0001628280-17-008614.txt : 20170814 0001628280-17-008614.hdr.sgml : 20170814 20170814120819 ACCESSION NUMBER: 0001628280-17-008614 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Allianz Asset Management GmbH CENTRAL INDEX KEY: 0001535323 IRS NUMBER: 980443854 STATE OF INCORPORATION: 2M FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15014 FILM NUMBER: 171028532 BUSINESS ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 BUSINESS PHONE: 011498912207522 MAIL ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Asset Management AG DATE OF NAME CHANGE: 20120405 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Global Investors AG DATE OF NAME CHANGE: 20111121 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001535323 XXXXXXXX 06-30-2017 06-30-2017 Allianz Asset Management GmbH

SEIDLSTRASSE 24-24A MUNICH 2M D-80335

13F HOLDINGS REPORT 028-15014 N Kellie E. Davidson 949-219-2621 /s/ Kellie E. Davidson Newport Beach CA 08-10-2017 7 4910 103550050 false 3 028-10770 NFJ Investment Group LLC 4 028-10952 Pacific Investment Management Company LLC 17 028-13991 Allianz Global Investors U.S. LLC 20 028-15015 Allianz Global Investors Asia Pacific Ltd 21 028-14962 Allianz Global Investors GmbH 24 028-15071 Allianz Global Investors Taiwan Ltd. 25 028-17306 Allianz Global Investors Japan Co. Ltd. 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CAPITAL ONE FINL CORP COM 14040H105 13777 166750 SH DFND 4 166750 0 0 CAPITAL ONE FINL CORP COM 14040H105 7160 86659 SH DFND 17 79968 0 6691 CAPITAL ONE FINL CORP COM 14040H105 46443 566024 SH DFND 21 434840 0 131184 CAPITAL ONE FINL CORP COM 14040H105 143 1734 SH DFND 25 1734 0 0 CAPITAL ONE FINL CORP CALL 14040H905 3569 43200 SH Call DFND 4 43200 0 0 CAPITAL ONE FINL CORP PUT 14040H955 50803 614900 SH Put DFND 4 614900 0 0 CAPITOL FED FINL INC COM 14057J101 181 12724 SH DFND 17 12724 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 550 52735 SH DFND 17 52735 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 2227 213037 SH DFND 21 213037 0 0 CARA THERAPEUTICS INC COM 140755109 1570 102025 SH DFND 17 98797 0 3228 CARBONITE INC COM 141337105 3632 166588 SH DFND 17 115719 0 50869 CARDINAL HEALTH INC COM 14149Y108 7558 97000 SH DFND 3 97000 0 0 CARDINAL HEALTH INC COM 14149Y108 3986 51152 SH DFND 4 51152 0 0 CARDINAL HEALTH INC COM 14149Y108 9938 127538 SH DFND 17 122638 0 4900 CARDINAL HEALTH INC COM 14149Y108 669 8590 SH DFND 20 8590 0 0 CARDINAL HEALTH INC COM 14149Y108 49438 634669 SH DFND 21 490482 0 144187 CARDINAL HEALTH INC COM 14149Y108 172 2205 SH DFND 25 2205 0 0 CARDINAL HEALTH INC CALL 14149Y908 1932 24800 SH Call DFND 4 24800 0 0 CARDINAL HEALTH INC PUT 14149Y958 29228 375100 SH Put DFND 4 375100 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 16413 17220000 PRN DFND 17 17220000 0 0 CARE CAP PPTYS INC COM 141624106 361 13517 SH DFND 17 13517 0 0 CARE CAP PPTYS INC COM 141624106 124 4656 SH DFND 21 0 0 4656 CARE COM INC COM 141633107 2258 149565 SH DFND 17 64565 0 85000 CAREER EDUCATION CORP COM 141665109 14 1419 SH DFND 17 1419 0 0 CAREER EDUCATION CORP COM 141665109 433 45146 SH DFND 21 45146 0 0 CARETRUST REIT INC COM 14174T107 238 12855 SH DFND 17 12855 0 0 CARETRUST REIT INC COM 14174T107 214 11559 SH DFND 20 11559 0 0 CARETRUST REIT INC COM 14174T107 3964 214195 SH DFND 21 105032 0 109163 CARLISLE COS INC COM 142339100 13208 138451 SH DFND 17 110848 0 27603 CARLISLE COS INC COM 142339100 595 6235 SH DFND 20 6235 0 0 CARLISLE COS INC COM 142339100 2502 26319 SH DFND 21 26319 0 0 CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1497 75800 SH DFND 17 75800 0 0 CARMAX INC COM 143130102 10610 168251 SH DFND 4 168251 0 0 CARMAX INC COM 143130102 49 774 SH DFND 17 774 0 0 CARMAX INC COM 143130102 1887 30314 SH DFND 21 30314 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 70637 1077269 SH DFND 3 1077269 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 10491 160000 SH DFND 4 160000 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 21132 324345 SH DFND 17 324345 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 12367 188441 SH DFND 21 109087 0 79354 CARNIVAL CORP CALL 143658900 3574 54500 SH Call DFND 4 54500 0 0 CARNIVAL CORP PUT 143658950 20733 316200 SH Put DFND 4 316200 0 0 CARNIVAL PLC ADR 14365C103 4536 69091 SH DFND 17 69091 0 0 CAROLINA FINL CORP NEW COM 143873107 954 29516 SH DFND 17 22120 0 7396 CARRIAGE SVCS INC COM 143905107 4595 170431 SH DFND 17 162931 0 7500 CARROLS RESTAURANT GROUP INC COM 14574X104 4164 339933 SH DFND 17 327741 0 12192 CARS COM INC COM 14575E105 550 21982 SH DFND 21 14564 0 7418 CARTER INC COM 146229109 17594 197800 SH DFND 3 197800 0 0 CARTER INC COM 146229109 8078 90840 SH DFND 17 74074 0 16766 CARTER INC COM 146229109 971 10917 SH DFND 21 5319 0 5598 CASELLA WASTE SYS INC CL A 147448104 1884 114809 SH DFND 17 38555 0 76254 CATALENT INC COM 148806102 14839 422770 SH DFND 17 310453 0 112317 CATERPILLAR INC DEL COM 149123101 6571 61151 SH DFND 4 61151 0 0 CATERPILLAR INC DEL COM 149123101 191389 1782060 SH DFND 17 1777540 0 4520 CATERPILLAR INC DEL COM 149123101 1584 14996 SH DFND 21 14996 0 0 CATERPILLAR INC DEL COM 149123101 69 652 SH DFND 24 652 0 0 CATERPILLAR INC DEL CALL 149123901 5083 47300 SH Call DFND 4 47300 0 0 CATERPILLAR INC DEL PUT 149123951 78747 732800 SH Put DFND 4 732800 0 0 CATO CORP NEW CL A 149205106 1462 83100 SH DFND 17 0 0 83100 CATO CORP NEW CL A 149205106 325 18225 SH DFND 21 11537 0 6688 CAVCO INDS INC DEL COM 149568107 828 6384 SH DFND 17 6384 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 7795 108115 SH DFND 17 87660 0 20455 CELANESE CORP DEL COM SER A 150870103 7861 82800 SH DFND 3 82800 0 0 CELANESE CORP DEL COM SER A 150870103 74 775 SH DFND 17 0 0 775 CELANESE CORP DEL COM SER A 150870103 373 3924 SH DFND 20 3924 0 0 CELANESE CORP DEL COM SER A 150870103 4124 43582 SH DFND 21 30638 0 12944 CELESTICA INC SUB VTG SHS 15101Q108 892 65762 SH DFND 17 31773 0 33989 CELESTICA INC SUB VTG SHS 15101Q108 227 16725 SH DFND 20 16725 0 0 CELESTICA INC SUB VTG SHS 15101Q108 1947 143427 SH DFND 21 131334 0 12093 CELGENE CORP COM 151020104 121816 935230 SH DFND 17 783838 0 151392 CELGENE CORP COM 151020104 73900 568396 SH DFND 21 474263 0 94133 CELGENE CORP COM 151020104 16370 124300 SH DFND 24 124300 0 0 CELGENE CORP CALL 151020904 19468 149900 SH Call DFND 4 149900 0 0 CELGENE CORP PUT 151020954 102532 789500 SH Put DFND 4 789500 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 49994 41960000 PRN DFND 17 41960000 0 0 CENTENE CORP DEL COM 15135B101 10868 136048 SH DFND 17 109513 0 26535 CENTENE CORP DEL COM 15135B101 220 2751 SH DFND 20 2751 0 0 CENTENE CORP DEL COM 15135B101 28212 353060 SH DFND 21 278155 0 74905 CENOVUS ENERGY INC COM 15135U109 2987 409232 SH DFND 21 107679 0 301553 CENTERPOINT ENERGY INC COM 15189T107 655 23939 SH DFND 4 23939 0 0 CENTERPOINT ENERGY INC COM 15189T107 13423 490233 SH DFND 17 484483 0 5750 CENTERPOINT ENERGY INC COM 15189T107 698 25492 SH DFND 20 25492 0 0 CENTERPOINT ENERGY INC COM 15189T107 71422 2603423 SH DFND 21 1504761 0 1098662 CENTERSTATE BANKS INC COM 15201P109 17651 710033 SH DFND 17 578553 0 131480 CENTERSTATE BANKS INC COM 15201P109 183 7344 SH DFND 20 7344 0 0 CENTERSTATE BANKS INC COM 15201P109 3146 126392 SH DFND 21 119623 0 6769 CENTRAL GARDEN & PET CO COM 153527106 2283 71830 SH DFND 17 53265 0 18565 CENTRAL GARDEN & PET CO COM 153527106 385 12111 SH DFND 21 12111 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 203 6764 SH DFND 17 6764 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 217 7230 SH DFND 20 7230 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 6795 225256 SH DFND 21 183869 0 41387 CENTURY CMNTYS INC COM 156504300 1293 52151 SH DFND 17 46787 0 5364 CENTURY CMNTYS INC COM 156504300 694 27994 SH DFND 21 0 0 27994 CENTURYLINK INC COM 156700106 1747 73175 SH DFND 4 73175 0 0 CENTURYLINK INC COM 156700106 10640 445561 SH DFND 17 148861 0 296700 CENTURYLINK INC COM 156700106 44412 1846043 SH DFND 21 1596946 0 249097 CENTURYLINK INC COM 156700106 132 5547 SH DFND 25 5547 0 0 CENTURYLINK INC PUT 156700956 8836 370000 SH DFND 21 370000 0 0 CERNER CORP CALL 156782904 432 6500 SH Call DFND 4 6500 0 0 CERNER CORP PUT 156782954 2759 41500 SH Put DFND 4 41500 0 0 CEVA INC COM 157210105 5494 120883 SH DFND 17 100171 0 20712 CHARLES RIV LABS INTL INC COM 159864107 19333 191131 SH DFND 17 151141 0 39990 CHARLES RIV LABS INTL INC COM 159864107 377 3726 SH DFND 20 3726 0 0 CHARLES RIV LABS INTL INC COM 159864107 7352 72560 SH DFND 21 60007 0 12553 CHART INDS INC COM PAR $0.01 16115Q308 1432 41384 SH DFND 21 41384 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8735 8765000 PRN DFND 17 8765000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 7345 21806 SH DFND 4 21806 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 4777 14182 SH DFND 17 14182 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 765 2279 SH DFND 21 2279 0 0 CHARTER COMMUNICATIONS INC N CALL 16119P908 6636 19700 SH Call DFND 4 19700 0 0 CHARTER COMMUNICATIONS INC N PUT 16119P958 100146 297300 SH Put DFND 4 297300 0 0 CHARTER FINL CORP MD COM 16122W108 646 35865 SH DFND 17 35865 0 0 CHEESECAKE FACTORY INC COM 163072101 55 1100 SH DFND 17 1100 0 0 CHEESECAKE FACTORY INC COM 163072101 729 14377 SH DFND 21 6366 0 8011 CHEMED CORP NEW COM 16359R103 2731 13351 SH DFND 17 1745 0 11606 CHEMED CORP NEW COM 16359R103 1914 9324 SH DFND 21 9324 0 0 CHEMICAL FINL CORP COM 163731102 56 1161 SH DFND 17 1161 0 0 CHEMICAL FINL CORP COM 163731102 1102 22720 SH DFND 21 0 0 22720 CHEMOURS CO COM 163851108 110954 2931874 SH DFND 17 2880514 0 51360 CHEMOURS CO COM 163851108 1948 52470 SH DFND 21 38478 0 13992 CHEMOURS CO COM 163851108 870 24500 SH DFND 24 24500 0 0 CHENIERE ENERGY INC COM NEW 16411R208 8281 170000 SH DFND 4 170000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 182 3746 SH DFND 21 3746 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 101318 144225000 PRN DFND 17 136090000 0 8135000 CHERRY HILL MTG INVT CORP COM 164651101 269 14540 SH DFND 17 14540 0 0 CHESAPEAKE ENERGY CORP COM 165167107 751 151062 SH DFND 4 151062 0 0 CHESAPEAKE ENERGY CORP COM 165167107 40455 8139856 SH DFND 17 8139856 0 0 CHEVRON CORP NEW COM 166764100 69412 665313 SH DFND 3 665313 0 0 CHEVRON CORP NEW COM 166764100 69514 666288 SH DFND 4 666288 0 0 CHEVRON CORP NEW COM 166764100 60962 584705 SH DFND 17 565750 0 18955 CHEVRON CORP NEW COM 166764100 128405 1230882 SH DFND 21 898226 0 332656 CHEVRON CORP NEW COM 166764100 1922 18458 SH DFND 24 18458 0 0 CHEVRON CORP NEW COM 166764100 121 1156 SH DFND 25 1156 0 0 CHEVRON CORP NEW CALL 166764900 13271 127200 SH Call DFND 4 127200 0 0 CHEVRON CORP NEW PUT 166764950 207867 1992400 SH Put DFND 4 1992400 0 0 CHICOS FAS INC COM 168615102 147 15586 SH DFND 20 15586 0 0 CHICOS FAS INC COM 168615102 1044 113525 SH DFND 21 113525 0 0 CHILDRENS PL INC COM 168905107 1416 13870 SH DFND 17 13870 0 0 CHILDRENS PL INC COM 168905107 13062 127755 SH DFND 21 79940 0 47815 CHIMERA INVT CORP COM NEW 16934Q208 8310 446047 SH DFND 17 147055 0 298992 CHIMERA INVT CORP COM NEW 16934Q208 242 13000 SH DFND 20 13000 0 0 CHIMERA INVT CORP COM NEW 16934Q208 30062 1612582 SH DFND 21 869159 0 743423 CHINA BIOLOGIC PRODS INC COM 16938C106 1157 10231 SH DFND 17 10231 0 0 CHINA BIOLOGIC PRODS INC COM 16938C106 1077 9641 SH DFND 21 9641 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7823 148321 SH DFND 17 148321 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5605 105717 SH DFND 21 105717 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 668 8500 SH DFND 17 0 0 8500 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 424 5389 SH DFND 21 5389 0 0 CHURCH & DWIGHT INC COM 171340102 55 1051 SH DFND 17 1051 0 0 CHURCH & DWIGHT INC COM 171340102 1091 21022 SH DFND 21 0 0 21022 CHURCHILL DOWNS INC COM 171484108 1081 5895 SH DFND 17 5895 0 0 CHUYS HLDGS INC COM 171604101 1213 51858 SH DFND 17 51858 0 0 CIENA CORP COM NEW 171779309 912 36461 SH DFND 17 36461 0 0 CINCINNATI FINL CORP COM 172062101 7528 103906 SH DFND 17 10968 0 92938 CINCINNATI FINL CORP COM 172062101 3719 51353 SH DFND 21 51353 0 0 CINEMARK HOLDINGS INC COM 17243V102 13845 360284 SH DFND 21 302566 0 57718 CIRRUS LOGIC INC COM 172755100 14939 238188 SH DFND 17 233620 0 4568 CIRRUS LOGIC INC COM 172755100 405 6455 SH DFND 20 6455 0 0 CIRRUS LOGIC INC COM 172755100 39452 626234 SH DFND 21 503506 0 122728 CIRRUS LOGIC INC COM 172755100 75 1189 SH DFND 25 1189 0 0 CISCO SYS INC COM 17275R102 76325 2438503 SH DFND 3 2438503 0 0 CISCO SYS INC COM 17275R102 30248 966385 SH DFND 4 966385 0 0 CISCO SYS INC COM 17275R102 92731 2960305 SH DFND 17 2223294 0 737011 CISCO SYS INC COM 17275R102 1858 59360 SH DFND 20 59360 0 0 CISCO SYS INC COM 17275R102 251650 8023595 SH DFND 21 5673074 0 2350521 CISCO SYS INC COM 17275R102 475 15164 SH DFND 25 15164 0 0 CISCO SYS INC CALL 17275R902 25353 810000 SH Call DFND 4 810000 0 0 CISCO SYS INC PUT 17275R952 101487 3242400 SH Put DFND 4 3242400 0 0 CINTAS CORP COM 172908105 10545 83666 SH DFND 17 19963 0 63703 CINTAS CORP COM 172908105 22021 176420 SH DFND 21 176420 0 0 CITIGROUP INC COM NEW 172967424 78040 1166868 SH DFND 3 1166868 0 0 CITIGROUP INC COM NEW 172967424 176609 2640683 SH DFND 4 2640683 0 0 CITIGROUP INC COM NEW 172967424 68361 1021568 SH DFND 17 769729 0 251839 CITIGROUP INC COM NEW 172967424 2288 34217 SH DFND 20 34217 0 0 CITIGROUP INC COM NEW 172967424 293236 4380170 SH DFND 21 3105154 0 1275016 CITIGROUP INC COM NEW 172967424 299 4473 SH DFND 25 4473 0 0 CITIGROUP INC CALL 172967904 33855 506200 SH Call DFND 4 506200 0 0 CITIGROUP INC PUT 172967954 204847 3062900 SH Put DFND 4 3062900 0 0 CITIZENS FINL GROUP INC COM 174610105 2956 82857 SH DFND 4 82857 0 0 CITIZENS FINL GROUP INC COM 174610105 23374 655108 SH DFND 17 632028 0 23080 CITIZENS FINL GROUP INC COM 174610105 35852 1005257 SH DFND 21 1005257 0 0 CITIZENS FINL GROUP INC CALL 174610905 724 20300 SH Call DFND 4 20300 0 0 CITIZENS FINL GROUP INC PUT 174610955 18436 516700 SH Put DFND 4 516700 0 0 CITRIX SYS INC COM 177376100 222 2792 SH DFND 17 2792 0 0 CITRIX SYS INC COM 177376100 349 4394 SH DFND 21 4394 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 108351 89590000 PRN DFND 17 84550000 0 5040000 CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 4859 244300 SH DFND 17 244300 0 0 CLIFFS NAT RES INC COM 18683K101 70 10090 SH DFND 4 10090 0 0 CLIFFS NAT RES INC COM 18683K101 668 96533 SH DFND 17 96533 0 0 CLOROX CO DEL COM 189054109 1094 8208 SH DFND 17 8208 0 0 CLOROX CO DEL COM 189054109 550 4126 SH DFND 21 518 0 3608 CLOVIS ONCOLOGY INC COM 189464100 10310 110993 SH DFND 17 100358 0 10635 CLOVIS ONCOLOGY INC COM 189464100 2852 31000 SH DFND 24 31000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 57752 34400000 PRN DFND 17 31525000 0 2875000 COACH INC COM 189754104 207 4365 SH DFND 4 4365 0 0 COACH INC COM 189754104 6201 130984 SH DFND 17 106264 0 24720 COACH INC COM 189754104 151 3233 SH DFND 21 3233 0 0 COCA COLA CO COM 191216100 16575 369558 SH DFND 4 369558 0 0 COCA COLA CO COM 191216100 85504 1906441 SH DFND 17 1879941 0 26500 COCA COLA CO COM 191216100 22150 493994 SH DFND 21 404171 0 89823 COCA COLA CO CALL 191216900 15298 341100 SH Call DFND 4 341100 0 0 COCA COLA CO PUT 191216950 158168 3526600 SH Put DFND 4 3526600 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 318 3750 SH DFND 21 3750 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 405 10238 SH DFND 21 10238 0 0 COGNEX CORP COM 192422103 13019 153342 SH DFND 17 60545 0 92797 COGNEX CORP COM 192422103 145 1682 SH DFND 21 1682 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 19003 286193 SH DFND 17 194738 0 91455 COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 8340 125600 SH Call DFND 4 125600 0 0 COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 34953 526400 SH Put DFND 4 526400 0 0 COHERENT INC COM 192479103 39017 173418 SH DFND 17 122732 0 50686 COHERENT INC COM 192479103 459 2042 SH DFND 20 2042 0 0 COHERENT INC COM 192479103 17226 77199 SH DFND 21 64602 0 12597 COLGATE PALMOLIVE CO COM 194162103 5347 72131 SH DFND 4 72131 0 0 COLGATE PALMOLIVE CO COM 194162103 1842 24846 SH DFND 17 24846 0 0 COLGATE PALMOLIVE CO COM 194162103 56078 756529 SH DFND 21 508452 0 248077 COLGATE PALMOLIVE CO COM 194162103 763 10300 SH DFND 24 10300 0 0 COLGATE PALMOLIVE CO CALL 194162903 6916 93300 SH Call DFND 4 93300 0 0 COLGATE PALMOLIVE CO PUT 194162953 83871 1131400 SH Put DFND 4 1131400 0 0 COLONY NORTHSTAR INC CL A COM 19625W104 12689 900543 SH DFND 17 900543 0 0 COLONY NORTHSTAR INC CL A COM 19625W104 172 12187 SH DFND 21 12187 0 0 COLONY STARWOOD HOMES COM 19625X102 6540 190602 SH DFND 4 190602 0 0 COMFORT SYS USA INC COM 199908104 40825 1100400 SH DFND 3 1100400 0 0 COMFORT SYS USA INC COM 199908104 1911 51742 SH DFND 17 38327 0 13415 COMCAST CORP NEW CL A 20030N101 9781 251301 SH DFND 4 248571 0 2730 COMCAST CORP NEW CL A 20030N101 297998 7656998 SH DFND 17 7169296 0 487702 COMCAST CORP NEW CL A 20030N101 2393 61474 SH DFND 20 61474 0 0 COMCAST CORP NEW CL A 20030N101 251040 6452670 SH DFND 21 4482187 0 1970483 COMCAST CORP NEW CL A 20030N101 596 15310 SH DFND 25 15310 0 0 COMCAST CORP NEW CALL 20030N901 24302 624400 SH Call DFND 4 624400 0 0 COMCAST CORP NEW PUT 20030N951 163670 4205300 SH Put DFND 4 4205300 0 0 COMERICA INC COM 200340107 7793 106400 SH DFND 3 106400 0 0 COMERICA INC COM 200340107 53 726 SH DFND 17 726 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 572 57424 SH DFND 4 57424 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 98 9863 SH DFND 21 9863 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 4825 508125 SH DFND 17 447925 0 60200 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 188 25600 SH DFND 17 0 0 25600 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 915 79538 SH DFND 17 79538 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 14399 1253373 SH DFND 21 1225666 0 27707 CONAGRA BRANDS INC COM 205887102 192 5379 SH DFND 17 1704 0 3675 CONAGRA BRANDS INC COM 205887102 15923 441319 SH DFND 21 441319 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 1671 119750 SH DFND 17 115713 0 4037 CONCHO RES INC COM 20605P101 3609 29699 SH DFND 4 29699 0 0 CONCHO RES INC COM 20605P101 18267 150311 SH DFND 17 150311 0 0 CONCHO RES INC COM 20605P101 41 342 SH DFND 21 342 0 0 CONCHO RES INC COM 20605P101 2087 17300 SH DFND 24 17300 0 0 CONCHO RES INC CALL 20605P901 1969 16200 SH Call DFND 4 16200 0 0 CONCHO RES INC PUT 20605P951 12408 102100 SH Put DFND 4 102100 0 0 CONDUENT INC COM 206787103 243 15235 SH DFND 4 15235 0 0 CONDUENT INC COM 206787103 3223 202171 SH DFND 17 60201 0 141970 CONDUENT INC COM 206787103 996 62567 SH DFND 21 52932 0 9635 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 34444 1817628 SH DFND 3 1817628 0 0 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 79 4190 SH DFND 17 4190 0 0 CONOCOPHILLIPS COM 20825C104 3433 78100 SH DFND 3 78100 0 0 CONOCOPHILLIPS COM 20825C104 17980 409012 SH DFND 4 409012 0 0 CONOCOPHILLIPS COM 20825C104 2044 46418 SH DFND 17 46418 0 0 CONOCOPHILLIPS COM 20825C104 2701 61403 SH DFND 21 44608 0 16795 CONOCOPHILLIPS CALL 20825C904 7882 179300 SH Call DFND 4 179300 0 0 CONOCOPHILLIPS PUT 20825C954 45635 1038100 SH Put DFND 4 1038100 0 0 CONSOLIDATED EDISON INC COM 209115104 1172 14497 SH DFND 4 14497 0 0 CONSOLIDATED EDISON INC COM 209115104 10660 131892 SH DFND 17 20152 0 111740 CONSOLIDATED EDISON INC COM 209115104 28105 347720 SH DFND 21 299172 0 48548 CONSOLIDATED EDISON INC COM 209115104 159 1967 SH DFND 25 1967 0 0 CONSOLIDATED EDISON INC CALL 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DFND 20 28110 0 0 CONVERGYS CORP COM 212485106 21529 899925 SH DFND 21 745915 0 154010 CONVERGYS CORP COM 212485106 36 1516 SH DFND 25 1516 0 0 COOPER COS INC COM NEW 216648402 1614 6741 SH DFND 17 5861 0 880 COOPER COS INC COM NEW 216648402 2545 10629 SH DFND 20 10629 0 0 COOPER COS INC COM NEW 216648402 15552 65441 SH DFND 21 32832 0 32609 COOPER STD HLDGS INC COM 21676P103 1476 14632 SH DFND 17 11163 0 3469 COOPER STD HLDGS INC COM 21676P103 161 1600 SH DFND 20 1600 0 0 COOPER STD HLDGS INC COM 21676P103 20730 205692 SH DFND 21 126949 0 78743 COOPER TIRE & RUBR CO COM 216831107 4806 133058 SH DFND 21 46254 0 86804 COPART INC COM 217204106 781 24552 SH DFND 17 24552 0 0 COPART INC COM 217204106 2230 70252 SH DFND 21 70252 0 0 CORBUS PHARMACEUTICALS HLDGS COM 21833P103 761 120720 SH DFND 17 116881 0 3839 CORCEPT THERAPEUTICS INC COM 218352102 224 18885 SH DFND 21 18885 0 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 621 18501 SH DFND 21 18501 0 0 CORECIVIC INC COM 21871N101 291 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96294 602100 SH Put DFND 4 602100 0 0 COTIVITI HLDGS INC COM 22164K101 305 8179 SH DFND 21 8179 0 0 COUSINS PPTYS INC COM 222795106 23976 2727600 SH DFND 3 2727600 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 76 455 SH DFND 17 455 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 557 3318 SH DFND 21 2473 0 845 CRANE CO COM 224399105 51323 646545 SH DFND 3 646545 0 0 CRANE CO COM 224399105 6524 83031 SH DFND 17 83031 0 0 CRANE CO COM 224399105 118 1486 SH DFND 21 1486 0 0 CRAWFORD & CO CL A 224633206 320 41182 SH DFND 17 41182 0 0 CRAWFORD & CO CL A 224633206 1348 175543 SH DFND 21 156034 0 19509 CREDIT ACCEP CORP MICH COM 225310101 927 3605 SH DFND 17 3605 0 0 CREDIT ACCEP CORP MICH COM 225310101 2341 9104 SH DFND 21 9104 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 51118 3501266 SH DFND 4 3501266 0 0 CRESCENT PT ENERGY CORP COM 22576C101 3 346 SH DFND 17 346 0 0 CRESCENT PT ENERGY CORP COM 22576C101 268 35116 SH DFND 21 0 0 35116 CRITEO S A SPONS ADS 226718104 121116 2469230 SH DFND 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14801 870292 SH DFND 21 630836 0 239456 DEAN FOODS CO NEW COM NEW 242370203 2130 124000 SH DFND 24 124000 0 0 DEAN FOODS CO NEW COM NEW 242370203 74 4381 SH DFND 25 4381 0 0 DEERE & CO COM 244199105 2700 21843 SH DFND 4 21843 0 0 DEERE & CO COM 244199105 138380 1119669 SH DFND 17 1119669 0 0 DEERE & CO COM 244199105 10668 86601 SH DFND 21 75992 0 10609 DEERE & CO COM 244199105 12008 98500 SH DFND 24 98500 0 0 DEERE & CO CALL 244199905 6538 52900 SH Call DFND 4 52900 0 0 DEERE & CO PUT 244199955 48225 390200 SH Put DFND 4 390200 0 0 DEL FRISCOS RESTAURANT GROUP COM 245077102 403 25015 SH DFND 21 0 0 25015 DELEK US HLDGS INC COM 246647101 991 37373 SH DFND 21 34585 0 2788 DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 17298 528196 SH DFND 3 528196 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 299 4890 SH DFND 17 4371 0 519 DELL TECHNOLOGIES INC COM CL V 24703L103 683 11192 SH DFND 21 9267 0 1925 DELTA AIR LINES INC DEL COM NEW 247361702 847 15769 SH DFND 4 15769 0 0 DELTA AIR LINES 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SH Call DFND 4 304300 0 0 DISNEY WALT CO PUT 254687956 166388 1566000 SH Put DFND 4 1566000 0 0 DISCOVER FINL SVCS COM 254709108 7859 126370 SH DFND 3 126370 0 0 DISCOVER FINL SVCS COM 254709108 8420 135398 SH DFND 4 135398 0 0 DISCOVER FINL SVCS COM 254709108 642 10426 SH DFND 17 10426 0 0 DISCOVER FINL SVCS COM 254709108 25453 412132 SH DFND 21 333756 0 78376 DISCOVER FINL SVCS CALL 254709908 2718 43700 SH Call DFND 4 43700 0 0 DISCOVER FINL SVCS PUT 254709958 20840 335100 SH Put DFND 4 335100 0 0 DISH NETWORK CORP CL A 25470M109 5608 89356 SH DFND 4 89356 0 0 DISH NETWORK CORP CL A 25470M109 59 933 SH DFND 17 933 0 0 DR REDDYS LABS LTD ADR 256135203 809 19200 SH DFND 17 17400 0 1800 DR REDDYS LABS LTD ADR 256135203 789 18823 SH DFND 21 15943 0 2880 DOLBY LABORATORIES INC COM 25659T107 10509 214650 SH DFND 17 173760 0 40890 DOLBY LABORATORIES INC COM 25659T107 148 2987 SH DFND 21 0 0 2987 DOLLAR GEN CORP NEW COM 256677105 4349 60332 SH DFND 4 60332 0 0 DOLLAR GEN CORP NEW COM 256677105 76 1048 SH DFND 17 1048 0 0 DOLLAR GEN CORP NEW CALL 256677905 1514 21000 SH Call DFND 4 21000 0 0 DOLLAR GEN CORP NEW PUT 256677955 19854 275400 SH Put DFND 4 275400 0 0 DOLLAR TREE INC COM 256746108 2174 31096 SH DFND 4 31096 0 0 DOLLAR TREE INC COM 256746108 33814 483613 SH DFND 17 360277 0 123336 DOLLAR TREE INC CALL 256746908 643 9200 SH Call DFND 4 9200 0 0 DOLLAR TREE INC PUT 256746958 5782 82700 SH Put DFND 4 82700 0 0 DOMINION DIAMOND CORP COM 257287102 415 33003 SH DFND 17 0 0 33003 DOMINION ENERGY INC COM 25746U109 8207 107102 SH DFND 4 107102 0 0 DOMINION ENERGY INC COM 25746U109 217 2830 SH DFND 17 2830 0 0 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 10064 200000 SH DFND 17 200000 0 0 DOMINION ENERGY INC UNIT 99/99/9999 25746U869 11950 250000 SH DFND 17 250000 0 0 DOMINION ENERGY INC CALL 25746U909 3165 41300 SH Call DFND 4 41300 0 0 DOMINION ENERGY INC PUT 25746U959 49503 646000 SH Put DFND 4 646000 0 0 DOMINOS PIZZA INC COM 25754A201 5650 26708 SH DFND 17 26243 0 465 DOMINOS PIZZA INC COM 25754A201 20300 96073 SH DFND 21 91272 0 4801 DOMTAR CORP COM NEW 257559203 2671 69595 SH DFND 17 65854 0 3741 DOMTAR CORP COM NEW 257559203 16495 426143 SH DFND 21 404299 0 21844 DOMTAR CORP COM NEW 257559203 37 973 SH DFND 25 973 0 0 DONALDSON INC COM 257651109 459 10088 SH DFND 21 2905 0 7183 DONALDSON INC COM 257651109 9583 213040 SH DFND 24 213040 0 0 DONEGAL GROUP INC CL A 257701201 1041 66956 SH DFND 21 66956 0 0 DONNELLEY R R & SONS CO COM 257867200 164 13090 SH DFND 4 13090 0 0 DONNELLEY R R & SONS CO COM 257867200 128 10396 SH DFND 21 0 0 10396 DONNELLEY FINL SOLUTIONS INC COM 25787G100 57 2465 SH DFND 4 2465 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 902 40000 SH DFND 21 40000 0 0 DOUGLAS EMMETT INC COM 25960P109 10331 270363 SH DFND 4 270363 0 0 DOUGLAS EMMETT INC COM 25960P109 3637 95203 SH DFND 21 0 0 95203 DOUGLAS DYNAMICS INC COM 25960R105 1043 31705 SH DFND 17 31705 0 0 DOUGLAS DYNAMICS INC COM 25960R105 623 19015 SH DFND 21 14130 0 4885 DOW CHEM CO COM 260543103 3761 59630 SH DFND 3 59630 0 0 DOW CHEM CO COM 260543103 8533 135293 SH DFND 4 135293 0 0 DOW CHEM CO COM 260543103 102211 1621385 SH DFND 17 1285957 0 335428 DOW CHEM CO COM 260543103 7698 122048 SH DFND 20 122048 0 0 DOW CHEM CO COM 260543103 139711 2222901 SH DFND 21 1460143 0 762758 DOW CHEM CO COM 260543103 3399 54200 SH DFND 24 54200 0 0 DOW CHEM CO COM 260543103 489 7754 SH DFND 25 7754 0 0 DOW CHEM CO CALL 260543903 4743 75200 SH Call DFND 4 75200 0 0 DOW CHEM CO PUT 260543953 66387 1052600 SH Put DFND 4 1052600 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 69696 764970 SH DFND 3 764970 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 31175 342615 SH DFND 17 253831 0 88784 DR PEPPER SNAPPLE GROUP INC COM 26138E109 51374 564481 SH DFND 21 472663 0 91818 DR PEPPER SNAPPLE GROUP INC COM 26138E109 288 3157 SH DFND 25 3157 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 4954 61385 SH DFND 4 61385 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3759 46569 SH DFND 17 46569 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3971 49319 SH DFND 21 44596 0 4723 DU PONT E I DE NEMOURS & CO COM 263534109 2543 31600 SH DFND 24 31600 0 0 DU PONT E I DE NEMOURS & CO CALL 263534909 4487 55600 SH Call DFND 4 55600 0 0 DU PONT E I DE NEMOURS & CO PUT 263534959 62510 774500 SH Put DFND 4 774500 0 0 DUCOMMUN INC DEL COM 264147109 932 29515 SH DFND 17 26478 0 3037 DUCOMMUN INC DEL COM 264147109 1052 35261 SH DFND 21 26070 0 9191 DUKE REALTY CORP COM NEW 264411505 850 30416 SH DFND 17 30416 0 0 DUKE REALTY CORP COM NEW 264411505 3108 111208 SH DFND 21 111208 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 5034 60218 SH DFND 4 60218 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 17667 211352 SH DFND 17 163652 0 47700 DUKE ENERGY CORP NEW COM NEW 26441C204 220 2637 SH DFND 20 2637 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 28272 337659 SH DFND 21 178066 0 159593 DUKE ENERGY CORP NEW CALL 26441C904 6821 81600 SH Call DFND 4 81600 0 0 DUKE ENERGY CORP NEW PUT 26441C954 66379 794100 SH Put DFND 4 794100 0 0 DULUTH HLDGS INC COM CL B 26443V101 1434 78759 SH DFND 17 78759 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 9801 160250 SH DFND 17 152417 0 7833 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 18446 300677 SH DFND 21 276923 0 23754 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 85903 73895000 PRN DFND 17 70115000 0 3780000 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 813 84217 SH DFND 17 84217 0 0 DYNEX CAP INC COM NEW 26817Q506 399 56259 SH DFND 17 56259 0 0 DYNEX CAP INC COM NEW 26817Q506 716 100231 SH DFND 21 89766 0 10465 DYNEGY INC NEW DEL COM 26817R108 305 1744959 SH DFND 4 1711264 0 33695 DYNEGY INC NEW DEL PFD CONV SER A 26817R207 20004 695590 SH DFND 17 695590 0 0 DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 381 6130 SH DFND 17 6130 0 0 EMC INS GROUP INC COM 268664109 684 24620 SH DFND 17 24620 0 0 EOG RES INC COM 26875P101 16172 178657 SH DFND 4 178657 0 0 EOG RES INC COM 26875P101 75166 830485 SH DFND 17 747116 0 83369 EOG RES INC COM 26875P101 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COM 281020107 714 9136 SH DFND 20 9136 0 0 EDISON INTL COM 281020107 38516 492642 SH DFND 21 278582 0 214060 EDISON INTL CALL 281020907 2322 29700 SH Call DFND 4 29700 0 0 EDISON INTL PUT 281020957 24043 307500 SH Put DFND 4 307500 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 53958 456373 SH DFND 17 329438 0 126935 EDWARDS LIFESCIENCES CORP COM 28176E108 18488 156362 SH DFND 20 156362 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 950 8101 SH DFND 21 1466 0 6635 EDWARDS LIFESCIENCES CORP CALL 28176E908 2944 24900 SH Call DFND 4 24900 0 0 EDWARDS LIFESCIENCES CORP PUT 28176E958 21673 183300 SH Put DFND 4 183300 0 0 EL PASO ELEC CO COM NEW 283677854 366 7086 SH DFND 20 7086 0 0 EL PASO ELEC CO COM NEW 283677854 1059 20493 SH DFND 21 20493 0 0 ELDORADO RESORTS INC COM 28470R102 5427 271344 SH DFND 17 265462 0 5882 ELDORADO RESORTS INC COM 28470R102 971 49439 SH DFND 21 0 0 49439 ELDORADO GOLD CORP NEW COM 284902103 10098 3823496 SH DFND 21 3823496 0 0 ELECTRONIC ARTS INC COM 285512109 41113 388888 SH DFND 17 274957 0 113931 ELECTRONIC ARTS INC COM 285512109 8767 82472 SH DFND 21 79377 0 3095 ELECTRONIC ARTS INC CALL 285512909 8056 76200 SH Call DFND 4 76200 0 0 ELECTRONIC ARTS INC PUT 285512959 41506 392600 SH Put DFND 4 392600 0 0 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 27399 25340000 PRN DFND 17 20700000 0 4640000 ELLIS PERRY INTL INC COM 288853104 701 36035 SH DFND 17 36035 0 0 EMCORE CORP COM NEW 290846203 3236 303834 SH DFND 17 293972 0 9862 EMERGENT BIOSOLUTIONS INC COM 29089Q105 1593 46980 SH DFND 17 46980 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 713 21223 SH DFND 21 21223 0 0 EMERSON ELEC CO COM 291011104 3902 65446 SH DFND 4 65446 0 0 EMERSON ELEC CO COM 291011104 159 2660 SH DFND 17 2660 0 0 EMERSON ELEC CO COM 291011104 3117 53400 SH DFND 21 53400 0 0 EMERSON ELEC CO CALL 291011904 7375 123700 SH Call DFND 4 123700 0 0 EMERSON ELEC CO PUT 291011954 23508 394300 SH Put DFND 4 394300 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1360 32147 SH DFND 17 3699 0 28448 EMPLOYERS HOLDINGS INC COM 292218104 168 3930 SH DFND 21 0 0 3930 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 3151 197685 SH DFND 4 197685 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 95 5940 SH DFND 17 0 0 5940 ENCANA CORP COM 292505104 201 22858 SH DFND 4 22858 0 0 ENBRIDGE INC COM 29250N105 6995 175841 SH DFND 17 175841 0 0 ENBRIDGE INC COM 29250N105 1476 36938 SH DFND 21 32272 0 4666 ENBRIDGE INC COM 29250N105 1079 27000 SH DFND 24 27000 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 391 24458 SH DFND 4 24458 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 17493 16350000 PRN DFND 17 16350000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 37206 39000000 PRN DFND 17 39000000 0 0 ENCORE WIRE CORP COM 292562105 1419 33434 SH DFND 21 33434 0 0 ENERGEN CORP COM 29265N108 10246 207544 SH DFND 17 166122 0 41422 ENERGY RECOVERY INC COM 29270J100 941 113501 SH DFND 17 113501 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 28514 593800 SH DFND 3 593800 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 1537 31849 SH DFND 17 31849 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 535 11140 SH DFND 20 11140 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 4121 88234 SH DFND 21 80087 0 8147 ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 6002 334200 SH DFND 3 334200 0 0 ENERSYS COM 29275Y102 38032 524941 SH DFND 3 524941 0 0 ENERSYS COM 29275Y102 3978 54938 SH DFND 21 51144 0 3794 ENERPLUS CORP COM 292766102 363 44786 SH DFND 4 44786 0 0 ENERPLUS CORP COM 292766102 642 79211 SH DFND 21 29424 0 49787 ENERGY XXI GULF COAST INC COM 29276K101 4778 257274 SH DFND 17 257274 0 0 ENEL CHILE S A SPONSORED ADR 29278D105 2170 395798 SH DFND 21 236760 0 159038 ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 1942 95261 SH DFND 4 95261 0 0 ENNIS INC COM 293389102 15800 827201 SH DFND 3 827201 0 0 ENNIS INC COM 293389102 1772 92319 SH DFND 17 66552 0 25767 ENOVA INTL INC COM 29357K103 86 5780 SH DFND 17 5780 0 0 ENOVA INTL INC COM 29357K103 141 9478 SH DFND 20 9478 0 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0 3666 ENTERPRISE PRODS PARTNERS L COM 293792107 12046 444823 SH DFND 4 444823 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 2642 400306 SH DFND 17 387131 0 13175 ENZO BIOCHEM INC COM 294100102 3821 346073 SH DFND 17 335431 0 10642 EPAM SYS INC COM 29414B104 12864 152975 SH DFND 17 152975 0 0 EPAM SYS INC COM 29414B104 1726 20530 SH DFND 21 20530 0 0 ENVISION HEALTHCARE CORP COM 29414D100 462 7379 SH DFND 17 484 0 6895 ENVISION HEALTHCARE CORP COM 29414D100 16926 271680 SH DFND 21 147191 0 124489 ENVISION HEALTHCARE CORP COM 29414D100 135 2158 SH DFND 25 2158 0 0 ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 1647 14480 SH DFND 17 14480 0 0 EPLUS INC COM 294268107 4708 63531 SH DFND 17 61602 0 1929 EPLUS INC COM 294268107 120 1620 SH DFND 21 0 0 1620 EQUIFAX INC COM 294429105 44735 325532 SH DFND 17 248266 0 77266 EQUIFAX INC COM 294429105 820 5967 SH DFND 20 5967 0 0 EQUIFAX INC COM 294429105 2733 19893 SH DFND 21 19893 0 0 EQUINIX INC COM PAR $0.001 29444U700 28212 65738 SH DFND 4 65738 0 0 EQUINIX INC COM PAR $0.001 29444U700 15623 36404 SH DFND 17 29786 0 6618 EQUINIX INC COM PAR $0.001 29444U700 169 400 SH DFND 21 400 0 0 EQUINIX INC CALL 29444U900 7296 17000 SH Call DFND 4 17000 0 0 EQUINIX INC PUT 29444U950 61456 143200 SH Put DFND 4 143200 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 457 14463 SH DFND 21 5718 0 8745 EQUITY LIFESTYLE PPTYS INC COM 29472R108 16877 195471 SH DFND 17 151929 0 43542 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1986 23006 SH DFND 21 23006 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 33123 503158 SH DFND 4 503158 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 110 1664 SH DFND 17 1664 0 0 EQUITY RESIDENTIAL CALL 29476L907 3081 46800 SH Call DFND 4 46800 0 0 EQUITY RESIDENTIAL PUT 29476L957 34179 519200 SH Put DFND 4 519200 0 0 ERIE INDTY CO CL A 29530P102 1529 12245 SH DFND 21 12245 0 0 ESCO TECHNOLOGIES INC COM 296315104 275 4615 SH DFND 17 4615 0 0 ESCO TECHNOLOGIES INC COM 296315104 747 12525 SH DFND 21 12525 0 0 ESSEX PPTY TR INC COM 297178105 33994 132134 SH DFND 4 132134 0 0 ESSEX PPTY TR INC COM 297178105 76 297 SH DFND 17 297 0 0 ESSEX PPTY TR INC COM 297178105 645 2501 SH DFND 21 2501 0 0 ETSY INC COM 29786A106 751 50060 SH DFND 17 0 0 50060 EURONET WORLDWIDE INC COM 298736109 8426 96440 SH DFND 17 67724 0 28716 EURONET WORLDWIDE INC COM 298736109 15334 176208 SH DFND 21 142053 0 34155 EURONET WORLDWIDE INC COM 298736109 118 1356 SH DFND 25 1356 0 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 29808 23215000 PRN DFND 17 18215000 0 5000000 EVERCORE PARTNERS INC CLASS A 29977A105 379 5380 SH DFND 17 0 0 5380 EVERCORE PARTNERS INC CLASS A 29977A105 129 1828 SH DFND 20 1828 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 2451 34750 SH DFND 21 27490 0 7260 EVERI HLDGS INC COM 30034T103 55 7490 SH DFND 17 7490 0 0 EVERI HLDGS INC COM 30034T103 240 32637 SH DFND 21 20584 0 12053 EVERSOURCE ENERGY COM 30040W108 45 738 SH DFND 4 738 0 0 EVERSOURCE ENERGY COM 30040W108 79 1309 SH DFND 17 1309 0 0 EVERSOURCE 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30161Q104 23957 972516 SH DFND 17 828294 0 144222 EXELIXIS INC COM 30161Q104 2211 89738 SH DFND 21 6109 0 83629 EXELIXIS INC COM 30161Q104 5372 218000 SH DFND 24 218000 0 0 EXPEDIA INC DEL COM NEW 30212P303 9682 65000 SH DFND 4 65000 0 0 EXPEDIA INC DEL COM NEW 30212P303 89727 602469 SH DFND 17 577707 0 24762 EXPEDIA INC DEL COM NEW 30212P303 58 389 SH DFND 21 389 0 0 EXPRESS INC COM 30219E103 154 22800 SH DFND 17 0 0 22800 EXPRESS INC COM 30219E103 11 1598 SH DFND 21 0 0 1598 EXPRESS SCRIPTS HLDG CO COM 30219G108 10863 170162 SH DFND 4 170162 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 6559 102749 SH DFND 17 102749 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 1081 16928 SH DFND 20 16928 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 38277 599344 SH DFND 21 431108 0 168236 EXPRESS SCRIPTS HLDG CO CALL 30219G908 5752 90100 SH Call DFND 4 90100 0 0 EXPRESS SCRIPTS HLDG CO PUT 30219G958 37940 594300 SH Put DFND 4 594300 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1752 90490 SH DFND 17 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COM NEW 302491303 6639 90500 SH DFND 24 90500 0 0 FNB CORP PA COM 302520101 31867 2250473 SH DFND 3 2250473 0 0 FTD COS INC COM 30281V108 580 29005 SH DFND 17 29005 0 0 FTI CONSULTING INC COM 302941109 4362 125346 SH DFND 21 125346 0 0 FACEBOOK INC CL A 30303M102 713970 4728891 SH DFND 17 3911677 0 817214 FACEBOOK INC CL A 30303M102 15842 104930 SH DFND 20 104930 0 0 FACEBOOK INC CL A 30303M102 425026 2811535 SH DFND 21 2236860 0 574675 FACEBOOK INC CL A 30303M102 341 2256 SH DFND 25 2256 0 0 FACEBOOK INC CALL 30303M902 65027 430700 SH Call DFND 4 430700 0 0 FACEBOOK INC PUT 30303M952 467343 3095400 SH Put DFND 4 3095400 0 0 FAIR ISAAC CORP COM 303250104 3424 24558 SH DFND 17 24558 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 698 10787 SH DFND 17 493 0 10294 FEDERAL AGRIC MTG CORP CL C 313148306 2152 32943 SH DFND 21 12340 0 20603 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 16494 130500 SH DFND 4 130500 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 41 326 SH DFND 17 326 0 0 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SH Put DFND 4 551600 0 0 FINANCIAL INSTNS INC COM 317585404 435 14585 SH DFND 17 3690 0 10895 FINISAR CORP COM NEW 31787A507 5580 214764 SH DFND 17 46347 0 168417 FINISAR CORP COM NEW 31787A507 317 12220 SH DFND 20 12220 0 0 FINISAR CORP COM NEW 31787A507 16406 627029 SH DFND 21 569894 0 57135 FINISAR CORP NOTE 0.500%12/1 31787AAM3 18823 16825000 PRN DFND 17 14130000 0 2695000 FINISH LINE INC CL A 317923100 1693 117029 SH DFND 21 10136 0 106893 FIREEYE INC COM 31816Q101 50738 3335835 SH DFND 17 3074585 0 261250 FIREEYE INC COM 31816Q101 178 11716 SH DFND 21 11716 0 0 FIREEYE INC NOTE 1.000% 6/0 31816QAB7 26489 28180000 PRN DFND 17 28180000 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 31618 34650000 PRN DFND 17 34650000 0 0 FIRST AMERN FINL CORP COM 31847R102 37084 829800 SH DFND 3 829800 0 0 FIRST AMERN FINL CORP COM 31847R102 1936 43287 SH DFND 17 43287 0 0 FIRST AMERN FINL CORP COM 31847R102 404 9050 SH DFND 20 9050 0 0 FIRST AMERN FINL CORP COM 31847R102 12112 270940 SH DFND 21 118222 0 152718 FIRST BANCORP P R COM NEW 318672706 817 141102 SH DFND 17 141102 0 0 FIRST BANCORP P R COM NEW 318672706 3362 581415 SH DFND 21 554628 0 26787 FIRST BUSEY CORP COM NEW 319383204 399 13620 SH DFND 17 13620 0 0 FIRST BUSEY CORP COM NEW 319383204 1639 55834 SH DFND 21 49924 0 5910 FIRST CTZNS BANCSHARES INC N CL A 31946M103 392 1051 SH DFND 21 1051 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 208 16240 SH DFND 21 16240 0 0 FIRST DEFIANCE FINL CORP COM 32006W106 2947 55939 SH DFND 17 50484 0 5455 FIRST DATA CORP NEW COM CL A 32008D106 11830 650000 SH DFND 4 650000 0 0 FIRST DATA CORP NEW COM CL A 32008D106 617 33900 SH DFND 17 100 0 33800 FIRST DATA CORP NEW COM CL A 32008D106 149 8194 SH DFND 21 8194 0 0 FIRST FINL BANCORP OH COM 320209109 341 12310 SH DFND 17 12310 0 0 FIRST FNDTN INC COM 32026V104 2069 125940 SH DFND 17 125940 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 15 530 SH DFND 3 530 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 8357 292049 SH DFND 17 215574 0 76475 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 17025 457667 SH DFND 3 457667 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 3780 101281 SH DFND 21 36425 0 64856 FIRST MERCHANTS CORP COM 320817109 3518 87632 SH DFND 17 47187 0 40445 FIRST MERCHANTS CORP COM 320817109 147 3651 SH DFND 20 3651 0 0 FIRST MERCHANTS CORP COM 320817109 3270 80920 SH DFND 21 36848 0 44072 FIRST MIDWEST BANCORP DEL COM 320867104 33033 1417100 SH DFND 3 1417100 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 1078 45929 SH DFND 17 45929 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 142 6094 SH DFND 20 6094 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 416 17864 SH DFND 21 17864 0 0 FIRST POTOMAC RLTY TR COM 33610F109 1889 170000 SH DFND 21 170000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 12012 120000 SH DFND 4 120000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 65503 654297 SH DFND 17 510505 0 143792 FIRST REP BK SAN FRANCISCO C COM 33616C100 10886 108285 SH DFND 21 101300 0 6985 FIRST SOLAR INC COM 336433107 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HARTFORD FINL SVCS GROUP INC COM 416515104 374 7113 SH DFND 20 7113 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 14024 264694 SH DFND 21 226509 0 38185 HARTFORD FINL SVCS GROUP INC COM 416515104 25 476 SH DFND 25 476 0 0 HARTFORD FINL SVCS GROUP INC CALL 416515904 1383 26300 SH Call DFND 4 26300 0 0 HARTFORD FINL SVCS GROUP INC PUT 416515954 5735 109100 SH Put DFND 4 109100 0 0 HASBRO INC COM 418056107 52 462 SH DFND 17 462 0 0 HASBRO INC COM 418056107 1800 16330 SH DFND 21 16330 0 0 HAWAIIAN HOLDINGS INC COM 419879101 5483 116776 SH DFND 17 92805 0 23971 HAWAIIAN HOLDINGS INC COM 419879101 16603 360270 SH DFND 21 253473 0 106797 HAWAIIAN HOLDINGS INC COM 419879101 76 1620 SH DFND 25 1620 0 0 HAWKINS INC COM 420261109 796 17169 SH DFND 17 17169 0 0 HAWKINS INC COM 420261109 2384 51360 SH DFND 21 44599 0 6761 HEALTHSOUTH CORP COM NEW 421924309 43491 898582 SH DFND 3 898582 0 0 HEALTHSOUTH CORP COM NEW 421924309 3485 71815 SH DFND 17 71815 0 0 HEALTHSOUTH CORP COM NEW 421924309 480 9908 SH DFND 21 9908 0 0 HEALTHSTREAM INC COM 42222N103 1353 51397 SH DFND 17 51397 0 0 HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 23420 11780000 PRN DFND 17 9155000 0 2625000 HEALTH INS INNOVATIONS INC COM CL A 42225K106 1576 65518 SH DFND 21 65518 0 0 HEARTLAND FINL USA INC COM 42234Q102 25335 537900 SH DFND 3 537900 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31707 32010000 PRN DFND 17 32010000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 22361 23840000 PRN DFND 17 23840000 0 0 HELMERICH & PAYNE INC COM 423452101 24 448 SH DFND 17 448 0 0 HELMERICH & PAYNE INC COM 423452101 295 5421 SH DFND 21 3621 0 1800 HENRY JACK & ASSOC INC COM 426281101 822 7918 SH DFND 17 7918 0 0 HENRY JACK & ASSOC INC COM 426281101 15637 150755 SH DFND 21 111213 0 39542 HERITAGE COMMERCE CORP COM 426927109 1368 99266 SH DFND 17 89126 0 10140 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 81805 78195000 PRN DFND 17 78195000 0 0 HERC HLDGS INC COM 42704L104 6906 175642 SH DFND 17 138446 0 37196 HERON THERAPEUTICS INC COM 427746102 997 71957 SH DFND 17 71957 0 0 HERON THERAPEUTICS INC COM 427746102 524 37700 SH DFND 24 37700 0 0 HERSHEY CO COM 427866108 296 2756 SH DFND 17 576 0 2180 HERSHEY CO COM 427866108 3343 31355 SH DFND 21 31355 0 0 HESKA CORP COM RESTRC NEW 42805E306 5249 51428 SH DFND 17 46054 0 5374 HESKA CORP COM RESTRC NEW 42805E306 150 1473 SH DFND 20 1473 0 0 HESKA CORP COM RESTRC NEW 42805E306 2754 27401 SH DFND 21 8723 0 18678 HERTZ GLOBAL HLDGS INC COM 42806J106 21965 1910000 SH DFND 4 1910000 0 0 HESS CORP COM 42809H107 842 19197 SH DFND 4 19197 0 0 HESS CORP COM 42809H107 49 1111 SH DFND 17 1111 0 0 HESS CORP COM 42809H107 50 1140 SH DFND 21 1140 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 4934 297386 SH DFND 4 297386 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 10967 661086 SH DFND 17 640467 0 20619 HEWLETT PACKARD ENTERPRISE C COM 42824C109 376 22688 SH DFND 20 22688 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 65034 3908526 SH DFND 21 3037804 0 870722 HEWLETT PACKARD ENTERPRISE C COM 42824C109 111 6694 SH DFND 25 6694 0 0 HEWLETT PACKARD ENTERPRISE C CALL 42824C909 498 30000 SH Call DFND 4 30000 0 0 HEWLETT PACKARD ENTERPRISE C PUT 42824C959 4260 256800 SH Put DFND 4 256800 0 0 HEXCEL CORP NEW COM 428291108 595 11278 SH DFND 21 3223 0 8055 HEXCEL CORP NEW COM 428291108 10318 197200 SH DFND 24 197200 0 0 HILL ROM HLDGS INC COM 431475102 39520 496415 SH DFND 3 496415 0 0 HILL ROM HLDGS INC COM 431475102 31503 396260 SH DFND 17 328821 0 67439 HILL ROM HLDGS INC COM 431475102 504 6327 SH DFND 20 6327 0 0 HILL ROM HLDGS INC COM 431475102 28621 361221 SH DFND 21 228174 0 133047 HILL ROM HLDGS INC COM 431475102 116 1455 SH DFND 25 1455 0 0 HILTON GRAND VACATIONS INC COM 43283X105 3802 105438 SH DFND 4 105438 0 0 HILTON GRAND VACATIONS INC COM 43283X105 175 4925 SH DFND 21 0 0 4925 HILTON WORLDWIDE HLDGS INC COM 43300A203 12461 201466 SH DFND 4 201466 0 0 HOLLYFRONTIER CORP COM 436106108 489 17794 SH DFND 4 17794 0 0 HOLLYFRONTIER CORP COM 436106108 223 7990 SH DFND 21 7990 0 0 HOLOGIC INC COM 436440101 1204 26529 SH DFND 17 21829 0 4700 HOLOGIC INC COM 436440101 377 8297 SH DFND 20 8297 0 0 HOLOGIC INC COM 436440101 4923 109065 SH DFND 21 92068 0 16997 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 21749 14625000 PRN DFND 17 11665000 0 2960000 HOLOGIC INC FRNT 12/1 436440AG6 65591 51625000 PRN DFND 17 51625000 0 0 HOME BANCSHARES INC COM 436893200 841 33649 SH DFND 21 31049 0 2600 HOME DEPOT INC COM 437076102 332222 2166263 SH DFND 17 2010682 0 155581 HOME DEPOT INC COM 437076102 4687 30555 SH DFND 20 30555 0 0 HOME DEPOT INC COM 437076102 145847 954953 SH DFND 21 745627 0 209326 HOME DEPOT INC COM 437076102 99 648 SH DFND 24 648 0 0 HOME DEPOT INC CALL 437076902 36064 235100 SH Call DFND 4 235100 0 0 HOME DEPOT INC PUT 437076952 223197 1455000 SH Put DFND 4 1455000 0 0 HONEYWELL INTL INC COM 438516106 74037 555455 SH DFND 3 555455 0 0 HONEYWELL INTL INC COM 438516106 4133 31010 SH DFND 4 31010 0 0 HONEYWELL INTL INC COM 438516106 21774 164530 SH DFND 17 164530 0 0 HONEYWELL INTL INC CALL 438516906 10623 79700 SH Call DFND 4 79700 0 0 HONEYWELL INTL INC PUT 438516956 119761 898500 SH Put DFND 4 898500 0 0 HOOKER FURNITURE CORP COM 439038100 877 21313 SH DFND 17 5060 0 16253 HOOKER FURNITURE CORP COM 439038100 71 1718 SH DFND 21 0 0 1718 HORMEL FOODS CORP COM 440452100 38 1113 SH DFND 17 1113 0 0 HORMEL FOODS CORP COM 440452100 370 10891 SH DFND 21 0 0 10891 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 6107 7080000 PRN DFND 17 7080000 0 0 HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 10351 10800000 PRN DFND 17 10800000 0 0 HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 11936 16350000 PRN DFND 17 16350000 0 0 HORTONWORKS INC COM 440894103 15974 1240183 SH DFND 17 1240183 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 774 26545 SH DFND 17 26545 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 6876 235111 SH DFND 21 92297 0 142814 HOST HOTELS & RESORTS INC COM 44107P104 62 3371 SH DFND 17 3371 0 0 HOST HOTELS & RESORTS INC COM 44107P104 621 33769 SH DFND 21 13562 0 20207 HOSTESS BRANDS INC CL A 44109J106 16296 1012155 SH DFND 17 834297 0 177858 HOSTESS BRANDS INC CL A 44109J106 165 10218 SH DFND 21 10218 0 0 HOULIHAN LOKEY INC CL A 441593100 21268 609400 SH DFND 3 609400 0 0 HOULIHAN LOKEY INC CL A 441593100 1308 37547 SH DFND 17 37547 0 0 HOWARD HUGHES CORP COM 44267D107 42382 345021 SH DFND 4 345021 0 0 HOWARD HUGHES CORP COM 44267D107 16427 133727 SH DFND 17 106150 0 27577 HUBSPOT INC COM 443573100 350 5325 SH DFND 17 0 0 5325 HUDBAY MINERALS INC COM 443628102 18480 3200000 SH DFND 4 3200000 0 0 HUDBAY MINERALS INC COM 443628102 133 22989 SH DFND 17 22989 0 0 HUDBAY MINERALS INC COM 443628102 129 22376 SH DFND 21 16200 0 6176 HUDSON TECHNOLOGIES INC COM 444144109 3454 408762 SH DFND 17 395855 0 12907 HUMANA INC COM 444859102 8735 36300 SH DFND 17 26558 0 9742 HUMANA INC COM 444859102 43468 181181 SH DFND 21 165208 0 15973 HUMANA INC CALL 444859902 5486 22800 SH Call DFND 4 22800 0 0 HUMANA INC PUT 444859952 64366 267500 SH Put DFND 4 267500 0 0 HUNTINGTON BANCSHARES INC COM 446150104 144 10674 SH DFND 17 10674 0 0 HUNTINGTON BANCSHARES INC COM 446150104 361 26697 SH DFND 20 26697 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1250 92467 SH DFND 21 92467 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 28459 19375 SH DFND 17 19375 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 3468 18630 SH DFND 3 18630 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 13393 72037 SH DFND 17 69190 0 2847 HUNTINGTON INGALLS INDS INC COM 446413106 908 4880 SH DFND 20 4880 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 43631 234823 SH DFND 21 183482 0 51341 HUNTINGTON INGALLS INDS INC COM 446413106 168 904 SH DFND 25 904 0 0 HUNTSMAN CORP COM 447011107 413 15970 SH DFND 4 15970 0 0 HUNTSMAN CORP COM 447011107 12649 489498 SH DFND 17 352720 0 136778 HUNTSMAN CORP COM 447011107 869 33370 SH DFND 21 33370 0 0 HURON CONSULTING GROUP INC COM 447462102 629 14722 SH DFND 21 14722 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7445 7755000 PRN DFND 17 7755000 0 0 HYATT HOTELS CORP COM CL A 448579102 6183 110000 SH DFND 4 110000 0 0 HYATT HOTELS CORP COM CL A 448579102 1684 29955 SH DFND 17 29955 0 0 IDT CORP CL B NEW 448947507 126 8780 SH DFND 17 8780 0 0 IDT CORP CL B NEW 448947507 1334 92303 SH DFND 21 86086 0 6217 IAC INTERACTIVECORP COM 44919P508 489 4735 SH DFND 17 0 0 4735 IAC INTERACTIVECORP COM 44919P508 134 1297 SH DFND 21 1297 0 0 ICF INTL INC COM 44925C103 2070 43941 SH DFND 17 30081 0 13860 ICF INTL INC COM 44925C103 161 3413 SH DFND 20 3413 0 0 ICF INTL INC COM 44925C103 6459 137924 SH DFND 21 62718 0 75206 IES HLDGS INC COM 44951W106 1129 62180 SH DFND 17 55847 0 6333 IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 19142 17825000 PRN DFND 17 17825000 0 0 ILG INC COM 44967H101 8074 294291 SH DFND 21 104564 0 189727 IPG PHOTONICS CORP COM 44980X109 12756 87915 SH DFND 17 80710 0 7205 ITAU CORPBANCA SPONSORED ADR 45033E105 4061 305100 SH DFND 3 305100 0 0 ITAU CORPBANCA SPONSORED ADR 45033E105 39 2924 SH DFND 21 0 0 2924 ITT INC COM 45073V108 41149 1024115 SH DFND 3 1024115 0 0 ITT INC COM 45073V108 1076 27085 SH DFND 17 27085 0 0 ITT INC COM 45073V108 420 10513 SH DFND 21 0 0 10513 IBERIABANK CORP COM 450828108 46 570 SH DFND 17 570 0 0 IBERIABANK CORP COM 450828108 287 3516 SH DFND 21 0 0 3516 IAMGOLD CORP COM 450913108 5084 991590 SH DFND 21 991590 0 0 ICICI BK LTD ADR 45104G104 0 0 SH DFND 20 0 0 0 ICICI BK LTD ADR 45104G104 978 109641 SH DFND 21 44600 0 65040 ICONIX BRAND GROUP INC COM 451055107 997 144269 SH DFND 17 81725 0 62544 ICONIX BRAND GROUP INC COM 451055107 637 92041 SH DFND 21 46988 0 45053 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 65394 67330000 PRN DFND 17 67330000 0 0 IDACORP INC COM 451107106 321 3760 SH DFND 17 3760 0 0 IDACORP INC COM 451107106 1129 13201 SH DFND 21 11697 0 1504 IDEX CORP COM 45167R104 27335 241883 SH DFND 17 241883 0 0 IDEX CORP COM 45167R104 469 4150 SH DFND 21 1186 0 2964 IDEX CORP COM 45167R104 7977 71500 SH DFND 24 71500 0 0 IDEXX LABS INC COM 45168D104 3913 24244 SH DFND 17 17099 0 7145 IDEXX LABS INC COM 45168D104 277 1719 SH DFND 20 1719 0 0 IDEXX LABS INC COM 45168D104 18409 114500 SH DFND 21 93313 0 21187 ILLINOIS TOOL WKS INC COM 452308109 10701 74705 SH DFND 3 74705 0 0 ILLINOIS TOOL WKS INC COM 452308109 7882 55167 SH DFND 17 55167 0 0 ILLINOIS TOOL WKS INC COM 452308109 36090 253991 SH DFND 21 248143 0 5848 ILLINOIS TOOL WKS INC CALL 452308909 6203 43300 SH Call DFND 4 43300 0 0 ILLINOIS TOOL WKS INC PUT 452308959 47358 330600 SH Put DFND 4 330600 0 0 ILLUMINA INC COM 452327109 957 5517 SH DFND 4 5517 0 0 ILLUMINA INC COM 452327109 15117 85719 SH DFND 17 81129 0 4590 ILLUMINA INC COM 452327109 8024 45400 SH DFND 24 45400 0 0 ILLUMINA INC CALL 452327909 4650 26800 SH Call DFND 4 26800 0 0 ILLUMINA INC PUT 452327959 30765 177300 SH Put DFND 4 177300 0 0 ILLUMINA INC NOTE 6/1 452327AF6 414 405000 PRN DFND 17 405000 0 0 ILLUMINA INC 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453415309 508 130585 SH DFND 17 117322 0 13263 INDEPENDENCE RLTY TR INC COM 45378A106 1181 119621 SH DFND 17 119621 0 0 INDEPENDENCE RLTY TR INC COM 45378A106 330 33282 SH DFND 21 9809 0 23473 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 2015 34759 SH DFND 17 34759 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 332 5731 SH DFND 20 5731 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 8282 142488 SH DFND 21 137347 0 5141 INFOSYS LTD SPONSORED ADR 456788108 638 42476 SH DFND 42476 0 0 INFOSYS LTD SPONSORED ADR 456788108 40 2692 SH DFND 17 0 0 2692 INFOSYS LTD SPONSORED ADR 456788108 791 52891 SH DFND 21 25000 0 27891 ING GROEP N V SPONSORED ADR 456837103 12304 707148 SH DFND 17 707148 0 0 ING GROEP N V DBCV 6.000%12/3 456837AE3 2050 2000000 PRN DFND 4 2000000 0 0 ING GROEP N V DBCV 6.500%12/3 456837AF0 187686 178189000 PRN DFND 4 178189000 0 0 INFRAREIT INC COM 45685L100 29072 1518100 SH DFND 3 1518100 0 0 INFRAREIT INC COM 45685L100 3186 166514 SH DFND 17 136884 0 29630 INFRAREIT INC COM 45685L100 512 24340 SH DFND 21 22841 0 1499 INGLES MKTS INC CL A 457030104 18829 565422 SH DFND 3 565422 0 0 INGLES MKTS INC CL A 457030104 1431 42859 SH DFND 17 18284 0 24575 INGLES MKTS INC CL A 457030104 292 8760 SH DFND 21 0 0 8760 INGREDION INC COM 457187102 46087 386600 SH DFND 3 386600 0 0 INGREDION INC COM 457187102 15999 134505 SH DFND 17 130354 0 4151 INGREDION INC COM 457187102 1151 9658 SH DFND 20 9658 0 0 INGREDION INC COM 457187102 71177 600428 SH DFND 21 457985 0 142443 INGREDION INC COM 457187102 106 886 SH DFND 25 886 0 0 INSIGHT ENTERPRISES INC COM 45765U103 8 196 SH DFND 17 196 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1725 42847 SH DFND 21 23143 0 19704 INPHI CORP NOTE 1.125%12/0 45772FAB3 11145 9900000 PRN DFND 17 9900000 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1553 198116 SH DFND 17 191868 0 6248 INNOPHOS HOLDINGS INC COM 45774N108 22798 520035 SH DFND 3 520035 0 0 INNOPHOS HOLDINGS INC COM 45774N108 254 5785 SH DFND 17 2115 0 3670 INNOPHOS HOLDINGS INC COM 45774N108 1464 32770 SH DFND 21 7629 0 25141 INSTEEL INDUSTRIES INC COM 45774W108 37190 1128000 SH DFND 3 1128000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 796 24241 SH DFND 17 24241 0 0 INSTEEL INDUSTRIES INC COM 45774W108 4311 135415 SH DFND 21 72612 0 62803 INSPERITY INC COM 45778Q107 170 2400 SH DFND 17 0 0 2400 INSPERITY INC COM 45778Q107 10463 146516 SH DFND 21 76530 0 69986 INSPERITY INC COM 45778Q107 54 754 SH DFND 25 754 0 0 INOGEN INC COM 45780L104 3508 36764 SH DFND 17 12463 0 24301 INOGEN INC COM 45780L104 226 2375 SH DFND 21 2375 0 0 INSTALLED BLDG PRODS INC COM 45780R101 11807 222989 SH DFND 17 163977 0 59012 INNOVIVA INC COM 45781M101 437 33952 SH DFND 21 33952 0 0 INSTRUCTURE INC COM 45781U103 3444 116748 SH DFND 17 116748 0 0 INSULET CORP COM 45784P101 1111 21653 SH DFND 17 21653 0 0 INSULET CORP COM 45784P101 159 3095 SH DFND 21 3095 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 13515 247932 SH DFND 17 201298 0 46634 INTEGRA LIFESCIENCES 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9805 SH DFND 17 290 0 9515 INTERCEPT PHARMACEUTICALS IN COM 45845P108 634 5172 SH DFND 17 5172 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 319 2600 SH DFND 24 2600 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3916 4000000 PRN DFND 17 4000000 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 11598 9450000 PRN DFND 17 7610000 0 1840000 INTERFACE INC COM 458665304 31105 1582966 SH DFND 3 1582966 0 0 INTERFACE INC COM 458665304 1113 56775 SH DFND 17 56775 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 39229 595250 SH DFND 17 585925 0 9325 INTERCONTINENTAL EXCHANGE IN COM 45866F104 37879 575325 SH DFND 21 572032 0 3293 INTERCONTINENTAL EXCHANGE IN CALL 45866F904 8411 127600 SH Call DFND 4 127600 0 0 INTERCONTINENTAL EXCHANGE IN PUT 45866F954 41437 628600 SH Put DFND 4 628600 0 0 INTERDIGITAL INC COM 45867G101 2107 26608 SH DFND 21 0 0 26608 INTERNATIONAL BUSINESS MACHS COM 459200101 67394 438110 SH DFND 3 438110 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 67366 437926 SH DFND 4 437926 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 146779 953990 SH DFND 17 890572 0 63418 INTERNATIONAL BUSINESS MACHS COM 459200101 44246 287386 SH DFND 21 223246 0 64140 INTERNATIONAL BUSINESS MACHS COM 459200101 167 1085 SH DFND 24 1085 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 38 246 SH DFND 25 246 0 0 INTERNATIONAL BUSINESS MACHS CALL 459200901 15106 98200 SH Call DFND 4 98200 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 149169 969700 SH Put DFND 4 969700 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 549 4065 SH DFND 17 4065 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 105500 784197 SH DFND 21 615648 0 168549 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 961 7200 SH DFND 24 7200 0 0 INTL PAPER CO COM 460146103 69516 1227975 SH DFND 3 1227975 0 0 INTL PAPER CO COM 460146103 2370 41861 SH DFND 4 41861 0 0 INTL PAPER CO COM 460146103 20056 359959 SH DFND 17 358479 0 1480 INTL PAPER CO COM 460146103 217 3841 SH DFND 20 3841 0 0 INTL PAPER CO COM 460146103 27079 485171 SH DFND 21 241953 0 243218 INTL PAPER CO CALL 460146903 1772 31300 SH Call DFND 4 31300 0 0 INTL PAPER CO PUT 460146953 21823 385500 SH Put DFND 4 385500 0 0 INTERPUBLIC GROUP COS INC COM 460690100 2136 86835 SH DFND 17 86835 0 0 INTERPUBLIC GROUP COS INC COM 460690100 11201 454739 SH DFND 21 377326 0 77413 INTERSECT ENT INC COM 46071F103 3568 127646 SH DFND 17 123845 0 3801 INTRAWEST RESORTS HLDGS INC COM 46090K109 4886 205794 SH DFND 21 205794 0 0 INTL FCSTONE INC COM 46116V105 509 13492 SH DFND 17 5050 0 8442 INTUIT COM 461202103 1068 8043 SH DFND 4 8043 0 0 INTUIT COM 461202103 5139 38698 SH DFND 17 38698 0 0 INTUIT COM 461202103 109038 820384 SH DFND 21 717698 0 102686 INTUIT CALL 461202903 4476 33700 SH Call DFND 4 33700 0 0 INTUIT PUT 461202953 40746 306800 SH Put DFND 4 306800 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 32753 35045 SH DFND 17 33115 0 1930 INTUITIVE SURGICAL INC COM NEW 46120E602 866 926 SH DFND 20 926 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 17433 18685 SH DFND 21 17824 0 861 INTUITIVE SURGICAL INC CALL 46120E902 5986 6400 SH Call DFND 4 6400 0 0 INTUITIVE SURGICAL INC PUT 46120E952 52848 56500 SH Put DFND 4 56500 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 622 37237 SH DFND 17 37237 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 236 14132 SH DFND 20 14132 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 6576 393259 SH DFND 21 99079 0 294180 INVITAE CORP COM 46185L103 767 80182 SH DFND 17 71953 0 8229 IOVANCE BIOTHERAPEUTICS INC COM 462260100 1432 194836 SH DFND 17 188816 0 6020 IROBOT CORP COM 462726100 1085 12506 SH DFND 21 12506 0 0 IRON MTN INC NEW COM 46284V101 310 9022 SH DFND 4 9022 0 0 IRON MTN INC NEW COM 46284V101 294 8560 SH DFND 17 8560 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 333 17640 SH DFND 17 17640 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 23136 17190000 PRN DFND 17 13505000 0 3685000 ISHARES GOLD TRUST ISHARES 464285105 8449 707600 SH DFND 20 707600 0 0 ISHARES MSCI WORLD ETF 464286392 10627 132288 SH DFND 25 132288 0 0 ISHARES JP MORGAN EM ETF 464286517 1 27 SH DFND 17 27 0 0 ISHARES JP MORGAN EM ETF 464286517 3249 69627 SH DFND 24 0 0 69627 ISHARES MIN VOL EMRG MKT 464286533 7 122 SH DFND 17 122 0 0 ISHARES MIN VOL EMRG MKT 464286533 54015 975000 SH DFND 25 975000 0 0 ISHARES MSCI BRIC INDX 464286657 479 15038 SH DFND 0 0 15038 ISHARES MSCI SPAN CP ETF 464286764 495 15000 SH DFND 24 15000 0 0 ISHARES MSCI STH KOR ETF 464286772 1969 29040 SH DFND 17 29040 0 0 ISHARES TR SELECT DIVID ETF 464287168 460 5000 SH DFND 24 5000 0 0 ISHARES TR TIPS BD ETF 464287176 1084 9580 SH DFND 3990 0 5590 ISHARES TR CORE S&P500 ETF 464287200 487202 2001568 SH DFND 17 2001568 0 0 ISHARES TR CORE S&P500 ETF 464287200 15421 63454 SH DFND 24 28369 0 35085 ISHARES TR CORE US AGGBD ET 464287226 172404 1574321 SH DFND 17 1574321 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 211 5100 SH DFND 3 5100 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 2297 55500 SH DFND 4 55500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH DFND 17 100 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 30 33022 SH Put DFND 21 33022 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 618 15000 SH DFND 24 15000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 14484 349949 SH DFND 25 349949 0 0 ISHARES TR IBOXX INV CP ETF 464287242 536 4570 SH DFND 1910 0 2660 ISHARES TR IBOXX INV CP ETF 464287242 270987 2248669 SH DFND 17 2248669 0 0 ISHARES TR IBOXX INV CP ETF 464287242 5927 49144 SH DFND 24 17500 0 31644 ISHARES TR IBOXX INV CP ETF 464287242 33750 280060 SH DFND 25 280060 0 0 ISHARES TR LATN AMER 40 ETF 464287390 4413 146941 SH DFND 24 16000 0 130941 ISHARES TR S&P 500 VAL ETF 464287408 660 6287 SH DFND 17 6287 0 0 ISHARES TR 7-10YR TR BD ETF 464287440 2 21 SH DFND 17 21 0 0 ISHARES TR 7-10YR TR BD ETF 464287440 17869 167220 SH DFND 24 167220 0 0 ISHARES TR MSCI EAFE ETF 464287465 43590 668561 SH DFND 4 668561 0 0 ISHARES TR MSCI EAFE ETF 464287465 11963 183489 SH DFND 17 183489 0 0 ISHARES TR MSCI EAFE ETF 464287465 912 14000 SH DFND 24 0 0 14000 ISHARES TR NASDQ BIOTEC ETF 464287556 310 1000 SH DFND 17 0 0 1000 ISHARES TR NASDQ BIOTEC ETF 464287556 156 500 SH DFND 24 500 0 0 ISHARES TR GLOBAL 100 ETF 464287572 413 4900 SH DFND 24 0 0 4900 ISHARES TR RUS 2000 VAL ETF 464287630 1386 11657 SH DFND 17 11657 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 277479 1969050 SH DFND 17 1969050 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 14347 101648 SH DFND 24 35755 0 65893 ISHARES TR U.S. TECH ETF 464287721 420 3000 SH DFND 24 3000 0 0 ISHARES TR U.S. BAS MTL ETF 464287838 159 1782 SH DFND 17 1782 0 0 ISHARES TR U.S. BAS MTL ETF 464287838 1378 15500 SH DFND 24 15500 0 0 ISHARES TR CALL 464287904 414 10000 SH Call DFND 17 10000 0 0 ISHARES TR CALL 464287904 4139 100000 SH DFND 21 100000 0 0 ISHARES TR CALL 464287905 70416 1080000 SH Call DFND 4 1080000 0 0 ISHARES TR PUT 464287954 90467 2185714 SH Put DFND 4 2185714 0 0 ISHARES TR PUT 464287954 136678 3302200 SH DFND 21 2580000 0 722200 ISHARES TR PUT 464287955 245698 2488800 SH Put DFND 4 2488800 0 0 ISHARES TR MSCI AC ASIA ETF 464288182 11542 171860 SH DFND 24 28000 0 143860 ISHARES TR MSCI ACWI ETF 464288257 110163 1682131 SH DFND 17 1682131 0 0 ISHARES TR MSCI ACWI ETF 464288257 1058 16200 SH DFND 24 0 0 16200 ISHARES TR JP MOR EM MK ETF 464288281 1201 10900 SH DFND 4550 0 6350 ISHARES TR JP MOR EM MK ETF 464288281 19853 173599 SH DFND 17 173599 0 0 ISHARES TR JP MOR EM MK ETF 464288281 10081 88046 SH DFND 24 7000 0 81046 ISHARES TR JP MOR EM MK ETF 464288281 102054 892396 SH DFND 25 892396 0 0 ISHARES TR IBOXX HI YD ETF 464288513 18078 204526 SH DFND 17 204526 0 0 ISHARES TR IBOXX HI YD ETF 464288513 9341 105680 SH DFND 25 105680 0 0 ISHARES TR MBS ETF 464288588 15331 143600 SH DFND 17 143600 0 0 ISHARES TR SHRT TRS BD ETF 464288679 2865 25970 SH DFND 24 0 0 25970 ISHARES TR U.S. PFD STK ETF 464288687 305 8190 SH DFND 3410 0 4780 ISHARES TR US TREASURY ETF 46429B267 9933 392470 SH DFND 24 0 0 392470 ISHARES TR MSCI INDIA ETF 46429B598 1493 46500 SH DFND 17 46500 0 0 ISHARES TR FLTG RATE BD ETF 46429B655 10439 205000 SH DFND 25 205000 0 0 ISHARES TR CORE HIGH DV ETF 46429B663 734 8930 SH DFND 3720 0 5210 ISHARES TR CORE HIGH DV ETF 46429B663 7 90 SH DFND 17 90 0 0 ISHARES TR MIN VOL USA ETF 46429B697 2071 42337 SH DFND 17 42337 0 0 ISHARES TR MIN VOL USA ETF 46429B697 8318 170000 SH DFND 20 170000 0 0 ISHARES TR MIN VOL USA ETF 46429B697 97478 1992200 SH DFND 25 1992200 0 0 ISHARES TR USA QUALITY FCTR 46432F339 1978 26602 SH DFND 17 26602 0 0 ISHARES TR USA QUALITY FCTR 46432F339 33710 453272 SH DFND 25 453272 0 0 ISHARES TR USA VALUE FACTOR 46432F388 34588 470142 SH DFND 25 470142 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 2211 24871 SH DFND 17 24871 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 34998 393723 SH DFND 25 393723 0 0 ISHARES TR CORE MSCI EAFE 46432F842 1407 23104 SH DFND 17 23104 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 49704 46645000 PRN DFND 17 43315000 0 3330000 ISHARES INC CORE MSCI EMKT 46434G103 9160 184112 SH DFND 24 174912 0 9200 ISHARES INC MSCI JPN ETF NEW 46434G822 267 5460 SH DFND 2280 0 3180 ISHARES INC MSCI JPN ETF NEW 46434G822 19681 368078 SH DFND 24 30500 0 337578 ISHARES INC MSCI GBL ETF NEW 46434G855 1852 105011 SH DFND 24 0 0 105011 ISHARES TR HDG MSCI GERMN 46434V704 1373 49000 SH DFND 24 49000 0 0 ISHARES TR MSCI UK ETF NEW 46435G334 10581 317655 SH DFND 24 0 0 317655 ISHARES TR MTG REL ETF NEW 46435G342 837 19890 SH DFND 8280 0 11610 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3855 349110 SH DFND 17 309810 0 39300 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1231 111442 SH DFND 21 111442 0 0 ITERIS INC COM 46564T107 1024 164600 SH DFND 17 147749 0 16851 ITRON INC COM 465741106 20176 297801 SH DFND 17 244965 0 52836 ITRON INC COM 465741106 278 4110 SH DFND 21 2732 0 1378 J & J SNACK FOODS CORP COM 466032109 313 2370 SH DFND 17 2370 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 84867 76575000 PRN DFND 17 72655000 0 3920000 JPMORGAN CHASE & CO COM 46625H100 150999 1652065 SH DFND 3 1652065 0 0 JPMORGAN CHASE & CO COM 46625H100 38317 419222 SH DFND 4 419222 0 0 JPMORGAN CHASE & CO COM 46625H100 276512 3026970 SH DFND 17 2954235 0 72735 JPMORGAN CHASE & CO COM 46625H100 9736 106522 SH DFND 20 106522 0 0 JPMORGAN CHASE & CO COM 46625H100 392511 4300250 SH DFND 21 3258784 0 1041466 JPMORGAN CHASE & CO COM 46625H100 629 6882 SH DFND 25 6882 0 0 JPMORGAN CHASE & CO CALL 46625H900 29294 320500 SH Call DFND 4 320500 0 0 JPMORGAN CHASE & CO PUT 46625H950 366368 4008400 SH Put DFND 4 4008400 0 0 JABIL INC COM 466313103 266 9112 SH DFND 4 9112 0 0 JABIL INC COM 466313103 1717 58820 SH DFND 17 50053 0 8767 JABIL INC COM 466313103 11693 402085 SH DFND 21 272476 0 129609 JABIL INC COM 466313103 22 756 SH DFND 25 756 0 0 JACK IN THE BOX INC COM 466367109 14125 143397 SH DFND 17 119756 0 23641 JACK IN THE BOX INC COM 466367109 208 2113 SH DFND 20 2113 0 0 JACK IN THE BOX INC COM 466367109 2810 28559 SH DFND 21 25010 0 3549 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 109056 98860000 PRN DFND 17 92065000 0 6795000 JD COM INC SPON ADR CL A 47215P106 15270 389330 SH DFND 17 352805 0 36525 JD COM INC SPON ADR CL A 47215P106 86658 2209547 SH DFND 20 1986938 0 222609 JD COM INC SPON ADR CL A 47215P106 5917 149800 SH DFND 24 149800 0 0 JETBLUE AIRWAYS CORP COM 477143101 5936 260000 SH DFND 4 260000 0 0 JETBLUE AIRWAYS CORP COM 477143101 1126 49309 SH DFND 17 33323 0 15986 JETBLUE AIRWAYS CORP COM 477143101 28718 1258771 SH DFND 21 929367 0 329404 JETBLUE AIRWAYS CORP COM 477143101 95 4161 SH DFND 25 4161 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 16948 172934 SH DFND 17 108041 0 64893 JOHN BEAN TECHNOLOGIES CORP COM 477839104 632 6562 SH DFND 21 6562 0 0 JOHNSON & JOHNSON COM 478160104 76117 575383 SH DFND 3 575383 0 0 JOHNSON & JOHNSON COM 478160104 9260 70000 SH DFND 4 70000 0 0 JOHNSON & JOHNSON COM 478160104 194666 1470756 SH DFND 17 1147577 0 323179 JOHNSON & JOHNSON COM 478160104 3367 25450 SH DFND 20 25450 0 0 JOHNSON & JOHNSON COM 478160104 434556 3280169 SH DFND 21 2338182 0 941987 JOHNSON & JOHNSON COM 478160104 2619 19744 SH DFND 24 19744 0 0 JOHNSON & JOHNSON COM 478160104 734 5545 SH DFND 25 5545 0 0 JOHNSON & JOHNSON CALL 478160904 91412 691000 SH Call DFND 4 691000 0 0 JOHNSON & JOHNSON PUT 478160954 347314 2625400 SH Put DFND 4 2625400 0 0 J2 GLOBAL INC COM 48123V102 32358 380277 SH DFND 3 380277 0 0 J2 GLOBAL INC COM 48123V102 8770 103069 SH DFND 17 77894 0 25175 J2 GLOBAL INC COM 48123V102 16303 190215 SH DFND 21 148186 0 42029 J2 GLOBAL INC COM 48123V102 144 1688 SH DFND 25 1688 0 0 JUNIPER NETWORKS INC COM 48203R104 6521 233900 SH DFND 3 233900 0 0 JUNIPER NETWORKS INC COM 48203R104 14684 526693 SH DFND 17 514546 0 12147 JUNIPER NETWORKS INC COM 48203R104 324 11606 SH DFND 20 11606 0 0 JUNIPER NETWORKS INC COM 48203R104 40232 1444853 SH DFND 21 872205 0 572648 JUNIPER NETWORKS INC COM 48203R104 88 3161 SH DFND 25 3161 0 0 JUST ENERGY GROUP INC COM 48213W101 318 60510 SH DFND 21 60510 0 0 KAR AUCTION SVCS INC COM 48238T109 6925 165000 SH DFND 4 165000 0 0 KAR AUCTION SVCS INC COM 48238T109 14699 350232 SH DFND 17 297782 0 52450 KAR AUCTION SVCS INC COM 48238T109 169 4018 SH DFND 20 4018 0 0 KAR AUCTION SVCS INC COM 48238T109 34385 821443 SH DFND 21 779409 0 42034 KAR AUCTION SVCS INC COM 48238T109 150 3568 SH DFND 25 3568 0 0 KBR INC COM 48242W106 40523 2662500 SH DFND 3 2662500 0 0 KBR INC COM 48242W106 545 36024 SH DFND 17 36024 0 0 KCG HLDGS INC CL A 48244B100 16638 834385 SH DFND 21 834385 0 0 KLA-TENCOR CORP COM 482480100 72 788 SH DFND 4 788 0 0 KLA-TENCOR CORP COM 482480100 6620 72337 SH DFND 17 69997 0 2340 KLA-TENCOR CORP COM 482480100 32311 351057 SH DFND 21 342389 0 8668 KMG CHEMICALS INC COM 482564101 1965 40375 SH DFND 17 39223 0 1152 KMG CHEMICALS INC COM 482564101 1407 28909 SH DFND 21 28909 0 0 KT CORP SPONSORED ADR 48268K101 373 22400 SH DFND 17 22400 0 0 K2M GROUP HLDGS INC COM 48273J107 2179 89435 SH DFND 17 48600 0 40835 K12 INC COM 48273U102 326 18203 SH DFND 21 0 0 18203 KADANT INC COM 48282T104 4154 55246 SH DFND 17 52726 0 2520 KADANT INC COM 48282T104 1346 15669 SH DFND 21 12780 0 2889 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2290 25874 SH DFND 17 0 0 25874 KANSAS CITY SOUTHERN COM NEW 485170302 81169 775625 SH DFND 3 775625 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 18539 177150 SH DFND 4 175920 0 1230 KANSAS CITY SOUTHERN COM NEW 485170302 88039 846477 SH DFND 17 733764 0 112713 KANSAS CITY SOUTHERN COM NEW 485170302 346 3377 SH DFND 21 1285 0 2092 KATE SPADE & CO COM 485865109 27032 1461954 SH DFND 21 1461954 0 0 KB HOME NOTE 1.375% 2/0 48666KAS8 33382 31235000 PRN DFND 17 31235000 0 0 KELLOGG CO COM 487836108 1390 20013 SH DFND 4 20013 0 0 KELLOGG CO COM 487836108 153 2201 SH DFND 17 2201 0 0 KELLOGG CO CALL 487836908 590 8500 SH Call DFND 4 8500 0 0 KELLOGG CO PUT 487836958 6272 90300 SH Put DFND 4 90300 0 0 KELLY SVCS INC CL A 488152208 852 37931 SH DFND 17 11686 0 26245 KELLY SVCS INC CL A 488152208 2360 105429 SH DFND 21 65970 0 39459 KENNAMETAL INC COM 489170100 264 7043 SH DFND 20 7043 0 0 KENNAMETAL INC COM 489170100 771 20602 SH DFND 21 20602 0 0 KEYCORP NEW COM 493267108 15436 823700 SH DFND 3 823700 0 0 KEYCORP NEW COM 493267108 2041 108911 SH DFND 4 108911 0 0 KEYCORP NEW COM 493267108 7212 385038 SH DFND 17 382788 0 2250 KEYCORP NEW COM 493267108 189 10090 SH DFND 20 10090 0 0 KEYCORP NEW COM 493267108 2978 161772 SH DFND 21 159349 0 2423 KEYCORP NEW CALL 493267908 231 12300 SH Call DFND 4 12300 0 0 KEYCORP NEW PUT 493267958 12192 650600 SH Put DFND 4 650600 0 0 KEYW HLDG CORP COM 493723100 477 50975 SH DFND 17 0 0 50975 KFORCE INC COM 493732101 1672 85309 SH DFND 17 85309 0 0 KILROY RLTY CORP COM 49427F108 14014 186487 SH DFND 4 186487 0 0 KILROY RLTY CORP COM 49427F108 18513 246350 SH DFND 17 188169 0 58181 KILROY RLTY CORP COM 49427F108 242 3221 SH DFND 21 3221 0 0 KIMBALL ELECTRONICS INC COM 49428J109 387 21458 SH DFND 17 21458 0 0 KIMBALL ELECTRONICS INC COM 49428J109 1621 88838 SH DFND 21 79316 0 9522 KIMBERLY CLARK CORP COM 494368103 3631 28120 SH DFND 3 28120 0 0 KIMBERLY CLARK CORP COM 494368103 4883 37819 SH DFND 4 37819 0 0 KIMBERLY CLARK CORP COM 494368103 5230 40537 SH DFND 17 40537 0 0 KIMBERLY CLARK CORP COM 494368103 712 5511 SH DFND 21 5511 0 0 KIMBERLY CLARK CORP CALL 494368903 6068 47000 SH Call DFND 4 47000 0 0 KIMBERLY CLARK CORP PUT 494368953 59365 459800 SH Put DFND 4 459800 0 0 KINDER MORGAN INC DEL COM 49456B101 15166 791536 SH DFND 4 791536 0 0 KINDER MORGAN INC DEL COM 49456B101 152 7917 SH DFND 17 7917 0 0 KINDER MORGAN INC DEL COM 49456B101 1508 79217 SH DFND 21 79217 0 0 KINDER MORGAN INC DEL PFD SER A 49456B200 49682 1132220 SH DFND 17 1132220 0 0 KINDER MORGAN INC DEL CALL 49456B901 5541 289200 SH Call DFND 4 289200 0 0 KINDER MORGAN INC DEL PUT 49456B951 24797 1294200 SH Put DFND 4 1294200 0 0 KINROSS GOLD CORP COM NO PAR 496902404 8073 1992530 SH DFND 21 1992530 0 0 KITE PHARMA INC COM 49803L109 3449 33504 SH DFND 17 33504 0 0 KITE PHARMA INC COM 49803L109 747 7265 SH DFND 21 7265 0 0 KITE PHARMA INC COM 49803L109 1799 17500 SH DFND 24 17500 0 0 KNOLL INC COM NEW 498904200 33830 1687300 SH DFND 3 1687300 0 0 KNOLL INC COM NEW 498904200 413 20450 SH DFND 17 20450 0 0 KNOLL INC COM NEW 498904200 69 3424 SH DFND 20 3424 0 0 KNOLL INC COM NEW 498904200 543 27021 SH DFND 21 15310 0 11711 KOHLS CORP COM 500255104 1437 37149 SH DFND 4 37149 0 0 KOHLS CORP COM 500255104 1206 31195 SH DFND 17 31195 0 0 KOHLS CORP COM 500255104 5798 151005 SH DFND 21 116591 0 34414 KOPPERS HOLDINGS INC COM 50060P106 3010 83273 SH DFND 17 68913 0 14360 KOREA ELECTRIC PWR SPONSORED ADR 500631106 1533 85283 SH DFND 17 85283 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4685 261519 SH DFND 21 244138 0 17381 KOREA FD COM NEW 500634209 588 14696 SH DFND 17 14696 0 0 KORN FERRY INTL COM NEW 500643200 40844 1182849 SH DFND 3 1182849 0 0 KORN FERRY INTL COM NEW 500643200 2918 84467 SH DFND 17 65052 0 19415 KRAFT HEINZ CO COM 500754106 14877 173718 SH DFND 4 173718 0 0 KRAFT HEINZ CO COM 500754106 507 5920 SH DFND 17 2460 0 3460 KRAFT HEINZ CO CALL 500754906 5704 66600 SH Call DFND 4 66600 0 0 KRAFT HEINZ CO PUT 500754956 67073 783200 SH Put DFND 4 783200 0 0 KRATON CORPORATION COM 50077C106 341 9888 SH DFND 17 9888 0 0 KRATON CORPORATION COM 50077C106 138 4021 SH DFND 20 4021 0 0 KRATON CORPORATION COM 50077C106 1164 33857 SH DFND 21 31443 0 2414 KROGER CO COM 501044101 35332 1515112 SH DFND 4 1515112 0 0 KROGER CO COM 501044101 66761 2862838 SH DFND 17 2851596 0 11242 KROGER CO COM 501044101 37077 1590214 SH DFND 21 910103 0 680111 KROGER CO COM 501044101 174 7448 SH DFND 25 7448 0 0 KROGER CO CALL 501044901 3810 163400 SH Call DFND 4 163400 0 0 KROGER CO PUT 501044951 14832 636000 SH Put DFND 4 636000 0 0 KRONOS WORLDWIDE INC COM 50105F105 2239 126235 SH DFND 21 104014 0 22221 LHC GROUP INC COM 50187A107 469 6909 SH DFND 17 6909 0 0 LHC GROUP INC COM 50187A107 2462 36393 SH DFND 21 21901 0 14492 LGI HOMES INC COM 50187T106 3941 98077 SH DFND 17 94966 0 3111 LGI HOMES INC COM 50187T106 541 13528 SH DFND 21 2691 0 10837 LKQ CORP COM 501889208 42 1271 SH DFND 17 1271 0 0 LKQ CORP COM 501889208 179 5425 SH DFND 21 1588 0 3837 LCI INDS COM 50189K103 3839 37192 SH DFND 21 3463 0 33729 LPL FINL HLDGS INC COM 50212V100 234 5521 SH DFND 4 5521 0 0 LPL FINL HLDGS INC COM 50212V100 191 4487 SH DFND 20 4487 0 0 LPL FINL HLDGS INC COM 50212V100 4162 98397 SH DFND 21 86669 0 11728 LSB INDS INC COM 502160104 805 77887 SH DFND 17 69908 0 7979 LSI INDS INC COM 50216C108 950 104936 SH DFND 17 94161 0 10775 L3 TECHNOLOGIES INC COM 502413107 612 3662 SH DFND 4 3662 0 0 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7120 236330 SH DFND 17 225986 0 10344 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2584 85000 SH DFND 24 85000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 8015 52000 SH DFND 4 52000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4909 31848 SH DFND 17 30798 0 1050 LABORATORY CORP AMER HLDGS COM NEW 50540R409 902 5852 SH DFND 20 5852 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 25763 168247 SH DFND 21 110322 0 57925 LAM RESEARCH CORP COM 512807108 11371 80400 SH DFND 3 80400 0 0 LAM RESEARCH CORP COM 512807108 400 2828 SH DFND 4 2828 0 0 LAM RESEARCH CORP COM 512807108 121756 860760 SH DFND 17 605563 0 255197 LAM RESEARCH CORP COM 512807108 1173 8291 SH DFND 20 8291 0 0 LAM RESEARCH CORP COM 512807108 132101 931071 SH DFND 21 638662 0 292409 LAM RESEARCH CORP COM 512807108 434 3069 SH DFND 25 3069 0 0 LAM RESEARCH CORP CALL 512807908 4257 30100 SH Call DFND 4 30100 0 0 LAM RESEARCH CORP PUT 512807958 29304 207200 SH Put DFND 4 207200 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 132425 56440000 PRN DFND 17 52585000 0 3855000 LAMB WESTON HLDGS INC COM 513272104 11908 270391 SH DFND 17 206076 0 64315 LAMB WESTON HLDGS INC COM 513272104 154 3489 SH DFND 21 3489 0 0 LANCASTER COLONY CORP COM 513847103 464 3785 SH DFND 17 3785 0 0 LANTHEUS HLDGS INC COM 516544103 1228 69600 SH DFND 17 69600 0 0 LAREDO PETROLEUM INC COM 516806106 5360 509526 SH DFND 17 334310 0 175216 LAREDO PETROLEUM INC COM 516806106 859 82600 SH DFND 24 82600 0 0 LAS VEGAS SANDS CORP COM 517834107 8945 140000 SH DFND 4 140000 0 0 LAS VEGAS SANDS CORP COM 517834107 1648 25793 SH DFND 17 25793 0 0 LAS VEGAS SANDS CORP COM 517834107 4151 64974 SH DFND 21 64974 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 14 485 SH DFND 3 485 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1377 45994 SH DFND 17 45994 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4399 147422 SH DFND 21 138175 0 9247 LATTICE SEMICONDUCTOR CORP COM 518415104 2939 441274 SH DFND 21 441274 0 0 LAUDER ESTEE COS INC CL A 518439104 68828 717368 SH DFND 17 635473 0 81895 LAUDER ESTEE COS INC CL A 518439104 131887 1375806 SH DFND 21 1144348 0 231458 LAUDER ESTEE COS INC CL A 518439104 928 9700 SH DFND 24 9700 0 0 LAUDER ESTEE COS INC CALL 518439904 3023 31500 SH Call DFND 4 31500 0 0 LAUDER ESTEE COS INC PUT 518439954 16710 174100 SH Put DFND 4 174100 0 0 LAYNE CHRISTENSEN CO COM 521050104 904 102874 SH DFND 17 92255 0 10619 LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7183 7875000 PRN DFND 17 7875000 0 0 LEAR CORP COM NEW 521865204 10959 77130 SH DFND 3 77130 0 0 LEAR CORP COM NEW 521865204 26578 187654 SH DFND 17 126333 0 61321 LEAR CORP COM NEW 521865204 536 3770 SH DFND 20 3770 0 0 LEAR CORP COM NEW 521865204 91954 653059 SH DFND 21 472562 0 180497 LEAR CORP COM NEW 521865204 360 2537 SH DFND 25 2537 0 0 LEGGETT & PLATT INC COM 524660107 29 551 SH DFND 17 551 0 0 LEGGETT & PLATT INC COM 524660107 11783 226069 SH DFND 21 212118 0 13951 LEGG MASON INC COM 524901105 659 17253 SH DFND 21 17253 0 0 LEIDOS HLDGS INC COM 525327102 3502 67756 SH DFND 17 67756 0 0 LEIDOS HLDGS INC COM 525327102 882 17067 SH DFND 20 17067 0 0 LEIDOS HLDGS INC COM 525327102 29383 570093 SH DFND 21 246434 0 323659 LEMAITRE VASCULAR INC COM 525558201 8711 279030 SH DFND 17 253753 0 25277 LEMAITRE VASCULAR INC COM 525558201 915 28484 SH DFND 21 28484 0 0 LENDINGCLUB CORP COM 52603A109 6882 1248960 SH DFND 17 1044845 0 204115 LENDINGTREE INC NEW COM 52603B107 42184 244970 SH DFND 17 244970 0 0 LENNAR CORP CL A 526057104 93420 1752061 SH DFND 17 1752061 0 0 LENNAR CORP CL A 526057104 2868 54424 SH DFND 21 54424 0 0 LEUCADIA NATL CORP COM 527288104 35 1336 SH DFND 17 1336 0 0 LEUCADIA NATL CORP COM 527288104 1694 64870 SH DFND 21 64870 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 71 1204 SH DFND 17 1204 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 15358 258995 SH DFND 21 258995 0 0 LEXINGTON REALTY TRUST COM 529043101 142 14321 SH DFND 17 14321 0 0 LEXINGTON REALTY TRUST COM 529043101 120 12096 SH DFND 21 0 0 12096 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 278 5145 SH DFND 17 5145 0 0 LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 81803 71770000 PRN DFND 17 66055000 0 5715000 LIBERTY PPTY TR SH BEN INT 531172104 3 64 SH DFND 17 64 0 0 LIBERTY PPTY TR SH BEN INT 531172104 264 6483 SH DFND 20 6483 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2608 63884 SH DFND 21 30655 0 33229 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 312 7426 SH DFND 17 7426 0 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 7665 185852 SH DFND 21 185852 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 90081 76365000 PRN DFND 17 72660000 0 3705000 LIFEPOINT HEALTH INC COM 53219L109 3491 51993 SH DFND 17 13070 0 38923 LIFEPOINT HEALTH INC COM 53219L109 3890 60671 SH DFND 21 56071 0 4600 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 8310 68450 SH DFND 17 53710 0 14740 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 876 525000 PRN DFND 17 525000 0 0 LIFE STORAGE INC COM 53223X107 5113 69000 SH DFND 3 69000 0 0 LILLY ELI & CO COM 532457108 6157 74807 SH DFND 4 74807 0 0 LILLY ELI & CO COM 532457108 17003 206603 SH DFND 17 184693 0 21910 LILLY ELI & CO COM 532457108 60104 727374 SH DFND 21 272008 0 455366 LILLY ELI & CO COM 532457108 18 224 SH DFND 25 224 0 0 LILLY ELI & CO CALL 532457908 13555 164700 SH Call DFND 4 164700 0 0 LILLY ELI & CO PUT 532457958 120092 1459200 SH Put DFND 4 1459200 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1006 10929 SH DFND 17 10929 0 0 LINCOLN ELEC HLDGS INC COM 533900106 2715 29479 SH DFND 21 29479 0 0 LINCOLN NATL CORP IND COM 534187109 7866 116400 SH DFND 3 116400 0 0 LINCOLN NATL CORP IND COM 534187109 45701 676505 SH DFND 17 668025 0 8480 LINCOLN NATL CORP IND COM 534187109 1412 20897 SH DFND 20 20897 0 0 LINCOLN NATL CORP IND COM 534187109 45746 676006 SH DFND 21 653612 0 22394 LIQUIDITY SERVICES INC COM 53635B107 108 17065 SH DFND 17 0 0 17065 LIVE NATION ENTERTAINMENT IN COM 538034109 4004 114901 SH DFND 17 114901 0 0 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 26667 23290000 PRN DFND 17 18970000 0 4320000 LIVEPERSON INC COM 538146101 590 53630 SH DFND 17 0 0 53630 LLOYDS BANKING GROUP PLC DBCV 7.500%12/3 539439AG4 123765 111941000 PRN DFND 4 111941000 0 0 LOCKHEED MARTIN CORP COM 539830109 3500 12606 SH DFND 4 12606 0 0 LOCKHEED MARTIN CORP COM 539830109 58356 210210 SH DFND 17 207065 0 3145 LOCKHEED MARTIN CORP COM 539830109 20238 72900 SH DFND 20 72900 0 0 LOCKHEED MARTIN CORP CALL 539830909 10855 39100 SH Call DFND 4 39100 0 0 LOCKHEED MARTIN CORP PUT 539830959 117457 423100 SH Put DFND 4 423100 0 0 LOEWS CORP COM 540424108 414 8836 SH DFND 4 8836 0 0 LOEWS CORP COM 540424108 53 1137 SH DFND 17 1137 0 0 LOEWS CORP COM 540424108 11386 243167 SH DFND 21 180219 0 62948 LOGMEIN INC COM 54142L109 1825 17463 SH DFND 17 8678 0 8785 LOGMEIN INC COM 54142L109 215 2053 SH DFND 21 2053 0 0 LOUISIANA PAC CORP COM 546347105 1036 42978 SH DFND 17 42978 0 0 LOUISIANA PAC CORP COM 546347105 1406 58176 SH DFND 21 58176 0 0 LOWES COS INC COM 548661107 6601 85135 SH DFND 4 85135 0 0 LOWES COS INC COM 548661107 4069 52477 SH DFND 17 52477 0 0 LOWES COS INC COM 548661107 1096 14134 SH DFND 20 14134 0 0 LOWES COS INC COM 548661107 29785 387294 SH DFND 21 387294 0 0 LOWES COS INC CALL 548661907 12320 158900 SH Call DFND 4 158900 0 0 LOWES COS INC PUT 548661957 64544 832500 SH Put DFND 4 832500 0 0 LUMENTUM HLDGS INC COM 55024U109 56594 992007 SH DFND 17 940232 0 51775 LUMENTUM HLDGS INC COM 55024U109 362 6350 SH DFND 20 6350 0 0 LUMENTUM HLDGS INC COM 55024U109 3013 52799 SH DFND 21 47966 0 4833 LUMOS NETWORKS CORP COM 550283105 4388 245569 SH DFND 21 245569 0 0 LYDALL INC DEL COM 550819106 3412 65989 SH DFND 17 65989 0 0 LYDALL INC DEL COM 550819106 413 8683 SH DFND 21 8683 0 0 LYON WILLIAM HOMES CL A NEW 552074700 1144 47378 SH DFND 17 47378 0 0 M & T BK CORP COM 55261F104 1785 11024 SH DFND 4 11024 0 0 M & T BK CORP COM 55261F104 103 637 SH DFND 17 637 0 0 M & T BK CORP CALL 55261F904 4292 26500 SH Call DFND 4 26500 0 0 M & T BK CORP PUT 55261F954 41977 259200 SH Put DFND 4 259200 0 0 M D C HLDGS INC COM 552676108 32560 921600 SH DFND 3 921600 0 0 MDU RES GROUP INC COM 552690109 14173 540965 SH DFND 17 434340 0 106625 MDU RES GROUP INC COM 552690109 185 7065 SH DFND 21 7065 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 1430 144402 SH DFND 17 0 0 144402 MFA FINL INC COM 55272X102 1240 147768 SH DFND 17 80958 0 66810 MFA FINL INC COM 55272X102 9057 1078435 SH DFND 21 852028 0 226407 MCBC HLDGS INC COM 55276F107 1509 77195 SH DFND 17 77195 0 0 MGIC INVT CORP WIS COM 552848103 4566 406596 SH DFND 21 30435 0 376161 MGM RESORTS INTERNATIONAL COM 552953101 2060 65828 SH DFND 4 53251 0 12577 MGM RESORTS INTERNATIONAL COM 552953101 141155 4499847 SH DFND 17 4487057 0 12790 MGM RESORTS INTERNATIONAL COM 552953101 5103 155158 SH DFND 21 0 0 155158 MGP INGREDIENTS INC NEW COM 55303J106 3134 61250 SH DFND 17 61250 0 0 MGP INGREDIENTS INC NEW COM 55303J106 1407 27488 SH DFND 21 27488 0 0 M/I HOMES INC COM 55305B101 2326 81478 SH DFND 17 81478 0 0 M/I HOMES INC COM 55305B101 1033 36193 SH DFND 21 0 0 36193 MKS INSTRUMENT INC COM 55306N104 10584 157259 SH DFND 17 132354 0 24905 MKS INSTRUMENT INC COM 55306N104 281 4179 SH DFND 20 4179 0 0 MKS INSTRUMENT INC COM 55306N104 15592 231151 SH DFND 21 203853 0 27298 MPLX LP COM UNIT REP LTD 55336V100 1721 51520 SH DFND 4 51520 0 0 MSA SAFETY INC COM 553498106 2387 29405 SH DFND 17 23330 0 6075 MSCI INC COM 55354G100 203 1973 SH DFND 17 1973 0 0 MSCI INC COM 55354G100 113 1095 SH DFND 20 1095 0 0 MSCI INC COM 55354G100 519 5042 SH DFND 21 5042 0 0 MSG NETWORK INC CL A 553573106 518 23065 SH DFND 17 0 0 23065 MSG NETWORK INC CL A 553573106 105 4663 SH DFND 20 4663 0 0 MSG NETWORK INC CL A 553573106 303 13477 SH DFND 21 13477 0 0 MTGE INVT CORP COM 55378A105 3392 180431 SH DFND 17 29897 0 150534 MTGE INVT CORP COM 55378A105 1767 93984 SH DFND 21 6329 0 87655 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 39413 706706 SH DFND 17 668646 0 38060 MACERICH CO COM 554382101 9034 155594 SH DFND 4 155594 0 0 MACERICH CO COM 554382101 32 555 SH DFND 17 555 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 11807 150599 SH DFND 17 150599 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 5606 71270 SH DFND 21 71270 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 44681 40495000 PRN DFND 17 35060000 0 5435000 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 53340 53340000 PRN DFND 17 53340000 0 0 MACROGENICS INC COM 556099109 910 51982 SH DFND 17 51982 0 0 MACYS INC COM 55616P104 603 25939 SH DFND 4 25939 0 0 MACYS INC COM 55616P104 31165 1341028 SH DFND 17 1338862 0 2166 MACYS INC COM 55616P104 8906 385025 SH DFND 21 344441 0 40584 MACYS INC COM 55616P104 13 563 SH DFND 25 563 0 0 MAGELLAN HEALTH INC COM NEW 559079207 306 4198 SH DFND 17 4198 0 0 MAGELLAN HEALTH INC COM NEW 559079207 3609 49538 SH DFND 21 49538 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7861 110300 SH DFND 3 110300 0 0 MAGNA INTL INC COM 559222401 38525 832920 SH DFND 3 832920 0 0 MAGNA INTL INC COM 559222401 27176 589526 SH DFND 17 444844 0 144682 MAGNA INTL INC COM 559222401 62112 1350395 SH DFND 21 904006 0 446389 MAGNA INTL INC COM 559222401 115 2486 SH DFND 25 2486 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1534 45786 SH DFND 17 3041 0 42745 MAINSOURCE FINANCIAL GP INC COM 56062Y102 206 6162 SH DFND 20 6162 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1274 37936 SH DFND 21 26931 0 11005 MANPOWERGROUP INC COM 56418H100 7592 68000 SH DFND 3 68000 0 0 MANPOWERGROUP INC COM 56418H100 89 800 SH DFND 17 800 0 0 MANPOWERGROUP INC COM 56418H100 4076 36716 SH DFND 21 14812 0 21904 MANTECH INTL CORP CL A 564563104 2401 58015 SH DFND 17 41760 0 16255 MANTECH INTL CORP CL A 564563104 4173 105751 SH DFND 21 94117 0 11634 MANULIFE FINL CORP COM 56501R106 31395 1677238 SH DFND 3 1677238 0 0 MANULIFE FINL CORP COM 56501R106 16096 856879 SH DFND 17 506031 0 350848 MANULIFE FINL CORP COM 56501R106 851 45453 SH DFND 20 45453 0 0 MANULIFE FINL CORP COM 56501R106 29927 1588308 SH DFND 21 1353968 0 234340 MANULIFE FINL CORP COM 56501R106 23 1208 SH DFND 25 1208 0 0 MARATHON OIL CORP COM 565849106 626 52853 SH DFND 4 52853 0 0 MARATHON OIL CORP COM 565849106 41 3498 SH DFND 17 3498 0 0 MARATHON PETE CORP COM 56585A102 6756 129100 SH DFND 3 129100 0 0 MARATHON PETE CORP COM 56585A102 3429 65520 SH DFND 4 65520 0 0 MARATHON PETE CORP COM 56585A102 15234 291120 SH DFND 17 102901 0 188219 MARATHON PETE CORP COM 56585A102 1065 20348 SH DFND 20 20348 0 0 MARATHON PETE CORP COM 56585A102 51717 990720 SH DFND 21 764202 0 226518 MARATHON PETE CORP COM 56585A102 725 14000 SH DFND 24 14000 0 0 MARATHON PETE CORP COM 56585A102 206 3932 SH DFND 25 3932 0 0 MARATHON PETE CORP CALL 56585A902 1858 35500 SH Call DFND 4 35500 0 0 MARATHON PETE CORP PUT 56585A952 35422 676900 SH Put DFND 4 676900 0 0 MARCUS CORP COM 566330106 2193 72602 SH DFND 17 55027 0 17575 MARCUS CORP COM 566330106 2233 76662 SH DFND 21 71235 0 5427 MARINEMAX INC COM 567908108 1236 63240 SH DFND 17 63240 0 0 MARKEL CORP COM 570535104 1815 1872 SH DFND 21 1872 0 0 MARKETAXESS HLDGS INC COM 57060D108 114 568 SH DFND 20 568 0 0 MARKETAXESS HLDGS INC COM 57060D108 6373 31334 SH DFND 21 31334 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6630 56302 SH DFND 17 42825 0 13477 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 24393 206923 SH DFND 21 141740 0 65183 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 112 954 SH DFND 25 954 0 0 MARSH & MCLENNAN COS INC CALL 571748902 9636 123600 SH Call DFND 4 123600 0 0 MARSH & MCLENNAN COS INC PUT 571748952 45763 587000 SH Put DFND 4 587000 0 0 MARRIOTT INTL INC NEW CL A 571903202 1009 10056 SH DFND 4 10056 0 0 MARRIOTT INTL INC NEW CL A 571903202 130 1298 SH DFND 17 1298 0 0 MARRIOTT INTL INC NEW CALL 571903902 4594 45800 SH Call DFND 4 45800 0 0 MARRIOTT INTL INC NEW PUT 571903952 37947 378300 SH Put DFND 4 378300 0 0 MASCO CORP COM 574599106 50 1321 SH DFND 17 1321 0 0 MASCO CORP COM 574599106 2090 55000 SH DFND 21 55000 0 0 MASIMO CORP COM 574795100 4901 53747 SH DFND 17 39583 0 14164 MASIMO CORP COM 574795100 207 2265 SH DFND 20 2265 0 0 MASIMO CORP COM 574795100 47766 522292 SH DFND 21 261346 0 260946 MASTEC INC COM 576323109 14247 315549 SH DFND 17 247623 0 67926 MASTEC INC COM 576323109 119 2638 SH DFND 21 2638 0 0 MASTERCARD INCORPORATED CL A 57636Q104 28000 230548 SH DFND 17 164553 0 65995 MASTERCARD INCORPORATED CL A 57636Q104 12829 105618 SH DFND 21 47895 0 57723 MASTERCARD INCORPORATED CALL 57636Q904 26913 221600 SH Call DFND 4 221600 0 0 MASTERCARD INCORPORATED PUT 57636Q954 99140 816300 SH Put DFND 4 816300 0 0 MATSON INC COM 57686G105 1077 36002 SH DFND 21 35227 0 775 MATTHEWS INTL CORP CL A 577128101 219 3582 SH DFND 20 3582 0 0 MATTHEWS INTL CORP CL A 577128101 632 10325 SH DFND 21 10325 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2504 55769 SH DFND 17 50969 0 4800 MAXIM INTEGRATED PRODS INC COM 57772K101 18550 416319 SH DFND 21 404735 0 11584 MCCLATCHY CO CL A NEW 579489303 2252 241104 SH DFND 4 241104 0 0 MCCORMICK & CO INC COM NON VTG 579780206 46 469 SH DFND 17 469 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2022 20738 SH DFND 20 20738 0 0 MCDERMOTT INTL INC COM 580037109 1182 164875 SH DFND 17 164875 0 0 MCDERMOTT INTL INC COM 580037109 78 10892 SH DFND 20 10892 0 0 MCDERMOTT INTL INC COM 580037109 7665 1083190 SH DFND 21 321674 0 761516 MCDONALDS CORP COM 580135101 204234 1333471 SH DFND 17 1197734 0 135737 MCDONALDS CORP COM 580135101 19739 128880 SH DFND 20 128880 0 0 MCDONALDS CORP COM 580135101 106581 695950 SH DFND 21 629132 0 66818 MCDONALDS CORP COM 580135101 162 1056 SH DFND 24 1056 0 0 MCDONALDS CORP CALL 580135901 26129 170600 SH Call DFND 4 170600 0 0 MCDONALDS CORP PUT 580135951 164662 1075100 SH Put DFND 4 1075100 0 0 MCGRATH RENTCORP COM 580589109 367 10586 SH DFND 17 10586 0 0 MCGRATH RENTCORP COM 580589109 2958 84696 SH DFND 21 48706 0 35990 MCKESSON CORP COM 58155Q103 7454 45300 SH DFND 3 45300 0 0 MCKESSON CORP COM 58155Q103 129073 784449 SH DFND 17 781078 0 3371 MCKESSON CORP COM 58155Q103 62583 381579 SH DFND 21 316521 0 65058 MCKESSON CORP COM 58155Q103 210 1279 SH DFND 25 1279 0 0 MCKESSON CORP CALL 58155Q903 5446 33100 SH Call DFND 4 33100 0 0 MCKESSON CORP PUT 58155Q953 41645 253100 SH Put DFND 4 253100 0 0 MEDEQUITIES RLTY TR INC COM 58409L306 142 11239 SH DFND 17 11239 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 176 13685 SH DFND 17 13685 0 0 MEDICINES CO COM 584688105 2923 76117 SH DFND 17 58102 0 18015 MEDICINES CO COM 584688105 726 18700 SH DFND 24 18700 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 16756 12675000 PRN DFND 17 12085000 0 590000 MEDICINES CO NOTE 2.750% 7/1 584688AG0 8568 8115000 PRN DFND 17 7195000 0 920000 MEDIFAST INC COM 58470H101 682 16454 SH DFND 17 16454 0 0 MEDIFAST INC COM 58470H101 3180 76783 SH DFND 21 62616 0 14167 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 21419 15700000 PRN DFND 17 12245000 0 3455000 MEDNAX INC COM 58502B106 592 9807 SH DFND 17 9807 0 0 MEDNAX INC COM 58502B106 2439 40383 SH DFND 21 34354 0 6029 MEET GROUP INC COM 58513U101 1426 282348 SH DFND 17 48760 0 233588 MEET GROUP INC COM 58513U101 8631 1681755 SH DFND 21 1503261 0 178494 MELCO RESORT ENTERTAINMENT L ADR 585464100 18139 808500 SH DFND 17 697800 0 110700 MELCO RESORT ENTERTAINMENT L ADR 585464100 755 34000 SH DFND 24 34000 0 0 MERCADOLIBRE INC COM 58733R102 12345 49207 SH DFND 17 7285 0 41922 MERCER INTL INC COM 588056101 1446 125718 SH DFND 17 125718 0 0 MERCER INTL INC COM 588056101 137 11912 SH DFND 20 11912 0 0 MERCER INTL INC COM 588056101 1062 92446 SH DFND 21 86606 0 5840 MERCK & CO INC COM 58933Y105 7161 111730 SH DFND 3 111730 0 0 MERCK & CO INC COM 58933Y105 22556 351936 SH DFND 4 351936 0 0 MERCK & CO INC COM 58933Y105 102391 1596684 SH DFND 17 1505073 0 91611 MERCK & CO INC COM 58933Y105 1700 26526 SH DFND 20 26526 0 0 MERCK & CO INC COM 58933Y105 149245 2323728 SH DFND 21 1712271 0 611457 MERCK & CO INC COM 58933Y105 1673 26000 SH DFND 24 26000 0 0 MERCK & CO INC COM 58933Y105 42 657 SH DFND 25 657 0 0 MERCK & CO INC CALL 58933Y905 23912 373100 SH Call DFND 4 373100 0 0 MERCK & CO INC PUT 58933Y955 136742 2133600 SH Put DFND 4 2133600 0 0 MERCURY SYS INC COM 589378108 463 11000 SH DFND 20 11000 0 0 MERCURY SYS INC COM 589378108 327 7836 SH DFND 21 7836 0 0 MEREDITH CORP COM 589433101 40738 685242 SH DFND 3 685242 0 0 MEREDITH CORP COM 589433101 3373 57025 SH DFND 17 57025 0 0 MERIDIAN BANCORP INC MD COM 58958U103 2742 162253 SH DFND 17 162253 0 0 MERIT MED SYS INC COM 589889104 1333 34930 SH DFND 17 12645 0 22285 MERIT MED SYS INC COM 589889104 93 2441 SH DFND 20 2441 0 0 MERIT MED SYS INC COM 589889104 1489 39019 SH DFND 21 39019 0 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 52178 30470000 PRN DFND 17 28125000 0 2345000 MERUS LABS INTL INC NEW COM 59047R101 189 150000 SH DFND 21 150000 0 0 MESA LABS INC COM 59064R109 3201 22334 SH DFND 17 21662 0 672 META FINL GROUP INC COM 59100U108 1222 13731 SH DFND 17 1589 0 12142 META FINL GROUP INC COM 59100U108 1912 21570 SH DFND 21 6645 0 14925 METHANEX CORP COM 59151K108 35063 795400 SH DFND 3 795400 0 0 METHODE ELECTRS INC COM 591520200 40966 994322 SH DFND 3 994322 0 0 METHODE ELECTRS INC COM 591520200 313 7647 SH DFND 21 5423 0 2224 METLIFE INC COM 59156R108 65722 1196252 SH DFND 3 1196252 0 0 METLIFE INC COM 59156R108 3510 63888 SH DFND 4 63888 0 0 METLIFE INC COM 59156R108 25798 468877 SH DFND 17 457599 0 11278 METLIFE INC COM 59156R108 47593 865205 SH DFND 21 782183 0 83022 METLIFE INC COM 59156R108 142 2591 SH DFND 25 2591 0 0 METLIFE INC CALL 59156R908 9604 174800 SH Call DFND 4 174800 0 0 METLIFE INC PUT 59156R958 47781 869700 SH Put DFND 4 869700 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 12562 21345 SH DFND 17 19275 0 2070 METTLER TOLEDO INTERNATIONAL COM 592688105 541 919 SH DFND 20 919 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 10466 17802 SH DFND 21 13693 0 4109 MICHAELS COS INC COM 59408Q106 5753 310620 SH DFND 17 251260 0 59360 MICROSOFT CORP COM 594918104 22024 319513 SH DFND 4 319513 0 0 MICROSOFT CORP COM 594918104 650101 9432293 SH DFND 17 8122201 0 1310092 MICROSOFT CORP COM 594918104 7640 110840 SH DFND 20 110840 0 0 MICROSOFT CORP COM 594918104 554338 8064840 SH DFND 21 5982877 0 2081963 MICROSOFT CORP COM 594918104 538 7810 SH DFND 25 7810 0 0 MICROSOFT CORP CALL 594918904 69743 1011800 SH Call DFND 4 1011800 0 0 MICROSOFT CORP PUT 594918954 474342 6881500 SH Put DFND 4 6881500 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 101903 1320323 SH DFND 17 981534 0 338789 MICROCHIP TECHNOLOGY INC COM 595017104 1428 18500 SH DFND 20 18500 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 81103 1050689 SH DFND 21 829230 0 221459 MICROCHIP TECHNOLOGY INC COM 595017104 944 12200 SH DFND 24 12200 0 0 MICRON TECHNOLOGY INC COM 595112103 258 8643 SH DFND 4 8643 0 0 MICRON TECHNOLOGY INC COM 595112103 302766 10133085 SH DFND 17 8785960 0 1347125 MICRON TECHNOLOGY INC COM 595112103 17531 587094 SH DFND 20 587094 0 0 MICRON TECHNOLOGY INC COM 595112103 55177 1800861 SH DFND 21 1626409 0 174452 MICRON TECHNOLOGY INC CALL 595112903 5282 176900 SH Call DFND 4 176900 0 0 MICRON TECHNOLOGY INC PUT 595112953 36474 1221500 SH Put DFND 4 1221500 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 252548 222196000 PRN DFND 17 212991000 0 9205000 MICROSEMI CORP COM 595137100 61685 1318050 SH DFND 17 1244704 0 73346 MICROSEMI CORP COM 595137100 1214 23331 SH DFND 21 23331 0 0 MID AMER APT CMNTYS INC COM 59522J103 6744 64000 SH DFND 3 64000 0 0 MID AMER APT CMNTYS INC COM 59522J103 311 2951 SH DFND 17 2951 0 0 MIDDLEBY CORP COM 596278101 1501 12354 SH DFND 17 12354 0 0 MIDDLEBY CORP COM 596278101 83 679 SH DFND 21 679 0 0 MILLER HERMAN INC COM 600544100 1257 41418 SH DFND 21 33179 0 8239 MINDBODY INC COM CL A 60255W105 5027 184827 SH DFND 17 184827 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 7386 1107366 SH DFND 17 1107366 0 0 MOBILEIRON INC COM NEW 60739U204 2326 384422 SH DFND 17 372630 0 11792 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 13073 1560585 SH DFND 17 1392385 0 168200 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1609 193836 SH DFND 21 171249 0 22587 MODEL N INC COM 607525102 3165 238007 SH DFND 17 230423 0 7584 MODINE MFG CO COM 607828100 4287 259015 SH DFND 17 259015 0 0 MODINE MFG CO COM 607828100 829 50098 SH DFND 21 0 0 50098 MOELIS & CO CL A 60786M105 2233 57561 SH DFND 21 0 0 57561 MOHAWK INDS INC COM 608190104 33436 138341 SH DFND 17 128736 0 9605 MOHAWK INDS INC COM 608190104 324 1340 SH DFND 20 1340 0 0 MOHAWK INDS INC COM 608190104 12851 53526 SH DFND 21 49852 0 3674 MOHAWK INDS INC COM 608190104 839 3500 SH DFND 24 3500 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 71778 40455000 PRN DFND 17 40455000 0 0 MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 3778 2955000 PRN DFND 17 2955000 0 0 MOLSON COORS BREWING CO CL B 60871R209 6165 71400 SH DFND 3 71400 0 0 MOLSON COORS BREWING CO CL B 60871R209 89 1035 SH DFND 4 1035 0 0 MOLSON COORS BREWING CO CL B 60871R209 27661 320292 SH DFND 17 315772 0 4520 MOLSON COORS BREWING CO CL B 60871R209 26787 309910 SH DFND 21 107148 0 202762 MOLSON COORS BREWING CO PUT 60871R959 984 11400 SH Put DFND 4 11400 0 0 MONDELEZ INTL INC CL A 609207105 7441 172287 SH DFND 4 172287 0 0 MONDELEZ INTL INC CL A 609207105 53568 1240525 SH DFND 17 1066191 0 174334 MONDELEZ INTL INC CL A 609207105 29363 680064 SH DFND 21 490191 0 189873 MONDELEZ INTL INC CALL 609207905 10633 246200 SH Call DFND 4 246200 0 0 MONDELEZ INTL INC PUT 609207955 56670 1312100 SH Put DFND 4 1312100 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 431 25000 SH DFND 21 25000 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 38204 2538488 SH DFND 3 2538488 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 1093 72612 SH DFND 17 14305 0 58307 MONMOUTH REAL ESTATE INVT CO CL A 609720107 729 48424 SH DFND 21 48424 0 0 MONOLITHIC PWR SYS INC COM 609839105 6170 64000 SH DFND 17 51680 0 12320 MONOLITHIC PWR SYS INC COM 609839105 1330 13695 SH DFND 21 13695 0 0 MONSANTO CO NEW COM 61166W101 558 4718 SH DFND 4 4718 0 0 MONSANTO CO NEW COM 61166W101 130992 1106729 SH DFND 17 1106729 0 0 MONSANTO CO NEW COM 61166W101 2063 17434 SH DFND 20 17434 0 0 MONSANTO CO NEW COM 61166W101 40492 342149 SH DFND 21 328869 0 13280 MONSANTO CO NEW COM 61166W101 8107 68700 SH DFND 24 68700 0 0 MONSANTO CO NEW CALL 61166W901 5977 50500 SH Call DFND 4 50500 0 0 MONSANTO CO NEW PUT 61166W951 68294 577000 SH Put DFND 4 577000 0 0 MONSANTO CO NEW PUT 61166W951 11954 101000 SH DFND 21 101000 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 862 17355 SH DFND 4 17355 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 62082 1249570 SH DFND 17 992741 0 256829 MONSTER BEVERAGE CORP NEW CALL 61174X909 2668 53700 SH Call DFND 4 53700 0 0 MONSTER BEVERAGE CORP NEW PUT 61174X959 14144 284700 SH Put DFND 4 284700 0 0 MOODYS CORP COM 615369105 680 5589 SH DFND 4 5589 0 0 MOODYS CORP COM 615369105 83 685 SH DFND 17 685 0 0 MOODYS CORP COM 615369105 2157 17767 SH DFND 21 15676 0 2091 MOODYS CORP CALL 615369905 1460 12000 SH Call DFND 4 12000 0 0 MOODYS CORP PUT 615369955 13920 114400 SH Put DFND 4 114400 0 0 MORGAN STANLEY COM NEW 617446448 66438 1490975 SH DFND 3 1490975 0 0 MORGAN STANLEY COM NEW 617446448 42170 946356 SH DFND 4 946356 0 0 MORGAN STANLEY COM NEW 617446448 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NATIONAL HEALTH INVS INC COM 63633D104 19812 250150 SH DFND 3 250150 0 0 NATIONAL OILWELL VARCO INC COM 637071101 14 420 SH DFND 3 420 0 0 NATIONAL OILWELL VARCO INC COM 637071101 852 25866 SH DFND 4 25866 0 0 NATIONAL OILWELL VARCO INC COM 637071101 15757 478461 SH DFND 17 478461 0 0 NATIONAL OILWELL VARCO INC COM 637071101 20 631 SH DFND 21 631 0 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 3467 150000 SH DFND 4 150000 0 0 NATIONSTAR MTG HLDGS INC COM 63861C109 1222 68300 SH DFND 4 68300 0 0 NAUTILUS INC COM 63910B102 4290 224017 SH DFND 17 216123 0 7894 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 15131 15400000 PRN DFND 17 15400000 0 0 NAVIGANT CONSULTING INC COM 63935N107 438 22143 SH DFND 17 22143 0 0 NAVIGANT CONSULTING INC COM 63935N107 155 7838 SH DFND 20 7838 0 0 NAVIGANT CONSULTING INC COM 63935N107 7786 393625 SH DFND 21 222553 0 171072 NAVIENT CORPORATION COM 63938C108 1332 80009 SH DFND 4 80009 0 0 NAVIENT CORPORATION COM 63938C108 20 1199 SH DFND 17 1199 0 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22288 SH DFND 21 5119 0 17169 PPL CORP CALL 69351T906 5745 148600 SH Call DFND 4 148600 0 0 PPL CORP PUT 69351T956 18027 466300 SH Put DFND 4 466300 0 0 PRA HEALTH SCIENCES INC COM 69354M108 19425 258970 SH DFND 17 204098 0 54872 PRA HEALTH SCIENCES INC COM 69354M108 185 2465 SH DFND 20 2465 0 0 PRA HEALTH SCIENCES INC COM 69354M108 2230 29670 SH DFND 21 7198 0 22472 PVH CORP COM 693656100 1900 16595 SH DFND 17 16595 0 0 PVH CORP COM 693656100 19883 174089 SH DFND 21 88172 0 85917 PTC INC COM 69370C100 61783 1120875 SH DFND 17 1043170 0 77705 PTC INC COM 69370C100 162 2942 SH DFND 21 2942 0 0 PACCAR INC COM 693718108 1774 26867 SH DFND 4 26867 0 0 PACCAR INC COM 693718108 701 10618 SH DFND 17 10618 0 0 PACCAR INC COM 693718108 12902 197543 SH DFND 21 197543 0 0 PACCAR INC CALL 693718908 2800 42400 SH Call DFND 4 42400 0 0 PACCAR INC PUT 693718958 14701 222600 SH Put DFND 4 222600 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 28 4525 SH DFND 17 4525 0 0 PACIFIC ETHANOL INC COM PAR 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922947 SH DFND 17 878967 0 43980 PAYPAL HLDGS INC COM 70450Y103 1941 36319 SH DFND 21 36319 0 0 PAYPAL HLDGS INC CALL 70450Y903 9865 183800 SH Call DFND 4 183800 0 0 PAYPAL HLDGS INC PUT 70450Y953 79362 1478700 SH Put DFND 4 1478700 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 1950 62330 SH DFND 17 51855 0 10475 PEGASYSTEMS INC COM 705573103 33640 576520 SH DFND 17 576520 0 0 PEMBINA PIPELINE CORP COM 706327103 15200 458628 SH DFND 21 121894 0 336734 PEMBINA PIPELINE CORP PUT 706327953 997 30000 SH DFND 21 30000 0 0 PENGROWTH ENERGY CORP COM 70706P104 70 89171 SH DFND 4 89171 0 0 PENNYMAC MTG INVT TR COM 70931T103 371 20295 SH DFND 17 20295 0 0 PENNYMAC MTG INVT TR COM 70931T103 1064 58186 SH DFND 21 58186 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 688 15819 SH DFND 21 14687 0 1132 PENUMBRA INC COM 70975L107 7302 83209 SH DFND 17 66509 0 16700 PEOPLES BANCORP INC COM 709789101 783 24368 SH DFND 17 24368 0 0 PEOPLES BANCORP INC COM 709789101 104 3222 SH DFND 21 3222 0 0 PEOPLES UNITED 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COM 78377T107 11880 185603 SH DFND 4 185603 0 0 S&P GLOBAL INC COM 78409V104 12016 82307 SH DFND 17 74842 0 7465 S&P GLOBAL INC COM 78409V104 1854 12700 SH DFND 20 12700 0 0 S&P GLOBAL INC COM 78409V104 206581 1414790 SH DFND 21 1152417 0 262373 S&P GLOBAL INC CALL 78409V904 7197 49300 SH Call DFND 4 49300 0 0 S&P GLOBAL INC PUT 78409V954 64002 438400 SH Put DFND 4 438400 0 0 SEI INVESTMENTS CO COM 784117103 8661 161051 SH DFND 17 130220 0 30831 SJW GROUP COM 784305104 144 2923 SH DFND 17 2923 0 0 SJW GROUP COM 784305104 339 6254 SH DFND 21 6254 0 0 SL GREEN RLTY CORP COM 78440X101 12669 119749 SH DFND 4 119749 0 0 SL GREEN RLTY CORP COM 78440X101 48 458 SH DFND 17 458 0 0 SLM CORP COM 78442P106 778 67632 SH DFND 4 67632 0 0 SLM CORP COM 78442P106 36671 3190395 SH DFND 17 2861455 0 328940 SLM CORP COM 78442P106 321 27950 SH DFND 21 16454 0 11496 SM ENERGY CO COM 78454L100 8972 542800 SH DFND 17 542800 0 0 SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 17113 19440000 PRN DFND 17 19440000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 557 2490 SH DFND 1050 0 1440 SPDR S&P 500 ETF TR TR UNIT 78462F103 3546 14667 SH DFND 4 14667 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1759675 7277398 SH DFND 17 7277398 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 796 3300 SH DFND 24 2000 0 1300 SPDR S&P 500 ETF TR TR UNIT 78462F103 13843 57250 SH DFND 25 57250 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 391 3570 SH DFND 1490 0 2080 SPDR GOLD TRUST GOLD SHS 78463V107 8458 71670 SH DFND 20 71670 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 4040 34145 SH DFND 24 34145 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 17096 442680 SH DFND 24 49951 0 392729 SPDR INDEX SHS FDS EUROPE ETF 78463X608 231 8000 SH DFND 24 8000 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1227 33660 SH DFND 14010 0 19650 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5089 136800 SH DFND 17 136800 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 9228 248600 SH DFND 24 0 0 248600 SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 315 10271 SH DFND 17 10271 0 0 SPDR SERIES TRUST PUT 78464A950 5985 187500 SH Put DFND 4 187500 0 0 SPDR SERIES TRUST PUT 78464A958 29032 753500 SH Put DFND 4 753500 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9 231 SH DFND 17 231 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 107917 2828523 SH DFND 21 2440827 0 387696 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 907 23900 SH DFND 24 23900 0 0 SPDR SER TR BLOOMBERG SRT TR 78468R408 373 13324 SH DFND 17 13324 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 1251 52484 SH DFND 21 5591 0 46893 SAGE THERAPEUTICS INC COM 78667J108 365 4578 SH DFND 17 4578 0 0 SAIA INC COM 78709Y105 969 18885 SH DFND 17 18885 0 0 SALESFORCE COM INC COM 79466L302 1723 19895 SH DFND 4 19895 0 0 SALESFORCE COM INC COM 79466L302 303955 3509661 SH DFND 17 3070641 0 439020 SALESFORCE COM INC COM 79466L302 146 1685 SH DFND 21 1685 0 0 SALESFORCE COM INC CALL 79466L902 9561 110400 SH Call DFND 4 110400 0 0 SALESFORCE COM INC PUT 79466L952 77291 892500 SH Put DFND 4 892500 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 130401 97735000 PRN DFND 17 91760000 0 5975000 SANCHEZ ENERGY CORP COM 79970Y105 1541 214627 SH DFND 17 214627 0 0 SANCHEZ ENERGY CORP COM 79970Y105 81 11288 SH DFND 20 11288 0 0 SANCHEZ ENERGY CORP COM 79970Y105 238 33125 SH DFND 21 33125 0 0 SANDERSON FARMS INC COM 800013104 9497 82118 SH DFND 17 82118 0 0 SANDERSON FARMS INC COM 800013104 13932 118928 SH DFND 21 42112 0 76816 SANDERSON FARMS INC COM 800013104 6092 52124 SH DFND 24 52124 0 0 SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4227 1457468 SH DFND 3 1457468 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 4533 71834 SH DFND 17 69027 0 2807 SANFILIPPO JOHN B & SON INC COM 800422107 371 5926 SH DFND 21 5926 0 0 SANMINA CORPORATION COM 801056102 10274 269648 SH DFND 17 129730 0 139918 SANMINA CORPORATION COM 801056102 760 19942 SH DFND 20 19942 0 0 SANMINA CORPORATION COM 801056102 34706 915310 SH DFND 21 613316 0 301994 SANTANDER CONSUMER USA HDG I COM 80283M101 468 36689 SH DFND 4 36689 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 5 369 SH DFND 17 369 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 5201 404101 SH DFND 21 404101 0 0 SAREPTA THERAPEUTICS INC COM 803607100 1728 51651 SH DFND 17 51651 0 0 SAREPTA THERAPEUTICS INC COM 803607100 684 20500 SH DFND 24 20500 0 0 SCANA CORP NEW COM 80589M102 7619 113700 SH DFND 3 113700 0 0 SCANA CORP NEW COM 80589M102 55 817 SH DFND 4 817 0 0 SCANA CORP NEW COM 80589M102 6693 99834 SH DFND 17 14857 0 84977 SCANA CORP NEW COM 80589M102 358 5336 SH DFND 20 5336 0 0 SCANA CORP NEW COM 80589M102 5749 85553 SH DFND 21 61857 0 23696 SCHEIN HENRY INC COM 806407102 14982 81859 SH DFND 17 60489 0 21370 SCHEIN HENRY INC COM 806407102 30332 166303 SH DFND 21 166303 0 0 SCHLUMBERGER LTD COM 806857108 63246 960595 SH DFND 3 960595 0 0 SCHLUMBERGER LTD COM 806857108 50305 764053 SH DFND 4 764053 0 0 SCHLUMBERGER LTD COM 806857108 131460 1998212 SH DFND 17 1891641 0 106571 SCHLUMBERGER LTD COM 806857108 21704 330699 SH DFND 21 206505 0 124194 SCHLUMBERGER LTD COM 806857108 1471 22500 SH DFND 24 22500 0 0 SCHLUMBERGER LTD CALL 806857908 14814 225000 SH Call DFND 4 225000 0 0 SCHLUMBERGER LTD PUT 806857958 85513 1298800 SH Put DFND 4 1298800 0 0 SCHULMAN A INC COM 808194104 21938 685562 SH DFND 3 685562 0 0 SCHULMAN A INC COM 808194104 497 16815 SH DFND 17 16815 0 0 SCHWAB CHARLES CORP NEW COM 808513105 4410 102651 SH DFND 4 102651 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2986 69502 SH DFND 17 27541 0 41961 SCHWAB CHARLES CORP NEW COM 808513105 147561 3432805 SH DFND 21 3039891 0 392914 SCHWAB CHARLES CORP NEW COM 808513105 645 15000 SH DFND 24 15000 0 0 SCHWAB CHARLES CORP NEW CALL 808513905 3398 79100 SH Call DFND 4 79100 0 0 SCHWAB CHARLES CORP NEW PUT 808513955 39579 921300 SH Put DFND 4 921300 0 0 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 1662 31808 SH DFND 17 31808 0 0 SCHWAB STRATEGIC TR US REIT ETF 808524847 1236 30000 SH DFND 17 30000 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 1372 24913 SH DFND 17 24913 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 20604 553430 SH DFND 3 553430 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1586 42527 SH DFND 17 37952 0 4575 SCHWEITZER-MAUDUIT INTL INC COM 808541106 5472 146293 SH DFND 21 81483 0 64810 SCIENCE APPLICATNS INTL CP N COM 808625107 261 3764 SH DFND 17 3764 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 57 824 SH DFND 20 824 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 5540 80159 SH DFND 21 22806 0 57353 SCICLONE PHARMACEUTICALS INC COM 80862K104 2930 266892 SH DFND 21 230696 0 36196 SCOTTS MIRACLE GRO CO CL A 810186106 679 7585 SH DFND 17 7585 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 8979 101753 SH DFND 21 33665 0 68088 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 27 394 SH DFND 17 394 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 231 3378 SH DFND 20 3378 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1479 21606 SH DFND 21 11420 0 10186 SEABOARD CORP COM 811543107 665 157 SH DFND 21 157 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 23968 994526 SH DFND 17 813057 0 181469 SEALED AIR CORP NEW COM 81211K100 161 3598 SH DFND 17 3598 0 0 SEALED AIR CORP NEW COM 81211K100 1460 32536 SH DFND 21 32536 0 0 SEATTLE GENETICS INC COM 812578102 1714 32238 SH DFND 17 32238 0 0 SEATTLE GENETICS INC COM 812578102 64 1232 SH DFND 21 1232 0 0 SEATTLE GENETICS INC COM 812578102 959 18000 SH DFND 24 18000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3038 33895 SH DFND 4 33895 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 981 11000 SH DFND 24 11000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2162 32000 SH DFND 24 32000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 729 14000 SH DFND 24 14000 0 0 SELECT SECTOR SPDR TR CALL 81369Y907 32267 360000 SH Call DFND 4 360000 0 0 SELECT SECTOR SPDR TR PUT 81369Y950 56144 1043367 SH Put DFND 4 1043367 0 0 SELECT SECTOR SPDR TR PUT 81369Y954 23188 340442 SH Put DFND 4 340442 0 0 SELECT SECTOR SPDR TR PUT 81369Y955 60271 2443097 SH Put DFND 4 2443097 0 0 SELECT SECTOR SPDR TR PUT 81369Y956 56275 866834 SH Put DFND 4 866834 0 0 SELECT SECTOR SPDR TR PUT 81369Y957 63541 708926 SH Put DFND 4 708926 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 555 23089 SH DFND 17 23089 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 225 9356 SH DFND 20 9356 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 3164 131833 SH DFND 21 72828 0 59005 SEMGROUP CORP CL A 81663A105 287 10620 SH DFND 4 10620 0 0 SEMTECH CORP COM 816850101 2838 79396 SH DFND 17 59521 0 19875 SEMTECH CORP COM 816850101 249 6954 SH DFND 20 6954 0 0 SEMTECH CORP COM 816850101 5185 143200 SH DFND 21 138517 0 4683 SEMPRA ENERGY COM 816851109 545 4835 SH DFND 4 4835 0 0 SEMPRA ENERGY COM 816851109 117 1034 SH DFND 17 1034 0 0 SEMPRA ENERGY CALL 816851909 3766 33400 SH Call DFND 4 33400 0 0 SEMPRA ENERGY PUT 816851959 43431 385200 SH Put DFND 4 385200 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 560 27388 SH DFND 17 27388 0 0 SERVICE CORP INTL COM 817565104 18681 558475 SH DFND 17 426922 0 131553 SERVICE CORP INTL COM 817565104 1751 52696 SH DFND 21 52696 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4597 117426 SH DFND 21 117426 0 0 SERVICENOW INC COM 81762P102 178480 1683775 SH DFND 17 1350150 0 333625 SERVICENOW INC COM 81762P102 103 975 SH DFND 21 975 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 53910 36785000 PRN DFND 17 36785000 0 0 SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6353 6500000 PRN DFND 17 6500000 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 46 2134 SH DFND 4 2134 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1227 56324 SH DFND 17 56324 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 23726 1081526 SH DFND 21 743755 0 337771 SHERWIN WILLIAMS CO COM 824348106 688 1961 SH DFND 17 1961 0 0 SHERWIN WILLIAMS CO CALL 824348906 7195 20500 SH Call DFND 4 20500 0 0 SHERWIN WILLIAMS CO PUT 824348956 55241 157400 SH Put DFND 4 157400 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 4601 105789 SH DFND 20 105789 0 0 SHIRE PLC SPONSORED ADR 82481R106 14493 87690 SH DFND 3 87690 0 0 SHIRE PLC SPONSORED ADR 82481R106 26000 157302 SH DFND 17 136578 0 20724 SHOE CARNIVAL INC COM 824889109 1305 62440 SH DFND 21 62440 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 271 58514 SH DFND 17 58514 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 44 9566 SH DFND 20 9566 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 915 197307 SH DFND 21 174840 0 22467 SIGMA DESIGNS INC COM 826565103 1412 241396 SH DFND 21 241396 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 10765 75000 SH DFND 4 75000 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 50668 352975 SH DFND 17 286535 0 66440 SILGAN HOLDINGS INC COM 827048109 35563 1119026 SH DFND 3 1119026 0 0 SILGAN HOLDINGS INC COM 827048109 70 2212 SH DFND 21 2212 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 429 8606 SH DFND 21 0 0 8606 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 313 39241 SH DFND 21 39241 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 1919 170096 SH DFND 17 170096 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 73 6440 SH DFND 21 6440 0 0 SIMON PPTY GROUP INC NEW COM 828806109 75067 464061 SH DFND 4 464061 0 0 SIMON PPTY GROUP INC NEW COM 828806109 233 1443 SH DFND 17 1443 0 0 SIMON PPTY GROUP INC NEW CALL 828806909 2896 17900 SH Call DFND 4 17900 0 0 SIMON PPTY GROUP INC NEW PUT 828806959 47056 290900 SH Put DFND 4 290900 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 510 15510 SH DFND 17 15510 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 146 4430 SH DFND 20 4430 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 3298 98044 SH DFND 21 89076 0 8968 SINCLAIR BROADCAST GROUP INC PUT 829226959 3405 103500 SH DFND 21 103500 0 0 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 3295 62074 SH DFND 17 62074 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 23918 400565 SH DFND 17 308480 0 92085 SIX FLAGS ENTMT CORP NEW COM 83001A102 764 12646 SH DFND 21 11090 0 1556 SKYWEST INC COM 830879102 9956 283637 SH DFND 17 173293 0 110344 SKYWEST INC COM 830879102 291 8287 SH DFND 20 8287 0 0 SKYWEST INC COM 830879102 15863 452956 SH DFND 21 407345 0 45611 SKYWORKS SOLUTIONS INC COM 83088M102 1476 15383 SH DFND 4 15383 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 94342 983179 SH DFND 17 751964 0 231215 SKYWORKS SOLUTIONS INC COM 83088M102 346 3606 SH DFND 20 3606 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 6162 64192 SH DFND 21 51792 0 12400 SKYWORKS SOLUTIONS INC CALL 83088M902 1190 12400 SH Call DFND 4 12400 0 0 SKYWORKS SOLUTIONS INC PUT 83088M952 5776 60200 SH Put DFND 4 60200 0 0 SMITH A O COM 831865209 6674 118476 SH DFND 17 96473 0 22003 SMITH A O COM 831865209 1631 29132 SH DFND 21 29132 0 0 SMUCKER J M CO COM NEW 832696405 5538 46800 SH DFND 3 46800 0 0 SMUCKER J M CO COM NEW 832696405 304 2569 SH DFND 17 480 0 2089 SMUCKER J M CO COM NEW 832696405 9568 81004 SH DFND 21 64400 0 16604 SMUCKER J M CO COM NEW 832696405 78 655 SH DFND 25 655 0 0 SNAP ON INC COM 833034101 2671 16905 SH DFND 17 3905 0 13000 SNAP ON INC COM 833034101 200 1266 SH DFND 20 1266 0 0 SNAP ON INC COM 833034101 20845 132249 SH DFND 21 78623 0 53626 SNAP ON INC COM 833034101 248 1571 SH DFND 25 1571 0 0 SNAP INC CL A 83304A106 46418 2612175 SH DFND 17 2573370 0 38805 SNYDERS-LANCE INC COM 833551104 6318 182510 SH DFND 17 147725 0 34785 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 4680 141730 SH DFND 17 141730 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3396 102192 SH DFND 24 102192 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 92193 97045000 PRN DFND 17 97045000 0 0 SONOCO PRODS CO COM 835495102 9 180 SH DFND 17 180 0 0 SONOCO PRODS CO COM 835495102 1411 27696 SH DFND 21 21535 0 6161 SOTHEBYS COM 835898107 381 7138 SH DFND 21 7138 0 0 SOUTH JERSEY INDS INC COM 838518108 709 20750 SH DFND 17 2325 0 18425 SOUTHERN CO COM 842587107 7685 160510 SH DFND 3 160510 0 0 SOUTHERN CO COM 842587107 10215 213350 SH DFND 4 213350 0 0 SOUTHERN CO COM 842587107 4207 87824 SH DFND 17 87824 0 0 SOUTHERN CO COM 842587107 1093 22828 SH DFND 20 22828 0 0 SOUTHERN CO COM 842587107 12363 256916 SH DFND 21 182140 0 74776 SOUTHERN CO CALL 842587907 3620 75600 SH Call DFND 4 75600 0 0 SOUTHERN CO PUT 842587957 59424 1241100 SH Put DFND 4 1241100 0 0 SOUTHERN COPPER CORP COM 84265V105 12111 349705 SH DFND 21 349705 0 0 SOUTHWEST AIRLS CO COM 844741108 7413 119300 SH DFND 3 119300 0 0 SOUTHWEST AIRLS CO COM 844741108 1497 24088 SH DFND 17 22480 0 1608 SOUTHWEST AIRLS CO COM 844741108 247 3975 SH DFND 20 3975 0 0 SOUTHWEST AIRLS CO COM 844741108 37609 607935 SH DFND 21 462213 0 145722 SOUTHWEST AIRLS CO COM 844741108 26 418 SH DFND 25 418 0 0 SOUTHWEST AIRLS CO CALL 844741908 6046 97300 SH Call DFND 4 97300 0 0 SOUTHWEST AIRLS CO PUT 844741958 44884 722300 SH Put DFND 4 722300 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 843 11532 SH DFND 17 11532 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 9294 127389 SH DFND 21 29154 0 98235 SOUTHWESTERN ENERGY CO COM 845467109 9436 1552000 SH DFND 4 1552000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 6284 1033555 SH DFND 17 1033555 0 0 SOUTHWESTERN ENERGY CO COM 845467109 3663 601150 SH DFND 21 529519 0 71631 SOUTHWESTERN ENERGY CO COM 845467109 593 96000 SH DFND 24 96000 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 22713 1556785 SH DFND 17 1556785 0 0 SPARTANNASH CO COM 847215100 10933 421153 SH DFND 3 421153 0 0 SPARTANNASH CO COM 847215100 4236 162889 SH DFND 17 138222 0 24667 SPARTANNASH CO COM 847215100 135 5189 SH DFND 20 5189 0 0 SPARTANNASH CO COM 847215100 9286 356064 SH DFND 21 248753 0 107311 SPECTRA ENERGY PARTNERS LP COM 84756N109 7812 182100 SH DFND 3 182100 0 0 SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 24042 17765000 PRN DFND 17 13645000 0 4120000 SPECTRUM BRANDS HLDGS INC COM 84763R101 335 2679 SH DFND 17 2679 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 11269 90551 SH DFND 21 82991 0 7560 SPEEDWAY MOTORSPORTS INC COM 847788106 388 18116 SH DFND 21 18116 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7907 136470 SH DFND 3 136470 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3288 56801 SH DFND 17 30801 0 26000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 533 9198 SH DFND 20 9198 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 18295 317570 SH DFND 21 208371 0 109199 SPIRE INC COM 84857L101 224 3205 SH DFND 17 3205 0 0 SPIRE INC COM 84857L101 1713 24720 SH DFND 21 24720 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 4310 581620 SH DFND 4 581620 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 3534 476874 SH DFND 17 437243 0 39631 SPIRIT RLTY CAP INC NEW COM 84860W102 262 35330 SH DFND 20 35330 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 9275 1250552 SH DFND 21 1165316 0 85236 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 20929 20955000 PRN DFND 17 20955000 0 0 SPLUNK INC COM 848637104 117196 2060045 SH DFND 17 2009670 0 50375 SPLUNK INC COM 848637104 108 1890 SH DFND 21 1890 0 0 SQUARE INC CL A 852234103 238098 10149265 SH DFND 17 8768105 0 1381160 SQUARE INC CL A 852234103 125 5347 SH DFND 21 5347 0 0 STAG INDL INC COM 85254J102 8528 308999 SH DFND 17 229039 0 79960 STAG INDL INC COM 85254J102 1570 57534 SH DFND 21 5908 0 51626 STAMPS COM INC COM NEW 852857200 748 4831 SH DFND 17 2660 0 2171 STAMPS COM INC COM NEW 852857200 9936 64700 SH DFND 21 64700 0 0 STAMPS COM INC COM NEW 852857200 158 1017 SH DFND 25 1017 0 0 STANDARD MTR PRODS INC COM 853666105 42 813 SH DFND 17 813 0 0 STANDARD MTR PRODS INC COM 853666105 2712 51886 SH DFND 21 22279 0 29607 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 3500 3500000 PRN DFND 17 3500000 0 0 STANLEY BLACK & DECKER INC COM 854502101 197 1397 SH DFND 4 1397 0 0 STANLEY BLACK & DECKER INC COM 854502101 39350 279923 SH DFND 17 273863 0 6060 STANLEY BLACK & DECKER INC COM 854502101 1059 7525 SH DFND 20 7525 0 0 STANLEY BLACK & DECKER INC COM 854502101 95089 678358 SH DFND 21 505295 0 173063 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 96587 880300 SH DFND 17 824435 0 55865 STANLEY BLACK & DECKER INC CALL 854502901 2815 20000 SH Call DFND 4 20000 0 0 STANLEY BLACK & DECKER INC PUT 854502951 20701 147100 SH Put DFND 4 147100 0 0 STANTEC INC COM 85472N109 12527 498272 SH DFND 17 498272 0 0 STANTEC INC COM 85472N109 206 8208 SH DFND 21 8208 0 0 STAPLES INC COM 855030102 983 97579 SH DFND 4 97579 0 0 STAPLES INC COM 855030102 1627 161544 SH DFND 17 161544 0 0 STAPLES INC COM 855030102 481 47808 SH DFND 20 47808 0 0 STAPLES INC COM 855030102 17497 1735708 SH DFND 21 1230904 0 504804 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 461 42555 SH DFND 17 42555 0 0 STARBUCKS CORP COM 855244109 7764 133149 SH DFND 4 133149 0 0 STARBUCKS CORP COM 855244109 186013 3190072 SH DFND 17 2930601 0 259471 STARBUCKS CORP COM 855244109 39106 670618 SH DFND 21 457023 0 213595 STARBUCKS CORP CALL 855244909 14892 255400 SH Call DFND 4 255400 0 0 STARBUCKS CORP PUT 855244959 72299 1239900 SH Put DFND 4 1239900 0 0 STATE AUTO FINL CORP COM 855707105 399 15500 SH DFND 17 0 0 15500 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 31601 29010000 PRN DFND 17 29010000 0 0 STATE STR CORP COM 857477103 7832 87285 SH DFND 3 87285 0 0 STATE STR CORP COM 857477103 620 6908 SH DFND 4 6908 0 0 STATE STR CORP COM 857477103 467 5206 SH DFND 17 5206 0 0 STATE STR CORP COM 857477103 499 5556 SH DFND 20 5556 0 0 STATE STR CORP COM 857477103 3076 34284 SH DFND 21 16133 0 18151 STATE STR CORP CALL 857477903 3930 43800 SH Call DFND 4 43800 0 0 STATE STR CORP PUT 857477953 33424 372500 SH Put DFND 4 372500 0 0 STEEL DYNAMICS INC COM 858119100 41178 1149900 SH DFND 3 1149900 0 0 STEEL DYNAMICS INC COM 858119100 814 22727 SH DFND 17 10983 0 11744 STEEL DYNAMICS INC COM 858119100 7955 225218 SH DFND 21 132631 0 92587 STEEL DYNAMICS INC COM 858119100 134 3747 SH DFND 25 3747 0 0 STEELCASE INC CL A 858155203 2644 188861 SH DFND 17 145446 0 43415 STEELCASE INC CL A 858155203 1275 92716 SH DFND 21 92716 0 0 STEPAN CO COM 858586100 25889 297098 SH DFND 3 297098 0 0 STEPAN CO COM 858586100 1903 21835 SH DFND 17 20220 0 1615 STEPAN CO COM 858586100 983 11302 SH DFND 21 4308 0 6994 STERICYCLE INC DEP PFD A 1/10 858912207 55205 824690 SH DFND 17 824690 0 0 STERLING BANCORP DEL COM 85917A100 870 37419 SH DFND 17 37419 0 0 STERLING CONSTRUCTION CO INC COM 859241101 850 65000 SH DFND 17 58333 0 6667 STMICROELECTRONICS N V NY REGISTRY 861012102 3144 218620 SH DFND 17 170645 0 47975 STONE ENERGY CORP COM PAR 861642403 7819 429325 SH DFND 17 429325 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 2516 54473 SH DFND 17 54473 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 1280 27696 SH DFND 21 23468 0 4228 STONERIDGE INC COM 86183P102 1433 93013 SH DFND 17 30324 0 62689 STONERIDGE INC COM 86183P102 99 6439 SH DFND 20 6439 0 0 STONERIDGE INC COM 86183P102 1424 92958 SH DFND 21 86992 0 5966 STRYKER CORP COM 863667101 1352 9740 SH DFND 4 9740 0 0 STRYKER CORP COM 863667101 22422 161568 SH DFND 17 131891 0 29677 STRYKER CORP COM 863667101 775 5584 SH DFND 20 5584 0 0 STRYKER CORP COM 863667101 65051 468132 SH DFND 21 337892 0 130240 STRYKER CORP COM 863667101 202 1456 SH DFND 25 1456 0 0 STRYKER CORP CALL 863667901 3830 27600 SH Call DFND 4 27600 0 0 STRYKER CORP PUT 863667951 48545 349800 SH Put DFND 4 349800 0 0 SUMMIT HOTEL PPTYS COM 866082100 705 37819 SH DFND 17 37819 0 0 SUMMIT HOTEL PPTYS COM 866082100 285 15295 SH DFND 20 15295 0 0 SUMMIT HOTEL PPTYS COM 866082100 5897 316209 SH DFND 21 220942 0 95267 SUN CMNTYS INC COM 866674104 26367 300686 SH DFND 4 300686 0 0 SUN LIFE FINL INC COM 866796105 1535 43013 SH DFND 17 7884 0 35129 SUN LIFE FINL INC COM 866796105 566 15849 SH DFND 20 15849 0 0 SUN LIFE FINL INC COM 866796105 5090 143023 SH DFND 21 84562 0 58461 SUNCOR ENERGY INC NEW COM 867224107 6244 214000 SH DFND 4 214000 0 0 SUNCOR ENERGY INC NEW COM 867224107 14754 505717 SH DFND 17 505717 0 0 SUNCOR ENERGY INC NEW COM 867224107 16207 548259 SH DFND 21 317023 0 231236 SUNCOR ENERGY INC NEW COM 867224107 1717 58300 SH DFND 24 58300 0 0 SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 15364 875457 SH DFND 3 875457 0 0 SUNPOWER CORP COM 867652406 1 100 SH DFND 17 100 0 0 SUNPOWER CORP COM 867652406 185 19765 SH DFND 21 5408 0 14357 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11749 14825000 PRN DFND 17 14825000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 19478 22260000 PRN DFND 17 22260000 0 0 SUNTRUST BKS INC COM 867914103 7797 137465 SH DFND 3 137465 0 0 SUNTRUST BKS INC COM 867914103 2101 37033 SH DFND 4 37033 0 0 SUNTRUST BKS INC COM 867914103 17333 305471 SH DFND 17 299879 0 5592 SUNTRUST BKS INC COM 867914103 596 10504 SH DFND 20 10504 0 0 SUNTRUST BKS INC COM 867914103 62216 1095341 SH DFND 21 852132 0 243209 SUNTRUST BKS INC COM 867914103 82 1449 SH DFND 25 1449 0 0 SUNTRUST BKS INC CALL 867914903 2637 46500 SH Call DFND 4 46500 0 0 SUNTRUST BKS INC PUT 867914953 20986 370000 SH Put DFND 4 370000 0 0 SUPERIOR INDS INTL INC COM 868168105 1040 50613 SH DFND 17 50613 0 0 SUPERIOR INDS INTL INC COM 868168105 86 4178 SH DFND 20 4178 0 0 SUPERIOR INDS INTL INC COM 868168105 5301 259235 SH DFND 21 182377 0 76858 SUPERNUS PHARMACEUTICALS INC COM 868459108 11640 270080 SH DFND 17 226170 0 43910 SUPERNUS PHARMACEUTICALS INC COM 868459108 2642 61662 SH DFND 21 8668 0 52994 SUPERVALU INC COM 868536103 15430 4690000 SH DFND 4 4690000 0 0 SUPREME INDS INC CL A 868607102 279 16946 SH DFND 17 16946 0 0 SURMODICS INC COM 868873100 2954 104942 SH DFND 17 101042 0 3900 SYKES ENTERPRISES INC COM 871237103 666 19873 SH DFND 17 19873 0 0 SYKES ENTERPRISES INC COM 871237103 207 6183 SH DFND 20 6183 0 0 SYKES ENTERPRISES INC COM 871237103 13383 399760 SH DFND 21 277698 0 122062 SYMANTEC CORP COM 871503108 5740 203200 SH DFND 3 203200 0 0 SYMANTEC CORP COM 871503108 1454 51465 SH DFND 4 51465 0 0 SYMANTEC CORP COM 871503108 46787 1657175 SH DFND 17 1254342 0 402833 SYMANTEC CORP COM 871503108 21735 771426 SH DFND 21 555772 0 215654 SYMANTEC CORP CALL 871503908 494 17500 SH Call DFND 4 17500 0 0 SYMANTEC CORP PUT 871503958 3130 110800 SH Put DFND 4 110800 0 0 SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 11149 11885000 PRN DFND 17 11885000 0 0 SYNAPTICS INC COM 87157D109 594 11529 SH DFND 21 11529 0 0 SYNOPSYS INC COM 871607107 348 4778 SH DFND 17 2063 0 2715 SYNOPSYS INC COM 871607107 9187 125967 SH DFND 21 42623 0 83344 SYNOVUS FINL CORP COM NEW 87161C501 117 2645 SH DFND 20 2645 0 0 SYNOVUS FINL CORP COM NEW 87161C501 340 7696 SH DFND 21 7696 0 0 SYNNEX CORP COM 87162W100 38708 322674 SH DFND 3 322674 0 0 SYNNEX CORP COM 87162W100 377 3140 SH DFND 17 3140 0 0 SYNNEX CORP COM 87162W100 9653 80450 SH DFND 21 36309 0 44141 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2496 560823 SH DFND 17 543457 0 17366 SYNCHRONY FINL COM 87165B103 9123 305922 SH DFND 4 305922 0 0 SYNCHRONY FINL COM 87165B103 9919 332636 SH DFND 17 269876 0 62760 SYNCHRONY FINL COM 87165B103 1721 58240 SH DFND 21 58240 0 0 SYNCHRONY FINL CALL 87165B903 1121 37600 SH Call DFND 4 37600 0 0 SYNCHRONY FINL PUT 87165B953 18521 621100 SH Put DFND 4 621100 0 0 SYSCO CORP COM 871829107 9962 197943 SH DFND 4 197943 0 0 SYSCO CORP COM 871829107 23171 460373 SH DFND 17 271421 0 188952 SYSCO CORP COM 871829107 749 14874 SH DFND 20 14874 0 0 SYSCO CORP COM 871829107 42874 855759 SH DFND 21 726129 0 129630 SYSCO CORP CALL 871829907 4303 85500 SH Call DFND 4 85500 0 0 SYSCO CORP PUT 871829957 37254 740200 SH Put DFND 4 740200 0 0 TCF FINL CORP COM 872275102 31359 1967300 SH DFND 3 1967300 0 0 TCF FINL CORP COM 872275102 103 6491 SH DFND 20 6491 0 0 TCF FINL CORP COM 872275102 1347 84592 SH DFND 21 66148 0 18444 TC PIPELINES LP UT COM LTD PRT 87233Q108 36304 660072 SH DFND 3 660072 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 14698 341900 SH DFND 17 337005 0 4895 TJX COS INC NEW COM 872540109 9105 126156 SH DFND 4 126156 0 0 TJX COS INC NEW COM 872540109 37586 520799 SH DFND 17 380507 0 140292 TJX COS INC NEW COM 872540109 15080 209598 SH DFND 21 199222 0 10376 TJX COS INC NEW CALL 872540909 6286 87100 SH Call DFND 4 87100 0 0 TJX COS INC NEW PUT 872540959 44478 616300 SH Put DFND 4 616300 0 0 T MOBILE US INC COM 872590104 8613 142084 SH DFND 17 44956 0 97128 T MOBILE US INC COM 872590104 18338 303481 SH DFND 21 296844 0 6637 T MOBILE US INC CONV PFD SER A 872590203 92731 940095 SH DFND 17 884205 0 55890 TTM TECHNOLOGIES INC COM 87305R109 450 25930 SH DFND 17 25930 0 0 TABLEAU SOFTWARE INC CL A 87336U105 16754 273445 SH DFND 17 186025 0 87420 TABLEAU SOFTWARE INC CL A 87336U105 71 1160 SH DFND 21 1160 0 0 TACTILE SYS TECHNOLOGY INC COM 87357P100 4812 168374 SH DFND 17 164136 0 4238 TAHOE RES INC COM 873868103 568 65949 SH DFND 17 39732 0 26217 TAHOE RES INC COM 873868103 18247 2130710 SH DFND 21 1826469 0 304241 TAHOE RES INC COM 873868103 32 3722 SH DFND 25 3722 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 44840 1282605 SH DFND 3 1282605 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11857 340610 SH DFND 17 340610 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 50632 1448280 SH DFND 20 1448280 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 30077 860595 SH DFND 21 803822 0 56773 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 37266 507844 SH DFND 17 370483 0 137361 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 142 1934 SH DFND 21 1934 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 15035 4500000 PRN DFND 17 3455000 0 1045000 TAL ED GROUP ADS REPSTG COM 874080104 2281 18653 SH DFND 21 18653 0 0 TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 1138 22711 SH DFND 4 22711 0 0 TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 100 1995 SH DFND 17 1995 0 0 TARENA INTL INC ADR 876108101 891 49745 SH DFND 21 49745 0 0 TARGET CORP COM 87612E106 38245 731406 SH DFND 4 731406 0 0 TARGET CORP COM 87612E106 92107 1761463 SH DFND 17 1755457 0 6006 TARGET CORP COM 87612E106 32182 615203 SH DFND 21 526012 0 89191 TARGET CORP COM 87612E106 170 3252 SH DFND 25 3252 0 0 TARGET CORP CALL 87612E906 4324 82700 SH Call DFND 4 82700 0 0 TARGET CORP PUT 87612E956 29429 562800 SH Put DFND 4 562800 0 0 TARGA RES CORP COM 87612G101 3865 85516 SH DFND 4 85516 0 0 TATA MTRS LTD SPONSORED ADR 876568502 2085 63153 SH DFND 17 63153 0 0 TATA MTRS LTD SPONSORED ADR 876568502 8635 260615 SH DFND 21 235978 0 24637 TAYLOR MORRISON HOME CORP CL A 87724P106 2458 102390 SH DFND 17 71400 0 30990 TAYLOR MORRISON HOME CORP CL A 87724P106 2390 99543 SH DFND 21 0 0 99543 TECH DATA CORP COM 878237106 5149 50976 SH DFND 17 34278 0 16698 TECH DATA CORP COM 878237106 6864 67830 SH DFND 21 62108 0 5722 TECK RESOURCES LTD CL B 878742204 5088 293929 SH DFND 17 106528 0 187401 TECK RESOURCES LTD CL B 878742204 13340 771249 SH DFND 21 742410 0 28839 TECK RESOURCES LTD CL B 878742204 415 24000 SH DFND 24 24000 0 0 TEGNA INC COM 87901J105 1280 90744 SH DFND 21 68489 0 22255 TELADOC INC COM 87918A105 982 28306 SH DFND 17 28306 0 0 TELEFLEX INC COM 879369106 9822 47278 SH DFND 17 30514 0 16764 TELEFLEX INC COM 879369106 479 2306 SH DFND 20 2306 0 0 TELEFLEX INC COM 879369106 32141 155483 SH DFND 21 88050 0 67433 TELEFLEX INC COM 879369106 83 398 SH DFND 25 398 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 143 5168 SH DFND 4 5168 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 4667 167704 SH DFND 21 151490 0 16214 TELENAV INC COM 879455103 2775 342638 SH DFND 17 330083 0 12555 TELIGENT INC NEW COM 87960W104 4168 455551 SH DFND 17 439090 0 16461 TELUS CORP COM 87971M103 11 331 SH DFND 17 331 0 0 TELUS CORP COM 87971M103 437 12683 SH DFND 20 12683 0 0 TELUS CORP COM 87971M103 1450 42075 SH DFND 21 42075 0 0 TEMPUR SEALY INTL INC COM 88023U101 2726 51404 SH DFND 21 51404 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 995 51435 SH DFND 17 51435 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 3910 212106 SH DFND 21 193867 0 18239 TENNECO INC COM 880349105 33964 587300 SH DFND 3 587300 0 0 TENNECO INC COM 880349105 78 1346 SH DFND 17 0 0 1346 TENNECO INC COM 880349105 4911 87027 SH DFND 21 42552 0 44475 TENNECO INC COM 880349105 8679 152000 SH DFND 24 152000 0 0 TERADYNE INC COM 880770102 39242 1306770 SH DFND 17 1079920 0 226850 TERADYNE INC COM 880770102 1974 59257 SH DFND 21 59257 0 0 TERNIUM SA SPON ADR 880890108 51 1800 SH DFND 3 1800 0 0 TERNIUM SA SPON ADR 880890108 2800 99686 SH DFND 17 0 0 99686 TERNIUM SA SPON ADR 880890108 755 28076 SH DFND 21 0 0 28076 TERRAFORM GLOBAL INC CL A 88104M101 3030 600000 SH DFND 21 600000 0 0 TESARO INC COM 881569107 6895 49065 SH DFND 17 40090 0 8975 TESARO INC COM 881569107 3045 21600 SH DFND 24 21600 0 0 TESARO INC NOTE 3.000%10/0 881569AA5 20442 4680000 PRN DFND 17 3745000 0 935000 TESORO CORP COM 881609101 142 1520 SH DFND 4 1520 0 0 TESORO CORP COM 881609101 4943 52809 SH DFND 17 19452 0 33357 TESORO CORP COM 881609101 405 4325 SH DFND 20 4325 0 0 TESORO CORP COM 881609101 29407 314660 SH DFND 21 275914 0 38746 TESORO CORP COM 881609101 24 260 SH DFND 25 260 0 0 TESLA INC COM 88160R101 212202 586833 SH DFND 17 545853 0 40980 TESLA INC COM 88160R101 2108 5830 SH DFND 21 2011 0 3819 TESLA INC NOTE 0.250% 3/0 88160RAB7 97413 85400000 PRN DFND 17 78820000 0 6580000 TESLA INC NOTE 1.250% 3/0 88160RAC5 34725 30000000 PRN DFND 4 30000000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 86394 74395000 PRN DFND 17 74395000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 54573 43325000 PRN DFND 17 42025000 0 1300000 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 9513 286361 SH DFND 17 44996 0 241365 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 6096 186205 SH DFND 21 168253 0 17952 TETRA TECH INC NEW COM 88162G103 17006 371720 SH DFND 17 356270 0 15450 TETRA TECH INC NEW COM 88162G103 271 5925 SH DFND 20 5925 0 0 TETRA TECH INC NEW COM 88162G103 2382 52109 SH DFND 21 49158 0 2951 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 44695 41480000 PRN DFND 17 41480000 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 9518 122971 SH DFND 17 102035 0 20936 TEXAS INSTRS INC COM 882508104 11576 150472 SH DFND 4 150472 0 0 TEXAS INSTRS INC COM 882508104 146830 1908614 SH DFND 17 1908614 0 0 TEXAS INSTRS INC COM 882508104 84771 1102137 SH DFND 21 871764 0 230373 TEXAS INSTRS INC CALL 882508904 9093 118200 SH Call DFND 4 118200 0 0 TEXAS INSTRS INC PUT 882508954 69375 901800 SH Put DFND 4 901800 0 0 TEXAS ROADHOUSE INC COM 882681109 15260 299506 SH DFND 17 249230 0 50276 TG THERAPEUTICS INC COM 88322Q108 1255 124848 SH DFND 17 120827 0 4021 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 2067 2260000 PRN DFND 17 2260000 0 0 THE TRADE DESK INC COM CL A 88339J105 74070 1478153 SH DFND 17 1416213 0 61940 THERMO FISHER SCIENTIFIC INC COM 883556102 18616 106700 SH DFND 17 91964 0 14736 THERMO FISHER SCIENTIFIC INC COM 883556102 1377 7895 SH DFND 20 7895 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 197693 1135893 SH DFND 21 839800 0 296093 THERMO FISHER SCIENTIFIC INC COM 883556102 835 4800 SH DFND 24 4800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 287 1646 SH DFND 25 1646 0 0 THERMO FISHER SCIENTIFIC INC CALL 883556902 12422 71200 SH Call DFND 4 71200 0 0 THERMO FISHER SCIENTIFIC INC PUT 883556952 85263 488700 SH Put DFND 4 488700 0 0 THOR INDS INC COM 885160101 48665 465600 SH DFND 3 465600 0 0 THOR INDS INC COM 885160101 15896 152081 SH DFND 17 127613 0 24468 THOR INDS INC COM 885160101 421 4032 SH DFND 20 4032 0 0 THOR INDS INC COM 885160101 43654 415175 SH DFND 21 344023 0 71152 3M CO COM 88579Y101 140118 673029 SH DFND 17 673029 0 0 3M CO COM 88579Y101 24731 118892 SH DFND 21 101624 0 17268 3M CO COM 88579Y101 186 894 SH DFND 24 894 0 0 3M CO CALL 88579Y901 25441 122200 SH Call DFND 4 122200 0 0 3M CO PUT 88579Y951 173776 834700 SH Put DFND 4 834700 0 0 TIFFANY & CO NEW COM 886547108 41 441 SH DFND 17 441 0 0 TIFFANY & CO NEW COM 886547108 833 9000 SH DFND 21 9000 0 0 TIME INC NEW COM 887228104 311 21661 SH DFND 4 21661 0 0 TIME INC NEW COM 887228104 55 3802 SH DFND 21 3578 0 224 TIME WARNER INC COM NEW 887317303 3785 37700 SH DFND 3 37700 0 0 TIME WARNER INC COM NEW 887317303 6204 61783 SH DFND 4 61783 0 0 TIME WARNER INC COM NEW 887317303 64273 640279 SH DFND 17 553017 0 87262 TIME WARNER INC COM NEW 887317303 1195 11901 SH DFND 20 11901 0 0 TIME WARNER INC COM NEW 887317303 52595 524343 SH DFND 21 462437 0 61906 TIME WARNER INC CALL 887317903 4097 40800 SH Call DFND 4 40800 0 0 TIME WARNER INC PUT 887317953 98040 976400 SH Put DFND 4 976400 0 0 TIMKEN CO COM 887389104 31 673 SH DFND 4 673 0 0 TIMKEN CO COM 887389104 9299 204746 SH DFND 21 188995 0 15751 TITAN INTL INC ILL COM 88830M102 23309 1940812 SH DFND 17 1751717 0 189095 TITAN INTL INC ILL COM 88830M102 352 27911 SH DFND 21 27911 0 0 TITAN INTL INC ILL COM 88830M102 7165 596052 SH DFND 24 596052 0 0 TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 14240 14575000 PRN DFND 17 14575000 0 0 TIVO CORP COM 88870P106 393 21051 SH DFND 17 21051 0 0 TIVO CORP COM 88870P106 188 10096 SH DFND 20 10096 0 0 TIVO CORP COM 88870P106 2322 124026 SH DFND 21 115366 0 8660 TIVITY HEALTH INC COM 88870R102 343 8617 SH DFND 17 8617 0 0 TOPBUILD CORP COM 89055F103 3469 65752 SH DFND 21 65752 0 0 TORCHMARK CORP COM 891027104 35 452 SH DFND 17 452 0 0 TORCHMARK CORP COM 891027104 1132 14825 SH DFND 21 11760 0 3065 TORO CO COM 891092108 201 2895 SH DFND 17 0 0 2895 TORO CO COM 891092108 1540 22307 SH DFND 21 0 0 22307 TORONTO DOMINION BK ONT COM NEW 891160509 64932 1294372 SH DFND 3 1294372 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 39121 778407 SH DFND 17 375497 0 402910 TORONTO DOMINION BK ONT COM NEW 891160509 1590 31690 SH DFND 20 31690 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 102555 2037128 SH DFND 21 1321942 0 715186 TORONTO DOMINION BK ONT COM NEW 891160509 326 6501 SH DFND 25 6501 0 0 TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 5764 5800000 PRN DFND 4 5800000 0 0 TOTAL S A SPONSORED ADR 89151E109 7111 143400 SH DFND 3 143400 0 0 TOTAL S A SPONSORED ADR 89151E109 2646 53070 SH DFND 17 53070 0 0 TOWER INTL INC COM 891826109 1789 79690 SH DFND 17 79690 0 0 TOWER INTL INC COM 891826109 1239 55243 SH DFND 21 50478 0 4765 TOTAL SYS SVCS INC COM 891906109 14040 241023 SH DFND 17 153271 0 87752 TOTAL SYS SVCS INC COM 891906109 24499 421727 SH DFND 21 358974 0 62753 TOTAL SYS SVCS INC COM 891906109 176 3023 SH DFND 25 3023 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 731 23719 SH DFND 17 3012 0 20707 TRANSALTA CORP COM 89346D107 472 73985 SH DFND 4 73985 0 0 TRANSCANADA CORP COM 89353D107 18565 390000 SH DFND 4 390000 0 0 TRANSCANADA CORP COM 89353D107 1663 34935 SH DFND 17 34935 0 0 TRANSCANADA CORP COM 89353D107 10681 220723 SH DFND 21 166076 0 54647 TRANSUNION COM 89400J107 23699 547191 SH DFND 17 319138 0 228053 TRANSUNION COM 89400J107 203 4694 SH DFND 21 4694 0 0 TRAVELERS COMPANIES INC COM 89417E109 74122 585805 SH DFND 3 585805 0 0 TRAVELERS COMPANIES INC COM 89417E109 5355 42324 SH DFND 4 42324 0 0 TRAVELERS COMPANIES INC COM 89417E109 29052 229750 SH DFND 17 142804 0 86946 TRAVELERS COMPANIES INC COM 89417E109 68798 544088 SH DFND 21 453200 0 90888 TRAVELERS COMPANIES INC COM 89417E109 87 686 SH DFND 24 686 0 0 TRAVELERS COMPANIES INC COM 89417E109 339 2678 SH DFND 25 2678 0 0 TRAVELERS COMPANIES INC CALL 89417E909 3467 27400 SH Call DFND 4 27400 0 0 TRAVELERS COMPANIES INC PUT 89417E959 44943 355200 SH Put DFND 4 355200 0 0 TREX CO INC COM 89531P105 3257 48138 SH DFND 17 0 0 48138 TRI CONTL CORP COM 895436103 323 13250 SH DFND 17 13250 0 0 TRIBUNE MEDIA CO CL A 896047503 243 5969 SH DFND 4 5969 0 0 TRIBUNE MEDIA CO CL A 896047503 18347 450002 SH DFND 21 450002 0 0 TRIMBLE INC COM 896239100 46 1285 SH DFND 17 0 0 1285 TRIMBLE INC COM 896239100 644 18068 SH DFND 21 5298 0 12770 TRIMBLE INC COM 896239100 11763 329300 SH DFND 24 329300 0 0 TRINITY INDS INC COM 896522109 185 6612 SH DFND 4 6612 0 0 TRINITY INDS INC COM 896522109 1376 49085 SH DFND 17 36159 0 12926 TRINITY INDS INC COM 896522109 16286 578314 SH DFND 21 513265 0 65049 TRINITY INDS INC COM 896522109 94 3364 SH DFND 25 3364 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 25465 20155000 PRN DFND 17 20155000 0 0 TRIUMPH BANCORP INC COM 89679E300 898 36593 SH DFND 17 32852 0 3741 TRONC INC COM 89703P107 19 1492 SH DFND 4 1492 0 0 TRONC INC COM 89703P107 415 32418 SH DFND 21 32418 0 0 TRUECAR INC COM 89785L107 2058 103262 SH DFND 17 69832 0 33430 TUPPERWARE BRANDS CORP COM 899896104 397 5652 SH DFND 4 5652 0 0 TUPPERWARE BRANDS CORP COM 899896104 183 2610 SH DFND 17 0 0 2610 TUPPERWARE BRANDS CORP COM 899896104 771 11100 SH DFND 24 11100 0 0 TURQUOISE HILL RES LTD COM 900435108 62 23798 SH DFND 21 23798 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 56 2008 SH DFND 17 2008 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 1137 40991 SH DFND 21 40991 0 0 TWILIO INC CL A 90138F102 29014 996690 SH DFND 17 996690 0 0 TWITTER INC COM 90184L102 107040 5989913 SH DFND 17 5835073 0 154840 TWITTER INC COM 90184L102 75 4203 SH DFND 21 4203 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 28451 30180000 PRN DFND 17 30180000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 46597 50870000 PRN DFND 17 50870000 0 0 TWO HBRS INVT CORP COM 90187B101 6765 682600 SH DFND 3 682600 0 0 TWO HBRS INVT CORP COM 90187B101 52 5210 SH DFND 4 5210 0 0 TWO HBRS INVT CORP COM 90187B101 4443 448316 SH DFND 17 448316 0 0 TWO HBRS INVT CORP COM 90187B101 13164 1327401 SH DFND 21 495717 0 831684 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 47534 45000000 PRN DFND 17 45000000 0 0 2U INC COM 90214J101 793 16901 SH DFND 17 16901 0 0 TYLER TECHNOLOGIES INC COM 902252105 16733 95250 SH DFND 17 74402 0 20848 TYSON FOODS INC CL A 902494103 1707 27261 SH DFND 4 27261 0 0 TYSON FOODS INC CL A 902494103 27878 445124 SH DFND 17 308566 0 136558 TYSON FOODS INC CL A 902494103 823 13133 SH DFND 20 13133 0 0 TYSON FOODS INC CL A 902494103 88874 1432929 SH DFND 21 1085140 0 347789 TYSON FOODS INC CL A 902494103 6428 104400 SH DFND 24 104400 0 0 TYSON FOODS INC CL A 902494103 306 4883 SH DFND 25 4883 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 37484 553020 SH DFND 17 553020 0 0 TYSON FOODS INC CALL 902494903 1121 17900 SH Call DFND 4 17900 0 0 TYSON FOODS INC PUT 902494953 12683 202500 SH Put DFND 4 202500 0 0 UGI CORP NEW COM 902681105 541 11167 SH DFND 17 7597 0 3570 UGI CORP NEW COM 902681105 522 10780 SH DFND 21 10780 0 0 US BANCORP DEL COM NEW 902973304 74660 1437973 SH DFND 3 1437973 0 0 US BANCORP DEL COM NEW 902973304 23562 453804 SH DFND 4 453804 0 0 US BANCORP DEL COM NEW 902973304 41560 801485 SH DFND 17 785195 0 16290 US BANCORP DEL COM NEW 902973304 21249 410367 SH DFND 21 398144 0 12223 US BANCORP DEL CALL 902973904 9481 182600 SH Call DFND 4 182600 0 0 US BANCORP DEL PUT 902973954 64287 1238200 SH Put DFND 4 1238200 0 0 UMH PPTYS INC COM 903002103 763 44735 SH DFND 17 44735 0 0 USANA HEALTH SCIENCES INC COM 90328M107 673 10505 SH DFND 17 1180 0 9325 USA TECHNOLOGIES INC COM NO PAR 90328S500 3143 604494 SH DFND 17 578142 0 26352 U S G CORP COM NEW 903293405 1186 40870 SH DFND 4 33830 0 7040 U S CONCRETE INC COM NEW 90333L201 6009 76501 SH DFND 17 74041 0 2460 U S PHYSICAL THERAPY INC COM 90337L108 291 4797 SH DFND 21 4797 0 0 U S SILICA HLDGS INC COM 90346E103 10925 307828 SH DFND 17 307828 0 0 U S SILICA HLDGS INC COM 90346E103 3151 88797 SH DFND 20 88797 0 0 U S SILICA HLDGS INC COM 90346E103 158 4440 SH DFND 21 4440 0 0 U S SILICA HLDGS INC COM 90346E103 1244 34600 SH DFND 24 34600 0 0 UBIQUITI NETWORKS INC COM 90347A100 3324 63959 SH DFND 17 0 0 63959 ULTA BEAUTY INC COM 90384S303 18764 65304 SH DFND 17 32372 0 32932 ULTA BEAUTY INC COM 90384S303 30978 107810 SH DFND 21 107810 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 10083 48000 SH DFND 4 48000 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 13090 62317 SH DFND 17 49107 0 13210 ULTRA CLEAN HLDGS INC COM 90385V107 565 30142 SH DFND 17 17712 0 12430 ULTRA CLEAN HLDGS INC COM 90385V107 3780 202347 SH DFND 21 96208 0 106139 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 354 5701 SH DFND 17 5701 0 0 UMPQUA HLDGS CORP COM 904214103 34838 1897500 SH DFND 3 1897500 0 0 UMPQUA HLDGS CORP COM 904214103 1581 85126 SH DFND 21 71373 0 13753 UNION BANKSHARES CORP NEW COM 90539J109 413 12180 SH DFND 17 12180 0 0 UNION BANKSHARES CORP NEW COM 90539J109 139 4098 SH DFND 20 4098 0 0 UNION BANKSHARES CORP NEW COM 90539J109 1532 45147 SH DFND 21 40237 0 4910 UNION PAC CORP COM 907818108 3648 33500 SH DFND 3 33500 0 0 UNION PAC CORP COM 907818108 16407 150643 SH DFND 4 150643 0 0 UNION PAC CORP COM 907818108 212080 1947596 SH DFND 17 1947596 0 0 UNION PAC CORP COM 907818108 7236 66443 SH DFND 20 66443 0 0 UNION PAC CORP COM 907818108 144644 1332703 SH DFND 21 1199927 0 132776 UNION PAC CORP COM 907818108 1122 10400 SH DFND 24 10400 0 0 UNION PAC CORP CALL 907818908 14594 134000 SH Call DFND 4 134000 0 0 UNION PAC CORP PUT 907818958 84166 772800 SH Put DFND 4 772800 0 0 UNISYS CORP NOTE 5.500% 3/0 909214BS6 15306 10000000 PRN DFND 4 10000000 0 0 UNIT CORP COM 909218109 59 3154 SH DFND 20 3154 0 0 UNIT CORP COM 909218109 447 23908 SH DFND 21 23025 0 883 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 33001 1187100 SH DFND 3 1187100 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 20 725 SH DFND 17 725 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 98 3490 SH DFND 21 3490 0 0 UNITED CONTL HLDGS INC COM 910047109 13534 179848 SH DFND 4 179848 0 0 UNITED CONTL HLDGS INC COM 910047109 592 7863 SH DFND 17 7863 0 0 UNITED CONTL HLDGS INC COM 910047109 8152 110593 SH DFND 21 46116 0 64477 UNITED CONTL HLDGS INC CALL 910047909 3258 43300 SH Call DFND 4 43300 0 0 UNITED CONTL HLDGS INC PUT 910047959 31327 416300 SH Put DFND 4 416300 0 0 UNITED FIRE GROUP INC COM 910340108 179 4069 SH DFND 17 4069 0 0 UNITED FIRE GROUP INC COM 910340108 500 11345 SH DFND 21 11345 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 505 207468 SH DFND 21 188925 0 18543 UNITED PARCEL SERVICE INC CL B 911312106 10906 98618 SH DFND 4 98618 0 0 UNITED PARCEL SERVICE INC CL B 911312106 4361 39436 SH DFND 17 39436 0 0 UNITED PARCEL SERVICE INC CL B 911312106 17917 162588 SH DFND 21 162588 0 0 UNITED PARCEL SERVICE INC CALL 911312906 11767 106400 SH Call DFND 4 106400 0 0 UNITED PARCEL SERVICE INC PUT 911312956 75610 683700 SH Put DFND 4 683700 0 0 UNITED RENTALS INC COM 911363109 731 6483 SH DFND 17 6483 0 0 UNITED RENTALS INC COM 911363109 3191 29014 SH DFND 21 29014 0 0 UNITED STATES STL CORP NEW COM 912909108 7749 350000 SH DFND 4 350000 0 0 UNITED STATES STL CORP NEW COM 912909108 15208 686919 SH DFND 17 627336 0 59583 UNITED STATES STL CORP NEW COM 912909108 70 3151 SH DFND 21 3151 0 0 UNITED STATES STL CORP NEW COM 912909108 699 31000 SH DFND 24 31000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 66975 548483 SH DFND 3 548483 0 0 UNITED TECHNOLOGIES CORP COM 913017109 103560 848672 SH DFND 17 848672 0 0 UNITED TECHNOLOGIES CORP COM 913017109 7579 62067 SH DFND 20 62067 0 0 UNITED TECHNOLOGIES CORP COM 913017109 29631 242753 SH DFND 21 225912 0 16841 UNITED TECHNOLOGIES CORP COM 913017109 86 707 SH DFND 24 707 0 0 UNITED TECHNOLOGIES CORP CALL 913017909 13542 110900 SH Call DFND 4 110900 0 0 UNITED TECHNOLOGIES CORP PUT 913017959 110400 904100 SH Put DFND 4 904100 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 3301 25296 SH DFND 17 25296 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 97 748 SH DFND 20 748 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 7337 56077 SH DFND 21 52166 0 3911 UNITED THERAPEUTICS CORP DEL COM 91307C102 696 5300 SH DFND 24 5300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 435161 2346946 SH DFND 17 2026673 0 320273 UNITEDHEALTH GROUP INC COM 91324P102 28654 154534 SH DFND 20 154534 0 0 UNITEDHEALTH GROUP INC COM 91324P102 461228 2487364 SH DFND 21 2037985 0 449379 UNITEDHEALTH GROUP INC COM 91324P102 946 5104 SH DFND 24 5104 0 0 UNITEDHEALTH GROUP INC COM 91324P102 446 2405 SH DFND 25 2405 0 0 UNITEDHEALTH GROUP INC CALL 91324P902 36324 195900 SH Call DFND 4 195900 0 0 UNITEDHEALTH GROUP INC PUT 91324P952 204796 1104500 SH Put DFND 4 1104500 0 0 UNITI GROUP INC COM 91325V108 375 14900 SH DFND 17 14900 0 0 UNIVAR INC COM 91336L107 13594 465546 SH DFND 17 361805 0 103741 UNIVERSAL CORP VA COM 913456109 24706 381849 SH DFND 3 381849 0 0 UNIVERSAL CORP VA COM 913456109 108 1675 SH DFND 17 1675 0 0 UNIVERSAL CORP VA COM 913456109 425 6564 SH DFND 21 869 0 5695 UNIVERSAL DISPLAY CORP COM 91347P105 291 2631 SH DFND 21 2631 0 0 UNIVERSAL FST PRODS INC COM 913543104 2094 23988 SH DFND 17 22316 0 1672 UNIVERSAL FST PRODS INC COM 913543104 13250 152036 SH DFND 21 91059 0 60977 UNIVERSAL INS HLDGS INC COM 91359V107 6936 275228 SH DFND 17 131723 0 143505 UNIVERSAL INS HLDGS INC COM 91359V107 15783 619389 SH DFND 21 617355 0 2034 UNIVERSAL HLTH SVCS INC CL B 913903100 8057 66000 SH DFND 3 66000 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 8673 71042 SH DFND 17 61001 0 10041 UNIVERSAL HLTH SVCS INC CL B 913903100 172 1409 SH DFND 20 1409 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 8329 69460 SH DFND 21 60681 0 8779 UNUM GROUP COM 91529Y106 7843 168200 SH DFND 3 168200 0 0 UNUM GROUP COM 91529Y106 6711 143912 SH DFND 17 143912 0 0 UNUM GROUP COM 91529Y106 832 17853 SH DFND 20 17853 0 0 UNUM GROUP COM 91529Y106 16794 357537 SH DFND 21 261778 0 95759 UPLAND SOFTWARE INC COM 91544A109 2555 116184 SH DFND 17 112509 0 3675 VCA INC COM 918194101 14013 151801 SH DFND 4 151801 0 0 VCA INC COM 918194101 428 4639 SH DFND 17 4639 0 0 VCA INC COM 918194101 45142 488999 SH DFND 21 486463 0 2536 V F CORP COM 918204108 79 1373 SH DFND 17 1373 0 0 V F CORP COM 918204108 658 11432 SH DFND 21 11432 0 0 VEON LTD SPONSORED ADR 91822M106 486 124422 SH DFND 4 124422 0 0 VEON LTD SPONSORED ADR 91822M106 253 64790 SH DFND 17 64790 0 0 VWR CORP COM 91843L103 26977 817248 SH DFND 21 817248 0 0 VAIL RESORTS INC COM 91879Q109 14053 69284 SH DFND 17 68321 0 963 VAIL RESORTS INC COM 91879Q109 377 1858 SH DFND 20 1858 0 0 VAIL RESORTS INC COM 91879Q109 44775 221969 SH DFND 21 138460 0 83509 VALE S A ADR 91912E105 6339 724500 SH DFND 17 724500 0 0 VALE S A ADR 91912E105 25331 2895020 SH DFND 21 2895020 0 0 VALE S A ADR 91912E105 612 70000 SH DFND 24 70000 0 0 VALE S A ADR REPSTG PFD 91912E204 1206 147982 SH DFND 21 147982 0 0 VALERO ENERGY CORP NEW COM 91913Y100 7146 105930 SH DFND 3 105930 0 0 VALERO ENERGY CORP NEW COM 91913Y100 5628 83426 SH DFND 4 83426 0 0 VALERO ENERGY CORP NEW COM 91913Y100 94058 1394297 SH DFND 17 1239320 0 154977 VALERO ENERGY CORP NEW COM 91913Y100 1011 14992 SH DFND 20 14992 0 0 VALERO ENERGY CORP NEW COM 91913Y100 82061 1219782 SH DFND 21 932144 0 287638 VALERO ENERGY CORP NEW COM 91913Y100 872 13000 SH DFND 24 13000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 296 4381 SH DFND 25 4381 0 0 VALERO ENERGY CORP NEW CALL 91913Y900 2590 38400 SH Call DFND 4 38400 0 0 VALERO ENERGY CORP NEW PUT 91913Y950 34108 505600 SH Put DFND 4 505600 0 0 VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 16425 359872 SH DFND 3 359872 0 0 VALLEY NATL BANCORP COM 919794107 144 12179 SH DFND 20 12179 0 0 VALLEY NATL BANCORP COM 919794107 418 35433 SH DFND 21 35433 0 0 VALVOLINE INC COM 92047W101 6146 259095 SH DFND 17 259095 0 0 VANDA PHARMACEUTICALS INC COM 921659108 2199 134937 SH DFND 17 131194 0 3743 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 4337 196420 SH DFND 17 196420 0 0 VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3300 134652 SH DFND 25 134652 0 0 VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 4878 260000 SH DFND 17 260000 0 0 VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 7329 388253 SH DFND 24 43000 0 345253 VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1106 28000 SH DFND 24 28000 0 0 VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 7080 88391 SH DFND 17 88391 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 4476 41394 SH DFND 17 41394 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 2425 36000 SH DFND 24 36000 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 53673 794804 SH DFND 25 794804 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1241 24859 SH DFND 17 24859 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 86029 2107007 SH DFND 17 2107007 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 782 19300 SH DFND 24 9500 0 9800 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 50833 1245000 SH DFND 25 1245000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 61 SH DFND 17 61 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 12493 226864 SH DFND 24 77500 0 149364 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2272 15400 SH DFND 24 15400 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 6484 81005 SH DFND 25 81005 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 16801 319053 SH DFND 17 319053 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 767 8580 SH DFND 3570 0 5010 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 2333 25000 SH DFND 17 25000 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 467 5000 SH DFND 24 5000 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 35788 408871 SH DFND 17 408871 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 25814 294921 SH DFND 25 294921 0 0 VANTIV INC CL A 92210H105 31516 497570 SH DFND 17 298200 0 199370 VANTIV INC CL A 92210H105 251 3976 SH DFND 21 3976 0 0 VARONIS SYS INC COM 922280102 1882 50581 SH DFND 17 0 0 50581 VECTREN CORP COM 92240G101 152 2593 SH DFND 4 2593 0 0 VECTREN CORP COM 92240G101 101 1734 SH DFND 21 1734 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 18951 12900000 PRN DFND 17 12900000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13504 11700000 PRN DFND 17 11700000 0 0 VEECO INSTRS INC DEL COM 922417100 370 13289 SH DFND 21 3925 0 9364 VEECO INSTRS INC DEL COM 922417100 5545 199462 SH DFND 24 199462 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 31604 30810000 PRN DFND 17 27370000 0 3440000 VEEVA SYS INC CL A COM 922475108 13414 218786 SH DFND 17 95840 0 122946 VEEVA SYS INC CL A COM 922475108 1083 17656 SH DFND 21 17656 0 0 VENTAS INC COM 92276F100 6017 86600 SH DFND 3 86600 0 0 VENTAS INC COM 92276F100 855 12307 SH DFND 4 12307 0 0 VENTAS INC COM 92276F100 111 1600 SH DFND 17 1600 0 0 VENTAS INC CALL 92276F900 2682 38600 SH Call DFND 4 38600 0 0 VENTAS INC PUT 92276F950 43988 633100 SH Put DFND 4 633100 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 63 284 SH DFND 17 284 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 11651 52555 SH DFND 24 14296 0 38259 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 16277 73300 SH DFND 25 73300 0 0 VANGUARD INDEX FDS REIT ETF 922908553 41278 495950 SH DFND 4 495950 0 0 VANGUARD INDEX FDS REIT ETF 922908553 3899 46852 SH DFND 17 46852 0 0 VANGUARD INDEX FDS REIT ETF 922908553 22056 265000 SH DFND 25 265000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 779 8071 SH DFND 17 8071 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 33942 250419 SH DFND 25 250419 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 261 2100 SH DFND 24 0 0 2100 VERISIGN INC COM 92343E102 34 367 SH DFND 17 367 0 0 VERISIGN INC COM 92343E102 766 8235 SH DFND 21 0 0 8235 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 143472 52335000 PRN DFND 17 48905000 0 3430000 VERIZON COMMUNICATIONS INC COM 92343V104 63586 1423782 SH DFND 3 1423782 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 82570 1848847 SH DFND 4 1846427 0 2420 VERIZON COMMUNICATIONS INC COM 92343V104 92017 2061997 SH DFND 17 2034403 0 27594 VERIZON COMMUNICATIONS INC COM 92343V104 2718 60856 SH DFND 20 60856 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 180352 4051370 SH DFND 21 2730684 0 1320686 VERIZON COMMUNICATIONS INC COM 92343V104 517 11581 SH DFND 25 11581 0 0 VERIZON COMMUNICATIONS INC CALL 92343V904 20142 451000 SH Call DFND 4 451000 0 0 VERIZON COMMUNICATIONS INC PUT 92343V954 152094 3405600 SH Put DFND 4 3405600 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 50147 50975000 PRN DFND 17 50975000 0 0 VERITEX HLDGS INC COM 923451108 990 37609 SH DFND 17 33759 0 3850 VERITIV CORP COM 923454102 1 28 SH DFND 17 0 0 28 VERITIV CORP COM 923454102 1925 42683 SH DFND 21 42683 0 0 VERISK ANALYTICS INC COM 92345Y106 24928 295464 SH DFND 17 295464 0 0 VERSARTIS INC COM 92529L102 1457 83482 SH DFND 17 80934 0 2548 VERTEX PHARMACEUTICALS INC COM 92532F100 21545 168524 SH DFND 17 140449 0 28075 VERTEX PHARMACEUTICALS INC COM 92532F100 152 1195 SH DFND 21 1195 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 9726 76440 SH DFND 24 76440 0 0 VERTEX PHARMACEUTICALS INC CALL 92532F900 4150 32200 SH Call DFND 4 32200 0 0 VERTEX PHARMACEUTICALS INC PUT 92532F950 32888 255200 SH Put DFND 4 255200 0 0 VERSUM MATLS INC COM 92532W103 35500 1092322 SH DFND 3 1092322 0 0 VERSUM MATLS INC COM 92532W103 1185 36483 SH DFND 17 36483 0 0 VIAD CORP COM NEW 92552R406 711 15048 SH DFND 17 15048 0 0 VIAD CORP COM NEW 92552R406 185 3920 SH DFND 20 3920 0 0 VIAD CORP COM NEW 92552R406 7742 163359 SH DFND 21 85589 0 77770 VIACOM INC NEW CL B 92553P201 1773 52823 SH DFND 4 52823 0 0 VIACOM INC NEW CL B 92553P201 48 1430 SH DFND 17 1430 0 0 VIACOM INC NEW CL B 92553P201 1005 29475 SH DFND 21 29475 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 136 12890 SH DFND 17 100 0 12790 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 5516 522842 SH DFND 20 442552 0 80290 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 344 29800 SH DFND 24 29800 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 64112 64555000 PRN DFND 17 64555000 0 0 VISA INC COM CL A 92826C839 350676 3738683 SH DFND 17 3405522 0 333161 VISA INC COM CL A 92826C839 19966 212900 SH DFND 20 212900 0 0 VISA INC COM CL A 92826C839 226938 2413243 SH DFND 21 1981490 0 431753 VISA INC COM CL A 92826C839 1063 11258 SH DFND 24 11258 0 0 VISA INC CALL 92826C909 37981 405000 SH Call DFND 4 405000 0 0 VISA INC PUT 92826C959 182140 1942200 SH Put DFND 4 1942200 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 28695 1728600 SH DFND 3 1728600 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 521 31374 SH DFND 17 31374 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 10335 620958 SH DFND 21 608887 0 12071 VISTEON CORP COM NEW 92839U206 704 6943 SH DFND 21 6943 0 0 VMWARE INC CL A COM 928563402 174 1995 SH DFND 17 0 0 1995 VMWARE INC CL A COM 928563402 919 10524 SH DFND 21 0 0 10524 VOCERA COMMUNICATIONS INC COM 92857F107 9168 347025 SH DFND 17 313805 0 33220 VORNADO RLTY TR SH BEN INT 929042109 18840 200641 SH DFND 4 200641 0 0 VORNADO RLTY TR SH BEN INT 929042109 73 782 SH DFND 17 782 0 0 VORNADO RLTY TR CALL 929042909 1089 11600 SH Call DFND 4 11600 0 0 VORNADO RLTY TR PUT 929042959 8216 87500 SH Put DFND 4 87500 0 0 VOYA FINL INC COM 929089100 489 13251 SH DFND 4 13251 0 0 VOYA FINL INC COM 929089100 19298 523118 SH DFND 17 150902 0 372216 VOYA FINL INC COM 929089100 17252 462482 SH DFND 21 436455 0 26027 VOYA FINL INC COM 929089100 43 1155 SH DFND 25 1155 0 0 VULCAN MATLS CO COM 929160109 115911 914837 SH DFND 17 823661 0 91176 VULCAN MATLS CO COM 929160109 12488 98496 SH DFND 21 96948 0 1548 VULCAN MATLS CO COM 929160109 1092 8600 SH DFND 24 8600 0 0 W & T OFFSHORE INC COM 92922P106 342 174360 SH DFND 17 0 0 174360 WD-40 CO COM 929236107 249 2255 SH DFND 17 2255 0 0 WGL HLDGS INC COM 92924F106 16030 192133 SH DFND 21 192133 0 0 WSFS FINL CORP COM 929328102 3237 71385 SH DFND 17 34285 0 37100 WNS HOLDINGS LTD SPON ADR 92932M101 368 10700 SH DFND 17 5000 0 5700 WNS HOLDINGS LTD SPON ADR 92932M101 324 9524 SH DFND 21 0 0 9524 WPP PLC NEW ADR 92937A102 7642 72500 SH DFND 3 72500 0 0 WPP PLC NEW ADR 92937A102 3590 34009 SH DFND 17 34009 0 0 WEC ENERGY GROUP INC COM 92939U106 1021 16637 SH DFND 17 16637 0 0 WEC ENERGY GROUP INC CALL 92939U906 3333 54300 SH Call DFND 4 54300 0 0 WEC ENERGY GROUP INC PUT 92939U956 5248 85500 SH Put DFND 4 85500 0 0 WABASH NATL CORP COM 929566107 30168 1372530 SH DFND 3 1372530 0 0 WABASH NATL CORP COM 929566107 953 43361 SH DFND 21 15071 0 28290 WABTEC CORP COM 929740108 2618 28610 SH DFND 17 28610 0 0 WABTEC CORP COM 929740108 93562 1029035 SH DFND 21 994340 0 34695 WABTEC CORP COM 929740108 758 8400 SH DFND 24 8400 0 0 WAGEWORKS INC COM 930427109 3749 55788 SH DFND 17 19840 0 35948 WAGEWORKS INC COM 930427109 144 2136 SH DFND 21 2136 0 0 WAL-MART STORES INC COM 931142103 67556 892658 SH DFND 3 892658 0 0 WAL-MART STORES INC COM 931142103 4858 64186 SH DFND 4 64186 0 0 WAL-MART STORES INC COM 931142103 34314 452575 SH DFND 17 445607 0 6968 WAL-MART STORES INC COM 931142103 1409 18623 SH DFND 20 18623 0 0 WAL-MART STORES INC COM 931142103 96912 1278342 SH DFND 21 901222 0 377120 WAL-MART STORES INC CALL 931142903 5676 75000 SH Call DFND 4 75000 0 0 WAL-MART STORES INC PUT 931142953 13244 175000 SH Put DFND 4 175000 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 14055 179478 SH DFND 4 179478 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 126998 1621732 SH DFND 17 1621732 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 96162 1226875 SH DFND 21 1013106 0 213769 WALGREENS BOOTS ALLIANCE INC CALL 931427908 11551 147500 SH Call DFND 4 147500 0 0 WALGREENS BOOTS ALLIANCE INC PUT 931427958 53564 684000 SH Put DFND 4 684000 0 0 WALKER & DUNLOP INC COM 93148P102 150 3063 SH DFND 17 3063 0 0 WALKER & DUNLOP INC COM 93148P102 2657 53929 SH DFND 21 13442 0 40487 WASHINGTON FED INC COM 938824109 32873 990150 SH DFND 3 990150 0 0 WASHINGTON FED INC COM 938824109 1263 37748 SH DFND 17 37748 0 0 WASHINGTON FED INC COM 938824109 1328 40005 SH DFND 21 0 0 40005 WASHINGTON PRIME GROUP NEW COM 93964W108 140 16598 SH 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XCEL ENERGY INC CALL 98389B900 2381 51900 SH Call DFND 4 51900 0 0 XCEL ENERGY INC PUT 98389B950 20999 457700 SH Put DFND 4 457700 0 0 XILINX INC COM 983919101 23613 367115 SH DFND 17 367115 0 0 XENCOR INC COM 98401F105 210 9950 SH DFND 17 9950 0 0 XENCOR INC COM 98401F105 566 26821 SH DFND 21 26821 0 0 XEROX CORP COM NEW 984121608 3734 129960 SH DFND 3 129960 0 0 XEROX CORP COM NEW 984121608 715 24887 SH DFND 4 24887 0 0 XEROX CORP COM NEW 984121608 9310 322587 SH DFND 17 145124 0 177463 XEROX CORP COM NEW 984121608 552 19197 SH DFND 20 19197 0 0 XEROX CORP COM NEW 984121608 8616 297693 SH DFND 21 134380 0 163313 XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 163 31417 SH DFND 21 31417 0 0 XYLEM INC COM 98419M100 80120 1445436 SH DFND 17 1163229 0 282207 XYLEM INC COM 98419M100 39537 713275 SH DFND 21 335584 0 377691 XYLEM INC COM 98419M100 17667 321800 SH DFND 24 321800 0 0 XPERI CORP COM 98421B100 357 11996 SH DFND 17 11996 0 0 XPERI CORP COM 98421B100 1877 62936 SH DFND 21 57339 0 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