0001535323-16-000001.txt : 20160216 0001535323-16-000001.hdr.sgml : 20160215 20160216131133 ACCESSION NUMBER: 0001535323-16-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160216 DATE AS OF CHANGE: 20160216 EFFECTIVENESS DATE: 20160216 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Allianz Asset Management AG 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: 161425823 BUSINESS ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 BUSINESS PHONE: 49 89 1220 70 MAIL ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 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 12-31-2015 12-31-2015 Allianz Asset Management AG

SEIDLSTRASSE 24-24A MUNICH 2M D-80335

13F HOLDINGS REPORT 028-15014 Y Additional Person Signing this Report on Behalf of Reporting Manager: Name: Sven Piegsa Title: Associate General Counsel Phone: 011-49-89-1220-7515 Signature, Place and Date of Signing: /s/ Sven Piegsa Signature City: Munich State/Country: Germany Date: 02-12-2016 Erick Holt 011-49-89-1220-7418 /s/ Erick Holt Munich 2M 02-12-2016 7 4182 99877316 false 3 28-10770 NFJ Investment Group LLC 4 28-10952 Pacific Investment Management Company LLC 17 28-13991 Allianz Global Investors U.S. LLC 20 28-15015 Allianz Global Investors Asia Pacific Ltd 21 28-14962 Allianz Global Investors GmbH 24 28-15071 Allianz Global Investors Taiwan Ltd. 25 0001666778 Allianz Global Investors Japan Co. Ltd. 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PRN DFND 17 41561000 0 6486000 ANACOR PHARMACEUTICALS INC COM 032420101 7801 69335 SH DFND 17 60400 0 8935 ANACOR PHARMACEUTICALS INC COM 032420101 1808 16000 SH DFND 24 16000 0 0 ANADARKO PETE CORP COM 032511107 5826 119916 SH DFND 4 119916 0 0 ANADARKO PETE CORP COM 032511107 708 14570 SH DFND 17 14570 0 0 ANADARKO PETE CORP COM 032511107 5024 103622 SH DFND 21 103410 0 212 ANADARKO PETE CORP COM 032511107 520 10700 SH DFND 24 10700 0 0 ANADARKO PETE CORP UNIT 99/99/9999 032511404 9489 279500 SH DFND 17 279500 0 0 ANADARKO PETE CORP CALL 032511907 797 16400 SH Call DFND 4 16400 0 0 ANADARKO PETE CORP PUT 032511957 8997 185200 SH Put DFND 4 185200 0 0 ANALOG DEVICES INC COM 032654105 1241 22432 SH DFND 4 22432 0 0 ANALOG DEVICES INC COM 032654105 4664 84315 SH DFND 17 58850 0 25465 ANALOG DEVICES INC COM 032654105 3174 57316 SH DFND 21 23995 0 33321 ANALOG DEVICES INC CALL 032654905 592 10700 SH Call DFND 4 10700 0 0 ANALOG DEVICES INC PUT 032654955 4979 90000 SH Put DFND 4 90000 0 0 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4213810 0 186440 ANTHEM INC CALL 036752903 1297 9300 SH Call DFND 4 9300 0 0 ANTHEM INC PUT 036752953 18085 129700 SH Put DFND 4 129700 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 322 74116 SH DFND 17 74116 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 979 224723 SH DFND 21 65964 0 158759 APACHE CORP COM 037411105 3087 69423 SH DFND 4 69423 0 0 APACHE CORP COM 037411105 1297 29155 SH DFND 17 29155 0 0 APACHE CORP COM 037411105 1237 27685 SH DFND 21 27451 0 234 APACHE CORP CALL 037411905 694 15600 SH Call DFND 4 15600 0 0 APACHE CORP PUT 037411955 4603 103500 SH Put DFND 4 103500 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 6252 156191 SH DFND 4 156191 0 0 APOLLO INVT CORP COM 03761U106 104 19917 SH DFND 17 19917 0 0 APOLLO INVT CORP COM 03761U106 2241 429284 SH DFND 21 124815 0 304469 APOLLO COML REAL EST FIN INC COM 03762U105 4936 286503 SH DFND 17 129532 0 156971 APOLLO COML REAL EST FIN INC COM 03762U105 10392 605055 SH DFND 21 333711 0 271344 APOLLO RESIDENTIAL MTG INC COM 03763V102 94 7869 SH DFND 17 7869 0 0 APOLLO RESIDENTIAL MTG INC COM 03763V102 448 37465 SH DFND 21 13784 0 23681 APPLE INC COM 037833100 192076 1824777 SH DFND 3 1822977 0 1800 APPLE INC COM 037833100 84562 803366 SH DFND 4 803366 0 0 APPLE INC COM 037833100 812379 7716749 SH DFND 17 6440554 0 1276195 APPLE INC COM 037833100 40592 385636 SH DFND 20 385636 0 0 APPLE INC COM 037833100 729640 6860044 SH DFND 21 5012848 0 1847196 APPLE INC COM 037833100 126 1200 SH DFND 24 1200 0 0 APPLE INC CALL 037833900 39220 372600 SH Call DFND 4 372600 0 0 APPLE INC CALL 037833900 40399 383800 SH Call DFND 17 383800 0 0 APPLE INC PUT 037833950 235519 2237500 SH Put DFND 4 2237500 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 55965 1382200 SH DFND 3 1357100 0 25100 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1104 27273 SH DFND 17 27273 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 106 2600 SH DFND 21 2600 0 0 APPLIED MATLS INC COM 038222105 3753 201001 SH DFND 4 201001 0 0 APPLIED MATLS INC COM 038222105 225 12041 SH DFND 17 12041 0 0 APPLIED MATLS INC COM 038222105 938 49503 SH DFND 21 48775 0 728 APPLIED MATLS INC CALL 038222905 790 42300 SH Call DFND 4 42300 0 0 APPLIED MATLS INC PUT 038222955 9751 522300 SH Put DFND 4 522300 0 0 APPLIED OPTOELECTRONICS INC COM 03823U102 353 20558 SH DFND 17 20558 0 0 APPLIED OPTOELECTRONICS INC COM 03823U102 1266 73409 SH DFND 21 73409 0 0 APTARGROUP INC COM 038336103 203 2760 SH DFND 21 2760 0 0 AQUA AMERICA INC COM 03836W103 11920 400000 SH DFND 17 400000 0 0 AQUA AMERICA INC COM 03836W103 2663 89376 SH DFND 21 78632 0 10744 AQUA AMERICA INC COM 03836W103 5394 181000 SH DFND 24 181000 0 0 ARAMARK COM 03852U106 201 6230 SH DFND 17 6230 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2832 671162 SH DFND 4 671162 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6467 176300 SH DFND 3 176300 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3699 100848 SH DFND 4 100848 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 46899 1278594 SH DFND 17 1128004 0 150590 ARCHER DANIELS MIDLAND CO COM 039483102 88994 2418401 SH DFND 21 1743431 0 674970 ARCHER DANIELS MIDLAND CO CALL 039483902 576 15700 SH Call DFND 4 15700 0 0 ARCHER DANIELS MIDLAND CO PUT 039483952 7222 196900 SH Put DFND 4 196900 0 0 ARGAN INC COM 04010E109 493 15220 SH DFND 17 0 0 15220 ARGAN INC COM 04010E109 1074 33132 SH DFND 21 7300 0 25832 ARES CAP CORP COM 04010L103 4828 338800 SH DFND 3 338800 0 0 ARES CAP CORP COM 04010L103 2486 172782 SH DFND 21 0 0 172782 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 3000 3000000 PRN DFND 17 3000000 0 0 ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 2400 2400000 PRN DFND 21 2400000 0 0 ARES COML REAL ESTATE CORP COM 04013V108 953 83314 SH DFND 17 74924 0 8390 ARISTA NETWORKS INC COM 040413106 14809 190255 SH DFND 17 157650 0 32605 ARLINGTON ASSET INVT CORP CL A NEW 041356205 574 43395 SH DFND 17 6228 0 37167 ARLINGTON ASSET INVT CORP CL A NEW 041356205 3032 228545 SH DFND 21 93587 0 134958 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 814 37415 SH DFND 17 37415 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 438 20146 SH DFND 21 0 0 20146 ARRIS GROUP INC NEW COM 04270V106 3921 128252 SH DFND 17 87852 0 40400 ARRIS GROUP INC NEW COM 04270V106 20408 664255 SH DFND 21 664255 0 0 ARRIS GROUP INC NEW PUT 04270V956 1101 36000 SH Put DFND 21 36000 0 0 ARROW ELECTRS INC COM 042735100 11474 211780 SH DFND 17 111788 0 99992 ARROW ELECTRS INC COM 042735100 39682 722999 SH DFND 21 471449 0 251550 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 28469 789500 SH DFND 3 776800 0 12700 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 25 700 SH DFND 21 700 0 0 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 24994 25025000 PRN DFND 17 25025000 0 0 ASCENA RETAIL GROUP INC COM 04351G101 9075 921349 SH DFND 17 837761 0 83588 ASCENA RETAIL GROUP INC COM 04351G101 54 5300 SH DFND 21 0 0 5300 ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 15425 23730000 PRN DFND 17 23730000 0 0 ASHLAND INC NEW COM 044209104 20739 201590 SH DFND 17 197785 0 3805 ASHLAND INC NEW COM 044209104 5917 56998 SH DFND 21 25012 0 31986 ASHLAND INC NEW COM 044209104 750 7300 SH DFND 24 7300 0 0 ASPEN TECHNOLOGY INC COM 045327103 1459 38635 SH DFND 17 19820 0 18815 ASSOCIATED BANC CORP COM 045487105 477 25285 SH DFND 21 18991 0 6294 ASSURANT INC COM 04621X108 6298 78200 SH DFND 3 78200 0 0 ASSURANT INC COM 04621X108 2952 36651 SH DFND 17 36651 0 0 ASSURANT INC COM 04621X108 45472 560424 SH DFND 21 441938 0 118486 ASTRAZENECA PLC SPONSORED ADR 046353108 5641 166152 SH DFND 17 166152 0 0 ATLANTIC PWR CORP COM NEW 04878Q863 94 38613 SH DFND 21 38613 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 834 20183 SH DFND 17 5102 0 15081 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4516 109839 SH DFND 21 66639 0 43200 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 190 230000 PRN DFND 17 0 0 230000 ATMOS ENERGY CORP COM 049560105 5558 88166 SH DFND 17 29741 0 58425 ATMOS ENERGY CORP COM 049560105 18269 286358 SH DFND 21 246280 0 40078 ATRICURE INC COM 04963C209 4823 214945 SH DFND 17 209569 0 5376 ATWOOD OCEANICS INC COM 050095108 1872 183039 SH DFND 17 11739 0 171300 ATWOOD OCEANICS INC COM 050095108 5890 581227 SH DFND 21 117462 0 463765 AUTOBYTEL INC COM NEW 05275N205 13082 579859 SH DFND 17 570566 0 9293 AUTOMATIC DATA PROCESSING IN COM 053015103 325 3842 SH DFND 4 3842 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 38972 460010 SH DFND 17 337885 0 122125 AUTOMATIC DATA PROCESSING IN COM 053015103 264 3056 SH DFND 21 2900 0 156 AUTOMATIC DATA PROCESSING IN CALL 053015903 830 9800 SH Call DFND 4 9800 0 0 AUTOMATIC DATA PROCESSING IN PUT 053015953 7252 85600 SH Put DFND 4 85600 0 0 AUTONATION INC COM 05329W102 1079 18089 SH DFND 17 18089 0 0 AUTONATION INC COM 05329W102 12043 200724 SH DFND 21 168320 0 32404 AUTOZONE INC COM 053332102 627 845 SH DFND 4 845 0 0 AUTOZONE INC COM 053332102 412 555 SH DFND 17 555 0 0 AUTOZONE INC COM 053332102 15923 21311 SH DFND 21 17472 0 3839 AUTOZONE INC CALL 053332902 445 600 SH Call DFND 4 600 0 0 AUTOZONE INC PUT 053332952 15209 20500 SH Put DFND 4 20500 0 0 AVALONBAY CMNTYS INC COM 053484101 10188 55328 SH DFND 4 55328 0 0 AVALONBAY CMNTYS INC COM 053484101 4301 23356 SH DFND 17 23356 0 0 AVALONBAY CMNTYS INC COM 053484101 35204 190423 SH DFND 21 190363 0 60 AVALONBAY CMNTYS INC PUT 053484951 6408 34800 SH Put DFND 4 34800 0 0 AVANGRID INC COM 05351W103 2487 65071 SH DFND 21 65071 0 0 AVERY DENNISON CORP COM 053611109 26 420 SH DFND 3 420 0 0 AVERY DENNISON CORP COM 053611109 2354 37563 SH DFND 17 13663 0 23900 AVERY DENNISON CORP COM 053611109 6941 110234 SH DFND 21 101989 0 8245 AVINGER INC COM 053734109 1726 76002 SH DFND 17 71841 0 4161 AVISTA CORP COM 05379B107 4308 121810 SH DFND 17 10134 0 111676 AVISTA CORP COM 05379B107 6342 178573 SH DFND 21 82782 0 95791 AVNET INC COM 053807103 7766 181280 SH DFND 3 181280 0 0 AVNET INC COM 053807103 7917 184811 SH DFND 17 140411 0 44400 AVNET INC COM 053807103 22835 527214 SH DFND 21 490137 0 37077 AXSOME THERAPEUTICS INC COM 05464T104 1078 117165 SH DFND 17 117165 0 0 BB&T CORP COM 054937107 6463 170930 SH DFND 3 170930 0 0 BB&T CORP COM 054937107 191 5054 SH DFND 4 5054 0 0 BB&T CORP COM 054937107 659 17427 SH DFND 17 17427 0 0 BB&T CORP COM 054937107 1639 43257 SH DFND 21 42692 0 565 BB&T CORP CALL 054937907 764 20200 SH Call DFND 4 20200 0 0 BB&T CORP PUT 054937957 8938 236400 SH Put DFND 4 236400 0 0 BB&T CORP PUT 054937957 378 10000 SH Put DFND 21 10000 0 0 B & G FOODS INC NEW COM 05508R106 658 18788 SH DFND 17 18788 0 0 B & G FOODS INC NEW COM 05508R106 1628 46367 SH DFND 21 46367 0 0 BCE INC COM NEW 05534B760 9668 184373 SH DFND 17 120900 0 63473 BCE INC COM NEW 05534B760 62312 1175702 SH DFND 21 666714 0 508988 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 29281 27365000 PRN DFND 17 27365000 0 0 BOK FINL CORP COM NEW 05561Q201 44771 748800 SH DFND 3 732700 0 16100 BOK FINL CORP COM NEW 05561Q201 632 10570 SH DFND 17 10570 0 0 BOK FINL CORP COM NEW 05561Q201 48 800 SH DFND 21 800 0 0 BOFI HLDG INC COM 05566U108 5170 245590 SH DFND 17 66932 0 178658 BOFI HLDG INC COM 05566U108 12417 586994 SH DFND 21 586994 0 0 BWX TECHNOLOGIES INC COM 05605H100 386 12135 SH DFND 17 1365 0 10770 BAIDU INC SPON ADR REP A 056752108 1219 6451 SH DFND 6451 0 0 BAIDU INC SPON ADR REP A 056752108 526 2784 SH DFND 17 439 0 2345 BAIDU INC SPON ADR REP A 056752108 34899 183702 SH DFND 20 173951 0 9751 BAIDU INC SPON ADR REP A 056752108 524 2727 SH DFND 21 2727 0 0 BAIDU INC SPON ADR REP A 056752108 586 3100 SH DFND 24 3100 0 0 BAIDU INC SPON ADR REP A 056752108 945 5000 SH DFND 25 5000 0 0 BAKER HUGHES INC COM 057224107 3465 75087 SH DFND 4 75087 0 0 BAKER HUGHES INC COM 057224107 23580 510944 SH DFND 17 510944 0 0 BAKER HUGHES INC COM 057224107 6246 135537 SH DFND 21 135261 0 276 BAKER HUGHES INC CALL 057224907 521 11300 SH Call DFND 4 11300 0 0 BAKER HUGHES INC PUT 057224957 6221 134800 SH Put DFND 4 134800 0 0 BALL CORP COM 058498106 1314 18063 SH DFND 17 18063 0 0 BALL CORP COM 058498106 13881 189777 SH DFND 21 189675 0 102 BANCO BRADESCO S A SP ADR PFD NEW 059460303 698 145193 SH DFND 17 145193 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 3016 626808 SH DFND 21 626808 0 0 BANCO DE CHILE SPONSORED ADR 059520106 256 4284 SH DFND 21 4284 0 0 BANCO MACRO SA SPON ADR B 05961W105 288 4954 SH DFND 17 4954 0 0 BANCO MACRO SA SPON ADR B 05961W105 454 7843 SH DFND 21 7843 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 865 49022 SH DFND 17 49022 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1737 98109 SH DFND 21 78931 0 19178 BANC CALIF INC COM 05990K106 2053 140456 SH DFND 17 62925 0 77531 BANK AMER CORP COM 060505104 83172 4941911 SH DFND 4 4941911 0 0 BANK AMER CORP COM 060505104 57407 3411013 SH DFND 17 3411013 0 0 BANK AMER CORP COM 060505104 78932 4650583 SH DFND 21 3808748 0 841835 BANK AMER CORP COM 060505104 69 4100 SH DFND 24 4100 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 108950 99655 SH DFND 17 94910 0 4745 BANK AMER CORP CALL 060505904 5066 301000 SH Call DFND 4 301000 0 0 BANK 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SH DFND 17 1411145 0 24225 BAXTER INTL INC COM 071813109 227 5962 SH DFND 21 5797 0 165 BAXTER INTL INC CALL 071813909 328 8600 SH Call DFND 4 8600 0 0 BAXTER INTL INC PUT 071813959 3067 80400 SH Put DFND 4 80400 0 0 B/E AEROSPACE INC COM 073302101 14196 332651 SH DFND 21 189830 0 142821 B/E AEROSPACE INC COM 073302101 305 7200 SH DFND 24 7200 0 0 BEACON ROOFING SUPPLY INC COM 073685109 401 9730 SH DFND 17 4650 0 5080 BECTON DICKINSON & CO COM 075887109 448 2909 SH DFND 4 2909 0 0 BECTON DICKINSON & CO COM 075887109 11679 75795 SH DFND 17 35533 0 40262 BECTON DICKINSON & CO COM 075887109 63898 412537 SH DFND 21 230150 0 182387 BECTON DICKINSON & CO COM 075887109 77 500 SH DFND 24 500 0 0 BECTON DICKINSON & CO CALL 075887909 524 3400 SH Call DFND 4 3400 0 0 BECTON DICKINSON & CO PUT 075887959 8151 52900 SH Put DFND 4 52900 0 0 BED BATH & BEYOND INC COM 075896100 205 4250 SH DFND 17 4250 0 0 BED BATH & BEYOND INC COM 075896100 432 8898 SH DFND 21 8780 0 118 BELDEN INC COM 077454106 766 16057 SH DFND 17 0 0 16057 BELDEN INC COM 077454106 599 12351 SH DFND 21 12351 0 0 BEMIS INC COM 081437105 486 10864 SH DFND 17 10864 0 0 BEMIS INC COM 081437105 4835 107786 SH DFND 21 82195 0 25591 BENCHMARK ELECTRS INC COM 08160H101 395 19105 SH DFND 17 19105 0 0 BENCHMARK ELECTRS INC COM 08160H101 4711 226640 SH DFND 21 154401 0 72239 BENEFICIAL BANCORP INC COM 08171T102 175 13120 SH DFND 17 13120 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 800 4 SH DFND 21 4 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 18444 139685 SH DFND 4 139685 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21157 160234 SH DFND 17 154634 0 5600 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 86008 647124 SH DFND 21 487665 0 159459 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 53 400 SH DFND 24 400 0 0 BERKSHIRE HATHAWAY INC DEL CALL 084670902 5097 38600 SH Call DFND 4 38600 0 0 BERKSHIRE HATHAWAY INC DEL PUT 084670952 92679 701900 SH Put DFND 4 701900 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 708 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667238 SH DFND 17 607973 0 59265 BIOGEN INC COM 09062X103 28929 94140 SH DFND 21 34352 0 59788 BIOGEN INC COM 09062X103 8945 29200 SH DFND 24 29200 0 0 BIOGEN INC CALL 09062X903 2390 7800 SH Call DFND 4 7800 0 0 BIOGEN INC PUT 09062X953 29410 96000 SH Put DFND 4 96000 0 0 BIOMED REALTY TRUST INC COM 09063H107 6897 291150 SH DFND 21 291150 0 0 BIOTELEMETRY INC COM 090672106 10093 864117 SH DFND 17 853330 0 10787 BIOSPECIFICS TECHNOLOGIES CO COM 090931106 8108 188681 SH DFND 17 186537 0 2144 BLACK HILLS CORP COM 092113109 50014 1077200 SH DFND 3 1053100 0 24100 BLACK HILLS CORP COM 092113109 1197 25790 SH DFND 17 25790 0 0 BLACKHAWK NETWORK HLDGS INC COM 09238E104 7455 168635 SH DFND 17 162301 0 6334 BLACKHAWK NETWORK HLDGS INC COM 09238E104 10081 224919 SH DFND 21 160292 0 64627 BLACKROCK INC COM 09247X101 2267 6656 SH DFND 4 6656 0 0 BLACKROCK INC COM 09247X101 35209 103345 SH DFND 17 100780 0 2565 BLACKROCK INC COM 09247X101 10111 29590 SH DFND 21 29548 0 42 BLACKROCK INC CALL 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1029900 SH DFND 21 1029644 0 256 BROADCOM CORP CALL 111320907 1654 28600 SH Call DFND 4 28600 0 0 BROADCOM CORP PUT 111320957 8546 147800 SH Put DFND 4 147800 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9363 174262 SH DFND 17 162257 0 12005 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 70892 1306404 SH DFND 21 1088314 0 218090 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 59990 6534900 SH DFND 3 6425900 0 109000 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 11266 1227222 SH DFND 17 660599 0 566623 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 61621 6692419 SH DFND 21 4137975 0 2554444 BROOKDALE SR LIVING INC COM 112463104 931 50438 SH DFND 4 50438 0 0 BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 3606 3625000 PRN DFND 17 3435000 0 190000 BROOKLINE BANCORP INC DEL COM 11373M107 1306 113556 SH DFND 17 72328 0 41228 BROOKLINE BANCORP INC DEL COM 11373M107 3210 276369 SH DFND 21 140182 0 136187 BROOKS AUTOMATION INC COM 114340102 278 26075 SH DFND 17 7865 0 18210 BROWN & BROWN INC 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SH DFND 21 422071 0 158176 CIGNA CORPORATION CALL 125509909 2634 18000 SH Call DFND 4 18000 0 0 CIGNA CORPORATION PUT 125509959 15921 108800 SH Put DFND 4 108800 0 0 CIT GROUP INC COM NEW 125581801 1244 31331 SH DFND 4 31331 0 0 CIT GROUP INC COM NEW 125581801 4596 115529 SH DFND 21 28800 0 86729 CLECO CORP NEW COM 12561W105 4968 95160 SH DFND 21 95160 0 0 CME GROUP INC COM 12572Q105 268 2955 SH DFND 4 2955 0 0 CME GROUP INC COM 12572Q105 122966 1356637 SH DFND 17 1212357 0 144280 CME GROUP INC COM 12572Q105 13411 146537 SH DFND 21 137965 0 8572 CME GROUP INC CALL 12572Q905 1830 20200 SH Call DFND 4 20200 0 0 CME GROUP INC PUT 12572Q955 12521 138200 SH Put DFND 4 138200 0 0 CMS ENERGY CORP COM 125896100 12116 335819 SH DFND 17 328130 0 7689 CMS ENERGY CORP COM 125896100 37882 1042133 SH DFND 21 954577 0 87556 CSS INDS INC COM 125906107 415 14581 SH DFND 21 14581 0 0 CNA FINL CORP COM 126117100 336 9570 SH DFND 17 5355 0 4215 CNA FINL CORP COM 126117100 1388 39384 SH DFND 21 21941 0 17443 CSG SYS INTL INC COM 126349109 40859 1135600 SH DFND 3 1104900 0 30700 CSG SYS INTL INC COM 126349109 610 16940 SH DFND 17 16940 0 0 CSG SYS INTL INC COM 126349109 1281 35553 SH DFND 21 600 0 34953 CSX CORP COM 126408103 6820 262800 SH DFND 3 262800 0 0 CSX CORP COM 126408103 5394 207880 SH DFND 4 207880 0 0 CSX CORP COM 126408103 11723 452475 SH DFND 21 451851 0 624 CSX CORP CALL 126408903 869 33500 SH Call DFND 4 33500 0 0 CSX CORP PUT 126408953 10411 401200 SH Put DFND 4 401200 0 0 CST BRANDS INC COM 12646R105 459 11680 SH DFND 21 11680 0 0 CSRA INC COM 12650T104 9057 301905 SH DFND 17 274690 0 27215 CSRA INC COM 12650T104 7463 249575 SH DFND 21 151439 0 98136 CVR ENERGY INC COM 12662P108 680 17279 SH DFND 17 17279 0 0 CVR ENERGY INC COM 12662P108 3015 76243 SH DFND 21 73188 0 3055 CVR REFNG LP COMUNIT REP LT 12663P107 277 14610 SH DFND 17 0 0 14610 CVS HEALTH CORP COM 126650100 1445 14777 SH DFND 4 14777 0 0 CVS HEALTH CORP COM 126650100 190602 1948862 SH DFND 17 1594879 0 353983 CVS HEALTH CORP COM 126650100 184958 1881263 SH DFND 21 1232447 0 648816 CVS HEALTH CORP COM 126650100 39 400 SH DFND 24 400 0 0 CVS HEALTH CORP CALL 126650900 5006 51200 SH Call DFND 4 51200 0 0 CVS HEALTH CORP PUT 126650950 43048 440300 SH Put DFND 4 440300 0 0 CYS INVTS INC COM 12673A108 2858 400888 SH DFND 17 400888 0 0 CYS INVTS INC COM 12673A108 1672 233871 SH DFND 21 187794 0 46077 CA INC COM 12673P105 221793 7765858 SH DFND 3 7758758 0 7100 CA INC COM 12673P105 46892 1641864 SH DFND 17 1641864 0 0 CA INC COM 12673P105 4305 149560 SH DFND 21 142517 0 7043 CABLE ONE INC COM 12685J105 1611 3700 SH DFND 21 3700 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 233 7316 SH DFND 17 7316 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8390 263030 SH DFND 21 263030 0 0 CABOT CORP COM 127055101 58773 1437691 SH DFND 3 1413691 0 24000 CABOT CORP COM 127055101 520 12724 SH DFND 21 11922 0 802 CABOT OIL & GAS CORP COM 127097103 495 28000 SH DFND 17 28000 0 0 CABOT OIL & GAS CORP COM 127097103 7 378 SH DFND 21 0 0 378 CABOT OIL & GAS CORP COM 127097103 363 20500 SH DFND 24 20500 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1142 26091 SH DFND 17 26091 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 8474 191956 SH DFND 21 191956 0 0 CACI INTL INC CL A 127190304 56 605 SH DFND 17 605 0 0 CACI INTL INC CL A 127190304 720 7759 SH DFND 21 5296 0 2463 CADENCE DESIGN SYSTEM INC COM 127387108 14052 675254 SH DFND 17 598781 0 76473 CADENCE DESIGN SYSTEM INC COM 127387108 106 5000 SH DFND 21 0 0 5000 CAL MAINE FOODS INC COM NEW 128030202 16710 360592 SH DFND 17 272542 0 88050 CAL MAINE FOODS INC COM NEW 128030202 40182 851610 SH DFND 21 696156 0 155454 CAL MAINE FOODS INC COM NEW 128030202 5056 109104 SH DFND 24 109104 0 0 CALAVO GROWERS INC COM 128246105 8537 174215 SH DFND 17 174215 0 0 CALAVO GROWERS INC COM 128246105 4468 91192 SH DFND 24 91192 0 0 CALERES INC COM 129500104 3317 123691 SH DFND 17 4742 0 118949 CALERES INC COM 129500104 2027 75202 SH DFND 21 24393 0 50809 CALIFORNIA RES CORP COM 13057Q107 310 132978 SH DFND 4 132978 0 0 CALIFORNIA RES CORP COM 13057Q107 14 7023 SH DFND 21 6644 0 379 CALLIDUS SOFTWARE INC COM 13123E500 20269 1091484 SH DFND 17 1000910 0 90574 CALLIDUS SOFTWARE INC COM 13123E500 111 5800 SH DFND 21 0 0 5800 CALLON PETE CO DEL COM 13123X102 2169 260050 SH DFND 17 260050 0 0 CALLON PETE CO DEL COM 13123X102 946 119383 SH DFND 21 119383 0 0 CAMBREX CORP COM 132011107 27459 583123 SH DFND 17 514948 0 68175 CAMBREX CORP COM 132011107 138 2900 SH DFND 21 0 0 2900 CAMBIUM LEARNING GRP INC COM 13201A107 1150 237182 SH DFND 17 224086 0 13096 CAMDEN PPTY TR SH BEN INT 133131102 10853 141388 SH DFND 4 141388 0 0 CAMDEN PPTY TR SH BEN INT 133131102 6 73 SH DFND 17 73 0 0 CAMECO CORP COM 13321L108 12457 743981 SH DFND 21 743760 0 221 CAMERON INTERNATIONAL CORP COM 13342B105 3451 54597 SH DFND 21 54472 0 125 CAMPBELL SOUP CO COM 134429109 82 1555 SH DFND 17 0 0 1555 CAMPBELL SOUP CO COM 134429109 971 18410 SH DFND 21 4700 0 13710 CAMPUS CREST CMNTYS INC COM 13466Y105 6178 908487 SH DFND 21 908487 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 6333 70800 SH DFND 17 0 0 70800 CDN IMPERIAL BK COMM TORONTO COM 136069101 3100 34630 SH DFND 21 10244 0 24386 CANADIAN NATL RY CO COM 136375102 9333 123008 SH DFND 17 16242 0 106766 CANADIAN NATL RY CO COM 136375102 30484 397992 SH DFND 21 181177 0 216815 CANADIAN NAT RES LTD COM 136385101 6894 232484 SH DFND 17 232484 0 0 CANADIAN NAT RES LTD COM 136385101 7146 240717 SH DFND 21 115365 0 125352 CANADIAN NAT RES LTD PUT 136385951 39294 1800000 SH Put DFND 4 1800000 0 0 CANADIAN SOLAR INC COM 136635109 4757 164260 SH DFND 17 164260 0 0 CANTEL MEDICAL CORP COM 138098108 4027 64806 SH DFND 17 64806 0 0 CAPITAL ONE FINL CORP COM 14040H105 211616 2931786 SH DFND 3 2928186 0 3600 CAPITAL ONE FINL CORP COM 14040H105 6002 83150 SH DFND 4 82050 0 1100 CAPITAL ONE FINL CORP COM 14040H105 56924 788644 SH DFND 17 639529 0 149115 CAPITAL ONE FINL CORP COM 14040H105 54506 749511 SH DFND 21 559418 0 190093 CAPITAL ONE FINL CORP CALL 14040H905 1480 20500 SH Call DFND 4 20500 0 0 CAPITAL ONE FINL CORP PUT 14040H955 16702 231400 SH Put DFND 4 231400 0 0 CAPITOL FED FINL INC COM 14057J101 1059 84280 SH DFND 17 84280 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 242 27715 SH DFND 17 27715 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1993 224452 SH DFND 21 47963 0 176489 CARA THERAPEUTICS INC COM 140755109 7480 443636 SH DFND 17 437992 0 5644 CARDINAL HEALTH INC COM 14149Y108 6115 68500 SH DFND 3 68500 0 0 CARDINAL HEALTH INC COM 14149Y108 132 1481 SH DFND 4 1481 0 0 CARDINAL HEALTH INC COM 14149Y108 25687 287749 SH DFND 17 255764 0 31985 CARDINAL HEALTH INC COM 14149Y108 101529 1127358 SH DFND 21 708159 0 419199 CARDINAL HEALTH INC CALL 14149Y908 902 10100 SH Call DFND 4 10100 0 0 CARDINAL HEALTH INC PUT 14149Y958 10293 115300 SH Put DFND 4 115300 0 0 CARDTRONICS INC COM 14161H108 4737 140774 SH DFND 17 46093 0 94681 CARDTRONICS INC COM 14161H108 4583 135968 SH DFND 21 64704 0 71264 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 47999 51325000 PRN DFND 17 44830000 0 6495000 CARE CAP PPTYS INC COM 141624106 45619 1492275 SH DFND 3 1476475 0 15800 CARE CAP PPTYS INC COM 141624106 523 17113 SH DFND 17 17113 0 0 CARE CAP PPTYS INC COM 141624106 2 56 SH DFND 21 0 0 56 CARE COM INC COM 141633107 1255 175325 SH DFND 17 79385 0 95940 CARETRUST REIT INC COM 14174T107 122 11167 SH DFND 17 11167 0 0 CARETRUST REIT INC COM 14174T107 584 53372 SH DFND 21 19561 0 33811 CARLISLE COS INC COM 142339100 13719 154685 SH DFND 17 124980 0 29705 CARLISLE COS INC COM 142339100 1673 18860 SH DFND 21 9803 0 9057 CARLYLE GROUP L P COM UTS LTD PTN 14309L102 4131 264500 SH DFND 3 264500 0 0 CARMAX INC COM 143130102 2047 37527 SH DFND 21 37415 0 112 CARMIKE CINEMAS INC COM 143436400 4474 195036 SH DFND 17 190336 0 4700 CARNIVAL CORP PAIRED CTF 143658300 160 2935 SH DFND 4 2935 0 0 CARNIVAL CORP PAIRED CTF 143658300 4453 81743 SH DFND 17 81743 0 0 CARNIVAL CORP PAIRED CTF 143658300 25226 462004 SH DFND 21 459888 0 2116 CARNIVAL CORP CALL 143658900 703 12900 SH Call DFND 4 12900 0 0 CARNIVAL CORP PUT 143658950 4397 80700 SH Put DFND 4 80700 0 0 CARRIAGE SVCS INC COM 143905107 6086 252548 SH DFND 17 245048 0 7500 CARROLS RESTAURANT GROUP INC COM 14574X104 5817 495515 SH DFND 17 483323 0 12192 CARTER INC COM 146229109 470 5284 SH DFND 17 5284 0 0 CARTER INC COM 146229109 1633 18341 SH DFND 21 6089 0 12252 CASCADE MICROTECH INC COM 147322101 1586 97615 SH DFND 17 92254 0 5361 CASEYS GEN STORES INC COM 147528103 462 3839 SH DFND 17 3839 0 0 CASEYS GEN STORES INC COM 147528103 6457 52762 SH DFND 21 4696 0 48066 CATALENT INC COM 148806102 10493 419205 SH DFND 17 316985 0 102220 CATALYST PHARMACEUTICALS INC COM 14888U101 2011 820853 SH DFND 17 797708 0 23145 CATERPILLAR INC DEL COM 149123101 7285 107199 SH DFND 4 107199 0 0 CATERPILLAR INC DEL COM 149123101 2388 35141 SH DFND 20 35141 0 0 CATERPILLAR INC DEL COM 149123101 918 13386 SH DFND 21 13193 0 193 CATERPILLAR INC DEL CALL 149123901 2100 30900 SH Call DFND 4 30900 0 0 CATERPILLAR INC DEL PUT 149123951 14102 207500 SH Put DFND 4 207500 0 0 CATHAY GEN BANCORP COM 149150104 29419 939003 SH DFND 17 807451 0 131552 CATHAY GEN BANCORP COM 149150104 236 7400 SH DFND 21 0 0 7400 CATO CORP NEW CL A 149205106 3060 83100 SH DFND 17 0 0 83100 CATO CORP NEW CL A 149205106 2397 63737 SH DFND 21 44847 0 18890 CAVCO INDS INC DEL COM 149568107 6365 76407 SH DFND 17 76407 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 2569 46000 SH DFND 17 46000 0 0 CELADON GROUP INC COM 150838100 1147 115966 SH DFND 17 95866 0 20100 CELADON GROUP INC COM 150838100 693 69929 SH DFND 21 37292 0 32637 CELANESE CORP DEL COM SER A 150870103 200514 2978076 SH DFND 3 2978076 0 0 CELANESE CORP DEL COM SER A 150870103 47238 701582 SH DFND 17 701582 0 0 CELANESE CORP DEL COM SER A 150870103 3922 58257 SH DFND 21 19620 0 38637 CELESTICA INC SUB VTG SHS 15101Q108 1490 99251 SH DFND 17 15451 0 83800 CELESTICA INC SUB VTG SHS 15101Q108 2145 142570 SH DFND 21 84488 0 58082 CELGENE CORP COM 151020104 1026 8569 SH DFND 4 8569 0 0 CELGENE CORP COM 151020104 151496 1263521 SH DFND 17 1099378 0 164143 CELGENE CORP COM 151020104 74357 619653 SH DFND 21 496108 0 123545 CELGENE CORP COM 151020104 9976 83300 SH DFND 24 83300 0 0 CELGENE CORP CALL 151020904 4874 40700 SH Call DFND 4 40700 0 0 CELGENE CORP PUT 151020954 51569 430600 SH Put DFND 4 430600 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 4405 279402 SH DFND 17 279402 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 455 29000 SH DFND 24 29000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 75 14164 SH DFND 21 14164 0 0 CEMPRA INC COM 15130J109 4002 128229 SH DFND 17 125286 0 2943 CEMPRA INC COM 15130J109 274 8800 SH DFND 24 8800 0 0 CENTENE CORP DEL COM 15135B101 2531 38463 SH DFND 17 12863 0 25600 CENTENE CORP DEL COM 15135B101 4822 73215 SH DFND 21 50967 0 22248 CENTENE CORP DEL PUT 15135B951 230 3500 SH Put DFND 21 3500 0 0 CENTRAL FD CDA LTD CL A 153501101 58026 4286600 SH DFND 3 4218400 0 68200 CENTRAL GARDEN & PET CO COM 153527106 344 25460 SH DFND 17 0 0 25460 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 805 58051 SH DFND 21 49864 0 8187 CENTURY CMNTYS INC COM 156504300 1721 97150 SH DFND 17 91786 0 5364 CENTURYLINK INC COM 156700106 23822 946821 SH DFND 4 946821 0 0 CENTURYLINK INC COM 156700106 10828 430377 SH DFND 17 164883 0 265494 CENTURYLINK INC COM 156700106 53854 2129375 SH DFND 21 1818384 0 310991 CENTURYLINK INC CALL 156700906 498 19800 SH Call DFND 4 19800 0 0 CENTURYLINK INC PUT 156700956 1721 68400 SH Put DFND 4 68400 0 0 CEPHEID DBCV 1.250% 2/0 15670RAC1 21399 24010000 PRN DFND 17 24010000 0 0 CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 28196 37545000 PRN DFND 17 37545000 0 0 CERNER CORP COM 156782104 2164 35968 SH DFND 4 35968 0 0 CERNER CORP COM 156782104 10 164 SH DFND 21 0 0 164 CERNER CORP CALL 156782904 842 14000 SH Call DFND 4 14000 0 0 CERNER CORP PUT 156782954 4681 77800 SH Put DFND 4 77800 0 0 CHANGYOU COM LTD ADS REP CL A 15911M107 177 7135 SH DFND 17 7135 0 0 CHANGYOU COM LTD ADS REP CL A 15911M107 821 33096 SH DFND 21 11973 0 21123 CHARLES RIV LABS INTL INC COM 159864107 1240 15419 SH DFND 17 12159 0 3260 CHARLES RIV LABS INTL INC COM 159864107 667 8293 SH DFND 21 5091 0 3202 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 7689 8765000 PRN DFND 17 8765000 0 0 CHARTER COMMUNICATIONS INC D PUT 16117M955 4761 26000 SH Put DFND 21 26000 0 0 CHARTER FINL CORP MD COM 16122W108 367 27800 SH DFND 17 27800 0 0 CHATHAM LODGING TR COM 16208T102 6511 317903 SH DFND 17 256469 0 61434 CHATHAM LODGING TR COM 16208T102 87 4200 SH DFND 21 0 0 4200 CHEESECAKE FACTORY INC COM 163072101 22322 484112 SH DFND 17 409046 0 75066 CHEESECAKE FACTORY INC COM 163072101 238 5100 SH DFND 21 1500 0 3600 CHEMED CORP NEW COM 16359R103 4978 33228 SH DFND 17 7223 0 26005 CHEMED CORP NEW COM 16359R103 16975 112626 SH DFND 21 47368 0 65258 CHEMOURS CO COM 163851108 49 9160 SH DFND 4 9160 0 0 CHEMOURS CO COM 163851108 1234 231763 SH DFND 21 142843 0 88920 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 26125 500000 PRN DFND 4 500000 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 80250 151110000 PRN DFND 17 142705000 0 8405000 CHEROKEE INC DEL NEW COM 16444H102 985 57101 SH DFND 17 53962 0 3139 CHESAPEAKE ENERGY CORP COM 165167107 561 126528 SH DFND 21 125470 0 1058 CHESAPEAKE ENERGY CORP PUT 165167957 65309 14513000 SH Put DFND 4 14513000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 10569 312000 PRN DFND 4 312000 0 0 CHESAPEAKE UTILS CORP COM 165303108 1009 17775 SH DFND 17 17775 0 0 CHEVRON CORP NEW COM 166764100 216968 2411823 SH DFND 3 2409423 0 2400 CHEVRON CORP NEW COM 166764100 19949 221756 SH DFND 4 221756 0 0 CHEVRON CORP NEW COM 166764100 90247 1003130 SH DFND 17 979302 0 23828 CHEVRON CORP NEW COM 166764100 108635 1206554 SH DFND 21 806220 0 400334 CHEVRON CORP NEW COM 166764100 1871 20800 SH DFND 24 20800 0 0 CHEVRON CORP NEW CALL 166764900 11416 126900 SH Call DFND 4 126900 0 0 CHEVRON CORP NEW PUT 166764950 66417 738300 SH Put DFND 4 738300 0 0 CHIASMA INC COM 16706W102 1897 96953 SH DFND 17 94655 0 2298 CHIMERA INVT CORP COM NEW 16934Q208 6647 487290 SH DFND 17 234800 0 252490 CHIMERA INVT CORP COM NEW 16934Q208 12779 935119 SH DFND 21 367532 0 567587 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 20715 367751 SH DFND 17 367751 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7754 137335 SH DFND 21 137335 0 0 CHINA MING YANG WIND PWR GRO SPONSORED ADR 16951C108 74 32370 SH DFND 21 0 0 32370 CHIPOTLE MEXICAN GRILL INC COM 169656105 1808 3768 SH DFND 4 3768 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 9 18 SH DFND 21 0 0 18 CHIPOTLE MEXICAN GRILL INC CALL 169656905 480 1000 SH Call DFND 4 1000 0 0 CHIPOTLE MEXICAN GRILL INC PUT 169656955 3215 6700 SH Put DFND 4 6700 0 0 CHUBB CORP COM 171232101 129 973 SH DFND 4 973 0 0 CHUBB CORP COM 171232101 12076 90957 SH DFND 21 90789 0 168 CHUBB CORP CALL 171232901 902 6800 SH Call DFND 4 6800 0 0 CHUBB CORP PUT 171232951 6234 47000 SH Put DFND 4 47000 0 0 CHURCHILL DOWNS INC COM 171484108 260 1835 SH DFND 17 1835 0 0 CIENA CORP COM NEW 171779309 711 34358 SH DFND 17 31093 0 3265 CIENA CORP COM NEW 171779309 2252 108702 SH DFND 21 108702 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 16155 16485000 PRN DFND 17 16485000 0 0 CINCINNATI FINL CORP COM 172062101 1254 20867 SH DFND 21 20740 0 127 CINEMARK HOLDINGS INC COM 17243V102 1455 43528 SH DFND 17 43528 0 0 CINEMARK HOLDINGS INC COM 17243V102 17577 524854 SH DFND 21 521294 0 3560 CIRRUS LOGIC INC COM 172755100 3454 116953 SH DFND 17 98005 0 18948 CIRRUS LOGIC INC COM 172755100 30440 1009434 SH DFND 21 856371 0 153063 CISCO SYS INC COM 17275R102 233759 8608321 SH DFND 3 8600221 0 8100 CISCO SYS INC COM 17275R102 40945 1507818 SH DFND 4 1507818 0 0 CISCO SYS INC COM 17275R102 246800 9086338 SH DFND 17 7597445 0 1488893 CISCO SYS INC COM 17275R102 219575 8020953 SH DFND 21 5453851 0 2567102 CISCO SYS INC COM 17275R102 43 1600 SH DFND 24 1600 0 0 CISCO SYS INC CALL 17275R902 4815 177300 SH Call DFND 4 177300 0 0 CISCO SYS INC PUT 17275R952 40646 1496800 SH Put DFND 4 1496800 0 0 CINTAS CORP COM 172908105 2934 32228 SH DFND 17 31903 0 325 CINTAS CORP COM 172908105 29543 322074 SH DFND 21 322001 0 73 CITIGROUP INC COM NEW 172967424 214130 4137777 SH DFND 3 4133377 0 4400 CITIGROUP INC COM NEW 172967424 155011 2995372 SH DFND 4 2994472 0 900 CITIGROUP INC COM NEW 172967424 116898 2258231 SH DFND 17 1994511 0 263720 CITIGROUP INC COM NEW 172967424 28488 550500 SH DFND 20 550500 0 0 CITIGROUP INC COM NEW 172967424 277261 5335138 SH DFND 21 4222623 0 1112515 CITIGROUP INC COM NEW 172967424 362 7000 SH DFND 24 7000 0 0 CITIGROUP INC CALL 172967904 3767 72800 SH Call DFND 4 72800 0 0 CITIGROUP INC PUT 172967954 76471 1477700 SH Put DFND 4 1477700 0 0 CITI TRENDS INC COM 17306X102 1550 72921 SH DFND 17 72921 0 0 CITI TRENDS INC COM 17306X102 138 6500 SH DFND 21 0 0 6500 CITIZENS FINL GROUP INC COM 174610105 8666 330900 SH DFND 4 330900 0 0 CITIZENS FINL GROUP INC COM 174610105 182 6935 SH DFND 17 6935 0 0 CITIZENS FINL GROUP INC COM 174610105 1184 45000 SH DFND 21 45000 0 0 CITRIX SYS INC COM 177376100 146 1925 SH DFND 17 0 0 1925 CITRIX SYS INC COM 177376100 180 2344 SH DFND 21 2200 0 144 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 32329 29650000 PRN DFND 17 29650000 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1636 1500000 PRN DFND 21 1500000 0 0 CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 838 27355 SH DFND 17 27355 0 0 CLEARWATER PAPER CORP COM 18538R103 63 1385 SH DFND 17 1385 0 0 CLEARWATER PAPER CORP COM 18538R103 291 6400 SH DFND 21 6400 0 0 CLIFFS NAT RES INC PUT 18683K951 7110 4500000 SH Put DFND 4 4500000 0 0 CLIFTON BANCORP INC COM 186873105 277 19295 SH DFND 17 19295 0 0 CLOROX CO DEL COM 189054109 1164 9180 SH DFND 17 9180 0 0 CLOROX CO DEL COM 189054109 588 4587 SH DFND 21 4524 0 63 CLOVIS ONCOLOGY INC COM 189464100 4699 135680 SH DFND 17 119110 0 16570 CLOVIS ONCOLOGY INC COM 189464100 1225 35000 SH DFND 24 35000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 11237 13070000 PRN DFND 17 13070000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 40644 70685000 PRN DFND 17 70685000 0 0 COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 12734 25855000 PRN DFND 17 25855000 0 0 COCA COLA CO COM 191216100 991 23064 SH DFND 4 23064 0 0 COCA COLA CO COM 191216100 119705 2786428 SH DFND 17 2739903 0 46525 COCA COLA CO COM 191216100 14251 329419 SH DFND 21 291892 0 37527 COCA COLA CO CALL 191216900 7655 178200 SH Call DFND 4 178200 0 0 COCA COLA CO PUT 191216950 50895 1184700 SH Put DFND 4 1184700 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 6647 135000 SH DFND 3 135000 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 8 157 SH DFND 21 0 0 157 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 442 6250 SH DFND 21 6250 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 405 6754 SH DFND 4 6754 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 64058 1066635 SH DFND 17 920200 0 146435 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3767 62221 SH DFND 21 23388 0 38833 COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 1525 25400 SH Call DFND 4 25400 0 0 COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 12280 204600 SH Put DFND 4 204600 0 0 COLGATE PALMOLIVE CO COM 194162103 928 13928 SH DFND 4 13928 0 0 COLGATE PALMOLIVE CO COM 194162103 14530 218099 SH DFND 17 218099 0 0 COLGATE PALMOLIVE CO COM 194162103 32499 486168 SH DFND 21 269791 0 216377 COLGATE PALMOLIVE CO COM 194162103 346 5200 SH DFND 24 5200 0 0 COLGATE PALMOLIVE CO CALL 194162903 1446 21700 SH Call DFND 4 21700 0 0 COLGATE PALMOLIVE CO PUT 194162953 20046 300900 SH Put DFND 4 300900 0 0 COLONY CAP INC CL A 19624R106 41766 2144050 SH DFND 4 2144050 0 0 COLONY CAP INC CL A 19624R106 213 10911 SH DFND 17 10911 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 101 5341 SH DFND 17 5341 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 482 25482 SH DFND 21 9356 0 16126 COMFORT SYS USA INC COM 199908104 2231 78506 SH DFND 17 71051 0 7455 COMCAST CORP NEW CL A 20030N101 29884 529571 SH DFND 4 529571 0 0 COMCAST CORP NEW CL A 20030N101 306709 5434828 SH DFND 17 4589865 0 844963 COMCAST CORP NEW CL A 20030N101 8594 152300 SH DFND 20 152300 0 0 COMCAST CORP NEW CL A 20030N101 232795 4113121 SH DFND 21 2866773 0 1246348 COMCAST CORP NEW CL A 20030N101 73 1300 SH DFND 24 1300 0 0 COMCAST CORP NEW CALL 20030N901 5925 105000 SH Call DFND 4 105000 0 0 COMCAST CORP NEW PUT 20030N951 63010 1116600 SH Put DFND 4 1116600 0 0 COMMERCIAL METALS CO COM 201723103 460 33622 SH DFND 17 6222 0 27400 COMMERCIAL METALS CO COM 201723103 3098 225579 SH DFND 21 50608 0 174971 COMMUNITY HEALTH SYS INC NEW COM 203668108 441 16630 SH DFND 17 3930 0 12700 COMMUNITY HEALTH SYS INC NEW COM 203668108 837 31564 SH DFND 21 19436 0 12128 COMMUNITY TR BANCORP INC COM 204149108 21309 609520 SH DFND 3 609520 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1078 718678 SH DFND 17 718678 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1554 1026891 SH DFND 21 603223 0 423668 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 164 15557 SH DFND 21 15557 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 71 12149 SH DFND 17 12149 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 691 115092 SH DFND 21 95347 0 19745 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 340 15635 SH DFND 21 15635 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2892 675816 SH DFND 21 675816 0 0 COMPASS MINERALS INTL INC COM 20451N101 51530 684600 SH DFND 3 672600 0 12000 COMPASS MINERALS INTL INC COM 20451N101 1217 16172 SH DFND 17 16172 0 0 COMPASS MINERALS INTL INC COM 20451N101 4896 64684 SH DFND 21 1352 0 63332 COMPUTER PROGRAMS & SYS INC COM 205306103 320 6435 SH DFND 17 6435 0 0 COMPUTER SCIENCES CORP COM 205363104 9332 285545 SH DFND 17 259750 0 25795 COMPUTER SCIENCES CORP COM 205363104 15179 460172 SH DFND 21 293917 0 166255 CONAGRA FOODS INC COM 205887102 5818 138000 SH DFND 3 138000 0 0 CONAGRA FOODS INC COM 205887102 89 2105 SH DFND 4 2105 0 0 CONAGRA FOODS INC COM 205887102 2241 53156 SH DFND 17 53156 0 0 CONAGRA FOODS INC COM 205887102 993 23558 SH DFND 21 23294 0 264 CONAGRA FOODS INC CALL 205887902 426 10100 SH Call DFND 4 10100 0 0 CONAGRA FOODS INC PUT 205887952 2618 62100 SH Put DFND 4 62100 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 3112 164073 SH DFND 17 160224 0 3849 CONCHO RES INC COM 20605P101 23087 249000 SH DFND 17 244780 0 4220 CONCHO RES INC COM 20605P101 53 583 SH DFND 21 518 0 65 CONCHO RES INC COM 20605P101 1272 13700 SH DFND 24 13700 0 0 CONCHO RES INC PUT 20605P951 26001 280000 SH Put DFND 4 280000 0 0 CONCORDIA HEALTHCARE CORP COM 206519100 456 8220 SH DFND 17 8220 0 0 CONCORDIA HEALTHCARE CORP COM 206519100 4460 80396 SH DFND 21 51166 0 29230 CONNS INC COM 208242107 153 6518 SH DFND 17 6518 0 0 CONNS INC COM 208242107 469 20186 SH DFND 21 17319 0 2867 CONOCOPHILLIPS COM 20825C104 9254 198200 SH DFND 3 198200 0 0 CONOCOPHILLIPS COM 20825C104 9448 202351 SH DFND 4 202351 0 0 CONOCOPHILLIPS COM 20825C104 5888 126105 SH DFND 17 126105 0 0 CONOCOPHILLIPS COM 20825C104 14352 307684 SH DFND 21 277712 0 29972 CONOCOPHILLIPS CALL 20825C904 3371 72200 SH Call DFND 4 72200 0 0 CONOCOPHILLIPS PUT 20825C954 17061 365400 SH Put DFND 4 365400 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 202 9632 SH DFND 17 9632 0 0 CONSOLIDATED EDISON INC COM 209115104 244 3804 SH DFND 4 3804 0 0 CONSOLIDATED EDISON INC COM 209115104 9214 143360 SH DFND 17 15519 0 127841 CONSOLIDATED EDISON INC COM 209115104 55780 858926 SH DFND 21 590151 0 268775 CONSOLIDATED EDISON INC CALL 209115904 398 6200 SH Call DFND 4 6200 0 0 CONSOLIDATED EDISON INC PUT 209115954 4480 69700 SH Put DFND 4 69700 0 0 CONSTANT CONTACT INC COM 210313102 5072 173464 SH DFND 4 173464 0 0 CONSTANT CONTACT INC COM 210313102 6162 210803 SH DFND 21 210803 0 0 CONSTELLATION BRANDS INC CL A 21036P108 122 860 SH DFND 4 860 0 0 CONSTELLATION BRANDS INC CL A 21036P108 21975 154274 SH DFND 17 137514 0 16760 CONSTELLATION BRANDS INC CL A 21036P108 21715 151167 SH DFND 21 26524 0 124643 CONSTELLATION BRANDS INC CL A 21036P108 4886 34300 SH DFND 24 34300 0 0 CONSTELLATION BRANDS INC CALL 21036P908 1168 8200 SH Call DFND 4 8200 0 0 CONSTELLATION BRANDS INC PUT 21036P958 7891 55400 SH Put DFND 4 55400 0 0 CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1064 62000 SH DFND 17 62000 0 0 CONVERGYS CORP COM 212485106 39365 1581567 SH DFND 3 1554567 0 27000 CONVERGYS CORP COM 212485106 15347 616613 SH DFND 17 451981 0 164632 CONVERGYS CORP COM 212485106 40018 1592720 SH DFND 21 1295875 0 296845 COOPER COS INC COM NEW 216648402 5380 40093 SH DFND 17 40093 0 0 COOPER COS INC COM NEW 216648402 1470 10889 SH DFND 21 8509 0 2380 COOPER STD HLDGS INC COM 21676P103 9310 119994 SH DFND 17 107049 0 12945 COOPER STD HLDGS INC COM 21676P103 94 1200 SH DFND 21 0 0 1200 COOPER TIRE & RUBR CO COM 216831107 59 1555 SH DFND 17 1555 0 0 COOPER TIRE & RUBR CO COM 216831107 2506 64808 SH DFND 21 36636 0 28172 CORCEPT THERAPEUTICS INC COM 218352102 118 23720 SH DFND 17 0 0 23720 CORE MARK HOLDING CO INC COM 218681104 34656 422939 SH DFND 17 363433 0 59506 CORE MARK HOLDING CO INC COM 218681104 282 3350 SH DFND 21 0 0 3350 CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 47377 47615000 PRN DFND 17 41265000 0 6350000 CORNING INC COM 219350105 6160 337000 SH DFND 3 337000 0 0 CORNING INC COM 219350105 1715 93825 SH DFND 4 93825 0 0 CORNING INC COM 219350105 8632 472196 SH DFND 17 367831 0 104365 CORNING INC COM 219350105 38487 2088571 SH DFND 21 1152164 0 936407 CORNING INC CALL 219350905 384 21000 SH Call DFND 4 21000 0 0 CORNING INC PUT 219350955 6233 341000 SH Put DFND 4 341000 0 0 CORPBANCA SPONSORED ADR 21987A209 3751 320600 SH DFND 3 320600 0 0 CORPBANCA SPONSORED ADR 21987A209 519 42855 SH DFND 21 38593 0 4262 COSTCO WHSL CORP NEW COM 22160K105 636 3937 SH DFND 4 3937 0 0 COSTCO WHSL CORP NEW COM 22160K105 249660 1545798 SH DFND 17 1441023 0 104775 COSTCO WHSL CORP NEW COM 22160K105 49931 307623 SH DFND 21 303508 0 4115 COSTCO WHSL CORP NEW CALL 22160K905 3036 18800 SH Call DFND 4 18800 0 0 COSTCO WHSL CORP NEW PUT 22160K955 45010 278700 SH Put DFND 4 278700 0 0 COTY INC COM CL A 222070203 1175 45840 SH DFND 17 45840 0 0 COUSINS PPTYS INC COM 222795106 26932 2856000 SH DFND 3 2805700 0 50300 COUSINS PPTYS INC COM 222795106 878 93100 SH DFND 17 93100 0 0 COVENANT TRANSN GROUP INC CL A 22284P105 1105 58479 SH DFND 17 55251 0 3228 COVENANT TRANSN GROUP INC CL A 22284P105 969 51795 SH DFND 21 30542 0 21253 COWEN GROUP INC NEW CL A 223622101 7399 1931916 SH DFND 17 1931916 0 0 COWEN GROUP INC NEW CL A 223622101 457 118508 SH DFND 21 118508 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 2701 21298 SH DFND 17 21298 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 22278 175862 SH DFND 21 163131 0 12731 CRANE CO COM 224399105 67728 1415710 SH DFND 3 1396710 0 19000 CRANE CO COM 224399105 4866 101704 SH DFND 17 101704 0 0 CRANE CO COM 224399105 907 18906 SH DFND 21 10366 0 8540 CREDIT ACCEP CORP MICH COM 225310101 2970 13879 SH DFND 17 13879 0 0 CREDIT ACCEP CORP MICH COM 225310101 23144 109276 SH DFND 21 109276 0 0 CREE INC COM 225447101 217 8120 SH DFND 21 2248 0 5872 CRESCENT PT ENERGY CORP COM 22576C101 623 39418 SH DFND 17 39418 0 0 CRESCENT PT ENERGY CORP COM 22576C101 2240 141816 SH DFND 21 141236 0 580 CRITEO S A SPONS ADS 226718104 68173 1721537 SH DFND 17 1309723 0 411814 CRITEO S A SPONS ADS 226718104 871 21865 SH DFND 21 21865 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 6795 414577 SH DFND 17 404477 0 10100 CROWN CASTLE INTL CORP NEW COM 22822V101 177 2047 SH DFND 4 2047 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 6412 74173 SH DFND 17 74173 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 40462 466063 SH DFND 21 465878 0 185 CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 49737 463660 SH DFND 17 461660 0 2000 CROWN CASTLE INTL CORP NEW CALL 22822V901 1297 15000 SH Call DFND 4 15000 0 0 CROWN CASTLE INTL CORP NEW PUT 22822V951 8559 99000 SH Put DFND 4 99000 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2597 56050 SH DFND 17 56050 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 127 2704 SH DFND 21 2704 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 334 7200 SH DFND 24 7200 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 19159 14405000 PRN DFND 17 14405000 0 0 CUBESMART COM 229663109 18658 609329 SH DFND 17 487762 0 121567 CUBESMART COM 229663109 236 7600 SH DFND 21 0 0 7600 CULLEN FROST BANKERS INC COM 229899109 57996 966600 SH DFND 3 949800 0 16800 CULLEN FROST BANKERS INC COM 229899109 563 9376 SH DFND 17 9376 0 0 CUMMINS INC COM 231021106 4893 55600 SH DFND 3 55600 0 0 CUMMINS INC COM 231021106 3821 43413 SH DFND 4 43413 0 0 CUMMINS INC COM 231021106 2 20 SH DFND 17 20 0 0 CUMMINS INC COM 231021106 1765 19848 SH DFND 21 15535 0 4313 CUMMINS INC PUT 231021956 4356 49500 SH Put DFND 4 49500 0 0 CURTISS WRIGHT CORP COM 231561101 1149 16780 SH DFND 21 16780 0 0 CYNOSURE INC CL A 232577205 23924 535561 SH DFND 17 501566 0 33995 CYNOSURE INC CL A 232577205 84 1900 SH DFND 21 0 0 1900 CYPRESS SEMICONDUCTOR CORP COM 232806109 16069 1638007 SH DFND 17 1458366 0 179641 CYPRESS SEMICONDUCTOR CORP COM 232806109 676 68868 SH DFND 21 58968 0 9900 CYRUSONE INC COM 23283R100 49390 1318824 SH DFND 3 1291424 0 27400 CYRUSONE INC COM 23283R100 10008 267248 SH DFND 17 223490 0 43758 CYRUSONE INC COM 23283R100 113 3000 SH DFND 21 0 0 3000 DCT INDUSTRIAL TRUST INC COM NEW 233153204 7236 193633 SH DFND 4 193633 0 0 D R HORTON INC COM 23331A109 5311 165820 SH DFND 3 165820 0 0 D R HORTON INC COM 23331A109 4271 133337 SH DFND 17 133337 0 0 D R HORTON INC COM 23331A109 6 184 SH DFND 21 0 0 184 DST SYS INC DEL COM 233326107 33762 296000 SH DFND 4 296000 0 0 DST SYS INC DEL COM 233326107 3222 28244 SH DFND 17 23841 0 4403 DST SYS INC DEL COM 233326107 21312 185444 SH DFND 21 84595 0 100849 DTE ENERGY CO COM 233331107 13883 173132 SH DFND 17 166021 0 7111 DTE ENERGY CO COM 233331107 48558 601296 SH DFND 21 421584 0 179712 DANA HLDG CORP COM 235825205 48720 3530400 SH DFND 3 3472800 0 57600 DANA HLDG CORP COM 235825205 849 61525 SH DFND 17 61525 0 0 DANAHER CORP DEL COM 235851102 595 6403 SH DFND 4 6403 0 0 DANAHER CORP DEL COM 235851102 88120 948755 SH DFND 17 816445 0 132310 DANAHER CORP DEL COM 235851102 45831 491988 SH DFND 21 485567 0 6421 DANAHER CORP DEL COM 235851102 10206 109884 SH DFND 24 109884 0 0 DANAHER CORP DEL CALL 235851902 2526 27200 SH Call DFND 4 27200 0 0 DANAHER CORP DEL PUT 235851952 20183 217300 SH Put DFND 4 217300 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 1285 475000 PRN DFND 17 475000 0 0 DARDEN RESTAURANTS INC COM 237194105 4029 63316 SH DFND 17 63316 0 0 DARDEN RESTAURANTS INC COM 237194105 42000 655445 SH DFND 21 631911 0 23534 DAVITA HEALTHCARE PARTNERS I COM 23918K108 17428 250000 SH DFND 4 250000 0 0 DAVITA HEALTHCARE PARTNERS I COM 23918K108 605 8680 SH DFND 17 8680 0 0 DAVITA HEALTHCARE PARTNERS I COM 23918K108 258 3707 SH DFND 21 3588 0 119 DEAN FOODS CO NEW COM NEW 242370203 7393 431095 SH DFND 17 431095 0 0 DEAN FOODS CO NEW COM NEW 242370203 3453 201331 SH DFND 24 201331 0 0 DEERE & CO COM 244199105 3867 50698 SH DFND 4 50698 0 0 DEERE & CO COM 244199105 59574 781100 SH DFND 17 777400 0 3700 DEERE & CO COM 244199105 2979 38887 SH DFND 21 36781 0 2106 DEERE & CO CALL 244199905 1091 14300 SH Call DFND 4 14300 0 0 DEERE & CO PUT 244199955 12005 157400 SH Put DFND 4 157400 0 0 DELEK US HLDGS INC COM 246647101 41798 1699100 SH DFND 3 1699100 0 0 DELEK US HLDGS INC COM 246647101 354 14379 SH DFND 17 1879 0 12500 DELEK US HLDGS INC COM 246647101 6059 246812 SH DFND 21 53989 0 192823 DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 22165 621030 SH DFND 3 589169 0 31861 DELTA AIR LINES INC DEL COM NEW 247361702 319 6298 SH DFND 4 6298 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 24274 475244 SH DFND 21 297849 0 177395 DELTA AIR LINES INC DEL CALL 247361902 1303 25700 SH Call DFND 4 25700 0 0 DELTA AIR LINES INC DEL PUT 247361952 19734 389300 SH Put DFND 4 389300 0 0 DENBURY RES INC COM NEW 247916208 1240 613905 SH DFND 17 613905 0 0 DENBURY RES INC COM NEW 247916208 36 18429 SH DFND 21 17809 0 620 DELUXE CORP COM 248019101 51884 951300 SH DFND 3 935300 0 16000 DELUXE CORP COM 248019101 6913 126760 SH DFND 17 70760 0 56000 DELUXE CORP COM 248019101 19093 346477 SH DFND 21 165472 0 181005 DENTSPLY INTL INC NEW PUT 249030957 974 16000 SH Put DFND 21 16000 0 0 DERMIRA INC COM 24983L104 3671 105627 SH DFND 17 105627 0 0 DERMIRA INC COM 24983L104 519 15000 SH DFND 24 15000 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 33802 29515000 PRN DFND 17 26605000 0 2910000 DEVON ENERGY CORP NEW COM 25179M103 35 1100 SH DFND 3 1100 0 0 DEVON ENERGY CORP NEW COM 25179M103 12111 378472 SH DFND 4 378472 0 0 DEVON ENERGY CORP NEW COM 25179M103 2398 74927 SH DFND 17 74927 0 0 DEVON ENERGY CORP NEW COM 25179M103 8803 282558 SH DFND 21 257916 0 24642 DEVON ENERGY CORP NEW CALL 25179M903 262 8200 SH Call DFND 4 8200 0 0 DEVON ENERGY CORP NEW PUT 25179M953 19424 607000 SH Put DFND 4 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HAWAIIAN HOLDINGS INC COM 419879101 14232 393754 SH DFND 21 114426 0 279328 HEALTHSOUTH CORP COM NEW 421924309 2073 59555 SH DFND 17 39515 0 20040 HEALTHSOUTH CORP COM NEW 421924309 6544 187689 SH DFND 21 146918 0 40771 HEALTH NET INC COM 42222G108 4396 64219 SH DFND 17 6405 0 57814 HEALTH NET INC COM 42222G108 4245 61950 SH DFND 21 37107 0 24843 HEARTLAND PMT SYS INC COM 42235N108 3818 40183 SH DFND 21 36339 0 3844 HELMERICH & PAYNE INC COM 423452101 12 220 SH DFND 3 220 0 0 HELMERICH & PAYNE INC COM 423452101 232 4331 SH DFND 17 4331 0 0 HELMERICH & PAYNE INC COM 423452101 5506 103372 SH DFND 21 101572 0 1800 HENRY JACK & ASSOC INC COM 426281101 1852 23729 SH DFND 17 23729 0 0 HENRY JACK & ASSOC INC COM 426281101 18059 229489 SH DFND 21 190603 0 38886 HERITAGE COMMERCE CORP COM 426927109 2369 198065 SH DFND 17 187234 0 10831 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 121760 152200000 PRN DFND 17 145565000 0 6635000 HERCULES OFFSHORE INC COM NEW 427093307 1414 651529 SH DFND 17 651529 0 0 HERITAGE INS HLDGS INC COM 42727J102 353 16191 SH DFND 17 16191 0 0 HERITAGE INS HLDGS INC COM 42727J102 3239 147359 SH DFND 21 81447 0 65912 HERON THERAPEUTICS INC COM 427746102 9609 349091 SH DFND 17 321611 0 27480 HERON THERAPEUTICS INC COM 427746102 2611 97800 SH DFND 24 97800 0 0 HERSHEY CO COM 427866108 2063 23110 SH DFND 17 23110 0 0 HERSHEY CO COM 427866108 3625 40612 SH DFND 20 40612 0 0 HERSHEY CO COM 427866108 76 848 SH DFND 21 766 0 82 HESKA CORP COM RESTRC NEW 42805E306 1694 43796 SH DFND 17 41346 0 2450 HESS CORP COM 42809H107 2489 51351 SH DFND 4 51351 0 0 HESS CORP COM 42809H107 2219 46060 SH DFND 21 45917 0 143 HESS CORP PUT 42809H957 2899 59800 SH Put DFND 4 59800 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 5114 336468 SH DFND 17 336468 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 21009 1378481 SH DFND 21 1052940 0 325541 HEXCEL CORP NEW COM 428291108 3971 85480 SH DFND 21 75847 0 9633 HEXCEL CORP NEW COM 428291108 8092 174200 SH DFND 24 174200 0 0 HILL ROM HLDGS INC COM 431475102 1765 36723 SH DFND 17 30073 0 6650 HILL ROM HLDGS INC COM 431475102 3186 66078 SH DFND 21 63858 0 2220 HILLENBRAND INC COM 431571108 34080 1150200 SH DFND 3 1150200 0 0 HILLENBRAND INC COM 431571108 96 3200 SH DFND 21 3200 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 1575 73599 SH DFND 4 68426 0 5173 HOLLYFRONTIER CORP COM 436106108 10975 275123 SH DFND 3 275123 0 0 HOLLYFRONTIER CORP COM 436106108 7378 184958 SH DFND 17 40420 0 144538 HOLLYFRONTIER CORP COM 436106108 11262 282538 SH DFND 21 151977 0 130561 HOLOGIC INC COM 436440101 6850 177045 SH DFND 17 141315 0 35730 HOLOGIC INC COM 436440101 5571 143979 SH DFND 20 143979 0 0 HOLOGIC INC COM 436440101 23267 595602 SH DFND 21 571436 0 24166 HOLOGIC INC FRNT 2.000%12/1 436440AB7 13324 7995000 PRN DFND 17 6925000 0 1070000 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 64508 48140000 PRN DFND 17 44285000 0 3855000 HOLOGIC INC FRNT 12/1 436440AG6 52439 41250000 PRN DFND 17 41225000 0 25000 HOME BANCSHARES INC COM 436893200 36 880 SH DFND 17 880 0 0 HOME BANCSHARES INC COM 436893200 717 17700 SH DFND 21 13879 0 3821 HOME DEPOT INC COM 437076102 1587 12002 SH DFND 4 12002 0 0 HOME DEPOT INC COM 437076102 249794 1888531 SH DFND 17 1774306 0 114225 HOME DEPOT INC COM 437076102 107877 811807 SH DFND 21 619366 0 192441 HOME DEPOT INC COM 437076102 145 1100 SH DFND 24 1100 0 0 HOME DEPOT INC CALL 437076902 6613 50000 SH Call DFND 4 50000 0 0 HOME DEPOT INC PUT 437076952 88898 672200 SH Put DFND 4 672200 0 0 HONEYWELL INTL INC COM 438516106 383 3696 SH DFND 4 3696 0 0 HONEYWELL INTL INC COM 438516106 2465 23604 SH DFND 21 23230 0 374 HONEYWELL INTL INC CALL 438516906 4712 45500 SH Call DFND 4 45500 0 0 HONEYWELL INTL INC PUT 438516956 24287 234500 SH Put DFND 4 234500 0 0 HOOKER FURNITURE CORP COM 439038100 279 11068 SH DFND 17 0 0 11068 HORACE MANN EDUCATORS CORP N COM 440327104 1096 32319 SH DFND 21 32319 0 0 HORIZON BANCORP IND COM 440407104 308 11000 SH DFND 17 11000 0 0 HORMEL FOODS CORP COM 440452100 5608 70915 SH DFND 17 68415 0 2500 HORMEL FOODS CORP COM 440452100 8734 110192 SH DFND 21 66393 0 43799 HORMEL FOODS CORP COM 440452100 2904 36720 SH DFND 24 36720 0 0 HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 7743 13350000 PRN DFND 17 13350000 0 0 HORTONWORKS INC COM 440894103 1220 55710 SH DFND 17 44130 0 11580 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 25 950 SH DFND 3 950 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 608 23248 SH DFND 17 23248 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 39 1483 SH DFND 21 1353 0 130 HOST HOTELS & RESORTS INC COM 44107P104 31605 2060332 SH DFND 4 2060332 0 0 HOST HOTELS & RESORTS INC COM 44107P104 10 639 SH DFND 17 639 0 0 HOST HOTELS & RESORTS INC COM 44107P104 12 768 SH DFND 21 0 0 768 HOULIHAN LOKEY INC CL A 441593100 17582 670800 SH DFND 3 647500 0 23300 HOULIHAN LOKEY INC CL A 441593100 653 24918 SH DFND 17 24918 0 0 HUANENG PWR INTL INC SPON ADR H SHS 443304100 731 21432 SH DFND 21 18641 0 2791 HUDBAY MINERALS INC PUT 443628952 504 95000 SH Put DFND 4 95000 0 0 HUMANA INC COM 444859102 180 1008 SH DFND 4 1008 0 0 HUMANA INC COM 444859102 13695 76522 SH DFND 21 73359 0 3163 HUMANA INC CALL 444859902 1321 7400 SH Call DFND 4 7400 0 0 HUMANA INC PUT 444859952 8640 48400 SH Put DFND 4 48400 0 0 HUNTINGTON BANCSHARES INC COM 446150104 663 59939 SH DFND 17 59939 0 0 HUNTINGTON BANCSHARES INC COM 446150104 7108 642719 SH DFND 21 246819 0 395900 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 32385 23725 SH DFND 17 23725 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 7890 62200 SH DFND 3 62200 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 2933 23120 SH DFND 17 21710 0 1410 HUNTINGTON INGALLS INDS INC COM 446413106 12912 101365 SH DFND 21 27169 0 74196 HUNTSMAN CORP COM 447011107 3283 288700 SH DFND 3 288700 0 0 HUNTSMAN CORP COM 447011107 6 520 SH DFND 17 520 0 0 HUNTSMAN CORP COM 447011107 1060 93773 SH DFND 21 66582 0 27191 HURON CONSULTING GROUP INC COM 447462102 343 5767 SH DFND 17 5767 0 0 HURON CONSULTING GROUP INC COM 447462102 5072 85789 SH DFND 21 85789 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 28127 28555000 PRN DFND 17 25530000 0 3025000 IDT CORP CL B NEW 448947507 71 6107 SH DFND 17 6107 0 0 IDT CORP CL B NEW 448947507 363 30635 SH DFND 21 19018 0 11617 IAC INTERACTIVECORP COM PAR $.001 44919P508 771 12839 SH DFND 17 7584 0 5255 IAC INTERACTIVECORP COM PAR $.001 44919P508 2016 33545 SH DFND 21 17512 0 16033 ICF INTL INC COM 44925C103 19 526 SH DFND 17 526 0 0 ICF INTL INC COM 44925C103 995 27887 SH DFND 21 17253 0 10634 ICU MED INC COM 44930G107 1564 13870 SH DFND 17 7685 0 6185 IGI LABS INC NOTE 3.750%12/1 449575AB5 18796 19825000 PRN DFND 17 19825000 0 0 IPG PHOTONICS CORP COM 44980X109 3824 42885 SH DFND 17 33685 0 9200 ITT CORP NEW COM NEW 450911201 57422 1581015 SH DFND 3 1552915 0 28100 ITT CORP NEW COM NEW 450911201 4438 122199 SH DFND 17 122199 0 0 ICICI BK LTD ADR 45104G104 95235 12162800 SH DFND 3 9034100 0 3128700 ICICI BK LTD ADR 45104G104 5618 718854 SH DFND 20 286159 0 432695 ICICI BK LTD ADR 45104G104 1012 129665 SH DFND 21 77545 0 52120 ICICI BK LTD ADR 45104G104 752 96000 SH DFND 25 96000 0 0 ICONIX BRAND GROUP INC COM 451055107 574 84069 SH DFND 17 84069 0 0 ICONIX BRAND GROUP INC COM 451055107 1146 174043 SH DFND 21 103932 0 70111 ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 7250 8100000 PRN DFND 17 8000000 0 100000 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 8635 17270000 PRN DFND 17 17230000 0 40000 IDACORP INC COM 451107106 145 2135 SH DFND 17 2135 0 0 IDACORP INC COM 451107106 1197 17563 SH DFND 21 16059 0 1504 IDEX CORP COM 45167R104 17640 230256 SH DFND 17 230256 0 0 IDEX CORP COM 45167R104 16560 216161 SH DFND 21 125608 0 90553 IDEX CORP COM 45167R104 4712 61500 SH DFND 24 61500 0 0 IHS INC CL A 451734107 1736 14633 SH DFND 21 14633 0 0 ILLINOIS TOOL WKS INC COM 452308109 12960 139835 SH DFND 3 139835 0 0 ILLINOIS TOOL WKS INC COM 452308109 218 2347 SH DFND 4 2347 0 0 ILLINOIS TOOL WKS INC COM 452308109 1880 20287 SH DFND 17 20287 0 0 ILLINOIS TOOL WKS INC COM 452308109 6433 69058 SH DFND 21 6568 0 62490 ILLINOIS TOOL WKS INC CALL 452308909 955 10300 SH Call DFND 4 10300 0 0 ILLINOIS TOOL WKS INC PUT 452308959 11010 118800 SH Put DFND 4 118800 0 0 ILLUMINA INC CALL 452327909 537 2800 SH Call DFND 4 2800 0 0 ILLUMINA INC PUT 452327959 2342 12200 SH Put DFND 4 12200 0 0 ILLUMINA INC NOTE 6/1 452327AF6 52715 48585000 PRN DFND 17 42125000 0 6460000 ILLUMINA INC NOTE 6/1 452327AF6 6185 5700000 PRN DFND 21 2700000 0 3000000 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 87224 74870000 PRN DFND 17 74870000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 2447 2100000 PRN DFND 21 2100000 0 0 IMPAC MTG HLDGS INC COM NEW 45254P508 202 11235 SH DFND 17 0 0 11235 IMPAX LABORATORIES INC COM 45256B101 7400 172483 SH DFND 17 172483 0 0 IMPAX LABORATORIES INC COM 45256B101 770 18000 SH DFND 24 18000 0 0 IMPERVA INC COM 45321L100 63047 995852 SH DFND 17 799431 0 196421 INC RESH HLDGS INC CL A 45329R109 230 4750 SH DFND 17 0 0 4750 INCONTACT INC COM 45336E109 3591 376363 SH DFND 17 365963 0 10400 INCYTE CORP COM 45337C102 26463 243125 SH DFND 17 219375 0 23750 INCYTE CORP COM 45337C102 7808 72000 SH DFND 24 72000 0 0 INCYTE CORP NOTE 0.375%11/1 45337CAM4 48291 23210000 PRN DFND 17 20805000 0 2405000 INDEPENDENCE CONTRACT DRIL I COM 453415309 1054 208810 SH DFND 17 197268 0 11542 INDEPENDENT BANK CORP MASS COM 453836108 225 4833 SH DFND 17 4833 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1440 29254 SH DFND 17 29254 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 5153 104948 SH DFND 21 75876 0 29072 INFOBLOX INC COM 45672H104 10 530 SH DFND 17 530 0 0 INFOBLOX INC COM 45672H104 4322 235035 SH DFND 20 235035 0 0 INFORMATION SERVICES GROUP I COM 45675Y104 1543 426188 SH DFND 17 402588 0 23600 INFOSYS LTD SPONSORED ADR 456788108 2009 119932 SH DFND 17 85440 0 34492 INFOSYS LTD SPONSORED ADR 456788108 19880 1185008 SH DFND 20 1185008 0 0 INFOSYS LTD SPONSORED ADR 456788108 2333 138959 SH DFND 21 102870 0 36089 ING GROEP N V DBCV 6.000%12/2 456837AE3 1055250 10500000 PRN DFND 4 10500000 0 0 ING GROEP N V DBCV 6.500%12/2 456837AF0 10275322 104650000 PRN DFND 4 104650000 0 0 INGLES MKTS INC CL A 457030104 19849 450287 SH DFND 3 428454 0 21833 INGLES MKTS INC CL A 457030104 1804 40929 SH DFND 17 1913 0 39016 INGLES MKTS INC CL A 457030104 3806 86870 SH DFND 21 37346 0 49524 INGRAM MICRO INC CL A 457153104 17572 578400 SH DFND 17 438900 0 139500 INGRAM MICRO INC CL A 457153104 3897 125759 SH DFND 21 27079 0 98680 INGREDION INC COM 457187102 70183 732290 SH DFND 3 720590 0 11700 INGREDION INC COM 457187102 14852 154964 SH DFND 17 153319 0 1645 INGREDION INC COM 457187102 6361 65678 SH DFND 21 17941 0 47737 INGREDION INC COM 457187102 4562 47600 SH DFND 24 47600 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 1811 170484 SH DFND 21 170484 0 0 INSIGHT ENTERPRISES INC COM 45765U103 792 30793 SH DFND 21 26040 0 4753 INNOSPEC INC COM 45768S105 120 2215 SH DFND 17 2215 0 0 INNOSPEC INC COM 45768S105 908 16674 SH DFND 21 8953 0 7721 INPHI CORP COM 45772F107 7586 280762 SH DFND 17 280762 0 0 INNOPHOS HOLDINGS INC COM 45774N108 24121 832320 SH DFND 3 814920 0 17400 INNOPHOS HOLDINGS INC COM 45774N108 64 2206 SH DFND 21 0 0 2206 INSTEEL INDUSTRIES INC COM 45774W108 45 2152 SH DFND 17 2152 0 0 INSTEEL INDUSTRIES INC COM 45774W108 527 25182 SH DFND 21 25182 0 0 INSPERITY INC COM 45778Q107 439 9118 SH DFND 17 3361 0 5757 INSPERITY INC COM 45778Q107 8152 168517 SH DFND 21 127921 0 40596 INOGEN INC COM 45780L104 26040 649538 SH DFND 17 593599 0 55939 INOGEN INC COM 45780L104 135 3300 SH DFND 21 0 0 3300 INSTALLED BLDG PRODS INC COM 45780R101 18303 737139 SH DFND 17 625139 0 112000 INSTALLED BLDG PRODS INC COM 45780R101 131 5300 SH DFND 21 0 0 5300 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1340 50870 SH DFND 17 20650 0 30220 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 16643 15750000 PRN DFND 17 13555000 0 2195000 INTEL CORP COM 458140100 173622 5039827 SH DFND 3 5035127 0 4700 INTEL CORP COM 458140100 1580 45859 SH DFND 4 45859 0 0 INTEL CORP COM 458140100 491379 14261368 SH DFND 17 12472550 0 1788818 INTEL CORP COM 458140100 248169 7142844 SH DFND 21 4965071 0 2177773 INTEL CORP COM 458140100 59 1700 SH DFND 24 1700 0 0 INTEL CORP CALL 458140900 5109 148300 SH Call DFND 4 148300 0 0 INTEL CORP PUT 458140950 66416 1927900 SH Put DFND 4 1927900 0 0 INTEL CORP SDCV 12/1 458140AD2 51275 400000 PRN DFND 4 400000 0 0 INTEL CORP SDCV 12/1 458140AD2 17990 14000000 PRN DFND 21 7000000 0 7000000 INTEL CORP SDCV 3.250% 8/0 458140AF7 205236 123080000 PRN DFND 17 115685000 0 7395000 INTERCEPT PHARMACEUTICALS IN COM 45845P108 1252 8345 SH DFND 17 8345 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 553 3700 SH DFND 24 3700 0 0 INTERFACE INC COM 458665304 513 26785 SH DFND 17 0 0 26785 INTERCONTINENTAL EXCHANGE IN COM 45866F104 416 1623 SH DFND 4 1623 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 27094 105698 SH DFND 17 103858 0 1840 INTERCONTINENTAL EXCHANGE IN COM 45866F104 55937 217887 SH DFND 21 217825 0 62 INTERCONTINENTAL EXCHANGE IN CALL 45866F904 2665 10400 SH Call DFND 4 10400 0 0 INTERCONTINENTAL EXCHANGE IN PUT 45866F954 10635 41500 SH Put DFND 4 41500 0 0 INTERNAP CORP COM PAR $.001 45885A300 2850 445320 SH DFND 17 433620 0 11700 INTERNATIONAL BANCSHARES COR COM 459044103 36450 1418281 SH DFND 3 1418281 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 212 8253 SH DFND 17 8253 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 93 3500 SH DFND 21 3500 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 411521 2990267 SH DFND 3 2987167 0 3100 INTERNATIONAL BUSINESS MACHS COM 459200101 11295 82075 SH DFND 4 82075 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 150712 1095132 SH DFND 17 1035636 0 59496 INTERNATIONAL BUSINESS MACHS COM 459200101 28366 204838 SH DFND 21 173324 0 31514 INTERNATIONAL BUSINESS MACHS COM 459200101 83 600 SH DFND 24 600 0 0 INTERNATIONAL BUSINESS MACHS CALL 459200901 6028 43800 SH Call DFND 4 43800 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 37790 274600 SH Put DFND 4 274600 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 14450 105000 SH Put DFND 17 105000 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 7344 61387 SH DFND 17 49932 0 11455 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 114899 958465 SH DFND 21 773104 0 185361 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 431 3600 SH DFND 24 3600 0 0 INTL PAPER CO COM 460146103 205195 5442841 SH DFND 3 5437541 0 5300 INTL PAPER CO COM 460146103 42444 1125838 SH DFND 4 1125838 0 0 INTL PAPER CO COM 460146103 36227 960941 SH DFND 17 954666 0 6275 INTL PAPER CO COM 460146103 11768 308887 SH DFND 21 284250 0 24637 INTL PAPER CO CALL 460146903 630 16700 SH Call DFND 4 16700 0 0 INTL PAPER CO PUT 460146953 7020 186200 SH Put DFND 4 186200 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1235 53061 SH DFND 17 53061 0 0 INTERPUBLIC GROUP COS INC COM 460690100 18951 807454 SH DFND 21 807078 0 376 INTERSIL CORP CL A 46069S109 328 25310 SH DFND 21 25310 0 0 INTERSECT ENT INC COM 46071F103 17723 787686 SH DFND 17 716914 0 70772 INTERSECT ENT INC COM 46071F103 100 4500 SH DFND 21 0 0 4500 INTL FCSTONE INC COM 46116V105 750 22400 SH DFND 17 0 0 22400 INTL FCSTONE INC COM 46116V105 636 18904 SH DFND 21 18904 0 0 INTRA CELLULAR THERAPIES INC COM 46116X101 8786 163336 SH DFND 17 163336 0 0 INTRALINKS HLDGS INC COM 46118H104 1914 211013 SH DFND 17 211013 0 0 INTUIT COM 461202103 231 2391 SH DFND 4 2391 0 0 INTUIT COM 461202103 78738 815943 SH DFND 17 597633 0 218310 INTUIT COM 461202103 23449 241294 SH DFND 21 186813 0 54481 INTUIT CALL 461202903 907 9400 SH Call DFND 4 9400 0 0 INTUIT CALL 461202903 24646 256200 SH Call DFND 17 256200 0 0 INTUIT PUT 461202953 8637 89500 SH Put DFND 4 89500 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 341 624 SH DFND 4 624 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 21468 39250 SH DFND 17 38500 0 750 INTUITIVE SURGICAL INC COM NEW 46120E602 423 774 SH DFND 21 747 0 27 INTUITIVE SURGICAL INC CALL 46120E902 819 1500 SH Call DFND 4 1500 0 0 INTUITIVE SURGICAL INC PUT 46120E952 6117 11200 SH Put DFND 4 11200 0 0 IRADIMED CORP COM 46266A109 1917 68403 SH DFND 17 64635 0 3768 IRIDIUM COMMUNICATIONS INC COM 46269C102 26 3134 SH DFND 17 3134 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 481 56705 SH DFND 21 56705 0 0 IRON MTN INC NEW COM 46284V101 47268 1750000 SH DFND 4 1750000 0 0 IRON MTN INC NEW COM 46284V101 5 168 SH DFND 17 168 0 0 IRON MTN INC NEW COM 46284V101 5 169 SH DFND 21 0 0 169 ISHARES GL MET&MINPR ETF 464286368 137 16280 SH DFND 9000 0 7280 ISHARES MSCI WORLD ETF 464286392 8919 128153 SH DFND 25 128153 0 0 ISHARES EM MK MINVOL ETF 464286533 428 8791 SH DFND 17 8791 0 0 ISHARES EM MK MINVOL ETF 464286533 14111 290000 SH DFND 25 290000 0 0 ISHARES MSCI BRIC INDX 464286657 464 15838 SH DFND 0 0 15838 ISHARES MSCI TAIWAN ETF 464286731 600 47000 SH DFND 26900 0 20100 ISHARES MSCI TAIWAN ETF 464286731 12987 1016985 SH DFND 4 1016985 0 0 ISHARES MSCI STH KOR ETF 464286772 1854 37326 SH DFND 17 37326 0 0 ISHARES MSCI STH KOR ETF 464286772 298 6000 SH DFND 24 6000 0 0 ISHARES TR TIPS BD ETF 464287176 677 6170 SH DFND 3400 0 2770 ISHARES TR CORE S&P500 ETF 464287200 566 2764 SH DFND 4 2764 0 0 ISHARES TR CORE US AGGBD ET 464287226 57474 532114 SH DFND 17 532114 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 64913 2016566 SH DFND 4 2016566 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 338 10500 SH DFND 17 10500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 624 19400 SH DFND 24 19400 0 0 ISHARES TR IBOXX INV CP ETF 464287242 389036 3412299 SH DFND 4 3412299 0 0 ISHARES TR IBOXX INV CP ETF 464287242 10424 91433 SH DFND 17 91433 0 0 ISHARES TR IBOXX INV CP ETF 464287242 570 5000 SH DFND 24 5000 0 0 ISHARES TR IBOXX INV CP ETF 464287242 12769 112000 SH DFND 25 112000 0 0 ISHARES TR GLOBAL TECH ETF 464287291 5169 53000 SH DFND 24 0 0 53000 ISHARES TR S&P 500 VAL ETF 464287408 708 8000 SH DFND 17 8000 0 0 ISHARES TR 7-10 Y TR BD ETF 464287440 17 165 SH DFND 17 165 0 0 ISHARES TR 7-10 Y TR BD ETF 464287440 5702 54000 SH DFND 24 0 0 54000 ISHARES TR MSCI EAFE ETF 464287465 38657 657994 SH DFND 4 657994 0 0 ISHARES TR MSCI EAFE ETF 464287465 53297 907654 SH DFND 17 907654 0 0 ISHARES TR NASDQ BIOTEC ETF 464287556 3749 11080 SH DFND 24 11080 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 71439 730013 SH DFND 17 730013 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 2597 28245 SH DFND 17 28245 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 6310 56026 SH DFND 17 56026 0 0 ISHARES TR CORE US VAL ETF 464287663 2122 16656 SH DFND 17 16656 0 0 ISHARES TR U.S. TECH ETF 464287721 7492 70000 SH DFND 24 0 0 70000 ISHARES TR CALL 464287904 43457 1350000 SH Call DFND 4 1350000 0 0 ISHARES TR PUT 464287954 544603 16918400 SH Put DFND 4 16918400 0 0 ISHARES TR PUT 464287954 10172 316000 SH Put DFND 21 316000 0 0 ISHARES TR PUT 464287955 251104 3116288 SH Put DFND 4 3116288 0 0 ISHARES TR PUT 464287956 25544 75500 SH Put DFND 4 75500 0 0 ISHARES TR PUT 464287959 75748 1008500 SH Put DFND 4 1008500 0 0 ISHARES TR MSCI AC ASIA ETF 464288182 641 12000 SH DFND 24 12000 0 0 ISHARES TR MSCI ACWI EX US 464288240 2213 55878 SH DFND 17 55878 0 0 ISHARES TR MSCI ACWI ETF 464288257 101584 1819844 SH DFND 4 1819844 0 0 ISHARES TR MSCI ACWI ETF 464288257 35185 630330 SH DFND 17 630330 0 0 ISHARES TR MSCI ACWI ETF 464288257 27129 486000 SH DFND 24 16000 0 470000 ISHARES TR JP MOR EM MK ETF 464288281 296 2800 SH DFND 500 0 2300 ISHARES TR JP MOR EM MK ETF 464288281 6448 60953 SH DFND 17 60953 0 0 ISHARES TR JP MOR EM MK ETF 464288281 68706 649515 SH DFND 25 649515 0 0 ISHARES TR IBOXX HI YD ETF 464288513 2638 32737 SH DFND 17 32737 0 0 ISHARES TR IBOXX HI YD ETF 464288513 572 7100 SH DFND 24 7100 0 0 ISHARES TR IBOXX HI YD ETF 464288513 700 8685 SH DFND 25 8685 0 0 ISHARES TR MBS ETF 464288588 13391 124338 SH DFND 17 124338 0 0 ISHARES TR 3-7 YR TR BD ETF 464288661 8 66 SH DFND 17 66 0 0 ISHARES TR 3-7 YR TR BD ETF 464288661 20660 168500 SH DFND 24 0 0 168500 ISHARES TR U.S. PFD STK ETF 464288687 493 12700 SH DFND 6200 0 6500 ISHARES TR CHINA ETF 46429B671 15012 336451 SH DFND 4 336451 0 0 ISHARES TR EAFE MIN VOL ETF 46429B689 7146 110162 SH DFND 17 110162 0 0 ISHARES TR USA MIN VOL ETF 46429B697 12736 304554 SH DFND 17 304554 0 0 ISHARES TR USA MIN VOL ETF 46429B697 23461 561000 SH DFND 25 561000 0 0 ISHARES TR MSCI USA QLT FAC 46432F339 2251 34860 SH DFND 16100 0 18760 ISHARES TR MSCI USA QLT FAC 46432F339 2325 36000 SH DFND 17 36000 0 0 ISHARES TR MSCI USA QLT FAC 46432F339 21760 337000 SH DFND 25 337000 0 0 ISHARES TR MSCI USAVALFCT 46432F388 871 14000 SH DFND 8200 0 5800 ISHARES TR MSCI USAVALFCT 46432F388 20197 324500 SH DFND 25 324500 0 0 ISHARES TR MSCI USAMOMFCT 46432F396 905 12350 SH DFND 7200 0 5150 ISHARES TR MSCI USAMOMFCT 46432F396 2052 28000 SH DFND 17 28000 0 0 ISHARES TR MSCI USAMOMFCT 46432F396 22866 312000 SH DFND 25 312000 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 946 67915 SH DFND 17 21155 0 46760 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 551 84700 SH DFND 17 84700 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3285 503048 SH DFND 21 503048 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 49658 53000000 PRN DFND 17 52825000 0 175000 JPMORGAN CHASE & CO COM 46625H100 428052 6482691 SH DFND 3 6476091 0 6600 JPMORGAN CHASE & CO COM 46625H100 91280 1382402 SH DFND 4 1381577 0 825 JPMORGAN CHASE & CO COM 46625H100 201863 3056493 SH DFND 17 2985608 0 70885 JPMORGAN CHASE & CO COM 46625H100 284756 4288711 SH DFND 21 3147443 0 1141268 JPMORGAN CHASE & CO COM 46625H100 106 1600 SH DFND 24 1600 0 0 JPMORGAN CHASE & CO CALL 46625H900 8617 130500 SH Call DFND 4 130500 0 0 JPMORGAN CHASE & CO PUT 46625H950 122182 1850400 SH Put DFND 4 1850400 0 0 JABIL CIRCUIT INC COM 466313103 9316 400000 SH DFND 4 400000 0 0 JABIL CIRCUIT INC COM 466313103 6341 272284 SH DFND 17 186077 0 86207 JABIL CIRCUIT INC COM 466313103 18541 792568 SH DFND 21 613542 0 179026 JACK IN THE BOX INC COM 466367109 312 4071 SH DFND 17 4071 0 0 JACK IN THE BOX INC COM 466367109 1781 23215 SH DFND 21 8990 0 14225 JACOBS ENGR GROUP INC DEL COM 469814107 1801 42467 SH DFND 21 42398 0 69 JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 560 400000 PRN DFND 17 400000 0 0 JARDEN CORP COM 471109108 10244 179349 SH DFND 17 179349 0 0 JARDEN CORP COM 471109108 6243 109396 SH DFND 21 103154 0 6242 JARDEN CORP NOTE 1.875% 9/1 471109AH1 16457 9030000 PRN DFND 17 7735000 0 1295000 JARDEN CORP NOTE 1.125% 3/1 471109AM0 103757 84960000 PRN DFND 17 79950000 0 5010000 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 38549 36725000 PRN DFND 17 36725000 0 0 JD COM INC SPON ADR CL A 47215P106 8268 256265 SH DFND 17 196760 0 59505 JD COM INC SPON ADR CL A 47215P106 387 12000 SH DFND 24 12000 0 0 JETBLUE AIRWAYS CORP COM 477143101 5790 255609 SH DFND 17 41768 0 213841 JETBLUE AIRWAYS CORP COM 477143101 46828 2044816 SH DFND 21 1336474 0 708342 JIAYUAN COM INTL LTD SPONSORED ADR 477374102 24 3200 SH DFND 17 3200 0 0 JIAYUAN COM INTL LTD SPONSORED ADR 477374102 1238 166111 SH DFND 21 166111 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 739 26700 SH DFND 24 26700 0 0 JOHNSON & JOHNSON COM 478160104 214342 2086663 SH DFND 3 2086663 0 0 JOHNSON & JOHNSON COM 478160104 3981 38752 SH DFND 4 38752 0 0 JOHNSON & JOHNSON COM 478160104 136053 1324501 SH DFND 17 1027482 0 297019 JOHNSON & JOHNSON COM 478160104 326066 3156627 SH DFND 21 2094218 0 1062409 JOHNSON & JOHNSON COM 478160104 82 800 SH DFND 24 800 0 0 JOHNSON & JOHNSON CALL 478160904 12244 119200 SH Call DFND 4 119200 0 0 JOHNSON & JOHNSON PUT 478160954 113382 1103800 SH Put DFND 4 1103800 0 0 JOHNSON CTLS INC COM 478366107 2284 57831 SH DFND 4 57831 0 0 JOHNSON CTLS INC COM 478366107 96549 2444900 SH DFND 17 2428400 0 16500 JOHNSON CTLS INC COM 478366107 2005 50537 SH DFND 21 0 0 50537 JOHNSON CTLS INC CALL 478366907 731 18500 SH Call DFND 4 18500 0 0 JOHNSON CTLS INC PUT 478366957 6002 152000 SH Put DFND 4 152000 0 0 JONES LANG LASALLE INC COM 48020Q107 357 2231 SH DFND 17 2231 0 0 JONES LANG LASALLE INC COM 48020Q107 1900 11886 SH DFND 21 3977 0 7909 JOY GLOBAL INC COM 481165108 0 1 SH DFND 4 1 0 0 JOY GLOBAL INC COM 481165108 10638 843600 SH DFND 17 840300 0 3300 JOY GLOBAL INC COM 481165108 2 180 SH DFND 21 0 0 180 J2 GLOBAL INC COM 48123V102 26507 322003 SH DFND 3 314625 0 7378 J2 GLOBAL INC COM 48123V102 5814 70627 SH DFND 17 37540 0 33087 J2 GLOBAL INC COM 48123V102 50381 606242 SH DFND 21 500455 0 105787 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 30043 22890000 PRN DFND 17 19605000 0 3285000 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 215 23730 SH DFND 20 23730 0 0 JUNIPER NETWORKS INC COM 48203R104 486 17622 SH DFND 17 100 0 17522 JUNIPER NETWORKS INC COM 48203R104 17602 635877 SH DFND 21 530395 0 105482 JUST ENERGY GROUP INC COM 48213W101 48 4909 SH DFND 17 4909 0 0 JUST ENERGY GROUP INC COM 48213W101 806 81805 SH DFND 21 81805 0 0 KAR AUCTION SVCS INC COM 48238T109 37030 1000000 SH DFND 4 1000000 0 0 KAR AUCTION SVCS INC COM 48238T109 1267 34202 SH DFND 17 32227 0 1975 KAR AUCTION SVCS INC COM 48238T109 16742 449164 SH DFND 21 168838 0 280326 KBR INC COM 48242W106 25165 1487300 SH DFND 3 1461100 0 26200 KBR INC COM 48242W106 534 31580 SH DFND 17 31580 0 0 KLA-TENCOR CORP COM 482480100 10521 151705 SH DFND 17 115150 0 36555 KLA-TENCOR CORP COM 482480100 8467 122087 SH DFND 21 122000 0 87 KKR & CO L P DEL COM UNITS 48248M102 5809 372600 SH DFND 3 372600 0 0 KKR & CO L P DEL COM UNITS 48248M102 199 12755 SH DFND 4 8311 0 4444 KT CORP SPONSORED ADR 48268K101 288 24157 SH DFND 21 24157 0 0 K2M GROUP HLDGS INC COM 48273J107 12961 656586 SH DFND 17 577189 0 79397 K2M GROUP HLDGS INC COM 48273J107 90 4500 SH DFND 21 0 0 4500 KADANT INC COM 48282T104 2138 52644 SH DFND 17 52644 0 0 KADANT INC COM 48282T104 456 10957 SH DFND 21 10957 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 28460 340185 SH DFND 17 249587 0 90598 KAISER ALUMINUM CORP COM PAR $0.01 483007704 5895 69312 SH DFND 21 56517 0 12795 KAMAN CORP COM 483548103 344 8425 SH DFND 17 8425 0 0 KATE SPADE & CO COM 485865109 3554 200000 SH DFND 4 200000 0 0 KB HOME NOTE 1.375% 2/0 48666KAS8 28179 31485000 PRN DFND 17 31235000 0 250000 KELLOGG CO COM 487836108 128 1774 SH DFND 4 1774 0 0 KELLOGG CO COM 487836108 382 5290 SH DFND 17 5290 0 0 KELLOGG CO COM 487836108 13 175 SH DFND 21 0 0 175 KELLOGG CO CALL 487836908 224 3100 SH Call DFND 4 3100 0 0 KELLOGG CO PUT 487836958 3816 52800 SH Put DFND 4 52800 0 0 KENNEDY-WILSON HLDGS INC COM 489398107 18869 783584 SH DFND 17 678915 0 104669 KENNEDY-WILSON HLDGS INC COM 489398107 174 7200 SH DFND 21 0 0 7200 KEURIG GREEN MTN INC COM 49271M100 8947 99420 SH DFND 21 99261 0 159 KEYCORP NEW COM 493267108 16808 1274300 SH DFND 3 1274300 0 0 KEYCORP NEW COM 493267108 8076 612300 SH DFND 17 526600 0 85700 KEYCORP NEW COM 493267108 11337 856957 SH DFND 21 782639 0 74318 KFORCE INC COM 493732101 9569 378503 SH DFND 17 378503 0 0 KILROY RLTY CORP COM 49427F108 3101 49009 SH DFND 4 49009 0 0 KILROY RLTY CORP COM 49427F108 8316 131416 SH DFND 17 106508 0 24908 KILROY RLTY CORP COM 49427F108 109 1700 SH DFND 21 0 0 1700 KIMBERLY CLARK CORP COM 494368103 50 396 SH DFND 4 396 0 0 KIMBERLY CLARK CORP COM 494368103 9878 77560 SH DFND 17 77560 0 0 KIMBERLY CLARK CORP COM 494368103 1527 11854 SH DFND 21 11711 0 143 KIMBERLY CLARK CORP CALL 494368903 2088 16400 SH Call DFND 4 16400 0 0 KIMBERLY CLARK CORP PUT 494368953 16193 127200 SH Put DFND 4 127200 0 0 KINDER MORGAN INC DEL COM 49456B101 14382 963922 SH DFND 4 963922 0 0 KINDER MORGAN INC DEL COM 49456B101 886 60539 SH DFND 21 31576 0 28963 KINDER MORGAN INC DEL PFD SER A 49456B200 62026 1539100 SH DFND 17 1441280 0 97820 KINDER MORGAN INC DEL CALL 49456B901 1235 82800 SH Call DFND 4 82800 0 0 KINDER MORGAN INC DEL PUT 49456B951 3940 264100 SH Put DFND 4 264100 0 0 KINDRED HEALTHCARE INC COM 494580103 158 13251 SH DFND 17 13251 0 0 KINDRED HEALTHCARE INC COM 494580103 1115 93578 SH DFND 21 22034 0 71544 KINROSS GOLD CORP COM NO PAR 496902404 8908 3617990 SH DFND 21 3617990 0 0 KIRBY CORP COM 497266106 18417 350000 SH DFND 4 350000 0 0 KIRBY CORP COM 497266106 137 2595 SH DFND 17 2595 0 0 KIRKLANDS INC COM 497498105 2973 205059 SH DFND 17 200359 0 4700 KIRKLANDS INC COM 497498105 1634 111993 SH DFND 21 102930 0 9063 KNOLL INC COM NEW 498904200 13661 726630 SH DFND 17 622713 0 103917 KNOLL INC COM NEW 498904200 409 21690 SH DFND 21 4558 0 17132 KNOWLES CORP COM 49926D109 330 24345 SH DFND 21 24345 0 0 KOHLS CORP COM 500255104 18911 397044 SH DFND 4 397044 0 0 KOHLS CORP COM 500255104 6653 139685 SH DFND 17 21793 0 117892 KOHLS CORP COM 500255104 13962 290667 SH DFND 21 172646 0 118021 KONA GRILL INC COM 50047H201 2539 160119 SH DFND 17 155847 0 4272 KOPPERS HOLDINGS INC COM 50060P106 635 34780 SH DFND 17 20850 0 13930 KOREA ELECTRIC PWR SPONSORED ADR 500631106 103808 4903533 SH DFND 3 3386904 0 1516629 KOREA ELECTRIC PWR SPONSORED ADR 500631106 22411 1058601 SH DFND 17 1058601 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 230 10839 SH DFND 21 2939 0 7900 KRAFT HEINZ CO COM 500754106 163 2235 SH DFND 4 2235 0 0 KRAFT HEINZ CO COM 500754106 252 3460 SH DFND 17 0 0 3460 KRAFT HEINZ CO COM 500754106 902 12238 SH DFND 21 11933 0 305 KRAFT HEINZ CO CALL 500754906 1943 26700 SH Call DFND 4 26700 0 0 KRAFT HEINZ CO PUT 500754956 6759 92900 SH Put DFND 4 92900 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 93 5617 SH DFND 17 5617 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 735 44264 SH DFND 21 18441 0 25823 KROGER CO COM 501044101 10965 262140 SH DFND 3 262140 0 0 KROGER CO COM 501044101 195 4666 SH DFND 4 4666 0 0 KROGER CO COM 501044101 189189 4522818 SH DFND 17 4220272 0 302546 KROGER CO COM 501044101 173678 4127313 SH DFND 21 2828912 0 1298401 KROGER CO CALL 501044901 1870 44700 SH Call DFND 4 44700 0 0 KROGER CO PUT 501044951 15419 368600 SH Put DFND 4 368600 0 0 KULICKE & SOFFA INDS INC COM 501242101 11622 995853 SH DFND 17 910980 0 84873 KULICKE & SOFFA INDS INC COM 501242101 81 6700 SH DFND 21 0 0 6700 L BRANDS INC COM 501797104 294 3065 SH DFND 4 3065 0 0 L BRANDS INC COM 501797104 2989 31195 SH DFND 17 31195 0 0 L BRANDS INC COM 501797104 33124 343802 SH DFND 21 343682 0 120 L BRANDS INC CALL 501797904 441 4600 SH Call DFND 4 4600 0 0 L BRANDS INC PUT 501797954 9122 95200 SH Put DFND 4 95200 0 0 LDR HLDG CORP COM 50185U105 1962 78150 SH DFND 17 52260 0 25890 LG DISPLAY CO LTD SPONS ADR REP 50186V102 2813 269400 SH DFND 17 5700 0 263700 LG DISPLAY CO LTD SPONS ADR REP 50186V102 104 9948 SH DFND 21 2200 0 7748 LHC GROUP INC COM 50187A107 551 12166 SH DFND 17 6331 0 5835 LHC GROUP INC COM 50187A107 939 20281 SH DFND 21 0 0 20281 LGI HOMES INC COM 50187T106 12973 533195 SH DFND 17 527318 0 5877 LKQ CORP COM 501889208 582 19640 SH DFND 17 13205 0 6435 LKQ CORP COM 501889208 2344 79112 SH DFND 21 70198 0 8914 LKQ CORP COM 501889208 5007 169000 SH DFND 24 169000 0 0 LSI INDS INC COM 50216C108 2427 199100 SH DFND 17 188325 0 10775 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 10701 392267 SH DFND 17 370700 0 21567 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2484 92000 SH DFND 24 92000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 42656 345000 SH DFND 4 345000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 33639 271974 SH DFND 17 222199 0 49775 LABORATORY CORP AMER HLDGS COM NEW 50540R409 41978 338541 SH DFND 21 301003 0 37538 LACLEDE GROUP INC COM 505597104 523 8802 SH DFND 17 8802 0 0 LACLEDE GROUP INC COM 505597104 7363 122543 SH DFND 21 95968 0 26575 LADDER CAP CORP CL A 505743104 63 5090 SH DFND 17 5090 0 0 LADDER CAP CORP CL A 505743104 546 44189 SH DFND 21 33942 0 10247 LAKE SHORE GOLD CORP COM 510728108 244 221990 SH DFND 17 124500 0 97490 LAKE SHORE GOLD CORP COM 510728108 2957 2691743 SH DFND 21 1307168 0 1384575 LAM RESEARCH CORP COM 512807108 18092 227800 SH DFND 3 227800 0 0 LAM RESEARCH CORP COM 512807108 142933 1799345 SH DFND 17 1420251 0 379094 LAM RESEARCH CORP COM 512807108 65758 824215 SH DFND 21 537468 0 286747 LAM RESEARCH CORP PUT 512807958 4845 61000 SH Put DFND 21 61000 0 0 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 24966 19285000 PRN DFND 17 18845000 0 440000 LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 2589 2000000 PRN DFND 21 0 0 2000000 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 108458 75845000 PRN DFND 17 71025000 0 4820000 LANCASTER COLONY CORP COM 513847103 912 7895 SH DFND 17 6250 0 1645 LANCASTER COLONY CORP COM 513847103 47 400 SH DFND 21 400 0 0 LANDS END INC NEW COM 51509F105 331 14084 SH DFND 21 14084 0 0 LANNET INC COM 516012101 99 2460 SH DFND 17 2460 0 0 LANNET INC COM 516012101 2292 56880 SH DFND 21 31387 0 25493 LAREDO PETROLEUM INC COM 516806106 477 59720 SH DFND 17 59720 0 0 LAREDO PETROLEUM INC COM 516806106 1468 187000 SH DFND 21 187000 0 0 LAREDO PETROLEUM INC COM 516806106 502 62800 SH DFND 24 62800 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2958 117572 SH DFND 4 117572 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 250 9955 SH DFND 17 9955 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1297 51489 SH DFND 21 21431 0 30058 LATTICE SEMICONDUCTOR CORP COM 518415104 514 78326 SH DFND 21 78326 0 0 LAUDER ESTEE COS INC CL A 518439104 188 2132 SH DFND 4 2132 0 0 LAUDER ESTEE COS INC CL A 518439104 562 6381 SH DFND 17 6381 0 0 LAUDER ESTEE COS INC CL A 518439104 10129 115029 SH DFND 20 115029 0 0 LAUDER ESTEE COS INC CL A 518439104 135220 1531735 SH DFND 21 1237423 0 294312 LAUDER ESTEE COS INC CL A 518439104 352 4000 SH DFND 24 4000 0 0 LAUDER ESTEE COS INC CALL 518439904 343 3900 SH Call DFND 4 3900 0 0 LAUDER ESTEE COS INC PUT 518439954 5178 58800 SH Put DFND 4 58800 0 0 LEAR CORP COM NEW 521865204 13578 110540 SH DFND 3 110540 0 0 LEAR CORP COM NEW 521865204 35944 292587 SH DFND 17 239066 0 53521 LEAR CORP COM NEW 521865204 67583 546505 SH DFND 21 331346 0 215159 LEGG MASON INC COM 524901105 2461 62721 SH DFND 21 62618 0 103 LEMAITRE VASCULAR INC COM 525558201 6324 366609 SH DFND 17 356319 0 10290 LENDINGCLUB CORP COM 52603A109 958 86655 SH DFND 17 68610 0 18045 LENDINGTREE INC NEW COM 52603B107 16200 181453 SH DFND 17 179645 0 1808 LENNAR CORP CL A 526057104 3066 62114 SH DFND 21 61969 0 145 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 22376 411635 SH DFND 4 411635 0 0 LEXMARK INTL NEW CL A 529771107 3897 118970 SH DFND 21 38631 0 80339 LIBBEY INC COM 529898108 1675 78558 SH DFND 17 78558 0 0 LIBBEY INC COM 529898108 296 13790 SH DFND 21 13790 0 0 LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1802 66034 SH DFND 21 0 0 66034 LIBERTY MEDIA CORP DELAWARE CL A 531229102 319 8118 SH DFND 17 8118 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 6 159 SH DFND 21 0 0 159 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 112868 113435000 PRN DFND 17 106105000 0 7330000 LIFEPOINT HEALTH INC COM 53219L109 3665 49935 SH DFND 17 4635 0 45300 LIFEPOINT HEALTH INC COM 53219L109 4503 61055 SH DFND 21 45713 0 15342 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 27260 251431 SH DFND 17 225470 0 25961 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 141 1300 SH DFND 21 0 0 1300 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 32983 21170000 PRN DFND 17 18335000 0 2835000 LILLY ELI & CO COM 532457108 967 11473 SH DFND 4 11473 0 0 LILLY ELI & CO COM 532457108 23121 274397 SH DFND 17 250528 0 23869 LILLY ELI & CO COM 532457108 16922 198745 SH DFND 21 165355 0 33390 LILLY ELI & CO CALL 532457908 6522 77400 SH Call DFND 4 77400 0 0 LILLY ELI & CO PUT 532457958 38355 455200 SH Put DFND 4 455200 0 0 LIMELIGHT NETWORKS INC COM 53261M104 1650 1130330 SH DFND 17 1101640 0 28690 LINCOLN NATL CORP IND COM 534187109 6277 124900 SH DFND 3 124900 0 0 LINCOLN NATL CORP IND COM 534187109 17500 348180 SH DFND 17 215748 0 132432 LINCOLN NATL CORP IND COM 534187109 39448 778380 SH DFND 21 519648 0 258732 LINEAR TECHNOLOGY CORP COM 535678106 205 4731 SH DFND 21 4600 0 131 LINNCO LLC COM SHS LTD INT 535782106 18 18110 SH DFND 21 18110 0 0 LINKEDIN CORP COM CL A 53578A108 470 2090 SH DFND 17 100 0 1990 LINKEDIN CORP COM CL A 53578A108 1785 7844 SH DFND 21 7780 0 64 LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 103131 98690000 PRN DFND 17 91655000 0 7035000 LIONS GATE ENTMNT CORP COM NEW 535919203 972 30000 SH DFND 21 30000 0 0 LINN ENERGY LLC PUT 536020950 2286 1772200 SH Put DFND 4 1772200 0 0 LIPOCINE INC NEW COM 53630X104 1035 80050 SH DFND 17 75820 0 4230 LIQUIDITY SERVICES INC COM 53635B107 123 18940 SH DFND 17 0 0 18940 LITHIA MTRS INC CL A 536797103 441 4130 SH DFND 17 0 0 4130 LITTELFUSE INC COM 537008104 518 4833 SH DFND 21 0 0 4833 LIVE NATION ENTERTAINMENT IN COM 538034109 25799 1050000 SH DFND 4 1050000 0 0 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 52878 51905000 PRN DFND 17 44950000 0 6955000 LIVEPERSON INC COM 538146101 628 93000 SH DFND 17 0 0 93000 LOCKHEED MARTIN CORP COM 539830109 5602 25800 SH DFND 3 25800 0 0 LOCKHEED MARTIN CORP COM 539830109 761 3505 SH DFND 4 3505 0 0 LOCKHEED MARTIN CORP COM 539830109 75453 347469 SH DFND 17 337159 0 10310 LOCKHEED MARTIN CORP COM 539830109 406 1850 SH DFND 21 1700 0 150 LOCKHEED MARTIN CORP CALL 539830909 977 4500 SH Call DFND 4 4500 0 0 LOCKHEED MARTIN CORP PUT 539830959 32681 150500 SH Put DFND 4 150500 0 0 LOGMEIN INC COM 54142L109 732 10915 SH DFND 17 0 0 10915 LOWES COS INC COM 548661107 451 5936 SH DFND 4 5936 0 0 LOWES COS INC COM 548661107 5427 71371 SH DFND 17 71371 0 0 LOWES COS INC COM 548661107 45044 588141 SH DFND 21 576542 0 11599 LOWES COS INC CALL 548661907 3574 47000 SH Call DFND 4 47000 0 0 LOWES COS INC PUT 548661957 34826 458000 SH Put DFND 4 458000 0 0 LUMINEX CORP DEL COM 55027E102 243 11365 SH DFND 17 0 0 11365 LYDALL INC DEL COM 550819106 2697 76005 SH DFND 17 76005 0 0 M & T BK CORP COM 55261F104 38778 320004 SH DFND 4 320004 0 0 M & T BK CORP COM 55261F104 3318 27381 SH DFND 21 27298 0 83 M & T BK CORP CALL 55261F904 351 2900 SH Call DFND 4 2900 0 0 M & T BK CORP PUT 55261F954 2763 22800 SH Put DFND 4 22800 0 0 MFA FINL INC COM 55272X102 3821 578938 SH DFND 17 512128 0 66810 MFA FINL INC COM 55272X102 11067 1670335 SH DFND 21 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DFND 17 7125 0 18790 MASIMO CORP COM 574795100 456 10932 SH DFND 21 0 0 10932 MASTEC INC COM 576323109 17731 1020203 SH DFND 17 876347 0 143856 MASTEC INC COM 576323109 372 21023 SH DFND 21 13523 0 7500 MASTERCARD INC CL A 57636Q104 932 9574 SH DFND 4 9574 0 0 MASTERCARD INC CL A 57636Q104 94081 966325 SH DFND 17 732425 0 233900 MASTERCARD INC CL A 57636Q104 6763 69139 SH DFND 21 68580 0 559 MASTERCARD INC CALL 57636Q904 5160 53000 SH Call DFND 4 53000 0 0 MASTERCARD INC PUT 57636Q954 53324 547700 SH Put DFND 4 547700 0 0 MATADOR RES CO COM 576485205 15829 800682 SH DFND 17 696479 0 104203 MATADOR RES CO COM 576485205 165 8300 SH DFND 21 0 0 8300 MATRIX SVC CO COM 576853105 1399 68115 SH DFND 17 45045 0 23070 MATSON INC COM 57686G105 13105 307417 SH DFND 17 269621 0 37796 MATSON INC COM 57686G105 2390 55808 SH DFND 21 37398 0 18410 MATTEL INC COM 577081102 236090 8689373 SH DFND 3 8680333 0 9040 MATTEL INC COM 577081102 44771 1647812 SH DFND 17 1647812 0 0 MATTEL INC COM 577081102 375 13672 SH DFND 21 13494 0 178 MAXIM INTEGRATED PRODS INC COM 57772K101 15795 415659 SH DFND 17 322099 0 93560 MAXIM INTEGRATED PRODS INC COM 57772K101 2677 70304 SH DFND 21 70143 0 161 MAXLINEAR INC CL A 57776J100 16161 1097144 SH DFND 17 1084599 0 12545 MAXLINEAR INC CL A 57776J100 2542 171871 SH DFND 21 171871 0 0 MAXIMUS INC COM 577933104 13590 241600 SH DFND 17 209384 0 32216 MAXIMUS INC COM 577933104 108 1900 SH DFND 21 0 0 1900 MCCLATCHY CO CL A 579489105 2312 1911041 SH DFND 4 1911041 0 0 MCDERMOTT INTL INC COM 580037109 9745 2909012 SH DFND 17 2597878 0 311134 MCDERMOTT INTL INC COM 580037109 57 17200 SH DFND 21 0 0 17200 MCDONALDS CORP COM 580135101 885 7494 SH DFND 4 7494 0 0 MCDONALDS CORP COM 580135101 161520 1366820 SH DFND 17 1349020 0 17800 MCDONALDS CORP COM 580135101 2656 22486 SH DFND 20 22486 0 0 MCDONALDS CORP COM 580135101 1325 11140 SH DFND 21 10533 0 607 MCDONALDS CORP COM 580135101 59 500 SH DFND 24 500 0 0 MCDONALDS CORP CALL 580135901 2753 23300 SH Call DFND 4 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INC NEW COM 58933Y105 5599 106000 SH DFND 3 106000 0 0 MERCK & CO INC NEW COM 58933Y105 45860 868241 SH DFND 4 868241 0 0 MERCK & CO INC NEW COM 58933Y105 68293 1292188 SH DFND 17 1228180 0 64008 MERCK & CO INC NEW COM 58933Y105 58398 1100395 SH DFND 21 948866 0 151529 MERCK & CO INC NEW CALL 58933Y905 6317 119600 SH Call DFND 4 119600 0 0 MERCK & CO INC NEW PUT 58933Y955 50755 960900 SH Put DFND 4 960900 0 0 MEREDITH CORP COM 589433101 55255 1277572 SH DFND 3 1253872 0 23700 MEREDITH CORP COM 589433101 615 14227 SH DFND 17 14227 0 0 MEREDITH CORP COM 589433101 3969 91598 SH DFND 21 76786 0 14812 MERIDIAN BANCORP INC MD COM 58958U103 2825 200363 SH DFND 17 200363 0 0 MERIT MED SYS INC COM 589889104 368 19815 SH DFND 17 0 0 19815 MERITOR INC NOTE 7.875% 3/0 59001KAC4 19855 17250000 PRN DFND 17 17250000 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 557 68800 SH DFND 17 68800 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 221 28000 SH DFND 24 28000 0 0 META FINL GROUP INC COM 59100U108 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9386960 SH DFND 21 7258112 0 2128848 MICROSOFT CORP COM 594918104 22 400 SH DFND 24 400 0 0 MICROSOFT CORP CALL 594918904 41327 744900 SH Call DFND 4 744900 0 0 MICROSOFT CORP CALL 594918904 71014 1280000 SH Call DFND 17 1280000 0 0 MICROSOFT CORP PUT 594918954 202191 3644400 SH Put DFND 4 3644400 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 25911 556745 SH DFND 17 423440 0 133305 MICROCHIP TECHNOLOGY INC COM 595017104 99164 2117388 SH DFND 21 1805085 0 312303 MICROCHIP TECHNOLOGY INC COM 595017104 349 7500 SH DFND 24 7500 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 49238 26175000 PRN DFND 17 26075000 0 100000 MICRON TECHNOLOGY INC COM 595112103 873 61678 SH DFND 4 61678 0 0 MICRON TECHNOLOGY INC COM 595112103 26550 1875021 SH DFND 17 1240606 0 634415 MICRON TECHNOLOGY INC COM 595112103 32299 2280971 SH DFND 21 2078310 0 202661 MICRON TECHNOLOGY INC CALL 595112903 208 14700 SH Call DFND 4 14700 0 0 MICRON TECHNOLOGY INC PUT 595112953 1590 112300 SH Put DFND 4 112300 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 131150 157301000 PRN DFND 17 149251000 0 8050000 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1668 2000000 PRN DFND 21 2000000 0 0 MICROSEMI CORP COM 595137100 13727 421195 SH DFND 17 377410 0 43785 MICROSEMI CORP COM 595137100 1116 33425 SH DFND 21 30425 0 3000 MID-AMER APT CMNTYS INC COM 59522J103 6348 69900 SH DFND 3 69900 0 0 MIDDLEBY CORP COM 596278101 6903 63994 SH DFND 17 46786 0 17208 MIDDLEBY CORP COM 596278101 97 900 SH DFND 21 0 0 900 MILLER HERMAN INC COM 600544100 1179 41090 SH DFND 17 30115 0 10975 MINERALS TECHNOLOGIES INC COM 603158106 264 5752 SH DFND 17 5752 0 0 MINERALS TECHNOLOGIES INC COM 603158106 1238 27094 SH DFND 21 27094 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2900 469216 SH DFND 17 469216 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6395 1041124 SH DFND 21 630850 0 410274 MOHAWK INDS INC COM 608190104 15255 80548 SH DFND 17 79743 0 805 MOHAWK INDS INC COM 608190104 12035 63439 SH DFND 21 48809 0 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615369955 3000 29900 SH Put DFND 4 29900 0 0 MORGAN STANLEY COM NEW 617446448 4347 136663 SH DFND 4 136663 0 0 MORGAN STANLEY COM NEW 617446448 9337 293524 SH DFND 17 110628 0 182896 MORGAN STANLEY COM NEW 617446448 38707 1207466 SH DFND 21 1044437 0 163029 MORGAN STANLEY CALL 617446908 862 27100 SH Call DFND 4 27100 0 0 MORGAN STANLEY PUT 617446958 18609 585000 SH Put DFND 4 585000 0 0 MORNINGSTAR INC COM 617700109 974 12115 SH DFND 17 12115 0 0 MORNINGSTAR INC COM 617700109 1827 22694 SH DFND 21 22694 0 0 MOSAIC CO NEW COM 61945C103 3684 133514 SH DFND 17 119777 0 13737 MOSAIC CO NEW COM 61945C103 30447 1086903 SH DFND 21 473008 0 613895 MOTORCAR PTS AMER INC COM 620071100 28023 828850 SH DFND 17 740739 0 88111 MOTORCAR PTS AMER INC COM 620071100 137 4000 SH DFND 21 0 0 4000 MOTOROLA SOLUTIONS INC COM NEW 620076307 176 2565 SH DFND 17 2565 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 56 816 SH DFND 21 712 0 104 MOVADO GROUP INC COM 624580106 422 16400 SH DFND 17 0 0 16400 MOVADO GROUP INC COM 624580106 349 12994 SH DFND 21 12994 0 0 MUELLER WTR PRODS INC COM SER A 624758108 16025 1863371 SH DFND 17 1863371 0 0 MUELLER WTR PRODS INC COM SER A 624758108 78 9017 SH DFND 21 0 0 9017 MULTI COLOR CORP COM 625383104 565 9442 SH DFND 17 9442 0 0 MULTI COLOR CORP COM 625383104 5682 93428 SH DFND 21 74688 0 18740 MULTI FINELINE ELECTRONIX IN COM 62541B101 569 27497 SH DFND 17 1645 0 25852 MURPHY OIL CORP COM 626717102 1747 78575 SH DFND 21 78419 0 156 MURPHY USA INC COM 626755102 1526 25125 SH DFND 17 25125 0 0 MURPHY USA INC COM 626755102 14796 240910 SH DFND 21 240910 0 0 MYRIAD GENETICS INC COM 62855J104 485 11247 SH DFND 21 10093 0 1154 NCR CORP NEW COM 62886E108 367 14995 SH DFND 21 14900 0 95 NMI HLDGS INC CL A 629209305 156 23025 SH DFND 17 23025 0 0 NN INC COM 629337106 1860 116678 SH DFND 17 113993 0 2685 NRG YIELD INC CL A NEW 62942X306 270 19424 SH DFND 17 19424 0 0 NRG YIELD INC CL A NEW 62942X306 124 9081 SH DFND 21 9081 0 0 NVR INC COM 62944T105 14043 8547 SH DFND 17 6571 0 1976 NVR INC COM 62944T105 2552 1547 SH DFND 21 1483 0 64 NV5 GLOBAL INC COM 62945V109 1889 85931 SH DFND 17 81227 0 4704 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 87470 78600000 PRN DFND 17 73690000 0 4910000 NASDAQ INC COM 631103108 53 905 SH DFND 3 905 0 0 NASDAQ INC COM 631103108 4362 74988 SH DFND 17 74988 0 0 NASDAQ INC COM 631103108 10589 179417 SH DFND 21 179417 0 0 NATIONAL FUEL GAS CO N J COM 636180101 50426 1179560 SH DFND 3 1158960 0 20600 NATIONAL FUEL GAS CO N J COM 636180101 559 13066 SH DFND 17 13066 0 0 NATIONAL GEN HLDGS CORP COM 636220303 17490 800105 SH DFND 17 718671 0 81434 NATIONAL GEN HLDGS CORP COM 636220303 124 5600 SH DFND 21 0 0 5600 NATIONAL OILWELL VARCO INC COM 637071101 1057 31555 SH DFND 4 31555 0 0 NATIONAL OILWELL VARCO INC COM 637071101 15591 465550 SH DFND 17 464100 0 1450 NATIONAL OILWELL VARCO INC COM 637071101 1729 51593 SH DFND 21 3492 0 48101 NATIONAL OILWELL VARCO INC CALL 637071901 743 22200 SH Call DFND 4 22200 0 0 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817205 0 11245 PLEXUS CORP COM 729132100 358 10240 SH DFND 21 10240 0 0 POLARIS INDS INC COM 731068102 2699 31400 SH DFND 3 31400 0 0 POLARIS INDS INC COM 731068102 593 6890 SH DFND 21 6890 0 0 POLYONE CORP COM 73179P106 4661 146767 SH DFND 17 146767 0 0 POOL CORPORATION COM 73278L105 400 4955 SH DFND 17 3905 0 1050 POPEYES LA KITCHEN INC COM 732872106 2475 42314 SH DFND 17 42314 0 0 POPULAR INC COM NEW 733174700 3554 125400 SH DFND 17 0 0 125400 POPULAR INC COM NEW 733174700 953 33518 SH DFND 21 0 0 33518 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 33615 39885000 PRN DFND 17 37405000 0 2480000 PORTLAND GEN ELEC CO COM NEW 736508847 39916 1097500 SH DFND 3 1069100 0 28400 PORTLAND GEN ELEC CO COM NEW 736508847 9481 260684 SH DFND 17 122051 0 138633 PORTLAND GEN ELEC CO COM NEW 736508847 15436 419567 SH DFND 21 316177 0 103390 PORTOLA PHARMACEUTICALS INC COM 737010108 1488 28800 SH DFND 17 28800 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 566 11000 SH DFND 24 11000 0 0 POST 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91772 SH DFND 4 91772 0 0 PRECISION CASTPARTS CORP COM 740189105 1963 8459 SH DFND 17 6549 0 1910 PRECISION CASTPARTS CORP COM 740189105 11187 48216 SH DFND 21 48145 0 71 PRECISION CASTPARTS CORP CALL 740189905 1021 4400 SH Call DFND 4 4400 0 0 PRECISION CASTPARTS CORP PUT 740189955 4153 17900 SH Put DFND 4 17900 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 2120 64195 SH DFND 17 60693 0 3502 PREFERRED BK LOS ANGELES CA COM NEW 740367404 295 8769 SH DFND 21 8769 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 1792 34811 SH DFND 17 26011 0 8800 PRESTIGE BRANDS HLDGS INC COM 74112D101 2514 48793 SH DFND 21 48793 0 0 PRICE T ROWE GROUP INC COM 74144T108 149 2088 SH DFND 4 2088 0 0 PRICE T ROWE GROUP INC COM 74144T108 1083 15021 SH DFND 21 14883 0 138 PRICE T ROWE GROUP INC CALL 74144T908 958 13400 SH Call DFND 4 13400 0 0 PRICE T ROWE GROUP INC PUT 74144T958 1601 22400 SH Put DFND 4 22400 0 0 PRICELINE GRP INC COM NEW 741503403 145792 114326 SH DFND 17 95289 0 19037 PRICELINE GRP INC COM NEW 741503403 1020 800 SH DFND 20 800 0 0 PRICELINE GRP INC COM NEW 741503403 127048 99386 SH DFND 21 79620 0 19766 PRICELINE GRP INC COM NEW 741503403 357 280 SH DFND 24 280 0 0 PRICELINE GRP INC CALL 741503903 2040 1600 SH Call DFND 4 1600 0 0 PRICELINE GRP INC PUT 741503953 22822 17900 SH Put DFND 4 17900 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 58050 41170000 PRN DFND 17 37400000 0 3770000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 140733 119265000 PRN DFND 17 114710000 0 4555000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8142 6900000 PRN DFND 21 3900000 0 3000000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 18887 18700000 PRN DFND 17 18320000 0 380000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 8181 8100000 PRN DFND 21 4100000 0 4000000 PRIMORIS SVCS CORP COM 74164F103 6802 308773 SH DFND 17 308773 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 3360 74700 SH DFND 3 74700 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2433 54101 SH DFND 17 54101 0 0 PRINCIPAL FINL GROUP INC COM 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11300 SH Call DFND 4 11300 0 0 PROGRESSIVE CORP OHIO PUT 743315953 1339 42100 SH Put DFND 4 42100 0 0 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 3578 111903 SH DFND 17 0 0 111903 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 907 28757 SH DFND 21 28757 0 0 PROLOGIS INC COM 74340W103 61670 1436865 SH DFND 4 1436865 0 0 PROLOGIS INC COM 74340W103 19 442 SH DFND 17 442 0 0 PROLOGIS INC COM 74340W103 18 409 SH DFND 21 0 0 409 PROLOGIS INC CALL 74340W903 524 12200 SH Call DFND 4 12200 0 0 PROLOGIS INC PUT 74340W953 2850 66400 SH Put DFND 4 66400 0 0 PROOFPOINT INC COM 743424103 78368 1205474 SH DFND 17 962364 0 243110 PROOFPOINT INC COM 743424103 66 1000 SH DFND 21 0 0 1000 PROSHARES TR II SHT VIX ST TRM 74347W627 206 4080 SH DFND 1600 0 2480 PROSHARES TR S&P 500 DV ARIST 74348A467 568 11512 SH DFND 17 11512 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 647 92572 SH DFND 21 13181 0 79391 PROSPERITY BANCSHARES INC COM 743606105 52976 1106900 SH DFND 3 1090000 0 16900 PROVIDENCE SVC CORP COM 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0 16097 QUALCOMM INC COM 747525103 59776 1189643 SH DFND 21 991927 0 197716 QUALCOMM INC CALL 747525903 5613 112300 SH Call DFND 4 112300 0 0 QUALCOMM INC PUT 747525953 26182 523800 SH Put DFND 4 523800 0 0 QUANTA SVCS INC COM 74762E102 309 15070 SH DFND 21 15070 0 0 QUANTUM CORP COM DSSG 747906204 11 12197 SH DFND 17 12197 0 0 QUEST DIAGNOSTICS INC COM 74834L100 214197 3010918 SH DFND 3 3008018 0 2900 QUEST DIAGNOSTICS INC COM 74834L100 38387 539597 SH DFND 17 463907 0 75690 QUEST DIAGNOSTICS INC COM 74834L100 45632 637892 SH DFND 21 506952 0 130940 QUESTAR CORP COM 748356102 73368 3766300 SH DFND 3 3710100 0 56200 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 11865 172805 SH DFND 17 104600 0 68205 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 5983 86814 SH DFND 21 40988 0 45826 QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 3717 70480 SH DFND 17 41940 0 28540 RAIT FINANCIAL TRUST COM NEW 749227609 5400 2000000 SH DFND 4 2000000 0 0 RLJ LODGING TR COM 74965L101 253 11694 SH DFND 17 11694 0 0 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NEW 755111507 1642 13187 SH DFND 4 13187 0 0 RAYTHEON CO COM NEW 755111507 745 5984 SH DFND 17 5984 0 0 RAYTHEON CO COM NEW 755111507 315 2504 SH DFND 21 2300 0 204 RAYTHEON CO CALL 755111907 436 3500 SH Call DFND 4 3500 0 0 RAYTHEON CO PUT 755111957 21207 170300 SH Put DFND 4 170300 0 0 READING INTERNATIONAL INC CL A 755408101 1149 87668 SH DFND 17 82876 0 4792 REAL IND INC COM 75601W104 682 84920 SH DFND 17 80251 0 4669 REALD INC COM 75604L105 1860 176300 SH DFND 21 176300 0 0 REALPAGE INC COM 75606N109 318 14155 SH DFND 17 0 0 14155 RED HAT INC COM 756577102 32926 397610 SH DFND 17 303915 0 93695 RED HAT INC COM 756577102 4053 48457 SH DFND 21 48313 0 144 RED HAT INC NOTE 0.250%10/0 756577AD4 123760 94835000 PRN DFND 17 88735000 0 6100000 RED HAT INC NOTE 0.250%10/0 756577AD4 3915 3000000 PRN DFND 21 3000000 0 0 RED LION HOTELS CORP COM 756764106 1149 163957 SH DFND 17 154981 0 8976 REGAL BELOIT CORP COM 758750103 55730 952325 SH DFND 3 936296 0 16029 REGAL BELOIT CORP COM 758750103 1336 22786 SH DFND 21 21165 0 1621 REGENERON PHARMACEUTICALS COM 75886F107 1031 1900 SH DFND 4 1900 0 0 REGENERON PHARMACEUTICALS COM 75886F107 28841 52715 SH DFND 17 49400 0 3315 REGENERON PHARMACEUTICALS COM 75886F107 23 42 SH DFND 21 0 0 42 REGENERON PHARMACEUTICALS COM 75886F107 11645 21450 SH DFND 24 21450 0 0 REGENERON PHARMACEUTICALS CALL 75886F907 2497 4600 SH Call DFND 4 4600 0 0 REGENERON PHARMACEUTICALS PUT 75886F957 17480 32200 SH Put DFND 4 32200 0 0 REGENERON PHARMACEUTICALS NOTE 1.875%10/0 75886FAD9 31564 4835000 PRN DFND 17 4155000 0 680000 REGIONS FINL CORP NEW COM 7591EP100 6353 661800 SH DFND 3 661800 0 0 REGIONS FINL CORP NEW COM 7591EP100 12588 1311204 SH DFND 4 1311204 0 0 REGIONS FINL CORP NEW COM 7591EP100 299 31139 SH DFND 21 30500 0 639 REINSURANCE GROUP AMER INC COM NEW 759351604 2937 34327 SH DFND 17 8439 0 25888 REINSURANCE GROUP AMER INC COM NEW 759351604 14160 163871 SH DFND 21 35347 0 128524 REIS INC COM 75936P105 1352 56984 SH DFND 17 53862 0 3122 RELIANCE STEEL & ALUMINUM CO COM 759509102 13 220 SH DFND 3 220 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 287 4948 SH DFND 17 4948 0 0 RENASANT CORP COM 75970E107 246 7150 SH DFND 17 7150 0 0 RENREN INC SPONSORED ADR 759892102 216 58705 SH DFND 17 0 0 58705 REPLIGEN CORP COM 759916109 10855 383706 SH DFND 17 378401 0 5305 RENT A CTR INC NEW COM 76009N100 722 48208 SH DFND 21 19453 0 28755 RENTECH NITROGEN PARTNERS L COM UNIT 760113100 5891 555768 SH DFND 3 555768 0 0 REPUBLIC SVCS INC COM 760759100 13 300 SH DFND 3 300 0 0 REPUBLIC SVCS INC COM 760759100 861 19564 SH DFND 17 15844 0 3720 REPUBLIC SVCS INC COM 760759100 12 267 SH DFND 21 0 0 267 RESMED INC COM 761152107 420 7741 SH DFND 21 7741 0 0 RETAIL PPTYS AMER INC CL A 76131V202 49272 3335924 SH DFND 3 3271577 0 64347 RETAIL PPTYS AMER INC CL A 76131V202 1231 83330 SH DFND 4 83330 0 0 RETAILMENOT INC COM SER 1 76132B106 130 13140 SH DFND 17 0 0 13140 REVLON INC CL A NEW 761525609 33 1185 SH DFND 17 1185 0 0 REVLON INC CL A NEW 761525609 410 14632 SH DFND 21 14632 0 0 REX AMERICAN RESOURCES CORP COM 761624105 6192 114520 SH DFND 17 114520 0 0 REX AMERICAN RESOURCES CORP COM 761624105 595 11016 SH DFND 21 11016 0 0 REX AMERICAN RESOURCES CORP COM 761624105 3192 59035 SH DFND 24 59035 0 0 REYNOLDS AMERICAN INC COM 761713106 203 4403 SH DFND 4 4403 0 0 REYNOLDS AMERICAN INC COM 761713106 13743 297786 SH DFND 17 70994 0 226792 REYNOLDS AMERICAN INC COM 761713106 91469 1969861 SH DFND 21 1181855 0 788006 REYNOLDS AMERICAN INC CALL 761713906 1523 33000 SH Call DFND 4 33000 0 0 REYNOLDS AMERICAN INC PUT 761713956 15396 333600 SH Put DFND 4 333600 0 0 RINGCENTRAL INC CL A 76680R206 16387 694947 SH DFND 17 604230 0 90717 RINGCENTRAL INC CL A 76680R206 122 5100 SH DFND 21 0 0 5100 RING ENERGY INC COM 76680V108 1268 179792 SH DFND 17 169979 0 9813 RIO TINTO PLC SPONSORED ADR 767204100 44574 1530697 SH DFND 3 1018597 0 512100 RIO TINTO PLC SPONSORED ADR 767204100 13739 471805 SH DFND 17 471805 0 0 RITE AID CORP COM 767754104 7656 976469 SH DFND 17 976469 0 0 RITE AID CORP COM 767754104 434 55320 SH DFND 21 40320 0 15000 ROBERT HALF INTL INC COM 770323103 541 11474 SH DFND 17 11474 0 0 ROBERT HALF INTL INC COM 770323103 418 8863 SH DFND 21 3213 0 5650 ROCKWELL AUTOMATION INC COM 773903109 360 3468 SH DFND 21 3392 0 76 ROCKWELL COLLINS INC COM 774341101 284 3044 SH DFND 21 2967 0 77 ROCKWELL MED INC COM 774374102 1475 144021 SH DFND 17 135983 0 8038 ROGERS COMMUNICATIONS INC CL B 775109200 1698 36073 SH DFND 21 33792 0 2281 ROPER TECHNOLOGIES INC COM 776696106 215 1133 SH DFND 4 1133 0 0 ROPER TECHNOLOGIES INC COM 776696106 228 1200 SH DFND 17 1200 0 0 ROPER TECHNOLOGIES INC COM 776696106 14874 78272 SH DFND 21 33430 0 44842 ROPER TECHNOLOGIES INC COM 776696106 4460 23500 SH DFND 24 23500 0 0 ROPER TECHNOLOGIES INC CALL 776696906 285 1500 SH Call DFND 4 1500 0 0 ROPER TECHNOLOGIES INC PUT 776696956 2714 14300 SH Put DFND 4 14300 0 0 ROSS STORES INC COM 778296103 163 3028 SH DFND 4 3028 0 0 ROSS STORES INC COM 778296103 3752 68906 SH DFND 21 68700 0 206 ROSS STORES INC CALL 778296903 506 9400 SH Call DFND 4 9400 0 0 ROSS STORES INC PUT 778296953 7528 139900 SH Put DFND 4 139900 0 0 ROVI CORP COM 779376102 15 900 SH DFND 17 900 0 0 ROVI CORP COM 779376102 1114 66895 SH DFND 21 26994 0 39901 ROYAL BK CDA MONTREAL QUE COM 780087102 40533 557279 SH DFND 17 291777 0 265502 ROYAL BK CDA MONTREAL QUE COM 780087102 132055 1796039 SH DFND 21 937034 0 859005 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 462949 10110274 SH DFND 3 9473197 0 637077 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 86926 1898352 SH DFND 17 1898352 0 0 ROYAL GOLD INC COM 780287108 45736 1254072 SH DFND 3 1227972 0 26100 ROYAL GOLD INC COM 780287108 789 21626 SH DFND 17 21626 0 0 RUBICON PROJ INC COM 78112V102 2460 149561 SH DFND 17 149561 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 127 8898 SH DFND 17 980 0 7918 RUDOLPH TECHNOLOGIES INC COM 781270103 3197 224803 SH DFND 21 185429 0 39374 RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 6930 79692 SH DFND 21 79692 0 0 RYDER SYS INC COM 783549108 182584 3212812 SH DFND 3 3209412 0 3400 RYDER SYS INC COM 783549108 32974 580230 SH DFND 17 533030 0 47200 RYDER SYS INC COM 783549108 22915 404689 SH DFND 21 250681 0 154008 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 15611 12020000 PRN DFND 17 12020000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7374 8205000 PRN DFND 17 8205000 0 0 S & T BANCORP INC COM 783859101 17630 572019 SH DFND 3 572019 0 0 SEI INVESTMENTS CO COM 784117103 12507 238674 SH DFND 17 193754 0 44920 SEI INVESTMENTS CO COM 784117103 952 18025 SH DFND 21 17910 0 115 SFX ENTMT INC COM 784178303 11 57992 SH DFND 4 57992 0 0 SL GREEN RLTY CORP COM 78440X101 3141 27803 SH DFND 4 27803 0 0 SL GREEN RLTY CORP COM 78440X101 9 84 SH DFND 17 84 0 0 SM ENERGY CO COM 78454L100 1966 100000 SH DFND 4 100000 0 0 SM ENERGY CO COM 78454L100 1830 99029 SH DFND 21 99029 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 94059 461321 SH DFND 4 461321 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 657663 3225896 SH DFND 17 3225896 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 815 4000 SH DFND 24 4000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 19826 97250 SH DFND 25 97250 0 0 SPS COMM INC COM 78463M107 17485 249037 SH DFND 17 226848 0 22189 SPS COMM INC COM 78463M107 99 1400 SH DFND 21 0 0 1400 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 3241 69243 SH DFND 25 69243 0 0 SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 6550 70526 SH DFND 17 70526 0 0 SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 1125 26000 SH DFND 24 26000 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 2680 79040 SH DFND 17 79040 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 566 16700 SH DFND 24 16700 0 0 SPDR SERIES TRUST BARC SHT TR CP 78464A474 300 9855 SH DFND 17 9855 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 1467 20900 SH DFND 24 20900 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1252 18343 SH DFND 17 2243 0 16100 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 68926 1010012 SH DFND 21 914493 0 95519 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 341 5000 SH DFND 24 5000 0 0 SABRE CORP COM 78573M104 11394 407375 SH DFND 17 318988 0 88387 SABRE CORP COM 78573M104 1180 42112 SH DFND 21 37512 0 4600 ST JUDE MED INC COM 790849103 3212 52000 SH DFND 3 52000 0 0 ST JUDE MED INC COM 790849103 593 9597 SH DFND 4 9597 0 0 ST JUDE MED INC COM 790849103 61980 1003086 SH DFND 17 867081 0 136005 ST JUDE MED INC COM 790849103 3366 54361 SH DFND 21 24010 0 30351 ST JUDE MED INC CALL 790849903 371 6000 SH Call DFND 4 6000 0 0 ST JUDE MED INC PUT 790849953 2767 44800 SH Put DFND 4 44800 0 0 SALESFORCE COM INC COM 79466L302 637 8128 SH DFND 4 8128 0 0 SALESFORCE COM INC COM 79466L302 166370 2121750 SH DFND 17 1769070 0 352680 SALESFORCE COM INC COM 79466L302 943 11923 SH DFND 21 0 0 11923 SALESFORCE COM INC CALL 79466L902 2234 28500 SH Call DFND 4 28500 0 0 SALESFORCE COM INC PUT 79466L952 23685 302100 SH Put DFND 4 302100 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 173854 134510000 PRN DFND 17 126110000 0 8400000 SANCHEZ ENERGY CORP COM 79970Y105 5007 1161622 SH DFND 4 1161622 0 0 SANDERSON FARMS INC COM 800013104 10652 137412 SH DFND 4 137412 0 0 SANDERSON FARMS INC COM 800013104 14520 187306 SH DFND 17 138106 0 49200 SANDERSON FARMS INC COM 800013104 16771 213489 SH DFND 21 158376 0 55113 SANDERSON FARMS INC COM 800013104 4707 60724 SH DFND 24 60724 0 0 SANDISK CORP COM 80004C101 8 100 SH DFND 17 100 0 0 SANDISK CORP COM 80004C101 4937 64953 SH DFND 21 59850 0 5103 SANDISK CORP PUT 80004C951 730 9600 SH Put DFND 4 9600 0 0 SANDISK CORP NOTE 0.500%10/1 80004CAF8 66407 63700000 PRN DFND 17 63260000 0 440000 SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4329 1457468 SH DFND 3 1457468 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 6177 114334 SH DFND 17 110879 0 3455 SANFILIPPO JOHN B & SON INC COM 800422107 275 5092 SH DFND 21 2800 0 2292 SANMINA CORPORATION COM 801056102 3086 149965 SH DFND 17 20865 0 129100 SANMINA CORPORATION COM 801056102 7146 343924 SH DFND 21 120536 0 223388 SANOFI SPONSORED ADR 80105N105 22987 538959 SH DFND 17 510904 0 28055 SANTANDER CONSUMER USA HDG I COM 80283M101 2036 128432 SH DFND 17 128432 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 18836 1183041 SH DFND 21 938921 0 244120 SAREPTA THERAPEUTICS INC COM 803607100 7468 193200 SH DFND 17 183960 0 9240 SAREPTA THERAPEUTICS INC COM 803607100 2770 71800 SH DFND 24 71800 0 0 SASOL LTD SPONSORED ADR 803866300 291640 10873992 SH DFND 3 9905998 0 967994 SASOL LTD SPONSORED ADR 803866300 47390 1766957 SH DFND 17 1766957 0 0 SCANA CORP NEW COM 80589M102 6789 112230 SH DFND 3 112230 0 0 SCANA CORP NEW COM 80589M102 8420 139200 SH DFND 17 38663 0 100537 SCANA CORP NEW COM 80589M102 19545 322017 SH DFND 21 195940 0 126077 SCANSOURCE INC COM 806037107 805 24995 SH DFND 17 18700 0 6295 SCHEIN HENRY INC COM 806407102 378 2373 SH DFND 21 1706 0 667 SCHLUMBERGER LTD COM 806857108 43051 617219 SH DFND 4 617219 0 0 SCHLUMBERGER LTD COM 806857108 106236 1523141 SH DFND 17 1500966 0 22175 SCHLUMBERGER LTD COM 806857108 29481 422885 SH DFND 21 343251 0 79634 SCHLUMBERGER LTD COM 806857108 1890 27100 SH DFND 24 27100 0 0 SCHLUMBERGER LTD CALL 806857908 3146 45100 SH Call DFND 4 45100 0 0 SCHLUMBERGER LTD PUT 806857958 27823 398900 SH Put DFND 4 398900 0 0 SCHLUMBERGER LTD PUT 806857958 2720 39000 SH Put DFND 21 39000 0 0 SCHULMAN A INC COM 808194104 41275 1347097 SH DFND 3 1347097 0 0 SCHULMAN A INC COM 808194104 1386 45223 SH DFND 17 10802 0 34421 SCHULMAN A INC COM 808194104 4996 162853 SH DFND 21 89104 0 73749 SCHWAB CHARLES CORP NEW COM 808513105 117 3556 SH DFND 4 3556 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2035 61801 SH DFND 17 19840 0 41961 SCHWAB CHARLES CORP NEW COM 808513105 18 546 SH DFND 21 0 0 546 SCHWAB CHARLES CORP NEW CALL 808513905 1288 39100 SH Call DFND 4 39100 0 0 SCHWAB CHARLES CORP NEW PUT 808513955 8805 267400 SH Put DFND 4 267400 0 0 SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 1822 34483 SH DFND 17 34483 0 0 SCHWAB STRATEGIC TR US SML CAP ETF 808524607 9535 183062 SH DFND 17 183062 0 0 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 3340 64856 SH DFND 17 64856 0 0 SCHWAB STRATEGIC TR US REIT ETF 808524847 6948 175276 SH DFND 17 175276 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 979 18418 SH DFND 17 18418 0 0 SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 379 13130 SH DFND 17 13130 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 39117 931574 SH DFND 3 910269 0 21305 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1660 39544 SH DFND 17 39544 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 4823 114019 SH DFND 21 42916 0 71103 SCIENCE APPLICATNS INTL CP N COM 808625107 41 905 SH DFND 17 905 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 1071 23226 SH DFND 21 23226 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 128 13963 SH DFND 21 13963 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 415 6440 SH DFND 17 6440 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 778 11976 SH DFND 21 3540 0 8436 SEACOAST BKG CORP FLA COM NEW 811707801 3282 219060 SH DFND 17 219060 0 0 SEALED AIR CORP NEW COM 81211K100 9812 220000 SH DFND 4 220000 0 0 SEALED AIR CORP NEW COM 81211K100 672 15062 SH DFND 17 15062 0 0 SEALED AIR CORP NEW COM 81211K100 8349 185956 SH DFND 21 185840 0 116 SEARS HLDGS CORP PUT 812350956 1125 54700 SH Put DFND 4 54700 0 0 SEATTLE GENETICS INC COM 812578102 4003 88600 SH DFND 17 88600 0 0 SEATTLE GENETICS INC COM 812578102 1459 32500 SH DFND 24 32500 0 0 SEAWORLD ENTMT INC COM 81282V100 16548 840404 SH DFND 4 840404 0 0 SELECT SECTOR SPDR TR PUT 81369Y955 151799 6383487 SH Put DFND 4 6383487 0 0 SELECT MED HLDGS CORP COM 81619Q105 494 40056 SH DFND 21 40056 0 0 SELECTIVE INS GROUP INC COM 816300107 40 1186 SH DFND 17 1186 0 0 SELECTIVE INS GROUP INC COM 816300107 4954 145683 SH DFND 21 78922 0 66761 SEMGROUP CORP CL A 81663A105 306 10620 SH DFND 4 10620 0 0 SEMPRA ENERGY COM 816851109 237 2522 SH DFND 4 2522 0 0 SEMPRA ENERGY COM 816851109 16 175 SH DFND 21 0 0 175 SEMPRA ENERGY CALL 816851909 884 9400 SH Call DFND 4 9400 0 0 SEMPRA ENERGY PUT 816851959 3657 38900 SH Put DFND 4 38900 0 0 SERVICE CORP INTL COM 817565104 22 840 SH DFND 17 840 0 0 SERVICE CORP INTL COM 817565104 3992 152980 SH DFND 21 137490 0 15490 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2888 73609 SH DFND 17 71629 0 1980 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 21563 546103 SH DFND 21 546103 0 0 SERVICENOW INC COM 81762P102 113464 1310815 SH DFND 17 1022490 0 288325 SERVICENOW INC NOTE 11/0 81762PAB8 110605 85740000 PRN DFND 17 80450000 0 5290000 SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 5525 6500000 PRN DFND 17 6500000 0 0 SHARPS COMPLIANCE CORP COM 820017101 1078 123943 SH DFND 17 116982 0 6961 SHAW COMMUNICATIONS INC CL B CONV 82028K200 448 19200 SH DFND 3 19200 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 987 42299 SH DFND 17 42299 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 39471 1679239 SH DFND 21 980896 0 698343 SHERWIN WILLIAMS CO COM 824348106 2282 8791 SH DFND 4 8791 0 0 SHERWIN WILLIAMS CO COM 824348106 10207 39319 SH DFND 17 32519 0 6800 SHERWIN WILLIAMS CO COM 824348106 1518 5848 SH DFND 21 1911 0 3937 SHERWIN WILLIAMS CO COM 824348106 675 2600 SH DFND 24 2600 0 0 SHERWIN WILLIAMS CO CALL 824348906 493 1900 SH Call DFND 4 1900 0 0 SHERWIN WILLIAMS CO PUT 824348956 10280 39600 SH Put DFND 4 39600 0 0 SHIRE PLC SPONSORED ADR 82481R106 21238 102783 SH DFND 17 89779 0 13004 SHOE CARNIVAL INC COM 824889109 1859 80109 SH DFND 17 80109 0 0 SHOE CARNIVAL INC COM 824889109 1888 81266 SH DFND 21 56688 0 24578 SHORETEL INC COM 825211105 5244 592539 SH DFND 17 578228 0 14311 SIBANYE GOLD LTD SPONSORED ADR 825724206 34 5658 SH DFND 17 5658 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 553 90865 SH DFND 21 63539 0 27326 SIGMA DESIGNS INC COM 826565103 1596 248164 SH DFND 21 248164 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 14496 94514 SH DFND 17 74614 0 19900 SIGNATURE BK NEW YORK N Y COM 82669G104 2198 14324 SH DFND 21 4997 0 9327 SILGAN HOLDINGS INC COM 827048109 48861 909553 SH DFND 3 890133 0 19420 SILGAN HOLDINGS INC COM 827048109 173 3220 SH DFND 17 3220 0 0 SILGAN HOLDINGS INC COM 827048109 57 1049 SH DFND 21 1049 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1020 32228 SH DFND 21 0 0 32228 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 528 68146 SH DFND 17 68146 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1776 228927 SH DFND 21 228927 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 3029 210231 SH DFND 17 210231 0 0 SIMON PPTY GROUP INC NEW COM 828806109 14236 73215 SH DFND 4 73215 0 0 SIMON PPTY GROUP INC NEW COM 828806109 498 2561 SH DFND 17 2561 0 0 SIMON PPTY GROUP INC NEW COM 828806109 11841 60697 SH DFND 21 60524 0 173 SIMON PPTY GROUP INC NEW CALL 828806909 2936 15100 SH Call DFND 4 15100 0 0 SIMON PPTY GROUP INC NEW PUT 828806959 26794 137800 SH Put DFND 4 137800 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 2777 85508 SH DFND 21 9600 0 75908 SINA CORP NOTE 1.000%12/0 82922RAD5 33185 34150000 PRN DFND 17 34150000 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 13683 124880 SH DFND 17 99015 0 25865 SIRONA DENTAL SYSTEMS INC COM 82966C103 1154 10520 SH DFND 21 8820 0 1700 SIX FLAGS ENTMT CORP NEW COM 83001A102 21981 400089 SH DFND 17 337349 0 62740 SIX FLAGS ENTMT CORP NEW COM 83001A102 595 10836 SH DFND 21 7236 0 3600 SKECHERS U S A INC CL A 830566105 2696 89241 SH DFND 17 89241 0 0 SKECHERS U S A INC CL A 830566105 29667 964734 SH DFND 21 867282 0 97452 SKYWEST INC COM 830879102 2845 149605 SH DFND 17 33775 0 115830 SKYWORKS SOLUTIONS INC COM 83088M102 1550 20171 SH DFND 4 20171 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 168285 2190355 SH DFND 17 1667368 0 522987 SKYWORKS SOLUTIONS INC COM 83088M102 25024 320791 SH DFND 21 177540 0 143251 SKYWORKS SOLUTIONS INC PUT 83088M952 3457 45000 SH Put DFND 4 45000 0 0 SMITH & WESSON HLDG CORP COM 831756101 1114 50686 SH DFND 17 16226 0 34460 SMITH & WESSON HLDG CORP COM 831756101 3405 154090 SH DFND 21 127969 0 26121 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 4818 135340 SH DFND 17 92905 0 42435 SMITH A O COM 831865209 5000 65264 SH DFND 17 58444 0 6820 SMITH A O COM 831865209 1193 15573 SH DFND 21 5675 0 9898 SMUCKER J M CO COM NEW 832696405 4481 36197 SH DFND 21 32103 0 4094 SNAP ON INC COM 833034101 7224 42137 SH DFND 17 27599 0 14538 SNAP ON INC COM 833034101 69084 401541 SH DFND 21 258458 0 143083 SNYDERS-LANCE INC COM 833551104 211 6165 SH DFND 17 6165 0 0 SOLARWINDS INC COM 83416B109 6099 103550 SH DFND 21 103550 0 0 SOLARCITY CORP COM 83416T100 5657 110875 SH DFND 17 73045 0 37830 SOLARCITY CORP COM 83416T100 6814 133681 SH DFND 21 126305 0 7376 SOLARCITY CORP COM 83416T100 11735 230000 SH DFND 24 230000 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 105636 130415000 PRN DFND 17 124600000 0 5815000 SOLERA HOLDINGS INC COM 83421A104 6109 111420 SH DFND 21 111420 0 0 SONIC CORP COM 835451105 21895 677663 SH DFND 17 598348 0 79315 SONIC CORP COM 835451105 157 4800 SH DFND 21 0 0 4800 SONIC AUTOMOTIVE INC CL A 83545G102 21988 966100 SH DFND 3 966100 0 0 SONOCO PRODS CO COM 835495102 61214 1497770 SH DFND 3 1473070 0 24700 SONOCO PRODS CO COM 835495102 1938 47416 SH DFND 17 47416 0 0 SONOCO PRODS CO COM 835495102 7355 178591 SH DFND 21 145018 0 33573 SOUTH ST CORP COM 840441109 27334 379907 SH DFND 17 322857 0 57050 SOUTH ST CORP COM 840441109 248 3400 SH DFND 21 0 0 3400 SOUTHERN CO COM 842587107 129 2764 SH DFND 4 2764 0 0 SOUTHERN CO COM 842587107 1898 40562 SH DFND 17 40562 0 0 SOUTHERN CO COM 842587107 24 507 SH DFND 21 0 0 507 SOUTHERN CO CALL 842587907 2260 48300 SH Call DFND 4 48300 0 0 SOUTHERN CO PUT 842587957 12966 277100 SH Put DFND 4 277100 0 0 SOUTHERN COPPER CORP COM 84265V105 13523 517673 SH DFND 21 517458 0 215 SOUTHWEST AIRLS CO COM 844741108 7286 169200 SH DFND 3 169200 0 0 SOUTHWEST AIRLS CO COM 844741108 193 4471 SH DFND 4 4471 0 0 SOUTHWEST AIRLS CO COM 844741108 7641 177456 SH DFND 17 163248 0 14208 SOUTHWEST AIRLS CO COM 844741108 53852 1245409 SH DFND 21 1094557 0 150852 SOUTHWEST AIRLS CO CALL 844741908 1223 28400 SH Call DFND 4 28400 0 0 SOUTHWEST AIRLS CO PUT 844741958 8698 202000 SH Put DFND 4 202000 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 2179 124648 SH DFND 17 117948 0 6700 SOUTHWESTERN ENERGY CO COM 845467109 427 60070 SH DFND 17 60070 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2953 415317 SH DFND 20 415317 0 0 SOUTHWESTERN ENERGY CO COM 845467109 4 562 SH DFND 21 0 0 562 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 16914 911805 SH DFND 17 910830 0 975 SOVRAN SELF STORAGE INC COM 84610H108 1008 9391 SH DFND 17 9391 0 0 SOVRAN SELF STORAGE INC COM 84610H108 3618 33650 SH DFND 21 33650 0 0 SPARTANNASH CO COM 847215100 1749 80802 SH DFND 17 59602 0 21200 SPARTANNASH CO COM 847215100 11211 512677 SH DFND 21 335268 0 177409 SPECTRA ENERGY CORP COM 847560109 775 32359 SH DFND 4 32359 0 0 SPECTRA ENERGY CORP COM 847560109 123 5135 SH DFND 17 5135 0 0 SPECTRA ENERGY CORP COM 847560109 401 16886 SH DFND 21 488 0 16398 SPECTRA ENERGY CORP CALL 847560909 560 23400 SH Call DFND 4 23400 0 0 SPECTRA ENERGY CORP PUT 847560959 1453 60700 SH Put DFND 4 60700 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 119 19740 SH DFND 17 0 0 19740 SPECTRUM BRANDS HLDGS INC COM 84763R101 10560 103367 SH DFND 21 103367 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2168 43303 SH DFND 17 13953 0 29350 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 5013 100764 SH DFND 21 60189 0 40575 SPLUNK INC COM 848637104 10029 170525 SH DFND 17 137390 0 33135 SPORTSMANS WHSE HLDGS INC COM 84920Y106 9282 719519 SH DFND 17 711042 0 8477 SPRINT CORP COM SER 1 85207U105 1091 300443 SH DFND 21 300000 0 443 STAGE STORES INC COM NEW 85254C305 157 17190 SH DFND 17 17190 0 0 STAGE STORES INC COM NEW 85254C305 650 71127 SH DFND 21 71127 0 0 STANCORP FINL GROUP INC COM 852891100 8848 77695 SH DFND 4 77695 0 0 STANCORP FINL GROUP INC COM 852891100 9610 84386 SH DFND 21 84386 0 0 STANDARD MTR PRODS INC COM 853666105 31 813 SH DFND 17 813 0 0 STANDARD MTR PRODS INC COM 853666105 755 19170 SH DFND 21 19170 0 0 STANLEY BLACK & DECKER INC COM 854502101 388 3640 SH DFND 17 3640 0 0 STANLEY BLACK & DECKER INC COM 854502101 5714 53393 SH DFND 21 40569 0 12824 STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 68213 580735 SH DFND 17 567635 0 13100 STANTEC INC COM 85472N109 4981 147949 SH DFND 17 147949 0 0 STANTEC INC COM 85472N109 1609 47699 SH DFND 21 23700 0 23999 STAPLES INC COM 855030102 1103 116450 SH DFND 17 116450 0 0 STAPLES INC COM 855030102 11601 1219888 SH DFND 21 1185260 0 34628 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 102 13745 SH DFND 17 13745 0 0 STARBUCKS CORP COM 855244109 1086 18090 SH DFND 4 18090 0 0 STARBUCKS CORP COM 855244109 246734 4110174 SH DFND 17 3645411 0 464763 STARBUCKS CORP COM 855244109 4922 81996 SH DFND 20 81996 0 0 STARBUCKS CORP COM 855244109 33387 553760 SH DFND 21 203844 0 349916 STARBUCKS CORP CALL 855244909 2959 49300 SH Call DFND 4 49300 0 0 STARBUCKS CORP PUT 855244959 53385 889300 SH Put DFND 4 889300 0 0 STATE AUTO FINL CORP COM 855707105 319 15500 SH DFND 17 0 0 15500 STARWOOD PPTY TR INC COM 85571B105 26471 1287500 SH DFND 3 1265000 0 22500 STARWOOD PPTY TR INC COM 85571B105 7112 345934 SH DFND 17 345934 0 0 STARWOOD PPTY TR INC COM 85571B105 28810 1406387 SH DFND 21 980287 0 426100 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 22179 21905000 PRN DFND 17 21905000 0 0 STATE STR CORP COM 857477103 5043 76000 SH DFND 3 76000 0 0 STATE STR CORP COM 857477103 2752 41474 SH DFND 4 41474 0 0 STATE STR CORP COM 857477103 1910 28785 SH DFND 17 28785 0 0 STATE STR CORP COM 857477103 3724 56121 SH DFND 21 55833 0 288 STATE STR CORP CALL 857477903 1055 15900 SH Call DFND 4 15900 0 0 STATE STR CORP PUT 857477953 9397 141600 SH Put DFND 4 141600 0 0 STEEL DYNAMICS INC COM 858119100 49427 2765900 SH DFND 3 2711200 0 54700 STEEL DYNAMICS INC COM 858119100 8840 494676 SH DFND 4 494676 0 0 STEEL DYNAMICS INC COM 858119100 1236 68919 SH DFND 21 68919 0 0 STEELCASE INC CL A 858155203 319 21385 SH DFND 17 10600 0 10785 STEPAN CO COM 858586100 36520 734961 SH DFND 3 734961 0 0 STEPAN CO COM 858586100 134 2695 SH DFND 17 2695 0 0 STERICYCLE INC COM 858912108 240 1990 SH DFND 17 1990 0 0 STERICYCLE INC COM 858912108 4204 34861 SH DFND 21 30965 0 3896 STERICYCLE INC COM 858912108 8462 70165 SH DFND 24 70165 0 0 STERICYCLE INC DEP PFD A 1/10 858912207 112268 1225500 SH DFND 17 1148465 0 77035 STERLING BANCORP DEL COM 85917A100 1408 86810 SH DFND 17 34105 0 52705 STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 17226 24965000 PRN DFND 17 24965000 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 1927 58634 SH DFND 17 58634 0 0 STONERIDGE INC COM 86183P102 231 15590 SH DFND 17 15590 0 0 STORE CAP CORP COM 862121100 340 14648 SH DFND 17 14648 0 0 STORE CAP CORP COM 862121100 1218 52486 SH DFND 21 52486 0 0 STRATTEC SEC CORP COM 863111100 8857 156780 SH DFND 3 156780 0 0 STRYKER CORP COM 863667101 191 2050 SH DFND 4 2050 0 0 STRYKER CORP COM 863667101 2088 22470 SH DFND 17 15225 0 7245 STRYKER CORP COM 863667101 2623 28034 SH DFND 21 8650 0 19384 STRYKER CORP CALL 863667901 948 10200 SH Call DFND 4 10200 0 0 STRYKER CORP PUT 863667951 9991 107500 SH Put DFND 4 107500 0 0 SUFFOLK BANCORP COM 864739107 1486 52430 SH DFND 17 50134 0 2296 SUCAMPO PHARMACEUTICALS INC CL A 864909106 789 45640 SH DFND 17 31275 0 14365 SUCAMPO PHARMACEUTICALS INC CL A 864909106 4777 273203 SH DFND 21 273203 0 0 SUMMIT HOTEL PPTYS COM 866082100 194 16205 SH DFND 17 0 0 16205 SUMMIT MATLS INC CL A 86614U100 13236 660467 SH DFND 17 584124 0 76343 SUMMIT MATLS INC CL A 86614U100 106 5246 SH DFND 21 0 0 5246 SUN CMNTYS INC COM 866674104 988 14410 SH DFND 17 14410 0 0 SUN CMNTYS INC COM 866674104 3549 51715 SH DFND 21 51715 0 0 SUN LIFE FINL INC COM 866796105 1323 31247 SH DFND 17 18218 0 13029 SUN LIFE FINL INC COM 866796105 9910 233662 SH DFND 21 62342 0 171320 SUNCOR ENERGY INC NEW COM 867224107 4835 138039 SH DFND 17 127308 0 10731 SUNCOR ENERGY INC NEW COM 867224107 22680 646839 SH DFND 21 480925 0 165914 SUNCOR ENERGY INC NEW COM 867224107 1608 45900 SH DFND 24 45900 0 0 SUNPOWER CORP COM 867652406 7927 264160 SH DFND 17 264160 0 0 SUNPOWER CORP COM 867652406 4595 152840 SH DFND 21 145501 0 7339 SUNPOWER CORP COM 867652406 7503 250000 SH DFND 24 250000 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 27751 32600000 PRN DFND 17 28235000 0 4365000 SUNOCO LP COM U REP LP 86765K109 63331 1598855 SH DFND 3 1571357 0 27498 SUNSTONE HOTEL INVS INC NEW COM 867892101 4255 340695 SH DFND 4 340695 0 0 SUNTRUST BKS INC COM 867914103 21 500 SH DFND 3 500 0 0 SUNTRUST BKS INC COM 867914103 271 6331 SH DFND 4 6331 0 0 SUNTRUST BKS INC COM 867914103 3621 84522 SH DFND 17 60630 0 23892 SUNTRUST BKS INC COM 867914103 40932 949514 SH DFND 21 764559 0 184955 SUNTRUST BKS INC CALL 867914903 411 9600 SH Call DFND 4 9600 0 0 SUNTRUST BKS INC PUT 867914953 5128 119700 SH Put DFND 4 119700 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 8818 656116 SH DFND 17 650516 0 5600 SUPERVALU INC COM 868536103 254 37522 SH DFND 17 37522 0 0 SUPERVALU INC COM 868536103 1620 239057 SH DFND 21 107522 0 131535 SURMODICS INC COM 868873100 2963 146194 SH DFND 17 142294 0 3900 SYKES ENTERPRISES INC COM 871237103 228 7404 SH DFND 17 7404 0 0 SYMANTEC CORP COM 871503108 11403 543009 SH DFND 3 543009 0 0 SYMANTEC CORP COM 871503108 25127 1196530 SH DFND 4 1196530 0 0 SYMANTEC CORP COM 871503108 2 100 SH DFND 17 100 0 0 SYMANTEC CORP COM 871503108 734 34584 SH DFND 21 34150 0 434 SYMETRA FINL CORP COM 87151Q106 8872 279270 SH DFND 4 279270 0 0 SYMETRA FINL CORP COM 87151Q106 1725 54300 SH DFND 17 0 0 54300 SYMETRA FINL CORP COM 87151Q106 8595 270524 SH DFND 21 265764 0 4760 SYNAPTICS INC COM 87157D109 3021 37600 SH DFND 17 37600 0 0 SYNAPTICS INC COM 87157D109 380 4703 SH DFND 21 2426 0 2277 SYNOPSYS INC COM 871607107 1428 31309 SH DFND 17 27919 0 3390 SYNOPSYS INC COM 871607107 9450 205849 SH DFND 21 205708 0 141 SYNTEL INC COM 87162H103 962 21088 SH DFND 21 18440 0 2648 SYNNEX CORP COM 87162W100 50306 559387 SH DFND 3 547087 0 12300 SYNNEX CORP COM 87162W100 3459 38467 SH DFND 17 18314 0 20153 SYNNEX CORP COM 87162W100 2592 28554 SH DFND 21 24375 0 4179 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 5082 896296 SH DFND 17 896296 0 0 SYNERGY RES CORP COM 87164P103 13376 1569924 SH DFND 17 1326899 0 243025 SYNERGY RES CORP COM 87164P103 107 12700 SH DFND 21 0 0 12700 SYNCHRONY FINL COM 87165B103 49 1610 SH DFND 4 1610 0 0 SYNCHRONY FINL COM 87165B103 21953 721854 SH DFND 17 709354 0 12500 SYNCHRONY FINL COM 87165B103 16398 538914 SH DFND 21 488644 0 50270 SYNCHRONY FINL CALL 87165B903 210 6900 SH Call DFND 4 6900 0 0 SYNCHRONY FINL PUT 87165B953 1213 39900 SH Put DFND 4 39900 0 0 SYSCO CORP COM 871829107 162 3946 SH DFND 4 3946 0 0 SYSCO CORP COM 871829107 1433 34960 SH DFND 17 13560 0 21400 SYSCO CORP COM 871829107 179 4325 SH DFND 21 4000 0 325 SYSCO CORP CALL 871829907 1353 33000 SH Call DFND 4 33000 0 0 SYSCO CORP PUT 871829957 6757 164800 SH Put DFND 4 164800 0 0 TCF FINL CORP COM 872275102 48755 3452900 SH DFND 3 3386600 0 66300 TECO ENERGY INC COM 872375100 5165 193812 SH DFND 21 193812 0 0 TFS FINL CORP COM 87240R107 550 29205 SH DFND 17 29205 0 0 TJX COS INC NEW COM 872540109 351 4944 SH DFND 4 4944 0 0 TJX COS INC NEW COM 872540109 126592 1784735 SH DFND 17 1581535 0 203200 TJX COS INC NEW COM 872540109 5122 71934 SH DFND 21 60066 0 11868 TJX COS INC NEW CALL 872540909 1184 16700 SH Call DFND 4 16700 0 0 TJX COS INC NEW PUT 872540959 18231 257100 SH Put DFND 4 257100 0 0 T MOBILE US INC COM 872590104 8510 217530 SH DFND 17 100 0 217430 T MOBILE US INC COM 872590104 8164 206341 SH DFND 21 127458 0 78883 T MOBILE US INC CONV PFD SER A 872590203 134324 1983810 SH DFND 17 1873590 0 110220 TTM TECHNOLOGIES INC COM 87305R109 5355 822648 SH DFND 17 822648 0 0 TTM TECHNOLOGIES INC COM 87305R109 321 48830 SH DFND 21 48830 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 13506 15175000 PRN DFND 17 13595000 0 1580000 TABLEAU SOFTWARE INC CL A 87336U105 73508 780170 SH DFND 17 618275 0 161895 TAHOE RES INC COM 873868103 4768 406093 SH DFND 21 406093 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 105504 4637529 SH DFND 3 3265125 0 1372404 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 22346 982262 SH DFND 17 982262 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10076 442911 SH DFND 20 442911 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 32373 1418894 SH DFND 21 1418894 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 22258 638875 SH DFND 17 540760 0 98115 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 153 4300 SH DFND 21 0 0 4300 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 49077 29400000 PRN DFND 17 25765000 0 3635000 TAL INTL GROUP INC COM 874083108 522 32863 SH DFND 21 32863 0 0 TALEN ENERGY CORP COM 87422J105 194 31126 SH DFND 4 31126 0 0 TALEN ENERGY CORP COM 87422J105 7 1133 SH DFND 17 1133 0 0 TALEN ENERGY CORP COM 87422J105 482 76397 SH DFND 21 72869 0 3528 TALLGRASS ENERGY GP LP SHS CL A 874696107 701 43900 SH DFND 4 43900 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 4066 245974 SH DFND 21 245974 0 0 TARGET CORP COM 87612E106 2224 30628 SH DFND 4 30628 0 0 TARGET CORP COM 87612E106 131707 1813900 SH DFND 17 1765205 0 48695 TARGET CORP COM 87612E106 87643 1196343 SH DFND 21 1061401 0 134942 TARGET CORP CALL 87612E906 1960 27000 SH Call DFND 4 27000 0 0 TARGET CORP PUT 87612E956 20127 277200 SH Put DFND 4 277200 0 0 TARGA RES CORP PUT 87612G951 3968 152500 SH Put DFND 21 152500 0 0 TATA MTRS LTD SPONSORED ADR 876568502 3507 119001 SH DFND 17 15448 0 103553 TATA MTRS LTD SPONSORED ADR 876568502 5222 177350 SH DFND 21 108115 0 69235 TECH DATA CORP COM 878237106 10636 160230 SH DFND 17 121580 0 38650 TECK RESOURCES LTD PUT 878742954 32096 8315000 SH Put DFND 4 8315000 0 0 TECHTARGET INC COM 87874R100 2826 351977 SH DFND 17 342620 0 9357 TEGNA INC COM 87901J105 5510 215900 SH DFND 3 215900 0 0 TEGNA INC COM 87901J105 1442 56498 SH DFND 17 56498 0 0 TEGNA INC COM 87901J105 13572 529154 SH DFND 21 494922 0 34232 TELECOM ARGENTINA S A SPON ADR REP B 879273209 451 27177 SH DFND 21 27177 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 455 91573 SH DFND 17 0 0 91573 TELECOMMUNICATION SYS INC CL A 87929J103 2374 477652 SH DFND 21 477652 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 242 2727 SH DFND 17 2727 0 0 TELEFLEX INC COM 879369106 1773 13489 SH DFND 17 3889 0 9600 TELEFLEX INC COM 879369106 9663 72917 SH DFND 21 25805 0 47112 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 41953 19525000 PRN DFND 17 16755000 0 2770000 TELEPHONE & DATA SYS INC COM NEW 879433829 888 34310 SH DFND 17 34310 0 0 TELENAV INC COM 879455103 2608 458398 SH DFND 17 445843 0 12555 TELUS CORP COM 87971M103 1525 40247 SH DFND 21 22430 0 17817 TEMPUR SEALY INTL INC COM 88023U101 8519 120900 SH DFND 17 95305 0 25595 TEMPUR SEALY INTL INC COM 88023U101 2381 33695 SH DFND 21 33695 0 0 TENNECO INC COM 880349105 3948 85988 SH DFND 21 76716 0 9272 TENNECO INC COM 880349105 8034 175000 SH DFND 24 175000 0 0 TERADYNE INC COM 880770102 12317 595874 SH DFND 17 595874 0 0 TERRA NITROGEN CO L P COM UNIT 881005201 23522 231563 SH DFND 3 226691 0 4872 TERRA NITROGEN CO L P COM UNIT 881005201 51 500 SH DFND 21 500 0 0 TERRITORIAL BANCORP INC COM 88145X108 512 18440 SH DFND 17 18440 0 0 TESORO CORP COM 881609101 9448 89668 SH DFND 17 28174 0 61494 TESORO CORP COM 881609101 56398 538815 SH DFND 21 356620 0 182195 TESLA MTRS INC COM 88160R101 37655 156890 SH DFND 17 143620 0 13270 TESLA MTRS INC COM 88160R101 4848 20200 SH DFND 20 20200 0 0 TESLA MTRS INC COM 88160R101 18 77 SH DFND 21 0 0 77 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 41803 21375000 PRN DFND 17 19385000 0 1990000 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 77539 82085000 PRN DFND 17 76470000 0 5615000 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 69740 75395000 PRN DFND 17 75095000 0 300000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 386362 5886079 SH DFND 3 5165155 0 720924 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 107 1627 SH DFND 4 1627 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 103726 1580218 SH DFND 17 1440033 0 140185 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7106 108006 SH DFND 21 36697 0 71309 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 368 5600 SH DFND 24 5600 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1345 178918 SH DFND 17 178918 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 103164 66025000 PRN DFND 17 62860000 0 3165000 TESSERA TECHNOLOGIES INC COM 88164L100 180 5994 SH DFND 17 5994 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 3919 129514 SH DFND 21 44040 0 85474 TEXAS INSTRS INC COM 882508104 443 8079 SH DFND 4 8079 0 0 TEXAS INSTRS INC COM 882508104 134379 2451725 SH DFND 17 2436325 0 15400 TEXAS INSTRS INC COM 882508104 12883 232592 SH DFND 21 41507 0 191085 TEXAS INSTRS INC CALL 882508904 4604 84000 SH Call DFND 4 84000 0 0 TEXAS INSTRS INC PUT 882508954 21151 385900 SH Put DFND 4 385900 0 0 TEXAS ROADHOUSE INC COM 882681109 16392 458267 SH DFND 17 406166 0 52101 TEXAS ROADHOUSE INC COM 882681109 143 4000 SH DFND 21 0 0 4000 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1675 2260000 PRN DFND 17 2260000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 300 2112 SH DFND 4 2112 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1718 12109 SH DFND 17 5783 0 6326 THERMO FISHER SCIENTIFIC INC COM 883556102 15377 108400 SH DFND 20 108400 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 72227 507441 SH DFND 21 216192 0 291249 THERMO FISHER SCIENTIFIC INC COM 883556102 213 1500 SH DFND 24 1500 0 0 THERMO FISHER SCIENTIFIC INC CALL 883556902 2397 16900 SH Call DFND 4 16900 0 0 THERMO FISHER SCIENTIFIC INC PUT 883556952 26271 185200 SH Put DFND 4 185200 0 0 THOMSON REUTERS CORP COM 884903105 1494 29069 SH DFND 17 29069 0 0 THOMSON REUTERS CORP COM 884903105 3226 62113 SH DFND 21 38465 0 23648 THOR INDS INC COM 885160101 50569 900600 SH DFND 3 882100 0 18500 THOR INDS INC COM 885160101 1713 30505 SH DFND 17 30505 0 0 THOR INDS INC COM 885160101 1132 20009 SH DFND 21 18845 0 1164 3M CO COM 88579Y101 5672 37653 SH DFND 4 37653 0 0 3M CO COM 88579Y101 113476 753293 SH DFND 17 748443 0 4850 3M CO COM 88579Y101 16352 107948 SH DFND 21 107622 0 326 3M CO COM 88579Y101 90 600 SH DFND 24 600 0 0 3M CO CALL 88579Y901 3766 25000 SH Call DFND 4 25000 0 0 3M CO PUT 88579Y951 39377 261400 SH Put DFND 4 261400 0 0 TIME INC NEW COM 887228104 32323 2062734 SH DFND 3 2034534 0 28200 TIME INC NEW COM 887228104 439 27984 SH DFND 17 27984 0 0 TIME INC NEW COM 887228104 1196 77015 SH DFND 21 64919 0 12096 TIME WARNER INC COM NEW 887317303 18182 281148 SH DFND 4 281148 0 0 TIME WARNER INC COM NEW 887317303 74192 1147331 SH DFND 17 962241 0 185090 TIME WARNER INC COM NEW 887317303 26244 406539 SH DFND 21 244548 0 161991 TIME WARNER INC CALL 887317903 1765 27300 SH Call DFND 4 27300 0 0 TIME WARNER INC PUT 887317953 21723 335900 SH Put DFND 4 335900 0 0 TIME WARNER CABLE INC COM 88732J207 590 3181 SH DFND 4 3181 0 0 TIME WARNER CABLE INC COM 88732J207 1499 8077 SH DFND 17 8077 0 0 TIME WARNER CABLE INC COM 88732J207 44008 237013 SH DFND 21 220181 0 16832 TIME WARNER CABLE INC CALL 88732J907 2988 16100 SH Call DFND 4 16100 0 0 TIME WARNER CABLE INC PUT 88732J957 27170 146400 SH Put DFND 4 146400 0 0 TORCHMARK CORP COM 891027104 2002 34889 SH DFND 21 31695 0 3194 TORO CO COM 891092108 802 10975 SH DFND 17 8590 0 2385 TORO CO COM 891092108 96 1300 SH DFND 21 1300 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 126538 2378336 SH DFND 3 1704442 0 673894 TORONTO DOMINION BK ONT COM NEW 891160509 47465 892127 SH DFND 17 550287 0 341840 TORONTO DOMINION BK ONT COM NEW 891160509 95465 1777006 SH DFND 21 991687 0 785319 TORONTO DOMINION BK ONT COM NEW 891160509 112 2100 SH DFND 24 2100 0 0 TOTAL S A SPONSORED ADR 89151E109 214254 4766488 SH DFND 3 4761688 0 4800 TOTAL S A SPONSORED ADR 89151E109 41009 912330 SH DFND 17 912330 0 0 TOWER INTL INC COM 891826109 4135 144725 SH DFND 17 125890 0 18835 TOWER INTL INC COM 891826109 358 12216 SH DFND 21 12216 0 0 TOWERS WATSON & CO CL A 891894107 6506 50650 SH DFND 17 41095 0 9555 TOWERS WATSON & CO CL A 891894107 1294 10000 SH DFND 21 10000 0 0 TOTAL SYS SVCS INC COM 891906109 23528 472451 SH DFND 17 334900 0 137551 TOTAL SYS SVCS INC COM 891906109 28303 565864 SH DFND 21 419452 0 146412 TRACTOR SUPPLY CO COM 892356106 92392 1080450 SH DFND 17 911215 0 169235 TRACTOR SUPPLY CO COM 892356106 609 7059 SH DFND 21 0 0 7059 TRANSCANADA CORP COM 89353D107 678 15000 SH DFND 4 15000 0 0 TRANSCANADA CORP COM 89353D107 23126 521351 SH DFND 21 140106 0 381245 TRANSDIGM GROUP INC COM 893641100 533 2332 SH DFND 17 2332 0 0 TRANSDIGM GROUP INC COM 893641100 382 1676 SH DFND 21 1676 0 0 TRAVELERS COMPANIES INC COM 89417E109 415428 3680911 SH DFND 3 3677111 0 3800 TRAVELERS COMPANIES INC COM 89417E109 323 2860 SH DFND 4 2860 0 0 TRAVELERS COMPANIES INC COM 89417E109 132775 1176456 SH DFND 17 1082812 0 93644 TRAVELERS COMPANIES INC COM 89417E109 124038 1091106 SH DFND 21 814079 0 277027 TRAVELERS COMPANIES INC COM 89417E109 68 600 SH DFND 24 600 0 0 TRAVELERS COMPANIES INC CALL 89417E909 1478 13100 SH Call DFND 4 13100 0 0 TRAVELERS COMPANIES INC PUT 89417E959 16229 143800 SH Put DFND 4 143800 0 0 TRIBUNE MEDIA CO CL A 896047503 202 5969 SH DFND 4 5969 0 0 TRICO BANCSHARES COM 896095106 909 33110 SH DFND 17 33110 0 0 TRIMBLE NAVIGATION LTD COM 896239100 3112 145103 SH DFND 21 128750 0 16353 TRIMBLE NAVIGATION LTD COM 896239100 6034 281300 SH DFND 24 281300 0 0 TRINITY BIOTECH PLC SPON ADR NEW 896438306 2274 193346 SH DFND 17 188505 0 4841 TRINITY INDS INC COM 896522109 6679 278078 SH DFND 17 168752 0 109326 TRINITY INDS INC COM 896522109 36255 1505817 SH DFND 21 1069666 0 436151 TRIUMPH GROUP INC NEW COM 896818101 51111 1285800 SH DFND 3 1262300 0 23500 TRIUMPH GROUP INC NEW COM 896818101 187 4712 SH DFND 17 4712 0 0 TRIUMPH GROUP INC NEW COM 896818101 1915 48181 SH DFND 21 19614 0 28567 TRUECAR INC COM 89785L107 354 37110 SH DFND 17 0 0 37110 TRUSTMARK CORP COM 898402102 34701 1506127 SH DFND 3 1465995 0 40132 TUPPERWARE BRANDS CORP COM 899896104 545 9770 SH DFND 21 9770 0 0 TUPPERWARE BRANDS CORP COM 899896104 223 4000 SH DFND 24 4000 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 1926 70433 SH DFND 21 70000 0 433 TWITTER INC COM 90184L102 26324 1137607 SH DFND 17 1058972 0 78635 TWITTER INC NOTE 0.250% 9/1 90184LAB8 32752 38875000 PRN DFND 17 38650000 0 225000 TWITTER INC NOTE 1.000% 9/1 90184LAD4 38755 46000000 PRN DFND 17 45870000 0 130000 TWO HBRS INVT CORP COM 90187B101 6073 749700 SH DFND 3 749700 0 0 TWO HBRS INVT CORP COM 90187B101 929 113899 SH DFND 21 0 0 113899 II VI INC COM 902104108 151 8119 SH DFND 17 8119 0 0 II VI INC COM 902104108 819 44130 SH DFND 21 14717 0 29413 TYLER TECHNOLOGIES INC COM 902252105 209 1200 SH DFND 17 1200 0 0 TYSON FOODS INC CL A 902494103 82615 1549137 SH DFND 17 1214499 0 334638 TYSON FOODS INC CL A 902494103 112245 2094891 SH DFND 21 1435934 0 658957 TYSON FOODS INC CL A 902494103 9925 186100 SH DFND 24 186100 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 165615 2729325 SH DFND 17 2585900 0 143425 UDR INC COM 902653104 9546 254094 SH DFND 4 254094 0 0 UDR INC COM 902653104 8 217 SH DFND 17 217 0 0 UGI CORP NEW COM 902681105 405 12004 SH DFND 17 12004 0 0 US BANCORP DEL COM NEW 902973304 40034 938226 SH DFND 4 938226 0 0 US BANCORP DEL COM NEW 902973304 21039 493072 SH DFND 17 481322 0 11750 US BANCORP DEL COM NEW 902973304 2256 52871 SH DFND 20 52871 0 0 US BANCORP DEL COM NEW 902973304 36886 861175 SH DFND 21 669716 0 191459 US BANCORP DEL CALL 902973904 3469 81300 SH Call DFND 4 81300 0 0 US BANCORP DEL PUT 902973954 22231 521000 SH Put DFND 4 521000 0 0 USANA HEALTH SCIENCES INC COM 90328M107 2401 18793 SH DFND 17 13158 0 5635 USANA HEALTH SCIENCES INC COM 90328M107 4101 32030 SH DFND 21 27304 0 4726 USA TECHNOLOGIES INC COM NO PAR 90328S500 1481 480726 SH DFND 17 454374 0 26352 U S CONCRETE INC COM NEW 90333L201 25142 477443 SH DFND 17 439467 0 37976 U S CONCRETE INC COM NEW 90333L201 109 2100 SH DFND 21 0 0 2100 U S SILICA HLDGS INC COM 90346E103 581 31035 SH DFND 17 31035 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 553 2990 SH DFND 17 2990 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 26064 133312 SH DFND 17 118064 0 15248 ULTIMATE SOFTWARE GROUP INC COM 90385D107 178 900 SH DFND 21 0 0 900 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 13731 121890 SH DFND 17 119640 0 2250 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2950 26300 SH DFND 24 26300 0 0 UMPQUA HLDGS CORP COM 904214103 55681 3501981 SH DFND 3 3437159 0 64822 UMPQUA HLDGS CORP COM 904214103 162 10081 SH DFND 21 10081 0 0 UNDER ARMOUR INC PUT 904311957 742 9200 SH Put DFND 4 9200 0 0 UNIFI INC COM NEW 904677200 810 28790 SH DFND 17 28790 0 0 UNIFI INC COM NEW 904677200 225 7957 SH DFND 21 7957 0 0 UNIFIRST CORP MASS COM 904708104 469 4502 SH DFND 21 4502 0 0 UNION PAC CORP COM 907818108 10402 133017 SH DFND 4 133017 0 0 UNION PAC CORP COM 907818108 196912 2517807 SH DFND 17 2347897 0 169910 UNION PAC CORP COM 907818108 73712 940589 SH DFND 21 855932 0 84657 UNION PAC CORP COM 907818108 540 6900 SH DFND 24 6900 0 0 UNION PAC CORP CALL 907818908 4293 54900 SH Call DFND 4 54900 0 0 UNION PAC CORP PUT 907818958 24766 316700 SH Put DFND 4 316700 0 0 UNIT CORP COM 909218109 3261 267321 SH DFND 17 267321 0 0 UNIT CORP COM 909218109 11 883 SH DFND 21 0 0 883 UNITED BANKSHARES INC WEST V COM 909907107 675 18040 SH DFND 21 18040 0 0 UNITED CONTL HLDGS INC COM 910047109 118 2068 SH DFND 4 2068 0 0 UNITED CONTL HLDGS INC COM 910047109 44422 775132 SH DFND 17 717627 0 57505 UNITED CONTL HLDGS INC COM 910047109 5112 89073 SH DFND 21 64737 0 24336 UNITED CONTL HLDGS INC CALL 910047909 413 7200 SH Call DFND 4 7200 0 0 UNITED CONTL HLDGS INC PUT 910047959 4779 83400 SH Put DFND 4 83400 0 0 UNITED INS HLDGS CORP COM 910710102 18398 1075932 SH DFND 3 1075932 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2041 1090150 SH DFND 21 1035719 0 54431 UNITED PARCEL SERVICE INC CL B 911312106 4130 42913 SH DFND 4 42913 0 0 UNITED PARCEL SERVICE INC CL B 911312106 24194 251135 SH DFND 17 246310 0 4825 UNITED PARCEL SERVICE INC CL B 911312106 1578 16256 SH DFND 21 15871 0 385 UNITED PARCEL SERVICE INC CALL 911312906 2088 21700 SH Call DFND 4 21700 0 0 UNITED PARCEL SERVICE INC PUT 911312956 29437 305900 SH Put DFND 4 305900 0 0 UNITED RENTALS INC COM 911363109 10647 146528 SH DFND 21 139209 0 7319 UNITED STATES STL CORP NEW COM 912909108 4775 598366 SH DFND 21 598136 0 230 UNITED TECHNOLOGIES CORP COM 913017109 223899 2330583 SH DFND 3 2330583 0 0 UNITED TECHNOLOGIES CORP COM 913017109 7134 74262 SH DFND 4 74262 0 0 UNITED TECHNOLOGIES CORP COM 913017109 166946 1737562 SH DFND 17 1709961 0 27601 UNITED TECHNOLOGIES CORP COM 913017109 1563 16267 SH DFND 20 16267 0 0 UNITED TECHNOLOGIES CORP COM 913017109 78703 817696 SH DFND 21 663083 0 154613 UNITED TECHNOLOGIES CORP COM 913017109 365 3800 SH DFND 24 3800 0 0 UNITED TECHNOLOGIES CORP CALL 913017909 4390 45700 SH Call DFND 4 45700 0 0 UNITED TECHNOLOGIES CORP PUT 913017959 24757 257700 SH Put DFND 4 257700 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 9282 58974 SH DFND 17 42274 0 16700 UNITED THERAPEUTICS CORP DEL COM 91307C102 17458 110914 SH DFND 21 107451 0 3463 UNITED THERAPEUTICS CORP DEL COM 91307C102 1958 12500 SH DFND 24 12500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1080 9177 SH DFND 4 9177 0 0 UNITEDHEALTH GROUP INC COM 91324P102 344278 2925936 SH DFND 17 2572837 0 353099 UNITEDHEALTH GROUP INC COM 91324P102 30786 261700 SH DFND 20 261700 0 0 UNITEDHEALTH GROUP INC COM 91324P102 367546 3109306 SH DFND 21 2419006 0 690300 UNITEDHEALTH GROUP INC COM 91324P102 424 3600 SH DFND 24 3600 0 0 UNITEDHEALTH GROUP INC CALL 91324P902 4670 39700 SH Call DFND 4 39700 0 0 UNITEDHEALTH GROUP INC PUT 91324P952 54514 463400 SH Put DFND 4 463400 0 0 UNITIL CORP COM 913259107 216 6020 SH DFND 17 6020 0 0 UNITIL CORP COM 913259107 309 8521 SH DFND 21 8521 0 0 UNIVERSAL CORP VA COM 913456109 50020 891949 SH DFND 3 875449 0 16500 UNIVERSAL CORP VA COM 913456109 2699 48123 SH DFND 17 15421 0 32702 UNIVERSAL CORP VA COM 913456109 1701 30330 SH DFND 21 6472 0 23858 UNIVERSAL FST PRODS INC COM 913543104 499 7297 SH DFND 17 7297 0 0 UNIVERSAL FST PRODS INC COM 913543104 4046 59177 SH DFND 21 30763 0 28414 UNIVERSAL INS HLDGS INC COM 91359V107 12735 549403 SH DFND 3 549403 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 7534 325013 SH DFND 17 142132 0 182881 UNIVERSAL INS HLDGS INC COM 91359V107 20588 867222 SH DFND 21 867222 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 3251 27209 SH DFND 17 27209 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 37812 315560 SH DFND 21 293490 0 22070 UNUM GROUP COM 91529Y106 6124 183970 SH DFND 3 183970 0 0 UNUM GROUP COM 91529Y106 4006 120344 SH DFND 17 120344 0 0 UNUM GROUP COM 91529Y106 525 15715 SH DFND 21 12276 0 3439 VCA INC COM 918194101 1673 30421 SH DFND 17 19266 0 11155 VCA INC COM 918194101 765 13868 SH DFND 21 13868 0 0 V F CORP COM 918204108 2484 39899 SH DFND 4 39899 0 0 V F CORP COM 918204108 1586 25405 SH DFND 21 25185 0 220 V F CORP CALL 918204908 1089 17500 SH Call DFND 4 17500 0 0 V F CORP PUT 918204958 7987 128300 SH Put DFND 4 128300 0 0 VAIL RESORTS INC COM 91879Q109 628 4904 SH DFND 17 3729 0 1175 VAIL RESORTS INC COM 91879Q109 1791 13994 SH DFND 21 4666 0 9328 VALEANT PHARMACEUTICALS INTL COM 91911K102 560 4105 SH DFND 17 0 0 4105 VALEANT PHARMACEUTICALS INTL COM 91911K102 24399 177480 SH DFND 21 107462 0 70018 VALE S A ADR 91912E105 16646 5061500 SH DFND 21 4991500 0 70000 VALE S A ADR REPSTG PFD 91912E204 196 76400 SH DFND 21 76400 0 0 VALERO ENERGY CORP NEW COM 91913Y100 189294 2677044 SH DFND 3 2674544 0 2500 VALERO ENERGY CORP NEW COM 91913Y100 406 5739 SH DFND 4 5739 0 0 VALERO ENERGY CORP NEW COM 91913Y100 168268 2379690 SH DFND 17 2225280 0 154410 VALERO ENERGY CORP NEW COM 91913Y100 141004 1980036 SH DFND 21 1356091 0 623945 VALERO ENERGY CORP NEW COM 91913Y100 1626 23000 SH DFND 24 23000 0 0 VALERO ENERGY CORP NEW CALL 91913Y900 2489 35200 SH Call DFND 4 35200 0 0 VALERO ENERGY CORP NEW PUT 91913Y950 16242 229700 SH Put DFND 4 229700 0 0 VALMONT INDS INC COM 920253101 481 4533 SH DFND 21 4533 0 0 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 299 3762 SH DFND 17 3762 0 0 VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 3032 41000 SH DFND 17 41000 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 562 6050 SH DFND 17 6050 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 14538 252300 SH DFND 25 252300 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 43111 993119 SH DFND 17 993119 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 70924 2168267 SH DFND 4 2168267 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 0 14 SH DFND 17 14 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7360 225000 SH DFND 25 225000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 357 7150 SH DFND 7150 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 58 SH DFND 17 58 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 9084 115000 SH DFND 17 115000 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 12822 243212 SH DFND 17 243212 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 346 4114 SH DFND 17 4114 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 10510 124980 SH DFND 17 124980 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 12614 150000 SH DFND 25 150000 0 0 VANTIV INC CL A 92210H105 35418 746909 SH DFND 17 566380 0 180529 VARIAN MED SYS INC COM 92220P105 548 6736 SH DFND 21 6642 0 94 VASCULAR SOLUTIONS INC COM 92231M109 10074 292947 SH DFND 17 288387 0 4560 VECTREN CORP COM 92240G101 28566 673400 SH DFND 3 673400 0 0 VECTREN CORP COM 92240G101 649 15290 SH DFND 17 15290 0 0 VECTREN CORP COM 92240G101 3399 78203 SH DFND 21 52458 0 25745 VECTOR GROUP LTD COM 92240M108 372 15749 SH DFND 17 15749 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 30750 20900000 PRN DFND 17 20900000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13474 11700000 PRN DFND 17 11700000 0 0 VEECO INSTRS INC DEL COM 922417100 2 100 SH DFND 17 100 0 0 VEECO INSTRS INC DEL COM 922417100 2740 133276 SH DFND 21 119356 0 13920 VEECO INSTRS INC DEL COM 922417100 5129 249462 SH DFND 24 249462 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 155 27950 SH DFND 17 27950 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 250 45306 SH DFND 21 45306 0 0 VENTAS INC COM 92276F100 6433 114000 SH DFND 3 114000 0 0 VENTAS INC COM 92276F100 16 277 SH DFND 17 277 0 0 VENTAS INC COM 92276F100 7 121 SH DFND 21 0 0 121 VENTAS INC CALL 92276F900 1106 19600 SH Call DFND 4 19600 0 0 VENTAS INC PUT 92276F950 2511 44500 SH Put DFND 4 44500 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 71 380 SH DFND 17 380 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 13702 73300 SH DFND 25 73300 0 0 VANGUARD INDEX FDS REIT ETF 922908553 11405 143050 SH DFND 4 143050 0 0 VANGUARD INDEX FDS REIT ETF 922908553 6942 87063 SH DFND 17 87063 0 0 VANGUARD INDEX FDS REIT ETF 922908553 3484 43700 SH DFND 24 43700 0 0 VANGUARD INDEX FDS REIT ETF 922908553 58203 730000 SH DFND 25 730000 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 13896 125600 SH DFND 25 125600 0 0 VEREIT INC COM 92339V100 6 770 SH DFND 17 770 0 0 VEREIT INC COM 92339V100 134 16888 SH DFND 21 16888 0 0 VERISIGN INC COM 92343E102 472 5400 SH DFND 17 4140 0 1260 VERISIGN INC COM 92343E102 8 90 SH DFND 21 0 0 90 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 132880 51490000 PRN DFND 17 47965000 0 3525000 VERIZON COMMUNICATIONS INC COM 92343V104 232288 5025712 SH DFND 3 5020812 0 4900 VERIZON COMMUNICATIONS INC COM 92343V104 10111 218761 SH DFND 4 218761 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 167567 3625430 SH DFND 17 3584448 0 40982 VERIZON COMMUNICATIONS INC COM 92343V104 139614 3002098 SH DFND 21 2218541 0 783557 VERIZON COMMUNICATIONS INC COM 92343V104 90 1940 SH DFND 24 1940 0 0 VERIZON COMMUNICATIONS INC CALL 92343V904 11717 253500 SH Call DFND 4 253500 0 0 VERIZON COMMUNICATIONS INC PUT 92343V954 57031 1233900 SH Put DFND 4 1233900 0 0 VERINT SYS INC COM 92343X100 840 20700 SH DFND 17 20700 0 0 VERINT SYS INC COM 92343X100 421 10209 SH DFND 21 10209 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 55046 58560000 PRN DFND 17 53590000 0 4970000 VERTEX PHARMACEUTICALS INC COM 92532F100 275 2186 SH DFND 4 2186 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 25876 204944 SH DFND 17 187889 0 17055 VERTEX PHARMACEUTICALS INC COM 92532F100 13 105 SH DFND 21 0 0 105 VERTEX PHARMACEUTICALS INC COM 92532F100 8750 69540 SH DFND 24 69540 0 0 VERTEX PHARMACEUTICALS INC CALL 92532F900 881 7000 SH Call DFND 4 7000 0 0 VERTEX PHARMACEUTICALS INC PUT 92532F950 7915 62900 SH Put DFND 4 62900 0 0 VIAD CORP COM NEW 92552R406 1074 38040 SH DFND 17 28900 0 9140 VIAD CORP COM NEW 92552R406 82 2858 SH DFND 21 0 0 2858 VIACOM INC NEW CL A 92553P102 481 10935 SH DFND 17 10935 0 0 VIACOM INC NEW CL B 92553P201 1102 26779 SH DFND 4 26779 0 0 VIACOM INC NEW CL B 92553P201 1900 46256 SH DFND 21 19596 0 26660 VIACOM INC NEW CALL 92553P901 770 18700 SH Call DFND 4 18700 0 0 VIACOM INC NEW PUT 92553P951 1720 41800 SH Put DFND 4 41800 0 0 VILLAGE SUPER MKT INC CL A NEW 927107409 51 1925 SH DFND 17 1925 0 0 VILLAGE SUPER MKT INC CL A NEW 927107409 227 8569 SH DFND 21 8569 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 416 14055 SH DFND 21 14055 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 366 23970 SH DFND 17 100 0 23870 VISA INC COM CL A 92826C839 2043 26340 SH DFND 4 26340 0 0 VISA INC COM CL A 92826C839 503493 6492060 SH DFND 17 5647229 0 844831 VISA INC COM CL A 92826C839 61544 793600 SH DFND 20 793600 0 0 VISA INC COM CL A 92826C839 201537 2591095 SH DFND 21 2184085 0 407010 VISA INC COM CL A 92826C839 682 8800 SH DFND 24 8800 0 0 VISA INC CALL 92826C909 7003 90300 SH Call DFND 4 90300 0 0 VISA INC PUT 92826C959 95534 1231900 SH Put DFND 4 1231900 0 0 VIRTUSA CORP COM 92827P102 3067 74192 SH DFND 17 74192 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 22554 1871700 SH DFND 3 1821800 0 49900 VISHAY INTERTECHNOLOGY INC COM 928298108 374 31070 SH DFND 21 31070 0 0 VISTA OUTDOOR INC COM 928377100 1101 24440 SH DFND 21 24440 0 0 VMWARE INC CL A COM 928563402 6411 113325 SH DFND 17 88960 0 24365 VMWARE INC CL A COM 928563402 168 2940 SH DFND 21 2800 0 140 VOCERA COMMUNICATIONS INC COM 92857F107 1468 120350 SH DFND 17 75660 0 44690 VONAGE HLDGS CORP COM 92886T201 15546 2708317 SH DFND 17 2339403 0 368914 VONAGE HLDGS CORP COM 92886T201 142 24200 SH DFND 21 0 0 24200 WI-LAN INC COM 928972108 68 38070 SH DFND 21 38070 0 0 VORNADO RLTY TR CALL 929042909 450 4500 SH Call DFND 4 4500 0 0 VORNADO RLTY TR PUT 929042959 1769 17700 SH Put DFND 4 17700 0 0 VOYA FINL INC COM 929089100 16809 455409 SH DFND 17 294236 0 161173 VOYA FINL INC COM 929089100 40066 1079445 SH DFND 21 849951 0 229494 VULCAN MATLS CO COM 929160109 70073 737759 SH DFND 17 623554 0 114205 VULCAN MATLS CO COM 929160109 26492 277833 SH DFND 21 274758 0 3075 VULCAN MATLS CO COM 929160109 750 7900 SH DFND 24 7900 0 0 WD-40 CO COM 929236107 373 3780 SH DFND 17 3780 0 0 WCI CMNTYS INC COM PAR $0.01 92923C807 2357 105801 SH DFND 17 105801 0 0 WGL HLDGS INC COM 92924F106 202 3200 SH DFND 17 0 0 3200 WABCO HLDGS INC COM 92927K102 4531 44310 SH DFND 17 35880 0 8430 WSFS FINL CORP COM 929328102 1370 42330 SH DFND 17 5230 0 37100 WSFS FINL CORP COM 929328102 1650 50232 SH DFND 21 32034 0 18198 WNS HOLDINGS LTD SPON ADR 92932M101 825 26448 SH DFND 17 26448 0 0 WNS HOLDINGS LTD SPON ADR 92932M101 1443 46200 SH DFND 21 28811 0 17389 WPP PLC NEW ADR 92937A102 22377 195021 SH DFND 17 195021 0 0 WP GLIMCHER IN COM 92939N102 20223 1906000 SH DFND 3 1906000 0 0 WABASH NATL CORP COM 929566107 415 35100 SH DFND 17 0 0 35100 WAL-MART STORES INC COM 931142103 434999 7096234 SH DFND 3 7088534 0 7700 WAL-MART STORES INC COM 931142103 84624 1380483 SH DFND 17 1380483 0 0 WAL-MART STORES INC COM 931142103 9101 148000 SH DFND 21 143365 0 4635 WALGREENS BOOTS ALLIANCE INC COM 931427108 853 10022 SH DFND 4 10022 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 131912 1549076 SH DFND 17 1539276 0 9800 WALGREENS BOOTS ALLIANCE INC COM 931427108 3619 42500 SH DFND 20 42500 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 164652 1924848 SH DFND 21 1657022 0 267826 WALGREENS BOOTS ALLIANCE INC CALL 931427908 3577 42000 SH Call DFND 4 42000 0 0 WALGREENS BOOTS ALLIANCE INC PUT 931427958 41632 488900 SH Put DFND 4 488900 0 0 WALKER & DUNLOP INC COM 93148P102 386 13404 SH DFND 17 13404 0 0 WALKER & DUNLOP INC COM 93148P102 1539 53376 SH DFND 21 41100 0 12276 WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 24283 38545000 PRN DFND 17 38545000 0 0 WASHINGTON FED INC COM 938824109 46815 1964550 SH DFND 3 1918350 0 46200 WASHINGTON FED INC COM 938824109 5462 229200 SH DFND 17 229200 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 799 29530 SH DFND 4 29530 0 0 WASTE CONNECTIONS INC COM 941053100 203 3610 SH DFND 17 0 0 3610 WASTE MGMT INC DEL COM 94106L109 103 1935 SH DFND 4 1935 0 0 WASTE MGMT INC DEL COM 94106L109 879 16467 SH DFND 17 16467 0 0 WASTE MGMT INC DEL COM 94106L109 19276 358618 SH DFND 21 307999 0 50619 WASTE MGMT INC DEL CALL 94106L909 870 16300 SH Call DFND 4 16300 0 0 WASTE MGMT INC DEL PUT 94106L959 3784 70900 SH Put DFND 4 70900 0 0 WATERS CORP COM 941848103 1472 10935 SH DFND 17 10935 0 0 WATERS CORP COM 941848103 1306 9628 SH DFND 21 9559 0 69 WATERSTONE FINL INC MD COM 94188P101 276 19570 SH DFND 17 19570 0 0 WATSCO INC COM 942622200 225 1920 SH DFND 17 1920 0 0 WAUSAU PAPER CORP COM 943315101 4145 405134 SH DFND 21 405134 0 0 WEB COM GROUP INC COM 94733A104 736 36760 SH DFND 17 0 0 36760 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 58981 63250000 PRN DFND 17 56835000 0 6415000 WEBMD HEALTH CORP COM 94770V102 450 9315 SH DFND 17 0 0 9315 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 34476 33150000 PRN DFND 17 33000000 0 150000 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 74743 65840000 PRN DFND 17 59335000 0 6505000 WEBSTER FINL CORP CONN COM 947890109 1886 50702 SH DFND 17 15202 0 35500 WEBSTER FINL CORP CONN COM 947890109 3764 100981 SH DFND 21 98371 0 2610 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 5700 3000000 PRN DFND 17 3000000 0 0 WELLS FARGO & CO NEW COM 949746101 415864 7650190 SH DFND 3 7642290 0 7900 WELLS FARGO & CO NEW COM 949746101 41947 771645 SH DFND 4 771645 0 0 WELLS FARGO & CO NEW COM 949746101 345864 6361950 SH DFND 17 5659219 0 702731 WELLS FARGO & CO NEW COM 949746101 8274 152202 SH DFND 20 152202 0 0 WELLS FARGO & CO NEW COM 949746101 478368 8759196 SH DFND 21 6551622 0 2207574 WELLS FARGO & CO NEW COM 949746101 114 2100 SH DFND 24 2100 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 419655 362279 SH DFND 4 350779 0 11500 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 175013 150990 SH DFND 17 143475 0 7515 WELLS FARGO & CO NEW CALL 949746901 7322 134700 SH Call DFND 4 134700 0 0 WELLS FARGO & CO NEW PUT 949746951 120380 2214500 SH Put DFND 4 2214500 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 6961 114000 SH DFND 4 114000 0 0 WELLTOWER INC CALL 95040Q904 1231 18100 SH Call DFND 4 18100 0 0 WELLTOWER INC PUT 95040Q954 4953 72800 SH Put DFND 4 72800 0 0 WENDYS CO COM 95058W100 15 1400 SH DFND 17 1400 0 0 WENDYS CO COM 95058W100 4338 402316 SH DFND 21 402316 0 0 WERNER ENTERPRISES INC COM 950755108 403 17213 SH DFND 17 17213 0 0 WERNER ENTERPRISES INC COM 950755108 5606 240061 SH DFND 21 240061 0 0 WESBANCO INC COM 950810101 20834 693991 SH DFND 3 693991 0 0 WESBANCO INC COM 950810101 19 626 SH DFND 17 626 0 0 WESBANCO INC COM 950810101 1167 38327 SH DFND 21 38327 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 20315 13625000 PRN DFND 17 13625000 0 0 WEST CORP COM 952355204 50940 2361618 SH DFND 3 2320260 0 41358 WEST CORP COM 952355204 2357 109255 SH DFND 17 109255 0 0 WEST CORP COM 952355204 3734 172179 SH DFND 21 75841 0 96338 WESTAR ENERGY INC COM 95709T100 670 15792 SH DFND 17 15792 0 0 WESTAR ENERGY INC COM 95709T100 12819 300064 SH DFND 21 201729 0 98335 WESTERN ALLIANCE BANCORP COM 957638109 33240 926946 SH DFND 17 782798 0 144148 WESTERN ALLIANCE BANCORP COM 957638109 2498 69542 SH DFND 21 45237 0 24305 WESTERN 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