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 5,923 259,562 SH   DFND 20 259,562 0 0
ACCO BRANDS CORP COM 00081T108 31 2,970 SH   DFND 17 2,970 0 0
ACCO BRANDS CORP COM 00081T108 664 64,252 SH   DFND 21 64,252 0 0
AFLAC INC COM 001055102 14 200 SH   DFND 3 200 0 0
AFLAC INC COM 001055102 685 9,494 SH   DFND 4 9,494 0 0
AFLAC INC COM 001055102 661 9,157 SH   DFND 17 9,157 0 0
AFLAC INC COM 001055102 4,411 61,130 SH   DFND 21 55,451 0 5,679
AFLAC INC CALL 001055902 3,110 43,100 SH Call DFND 4 43,100 0 0
AFLAC INC PUT 001055952 28,207 390,900 SH Put DFND 4 390,900 0 0
AGCO CORP COM 001084102 58,785 1,247,300 SH   DFND 17 1,237,700 0 9,600
AGL RES INC COM 001204106 1,389 21,049 SH   DFND 17 21,049 0 0
AGL RES INC COM 001204106 32,314 489,834 SH   DFND 21 489,834 0 0
AG MTG INVT TR INC COM 001228105 1,591 110,155 SH   DFND 17 28,055 0 82,100
AG MTG INVT TR INC COM 001228105 2,263 156,725 SH   DFND 21 92,672 0 64,053
AES CORP COM 00130H105 171 13,725 SH   DFND 17 0 0 13,725
AES CORP COM 00130H105 228 18,273 SH   DFND 21 18,273 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 2,802 2,500,000 PRN   DFND 17 2,500,000 0 0
AK STL HLDG CORP COM 001547108 5,825 1,250,000 SH   DFND 4 1,250,000 0 0
AK STL HLDG CORP COM 001547108 527 113,110 SH   DFND 17 71,310 0 41,800
AMC NETWORKS INC CL A 00164V103 10,495 173,706 SH   DFND 17 141,996 0 31,710
AMC NETWORKS INC CL A 00164V103 3,779 62,552 SH   DFND 21 50,000 0 12,552
AMC ENTMT HLDGS INC CL A COM 00165C104 1,488 53,906 SH   DFND 17 32,676 0 21,230
AMN HEALTHCARE SERVICES INC COM 001744101 13,240 331,252 SH   DFND 17 289,536 0 41,716
AMN HEALTHCARE SERVICES INC COM 001744101 646 16,162 SH   DFND 21 13,412 0 2,750
ANI PHARMACEUTICALS INC COM 00182C103 10,834 194,090 SH   DFND 17 174,896 0 19,194
ANI PHARMACEUTICALS INC COM 00182C103 212 3,800 SH   DFND 21 3,800 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 7,028 6,500,000 PRN   DFND 17 6,500,000 0 0
AT&T INC COM 00206R102 298,422 6,906,326 SH   DFND 3 6,899,526 0 6,800
AT&T INC COM 00206R102 13,689 316,812 SH   DFND 4 316,812 0 0
AT&T INC COM 00206R102 195,198 4,517,429 SH   DFND 17 3,616,673 0 900,756
AT&T INC COM 00206R102 263,267 6,092,740 SH   DFND 21 3,855,859 0 2,236,881
AT&T INC COM 00206R102 489 11,326 SH   DFND 25 11,326 0 0
AT&T INC CALL 00206R902 49,687 1,149,900 SH Call DFND 4 1,149,900 0 0
AT&T INC PUT 00206R952 157,233 3,638,800 SH Put DFND 4 3,638,800 0 0
A10 NETWORKS INC COM 002121101 397 61,335 SH   DFND 17 1,555 0 59,780
AU OPTRONICS CORP SPONSORED ADR 002255107 125 35,719 SH   DFND 17 35,719 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 1,285 368,090 SH   DFND 21 368,090 0 0
AVX CORP NEW COM 002444107 13,432 989,097 SH   DFND 3 921,197 0 67,900
AVX CORP NEW COM 002444107 43 3,201 SH   DFND 17 3,201 0 0
AARONS INC COM PAR $0.50 002535300 623 28,482 SH   DFND 21 7,113 0 21,369
ABBOTT LABS COM 002824100 4,339 110,378 SH   DFND 4 110,378 0 0
ABBOTT LABS COM 002824100 4,692 119,358 SH   DFND 17 56,848 0 62,510
ABBOTT LABS COM 002824100 2,820 71,736 SH   DFND 21 54,200 0 17,536
ABBOTT LABS CALL 002824900 6,482 164,900 SH Call DFND 4 164,900 0 0
ABBOTT LABS PUT 002824950 36,322 924,000 SH Put DFND 4 924,000 0 0
ABBOTT LABS PUT 002824950 9,120 232,000 SH Put DFND 21 232,000 0 0
ABBVIE INC COM 00287Y109 155,404 2,510,161 SH   DFND 3 2,507,361 0 2,800
ABBVIE INC COM 00287Y109 6,834 110,379 SH   DFND 4 110,379 0 0
ABBVIE INC COM 00287Y109 292,555 4,725,485 SH   DFND 17 4,230,346 0 495,139
ABBVIE INC COM 00287Y109 214,600 3,466,325 SH   DFND 21 3,029,932 0 436,393
ABBVIE INC COM 00287Y109 341 5,500 SH   DFND 24 5,500 0 0
ABBVIE INC CALL 00287Y909 16,914 273,200 SH Call DFND 4 273,200 0 0
ABBVIE INC PUT 00287Y959 97,843 1,580,400 SH Put DFND 4 1,580,400 0 0
ABERCROMBIE & FITCH CO CL A 002896207 593 33,313 SH   DFND 4 33,313 0 0
ABIOMED INC COM 003654100 12,419 113,638 SH   DFND 17 81,956 0 31,682
ABIOMED INC COM 003654100 60 550 SH   DFND 21 0 0 550
ACADIA HEALTHCARE COMPANY IN COM 00404A109 11,966 215,987 SH   DFND 17 189,870 0 26,117
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,186 21,400 SH   DFND 21 17,589 0 3,811
ACADIA PHARMACEUTICALS INC COM 004225108 3,439 105,946 SH   DFND 17 105,946 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 844 26,000 SH   DFND 24 26,000 0 0
ACETO CORP COM 004446100 4,242 193,802 SH   DFND 17 188,592 0 5,210
ACTIVISION BLIZZARD INC COM 00507V109 115,399 2,911,916 SH   DFND 17 2,011,442 0 900,474
ACTIVISION BLIZZARD INC COM 00507V109 38,227 964,600 SH   DFND 20 964,600 0 0
ACTIVISION BLIZZARD INC COM 00507V109 53,228 1,343,113 SH   DFND 21 984,673 0 358,440
ACTIVISION BLIZZARD INC COM 00507V109 119 3,009 SH   DFND 25 3,009 0 0
ACTIVISION BLIZZARD INC CALL 00507V909 2,865 72,300 SH Call DFND 4 72,300 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 15,182 383,100 SH Put DFND 4 383,100 0 0
ACUITY BRANDS INC COM 00508Y102 20,552 82,884 SH   DFND 17 76,083 0 6,801
ACUITY BRANDS INC COM 00508Y102 6,520 26,295 SH   DFND 21 23,222 0 3,073
ACUITY BRANDS INC COM 00508Y102 11,431 46,099 SH   DFND 24 46,099 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 552 36,476 SH   DFND 17 34,140 0 2,336
ADEPTUS HEALTH INC CL A 006855100 195 3,768 SH   DFND 17 3,768 0 0
ADEPTUS HEALTH INC CL A 006855100 734 14,216 SH   DFND 21 13,199 0 1,017
ADOBE SYS INC COM 00724F101 6,207 64,802 SH   DFND 4 64,802 0 0
ADOBE SYS INC COM 00724F101 51,295 535,491 SH   DFND 17 414,070 0 121,421
ADOBE SYS INC CALL 00724F901 7,184 75,000 SH Call DFND 4 75,000 0 0
ADOBE SYS INC PUT 00724F951 57,551 600,800 SH Put DFND 4 600,800 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 12,168 75,281 SH   DFND 17 60,741 0 14,540
ADVANCE AUTO PARTS INC COM 00751Y106 7,813 48,337 SH   DFND 21 48,337 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 481 86,117 SH   DFND 17 86,117 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 3,568 639,447 SH   DFND 21 639,447 0 0
ADVAXIS INC COM NEW 007624208 1,503 185,813 SH   DFND 17 181,207 0 4,606
ADVANTAGE OIL & GAS LTD COM 00765F101 161 28,914 SH   DFND 21 28,914 0 0
AECOM COM 00766T100 2,642 83,164 SH   DFND 21 4,225 0 78,939
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 16,240 28,680,000 PRN   DFND 17 28,680,000 0 0
AEGON N V NY REGISTRY SH 007924103 4,891 1,219,643 SH   DFND 17 1,219,643 0 0
ADVANCED ENERGY INDS COM 007973100 2,061 54,305 SH   DFND 17 34,150 0 20,155
ADVANCED ENERGY INDS COM 007973100 799 21,045 SH   DFND 21 21,045 0 0
AEROVIRONMENT INC COM 008073108 946 34,046 SH   DFND 17 34,046 0 0
AES TR III PFD CV 6.75% 00808N202 35,867 688,955 SH   DFND 17 688,955 0 0
AETNA INC NEW COM 00817Y108 35,767 292,859 SH   DFND 17 173,794 0 119,065
AETNA INC NEW COM 00817Y108 156,437 1,280,905 SH   DFND 21 954,742 0 326,163
AETNA INC NEW COM 00817Y108 513 4,200 SH   DFND 24 4,200 0 0
AETNA INC NEW COM 00817Y108 295 2,412 SH   DFND 25 2,412 0 0
AETNA INC NEW CALL 00817Y908 6,461 52,900 SH Call DFND 4 52,900 0 0
AETNA INC NEW PUT 00817Y958 45,567 373,100 SH Put DFND 4 373,100 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4,645 33,000 SH   DFND 21 33,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 415 9,362 SH   DFND 17 9,362 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 96,870 2,183,734 SH   DFND 21 1,743,858 0 439,876
AGILENT TECHNOLOGIES INC COM 00846U101 373 8,400 SH   DFND 24 8,400 0 0
AGENUS INC COM NEW 00847G705 502 123,875 SH   DFND 17 115,826 0 8,049
AGIOS PHARMACEUTICALS INC COM 00847X104 325 7,769 SH   DFND 17 7,769 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 163 3,900 SH   DFND 24 3,900 0 0
AGRIUM INC COM 008916108 6,219 69,100 SH   DFND 3 69,100 0 0
AGRIUM INC COM 008916108 5,518 61,303 SH   DFND 17 61,303 0 0
AGRIUM INC COM 008916108 5,291 58,787 SH   DFND 21 47,196 0 11,591
AIR METHODS CORP COM PAR $.06 009128307 421 11,742 SH   DFND 21 9,622 0 2,120
AIR LEASE CORP CL A 00912X302 5,210 194,556 SH   DFND 17 65,277 0 129,279
AIR LEASE CORP CL A 00912X302 28,634 1,069,217 SH   DFND 21 907,627 0 161,590
AIR LEASE CORP CL A 00912X302 31 1,166 SH   DFND 25 1,166 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 16,662 13,885,000 PRN   DFND 17 11,705,000 0 2,180,000
AIR PRODS & CHEMS INC COM 009158106 2,954 20,800 SH   DFND 4 20,800 0 0
AIR PRODS & CHEMS INC CALL 009158906 4,261 30,000 SH Call DFND 4 30,000 0 0
AIR PRODS & CHEMS INC PUT 009158956 30,894 217,500 SH Put DFND 4 217,500 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 3,284 253,413 SH   DFND 17 212,013 0 41,400
AIR TRANSPORT SERVICES GRP I COM 00922R105 167 12,867 SH   DFND 21 12,867 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 979 360,000 PRN   DFND 17 360,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 25,406 454,248 SH   DFND 17 424,707 0 29,541
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 54,994 56,695,000 PRN   DFND 17 56,285,000 0 410,000
AKORN INC COM 009728106 933 32,758 SH   DFND 21 32,758 0 0
ALASKA AIR GROUP INC COM 011659109 17,632 302,484 SH   DFND 17 218,218 0 84,266
ALASKA AIR GROUP INC COM 011659109 53,447 916,919 SH   DFND 21 678,720 0 238,199
ALASKA AIR GROUP INC COM 011659109 132 2,266 SH   DFND 25 2,266 0 0
ALBANY MOLECULAR RESH INC COM 012423109 5,179 385,351 SH   DFND 17 340,668 0 44,683
ALCOA INC COM 013817101 6,468 697,781 SH   DFND 17 697,781 0 0
ALCOA INC COM 013817101 13,730 1,481,167 SH   DFND 21 1,481,167 0 0
ALCOA INC COM 013817101 464 50,000 SH   DFND 24 50,000 0 0
ALCOA INC DEP SHS 1/10TH 013817309 56,321 1,713,440 SH   DFND 17 1,665,020 0 48,420
ALDER BIOPHARMACEUTICALS INC COM 014339105 1,345 53,867 SH   DFND 17 53,867 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 157 6,300 SH   DFND 24 6,300 0 0
ALERE INC COM 01449J105 10,268 246,352 SH   DFND 4 246,352 0 0
ALERE INC COM 01449J105 9,990 239,674 SH   DFND 21 239,674 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 10,189 98,429 SH   DFND 4 98,429 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 20,613 199,118 SH   DFND 17 159,877 0 39,241
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 197 1,900 SH   DFND 21 0 0 1,900
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 36,927 1,082,900 SH   DFND 17 1,082,900 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 17,367 148,738 SH   DFND 4 148,738 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 74,601 638,924 SH   DFND 17 513,959 0 124,965
ALEXION PHARMACEUTICALS INC COM 015351109 533 4,565 SH   DFND 21 2,133 0 2,432
ALEXION PHARMACEUTICALS INC COM 015351109 12,832 109,900 SH   DFND 24 109,900 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 2,697 23,100 SH Call DFND 4 23,100 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 27,579 236,200 SH Put DFND 4 236,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 117,586 1,478,513 SH   DFND 17 1,289,758 0 188,755
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 107,725 1,354,783 SH   DFND 20 1,311,037 0 43,746
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,784 85,306 SH   DFND 21 85,306 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,533 57,000 SH   DFND 24 57,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 795 10,000 SH   DFND 25 10,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 5,250 5,000,000 PRN   DFND 17 5,000,000 0 0
ALLETE INC COM NEW 018522300 44,575 689,700 SH   DFND 3 672,100 0 17,600
ALLETE INC COM NEW 018522300 150 2,320 SH   DFND 17 2,320 0 0
ALLETE INC COM NEW 018522300 556 8,603 SH   DFND 21 8,603 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 134 685 SH   DFND 17 100 0 585
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,153 10,990 SH   DFND 21 10,990 0 0
ALLIANCE ONE INTL INC COM NEW 018772301 5,584 362,614 SH   DFND 4 362,614 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 23,733 1,505,900 SH   DFND 3 1,472,900 0 33,000
ALLIANT ENERGY CORP COM 018802108 262 6,600 SH   DFND 21 6,600 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 32,988 1,415,792 SH   DFND 3 1,391,804 0 23,988
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 16 1,270 SH   DFND 17 1,270 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 124 9,800 SH   DFND 21 0 0 9,800
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 52,246 52,040,000 PRN   DFND 17 49,265,000 0 2,775,000
ALLSTATE CORP COM 020002101 11,003 157,300 SH   DFND 3 157,300 0 0
ALLSTATE CORP COM 020002101 52,463 750,000 SH   DFND 4 750,000 0 0
ALLSTATE CORP COM 020002101 21,977 314,181 SH   DFND 17 219,581 0 94,600
ALLSTATE CORP COM 020002101 52,997 757,644 SH   DFND 21 689,252 0 68,392
ALLSTATE CORP CALL 020002901 3,959 56,600 SH Call DFND 4 56,600 0 0
ALLSTATE CORP PUT 020002951 22,573 322,700 SH Put DFND 4 322,700 0 0
ALLY FINL INC COM 02005N100 72,731 4,260,730 SH   DFND 4 4,260,730 0 0
ALLY FINL INC COM 02005N100 1,239 72,571 SH   DFND 17 72,571 0 0
ALLY FINL INC COM 02005N100 16,472 964,985 SH   DFND 21 442,597 0 522,388
ALMOST FAMILY INC COM 020409108 56 1,311 SH   DFND 17 1,311 0 0
ALMOST FAMILY INC COM 020409108 921 21,613 SH   DFND 21 15,057 0 6,556
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,392 61,133 SH   DFND 17 55,668 0 5,465
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,747 31,490 SH   DFND 24 31,490 0 0
ALON USA ENERGY INC COM 020520102 196 30,197 SH   DFND 17 25,555 0 4,642
ALON USA ENERGY INC COM 020520102 1,887 291,155 SH   DFND 21 184,803 0 106,352
ALON USA ENERGY INC COM 020520102 8 1,208 SH   DFND 25 1,208 0 0
ALPHABET INC CAP STK CL C 02079K107 73,878 106,745 SH   DFND 4 106,745 0 0
ALPHABET INC CAP STK CL C 02079K107 163,772 236,630 SH   DFND 17 174,262 0 62,368
ALPHABET INC CAP STK CL C 02079K107 131,353 189,789 SH   DFND 21 142,641 0 47,148
ALPHABET INC CAP STK CL C 02079K107 123 178 SH   DFND 25 178 0 0
ALPHABET INC CAP STK CL A 02079K305 96,182 136,713 SH   DFND 4 136,713 0 0
ALPHABET INC CAP STK CL A 02079K305 465,345 661,443 SH   DFND 17 569,969 0 91,474
ALPHABET INC CAP STK CL A 02079K305 9,958 14,155 SH   DFND 20 14,155 0 0
ALPHABET INC CAP STK CL A 02079K305 183,924 261,430 SH   DFND 21 173,655 0 87,775
ALPHABET INC CAP STK CL A 02079K305 127 181 SH   DFND 25 181 0 0
ALPHABET INC CALL 02079K905 41,860 59,500 SH Call DFND 4 59,500 0 0
ALPHABET INC CALL 02079K907 27,130 39,200 SH Call DFND 4 39,200 0 0
ALPHABET INC PUT 02079K955 379,977 540,100 SH Put DFND 4 540,100 0 0
ALPHABET INC PUT 02079K957 321,204 464,100 SH Put DFND 4 464,100 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 338 36,800 SH   DFND 17 0 0 36,800
ALTRIA GROUP INC COM 02209S103 8,523 123,600 SH   DFND 3 123,600 0 0
ALTRIA GROUP INC COM 02209S103 2,136 30,968 SH   DFND 4 30,968 0 0
ALTRIA GROUP INC COM 02209S103 34,960 506,963 SH   DFND 17 313,501 0 193,462
ALTRIA GROUP INC COM 02209S103 192,759 2,795,222 SH   DFND 21 2,269,960 0 525,262
ALTRIA GROUP INC COM 02209S103 367 5,322 SH   DFND 25 5,322 0 0
ALTRIA GROUP INC CALL 02209S903 14,475 209,900 SH Call DFND 4 209,900 0 0
ALTRIA GROUP INC PUT 02209S953 152,864 2,216,700 SH Put DFND 4 2,216,700 0 0
ALZA CORP SDCV 7/2 02261WAB5 1,895 1,180,000 PRN   DFND 17 1,180,000 0 0
AMAZON COM INC COM 023135106 27,737 38,760 SH   DFND 4 38,760 0 0
AMAZON COM INC COM 023135106 693,467 969,044 SH   DFND 17 773,370 0 195,674
AMAZON COM INC COM 023135106 159,796 223,297 SH   DFND 21 177,628 0 45,669
AMAZON COM INC COM 023135106 233 326 SH   DFND 25 326 0 0
AMAZON COM INC CALL 023135906 38,357 53,600 SH Call DFND 4 53,600 0 0
AMAZON COM INC PUT 023135956 411,982 575,700 SH Put DFND 4 575,700 0 0
AMBAC FINL GROUP INC COM NEW 023139884 191 11,630 SH   DFND 21 11,630 0 0
AMBER RD INC COM 02318Y108 3,535 458,446 SH   DFND 17 446,332 0 12,114
AMBEV SA SPONSORED ADR 02319V103 13,563 2,294,879 SH   DFND 21 2,294,879 0 0
AMBEV SA SPONSORED ADR 02319V103 431 73,000 SH   DFND 24 73,000 0 0
AMERCO COM 023586100 4,758 12,704 SH   DFND 17 1,133 0 11,571
AMERCO COM 023586100 14,543 38,827 SH   DFND 21 11,669 0 27,158
AMEREN CORP COM 023608102 990 18,481 SH   DFND 4 18,481 0 0
AMEREN CORP COM 023608102 29,440 549,457 SH   DFND 17 407,234 0 142,223
AMEREN CORP COM 023608102 66,573 1,242,489 SH   DFND 21 884,896 0 357,593
AMEREN CORP COM 023608102 216 4,040 SH   DFND 25 4,040 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 169 30,890 SH   DFND 17 30,890 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 53,694 4,379,603 SH   DFND 3 3,382,610 0 996,993
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 11,679 952,582 SH   DFND 17 952,582 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,101 252,901 SH   DFND 21 244,104 0 8,797
AMERICAN AIRLS GROUP INC COM 02376R102 8,259 291,733 SH   DFND 4 291,733 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 615 21,740 SH   DFND 17 20,112 0 1,628
AMERICAN AIRLS GROUP INC COM 02376R102 12,869 454,580 SH   DFND 21 327,616 0 126,964
AMERICAN AIRLS GROUP INC COM 02376R102 12 424 SH   DFND 25 424 0 0
AMERICAN AIRLS GROUP INC CALL 02376R902 2,689 95,000 SH Call DFND 4 95,000 0 0
AMERICAN AIRLS GROUP INC PUT 02376R952 15,542 549,000 SH Put DFND 4 549,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 365 25,210 SH   DFND 17 4,710 0 20,500
AMERICAN AXLE & MFG HLDGS IN COM 024061103 139 9,609 SH   DFND 21 0 0 9,609
AMERICAN CAMPUS CMNTYS INC COM 024835100 9,871 186,712 SH   DFND 4 186,712 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 5,984 113,190 SH   DFND 17 93,415 0 19,775
AMERICAN CAPITAL AGENCY CORP COM 02503X105 63,497 3,203,670 SH   DFND 4 3,203,670 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 682 34,404 SH   DFND 17 32,309 0 2,095
AMERICAN CAPITAL AGENCY CORP COM 02503X105 3,204 161,638 SH   DFND 21 70,975 0 90,663
AMERICAN CAP MTG INVT CORP COM 02504A104 1,847 117,002 SH   DFND 17 29,472 0 87,530
AMERICAN CAP MTG INVT CORP COM 02504A104 826 52,328 SH   DFND 21 41,248 0 11,080
AMERICAN ELEC PWR INC COM 025537101 168,777 2,408,005 SH   DFND 3 2,405,405 0 2,600
AMERICAN ELEC PWR INC COM 025537101 1,312 18,712 SH   DFND 4 18,712 0 0
AMERICAN ELEC PWR INC COM 025537101 80,161 1,143,685 SH   DFND 17 1,023,780 0 119,905
AMERICAN ELEC PWR INC COM 025537101 89,739 1,280,344 SH   DFND 21 813,363 0 466,981
AMERICAN ELEC PWR INC COM 025537101 330 4,712 SH   DFND 25 4,712 0 0
AMERICAN ELEC PWR INC CALL 025537901 4,472 63,800 SH Call DFND 4 63,800 0 0
AMERICAN ELEC PWR INC PUT 025537951 20,992 299,500 SH Put DFND 4 299,500 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 969 60,849 SH   DFND 17 53,338 0 7,511
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 11,417 716,669 SH   DFND 21 505,019 0 211,650
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 31 1,955 SH   DFND 25 1,955 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,431 100,403 SH   DFND 17 100,403 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 60 4,200 SH   DFND 21 4,200 0 0
AMERICAN EXPRESS CO COM 025816109 14,145 232,807 SH   DFND 4 232,807 0 0
AMERICAN EXPRESS CO COM 025816109 353 5,802 SH   DFND 17 5,802 0 0
AMERICAN EXPRESS CO COM 025816109 89,671 1,475,825 SH   DFND 21 1,197,013 0 278,812
AMERICAN EXPRESS CO CALL 025816909 6,641 109,300 SH Call DFND 4 109,300 0 0
AMERICAN EXPRESS CO PUT 025816959 49,598 816,300 SH Put DFND 4 816,300 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 55,629 752,450 SH   DFND 3 736,550 0 15,900
AMERICAN FINL GROUP INC OHIO COM 025932104 10,207 138,058 SH   DFND 17 65,766 0 72,292
AMERICAN FINL GROUP INC OHIO COM 025932104 23,832 322,362 SH   DFND 21 184,589 0 137,773
AMERICAN FINL GROUP INC OHIO COM 025932104 21 290 SH   DFND 25 290 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 13,680 258,645 SH   DFND 4 258,645 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,388 64,062 SH   DFND 17 64,062 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 32,900 622,052 SH   DFND 21 622,052 0 0
AMERICAN INTL GROUP INC CALL 026874904 9,462 178,900 SH Call DFND 4 178,900 0 0
AMERICAN INTL GROUP INC PUT 026874954 42,375 801,200 SH Put DFND 4 801,200 0 0
AMERICAN NATL INS CO COM 028591105 142 1,259 SH   DFND 4 1,259 0 0
AMERICAN NATL INS CO COM 028591105 2,144 18,947 SH   DFND 21 16,039 0 2,908
AMERICAN RAILCAR INDS INC COM 02916P103 3,509 88,898 SH   DFND 17 49,853 0 39,045
AMERICAN RAILCAR INDS INC COM 02916P103 8,428 213,525 SH   DFND 21 188,490 0 25,035
AMERICAN RAILCAR INDS INC COM 02916P103 27 679 SH   DFND 25 679 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1,484 1,500,000 PRN   DFND 4 1,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 18,646 164,119 SH   DFND 4 164,119 0 0
AMERICAN TOWER CORP NEW COM 03027X100 27,092 238,465 SH   DFND 17 181,309 0 57,156
AMERICAN TOWER CORP NEW COM 03027X100 12,623 111,108 SH   DFND 21 111,108 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 103,840 923,020 SH   DFND 17 858,310 0 64,710
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 84,982 756,605 SH   DFND 17 718,435 0 38,170
AMERICAN TOWER CORP NEW CALL 03027X900 8,771 77,200 SH Call DFND 4 77,200 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 54,294 477,900 SH Put DFND 4 477,900 0 0
AMERICAN VANGUARD CORP COM 030371108 3,897 257,898 SH   DFND 17 250,691 0 7,207
AMERICAN WTR WKS CO INC NEW COM 030420103 49,452 585,160 SH   DFND 17 585,160 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 23,002 272,178 SH   DFND 21 261,434 0 10,744
AMERICAN WTR WKS CO INC NEW COM 030420103 14,451 171,000 SH   DFND 24 171,000 0 0
AMERICAN WOODMARK CORP COM 030506109 6,260 94,298 SH   DFND 17 94,298 0 0
AMERISAFE INC COM 03071H100 15,419 251,855 SH   DFND 17 198,155 0 53,700
AMERISAFE INC COM 03071H100 961 15,692 SH   DFND 21 6,802 0 8,890
AMERISOURCEBERGEN CORP COM 03073E105 990 12,486 SH   DFND 4 12,486 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,969 138,289 SH   DFND 17 132,837 0 5,452
AMERISOURCEBERGEN CORP COM 03073E105 28,386 357,864 SH   DFND 21 290,057 0 67,807
AMERISOURCEBERGEN CORP COM 03073E105 66 827 SH   DFND 25 827 0 0
AMERISOURCEBERGEN CORP CALL 03073E905 563 7,100 SH Call DFND 4 7,100 0 0
AMERISOURCEBERGEN CORP PUT 03073E955 4,029 50,800 SH Put DFND 4 50,800 0 0
AMERIPRISE FINL INC COM 03076C106 120,746 1,343,864 SH   DFND 3 1,341,964 0 1,900
AMERIPRISE FINL INC COM 03076C106 41,726 464,401 SH   DFND 17 464,401 0 0
AMERIPRISE FINL INC COM 03076C106 18,161 202,129 SH   DFND 21 188,278 0 13,851
AMERIPRISE FINL INC PUT 03076C956 216 2,400 SH Put DFND 4 2,400 0 0
AMERIS BANCORP COM 03076K108 17,085 575,247 SH   DFND 17 490,672 0 84,575
AMERIS BANCORP COM 03076K108 135 4,550 SH   DFND 21 0 0 4,550
AMERIGAS PARTNERS L P UNIT L P INT 030975106 40,984 877,600 SH   DFND 3 852,200 0 25,400
AMETEK INC NEW COM 031100100 32,019 692,598 SH   DFND 17 474,386 0 218,212
AMETEK INC NEW COM 031100100 84,515 1,828,133 SH   DFND 21 1,600,820 0 227,313
AMETEK INC NEW COM 031100100 5,657 122,372 SH   DFND 24 122,372 0 0
AMGEN INC COM 031162100 23,265 152,909 SH   DFND 4 152,909 0 0
AMGEN INC COM 031162100 251,195 1,650,969 SH   DFND 17 1,510,192 0 140,777
AMGEN INC COM 031162100 191,637 1,259,526 SH   DFND 21 871,810 0 387,716
AMGEN INC COM 031162100 14,454 95,000 SH   DFND 24 95,000 0 0
AMGEN INC COM 031162100 373 2,450 SH   DFND 25 2,450 0 0
AMGEN INC CALL 031162900 15,154 99,600 SH Call DFND 4 99,600 0 0
AMGEN INC PUT 031162950 136,083 894,400 SH Put DFND 4 894,400 0 0
AMPHENOL CORP NEW CL A 032095101 605 10,549 SH   DFND 4 10,549 0 0
AMPHENOL CORP NEW CL A 032095101 67,318 1,174,220 SH   DFND 17 1,162,220 0 12,000
AMPHENOL CORP NEW CL A 032095101 57,020 994,593 SH   DFND 21 748,699 0 245,894
AMPHENOL CORP NEW CALL 032095901 980 17,100 SH Call DFND 4 17,100 0 0
AMPHENOL CORP NEW PUT 032095951 10,864 189,500 SH Put DFND 4 189,500 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,516 94,014 SH   DFND 17 94,014 0 0
AMPLIFY SNACK BRANDS COM 03211L102 3,285 222,695 SH   DFND 17 222,695 0 0
AMSURG CORP COM 03232P405 25,103 323,737 SH   DFND 17 242,649 0 81,088
AMSURG CORP COM 03232P405 21,859 281,911 SH   DFND 21 151,270 0 130,641
AMSURG CORP COM 03232P405 43 557 SH   DFND 25 557 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 37,915 262,750 SH   DFND 17 221,970 0 40,780
AMTRUST FINL SVCS INC COM 032359309 6,143 250,754 SH   DFND 17 248,246 0 2,508
AMTRUST FINL SVCS INC COM 032359309 29,214 1,192,416 SH   DFND 21 1,040,321 0 152,095
AMTRUST FINL SVCS INC COM 032359309 16 650 SH   DFND 25 650 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 31,216 41,547,000 PRN   DFND 17 37,616,000 0 3,931,000
ANADARKO PETE CORP COM 032511107 6,012 112,902 SH   DFND 4 112,902 0 0
ANADARKO PETE CORP COM 032511107 5,220 98,030 SH   DFND 17 98,030 0 0
ANADARKO PETE CORP COM 032511107 7,902 148,395 SH   DFND 21 148,395 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 10,246 279,500 SH   DFND 17 279,500 0 0
ANADARKO PETE CORP CALL 032511907 3,893 73,100 SH Call DFND 4 73,100 0 0
ANADARKO PETE CORP PUT 032511957 24,948 468,500 SH Put DFND 4 468,500 0 0
ANALOG DEVICES INC COM 032654105 1,574 27,791 SH   DFND 4 27,791 0 0
ANALOG DEVICES INC COM 032654105 512 9,043 SH   DFND 17 9,043 0 0
ANALOG DEVICES INC COM 032654105 3,638 64,236 SH   DFND 21 61,821 0 2,415
ANALOG DEVICES INC CALL 032654905 2,554 45,100 SH Call DFND 4 45,100 0 0
ANALOG DEVICES INC PUT 032654955 13,486 238,100 SH Put DFND 4 238,100 0 0
ANGIES LIST INC COM 034754101 483 74,130 SH   DFND 17 0 0 74,130
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 7,784 431,000 SH   DFND 17 431,000 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 18,978 1,050,829 SH   DFND 21 1,050,829 0 0
ANNALY CAP MGMT INC COM 035710409 758 68,452 SH   DFND 4 68,452 0 0
ANNALY CAP MGMT INC COM 035710409 8,466 764,755 SH   DFND 17 187,573 0 577,182
ANNALY CAP MGMT INC COM 035710409 11,271 1,018,117 SH   DFND 21 739,530 0 278,587
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 569 184,213 SH   DFND 17 172,333 0 11,880
ANTERO RES CORP COM 03674X106 7,081 272,545 SH   DFND 17 272,545 0 0
ANTERO RES CORP COM 03674X106 852 32,800 SH   DFND 24 32,800 0 0
ANTHEM INC COM 036752103 6,239 47,500 SH   DFND 3 47,500 0 0
ANTHEM INC COM 036752103 8,575 65,288 SH   DFND 4 65,288 0 0
ANTHEM INC COM 036752103 33,621 255,982 SH   DFND 17 168,268 0 87,714
ANTHEM INC COM 036752103 133,441 1,015,997 SH   DFND 21 743,136 0 272,861
ANTHEM INC COM 036752103 261 1,990 SH   DFND 25 1,990 0 0
ANTHEM INC UNIT 05/01/20188 036752202 177,142 3,960,250 SH   DFND 17 3,818,165 0 142,085
ANTHEM INC CALL 036752903 2,995 22,800 SH Call DFND 4 22,800 0 0
ANTHEM INC PUT 036752953 37,235 283,500 SH Put DFND 4 283,500 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 311 66,118 SH   DFND 17 66,118 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1,272 270,679 SH   DFND 21 108,496 0 162,183
APACHE CORP COM 037411105 2,748 49,354 SH   DFND 4 49,354 0 0
APACHE CORP COM 037411105 1,623 29,155 SH   DFND 17 29,155 0 0
APACHE CORP CALL 037411905 2,104 37,800 SH Call DFND 4 37,800 0 0
APACHE CORP PUT 037411955 16,690 299,800 SH Put DFND 4 299,800 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 11,472 259,789 SH   DFND 4 250,029 0 9,760
APOLLO INVT CORP COM 03761U106 176 31,704 SH   DFND 17 31,704 0 0
APOLLO INVT CORP COM 03761U106 440 79,390 SH   DFND 21 79,390 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 7,141 444,387 SH   DFND 17 198,585 0 245,802
APOLLO COML REAL EST FIN INC COM 03762U105 12,377 770,175 SH   DFND 21 413,721 0 356,454
APOLLO RESIDENTIAL MTG INC COM 03763V102 754 56,275 SH   DFND 17 15,823 0 40,452
APOLLO RESIDENTIAL MTG INC COM 03763V102 594 44,335 SH   DFND 21 44,335 0 0
APIGEE CORP COM 03765N108 3,564 291,630 SH   DFND 17 284,130 0 7,500
APPLE INC COM 037833100 141,545 1,480,597 SH   DFND 3 1,478,897 0 1,700
APPLE INC COM 037833100 146,748 1,535,025 SH   DFND 4 1,535,025 0 0
APPLE INC COM 037833100 609,860 6,379,288 SH   DFND 17 5,448,529 0 930,759
APPLE INC COM 037833100 572,688 5,990,456 SH   DFND 21 4,472,991 0 1,517,465
APPLE INC COM 037833100 86 900 SH   DFND 24 900 0 0
APPLE INC COM 037833100 787 8,236 SH   DFND 25 8,236 0 0
APPLE INC CALL 037833900 107,464 1,124,100 SH Call DFND 4 1,124,100 0 0
APPLE INC PUT 037833950 667,059 6,977,600 SH Put DFND 4 6,977,600 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,172 115,454 SH   DFND 17 0 0 115,454
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 548 29,112 SH   DFND 21 29,112 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 48,052 1,064,500 SH   DFND 3 1,039,400 0 25,100
APPLIED GENETIC TECHNOL CORP COM 03820J100 1,185 83,840 SH   DFND 17 20,245 0 63,595
APPLIED MATLS INC COM 038222105 113,883 4,751,064 SH   DFND 17 3,613,639 0 1,137,425
APPLIED MATLS INC COM 038222105 2,689 112,168 SH   DFND 21 73,866 0 38,302
APPLIED MATLS INC CALL 038222905 2,680 111,800 SH Call DFND 4 111,800 0 0
APPLIED MATLS INC PUT 038222955 13,773 574,600 SH Put DFND 4 574,600 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 229 20,558 SH   DFND 17 20,558 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 819 73,409 SH   DFND 21 73,409 0 0
APTARGROUP INC COM 038336103 2,822 35,659 SH   DFND 21 6,320 0 29,339
AQUA AMERICA INC COM 03836W103 16,316 457,550 SH   DFND 17 457,550 0 0
ARAMARK COM 03852U106 21,723 650,000 SH   DFND 4 650,000 0 0
ARAMARK COM 03852U106 7,554 226,020 SH   DFND 17 183,505 0 42,515
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 62,522 13,416,803 SH   DFND 4 13,416,803 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 21,614 4,638,170 SH   DFND 17 4,638,170 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,562 176,300 SH   DFND 3 176,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 49,321 1,149,937 SH   DFND 17 1,131,447 0 18,490
ARCHER DANIELS MIDLAND CO COM 039483102 29,937 697,985 SH   DFND 20 697,985 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 87,848 2,048,221 SH   DFND 21 1,601,433 0 446,788
ARCHER DANIELS MIDLAND CO COM 039483102 114 2,652 SH   DFND 25 2,652 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 2,548 59,400 SH Call DFND 4 59,400 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 15,187 354,100 SH Put DFND 4 354,100 0 0
ARCHROCK INC COM 03957W106 742 78,820 SH   DFND 17 39,265 0 39,555
ARCHROCK INC COM 03957W106 98 10,456 SH   DFND 21 10,456 0 0
ARGAN INC COM 04010E109 3,966 95,069 SH   DFND 17 92,734 0 2,335
ARGAN INC COM 04010E109 1,945 46,612 SH   DFND 21 13,951 0 32,661
ARES CAP CORP COM 04010L103 5,890 414,800 SH   DFND 3 414,800 0 0
ARES CAP CORP COM 04010L103 2,454 172,782 SH   DFND 21 0 0 172,782
ARES COML REAL ESTATE CORP COM 04013V108 1,021 83,110 SH   DFND 17 83,110 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 1,099 148,721 SH   DFND 17 132,191 0 16,530
ARISTA NETWORKS INC COM 040413106 5,202 80,795 SH   DFND 17 80,795 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 750 57,620 SH   DFND 17 20,453 0 37,167
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,169 89,825 SH   DFND 21 37,721 0 52,104
ARLINGTON ASSET INVT CORP CL A NEW 041356205 19 1,469 SH   DFND 25 1,469 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 683 49,675 SH   DFND 17 49,675 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 85 4,248 SH   DFND 17 4,248 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,573 78,648 SH   DFND 21 67,732 0 10,916
ARMSTRONG WORLD INDS INC NEW COM 04247X102 534 13,634 SH   DFND 4 13,634 0 0
ARROW ELECTRS INC COM 042735100 14,045 226,891 SH   DFND 17 140,034 0 86,857
ARROW ELECTRS INC COM 042735100 48,268 779,773 SH   DFND 21 434,049 0 345,724
ARROW ELECTRS INC COM 042735100 142 2,299 SH   DFND 25 2,299 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 39,754 1,436,200 SH   DFND 3 1,404,700 0 31,500
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 97 3,500 SH   DFND 21 3,500 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,891 35,855 SH   DFND 17 35,855 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 13,526 23,730,000 PRN   DFND 17 23,730,000 0 0
ASHLAND INC NEW COM 044209104 23,451 204,327 SH   DFND 17 201,242 0 3,085
ASHLAND INC NEW COM 044209104 1,514 13,192 SH   DFND 21 7,720 0 5,472
ASSOCIATED BANC CORP COM 045487105 292 17,051 SH   DFND 21 17,051 0 0
ASSURANT INC COM 04621X108 6,749 78,200 SH   DFND 3 78,200 0 0
ASSURANT INC COM 04621X108 712 8,249 SH   DFND 4 8,249 0 0
ASSURANT INC COM 04621X108 2,848 33,002 SH   DFND 17 33,002 0 0
ASSURANT INC COM 04621X108 36,312 420,721 SH   DFND 21 420,721 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 6,588 218,227 SH   DFND 17 218,227 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,527 36,867 SH   DFND 17 21,786 0 15,081
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,849 92,930 SH   DFND 21 60,040 0 32,890
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 49 1,192 SH   DFND 25 1,192 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 39,323 40,855,000 PRN   DFND 17 35,210,000 0 5,645,000
ATMOS ENERGY CORP COM 049560105 7,691 94,583 SH   DFND 17 36,483 0 58,100
ATMOS ENERGY CORP COM 049560105 24,510 301,399 SH   DFND 21 277,662 0 23,737
ATRICURE INC COM 04963C209 2,760 195,298 SH   DFND 17 189,922 0 5,376
ATWOOD OCEANICS INC COM 050095108 2,359 188,422 SH   DFND 17 17,122 0 171,300
ATWOOD OCEANICS INC COM 050095108 1,802 143,953 SH   DFND 21 139,329 0 4,624
AUTOBYTEL INC COM NEW 05275N205 4,139 298,426 SH   DFND 17 289,133 0 9,293
AUTOMATIC DATA PROCESSING IN COM 053015103 58,406 635,750 SH   DFND 17 463,993 0 171,757
AUTOMATIC DATA PROCESSING IN COM 053015103 239 2,600 SH   DFND 21 2,600 0 0
AUTOMATIC DATA PROCESSING IN CALL 053015903 5,475 59,600 SH Call DFND 4 59,600 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 39,504 430,000 SH Put DFND 4 430,000 0 0
AUTONATION INC COM 05329W102 602 12,820 SH   DFND 17 12,820 0 0
AUTONATION INC COM 05329W102 7,292 155,221 SH   DFND 21 155,221 0 0
AUTOZONE INC COM 053332102 604 761 SH   DFND 17 761 0 0
AUTOZONE INC COM 053332102 14,176 17,858 SH   DFND 21 14,040 0 3,818
AUTOZONE INC CALL 053332902 1,746 2,200 SH Call DFND 4 2,200 0 0
AUTOZONE INC PUT 053332952 20,084 25,300 SH Put DFND 4 25,300 0 0
AVALONBAY CMNTYS INC COM 053484101 28,279 156,766 SH   DFND 4 153,856 0 2,910
AVALONBAY CMNTYS INC COM 053484101 3,892 21,575 SH   DFND 17 21,575 0 0
AVALONBAY CMNTYS INC COM 053484101 35,190 195,078 SH   DFND 21 195,078 0 0
AVALONBAY CMNTYS INC CALL 053484901 4,203 23,300 SH Call DFND 4 23,300 0 0
AVALONBAY CMNTYS INC PUT 053484951 27,997 155,200 SH Put DFND 4 155,200 0 0
AVANGRID INC COM 05351W103 2,967 64,422 SH   DFND 21 64,422 0 0
AVERY DENNISON CORP COM 053611109 28 370 SH   DFND 3 370 0 0
AVERY DENNISON CORP COM 053611109 2,519 33,703 SH   DFND 17 9,803 0 23,900
AVERY DENNISON CORP COM 053611109 6,157 82,369 SH   DFND 21 75,955 0 6,414
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 27 4,450 SH   DFND 17 4,450 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 45 7,258 SH   DFND 21 0 0 7,258
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 6,299 9,000,000 PRN   DFND 17 9,000,000 0 0
AVINGER INC COM 053734109 968 81,149 SH   DFND 17 75,855 0 5,294
AVISTA CORP COM 05379B107 5,825 130,013 SH   DFND 17 18,337 0 111,676
AVISTA CORP COM 05379B107 9,117 203,501 SH   DFND 21 138,197 0 65,304
AVNET INC COM 053807103 5,885 145,280 SH   DFND 3 145,280 0 0
AVNET INC COM 053807103 7,494 184,982 SH   DFND 17 140,582 0 44,400
AVNET INC COM 053807103 20,461 505,075 SH   DFND 21 502,056 0 3,019
AVON PRODS INC COM 054303102 863 228,417 SH   DFND 4 228,417 0 0
AXIALL CORP COM 05463D100 12,114 371,496 SH   DFND 4 371,496 0 0
AXIALL CORP COM 05463D100 21,686 665,000 SH   DFND 21 665,000 0 0
AXSOME THERAPEUTICS INC COM 05464T104 899 119,240 SH   DFND 17 119,240 0 0
BB&T CORP COM 054937107 6,370 178,885 SH   DFND 3 178,885 0 0
BB&T CORP COM 054937107 1,149 32,260 SH   DFND 4 32,260 0 0
BB&T CORP COM 054937107 403 11,307 SH   DFND 17 11,307 0 0
BB&T CORP COM 054937107 2,371 66,576 SH   DFND 21 30,220 0 36,356
BB&T CORP CALL 054937907 2,090 58,700 SH Call DFND 4 58,700 0 0
BB&T CORP PUT 054937957 19,799 556,000 SH Put DFND 4 556,000 0 0
B & G FOODS INC NEW COM 05508R106 665 13,798 SH   DFND 17 13,798 0 0
B & G FOODS INC NEW COM 05508R106 3,861 80,101 SH   DFND 21 80,101 0 0
BCE INC COM NEW 05534B760 13,180 279,953 SH   DFND 17 158,880 0 121,073
BCE INC COM NEW 05534B760 47,440 1,007,702 SH   DFND 21 681,072 0 326,630
BCE INC COM NEW 05534B760 66 1,398 SH   DFND 25 1,398 0 0
BCE INC PUT 05534B950 942 20,000 SH Put DFND 21 20,000 0 0
BGC PARTNERS INC CL A 05541T101 3,145 361,092 SH   DFND 21 209,089 0 152,003
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 27,370 27,365,000 PRN   DFND 17 27,365,000 0 0
BP PLC CALL 055622904 71,020 2,000,000 SH Call DFND 21 2,000,000 0 0
BOFI HLDG INC COM 05566U108 4,010 226,450 SH   DFND 17 66,932 0 159,518
BOFI HLDG INC COM 05566U108 10,738 606,344 SH   DFND 21 583,531 0 22,813
BWX TECHNOLOGIES INC COM 05605H100 1,863 52,070 SH   DFND 17 27,790 0 24,280
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 7,771 529,025 SH   DFND 17 443,419 0 85,606
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 77 5,220 SH   DFND 21 1,470 0 3,750
BAIDU INC SPON ADR REP A 056752108 187 1,132 SH   DFND   1,132 0 0
BAIDU INC SPON ADR REP A 056752108 1,648 9,980 SH   DFND 17 6,435 0 3,545
BAIDU INC SPON ADR REP A 056752108 6,184 37,447 SH   DFND 20 33,007 0 4,440
BAIDU INC SPON ADR REP A 056752108 8,153 49,370 SH   DFND 21 49,370 0 0
BAIDU INC SPON ADR REP A 056752108 991 6,000 SH   DFND 24 6,000 0 0
BAKER HUGHES INC COM 057224107 4,523 100,223 SH   DFND 4 100,223 0 0
BAKER HUGHES INC COM 057224107 22,262 493,279 SH   DFND 17 493,279 0 0
BAKER HUGHES INC CALL 057224907 2,062 45,700 SH Call DFND 4 45,700 0 0
BAKER HUGHES INC PUT 057224957 22,962 508,800 SH Put DFND 4 508,800 0 0
BALL CORP COM 058498106 1,306 18,063 SH   DFND 17 18,063 0 0
BALL CORP COM 058498106 22,107 305,807 SH   DFND 21 305,807 0 0
BALL CORP PUT 058498956 4,446 61,500 SH Put DFND 21 61,500 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,807 231,322 SH   DFND 17 231,322 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,437 311,978 SH   DFND 21 311,978 0 0
BANCO DE CHILE SPONSORED ADR 059520106 269 4,284 SH   DFND 21 4,284 0 0
BANCO MACRO SA SPON ADR B 05961W105 374 5,041 SH   DFND 17 5,041 0 0
BANCO MACRO SA SPON ADR B 05961W105 629 8,473 SH   DFND 21 8,473 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 967 49,908 SH   DFND 17 49,908 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,721 88,845 SH   DFND 21 69,667 0 19,178
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 535 93,800 SH   DFND 17 0 0 93,800
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 369 64,651 SH   DFND 21 64,651 0 0
BANC OF CALIFORNIA INC COM 05990K106 25,574 1,412,951 SH   DFND 17 1,064,419 0 348,532
BANC OF CALIFORNIA INC COM 05990K106 592 32,698 SH   DFND 21 22,593 0 10,105
BANK AMER CORP COM 060505104 72,239 5,443,759 SH   DFND 4 5,443,759 0 0
BANK AMER CORP COM 060505104 46,862 3,531,426 SH   DFND 17 3,497,126 0 34,300
BANK AMER CORP COM 060505104 73,199 5,516,152 SH   DFND 21 4,807,806 0 708,346
BANK AMER CORP 7.25%CNV PFD L 060505682 137,724 115,250 SH   DFND 17 107,520 0 7,730
BANK AMER CORP CALL 060505904 15,807 1,191,200 SH Call DFND 4 1,191,200 0 0
BANK AMER CORP PUT 060505954 43,216 3,256,700 SH Put DFND 4 3,256,700 0 0
BANK MONTREAL QUE COM 063671101 4,763 75,569 SH   DFND 17 13,769 0 61,800
BANK MONTREAL QUE COM 063671101 37,748 598,865 SH   DFND 21 352,244 0 246,621
BANK NEW YORK MELLON CORP COM 064058100 6,068 156,200 SH   DFND 3 156,200 0 0
BANK NEW YORK MELLON CORP COM 064058100 5,131 132,075 SH   DFND 4 132,075 0 0
BANK NEW YORK MELLON CORP COM 064058100 12,152 312,783 SH   DFND 17 311,065 0 1,718
BANK NEW YORK MELLON CORP COM 064058100 35,202 906,101 SH   DFND 21 587,788 0 318,313
BANK NEW YORK MELLON CORP COM 064058100 17 445 SH   DFND 25 445 0 0
BANK NEW YORK MELLON CORP CALL 064058900 4,542 116,900 SH Call DFND 4 116,900 0 0
BANK NEW YORK MELLON CORP PUT 064058950 27,988 720,400 SH Put DFND 4 720,400 0 0
BANK N S HALIFAX COM 064149107 2,774 56,900 SH   DFND 17 0 0 56,900
BANK N S HALIFAX COM 064149107 22,214 455,683 SH   DFND 21 83,489 0 372,194
BARD C R INC COM 067383109 14 60 SH   DFND 3 60 0 0
BARD C R INC COM 067383109 3,552 15,106 SH   DFND 17 10,026 0 5,080
BARD C R INC COM 067383109 7,296 31,027 SH   DFND 21 28,901 0 2,126
BARD C R INC PUT 067383959 1,364 5,800 SH Put DFND 4 5,800 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 1,731 70,000 SH   DFND 17 70,000 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 67,266 2,720,000 SH   DFND 25 2,720,000 0 0
BARCLAYS BK PLC IPSP CROIL ETN 06738C786 393 62,800 SH   DFND   62,800 0 0
BARCLAYS PLC NOTE 8.250%12/2 06738EAA3 68,635 69,900,000 PRN   DFND 4 69,900,000 0 0
BARCLAYS PLC NOTE 6.625%12/2 06738EAB1 5,385 6,000,000 PRN   DFND 4 6,000,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 10,681 773,400 SH Call DFND 17 773,400 0 0
BARNES GROUP INC COM 067806109 46,012 1,389,255 SH   DFND 3 1,359,549 0 29,706
BARNES GROUP INC COM 067806109 1,143 34,500 SH   DFND 17 34,500 0 0
BARRICK GOLD CORP COM 067901108 13 600 SH   DFND 17 600 0 0
BARRICK GOLD CORP COM 067901108 10,316 485,754 SH   DFND 21 485,754 0 0
BARRETT BILL CORP COM 06846N104 4,941 773,173 SH   DFND 17 270,269 0 502,904
BASSETT FURNITURE INDS INC COM 070203104 356 14,887 SH   DFND 17 3,191 0 11,696
BAXTER INTL INC COM 071813109 668 14,765 SH   DFND 4 14,765 0 0
BAXTER INTL INC COM 071813109 65,284 1,443,701 SH   DFND 17 1,413,996 0 29,705
BAXTER INTL INC COM 071813109 23,742 525,026 SH   DFND 21 81,937 0 443,089
BAXTER INTL INC CALL 071813909 2,392 52,900 SH Call DFND 4 52,900 0 0
BAXTER INTL INC PUT 071813959 23,917 528,900 SH Put DFND 4 528,900 0 0
BAYTEX ENERGY CORP COM 07317Q105 342 59,277 SH   DFND 4 59,277 0 0
BAZAARVOICE INC COM 073271108 105 26,255 SH   DFND 17 26,255 0 0
BBCN BANCORP INC COM 073295107 288 19,284 SH   DFND 21 19,284 0 0
B/E AEROSPACE INC COM 073302101 17,111 370,568 SH   DFND 21 207,208 0 163,360
B/E AEROSPACE INC COM 073302101 425 9,200 SH   DFND 24 9,200 0 0
BEACON ROOFING SUPPLY INC COM 073685109 226 4,970 SH   DFND 17 4,970 0 0
BEACON ROOFING SUPPLY INC COM 073685109 515 11,322 SH   DFND 21 11,322 0 0
BECTON DICKINSON & CO COM 075887109 15,739 92,805 SH   DFND 17 47,163 0 45,642
BECTON DICKINSON & CO COM 075887109 58,755 346,451 SH   DFND 21 238,656 0 107,795
BECTON DICKINSON & CO COM 075887109 129 758 SH   DFND 25 758 0 0
BECTON DICKINSON & CO CALL 075887909 6,020 35,500 SH Call DFND 4 35,500 0 0
BECTON DICKINSON & CO PUT 075887959 38,226 225,400 SH Put DFND 4 225,400 0 0
BED BATH & BEYOND INC COM 075896100 379 8,780 SH   DFND 21 8,780 0 0
BELDEN INC COM 077454106 3,419 56,642 SH   DFND 17 56,307 0 335
BELDEN INC COM 077454106 689 11,414 SH   DFND 21 10,098 0 1,316
BEMIS INC COM 081437105 568 11,027 SH   DFND 17 11,027 0 0
BEMIS INC COM 081437105 7,750 150,512 SH   DFND 21 126,583 0 23,929
BENCHMARK ELECTRS INC COM 08160H101 500 23,651 SH   DFND 17 23,651 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,023 190,198 SH   DFND 21 139,043 0 51,155
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,302 6 SH   DFND 21 6 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,515 10,462 SH   DFND 4 10,462 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21,506 148,535 SH   DFND 17 135,058 0 13,477
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 81,274 561,324 SH   DFND 21 474,821 0 86,503
BERKSHIRE HATHAWAY INC DEL CALL 084670902 22,949 158,500 SH Call DFND 4 158,500 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 239,092 1,651,300 SH Put DFND 4 1,651,300 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 602 22,376 SH   DFND 17 22,376 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 2,581 95,875 SH   DFND 21 39,453 0 56,422
BERRY PLASTICS GROUP INC COM 08579W103 27,549 709,109 SH   DFND 17 593,124 0 115,985
BERRY PLASTICS GROUP INC COM 08579W103 198 5,100 SH   DFND 21 0 0 5,100
BERRY PLASTICS GROUP INC COM 08579W103 971 25,000 SH   DFND 24 25,000 0 0
BEST BUY INC COM 086516101 16 528 SH   DFND 17 528 0 0
BEST BUY INC COM 086516101 20,204 660,246 SH   DFND 21 200,670 0 459,576
BIG LOTS INC COM 089302103 8,832 176,256 SH   DFND 21 176,256 0 0
BIO RAD LABS INC CL A 090572207 326 2,280 SH   DFND 17 2,280 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 45,026 578,746 SH   DFND 17 528,691 0 50,055
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,002 90,000 SH   DFND 24 90,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 62,600 56,270,000 PRN   DFND 17 52,410,000 0 3,860,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 21,749 18,995,000 PRN   DFND 17 17,615,000 0 1,380,000
BIOGEN INC COM 09062X103 26,274 108,649 SH   DFND 4 108,649 0 0
BIOGEN INC COM 09062X103 146,907 607,506 SH   DFND 17 548,563 0 58,943
BIOGEN INC COM 09062X103 25,564 105,717 SH   DFND 21 38,005 0 67,712
BIOGEN INC COM 09062X103 6,771 28,000 SH   DFND 24 28,000 0 0
BIOGEN INC CALL 09062X903 8,778 36,300 SH Call DFND 4 36,300 0 0
BIOGEN INC PUT 09062X953 75,327 311,500 SH Put DFND 4 311,500 0 0
BIOTELEMETRY INC COM 090672106 9,259 568,063 SH   DFND 17 557,176 0 10,887
BIO TECHNE CORP COM 09073M104 2,860 25,360 SH   DFND 17 25,360 0 0
BIO TECHNE CORP COM 09073M104 135 1,200 SH   DFND 21 1,200 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,842 71,149 SH   DFND 17 69,282 0 1,867
BLACK HILLS CORP COM 092113109 33,083 524,800 SH   DFND 3 508,600 0 16,200
BLACK HILLS CORP COM 092113109 15 235 SH   DFND 17 235 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 2,654 79,239 SH   DFND 17 72,905 0 6,334
BLACKHAWK NETWORK HLDGS INC COM 09238E104 6,356 189,793 SH   DFND 21 125,158 0 64,635
BLACKHAWK NETWORK HLDGS INC COM 09238E104 55 1,648 SH   DFND 25 1,648 0 0
BLACKROCK INC COM 09247X101 11,305 33,005 SH   DFND 4 33,005 0 0
BLACKROCK INC COM 09247X101 29,007 84,686 SH   DFND 17 82,541 0 2,145
BLACKROCK INC COM 09247X101 4,436 12,952 SH   DFND 21 12,952 0 0
BLACKROCK INC CALL 09247X901 5,275 15,400 SH Call DFND 4 15,400 0 0
BLACKROCK INC PUT 09247X951 62,066 181,200 SH Put DFND 4 181,200 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 587 23,916 SH   DFND 4 23,916 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 45,157 1,632,000 SH   DFND 3 1,593,300 0 38,700
BLACKSTONE MTG TR INC COM CL A 09257W100 626 22,615 SH   DFND 17 22,615 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 6,584 237,949 SH   DFND 21 128,800 0 109,149
BLOOMIN BRANDS INC COM 094235108 34,746 1,944,400 SH   DFND 3 1,888,800 0 55,600
BLOOMIN BRANDS INC COM 094235108 1,135 63,532 SH   DFND 17 63,532 0 0
BLUCORA INC COM 095229100 1,824 176,037 SH   DFND 17 176,037 0 0
BLUCORA INC COM 095229100 19 1,834 SH   DFND 21 1,834 0 0
BLUCORA INC NOTE 4.250% 4/0 095229AB6 7,400 8,000,000 PRN   DFND 17 8,000,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 5,123 219,506 SH   DFND 17 178,316 0 41,190
BLUEBIRD BIO INC COM 09609G100 463 10,697 SH   DFND 17 10,697 0 0
BLUEBIRD BIO INC COM 09609G100 216 5,000 SH   DFND 24 5,000 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 50,445 2,890,847 SH   DFND 3 2,825,947 0 64,900
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,170 67,035 SH   DFND 17 45,290 0 21,745
BOEING CO COM 097023105 16,802 129,377 SH   DFND 4 129,377 0 0
BOEING CO COM 097023105 149,913 1,154,332 SH   DFND 17 1,144,373 0 9,959
BOEING CO COM 097023105 1,032 7,943 SH   DFND 21 7,943 0 0
BOEING CO COM 097023105 117 900 SH   DFND 24 900 0 0
BOEING CO CALL 097023905 12,065 92,900 SH Call DFND 4 92,900 0 0
BOEING CO PUT 097023955 114,987 885,400 SH Put DFND 4 885,400 0 0
BOINGO WIRELESS INC COM 09739C102 4,522 506,922 SH   DFND 17 417,817 0 89,105
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 51,258 1,729,349 SH   DFND 3 1,695,700 0 33,649
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 569 19,200 SH   DFND 4 19,200 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,376 80,158 SH   DFND 17 80,158 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,845 95,976 SH   DFND 21 89,765 0 6,211
BORGWARNER INC COM 099724106 1,164 39,428 SH   DFND 21 35,334 0 4,094
BORGWARNER INC COM 099724106 2,421 82,000 SH   DFND 24 82,000 0 0
BOSTON PROPERTIES INC COM 101121101 19,908 150,936 SH   DFND 4 150,936 0 0
BOSTON PROPERTIES INC COM 101121101 17 130 SH   DFND 17 130 0 0
BOSTON PROPERTIES INC COM 101121101 4,880 37,000 SH   DFND 21 37,000 0 0
BOSTON PROPERTIES INC CALL 101121901 2,664 20,200 SH Call DFND 4 20,200 0 0
BOSTON PROPERTIES INC PUT 101121951 17,846 135,300 SH Put DFND 4 135,300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 20,807 890,327 SH   DFND 17 616,657 0 273,670
BOSTON SCIENTIFIC CORP CALL 101137907 1,708 73,100 SH Call DFND 4 73,100 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 13,183 564,100 SH Put DFND 4 564,100 0 0
BOYD GAMING CORP COM 103304101 693 37,650 SH   DFND 17 0 0 37,650
BOYD GAMING CORP COM 103304101 123 6,661 SH   DFND 21 6,661 0 0
BRASKEM S A SP ADR PFD A 105532105 52 4,400 SH   DFND 3 4,400 0 0
BRASKEM S A SP ADR PFD A 105532105 401 33,800 SH   DFND 17 0 0 33,800
BRIGGS & STRATTON CORP COM 109043109 444 20,960 SH   DFND 17 13,940 0 7,020
BRIGGS & STRATTON CORP COM 109043109 2,562 120,967 SH   DFND 21 58,632 0 62,335
BRIGHT HORIZONS FAM SOL IN D COM 109194100 255 3,840 SH   DFND 17 3,840 0 0
BRINKER INTL INC COM 109641100 1,207 26,514 SH   DFND 17 26,514 0 0
BRINKER INTL INC COM 109641100 13,268 291,404 SH   DFND 21 291,404 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 205,961 2,800,285 SH   DFND 17 2,450,381 0 349,904
BRISTOL MYERS SQUIBB CO COM 110122108 4,191 56,985 SH   DFND 21 47,323 0 9,662
BRISTOL MYERS SQUIBB CO COM 110122108 1,706 23,200 SH   DFND 24 23,200 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 15,188 206,500 SH Call DFND 4 206,500 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 104,007 1,414,100 SH Put DFND 4 1,414,100 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 13,147 201,644 SH   DFND 17 189,639 0 12,005
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 79,523 1,219,682 SH   DFND 21 994,862 0 224,820
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 204 3,125 SH   DFND 25 3,125 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 48,358 5,267,800 SH   DFND 3 5,150,500 0 117,300
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 9,071 988,178 SH   DFND 17 938,255 0 49,923
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 61,177 6,664,127 SH   DFND 21 4,416,731 0 2,247,396
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 119 12,995 SH   DFND 25 12,995 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 41,155 41,835,000 PRN   DFND 17 41,835,000 0 0
BROOKDALE SR LIVING INC COM 112463104 779 50,438 SH   DFND 4 50,438 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 8,496 8,625,000 PRN   DFND 17 8,435,000 0 190,000
BROOKLINE BANCORP INC DEL COM 11373M107 1,497 135,762 SH   DFND 17 124,704 0 11,058
BROOKLINE BANCORP INC DEL COM 11373M107 3,256 295,203 SH   DFND 21 117,367 0 177,836
BROOKLINE BANCORP INC DEL COM 11373M107 32 2,866 SH   DFND 25 2,866 0 0
BROOKS AUTOMATION INC COM 114340102 178 15,840 SH   DFND 17 5,540 0 10,300
BROWN & BROWN INC COM 115236101 12,449 332,230 SH   DFND 17 275,132 0 57,098
BROWN & BROWN INC COM 115236101 154 4,100 SH   DFND 21 0 0 4,100
BRUNSWICK CORP COM 117043109 1,195 26,379 SH   DFND 21 26,379 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 6,604 93,900 SH   DFND 3 93,900 0 0
BUFFALO WILD WINGS INC COM 119848109 10,364 74,586 SH   DFND 17 64,586 0 10,000
BUFFALO WILD WINGS INC COM 119848109 76 550 SH   DFND 21 0 0 550
BUILDERS FIRSTSOURCE INC COM 12008R107 20,361 1,809,892 SH   DFND 17 1,609,218 0 200,674
BUILDERS FIRSTSOURCE INC COM 12008R107 2,779 247,045 SH   DFND 21 235,145 0 11,900
BURLINGTON STORES INC COM 122017106 9,343 140,058 SH   DFND 17 111,726 0 28,332
CAE INC COM 124765108 45,706 3,802,600 SH   DFND 3 3,722,100 0 80,500
CAE INC COM 124765108 1,239 103,095 SH   DFND 17 103,095 0 0
CBIZ INC COM 124805102 379 36,451 SH   DFND 17 36,451 0 0
CBIZ INC COM 124805102 1,331 127,854 SH   DFND 21 97,245 0 30,609
CBL & ASSOC PPTYS INC COM 124830100 453 48,679 SH   DFND 21 48,679 0 0
CBS CORP NEW CL B 124857202 2,432 44,680 SH   DFND 4 40,648 0 4,032
CBS CORP NEW CL B 124857202 71,053 1,305,161 SH   DFND 17 1,104,671 0 200,490
CBS CORP NEW CL B 124857202 4,410 81,000 SH   DFND 21 81,000 0 0
CBS CORP NEW CALL 124857902 2,619 48,100 SH Call DFND 4 48,100 0 0
CBS CORP NEW PUT 124857952 25,287 464,500 SH Put DFND 4 464,500 0 0
CBRE GROUP INC CL A 12504L109 9,064 342,286 SH   DFND 17 281,406 0 60,880
CDW CORP COM 12514G108 23,966 597,959 SH   DFND 17 405,391 0 192,568
CDW CORP COM 12514G108 55,699 1,389,698 SH   DFND 21 1,218,448 0 171,250
CDW CORP COM 12514G108 133 3,309 SH   DFND 25 3,309 0 0
CF INDS HLDGS INC COM 125269100 483 20,045 SH   DFND 4 20,045 0 0
CF INDS HLDGS INC COM 125269100 781 32,401 SH   DFND 17 32,401 0 0
CF INDS HLDGS INC COM 125269100 6,644 275,671 SH   DFND 21 272,247 0 3,424
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 208 2,800 SH   DFND 21 2,800 0 0
CIGNA CORPORATION COM 125509109 1,703 13,306 SH   DFND 4 13,306 0 0
CIGNA CORPORATION COM 125509109 23,919 186,881 SH   DFND 17 121,445 0 65,436
CIGNA CORPORATION COM 125509109 71,292 557,015 SH   DFND 21 434,256 0 122,759
CIGNA CORPORATION CALL 125509909 1,549 12,100 SH Call DFND 4 12,100 0 0
CIGNA CORPORATION PUT 125509959 18,674 145,900 SH Put DFND 4 145,900 0 0
CIT GROUP INC COM NEW 125581801 1,000 31,331 SH   DFND 4 31,331 0 0
CIT GROUP INC COM NEW 125581801 915 28,689 SH   DFND 21 0 0 28,689
CME GROUP INC COM 12572Q105 523 5,365 SH   DFND 4 5,365 0 0
CME GROUP INC COM 12572Q105 81,879 840,648 SH   DFND 17 722,135 0 118,513
CME GROUP INC COM 12572Q105 16,003 164,302 SH   DFND 21 160,188 0 4,114
CME GROUP INC CALL 12572Q905 4,373 44,900 SH Call DFND 4 44,900 0 0
CME GROUP INC PUT 12572Q955 30,632 314,500 SH Put DFND 4 314,500 0 0
CMS ENERGY CORP COM 125896100 16,054 350,075 SH   DFND 17 342,386 0 7,689
CMS ENERGY CORP COM 125896100 39,392 858,962 SH   DFND 21 777,506 0 81,456
CMS ENERGY CORP COM 125896100 92 2,001 SH   DFND 25 2,001 0 0
CSS INDS INC COM 125906107 456 17,008 SH   DFND 21 17,008 0 0
C1 FINL INC COM 12591N109 292 12,500 SH   DFND 21 12,500 0 0
CNA FINL CORP COM 126117100 304 9,689 SH   DFND 17 9,689 0 0
CNA FINL CORP COM 126117100 1,523 48,481 SH   DFND 21 45,864 0 2,617
CNO FINL GROUP INC COM 12621E103 2,202 126,102 SH   DFND 21 0 0 126,102
CSG SYS INTL INC COM 126349109 25,851 641,300 SH   DFND 3 617,200 0 24,100
CSG SYS INTL INC COM 126349109 2,190 54,338 SH   DFND 21 19,385 0 34,953
CSX CORP COM 126408103 6,066 232,600 SH   DFND 3 232,600 0 0
CSX CORP COM 126408103 1,419 54,419 SH   DFND 4 54,419 0 0
CSX CORP COM 126408103 11,545 442,669 SH   DFND 21 442,669 0 0
CSX CORP CALL 126408903 3,072 117,800 SH Call DFND 4 117,800 0 0
CSX CORP PUT 126408953 17,982 689,500 SH Put DFND 4 689,500 0 0
CST BRANDS INC COM 12646R105 503 11,680 SH   DFND 21 11,680 0 0
CSRA INC COM 12650T104 43,301 1,848,100 SH   DFND 3 1,807,000 0 41,100
CSRA INC COM 12650T104 603 25,722 SH   DFND 17 25,722 0 0
CSRA INC COM 12650T104 2,837 121,068 SH   DFND 21 118,162 0 2,906
CUI GLOBAL INC COM NEW 126576206 1,492 295,424 SH   DFND 17 288,090 0 7,334
CVR ENERGY INC COM 12662P108 268 17,279 SH   DFND 17 17,279 0 0
CVR ENERGY INC COM 12662P108 1,121 72,352 SH   DFND 21 72,352 0 0
CVR PARTNERS LP COM 126633106 4,722 577,998 SH   DFND 3 577,998 0 0
CVR PARTNERS LP COM 126633106 554 67,835 SH   DFND 17 67,835 0 0
CVS HEALTH CORP COM 126650100 6,654 69,505 SH   DFND 4 69,505 0 0
CVS HEALTH CORP COM 126650100 44,299 462,706 SH   DFND 17 287,503 0 175,203
CVS HEALTH CORP COM 126650100 174,426 1,821,872 SH   DFND 21 1,287,101 0 534,771
CVS HEALTH CORP COM 126650100 356 3,714 SH   DFND 25 3,714 0 0
CVS HEALTH CORP CALL 126650900 10,455 109,200 SH Call DFND 4 109,200 0 0
CVS HEALTH CORP PUT 126650950 84,672 884,400 SH Put DFND 4 884,400 0 0
CYS INVTS INC COM 12673A108 3,294 393,489 SH   DFND 17 393,489 0 0
CYS INVTS INC COM 12673A108 4,221 504,333 SH   DFND 21 187,794 0 316,539
CA INC COM 12673P105 145,917 4,444,618 SH   DFND 3 4,440,318 0 4,300
CA INC COM 12673P105 621 18,910 SH   DFND 4 18,910 0 0
CA INC COM 12673P105 55,763 1,698,553 SH   DFND 17 1,477,849 0 220,704
CA INC COM 12673P105 13,424 408,898 SH   DFND 21 227,690 0 181,208
CABLE ONE INC COM 12685J105 113 220 SH   DFND 17 220 0 0
CABLE ONE INC COM 12685J105 1,151 2,250 SH   DFND 21 2,250 0 0
CABOT CORP COM 127055101 50,910 1,114,991 SH   DFND 3 1,090,991 0 24,000
CABOT CORP COM 127055101 764 16,730 SH   DFND 17 14,240 0 2,490
CABOT CORP COM 127055101 581 12,724 SH   DFND 21 11,922 0 802
CABOT OIL & GAS CORP COM 127097103 7,595 295,064 SH   DFND 17 295,064 0 0
CABOT OIL & GAS CORP COM 127097103 901 35,000 SH   DFND 21 35,000 0 0
CABOT OIL & GAS CORP COM 127097103 927 36,000 SH   DFND 24 36,000 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,105 26,091 SH   DFND 17 26,091 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 7,956 187,899 SH   DFND 21 187,899 0 0
CACI INTL INC CL A 127190304 3,438 38,029 SH   DFND 21 33,659 0 4,370
CADENCE DESIGN SYSTEM INC COM 127387108 323 13,272 SH   DFND 17 13,272 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 599 24,666 SH   DFND 21 19,666 0 5,000
CAL MAINE FOODS INC COM NEW 128030202 9,509 214,559 SH   DFND 17 207,355 0 7,204
CAL MAINE FOODS INC COM NEW 128030202 38,638 871,787 SH   DFND 21 706,297 0 165,490
CAL MAINE FOODS INC COM NEW 128030202 3,612 81,504 SH   DFND 24 81,504 0 0
CAL MAINE FOODS INC COM NEW 128030202 83 1,875 SH   DFND 25 1,875 0 0
CALAVO GROWERS INC COM 128246105 12,707 189,655 SH   DFND 17 189,655 0 0
CALAVO GROWERS INC COM 128246105 7,617 113,692 SH   DFND 24 113,692 0 0
CALERES INC COM 129500104 1,601 66,122 SH   DFND 17 8,579 0 57,543
CALERES INC COM 129500104 2,269 93,712 SH   DFND 21 44,389 0 49,323
CALIFORNIA RES CORP COM NEW 13057Q206 6,223 510,122 SH   DFND 4 510,122 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 7 534 SH   DFND 21 534 0 0
CALLAWAY GOLF CO COM 131193104 272 26,645 SH   DFND 17 0 0 26,645
CALLIDUS SOFTWARE INC COM 13123E500 7,247 362,735 SH   DFND 17 362,735 0 0
CALLON PETE CO DEL COM 13123X102 2,894 257,697 SH   DFND 17 257,697 0 0
CAMBREX CORP COM 132011107 22,198 429,107 SH   DFND 17 354,721 0 74,386
CAMBREX CORP COM 132011107 472 9,116 SH   DFND 21 6,216 0 2,900
CAMDEN PPTY TR SH BEN INT 133131102 22,811 257,982 SH   DFND 4 250,652 0 7,330
CAMDEN PPTY TR SH BEN INT 133131102 6 73 SH   DFND 17 73 0 0
CAMECO CORP COM 13321L108 44,377 4,061,500 SH   DFND 3 3,189,100 0 872,400
CAMECO CORP COM 13321L108 5,779 528,869 SH   DFND 17 528,869 0 0
CAMECO CORP COM 13321L108 10,811 989,423 SH   DFND 21 989,423 0 0
CAMPBELL SOUP CO COM 134429109 709 10,656 SH   DFND 17 7,486 0 3,170
CAMPBELL SOUP CO COM 134429109 1,424 21,407 SH   DFND 21 7,858 0 13,549
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,928 25,799 SH   DFND 4 25,799 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 8,741 116,982 SH   DFND 17 13,882 0 103,100
CDN IMPERIAL BK COMM TORONTO COM 136069101 21,927 293,450 SH   DFND 21 73,897 0 219,553
CANADIAN NATL RY CO COM 136375102 13,805 235,012 SH   DFND 17 128,246 0 106,766
CANADIAN NATL RY CO COM 136375102 13,503 229,865 SH   DFND 21 159,736 0 70,129
CANADIAN NATL RY CO COM 136375102 83 1,420 SH   DFND 25 1,420 0 0
CANADIAN NAT RES LTD COM 136385101 6,684 217,780 SH   DFND 17 217,780 0 0
CANADIAN NAT RES LTD COM 136385101 17,846 581,454 SH   DFND 21 101,560 0 479,894
CANADIAN SOLAR INC COM 136635109 1,099 72,705 SH   DFND 17 72,705 0 0
CANTEL MEDICAL CORP COM 138098108 15,882 231,073 SH   DFND 17 199,182 0 31,891
CANTEL MEDICAL CORP COM 138098108 124 1,800 SH   DFND 21 0 0 1,800
CAPITAL ONE FINL CORP COM 14040H105 155,067 2,441,616 SH   DFND 3 2,439,516 0 2,100
CAPITAL ONE FINL CORP COM 14040H105 32,551 512,537 SH   DFND 4 512,537 0 0
CAPITAL ONE FINL CORP COM 14040H105 43,497 684,888 SH   DFND 17 678,197 0 6,691
CAPITAL ONE FINL CORP COM 14040H105 42,493 669,069 SH   DFND 21 536,102 0 132,967
CAPITAL ONE FINL CORP COM 14040H105 110 1,734 SH   DFND 25 1,734 0 0
CAPITAL ONE FINL CORP CALL 14040H905 3,538 55,700 SH Call DFND 4 55,700 0 0
CAPITAL ONE FINL CORP PUT 14040H955 32,790 516,300 SH Put DFND 4 516,300 0 0
CAPITOL FED FINL INC COM 14057J101 327 23,467 SH   DFND 17 23,467 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 93 9,537 SH   DFND 17 9,537 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,723 177,660 SH   DFND 21 3,272 0 174,388
CARA THERAPEUTICS INC COM 140755109 1,733 360,245 SH   DFND 17 353,945 0 6,300
CARBONITE INC COM 141337105 177 18,140 SH   DFND 17 18,140 0 0
CARDINAL HEALTH INC COM 14149Y108 5,913 75,800 SH   DFND 3 75,800 0 0
CARDINAL HEALTH INC COM 14149Y108 2,211 28,348 SH   DFND 4 28,348 0 0
CARDINAL HEALTH INC COM 14149Y108 17,675 226,579 SH   DFND 17 214,449 0 12,130
CARDINAL HEALTH INC COM 14149Y108 90,142 1,155,520 SH   DFND 21 727,126 0 428,394
CARDINAL HEALTH INC COM 14149Y108 246 3,157 SH   DFND 25 3,157 0 0
CARDINAL HEALTH INC CALL 14149Y908 3,206 41,100 SH Call DFND 4 41,100 0 0
CARDINAL HEALTH INC PUT 14149Y958 25,657 328,900 SH Put DFND 4 328,900 0 0
CARDTRONICS INC COM 14161H108 1,593 40,006 SH   DFND 17 3,972 0 36,034
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 49,751 48,955,000 PRN   DFND 17 41,720,000 0 7,235,000
CARE CAP PPTYS INC COM 141624106 49,497 1,888,475 SH   DFND 3 1,851,275 0 37,200
CARE CAP PPTYS INC COM 141624106 1,064 40,597 SH   DFND 17 40,597 0 0
CARE COM INC COM 141633107 1,960 167,773 SH   DFND 17 73,043 0 94,730
CARETRUST REIT INC COM 14174T107 278 20,206 SH   DFND 17 20,206 0 0
CARETRUST REIT INC COM 14174T107 876 63,560 SH   DFND 21 58,103 0 5,457
CARLISLE COS INC COM 142339100 4,540 42,960 SH   DFND 3 42,960 0 0
CARLISLE COS INC COM 142339100 24,095 227,999 SH   DFND 17 194,704 0 33,295
CARLISLE COS INC COM 142339100 3,792 35,883 SH   DFND 21 28,209 0 7,674
CARMAX INC COM 143130102 1,834 37,415 SH   DFND 21 37,415 0 0
CARMIKE CINEMAS INC COM 143436400 3,976 132,000 SH   DFND 21 132,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,612 59,092 SH   DFND 4 59,092 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,259 73,737 SH   DFND 17 73,737 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 24,934 564,125 SH   DFND 21 485,885 0 78,240
CARNIVAL CORP CALL 143658900 1,017 23,000 SH Call DFND 4 23,000 0 0
CARNIVAL CORP PUT 143658950 8,495 192,200 SH Put DFND 4 192,200 0 0
CARNIVAL PLC ADR 14365C103 5,623 125,534 SH   DFND 17 125,534 0 0
CARNIVAL PLC ADR 14365C103 1,992 44,473 SH   DFND 21 0 0 44,473
CARRIAGE SVCS INC COM 143905107 5,422 228,952 SH   DFND 17 221,452 0 7,500
CARRIZO OIL & GAS INC COM 144577103 19,718 550,000 SH   DFND 4 550,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 5,356 450,056 SH   DFND 17 437,864 0 12,192
CARTER INC COM 146229109 364 3,415 SH   DFND 17 3,220 0 195
CARTER INC COM 146229109 1,562 14,673 SH   DFND 21 14,673 0 0
CASEYS GEN STORES INC COM 147528103 616 4,687 SH   DFND 17 4,687 0 0
CASEYS GEN STORES INC COM 147528103 8,731 66,387 SH   DFND 21 23,463 0 42,924
CATALENT INC COM 148806102 8,234 358,136 SH   DFND 17 263,834 0 94,302
CATERPILLAR INC DEL COM 149123101 2,230 29,422 SH   DFND 4 29,422 0 0
CATERPILLAR INC DEL COM 149123101 1,000 13,193 SH   DFND 21 13,193 0 0
CATERPILLAR INC DEL COM 149123101 76 1,000 SH   DFND 24 1,000 0 0
CATERPILLAR INC DEL CALL 149123901 7,816 103,100 SH Call DFND 4 103,100 0 0
CATERPILLAR INC DEL PUT 149123951 33,637 443,700 SH Put DFND 4 443,700 0 0
CATO CORP NEW CL A 149205106 3,135 83,100 SH   DFND 17 0 0 83,100
CATO CORP NEW CL A 149205106 2,096 55,561 SH   DFND 21 36,287 0 19,274
CAVCO INDS INC DEL COM 149568107 4,360 46,529 SH   DFND 17 46,529 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 23,706 410,000 SH   DFND 3 401,800 0 8,200
CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,974 34,140 SH   DFND 17 34,140 0 0
CELADON GROUP INC COM 150838100 1,968 240,886 SH   DFND 17 215,801 0 25,085
CELADON GROUP INC COM 150838100 235 28,813 SH   DFND 21 28,813 0 0
CELANESE CORP DEL COM SER A 150870103 155,773 2,380,026 SH   DFND 3 2,380,026 0 0
CELANESE CORP DEL COM SER A 150870103 42,999 656,982 SH   DFND 17 656,982 0 0
CELANESE CORP DEL COM SER A 150870103 8,126 124,161 SH   DFND 21 92,769 0 31,392
CELATOR PHARMACEUTICALS INC COM 15089R102 15,799 523,500 SH   DFND 21 523,500 0 0
CELESTICA INC SUB VTG SHS 15101Q108 828 89,430 SH   DFND 17 27,958 0 61,472
CELESTICA INC SUB VTG SHS 15101Q108 1,456 157,333 SH   DFND 21 149,782 0 7,551
CELGENE CORP COM 151020104 30,094 305,120 SH   DFND 4 305,120 0 0
CELGENE CORP COM 151020104 119,699 1,213,616 SH   DFND 17 1,010,518 0 203,098
CELGENE CORP COM 151020104 43,391 439,934 SH   DFND 21 357,486 0 82,448
CELGENE CORP COM 151020104 14,222 144,200 SH   DFND 24 144,200 0 0
CELGENE CORP CALL 151020904 9,547 96,800 SH Call DFND 4 96,800 0 0
CELGENE CORP PUT 151020954 96,026 973,600 SH Put DFND 4 973,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 319 51,721 SH   DFND 21 51,721 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 70,704 69,350,000 PRN   DFND 17 63,955,000 0 5,395,000
CENTENE CORP DEL COM 15135B101 6,699 93,859 SH   DFND 17 32,299 0 61,560
CENTENE CORP DEL COM 15135B101 9,303 130,344 SH   DFND 21 85,540 0 44,804
CENTERPOINT ENERGY INC COM 15189T107 710 29,584 SH   DFND 4 29,584 0 0
CENTERPOINT ENERGY INC COM 15189T107 767 31,976 SH   DFND 17 28,126 0 3,850
CENTERPOINT ENERGY INC COM 15189T107 2,532 105,514 SH   DFND 21 97,918 0 7,596
CENTERSTATE BANKS INC COM 15201P109 670 42,540 SH   DFND 17 42,540 0 0
CENTERSTATE BANKS INC COM 15201P109 488 30,988 SH   DFND 21 30,988 0 0
CENTRAL FD CDA LTD CL A 153501101 47,952 3,473,300 SH   DFND 3 3,400,200 0 73,100
CENTRAL GARDEN & PET CO COM 153527106 1,262 55,300 SH   DFND 17 55,300 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 197 9,061 SH   DFND 17 9,061 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2,581 118,876 SH   DFND 21 57,537 0 61,339
CENTURY CMNTYS INC COM 156504300 1,452 83,729 SH   DFND 17 78,365 0 5,364
CENTURYLINK INC COM 156700106 3,171 109,297 SH   DFND 4 109,297 0 0
CENTURYLINK INC COM 156700106 12,279 423,256 SH   DFND 17 157,762 0 265,494
CENTURYLINK INC COM 156700106 59,910 2,065,143 SH   DFND 21 1,802,414 0 262,729
CENTURYLINK INC CALL 156700906 1,323 45,600 SH Call DFND 4 45,600 0 0
CENTURYLINK INC PUT 156700956 3,229 111,300 SH Put DFND 4 111,300 0 0
CEPHEID DBCV 1.250% 2/0 15670RAC1 25,696 30,010,000 PRN   DFND 17 30,010,000 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 20,203 21,045,000 PRN   DFND 17 21,045,000 0 0
CERNER CORP CALL 156782904 604 10,300 SH Call DFND 4 10,300 0 0
CERNER CORP PUT 156782954 3,639 62,100 SH Put DFND 4 62,100 0 0
CEVA INC COM 157210105 4,340 159,720 SH   DFND 17 155,911 0 3,809
CHARLES RIV LABS INTL INC COM 159864107 1,256 15,237 SH   DFND 17 11,977 0 3,260
CHARLES RIV LABS INTL INC COM 159864107 1,143 13,860 SH   DFND 21 8,286 0 5,574
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8,239 8,765,000 PRN   DFND 17 8,765,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,677 16,083 SH   DFND 4 16,083 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,222 5,343 SH   DFND 17 5,343 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 18,976 82,996 SH   DFND 21 82,996 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 5,945 23,400 SH Put DFND 21 23,400 0 0
CHARTER FINL CORP MD COM 16122W108 326 24,530 SH   DFND 17 24,530 0 0
CHEESECAKE FACTORY INC COM 163072101 8,781 182,398 SH   DFND 17 159,519 0 22,879
CHEESECAKE FACTORY INC COM 163072101 77 1,600 SH   DFND 21 0 0 1,600
CHEMED CORP NEW COM 16359R103 4,816 35,332 SH   DFND 17 9,327 0 26,005
CHEMED CORP NEW COM 16359R103 14,737 108,112 SH   DFND 21 56,395 0 51,717
CHEMICAL FINL CORP PUT 163731952 671 18,000 SH Put DFND 21 18,000 0 0
CHEMOURS CO COM 163851108 669 81,187 SH   DFND 21 64,746 0 16,441
CHEMTURA CORP COM NEW 163893209 291 11,033 SH   DFND 21 11,033 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 84,793 148,760,000 PRN   DFND 17 140,930,000 0 7,830,000
CHESAPEAKE ENERGY CORP COM 165167107 1,906 445,223 SH   DFND 4 445,223 0 0
CHESAPEAKE ENERGY CORP COM 165167107 25 5,860 SH   DFND 17 0 0 5,860
CHESAPEAKE ENERGY CORP PUT 165167957 19,260 4,500,000 SH Put DFND 4 4,500,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 254 312,000 PRN   DFND 4 312,000 0 0
CHEVRON CORP NEW COM 166764100 186,175 1,775,973 SH   DFND 3 1,774,573 0 1,400
CHEVRON CORP NEW COM 166764100 8,187 78,096 SH   DFND 4 78,096 0 0
CHEVRON CORP NEW COM 166764100 103,565 987,933 SH   DFND 17 965,850 0 22,083
CHEVRON CORP NEW COM 166764100 131,022 1,249,849 SH   DFND 21 895,243 0 354,606
CHEVRON CORP NEW COM 166764100 2,107 20,100 SH   DFND 24 20,100 0 0
CHEVRON CORP NEW COM 166764100 121 1,156 SH   DFND 25 1,156 0 0
CHEVRON CORP NEW CALL 166764900 31,732 302,700 SH Call DFND 4 302,700 0 0
CHEVRON CORP NEW PUT 166764950 172,487 1,645,400 SH Put DFND 4 1,645,400 0 0
CHILDRENS PL INC COM 168905107 1,839 22,938 SH   DFND 21 0 0 22,938
CHIMERA INVT CORP COM NEW 16934Q208 224 14,271 SH   DFND 4 14,271 0 0
CHIMERA INVT CORP COM NEW 16934Q208 9,297 592,145 SH   DFND 17 268,204 0 323,941
CHIMERA INVT CORP COM NEW 16934Q208 15,274 972,877 SH   DFND 21 421,707 0 551,170
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 15,339 264,929 SH   DFND 17 264,929 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7,570 130,735 SH   DFND 21 130,735 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 612 8,500 SH   DFND 17 0 0 8,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 317 788 SH   DFND 4 788 0 0
CHIPOTLE MEXICAN GRILL INC PUT 169656955 1,611 4,000 SH Put DFND 4 4,000 0 0
CHURCH & DWIGHT INC COM 171340102 319 3,100 SH   DFND 21 3,100 0 0
CHURCHILL DOWNS INC COM 171484108 2,768 21,902 SH   DFND 17 21,902 0 0
CHURCHILL DOWNS INC COM 171484108 875 6,924 SH   DFND 21 3,207 0 3,717
CHUYS HLDGS INC COM 171604101 1,910 55,199 SH   DFND 17 55,199 0 0
CIENA CORP COM NEW 171779309 569 30,322 SH   DFND 17 30,322 0 0
CIENA CORP COM NEW 171779309 2,038 108,702 SH   DFND 21 108,702 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 16,341 16,485,000 PRN   DFND 17 16,485,000 0 0
CINCINNATI FINL CORP COM 172062101 6,878 91,843 SH   DFND 17 3,598 0 88,245
CINCINNATI FINL CORP COM 172062101 1,336 17,836 SH   DFND 21 17,836 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,615 44,298 SH   DFND 17 44,298 0 0
CINEMARK HOLDINGS INC COM 17243V102 17,552 481,410 SH   DFND 21 477,790 0 3,620
CINER RES LP COM UNIT LTD 172464109 228 8,125 SH   DFND 17 8,125 0 0
CIRRUS LOGIC INC COM 172755100 5,121 132,029 SH   DFND 17 113,081 0 18,948
CIRRUS LOGIC INC COM 172755100 40,936 1,055,329 SH   DFND 21 917,878 0 137,451
CIRRUS LOGIC INC COM 172755100 46 1,189 SH   DFND 25 1,189 0 0
CISCO SYS INC COM 17275R102 165,392 5,764,791 SH   DFND 3 5,759,991 0 4,800
CISCO SYS INC COM 17275R102 2,069 72,113 SH   DFND 4 72,113 0 0
CISCO SYS INC COM 17275R102 286,187 9,975,142 SH   DFND 17 8,101,339 0 1,873,803
CISCO SYS INC COM 17275R102 233,512 8,139,144 SH   DFND 21 5,802,605 0 2,336,539
CISCO SYS INC COM 17275R102 435 15,164 SH   DFND 25 15,164 0 0
CISCO SYS INC CALL 17275R902 21,308 742,700 SH Call DFND 4 742,700 0 0
CISCO SYS INC PUT 17275R952 78,493 2,735,900 SH Put DFND 4 2,735,900 0 0
CINTAS CORP COM 172908105 3,257 33,194 SH   DFND 17 33,194 0 0
CINTAS CORP COM 172908105 29,676 302,413 SH   DFND 21 295,631 0 6,782
CITIGROUP INC COM NEW 172967424 160,599 3,788,617 SH   DFND 3 3,785,617 0 3,000
CITIGROUP INC COM NEW 172967424 150,917 3,560,209 SH   DFND 4 3,560,209 0 0
CITIGROUP INC COM NEW 172967424 106,123 2,503,480 SH   DFND 17 2,237,863 0 265,617
CITIGROUP INC COM NEW 172967424 12,230 288,500 SH   DFND 20 288,500 0 0
CITIGROUP INC COM NEW 172967424 198,463 4,681,840 SH   DFND 21 3,798,283 0 883,557
CITIGROUP INC COM NEW 172967424 190 4,473 SH   DFND 25 4,473 0 0
CITIGROUP INC CALL 172967904 13,815 325,900 SH Call DFND 4 325,900 0 0
CITIGROUP INC PUT 172967954 135,601 3,198,900 SH Put DFND 4 3,198,900 0 0
CITIZENS FINL GROUP INC COM 174610105 13,604 680,900 SH   DFND 4 680,900 0 0
CITIZENS FINL GROUP INC COM 174610105 34 1,710 SH   DFND 17 0 0 1,710
CITRIX SYS INC COM 177376100 4,187 52,283 SH   DFND 17 40,943 0 11,340
CITRIX SYS INC COM 177376100 5,065 63,236 SH   DFND 21 52,138 0 11,098
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 76,133 67,900,000 PRN   DFND 17 61,425,000 0 6,475,000
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1,682 1,500,000 PRN   DFND 21 1,500,000 0 0
CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 2,818 134,430 SH   DFND 17 134,430 0 0
CLEARWATER PAPER CORP COM 18538R103 418 6,400 SH   DFND 21 6,400 0 0
CLIFFS NAT RES INC PUT 18683K951 8,002 1,411,300 SH Put DFND 4 1,411,300 0 0
CLIFTON BANCORP INC COM 186873105 173 11,465 SH   DFND 17 11,465 0 0
CLOROX CO DEL COM 189054109 898 6,491 SH   DFND 17 6,491 0 0
CLOROX CO DEL COM 189054109 546 3,945 SH   DFND 21 3,945 0 0
CLOROX CO DEL PUT 189054959 4,276 30,900 SH Put DFND 4 30,900 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 9,341 13,070,000 PRN   DFND 17 13,070,000 0 0
COACH INC COM 189754104 268 6,575 SH   DFND 4 6,575 0 0
COACH INC COM 189754104 112 2,742 SH   DFND 21 2,742 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 25,800 70,685,000 PRN   DFND 17 70,685,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 8,597 25,855,000 PRN   DFND 17 25,855,000 0 0
COCA COLA BOTTLING CO CONS COM 191098102 21,734 147,381 SH   DFND 3 144,181 0 3,200
COCA COLA BOTTLING CO CONS COM 191098102 722 4,898 SH   DFND 17 4,898 0 0
COCA COLA CO COM 191216100 2,062 45,482 SH   DFND 4 45,482 0 0
COCA COLA CO COM 191216100 90,535 1,997,238 SH   DFND 17 1,954,218 0 43,020
COCA COLA CO COM 191216100 16,618 366,608 SH   DFND 21 278,297 0 88,311
COCA COLA CO CALL 191216900 22,411 494,400 SH Call DFND 4 494,400 0 0
COCA COLA CO PUT 191216950 143,143 3,157,800 SH Put DFND 4 3,157,800 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 938 11,306 SH   DFND 21 11,306 0 0
COEUR MNG INC COM NEW 192108504 246 23,042 SH   DFND 21 23,042 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,134 89,698 SH   DFND 4 89,698 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14,233 248,659 SH   DFND 17 190,998 0 57,661
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,299 22,688 SH   DFND 21 22,688 0 0
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 4,625 80,800 SH Call DFND 4 80,800 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 24,012 419,500 SH Put DFND 4 419,500 0 0
COHERENT INC COM 192479103 9,153 99,725 SH   DFND 17 78,760 0 20,965
COHERUS BIOSCIENCES INC COM 19249H103 781 46,259 SH   DFND 17 46,259 0 0
COLGATE PALMOLIVE CO COM 194162103 1,552 21,196 SH   DFND 17 21,196 0 0
COLGATE PALMOLIVE CO COM 194162103 37,179 507,907 SH   DFND 21 257,524 0 250,383
COLGATE PALMOLIVE CO COM 194162103 432 5,900 SH   DFND 24 5,900 0 0
COLGATE PALMOLIVE CO CALL 194162903 8,506 116,200 SH Call DFND 4 116,200 0 0
COLGATE PALMOLIVE CO PUT 194162953 61,473 839,800 SH Put DFND 4 839,800 0 0
COLONY CAP INC CL A 19624R106 1,819 118,517 SH   DFND 4 118,517 0 0
COLONY CAP INC CL A 19624R106 219 14,283 SH   DFND 17 14,283 0 0
COLONY STARWOOD HOMES COM 19625X102 4,886 160,602 SH   DFND 4 160,602 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 12,538 491,879 SH   DFND 4 491,879 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 12,913 506,600 SH   DFND 21 506,600 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 120 8,501 SH   DFND 17 8,501 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 371 26,242 SH   DFND 21 26,242 0 0
COMFORT SYS USA INC COM 199908104 5,779 177,435 SH   DFND 17 164,020 0 13,415
COMCAST CORP NEW CL A 20030N101 948 14,538 SH   DFND 4 14,538 0 0
COMCAST CORP NEW CL A 20030N101 400,681 6,146,354 SH   DFND 17 5,102,607 0 1,043,747
COMCAST CORP NEW CL A 20030N101 17,356 266,234 SH   DFND 20 266,234 0 0
COMCAST CORP NEW CL A 20030N101 256,675 3,937,341 SH   DFND 21 2,817,934 0 1,119,407
COMCAST CORP NEW CL A 20030N101 499 7,655 SH   DFND 25 7,655 0 0
COMCAST CORP NEW CALL 20030N901 14,837 227,600 SH Call DFND 4 227,600 0 0
COMCAST CORP NEW PUT 20030N951 149,344 2,290,900 SH Put DFND 4 2,290,900 0 0
COMMERCIAL METALS CO COM 201723103 463 27,400 SH   DFND 17 0 0 27,400
COMMERCIAL METALS CO COM 201723103 2,682 158,691 SH   DFND 21 48,402 0 110,289
COMMUNITY HEALTH SYS INC NEW COM 203668108 75 6,255 SH   DFND 17 6,255 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 234 19,436 SH   DFND 21 19,436 0 0
COMMUNITY TR BANCORP INC COM 204149108 19,012 548,520 SH   DFND 3 548,520 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 394 178,494 SH   DFND 21 116,237 0 62,257
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 20,025 2,234,895 SH   DFND 17 2,234,895 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 463 51,729 SH   DFND 21 51,729 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 341 37,950 SH   DFND 17 12,350 0 25,600
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 839 93,401 SH   DFND 21 73,656 0 19,745
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 10,426 872,457 SH   DFND 21 872,457 0 0
COMPUTER SCIENCES CORP COM 205363104 24,457 492,586 SH   DFND 17 396,508 0 96,078
COMPUTER SCIENCES CORP COM 205363104 12,231 246,348 SH   DFND 21 238,427 0 7,921
CONAGRA FOODS INC COM 205887102 4,188 87,600 SH   DFND 3 87,600 0 0
CONAGRA FOODS INC COM 205887102 2,019 42,220 SH   DFND 17 38,545 0 3,675
CONAGRA FOODS INC COM 205887102 1,114 23,294 SH   DFND 21 23,294 0 0
CONAGRA FOODS INC CALL 205887902 2,041 42,700 SH Call DFND 4 42,700 0 0
CONAGRA FOODS INC PUT 205887952 16,757 350,500 SH Put DFND 4 350,500 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 1,796 159,968 SH   DFND 17 155,650 0 4,318
CONCHO RES INC COM 20605P101 24,432 204,847 SH   DFND 17 204,847 0 0
CONCHO RES INC COM 20605P101 1,398 11,718 SH   DFND 21 11,718 0 0
CONCHO RES INC COM 20605P101 1,789 15,000 SH   DFND 24 15,000 0 0
CONCORDIA INTL CORP COM 20653P102 456 21,273 SH   DFND 17 14,873 0 6,400
CONCORDIA INTL CORP COM 20653P102 3,149 146,932 SH   DFND 21 116,855 0 30,077
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 13,671 788,400 SH   DFND 3 735,877 0 52,523
CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 257 14,820 SH   DFND 17 14,820 0 0
CONNS INC COM 208242107 91 12,126 SH   DFND 21 9,259 0 2,867
CONOCOPHILLIPS COM 20825C104 4,007 91,900 SH   DFND 3 91,900 0 0
CONOCOPHILLIPS COM 20825C104 8,761 200,942 SH   DFND 4 200,942 0 0
CONOCOPHILLIPS COM 20825C104 2,050 47,017 SH   DFND 17 47,017 0 0
CONOCOPHILLIPS COM 20825C104 6,544 150,088 SH   DFND 21 137,659 0 12,429
CONOCOPHILLIPS CALL 20825C904 9,125 209,300 SH Call DFND 4 209,300 0 0
CONOCOPHILLIPS PUT 20825C954 39,863 914,300 SH Put DFND 4 914,300 0 0
CONSOL ENERGY INC COM 20854P109 5,021 312,056 SH   DFND 17 252,603 0 59,453
CONSOL ENERGY INC COM 20854P109 145 9,017 SH   DFND 21 5,117 0 3,900
CONSOLIDATED COMM HLDGS INC COM 209034107 242 8,893 SH   DFND 17 8,893 0 0
CONSOLIDATED EDISON INC COM 209115104 1,681 20,895 SH   DFND 4 20,895 0 0
CONSOLIDATED EDISON INC COM 209115104 17,439 216,799 SH   DFND 17 88,958 0 127,841
CONSOLIDATED EDISON INC COM 209115104 66,814 830,606 SH   DFND 21 647,375 0 183,231
CONSOLIDATED EDISON INC COM 209115104 326 4,055 SH   DFND 25 4,055 0 0
CONSOLIDATED EDISON INC CALL 209115904 4,416 54,900 SH Call DFND 4 54,900 0 0
CONSOLIDATED EDISON INC PUT 209115954 21,349 265,400 SH Put DFND 4 265,400 0 0
CONSTELLATION BRANDS INC CL A 21036P108 99,561 601,942 SH   DFND 17 564,368 0 37,574
CONSTELLATION BRANDS INC CL A 21036P108 53,523 323,600 SH   DFND 20 323,600 0 0
CONSTELLATION BRANDS INC CL A 21036P108 21,085 127,477 SH   DFND 21 36,414 0 91,063
CONSTELLATION BRANDS INC CL A 21036P108 6,881 41,600 SH   DFND 24 41,600 0 0
CONSTELLATION BRANDS INC CALL 21036P908 5,508 33,300 SH Call DFND 4 33,300 0 0
CONSTELLATION BRANDS INC PUT 21036P958 34,172 206,600 SH Put DFND 4 206,600 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 206 16,825 SH   DFND 17 16,825 0 0
CONTINENTAL RESOURCES INC COM 212015101 33,158 732,452 SH   DFND 17 727,919 0 4,533
CONTINENTAL RESOURCES INC COM 212015101 2,729 60,272 SH   DFND 21 60,272 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,086 24,000 SH   DFND 24 24,000 0 0
CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1,275 68,200 SH   DFND 17 68,200 0 0
CONVERGYS CORP COM 212485106 38,202 1,528,067 SH   DFND 3 1,501,067 0 27,000
CONVERGYS CORP COM 212485106 9,518 380,721 SH   DFND 17 226,081 0 154,640
CONVERGYS CORP COM 212485106 43,766 1,750,645 SH   DFND 21 1,426,201 0 324,444
CONVERGYS CORP COM 212485106 38 1,516 SH   DFND 25 1,516 0 0
COOPER COS INC COM NEW 216648402 7,959 46,392 SH   DFND 17 46,392 0 0
COOPER COS INC COM NEW 216648402 614 3,576 SH   DFND 21 2,826 0 750
COOPER STD HLDGS INC COM 21676P103 14,404 182,350 SH   DFND 17 159,125 0 23,225
COOPER STD HLDGS INC COM 21676P103 4,172 52,820 SH   DFND 21 24,486 0 28,334
COOPER TIRE & RUBR CO COM 216831107 4,356 146,066 SH   DFND 21 55,259 0 90,807
CORE MARK HOLDING CO INC COM 218681104 21,544 459,754 SH   DFND 17 392,074 0 67,680
CORE MARK HOLDING CO INC COM 218681104 206 4,400 SH   DFND 21 0 0 4,400
CORELOGIC INC COM 21871D103 157 4,075 SH   DFND 17 0 0 4,075
CORELOGIC INC COM 21871D103 1,276 33,169 SH   DFND 21 33,169 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 3,376 88,706 SH   DFND 17 88,706 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 40,428 39,925,000 PRN   DFND 17 33,985,000 0 5,940,000
CORNING INC COM 219350105 6,902 337,000 SH   DFND 3 337,000 0 0
CORNING INC COM 219350105 1,030 50,285 SH   DFND 4 50,285 0 0
CORNING INC COM 219350105 116,025 5,665,303 SH   DFND 17 4,934,868 0 730,435
CORNING INC COM 219350105 38,304 1,870,305 SH   DFND 21 1,092,059 0 778,246
CORNING INC CALL 219350905 772 37,700 SH Call DFND 4 37,700 0 0
CORNING INC PUT 219350955 9,775 477,300 SH Put DFND 4 477,300 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 265 7,569 SH   DFND 4 7,569 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 160 4,560 SH   DFND 17 0 0 4,560
CORVUS PHARMACEUTICALS INC COM 221015100 1,783 125,000 SH   DFND 17 125,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 403 2,566 SH   DFND 4 2,566 0 0
COSTCO WHSL CORP NEW COM 22160K105 230,699 1,469,047 SH   DFND 17 1,356,045 0 113,002
COSTCO WHSL CORP NEW COM 22160K105 48,932 311,590 SH   DFND 21 308,617 0 2,973
COSTCO WHSL CORP NEW CALL 22160K905 10,584 67,400 SH Call DFND 4 67,400 0 0
COSTCO WHSL CORP NEW PUT 22160K955 91,711 584,000 SH Put DFND 4 584,000 0 0
COSTAR GROUP INC COM 22160N109 10,285 47,035 SH   DFND 17 38,010 0 9,025
COSTAR GROUP INC COM 22160N109 87 400 SH   DFND 21 0 0 400
COTT CORP QUE COM 22163N106 4,477 321,940 SH   DFND 17 321,940 0 0
COUSINS PPTYS INC COM 222795106 29,324 2,819,600 SH   DFND 3 2,769,300 0 50,300
COUSINS PPTYS INC COM 222795106 1,252 120,342 SH   DFND 17 120,342 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 913 50,518 SH   DFND 17 47,290 0 3,228
COWEN GROUP INC NEW CL A 223622101 107 36,173 SH   DFND 17 36,173 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 5,809 33,875 SH   DFND 17 23,525 0 10,350
CRACKER BARREL OLD CTRY STOR COM 22410J106 33,695 196,509 SH   DFND 21 176,266 0 20,243
CRANE CO COM 224399105 61,207 1,079,110 SH   DFND 3 1,060,110 0 19,000
CRANE CO COM 224399105 5,694 100,381 SH   DFND 17 100,381 0 0
CRANE CO COM 224399105 823 14,515 SH   DFND 21 13,341 0 1,174
CREDIT ACCEP CORP MICH COM 225310101 2,313 12,497 SH   DFND 17 12,497 0 0
CREDIT ACCEP CORP MICH COM 225310101 20,820 112,490 SH   DFND 21 112,490 0 0
CRESCENT PT ENERGY CORP COM 22576C101 619 39,418 SH   DFND 17 39,418 0 0
CRESCENT PT ENERGY CORP COM 22576C101 2,220 141,236 SH   DFND 21 141,236 0 0
CRITEO S A SPONS ADS 226718104 83,428 1,816,806 SH   DFND 17 1,346,632 0 470,174
CRITEO S A SPONS ADS 226718104 969 21,105 SH   DFND 21 21,105 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 5,210 374,266 SH   DFND 17 364,166 0 10,100
CROWN CASTLE INTL CORP NEW COM 22822V101 7,482 73,766 SH   DFND 17 68,541 0 5,225
CROWN CASTLE INTL CORP NEW COM 22822V101 49,166 484,730 SH   DFND 21 484,730 0 0
CROWN CASTLE INTL CORP NEW CALL 22822V901 3,621 35,700 SH Call DFND 4 35,700 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 33,310 328,400 SH Put DFND 4 328,400 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,232 29,900 SH   DFND 17 29,900 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 145 3,510 SH   DFND 21 3,510 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 494 12,000 SH   DFND 24 12,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 17,375 14,405,000 PRN   DFND 17 14,405,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 18,205 17,240,000 PRN   DFND 17 16,800,000 0 440,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 24,300 22,500,000 PRN   DFND 17 22,500,000 0 0
CUBESMART COM 229663109 11,522 373,110 SH   DFND 4 373,110 0 0
CUBESMART COM 229663109 16,442 532,439 SH   DFND 17 432,973 0 99,466
CUBESMART COM 229663109 174 5,650 SH   DFND 21 0 0 5,650
CULP INC COM 230215105 280 10,151 SH   DFND 21 10,151 0 0
CUMMINS INC COM 231021106 6,252 55,600 SH   DFND 3 55,600 0 0
CUMMINS INC COM 231021106 2,723 24,215 SH   DFND 4 24,215 0 0
CUMMINS INC COM 231021106 729 6,481 SH   DFND 21 6,481 0 0
CUMMINS INC CALL 231021906 3,115 27,700 SH Call DFND 4 27,700 0 0
CUMMINS INC PUT 231021956 23,230 206,600 SH Put DFND 4 206,600 0 0
CURTISS WRIGHT CORP COM 231561101 141 1,670 SH   DFND 17 1,670 0 0
CURTISS WRIGHT CORP COM 231561101 1,414 16,780 SH   DFND 21 16,780 0 0
CUSTOMERS BANCORP INC COM 23204G100 235 9,336 SH   DFND 17 9,336 0 0
CUSTOMERS BANCORP INC COM 23204G100 52 2,071 SH   DFND 21 0 0 2,071
CVENT INC COM 23247G109 13,038 365,000 SH   DFND 21 365,000 0 0
CYNOSURE INC CL A 232577205 21,520 442,395 SH   DFND 17 393,931 0 48,464
CYNOSURE INC CL A 232577205 139 2,850 SH   DFND 21 0 0 2,850
CYRUSONE INC COM 23283R100 50,708 911,024 SH   DFND 3 889,024 0 22,000
CYRUSONE INC COM 23283R100 23,076 414,596 SH   DFND 17 347,082 0 67,514
CYRUSONE INC COM 23283R100 203 3,650 SH   DFND 21 0 0 3,650
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,292 110,153 SH   DFND 4 110,153 0 0
DDR CORP COM 23317H102 6,286 346,505 SH   DFND 4 346,505 0 0
D R HORTON INC COM 23331A109 4,181 132,820 SH   DFND 3 132,820 0 0
D R HORTON INC COM 23331A109 4,415 140,247 SH   DFND 17 140,247 0 0
D R HORTON INC COM 23331A109 4,188 133,049 SH   DFND 21 128,677 0 4,372
DST SYS INC DEL COM 233326107 42,512 365,125 SH   DFND 3 360,825 0 4,300
DST SYS INC DEL COM 233326107 38,786 333,129 SH   DFND 4 333,129 0 0
DST SYS INC DEL COM 233326107 6,294 54,058 SH   DFND 17 49,655 0 4,403
DST SYS INC DEL COM 233326107 16,581 142,415 SH   DFND 21 80,591 0 61,824
DST SYS INC DEL COM 233326107 133 1,146 SH   DFND 25 1,146 0 0
DTE ENERGY CO COM 233331107 18,843 190,102 SH   DFND 17 182,991 0 7,111
DTE ENERGY CO COM 233331107 48,517 489,482 SH   DFND 21 352,455 0 137,027
DTE ENERGY CO COM 233331107 183 1,851 SH   DFND 25 1,851 0 0
DTE ENERGY CO CALL 233331907 525 5,300 SH Call DFND 4 5,300 0 0
DTE ENERGY CO PUT 233331957 2,597 26,200 SH Put DFND 4 26,200 0 0
DANA HLDG CORP COM 235825205 18,873 1,787,200 SH   DFND 3 1,746,500 0 40,700
DANAHER CORP DEL COM 235851102 75,448 985,608 SH   DFND 17 824,764 0 160,844
DANAHER CORP DEL COM 235851102 45,826 598,646 SH   DFND 21 470,295 0 128,351
DANAHER CORP DEL COM 235851102 5,043 65,884 SH   DFND 24 65,884 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,378 475,000 PRN   DFND 17 475,000 0 0
DARDEN RESTAURANTS INC COM 237194105 4,290 67,735 SH   DFND 17 65,235 0 2,500
DARDEN RESTAURANTS INC COM 237194105 44,402 701,013 SH   DFND 21 684,991 0 16,022
DAVE & BUSTERS ENTMT INC COM 238337109 17,205 367,705 SH   DFND 17 316,331 0 51,374
DAVE & BUSTERS ENTMT INC COM 238337109 140 3,000 SH   DFND 21 0 0 3,000
DAVITA HEALTHCARE PARTNERS I COM 23918K108 277 3,588 SH   DFND 21 3,588 0 0
DEAN FOODS CO NEW COM NEW 242370203 11,504 635,921 SH   DFND 17 616,621 0 19,300
DEAN FOODS CO NEW COM NEW 242370203 4,123 227,932 SH   DFND 21 147,090 0 80,842
DEAN FOODS CO NEW COM NEW 242370203 5,741 317,331 SH   DFND 24 317,331 0 0
DECKERS OUTDOOR CORP COM 243537107 274 4,755 SH   DFND 17 0 0 4,755
DEERE & CO COM 244199105 6,837 84,366 SH   DFND 4 84,366 0 0
DEERE & CO COM 244199105 63,932 788,900 SH   DFND 17 784,100 0 4,800
DEERE & CO COM 244199105 2,284 28,179 SH   DFND 21 26,297 0 1,882
DEERE & CO CALL 244199905 4,814 59,400 SH Call DFND 4 59,400 0 0
DEERE & CO PUT 244199955 30,901 381,300 SH Put DFND 4 381,300 0 0
DELEK US HLDGS INC COM 246647101 39 2,990 SH   DFND 17 2,990 0 0
DELEK US HLDGS INC COM 246647101 484 36,669 SH   DFND 21 33,881 0 2,788
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 15,840 593,030 SH   DFND 3 559,069 0 33,961
DELTA AIR LINES INC DEL COM NEW 247361702 15,532 426,345 SH   DFND 4 420,725 0 5,620
DELTA AIR LINES INC DEL COM NEW 247361702 1,033 28,361 SH   DFND 17 28,361 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 22,140 607,744 SH   DFND 21 395,228 0 212,516
DELTA AIR LINES INC DEL CALL 247361902 3,636 99,800 SH Call DFND 4 99,800 0 0
DELTA AIR LINES INC DEL PUT 247361952 28,900 793,300 SH Put DFND 4 793,300 0 0
DENBURY RES INC COM NEW 247916208 335 93,262 SH   DFND 4 93,262 0 0
DENBURY RES INC COM NEW 247916208 2,314 644,621 SH   DFND 17 644,621 0 0
DENBURY RES INC COM NEW 247916208 191 53,070 SH   DFND 21 53,070 0 0
DELUXE CORP COM 248019101 43,706 658,523 SH   DFND 3 643,323 0 15,200
DELUXE CORP COM 248019101 8,749 131,828 SH   DFND 17 75,828 0 56,000
DELUXE CORP COM 248019101 23,938 360,680 SH   DFND 21 204,855 0 155,825
DEMANDWARE INC COM 24802Y105 18,725 250,000 SH   DFND 21 250,000 0 0
DENTSPLY SIRONA INC COM 24906P109 499 8,039 SH   DFND 17 8,039 0 0
DENTSPLY SIRONA INC COM 24906P109 11,374 183,333 SH   DFND 21 27,140 0 156,193
DERMIRA INC COM 24983L104 3,023 103,365 SH   DFND 17 103,365 0 0
DERMIRA INC COM 24983L104 439 15,000 SH   DFND 24 15,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,139 1,035,000 PRN   DFND 17 1,035,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,241 116,990 SH   DFND 3 116,990 0 0
DEVON ENERGY CORP NEW COM 25179M103 454 12,519 SH   DFND 4 12,519 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,250 144,836 SH   DFND 17 144,836 0 0
DEVON ENERGY CORP NEW COM 25179M103 9,923 273,738 SH   DFND 21 273,738 0 0
DEVON ENERGY CORP NEW CALL 25179M903 1,787 49,300 SH Call DFND 4 49,300 0 0
DEVON ENERGY CORP NEW PUT 25179M953 10,161 280,300 SH Put DFND 4 280,300 0 0
DEVRY ED GROUP INC COM 251893103 440 24,676 SH   DFND 21 24,676 0 0
DEXCOM INC COM 252131107 45,417 572,502 SH   DFND 17 461,539 0 110,963
DIAMOND OFFSHORE DRILLING IN COM 25271C102 372 15,300 SH   DFND 4 15,300 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,148 170,500 SH   DFND 17 170,500 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 513 21,071 SH   DFND 21 21,071 0 0
DIAMOND OFFSHORE DRILLING IN PUT 25271C952 13,294 546,400 SH Put DFND 4 546,400 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 6,057 670,778 SH   DFND 4 670,778 0 0
DICKS SPORTING GOODS INC COM 253393102 7,407 164,384 SH   DFND 17 164,384 0 0
DICKS SPORTING GOODS INC COM 253393102 95 2,100 SH   DFND 21 0 0 2,100
DIGITAL RLTY TR INC COM 253868103 6,233 57,190 SH   DFND 3 57,190 0 0
DIGITAL RLTY TR INC COM 253868103 13,331 122,316 SH   DFND 4 122,316 0 0
DIGITAL RLTY TR INC COM 253868103 871 7,994 SH   DFND 17 7,994 0 0
DIME CMNTY BANCSHARES COM 253922108 10 600 SH   DFND 17 600 0 0
DIME CMNTY BANCSHARES COM 253922108 507 29,802 SH   DFND 21 22,603 0 7,199
DILLARDS INC CL A 254067101 542 8,942 SH   DFND 4 8,942 0 0
DILLARDS INC CL A 254067101 2,851 47,038 SH   DFND 17 47,038 0 0
DILLARDS INC CL A 254067101 1,823 30,089 SH   DFND 21 24,493 0 5,596
DINEEQUITY INC COM 254423106 49,825 587,700 SH   DFND 3 575,900 0 11,800
DINEEQUITY INC COM 254423106 684 8,070 SH   DFND 17 4,795 0 3,275
DINEEQUITY INC COM 254423106 7,359 86,801 SH   DFND 21 74,054 0 12,747
DISNEY WALT CO COM DISNEY 254687106 32,150 328,667 SH   DFND 4 324,458 0 4,209
DISNEY WALT CO COM DISNEY 254687106 181,871 1,859,237 SH   DFND 17 1,647,163 0 212,074
DISNEY WALT CO COM DISNEY 254687106 167,854 1,715,950 SH   DFND 21 1,172,807 0 543,143
DISNEY WALT CO COM DISNEY 254687106 108 1,100 SH   DFND 24 1,100 0 0
DISNEY WALT CO COM DISNEY 254687106 405 4,136 SH   DFND 25 4,136 0 0
DISNEY WALT CO CALL 254687906 22,274 227,700 SH Call DFND 4 227,700 0 0
DISNEY WALT CO PUT 254687956 176,037 1,799,600 SH Put DFND 4 1,799,600 0 0
DISCOVER FINL SVCS COM 254709108 11,392 212,570 SH   DFND 3 212,570 0 0
DISCOVER FINL SVCS COM 254709108 4,185 78,085 SH   DFND 4 78,085 0 0
DISCOVER FINL SVCS COM 254709108 1,889 35,250 SH   DFND 17 35,250 0 0
DISCOVER FINL SVCS COM 254709108 18,131 338,332 SH   DFND 21 331,307 0 7,025
DISCOVER FINL SVCS CALL 254709908 1,908 35,600 SH Call DFND 4 35,600 0 0
DISCOVER FINL SVCS PUT 254709958 21,725 405,400 SH Put DFND 4 405,400 0 0
DISH NETWORK CORP CL A 25470M109 4,682 89,356 SH   DFND 4 89,356 0 0
DISH NETWORK CORP CL A 25470M109 166 3,175 SH   DFND 17 0 0 3,175
DR REDDYS LABS LTD ADR 256135203 3,423 66,812 SH   DFND 17 65,812 0 1,000
DR REDDYS LABS LTD ADR 256135203 900 17,564 SH   DFND 21 17,564 0 0
DOLLAR GEN CORP NEW COM 256677105 28,069 298,602 SH   DFND 17 293,787 0 4,815
DOLLAR GEN CORP NEW COM 256677105 5,851 62,249 SH   DFND 21 51,063 0 11,186
DOLLAR GEN CORP NEW CALL 256677905 1,983 21,100 SH Call DFND 4 21,100 0 0
DOLLAR GEN CORP NEW PUT 256677955 29,713 316,100 SH Put DFND 4 316,100 0 0
DOLLAR TREE INC COM 256746108 18,848 200,000 SH   DFND 4 200,000 0 0
DOLLAR TREE INC COM 256746108 57,488 610,018 SH   DFND 17 470,183 0 139,835
DOLLAR TREE INC CALL 256746908 1,866 19,800 SH Call DFND 4 19,800 0 0
DOLLAR TREE INC PUT 256746958 21,656 229,800 SH Put DFND 4 229,800 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12,960 250,000 SH   DFND 17 250,000 0 0
DOMINION RES INC VA NEW CALL 25746U909 5,736 73,600 SH Call DFND 4 73,600 0 0
DOMINION RES INC VA NEW PUT 25746U959 35,380 454,000 SH Put DFND 4 454,000 0 0
DOMTAR CORP COM NEW 257559203 1,791 51,441 SH   DFND 17 47,700 0 3,741
DOMTAR CORP COM NEW 257559203 20,379 585,422 SH   DFND 21 363,264 0 222,158
DOMTAR CORP COM NEW 257559203 34 973 SH   DFND 25 973 0 0
DONALDSON INC COM 257651109 2,670 77,709 SH   DFND 21 69,119 0 8,590
DONALDSON INC COM 257651109 7,320 213,040 SH   DFND 24 213,040 0 0
DONNELLEY R R & SONS CO COM 257867101 1,164 68,785 SH   DFND 4 68,785 0 0
DONNELLEY R R & SONS CO COM 257867101 2,771 163,778 SH   DFND 21 19,977 0 143,801
DOUGLAS EMMETT INC COM 25960P109 7,294 205,363 SH   DFND 4 205,363 0 0
DOUGLAS DYNAMICS INC COM 25960R105 368 14,314 SH   DFND 21 5,081 0 9,233
DOVER CORP COM 260003108 700 10,100 SH   DFND 21 10,100 0 0
DOW CHEM CO COM 260543103 12,214 245,709 SH   DFND 4 245,709 0 0
DOW CHEM CO COM 260543103 43,550 876,076 SH   DFND 17 671,963 0 204,113
DOW CHEM CO COM 260543103 80,521 1,619,809 SH   DFND 21 1,130,512 0 489,297
DOW CHEM CO COM 260543103 522 10,500 SH   DFND 24 10,500 0 0
DOW CHEM CO COM 260543103 293 5,893 SH   DFND 25 5,893 0 0
DOW CHEM CO CALL 260543903 4,320 86,900 SH Call DFND 4 86,900 0 0
DOW CHEM CO PUT 260543953 42,736 859,700 SH Put DFND 4 859,700 0 0
DOW CHEM CO PUT 260543953 13,372 269,000 SH Put DFND 21 269,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 27,597 285,599 SH   DFND 17 192,192 0 93,407
DR PEPPER SNAPPLE GROUP INC COM 26138E109 104,117 1,077,483 SH   DFND 21 766,821 0 310,662
DR PEPPER SNAPPLE GROUP INC COM 26138E109 305 3,157 SH   DFND 25 3,157 0 0
DR PEPPER SNAPPLE GROUP INC CALL 26138E909 367 3,800 SH Call DFND 4 3,800 0 0
DR PEPPER SNAPPLE GROUP INC PUT 26138E959 5,518 57,100 SH Put DFND 4 57,100 0 0
DRDGOLD LIMITED SPON ADR REPSTG 26152H301 445 75,466 SH   DFND 17 8,235 0 67,231
DREAMWORKS ANIMATION SKG INC CL A 26153C103 13,384 327,480 SH   DFND 4 327,480 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 22,438 549,000 SH   DFND 21 549,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 11,276 174,015 SH   DFND 4 174,015 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 16,471 254,175 SH   DFND 21 254,175 0 0
DU PONT E I DE NEMOURS & CO CALL 263534909 6,286 97,000 SH Call DFND 4 97,000 0 0
DU PONT E I DE NEMOURS & CO PUT 263534959 53,117 819,700 SH Put DFND 4 819,700 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,660 19,345 SH   DFND 4 19,345 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 17,814 207,644 SH   DFND 17 159,944 0 47,700
DUKE ENERGY CORP NEW COM NEW 26441C204 32,140 374,632 SH   DFND 21 185,045 0 189,587
DUKE ENERGY CORP NEW CALL 26441C904 10,243 119,400 SH Call DFND 4 119,400 0 0
DUKE ENERGY CORP NEW PUT 26441C954 46,472 541,700 SH Put DFND 4 541,700 0 0
DULUTH HLDGS INC COM CL B 26443V101 2,240 91,577 SH   DFND 17 91,577 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 234 1,920 SH   DFND 4 1,920 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,215 9,969 SH   DFND 21 9,969 0 0
DYCOM INDS INC COM 267475101 23,922 266,506 SH   DFND 17 227,664 0 38,842
DYCOM INDS INC COM 267475101 2,512 27,986 SH   DFND 21 25,986 0 2,000
DYNAMIC MATLS CORP COM 267888105 1,360 126,491 SH   DFND 17 118,287 0 8,204
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1,713 117,492 SH   DFND 17 117,492 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 43,815 695,590 SH   DFND 17 694,390 0 1,200
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 61 10,020 SH   DFND 17 10,020 0 0
E M C CORP MASS COM 268648102 160,655 5,912,963 SH   DFND 17 5,620,869 0 292,094
E M C CORP MASS COM 268648102 8,242 303,352 SH   DFND 21 233,386 0 69,966
E M C CORP MASS COM 268648102 33 1,213 SH   DFND 25 1,213 0 0
E M C CORP MASS CALL 268648902 9,287 341,800 SH Call DFND 4 341,800 0 0
E M C CORP MASS PUT 268648952 25,646 943,900 SH Put DFND 4 943,900 0 0
EOG RES INC COM 26875P101 2,087 25,012 SH   DFND 4 25,012 0 0
EOG RES INC COM 26875P101 69,454 832,579 SH   DFND 17 708,688 0 123,891
EOG RES INC COM 26875P101 112,463 1,348,148 SH   DFND 21 1,060,895 0 287,253
EOG RES INC COM 26875P101 1,485 17,800 SH   DFND 24 17,800 0 0
EOG RES INC CALL 26875P901 5,923 71,000 SH Call DFND 4 71,000 0 0
EOG RES INC PUT 26875P951 50,044 599,900 SH Put DFND 4 599,900 0 0
EPR PPTYS COM SH BEN INT 26884U109 16 200 SH   DFND 3 200 0 0
EPR PPTYS COM SH BEN INT 26884U109 11,252 139,466 SH   DFND 4 139,466 0 0
EAGLE BANCORP INC MD COM 268948106 15,714 326,628 SH   DFND 17 273,893 0 52,735
EAGLE BANCORP INC MD COM 268948106 143 2,965 SH   DFND 21 0 0 2,965
E TRADE FINANCIAL CORP COM NEW 269246401 635 27,038 SH   DFND 17 27,038 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,809 375,003 SH   DFND 21 367,701 0 7,302
EAGLE PHARMACEUTICALS INC COM 269796108 5,209 134,285 SH   DFND 17 101,780 0 32,505
EAGLE PHARMACEUTICALS INC COM 269796108 272 7,000 SH   DFND 24 7,000 0 0
EARTHLINK HLDGS CORP COM 27033X101 214 33,417 SH   DFND 17 33,417 0 0
EARTHLINK HLDGS CORP COM 27033X101 1,498 234,067 SH   DFND 21 119,795 0 114,272
EAST WEST BANCORP INC COM 27579R104 50,443 1,475,800 SH   DFND 3 1,445,500 0 30,300
EAST WEST BANCORP INC COM 27579R104 111 3,238 SH   DFND 21 3,238 0 0
EASTGROUP PPTY INC COM 277276101 9,552 138,591 SH   DFND 4 138,591 0 0
EASTMAN CHEM CO COM 277432100 14,101 207,670 SH   DFND 3 207,670 0 0
EASTMAN CHEM CO COM 277432100 4,608 67,858 SH   DFND 17 64,316 0 3,542
EASTMAN CHEM CO COM 277432100 12,595 185,496 SH   DFND 21 126,972 0 58,524
EASTMAN CHEM CO COM 277432100 40 585 SH   DFND 25 585 0 0
EBAY INC COM 278642103 1,347 57,541 SH   DFND 4 57,541 0 0
EBAY INC COM 278642103 2 100 SH   DFND 17 100 0 0
EBAY INC COM 278642103 1,384 59,100 SH   DFND 21 59,100 0 0
EBAY INC CALL 278642903 3,313 141,500 SH Call DFND 4 141,500 0 0
EBAY INC PUT 278642953 12,236 522,700 SH Put DFND 4 522,700 0 0
EBIX INC COM NEW 278715206 4,026 84,056 SH   DFND 17 2,918 0 81,138
EBIX INC COM NEW 278715206 39 807 SH   DFND 21 0 0 807
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,493 66,573 SH   DFND 17 66,573 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 27,150 28,845,000 PRN   DFND 17 25,180,000 0 3,665,000
ECHOSTAR CORP CL A 278768106 807 20,315 SH   DFND 21 0 0 20,315
ECOLAB INC COM 278865100 36,324 306,271 SH   DFND 17 238,248 0 68,023
ECOLAB INC COM 278865100 29,330 247,301 SH   DFND 21 133,122 0 114,179
ECOLAB INC COM 278865100 1,608 13,560 SH   DFND 24 13,560 0 0
ECOLAB INC CALL 278865900 5,112 43,100 SH Call DFND 4 43,100 0 0
ECOLAB INC PUT 278865950 34,074 287,300 SH Put DFND 4 287,300 0 0
EDISON INTL COM 281020107 24,565 316,274 SH   DFND 17 199,663 0 116,611
EDISON INTL COM 281020107 27,095 348,854 SH   DFND 21 237,331 0 111,523
EDISON INTL CALL 281020907 2,322 29,900 SH Call DFND 4 29,900 0 0
EDISON INTL PUT 281020957 22,524 290,000 SH Put DFND 4 290,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,364 13,674 SH   DFND 4 13,674 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 85,903 861,355 SH   DFND 17 691,969 0 169,386
EDWARDS LIFESCIENCES CORP COM 28176E108 404 4,047 SH   DFND 21 0 0 4,047
EDWARDS LIFESCIENCES CORP CALL 28176E908 2,872 28,800 SH Call DFND 4 28,800 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 20,036 200,900 SH Put DFND 4 200,900 0 0
EHEALTH INC COM 28238P109 789 56,295 SH   DFND 17 56,295 0 0
8X8 INC NEW COM 282914100 2,573 176,083 SH   DFND 17 176,083 0 0
8X8 INC NEW COM 282914100 4,147 283,866 SH   DFND 20 283,866 0 0
ELDORADO RESORTS INC COM 28470R102 5,524 363,545 SH   DFND 17 354,757 0 8,788
ELECTRO RENT CORP COM 285218103 5,705 370,234 SH   DFND 21 370,234 0 0
ELECTRONIC ARTS INC COM 285512109 840 11,082 SH   DFND 4 11,082 0 0
ELECTRONIC ARTS INC COM 285512109 51,201 675,838 SH   DFND 17 514,590 0 161,248
ELECTRONIC ARTS INC COM 285512109 3,061 40,402 SH   DFND 21 38,402 0 2,000
ELECTRONIC ARTS INC CALL 285512909 2,371 31,300 SH Call DFND 4 31,300 0 0
ELECTRONIC ARTS INC PUT 285512959 25,872 341,500 SH Put DFND 4 341,500 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 15,766 366,316 SH   DFND 17 310,993 0 55,323
ELECTRONICS FOR IMAGING INC COM 286082102 241 5,601 SH   DFND 21 1,801 0 3,800
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 43,517 41,070,000 PRN   DFND 17 35,275,000 0 5,795,000
ELIZABETH ARDEN INC COM 28660G106 7,568 550,000 SH   DFND 21 550,000 0 0
ELLIE MAE INC COM 28849P100 3,882 42,359 SH   DFND 17 42,359 0 0
ELLIS PERRY INTL INC COM 288853104 1,439 71,530 SH   DFND 17 62,430 0 9,100
EMBRAER S A SP ADR REP 4 COM 29082A107 41,983 1,932,900 SH   DFND 3 1,347,700 0 585,200
EMBRAER S A SP ADR REP 4 COM 29082A107 6,768 311,621 SH   DFND 17 311,621 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 215 9,892 SH   DFND 21 9,892 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,629 93,487 SH   DFND 21 23,546 0 69,941
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 5,961 5,250,000 PRN   DFND 17 4,435,000 0 815,000
EMERSON ELEC CO COM 291011104 4,105 78,700 SH   DFND 3 78,700 0 0
EMERSON ELEC CO COM 291011104 1,769 33,918 SH   DFND 4 33,918 0 0
EMERSON ELEC CO COM 291011104 1,247 23,914 SH   DFND 17 23,914 0 0
EMERSON ELEC CO COM 291011104 3,578 68,600 SH   DFND 21 56,600 0 12,000
EMERSON ELEC CO CALL 291011904 3,375 64,700 SH Call DFND 4 64,700 0 0
EMERSON ELEC CO PUT 291011954 20,327 389,700 SH Put DFND 4 389,700 0 0
EMPIRE DIST ELEC CO COM 291641108 10,704 315,101 SH   DFND 21 315,101 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,022 35,200 SH   DFND 17 6,752 0 28,448
EMPLOYERS HOLDINGS INC COM 292218104 1,601 55,157 SH   DFND 21 38,612 0 16,545
ENCANA CORP COM 292505104 20,682 2,655,000 SH   DFND 4 2,655,000 0 0
ENBRIDGE INC COM 29250N105 5,065 120,180 SH   DFND 21 120,180 0 0
ENBRIDGE INC COM 29250N105 459 10,900 SH   DFND 24 10,900 0 0
ENCORE CAP GROUP INC COM 292554102 347 14,746 SH   DFND 21 14,746 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 28,373 39,000,000 PRN   DFND 17 39,000,000 0 0
ENERGEN CORP COM 29265N108 11,972 248,326 SH   DFND 17 206,533 0 41,793
ENERGEN CORP COM 29265N108 133 2,750 SH   DFND 21 0 0 2,750
ENERGY RECOVERY INC COM 29270J100 619 69,656 SH   DFND 17 69,656 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 269 31,300 SH   DFND 3 31,300 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 362 42,200 SH   DFND 17 0 0 42,200
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 115 13,380 SH   DFND 21 13,380 0 0
ENERSYS COM 29275Y102 50,294 845,700 SH   DFND 3 826,900 0 18,800
ENERSYS COM 29275Y102 1,942 32,653 SH   DFND 21 31,354 0 1,299
ENERPLUS CORP COM 292766102 674 102,869 SH   DFND 4 102,869 0 0
ENERPLUS CORP COM 292766102 15 2,255 SH   DFND 17 2,255 0 0
ENERPLUS CORP COM 292766102 26 4,040 SH   DFND 21 4,040 0 0
ENERSIS CHILE SA SPON ADR 29278D105 182 31,300 SH   DFND 3 31,300 0 0
ENERSIS CHILE SA SPON ADR 29278D105 78 13,380 SH   DFND 21 13,380 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 296 18,636 SH   DFND 17 18,636 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1,061 66,694 SH   DFND 21 66,694 0 0
ENNIS INC COM 293389102 17,806 928,375 SH   DFND 3 872,701 0 55,674
ENNIS INC COM 293389102 1,838 95,823 SH   DFND 17 70,056 0 25,767
ENNIS INC COM 293389102 342 17,809 SH   DFND 21 5,811 0 11,998
ENSIGN GROUP INC COM 29358P101 12,862 612,180 SH   DFND 3 612,180 0 0
ENSIGN GROUP INC COM 29358P101 551 26,214 SH   DFND 21 26,214 0 0
ENTERGY CORP NEW COM 29364G103 169,921 2,088,760 SH   DFND 3 2,087,060 0 1,700
ENTERGY CORP NEW COM 29364G103 1,681 20,667 SH   DFND 4 20,667 0 0
ENTERGY CORP NEW COM 29364G103 59,806 735,175 SH   DFND 17 651,209 0 83,966
ENTERGY CORP NEW COM 29364G103 57,232 703,529 SH   DFND 21 455,403 0 248,126
ENTERGY CORP NEW COM 29364G103 29 360 SH   DFND 25 360 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 802 28,769 SH   DFND 17 0 0 28,769
ENTERPRISE FINL SVCS CORP COM 293712105 70 2,512 SH   DFND 21 2,512 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 3,696 549,976 SH   DFND 17 534,435 0 15,541
ENVESTNET INC COM 29404K106 2,409 72,327 SH   DFND 17 72,327 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 12,685 500,000 SH   DFND 4 500,000 0 0
EPAM SYS INC COM 29414B104 12,078 187,810 SH   DFND 17 165,083 0 22,727
EPAM SYS INC COM 29414B104 1,806 28,090 SH   DFND 21 26,790 0 1,300
ENVIVA PARTNERS LP COM UNIT 29414J107 636 27,956 SH   DFND 17 2,261 0 25,695
EPLUS INC COM 294268107 3,567 43,611 SH   DFND 17 42,623 0 988
EPLUS INC COM 294268107 1,747 21,355 SH   DFND 21 14,339 0 7,016
EQUIFAX INC COM 294429105 19,758 153,881 SH   DFND 17 76,590 0 77,291
EQUIFAX INC COM 294429105 3,139 24,450 SH   DFND 21 24,450 0 0
EQUINIX INC COM PAR $0.001 29444U700 13,469 34,738 SH   DFND 4 34,738 0 0
EQUINIX INC COM PAR $0.001 29444U700 26,036 67,151 SH   DFND 17 58,818 0 8,333
EQUINIX INC COM PAR $0.001 29444U700 43,997 113,474 SH   DFND 21 113,474 0 0
EQUINIX INC CALL 29444U900 3,141 8,100 SH Call DFND 4 8,100 0 0
EQUINIX INC PUT 29444U950 30,127 77,700 SH Put DFND 4 77,700 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 22,654 282,995 SH   DFND 17 238,936 0 44,059
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,472 55,862 SH   DFND 21 53,812 0 2,050
EQUITY RESIDENTIAL SH BEN INT 29476L107 32,334 469,425 SH   DFND 4 458,615 0 10,810
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,048 131,355 SH   DFND 17 306 0 131,049
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,772 127,348 SH   DFND 21 127,348 0 0
EQUITY RESIDENTIAL CALL 29476L907 1,481 21,500 SH Call DFND 4 21,500 0 0
EQUITY RESIDENTIAL PUT 29476L957 15,939 231,400 SH Put DFND 4 231,400 0 0
ERICSSON ADR B SEK 10 294821608 11,525 1,500,617 SH   DFND 17 1,500,617 0 0
ESCO TECHNOLOGIES INC COM 296315104 310 7,768 SH   DFND 17 7,768 0 0
ESCO TECHNOLOGIES INC COM 296315104 1,110 27,793 SH   DFND 21 27,793 0 0
ESSENDANT INC COM 296689102 42,765 1,399,377 SH   DFND 3 1,383,077 0 16,300
ESSEX PPTY TR INC COM 297178105 21,927 96,134 SH   DFND 4 96,134 0 0
ESSEX PPTY TR INC COM 297178105 13 55 SH   DFND 17 55 0 0
EURONET WORLDWIDE INC COM 298736109 17,488 252,755 SH   DFND 17 194,445 0 58,310
EURONET WORLDWIDE INC COM 298736109 5,473 79,102 SH   DFND 21 73,832 0 5,270
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 42,579 37,025,000 PRN   DFND 17 31,220,000 0 5,805,000
EVERCORE PARTNERS INC CLASS A 29977A105 233 5,265 SH   DFND 21 5,265 0 0
EVERBANK FINL CORP COM 29977G102 549 36,950 SH   DFND 21 36,950 0 0
EVERI HLDGS INC COM 30034T103 91 78,761 SH   DFND 21 66,708 0 12,053
EVERSOURCE ENERGY COM 30040W108 1,105 18,455 SH   DFND 17 18,455 0 0
EVERSOURCE ENERGY COM 30040W108 2,990 49,910 SH   DFND 21 49,910 0 0
EVERSOURCE ENERGY CALL 30040W908 2,258 37,700 SH Call DFND 4 37,700 0 0
EVERSOURCE ENERGY PUT 30040W958 9,081 151,600 SH Put DFND 4 151,600 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 901 164,669 SH   DFND 17 153,907 0 10,762
EXA CORP COM 300614500 374 25,871 SH   DFND 17 23,747 0 2,124
EXACTECH INC COM 30064E109 1,798 67,235 SH   DFND 17 39,495 0 27,740
EXAMWORKS GROUP INC COM 30066A105 11,200 321,378 SH   DFND 21 321,378 0 0
EXELON CORP COM 30161N101 1,404 38,607 SH   DFND 4 38,607 0 0
EXELON CORP COM 30161N101 8,359 229,902 SH   DFND 17 220,318 0 9,584
EXELON CORP COM 30161N101 35,351 972,236 SH   DFND 21 483,125 0 489,111
EXELON CORP COM 30161N101 91 2,494 SH   DFND 25 2,494 0 0
EXELON CORP UNIT 99/99/9999 30161N127 67,226 1,362,505 SH   DFND 17 1,362,505 0 0
EXELON CORP CALL 30161N901 6,603 181,600 SH Call DFND 4 181,600 0 0
EXELON CORP PUT 30161N951 15,231 418,900 SH Put DFND 4 418,900 0 0
EXELIXIS INC COM 30161Q104 5,802 742,830 SH   DFND 17 621,810 0 121,020
EXELIXIS INC COM 30161Q104 2,659 340,500 SH   DFND 24 340,500 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 16,828 11,330,000 PRN   DFND 17 9,915,000 0 1,415,000
EXPEDIA INC DEL COM NEW 30212P303 17,206 161,864 SH   DFND 17 116,899 0 44,965
EXPEDIA INC DEL COM NEW 30212P303 4,896 46,061 SH   DFND 21 46,061 0 0
EXPEDITORS INTL WASH INC COM 302130109 211 4,300 SH   DFND 21 4,300 0 0
EXPRESS INC COM 30219E103 640 44,124 SH   DFND 17 21,324 0 22,800
EXPRESS INC COM 30219E103 3,567 245,823 SH   DFND 21 141,625 0 104,198
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,122 54,377 SH   DFND 4 54,377 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 610 8,047 SH   DFND 17 8,047 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 12,414 163,767 SH   DFND 21 32,192 0 131,575
EXPRESS SCRIPTS HLDG CO CALL 30219G908 5,973 78,800 SH Call DFND 4 78,800 0 0
EXPRESS SCRIPTS HLDG CO PUT 30219G958 45,738 603,400 SH Put DFND 4 603,400 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,809 30,355 SH   DFND 17 30,355 0 0
EXTREME NETWORKS INC COM 30226D106 34 10,135 SH   DFND 17 10,135 0 0
EXXON MOBIL CORP COM 30231G102 158,182 1,687,456 SH   DFND 3 1,686,056 0 1,400
EXXON MOBIL CORP COM 30231G102 12,263 130,817 SH   DFND 4 130,817 0 0
EXXON MOBIL CORP COM 30231G102 129,164 1,377,893 SH   DFND 17 1,281,552 0 96,341
EXXON MOBIL CORP COM 30231G102 239,051 2,550,148 SH   DFND 21 1,765,229 0 784,919
EXXON MOBIL CORP COM 30231G102 2,868 30,600 SH   DFND 24 30,600 0 0
EXXON MOBIL CORP COM 30231G102 367 3,916 SH   DFND 25 3,916 0 0
EXXON MOBIL CORP CALL 30231G902 66,124 705,400 SH Call DFND 4 705,400 0 0
EXXON MOBIL CORP PUT 30231G952 368,539 3,931,500 SH Put DFND 4 3,931,500 0 0
FACEBOOK INC CL A 30303M102 42,765 374,213 SH   DFND 4 374,213 0 0
FACEBOOK INC CL A 30303M102 585,148 5,120,301 SH   DFND 17 4,239,370 0 880,931
FACEBOOK INC CL A 30303M102 48,672 425,900 SH   DFND 20 425,900 0 0
FACEBOOK INC CL A 30303M102 246,923 2,160,683 SH   DFND 21 1,645,099 0 515,584
FACEBOOK INC CL A 30303M102 258 2,256 SH   DFND 25 2,256 0 0
FACEBOOK INC CALL 30303M902 44,044 385,400 SH Call DFND 4 385,400 0 0
FACEBOOK INC PUT 30303M952 342,714 2,998,900 SH Put DFND 4 2,998,900 0 0
FAIR ISAAC CORP COM 303250104 6,257 55,368 SH   DFND 17 55,368 0 0
FATE THERAPEUTICS INC COM 31189P102 31 18,252 SH   DFND 17 18,252 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 416 11,933 SH   DFND 17 1,639 0 10,294
FEDERATED NATL HLDG CO COM 31422T101 2,829 148,598 SH   DFND 17 143,290 0 5,308
FEDEX CORP COM 31428X106 7,088 46,700 SH   DFND 3 46,700 0 0
FEDEX CORP COM 31428X106 15,653 103,127 SH   DFND 4 103,127 0 0
FEDEX CORP COM 31428X106 3,203 21,106 SH   DFND 17 21,106 0 0
FEDEX CORP COM 31428X106 31,008 204,294 SH   DFND 21 204,294 0 0
FEDEX CORP CALL 31428X906 7,316 48,200 SH Call DFND 4 48,200 0 0
FEDEX CORP PUT 31428X956 49,404 325,500 SH Put DFND 4 325,500 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 37,969 1,507,305 SH   DFND 17 1,507,305 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 195 28,909 SH   DFND 21 28,909 0 0
FIDELITY & GTY LIFE COM 315785105 14,736 635,738 SH   DFND 4 635,738 0 0
FIDELITY & GTY LIFE COM 315785105 108 4,676 SH   DFND 17 4,676 0 0
FIDELITY & GTY LIFE COM 315785105 10,326 445,477 SH   DFND 21 445,477 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 7,191 97,600 SH   DFND 3 97,600 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 73,966 1,003,879 SH   DFND 17 737,390 0 266,489
FIDELITY NATL INFORMATION SV COM 31620M106 12,533 170,097 SH   DFND 21 129,204 0 40,893
FIDELITY NATL INFORMATION SV COM 31620M106 113 1,527 SH   DFND 25 1,527 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 2,940 39,900 SH Call DFND 4 39,900 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 15,443 209,600 SH Put DFND 4 209,600 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 10,501 5,290,000 PRN   DFND 17 5,115,000 0 175,000
FIDELITY SOUTHERN CORP NEW COM 316394105 10,446 666,600 SH   DFND 3 666,600 0 0
FIFTH THIRD BANCORP COM 316773100 156,418 8,892,439 SH   DFND 3 8,882,839 0 9,600
FIFTH THIRD BANCORP COM 316773100 203 11,551 SH   DFND 4 11,551 0 0
FIFTH THIRD BANCORP COM 316773100 41,606 2,365,334 SH   DFND 17 2,365,334 0 0
FIFTH THIRD BANCORP COM 316773100 10,439 593,449 SH   DFND 21 591,938 0 1,511
58 COM INC SPON ADR REP A 31680Q104 52 1,138 SH   DFND   1,138 0 0
58 COM INC SPON ADR REP A 31680Q104 2,928 63,815 SH   DFND 17 63,815 0 0
FINISH LINE INC CL A 317923100 298 14,768 SH   DFND 21 12,452 0 2,316
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 22,058 24,680,000 PRN   DFND 17 24,550,000 0 130,000
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 39,227 44,400,000 PRN   DFND 17 44,270,000 0 130,000
FIRST AMERN FINL CORP COM 31847R102 38,885 966,800 SH   DFND 3 953,400 0 13,400
FIRST AMERN FINL CORP COM 31847R102 1,861 46,266 SH   DFND 17 46,266 0 0
FIRST AMERN FINL CORP COM 31847R102 13,904 345,688 SH   DFND 21 251,701 0 93,987
FIRST BANCORP P R COM NEW 318672706 306 77,064 SH   DFND 21 51,775 0 25,289
1ST CENTURY BANCSHARES INC COM 31943X102 2,261 201,502 SH   DFND 21 201,502 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 272 1,051 SH   DFND 21 1,051 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 2,203 56,704 SH   DFND 17 56,704 0 0
FIRST DATA CORP NEW COM CL A 32008D106 31,107 2,810,000 SH   DFND 4 2,810,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 78 7,090 SH   DFND 17 0 0 7,090
FIRST FINL BANCORP OH COM 320209109 35,978 1,849,753 SH   DFND 3 1,849,753 0 0
FIRST FINL BANCORP OH COM 320209109 1,002 51,540 SH   DFND 17 51,540 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 25,593 910,800 SH   DFND 3 872,700 0 38,100
FIRST MERCHANTS CORP COM 320817109 22,881 917,823 SH   DFND 3 917,823 0 0
FIRST MERCHANTS CORP COM 320817109 1,024 41,094 SH   DFND 17 17,494 0 23,600
FIRST MERCHANTS CORP COM 320817109 1,847 74,097 SH   DFND 21 69,897 0 4,200
FIRST NBC BK HLDG CO COM 32115D106 68 4,058 SH   DFND 17 4,058 0 0
FIRST NBC BK HLDG CO COM 32115D106 1,086 64,699 SH   DFND 21 41,722 0 22,977
FIRST NIAGARA FINL GP INC COM 33582V108 1,729 177,517 SH   DFND 21 177,517 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 48,455 692,310 SH   DFND 17 526,225 0 166,085
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,482 35,466 SH   DFND 21 5,902 0 29,564
FIRST SOLAR INC COM 336433107 5,027 103,695 SH   DFND 17 3,397 0 100,298
FIRST SOLAR INC COM 336433107 5,954 122,805 SH   DFND 21 89,121 0 33,684
FIRST SOLAR INC COM 336433107 5,915 122,000 SH   DFND 24 122,000 0 0
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 938 13,000 SH   DFND 24 13,000 0 0
FISERV INC COM 337738108 56,207 516,942 SH   DFND 17 417,222 0 99,720
FISERV INC COM 337738108 29,969 275,630 SH   DFND 21 128,870 0 146,760
FISERV INC CALL 337738908 1,805 16,600 SH Call DFND 4 16,600 0 0
FISERV INC PUT 337738958 23,931 220,100 SH Put DFND 4 220,100 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 252 10,330 SH   DFND 21 10,330 0 0
FIRSTENERGY CORP COM 337932107 6,465 185,200 SH   DFND 3 185,200 0 0
FIRSTENERGY CORP COM 337932107 1,807 51,760 SH   DFND 4 51,760 0 0
FIRSTENERGY CORP COM 337932107 3,800 108,845 SH   DFND 17 95,119 0 13,726
FIRSTENERGY CORP COM 337932107 31,571 904,343 SH   DFND 21 437,027 0 467,316
FIRSTENERGY CORP COM 337932107 125 3,573 SH   DFND 25 3,573 0 0
FIVE9 INC COM 338307101 18,760 1,576,487 SH   DFND 17 1,414,197 0 162,290
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,754 66,597 SH   DFND 17 48,237 0 18,360
FLEETCOR TECHNOLOGIES INC COM 339041105 7,795 54,459 SH   DFND 17 54,459 0 0
FLEXION THERAPEUTICS INC COM 33938J106 3,847 257,092 SH   DFND 17 253,338 0 3,754
FLOTEK INDS INC DEL COM 343389102 1,640 124,211 SH   DFND 17 124,211 0 0
FLUOR CORP NEW COM 343412102 168,078 3,410,680 SH   DFND 3 3,408,080 0 2,600
FLUOR CORP NEW COM 343412102 94,117 1,909,845 SH   DFND 17 1,901,470 0 8,375
FLOWSERVE CORP COM 34354P105 38,477 851,834 SH   DFND 21 806,373 0 45,461
FLOWSERVE CORP COM 34354P105 7,403 163,900 SH   DFND 24 163,900 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 1,710 3,000,000 PRN   DFND 17 3,000,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 411 41,342 SH   DFND 21 17,683 0 23,659
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 453 4,900 SH   DFND 17 4,900 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,659 61,181 SH   DFND 21 61,181 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 231 2,500 SH   DFND 24 2,500 0 0
FOOT LOCKER INC COM 344849104 11,872 216,399 SH   DFND 17 109,351 0 107,048
FOOT LOCKER INC COM 344849104 71,605 1,305,238 SH   DFND 21 883,217 0 422,021
FOOT LOCKER INC COM 344849104 143 2,615 SH   DFND 25 2,615 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 149,241 11,872,825 SH   DFND 3 11,862,725 0 10,100
FORD MTR CO DEL COM PAR $0.01 345370860 3,088 245,643 SH   DFND 4 245,643 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 166,915 13,278,812 SH   DFND 17 12,397,467 0 881,345
FORD MTR CO DEL COM PAR $0.01 345370860 107,219 8,529,743 SH   DFND 21 6,153,448 0 2,376,295
FORD MTR CO DEL COM PAR $0.01 345370860 86 6,872 SH   DFND 25 6,872 0 0
FORD MTR CO DEL CALL 345370900 2,019 160,600 SH Call DFND 4 160,600 0 0
FORD MTR CO DEL PUT 345370950 17,916 1,425,300 SH Put DFND 4 1,425,300 0 0
FORMFACTOR INC COM 346375108 3,105 345,376 SH   DFND 17 336,260 0 9,116
FORTRESS INVESTMENT GROUP LL CL A 34958B106 29,507 6,675,681 SH   DFND 3 6,473,581 0 202,100
FORTINET INC COM 34959E109 3,093 97,899 SH   DFND 17 76,454 0 21,445
FORTUNE BRANDS HOME & SEC IN COM 34964C106 739 12,740 SH   DFND 21 12,740 0 0
FRANKLIN ELEC INC COM 353514102 12,009 363,352 SH   DFND 17 363,352 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 4,530 144,443 SH   DFND 17 139,514 0 4,929
FRANKLIN RES INC COM 354613101 244 7,300 SH   DFND 21 7,300 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 34,512 2,812,700 SH   DFND 3 2,713,900 0 98,800
FRANKLIN STREET PPTYS CORP COM 35471R106 677 55,143 SH   DFND 17 55,143 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,337 209,787 SH   DFND 4 209,787 0 0
FREEPORT-MCMORAN INC CL B 35671D857 12,306 1,104,700 SH   DFND 17 1,102,200 0 2,500
FREEPORT-MCMORAN INC CL B 35671D857 13,054 1,171,827 SH   DFND 21 1,170,481 0 1,346
FREEPORT-MCMORAN INC CL B 35671D857 494 44,300 SH   DFND 24 44,300 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 579 117,120 SH   DFND 4 117,120 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 4,856 983,051 SH   DFND 17 8,645 0 974,406
FRONTIER COMMUNICATIONS CORP COM 35906A108 783 158,553 SH   DFND 21 158,553 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 154,219 1,626,440 SH   DFND 17 1,562,560 0 63,880
FULLER H B CO COM 359694106 1,207 27,440 SH   DFND 17 8,900 0 18,540
FULTON FINL CORP PA COM 360271100 403 29,826 SH   DFND 17 29,826 0 0
FULTON FINL CORP PA COM 360271100 1,754 129,906 SH   DFND 21 121,850 0 8,056
GATX CORP COM 361448103 6,795 154,535 SH   DFND 17 64,801 0 89,734
GATX CORP COM 361448103 33,228 755,704 SH   DFND 21 564,369 0 191,335
GATX CORP COM 361448103 61 1,395 SH   DFND 25 1,395 0 0
GP STRATEGIES CORP COM 36225V104 2,908 134,051 SH   DFND 17 130,032 0 4,019
GTT COMMUNICATIONS INC COM 362393100 3,697 200,081 SH   DFND 17 194,579 0 5,502
GAMING & LEISURE PPTYS INC COM 36467J108 76 2,210 SH   DFND 17 2,210 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 6,832 198,156 SH   DFND 21 195,074 0 3,082
GAMESTOP CORP NEW CL A 36467W109 5,781 217,480 SH   DFND 17 162,025 0 55,455
GAMESTOP CORP NEW CL A 36467W109 23,701 891,693 SH   DFND 21 696,420 0 195,273
GAMESTOP CORP NEW CL A 36467W109 38 1,420 SH   DFND 25 1,420 0 0
GAP INC DEL COM 364760108 1,234 58,153 SH   DFND 4 58,153 0 0
GAP INC DEL COM 364760108 894 42,136 SH   DFND 21 37,430 0 4,706
GENERAL CABLE CORP DEL NEW COM 369300108 258 20,275 SH   DFND 17 20,275 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 3,370 265,139 SH   DFND 21 265,139 0 0
GENERAL DYNAMICS CORP COM 369550108 159,566 1,145,975 SH   DFND 3 1,145,975 0 0
GENERAL DYNAMICS CORP COM 369550108 5,459 39,209 SH   DFND 4 39,209 0 0
GENERAL DYNAMICS CORP COM 369550108 37,978 272,749 SH   DFND 17 272,749 0 0
GENERAL DYNAMICS CORP COM 369550108 181 1,300 SH   DFND 21 1,300 0 0
GENERAL DYNAMICS CORP CALL 369550908 3,773 27,100 SH Call DFND 4 27,100 0 0
GENERAL DYNAMICS CORP PUT 369550958 48,205 346,200 SH Put DFND 4 346,200 0 0
GENERAL ELECTRIC CO COM 369604103 156,606 4,974,787 SH   DFND 17 4,751,042 0 223,745
GENERAL ELECTRIC CO COM 369604103 89,490 2,842,764 SH   DFND 20 2,842,764 0 0
GENERAL ELECTRIC CO COM 369604103 132,814 4,219,001 SH   DFND 21 3,282,173 0 936,828
GENERAL ELECTRIC CO COM 369604103 88 2,787 SH   DFND 25 2,787 0 0
GENERAL ELECTRIC CO CALL 369604903 36,583 1,162,100 SH Call DFND 4 1,162,100 0 0
GENERAL ELECTRIC CO PUT 369604953 211,020 6,703,300 SH Put DFND 4 6,703,300 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 15,594 522,921 SH   DFND 4 522,921 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 14 485 SH   DFND 17 485 0 0
GENERAL GROWTH PPTYS INC NEW PUT 370023953 1,506 50,500 SH Put DFND 4 50,500 0 0
GENERAL MLS INC COM 370334104 693 9,715 SH   DFND 17 9,715 0 0
GENERAL MLS INC COM 370334104 1,051 14,739 SH   DFND 21 14,739 0 0
GENERAL MLS INC CALL 370334904 5,221 73,200 SH Call DFND 4 73,200 0 0
GENERAL MLS INC PUT 370334954 43,334 607,600 SH Put DFND 4 607,600 0 0
GENERAL MTRS CO COM 37045V100 157,896 5,579,360 SH   DFND 3 5,574,160 0 5,200
GENERAL MTRS CO COM 37045V100 10,968 387,566 SH   DFND 4 387,566 0 0
GENERAL MTRS CO COM 37045V100 98,639 3,485,462 SH   DFND 17 3,409,232 0 76,230
GENERAL MTRS CO COM 37045V100 92,935 3,283,923 SH   DFND 21 2,451,454 0 832,469
GENERAL MTRS CO COM 37045V100 78 2,760 SH   DFND 25 2,760 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 162 8,794 SH   DFND 4 8,794 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 102 5,558 SH   DFND 17 5,558 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 92 8,794 SH   DFND 4 8,794 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 58 5,558 SH   DFND 17 5,558 0 0
GENERAL MTRS CO CALL 37045V900 5,946 210,100 SH Call DFND 4 210,100 0 0
GENERAL MTRS CO PUT 37045V950 27,819 983,000 SH Put DFND 4 983,000 0 0
GENESCO INC COM 371532102 381 5,931 SH   DFND 21 5,931 0 0
GENTEX CORP COM 371901109 487 31,534 SH   DFND 21 31,534 0 0
GENOMIC HEALTH INC COM 37244C101 636 24,560 SH   DFND 17 10,160 0 14,400
GENUINE PARTS CO COM 372460105 213 2,100 SH   DFND 21 2,100 0 0
GENUINE PARTS CO CALL 372460905 425 4,200 SH Call DFND 4 4,200 0 0
GENUINE PARTS CO PUT 372460955 2,268 22,400 SH Put DFND 4 22,400 0 0
GENWORTH FINL INC COM CL A 37247D106 3,133 1,214,369 SH   DFND 17 0 0 1,214,369
GENWORTH FINL INC COM CL A 37247D106 145 56,358 SH   DFND 21 56,358 0 0
GETTY RLTY CORP NEW COM 374297109 510 23,780 SH   DFND 17 1,369 0 22,411
GIBRALTAR INDS INC COM 374689107 22,565 714,760 SH   DFND 17 585,358 0 129,402
GIBRALTAR INDS INC COM 374689107 729 23,097 SH   DFND 21 17,497 0 5,600
GIGAMON INC COM 37518B102 11,860 317,188 SH   DFND 17 278,905 0 38,283
GIGAMON INC COM 37518B102 142 3,800 SH   DFND 21 0 0 3,800
GIGPEAK INC COM 37518Q109 1,260 642,767 SH   DFND 17 600,773 0 41,994
GILEAD SCIENCES INC COM 375558103 172,503 2,067,883 SH   DFND 3 2,064,883 0 3,000
GILEAD SCIENCES INC COM 375558103 32,932 394,774 SH   DFND 4 394,774 0 0
GILEAD SCIENCES INC COM 375558103 223,416 2,678,206 SH   DFND 17 2,456,483 0 221,723
GILEAD SCIENCES INC COM 375558103 156,103 1,871,285 SH   DFND 21 1,338,507 0 532,778
GILEAD SCIENCES INC COM 375558103 9,919 118,900 SH   DFND 24 118,900 0 0
GILEAD SCIENCES INC COM 375558103 317 3,805 SH   DFND 25 3,805 0 0
GILEAD SCIENCES INC CALL 375558903 16,250 194,800 SH Call DFND 4 194,800 0 0
GILEAD SCIENCES INC PUT 375558953 124,237 1,489,300 SH Put DFND 4 1,489,300 0 0
GLATFELTER COM 377316104 327 16,720 SH   DFND 21 16,720 0 0
GLOBAL PMTS INC COM 37940X102 54,743 766,928 SH   DFND 17 540,261 0 226,667
GLOBAL PMTS INC COM 37940X102 9,485 132,874 SH   DFND 21 121,862 0 11,012
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 27,544 1,009,300 SH   DFND 3 1,009,300 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,281 46,930 SH   DFND 17 1,797 0 45,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,256 46,013 SH   DFND 21 24,643 0 21,370
GLOBUS MED INC CL A 379577208 1,679 70,445 SH   DFND 21 67,440 0 3,005
GOGO INC NOTE 3.750% 3/0 38046CAB5 17,553 26,445,000 PRN   DFND 17 26,120,000 0 325,000
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 131 26,771 SH   DFND 21 26,771 0 0
GOLDCORP INC NEW COM 380956409 5,204 273,375 SH   DFND 17 273,375 0 0
GOLDCORP INC NEW COM 380956409 30,701 1,612,923 SH   DFND 21 1,612,923 0 0
GOLDCORP INC NEW COM 380956409 678 35,600 SH   DFND 24 35,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,774 25,400 SH   DFND 3 25,400 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 27,109 182,457 SH   DFND 4 182,457 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,847 73,003 SH   DFND 17 64,180 0 8,823
GOLDMAN SACHS GROUP INC COM 38141G104 55,842 375,841 SH   DFND 21 235,997 0 139,844
GOLDMAN SACHS GROUP INC COM 38141G104 134 900 SH   DFND 24 900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 206 1,385 SH   DFND 25 1,385 0 0
GOLDMAN SACHS GROUP INC CALL 38141G904 9,167 61,700 SH Call DFND 4 61,700 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 89,757 604,100 SH Put DFND 4 604,100 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 4,873 189,900 SH   DFND 3 189,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 203 7,916 SH   DFND 4 7,916 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 808 31,506 SH   DFND 17 31,506 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 26,430 1,030,022 SH   DFND 21 578,906 0 451,116
GRAHAM HLDGS CO COM 384637104 440 899 SH   DFND 21 899 0 0
GRAINGER W W INC COM 384802104 261 1,149 SH   DFND 17 1,149 0 0
GRAINGER W W INC COM 384802104 26,016 114,482 SH   DFND 21 49,082 0 65,400
GRAINGER W W INC COM 384802104 4,750 20,900 SH   DFND 24 20,900 0 0
GRAND CANYON ED INC COM 38526M106 311 7,795 SH   DFND 21 7,795 0 0
GRANITE CONSTR INC COM 387328107 17,970 394,519 SH   DFND 17 346,115 0 48,404
GRANITE CONSTR INC COM 387328107 173 3,800 SH   DFND 21 0 0 3,800
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 312 10,463 SH   DFND 21 10,463 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 42,101 3,357,300 SH   DFND 3 3,280,100 0 77,200
GRAPHIC PACKAGING HLDG CO COM 388689101 1,224 97,603 SH   DFND 17 97,603 0 0
GRAY TELEVISION INC COM 389375106 598 55,102 SH   DFND 17 55,102 0 0
GRAY TELEVISION INC COM 389375106 5,642 520,008 SH   DFND 21 520,008 0 0
GREAT SOUTHN BANCORP INC COM 390905107 318 8,593 SH   DFND 17 2,445 0 6,148
GREAT SOUTHN BANCORP INC COM 390905107 2 58 SH   DFND 21 58 0 0
GREAT PLAINS ENERGY INC COM 391164100 41,879 1,377,600 SH   DFND 3 1,340,200 0 37,400
GREAT PLAINS ENERGY INC COM 391164100 465 15,297 SH   DFND 4 15,297 0 0
GREAT PLAINS ENERGY INC COM 391164100 854 28,106 SH   DFND 17 28,106 0 0
GREAT PLAINS ENERGY INC COM 391164100 10,408 342,381 SH   DFND 21 159,948 0 182,433
GREAT PLAINS ENERGY INC PUT 391164950 912 30,000 SH Put DFND 21 30,000 0 0
GREAT WESTN BANCORP INC COM 391416104 47,791 1,515,264 SH   DFND 3 1,479,264 0 36,000
GREAT WESTN BANCORP INC COM 391416104 2,593 82,212 SH   DFND 17 82,212 0 0
GREAT WESTN BANCORP INC COM 391416104 4,725 149,804 SH   DFND 21 142,318 0 7,486
GREATBATCH INC COM 39153L106 637 20,610 SH   DFND 21 11,263 0 9,347
GREEN PLAINS INC COM 393222104 227 11,520 SH   DFND 17 11,520 0 0
GREEN PLAINS INC COM 393222104 64 3,269 SH   DFND 21 3,269 0 0
GREENBRIER COS INC COM 393657101 587 20,134 SH   DFND 17 9,228 0 10,906
GREENBRIER COS INC COM 393657101 722 24,802 SH   DFND 21 24,802 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 928 18,804 SH   DFND 17 15,214 0 3,590
GROUP 1 AUTOMOTIVE INC COM 398905109 10,936 221,565 SH   DFND 21 186,039 0 35,526
GROUP 1 AUTOMOTIVE INC COM 398905109 46 934 SH   DFND 25 934 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 14,125 332,387 SH   DFND 17 310,978 0 21,409
GROUPE CGI INC CL A SUB VTG 39945C109 33,547 789,416 SH   DFND 21 490,156 0 299,260
GROUPE CGI INC CL A SUB VTG 39945C109 237 5,572 SH   DFND 25 5,572 0 0
GROUPON INC COM CL A 399473107 1,734 533,615 SH   DFND 17 0 0 533,615
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 384 3,745 SH   DFND 17 3,745 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,170 11,405 SH   DFND 21 10,238 0 1,167
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,741 10,910 SH   DFND 17 10,910 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 3,103 19,450 SH   DFND 21 18,255 0 1,195
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 123 13,583 SH   DFND 21 13,583 0 0
GUESS INC COM 401617105 334 22,220 SH   DFND 4 22,220 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 26,052 421,834 SH   DFND 17 392,934 0 28,900
GUIDEWIRE SOFTWARE INC COM 40171V100 120 1,950 SH   DFND 21 0 0 1,950
GULFPORT ENERGY CORP COM NEW 402635304 5,508 176,193 SH   DFND 21 0 0 176,193
HCA HOLDINGS INC COM 40412C101 36,667 476,132 SH   DFND 4 476,132 0 0
HCA HOLDINGS INC COM 40412C101 18,655 242,244 SH   DFND 17 205,292 0 36,952
HCA HOLDINGS INC COM 40412C101 8,788 114,116 SH   DFND 21 87,189 0 26,927
HCA HOLDINGS INC CALL 40412C901 2,564 33,300 SH Call DFND 4 33,300 0 0
HCA HOLDINGS INC PUT 40412C951 25,036 325,100 SH Put DFND 4 325,100 0 0
HCP INC COM 40414L109 5,898 166,700 SH   DFND 3 166,700 0 0
HCP INC COM 40414L109 14 384 SH   DFND 17 384 0 0
HCP INC COM 40414L109 136 3,854 SH   DFND 21 3,854 0 0
HCP INC CALL 40414L909 202 5,700 SH Call DFND 4 5,700 0 0
HCP INC PUT 40414L959 2,678 75,700 SH Put DFND 4 75,700 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 233 3,515 SH   DFND 17 3,515 0 0
HCI GROUP INC COM 40416E103 798 29,266 SH   DFND 3 14,481 0 14,785
HD SUPPLY HLDGS INC COM 40416M105 18,158 521,494 SH   DFND 17 428,245 0 93,249
HD SUPPLY HLDGS INC COM 40416M105 186 5,350 SH   DFND 21 0 0 5,350
HSBC HLDGS PLC NOTE 6.375%12/2 404280AT6 90,071 94,315,000 PRN   DFND 4 94,315,000 0 0
HSBC HLDGS PLC NOTE 6.875%12/2 404280BC2 2,000 2,000,000 PRN   DFND   2,000,000 0 0
HSBC HLDGS PLC NOTE 6.875%12/2 404280BC2 36,409 36,500,000 PRN   DFND 4 36,500,000 0 0
HSBC HLDGS PLC NOTE 6.875%12/2 404280BC2 720 720,000 PRN   DFND 21 720,000 0 0
HP INC COM 40434L105 5,951 474,201 SH   DFND 17 467,696 0 6,505
HP INC COM 40434L105 31,643 2,521,390 SH   DFND 21 2,099,615 0 421,775
HP INC COM 40434L105 21 1,693 SH   DFND 25 1,693 0 0
HP INC CALL 40434L905 1,316 104,900 SH Call DFND 4 104,900 0 0
HP INC PUT 40434L955 6,762 538,800 SH Put DFND 4 538,800 0 0
HACKETT GROUP INC COM 404609109 4,637 334,351 SH   DFND 17 323,085 0 11,266
HACKETT GROUP INC COM 404609109 157 11,346 SH   DFND 21 11,346 0 0
HAIN CELESTIAL GROUP INC COM 405217100 27,662 556,011 SH   DFND 17 546,960 0 9,051
HALLIBURTON CO COM 406216101 7,574 167,239 SH   DFND 17 167,239 0 0
HALLIBURTON CO COM 406216101 1,359 30,000 SH   DFND 21 30,000 0 0
HALLIBURTON CO COM 406216101 861 19,000 SH   DFND 24 19,000 0 0
HALLIBURTON CO CALL 406216901 7,246 160,000 SH Call DFND 4 160,000 0 0
HALLIBURTON CO PUT 406216951 32,976 728,100 SH Put DFND 4 728,100 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,611 186,644 SH   DFND 17 186,644 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 252 29,245 SH   DFND 24 29,245 0 0
HANESBRANDS INC COM 410345102 1,169 46,521 SH   DFND 21 46,521 0 0
HANOVER INS GROUP INC COM 410867105 52,581 621,375 SH   DFND 3 610,775 0 10,600
HANOVER INS GROUP INC COM 410867105 40,607 479,872 SH   DFND 17 401,740 0 78,132
HANOVER INS GROUP INC COM 410867105 38,827 458,840 SH   DFND 21 309,642 0 149,198
HANOVER INS GROUP INC COM 410867105 22 265 SH   DFND 25 265 0 0
HARRIS CORP DEL COM 413875105 6,834 81,900 SH   DFND 3 81,900 0 0
HARRIS CORP DEL COM 413875105 317 3,799 SH   DFND 17 2,768 0 1,031
HARRIS CORP DEL COM 413875105 21,812 261,404 SH   DFND 21 103,644 0 157,760
HARRIS CORP DEL COM 413875105 22 268 SH   DFND 25 268 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 154,961 3,491,688 SH   DFND 3 3,489,088 0 2,600
HARTFORD FINL SVCS GROUP INC COM 416515104 912 20,548 SH   DFND 4 20,548 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 49,601 1,117,633 SH   DFND 17 1,106,793 0 10,840
HARTFORD FINL SVCS GROUP INC COM 416515104 32,503 732,387 SH   DFND 21 351,146 0 381,241
HARTFORD FINL SVCS GROUP INC COM 416515104 21 476 SH   DFND 25 476 0 0
HARTFORD FINL SVCS GROUP INC CALL 416515904 1,815 40,900 SH Call DFND 4 40,900 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 15,595 351,400 SH Put DFND 4 351,400 0 0
HASBRO INC COM 418056107 5,007 59,620 SH   DFND 17 48,670 0 10,950
HASBRO INC COM 418056107 9,351 111,329 SH   DFND 21 111,329 0 0
HATTERAS FINL CORP COM 41902R103 418 25,513 SH   DFND 17 25,513 0 0
HATTERAS FINL CORP COM 41902R103 1,114 67,919 SH   DFND 21 61,028 0 6,891
HAWAIIAN HOLDINGS INC COM 419879101 2,936 77,336 SH   DFND 17 55,651 0 21,685
HAWAIIAN HOLDINGS INC COM 419879101 16,942 446,318 SH   DFND 21 158,486 0 287,832
HEALTHSOUTH CORP COM NEW 421924309 23,482 604,900 SH   DFND 3 592,325 0 12,575
HEALTHSOUTH CORP COM NEW 421924309 628 16,169 SH   DFND 17 16,169 0 0
HEALTHSOUTH CORP COM NEW 421924309 3,712 95,615 SH   DFND 21 95,615 0 0
HEADWATERS INC COM 42210P102 1,626 90,660 SH   DFND 21 0 0 90,660
HEALTHSTREAM INC COM 42222N103 1,280 48,247 SH   DFND 17 48,247 0 0
HEARTLAND FINL USA INC COM 42234Q102 728 20,625 SH   DFND 17 20,625 0 0
HEARTLAND FINL USA INC COM 42234Q102 127 3,585 SH   DFND 21 3,585 0 0
HEARTWARE INTL INC COM 422368100 3,468 60,051 SH   DFND 21 60,051 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 13,007 1,924,095 SH   DFND 17 1,661,887 0 262,208
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 105 15,600 SH   DFND 21 0 0 15,600
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31,272 35,945,000 PRN   DFND 17 32,020,000 0 3,925,000
HELMERICH & PAYNE INC COM 423452101 15 220 SH   DFND 3 220 0 0
HELMERICH & PAYNE INC COM 423452101 354 5,276 SH   DFND 17 5,276 0 0
HELMERICH & PAYNE INC COM 423452101 4,650 69,274 SH   DFND 21 67,474 0 1,800
HENRY JACK & ASSOC INC COM 426281101 2,104 24,108 SH   DFND 17 24,108 0 0
HENRY JACK & ASSOC INC COM 426281101 20,202 231,486 SH   DFND 21 189,258 0 42,228
HERITAGE COMMERCE CORP COM 426927109 1,742 165,462 SH   DFND 17 154,631 0 10,831
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 140,460 141,900,000 PRN   DFND 17 135,875,000 0 6,025,000
HERITAGE INS HLDGS INC COM 42727J102 265 22,119 SH   DFND 17 22,119 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,080 90,191 SH   DFND 21 90,191 0 0
HERON THERAPEUTICS INC COM 427746102 3,157 174,891 SH   DFND 17 174,891 0 0
HERON THERAPEUTICS INC COM 427746102 722 40,000 SH   DFND 24 40,000 0 0
HERSHEY CO COM 427866108 5,514 48,583 SH   DFND 20 48,583 0 0
HERSHEY CO COM 427866108 2,039 17,968 SH   DFND 21 17,968 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,785 48,013 SH   DFND 17 45,302 0 2,711
HERTZ GLOBAL HOLDINGS INC COM 42805T105 375 11,000 SH   DFND 17 0 0 11,000
HESS CORP COM 42809H107 1,331 22,148 SH   DFND 4 22,148 0 0
HESS CORP COM 42809H107 7,118 118,435 SH   DFND 17 118,435 0 0
HESS CORP COM 42809H107 2,978 49,545 SH   DFND 21 49,545 0 0
HESS CORP COM 42809H107 571 9,500 SH   DFND 24 9,500 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 88,420 4,839,637 SH   DFND 17 3,741,772 0 1,097,865
HEWLETT PACKARD ENTERPRISE C COM 42824C109 22,882 1,252,416 SH   DFND 21 1,017,619 0 234,797
HEWLETT PACKARD ENTERPRISE C CALL 42824C909 1,946 106,500 SH Call DFND 4 106,500 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 12,668 693,400 SH Put DFND 4 693,400 0 0
HEXCEL CORP NEW COM 428291108 3,727 89,512 SH   DFND 21 79,879 0 9,633
HEXCEL CORP NEW COM 428291108 8,211 197,200 SH   DFND 24 197,200 0 0
HILL ROM HLDGS INC COM 431475102 2,684 53,203 SH   DFND 17 41,458 0 11,745
HILL ROM HLDGS INC COM 431475102 8,425 167,001 SH   DFND 21 147,560 0 19,441
HILLENBRAND INC COM 431571108 33,657 1,120,400 SH   DFND 3 1,120,400 0 0
HILLENBRAND INC COM 431571108 168 5,600 SH   DFND 21 5,600 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 11,224 498,200 SH   DFND 4 493,027 0 5,173
HOLLYFRONTIER CORP COM 436106108 530 22,276 SH   DFND 4 22,276 0 0
HOLLYFRONTIER CORP COM 436106108 3,933 165,467 SH   DFND 17 12,657 0 152,810
HOLLYFRONTIER CORP COM 436106108 6,674 280,794 SH   DFND 21 164,203 0 116,591
HOLOGIC INC COM 436440101 3,631 104,937 SH   DFND 17 100,237 0 4,700
HOLOGIC INC COM 436440101 25,503 737,077 SH   DFND 21 690,436 0 46,641
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 43,965 34,440,000 PRN   DFND 17 31,635,000 0 2,805,000
HOLOGIC INC FRNT 12/1 436440AG6 50,040 41,225,000 PRN   DFND 17 41,225,000 0 0
HOME BANCSHARES INC COM 436893200 55 2,800 SH   DFND 17 2,800 0 0
HOME BANCSHARES INC COM 436893200 1,334 67,420 SH   DFND 21 64,820 0 2,600
HOME DEPOT INC COM 437076102 30,575 239,448 SH   DFND 4 239,448 0 0
HOME DEPOT INC COM 437076102 250,708 1,963,408 SH   DFND 17 1,804,946 0 158,462
HOME DEPOT INC COM 437076102 1,239 9,700 SH   DFND 20 9,700 0 0
HOME DEPOT INC COM 437076102 120,516 943,815 SH   DFND 21 781,149 0 162,666
HOME DEPOT INC COM 437076102 128 1,000 SH   DFND 24 1,000 0 0
HOME DEPOT INC CALL 437076902 26,228 205,400 SH Call DFND 4 205,400 0 0
HOME DEPOT INC PUT 437076952 192,288 1,505,900 SH Put DFND 4 1,505,900 0 0
HONEYWELL INTL INC COM 438516106 2,342 20,132 SH   DFND 4 20,132 0 0
HONEYWELL INTL INC COM 438516106 736 6,330 SH   DFND 21 6,330 0 0
HONEYWELL INTL INC CALL 438516906 6,863 59,000 SH Call DFND 4 59,000 0 0
HONEYWELL INTL INC PUT 438516956 90,892 781,400 SH Put DFND 4 781,400 0 0
HOOKER FURNITURE CORP COM 439038100 321 14,947 SH   DFND 17 3,879 0 11,068
HOOKER FURNITURE CORP COM 439038100 170 7,891 SH   DFND 21 7,891 0 0
HORMEL FOODS CORP COM 440452100 7,524 205,571 SH   DFND 17 205,571 0 0
HORMEL FOODS CORP COM 440452100 12,581 343,748 SH   DFND 21 33,344 0 310,404
HORMEL FOODS CORP COM 440452100 4,426 120,940 SH   DFND 24 120,940 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 26,753 29,195,000 PRN   DFND 17 28,870,000 0 325,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 7,593 13,350,000 PRN   DFND 17 13,350,000 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 27 950 SH   DFND 3 950 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 249 8,649 SH   DFND 4 8,649 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 681 23,635 SH   DFND 17 23,635 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 39 1,353 SH   DFND 21 1,353 0 0
HOULIHAN LOKEY INC CL A 441593100 15,364 686,800 SH   DFND 3 645,500 0 41,300
HOULIHAN LOKEY INC CL A 441593100 1,082 48,374 SH   DFND 17 48,374 0 0
HOWARD HUGHES CORP COM 44267D107 13,054 114,187 SH   DFND 17 94,570 0 19,617
HOWARD HUGHES CORP COM 44267D107 126 1,100 SH   DFND 21 0 0 1,100
HUBSPOT INC COM 443573100 1,894 43,625 SH   DFND 17 36,990 0 6,635
HUDBAY MINERALS INC COM 443628102 238 50,000 SH   DFND 4 50,000 0 0
HUDBAY MINERALS INC PUT 443628952 6,170 1,000,000 SH Put DFND 4 1,000,000 0 0
HUMANA INC COM 444859102 3,602 20,025 SH   DFND 4 20,025 0 0
HUMANA INC COM 444859102 3,348 18,615 SH   DFND 17 10,165 0 8,450
HUMANA INC COM 444859102 11,653 64,782 SH   DFND 21 55,870 0 8,912
HUMANA INC CALL 444859902 1,997 11,100 SH Call DFND 4 11,100 0 0
HUMANA INC PUT 444859952 23,330 129,700 SH Put DFND 4 129,700 0 0
HUNTINGTON BANCSHARES INC COM 446150104 956 106,891 SH   DFND 17 106,891 0 0
HUNTINGTON BANCSHARES INC COM 446150104 6,681 747,354 SH   DFND 21 611,314 0 136,040
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 33,690 23,725 SH   DFND 17 23,725 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 12,296 73,175 SH   DFND 3 73,175 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 11,317 67,354 SH   DFND 17 65,944 0 1,410
HUNTINGTON INGALLS INDS INC COM 446413106 11,614 69,121 SH   DFND 21 48,124 0 20,997
HUNTINGTON INGALLS INDS INC COM 446413106 62 367 SH   DFND 25 367 0 0
HUNTSMAN CORP COM 447011107 14,853 1,104,305 SH   DFND 17 938,362 0 165,943
HUNTSMAN CORP COM 447011107 1,256 93,385 SH   DFND 21 74,391 0 18,994
HURON CONSULTING GROUP INC COM 447462102 348 5,767 SH   DFND 17 5,767 0 0
HURON CONSULTING GROUP INC COM 447462102 4,531 74,989 SH   DFND 21 74,989 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7,882 7,755,000 PRN   DFND 17 7,480,000 0 275,000
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 4,621 351,400 SH   DFND 20 351,400 0 0
IDT CORP CL B NEW 448947507 120 8,439 SH   DFND 17 8,439 0 0
IDT CORP CL B NEW 448947507 241 16,969 SH   DFND 21 16,969 0 0
IAC INTERACTIVECORP COM 44919P508 296 5,255 SH   DFND 17 0 0 5,255
ICF INTL INC COM 44925C103 22 526 SH   DFND 17 526 0 0
ICF INTL INC COM 44925C103 1,196 29,239 SH   DFND 21 4,711 0 24,528
IES HLDGS INC COM 44951W106 941 75,797 SH   DFND 17 70,922 0 4,875
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 17,880 19,825,000 PRN   DFND 17 19,825,000 0 0
ISTAR INC COM 45031U101 2,398 250,000 SH   DFND 4 250,000 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 4,323 338,500 SH   DFND 3 338,500 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 1,406 110,105 SH   DFND 21 105,843 0 4,262
ITT INC COM 45073V108 46,266 1,446,715 SH   DFND 3 1,416,915 0 29,800
ITT INC COM 45073V108 1,134 35,472 SH   DFND 17 35,472 0 0
ICICI BK LTD ADR 45104G104 66,332 9,238,500 SH   DFND 3 6,576,800 0 2,661,700
ICICI BK LTD ADR 45104G104 2,368 329,748 SH   DFND 20 329,748 0 0
ICICI BK LTD ADR 45104G104 665 92,666 SH   DFND 21 40,546 0 52,120
ICONIX BRAND GROUP INC COM 451055107 595 87,963 SH   DFND 17 87,963 0 0
ICONIX BRAND GROUP INC COM 451055107 915 135,364 SH   DFND 21 90,311 0 45,053
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 27,406 32,205,000 PRN   DFND 17 32,205,000 0 0
IDACORP INC COM 451107106 379 4,655 SH   DFND 17 4,655 0 0
IDACORP INC COM 451107106 2,683 32,979 SH   DFND 21 31,475 0 1,504
IDEX CORP COM 45167R104 16,890 205,726 SH   DFND 17 205,726 0 0
IDEX CORP COM 45167R104 20,673 251,806 SH   DFND 21 128,682 0 123,124
IDEX CORP COM 45167R104 5,870 71,500 SH   DFND 24 71,500 0 0
IDEXX LABS INC COM 45168D104 1,167 12,569 SH   DFND 21 12,569 0 0
IHS INC CL A 451734107 19,654 170,000 SH   DFND 4 170,000 0 0
IHS INC CL A 451734107 1,553 13,433 SH   DFND 21 13,433 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,659 102,335 SH   DFND 3 102,335 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,987 38,282 SH   DFND 4 38,282 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,775 17,040 SH   DFND 17 17,040 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,104 10,600 SH   DFND 21 10,600 0 0
ILLINOIS TOOL WKS INC CALL 452308909 3,760 36,100 SH Call DFND 4 36,100 0 0
ILLINOIS TOOL WKS INC PUT 452308959 38,393 368,600 SH Put DFND 4 368,600 0 0
ILLUMINA INC COM 452327109 5,467 38,945 SH   DFND 4 38,945 0 0
ILLUMINA INC CALL 452327909 1,797 12,800 SH Call DFND 4 12,800 0 0
ILLUMINA INC PUT 452327959 24,005 171,000 SH Put DFND 4 171,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 4,296 4,350,000 PRN   DFND 17 3,945,000 0 405,000
ILLUMINA INC NOTE 6/1 452327AF6 5,184 5,250,000 PRN   DFND 21 2,250,000 0 3,000,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 74,308 74,870,000 PRN   DFND 17 74,870,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1,787 1,800,000 PRN   DFND 21 1,800,000 0 0
IMPAX LABORATORIES INC COM 45256B101 860 29,854 SH   DFND 17 29,854 0 0
IMPAX LABORATORIES INC COM 45256B101 519 18,000 SH   DFND 24 18,000 0 0
IMPERVA INC COM 45321L100 32,232 749,411 SH   DFND 17 562,110 0 187,301
INC RESH HLDGS INC CL A 45329R109 528 13,840 SH   DFND 21 13,840 0 0
INCONTACT INC COM 45336E109 12,112 874,494 SH   DFND 4 874,494 0 0
INCONTACT INC COM 45336E109 21,313 1,538,837 SH   DFND 21 1,538,837 0 0
INCYTE CORP COM 45337C102 24,234 302,999 SH   DFND 17 260,269 0 42,730
INCYTE CORP COM 45337C102 8,158 102,000 SH   DFND 24 102,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 36,603 22,150,000 PRN   DFND 17 20,020,000 0 2,130,000
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,009 185,837 SH   DFND 17 173,780 0 12,057
INDEPENDENT BANK CORP MASS COM 453836108 293 6,417 SH   DFND 17 6,417 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,813 36,704 SH   DFND 17 36,704 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 6,248 126,486 SH   DFND 21 126,486 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1,065 283,960 SH   DFND 17 265,703 0 18,257
INFOSYS LTD SPONSORED ADR 456788108 3,955 221,556 SH   DFND 17 59,664 0 161,892
INFOSYS LTD SPONSORED ADR 456788108 32,565 1,824,689 SH   DFND 20 1,679,705 0 144,984
INFOSYS LTD SPONSORED ADR 456788108 3,793 212,507 SH   DFND 21 207,481 0 5,026
INFOSYS LTD SPONSORED ADR 456788108 816 45,700 SH   DFND 25 45,700 0 0
ING GROEP N V DBCV 6.000%12/2 456837AE3 9,896 10,500,000 PRN   DFND 4 10,500,000 0 0
ING GROEP N V DBCV 6.500%12/2 456837AF0 90,473 98,675,000 PRN   DFND 4 98,675,000 0 0
INFRAREIT INC COM 45685L100 32,081 1,829,000 SH   DFND 3 1,772,600 0 56,400
INFRAREIT INC COM 45685L100 1,316 75,043 SH   DFND 17 75,043 0 0
INGLES MKTS INC CL A 457030104 26,464 709,486 SH   DFND 3 682,453 0 27,033
INGLES MKTS INC CL A 457030104 1,819 48,757 SH   DFND 17 24,182 0 24,575
INGLES MKTS INC CL A 457030104 844 22,640 SH   DFND 21 22,640 0 0
INGRAM MICRO INC CL A 457153104 9,934 285,633 SH   DFND 17 191,952 0 93,681
INGRAM MICRO INC CL A 457153104 6,459 185,702 SH   DFND 21 170,722 0 14,980
INGREDION INC COM 457187102 57,399 443,540 SH   DFND 3 433,740 0 9,800
INGREDION INC COM 457187102 38,304 295,988 SH   DFND 17 271,986 0 24,002
INGREDION INC COM 457187102 18,655 144,156 SH   DFND 21 75,388 0 68,768
INGREDION INC COM 457187102 8,852 68,400 SH   DFND 24 68,400 0 0
INSIGHT ENTERPRISES INC COM 45765U103 5 196 SH   DFND 17 196 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,167 44,879 SH   DFND 21 31,593 0 13,286
INNOSPEC INC COM 45768S105 162 3,524 SH   DFND 17 3,524 0 0
INNOSPEC INC COM 45768S105 366 7,956 SH   DFND 21 7,956 0 0
INPHI CORP COM 45772F107 14,017 437,626 SH   DFND 17 391,459 0 46,167
INPHI CORP COM 45772F107 96 3,000 SH   DFND 21 0 0 3,000
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1,261 136,451 SH   DFND 17 136,451 0 0
INNOPHOS HOLDINGS INC COM 45774N108 33,115 784,520 SH   DFND 3 767,120 0 17,400
INNOPHOS HOLDINGS INC COM 45774N108 1,661 39,355 SH   DFND 21 0 0 39,355
INSTEEL INDUSTRIES INC COM 45774W108 62 2,152 SH   DFND 17 2,152 0 0
INSTEEL INDUSTRIES INC COM 45774W108 1,553 54,318 SH   DFND 21 54,318 0 0
INSPERITY INC COM 45778Q107 3,342 43,273 SH   DFND 17 35,621 0 7,652
INSPERITY INC COM 45778Q107 12,687 164,282 SH   DFND 21 136,629 0 27,653
INSPERITY INC COM 45778Q107 116 1,498 SH   DFND 25 1,498 0 0
INOGEN INC COM 45780L104 10,803 215,592 SH   DFND 17 211,949 0 3,643
INSTALLED BLDG PRODS INC COM 45780R101 18,463 508,754 SH   DFND 17 424,330 0 84,424
INSTALLED BLDG PRODS INC COM 45780R101 136 3,750 SH   DFND 21 0 0 3,750
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 30,989 20,850,000 PRN   DFND 17 17,610,000 0 3,240,000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,231 110,852 SH   DFND 17 110,852 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 35,796 36,750,000 PRN   DFND 17 31,470,000 0 5,280,000
INTEL CORP COM 458140100 148,764 4,535,487 SH   DFND 3 4,531,287 0 4,200
INTEL CORP COM 458140100 6,571 200,331 SH   DFND 4 200,331 0 0
INTEL CORP COM 458140100 306,160 9,334,151 SH   DFND 17 8,413,454 0 920,697
INTEL CORP COM 458140100 245,364 7,480,618 SH   DFND 21 5,166,804 0 2,313,814
INTEL CORP COM 458140100 411 12,533 SH   DFND 25 12,533 0 0
INTEL CORP CALL 458140900 16,938 516,400 SH Call DFND 4 516,400 0 0
INTEL CORP PUT 458140950 101,473 3,093,700 SH Put DFND 4 3,093,700 0 0
INTEL CORP SDCV 12/1 458140AD2 16,114 12,500,000 PRN   DFND 21 5,500,000 0 7,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 222,593 136,875,000 PRN   DFND 17 128,115,000 0 8,760,000
INTELIQUENT INC COM 45825N107 29,802 1,498,325 SH   DFND 3 1,437,875 0 60,450
INTELIQUENT INC COM 45825N107 1,771 89,045 SH   DFND 17 89,045 0 0
INTELIQUENT INC COM 45825N107 249 12,517 SH   DFND 21 12,517 0 0
INTERACTIVE INTELLIGENCE GRO NOTE 1.250% 6/0 45841VAB5 6,234 6,750,000 PRN   DFND 17 5,730,000 0 1,020,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 680 4,765 SH   DFND 17 4,765 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 528 3,700 SH   DFND 24 3,700 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 47,558 46,020,000 PRN   DFND 17 38,800,000 0 7,220,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,671 14,344 SH   DFND 4 14,344 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 34,050 133,029 SH   DFND 17 131,164 0 1,865
INTERCONTINENTAL EXCHANGE IN COM 45866F104 49,301 192,612 SH   DFND 21 192,196 0 416
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 4,633 18,100 SH Call DFND 4 18,100 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 37,217 145,400 SH Put DFND 4 145,400 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 31,297 1,199,581 SH   DFND 3 1,199,581 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 91 3,500 SH   DFND 21 3,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 260,357 1,715,357 SH   DFND 3 1,713,857 0 1,500
INTERNATIONAL BUSINESS MACHS COM 459200101 8,883 58,523 SH   DFND 4 58,523 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 170,163 1,121,118 SH   DFND 17 1,058,614 0 62,504
INTERNATIONAL BUSINESS MACHS COM 459200101 29,824 196,498 SH   DFND 21 152,958 0 43,540
INTERNATIONAL BUSINESS MACHS COM 459200101 167 1,100 SH   DFND 24 1,100 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 37 246 SH   DFND 25 246 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 27,912 183,900 SH Call DFND 4 183,900 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 131,760 868,100 SH Put DFND 4 868,100 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 833 6,605 SH   DFND 17 6,605 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 105,957 840,460 SH   DFND 21 659,717 0 180,743
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 466 3,700 SH   DFND 24 3,700 0 0
INTL PAPER CO COM 460146103 169,655 4,003,191 SH   DFND 3 4,000,091 0 3,100
INTL PAPER CO COM 460146103 1,083 25,551 SH   DFND 4 25,551 0 0
INTL PAPER CO COM 460146103 40,940 966,013 SH   DFND 17 964,533 0 1,480
INTL PAPER CO COM 460146103 18,818 444,025 SH   DFND 21 311,892 0 132,133
INTL PAPER CO CALL 460146903 1,555 36,700 SH Call DFND 4 36,700 0 0
INTL PAPER CO PUT 460146953 12,710 299,900 SH Put DFND 4 299,900 0 0
INTERPUBLIC GROUP COS INC COM 460690100 9,042 391,421 SH   DFND 17 332,561 0 58,860
INTERPUBLIC GROUP COS INC COM 460690100 20,662 894,448 SH   DFND 21 887,708 0 6,740
INTERSIL CORP CL A 46069S109 139 10,277 SH   DFND 21 10,277 0 0
INTERSECT ENT INC COM 46071F103 2,016 155,938 SH   DFND 17 152,365 0 3,573
INTL FCSTONE INC COM 46116V105 368 13,492 SH   DFND 17 5,050 0 8,442
INTL FCSTONE INC COM 46116V105 598 21,904 SH   DFND 21 21,904 0 0
INTRALINKS HLDGS INC COM 46118H104 1,307 201,008 SH   DFND 17 201,008 0 0
INTUIT COM 461202103 69 620 SH   DFND 4 620 0 0
INTUIT COM 461202103 88,917 796,680 SH   DFND 17 604,940 0 191,740
INTUIT COM 461202103 81,291 728,348 SH   DFND 21 616,022 0 112,326
INTUIT CALL 461202903 1,417 12,700 SH Call DFND 4 12,700 0 0
INTUIT PUT 461202953 32,244 288,900 SH Put DFND 4 288,900 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 23,009 34,788 SH   DFND 17 34,078 0 710
INTUITIVE SURGICAL INC COM NEW 46120E602 165 250 SH   DFND 21 250 0 0
INTUITIVE SURGICAL INC CALL 46120E902 926 1,400 SH Call DFND 4 1,400 0 0
INTUITIVE SURGICAL INC PUT 46120E952 12,633 19,100 SH Put DFND 4 19,100 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 28 2,020 SH   DFND 17 2,020 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 400 29,224 SH   DFND 21 29,224 0 0
IRADIMED CORP COM 46266A109 1,439 66,140 SH   DFND 17 61,849 0 4,291
IRON MTN INC NEW COM 46284V101 42,709 1,072,287 SH   DFND 4 1,072,287 0 0
IRON MTN INC NEW COM 46284V101 1,208 30,328 SH   DFND 17 30,328 0 0
ISHARES MSCI AUST ETF 464286103 4,864 250,100 SH   DFND 24 0 0 250,100
ISHARES MSCI WORLD ETF 464286392 8,885 128,153 SH   DFND 25 128,153 0 0
ISHARES MSCI CDA ETF 464286509 4,429 180,700 SH   DFND 24 0 0 180,700
ISHARES EM MKTS CURR ETF 464286517 261 5,816 SH   DFND 17 5,816 0 0
ISHARES MIN VOL EMRG MKT 464286533 3 50 SH   DFND 17 50 0 0
ISHARES MIN VOL EMRG MKT 464286533 22,700 440,000 SH   DFND 25 440,000 0 0
ISHARES MSCI BRIC INDX 464286657 484 15,838 SH   DFND   0 0 15,838
ISHARES MSCI STH KOR ETF 464286772 1,803 34,626 SH   DFND 17 34,626 0 0
ISHARES MSCI JAPAN ETF 464286848 5,533 481,100 SH   DFND 24 0 0 481,100
ISHARES TR SELECT DIVID ETF 464287168 2,985 35,000 SH   DFND 24 35,000 0 0
ISHARES TR TIPS BD ETF 464287176 545 4,670 SH   DFND   1,900 0 2,770
ISHARES TR CORE S&P500 ETF 464287200 25,555 121,400 SH   DFND 24 0 0 121,400
ISHARES TR CORE US AGGBD ET 464287226 25 219 SH   DFND 17 219 0 0
ISHARES TR CORE US AGGBD ET 464287226 338 3,000 SH   DFND 24 3,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 124 3,600 SH   DFND   3,600 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 361 10,500 SH   DFND 17 10,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 9,071 264,000 SH Put DFND 21 264,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,604 134,000 SH   DFND 24 134,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 921 7,500 SH   DFND   3,100 0 4,400
ISHARES TR IBOXX INV CP ETF 464287242 68,721 559,940 SH   DFND 4 559,940 0 0
ISHARES TR IBOXX INV CP ETF 464287242 126,665 1,032,024 SH   DFND 17 1,032,024 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,841 15,000 SH   DFND 24 15,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 57,685 470,000 SH   DFND 25 470,000 0 0
ISHARES TR LATN AMER 40 ETF 464287390 2,603 99,000 SH   DFND 24 0 0 99,000
ISHARES TR S&P 500 VAL ETF 464287408 743 8,000 SH   DFND 17 8,000 0 0
ISHARES TR 20 YR TR BD ETF 464287432 2,222 16,000 SH   DFND   9,500 0 6,500
ISHARES TR 20 YR TR BD ETF 464287432 9 62 SH   DFND 17 62 0 0
ISHARES TR 7-10 Y TR BD ETF 464287440 9 79 SH   DFND 17 79 0 0
ISHARES TR 7-10 Y TR BD ETF 464287440 565 5,000 SH   DFND 24 5,000 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 478 5,600 SH   DFND   5,600 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 3 36 SH   DFND 17 36 0 0
ISHARES TR MSCI EAFE ETF 464287465 34,151 611,920 SH   DFND 4 611,920 0 0
ISHARES TR MSCI EAFE ETF 464287465 40,115 718,654 SH   DFND 17 718,654 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 1,263 17,000 SH   DFND 24 17,000 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 257 1,000 SH   DFND 17 0 0 1,000
ISHARES TR NASDQ BIOTEC ETF 464287556 1,287 5,000 SH   DFND 24 5,000 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 609 5,895 SH   DFND 17 5,895 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,558 16,015 SH   DFND 17 16,015 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 5,894 51,264 SH   DFND 17 51,264 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,150 10,000 SH   DFND 24 10,000 0 0
ISHARES TR PUT 464287954 511,996 14,900,937 SH Put DFND 4 14,900,937 0 0
ISHARES TR PUT 464287955 185,194 1,951,621 SH Put DFND 4 1,951,621 0 0
ISHARES TR PUT 464287959 90,637 1,101,306 SH Put DFND 4 1,101,306 0 0
ISHARES TR INTL TREA BD ETF 464288117 16,728 168,000 SH   DFND 24 0 0 168,000
ISHARES TR MSCI AC ASIA ETF 464288182 875 16,000 SH   DFND 24 16,000 0 0
ISHARES TR MSCI ACWI EX US 464288240 1,107 28,412 SH   DFND 17 28,412 0 0
ISHARES TR MSCI ACWI ETF 464288257 21,649 385,000 SH   DFND 17 385,000 0 0
ISHARES TR MSCI ACWI ETF 464288257 2,980 53,000 SH   DFND 24 53,000 0 0
ISHARES TR JP MOR EM MK ETF 464288281 841 7,300 SH   DFND   3,500 0 3,800
ISHARES TR JP MOR EM MK ETF 464288281 10,664 92,608 SH   DFND 17 92,608 0 0
ISHARES TR JP MOR EM MK ETF 464288281 14,394 125,000 SH   DFND 24 0 0 125,000
ISHARES TR JP MOR EM MK ETF 464288281 111,121 965,015 SH   DFND 25 965,015 0 0
ISHARES TR NATIONAL MUN ETF 464288414 228 2,000 SH   DFND 24 2,000 0 0
ISHARES TR INTL SEL DIV ETF 464288448 803 28,039 SH   DFND 17 28,039 0 0
ISHARES TR IBOXX HI YD ETF 464288513 13,261 156,570 SH   DFND 17 156,570 0 0
ISHARES TR IBOXX HI YD ETF 464288513 847 10,000 SH   DFND 24 10,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 2,482 29,300 SH   DFND 25 29,300 0 0
ISHARES TR MBS ETF 464288588 7,876 71,616 SH   DFND 17 71,616 0 0
ISHARES TR 3-7 YR TR BD ETF 464288661 5 37 SH   DFND 17 37 0 0
ISHARES TR 3-7 YR TR BD ETF 464288661 1,847 14,500 SH   DFND 24 14,500 0 0
ISHARES TR U.S. PFD STK ETF 464288687 1,169 29,300 SH   DFND   15,800 0 13,500
ISHARES 10+ YR CR BD ETF 464289511 251 4,000 SH   DFND 24 4,000 0 0
ISHARES TR CORE US TR BD 46429B267 16,371 623,900 SH   DFND 24 0 0 623,900
ISHARES TR CORE HIGH DV ETF 46429B663 1,242 15,120 SH   DFND 17 15,120 0 0
ISHARES TR MIN VOL USA ETF 46429B697 2,054 44,451 SH   DFND 17 44,451 0 0
ISHARES TR MIN VOL USA ETF 46429B697 25,924 561,000 SH   DFND 25 561,000 0 0
ISHARES TR USA QUALITY FCTR 46432F339 1,766 26,760 SH   DFND   8,000 0 18,760
ISHARES TR USA QUALITY FCTR 46432F339 2,172 32,913 SH   DFND 17 32,913 0 0
ISHARES TR USA QUALITY FCTR 46432F339 22,242 337,000 SH   DFND 25 337,000 0 0
ISHARES TR USA VALUE FACTOR 46432F388 357 5,800 SH   DFND   0 0 5,800
ISHARES TR USA VALUE FACTOR 46432F388 19,999 324,500 SH   DFND 25 324,500 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 1,957 25,613 SH   DFND 17 25,613 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 23,837 312,000 SH   DFND 25 312,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 753 18,000 SH   DFND 24 18,000 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 4,657 303,000 SH   DFND 24 0 0 303,000
ISHARES TR CUR HD EURZN ETF 46434V639 481 20,000 SH   DFND 24 20,000 0 0
ISHARES TR HDG MSCI GERMN 46434V704 929 41,000 SH   DFND 24 41,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,925 415,760 SH   DFND 21 415,760 0 0
ITRON INC COM 465741106 367 8,520 SH   DFND 17 8,520 0 0
J & J SNACK FOODS CORP COM 466032109 354 2,970 SH   DFND 17 2,970 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 266 38,800 SH   DFND 17 0 0 38,800
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 51,636 52,825,000 PRN   DFND 17 52,825,000 0 0
JPMORGAN CHASE & CO COM 46625H100 319,167 5,136,251 SH   DFND 3 5,132,251 0 4,000
JPMORGAN CHASE & CO COM 46625H100 54,679 879,936 SH   DFND 4 879,936 0 0
JPMORGAN CHASE & CO COM 46625H100 189,981 3,057,311 SH   DFND 17 2,988,161 0 69,150
JPMORGAN CHASE & CO COM 46625H100 2,082 33,500 SH   DFND 20 33,500 0 0
JPMORGAN CHASE & CO COM 46625H100 259,659 4,178,608 SH   DFND 21 3,292,879 0 885,729
JPMORGAN CHASE & CO COM 46625H100 428 6,882 SH   DFND 25 6,882 0 0
JPMORGAN CHASE & CO CALL 46625H900 19,214 309,200 SH Call DFND 4 309,200 0 0
JPMORGAN CHASE & CO PUT 46625H950 212,146 3,414,000 SH Put DFND 4 3,414,000 0 0
JABIL CIRCUIT INC COM 466313103 203 11,005 SH   DFND 4 11,005 0 0
JABIL CIRCUIT INC COM 466313103 3,148 170,447 SH   DFND 17 167,540 0 2,907
JABIL CIRCUIT INC COM 466313103 25,811 1,397,455 SH   DFND 21 852,443 0 545,012
JABIL CIRCUIT INC COM 466313103 14 756 SH   DFND 25 756 0 0
JACK IN THE BOX INC COM 466367109 3,102 36,101 SH   DFND 17 36,101 0 0
JACK IN THE BOX INC COM 466367109 2,019 23,504 SH   DFND 21 23,504 0 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1,350 1,000,000 PRN   DFND 17 1,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 104,172 96,825,000 PRN   DFND 17 91,345,000 0 5,480,000
JD COM INC SPON ADR CL A 47215P106 1,671 78,697 SH   DFND 17 48,732 0 29,965
JD COM INC SPON ADR CL A 47215P106 187 8,787 SH   DFND 21 8,787 0 0
JETBLUE AIRWAYS CORP COM 477143101 5,515 333,059 SH   DFND 17 119,218 0 213,841
JETBLUE AIRWAYS CORP COM 477143101 37,643 2,273,138 SH   DFND 21 1,490,198 0 782,940
JETBLUE AIRWAYS CORP COM 477143101 69 4,161 SH   DFND 25 4,161 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 744 36,500 SH   DFND 17 0 0 36,500
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 544 26,700 SH   DFND 24 26,700 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 19,470 318,040 SH   DFND 17 264,581 0 53,459
JOHNSON & JOHNSON COM 478160104 175,118 1,443,673 SH   DFND 3 1,443,673 0 0
JOHNSON & JOHNSON COM 478160104 5,751 47,412 SH   DFND 4 47,412 0 0
JOHNSON & JOHNSON COM 478160104 168,876 1,392,214 SH   DFND 17 1,078,149 0 314,065
JOHNSON & JOHNSON COM 478160104 388,920 3,206,269 SH   DFND 21 2,191,070 0 1,015,199
JOHNSON & JOHNSON COM 478160104 1,904 15,700 SH   DFND 24 15,700 0 0
JOHNSON & JOHNSON COM 478160104 673 5,545 SH   DFND 25 5,545 0 0
JOHNSON & JOHNSON CALL 478160904 40,126 330,800 SH Call DFND 4 330,800 0 0
JOHNSON & JOHNSON PUT 478160954 308,842 2,546,100 SH Put DFND 4 2,546,100 0 0
JOHNSON CTLS INC COM 478366107 109,313 2,469,800 SH   DFND 17 2,450,900 0 18,900
JOHNSON CTLS INC COM 478366107 4,344 98,152 SH   DFND 21 9,119 0 89,033
JOHNSON CTLS INC CALL 478366907 2,642 59,700 SH Call DFND 4 59,700 0 0
JOHNSON CTLS INC PUT 478366957 14,269 322,400 SH Put DFND 4 322,400 0 0
JONES LANG LASALLE INC COM 48020Q107 390 4,004 SH   DFND 17 4,004 0 0
JONES LANG LASALLE INC COM 48020Q107 1,794 18,413 SH   DFND 21 17,342 0 1,071
JOY GLOBAL INC COM 481165108 484 22,877 SH   DFND 4 22,877 0 0
JOY GLOBAL INC COM 481165108 27,989 1,324,001 SH   DFND 17 1,239,766 0 84,235
JOY GLOBAL INC COM 481165108 106 5,000 SH   DFND 21 0 0 5,000
J2 GLOBAL INC COM 48123V102 25,961 410,963 SH   DFND 3 394,385 0 16,578
J2 GLOBAL INC COM 48123V102 19,038 301,383 SH   DFND 17 237,833 0 63,550
J2 GLOBAL INC COM 48123V102 42,590 674,219 SH   DFND 21 500,625 0 173,594
J2 GLOBAL INC COM 48123V102 107 1,688 SH   DFND 25 1,688 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 26,607 23,665,000 PRN   DFND 17 20,070,000 0 3,595,000
JUNIPER NETWORKS INC COM 48203R104 5,341 237,500 SH   DFND 3 237,500 0 0
JUNIPER NETWORKS INC COM 48203R104 1,614 71,785 SH   DFND 17 59,638 0 12,147
JUNIPER NETWORKS INC COM 48203R104 36,643 1,629,314 SH   DFND 21 943,694 0 685,620
JUNIPER NETWORKS INC COM 48203R104 71 3,161 SH   DFND 25 3,161 0 0
JUNO THERAPEUTICS INC COM 48205A109 4,507 117,250 SH   DFND 17 97,685 0 19,565
JUNO THERAPEUTICS INC COM 48205A109 1,845 48,000 SH   DFND 24 48,000 0 0
KAR AUCTION SVCS INC COM 48238T109 2,411 57,761 SH   DFND 17 55,786 0 1,975
KAR AUCTION SVCS INC COM 48238T109 20,836 499,174 SH   DFND 21 322,340 0 176,834
KAR AUCTION SVCS INC COM 48238T109 21 514 SH   DFND 25 514 0 0
KBR INC COM 48242W106 41,276 3,117,500 SH   DFND 3 3,043,100 0 74,400
KBR INC COM 48242W106 1,461 110,366 SH   DFND 17 104,576 0 5,790
KBR INC COM 48242W106 597 45,102 SH   DFND 21 0 0 45,102
KLA-TENCOR CORP COM 482480100 15,257 208,283 SH   DFND 17 164,402 0 43,881
KLA-TENCOR CORP COM 482480100 21,110 288,190 SH   DFND 21 288,103 0 87
KKR & CO L P DEL COM UNITS 48248M102 2,928 237,300 SH   DFND 3 237,300 0 0
KKR & CO L P DEL COM UNITS 48248M102 157 12,755 SH   DFND 4 8,311 0 4,444
KT CORP SPONSORED ADR 48268K101 344 24,157 SH   DFND 21 24,157 0 0
KADANT INC COM 48282T104 2,616 50,780 SH   DFND 17 50,780 0 0
KADANT INC COM 48282T104 661 12,837 SH   DFND 21 12,837 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 25,270 279,499 SH   DFND 17 197,004 0 82,495
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,764 52,694 SH   DFND 21 50,694 0 2,000
KAMAN CORP COM 483548103 244 5,745 SH   DFND 17 5,745 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 5,322 59,077 SH   DFND 17 59,077 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 541 6,000 SH   DFND 24 6,000 0 0
KATE SPADE & CO COM 485865109 14,660 711,286 SH   DFND 17 601,226 0 110,060
KATE SPADE & CO COM 485865109 68 3,300 SH   DFND 21 0 0 3,300
KB HOME NOTE 1.375% 2/0 48666KAS8 30,068 31,485,000 PRN   DFND 17 31,235,000 0 250,000
KELLOGG CO COM 487836108 5,380 65,887 SH   DFND 17 65,582 0 305
KELLOGG CO COM 487836108 3,103 38,000 SH   DFND 24 38,000 0 0
KELLOGG CO CALL 487836908 2,988 36,600 SH Call DFND 4 36,600 0 0
KELLOGG CO PUT 487836958 19,906 243,800 SH Put DFND 4 243,800 0 0
KELLY SVCS INC CL A 488152208 549 28,953 SH   DFND 17 2,708 0 26,245
KEYCORP NEW COM 493267108 12,357 1,118,300 SH   DFND 3 1,118,300 0 0
KEYCORP NEW COM 493267108 5,904 534,336 SH   DFND 17 534,336 0 0
KEYCORP NEW COM 493267108 9,799 886,806 SH   DFND 21 873,855 0 12,951
KEYCORP NEW PUT 493267958 1,105 100,000 SH Put DFND 21 100,000 0 0
KFORCE INC COM 493732101 1,609 95,245 SH   DFND 17 95,245 0 0
KILROY RLTY CORP COM 49427F108 9,445 142,487 SH   DFND 4 142,487 0 0
KILROY RLTY CORP COM 49427F108 16,768 252,955 SH   DFND 17 208,903 0 44,052
KILROY RLTY CORP COM 49427F108 179 2,700 SH   DFND 21 0 0 2,700
KIMBERLY CLARK CORP COM 494368103 587 4,269 SH   DFND 4 4,269 0 0
KIMBERLY CLARK CORP COM 494368103 12,213 88,837 SH   DFND 17 88,837 0 0
KIMBERLY CLARK CORP COM 494368103 1,303 9,481 SH   DFND 21 9,481 0 0
KIMBERLY CLARK CORP CALL 494368903 7,575 55,100 SH Call DFND 4 55,100 0 0
KIMBERLY CLARK CORP PUT 494368953 53,383 388,300 SH Put DFND 4 388,300 0 0
KINDER MORGAN INC DEL COM 49456B101 763 40,749 SH   DFND 4 40,749 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 99,732 2,041,600 SH   DFND 17 1,900,680 0 140,920
KINDER MORGAN INC DEL CALL 49456B901 3,774 201,600 SH Call DFND 4 201,600 0 0
KINDER MORGAN INC DEL PUT 49456B951 24,903 1,330,300 SH Put DFND 4 1,330,300 0 0
KINDRED HEALTHCARE INC COM 494580103 12 1,096 SH   DFND 17 1,096 0 0
KINDRED HEALTHCARE INC COM 494580103 475 42,057 SH   DFND 21 42,057 0 0
KINROSS GOLD CORP COM NO PAR 496902404 9,019 1,847,465 SH   DFND 21 1,847,465 0 0
KIRBY CORP COM 497266106 16,221 260,000 SH   DFND 4 260,000 0 0
KIRKLANDS INC COM 497498105 3,102 211,338 SH   DFND 17 206,638 0 4,700
KIRKLANDS INC COM 497498105 1,105 75,298 SH   DFND 21 75,298 0 0
KITE PHARMA INC COM 49803L109 2,649 52,981 SH   DFND 17 52,981 0 0
KITE PHARMA INC COM 49803L109 875 17,500 SH   DFND 24 17,500 0 0
KNOLL INC COM NEW 498904200 740 30,463 SH   DFND 17 12,888 0 17,575
KNOLL INC COM NEW 498904200 1,788 73,660 SH   DFND 21 69,972 0 3,688
KOHLS CORP COM 500255104 1,652 43,577 SH   DFND 4 43,577 0 0
KOHLS CORP COM 500255104 746 19,678 SH   DFND 17 19,678 0 0
KOHLS CORP COM 500255104 8,041 212,044 SH   DFND 21 148,707 0 63,337
KONA GRILL INC COM 50047H201 1,552 144,769 SH   DFND 17 140,497 0 4,272
KOPPERS HOLDINGS INC COM 50060P106 4,502 146,495 SH   DFND 17 146,495 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 108,225 4,173,726 SH   DFND 3 2,903,815 0 1,269,911
KOREA ELECTRIC PWR SPONSORED ADR 500631106 23,500 906,285 SH   DFND 17 906,285 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 447 17,251 SH   DFND 21 9,351 0 7,900
KORN FERRY INTL COM NEW 500643200 36,852 1,780,288 SH   DFND 3 1,744,649 0 35,639
KORN FERRY INTL COM NEW 500643200 903 43,609 SH   DFND 17 43,609 0 0
KORN FERRY INTL COM NEW 500643200 2,803 135,416 SH   DFND 21 130,176 0 5,240
KRAFT HEINZ CO COM 500754106 306 3,460 SH   DFND 17 0 0 3,460
KRAFT HEINZ CO COM 500754106 34,631 391,400 SH   DFND 20 391,400 0 0
KRAFT HEINZ CO COM 500754106 721 8,150 SH   DFND 21 8,150 0 0
KRAFT HEINZ CO CALL 500754906 9,538 107,800 SH Call DFND 4 107,800 0 0
KRAFT HEINZ CO PUT 500754956 52,884 597,700 SH Put DFND 4 597,700 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 257 9,210 SH   DFND 17 9,210 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 955 34,181 SH   DFND 21 31,767 0 2,414
KROGER CO COM 501044101 12 335 SH   DFND 3 335 0 0
KROGER CO COM 501044101 238 6,464 SH   DFND 4 6,464 0 0
KROGER CO COM 501044101 136,664 3,714,704 SH   DFND 17 3,405,887 0 308,817
KROGER CO COM 501044101 139,138 3,781,940 SH   DFND 21 2,727,220 0 1,054,720
KROGER CO COM 501044101 1,766 48,000 SH   DFND 24 48,000 0 0
KROGER CO COM 501044101 274 7,448 SH   DFND 25 7,448 0 0
KROGER CO CALL 501044901 3,204 87,100 SH Call DFND 4 87,100 0 0
KROGER CO PUT 501044951 24,075 654,400 SH Put DFND 4 654,400 0 0
L BRANDS INC COM 501797104 5,149 76,695 SH   DFND 4 76,695 0 0
L BRANDS INC COM 501797104 1,891 28,172 SH   DFND 17 28,172 0 0
L BRANDS INC COM 501797104 23,914 356,231 SH   DFND 21 356,231 0 0
L BRANDS INC CALL 501797904 416 6,200 SH Call DFND 4 6,200 0 0
L BRANDS INC PUT 501797954 11,942 177,900 SH Put DFND 4 177,900 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 61 5,300 SH   DFND 17 5,300 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 209 18,001 SH   DFND 21 10,253 0 7,748
LHC GROUP INC COM 50187A107 358 8,273 SH   DFND 17 2,438 0 5,835
LHC GROUP INC COM 50187A107 1,722 39,794 SH   DFND 21 0 0 39,794
LGI HOMES INC COM 50187T106 11,323 354,515 SH   DFND 17 349,102 0 5,413
LKQ CORP COM 501889208 78 2,475 SH   DFND 17 0 0 2,475
LKQ CORP COM 501889208 2,626 82,844 SH   DFND 21 73,930 0 8,914
LKQ CORP COM 501889208 5,357 169,000 SH   DFND 24 169,000 0 0
LSB INDS INC COM 502160104 1,223 101,248 SH   DFND 17 94,527 0 6,721
LSI INDS INC COM 50216C108 1,840 166,201 SH   DFND 17 155,426 0 10,775
L-3 COMMUNICATIONS HLDGS INC COM 502424104 823 5,609 SH   DFND 4 5,609 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7,065 441,590 SH   DFND 17 401,321 0 40,269
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,005 125,300 SH   DFND 24 125,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 28,878 221,678 SH   DFND 4 221,678 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 43,352 332,789 SH   DFND 17 273,901 0 58,888
LABORATORY CORP AMER HLDGS COM NEW 50540R409 52,456 402,668 SH   DFND 21 335,961 0 66,707
LADDER CAP CORP CL A 505743104 96 7,830 SH   DFND 17 7,830 0 0
LADDER CAP CORP CL A 505743104 208 17,010 SH   DFND 21 17,010 0 0
LAM RESEARCH CORP COM 512807108 14,816 176,250 SH   DFND 3 176,250 0 0
LAM RESEARCH CORP COM 512807108 170,912 2,033,212 SH   DFND 17 1,613,159 0 420,053
LAM RESEARCH CORP COM 512807108 71,137 846,261 SH   DFND 21 609,623 0 236,638
LAM RESEARCH CORP COM 512807108 258 3,069 SH   DFND 25 3,069 0 0
LAM RESEARCH CORP PUT 512807958 8,784 104,500 SH Put DFND 21 104,500 0 0
LANCASTER COLONY CORP COM 513847103 302 2,370 SH   DFND 17 2,370 0 0
LANDSTAR SYS INC COM 515098101 143 2,085 SH   DFND 17 2,085 0 0
LANDSTAR SYS INC COM 515098101 99 1,438 SH   DFND 21 1,438 0 0
LAREDO PETROLEUM INC COM 516806106 8,953 854,275 SH   DFND 17 854,275 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5,964 252,907 SH   DFND 4 252,907 0 0
LAUDER ESTEE COS INC CL A 518439104 2,849 31,306 SH   DFND 4 31,306 0 0
LAUDER ESTEE COS INC CL A 518439104 994 10,926 SH   DFND 17 10,926 0 0
LAUDER ESTEE COS INC CL A 518439104 12,108 133,029 SH   DFND 20 133,029 0 0
LAUDER ESTEE COS INC CL A 518439104 124,875 1,371,951 SH   DFND 21 1,127,040 0 244,911
LAUDER ESTEE COS INC CL A 518439104 428 4,700 SH   DFND 24 4,700 0 0
LAUDER ESTEE COS INC CALL 518439904 3,723 40,900 SH Call DFND 4 40,900 0 0
LAUDER ESTEE COS INC PUT 518439954 22,846 251,000 SH Put DFND 4 251,000 0 0
LAYNE CHRISTENSEN CO COM 521050104 1,290 159,216 SH   DFND 17 148,890 0 10,326
LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 6,476 7,875,000 PRN   DFND 17 7,875,000 0 0
LEAR CORP COM NEW 521865204 10,323 101,440 SH   DFND 3 101,440 0 0
LEAR CORP COM NEW 521865204 31,788 312,385 SH   DFND 17 258,034 0 54,351
LEAR CORP COM NEW 521865204 55,818 548,530 SH   DFND 21 330,066 0 218,464
LEAR CORP COM NEW 521865204 89 875 SH   DFND 25 875 0 0
LEGG MASON INC COM 524901105 1,639 55,564 SH   DFND 21 55,564 0 0
LEIDOS HLDGS INC COM 525327102 3,569 74,563 SH   DFND 21 71,667 0 2,896
LEMAITRE VASCULAR INC COM 525558201 4,804 336,656 SH   DFND 17 326,366 0 10,290
LENDINGTREE INC NEW COM 52603B107 5,947 67,327 SH   DFND 17 65,750 0 1,577
LENNAR CORP CL A 526057104 2,857 61,969 SH   DFND 21 61,969 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 28,577 555,000 SH   DFND 4 555,000 0 0
LEVEL 3 COMMUNICATIONS INC CALL 52729N908 319 6,200 SH Call DFND 4 6,200 0 0
LEXMARK INTL INC CL A 529771107 355 9,397 SH   DFND 4 9,397 0 0
LEXMARK INTL INC CL A 529771107 950 25,162 SH   DFND 21 24,750 0 412
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 105,966 106,635,000 PRN   DFND 17 99,305,000 0 7,330,000
LIFEPOINT HEALTH INC COM 53219L109 3,296 50,421 SH   DFND 17 7,121 0 43,300
LIFEPOINT HEALTH INC COM 53219L109 3,138 47,998 SH   DFND 21 44,360 0 3,638
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 15,146 126,991 SH   DFND 17 106,191 0 20,800
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 119 1,000 SH   DFND 21 0 0 1,000
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 30,868 18,250,000 PRN   DFND 17 15,565,000 0 2,685,000
LILLY ELI & CO COM 532457108 17,949 227,929 SH   DFND 17 207,650 0 20,279
LILLY ELI & CO COM 532457108 16,021 203,436 SH   DFND 21 178,654 0 24,782
LILLY ELI & CO COM 532457108 18 224 SH   DFND 25 224 0 0
LILLY ELI & CO CALL 532457908 9,269 117,700 SH Call DFND 4 117,700 0 0
LILLY ELI & CO PUT 532457958 60,071 762,800 SH Put DFND 4 762,800 0 0
LINCOLN NATL CORP IND COM 534187109 5,633 145,300 SH   DFND 3 145,300 0 0
LINCOLN NATL CORP IND COM 534187109 7,261 187,285 SH   DFND 17 187,285 0 0
LINCOLN NATL CORP IND COM 534187109 29,214 753,512 SH   DFND 21 573,798 0 179,714
LINEAR TECHNOLOGY CORP COM 535678106 284 6,100 SH   DFND 21 6,100 0 0
LINKEDIN CORP COM CL A 53578A108 11,875 62,746 SH   DFND 4 62,746 0 0
LINKEDIN CORP COM CL A 53578A108 3,703 19,565 SH   DFND 17 11,760 0 7,805
LINKEDIN CORP COM CL A 53578A108 23,748 125,485 SH   DFND 21 125,485 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 49,064 49,710,000 PRN   DFND 17 49,265,000 0 445,000
LIONBRIDGE TECHNOLOGIES INC COM 536252109 60 15,305 SH   DFND 21 15,305 0 0
LIQUIDITY SERVICES INC COM 53635B107 148 18,940 SH   DFND 17 0 0 18,940
LITTELFUSE INC COM 537008104 1,048 8,868 SH   DFND 21 0 0 8,868
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 46,860 46,685,000 PRN   DFND 17 39,730,000 0 6,955,000
LIVEPERSON INC COM 538146101 590 93,000 SH   DFND 17 0 0 93,000
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 157,111 160,317,000 PRN   DFND 4 157,317,000 0 3,000,000
LOCKHEED MARTIN CORP COM 539830109 4,095 16,500 SH   DFND 3 16,500 0 0
LOCKHEED MARTIN CORP COM 539830109 70,276 283,176 SH   DFND 17 270,249 0 12,927
LOCKHEED MARTIN CORP COM 539830109 45,390 182,900 SH   DFND 20 182,900 0 0
LOCKHEED MARTIN CORP COM 539830109 521 2,100 SH   DFND 21 2,100 0 0
LOCKHEED MARTIN CORP CALL 539830909 10,746 43,300 SH Call DFND 4 43,300 0 0
LOCKHEED MARTIN CORP PUT 539830959 83,633 337,000 SH Put DFND 4 337,000 0 0
LOEWS CORP COM 540424108 561 13,662 SH   DFND 4 13,662 0 0
LOGMEIN INC COM 54142L109 2,694 42,468 SH   DFND 17 42,468 0 0
LOWES COS INC COM 548661107 4,308 54,420 SH   DFND 4 54,420 0 0
LOWES COS INC COM 548661107 6,779 85,627 SH   DFND 17 65,741 0 19,886
LOWES COS INC COM 548661107 50,472 637,512 SH   DFND 21 616,029 0 21,483
LOWES COS INC CALL 548661907 6,072 76,700 SH Call DFND 4 76,700 0 0
LOWES COS INC PUT 548661957 79,368 1,002,500 SH Put DFND 4 1,002,500 0 0
LUMENTUM HLDGS INC COM 55024U109 1,831 75,645 SH   DFND 17 75,645 0 0
LUMENTUM HLDGS INC COM 55024U109 429 17,718 SH   DFND 21 17,718 0 0
LUMINEX CORP DEL COM 55027E102 230 11,365 SH   DFND 17 0 0 11,365
LYDALL INC DEL COM 550819106 2,794 72,465 SH   DFND 17 72,465 0 0
LYDALL INC DEL COM 550819106 335 8,683 SH   DFND 21 8,683 0 0
LYON WILLIAM HOMES CL A NEW 552074700 17,681 1,096,856 SH   DFND 17 947,309 0 149,547
LYON WILLIAM HOMES CL A NEW 552074700 144 8,950 SH   DFND 21 0 0 8,950
M & T BK CORP COM 55261F104 1,109 9,382 SH   DFND 4 9,382 0 0
M & T BK CORP COM 55261F104 2,889 24,439 SH   DFND 21 24,439 0 0
M & T BK CORP CALL 55261F904 2,376 20,100 SH Call DFND 4 20,100 0 0
M & T BK CORP PUT 55261F954 18,763 158,700 SH Put DFND 4 158,700 0 0
MB FINANCIAL INC NEW COM 55264U108 537 14,792 SH   DFND 21 14,792 0 0
MDU RES GROUP INC COM 552690109 16,843 701,811 SH   DFND 17 584,642 0 117,169
MDU RES GROUP INC COM 552690109 132 5,500 SH   DFND 21 0 0 5,500
MFA FINL INC COM 55272X102 4,767 655,753 SH   DFND 17 588,943 0 66,810
MFA FINL INC COM 55272X102 12,023 1,653,791 SH   DFND 21 801,152 0 852,639
MGIC INVT CORP WIS COM 552848103 6,514 1,094,765 SH   DFND 17 903,057 0 191,708
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 37,382 36,205,000 PRN   DFND 17 36,205,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,389 105,548 SH   DFND 4 92,971 0 12,577
MGM RESORTS INTERNATIONAL COM 552953101 43,565 1,925,110 SH   DFND 17 1,925,110 0 0
MGP INGREDIENTS INC NEW COM 55303J106 2,036 53,256 SH   DFND 17 53,256 0 0
M/I HOMES INC COM 55305B101 2,026 107,606 SH   DFND 17 107,606 0 0
MKS INSTRUMENT INC COM 55306N104 441 10,249 SH   DFND 17 10,249 0 0
MKS INSTRUMENT INC COM 55306N104 2,321 53,897 SH   DFND 21 46,845 0 7,052
MSC INDL DIRECT INC CL A 553530106 56 790 SH   DFND 17 790 0 0
MSC INDL DIRECT INC CL A 553530106 191 2,700 SH   DFND 21 2,700 0 0
MSCI INC COM 55354G100 635 8,234 SH   DFND 17 8,234 0 0
MSCI INC COM 55354G100 2,782 36,078 SH   DFND 21 33,854 0 2,224
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 4,605 139,626 SH   DFND 17 113,051 0 26,575
MACQUARIE INFRASTRUCTURE COR COM 55608B105 23,023 310,909 SH   DFND 17 259,368 0 51,541
MACQUARIE INFRASTRUCTURE COR COM 55608B105 11,478 155,002 SH   DFND 21 151,952 0 3,050
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 49,551 43,850,000 PRN   DFND 17 37,630,000 0 6,220,000
MACROGENICS INC COM 556099109 3,341 123,800 SH   DFND 17 123,800 0 0
MACYS INC COM 55616P104 11 320 SH   DFND 3 320 0 0
MACYS INC COM 55616P104 24,913 741,251 SH   DFND 4 734,875 0 6,376
MACYS INC COM 55616P104 44,840 1,334,136 SH   DFND 17 1,323,982 0 10,154
MACYS INC COM 55616P104 14,268 424,509 SH   DFND 21 376,178 0 48,331
MACYS INC COM 55616P104 19 563 SH   DFND 25 563 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,261 19,175 SH   DFND 17 19,175 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7,114 93,600 SH   DFND 3 93,600 0 0
MAGNA INTL INC COM 559222401 65,310 1,870,300 SH   DFND 3 1,397,500 0 472,800
MAGNA INTL INC COM 559222401 27,161 777,832 SH   DFND 17 633,886 0 143,946
MAGNA INTL INC COM 559222401 62,920 1,801,868 SH   DFND 21 1,293,176 0 508,692
MAGNA INTL INC COM 559222401 157 4,489 SH   DFND 25 4,489 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,213 54,998 SH   DFND 17 12,253 0 42,745
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,371 62,167 SH   DFND 21 51,162 0 11,005
MANHATTAN ASSOCS INC COM 562750109 12,884 200,902 SH   DFND 17 168,210 0 32,692
MANHATTAN ASSOCS INC COM 562750109 297 4,626 SH   DFND 21 4,626 0 0
MANPOWERGROUP INC COM 56418H100 5,205 80,900 SH   DFND 3 80,900 0 0
MANPOWERGROUP INC COM 56418H100 308 4,782 SH   DFND 21 4,782 0 0
MANULIFE FINL CORP COM 56501R106 32,150 2,362,940 SH   DFND 3 1,613,040 0 749,900
MANULIFE FINL CORP COM 56501R106 74 5,436 SH   DFND 4 5,436 0 0
MANULIFE FINL CORP COM 56501R106 6,979 512,936 SH   DFND 17 508,274 0 4,662
MANULIFE FINL CORP COM 56501R106 18,898 1,388,981 SH   DFND 21 1,319,708 0 69,273
MANULIFE FINL CORP COM 56501R106 16 1,208 SH   DFND 25 1,208 0 0
MARATHON OIL CORP COM 565849106 1,417 94,375 SH   DFND 4 94,375 0 0
MARATHON OIL CORP COM 565849106 3,016 200,941 SH   DFND 21 200,941 0 0
MARATHON PETE CORP COM 56585A102 5,702 150,200 SH   DFND 3 150,200 0 0
MARATHON PETE CORP COM 56585A102 2,614 68,866 SH   DFND 4 68,866 0 0
MARATHON PETE CORP COM 56585A102 17,700 466,280 SH   DFND 17 275,265 0 191,015
MARATHON PETE CORP COM 56585A102 48,757 1,284,437 SH   DFND 21 918,914 0 365,523
MARATHON PETE CORP COM 56585A102 493 13,000 SH   DFND 24 13,000 0 0
MARATHON PETE CORP COM 56585A102 149 3,932 SH   DFND 25 3,932 0 0
MARATHON PETE CORP CALL 56585A902 1,898 50,000 SH Call DFND 4 50,000 0 0
MARATHON PETE CORP PUT 56585A952 14,303 376,800 SH Put DFND 4 376,800 0 0
MARCUS & MILLICHAP INC COM 566324109 268 10,542 SH   DFND 17 10,542 0 0
MARCUS & MILLICHAP INC COM 566324109 960 37,796 SH   DFND 21 37,796 0 0
MARCUS CORP COM 566330106 188 8,925 SH   DFND 17 3,770 0 5,155
MARCUS CORP COM 566330106 352 16,680 SH   DFND 21 13,325 0 3,355
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4,843 70,706 SH   DFND 17 57,229 0 13,477
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 19,465 284,205 SH   DFND 21 171,744 0 112,461
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 65 954 SH   DFND 25 954 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,585 96,181 SH   DFND 21 96,181 0 0
MARSH & MCLENNAN COS INC CALL 571748902 3,964 57,900 SH Call DFND 4 57,900 0 0
MARSH & MCLENNAN COS INC PUT 571748952 26,768 391,000 SH Put DFND 4 391,000 0 0
MASCO CORP COM 574599106 100 3,245 SH   DFND 17 0 0 3,245
MASCO CORP COM 574599106 1,078 34,827 SH   DFND 21 34,827 0 0
MASIMO CORP COM 574795100 2,016 38,382 SH   DFND 17 24,157 0 14,225
MASIMO CORP COM 574795100 2,726 51,910 SH   DFND 21 36,988 0 14,922
MASTEC INC COM 576323109 19,170 858,876 SH   DFND 17 728,617 0 130,259
MASTEC INC COM 576323109 167 7,500 SH   DFND 21 0 0 7,500
MASTERCARD INC CL A 57636Q104 31,144 353,671 SH   DFND 4 353,671 0 0
MASTERCARD INC CL A 57636Q104 58,126 660,075 SH   DFND 17 498,116 0 161,959
MASTERCARD INC CL A 57636Q104 2,730 31,000 SH   DFND 21 31,000 0 0
MASTERCARD INC CALL 57636Q904 10,928 124,100 SH Call DFND 4 124,100 0 0
MASTERCARD INC PUT 57636Q954 81,905 930,100 SH Put DFND 4 930,100 0 0
MATADOR RES CO COM 576485205 11,826 597,293 SH   DFND 17 516,149 0 81,144
MATADOR RES CO COM 576485205 119 6,000 SH   DFND 21 0 0 6,000
MATRIX SVC CO COM 576853105 126 7,660 SH   DFND 17 895 0 6,765
MATRIX SVC CO COM 576853105 961 58,303 SH   DFND 21 58,303 0 0
MATSON INC COM 57686G105 371 11,479 SH   DFND 17 11,479 0 0
MATSON INC COM 57686G105 1,874 58,037 SH   DFND 21 49,298 0 8,739
MATTEL INC COM 577081102 154,316 4,931,798 SH   DFND 3 4,927,658 0 4,140
MATTEL INC COM 577081102 332 10,608 SH   DFND 4 10,608 0 0
MATTEL INC COM 577081102 51,390 1,642,393 SH   DFND 17 1,448,876 0 193,517
MATTEL INC COM 577081102 422 13,494 SH   DFND 21 13,494 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 17,526 491,057 SH   DFND 17 373,622 0 117,435
MAXIM INTEGRATED PRODS INC COM 57772K101 2,503 70,143 SH   DFND 21 70,143 0 0
MAXLINEAR INC CL A 57776J100 7,000 389,320 SH   DFND 17 386,525 0 2,795
MAXLINEAR INC CL A 57776J100 2,814 156,487 SH   DFND 21 149,380 0 7,107
MCCLATCHY CO CL A NEW 579489303 3,525 241,104 SH   DFND 4 241,104 0 0
MCDERMOTT INTL INC COM 580037109 3,166 640,923 SH   DFND 17 640,923 0 0
MCDONALDS CORP COM 580135101 25,045 208,117 SH   DFND 4 208,117 0 0
MCDONALDS CORP COM 580135101 160,886 1,336,926 SH   DFND 17 1,195,509 0 141,417
MCDONALDS CORP COM 580135101 3,645 30,286 SH   DFND 20 30,286 0 0
MCDONALDS CORP COM 580135101 24,991 207,666 SH   DFND 21 132,490 0 75,176
MCDONALDS CORP COM 580135101 132 1,100 SH   DFND 24 1,100 0 0
MCDONALDS CORP CALL 580135901 14,296 118,800 SH Call DFND 4 118,800 0 0
MCDONALDS CORP PUT 580135951 155,720 1,294,000 SH Put DFND 4 1,294,000 0 0
MCGRATH RENTCORP COM 580589109 19,872 649,614 SH   DFND 3 608,507 0 41,107
MCGRATH RENTCORP COM 580589109 1,384 45,255 SH   DFND 17 33,365 0 11,890
MCGRATH RENTCORP COM 580589109 193 6,307 SH   DFND 21 0 0 6,307
MCKESSON CORP COM 58155Q103 11,101 59,475 SH   DFND 3 59,475 0 0
MCKESSON CORP COM 58155Q103 2,878 15,417 SH   DFND 4 15,417 0 0
MCKESSON CORP COM 58155Q103 135,685 726,950 SH   DFND 17 717,584 0 9,366
MCKESSON CORP COM 58155Q103 79,733 427,181 SH   DFND 21 268,404 0 158,777
MCKESSON CORP COM 58155Q103 239 1,279 SH   DFND 25 1,279 0 0
MCKESSON CORP CALL 58155Q903 5,264 28,200 SH Call DFND 4 28,200 0 0
MCKESSON CORP PUT 58155Q953 58,272 312,200 SH Put DFND 4 312,200 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,269 13,982 SH   DFND 21 13,982 0 0
MEAD JOHNSON NUTRITION CO PUT 582839956 2,632 29,000 SH Put DFND 4 29,000 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 40,929 2,690,900 SH   DFND 3 2,612,000 0 78,900
MEDICINES CO COM 584688105 2,810 83,545 SH   DFND 17 61,700 0 21,845
MEDICINES CO COM 584688105 629 18,700 SH   DFND 24 18,700 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 21,706 15,815,000 PRN   DFND 17 15,735,000 0 80,000
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 13,172 12,135,000 PRN   DFND 17 10,255,000 0 1,880,000
MEDNAX INC COM 58502B106 3,797 52,427 SH   DFND 17 48,295 0 4,132
MEDNAX INC COM 58502B106 33,472 462,135 SH   DFND 21 379,960 0 82,175
MEDNAX INC COM 58502B106 78 1,075 SH   DFND 25 1,075 0 0
MEETME INC COM 585141104 1,179 221,289 SH   DFND 17 0 0 221,289
MENTOR GRAPHICS CORP COM 587200106 42,575 2,002,581 SH   DFND 3 1,951,513 0 51,068
MENTOR GRAPHICS CORP COM 587200106 1,858 87,386 SH   DFND 17 52,616 0 34,770
MENTOR GRAPHICS CORP COM 587200106 9,553 449,327 SH   DFND 21 356,289 0 93,038
MERCER INTL INC COM 588056101 1,164 145,878 SH   DFND 17 145,878 0 0
MERCER INTL INC COM 588056101 847 106,141 SH   DFND 21 106,141 0 0
MERCK & CO INC COM 58933Y105 4,136 71,800 SH   DFND 3 71,800 0 0
MERCK & CO INC COM 58933Y105 1,244 21,592 SH   DFND 4 21,592 0 0
MERCK & CO INC COM 58933Y105 73,640 1,278,247 SH   DFND 17 1,171,694 0 106,553
MERCK & CO INC COM 58933Y105 67,415 1,170,199 SH   DFND 21 924,051 0 246,148
MERCK & CO INC COM 58933Y105 1,498 26,000 SH   DFND 24 26,000 0 0
MERCK & CO INC COM 58933Y105 38 657 SH   DFND 25 657 0 0
MERCK & CO INC CALL 58933Y905 20,947 363,600 SH Call DFND 4 363,600 0 0
MERCK & CO INC PUT 58933Y955 103,571 1,797,800 SH Put DFND 4 1,797,800 0 0
MEREDITH CORP COM 589433101 47,063 906,622 SH   DFND 3 883,022 0 23,600
MEREDITH CORP COM 589433101 2,307 44,437 SH   DFND 17 44,437 0 0
MEREDITH CORP COM 589433101 5,885 113,372 SH   DFND 21 102,040 0 11,332
MERIDIAN BIOSCIENCE INC COM 589584101 124 6,365 SH   DFND 17 6,365 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 72 3,700 SH   DFND 21 3,700 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,845 192,475 SH   DFND 17 192,475 0 0
MERIT MED SYS INC COM 589889104 388 19,585 SH   DFND 17 0 0 19,585
MERITOR INC NOTE 7.875% 3/0 59001KAC4 18,595 17,250,000 PRN   DFND 17 17,250,000 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 377 70,016 SH   DFND 17 70,016 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 135 25,000 SH   DFND 24 25,000 0 0
MESA LABS INC COM 59064R109 3,347 27,212 SH   DFND 17 26,605 0 607
METALDYNE PERFORMANCE GROUP COM 59116R107 519 37,719 SH   DFND 21 37,719 0 0
METHODE ELECTRS INC COM 591520200 42,068 1,228,990 SH   DFND 3 1,195,474 0 33,516
METHODE ELECTRS INC COM 591520200 280 8,190 SH   DFND 17 0 0 8,190
METLIFE INC COM 59156R108 297,798 7,476,715 SH   DFND 3 7,469,915 0 6,800
METLIFE INC COM 59156R108 17,379 436,333 SH   DFND 4 436,333 0 0
METLIFE INC COM 59156R108 78,273 1,965,181 SH   DFND 17 1,955,184 0 9,997
METLIFE INC COM 59156R108 39,988 1,003,977 SH   DFND 21 752,498 0 251,479
METLIFE INC COM 59156R108 103 2,591 SH   DFND 25 2,591 0 0
METLIFE INC CALL 59156R908 5,971 149,900 SH Call DFND 4 149,900 0 0
METLIFE INC PUT 59156R958 40,826 1,025,000 SH Put DFND 4 1,025,000 0 0
MICHAELS COS INC COM 59408Q106 10,164 357,399 SH   DFND 17 287,974 0 69,425
MICROSOFT CORP COM 594918104 26,875 525,217 SH   DFND 4 525,217 0 0
MICROSOFT CORP COM 594918104 553,718 10,821,143 SH   DFND 17 9,100,240 0 1,720,903
MICROSOFT CORP COM 594918104 10,333 201,932 SH   DFND 20 201,932 0 0
MICROSOFT CORP COM 594918104 475,997 9,302,264 SH   DFND 21 7,257,244 0 2,045,020
MICROSOFT CORP COM 594918104 400 7,810 SH   DFND 25 7,810 0 0
MICROSOFT CORP CALL 594918904 52,490 1,025,800 SH Call DFND 4 1,025,800 0 0
MICROSOFT CORP CALL 594918904 25,585 500,000 SH Call DFND 17 500,000 0 0
MICROSOFT CORP PUT 594918954 292,370 5,713,700 SH Put DFND 4 5,713,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 47,575 937,263 SH   DFND 17 701,682 0 235,581
MICROCHIP TECHNOLOGY INC COM 595017104 102,792 2,025,066 SH   DFND 21 1,768,355 0 256,711
MICROCHIP TECHNOLOGY INC COM 595017104 492 9,700 SH   DFND 24 9,700 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 2,406 47,400 SH Put DFND 21 47,400 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 137,276 123,375,000 PRN   DFND 17 115,360,000 0 8,015,000
MICRON TECHNOLOGY INC COM 595112103 19,622 1,426,024 SH   DFND 17 924,683 0 501,341
MICRON TECHNOLOGY INC COM 595112103 22,319 1,621,985 SH   DFND 21 1,621,985 0 0
MICRON TECHNOLOGY INC PUT 595112953 279 20,300 SH Put DFND 4 20,300 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 14,713 10,200,000 PRN   DFND 17 8,550,000 0 1,650,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 129,361 172,251,000 PRN   DFND 17 162,511,000 0 9,740,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 751 1,000,000 PRN   DFND 21 1,000,000 0 0
MICROSEMI CORP COM 595137100 18,165 555,855 SH   DFND 17 471,090 0 84,765
MICROSEMI CORP COM 595137100 1,353 41,389 SH   DFND 21 35,488 0 5,901
MID-AMER APT CMNTYS INC COM 59522J103 6,565 61,700 SH   DFND 3 61,700 0 0
MID-AMER APT CMNTYS INC COM 59522J103 7,994 75,127 SH   DFND 4 75,127 0 0
MID-AMER APT CMNTYS INC COM 59522J103 207 1,947 SH   DFND 17 1,947 0 0
MIDDLEBY CORP COM 596278101 12,842 111,431 SH   DFND 17 86,673 0 24,758
MIDDLEBY CORP COM 596278101 104 900 SH   DFND 21 0 0 900
MILLER HERMAN INC COM 600544100 680 22,750 SH   DFND 17 11,775 0 10,975
MINERALS TECHNOLOGIES INC COM 603158106 136 2,394 SH   DFND 17 2,394 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,275 22,454 SH   DFND 21 22,454 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1,137 256,665 SH   DFND 21 0 0 256,665
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 5,174 624,841 SH   DFND 17 605,441 0 19,400
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6,166 744,632 SH   DFND 21 724,358 0 20,274
MODEL N INC COM 607525102 3,373 252,663 SH   DFND 17 246,112 0 6,551
MODINE MFG CO COM 607828100 1,763 200,331 SH   DFND 17 164,936 0 35,395
MOHAWK INDS INC COM 608190104 23,340 122,995 SH   DFND 17 115,915 0 7,080
MOHAWK INDS INC COM 608190104 13,545 71,381 SH   DFND 21 69,408 0 1,973
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 65,055 48,220,000 PRN   DFND 17 46,340,000 0 1,880,000
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 27,718 25,400,000 PRN   DFND 17 21,670,000 0 3,730,000
MOLSON COORS BREWING CO CL B 60871R209 1,175 11,614 SH   DFND 4 11,614 0 0
MOLSON COORS BREWING CO CL B 60871R209 499 4,933 SH   DFND 21 4,933 0 0
MOLSON COORS BREWING CO CALL 60871R909 1,527 15,100 SH Call DFND 4 15,100 0 0
MOLSON COORS BREWING CO PUT 60871R959 20,277 200,500 SH Put DFND 4 200,500 0 0
MONDELEZ INTL INC CL A 609207105 79,383 1,744,300 SH   DFND 17 1,389,572 0 354,728
MONDELEZ INTL INC CL A 609207105 2,665 58,550 SH   DFND 20 58,550 0 0
MONDELEZ INTL INC CL A 609207105 44,483 977,443 SH   DFND 21 693,923 0 283,520
MONDELEZ INTL INC CALL 609207905 6,353 139,600 SH Call DFND 4 139,600 0 0
MONDELEZ INTL INC PUT 609207955 52,446 1,152,400 SH Put DFND 4 1,152,400 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 38,345 2,891,788 SH   DFND 3 2,803,188 0 88,600
MONMOUTH REAL ESTATE INVT CO CL A 609720107 857 64,648 SH   DFND 17 6,341 0 58,307
MONOLITHIC PWR SYS INC COM 609839105 6,022 88,151 SH   DFND 17 71,451 0 16,700
MONSANTO CO NEW COM 61166W101 7,158 69,215 SH   DFND 4 69,215 0 0
MONSANTO CO NEW COM 61166W101 109,259 1,056,560 SH   DFND 17 1,048,860 0 7,700
MONSANTO CO NEW COM 61166W101 46,490 449,569 SH   DFND 21 386,524 0 63,045
MONSANTO CO NEW COM 61166W101 176 1,700 SH   DFND 24 1,700 0 0
MONSANTO CO NEW CALL 61166W901 3,857 37,300 SH Call DFND 4 37,300 0 0
MONSANTO CO NEW PUT 61166W951 47,310 457,500 SH Put DFND 4 457,500 0 0
MONSTER WORLDWIDE INC COM 611742107 204 85,368 SH   DFND 17 85,368 0 0
MONSTER WORLDWIDE INC COM 611742107 731 306,027 SH   DFND 21 306,027 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 84,268 524,347 SH   DFND 17 421,903 0 102,444
MONSTER BEVERAGE CORP NEW COM 61174X109 428 2,662 SH   DFND 21 0 0 2,662
MONSTER BEVERAGE CORP NEW CALL 61174X909 4,500 28,000 SH Call DFND 4 28,000 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 28,799 179,200 SH Put DFND 4 179,200 0 0
MOODYS CORP COM 615369105 3,075 32,819 SH   DFND 21 30,728 0 2,091
MOODYS CORP PUT 615369955 975 10,400 SH Put DFND 4 10,400 0 0
MORGAN STANLEY COM NEW 617446448 5,832 224,498 SH   DFND 4 224,498 0 0
MORGAN STANLEY COM NEW 617446448 8,791 338,362 SH   DFND 17 155,466 0 182,896
MORGAN STANLEY COM NEW 617446448 30,330 1,167,451 SH   DFND 21 1,108,118 0 59,333
MORGAN STANLEY COM NEW 617446448 32 1,222 SH   DFND 25 1,222 0 0
MORGAN STANLEY CALL 617446908 3,926 151,100 SH Call DFND 4 151,100 0 0
MORGAN STANLEY PUT 617446958 28,368 1,091,900 SH Put DFND 4 1,091,900 0 0
MORNINGSTAR INC COM 617700109 518 6,330 SH   DFND 17 6,330 0 0
MORNINGSTAR INC COM 617700109 2,139 26,158 SH   DFND 21 22,694 0 3,464
MOSAIC CO NEW COM 61945C103 1,243 47,482 SH   DFND 4 47,482 0 0
MOSAIC CO NEW COM 61945C103 4,285 163,669 SH   DFND 17 149,932 0 13,737
MOSAIC CO NEW COM 61945C103 20,048 765,765 SH   DFND 21 338,302 0 427,463
MOSAIC CO NEW COM 61945C103 94 3,575 SH   DFND 25 3,575 0 0
MOTORCAR PTS AMER INC COM 620071100 11,516 423,687 SH   DFND 17 361,513 0 62,174
MOTORCAR PTS AMER INC COM 620071100 109 4,000 SH   DFND 21 0 0 4,000
MOTOROLA SOLUTIONS INC COM NEW 620076307 369 5,596 SH   DFND 17 2,981 0 2,615
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,043 76,449 SH   DFND 21 76,449 0 0
MOVADO GROUP INC COM 624580106 329 15,157 SH   DFND 21 15,157 0 0
MUELLER WTR PRODS INC COM SER A 624758108 16,095 1,409,328 SH   DFND 17 1,409,328 0 0
MUELLER WTR PRODS INC COM SER A 624758108 103 9,017 SH   DFND 21 0 0 9,017
MULTI COLOR CORP COM 625383104 599 9,442 SH   DFND 17 9,442 0 0
MULTI COLOR CORP COM 625383104 4,849 76,477 SH   DFND 21 76,477 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 711 30,668 SH   DFND 17 4,816 0 25,852
MULTI FINELINE ELECTRONIX IN COM 62541B101 3,218 138,686 SH   DFND 21 138,686 0 0
MURPHY OIL CORP COM 626717102 963 30,327 SH   DFND 4 30,327 0 0
MURPHY OIL CORP COM 626717102 59 1,870 SH   DFND 21 1,870 0 0
MURPHY USA INC COM 626755102 1,440 19,424 SH   DFND 17 19,424 0 0
MURPHY USA INC COM 626755102 15,700 211,705 SH   DFND 21 204,806 0 6,899
MYRIAD GENETICS INC COM 62855J104 138 4,520 SH   DFND 17 0 0 4,520
MYRIAD GENETICS INC COM 62855J104 344 11,247 SH   DFND 21 10,093 0 1,154
NCI INC CL A 62886K104 1,277 90,867 SH   DFND 17 85,002 0 5,865
NII HLDGS INC COM PAR $0.001 62913F508 175 54,964 SH   DFND 21 54,964 0 0
NN INC COM 629337106 2,129 152,212 SH   DFND 17 148,485 0 3,727
NRG YIELD INC CL A NEW 62942X306 323 21,239 SH   DFND 17 21,239 0 0
NRG YIELD INC CL A NEW 62942X306 225 14,803 SH   DFND 21 14,803 0 0
NVR INC COM 62944T105 20,118 11,300 SH   DFND 4 11,300 0 0
NVR INC COM 62944T105 17,567 9,867 SH   DFND 17 8,300 0 1,567
NVR INC COM 62944T105 3,513 1,973 SH   DFND 21 1,913 0 60
NV5 GLOBAL INC COM 62945V109 4,318 151,842 SH   DFND 17 147,138 0 4,704
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 106,861 98,450,000 PRN   DFND 17 91,550,000 0 6,900,000
NASDAQ INC COM 631103108 4,317 66,755 SH   DFND 3 66,755 0 0
NASDAQ INC COM 631103108 5,518 85,325 SH   DFND 17 85,325 0 0
NASDAQ INC COM 631103108 15,562 240,641 SH   DFND 21 198,040 0 42,601
NATIONAL HEALTHCARE CORP COM 635906100 232 3,580 SH   DFND 17 3,580 0 0
NATIONAL FUEL GAS CO N J COM 636180101 42,862 753,560 SH   DFND 3 732,960 0 20,600
NATIONAL FUEL GAS CO N J COM 636180101 660 11,606 SH   DFND 17 11,606 0 0
NATIONAL GEN HLDGS CORP COM 636220303 31,997 1,493,800 SH   DFND 3 1,447,700 0 46,100
NATIONAL GEN HLDGS CORP COM 636220303 15,983 746,154 SH   DFND 17 651,518 0 94,636
NATIONAL GEN HLDGS CORP COM 636220303 120 5,600 SH   DFND 21 0 0 5,600
NATIONAL OILWELL VARCO INC COM 637071101 27 815 SH   DFND 3 815 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,045 31,056 SH   DFND 4 31,056 0 0
NATIONAL OILWELL VARCO INC COM 637071101 17,782 528,440 SH   DFND 17 526,990 0 1,450
NATIONAL WESTN LIFE GROUP IN CL A 638517102 245 1,254 SH   DFND 21 1,254 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 769 68,300 SH   DFND 4 68,300 0 0
NAVIGATORS GROUP INC COM 638904102 333 3,623 SH   DFND 17 3,623 0 0
NAVIGATORS GROUP INC COM 638904102 910 9,892 SH   DFND 21 9,892 0 0
NATUS MEDICAL INC DEL COM 639050103 749 19,813 SH   DFND 17 19,813 0 0
NATUS MEDICAL INC DEL COM 639050103 5,061 133,900 SH   DFND 21 116,084 0 17,816
NAUTILUS INC COM 63910B102 5,261 294,902 SH   DFND 17 287,008 0 7,894
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 9,318 15,595,000 PRN   DFND 17 15,400,000 0 195,000
NAVIGANT CONSULTING INC COM 63935N107 1,309 81,064 SH   DFND 17 59,704 0 21,360
NAVIGANT CONSULTING INC COM 63935N107 2,171 134,434 SH   DFND 21 75,590 0 58,844
NAVIENT CORP COM 63938C108 749 62,697 SH   DFND 4 62,697 0 0
NAVIENT CORP COM 63938C108 809 67,669 SH   DFND 17 67,669 0 0
NAVIENT CORP COM 63938C108 10,334 864,768 SH   DFND 21 864,768 0 0
NEENAH PAPER INC COM 640079109 49,336 681,713 SH   DFND 3 681,713 0 0
NEENAH PAPER INC COM 640079109 1,331 18,389 SH   DFND 17 18,389 0 0
NEENAH PAPER INC COM 640079109 1,571 21,713 SH   DFND 21 17,939 0 3,774
NEKTAR THERAPEUTICS COM 640268108 2,076 145,902 SH   DFND 17 145,902 0 0
NEKTAR THERAPEUTICS COM 640268108 896 63,000 SH   DFND 24 63,000 0 0
NELNET INC CL A 64031N108 197 5,674 SH   DFND 17 5,674 0 0
NELNET INC CL A 64031N108 634 18,242 SH   DFND 21 0 0 18,242
NEOGENOMICS INC COM NEW 64049M209 6,445 801,661 SH   DFND 17 781,201 0 20,460
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 549 54,981 SH   DFND 17 36,097 0 18,884
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,076 107,675 SH   DFND 21 107,675 0 0
NETAPP INC COM 64110D104 4,093 166,459 SH   DFND 17 118,409 0 48,050
NETAPP INC COM 64110D104 135 5,500 SH   DFND 21 5,500 0 0
NETFLIX INC COM 64110L106 17,392 190,123 SH   DFND 4 190,123 0 0
NETFLIX INC COM 64110L106 5,611 61,336 SH   DFND 17 44,466 0 16,870
NETFLIX INC CALL 64110L906 5,644 61,700 SH Call DFND 4 61,700 0 0
NETFLIX INC PUT 64110L956 57,934 633,300 SH Put DFND 4 633,300 0 0
NETEASE INC SPONSORED ADR 64110W102 56,824 294,091 SH   DFND 17 244,130 0 49,961
NETEASE INC SPONSORED ADR 64110W102 16,255 84,128 SH   DFND 21 83,223 0 905
NETEASE INC SPONSORED ADR 64110W102 2,029 10,500 SH   DFND 24 10,500 0 0
NETGEAR INC COM 64111Q104 6,179 129,965 SH   DFND 17 94,560 0 35,405
NETGEAR INC COM 64111Q104 10,195 214,451 SH   DFND 21 49,969 0 164,482
NETSCOUT SYS INC COM 64115T104 5,076 228,157 SH   DFND 17 185,597 0 42,560
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 18,422 19,080,000 PRN   DFND 17 19,080,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 10,391 228,626 SH   DFND 17 201,661 0 26,965
NEUROCRINE BIOSCIENCES INC COM 64125C109 70 1,550 SH   DFND 21 0 0 1,550
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,863 63,000 SH   DFND 24 63,000 0 0
NEUSTAR INC CL A 64126X201 3,555 151,193 SH   DFND 17 127,364 0 23,829
NEUSTAR INC CL A 64126X201 9,625 409,417 SH   DFND 21 195,981 0 213,436
NEUSTAR INC CL A 64126X201 56 2,376 SH   DFND 25 2,376 0 0
NEVSUN RES LTD COM 64156L101 804 275,451 SH   DFND 17 275,451 0 0
NEVSUN RES LTD COM 64156L101 995 340,837 SH   DFND 21 217,679 0 123,158
NEVRO CORP COM 64157F103 7,788 105,579 SH   DFND 17 88,477 0 17,102
NEVRO CORP COM 64157F103 81 1,100 SH   DFND 21 0 0 1,100
NEW JERSEY RES COM 646025106 421 10,920 SH   DFND 17 10,920 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 31,740 757,880 SH   DFND 17 751,880 0 6,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 12,899 308,063 SH   DFND 20 250,912 0 57,151
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 474 11,328 SH   DFND 21 11,328 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,806 67,000 SH   DFND 24 67,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 6,079 439,228 SH   DFND 17 366,311 0 72,917
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 28,029 2,025,229 SH   DFND 21 1,195,214 0 830,015
NEW RELIC INC COM 64829B100 2,392 81,415 SH   DFND 17 66,040 0 15,375
NEW YORK CMNTY BANCORP INC COM 649445103 803 53,598 SH   DFND 17 40,133 0 13,465
NEW YORK CMNTY BANCORP INC COM 649445103 9,073 605,251 SH   DFND 21 426,645 0 178,606
NEW YORK CMNTY BANCORP INC COM 649445103 52 3,490 SH   DFND 25 3,490 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 212 34,811 SH   DFND 17 34,811 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 942 154,370 SH   DFND 21 54,813 0 99,557
NEWELL BRANDS INC COM 651229106 53,343 1,098,270 SH   DFND 17 839,219 0 259,051
NEWELL BRANDS INC COM 651229106 1,126 23,183 SH   DFND 21 20,044 0 3,139
NEWELL BRANDS INC CALL 651229906 1,375 28,300 SH Call DFND 4 28,300 0 0
NEWELL BRANDS INC PUT 651229956 8,966 184,600 SH Put DFND 4 184,600 0 0
NEWFIELD EXPL CO COM 651290108 11,094 251,108 SH   DFND 17 207,605 0 43,503
NEWFIELD EXPL CO COM 651290108 3,454 78,174 SH   DFND 21 74,124 0 4,050
NEWMONT MINING CORP COM 651639106 1,166 29,809 SH   DFND 4 29,809 0 0
NEWMONT MINING CORP COM 651639106 2,515 64,283 SH   DFND 17 64,283 0 0
NEWMONT MINING CORP COM 651639106 36,494 932,878 SH   DFND 21 932,878 0 0
NEWMONT MINING CORP COM 651639106 1,565 40,000 SH   DFND 24 40,000 0 0
NEWMONT MINING CORP CALL 651639906 1,185 30,300 SH Call DFND 4 30,300 0 0
NEWMONT MINING CORP PUT 651639956 9,557 244,300 SH Put DFND 4 244,300 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2,794 2,500,000 PRN   DFND 17 2,500,000 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,453 1,300,000 PRN   DFND 21 1,300,000 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 4,095 86,057 SH   DFND 21 38,444 0 47,613
NEXTERA ENERGY INC COM 65339F101 14,958 114,710 SH   DFND 17 38,411 0 76,299
NEXTERA ENERGY INC COM 65339F101 51,556 395,367 SH   DFND 21 393,945 0 1,422
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 31,197 481,585 SH   DFND 17 416,440 0 65,145
NEXTERA ENERGY INC CALL 65339F901 11,723 89,900 SH Call DFND 4 89,900 0 0
NEXTERA ENERGY INC PUT 65339F951 48,065 368,600 SH Put DFND 4 368,600 0 0
NIKE INC CL B 654106103 10,537 190,883 SH   DFND 4 190,883 0 0
NIKE INC CL B 654106103 32,771 593,674 SH   DFND 17 459,407 0 134,267
NIKE INC CL B 654106103 51,178 927,142 SH   DFND 21 911,767 0 15,375
NIKE INC CALL 654106903 8,374 151,700 SH Call DFND 4 151,700 0 0
NIKE INC PUT 654106953 74,150 1,343,300 SH Put DFND 4 1,343,300 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 3,101 65,877 SH   DFND 21 0 0 65,877
NISOURCE INC COM 65473P105 2,099 79,147 SH   DFND 17 79,147 0 0
NISOURCE INC COM 65473P105 10,278 387,559 SH   DFND 21 387,559 0 0
NOBLE ENERGY INC PUT 655044955 595 16,600 SH Put DFND 4 16,600 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,223 73,100 SH   DFND 3 73,100 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,531 29,731 SH   DFND 4 29,731 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,075 59,612 SH   DFND 17 59,612 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,305 50,572 SH   DFND 21 49,293 0 1,279
NORFOLK SOUTHERN CORP CALL 655844908 3,507 41,200 SH Call DFND 4 41,200 0 0
NORFOLK SOUTHERN CORP PUT 655844958 26,373 309,800 SH Put DFND 4 309,800 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 442 95,575 SH   DFND 17 95,575 0 0
NORTHERN TR CORP COM 665859104 3,909 59,000 SH   DFND 21 59,000 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 240 16,210 SH   DFND 17 16,210 0 0
NORTHROP GRUMMAN CORP COM 666807102 4,348 19,560 SH   DFND 3 19,560 0 0
NORTHROP GRUMMAN CORP COM 666807102 37,816 170,126 SH   DFND 17 120,673 0 49,453
NORTHROP GRUMMAN CORP COM 666807102 78,139 351,535 SH   DFND 21 271,840 0 79,695
NORTHROP GRUMMAN CORP COM 666807102 289 1,302 SH   DFND 25 1,302 0 0
NORTHROP GRUMMAN CORP CALL 666807902 3,712 16,700 SH Call DFND 4 16,700 0 0
NORTHROP GRUMMAN CORP PUT 666807952 48,301 217,300 SH Put DFND 4 217,300 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 5,180 560,000 SH   DFND 4 560,000 0 0
NORTHWEST NAT GAS CO COM 667655104 2,121 32,725 SH   DFND 17 26,135 0 6,590
NORTHWESTERN CORP COM NEW 668074305 73 1,165 SH   DFND 17 1,165 0 0
NORTHWESTERN CORP COM NEW 668074305 676 10,712 SH   DFND 21 10,712 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,731 45,223 SH   DFND 17 24,968 0 20,255
NOVAVAX INC COM 670002104 3,532 485,806 SH   DFND 17 485,806 0 0
NOVAVAX INC COM 670002104 800 110,000 SH   DFND 24 110,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 141 9,020 SH   DFND 17 0 0 9,020
NUANCE COMMUNICATIONS INC COM 67020Y100 4,343 277,864 SH   DFND 21 224,437 0 53,427
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 16,576 17,375,000 PRN   DFND 17 14,610,000 0 2,765,000
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 30,442 1,187,300 SH   DFND 3 1,138,900 0 48,400
NUTRACEUTICAL INTL CORP COM 67060Y101 304 13,115 SH   DFND 17 13,115 0 0
NVIDIA CORP COM 67066G104 672 14,292 SH   DFND 4 14,292 0 0
NVIDIA CORP COM 67066G104 15,906 338,343 SH   DFND 17 308,078 0 30,265
NVIDIA CORP COM 67066G104 12,676 269,644 SH   DFND 21 66,344 0 203,300
NVIDIA CORP CALL 67066G904 1,730 36,800 SH Call DFND 4 36,800 0 0
NVIDIA CORP PUT 67066G954 18,268 388,600 SH Put DFND 4 388,600 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 131,406 56,465,000 PRN   DFND 17 52,760,000 0 3,705,000
NUTRI SYS INC NEW COM 67069D108 3,484 137,385 SH   DFND 17 137,385 0 0
NUTRI SYS INC NEW COM 67069D108 1,385 54,595 SH   DFND 21 54,595 0 0
NUVASIVE INC COM 670704105 2,710 45,375 SH   DFND 17 24,980 0 20,395
OGE ENERGY CORP COM 670837103 7,373 225,130 SH   DFND 3 225,130 0 0
OGE ENERGY CORP COM 670837103 353 10,769 SH   DFND 17 10,769 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,130 11,545 SH   DFND 17 0 0 11,545
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,560 35,262 SH   DFND 21 35,262 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 4,067 15,000 SH Call DFND 4 15,000 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 37,574 138,600 SH Put DFND 4 138,600 0 0
OASIS PETE INC NEW COM 674215108 3,923 420,000 SH   DFND 4 420,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 8,228 108,892 SH   DFND 4 108,892 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 54,498 721,257 SH   DFND 17 715,757 0 5,500
OCCIDENTAL PETE CORP DEL COM 674599105 1,793 23,734 SH   DFND 21 23,734 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 945 12,500 SH   DFND 24 12,500 0 0
OCCIDENTAL PETE CORP DEL CALL 674599905 3,257 43,100 SH Call DFND 4 43,100 0 0
OCCIDENTAL PETE CORP DEL PUT 674599955 47,988 635,100 SH Put DFND 4 635,100 0 0
OLD NATL BANCORP IND COM 680033107 46,188 3,686,204 SH   DFND 3 3,602,540 0 83,664
OLD NATL BANCORP IND COM 680033107 347 27,720 SH   DFND 21 62 0 27,658
OLD REP INTL CORP COM 680223104 132 6,851 SH   DFND 17 6,851 0 0
OLD REP INTL CORP COM 680223104 7,910 410,033 SH   DFND 21 410,033 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 3,143 2,460,000 PRN   DFND 17 2,460,000 0 0
OLIN CORP COM PAR $1 680665205 2,879 115,913 SH   DFND 17 108,243 0 7,670
OLIN CORP COM PAR $1 680665205 463 18,650 SH   DFND 21 18,650 0 0
OMNICOM GROUP INC COM 681919106 1,103 13,540 SH   DFND 4 13,540 0 0
OMNICOM GROUP INC COM 681919106 267 3,272 SH   DFND 17 3,272 0 0
OMNICOM GROUP INC COM 681919106 342 4,200 SH   DFND 21 4,200 0 0
OMNICOM GROUP INC CALL 681919906 2,094 25,700 SH Call DFND 4 25,700 0 0
OMNICOM GROUP INC PUT 681919956 19,003 233,200 SH Put DFND 4 233,200 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 21,290 627,100 SH   DFND 3 627,100 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 864 25,444 SH   DFND 17 25,444 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,305 67,892 SH   DFND 21 0 0 67,892
OMEGA PROTEIN CORP COM 68210P107 3,527 176,421 SH   DFND 17 67,986 0 108,435
OMEGA PROTEIN CORP COM 68210P107 10,905 545,541 SH   DFND 21 375,525 0 170,016
OMEGA PROTEIN CORP COM 68210P107 29 1,454 SH   DFND 25 1,454 0 0
OMNICELL INC COM 68213N109 2,625 76,700 SH   DFND 17 76,700 0 0
OMNICELL INC COM 68213N109 1,335 39,012 SH   DFND 21 36,299 0 2,713
OMEROS CORP COM 682143102 1,150 109,278 SH   DFND 17 109,278 0 0
ON ASSIGNMENT INC COM 682159108 83 2,254 SH   DFND 17 2,254 0 0
ON ASSIGNMENT INC COM 682159108 364 9,859 SH   DFND 21 6,326 0 3,533
ON SEMICONDUCTOR CORP COM 682189105 15,885 1,800,995 SH   DFND 17 1,503,169 0 297,826
ON SEMICONDUCTOR CORP COM 682189105 25,264 2,864,434 SH   DFND 21 2,836,047 0 28,387
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 46,815 45,125,000 PRN   DFND 17 44,725,000 0 400,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 12,522 14,230,000 PRN   DFND 17 14,230,000 0 0
ONE GAS INC COM 68235P108 437 6,559 SH   DFND 21 2,829 0 3,730
1 800 FLOWERS COM CL A 68243Q106 1,214 134,550 SH   DFND 17 77,180 0 57,370
ONEOK INC NEW COM 682680103 6,319 133,179 SH   DFND 17 0 0 133,179
ONEOK INC NEW COM 682680103 6,050 127,498 SH   DFND 21 127,498 0 0
OPEN TEXT CORP COM 683715106 40,939 696,001 SH   DFND 3 496,401 0 199,600
OPEN TEXT CORP COM 683715106 9,881 167,985 SH   DFND 17 148,485 0 19,500
OPEN TEXT CORP COM 683715106 4,569 77,673 SH   DFND 21 28,625 0 49,048
OPHTHOTECH CORP COM 683745103 13,179 258,267 SH   DFND 17 219,402 0 38,865
OPHTHOTECH CORP COM 683745103 5,001 98,000 SH   DFND 24 98,000 0 0
ORACLE CORP COM 68389X105 217,250 5,307,854 SH   DFND 17 4,985,034 0 322,820
ORACLE CORP COM 68389X105 13,923 340,174 SH   DFND 21 339,174 0 1,000
ORACLE CORP CALL 68389X905 30,018 733,400 SH Call DFND 4 733,400 0 0
ORACLE CORP PUT 68389X955 87,377 2,134,800 SH Put DFND 4 2,134,800 0 0
OPUS BK IRVINE CALIF COM 684000102 69 2,050 SH   DFND 17 2,050 0 0
OPUS BK IRVINE CALIF COM 684000102 185 5,482 SH   DFND 21 5,482 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 398 67,420 SH   DFND 17 41,405 0 26,015
ORBITAL ATK INC COM 68557N103 54,135 635,840 SH   DFND 3 624,335 0 11,505
ORBITAL ATK INC COM 68557N103 9,001 105,721 SH   DFND 17 88,236 0 17,485
ORCHIDS PAPER PRODS CO DEL COM 68572N104 3,969 111,596 SH   DFND 17 100,749 0 10,847
ORCHIDS PAPER PRODS CO DEL COM 68572N104 32 913 SH   DFND 21 913 0 0
OUTERWALL INC COM 690070107 649 15,463 SH   DFND 21 15,463 0 0
OUTFRONT MEDIA INC COM 69007J106 1,231 50,944 SH   DFND 4 50,944 0 0
OWENS & MINOR INC NEW COM 690732102 21,138 565,500 SH   DFND 3 552,800 0 12,700
OWENS & MINOR INC NEW COM 690732102 341 9,116 SH   DFND 17 9,116 0 0
OWENS & MINOR INC NEW COM 690732102 7,060 188,862 SH   DFND 21 46,821 0 142,041
OWENS CORNING NEW COM 690742101 4,781 92,794 SH   DFND 17 2,170 0 90,624
OWENS CORNING NEW COM 690742101 27,380 531,442 SH   DFND 21 272,623 0 258,819
OWENS ILL INC COM NEW 690768403 13,407 744,433 SH   DFND 17 616,281 0 128,152
OWENS ILL INC COM NEW 690768403 126 7,000 SH   DFND 21 0 0 7,000
OXFORD INDS INC COM 691497309 9,211 162,674 SH   DFND 17 142,324 0 20,350
OXFORD INDS INC COM 691497309 119 2,100 SH   DFND 21 0 0 2,100
PDVWIRELESS INC COM 69290R104 32,085 1,500,000 SH   DFND 4 1,500,000 0 0
P A M TRANSN SVCS INC COM 693149106 608 38,264 SH   DFND 17 35,951 0 2,313
PBF ENERGY INC CL A 69318G106 1,912 80,398 SH   DFND 17 53,573 0 26,825
PBF ENERGY INC CL A 69318G106 10,181 428,145 SH   DFND 21 404,402 0 23,743
PBF ENERGY INC CL A 69318G106 15 631 SH   DFND 25 631 0 0
P C CONNECTION COM 69318J100 926 38,907 SH   DFND 21 38,907 0 0
PDC ENERGY INC COM 69327R101 16,822 292,003 SH   DFND 17 292,003 0 0
PDC ENERGY INC COM 69327R101 1,844 32,000 SH   DFND 24 32,000 0 0
PDF SOLUTIONS INC COM 693282105 3,492 249,599 SH   DFND 17 243,386 0 6,213
PDL BIOPHARMA INC COM 69329Y104 380 121,045 SH   DFND 17 121,045 0 0
PDL BIOPHARMA INC COM 69329Y104 785 250,124 SH   DFND 21 235,039 0 15,085
PG&E CORP COM 69331C108 3,978 62,238 SH   DFND 4 62,238 0 0
PG&E CORP COM 69331C108 34,688 542,675 SH   DFND 17 381,403 0 161,272
PG&E CORP COM 69331C108 107,311 1,678,836 SH   DFND 21 1,203,326 0 475,510
PG&E CORP COM 69331C108 317 4,959 SH   DFND 25 4,959 0 0
PG&E CORP CALL 69331C908 2,231 34,900 SH Call DFND 4 34,900 0 0
PG&E CORP PUT 69331C958 19,476 304,700 SH Put DFND 4 304,700 0 0
PHH CORP COM NEW 693320202 74,573 5,598,554 SH   DFND 4 5,598,554 0 0
PICO HLDGS INC COM NEW 693366205 5,153 544,713 SH   DFND 4 544,713 0 0
PGT INC COM 69336V101 1,770 171,805 SH   DFND 17 171,805 0 0
PNC FINL SVCS GROUP INC COM 693475105 147,658 1,814,202 SH   DFND 3 1,812,602 0 1,600
PNC FINL SVCS GROUP INC COM 693475105 12,766 156,855 SH   DFND 4 156,855 0 0
PNC FINL SVCS GROUP INC COM 693475105 48,461 595,412 SH   DFND 17 589,981 0 5,431
PNC FINL SVCS GROUP INC COM 693475105 35,138 431,724 SH   DFND 21 349,474 0 82,250
PNC FINL SVCS GROUP INC COM 693475105 115 1,408 SH   DFND 25 1,408 0 0
PNC FINL SVCS GROUP INC CALL 693475905 4,916 60,400 SH Call DFND 4 60,400 0 0
PNC FINL SVCS GROUP INC PUT 693475955 38,213 469,500 SH Put DFND 4 469,500 0 0
POSCO SPONSORED ADR 693483109 279 6,266 SH   DFND 21 6,266 0 0
PNM RES INC COM 69349H107 3,041 85,808 SH   DFND 17 85,808 0 0
PNM RES INC COM 69349H107 972 27,428 SH   DFND 21 25,444 0 1,984
PPG INDS INC COM 693506107 6,124 58,800 SH   DFND 3 58,800 0 0
PPG INDS INC COM 693506107 7,633 73,292 SH   DFND 4 73,292 0 0
PPG INDS INC COM 693506107 9,082 87,197 SH   DFND 17 87,197 0 0
PPG INDS INC COM 693506107 10,257 98,483 SH   DFND 20 98,483 0 0
PPG INDS INC COM 693506107 22,846 219,357 SH   DFND 21 219,357 0 0
PPG INDS INC COM 693506107 989 9,500 SH   DFND 24 9,500 0 0
PPG INDS INC CALL 693506907 2,885 27,700 SH Call DFND 4 27,700 0 0
PPG INDS INC PUT 693506957 35,130 337,300 SH Put DFND 4 337,300 0 0
PPL CORP COM 69351T106 10,997 291,300 SH   DFND 3 291,300 0 0
PPL CORP COM 69351T106 10,247 271,454 SH   DFND 4 271,454 0 0
PPL CORP COM 69351T106 929 24,615 SH   DFND 17 24,615 0 0
PPL CORP COM 69351T106 5,842 154,745 SH   DFND 21 141,478 0 13,267
PPL CORP CALL 69351T906 3,197 84,700 SH Call DFND 4 84,700 0 0
PPL CORP PUT 69351T956 13,103 347,100 SH Put DFND 4 347,100 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,520 36,400 SH   DFND 17 20,260 0 16,140
PS BUSINESS PKS INC CALIF COM 69360J107 410 3,864 SH   DFND 21 3,864 0 0
PTC INC COM 69370C100 10,967 291,833 SH   DFND 17 243,463 0 48,370
PTC INC COM 69370C100 105 2,800 SH   DFND 21 0 0 2,800
PACCAR INC COM 693718108 3,313 63,866 SH   DFND 4 63,866 0 0
PACCAR INC COM 693718108 1,751 33,749 SH   DFND 17 33,749 0 0
PACCAR INC COM 693718108 17,445 336,321 SH   DFND 21 300,407 0 35,914
PACCAR INC CALL 693718908 2,376 45,800 SH Call DFND 4 45,800 0 0
PACCAR INC PUT 693718958 12,283 236,800 SH Put DFND 4 236,800 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,019 64,877 SH   DFND 17 60,763 0 4,114
PACIFIC PREMIER BANCORP COM 69478X105 3,361 140,041 SH   DFND 17 140,041 0 0
PACKAGING CORP AMER COM 695156109 7,195 107,500 SH   DFND 3 107,500 0 0
PACKAGING CORP AMER COM 695156109 2,552 38,124 SH   DFND 17 36,329 0 1,795
PACKAGING CORP AMER COM 695156109 26,593 397,324 SH   DFND 21 397,324 0 0
PACWEST BANCORP DEL COM 695263103 1,932 48,556 SH   DFND 21 48,556 0 0
PALO ALTO NETWORKS INC COM 697435105 56,132 457,698 SH   DFND 17 367,111 0 90,587
PALO ALTO NETWORKS INC COM 697435105 15,833 129,100 SH   DFND 20 129,100 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 1,803 1,410,000 PRN   DFND 17 1,160,000 0 250,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 550 20,099 SH   DFND 21 20,099 0 0
PANDORA MEDIA INC COM 698354107 631 50,715 SH   DFND 17 0 0 50,715
PAREXEL INTL CORP COM 699462107 1,184 18,824 SH   DFND 21 18,824 0 0
PARK CITY GROUP INC COM NEW 700215304 1,234 137,540 SH   DFND 17 128,696 0 8,844
PARK OHIO HLDGS CORP COM 700666100 10,998 388,896 SH   DFND 3 388,896 0 0
PARK OHIO HLDGS CORP COM 700666100 18 626 SH   DFND 17 626 0 0
PARK STERLING CORP COM 70086Y105 1,334 188,160 SH   DFND 17 176,160 0 12,000
PARKER HANNIFIN CORP COM 701094104 5,973 55,280 SH   DFND 17 20,485 0 34,795
PARKER HANNIFIN CORP COM 701094104 238 2,200 SH   DFND 21 2,200 0 0
PARKER HANNIFIN CORP PUT 701094954 324 3,000 SH Put DFND 4 3,000 0 0
PARSLEY ENERGY INC CL A 701877102 9,834 363,402 SH   DFND 17 363,402 0 0
PARSLEY ENERGY INC CL A 701877102 1,028 38,000 SH   DFND 24 38,000 0 0
PARTY CITY HOLDCO INC COM 702149105 9 615 SH   DFND 17 615 0 0
PARTY CITY HOLDCO INC COM 702149105 221 15,869 SH   DFND 21 15,869 0 0
PATRICK INDS INC COM 703343103 15,885 263,479 SH   DFND 17 221,401 0 42,078
PATRICK INDS INC COM 703343103 4,508 74,780 SH   DFND 21 36,103 0 38,677
PATTERSON UTI ENERGY INC COM 703481101 7,969 373,758 SH   DFND 17 373,758 0 0
PATTERSON UTI ENERGY INC COM 703481101 14 638 SH   DFND 21 638 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,364 64,000 SH   DFND 24 64,000 0 0
PAYCHEX INC COM 704326107 10,589 177,962 SH   DFND 17 108,826 0 69,136
PAYCHEX INC COM 704326107 292 4,900 SH   DFND 21 4,900 0 0
PAYCHEX INC CALL 704326907 1,541 25,900 SH Call DFND 4 25,900 0 0
PAYCHEX INC PUT 704326957 7,134 119,900 SH Put DFND 4 119,900 0 0
PAYCOM SOFTWARE INC COM 70432V102 41,993 971,844 SH   DFND 17 799,919 0 171,925
PAYLOCITY HLDG CORP COM 70438V106 13,668 316,379 SH   DFND 17 277,367 0 39,012
PAYLOCITY HLDG CORP COM 70438V106 114 2,650 SH   DFND 21 0 0 2,650
PAYPAL HLDGS INC COM 70450Y103 5,515 151,059 SH   DFND 4 151,059 0 0
PAYPAL HLDGS INC COM 70450Y103 16,669 456,559 SH   DFND 17 338,974 0 117,585
PAYPAL HLDGS INC COM 70450Y103 1,381 37,838 SH   DFND 21 37,838 0 0
PAYPAL HLDGS INC CALL 70450Y903 5,002 137,000 SH Call DFND 4 137,000 0 0
PAYPAL HLDGS INC PUT 70450Y953 34,586 947,300 SH Put DFND 4 947,300 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,517 70,705 SH   DFND 17 50,705 0 20,000
PENSKE AUTOMOTIVE GRP INC COM 70959W103 2,715 86,300 SH   DFND 3 86,300 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 725 23,056 SH   DFND 17 23,056 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 4,177 132,786 SH   DFND 21 120,645 0 12,141
PEOPLES UNITED FINANCIAL INC COM 712704105 255 17,405 SH   DFND 4 17,405 0 0
PEPSICO INC COM 713448108 214,117 2,021,116 SH   DFND 17 1,808,620 0 212,496
PEPSICO INC COM 713448108 3,570 33,700 SH   DFND 20 33,700 0 0
PEPSICO INC COM 713448108 7,717 72,839 SH   DFND 21 60,093 0 12,746
PEPSICO INC COM 713448108 468 4,420 SH   DFND 24 4,420 0 0
PEPSICO INC CALL 713448908 29,367 277,200 SH Call DFND 4 277,200 0 0
PEPSICO INC PUT 713448958 169,928 1,604,000 SH Put DFND 4 1,604,000 0 0
PERFICIENT INC COM 71375U101 140 6,910 SH   DFND 17 0 0 6,910
PERFICIENT INC COM 71375U101 769 37,845 SH   DFND 21 37,845 0 0
PERKINELMER INC COM 714046109 5,813 110,902 SH   DFND 17 90,402 0 20,500
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8,249 134,225 SH   DFND 17 113,925 0 20,300
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8,644 140,639 SH   DFND 21 140,639 0 0
PETMED EXPRESS INC COM 716382106 470 25,055 SH   DFND 17 18,253 0 6,802
PETMED EXPRESS INC COM 716382106 3,533 188,334 SH   DFND 21 77,350 0 110,984
PETMED EXPRESS INC COM 716382106 33 1,770 SH   DFND 25 1,770 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 212 3,124 SH   DFND 21 3,124 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 409 70,329 SH   DFND 21 70,329 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 638 89,051 SH   DFND 21 89,051 0 0
PFENEX INC COM 717071104 1,541 184,074 SH   DFND 17 178,806 0 5,268
PFIZER INC COM 717081103 162,436 4,613,344 SH   DFND 3 4,613,344 0 0
PFIZER INC COM 717081103 15,138 429,921 SH   DFND 4 423,865 0 6,056
PFIZER INC COM 717081103 172,788 4,907,368 SH   DFND 17 3,850,990 0 1,056,378
PFIZER INC COM 717081103 45,998 1,306,400 SH   DFND 20 1,306,400 0 0
PFIZER INC COM 717081103 266,084 7,557,064 SH   DFND 21 5,737,650 0 1,819,414
PFIZER INC COM 717081103 6,514 185,000 SH   DFND 24 185,000 0 0
PFIZER INC COM 717081103 368 10,458 SH   DFND 25 10,458 0 0
PFIZER INC CALL 717081903 27,006 767,000 SH Call DFND 4 767,000 0 0
PFIZER INC PUT 717081953 123,312 3,502,200 SH Put DFND 4 3,502,200 0 0
PHARMERICA CORP COM 71714F104 101 4,113 SH   DFND 17 4,113 0 0
PHARMERICA CORP COM 71714F104 1,705 69,124 SH   DFND 21 67,152 0 1,972
PHILIP MORRIS INTL INC COM 718172109 4,404 43,300 SH   DFND 3 43,300 0 0
PHILIP MORRIS INTL INC COM 718172109 7,309 71,853 SH   DFND 4 71,853 0 0
PHILIP MORRIS INTL INC COM 718172109 6,286 61,800 SH   DFND 17 46,800 0 15,000
PHILIP MORRIS INTL INC COM 718172109 6,178 60,737 SH   DFND 21 39,461 0 21,276
PHILIP MORRIS INTL INC CALL 718172909 17,221 169,300 SH Call DFND 4 169,300 0 0
PHILIP MORRIS INTL INC PUT 718172959 162,976 1,602,200 SH Put DFND 4 1,602,200 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 962 21,585 SH   DFND 17 15,585 0 6,000
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 3,864 86,705 SH   DFND 21 86,705 0 0
PHILLIPS 66 COM 718546104 5,215 65,731 SH   DFND 4 65,731 0 0
PHILLIPS 66 COM 718546104 23,479 295,924 SH   DFND 17 157,353 0 138,571
PHILLIPS 66 COM 718546104 89,970 1,133,982 SH   DFND 21 856,039 0 277,943
PHILLIPS 66 COM 718546104 706 8,900 SH   DFND 24 8,900 0 0
PHILLIPS 66 COM 718546104 130 1,643 SH   DFND 25 1,643 0 0
PHILLIPS 66 CALL 718546904 4,975 62,700 SH Call DFND 4 62,700 0 0
PHILLIPS 66 PUT 718546954 36,290 457,400 SH Put DFND 4 457,400 0 0
PHOTRONICS INC COM 719405102 1,032 115,792 SH   DFND 17 89,517 0 26,275
PHOTRONICS INC COM 719405102 1,417 159,016 SH   DFND 21 83,308 0 75,708
PHYSICIANS RLTY TR COM 71943U104 10,257 488,218 SH   DFND 4 488,218 0 0
PHYSICIANS RLTY TR COM 71943U104 21 1,020 SH   DFND 17 1,020 0 0
PIEDMONT NAT GAS INC COM 720186105 5,411 90,000 SH   DFND 21 90,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 821 38,126 SH   DFND 21 38,126 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 13,022 511,081 SH   DFND 17 511,081 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,361 131,909 SH   DFND 21 97,529 0 34,380
PILGRIMS PRIDE CORP NEW COM 72147K108 7,323 287,418 SH   DFND 24 287,418 0 0
PIMCO ETF TR BROAD US TIPS 72201R403 46,119 780,540 SH   DFND 17 780,540 0 0
PIMCO ETF TR DIV INC ACT ETF 72201R726 13,475 275,000 SH   DFND 4 275,000 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 121,407 1,253,683 SH   DFND 4 1,253,683 0 0
PIMCO ETF TR GB ADV INF BD AC 72201R791 63,330 1,500,000 SH   DFND 4 1,500,000 0 0
PIMCO ETF TR INV GRD CRP BD 72201R817 1,314 12,368 SH   DFND 17 12,368 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 2,378 124,283 SH   DFND 4 124,283 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 436 8,925 SH   DFND 17 8,925 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,784 36,514 SH   DFND 21 34,242 0 2,272
PINNACLE WEST CAP CORP COM 723484101 611 7,539 SH   DFND 4 7,539 0 0
PINNACLE WEST CAP CORP COM 723484101 9,675 119,351 SH   DFND 17 111,273 0 8,078
PINNACLE WEST CAP CORP COM 723484101 17,151 211,581 SH   DFND 21 113,019 0 98,562
PINNACLE WEST CAP CORP COM 723484101 170 2,102 SH   DFND 25 2,102 0 0
PINNACLE FOODS INC DEL COM 72348P104 26,003 561,740 SH   DFND 17 492,383 0 69,357
PINNACLE FOODS INC DEL COM 72348P104 45,475 982,402 SH   DFND 21 589,462 0 392,940
PINNACLE FOODS INC DEL COM 72348P104 145 3,127 SH   DFND 25 3,127 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 29 2,601 SH   DFND 17 2,601 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 2,583 233,131 SH   DFND 21 229,504 0 3,627
PIONEER NAT RES CO COM 723787107 9,421 62,305 SH   DFND 4 62,305 0 0
PIONEER NAT RES CO COM 723787107 58,592 387,489 SH   DFND 17 385,174 0 2,315
PIONEER NAT RES CO COM 723787107 4,204 27,800 SH   DFND 20 27,800 0 0
PIONEER NAT RES CO COM 723787107 2,500 16,533 SH   DFND 21 16,533 0 0
PIONEER NAT RES CO COM 723787107 1,210 8,000 SH   DFND 24 8,000 0 0
PIONEER NAT RES CO CALL 723787907 3,191 21,100 SH Call DFND 4 21,100 0 0
PIONEER NAT RES CO PUT 723787957 34,234 226,400 SH Put DFND 4 226,400 0 0
PIPER JAFFRAY COS COM 724078100 89 2,366 SH   DFND 17 2,366 0 0
PIPER JAFFRAY COS COM 724078100 1,880 49,880 SH   DFND 21 22,590 0 27,290
PITNEY BOWES INC COM 724479100 459 25,763 SH   DFND 4 25,763 0 0
PITNEY BOWES INC COM 724479100 1,203 67,573 SH   DFND 17 67,573 0 0
PITNEY BOWES INC COM 724479100 14,606 820,582 SH   DFND 21 804,591 0 15,991
PLANET FITNESS INC CL A 72703H101 396 21,000 SH   DFND 24 21,000 0 0
PLANTRONICS INC NEW COM 727493108 561 12,740 SH   DFND 17 8,055 0 4,685
PLANTRONICS INC NEW COM 727493108 31 700 SH   DFND 21 700 0 0
PLEXUS CORP COM 729132100 464 10,730 SH   DFND 17 0 0 10,730
PLEXUS CORP COM 729132100 219 5,063 SH   DFND 21 5,063 0 0
POPEYES LA KITCHEN INC COM 732872106 2,569 47,019 SH   DFND 17 47,019 0 0
POPULAR INC COM NEW 733174700 3,674 125,400 SH   DFND 17 0 0 125,400
POPULAR INC COM NEW 733174700 2,439 83,253 SH   DFND 21 49,735 0 33,518
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 25,056 32,755,000 PRN   DFND 17 32,755,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 40,112 909,150 SH   DFND 3 882,250 0 26,900
PORTLAND GEN ELEC CO COM NEW 736508847 8,038 182,176 SH   DFND 17 115,766 0 66,410
PORTLAND GEN ELEC CO COM NEW 736508847 8,928 202,352 SH   DFND 21 191,847 0 10,505
PORTOLA PHARMACEUTICALS INC COM 737010108 118 5,000 SH   DFND 17 5,000 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 283 12,000 SH   DFND 24 12,000 0 0
POST HLDGS INC COM 737446104 21,460 259,519 SH   DFND 17 216,813 0 42,706
POST HLDGS INC COM 737446104 190 2,300 SH   DFND 21 0 0 2,300
POST HLDGS INC COM 737446104 3,150 38,100 SH   DFND 24 38,100 0 0
POTASH CORP SASK INC COM 73755L107 2,714 167,820 SH   DFND 17 167,820 0 0
POTASH CORP SASK INC COM 73755L107 10,720 662,973 SH   DFND 21 662,973 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,516 14,100 SH   DFND 24 14,100 0 0
POWERSHARES QQQ TRUST PUT 73935A954 127,227 1,183,069 SH Put DFND 4 1,183,069 0 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 5,245 285,063 SH   DFND 17 285,063 0 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 1,935 65,427 SH   DFND 17 65,427 0 0
PRAXAIR INC COM 74005P104 2,004 17,831 SH   DFND 4 17,831 0 0
PRAXAIR INC COM 74005P104 112 1,000 SH   DFND 21 1,000 0 0
PRAXAIR INC CALL 74005P904 3,338 29,700 SH Call DFND 4 29,700 0 0
PRAXAIR INC PUT 74005P954 36,088 321,100 SH Put DFND 4 321,100 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,547 53,569 SH   DFND 17 50,067 0 3,502
PREFERRED BK LOS ANGELES CA COM NEW 740367404 295 10,228 SH   DFND 21 10,228 0 0
PREFERRED APT CMNTYS INC COM 74039L103 357 24,244 SH   DFND 17 0 0 24,244
PRESTIGE BRANDS HLDGS INC COM 74112D101 2,032 36,676 SH   DFND 17 27,876 0 8,800
PRESTIGE BRANDS HLDGS INC COM 74112D101 3,753 67,752 SH   DFND 21 65,657 0 2,095
PRICE T ROWE GROUP INC COM 74144T108 1,619 22,181 SH   DFND 4 22,181 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,086 14,883 SH   DFND 21 14,883 0 0
PRICE T ROWE GROUP INC CALL 74144T908 2,094 28,700 SH Call DFND 4 28,700 0 0
PRICE T ROWE GROUP INC PUT 74144T958 15,805 216,600 SH Put DFND 4 216,600 0 0
PRICELINE GRP INC COM NEW 741503403 27,465 22,000 SH   DFND 4 22,000 0 0
PRICELINE GRP INC COM NEW 741503403 111,829 89,577 SH   DFND 17 68,142 0 21,435
PRICELINE GRP INC COM NEW 741503403 999 800 SH   DFND 20 800 0 0
PRICELINE GRP INC COM NEW 741503403 126,453 101,291 SH   DFND 21 81,457 0 19,834
PRICELINE GRP INC COM NEW 741503403 350 280 SH   DFND 24 280 0 0
PRICELINE GRP INC CALL 741503903 2,497 2,000 SH Call DFND 4 2,000 0 0
PRICELINE GRP INC PUT 741503953 10,986 8,800 SH Put DFND 4 8,800 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 41,297 29,785,000 PRN   DFND 17 27,400,000 0 2,385,000
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 832 600,000 PRN   DFND 21 600,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 156,286 132,690,000 PRN   DFND 17 126,310,000 0 6,380,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6,478 5,500,000 PRN   DFND 21 2,500,000 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,975 5,880,000 PRN   DFND 17 5,500,000 0 380,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 7,317 7,200,000 PRN   DFND 21 3,200,000 0 4,000,000
PRIMORIS SVCS CORP COM 74164F103 2,054 108,494 SH   DFND 17 108,494 0 0
PRIMO WTR CORP COM 74165N105 3,651 309,151 SH   DFND 17 301,208 0 7,943
PRINCIPAL FINL GROUP INC COM 74251V102 3,071 74,700 SH   DFND 3 74,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,335 56,807 SH   DFND 17 56,807 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,063 74,508 SH   DFND 21 32,835 0 41,673
PROCTER & GAMBLE CO COM 742718109 124,785 1,473,775 SH   DFND 3 1,472,575 0 1,200
PROCTER & GAMBLE CO COM 742718109 156,682 1,850,507 SH   DFND 17 1,811,041 0 39,466
PROCTER & GAMBLE CO COM 742718109 56,598 668,449 SH   DFND 21 494,386 0 174,063
PROCTER & GAMBLE CO CALL 742718909 34,503 407,500 SH Call DFND 4 407,500 0 0
PROCTER & GAMBLE CO PUT 742718959 219,719 2,595,000 SH Put DFND 4 2,595,000 0 0
PRIVATEBANCORP INC COM 742962103 13,087 297,236 SH   DFND 17 241,197 0 56,039
PRIVATEBANCORP INC COM 742962103 2,138 48,568 SH   DFND 21 41,722 0 6,846
PROGRESSIVE CORP OHIO COM 743315103 398 11,877 SH   DFND 4 11,877 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,882 56,176 SH   DFND 17 56,176 0 0
PROGRESSIVE CORP OHIO COM 743315103 21,977 656,030 SH   DFND 21 654,209 0 1,821
PROGRESSIVE CORP OHIO CALL 743315903 1,745 52,100 SH Call DFND 4 52,100 0 0
PROGRESSIVE CORP OHIO PUT 743315953 7,159 213,700 SH Put DFND 4 213,700 0 0
PROLOGIS INC COM 74340W103 23,578 480,792 SH   DFND 4 480,792 0 0
PROLOGIS INC COM 74340W103 22 442 SH   DFND 17 442 0 0
PROLOGIS INC CALL 74340W903 1,672 34,100 SH Call DFND 4 34,100 0 0
PROLOGIS INC PUT 74340W953 15,153 309,000 SH Put DFND 4 309,000 0 0
PROOFPOINT INC COM 743424103 55,815 884,693 SH   DFND 17 714,109 0 170,584
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 46,952 44,035,000 PRN   DFND 17 37,395,000 0 6,640,000
PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 849 1,000,000 PRN   DFND 17 1,000,000 0 0
PROSHARES TR II SHT VIX ST TRM 74347W627 200 4,080 SH   DFND   1,600 0 2,480
PROSHARES TR S&P 500 DV ARIST 74348A467 626 11,507 SH   DFND 17 11,507 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 302 38,674 SH   DFND 21 2,544 0 36,130
PROSPERITY BANCSHARES INC COM 743606105 29,901 586,400 SH   DFND 3 576,000 0 10,400
PROVIDENCE SVC CORP COM 743815102 7,224 160,964 SH   DFND 17 158,154 0 2,810
PROVIDENT FINL SVCS INC COM 74386T105 20,308 1,034,000 SH   DFND 3 985,000 0 49,000
PROVIDENT FINL SVCS INC COM 74386T105 140 7,149 SH   DFND 17 7,149 0 0
PROVIDENT FINL SVCS INC COM 74386T105 668 33,999 SH   DFND 21 21,559 0 12,440
PRUDENTIAL FINL INC COM 744320102 9,531 133,595 SH   DFND 3 133,595 0 0
PRUDENTIAL FINL INC COM 744320102 9,239 129,512 SH   DFND 4 129,512 0 0
PRUDENTIAL FINL INC COM 744320102 90,991 1,275,461 SH   DFND 17 1,227,772 0 47,689
PRUDENTIAL FINL INC COM 744320102 48,772 683,650 SH   DFND 21 443,546 0 240,104
PRUDENTIAL FINL INC COM 744320102 199 2,790 SH   DFND 25 2,790 0 0
PRUDENTIAL FINL INC CALL 744320902 3,724 52,200 SH Call DFND 4 52,200 0 0
PRUDENTIAL FINL INC PUT 744320952 29,649 415,600 SH Put DFND 4 415,600 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 180,841 3,879,868 SH   DFND 3 3,876,068 0 3,800
PUBLIC SVC ENTERPRISE GROUP COM 744573106 976 20,945 SH   DFND 4 20,945 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 83,056 1,781,944 SH   DFND 17 1,564,885 0 217,059
PUBLIC SVC ENTERPRISE GROUP COM 744573106 108,082 2,318,865 SH   DFND 21 1,587,127 0 731,738
PUBLIC SVC ENTERPRISE GROUP COM 744573106 314 6,729 SH   DFND 25 6,729 0 0
PUBLIC SVC ENTERPRISE GROUP CALL 744573906 4,078 87,500 SH Call DFND 4 87,500 0 0
PUBLIC SVC ENTERPRISE GROUP PUT 744573956 10,967 235,300 SH Put DFND 4 235,300 0 0
PUBLIC STORAGE COM 74460D109 10,358 40,524 SH   DFND 4 40,524 0 0
PUBLIC STORAGE COM 74460D109 902 3,528 SH   DFND 17 3,528 0 0
PUBLIC STORAGE COM 74460D109 8,068 31,568 SH   DFND 21 31,568 0 0
PUBLIC STORAGE CALL 74460D909 3,885 15,200 SH Call DFND 4 15,200 0 0
PUBLIC STORAGE PUT 74460D959 44,217 173,000 SH Put DFND 4 173,000 0 0
QLOGIC CORP COM 747277101 439 29,778 SH   DFND 17 29,778 0 0
QLOGIC CORP COM 747277101 1,993 135,215 SH   DFND 21 127,172 0 8,043
QAD INC CL A 74727D306 984 51,044 SH   DFND 17 47,787 0 3,257
QLIK TECHNOLOGIES INC COM 74733T105 12,069 408,000 SH   DFND 21 408,000 0 0
QEP RES INC COM 74733V100 1,402 79,521 SH   DFND 17 79,521 0 0
QEP RES INC COM 74733V100 1,263 71,626 SH   DFND 21 71,626 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 435 5,955 SH   DFND 17 0 0 5,955
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 27,587 27,810,000 PRN   DFND 17 27,810,000 0 0
QIWI PLC SPON ADR REP B 74735M108 1,532 116,980 SH   DFND 21 116,980 0 0
QORVO INC COM 74736K101 5,554 100,510 SH   DFND 17 77,505 0 23,005
QUALCOMM INC COM 747525103 2,580 48,164 SH   DFND 4 48,164 0 0
QUALCOMM INC COM 747525103 123,342 2,302,442 SH   DFND 17 2,080,189 0 222,253
QUALCOMM INC COM 747525103 53,592 1,000,411 SH   DFND 21 840,675 0 159,736
QUALCOMM INC COM 747525103 143 2,673 SH   DFND 25 2,673 0 0
QUALCOMM INC CALL 747525903 21,337 398,300 SH Call DFND 4 398,300 0 0
QUALCOMM INC PUT 747525953 54,604 1,019,300 SH Put DFND 4 1,019,300 0 0
QUANTA SVCS INC COM 74762E102 154 6,655 SH   DFND 17 0 0 6,655
QUANTA SVCS INC COM 74762E102 219 9,490 SH   DFND 21 9,490 0 0
QUEST DIAGNOSTICS INC COM 74834L100 171,006 2,100,550 SH   DFND 3 2,098,650 0 1,900
QUEST DIAGNOSTICS INC COM 74834L100 700 8,603 SH   DFND 4 8,603 0 0
QUEST DIAGNOSTICS INC COM 74834L100 57,757 709,461 SH   DFND 17 630,314 0 79,147
QUEST DIAGNOSTICS INC COM 74834L100 62,332 765,651 SH   DFND 21 614,907 0 150,744
QUESTAR CORP COM 748356102 1,518 59,850 SH   DFND 4 59,850 0 0
QUESTAR CORP COM 748356102 10,528 414,963 SH   DFND 21 414,963 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 11,316 173,244 SH   DFND 17 114,552 0 58,692
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 6,910 105,781 SH   DFND 21 81,971 0 23,810
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 215 7,205 SH   DFND 17 0 0 7,205
RAIT FINANCIAL TRUST COM NEW 749227609 2,997 957,511 SH   DFND 4 957,511 0 0
RLJ LODGING TR COM 74965L101 434 20,223 SH   DFND 17 20,223 0 0
RLJ LODGING TR COM 74965L101 2,040 95,108 SH   DFND 21 95,108 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 28,419 24,820,000 PRN   DFND 17 21,030,000 0 3,790,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 46,788 44,560,000 PRN   DFND 17 40,040,000 0 4,520,000
RTI SURGICAL INC COM 74975N105 2,368 659,718 SH   DFND 17 642,102 0 17,616
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 1,078 1,100,000 PRN   DFND 17 810,000 0 290,000
RACKSPACE HOSTING INC COM 750086100 1,238 59,370 SH   DFND 17 45,780 0 13,590
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 35,614 32,285,000 PRN   DFND 17 32,140,000 0 145,000
RADIANT LOGISTICS INC COM 75025X100 788 262,550 SH   DFND 17 245,610 0 16,940
RADNET INC COM 750491102 2,207 413,300 SH   DFND 17 401,893 0 11,407
RALPH LAUREN CORP CL A 751212101 32,471 362,322 SH   DFND 21 344,888 0 17,434
RANGE RES CORP COM 75281A109 22,769 527,787 SH   DFND 17 527,787 0 0
RANGE RES CORP COM 75281A109 11 266 SH   DFND 21 266 0 0
RANGE RES CORP COM 75281A109 1,812 42,000 SH   DFND 24 42,000 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 1,935 360,372 SH   DFND 17 351,523 0 8,849
RAYMOND JAMES FINANCIAL INC COM 754730109 5,867 119,000 SH   DFND 3 119,000 0 0
RAYTHEON CO COM NEW 755111507 8,049 59,205 SH   DFND 3 59,205 0 0
RAYTHEON CO COM NEW 755111507 365 2,683 SH   DFND 17 2,683 0 0
RAYTHEON CO COM NEW 755111507 394 2,900 SH   DFND 21 2,900 0 0
RAYTHEON CO CALL 755111907 4,921 36,200 SH Call DFND 4 36,200 0 0
RAYTHEON CO PUT 755111957 41,900 308,200 SH Put DFND 4 308,200 0 0
READING INTERNATIONAL INC CL A 755408101 927 74,250 SH   DFND 17 69,458 0 4,792
REAL IND INC COM 75601W104 1,153 148,339 SH   DFND 17 138,727 0 9,612
REALTY INCOME CORP PUT 756109954 1,463 21,100 SH Put DFND 4 21,100 0 0
RED HAT INC COM 756577102 15,033 207,066 SH   DFND 17 161,438 0 45,628
RED HAT INC COM 756577102 3,672 50,581 SH   DFND 21 47,832 0 2,749
RED HAT INC NOTE 0.250%10/0 756577AD4 113,928 94,350,000 PRN   DFND 17 88,335,000 0 6,015,000
RED HAT INC NOTE 0.250%10/0 756577AD4 3,490 2,890,000 PRN   DFND 21 2,890,000 0 0
RED LION HOTELS CORP COM 756764106 1,027 141,476 SH   DFND 17 132,500 0 8,976
REGAL BELOIT CORP COM 758750103 43,064 782,264 SH   DFND 3 765,635 0 16,629
REGAL BELOIT CORP COM 758750103 817 14,835 SH   DFND 17 8,560 0 6,275
REGAL BELOIT CORP COM 758750103 1,343 24,395 SH   DFND 21 23,953 0 442
REGAL ENTMT GROUP CL A 758766109 219 9,930 SH   DFND 4 9,930 0 0
REGAL ENTMT GROUP CL A 758766109 45 2,045 SH   DFND 17 2,045 0 0
REGENERON PHARMACEUTICALS COM 75886F107 13,607 38,964 SH   DFND 4 38,964 0 0
REGENERON PHARMACEUTICALS COM 75886F107 19,662 56,300 SH   DFND 17 50,482 0 5,818
REGENERON PHARMACEUTICALS COM 75886F107 11,367 32,550 SH   DFND 24 32,550 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 3,702 10,600 SH Call DFND 4 10,600 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 33,771 96,700 SH Put DFND 4 96,700 0 0
REGENERON PHARMACEUTICALS NOTE 1.875%10/0 75886FAD9 915 220,000 PRN   DFND 17 195,000 0 25,000
REGIONS FINL CORP NEW COM 7591EP100 5,836 685,800 SH   DFND 3 685,800 0 0
REGIONS FINL CORP NEW COM 7591EP100 4,584 538,668 SH   DFND 21 538,668 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 241 2,481 SH   DFND 4 2,481 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,740 38,565 SH   DFND 17 14,047 0 24,518
REINSURANCE GROUP AMER INC COM NEW 759351604 15,811 163,015 SH   DFND 21 44,103 0 118,912
REINSURANCE GROUP AMER INC COM NEW 759351604 21 212 SH   DFND 25 212 0 0
REIS INC COM 75936P105 1,181 47,440 SH   DFND 17 44,318 0 3,122
RELIANCE STEEL & ALUMINUM CO COM 759509102 30 385 SH   DFND 3 385 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 260 3,377 SH   DFND 4 3,377 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,983 25,783 SH   DFND 17 25,783 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 4,372 56,859 SH   DFND 21 6,723 0 50,136
RENASANT CORP COM 75970E107 316 9,774 SH   DFND 17 9,774 0 0
RENREN INC SPONSORED ADR 759892102 105 58,705 SH   DFND 17 0 0 58,705
REPLIGEN CORP COM 759916109 7,862 287,347 SH   DFND 17 282,042 0 5,305
RENT A CTR INC NEW COM 76009N100 278 22,611 SH   DFND 4 22,611 0 0
REPUBLIC SVCS INC COM 760759100 897 17,480 SH   DFND 17 13,760 0 3,720
REPUBLIC SVCS INC COM 760759100 1,644 32,049 SH   DFND 21 30,346 0 1,703
RESMED INC COM 761152107 616 9,744 SH   DFND 21 9,744 0 0
RESOURCE AMERICA INC CL A 761195205 2,533 260,614 SH   DFND 21 260,614 0 0
RETAIL PPTYS AMER INC CL A 76131V202 50,754 3,003,207 SH   DFND 3 2,938,860 0 64,347
RETAIL PPTYS AMER INC CL A 76131V202 2,591 153,334 SH   DFND 4 153,334 0 0
REX AMERICAN RESOURCES CORP COM 761624105 51 855 SH   DFND 17 855 0 0
REX AMERICAN RESOURCES CORP COM 761624105 1,315 21,984 SH   DFND 21 20,041 0 1,943
REYNOLDS AMERICAN INC COM 761713106 32,076 594,775 SH   DFND 17 387,962 0 206,813
REYNOLDS AMERICAN INC COM 761713106 105,739 1,960,662 SH   DFND 21 1,313,195 0 647,467
REYNOLDS AMERICAN INC COM 761713106 277 5,138 SH   DFND 25 5,138 0 0
REYNOLDS AMERICAN INC CALL 761713906 3,705 68,700 SH Call DFND 4 68,700 0 0
REYNOLDS AMERICAN INC PUT 761713956 34,898 647,100 SH Put DFND 4 647,100 0 0
RICE ENERGY INC COM 762760106 14,877 675,000 SH   DFND 4 675,000 0 0
RING ENERGY INC COM 76680V108 3,305 374,771 SH   DFND 17 363,116 0 11,655
RITE AID CORP COM 767754104 144 19,238 SH   DFND 21 19,238 0 0
ROBERT HALF INTL INC COM 770323103 5,942 155,700 SH   DFND 3 155,700 0 0
ROBERT HALF INTL INC COM 770323103 111 2,919 SH   DFND 17 2,919 0 0
ROBERT HALF INTL INC COM 770323103 344 9,013 SH   DFND 21 9,013 0 0
ROCKWELL AUTOMATION INC COM 773903109 355 3,092 SH   DFND 21 3,092 0 0
ROCKWELL AUTOMATION INC PUT 773903959 1,343 11,700 SH Put DFND 4 11,700 0 0
ROCKWELL COLLINS INC COM 774341101 1,624 19,077 SH   DFND 21 19,077 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 15,619 489,007 SH   DFND 21 489,007 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,445 35,874 SH   DFND 21 33,792 0 2,082
ROGERS CORP COM 775133101 1,444 23,640 SH   DFND 17 13,190 0 10,450
ROPER TECHNOLOGIES INC COM 776696106 1,596 9,360 SH   DFND 4 9,360 0 0
ROPER TECHNOLOGIES INC COM 776696106 16,515 96,826 SH   DFND 21 41,339 0 55,487
ROPER TECHNOLOGIES INC COM 776696106 5,953 34,900 SH   DFND 24 34,900 0 0
ROPER TECHNOLOGIES INC CALL 776696906 972 5,700 SH Call DFND 4 5,700 0 0
ROPER TECHNOLOGIES INC PUT 776696956 13,508 79,200 SH Put DFND 4 79,200 0 0
ROSS STORES INC COM 778296103 2,483 43,801 SH   DFND 21 43,801 0 0
ROSS STORES INC CALL 778296903 1,871 33,000 SH Call DFND 4 33,000 0 0
ROSS STORES INC PUT 778296953 19,343 341,200 SH Put DFND 4 341,200 0 0
ROVI CORP COM 779376102 6,109 390,607 SH   DFND 17 327,227 0 63,380
ROVI CORP COM 779376102 743 47,475 SH   DFND 21 36,681 0 10,794
ROVI CORP NOTE 0.500% 3/0 779376AD4 40,766 43,070,000 PRN   DFND 17 36,375,000 0 6,695,000
ROYAL BK CDA MONTREAL QUE COM 780087102 36,490 620,777 SH   DFND 17 379,008 0 241,769
ROYAL BK CDA MONTREAL QUE COM 780087102 91,960 1,564,433 SH   DFND 21 1,054,442 0 509,991
ROYAL BK CDA MONTREAL QUE COM 780087102 268 4,563 SH   DFND 25 4,563 0 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 305,627 333,108,000 PRN   DFND 4 332,358,000 0 750,000
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 137,835 147,417,000 PRN   DFND 4 147,417,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 456,414 8,265,379 SH   DFND 3 7,632,102 0 633,277
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 117,748 2,132,334 SH   DFND 17 2,132,334 0 0
RUBICON PROJ INC COM 78112V102 3,685 269,998 SH   DFND 17 269,998 0 0
RUBICON PROJ INC COM 78112V102 329 24,120 SH   DFND 21 24,120 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,332 85,782 SH   DFND 17 22,229 0 63,553
RUDOLPH TECHNOLOGIES INC COM 781270103 3,668 236,217 SH   DFND 21 192,256 0 43,961
RUDOLPH TECHNOLOGIES INC COM 781270103 32 2,061 SH   DFND 25 2,061 0 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 5,691 81,841 SH   DFND 21 81,841 0 0
RYDER SYS INC COM 783549108 147,468 2,411,973 SH   DFND 3 2,409,973 0 2,000
RYDER SYS INC COM 783549108 37,056 606,081 SH   DFND 17 606,081 0 0
RYDER SYS INC COM 783549108 12,743 208,418 SH   DFND 21 192,770 0 15,648
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 15,224 12,020,000 PRN   DFND 17 12,020,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 624 670,000 PRN   DFND 4 670,000 0 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7,581 8,205,000 PRN   DFND 17 8,205,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,184 82,604 SH   DFND 4 82,604 0 0
S & T BANCORP INC COM 783859101 14,296 584,719 SH   DFND 3 584,719 0 0
S&P GLOBAL INC COM 78409V104 2,039 19,008 SH   DFND 4 19,008 0 0
S&P GLOBAL INC COM 78409V104 8,369 78,021 SH   DFND 17 64,216 0 13,805
S&P GLOBAL INC COM 78409V104 83,366 777,230 SH   DFND 21 586,497 0 190,733
S&P GLOBAL INC CALL 78409V904 1,663 15,500 SH Call DFND 4 15,500 0 0
S&P GLOBAL INC PUT 78409V954 19,607 182,800 SH Put DFND 4 182,800 0 0
SEI INVESTMENTS CO COM 784117103 11,864 246,601 SH   DFND 17 200,980 0 45,621
SEI INVESTMENTS CO COM 784117103 87 1,800 SH   DFND 21 1,800 0 0
SL GREEN RLTY CORP COM 78440X101 9,769 91,749 SH   DFND 4 91,749 0 0
SL GREEN RLTY CORP COM 78440X101 9 84 SH   DFND 17 84 0 0
SLM CORP COM 78442P106 501 81,008 SH   DFND 4 81,008 0 0
SM ENERGY CO COM 78454L100 16,837 623,585 SH   DFND 17 623,585 0 0
SM ENERGY CO COM 78454L100 20 738 SH   DFND 21 738 0 0
SM ENERGY CO COM 78454L100 864 32,000 SH   DFND 24 32,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,360 11,265 SH   DFND 4 11,265 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,010,038 4,821,758 SH   DFND 17 4,821,758 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,309 6,250 SH   DFND 24 6,250 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 11,992 57,250 SH   DFND 25 57,250 0 0
SPX CORP COM 784635104 449 30,245 SH   DFND 17 1,905 0 28,340
SPS COMM INC COM 78463M107 1,792 29,572 SH   DFND 17 29,572 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 873 6,900 SH   DFND   3,200 0 3,700
SPDR GOLD TRUST GOLD SHS 78463V107 1,518 12,000 SH   DFND 24 12,000 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 598 19,200 SH   DFND 24 19,200 0 0
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 9,631 191,243 SH   DFND 25 191,243 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 7,773 77,678 SH   DFND 17 77,678 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 2,060 47,000 SH   DFND 24 47,000 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 5,376 150,621 SH   DFND 17 150,621 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 214 6,000 SH   DFND 24 6,000 0 0
SPDR SERIES TRUST BARC SHT TR CP 78464A474 303 9,855 SH   DFND 17 9,855 0 0
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 42,038 735,600 SH   DFND 24 0 0 735,600
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 4,949 142,166 SH   DFND 17 142,166 0 0
SPDR SERIES TRUST PUT 78464A950 6,788 195,000 SH Put DFND 4 195,000 0 0
SPDR SERIES TRUST PUT 78464A958 21,365 637,000 SH Put DFND 4 637,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,132 40,314 SH   DFND 17 8,114 0 32,200
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 65,648 2,337,886 SH   DFND 21 1,921,832 0 416,054
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 410 14,600 SH   DFND 24 14,600 0 0
SPX FLOW INC COM 78469X107 626 24,010 SH   DFND 17 13,860 0 10,150
SABRE CORP COM 78573M104 79,395 2,963,611 SH   DFND 17 2,318,461 0 645,150
SABRE CORP COM 78573M104 4,788 178,712 SH   DFND 21 121,928 0 56,784
ST JUDE MED INC COM 790849103 6,334 81,200 SH   DFND 3 81,200 0 0
ST JUDE MED INC COM 790849103 10,627 136,244 SH   DFND 17 134,219 0 2,025
ST JUDE MED INC COM 790849103 22,557 289,198 SH   DFND 21 266,422 0 22,776
ST JUDE MED INC CALL 790849903 452 5,800 SH Call DFND 4 5,800 0 0
ST JUDE MED INC PUT 790849953 7,106 91,100 SH Put DFND 4 91,100 0 0
SALESFORCE COM INC COM 79466L302 10,920 137,509 SH   DFND 4 137,509 0 0
SALESFORCE COM INC COM 79466L302 217,554 2,739,624 SH   DFND 17 2,120,715 0 618,909
SALESFORCE COM INC COM 79466L302 394 4,962 SH   DFND 21 0 0 4,962
SALESFORCE COM INC CALL 79466L902 6,956 87,600 SH Call DFND 4 87,600 0 0
SALESFORCE COM INC PUT 79466L952 60,018 755,800 SH Put DFND 4 755,800 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 149,056 115,110,000 PRN   DFND 17 108,955,000 0 6,155,000
SALLY BEAUTY HLDGS INC COM 79546E104 9,315 316,722 SH   DFND 17 255,342 0 61,380
SALLY BEAUTY HLDGS INC COM 79546E104 82 2,800 SH   DFND 21 0 0 2,800
SANCHEZ ENERGY CORP COM 79970Y105 12,302 1,742,450 SH   DFND 17 1,533,812 0 208,638
SANCHEZ ENERGY CORP COM 79970Y105 72 10,150 SH   DFND 21 0 0 10,150
SANDERSON FARMS INC COM 800013104 17,328 200,000 SH   DFND 4 200,000 0 0
SANDERSON FARMS INC COM 800013104 14,380 165,978 SH   DFND 17 116,778 0 49,200
SANDERSON FARMS INC COM 800013104 15,552 179,507 SH   DFND 21 138,862 0 40,645
SANDERSON FARMS INC COM 800013104 5,408 62,424 SH   DFND 24 62,424 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 55,194 63,260,000 PRN   DFND 17 63,260,000 0 0
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 3,789 1,457,468 SH   DFND 3 1,457,468 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 3,999 93,808 SH   DFND 17 91,001 0 2,807
SANFILIPPO JOHN B & SON INC COM 800422107 507 11,904 SH   DFND 21 8,726 0 3,178
SANMINA CORPORATION COM 801056102 6,860 255,873 SH   DFND 17 95,513 0 160,360
SANMINA CORPORATION COM 801056102 17,931 668,804 SH   DFND 21 302,802 0 366,002
SANOFI SPONSORED ADR 80105N105 13,998 334,487 SH   DFND 17 334,487 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 267 25,809 SH   DFND 4 25,809 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,219 117,986 SH   DFND 17 117,986 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 9,996 967,646 SH   DFND 21 844,724 0 122,922
SANTANDER CONSUMER USA HDG I CALL 80283M901 1,611 156,000 SH Call DFND 4 156,000 0 0
SASOL LTD SPONSORED ADR 803866300 250,350 9,231,213 SH   DFND 3 8,461,213 0 770,000
SASOL LTD SPONSORED ADR 803866300 53,498 1,972,658 SH   DFND 17 1,956,558 0 16,100
SCANA CORP NEW COM 80589M102 5,624 74,330 SH   DFND 3 74,330 0 0
SCANA CORP NEW COM 80589M102 9,591 126,768 SH   DFND 17 41,791 0 84,977
SCANA CORP NEW COM 80589M102 16,383 216,531 SH   DFND 21 129,847 0 86,684
SCANSOURCE INC COM 806037107 234 6,295 SH   DFND 17 0 0 6,295
SCHEIN HENRY INC COM 806407102 21 118 SH   DFND 17 118 0 0
SCHEIN HENRY INC COM 806407102 391 2,211 SH   DFND 21 1,587 0 624
SCHLUMBERGER LTD COM 806857108 1,660 20,986 SH   DFND 4 20,986 0 0
SCHLUMBERGER LTD COM 806857108 154,062 1,948,176 SH   DFND 17 1,805,176 0 143,000
SCHLUMBERGER LTD COM 806857108 21,961 277,700 SH   DFND 20 277,700 0 0
SCHLUMBERGER LTD COM 806857108 33,033 417,712 SH   DFND 21 309,149 0 108,563
SCHLUMBERGER LTD COM 806857108 2,167 27,400 SH   DFND 24 27,400 0 0
SCHLUMBERGER LTD CALL 806857908 12,961 163,900 SH Call DFND 4 163,900 0 0
SCHLUMBERGER LTD PUT 806857958 96,928 1,225,700 SH Put DFND 4 1,225,700 0 0
SCHOLASTIC CORP COM 807066105 207 5,220 SH   DFND 17 5,220 0 0
SCHULMAN A INC COM 808194104 40,990 1,678,562 SH   DFND 3 1,678,562 0 0
SCHULMAN A INC COM 808194104 1,518 62,152 SH   DFND 17 54,313 0 7,839
SCHULMAN A INC COM 808194104 1,766 72,309 SH   DFND 21 72,309 0 0
SCHWAB CHARLES CORP NEW COM 808513105 8,810 348,101 SH   DFND 4 348,101 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,561 61,676 SH   DFND 17 19,715 0 41,961
SCHWAB CHARLES CORP NEW CALL 808513905 3,657 144,500 SH Call DFND 4 144,500 0 0
SCHWAB CHARLES CORP NEW PUT 808513955 21,101 833,700 SH Put DFND 4 833,700 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 563 10,485 SH   DFND 17 10,485 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 1,436 25,420 SH   DFND 17 25,420 0 0
SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 774 26,872 SH   DFND 17 26,872 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 37,669 1,067,722 SH   DFND 3 1,036,017 0 31,705
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,507 42,705 SH   DFND 17 42,705 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,876 109,874 SH   DFND 21 40,933 0 68,941
SCIENCE APPLICATNS INTL CP N COM 808625107 484 8,301 SH   DFND 17 8,301 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,674 28,685 SH   DFND 21 26,688 0 1,997
SCIQUEST INC NEW COM 80908T101 1,089 61,645 SH   DFND 21 61,645 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 4,967 71,047 SH   DFND 21 29,741 0 41,306
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 361 5,800 SH   DFND 21 5,800 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 4,473 275,449 SH   DFND 17 239,874 0 35,575
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 9,293 11,615,000 PRN   DFND 17 9,810,000 0 1,805,000
SEACOR HOLDINGS INC COM 811904101 642 11,076 SH   DFND 21 11,076 0 0
SEALED AIR CORP NEW COM 81211K100 929 20,199 SH   DFND 17 20,199 0 0
SEALED AIR CORP NEW COM 81211K100 8,322 181,041 SH   DFND 21 181,041 0 0
SEATTLE GENETICS INC COM 812578102 3,644 90,168 SH   DFND 17 90,168 0 0
SEATTLE GENETICS INC COM 812578102 2,122 52,500 SH   DFND 24 52,500 0 0
SEAWORLD ENTMT INC COM 81282V100 316 22,074 SH   DFND 4 22,074 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,225 32,600 SH   DFND 24 32,600 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,913 52,000 SH   DFND 24 52,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y953 28,314 653,000 SH Put DFND 4 653,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y954 57,257 1,023,175 SH Put DFND 4 1,023,175 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 125,889 5,514,173 SH Put DFND 4 5,514,173 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 43,025 630,500 SH Put DFND 4 630,500 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 35,380 453,300 SH Put DFND 4 453,300 0 0
SELECTIVE INS GROUP INC COM 816300107 45 1,186 SH   DFND 17 1,186 0 0
SELECTIVE INS GROUP INC COM 816300107 5,132 134,308 SH   DFND 21 79,186 0 55,122
SEMGROUP CORP CL A 81663A105 346 10,620 SH   DFND 4 10,620 0 0
SEMTECH CORP COM 816850101 257 10,790 SH   DFND 17 6,260 0 4,530
SEMPRA ENERGY COM 816851109 1,024 8,985 SH   DFND 4 8,985 0 0
SEMPRA ENERGY CALL 816851909 3,147 27,600 SH Call DFND 4 27,600 0 0
SEMPRA ENERGY PUT 816851959 26,703 234,200 SH Put DFND 4 234,200 0 0
SERVICE CORP INTL COM 817565104 2,271 83,987 SH   DFND 21 83,987 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 12,960 325,618 SH   DFND 17 283,408 0 42,210
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 22,510 565,573 SH   DFND 21 562,823 0 2,750
SERVICENOW INC COM 81762P102 5,238 78,885 SH   DFND 17 78,885 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 85,601 76,840,000 PRN   DFND 17 72,440,000 0 4,400,000
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 5,793 6,500,000 PRN   DFND 17 6,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 808 42,299 SH   DFND 17 42,299 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 23,645 1,238,236 SH   DFND 21 781,635 0 456,601
SHERWIN WILLIAMS CO COM 824348106 2,017 6,867 SH   DFND 4 6,867 0 0
SHERWIN WILLIAMS CO COM 824348106 2,160 7,356 SH   DFND 17 7,356 0 0
SHERWIN WILLIAMS CO COM 824348106 2,277 7,754 SH   DFND 21 7,254 0 500
SHERWIN WILLIAMS CO COM 824348106 822 2,800 SH   DFND 24 2,800 0 0
SHERWIN WILLIAMS CO CALL 824348906 2,085 7,100 SH Call DFND 4 7,100 0 0
SHERWIN WILLIAMS CO PUT 824348956 32,127 109,400 SH Put DFND 4 109,400 0 0
SHIRE PLC SPONSORED ADR 82481R106 39,329 213,650 SH   DFND 3 151,750 0 61,900
SHIRE PLC SPONSORED ADR 82481R106 28,294 153,705 SH   DFND 17 133,250 0 20,455
SHIRE PLC SPONSORED ADR 82481R106 164 889 SH   DFND 21 888 0 1
SHOE CARNIVAL INC COM 824889109 2,011 80,236 SH   DFND 17 80,236 0 0
SHOE CARNIVAL INC COM 824889109 2,868 114,445 SH   DFND 21 64,820 0 49,625
SHORETEL INC COM 825211105 3,124 466,892 SH   DFND 17 455,020 0 11,872
SIBANYE GOLD LTD SPONSORED ADR 825724206 1,260 92,505 SH   DFND 17 9,005 0 83,500
SIBANYE GOLD LTD SPONSORED ADR 825724206 1,660 121,887 SH   DFND 21 74,163 0 47,724
SIGMA DESIGNS INC COM 826565103 1,825 283,809 SH   DFND 21 283,809 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 698 5,589 SH   DFND 17 5,589 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,384 19,086 SH   DFND 21 17,226 0 1,860
SILGAN HOLDINGS INC COM 827048109 41,185 800,323 SH   DFND 3 780,903 0 19,420
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,157 24,206 SH   DFND 21 11,978 0 12,228
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 531 69,380 SH   DFND 17 69,380 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 2,589 338,042 SH   DFND 21 324,407 0 13,635
SILVER SPRING NETWORKS INC COM 82817Q103 2,427 199,784 SH   DFND 17 199,784 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 48 1,036 SH   DFND 17 1,036 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 187 4,046 SH   DFND 21 4,046 0 0
SIMON PPTY GROUP INC NEW COM 828806109 36,517 168,359 SH   DFND 4 168,359 0 0
SIMON PPTY GROUP INC NEW COM 828806109 635 2,929 SH   DFND 17 2,929 0 0
SIMON PPTY GROUP INC NEW COM 828806109 13,128 60,524 SH   DFND 21 60,524 0 0
SIMON PPTY GROUP INC NEW CALL 828806909 8,980 41,400 SH Call DFND 4 41,400 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 69,582 320,800 SH Put DFND 4 320,800 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 11,763 393,951 SH   DFND 21 81,029 0 312,922
SIX FLAGS ENTMT CORP NEW COM 83001A102 21,744 375,225 SH   DFND 17 238,076 0 137,149
SIX FLAGS ENTMT CORP NEW COM 83001A102 808 13,940 SH   DFND 21 11,090 0 2,850
SKECHERS U S A INC CL A 830566105 2,381 80,122 SH   DFND 17 80,122 0 0
SKECHERS U S A INC CL A 830566105 26,599 894,988 SH   DFND 21 890,677 0 4,311
SKYWEST INC COM 830879102 6,750 255,106 SH   DFND 17 65,511 0 189,595
SKYWEST INC COM 830879102 736 27,811 SH   DFND 21 23,905 0 3,906
SKYWORKS SOLUTIONS INC COM 83088M102 17,186 271,581 SH   DFND 17 206,249 0 65,332
SKYWORKS SOLUTIONS INC COM 83088M102 17,503 276,595 SH   DFND 21 205,941 0 70,654
SKYWORKS SOLUTIONS INC COM 83088M102 59 926 SH   DFND 25 926 0 0
SMITH & WESSON HLDG CORP COM 831756101 533 19,616 SH   DFND 17 14,291 0 5,325
SMITH & WESSON HLDG CORP COM 831756101 5,253 193,284 SH   DFND 21 124,167 0 69,117
SMITH & WESSON HLDG CORP COM 831756101 38 1,386 SH   DFND 25 1,386 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 2,775 80,866 SH   DFND 17 45,441 0 35,425
SMITH A O COM 831865209 26,321 298,728 SH   DFND 17 240,590 0 58,138
SMITH A O COM 831865209 1,690 19,185 SH   DFND 21 16,715 0 2,470
SMUCKER J M CO COM NEW 832696405 5,830 38,250 SH   DFND 17 38,250 0 0
SMUCKER J M CO COM NEW 832696405 1,000 6,561 SH   DFND 21 4,837 0 1,724
SMUCKER J M CO COM NEW 832696405 3,185 20,900 SH   DFND 24 20,900 0 0
SMUCKER J M CO CALL 832696905 335 2,200 SH Call DFND 4 2,200 0 0
SMUCKER J M CO PUT 832696955 6,721 44,100 SH Put DFND 4 44,100 0 0
SNAP ON INC COM 833034101 9,657 61,190 SH   DFND 17 46,652 0 14,538
SNAP ON INC COM 833034101 53,711 340,333 SH   DFND 21 225,842 0 114,491
SNAP ON INC COM 833034101 248 1,571 SH   DFND 25 1,571 0 0
SNYDERS-LANCE INC COM 833551104 4,295 126,720 SH   DFND 17 104,445 0 22,275
SOLARCITY CORP COM 83416T100 10,741 448,838 SH   DFND 17 346,246 0 102,592
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 95,284 133,265,000 PRN   DFND 17 127,665,000 0 5,600,000
SONIC AUTOMOTIVE INC CL A 83545G102 17,522 1,024,100 SH   DFND 3 1,024,100 0 0
SONOCO PRODS CO COM 835495102 46,287 932,070 SH   DFND 3 907,370 0 24,700
SONOCO PRODS CO COM 835495102 2,147 43,232 SH   DFND 17 43,232 0 0
SONOCO PRODS CO COM 835495102 7,804 157,148 SH   DFND 21 145,195 0 11,953
SOUTH JERSEY INDS INC COM 838518108 1,054 33,330 SH   DFND 17 33,330 0 0
SOUTHERN CO COM 842587107 1,459 27,196 SH   DFND 4 27,196 0 0
SOUTHERN CO COM 842587107 1,748 32,591 SH   DFND 17 32,591 0 0
SOUTHERN CO CALL 842587907 4,591 85,600 SH Call DFND 4 85,600 0 0
SOUTHERN CO PUT 842587957 35,905 669,500 SH Put DFND 4 669,500 0 0
SOUTHERN COPPER CORP COM 84265V105 16,394 607,634 SH   DFND 21 607,634 0 0
SOUTHWEST AIRLS CO COM 844741108 6,634 169,200 SH   DFND 3 169,200 0 0
SOUTHWEST AIRLS CO COM 844741108 6,048 154,250 SH   DFND 4 154,250 0 0
SOUTHWEST AIRLS CO COM 844741108 6,963 177,580 SH   DFND 17 163,372 0 14,208
SOUTHWEST AIRLS CO COM 844741108 51,218 1,306,261 SH   DFND 21 1,102,025 0 204,236
SOUTHWEST AIRLS CO COM 844741108 16 418 SH   DFND 25 418 0 0
SOUTHWEST AIRLS CO CALL 844741908 2,047 52,200 SH Call DFND 4 52,200 0 0
SOUTHWEST AIRLS CO PUT 844741958 20,299 517,700 SH Put DFND 4 517,700 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 1,236 72,991 SH   DFND 17 68,200 0 4,791
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 71,692 2,381,805 SH   DFND 17 2,243,095 0 138,710
SOVRAN SELF STORAGE INC COM 84610H108 11,932 113,728 SH   DFND 4 113,728 0 0
SOVRAN SELF STORAGE INC COM 84610H108 985 9,391 SH   DFND 17 9,391 0 0
SOVRAN SELF STORAGE INC COM 84610H108 5,962 56,825 SH   DFND 21 56,825 0 0
SPANSION LLC NOTE 2.000% 9/0 84649PAL9 3,838 1,920,000 PRN   DFND 17 1,605,000 0 315,000
SPARTANNASH CO COM 847215100 2,881 94,226 SH   DFND 17 86,526 0 7,700
SPARTANNASH CO COM 847215100 15,564 508,948 SH   DFND 21 324,491 0 184,457
SPARTANNASH CO COM 847215100 61 2,004 SH   DFND 25 2,004 0 0
SPECTRA ENERGY CORP COM 847560109 2,824 77,084 SH   DFND 4 77,084 0 0
SPECTRA ENERGY CORP COM 847560109 18 490 SH   DFND 21 490 0 0
SPECTRA ENERGY CORP CALL 847560909 3,462 94,500 SH Call DFND 4 94,500 0 0
SPECTRA ENERGY CORP PUT 847560959 14,513 396,200 SH Put DFND 4 396,200 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 6,567 139,200 SH   DFND 3 139,200 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 32,318 685,000 SH   DFND 4 685,000 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 12,238 102,575 SH   DFND 21 102,575 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,126 49,436 SH   DFND 17 21,721 0 27,715
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 11,562 268,894 SH   DFND 21 197,369 0 71,525
SPIRE INC COM 84857L101 624 8,802 SH   DFND 17 8,802 0 0
SPIRE INC COM 84857L101 8,720 123,097 SH   DFND 21 107,802 0 15,295
SPIRIT RLTY CAP INC NEW COM 84860W102 7,427 581,620 SH   DFND 4 581,620 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 23,997 1,879,189 SH   DFND 17 1,216,768 0 662,421
SPIRIT RLTY CAP INC NEW COM 84860W102 128 10,000 SH   DFND 21 0 0 10,000
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 6,750 6,000,000 PRN   DFND 17 6,000,000 0 0
SPLUNK INC COM 848637104 1,264 23,330 SH   DFND 17 23,330 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 3,160 392,090 SH   DFND 17 385,360 0 6,730
STAGE STORES INC COM NEW 85254C305 84 17,190 SH   DFND 17 17,190 0 0
STAGE STORES INC COM NEW 85254C305 343 70,194 SH   DFND 21 70,194 0 0
STAMPS COM INC COM NEW 852857200 9,166 104,848 SH   DFND 17 89,524 0 15,324
STAMPS COM INC COM NEW 852857200 70 800 SH   DFND 21 0 0 800
STANDARD MTR PRODS INC COM 853666105 32 813 SH   DFND 17 813 0 0
STANDARD MTR PRODS INC COM 853666105 885 22,258 SH   DFND 21 22,258 0 0
STANDEX INTL CORP COM 854231107 22,191 268,559 SH   DFND 3 262,956 0 5,603
STANDEX INTL CORP COM 854231107 32 384 SH   DFND 17 384 0 0
STANDEX INTL CORP COM 854231107 41 500 SH   DFND 21 500 0 0
STANLEY BLACK & DECKER INC COM 854502101 732 6,585 SH   DFND 17 6,585 0 0
STANLEY BLACK & DECKER INC COM 854502101 19,101 171,742 SH   DFND 21 79,409 0 92,333
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 32,776 282,305 SH   DFND 17 279,650 0 2,655
STANLEY BLACK & DECKER INC CALL 854502901 790 7,100 SH Call DFND 4 7,100 0 0
STANLEY BLACK & DECKER INC PUT 854502951 4,137 37,200 SH Put DFND 4 37,200 0 0
STANTEC INC COM 85472N109 347 14,382 SH   DFND 17 14,382 0 0
STANTEC INC COM 85472N109 1,516 62,837 SH   DFND 21 58,953 0 3,884
STAPLES INC COM 855030102 1,004 116,450 SH   DFND 17 116,450 0 0
STAPLES INC COM 855030102 10,455 1,212,833 SH   DFND 21 1,177,632 0 35,201
STARBUCKS CORP COM 855244109 432 7,569 SH   DFND 4 7,569 0 0
STARBUCKS CORP COM 855244109 199,151 3,486,532 SH   DFND 17 3,012,499 0 474,033
STARBUCKS CORP COM 855244109 5,158 90,296 SH   DFND 20 90,296 0 0
STARBUCKS CORP COM 855244109 35,673 624,526 SH   DFND 21 198,892 0 425,634
STARBUCKS CORP CALL 855244909 10,704 187,400 SH Call DFND 4 187,400 0 0
STARBUCKS CORP PUT 855244959 74,490 1,304,100 SH Put DFND 4 1,304,100 0 0
STATE AUTO FINL CORP COM 855707105 340 15,500 SH   DFND 17 0 0 15,500
STARWOOD PPTY TR INC COM 85571B105 26,376 1,272,977 SH   DFND 3 1,250,477 0 22,500
STARWOOD PPTY TR INC COM 85571B105 6,794 327,873 SH   DFND 17 327,873 0 0
STARWOOD PPTY TR INC COM 85571B105 23,454 1,131,929 SH   DFND 21 1,103,133 0 28,796
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 21,793 20,905,000 PRN   DFND 17 20,905,000 0 0
STATE STR CORP COM 857477103 6,569 121,833 SH   DFND 4 121,833 0 0
STATE STR CORP COM 857477103 2,937 54,468 SH   DFND 21 54,468 0 0
STATE STR CORP CALL 857477903 2,087 38,700 SH Call DFND 4 38,700 0 0
STATE STR CORP PUT 857477953 16,332 302,900 SH Put DFND 4 302,900 0 0
STEEL DYNAMICS INC COM 858119100 43,064 1,757,700 SH   DFND 3 1,717,700 0 40,000
STEEL DYNAMICS INC COM 858119100 213 8,700 SH   DFND 17 1,930 0 6,770
STEEL DYNAMICS INC COM 858119100 1,759 71,787 SH   DFND 21 71,787 0 0
STEPAN CO COM 858586100 41,365 694,861 SH   DFND 3 694,861 0 0
STERICYCLE INC COM 858912108 2,427 23,305 SH   DFND 21 20,772 0 2,533
STERICYCLE INC COM 858912108 5,119 49,165 SH   DFND 24 49,165 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 74,429 894,800 SH   DFND 17 862,215 0 32,585
STERLING CONSTRUCTION CO INC COM 859241101 57 11,663 SH   DFND 17 11,663 0 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 6,990 24,965,000 PRN   DFND 17 24,965,000 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 1,799 55,750 SH   DFND 17 55,750 0 0
STONERIDGE INC COM 86183P102 542 36,269 SH   DFND 17 840 0 35,429
STONERIDGE INC COM 86183P102 47 3,132 SH   DFND 21 3,132 0 0
STORE CAP CORP COM 862121100 569 19,335 SH   DFND 17 19,335 0 0
STORE CAP CORP COM 862121100 1,926 65,408 SH   DFND 21 65,408 0 0
STRATTEC SEC CORP COM 863111100 5,793 142,080 SH   DFND 3 142,080 0 0
STRYKER CORP COM 863667101 5,017 41,866 SH   DFND 17 29,071 0 12,795
STRYKER CORP COM 863667101 10,728 89,526 SH   DFND 21 48,881 0 40,645
STRYKER CORP CALL 863667901 3,116 26,000 SH Call DFND 4 26,000 0 0
STRYKER CORP PUT 863667951 35,314 294,700 SH Put DFND 4 294,700 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 343 31,275 SH   DFND 17 31,275 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 3,246 295,914 SH   DFND 21 295,914 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 621 108,559 SH   DFND 21 0 0 108,559
SUMMIT HOTEL PPTYS COM 866082100 2,081 157,180 SH   DFND 17 101,115 0 56,065
SUMMIT HOTEL PPTYS COM 866082100 206 15,565 SH   DFND 21 15,565 0 0
SUMMIT MATLS INC CL A 86614U100 11,682 570,958 SH   DFND 17 496,283 0 74,675
SUMMIT MATLS INC CL A 86614U100 107 5,246 SH   DFND 21 0 0 5,246
SUN CMNTYS INC COM 866674104 14,614 190,686 SH   DFND 4 190,686 0 0
SUN CMNTYS INC COM 866674104 1,104 14,410 SH   DFND 17 14,410 0 0
SUN CMNTYS INC COM 866674104 3,963 51,715 SH   DFND 21 51,715 0 0
SUN LIFE FINL INC COM 866796105 2,993 91,594 SH   DFND 17 32,965 0 58,629
SUN LIFE FINL INC COM 866796105 11,987 366,827 SH   DFND 21 248,082 0 118,745
SUNCOR ENERGY INC NEW COM 867224107 11,769 426,478 SH   DFND 17 415,747 0 10,731
SUNCOR ENERGY INC NEW COM 867224107 26,460 958,812 SH   DFND 21 854,903 0 103,909
SUNCOR ENERGY INC NEW COM 867224107 1,170 42,400 SH   DFND 24 42,400 0 0
SUNCOR ENERGY INC NEW COM 867224107 77 2,793 SH   DFND 25 2,793 0 0
SUNCOKE ENERGY INC COM 86722A103 249 42,715 SH   DFND 17 27,925 0 14,790
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 305 28,210 SH   DFND 17 15,550 0 12,660
SUNPOWER CORP COM 867652406 973 62,825 SH   DFND 17 62,825 0 0
SUNPOWER CORP COM 867652406 3,860 249,170 SH   DFND 21 232,000 0 17,170
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11,934 14,825,000 PRN   DFND 17 14,615,000 0 210,000
SUNOCO LP COM U REP LP 86765K109 22,778 760,532 SH   DFND 3 745,234 0 15,298
SUNSTONE HOTEL INVS INC NEW COM 867892101 426 35,325 SH   DFND 17 35,325 0 0
SUNTRUST BKS INC COM 867914103 21 500 SH   DFND 3 500 0 0
SUNTRUST BKS INC COM 867914103 2,227 54,200 SH   DFND 4 54,200 0 0
SUNTRUST BKS INC COM 867914103 5,180 126,091 SH   DFND 17 102,199 0 23,892
SUNTRUST BKS INC COM 867914103 44,517 1,083,668 SH   DFND 21 887,963 0 195,705
SUNTRUST BKS INC COM 867914103 60 1,449 SH   DFND 25 1,449 0 0
SUNTRUST BKS INC CALL 867914903 2,033 49,500 SH Call DFND 4 49,500 0 0
SUNTRUST BKS INC PUT 867914953 16,001 389,500 SH Put DFND 4 389,500 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 14,447 784,738 SH   DFND 17 686,244 0 98,494
SUPERIOR ENERGY SVCS INC COM 868157108 121 6,550 SH   DFND 21 0 0 6,550
SUPERIOR INDS INTL INC COM 868168105 835 31,189 SH   DFND 21 31,189 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 7,647 375,424 SH   DFND 17 370,295 0 5,129
SURGICAL CARE AFFILIATES INC COM 86881L106 2,460 51,608 SH   DFND 21 0 0 51,608
SURMODICS INC COM 868873100 3,395 144,602 SH   DFND 17 134,097 0 10,505
SWIFT TRANSN CO CL A 87074U101 9,649 626,147 SH   DFND 17 547,970 0 78,177
SWIFT TRANSN CO CL A 87074U101 81 5,250 SH   DFND 21 0 0 5,250
SYKES ENTERPRISES INC COM 871237103 538 18,564 SH   DFND 17 18,564 0 0
SYKES ENTERPRISES INC COM 871237103 6,440 222,366 SH   DFND 21 95,900 0 126,466
SYMANTEC CORP COM 871503108 7,136 347,400 SH   DFND 3 347,400 0 0
SYMANTEC CORP COM 871503108 2 100 SH   DFND 17 100 0 0
SYMANTEC CORP COM 871503108 701 34,150 SH   DFND 21 34,150 0 0
SYNOPSYS INC COM 871607107 1,510 27,919 SH   DFND 17 27,919 0 0
SYNOPSYS INC COM 871607107 11,261 208,231 SH   DFND 21 208,231 0 0
SYNOVUS FINL CORP COM NEW 87161C501 268 9,260 SH   DFND 21 9,260 0 0
SYNTEL INC COM 87162H103 859 18,986 SH   DFND 21 18,986 0 0
SYNNEX CORP COM 87162W100 22,024 232,274 SH   DFND 3 226,974 0 5,300
SYNNEX CORP COM 87162W100 2,352 24,806 SH   DFND 17 4,653 0 20,153
SYNNEX CORP COM 87162W100 5,078 53,558 SH   DFND 21 22,431 0 31,127
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2,089 549,630 SH   DFND 17 538,133 0 11,497
SYNCHRONY FINL COM 87165B103 4,468 176,754 SH   DFND 4 176,754 0 0
SYNCHRONY FINL COM 87165B103 4,212 166,600 SH   DFND 17 166,600 0 0
SYNCHRONY FINL COM 87165B103 9,753 385,803 SH   DFND 21 308,003 0 77,800
SYNCHRONY FINL CALL 87165B903 3,046 120,500 SH Call DFND 4 120,500 0 0
SYNCHRONY FINL PUT 87165B953 14,852 587,500 SH Put DFND 4 587,500 0 0
SYSCO CORP COM 871829107 1,274 25,115 SH   DFND 17 0 0 25,115
SYSCO CORP CALL 871829907 3,100 61,100 SH Call DFND 4 61,100 0 0
SYSCO CORP PUT 871829957 20,144 397,000 SH Put DFND 4 397,000 0 0
TCF FINL CORP COM 872275102 43,668 3,452,000 SH   DFND 3 3,373,900 0 78,100
TC PIPELINES LP UT COM LTD PRT 87233Q108 27,474 479,804 SH   DFND 3 470,137 0 9,667
TECO ENERGY INC COM 872375100 196 7,098 SH   DFND 17 7,098 0 0
TECO ENERGY INC COM 872375100 11,587 419,215 SH   DFND 21 419,215 0 0
TJX COS INC NEW COM 872540109 111,969 1,449,806 SH   DFND 17 1,238,119 0 211,687
TJX COS INC NEW COM 872540109 587 7,600 SH   DFND 20 7,600 0 0
TJX COS INC NEW COM 872540109 5,248 67,951 SH   DFND 21 60,717 0 7,234
TJX COS INC NEW CALL 872540909 6,140 79,500 SH Call DFND 4 79,500 0 0
TJX COS INC NEW PUT 872540959 49,072 635,400 SH Put DFND 4 635,400 0 0
T MOBILE US INC COM 872590104 5,116 118,236 SH   DFND 17 18,517 0 99,719
T MOBILE US INC COM 872590104 5,626 130,021 SH   DFND 21 101,196 0 28,825
T MOBILE US INC COM 872590104 69 1,601 SH   DFND 25 1,601 0 0
T MOBILE US INC CONV PFD SER A 872590203 147,048 1,998,210 SH   DFND 17 1,887,955 0 110,255
TTM TECHNOLOGIES INC COM 87305R109 864 114,740 SH   DFND 17 67,740 0 47,000
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 9,356 9,695,000 PRN   DFND 17 9,695,000 0 0
TABLEAU SOFTWARE INC CL A 87336U105 26,363 538,903 SH   DFND 17 425,396 0 113,507
TAHOE RES INC COM 873868103 975 65,449 SH   DFND 17 51,148 0 14,301
TAHOE RES INC COM 873868103 13,105 879,542 SH   DFND 21 729,210 0 150,332
TAHOE RES INC COM 873868103 55 3,722 SH   DFND 25 3,722 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 75,391 2,874,225 SH   DFND 3 1,977,125 0 897,100
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 23,806 907,576 SH   DFND 17 907,576 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,578 365,173 SH   DFND 20 365,173 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 38,223 1,457,237 SH   DFND 21 1,437,272 0 19,965
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 20,031 528,248 SH   DFND 17 429,856 0 98,392
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 163 4,300 SH   DFND 21 0 0 4,300
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 38,767 21,650,000 PRN   DFND 17 18,540,000 0 3,110,000
TAL INTL GROUP INC COM 874083108 160 11,930 SH   DFND 21 11,930 0 0
TALEN ENERGY CORP COM 87422J105 416 30,703 SH   DFND 4 30,703 0 0
TALEN ENERGY CORP COM 87422J105 3,459 255,240 SH   DFND 21 255,240 0 0
TALMER BANCORP INC COM 87482X101 1,393 72,643 SH   DFND 21 72,643 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 4,635 115,360 SH   DFND 3 115,360 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 5,442 135,438 SH   DFND 17 135,438 0 0
TARGET CORP COM 87612E106 6,673 95,572 SH   DFND 4 95,572 0 0
TARGET CORP COM 87612E106 130,928 1,875,218 SH   DFND 17 1,826,823 0 48,395
TARGET CORP COM 87612E106 84,861 1,215,425 SH   DFND 21 1,062,893 0 152,532
TARGET CORP COM 87612E106 227 3,252 SH   DFND 25 3,252 0 0
TARGET CORP CALL 87612E906 6,060 86,800 SH Call DFND 4 86,800 0 0
TARGET CORP PUT 87612E956 52,037 745,300 SH Put DFND 4 745,300 0 0
TARGA RES CORP COM 87612G101 2,689 63,814 SH   DFND 4 63,814 0 0
TATA MTRS LTD SPONSORED ADR 876568502 479 13,821 SH   DFND 17 12,521 0 1,300
TATA MTRS LTD SPONSORED ADR 876568502 4,491 129,535 SH   DFND 21 112,343 0 17,192
TECH DATA CORP COM 878237106 7,414 103,194 SH   DFND 17 28,320 0 74,874
TECH DATA CORP COM 878237106 214 2,982 SH   DFND 21 2,982 0 0
TECK RESOURCES LTD CL B 878742204 16,898 1,283,100 SH   DFND 4 1,283,100 0 0
TECK RESOURCES LTD CL B 878742204 129 9,847 SH   DFND 21 9,847 0 0
TECK RESOURCES LTD PUT 878742954 182,063 13,824,100 SH Put DFND 4 13,824,100 0 0
TECHTARGET INC COM 87874R100 2,767 341,566 SH   DFND 17 331,636 0 9,930
TEGNA INC COM 87901J105 5,002 215,900 SH   DFND 3 215,900 0 0
TEGNA INC COM 87901J105 1,405 60,659 SH   DFND 17 60,659 0 0
TEGNA INC COM 87901J105 13,281 573,190 SH   DFND 21 476,155 0 97,035
TELECOM ARGENTINA S A SPON ADR REP B 879273209 868 47,381 SH   DFND 21 47,381 0 0
TELEFLEX INC COM 879369106 5,145 29,016 SH   DFND 17 12,356 0 16,660
TELEFLEX INC COM 879369106 19,451 109,703 SH   DFND 21 30,995 0 78,708
TELEPHONE & DATA SYS INC COM NEW 879433829 205 6,915 SH   DFND 4 6,915 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,112 37,505 SH   DFND 17 37,505 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,432 48,275 SH   DFND 21 0 0 48,275
TELENAV INC COM 879455103 2,269 444,833 SH   DFND 17 432,278 0 12,555
TELIGENT INC NEW COM 87960W104 4,180 585,465 SH   DFND 17 570,124 0 15,341
TELUS CORP COM 87971M103 1,034 32,279 SH   DFND 21 32,279 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,864 33,695 SH   DFND 21 33,695 0 0
TENNECO INC COM 880349105 2,767 59,370 SH   DFND 17 59,370 0 0
TENNECO INC COM 880349105 4,612 98,959 SH   DFND 21 85,678 0 13,281
TENNECO INC COM 880349105 8,716 187,000 SH   DFND 24 187,000 0 0
TERADYNE INC COM 880770102 12,175 618,312 SH   DFND 17 618,312 0 0
TERADYNE INC COM 880770102 9,278 471,213 SH   DFND 21 244,984 0 226,229
TERNIUM SA SPON ADR 880890108 665 34,900 SH   DFND 17 0 0 34,900
TERRA NITROGEN CO L P COM UNIT 881005201 20,197 193,148 SH   DFND 3 188,276 0 4,872
TESORO CORP COM 881609101 6,987 93,253 SH   DFND 17 33,024 0 60,229
TESORO CORP COM 881609101 44,345 591,902 SH   DFND 21 418,143 0 173,759
TESLA MTRS INC COM 88160R101 46,562 219,342 SH   DFND 17 175,331 0 44,011
TESLA MTRS INC COM 88160R101 1,495 7,041 SH   DFND 21 6,309 0 732
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 11,067 6,500,000 PRN   DFND 17 6,500,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 135,220 152,705,000 PRN   DFND 17 139,365,000 0 13,340,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 67,431 80,395,000 PRN   DFND 17 80,095,000 0 300,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 68,177 1,357,294 SH   DFND 3 956,594 0 400,700
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 76 1,512 SH   DFND 4 1,512 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 13,110 261,001 SH   DFND 17 261,001 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,264 45,081 SH   DFND 21 45,081 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 357 7,100 SH   DFND 24 7,100 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,479 232,113 SH   DFND 17 232,113 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 54,971 43,455,000 PRN   DFND 17 43,285,000 0 170,000
TESSERA TECHNOLOGIES INC COM 88164L100 332 10,845 SH   DFND 17 10,845 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 4,738 154,643 SH   DFND 21 95,043 0 59,600
TEXAS INSTRS INC COM 882508104 81 1,297 SH   DFND 4 1,297 0 0
TEXAS INSTRS INC COM 882508104 140,334 2,239,963 SH   DFND 17 2,149,093 0 90,870
TEXAS INSTRS INC COM 882508104 5,025 80,202 SH   DFND 21 48,523 0 31,679
TEXAS INSTRS INC CALL 882508904 6,196 98,900 SH Call DFND 4 98,900 0 0
TEXAS INSTRS INC PUT 882508954 59,699 952,900 SH Put DFND 4 952,900 0 0
TEXAS ROADHOUSE INC COM 882681109 12,082 264,960 SH   DFND 17 233,292 0 31,668
TEXAS ROADHOUSE INC COM 882681109 96 2,100 SH   DFND 21 0 0 2,100
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,824 2,260,000 PRN   DFND 17 2,260,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,452 50,432 SH   DFND 4 50,432 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,400 50,079 SH   DFND 17 38,633 0 11,446
THERMO FISHER SCIENTIFIC INC COM 883556102 17,761 120,200 SH   DFND 20 120,200 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 74,451 503,867 SH   DFND 21 242,375 0 261,492
THERMO FISHER SCIENTIFIC INC COM 883556102 310 2,100 SH   DFND 24 2,100 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 243 1,646 SH   DFND 25 1,646 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 7,979 54,000 SH Call DFND 4 54,000 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 65,399 442,600 SH Put DFND 4 442,600 0 0
THOMSON REUTERS CORP COM 884903105 601 14,927 SH   DFND 17 14,927 0 0
THOMSON REUTERS CORP COM 884903105 6,773 168,287 SH   DFND 21 168,287 0 0
THOR INDS INC COM 885160101 42,625 658,400 SH   DFND 3 639,900 0 18,500
THOR INDS INC COM 885160101 1,729 26,708 SH   DFND 17 26,708 0 0
THOR INDS INC COM 885160101 1,350 20,848 SH   DFND 21 19,684 0 1,164
3M CO COM 88579Y101 79,393 453,366 SH   DFND 17 447,916 0 5,450
3M CO COM 88579Y101 15,463 88,300 SH   DFND 21 88,300 0 0
3M CO COM 88579Y101 193 1,100 SH   DFND 24 1,100 0 0
3M CO CALL 88579Y901 15,586 89,000 SH Call DFND 4 89,000 0 0
3M CO PUT 88579Y951 102,971 588,000 SH Put DFND 4 588,000 0 0
TIFFANY & CO NEW COM 886547108 546 9,000 SH   DFND 21 9,000 0 0
TIME INC NEW COM 887228104 33,626 2,042,870 SH   DFND 3 2,013,470 0 29,400
TIME INC NEW COM 887228104 373 22,652 SH   DFND 4 22,652 0 0
TIME INC NEW COM 887228104 66 4,026 SH   DFND 21 3,802 0 224
TIME WARNER INC COM NEW 887317303 7,913 107,600 SH   DFND 3 107,600 0 0
TIME WARNER INC COM NEW 887317303 4,936 67,122 SH   DFND 4 67,122 0 0
TIME WARNER INC COM NEW 887317303 29,445 400,399 SH   DFND 17 277,075 0 123,324
TIME WARNER INC COM NEW 887317303 36,613 497,861 SH   DFND 21 358,269 0 139,592
TIME WARNER INC CALL 887317903 7,457 101,400 SH Call DFND 4 101,400 0 0
TIME WARNER INC PUT 887317953 57,994 788,600 SH Put DFND 4 788,600 0 0
TORCHMARK CORP COM 891027104 1,230 19,890 SH   DFND 21 16,825 0 3,065
TORONTO DOMINION BK ONT COM NEW 891160509 71,036 1,662,842 SH   DFND 3 1,156,042 0 506,800
TORONTO DOMINION BK ONT COM NEW 891160509 41,323 967,309 SH   DFND 17 497,806 0 469,503
TORONTO DOMINION BK ONT COM NEW 891160509 68,286 1,598,482 SH   DFND 21 1,066,667 0 531,815
TORONTO DOMINION BK ONT COM NEW 891160509 167 3,907 SH   DFND 25 3,907 0 0
TOTAL S A SPONSORED ADR 89151E109 158,953 3,304,628 SH   DFND 3 3,301,728 0 2,900
TOTAL S A SPONSORED ADR 89151E109 41,531 863,431 SH   DFND 17 863,431 0 0
TOWER INTL INC COM 891826109 3,161 153,583 SH   DFND 17 126,893 0 26,690
TOWER INTL INC COM 891826109 1,794 87,189 SH   DFND 21 61,481 0 25,708
TOTAL SYS SVCS INC COM 891906109 51,322 966,325 SH   DFND 17 725,282 0 241,043
TOTAL SYS SVCS INC COM 891906109 29,558 556,545 SH   DFND 21 421,033 0 135,512
TOTAL SYS SVCS INC COM 891906109 161 3,023 SH   DFND 25 3,023 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 493 22,779 SH   DFND 17 2,072 0 20,707
TOWNEBANK PORTSMOUTH VA COM 89214P109 207 9,575 SH   DFND 21 9,575 0 0
TRACTOR SUPPLY CO COM 892356106 46,919 514,575 SH   DFND 17 392,060 0 122,515
TRANSALTA CORP COM 89346D107 587 113,367 SH   DFND 4 113,367 0 0
TRANSCANADA CORP COM 89353D107 32,118 713,498 SH   DFND 4 713,498 0 0
TRANSCANADA CORP COM 89353D107 18,969 421,396 SH   DFND 21 79,461 0 341,935
TRANSDIGM GROUP INC COM 893641100 384 1,458 SH   DFND 17 1,458 0 0
TRANSDIGM GROUP INC COM 893641100 1,384 5,247 SH   DFND 21 5,247 0 0
TRAVELERS COMPANIES INC COM 89417E109 320,794 2,694,841 SH   DFND 3 2,692,741 0 2,100
TRAVELERS COMPANIES INC COM 89417E109 2,592 21,774 SH   DFND 4 21,774 0 0
TRAVELERS COMPANIES INC COM 89417E109 121,893 1,023,963 SH   DFND 17 927,293 0 96,670
TRAVELERS COMPANIES INC COM 89417E109 121,116 1,017,437 SH   DFND 21 813,283 0 204,154
TRAVELERS COMPANIES INC COM 89417E109 179 1,500 SH   DFND 24 1,500 0 0
TRAVELERS COMPANIES INC COM 89417E109 319 2,678 SH   DFND 25 2,678 0 0
TRAVELERS COMPANIES INC CALL 89417E909 6,119 51,400 SH Call DFND 4 51,400 0 0
TRAVELERS COMPANIES INC PUT 89417E959 31,867 267,700 SH Put DFND 4 267,700 0 0
TRIBUNE MEDIA CO CL A 896047503 234 5,969 SH   DFND 4 5,969 0 0
TRICO BANCSHARES COM 896095106 106 3,847 SH   DFND 17 3,847 0 0
TRICO BANCSHARES COM 896095106 233 8,460 SH   DFND 21 3,501 0 4,959
TRIMBLE NAVIGATION LTD COM 896239100 3,701 151,947 SH   DFND 21 135,594 0 16,353
TRIMBLE NAVIGATION LTD COM 896239100 8,022 329,300 SH   DFND 24 329,300 0 0
TRINET GROUP INC COM 896288107 737 35,430 SH   DFND 17 35,430 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 2,034 179,386 SH   DFND 17 174,545 0 4,841
TRINITY INDS INC COM 896522109 5,994 322,803 SH   DFND 17 213,477 0 109,326
TRINITY INDS INC COM 896522109 23,486 1,264,753 SH   DFND 21 986,728 0 278,025
TRINITY INDS INC COM 896522109 62 3,364 SH   DFND 25 3,364 0 0
TRIPLE-S MGMT CORP CL B 896749108 284 11,645 SH   DFND 17 11,645 0 0
TRUECAR INC COM 89785L107 291 37,110 SH   DFND 17 0 0 37,110
TRUEBLUE INC COM 89785X101 17 917 SH   DFND 17 917 0 0
TRUEBLUE INC COM 89785X101 1,187 62,716 SH   DFND 21 10,514 0 52,202
TRULIA INC NOTE 2.750%12/1 897888AB9 35,612 22,700,000 PRN   DFND 17 19,785,000 0 2,915,000
TRUSTMARK CORP COM 898402102 20,415 821,521 SH   DFND 3 782,789 0 38,732
TUMI HLDGS INC COM 89969Q104 7,944 297,070 SH   DFND 4 297,070 0 0
TUMI HLDGS INC COM 89969Q104 2,594 97,000 SH   DFND 21 97,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 324 5,761 SH   DFND 4 5,761 0 0
TUPPERWARE BRANDS CORP COM 899896104 589 10,470 SH   DFND 21 10,470 0 0
TUPPERWARE BRANDS CORP COM 899896104 281 5,000 SH   DFND 24 5,000 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,908 70,000 SH   DFND 21 70,000 0 0
TWITTER INC COM 90184L102 25,242 1,492,701 SH   DFND 17 1,274,531 0 218,170
TWITTER INC COM 90184L102 41 2,451 SH   DFND 21 0 0 2,451
TWITTER INC NOTE 0.250% 9/1 90184LAB8 35,716 38,875,000 PRN   DFND 17 38,650,000 0 225,000
TWITTER INC NOTE 1.000% 9/1 90184LAD4 46,640 51,000,000 PRN   DFND 17 50,870,000 0 130,000
TWO HBRS INVT CORP COM 90187B101 6,417 749,700 SH   DFND 3 749,700 0 0
TWO HBRS INVT CORP COM 90187B101 39 4,588 SH   DFND 17 4,588 0 0
TWO HBRS INVT CORP COM 90187B101 2,973 347,276 SH   DFND 21 86,530 0 260,746
II VI INC COM 902104108 276 14,690 SH   DFND 17 14,690 0 0
II VI INC COM 902104108 2,006 106,929 SH   DFND 21 102,962 0 3,967
TYLER TECHNOLOGIES INC COM 902252105 14,503 86,995 SH   DFND 17 72,880 0 14,115
TYLER TECHNOLOGIES INC COM 902252105 150 900 SH   DFND 21 0 0 900
TYSON FOODS INC CL A 902494103 76,374 1,143,491 SH   DFND 17 861,803 0 281,688
TYSON FOODS INC CL A 902494103 135,605 2,030,319 SH   DFND 21 1,490,604 0 539,715
TYSON FOODS INC CL A 902494103 11,795 176,600 SH   DFND 24 176,600 0 0
TYSON FOODS INC CL A 902494103 218 3,267 SH   DFND 25 3,267 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 101,624 1,375,525 SH   DFND 17 1,344,870 0 30,655
TYSON FOODS INC CALL 902494903 2,618 39,200 SH Call DFND 4 39,200 0 0
TYSON FOODS INC PUT 902494953 18,735 280,500 SH Put DFND 4 280,500 0 0
UGI CORP NEW COM 902681105 596 13,177 SH   DFND 17 13,177 0 0
US BANCORP DEL COM NEW 902973304 10,442 258,913 SH   DFND 4 258,913 0 0
US BANCORP DEL COM NEW 902973304 20,254 502,208 SH   DFND 17 490,458 0 11,750
US BANCORP DEL COM NEW 902973304 2,882 71,471 SH   DFND 20 71,471 0 0
US BANCORP DEL COM NEW 902973304 24,064 596,673 SH   DFND 21 592,972 0 3,701
US BANCORP DEL CALL 902973904 7,872 195,200 SH Call DFND 4 195,200 0 0
US BANCORP DEL PUT 902973954 51,255 1,270,900 SH Put DFND 4 1,270,900 0 0
USANA HEALTH SCIENCES INC COM 90328M107 830 7,447 SH   DFND 17 7,447 0 0
USANA HEALTH SCIENCES INC COM 90328M107 3,436 30,832 SH   DFND 21 30,183 0 649
USA TECHNOLOGIES INC COM NO PAR 90328S500 1,733 405,953 SH   DFND 17 379,601 0 26,352
U S CONCRETE INC COM NEW 90333L201 22,594 370,941 SH   DFND 17 331,664 0 39,277
U S CONCRETE INC COM NEW 90333L201 131 2,150 SH   DFND 21 0 0 2,150
U S SILICA HLDGS INC COM 90346E103 15,298 443,810 SH   DFND 17 443,810 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,259 5,167 SH   DFND 17 4,452 0 715
ULTIMATE SOFTWARE GROUP INC COM 90385D107 19,995 95,084 SH   DFND 17 81,218 0 13,866
ULTIMATE SOFTWARE GROUP INC COM 90385D107 189 900 SH   DFND 21 0 0 900
UMPQUA HLDGS CORP COM 904214103 42,636 2,756,027 SH   DFND 3 2,691,205 0 64,822
UMPQUA HLDGS CORP COM 904214103 4,452 287,790 SH   DFND 21 47,793 0 239,997
UNIFI INC COM NEW 904677200 50 1,845 SH   DFND 17 1,845 0 0
UNIFI INC COM NEW 904677200 253 9,281 SH   DFND 21 9,281 0 0
UNIFIRST CORP MASS COM 904708104 521 4,502 SH   DFND 21 4,502 0 0
UNION PAC CORP COM 907818108 351 4,020 SH   DFND 4 4,020 0 0
UNION PAC CORP COM 907818108 154,964 1,776,097 SH   DFND 17 1,745,557 0 30,540
UNION PAC CORP COM 907818108 71,629 820,968 SH   DFND 21 766,893 0 54,075
UNION PAC CORP COM 907818108 750 8,600 SH   DFND 24 8,600 0 0
UNION PAC CORP CALL 907818908 11,046 126,600 SH Call DFND 4 126,600 0 0
UNION PAC CORP PUT 907818958 64,434 738,500 SH Put DFND 4 738,500 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 42,822 2,341,300 SH   DFND 3 2,285,800 0 55,500
UNITED BANKSHARES INC WEST V COM 909907107 584 15,562 SH   DFND 21 15,562 0 0
UNITED CONTL HLDGS INC COM 910047109 1,973 48,081 SH   DFND 4 48,081 0 0
UNITED CONTL HLDGS INC COM 910047109 17,784 433,339 SH   DFND 17 386,249 0 47,090
UNITED CONTL HLDGS INC COM 910047109 9,007 219,470 SH   DFND 21 79,233 0 140,237
UNITED CONTL HLDGS INC CALL 910047909 1,170 28,500 SH Call DFND 4 28,500 0 0
UNITED CONTL HLDGS INC PUT 910047959 5,741 139,900 SH Put DFND 4 139,900 0 0
UNITED INS HLDGS CORP COM 910710102 17,786 1,085,853 SH   DFND 3 1,085,853 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2,222 1,116,577 SH   DFND 21 1,062,146 0 54,431
UNITED NAT FOODS INC COM 911163103 409 8,745 SH   DFND 17 0 0 8,745
UNITED PARCEL SERVICE INC CL B 911312106 26,850 249,257 SH   DFND 17 245,472 0 3,785
UNITED PARCEL SERVICE INC CL B 911312106 8,660 80,394 SH   DFND 21 80,394 0 0
UNITED PARCEL SERVICE INC CALL 911312906 10,266 95,300 SH Call DFND 4 95,300 0 0
UNITED PARCEL SERVICE INC PUT 911312956 88,837 824,700 SH Put DFND 4 824,700 0 0
UNITED RENTALS INC COM 911363109 8,700 129,656 SH   DFND 21 129,656 0 0
UNITED STATES STL CORP NEW COM 912909108 30,938 1,835,000 SH   DFND 4 1,835,000 0 0
UNITED STATES STL CORP NEW COM 912909108 9,435 559,606 SH   DFND 17 484,426 0 75,180
UNITED STATES STL CORP NEW COM 912909108 6,759 400,876 SH   DFND 21 400,876 0 0
UNITED TECHNOLOGIES CORP COM 913017109 159,484 1,555,183 SH   DFND 3 1,555,183 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,556 24,928 SH   DFND 4 24,928 0 0
UNITED TECHNOLOGIES CORP COM 913017109 138,727 1,352,778 SH   DFND 17 1,330,017 0 22,761
UNITED TECHNOLOGIES CORP COM 913017109 65,088 634,694 SH   DFND 21 590,216 0 44,478
UNITED TECHNOLOGIES CORP COM 913017109 103 1,000 SH   DFND 24 1,000 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 10,101 98,500 SH Call DFND 4 98,500 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 91,280 890,100 SH Put DFND 4 890,100 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,203 30,238 SH   DFND 17 30,238 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 11,096 104,757 SH   DFND 21 87,898 0 16,859
UNITED THERAPEUTICS CORP DEL COM 91307C102 561 5,300 SH   DFND 24 5,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 354,513 2,510,712 SH   DFND 17 2,130,022 0 380,690
UNITEDHEALTH GROUP INC COM 91324P102 56,071 397,100 SH   DFND 20 397,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 436,233 3,089,466 SH   DFND 21 2,494,570 0 594,896
UNITEDHEALTH GROUP INC COM 91324P102 579 4,100 SH   DFND 24 4,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 473 3,348 SH   DFND 25 3,348 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 25,091 177,700 SH Call DFND 4 177,700 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 116,787 827,100 SH Put DFND 4 827,100 0 0
UNITIL CORP COM 913259107 225 5,280 SH   DFND 17 5,280 0 0
UNITIL CORP COM 913259107 58 1,351 SH   DFND 21 1,351 0 0
UNIVERSAL CORP VA COM 913456109 23,012 398,549 SH   DFND 3 389,149 0 9,400
UNIVERSAL CORP VA COM 913456109 965 16,712 SH   DFND 17 16,712 0 0
UNIVERSAL CORP VA COM 913456109 2,238 38,758 SH   DFND 21 13,632 0 25,126
UNIVERSAL ELECTRS INC COM 913483103 3,652 50,522 SH   DFND 17 50,522 0 0
UNIVERSAL FST PRODS INC COM 913543104 676 7,297 SH   DFND 17 7,297 0 0
UNIVERSAL FST PRODS INC COM 913543104 7,306 78,827 SH   DFND 21 44,165 0 34,662
UNIVERSAL INS HLDGS INC COM 91359V107 5,759 309,958 SH   DFND 17 127,077 0 182,881
UNIVERSAL INS HLDGS INC COM 91359V107 15,368 827,114 SH   DFND 21 823,986 0 3,128
UNIVERSAL HLTH SVCS INC CL B 913903100 17,341 129,317 SH   DFND 17 100,571 0 28,746
UNIVERSAL HLTH SVCS INC CL B 913903100 45,477 339,130 SH   DFND 21 313,707 0 25,423
UNUM GROUP COM 91529Y106 6,205 195,200 SH   DFND 3 195,200 0 0
UNUM GROUP COM 91529Y106 4,350 136,843 SH   DFND 17 136,843 0 0
UNUM GROUP COM 91529Y106 6,767 212,879 SH   DFND 21 135,282 0 77,597
URBAN OUTFITTERS INC COM 917047102 202 7,344 SH   DFND 21 7,344 0 0
VCA INC COM 918194101 19,241 284,595 SH   DFND 17 238,764 0 45,831
VCA INC COM 918194101 6,654 98,410 SH   DFND 21 95,660 0 2,750
V F CORP COM 918204108 1,298 21,115 SH   DFND 4 21,115 0 0
V F CORP COM 918204108 586 9,537 SH   DFND 21 9,537 0 0
V F CORP CALL 918204908 3,364 54,700 SH Call DFND 4 54,700 0 0
V F CORP PUT 918204958 14,155 230,200 SH Put DFND 4 230,200 0 0
VAIL RESORTS INC COM 91879Q109 598 4,327 SH   DFND 17 3,152 0 1,175
VAIL RESORTS INC COM 91879Q109 1,251 9,047 SH   DFND 21 8,568 0 479
VALEANT PHARMACEUTICALS INTL COM 91911K102 329 16,411 SH   DFND 17 12,306 0 4,105
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,249 112,107 SH   DFND 21 74,508 0 37,599
VALEANT PHARMACEUTICALS INTL COM 91911K102 21 1,068 SH   DFND 25 1,068 0 0
VALE S A ADR 91912E105 6,733 1,330,700 SH   DFND 17 1,330,700 0 0
VALE S A ADR 91912E105 20,380 4,027,596 SH   DFND 21 4,027,596 0 0
VALE S A ADR REPSTG PFD 91912E204 306 76,400 SH   DFND 21 76,400 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,355 105,000 SH   DFND 3 105,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 8,994 176,345 SH   DFND 4 176,345 0 0
VALERO ENERGY CORP NEW COM 91913Y100 71,490 1,401,756 SH   DFND 17 1,235,288 0 166,468
VALERO ENERGY CORP NEW COM 91913Y100 103,399 2,027,433 SH   DFND 21 1,409,362 0 618,071
VALERO ENERGY CORP NEW COM 91913Y100 464 9,100 SH   DFND 24 9,100 0 0
VALERO ENERGY CORP NEW COM 91913Y100 223 4,381 SH   DFND 25 4,381 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 2,754 54,000 SH Call DFND 4 54,000 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 21,221 416,100 SH Put DFND 4 416,100 0 0
VALSPAR CORP COM 920355104 9,642 89,250 SH   DFND 21 89,250 0 0
VALSPAR CORP PUT 920355954 8,426 78,000 SH Put DFND 21 78,000 0 0
VANDA PHARMACEUTICALS INC COM 921659108 539 48,140 SH   DFND 17 44,944 0 3,196
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 9,242 333,515 SH   DFND 17 333,515 0 0
VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 380 16,000 SH   DFND 25 16,000 0 0
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 911 28,000 SH   DFND 24 28,000 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 2,166 38,000 SH   DFND 24 38,000 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 305 3,762 SH   DFND 17 3,762 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 4,149 51,680 SH   DFND 17 51,680 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 638 6,857 SH   DFND 17 6,857 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 2,149 37,000 SH   DFND 24 37,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 42,031 723,800 SH   DFND 25 723,800 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,503 35,078 SH   DFND 17 35,078 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 65,653 1,864,069 SH   DFND 4 1,864,069 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1 15 SH   DFND 17 15 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 881 25,000 SH   DFND 24 25,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 22,019 625,000 SH   DFND 25 625,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 5 102 SH   DFND 17 102 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 11,665 250,000 SH   DFND 24 0 0 250,000
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 8,255 102,119 SH   DFND 17 39,584 0 62,535
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 16,168 200,000 SH   DFND 25 200,000 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 7,995 148,465 SH   DFND 17 148,465 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 3,351 35,446 SH   DFND 17 35,446 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 14,515 162,339 SH   DFND 17 162,339 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 57,222 640,000 SH   DFND 25 640,000 0 0
VANTIV INC CL A 92210H105 62,194 1,098,829 SH   DFND 17 749,136 0 349,693
VARIAN MED SYS INC COM 92220P105 414 5,036 SH   DFND 21 5,036 0 0
VASCULAR SOLUTIONS INC COM 92231M109 8,667 208,043 SH   DFND 17 203,483 0 4,560
VECTREN CORP COM 92240G101 315 5,974 SH   DFND 4 5,974 0 0
VECTREN CORP COM 92240G101 2,363 44,859 SH   DFND 21 19,114 0 25,745
VECTOR GROUP LTD COM 92240M108 320 14,284 SH   DFND 17 14,284 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 22,012 15,400,000 PRN   DFND 17 15,400,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 12,899 11,700,000 PRN   DFND 17 11,700,000 0 0
VEECO INSTRS INC DEL COM 922417100 2,114 127,628 SH   DFND 21 113,708 0 13,920
VEECO INSTRS INC DEL COM 922417100 4,131 249,462 SH   DFND 24 249,462 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 224 28,461 SH   DFND 17 28,461 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 309 39,272 SH   DFND 21 39,272 0 0
VEEVA SYS INC CL A COM 922475108 2,838 83,190 SH   DFND 17 83,190 0 0
VENTAS INC COM 92276F100 7,216 99,100 SH   DFND 3 99,100 0 0
VENTAS INC COM 92276F100 20 277 SH   DFND 17 277 0 0
VENTAS INC CALL 92276F900 3,401 46,700 SH Call DFND 4 46,700 0 0
VENTAS INC PUT 92276F950 12,401 170,300 SH Put DFND 4 170,300 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 62 324 SH   DFND 17 324 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 10,321 53,700 SH   DFND 24 0 0 53,700
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 14,088 73,300 SH   DFND 25 73,300 0 0
VANGUARD INDEX FDS REIT ETF 922908553 665 7,500 SH   DFND   2,500 0 5,000
VANGUARD INDEX FDS REIT ETF 922908553 128,153 1,445,277 SH   DFND 4 1,445,277 0 0
VANGUARD INDEX FDS REIT ETF 922908553 9,685 109,230 SH   DFND 17 109,230 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,995 22,500 SH   DFND 24 22,500 0 0
VANGUARD INDEX FDS REIT ETF 922908553 94,434 1,065,000 SH   DFND 25 1,065,000 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 14,529 125,600 SH   DFND 25 125,600 0 0
VEREIT INC COM 92339V100 8 770 SH   DFND 17 770 0 0
VEREIT INC COM 92339V100 171 16,888 SH   DFND 21 16,888 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 131,077 52,210,000 PRN   DFND 17 48,365,000 0 3,845,000
VERIZON COMMUNICATIONS INC COM 92343V104 167,619 3,001,777 SH   DFND 3 2,997,877 0 3,900
VERIZON COMMUNICATIONS INC COM 92343V104 5,804 103,948 SH   DFND 4 103,948 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 158,699 2,842,034 SH   DFND 17 2,800,952 0 41,082
VERIZON COMMUNICATIONS INC COM 92343V104 189,486 3,393,368 SH   DFND 21 2,541,290 0 852,078
VERIZON COMMUNICATIONS INC COM 92343V104 374 6,699 SH   DFND 25 6,699 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 31,712 567,900 SH Call DFND 4 567,900 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 191,877 3,436,200 SH Put DFND 4 3,436,200 0 0
VERINT SYS INC COM 92343X100 799 24,115 SH   DFND 17 24,115 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 19,128 20,975,000 PRN   DFND 17 20,790,000 0 185,000
VERTEX PHARMACEUTICALS INC COM 92532F100 6,507 75,647 SH   DFND 4 75,647 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 17,784 206,743 SH   DFND 17 179,003 0 27,740
VERTEX PHARMACEUTICALS INC COM 92532F100 7,780 90,440 SH   DFND 24 90,440 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 2,125 24,700 SH Call DFND 4 24,700 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 22,176 257,800 SH Put DFND 4 257,800 0 0
VIAD CORP COM NEW 92552R406 1,185 38,235 SH   DFND 17 29,095 0 9,140
VIAD CORP COM NEW 92552R406 1,342 43,290 SH   DFND 21 10,960 0 32,330
VIACOM INC NEW CL A 92553P102 543 11,695 SH   DFND 17 11,695 0 0
VIACOM INC NEW CL B 92553P201 1,617 38,991 SH   DFND 4 38,991 0 0
VIACOM INC NEW CL B 92553P201 2,048 49,391 SH   DFND 21 49,391 0 0
VIACOM INC NEW CALL 92553P901 303 7,300 SH Call DFND 4 7,300 0 0
VIACOM INC NEW PUT 92553P951 402 9,700 SH Put DFND 4 9,700 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 89 2,800 SH   DFND 3 2,800 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 530 16,657 SH   DFND 21 16,657 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 182 46,800 SH   DFND 17 0 0 46,800
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 210 18,780 SH   DFND 17 4,585 0 14,195
VIRGIN AMER INC COM VTG 92765X208 16,622 295,704 SH   DFND 4 295,704 0 0
VIRGIN AMER INC COM VTG 92765X208 22,098 393,128 SH   DFND 21 393,128 0 0
VIRNETX HLDG CORP COM 92823T108 51 12,652 SH   DFND 17 12,652 0 0
VISA INC COM CL A 92826C839 30,759 414,715 SH   DFND 4 414,715 0 0
VISA INC COM CL A 92826C839 431,289 5,814,873 SH   DFND 17 4,920,536 0 894,337
VISA INC COM CL A 92826C839 53,959 727,500 SH   DFND 20 727,500 0 0
VISA INC COM CL A 92826C839 184,215 2,483,687 SH   DFND 21 2,068,006 0 415,681
VISA INC COM CL A 92826C839 645 8,700 SH   DFND 24 8,700 0 0
VISA INC CALL 92826C909 17,118 230,800 SH Call DFND 4 230,800 0 0
VISA INC PUT 92826C959 124,361 1,676,700 SH Put DFND 4 1,676,700 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 22,675 1,830,100 SH   DFND 3 1,780,200 0 49,900
VISHAY INTERTECHNOLOGY INC COM 928298108 385 31,070 SH   DFND 21 31,070 0 0
VISTA OUTDOOR INC COM 928377100 781 16,354 SH   DFND 21 16,354 0 0
VISTEON CORP COM NEW 92839U206 11,920 181,122 SH   DFND 17 155,353 0 25,769
VISTEON CORP COM NEW 92839U206 532 8,086 SH   DFND 21 6,586 0 1,500
VOCERA COMMUNICATIONS INC COM 92857F107 3,241 252,210 SH   DFND 17 245,636 0 6,574
WI-LAN INC COM 928972108 96 38,070 SH   DFND 21 38,070 0 0
VORNADO RLTY TR SH BEN INT 929042109 4,425 44,192 SH   DFND 4 44,192 0 0
VORNADO RLTY TR SH BEN INT 929042109 14 143 SH   DFND 17 143 0 0
VORNADO RLTY TR PUT 929042959 390 3,900 SH Put DFND 4 3,900 0 0
VOYA FINL INC COM 929089100 10,305 416,195 SH   DFND 17 300,092 0 116,103
VOYA FINL INC COM 929089100 20,384 823,262 SH   DFND 21 686,842 0 136,420
VOYA FINL INC COM 929089100 29 1,155 SH   DFND 25 1,155 0 0
VULCAN MATLS CO COM 929160109 52,700 437,853 SH   DFND 17 350,055 0 87,798
VULCAN MATLS CO COM 929160109 34,052 282,922 SH   DFND 21 282,922 0 0
VULCAN MATLS CO COM 929160109 1,131 9,400 SH   DFND 24 9,400 0 0
WD-40 CO COM 929236107 461 3,925 SH   DFND 17 3,925 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 1,781 105,382 SH   DFND 17 105,382 0 0
WSFS FINL CORP COM 929328102 1,499 46,563 SH   DFND 17 9,463 0 37,100
WSFS FINL CORP COM 929328102 1,164 36,162 SH   DFND 21 33,607 0 2,555
WNS HOLDINGS LTD SPON ADR 92932M101 617 22,863 SH   DFND 17 22,863 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 1,886 69,853 SH   DFND 21 66,860 0 2,993
WPP PLC NEW ADR 92937A102 6,125 58,600 SH   DFND 3 58,600 0 0
WPP PLC NEW ADR 92937A102 14,315 136,960 SH   DFND 17 136,960 0 0
WEC ENERGY GROUP INC COM 92939U106 838 12,838 SH   DFND 17 12,838 0 0
WEC ENERGY GROUP INC CALL 92939U906 1,332 20,400 SH Call DFND 4 20,400 0 0
WEC ENERGY GROUP INC PUT 92939U956 19,166 293,500 SH Put DFND 4 293,500 0 0
WABASH NATL CORP COM 929566107 2,081 163,893 SH   DFND 17 128,793 0 35,100
WABASH NATL CORP COM 929566107 1,721 135,500 SH   DFND 21 100,446 0 35,054
WABTEC CORP COM 929740108 4,193 59,697 SH   DFND 21 59,697 0 0
WABTEC CORP COM 929740108 337 4,800 SH   DFND 24 4,800 0 0
WAL-MART STORES INC COM 931142103 273,678 3,747,984 SH   DFND 3 3,744,884 0 3,100
WAL-MART STORES INC COM 931142103 6,390 87,507 SH   DFND 4 87,507 0 0
WAL-MART STORES INC COM 931142103 91,532 1,253,519 SH   DFND 17 1,253,519 0 0
WAL-MART STORES INC COM 931142103 29,196 399,836 SH   DFND 21 209,442 0 190,394
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,569 18,838 SH   DFND 4 18,838 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 236,852 2,844,382 SH   DFND 17 2,644,952 0 199,430
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,597 43,200 SH   DFND 20 43,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 157,943 1,896,757 SH   DFND 21 1,680,038 0 216,719
WALGREENS BOOTS ALLIANCE INC CALL 931427908 8,835 106,100 SH Call DFND 4 106,100 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 71,979 864,400 SH Put DFND 4 864,400 0 0
WALKER & DUNLOP INC COM 93148P102 370 16,237 SH   DFND 17 16,237 0 0
WALKER & DUNLOP INC COM 93148P102 2,294 100,714 SH   DFND 21 75,024 0 25,690
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 14,840 38,545,000 PRN   DFND 17 38,545,000 0 0
WASHINGTON FED INC COM 938824109 48,330 1,992,150 SH   DFND 3 1,945,950 0 46,200
WASHINGTON FED INC COM 938824109 5,183 213,638 SH   DFND 17 213,638 0 0
WASTE MGMT INC DEL COM 94106L109 737 11,128 SH   DFND 4 11,128 0 0
WASTE MGMT INC DEL COM 94106L109 1,511 22,795 SH   DFND 17 22,795 0 0
WASTE MGMT INC DEL COM 94106L109 25,066 378,233 SH   DFND 21 363,831 0 14,402
WASTE MGMT INC DEL CALL 94106L909 2,180 32,900 SH Call DFND 4 32,900 0 0
WASTE MGMT INC DEL PUT 94106L959 18,489 279,000 SH Put DFND 4 279,000 0 0
WATERS CORP COM 941848103 1,302 9,259 SH   DFND 21 9,259 0 0
WATERSTONE FINL INC MD COM 94188P101 345 22,530 SH   DFND 17 22,530 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 4,450 76,384 SH   DFND 17 76,384 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 16,341 15,000,000 PRN   DFND 4 15,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 31,030 28,500,000 PRN   DFND 17 24,625,000 0 3,875,000
WEB COM GROUP INC COM 94733A104 668 36,760 SH   DFND 17 0 0 36,760
WEB COM GROUP INC COM 94733A104 1,284 70,635 SH   DFND 21 0 0 70,635
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 19,647 21,240,000 PRN   DFND 17 19,675,000 0 1,565,000
WEBMD HEALTH CORP COM 94770V102 3,401 58,525 SH   DFND 17 49,210 0 9,315
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 33,741 26,360,000 PRN   DFND 17 23,810,000 0 2,550,000
WEBSTER FINL CORP CONN COM 947890109 516 15,202 SH   DFND 17 15,202 0 0
WEBSTER FINL CORP CONN COM 947890109 4,170 122,828 SH   DFND 21 122,828 0 0
WEIBO CORP SPONSORED ADR 948596101 3,466 122,000 SH   DFND 20 122,000 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 367 31,518 SH   DFND 4 31,518 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 2,087 179,418 SH   DFND 17 0 0 179,418
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 26,483 14,450,000 PRN   DFND 17 12,855,000 0 1,595,000
WELLS FARGO & CO NEW COM 949746101 301,541 6,371,030 SH   DFND 3 6,365,730 0 5,300
WELLS FARGO & CO NEW COM 949746101 41,882 884,894 SH   DFND 4 884,894 0 0
WELLS FARGO & CO NEW COM 949746101 201,930 4,266,436 SH   DFND 17 4,150,569 0 115,867
WELLS FARGO & CO NEW COM 949746101 5,486 115,902 SH   DFND 20 115,902 0 0
WELLS FARGO & CO NEW COM 949746101 350,967 7,415,322 SH   DFND 21 5,852,657 0 1,562,665
WELLS FARGO & CO NEW COM 949746101 409 8,635 SH   DFND 25 8,635 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 184,209 141,740 SH   DFND 4 137,140 0 4,600
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 198,109 152,485 SH   DFND 17 143,970 0 8,515
WELLS FARGO & CO NEW CALL 949746901 20,347 429,900 SH Call DFND 4 429,900 0 0
WELLS FARGO & CO NEW PUT 949746951 170,951 3,611,900 SH Put DFND 4 3,611,900 0 0
WELLTOWER INC COM 95040Q104 17,259 226,590 SH   DFND 4 226,590 0 0
WELLTOWER INC COM 95040Q104 5,789 76,004 SH   DFND 17 76,004 0 0
WELLTOWER INC COM 95040Q104 7,843 102,964 SH   DFND 21 0 0 102,964
WELLTOWER INC 6.50% PFD PREPET 95040Q203 7,695 113,000 SH   DFND 4 113,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 69,888 1,030,800 SH   DFND 17 975,360 0 55,440
WELLTOWER INC CALL 95040Q904 2,483 32,600 SH Call DFND 4 32,600 0 0
WELLTOWER INC PUT 95040Q954 20,794 273,000 SH Put DFND 4 273,000 0 0
WENDYS CO COM 95058W100 150 15,595 SH   DFND 17 0 0 15,595
WENDYS CO COM 95058W100 1,794 186,439 SH   DFND 21 186,439 0 0
WERNER ENTERPRISES INC COM 950755108 395 17,213 SH   DFND 17 17,213 0 0
WERNER ENTERPRISES INC COM 950755108 4,878 212,382 SH   DFND 21 212,382 0 0
WESBANCO INC COM 950810101 20,347 655,291 SH   DFND 3 655,291 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 44,814 24,725,000 PRN   DFND 17 23,330,000 0 1,395,000
WEST CORP COM 952355204 45,580 2,318,422 SH   DFND 3 2,269,764 0 48,658
WEST CORP COM 952355204 2,089 106,263 SH   DFND 17 106,263 0 0
WEST CORP COM 952355204 1,962 99,821 SH   DFND 21 52,541 0 47,280
WEST PHARMACEUTICAL SVSC INC COM 955306105 19,395 255,601 SH   DFND 17 207,322 0 48,279
WEST PHARMACEUTICAL SVSC INC COM 955306105 140 1,850 SH   DFND 21 0 0 1,850
WESTAR ENERGY INC COM 95709T100 718 12,802 SH   DFND 17 12,802 0 0
WESTAR ENERGY INC COM 95709T100 16,496 294,095 SH   DFND 21 288,723 0 5,372
WESTERN ALLIANCE BANCORP COM 957638109 17,691 541,826 SH   DFND 17 437,170 0 104,656
WESTERN ALLIANCE BANCORP COM 957638109 3,178 97,334 SH   DFND 21 89,718 0 7,616
WESTERN ASSET MTG CAP CORP COM 95790D105 75 7,998 SH   DFND 17 7,998 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 230 24,480 SH   DFND 21 24,480 0 0
WESTERN DIGITAL CORP COM 958102105 1,602 33,890 SH   DFND 4 33,890 0 0
WESTERN DIGITAL CORP COM 958102105 14,038 297,039 SH   DFND 17 251,453 0 45,586
WESTERN DIGITAL CORP COM 958102105 28,473 602,475 SH   DFND 21 299,181 0 303,294
WESTERN DIGITAL CORP COM 958102105 42 881 SH   DFND 25 881 0 0
WESTERN REFNG INC COM 959319104 15,060 730,000 SH   DFND 3 713,750 0 16,250
WESTERN REFNG INC COM 959319104 1,878 91,043 SH   DFND 17 88,187 0 2,856
WESTERN REFNG INC COM 959319104 15,973 774,273 SH   DFND 21 428,988 0 345,285
WESTERN REFNG INC COM 959319104 15 743 SH   DFND 25 743 0 0
WESTERN UN CO COM 959802109 575 29,970 SH   DFND 4 29,970 0 0
WESTERN UN CO COM 959802109 3,735 194,712 SH   DFND 17 188,502 0 6,210
WESTERN UN CO COM 959802109 42,513 2,216,513 SH   DFND 21 2,033,682 0 182,831
WESTERN UN CO COM 959802109 31 1,616 SH   DFND 25 1,616 0 0
WESTLAKE CHEM CORP COM 960413102 175 4,066 SH   DFND 17 4,066 0 0
WESTLAKE CHEM CORP COM 960413102 1,418 33,049 SH   DFND 21 16,336 0 16,713
WESTROCK CO COM 96145D105 380 9,779 SH   DFND 21 1,498 0 8,281
WEYERHAEUSER CO COM 962166104 2,756 92,571 SH   DFND 4 92,571 0 0
WEYERHAEUSER CO COM 962166104 20 678 SH   DFND 17 678 0 0
WEYERHAEUSER CO COM 962166104 166 5,572 SH   DFND 21 5,572 0 0
WEYERHAEUSER CO CALL 962166904 1,483 49,800 SH Call DFND 4 49,800 0 0
WEYERHAEUSER CO PUT 962166954 15,108 507,500 SH Put DFND 4 507,500 0 0
WHIRLPOOL CORP COM 963320106 5,666 34,000 SH   DFND 3 34,000 0 0
WHIRLPOOL CORP COM 963320106 5,376 32,263 SH   DFND 17 32,263 0 0
WHIRLPOOL CORP COM 963320106 36,889 221,372 SH   DFND 21 114,511 0 106,861
WHITEWAVE FOODS CO COM 966244105 9,509 202,568 SH   DFND 17 168,005 0 34,563
WHITING PETE CORP NEW COM 966387102 34,438 3,719,042 SH   DFND 4 3,719,042 0 0
WHITING PETE CORP NEW COM 966387102 12,194 1,316,825 SH   DFND 17 1,316,825 0 0
WHITING PETE CORP NEW COM 966387102 533 57,600 SH   DFND 24 57,600 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 11,407 14,280,000 PRN   DFND 17 14,280,000 0 0
WHITING PETE CORP NEW DBCV 1.250% 4/0 966387AU6 38,856 43,415,000 PRN   DFND 17 43,415,000 0 0
WHOLE FOODS MKT INC COM 966837106 6,001 187,400 SH   DFND 3 187,400 0 0
WHOLE FOODS MKT INC COM 966837106 736 23,000 SH   DFND 21 23,000 0 0
WILLIAMS COS INC DEL CALL 969457900 270 12,500 SH Call DFND 4 12,500 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 10,156 1,095,556 SH   DFND 4 1,095,556 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 114 12,960 SH   DFND 17 12,960 0 0
WINTRUST FINL CORP COM 97650W108 2,734 53,617 SH   DFND 17 53,617 0 0
WINTRUST FINL CORP COM 97650W108 3,799 74,482 SH   DFND 21 45,354 0 29,128
WISDOMTREE TR JAPN HEDGE EQT 97717W851 374 9,640 SH   DFND   3,070 0 6,570
WOODWARD INC COM 980745103 111 1,930 SH   DFND 17 0 0 1,930
WOODWARD INC COM 980745103 4,650 80,671 SH   DFND 21 74,664 0 6,007
WOODWARD INC COM 980745103 7,136 123,800 SH   DFND 24 123,800 0 0
WORKDAY INC CL A 98138H101 23,652 316,756 SH   DFND 17 284,026 0 32,730
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 30,247 27,265,000 PRN   DFND 17 27,265,000 0 0
WORLD FUEL SVCS CORP COM 981475106 43,674 919,638 SH   DFND 3 899,088 0 20,550
WORLD FUEL SVCS CORP COM 981475106 1,496 31,495 SH   DFND 17 13,101 0 18,394
WORLD FUEL SVCS CORP COM 981475106 439 9,241 SH   DFND 21 9,241 0 0
WORTHINGTON INDS INC COM 981811102 1,090 25,770 SH   DFND 21 25,770 0 0
WPX ENERGY INC PFD SER A CV 98212B202 36,196 783,965 SH   DFND 17 734,265 0 49,700
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 46,514 50,680,000 PRN   DFND 17 50,280,000 0 400,000
WYNDHAM WORLDWIDE CORP COM 98310W108 3,197 44,887 SH   DFND 21 30,031 0 14,856
WYNN RESORTS LTD COM 983134107 1,642 18,113 SH   DFND 4 16,592 0 1,521
XACTLY CORP COM 98386L101 3,563 278,157 SH   DFND 17 270,939 0 7,218
XCEL ENERGY INC COM 98389B100 849 18,957 SH   DFND 4 18,957 0 0
XCEL ENERGY INC COM 98389B100 10,761 240,312 SH   DFND 17 108,112 0 132,200
XCEL ENERGY INC COM 98389B100 25,700 573,923 SH   DFND 21 480,626 0 93,297
XCEL ENERGY INC CALL 98389B900 1,720 38,400 SH Call DFND 4 38,400 0 0
XCEL ENERGY INC PUT 98389B950 11,320 252,800 SH Put DFND 4 252,800 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 74,686 46,825,000 PRN   DFND 17 44,880,000 0 1,945,000
XENOPORT INC COM 98411C100 5,632 800,000 SH   DFND 21 800,000 0 0
XEROX CORP COM 984121103 11 1,210 SH   DFND 3 1,210 0 0
XEROX CORP COM 984121103 944 99,424 SH   DFND 4 99,424 0 0
XEROX CORP COM 984121103 2,339 246,431 SH   DFND 17 246,431 0 0
XEROX CORP COM 984121103 18,478 1,947,146 SH   DFND 21 867,051 0 1,080,095
XYLEM INC COM 98419M100 30,921 692,530 SH   DFND 17 692,530 0 0
XYLEM INC COM 98419M100 13,251 296,785 SH   DFND 21 254,677 0 42,108
XYLEM INC COM 98419M100 18,387 411,800 SH   DFND 24 411,800 0 0
XURA INC COM 98420V107 10,288 421,110 SH   DFND 21 421,110 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 34,622 35,510,000 PRN   DFND 17 35,510,000 0 0
YAHOO INC COM 984332106 928 24,703 SH   DFND 4 24,703 0 0
YAHOO INC COM 984332106 574 15,270 SH   DFND 17 10,500 0 4,770
YAHOO INC CALL 984332906 5,796 154,300 SH Call DFND 4 154,300 0 0
YAHOO INC PUT 984332956 35,866 954,900 SH Put DFND 4 954,900 0 0
YAHOO INC NOTE 12/0 984332AF3 66,305 66,840,000 PRN   DFND 17 66,490,000 0 350,000
YAMANA GOLD INC COM 98462Y100 895 173,064 SH   DFND 21 25,687 0 147,377
YELP INC CL A 985817105 15,908 523,987 SH   DFND 17 368,542 0 155,445
YUM BRANDS INC COM 988498101 224 2,700 SH   DFND 21 2,700 0 0
YUM BRANDS INC CALL 988498901 6,783 81,800 SH Call DFND 4 81,800 0 0
YUM BRANDS INC PUT 988498951 28,840 347,800 SH Put DFND 4 347,800 0 0
ZAGG INC COM 98884U108 110 20,993 SH   DFND 17 20,993 0 0
ZAGG INC COM 98884U108 171 32,481 SH   DFND 21 32,481 0 0
ZENDESK INC COM 98936J101 12,923 489,862 SH   DFND 17 489,862 0 0
ZILLOW GROUP INC CL A 98954M101 246 6,725 SH   DFND 17 100 0 6,625
ZILLOW GROUP INC CL C CAP STK 98954M200 488 13,450 SH   DFND 17 200 0 13,250
ZIMMER BIOMET HLDGS INC COM 98956P102 7,921 65,800 SH   DFND 3 65,800 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,698 47,331 SH   DFND 17 29,991 0 17,340
ZIMMER BIOMET HLDGS INC COM 98956P102 4,343 36,079 SH   DFND 21 33,718 0 2,361
ZIMMER BIOMET HLDGS INC CALL 98956P902 3,431 28,500 SH Call DFND 4 28,500 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 22,463 186,600 SH Put DFND 4 186,600 0 0
ZIONS BANCORPORATION COM 989701107 2,138 85,096 SH   DFND 17 85,096 0 0
ZIX CORP COM 98974P100 216 57,470 SH   DFND 17 5,445 0 52,025
ZOGENIX INC COM NEW 98978L204 328 40,706 SH   DFND 17 40,706 0 0
ZOETIS INC CL A 98978V103 1,267 26,700 SH   DFND 4 26,700 0 0
ZOETIS INC CL A 98978V103 8,167 172,085 SH   DFND 17 136,600 0 35,485
ZOETIS INC CL A 98978V103 6,949 146,424 SH   DFND 21 146,424 0 0
ZOETIS INC CALL 98978V903 2,264 47,700 SH Call DFND 4 47,700 0 0
ZOETIS INC PUT 98978V953 18,272 385,000 SH Put DFND 4 385,000 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,211 132,196 SH   DFND 17 19,803 0 112,393
EURONAV NV ANTWERPEN SHS B38564108 4,500 491,355 SH   DFND 21 146,738 0 344,617
DEUTSCHE BANK AG NAMEN AKT D18190898 624 45,390 SH   DFND 17 45,390 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 47,210 3,436,753 SH   DFND 21 1,103,362 0 2,333,391
SOCIETE GENERALE DEBT 8.250%12/2 F849BQAA2 201 200,000 PRN   DFND 21 200,000 0 0
AIRCASTLE LTD COM G0129K104 7,708 394,044 SH   DFND 17 193,390 0 200,654
AIRCASTLE LTD COM G0129K104 15,417 788,189 SH   DFND 21 453,470 0 334,719
AIRCASTLE LTD COM G0129K104 65 3,320 SH   DFND 25 3,320 0 0
ALKERMES PLC SHS G01767105 1,811 41,898 SH   DFND 17 41,898 0 0
ALKERMES PLC SHS G01767105 947 21,900 SH   DFND 24 21,900 0 0
ALLERGAN PLC SHS G0177J108 39,042 168,946 SH   DFND 4 168,946 0 0
ALLERGAN PLC SHS G0177J108 109,514 473,903 SH   DFND 17 392,581 0 81,322
ALLERGAN PLC SHS G0177J108 2,681 11,600 SH   DFND 20 11,600 0 0
ALLERGAN PLC SHS G0177J108 15,738 68,103 SH   DFND 21 43,112 0 24,991
ALLERGAN PLC PFD CONV SER A G0177J116 239,929 287,830 SH   DFND 17 271,220 0 16,610
ALLERGAN PLC CALL G0177J908 10,445 45,200 SH Call DFND 4 45,200 0 0
ALLERGAN PLC PUT G0177J958 124,927 540,600 SH Put DFND 4 540,600 0 0
AMDOCS LTD SHS G02602103 36 630 SH   DFND 3 630 0 0
AMDOCS LTD SHS G02602103 12,729 220,533 SH   DFND 17 131,044 0 89,489
AMDOCS LTD SHS G02602103 58,227 1,008,790 SH   DFND 21 822,334 0 186,456
AMBARELLA INC SHS G037AX101 2,239 44,065 SH   DFND 17 33,685 0 10,380
AON PLC SHS CL A G0408V102 6,597 60,400 SH   DFND 3 60,400 0 0
AON PLC SHS CL A G0408V102 54 490 SH   DFND 17 0 0 490
AON PLC SHS CL A G0408V102 1,150 10,525 SH   DFND 21 10,525 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 347 6,694 SH   DFND 17 6,694 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,759 53,160 SH   DFND 21 47,133 0 6,027
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 11,649 251,174 SH   DFND 17 138,569 0 112,605
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 38,984 840,537 SH   DFND 21 705,234 0 135,303
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 121 2,607 SH   DFND 25 2,607 0 0
ARRIS INTL INC SHS G0551A103 2,155 102,823 SH   DFND 17 102,823 0 0
ARRIS INTL INC SHS G0551A103 15,202 725,284 SH   DFND 21 679,989 0 45,295
ASSURED GUARANTY LTD COM G0585R106 421 16,600 SH   DFND 17 0 0 16,600
ASSURED GUARANTY LTD COM G0585R106 1,657 65,332 SH   DFND 21 52,056 0 13,276
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 3,463 201,098 SH   DFND 17 194,360 0 6,738
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 8,100 147,278 SH   DFND 17 145,741 0 1,537
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 25,268 459,421 SH   DFND 21 447,081 0 12,340
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 22 398 SH   DFND 25 398 0 0
AXALTA COATING SYS LTD COM G0750C108 27,929 1,052,750 SH   DFND 17 986,520 0 66,230
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 123,695 1,091,846 SH   DFND 17 861,307 0 230,539
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,606 23,000 SH   DFND 20 23,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 211,529 1,867,144 SH   DFND 21 1,649,228 0 217,916
BUNGE LIMITED COM G16962105 400 6,764 SH   DFND 17 6,764 0 0
BUNGE LIMITED COM G16962105 4,602 77,798 SH   DFND 21 77,798 0 0
CREDICORP LTD COM G2519Y108 2,037 13,200 SH   DFND 17 0 0 13,200
CREDICORP LTD COM G2519Y108 575 3,726 SH   DFND 21 3,726 0 0
COSAN LTD SHS A G25343107 2,143 329,114 SH   DFND 17 25,761 0 303,353
COSAN LTD SHS A G25343107 513 78,769 SH   DFND 21 78,769 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 4,969 139,233 SH   DFND 21 139,233 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 63,983 1,022,093 SH   DFND 17 814,799 0 207,294
DELPHI AUTOMOTIVE PLC SHS G27823106 14,315 228,676 SH   DFND 21 214,577 0 14,099
EATON CORP PLC SHS G29183103 164,768 2,758,550 SH   DFND 3 2,756,450 0 2,100
EATON CORP PLC SHS G29183103 40,716 681,666 SH   DFND 17 681,666 0 0
EATON CORP PLC SHS G29183103 15,338 256,791 SH   DFND 21 120,586 0 136,205
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 8,513 126,751 SH   DFND 17 56,724 0 70,027
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 36,979 550,616 SH   DFND 21 345,719 0 204,897
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 136 2,028 SH   DFND 25 2,028 0 0
ENDO INTL PLC SHS G30401106 9 600 SH   DFND 17 600 0 0
ENDO INTL PLC SHS G30401106 426 27,342 SH   DFND 21 27,342 0 0
ENSCO PLC SHS CLASS A G3157S106 389 40,011 SH   DFND 21 40,011 0 0
EVEREST RE GROUP LTD COM G3223R108 5,699 31,200 SH   DFND 3 31,200 0 0
EVEREST RE GROUP LTD COM G3223R108 20,485 112,141 SH   DFND 17 74,876 0 37,265
EVEREST RE GROUP LTD COM G3223R108 83,603 457,671 SH   DFND 21 354,170 0 103,501
EVEREST RE GROUP LTD COM G3223R108 185 1,013 SH   DFND 25 1,013 0 0
FABRINET SHS G3323L100 4,494 121,080 SH   DFND 17 90,785 0 30,295
FABRINET SHS G3323L100 536 14,439 SH   DFND 21 9,545 0 4,894
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,444 26,521 SH   DFND 17 6,870 0 19,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 3,493 64,182 SH   DFND 21 22,183 0 41,999
FRONTLINE LTD SHS NEW G3682E192 553 70,270 SH   DFND 17 0 0 70,270
FRONTLINE LTD SHS NEW G3682E192 234 29,703 SH   DFND 21 29,703 0 0
GENPACT LIMITED SHS G3922B107 558 20,789 SH   DFND 17 16,989 0 3,800
HELEN OF TROY CORP LTD COM G4388N106 2,832 27,534 SH   DFND 17 27,534 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,626 15,809 SH   DFND 21 15,809 0 0
HERBALIFE LTD COM USD SHS G4412G101 252 4,300 SH   DFND 21 4,300 0 0
HORIZON PHARMA PLC SHS G4617B105 1,979 120,175 SH   DFND 17 120,175 0 0
HORIZON PHARMA PLC SHS G4617B105 17,478 1,061,194 SH   DFND 21 1,061,194 0 0
ICON PLC SHS G4705A100 7,111 101,578 SH   DFND 21 8,326 0 93,252
INGERSOLL-RAND PLC SHS G47791101 6,241 98,000 SH   DFND 3 98,000 0 0
INGERSOLL-RAND PLC SHS G47791101 751 11,795 SH   DFND 17 9,465 0 2,330
INGERSOLL-RAND PLC SHS G47791101 1,592 25,000 SH   DFND 21 25,000 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4,145 221,197 SH   DFND 21 209,176 0 12,021
WEATHERFORD INTL PLC ORD SHS G48833100 28,944 5,215,115 SH   DFND 17 5,181,450 0 33,665
WEATHERFORD INTL PLC ORD SHS G48833100 4,412 795,000 SH   DFND 20 795,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 888 160,000 SH   DFND 21 160,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 749 135,000 SH   DFND 24 135,000 0 0
INVESCO LTD SHS G491BT108 508 19,873 SH   DFND 17 19,873 0 0
INVESCO LTD SHS G491BT108 1,991 77,949 SH   DFND 21 72,582 0 5,367
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,895 34,643 SH   DFND 17 33,788 0 855
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,964 13,896 SH   DFND 21 12,228 0 1,668
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,724 12,200 SH   DFND 24 12,200 0 0
LAZARD LTD SHS A G54050102 5,268 176,900 SH   DFND 3 176,900 0 0
LAZARD LTD SHS A G54050102 54 1,800 SH   DFND 21 1,800 0 0
LIVANOVA PLC SHS G5509L101 304 6,053 SH   DFND 21 5,130 0 923
LUXOFT HLDG INC ORD SHS CL A G57279104 27,124 521,413 SH   DFND 21 521,413 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,599 130,650 SH   DFND 17 53,656 0 76,994
MAIDEN HOLDINGS LTD SHS G5753U112 3,864 315,651 SH   DFND 21 206,812 0 108,839
MALLINCKRODT PUB LTD CO SHS G5785G107 1,346 22,144 SH   DFND 17 19,519 0 2,625
MALLINCKRODT PUB LTD CO SHS G5785G107 8,085 133,021 SH   DFND 21 66,302 0 66,719
MARKIT LTD SHS G58249106 17,930 550,000 SH   DFND 4 550,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 23,404 2,455,850 SH   DFND 17 1,822,070 0 633,780
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 100 10,464 SH   DFND 21 10,464 0 0
MEDTRONIC PLC SHS G5960L103 8,408 96,900 SH   DFND 3 96,900 0 0
MEDTRONIC PLC SHS G5960L103 44,658 514,673 SH   DFND 17 391,459 0 123,214
MEDTRONIC PLC SHS G5960L103 197,507 2,276,210 SH   DFND 21 1,631,129 0 645,081
MEDTRONIC PLC SHS G5960L103 396 4,566 SH   DFND 25 4,566 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 160 3,235 SH   DFND 17 0 0 3,235
MICHAEL KORS HLDGS LTD SHS G60754101 84 1,700 SH   DFND 21 1,700 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 232 16,660 SH   DFND 17 16,660 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,689 267,547 SH   DFND 21 257,005 0 10,542
NIELSEN HLDGS PLC SHS EUR G6518L108 942 18,132 SH   DFND 17 18,132 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 25,107 483,100 SH   DFND 20 483,100 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 135,853 2,614,071 SH   DFND 21 2,187,695 0 426,376
NOBLE CORP PLC SHS USD G65431101 5,459 662,465 SH   DFND 17 253,387 0 409,078
NOBLE CORP PLC SHS USD G65431101 19,727 2,394,079 SH   DFND 21 2,373,023 0 21,056
NOMAD HLDGS LTD USD ORD SHS G6564A105 162 20,321 SH   DFND 17 20,321 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 784 98,233 SH   DFND 21 98,233 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 4,618 332,466 SH   DFND 17 81,852 0 250,614
NORDIC AMERICAN TANKERS LIMI COM G65773106 12,384 891,549 SH   DFND 21 558,799 0 332,750
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 4,658 116,924 SH   DFND 21 116,924 0 0
OM ASSET MGMT PLC SHS G67506108 23,118 1,731,663 SH   DFND 3 1,693,634 0 38,029
PROTHENA CORP PLC SHS G72800108 1,098 31,398 SH   DFND 17 31,398 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 458 3,900 SH   DFND 17 0 0 3,900
RENAISSANCERE HOLDINGS LTD COM G7496G103 141 1,200 SH   DFND 21 1,200 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 5,172 292,847 SH   DFND 17 60,186 0 232,661
ROWAN COMPANIES PLC SHS CL A G7665A101 11,474 649,723 SH   DFND 21 510,540 0 139,183
ROWAN COMPANIES PLC SHS CL A G7665A101 87 4,952 SH   DFND 25 4,952 0 0
SEADRILL LIMITED SHS G7945E105 483 151,041 SH   DFND 17 34,581 0 116,460
SEADRILL LIMITED SHS G7945E105 991 309,829 SH   DFND 21 309,829 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 401 16,466 SH   DFND 21 14,827 0 1,639
PENTAIR PLC SHS G7S00T104 8,693 149,128 SH   DFND 17 149,128 0 0
PENTAIR PLC SHS G7S00T104 1,725 29,587 SH   DFND 21 27,304 0 2,283
PENTAIR PLC SHS G7S00T104 7,403 127,000 SH   DFND 24 127,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 5,189 352,003 SH   DFND 17 38,680 0 313,323
SHIP FINANCE INTERNATIONAL L SHS G81075106 8,009 543,325 SH   DFND 21 349,738 0 193,587
SIGNET JEWELERS LIMITED SHS G81276100 12,843 155,843 SH   DFND 21 155,843 0 0
SINA CORP ORD G81477104 504 9,710 SH   DFND 17 100 0 9,610
STERIS PLC SHS USD G84720104 10,567 153,707 SH   DFND 21 118,893 0 34,814
TRAVELPORT WORLDWIDE LTD SHS G9019D104 2,527 196,065 SH   DFND 17 196,065 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 876 186,761 SH   DFND 17 22,309 0 164,452
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 463 98,670 SH   DFND 21 98,670 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 131 2,693 SH   DFND 17 2,693 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,051 42,211 SH   DFND 21 39,194 0 3,017
WILLIS TOWERS WATSON PUB LTD SHS G96629103 8,464 68,085 SH   DFND 17 55,521 0 12,564
PERRIGO CO PLC SHS G97822103 5,020 55,363 SH   DFND 21 55,363 0 0
XL GROUP PLC SHS G98290102 217 6,501 SH   DFND 17 6,501 0 0
XL GROUP PLC SHS G98290102 3,187 95,664 SH   DFND 21 94,883 0 781
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 842 23,969 SH   DFND 21 20,699 0 3,270
CHUBB LIMITED COM H1467J104 9,917 75,873 SH   DFND 17 18,715 0 57,158
CHUBB LIMITED COM H1467J104 26,034 199,176 SH   DFND 21 163,583 0 35,593
GARMIN LTD SHS H2906T109 54,505 1,284,900 SH   DFND 17 961,092 0 323,808
GARMIN LTD SHS H2906T109 144 3,400 SH   DFND 21 3,400 0 0
UBS GROUP AG SHS H42097107 1,837 142,380 SH   DFND 17 121,866 0 20,514
UBS GROUP AG SHS H42097107 197,491 15,306,090 SH   DFND 21 10,630,178 0 4,675,912
UBS GROUP AG SHS H42097107 245 19,000 SH   DFND 24 19,000 0 0
UBS GROUP AG SHS H42097107 69 5,317 SH   DFND 25 5,317 0 0
LOGITECH INTL S A SHS H50430232 758 46,710 SH   DFND 17 0 0 46,710
LOGITECH INTL S A SHS H50430232 1,481 91,303 SH   DFND 21 91,303 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,379 94,189 SH   DFND 17 82,909 0 11,280
TE CONNECTIVITY LTD REG SHS H84989104 28,035 490,890 SH   DFND 21 480,803 0 10,087
TRANSOCEAN LTD REG SHS H8817H100 2,247 188,997 SH   DFND 17 188,997 0 0
TRANSOCEAN LTD REG SHS H8817H100 18,368 1,544,841 SH   DFND 21 1,530,248 0 14,593
ADECOAGRO S A COM L00849106 6,482 590,844 SH   DFND 17 551,044 0 39,800
ADECOAGRO S A COM L00849106 458 41,760 SH   DFND 21 41,760 0 0
ADECOAGRO S A COM L00849106 3,517 320,579 SH   DFND 24 320,579 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,799 64,621 SH   DFND 21 64,621 0 0
INTELSAT S A COM L5140P101 1,612 624,962 SH   DFND 17 624,962 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 8 100 SH   DFND 17 100 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,994 25,027 SH   DFND 21 25,027 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 3,229 66,455 SH   DFND 17 66,455 0 0
ELBIT SYS LTD ORD M3760D101 28,135 310,815 SH   DFND 3 298,815 0 12,000
ELBIT SYS LTD ORD M3760D101 385 4,252 SH   DFND 17 912 0 3,340
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,424 50,552 SH   DFND 17 50,552 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 667 13,914 SH   DFND 21 13,914 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 7,829 2,020,656 SH   DFND 17 2,020,656 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 260 41,264 SH   DFND 17 0 0 41,264
NATIONAL BANK OF ABU DHABI MTNF 1.000% 3/1 M7080ZTU0 1,788 1,800,000 PRN   DFND 21 1,800,000 0 0
ORBOTECH LTD ORD M75253100 1,167 45,674 SH   DFND 21 45,674 0 0
RR MEDIA LTD SHS M8183P102 3,845 294,185 SH   DFND 21 294,185 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1,336 9,173 SH   DFND 17 273 0 8,900
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 393 2,700 SH   DFND 21 2,700 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 463 38,665 SH   DFND 17 38,665 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,854 154,804 SH   DFND 21 146,599 0 8,205
AERCAP HOLDINGS NV SHS N00985106 14,996 446,452 SH   DFND 17 240,898 0 205,554
AERCAP HOLDINGS NV SHS N00985106 44,201 1,315,911 SH   DFND 21 990,483 0 325,428
AERCAP HOLDINGS NV SHS N00985106 87 2,591 SH   DFND 25 2,591 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 2,577 25,975 SH   DFND 17 25,975 0 0
CNH INDL N V SHS N20944109 16,651 2,328,776 SH   DFND 21 1,182,553 0 1,146,223
CONSTELLIUM NV CL A N22035104 6,707 1,430,003 SH   DFND 21 1,430,003 0 0
FERRARI N V COM N3167Y103 23,649 577,792 SH   DFND 17 574,021 0 3,771
FERRARI N V COM N3167Y103 4,648 113,562 SH   DFND 21 86,391 0 27,171
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 2,107 344,347 SH   DFND 17 38,907 0 305,440
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 7,889 1,288,994 SH   DFND 21 1,134,156 0 154,838
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 62,005 1,041,810 SH   DFND 17 1,036,935 0 4,875
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 40,955 887,615 SH   DFND 17 856,050 0 31,565
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 554 12,000 SH   DFND 21 12,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,382 45,450 SH   DFND 3 45,450 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 27,733 372,654 SH   DFND 17 242,734 0 129,920
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 104,797 1,408,185 SH   DFND 21 1,123,531 0 284,654
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 256 3,435 SH   DFND 25 3,435 0 0
MYLAN N V SHS EURO N59465109 17,124 396,029 SH   DFND 17 376,213 0 19,816
MYLAN N V SHS EURO N59465109 60,100 1,389,924 SH   DFND 21 1,039,169 0 350,755
MYLAN N V SHS EURO N59465109 1,038 24,000 SH   DFND 24 24,000 0 0
MYLAN N V SHS EURO N59465109 153 3,532 SH   DFND 25 3,532 0 0
NXP SEMICONDUCTORS N V COM N6596X109 39,181 500,140 SH   DFND 17 393,891 0 106,249
NXP SEMICONDUCTORS N V COM N6596X109 3,713 47,394 SH   DFND 21 45,164 0 2,230
ORTHOFIX INTL N V COM N6748L102 330 7,775 SH   DFND 17 4,990 0 2,785
QIAGEN NV REG SHS N72482107 2,541 116,489 SH   DFND 21 50,000 0 66,489
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,367 39,192 SH   DFND 21 39,192 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,617 75,000 SH   DFND 24 75,000 0 0
YANDEX N V SHS CLASS A N97284108 2,454 112,310 SH   DFND 21 112,310 0 0
COPA HOLDINGS SA CL A P31076105 415 7,948 SH   DFND 21 7,948 0 0
TRONOX LTD SHS CL A Q9235V101 54 12,156 SH   DFND 21 12,156 0 0
PLANET PAYMENT INC SHS U72603118 3,625 807,402 SH   DFND 17 785,357 0 22,045
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 794 11,827 SH   DFND 4 11,827 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 30,047 447,462 SH   DFND 17 352,414 0 95,048
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 15,700 233,805 SH   DFND 21 165,612 0 68,193
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 2,391 35,600 SH Put DFND 4 35,600 0 0
ARDMORE SHIPPING CORP COM Y0207T100 335 49,456 SH   DFND 17 0 0 49,456
ARDMORE SHIPPING CORP COM Y0207T100 334 49,352 SH   DFND 21 0 0 49,352
BROADCOM LTD SHS Y09827109 7,722 49,693 SH   DFND 3 49,693 0 0
BROADCOM LTD SHS Y09827109 165,196 1,063,036 SH   DFND 17 857,115 0 205,921
BROADCOM LTD SHS Y09827109 17,358 111,700 SH   DFND 20 111,700 0 0
BROADCOM LTD SHS Y09827109 23,786 153,066 SH   DFND 21 131,067 0 21,999
DHT HOLDINGS INC SHS NEW Y2065G121 4,185 831,980 SH   DFND 17 93,026 0 738,954
DHT HOLDINGS INC SHS NEW Y2065G121 5,600 1,113,229 SH   DFND 21 600,063 0 513,166
DORIAN LPG LTD SHS USD Y2106R110 372 52,759 SH   DFND 17 0 0 52,759
DORIAN LPG LTD SHS USD Y2106R110 60 8,577 SH   DFND 21 8,577 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 5,326 451,335 SH   DFND 17 451,335 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 50,149 4,249,900 SH   DFND 21 3,158,515 0 1,091,385
SCORPIO TANKERS INC SHS Y7542C106 1,816 432,266 SH   DFND 17 104,200 0 328,066
SCORPIO TANKERS INC SHS Y7542C106 1,695 403,536 SH   DFND 21 373,536 0 30,000
TEEKAY TANKERS LTD CL A Y8565N102 1,384 464,559 SH   DFND 17 53,267 0 411,292
TEEKAY TANKERS LTD CL A Y8565N102 2,043 685,438 SH   DFND 21 323,573 0 361,865