INC COM 82817Q103 2,458 190,822 SH   DFND 17 190,822 0 0
SILVER WHEATON CORP COM 828336107 6,858 435,900 SH   DFND 3 435,900 0 0
SILVER WHEATON CORP COM 828336107 9 600 SH   DFND 21 0 0 600
SIMON PPTY GROUP INC NEW COM 828806109 3,423 18,632 SH   DFND 4 16,335 0 2,297
SIMON PPTY GROUP INC NEW COM 828806109 65 356 SH   DFND 17 356 0 0
SIMON PPTY GROUP INC NEW COM 828806109 11,225 61,097 SH   DFND 21 60,918 0 179
SIMON PPTY GROUP INC NEW CALL 828806909 1,029 5,600 SH Call DFND 4 5,600 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 15,469 84,200 SH Put DFND 4 84,200 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,385 54,686 SH   DFND 21 0 0 54,686
SINA CORP NOTE 1.000%12/0 82922RAD5 32,229 34,150,000 PRN   DFND 17 34,150,000 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 17,527 187,776 SH   DFND 17 147,851 0 39,925
SIRONA DENTAL SYSTEMS INC COM 82966C103 159 1,700 SH   DFND 21 0 0 1,700
SIRONA DENTAL SYSTEMS INC COM 82966C103 373 4,000 SH   DFND 24 4,000 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 18,805 410,779 SH   DFND 17 339,038 0 71,741
SIX FLAGS ENTMT CORP NEW COM 83001A102 496 10,836 SH   DFND 21 7,236 0 3,600
SKECHERS U S A INC CL A 830566105 1,222 9,112 SH   DFND 17 8,362 0 750
SKECHERS U S A INC CL A 830566105 17,446 130,115 SH   DFND 21 97,631 0 32,484
SKULLCANDY INC COM 83083J104 2,246 406,132 SH   DFND 17 396,481 0 9,651
SKYWORKS SOLUTIONS INC COM 83088M102 898 10,659 SH   DFND 4 10,659 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 243,012 2,885,782 SH   DFND 17 2,250,110 0 635,672
SKYWORKS SOLUTIONS INC COM 83088M102 9,831 116,744 SH   DFND 21 19,879 0 96,865
SKYWORKS SOLUTIONS INC PUT 83088M952 3,747 44,500 SH Put DFND 4 44,500 0 0
SMITH & WESSON HLDG CORP COM 831756101 897 53,196 SH   DFND 17 2,371 0 50,825
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 4,737 135,340 SH   DFND 17 92,905 0 42,435
SMITH A O COM 831865209 4,125 63,273 SH   DFND 17 56,453 0 6,820
SMITH A O COM 831865209 1,657 25,423 SH   DFND 21 22,806 0 2,617
SMITH A O COM 831865209 3,064 47,000 SH   DFND 24 47,000 0 0
SMUCKER J M CO COM NEW 832696405 15,368 134,704 SH   DFND 21 127,648 0 7,056
SNAP ON INC COM 833034101 5,001 33,135 SH   DFND 17 24,635 0 8,500
SNAP ON INC COM 833034101 59,021 391,023 SH   DFND 21 248,096 0 142,927
SOLAR CAP LTD COM 83413U100 13,441 849,597 SH   DFND 4 849,597 0 0
SOLAR CAP LTD COM 83413U100 156 9,860 SH   DFND 21 9,860 0 0
SOLARCITY CORP COM 83416T100 3,746 87,705 SH   DFND 17 79,890 0 7,815
SOLARCITY CORP COM 83416T100 2,931 68,635 SH   DFND 21 61,571 0 7,064
SOLARCITY CORP COM 83416T100 5,082 119,000 SH   DFND 24 119,000 0 0
SOLERA HOLDINGS INC COM 83421A104 67 1,235 SH   DFND 17 1,235 0 0
SOLERA HOLDINGS INC COM 83421A104 4,461 82,615 SH   DFND 21 82,615 0 0
SONIC CORP COM 835451105 6,377 277,886 SH   DFND 17 277,886 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 26,403 1,293,000 SH   DFND 3 1,293,000 0 0
SONOCO PRODS CO COM 835495102 62,604 1,658,820 SH   DFND 3 1,633,820 0 25,000
SONOCO PRODS CO COM 835495102 1,797 47,606 SH   DFND 17 47,606 0 0
SONOCO PRODS CO COM 835495102 12,126 321,312 SH   DFND 21 203,356 0 117,956
SORRENTO THERAPEUTICS INC COM NEW 83587F202 722 86,069 SH   DFND 17 86,069 0 0
SOUTH ST CORP COM 840441109 26,884 349,734 SH   DFND 17 292,684 0 57,050
SOUTH ST CORP COM 840441109 261 3,400 SH   DFND 21 0 0 3,400
SOUTHERN CO COM 842587107 339 7,579 SH   DFND 4 7,579 0 0
SOUTHERN CO COM 842587107 2,370 53,017 SH   DFND 17 53,017 0 0
SOUTHERN CO COM 842587107 22 501 SH   DFND 21 0 0 501
SOUTHERN CO CALL 842587907 1,448 32,400 SH Call DFND 4 32,400 0 0
SOUTHERN CO PUT 842587957 9,096 203,500 SH Put DFND 4 203,500 0 0
SOUTHERN COPPER CORP COM 84265V105 13,820 517,205 SH   DFND 21 516,990 0 215
SOUTHWEST AIRLS CO COM 844741108 7,087 186,300 SH   DFND 3 186,300 0 0
SOUTHWEST AIRLS CO COM 844741108 496 13,031 SH   DFND 4 13,031 0 0
SOUTHWEST AIRLS CO COM 844741108 5,936 156,039 SH   DFND 17 143,439 0 12,600
SOUTHWEST AIRLS CO COM 844741108 46,221 1,215,073 SH   DFND 21 1,076,188 0 138,885
SOUTHWEST AIRLS CO CALL 844741908 601 15,800 SH Call DFND 4 15,800 0 0
SOUTHWEST AIRLS CO PUT 844741958 5,592 147,000 SH Put DFND 4 147,000 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 2,137 130,251 SH   DFND 17 123,551 0 6,700
SOUTHWESTERN ENERGY CO COM 845467109 2,860 225,375 SH   DFND 17 200,190 0 25,185
SOUTHWESTERN ENERGY CO COM 845467109 3,221 253,808 SH   DFND 20 253,808 0 0
SOUTHWESTERN ENERGY CO COM 845467109 539 42,489 SH   DFND 21 41,927 0 562
SOUTHWESTERN ENERGY CO COM 845467109 406 32,000 SH   DFND 24 32,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 45,532 1,465,000 SH   DFND 17 1,402,595 0 62,405
SPARTANNASH CO COM 847215100 1,901 73,532 SH   DFND 17 60,032 0 13,500
SPARTANNASH CO COM 847215100 10,773 416,758 SH   DFND 21 296,888 0 119,870
SPECTRA ENERGY CORP COM 847560109 1,701 64,766 SH   DFND 4 64,766 0 0
SPECTRA ENERGY CORP COM 847560109 449 17,086 SH   DFND 21 488 0 16,598
SPECTRA ENERGY CORP CALL 847560909 515 19,600 SH Call DFND 4 19,600 0 0
SPECTRA ENERGY CORP PUT 847560959 2,719 103,500 SH Put DFND 4 103,500 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 765 8,365 SH   DFND 17 8,365 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 12,508 136,681 SH   DFND 21 136,681 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,910 39,515 SH   DFND 17 10,165 0 29,350
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,201 45,538 SH   DFND 21 12,377 0 33,161
SPLUNK INC COM 848637104 6,530 117,975 SH   DFND 17 99,010 0 18,965
SPORTSMANS WHSE HLDGS INC COM 84920Y106 3,995 324,247 SH   DFND 17 314,993 0 9,254
SPRINGLEAF HLDGS INC COM 85172J101 9,785 223,814 SH   DFND 17 174,564 0 49,250
SPRINGLEAF HLDGS INC COM 85172J101 149 3,400 SH   DFND 21 0 0 3,400
SPRINT CORP COM SER 1 85207U105 1,159 301,836 SH   DFND 21 300,000 0 1,836
SPROUTS FMRS MKT INC COM 85208M102 1,509 71,535 SH   DFND 17 61,005 0 10,530
STAGE STORES INC COM NEW 85254C305 9,646 980,252 SH   DFND 3 949,752 0 30,500
STAGE STORES INC COM NEW 85254C305 169 17,190 SH   DFND 17 17,190 0 0
STAGE STORES INC COM NEW 85254C305 700 71,127 SH   DFND 21 71,127 0 0
STANCORP FINL GROUP INC COM 852891100 13,045 114,228 SH   DFND 4 114,228 0 0
STANCORP FINL GROUP INC COM 852891100 8,920 78,110 SH   DFND 21 78,110 0 0
STANDARD MTR PRODS INC COM 853666105 28 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 1,465 42,012 SH   DFND 21 42,012 0 0
STANDEX INTL CORP COM 854231107 29 384 SH   DFND 17 384 0 0
STANDEX INTL CORP COM 854231107 864 11,465 SH   DFND 21 0 0 11,465
STANLEY BLACK & DECKER INC COM 854502101 1,071 11,047 SH   DFND 21 10,900 0 147
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 90,349 675,710 SH   DFND 17 633,850 0 41,860
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 60,564 550,585 SH   DFND 17 541,730 0 8,855
STANTEC INC COM 85472N109 4,010 140,000 SH   DFND 17 140,000 0 0
STANTEC INC COM 85472N109 1,398 48,814 SH   DFND 21 9,268 0 39,546
STAPLES INC COM 855030102 1,161 99,010 SH   DFND 17 99,010 0 0
STAPLES INC COM 855030102 13,763 1,173,338 SH   DFND 21 1,159,554 0 13,784
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 146 17,195 SH   DFND 17 17,195 0 0
STARBUCKS CORP COM 855244109 48 847 SH   DFND 4 847 0 0
STARBUCKS CORP COM 855244109 237,125 4,171,790 SH   DFND 17 3,864,037 0 307,753
STARBUCKS CORP COM 855244109 4,661 81,996 SH   DFND 20 81,996 0 0
STARBUCKS CORP COM 855244109 20,482 361,266 SH   DFND 21 155,486 0 205,780
STARBUCKS CORP CALL 855244909 1,023 18,000 SH Call DFND 4 18,000 0 0
STARBUCKS CORP PUT 855244959 37,867 666,200 SH Put DFND 4 666,200 0 0
STATE AUTO FINL CORP COM 855707105 354 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC COM 85571B105 55,457 2,702,600 SH   DFND 3 2,655,200 0 47,400
STARWOOD PPTY TR INC COM 85571B105 5,656 275,634 SH   DFND 17 275,634 0 0
STARWOOD PPTY TR INC COM 85571B105 12,802 623,896 SH   DFND 21 191,613 0 432,283
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 22,375 21,905,000 PRN   DFND 17 21,905,000 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 11,105 167,045 SH   DFND 17 163,650 0 3,395
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 11 171 SH   DFND 21 0 0 171
STATE STR CORP COM 857477103 6,015 89,500 SH   DFND 3 89,500 0 0
STATE STR CORP COM 857477103 2,061 30,669 SH   DFND 4 30,669 0 0
STATE STR CORP COM 857477103 2,085 31,027 SH   DFND 17 31,027 0 0
STATE STR CORP COM 857477103 3,780 56,243 SH   DFND 21 55,833 0 410
STATE STR CORP CALL 857477903 766 11,400 SH Call DFND 4 11,400 0 0
STATE STR CORP PUT 857477953 7,359 109,500 SH Put DFND 4 109,500 0 0
STEEL DYNAMICS INC COM 858119100 50,069 2,914,400 SH   DFND 3 2,859,000 0 55,400
STEEL DYNAMICS INC COM 858119100 27,143 1,579,900 SH   DFND 4 1,579,900 0 0
STEEL DYNAMICS INC COM 858119100 1,122 65,331 SH   DFND 21 65,331 0 0
STEPAN CO COM 858586100 32,636 784,333 SH   DFND 3 784,333 0 0
STEPAN CO COM 858586100 112 2,695 SH   DFND 17 2,695 0 0
STERICYCLE INC COM 858912108 1,170 8,397 SH   DFND 17 8,397 0 0
STERICYCLE INC COM 858912108 7,665 55,020 SH   DFND 21 49,340 0 5,680
STERICYCLE INC COM 858912108 15,347 110,165 SH   DFND 24 110,165 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 78,856 775,000 SH   DFND 17 730,280 0 44,720
STERIS CORP COM 859152100 9,250 142,376 SH   DFND 21 138,051 0 4,325
STERLING BANCORP DEL COM 85917A100 1,288 86,650 SH   DFND 17 33,945 0 52,705
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 22,539 29,045,000 PRN   DFND 17 28,920,000 0 125,000
STRATEGIC HOTELS & RESORTS I COM 86272T106 18,295 1,326,665 SH   DFND 17 1,033,363 0 293,302
STRATEGIC HOTELS & RESORTS I COM 86272T106 4,711 341,600 SH   DFND 21 324,300 0 17,300
STRATTEC SEC CORP COM 863111100 11,308 179,325 SH   DFND 3 179,325 0 0
STRYKER CORP COM 863667101 1,869 19,865 SH   DFND 17 13,635 0 6,230
STRYKER CORP COM 863667101 1,084 11,522 SH   DFND 21 11,250 0 272
STRYKER CORP CALL 863667901 414 4,400 SH Call DFND 4 4,400 0 0
STRYKER CORP PUT 863667951 6,822 72,500 SH Put DFND 4 72,500 0 0
STURM RUGER & CO INC COM 864159108 628 10,700 SH   DFND 17 0 0 10,700
SUFFOLK BANCORP COM 864739107 298 10,920 SH   DFND 17 10,920 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 295 14,865 SH   DFND 17 500 0 14,365
SUMMIT HOTEL PPTYS COM 866082100 189 16,205 SH   DFND 17 0 0 16,205
SUMMIT MATLS INC CL A 86614U100 276 14,721 SH   DFND 17 10,651 0 4,070
SUN LIFE FINL INC COM 866796105 1,319 31,247 SH   DFND 17 18,218 0 13,029
SUN LIFE FINL INC COM 866796105 2,863 67,825 SH   DFND 21 10,766 0 57,059
SUNCOR ENERGY INC NEW COM 867224107 4,031 115,136 SH   DFND 17 115,136 0 0
SUNCOR ENERGY INC NEW COM 867224107 21,809 622,962 SH   DFND 21 457,215 0 165,747
SUNCOR ENERGY INC NEW COM 867224107 672 19,200 SH   DFND 24 19,200 0 0
SUNEDISON INC COM 86732Y109 88 12,188 SH   DFND 17 12,188 0 0
SUNEDISON INC COM 86732Y109 1,163 162,041 SH   DFND 21 145,364 0 16,677
SUNPOWER CORP COM 867652406 2,707 135,069 SH   DFND 17 135,069 0 0
SUNPOWER CORP COM 867652406 1,368 68,288 SH   DFND 21 61,260 0 7,028
SUNPOWER CORP COM 867652406 2,365 118,000 SH   DFND 24 118,000 0 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 33,051 40,100,000 PRN   DFND 17 35,130,000 0 4,970,000
SUNOCO LP COM U REP LP 86765K109 55,037 1,625,903 SH   DFND 3 1,598,105 0 27,798
SUNOCO LP COM U REP LP 86765K109 67 1,975 SH   DFND 17 1,975 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,972 149,072 SH   DFND 4 130,697 0 18,375
SUNTRUST BKS INC COM 867914103 209 5,455 SH   DFND 4 5,455 0 0
SUNTRUST BKS INC COM 867914103 2,157 56,415 SH   DFND 17 38,115 0 18,300
SUNTRUST BKS INC COM 867914103 31,565 825,444 SH   DFND 21 733,561 0 91,883
SUNTRUST BKS INC CALL 867914903 241 6,300 SH Call DFND 4 6,300 0 0
SUNTRUST BKS INC PUT 867914953 2,306 60,300 SH Put DFND 4 60,300 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 9,206 656,145 SH   DFND 17 650,545 0 5,600
SUPERVALU INC COM 868536103 246 34,236 SH   DFND 17 34,236 0 0
SUPERVALU INC COM 868536103 850 118,341 SH   DFND 21 13,727 0 104,614
SURMODICS INC COM 868873100 3,348 153,287 SH   DFND 17 149,387 0 3,900
SYMANTEC CORP COM 871503108 73,510 3,775,534 SH   DFND 3 3,772,442 0 3,092
SYMANTEC CORP COM 871503108 35,925 1,845,139 SH   DFND 4 1,845,139 0 0
SYMANTEC CORP COM 871503108 22,623 1,161,919 SH   DFND 17 1,161,919 0 0
SYMANTEC CORP COM 871503108 3,786 194,477 SH   DFND 21 193,834 0 643
SYMETRA FINL CORP COM 87151Q106 15,642 494,362 SH   DFND 4 494,362 0 0
SYMETRA FINL CORP COM 87151Q106 1,880 59,407 SH   DFND 17 5,107 0 54,300
SYMETRA FINL CORP COM 87151Q106 7,120 225,045 SH   DFND 21 179,059 0 45,986
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,647 111,176 SH   DFND 17 111,176 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 23,092 22,865,000 PRN   DFND 17 19,815,000 0 3,050,000
SYNAPTICS INC COM 87157D109 3,015 36,562 SH   DFND 17 36,562 0 0
SYNAPTICS INC COM 87157D109 4,365 52,932 SH   DFND 21 50,655 0 2,277
SYNOPSYS INC COM 871607107 1,253 27,127 SH   DFND 17 23,737 0 3,390
SYNOPSYS INC COM 871607107 13,607 294,655 SH   DFND 21 294,514 0 141
SYNTEL INC COM 87162H103 1,016 22,416 SH   DFND 21 18,440 0 3,976
SYNNEX CORP COM 87162W100 58,159 683,737 SH   DFND 3 671,237 0 12,500
SYNNEX CORP COM 87162W100 6,214 73,058 SH   DFND 17 24,458 0 48,600
SYNNEX CORP COM 87162W100 4,892 57,514 SH   DFND 21 53,335 0 4,179
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 4,674 881,867 SH   DFND 17 881,867 0 0
SYNERGY RES CORP COM 87164P103 14,626 1,492,437 SH   DFND 17 1,249,412 0 243,025
SYNERGY RES CORP COM 87164P103 124 12,700 SH   DFND 21 0 0 12,700
SYNCHRONY FINL COM 87165B103 3,458 110,484 SH   DFND 17 110,484 0 0
SYNCHRONY FINL COM 87165B103 5,150 164,533 SH   DFND 21 131,240 0 33,293
SYSCO CORP COM 871829107 1,413 36,260 SH   DFND 17 14,860 0 21,400
SYSCO CORP COM 871829107 28 711 SH   DFND 21 0 0 711
SYSCO CORP CALL 871829907 811 20,800 SH Call DFND 4 20,800 0 0
SYSCO CORP PUT 871829957 4,540 116,500 SH Put DFND 4 116,500 0 0
TCF FINL CORP COM 872275102 56,988 3,759,100 SH   DFND 3 3,691,900 0 67,200
TFS FINL CORP COM 87240R107 691 40,040 SH   DFND 17 40,040 0 0
TJX COS INC NEW COM 872540109 150,336 2,104,958 SH   DFND 17 1,873,838 0 231,120
TJX COS INC NEW COM 872540109 5,459 76,441 SH   DFND 21 67,646 0 8,795
TJX COS INC NEW CALL 872540909 1,021 14,300 SH Call DFND 4 14,300 0 0
TJX COS INC NEW PUT 872540959 13,227 185,200 SH Put DFND 4 185,200 0 0
T MOBILE US INC COM 872590104 11,545 290,000 SH   DFND 4 290,000 0 0
T MOBILE US INC COM 872590104 55,005 1,381,685 SH   DFND 17 1,052,230 0 329,455
T MOBILE US INC COM 872590104 3,386 85,053 SH   DFND 21 82,500 0 2,553
T MOBILE US INC CONV PFD SER A 872590203 125,377 1,815,485 SH   DFND 17 1,720,590 0 94,895
TTM TECHNOLOGIES INC COM 87305R109 294 47,250 SH   DFND 17 2,150 0 45,100
TTM TECHNOLOGIES INC COM 87305R109 282 45,340 SH   DFND 21 45,340 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 10,208 11,870,000 PRN   DFND 17 10,685,000 0 1,185,000
TABLEAU SOFTWARE INC CL A 87336U105 2,119 26,555 SH   DFND 17 26,555 0 0
TAHOE RES INC COM 873868103 4,107 406,093 SH   DFND 21 406,093 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 108,177 5,213,329 SH   DFND 3 3,840,925 0 1,372,404
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 27,276 1,314,526 SH   DFND 17 1,314,526 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,679 466,436 SH   DFND 20 466,436 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 27,827 1,341,038 SH   DFND 21 1,326,133 0 14,905
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 21,498 748,277 SH   DFND 17 608,771 0 139,506
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 170 5,900 SH   DFND 21 0 0 5,900
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 49,848 34,300,000 PRN   DFND 17 30,350,000 0 3,950,000
TAL INTL GROUP INC COM 874083108 606 44,353 SH   DFND 21 35,243 0 9,110
TALEN ENERGY CORP COM 87422J105 346 34,269 SH   DFND 4 34,269 0 0
TALEN ENERGY CORP COM 87422J105 111 10,949 SH   DFND 17 10,949 0 0
TALEN ENERGY CORP COM 87422J105 1,790 177,193 SH   DFND 21 172,686 0 4,507
TALLGRASS ENERGY GP LP SHS CL A 874696107 872 43,900 SH   DFND 4 43,900 0 0
TARGET CORP COM 87612E106 140,761 1,789,483 SH   DFND 17 1,756,083 0 33,400
TARGET CORP COM 87612E106 60,624 770,710 SH   DFND 21 687,339 0 83,371
TARGET CORP CALL 87612E906 1,329 16,900 SH Call DFND 4 16,900 0 0
TARGET CORP PUT 87612E956 14,678 186,600 SH Put DFND 4 186,600 0 0
TARGA RES CORP COM 87612G101 25,275 490,595 SH   DFND 4 490,595 0 0
TATA MTRS LTD SPONSORED ADR 876568502 44 1,939 SH   DFND 3 1,939 0 0
TATA MTRS LTD SPONSORED ADR 876568502 10,286 457,139 SH   DFND 17 26,439 0 430,700
TATA MTRS LTD SPONSORED ADR 876568502 5,139 228,390 SH   DFND 21 96,431 0 131,959
TAYLOR MORRISON HOME CORP CL A 87724P106 864 46,285 SH   DFND 17 11,150 0 35,135
TEAM HEALTH HOLDINGS INC COM 87817A107 22,589 418,083 SH   DFND 17 349,872 0 68,211
TEAM HEALTH HOLDINGS INC COM 87817A107 184 3,400 SH   DFND 21 0 0 3,400
TECH DATA CORP COM 878237106 16,520 241,175 SH   DFND 17 183,550 0 57,625
TECK RESOURCES LTD PUT 878742954 7,248 1,510,000 SH Put DFND 4 1,510,000 0 0
TECHTARGET INC COM 87874R100 3,637 426,904 SH   DFND 17 414,180 0 12,724
TEGNA INC COM 87901J105 4,834 215,900 SH   DFND 3 215,900 0 0
TEGNA INC COM 87901J105 1,111 49,637 SH   DFND 17 49,637 0 0
TEGNA INC COM 87901J105 12,313 549,915 SH   DFND 21 498,392 0 51,523
TELECOM ARGENTINA S A SPON ADR REP B 879273209 367 25,235 SH   DFND 21 25,235 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 246 2,727 SH   DFND 17 2,727 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,039 22,583 SH   DFND 21 0 0 22,583
TELEFLEX INC COM 879369106 1,361 10,954 SH   DFND 17 1,354 0 9,600
TELEFLEX INC COM 879369106 7,164 57,680 SH   DFND 21 22,506 0 35,174
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 40,632 20,065,000 PRN   DFND 17 17,590,000 0 2,475,000
TELEPHONE & DATA SYS INC COM NEW 879433829 881 35,310 SH   DFND 17 35,310 0 0
TELENAV INC COM 879455103 3,703 474,104 SH   DFND 17 461,549 0 12,555
TELUS CORP COM 87971M103 22 526 SH   DFND 17 526 0 0
TELUS CORP COM 87971M103 1,298 31,472 SH   DFND 21 31,472 0 0
TEMPUR SEALY INTL INC COM 88023U101 9,741 136,370 SH   DFND 17 111,830 0 24,540
TEMPUR SEALY INTL INC COM 88023U101 2,364 33,100 SH   DFND 21 33,100 0 0
TENNECO INC COM 880349105 288 6,436 SH   DFND 17 6,436 0 0
TENNECO INC COM 880349105 4,029 89,986 SH   DFND 21 81,106 0 8,880
TENNECO INC COM 880349105 7,253 162,000 SH   DFND 24 162,000 0 0
TERADYNE INC COM 880770102 10,732 595,874 SH   DFND 17 595,874 0 0
TERRA NITROGEN CO L P COM UNIT 881005201 25,073 232,395 SH   DFND 3 227,823 0 4,572
TERRA NITROGEN CO L P COM UNIT 881005201 54 500 SH   DFND 21 500 0 0
TERRITORIAL BANCORP INC COM 88145X108 496 19,035 SH   DFND 17 19,035 0 0
TESORO CORP COM 881609101 2,575 26,481 SH   DFND 17 25,011 0 1,470
TESORO CORP COM 881609101 46,327 476,424 SH   DFND 21 275,667 0 200,757
TESLA MTRS INC COM 88160R101 75,396 303,525 SH   DFND 17 267,275 0 36,250
TESLA MTRS INC COM 88160R101 3,502 14,100 SH   DFND 20 14,100 0 0
TESLA MTRS INC COM 88160R101 26 106 SH   DFND 21 0 0 106
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 34,352 16,725,000 PRN   DFND 17 15,285,000 0 1,440,000
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 64,138 66,335,000 PRN   DFND 17 63,195,000 0 3,140,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 71,343 75,395,000 PRN   DFND 17 75,095,000 0 300,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 359,205 6,362,118 SH   DFND 3 5,638,294 0 723,824
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 102 1,806 SH   DFND 4 1,806 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 113,494 2,010,165 SH   DFND 17 1,866,965 0 143,200
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6,290 111,407 SH   DFND 21 35,304 0 76,103
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 316 5,600 SH   DFND 24 5,600 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 85,103 62,955,000 PRN   DFND 17 60,405,000 0 2,550,000
TESSERA TECHNOLOGIES INC COM 88164L100 1,326 40,917 SH   DFND 21 33,129 0 7,788
TEXAS INSTRS INC COM 882508104 1,219 24,612 SH   DFND 4 24,612 0 0
TEXAS INSTRS INC COM 882508104 119,756 2,418,344 SH   DFND 17 2,406,544 0 11,800
TEXAS INSTRS INC COM 882508104 12,745 257,361 SH   DFND 21 75,457 0 181,904
TEXAS INSTRS INC CALL 882508904 1,590 32,100 SH Call DFND 4 32,100 0 0
TEXAS INSTRS INC PUT 882508954 13,058 263,700 SH Put DFND 4 263,700 0 0
TEXAS ROADHOUSE INC COM 882681109 20,509 551,330 SH   DFND 17 473,186 0 78,144
TEXAS ROADHOUSE INC COM 882681109 149 4,000 SH   DFND 21 0 0 4,000
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,500 2,260,000 PRN   DFND 17 2,260,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,581 12,930 SH   DFND 4 12,930 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,066 16,893 SH   DFND 17 13,038 0 3,855
THERMO FISHER SCIENTIFIC INC COM 883556102 13,255 108,400 SH   DFND 20 108,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 45,403 371,307 SH   DFND 21 122,497 0 248,810
THERMO FISHER SCIENTIFIC INC COM 883556102 183 1,500 SH   DFND 24 1,500 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 880 7,200 SH Call DFND 4 7,200 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 14,405 117,800 SH Put DFND 4 117,800 0 0
THOMSON REUTERS CORP COM 884903105 1,572 29,869 SH   DFND 17 29,869 0 0
THOMSON REUTERS CORP COM 884903105 1,841 34,994 SH   DFND 21 18,874 0 16,120
THOR INDS INC COM 885160101 59,031 1,139,600 SH   DFND 3 1,120,900 0 18,700
THOR INDS INC COM 885160101 1,660 32,052 SH   DFND 17 32,052 0 0
THOR INDS INC COM 885160101 1,083 20,909 SH   DFND 21 19,745 0 1,164
THORATEC CORP COM NEW 885175307 16,289 257,491 SH   DFND 4 257,491 0 0
THORATEC CORP COM NEW 885175307 2,635 41,650 SH   DFND 21 41,650 0 0
3M CO COM 88579Y101 5,279 37,239 SH   DFND 4 37,239 0 0
3M CO COM 88579Y101 102,916 725,936 SH   DFND 17 721,986 0 3,950
3M CO COM 88579Y101 16,993 119,863 SH   DFND 21 107,372 0 12,491
3M CO COM 88579Y101 85 600 SH   DFND 24 600 0 0
3M CO CALL 88579Y901 2,382 16,800 SH Call DFND 4 16,800 0 0
3M CO PUT 88579Y951 21,833 154,000 SH Put DFND 4 154,000 0 0
TILLYS INC CL A 886885102 1,052 142,961 SH   DFND 17 135,627 0 7,334
TIME INC NEW COM 887228104 40,745 2,138,819 SH   DFND 3 2,117,019 0 21,800
TIME INC NEW COM 887228104 531 27,862 SH   DFND 17 27,862 0 0
TIME INC NEW COM 887228104 1,554 81,601 SH   DFND 21 61,900 0 19,701
TIME WARNER INC COM NEW 887317303 6,422 93,415 SH   DFND 4 93,415 0 0
TIME WARNER INC COM NEW 887317303 99,376 1,445,476 SH   DFND 17 1,241,386 0 204,090
TIME WARNER INC COM NEW 887317303 45,157 656,835 SH   DFND 21 482,410 0 174,425
TIME WARNER INC CALL 887317903 839 12,200 SH Call DFND 4 12,200 0 0
TIME WARNER INC PUT 887317953 16,342 237,700 SH Put DFND 4 237,700 0 0
TIME WARNER CABLE INC COM 88732J207 1,232 6,867 SH   DFND 17 6,867 0 0
TIME WARNER CABLE INC COM 88732J207 38,988 217,361 SH   DFND 21 198,766 0 18,595
TIME WARNER CABLE INC CALL 88732J907 1,220 6,800 SH Call DFND 4 6,800 0 0
TIME WARNER CABLE INC PUT 88732J957 18,977 105,800 SH Put DFND 4 105,800 0 0
TORCHMARK CORP COM 891027104 1,935 34,311 SH   DFND 21 31,488 0 2,823
TORO CO COM 891092108 904 12,820 SH   DFND 17 10,435 0 2,385
TORO CO COM 891092108 92 1,300 SH   DFND 21 1,300 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 134,945 2,615,436 SH   DFND 3 1,941,542 0 673,894
TORONTO DOMINION BK ONT COM NEW 891160509 57,387 1,112,243 SH   DFND 17 739,443 0 372,800
TORONTO DOMINION BK ONT COM NEW 891160509 77,496 1,501,980 SH   DFND 21 839,965 0 662,015
TORONTO DOMINION BK ONT COM NEW 891160509 108 2,100 SH   DFND 24 2,100 0 0
TOTAL S A SPONSORED ADR 89151E109 241,775 5,407,621 SH   DFND 3 5,402,821 0 4,800
TOTAL S A SPONSORED ADR 89151E109 62,632 1,400,858 SH   DFND 17 1,400,858 0 0
TOWER INTL INC COM 891826109 3,262 137,293 SH   DFND 17 118,458 0 18,835
TOWER INTL INC COM 891826109 347 14,613 SH   DFND 21 14,613 0 0
TOWERS WATSON & CO CL A 891894107 7,075 60,275 SH   DFND 17 50,190 0 10,085
TOWERS WATSON & CO CL A 891894107 1,174 10,000 SH   DFND 21 10,000 0 0
TOTAL SYS SVCS INC COM 891906109 9,812 215,970 SH   DFND 17 154,975 0 60,995
TOTAL SYS SVCS INC COM 891906109 1,231 27,091 SH   DFND 21 3,400 0 23,691
TRACTOR SUPPLY CO COM 892356106 102,498 1,215,584 SH   DFND 17 1,048,529 0 167,055
TRACTOR SUPPLY CO COM 892356106 371 4,396 SH   DFND 21 0 0 4,396
TRANSCANADA CORP COM 89353D107 14,813 357,861 SH   DFND 21 27,605 0 330,256
TRANSDIGM GROUP INC COM 893641100 445 2,096 SH   DFND 17 2,096 0 0
TRANSDIGM GROUP INC COM 893641100 356 1,676 SH   DFND 21 1,676 0 0
TRAVELERS COMPANIES INC COM 89417E109 447,777 4,498,915 SH   DFND 3 4,494,915 0 4,000
TRAVELERS COMPANIES INC COM 89417E109 600 6,030 SH   DFND 4 6,030 0 0
TRAVELERS COMPANIES INC COM 89417E109 127,318 1,279,188 SH   DFND 17 1,164,488 0 114,700
TRAVELERS COMPANIES INC COM 89417E109 112,132 1,126,614 SH   DFND 21 760,724 0 365,890
TRAVELERS COMPANIES INC COM 89417E109 60 600 SH   DFND 24 600 0 0
TRAVELERS COMPANIES INC CALL 89417E909 975 9,800 SH Call DFND 4 9,800 0 0
TRAVELERS COMPANIES INC PUT 89417E959 10,351 104,000 SH Put DFND 4 104,000 0 0
TRIBUNE MEDIA CO CL A 896047503 212 5,969 SH   DFND 4 5,969 0 0
TRICO BANCSHARES COM 896095106 839 34,145 SH   DFND 17 34,145 0 0
TRIMBLE NAVIGATION LTD COM 896239100 186 11,351 SH   DFND 17 11,351 0 0
TRIMBLE NAVIGATION LTD COM 896239100 2,498 152,153 SH   DFND 21 136,492 0 15,661
TRIMBLE NAVIGATION LTD COM 896239100 4,619 281,300 SH   DFND 24 281,300 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 2,555 223,369 SH   DFND 17 217,169 0 6,200
TRINITY INDS INC COM 896522109 5,704 251,614 SH   DFND 17 155,214 0 96,400
TRINITY INDS INC COM 896522109 32,047 1,413,621 SH   DFND 21 1,001,215 0 412,406
TRIPLE-S MGMT CORP CL B 896749108 274 15,390 SH   DFND 17 15,390 0 0
TRIPLE-S MGMT CORP CL B 896749108 246 13,822 SH   DFND 21 13,822 0 0
TRIUMPH GROUP INC NEW COM 896818101 54,310 1,290,639 SH   DFND 3 1,267,939 0 22,700
TRUECAR INC COM 89785L107 396 76,040 SH   DFND 17 63,130 0 12,910
TRUSTMARK CORP COM 898402102 41,007 1,769,833 SH   DFND 3 1,729,201 0 40,632
TUPPERWARE BRANDS CORP COM 899896104 2,964 59,900 SH   DFND 3 59,900 0 0
TUPPERWARE BRANDS CORP COM 899896104 754 15,228 SH   DFND 21 15,228 0 0
TUPPERWARE BRANDS CORP COM 899896104 134 2,700 SH   DFND 24 2,700 0 0
TURQUOISE HILL RES LTD COM 900435108 84 25,124 SH   DFND 21 25,124 0 0
TUTOR PERINI CORP COM 901109108 72 4,392 SH   DFND 17 4,392 0 0
TUTOR PERINI CORP COM 901109108 339 20,599 SH   DFND 21 6,908 0 13,691
TWENTY FIRST CENTY FOX INC CL B 90130A200 2,235 82,564 SH   DFND 21 82,000 0 564
TWITTER INC COM 90184L102 428 15,890 SH   DFND 17 100 0 15,790
TWO HBRS INVT CORP COM 90187B101 7,038 798,000 SH   DFND 3 798,000 0 0
TWO HBRS INVT CORP COM 90187B101 152 17,205 SH   DFND 17 1,160 0 16,045
TWO HBRS INVT CORP COM 90187B101 1,005 113,899 SH   DFND 21 0 0 113,899
TYSON FOODS INC CL A 902494103 6,862 159,200 SH   DFND 3 159,200 0 0
TYSON FOODS INC CL A 902494103 68,409 1,587,220 SH   DFND 17 1,202,775 0 384,445
TYSON FOODS INC CL A 902494103 105,092 2,438,338 SH   DFND 21 1,613,050 0 825,288
TYSON FOODS INC CL A 902494103 7,590 176,100 SH   DFND 24 176,100 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 154,796 3,019,825 SH   DFND 17 2,861,475 0 158,350
UDR INC COM 902653104 4,993 144,800 SH   DFND 4 130,803 0 13,997
UDR INC COM 902653104 13 379 SH   DFND 17 379 0 0
UGI CORP NEW COM 902681105 418 12,004 SH   DFND 17 12,004 0 0
US BANCORP DEL COM NEW 902973304 39,429 961,442 SH   DFND 4 961,442 0 0
US BANCORP DEL COM NEW 902973304 25,345 618,032 SH   DFND 17 606,282 0 11,750
US BANCORP DEL COM NEW 902973304 2,168 52,871 SH   DFND 20 52,871 0 0
US BANCORP DEL COM NEW 902973304 33,664 820,879 SH   DFND 21 630,017 0 190,862
US BANCORP DEL CALL 902973904 2,448 59,700 SH Call DFND 4 59,700 0 0
US BANCORP DEL PUT 902973954 15,641 381,400 SH Put DFND 4 381,400 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,513 18,748 SH   DFND 17 13,113 0 5,635
USANA HEALTH SCIENCES INC COM 90328M107 3,939 29,387 SH   DFND 21 24,468 0 4,919
USA TECHNOLOGIES INC COM NO PAR 90328S500 1,086 436,164 SH   DFND 17 413,457 0 22,707
U S CONCRETE INC COM NEW 90333L201 17,146 358,781 SH   DFND 17 353,597 0 5,184
ULTA SALON COSMETCS & FRAG I COM 90384S303 898 5,500 SH   DFND 17 4,320 0 1,180
ULTIMATE SOFTWARE GROUP INC COM 90385D107 21,172 118,271 SH   DFND 17 103,023 0 15,248
ULTIMATE SOFTWARE GROUP INC COM 90385D107 143 800 SH   DFND 21 0 0 800
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 14,958 155,314 SH   DFND 17 144,813 0 10,501
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 39 400 SH   DFND 21 0 0 400
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,138 22,200 SH   DFND 24 22,200 0 0
UMPQUA HLDGS CORP COM 904214103 58,641 3,597,605 SH   DFND 3 3,531,983 0 65,622
UMPQUA HLDGS CORP COM 904214103 240 14,742 SH   DFND 21 10,081 0 4,661
UNDER ARMOUR INC PUT 904311957 736 7,600 SH Put DFND 4 7,600 0 0
UNIFI INC COM NEW 904677200 982 32,955 SH   DFND 17 32,955 0 0
UNIFI INC COM NEW 904677200 220 7,389 SH   DFND 21 7,389 0 0
UNIFIRST CORP MASS COM 904708104 481 4,502 SH   DFND 21 4,502 0 0
UNION BANKSHARES CORP NEW COM 90539J109 19,092 795,500 SH   DFND 3 795,500 0 0
UNION PAC CORP COM 907818108 10,313 116,652 SH   DFND 4 116,652 0 0
UNION PAC CORP COM 907818108 229,258 2,593,125 SH   DFND 17 2,426,530 0 166,595
UNION PAC CORP COM 907818108 3,908 44,200 SH   DFND 20 44,200 0 0
UNION PAC CORP COM 907818108 140,617 1,590,505 SH   DFND 21 1,260,172 0 330,333
UNION PAC CORP COM 907818108 610 6,900 SH   DFND 24 6,900 0 0
UNION PAC CORP CALL 907818908 822 9,300 SH Call DFND 4 9,300 0 0
UNION PAC CORP PUT 907818958 20,334 230,000 SH Put DFND 4 230,000 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,000 26,310 SH   DFND 21 26,310 0 0
UNITED CONTL HLDGS INC COM 910047109 31,336 590,692 SH   DFND 17 498,142 0 92,550
UNITED CONTL HLDGS INC COM 910047109 3,516 66,274 SH   DFND 21 42,388 0 23,886
UNITED CONTL HLDGS INC PUT 910047959 1,103 20,800 SH Put DFND 4 20,800 0 0
UNITED INS HLDGS CORP COM 910710102 14,874 1,131,096 SH   DFND 3 1,131,096 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 54 33,025 SH   DFND 17 33,025 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1,104 681,435 SH   DFND 21 569,203 0 112,232
UNITED NAT FOODS INC COM 911163103 2,189 45,132 SH   DFND 17 45,132 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,526 25,591 SH   DFND 4 25,591 0 0
UNITED PARCEL SERVICE INC CL B 911312106 23,485 237,965 SH   DFND 17 233,140 0 4,825
UNITED PARCEL SERVICE INC CL B 911312106 1,311 13,288 SH   DFND 21 12,849 0 439
UNITED PARCEL SERVICE INC CALL 911312906 720 7,300 SH Call DFND 4 7,300 0 0
UNITED PARCEL SERVICE INC PUT 911312956 20,468 207,400 SH Put DFND 4 207,400 0 0
UNITED RENTALS INC COM 911363109 2,108 35,110 SH   DFND 4 28,148 0 6,962
UNITED RENTALS INC COM 911363109 810 13,482 SH   DFND 17 7,182 0 6,300
UNITED RENTALS INC COM 911363109 11,815 196,745 SH   DFND 21 195,846 0 899
UNITED STATES STL CORP NEW COM 912909108 4,938 473,865 SH   DFND 21 473,635 0 230
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 3,960 4,000,000 PRN   DFND 17 4,000,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 224,139 2,518,700 SH   DFND 3 2,518,700 0 0
UNITED TECHNOLOGIES CORP COM 913017109 10,103 113,532 SH   DFND 4 113,532 0 0
UNITED TECHNOLOGIES CORP COM 913017109 165,675 1,861,725 SH   DFND 17 1,832,454 0 29,271
UNITED TECHNOLOGIES CORP COM 913017109 1,714 19,258 SH   DFND 20 19,258 0 0
UNITED TECHNOLOGIES CORP COM 913017109 78,429 881,327 SH   DFND 21 722,504 0 158,823
UNITED TECHNOLOGIES CORP COM 913017109 338 3,800 SH   DFND 24 3,800 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 2,002 22,500 SH Call DFND 4 22,500 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 17,611 197,900 SH Put DFND 4 197,900 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 8,724 66,470 SH   DFND 17 49,770 0 16,700
UNITED THERAPEUTICS CORP DEL COM 91307C102 19,153 145,936 SH   DFND 21 106,648 0 39,288
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,641 12,500 SH   DFND 24 12,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 359,258 3,096,785 SH   DFND 17 2,756,385 0 340,400
UNITEDHEALTH GROUP INC COM 91324P102 4,548 39,200 SH   DFND 20 39,200 0 0
UNITEDHEALTH GROUP INC COM 91324P102 316,218 2,725,780 SH   DFND 21 2,067,968 0 657,812
UNITEDHEALTH GROUP INC COM 91324P102 418 3,600 SH   DFND 24 3,600 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 3,213 27,700 SH Call DFND 4 27,700 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 38,794 334,400 SH Put DFND 4 334,400 0 0
UNITIL CORP COM 913259107 471 12,780 SH   DFND 17 12,780 0 0
UNITIL CORP COM 913259107 314 8,521 SH   DFND 21 8,521 0 0
UNIVERSAL CORP VA COM 913456109 63,108 1,273,099 SH   DFND 3 1,249,699 0 23,400
UNIVERSAL CORP VA COM 913456109 1,298 26,192 SH   DFND 17 26,192 0 0
UNIVERSAL CORP VA COM 913456109 1,097 22,127 SH   DFND 21 6,472 0 15,655
UNIVERSAL INS HLDGS INC COM 91359V107 56,941 1,927,586 SH   DFND 3 1,927,586 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,115 37,758 SH   DFND 21 37,758 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,950 23,634 SH   DFND 17 23,634 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 35,811 286,927 SH   DFND 21 284,817 0 2,110
UNUM GROUP COM 91529Y106 6,990 217,900 SH   DFND 3 217,900 0 0
UNUM GROUP COM 91529Y106 3,511 109,451 SH   DFND 17 109,451 0 0
UNUM GROUP COM 91529Y106 6,299 196,353 SH   DFND 21 185,704 0 10,649
URBAN OUTFITTERS INC COM 917047102 10 340 SH   DFND 17 340 0 0
URBAN OUTFITTERS INC COM 917047102 769 26,173 SH   DFND 21 26,173 0 0
VCA INC COM 918194101 1,560 29,621 SH   DFND 17 20,561 0 9,060
VCA INC COM 918194101 678 12,877 SH   DFND 21 12,877 0 0
V F CORP COM 918204108 868 12,721 SH   DFND 4 12,721 0 0
V F CORP COM 918204108 1,946 28,525 SH   DFND 21 28,204 0 321
V F CORP CALL 918204908 696 10,200 SH Call DFND 4 10,200 0 0
V F CORP PUT 918204958 6,548 96,000 SH Put DFND 4 96,000 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 614 2,627 SH   DFND 17 2,627 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 32,833 140,519 SH   DFND 21 89,736 0 50,783
VALE S A ADR 91912E105 21,251 5,059,800 SH   DFND 21 4,989,800 0 70,000
VALE S A ADR REPSTG PFD 91912E204 247 73,688 SH   DFND 17 73,688 0 0
VALE S A ADR REPSTG PFD 91912E204 721 215,126 SH   DFND 21 215,126 0 0
VALERO ENERGY CORP NEW COM 91913Y100 231,241 3,847,600 SH   DFND 3 3,842,200 0 5,400
VALERO ENERGY CORP NEW COM 91913Y100 155,117 2,580,982 SH   DFND 17 2,419,682 0 161,300
VALERO ENERGY CORP NEW COM 91913Y100 113,158 1,882,830 SH   DFND 21 1,192,987 0 689,843
VALERO ENERGY CORP NEW COM 91913Y100 1,352 22,500 SH   DFND 24 22,500 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 895 14,900 SH Call DFND 4 14,900 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 7,284 121,200 SH Put DFND 4 121,200 0 0
VALMONT INDS INC COM 920253101 30 315 SH   DFND 17 315 0 0
VALMONT INDS INC COM 920253101 430 4,533 SH   DFND 21 4,533 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 1,866 35,250 SH   DFND   35,250 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 111 2,612 SH   DFND 4 2,612 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 8,737 204,938 SH   DFND 17 204,938 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 83,759 2,531,236 SH   DFND 4 2,531,236 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2 75 SH   DFND 17 75 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,445 225,000 SH   DFND 21 225,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,892 38,480 SH   DFND   38,480 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 80 1,000 SH   DFND   1,000 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 8,609 108,000 SH   DFND 17 108,000 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 18,074 338,712 SH   DFND 17 338,712 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,302 84,874 SH   DFND 17 84,874 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 11,728 137,280 SH   DFND 17 137,280 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 12,815 150,000 SH   DFND 21 150,000 0 0
VANTIV INC CL A 92210H105 20,714 461,135 SH   DFND 17 362,510 0 98,625
VARIAN MED SYS INC COM 92220P105 634 8,589 SH   DFND 21 8,495 0 94
VASCULAR SOLUTIONS INC COM 92231M109 10,762 332,058 SH   DFND 17 321,193 0 10,865
VECTREN CORP COM 92240G101 36,801 876,000 SH   DFND 3 876,000 0 0
VECTREN CORP COM 92240G101 1,832 43,618 SH   DFND 17 43,618 0 0
VECTREN CORP COM 92240G101 4,918 117,061 SH   DFND 21 64,040 0 53,021
VECTOR GROUP LTD COM 92240M108 346 15,309 SH   DFND 17 15,309 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 31,715 20,900,000 PRN   DFND 17 20,900,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 12,870 11,700,000 PRN   DFND 17 11,700,000 0 0
VEECO INSTRS INC DEL COM 922417100 119 5,796 SH   DFND 17 5,796 0 0
VEECO INSTRS INC DEL COM 922417100 1,676 81,716 SH   DFND 21 73,858 0 7,858
VEECO INSTRS INC DEL COM 922417100 3,024 147,462 SH   DFND 24 147,462 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 175 33,825 SH   DFND 17 33,825 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 363 69,990 SH   DFND 21 65,806 0 4,184
VENTAS INC COM 92276F100 6,957 124,100 SH   DFND 3 124,100 0 0
VENTAS INC COM 92276F100 475 8,473 SH   DFND 4 8,473 0 0
VENTAS INC COM 92276F100 23 407 SH   DFND 17 407 0 0
VENTAS INC COM 92276F100 13 224 SH   DFND 21 0 0 224
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 48 275 SH   DFND 17 275 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 12,300 70,000 SH   DFND 21 70,000 0 0
VANGUARD INDEX FDS REIT ETF 922908553 10,806 143,050 SH   DFND 4 143,050 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,483 46,102 SH   DFND 17 46,102 0 0
VANGUARD INDEX FDS REIT ETF 922908553 2,795 37,000 SH   DFND 21 37,000 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 10,795 100,000 SH   DFND 21 100,000 0 0
VEREIT INC COM 92339V100 12 1,500 SH   DFND 17 1,500 0 0
VEREIT INC COM 92339V100 212 27,448 SH   DFND 21 27,448 0 0
VERISIGN INC COM 92343E102 402 5,700 SH   DFND 17 4,440 0 1,260
VERISIGN INC COM 92343E102 9 125 SH   DFND 21 0 0 125
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 105,425 52,450,000 PRN   DFND 17 49,280,000 0 3,170,000
VERIZON COMMUNICATIONS INC COM 92343V104 231,399 5,318,300 SH   DFND 3 5,311,000 0 7,300
VERIZON COMMUNICATIONS INC COM 92343V104 14,302 328,700 SH   DFND 4 328,700 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 160,010 3,677,555 SH   DFND 17 3,666,510 0 11,045
VERIZON COMMUNICATIONS INC COM 92343V104 114,012 2,620,366 SH   DFND 21 1,952,919 0 667,447
VERIZON COMMUNICATIONS INC COM 92343V104 84 1,940 SH   DFND 24 1,940 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 7,018 161,300 SH Call DFND 4 161,300 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 39,076 898,100 SH Put DFND 4 898,100 0 0
VERINT SYS INC COM 92343X100 16,128 373,767 SH   DFND 17 323,499 0 50,268
VERINT SYS INC COM 92343X100 7,604 176,226 SH   DFND 21 170,379 0 5,847
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 61,368 64,260,000 PRN   DFND 17 58,965,000 0 5,295,000
VERISK ANALYTICS INC COM 92345Y106 5,656 76,525 SH   DFND 17 54,555 0 21,970
VERISK ANALYTICS INC COM 92345Y106 10 137 SH   DFND 21 0 0 137
VERTEX PHARMACEUTICALS INC COM 92532F100 696 6,685 SH   DFND 4 6,685 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 30,632 294,139 SH   DFND 17 269,424 0 24,715
VERTEX PHARMACEUTICALS INC COM 92532F100 706 6,778 SH   DFND 21 6,600 0 178
VERTEX PHARMACEUTICALS INC COM 92532F100 8,596 82,540 SH   DFND 24 82,540 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 448 4,300 SH Call DFND 4 4,300 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 3,968 38,100 SH Put DFND 4 38,100 0 0
VIACOM INC NEW CL A 92553P102 502 11,330 SH   DFND 17 11,330 0 0
VIACOM INC NEW CL B 92553P201 2,574 59,645 SH   DFND 4 59,645 0 0
VIACOM INC NEW CL B 92553P201 721 16,709 SH   DFND 17 16,709 0 0
VIACOM INC NEW CL B 92553P201 3,971 92,022 SH   DFND 21 38,331 0 53,691
VIACOM INC NEW CALL 92553P901 660 15,300 SH Call DFND 4 15,300 0 0
VIACOM INC NEW PUT 92553P951 3,314 76,800 SH Put DFND 4 76,800 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 45 1,925 SH   DFND 17 1,925 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 188 7,957 SH   DFND 21 7,957 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 433 13,051 SH   DFND 21 13,051 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 738 43,920 SH   DFND 17 43,920 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 349 20,768 SH   DFND 20 20,768 0 0
VISA INC COM CL A 92826C839 715 10,261 SH   DFND 4 10,261 0 0
VISA INC COM CL A 92826C839 518,039 7,436,671 SH   DFND 17 6,481,100 0 955,571
VISA INC COM CL A 92826C839 56,243 807,400 SH   DFND 20 807,400 0 0
VISA INC COM CL A 92826C839 209,209 3,004,127 SH   DFND 21 2,193,160 0 810,967
VISA INC COM CL A 92826C839 613 8,800 SH   DFND 24 8,800 0 0
VISA INC CALL 92826C909 3,434 49,300 SH Call DFND 4 49,300 0 0
VISA INC PUT 92826C959 59,155 849,200 SH Put DFND 4 849,200 0 0
VIRTUSA CORP COM 92827P102 3,879 75,599 SH   DFND 17 75,599 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 22,806 2,353,600 SH   DFND 3 2,303,100 0 50,500
VISHAY INTERTECHNOLOGY INC COM 928298108 301 31,070 SH   DFND 21 31,070 0 0
VISTA OUTDOOR INC COM 928377100 1,583 35,640 SH   DFND 21 35,640 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 1,646 144,225 SH   DFND 17 79,470 0 64,755
VONAGE HLDGS CORP COM 92886T201 20,441 3,476,309 SH   DFND 17 2,927,395 0 548,914
VONAGE HLDGS CORP COM 92886T201 142 24,200 SH   DFND 21 0 0 24,200
WI-LAN INC COM 928972108 90 38,070 SH   DFND 21 38,070 0 0
VOYA FINL INC COM 929089100 18,179 468,899 SH   DFND 17 319,094 0 149,805
VOYA FINL INC COM 929089100 59,293 1,529,358 SH   DFND 21 1,307,754 0 221,604
VULCAN MATLS CO COM 929160109 9,104 102,065 SH   DFND 17 86,375 0 15,690
VULCAN MATLS CO COM 929160109 9 104 SH   DFND 21 0 0 104
WCI CMNTYS INC COM PAR $0.01 92923C807 2,152 95,101 SH   DFND 17 95,101 0 0
WGL HLDGS INC COM 92924F106 207 3,595 SH   DFND 17 0 0 3,595
WABCO HLDGS INC COM 92927K102 8,805 83,990 SH   DFND 17 69,105 0 14,885
WSFS FINL CORP COM 929328102 1,220 42,330 SH   DFND 17 5,230 0 37,100
WSFS FINL CORP COM 929328102 1,228 42,641 SH   DFND 21 23,222 0 19,419
WNS HOLDINGS LTD SPON ADR 92932M101 305 10,910 SH   DFND 17 10,910 0 0
WPP PLC NEW ADR 92937A102 984 9,459 SH   DFND 3 9,459 0 0
WPP PLC NEW ADR 92937A102 26,301 252,817 SH   DFND 17 252,817 0 0
WP GLIMCHER IN COM 92939N102 24,200 2,075,500 SH   DFND 3 2,075,500 0 0
WEC ENERGY GROUP INC COM 92939U106 1,602 30,680 SH   DFND 21 30,502 0 178
WEC ENERGY GROUP INC PUT 92939U956 1,593 30,500 SH Put DFND 21 30,500 0 0
WABASH NATL CORP COM 929566107 372 35,100 SH   DFND 17 0 0 35,100
WABTEC CORP COM 929740108 5,693 64,655 SH   DFND 17 53,005 0 11,650
WAL-MART STORES INC COM 931142103 369,706 5,701,814 SH   DFND 3 5,696,514 0 5,300
WAL-MART STORES INC COM 931142103 98,368 1,517,095 SH   DFND 17 1,517,095 0 0
WAL-MART STORES INC COM 931142103 19,363 298,635 SH   DFND 21 219,619 0 79,016
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,142 13,738 SH   DFND 4 13,738 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 128,265 1,543,505 SH   DFND 17 1,529,795 0 13,710
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,532 42,500 SH   DFND 20 42,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 156,436 1,882,501 SH   DFND 21 1,606,335 0 276,166
WALGREENS BOOTS ALLIANCE INC CALL 931427908 2,385 28,700 SH Call DFND 4 28,700 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 30,074 361,900 SH Put DFND 4 361,900 0 0
WALKER & DUNLOP INC COM 93148P102 703 26,968 SH   DFND 17 26,968 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 27,637 38,545,000 PRN   DFND 17 38,545,000 0 0
WASHINGTON FED INC COM 938824109 60,100 2,641,750 SH   DFND 3 2,594,650 0 47,100
WASHINGTON FED INC COM 938824109 5,296 232,789 SH   DFND 17 232,789 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 736 29,530 SH   DFND 4 29,530 0 0
WASTE CONNECTIONS INC COM 941053100 175 3,610 SH   DFND 17 0 0 3,610
WASTE CONNECTIONS INC COM 941053100 967 19,904 SH   DFND 21 19,904 0 0
WASTE MGMT INC DEL COM 94106L109 16 315 SH   DFND 4 315 0 0
WASTE MGMT INC DEL COM 94106L109 935 18,778 SH   DFND 17 18,778 0 0
WASTE MGMT INC DEL COM 94106L109 17,101 343,331 SH   DFND 21 291,475 0 51,856
WASTE MGMT INC DEL CALL 94106L909 523 10,500 SH Call DFND 4 10,500 0 0
WASTE MGMT INC DEL PUT 94106L959 2,590 52,000 SH Put DFND 4 52,000 0 0
WATERS CORP COM 941848103 1,123 9,500 SH   DFND 17 9,500 0 0
WATERS CORP COM 941848103 126 1,069 SH   DFND 21 1,000 0 69
WATERSTONE FINL INC MD COM 94188P101 236 17,505 SH   DFND 17 17,505 0 0
WEB COM GROUP INC COM 94733A104 877 41,620 SH   DFND 17 0 0 41,620
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 58,481 62,360,000 PRN   DFND 17 56,765,000 0 5,595,000
WEBMD HEALTH CORP COM 94770V102 420 10,545 SH   DFND 17 0 0 10,545
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 33,438 33,150,000 PRN   DFND 17 33,000,000 0 150,000
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 50,239 50,365,000 PRN   DFND 17 46,175,000 0 4,190,000
WEBSTER FINL CORP CONN COM 947890109 1,807 50,702 SH   DFND 17 15,202 0 35,500
WEBSTER FINL CORP CONN COM 947890109 3,598 100,981 SH   DFND 21 98,371 0 2,610
WEIS MKTS INC COM 948849104 6,058 145,100 SH   DFND 3 142,884 0 2,216
WEIS MKTS INC COM 948849104 141 3,370 SH   DFND 17 3,370 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 29,119 15,570,000 PRN   DFND 17 14,055,000 0 1,515,000
WELLS FARGO & CO NEW COM 949746101 452,245 8,807,108 SH   DFND 3 8,798,408 0 8,700
WELLS FARGO & CO NEW COM 949746101 48,402 942,585 SH   DFND 4 942,585 0 0
WELLS FARGO & CO NEW COM 949746101 344,052 6,700,146 SH   DFND 17 6,029,171 0 670,975
WELLS FARGO & CO NEW COM 949746101 7,816 152,202 SH   DFND 20 152,202 0 0
WELLS FARGO & CO NEW COM 949746101 542,510 10,564,955 SH   DFND 21 8,360,805 0 2,204,150
WELLS FARGO & CO NEW COM 949746101 108 2,100 SH   DFND 24 2,100 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 537,150 459,987 SH   DFND 4 440,727 0 19,260
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 137,240 117,500 SH   DFND 17 113,565 0 3,935
WELLS FARGO & CO NEW CALL 949746901 2,573 50,100 SH Call DFND 4 50,100 0 0
WELLS FARGO & CO NEW PUT 949746951 88,266 1,718,900 SH Put DFND 4 1,718,900 0 0
WELLTOWER INC COM 95040Q104 760 11,222 SH   DFND 4 11,222 0 0
WELLTOWER INC CALL 95040Q904 833 12,300 SH Call DFND 4 12,300 0 0
WELLTOWER INC PUT 95040Q954 3,515 51,900 SH Put DFND 4 51,900 0 0
WENDYS CO COM 95058W100 13 1,500 SH   DFND 17 1,500 0 0
WENDYS CO COM 95058W100 3,480 402,316 SH   DFND 21 402,316 0 0
WERNER ENTERPRISES INC COM 950755108 432 17,213 SH   DFND 17 17,213 0 0
WERNER ENTERPRISES INC COM 950755108 6,245 248,793 SH   DFND 21 248,793 0 0
WESBANCO INC COM 950810101 19,999 635,896 SH   DFND 3 635,896 0 0
WESBANCO INC COM 950810101 605 19,226 SH   DFND 17 626 0 18,600
WESBANCO INC COM 950810101 1,689 53,717 SH   DFND 21 49,334 0 4,383
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 22,852 13,625,000 PRN   DFND 17 13,625,000 0 0
WEST CORP COM 952355204 56,794 2,535,455 SH   DFND 3 2,492,797 0 42,658
WEST CORP COM 952355204 2,940 131,247 SH   DFND 17 103,847 0 27,400
WEST CORP COM 952355204 4,993 222,898 SH   DFND 21 142,162 0 80,736
WESTAR ENERGY INC COM 95709T100 5,698 148,229 SH   DFND 17 38,229 0 110,000
WESTAR ENERGY INC COM 95709T100 38,728 1,007,483 SH   DFND 21 689,350 0 318,133
WESTERN ALLIANCE BANCORP COM 957638109 26,150 851,520 SH   DFND 17 707,372 0 144,148
WESTERN ALLIANCE BANCORP COM 957638109 1,984 64,599 SH   DFND 21 39,980 0 24,619
WESTERN ASSET MTG CAP CORP COM 95790D105 88 6,945 SH   DFND 17 6,945 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 402 31,849 SH   DFND 21 31,849 0 0
WESTERN DIGITAL CORP COM 958102105 22,897 288,229 SH   DFND 4 288,229 0 0
WESTERN DIGITAL CORP COM 958102105 20,506 258,133 SH   DFND 17 144,793 0 113,340
WESTERN DIGITAL CORP COM 958102105 37,984 478,143 SH   DFND 21 338,074 0 140,069
WESTERN DIGITAL CORP PUT 958102955 5,354 67,400 SH Put DFND 4 67,400 0 0
WESTERN REFNG INC COM 959319104 52,692 1,194,298 SH   DFND 3 1,168,248 0 26,050
WESTERN REFNG INC COM 959319104 4,729 107,174 SH   DFND 17 97,774 0 9,400
WESTERN REFNG INC COM 959319104 44,012 997,561 SH   DFND 21 529,128 0 468,433
WESTERN UN CO COM 959802109 10,808 588,660 SH   DFND 17 207,260 0 381,400
WESTERN UN CO COM 959802109 40,232 2,191,305 SH   DFND 21 1,812,559 0 378,746
WESTLAKE CHEM CORP COM 960413102 133 2,555 SH   DFND 17 2,555 0 0
WESTLAKE CHEM CORP COM 960413102 898 17,312 SH   DFND 21 9,456 0 7,856
WESTROCK CO COM 96145D105 855 16,627 SH   DFND 17 16,627 0 0
WESTROCK CO COM 96145D105 5,054 98,260 SH   DFND 21 83,687 0 14,573
WEYERHAEUSER CO PREF CONV SER A 962166872 4,936 103,455 SH   DFND 17 103,455 0 0
WHIRLPOOL CORP COM 963320106 11,015 74,800 SH   DFND 3 74,800 0 0
WHIRLPOOL CORP COM 963320106 6,899 46,847 SH   DFND 17 46,847 0 0
WHIRLPOOL CORP COM 963320106 43,985 298,690 SH   DFND 21 194,073 0 104,617
WHITEWAVE FOODS CO COM 966244105 15,749 392,243 SH   DFND 17 359,118 0 33,125
WHITEWAVE FOODS CO COM 966244105 4,176 104,000 SH   DFND 24 104,000 0 0
WHITING PETE CORP NEW COM 966387102 685 44,880 SH   DFND 17 44,880 0 0
WHITING PETE CORP NEW COM 966387102 672 44,000 SH   DFND 21 44,000 0 0
WILLDAN GROUP INC COM 96924N100 1,122 110,644 SH   DFND 17 104,917 0 5,727
WILLIAMS COS INC DEL COM 969457100 5,014 136,057 SH   DFND 4 136,057 0 0
WILLIAMS COS INC DEL COM 969457100 25 673 SH   DFND 21 0 0 673
WILLIAMS COS INC DEL CALL 969457900 645 17,500 SH Call DFND 4 17,500 0 0
WILLIAMS COS INC DEL PUT 969457950 6,526 177,100 SH Put DFND 4 177,100 0 0
WILLIAMS SONOMA INC COM 969904101 44,400 581,532 SH   DFND 17 488,892 0 92,640
WILLIAMS SONOMA INC COM 969904101 30 397 SH   DFND 21 397 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 10,472 1,705,556 SH   DFND 4 1,705,556 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 1 118 SH   DFND 21 0 0 118
WINDSTREAM HLDGS INC CALL 97382A900 7,491 1,220,000 SH Call DFND 4 1,220,000 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 424 29,522 SH   DFND 21 29,522 0 0
WINTRUST FINL CORP COM 97650W108 3,963 74,168 SH   DFND 17 47,768 0 26,400
WINTRUST FINL CORP COM 97650W108 7,264 135,962 SH   DFND 21 62,030 0 73,932
WIPRO LTD SPON ADR 1 SH 97651M109 1,222 99,408 SH   DFND 17 81,008 0 18,400
WIPRO LTD SPON ADR 1 SH 97651M109 340 27,632 SH   DFND 21 27,632 0 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 498 25,000 SH   DFND 24 25,000 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 6,513 133,855 SH   DFND   118,985 0 14,870
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1 24 SH   DFND 17 24 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 788 16,200 SH   DFND 24 16,200 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 3,584 65,580 SH   DFND   47,270 0 18,310
WOLVERINE WORLD WIDE INC COM 978097103 265 12,250 SH   DFND 17 12,250 0 0
WOODWARD INC COM 980745103 170 4,170 SH   DFND 17 4,170 0 0
WOODWARD INC COM 980745103 6,664 163,728 SH   DFND 21 157,975 0 5,753
WOODWARD INC COM 980745103 4,143 101,800 SH   DFND 24 101,800 0 0
WORKDAY INC CL A 98138H101 2,370 34,415 SH   DFND 17 34,415 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 30,140 28,060,000 PRN   DFND 17 27,965,000 0 95,000
WORLD FUEL SVCS CORP COM 981475106 56,361 1,574,319 SH   DFND 3 1,550,069 0 24,250
WORLD FUEL SVCS CORP COM 981475106 3,671 102,542 SH   DFND 17 13,642 0 88,900
WORLD FUEL SVCS CORP COM 981475106 673 18,799 SH   DFND 21 10,502 0 8,297
WORTHINGTON INDS INC COM 981811102 935 35,300 SH   DFND 21 35,300 0 0
WPX ENERGY INC PFD SER A CV 98212B202 9,030 250,000 SH   DFND 17 250,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,153 16,043 SH   DFND 21 9,963 0 6,080
WYNN RESORTS LTD COM 983134107 1,221 22,988 SH   DFND 4 18,314 0 4,674
WYNN RESORTS LTD COM 983134107 7 134 SH   DFND 21 0 0 134
XPO LOGISTICS INC COM 983793100 7,430 311,780 SH   DFND 17 275,222 0 36,558
XPO LOGISTICS INC COM 983793100 95 4,000 SH   DFND 21 0 0 4,000
XCEL ENERGY INC COM 98389B100 8,041 227,081 SH   DFND 17 94,881 0 132,200
XCEL ENERGY INC COM 98389B100 46,603 1,316,103 SH   DFND 21 1,130,773 0 185,330
XILINX INC NOTE 2.625% 6/1 983919AF8 100,075 67,345,000 PRN   DFND 17 64,800,000 0 2,545,000
XCERRA CORP COM 98400J108 324 51,659 SH   DFND 21 51,659 0 0
XENOPORT INC COM 98411C100 337 97,000 SH   DFND 17 97,000 0 0
XENOPORT INC COM 98411C100 113 32,539 SH   DFND 24 32,539 0 0
XEROX CORP COM 984121103 3,320 341,200 SH   DFND 3 341,200 0 0
XEROX CORP COM 984121103 2,439 250,639 SH   DFND 17 250,639 0 0
XEROX CORP COM 984121103 10,121 1,040,158 SH   DFND 21 1,031,454 0 8,704
XERIUM TECHNOLOGIES INC COM NEW 98416J118 1,578 121,602 SH   DFND 17 115,265 0 6,337
XYLEM INC COM 98419M100 23,781 723,936 SH   DFND 17 723,936 0 0
XYLEM INC COM 98419M100 6,675 203,206 SH   DFND 21 182,120 0 21,086
XYLEM INC COM 98419M100 13,206 402,000 SH   DFND 24 402,000 0 0
YY INC ADS REPCOM CLA 98426T106 811 14,862 SH   DFND   14,862 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 36,033 38,590,000 PRN   DFND 17 38,510,000 0 80,000
YAHOO INC COM 984332106 6,490 224,482 SH   DFND 4 224,482 0 0
YAHOO INC COM 984332106 852 29,475 SH   DFND 17 24,080 0 5,395
YAHOO INC COM 984332106 5,271 182,340 SH   DFND 21 181,630 0 710
YAHOO INC CALL 984332906 266 9,200 SH Call DFND 4 9,200 0 0
YAHOO INC PUT 984332956 9,743 337,000 SH Put DFND 4 337,000 0 0
YAHOO INC NOTE 12/0 984332AF3 65,466 67,840,000 PRN   DFND 17 67,490,000 0 350,000
YELP INC CL A 985817105 8,617 397,840 SH   DFND 17 246,795 0 151,045
YOUKU TUDOU INC SPONSORED ADR 98742U100 699 39,640 SH   DFND 17 0 0 39,640
YUM BRANDS INC COM 988498101 247 3,092 SH   DFND 4 3,092 0 0
YUM BRANDS INC COM 988498101 64,457 806,215 SH   DFND 17 682,987 0 123,228
YUM BRANDS INC COM 988498101 243 3,039 SH   DFND 21 2,663 0 376
YUM BRANDS INC CALL 988498901 1,391 17,400 SH Call DFND 4 17,400 0 0
YUM BRANDS INC PUT 988498951 9,362 117,100 SH Put DFND 4 117,100 0 0
ZENDESK INC COM 98936J101 4,304 218,360 SH   DFND 17 218,360 0 0
ZILLOW GROUP INC CL A 98954M101 358 12,470 SH   DFND 17 4,970 0 7,500
ZILLOW GROUP INC CL C CAP STK 98954M200 410 15,200 SH   DFND 17 200 0 15,000
ZIMMER BIOMET HLDGS INC COM 98956P102 6,923 73,700 SH   DFND 3 73,700 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,794 19,099 SH   DFND 4 19,099 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 611 6,503 SH   DFND 17 6,503 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 392 4,175 SH   DFND 21 4,009 0 166
ZIMMER BIOMET HLDGS INC CALL 98956P902 545 5,800 SH Call DFND 4 5,800 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 3,569 38,000 SH Put DFND 4 38,000 0 0
ZIONS BANCORPORATION COM 989701107 3,313 120,315 SH   DFND 17 120,315 0 0
ZIONS BANCORPORATION COM 989701107 6 200 SH   DFND 21 0 0 200
ZULILY INC CL A 989774104 426 24,500 SH   DFND 17 0 0 24,500
ZOGENIX INC COM NEW 98978L204 556 41,175 SH   DFND 17 41,175 0 0
ZOETIS INC CL A 98978V103 853 20,718 SH   DFND 4 20,718 0 0
ZOETIS INC CL A 98978V103 5,851 142,085 SH   DFND 21 141,680 0 405
ZOETIS INC PUT 98978V953 3,204 77,800 SH Put DFND 4 77,800 0 0
EURONAV NV ANTWERPEN SHS B38564108 81 5,130 SH   DFND 17 5,130 0 0
EURONAV NV ANTWERPEN SHS B38564108 2,548 160,713 SH   DFND 21 121,818 0 38,895
DEUTSCHE BANK AG NAMEN AKT D18190898 1,781 58,392 SH   DFND 17 58,392 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 186,641 6,119,042 SH   DFND 21 2,740,380 0 3,378,662
AIRCASTLE LTD COM G0129K104 26,103 1,266,513 SH   DFND 17 961,812 0 304,701
AIRCASTLE LTD COM G0129K104 18,034 874,996 SH   DFND 21 446,681 0 428,315
ALKERMES PLC SHS G01767105 10,887 185,565 SH   DFND 17 170,430 0 15,135
ALKERMES PLC SHS G01767105 3,051 52,000 SH   DFND 24 52,000 0 0
ALLERGAN PLC SHS G0177J108 6,797 25,006 SH   DFND 4 25,006 0 0
ALLERGAN PLC SHS G0177J108 108,809 400,314 SH   DFND 17 309,000 0 91,314
ALLERGAN PLC SHS G0177J108 1,386 5,100 SH   DFND 20 5,100 0 0
ALLERGAN PLC SHS G0177J108 123,335 453,756 SH   DFND 21 353,747 0 100,009
ALLERGAN PLC PFD CONV SER A G0177J116 277,472 294,100 SH   DFND 17 280,220 0 13,880
ALLERGAN PLC CALL G0177J908 2,283 8,400 SH Call DFND 4 8,400 0 0
ALLERGAN PLC PUT G0177J958 34,683 127,600 SH Put DFND 4 127,600 0 0
AMDOCS LTD SHS G02602103 10,890 191,450 SH   DFND 17 105,450 0 86,000
AMDOCS LTD SHS G02602103 56,056 985,512 SH   DFND 21 705,827 0 279,685
AON PLC SHS CL A G0408V102 959 10,824 SH   DFND 21 10,525 0 299
ARCH CAP GROUP LTD ORD G0450A105 453 6,170 SH   DFND 17 6,170 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9,678 208,257 SH   DFND 17 79,857 0 128,400
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 33,448 719,782 SH   DFND 21 495,563 0 224,219
ASSURED GUARANTY LTD COM G0585R106 415 16,600 SH   DFND 17 0 0 16,600
ASSURED GUARANTY LTD COM G0585R106 1,002 40,076 SH   DFND 21 40,076 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 2,386 128,956 SH   DFND 17 122,218 0 6,738
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 58,406 1,087,234 SH   DFND 3 783,500 0 303,734
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 21,273 395,997 SH   DFND 17 395,997 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 26,099 485,838 SH   DFND 21 466,065 0 19,773
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 77,194 785,610 SH   DFND 17 616,840 0 168,770
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,611 16,400 SH   DFND 20 16,400 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 122,577 1,247,880 SH   DFND 21 991,596 0 256,284
BUNGE LIMITED COM G16962105 8,262 112,711 SH   DFND 17 112,711 0 0
BUNGE LIMITED COM G16962105 4,739 64,653 SH   DFND 21 63,527 0 1,126
BUNGE LIMITED COM G16962105 4,178 57,000 SH   DFND 24 57,000 0 0
CREDICORP LTD COM G2519Y108 264 2,483 SH   DFND 17 2,483 0 0
CREDICORP LTD COM G2519Y108 962 9,045 SH   DFND 21 9,045 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 84,189 1,107,163 SH   DFND 17 939,688 0 167,475
DELPHI AUTOMOTIVE PLC SHS G27823106 22,115 290,831 SH   DFND 21 267,103 0 23,728
EATON CORP PLC SHS G29183103 215,116 4,193,300 SH   DFND 3 4,189,500 0 3,800
EATON CORP PLC SHS G29183103 42,527 828,979 SH   DFND 17 828,979 0 0
EATON CORP PLC SHS G29183103 15,515 302,874 SH   DFND 21 168,494 0 134,380
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 5,098 83,536 SH   DFND 17 21,336 0 62,200
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 35,006 573,592 SH   DFND 21 327,279 0 246,313
ENDO INTL PLC SHS G30401106 15,702 226,650 SH   DFND 17 195,715 0 30,935
ENDO INTL PLC SHS G30401106 2,979 43,000 SH   DFND 24 43,000 0 0
ENSCO PLC SHS CLASS A G3157S106 7 500 SH   DFND 17 500 0 0
ENSCO PLC SHS CLASS A G3157S106 715 50,800 SH   DFND 21 26,978 0 23,822
EVEREST RE GROUP LTD COM G3223R108 6,795 39,200 SH   DFND 3 39,200 0 0
EVEREST RE GROUP LTD COM G3223R108 16,079 92,762 SH   DFND 17 57,262 0 35,500
EVEREST RE GROUP LTD COM G3223R108 85,914 495,640 SH   DFND 21 347,585 0 148,055
FRESH DEL MONTE PRODUCE INC ORD G36738105 220 5,570 SH   DFND 17 5,570 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 952 24,100 SH   DFND 21 0 0 24,100
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 2,436 66,600 SH   DFND 17 66,600 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 1,455 39,763 SH   DFND 21 39,763 0 0
HELEN OF TROY CORP LTD COM G4388N106 7,418 83,071 SH   DFND 17 83,071 0 0
HORIZON PHARMA PLC SHS G4617B105 12,187 614,868 SH   DFND 17 542,868 0 72,000
HORIZON PHARMA PLC SHS G4617B105 65 3,300 SH   DFND 21 0 0 3,300
HORIZON PHARMA PLC SHS G4617B105 733 37,000 SH   DFND 24 37,000 0 0
ICON PLC SHS G4705A100 19,093 269,029 SH   DFND 17 269,029 0 0
ICON PLC SHS G4705A100 5,778 81,419 SH   DFND 21 335 0 81,084
INGERSOLL-RAND PLC SHS G47791101 6,529 128,600 SH   DFND 3 128,600 0 0
INGERSOLL-RAND PLC SHS G47791101 488 9,615 SH   DFND 17 9,615 0 0
INGERSOLL-RAND PLC SHS G47791101 1,282 25,248 SH   DFND 21 25,000 0 248
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4,838 315,602 SH   DFND 21 207,412 0 108,190
WEATHERFORD INTL PLC ORD SHS G48833100 1,002 118,190 SH   DFND 17 118,190 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 9 1,120 SH   DFND 21 0 0 1,120
WEATHERFORD INTL PLC ORD SHS G48833100 655 77,200 SH   DFND 24 77,200 0 0
INVESCO LTD SHS G491BT108 259 8,280 SH   DFND 17 8,280 0 0
INVESCO LTD SHS G491BT108 16 524 SH   DFND 21 0 0 524
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,440 25,900 SH   DFND 17 25,900 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,841 21,389 SH   DFND 21 19,942 0 1,447
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,328 10,000 SH   DFND 24 10,000 0 0
AVOLON HLDGS LTD COM G52237107 1,766 58,031 SH   DFND 21 58,031 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 405 29,920 SH   DFND 17 0 0 29,920
LUXOFT HLDG INC ORD SHS CL A G57279104 3,105 49,058 SH   DFND 21 49,058 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 2,099 151,205 SH   DFND 17 25,705 0 125,500
MAIDEN HOLDINGS LTD SHS G5753U112 5,279 380,315 SH   DFND 21 163,642 0 216,673
MALLINCKRODT PUB LTD CO SHS G5785G107 7,525 117,694 SH   DFND 17 45,694 0 72,000
MALLINCKRODT PUB LTD CO SHS G5785G107 44,800 700,661 SH   DFND 21 357,855 0 342,806
MARKIT LTD SHS G58249106 8,700 300,000 SH   DFND 4 300,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,953 657,831 SH   DFND 21 42,884 0 614,947
MEDTRONIC PLC SHS G5960L103 11,440 170,900 SH   DFND 3 170,900 0 0
MEDTRONIC PLC SHS G5960L103 49,675 742,085 SH   DFND 17 495,185 0 246,900
MEDTRONIC PLC SHS G5960L103 165,455 2,471,691 SH   DFND 21 1,717,699 0 753,992
NABORS INDUSTRIES LTD SHS G6359F103 1,021 108,087 SH   DFND 21 102,082 0 6,005
NIELSEN HLDGS PLC SHS EUR G6518L108 28,576 642,586 SH   DFND 21 642,586 0 0
NOBLE CORP PLC SHS USD G65431101 1,985 181,978 SH   DFND 17 181,978 0 0
NOBLE CORP PLC SHS USD G65431101 1,364 125,000 SH   DFND 21 48,523 0 76,477
NORTH ATLANTIC DRILLING LTD COM G6613P202 15 19,616 SH   DFND 17 19,616 0 0
NORTH ATLANTIC DRILLING LTD COM G6613P202 6 7,349 SH   DFND 21 0 0 7,349
OM ASSET MGMT PLC SHS G67506108 28,998 1,880,540 SH   DFND 3 1,849,311 0 31,229
PARTNERRE LTD COM G6852T105 13,225 95,228 SH   DFND 17 44,728 0 50,500
PARTNERRE LTD COM G6852T105 75,165 541,225 SH   DFND 21 336,584 0 204,641
PROTHENA CORP PLC SHS G72800108 2,512 55,404 SH   DFND 17 55,404 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 415 3,900 SH   DFND 17 0 0 3,900
RENAISSANCERE HOLDINGS LTD COM G7496G103 138 1,300 SH   DFND 21 1,300 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 33 2,036 SH   DFND 17 2,036 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 476 29,470 SH   DFND 21 23,387 0 6,083
SEADRILL LIMITED SHS G7945E105 138 16,472 SH   DFND 17 16,472 0 0
SEADRILL LIMITED SHS G7945E105 7,840 938,613 SH   DFND 21 823,896 0 114,717
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,235 72,200 SH   DFND 3 72,200 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,898 42,371 SH   DFND 21 27,278 0 15,093
PENTAIR PLC SHS G7S00T104 6,610 129,510 SH   DFND 17 129,510 0 0
PENTAIR PLC SHS G7S00T104 3,883 76,068 SH   DFND 21 67,980 0 8,088
PENTAIR PLC SHS G7S00T104 6,890 135,000 SH   DFND 24 135,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 35,816 2,204,051 SH   DFND 3 2,149,010 0 55,041
SHIP FINANCE INTERNATIONAL L SHS G81075106 222 13,638 SH   DFND 17 13,638 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,978 121,733 SH   DFND 21 0 0 121,733
SIGNET JEWELERS LIMITED SHS G81276100 44,043 313,640 SH   DFND 21 155,740 0 157,900
SINA CORP ORD G81477104 842 20,975 SH   DFND 17 100 0 20,875
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 393 48,353 SH   DFND 17 3,853 0 44,500
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,960 241,047 SH   DFND 21 230,089 0 10,958
VALIDUS HOLDINGS LTD COM SHS G9319H102 598 13,279 SH   DFND 17 13,279 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 5,213 115,657 SH   DFND 21 104,713 0 10,944
WHITE MTNS INS GROUP LTD COM G9618E107 1,155 1,545 SH   DFND 17 1,545 0 0
XL GROUP PLC SHS G98290102 3,698 101,829 SH   DFND 17 101,829 0 0
XL GROUP PLC SHS G98290102 4,787 131,808 SH   DFND 21 34,802 0 97,006
ACE LTD SHS H0023R105 5,159 49,898 SH   DFND 17 49,898 0 0
ACE LTD SHS H0023R105 57,085 552,079 SH   DFND 21 419,034 0 133,045
ACE LTD PUT H0023R955 4,963 48,000 SH Put DFND 21 48,000 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 58,275 1,526,730 SH   DFND 3 1,498,404 0 28,326
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1,300 34,046 SH   DFND 21 30,776 0 3,270
GARMIN LTD SHS H2906T109 3,180 88,618 SH   DFND 21 88,510 0 108
UBS GROUP AG SHS H42097107 103 5,407 SH   DFND 17 5,407 0 0
UBS GROUP AG SHS H42097107 368,502 19,382,191 SH   DFND 21 10,005,455 0 9,376,736
UBS GROUP AG SHS H42097107 362 19,000 SH   DFND 24 19,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,563 42,787 SH   DFND 17 42,787 0 0
TE CONNECTIVITY LTD REG SHS H84989104 38,070 635,663 SH   DFND 21 496,951 0 138,712
TRANSOCEAN LTD REG SHS H8817H100 10,105 765,793 SH   DFND 21 582,918 0 182,875
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 32,816 3,992,260 SH   DFND 17 3,992,260 0 0
GLOBANT S A COM L44385109 3,548 116,000 SH   DFND 20 116,000 0 0
INTELSAT S A MAN CONV JR PFD L5140P119 4,207 224,985 SH   DFND 17 224,985 0 0
ATTUNITY LTD SHS NEW M15332121 2,472 180,865 SH   DFND 17 171,465 0 9,400
CHECK POINT SOFTWARE TECH LT ORD M22465104 27,516 346,850 SH   DFND 17 340,355 0 6,495
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,478 31,235 SH   DFND 21 31,108 0 127
CYBERARK SOFTWARE LTD SHS M2682V108 7,750 154,570 SH   DFND 17 130,905 0 23,665
ELBIT SYS LTD ORD M3760D101 28,892 389,396 SH   DFND 3 374,296 0 15,100
MELLANOX TECHNOLOGIES LTD SHS M51363113 112 2,962 SH   DFND 17 2,962 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 385 10,177 SH   DFND 21 1,244 0 8,933
ISRAEL CHEMICALS LTD SHS M5920A109 48,837 9,455,569 SH   DFND 3 7,650,586 0 1,804,983
ISRAEL CHEMICALS LTD SHS M5920A109 13,551 2,623,742 SH   DFND 17 2,623,742 0 0
LUMENIS LTD SHS CL B M6778Q121 4,401 317,730 SH   DFND 21 317,730 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 11,988 934,882 SH   DFND 17 926,047 0 8,835
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 539 42,031 SH   DFND 21 42,031 0 0
AERCAP HOLDINGS NV SHS N00985106 11,965 312,904 SH   DFND 17 173,404 0 139,500
AERCAP HOLDINGS NV SHS N00985106 55,432 1,449,591 SH   DFND 21 880,956 0 568,635
CNH INDL N V SHS N20944109 17,297 2,652,916 SH   DFND 21 1,320,472 0 1,332,444
CONSTELLIUM NV CL A N22035104 5,588 922,041 SH   DFND 21 922,041 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 11 800 SH   DFND 17 800 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 21,462 1,624,675 SH   DFND 21 1,276,023 0 348,652
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 162,282 1,392,000 SH   DFND 17 1,327,465 0 64,535
FRANKS INTL N V COM N33462107 201 13,100 SH   DFND 17 13,100 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 15,316 336,760 SH   DFND 17 322,880 0 13,880
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 13,773 165,219 SH   DFND 17 112,219 0 53,000
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 66,379 796,296 SH   DFND 21 496,686 0 299,610
MYLAN N V SHS EURO N59465109 38,953 967,527 SH   DFND 17 759,902 0 207,625
MYLAN N V SHS EURO N59465109 65,839 1,635,356 SH   DFND 21 1,126,471 0 508,885
MYLAN N V SHS EURO N59465109 3,945 98,000 SH   DFND 24 98,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 95,697 1,099,081 SH   DFND 17 958,391 0 140,690
NXP SEMICONDUCTORS N V COM N6596X109 10,550 121,171 SH   DFND 21 116,778 0 4,393
NXP SEMICONDUCTORS N V PUT N6596X959 1,219 14,000 SH Put DFND 21 14,000 0 0
QIAGEN NV REG SHS N72482107 15,069 584,084 SH   DFND 21 173,399 0 410,685
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,678 37,841 SH   DFND 21 37,841 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,326 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 1,644 135,180 SH   DFND 21 135,180 0 0
STEINER LEISURE LTD ORD P8744Y102 4,916 77,813 SH   DFND 21 77,813 0 0
TRONOX LTD SHS CL A Q9235V101 73 16,669 SH   DFND 21 16,669 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 44,854 503,468 SH   DFND 17 404,688 0 98,780
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8,474 95,117 SH   DFND 21 44,268 0 50,849
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 134 19,869 SH   DFND 21 19,869 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 122,964 983,634 SH   DFND 17 816,189 0 167,445
AVAGO TECHNOLOGIES LTD SHS Y0486S104 13,276 106,200 SH   DFND 20 106,200 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 12,297 98,366 SH   DFND 21 88,011 0 10,355
AVAGO TECHNOLOGIES LTD PUT Y0486S954 3,125 25,000 SH Put DFND 21 25,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 69 9,300 SH   DFND 17 9,300 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 583 78,604 SH   DFND 21 58,706 0 19,898
FLEXTRONICS INTL LTD ORD Y2573F102 2,124 201,482 SH   DFND 17 201,482 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 31,720 3,009,460 SH   DFND 21 2,399,394 0 610,066
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 4,686 319,419 SH   DFND 3 319,419 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 273 77,592 SH   DFND 21 77,592 0 0
OCEAN RIG UDW INC SHS Y64354205 105 49,107 SH   DFND 21 0 0 49,107
SCORPIO TANKERS INC SHS Y7542C106 443 48,345 SH   DFND 17 48,345 0 0
TEEKAY TANKERS LTD CL A Y8565N102 10,263 1,487,329 SH   DFND 17 1,487,329 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,412 204,616 SH   DFND 21 119,167 0 85,449