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
AFLAC INC COM 001055102 192 2,758 SH   DFND 8, 3 0 0 2,758
AFLAC INC COM 001055102 56 800 SH   DFND 3, 5 800 0 0
AFLAC INC COM 001055102 9,417 135,310 SH   DFND 1, 2 135,310 0 0
AGCO CORP COM 001084102 13,840 239,200 SH   DFND 3, 5 239,200 0 0
AG MTG INVT TR INC COM 001228105 116 6,807 SH   DFND 8, 3 0 0 6,807
AGNC INVT CORP COM 00123Q104 1,178 65,000 SH   DFND 3, 6 65,000 0 0
AES CORP COM 00130H105 329 28,301 SH   DFND 3, 5 0 0 28,301
AES CORP COM 00130H105 6,937 596,927 SH   DFND 8, 3 0 0 596,927
AT&T INC COM 00206R102 26 600 SH Call DFND 3 600 0 0
AT&T INC COM 00206R102 13 300 SH Put DFND 3 300 0 0
AT&T INC COM 00206R102 7,216 169,668 SH   DFND 1 169,668 0 0
AT&T INC COM 00206R102 6,813 160,182 SH   DFND 3, 5 160,182 0 0
AT&T INC COM 00206R102 341 8,000 SH   DFND 3 8,000 0 0
AT&T INC COM 00206R102 20,068 471,765 SH   DFND 8, 3 0 0 471,765
ABBOTT LABS COM 002824100 22,390 582,893 SH   DFND 1 582,893 0 0
ABBOTT LABS COM 002824100 178 4,661 SH   DFND 8, 3 0 0 4,661
ABBOTT LABS COM 002824100 2,544 66,228 SH   DFND 3, 6 66,228 0 0
ABBVIE INC COM 00287Y109 24,471 390,800 SH   DFND 3, 5 390,800 0 0
ABBVIE INC COM 00287Y109 458 7,300 SH   DFND 3 7,300 0 0
ABBVIE INC COM 00287Y109 998 15,965 SH   DFND 1 15,965 0 0
ABBVIE INC COM 00287Y109 6,486 103,573 SH   DFND 3, 6 103,573 0 0
ABBVIE INC COM 00287Y109 9,039 144,326 SH   DFND 8, 3 0 0 144,326
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 1,508 2,000,000 PRN   DFND 3, 5 0 0 2,000,000
ACTIVISION BLIZZARD INC COM 00507V109 63 1,745 SH   DFND 8, 3 0 0 1,745
ACUITY BRANDS INC COM 00508Y102 2,487 10,774 SH   DFND 3, 5 9,220 0 1,554
ACUITY BRANDS INC COM 00508Y102 58,546 253,605 SH   DFND 3, 6 251,979 0 1,626
ACUITY BRANDS INC COM 00508Y102 107 462 SH   DFND 8, 3 0 0 462
ADOBE SYS INC COM 00724F101 2,773 26,800 SH Call DFND 3, 5 4,100 0 22,700
ADOBE SYS INC COM 00724F101 3,069 29,805 SH   DFND 3, 6 29,805 0 0
ADOBE SYS INC COM 00724F101 51 500 SH   DFND 1 500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,382 20,000 SH   DFND 3, 6 20,000 0 0
ADVANSIX INC COM 00773T101 0 40 SH   DFND 1, 2 40 0 0
ADVANSIX INC COM 00773T101 9 380 SH   DFND 3, 5 0 0 380
ADVANCED MICRO DEVICES INC COM 007903107 1,892 165,000 SH Call DFND 3, 5 165,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,629 231,900 SH   DFND 1, 2 231,900 0 0
AETNA INC NEW COM 00817Y108 124 1,000 SH   DFND 1, 2 1,000 0 0
AETNA INC NEW COM 00817Y108 9,431 76,055 SH   DFND 3, 5 57,383 0 18,672
AETNA INC NEW COM 00817Y108 4,216 33,991 SH   DFND 8, 3 0 0 33,991
AETNA INC NEW COM 00817Y108 91,515 737,960 SH   DFND 3, 6 731,225 0 6,735
AFFILIATED MANAGERS GROUP COM 008252108 19,899 136,939 SH   DFND 3, 5 101,513 0 35,426
AFFILIATED MANAGERS GROUP COM 008252108 50,412 346,957 SH   DFND 3, 6 346,957 0 0
AFFILIATED MANAGERS GROUP COM 008252108 7,155 49,241 SH   DFND 3, 7 49,241 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,932 42,401 SH   DFND 8, 3 0 0 42,401
AGILENT TECHNOLOGIES INC COM 00846U101 3,417 75,000 SH   DFND 3, 6 75,000 0 0
AGNICO EAGLE MINES LTD COM 008474108 4,372 103,757 SH   DFND 8, 3 0 0 103,757
AGNICO EAGLE MINES LTD COM 008474108 478 11,400 SH   DFND 1, 2 11,400 0 0
AGRIUM INC COM 008916108 281 2,800 SH   DFND 1, 2 2,800 0 0
AGRIUM INC COM 008916108 4,009 39,853 SH   DFND 8, 3 0 0 39,853
AIR PRODS & CHEMS INC COM 009158106 863 6,000 SH   DFND 3, 5 6,000 0 0
AIR PRODS & CHEMS INC COM 009158106 6,266 43,570 SH   DFND 1, 2 43,570 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 19,513 18,750,000 PRN   DFND 3, 5 0 0 18,750,000
ALEXCO RESOURCE CORP COM 01535P106 688 527,200 SH   DFND 1, 2 527,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 18 200 SH Call DFND 3 200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 18 200 SH Put DFND 3 200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,361 38,328 SH   SOLE NONE 38,328 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,449 119,000 SH   DFND 3, 5 111,000 0 8,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,065 12,200 SH   DFND 3 12,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,701 19,373 SH   DFND 3, 7 19,373 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 29,067 331,025 SH   DFND 3, 6 331,025 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,136 58,500 SH   DFND 1, 2 58,500 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 67,550 769,276 SH   DFND 8, 3 0 0 769,276
ALLEGHANY CORP DEL COM 017175100 71 118 SH   DFND 8, 3 0 0 118
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 1,888 2,000,000 PRN   DFND 3, 5 0 0 2,000,000
ALLSTATE CORP COM 020002101 149 2,000 SH   DFND 3 2,000 0 0
ALLSTATE CORP COM 020002101 2,010 27,121 SH   DFND 8, 3 0 0 27,121
ALPHABET INC CAP STK CL C 02079K107 22,766 29,745 SH   DFND 1 29,745 0 0
ALPHABET INC CAP STK CL C 02079K107 193,694 250,957 SH   DFND 3, 6 250,295 0 662
ALPHABET INC CAP STK CL C 02079K107 23,901 30,968 SH   DFND 3, 5 19,087 0 11,881
ALPHABET INC CAP STK CL C 02079K107 2,441 3,130 SH   SOLE NONE 3,130 0 0
ALPHABET INC CAP STK CL C 02079K107 641 819 SH   DFND 8, 3 0 0 819
ALPHABET INC CAP STK CL C 02079K107 6,532 8,463 SH   DFND 3, 7 8,463 0 0
ALPHABET INC CAP STK CL A 02079K305 37,057 46,765 SH   DFND 3, 5 37,611 0 9,154
ALPHABET INC CAP STK CL A 02079K305 70 88 SH   DFND 3 88 0 0
ALPHABET INC CAP STK CL A 02079K305 184 231 SH   SOLE NONE 231 0 0
ALPHABET INC CAP STK CL A 02079K305 762 950 SH   DFND 8, 3 0 0 950
ALPHABET INC CAP STK CL A 02079K305 303,885 383,476 SH   DFND 3, 6 381,255 0 2,221
ALTRIA GROUP INC COM 02209S103 24 360 SH   DFND 1 360 0 0
ALTRIA GROUP INC COM 02209S103 373 5,500 SH   DFND 3 5,500 0 0
ALTRIA GROUP INC COM 02209S103 38,974 576,259 SH   DFND 8, 3 0 0 576,259
ALTRIA GROUP INC COM 02209S103 54,189 801,362 SH   DFND 3, 6 801,362 0 0
ALTRIA GROUP INC COM 02209S103 57,999 857,668 SH   DFND 3, 5 810,123 0 47,545
AMAZON COM INC COM 023135106 75 100 SH Call DFND 3 100 0 0
AMAZON COM INC COM 023135106 75 100 SH Put DFND 3 100 0 0
AMAZON COM INC COM 023135106 2,673 3,495 SH   SOLE NONE 3,495 0 0
AMAZON COM INC COM 023135106 5,104 6,809 SH   DFND 3, 5 2,774 0 4,035
AMAZON COM INC COM 023135106 20,182 26,845 SH   DFND 8, 3 0 0 26,845
AMAZON COM INC COM 023135106 197 278 SH   DFND 1 278 0 0
AMAZON COM INC COM 023135106 13,804 18,409 SH   DFND 3, 6 17,759 0 650
AMBEV SA SPONSORED ADR 02319V103 134 27,089 SH   DFND 3 27,089 0 0
AMBEV SA SPONSORED ADR 02319V103 9,084 1,850,000 SH   DFND 3, 5 1,850,000 0 0
AMERCO COM 023586100 73 198 SH   DFND 8, 3 0 0 198
AMERESCO INC CL A 02361E108 138 25,000 SH   DFND 3, 6 25,000 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 118 9,400 SH   DFND 8, 3 0 0 9,400
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 41 3,235 SH   DFND 3 3,235 0 0
AMERICAN ELEC PWR INC COM 025537101 316 5,000 SH   DFND 3 5,000 0 0
AMERICAN ELEC PWR INC COM 025537101 42,115 668,909 SH   DFND 3, 6 668,909 0 0
AMERICAN ELEC PWR INC COM 025537101 5,148 81,725 SH   DFND 8, 3 0 0 81,725
AMERICAN ELEC PWR INC COM 025537101 88 1,400 SH   DFND 3, 5 1,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 191 12,637 SH   DFND 8, 3 0 0 12,637
AMERICAN EXPRESS CO COM 025816109 1,178 15,900 SH   DFND 1 15,900 0 0
AMERICAN EXPRESS CO COM 025816109 858 11,580 SH   DFND 3, 6 11,580 0 0
AMERICAN EXPRESS CO COM 025816109 830 11,200 SH   DFND 3, 5 11,200 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,303 14,792 SH   DFND 3, 5 237 0 14,555
AMERICAN FINL GROUP INC OHIO COM 025932104 76,090 863,487 SH   DFND 3, 6 863,487 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 20 888 SH   DFND 1, 2 888 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,576 24,162 SH   DFND 1, 2 24,162 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 395 6,041 SH   DFND 8, 3 0 0 6,041
AMERICAN INTL GROUP INC COM NEW 026874784 942 14,410 SH   DFND 3, 5 14,410 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 24,564 24,500,000 PRN   DFND 3, 5 0 0 24,500,000
AMERICAN TOWER CORP NEW COM 03027X100 266 2,508 SH   DFND 8, 3 0 0 2,508
AMERISOURCEBERGEN CORP COM 03073E105 10,206 130,530 SH   DFND 8, 3 0 0 130,530
AMERIPRISE FINL INC COM 03076C106 215 1,937 SH   DFND 3, 6 1,937 0 0
AMETEK INC NEW COM 031100100 1,954 40,207 SH   DFND 3, 5 40,207 0 0
AMETEK INC NEW COM 031100100 451 9,300 SH   DFND 1, 2 9,300 0 0
AMGEN INC COM 031162100 288 1,941 SH   SOLE NONE 1,941 0 0
AMGEN INC COM 031162100 555 3,800 SH   OTR NONE 0 0 3,800
AMGEN INC COM 031162100 201,926 1,381,059 SH   DFND 3, 6 1,374,373 0 6,686
AMGEN INC COM 031162100 33,915 231,943 SH   DFND 3, 5 187,783 0 44,160
AMGEN INC COM 031162100 37,687 257,621 SH   DFND 8, 3 0 0 257,621
AMGEN INC COM 031162100 838 5,825 SH   DFND 1 5,825 0 0
AMPHENOL CORP NEW CL A 032095101 2,683 39,936 SH   DFND 3, 5 35,017 0 4,919
AMPHENOL CORP NEW CL A 032095101 40,887 608,432 SH   DFND 3, 6 608,432 0 0
AMPHENOL CORP NEW CL A 032095101 521 7,751 SH   DFND 3, 7 7,751 0 0
AMPHENOL CORP NEW CL A 032095101 588 8,750 SH   DFND 1, 2 8,750 0 0
AMTRUST FINL SVCS INC COM 032359309 2,015 73,595 SH   DFND 3, 5 73,595 0 0
ANADARKO PETE CORP COM 032511107 362 5,200 SH   DFND 1, 2 5,200 0 0
ANADARKO PETE CORP COM 032511107 2,615 37,491 SH   DFND 3, 5 29,350 0 8,141
ANADARKO PETE CORP COM 032511107 126,305 1,811,340 SH   DFND 3, 6 1,802,370 0 8,970
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 630 60,000 SH   DFND 1, 2 60,000 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 10,544 100,000 SH   DFND 3, 5 100,000 0 0
ANNALY CAP MGMT INC COM 035710409 28,405 2,849,131 SH   DFND 8, 3 0 0 2,849,131
ANSYS INC COM 03662Q105 234 2,528 SH   DFND 8, 3 0 0 2,528
ANTHEM INC COM 036752103 510 3,543 SH   OTR NONE 0 0 3,543
ANTHEM INC COM 036752103 2,073 14,419 SH   DFND 3, 5 8,580 0 5,839
ANTHEM INC COM 036752103 23,608 164,157 SH   DFND 8, 3 0 0 164,157
ANTHEM INC COM 036752103 27,853 193,740 SH   DFND 3, 6 193,740 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 88 17,138 SH   DFND 8, 3 0 0 17,138
APACHE CORP COM 037411105 1,711 26,964 SH   DFND 1, 2 26,964 0 0
APACHE CORP COM 037411105 57 900 SH   DFND 3, 5 900 0 0
APPLE INC COM 037833100 23 200 SH Call DFND 3 200 0 0
APPLE INC COM 037833100 35 300 SH Put DFND 3 300 0 0
APPLE INC COM 037833100 20,998 180,060 SH   SOLE NONE 180,060 0 0
APPLE INC COM 037833100 4,747 42,616 SH   DFND 1 42,616 0 0
APPLE INC COM 037833100 210 1,800 SH   DFND 3 1,800 0 0
APPLE INC COM 037833100 240,864 2,079,638 SH   DFND 3, 6 2,066,946 0 12,692
APPLE INC COM 037833100 6,711 57,905 SH   DFND 3, 5 26,567 0 31,338
APPLE INC COM 037833100 17,413 150,138 SH   DFND 8, 3 0 0 150,138
APPLIED INDL TECHNOLOGIES IN COM 03820C105 680 11,450 SH   DFND 1, 2 11,450 0 0
APPLIED MATLS INC COM 038222105 9,681 300,000 SH   DFND 3, 5 300,000 0 0
APPLIED MATLS INC COM 038222105 24,766 767,442 SH   DFND 3, 6 767,442 0 0
APTARGROUP INC COM 038336103 6,332 86,220 SH   DFND 1, 2 86,220 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 589 12,900 SH   OTR NONE 0 0 12,900
ARCHER DANIELS MIDLAND CO COM 039483102 1,990 43,600 SH   DFND 1, 2 43,600 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 297 6,500 SH   DFND 3, 5 6,500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,273 27,948 SH   DFND 8, 3 0 0 27,948
ARCONIC INC COM 03965L100 952 50,265 SH   SOLE NONE 50,265 0 0
ARGAN INC COM 04010E109 234 3,330 SH   DFND 8, 3 0 0 3,330
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 22,332 21,800,000 PRN   DFND 3, 5 0 0 21,800,000
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 7,258 7,000,000 PRN   DFND 3, 5 0 0 7,000,000
ASANKO GOLD INC COM 04341Y105 1,188 400,000 SH   DFND 1, 2 400,000 0 0
ASSURANT INC COM 04621X108 399 4,307 SH   DFND 8, 3 0 0 4,307
AUTODESK INC COM 052769106 1,309 17,700 SH   DFND 1, 2 17,700 0 0
AUTODESK INC COM 052769106 89 1,200 SH   DFND 3, 5 0 0 1,200
AUTOHOME INC SP ADR RP CL A 05278C107 6,334 250,573 SH   DFND 8, 3 0 0 250,573
AUTOMATIC DATA PROCESSING IN COM 053015103 264 2,554 SH   DFND 8, 3 0 0 2,554
AUTOMATIC DATA PROCESSING IN COM 053015103 3,254 31,660 SH   DFND 1, 2 31,660 0 0
AUTOZONE INC COM 053332102 123,701 156,622 SH   DFND 3, 6 155,822 0 800
AUTOZONE INC COM 053332102 28,838 36,518 SH   DFND 3, 5 21,179 0 15,339
AUTOZONE INC COM 053332102 3,359 4,254 SH   DFND 1, 2 4,254 0 0
AUTOZONE INC COM 053332102 368 466 SH   DFND 8, 3 0 0 466
AUTOZONE INC COM 053332102 8,955 11,339 SH   DFND 3, 7 11,339 0 0
AVALONBAY CMNTYS INC COM 053484101 237 1,342 SH   DFND 8, 3 0 0 1,342
AVALONBAY CMNTYS INC COM 053484101 535 3,021 SH   DFND 3, 7 3,021 0 0
AVANGRID INC COM 05351W103 1,281 33,832 SH   DFND 8, 3 0 0 33,832
AVERY DENNISON CORP COM 053611109 1,193 16,982 SH   DFND 8, 3 0 0 16,982
AVERY DENNISON CORP COM 053611109 533 7,600 SH   DFND 1, 2 7,600 0 0
AVERY DENNISON CORP COM 053611109 37,058 527,731 SH   DFND 3, 5 498,070 0 29,661
AVON PRODS INC COM 054303102 4,107 815,000 SH   DFND 1, 2 815,000 0 0
BCE INC COM NEW 05534B760 2,467 57,000 SH   DFND 3, 6 57,000 0 0
BCE INC COM NEW 05534B760 39,279 910,170 SH   DFND 8, 3 0 0 910,170
BCE INC COM NEW 05534B760 43,408 1,003,030 SH   DFND 3, 5 934,950 0 68,080
BAIDU INC SPON ADR REP A 056752108 106 645 SH   DFND 1 645 0 0
BAIDU INC SPON ADR REP A 056752108 2,137 13,000 SH   DFND 3, 6 13,000 0 0
BAIDU INC SPON ADR REP A 056752108 57,834 351,770 SH   DFND 8, 3 0 0 351,770
BAIDU INC SPON ADR REP A 056752108 631 3,838 SH   DFND 3, 7 3,838 0 0
BAIDU INC SPON ADR REP A 056752108 783 4,700 SH   DFND 3 4,700 0 0
BAIDU INC SPON ADR REP A 056752108 930 5,655 SH   DFND 3, 5 4,000 0 1,655
BAKER HUGHES INC COM 057224107 45 700 SH   DFND 3, 5 700 0 0
BALL CORP COM 058498106 3,355 44,704 SH   DFND 1, 2 44,704 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 124 14,024 SH   DFND 3 14,024 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 20 537 SH   DFND 3 537 0 0
BANK AMER CORP COM 060505104 3,259 148,134 SH   SOLE NONE 148,134 0 0
BANK AMER CORP COM 060505104 1,002 45,300 SH   DFND 3, 5 45,300 0 0
BANK AMER CORP COM 060505104 121 5,520 SH   DFND 1 5,520 0 0
BANK AMER CORP COM 060505104 594 27,038 SH   DFND 8, 3 0 0 27,038
BANK MONTREAL QUE COM 063671101 101 1,400 SH   DFND 3, 5 1,400 0 0
BANK MONTREAL QUE COM 063671101 395 5,500 SH   DFND 3 5,500 0 0
BANK MONTREAL QUE COM 063671101 9,055 126,041 SH   DFND 8, 3 0 0 126,041
BANK NEW YORK MELLON CORP COM 064058100 142 3,000 SH   DFND 3, 5 3,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 99 2,108 SH   DFND 8, 3 0 0 2,108
BANK N S HALIFAX COM 064149107 9,639 178,735 SH   DFND 1, 2 178,735 0 0
BANK N S HALIFAX COM 064149107 485 8,701 SH   DFND 3, 5 8,701 0 0
BANK N S HALIFAX COM 064149107 3,155 56,714 SH   DFND 8, 3 0 0 56,714
BARCLAYS PLC NOTE 6.625%12/3 06738EAB1 936 1,000,000 PRN   DFND 3, 6 0 0 1,000,000
BARRICK GOLD CORP COM 067901108 162 9,981 SH   DFND 8, 3 0 0 9,981
BARRICK GOLD CORP COM 067901108 6,026 377,000 SH   DFND 3, 5 377,000 0 0
BARRICK GOLD CORP COM 067901108 7,362 462,700 SH   DFND 1, 2 462,700 0 0
BARRICK GOLD CORP COM 067901108 877 53,398 SH   SOLE NONE 53,398 0 0
BAXTER INTL INC COM 071813109 104 2,350 SH   DFND 1, 2 2,350 0 0
BAXTER INTL INC COM 071813109 3,455 77,931 SH   DFND 3, 5 39,801 0 38,130
BAXTER INTL INC COM 071813109 38,810 875,377 SH   DFND 8, 3 0 0 875,377
BAXTER INTL INC COM 071813109 80,707 1,820,168 SH   DFND 3, 6 1,805,628 0 14,540
B/E AEROSPACE INC COM 073302101 60 1,000 SH   DFND 3, 5 1,000 0 0
BED BATH & BEYOND INC COM 075896100 429 10,573 SH   DFND 8, 3 0 0 10,573
BED BATH & BEYOND INC COM 075896100 504 12,400 SH   OTR NONE 0 0 12,400
BERKSHIRE HATHAWAY INC DEL CL A 084670108 131,337 538 SH   DFND 1, 2 538 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 245 1 SH   DFND 1 1 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 30,515 125 SH   DFND 3, 5 120 0 5
BERKSHIRE HATHAWAY INC DEL CL A 084670108 63,716 261 SH   DFND 3, 6 261 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,812 26,000 SH Call DFND 1, 2 26,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 563 3,446 SH   SOLE NONE 3,446 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 255 1,570 SH   DFND 8, 3 0 0 1,570
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,448 33,415 SH   DFND 3, 5 2,618 0 30,797
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 54,918 336,963 SH   DFND 3, 6 336,963 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,041 37,064 SH   DFND 3, 7 37,064 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,913 42,512 SH   DFND 1, 2 42,512 0 0
BEST BUY INC COM 086516101 9,091 212,997 SH   DFND 8, 3 0 0 212,997
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 2,820 2,500,000 PRN   DFND 3, 5 0 0 2,500,000
BIOGEN INC COM 09062X103 11,337 39,982 SH   DFND 3, 5 14,338 0 25,644
BIOGEN INC COM 09062X103 157,987 557,111 SH   DFND 3, 6 554,291 0 2,820
BIOGEN INC COM 09062X103 3,025 10,670 SH   DFND 1, 2 10,670 0 0
BIOGEN INC COM 09062X103 6,050 21,334 SH   DFND 3, 7 21,334 0 0
BIOGEN INC COM 09062X103 742 2,611 SH   DFND 8, 3 0 0 2,611
BLACKROCK INC COM 09247X101 88 230 SH   DFND 3, 5 230 0 0
BLACKROCK CAPITAL INVESTMENT NOTE 5.500% 2/1 092533AB4 4,359 4,250,000 PRN   DFND 3, 5 0 0 4,250,000
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 270 10,000 SH   DFND 1, 2 10,000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 51,169 1,893,080 SH   DFND 3, 6 1,885,866 0 7,214
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 672 24,853 SH   DFND 3, 5 0 0 24,853
BLOCK H & R INC COM 093671105 1,184 51,478 SH   DFND 8, 3 0 0 51,478
BLUE BUFFALO PET PRODS INC COM 09531U102 1,524 63,374 SH   DFND 3, 6 63,374 0 0
BOEING CO COM 097023105 508 3,263 SH   DFND 8, 3 0 0 3,263
BORGWARNER INC COM 099724106 321 8,150 SH   DFND 3, 5 8,150 0 0
BORGWARNER INC COM 099724106 2,566 65,050 SH   DFND 3, 6 65,050 0 0
BOSTON SCIENTIFIC CORP COM 101137107 148 6,824 SH   DFND 8, 3 0 0 6,824
BOSTON SCIENTIFIC CORP COM 101137107 5,803 268,300 SH   DFND 3, 5 268,300 0 0
BRF SA SPONSORED ADR 10552T107 56 3,828 SH   DFND 3 3,828 0 0
BRINKER INTL INC COM 109641100 354 7,150 SH   DFND 1, 2 7,150 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 362 6,200 SH   DFND 3, 5 6,200 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 530 9,059 SH   DFND 3, 6 9,059 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 72 1,226 SH   DFND 8, 3 0 0 1,226
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 1,309 1,300,000 PRN   DFND 3, 5 0 0 1,300,000
BROWN & BROWN INC COM 115236101 402 8,963 SH   DFND 1, 2 8,963 0 0
B2GOLD CORP COM 11777Q209 601 261,450 SH   DFND 1, 2 261,450 0 0
CAE INC COM 124765108 84 6,000 SH   DFND 3, 5 6,000 0 0
CF INDS HLDGS INC COM 125269100 57 1,800 SH   DFND 3, 5 1,800 0 0
CF INDS HLDGS INC COM 125269100 1,983 63,000 SH   DFND 3, 6 63,000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 390 5,330 SH   DFND 1, 2 5,330 0 0
CIGNA CORPORATION COM 125509109 119,763 897,845 SH   DFND 3, 6 892,535 0 5,310
CIGNA CORPORATION COM 125509109 378 2,819 SH   DFND 8, 3 0 0 2,819
CIGNA CORPORATION COM 125509109 6,815 51,094 SH   DFND 3, 5 38,296 0 12,798
CME GROUP INC COM 12572Q105 88,084 763,620 SH   DFND 3, 5 718,955 0 44,665
CME GROUP INC COM 12572Q105 98,119 850,620 SH   DFND 3, 6 846,870 0 3,750
CMS ENERGY CORP COM 125896100 1,332 32,000 SH   DFND 3, 5 1,300 0 30,700
CMS ENERGY CORP COM 125896100 6,243 150,000 SH   DFND 3, 6 150,000 0 0
CNO FINL GROUP INC COM 12621E103 5,745 300,000 SH   DFND 3, 6 300,000 0 0
CSX CORP COM 126408103 3,200 89,070 SH   DFND 3, 5 58,070 0 31,000
CSX CORP COM 126408103 5,780 160,886 SH   DFND 1, 2 160,886 0 0
CSX CORP COM 126408103 1,078 30,000 SH   DFND 3, 6 30,000 0 0
CVS HEALTH CORP COM 126650100 33,326 422,327 SH   DFND 8, 3 0 0 422,327
CVS HEALTH CORP COM 126650100 111 1,410 SH   DFND 1 1,410 0 0
CVS HEALTH CORP COM 126650100 1,538 19,490 SH   DFND 3, 5 19,490 0 0
CYS INVTS INC COM 12673A108 240 31,158 SH   DFND 8, 3 0 0 31,158
CA INC COM 12673P105 543 17,087 SH   OTR NONE 0 0 17,087
CA INC COM 12673P105 1,062 33,457 SH   DFND 1, 2 33,457 0 0
CA INC COM 12673P105 1,339 42,097 SH   DFND 8, 3 0 0 42,097
CA INC COM 12673P105 42,391 1,334,294 SH   DFND 3, 5 1,230,060 0 104,234
CAL MAINE FOODS INC COM NEW 128030202 7,827 177,331 SH   DFND 8, 3 0 0 177,331
CALIFORNIA RES CORP COM NEW 13057Q206 75 3,452 SH   DFND 3, 5 331 0 3,121
CAMPBELL SOUP CO COM 134429109 9,918 163,989 SH   DFND 8, 3 0 0 163,989
CDN IMPERIAL BK COMM TORONTO COM 136069101 516 6,322 SH   DFND 3, 7 6,322 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 10,922 134,040 SH   DFND 8, 3 0 0 134,040
CANADIAN NATL RY CO COM 136375102 1,231 18,252 SH   DFND 8, 3 0 0 18,252
CANADIAN NATL RY CO COM 136375102 1,732 25,700 SH   DFND 3, 5 25,700 0 0
CANADIAN NATL RY CO COM 136375102 5,019 76,998 SH   DFND 1, 2 76,998 0 0
CANADIAN NAT RES LTD COM 136385101 165 5,148 SH   DFND 8, 3 0 0 5,148
CANADIAN NAT RES LTD COM 136385101 2,677 83,887 SH   DFND 3, 6 83,887 0 0
CANADIAN SOLAR INC COM 136635109 974 80,000 SH   DFND 1, 2 80,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 628 7,200 SH   OTR NONE 0 0 7,200
CAPITAL ONE FINL CORP COM 14040H105 280 3,216 SH   DFND 8, 3 0 0 3,216
CAPITAL ONE FINL CORP COM 14040H105 87 1,000 SH   DFND 3, 5 1,000 0 0
CARDINAL HEALTH INC COM 14149Y108 1,940 26,937 SH   DFND 3, 5 1,047 0 25,890
CARDINAL HEALTH INC COM 14149Y108 3,100 43,075 SH   DFND 8, 3 0 0 43,075
CARDINAL HEALTH INC COM 14149Y108 79,992 1,111,473 SH   DFND 3, 6 1,104,673 0 6,800
CARNIVAL CORP UNIT 99/99/9999 143658300 126 2,433 SH   DFND 8, 3 0 0 2,433
CARNIVAL CORP UNIT 99/99/9999 143658300 5 101 SH   DFND 1 101 0 0
CATERPILLAR INC DEL COM 149123101 120 1,285 SH   SOLE NONE 1,285 0 0
CATERPILLAR INC DEL COM 149123101 3,974 42,850 SH   DFND 3, 5 42,850 0 0
CATERPILLAR INC DEL COM 149123101 565 6,100 SH   DFND 1, 2 6,100 0 0
CATERPILLAR INC DEL COM 149123101 675 7,283 SH   DFND 3, 6 7,283 0 0
CELESTICA INC SUB VTG SHS 15101Q108 2,215 187,537 SH   OTR NONE 0 0 187,537
CELGENE CORP COM 151020104 242 2,070 SH   SOLE NONE 2,070 0 0
CELGENE CORP COM 151020104 10,008 86,458 SH   DFND 3, 6 86,458 0 0
CELGENE CORP COM 151020104 13 120 SH   DFND 1 120 0 0
CELGENE CORP COM 151020104 218 1,866 SH   DFND 8, 3 0 0 1,866
CEMENTOS PACASMAYO S A A SPON ADR REP 5 15126Q109 551 60,000 SH   DFND 3, 6 60,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 28 3,486 SH   DFND 3 3,486 0 0
CENTENE CORP DEL COM 15135B101 58 1,033 SH   DFND 8, 3 0 0 1,033
CENOVUS ENERGY INC COM 15135U109 36 2,400 SH   DFND 3, 5 2,400 0 0
CENTURYLINK INC COM 156700106 542 22,800 SH   OTR NONE 0 0 22,800
CENTURYLINK INC COM 156700106 17,378 730,574 SH   DFND 8, 3 0 0 730,574
CENTURYLINK INC COM 156700106 2,140 90,000 SH   DFND 1, 2 90,000 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 4,508 212,448 SH   DFND 8, 3 0 0 212,448
CHEMED CORP NEW COM 16359R103 537 3,350 SH   DFND 1, 2 3,350 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,432 200,000 SH Call DFND 3, 5 200,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 386 55,000 SH   DFND 1, 2 55,000 0 0
CHEVRON CORP NEW COM 166764100 134,479 1,142,569 SH   DFND 3, 6 1,134,988 0 7,581
CHEVRON CORP NEW COM 166764100 338 2,867 SH   DFND 3 2,867 0 0
CHEVRON CORP NEW COM 166764100 27,529 233,887 SH   DFND 8, 3 0 0 233,887
CHEVRON CORP NEW COM 166764100 15,275 129,775 SH   DFND 3, 5 113,479 0 16,296
CHEVRON CORP NEW COM 166764100 1,551 13,180 SH   DFND 1, 2 13,180 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 546 17,200 SH   OTR NONE 0 0 17,200
CHICOS FAS INC COM 168615102 224 15,607 SH   DFND 8, 3 0 0 15,607
CHILDRENS PL INC COM 168905107 173 1,721 SH   DFND 8, 3 0 0 1,721
CHIPOTLE MEXICAN GRILL INC COM 169656105 92 245 SH   DFND 1 245 0 0
CHOICE HOTELS INTL INC COM 169905106 454 8,100 SH   DFND 1, 2 8,100 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 3,313 105,000 SH   DFND 3, 5 105,000 0 0
CHURCH & DWIGHT INC COM 171340102 9,034 204,440 SH   DFND 3, 5 204,440 0 0
CHURCH & DWIGHT INC COM 171340102 3,762 85,144 SH   DFND 1, 2 85,144 0 0
CINCINNATI FINL CORP COM 172062101 527 6,951 SH   DFND 3, 7 6,951 0 0
CINCINNATI FINL CORP COM 172062101 341 4,500 SH   DFND 3 4,500 0 0
CISCO SYS INC COM 17275R102 2,714 89,172 SH   SOLE NONE 89,172 0 0
CISCO SYS INC COM 17275R102 556 18,400 SH   OTR NONE 0 0 18,400
CISCO SYS INC COM 17275R102 992 33,070 SH   DFND 1 33,070 0 0
CISCO SYS INC COM 17275R102 16,973 561,630 SH   DFND 3, 6 561,630 0 0
CISCO SYS INC COM 17275R102 19,208 635,451 SH   DFND 8, 3 0 0 635,451
CISCO SYS INC COM 17275R102 305 10,000 SH   DFND 3 10,000 0 0
CISCO SYS INC COM 17275R102 520 17,218 SH   DFND 3, 7 17,218 0 0
CISCO SYS INC COM 17275R102 93,075 3,079,925 SH   DFND 3, 5 2,945,480 0 134,445
CINTAS CORP COM 172908105 128 1,103 SH   DFND 8, 3 0 0 1,103
CINTAS CORP COM 172908105 473 4,100 SH   DFND 1, 2 4,100 0 0
CITIGROUP INC COM NEW 172967424 1,374 23,138 SH   DFND 8, 3 0 0 23,138
CITIGROUP INC COM NEW 172967424 216 3,660 SH   DFND 1, 2 3,660 0 0
CITIGROUP INC COM NEW 172967424 24,382 410,254 SH   DFND 3, 5 355,716 0 54,538
CITIGROUP INC COM NEW 172967424 34 580 SH   DFND 3 580 0 0
CITIGROUP INC COM NEW 172967424 136,457 2,296,105 SH   DFND 3, 6 2,285,120 0 10,985
CITRIX SYS INC COM 177376100 2,795 31,300 SH   DFND 3, 5 31,300 0 0
CITRIX SYS INC COM 177376100 515 5,768 SH   DFND 3, 7 5,768 0 0
CITRIX SYS INC COM 177376100 93 1,040 SH   DFND 8, 3 0 0 1,040
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 22,038 19,050,000 PRN   DFND 3, 5 0 0 19,050,000
CLARCOR INC COM 179895107 583 7,070 SH   DFND 3, 6 7,070 0 0
CLEAN HARBORS INC COM 184496107 447 8,040 SH   DFND 3, 6 8,040 0 0
CLOROX CO DEL COM 189054109 3,191 26,595 SH   DFND 1, 2 26,595 0 0
CLOROX CO DEL COM 189054109 4,669 38,910 SH   DFND 3, 5 20,710 0 18,200
CLOROX CO DEL COM 189054109 12,362 102,983 SH   DFND 8, 3 0 0 102,983
COACH INC COM 189754104 875 25,000 SH   DFND 1, 2 25,000 0 0
COCA COLA CO COM 191216100 2,432 58,684 SH   DFND 1 58,684 0 0
COCA COLA CO COM 191216100 13,886 334,935 SH   DFND 3, 6 334,935 0 0
COCA COLA CO COM 191216100 250 6,000 SH   DFND 3 6,000 0 0
COCA COLA CO COM 191216100 256 6,155 SH   DFND 8, 3 0 0 6,155
COCA COLA CO COM 191216100 659 15,912 SH   DFND 3, 5 15,040 0 872
COCA COLA CO COM 191216100 4,769 114,555 SH   SOLE NONE 114,555 0 0
COEUR MNG INC COM NEW 192108504 2,242 246,752 SH   DFND 1, 2 246,752 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,280 76,384 SH   DFND 3, 7 76,384 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13,387 238,944 SH   DFND 3, 5 128,126 0 110,818
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 141,689 2,528,789 SH   DFND 3, 6 2,518,426 0 10,363
COLGATE PALMOLIVE CO COM 194162103 79 1,310 SH   DFND 1 1,310 0 0
COLGATE PALMOLIVE CO COM 194162103 39,048 596,512 SH   DFND 8, 3 0 0 596,512
COLGATE PALMOLIVE CO COM 194162103 134,365 2,053,288 SH   DFND 3, 6 2,043,088 0 10,200
COLGATE PALMOLIVE CO COM 194162103 16,236 248,088 SH   DFND 3, 5 206,228 0 41,860
COMCAST CORP NEW CL A 20030N101 28 400 SH Call DFND 3 400 0 0
COMCAST CORP NEW CL A 20030N101 28 400 SH Put DFND 3 400 0 0
COMCAST CORP NEW CL A 20030N101 19,228 278,465 SH   DFND 3, 5 210,681 0 67,784
COMCAST CORP NEW CL A 20030N101 23 345 SH   DFND 1 345 0 0
COMCAST CORP NEW CL A 20030N101 24 348 SH   DFND 3 348 0 0
COMCAST CORP NEW CL A 20030N101 241,163 3,492,590 SH   DFND 3, 6 3,477,611 0 14,979
COMCAST CORP NEW CL A 20030N101 557 7,949 SH   DFND 8, 3 0 0 7,949
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 46 2,800 SH   DFND 3 2,800 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 2,083 240,000 SH   DFND 3, 5 180,000 0 60,000
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 335 16,000 SH   DFND 8, 3 0 0 16,000
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 53 4,543 SH   DFND 8, 3 0 0 4,543
CONOCOPHILLIPS COM 20825C104 131 2,600 SH   DFND 3 2,600 0 0
CONOCOPHILLIPS COM 20825C104 1,867 37,180 SH   DFND 8, 3 0 0 37,180
CONOCOPHILLIPS COM 20825C104 310 6,200 SH   DFND 1, 2 6,200 0 0
CONOCOPHILLIPS COM 20825C104 794 15,850 SH   DFND 3, 5 15,850 0 0
CONSOLIDATED EDISON INC COM 209115104 798 10,843 SH   DFND 8, 3 0 0 10,843
CONVERGYS CORP COM 212485106 516 21,000 SH   OTR NONE 0 0 21,000
COOPER TIRE & RUBR CO COM 216831107 580 14,942 SH   OTR NONE 0 0 14,942
COPART INC COM 217204106 197 3,561 SH   DFND 8, 3 0 0 3,561
CORNING INC COM 219350105 20,093 827,532 SH   DFND 8, 3 0 0 827,532
CORNING INC COM 219350105 28,860 1,189,061 SH   DFND 3, 5 1,149,960 0 39,101
CORNING INC COM 219350105 1,905 78,500 SH   DFND 1, 2 78,500 0 0
COSTCO WHSL CORP NEW COM 22160K105 8,006 50,000 SH   DFND 3, 5 50,000 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 623 3,731 SH   DFND 8, 3 0 0 3,731
CREDIT ACCEP CORP MICH COM 225310101 3,530 16,231 SH   DFND 1, 2 16,231 0 0
CREE INC COM 225447101 392 14,870 SH   DFND 3, 6 14,870 0 0
CRITEO S A SPONS ADS 226718104 1,047 25,500 SH   DFND 3, 6 25,500 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 143 1,646 SH   DFND 8, 3 0 0 1,646
CROWN CASTLE INTL CORP NEW COM 22822V101 90,505 1,043,039 SH   DFND 3, 6 1,036,862 0 6,177
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 352 8,788 SH   DFND 3, 7 8,788 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 400 10,000 SH   DFND 3, 6 10,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 64 1,600 SH   DFND 3 1,600 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 7,227 6,250,000 PRN   DFND 3, 5 0 0 6,250,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 2,082 2,000,000 PRN   DFND 3, 5 0 0 2,000,000
CUMMINS INC COM 231021106 47,276 345,907 SH   DFND 3, 5 326,948 0 18,959
CUMMINS INC COM 231021106 922 6,753 SH   DFND 8, 3 0 0 6,753
DTE ENERGY CO COM 233331107 4,074 41,360 SH   DFND 1, 2 41,360 0 0
DTE ENERGY CO COM 233331107 64,179 651,486 SH   DFND 3, 6 647,796 0 3,690
DTE ENERGY CO COM 233331107 75,783 769,307 SH   DFND 3, 5 734,900 0 34,407
DANAHER CORP DEL COM 235851102 22,787 292,757 SH   DFND 3, 5 233,596 0 59,161
DANAHER CORP DEL COM 235851102 53,118 682,399 SH   DFND 3, 6 682,399 0 0
DANAHER CORP DEL COM 235851102 5,559 71,416 SH   DFND 3, 7 71,416 0 0
DANAHER CORP DEL COM 235851102 8,714 111,960 SH   DFND 1, 2 111,960 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 289 15,000 SH   DFND 1, 2 15,000 0 0
DARDEN RESTAURANTS INC COM 237194105 1,727 23,759 SH   DFND 8, 3 0 0 23,759
DARDEN RESTAURANTS INC COM 237194105 68,161 937,311 SH   DFND 3, 5 883,680 0 53,631
DAVITA INC COM 23918K108 1,155 18,000 SH   DFND 3, 6 18,000 0 0
DAVITA INC COM 23918K108 11,684 182,000 SH   DFND 3, 5 182,000 0 0
DEERE & CO COM 244199105 350 3,400 SH   DFND 3, 6 3,400 0 0
DEERE & CO COM 244199105 499 4,844 SH   DFND 8, 3 0 0 4,844
DEERE & CO COM 244199105 288 2,800 SH   DFND 3, 5 2,800 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 199 4,053 SH   DFND 8, 3 0 0 4,053
DELTA AIR LINES INC DEL COM NEW 247361702 5 100 SH Call DFND 3 100 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5 100 SH Put DFND 3 100 0 0
DELUXE CORP COM 248019101 358 5,000 SH   DFND 3 5,000 0 0
DENTSPLY SIRONA INC COM 24906P109 3,810 66,000 SH   DFND 1, 2 66,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,598 35,000 SH   DFND 3, 6 35,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 230 5,023 SH   DFND 3, 5 850 0 4,173
DIGITAL RLTY TR INC COM 253868103 49 500 SH   DFND 1, 2 500 0 0
DILLARDS INC CL A 254067101 457 7,300 SH   OTR NONE 0 0 7,300
DISNEY WALT CO COM DISNEY 254687106 1,847 17,726 SH   DFND 1 17,726 0 0
DISNEY WALT CO COM DISNEY 254687106 1,027 9,851 SH   DFND 3, 5 2,360 0 7,491
DISNEY WALT CO COM DISNEY 254687106 286 2,744 SH   DFND 8, 3 0 0 2,744
DISNEY WALT CO COM DISNEY 254687106 31,549 302,716 SH   DFND 3, 6 302,716 0 0
DISNEY WALT CO COM DISNEY 254687106 528 5,069 SH   DFND 3, 7 5,069 0 0
DISCOVER FINL SVCS COM 254709108 584 8,100 SH   OTR NONE 0 0 8,100
DISCOVER FINL SVCS COM 254709108 3,960 54,941 SH   DFND 3, 5 2,334 0 52,607
DISCOVER FINL SVCS COM 254709108 41,783 579,593 SH   DFND 3, 6 579,593 0 0
DISCOVER FINL SVCS COM 254709108 6,864 95,221 SH   DFND 3, 7 95,221 0 0
DR REDDYS LABS LTD ADR 256135203 11,123 245,662 SH   DFND 8, 3 0 0 245,662
DR REDDYS LABS LTD ADR 256135203 261 5,830 SH   DFND 1 5,830 0 0
DR REDDYS LABS LTD ADR 256135203 3,170 70,000 SH   DFND 3, 5 70,000 0 0
DOLBY LABORATORIES INC COM 25659T107 244 5,402 SH   DFND 8, 3 0 0 5,402
DOLBY LABORATORIES INC COM 25659T107 3,705 82,000 SH   DFND 1, 2 82,000 0 0
DOLLAR GEN CORP NEW COM 256677105 17,184 232,000 SH   DFND 3, 5 232,000 0 0
DOLLAR GEN CORP NEW COM 256677105 3,999 54,000 SH   DFND 3, 6 54,000 0 0
DOMINION RES INC VA NEW COM 25746U109 84 1,100 SH   DFND 3, 5 1,100 0 0
DOMTAR CORP COM NEW 257559203 562 14,400 SH   OTR NONE 0 0 14,400
DONALDSON INC COM 257651109 829 19,700 SH   DFND 3, 6 19,700 0 0
DOW CHEM CO COM 260543103 22 380 SH   SOLE NONE 380 0 0
DOW CHEM CO COM 260543103 370 6,480 SH   DFND 1 6,480 0 0
DOW CHEM CO COM 260543103 488 8,500 SH   DFND 3 8,500 0 0
DOW CHEM CO COM 260543103 54,103 945,535 SH   DFND 3, 6 945,535 0 0
DOW CHEM CO COM 260543103 150 2,618 SH   DFND 8, 3 0 0 2,618
DOW CHEM CO COM 260543103 1,386 24,244 SH   DFND 3, 5 3,783 0 20,461
DR PEPPER SNAPPLE GROUP INC COM 26138E109 297 3,285 SH   DFND 8, 3 0 0 3,285
DR PEPPER SNAPPLE GROUP INC COM 26138E109 979 10,800 SH   DFND 3, 5 10,800 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 25 350 SH   DFND 1 350 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 410 5,583 SH   DFND 8, 3 0 0 5,583
DU PONT E I DE NEMOURS & CO COM 263534109 828 11,280 SH   DFND 3, 5 11,280 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 947 12,905 SH   DFND 3, 6 12,905 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,545 19,900 SH   DFND 3, 5 19,900 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,313 29,800 SH   DFND 8, 3 0 0 29,800
DUKE ENERGY CORP NEW COM NEW 26441C204 795 10,250 SH   DFND 1, 2 10,250 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 376 3,100 SH   DFND 1, 2 3,100 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,486 5,000,000 PRN   DFND 3, 5 0 0 5,000,000
EOG RES INC COM 26875P101 91,396 904,020 SH   DFND 3, 6 899,236 0 4,784
EOG RES INC COM 26875P101 3,496 34,582 SH   DFND 3, 5 25,710 0 8,872
EQT CORP COM 26884L109 932 14,260 SH   DFND 1, 2 14,260 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 104 3,035 SH   DFND 8, 3 0 0 3,035
EASTMAN CHEM CO COM 277432100 564 7,500 SH   OTR NONE 0 0 7,500
EATON VANCE CORP COM NON VTG 278265103 188 4,507 SH   DFND 8, 3 0 0 4,507
EBAY INC COM 278642103 1,350 45,010 SH   SOLE NONE 45,010 0 0
EBAY INC COM 278642103 108 3,610 SH   DFND 8, 3 0 0 3,610
EBAY INC COM 278642103 1,811 61,000 SH   DFND 3, 6 61,000 0 0
EBAY INC COM 278642103 879 29,600 SH   DFND 3, 5 29,600 0 0
ECOLAB INC COM 278865100 43,985 375,235 SH   DFND 3, 5 372,000 0 3,235
ECOLAB INC COM 278865100 4,463 38,080 SH   DFND 1, 2 38,080 0 0
ECOLAB INC COM 278865100 53,496 456,375 SH   DFND 3, 6 450,995 0 5,380
ECOLAB INC COM 278865100 122 1,037 SH   DFND 8, 3 0 0 1,037
ECOPETROL S A SPONSORED ADS 279158109 7 735 SH   DFND 3 735 0 0
EDISON INTL COM 281020107 525 7,300 SH   DFND 3, 5 7,300 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,111 22,546 SH   DFND 3, 5 12,372 0 10,174
EDWARDS LIFESCIENCES CORP COM 28176E108 55,980 597,438 SH   DFND 3, 6 597,438 0 0
ELDORADO GOLD CORP NEW COM 284902103 258 80,000 SH   DFND 3, 5 80,000 0 0
ELECTRONIC ARTS INC COM 285512109 2,205 28,000 SH   DFND 3, 6 28,000 0 0
ELECTRONIC ARTS INC COM 285512109 79 986 SH   DFND 8, 3 0 0 986
EMBRAER S A SP ADR REP 4 COM 29082A107 83 4,304 SH   DFND 3 4,304 0 0
EMERSON ELEC CO COM 291011104 408 7,313 SH   DFND 3, 6 7,313 0 0
EMERSON ELEC CO COM 291011104 9,980 179,020 SH   DFND 1, 2 179,020 0 0
EMERSON ELEC CO COM 291011104 269 4,790 SH   DFND 8, 3 0 0 4,790
EMERSON ELEC CO COM 291011104 206 3,700 SH   DFND 3, 5 3,700 0 0
EMERSON ELEC CO COM 291011104 393 7,000 SH   DFND 3 7,000 0 0
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 68 3,500 SH   DFND 8, 3 0 0 3,500
ENCANA CORP COM 292505104 251 21,430 SH   DFND 8, 3 0 0 21,430
ENANTA PHARMACEUTICALS INC COM 29251M106 48 1,445 SH   DFND 8, 3 0 0 1,445
ENDEAVOUR SILVER CORP COM 29258Y103 2,398 700,000 SH   DFND 1, 2 700,000 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 53 1,196 SH   DFND 8, 3 0 0 1,196
ENEL AMERICAS S A SPONSORED ADR 29274F104 36,089 4,395,842 SH   DFND 8, 3 0 0 4,395,842
ENERSYS COM 29275Y102 539 6,900 SH   OTR NONE 0 0 6,900
ENEL CHILE S A SPONSORED ADR 29278D105 8,182 1,798,256 SH   DFND 8, 3 0 0 1,798,256
ENTERGY CORP NEW COM 29364G103 59 800 SH   DFND 3, 5 800 0 0
ENTERGY CORP NEW COM 29364G103 8,643 117,644 SH   DFND 8, 3 0 0 117,644
EQUIFAX INC COM 294429105 6,255 52,904 SH   DFND 3, 7 52,904 0 0
EQUIFAX INC COM 294429105 41,447 350,563 SH   DFND 3, 6 350,563 0 0
EQUIFAX INC COM 294429105 5,429 45,918 SH   DFND 3, 5 4,709 0 41,209
EQUINIX INC COM PAR $0.001 29444U700 77 218 SH   DFND 8, 3 0 0 218
EQUITY RESIDENTIAL SH BEN INT 29476L107 200 3,126 SH   DFND 8, 3 0 0 3,126
ERICSSON ADR B SEK 10 294821608 583 100,000 SH   DFND 1, 2 100,000 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 3,195 2,750,000 PRN   DFND 3, 5 0 0 2,750,000
EVERCORE PARTNERS INC CLASS A 29977A105 570 8,300 SH   OTR NONE 0 0 8,300
EVERSOURCE ENERGY COM 30040W108 3,062 55,446 SH   DFND 8, 3 0 0 55,446
EXELON CORP COM 30161N101 43,986 1,239,165 SH   DFND 8, 3 0 0 1,239,165
EXELON CORP COM 30161N101 8,798 247,900 SH   DFND 3, 5 210,000 0 37,900
EXPEDITORS INTL WASH INC COM 302130109 268 5,049 SH   DFND 8, 3 0 0 5,049
EXPEDITORS INTL WASH INC COM 302130109 938 17,721 SH   DFND 1, 2 17,721 0 0
EXPONENT INC COM 30214U102 410 6,800 SH   DFND 1, 2 6,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 35,377 514,039 SH   DFND 8, 3 0 0 514,039
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,700 68,319 SH   DFND 3, 6 68,319 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 89 1,300 SH   DFND 1 1,300 0 0
EXXON MOBIL CORP COM 30231G102 2,141 23,700 SH   DFND 3, 5 23,700 0 0
EXXON MOBIL CORP COM 30231G102 113 1,250 SH   DFND 1 1,250 0 0
EXXON MOBIL CORP COM 30231G102 323 3,578 SH   DFND 3 3,578 0 0
EXXON MOBIL CORP COM 30231G102 37,148 411,539 SH   DFND 8, 3 0 0 411,539
FLIR SYS INC COM 302445101 145 3,988 SH   DFND 8, 3 0 0 3,988
FLIR SYS INC COM 302445101 2,533 70,000 SH   DFND 3, 6 70,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 711 20,000 SH   DFND 3, 6 20,000 0 0
FACEBOOK INC CL A 30303M102 6,919 59,341 SH   SOLE NONE 59,341 0 0
FACEBOOK INC CL A 30303M102 1,919 16,600 SH Call DFND 3, 5 2,300 0 14,300
FACEBOOK INC CL A 30303M102 6,551 56,938 SH   DFND 3, 7 56,938 0 0
FACEBOOK INC CL A 30303M102 2,492 22,480 SH   DFND 1 22,480 0 0
FACEBOOK INC CL A 30303M102 690 5,932 SH   DFND 8, 3 0 0 5,932
FACEBOOK INC CL A 30303M102 12,899 112,113 SH   DFND 3, 5 15,415 0 96,698
FACEBOOK INC CL A 30303M102 327,800 2,849,189 SH   DFND 3, 6 2,841,143 0 8,046
FACTSET RESH SYS INC COM 303075105 392 2,400 SH   DFND 1, 2 2,400 0 0
FAIR ISAAC CORP COM 303250104 1,844 15,471 SH   DFND 3, 5 13,471 0 2,000
FAIR ISAAC CORP COM 303250104 2,522 21,157 SH   DFND 3, 6 21,157 0 0
FASTENAL CO COM 311900104 169 3,599 SH   DFND 8, 3 0 0 3,599
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 214 1,533 SH   DFND 8, 3 0 0 1,533
FEDERATED INVS INC PA CL B 314211103 574 20,300 SH   OTR NONE 0 0 20,300
FEDEX CORP COM 31428X106 1,037 5,575 SH   DFND 1 5,575 0 0
FEDEX CORP COM 31428X106 289 1,550 SH   DFND 3, 5 1,550 0 0
FEDEX CORP COM 31428X106 1,769 9,500 SH   DFND 3, 6 9,500 0 0
FEDEX CORP COM 31428X106 211 1,129 SH   DFND 8, 3 0 0 1,129
F5 NETWORKS INC COM 315616102 103 715 SH   DFND 8, 3 0 0 715
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 105 10,934 SH   DFND 3 10,934 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,984 26,231 SH   DFND 3, 5 23,731 0 2,500
FIDELITY NATL INFORMATION SV COM 31620M106 8,171 108,020 SH   DFND 3, 6 108,020 0 0
FIFTH THIRD BANCORP COM 316773100 54 2,000 SH   DFND 3, 5 2,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 3,562 4,000,000 PRN   DFND 3, 5 0 0 4,000,000
FIRST MAJESTIC SILVER CORP COM 32076V103 4,224 570,700 SH   DFND 1, 2 570,700 0 0
FIRST SOLAR INC COM 336433107 2,234 68,471 SH   SOLE NONE 68,471 0 0
FIRST SOLAR INC COM 336433107 391 12,212 SH   DFND 1 12,212 0 0
FIRST SOLAR INC COM 336433107 2,301 71,700 SH   DFND 3, 5 71,700 0 0
FIRST SOLAR INC COM 336433107 348 10,850 SH   DFND 3, 6 10,850 0 0
FISERV INC COM 337738108 4,764 44,817 SH   DFND 3, 5 1,684 0 43,133
FISERV INC COM 337738108 3,814 35,892 SH   DFND 1, 2 35,892 0 0
FISERV INC COM 337738108 27,603 259,721 SH   DFND 3, 6 259,721 0 0
FISERV INC COM 337738108 3,423 32,206 SH   DFND 3, 7 32,206 0 0
FIRSTENERGY CORP COM 337932107 124 4,000 SH   DFND 3 4,000 0 0
FIRSTENERGY CORP COM 337932107 31 1,000 SH   DFND 3, 5 1,000 0 0
FIRSTENERGY CORP COM 337932107 44,363 1,432,197 SH   DFND 8, 3 0 0 1,432,197
FLUOR CORP NEW COM 343412102 97 1,863 SH   DFND 8, 3 0 0 1,863
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,829 24,000 SH   DFND 3, 6 24,000 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 22 280 SH   DFND 3 280 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 8,231 108,000 SH   DFND 3, 5 108,000 0 0
FOOT LOCKER INC COM 344849104 471 6,649 SH   DFND 8, 3 0 0 6,649
FORD MTR CO DEL COM PAR $0.01 345370860 18,135 1,495,044 SH   DFND 8, 3 0 0 1,495,044
FORD MTR CO DEL COM PAR $0.01 345370860 27 2,300 SH   DFND 1, 2 2,300 0 0
FORTINET INC COM 34959E109 693 23,000 SH   DFND 3, 6 23,000 0 0
FORTIVE CORP COM 34959J108 8,258 153,979 SH   DFND 3, 5 101,973 0 52,006
FORTIVE CORP COM 34959J108 697 13,000 SH   DFND 1, 2 13,000 0 0
FORTIVE CORP COM 34959J108 24,051 448,459 SH   DFND 3, 6 448,459 0 0
FORTIVE CORP COM 34959J108 3,781 70,494 SH   DFND 3, 7 70,494 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 67 1,254 SH   DFND 8, 3 0 0 1,254
FORTUNA SILVER MINES INC COM 349915108 4,905 896,000 SH   DFND 1, 2 896,000 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 58 2,856 SH   DFND 8, 3 0 0 2,856
FRANCO NEVADA CORP COM 351858105 289 5,000 SH   DFND 1, 2 5,000 0 0
FRANKLIN RES INC COM 354613101 624 15,795 SH   DFND 8, 3 0 0 15,795
FREEPORT-MCMORAN INC CL B 35671D857 4,379 332,000 SH   DFND 1, 2 332,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 604 45,800 SH   DFND 3, 5 45,800 0 0
FUELCELL ENERGY INC COM NEW 35952H502 413 236,000 SH   DFND 3, 6 236,000 0 0
FUELCELL ENERGY INC COM NEW 35952H502 154 88,000 SH   DFND 3, 5 88,000 0 0
GAMESTOP CORP NEW CL A 36467W109 496 19,643 SH   DFND 8, 3 0 0 19,643
GAMESTOP CORP NEW CL A 36467W109 573 22,670 SH   OTR NONE 0 0 22,670
GAP INC DEL COM 364760108 292 13,000 SH   DFND 3, 6 13,000 0 0
GAP INC DEL COM 364760108 8,774 391,013 SH   DFND 8, 3 0 0 391,013
GARTNER INC COM 366651107 126 1,250 SH   DFND 1, 2 1,250 0 0
GENERAL ELECTRIC CO COM 369604103 1,582 49,750 SH   SOLE NONE 49,750 0 0
GENERAL ELECTRIC CO COM 369604103 22,979 727,158 SH   DFND 3, 5 727,158 0 0
GENERAL ELECTRIC CO COM 369604103 5,337 168,901 SH   DFND 3, 6 168,901 0 0
GENERAL ELECTRIC CO COM 369604103 576 18,176 SH   DFND 8, 3 0 0 18,176
GENERAL ELECTRIC CO COM 369604103 1,818 57,776 SH   DFND 1 57,776 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 141 5,771 SH   DFND 8, 3 0 0 5,771
GENERAL MLS INC COM 370334104 6,577 106,486 SH   DFND 1, 2 106,486 0 0
GENERAL MLS INC COM 370334104 74 1,200 SH   DFND 3, 5 1,200 0 0
GENERAL MTRS CO COM 37045V100 144 4,093 SH   SOLE NONE 4,093 0 0
GENERAL MTRS CO COM 37045V100 554 15,900 SH   OTR NONE 0 0 15,900
GENERAL MTRS CO COM 37045V100 31,126 893,056 SH   DFND 8, 3 0 0 893,056
GENERAL MTRS CO COM 37045V100 5,898 169,300 SH   DFND 1, 2 169,300 0 0
GENUINE PARTS CO COM 372460105 438 4,590 SH   DFND 1, 2 4,590 0 0
GENUINE PARTS CO COM 372460105 663 6,918 SH   DFND 8, 3 0 0 6,918
GERDAU S A SPON ADR REP PFD 373737105 94 30,000 SH   DFND 3, 5 0 0 30,000
GILEAD SCIENCES INC COM 375558103 1,810 25,028 SH   SOLE NONE 25,028 0 0
GILEAD SCIENCES INC COM 375558103 537 7,500 SH   OTR NONE 0 0 7,500
GILEAD SCIENCES INC COM 375558103 1,222 17,181 SH   DFND 1 17,181 0 0
GILEAD SCIENCES INC COM 375558103 789 11,010 SH   DFND 3, 5 11,010 0 0
GILEAD SCIENCES INC COM 375558103 8,103 113,158 SH   DFND 3, 6 113,158 0 0
GILEAD SCIENCES INC COM 375558103 20,724 289,367 SH   DFND 8, 3 0 0 289,367
GLOBAL PMTS INC COM 37940X102 3,927 56,563 SH   DFND 3, 5 20,196 0 36,367
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 101 2,971 SH   DFND 8, 3 0 0 2,971
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,170 388,901 SH   DFND 1, 2 388,901 0 0
GOLDCORP INC NEW COM 380956409 2,346 172,500 SH   DFND 3, 5 172,500 0 0
GOLDCORP INC NEW COM 380956409 37 2,743 SH   DFND 3, 7 2,743 0 0
GOLDCORP INC NEW COM 380956409 379 27,849 SH   DFND 8, 3 0 0 27,849
GOLDMAN SACHS GROUP INC COM 38141G104 4,165 17,400 SH Call DFND 3, 5 3,500 0 13,900
GOLDMAN SACHS GROUP INC COM 38141G104 599 2,500 SH   OTR NONE 0 0 2,500
GOLDMAN SACHS GROUP INC COM 38141G104 297 1,251 SH   DFND 8, 3 0 0 1,251
GOLDMAN SACHS GROUP INC COM 38141G104 9,956 41,580 SH   DFND 3, 7 41,580 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 74 310 SH   DFND 3 310 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 50,114 209,287 SH   DFND 3, 5 181,575 0 27,712
GOLDMAN SACHS GROUP INC COM 38141G104 331,262 1,383,420 SH   DFND 3, 6 1,377,520 0 5,900
GOLDMAN SACHS GROUP INC COM 38141G104 148 620 SH   DFND 1, 2 620 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 81 2,606 SH   DFND 8, 3 0 0 2,606
GRAINGER W W INC COM 384802104 406 1,750 SH   DFND 1, 2 1,750 0 0
GREAT PLAINS ENERGY INC COM 391164100 2,324 85,004 SH   DFND 8, 3 0 0 85,004
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 2,523 2,000,000 PRN   DFND 3, 5 0 0 2,000,000
GROUPE CGI INC CL A SUB VTG 39945C109 155 3,253 SH   DFND 8, 3 0 0 3,253
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 42 1,987 SH   DFND 3 1,987 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 69 483 SH   DFND 3 483 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 47 6,552 SH   DFND 3 6,552 0 0
HCA HOLDINGS INC COM 40412C101 5,354 72,353 SH   DFND 8, 3 0 0 72,353
HCP INC COM 40414L109 114 3,854 SH   DFND 8, 3 0 0 3,854
HDFC BANK LTD ADR REPS 3 SHS 40415F101 32,989 543,664 SH   DFND 8, 3 0 0 543,664
HCI GROUP INC COM 40416E103 3,146 79,871 SH   DFND 8, 3 0 0 79,871
HP INC COM 40434L105 1,652 110,585 SH   SOLE NONE 110,585 0 0
HP INC COM 40434L105 2,300 155,000 SH   DFND 1, 2 155,000 0 0
HP INC COM 40434L105 41,029 2,764,751 SH   DFND 3, 6 2,764,751 0 0
HP INC COM 40434L105 47,752 3,217,186 SH   DFND 8, 3 0 0 3,217,186
HP INC COM 40434L105 52,460 3,534,955 SH   DFND 3, 5 3,320,372 0 214,583
HAIN CELESTIAL GROUP INC COM 405217100 447 11,457 SH   DFND 1 11,457 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,131 29,000 SH   DFND 3, 6 29,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 312 8,000 SH   DFND 3, 5 8,000 0 0
HALLIBURTON CO COM 406216101 1,580 29,235 SH   DFND 3, 5 25,550 0 3,685
HALLIBURTON CO COM 406216101 54 1,000 SH   DFND 1 1,000 0 0
HARLEY DAVIDSON INC COM 412822108 11,260 193,000 SH   DFND 3, 6 193,000 0 0
HARLEY DAVIDSON INC COM 412822108 2,405 41,300 SH Call DFND 3, 5 11,000 0 30,300
HARRIS CORP DEL COM 413875105 2,761 26,949 SH   DFND 3, 5 26,949 0 0
HARRIS CORP DEL COM 413875105 820 8,000 SH   DFND 3, 6 8,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 242 5,093 SH   DFND 8, 3 0 0 5,093
HARTFORD FINL SVCS GROUP INC COM 416515104 53,754 1,128,110 SH   DFND 3, 6 1,128,110 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 954 20,026 SH   DFND 3, 5 681 0 19,345
HASBRO INC COM 418056107 1,105 14,200 SH   DFND 3, 5 14,200 0 0
HASBRO INC COM 418056107 170 2,188 SH   DFND 8, 3 0 0 2,188
HASBRO INC COM 418056107 2,935 37,730 SH   DFND 1, 2 37,730 0 0
HASBRO INC COM 418056107 509 6,539 SH   DFND 3, 7 6,539 0 0
HECLA MNG CO COM 422704106 2,620 500,000 SH   DFND 1, 2 500,000 0 0
HENRY JACK & ASSOC INC COM 426281101 497 5,600 SH   DFND 1, 2 5,600 0 0
HENRY JACK & ASSOC INC COM 426281101 444 5,000 SH   DFND 3, 5 0 0 5,000
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 6,644 7,250,000 PRN   DFND 3, 5 0 0 7,250,000
HERSHEY CO COM 427866108 1,137 11,000 SH   DFND 1, 2 11,000 0 0
HERSHEY CO COM 427866108 270 2,605 SH   DFND 8, 3 0 0 2,605
HESS CORP COM 42809H107 290 4,621 SH   DFND 8, 3 0 0 4,621
HESS CORP COM 42809H107 4,424 71,055 SH   DFND 3, 5 58,503 0 12,552
HESS CORP COM 42809H107 72,114 1,157,696 SH   DFND 3, 6 1,157,696 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,574 110,585 SH   SOLE NONE 110,585 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 540 23,338 SH   OTR NONE 0 0 23,338
HEWLETT PACKARD ENTERPRISE C COM 42824C109 28 1,220 SH   DFND 3 1,220 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 96 4,152 SH   DFND 8, 3 0 0 4,152
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,186 94,466 SH   DFND 3, 5 55,052 0 39,414
HEWLETT PACKARD ENTERPRISE C COM 42824C109 13 632 SH   DFND 1 632 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 56,943 2,460,849 SH   DFND 3, 6 2,460,849 0 0
HOLLYFRONTIER CORP COM 436106108 10,266 313,198 SH   DFND 8, 3 0 0 313,198
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 3,063 2,250,000 PRN   DFND 3, 5 0 0 2,250,000
HOLOGIC INC FRNT 12/1 436440AG6 3,072 2,500,000 PRN   DFND 3, 5 0 0 2,500,000
HOME DEPOT INC COM 437076102 698 5,210 SH   DFND 1 5,210 0 0
HOME DEPOT INC COM 437076102 6,038 45,031 SH   DFND 3, 7 45,031 0 0
HOME DEPOT INC COM 437076102 1,447 10,775 SH   DFND 8, 3 0 0 10,775
HOME DEPOT INC COM 437076102 118,580 884,397 SH   DFND 3, 6 881,937 0 2,460
HOME DEPOT INC COM 437076102 12,593 93,931 SH   DFND 3, 5 36,894 0 57,037
HONEYWELL INTL INC COM 438516106 19 170 SH   DFND 1 170 0 0
HONEYWELL INTL INC COM 438516106 84,596 730,220 SH   DFND 3, 6 726,182 0 4,038
HONEYWELL INTL INC COM 438516106 12,756 110,106 SH   DFND 3, 5 100,214 0 9,892
HOOKER FURNITURE CORP COM 439038100 255 6,744 SH   DFND 8, 3 0 0 6,744
HORMEL FOODS CORP COM 440452100 122 3,478 SH   DFND 8, 3 0 0 3,478
HORMEL FOODS CORP COM 440452100 3,558 102,240 SH   DFND 1, 2 102,240 0 0
HUMANA INC COM 444859102 408 2,000 SH   DFND 3, 5 2,000 0 0
HUMANA INC COM 444859102 82 407 SH   DFND 8, 3 0 0 407
HUMANA INC COM 444859102 86,222 422,599 SH   DFND 3, 6 422,599 0 0
HUNT J B TRANS SVCS INC COM 445658107 187 1,925 SH   DFND 8, 3 0 0 1,925
HUNT J B TRANS SVCS INC COM 445658107 388 4,000 SH   DFND 1, 2 4,000 0 0
HYATT HOTELS CORP COM CL A 448579102 1,768 32,000 SH   DFND 1, 2 32,000 0 0
IAMGOLD CORP COM 450913108 1,632 433,000 SH   DFND 1, 2 433,000 0 0
ICICI BK LTD ADR 45104G104 2,547 340,000 SH   DFND 3, 6 340,000 0 0
ICICI BK LTD ADR 45104G104 256 34,227 SH   DFND 8, 3 0 0 34,227
ICICI BK LTD ADR 45104G104 1,049 140,000 SH   DFND 3, 5 140,000 0 0
IDEXX LABS INC COM 45168D104 562 4,800 SH   DFND 1, 2 4,800 0 0
IDEXX LABS INC COM 45168D104 227 1,929 SH   DFND 8, 3 0 0 1,929
ILLINOIS TOOL WKS INC COM 452308109 3,161 25,800 SH Call DFND 3, 5 3,100 0 22,700
ILLINOIS TOOL WKS INC COM 452308109 343 2,800 SH   DFND 3, 5 2,800 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,597 78,370 SH   DFND 1, 2 78,370 0 0
ILLUMINA INC COM 452327109 3,862 30,000 SH Call DFND 3, 5 0 0 30,000
ILLUMINA INC NOTE 6/1 452327AF6 40,270 42,250,000 PRN   DFND 3, 5 0 0 42,250,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 18,303 19,150,000 PRN   DFND 3, 5 0 0 19,150,000
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 1,584 2,000,000 PRN   DFND 3, 5 0 0 2,000,000
IMPERIAL OIL LTD COM NEW 453038408 971 27,959 SH   DFND 8, 3 0 0 27,959
INCYTE CORP COM 45337C102 91 896 SH   DFND 8, 3 0 0 896
INFOSYS LTD SPONSORED ADR 456788108 26,280 1,772,144 SH   DFND 8, 3 0 0 1,772,144
INFOSYS LTD SPONSORED ADR 456788108 71 4,800 SH   DFND 3 4,800 0 0
INFOSYS LTD SPONSORED ADR 456788108 425 29,279 SH   DFND 1 29,279 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,966 200,000 SH   DFND 3, 5 200,000 0 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 22 23,000 PRN   SOLE NONE 23,000 0 0
INGREDION INC COM 457187102 169 1,357 SH   DFND 8, 3 0 0 1,357
INTEL CORP COM 458140100 612 16,710 SH   SOLE NONE 16,710 0 0
INTEL CORP COM 458140100 5,317 146,604 SH   DFND 1 146,604 0 0
INTEL CORP COM 458140100 159,342 4,393,196 SH   DFND 3, 6 4,380,296 0 12,900
INTEL CORP COM 458140100 19,216 529,662 SH   DFND 8, 3 0 0 529,662
INTEL CORP COM 458140100 220 6,000 SH   DFND 3 6,000 0 0
INTEL CORP COM 458140100 65,001 1,792,038 SH   DFND 3, 5 1,704,376 0 87,662
INTEL CORP SDCV 12/1 458140AD2 53,624 39,700,000 PRN   DFND 3, 5 0 0 39,700,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 40,521 23,000,000 PRN   DFND 3, 5 0 0 23,000,000
INTERACTIVE BROKERS GROUP IN COM 45841N107 365 10,000 SH   DFND 1, 2 10,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 2,006 2,250,000 PRN   DFND 3, 5 0 0 2,250,000
INTERNATIONAL BUSINESS MACHS COM 459200101 1,352 8,121 SH   SOLE NONE 8,121 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 41 270 SH   DFND 1 270 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,190 7,159 SH   DFND 8, 3 0 0 7,159
INTERNATIONAL BUSINESS MACHS COM 459200101 2,647 15,950 SH   DFND 3, 5 15,950 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,660 22,050 SH   DFND 3, 6 22,050 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 367 2,200 SH   DFND 3 2,200 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 11,783 100,000 SH   DFND 3, 5 100,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,756 14,905 SH   DFND 3, 6 14,905 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 73 616 SH   DFND 8, 3 0 0 616
INTL PAPER CO COM 460146103 3,887 73,220 SH   DFND 8, 3 0 0 73,220
INTL PAPER CO COM 460146103 77 1,451 SH   DFND 3, 7 1,451 0 0
INTL PAPER CO COM 460146103 69,752 1,314,569 SH   DFND 3, 5 1,240,380 0 74,189
INTL PAPER CO COM 460146103 4,670 88,000 SH   DFND 3, 6 88,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 138 5,843 SH   DFND 8, 3 0 0 5,843
INTERPUBLIC GROUP COS INC COM 460690100 5,311 226,882 SH   DFND 3, 7 226,882 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,472 276,442 SH   DFND 3, 5 12,343 0 264,099
INTERPUBLIC GROUP COS INC COM 460690100 76,468 3,266,514 SH   DFND 3, 6 3,259,300 0 7,214
INTUIT COM 461202103 114 1,000 SH   DFND 1, 2 1,000 0 0
INTUIT COM 461202103 412 3,592 SH   DFND 8, 3 0 0 3,592
ISHARES MSCI AUST ETF 464286103 30,941 1,529,468 SH   DFND 3, 7 1,529,468 0 0
ISHARES MSCI BRZ CAP ETF 464286400 143 1,020 SH   DFND 3 1,020 0 0
ISHARES TR TIPS BD ETF 464287176 501 1,060 SH   DFND 3 1,060 0 0
ISHARES TR CORE S&P500 ETF 464287200 4,766 21,185 SH   DFND 3, 7 21,185 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 5,830 166,530 SH   DFND 3, 7 166,530 0 0
ISHARES TR IBOXX INV CP ETF 464287242 509 1,040 SH   DFND 3 1,040 0 0
ISHARES TR EUROPE ETF 464287861 124,108 3,197,848 SH   DFND 3, 7 3,197,848 0 0
ISHARES TR MSCI INDIA ETF 46429B598 224 2,000 SH   DFND 3 2,000 0 0
ISHARES TR MSCI INDIA ETF 46429B598 4,106 153,185 SH   DFND 8, 3 0 0 153,185
ISHARES TR CHINA ETF 46429B671 348 1,900 SH   DFND 3 1,900 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,357 31,956 SH   DFND 3, 7 31,956 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 127,901 2,617,697 SH   DFND 3, 7 2,617,697 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,470 143,000 SH   DFND 3, 5 143,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 191 18,419 SH   DFND 3 18,419 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,804 370,000 SH   DFND 3, 6 370,000 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 142 30,000 SH   DFND 1, 2 30,000 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 161 33,972 SH   DFND 8, 3 0 0 33,972
JPMORGAN CHASE & CO COM 46625H100 607 7,032 SH   OTR NONE 0 0 7,032
JPMORGAN CHASE & CO COM 46625H100 34 400 SH   DFND 3 400 0 0
JPMORGAN CHASE & CO COM 46625H100 341,440 3,956,874 SH   DFND 3, 6 3,934,544 0 22,330
JPMORGAN CHASE & CO COM 46625H100 40,184 465,676 SH   DFND 3, 5 338,461 0 127,215
JPMORGAN CHASE & CO COM 46625H100 913 10,634 SH   DFND 8, 3 0 0 10,634
JPMORGAN CHASE & CO COM 46625H100 9,866 114,333 SH   DFND 3, 7 114,333 0 0
JPMORGAN CHASE & CO COM 46625H100 116 1,345 SH   DFND 1 1,345 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 5,542 5,750,000 PRN   DFND 3, 5 0 0 5,750,000
JD COM INC SPON ADR CL A 47215P106 1,110 43,300 SH   DFND 3 43,300 0 0
JD COM INC SPON ADR CL A 47215P106 473 18,589 SH   DFND 3, 7 18,589 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 25,371 25,150,000 PRN   DFND 3, 5 0 0 25,150,000
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 305 20,000 SH   DFND 1, 2 20,000 0 0
JOHNSON & JOHNSON COM 478160104 5,010 43,543 SH   DFND 1 43,543 0 0
JOHNSON & JOHNSON COM 478160104 160,858 1,396,220 SH   DFND 3, 6 1,396,220 0 0
JOHNSON & JOHNSON COM 478160104 433 3,750 SH   DFND 3 3,750 0 0
JOHNSON & JOHNSON COM 478160104 6,003 52,101 SH   DFND 3, 7 52,101 0 0
JOHNSON & JOHNSON COM 478160104 89,128 773,559 SH   DFND 3, 5 707,452 0 66,107
JOHNSON & JOHNSON COM 478160104 15,862 137,662 SH   DFND 8, 3 0 0 137,662
JUNIPER NETWORKS INC COM 48203R104 20 800 SH   DFND 1, 2 800 0 0
JUST ENERGY GROUP INC COM 48213W101 625 114,608 SH   DFND 8, 3 0 0 114,608
KT CORP SPONSORED ADR 48268K101 675 47,900 SH   OTR NONE 0 0 47,900
KAISER ALUMINUM CORP COM PAR $0.01 483007704 794 10,230 SH   DFND 8, 3 0 0 10,230
KELLOGG CO COM 487836108 973 13,200 SH   DFND 3, 5 13,200 0 0
KELLOGG CO COM 487836108 2,086 28,300 SH   DFND 3, 6 28,300 0 0
KELLOGG CO COM 487836108 106 1,450 SH   DFND 1, 2 1,450 0 0
KIMBERLY CLARK CORP COM 494368103 1,118 9,800 SH   DFND 3, 5 9,800 0 0
KIMBERLY CLARK CORP COM 494368103 345 3,000 SH   DFND 3 3,000 0 0
KIMBERLY CLARK CORP COM 494368103 59,231 518,906 SH   DFND 8, 3 0 0 518,906
KIMBERLY CLARK CORP COM 494368103 799 7,000 SH   DFND 3, 6 7,000 0 0
KINDER MORGAN INC DEL COM 49456B101 880 42,500 SH   DFND 3, 5 42,500 0 0
KOHLS CORP COM 500255104 548 11,100 SH   OTR NONE 0 0 11,100
KOHLS CORP COM 500255104 455 9,218 SH   DFND 8, 3 0 0 9,218
KRAFT HEINZ CO COM 500754106 600 6,870 SH   DFND 1 6,870 0 0
KRAFT HEINZ CO COM 500754106 52,713 603,670 SH   DFND 3, 6 603,670 0 0
KRAFT HEINZ CO COM 500754106 20,238 231,755 SH   DFND 3, 5 162,509 0 69,246
KRAFT HEINZ CO COM 500754106 7,733 88,554 SH   DFND 3, 7 88,554 0 0
KROGER CO COM 501044101 302 8,780 SH   DFND 8, 3 0 0 8,780
L BRANDS INC COM 501797104 113,833 1,728,930 SH   DFND 3, 6 1,723,930 0 5,000
L BRANDS INC COM 501797104 1,324 20,094 SH   DFND 3, 5 6,800 0 13,294
LKQ CORP COM 501889208 1,391 45,390 SH   DFND 3, 6 45,390 0 0
LA Z BOY INC COM 505336107 60 1,961 SH   DFND 8, 3 0 0 1,961
LABORATORY CORP AMER HLDGS COM NEW 50540R409 408 3,180 SH   DFND 1, 2 3,180 0 0
LAM RESEARCH CORP COM 512807108 1,163 11,000 SH   DFND 3, 6 11,000 0 0
LAM RESEARCH CORP COM 512807108 2,643 25,000 SH   DFND 3, 5 25,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 48,782 27,800,000 PRN   DFND 3, 5 0 0 27,800,000
LANDSTAR SYS INC COM 515098101 580 6,800 SH   DFND 8, 3 0 0 6,800
LAS VEGAS SANDS CORP COM 517834107 33,652 630,075 SH   DFND 3, 5 619,600 0 10,475
LAS VEGAS SANDS CORP COM 517834107 1,816 34,000 SH   DFND 3, 6 34,000 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 240 29,438 SH   DFND 8, 3 0 0 29,438
LAUDER ESTEE COS INC CL A 518439104 13,768 180,000 SH   DFND 3, 5 180,000 0 0
LAUDER ESTEE COS INC CL A 518439104 27 365 SH   DFND 1, 2 365 0 0
LEAR CORP COM NEW 521865204 80 606 SH   DFND 8, 3 0 0 606
LEGGETT & PLATT INC COM 524660107 3,093 63,148 SH   DFND 8, 3 0 0 63,148
LEIDOS HLDGS INC COM 525327102 69 1,350 SH   DFND 8, 3 0 0 1,350
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,114 73,000 SH   DFND 1, 2 73,000 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 7,799 7,250,000 PRN   DFND 3, 5 0 0 7,250,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5,357 5,000,000 PRN   DFND 3, 5 0 0 5,000,000
LILLY ELI & CO COM 532457108 62 850 SH   DFND 1 850 0 0
LILLY ELI & CO COM 532457108 7,610 103,467 SH   DFND 3, 5 97,124 0 6,343
LILLY ELI & CO COM 532457108 390 5,300 SH   DFND 3 5,300 0 0
LILLY ELI & CO COM 532457108 38,443 522,691 SH   DFND 3, 6 522,691 0 0
LINCOLN ELEC HLDGS INC COM 533900106 640 8,350 SH   DFND 1, 2 8,350 0 0
LINCOLN NATL CORP IND COM 534187109 269 4,071 SH   DFND 8, 3 0 0 4,071
LINCOLN NATL CORP IND COM 534187109 583 8,800 SH   OTR NONE 0 0 8,800
LINEAR TECHNOLOGY CORP COM 535678106 3,199 51,300 SH   DFND 3, 5 51,300 0 0
LINEAR TECHNOLOGY CORP COM 535678106 87 1,391 SH   DFND 8, 3 0 0 1,391
LINE CORP SPONSORED ADR 53567X101 204 6,000 SH   DFND 3, 6 6,000 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 11,739 11,750,000 PRN   DFND 3, 5 0 0 11,750,000
LIONS GATE ENTMNT CORP CL A VTG 535919401 1,480 55,000 SH   DFND 3, 6 55,000 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,350 55,000 SH   DFND 3, 6 55,000 0 0
LOCKHEED MARTIN CORP COM 539830109 4,668 18,674 SH   DFND 3, 6 18,674 0 0
LOCKHEED MARTIN CORP COM 539830109 125 500 SH   DFND 3, 5 500 0 0
LOWES COS INC COM 548661107 611 8,600 SH   DFND 3, 5 8,600 0 0
LOWES COS INC COM 548661107 111 1,560 SH   DFND 8, 3 0 0 1,560
LOWES COS INC COM 548661107 1,778 25,000 SH   DFND 3, 6 25,000 0 0
MDU RES GROUP INC COM 552690109 7,456 259,166 SH   DFND 8, 3 0 0 259,166
MFA FINL INC COM 55272X102 129 16,925 SH   DFND 8, 3 0 0 16,925
MKS INSTRUMENT INC COM 55306N104 138 2,333 SH   DFND 8, 3 0 0 2,333
MSCI INC COM 55354G100 1,444 18,332 SH   DFND 3, 5 640 0 17,692
MSCI INC COM 55354G100 41,471 526,417 SH   DFND 3, 6 526,417 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 16,237 14,050,000 PRN   DFND 3, 5 0 0 14,050,000
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 20,056 20,000,000 PRN   DFND 3, 5 0 0 20,000,000
MACYS INC COM 55616P104 42,419 1,184,503 SH   DFND 3, 5 1,141,290 0 43,213
MACYS INC COM 55616P104 448 12,510 SH   OTR NONE 0 0 12,510
MAG SILVER CORP COM 55903Q104 2,665 250,000 SH   DFND 1, 2 250,000 0 0
MAGNA INTL INC COM 559222401 2,247 51,914 SH   OTR NONE 0 0 51,914
MAGNA INTL INC COM 559222401 5,652 130,000 SH   DFND 3, 6 130,000 0 0
MAGNA INTL INC COM 559222401 23,381 538,948 SH   DFND 8, 3 0 0 538,948
MAGNA INTL INC COM 559222401 1,892 43,520 SH   DFND 3, 5 16,420 0 27,100
MANPOWERGROUP INC COM 56418H100 1,418 15,940 SH   DFND 3, 5 10,040 0 5,900
MANULIFE FINL CORP COM 56501R106 118 6,670 SH   DFND 1 6,670 0 0
MANULIFE FINL CORP COM 56501R106 13,731 770,000 SH   DFND 3, 6 770,000 0 0
MANULIFE FINL CORP COM 56501R106 55 3,120 SH   DFND 8, 3 0 0 3,120
MANULIFE FINL CORP COM 56501R106 75 4,200 SH   DFND 3, 5 4,200 0 0
MARATHON OIL CORP COM 565849106 26 1,500 SH   DFND 3, 5 1,500 0 0
MARATHON PETE CORP COM 56585A102 65 1,300 SH   DFND 3, 5 1,300 0 0
MARATHON PETE CORP COM 56585A102 44 875 SH   DFND 8, 3 0 0 875
MARATHON PETE CORP COM 56585A102 22 450 SH   DFND 1, 2 450 0 0
MARSH & MCLENNAN COS INC COM 571748102 77,478 1,146,279 SH   DFND 3, 6 1,136,953 0 9,326
MARSH & MCLENNAN COS INC COM 571748102 3,318 49,112 SH   DFND 3, 5 32,396 0 16,716
MARRIOTT INTL INC NEW CL A 571903202 65 789 SH   DFND 8, 3 0 0 789
MARRIOTT INTL INC NEW CL A 571903202 6,614 80,000 SH   DFND 3, 5 80,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 177 800 SH   DFND 1 800 0 0
MASCO CORP COM 574599106 181 5,689 SH   DFND 8, 3 0 0 5,689
MASCO CORP COM 574599106 4,743 150,000 SH   DFND 3, 6 150,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 121,553 1,177,260 SH   DFND 3, 6 1,173,304 0 3,956
MASTERCARD INCORPORATED CL A 57636Q104 2,056 19,930 SH   DFND 1 19,930 0 0
MASTERCARD INCORPORATED CL A 57636Q104 218 2,109 SH   DFND 8, 3 0 0 2,109
MASTERCARD INCORPORATED CL A 57636Q104 56,264 544,942 SH   DFND 3, 5 513,763 0 31,179
MATTEL INC COM 577081102 21,838 792,668 SH   DFND 3, 6 792,668 0 0
MATTEL INC COM 577081102 61,090 2,217,431 SH   DFND 3, 5 2,093,710 0 123,721
MATTEL INC COM 577081102 7,080 256,975 SH   DFND 8, 3 0 0 256,975
MCCORMICK & CO INC COM VTG 579780107 3,160 33,860 SH   DFND 1, 2 33,860 0 0
MCDONALDS CORP COM 580135101 2,547 20,682 SH   SOLE NONE 20,682 0 0
MCDONALDS CORP COM 580135101 92 770 SH   DFND 1 770 0 0
MCDONALDS CORP COM 580135101 324 2,655 SH   DFND 8, 3 0 0 2,655
MCDONALDS CORP COM 580135101 9,747 80,042 SH   DFND 3, 5 69,552 0 10,490
MCDONALDS CORP COM 580135101 99,605 818,316 SH   DFND 3, 6 813,816 0 4,500
MCKESSON CORP COM 58155Q103 545 3,882 SH   OTR NONE 0 0 3,882
MCKESSON CORP COM 58155Q103 8,169 58,136 SH   DFND 8, 3 0 0 58,136
MEAD JOHNSON NUTRITION CO COM 582839106 133 1,880 SH   DFND 1 1,880 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 33,150 468,475 SH   DFND 3, 6 463,475 0 5,000
MEAD JOHNSON NUTRITION CO COM 582839106 19,947 281,882 SH   DFND 8, 3 0 0 281,882
MEAD JOHNSON NUTRITION CO COM 582839106 18,235 257,710 SH   DFND 3, 5 237,786 0 19,924
MELCO CROWN ENTMT LTD ADR 585464100 1,193 75,000 SH   DFND 3, 5 75,000 0 0
MELCO CROWN ENTMT LTD ADR 585464100 2,624 165,000 SH   DFND 3, 6 165,000 0 0
MERCK & CO INC COM 58933Y105 136,594 2,320,248 SH   DFND 3, 6 2,305,448 0 14,800
MERCK & CO INC COM 58933Y105 1,817 30,867 SH   DFND 1, 2 30,867 0 0
MERCK & CO INC COM 58933Y105 42,014 713,588 SH   DFND 8, 3 0 0 713,588
MERCK & CO INC COM 58933Y105 53 900 SH   DFND 1 900 0 0
MERCK & CO INC COM 58933Y105 620 10,500 SH   DFND 3 10,500 0 0
MERCK & CO INC COM 58933Y105 71,724 1,218,344 SH   DFND 3, 5 1,168,960 0 49,384
METLIFE INC COM 59156R108 92 1,700 SH   DFND 3, 5 1,700 0 0
METLIFE INC COM 59156R108 391 7,274 SH   DFND 8, 3 0 0 7,274
METLIFE INC COM 59156R108 808 15,000 SH   DFND 3, 6 15,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 12,557 30,000 SH   DFND 3, 5 30,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 521 1,245 SH   DFND 1, 2 1,245 0 0
MICROSOFT CORP COM 594918104 4,263 67,880 SH   SOLE NONE 67,880 0 0
MICROSOFT CORP COM 594918104 1,278 20,331 SH   DFND 8, 3 0 0 20,331
MICROSOFT CORP COM 594918104 317,224 5,104,974 SH   DFND 3, 6 5,084,436 0 20,538
MICROSOFT CORP COM 594918104 38 635 SH   DFND 1 635 0 0
MICROSOFT CORP COM 594918104 49,115 790,300 SH   DFND 3, 5 744,052 0 46,248
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 14,940 11,500,000 PRN   DFND 3, 5 0 0 11,500,000
MICRON TECHNOLOGY INC COM 595112103 1,315 60,000 SH   DFND 3, 6 60,000 0 0
MICRON TECHNOLOGY INC COM 595112103 8,079 368,600 SH   DFND 3, 5 368,600 0 0
MICRON TECHNOLOGY INC COM 595112103 866 39,540 SH   DFND 1 39,540 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 13,992 14,150,000 PRN   DFND 3, 5 0 0 14,150,000
MIDDLEBY CORP COM 596278101 3,819 29,647 SH   DFND 3, 5 29,647 0 0
MIDDLEBY CORP COM 596278101 4,057 31,500 SH   DFND 3, 6 31,500 0 0
MILLER HERMAN INC COM 600544100 180 5,274 SH   DFND 1, 2 5,274 0 0
MILLER HERMAN INC COM 600544100 564 16,500 SH   OTR NONE 0 0 16,500
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 592 65,000 SH   DFND 3, 6 0 0 65,000
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 7,188 789,044 SH   DFND 8, 3 0 0 789,044
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 77 8,396 SH   DFND 3 8,396 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,170 40,000 SH   DFND 3, 5 40,000 0 0
MONDELEZ INTL INC CL A 609207105 964 21,743 SH   DFND 1 21,743 0 0
MONDELEZ INTL INC CL A 609207105 13,710 309,280 SH   DFND 3, 5 288,680 0 20,600
MONDELEZ INTL INC CL A 609207105 875 19,655 SH   DFND 8, 3 0 0 19,655
MONSANTO CO NEW COM 61166W101 1,682 16,000 SH Call DFND 3, 5 16,000 0 0
MONSANTO CO NEW COM 61166W101 1,578 15,000 SH   DFND 3, 6 15,000 0 0
MONSANTO CO NEW COM 61166W101 801 7,825 SH   DFND 1 7,825 0 0
MONSANTO CO NEW COM 61166W101 16,393 155,526 SH   DFND 3, 5 148,917 0 6,609
MONSTER BEVERAGE CORP NEW COM 61174X109 2,438 55,000 SH   DFND 1, 2 55,000 0 0
MOODYS CORP COM 615369105 10,373 110,018 SH   DFND 3, 5 30,484 0 79,534
MOODYS CORP COM 615369105 1,291 13,700 SH   DFND 1, 2 13,700 0 0
MOODYS CORP COM 615369105 135,033 1,432,402 SH   DFND 3, 6 1,425,614 0 6,788
MOODYS CORP COM 615369105 165 1,755 SH   DFND 8, 3 0 0 1,755
MOODYS CORP COM 615369105 6,973 73,964 SH   DFND 3, 7 73,964 0 0
MORGAN STANLEY COM NEW 617446448 578 13,669 SH   OTR NONE 0 0 13,669
MORGAN STANLEY COM NEW 617446448 440 10,456 SH   DFND 8, 3 0 0 10,456
MORGAN STANLEY COM NEW 617446448 696 16,450 SH   DFND 3, 5 16,450 0 0
MOSAIC CO NEW COM 61945C103 80 2,752 SH   DFND 8, 3 0 0 2,752
MURPHY OIL CORP COM 626717102 171 5,440 SH   DFND 8, 3 0 0 5,440
MYRIAD GENETICS INC COM 62855J104 4,127 247,617 SH   DFND 8, 3 0 0 247,617
NIC INC COM 62914B100 430 18,000 SH   DFND 1, 2 18,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 15,321 13,500,000 PRN   DFND 3, 5 0 0 13,500,000
NATIONAL OILWELL VARCO INC COM 637071101 28 750 SH   DFND 3, 5 750 0 0
NATIONAL OILWELL VARCO INC COM 637071101 367 9,800 SH   DFND 3, 6 9,800 0 0
NATIONAL OILWELL VARCO INC COM 637071101 527 14,100 SH   DFND 1, 2 14,100 0 0
NATIONAL OILWELL VARCO INC COM 637071101 93 2,508 SH   DFND 8, 3 0 0 2,508
NATURAL RESOURCE PARTNERS L COM UNIT LTD PAR 63900P608 3,352 103,800 SH   DFND 1, 2 103,800 0 0
NAVIENT CORP COM 63938C108 9,895 602,480 SH   DFND 8, 3 0 0 602,480
NETFLIX INC COM 64110L106 101 811 SH   DFND 8, 3 0 0 811
NETFLIX INC COM 64110L106 272 2,200 SH   DFND 3, 5 2,200 0 0
NETEASE INC SPONSORED ADR 64110W102 404 1,878 SH   DFND 3, 7 1,878 0 0
NETEASE INC SPONSORED ADR 64110W102 53,877 250,199 SH   DFND 8, 3 0 0 250,199
NETEASE INC SPONSORED ADR 64110W102 431 2,000 SH   DFND 3, 5 0 0 2,000
NETEASE INC SPONSORED ADR 64110W102 2,261 10,500 SH   DFND 3, 6 10,500 0 0
NETEASE INC SPONSORED ADR 64110W102 45 200 SH   DFND 3 200 0 0
NEVSUN RES LTD COM 64156L101 3,168 1,025,166 SH   DFND 8, 3 0 0 1,025,166
NEW GOLD INC CDA COM 644535106 156 46,000 SH   DFND 1, 2 46,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,263 30,000 SH   DFND 3, 6 30,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 193 4,586 SH   DFND 3, 7 4,586 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 32,640 775,306 SH   DFND 8, 3 0 0 775,306
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 55 1,300 SH   DFND 3 1,300 0 0
NEWELL BRANDS INC COM 651229106 223 5,000 SH   DFND 3, 5 5,000 0 0
NEWELL BRANDS INC COM 651229106 357 8,000 SH   DFND 3, 6 8,000 0 0
NEWMONT MINING CORP COM 651639106 11,753 340,000 SH Call DFND 3, 5 0 0 340,000
NEWMONT MINING CORP COM 651639106 5,111 150,000 SH   DFND 3, 6 150,000 0 0
NEWMONT MINING CORP COM 651639106 3,137 92,100 SH   DFND 1, 2 92,100 0 0
NEWMONT MINING CORP COM 651639106 31,285 917,079 SH   DFND 8, 3 0 0 917,079
NEWMONT MINING CORP COM 651639106 13,792 404,800 SH   DFND 3, 5 404,800 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 12,549 12,250,000 PRN   DFND 3, 5 0 0 12,250,000
NEXTERA ENERGY INC COM 65339F101 264 2,200 SH   DFND 3 2,200 0 0
NEXTERA ENERGY INC COM 65339F101 4,030 33,740 SH   DFND 1, 2 33,740 0 0
NEXTERA ENERGY INC COM 65339F101 519 4,344 SH   DFND 3, 5 354 0 3,990
NEXTERA ENERGY INC COM 65339F101 89,940 752,889 SH   DFND 3, 6 747,267 0 5,622
NIKE INC CL B 654106103 6 122 SH   SOLE NONE 122 0 0
NIKE INC CL B 654106103 136,781 2,690,949 SH   DFND 3, 6 2,670,049 0 20,900
NIKE INC CL B 654106103 158 3,107 SH   DFND 8, 3 0 0 3,107
NIKE INC CL B 654106103 552 10,880 SH   DFND 1 10,880 0 0
NIKE INC CL B 654106103 27,949 549,875 SH   DFND 3, 5 504,716 0 45,159
NISOURCE INC COM 65473P105 256 11,564 SH   DFND 8, 3 0 0 11,564
NOBLE ENERGY INC COM 655044105 933 24,521 SH   DFND 3, 5 16,500 0 8,021
NOBLE ENERGY INC COM 655044105 46,339 1,217,529 SH   DFND 3, 6 1,217,529 0 0
NORBORD INC COM NEW 65548P403 2,321 92,189 SH   OTR NONE 0 0 92,189
NORDSTROM INC COM 655664100 133 2,750 SH   DFND 3 2,750 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,403 12,980 SH   DFND 3, 5 12,980 0 0
NORFOLK SOUTHERN CORP COM 655844108 605 5,600 SH   DFND 1, 2 5,600 0 0
NORTHROP GRUMMAN CORP COM 666807102 163 700 SH   DFND 3 700 0 0
NORTHROP GRUMMAN CORP COM 666807102 183,200 787,685 SH   DFND 3, 6 785,891 0 1,794
NORTHROP GRUMMAN CORP COM 666807102 5,781 24,856 SH   DFND 3, 7 24,856 0 0
NORTHROP GRUMMAN CORP COM 666807102 6,062 26,056 SH   DFND 3, 5 3,186 0 22,870
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 8,981 2,900,000 PRN   DFND 3, 5 0 0 2,900,000
NU SKIN ENTERPRISES INC CL A 67018T105 459 9,621 SH   DFND 8, 3 0 0 9,621
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,511 1,500,000 PRN   DFND 3, 5 0 0 1,500,000
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 6,563 7,250,000 PRN   DFND 3, 5 0 0 7,250,000
NUCOR CORP COM 670346105 39,038 655,176 SH   DFND 8, 3 0 0 655,176
NVIDIA CORP COM 67066G104 12,209 112,600 SH Call DFND 3, 5 95,300 0 17,300
NVIDIA CORP COM 67066G104 1,537 14,400 SH   DFND 1, 2 14,400 0 0
NVIDIA CORP COM 67066G104 34,192 319,507 SH   DFND 8, 3 0 0 319,507
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 18,349 3,450,000 PRN   DFND 3, 5 0 0 3,450,000
NUVASIVE INC COM 670704105 1,130 16,778 SH   DFND 3, 6 16,778 0 0
OGE ENERGY CORP COM 670837103 367 11,000 SH   DFND 8, 3 0 0 11,000
O REILLY AUTOMOTIVE INC NEW COM 67103H107 103 366 SH   DFND 8, 3 0 0 366
OCCIDENTAL PETE CORP DEL COM 674599105 237 3,316 SH   DFND 8, 3 0 0 3,316
OCCIDENTAL PETE CORP DEL COM 674599105 94,902 1,332,320 SH   DFND 3, 6 1,321,560 0 10,760
OCCIDENTAL PETE CORP DEL COM 674599105 272 3,800 SH   DFND 3 3,800 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,564 21,965 SH   DFND 1, 2 21,965 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 8,939 125,488 SH   DFND 3, 5 82,830 0 42,658
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 12,532 10,000,000 PRN   DFND 3, 5 0 0 10,000,000
OMNICOM GROUP INC COM 681919106 178 2,088 SH   DFND 8, 3 0 0 2,088
OMNICOM GROUP INC COM 681919106 324 3,785 SH   DFND 3 3,785 0 0
OMNICOM GROUP INC COM 681919106 480 5,650 SH   DFND 1, 2 5,650 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5,132 5,000,000 PRN   DFND 3, 5 0 0 5,000,000
ONE GAS INC COM 68235P108 7,124 111,397 SH   DFND 8, 3 0 0 111,397
OPEN TEXT CORP COM 683715106 1,187 19,200 SH   DFND 3, 6 19,200 0 0
OPEN TEXT CORP COM 683715106 260 4,200 SH   DFND 3, 5 4,200 0 0
ORACLE CORP COM 68389X105 138 3,588 SH   DFND 8, 3 0 0 3,588
ORACLE CORP COM 68389X105 1,378 35,850 SH   DFND 1, 2 35,850 0 0
ORACLE CORP COM 68389X105 13,572 352,884 SH   DFND 3, 5 153,611 0 199,273
ORACLE CORP COM 68389X105 103,012 2,679,127 SH   DFND 3, 6 2,665,367 0 13,760
ORACLE CORP COM 68389X105 4,041 105,104 SH   DFND 3, 7 105,104 0 0
ORMAT TECHNOLOGIES INC COM 686688102 207 3,870 SH   DFND 1, 2 3,870 0 0
ORMAT TECHNOLOGIES INC COM 686688102 912 17,014 SH   DFND 8, 3 0 0 17,014
OWENS & MINOR INC NEW COM 690732102 111 3,166 SH   DFND 8, 3 0 0 3,166
OWENS ILL INC COM NEW 690768403 1,453 83,500 SH   DFND 1, 2 83,500 0 0
PDL BIOPHARMA INC COM 69329Y104 2,582 1,218,018 SH   DFND 8, 3 0 0 1,218,018
PG&E CORP COM 69331C108 2,148 35,355 SH   DFND 8, 3 0 0 35,355
PG&E CORP COM 69331C108 723 11,900 SH   DFND 3, 5 11,900 0 0
PJT PARTNERS INC COM CL A 69343T107 10 329 SH   DFND 3, 5 0 0 329
PJT PARTNERS INC COM CL A 69343T107 7 250 SH   DFND 1, 2 250 0 0
PNC FINL SVCS GROUP INC COM 693475105 117 1,000 SH   DFND 3, 5 1,000 0 0
PPG INDS INC COM 693506107 2,022 21,343 SH   DFND 3, 5 21,343 0 0
PPL CORP COM 69351T106 343 10,000 SH   DFND 3 10,000 0 0
PVH CORP COM 693656100 2,707 30,000 SH   DFND 3, 6 30,000 0 0
PACCAR INC COM 693718108 679 10,619 SH   DFND 3, 6 10,619 0 0
PACCAR INC COM 693718108 93 1,453 SH   DFND 8, 3 0 0 1,453
PACKAGING CORP AMER COM 695156109 47,474 559,696 SH   DFND 3, 5 513,904 0 45,792
PACKAGING CORP AMER COM 695156109 49,669 585,565 SH   DFND 3, 6 585,565 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 2,872 2,250,000 PRN   DFND 3, 5 0 0 2,250,000
PAN AMERICAN SILVER CORP COM 697900108 5,095 348,828 SH   DFND 1, 2 348,828 0 0
PANERA BREAD CO CL A 69840W108 369 1,800 SH   DFND 1, 2 1,800 0 0
PARKER HANNIFIN CORP COM 701094104 621 4,440 SH   DFND 1, 2 4,440 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 416 21,927 SH   DFND 1 21,927 0 0
PAYCHEX INC COM 704326107 317 5,166 SH   DFND 8, 3 0 0 5,166
PAYCHEX INC COM 704326107 9,375 154,000 SH   DFND 3, 5 154,000 0 0
PAYCHEX INC COM 704326107 524 8,650 SH   DFND 1, 2 8,650 0 0
PAYPAL HLDGS INC COM 70450Y103 1,270 31,706 SH   SOLE NONE 31,706 0 0
PAYPAL HLDGS INC COM 70450Y103 18,580 470,743 SH   DFND 1 470,743 0 0
PAYPAL HLDGS INC COM 70450Y103 48,721 1,234,385 SH   DFND 3, 6 1,234,385 0 0
PAYPAL HLDGS INC COM 70450Y103 6,249 158,289 SH   DFND 3, 5 105,688 0 52,601
PAYPAL HLDGS INC COM 70450Y103 77 1,933 SH   DFND 8, 3 0 0 1,933
PEMBINA PIPELINE CORP COM 706327103 6,259 200,000 SH   DFND 3, 6 200,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 328 16,930 SH   DFND 3 16,930 0 0
PEPSICO INC COM 713448108 50,699 484,559 SH   DFND 3, 6 484,559 0 0
PEPSICO INC COM 713448108 68 655 SH   DFND 1 655 0 0
PEPSICO INC COM 713448108 283 2,700 SH   DFND 3 2,700 0 0
PEPSICO INC COM 713448108 24,410 233,290 SH   DFND 8, 3 0 0 233,290
PEPSICO INC COM 713448108 8,529 81,496 SH   DFND 3, 5 73,643 0 7,853
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,159 906,000 SH   DFND 1, 2 906,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,163 115,000 SH   DFND 3, 5 115,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 138 13,324 SH   DFND 3 13,324 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,842 380,000 SH   DFND 3, 6 380,000 0 0
PFIZER INC COM 717081103 144,703 4,455,159 SH   DFND 3, 6 4,455,159 0 0
PFIZER INC COM 717081103 3,562 109,675 SH   DFND 1, 2 109,675 0 0
PFIZER INC COM 717081103 56,403 1,736,526 SH   DFND 8, 3 0 0 1,736,526
PFIZER INC COM 717081103 682 21,000 SH   DFND 3 21,000 0 0
PFIZER INC COM 717081103 84,316 2,596,019 SH   DFND 3, 5 2,420,604 0 175,415
PHILIP MORRIS INTL INC COM 718172109 52,113 569,550 SH   DFND 8, 3 0 0 569,550
PHILIP MORRIS INTL INC COM 718172109 46,414 507,320 SH   DFND 1, 2 507,320 0 0
PHILIP MORRIS INTL INC COM 718172109 9,139 99,893 SH   DFND 3, 7 99,893 0 0
PHILIP MORRIS INTL INC COM 718172109 30,128 329,307 SH   DFND 3, 5 240,192 0 89,115
PHILIP MORRIS INTL INC COM 718172109 213,502 2,333,608 SH   DFND 3, 6 2,326,818 0 6,790
PHILIP MORRIS INTL INC COM 718172109 459 5,000 SH   DFND 3 5,000 0 0
PHILLIPS 66 COM 718546104 2,839 32,861 SH   DFND 3, 5 21,863 0 10,998
PHILLIPS 66 COM 718546104 334 3,860 SH   DFND 8, 3 0 0 3,860
PHILLIPS 66 COM 718546104 73 845 SH   DFND 3, 7 845 0 0
PHILLIPS 66 COM 718546104 86,230 997,909 SH   DFND 3, 6 993,551 0 4,358
PINNACLE WEST CAP CORP COM 723484101 2,438 31,234 SH   DFND 8, 3 0 0 31,234
PIONEER NAT RES CO COM 723787107 108 600 SH   DFND 3, 5 0 0 600
PIONEER NAT RES CO COM 723787107 41,860 232,458 SH   DFND 3, 6 232,458 0 0
POLARIS INDS INC COM 731068102 1,036 12,591 SH   DFND 8, 3 0 0 12,591
POOL CORPORATION COM 73278L105 368 3,529 SH   DFND 3, 5 3,529 0 0
POTASH CORP SASK INC COM 73755L107 430 24,545 SH   DFND 1, 2 24,545 0 0
POTASH CORP SASK INC COM 73755L107 776 42,900 SH   DFND 3, 5 42,900 0 0
POTASH CORP SASK INC COM 73755L107 800 44,231 SH   DFND 8, 3 0 0 44,231
PRAXAIR INC COM 74005P104 18,343 156,524 SH   DFND 3, 5 150,659 0 5,865
PRAXAIR INC COM 74005P104 870 7,430 SH   DFND 1, 2 7,430 0 0
PRAXAIR INC COM 74005P104 92,667 790,733 SH   DFND 3, 6 785,403 0 5,330
PRETIUM RES INC COM 74139C102 636 79,300 SH   DFND 1, 2 79,300 0 0
PRICE T ROWE GROUP INC COM 74144T108 564 7,500 SH   OTR NONE 0 0 7,500
PRICE T ROWE GROUP INC COM 74144T108 1,561 20,752 SH   DFND 1, 2 20,752 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,581 21,000 SH   DFND 3, 6 21,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 25,048 332,740 SH   DFND 8, 3 0 0 332,740
PRICE T ROWE GROUP INC COM 74144T108 517 6,873 SH   DFND 3, 7 6,873 0 0
PRICELINE GRP INC COM NEW 741503403 925 625 SH   SOLE NONE 625 0 0
PRICELINE GRP INC COM NEW 741503403 660 450 SH   DFND 3, 5 450 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 27,955 17,750,000 PRN   DFND 3, 5 0 0 17,750,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 57,513 45,300,000 PRN   DFND 3, 5 0 0 45,300,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 19,773 18,750,000 PRN   DFND 3, 5 0 0 18,750,000
PRINCIPAL FINL GROUP INC COM 74251V102 84 1,455 SH   DFND 8, 3 0 0 1,455
PROCTER AND GAMBLE CO COM 742718109 14,942 177,633 SH   DFND 3, 5 142,934 0 34,699
PROCTER AND GAMBLE CO COM 742718109 34,694 412,991 SH   DFND 1 412,991 0 0
PROCTER AND GAMBLE CO COM 742718109 548 6,500 SH   DFND 3 6,500 0 0
PROCTER AND GAMBLE CO COM 742718109 76,798 913,387 SH   DFND 3, 6 913,387 0 0
PROCTER AND GAMBLE CO COM 742718109 911 10,825 SH   DFND 8, 3 0 0 10,825
PROGRESSIVE CORP OHIO COM 743315103 202 5,700 SH   DFND 3, 5 5,700 0 0
PROGRESSIVE CORP OHIO COM 743315103 217 6,114 SH   DFND 8, 3 0 0 6,114
PROLOGIS INC COM 74340W103 215 4,129 SH   DFND 8, 3 0 0 4,129
PROSHARES TR PSHS ULSHT 7-10Y 74347R313 237 2,500 SH   DFND 3 2,500 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 11,002 10,800,000 PRN   DFND 3, 5 0 0 10,800,000
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 8,713 8,500,000 PRN   DFND 3, 5 0 0 8,500,000
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 6,144 6,000,000 PRN   DFND 3, 5 0 0 6,000,000
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 5,857 6,000,000 PRN   DFND 3, 5 0 0 6,000,000
PRUDENTIAL FINL INC COM 744320102 583 5,600 SH   OTR NONE 0 0 5,600
PRUDENTIAL FINL INC COM 744320102 83 800 SH   DFND 3, 5 800 0 0
PRUDENTIAL FINL INC COM 744320102 924 8,887 SH   DFND 8, 3 0 0 8,887
PUBLIC SVC ENTERPRISE GROUP COM 744573106 132 3,000 SH   DFND 3 3,000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 26,737 609,221 SH   DFND 8, 3 0 0 609,221
PUBLIC SVC ENTERPRISE GROUP COM 744573106 28,056 639,396 SH   DFND 3, 5 631,850 0 7,546
PUBLIC STORAGE COM 74460D109 292 1,323 SH   DFND 8, 3 0 0 1,323
QUALCOMM INC COM 747525103 541 8,300 SH   OTR NONE 0 0 8,300
QUALCOMM INC COM 747525103 1,995 30,600 SH   DFND 3, 6 30,600 0 0
QUALCOMM INC COM 747525103 462 7,000 SH   DFND 3 7,000 0 0
QUALCOMM INC COM 747525103 351 5,379 SH   DFND 8, 3 0 0 5,379
QUALCOMM INC COM 747525103 3,157 48,420 SH   DFND 3, 5 48,420 0 0
QUEST DIAGNOSTICS INC COM 74834L100 145 1,584 SH   DFND 8, 3 0 0 1,584
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 11,406 11,000,000 PRN   DFND 3, 5 0 0 11,000,000
RALPH LAUREN CORP CL A 751212101 6,322 70,000 SH   DFND 3, 5 70,000 0 0
RED HAT INC COM 756577102 57 825 SH   DFND 8, 3 0 0 825
RED HAT INC NOTE 0.250%10/0 756577AD4 44,315 37,800,000 PRN   DFND 3, 5 0 0 37,800,000
REGAL BELOIT CORP COM 758750103 429 6,190 SH   DFND 3, 6 6,190 0 0
REGIONS FINL CORP NEW COM 7591EP100 204 14,462 SH   DFND 8, 3 0 0 14,462
REINSURANCE GROUP AMER INC COM NEW 759351604 579 4,604 SH   OTR NONE 0 0 4,604
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 549 56,683 SH   DFND 8, 3 0 0 56,683
REPUBLIC SVCS INC COM 760759100 1,318 23,100 SH   DFND 3, 5 23,100 0 0
REPUBLIC SVCS INC COM 760759100 233 4,089 SH   DFND 8, 3 0 0 4,089
RESMED INC COM 761152107 210 3,390 SH   DFND 8, 3 0 0 3,390
RESMED INC COM 761152107 483 7,800 SH   DFND 1, 2 7,800 0 0
REYNOLDS AMERICAN INC COM 761713106 155 2,777 SH   DFND 8, 3 0 0 2,777
REYNOLDS AMERICAN INC COM 761713106 26,190 467,338 SH   DFND 3, 5 467,338 0 0
RICHMONT MINES INC COM 76547T106 19 2,995 SH   DFND 8, 3 0 0 2,995
ROCKWELL AUTOMATION INC COM 773903109 18,915 140,739 SH   DFND 3, 5 137,930 0 2,809
ROCKWELL AUTOMATION INC COM 773903109 261 1,936 SH   DFND 8, 3 0 0 1,936
ROCKWELL AUTOMATION INC COM 773903109 57,008 424,174 SH   DFND 3, 6 420,674 0 3,500
ROCKWELL COLLINS INC COM 774341101 928 10,000 SH   DFND 3, 6 10,000 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 9,204 238,997 SH   DFND 8, 3 0 0 238,997
ROSS STORES INC COM 778296103 114 1,750 SH   DFND 1, 2 1,750 0 0
ROSS STORES INC COM 778296103 87,899 1,339,950 SH   DFND 3, 6 1,330,190 0 9,760
ROSS STORES INC COM 778296103 1,720 26,212 SH   DFND 8, 3 0 0 26,212
ROSS STORES INC COM 778296103 11,698 178,305 SH   DFND 3, 5 153,614 0 24,691
ROYAL BANK OF CANADA NOTE 4.650% 1/2 780082AD5 212 200,000 PRN   DFND 8, 3 0 0 200,000
ROYAL BK CDA MONTREAL QUE COM 780087102 16,082 237,946 SH   DFND 8, 3 0 0 237,946
ROYAL BK CDA MONTREAL QUE COM 780087102 176 2,600 SH   DFND 3 2,600 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 282 4,185 SH   DFND 1 4,185 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 72,850 1,074,990 SH   DFND 3, 5 1,018,507 0 56,483
ROYAL BK CDA MONTREAL QUE COM 780087102 91,924 1,356,454 SH   DFND 3, 6 1,349,454 0 7,000
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 34 627 SH   DFND 1 627 0 0
ROYAL GOLD INC COM 780287108 389 6,000 SH   DFND 1, 2 6,000 0 0
SBA COMMUNICATIONS CORP COM 78388J106 331 3,200 SH   DFND 3, 5 3,200 0 0
S&P GLOBAL INC COM 78409V104 125 1,159 SH   DFND 8, 3 0 0 1,159
SEI INVESTMENTS CO COM 784117103 68 1,395 SH   DFND 8, 3 0 0 1,395
SK TELECOM LTD SPONSORED ADR 78440P108 6,217 297,501 SH   DFND 8, 3 0 0 297,501
SPDR S&P 500 ETF TR TR UNIT 78462F103 176,291 788,670 SH   DFND 3, 7 788,670 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 400 3,650 SH   DFND 1, 2 3,650 0 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 140 1,500 SH   DFND 3 1,500 0 0
SPDR SERIES TRUST S&P BK ETF 78464A797 472 2,600 SH   DFND 3 2,600 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 754 3,800 SH   DFND 3 3,800 0 0
SVB FINL GROUP COM 78486Q101 7,296 42,500 SH   DFND 3, 6 42,500 0 0
SABRE CORP COM 78573M104 861 34,500 SH   DFND 3, 6 34,500 0 0
ST JUDE MED INC COM 790849103 4,010 50,000 SH   DFND 3, 5 50,000 0 0
SALESFORCE COM INC COM 79466L302 118 1,718 SH   DFND 8, 3 0 0 1,718
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 15,957 13,750,000 PRN   DFND 3, 5 0 0 13,750,000
SANDERSON FARMS INC COM 800013104 641 6,800 SH   OTR NONE 0 0 6,800
SANDERSON FARMS INC COM 800013104 19,738 209,452 SH   DFND 8, 3 0 0 209,452
SANDSTORM GOLD LTD COM NEW 80013R206 158 40,700 SH   DFND 1, 2 40,700 0 0
SASOL LTD SPONSORED ADR 803866300 28 955 SH   DFND 3 955 0 0
SCANA CORP NEW COM 80589M102 1,425 19,440 SH   DFND 8, 3 0 0 19,440
SCHEIN HENRY INC COM 806407102 3,385 22,313 SH   DFND 1, 2 22,313 0 0
SCHLUMBERGER LTD COM 806857108 0 20,000 SH Put DFND 1, 2 20,000 0 0
SCHLUMBERGER LTD COM 806857108 214 2,549 SH   DFND 8, 3 0 0 2,549
SCHLUMBERGER LTD COM 806857108 327 3,890 SH   DFND 3 3,890 0 0
SCHLUMBERGER LTD COM 806857108 27,838 331,587 SH   DFND 3, 6 328,645 0 2,942
SCHLUMBERGER LTD COM 806857108 3,113 37,084 SH   DFND 3, 5 28,740 0 8,344
SCHLUMBERGER LTD COM 806857108 61 780 SH   DFND 1 780 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,296 50,429 SH   DFND 8, 3 0 0 50,429
SCOTTS MIRACLE GRO CO CL A 810186106 1,194 12,500 SH   DFND 3, 6 12,500 0 0
SEACOR HOLDINGS INC COM 811904101 2,697 37,832 SH   DFND 8, 3 0 0 37,832
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 167 800 SH   DFND 3 800 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 202 700 SH   DFND 3 700 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 426 1,350 SH   DFND 3 1,350 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 194 2,000 SH   DFND 3 2,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 19 400 SH Call DFND 3 400 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 19 400 SH Put DFND 3 400 0 0
SEMPRA ENERGY COM 816851109 106 1,050 SH   DFND 3, 5 1,050 0 0
SEMPRA ENERGY COM 816851109 6,622 65,800 SH   DFND 3, 6 65,800 0 0
SERVICE CORP INTL COM 817565104 467 16,450 SH   DFND 1, 2 16,450 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 5,590 4,750,000 PRN   DFND 3, 5 0 0 4,750,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 5,328 265,999 SH   DFND 8, 3 0 0 265,999
SHERWIN WILLIAMS CO COM 824348106 3,402 12,647 SH   DFND 8, 3 0 0 12,647
SHIRE PLC SPONSORED ADR 82481R106 718 4,215 SH   DFND 3, 6 4,215 0 0
SHIRE PLC SPONSORED ADR 82481R106 34 205 SH   DFND 8, 3 0 0 205
SIERRA WIRELESS INC COM 826516106 188 12,000 SH   DFND 3, 5 12,000 0 0
SILVER STD RES INC COM 82823L106 2,599 300,000 SH   DFND 1, 2 300,000 0 0
SILVER WHEATON CORP COM 828336107 277 14,203 SH   DFND 8, 3 0 0 14,203
SILVER WHEATON CORP COM 828336107 7,298 390,000 SH   DFND 1, 2 390,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,436 8,071 SH   DFND 3, 5 7,235 0 836
SIMON PPTY GROUP INC NEW COM 828806109 253 1,436 SH   DFND 8, 3 0 0 1,436
SIMON PPTY GROUP INC NEW COM 828806109 57,174 321,806 SH   DFND 3, 6 320,206 0 1,600
SIMPSON MANUFACTURING CO INC COM 829073105 31 722 SH   DFND 8, 3 0 0 722
SMITH & WESSON HLDG CORP COM 831756101 258 12,265 SH   DFND 8, 3 0 0 12,265
SMITH A O COM 831865209 3,261 68,872 SH   DFND 3, 5 68,872 0 0
SNAP ON INC COM 833034101 1,456 8,500 SH   DFND 3, 6 8,500 0 0
SNAP ON INC COM 833034101 53 307 SH   DFND 3, 7 307 0 0
SNAP ON INC COM 833034101 862 5,030 SH   DFND 3, 5 5,030 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 120 4,200 SH   DFND 8, 3 0 0 4,200
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 756 26,400 SH   DFND 1, 2 26,400 0 0
SOUTHERN CO COM 842587107 774 15,740 SH   DFND 1, 2 15,740 0 0
SOUTHERN CO COM 842587107 91 1,850 SH   DFND 3, 5 1,850 0 0
SPARK ENERGY INC CL A COM 846511103 1,309 43,220 SH   DFND 8, 3 0 0 43,220
SPECTRA ENERGY CORP COM 847560109 1,274 31,000 SH   DFND 3, 5 31,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 15,655 15,000,000 PRN   DFND 3, 5 0 0 15,000,000
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 21,838 20,750,000 PRN   DFND 3, 5 0 0 20,750,000
SPOK HLDGS INC COM 84863T106 402 19,405 SH   DFND 8, 3 0 0 19,405
SPROUTS FMRS MKT INC COM 85208M102 8,385 442,787 SH   DFND 8, 3 0 0 442,787
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 2,057 2,000,000 PRN   DFND 3, 5 0 0 2,000,000
STAPLES INC COM 855030102 512 56,500 SH   OTR NONE 0 0 56,500
STAPLES INC COM 855030102 14,824 1,638,030 SH   DFND 8, 3 0 0 1,638,030
STARBUCKS CORP COM 855244109 510 9,059 SH   SOLE NONE 9,059 0 0
STARBUCKS CORP COM 855244109 330 5,867 SH   DFND 8, 3 0 0 5,867
STARBUCKS CORP COM 855244109 416 7,900 SH   DFND 1 7,900 0 0
STARBUCKS CORP COM 855244109 490 8,820 SH   DFND 3, 5 8,820 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4,368 4,000,000 PRN   DFND 3, 5 0 0 4,000,000
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 1,400 1,250,000 PRN   DFND 3, 5 0 0 1,250,000
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 5,622 5,500,000 PRN   DFND 3, 5 0 0 5,500,000
STATE STR CORP COM 857477103 1,259 16,200 SH   DFND 3, 5 16,200 0 0
STEEL DYNAMICS INC COM 858119100 1,779 50,000 SH   DFND 3, 6 50,000 0 0
STEELCASE INC CL A 858155203 1,790 100,000 SH   DFND 3, 5 100,000 0 0
STERICYCLE INC COM 858912108 968 12,570 SH   DFND 3, 6 12,570 0 0
STILLWATER MNG CO COM 86074Q102 708 44,000 SH   DFND 1, 2 44,000 0 0
STRYKER CORP COM 863667101 6,710 56,010 SH   DFND 1, 2 56,010 0 0
STRYKER CORP COM 863667101 300 2,500 SH   DFND 3, 5 2,500 0 0
STRYKER CORP COM 863667101 529 4,417 SH   DFND 3, 7 4,417 0 0
SUN LIFE FINL INC COM 866796105 9,285 242,247 SH   DFND 8, 3 0 0 242,247
SUNCOR ENERGY INC NEW COM 867224107 186,072 5,683,463 SH   DFND 3, 6 5,652,795 0 30,668
SUNCOR ENERGY INC NEW COM 867224107 2,645 80,863 SH   DFND 8, 3 0 0 80,863
SUNCOR ENERGY INC NEW COM 867224107 5,594 170,936 SH   DFND 3, 5 84,135 0 86,801
SUNCOR ENERGY INC NEW COM 867224107 7,901 240,362 SH   DFND 3, 7 240,362 0 0
SUNPOWER CORP COM 867652406 267 40,443 SH   DFND 1, 2 40,443 0 0
SUNPOWER CORP COM 867652406 53 7,970 SH   DFND 3, 6 7,970 0 0
SUNTRUST BKS INC COM 867914103 354 6,483 SH   DFND 8, 3 0 0 6,483
SUPREME INDS INC CL A 868607102 99 6,343 SH   DFND 8, 3 0 0 6,343
SYMANTEC CORP COM 871503108 6,066 253,839 SH   DFND 3, 5 68,499 0 185,340
SYMANTEC CORP COM 871503108 66,038 2,764,269 SH   DFND 3, 6 2,764,269 0 0
SYMANTEC CORP COM 871503108 274 11,423 SH   DFND 8, 3 0 0 11,423
SYMANTEC CORP COM 871503108 3,287 137,571 SH   DFND 3, 7 137,571 0 0
SYNAPTICS INC COM 87157D109 562 10,500 SH   OTR NONE 0 0 10,500
SYNOPSYS INC COM 871607107 150 2,531 SH   DFND 8, 3 0 0 2,531
SYNNEX CORP COM 87162W100 572 4,730 SH   OTR NONE 0 0 4,730
SYNCHRONY FINL COM 87165B103 1,404 38,739 SH   DFND 3, 5 14,360 0 24,379
SYNCHRONY FINL COM 87165B103 76,321 2,104,240 SH   DFND 3, 6 2,104,240 0 0
SYSCO CORP COM 871829107 852 15,400 SH   DFND 1, 2 15,400 0 0
SYSCO CORP COM 871829107 1,352 24,433 SH   DFND 8, 3 0 0 24,433
SYSCO CORP COM 871829107 23,222 419,400 SH   DFND 3, 5 419,400 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 25,481 584,406 SH   DFND 3, 5 584,406 0 0
TJX COS INC NEW COM 872540109 20,145 268,115 SH   DFND 8, 3 0 0 268,115
TJX COS INC NEW COM 872540109 3,368 44,830 SH   DFND 1, 2 44,830 0 0
TJX COS INC NEW COM 872540109 36,612 487,312 SH   DFND 3, 5 387,950 0 99,362
TJX COS INC NEW COM 872540109 6,658 88,622 SH   DFND 3, 7 88,622 0 0
TJX COS INC NEW COM 872540109 160,919 2,141,873 SH   DFND 3, 6 2,141,873 0 0
T MOBILE US INC COM 872590104 2,936 51,000 SH Call DFND 3, 5 7,000 0 44,000
T MOBILE US INC COM 872590104 3,175 55,200 SH   DFND 3, 6 55,200 0 0
T MOBILE US INC COM 872590104 541 9,410 SH   DFND 3, 5 9,410 0 0
TAHOE RES INC COM 873868103 2,593 284,212 SH   DFND 1, 2 284,212 0 0
TAHOE RES INC COM 873868103 40 4,308 SH   DFND 8, 3 0 0 4,308
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 874 30,000 SH   DFND 3 30,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,507 52,442 SH   DFND 8, 3 0 0 52,442
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,499 86,932 SH   DFND 3, 5 80,000 0 6,932
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7,331 255,000 SH   DFND 3, 6 255,000 0 0
TAL ED GROUP ADS REPSTG COM 874080104 145 2,069 SH   DFND 8, 3 0 0 2,069
TARENA INTL INC ADR 876108101 7,041 469,757 SH   DFND 8, 3 0 0 469,757
TARGET CORP COM 87612E106 513 7,100 SH   OTR NONE 0 0 7,100
TARGET CORP COM 87612E106 290 4,000 SH   DFND 3 4,000 0 0
TARGET CORP COM 87612E106 495 6,851 SH   DFND 3, 7 6,851 0 0
TARGET CORP COM 87612E106 542 7,506 SH   DFND 8, 3 0 0 7,506
TARGET CORP COM 87612E106 74 1,030 SH   DFND 3, 5 1,030 0 0
TARGA RES CORP COM 87612G101 1,077 19,200 SH   DFND 3, 5 19,200 0 0
TARGA RES CORP COM 87612G101 37,152 662,613 SH   DFND 3, 6 662,613 0 0
TATA MTRS LTD SPONSORED ADR 876568502 4,460 129,712 SH   DFND 8, 3 0 0 129,712
TATA MTRS LTD SPONSORED ADR 876568502 850 24,710 SH   DFND 3, 5 0 0 24,710
TECK RESOURCES LTD CL B 878742204 600 30,000 SH   DFND 1, 2 30,000 0 0
TEGNA INC COM 87901J105 489 22,871 SH   OTR NONE 0 0 22,871
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,379 177,865 SH   DFND 8, 3 0 0 177,865
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 81 5,993 SH   DFND 3 5,993 0 0
TELUS CORP COM 87971M103 14,055 442,081 SH   DFND 8, 3 0 0 442,081
TELUS CORP COM 87971M103 21,746 682,040 SH   DFND 3, 5 638,870 0 43,170
TELUS CORP COM 87971M103 638 20,000 SH   DFND 3, 6 20,000 0 0
TENNECO INC COM 880349105 555 8,880 SH   DFND 3, 6 8,880 0 0
TERADATA CORP DEL COM 88076W103 530 19,500 SH   OTR NONE 0 0 19,500
TEREX CORP NEW COM 880779103 97 3,100 SH   DFND 1 3,100 0 0
TESLA MTRS INC COM 88160R101 3,414 15,887 SH   SOLE NONE 15,887 0 0
TESORO CORP COM 881609101 527 6,028 SH   DFND 8, 3 0 0 6,028
TESLA MTRS INC COM 88160R101 363 1,700 SH   DFND 1, 2 1,700 0 0
TESLA MTRS INC COM 88160R101 2,399 11,227 SH   DFND 3, 6 11,227 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 8,742 9,500,000 PRN   DFND 3, 5 0 0 9,500,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 14,244 16,500,000 PRN   DFND 3, 5 0 0 16,500,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,711 47,200 SH   DFND 1, 2 47,200 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,350 120,000 SH   DFND 3, 6 120,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 17,217 15,650,000 PRN   DFND 3, 5 0 0 15,650,000
TEXAS INSTRS INC COM 882508104 24,324 333,029 SH   DFND 8, 3 0 0 333,029
TEXAS INSTRS INC COM 882508104 3,225 44,200 SH   DFND 3, 5 44,200 0 0
TEXAS INSTRS INC COM 882508104 38 530 SH   DFND 1, 2 530 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 26,655 188,895 SH   DFND 3, 5 140,834 0 48,061
THERMO FISHER SCIENTIFIC INC COM 883556102 74,169 525,631 SH   DFND 3, 6 525,631 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,728 40,594 SH   DFND 3, 7 40,594 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 280 1,981 SH   DFND 8, 3 0 0 1,981
THERMO FISHER SCIENTIFIC INC COM 883556102 419 2,970 SH   DFND 1, 2 2,970 0 0
THOMSON REUTERS CORP COM 884903105 2,065 47,273 SH   DFND 8, 3 0 0 47,273
THOMSON REUTERS CORP COM 884903105 5 125 SH   DFND 3, 5 0 0 125
THOMSON REUTERS CORP COM 884903105 5,565 127,000 SH   DFND 3, 6 127,000 0 0
THOR INDS INC COM 885160101 1,760 17,600 SH   DFND 1, 2 17,600 0 0
THOR INDS INC COM 885160101 860 8,596 SH   DFND 3, 5 8,596 0 0
3-D SYS CORP DEL COM NEW 88554D205 150 11,210 SH   SOLE NONE 11,210 0 0
3M CO COM 88579Y101 65 366 SH   DFND 3, 7 366 0 0
3M CO COM 88579Y101 7,087 39,689 SH   DFND 3, 5 33,042 0 6,647
3M CO COM 88579Y101 89 500 SH   DFND 1 500 0 0
3M CO COM 88579Y101 143 800 SH   DFND 3 800 0 0
3M CO COM 88579Y101 119,459 668,972 SH   DFND 3, 6 666,472 0 2,500
3M CO COM 88579Y101 210 1,181 SH   DFND 8, 3 0 0 1,181
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 29 2,395 SH   DFND 3 2,395 0 0
TIME WARNER INC COM NEW 887317303 1,392 14,430 SH   DFND 1 14,430 0 0
TIME WARNER INC COM NEW 887317303 2,766 28,646 SH   DFND 3, 5 14,935 0 13,711
TIME WARNER INC COM NEW 887317303 83,143 861,311 SH   DFND 3, 6 861,311 0 0
TIME WARNER INC COM NEW 887317303 86 893 SH   DFND 8, 3 0 0 893
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 3,944 4,000,000 PRN   DFND 3, 5 0 0 4,000,000
TORO CO COM 891092108 154 2,754 SH   DFND 8, 3 0 0 2,754
TORO CO COM 891092108 594 10,620 SH   DFND 1, 2 10,620 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 137 2,783 SH   DFND 8, 3 0 0 2,783
TORONTO DOMINION BK ONT COM NEW 891160509 311 6,300 SH   DFND 3, 5 6,300 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 275 5,590 SH   DFND 1 5,590 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 29 625 SH   DFND 1, 2 625 0 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 593 608,000 PRN   SOLE NONE 608,000 0 0
TOTAL S A SPONSORED ADR 89151E109 4,842 95,000 SH   DFND 1, 2 95,000 0 0
TOTAL SYS SVCS INC COM 891906109 111 2,269 SH   DFND 8, 3 0 0 2,269
TRACTOR SUPPLY CO COM 892356106 16,305 215,079 SH   DFND 3, 5 215,079 0 0
TRACTOR SUPPLY CO COM 892356106 3,677 48,500 SH   DFND 3, 6 48,500 0 0
TRANSALTA CORP COM 89346D107 3,467 627,681 SH   DFND 8, 3 0 0 627,681
TRANSCANADA CORP COM 89353D107 341 7,588 SH   DFND 8, 3 0 0 7,588
TRANSCANADA CORP COM 89353D107 3,490 77,300 SH   DFND 3, 6 77,300 0 0
TRANSDIGM GROUP INC COM 893641100 94,870 381,072 SH   DFND 3, 6 378,517 0 2,555
TRANSDIGM GROUP INC COM 893641100 2,032 8,160 SH   DFND 3, 5 689 0 7,471
TRANSDIGM GROUP INC COM 893641100 22 90 SH   DFND 3 90 0 0
TRAVELERS COMPANIES INC COM 89417E109 763 6,240 SH   DFND 8, 3 0 0 6,240
TRAVELERS COMPANIES INC COM 89417E109 72 590 SH   DFND 3, 5 590 0 0
TRIMBLE INC COM 896239100 1,177 39,050 SH   DFND 3, 6 39,050 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 3,208 2,500,000 PRN   DFND 3, 5 0 0 2,500,000
TRIUMPH GROUP INC NEW COM 896818101 541 20,404 SH   OTR NONE 0 0 20,404
TUPPERWARE BRANDS CORP COM 899896104 492 9,366 SH   DFND 8, 3 0 0 9,366
TUPPERWARE BRANDS CORP COM 899896104 5,689 108,095 SH   DFND 3, 5 108,095 0 0
TWITTER INC COM 90184L102 91 5,553 SH   SOLE NONE 5,553 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,688 1,800,000 PRN   DFND 3, 5 0 0 1,800,000
TWITTER INC NOTE 1.000% 9/1 90184LAD4 14,500 15,750,000 PRN   DFND 3, 5 0 0 15,750,000
TYSON FOODS INC CL A 902494103 415 6,731 SH   DFND 1, 2 6,731 0 0
TYSON FOODS INC CL A 902494103 29,863 484,018 SH   DFND 8, 3 0 0 484,018
UDR INC COM 902653104 120 3,359 SH   DFND 8, 3 0 0 3,359
UFP TECHNOLOGIES INC COM 902673102 41 1,643 SH   DFND 8, 3 0 0 1,643
UBS AG LONDON BRH ETRAC ALER MLP 90267B682 583 33,000 SH   DFND 1, 2 33,000 0 0
UGI CORP NEW COM 902681105 1,009 21,900 SH   DFND 1, 2 21,900 0 0
US BANCORP DEL COM NEW 902973304 1,159 22,568 SH   DFND 3, 5 6,460 0 16,108
US BANCORP DEL COM NEW 902973304 27,227 530,029 SH   DFND 3, 6 524,933 0 5,096
USANA HEALTH SCIENCES INC COM 90328M107 1,175 19,176 SH   DFND 8, 3 0 0 19,176
U S G CORP COM NEW 903293405 115 4,000 SH   DFND 1, 2 4,000 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 112 440 SH   DFND 1 440 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 184 8,823 SH   DFND 3 8,823 0 0
UNDER ARMOUR INC CL A 904311107 2,446 84,200 SH   DFND 1, 2 84,200 0 0
UNION PAC CORP COM 907818108 15,042 145,079 SH   DFND 3, 5 100,791 0 44,288
UNION PAC CORP COM 907818108 225,665 2,176,548 SH   DFND 3, 6 2,166,154 0 10,394
UNION PAC CORP COM 907818108 6,666 64,298 SH   DFND 1, 2 64,298 0 0
UNION PAC CORP COM 907818108 113 1,088 SH   DFND 8, 3 0 0 1,088
UNITED NAT FOODS INC COM 911163103 557 11,677 SH   DFND 8, 3 0 0 11,677
UNITED PARCEL SERVICE INC CL B 911312106 2,266 19,759 SH   DFND 8, 3 0 0 19,759
UNITED PARCEL SERVICE INC CL B 911312106 2,981 26,000 SH   DFND 3, 6 26,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 573 5,000 SH   DFND 1, 2 5,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 79,415 692,736 SH   DFND 3, 5 661,550 0 31,186
UNITED RENTALS INC COM 911363109 9,756 92,400 SH   DFND 3, 5 92,400 0 0
UNITED STATES LIME & MINERAL COM 911922102 85 1,124 SH   DFND 8, 3 0 0 1,124
UNITED TECHNOLOGIES CORP COM 913017109 99 900 SH   DFND 3, 6 900 0 0
UNITED TECHNOLOGIES CORP COM 913017109 11,312 103,200 SH   DFND 3, 5 103,200 0 0
UNITED TECHNOLOGIES CORP COM 913017109 771 7,040 SH   DFND 1 7,040 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 616 4,300 SH   OTR NONE 0 0 4,300
UNITED THERAPEUTICS CORP DEL COM 91307C102 16,914 117,899 SH   DFND 8, 3 0 0 117,899
UNITEDHEALTH GROUP INC COM 91324P102 25 160 SH   DFND 1 160 0 0
UNITEDHEALTH GROUP INC COM 91324P102 44,445 277,716 SH   DFND 3, 6 277,716 0 0
UNITEDHEALTH GROUP INC COM 91324P102 518 3,222 SH   DFND 8, 3 0 0 3,222
UNITEDHEALTH GROUP INC COM 91324P102 5,477 34,223 SH   DFND 3, 7 34,223 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,406 52,540 SH   DFND 3, 5 23,491 0 29,049
UNIVERSAL CORP VA COM 913456109 410 6,500 SH   DFND 3 6,500 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 372 6,610 SH   DFND 3, 6 6,610 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,788 17,500 SH   DFND 1, 2 17,500 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 937 8,812 SH   DFND 8, 3 0 0 8,812
UNUM GROUP COM 91529Y106 220 5,035 SH   DFND 8, 3 0 0 5,035
UNUM GROUP COM 91529Y106 580 13,200 SH   OTR NONE 0 0 13,200
URBAN OUTFITTERS INC COM 917047102 71 2,500 SH   DFND 3, 5 0 0 2,500
V F CORP COM 918204108 2,230 41,804 SH   DFND 3, 5 41,804 0 0
V F CORP COM 918204108 3,086 57,860 SH   DFND 1, 2 57,860 0 0
VALE S A ADR 91912E105 3,551 466,000 SH   DFND 3, 6 466,000 0 0
VALE S A ADR 91912E105 8,382 1,100,000 SH   DFND 1, 2 1,100,000 0 0
VALE S A ADR REPSTG PFD 91912E204 1,034 150,000 SH   DFND 3, 5 150,000 0 0
VALE S A ADR REPSTG PFD 91912E204 69 9,707 SH   DFND 3 9,707 0 0
VALERO ENERGY CORP NEW COM 91913Y100 11,356 166,219 SH   DFND 8, 3 0 0 166,219
VALERO ENERGY CORP NEW COM 91913Y100 47,260 691,729 SH   DFND 3, 5 645,020 0 46,709
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 51 2,420 SH   DFND 1 2,420 0 0
VANTIV INC CL A 92210H105 835 14,000 SH   DFND 3, 6 14,000 0 0
VARIAN MED SYS INC COM 92220P105 571 6,348 SH   DFND 8, 3 0 0 6,348
VARIAN MED SYS INC COM 92220P105 516 5,750 SH   DFND 1, 2 5,750 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 474 38,200 SH   DFND 8, 3 0 0 38,200
VENTAS INC COM 92276F100 109 1,749 SH   DFND 8, 3 0 0 1,749
VEREIT INC COM 92339V100 203 24,150 SH   DFND 8, 3 0 0 24,150
VERISIGN INC COM 92343E102 2,282 30,000 SH   DFND 1, 2 30,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 187 3,475 SH   SOLE NONE 3,475 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 27 500 SH Call DFND 3 500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 27 500 SH Put DFND 3 500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 175 3,280 SH   DFND 1 3,280 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 21,018 393,711 SH   DFND 8, 3 0 0 393,711
VERIZON COMMUNICATIONS INC COM 92343V104 269 5,000 SH   DFND 3 5,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,737 70,037 SH   DFND 3, 5 69,622 0 415
VERIZON COMMUNICATIONS INC COM 92343V104 536 10,035 SH   DFND 3, 7 10,035 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 702 750,000 PRN   DFND 3, 5 0 0 750,000
VERISK ANALYTICS INC COM 92345Y106 523 6,444 SH   DFND 3, 7 6,444 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 34 8,922 SH   DFND 3 8,922 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 2,982 3,000,000 PRN   DFND 3, 5 0 0 3,000,000
VISA INC COM CL A 92826C839 101 1,290 SH   SOLE NONE 1,290 0 0
VISA INC COM CL A 92826C839 2,680 34,300 SH Call DFND 3, 5 4,800 0 29,500
VISA INC COM CL A 92826C839 850 10,890 SH   DFND 1 10,890 0 0
VISA INC COM CL A 92826C839 14,476 185,520 SH   DFND 3, 5 64,779 0 120,741
VISA INC COM CL A 92826C839 193 2,464 SH   DFND 8, 3 0 0 2,464
VISA INC COM CL A 92826C839 237,326 3,041,846 SH   DFND 3, 6 3,027,210 0 14,636
VISA INC COM CL A 92826C839 6,447 82,635 SH   DFND 3, 7 82,635 0 0
VISTA OUTDOOR INC COM 928377100 480 12,997 SH   DFND 3, 5 12,997 0 0
VMWARE INC CL A COM 928563402 551 7,000 SH   OTR NONE 0 0 7,000
WI-LAN INC COM 928972108 61 38,070 SH   DFND 8, 3 0 0 38,070
VOYA FINL INC COM 929089100 125 3,191 SH   DFND 8, 3 0 0 3,191
VULCAN MATLS CO COM 929160109 329 2,602 SH   DFND 8, 3 0 0 2,602
VULCAN MATLS CO COM 929160109 16,796 134,209 SH   DFND 1 134,209 0 0
WEC ENERGY GROUP INC COM 92939U106 4,030 68,720 SH   DFND 1, 2 68,720 0 0
WEC ENERGY GROUP INC COM 92939U106 533 9,084 SH   DFND 3, 7 9,084 0 0
WAL-MART STORES INC COM 931142103 245 3,530 SH   SOLE NONE 3,530 0 0
WAL-MART STORES INC COM 931142103 518 7,502 SH   OTR NONE 0 0 7,502
WAL-MART STORES INC COM 931142103 552 7,997 SH   DFND 1 7,997 0 0
WAL-MART STORES INC COM 931142103 72,773 1,052,858 SH   DFND 3, 5 1,014,051 0 38,807
WAL-MART STORES INC COM 931142103 52,945 765,934 SH   DFND 8, 3 0 0 765,934
WAL-MART STORES INC COM 931142103 147,706 2,136,953 SH   DFND 3, 6 2,121,153 0 15,800
WALGREENS BOOTS ALLIANCE INC COM 931427108 138 1,656 SH   DFND 8, 3 0 0 1,656
WALGREENS BOOTS ALLIANCE INC COM 931427108 99 1,200 SH   DFND 1 1,200 0 0
WASTE MGMT INC DEL COM 94106L109 2,553 36,000 SH Call DFND 3, 5 9,000 0 27,000
WASTE MGMT INC DEL COM 94106L109 82,160 1,158,650 SH   DFND 3, 5 1,100,750 0 57,900
WASTE MGMT INC DEL COM 94106L109 8,437 118,988 SH   DFND 8, 3 0 0 118,988
WATERS CORP COM 941848103 4,219 31,395 SH   DFND 3, 7 31,395 0 0
WATERS CORP COM 941848103 483 3,600 SH   DFND 1, 2 3,600 0 0
WATERS CORP COM 941848103 7,284 54,212 SH   DFND 3, 5 13,431 0 40,781
WATERS CORP COM 941848103 91 681 SH   DFND 8, 3 0 0 681
WATERS CORP COM 941848103 96,779 720,134 SH   DFND 3, 6 720,134 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 8,661 8,000,000 PRN   DFND 3, 5 0 0 8,000,000
WEIBO CORP SPONSORED ADR 948596101 0 20 SH   DFND 1, 2 20 0 0
WEIBO CORP SPONSORED ADR 948596101 4,936 121,600 SH   DFND 8, 3 0 0 121,600
ANTHEM INC NOTE 2.750%10/1 94973VBG1 30,919 15,550,000 PRN   DFND 3, 5 0 0 15,550,000
WELLS FARGO & CO NEW COM 949746101 101,712 1,845,623 SH   DFND 1, 2 1,845,623 0 0
WELLS FARGO & CO NEW COM 949746101 216 3,930 SH   DFND 3 3,930 0 0
WELLS FARGO & CO NEW COM 949746101 260,277 4,722,839 SH   DFND 3, 6 4,701,579 0 21,260
WELLS FARGO & CO NEW COM 949746101 33,896 615,088 SH   DFND 3, 5 527,548 0 87,540
WELLS FARGO & CO NEW COM 949746101 493 9,008 SH   DFND 8, 3 0 0 9,008
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 9,520 8,000 SH   DFND 3, 5 8,000 0 0
WELLTOWER INC COM 95040Q104 258 3,878 SH   DFND 8, 3 0 0 3,878
WESCO INTL INC COM 95082P105 566 8,500 SH   OTR NONE 0 0 8,500
WESTERN DIGITAL CORP COM 958102105 815 12,000 SH   DFND 3, 6 12,000 0 0
WESTERN UN CO COM 959802109 2,939 135,300 SH   DFND 3, 5 135,300 0 0
WESTERN UN CO COM 959802109 371 17,000 SH   DFND 3 17,000 0 0
WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 292 295,000 PRN   SOLE NONE 295,000 0 0
WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 994 1,000,000 PRN   DFND 3, 6 0 0 1,000,000
WEYERHAEUSER CO COM 962166104 413 13,729 SH   DFND 3, 5 6,000 0 7,729
WEYERHAEUSER CO COM 962166104 65,919 2,190,681 SH   DFND 3, 6 2,177,559 0 13,122
WHITEWAVE FOODS CO COM 966244105 16,680 300,000 SH   DFND 3, 5 300,000 0 0
WHOLE FOODS MKT INC COM 966837106 81 2,616 SH   SOLE NONE 2,616 0 0
WHOLE FOODS MKT INC COM 966837106 3,340 108,588 SH   DFND 8, 3 0 0 108,588
WHOLE FOODS MKT INC COM 966837106 92 3,000 SH   DFND 1 3,000 0 0
WILLIAMS COS INC DEL COM 969457100 2,507 80,500 SH Call DFND 3, 5 21,000 0 59,500
WILLIAMS SONOMA INC COM 969904101 484 10,000 SH   OTR NONE 0 0 10,000
WIPRO LTD SPON ADR 1 SH 97651M109 31 3,200 SH   DFND 3 3,200 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 7,662 791,573 SH   DFND 8, 3 0 0 791,573
WOODWARD INC COM 980745103 655 9,500 SH   DFND 1, 2 9,500 0 0
WORLD ACCEP CORP DEL COM 981419104 2,750 42,796 SH   DFND 1, 2 42,796 0 0
WORLD FUEL SVCS CORP COM 981475106 132 2,894 SH   DFND 8, 3 0 0 2,894
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5,481 5,250,000 PRN   DFND 3, 5 0 0 5,250,000
XILINX INC NOTE 2.625% 6/1 983919AF8 27,563 13,050,000 PRN   DFND 3, 5 0 0 13,050,000
XEROX CORP COM 984121103 512 58,700 SH   OTR NONE 0 0 58,700
XEROX CORP COM 984121103 1,902 217,903 SH   DFND 1, 2 217,903 0 0
XEROX CORP COM 984121103 22 2,500 SH   DFND 3, 5 2,500 0 0
XYLEM INC COM 98419M100 1,409 28,460 SH   DFND 3, 6 28,460 0 0
XYLEM INC COM 98419M100 1,981 40,000 SH   DFND 3, 5 40,000 0 0
XYLEM INC COM 98419M100 495 10,000 SH   DFND 1, 2 10,000 0 0
YY INC ADS REPCOM CLA 98426T106 4,648 117,929 SH   DFND 8, 3 0 0 117,929
YAHOO INC COM 984332106 541 14,000 SH   DFND 3, 5 14,000 0 0
YAHOO INC COM 984332106 281 7,267 SH   SOLE NONE 7,267 0 0
YAHOO INC NOTE 12/0 984332AF3 24,041 24,300,000 PRN   DFND 3, 5 0 0 24,300,000
YAMANA GOLD INC COM 98462Y100 281 100,000 SH   DFND 3, 5 100,000 0 0
YAMANA GOLD INC COM 98462Y100 2,950 1,050,000 SH   DFND 1, 2 1,050,000 0 0
YAMANA GOLD INC COM 98462Y100 550 196,398 SH   DFND 8, 3 0 0 196,398
YUM CHINA HLDGS INC COM 98850P109 32 1,250 SH   DFND 1, 2 1,250 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 22 1,500 SH   DFND 8, 3 0 0 1,500
ZIMMER BIOMET HLDGS INC COM 98956P102 382 3,701 SH   DFND 8, 3 0 0 3,701
EURONAV NV ANTWERPEN SHS B38564108 1,449 181,011 SH   OTR NONE 0 0 181,011
DEUTSCHE BANK AG NAMEN AKT D18190898 49,935 2,700,784 SH   SOLE NONE 2,700,784 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 327 18,000 SH Put SOLE NONE 2,423 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 137,926 7,595,800 SH Call DFND 3, 6 7,595,800 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 86,537 4,756,776 SH   DFND 3, 5 4,708,640 0 48,136
DEUTSCHE BANK AG NAMEN AKT D18190898 198 12,123 SH   DFND 1 12,123 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 18,647 1,025,000 SH   DFND 3, 6 1,025,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,245 70,000 SH   DFND 3 70,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 5,284 82,568 SH   DFND 3, 6 82,568 0 0
ALLERGAN PLC SHS G0177J108 1,191 5,664 SH   DFND 3, 5 843 0 4,821
ALLERGAN PLC SHS G0177J108 67,238 320,163 SH   DFND 3, 6 317,779 0 2,384
AMDOCS LTD SHS G02602103 361 6,200 SH   DFND 1, 2 6,200 0 0
AMDOCS LTD SHS G02602103 72,071 1,237,262 SH   DFND 3, 6 1,237,262 0 0
AMDOCS LTD SHS G02602103 4,623 79,362 SH   DFND 3, 5 11,993 0 67,369
AMDOCS LTD SHS G02602103 4,105 70,473 SH   DFND 3, 7 70,473 0 0
AON PLC SHS CL A G0408V102 166,221 1,490,358 SH   DFND 3, 6 1,483,104 0 7,254
AON PLC SHS CL A G0408V102 5,613 50,328 SH   DFND 3, 7 50,328 0 0
AON PLC SHS CL A G0408V102 9,100 81,589 SH   DFND 3, 5 13,062 0 68,527
ASSURED GUARANTY LTD COM G0585R106 584 15,472 SH   OTR NONE 0 0 15,472
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 5,326 81,600 SH   DFND 3, 6 81,600 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 83,656 714,197 SH   DFND 3, 5 623,254 0 90,943
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 163,829 1,398,684 SH   DFND 3, 6 1,390,824 0 7,860
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,784 15,250 SH   DFND 3 15,250 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,095 26,430 SH   DFND 1, 2 26,430 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,657 48,293 SH   DFND 3, 7 48,293 0 0
BUNGE LIMITED COM G16962105 597 8,269 SH   OTR NONE 0 0 8,269
BUNGE LIMITED COM G16962105 33 470 SH   DFND 1 470 0 0
BUNGE LIMITED COM G16962105 3,179 44,000 SH   DFND 3, 6 44,000 0 0
BUNGE LIMITED COM G16962105 2,478 34,300 SH   DFND 3, 5 34,300 0 0
CREDICORP LTD COM G2519Y108 2,841 18,000 SH   DFND 3, 6 18,000 0 0
CREDICORP LTD COM G2519Y108 947 6,000 SH   DFND 3, 5 6,000 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 253 8,000 SH   DFND 3, 6 0 0 8,000
DELPHI AUTOMOTIVE PLC SHS G27823106 39,345 584,200 SH   DFND 3, 6 584,200 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 4,033 59,887 SH   DFND 3, 7 59,887 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 4,125 61,253 SH   DFND 3, 5 7,782 0 53,471
EATON CORP PLC SHS G29183103 664 9,900 SH   DFND 3, 5 9,900 0 0
EATON CORP PLC SHS G29183103 3,182 47,440 SH   DFND 1, 2 47,440 0 0
EATON CORP PLC SHS G29183103 210 3,100 SH   DFND 3 3,100 0 0
ENSCO PLC SHS CLASS A G3157S106 2,916 300,000 SH   DFND 3, 6 300,000 0 0
FRONTLINE LTD SHS NEW G3682E192 1,431 198,529 SH   OTR NONE 0 0 198,529
JAMES RIV GROUP LTD COM G5005R107 2,493 60,000 SH   DFND 3, 6 60,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,776 43,098 SH   DFND 3, 6 43,098 0 0
JOHNSON CTLS INTL PLC SHS G51502105 22 551 SH   DFND 1, 2 551 0 0
JOHNSON CTLS INTL PLC SHS G51502105 375 9,100 SH   DFND 3, 5 9,100 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 2 0 SH   SOLE NONE 0 0 0
LIVANOVA PLC SHS G5509L101 4,712 102,300 SH   DFND 3, 5 102,300 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 2,922 52,000 SH   DFND 3, 6 52,000 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 955 17,000 SH   DFND 3, 5 17,000 0 0
MEDTRONIC PLC SHS G5960L103 14,350 201,425 SH   DFND 3, 5 103,278 0 98,147
MEDTRONIC PLC SHS G5960L103 4,993 70,101 SH   DFND 3, 7 70,101 0 0
MEDTRONIC PLC SHS G5960L103 54 770 SH   DFND 1 770 0 0
MEDTRONIC PLC SHS G5960L103 183,171 2,571,573 SH   DFND 3, 6 2,558,903 0 12,670
MICHAEL KORS HLDGS LTD SHS G60754101 2,192 51,000 SH   DFND 3, 6 51,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 96 2,240 SH   DFND 3, 5 0 0 2,240
NIELSEN HLDGS PLC SHS EUR G6518L108 9,775 233,000 SH   DFND 3, 6 233,000 0 0
SEADRILL LIMITED SHS G7945E105 116 33,480 SH   DFND 3, 5 33,480 0 0
SEADRILL LIMITED SHS G7945E105 95 28,000 SH   DFND 1, 2 28,000 0 0
PENTAIR PLC SHS G7S00T104 1,651 29,450 SH   DFND 3, 6 29,450 0 0
PENTAIR PLC SHS G7S00T104 981 17,500 SH   DFND 3, 5 17,500 0 0
SINA CORP ORD G81477104 11 200 SH   DFND 1, 2 200 0 0
SINA CORP ORD G81477104 193 3,182 SH   DFND 3, 7 3,182 0 0
STANDARD CHARTERED PLC DEBT 7.500%12/3 G84228CQ9 4,308 4,300,000 PRN   DFND 3, 6 0 0 4,300,000
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,492 12,200 SH   DFND 3, 5 12,200 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,064 8,704 SH   DFND 3, 6 8,704 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 4,028 75,000 SH   DFND 3, 6 75,000 0 0
CHUBB LIMITED COM H1467J104 2,535 19,184 SH   DFND 3, 5 19,184 0 0
GARMIN LTD SHS H2906T109 41,679 859,515 SH   DFND 3, 5 812,850 0 46,665
UBS GROUP AG SHS H42097107 9,026 575,121 SH   DFND 3, 5 485,756 0 89,365
UBS GROUP AG SHS H42097107 937 60,000 SH   DFND 3 60,000 0 0
UBS GROUP AG SHS H42097107 94,510 6,022,057 SH   DFND 3, 6 5,581,105 0 440,952
UBS GROUP AG SHS H42097107 285 18,189 SH   DFND 1 18,189 0 0
LOGITECH INTL S A SHS H50430232 1,894 75,895 SH   OTR NONE 0 0 75,895
LOGITECH INTL S A SHS H50430232 1,987 79,481 SH   DFND 3, 5 79,481 0 0
LOGITECH INTL S A SHS H50430232 3,244 130,000 SH   DFND 1, 2 130,000 0 0
LOGITECH INTL S A SHS H50430232 8,122 325,000 SH   DFND 3, 6 286,700 0 38,300
TE CONNECTIVITY LTD REG SHS H84989104 49 700 SH   DFND 3, 5 700 0 0
TRANSOCEAN LTD REG SHS H8817H100 796 54,000 SH   DFND 3, 5 54,000 0 0
ADECOAGRO S A COM L00849106 779 75,000 SH   DFND 3, 6 75,000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 363 4,300 SH   DFND 1, 2 4,300 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,335 75,000 SH   DFND 3, 6 75,000 0 0
CIMPRESS N V SHS EURO N20146101 3,608 39,389 SH   DFND 1, 2 39,389 0 0
CNH INDL N V SHS N20944109 2,034 260,000 SH   DFND 1, 2 260,000 0 0
FERRARI N V COM N3167Y103 15 294 SH   DFND 1 294 0 0
FERRARI N V COM N3167Y103 232 4,000 SH   DFND 3, 5 4,000 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,437 156,688 SH   OTR NONE 0 0 156,688
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 4,922 600,000 SH   DFND 1, 2 600,000 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 271 30,000 SH   DFND 3 30,000 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 567 62,000 SH   DFND 3, 5 62,000 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 7,116 186,635 SH   DFND 3, 6 186,635 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 549 6,400 SH   OTR NONE 0 0 6,400
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 25 295 SH   DFND 1, 2 295 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,960 34,500 SH   DFND 3, 6 34,500 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 71,271 830,848 SH   DFND 3, 5 770,430 0 60,418
MYLAN N V SHS EURO N59465109 1,907 50,000 SH   DFND 1, 2 50,000 0 0
MYLAN N V SHS EURO N59465109 588 15,433 SH   OTR NONE 0 0 15,433
NXP SEMICONDUCTORS N V COM N6596X109 6,273 64,000 SH   DFND 3, 6 64,000 0 0
QIAGEN NV REG SHS N72482107 99 3,494 SH   SOLE NONE 3,494 0 0
QIAGEN NV REG SHS N72482107 17,950 637,948 SH   DFND 3, 6 637,948 0 0
QIAGEN NV REG SHS N72482107 186 7,400 SH   DFND 1, 2 7,400 0 0
QIAGEN NV REG SHS N72482107 73,958 2,629,700 SH   DFND 3, 5 2,629,700 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,224 57,100 SH   DFND 3, 6 57,100 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 253 6,500 SH   DFND 3, 5 6,500 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 6,848 298,019 SH   DFND 3, 6 298,019 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 95 4,130 SH   DFND 3, 5 0 0 4,130
YANDEX N V SHS CLASS A N97284108 644 32,000 SH   DFND 1, 2 32,000 0 0
AUSTRALIA & NEW ZEALA BKG 14 DEBT 4.400% 5/1 Q0426RND6 1,011 1,000,000 PRN   DFND 3, 6 0 0 1,000,000
AUSTRALIA & NEW ZEALA BKG 14 DEBT 4.400% 5/1 Q0426RND6 20,206 20,000,000 PRN   DFND 3, 7 0 0 20,000,000
SWEDBANK AB MTNF 5.500%12/3 W9423X4R0 2,791 2,800,000 PRN   DFND 3, 6 0 0 2,800,000
BROADCOM LTD SHS Y09827109 8,485 48,000 SH   DFND 3, 6 48,000 0 0
FLEX LTD ORD Y2573F102 562 39,108 SH   OTR NONE 0 0 39,108