0001535323-16-000002.txt : 20161114 0001535323-16-000002.hdr.sgml : 20161111 20161114121800 ACCESSION NUMBER: 0001535323-16-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161114 DATE AS OF CHANGE: 20161114 EFFECTIVENESS DATE: 20161114 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: 161992676 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 09-30-2016 09-30-2016 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: 11-8-2016 John Viggiano 011-49-89-1220-7522 /s/ John Viggiano Munich 2M 11-08-2016 7 4807 102387779 false 3 028-10770 NFJ Investment Group LLC 4 028-10952 Pacific Investment Management Company LLC 17 028-13991 Allianz Global Investors U.S. LLC 20 028-15015 Allianz Global Investors Asia Pacific Ltd 21 028-14962 Allianz Global Investors GmbH 24 028-15071 Allianz Global Investors Taiwan Ltd. 25 028-17306 Allianz Global Investors Japan Co. Ltd. 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SH DFND 17 660503 0 192 AMERICAN WTR WKS CO INC NEW COM 030420103 15929 212675 SH DFND 21 209469 0 3206 AMERICAN WTR WKS CO INC NEW COM 030420103 12822 171000 SH DFND 24 171000 0 0 AMERICAN WOODMARK CORP COM 030506109 3994 49567 SH DFND 17 49567 0 0 AMERISAFE INC COM 03071H100 14336 243899 SH DFND 17 190199 0 53700 AMERISAFE INC COM 03071H100 1173 19960 SH DFND 21 9766 0 10194 AMERISOURCEBERGEN CORP COM 03073E105 1259 15584 SH DFND 4 15584 0 0 AMERISOURCEBERGEN CORP COM 03073E105 10855 134323 SH DFND 17 130952 0 3371 AMERISOURCEBERGEN CORP COM 03073E105 973 12051 SH DFND 20 12051 0 0 AMERISOURCEBERGEN CORP COM 03073E105 25701 317297 SH DFND 21 250496 0 66801 AMERISOURCEBERGEN CORP COM 03073E105 67 827 SH DFND 25 827 0 0 AMERISOURCEBERGEN CORP CALL 03073E905 630 7800 SH Call DFND 4 7800 0 0 AMERISOURCEBERGEN CORP PUT 03073E955 4604 57000 SH Put DFND 4 57000 0 0 AMERIPRISE FINL INC COM 03076C106 110077 1103303 SH DFND 3 1101903 0 1400 AMERIPRISE FINL INC COM 03076C106 39176 401111 SH 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71059 SH DFND 4 71059 0 0 ANTHEM INC COM 036752103 26159 208821 SH DFND 17 127600 0 81221 ANTHEM INC COM 036752103 1194 9527 SH DFND 20 9527 0 0 ANTHEM INC COM 036752103 106254 849263 SH DFND 21 591306 0 257957 ANTHEM INC COM 036752103 249 1990 SH DFND 25 1990 0 0 ANTHEM INC UNIT 05/01/20188 036752202 131573 3026765 SH DFND 17 3010645 0 16120 ANTHEM INC CALL 036752903 4599 36700 SH Call DFND 4 36700 0 0 ANTHEM INC PUT 036752953 33583 268000 SH Put DFND 4 268000 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 325 66118 SH DFND 17 66118 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 95 19294 SH DFND 20 19294 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1374 278923 SH DFND 21 116740 0 162183 APACHE CORP COM 037411105 4256 66640 SH DFND 3 66640 0 0 APACHE CORP COM 037411105 1324 20737 SH DFND 4 20737 0 0 APACHE CORP COM 037411105 3473 54488 SH DFND 17 54078 0 410 APACHE CORP COM 037411105 38 602 SH DFND 21 602 0 0 APACHE CORP CALL 037411905 2523 39500 SH Call DFND 4 39500 0 0 APACHE CORP PUT 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ONE FINL CORP COM 14040H105 47282 666252 SH DFND 21 531167 0 135085 CAPITAL ONE FINL CORP COM 14040H105 125 1734 SH DFND 25 1734 0 0 CAPITAL ONE FINL CORP CALL 14040H905 6932 96500 SH Call DFND 4 96500 0 0 CAPITAL ONE FINL CORP PUT 14040H955 52860 735900 SH Put DFND 4 735900 0 0 CAPITOL FED FINL INC COM 14057J101 378 26862 SH DFND 17 26862 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 446 47292 SH DFND 17 47292 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 3092 328297 SH DFND 21 153909 0 174388 CARA THERAPEUTICS INC COM 140755109 3154 377743 SH DFND 17 371443 0 6300 CARBONITE INC COM 141337105 1217 79215 SH DFND 17 29525 0 49690 CARDINAL HEALTH INC COM 14149Y108 5890 75800 SH DFND 3 75800 0 0 CARDINAL HEALTH INC COM 14149Y108 2894 37241 SH DFND 4 37241 0 0 CARDINAL HEALTH INC COM 14149Y108 15118 194778 SH DFND 17 187447 0 7331 CARDINAL HEALTH INC COM 14149Y108 73704 954598 SH DFND 21 555494 0 399104 CARDINAL HEALTH INC COM 14149Y108 245 3157 SH DFND 25 3157 0 0 CARDINAL HEALTH INC CALL 14149Y908 3667 47200 SH Call DFND 4 47200 0 0 CARDINAL HEALTH INC PUT 14149Y958 27009 347600 SH Put DFND 4 347600 0 0 CARDIOVASCULAR SYS INC DEL COM 141619106 517 21760 SH DFND 17 13410 0 8350 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 49706 47115000 PRN DFND 17 39880000 0 7235000 CARE CAP PPTYS INC COM 141624106 50393 1768175 SH DFND 3 1731275 0 36900 CARE CAP PPTYS INC COM 141624106 1150 40582 SH DFND 17 40582 0 0 CARE COM INC COM 141633107 1586 159188 SH DFND 17 69558 0 89630 CARETRUST REIT INC COM 14174T107 299 20206 SH DFND 17 20206 0 0 CARETRUST REIT INC COM 14174T107 1066 72153 SH DFND 21 66696 0 5457 CARLISLE COS INC COM 142339100 7781 75860 SH DFND 3 75860 0 0 CARLISLE COS INC COM 142339100 25395 247782 SH DFND 17 214487 0 33295 CARLISLE COS INC COM 142339100 539 5255 SH DFND 20 5255 0 0 CARLISLE COS INC COM 142339100 7301 71284 SH DFND 21 63610 0 7674 CARMAX INC COM 143130102 11 206 SH DFND 17 0 0 206 CARMAX INC COM 143130102 1963 37621 SH DFND 21 37621 0 0 CARMIKE CINEMAS INC COM 143436400 4315 132000 SH DFND 21 132000 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 23 468 SH DFND 17 0 0 468 CARNIVAL CORP UNIT 99/99/9999 143658300 10312 213460 SH DFND 21 134622 0 78838 CARNIVAL CORP CALL 143658900 1055 21600 SH Call DFND 4 21600 0 0 CARNIVAL CORP PUT 143658950 8172 167400 SH Put DFND 4 167400 0 0 CARNIVAL PLC ADR 14365C103 6072 124933 SH DFND 17 124933 0 0 CARNIVAL PLC ADR 14365C103 2183 44473 SH DFND 21 0 0 44473 CARRIAGE SVCS INC COM 143905107 4909 207559 SH DFND 17 200059 0 7500 CARRIAGE SVCS INC COM 143905107 543 23010 SH DFND 21 23010 0 0 CARRIZO OIL & GAS INC COM 144577103 10967 270000 SH DFND 4 270000 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 5493 415822 SH DFND 17 403630 0 12192 CASELLA WASTE SYS INC CL A 147448104 1073 104135 SH DFND 17 64310 0 39825 CASEYS GEN STORES INC COM 147528103 563 4687 SH DFND 17 4687 0 0 CASEYS GEN STORES INC COM 147528103 65 539 SH DFND 20 539 0 0 CASEYS GEN STORES INC COM 147528103 7853 67532 SH DFND 21 25380 0 42152 CATALENT INC COM 148806102 9242 357661 SH DFND 17 261374 0 96287 CATERPILLAR INC DEL COM 149123101 1887 21260 SH DFND 4 21260 0 0 CATERPILLAR INC DEL COM 149123101 56 629 SH DFND 17 0 0 629 CATERPILLAR INC DEL COM 149123101 1293 14768 SH DFND 21 14768 0 0 CATERPILLAR INC DEL CALL 149123901 13795 155400 SH Call DFND 4 155400 0 0 CATERPILLAR INC DEL PUT 149123951 55046 620100 SH Put DFND 4 620100 0 0 CATO CORP NEW CL A 149205106 2733 83100 SH DFND 17 0 0 83100 CATO CORP NEW CL A 149205106 1283 39265 SH DFND 21 15527 0 23738 CAVCO INDS INC DEL COM 149568107 3889 39259 SH DFND 17 39259 0 0 CAVIUM INC COM 14964U108 4505 77400 SH DFND 17 77400 0 0 CAVIUM INC COM 14964U108 12 211 SH DFND 20 211 0 0 CAVIUM INC COM 14964U108 782 13474 SH DFND 21 12460 0 1014 CEDAR FAIR L P DEPOSITRY UNIT 150185106 20384 355800 SH DFND 3 346400 0 9400 CEDAR FAIR L P DEPOSITRY UNIT 150185106 7028 122680 SH DFND 17 100540 0 22140 CELADON GROUP INC COM 150838100 1977 226148 SH DFND 17 201063 0 25085 CELANESE CORP DEL COM SER A 150870103 160095 2405268 SH DFND 3 2405268 0 0 CELANESE CORP DEL COM SER A 150870103 34288 522258 SH DFND 17 522258 0 0 CELANESE CORP DEL COM SER A 150870103 844 12681 SH DFND 20 12681 0 0 CELANESE CORP DEL COM SER A 150870103 8538 128451 SH DFND 21 94603 0 33848 CELESTICA INC SUB VTG SHS 15101Q108 966 89430 SH DFND 17 27958 0 61472 CELESTICA INC SUB VTG SHS 15101Q108 91 8411 SH DFND 20 8411 0 0 CELESTICA INC SUB VTG SHS 15101Q108 1591 147392 SH DFND 21 139841 0 7551 CELGENE CORP COM 151020104 10549 100916 SH DFND 4 100916 0 0 CELGENE CORP COM 151020104 118687 1139662 SH DFND 17 957396 0 182266 CELGENE CORP COM 151020104 46876 450908 SH DFND 21 370812 0 80096 CELGENE CORP COM 151020104 12147 118200 SH DFND 24 118200 0 0 CELGENE CORP CALL 151020904 19568 187200 SH Call DFND 4 187200 0 0 CELGENE CORP PUT 151020954 99607 952900 SH Put DFND 4 952900 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 782 95452 SH DFND 21 95452 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 63547 56515000 PRN DFND 17 53880000 0 2635000 CENTENE CORP DEL COM 15135B101 4759 71076 SH DFND 17 9332 0 61744 CENTENE CORP DEL COM 15135B101 108 1616 SH DFND 20 1616 0 0 CENTENE CORP DEL COM 15135B101 6669 99199 SH DFND 21 55285 0 43914 CENOVUS ENERGY INC COM 15135U109 2320 161727 SH DFND 21 107194 0 54533 CENTERPOINT ENERGY INC COM 15189T107 672 28927 SH DFND 4 28927 0 0 CENTERPOINT ENERGY INC COM 15189T107 754 32440 SH DFND 17 28126 0 4314 CENTERPOINT ENERGY INC COM 15189T107 199 8576 SH DFND 20 8576 0 0 CENTERPOINT ENERGY INC COM 15189T107 3121 134070 SH DFND 21 126474 0 7596 CENTERSTATE BANKS INC COM 15201P109 934 52666 SH DFND 17 52666 0 0 CENTERSTATE BANKS INC COM 15201P109 101 5695 SH DFND 20 5695 0 0 CENTERSTATE BANKS INC COM 15201P109 1166 65839 SH DFND 21 65839 0 0 CENTRAL FD CDA LTD CL A 153501101 36931 2672803 SH DFND 3 2618703 0 54100 CENTRAL GARDEN & PET CO COM 153527106 1280 49235 SH DFND 17 49235 0 0 CENTRAL GARDEN & PET CO COM 153527106 315 12111 SH DFND 21 12111 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 376 15176 SH DFND 17 15176 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3543 144236 SH DFND 21 82897 0 61339 CENTURY CMNTYS INC COM 156504300 1493 69426 SH DFND 17 64062 0 5364 CENTURYLINK INC COM 156700106 2041 74395 SH DFND 4 74395 0 0 CENTURYLINK INC COM 156700106 14499 528430 SH DFND 17 244710 0 283720 CENTURYLINK INC COM 156700106 900 32814 SH DFND 20 32814 0 0 CENTURYLINK INC COM 156700106 60660 2207587 SH DFND 21 1870481 0 337106 CENTURYLINK INC CALL 156700906 1426 52000 SH Call DFND 4 52000 0 0 CENTURYLINK INC PUT 156700956 3401 124000 SH Put DFND 4 124000 0 0 CEPHEID COM 15670R107 11666 221413 SH DFND 4 221413 0 0 CEPHEID COM 15670R107 27399 520000 SH DFND 21 520000 0 0 CEPHEID DBCV 1.250% 2/0 15670RAC1 12233 11775000 PRN DFND 17 11775000 0 0 CERNER CORP COM 156782104 17280 279844 SH DFND 17 279520 0 324 CERNER CORP COM 156782104 20 324 SH DFND 21 324 0 0 CERNER CORP CALL 156782904 2495 40400 SH Call DFND 4 40400 0 0 CERNER CORP PUT 156782954 12196 197500 SH Put DFND 4 197500 0 0 CEVA INC COM 157210105 5200 148265 SH DFND 17 144456 0 3809 CHARLES RIV LABS INTL INC COM 159864107 1848 22177 SH DFND 17 18917 0 3260 CHARLES RIV LABS INTL INC COM 159864107 179 2146 SH DFND 20 2146 0 0 CHARLES RIV LABS INTL INC COM 159864107 3626 43592 SH DFND 21 38018 0 5574 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8661 8765000 PRN DFND 17 8765000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1720 6371 SH DFND 17 6137 0 234 CHARTER COMMUNICATIONS INC N CL A 16119P108 17752 65449 SH DFND 21 59694 0 5755 CHARTER COMMUNICATIONS INC N CALL 16119P908 270 1000 SH Call DFND 4 1000 0 0 CHARTER COMMUNICATIONS INC N PUT 16119P958 5777 21400 SH Put DFND 4 21400 0 0 CHARTER FINL CORP MD COM 16122W108 282 21870 SH DFND 17 21870 0 0 CHEMED CORP NEW COM 16359R103 5023 35607 SH DFND 17 9602 0 26005 CHEMED CORP NEW COM 16359R103 119 843 SH DFND 20 843 0 0 CHEMED CORP NEW COM 16359R103 14618 104276 SH DFND 21 56399 0 47877 CHEMICAL FINL CORP COM 163731102 381 8629 SH DFND 17 8629 0 0 CHEMICAL FINL CORP COM 163731102 478 10841 SH DFND 20 10841 0 0 CHEMICAL FINL CORP COM 163731102 3164 71754 SH DFND 21 71754 0 0 CHEMOURS CO COM 163851108 284 17737 SH DFND 17 17737 0 0 CHEMOURS CO COM 163851108 2062 130540 SH DFND 21 114099 0 16441 CHEMTURA CORP COM NEW 163893209 27000 822918 SH DFND 21 822918 0 0 CHENIERE ENERGY INC COM NEW 16411R208 1308 30000 SH DFND 4 30000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 34 783 SH DFND 21 783 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 89832 139275000 PRN DFND 17 132345000 0 6930000 CHESAPEAKE ENERGY CORP COM 165167107 2587 412534 SH DFND 4 412534 0 0 CHESAPEAKE ENERGY CORP COM 165167107 41 6501 SH DFND 17 0 0 6501 CHESAPEAKE ENERGY CORP COM 165167107 57 9284 SH DFND 21 9284 0 0 CHESAPEAKE ENERGY CORP PUT 165167957 15675 2500000 SH Put DFND 4 2500000 0 0 CHEVRON CORP NEW COM 166764100 155816 1513955 SH DFND 3 1511955 0 2000 CHEVRON CORP NEW COM 166764100 8016 77888 SH DFND 4 77888 0 0 CHEVRON CORP NEW COM 166764100 70611 692782 SH DFND 17 672786 0 19996 CHEVRON CORP NEW COM 166764100 1383 13433 SH DFND 20 13433 0 0 CHEVRON CORP NEW COM 166764100 148741 1458879 SH DFND 21 1031878 0 427001 CHEVRON CORP NEW COM 166764100 2079 20529 SH DFND 24 20529 0 0 CHEVRON CORP NEW COM 166764100 119 1156 SH DFND 25 1156 0 0 CHEVRON CORP NEW CALL 166764900 48095 467300 SH Call DFND 4 467300 0 0 CHEVRON CORP NEW PUT 166764950 263712 2562300 SH Put DFND 4 2562300 0 0 CHILDRENS PL INC COM 168905107 8226 103553 SH DFND 21 80644 0 22909 CHIMERA INVT CORP COM NEW 16934Q208 232 14557 SH DFND 4 14557 0 0 CHIMERA INVT CORP COM NEW 16934Q208 8696 545195 SH DFND 17 233049 0 312146 CHIMERA INVT CORP COM NEW 16934Q208 132 8307 SH DFND 20 8307 0 0 CHIMERA INVT CORP COM NEW 16934Q208 16273 1015142 SH DFND 21 452280 0 562862 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 13388 216319 SH DFND 17 216319 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7398 119535 SH DFND 21 119535 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 628 8500 SH DFND 17 0 0 8500 CHIPOTLE MEXICAN GRILL INC COM 169656105 414 977 SH DFND 4 977 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 13 31 SH DFND 17 0 0 31 CHIPOTLE MEXICAN GRILL INC COM 169656105 13 31 SH DFND 21 31 0 0 CHIPOTLE MEXICAN GRILL INC PUT 169656955 1736 4100 SH Put DFND 4 4100 0 0 CHURCH & DWIGHT INC COM 171340102 13 277 SH DFND 17 0 0 277 CHURCH & DWIGHT INC COM 171340102 289 6077 SH DFND 21 6077 0 0 CHURCHILL DOWNS INC COM 171484108 3798 25951 SH DFND 17 25951 0 0 CHURCHILL DOWNS INC COM 171484108 892 6074 SH DFND 21 3207 0 2867 CHUYS HLDGS INC COM 171604101 1524 54557 SH DFND 17 54557 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 16436 16485000 PRN DFND 17 16485000 0 0 CINCINNATI FINL CORP COM 172062101 6939 92004 SH DFND 17 3598 0 88406 CINCINNATI FINL CORP COM 172062101 9666 129669 SH DFND 21 129669 0 0 CINEMARK HOLDINGS INC COM 17243V102 338 8822 SH DFND 17 8822 0 0 CINEMARK HOLDINGS INC COM 17243V102 13218 346524 SH DFND 21 346524 0 0 CIRRUS LOGIC INC COM 172755100 7847 148070 SH DFND 17 139222 0 8848 CIRRUS LOGIC INC COM 172755100 214 4023 SH DFND 20 4023 0 0 CIRRUS LOGIC INC COM 172755100 31617 602619 SH DFND 21 487700 0 114919 CIRRUS LOGIC INC COM 172755100 63 1189 SH DFND 25 1189 0 0 CISCO SYS INC COM 17275R102 165487 5217125 SH DFND 3 5212325 0 4800 CISCO SYS INC COM 17275R102 265968 8403216 SH DFND 17 6888596 0 1514620 CISCO SYS INC COM 17275R102 2211 69693 SH DFND 20 69693 0 0 CISCO SYS INC COM 17275R102 244808 7763918 SH DFND 21 5469907 0 2294011 CISCO SYS INC COM 17275R102 481 15164 SH DFND 25 15164 0 0 CISCO SYS INC CALL 17275R902 17370 547600 SH Call DFND 4 547600 0 0 CISCO SYS INC PUT 17275R952 163704 5160900 SH Put DFND 4 5160900 0 0 CINTAS CORP COM 172908105 3717 33010 SH DFND 17 32468 0 542 CINTAS CORP COM 172908105 28780 257072 SH DFND 21 257072 0 0 CITIGROUP INC COM NEW 172967424 147309 3118979 SH DFND 3 3115979 0 3000 CITIGROUP INC COM NEW 172967424 110548 2340639 SH DFND 4 2340639 0 0 CITIGROUP INC COM NEW 172967424 108158 2320030 SH DFND 17 2053582 0 266448 CITIGROUP INC COM NEW 172967424 2210 46798 SH DFND 20 46798 0 0 CITIGROUP INC COM NEW 172967424 202131 4338618 SH DFND 21 3512218 0 826400 CITIGROUP INC COM NEW 172967424 211 4473 SH DFND 25 4473 0 0 CITIGROUP INC CALL 172967904 25107 531600 SH Call DFND 4 531600 0 0 CITIGROUP INC PUT 172967954 148860 3151800 SH Put DFND 4 3151800 0 0 CITIZENS FINL GROUP INC COM 174610105 269 10900 SH DFND 4 10900 0 0 CITIZENS FINL GROUP INC COM 174610105 14 560 SH DFND 17 0 0 560 CITIZENS FINL GROUP INC COM 174610105 14 560 SH DFND 21 560 0 0 CITRIX SYS INC COM 177376100 1286 15091 SH DFND 17 12999 0 2092 CITRIX SYS INC COM 177376100 184 2157 SH DFND 20 2157 0 0 CITRIX SYS INC COM 177376100 6387 75012 SH DFND 21 63039 0 11973 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 81326 72030000 PRN DFND 17 67760000 0 4270000 CLEARWATER PAPER CORP COM 18538R103 407 6400 SH DFND 21 6400 0 0 CLIFFS NAT RES INC PUT 18683K951 8198 1401300 SH Put DFND 4 1401300 0 0 CLIFTON BANCORP INC COM 186873105 156 10185 SH DFND 17 10185 0 0 CLOROX CO DEL COM 189054109 851 6795 SH DFND 17 6491 0 304 CLOROX CO DEL COM 189054109 15749 126298 SH DFND 21 117931 0 8367 CLOROX CO DEL PUT 189054959 4381 35000 SH Put DFND 4 35000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 12499 13070000 PRN DFND 17 13070000 0 0 CLUBCORP HLDGS INC COM 18948M108 2647 182957 SH DFND 17 182957 0 0 COACH INC COM 189754104 243 6644 SH DFND 4 6644 0 0 COACH INC COM 189754104 11 301 SH DFND 17 0 0 301 COACH INC COM 189754104 143 3943 SH DFND 21 3943 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 53167 103995000 PRN DFND 17 98615000 0 5380000 COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 13833 35855000 PRN DFND 17 34255000 0 1600000 COCA COLA BOTTLING CO CONS COM 191098102 21836 147381 SH DFND 3 144181 0 3200 COCA COLA BOTTLING CO CONS COM 191098102 680 4739 SH DFND 17 4739 0 0 COCA COLA CO COM 191216100 23264 549714 SH DFND 4 549714 0 0 COCA COLA CO COM 191216100 85523 2020863 SH DFND 17 1973646 0 47217 COCA COLA CO COM 191216100 23599 559692 SH DFND 21 447828 0 111864 COCA COLA CO CALL 191216900 29700 701800 SH Call DFND 4 701800 0 0 COCA COLA CO PUT 191216950 148209 3502100 SH Put DFND 4 3502100 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 926 12319 SH DFND 21 12319 0 0 COEUR MNG INC COM NEW 192108504 228 19263 SH DFND 21 19263 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 2562 69068 SH DFND 21 69068 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8436 176810 SH DFND 4 176810 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 30476 638774 SH DFND 17 499778 0 138996 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1363 24867 SH DFND 21 24867 0 0 COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 4256 89200 SH Call DFND 4 89200 0 0 COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 21465 449900 SH Put DFND 4 449900 0 0 COHERENT INC COM 192479103 16147 146130 SH DFND 17 123638 0 22492 COHERENT INC COM 192479103 127 1147 SH DFND 20 1147 0 0 COHERENT INC COM 192479103 6794 61901 SH DFND 21 54835 0 7066 COHERUS BIOSCIENCES INC COM 19249H103 2716 103305 SH DFND 17 103305 0 0 COHERUS BIOSCIENCES INC COM 19249H103 1025 39000 SH DFND 24 39000 0 0 COLGATE PALMOLIVE CO COM 194162103 1621 21869 SH DFND 17 20908 0 961 COLGATE PALMOLIVE CO COM 194162103 37223 504216 SH DFND 21 253833 0 250383 COLGATE PALMOLIVE CO COM 194162103 557 7600 SH DFND 24 7600 0 0 COLGATE PALMOLIVE CO CALL 194162903 11944 161100 SH Call DFND 4 161100 0 0 COLGATE PALMOLIVE CO PUT 194162953 66044 890800 SH Put DFND 4 890800 0 0 COLONY CAP INC CL A 19624R106 262 14383 SH DFND 17 14383 0 0 COLONY STARWOOD HOMES COM 19625X102 4609 160602 SH DFND 4 160602 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 152 8501 SH DFND 17 8501 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 558 31272 SH DFND 21 31272 0 0 COMFORT SYS USA INC COM 199908104 32569 1111200 SH DFND 3 1083163 0 28037 COMFORT SYS USA INC COM 199908104 5701 195055 SH DFND 17 181640 0 13415 COMCAST CORP NEW CL A 20030N101 301065 4538440 SH DFND 17 3853650 0 684790 COMCAST CORP NEW CL A 20030N101 1955 29468 SH DFND 20 29468 0 0 COMCAST CORP NEW CL A 20030N101 229798 3466690 SH DFND 21 2375485 0 1091205 COMCAST CORP NEW CL A 20030N101 508 7655 SH DFND 25 7655 0 0 COMCAST CORP NEW CALL 20030N901 29282 441400 SH Call DFND 4 441400 0 0 COMCAST CORP NEW PUT 20030N951 178866 2696200 SH Put DFND 4 2696200 0 0 COMMERCIAL METALS CO COM 201723103 634 39164 SH DFND 17 11764 0 27400 COMMERCIAL METALS CO COM 201723103 2514 155301 SH DFND 21 55208 0 100093 COMMUNITY TR BANCORP INC COM 204149108 20144 542820 SH DFND 3 542820 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 210 80211 SH DFND 21 80211 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 20872 2251877 SH DFND 17 2251877 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 399 42597 SH DFND 21 42597 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 322 31095 SH DFND 17 5495 0 25600 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 677 64060 SH DFND 21 64060 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 15 1050 SH DFND 17 1050 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 12200 881458 SH DFND 21 881458 0 0 COMPUTER SCIENCES CORP COM 205363104 54786 1049334 SH DFND 17 908066 0 141268 COMPUTER SCIENCES CORP COM 205363104 12631 241797 SH DFND 21 233512 0 8285 CONAGRA FOODS INC COM 205887102 4014 85200 SH DFND 3 85200 0 0 CONAGRA FOODS INC COM 205887102 1539 33192 SH DFND 17 29067 0 4125 CONAGRA FOODS INC COM 205887102 1099 23744 SH DFND 21 23744 0 0 CONAGRA FOODS INC CALL 205887902 2059 43700 SH Call DFND 4 43700 0 0 CONAGRA FOODS INC PUT 205887952 21671 460000 SH Put DFND 4 460000 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 1495 147847 SH DFND 17 143529 0 4318 CONCHO RES INC COM 20605P101 28109 204650 SH DFND 17 204497 0 153 CONCHO RES INC COM 20605P101 1587 11871 SH DFND 21 11871 0 0 CONCHO RES INC COM 20605P101 2098 15700 SH DFND 24 15700 0 0 CONCHO RES INC CALL 20605P901 316 2300 SH Call DFND 4 2300 0 0 CONCHO RES INC PUT 20605P951 1662 12100 SH Put DFND 4 12100 0 0 CONCORDIA INTL CORP COM 20653P102 29 6400 SH DFND 17 0 0 6400 CONCORDIA INTL CORP COM 20653P102 287 63688 SH DFND 21 33611 0 30077 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 14266 788200 SH DFND 3 735677 0 52523 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 293 16165 SH DFND 17 16165 0 0 CONNS INC COM 208242107 110 10837 SH DFND 21 7970 0 2867 CONOCOPHILLIPS COM 20825C104 4875 112138 SH DFND 4 112138 0 0 CONOCOPHILLIPS COM 20825C104 620 14253 SH DFND 17 12920 0 1333 CONOCOPHILLIPS COM 20825C104 5284 121196 SH DFND 21 113849 0 7347 CONOCOPHILLIPS CALL 20825C904 12337 283800 SH Call DFND 4 283800 0 0 CONOCOPHILLIPS PUT 20825C954 51777 1191100 SH Put DFND 4 1191100 0 0 CONSOL ENERGY INC COM 20854P109 58 3009 SH DFND 4 3009 0 0 CONSOL ENERGY INC COM 20854P109 195 10382 SH DFND 21 6482 0 3900 CONSOLIDATED COMM HLDGS INC COM 209034107 224 8893 SH DFND 17 8893 0 0 CONSOLIDATED EDISON INC COM 209115104 1761 23391 SH DFND 4 23391 0 0 CONSOLIDATED EDISON INC COM 209115104 12495 165648 SH DFND 17 46638 0 119010 CONSOLIDATED EDISON INC COM 209115104 893 11862 SH DFND 20 11862 0 0 CONSOLIDATED EDISON INC COM 209115104 46150 605696 SH DFND 21 464283 0 141413 CONSOLIDATED EDISON INC COM 209115104 305 4055 SH DFND 25 4055 0 0 CONSOLIDATED EDISON INC CALL 209115904 4352 57800 SH Call DFND 4 57800 0 0 CONSOLIDATED EDISON INC PUT 209115954 24405 324100 SH Put DFND 4 324100 0 0 CONSTELLATION BRANDS INC CL A 21036P108 92690 556979 SH DFND 17 537839 0 19140 CONSTELLATION BRANDS INC CL A 21036P108 17049 102400 SH DFND 20 102400 0 0 CONSTELLATION BRANDS INC CL A 21036P108 18925 115075 SH DFND 21 23375 0 91700 CONSTELLATION BRANDS INC CL A 21036P108 6760 41300 SH DFND 24 41300 0 0 CONSTELLATION BRANDS INC CALL 21036P908 7892 47400 SH Call DFND 4 47400 0 0 CONSTELLATION BRANDS INC PUT 21036P958 46684 280400 SH Put DFND 4 280400 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 153 14955 SH DFND 17 14955 0 0 CONTINENTAL RESOURCES INC COM 212015101 38298 737791 SH DFND 17 733748 0 4043 CONTINENTAL RESOURCES INC COM 212015101 1069 20964 SH DFND 21 20964 0 0 CONTINENTAL RESOURCES INC COM 212015101 1239 24300 SH DFND 24 24300 0 0 CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1042 59900 SH DFND 17 59900 0 0 CONVERGYS CORP COM 212485106 45075 1481767 SH DFND 3 1455267 0 26500 CONVERGYS CORP COM 212485106 10302 338743 SH DFND 17 186634 0 152109 CONVERGYS CORP COM 212485106 951 31270 SH DFND 20 31270 0 0 CONVERGYS CORP COM 212485106 39251 1296905 SH DFND 21 964942 0 331963 CONVERGYS CORP COM 212485106 46 1516 SH DFND 25 1516 0 0 COOPER COS INC COM NEW 216648402 9021 50326 SH DFND 17 50274 0 52 COOPER COS INC COM NEW 216648402 2416 13477 SH DFND 20 13477 0 0 COOPER COS INC COM NEW 216648402 4593 25689 SH DFND 21 24939 0 750 COOPER STD HLDGS INC COM 21676P103 16494 166946 SH DFND 17 139109 0 27837 COOPER STD HLDGS INC COM 21676P103 120 1211 SH DFND 20 1211 0 0 COOPER STD HLDGS INC COM 21676P103 16617 168261 SH DFND 21 120626 0 47635 COOPER TIRE & RUBR CO COM 216831107 5657 150584 SH DFND 21 49328 0 101256 CORCEPT THERAPEUTICS INC COM 218352102 1022 157280 SH DFND 17 157280 0 0 CORE MARK HOLDING CO INC COM 218681104 10596 295970 SH DFND 17 257881 0 38089 CORE MARK HOLDING CO INC COM 218681104 125 3400 SH DFND 21 0 0 3400 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 80 2736 SH DFND 17 2736 0 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 144 4870 SH DFND 21 4870 0 0 CORELOGIC INC COM 21871D103 160 4075 SH DFND 17 0 0 4075 CORELOGIC INC COM 21871D103 1310 33169 SH DFND 21 33169 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 22367 486773 SH DFND 17 486773 0 0 CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 32089 29195000 PRN DFND 17 24635000 0 4560000 CORNING INC COM 219350105 7970 337000 SH DFND 3 337000 0 0 CORNING INC COM 219350105 1170 49489 SH DFND 4 49489 0 0 CORNING INC COM 219350105 138013 5835665 SH DFND 17 5206380 0 629285 CORNING INC COM 219350105 1019 43080 SH DFND 20 43080 0 0 CORNING INC COM 219350105 56705 2407119 SH DFND 21 1660741 0 746378 CORNING INC CALL 219350905 2292 96900 SH Call DFND 4 96900 0 0 CORNING INC PUT 219350955 11366 480600 SH Put DFND 4 480600 0 0 CORVUS PHARMACEUTICALS INC COM 221015100 1870 115405 SH DFND 17 115405 0 0 COSTCO WHSL CORP NEW COM 22160K105 7046 46202 SH DFND 4 46202 0 0 COSTCO WHSL CORP NEW COM 22160K105 173879 1140539 SH DFND 17 1044304 0 96235 COSTCO WHSL CORP NEW COM 22160K105 23045 152430 SH DFND 21 149636 0 2794 COSTCO WHSL CORP NEW CALL 22160K905 14671 96200 SH Call DFND 4 96200 0 0 COSTCO WHSL CORP NEW PUT 22160K955 89920 589600 SH Put DFND 4 589600 0 0 COSTAR GROUP INC COM 22160N109 17038 78687 SH DFND 17 63545 0 15142 COSTAR GROUP INC COM 22160N109 151 700 SH DFND 21 0 0 700 COTT CORP QUE COM 22163N106 17128 1205758 SH DFND 17 1205758 0 0 COTT CORP QUE COM 22163N106 151 10550 SH DFND 21 0 0 10550 COTY INC COM CL A 222070203 334 14401 SH DFND 21 9812 0 4589 COUSINS PPTYS INC COM 222795106 29423 2818300 SH DFND 3 2768000 0 50300 COVENANT TRANSN GROUP INC CL A 22284P105 824 42628 SH DFND 17 39400 0 3228 COWEN GROUP INC NEW CL A 223622101 131 36173 SH DFND 17 36173 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 2557 19338 SH DFND 17 8988 0 10350 CRACKER BARREL OLD CTRY STOR COM 22410J106 113 852 SH DFND 20 852 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 12865 97765 SH DFND 21 92802 0 4963 CRANE CO COM 224399105 59204 939590 SH DFND 3 920790 0 18800 CRANE CO COM 224399105 5549 89013 SH DFND 17 89013 0 0 CRANE CO COM 224399105 1075 17111 SH DFND 21 13341 0 3770 CREDIT ACCEP CORP MICH COM 225310101 1365 6789 SH DFND 17 6789 0 0 CREDIT ACCEP CORP MICH COM 225310101 9697 48874 SH DFND 21 48874 0 0 CRESCENT PT ENERGY CORP COM 22576C101 68 5159 SH DFND 17 5159 0 0 CRESCENT PT ENERGY CORP COM 22576C101 2353 177914 SH DFND 21 34076 0 143838 CRITEO S A SPONS ADS 226718104 60767 1730751 SH DFND 17 1623296 0 107455 CRITEO S A SPONS ADS 226718104 1169 33350 SH DFND 21 33350 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 4078 346176 SH DFND 17 336076 0 10100 CROWN CASTLE INTL CORP NEW COM 22822V101 331 3515 SH DFND 4 3515 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 6413 68073 SH DFND 17 62418 0 5655 CROWN CASTLE INTL CORP NEW COM 22822V101 41129 437137 SH DFND 21 437137 0 0 CROWN CASTLE INTL CORP NEW CALL 22822V901 6529 69300 SH Call DFND 4 69300 0 0 CROWN CASTLE INTL CORP NEW PUT 22822V951 39229 416400 SH Put DFND 4 416400 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1320 28350 SH DFND 17 28350 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 164 3510 SH DFND 21 3510 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 561 12000 SH DFND 24 12000 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 15243 11725000 PRN DFND 17 11725000 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 17800 16265000 PRN DFND 17 16265000 0 0 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 20211 18135000 PRN DFND 17 18135000 0 0 CUBESMART COM 229663109 5085 186554 SH DFND 4 186554 0 0 CUBESMART COM 229663109 14534 531599 SH DFND 17 421423 0 110176 CUBESMART COM 229663109 13154 472519 SH DFND 21 433280 0 39239 CUMMINS INC COM 231021106 11356 88615 SH DFND 3 88615 0 0 CUMMINS INC COM 231021106 1752 14093 SH DFND 17 13926 0 167 CUMMINS INC COM 231021106 790 6351 SH DFND 21 6351 0 0 CUMMINS INC CALL 231021906 4165 32500 SH Call DFND 4 32500 0 0 CUMMINS INC PUT 231021956 29193 227800 SH Put DFND 4 227800 0 0 CURTISS WRIGHT CORP COM 231561101 201 2205 SH DFND 17 2205 0 0 CURTISS WRIGHT CORP COM 231561101 1509 16780 SH DFND 21 16780 0 0 CUSTOMERS BANCORP INC COM 23204G100 235 9336 SH DFND 17 9336 0 0 CUSTOMERS BANCORP INC COM 23204G100 52 2071 SH DFND 21 0 0 2071 CVENT INC COM 23247G109 11574 365000 SH DFND 21 365000 0 0 CYNOSURE INC CL A 232577205 17881 351012 SH DFND 17 303717 0 47295 CYNOSURE INC CL A 232577205 144 2850 SH DFND 21 0 0 2850 CYPRESS SEMICONDUCTOR CORP COM 232806109 27984 2301275 SH DFND 17 1739275 0 562000 CYRUSONE INC COM 23283R100 38585 811124 SH DFND 3 789524 0 21600 CYRUSONE INC COM 23283R100 13314 279874 SH DFND 17 227976 0 51898 CYRUSONE INC COM 23283R100 319 6702 SH DFND 21 3052 0 3650 DCT INDUSTRIAL TRUST INC COM NEW 233153204 5348 110153 SH DFND 4 110153 0 0 DCT INDUSTRIAL TRUST INC COM NEW 233153204 1055 21614 SH DFND 21 21614 0 0 D R HORTON INC COM 23331A109 6254 207100 SH DFND 3 207100 0 0 D R HORTON INC COM 23331A109 440 14571 SH DFND 17 14205 0 366 D R HORTON INC COM 23331A109 127 4194 SH DFND 20 4194 0 0 D R HORTON INC COM 23331A109 2729 90380 SH DFND 21 68911 0 21469 DST SYS INC DEL COM 233326107 37702 319725 SH DFND 3 315125 0 4600 DST SYS INC DEL COM 233326107 22405 190000 SH DFND 4 190000 0 0 DST SYS INC DEL COM 233326107 4945 42028 SH DFND 17 39868 0 2160 DST SYS INC DEL COM 233326107 11435 97259 SH DFND 21 61782 0 35477 DST SYS INC DEL COM 233326107 135 1146 SH DFND 25 1146 0 0 DTE ENERGY CO COM 233331107 15726 168030 SH DFND 17 160190 0 7840 DTE ENERGY CO COM 233331107 98 1048 SH DFND 20 1048 0 0 DTE ENERGY CO COM 233331107 34798 372804 SH DFND 21 237984 0 134820 DTE ENERGY CO COM 233331107 173 1851 SH DFND 25 1851 0 0 DTE ENERGY CO CALL 233331907 478 5100 SH Call DFND 4 5100 0 0 DTE ENERGY CO PUT 233331957 1162 12400 SH Put DFND 4 12400 0 0 DTS INC COM 23335C101 5680 133533 SH DFND 21 133533 0 0 DANA INCORPORATED COM 235825205 27845 1786100 SH DFND 3 1745400 0 40700 DANA INCORPORATED COM 235825205 456 29225 SH DFND 17 0 0 29225 DANAHER CORP DEL COM 235851102 87302 1113938 SH DFND 17 950958 0 162980 DANAHER CORP DEL COM 235851102 52625 679250 SH DFND 21 554923 0 124327 DANAHER CORP DEL COM 235851102 5082 65884 SH DFND 24 65884 0 0 DANAHER CORP DEL CALL 235851902 5668 72300 SH Call DFND 4 72300 0 0 DANAHER CORP DEL PUT 235851952 20115 256600 SH Put DFND 4 256600 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 1427 475000 PRN DFND 17 475000 0 0 DARDEN RESTAURANTS INC COM 237194105 4261 69491 SH DFND 17 67030 0 2461 DARDEN RESTAURANTS INC COM 237194105 425 6927 SH DFND 20 6927 0 0 DARDEN RESTAURANTS INC COM 237194105 28920 473900 SH DFND 21 457017 0 16883 DAVE & BUSTERS ENTMT INC COM 238337109 13857 353685 SH DFND 17 302311 0 51374 DAVE & BUSTERS ENTMT INC COM 238337109 539 13872 SH DFND 21 3071 0 10801 DAVITA INC COM 23918K108 399 6036 SH DFND 17 5858 0 178 DAVITA INC COM 23918K108 117 1770 SH DFND 20 1770 0 0 DAVITA INC COM 23918K108 1916 29027 SH DFND 21 29027 0 0 DEAN FOODS CO NEW COM NEW 242370203 2282 139150 SH DFND 17 83321 0 55829 DEAN FOODS CO NEW COM NEW 242370203 88 5366 SH DFND 20 5366 0 0 DEAN FOODS CO NEW COM NEW 242370203 12153 741279 SH DFND 21 535055 0 206224 DEERE & CO COM 244199105 1842 21583 SH DFND 4 21583 0 0 DEERE & CO COM 244199105 67359 789211 SH DFND 17 784100 0 5111 DEERE & CO COM 244199105 2413 28599 SH DFND 21 26717 0 1882 DEERE & CO CALL 244199905 7912 92700 SH Call DFND 4 92700 0 0 DEERE & CO PUT 244199955 38979 456700 SH Put DFND 4 456700 0 0 DELEK US HLDGS INC COM 246647101 517 30992 SH DFND 21 28204 0 2788 DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 16923 592130 SH DFND 3 558169 0 33961 DELL TECHNOLOGIES INC COM CL V 24703L103 19870 415687 SH DFND 17 412914 0 2773 DELL TECHNOLOGIES INC COM CL V 24703L103 35 738 SH DFND 20 738 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1440 30179 SH DFND 21 21939 0 8240 DELL TECHNOLOGIES INC COM CL V 24703L103 6 135 SH DFND 25 135 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 6997 177782 SH DFND 4 177782 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 4960 126015 SH DFND 17 125206 0 809 DELTA AIR LINES INC DEL COM NEW 247361702 165 4180 SH DFND 20 4180 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 36673 935121 SH DFND 21 766784 0 168337 DELTA AIR LINES INC DEL CALL 247361902 7156 181800 SH Call DFND 4 181800 0 0 DELTA AIR LINES INC DEL PUT 247361952 36967 939200 SH Put DFND 4 939200 0 0 DENBURY RES INC COM NEW 247916208 397 122857 SH DFND 4 122857 0 0 DENBURY RES INC COM NEW 247916208 2082 644621 SH DFND 17 644621 0 0 DENBURY RES INC COM NEW 247916208 68 21539 SH DFND 21 21539 0 0 DELUXE CORP COM 248019101 40040 599223 SH DFND 3 584223 0 15000 DELUXE CORP COM 248019101 8533 127699 SH DFND 17 71699 0 56000 DELUXE CORP COM 248019101 181 2715 SH DFND 20 2715 0 0 DELUXE CORP COM 248019101 19586 295535 SH DFND 21 138822 0 156713 DENTSPLY SIRONA INC COM 24906P109 15 251 SH DFND 17 0 0 251 DENTSPLY SIRONA INC COM 24906P109 11281 190866 SH DFND 21 39038 0 151828 DERMIRA INC COM 24983L104 3257 97577 SH DFND 17 97577 0 0 DERMIRA INC COM 24983L104 490 15000 SH DFND 24 15000 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 1522 1035000 PRN DFND 17 1035000 0 0 DEVON ENERGY CORP NEW COM 25179M103 4181 94795 SH DFND 3 94795 0 0 DEVON ENERGY CORP NEW COM 25179M103 8175 187274 SH DFND 17 186713 0 561 DEVON ENERGY CORP NEW COM 25179M103 3716 86330 SH DFND 21 86330 0 0 DEVON ENERGY CORP NEW CALL 25179M903 3604 81700 SH Call DFND 4 81700 0 0 DEVON ENERGY CORP NEW PUT 25179M953 18575 421100 SH Put DFND 4 421100 0 0 DEVRY ED GROUP INC COM 251893103 846 37252 SH DFND 21 37252 0 0 DEXCOM INC COM 252131107 54424 620770 SH DFND 17 503452 0 117318 DEXCOM INC COM 252131107 177 2021 SH DFND 21 0 0 2021 DIAMOND OFFSHORE DRILLING IN COM 25271C102 262 14895 SH DFND 4 14895 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 3004 170570 SH DFND 17 170500 0 70 DIAMOND OFFSHORE DRILLING IN COM 25271C102 32 1822 SH DFND 20 1822 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 5520 310010 SH DFND 21 310010 0 0 DIAMOND OFFSHORE DRILLING IN PUT 25271C952 9622 546400 SH Put DFND 4 546400 0 0 DICKS SPORTING GOODS INC COM 253393102 10308 181743 SH DFND 17 178763 0 2980 DICKS SPORTING GOODS INC COM 253393102 917 16171 SH DFND 21 0 0 16171 DIGITAL RLTY TR INC COM 253868103 5526 56900 SH DFND 3 56900 0 0 DIGITAL RLTY TR INC COM 253868103 15764 162316 SH DFND 4 162316 0 0 DIGITAL RLTY TR INC COM 253868103 778 7944 SH DFND 17 7786 0 158 DIGITAL RLTY TR INC COM 253868103 15 158 SH DFND 21 158 0 0 DIME CMNTY BANCSHARES COM 253922108 164 9793 SH DFND 17 9793 0 0 DIME CMNTY BANCSHARES COM 253922108 875 52173 SH DFND 21 44974 0 7199 DILLARDS INC CL A 254067101 576 9140 SH DFND 4 9140 0 0 DILLARDS INC CL A 254067101 2964 47038 SH DFND 17 47038 0 0 DILLARDS INC CL A 254067101 1888 30669 SH DFND 21 25073 0 5596 DINEEQUITY INC COM 254423106 41519 524300 SH DFND 3 510200 0 14100 DINEEQUITY INC COM 254423106 366 4628 SH DFND 17 1353 0 3275 DINEEQUITY INC COM 254423106 6732 85968 SH DFND 21 73221 0 12747 DISNEY WALT CO COM DISNEY 254687106 36025 387947 SH DFND 4 383738 0 4209 DISNEY WALT CO COM DISNEY 254687106 165489 1782380 SH DFND 17 1582134 0 200246 DISNEY WALT CO COM DISNEY 254687106 1126 12128 SH DFND 20 12128 0 0 DISNEY WALT CO COM DISNEY 254687106 130440 1413633 SH DFND 21 903008 0 510625 DISNEY WALT CO COM DISNEY 254687106 59 645 SH DFND 24 645 0 0 DISNEY WALT CO COM DISNEY 254687106 384 4136 SH DFND 25 4136 0 0 DISNEY WALT CO CALL 254687906 35315 380300 SH Call DFND 4 380300 0 0 DISNEY WALT CO PUT 254687956 166210 1789900 SH Put DFND 4 1789900 0 0 DISCOVER FINL SVCS COM 254709108 11011 194720 SH DFND 3 194720 0 0 DISCOVER FINL SVCS COM 254709108 2191 38746 SH DFND 4 38746 0 0 DISCOVER FINL SVCS COM 254709108 4890 87288 SH DFND 17 86853 0 435 DISCOVER FINL SVCS COM 254709108 22938 408767 SH DFND 21 330029 0 78738 DISCOVER FINL SVCS CALL 254709908 3088 54600 SH Call DFND 4 54600 0 0 DISCOVER FINL SVCS PUT 254709958 30797 544600 SH Put DFND 4 544600 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 6 242 SH DFND 17 0 0 242 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 930 35354 SH DFND 21 242 0 35112 DISH NETWORK CORP CL A 25470M109 4895 89356 SH DFND 4 89356 0 0 DISH NETWORK CORP CL A 25470M109 174 3175 SH DFND 17 0 0 3175 DR REDDYS LABS LTD ADR 256135203 948 20444 SH DFND 21 17564 0 2880 DOLBY LABORATORIES INC COM 25659T107 5921 109055 SH DFND 17 94335 0 14720 DOLBY LABORATORIES INC COM 25659T107 291 5402 SH DFND 21 5402 0 0 DOLLAR GEN CORP NEW COM 256677105 10245 146378 SH DFND 4 146378 0 0 DOLLAR GEN CORP NEW COM 256677105 20 280 SH DFND 17 0 0 280 DOLLAR GEN CORP NEW COM 256677105 2898 41700 SH DFND 21 30514 0 11186 DOLLAR GEN CORP NEW CALL 256677905 2625 37500 SH Call DFND 4 37500 0 0 DOLLAR GEN CORP NEW PUT 256677955 26267 375300 SH Put DFND 4 375300 0 0 DOLLAR TREE INC COM 256746108 4758 60279 SH DFND 4 60279 0 0 DOLLAR TREE INC COM 256746108 47681 604093 SH DFND 17 465708 0 138385 DOLLAR TREE INC COM 256746108 20 255 SH DFND 21 255 0 0 DOLLAR TREE INC CALL 256746908 2881 36500 SH Call DFND 4 36500 0 0 DOLLAR TREE INC PUT 256746958 19401 245800 SH Put DFND 4 245800 0 0 DOMINION RES INC VA NEW COM 25746U109 260 3496 SH DFND 4 3496 0 0 DOMINION RES INC VA NEW COM 25746U109 197 2656 SH DFND 17 1981 0 675 DOMINION RES INC VA NEW COM 25746U109 50 675 SH DFND 21 675 0 0 DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12440 250000 SH DFND 17 250000 0 0 DOMINION RES INC VA NEW CALL 25746U909 7821 105300 SH Call DFND 4 105300 0 0 DOMINION RES INC VA NEW PUT 25746U959 47161 635000 SH Put DFND 4 635000 0 0 DOMINOS PIZZA INC COM 25754A201 208 1368 SH DFND 21 1368 0 0 DOMTAR CORP COM NEW 257559203 2127 57456 SH DFND 17 53715 0 3741 DOMTAR CORP COM NEW 257559203 120 3233 SH DFND 20 3233 0 0 DOMTAR CORP COM NEW 257559203 22679 613564 SH DFND 21 396900 0 216664 DOMTAR CORP COM NEW 257559203 36 973 SH DFND 25 973 0 0 DONALDSON INC COM 257651109 3026 81102 SH DFND 21 72512 0 8590 DONALDSON INC COM 257651109 7853 213040 SH DFND 24 213040 0 0 DONNELLEY R R & SONS CO COM 257867101 362 23011 SH DFND 4 23011 0 0 DONNELLEY R R & SONS CO COM 257867101 2849 128330 SH DFND 21 18314 0 110016 DOUGLAS EMMETT INC COM 25960P109 7522 205363 SH DFND 4 205363 0 0 DOUGLAS DYNAMICS INC COM 25960R105 579 18211 SH DFND 21 8978 0 9233 DOVER CORP COM 260003108 12 167 SH DFND 17 0 0 167 DOVER CORP COM 260003108 817 11367 SH DFND 21 11367 0 0 DOW CHEM CO COM 260543103 1859 35873 SH DFND 4 35873 0 0 DOW CHEM CO COM 260543103 44881 866062 SH DFND 17 658649 0 207413 DOW CHEM CO COM 260543103 9919 191383 SH DFND 20 191383 0 0 DOW CHEM CO COM 260543103 106899 2064278 SH DFND 21 1525505 0 538773 DOW CHEM CO COM 260543103 543 10500 SH DFND 24 10500 0 0 DOW CHEM CO COM 260543103 305 5893 SH DFND 25 5893 0 0 DOW CHEM CO CALL 260543903 11045 213100 SH Call DFND 4 213100 0 0 DOW CHEM CO PUT 260543953 58366 1126100 SH Put DFND 4 1126100 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 23555 258136 SH DFND 17 167452 0 90684 DR PEPPER SNAPPLE GROUP INC COM 26138E109 659 7213 SH DFND 20 7213 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 85892 944041 SH DFND 21 643700 0 300341 DR PEPPER SNAPPLE GROUP INC COM 26138E109 288 3157 SH DFND 25 3157 0 0 DR PEPPER SNAPPLE GROUP INC CALL 26138E909 877 9600 SH Call DFND 4 9600 0 0 DR PEPPER SNAPPLE GROUP INC PUT 26138E959 4045 44300 SH Put DFND 4 44300 0 0 DRDGOLD LIMITED SPON ADR REPSTG 26152H301 399 80531 SH DFND 17 13300 0 67231 DREW INDS INC COM NEW 26168L205 509 5195 SH DFND 17 3420 0 1775 DREW INDS INC COM NEW 26168L205 346 3531 SH DFND 21 0 0 3531 DU PONT E I DE NEMOURS & CO COM 263534109 1149 17158 SH DFND 4 17158 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 63 943 SH DFND 17 0 0 943 DU PONT E I DE NEMOURS & CO COM 263534109 3021 45450 SH DFND 21 45450 0 0 DU PONT E I DE NEMOURS & CO CALL 263534909 7943 118600 SH Call DFND 4 118600 0 0 DU PONT E I DE NEMOURS & CO PUT 263534959 57561 859500 SH Put DFND 4 859500 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 16382 204669 SH DFND 17 156226 0 48443 DUKE ENERGY CORP NEW COM NEW 26441C204 29615 369610 SH DFND 21 182038 0 187572 DUKE ENERGY CORP NEW CALL 26441C904 14127 176500 SH Call DFND 4 176500 0 0 DUKE ENERGY CORP NEW PUT 26441C954 49857 622900 SH Put DFND 4 622900 0 0 DULUTH HLDGS INC COM CL B 26443V101 2395 90336 SH DFND 17 90336 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 262 1920 SH DFND 4 1920 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 5 39 SH DFND 17 0 0 39 DUN & BRADSTREET CORP DEL NE COM 26483E100 164 1220 SH DFND 21 1220 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1903 45836 SH DFND 17 36443 0 9393 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 178 4320 SH DFND 20 4320 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 10455 251418 SH DFND 21 234897 0 16521 DYCOM INDS INC COM 267475101 15608 190855 SH DFND 17 166625 0 24230 DYCOM INDS INC COM 267475101 2413 29393 SH DFND 21 27393 0 2000 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 71114 64675000 PRN DFND 17 60000000 0 4675000 DYNAMIC MATLS CORP COM 267888105 1214 113918 SH DFND 17 105166 0 8752 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 855 81467 SH DFND 17 81467 0 0 DYNEX CAP INC COM NEW 26817Q506 247 33262 SH DFND 17 33262 0 0 DYNEX CAP INC COM NEW 26817Q506 761 102647 SH DFND 21 102647 0 0 DYNEGY INC NEW DEL PFD CONV SER A 26817R207 31628 695590 SH DFND 17 694390 0 1200 DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 508 6130 SH DFND 17 6130 0 0 EOG RES INC COM 26875P101 95290 985681 SH DFND 17 863226 0 122455 EOG RES INC COM 26875P101 107508 1116397 SH DFND 21 844882 0 271515 EOG RES INC COM 26875P101 1711 18000 SH DFND 24 18000 0 0 EOG RES INC CALL 26875P901 11489 118800 SH Call DFND 4 118800 0 0 EOG RES INC PUT 26875P951 77929 805800 SH Put DFND 4 805800 0 0 EPIQ SYS INC COM 26882D109 283 17168 SH DFND 21 17168 0 0 EQT CORP COM 26884L109 15 200 SH DFND 3 200 0 0 EQT CORP COM 26884L109 369 5299 SH DFND 17 5111 0 188 EQT CORP COM 26884L109 14 188 SH DFND 21 188 0 0 EPR PPTYS COM SH BEN INT 26884U109 16 200 SH DFND 3 200 0 0 EPR PPTYS COM SH BEN INT 26884U109 13344 169466 SH DFND 4 169466 0 0 EAGLE BANCORP INC MD COM 268948106 14189 287637 SH DFND 17 234902 0 52735 EAGLE BANCORP INC MD COM 268948106 144 2965 SH DFND 21 0 0 2965 E TRADE FINANCIAL CORP COM NEW 269246401 447 15364 SH DFND 17 15069 0 295 E TRADE FINANCIAL CORP COM NEW 269246401 133 4573 SH DFND 20 4573 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 8959 313683 SH DFND 21 306381 0 7302 EAGLE PHARMACEUTICALS INC COM 269796108 7105 101508 SH DFND 17 79172 0 22336 EAGLE PHARMACEUTICALS INC COM 269796108 490 7000 SH DFND 24 7000 0 0 EARTHLINK HLDGS CORP COM 27033X101 207 33417 SH DFND 17 33417 0 0 EARTHLINK HLDGS CORP COM 27033X101 743 119795 SH DFND 21 119795 0 0 EAST WEST BANCORP INC COM 27579R104 53497 1457300 SH DFND 3 1427800 0 29500 EAST WEST BANCORP INC COM 27579R104 119 3238 SH DFND 21 3238 0 0 EASTGROUP PPTY INC COM 277276101 10195 138591 SH DFND 4 138591 0 0 EASTMAN CHEM CO COM 277432100 6572 97100 SH DFND 3 97100 0 0 EASTMAN CHEM CO COM 277432100 1481 21993 SH DFND 17 18292 0 3701 EASTMAN CHEM CO COM 277432100 599 8855 SH DFND 20 8855 0 0 EASTMAN CHEM CO COM 277432100 9795 145878 SH DFND 21 111840 0 34038 EASTMAN CHEM CO COM 277432100 40 585 SH DFND 25 585 0 0 EBAY INC COM 278642103 13160 400000 SH DFND 4 400000 0 0 EBAY INC COM 278642103 5585 169745 SH DFND 17 168610 0 1135 EBAY INC COM 278642103 1995 61747 SH DFND 21 61747 0 0 EBAY INC CALL 278642903 5771 175400 SH Call DFND 4 175400 0 0 EBAY INC PUT 278642953 22099 671700 SH Put DFND 4 671700 0 0 EBIX INC COM NEW 278715206 4779 84056 SH DFND 17 2918 0 81138 EBIX INC COM NEW 278715206 85 1515 SH DFND 21 0 0 1515 ECHO GLOBAL LOGISTICS INC COM 27875T101 11426 495471 SH DFND 17 422471 0 73000 ECHO GLOBAL LOGISTICS INC COM 27875T101 77 3350 SH DFND 21 0 0 3350 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 11745 12495000 PRN DFND 17 12310000 0 185000 ECHOSTAR CORP CL A 278768106 708 16143 SH DFND 21 0 0 16143 ECOLAB INC COM 278865100 36763 302034 SH DFND 17 233498 0 68536 ECOLAB INC COM 278865100 80638 664286 SH DFND 21 523752 0 140534 ECOLAB INC COM 278865100 6949 57560 SH DFND 24 57560 0 0 ECOLAB INC CALL 278865900 6049 49700 SH Call DFND 4 49700 0 0 ECOLAB INC PUT 278865950 25488 209400 SH Put DFND 4 209400 0 0 EDISON INTL COM 281020107 701 9700 SH DFND 4 9700 0 0 EDISON INTL COM 281020107 22124 306220 SH DFND 17 189258 0 116962 EDISON INTL COM 281020107 713 9874 SH DFND 20 9874 0 0 EDISON INTL COM 281020107 16523 228505 SH DFND 21 122158 0 106347 EDISON INTL CALL 281020907 2998 41500 SH Call DFND 4 41500 0 0 EDISON INTL PUT 281020957 25923 358800 SH Put DFND 4 358800 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 101109 838872 SH DFND 17 689039 0 149833 EDWARDS LIFESCIENCES CORP COM 28176E108 2116 17740 SH DFND 21 13693 0 4047 EDWARDS LIFESCIENCES CORP CALL 28176E908 4159 34500 SH Call DFND 4 34500 0 0 EDWARDS LIFESCIENCES CORP PUT 28176E958 24341 201900 SH Put DFND 4 201900 0 0 8X8 INC NEW COM 282914100 2711 175718 SH DFND 17 175718 0 0 8X8 INC NEW COM 282914100 3173 205666 SH DFND 20 205666 0 0 ELDORADO RESORTS INC COM 28470R102 4241 301601 SH DFND 17 293756 0 7845 ELECTRONIC ARTS INC COM 285512109 53907 631229 SH DFND 17 489352 0 141877 ELECTRONIC ARTS INC COM 285512109 1376 16166 SH DFND 21 14166 0 2000 ELECTRONIC ARTS INC CALL 285512909 4825 56500 SH Call DFND 4 56500 0 0 ELECTRONIC ARTS INC PUT 285512959 35629 417200 SH Put DFND 4 417200 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 16623 339796 SH DFND 17 286306 0 53490 ELECTRONICS FOR IMAGING INC COM 286082102 273 5601 SH DFND 21 1801 0 3800 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 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DFND 21 30210 0 16340 ENBRIDGE INC COM 29250N105 12943 295000 SH DFND 4 295000 0 0 ENBRIDGE INC COM 29250N105 191 4339 SH DFND 21 0 0 4339 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 13687 16350000 PRN DFND 17 16350000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 29805 39000000 PRN DFND 17 39000000 0 0 ENCORE WIRE CORP COM 292562105 610 16926 SH DFND 21 16926 0 0 ENERGEN CORP COM 29265N108 14889 257960 SH DFND 17 207595 0 50365 ENERGEN CORP COM 29265N108 190 3350 SH DFND 21 600 0 2750 ENERGY RECOVERY INC COM 29270J100 3452 216028 SH DFND 17 216028 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 16280 440000 SH DFND 4 440000 0 0 ENERSIS AMERICAS SA SPONSORED ADR 29274F104 256 31300 SH DFND 3 31300 0 0 ENERSIS AMERICAS SA SPONSORED ADR 29274F104 346 42200 SH DFND 17 0 0 42200 ENERSIS AMERICAS SA SPONSORED ADR 29274F104 110 13380 SH DFND 21 13380 0 0 ENERSYS COM 29275Y102 54162 782800 SH DFND 3 764300 0 18500 ENERSYS COM 29275Y102 11 160 SH DFND 17 160 0 0 ENERSYS COM 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0 284875 ENTERGY CORP NEW COM 29364G103 28 360 SH DFND 25 360 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 1162 37170 SH DFND 17 8401 0 28769 ENTERPRISE FINL SVCS CORP COM 293712105 1218 38989 SH DFND 21 33940 0 5049 ENTRAVISION COMMUNICATIONS C CL A 29382R107 3852 504803 SH DFND 17 489262 0 15541 ENVESTNET INC COM 29404K106 3277 89905 SH DFND 17 89905 0 0 EPAM SYS INC COM 29414B104 28688 413914 SH DFND 17 391187 0 22727 EPAM SYS INC COM 29414B104 1945 28090 SH DFND 21 26790 0 1300 EPLUS INC COM 294268107 3822 40480 SH DFND 17 39492 0 988 EPLUS INC COM 294268107 709 7537 SH DFND 21 521 0 7016 EQUIFAX INC COM 294429105 43892 326144 SH DFND 17 250590 0 75554 EQUIFAX INC COM 294429105 928 6893 SH DFND 20 6893 0 0 EQUIFAX INC COM 294429105 19652 147184 SH DFND 21 147184 0 0 EQUINIX INC COM PAR $0.001 29444U700 18885 52421 SH DFND 4 52421 0 0 EQUINIX INC COM PAR $0.001 29444U700 51833 143882 SH DFND 17 136318 0 7564 EQUINIX INC COM PAR $0.001 29444U700 17202 47790 SH DFND 21 47790 0 0 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GOLDMAN SACHS GROUP INC COM 38141G104 223 1385 SH DFND 25 1385 0 0 GOLDMAN SACHS GROUP INC CALL 38141G904 16079 99700 SH Call DFND 4 99700 0 0 GOLDMAN SACHS GROUP INC PUT 38141G954 113147 701600 SH Put DFND 4 701600 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 6134 189900 SH DFND 3 189900 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 242 7503 SH DFND 4 7503 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 668 20666 SH DFND 17 20383 0 283 GOODYEAR TIRE & RUBR CO COM 382550101 866 26816 SH DFND 20 26816 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 34382 1075211 SH DFND 21 597295 0 477916 GRAHAM HLDGS CO COM 384637104 346 724 SH DFND 21 724 0 0 GRAINGER W W INC COM 384802104 265 1183 SH DFND 17 1123 0 60 GRAINGER W W INC COM 384802104 26442 118420 SH DFND 21 53020 0 65400 GRAINGER W W INC COM 384802104 4605 20900 SH DFND 24 20900 0 0 GRAND CANYON ED INC COM 38526M106 997 24954 SH DFND 21 24954 0 0 GRANITE CONSTR INC COM 387328107 20258 407273 SH DFND 17 358869 0 48404 GRANITE CONSTR INC COM 387328107 658 13533 SH DFND 21 9733 0 3800 GRAPHIC PACKAGING HLDG CO COM 388689101 43786 3129800 SH DFND 3 3052600 0 77200 GRAPHIC PACKAGING HLDG CO COM 388689101 1279 93972 SH DFND 17 93972 0 0 GRAY TELEVISION INC COM 389375106 538 51917 SH DFND 17 51917 0 0 GRAY TELEVISION INC COM 389375106 4749 470216 SH DFND 21 470216 0 0 GREAT SOUTHN BANCORP INC COM 390905107 350 8593 SH DFND 17 2445 0 6148 GREAT PLAINS ENERGY INC COM 391164100 37614 1378300 SH DFND 3 1339500 0 38800 GREAT PLAINS ENERGY INC COM 391164100 397 14536 SH DFND 4 14536 0 0 GREAT PLAINS ENERGY INC COM 391164100 704 25801 SH DFND 17 25801 0 0 GREAT PLAINS ENERGY INC COM 391164100 116 4258 SH DFND 20 4258 0 0 GREAT PLAINS ENERGY INC COM 391164100 9411 341218 SH DFND 21 157667 0 183551 GREAT PLAINS ENERGY INC PUT 391164950 819 30000 SH Put DFND 21 30000 0 0 GREAT WESTN BANCORP INC COM 391416104 47870 1436664 SH DFND 3 1400664 0 36000 GREAT WESTN BANCORP INC COM 391416104 2342 70887 SH DFND 17 67248 0 3639 GREAT WESTN BANCORP INC COM 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39945C109 265 5572 SH DFND 25 5572 0 0 GROUPON INC COM CL A 399473107 37607 7302425 SH DFND 17 6672210 0 630215 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 309 9918 SH DFND 17 9918 0 0 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 1276 41086 SH DFND 21 41086 0 0 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 157 1656 SH DFND 17 1656 0 0 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 109 1167 SH DFND 21 0 0 1167 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 78 533 SH DFND 20 533 0 0 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 528 3631 SH DFND 21 2384 0 1247 GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 189 21509 SH DFND 21 21509 0 0 GUESS INC COM 401617105 317 21703 SH DFND 4 21703 0 0 GUIDEWIRE SOFTWARE INC COM 40171V100 26142 435837 SH DFND 17 412391 0 23446 GUIDEWIRE SOFTWARE INC COM 40171V100 117 1950 SH DFND 21 0 0 1950 GULFPORT ENERGY CORP COM NEW 402635304 4818 176193 SH DFND 21 0 0 176193 HCA HOLDINGS INC COM 40412C101 14342 189634 SH DFND 4 189634 0 0 HCA HOLDINGS INC COM 40412C101 16176 213888 SH DFND 17 157332 0 56556 HCA HOLDINGS INC COM 40412C101 449 5938 SH DFND 20 5938 0 0 HCA HOLDINGS INC COM 40412C101 6947 91925 SH DFND 21 69411 0 22514 HCA HOLDINGS INC CALL 40412C901 4228 55900 SH Call DFND 4 55900 0 0 HCA HOLDINGS INC PUT 40412C951 28634 378600 SH Put DFND 4 378600 0 0 HCP INC COM 40414L109 6129 161500 SH DFND 3 161500 0 0 HCP INC COM 40414L109 34 889 SH DFND 17 384 0 505 HCP INC COM 40414L109 168 4359 SH DFND 21 4359 0 0 HCP INC CALL 40414L909 634 16700 SH Call DFND 4 16700 0 0 HCP INC PUT 40414L959 6049 159400 SH Put DFND 4 159400 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 477 6640 SH DFND 17 6640 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 478 6713 SH DFND 21 0 0 6713 HD SUPPLY HLDGS INC COM 40416M105 14742 460975 SH DFND 17 372992 0 87983 HD SUPPLY HLDGS INC COM 40416M105 338 10650 SH DFND 21 5300 0 5350 HNI CORP COM 404251100 1452 36490 SH DFND 17 19715 0 16775 HMS HLDGS CORP COM 40425J101 482 21817 SH DFND 21 0 0 21817 HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 43837 43815000 PRN DFND 4 43815000 0 0 HSBC HLDGS PLC NOTE 6.875%12/3 404280BC2 5108 4900000 PRN DFND 4 4900000 0 0 HSBC HLDGS PLC NOTE 6.875%12/3 404280BC2 388 370000 PRN DFND 21 370000 0 0 HP INC COM 40434L105 684 44045 SH DFND 4 44045 0 0 HP INC COM 40434L105 58894 3792469 SH DFND 17 3022849 0 769620 HP INC COM 40434L105 50878 3288619 SH DFND 21 2925257 0 363362 HP INC COM 40434L105 26 1693 SH DFND 25 1693 0 0 HP INC CALL 40434L905 2120 136500 SH Call DFND 4 136500 0 0 HP INC PUT 40434L955 9166 590200 SH Put DFND 4 590200 0 0 HACKETT GROUP INC COM 404609109 5020 303871 SH DFND 17 292605 0 11266 HACKETT GROUP INC COM 404609109 187 11346 SH DFND 21 11346 0 0 HAIN CELESTIAL GROUP INC COM 405217100 16796 473089 SH DFND 17 464828 0 8261 HALLIBURTON CO COM 406216101 7565 168558 SH DFND 17 167629 0 929 HALLIBURTON CO COM 406216101 1367 30929 SH DFND 21 30929 0 0 HALLIBURTON CO COM 406216101 928 21000 SH DFND 24 21000 0 0 HALLIBURTON CO CALL 406216901 9658 215200 SH Call DFND 4 215200 0 0 HALLIBURTON CO PUT 406216951 33682 750500 SH Put DFND 4 750500 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 2387 198675 SH DFND 17 198675 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 348 29245 SH DFND 24 29245 0 0 HALYARD HEALTH INC COM 40650V100 673 19420 SH DFND 17 19420 0 0 HALYARD HEALTH INC COM 40650V100 21 622 SH DFND 21 515 0 107 HANESBRANDS INC COM 410345102 10 408 SH DFND 17 0 0 408 HANESBRANDS INC COM 410345102 506 20055 SH DFND 21 20055 0 0 HANOVER INS GROUP INC COM 410867105 44368 588275 SH DFND 3 574375 0 13900 HANOVER INS GROUP INC COM 410867105 31453 417001 SH DFND 17 338869 0 78132 HANOVER INS GROUP INC COM 410867105 126 1666 SH DFND 20 1666 0 0 HANOVER INS GROUP INC COM 410867105 25072 332303 SH DFND 21 183010 0 149293 HANOVER INS GROUP INC COM 410867105 20 265 SH DFND 25 265 0 0 HARRIS CORP DEL COM 413875105 7503 81900 SH DFND 3 81900 0 0 HARRIS CORP DEL COM 413875105 12 133 SH DFND 17 0 0 133 HARRIS CORP DEL COM 413875105 12410 136525 SH DFND 21 13551 0 122974 HARRIS CORP DEL COM 413875105 25 268 SH DFND 25 268 0 0 HARSCO CORP COM 415864107 15196 1530314 SH DFND 17 1301648 0 228666 HARSCO CORP COM 415864107 210 21553 SH DFND 21 12603 0 8950 HARTFORD FINL SVCS GROUP INC COM 416515104 149495 3491238 SH DFND 3 3488638 0 2600 HARTFORD FINL SVCS GROUP INC COM 416515104 253 5914 SH DFND 4 5914 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 40593 957991 SH DFND 17 946734 0 11257 HARTFORD FINL SVCS GROUP INC COM 416515104 508 11870 SH DFND 20 11870 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 28577 672591 SH DFND 21 302153 0 370438 HARTFORD FINL SVCS GROUP INC COM 416515104 20 476 SH DFND 25 476 0 0 HARTFORD FINL SVCS GROUP INC CALL 416515904 1422 33200 SH Call DFND 4 33200 0 0 HARTFORD FINL SVCS GROUP INC PUT 416515954 10581 247100 SH Put DFND 4 247100 0 0 HASBRO INC COM 418056107 5786 72931 SH DFND 17 59485 0 13446 HASBRO INC COM 418056107 145 1821 SH DFND 21 1821 0 0 HAVERTY FURNITURE INC COM 419596101 367 18311 SH DFND 21 0 0 18311 HAWAIIAN HOLDINGS INC COM 419879101 6208 127988 SH DFND 17 95007 0 32981 HAWAIIAN HOLDINGS INC COM 419879101 28968 603918 SH DFND 21 342539 0 261379 HEALTHSOUTH CORP COM NEW 421924309 25517 628950 SH DFND 3 603575 0 25375 HEALTHSOUTH CORP COM NEW 421924309 1478 36474 SH DFND 17 36474 0 0 HEALTHSOUTH CORP COM NEW 421924309 1153 28448 SH DFND 21 28448 0 0 HEADWATERS INC COM 42210P102 1123 66454 SH DFND 21 0 0 66454 HEALTHSTREAM INC COM 42222N103 1666 60375 SH DFND 17 60375 0 0 HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 19015 13040000 PRN DFND 17 10915000 0 2125000 HEARTLAND FINL USA INC COM 42234Q102 14010 388400 SH DFND 3 358900 0 29500 HEARTLAND FINL USA INC COM 42234Q102 248 6885 SH DFND 17 6885 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 277 15459 SH DFND 21 15459 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 12952 1593150 SH DFND 17 1362601 0 230549 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 222 27706 SH DFND 21 12106 0 15600 HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 36163 38220000 PRN DFND 17 38220000 0 0 HELMERICH & PAYNE INC COM 423452101 15 220 SH DFND 3 220 0 0 HELMERICH & PAYNE INC COM 423452101 3702 55000 SH DFND 4 55000 0 0 HELMERICH & PAYNE INC COM 423452101 1211 18161 SH DFND 17 18045 0 116 HELMERICH & PAYNE INC COM 423452101 16230 246533 SH DFND 21 232878 0 13655 HENRY JACK & ASSOC INC COM 426281101 1789 20909 SH DFND 17 20909 0 0 HENRY JACK & ASSOC INC COM 426281101 18696 218410 SH DFND 21 176182 0 42228 HERITAGE COMMERCE CORP COM 426927109 1368 125080 SH DFND 17 115392 0 9688 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 100346 101450000 PRN DFND 17 97480000 0 3970000 HERITAGE INS HLDGS INC COM 42727J102 94 6528 SH DFND 17 6528 0 0 HERITAGE INS HLDGS INC COM 42727J102 64 4491 SH DFND 21 4491 0 0 HERON THERAPEUTICS INC COM 427746102 2196 127969 SH DFND 17 127969 0 0 HERON THERAPEUTICS INC COM 427746102 684 40000 SH DFND 24 40000 0 0 HERSHEY CO COM 427866108 14 151 SH DFND 17 0 0 151 HERSHEY CO COM 427866108 1630 17219 SH DFND 21 17219 0 0 HESKA CORP COM RESTRC NEW 42805E306 2263 41585 SH DFND 17 38874 0 2711 HESS CORP COM 42809H107 1173 21874 SH DFND 4 21874 0 0 HESS CORP COM 42809H107 15 288 SH DFND 17 0 0 288 HESS CORP COM 42809H107 1459 27933 SH DFND 21 27933 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 131502 5779886 SH DFND 17 4473390 0 1306496 HEWLETT PACKARD ENTERPRISE C COM 42824C109 169 7437 SH DFND 20 7437 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 55014 2407169 SH DFND 21 2088125 0 319044 HEWLETT PACKARD ENTERPRISE C CALL 42824C909 4009 176200 SH Call DFND 4 176200 0 0 HEWLETT PACKARD ENTERPRISE C PUT 42824C959 55776 2451700 SH Put DFND 4 2451700 0 0 HEXCEL CORP NEW COM 428291108 4136 93442 SH DFND 21 83809 0 9633 HEXCEL CORP NEW COM 428291108 8549 197200 SH DFND 24 197200 0 0 HILL ROM HLDGS INC COM 431475102 39862 643150 SH DFND 3 626035 0 17115 HILL ROM HLDGS INC COM 431475102 15295 248258 SH DFND 17 222102 0 26156 HILL ROM HLDGS INC COM 431475102 180 2911 SH DFND 20 2911 0 0 HILL ROM HLDGS INC COM 431475102 14623 237986 SH DFND 21 177911 0 60075 HILLENBRAND INC COM 431571108 20751 655840 SH DFND 3 655840 0 0 HILLENBRAND INC COM 431571108 175 5600 SH DFND 21 5600 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 11198 488340 SH DFND 4 483167 0 5173 HOLLYFRONTIER CORP COM 436106108 534 21791 SH DFND 4 21791 0 0 HOLLYFRONTIER CORP COM 436106108 3984 162625 SH DFND 17 9815 0 152810 HOLLYFRONTIER CORP COM 436106108 1768 73857 SH DFND 21 37172 0 36685 HOLOGIC INC COM 436440101 1821 46897 SH DFND 17 41898 0 4999 HOLOGIC INC COM 436440101 573 14759 SH DFND 20 14759 0 0 HOLOGIC INC COM 436440101 17563 457827 SH DFND 21 413346 0 44481 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 59511 44195000 PRN DFND 17 39545000 0 4650000 HOLOGIC INC FRNT 12/1 436440AG6 50758 41225000 PRN DFND 17 41225000 0 0 HOME BANCSHARES INC COM 436893200 384 18459 SH DFND 17 18459 0 0 HOME BANCSHARES INC COM 436893200 64 3098 SH DFND 20 3098 0 0 HOME BANCSHARES INC COM 436893200 2361 113553 SH DFND 21 110953 0 2600 HOME DEPOT INC COM 437076102 22516 174977 SH DFND 4 174977 0 0 HOME DEPOT INC COM 437076102 234662 1823979 SH DFND 17 1680677 0 143302 HOME DEPOT INC COM 437076102 4965 38586 SH DFND 20 38586 0 0 HOME DEPOT INC COM 437076102 125049 974743 SH DFND 21 809501 0 165242 HOME DEPOT INC COM 437076102 75 587 SH DFND 24 587 0 0 HOME DEPOT INC CALL 437076902 39633 308000 SH Call DFND 4 308000 0 0 HOME DEPOT INC PUT 437076952 225383 1751500 SH Put DFND 4 1751500 0 0 HONEYWELL INTL INC COM 438516106 101 871 SH DFND 17 50 0 821 HONEYWELL INTL INC COM 438516106 826 7151 SH DFND 21 7151 0 0 HOOKER FURNITURE CORP COM 439038100 366 14947 SH DFND 17 3879 0 11068 HOOKER FURNITURE CORP COM 439038100 403 16248 SH DFND 21 16248 0 0 HOPE BANCORP INC COM 43940T109 327 19284 SH DFND 21 19284 0 0 HORMEL FOODS CORP COM 440452100 7537 198697 SH DFND 17 198406 0 291 HORMEL FOODS CORP COM 440452100 12015 317153 SH DFND 21 39521 0 277632 HORMEL FOODS CORP COM 440452100 4581 120940 SH DFND 24 120940 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 7214 7380000 PRN DFND 17 7380000 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 11266 1349233 SH DFND 17 1349233 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 28 950 SH DFND 3 950 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 250 8413 SH DFND 4 8413 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 693 23337 SH DFND 17 23337 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 40 1353 SH DFND 21 1353 0 0 HOST HOTELS & RESORTS INC COM 44107P104 22 1443 SH DFND 17 639 0 804 HOST HOTELS & RESORTS INC COM 44107P104 224 14366 SH DFND 21 14366 0 0 HOULIHAN LOKEY INC CL A 441593100 17239 688200 SH DFND 3 644400 0 43800 HOULIHAN LOKEY INC CL A 441593100 1200 48957 SH DFND 17 48957 0 0 HOWARD HUGHES CORP COM 44267D107 14386 125645 SH DFND 17 104955 0 20690 HOWARD HUGHES CORP COM 44267D107 126 1100 SH DFND 21 0 0 1100 HUBSPOT INC COM 443573100 329 5710 SH DFND 17 0 0 5710 HUDBAY MINERALS INC COM 443628102 14611 3700000 SH DFND 4 3700000 0 0 HUDSON PAC PPTYS INC COM 444097109 491 14930 SH DFND 17 14930 0 0 HUMANA INC COM 444859102 2383 13473 SH DFND 4 13473 0 0 HUMANA INC COM 444859102 2060 11695 SH DFND 17 8588 0 3107 HUMANA INC COM 444859102 24495 139166 SH DFND 21 120629 0 18537 HUMANA INC CALL 444859902 3361 19000 SH Call DFND 4 19000 0 0 HUMANA INC PUT 444859952 33220 187800 SH Put DFND 4 187800 0 0 HUNTINGTON BANCSHARES INC COM 446150104 816 82719 SH DFND 17 81549 0 1170 HUNTINGTON BANCSHARES INC COM 446150104 186 18903 SH DFND 20 18903 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2603 264768 SH DFND 21 227854 0 36914 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 34164 23725 SH DFND 17 23725 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 10901 71055 SH DFND 3 71055 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 12746 83320 SH DFND 17 80473 0 2847 HUNTINGTON INGALLS INDS INC COM 446413106 862 5619 SH DFND 20 5619 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 28767 187855 SH DFND 21 160106 0 27749 HUNTINGTON INGALLS INDS INC COM 446413106 56 367 SH DFND 25 367 0 0 HUNTSMAN CORP COM 447011107 31 1879 SH DFND 4 1879 0 0 HUNTSMAN CORP COM 447011107 18420 1132136 SH DFND 17 938902 0 193234 HUNTSMAN CORP COM 447011107 1681 104100 SH DFND 21 85106 0 18994 HURON CONSULTING GROUP INC COM 447462102 1627 27786 SH DFND 21 27786 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7836 7755000 PRN DFND 17 7480000 0 275000 HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 3560 299200 SH DFND 20 299200 0 0 IAC INTERACTIVECORP COM 44919P508 317 5080 SH DFND 17 0 0 5080 ICF INTL INC COM 44925C103 23 526 SH DFND 17 526 0 0 ICF INTL INC COM 44925C103 1288 29171 SH DFND 21 4711 0 24460 IES HLDGS INC COM 44951W106 1362 76564 SH DFND 17 70694 0 5870 IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 18930 19825000 PRN DFND 17 19825000 0 0 ITAU CORPBANCA SPONSORED ADR 45033E105 4127 309800 SH DFND 3 309800 0 0 ITAU CORPBANCA SPONSORED ADR 45033E105 630 47440 SH DFND 21 44516 0 2924 ITT INC COM 45073V108 50678 1414015 SH DFND 3 1382215 0 31800 ITT INC COM 45073V108 1237 34796 SH DFND 17 34796 0 0 ITT INC COM 45073V108 706 19742 SH DFND 21 0 0 19742 IAMGOLD CORP COM 450913108 4090 968711 SH DFND 21 968711 0 0 ICICI BK LTD ADR 45104G104 1063 143442 SH DFND 20 143442 0 0 ICICI BK LTD ADR 45104G104 741 99674 SH DFND 21 40546 0 59128 ICONIX BRAND GROUP INC COM 451055107 714 87963 SH DFND 17 87963 0 0 ICONIX BRAND GROUP INC COM 451055107 960 119042 SH DFND 21 73989 0 45053 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 58130 67330000 PRN DFND 17 67330000 0 0 IDACORP INC COM 451107106 364 4655 SH DFND 17 4655 0 0 IDACORP INC COM 451107106 2848 36225 SH DFND 21 34721 0 1504 IDEX CORP COM 45167R104 27891 298083 SH DFND 17 298083 0 0 IDEX CORP COM 45167R104 23799 254752 SH DFND 21 131628 0 123124 IDEX CORP COM 45167R104 6642 71500 SH DFND 24 71500 0 0 IDEXX LABS INC COM 45168D104 197 1745 SH DFND 17 0 0 1745 IDEXX LABS INC COM 45168D104 7181 64187 SH DFND 21 64187 0 0 ILLINOIS TOOL WKS INC COM 452308109 10658 88935 SH DFND 3 88935 0 0 ILLINOIS TOOL WKS INC COM 452308109 1981 16636 SH DFND 17 16292 0 344 ILLINOIS TOOL WKS INC COM 452308109 24800 208329 SH DFND 21 208329 0 0 ILLINOIS TOOL WKS INC CALL 452308909 8077 67400 SH Call DFND 4 67400 0 0 ILLINOIS TOOL WKS INC PUT 452308959 31566 263400 SH Put DFND 4 263400 0 0 ILLUMINA INC COM 452327109 4608 26093 SH DFND 17 25935 0 158 ILLUMINA INC COM 452327109 29 158 SH DFND 21 158 0 0 ILLUMINA INC COM 452327109 2295 13000 SH DFND 24 13000 0 0 ILLUMINA INC CALL 452327909 4414 24300 SH Call DFND 4 24300 0 0 ILLUMINA INC PUT 452327959 33498 184400 SH Put DFND 4 184400 0 0 ILLUMINA INC NOTE 6/1 452327AF6 4536 4350000 PRN DFND 17 3945000 0 405000 ILLUMINA INC NOTE 6/1 452327AF6 3128 3000000 PRN DFND 21 0 0 3000000 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 74088 67815000 PRN DFND 17 67815000 0 0 IMPAX LABORATORIES INC COM 45256B101 1230 52159 SH DFND 17 52159 0 0 IMPAX LABORATORIES INC COM 45256B101 637 27000 SH DFND 24 27000 0 0 IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 47184 53270000 PRN DFND 17 52845000 0 425000 IMPINJ INC COM 453204109 4455 119065 SH DFND 17 115984 0 3081 IMPERVA INC COM 45321L100 10118 188391 SH DFND 17 146350 0 42041 INC RESH HLDGS INC CL A 45329R109 305 6832 SH DFND 17 6832 0 0 INC RESH HLDGS INC CL A 45329R109 1524 34213 SH DFND 21 29448 0 4765 INCONTACT INC COM 45336E109 11823 845674 SH DFND 4 845674 0 0 INCONTACT INC COM 45336E109 24099 1723837 SH DFND 21 1723837 0 0 INCYTE CORP COM 45337C102 34950 374334 SH DFND 17 302839 0 71495 INCYTE CORP COM 45337C102 115 1220 SH DFND 21 1220 0 0 INCYTE CORP COM 45337C102 8122 88000 SH DFND 24 88000 0 0 INCYTE CORP NOTE 0.375%11/1 45337CAM4 67492 35455000 PRN DFND 17 33365000 0 2090000 INDEPENDENCE CONTRACT DRIL I COM 453415309 832 158424 SH DFND 17 146367 0 12057 INDEPENDENCE RLTY TR INC COM 45378A106 32 3543 SH DFND 17 3543 0 0 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1598500 SH DFND 3 1543000 0 55500 INFRAREIT INC COM 45685L100 1320 72464 SH DFND 17 72464 0 0 INGLES MKTS INC CL A 457030104 28025 708786 SH DFND 3 681753 0 27033 INGLES MKTS INC CL A 457030104 1892 48318 SH DFND 17 23743 0 24575 INGRAM MICRO INC CL A 457153104 4 100 SH DFND 17 100 0 0 INGRAM MICRO INC CL A 457153104 10837 308267 SH DFND 21 288822 0 19445 INGREDION INC COM 457187102 47176 354550 SH DFND 3 345000 0 9550 INGREDION INC COM 457187102 30930 232778 SH DFND 17 228585 0 4193 INGREDION INC COM 457187102 1618 12158 SH DFND 20 12158 0 0 INGREDION INC COM 457187102 55621 420344 SH DFND 21 295669 0 124675 INGREDION INC COM 457187102 7825 59400 SH DFND 24 59400 0 0 INSIGHT ENTERPRISES INC COM 45765U103 80 2446 SH DFND 17 2446 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1913 59427 SH DFND 21 27518 0 31909 INNOSPEC INC COM 45768S105 390 6411 SH DFND 17 6411 0 0 INNOSPEC INC COM 45768S105 2984 49256 SH DFND 21 30697 0 18559 INPHI CORP COM 45772F107 12400 284990 SH DFND 17 244476 0 40514 INPHI CORP COM 45772F107 129 3000 SH DFND 21 0 0 3000 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1418 152181 SH DFND 17 152181 0 0 INNOPHOS HOLDINGS INC COM 45774N108 27993 717220 SH DFND 3 697220 0 20000 INNOPHOS HOLDINGS INC COM 45774N108 1477 39355 SH DFND 21 0 0 39355 INSTEEL INDUSTRIES INC COM 45774W108 78 2152 SH DFND 17 2152 0 0 INSTEEL INDUSTRIES INC COM 45774W108 3007 82649 SH DFND 21 82649 0 0 INSPERITY INC COM 45778Q107 676 9307 SH DFND 17 6907 0 2400 INSPERITY INC COM 45778Q107 6373 87729 SH DFND 21 73220 0 14509 INSPERITY INC COM 45778Q107 109 1498 SH DFND 25 1498 0 0 INOGEN INC COM 45780L104 10588 176759 SH DFND 17 174015 0 2744 INSTALLED BLDG PRODS INC COM 45780R101 16191 451378 SH DFND 17 373257 0 78121 INSTALLED BLDG PRODS INC COM 45780R101 134 3750 SH DFND 21 0 0 3750 INNOVIVA INC COM 45781M101 1696 156492 SH DFND 21 156492 0 0 INSTRUCTURE INC COM 45781U103 2636 103894 SH DFND 17 103894 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 575 6967 SH DFND 17 6967 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 116 1400 SH DFND 20 1400 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1656 20058 SH DFND 21 20058 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 33925 21705000 PRN DFND 17 18240000 0 3465000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2109 91306 SH DFND 17 91306 0 0 INTEL CORP COM 458140100 135236 3582405 SH DFND 3 3579105 0 3300 INTEL CORP COM 458140100 7227 191446 SH DFND 4 191446 0 0 INTEL CORP COM 458140100 330009 8756982 SH DFND 17 7740435 0 1016547 INTEL CORP COM 458140100 17141 454054 SH DFND 20 454054 0 0 INTEL CORP COM 458140100 287072 7652497 SH DFND 21 5431568 0 2220929 INTEL CORP COM 458140100 473 12533 SH DFND 25 12533 0 0 INTEL CORP CALL 458140900 27222 721100 SH Call DFND 4 721100 0 0 INTEL CORP PUT 458140950 162786 4312200 SH Put DFND 4 4312200 0 0 INTEL CORP SDCV 12/1 458140AD2 27625 20000000 PRN DFND 17 20000000 0 0 INTEL CORP SDCV 12/1 458140AD2 9669 7000000 PRN DFND 21 0 0 7000000 INTEL CORP SDCV 3.250% 8/0 458140AF7 228191 124460000 PRN DFND 17 115215000 0 9245000 INTELIQUENT INC COM 45825N107 24257 1502925 SH DFND 3 1438775 0 64150 INTELIQUENT INC COM 45825N107 1420 87998 SH DFND 17 87998 0 0 INTELIQUENT INC COM 45825N107 203 12517 SH DFND 21 12517 0 0 INTERACTIVE INTELLIGENCE GRO COM 45841V109 26892 447149 SH DFND 21 447149 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 978 6059 SH DFND 17 6059 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 593 3700 SH DFND 24 3700 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 27754 24765000 PRN DFND 17 21295000 0 3470000 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 48790 40080000 PRN DFND 17 33435000 0 6645000 INTERCONTINENTAL EXCHANGE IN COM 45866F104 29717 110389 SH DFND 17 108396 0 1993 INTERCONTINENTAL EXCHANGE IN COM 45866F104 65 240 SH DFND 20 240 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 35034 130515 SH DFND 21 130099 0 416 INTERCONTINENTAL EXCHANGE IN CALL 45866F904 7892 29300 SH Call DFND 4 29300 0 0 INTERCONTINENTAL EXCHANGE IN PUT 45866F954 44498 165200 SH Put DFND 4 165200 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 31399 1054381 SH DFND 3 1054381 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 81 2800 SH DFND 21 2800 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 146875 924613 SH DFND 3 923763 0 850 INTERNATIONAL BUSINESS MACHS COM 459200101 9437 59408 SH DFND 4 59408 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 130365 821714 SH DFND 17 759218 0 62496 INTERNATIONAL BUSINESS MACHS COM 459200101 33665 212489 SH DFND 21 170036 0 42453 INTERNATIONAL BUSINESS MACHS COM 459200101 93 587 SH DFND 24 587 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 39 246 SH DFND 25 246 0 0 INTERNATIONAL BUSINESS MACHS CALL 459200901 38410 241800 SH Call DFND 4 241800 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 177547 1117700 SH Put DFND 4 1117700 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 933 6527 SH DFND 17 6441 0 86 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 113661 796870 SH DFND 21 619499 0 177371 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 639 4500 SH DFND 24 4500 0 0 INTL PAPER CO COM 460146103 172984 3605333 SH DFND 3 3602333 0 3000 INTL PAPER CO COM 460146103 39475 834041 SH DFND 17 832119 0 1922 INTL PAPER CO COM 460146103 114 2375 SH DFND 20 2375 0 0 INTL PAPER CO COM 460146103 20702 436589 SH DFND 21 276046 0 160543 INTL PAPER CO CALL 460146903 3162 65900 SH Call DFND 4 65900 0 0 INTL PAPER CO PUT 460146953 23472 489200 SH Put DFND 4 489200 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 111 3310 SH DFND 17 3310 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 148 4442 SH DFND 21 4442 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1445 64673 SH DFND 17 64241 0 432 INTERPUBLIC GROUP COS INC COM 460690100 20060 905317 SH DFND 21 905317 0 0 INTERSIL CORP CL A 46069S109 688 31410 SH DFND 17 23407 0 8003 INTERSIL CORP CL A 46069S109 30690 1399658 SH DFND 21 1367123 0 32535 INTERSECT ENT INC COM 46071F103 2355 148643 SH DFND 17 144842 0 3801 INTERVAL LEISURE GROUP INC COM 46113M108 921 53615 SH DFND 17 38575 0 15040 INTERVAL LEISURE GROUP INC COM 46113M108 89 5208 SH DFND 21 0 0 5208 INTL FCSTONE INC COM 46116V105 524 13492 SH DFND 17 5050 0 8442 INTL FCSTONE INC COM 46116V105 51 1325 SH DFND 21 1325 0 0 INTRALINKS HLDGS INC COM 46118H104 2469 245458 SH DFND 17 245458 0 0 INTUIT COM 461202103 110873 1007848 SH DFND 17 849099 0 158749 INTUIT COM 461202103 78903 719103 SH DFND 21 611094 0 108009 INTUIT CALL 461202903 4378 39800 SH Call DFND 4 39800 0 0 INTUIT PUT 461202953 32398 294500 SH Put DFND 4 294500 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 23618 32618 SH DFND 17 31867 0 751 INTUITIVE SURGICAL INC COM NEW 46120E602 19912 27655 SH DFND 21 27655 0 0 INTUITIVE SURGICAL INC CALL 46120E902 1595 2200 SH Call DFND 4 2200 0 0 INTUITIVE SURGICAL INC PUT 46120E952 12395 17100 SH Put DFND 4 17100 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 424 27832 SH DFND 17 27832 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 120 7872 SH DFND 20 7872 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 1957 128770 SH DFND 21 128770 0 0 INVUITY INC COM NEW 46187J205 2701 196897 SH DFND 17 191530 0 5367 IRADIMED CORP COM 46266A109 958 56388 SH DFND 17 52097 0 4291 IRIDIUM COMMUNICATIONS INC COM 46269C102 25 3134 SH DFND 17 3134 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 285 35802 SH DFND 21 35802 0 0 IRON MTN INC NEW COM 46284V101 4196 111815 SH DFND 4 111815 0 0 IRON MTN INC NEW COM 46284V101 1148 30591 SH DFND 17 30328 0 263 IRON MTN INC NEW COM 46284V101 10 263 SH DFND 21 263 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 34749 29250000 PRN DFND 17 24350000 0 4900000 ISHARES GOLD TRUST ISHARES 464285105 15802 1245200 SH DFND 20 1245200 0 0 ISHARES MSCI AUST ETF 464286103 7775 374890 SH DFND 24 0 0 374890 ISHARES EM MKTS DIV ETF 464286319 501 14000 SH DFND 24 14000 0 0 ISHARES MSCI WORLD ETF 464286392 9312 128153 SH DFND 25 128153 0 0 ISHARES MSCI CDA ETF 464286509 10556 412200 SH DFND 24 0 0 412200 ISHARES EM MKTS CURR ETF 464286517 1015 22117 SH DFND 17 22117 0 0 ISHARES MIN VOL EMRG MKT 464286533 3 59 SH DFND 17 59 0 0 ISHARES MIN VOL EMRG MKT 464286533 48113 890000 SH DFND 25 890000 0 0 ISHARES MSCI BRIC INDX 464286657 540 15838 SH DFND 0 0 15838 ISHARES MSCI STH KOR ETF 464286772 1927 33326 SH DFND 17 33326 0 0 ISHARES MSCI JAPAN ETF 464286848 12034 958120 SH DFND 24 115000 0 843120 ISHARES MSCI HONG KG ETF 464286871 918 41857 SH DFND 24 41857 0 0 ISHARES TR TIPS BD ETF 464287176 323 2770 SH DFND 0 0 2770 ISHARES TR TIPS BD ETF 464287176 2473 21232 SH DFND 17 21232 0 0 ISHARES TR CORE S&P500 ETF 464287200 18281 84660 SH DFND 24 0 0 84660 ISHARES TR CORE US AGGBD ET 464287226 20936 186233 SH DFND 17 186233 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 134 3600 SH DFND 3600 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 56 1500 SH DFND 3 1500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 393 10500 SH DFND 17 10500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 23975 640200 SH Put DFND 21 640200 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 2099 56300 SH DFND 24 56000 0 300 ISHARES TR MSCI EMG MKT ETF 464287234 5112 136504 SH DFND 25 136504 0 0 ISHARES TR IBOXX INV CP ETF 464287242 790 6400 SH DFND 2000 0 4400 ISHARES TR IBOXX INV CP ETF 464287242 51970 421906 SH DFND 4 421906 0 0 ISHARES TR IBOXX INV CP ETF 464287242 191723 1556447 SH DFND 17 1556447 0 0 ISHARES TR IBOXX INV CP ETF 464287242 34490 280000 SH DFND 25 280000 0 0 ISHARES TR LATN AMER 40 ETF 464287390 8118 290334 SH DFND 24 10500 0 279834 ISHARES TR S&P 500 VAL ETF 464287408 631 6646 SH DFND 17 6646 0 0 ISHARES TR 20 YR TR BD ETF 464287432 1388 10000 SH DFND 6000 0 4000 ISHARES TR 20 YR TR BD ETF 464287432 19 137 SH DFND 17 137 0 0 ISHARES TR 1-3 YR TR BD ETF 464287457 477 5600 SH DFND 5600 0 0 ISHARES TR MSCI EAFE ETF 464287465 35560 601383 SH DFND 4 601383 0 0 ISHARES TR MSCI EAFE ETF 464287465 49885 843654 SH DFND 17 843654 0 0 ISHARES TR NASDQ BIOTEC ETF 464287556 289 1000 SH DFND 17 0 0 1000 ISHARES TR NASDQ BIOTEC ETF 464287556 1029 3600 SH DFND 24 3600 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 1315 12555 SH DFND 17 12555 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 5306 42719 SH DFND 17 42719 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 1229 10000 SH DFND 24 10000 0 0 ISHARES TR U.S. REAL ES ETF 464287739 1296 16000 SH DFND 24 16000 0 0 ISHARES TR PUT 464287954 1362945 36393737 SH Put DFND 4 36393737 0 0 ISHARES TR PUT 464287955 665798 5800033 SH Put DFND 4 5800033 0 0 ISHARES TR PUT 464287959 94938 1177306 SH Put DFND 4 1177306 0 0 ISHARES TR INTL TREA BD ETF 464288117 29578 294100 SH DFND 24 0 0 294100 ISHARES TR MSCI AC ASIA ETF 464288182 7370 122400 SH DFND 24 0 0 122400 ISHARES TR MSCI ACWI ETF 464288257 43143 730000 SH DFND 17 730000 0 0 ISHARES TR MSCI ACWI ETF 464288257 3128 53300 SH DFND 24 53000 0 300 ISHARES TR JP MOR EM MK ETF 464288281 678 5800 SH DFND 2000 0 3800 ISHARES TR JP MOR EM MK ETF 464288281 3381 28849 SH DFND 17 28849 0 0 ISHARES TR JP MOR EM MK ETF 464288281 72672 620015 SH DFND 25 620015 0 0 ISHARES TR INTL SEL DIV ETF 464288448 841 28039 SH DFND 17 28039 0 0 ISHARES TR IBOXX HI YD ETF 464288513 15757 180574 SH DFND 17 180574 0 0 ISHARES TR IBOXX HI YD ETF 464288513 4302 49300 SH DFND 25 49300 0 0 ISHARES TR MBS ETF 464288588 4905 44554 SH DFND 17 44554 0 0 ISHARES TR MBS ETF 464288588 8016 72810 SH DFND 20 72810 0 0 ISHARES TR U.S. PFD STK ETF 464288687 1050 26700 SH DFND 11000 0 15700 ISHARES TR CORE US TR BD 46429B267 28 1081 SH DFND 17 1081 0 0 ISHARES TR CORE US TR BD 46429B267 16303 623900 SH DFND 24 0 0 623900 ISHARES TR MSCI INDIA ETF 46429B598 156 5300 SH DFND 17 5300 0 0 ISHARES TR MSCI INDIA ETF 46429B598 433 15000 SH DFND 24 15000 0 0 ISHARES TR CORE HIGH DV ETF 46429B663 162 2000 SH DFND 0 0 2000 ISHARES TR CORE HIGH DV ETF 46429B663 1231 15142 SH DFND 17 15142 0 0 ISHARES TR MIN VOL USA ETF 46429B697 1691 37224 SH DFND 17 37224 0 0 ISHARES TR MIN VOL USA ETF 46429B697 60976 1342200 SH DFND 25 1342200 0 0 ISHARES TR USA QUALITY FCTR 46432F339 1322 19760 SH DFND 1000 0 18760 ISHARES TR USA QUALITY FCTR 46432F339 1845 27342 SH DFND 17 27342 0 0 ISHARES TR USA QUALITY FCTR 46432F339 30591 453272 SH DFND 25 453272 0 0 ISHARES TR USA VALUE FACTOR 46432F388 30691 470142 SH DFND 25 470142 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 308 4000 SH DFND 1500 0 2500 ISHARES TR USA MOMENTUM FCT 46432F396 1646 21278 SH DFND 17 21278 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 30462 393723 SH DFND 25 393723 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 63810 68450000 PRN DFND 17 63835000 0 4615000 ISHARES INC CORE MSCI EMKT 46434G103 785 17300 SH DFND 24 17000 0 300 ISHARES TR MSCI UTD KNGDM 46434V548 2597 165000 SH DFND 24 0 0 165000 ISHARES TR CUR HD EURZN ETF 46434V639 366 15000 SH DFND 24 15000 0 0 ISHARES TR HDG MSCI GERMN 46434V704 4429 189000 SH DFND 24 189000 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1580 144578 SH DFND 21 144578 0 0 ITRON INC COM 465741106 10911 195671 SH DFND 17 170855 0 24816 ITRON INC COM 465741106 172 3141 SH DFND 21 0 0 3141 J & J SNACK FOODS CORP COM 466032109 354 2970 SH DFND 17 2970 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 233 38800 SH DFND 17 0 0 38800 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 51760 51825000 PRN DFND 17 51825000 0 0 JPMORGAN CHASE & CO COM 46625H100 310478 4662539 SH DFND 3 4657939 0 4600 JPMORGAN CHASE & CO COM 46625H100 4134 62087 SH DFND 4 62087 0 0 JPMORGAN CHASE & CO COM 46625H100 187684 2838124 SH DFND 17 2765080 0 73044 JPMORGAN CHASE & CO COM 46625H100 8177 122791 SH DFND 20 122791 0 0 JPMORGAN CHASE & CO COM 46625H100 273725 4146125 SH DFND 21 3250341 0 895784 JPMORGAN CHASE & CO COM 46625H100 458 6882 SH DFND 25 6882 0 0 JPMORGAN CHASE & CO CALL 46625H900 45288 680100 SH Call DFND 4 680100 0 0 JPMORGAN CHASE & CO PUT 46625H950 229276 3443100 SH Put DFND 4 3443100 0 0 JABIL CIRCUIT INC COM 466313103 228 10429 SH DFND 4 10429 0 0 JABIL CIRCUIT INC COM 466313103 3555 162967 SH DFND 17 160060 0 2907 JABIL CIRCUIT INC COM 466313103 20117 924019 SH DFND 21 405177 0 518842 JABIL CIRCUIT INC COM 466313103 16 756 SH DFND 25 756 0 0 JACK IN THE BOX INC COM 466367109 14448 150590 SH DFND 17 132792 0 17798 JACK IN THE BOX INC COM 466367109 105 1099 SH DFND 20 1099 0 0 JACK IN THE BOX INC COM 466367109 2030 21234 SH DFND 21 21234 0 0 JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1377 1000000 PRN DFND 17 1000000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 59874 58570000 PRN DFND 17 58225000 0 345000 JD COM INC SPON ADR CL A 47215P106 1988 76205 SH DFND 17 53390 0 22815 JD COM INC SPON ADR CL A 47215P106 228 8787 SH DFND 21 8787 0 0 JETBLUE AIRWAYS CORP COM 477143101 5224 303242 SH DFND 17 96416 0 206826 JETBLUE AIRWAYS CORP COM 477143101 126 7305 SH DFND 20 7305 0 0 JETBLUE AIRWAYS CORP COM 477143101 31164 1814033 SH DFND 21 1038781 0 775252 JETBLUE AIRWAYS CORP COM 477143101 72 4161 SH DFND 25 4161 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 577 36500 SH DFND 17 0 0 36500 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 441 26700 SH DFND 24 26700 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 23570 334092 SH DFND 17 284154 0 49938 JOHN BEAN TECHNOLOGIES CORP COM 477839104 1986 28719 SH DFND 21 26169 0 2550 JOHNSON & JOHNSON COM 478160104 152928 1294575 SH DFND 3 1294575 0 0 JOHNSON & JOHNSON COM 478160104 4182 35405 SH DFND 4 35405 0 0 JOHNSON & JOHNSON COM 478160104 144963 1230255 SH DFND 17 946081 0 284174 JOHNSON & JOHNSON COM 478160104 4347 36798 SH DFND 20 36798 0 0 JOHNSON & JOHNSON COM 478160104 414191 3520464 SH DFND 21 2511946 0 1008518 JOHNSON & JOHNSON COM 478160104 1783 15203 SH DFND 24 15203 0 0 JOHNSON & JOHNSON COM 478160104 655 5545 SH DFND 25 5545 0 0 JOHNSON & JOHNSON CALL 478160904 69567 588900 SH Call DFND 4 588900 0 0 JOHNSON & JOHNSON PUT 478160954 421677 3569600 SH Put DFND 4 3569600 0 0 JONES LANG LASALLE INC COM 48020Q107 232 2038 SH DFND 17 2038 0 0 JONES LANG LASALLE INC COM 48020Q107 1804 16086 SH DFND 21 15015 0 1071 JOY GLOBAL INC COM 481165108 6479 233554 SH DFND 4 233554 0 0 JOY GLOBAL INC COM 481165108 23540 848600 SH DFND 17 840300 0 8300 JOY GLOBAL INC COM 481165108 23654 852700 SH DFND 21 852700 0 0 J2 GLOBAL INC COM 48123V102 27334 410363 SH DFND 3 393985 0 16378 J2 GLOBAL INC COM 48123V102 17981 270045 SH DFND 17 206307 0 63738 J2 GLOBAL INC COM 48123V102 165 2476 SH DFND 20 2476 0 0 J2 GLOBAL INC COM 48123V102 31356 473904 SH DFND 21 314659 0 159245 J2 GLOBAL INC COM 48123V102 112 1688 SH DFND 25 1688 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 1541 1330000 PRN DFND 17 1045000 0 285000 JUNIPER NETWORKS INC COM 48203R104 5714 237500 SH DFND 3 237500 0 0 JUNIPER NETWORKS INC COM 48203R104 16667 693263 SH DFND 17 680703 0 12560 JUNIPER NETWORKS INC COM 48203R104 88 3657 SH DFND 20 3657 0 0 JUNIPER NETWORKS INC COM 48203R104 37238 1565137 SH DFND 21 908867 0 656270 JUNIPER NETWORKS INC COM 48203R104 76 3161 SH DFND 25 3161 0 0 JUNO THERAPEUTICS INC COM 48205A109 2145 71495 SH DFND 17 61840 0 9655 JUNO THERAPEUTICS INC COM 48205A109 1440 48000 SH DFND 24 48000 0 0 KAR AUCTION SVCS INC COM 48238T109 12516 290000 SH DFND 4 290000 0 0 KAR AUCTION SVCS INC COM 48238T109 6018 139703 SH DFND 17 128506 0 11197 KAR AUCTION SVCS INC COM 48238T109 150 3481 SH DFND 20 3481 0 0 KAR AUCTION SVCS INC COM 48238T109 37603 875295 SH DFND 21 647063 0 228232 KAR AUCTION SVCS INC COM 48238T109 22 514 SH DFND 25 514 0 0 KBR INC COM 48242W106 47122 3114500 SH DFND 3 3041100 0 73400 KBR INC COM 48242W106 1645 109299 SH DFND 17 103509 0 5790 KCG HLDGS INC CL A 48244B100 621 40425 SH DFND 21 40425 0 0 KLA-TENCOR CORP COM 482480100 3445 49421 SH DFND 17 49253 0 168 KLA-TENCOR CORP COM 482480100 42703 615328 SH DFND 21 615328 0 0 KKR & CO L P DEL COM UNITS 48248M102 182 12755 SH DFND 4 8311 0 4444 KT CORP SPONSORED ADR 48268K101 393 24157 SH DFND 21 24157 0 0 KADANT INC COM 48282T104 2599 49871 SH DFND 17 49871 0 0 KADANT INC COM 48282T104 666 12837 SH DFND 21 12837 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 4107 47485 SH DFND 17 3678 0 43807 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1644 19144 SH DFND 21 19144 0 0 KAMAN CORP COM 483548103 277 6305 SH DFND 17 6305 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 30663 328898 SH DFND 17 324222 0 4676 KANSAS CITY SOUTHERN COM NEW 485170302 118 1261 SH DFND 21 116 0 1145 KANSAS CITY SOUTHERN COM NEW 485170302 556 6000 SH DFND 24 6000 0 0 KB HOME NOTE 1.375% 2/0 48666KAS8 30777 31485000 PRN DFND 17 31235000 0 250000 KELLOGG CO COM 487836108 548 7069 SH DFND 4 7069 0 0 KELLOGG CO COM 487836108 4951 63909 SH DFND 17 63332 0 577 KELLOGG CO COM 487836108 21 272 SH DFND 21 272 0 0 KELLOGG CO COM 487836108 2936 38000 SH DFND 24 38000 0 0 KELLOGG CO CALL 487836908 3176 41000 SH Call DFND 4 41000 0 0 KELLOGG CO PUT 487836958 21173 273300 SH Put DFND 4 273300 0 0 KELLY SVCS INC CL A 488152208 675 35113 SH DFND 17 8868 0 26245 KELLY SVCS INC CL A 488152208 1504 78758 SH DFND 21 52721 0 26037 KEYCORP NEW COM 493267108 13427 1103250 SH DFND 3 1103250 0 0 KEYCORP NEW COM 493267108 5721 474738 SH DFND 17 473573 0 1165 KEYCORP NEW COM 493267108 81 6672 SH DFND 20 6672 0 0 KEYCORP NEW COM 493267108 11357 941007 SH DFND 21 928056 0 12951 KEYCORP NEW PUT 493267958 1217 100000 SH Put DFND 21 100000 0 0 KFORCE INC COM 493732101 1916 93500 SH DFND 17 93500 0 0 KILROY RLTY CORP COM 49427F108 9881 142487 SH DFND 4 142487 0 0 KILROY RLTY CORP COM 49427F108 17675 254872 SH DFND 17 204552 0 50320 KILROY RLTY CORP COM 49427F108 408 5915 SH DFND 21 3215 0 2700 KIMBERLY CLARK CORP COM 494368103 4005 31752 SH DFND 4 31752 0 0 KIMBERLY CLARK CORP COM 494368103 9685 76815 SH DFND 17 76427 0 388 KIMBERLY CLARK CORP COM 494368103 1511 12030 SH DFND 21 12030 0 0 KIMBERLY CLARK CORP CALL 494368903 13749 109000 SH Call DFND 4 109000 0 0 KIMBERLY CLARK CORP PUT 494368953 57772 458000 SH Put DFND 4 458000 0 0 KINDER MORGAN INC DEL COM 49456B101 3470 150000 SH DFND 4 150000 0 0 KINDER MORGAN INC DEL COM 49456B101 48 2078 SH DFND 17 0 0 2078 KINDER MORGAN INC DEL COM 49456B101 72 3118 SH DFND 21 3118 0 0 KINDER MORGAN INC DEL PFD SER A 49456B200 96438 1926055 SH DFND 17 1795040 0 131015 KINDER MORGAN INC DEL CALL 49456B901 7570 327300 SH Call DFND 4 327300 0 0 KINDER MORGAN INC DEL PUT 49456B951 36464 1576500 SH Put DFND 4 1576500 0 0 KINROSS GOLD CORP COM NO PAR 496902404 14534 3428108 SH DFND 21 3428108 0 0 KITE PHARMA INC COM 49803L109 2704 48347 SH DFND 17 48347 0 0 KITE PHARMA INC COM 49803L109 980 17500 SH DFND 24 17500 0 0 KNOLL INC COM NEW 498904200 18620 814900 SH DFND 3 794738 0 20162 KNOLL INC COM NEW 498904200 723 31663 SH DFND 17 14088 0 17575 KNOLL INC COM NEW 498904200 897 39175 SH DFND 21 23776 0 15399 KOHLS CORP COM 500255104 1979 45228 SH DFND 4 45228 0 0 KOHLS CORP COM 500255104 869 19872 SH DFND 17 19678 0 194 KOHLS CORP COM 500255104 84 1909 SH DFND 20 1909 0 0 KOHLS CORP COM 500255104 11020 254577 SH DFND 21 137729 0 116848 KOPPERS HOLDINGS INC COM 50060P106 5133 159499 SH DFND 17 159499 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 97037 3980203 SH DFND 3 2710292 0 1269911 KOREA ELECTRIC PWR SPONSORED ADR 500631106 18658 742352 SH DFND 17 742352 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 2735 110775 SH DFND 21 93394 0 17381 KORN FERRY INTL COM NEW 500643200 36078 1717988 SH DFND 3 1682849 0 35139 KORN FERRY INTL COM NEW 500643200 502 24115 SH DFND 17 24115 0 0 KORN FERRY INTL COM NEW 500643200 110 5240 SH DFND 21 0 0 5240 KRAFT HEINZ CO COM 500754106 367 4103 SH DFND 17 0 0 4103 KRAFT HEINZ CO COM 500754106 14635 163500 SH DFND 20 163500 0 0 KRAFT HEINZ CO COM 500754106 4251 47990 SH DFND 21 47990 0 0 KRAFT HEINZ CO CALL 500754906 13292 148500 SH Call DFND 4 148500 0 0 KRAFT HEINZ CO PUT 500754956 68592 766300 SH Put DFND 4 766300 0 0 KRATON CORPORATION COM 50077C106 313 8940 SH DFND 17 8940 0 0 KRATON CORPORATION COM 50077C106 1248 35672 SH DFND 21 33258 0 2414 KROGER CO COM 501044101 11314 381183 SH DFND 4 381183 0 0 KROGER CO COM 501044101 100322 3380476 SH DFND 17 3078592 0 301884 KROGER CO COM 501044101 648 21824 SH DFND 20 21824 0 0 KROGER CO COM 501044101 81133 2743560 SH DFND 21 1709216 0 1034344 KROGER CO COM 501044101 221 7448 SH DFND 25 7448 0 0 KROGER CO CALL 501044901 3579 120600 SH Call DFND 4 120600 0 0 KROGER CO PUT 501044951 24839 836900 SH Put DFND 4 836900 0 0 L BRANDS INC COM 501797104 5521 78012 SH DFND 4 78012 0 0 L BRANDS INC COM 501797104 37131 525436 SH DFND 17 520402 0 5034 L BRANDS INC COM 501797104 24438 348203 SH DFND 21 348203 0 0 L BRANDS INC CALL 501797904 1465 20700 SH Call DFND 4 20700 0 0 L BRANDS INC PUT 501797954 17827 251900 SH Put DFND 4 251900 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 67 5200 SH DFND 17 5200 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 130 10253 SH DFND 21 10253 0 0 LHC GROUP INC COM 50187A107 475 12888 SH DFND 17 7053 0 5835 LHC GROUP INC COM 50187A107 2170 58613 SH DFND 21 18819 0 39794 LGI HOMES INC COM 50187T106 13224 358962 SH DFND 17 353549 0 5413 LGI HOMES INC COM 50187T106 3034 82357 SH DFND 21 72106 0 10251 LKQ CORP COM 501889208 12 332 SH DFND 17 0 0 332 LKQ CORP COM 501889208 3718 105078 SH DFND 21 73643 0 31435 LKQ CORP COM 501889208 2784 79000 SH DFND 24 79000 0 0 LSB INDS INC COM 502160104 758 88352 SH DFND 17 81631 0 6721 LSI INDS INC COM 50216C108 1567 139547 SH DFND 17 128772 0 10775 L-3 COMMUNICATIONS HLDGS INC COM 502424104 906 6014 SH DFND 4 6014 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 13 83 SH DFND 17 0 0 83 L-3 COMMUNICATIONS HLDGS INC COM 502424104 103 683 SH DFND 21 683 0 0 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 9612 405748 SH DFND 17 367655 0 38093 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2957 125300 SH DFND 24 125300 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 24746 180000 SH DFND 4 180000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 42741 310887 SH DFND 17 242274 0 68613 LABORATORY CORP AMER HLDGS COM NEW 50540R409 766 5570 SH DFND 20 5570 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 33968 248514 SH DFND 21 176017 0 72497 LAM RESEARCH CORP COM 512807108 15020 158590 SH DFND 3 158590 0 0 LAM RESEARCH CORP COM 512807108 126692 1339393 SH DFND 17 1023021 0 316372 LAM RESEARCH CORP COM 512807108 1214 12814 SH DFND 20 12814 0 0 LAM RESEARCH CORP COM 512807108 77334 822397 SH DFND 21 565483 0 256914 LAM RESEARCH CORP COM 512807108 291 3069 SH DFND 25 3069 0 0 LAM RESEARCH CORP PUT 512807958 9897 104500 SH Put DFND 21 104500 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 115619 72495000 PRN DFND 17 67465000 0 5030000 LANCASTER COLONY CORP COM 513847103 337 2555 SH DFND 17 2555 0 0 LANDSTAR SYS INC COM 515098101 105 1540 SH DFND 17 1540 0 0 LANDSTAR SYS INC COM 515098101 96 1438 SH DFND 21 1438 0 0 LAREDO PETROLEUM INC COM 516806106 15047 1166445 SH DFND 17 1166445 0 0 LAREDO PETROLEUM INC COM 516806106 854 67600 SH DFND 24 67600 0 0 LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 95 11789 SH DFND 21 11789 0 0 LAUDER ESTEE COS INC CL A 518439104 2397 27067 SH DFND 4 27067 0 0 LAUDER ESTEE COS INC CL A 518439104 966 10917 SH DFND 17 10679 0 238 LAUDER ESTEE COS INC CL A 518439104 1824 20600 SH DFND 20 20600 0 0 LAUDER ESTEE COS INC CL A 518439104 114088 1295248 SH DFND 21 1055994 0 239254 LAUDER ESTEE COS INC CL A 518439104 486 5600 SH DFND 24 5600 0 0 LAUDER ESTEE COS INC CALL 518439904 5358 60500 SH Call DFND 4 60500 0 0 LAUDER ESTEE COS INC PUT 518439954 22972 259400 SH Put DFND 4 259400 0 0 LAYNE CHRISTENSEN CO COM 521050104 1150 135111 SH DFND 17 124785 0 10326 LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 6965 7875000 PRN DFND 17 7875000 0 0 LEAR CORP COM NEW 521865204 10659 87930 SH DFND 3 87930 0 0 LEAR CORP COM NEW 521865204 39587 328258 SH DFND 17 270298 0 57960 LEAR CORP COM NEW 521865204 1675 13815 SH DFND 20 13815 0 0 LEAR CORP COM NEW 521865204 86305 719754 SH DFND 21 504262 0 215492 LEAR CORP COM NEW 521865204 106 875 SH DFND 25 875 0 0 LEGGETT & PLATT INC COM 524660107 576 12639 SH DFND 17 12495 0 144 LEGGETT & PLATT INC COM 524660107 173 3806 SH DFND 20 3806 0 0 LEGGETT & PLATT INC COM 524660107 3884 85148 SH DFND 21 68320 0 16828 LEGG MASON INC COM 524901105 3 99 SH DFND 17 0 0 99 LEGG MASON INC COM 524901105 1835 55663 SH DFND 21 55663 0 0 LEIDOS HLDGS INC COM 525327102 3901 89753 SH DFND 21 74438 0 15315 LEMAITRE VASCULAR INC COM 525558201 6148 309875 SH DFND 17 299735 0 10140 LEMAITRE VASCULAR INC COM 525558201 139 7098 SH DFND 21 7098 0 0 LENDINGCLUB CORP COM 52603A109 4732 765660 SH DFND 17 564475 0 201185 LENDINGTREE INC NEW COM 52603B107 23901 246634 SH DFND 17 245874 0 760 LENNAR CORP CL A 526057104 9 203 SH DFND 17 0 0 203 LENNAR CORP CL A 526057104 2462 58315 SH DFND 21 50451 0 7864 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 9276 200000 SH DFND 4 200000 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 15 315 SH DFND 17 0 0 315 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 101 2169 SH DFND 21 2169 0 0 LEVEL 3 COMMUNICATIONS INC CALL 52729N908 320 6900 SH Call DFND 4 6900 0 0 LEXINGTON REALTY TRUST COM 529043101 424 41075 SH DFND 21 28979 0 12096 LEXMARK INTL INC CL A 529771107 367 9194 SH DFND 4 9194 0 0 LEXMARK INTL INC CL A 529771107 884 25162 SH DFND 21 24750 0 412 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 108008 103110000 PRN DFND 17 96365000 0 6745000 LIFEPOINT HEALTH INC COM 53219L109 2590 43732 SH DFND 17 432 0 43300 LIFEPOINT HEALTH INC COM 53219L109 693 11770 SH DFND 21 7537 0 4233 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 13188 129218 SH DFND 17 112396 0 16822 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 102 1000 SH DFND 21 0 0 1000 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 16861 11500000 PRN DFND 17 9640000 0 1860000 LIFE STORAGE INC COM 53223X107 6236 70112 SH DFND 4 70112 0 0 LILLY ELI & CO COM 532457108 1225 15263 SH DFND 4 15263 0 0 LILLY ELI & CO COM 532457108 17916 223238 SH DFND 17 203160 0 20078 LILLY ELI & CO COM 532457108 19631 245538 SH DFND 21 188588 0 56950 LILLY ELI & CO COM 532457108 18 224 SH DFND 25 224 0 0 LILLY ELI & CO CALL 532457908 9639 120100 SH Call DFND 4 120100 0 0 LILLY ELI & CO PUT 532457958 63293 788600 SH Put DFND 4 788600 0 0 LINCOLN NATL CORP IND COM 534187109 6211 132200 SH DFND 3 132200 0 0 LINCOLN NATL CORP IND COM 534187109 8810 187536 SH DFND 17 187285 0 251 LINCOLN NATL CORP IND COM 534187109 1061 22578 SH DFND 20 22578 0 0 LINCOLN NATL CORP IND COM 534187109 34313 743338 SH DFND 21 561675 0 181663 LINEAR TECHNOLOGY CORP COM 535678106 15 259 SH DFND 17 0 0 259 LINEAR TECHNOLOGY CORP COM 535678106 24539 413875 SH DFND 21 413875 0 0 LINKEDIN CORP COM CL A 53578A108 11592 60654 SH DFND 4 60654 0 0 LINKEDIN CORP COM CL A 53578A108 26375 138000 SH DFND 21 138000 0 0 LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 49238 49710000 PRN DFND 17 49265000 0 445000 LION BIOTECHNOLOGIES INC COM 53619R102 1814 220375 SH DFND 17 215076 0 5299 LIQUIDITY SERVICES INC COM 53635B107 1463 130175 SH DFND 17 100535 0 29640 LITTELFUSE INC COM 537008104 560 4346 SH DFND 21 0 0 4346 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 56738 52390000 PRN DFND 17 45960000 0 6430000 LIVEPERSON INC COM 538146101 756 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0 34872 LOWES COS INC CALL 548661907 11994 166100 SH Call DFND 4 166100 0 0 LOWES COS INC PUT 548661957 71835 994800 SH Put DFND 4 994800 0 0 LULULEMON ATHLETICA INC COM 550021109 260 4259 SH DFND 17 4259 0 0 LULULEMON ATHLETICA INC COM 550021109 82 1349 SH DFND 21 1349 0 0 LUMENTUM HLDGS INC COM 55024U109 20562 492275 SH DFND 17 429217 0 63058 LUMENTUM HLDGS INC COM 55024U109 97 2319 SH DFND 20 2319 0 0 LUMENTUM HLDGS INC COM 55024U109 2393 57414 SH DFND 21 52814 0 4600 LUMINEX CORP DEL COM 55027E102 207 9105 SH DFND 17 9105 0 0 LUMINEX CORP DEL COM 55027E102 843 37121 SH DFND 21 37121 0 0 LYDALL INC DEL COM 550819106 5139 100518 SH DFND 17 95493 0 5025 LYDALL INC DEL COM 550819106 500 9796 SH DFND 21 9796 0 0 LYON WILLIAM HOMES CL A NEW 552074700 11995 646622 SH DFND 17 561077 0 85545 LYON WILLIAM HOMES CL A NEW 552074700 163 8950 SH DFND 21 0 0 8950 M & T BK CORP COM 55261F104 158 1359 SH DFND 4 1359 0 0 M & T BK CORP COM 55261F104 26 229 SH DFND 17 60 0 169 M & T BK CORP COM 55261F104 2876 25110 SH DFND 21 25110 0 0 M & T BK CORP CALL 55261F904 929 8000 SH Call DFND 4 8000 0 0 M & T BK CORP PUT 55261F954 13526 116500 SH Put DFND 4 116500 0 0 MDU RES GROUP INC COM 552690109 17976 706589 SH DFND 17 578902 0 127687 MDU RES GROUP INC COM 552690109 1026 40396 SH DFND 21 33196 0 7200 MFA FINL INC COM 55272X102 4904 655753 SH DFND 17 588943 0 66810 MFA FINL INC COM 55272X102 70 9374 SH DFND 20 9374 0 0 MFA FINL INC COM 55272X102 12945 1733509 SH DFND 21 906371 0 827138 MGIC INVT CORP WIS COM 552848103 8969 1121185 SH DFND 17 917987 0 203198 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 37179 36205000 PRN DFND 17 36205000 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 32813 26050000 PRN DFND 17 21975000 0 4075000 MGM RESORTS INTERNATIONAL COM 552953101 1957 75188 SH DFND 4 62611 0 12577 MGM RESORTS INTERNATIONAL COM 552953101 50111 1925110 SH DFND 17 1925110 0 0 MGP INGREDIENTS INC NEW COM 55303J106 2695 66504 SH DFND 17 66504 0 0 MGP INGREDIENTS INC NEW COM 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MACYS INC COM 55616P104 21 563 SH DFND 25 563 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 6621 93600 SH DFND 3 93600 0 0 MAGNA INTL INC COM 559222401 73590 1717300 SH DFND 3 1244500 0 472800 MAGNA INTL INC COM 559222401 29828 702246 SH DFND 17 567742 0 134504 MAGNA INTL INC COM 559222401 216 5047 SH DFND 20 5047 0 0 MAGNA INTL INC COM 559222401 56103 1322402 SH DFND 21 879066 0 443336 MAGNA INTL INC COM 559222401 192 4489 SH DFND 25 4489 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1372 54998 SH DFND 17 12253 0 42745 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1591 64216 SH DFND 21 53211 0 11005 MANHATTAN ASSOCS INC COM 562750109 11670 202536 SH DFND 17 167744 0 34792 MANHATTAN ASSOCS INC COM 562750109 870 15052 SH DFND 21 12952 0 2100 MANPOWERGROUP INC COM 56418H100 5846 80900 SH DFND 3 80900 0 0 MANPOWERGROUP INC COM 56418H100 1059 15030 SH DFND 21 15030 0 0 MANTECH INTL CORP CL A 564563104 844 22405 SH DFND 17 3335 0 19070 MANTECH INTL CORP CL A 564563104 1054 28198 SH 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25 3932 0 0 MARATHON PETE CORP CALL 56585A902 2996 73800 SH Call DFND 4 73800 0 0 MARATHON PETE CORP PUT 56585A952 19629 483600 SH Put DFND 4 483600 0 0 MARCUS & MILLICHAP INC COM 566324109 126 4836 SH DFND 17 4836 0 0 MARCUS & MILLICHAP INC COM 566324109 515 19711 SH DFND 21 19711 0 0 MARCUS CORP COM 566330106 223 8925 SH DFND 17 3770 0 5155 MARCUS CORP COM 566330106 650 26071 SH DFND 21 26071 0 0 MARKEL CORP COM 570535104 3805 4155 SH DFND 21 4155 0 0 MARKETAXESS HLDGS INC COM 57060D108 87 525 SH DFND 17 0 0 525 MARKETAXESS HLDGS INC COM 57060D108 9828 59165 SH DFND 21 57015 0 2150 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4621 63123 SH DFND 17 49646 0 13477 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 86 1167 SH DFND 20 1167 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 17890 245135 SH DFND 21 131059 0 114076 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 70 954 SH DFND 25 954 0 0 MARSH & MCLENNAN COS INC COM 571748102 38 560 SH DFND 17 0 0 560 MARSH & MCLENNAN COS INC COM 571748102 9810 147741 SH DFND 21 147741 0 0 MARSH & MCLENNAN COS INC CALL 571748902 4788 71200 SH Call DFND 4 71200 0 0 MARSH & MCLENNAN COS INC PUT 571748952 17149 255000 SH Put DFND 4 255000 0 0 MARRIOTT INTL INC NEW PUT 571903952 411 6100 SH Put DFND 4 6100 0 0 MASCO CORP COM 574599106 124 3602 SH DFND 17 0 0 3602 MASCO CORP COM 574599106 1204 35184 SH DFND 21 35184 0 0 MASIMO CORP COM 574795100 3610 60825 SH DFND 17 38811 0 22014 MASIMO CORP COM 574795100 87 1467 SH DFND 20 1467 0 0 MASIMO CORP COM 574795100 7511 127347 SH DFND 21 101524 0 25823 MASTEC INC COM 576323109 19990 672174 SH DFND 17 563486 0 108688 MASTEC INC COM 576323109 224 7500 SH DFND 21 0 0 7500 MASTERCARD INCORPORATED CL A 57636Q104 68234 670471 SH DFND 17 508478 0 161993 MASTERCARD INCORPORATED CL A 57636Q104 3246 32034 SH DFND 21 32034 0 0 MASTERCARD INCORPORATED CALL 57636Q904 22461 220700 SH Call DFND 4 220700 0 0 MASTERCARD INCORPORATED PUT 57636Q954 101566 998000 SH Put DFND 4 998000 0 0 MATRIX SVC CO COM 576853105 471 25439 SH DFND 21 25439 0 0 MATSON INC COM 57686G105 180 4516 SH DFND 17 4516 0 0 MATSON INC COM 57686G105 2860 72167 SH DFND 21 69512 0 2655 MATTEL INC COM 577081102 141192 4662896 SH DFND 3 4658756 0 4140 MATTEL INC COM 577081102 317 10471 SH DFND 4 10471 0 0 MATTEL INC COM 577081102 44596 1453874 SH DFND 17 1259989 0 193885 MATTEL INC COM 577081102 11886 392222 SH DFND 21 392222 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 13236 331488 SH DFND 17 255593 0 75895 MAXIM INTEGRATED PRODS INC COM 57772K101 2799 70143 SH DFND 21 70143 0 0 MAXLINEAR INC CL A 57776J100 9253 456465 SH DFND 17 412855 0 43610 MAXLINEAR INC CL A 57776J100 3028 149380 SH DFND 21 149380 0 0 MCCLATCHY CO CL A NEW 579489303 3889 241104 SH DFND 4 241104 0 0 MCCORMICK & CO INC COM NON VTG 579780206 12 124 SH DFND 17 0 0 124 MCCORMICK & CO INC COM NON VTG 579780206 1599 16000 SH DFND 20 16000 0 0 MCCORMICK & CO INC COM NON VTG 579780206 12 124 SH DFND 21 124 0 0 MCDONALDS CORP COM 580135101 22989 199284 SH DFND 4 199284 0 0 MCDONALDS CORP COM 580135101 154372 1338346 SH DFND 17 1196543 0 141803 MCDONALDS CORP COM 580135101 9883 85668 SH DFND 20 85668 0 0 MCDONALDS CORP COM 580135101 86483 751600 SH DFND 21 685589 0 66011 MCDONALDS CORP COM 580135101 74 645 SH DFND 24 645 0 0 MCDONALDS CORP CALL 580135901 24895 215800 SH Call DFND 4 215800 0 0 MCDONALDS CORP PUT 580135951 170133 1474800 SH Put DFND 4 1474800 0 0 MCGRATH RENTCORP COM 580589109 496 15678 SH DFND 21 0 0 15678 MCKESSON CORP COM 58155Q103 9817 58875 SH DFND 3 58875 0 0 MCKESSON CORP COM 58155Q103 15850 95052 SH DFND 4 95052 0 0 MCKESSON CORP COM 58155Q103 120838 724921 SH DFND 17 716857 0 8064 MCKESSON CORP COM 58155Q103 1170 7015 SH DFND 20 7015 0 0 MCKESSON CORP COM 58155Q103 65099 393543 SH DFND 21 241765 0 151778 MCKESSON CORP COM 58155Q103 213 1279 SH DFND 25 1279 0 0 MCKESSON CORP CALL 58155Q903 7520 45100 SH Call DFND 4 45100 0 0 MCKESSON CORP PUT 58155Q953 58696 352000 SH Put DFND 4 352000 0 0 MEAD JOHNSON NUTRITION CO COM 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17035 MENTOR GRAPHICS CORP COM 587200106 113 4272 SH DFND 20 4272 0 0 MENTOR GRAPHICS CORP COM 587200106 6175 236696 SH DFND 21 143658 0 93038 MERCER INTL INC COM 588056101 1236 145878 SH DFND 17 145878 0 0 MERCER INTL INC COM 588056101 427 50542 SH DFND 21 50542 0 0 MERCK & CO INC COM 58933Y105 7842 125650 SH DFND 3 125650 0 0 MERCK & CO INC COM 58933Y105 1220 19543 SH DFND 4 19543 0 0 MERCK & CO INC COM 58933Y105 75773 1216020 SH DFND 17 1129782 0 86238 MERCK & CO INC COM 58933Y105 1314 21051 SH DFND 20 21051 0 0 MERCK & CO INC COM 58933Y105 79846 1285195 SH DFND 21 1039049 0 246146 MERCK & CO INC COM 58933Y105 1610 26000 SH DFND 24 26000 0 0 MERCK & CO INC COM 58933Y105 41 657 SH DFND 25 657 0 0 MERCK & CO INC CALL 58933Y905 31810 509700 SH Call DFND 4 509700 0 0 MERCK & CO INC PUT 58933Y955 153291 2456200 SH Put DFND 4 2456200 0 0 MEREDITH CORP COM 589433101 45911 883072 SH DFND 3 860922 0 22150 MEREDITH CORP COM 589433101 2154 41932 SH DFND 17 41932 0 0 MEREDITH CORP COM 589433101 3085 59782 SH DFND 21 41627 0 18155 MERIDIAN BIOSCIENCE INC COM 589584101 123 6365 SH DFND 17 6365 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 71 3700 SH DFND 21 3700 0 0 MERIDIAN BANCORP INC MD COM 58958U103 2941 188910 SH DFND 17 188910 0 0 MERIT MED SYS INC COM 589889104 308 12680 SH DFND 17 0 0 12680 MERITOR INC NOTE 7.875% 3/0 59001KAC4 22355 16250000 PRN DFND 17 16250000 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 405 64646 SH DFND 17 64646 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 157 25000 SH DFND 24 25000 0 0 MESA LABS INC COM 59064R109 3118 27268 SH DFND 17 26596 0 672 METALDYNE PERFORMANCE GROUP COM 59116R107 486 30949 SH DFND 21 30949 0 0 METHODE ELECTRS INC COM 591520200 40642 1162190 SH DFND 3 1129574 0 32616 METHODE ELECTRS INC COM 591520200 642 18360 SH DFND 17 10170 0 8190 METLIFE INC COM 59156R108 126903 2856240 SH DFND 3 2853040 0 3200 METLIFE INC COM 59156R108 2467 55527 SH DFND 4 55527 0 0 METLIFE INC COM 59156R108 42510 971400 SH DFND 17 958938 0 12462 METLIFE INC COM 59156R108 686 15430 SH DFND 20 15430 0 0 METLIFE INC COM 59156R108 49198 1117524 SH DFND 21 857885 0 259639 METLIFE INC COM 59156R108 115 2591 SH DFND 25 2591 0 0 METLIFE INC CALL 59156R908 8566 192800 SH Call DFND 4 192800 0 0 METLIFE INC PUT 59156R958 56506 1271800 SH Put DFND 4 1271800 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1423 3389 SH DFND 17 3361 0 28 METTLER TOLEDO INTERNATIONAL COM 592688105 848 2021 SH DFND 20 2021 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 6152 14720 SH DFND 21 14720 0 0 MICHAELS COS INC COM 59408Q106 10552 436554 SH DFND 17 356694 0 79860 MICROSOFT CORP COM 594918104 615672 10689723 SH DFND 17 9144704 0 1545019 MICROSOFT CORP COM 594918104 34899 605877 SH DFND 20 605877 0 0 MICROSOFT CORP COM 594918104 514275 8943390 SH DFND 21 6936275 0 2007115 MICROSOFT CORP COM 594918104 450 7810 SH DFND 25 7810 0 0 MICROSOFT CORP CALL 594918904 83710 1453300 SH Call DFND 4 1453300 0 0 MICROSOFT CORP CALL 594918904 28800 500000 SH Call DFND 17 500000 0 0 MICROSOFT CORP PUT 594918954 429494 7456500 SH Put DFND 4 7456500 0 0 MICROSTRATEGY INC CL A NEW 594972408 13278 79300 SH DFND 17 79300 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 75555 1215880 SH DFND 17 932342 0 283538 MICROCHIP TECHNOLOGY INC COM 595017104 130368 2100268 SH DFND 21 1853389 0 246879 MICROCHIP TECHNOLOGY INC COM 595017104 725 11700 SH DFND 24 11700 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 164512 128030000 PRN DFND 17 119345000 0 8685000 MICRON TECHNOLOGY INC COM 595112103 100569 5656273 SH DFND 17 4680543 0 975730 MICRON TECHNOLOGY INC COM 595112103 27850 1580177 SH DFND 21 1580177 0 0 MICRON TECHNOLOGY INC CALL 595112903 180 10100 SH Call DFND 4 10100 0 0 MICRON TECHNOLOGY INC PUT 595112953 430 24200 SH Put DFND 4 24200 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 41049 23460000 PRN DFND 17 20955000 0 2505000 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 172568 192716000 PRN DFND 17 182091000 0 10625000 MICROSEMI CORP COM 595137100 27013 643469 SH DFND 17 538240 0 105229 MICROSEMI CORP COM 595137100 1694 41389 SH DFND 21 35488 0 5901 MID-AMER APT CMNTYS INC COM 59522J103 5799 61700 SH DFND 3 61700 0 0 MID-AMER APT CMNTYS INC COM 59522J103 3531 37563 SH DFND 4 37563 0 0 MID-AMER APT CMNTYS INC COM 59522J103 183 1947 SH DFND 17 1947 0 0 MIDDLEBY CORP COM 596278101 15234 123235 SH DFND 17 96639 0 26596 MIDDLEBY CORP COM 596278101 307 2484 SH DFND 21 1584 0 900 MILLER HERMAN INC COM 600544100 319 11176 SH DFND 21 8649 0 2527 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1296 256665 SH DFND 21 0 0 256665 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6393 837855 SH DFND 17 818455 0 19400 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 7318 951114 SH DFND 21 928527 0 22587 MODEL N INC COM 607525102 2793 251370 SH DFND 17 244819 0 6551 MODINE MFG CO COM 607828100 2619 220808 SH DFND 17 202423 0 18385 MOHAWK INDS INC COM 608190104 24869 124134 SH DFND 17 115941 0 8193 MOHAWK INDS INC COM 608190104 182 910 SH DFND 20 910 0 0 MOHAWK INDS INC COM 608190104 12464 62533 SH DFND 21 52504 0 10029 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 76323 50755000 PRN DFND 17 48310000 0 2445000 MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 32187 27105000 PRN DFND 17 22710000 0 4395000 MOLSON COORS BREWING CO CL B 60871R209 22 198 SH DFND 17 0 0 198 MOLSON COORS BREWING CO CL B 60871R209 781 7138 SH DFND 21 5274 0 1864 MOLSON COORS BREWING CO CALL 60871R909 2547 23200 SH Call DFND 4 23200 0 0 MOLSON COORS BREWING CO PUT 60871R959 22849 208100 SH Put DFND 4 208100 0 0 MONDELEZ INTL INC CL A 609207105 71273 1626003 SH DFND 17 1326055 0 299948 MONDELEZ INTL INC CL A 609207105 48203 1107528 SH DFND 21 716491 0 391037 MONDELEZ INTL INC CALL 609207905 9215 209900 SH Call DFND 4 209900 0 0 MONDELEZ INTL INC PUT 609207955 53896 1227700 SH Put DFND 4 1227700 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 40009 2803688 SH DFND 3 2716288 0 87400 MONMOUTH REAL ESTATE INVT CO CL A 609720107 1039 72841 SH DFND 17 14534 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69336V101 2024 189673 SH DFND 17 189673 0 0 PLDT INC SPONSORED ADR 69344D408 1087 30485 SH DFND 17 24485 0 6000 PLDT INC SPONSORED ADR 69344D408 2733 77127 SH DFND 21 77127 0 0 PNC FINL SVCS GROUP INC COM 693475105 150425 1669720 SH DFND 3 1667920 0 1800 PNC FINL SVCS GROUP INC COM 693475105 726 8061 SH DFND 4 8061 0 0 PNC FINL SVCS GROUP INC COM 693475105 52292 585832 SH DFND 17 579871 0 5961 PNC FINL SVCS GROUP INC COM 693475105 1136 12610 SH DFND 20 12610 0 0 PNC FINL SVCS GROUP INC COM 693475105 25710 286918 SH DFND 21 203281 0 83637 PNC FINL SVCS GROUP INC COM 693475105 127 1408 SH DFND 25 1408 0 0 PNC FINL SVCS GROUP INC CALL 693475905 8072 89600 SH Call DFND 4 89600 0 0 PNC FINL SVCS GROUP INC PUT 693475955 67144 745300 SH Put DFND 4 745300 0 0 POSCO SPONSORED ADR 693483109 322 6266 SH DFND 21 6266 0 0 PNM RES INC COM 69349H107 2808 85808 SH DFND 17 85808 0 0 PNM RES INC COM 69349H107 695 20929 SH DFND 21 18945 0 1984 PPG INDS INC COM 693506107 6078 58800 SH DFND 3 58800 0 0 PPG INDS INC COM 693506107 3377 32671 SH DFND 4 32671 0 0 PPG INDS INC COM 693506107 5998 58029 SH DFND 17 57742 0 287 PPG INDS INC COM 693506107 17156 165983 SH DFND 20 165983 0 0 PPG INDS INC COM 693506107 285 2787 SH DFND 21 2787 0 0 PPG INDS INC COM 693506107 1000 9800 SH DFND 24 9800 0 0 PPG INDS INC CALL 693506907 6966 67400 SH Call DFND 4 67400 0 0 PPG INDS INC PUT 693506957 44652 432000 SH Put DFND 4 432000 0 0 PPL CORP COM 69351T106 10070 291300 SH DFND 3 291300 0 0 PPL CORP COM 69351T106 2893 83695 SH DFND 4 83695 0 0 PPL CORP COM 69351T106 282 8159 SH DFND 17 7429 0 730 PPL CORP COM 69351T106 449 12980 SH DFND 21 8780 0 4200 PPL CORP CALL 69351T906 2448 70800 SH Call DFND 4 70800 0 0 PPL CORP PUT 69351T956 13589 393100 SH Put DFND 4 393100 0 0 PRA HEALTH SCIENCES INC COM 69354M108 5074 89783 SH DFND 17 73643 0 16140 PS BUSINESS PKS INC CALIF COM 69360J107 704 6179 SH DFND 21 6179 0 0 PTC INC COM 69370C100 16215 365947 SH DFND 17 304554 0 61393 PTC INC COM 69370C100 422 9569 SH DFND 21 5769 0 3800 PACCAR INC COM 693718108 718 12211 SH DFND 17 11833 0 378 PACCAR INC COM 693718108 12272 211979 SH DFND 21 209034 0 2945 PACCAR INC CALL 693718908 5449 92700 SH Call DFND 4 92700 0 0 PACCAR INC PUT 693718958 16811 286000 SH Put DFND 4 286000 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1047 116835 SH DFND 17 116835 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 4267 476271 SH DFND 21 476271 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 920 54714 SH DFND 17 50600 0 4114 PACIFIC PREMIER BANCORP COM 69478X105 3398 128425 SH DFND 17 128425 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 1818 53137 SH DFND 17 53137 0 0 PACKAGING CORP AMER COM 695156109 11883 146235 SH DFND 3 146235 0 0 PACKAGING CORP AMER COM 695156109 8430 104913 SH DFND 17 103118 0 1795 PACKAGING CORP AMER COM 695156109 25841 320879 SH DFND 21 320879 0 0 PACWEST BANCORP DEL COM 695263103 2037 48019 SH DFND 21 48019 0 0 PALO ALTO NETWORKS INC COM 697435105 167257 1050520 SH DFND 17 906838 0 143682 PALO ALTO NETWORKS INC COM 697435105 6538 41036 SH DFND 20 41036 0 0 PALO ALTO NETWORKS INC CALL 697435905 16379 102800 SH Call DFND 17 102800 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 38096 24910000 PRN DFND 17 22415000 0 2495000 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 649 20099 SH DFND 21 20099 0 0 PANDORA MEDIA INC COM 698354107 20467 1428285 SH DFND 17 1325995 0 102290 PAREXEL INTL CORP COM 699462107 320 4603 SH DFND 21 4603 0 0 PARK CITY GROUP INC COM NEW 700215304 1347 114165 SH DFND 17 105321 0 8844 PARK OHIO HLDGS CORP COM 700666100 13716 376296 SH DFND 3 376296 0 0 PARK OHIO HLDGS CORP COM 700666100 23 626 SH DFND 17 626 0 0 PARK STERLING CORP COM 70086Y105 1265 155825 SH DFND 17 143825 0 12000 PARKER HANNIFIN CORP COM 701094104 10104 80489 SH DFND 17 21710 0 58779 PARKER HANNIFIN CORP COM 701094104 400 3209 SH DFND 21 3209 0 0 PARKER HANNIFIN CORP PUT 701094954 427 3400 SH Put DFND 4 3400 0 0 PARSLEY ENERGY INC CL A 701877102 12647 377402 SH DFND 17 377402 0 0 PARSLEY ENERGY INC CL A 701877102 1324 40000 SH DFND 24 40000 0 0 PATRICK INDS INC COM 703343103 13156 212373 SH DFND 17 169294 0 43079 PATRICK INDS INC COM 703343103 7154 114105 SH DFND 21 69348 0 44757 PATTERSON UTI ENERGY INC COM 703481101 4027 180000 SH DFND 4 180000 0 0 PATTERSON UTI ENERGY INC COM 703481101 575 26400 SH DFND 24 26400 0 0 PAYCHEX INC COM 704326107 1424 24608 SH DFND 17 2236 0 22372 PAYCHEX INC COM 704326107 254 4444 SH DFND 21 4444 0 0 PAYCHEX INC CALL 704326907 2911 50300 SH Call DFND 4 50300 0 0 PAYCHEX INC PUT 704326957 11875 205200 SH Put DFND 4 205200 0 0 PAYCOM SOFTWARE INC COM 70432V102 67309 1342690 SH DFND 17 1081080 0 261610 PAYLOCITY HLDG CORP COM 70438V106 9960 224030 SH DFND 17 193345 0 30685 PAYLOCITY HLDG CORP COM 70438V106 240 5436 SH DFND 21 2786 0 2650 PAYPAL HLDGS INC COM 70450Y103 25686 626941 SH DFND 17 581230 0 45711 PAYPAL HLDGS INC COM 70450Y103 1667 41244 SH DFND 21 41244 0 0 PAYPAL HLDGS INC CALL 70450Y903 7715 188300 SH Call DFND 4 188300 0 0 PAYPAL HLDGS INC PUT 70450Y953 52905 1291300 SH Put DFND 4 1291300 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 373 16635 SH DFND 17 16635 0 0 PEMBINA PIPELINE CORP COM 706327103 645 21116 SH DFND 21 0 0 21116 PENN NATL GAMING INC COM 707569109 452 33325 SH DFND 17 19255 0 14070 PENN NATL GAMING INC COM 707569109 80 5899 SH DFND 21 5899 0 0 PENN WEST PETE LTD NEW COM 707887105 115 64087 SH DFND 4 64087 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1755 76200 SH DFND 17 42395 0 33805 PENSKE AUTOMOTIVE GRP INC COM 70959W103 4158 86300 SH DFND 3 86300 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 668 13875 SH DFND 17 13875 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 111 2307 SH DFND 20 2307 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 3762 78502 SH DFND 21 73901 0 4601 PENUMBRA INC COM 70975L107 14597 192092 SH DFND 17 163466 0 28626 PEOPLES UNITED FINANCIAL INC COM 712704105 274 17327 SH DFND 4 17327 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 9 595 SH DFND 17 260 0 335 PEOPLES UNITED FINANCIAL INC COM 712704105 5 335 SH DFND 21 335 0 0 PEPSICO INC COM 713448108 543 4995 SH DFND 4 4995 0 0 PEPSICO INC COM 713448108 210112 1932287 SH DFND 17 1749811 0 182476 PEPSICO INC COM 713448108 15363 142178 SH DFND 21 128752 0 13426 PEPSICO INC COM 713448108 541 5020 SH DFND 24 5020 0 0 PEPSICO INC CALL 713448908 46543 427900 SH Call DFND 4 427900 0 0 PEPSICO INC PUT 713448958 175468 1613200 SH Put DFND 4 1613200 0 0 PERFICIENT INC COM 71375U101 751 37845 SH DFND 21 37845 0 0 PERKINELMER INC COM 714046109 5672 101089 SH DFND 17 82577 0 18512 PERKINELMER INC COM 714046109 6478 117482 SH DFND 21 117482 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 66 994 SH DFND 994 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8719 131941 SH DFND 17 112286 0 19655 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 10636 161738 SH DFND 21 154349 0 7389 PETMED EXPRESS INC COM 716382106 40 1955 SH DFND 17 1955 0 0 PETMED EXPRESS INC COM 716382106 3108 153351 SH DFND 21 45626 0 107725 PETMED EXPRESS INC COM 716382106 36 1770 SH DFND 25 1770 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 206 3124 SH DFND 21 3124 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 578 70329 SH DFND 21 70329 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 946 101905 SH DFND 21 101905 0 0 PFENEX INC COM 717071104 1517 169505 SH DFND 17 164237 0 5268 PFIZER INC COM 717081103 149693 4419632 SH DFND 3 4419632 0 0 PFIZER INC COM 717081103 22445 662688 SH DFND 4 656632 0 6056 PFIZER INC COM 717081103 145977 4334312 SH DFND 17 3364645 0 969667 PFIZER INC COM 717081103 41477 1224580 SH DFND 20 1224580 0 0 PFIZER INC COM 717081103 247173 7370422 SH DFND 21 5490798 0 1879624 PFIZER INC COM 717081103 3065 92000 SH DFND 24 92000 0 0 PFIZER INC COM 717081103 354 10458 SH DFND 25 10458 0 0 PFIZER INC CALL 717081903 41985 1239600 SH Call DFND 4 1239600 0 0 PFIZER INC PUT 717081953 157590 4652800 SH Put DFND 4 4652800 0 0 PHARMERICA CORP COM 71714F104 115 4113 SH DFND 17 4113 0 0 PHARMERICA CORP COM 71714F104 1158 41563 SH DFND 21 39591 0 1972 PHARMATHENE INC COM 71714G102 47 16330 SH DFND 17 16330 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 712 26955 SH DFND 21 26955 0 0 PHILIP MORRIS INTL INC COM 718172109 18507 190367 SH DFND 4 190367 0 0 PHILIP MORRIS INTL INC COM 718172109 9069 93281 SH DFND 17 76605 0 16676 PHILIP MORRIS INTL INC COM 718172109 15766 161692 SH DFND 21 129312 0 32380 PHILIP MORRIS INTL INC CALL 718172909 28845 296700 SH Call DFND 4 296700 0 0 PHILIP MORRIS INTL INC PUT 718172959 212815 2189000 SH Put DFND 4 2189000 0 0 PHILLIPS 66 COM 718546104 1275 15833 SH DFND 4 15833 0 0 PHILLIPS 66 COM 718546104 19330 240276 SH DFND 17 101225 0 139051 PHILLIPS 66 COM 718546104 650 8069 SH DFND 20 8069 0 0 PHILLIPS 66 COM 718546104 74180 929409 SH DFND 21 693291 0 236118 PHILLIPS 66 COM 718546104 634 8000 SH DFND 24 8000 0 0 PHILLIPS 66 COM 718546104 132 1643 SH DFND 25 1643 0 0 PHILLIPS 66 CALL 718546904 6315 78400 SH Call DFND 4 78400 0 0 PHILLIPS 66 PUT 718546954 39993 496500 SH Put DFND 4 496500 0 0 PHOTRONICS INC COM 719405102 457 44327 SH DFND 17 44327 0 0 PHOTRONICS INC COM 719405102 2322 227147 SH DFND 21 151824 0 75323 PHYSICIANS RLTY TR COM 71943U104 10516 488218 SH DFND 4 488218 0 0 PHYSICIANS RLTY TR COM 71943U104 18 820 SH DFND 17 820 0 0 PIEDMONT NAT GAS INC COM 720186105 18326 305229 SH DFND 21 305229 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 835 38126 SH DFND 21 38126 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 10111 478731 SH DFND 17 478731 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 2383 113329 SH DFND 21 78949 0 34380 PILGRIMS PRIDE CORP NEW COM 72147K108 6016 287418 SH DFND 24 287418 0 0 PIMCO ETF TR 1-5 US TIP IDX 72201R205 421 7993 SH DFND 17 7993 0 0 PIMCO ETF TR BROAD US TIPS 72201R403 35125 591808 SH DFND 17 591808 0 0 PIMCO ETF TR DIV INC ACT ETF 72201R726 13555 267730 SH DFND 4 267730 0 0 PIMCO ETF TR 0-5 HIGH YIELD 72201R783 126009 1266423 SH DFND 4 1266423 0 0 PIMCO ETF TR GB ADV INF BD 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723787107 3863 20830 SH DFND 21 13277 0 7553 PIONEER NAT RES CO COM 723787107 1928 10400 SH DFND 24 10400 0 0 PIONEER NAT RES CO CALL 723787907 6386 34400 SH Call DFND 4 34400 0 0 PIONEER NAT RES CO PUT 723787957 45150 243200 SH Put DFND 4 243200 0 0 PIPER JAFFRAY COS COM 724078100 114 2366 SH DFND 17 2366 0 0 PIPER JAFFRAY COS COM 724078100 2367 49880 SH DFND 21 22590 0 27290 PITNEY BOWES INC COM 724479100 472 25973 SH DFND 4 25973 0 0 PITNEY BOWES INC COM 724479100 649 35720 SH DFND 17 35520 0 200 PITNEY BOWES INC COM 724479100 95 5234 SH DFND 20 5234 0 0 PITNEY BOWES INC COM 724479100 12044 669241 SH DFND 21 653250 0 15991 PLANET FITNESS INC CL A 72703H101 516 25800 SH DFND 24 25800 0 0 PLANTRONICS INC NEW COM 727493108 622 11980 SH DFND 17 7295 0 4685 PLANTRONICS INC NEW COM 727493108 77 1500 SH DFND 21 1500 0 0 PLEXUS CORP COM 729132100 313 6685 SH DFND 17 0 0 6685 PLEXUS CORP COM 729132100 234 5063 SH DFND 21 5063 0 0 POLARIS INDS INC COM 731068102 5219 67400 SH DFND 3 67400 0 0 POLARIS INDS INC COM 731068102 2094 27744 SH DFND 21 27744 0 0 POOL CORPORATION COM 73278L105 369 3900 SH DFND 17 3900 0 0 POOL CORPORATION COM 73278L105 4124 43671 SH DFND 21 40058 0 3613 POPULAR INC COM NEW 733174700 4793 125400 SH DFND 17 0 0 125400 POPULAR INC COM NEW 733174700 2757 73066 SH DFND 21 38652 0 34414 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 29680 32755000 PRN DFND 17 32755000 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 6105 143347 SH DFND 17 76937 0 66410 PORTLAND GEN ELEC CO COM NEW 736508847 3314 77696 SH DFND 21 73387 0 4309 PORTOLA PHARMACEUTICALS INC COM 737010108 105 4620 SH DFND 17 4620 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 272 12000 SH DFND 24 12000 0 0 POST HLDGS INC COM 737446104 17107 221682 SH DFND 17 184522 0 37160 POST HLDGS INC COM 737446104 9165 119054 SH DFND 21 113768 0 5286 POST HLDGS INC COM 737446104 2933 38100 SH DFND 24 38100 0 0 POTASH CORP SASK INC COM 73755L107 17 1030 SH DFND 17 1030 0 0 POTASH CORP SASK INC COM 73755L107 11417 702689 SH DFND 21 702689 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1332 11300 SH DFND 24 11300 0 0 POWERSHARES QQQ TRUST PUT 73935A954 120121 1011800 SH Put DFND 4 1011800 0 0 POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 5082 269341 SH DFND 17 269341 0 0 POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 310 8000 SH DFND 3000 0 5000 PRAXAIR INC CALL 74005P904 5063 41900 SH Call DFND 4 41900 0 0 PRAXAIR INC PUT 74005P954 43221 357700 SH Put DFND 4 357700 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1636 45769 SH DFND 17 42267 0 3502 PREFERRED BK LOS ANGELES CA COM NEW 740367404 359 10228 SH DFND 21 10228 0 0 PREFERRED APT CMNTYS INC COM 74039L103 328 24244 SH DFND 17 0 0 24244 PRESTIGE BRANDS HLDGS INC COM 74112D101 2072 42920 SH DFND 17 25080 0 17840 PRESTIGE BRANDS HLDGS INC COM 74112D101 634 13263 SH DFND 21 11168 0 2095 PRESS GANEY HLDGS INC COM 74113L102 402 9951 SH DFND 17 9951 0 0 PRESS GANEY HLDGS INC COM 74113L102 122 3025 SH DFND 20 3025 0 0 PRESS GANEY HLDGS INC COM 74113L102 10621 262908 SH DFND 21 262908 0 0 PRICE T ROWE GROUP INC COM 74144T108 1353 20353 SH DFND 4 20353 0 0 PRICE T ROWE GROUP INC COM 74144T108 18 268 SH DFND 17 0 0 268 PRICE T ROWE GROUP INC COM 74144T108 1118 17051 SH DFND 21 17051 0 0 PRICE T ROWE GROUP INC CALL 74144T908 1210 18200 SH Call DFND 4 18200 0 0 PRICE T ROWE GROUP INC PUT 74144T958 8944 134500 SH Put DFND 4 134500 0 0 PRICELINE GRP INC COM NEW 741503403 118491 80524 SH DFND 17 58851 0 21673 PRICELINE GRP INC COM NEW 741503403 2229 1515 SH DFND 20 1515 0 0 PRICELINE GRP INC COM NEW 741503403 142687 96937 SH DFND 21 76912 0 20025 PRICELINE GRP INC COM NEW 741503403 560 380 SH DFND 24 380 0 0 PRICELINE GRP INC CALL 741503903 15156 10300 SH Call DFND 4 10300 0 0 PRICELINE GRP INC PUT 741503953 45763 31100 SH Put DFND 4 31100 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 26761 16900000 PRN DFND 17 14515000 0 2385000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 190687 148795000 PRN DFND 17 141905000 0 6890000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 3845 3000000 PRN DFND 21 0 0 3000000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 17126 15880000 PRN DFND 17 15500000 0 380000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4314 4000000 PRN DFND 21 0 0 4000000 PRIMERICA INC COM 74164M108 554 10445 SH DFND 17 10445 0 0 PRIMERICA INC COM 74164M108 172 3247 SH DFND 20 3247 0 0 PRIMERICA INC COM 74164M108 7858 148886 SH DFND 21 148886 0 0 PRIMO WTR CORP COM 74165N105 3585 295529 SH DFND 17 287586 0 7943 PRINCIPAL FINL GROUP INC COM 74251V102 3848 74700 SH DFND 3 74700 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 4264 82771 SH DFND 17 82483 0 288 PRINCIPAL FINL GROUP INC COM 74251V102 811 15743 SH DFND 20 15743 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 8894 173326 SH DFND 21 146080 0 27246 PROCTER AND GAMBLE CO COM 742718109 135800 1513095 SH DFND 3 1511895 0 1200 PROCTER AND GAMBLE CO COM 742718109 1083 12065 SH DFND 4 12065 0 0 PROCTER AND GAMBLE CO COM 742718109 160944 1801352 SH DFND 17 1764910 0 36442 PROCTER AND GAMBLE CO COM 742718109 64537 727271 SH DFND 21 564473 0 162798 PROCTER AND GAMBLE CO COM 742718109 57 645 SH DFND 24 645 0 0 PROCTER AND GAMBLE CO CALL 742718909 44354 494200 SH Call DFND 4 494200 0 0 PROCTER AND GAMBLE CO PUT 742718959 306164 3411300 SH Put DFND 4 3411300 0 0 PRIVATEBANCORP INC COM 742962103 13425 292350 SH DFND 17 236311 0 56039 PRIVATEBANCORP INC COM 742962103 70 1523 SH DFND 20 1523 0 0 PRIVATEBANCORP INC COM 742962103 2044 44604 SH DFND 21 39158 0 5446 PROGENICS PHARMACEUTICALS IN COM 743187106 1403 221644 SH DFND 17 215798 0 5846 PROGRESSIVE CORP OHIO COM 743315103 754 23921 SH DFND 4 23921 0 0 PROGRESSIVE CORP OHIO COM 743315103 1656 52587 SH DFND 17 51959 0 628 PROGRESSIVE CORP OHIO COM 743315103 20148 643291 SH DFND 21 643291 0 0 PROGRESSIVE CORP OHIO CALL 743315903 1273 40400 SH Call DFND 4 40400 0 0 PROGRESSIVE CORP OHIO PUT 743315953 10143 322000 SH Put DFND 4 322000 0 0 PROLOGIS INC COM 74340W103 31096 580793 SH DFND 4 580793 0 0 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INC COM 744320102 10190 124795 SH DFND 3 124795 0 0 PRUDENTIAL FINL INC COM 744320102 103042 1263068 SH DFND 17 1214908 0 48160 PRUDENTIAL FINL INC COM 744320102 182 2235 SH DFND 20 2235 0 0 PRUDENTIAL FINL INC COM 744320102 54409 674669 SH DFND 21 428817 0 245852 PRUDENTIAL FINL INC COM 744320102 228 2790 SH DFND 25 2790 0 0 PRUDENTIAL FINL INC CALL 744320902 8075 98900 SH Call DFND 4 98900 0 0 PRUDENTIAL FINL INC PUT 744320952 49733 609100 SH Put DFND 4 609100 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 149681 3574890 SH DFND 3 3571090 0 3800 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2183 52143 SH DFND 4 52143 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 63695 1515850 SH DFND 17 1309501 0 206349 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1349 32221 SH DFND 20 32221 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 80766 1923243 SH DFND 21 1251168 0 672075 PUBLIC SVC ENTERPRISE GROUP COM 744573106 282 6729 SH DFND 25 6729 0 0 PUBLIC SVC ENTERPRISE GROUP CALL 744573906 2508 59900 SH Call 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759509102 3659 50800 SH DFND 3 50800 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 235 3269 SH DFND 4 3269 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 3457 47869 SH DFND 17 47869 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 10459 145014 SH DFND 21 29033 0 115981 RENASANT CORP COM 75970E107 329 9774 SH DFND 17 9774 0 0 REPLIGEN CORP COM 759916109 6806 225434 SH DFND 17 220670 0 4764 RENT A CTR INC NEW COM 76009N100 279 22089 SH DFND 4 22089 0 0 REPUBLIC SVCS INC COM 760759100 6098 121126 SH DFND 17 105691 0 15435 REPUBLIC SVCS INC COM 760759100 857 16983 SH DFND 20 16983 0 0 REPUBLIC SVCS INC COM 760759100 33171 659558 SH DFND 21 592182 0 67376 RESMED INC COM 761152107 2222 34292 SH DFND 17 34292 0 0 RESMED INC COM 761152107 9542 147336 SH DFND 21 147336 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 568 12771 SH DFND 17 12771 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 16162 735973 SH DFND 17 579748 0 156225 RETAIL OPPORTUNITY INVTS COR COM 76131N101 100 4500 SH DFND 21 0 0 4500 RETAIL PPTYS AMER INC CL A 76131V202 45570 2712507 SH DFND 3 2650160 0 62347 RETAIL PPTYS AMER INC CL A 76131V202 3214 191334 SH DFND 4 191334 0 0 REX AMERICAN RESOURCES CORP COM 761624105 114 1350 SH DFND 17 1350 0 0 REX AMERICAN RESOURCES CORP COM 761624105 1082 12841 SH DFND 21 11667 0 1174 REYNOLDS AMERICAN INC COM 761713106 5874 124576 SH DFND 4 124576 0 0 REYNOLDS AMERICAN INC COM 761713106 29784 631721 SH DFND 17 424014 0 207707 REYNOLDS AMERICAN INC COM 761713106 1257 26667 SH DFND 20 26667 0 0 REYNOLDS AMERICAN INC COM 761713106 100081 2123095 SH DFND 21 1488421 0 634674 REYNOLDS AMERICAN INC COM 761713106 242 5138 SH DFND 25 5138 0 0 REYNOLDS AMERICAN INC CALL 761713906 5201 110300 SH Call DFND 4 110300 0 0 REYNOLDS AMERICAN INC PUT 761713956 46471 985600 SH Put DFND 4 985600 0 0 RING ENERGY INC COM 76680V108 4003 365587 SH DFND 17 353932 0 11655 RITE AID CORP COM 767754104 148 19238 SH DFND 21 19238 0 0 ROBERT HALF INTL INC COM 770323103 5895 155700 SH DFND 3 155700 0 0 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63900 0 0 ROSS STORES INC PUT 778296953 26807 416900 SH Put DFND 4 416900 0 0 ROVI CORP NOTE 0.500% 3/0 779376AD4 53499 53465000 PRN DFND 17 44725000 0 8740000 ROYAL BK CDA MONTREAL QUE COM 780087102 37245 602238 SH DFND 17 360469 0 241769 ROYAL BK CDA MONTREAL QUE COM 780087102 1995 32268 SH DFND 20 32268 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 84226 1359890 SH DFND 21 845445 0 514445 ROYAL BK CDA MONTREAL QUE COM 780087102 282 4563 SH DFND 25 4563 0 0 ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 465736 474635000 PRN DFND 4 474635000 0 0 ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 365537 397323000 PRN DFND 4 397323000 0 0 ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 222884 236482000 PRN DFND 4 236482000 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 363308 7256003 SH DFND 3 6814726 0 441277 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 82289 1654718 SH DFND 17 1654718 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 22273 19700000 PRN DFND 17 16910000 0 2790000 RUDOLPH TECHNOLOGIES INC COM 781270103 1218 68650 SH DFND 17 13015 0 55635 RUDOLPH TECHNOLOGIES INC COM 781270103 418 23651 SH DFND 21 14274 0 9377 RUDOLPH TECHNOLOGIES INC COM 781270103 37 2061 SH DFND 25 2061 0 0 RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 4384 58434 SH DFND 17 58434 0 0 RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 34814 464924 SH DFND 21 58918 0 406006 RYDER SYS INC COM 783549108 148736 2255279 SH DFND 3 2253279 0 2000 RYDER SYS INC COM 783549108 32570 505428 SH DFND 17 505371 0 57 RYDER SYS INC COM 783549108 12115 187572 SH DFND 21 171314 0 16258 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 41443 34375000 PRN DFND 17 30985000 0 3390000 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 624 670000 PRN DFND 4 670000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7661 8205000 PRN DFND 17 8205000 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 6868 142603 SH DFND 4 142603 0 0 S & T BANCORP INC COM 783859101 13795 475870 SH DFND 3 475870 0 0 S&P GLOBAL INC COM 78409V104 5522 43637 SH DFND 17 36087 0 7550 S&P GLOBAL INC COM 78409V104 114697 911062 SH DFND 21 715157 0 195905 S&P GLOBAL INC CALL 78409V904 4455 35200 SH Call DFND 4 35200 0 0 S&P GLOBAL INC PUT 78409V954 17174 135700 SH Put DFND 4 135700 0 0 SEI INVESTMENTS CO COM 784117103 11506 252271 SH DFND 17 205690 0 46581 SEI INVESTMENTS CO COM 784117103 81 1800 SH DFND 21 1800 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 7354 325384 SH DFND 20 312684 0 12700 SK TELECOM LTD SPONSORED ADR 78440P108 165 7279 SH DFND 21 7279 0 0 SL GREEN RLTY CORP COM 78440X101 9918 91749 SH DFND 4 91749 0 0 SL GREEN RLTY CORP COM 78440X101 21 192 SH DFND 17 84 0 108 SL GREEN RLTY CORP COM 78440X101 12 108 SH DFND 21 108 0 0 SLM CORP COM 78442P106 625 83695 SH DFND 4 83695 0 0 SLM CORP COM 78442P106 146 19525 SH DFND 17 0 0 19525 SM ENERGY CO COM 78454L100 35852 929291 SH DFND 17 897647 0 31644 SM ENERGY CO COM 78454L100 92 2327 SH DFND 21 2327 0 0 SM ENERGY CO COM 78454L100 1896 48000 SH DFND 24 48000 0 0 SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 31963 26550000 PRN DFND 17 22620000 0 3930000 SPDR S&P 500 ETF TR TR UNIT 78462F103 796016 3680146 SH DFND 4 3680146 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1516220 7009800 SH DFND 17 7009800 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1288 6000 SH DFND 24 6000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 12383 57250 SH DFND 25 57250 0 0 SPS COMM INC COM 78463M107 2066 28142 SH DFND 17 28142 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 719 5700 SH DFND 2000 0 3700 SPDR GOLD TRUST GOLD SHS 78463V107 15777 125570 SH DFND 20 125570 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 1677 13300 SH DFND 24 13300 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 728 22594 SH DFND 24 22594 0 0 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 11869 238243 SH DFND 25 238243 0 0 SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 7145 66625 SH DFND 17 66625 0 0 SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 1617 35000 SH DFND 24 35000 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 4887 133088 SH DFND 17 133088 0 0 SPDR SERIES TRUST BARC SHT TR CP 78464A474 303 9855 SH DFND 17 9855 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 28957 1000600 SH DFND 24 0 0 1000600 SPDR SERIES TRUST PUT 78464A950 7500 195000 SH Put DFND 4 195000 0 0 SPDR SERIES TRUST PUT 78464A958 26422 778500 SH Put DFND 4 778500 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1296 40314 SH DFND 17 8114 0 32200 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 104 3248 SH DFND 20 3248 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 78403 2437784 SH DFND 21 2013925 0 423859 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 566 17600 SH DFND 24 17600 0 0 SABRE CORP COM 78573M104 22650 803769 SH DFND 17 730194 0 73575 SABRE CORP COM 78573M104 65 2322 SH DFND 20 2322 0 0 SABRE CORP COM 78573M104 17488 620574 SH DFND 21 563246 0 57328 SAEXPLORATION HLDGS INC COM NEW 78636X204 1907 232050 SH DFND 4 232050 0 0 ST JUDE MED INC COM 790849103 6245 78300 SH DFND 3 78300 0 0 ST JUDE MED INC COM 790849103 985 12352 SH DFND 17 12045 0 307 ST JUDE MED INC COM 790849103 21274 266729 SH DFND 21 266729 0 0 ST JUDE MED INC CALL 790849903 1404 17600 SH Call DFND 4 17600 0 0 ST JUDE MED INC PUT 790849953 4937 61900 SH Put DFND 4 61900 0 0 SALESFORCE COM INC COM 79466L302 10736 150513 SH DFND 4 150513 0 0 SALESFORCE COM INC COM 79466L302 222739 3122741 SH DFND 17 2694762 0 427979 SALESFORCE COM INC COM 79466L302 480 6747 SH DFND 21 695 0 6052 SALESFORCE COM INC CALL 79466L902 9216 129200 SH Call DFND 4 129200 0 0 SALESFORCE COM INC PUT 79466L952 52592 737300 SH Put DFND 4 737300 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 114377 95710000 PRN DFND 17 92345000 0 3365000 SANCHEZ ENERGY CORP COM 79970Y105 14769 1670723 SH DFND 17 1488305 0 182418 SANCHEZ ENERGY CORP COM 79970Y105 90 10150 SH DFND 21 0 0 10150 SANDERSON FARMS INC COM 800013104 11560 120000 SH DFND 4 120000 0 0 SANDERSON FARMS INC COM 800013104 15692 162898 SH DFND 17 113698 0 49200 SANDERSON FARMS INC COM 800013104 18686 193614 SH DFND 21 136320 0 57294 SANDERSON FARMS INC COM 800013104 5473 56624 SH DFND 24 56624 0 0 SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4154 1457468 SH DFND 3 1457468 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 4492 87518 SH DFND 17 84711 0 2807 SANFILIPPO JOHN B & SON INC COM 800422107 1249 24108 SH DFND 21 20266 0 3842 SANMINA CORPORATION COM 801056102 7453 262190 SH DFND 17 96165 0 166025 SANMINA CORPORATION COM 801056102 179 6298 SH DFND 20 6298 0 0 SANMINA CORPORATION COM 801056102 25652 910718 SH DFND 21 539974 0 370744 SANOFI SPONSORED ADR 80105N105 10643 281350 SH DFND 17 281350 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 305 25083 SH DFND 4 25083 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 67 5481 SH DFND 17 5481 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 6273 525072 SH DFND 21 433140 0 91932 SAP SE SPON ADR 803054204 28075 307135 SH DFND 17 232380 0 74755 SASOL LTD SPONSORED ADR 803866300 235023 8602582 SH DFND 3 7832582 0 770000 SASOL LTD SPONSORED ADR 803866300 50326 1860992 SH DFND 17 1844892 0 16100 SCANA CORP NEW COM 80589M102 5377 74300 SH DFND 3 74300 0 0 SCANA CORP NEW COM 80589M102 8372 115666 SH DFND 17 30535 0 85131 SCANA CORP NEW COM 80589M102 11614 160399 SH DFND 21 102242 0 58157 SCHEIN HENRY INC COM 806407102 34 206 SH DFND 17 118 0 88 SCHEIN HENRY INC COM 806407102 231 1418 SH DFND 21 1418 0 0 SCHLUMBERGER LTD COM 806857108 1366 17376 SH DFND 4 17376 0 0 SCHLUMBERGER LTD COM 806857108 154044 1959536 SH DFND 17 1814548 0 144988 SCHLUMBERGER LTD COM 806857108 25556 326580 SH DFND 21 218017 0 108563 SCHLUMBERGER LTD COM 806857108 2453 31700 SH DFND 24 31700 0 0 SCHLUMBERGER LTD CALL 806857908 22703 288700 SH Call DFND 4 288700 0 0 SCHLUMBERGER LTD PUT 806857958 126901 1613700 SH Put DFND 4 1613700 0 0 SCHOLASTIC CORP COM 807066105 205 5220 SH DFND 17 5220 0 0 SCHULMAN A INC COM 808194104 47185 1620362 SH DFND 3 1585962 0 34400 SCHULMAN A INC COM 808194104 2016 70386 SH DFND 17 62547 0 7839 SCHULMAN A INC COM 808194104 127 4350 SH DFND 20 4350 0 0 SCHULMAN A INC COM 808194104 1590 54683 SH DFND 21 54683 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1988 62972 SH DFND 17 19715 0 43257 SCHWAB CHARLES CORP NEW COM 808513105 41 1296 SH DFND 21 1296 0 0 SCHWAB CHARLES CORP NEW CALL 808513905 5900 186900 SH Call DFND 4 186900 0 0 SCHWAB CHARLES CORP NEW PUT 808513955 33972 1076100 SH Put DFND 4 1076100 0 0 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 710 13226 SH DFND 17 13226 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 2477 43397 SH DFND 17 43397 0 0 SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 1880 60872 SH DFND 17 60872 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 40458 1049222 SH DFND 3 1017917 0 31305 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1847 48488 SH DFND 17 42348 0 6140 SCHWEITZER-MAUDUIT INTL INC COM 808541106 4483 117068 SH DFND 21 42610 0 74458 SCIENCE APPLICATNS INTL CP N COM 808625107 576 8301 SH DFND 17 8301 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 1988 28685 SH DFND 21 26688 0 1997 SCICLONE PHARMACEUTICALS INC COM 80862K104 45 4425 SH DFND 17 4425 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 789 78227 SH DFND 21 77057 0 1170 SCOTTS MIRACLE GRO CO CL A 810186106 5933 71923 SH DFND 21 31778 0 40145 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 6 102 SH DFND 17 0 0 102 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3085 48460 SH DFND 21 15246 0 33214 SEACOAST BKG CORP FLA COM NEW 811707801 4281 266080 SH DFND 17 230505 0 35575 SEALED AIR CORP NEW COM 81211K100 1026 22385 SH DFND 17 22173 0 212 SEALED AIR CORP NEW COM 81211K100 1037 22667 SH DFND 21 22667 0 0 SEATTLE GENETICS INC COM 812578102 4436 83248 SH DFND 17 83248 0 0 SEATTLE GENETICS INC COM 812578102 2158 40500 SH DFND 24 40500 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1240 17800 SH DFND 24 17800 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3460 59800 SH DFND 24 59800 0 0 SELECT SECTOR SPDR TR PUT 81369Y950 75039 1571500 SH Put DFND 4 1571500 0 0 SELECT SECTOR SPDR TR PUT 81369Y953 31200 653000 SH Put DFND 4 653000 0 0 SELECT SECTOR SPDR TR PUT 81369Y954 52494 899175 SH Put DFND 4 899175 0 0 SELECT SECTOR SPDR TR PUT 81369Y955 1197 62000 SH Put DFND 4 62000 0 0 SELECT SECTOR SPDR TR PUT 81369Y956 131970 1869000 SH Put DFND 4 1869000 0 0 SELECT SECTOR SPDR TR PUT 81369Y957 36282 453300 SH Put DFND 4 453300 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 986 36670 SH DFND 17 36670 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 377 13841 SH DFND 21 13841 0 0 SELECTIVE INS GROUP INC COM 816300107 47 1186 SH DFND 17 1186 0 0 SELECTIVE INS GROUP INC COM 816300107 3967 99557 SH DFND 21 44437 0 55120 SEMGROUP CORP CL A 81663A105 376 10620 SH DFND 4 10620 0 0 SEMTECH CORP COM 816850101 280 10095 SH DFND 17 5565 0 4530 SEMPRA ENERGY CALL 816851909 2744 25600 SH Call DFND 4 25600 0 0 SEMPRA ENERGY PUT 816851959 18812 175500 SH Put DFND 4 175500 0 0 SERVICE CORP INTL COM 817565104 2189 83183 SH DFND 21 83183 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5732 170176 SH DFND 17 137566 0 32610 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 10283 303885 SH DFND 21 301135 0 2750 SERVICENOW INC COM 81762P102 51455 650100 SH DFND 17 617935 0 32165 SERVICENOW INC NOTE 11/0 81762PAB8 84202 68990000 PRN DFND 17 65815000 0 3175000 SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6284 6500000 PRN DFND 17 6500000 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 734 35910 SH DFND 17 35910 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 23264 1136686 SH DFND 21 772515 0 364171 SHERWIN WILLIAMS CO COM 824348106 5179 18721 SH DFND 4 18721 0 0 SHERWIN WILLIAMS CO COM 824348106 473 1711 SH DFND 17 1625 0 86 SHERWIN WILLIAMS CO COM 824348106 245 886 SH DFND 21 386 0 500 SHERWIN WILLIAMS CO COM 824348106 832 3000 SH DFND 24 3000 0 0 SHERWIN WILLIAMS CO CALL 824348906 5506 19900 SH Call DFND 4 19900 0 0 SHERWIN WILLIAMS CO PUT 824348956 32231 116500 SH Put DFND 4 116500 0 0 SHIRE PLC SPONSORED ADR 82481R106 37386 192850 SH DFND 3 130950 0 61900 SHIRE PLC SPONSORED ADR 82481R106 32303 166141 SH DFND 17 146577 0 19564 SHIRE PLC SPONSORED ADR 82481R106 40 205 SH DFND 21 205 0 0 SHOE CARNIVAL INC COM 824889109 1483 55611 SH DFND 17 55611 0 0 SHOE CARNIVAL INC COM 824889109 2319 87526 SH DFND 21 58982 0 28544 SHORETEL INC COM 825211105 3601 450084 SH DFND 17 438212 0 11872 SIBANYE GOLD LTD SPONSORED ADR 825724206 1307 92505 SH DFND 17 9005 0 83500 SIBANYE GOLD LTD SPONSORED ADR 825724206 1828 129305 SH DFND 21 89293 0 40012 SIGMA DESIGNS INC COM 826565103 1849 241396 SH DFND 21 241396 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 377 3184 SH DFND 17 3184 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 62 521 SH DFND 20 521 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1154 9759 SH DFND 21 8899 0 860 SILGAN HOLDINGS INC COM 827048109 40453 799623 SH DFND 3 780403 0 19220 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1064 20584 SH DFND 21 11978 0 8606 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 261 35251 SH DFND 17 35251 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1716 230857 SH DFND 21 217222 0 13635 SILVER SPRING NETWORKS INC COM 82817Q103 2786 196507 SH DFND 17 196507 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 31 2217 SH DFND 21 0 0 2217 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 52 1036 SH DFND 17 1036 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 198 4046 SH DFND 21 4046 0 0 SIMON PPTY GROUP INC NEW COM 828806109 50766 245233 SH DFND 4 245233 0 0 SIMON PPTY GROUP INC NEW COM 828806109 677 3268 SH DFND 17 2929 0 339 SIMON PPTY GROUP INC NEW COM 828806109 1632 7863 SH DFND 21 7863 0 0 SIMON PPTY GROUP INC NEW CALL 828806909 11758 56800 SH Call DFND 4 56800 0 0 SIMON PPTY GROUP INC NEW PUT 828806959 80920 390900 SH Put DFND 4 390900 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 405 14023 SH DFND 17 14023 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 122 4235 SH DFND 20 4235 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 12792 448401 SH DFND 21 141015 0 307386 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 338 6600 SH DFND 3 6600 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 4743 88480 SH DFND 17 0 0 88480 SIX FLAGS ENTMT CORP NEW COM 83001A102 591 11090 SH DFND 21 11090 0 0 SKECHERS U S A INC CL A 830566105 871 39760 SH DFND 21 34050 0 5710 SKYWEST INC COM 830879102 6654 251823 SH DFND 17 74478 0 177345 SKYWEST INC COM 830879102 65 2454 SH DFND 20 2454 0 0 SKYWEST INC COM 830879102 9870 371743 SH DFND 21 317329 0 54414 SKYWORKS SOLUTIONS INC COM 83088M102 54536 717807 SH DFND 17 612968 0 104839 SKYWORKS SOLUTIONS INC COM 83088M102 627 8238 SH DFND 20 8238 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 8649 114500 SH DFND 21 89403 0 25097 SKYWORKS SOLUTIONS INC COM 83088M102 71 926 SH DFND 25 926 0 0 SMITH & WESSON HLDG CORP COM 831756101 1211 46542 SH DFND 17 34386 0 12156 SMITH & WESSON HLDG CORP COM 831756101 17017 655332 SH DFND 21 559992 0 95340 SMITH & WESSON HLDG CORP COM 831756101 37 1386 SH DFND 25 1386 0 0 SMITH A O COM 831865209 22883 231633 SH DFND 17 210014 0 21619 SMITH A O COM 831865209 157 1589 SH DFND 20 1589 0 0 SMITH A O COM 831865209 2632 26688 SH DFND 21 24218 0 2470 SMUCKER J M CO COM NEW 832696405 1406 10372 SH DFND 4 10372 0 0 SMUCKER J M CO COM NEW 832696405 7262 53614 SH DFND 17 51400 0 2214 SMUCKER J M CO COM NEW 832696405 719 5305 SH DFND 20 5305 0 0 SMUCKER J M CO COM NEW 832696405 14437 106862 SH DFND 21 91916 0 14946 SMUCKER J M CO COM NEW 832696405 2817 20900 SH DFND 24 20900 0 0 SMUCKER J M CO CALL 832696905 1640 12100 SH Call DFND 4 12100 0 0 SMUCKER J M CO PUT 832696955 8132 60000 SH Put DFND 4 60000 0 0 SNAP ON INC COM 833034101 8160 53929 SH DFND 17 40867 0 13062 SNAP ON INC COM 833034101 61 402 SH DFND 20 402 0 0 SNAP ON INC COM 833034101 40003 266143 SH DFND 21 161387 0 104756 SNAP ON INC COM 833034101 239 1571 SH DFND 25 1571 0 0 SNYDERS-LANCE INC COM 833551104 7726 230075 SH DFND 17 188055 0 42020 SOHU COM INC COM 83408W103 217 4805 SH DFND 21 4805 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 74095 97700000 PRN DFND 17 97355000 0 345000 SONOCO PRODS CO COM 835495102 43565 824620 SH DFND 3 800620 0 24000 SONOCO PRODS CO COM 835495102 892 16956 SH DFND 17 16956 0 0 SONOCO PRODS CO COM 835495102 4435 84323 SH DFND 21 72101 0 12222 SOUTHERN CO COM 842587107 1405 27386 SH DFND 4 27386 0 0 SOUTHERN CO COM 842587107 1730 33728 SH DFND 17 32671 0 1057 SOUTHERN CO COM 842587107 54 1057 SH DFND 21 1057 0 0 SOUTHERN CO CALL 842587907 8465 165000 SH Call DFND 4 165000 0 0 SOUTHERN CO PUT 842587957 35633 694600 SH Put DFND 4 694600 0 0 SOUTHERN COPPER CORP COM 84265V105 15909 604883 SH DFND 21 604883 0 0 SOUTHWEST AIRLS CO COM 844741108 6580 169200 SH DFND 3 169200 0 0 SOUTHWEST AIRLS CO COM 844741108 3343 85968 SH DFND 4 85968 0 0 SOUTHWEST AIRLS CO COM 844741108 7560 194475 SH DFND 17 179597 0 14878 SOUTHWEST AIRLS CO COM 844741108 55 1418 SH DFND 20 1418 0 0 SOUTHWEST AIRLS CO COM 844741108 48909 1271311 SH DFND 21 1111190 0 160121 SOUTHWEST AIRLS CO COM 844741108 16 418 SH DFND 25 418 0 0 SOUTHWEST AIRLS CO CALL 844741908 3057 78600 SH Call DFND 4 78600 0 0 SOUTHWEST AIRLS CO PUT 844741958 23898 614500 SH Put DFND 4 614500 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 1190 62667 SH DFND 17 57876 0 4791 SOUTHWESTERN ENERGY CO COM 845467109 6848 494809 SH DFND 17 494270 0 539 SOUTHWESTERN ENERGY CO COM 845467109 153 11248 SH DFND 21 11248 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 87597 2774705 SH DFND 17 2613835 0 160870 SPARTAN MTRS INC COM 846819100 352 36765 SH DFND 17 36765 0 0 SPARTANNASH CO COM 847215100 2972 102778 SH DFND 17 76813 0 25965 SPARTANNASH CO COM 847215100 68 2358 SH DFND 20 2358 0 0 SPARTANNASH CO COM 847215100 9795 340086 SH DFND 21 183874 0 156212 SPARTANNASH CO COM 847215100 58 2004 SH DFND 25 2004 0 0 SPECTRA ENERGY CORP COM 847560109 487 11393 SH DFND 4 11393 0 0 SPECTRA ENERGY CORP COM 847560109 32 756 SH DFND 17 0 0 756 SPECTRA ENERGY CORP COM 847560109 76 1784 SH DFND 21 1784 0 0 SPECTRA ENERGY CORP CALL 847560909 2762 64600 SH Call DFND 4 64600 0 0 SPECTRA ENERGY CORP PUT 847560959 19255 450400 SH Put DFND 4 450400 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 6082 139200 SH DFND 3 139200 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 4806 110000 SH DFND 4 110000 0 0 SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 33311 31510000 PRN DFND 17 26605000 0 4905000 SPECTRUM BRANDS HLDGS INC COM 84763R101 10436 76543 SH DFND 21 76543 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2143 48111 SH DFND 17 20671 0 27440 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 627 14086 SH DFND 20 14086 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12399 279507 SH DFND 21 201771 0 77736 SPIRE INC COM 84857L101 76 1190 SH DFND 17 1190 0 0 SPIRE INC COM 84857L101 5023 79015 SH DFND 21 75430 0 3585 SPIRIT RLTY CAP INC NEW COM 84860W102 14 1025 SH DFND 3 1025 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 7753 581620 SH DFND 4 581620 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 28085 2106243 SH DFND 17 1394618 0 711625 SPIRIT RLTY CAP INC NEW COM 84860W102 185 13911 SH DFND 20 13911 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 15808 1181251 SH DFND 21 1095610 0 85641 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2846 2500000 PRN DFND 17 2500000 0 0 SPLUNK INC COM 848637104 51341 874940 SH DFND 17 874940 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 3946 375056 SH DFND 17 368326 0 6730 SQUARE INC CL A 852234103 25737 2207250 SH DFND 17 2123495 0 83755 STAMPS COM INC COM NEW 852857200 1160 12366 SH DFND 17 9326 0 3040 STAMPS COM INC COM NEW 852857200 7946 84742 SH DFND 21 71579 0 13163 STANDARD MTR PRODS INC COM 853666105 39 813 SH DFND 17 813 0 0 STANDARD MTR PRODS INC COM 853666105 1249 26266 SH DFND 21 26266 0 0 STANDEX INTL CORP COM 854231107 23037 248059 SH DFND 3 242456 0 5603 STANDEX INTL CORP COM 854231107 36 384 SH DFND 17 384 0 0 STANDEX INTL CORP COM 854231107 18 200 SH DFND 21 200 0 0 STANLEY BLACK & DECKER INC COM 854502101 19377 157814 SH DFND 17 155127 0 2687 STANLEY BLACK & DECKER INC COM 854502101 1040 8458 SH DFND 20 8458 0 0 STANLEY BLACK & DECKER INC COM 854502101 25310 207004 SH DFND 21 109663 0 97341 STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 34109 270000 SH DFND 17 270000 0 0 STANLEY BLACK & DECKER INC CALL 854502901 1759 14300 SH Call DFND 4 14300 0 0 STANLEY BLACK & DECKER INC PUT 854502951 10638 86500 SH Put DFND 4 86500 0 0 STANTEC INC COM 85472N109 337 14382 SH DFND 17 14382 0 0 STANTEC INC COM 85472N109 113 4800 SH DFND 20 4800 0 0 STANTEC INC COM 85472N109 1765 75294 SH DFND 21 71410 0 3884 STAPLES INC COM 855030102 192 22447 SH DFND 4 22447 0 0 STAPLES INC COM 855030102 972 113710 SH DFND 17 104458 0 9252 STAPLES INC COM 855030102 389 45442 SH DFND 20 45442 0 0 STAPLES INC COM 855030102 14130 1676053 SH DFND 21 1631310 0 44743 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 144 14965 SH DFND 17 14965 0 0 STARBUCKS CORP COM 855244109 13612 251414 SH DFND 4 251414 0 0 STARBUCKS CORP COM 855244109 191243 3532379 SH DFND 17 3057260 0 475119 STARBUCKS CORP COM 855244109 769 14198 SH DFND 20 14198 0 0 STARBUCKS CORP COM 855244109 43809 812627 SH DFND 21 432296 0 380331 STARBUCKS CORP CALL 855244909 16063 296700 SH Call DFND 4 296700 0 0 STARBUCKS CORP PUT 855244959 97609 1802900 SH Put DFND 4 1802900 0 0 STATE AUTO FINL CORP COM 855707105 369 15500 SH DFND 17 0 0 15500 STARWOOD PPTY TR INC COM 85571B105 28104 1247977 SH DFND 3 1225477 0 22500 STARWOOD PPTY TR INC COM 85571B105 5338 236991 SH DFND 17 236991 0 0 STARWOOD PPTY TR INC COM 85571B105 4551 201871 SH DFND 21 201871 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 42279 38405000 PRN DFND 17 38405000 0 0 STATE STR CORP COM 857477103 28 395 SH DFND 17 0 0 395 STATE STR CORP COM 857477103 3829 55816 SH DFND 21 55816 0 0 STATE STR CORP CALL 857477903 3969 57000 SH Call DFND 4 57000 0 0 STATE STR CORP PUT 857477953 30783 442100 SH Put DFND 4 442100 0 0 STATOIL ASA SPONSORED ADR 85771P102 4126 245600 SH DFND 3 245600 0 0 STATOIL ASA SPONSORED ADR 85771P102 1278 77623 SH DFND 17 77623 0 0 STEEL DYNAMICS INC COM 858119100 40099 1604600 SH DFND 3 1565100 0 39500 STEEL DYNAMICS INC COM 858119100 1374 54812 SH DFND 17 36298 0 18514 STEEL DYNAMICS INC COM 858119100 4438 176862 SH DFND 21 114695 0 62167 STEELCASE INC CL A 858155203 572 41157 SH DFND 21 41157 0 0 STEPAN CO COM 858586100 42322 582461 SH DFND 3 582461 0 0 STEPAN CO COM 858586100 313 4308 SH DFND 21 4308 0 0 STERICYCLE INC DEP PFD A 1/10 858912207 43625 658290 SH DFND 17 652720 0 5570 STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 13419 24965000 PRN DFND 17 24965000 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 1961 58108 SH DFND 17 58108 0 0 STONERIDGE INC COM 86183P102 939 51036 SH DFND 17 15607 0 35429 STONERIDGE INC COM 86183P102 1068 58175 SH DFND 21 58175 0 0 STONEMOR PARTNERS L P COM UNITS 86183Q100 222 8885 SH DFND 17 8885 0 0 STORE CAP CORP COM 862121100 513 17423 SH DFND 17 17423 0 0 STORE CAP CORP COM 862121100 2595 87915 SH DFND 21 87915 0 0 STRATTEC SEC CORP COM 863111100 4374 123904 SH DFND 3 123904 0 0 STRYKER CORP COM 863667101 10664 91685 SH DFND 17 74438 0 17247 STRYKER CORP COM 863667101 197 1694 SH DFND 20 1694 0 0 STRYKER CORP COM 863667101 51532 444153 SH DFND 21 384412 0 59741 STRYKER CORP CALL 863667901 8801 75600 SH Call DFND 4 75600 0 0 STRYKER CORP PUT 863667951 47740 410100 SH Put DFND 4 410100 0 0 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 733 108559 SH DFND 21 0 0 108559 SUMMIT HOTEL PPTYS COM 866082100 1927 146450 SH DFND 17 90385 0 56065 SUMMIT HOTEL PPTYS COM 866082100 206 15565 SH DFND 21 15565 0 0 SUN CMNTYS INC COM 866674104 18889 240686 SH DFND 4 240686 0 0 SUN CMNTYS INC COM 866674104 35 450 SH DFND 17 0 0 450 SUN LIFE FINL INC COM 866796105 4619 142191 SH DFND 17 45962 0 96229 SUN LIFE FINL INC COM 866796105 924 28436 SH DFND 20 28436 0 0 SUN LIFE FINL INC COM 866796105 13161 405684 SH DFND 21 283521 0 122163 SUNCOR ENERGY INC NEW COM 867224107 10732 387280 SH DFND 17 387280 0 0 SUNCOR ENERGY INC NEW COM 867224107 21938 790812 SH DFND 21 727838 0 62974 SUNCOR ENERGY INC NEW COM 867224107 1515 54500 SH DFND 24 54500 0 0 SUNCOR ENERGY INC NEW COM 867224107 77 2793 SH DFND 25 2793 0 0 SUNPOWER CORP COM 867652406 1 100 SH DFND 17 100 0 0 SUNPOWER CORP COM 867652406 2291 255504 SH DFND 21 238334 0 17170 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11245 14825000 PRN DFND 17 14615000 0 210000 SUNTRUST BKS INC COM 867914103 24 550 SH DFND 3 550 0 0 SUNTRUST BKS INC COM 867914103 6062 138893 SH DFND 17 114461 0 24432 SUNTRUST BKS INC COM 867914103 548 12506 SH DFND 20 12506 0 0 SUNTRUST BKS INC COM 867914103 55268 1272337 SH DFND 21 1022469 0 249868 SUNTRUST BKS INC COM 867914103 63 1449 SH DFND 25 1449 0 0 SUNTRUST BKS INC CALL 867914903 3995 91200 SH Call DFND 4 91200 0 0 SUNTRUST BKS INC PUT 867914953 22754 519500 SH Put DFND 4 519500 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 223 12796 SH DFND 21 6246 0 6550 SUPERIOR INDS INTL INC COM 868168105 1174 40248 SH DFND 17 40248 0 0 SUPERIOR INDS INTL INC COM 868168105 920 31567 SH DFND 20 31567 0 0 SUPERIOR INDS INTL INC COM 868168105 8265 284300 SH DFND 21 235091 0 49209 SUPERNUS PHARMACEUTICALS INC COM 868459108 14771 597281 SH DFND 17 543863 0 53418 SURGICAL CARE AFFILIATES INC COM 86881L106 2426 51608 SH DFND 21 0 0 51608 SURMODICS INC COM 868873100 4330 143910 SH DFND 17 135640 0 8270 SWIFT TRANSN CO CL A 87074U101 4005 186561 SH DFND 17 186561 0 0 SYKES ENTERPRISES INC COM 871237103 385 13693 SH DFND 17 13693 0 0 SYKES ENTERPRISES INC COM 871237103 7859 282917 SH DFND 21 156399 0 126518 SYMANTEC CORP COM 871503108 6601 263000 SH DFND 3 263000 0 0 SYMANTEC CORP COM 871503108 2780 110769 SH DFND 17 110105 0 664 SYMANTEC CORP COM 871503108 1707 68172 SH DFND 21 68172 0 0 SYNOPSYS INC COM 871607107 1698 28608 SH DFND 17 25893 0 2715 SYNOPSYS INC COM 871607107 7089 119448 SH DFND 21 119448 0 0 SYNTEL INC COM 87162H103 686 16538 SH DFND 21 16538 0 0 SYNNEX CORP COM 87162W100 26471 231974 SH DFND 3 226874 0 5100 SYNNEX CORP COM 87162W100 2746 24061 SH DFND 17 3908 0 20153 SYNNEX CORP COM 87162W100 5079 44728 SH DFND 21 13597 0 31131 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2861 519236 SH DFND 17 507739 0 11497 SYNCHRONY FINL COM 87165B103 1275 45533 SH DFND 4 45533 0 0 SYNCHRONY FINL COM 87165B103 10013 357622 SH DFND 17 299501 0 58121 SYNCHRONY FINL COM 87165B103 531 18947 SH DFND 20 18947 0 0 SYNCHRONY FINL COM 87165B103 6763 243571 SH DFND 21 204859 0 38712 SYNCHRONY FINL CALL 87165B903 3646 130200 SH Call DFND 4 130200 0 0 SYNCHRONY FINL PUT 87165B953 22820 815000 SH Put DFND 4 815000 0 0 SYSCO CORP COM 871829107 794 16194 SH DFND 4 16194 0 0 SYSCO CORP COM 871829107 6295 128442 SH DFND 17 102776 0 25666 SYSCO CORP COM 871829107 713 14542 SH DFND 20 14542 0 0 SYSCO CORP COM 871829107 21727 443295 SH DFND 21 438916 0 4379 SYSCO CORP CALL 871829907 3676 75000 SH Call DFND 4 75000 0 0 SYSCO CORP PUT 871829957 30979 632100 SH Put DFND 4 632100 0 0 TCF FINL CORP COM 872275102 49978 3444400 SH DFND 3 3367300 0 77100 TCF FINL CORP COM 872275102 667 46965 SH DFND 21 46965 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 28310 496404 SH DFND 3 477637 0 18767 TJX COS INC NEW COM 872540109 3273 43766 SH DFND 4 43766 0 0 TJX COS INC NEW COM 872540109 86667 1159406 SH DFND 17 988831 0 170575 TJX COS INC NEW COM 872540109 568 7600 SH DFND 20 7600 0 0 TJX COS INC NEW COM 872540109 5112 69158 SH DFND 21 61026 0 8132 TJX COS INC NEW CALL 872540909 8495 113600 SH Call DFND 4 113600 0 0 TJX COS INC NEW PUT 872540959 53266 712300 SH Put DFND 4 712300 0 0 T MOBILE US INC COM 872590104 4376 93666 SH DFND 17 100 0 93566 T MOBILE US INC COM 872590104 3218 69256 SH DFND 21 65139 0 4117 T MOBILE US INC COM 872590104 75 1601 SH DFND 25 1601 0 0 T MOBILE US INC CONV PFD SER A 872590203 148599 1903405 SH DFND 17 1796680 0 106725 TTM TECHNOLOGIES INC COM 87305R109 1273 111215 SH DFND 17 84070 0 27145 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8386 6340000 PRN DFND 17 6340000 0 0 TABLEAU SOFTWARE INC CL A 87336U105 45692 826698 SH DFND 17 742316 0 84382 TAHOE RES INC COM 873868103 1794 137377 SH DFND 17 111160 0 26217 TAHOE RES INC COM 873868103 143 11212 SH DFND 20 11212 0 0 TAHOE RES INC COM 873868103 20276 1563005 SH DFND 21 1362905 0 200100 TAHOE RES INC COM 873868103 48 3722 SH DFND 25 3722 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 75503 2468225 SH DFND 3 1646125 0 822100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12190 400983 SH DFND 17 400983 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 14101 460958 SH DFND 20 460958 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 41652 1365004 SH DFND 21 1331582 0 33422 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 22361 496040 SH DFND 17 415803 0 80237 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 414 9180 SH DFND 21 4880 0 4300 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 37063 17585000 PRN DFND 17 14695000 0 2890000 TALEN ENERGY CORP COM 87422J105 425 30703 SH DFND 4 30703 0 0 TALEN ENERGY CORP COM 87422J105 13701 989277 SH DFND 21 989277 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 3855 98960 SH DFND 3 98960 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 4929 126201 SH DFND 17 126201 0 0 TARGET CORP COM 87612E106 14163 206214 SH DFND 4 206214 0 0 TARGET CORP COM 87612E106 127180 1852173 SH DFND 17 1806080 0 46093 TARGET CORP COM 87612E106 81 1175 SH DFND 20 1175 0 0 TARGET CORP COM 87612E106 69546 1021228 SH DFND 21 862155 0 159073 TARGET CORP COM 87612E106 223 3252 SH DFND 25 3252 0 0 TARGET CORP CALL 87612E906 8667 126200 SH Call DFND 4 126200 0 0 TARGET CORP PUT 87612E956 60665 883300 SH Put DFND 4 883300 0 0 TARGA RES CORP COM 87612G101 3929 80000 SH DFND 4 80000 0 0 TATA MTRS LTD SPONSORED ADR 876568502 1629 40748 SH DFND 17 39148 0 1600 TATA MTRS LTD SPONSORED ADR 876568502 778 19472 SH DFND 20 19472 0 0 TATA MTRS LTD SPONSORED ADR 876568502 8649 217306 SH DFND 21 201547 0 15759 TECH DATA CORP COM 878237106 9788 115610 SH DFND 17 47704 0 67906 TECH DATA CORP COM 878237106 13232 156660 SH DFND 21 146806 0 9854 TECK RESOURCES LTD CL B 878742204 20825 1155000 SH DFND 4 1155000 0 0 TECK RESOURCES LTD CL B 878742204 210 11200 SH DFND 21 11200 0 0 TECK RESOURCES LTD PUT 878742954 133638 7412000 SH Put DFND 4 7412000 0 0 TEGNA INC COM 87901J105 4720 215900 SH DFND 3 215900 0 0 TEGNA INC COM 87901J105 341 15612 SH DFND 17 15381 0 231 TEGNA INC COM 87901J105 3464 160166 SH DFND 21 83201 0 76965 TELADOC INC COM 87918A105 2757 150582 SH DFND 17 150582 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 866 47381 SH DFND 21 47381 0 0 TELEFLEX INC COM 879369106 7517 44810 SH DFND 17 22886 0 21924 TELEFLEX INC COM 879369106 658 3916 SH DFND 20 3916 0 0 TELEFLEX INC COM 879369106 22844 137717 SH DFND 21 50572 0 87145 TELEPHONE & DATA SYS INC COM NEW 879433829 190 6994 SH DFND 4 6994 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 115 4230 SH DFND 17 4230 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 3410 124878 SH DFND 21 76537 0 48341 TELENAV INC COM 879455103 2348 409859 SH DFND 17 397304 0 12555 TELIGENT INC NEW COM 87960W104 4121 542295 SH DFND 17 526954 0 15341 TELUS CORP COM 87971M103 382 11586 SH DFND 17 11586 0 0 TELUS CORP COM 87971M103 2052 62255 SH DFND 21 62255 0 0 TEMPUR SEALY INTL INC COM 88023U101 1861 33695 SH DFND 21 33695 0 0 TENNECO INC COM 880349105 4595 78976 SH DFND 17 77630 0 1346 TENNECO INC COM 880349105 8742 151668 SH DFND 21 135654 0 16014 TENNECO INC COM 880349105 10590 187000 SH DFND 24 187000 0 0 TERADYNE INC COM 880770102 13343 618312 SH DFND 17 618312 0 0 TERADYNE INC COM 880770102 76 3531 SH DFND 20 3531 0 0 TERADYNE INC COM 880770102 8292 386409 SH DFND 21 175366 0 211043 TERNIUM SA SPON ADR 880890108 69 3500 SH DFND 3 3500 0 0 TERNIUM SA SPON ADR 880890108 1209 61600 SH DFND 17 0 0 61600 TERRA NITROGEN CO L P COM UNIT 881005201 21685 193048 SH DFND 3 188176 0 4872 TESARO INC COM 881569107 2594 25790 SH DFND 17 25790 0 0 TESARO INC COM 881569107 1308 13000 SH DFND 24 13000 0 0 TESORO CORP COM 881609101 7184 90300 SH DFND 17 29942 0 60358 TESORO CORP COM 881609101 74 934 SH DFND 20 934 0 0 TESORO CORP COM 881609101 37158 474497 SH DFND 21 325180 0 149317 TESLA MTRS INC COM 88160R101 93005 456018 SH DFND 17 414182 0 41836 TESLA MTRS INC COM 88160R101 6203 30425 SH DFND 21 26913 0 3512 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 10612 6500000 PRN DFND 17 6500000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 111029 122530000 PRN DFND 17 113410000 0 9120000 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 68845 80395000 PRN DFND 17 80095000 0 300000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 63540 1380994 SH DFND 3 980294 0 400700 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9822 212182 SH DFND 17 212182 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 611 13200 SH DFND 21 13200 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 495 10700 SH DFND 24 10700 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1393 228066 SH DFND 17 228066 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 51963 43455000 PRN DFND 17 43285000 0 170000 TESSERA TECHNOLOGIES INC COM 88164L100 417 10845 SH DFND 17 10845 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 138 3589 SH DFND 20 3589 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 5617 146509 SH DFND 21 87841 0 58668 TEXAS INSTRS INC COM 882508104 2812 40067 SH DFND 4 40067 0 0 TEXAS INSTRS INC COM 882508104 101943 1452593 SH DFND 17 1440110 0 12483 TEXAS INSTRS INC COM 882508104 562 8009 SH DFND 20 8009 0 0 TEXAS INSTRS INC COM 882508104 40445 578741 SH DFND 21 547062 0 31679 TEXAS INSTRS INC CALL 882508904 11025 157100 SH Call DFND 4 157100 0 0 TEXAS INSTRS INC PUT 882508954 131033 1867100 SH Put DFND 4 1867100 0 0 TEXAS ROADHOUSE INC COM 882681109 10352 265241 SH DFND 17 233573 0 31668 TEXAS ROADHOUSE INC COM 882681109 158 4041 SH DFND 20 4041 0 0 TEXAS ROADHOUSE INC COM 882681109 2340 60016 SH DFND 21 57916 0 2100 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1907 2260000 PRN DFND 17 2260000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 7956 50379 SH DFND 17 38133 0 12246 THERMO FISHER SCIENTIFIC INC COM 883556102 19274 121176 SH DFND 20 121176 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 108606 690876 SH DFND 21 415784 0 275092 THERMO FISHER SCIENTIFIC INC COM 883556102 468 3000 SH DFND 24 3000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 262 1646 SH DFND 25 1646 0 0 THERMO FISHER SCIENTIFIC INC CALL 883556902 13091 82300 SH Call DFND 4 82300 0 0 THERMO FISHER SCIENTIFIC INC PUT 883556952 77478 487100 SH Put DFND 4 487100 0 0 THOMSON REUTERS CORP COM 884903105 616 14927 SH DFND 17 14927 0 0 THOR INDS INC COM 885160101 47991 566600 SH DFND 3 551100 0 15500 THOR INDS INC COM 885160101 4427 51983 SH DFND 17 46641 0 5342 THOR INDS INC COM 885160101 106 1250 SH DFND 20 1250 0 0 THOR INDS INC COM 885160101 27069 317841 SH DFND 21 284302 0 33539 3M CO COM 88579Y101 3859 21900 SH DFND 3 21900 0 0 3M CO COM 88579Y101 83613 474489 SH DFND 17 470187 0 4302 3M CO COM 88579Y101 15213 86587 SH DFND 21 86587 0 0 3M CO COM 88579Y101 103 587 SH DFND 24 587 0 0 3M CO CALL 88579Y901 32814 186200 SH Call DFND 4 186200 0 0 3M CO PUT 88579Y951 138781 787500 SH Put DFND 4 787500 0 0 TIFFANY & CO NEW COM 886547108 8 116 SH DFND 17 0 0 116 TIFFANY & CO NEW COM 886547108 651 9116 SH DFND 21 9116 0 0 TIME INC NEW COM 887228104 29673 2049270 SH DFND 3 2014970 0 34300 TIME INC NEW COM 887228104 328 22649 SH DFND 4 22649 0 0 TIME INC NEW COM 887228104 58 4026 SH DFND 21 3802 0 224 TIME WARNER INC COM NEW 887317303 154380 1939205 SH DFND 3 1937530 0 1675 TIME WARNER INC COM NEW 887317303 65830 832766 SH DFND 17 708603 0 124163 TIME WARNER INC COM NEW 887317303 1116 14013 SH DFND 20 14013 0 0 TIME WARNER INC COM NEW 887317303 40881 517195 SH DFND 21 376716 0 140479 TIME WARNER INC CALL 887317903 14799 185900 SH Call DFND 4 185900 0 0 TIME WARNER INC PUT 887317953 67071 842500 SH Put DFND 4 842500 0 0 TIVO CORP COM 88870P106 8880 446944 SH DFND 17 374969 0 71975 TIVO CORP COM 88870P106 115 5777 SH DFND 20 5777 0 0 TIVO CORP COM 88870P106 1764 88813 SH DFND 21 84663 0 4150 TOLL BROTHERS INC COM 889478103 323 10819 SH DFND 21 0 0 10819 TOPBUILD CORP COM 89055F103 1630 48997 SH DFND 21 48997 0 0 TORCHMARK CORP COM 891027104 8 120 SH DFND 17 0 0 120 TORCHMARK CORP COM 891027104 1331 21010 SH DFND 21 17945 0 3065 TORONTO DOMINION BK ONT COM NEW 891160509 110177 2486342 SH DFND 3 1748942 0 737400 TORONTO DOMINION BK ONT COM NEW 891160509 45018 1014015 SH DFND 17 539303 0 474712 TORONTO DOMINION BK ONT COM NEW 891160509 1575 35534 SH DFND 20 35534 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 77606 1746195 SH DFND 21 1174344 0 571851 TORONTO DOMINION BK ONT COM NEW 891160509 173 3907 SH DFND 25 3907 0 0 TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 15670 15600000 PRN DFND 4 15600000 0 0 TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 2812 2800000 PRN DFND 21 2800000 0 0 TOTAL S A SPONSORED ADR 89151E109 152911 3205672 SH DFND 3 3202772 0 2900 TOTAL S A SPONSORED ADR 89151E109 36279 761532 SH DFND 17 761532 0 0 TOWER INTL INC COM 891826109 2552 105905 SH DFND 17 105905 0 0 TOWER INTL INC COM 891826109 2307 96341 SH DFND 21 70633 0 25708 TOTAL SYS SVCS INC COM 891906109 2830 60334 SH DFND 17 44527 0 15807 TOTAL SYS SVCS INC COM 891906109 21982 469009 SH DFND 21 330004 0 139005 TOTAL SYS SVCS INC COM 891906109 143 3023 SH DFND 25 3023 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 547 22779 SH DFND 17 2072 0 20707 TOWNEBANK PORTSMOUTH VA COM 89214P109 169 7100 SH DFND 21 7100 0 0 TRACTOR SUPPLY CO COM 892356106 35751 530821 SH DFND 17 395783 0 135038 TRACTOR SUPPLY CO COM 892356106 10 143 SH DFND 21 143 0 0 TRANSALTA CORP COM 89346D107 498 112215 SH DFND 4 112215 0 0 TRANSCANADA CORP COM 89353D107 7586 160000 SH DFND 4 160000 0 0 TRANSCANADA CORP COM 89353D107 16921 354581 SH DFND 21 69264 0 285317 TRANSDIGM GROUP INC COM 893641100 437 1512 SH DFND 17 1458 0 54 TRANSDIGM GROUP INC COM 893641100 651 2265 SH DFND 21 2265 0 0 TRANSUNION COM 89400J107 15813 458343 SH DFND 17 358017 0 100326 TRANSUNION COM 89400J107 288 8418 SH DFND 21 5318 0 3100 TRAVELERS COMPANIES INC COM 89417E109 280916 2452347 SH DFND 3 2450247 0 2100 TRAVELERS COMPANIES INC COM 89417E109 5200 45394 SH DFND 4 45394 0 0 TRAVELERS COMPANIES INC COM 89417E109 103503 907492 SH DFND 17 810511 0 96981 TRAVELERS COMPANIES INC COM 89417E109 179 1560 SH DFND 20 1560 0 0 TRAVELERS COMPANIES INC COM 89417E109 96118 841829 SH DFND 21 634902 0 206927 TRAVELERS COMPANIES INC COM 89417E109 80 703 SH DFND 24 703 0 0 TRAVELERS COMPANIES INC COM 89417E109 307 2678 SH DFND 25 2678 0 0 TRAVELERS COMPANIES INC CALL 89417E909 7560 66000 SH Call DFND 4 66000 0 0 TRAVELERS COMPANIES INC PUT 89417E959 44915 392100 SH Put DFND 4 392100 0 0 TRIBUNE MEDIA CO CL A 896047503 218 5969 SH DFND 4 5969 0 0 TRICO BANCSHARES COM 896095106 20 752 SH DFND 17 752 0 0 TRICO BANCSHARES COM 896095106 225 8460 SH DFND 21 3501 0 4959 TRIMBLE NAVIGATION LTD COM 896239100 4527 158617 SH DFND 21 142264 0 16353 TRIMBLE NAVIGATION LTD COM 896239100 9260 329300 SH DFND 24 329300 0 0 TRINET GROUP INC COM 896288107 681 31480 SH DFND 17 31480 0 0 TRINITY BIOTECH PLC SPON ADR NEW 896438306 2307 174503 SH DFND 17 169662 0 4841 TRINITY INDS INC COM 896522109 7340 303820 SH DFND 17 194494 0 109326 TRINITY INDS INC COM 896522109 23116 959506 SH DFND 21 704195 0 255311 TRINITY INDS INC COM 896522109 81 3364 SH DFND 25 3364 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 48408 40235000 PRN DFND 17 36540000 0 3695000 TRIPLE-S MGMT CORP CL B 896749108 236 10765 SH DFND 17 10765 0 0 TRIPADVISOR INC COM 896945201 19349 306248 SH DFND 17 306125 0 123 TRIPADVISOR INC COM 896945201 8 123 SH DFND 21 123 0 0 TRUECAR INC COM 89785L107 339 35875 SH DFND 17 0 0 35875 TRUEBLUE INC COM 89785X101 21 917 SH DFND 17 917 0 0 TRUEBLUE INC COM 89785X101 1783 79841 SH DFND 21 27639 0 52202 TRULIA INC NOTE 2.750%12/1 897888AB9 27037 17950000 PRN DFND 17 15275000 0 2675000 TRUSTMARK CORP COM 898402102 19568 710021 SH DFND 3 674089 0 35932 TRUSTMARK CORP COM 898402102 391 14198 SH DFND 17 14198 0 0 TRUSTMARK CORP COM 898402102 121 4382 SH DFND 20 4382 0 0 TRUSTMARK CORP COM 898402102 1694 61585 SH DFND 21 61585 0 0 TUPPERWARE BRANDS CORP COM 899896104 371 5670 SH DFND 4 5670 0 0 TUPPERWARE BRANDS CORP COM 899896104 5 80 SH DFND 17 80 0 0 TUPPERWARE BRANDS CORP COM 899896104 1550 24076 SH DFND 21 24076 0 0 TUPPERWARE BRANDS CORP COM 899896104 457 7100 SH DFND 24 7100 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 13 525 SH DFND 17 0 0 525 TWENTY FIRST CENTY FOX INC CL B 90130A200 1736 70525 SH DFND 21 70525 0 0 TWITTER INC COM 90184L102 64284 2788886 SH DFND 17 2602471 0 186415 TWITTER INC NOTE 0.250% 9/1 90184LAB8 35715 37180000 PRN DFND 17 37180000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 47931 50870000 PRN DFND 17 50870000 0 0 TWO HBRS INVT CORP COM 90187B101 6045 708700 SH DFND 3 708700 0 0 TWO HBRS INVT CORP COM 90187B101 39 4588 SH DFND 17 4588 0 0 TWO HBRS INVT CORP COM 90187B101 3783 442480 SH DFND 21 102340 0 340140 II VI INC COM 902104108 357 14690 SH DFND 17 14690 0 0 II VI INC COM 902104108 693 28750 SH DFND 21 24783 0 3967 TYLER TECHNOLOGIES INC COM 902252105 14930 87191 SH DFND 17 73076 0 14115 TYLER TECHNOLOGIES INC COM 902252105 393 2304 SH DFND 21 1404 0 900 TYSON FOODS INC CL A 902494103 68790 921164 SH DFND 17 660585 0 260579 TYSON FOODS INC CL A 902494103 2764 37013 SH DFND 20 37013 0 0 TYSON FOODS INC CL A 902494103 139484 1865948 SH DFND 21 1337578 0 528370 TYSON FOODS INC CL A 902494103 12003 160400 SH DFND 24 160400 0 0 TYSON FOODS INC CL A 902494103 244 3267 SH DFND 25 3267 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 85673 1046585 SH DFND 17 998815 0 47770 TYSON FOODS INC CALL 902494903 3905 52300 SH Call DFND 4 52300 0 0 TYSON FOODS INC PUT 902494953 27419 367200 SH Put DFND 4 367200 0 0 UGI CORP NEW COM 902681105 596 13177 SH DFND 17 13177 0 0 US BANCORP DEL COM NEW 902973304 155997 3637150 SH DFND 3 3634050 0 3100 US BANCORP DEL COM NEW 902973304 14583 340000 SH DFND 4 340000 0 0 US BANCORP DEL COM NEW 902973304 58650 1375794 SH DFND 17 1362309 0 13485 US BANCORP DEL COM NEW 902973304 2336 54471 SH DFND 20 54471 0 0 US BANCORP DEL COM NEW 902973304 24132 567497 SH DFND 21 508814 0 58683 US BANCORP DEL CALL 902973904 11447 266900 SH Call DFND 4 266900 0 0 US BANCORP DEL PUT 902973954 58064 1353800 SH Put DFND 4 1353800 0 0 USANA HEALTH SCIENCES INC COM 90328M107 706 5104 SH DFND 17 5104 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1753 12697 SH DFND 21 12048 0 649 USA TECHNOLOGIES INC COM NO PAR 90328S500 3830 683265 SH DFND 17 656913 0 26352 U S CONCRETE INC COM NEW 90333L201 4306 93476 SH DFND 17 91016 0 2460 U S CONCRETE INC COM NEW 90333L201 99 2150 SH DFND 21 0 0 2150 U S SILICA HLDGS INC COM 90346E103 26654 572455 SH DFND 17 572455 0 0 U S SILICA HLDGS INC COM 90346E103 1178 26000 SH DFND 24 26000 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 761 3198 SH DFND 17 2420 0 778 ULTA SALON COSMETCS & FRAG I COM 90384S303 14462 60989 SH DFND 21 60989 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 17164 83977 SH DFND 17 70111 0 13866 ULTIMATE SOFTWARE GROUP INC COM 90385D107 401 1957 SH DFND 21 1057 0 900 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1390 19588 SH DFND 17 19588 0 0 UMPQUA HLDGS CORP COM 904214103 41651 2767527 SH DFND 3 2696705 0 70822 UMPQUA HLDGS CORP COM 904214103 4278 287790 SH DFND 21 47793 0 239997 UNDER ARMOUR INC CL A 904311107 294 7593 SH DFND 17 7395 0 198 UNDER ARMOUR INC CL A 904311107 195 5035 SH DFND 21 5035 0 0 UNIFIRST CORP MASS COM 904708104 590 4502 SH DFND 21 4502 0 0 UNION BANKSHARES CORP NEW COM 90539J109 295 11012 SH DFND 17 11012 0 0 UNION BANKSHARES CORP NEW COM 90539J109 1270 47502 SH DFND 21 47502 0 0 UNION PAC CORP COM 907818108 145480 1491908 SH DFND 17 1482009 0 9899 UNION PAC CORP COM 907818108 74009 765915 SH DFND 21 715830 0 50085 UNION PAC CORP COM 907818108 835 8700 SH DFND 24 8700 0 0 UNION PAC CORP CALL 907818908 21447 219900 SH Call DFND 4 219900 0 0 UNION PAC CORP PUT 907818958 92029 943600 SH Put DFND 4 943600 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 49479 2353900 SH DFND 3 2298900 0 55000 UNITED BANKSHARES INC WEST V COM 909907107 268 7239 SH DFND 21 7239 0 0 UNITED CONTL HLDGS INC COM 910047109 334 6364 SH DFND 17 6046 0 318 UNITED CONTL HLDGS INC COM 910047109 104 1973 SH DFND 20 1973 0 0 UNITED CONTL HLDGS INC COM 910047109 10054 195676 SH DFND 21 61123 0 134553 UNITED CONTL HLDGS INC CALL 910047909 1627 31000 SH Call DFND 4 31000 0 0 UNITED CONTL HLDGS INC PUT 910047959 8206 156400 SH Put DFND 4 156400 0 0 UNITED FIRE GROUP INC COM 910340108 118 2782 SH DFND 17 2782 0 0 UNITED FIRE GROUP INC COM 910340108 480 11345 SH DFND 21 11345 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1999 1080689 SH DFND 21 1062146 0 18543 UNITED NAT FOODS INC COM 911163103 1399 34935 SH DFND 17 20415 0 14520 UNITED PARCEL SERVICE INC CL B 911312106 31160 285320 SH DFND 17 280789 0 4531 UNITED PARCEL SERVICE INC CL B 911312106 31382 287839 SH DFND 21 287839 0 0 UNITED PARCEL SERVICE INC CALL 911312906 16502 150900 SH Call DFND 4 150900 0 0 UNITED PARCEL SERVICE INC PUT 911312956 130696 1195100 SH Put DFND 4 1195100 0 0 UNITED RENTALS INC COM 911363109 7 92 SH DFND 17 0 0 92 UNITED RENTALS INC COM 911363109 1731 22596 SH DFND 21 22596 0 0 UNITED STATES STL CORP NEW COM 912909108 34430 1825569 SH DFND 4 1825569 0 0 UNITED STATES STL CORP NEW COM 912909108 11054 586120 SH DFND 17 505160 0 80960 UNITED STATES STL CORP NEW COM 912909108 162 8551 SH DFND 21 3951 0 4600 UNITED TECHNOLOGIES CORP COM 913017109 143365 1411073 SH DFND 3 1411073 0 0 UNITED TECHNOLOGIES CORP COM 913017109 658 6474 SH DFND 4 6474 0 0 UNITED TECHNOLOGIES CORP COM 913017109 128296 1264755 SH DFND 17 1259913 0 4842 UNITED TECHNOLOGIES CORP COM 913017109 64808 638750 SH DFND 21 598417 0 40333 UNITED TECHNOLOGIES CORP COM 913017109 71 703 SH DFND 24 703 0 0 UNITED TECHNOLOGIES CORP CALL 913017909 14823 145900 SH Call DFND 4 145900 0 0 UNITED TECHNOLOGIES CORP PUT 913017959 102738 1011200 SH Put DFND 4 1011200 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 2639 22634 SH DFND 17 22634 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 9127 78586 SH DFND 21 62612 0 15974 UNITED THERAPEUTICS CORP DEL COM 91307C102 610 5300 SH DFND 24 5300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 329446 2354189 SH DFND 17 2000842 0 353347 UNITEDHEALTH GROUP INC COM 91324P102 53453 381808 SH DFND 20 381808 0 0 UNITEDHEALTH GROUP INC COM 91324P102 377268 2709725 SH DFND 21 2151506 0 558219 UNITEDHEALTH GROUP INC COM 91324P102 648 4687 SH DFND 24 4687 0 0 UNITEDHEALTH GROUP INC COM 91324P102 469 3348 SH DFND 25 3348 0 0 UNITEDHEALTH GROUP INC CALL 91324P902 31178 222700 SH Call DFND 4 222700 0 0 UNITEDHEALTH GROUP INC PUT 91324P952 148764 1062600 SH Put DFND 4 1062600 0 0 UNITIL CORP COM 913259107 187 4780 SH DFND 17 4780 0 0 UNITIL CORP COM 913259107 53 1351 SH DFND 21 1351 0 0 UNIVERSAL CORP VA COM 913456109 23192 398349 SH DFND 3 388949 0 9400 UNIVERSAL CORP VA COM 913456109 1013 17562 SH DFND 17 17562 0 0 UNIVERSAL CORP VA COM 913456109 2281 39367 SH DFND 21 13632 0 25735 UNIVERSAL ELECTRS INC COM 913483103 3912 52533 SH DFND 17 52533 0 0 UNIVERSAL FST PRODS INC COM 913543104 1256 12731 SH DFND 17 11059 0 1672 UNIVERSAL FST PRODS INC COM 913543104 10546 106831 SH DFND 21 80876 0 25955 UNIVERSAL INS HLDGS INC COM 91359V107 7420 294433 SH DFND 17 111552 0 182881 UNIVERSAL INS HLDGS INC COM 91359V107 18442 734100 SH DFND 21 734100 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 15034 122006 SH DFND 17 98573 0 23433 UNIVERSAL HLTH SVCS INC CL B 913903100 164 1331 SH DFND 20 1331 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 22128 179813 SH DFND 21 162996 0 16817 UNUM GROUP COM 91529Y106 6296 178300 SH DFND 3 178300 0 0 UNUM GROUP COM 91529Y106 5176 146584 SH DFND 17 146331 0 253 UNUM GROUP COM 91529Y106 749 21221 SH DFND 20 21221 0 0 UNUM GROUP COM 91529Y106 10310 293611 SH DFND 21 206149 0 87462 VCA INC COM 918194101 17385 248435 SH DFND 17 204879 0 43556 VCA INC COM 918194101 150 2149 SH DFND 20 2149 0 0 VCA INC COM 918194101 12507 181076 SH DFND 21 178326 0 2750 V F CORP COM 918204108 4147 73979 SH DFND 4 73979 0 0 V F CORP COM 918204108 20 358 SH DFND 17 0 0 358 V F CORP COM 918204108 632 11295 SH DFND 21 11295 0 0 V F CORP CALL 918204908 2679 47800 SH Call DFND 4 47800 0 0 V F CORP PUT 918204958 17986 320900 SH Put DFND 4 320900 0 0 VWR CORP COM 91843L103 1145 40885 SH DFND 21 40885 0 0 VAIL RESORTS INC COM 91879Q109 1053 6713 SH DFND 17 4575 0 2138 VAIL RESORTS INC COM 91879Q109 5664 36088 SH DFND 21 28748 0 7340 VALEANT PHARMACEUTICALS INTL COM 91911K102 1219 49423 SH DFND 21 24950 0 24473 VALEANT PHARMACEUTICALS INTL COM 91911K102 26 1068 SH DFND 25 1068 0 0 VALE S A ADR 91912E105 7306 1328300 SH DFND 17 1328300 0 0 VALE S A ADR 91912E105 22172 4030939 SH DFND 21 4030939 0 0 VALE S A ADR 91912E105 384 69500 SH DFND 24 69500 0 0 VALE S A ADR REPSTG PFD 91912E204 364 76400 SH DFND 21 76400 0 0 VALERO ENERGY CORP NEW COM 91913Y100 5565 105000 SH DFND 3 105000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 5968 112612 SH DFND 4 112612 0 0 VALERO ENERGY CORP NEW COM 91913Y100 75651 1428612 SH DFND 17 1261642 0 166970 VALERO ENERGY CORP NEW COM 91913Y100 1049 19784 SH DFND 20 19784 0 0 VALERO ENERGY CORP NEW COM 91913Y100 105798 2022026 SH DFND 21 1409772 0 612254 VALERO ENERGY CORP NEW COM 91913Y100 677 13100 SH DFND 24 13100 0 0 VALERO ENERGY CORP NEW COM 91913Y100 232 4381 SH DFND 25 4381 0 0 VALERO ENERGY CORP NEW CALL 91913Y900 5406 102000 SH Call DFND 4 102000 0 0 VALERO ENERGY CORP NEW PUT 91913Y950 28864 544600 SH Put DFND 4 544600 0 0 VALSPAR CORP COM 920355104 9467 89250 SH DFND 21 89250 0 0 VALSPAR CORP PUT 920355954 8273 78000 SH Put DFND 21 78000 0 0 VALVOLINE INC COM 92047W101 2243 95480 SH DFND 17 95480 0 0 VANDA PHARMACEUTICALS INC COM 921659108 2537 152464 SH DFND 17 149268 0 3196 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 9046 342253 SH DFND 17 342253 0 0 VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3011 122000 SH DFND 25 122000 0 0 VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 943 28000 SH DFND 24 28000 0 0 VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1504 22000 SH DFND 24 22000 0 0 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 304 3762 SH DFND 17 3762 0 0 VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 1945 23822 SH DFND 17 23822 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 5439 90000 SH DFND 24 90000 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 44043 723800 SH DFND 25 723800 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 977 21630 SH DFND 17 21630 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 19983 531038 SH DFND 4 531038 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 96598 2567043 SH DFND 17 2567043 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1457 39000 SH DFND 24 39000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 40452 1075000 SH DFND 25 1075000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6 131 SH DFND 17 131 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 19779 410600 SH DFND 24 38600 0 372000 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 5037 62535 SH DFND 17 0 0 62535 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 15305 190000 SH DFND 25 190000 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 5261 97493 SH DFND 17 97493 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 3488 36446 SH DFND 17 36446 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 16801 187548 SH DFND 17 187548 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 30457 340000 SH DFND 25 340000 0 0 VANTIV INC CL A 92210H105 25655 455922 SH DFND 17 278112 0 177810 VANTIV INC CL A 92210H105 2253 40116 SH DFND 21 1629 0 38487 VARIAN MED SYS INC COM 92220P105 476 4786 SH DFND 17 4686 0 100 VARIAN MED SYS INC COM 92220P105 560 5627 SH DFND 20 5627 0 0 VARIAN MED SYS INC COM 92220P105 3294 33162 SH DFND 21 33162 0 0 VASCULAR SOLUTIONS INC COM 92231M109 8811 182682 SH DFND 17 178575 0 4107 VECTREN CORP COM 92240G101 297 5921 SH DFND 4 5921 0 0 VECTREN CORP COM 92240G101 1997 39901 SH DFND 21 14156 0 25745 VECTOR GROUP LTD COM 92240M108 323 14998 SH DFND 17 14998 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 23081 15400000 PRN DFND 17 15400000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13370 11700000 PRN DFND 17 11700000 0 0 VEECO INSTRS INC DEL COM 922417100 2614 133217 SH DFND 21 119297 0 13920 VEECO INSTRS INC DEL COM 922417100 4832 249462 SH DFND 24 249462 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 1003 96700 SH DFND 17 91400 0 5300 VEDANTA LTD SPONSORED ADR 92242Y100 97 9711 SH DFND 21 0 0 9711 VEEVA SYS INC CL A COM 922475108 5484 132840 SH DFND 17 132840 0 0 VENTAS INC COM 92276F100 6117 86600 SH DFND 3 86600 0 0 VENTAS INC COM 92276F100 20 281 SH DFND 4 281 0 0 VENTAS INC COM 92276F100 46 656 SH DFND 17 277 0 379 VENTAS INC COM 92276F100 27 379 SH DFND 21 379 0 0 VENTAS INC CALL 92276F900 3517 49800 SH Call DFND 4 49800 0 0 VENTAS INC PUT 92276F950 19141 271000 SH Put DFND 4 271000 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 59 298 SH DFND 17 298 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 14909 75640 SH DFND 24 0 0 75640 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 14564 73300 SH DFND 25 73300 0 0 VANGUARD INDEX FDS REIT ETF 922908553 655 7500 SH DFND 2500 0 5000 VANGUARD INDEX FDS REIT ETF 922908553 67672 780173 SH DFND 4 780173 0 0 VANGUARD INDEX FDS REIT ETF 922908553 4122 47517 SH DFND 17 47517 0 0 VANGUARD INDEX FDS REIT ETF 922908553 79367 915000 SH DFND 25 915000 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 30596 250419 SH DFND 25 250419 0 0 VEREIT INC COM 92339V100 14 1325 SH DFND 3 1325 0 0 VEREIT INC COM 92339V100 8 770 SH DFND 17 770 0 0 VEREIT INC COM 92339V100 173 16888 SH DFND 21 16888 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 97609 42580000 PRN DFND 17 40480000 0 2100000 VERIZON COMMUNICATIONS INC COM 92343V104 173187 3331793 SH DFND 3 3326693 0 5100 VERIZON COMMUNICATIONS INC COM 92343V104 27681 532524 SH DFND 4 532524 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 138866 2669112 SH DFND 17 2619951 0 49161 VERIZON COMMUNICATIONS INC COM 92343V104 3881 74659 SH DFND 20 74659 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 183310 3521212 SH DFND 21 2587743 0 933469 VERIZON COMMUNICATIONS INC COM 92343V104 348 6699 SH DFND 25 6699 0 0 VERIZON COMMUNICATIONS INC CALL 92343V904 30180 580600 SH Call DFND 4 580600 0 0 VERIZON COMMUNICATIONS INC PUT 92343V954 269553 5185700 SH Put DFND 4 5185700 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 20419 20975000 PRN DFND 17 20790000 0 185000 VERISK ANALYTICS INC COM 92345Y106 22208 273234 SH DFND 17 273065 0 169 VERISK ANALYTICS INC COM 92345Y106 14 169 SH DFND 21 169 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 4919 56409 SH DFND 4 56409 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 18179 211841 SH DFND 17 173913 0 37928 VERTEX PHARMACEUTICALS INC COM 92532F100 23 268 SH DFND 21 268 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 6880 80940 SH DFND 24 80940 0 0 VERTEX PHARMACEUTICALS INC CALL 92532F900 2372 27200 SH Call DFND 4 27200 0 0 VERTEX PHARMACEUTICALS INC PUT 92532F950 21288 244100 SH Put DFND 4 244100 0 0 VIAD CORP COM NEW 92552R406 1584 42970 SH DFND 17 33830 0 9140 VIAD CORP COM NEW 92552R406 1284 34891 SH DFND 21 7800 0 27091 VIACOM INC NEW CL B 92553P201 1548 40617 SH DFND 4 40617 0 0 VIACOM INC NEW CL B 92553P201 14 375 SH DFND 17 0 0 375 VIACOM INC NEW CL B 92553P201 1959 51863 SH DFND 21 51863 0 0 VIACOM INC NEW CALL 92553P901 282 7400 SH Call DFND 4 7400 0 0 VIACOM INC NEW PUT 92553P951 381 10000 SH Put DFND 4 10000 0 0 VIAVI SOLUTIONS INC COM 925550105 977 132240 SH DFND 17 132240 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 98 2800 SH DFND 3 2800 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 581 16657 SH DFND 21 16657 0 0 VIMPELCOM LTD SPONSORED ADR 92719A106 163 46800 SH DFND 17 0 0 46800 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 44458 3030540 SH DFND 17 2357980 0 672560 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 78744 72815000 PRN DFND 17 67940000 0 4875000 VIRGIN AMER INC COM VTG 92765X208 15343 286730 SH DFND 4 286730 0 0 VIRGIN AMER INC COM VTG 92765X208 26066 487128 SH DFND 21 487128 0 0 VIRNETX HLDG CORP COM 92823T108 39 12652 SH DFND 17 12652 0 0 VISA INC COM CL A 92826C839 436778 5281922 SH DFND 17 4524073 0 757849 VISA INC COM CL A 92826C839 68790 831800 SH DFND 20 831800 0 0 VISA INC COM CL A 92826C839 199451 2421355 SH DFND 21 1981244 0 440111 VISA INC COM CL A 92826C839 573 7000 SH DFND 24 7000 0 0 VISA INC CALL 92826C909 32055 387600 SH Call DFND 4 387600 0 0 VISA INC PUT 92826C959 158751 1919600 SH Put DFND 4 1919600 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 25658 1821000 SH DFND 3 1772200 0 48800 VISHAY INTERTECHNOLOGY INC COM 928298108 400 28366 SH DFND 17 28366 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 124 8812 SH DFND 20 8812 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 4506 322763 SH DFND 21 322763 0 0 VISTA OUTDOOR INC COM 928377100 1863 47247 SH DFND 21 47247 0 0 VISTEON CORP COM NEW 92839U206 14895 207851 SH DFND 17 177369 0 30482 VISTEON CORP COM NEW 92839U206 5855 82685 SH DFND 21 81185 0 1500 VITAE PHARMACEUTICALS INC COM 92847N103 28242 1350000 SH DFND 21 1350000 0 0 VMWARE INC CL A COM 928563402 14216 193810 SH DFND 17 192350 0 1460 VOCERA COMMUNICATIONS INC COM 92857F107 4281 253321 SH DFND 17 246386 0 6935 WI-LAN INC COM 928972108 60 38070 SH DFND 21 38070 0 0 VORNADO RLTY TR SH BEN INT 929042109 12063 119192 SH DFND 4 119192 0 0 VORNADO RLTY TR SH BEN INT 929042109 33 328 SH DFND 17 143 0 185 VORNADO RLTY TR SH BEN INT 929042109 19 185 SH DFND 21 185 0 0 VORNADO RLTY TR CALL 929042909 1032 10200 SH Call DFND 4 10200 0 0 VORNADO RLTY TR PUT 929042959 6316 62400 SH Put DFND 4 62400 0 0 VOYA FINL INC COM 929089100 10019 347648 SH DFND 17 236001 0 111647 VOYA FINL INC COM 929089100 12257 430618 SH DFND 21 312297 0 118321 VOYA FINL INC COM 929089100 33 1155 SH DFND 25 1155 0 0 VULCAN MATLS CO COM 929160109 52996 465982 SH DFND 17 365926 0 100056 VULCAN MATLS CO COM 929160109 14342 126071 SH DFND 21 126071 0 0 VULCAN MATLS CO COM 929160109 1103 9600 SH DFND 24 9600 0 0 WD-40 CO COM 929236107 283 2515 SH DFND 17 2515 0 0 WCI CMNTYS INC COM PAR $0.01 92923C807 2769 116727 SH DFND 17 116727 0 0 WSFS FINL CORP COM 929328102 1699 46563 SH DFND 17 9463 0 37100 WSFS FINL CORP COM 929328102 63 1720 SH DFND 20 1720 0 0 WSFS FINL CORP COM 929328102 1596 43775 SH DFND 21 41220 0 2555 WNS HOLDINGS LTD SPON ADR 92932M101 10 350 SH DFND 17 350 0 0 WNS HOLDINGS LTD SPON ADR 92932M101 372 12517 SH DFND 21 0 0 12517 WPP PLC NEW ADR 92937A102 6898 58600 SH DFND 3 58600 0 0 WPP PLC NEW ADR 92937A102 13396 114153 SH DFND 17 114153 0 0 WEC ENERGY GROUP INC COM 92939U106 339 5669 SH DFND 4 5669 0 0 WEC ENERGY GROUP INC COM 92939U106 789 13178 SH DFND 17 12838 0 340 WEC ENERGY GROUP INC COM 92939U106 20 340 SH DFND 21 340 0 0 WEC ENERGY GROUP INC CALL 92939U906 2024 33800 SH Call DFND 4 33800 0 0 WEC ENERGY GROUP INC PUT 92939U956 11665 194800 SH Put DFND 4 194800 0 0 WABASH NATL CORP COM 929566107 2330 163628 SH DFND 17 128528 0 35100 WABASH NATL CORP COM 929566107 2470 172484 SH DFND 21 86400 0 86084 WABTEC CORP COM 929740108 4701 59515 SH DFND 21 59515 0 0 WABTEC CORP COM 929740108 623 7900 SH DFND 24 7900 0 0 WAL-MART STORES INC COM 931142103 246695 3420622 SH DFND 3 3417722 0 2900 WAL-MART STORES INC COM 931142103 5590 77509 SH DFND 4 77509 0 0 WAL-MART STORES INC COM 931142103 75130 1061479 SH DFND 17 1059843 0 1636 WAL-MART STORES INC COM 931142103 744 10319 SH DFND 20 10319 0 0 WAL-MART STORES INC COM 931142103 32156 451750 SH DFND 21 214057 0 237693 WAL-MART STORES INC PUT 931142953 21636 300000 SH Put DFND 4 300000 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 2808 34826 SH DFND 4 34826 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 226613 2812276 SH DFND 17 2616717 0 195559 WALGREENS BOOTS ALLIANCE INC COM 931427108 133973 1672490 SH DFND 21 1457417 0 215073 WALGREENS BOOTS ALLIANCE INC CALL 931427908 16011 198600 SH Call DFND 4 198600 0 0 WALGREENS BOOTS ALLIANCE INC PUT 931427958 75726 939300 SH Put DFND 4 939300 0 0 WALKER & DUNLOP INC COM 93148P102 375 14833 SH DFND 17 14833 0 0 WALKER & DUNLOP INC COM 93148P102 1012 40517 SH DFND 21 28241 0 12276 WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 22163 38545000 PRN DFND 17 38545000 0 0 WASHINGTON FED INC COM 938824109 50725 1901250 SH DFND 3 1855850 0 45400 WASHINGTON FED INC COM 938824109 5260 199864 SH DFND 17 199864 0 0 WASTE MGMT INC DEL COM 94106L109 831 13033 SH DFND 4 13033 0 0 WASTE MGMT INC DEL COM 94106L109 3271 51384 SH DFND 17 47519 0 3865 WASTE MGMT INC DEL COM 94106L109 1044 16380 SH DFND 20 16380 0 0 WASTE MGMT INC DEL COM 94106L109 42168 664619 SH DFND 21 608978 0 55641 WASTE MGMT INC DEL CALL 94106L909 5114 80200 SH Call DFND 4 80200 0 0 WASTE MGMT INC DEL PUT 94106L959 25606 401600 SH Put DFND 4 401600 0 0 WATERS CORP COM 941848103 1418 8946 SH DFND 17 8859 0 87 WATERS CORP COM 941848103 848 5350 SH DFND 20 5350 0 0 WATERS CORP COM 941848103 20028 127643 SH DFND 21 127643 0 0 WATERSTONE FINL INC MD COM 94188P101 790 46521 SH DFND 17 46521 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 15089 232708 SH DFND 17 232708 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 1649 25451 SH DFND 21 21640 0 3811 WATTS WATER TECHNOLOGIES INC CL A 942749102 3056 48000 SH DFND 24 48000 0 0 WEB COM GROUP INC COM 94733A104 614 35540 SH DFND 17 0 0 35540 WEB COM GROUP INC COM 94733A104 1225 70635 SH DFND 21 0 0 70635 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 11066 11675000 PRN DFND 17 11350000 0 325000 WEBMD HEALTH CORP COM 94770V102 3013 60623 SH DFND 17 51618 0 9005 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 10966 9500000 PRN DFND 17 9500000 0 0 WEBSTER FINL CORP CONN COM 947890109 99 2611 SH DFND 20 2611 0 0 WEBSTER FINL CORP CONN COM 947890109 736 19531 SH DFND 21 19531 0 0 WEIBO CORP SPONSORED ADR 948596101 1469 29289 SH DFND 17 28360 0 929 WEIBO CORP SPONSORED ADR 948596101 4943 97900 SH DFND 20 97900 0 0 WEIBO CORP SPONSORED ADR 948596101 267 5335 SH DFND 21 5335 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 355 34369 SH DFND 4 34369 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1852 179418 SH DFND 17 0 0 179418 WELLCARE HEALTH PLANS INC COM 94946T106 1383 11876 SH DFND 17 8393 0 3483 WELLCARE HEALTH PLANS INC COM 94946T106 7452 64096 SH DFND 21 56091 0 8005 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 4524 2575000 PRN DFND 17 2525000 0 50000 WELLS FARGO & CO NEW COM 949746101 284792 6431626 SH DFND 3 6425326 0 6300 WELLS FARGO & CO NEW COM 949746101 57894 1307449 SH DFND 4 1307449 0 0 WELLS FARGO & CO NEW COM 949746101 174477 3937062 SH DFND 17 3902979 0 34083 WELLS FARGO & CO NEW COM 949746101 1265 28569 SH DFND 20 28569 0 0 WELLS FARGO & CO NEW COM 949746101 134498 3034430 SH DFND 21 2086330 0 948100 WELLS FARGO & CO NEW COM 949746101 382 8635 SH DFND 25 8635 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 182347 140240 SH DFND 4 135640 0 4600 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 169177 129215 SH DFND 17 122310 0 6905 WELLS FARGO & CO NEW CALL 949746901 31660 715000 SH Call DFND 4 715000 0 0 WELLS FARGO & CO NEW PUT 949746951 187955 4244700 SH Put DFND 4 4244700 0 0 WELLTOWER INC COM 95040Q104 18315 244946 SH DFND 4 244946 0 0 WELLTOWER INC COM 95040Q104 5712 76390 SH DFND 17 76004 0 386 WELLTOWER INC COM 95040Q104 7835 103350 SH DFND 21 386 0 102964 WELLTOWER INC 6.50% PFD PREPET 95040Q203 7557 113000 SH DFND 4 113000 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 69192 1039700 SH DFND 17 984260 0 55440 WELLTOWER INC CALL 95040Q904 3978 53200 SH Call DFND 4 53200 0 0 WELLTOWER INC PUT 95040Q954 32555 435400 SH Put DFND 4 435400 0 0 WENDYS CO COM 95058W100 69 6390 SH DFND 17 0 0 6390 WENDYS CO COM 95058W100 9651 909306 SH DFND 21 909306 0 0 WESBANCO INC COM 950810101 21546 655291 SH DFND 3 655291 0 0 WESCO INTL INC COM 95082P105 17547 285368 SH DFND 17 285368 0 0 WEST CORP COM 952355204 45512 2061222 SH DFND 3 2013164 0 48058 WEST CORP COM 952355204 2320 105256 SH DFND 17 105256 0 0 WEST CORP COM 952355204 1341 60771 SH DFND 21 6753 0 54018 WEST PHARMACEUTICAL SVSC INC COM 955306105 20830 279593 SH DFND 17 228519 0 51074 WEST PHARMACEUTICAL SVSC INC COM 955306105 357 4813 SH DFND 21 2963 0 1850 WESTAR ENERGY INC COM 95709T100 278 4903 SH DFND 17 4903 0 0 WESTAR ENERGY INC COM 95709T100 120 2122 SH DFND 20 2122 0 0 WESTAR ENERGY INC COM 95709T100 14296 251954 SH DFND 21 246582 0 5372 WESTERN ALLIANCE BANCORP COM 957638109 24861 662243 SH DFND 17 536422 0 125821 WESTERN ALLIANCE BANCORP COM 957638109 2616 70584 SH DFND 21 62968 0 7616 WESTERN ASSET MTG CAP CORP COM 95790D105 83 7998 SH DFND 17 7998 0 0 WESTERN ASSET MTG CAP CORP COM 95790D105 255 24480 SH DFND 21 24480 0 0 WESTERN DIGITAL CORP COM 958102105 52885 904483 SH DFND 17 851202 0 53281 WESTERN DIGITAL CORP COM 958102105 90 1540 SH DFND 20 1540 0 0 WESTERN DIGITAL CORP COM 958102105 40770 698993 SH DFND 21 440066 0 258927 WESTERN DIGITAL CORP COM 958102105 52 881 SH DFND 25 881 0 0 WESTERN REFNG INC COM 959319104 1519 57389 SH DFND 17 57389 0 0 WESTERN REFNG INC COM 959319104 14142 551269 SH DFND 21 229716 0 321553 WESTERN REFNG INC COM 959319104 20 743 SH DFND 25 743 0 0 WESTERN UN CO COM 959802109 611 29342 SH DFND 4 29342 0 0 WESTERN UN CO COM 959802109 3752 180213 SH DFND 17 179687 0 526 WESTERN UN CO COM 959802109 29067 1406148 SH DFND 21 1285390 0 120758 WESTERN UN CO COM 959802109 34 1616 SH DFND 25 1616 0 0 WESTLAKE CHEM CORP COM 960413102 1130 21193 SH DFND 21 4527 0 16666 WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 931 40765 SH DFND 17 35995 0 4770 WESTROCK CO COM 96145D105 13 270 SH DFND 17 0 0 270 WESTROCK CO COM 96145D105 459 9486 SH DFND 21 1205 0 8281 WEYERHAEUSER CO COM 962166104 347 10867 SH DFND 4 10867 0 0 WEYERHAEUSER CO COM 962166104 48 1488 SH DFND 17 678 0 810 WEYERHAEUSER CO COM 962166104 203 6382 SH DFND 21 6382 0 0 WEYERHAEUSER CO CALL 962166904 2169 67900 SH Call DFND 4 67900 0 0 WEYERHAEUSER CO PUT 962166954 19135 599100 SH Put DFND 4 599100 0 0 WHIRLPOOL CORP COM 963320106 9333 57555 SH DFND 3 57555 0 0 WHIRLPOOL CORP COM 963320106 10078 62451 SH DFND 17 59506 0 2945 WHIRLPOOL CORP COM 963320106 167 1029 SH DFND 20 1029 0 0 WHIRLPOOL CORP COM 963320106 48487 301323 SH DFND 21 182305 0 119018 WHITEWAVE FOODS CO COM 966244105 5701 104742 SH DFND 4 104742 0 0 WHITEWAVE FOODS CO COM 966244105 26725 491000 SH DFND 21 491000 0 0 WHITING PETE CORP NEW COM 966387102 44085 5044042 SH DFND 4 5044042 0 0 WHITING PETE CORP NEW COM 966387102 36823 4213132 SH DFND 17 4213132 0 0 WHITING PETE CORP NEW COM 966387102 2074 240000 SH DFND 21 240000 0 0 WHITING PETE CORP NEW COM 966387102 1016 117600 SH DFND 24 117600 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 14371 17505000 PRN DFND 17 17505000 0 0 WHITING PETE CORP NEW DBCV 1.250% 6/0 966387AU6 25558 26415000 PRN DFND 17 26415000 0 0 WHOLE FOODS MKT INC COM 966837106 5313 187400 SH DFND 3 187400 0 0 WHOLE FOODS MKT INC COM 966837106 10 344 SH DFND 17 0 0 344 WHOLE FOODS MKT INC COM 966837106 654 23344 SH DFND 21 23344 0 0 WILEY JOHN & SONS INC CL A 968223206 60 1170 SH DFND 17 1170 0 0 WILEY JOHN & SONS INC 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NV CL A N22035104 7147 992693 SH DFND 21 992693 0 0 FERRARI N V COM N3167Y103 6625 127720 SH DFND 17 123949 0 3771 FERRARI N V COM N3167Y103 6448 126598 SH DFND 21 99040 0 27558 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 2204 344347 SH DFND 17 38907 0 305440 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 6770 1102684 SH DFND 21 1002287 0 100397 FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 66586 1041810 SH DFND 17 1036935 0 4875 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 44616 1050195 SH DFND 17 1005325 0 44870 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1034 24300 SH DFND 21 24300 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 28805 357210 SH DFND 17 226922 0 130288 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 529 6560 SH DFND 20 6560 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 100976 1253654 SH DFND 21 1007727 0 245927 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 277 3435 SH DFND 25 3435 0 0 MYLAN N V SHS EURO N59465109 15845 414295 SH DFND 17 394380 0 19915 MYLAN N V SHS EURO N59465109 480 12604 SH DFND 20 12604 0 0 MYLAN N V SHS EURO N59465109 45455 1185775 SH DFND 21 827014 0 358761 MYLAN N V SHS EURO N59465109 2154 56000 SH DFND 24 56000 0 0 MYLAN N V SHS EURO N59465109 135 3532 SH DFND 25 3532 0 0 NXP SEMICONDUCTORS N V COM N6596X109 27784 272366 SH DFND 17 214021 0 58345 NXP SEMICONDUCTORS N V COM N6596X109 7989 80715 SH DFND 21 78485 0 2230 ORTHOFIX INTL N V COM N6748L102 1020 23850 SH DFND 17 9055 0 14795 QIAGEN NV REG SHS N72482107 1473 55190 SH DFND 17 55190 0 0 QIAGEN NV REG SHS N72482107 2625 96489 SH DFND 21 30000 0 66489 QIAGEN NV REG SHS N72482107 774 29000 SH DFND 24 29000 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1588 41036 SH DFND 21 41036 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2840 75000 SH DFND 24 75000 0 0 YANDEX N V SHS CLASS A N97284108 4354 204990 SH DFND 21 144990 0 60000 COPA HOLDINGS SA CL A P31076105 203 2305 SH DFND 17 2305 0 0 COPA HOLDINGS SA CL A P31076105 872 9931 SH DFND 21 9931 0 0 AUSTRALIA & NEW ZEALA BKG 14 DEBT 4.400% 5/1 Q0426RND6 6388 6000000 PRN DFND 20 6000000 0 0 PLANET PAYMENT INC SHS U72603118 3055 823336 SH DFND 17 799829 0 23507 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2553 34065 SH DFND 4 34065 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 41047 547856 SH DFND 17 455947 0 91909 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 126 1678 SH DFND 20 1678 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12814 171950 SH DFND 21 95513 0 76437 ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 2886 38500 SH Put DFND 4 38500 0 0 ARDMORE SHIPPING CORP COM Y0207T100 348 49456 SH DFND 17 0 0 49456 ARDMORE SHIPPING CORP COM Y0207T100 347 49352 SH DFND 21 0 0 49352 BROADCOM LTD SHS Y09827109 7452 43193 SH DFND 3 43193 0 0 BROADCOM LTD SHS Y09827109 195554 1133515 SH DFND 17 901038 0 232477 BROADCOM LTD SHS Y09827109 43430 251740 SH DFND 20 251740 0 0 BROADCOM LTD SHS Y09827109 29869 173160 SH DFND 21 154455 0 18705 DHT HOLDINGS INC SHS NEW Y2065G121 3218 768074 SH DFND 17 29120 0 738954 DHT HOLDINGS INC SHS NEW Y2065G121 3565 866150 SH DFND 21 353064 0 513086 DORIAN LPG LTD SHS USD Y2106R110 317 52759 SH DFND 17 0 0 52759 DORIAN LPG LTD SHS USD Y2106R110 50 8577 SH DFND 21 8577 0 0 FLEX LTD ORD Y2573F102 700 51382 SH DFND 17 51382 0 0 FLEX LTD ORD Y2573F102 175 12871 SH DFND 20 12871 0 0 FLEX LTD ORD Y2573F102 29687 2208392 SH DFND 21 1125482 0 1082910 GENER8 MARITIME INC COM Y26889108 458 92463 SH DFND 21 92463 0 0 SCORPIO TANKERS INC SHS Y7542C106 2654 573128 SH DFND 17 245062 0 328066 SCORPIO TANKERS INC SHS Y7542C106 4625 998969 SH DFND 21 998969 0 0 TEEKAY TANKERS LTD CL A Y8565N102 1051 415352 SH DFND 17 4060 0 411292 TEEKAY TANKERS LTD CL A Y8565N102 1037 414473 SH DFND 21 52608 0 361865