0001628280-16-016301.txt : 20160513 0001628280-16-016301.hdr.sgml : 20160513 20160513122510 ACCESSION NUMBER: 0001628280-16-016301 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160513 DATE AS OF CHANGE: 20160513 EFFECTIVENESS DATE: 20160513 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: 161647018 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 03-31-2016 03-31-2016 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: 05-12-2016 John Viggiano 011-49-89-1220-7522 /s/ John Viggiano MUNICH 2M 05-12-2016 7 4351 87459292 false 3 28-10770 NFJ Investment Group LLC 4 28-10952 Pacific Investment Management Company LLC 17 28-13991 Allianz Global Investors U.S. LLC 20 28-15015 Allianz Global Investors Asia Pacific Ltd 21 28-14962 Allianz Global Investors GmbH 24 28-15071 Allianz Global Investors Taiwan Ltd. 25 28-17306 Allianz Global Investors Japan Co. Ltd. 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AMERISOURCEBERGEN CORP COM 03073E105 12567 145199 SH DFND 17 117771 0 27428 AMERISOURCEBERGEN CORP COM 03073E105 31389 362665 SH DFND 21 266676 0 95989 AMERISOURCEBERGEN CORP COM 03073E105 72 827 SH DFND 25 827 0 0 AMERISOURCEBERGEN CORP CALL 03073E905 969 11200 SH Call DFND 4 11200 0 0 AMERISOURCEBERGEN CORP PUT 03073E955 5920 68400 SH Put DFND 4 68400 0 0 AMERIPRISE FINL INC COM 03076C106 166312 1769084 SH DFND 3 1767684 0 1400 AMERIPRISE FINL INC COM 03076C106 1174 12487 SH DFND 4 12487 0 0 AMERIPRISE FINL INC COM 03076C106 52539 558861 SH DFND 17 496391 0 62470 AMERIPRISE FINL INC COM 03076C106 22709 241556 SH DFND 21 223055 0 18501 AMERIPRISE FINL INC COM 03076C106 56 600 SH DFND 24 600 0 0 AMERIPRISE FINL INC PUT 03076C956 2219 23600 SH Put DFND 4 23600 0 0 AMERIS BANCORP COM 03076K108 20126 680404 SH DFND 17 608292 0 72112 AMERIS BANCORP COM 03076K108 135 4550 SH DFND 21 0 0 4550 AMERIGAS PARTNERS L P UNIT L P INT 030975106 38241 879700 SH DFND 3 854300 0 25400 AMETEK INC NEW COM 031100100 53359 1067613 SH DFND 17 846041 0 221572 AMETEK INC NEW COM 031100100 1316 26325 SH DFND 20 26325 0 0 AMETEK INC NEW COM 031100100 91361 1827959 SH DFND 21 1557707 0 270252 AMETEK INC NEW COM 031100100 6006 120172 SH DFND 24 120172 0 0 AMGEN INC COM 031162100 11053 73722 SH DFND 4 73722 0 0 AMGEN INC COM 031162100 240735 1605652 SH DFND 17 1471552 0 134100 AMGEN INC COM 031162100 189581 1264466 SH DFND 21 813447 0 451019 AMGEN INC COM 031162100 12999 86700 SH DFND 24 86700 0 0 AMGEN INC COM 031162100 367 2450 SH DFND 25 2450 0 0 AMGEN INC CALL 031162900 4288 28600 SH Call DFND 4 28600 0 0 AMGEN INC PUT 031162950 64620 431000 SH Put DFND 4 431000 0 0 AMPHENOL CORP NEW CL A 032095101 863 14933 SH DFND 4 14933 0 0 AMPHENOL CORP NEW CL A 032095101 96867 1675320 SH DFND 17 1662020 0 13300 AMPHENOL CORP NEW CL A 032095101 55699 963310 SH DFND 21 702723 0 260587 AMPHENOL CORP NEW PUT 032095951 7210 124700 SH Put DFND 4 124700 0 0 AMPLIFY SNACK BRANDS COM 03211L102 5623 392698 SH DFND 17 392698 0 0 AMSURG CORP COM 03232P405 26080 349595 SH DFND 17 267400 0 82195 AMSURG CORP COM 03232P405 20551 275486 SH DFND 21 136106 0 139380 AMSURG CORP COM 03232P405 42 557 SH DFND 25 557 0 0 AMSURG CORP PFD CNV SR A-1 % 03232P504 36043 252950 SH DFND 17 216395 0 36555 AMTRUST FINL SVCS INC COM 032359309 8970 346599 SH DFND 17 234891 0 111708 AMTRUST FINL SVCS INC COM 032359309 33569 1297119 SH DFND 21 1035153 0 261966 AMTRUST FINL SVCS INC COM 032359309 17 650 SH DFND 25 650 0 0 AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 39806 50547000 PRN DFND 17 43431000 0 7116000 ANACOR PHARMACEUTICALS INC COM 032420101 3815 71367 SH DFND 17 58717 0 12650 ANACOR PHARMACEUTICALS INC COM 032420101 855 16000 SH DFND 24 16000 0 0 ANADARKO PETE CORP COM 032511107 1944 41745 SH DFND 4 41745 0 0 ANADARKO PETE CORP COM 032511107 4678 100450 SH DFND 17 100450 0 0 ANADARKO PETE CORP COM 032511107 5528 118707 SH DFND 21 118495 0 212 ANADARKO PETE CORP UNIT 99/99/9999 032511404 9595 279500 SH DFND 17 279500 0 0 ANADARKO PETE CORP CALL 032511907 1122 24100 SH Call DFND 4 24100 0 0 ANADARKO PETE CORP PUT 032511957 8974 192700 SH Put DFND 4 192700 0 0 ANALOG DEVICES INC COM 032654105 593 10016 SH DFND 4 10016 0 0 ANALOG DEVICES INC COM 032654105 15011 253607 SH DFND 17 194077 0 59530 ANALOG DEVICES INC COM 032654105 3747 63313 SH DFND 21 29829 0 33484 ANALOG DEVICES INC CALL 032654905 1160 19600 SH Call DFND 4 19600 0 0 ANALOG DEVICES INC PUT 032654955 7920 133800 SH Put DFND 4 133800 0 0 ANCHOR BANCORP WIS INC DEL COM 03283P106 3807 84497 SH DFND 21 84497 0 0 ANDERSONS INC COM 034164103 42763 1361455 SH DFND 3 1329305 0 32150 ANGIES LIST INC COM 034754101 598 74130 SH DFND 17 0 0 74130 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2938 214600 SH DFND 17 214600 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 10726 783514 SH DFND 21 783514 0 0 ANNALY CAP MGMT INC COM 035710409 18292 1782813 SH DFND 4 1782813 0 0 ANNALY CAP MGMT INC COM 035710409 1324 129013 SH DFND 17 129013 0 0 ANNALY CAP MGMT INC COM 035710409 9620 937641 SH DFND 21 708425 0 229216 ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 563 155618 SH DFND 17 146591 0 9027 ANTERO RES CORP COM 03674X106 6987 280930 SH DFND 17 280930 0 0 ANTERO RES CORP COM 03674X106 721 29000 SH DFND 24 29000 0 0 ANTHEM INC COM 036752103 6602 47500 SH DFND 3 47500 0 0 ANTHEM INC COM 036752103 2493 17940 SH DFND 4 17940 0 0 ANTHEM INC COM 036752103 35770 257360 SH DFND 17 166173 0 91187 ANTHEM INC COM 036752103 143066 1029324 SH DFND 21 730317 0 299007 ANTHEM INC COM 036752103 277 1990 SH DFND 25 1990 0 0 ANTHEM INC UNIT 05/01/20188 036752202 219688 4705250 SH DFND 17 4472145 0 233105 ANTHEM INC CALL 036752903 3141 22600 SH Call DFND 4 22600 0 0 ANTHEM INC PUT 036752953 20862 150100 SH Put DFND 4 150100 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 406 87083 SH DFND 17 87083 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1378 295773 SH DFND 21 66359 0 229414 APACHE CORP COM 037411105 1249 25589 SH DFND 4 25589 0 0 APACHE CORP COM 037411105 1423 29155 SH DFND 17 29155 0 0 APACHE CORP COM 037411105 825 16902 SH DFND 21 16668 0 234 APACHE CORP CALL 037411905 347 7100 SH Call DFND 4 7100 0 0 APACHE CORP PUT 037411955 4500 92200 SH Put DFND 4 92200 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 9030 215929 SH DFND 4 215929 0 0 APOLLO INVT CORP COM 03761U106 176 31704 SH DFND 17 31704 0 0 APOLLO INVT CORP COM 03761U106 423 76281 SH DFND 21 76281 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 4880 299360 SH DFND 17 142389 0 156971 APOLLO COML REAL EST FIN INC COM 03762U105 12701 779192 SH DFND 21 422432 0 356760 APOLLO RESIDENTIAL MTG INC COM 03763V102 212 15823 SH DFND 17 15823 0 0 APOLLO RESIDENTIAL MTG INC COM 03763V102 682 50808 SH DFND 21 50808 0 0 APPLE INC COM 037833100 174632 1602277 SH DFND 3 1601177 0 1100 APPLE INC COM 037833100 50141 460055 SH DFND 4 460055 0 0 APPLE INC COM 037833100 917866 8421563 SH DFND 17 7032076 0 1389487 APPLE INC COM 037833100 8745 80236 SH DFND 20 80236 0 0 APPLE INC COM 037833100 736797 6760226 SH DFND 21 4962711 0 1797515 APPLE INC COM 037833100 131 1200 SH DFND 24 1200 0 0 APPLE INC COM 037833100 898 8236 SH DFND 25 8236 0 0 APPLE INC CALL 037833900 33220 304800 SH Call DFND 4 304800 0 0 APPLE INC PUT 037833950 316420 2903200 SH Put DFND 4 2903200 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 51108 1177600 SH DFND 3 1152500 0 25100 APPLIED INDL TECHNOLOGIES IN COM 03820C105 42 970 SH DFND 17 970 0 0 APPLIED GENETIC TECHNOL CORP COM 03820J100 710 50775 SH DFND 17 11020 0 39755 APPLIED MATLS INC COM 038222105 349 16457 SH DFND 4 16457 0 0 APPLIED MATLS INC COM 038222105 73451 3467960 SH DFND 17 2651035 0 816925 APPLIED MATLS INC COM 038222105 1860 87826 SH DFND 21 57805 0 30021 APPLIED MATLS INC CALL 038222905 460 21700 SH Call DFND 4 21700 0 0 APPLIED MATLS INC PUT 038222955 5458 257700 SH Put DFND 4 257700 0 0 APPLIED OPTOELECTRONICS INC COM 03823U102 307 20558 SH DFND 17 20558 0 0 APPLIED OPTOELECTRONICS INC COM 03823U102 1095 73409 SH DFND 21 73409 0 0 APTARGROUP INC COM 038336103 2399 30599 SH DFND 21 1260 0 29339 AQUA AMERICA INC COM 03836W103 18949 595512 SH DFND 17 595512 0 0 AQUA AMERICA INC COM 03836W103 3010 94589 SH DFND 21 83845 0 10744 AQUA AMERICA INC COM 03836W103 6396 201000 SH DFND 24 201000 0 0 ARAMARK COM 03852U106 18216 550000 SH DFND 4 550000 0 0 ARAMARK COM 03852U106 1461 44110 SH DFND 17 44110 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 27938 6100000 SH DFND 4 6100000 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 21243 4638170 SH DFND 17 4638170 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6401 176300 SH DFND 3 176300 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1323 36437 SH DFND 4 36437 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 44749 1232413 SH DFND 17 1081823 0 150590 ARCHER DANIELS MIDLAND CO COM 039483102 79497 2189405 SH DFND 21 1690634 0 498771 ARCHER DANIELS MIDLAND CO COM 039483102 96 2652 SH DFND 25 2652 0 0 ARCHER DANIELS MIDLAND CO CALL 039483902 1057 29100 SH Call DFND 4 29100 0 0 ARCHER DANIELS MIDLAND CO PUT 039483952 6398 176200 SH Put DFND 4 176200 0 0 ARCHROCK INC COM 03957W106 1004 125455 SH DFND 17 68160 0 57295 ARCHROCK INC COM 03957W106 102 12717 SH DFND 21 12717 0 0 ARGAN INC COM 04010E109 3405 96854 SH DFND 17 94519 0 2335 ARGAN INC COM 04010E109 1622 46132 SH DFND 21 13843 0 32289 ARES CAP CORP COM 04010L103 6527 439800 SH DFND 3 439800 0 0 ARES CAP CORP COM 04010L103 2564 172782 SH DFND 21 0 0 172782 ARES COML REAL ESTATE CORP COM 04013V108 825 75314 SH DFND 17 75314 0 0 ARISTA NETWORKS INC COM 040413106 4510 71480 SH DFND 17 71480 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 496 39550 SH DFND 17 2383 0 37167 ARLINGTON ASSET INVT CORP CL A NEW 041356205 1468 117150 SH DFND 21 58276 0 58874 ARLINGTON ASSET INVT CORP CL A NEW 041356205 18 1469 SH DFND 25 1469 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 806 37415 SH DFND 17 37415 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1634 75904 SH DFND 21 48010 0 27894 ARROW ELECTRS INC COM 042735100 13597 211094 SH DFND 17 108762 0 102332 ARROW ELECTRS INC COM 042735100 49631 770544 SH DFND 21 450059 0 320485 ARROW ELECTRS INC COM 042735100 148 2299 SH DFND 25 2299 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 49421 1602500 SH DFND 3 1571800 0 30700 ASBURY AUTOMOTIVE GROUP INC COM 043436104 3709 61986 SH DFND 17 61986 0 0 ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 14175 23730000 PRN DFND 17 23730000 0 0 ASHLAND INC NEW COM 044209104 19286 175392 SH DFND 17 172662 0 2730 ASHLAND INC NEW COM 044209104 4187 38078 SH DFND 21 26484 0 11594 ASPEN TECHNOLOGY INC COM 045327103 1044 28885 SH DFND 17 19820 0 9065 ASSOCIATED BANC CORP COM 045487105 502 27976 SH DFND 21 18991 0 8985 ASSURANT INC COM 04621X108 6033 78200 SH DFND 3 78200 0 0 ASSURANT INC COM 04621X108 2546 33002 SH DFND 17 33002 0 0 ASSURANT INC COM 04621X108 34817 451288 SH DFND 21 431430 0 19858 ASTRAZENECA PLC SPONSORED ADR 046353108 7099 252112 SH DFND 17 252112 0 0 ATLAS AIR WORLDWIDE HLDGS 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PROCESSING IN COM 053015103 60706 676690 SH DFND 17 504978 0 171712 AUTOMATIC DATA PROCESSING IN COM 053015103 274 3056 SH DFND 21 2900 0 156 AUTOMATIC DATA PROCESSING IN CALL 053015903 4180 46600 SH Call DFND 4 46600 0 0 AUTOMATIC DATA PROCESSING IN PUT 053015953 21450 239100 SH Put DFND 4 239100 0 0 AUTONATION INC COM 05329W102 598 12820 SH DFND 17 12820 0 0 AUTONATION INC COM 05329W102 7977 170892 SH DFND 21 156993 0 13899 AUTOZONE INC COM 053332102 1037 1302 SH DFND 4 1302 0 0 AUTOZONE INC COM 053332102 14293 17941 SH DFND 21 14102 0 3839 AUTOZONE INC CALL 053332902 558 700 SH Call DFND 4 700 0 0 AUTOZONE INC PUT 053332952 9321 11700 SH Put DFND 4 11700 0 0 AVALONBAY CMNTYS INC COM 053484101 24770 130229 SH DFND 4 130229 0 0 AVALONBAY CMNTYS INC COM 053484101 4002 21042 SH DFND 17 21042 0 0 AVALONBAY CMNTYS INC COM 053484101 37296 196090 SH DFND 21 196030 0 60 AVALONBAY CMNTYS INC CALL 053484901 1978 10400 SH Call DFND 4 10400 0 0 AVALONBAY CMNTYS INC PUT 053484951 14075 74000 SH Put DFND 4 74000 0 0 AVANGRID INC COM 05351W103 2610 65071 SH DFND 21 65071 0 0 AVERY DENNISON CORP COM 053611109 30 420 SH DFND 3 420 0 0 AVERY DENNISON CORP COM 053611109 2439 33828 SH DFND 17 9928 0 23900 AVERY DENNISON CORP COM 053611109 6411 88905 SH DFND 21 73413 0 15492 AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 24 4800 SH DFND 17 4800 0 0 AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 36 7258 SH DFND 21 0 0 7258 AVINGER INC COM 053734109 697 72800 SH DFND 17 68489 0 4311 AVISTA CORP COM 05379B107 5302 130013 SH DFND 17 18337 0 111676 AVISTA CORP COM 05379B107 8643 211943 SH DFND 21 112851 0 99092 AVNET INC COM 053807103 8031 181280 SH DFND 3 181280 0 0 AVNET INC COM 053807103 8391 189406 SH DFND 17 145006 0 44400 AVNET INC COM 053807103 22305 503497 SH DFND 21 470188 0 33309 AXSOME THERAPEUTICS INC COM 05464T104 1025 119240 SH DFND 17 119240 0 0 BB&T CORP COM 054937107 6106 183530 SH DFND 3 183530 0 0 BB&T CORP COM 054937107 1572 47252 SH DFND 4 47252 0 0 BB&T CORP COM 054937107 582 17483 SH DFND 17 17483 0 0 BB&T CORP COM 054937107 2602 78213 SH DFND 21 41292 0 36921 BB&T CORP CALL 054937907 2192 65900 SH Call DFND 4 65900 0 0 BB&T CORP PUT 054937957 7492 225200 SH Put DFND 4 225200 0 0 BB&T CORP PUT 054937957 333 10000 SH Put DFND 21 10000 0 0 B & G FOODS INC NEW COM 05508R106 450 12933 SH DFND 17 12933 0 0 B & G FOODS INC NEW COM 05508R106 3975 114186 SH DFND 21 80101 0 34085 BCE INC COM NEW 05534B760 10972 188975 SH DFND 17 125502 0 63473 BCE INC COM NEW 05534B760 59260 1020663 SH DFND 21 638182 0 382481 BCE INC COM NEW 05534B760 81 1398 SH DFND 25 1398 0 0 BGC PARTNERS INC CL A 05541T101 1857 205171 SH DFND 21 122915 0 82256 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 27835 27365000 PRN DFND 17 27365000 0 0 BOK FINL CORP COM NEW 05561Q201 25852 473300 SH DFND 3 457200 0 16100 BOK FINL CORP COM NEW 05561Q201 98 1800 SH DFND 21 1800 0 0 BOFI HLDG INC COM 05566U108 5241 245590 SH DFND 17 66932 0 178658 BOFI HLDG INC COM 05566U108 12526 586994 SH DFND 21 586994 0 0 BWX TECHNOLOGIES INC COM 05605H100 1636 48750 SH DFND 17 24470 0 24280 BAIDU INC SPON ADR REP A 056752108 216 1132 SH DFND 1132 0 0 BAIDU INC SPON ADR REP A 056752108 1814 9505 SH DFND 17 7160 0 2345 BAIDU INC SPON ADR REP A 056752108 68910 361058 SH DFND 20 341326 0 19732 BAIDU INC SPON ADR REP A 056752108 9328 48870 SH DFND 21 48870 0 0 BAIDU INC SPON ADR REP A 056752108 2453 12850 SH DFND 24 12850 0 0 BAIDU INC SPON ADR REP A 056752108 954 5000 SH DFND 25 5000 0 0 BAKER HUGHES INC COM 057224107 1263 28827 SH DFND 4 28827 0 0 BAKER HUGHES INC COM 057224107 23896 545208 SH DFND 17 545208 0 0 BAKER HUGHES INC COM 057224107 4560 104031 SH DFND 21 103755 0 276 BAKER HUGHES INC CALL 057224907 241 5500 SH Call DFND 4 5500 0 0 BAKER HUGHES INC PUT 057224957 4278 97600 SH Put DFND 4 97600 0 0 BALL CORP COM 058498106 1288 18063 SH DFND 17 18063 0 0 BALL CORP COM 058498106 12636 177254 SH DFND 21 177152 0 102 BALL CORP PUT 058498956 4384 61500 SH Put DFND 21 61500 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 1082 145193 SH DFND 17 145193 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 3660 491243 SH DFND 21 491243 0 0 BANCO DE CHILE SPONSORED ADR 059520106 276 4284 SH DFND 21 4284 0 0 BANCO MACRO SA SPON ADR B 05961W105 319 4954 SH DFND 17 4954 0 0 BANCO MACRO SA SPON ADR B 05961W105 534 8290 SH DFND 21 8290 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 949 49022 SH DFND 17 49022 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1985 102604 SH DFND 21 83426 0 19178 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 372 79980 SH DFND 21 79980 0 0 BANC OF CALIFORNIA INC COM 05990K106 7746 442645 SH DFND 17 365114 0 77531 BANC OF CALIFORNIA INC COM 05990K106 459 26231 SH DFND 21 0 0 26231 BANK AMER CORP COM 060505104 94749 7008065 SH DFND 4 7008065 0 0 BANK AMER CORP COM 060505104 46281 3423139 SH DFND 17 3423139 0 0 BANK AMER CORP COM 060505104 67531 4994908 SH DFND 21 3904280 0 1090628 BANK AMER CORP COM 060505104 55 4100 SH DFND 24 4100 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 138130 121380 SH DFND 17 113320 0 8060 BANK AMER CORP CALL 060505904 6514 481800 SH Call DFND 4 481800 0 0 BANK AMER CORP PUT 060505954 25697 1900700 SH Put DFND 4 1900700 0 0 BANK MONTREAL QUE COM 063671101 912 11783 SH DFND 17 11783 0 0 BANK MONTREAL QUE COM 063671101 40809 527496 SH DFND 21 310289 0 217207 BANK OF THE OZARKS INC COM 063904106 24856 592230 SH DFND 17 521838 0 70392 BANK OF THE OZARKS INC COM 063904106 189 4500 SH DFND 21 0 0 4500 BANK NEW YORK MELLON CORP COM 064058100 6335 172000 SH DFND 3 172000 0 0 BANK NEW YORK MELLON CORP COM 064058100 2036 55289 SH DFND 4 55289 0 0 BANK NEW YORK MELLON CORP COM 064058100 10773 292498 SH DFND 17 290780 0 1718 BANK NEW YORK MELLON CORP COM 064058100 34939 948645 SH DFND 21 589581 0 359064 BANK NEW YORK MELLON CORP COM 064058100 16 445 SH DFND 25 445 0 0 BANK NEW YORK MELLON CORP CALL 064058900 2567 69700 SH Call DFND 4 69700 0 0 BANK NEW YORK MELLON CORP PUT 064058950 9848 267400 SH Put DFND 4 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SH DFND 21 488014 0 78514 CARNIVAL CORP CALL 143658900 765 14500 SH Call DFND 4 14500 0 0 CARNIVAL CORP PUT 143658950 8686 164600 SH Put DFND 4 164600 0 0 CARNIVAL PLC ADR 14365C103 2414 44473 SH DFND 21 0 0 44473 CARRIAGE SVCS INC COM 143905107 5245 242728 SH DFND 17 235228 0 7500 CARRIZO OIL & GAS INC COM 144577103 12368 400000 SH DFND 4 400000 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 6772 468950 SH DFND 17 456758 0 12192 CARTER INC COM 146229109 339 3220 SH DFND 17 3220 0 0 CARTER INC COM 146229109 1342 12737 SH DFND 21 4847 0 7890 CASEYS GEN STORES INC COM 147528103 669 5905 SH DFND 17 5905 0 0 CASEYS GEN STORES INC COM 147528103 7178 63342 SH DFND 21 17867 0 45475 CATALENT INC COM 148806102 13848 519251 SH DFND 17 367299 0 151952 CATERPILLAR INC DEL COM 149123101 747 9755 SH DFND 4 9755 0 0 CATERPILLAR INC DEL COM 149123101 1025 13386 SH DFND 21 13193 0 193 CATERPILLAR INC DEL CALL 149123901 3521 46000 SH Call DFND 4 46000 0 0 CATERPILLAR INC DEL PUT 149123951 14520 189700 SH Put DFND 4 189700 0 0 CATO CORP NEW CL A 149205106 3204 83100 SH DFND 17 0 0 83100 CATO CORP NEW CL A 149205106 2635 68348 SH DFND 21 44922 0 23426 CAVCO INDS INC DEL COM 149568107 8461 90535 SH DFND 17 90535 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 24678 415100 SH DFND 3 406900 0 8200 CEDAR FAIR L P DEPOSITRY UNIT 150185106 2571 43240 SH DFND 17 43240 0 0 CELADON GROUP INC COM 150838100 2593 247399 SH DFND 17 222314 0 25085 CELADON GROUP INC COM 150838100 302 28813 SH DFND 21 0 0 28813 CELANESE CORP DEL COM SER A 150870103 200314 3058226 SH DFND 3 3058226 0 0 CELANESE CORP DEL COM SER A 150870103 45261 691008 SH DFND 17 691008 0 0 CELANESE CORP DEL COM SER A 150870103 7116 108647 SH DFND 21 41421 0 67226 CELESTICA INC SUB VTG SHS 15101Q108 1563 111758 SH DFND 17 27958 0 83800 CELESTICA INC SUB VTG SHS 15101Q108 2389 170790 SH DFND 21 100558 0 70232 CELGENE CORP COM 151020104 13682 136701 SH DFND 4 136701 0 0 CELGENE CORP COM 151020104 139739 1396131 SH DFND 17 1207658 0 188473 CELGENE CORP COM 151020104 46836 467942 SH DFND 21 374525 0 93417 CELGENE CORP COM 151020104 12351 123400 SH DFND 24 123400 0 0 CELGENE CORP CALL 151020904 3743 37400 SH Call DFND 4 37400 0 0 CELGENE CORP PUT 151020954 47843 478000 SH Put DFND 4 478000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 103 14164 SH DFND 21 14164 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 14599 14000000 PRN DFND 17 11915000 0 2085000 CEMPRA INC COM 15130J109 1756 100246 SH DFND 17 97303 0 2943 CENTENE CORP DEL COM 15135B101 5568 90428 SH DFND 17 28868 0 61560 CENTENE CORP DEL COM 15135B101 9102 147830 SH DFND 21 104960 0 42870 CENTENE CORP DEL PUT 15135B951 2186 35500 SH Put DFND 21 35500 0 0 CENTERPOINT ENERGY INC COM 15189T107 669 31976 SH DFND 17 28126 0 3850 CENTERPOINT ENERGY INC COM 15189T107 2444 116822 SH DFND 21 73248 0 43574 CENTERSTATE BANKS INC COM 15201P109 403 27080 SH DFND 17 27080 0 0 CENTERSTATE BANKS INC COM 15201P109 461 30988 SH DFND 21 0 0 30988 CENTRAL FD CDA LTD CL A 153501101 63651 4167600 SH DFND 3 4089800 0 77800 CENTRAL GARDEN & PET CO COM 153527106 490 29980 SH DFND 17 4520 0 25460 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 127 7816 SH DFND 17 7816 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1598 98124 SH DFND 21 57994 0 40130 CENTURY CMNTYS INC COM 156504300 1537 90044 SH DFND 17 84680 0 5364 CENTURYLINK INC COM 156700106 29572 925279 SH DFND 4 925279 0 0 CENTURYLINK INC COM 156700106 13156 411631 SH DFND 17 146137 0 265494 CENTURYLINK INC COM 156700106 64625 2022045 SH DFND 21 1796592 0 225453 CENTURYLINK INC CALL 156700906 1544 48300 SH Call DFND 4 48300 0 0 CENTURYLINK INC PUT 156700956 4816 150700 SH Put DFND 4 150700 0 0 CEPHEID DBCV 1.250% 2/0 15670RAC1 27189 30010000 PRN DFND 17 30010000 0 0 CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 15769 37545000 PRN DFND 17 37545000 0 0 CERNER CORP COM 156782104 600 11331 SH DFND 4 11331 0 0 CERNER CORP COM 156782104 9 164 SH DFND 21 0 0 164 CERNER CORP CALL 156782904 297 5600 SH Call DFND 4 5600 0 0 CERNER CORP PUT 156782954 2034 38400 SH Put DFND 4 38400 0 0 CEVA INC COM 157210105 3670 163111 SH DFND 17 159385 0 3726 CHARLES RIV LABS INTL INC COM 159864107 1210 15937 SH DFND 17 12677 0 3260 CHARLES RIV LABS INTL INC COM 159864107 956 12593 SH DFND 21 5084 0 7509 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 7713 8765000 PRN DFND 17 8765000 0 0 CHARTER COMMUNICATIONS INC D PUT 16117M955 5263 26000 SH Put DFND 21 26000 0 0 CHARTER FINL CORP MD COM 16122W108 344 25510 SH DFND 17 25510 0 0 CHEESECAKE FACTORY INC COM 163072101 25420 478815 SH DFND 17 406115 0 72700 CHEESECAKE FACTORY INC COM 163072101 271 5100 SH DFND 21 1500 0 3600 CHEMED CORP NEW COM 16359R103 4786 35332 SH DFND 17 9327 0 26005 CHEMED CORP NEW COM 16359R103 15305 112995 SH DFND 21 49367 0 63628 CHEMICAL FINL CORP PUT 163731952 642 18000 SH Put DFND 21 18000 0 0 CHEMOURS CO COM 163851108 552 78895 SH DFND 21 35070 0 43825 CHEMTURA CORP COM NEW 163893209 291 11033 SH DFND 21 11033 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 263 500000 PRN DFND 4 500000 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 86274 161260000 PRN DFND 17 151795000 0 9465000 CHEROKEE INC DEL NEW COM 16444H102 962 54048 SH DFND 17 50909 0 3139 CHESAPEAKE ENERGY CORP PUT 165167957 59793 14512900 SH Put DFND 4 14512900 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 128 312000 PRN DFND 4 312000 0 0 CHEVRON CORP NEW COM 166764100 196936 2064323 SH DFND 3 2062923 0 1400 CHEVRON CORP NEW COM 166764100 2328 24405 SH DFND 4 24405 0 0 CHEVRON CORP NEW COM 166764100 95626 1002369 SH DFND 17 979806 0 22563 CHEVRON CORP NEW COM 166764100 116058 1216541 SH DFND 21 836695 0 379846 CHEVRON CORP NEW COM 166764100 2251 23600 SH DFND 24 23600 0 0 CHEVRON CORP NEW COM 166764100 110 1156 SH DFND 25 1156 0 0 CHEVRON CORP NEW CALL 166764900 19805 207600 SH Call DFND 4 207600 0 0 CHEVRON CORP NEW PUT 166764950 63365 664200 SH Put DFND 4 664200 0 0 CHIASMA INC COM 16706W102 854 93228 SH DFND 17 90930 0 2298 CHILDRENS PL INC COM 168905107 215 2570 SH DFND 17 2570 0 0 CHIMERA INVT CORP COM NEW 16934Q208 6313 464546 SH DFND 17 212056 0 252490 CHIMERA INVT CORP COM NEW 16934Q208 14147 1040985 SH DFND 21 442421 0 598564 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 17255 311180 SH DFND 17 311180 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6839 123335 SH DFND 21 123335 0 0 CHINA MING YANG WIND PWR GRO SPONSORED ADR 16951C108 78 32370 SH DFND 21 0 0 32370 CHIPOTLE MEXICAN GRILL INC COM 169656105 994 2110 SH DFND 4 2110 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 8 18 SH DFND 21 0 0 18 CHIPOTLE MEXICAN GRILL INC PUT 169656955 1648 3500 SH Put DFND 4 3500 0 0 CHURCHILL DOWNS INC COM 171484108 20204 136622 SH DFND 17 122258 0 14364 CHURCHILL DOWNS INC COM 171484108 600 4057 SH DFND 21 3207 0 850 CHUYS HLDGS INC COM 171604101 1520 48928 SH DFND 17 48928 0 0 CIENA CORP COM NEW 171779309 588 30893 SH DFND 17 30893 0 0 CIENA CORP COM NEW 171779309 2068 108702 SH DFND 21 108702 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 16073 16485000 PRN DFND 17 16485000 0 0 CINCINNATI FINL CORP COM 172062101 1174 17963 SH DFND 21 17836 0 127 CINEMARK HOLDINGS INC COM 17243V102 1587 44298 SH DFND 17 44298 0 0 CINEMARK HOLDINGS INC COM 17243V102 17492 488208 SH DFND 21 480551 0 7657 CIRRUS LOGIC INC COM 172755100 4128 113384 SH DFND 17 94436 0 18948 CIRRUS LOGIC INC COM 172755100 38418 1055141 SH DFND 21 893827 0 161314 CIRRUS LOGIC INC COM 172755100 43 1189 SH DFND 25 1189 0 0 CISCO SYS INC COM 17275R102 201042 7061521 SH DFND 3 7057221 0 4300 CISCO SYS INC COM 17275R102 37799 1327695 SH DFND 4 1327695 0 0 CISCO SYS INC COM 17275R102 305923 10745453 SH DFND 17 8724157 0 2021296 CISCO SYS INC COM 17275R102 232019 8149587 SH DFND 21 5604490 0 2545097 CISCO SYS INC COM 17275R102 46 1600 SH DFND 24 1600 0 0 CISCO SYS INC COM 17275R102 432 15164 SH DFND 25 15164 0 0 CISCO SYS INC CALL 17275R902 11664 409700 SH Call DFND 4 409700 0 0 CISCO SYS INC PUT 17275R952 32564 1143800 SH Put DFND 4 1143800 0 0 CINTAS CORP COM 172908105 2573 28644 SH DFND 17 28644 0 0 CINTAS CORP COM 172908105 27214 303023 SH DFND 21 297735 0 5288 CITIGROUP INC COM NEW 172967424 193494 4634577 SH DFND 3 4631377 0 3200 CITIGROUP INC COM NEW 172967424 126630 3033055 SH DFND 4 3032155 0 900 CITIGROUP INC COM NEW 172967424 105114 2517712 SH DFND 17 2252095 0 265617 CITIGROUP INC COM NEW 172967424 6780 162400 SH DFND 20 162400 0 0 CITIGROUP INC COM NEW 172967424 211872 5074781 SH DFND 21 3953566 0 1121215 CITIGROUP INC COM NEW 172967424 209 5000 SH DFND 24 5000 0 0 CITIGROUP INC COM NEW 172967424 187 4473 SH DFND 25 4473 0 0 CITIGROUP INC CALL 172967904 3428 82100 SH Call DFND 4 82100 0 0 CITIGROUP INC PUT 172967954 57573 1379000 SH Put DFND 4 1379000 0 0 CITI TRENDS INC COM 17306X102 1265 70954 SH DFND 17 70954 0 0 CITI TRENDS INC COM 17306X102 116 6500 SH DFND 21 0 0 6500 CITIZENS FINL GROUP INC COM 174610105 18036 860900 SH DFND 4 860900 0 0 CITIZENS FINL GROUP INC COM 174610105 45 2160 SH DFND 17 0 0 2160 CITRIX SYS INC COM 177376100 906 11528 SH DFND 17 9603 0 1925 CITRIX SYS INC COM 177376100 2696 34305 SH DFND 21 15191 0 19114 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 38787 35650000 PRN DFND 17 30940000 0 4710000 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1632 1500000 PRN DFND 21 1500000 0 0 CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 4327 190935 SH DFND 17 190935 0 0 CLEARWATER PAPER CORP COM 18538R103 310 6400 SH DFND 21 6400 0 0 CLIFFS NAT RES INC PUT 18683K951 4500 1500000 SH Put DFND 4 1500000 0 0 CLIFTON BANCORP INC COM 186873105 285 18835 SH DFND 17 18835 0 0 CLOROX CO DEL COM 189054109 861 6833 SH DFND 4 6833 0 0 CLOROX CO DEL COM 189054109 184 1460 SH DFND 17 0 0 1460 CLOROX CO DEL COM 189054109 770 6108 SH DFND 21 6045 0 63 CLOROX CO DEL CALL 189054909 315 2500 SH Call DFND 4 2500 0 0 CLOROX CO DEL PUT 189054959 4210 33400 SH Put DFND 4 33400 0 0 CLOVIS ONCOLOGY INC COM 189464100 2901 151084 SH DFND 17 123774 0 27310 CLOVIS ONCOLOGY INC COM 189464100 672 35000 SH DFND 24 35000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 8839 13070000 PRN DFND 17 13070000 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 34371 70685000 PRN DFND 17 70685000 0 0 COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 10459 25855000 PRN DFND 17 25855000 0 0 COCA COLA CO COM 191216100 112 2408 SH DFND 4 2408 0 0 COCA COLA CO COM 191216100 91654 1975738 SH DFND 17 1932718 0 43020 COCA COLA CO COM 191216100 13485 290685 SH DFND 21 259544 0 31141 COCA COLA CO CALL 191216900 12915 278400 SH Call DFND 4 278400 0 0 COCA COLA CO PUT 191216950 50997 1099300 SH Put DFND 4 1099300 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 6170 121600 SH DFND 3 121600 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 8 157 SH DFND 21 0 0 157 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 657 7907 SH DFND 21 7907 0 0 COGNEX CORP COM 192422103 3615 92805 SH DFND 17 71295 0 21510 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1315 20976 SH DFND 4 20976 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 48853 779149 SH DFND 17 658198 0 120951 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2039 32520 SH DFND 21 22688 0 9832 COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 1066 17000 SH Call DFND 4 17000 0 0 COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 13205 210600 SH Put DFND 4 210600 0 0 COLGATE PALMOLIVE CO COM 194162103 1840 26044 SH DFND 4 26044 0 0 COLGATE PALMOLIVE CO COM 194162103 16131 228317 SH DFND 17 228317 0 0 COLGATE PALMOLIVE CO COM 194162103 35888 507962 SH DFND 21 257081 0 250881 COLGATE PALMOLIVE CO COM 194162103 367 5200 SH DFND 24 5200 0 0 COLGATE PALMOLIVE CO CALL 194162903 3045 43100 SH Call DFND 4 43100 0 0 COLGATE PALMOLIVE CO PUT 194162953 26077 369100 SH Put DFND 4 369100 0 0 COLONY CAP INC CL A 19624R106 32867 1959854 SH DFND 4 1959854 0 0 COLONY CAP INC CL A 19624R106 177 10553 SH DFND 17 10553 0 0 COLONY STARWOOD HOMES COM 19625X102 3260 131717 SH DFND 4 131717 0 0 COLUMBIA PIPELINE GROUP INC COM 198280109 13827 550863 SH DFND 4 550863 0 0 COLUMBIA PIPELINE GROUP INC COM 198280109 8942 356272 SH DFND 21 356000 0 272 COLUMBUS MCKINNON CORP N Y COM 199333105 134 8501 SH DFND 17 8501 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 414 26242 SH DFND 21 10116 0 16126 COMFORT SYS USA INC COM 199908104 6652 209366 SH DFND 17 201911 0 7455 COMCAST CORP NEW CL A 20030N101 30368 497192 SH DFND 4 497192 0 0 COMCAST CORP NEW CL A 20030N101 411447 6736199 SH DFND 17 5511557 0 1224642 COMCAST CORP NEW CL A 20030N101 16262 266234 SH DFND 20 266234 0 0 COMCAST CORP NEW CL A 20030N101 249227 4080337 SH DFND 21 2824032 0 1256305 COMCAST CORP NEW CL A 20030N101 79 1300 SH DFND 24 1300 0 0 COMCAST CORP NEW CL A 20030N101 468 7655 SH DFND 25 7655 0 0 COMCAST CORP NEW CALL 20030N901 5228 85600 SH Call DFND 4 85600 0 0 COMCAST CORP NEW PUT 20030N951 62680 1026200 SH Put DFND 4 1026200 0 0 COMMERCIAL METALS CO COM 201723103 465 27400 SH DFND 17 0 0 27400 COMMERCIAL METALS CO COM 201723103 3571 210402 SH DFND 21 24034 0 186368 COMMUNITY HEALTH SYS INC NEW COM 203668108 351 18955 SH DFND 17 6255 0 12700 COMMUNITY HEALTH SYS INC NEW COM 203668108 360 19436 SH DFND 21 19436 0 0 COMMUNITY TR BANCORP INC COM 204149108 19374 548520 SH DFND 3 548520 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 716 316711 SH DFND 21 254454 0 62257 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 239 17153 SH DFND 21 17153 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 5472 829095 SH DFND 17 829095 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 434 65757 SH DFND 21 65757 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 96 12149 SH DFND 17 12149 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 927 117019 SH DFND 21 97274 0 19745 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 11860 1611361 SH DFND 21 1611361 0 0 COMPASS MINERALS INTL INC COM 20451N101 22470 317100 SH DFND 3 310600 0 6500 COMPASS MINERALS INTL INC COM 20451N101 18 258 SH DFND 17 258 0 0 COMPUTER SCIENCES CORP COM 205363104 21293 619173 SH DFND 17 493185 0 125988 COMPUTER SCIENCES CORP COM 205363104 11303 328684 SH DFND 21 292560 0 36124 CONAGRA FOODS INC COM 205887102 6131 137400 SH DFND 3 137400 0 0 CONAGRA FOODS INC COM 205887102 620 13906 SH DFND 4 13906 0 0 CONAGRA FOODS INC COM 205887102 2113 47351 SH DFND 17 43676 0 3675 CONAGRA FOODS INC COM 205887102 1051 23558 SH DFND 21 23294 0 264 CONAGRA FOODS INC CALL 205887902 1044 23400 SH Call DFND 4 23400 0 0 CONAGRA FOODS INC PUT 205887952 7951 178200 SH Put DFND 4 178200 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 2077 152050 SH DFND 17 148201 0 3849 CONCHO RES INC COM 20605P101 41896 414649 SH DFND 17 411334 0 3315 CONCHO RES INC COM 20605P101 1191 11783 SH DFND 21 11718 0 65 CONCHO RES INC COM 20605P101 1384 13700 SH DFND 24 13700 0 0 CONCHO RES INC PUT 20605P951 28291 280000 SH Put DFND 4 280000 0 0 CONCORDIA HEALTHCARE CORP COM 206519100 485 14873 SH DFND 17 14873 0 0 CONCORDIA HEALTHCARE CORP COM 206519100 4098 125682 SH DFND 21 64740 0 60942 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 168 13395 SH DFND 17 13395 0 0 CONNS INC COM 208242107 262 20994 SH DFND 21 18127 0 2867 CONOCOPHILLIPS COM 20825C104 5851 145300 SH DFND 3 145300 0 0 CONOCOPHILLIPS COM 20825C104 5235 129986 SH DFND 4 129986 0 0 CONOCOPHILLIPS COM 20825C104 2153 53460 SH DFND 17 53460 0 0 CONOCOPHILLIPS COM 20825C104 7703 191277 SH DFND 21 178289 0 12988 CONOCOPHILLIPS CALL 20825C904 3685 91500 SH Call DFND 4 91500 0 0 CONOCOPHILLIPS PUT 20825C954 19398 481700 SH Put DFND 4 481700 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 264 10255 SH DFND 17 10255 0 0 CONSOLIDATED EDISON INC COM 209115104 36 464 SH DFND 4 464 0 0 CONSOLIDATED EDISON INC COM 209115104 11947 155923 SH DFND 17 28082 0 127841 CONSOLIDATED EDISON INC COM 209115104 68174 889765 SH DFND 21 660901 0 228864 CONSOLIDATED EDISON INC COM 209115104 311 4055 SH DFND 25 4055 0 0 CONSOLIDATED EDISON INC CALL 209115904 1318 17200 SH Call DFND 4 17200 0 0 CONSOLIDATED EDISON INC PUT 209115954 8865 115700 SH Put DFND 4 115700 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1427 9445 SH DFND 4 9445 0 0 CONSTELLATION BRANDS INC CL A 21036P108 93301 617518 SH DFND 17 579639 0 37879 CONSTELLATION BRANDS INC CL A 21036P108 48893 323600 SH DFND 20 323600 0 0 CONSTELLATION BRANDS INC CL A 21036P108 18659 123495 SH DFND 21 28696 0 94799 CONSTELLATION BRANDS INC CL A 21036P108 5636 37300 SH DFND 24 37300 0 0 CONSTELLATION BRANDS INC CALL 21036P908 1843 12200 SH Call DFND 4 12200 0 0 CONSTELLATION BRANDS INC PUT 21036P958 17481 115700 SH Put DFND 4 115700 0 0 CONTINENTAL RESOURCES INC COM 212015101 29705 978417 SH DFND 17 967849 0 10568 CONTINENTAL RESOURCES INC COM 212015101 1825 60120 SH DFND 21 60000 0 120 CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1426 67700 SH DFND 17 67700 0 0 CONVERGYS CORP COM 212485106 42498 1530367 SH DFND 3 1503367 0 27000 CONVERGYS CORP COM 212485106 16432 591715 SH DFND 17 427083 0 164632 CONVERGYS CORP COM 212485106 46518 1675108 SH DFND 21 1313119 0 361989 CONVERGYS CORP COM 212485106 42 1516 SH DFND 25 1516 0 0 COOPER COS INC COM NEW 216648402 6991 45407 SH DFND 17 45407 0 0 COOPER COS INC COM NEW 216648402 1368 8885 SH DFND 21 8135 0 750 COOPER STD HLDGS INC COM 21676P103 15093 210086 SH DFND 17 189699 0 20387 COOPER STD HLDGS INC COM 21676P103 2548 35463 SH DFND 21 9654 0 25809 COOPER TIRE & RUBR CO COM 216831107 4782 129179 SH DFND 21 43782 0 85397 CORCEPT THERAPEUTICS INC COM 218352102 111 23720 SH DFND 17 0 0 23720 CORE MARK HOLDING CO INC COM 218681104 27571 338049 SH DFND 17 299193 0 38856 CORE MARK HOLDING CO INC COM 218681104 179 2200 SH DFND 21 0 0 2200 CORELOGIC INC COM 21871D103 141 4075 SH DFND 17 0 0 4075 CORELOGIC INC COM 21871D103 1169 33701 SH DFND 21 33701 0 0 CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 45785 45625000 PRN DFND 17 39275000 0 6350000 CORNING INC COM 219350105 7040 337000 SH DFND 3 337000 0 0 CORNING INC COM 219350105 356 17041 SH DFND 4 17041 0 0 CORNING INC COM 219350105 94871 4541443 SH DFND 17 3912928 0 628515 CORNING INC COM 219350105 37941 1816247 SH DFND 21 1070654 0 745593 CORNING INC CALL 219350905 401 19200 SH Call DFND 4 19200 0 0 CORNING INC PUT 219350955 5064 242400 SH Put DFND 4 242400 0 0 CORVUS PHARMACEUTICALS INC COM 221015100 1813 125000 SH DFND 17 125000 0 0 COSTCO WHSL CORP NEW COM 22160K105 3114 19764 SH DFND 4 19764 0 0 COSTCO WHSL CORP NEW COM 22160K105 249977 1586348 SH DFND 17 1475996 0 110352 COSTCO WHSL CORP NEW COM 22160K105 49187 312139 SH DFND 21 310202 0 1937 COSTCO WHSL CORP NEW CALL 22160K905 4712 29900 SH Call DFND 4 29900 0 0 COSTCO WHSL CORP NEW PUT 22160K955 46486 295000 SH Put DFND 4 295000 0 0 COTT CORP QUE COM 22163N106 9685 547026 SH DFND 17 547026 0 0 COUSINS PPTYS INC COM 222795106 29315 2824200 SH DFND 3 2773900 0 50300 COUSINS PPTYS INC COM 222795106 1249 120314 SH DFND 17 120314 0 0 COVENANT TRANSN GROUP INC CL A 22284P105 1306 53988 SH DFND 17 50760 0 3228 COVENANT TRANSN GROUP INC CL A 22284P105 1333 55124 SH DFND 21 33871 0 21253 COWEN GROUP INC NEW CL A 223622101 119 31105 SH DFND 17 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SH DFND 4 16572 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 6392 73901 SH DFND 17 68676 0 5225 CROWN CASTLE INTL CORP NEW COM 22822V101 41447 479158 SH DFND 21 478973 0 185 CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 44344 413660 SH DFND 17 413660 0 0 CROWN CASTLE INTL CORP NEW CALL 22822V901 2396 27700 SH Call DFND 4 27700 0 0 CROWN CASTLE INTL CORP NEW PUT 22822V951 13840 160000 SH Put DFND 4 160000 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4751 107335 SH DFND 17 107335 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 9706 219300 SH DFND 20 219300 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 531 12000 SH DFND 24 12000 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 18531 14405000 PRN DFND 17 14405000 0 0 CUBESMART COM 229663109 12425 373110 SH DFND 4 373110 0 0 CUBESMART COM 229663109 24065 722674 SH DFND 17 588939 0 133735 CUBESMART COM 229663109 253 7600 SH DFND 21 0 0 7600 CULLEN FROST BANKERS INC COM 229899109 26921 488500 SH DFND 3 471700 0 16800 CULLEN 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GUIDEWIRE SOFTWARE INC COM 40171V100 26209 481079 SH DFND 17 452179 0 28900 GUIDEWIRE SOFTWARE INC COM 40171V100 106 1950 SH DFND 21 0 0 1950 GULFPORT ENERGY CORP COM NEW 402635304 4767 168198 SH DFND 21 0 0 168198 HCA HOLDINGS INC COM 40412C101 28816 369193 SH DFND 4 369193 0 0 HCA HOLDINGS INC COM 40412C101 10217 130898 SH DFND 17 82936 0 47962 HCA HOLDINGS INC COM 40412C101 8053 103181 SH DFND 21 52372 0 50809 HCA HOLDINGS INC CALL 40412C901 937 12000 SH Call DFND 4 12000 0 0 HCA HOLDINGS INC PUT 40412C951 9733 124700 SH Put DFND 4 124700 0 0 HCP INC COM 40414L109 5431 166700 SH DFND 3 166700 0 0 HCP INC COM 40414L109 976 29945 SH DFND 4 29945 0 0 HCP INC COM 40414L109 13 384 SH DFND 17 384 0 0 HCP INC COM 40414L109 133 4080 SH DFND 21 3854 0 226 HCP INC PUT 40414L959 1919 58900 SH Put DFND 4 58900 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 217 3515 SH DFND 17 3515 0 0 HCI GROUP INC COM 40416E103 1005 30166 SH DFND 3 15381 0 14785 HD SUPPLY HLDGS INC COM 40416M105 16570 501070 SH 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0 729030 HEWLETT PACKARD ENTERPRISE C COM 42824C109 19385 1093359 SH DFND 21 861207 0 232152 HEWLETT PACKARD ENTERPRISE C CALL 42824C909 1023 57700 SH Call DFND 4 57700 0 0 HEWLETT PACKARD ENTERPRISE C PUT 42824C959 7322 413000 SH Put DFND 4 413000 0 0 HEXCEL CORP NEW COM 428291108 3913 89512 SH DFND 21 79879 0 9633 HEXCEL CORP NEW COM 428291108 8620 197200 SH DFND 24 197200 0 0 HILL ROM HLDGS INC COM 431475102 2714 53958 SH DFND 17 42213 0 11745 HILL ROM HLDGS INC COM 431475102 7760 154272 SH DFND 21 113761 0 40511 HILLENBRAND INC COM 431571108 34448 1150200 SH DFND 3 1150200 0 0 HILLENBRAND INC COM 431571108 168 5600 SH DFND 21 5600 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 11337 503430 SH DFND 4 498257 0 5173 HILTON WORLDWIDE HLDGS INC COM 43300A104 13 580 SH DFND 17 580 0 0 HOLLYFRONTIER CORP COM 436106108 5711 161700 SH DFND 3 161700 0 0 HOLLYFRONTIER CORP COM 436106108 5504 155846 SH DFND 17 11308 0 144538 HOLLYFRONTIER CORP COM 436106108 9667 273704 SH DFND 21 153486 0 120218 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0 5370000 ILLUMINA INC NOTE 6/1 452327AF6 5715 5500000 PRN DFND 21 2500000 0 3000000 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 80942 74870000 PRN DFND 17 74870000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 2270 2100000 PRN DFND 21 2100000 0 0 IMPAC MTG HLDGS INC COM NEW 45254P508 156 11235 SH DFND 17 0 0 11235 IMPAX LABORATORIES INC COM 45256B101 6591 205841 SH DFND 17 192751 0 13090 IMPAX LABORATORIES INC COM 45256B101 576 18000 SH DFND 24 18000 0 0 IMPERVA INC COM 45321L100 60534 1198686 SH DFND 17 945310 0 253376 INC RESH HLDGS INC CL A 45329R109 196 4750 SH DFND 17 0 0 4750 INC RESH HLDGS INC CL A 45329R109 570 13840 SH DFND 21 0 0 13840 INCONTACT INC COM 45336E109 3489 392465 SH DFND 17 382065 0 10400 INCYTE CORP COM 45337C102 22093 304854 SH DFND 17 263619 0 41235 INCYTE CORP COM 45337C102 6218 85800 SH DFND 24 85800 0 0 INCYTE CORP NOTE 0.375%11/1 45337CAM4 24526 17020000 PRN DFND 17 15280000 0 1740000 INDEPENDENCE CONTRACT DRIL I COM 453415309 943 197595 SH DFND 17 186053 0 11542 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SH DFND 17 22640 0 39016 INGLES MKTS INC CL A 457030104 2312 61644 SH DFND 21 45432 0 16212 INGRAM MICRO INC CL A 457153104 19563 544768 SH DFND 17 395052 0 149716 INGRAM MICRO INC CL A 457153104 7236 201515 SH DFND 21 174672 0 26843 INGREDION INC COM 457187102 64901 607740 SH DFND 3 597240 0 10500 INGREDION INC COM 457187102 32535 304668 SH DFND 17 281066 0 23602 INGREDION INC COM 457187102 14476 135555 SH DFND 21 44001 0 91554 INGREDION INC COM 457187102 6536 61200 SH DFND 24 61200 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1327 46320 SH DFND 21 41567 0 4753 INNOSPEC INC COM 45768S105 153 3524 SH DFND 17 3524 0 0 INNOSPEC INC COM 45768S105 227 5245 SH DFND 21 4162 0 1083 INPHI CORP COM 45772F107 18427 552685 SH DFND 17 506518 0 46167 INPHI CORP COM 45772F107 100 3000 SH DFND 21 0 0 3000 INNOPHOS HOLDINGS INC COM 45774N108 25387 821320 SH DFND 3 803920 0 17400 INNOPHOS HOLDINGS INC COM 45774N108 1379 44628 SH DFND 21 3050 0 41578 INSTEEL INDUSTRIES INC COM 45774W108 66 2152 SH DFND 17 2152 0 0 INSTEEL INDUSTRIES INC COM 45774W108 912 29844 SH DFND 21 29844 0 0 INSPERITY INC COM 45778Q107 1502 29037 SH DFND 17 23280 0 5757 INSPERITY INC COM 45778Q107 9369 181112 SH DFND 21 134080 0 47032 INSPERITY INC COM 45778Q107 77 1498 SH DFND 25 1498 0 0 INOGEN INC COM 45780L104 13965 310462 SH DFND 17 306287 0 4175 INSTALLED BLDG PRODS INC COM 45780R101 17732 666352 SH DFND 17 581928 0 84424 INSTALLED BLDG PRODS INC COM 45780R101 100 3750 SH DFND 21 0 0 3750 INTEGRATED DEVICE TECHNOLOGY COM 458118106 7460 364977 SH DFND 17 334757 0 30220 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 34557 36750000 PRN DFND 17 31890000 0 4860000 INTEGRATED ELECTRICAL SVC COM 45811E301 973 66301 SH DFND 17 62294 0 4007 INTEL CORP COM 458140100 170485 5270027 SH DFND 3 5265827 0 4200 INTEL CORP COM 458140100 9540 294909 SH DFND 4 294909 0 0 INTEL CORP COM 458140100 331803 10256667 SH DFND 17 9207925 0 1048742 INTEL CORP COM 458140100 246398 7616634 SH DFND 21 5105190 0 2511444 INTEL CORP COM 458140100 55 1700 SH DFND 24 1700 0 0 INTEL CORP COM 458140100 405 12533 SH DFND 25 12533 0 0 INTEL CORP CALL 458140900 4856 150100 SH Call DFND 4 150100 0 0 INTEL CORP PUT 458140950 48654 1504000 SH Put DFND 4 1504000 0 0 INTEL CORP SDCV 12/1 458140AD2 509 400000 PRN DFND 4 400000 0 0 INTEL CORP SDCV 12/1 458140AD2 17640 14000000 PRN DFND 21 7000000 0 7000000 INTEL CORP SDCV 3.250% 8/0 458140AF7 190909 119430000 PRN DFND 17 112820000 0 6610000 INTELIQUENT INC COM 45825N107 24966 1555525 SH DFND 3 1495075 0 60450 INTELIQUENT INC COM 45825N107 201 12517 SH DFND 21 12517 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 1091 8495 SH DFND 17 8495 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 475 3700 SH DFND 24 3700 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 46373 45020000 PRN DFND 17 38795000 0 6225000 INTERCONTINENTAL EXCHANGE IN COM 45866F104 4864 20687 SH DFND 4 20687 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 30091 127969 SH DFND 17 126104 0 1865 INTERCONTINENTAL EXCHANGE IN COM 45866F104 45790 194735 SH DFND 21 189258 0 5477 INTERCONTINENTAL EXCHANGE IN CALL 45866F904 3245 13800 SH Call DFND 4 13800 0 0 INTERCONTINENTAL EXCHANGE IN PUT 45866F954 17024 72400 SH Put DFND 4 72400 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 34307 1391181 SH DFND 3 1391181 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 86 3500 SH DFND 21 3500 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 379771 2507567 SH DFND 3 2505767 0 1800 INTERNATIONAL BUSINESS MACHS COM 459200101 1276 8428 SH DFND 4 8428 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 173007 1142339 SH DFND 17 1082243 0 60096 INTERNATIONAL BUSINESS MACHS COM 459200101 29888 197345 SH DFND 21 162349 0 34996 INTERNATIONAL BUSINESS MACHS COM 459200101 91 600 SH DFND 24 600 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 37 246 SH DFND 25 246 0 0 INTERNATIONAL BUSINESS MACHS CALL 459200901 10556 69700 SH Call DFND 4 69700 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 63851 421600 SH Put DFND 4 421600 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 748 6573 SH DFND 17 6573 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 97018 852759 SH DFND 21 655447 0 197312 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 410 3600 SH DFND 24 3600 0 0 INTL PAPER CO COM 460146103 189122 4608241 SH DFND 3 4605141 0 3100 INTL PAPER CO COM 460146103 28845 702842 SH DFND 4 702842 0 0 INTL PAPER CO COM 460146103 42042 1024426 SH DFND 17 1018151 0 6275 INTL PAPER CO COM 460146103 17709 431516 SH DFND 21 289936 0 141580 INTL PAPER CO CALL 460146903 575 14000 SH Call DFND 4 14000 0 0 INTL PAPER CO PUT 460146953 3607 87900 SH Put DFND 4 87900 0 0 INTERPUBLIC GROUP COS INC COM 460690100 4207 183329 SH DFND 17 161709 0 21620 INTERPUBLIC GROUP COS INC COM 460690100 19023 828868 SH DFND 21 807078 0 21790 INTERSIL CORP CL A 46069S109 338 25310 SH DFND 21 25310 0 0 INTERSECT ENT INC COM 46071F103 2942 154840 SH DFND 17 151267 0 3573 INTL FCSTONE INC COM 46116V105 715 26756 SH DFND 17 4356 0 22400 INTL FCSTONE INC COM 46116V105 593 22198 SH DFND 21 22198 0 0 INTRA CELLULAR THERAPIES INC COM 46116X101 1097 39452 SH DFND 17 39452 0 0 INTRALINKS HLDGS INC COM 46118H104 1618 205315 SH DFND 17 205315 0 0 INTUIT COM 461202103 871 8377 SH DFND 4 8377 0 0 INTUIT COM 461202103 83617 803932 SH DFND 17 615377 0 188555 INTUIT COM 461202103 35001 336516 SH DFND 21 232329 0 104187 INTUIT CALL 461202903 1508 14500 SH Call DFND 4 14500 0 0 INTUIT PUT 461202953 10515 101100 SH Put DFND 4 101100 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 322 535 SH DFND 4 535 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 22785 37908 SH DFND 17 36973 0 935 INTUITIVE SURGICAL INC COM NEW 46120E602 465 774 SH DFND 21 747 0 27 INTUITIVE SURGICAL INC PUT 46120E952 3666 6100 SH Put DFND 4 6100 0 0 IRADIMED CORP COM 46266A109 1305 68102 SH DFND 17 63960 0 4142 IRON MTN INC NEW COM 46284V101 59343 1750000 SH DFND 4 1750000 0 0 IRON MTN INC NEW COM 46284V101 1028 30328 SH DFND 17 30328 0 0 IRON MTN INC NEW COM 46284V101 6 169 SH DFND 21 0 0 169 ISHARES GLB GLD MINR ETF 464286335 3079 359700 SH DFND 24 0 0 359700 ISHARES MSCI WORLD ETF 464286392 8890 128153 SH DFND 25 128153 0 0 ISHARES MSCI BRZ CAP ETF 464286400 526 20000 SH DFND 24 20000 0 0 ISHARES EM MK MINVOL ETF 464286533 352 6859 SH DFND 17 6859 0 0 ISHARES EM MK MINVOL ETF 464286533 14897 290000 SH DFND 25 290000 0 0 ISHARES MSCI BRIC INDX 464286657 470 15838 SH DFND 0 0 15838 ISHARES MSCI TAIWAN ETF 464286731 651 47000 SH DFND 26900 0 20100 ISHARES MSCI STH KOR ETF 464286772 1829 34626 SH DFND 17 34626 0 0 ISHARES MSCI JAPAN ETF 464286848 456 40000 SH DFND 24 40000 0 0 ISHARES TR TIPS BD ETF 464287176 707 6170 SH DFND 3400 0 2770 ISHARES TR CORE S&P500 ETF 464287200 27071 131000 SH DFND 24 0 0 131000 ISHARES TR CORE US AGGBD ET 464287226 32 285 SH DFND 17 285 0 0 ISHARES TR CORE US AGGBD ET 464287226 332 3000 SH DFND 24 3000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 260 7600 SH DFND 7600 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 360 10500 SH DFND 17 10500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4829 141000 SH DFND 24 141000 0 0 ISHARES TR IBOXX INV CP ETF 464287242 523 4400 SH DFND 2200 0 2200 ISHARES TR IBOXX INV CP ETF 464287242 196654 1655060 SH DFND 4 1655060 0 0 ISHARES TR IBOXX INV CP ETF 464287242 11418 96097 SH DFND 17 96097 0 0 ISHARES TR IBOXX INV CP ETF 464287242 6250 52600 SH DFND 24 52600 0 0 ISHARES TR IBOXX INV CP ETF 464287242 16872 142000 SH DFND 25 142000 0 0 ISHARES TR GLOBAL TECH ETF 464287291 7199 72100 SH DFND 24 0 0 72100 ISHARES TR LATN AMER 40 ETF 464287390 13196 524500 SH DFND 24 0 0 524500 ISHARES TR S&P 500 VAL ETF 464287408 719 8000 SH DFND 17 8000 0 0 ISHARES TR 20 YR TR BD ETF 464287432 2090 16000 SH DFND 9500 0 6500 ISHARES TR 20 YR TR BD ETF 464287432 131 1000 SH DFND 4 1000 0 0 ISHARES TR 20 YR TR BD ETF 464287432 4 33 SH DFND 17 33 0 0 ISHARES TR 20 YR TR BD ETF 464287432 28604 219000 SH DFND 24 0 0 219000 ISHARES TR 1-3 YR TR BD ETF 464287457 986 11600 SH DFND 11600 0 0 ISHARES TR 1-3 YR TR BD ETF 464287457 7 80 SH DFND 17 80 0 0 ISHARES TR MSCI EAFE ETF 464287465 34531 604434 SH DFND 4 604434 0 0 ISHARES TR MSCI EAFE ETF 464287465 51882 907654 SH DFND 17 907654 0 0 ISHARES TR NASDQ BIOTEC ETF 464287556 261 1000 SH DFND 17 0 0 1000 ISHARES TR NASDQ BIOTEC ETF 464287556 443 1700 SH DFND 24 1700 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 385 3894 SH DFND 17 3894 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 1408 15113 SH DFND 17 15113 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 5671 51265 SH DFND 17 51265 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 935 8450 SH DFND 24 8450 0 0 ISHARES TR U.S. TECH ETF 464287721 14170 130600 SH DFND 24 0 0 130600 ISHARES TR PUT 464287954 603642 17637200 SH Put DFND 4 17637200 0 0 ISHARES TR PUT 464287954 5990 174900 SH Put DFND 21 174900 0 0 ISHARES TR PUT 464287955 177694 2034288 SH Put DFND 4 2034288 0 0 ISHARES TR PUT 464287959 51567 662300 SH Put DFND 4 662300 0 0 ISHARES TR MSCI AC ASIA ETF 464288182 1093 20000 SH DFND 24 20000 0 0 ISHARES TR MSCI ACWI EX US 464288240 1191 30177 SH DFND 17 30177 0 0 ISHARES TR MSCI ACWI ETF 464288257 21583 385000 SH DFND 17 385000 0 0 ISHARES TR MSCI ACWI ETF 464288257 6223 111000 SH DFND 24 18000 0 93000 ISHARES TR JP MOR EM MK ETF 464288281 861 7800 SH DFND 4000 0 3800 ISHARES TR JP MOR EM MK ETF 464288281 10086 91398 SH DFND 17 91398 0 0 ISHARES TR JP MOR EM MK ETF 464288281 3311 30000 SH DFND 24 30000 0 0 ISHARES TR JP MOR EM MK ETF 464288281 58598 531015 SH DFND 25 531015 0 0 ISHARES TR INTL SEL DIV ETF 464288448 604 20836 SH DFND 17 20836 0 0 ISHARES TR IBOXX HI YD ETF 464288513 5481 67093 SH DFND 17 67093 0 0 ISHARES TR IBOXX HI YD ETF 464288513 2394 29300 SH DFND 25 29300 0 0 ISHARES TR MBS ETF 464288588 7015 64078 SH DFND 17 64078 0 0 ISHARES TR 3-7 YR TR BD ETF 464288661 13 100 SH DFND 17 100 0 0 ISHARES TR 3-7 YR TR BD ETF 464288661 2872 22800 SH DFND 24 22800 0 0 ISHARES TR U.S. PFD STK ETF 464288687 1456 37300 SH DFND 20800 0 16500 ISHARES TR CORE HIGH DV ETF 46429B663 1114 14277 SH DFND 17 14277 0 0 ISHARES TR EAFE MIN VOL ETF 46429B689 25144 378454 SH DFND 17 378454 0 0 ISHARES TR USA MIN VOL ETF 46429B697 27545 627011 SH DFND 17 627011 0 0 ISHARES TR USA MIN VOL ETF 46429B697 24645 561000 SH DFND 25 561000 0 0 ISHARES TR MSCI USA QLT FAC 46432F339 2353 35860 SH DFND 17100 0 18760 ISHARES TR MSCI USA QLT FAC 46432F339 2160 32913 SH DFND 17 32913 0 0 ISHARES TR MSCI USA QLT FAC 46432F339 22114 337000 SH DFND 25 337000 0 0 ISHARES TR MSCI USAVALFCT 46432F388 798 13000 SH DFND 7200 0 5800 ISHARES TR MSCI USAVALFCT 46432F388 19908 324500 SH DFND 25 324500 0 0 ISHARES TR MSCI USAMOMFCT 46432F396 1872 25613 SH DFND 17 25613 0 0 ISHARES TR MSCI USAMOMFCT 46432F396 22807 312000 SH DFND 25 312000 0 0 ISHARES INC CORE MSCI EMKT 46434G103 916 22000 SH DFND 24 22000 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 4383 510207 SH DFND 21 510207 0 0 J & J SNACK FOODS CORP COM 466032109 322 2970 SH DFND 17 2970 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 110 12735 SH DFND 21 12735 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 50448 52825000 PRN DFND 17 52825000 0 0 JPMORGAN CHASE & CO COM 46625H100 382407 6457391 SH DFND 3 6453391 0 4000 JPMORGAN CHASE & CO COM 46625H100 64758 1093514 SH DFND 4 1092689 0 825 JPMORGAN CHASE & CO COM 46625H100 176248 2976165 SH DFND 17 2907015 0 69150 JPMORGAN CHASE & CO COM 46625H100 246175 4156956 SH DFND 21 3185498 0 971458 JPMORGAN CHASE & CO COM 46625H100 95 1600 SH DFND 24 1600 0 0 JPMORGAN CHASE & CO COM 46625H100 408 6882 SH DFND 25 6882 0 0 JPMORGAN CHASE & CO CALL 46625H900 14035 237000 SH Call DFND 4 237000 0 0 JPMORGAN CHASE & CO PUT 46625H950 71591 1208900 SH Put DFND 4 1208900 0 0 JABIL CIRCUIT INC COM 466313103 4597 238574 SH DFND 17 152367 0 86207 JABIL CIRCUIT INC COM 466313103 26410 1370544 SH DFND 21 706110 0 664434 JABIL CIRCUIT INC COM 466313103 15 756 SH DFND 25 756 0 0 JACK IN THE BOX INC COM 466367109 545 8529 SH DFND 17 7364 0 1165 JACK IN THE BOX INC COM 466367109 1238 19389 SH DFND 21 13614 0 5775 JACOBS ENGR GROUP INC DEL COM 469814107 2004 46009 SH DFND 21 45940 0 69 JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 570 400000 PRN DFND 17 400000 0 0 JARDEN CORP COM 471109108 512 8685 SH DFND 17 8685 0 0 JARDEN CORP COM 471109108 11707 198593 SH DFND 21 194951 0 3642 JARDEN CORP NOTE 1.875% 9/1 471109AH1 16803 9030000 PRN DFND 17 7735000 0 1295000 JARDEN CORP NOTE 1.125% 3/1 471109AM0 44120 34835000 PRN DFND 17 29825000 0 5010000 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 37984 36725000 PRN DFND 17 36725000 0 0 JD COM INC SPON ADR CL A 47215P106 1752 66097 SH DFND 17 48732 0 17365 JD COM INC SPON ADR CL A 47215P106 318 12000 SH DFND 24 12000 0 0 JETBLUE AIRWAYS CORP COM 477143101 5965 282445 SH DFND 17 68604 0 213841 JETBLUE AIRWAYS CORP COM 477143101 47895 2267745 SH DFND 21 1388032 0 879713 JETBLUE AIRWAYS CORP COM 477143101 88 4161 SH DFND 25 4161 0 0 JIAYUAN COM INTL LTD SPONSORED ADR 477374102 2705 363045 SH DFND 21 363045 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 128 6100 SH DFND 17 4000 0 2100 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 558 26700 SH DFND 24 26700 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 1020 18085 SH DFND 17 6025 0 12060 JOHNSON & JOHNSON COM 478160104 196141 1812763 SH DFND 3 1812763 0 0 JOHNSON & JOHNSON COM 478160104 10767 99513 SH DFND 4 99513 0 0 JOHNSON & JOHNSON COM 478160104 146460 1353601 SH DFND 17 1028672 0 324929 JOHNSON & JOHNSON COM 478160104 352576 3258557 SH DFND 21 2101810 0 1156747 JOHNSON & JOHNSON COM 478160104 1655 15300 SH DFND 24 15300 0 0 JOHNSON & JOHNSON COM 478160104 600 5545 SH DFND 25 5545 0 0 JOHNSON & JOHNSON CALL 478160904 18297 169100 SH Call DFND 4 169100 0 0 JOHNSON & JOHNSON PUT 478160954 135737 1254500 SH Put DFND 4 1254500 0 0 JOHNSON CTLS INC COM 478366107 184 4721 SH DFND 4 4721 0 0 JOHNSON CTLS INC COM 478366107 95278 2444900 SH DFND 17 2428400 0 16500 JOHNSON CTLS INC COM 478366107 3149 80803 SH DFND 21 0 0 80803 JOHNSON CTLS INC CALL 478366907 2128 54600 SH Call DFND 4 54600 0 0 JOHNSON CTLS INC PUT 478366957 8749 224500 SH Put DFND 4 224500 0 0 JONES LANG LASALLE INC COM 48020Q107 470 4004 SH DFND 17 4004 0 0 JONES LANG LASALLE INC COM 48020Q107 1696 14460 SH DFND 21 6026 0 8434 JOY GLOBAL INC COM 481165108 13557 843600 SH DFND 17 840300 0 3300 JOY GLOBAL INC COM 481165108 3 180 SH DFND 21 0 0 180 J2 GLOBAL INC COM 48123V102 25492 413963 SH DFND 3 397385 0 16578 J2 GLOBAL INC COM 48123V102 18767 304755 SH DFND 17 243205 0 61550 J2 GLOBAL INC COM 48123V102 40032 650086 SH DFND 21 488360 0 161726 J2 GLOBAL INC COM 48123V102 104 1688 SH DFND 25 1688 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 27071 24865000 PRN DFND 17 21270000 0 3595000 JUNIPER NETWORKS INC COM 48203R104 6059 237500 SH DFND 3 237500 0 0 JUNIPER NETWORKS INC COM 48203R104 904 35430 SH DFND 17 23283 0 12147 JUNIPER NETWORKS INC COM 48203R104 33288 1304915 SH DFND 21 625855 0 679060 JUNIPER NETWORKS INC COM 48203R104 81 3161 SH DFND 25 3161 0 0 JUNO THERAPEUTICS INC COM 48205A109 3780 99235 SH DFND 17 81810 0 17425 KAR AUCTION SVCS INC COM 48238T109 1900 49823 SH DFND 17 47848 0 1975 KAR AUCTION SVCS INC COM 48238T109 17495 458708 SH DFND 21 269767 0 188941 KAR AUCTION SVCS INC COM 48238T109 20 514 SH DFND 25 514 0 0 KBR INC COM 48242W106 22948 1482400 SH DFND 3 1450200 0 32200 KBR INC COM 48242W106 515 33297 SH DFND 17 33297 0 0 KBR INC COM 48242W106 885 57166 SH DFND 21 12064 0 45102 KLA-TENCOR CORP COM 482480100 23159 318073 SH DFND 17 246572 0 71501 KLA-TENCOR CORP COM 482480100 15224 209087 SH DFND 21 209000 0 87 KKR & CO L P DEL COM UNITS 48248M102 5473 372600 SH DFND 3 372600 0 0 KKR & CO L P DEL COM UNITS 48248M102 187 12755 SH DFND 4 8311 0 4444 KT CORP SPONSORED ADR 48268K101 324 24157 SH DFND 21 24157 0 0 KADANT INC COM 48282T104 2316 51295 SH DFND 17 51295 0 0 KADANT INC COM 48282T104 644 14251 SH DFND 21 14251 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 31070 367516 SH DFND 17 275753 0 91763 KAISER ALUMINUM CORP COM PAR $0.01 483007704 5098 60299 SH DFND 21 52504 0 7795 KAMAN CORP COM 483548103 265 6215 SH DFND 17 6215 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 6491 75967 SH DFND 17 75967 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 7 82 SH DFND 21 0 0 82 KANSAS CITY SOUTHERN COM NEW 485170302 513 6000 SH DFND 24 6000 0 0 KATE SPADE & CO COM 485865109 22138 867484 SH DFND 17 742899 0 124585 KATE SPADE & CO COM 485865109 84 3300 SH DFND 21 0 0 3300 KB HOME NOTE 1.375% 2/0 48666KAS8 28966 31485000 PRN DFND 17 31235000 0 250000 KELLOGG CO COM 487836108 608 7941 SH DFND 4 7941 0 0 KELLOGG CO COM 487836108 5379 70265 SH DFND 17 70265 0 0 KELLOGG CO COM 487836108 13 175 SH DFND 21 0 0 175 KELLOGG CO COM 487836108 2526 33000 SH DFND 24 33000 0 0 KELLOGG CO CALL 487836908 965 12600 SH Call DFND 4 12600 0 0 KELLOGG CO PUT 487836958 8405 109800 SH Put DFND 4 109800 0 0 KEYCORP NEW COM 493267108 14031 1270900 SH DFND 3 1270900 0 0 KEYCORP NEW COM 493267108 7340 664879 SH DFND 17 579179 0 85700 KEYCORP NEW COM 493267108 9910 897631 SH DFND 21 789898 0 107733 KEYCORP NEW PUT 493267958 1104 100000 SH Put DFND 21 100000 0 0 KFORCE INC COM 493732101 1909 97522 SH DFND 17 97522 0 0 KILROY RLTY CORP COM 49427F108 6680 107964 SH DFND 4 107964 0 0 KILROY RLTY CORP COM 49427F108 12091 195429 SH DFND 17 159446 0 35983 KILROY RLTY CORP COM 49427F108 133 2150 SH DFND 21 0 0 2150 KIMBERLY CLARK CORP COM 494368103 1765 13124 SH DFND 4 13124 0 0 KIMBERLY CLARK CORP COM 494368103 10013 74440 SH DFND 17 74440 0 0 KIMBERLY CLARK CORP COM 494368103 1158 8610 SH DFND 21 8467 0 143 KIMBERLY CLARK CORP CALL 494368903 3551 26400 SH Call DFND 4 26400 0 0 KIMBERLY CLARK CORP PUT 494368953 19612 145800 SH Put DFND 4 145800 0 0 KINDER MORGAN INC DEL COM 49456B101 26156 1464506 SH DFND 4 1464506 0 0 KINDER MORGAN INC DEL COM 49456B101 9 500 SH DFND 17 500 0 0 KINDER MORGAN INC DEL COM 49456B101 20 1145 SH DFND 21 0 0 1145 KINDER MORGAN INC DEL PFD SER A 49456B200 87792 1946600 SH DFND 17 1811435 0 135165 KINDER MORGAN INC DEL CALL 49456B901 2199 123100 SH Call DFND 4 123100 0 0 KINDER MORGAN INC DEL PUT 49456B951 11729 656700 SH Put DFND 4 656700 0 0 KINDRED HEALTHCARE INC COM 494580103 14 1096 SH DFND 17 1096 0 0 KINDRED HEALTHCARE INC COM 494580103 544 44046 SH DFND 21 1989 0 42057 KINROSS GOLD CORP COM NO PAR 496902404 8133 1871514 SH DFND 21 1871514 0 0 KIRKLANDS INC COM 497498105 3870 221011 SH DFND 17 216311 0 4700 KIRKLANDS INC COM 497498105 2020 115380 SH DFND 21 106317 0 9063 KNOLL INC COM NEW 498904200 651 30058 SH DFND 17 12483 0 17575 KNOLL INC COM NEW 498904200 1613 74491 SH DFND 21 59508 0 14983 KOHLS CORP COM 500255104 6365 136550 SH DFND 17 18658 0 117892 KOHLS CORP COM 500255104 10718 229949 SH DFND 21 146638 0 83311 KONA GRILL INC COM 50047H201 1970 152119 SH DFND 17 147847 0 4272 KOREA ELECTRIC PWR SPONSORED ADR 500631106 149124 5791233 SH DFND 3 4062204 0 1729029 KOREA ELECTRIC PWR SPONSORED ADR 500631106 27837 1081052 SH DFND 17 1081052 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 406 15779 SH DFND 21 7879 0 7900 KORN FERRY INTL COM NEW 500643200 46995 1661188 SH DFND 3 1627449 0 33739 KORN FERRY INTL COM NEW 500643200 1182 41776 SH DFND 17 41776 0 0 KORN FERRY INTL COM NEW 500643200 3274 115744 SH DFND 21 74637 0 41107 KRAFT HEINZ CO COM 500754106 2917 37129 SH DFND 4 37129 0 0 KRAFT HEINZ CO COM 500754106 272 3460 SH DFND 17 0 0 3460 KRAFT HEINZ CO COM 500754106 25092 319400 SH DFND 20 319400 0 0 KRAFT HEINZ CO COM 500754106 996 12684 SH DFND 21 12379 0 305 KRAFT HEINZ CO CALL 500754906 1988 25300 SH Call DFND 4 25300 0 0 KRAFT HEINZ CO PUT 500754956 25210 320900 SH Put DFND 4 320900 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 193 11145 SH DFND 17 11145 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 906 52353 SH DFND 21 23401 0 28952 KROGER CO COM 501044101 13 335 SH DFND 3 335 0 0 KROGER CO COM 501044101 3218 84128 SH DFND 4 84128 0 0 KROGER CO COM 501044101 140979 3685721 SH DFND 17 3386275 0 299446 KROGER CO COM 501044101 152290 3981447 SH DFND 21 2695225 0 1286222 KROGER CO COM 501044101 2716 71000 SH DFND 24 71000 0 0 KROGER CO COM 501044101 285 7448 SH DFND 25 7448 0 0 KROGER CO CALL 501044901 757 19800 SH Call DFND 4 19800 0 0 KROGER CO PUT 501044951 14715 384700 SH Put DFND 4 384700 0 0 L BRANDS INC COM 501797104 2131 24267 SH DFND 4 24267 0 0 L BRANDS INC COM 501797104 2474 28172 SH DFND 17 28172 0 0 L BRANDS INC COM 501797104 31086 354017 SH DFND 21 352295 0 1722 L BRANDS INC CALL 501797904 1124 12800 SH Call DFND 4 12800 0 0 L BRANDS INC PUT 501797954 11635 132500 SH Put DFND 4 132500 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 3075 269000 SH DFND 17 5300 0 263700 LG DISPLAY CO LTD SPONS ADR REP 50186V102 156 13646 SH DFND 21 5898 0 7748 LHC GROUP INC COM 50187A107 207 5835 SH DFND 17 0 0 5835 LHC GROUP INC COM 50187A107 1415 39794 SH DFND 21 0 0 39794 LGI HOMES INC COM 50187T106 11923 492481 SH DFND 17 487068 0 5413 LKQ CORP COM 501889208 205 6435 SH DFND 17 0 0 6435 LKQ CORP COM 501889208 2645 82844 SH DFND 21 73930 0 8914 LKQ CORP COM 501889208 5396 169000 SH DFND 24 169000 0 0 LSI INDS INC COM 50216C108 2181 185647 SH DFND 17 174872 0 10775 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 8557 409217 SH DFND 17 374515 0 34702 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2244 107300 SH DFND 24 107300 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 42167 360000 SH DFND 4 360000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 12399 105859 SH DFND 17 54289 0 51570 LABORATORY CORP AMER HLDGS COM NEW 50540R409 46370 395881 SH DFND 21 313685 0 82196 LACLEDE GROUP INC COM 505597104 596 8802 SH DFND 17 8802 0 0 LACLEDE GROUP INC COM 505597104 8420 124282 SH DFND 21 109041 0 15241 LADDER CAP CORP CL A 505743104 97 7830 SH DFND 17 7830 0 0 LADDER CAP CORP CL A 505743104 212 17010 SH DFND 21 5764 0 11246 LAKE SHORE GOLD CORP COM 510728108 181 97490 SH DFND 17 0 0 97490 LAKE SHORE GOLD CORP COM 510728108 4341 2341379 SH DFND 21 940026 0 1401353 LAKE SHORE GOLD CORP COM 510728108 47 25377 SH DFND 25 25377 0 0 LAM RESEARCH CORP COM 512807108 18127 219450 SH DFND 3 219450 0 0 LAM RESEARCH CORP COM 512807108 172376 2086874 SH DFND 17 1682801 0 404073 LAM RESEARCH CORP COM 512807108 71450 865013 SH DFND 21 561960 0 303053 LAM RESEARCH CORP COM 512807108 253 3069 SH DFND 25 3069 0 0 LAM RESEARCH CORP PUT 512807958 8632 104500 SH Put DFND 21 104500 0 0 LANCASTER COLONY CORP COM 513847103 412 3730 SH DFND 17 3730 0 0 LANNET INC COM 516012101 276 15421 SH DFND 21 8700 0 6721 LAREDO PETROLEUM INC COM 516806106 6816 859550 SH DFND 17 859550 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 6401 252907 SH DFND 4 252907 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 41 1630 SH DFND 21 1630 0 0 LAUDER ESTEE COS INC CL A 518439104 632 6699 SH DFND 4 6699 0 0 LAUDER ESTEE COS INC CL A 518439104 1026 10876 SH DFND 17 10876 0 0 LAUDER ESTEE COS INC CL A 518439104 11131 118029 SH DFND 20 118029 0 0 LAUDER ESTEE COS INC CL A 518439104 128946 1367255 SH DFND 21 1094527 0 272728 LAUDER ESTEE COS INC CL A 518439104 377 4000 SH DFND 24 4000 0 0 LAUDER ESTEE COS INC CALL 518439904 1632 17300 SH Call DFND 4 17300 0 0 LAUDER ESTEE COS INC PUT 518439954 10129 107400 SH Put DFND 4 107400 0 0 LEAR CORP COM NEW 521865204 12266 110340 SH DFND 3 110340 0 0 LEAR CORP COM NEW 521865204 31359 282084 SH DFND 17 228563 0 53521 LEAR CORP COM NEW 521865204 63022 566898 SH DFND 21 320704 0 246194 LEAR CORP COM NEW 521865204 97 875 SH DFND 25 875 0 0 LEGG MASON INC COM 524901105 1931 55667 SH DFND 21 55564 0 103 LEIDOS HLDGS INC COM 525327102 2241 44541 SH DFND 21 44541 0 0 LEMAITRE VASCULAR INC COM 525558201 5504 354632 SH DFND 17 344342 0 10290 LENDINGCLUB CORP COM 52603A109 3902 470160 SH DFND 17 360477 0 109683 LENDINGTREE INC NEW COM 52603B107 16034 163981 SH DFND 17 162173 0 1808 LENNAR CORP CL A 526057104 3004 62114 SH DFND 21 61969 0 145 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 20612 390000 SH DFND 4 390000 0 0 LEVEL 3 COMMUNICATIONS INC CALL 52729N908 270 5100 SH Call DFND 4 5100 0 0 LEXMARK INTL INC CL A 529771107 1713 51256 SH DFND 21 29697 0 21559 LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 408 16159 SH DFND 21 0 0 16159 LIBERTY MEDIA CORP DELAWARE CL A 531229102 469 12150 SH DFND 17 12150 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 6 159 SH DFND 21 0 0 159 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 112553 112835000 PRN DFND 17 105505000 0 7330000 LIFEPOINT HEALTH INC COM 53219L109 3492 50421 SH DFND 17 7121 0 43300 LIFEPOINT HEALTH INC COM 53219L109 4193 60554 SH DFND 21 58722 0 1832 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 27706 258716 SH DFND 17 230885 0 27831 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 139 1300 SH DFND 21 0 0 1300 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 29979 20250000 PRN DFND 17 17425000 0 2825000 LILLY ELI & CO COM 532457108 10951 152072 SH DFND 4 152072 0 0 LILLY ELI & CO COM 532457108 16506 229212 SH DFND 17 211398 0 17814 LILLY ELI & CO COM 532457108 14469 200935 SH DFND 21 174823 0 26112 LILLY ELI & CO COM 532457108 16 224 SH DFND 25 224 0 0 LILLY ELI & CO CALL 532457908 3543 49200 SH Call DFND 4 49200 0 0 LILLY ELI & CO PUT 532457958 35983 499700 SH Put DFND 4 499700 0 0 LINCOLN NATL CORP IND COM 534187109 6284 160300 SH DFND 3 160300 0 0 LINCOLN NATL CORP IND COM 534187109 13569 346156 SH DFND 17 213724 0 132432 LINCOLN NATL CORP IND COM 534187109 29491 752310 SH DFND 21 483489 0 268821 LINEAR TECHNOLOGY CORP COM 535678106 278 6231 SH DFND 21 6100 0 131 LINKEDIN CORP COM CL A 53578A108 228 1990 SH DFND 17 0 0 1990 LINKEDIN CORP COM CL A 53578A108 897 7844 SH DFND 21 7780 0 64 LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 45911 50710000 PRN DFND 17 50265000 0 445000 LIONS GATE ENTMNT CORP COM NEW 535919203 1093 50000 SH DFND 21 50000 0 0 LINN ENERGY LLC PUT 536020950 1000 2800000 SH Put DFND 4 2800000 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 76 15065 SH DFND 21 15065 0 0 LIPOCINE INC NEW COM 53630X104 741 73045 SH DFND 17 68815 0 4230 LIQUIDITY SERVICES INC COM 53635B107 98 18940 SH DFND 17 0 0 18940 LITTELFUSE INC COM 537008104 595 4833 SH DFND 21 0 0 4833 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 49990 50885000 PRN DFND 17 43930000 0 6955000 LIVEPERSON INC COM 538146101 544 93000 SH DFND 17 0 0 93000 LOCKHEED MARTIN CORP COM 539830109 5227 23600 SH DFND 3 23600 0 0 LOCKHEED MARTIN CORP COM 539830109 4754 21461 SH DFND 4 21461 0 0 LOCKHEED MARTIN CORP COM 539830109 84308 380621 SH DFND 17 368039 0 12582 LOCKHEED MARTIN CORP COM 539830109 40512 182900 SH DFND 20 182900 0 0 LOCKHEED MARTIN CORP COM 539830109 432 1950 SH DFND 21 1800 0 150 LOCKHEED MARTIN CORP CALL 539830909 3411 15400 SH Call DFND 4 15400 0 0 LOCKHEED MARTIN CORP PUT 539830959 39693 179200 SH Put DFND 4 179200 0 0 LOGMEIN INC COM 54142L109 641 12710 SH DFND 17 0 0 12710 LOWES COS INC COM 548661107 3041 40149 SH DFND 4 40149 0 0 LOWES COS INC COM 548661107 4980 65741 SH DFND 17 65741 0 0 LOWES COS INC COM 548661107 48772 643849 SH DFND 21 627645 0 16204 LOWES COS INC CALL 548661907 2265 29900 SH Call DFND 4 29900 0 0 LOWES COS INC PUT 548661957 29959 395500 SH Put DFND 4 395500 0 0 LUMENTUM HLDGS INC COM 55024U109 1 20 SH DFND 17 20 0 0 LUMENTUM HLDGS INC COM 55024U109 478 17718 SH DFND 21 0 0 17718 LUMINEX CORP DEL COM 55027E102 220 11365 SH DFND 17 0 0 11365 LYDALL INC DEL COM 550819106 2422 74477 SH DFND 17 74477 0 0 LYDALL INC DEL COM 550819106 287 8822 SH DFND 21 8822 0 0 LYON WILLIAM HOMES CL A NEW 552074700 1417 97758 SH DFND 17 97758 0 0 M & T BK CORP COM 55261F104 33325 300223 SH DFND 4 300223 0 0 M & T BK CORP COM 55261F104 2790 25134 SH DFND 21 25051 0 83 M & T BK CORP CALL 55261F904 866 7800 SH Call DFND 4 7800 0 0 M & T BK CORP PUT 55261F954 9835 88600 SH Put DFND 4 88600 0 0 MB FINANCIAL INC NEW COM 55264U108 480 14792 SH DFND 21 1116 0 13676 MFA FINL INC COM 55272X102 4127 602462 SH DFND 17 535652 0 66810 MFA FINL INC COM 55272X102 11410 1665699 SH DFND 21 671615 0 994084 MGIC INVT CORP WIS COM 552848103 8871 1156520 SH DFND 17 949872 0 206648 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 182 2000000 PRN DFND 4 2000000 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 37336 36205000 PRN DFND 17 36205000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2263 105548 SH DFND 4 92971 0 12577 MGM RESORTS INTERNATIONAL COM 552953101 41274 1925110 SH DFND 17 1925110 0 0 MGM RESORTS INTERNATIONAL COM 552953101 8 388 SH DFND 21 0 0 388 M/I HOMES INC COM 55305B101 2038 109269 SH DFND 17 109269 0 0 MKS INSTRUMENT INC COM 55306N104 432 11484 SH DFND 17 11484 0 0 MKS INSTRUMENT INC COM 55306N104 2325 61744 SH DFND 21 44836 0 16908 MSC INDL DIRECT INC CL A 553530106 60 790 SH DFND 17 790 0 0 MSC INDL DIRECT INC CL A 553530106 237 3100 SH DFND 21 3100 0 0 MSCI INC COM 55354G100 610 8234 SH DFND 17 8234 0 0 MSCI INC COM 55354G100 2212 29860 SH DFND 21 13344 0 16516 MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 4089 93371 SH DFND 17 69626 0 23745 MACQUARIE INFRASTRUCTURE COR COM 55608B105 31896 472953 SH DFND 17 412345 0 60608 MACQUARIE INFRASTRUCTURE COR COM 55608B105 10910 161779 SH DFND 21 152656 0 9123 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 49243 45850000 PRN DFND 17 39630000 0 6220000 MACROGENICS INC COM 556099109 929 49548 SH DFND 17 49548 0 0 MACYS INC COM 55616P104 168218 3815326 SH DFND 3 3812326 0 3000 MACYS INC COM 55616P104 53322 1209384 SH DFND 4 1203008 0 6376 MACYS INC COM 55616P104 96153 2180829 SH DFND 17 2170675 0 10154 MACYS INC COM 55616P104 21929 497369 SH DFND 21 448076 0 49293 MACYS INC COM 55616P104 25 563 SH DFND 25 563 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 6736 97900 SH DFND 3 97900 0 0 MAGNA INTL INC COM 559222401 123904 2262500 SH DFND 3 1682700 0 579800 MAGNA INTL INC COM 559222401 44760 817325 SH DFND 17 628011 0 189314 MAGNA INTL INC COM 559222401 102109 1864531 SH DFND 21 1275713 0 588818 MAGNA INTL INC COM 559222401 246 4489 SH DFND 25 4489 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1160 54998 SH DFND 17 12253 0 42745 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1275 60438 SH DFND 21 31190 0 29248 MANHATTAN ASSOCS INC COM 562750109 1639 28815 SH DFND 17 15240 0 13575 MANHATTAN ASSOCS INC COM 562750109 263 4626 SH DFND 21 0 0 4626 MANPOWERGROUP INC COM 56418H100 6310 77500 SH DFND 3 77500 0 0 MANPOWERGROUP INC COM 56418H100 311 3821 SH DFND 21 3745 0 76 MANULIFE FINL CORP COM 56501R106 57606 3195147 SH DFND 3 2275740 0 919407 MANULIFE FINL CORP COM 56501R106 10447 579451 SH DFND 17 574789 0 4662 MANULIFE FINL CORP COM 56501R106 24240 1344492 SH DFND 21 1261033 0 83459 MANULIFE FINL CORP COM 56501R106 22 1208 SH DFND 25 1208 0 0 MARATHON OIL CORP COM 565849106 1285 115327 SH DFND 21 114960 0 367 MARATHON PETE CORP COM 56585A102 5584 150200 SH DFND 3 150200 0 0 MARATHON PETE CORP COM 56585A102 2127 57221 SH DFND 4 57221 0 0 MARATHON PETE CORP COM 56585A102 15980 429812 SH DFND 17 238797 0 191015 MARATHON PETE CORP COM 56585A102 46702 1256116 SH DFND 21 824716 0 431400 MARATHON PETE CORP COM 56585A102 1026 27600 SH DFND 24 27600 0 0 MARATHON PETE CORP COM 56585A102 146 3932 SH DFND 25 3932 0 0 MARATHON PETE CORP CALL 56585A902 703 18900 SH Call DFND 4 18900 0 0 MARATHON PETE CORP PUT 56585A952 6105 164200 SH Put DFND 4 164200 0 0 MARCUS & MILLICHAP INC COM 566324109 268 10542 SH DFND 17 10542 0 0 MARCUS & MILLICHAP INC COM 566324109 960 37796 SH DFND 21 37796 0 0 MARCUS CORP COM 566330106 115 6085 SH DFND 17 930 0 5155 MARCUS CORP COM 566330106 257 13539 SH DFND 21 13539 0 0 MARINUS PHARMACEUTICALS INC COM 56854Q101 394 73234 SH DFND 17 68996 0 4238 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 6792 340090 SH DFND 17 340090 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6920 102520 SH DFND 17 44829 0 57691 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 19363 286856 SH DFND 21 159592 0 127264 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 64 954 SH DFND 25 954 0 0 MARSH & MCLENNAN COS INC COM 571748102 5863 96442 SH DFND 21 96181 0 261 MARSH & MCLENNAN COS INC CALL 571748902 2097 34500 SH Call DFND 4 34500 0 0 MARSH & MCLENNAN COS INC PUT 571748952 12991 213700 SH Put DFND 4 213700 0 0 MASIMO CORP COM 574795100 991 23697 SH DFND 17 14087 0 9610 MASIMO CORP COM 574795100 1504 35944 SH DFND 21 0 0 35944 MASTEC INC COM 576323109 8096 400000 SH DFND 4 400000 0 0 MASTEC INC COM 576323109 23120 1142280 SH DFND 17 997627 0 144653 MASTEC INC COM 576323109 426 21023 SH DFND 21 13523 0 7500 MASTERCARD INC CL A 57636Q104 4565 48305 SH DFND 4 48305 0 0 MASTERCARD INC CL A 57636Q104 21371 226145 SH DFND 17 176856 0 49289 MASTERCARD INC CL A 57636Q104 5439 57559 SH DFND 21 57000 0 559 MASTERCARD INC CALL 57636Q904 2948 31200 SH Call DFND 4 31200 0 0 MASTERCARD INC PUT 57636Q954 41807 442400 SH Put DFND 4 442400 0 0 MATADOR RES CO COM 576485205 15100 796392 SH DFND 17 715248 0 81144 MATADOR RES CO COM 576485205 114 6000 SH DFND 21 0 0 6000 MATRIX SVC CO COM 576853105 1194 67470 SH DFND 17 44400 0 23070 MATSON INC COM 57686G105 21901 545200 SH DFND 3 532600 0 12600 MATSON INC COM 57686G105 11389 283515 SH DFND 17 250053 0 33462 MATSON INC COM 57686G105 2520 62731 SH DFND 21 50765 0 11966 MATTEL INC COM 577081102 198151 5893848 SH DFND 3 5890008 0 3840 MATTEL INC COM 577081102 52272 1554789 SH DFND 17 1554789 0 0 MATTEL INC COM 577081102 460 13672 SH DFND 21 13494 0 178 MAXIM INTEGRATED PRODS INC COM 57772K101 27511 747982 SH DFND 17 571857 0 176125 MAXIM INTEGRATED PRODS INC COM 57772K101 2586 70304 SH DFND 21 70143 0 161 MAXLINEAR INC CL A 57776J100 14950 808116 SH DFND 17 797458 0 10658 MAXLINEAR INC CL A 57776J100 2903 156911 SH DFND 21 149380 0 7531 MAXIMUS INC COM 577933104 12181 231404 SH DFND 17 202408 0 28996 MAXIMUS INC COM 577933104 66 1250 SH DFND 21 0 0 1250 MCCLATCHY CO CL A 579489105 2532 2411041 SH DFND 4 2411041 0 0 MCDERMOTT INTL INC COM 580037109 5115 1250536 SH DFND 17 1250536 0 0 MCDONALDS CORP COM 580135101 1199 9542 SH DFND 4 9542 0 0 MCDONALDS CORP COM 580135101 136899 1089263 SH DFND 17 1074703 0 14560 MCDONALDS CORP COM 580135101 3806 30286 SH DFND 20 30286 0 0 MCDONALDS CORP COM 580135101 16659 132549 SH DFND 21 58675 0 73874 MCDONALDS CORP COM 580135101 63 500 SH DFND 24 500 0 0 MCDONALDS CORP CALL 580135901 8622 68600 SH Call DFND 4 68600 0 0 MCDONALDS CORP PUT 580135951 64537 513500 SH Put DFND 4 513500 0 0 MCGRATH RENTCORP COM 580589109 16089 641514 SH DFND 3 603207 0 38307 MCGRATH RENTCORP COM 580589109 1078 42980 SH DFND 17 31090 0 11890 MCGRATH RENTCORP COM 580589109 158 6307 SH DFND 21 0 0 6307 MCGRAW HILL FINL INC COM 580645109 1004 10144 SH DFND 4 10144 0 0 MCGRAW HILL FINL INC COM 580645109 10140 102444 SH DFND 17 82694 0 19750 MCGRAW HILL FINL INC COM 580645109 38357 387524 SH DFND 21 223896 0 163628 MCGRAW HILL FINL INC CALL 580645909 1346 13600 SH Call DFND 4 13600 0 0 MCGRAW HILL FINL INC PUT 580645959 11145 112600 SH Put DFND 4 112600 0 0 MCKESSON CORP COM 58155Q103 5913 37600 SH DFND 3 37600 0 0 MCKESSON CORP COM 58155Q103 5702 36261 SH DFND 4 36261 0 0 MCKESSON CORP COM 58155Q103 109398 695694 SH DFND 17 686328 0 9366 MCKESSON CORP COM 58155Q103 70734 449820 SH DFND 21 274775 0 175045 MCKESSON CORP COM 58155Q103 201 1279 SH DFND 25 1279 0 0 MCKESSON CORP CALL 58155Q903 2029 12900 SH Call DFND 4 12900 0 0 MCKESSON CORP PUT 58155Q953 20631 131200 SH Put DFND 4 131200 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 310 3645 SH DFND 4 3645 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 1198 14095 SH DFND 21 13982 0 113 MEAD JOHNSON NUTRITION CO PUT 582839956 1954 23000 SH Put DFND 4 23000 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 35251 2715800 SH DFND 3 2629000 0 86800 MEDICINES CO COM 584688105 2566 80770 SH DFND 17 61700 0 19070 MEDICINES CO COM 584688105 381 12000 SH DFND 24 12000 0 0 MEDICINES CO DBCV 1.375% 6/0 584688AC9 20184 15815000 PRN DFND 17 15735000 0 80000 MEDIVATION INC COM 58501N101 7051 153349 SH DFND 17 135539 0 17810 MEDIVATION INC COM 58501N101 1117 24300 SH DFND 24 24300 0 0 MEDNAX INC COM 58502B106 2944 45559 SH DFND 17 35927 0 9632 MEDNAX INC COM 58502B106 35098 543140 SH DFND 21 425614 0 117526 MEDNAX INC COM 58502B106 69 1075 SH DFND 25 1075 0 0 MENTOR GRAPHICS CORP COM 587200106 45167 2221681 SH DFND 3 2170613 0 51068 MENTOR GRAPHICS CORP COM 587200106 3621 178118 SH DFND 17 52793 0 125325 MENTOR GRAPHICS CORP COM 587200106 9913 487606 SH DFND 21 303391 0 184215 MERCER INTL INC COM 588056101 1321 139756 SH DFND 17 139756 0 0 MERCER INTL INC COM 588056101 1479 156546 SH DFND 21 93655 0 62891 MERCK & CO INC NEW COM 58933Y105 5582 105500 SH DFND 3 105500 0 0 MERCK & CO INC NEW COM 58933Y105 40418 763910 SH DFND 4 763910 0 0 MERCK & CO INC NEW COM 58933Y105 73840 1395576 SH DFND 17 1288173 0 107403 MERCK & CO INC NEW COM 58933Y105 62785 1186641 SH DFND 21 952309 0 234332 MERCK & CO INC NEW COM 58933Y105 2434 46000 SH DFND 24 46000 0 0 MERCK & CO INC NEW COM 58933Y105 35 657 SH DFND 25 657 0 0 MERCK & CO INC NEW CALL 58933Y905 6212 117400 SH Call DFND 4 117400 0 0 MERCK & CO INC NEW PUT 58933Y955 47439 896600 SH Put DFND 4 896600 0 0 MEREDITH CORP COM 589433101 59801 1258972 SH DFND 3 1234772 0 24200 MEREDITH CORP COM 589433101 696 14658 SH DFND 17 14658 0 0 MEREDITH CORP COM 589433101 5242 110357 SH DFND 21 99631 0 10726 MERIDIAN BIOSCIENCE INC COM 589584101 173 8395 SH DFND 17 8395 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 111 5400 SH DFND 21 5400 0 0 MERIDIAN BANCORP INC MD COM 58958U103 2738 196670 SH DFND 17 196670 0 0 MERIT MED SYS INC COM 589889104 362 19585 SH DFND 17 0 0 19585 MERITOR INC NOTE 7.875% 3/0 59001KAC4 19493 17250000 PRN DFND 17 17250000 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 586 70016 SH DFND 17 70016 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 209 25000 SH DFND 24 25000 0 0 METALDYNE PERFORMANCE GROUP COM 59116R107 641 38145 SH DFND 21 38145 0 0 METHODE ELECTRS INC COM 591520200 38307 1310090 SH DFND 3 1276574 0 33516 METLIFE INC COM 59156R108 366638 8344070 SH DFND 3 8338270 0 5800 METLIFE INC COM 59156R108 2908 66190 SH DFND 4 66190 0 0 METLIFE INC COM 59156R108 95406 2171287 SH DFND 17 2084890 0 86397 METLIFE INC COM 59156R108 45870 1043929 SH DFND 21 755916 0 288013 METLIFE INC COM 59156R108 114 2591 SH DFND 25 2591 0 0 METLIFE INC CALL 59156R908 2953 67200 SH Call DFND 4 67200 0 0 METLIFE INC PUT 59156R958 14430 328400 SH Put DFND 4 328400 0 0 MICHAELS COS INC COM 59408Q106 9809 350689 SH DFND 17 280259 0 70430 MICROSOFT CORP COM 594918104 10726 194211 SH DFND 4 194211 0 0 MICROSOFT CORP COM 594918104 770936 13958645 SH DFND 17 11670664 0 2287981 MICROSOFT CORP COM 594918104 11153 201932 SH DFND 20 201932 0 0 MICROSOFT CORP COM 594918104 524228 9491729 SH DFND 21 7150076 0 2341653 MICROSOFT CORP COM 594918104 22 400 SH DFND 24 400 0 0 MICROSOFT CORP COM 594918104 431 7810 SH DFND 25 7810 0 0 MICROSOFT CORP CALL 594918904 25014 452900 SH Call DFND 4 452900 0 0 MICROSOFT CORP CALL 594918904 33138 600000 SH Call DFND 17 600000 0 0 MICROSOFT CORP PUT 594918954 143167 2592200 SH Put DFND 4 2592200 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 49426 1025433 SH DFND 17 791918 0 233515 MICROCHIP TECHNOLOGY INC COM 595017104 97701 2027001 SH DFND 21 1722059 0 304942 MICROCHIP TECHNOLOGY INC COM 595017104 362 7500 SH DFND 24 7500 0 0 MICROCHIP TECHNOLOGY INC PUT 595017954 2285 47400 SH Put DFND 21 47400 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 51838 26075000 PRN DFND 17 26075000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 105598 103375000 PRN DFND 17 97670000 0 5705000 MICRON TECHNOLOGY INC COM 595112103 107 10192 SH DFND 4 10192 0 0 MICRON TECHNOLOGY INC COM 595112103 14595 1393969 SH DFND 17 807504 0 586465 MICRON TECHNOLOGY INC COM 595112103 17029 1626451 SH DFND 21 1626118 0 333 MICRON TECHNOLOGY INC PUT 595112953 168 16000 SH Put DFND 4 16000 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 100147 146651000 PRN DFND 17 139796000 0 6855000 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 683 1000000 PRN DFND 21 1000000 0 0 MICROSEMI CORP COM 595137100 28309 738946 SH DFND 17 644765 0 94181 MICROSEMI CORP COM 595137100 1527 39858 SH DFND 21 36058 0 3800 MID-AMER APT CMNTYS INC COM 59522J103 6306 61700 SH DFND 3 61700 0 0 MID-AMER APT CMNTYS INC COM 59522J103 7679 75127 SH DFND 4 75127 0 0 MIDDLEBY CORP COM 596278101 11303 105859 SH DFND 17 81101 0 24758 MIDDLEBY CORP COM 596278101 96 900 SH DFND 21 0 0 900 MILLER HERMAN INC COM 600544100 952 30835 SH DFND 17 19860 0 10975 MINERALS TECHNOLOGIES INC COM 603158106 136 2394 SH DFND 17 2394 0 0 MINERALS TECHNOLOGIES INC COM 603158106 1277 22454 SH DFND 21 22454 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1178 256665 SH DFND 21 0 0 256665 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 4863 601116 SH DFND 17 601116 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 5040 623017 SH DFND 21 602743 0 20274 MODINE MFG CO COM 607828100 863 78400 SH DFND 17 78400 0 0 MOHAWK INDS INC COM 608190104 16210 84915 SH DFND 17 84915 0 0 MOHAWK INDS INC COM 608190104 12275 64299 SH DFND 21 52378 0 11921 MOLINA HEALTHCARE INC COM 60855R100 898 13920 SH DFND 17 12860 0 1060 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 56973 35720000 PRN DFND 17 35720000 0 0 MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 48010 38350000 PRN DFND 17 32710000 0 5640000 MOLSON COORS BREWING CO CL B 60871R209 828 8613 SH DFND 4 8613 0 0 MOLSON COORS BREWING CO CL B 60871R209 487 5064 SH DFND 21 4933 0 131 MOLSON COORS BREWING CO CALL 60871R909 712 7400 SH Call DFND 4 7400 0 0 MOLSON COORS BREWING CO PUT 60871R959 7781 80900 SH Put DFND 4 80900 0 0 MONDELEZ INTL INC CL A 609207105 7162 178507 SH DFND 4 178507 0 0 MONDELEZ INTL INC CL A 609207105 92069 2294849 SH DFND 17 1936626 0 358223 MONDELEZ INTL INC CL A 609207105 26517 660950 SH DFND 20 660950 0 0 MONDELEZ INTL INC CL A 609207105 36800 917243 SH DFND 21 601574 0 315669 MONDELEZ INTL INC CALL 609207905 2580 64300 SH Call DFND 4 64300 0 0 MONDELEZ INTL INC PUT 609207955 26575 662400 SH Put DFND 4 662400 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 34455 2897788 SH DFND 3 2809188 0 88600 MONOLITHIC PWR SYS INC COM 609839105 6017 94541 SH DFND 17 76226 0 18315 MONSANTO CO NEW COM 61166W101 7237 82484 SH DFND 4 82484 0 0 MONSANTO CO NEW COM 61166W101 96098 1095255 SH DFND 17 1087555 0 7700 MONSANTO CO NEW COM 61166W101 68886 785118 SH DFND 21 649520 0 135598 MONSANTO CO NEW COM 61166W101 3159 36000 SH DFND 24 36000 0 0 MONSANTO CO NEW CALL 61166W901 2422 27600 SH Call DFND 4 27600 0 0 MONSANTO CO NEW PUT 61166W951 22339 254600 SH Put DFND 4 254600 0 0 MONSTER WORLDWIDE INC COM 611742107 1109 340226 SH DFND 17 340226 0 0 MONSTER WORLDWIDE INC COM 611742107 998 306027 SH DFND 21 306027 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 1193 8945 SH DFND 4 8945 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 90715 680128 SH DFND 17 577684 0 102444 MONSTER BEVERAGE CORP NEW COM 61174X109 239 1790 SH DFND 21 0 0 1790 MONSTER BEVERAGE CORP NEW CALL 61174X909 2614 19600 SH Call DFND 4 19600 0 0 MONSTER BEVERAGE CORP NEW PUT 61174X959 10897 81700 SH Put DFND 4 81700 0 0 MOODYS CORP COM 615369105 854 8841 SH DFND 4 8841 0 0 MOODYS CORP COM 615369105 98 1020 SH DFND 17 0 0 1020 MOODYS CORP COM 615369105 3178 32917 SH DFND 21 30728 0 2189 MOODYS CORP PUT 615369955 2752 28500 SH Put DFND 4 28500 0 0 MORGAN STANLEY COM NEW 617446448 4633 185259 SH DFND 4 185259 0 0 MORGAN STANLEY COM NEW 617446448 8078 322980 SH DFND 17 140084 0 182896 MORGAN STANLEY COM NEW 617446448 29984 1198897 SH DFND 21 1041538 0 157359 MORGAN STANLEY COM NEW 617446448 31 1222 SH DFND 25 1222 0 0 MORGAN STANLEY CALL 617446908 1441 57600 SH Call DFND 4 57600 0 0 MORGAN STANLEY PUT 617446958 12390 495400 SH Put DFND 4 495400 0 0 MORNINGSTAR INC COM 617700109 689 7810 SH DFND 17 7810 0 0 MORNINGSTAR INC COM 617700109 2003 22694 SH DFND 21 22694 0 0 MOSAIC CO NEW COM 61945C103 3173 117532 SH DFND 17 103795 0 13737 MOSAIC CO NEW COM 61945C103 26113 967146 SH DFND 21 433255 0 533891 MOSAIC CO NEW COM 61945C103 97 3575 SH DFND 25 3575 0 0 MOTORCAR PTS AMER INC COM 620071100 31720 835171 SH DFND 17 750965 0 84206 MOTORCAR PTS AMER INC COM 620071100 152 4000 SH DFND 21 0 0 4000 MOTOROLA SOLUTIONS INC COM NEW 620076307 206 2715 SH DFND 17 100 0 2615 MOTOROLA SOLUTIONS INC COM NEW 620076307 34 451 SH DFND 21 347 0 104 MOVADO GROUP INC COM 624580106 451 16400 SH DFND 17 0 0 16400 MOVADO GROUP INC COM 624580106 424 15400 SH DFND 21 15400 0 0 MUELLER WTR PRODS INC COM SER A 624758108 8844 895102 SH DFND 17 895102 0 0 MUELLER WTR PRODS INC COM SER A 624758108 89 9017 SH DFND 21 0 0 9017 MULTI COLOR CORP COM 625383104 504 9442 SH DFND 17 9442 0 0 MULTI COLOR CORP COM 625383104 4413 82727 SH DFND 21 76797 0 5930 MULTI FINELINE ELECTRONIX IN COM 62541B101 696 30006 SH DFND 17 4154 0 25852 MULTI FINELINE ELECTRONIX IN COM 62541B101 2929 126186 SH DFND 21 126186 0 0 MURPHY USA INC COM 626755102 1194 19424 SH DFND 17 19424 0 0 MURPHY USA INC COM 626755102 12979 211208 SH DFND 21 205894 0 5314 MYRIAD GENETICS INC COM 62855J104 169 4520 SH DFND 17 0 0 4520 MYRIAD GENETICS INC COM 62855J104 421 11247 SH DFND 21 10093 0 1154 NCI INC CL A 62886K104 1197 85467 SH DFND 17 80320 0 5147 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HLDGS CORP COM 636220303 121 5600 SH DFND 21 0 0 5600 NATIONAL OILWELL VARCO INC COM 637071101 14479 465550 SH DFND 17 464100 0 1450 NATIONAL OILWELL VARCO INC COM 637071101 9 299 SH DFND 21 0 0 299 NATIONAL PENN BANCSHARES INC COM 637138108 40 3764 SH DFND 17 3764 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 799 75123 SH DFND 21 75123 0 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 294 1274 SH DFND 21 1274 0 0 NATIONSTAR MTG HLDGS INC COM 63861C109 676 68300 SH DFND 4 68300 0 0 NAVIGATORS GROUP INC COM 638904102 304 3623 SH DFND 17 3623 0 0 NAVIGATORS GROUP INC COM 638904102 812 9682 SH DFND 21 3580 0 6102 NATUS MEDICAL INC DEL COM 639050103 761 19813 SH DFND 17 19813 0 0 NATUS MEDICAL INC DEL COM 639050103 6521 169689 SH DFND 21 92350 0 77339 NAUTILUS INC COM 63910B102 5975 309256 SH DFND 17 301362 0 7894 NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 8523 14445000 PRN DFND 17 14250000 0 195000 NAVIGANT CONSULTING INC COM 63935N107 1180 74660 SH DFND 17 53300 0 21360 NAVIGANT 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21 458405 0 191300 NEW YORK CMNTY BANCORP INC COM 649445103 55 3490 SH DFND 25 3490 0 0 NEW YORK MTG TR INC COM PAR $.02 649604501 142 29990 SH DFND 17 29990 0 0 NEW YORK MTG TR INC COM PAR $.02 649604501 732 154370 SH DFND 21 54813 0 99557 NEW YORK REIT INC COM 64976L109 3224 319192 SH DFND 4 319192 0 0 NEWELL RUBBERMAID INC COM 651229106 12806 289139 SH DFND 17 232399 0 56740 NEWELL RUBBERMAID INC COM 651229106 7 153 SH DFND 21 0 0 153 NEWELL RUBBERMAID INC PUT 651229956 6555 148000 SH Put DFND 21 148000 0 0 NEWFIELD EXPL CO COM 651290108 11708 352130 SH DFND 17 291412 0 60718 NEWFIELD EXPL CO COM 651290108 2606 78365 SH DFND 21 74124 0 4241 NEWMONT MINING CORP COM 651639106 1557 58596 SH DFND 17 58596 0 0 NEWMONT MINING CORP COM 651639106 21830 821292 SH DFND 21 820832 0 460 NEWMONT MINING CORP COM 651639106 1170 44000 SH DFND 24 44000 0 0 NEWPORT CORP COM 651824104 13589 590837 SH DFND 4 590837 0 0 NEWPORT CORP COM 651824104 8816 383296 SH DFND 21 332612 0 50684 NEXSTAR 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51460 SH DFND 3 51460 0 0 NORTHROP GRUMMAN CORP COM 666807102 1549 7829 SH DFND 4 7829 0 0 NORTHROP GRUMMAN CORP COM 666807102 33403 168786 SH DFND 17 121081 0 47705 NORTHROP GRUMMAN CORP COM 666807102 73942 373635 SH DFND 21 265791 0 107844 NORTHROP GRUMMAN CORP COM 666807102 258 1302 SH DFND 25 1302 0 0 NORTHROP GRUMMAN CORP CALL 666807902 1959 9900 SH Call DFND 4 9900 0 0 NORTHROP GRUMMAN CORP PUT 666807952 22462 113500 SH Put DFND 4 113500 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 246 18215 SH DFND 17 18215 0 0 NORTHWESTERN CORP COM NEW 668074305 45 730 SH DFND 17 730 0 0 NORTHWESTERN CORP COM NEW 668074305 661 10712 SH DFND 21 10712 0 0 NOVARTIS A G SPONSORED ADR 66987V109 3090 42653 SH DFND 17 24968 0 17685 NOVAVAX INC COM 670002104 1433 277735 SH DFND 17 277735 0 0 NOVAVAX INC COM 670002104 568 110000 SH DFND 24 110000 0 0 NTELOS HLDGS CORP COM NEW 67020Q305 1688 183468 SH DFND 21 183468 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 7683 411051 SH DFND 17 402031 0 9020 NUANCE 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ORACLE CORP COM 68389X105 2822 68985 SH DFND 4 68985 0 0 ORACLE CORP COM 68389X105 330790 8085800 SH DFND 17 7211210 0 874590 ORACLE CORP COM 68389X105 14351 350803 SH DFND 21 348109 0 2694 ORACLE CORP COM 68389X105 57 1400 SH DFND 24 1400 0 0 ORACLE CORP CALL 68389X905 5224 127700 SH Call DFND 4 127700 0 0 ORACLE CORP PUT 68389X955 35870 876800 SH Put DFND 4 876800 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 914 126450 SH DFND 17 73415 0 53035 ORBITAL ATK INC COM 68557N103 55341 636540 SH DFND 3 625035 0 11505 ORBITAL ATK INC COM 68557N103 9775 112431 SH DFND 17 93246 0 19185 OUTERWALL INC COM 690070107 185 5000 SH DFND 17 0 0 5000 OUTERWALL INC COM 690070107 572 15463 SH DFND 21 15463 0 0 OUTFRONT MEDIA INC COM 69007J106 17833 845166 SH DFND 4 845166 0 0 OWENS & MINOR INC NEW COM 690732102 22255 550600 SH DFND 3 539300 0 11300 OWENS & MINOR INC NEW COM 690732102 244 6035 SH DFND 17 6035 0 0 OWENS & MINOR INC NEW COM 690732102 3549 87806 SH DFND 21 0 0 87806 OWENS CORNING NEW COM 690742101 230 4860 SH DFND 17 2170 0 2690 OWENS CORNING NEW COM 690742101 16684 352876 SH DFND 21 106010 0 246866 OXFORD INDS INC COM 691497309 15826 235405 SH DFND 17 206611 0 28794 OXFORD INDS INC COM 691497309 111 1650 SH DFND 21 0 0 1650 P A M TRANSN SVCS INC COM 693149106 1250 40585 SH DFND 17 38272 0 2313 PBF ENERGY INC CL A 69318G106 2453 73888 SH DFND 17 47063 0 26825 PBF ENERGY INC CL A 69318G106 14584 439278 SH DFND 21 393229 0 46049 PBF ENERGY INC CL A 69318G106 21 631 SH DFND 25 631 0 0 P C CONNECTION COM 69318J100 1088 42154 SH DFND 21 42154 0 0 PDC ENERGY INC COM 69327R101 41080 691005 SH DFND 17 668269 0 22736 PDC ENERGY INC COM 69327R101 2429 40853 SH DFND 21 39253 0 1600 PDC ENERGY INC COM 69327R101 2021 34000 SH DFND 24 34000 0 0 PDF SOLUTIONS INC COM 693282105 3036 226926 SH DFND 17 222087 0 4839 PDL BIOPHARMA INC COM 69329Y104 272 81590 SH DFND 17 81590 0 0 PDL BIOPHARMA INC COM 69329Y104 833 250124 SH DFND 21 235039 0 15085 PG&E CORP COM 69331C108 52710 882613 SH DFND 4 882613 0 0 PG&E CORP COM 69331C108 29404 492369 SH DFND 17 307722 0 184647 PG&E CORP COM 69331C108 111512 1867239 SH DFND 21 1225424 0 641815 PG&E CORP COM 69331C108 296 4959 SH DFND 25 4959 0 0 PG&E CORP CALL 69331C908 3088 51700 SH Call DFND 4 51700 0 0 PG&E CORP PUT 69331C958 13389 224200 SH Put DFND 4 224200 0 0 PHH CORP COM NEW 693320202 70206 5598554 SH DFND 4 5598554 0 0 PICO HLDGS INC COM NEW 693366205 4642 453795 SH DFND 4 453795 0 0 PGT INC COM 69336V101 1707 173446 SH DFND 17 173446 0 0 PJT PARTNERS INC COM CL A 69343T107 20897 868900 SH DFND 3 868900 0 0 PJT PARTNERS INC COM CL A 69343T107 4 182 SH DFND 21 182 0 0 PNC FINL SVCS GROUP INC COM 693475105 177250 2095892 SH DFND 3 2094492 0 1400 PNC FINL SVCS GROUP INC COM 693475105 36000 425680 SH DFND 4 425680 0 0 PNC FINL SVCS GROUP INC COM 693475105 50112 592547 SH DFND 17 587116 0 5431 PNC FINL SVCS GROUP INC COM 693475105 38182 451480 SH DFND 21 346693 0 104787 PNC FINL SVCS GROUP INC COM 693475105 119 1408 SH DFND 25 1408 0 0 PNC FINL SVCS GROUP INC CALL 693475905 3434 40600 SH Call DFND 4 40600 0 0 PNC FINL SVCS GROUP INC PUT 693475955 16102 190400 SH Put DFND 4 190400 0 0 POSCO SPONSORED ADR 693483109 297 6266 SH DFND 21 6266 0 0 PNM RES INC COM 69349H107 3181 94327 SH DFND 17 94327 0 0 PNM RES INC COM 69349H107 925 27428 SH DFND 21 18945 0 8483 PPG INDS INC COM 693506107 6556 58800 SH DFND 3 58800 0 0 PPG INDS INC COM 693506107 109 976 SH DFND 4 976 0 0 PPG INDS INC COM 693506107 9722 87197 SH DFND 17 87197 0 0 PPG INDS INC COM 693506107 24482 219590 SH DFND 21 219396 0 194 PPG INDS INC COM 693506107 1059 9500 SH DFND 24 9500 0 0 PPG INDS INC CALL 693506907 2230 20000 SH Call DFND 4 20000 0 0 PPG INDS INC PUT 693506957 19600 175800 SH Put DFND 4 175800 0 0 PPL CORP COM 69351T106 18175 477400 SH DFND 3 477400 0 0 PPL CORP COM 69351T106 9701 254828 SH DFND 4 254828 0 0 PPL CORP COM 69351T106 2950 77477 SH DFND 17 77477 0 0 PPL CORP COM 69351T106 4843 127214 SH DFND 21 34050 0 93164 PPL CORP CALL 69351T906 1089 28600 SH Call DFND 4 28600 0 0 PPL CORP PUT 69351T956 7922 208100 SH Put DFND 4 208100 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 388 3864 SH DFND 21 3864 0 0 PTC INC COM 69370C100 12820 386606 SH DFND 17 339173 0 47433 PTC INC COM 69370C100 93 2800 SH DFND 21 0 0 2800 PACCAR INC COM 693718108 214 3913 SH DFND 4 3913 0 0 PACCAR INC COM 693718108 1757 32123 SH DFND 17 32123 0 0 PACCAR INC COM 693718108 19987 365463 SH DFND 21 316301 0 49162 PACCAR INC CALL 693718908 1083 19800 SH Call DFND 4 19800 0 0 PACCAR INC PUT 693718958 7153 130800 SH Put DFND 4 130800 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 1380 85538 SH DFND 17 81424 0 4114 PACIFIC PREMIER BANCORP COM 69478X105 2853 133517 SH DFND 17 133517 0 0 PACKAGING CORP AMER COM 695156109 7272 120400 SH DFND 3 120400 0 0 PACKAGING CORP AMER COM 695156109 2303 38124 SH DFND 17 36329 0 1795 PACKAGING CORP AMER COM 695156109 25007 414022 SH DFND 21 409230 0 4792 PACWEST BANCORP DEL COM 695263103 3958 106547 SH DFND 21 66468 0 40079 PALO ALTO NETWORKS INC COM 697435105 83647 512730 SH DFND 17 404655 0 108075 PALO ALTO NETWORKS INC COM 697435105 21959 134600 SH DFND 20 134600 0 0 PALO ALTO NETWORKS INC COM 697435105 500 3066 SH DFND 21 1525 0 1541 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 16359 10525000 PRN DFND 17 8940000 0 1585000 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 438 20422 SH DFND 21 20422 0 0 PANDORA MEDIA INC COM 698354107 707 78965 SH DFND 17 0 0 78965 PAPA MURPHYS HLDGS INC COM 698814100 2290 191596 SH DFND 17 186468 0 5128 PAREXEL INTL CORP COM 699462107 16792 267694 SH DFND 17 235538 0 32156 PAREXEL INTL CORP COM 699462107 1306 20824 SH DFND 21 0 0 20824 PARK CITY GROUP INC COM NEW 700215304 1553 171837 SH DFND 17 161737 0 10100 PARK OHIO HLDGS CORP COM 700666100 16653 388896 SH DFND 3 388896 0 0 PARK OHIO HLDGS CORP COM 700666100 27 626 SH DFND 17 626 0 0 PARK STERLING CORP COM 70086Y105 1351 202496 SH DFND 17 190496 0 12000 PARKER HANNIFIN CORP COM 701094104 103 931 SH DFND 4 931 0 0 PARKER HANNIFIN CORP COM 701094104 2339 21060 SH DFND 17 17340 0 3720 PARKER HANNIFIN CORP COM 701094104 233 2095 SH DFND 21 2000 0 95 PARKER HANNIFIN CORP PUT 701094954 278 2500 SH Put DFND 4 2500 0 0 PARSLEY ENERGY INC CL A 701877102 5823 257672 SH DFND 17 257672 0 0 PARTY CITY HOLDCO INC COM 702149105 8052 535345 SH DFND 17 488089 0 47256 PARTY CITY HOLDCO INC COM 702149105 281 18697 SH DFND 21 2128 0 16569 PATRICK INDS INC COM 703343103 17566 386993 SH DFND 17 369191 0 17802 PATRICK INDS INC COM 703343103 2454 54075 SH DFND 21 15398 0 38677 PATTERSON UTI ENERGY INC COM 703481101 6414 364033 SH DFND 17 364033 0 0 PATTERSON UTI ENERGY INC COM 703481101 11 638 SH DFND 21 638 0 0 PATTERSON UTI ENERGY INC COM 703481101 1216 69000 SH DFND 24 69000 0 0 PAYCHEX INC COM 704326107 128 2367 SH DFND 4 2367 0 0 PAYCHEX INC COM 704326107 8465 156733 SH DFND 17 109575 0 47158 PAYCHEX INC COM 704326107 258 4780 SH DFND 21 4600 0 180 PAYCHEX INC CALL 704326907 1275 23600 SH Call DFND 4 23600 0 0 PAYCHEX INC PUT 704326957 5390 99800 SH Put DFND 4 99800 0 0 PAYCOM SOFTWARE INC COM 70432V102 16311 458161 SH DFND 17 442641 0 15520 PAYLOCITY HLDG CORP COM 70438V106 13424 410009 SH DFND 17 370997 0 39012 PAYLOCITY HLDG CORP COM 70438V106 87 2650 SH DFND 21 0 0 2650 PAYPAL HLDGS INC COM 70450Y103 3034 78610 SH DFND 4 78610 0 0 PAYPAL HLDGS INC COM 70450Y103 53164 1377314 SH DFND 17 1037854 0 339460 PAYPAL HLDGS INC COM 70450Y103 3778 97877 SH DFND 21 97338 0 539 PAYPAL HLDGS INC CALL 70450Y903 2185 56600 SH Call DFND 4 56600 0 0 PAYPAL HLDGS INC PUT 70450Y953 17416 451200 SH Put DFND 4 451200 0 0 PEABODY ENERGY CORP PUT 704549953 6960 3000000 SH Put DFND 4 3000000 0 0 PENN NATL GAMING INC COM 707569109 8387 502519 SH DFND 17 502519 0 0 PENN NATL GAMING INC COM 707569109 436 26103 SH DFND 21 26103 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 8875 406165 SH DFND 4 406165 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 6030 159100 SH DFND 3 159100 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 2704 71356 SH DFND 17 23056 0 48300 PENSKE AUTOMOTIVE GRP INC COM 70959W103 5221 137767 SH DFND 21 90493 0 47274 PEPSICO INC COM 713448108 8063 78675 SH DFND 4 78675 0 0 PEPSICO INC COM 713448108 260572 2542662 SH DFND 17 2331856 0 210806 PEPSICO INC COM 713448108 3454 33700 SH DFND 20 33700 0 0 PEPSICO INC COM 713448108 6304 61517 SH DFND 21 60093 0 1424 PEPSICO INC COM 713448108 402 3920 SH DFND 24 3920 0 0 PEPSICO INC CALL 713448908 5411 52800 SH Call DFND 4 52800 0 0 PEPSICO INC PUT 713448958 77916 760300 SH Put DFND 4 760300 0 0 PERFICIENT INC COM 71375U101 363 16690 SH DFND 17 9780 0 6910 PERFICIENT INC COM 71375U101 835 38452 SH DFND 21 38452 0 0 PERKINELMER INC COM 714046109 5295 107057 SH DFND 17 86907 0 20150 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 5061 99525 SH DFND 17 92125 0 7400 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8272 162679 SH DFND 21 162679 0 0 PETMED EXPRESS INC COM 716382106 122 6802 SH DFND 17 0 0 6802 PETMED EXPRESS INC COM 716382106 3732 208397 SH DFND 21 91051 0 117346 PETMED EXPRESS INC COM 716382106 32 1770 SH DFND 25 1770 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 665 10034 SH DFND 21 10034 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 343 75812 SH DFND 21 75812 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 492 84182 SH DFND 21 84182 0 0 PFENEX INC COM 717071104 1763 179383 SH DFND 17 174638 0 4745 PFIZER INC COM 717081103 195798 6605884 SH DFND 3 6605884 0 0 PFIZER INC COM 717081103 67502 2277409 SH DFND 4 2271353 0 6056 PFIZER INC COM 717081103 130286 4395618 SH DFND 17 3971284 0 424334 PFIZER INC COM 717081103 38722 1306400 SH DFND 20 1306400 0 0 PFIZER INC COM 717081103 221895 7486348 SH DFND 21 5626320 0 1860028 PFIZER INC COM 717081103 6236 210400 SH DFND 24 210400 0 0 PFIZER INC COM 717081103 310 10458 SH DFND 25 10458 0 0 PFIZER INC CALL 717081903 8933 301400 SH Call DFND 4 301400 0 0 PFIZER INC PUT 717081953 54348 1833600 SH Put DFND 4 1833600 0 0 PHARMERICA CORP COM 71714F104 1867 84464 SH DFND 17 49749 0 34715 PHARMERICA CORP COM 71714F104 2098 94883 SH DFND 21 56502 0 38381 PHILIP MORRIS INTL INC COM 718172109 5779 58900 SH DFND 3 58900 0 0 PHILIP MORRIS INTL INC COM 718172109 2698 27502 SH DFND 4 27502 0 0 PHILIP MORRIS INTL INC COM 718172109 4082 41609 SH DFND 17 26609 0 15000 PHILIP MORRIS INTL INC COM 718172109 4921 50163 SH DFND 21 40461 0 9702 PHILIP MORRIS INTL INC CALL 718172909 9183 93600 SH Call DFND 4 93600 0 0 PHILIP MORRIS INTL INC PUT 718172959 61858 630500 SH Put DFND 4 630500 0 0 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 675 15585 SH DFND 17 15585 0 0 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 4222 97489 SH DFND 21 97489 0 0 PHILLIPS 66 COM 718546104 2798 32311 SH DFND 4 32311 0 0 PHILLIPS 66 COM 718546104 23829 275196 SH DFND 17 136625 0 138571 PHILLIPS 66 COM 718546104 93948 1084973 SH DFND 21 809455 0 275518 PHILLIPS 66 COM 718546104 1437 16600 SH DFND 24 16600 0 0 PHILLIPS 66 COM 718546104 142 1643 SH DFND 25 1643 0 0 PHILLIPS 66 CALL 718546904 2589 29900 SH Call DFND 4 29900 0 0 PHILLIPS 66 PUT 718546954 17067 197100 SH Put DFND 4 197100 0 0 PHOENIX COS INC NEW COM NEW 71902E604 7666 208088 SH DFND 21 208088 0 0 PHOTRONICS INC COM 719405102 1471 141267 SH DFND 17 82642 0 58625 PHOTRONICS INC COM 719405102 1594 153093 SH DFND 21 83308 0 69785 PHYSICIANS RLTY TR COM 71943U104 6660 358437 SH DFND 4 358437 0 0 PHYSICIANS RLTY TR COM 71943U104 25 1320 SH DFND 17 1320 0 0 PIEDMONT NAT GAS INC COM 720186105 5385 90000 SH DFND 21 90000 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 774 38126 SH DFND 21 38126 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 17287 680591 SH DFND 17 680591 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 3350 131900 SH DFND 21 97520 0 34380 PILGRIMS PRIDE CORP NEW COM 72147K108 7703 303267 SH DFND 24 303267 0 0 PIMCO ETF TR 15+ YR US TIPS 72201R304 7822 117231 SH DFND 17 117231 0 0 PIMCO ETF TR BROAD US TIPS 72201R403 43070 742369 SH DFND 17 742369 0 0 PIMCO ETF TR DIV INC ACT ETF 72201R726 12867 275000 SH DFND 4 275000 0 0 PIMCO ETF TR 0-5 HIGH YIELD 72201R783 134683 1448829 SH DFND 4 1448829 0 0 PIMCO ETF TR GB ADV INF BD AC 72201R791 62865 1500000 SH DFND 4 1500000 0 0 PIMCO ETF TR INV GRD CRP BD 72201R817 522 5055 SH DFND 17 5055 0 0 PIMCO ETF TR 25YR+ ZERO U S 72201R882 5337 42930 SH DFND 17 42930 0 0 PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 1520 87183 SH DFND 4 87183 0 0 PINNACLE ENTMT INC COM 723456109 91 2601 SH DFND 17 2601 0 0 PINNACLE ENTMT INC COM 723456109 8198 233569 SH DFND 21 230787 0 2782 PINNACLE FINL PARTNERS INC COM 72346Q104 438 8925 SH DFND 17 8925 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 1355 27628 SH DFND 21 11493 0 16135 PINNACLE WEST CAP CORP COM 723484101 6660 88711 SH DFND 17 80633 0 8078 PINNACLE WEST CAP CORP COM 723484101 18833 250866 SH DFND 21 133700 0 117166 PINNACLE WEST CAP CORP COM 723484101 158 2102 SH DFND 25 2102 0 0 PINNACLE FOODS INC DEL COM 72348P104 27688 619686 SH DFND 17 486567 0 133119 PINNACLE FOODS INC DEL COM 72348P104 44205 989368 SH DFND 21 504775 0 484593 PINNACLE FOODS INC DEL COM 72348P104 140 3127 SH DFND 25 3127 0 0 PIONEER NAT RES CO COM 723787107 1817 12911 SH DFND 4 12911 0 0 PIONEER NAT RES CO COM 723787107 42572 302485 SH DFND 17 300555 0 1930 PIONEER NAT RES CO COM 723787107 2443 17360 SH DFND 21 17242 0 118 PIONEER NAT RES CO COM 723787107 1126 8000 SH DFND 24 8000 0 0 PIONEER NAT RES CO CALL 723787907 1337 9500 SH Call DFND 4 9500 0 0 PIONEER NAT RES CO PUT 723787957 12653 89900 SH Put DFND 4 89900 0 0 PIPER JAFFRAY COS COM 724078100 102 2055 SH DFND 17 2055 0 0 PIPER JAFFRAY COS COM 724078100 1222 24652 SH DFND 21 0 0 24652 PITNEY BOWES INC COM 724479100 14 630 SH DFND 3 630 0 0 PITNEY BOWES INC COM 724479100 1730 80313 SH DFND 17 80313 0 0 PITNEY BOWES INC COM 724479100 17373 806538 SH DFND 21 761071 0 45467 PLEXUS CORP COM 729132100 200 5063 SH DFND 21 5063 0 0 POPEYES LA KITCHEN INC COM 732872106 7776 149371 SH DFND 17 149371 0 0 POPULAR INC COM NEW 733174700 3588 125400 SH DFND 17 0 0 125400 POPULAR INC COM NEW 733174700 959 33518 SH DFND 21 0 0 33518 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 25907 32755000 PRN DFND 17 32755000 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 41095 1040650 SH DFND 3 1013750 0 26900 PORTLAND GEN ELEC CO COM NEW 736508847 9931 251469 SH DFND 17 112836 0 138633 PORTLAND GEN ELEC CO COM NEW 736508847 8241 208681 SH DFND 21 182494 0 26187 POST HLDGS INC COM 737446104 22145 322015 SH DFND 17 267239 0 54776 POST HLDGS INC COM 737446104 158 2300 SH DFND 21 0 0 2300 POST HLDGS INC COM 737446104 2276 33100 SH DFND 24 33100 0 0 POTASH CORP SASK INC COM 73755L107 3316 152884 SH DFND 17 152884 0 0 POTASH CORP SASK INC COM 73755L107 10870 501196 SH DFND 21 500694 0 502 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3396 31100 SH DFND 24 31100 0 0 POWERSHARES QQQ TRUST PUT 73935A954 160990 1474269 SH Put DFND 4 1474269 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 317 12900 SH DFND 12900 0 0 POWERSECURE INTL INC COM 73936N105 7543 403600 SH DFND 21 403600 0 0 POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 4184 235063 SH DFND 17 235063 0 0 POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 2471 87330 SH DFND 17 87330 0 0 PRAXAIR INC CALL 74005P904 3308 28900 SH Call DFND 4 28900 0 0 PRAXAIR INC PUT 74005P954 17145 149800 SH Put DFND 4 149800 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1805 59678 SH DFND 17 56176 0 3502 PREFERRED BK LOS ANGELES CA COM NEW 740367404 314 10392 SH DFND 21 10392 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 1859 34811 SH DFND 17 26011 0 8800 PRESTIGE BRANDS HLDGS INC COM 74112D101 3826 71657 SH DFND 21 57541 0 14116 PRICE T ROWE GROUP INC COM 74144T108 1103 15021 SH DFND 21 14883 0 138 PRICE T ROWE GROUP INC CALL 74144T908 2424 33000 SH Call DFND 4 33000 0 0 PRICE T ROWE GROUP INC PUT 74144T958 7801 106200 SH Put DFND 4 106200 0 0 PRICELINE GRP INC COM NEW 741503403 148 115 SH DFND 4 115 0 0 PRICELINE GRP INC COM NEW 741503403 130962 101603 SH DFND 17 83383 0 18220 PRICELINE GRP INC COM NEW 741503403 1031 800 SH DFND 20 800 0 0 PRICELINE GRP INC COM NEW 741503403 130164 100984 SH DFND 21 77134 0 23850 PRICELINE GRP INC COM NEW 741503403 361 280 SH DFND 24 280 0 0 PRICELINE GRP INC CALL 741503903 3094 2400 SH Call DFND 4 2400 0 0 PRICELINE GRP INC PUT 741503953 12890 10000 SH Put DFND 4 10000 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 43792 30535000 PRN DFND 17 28140000 0 2395000 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 861 600000 PRN DFND 21 600000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 151720 125440000 PRN DFND 17 119775000 0 5665000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6652 5500000 PRN DFND 21 2500000 0 3000000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 9659 9540000 PRN DFND 17 9160000 0 380000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 8201 8100000 PRN DFND 21 4100000 0 4000000 PRIMORIS SVCS CORP COM 74164F103 8335 342989 SH DFND 17 342989 0 0 PRIMO WTR CORP COM 74165N105 2229 220931 SH DFND 17 214468 0 6463 PRINCIPAL FINL GROUP INC COM 74251V102 2947 74700 SH DFND 3 74700 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2134 54101 SH DFND 17 54101 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2943 74597 SH DFND 21 32683 0 41914 PROCTER & GAMBLE CO COM 742718109 174431 2119193 SH DFND 3 2117693 0 1500 PROCTER & GAMBLE CO COM 742718109 13069 158781 SH DFND 4 158781 0 0 PROCTER & GAMBLE CO COM 742718109 153411 1863820 SH DFND 17 1824354 0 39466 PROCTER & GAMBLE CO COM 742718109 53296 647503 SH DFND 21 495946 0 151557 PROCTER & GAMBLE CO CALL 742718909 17886 217300 SH Call DFND 4 217300 0 0 PROCTER & GAMBLE CO PUT 742718959 97439 1183800 SH Put DFND 4 1183800 0 0 PRIVATEBANCORP INC COM 742962103 15531 402360 SH DFND 17 336509 0 65851 PRIVATEBANCORP INC COM 742962103 1726 44725 SH DFND 21 13824 0 30901 PROGRESSIVE CORP OHIO COM 743315103 1694 48205 SH DFND 17 48205 0 0 PROGRESSIVE CORP OHIO COM 743315103 23246 661513 SH DFND 21 658526 0 2987 PROGRESSIVE CORP OHIO CALL 743315903 1019 29000 SH Call DFND 4 29000 0 0 PROGRESSIVE CORP OHIO PUT 743315953 4790 136300 SH Put DFND 4 136300 0 0 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 4432 111903 SH DFND 17 0 0 111903 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 895 22599 SH DFND 21 22599 0 0 PROLOGIS INC COM 74340W103 21241 480792 SH DFND 4 480792 0 0 PROLOGIS INC COM 74340W103 20 442 SH DFND 17 442 0 0 PROLOGIS INC COM 74340W103 18 409 SH DFND 21 0 0 409 PROLOGIS INC CALL 74340W903 1767 40000 SH Call DFND 4 40000 0 0 PROLOGIS INC PUT 74340W953 7762 175700 SH Put DFND 4 175700 0 0 PROOFPOINT INC COM 743424103 31133 578898 SH DFND 17 478439 0 100459 PROSHARES TR II SHT VIX ST TRM 74347W627 206 4080 SH DFND 1600 0 2480 PROSHARES TR S&P 500 DV ARIST 74348A467 602 11509 SH DFND 17 11509 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 681 93687 SH DFND 21 2314 0 91373 PROSPERITY BANCSHARES INC COM 743606105 27236 587100 SH DFND 3 576700 0 10400 PROVIDENCE SVC CORP COM 743815102 12297 240786 SH DFND 17 237976 0 2810 PROVIDENCE SVC CORP COM 743815102 151 2964 SH DFND 21 2964 0 0 PROVIDENT FINL SVCS INC COM 74386T105 8869 439268 SH DFND 3 430345 0 8923 PROVIDENT FINL SVCS INC COM 74386T105 124 6162 SH DFND 17 6162 0 0 PROVIDENT FINL SVCS INC COM 74386T105 362 17941 SH DFND 21 0 0 17941 PRUDENTIAL FINL INC COM 744320102 11159 154510 SH DFND 3 154510 0 0 PRUDENTIAL FINL INC COM 744320102 17443 241520 SH DFND 4 241520 0 0 PRUDENTIAL FINL INC COM 744320102 88899 1230952 SH DFND 17 1183263 0 47689 PRUDENTIAL FINL INC COM 744320102 49558 686202 SH DFND 21 432687 0 253515 PRUDENTIAL FINL INC COM 744320102 201 2790 SH DFND 25 2790 0 0 PRUDENTIAL FINL INC CALL 744320902 2087 28900 SH Call DFND 4 28900 0 0 PRUDENTIAL FINL INC PUT 744320952 11996 166100 SH Put DFND 4 166100 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 192196 4077128 SH DFND 3 4073728 0 3400 PUBLIC SVC ENTERPRISE GROUP COM 744573106 81432 1727449 SH DFND 17 1501619 0 225830 PUBLIC SVC ENTERPRISE GROUP COM 744573106 114644 2431984 SH DFND 21 1588601 0 843383 PUBLIC SVC ENTERPRISE GROUP COM 744573106 317 6729 SH DFND 25 6729 0 0 PUBLIC SVC ENTERPRISE GROUP CALL 744573906 1820 38600 SH Call DFND 4 38600 0 0 PUBLIC SVC ENTERPRISE GROUP PUT 744573956 9041 191800 SH Put DFND 4 191800 0 0 PUBLIC STORAGE COM 74460D109 9803 35541 SH DFND 4 35541 0 0 PUBLIC STORAGE COM 74460D109 34 123 SH DFND 17 123 0 0 PUBLIC STORAGE COM 74460D109 8822 31982 SH DFND 21 31881 0 101 PUBLIC STORAGE CALL 74460D909 2510 9100 SH Call DFND 4 9100 0 0 PUBLIC STORAGE PUT 74460D959 28328 102700 SH Put DFND 4 102700 0 0 QLOGIC CORP COM 747277101 1936 144018 SH DFND 17 99613 0 44405 QLOGIC CORP COM 747277101 1565 116449 SH DFND 21 66747 0 49702 QAD INC CL A 74727D306 1142 53764 SH DFND 17 50507 0 3257 QEP RES INC COM 74733V100 1069 75732 SH DFND 17 75732 0 0 QEP RES INC COM 74733V100 5 340 SH DFND 21 0 0 340 QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 457 6055 SH DFND 17 100 0 5955 QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 661 8750 SH DFND 24 8750 0 0 QIHOO 360 TECHNOLOGY CO 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COM 748356102 8578 345900 SH DFND 21 345900 0 0 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 12335 189482 SH DFND 17 119162 0 70320 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 6815 104684 SH DFND 21 48871 0 55813 QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 286 7205 SH DFND 17 0 0 7205 RAIT FINANCIAL TRUST COM NEW 749227609 8053 2564804 SH DFND 4 2564804 0 0 RLJ LODGING TR COM 74965L101 443 19373 SH DFND 17 19373 0 0 RLJ LODGING TR COM 74965L101 2205 96365 SH DFND 21 61058 0 35307 RPM INTL INC NOTE 2.250%12/1 749685AT0 32701 29720000 PRN DFND 17 25615000 0 4105000 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 1031 1000000 PRN DFND 17 1000000 0 0 RTI SURGICAL INC COM 74975N105 2738 684585 SH DFND 17 666969 0 17616 RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 39912 32285000 PRN DFND 17 32140000 0 145000 RADIANT LOGISTICS INC COM 75025X100 852 238638 SH DFND 17 224187 0 14451 RADNET INC COM 750491102 2090 432754 SH DFND 17 421347 0 11407 RALPH LAUREN CORP CL A 751212101 36306 377161 SH DFND 21 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SH DFND 17 137108 0 40178 RED HAT INC COM 756577102 3819 51253 SH DFND 21 48313 0 2940 RED HAT INC NOTE 0.250%10/0 756577AD4 108410 87350000 PRN DFND 17 81940000 0 5410000 RED HAT INC NOTE 0.250%10/0 756577AD4 4642 3740000 PRN DFND 21 3740000 0 0 RED LION HOTELS CORP COM 756764106 1263 149870 SH DFND 17 140894 0 8976 REGAL BELOIT CORP COM 758750103 58470 926764 SH DFND 3 910135 0 16629 REGAL BELOIT CORP COM 758750103 3369 53405 SH DFND 17 39375 0 14030 REGAL BELOIT CORP COM 758750103 1528 24216 SH DFND 21 23774 0 442 REGENERON PHARMACEUTICALS COM 75886F107 5242 14544 SH DFND 4 14544 0 0 REGENERON PHARMACEUTICALS COM 75886F107 9564 26535 SH DFND 17 24662 0 1873 REGENERON PHARMACEUTICALS COM 75886F107 15 42 SH DFND 21 0 0 42 REGENERON PHARMACEUTICALS COM 75886F107 8380 23250 SH DFND 24 23250 0 0 REGENERON PHARMACEUTICALS CALL 75886F907 2343 6500 SH Call DFND 4 6500 0 0 REGENERON PHARMACEUTICALS PUT 75886F957 12399 34400 SH Put DFND 4 34400 0 0 REGENERON PHARMACEUTICALS NOTE 1.875%10/0 75886FAD9 1025 220000 PRN DFND 17 195000 0 25000 REGIONS FINL CORP NEW COM 7591EP100 5979 761600 SH DFND 3 761600 0 0 REGIONS FINL CORP NEW COM 7591EP100 9360 1192381 SH DFND 4 1192381 0 0 REGIONS FINL CORP NEW COM 7591EP100 244 31139 SH DFND 21 30500 0 639 REINSURANCE GROUP AMER INC COM NEW 759351604 3423 35559 SH DFND 17 10811 0 24748 REINSURANCE GROUP AMER INC COM NEW 759351604 16173 168036 SH DFND 21 40103 0 127933 REINSURANCE GROUP AMER INC COM NEW 759351604 20 212 SH DFND 25 212 0 0 REIS INC COM 75936P105 1247 52930 SH DFND 17 49808 0 3122 RELIANCE STEEL & ALUMINUM CO COM 759509102 15 220 SH DFND 3 220 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 337 4872 SH DFND 17 4872 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 3469 50136 SH DFND 21 0 0 50136 RENASANT CORP COM 75970E107 277 8415 SH DFND 17 8415 0 0 RENREN INC SPONSORED ADR 759892102 192 58705 SH DFND 17 0 0 58705 REPLIGEN CORP COM 759916109 9894 368893 SH DFND 17 363588 0 5305 RENTECH NITROGEN PARTNERS L COM UNIT 760113100 6341 555768 SH DFND 3 555768 0 0 REPUBLIC SVCS INC COM 760759100 14 300 SH DFND 3 300 0 0 REPUBLIC SVCS INC COM 760759100 572 11997 SH DFND 17 8277 0 3720 REPUBLIC SVCS INC COM 760759100 1540 32316 SH DFND 21 30346 0 1970 RESMED INC COM 761152107 315 5444 SH DFND 21 5444 0 0 RESOURCE CAP CORP COM NEW 76120W708 4533 402959 SH DFND 4 402959 0 0 RETAIL PPTYS AMER INC CL A 76131V202 46759 2950107 SH DFND 3 2885760 0 64347 RETAILMENOT INC COM SER 1 76132B106 105 13140 SH DFND 17 0 0 13140 REX AMERICAN RESOURCES CORP COM 761624105 47 855 SH DFND 17 855 0 0 REX AMERICAN RESOURCES CORP COM 761624105 995 17944 SH DFND 21 17944 0 0 REYNOLDS AMERICAN INC COM 761713106 2953 58693 SH DFND 4 58693 0 0 REYNOLDS AMERICAN INC COM 761713106 26877 534225 SH DFND 17 307433 0 226792 REYNOLDS AMERICAN INC COM 761713106 101932 2026079 SH DFND 21 1188040 0 838039 REYNOLDS AMERICAN INC COM 761713106 258 5138 SH DFND 25 5138 0 0 REYNOLDS AMERICAN INC CALL 761713906 1328 26400 SH Call DFND 4 26400 0 0 REYNOLDS AMERICAN INC PUT 761713956 15918 316400 SH Put DFND 4 316400 0 0 RING ENERGY INC COM 76680V108 859 170048 SH DFND 17 160235 0 9813 RITE AID CORP COM 767754104 157 19238 SH DFND 21 19238 0 0 ROBERT HALF INTL INC COM 770323103 440 9454 SH DFND 17 9454 0 0 ROBERT HALF INTL INC COM 770323103 425 9124 SH DFND 21 3474 0 5650 ROCKWELL AUTOMATION INC COM 773903109 311 2731 SH DFND 4 2731 0 0 ROCKWELL AUTOMATION INC COM 773903109 429 3768 SH DFND 21 3692 0 76 ROCKWELL AUTOMATION INC PUT 773903959 1069 9400 SH Put DFND 4 9400 0 0 ROCKWELL COLLINS INC COM 774341101 2040 22121 SH DFND 21 2967 0 19154 ROFIN SINAR TECHNOLOGIES INC COM 775043102 8544 265172 SH DFND 21 265172 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 1840 36073 SH DFND 21 33792 0 2281 ROPER TECHNOLOGIES INC COM 776696106 743 4066 SH DFND 4 4066 0 0 ROPER TECHNOLOGIES INC COM 776696106 16364 89535 SH DFND 21 33982 0 55553 ROPER TECHNOLOGIES INC COM 776696106 4295 23500 SH DFND 24 23500 0 0 ROPER TECHNOLOGIES INC CALL 776696906 1279 7000 SH Call DFND 4 7000 0 0 ROPER TECHNOLOGIES INC PUT 776696956 10637 58200 SH Put DFND 4 58200 0 0 ROSS STORES INC COM 778296103 1725 29794 SH DFND 4 29794 0 0 ROSS STORES INC COM 778296103 3185 55007 SH DFND 21 54801 0 206 ROSS STORES INC CALL 778296903 591 10200 SH Call DFND 4 10200 0 0 ROSS STORES INC PUT 778296953 10480 181000 SH Put DFND 4 181000 0 0 ROVI CORP COM 779376102 4438 216359 SH DFND 17 180781 0 35578 ROVI CORP COM 779376102 605 29518 SH DFND 21 15187 0 14331 ROVI CORP NOTE 0.500% 3/0 779376AD4 29359 30775000 PRN DFND 17 26105000 0 4670000 ROYAL BK CDA MONTREAL QUE COM 780087102 41668 567592 SH DFND 17 302090 0 265502 ROYAL BK CDA MONTREAL QUE COM 780087102 120277 1638398 SH DFND 21 1016494 0 621904 ROYAL BK CDA MONTREAL QUE COM 780087102 335 4563 SH DFND 25 4563 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 468059 9660669 SH DFND 3 9027492 0 633177 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 113847 2349783 SH DFND 17 2349783 0 0 RUBICON PROJ INC COM 78112V102 2660 145532 SH DFND 17 145532 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 122 8898 SH DFND 17 980 0 7918 RUDOLPH TECHNOLOGIES INC COM 781270103 3446 252240 SH DFND 21 202142 0 50098 RUDOLPH TECHNOLOGIES INC COM 781270103 28 2061 SH DFND 25 2061 0 0 RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 7024 81841 SH DFND 21 81841 0 0 RYDER SYS INC COM 783549108 192984 2979063 SH DFND 3 2976763 0 2300 RYDER SYS INC COM 783549108 43175 666491 SH DFND 17 619291 0 47200 RYDER SYS INC COM 783549108 13684 211239 SH DFND 21 192340 0 18899 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 14653 12020000 PRN DFND 17 12020000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 596 670000 PRN DFND 4 670000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7323 8205000 PRN DFND 17 8205000 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 4252 82604 SH DFND 4 82604 0 0 S & T BANCORP INC COM 783859101 15062 584719 SH DFND 3 584719 0 0 SEI INVESTMENTS CO COM 784117103 11592 269261 SH DFND 17 218270 0 50991 SEI INVESTMENTS CO COM 784117103 173 4015 SH DFND 21 3900 0 115 SL GREEN RLTY CORP COM 78440X101 8889 91749 SH DFND 4 91749 0 0 SL GREEN RLTY CORP COM 78440X101 8 84 SH DFND 17 84 0 0 SM ENERGY CO COM 78454L100 8142 434475 SH DFND 17 434475 0 0 SM ENERGY CO COM 78454L100 1473 78599 SH DFND 21 78599 0 0 SM ENERGY CO COM 78454L100 506 27000 SH DFND 24 27000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 30000 145942 SH DFND 4 145942 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 858685 4178107 SH DFND 17 4178107 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 19987 97250 SH DFND 25 97250 0 0 SPS COMM INC COM 78463M107 1227 28586 SH DFND 17 28586 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 518 4400 SH DFND 2200 0 2200 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 5937 121243 SH DFND 25 121243 0 0 SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 5835 59825 SH DFND 17 59825 0 0 SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 4851 112300 SH DFND 24 112300 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 4303 125621 SH DFND 17 125621 0 0 SPDR SERIES TRUST BARC SHT TR CP 78464A474 302 9855 SH DFND 17 9855 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1278 20157 SH DFND 17 4057 0 16100 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 73148 1153391 SH DFND 21 927464 0 225927 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 317 5000 SH DFND 24 5000 0 0 SABRE CORP COM 78573M104 35608 1231251 SH DFND 17 1036526 0 194725 SABRE CORP COM 78573M104 3201 110683 SH DFND 21 77425 0 33258 ST JUDE MED INC COM 790849103 6232 113300 SH DFND 3 113300 0 0 ST JUDE MED INC COM 790849103 702 12761 SH DFND 4 12761 0 0 ST JUDE MED INC COM 790849103 43232 786045 SH DFND 17 659355 0 126690 ST JUDE MED INC COM 790849103 2087 37951 SH DFND 21 7600 0 30351 ST JUDE MED INC CALL 790849903 275 5000 SH Call DFND 4 5000 0 0 ST JUDE MED INC PUT 790849953 1804 32800 SH Put DFND 4 32800 0 0 SALESFORCE COM INC COM 79466L302 4349 58907 SH DFND 4 58907 0 0 SALESFORCE COM INC COM 79466L302 194065 2628532 SH DFND 17 2117838 0 510694 SALESFORCE COM INC COM 79466L302 390 5288 SH DFND 21 0 0 5288 SALESFORCE COM INC CALL 79466L902 2215 30000 SH Call DFND 4 30000 0 0 SALESFORCE COM INC PUT 79466L952 27598 373800 SH Put DFND 4 373800 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 142011 114710000 PRN DFND 17 108840000 0 5870000 SALLY BEAUTY HLDGS INC COM 79546E104 10079 311259 SH DFND 17 249879 0 61380 SALLY BEAUTY HLDGS INC COM 79546E104 91 2800 SH DFND 21 0 0 2800 SANCHEZ ENERGY CORP COM 79970Y105 8664 1578180 SH DFND 4 1578180 0 0 SANCHEZ ENERGY CORP COM 79970Y105 351 64005 SH DFND 17 38400 0 25605 SANDERSON FARMS INC COM 800013104 15758 174744 SH DFND 17 125544 0 49200 SANDERSON FARMS INC COM 800013104 16220 179866 SH DFND 21 143454 0 36412 SANDERSON FARMS INC COM 800013104 5142 57024 SH DFND 24 57024 0 0 SANDISK CORP COM 80004C101 8 100 SH DFND 17 100 0 0 SANDISK CORP COM 80004C101 1187 15597 SH DFND 21 10494 0 5103 SANDISK CORP NOTE 0.500%10/1 80004CAF8 64702 63260000 PRN DFND 17 63260000 0 0 SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 3760 1457468 SH DFND 3 1457468 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 6679 96673 SH DFND 17 93866 0 2807 SANFILIPPO JOHN B & SON INC COM 800422107 761 11018 SH DFND 21 8726 0 2292 SANMINA CORPORATION COM 801056102 5524 236283 SH DFND 17 80308 0 155975 SANMINA CORPORATION COM 801056102 12392 530005 SH DFND 21 169288 0 360717 SANOFI SPONSORED ADR 80105N105 20187 502675 SH DFND 17 456815 0 45860 SANTANDER CONSUMER USA HDG I COM 80283M101 1229 117136 SH DFND 17 117136 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 11457 1092217 SH DFND 21 861683 0 230534 SAREPTA THERAPEUTICS INC COM 803607100 1280 65595 SH DFND 17 50310 0 15285 SAREPTA THERAPEUTICS INC COM 803607100 273 14000 SH DFND 24 14000 0 0 SASOL LTD SPONSORED ADR 803866300 297036 10055392 SH DFND 3 9090698 0 964694 SASOL LTD SPONSORED ADR 803866300 56437 1910517 SH DFND 17 1910517 0 0 SCANA CORP NEW COM 80589M102 6028 85930 SH DFND 3 85930 0 0 SCANA CORP NEW COM 80589M102 9936 141638 SH DFND 17 41101 0 100537 SCANA CORP NEW COM 80589M102 14378 204967 SH DFND 21 106471 0 98496 SCANSOURCE INC COM 806037107 254 6295 SH DFND 17 0 0 6295 SCHEIN HENRY INC COM 806407102 388 2247 SH DFND 21 1580 0 667 SCHLUMBERGER LTD COM 806857108 39264 532391 SH DFND 4 532391 0 0 SCHLUMBERGER LTD COM 806857108 123914 1680192 SH DFND 17 1659082 0 21110 SCHLUMBERGER LTD COM 806857108 27480 372609 SH DFND 21 263459 0 109150 SCHLUMBERGER LTD COM 806857108 1999 27100 SH DFND 24 27100 0 0 SCHLUMBERGER LTD CALL 806857908 5126 69500 SH Call DFND 4 69500 0 0 SCHLUMBERGER LTD PUT 806857958 44405 602100 SH Put DFND 4 602100 0 0 SCHOLASTIC CORP COM 807066105 195 5220 SH DFND 17 5220 0 0 SCHOLASTIC CORP COM 807066105 242 6472 SH DFND 21 1941 0 4531 SCHULMAN A INC COM 808194104 45350 1666062 SH DFND 3 1666062 0 0 SCHULMAN A INC COM 808194104 2405 88355 SH DFND 17 53934 0 34421 SCHULMAN A INC COM 808194104 3090 113506 SH DFND 21 62849 0 50657 SCHWAB CHARLES CORP NEW COM 808513105 1774 63311 SH DFND 4 63311 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1728 61676 SH DFND 17 19715 0 41961 SCHWAB CHARLES CORP NEW COM 808513105 15 546 SH DFND 21 0 0 546 SCHWAB CHARLES CORP NEW CALL 808513905 1547 55200 SH Call DFND 4 55200 0 0 SCHWAB CHARLES CORP NEW PUT 808513955 10222 364800 SH Put DFND 4 364800 0 0 SCHWAB STRATEGIC TR US SML CAP ETF 808524607 6993 134386 SH DFND 17 134386 0 0 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 375 7093 SH DFND 17 7093 0 0 SCHWAB STRATEGIC TR US REIT ETF 808524847 8738 211068 SH DFND 17 211068 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 1560 28098 SH DFND 17 28098 0 0 SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 318 11000 SH DFND 17 11000 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 32243 1024222 SH DFND 3 992517 0 31705 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1184 37600 SH DFND 17 37600 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3647 115852 SH DFND 21 40895 0 74957 SCIENCE APPLICATNS INTL CP N COM 808625107 443 8301 SH DFND 17 8301 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 1283 24060 SH DFND 21 21304 0 2756 SCOTTS MIRACLE GRO CO CL A 810186106 4416 60681 SH DFND 21 26191 0 34490 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 215 3283 SH DFND 21 3200 0 83 SEACOAST BKG CORP FLA COM NEW 811707801 3366 213158 SH DFND 17 213158 0 0 SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 11858 15350000 PRN DFND 17 13145000 0 2205000 SEACOR HOLDINGS INC COM 811904101 603 11076 SH DFND 21 11076 0 0 SEALED AIR CORP NEW COM 81211K100 1021 21269 SH DFND 17 21269 0 0 SEALED AIR CORP NEW COM 81211K100 8928 185956 SH DFND 21 185840 0 116 SEATTLE GENETICS INC COM 812578102 3164 90168 SH DFND 17 90168 0 0 SEATTLE GENETICS INC COM 812578102 1140 32500 SH DFND 24 32500 0 0 SEAWORLD ENTMT INC COM 81282V100 11061 525220 SH DFND 4 525220 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1109 25000 SH DFND 24 25000 0 0 SELECT SECTOR SPDR TR PUT 81369Y954 30945 557875 SH Put DFND 4 557875 0 0 SELECT SECTOR SPDR TR PUT 81369Y955 94372 4192443 SH Put DFND 4 4192443 0 0 SELECT SECTOR SPDR TR PUT 81369Y956 15325 247500 SH Put DFND 4 247500 0 0 SELECT MED HLDGS CORP COM 81619Q105 574 48608 SH DFND 21 48608 0 0 SELECTIVE INS GROUP INC COM 816300107 43 1186 SH DFND 17 1186 0 0 SELECTIVE INS GROUP INC COM 816300107 5193 141838 SH DFND 21 83176 0 58662 SEMGROUP CORP CL A 81663A105 238 10620 SH DFND 4 10620 0 0 SEMTECH CORP COM 816850101 228 10385 SH DFND 17 5855 0 4530 SEMPRA ENERGY CALL 816851909 2320 22300 SH Call DFND 4 22300 0 0 SEMPRA ENERGY PUT 816851959 12267 117900 SH Put DFND 4 117900 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 578 9105 SH DFND 17 0 0 9105 SENSIENT TECHNOLOGIES CORP COM 81725T100 42 664 SH DFND 21 664 0 0 SERVICE CORP INTL COM 817565104 2755 111633 SH DFND 21 110829 0 804 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 13446 356844 SH DFND 17 308700 0 48144 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 21421 568493 SH DFND 21 565743 0 2750 SERVICENOW INC COM 81762P102 2623 42875 SH DFND 17 42875 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 82635 77840000 PRN DFND 17 73440000 0 4400000 SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 5265 6500000 PRN DFND 17 6500000 0 0 SHARPS COMPLIANCE CORP COM 820017101 651 118344 SH DFND 17 111383 0 6961 SHAW COMMUNICATIONS INC CL B CONV 82028K200 473 19200 SH DFND 3 19200 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1041 42299 SH DFND 17 42299 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 33988 1381027 SH DFND 21 926795 0 454232 SHERWIN WILLIAMS CO COM 824348106 1083 3804 SH DFND 4 3804 0 0 SHERWIN WILLIAMS CO COM 824348106 2094 7356 SH DFND 17 7356 0 0 SHERWIN WILLIAMS CO COM 824348106 1994 7003 SH DFND 21 2424 0 4579 SHERWIN WILLIAMS CO COM 824348106 740 2600 SH DFND 24 2600 0 0 SHERWIN WILLIAMS CO CALL 824348906 1566 5500 SH Call DFND 4 5500 0 0 SHERWIN WILLIAMS CO PUT 824348956 16226 57000 SH Put DFND 4 57000 0 0 SHIRE PLC SPONSORED ADR 82481R106 48278 280850 SH DFND 3 204750 0 76100 SHIRE PLC SPONSORED ADR 82481R106 26868 156301 SH DFND 17 138957 0 17344 SHIRE PLC PUT 82481R956 7684 44700 SH Put DFND 21 44700 0 0 SHOE CARNIVAL INC COM 824889109 2179 80807 SH DFND 17 80807 0 0 SHOE CARNIVAL INC COM 824889109 2900 107579 SH DFND 21 60457 0 47122 SHORETEL INC COM 825211105 3640 489238 SH DFND 17 477366 0 11872 SIBANYE GOLD LTD SPONSORED ADR 825724206 137 9005 SH DFND 17 9005 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 1378 90865 SH DFND 21 63539 0 27326 SIGMA DESIGNS INC COM 826565103 1800 264684 SH DFND 21 264684 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 10414 76509 SH DFND 17 76509 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2198 16144 SH DFND 21 4862 0 11282 SILGAN HOLDINGS INC COM 827048109 42617 801523 SH DFND 3 782103 0 19420 SILGAN HOLDINGS INC COM 827048109 79 1483 SH DFND 21 1483 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1251 32228 SH DFND 21 0 0 32228 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 543 68146 SH DFND 17 68146 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1937 243068 SH DFND 21 243068 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 2992 202863 SH DFND 17 202863 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 47 1036 SH DFND 17 1036 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 182 4046 SH DFND 21 4046 0 0 SIMON PPTY GROUP INC NEW COM 828806109 33296 160315 SH DFND 4 160315 0 0 SIMON PPTY GROUP INC NEW COM 828806109 608 2929 SH DFND 17 2929 0 0 SIMON PPTY GROUP INC NEW COM 828806109 12606 60697 SH DFND 21 60524 0 173 SIMON PPTY GROUP INC NEW CALL 828806909 4216 20300 SH Call DFND 4 20300 0 0 SIMON PPTY GROUP INC NEW PUT 828806959 36180 174200 SH Put DFND 4 174200 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 11816 384249 SH DFND 21 62482 0 321767 SIX FLAGS ENTMT CORP NEW COM 83001A102 23874 430247 SH DFND 17 372578 0 57669 SIX FLAGS ENTMT CORP NEW COM 83001A102 774 13940 SH DFND 21 11090 0 2850 SKECHERS U S A INC CL A 830566105 2440 80122 SH DFND 17 80122 0 0 SKECHERS U S A INC CL A 830566105 27426 900688 SH DFND 21 896377 0 4311 SKYWEST INC COM 830879102 3502 175197 SH DFND 17 56342 0 118855 SKYWEST INC COM 830879102 620 31002 SH DFND 21 27096 0 3906 SKYWORKS SOLUTIONS INC COM 83088M102 119195 1530109 SH DFND 17 1161078 0 369031 SKYWORKS SOLUTIONS INC COM 83088M102 24600 315784 SH DFND 21 192073 0 123711 SKYWORKS SOLUTIONS INC COM 83088M102 72 926 SH DFND 25 926 0 0 SMITH & WESSON HLDG CORP COM 831756101 1050 39445 SH DFND 17 18805 0 20640 SMITH & WESSON HLDG CORP COM 831756101 5465 205297 SH DFND 21 132134 0 73163 SMITH & WESSON HLDG CORP COM 831756101 37 1386 SH DFND 25 1386 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 5763 172946 SH DFND 17 101246 0 71700 SMITH A O COM 831865209 22472 294485 SH DFND 17 233367 0 61118 SMITH A O COM 831865209 1286 16851 SH DFND 21 4436 0 12415 SMUCKER J M CO COM NEW 832696405 100 767 SH DFND 4 767 0 0 SMUCKER J M CO COM NEW 832696405 5404 41620 SH DFND 17 41620 0 0 SMUCKER J M CO COM NEW 832696405 3283 25282 SH DFND 21 23501 0 1781 SMUCKER J M CO COM NEW 832696405 2714 20900 SH DFND 24 20900 0 0 SMUCKER J M CO PUT 832696955 1311 10100 SH Put DFND 4 10100 0 0 SNAP ON INC COM 833034101 6702 42692 SH DFND 17 28154 0 14538 SNAP ON INC COM 833034101 56418 359375 SH DFND 21 238221 0 121154 SNAP ON INC COM 833034101 247 1571 SH DFND 25 1571 0 0 SOHU COM INC COM 83408W103 59 1185 SH DFND 17 1185 0 0 SOHU COM INC COM 83408W103 238 4805 SH DFND 21 4805 0 0 SOLARCITY CORP COM 83416T100 9194 374028 SH DFND 17 282331 0 91697 SOLARCITY CORP COM 83416T100 886 36058 SH DFND 21 31564 0 4494 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 81515 147205000 PRN DFND 17 139970000 0 7235000 SONIC CORP COM 835451105 20423 580869 SH DFND 17 521659 0 59210 SONIC CORP COM 835451105 169 4800 SH DFND 21 0 0 4800 SONIC AUTOMOTIVE INC CL A 83545G102 18925 1024100 SH DFND 3 1024100 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 8 440 SH DFND 17 440 0 0 SONOCO PRODS CO COM 835495102 45348 933670 SH DFND 3 908970 0 24700 SONOCO PRODS CO COM 835495102 2100 43236 SH DFND 17 43236 0 0 SONOCO PRODS CO COM 835495102 8933 183925 SH DFND 21 143652 0 40273 SOUTHERN CO COM 842587107 446 8619 SH DFND 4 8619 0 0 SOUTHERN CO COM 842587107 657 12698 SH DFND 17 12698 0 0 SOUTHERN CO COM 842587107 26 507 SH DFND 21 0 0 507 SOUTHERN CO CALL 842587907 2530 48900 SH Call DFND 4 48900 0 0 SOUTHERN CO PUT 842587957 20589 398000 SH Put DFND 4 398000 0 0 SOUTHERN COPPER CORP COM 84265V105 16466 594217 SH DFND 21 594002 0 215 SOUTHWEST AIRLS CO COM 844741108 7580 169200 SH DFND 3 169200 0 0 SOUTHWEST AIRLS CO COM 844741108 1270 28359 SH DFND 4 28359 0 0 SOUTHWEST AIRLS CO COM 844741108 7642 170584 SH DFND 17 156376 0 14208 SOUTHWEST AIRLS CO COM 844741108 59471 1327478 SH DFND 21 1107763 0 219715 SOUTHWEST AIRLS CO COM 844741108 19 418 SH DFND 25 418 0 0 SOUTHWEST AIRLS CO CALL 844741908 1021 22800 SH Call DFND 4 22800 0 0 SOUTHWEST AIRLS CO PUT 844741958 11939 266500 SH Put DFND 4 266500 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 1778 118110 SH DFND 17 111110 0 7000 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 17880 911805 SH DFND 17 910830 0 975 SOVRAN SELF STORAGE INC COM 84610H108 13414 113728 SH DFND 4 113728 0 0 SOVRAN SELF STORAGE INC COM 84610H108 1108 9391 SH DFND 17 9391 0 0 SOVRAN SELF STORAGE INC COM 84610H108 6703 56825 SH DFND 21 56825 0 0 SPARTANNASH CO COM 847215100 2550 84130 SH DFND 17 62930 0 21200 SPARTANNASH CO COM 847215100 16703 551063 SH DFND 21 349769 0 201294 SPARTANNASH CO COM 847215100 61 2004 SH DFND 25 2004 0 0 SPECTRA ENERGY CORP COM 847560109 1248 40795 SH DFND 4 40795 0 0 SPECTRA ENERGY CORP COM 847560109 525 17146 SH DFND 21 482 0 16664 SPECTRA ENERGY CORP CALL 847560909 1588 51900 SH Call DFND 4 51900 0 0 SPECTRA ENERGY CORP PUT 847560959 5643 184400 SH Put DFND 4 184400 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 11296 103367 SH DFND 21 103367 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2242 49436 SH DFND 17 21721 0 27715 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 5594 123335 SH DFND 21 75121 0 48214 SPIRIT RLTY CAP INC NEW COM 84860W102 6543 581620 SH DFND 4 581620 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 23 2000 SH DFND 17 2000 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 9691 769151 SH DFND 17 760674 0 8477 SPRINT CORP COM SER 1 85207U105 1498 430443 SH DFND 21 430000 0 443 STAGE STORES INC COM NEW 85254C305 139 17190 SH DFND 17 17190 0 0 STAGE STORES INC COM NEW 85254C305 566 70175 SH DFND 21 70175 0 0 STANDARD MTR PRODS INC COM 853666105 28 813 SH DFND 17 813 0 0 STANDARD MTR PRODS INC COM 853666105 771 22258 SH DFND 21 22258 0 0 STANDEX INTL CORP COM 854231107 6313 81135 SH DFND 3 79500 0 1635 STANDEX INTL CORP COM 854231107 30 384 SH DFND 17 384 0 0 STANDEX INTL CORP COM 854231107 101 1300 SH DFND 21 1300 0 0 STANLEY BLACK & DECKER INC COM 854502101 5 49 SH DFND 4 49 0 0 STANLEY BLACK & DECKER INC COM 854502101 693 6585 SH DFND 17 6585 0 0 STANLEY BLACK & DECKER INC COM 854502101 16910 160729 SH DFND 21 47784 0 112945 STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 35219 312305 SH DFND 17 309650 0 2655 STANTEC INC COM 85472N109 466 14382 SH DFND 17 14382 0 0 STANTEC INC COM 85472N109 1876 57948 SH DFND 21 25684 0 32264 STAPLES INC COM 855030102 1284 116450 SH DFND 17 116450 0 0 STAPLES INC COM 855030102 13464 1220659 SH DFND 21 1184951 0 35708 STARBUCKS CORP COM 855244109 4219 70666 SH DFND 4 70666 0 0 STARBUCKS CORP COM 855244109 239430 4010555 SH DFND 17 3543416 0 467139 STARBUCKS CORP COM 855244109 5391 90296 SH DFND 20 90296 0 0 STARBUCKS CORP COM 855244109 36688 614546 SH DFND 21 203844 0 410702 STARBUCKS CORP CALL 855244909 3970 66500 SH Call DFND 4 66500 0 0 STARBUCKS CORP PUT 855244959 36936 618700 SH Put DFND 4 618700 0 0 STATE AUTO FINL CORP COM 855707105 342 15500 SH DFND 17 0 0 15500 STARWOOD PPTY TR INC COM 85571B105 24109 1273577 SH DFND 3 1251077 0 22500 STARWOOD PPTY TR INC COM 85571B105 6044 319275 SH DFND 17 319275 0 0 STARWOOD PPTY TR INC COM 85571B105 21803 1151770 SH DFND 21 1108279 0 43491 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 21850 21905000 PRN DFND 17 21905000 0 0 STATE STR CORP COM 857477103 1680 28704 SH DFND 4 28704 0 0 STATE STR CORP COM 857477103 3284 56121 SH DFND 21 55833 0 288 STATE STR CORP CALL 857477903 1053 18000 SH Call DFND 4 18000 0 0 STATE STR CORP PUT 857477953 8216 140400 SH Put DFND 4 140400 0 0 STEEL DYNAMICS INC COM 858119100 53668 2384200 SH DFND 3 2329500 0 54700 STEEL DYNAMICS INC COM 858119100 152 6770 SH DFND 17 0 0 6770 STEEL DYNAMICS INC COM 858119100 1635 72628 SH DFND 21 72628 0 0 STEELCASE INC CL A 858155203 319 21385 SH DFND 17 10600 0 10785 STEPAN CO COM 858586100 43699 790361 SH DFND 3 790361 0 0 STERICYCLE INC COM 858912108 2947 23351 SH DFND 21 20772 0 2579 STERICYCLE INC COM 858912108 6204 49165 SH DFND 24 49165 0 0 STERICYCLE INC DEP PFD A 1/10 858912207 118340 1265800 SH DFND 17 1185490 0 80310 STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 7240 24965000 PRN DFND 17 24965000 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 1710 57070 SH DFND 17 57070 0 0 STORE CAP CORP COM 862121100 379 14648 SH DFND 17 14648 0 0 STORE CAP CORP COM 862121100 1358 52486 SH DFND 21 52486 0 0 STRATTEC SEC CORP COM 863111100 8711 151780 SH DFND 3 151780 0 0 STRYKER CORP COM 863667101 87 814 SH DFND 4 814 0 0 STRYKER CORP COM 863667101 3619 33729 SH DFND 17 23194 0 10535 STRYKER CORP COM 863667101 6979 65047 SH DFND 21 16730 0 48317 STRYKER CORP CALL 863667901 2435 22700 SH Call DFND 4 22700 0 0 STRYKER CORP PUT 863667951 13647 127200 SH Put DFND 4 127200 0 0 SUFFOLK BANCORP COM 864739107 1273 50428 SH DFND 17 48132 0 2296 SUCAMPO PHARMACEUTICALS INC CL A 864909106 499 45640 SH DFND 17 31275 0 14365 SUCAMPO PHARMACEUTICALS INC CL A 864909106 3101 283728 SH DFND 21 283728 0 0 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 652 108559 SH DFND 21 0 0 108559 SUMMIT HOTEL PPTYS COM 866082100 338 28210 SH DFND 17 12005 0 16205 SUMMIT HOTEL PPTYS COM 866082100 186 15565 SH DFND 21 15565 0 0 SUMMIT MATLS INC CL A 86614U100 13984 718974 SH DFND 17 636304 0 82670 SUMMIT MATLS INC CL A 86614U100 102 5246 SH DFND 21 0 0 5246 SUN CMNTYS INC COM 866674104 13655 190686 SH DFND 4 190686 0 0 SUN CMNTYS INC COM 866674104 1032 14410 SH DFND 17 14410 0 0 SUN CMNTYS INC COM 866674104 3703 51715 SH DFND 21 51715 0 0 SUN LIFE FINL INC COM 866796105 1890 45994 SH DFND 17 32965 0 13029 SUN LIFE FINL INC COM 866796105 13105 318859 SH DFND 21 120745 0 198114 SUNCOR ENERGY INC NEW COM 867224107 12042 430614 SH DFND 4 430614 0 0 SUNCOR ENERGY INC NEW COM 867224107 19119 538869 SH DFND 17 528138 0 10731 SUNCOR ENERGY INC NEW COM 867224107 33870 954632 SH DFND 21 785833 0 168799 SUNCOR ENERGY INC NEW COM 867224107 1788 50400 SH DFND 24 50400 0 0 SUNCOR ENERGY INC NEW COM 867224107 99 2793 SH DFND 25 2793 0 0 SUNPOWER CORP COM 867652406 6284 281290 SH DFND 17 281290 0 0 SUNPOWER CORP COM 867652406 3779 169170 SH DFND 21 152000 0 17170 SUNPOWER CORP COM 867652406 7015 314000 SH DFND 24 314000 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 33061 42635000 PRN DFND 17 37425000 0 5210000 SUNOCO LP COM U REP LP 86765K109 25230 761532 SH DFND 3 746234 0 15298 SUNSTONE HOTEL INVS INC NEW COM 867892101 462 32980 SH DFND 17 32980 0 0 SUNTRUST BKS INC COM 867914103 18 500 SH DFND 3 500 0 0 SUNTRUST BKS INC COM 867914103 1861 51579 SH DFND 4 51579 0 0 SUNTRUST BKS INC COM 867914103 3691 102304 SH DFND 17 78412 0 23892 SUNTRUST BKS INC COM 867914103 37663 1043870 SH DFND 21 809224 0 234646 SUNTRUST BKS INC COM 867914103 52 1449 SH DFND 25 1449 0 0 SUNTRUST BKS INC CALL 867914903 599 16600 SH Call DFND 4 16600 0 0 SUNTRUST BKS INC PUT 867914953 6556 181700 SH Put DFND 4 181700 0 0 SUPER MICRO COMPUTER INC COM 86800U104 391 11460 SH DFND 17 11460 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 9985 654740 SH DFND 17 649140 0 5600 SUPERVALU INC COM 868536103 79 13698 SH DFND 21 13698 0 0 SURGICAL CARE AFFILIATES INC COM 86881L106 2388 51608 SH DFND 21 0 0 51608 SURMODICS INC COM 868873100 2574 139819 SH DFND 17 135919 0 3900 SWIFT TRANSN CO CL A 87074U101 15673 841296 SH DFND 17 749854 0 91442 SWIFT TRANSN CO CL A 87074U101 98 5250 SH DFND 21 0 0 5250 SYKES ENTERPRISES INC COM 871237103 248 8226 SH DFND 17 8226 0 0 SYKES ENTERPRISES INC COM 871237103 2934 97208 SH DFND 21 54802 0 42406 SYMANTEC CORP COM 871503108 6385 347400 SH DFND 3 347400 0 0 SYMANTEC CORP COM 871503108 2 100 SH DFND 17 100 0 0 SYMANTEC CORP COM 871503108 636 34584 SH DFND 21 34150 0 434 SYNAPTICS INC COM 87157D109 214 2678 SH DFND 21 2183 0 495 SYNOPSYS INC COM 871607107 1352 27919 SH DFND 17 27919 0 0 SYNOPSYS INC COM 871607107 10140 209331 SH DFND 21 209190 0 141 SYNOVUS FINL CORP COM NEW 87161C501 268 9260 SH DFND 21 0 0 9260 SYNTEL INC COM 87162H103 1086 21748 SH DFND 21 18200 0 3548 SYNNEX CORP COM 87162W100 42811 462374 SH DFND 3 451474 0 10900 SYNNEX CORP COM 87162W100 2824 30499 SH DFND 17 10346 0 20153 SYNNEX CORP COM 87162W100 5648 60999 SH DFND 21 23841 0 37158 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 634 229766 SH DFND 17 229766 0 0 SYNERGY RES CORP COM 87164P103 17670 2274189 SH DFND 17 2024157 0 250032 SYNERGY RES CORP COM 87164P103 132 17050 SH DFND 21 0 0 17050 SYNCHRONY FINL COM 87165B103 785 27398 SH DFND 4 27398 0 0 SYNCHRONY FINL COM 87165B103 17131 597746 SH DFND 17 590169 0 7577 SYNCHRONY FINL COM 87165B103 16293 568491 SH DFND 21 440651 0 127840 SYNCHRONY FINL CALL 87165B903 1270 44300 SH Call DFND 4 44300 0 0 SYNCHRONY FINL PUT 87165B953 6861 239400 SH Put DFND 4 239400 0 0 SYSCO CORP COM 871829107 259 5543 SH DFND 4 5543 0 0 SYSCO CORP COM 871829107 1030 22045 SH DFND 17 0 0 22045 SYSCO CORP COM 871829107 15 325 SH DFND 21 0 0 325 SYSCO CORP CALL 871829907 1215 26000 SH Call DFND 4 26000 0 0 SYSCO CORP PUT 871829957 7809 167100 SH Put DFND 4 167100 0 0 TCF FINL CORP COM 872275102 45204 3687100 SH DFND 3 3609000 0 78100 TC PIPELINES LP UT COM LTD PRT 87233Q108 16262 337256 SH DFND 3 330565 0 6691 TECO ENERGY INC COM 872375100 11541 419215 SH DFND 21 419215 0 0 TJX COS INC NEW COM 872540109 1294 16515 SH DFND 4 16515 0 0 TJX COS INC NEW COM 872540109 145165 1852777 SH DFND 17 1639785 0 212992 TJX COS INC NEW COM 872540109 595 7600 SH DFND 20 7600 0 0 TJX COS INC NEW COM 872540109 5200 66373 SH DFND 21 60717 0 5656 TJX COS INC NEW CALL 872540909 2358 30100 SH Call DFND 4 30100 0 0 TJX COS INC NEW PUT 872540959 24994 319000 SH Put DFND 4 319000 0 0 T MOBILE US INC COM 872590104 3830 100000 SH DFND 4 100000 0 0 T MOBILE US INC COM 872590104 8331 217530 SH DFND 17 100 0 217430 T MOBILE US INC COM 872590104 6843 178663 SH DFND 21 133074 0 45589 T MOBILE US INC COM 872590104 61 1601 SH DFND 25 1601 0 0 T MOBILE US INC CONV PFD SER A 872590203 129435 1955210 SH DFND 17 1844955 0 110255 TTM TECHNOLOGIES INC COM 87305R109 4183 629079 SH DFND 17 582079 0 47000 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8659 9695000 PRN DFND 17 9695000 0 0 TABLEAU SOFTWARE INC CL A 87336U105 32016 697973 SH DFND 17 542756 0 155217 TAHOE RES INC COM 873868103 7135 558661 SH DFND 21 558661 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 100522 3836729 SH DFND 3 2671525 0 1165204 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 52765 2013930 SH DFND 17 1770780 0 243150 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10191 388979 SH DFND 20 388979 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 35475 1354007 SH DFND 21 1354007 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 27723 735938 SH DFND 17 631154 0 104784 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 162 4300 SH DFND 21 0 0 4300 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 46243 26200000 PRN DFND 17 22810000 0 3390000 TAL INTL GROUP INC COM 874083108 247 15987 SH DFND 21 15987 0 0 TALEN ENERGY CORP COM 87422J105 276 30703 SH DFND 4 30703 0 0 TALEN ENERGY CORP COM 87422J105 65 7242 SH DFND 21 3714 0 3528 TALMER BANCORP INC COM 87482X101 1314 72643 SH DFND 21 38096 0 34547 TARGET CORP COM 87612E106 1659 20161 SH DFND 4 20161 0 0 TARGET CORP COM 87612E106 149028 1811236 SH DFND 17 1761341 0 49895 TARGET CORP COM 87612E106 99516 1209484 SH DFND 21 1042994 0 166490 TARGET CORP COM 87612E106 268 3252 SH DFND 25 3252 0 0 TARGET CORP CALL 87612E906 4295 52200 SH Call DFND 4 52200 0 0 TARGET CORP PUT 87612E956 29349 356700 SH Put DFND 4 356700 0 0 TARGA RES CORP COM 87612G101 4554 152503 SH DFND 21 152503 0 0 TARGA RES CORP PUT 87612G951 4554 152500 SH Put DFND 21 152500 0 0 TATA MTRS LTD SPONSORED ADR 876568502 3372 116074 SH DFND 17 12521 0 103553 TATA MTRS LTD SPONSORED ADR 876568502 3369 115965 SH DFND 21 80455 0 35510 TECH DATA CORP COM 878237106 1971 25670 SH DFND 17 19680 0 5990 TECK RESOURCES LTD PUT 878742954 164670 21638606 SH Put DFND 4 21638606 0 0 TECHTARGET INC COM 87874R100 2467 332501 SH DFND 17 323144 0 9357 TEGNA INC COM 87901J105 5065 215900 SH DFND 3 215900 0 0 TEGNA INC COM 87901J105 1373 58519 SH DFND 17 58519 0 0 TEGNA INC COM 87901J105 14400 613821 SH DFND 21 480049 0 133772 TELECOM ARGENTINA S A SPON ADR REP B 879273209 576 32208 SH DFND 21 32208 0 0 TELEFLEX INC COM 879369106 1892 12049 SH DFND 17 2449 0 9600 TELEFLEX INC COM 879369106 15573 99187 SH DFND 21 22078 0 77109 TELEFLEX INC NOTE 3.875% 8/0 879369AA4 46561 18395000 PRN DFND 17 15735000 0 2660000 TELEPHONE & DATA SYS INC COM NEW 879433829 1030 34240 SH DFND 17 34240 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 586 19481 SH DFND 21 0 0 19481 TELENAV INC COM 879455103 2775 470307 SH DFND 17 457752 0 12555 TELIGENT INC NEW COM 87960W104 2379 485453 SH DFND 17 472985 0 12468 TELUS CORP COM 87971M103 1339 32279 SH DFND 21 14462 0 17817 TEMPUR SEALY INTL INC COM 88023U101 7237 119050 SH DFND 17 93335 0 25715 TEMPUR SEALY INTL INC COM 88023U101 2048 33695 SH DFND 21 33695 0 0 TENNECO INC COM 880349105 4817 93514 SH DFND 21 84242 0 9272 TENNECO INC COM 880349105 9014 175000 SH DFND 24 175000 0 0 TERADYNE INC COM 880770102 12865 595874 SH DFND 17 595874 0 0 TERADYNE INC COM 880770102 5988 277364 SH DFND 21 102022 0 175342 TERRA NITROGEN CO L P COM UNIT 881005201 24710 222048 SH DFND 3 217176 0 4872 TERRA NITROGEN CO L P COM UNIT 881005201 56 500 SH DFND 21 500 0 0 TESORO CORP COM 881609101 7939 92298 SH DFND 17 32069 0 60229 TESORO CORP COM 881609101 50648 588862 SH DFND 21 419683 0 169179 TESLA MTRS INC COM 88160R101 5518 24015 SH DFND 17 22465 0 1550 TESLA MTRS INC COM 88160R101 18 77 SH DFND 21 0 0 77 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 27009 14530000 PRN DFND 17 13475000 0 1055000 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 81908 89455000 PRN DFND 17 82730000 0 6725000 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 68537 80395000 PRN DFND 17 80095000 0 300000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 308554 5766279 SH DFND 3 5096755 0 669524 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 143 2674 SH DFND 4 2674 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 68432 1278857 SH DFND 17 1138672 0 140185 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4667 87218 SH DFND 21 40646 0 46572 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 300 5600 SH DFND 24 5600 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1376 216769 SH DFND 17 216769 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 55955 42955000 PRN DFND 17 42785000 0 170000 TESSERA TECHNOLOGIES INC COM 88164L100 336 10845 SH DFND 17 10845 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 4807 155067 SH DFND 21 61889 0 93178 TEXAS INSTRS INC COM 882508104 2150 37446 SH DFND 4 37446 0 0 TEXAS INSTRS INC COM 882508104 158966 2768478 SH DFND 17 2674653 0 93825 TEXAS INSTRS INC COM 882508104 5650 98405 SH DFND 21 41662 0 56743 TEXAS INSTRS INC CALL 882508904 3336 58100 SH Call DFND 4 58100 0 0 TEXAS INSTRS INC PUT 882508954 25850 450200 SH Put DFND 4 450200 0 0 TEXAS ROADHOUSE INC COM 882681109 23521 539709 SH DFND 17 485912 0 53797 TEXAS ROADHOUSE INC COM 882681109 174 4000 SH DFND 21 0 0 4000 TEXTURA CORP COM 883211104 2032 109063 SH DFND 17 109063 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1766 2260000 PRN DFND 17 2260000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 705 4977 SH DFND 4 4977 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 2191 15475 SH DFND 17 9149 0 6326 THERMO FISHER SCIENTIFIC INC COM 883556102 15476 109300 SH DFND 20 109300 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 71804 507125 SH DFND 21 219667 0 287458 THERMO FISHER SCIENTIFIC INC COM 883556102 212 1500 SH DFND 24 1500 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 233 1646 SH DFND 25 1646 0 0 THERMO FISHER SCIENTIFIC INC CALL 883556902 4234 29900 SH Call DFND 4 29900 0 0 THERMO FISHER SCIENTIFIC INC PUT 883556952 26336 186000 SH Put DFND 4 186000 0 0 THOMSON REUTERS CORP COM 884903105 665 12876 SH DFND 17 12876 0 0 THOMSON REUTERS CORP COM 884903105 1023 19814 SH DFND 21 19591 0 223 THOR INDS INC COM 885160101 49977 783700 SH DFND 3 765200 0 18500 THOR INDS INC COM 885160101 1843 28897 SH DFND 17 28897 0 0 THOR INDS INC COM 885160101 1314 20603 SH DFND 21 19439 0 1164 3-D SYS CORP DEL COM NEW 88554D205 2576 166490 SH DFND 17 128315 0 38175 3M CO COM 88579Y101 583 3501 SH DFND 4 3501 0 0 3M CO COM 88579Y101 114805 688984 SH DFND 17 683634 0 5350 3M CO COM 88579Y101 15235 91431 SH DFND 21 91105 0 326 3M CO COM 88579Y101 100 600 SH DFND 24 600 0 0 3M CO CALL 88579Y901 9031 54200 SH Call DFND 4 54200 0 0 3M CO PUT 88579Y951 47706 286300 SH Put DFND 4 286300 0 0 TIFFANY & CO NEW COM 886547108 666 9082 SH DFND 21 9000 0 82 TIME INC NEW COM 887228104 31627 2048370 SH DFND 3 2018970 0 29400 TIME INC NEW COM 887228104 62 4026 SH DFND 21 3802 0 224 TIME WARNER INC COM NEW 887317303 10825 149213 SH DFND 4 149213 0 0 TIME WARNER INC COM NEW 887317303 42651 587890 SH DFND 17 464566 0 123324 TIME WARNER INC COM NEW 887317303 34151 470719 SH DFND 21 287607 0 183112 TIME WARNER INC CALL 887317903 3939 54300 SH Call DFND 4 54300 0 0 TIME WARNER INC PUT 887317953 25937 357500 SH Put DFND 4 357500 0 0 TIME WARNER CABLE INC COM 88732J207 1316 6429 SH DFND 4 6429 0 0 TIME WARNER CABLE INC COM 88732J207 1682 8219 SH DFND 17 8219 0 0 TIME WARNER CABLE INC COM 88732J207 40130 196119 SH DFND 21 195998 0 121 TIME WARNER CABLE INC CALL 88732J907 4604 22500 SH Call DFND 4 22500 0 0 TIME WARNER CABLE INC PUT 88732J957 26150 127800 SH Put DFND 4 127800 0 0 TOOTSIE ROLL INDS INC COM 890516107 343 9827 SH DFND 17 9827 0 0 TORCHMARK CORP COM 891027104 1084 20019 SH DFND 21 16825 0 3194 TORONTO DOMINION BK ONT COM NEW 891160509 118505 2155036 SH DFND 3 1481142 0 673894 TORONTO DOMINION BK ONT COM NEW 891160509 47289 859952 SH DFND 17 518112 0 341840 TORONTO DOMINION BK ONT COM NEW 891160509 90439 1644651 SH DFND 21 1004300 0 640351 TORONTO DOMINION BK ONT COM NEW 891160509 115 2100 SH DFND 24 2100 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 215 3907 SH DFND 25 3907 0 0 TOTAL S A SPONSORED ADR 89151E109 194106 4273588 SH DFND 3 4270688 0 2900 TOTAL S A SPONSORED ADR 89151E109 44318 975735 SH DFND 17 975735 0 0 TOWER INTL INC COM 891826109 4073 149751 SH DFND 17 125976 0 23775 TOWER INTL INC COM 891826109 473 17392 SH DFND 21 17392 0 0 TOTAL SYS SVCS INC COM 891906109 29729 624819 SH DFND 17 464081 0 160738 TOTAL SYS SVCS INC COM 891906109 26744 562092 SH DFND 21 421314 0 140778 TOTAL SYS SVCS INC COM 891906109 144 3023 SH DFND 25 3023 0 0 TRACTOR SUPPLY CO COM 892356106 65146 720167 SH DFND 17 595907 0 124260 TRANSCANADA CORP COM 89353D107 987 25000 SH DFND 4 25000 0 0 TRANSCANADA CORP COM 89353D107 25081 500758 SH DFND 21 120090 0 380668 TRANSDIGM GROUP INC COM 893641100 352 1598 SH DFND 17 1598 0 0 TRANSDIGM GROUP INC COM 893641100 1156 5247 SH DFND 21 1676 0 3571 TRAVELERS COMPANIES INC COM 89417E109 379320 3250111 SH DFND 3 3247911 0 2200 TRAVELERS COMPANIES INC COM 89417E109 1106 9478 SH DFND 4 9478 0 0 TRAVELERS COMPANIES INC COM 89417E109 119249 1021759 SH DFND 17 928115 0 93644 TRAVELERS COMPANIES INC COM 89417E109 121058 1037254 SH DFND 21 801491 0 235763 TRAVELERS COMPANIES INC COM 89417E109 70 600 SH DFND 24 600 0 0 TRAVELERS COMPANIES INC COM 89417E109 313 2678 SH DFND 25 2678 0 0 TRAVELERS COMPANIES INC CALL 89417E909 1844 15800 SH Call DFND 4 15800 0 0 TRAVELERS COMPANIES INC PUT 89417E959 17191 147300 SH Put DFND 4 147300 0 0 TRIBUNE MEDIA CO CL A 896047503 229 5969 SH DFND 4 5969 0 0 TRIBUNE MEDIA CO CL A 896047503 760 19808 SH DFND 21 13494 0 6314 TRIMBLE NAVIGATION LTD COM 896239100 3768 151947 SH DFND 21 135594 0 16353 TRIMBLE NAVIGATION LTD COM 896239100 8167 329300 SH DFND 24 329300 0 0 TRINITY BIOTECH PLC SPON ADR NEW 896438306 2194 188184 SH DFND 17 183343 0 4841 TRINITY INDS INC COM 896522109 5081 277523 SH DFND 17 168197 0 109326 TRINITY INDS INC COM 896522109 25712 1404259 SH DFND 21 1005002 0 399257 TRINITY INDS INC COM 896522109 62 3364 SH DFND 25 3364 0 0 TRUECAR INC COM 89785L107 207 37110 SH DFND 17 0 0 37110 TRUEBLUE INC COM 89785X101 24 917 SH DFND 17 917 0 0 TRUEBLUE INC COM 89785X101 1514 57887 SH DFND 21 0 0 57887 TRUSTMARK CORP COM 898402102 22925 995421 SH DFND 3 953889 0 41532 TUMI HLDGS INC COM 89969Q104 7967 297070 SH DFND 4 297070 0 0 TUMI HLDGS INC COM 89969Q104 2602 97000 SH DFND 21 97000 0 0 TUPPERWARE BRANDS CORP COM 899896104 607 10470 SH DFND 21 10470 0 0 TUPPERWARE BRANDS CORP COM 899896104 232 4000 SH DFND 24 4000 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 1986 70433 SH DFND 21 70000 0 433 TWITTER INC COM 90184L102 21377 1291646 SH DFND 17 1120991 0 170655 TWITTER INC NOTE 0.250% 9/1 90184LAB8 33277 38875000 PRN DFND 17 38650000 0 225000 TWITTER INC NOTE 1.000% 9/1 90184LAD4 38525 46000000 PRN DFND 17 45870000 0 130000 TWO HBRS INVT CORP COM 90187B101 5953 749700 SH DFND 3 749700 0 0 TWO HBRS INVT CORP COM 90187B101 1591 200429 SH DFND 21 86530 0 113899 II VI INC COM 902104108 319 14690 SH DFND 17 14690 0 0 II VI INC COM 902104108 1001 46117 SH DFND 21 16704 0 29413 TYSON FOODS INC CL A 902494103 456 6839 SH DFND 4 6839 0 0 TYSON FOODS INC CL A 902494103 95854 1437950 SH DFND 17 1136838 0 301112 TYSON FOODS INC CL A 902494103 133751 2006472 SH DFND 21 1396879 0 609593 TYSON FOODS INC CL A 902494103 11206 168100 SH DFND 24 168100 0 0 TYSON FOODS INC CL A 902494103 218 3267 SH DFND 25 3267 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 158011 2121525 SH DFND 17 2002645 0 118880 TYSON FOODS INC CALL 902494903 1640 24600 SH Call DFND 4 24600 0 0 TYSON FOODS INC PUT 902494953 7739 116100 SH Put DFND 4 116100 0 0 UDR INC COM 902653104 13292 344971 SH DFND 4 344971 0 0 UDR INC COM 902653104 8 217 SH DFND 17 217 0 0 UGI CORP NEW COM 902681105 458 11356 SH DFND 17 11356 0 0 US BANCORP DEL COM NEW 902973304 37565 925485 SH DFND 4 925485 0 0 US BANCORP DEL COM NEW 902973304 20441 503598 SH DFND 17 491848 0 11750 US BANCORP DEL COM NEW 902973304 2540 62571 SH DFND 20 62571 0 0 US BANCORP DEL COM NEW 902973304 24721 609031 SH DFND 21 604352 0 4679 US BANCORP DEL CALL 902973904 3608 88900 SH Call DFND 4 88900 0 0 US BANCORP DEL PUT 902973954 24265 597800 SH Put DFND 4 597800 0 0 USANA HEALTH SCIENCES INC COM 90328M107 945 7782 SH DFND 17 7782 0 0 USANA HEALTH SCIENCES INC COM 90328M107 3830 31541 SH DFND 21 25501 0 6040 USA TECHNOLOGIES INC COM NO PAR 90328S500 1941 445261 SH DFND 17 418909 0 26352 U S CONCRETE INC COM NEW 90333L201 29274 491338 SH DFND 17 448303 0 43035 U S CONCRETE INC COM NEW 90333L201 167 2800 SH DFND 21 0 0 2800 U S SILICA HLDGS INC COM 90346E103 6565 288970 SH DFND 17 288970 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 1089 5622 SH DFND 17 4682 0 940 ULTIMATE SOFTWARE GROUP INC COM 90385D107 23785 122920 SH DFND 17 109054 0 13866 ULTIMATE SOFTWARE GROUP INC COM 90385D107 174 900 SH DFND 21 0 0 900 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 4915 77633 SH DFND 17 73828 0 3805 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1665 26300 SH DFND 24 26300 0 0 UMPQUA HLDGS CORP COM 904214103 50043 3155327 SH DFND 3 3090505 0 64822 UMPQUA HLDGS CORP COM 904214103 3591 226426 SH DFND 21 10081 0 216345 UNIFI INC COM NEW 904677200 15 640 SH DFND 17 640 0 0 UNIFI INC COM NEW 904677200 216 9430 SH DFND 21 9430 0 0 UNIFIRST CORP MASS COM 904708104 491 4502 SH DFND 21 4502 0 0 UNION PAC CORP COM 907818108 6985 87802 SH DFND 4 87802 0 0 UNION PAC CORP COM 907818108 192600 2421113 SH DFND 17 2252219 0 168894 UNION PAC CORP COM 907818108 67267 845597 SH DFND 21 778493 0 67104 UNION PAC CORP COM 907818108 684 8600 SH DFND 24 8600 0 0 UNION PAC CORP CALL 907818908 4972 62500 SH Call DFND 4 62500 0 0 UNION PAC CORP PUT 907818958 30380 381900 SH Put DFND 4 381900 0 0 UNITED BANKSHARES INC WEST V COM 909907107 571 15562 SH DFND 21 15562 0 0 UNITED CONTL HLDGS INC COM 910047109 745 12454 SH DFND 4 12454 0 0 UNITED CONTL HLDGS INC COM 910047109 32836 548552 SH DFND 17 501022 0 47530 UNITED CONTL HLDGS INC COM 910047109 12979 216815 SH DFND 21 73822 0 142993 UNITED CONTL HLDGS INC CALL 910047909 1538 25700 SH Call DFND 4 25700 0 0 UNITED CONTL HLDGS INC PUT 910047959 9721 162400 SH Put DFND 4 162400 0 0 UNITED INS HLDGS CORP COM 910710102 20859 1085853 SH DFND 3 1085853 0 0 UNITED INS HLDGS CORP COM 910710102 8 420 SH DFND 17 420 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2604 1252119 SH DFND 21 1197688 0 54431 UNITED NAT FOODS INC COM 911163103 210 5205 SH DFND 17 0 0 5205 UNITED PARCEL SERVICE INC CL B 911312106 1323 12544 SH DFND 4 12544 0 0 UNITED PARCEL SERVICE INC CL B 911312106 25193 238867 SH DFND 17 235082 0 3785 UNITED PARCEL SERVICE INC CL B 911312106 2790 26456 SH DFND 21 26071 0 385 UNITED PARCEL SERVICE INC CALL 911312906 6539 62000 SH Call DFND 4 62000 0 0 UNITED PARCEL SERVICE INC PUT 911312956 40543 384400 SH Put DFND 4 384400 0 0 UNITED RENTALS INC COM 911363109 7148 114940 SH DFND 17 112985 0 1955 UNITED RENTALS INC COM 911363109 8429 135538 SH DFND 21 135538 0 0 UNITED STATES STL CORP NEW COM 912909108 9727 606050 SH DFND 21 605820 0 230 UNITED TECHNOLOGIES CORP COM 913017109 185854 1856683 SH DFND 3 1856683 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1765 17629 SH DFND 4 17629 0 0 UNITED TECHNOLOGIES CORP COM 913017109 164922 1647569 SH DFND 17 1624808 0 22761 UNITED TECHNOLOGIES CORP COM 913017109 66138 660721 SH DFND 21 593432 0 67289 UNITED TECHNOLOGIES CORP COM 913017109 240 2400 SH DFND 24 2400 0 0 UNITED TECHNOLOGIES CORP CALL 913017909 6466 64600 SH Call DFND 4 64600 0 0 UNITED TECHNOLOGIES CORP PUT 913017959 42352 423100 SH Put DFND 4 423100 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 6619 59403 SH DFND 17 42703 0 16700 UNITED THERAPEUTICS CORP DEL COM 91307C102 12070 108318 SH DFND 21 89189 0 19129 UNITED THERAPEUTICS CORP DEL COM 91307C102 992 8900 SH DFND 24 8900 0 0 UNITEDHEALTH GROUP INC COM 91324P102 5329 41346 SH DFND 4 41346 0 0 UNITEDHEALTH GROUP INC COM 91324P102 353842 2745089 SH DFND 17 2368533 0 376556 UNITEDHEALTH GROUP INC COM 91324P102 50284 390100 SH DFND 20 390100 0 0 UNITEDHEALTH GROUP INC COM 91324P102 397944 3087233 SH DFND 21 2424053 0 663180 UNITEDHEALTH GROUP INC COM 91324P102 464 3600 SH DFND 24 3600 0 0 UNITEDHEALTH GROUP INC COM 91324P102 432 3348 SH DFND 25 3348 0 0 UNITEDHEALTH GROUP INC CALL 91324P902 6123 47500 SH Call DFND 4 47500 0 0 UNITEDHEALTH GROUP INC PUT 91324P952 66964 519500 SH Put DFND 4 519500 0 0 UNITIL CORP COM 913259107 250 5880 SH DFND 17 5880 0 0 UNITIL CORP COM 913259107 419 9872 SH DFND 21 9872 0 0 UNIVERSAL CORP VA COM 913456109 22528 396549 SH DFND 3 388549 0 8000 UNIVERSAL CORP VA COM 913456109 2775 48847 SH DFND 17 16145 0 32702 UNIVERSAL CORP VA COM 913456109 1460 25702 SH DFND 21 869 0 24833 UNIVERSAL ELECTRS INC COM 913483103 5544 89430 SH DFND 17 89430 0 0 UNIVERSAL FST PRODS INC COM 913543104 626 7297 SH DFND 17 7297 0 0 UNIVERSAL FST PRODS INC COM 913543104 6050 70491 SH DFND 21 37307 0 33184 UNIVERSAL INS HLDGS INC COM 91359V107 6044 339527 SH DFND 17 156646 0 182881 UNIVERSAL INS HLDGS INC COM 91359V107 14743 828281 SH DFND 21 828281 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 12641 101352 SH DFND 17 84421 0 16931 UNIVERSAL HLTH SVCS INC CL B 913903100 42224 338550 SH DFND 21 305423 0 33127 UNUM GROUP COM 91529Y106 6570 212470 SH DFND 3 212470 0 0 UNUM GROUP COM 91529Y106 4202 135885 SH DFND 17 135885 0 0 UNUM GROUP COM 91529Y106 5367 173585 SH DFND 21 80926 0 92659 URBAN OUTFITTERS INC COM 917047102 243 7344 SH DFND 21 7344 0 0 VCA INC COM 918194101 15894 275507 SH DFND 17 230021 0 45486 VCA INC COM 918194101 1107 19185 SH DFND 21 16435 0 2750 V F CORP COM 918204108 1575 24325 SH DFND 4 24325 0 0 V F CORP COM 918204108 923 14245 SH DFND 21 14025 0 220 V F CORP CALL 918204908 958 14800 SH Call DFND 4 14800 0 0 V F CORP PUT 918204958 9332 144100 SH Put DFND 4 144100 0 0 VAIL RESORTS INC COM 91879Q109 589 4402 SH DFND 17 3227 0 1175 VAIL RESORTS INC COM 91879Q109 1021 7637 SH DFND 21 2750 0 4887 VALEANT PHARMACEUTICALS INTL COM 91911K102 137 4105 SH DFND 17 0 0 4105 VALEANT PHARMACEUTICALS INTL COM 91911K102 5691 170404 SH DFND 21 105714 0 64690 VALEANT PHARMACEUTICALS INTL COM 91911K102 36 1068 SH DFND 25 1068 0 0 VALE S A ADR 91912E105 4066 965830 SH DFND 17 965830 0 0 VALE S A ADR 91912E105 15470 3674685 SH DFND 21 3674685 0 0 VALE S A ADR REPSTG PFD 91912E204 238 76400 SH DFND 21 76400 0 0 VALERO ENERGY CORP NEW COM 91913Y100 189126 2948644 SH DFND 3 2946344 0 2300 VALERO ENERGY CORP NEW COM 91913Y100 2998 46735 SH DFND 4 46735 0 0 VALERO ENERGY CORP NEW COM 91913Y100 137015 2136183 SH DFND 17 1982273 0 153910 VALERO ENERGY CORP NEW COM 91913Y100 131740 2053942 SH DFND 21 1376238 0 677704 VALERO ENERGY CORP NEW COM 91913Y100 1373 21400 SH DFND 24 21400 0 0 VALERO ENERGY CORP NEW COM 91913Y100 281 4381 SH DFND 25 4381 0 0 VALERO ENERGY CORP NEW CALL 91913Y900 2001 31200 SH Call DFND 4 31200 0 0 VALERO ENERGY CORP NEW PUT 91913Y950 14066 219300 SH Put DFND 4 219300 0 0 VALSPAR CORP COM 920355104 1525 14250 SH DFND 21 14250 0 0 VALSPAR CORP PUT 920355954 321 3000 SH Put DFND 21 3000 0 0 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 303 3762 SH DFND 17 3762 0 0 VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 4075 52961 SH DFND 17 52961 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 41756 723800 SH DFND 25 723800 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1846 42780 SH DFND 17 42780 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 66575 1925257 SH DFND 4 1925257 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1 16 SH DFND 17 16 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 865 25000 SH DFND 24 25000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7781 225000 SH DFND 25 225000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 347 7150 SH DFND 7150 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1 25 SH DFND 17 25 0 0 VANGUARD WORLD FDS ENERGY ETF 92204A306 472 5500 SH DFND 24 5500 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 9570 119584 SH DFND 17 119584 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 16006 200000 SH DFND 25 200000 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 7106 132892 SH DFND 17 132892 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 1453 16246 SH DFND 17 16246 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 13652 157041 SH DFND 17 157041 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 16517 190000 SH DFND 25 190000 0 0 VANTIV INC CL A 92210H105 46448 862062 SH DFND 17 663221 0 198841 VARIAN MED SYS INC COM 92220P105 499 6236 SH DFND 21 6142 0 94 VASCULAR SOLUTIONS INC COM 92231M109 9847 302710 SH DFND 17 298150 0 4560 VECTREN CORP COM 92240G101 8090 160000 SH DFND 3 160000 0 0 VECTREN CORP COM 92240G101 2812 55612 SH DFND 21 29867 0 25745 VECTOR GROUP LTD COM 92240M108 351 15369 SH DFND 17 15369 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 23004 15400000 PRN DFND 17 15400000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13058 11700000 PRN DFND 17 11700000 0 0 VEECO INSTRS INC DEL COM 922417100 2 100 SH DFND 17 100 0 0 VEECO INSTRS INC DEL COM 922417100 2690 138096 SH DFND 21 124176 0 13920 VEECO INSTRS INC DEL COM 922417100 4860 249462 SH DFND 24 249462 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 154 27950 SH DFND 17 27950 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 256 46468 SH DFND 21 46468 0 0 VENTAS INC COM 92276F100 6239 99100 SH DFND 3 99100 0 0 VENTAS INC COM 92276F100 17 277 SH DFND 17 277 0 0 VENTAS INC COM 92276F100 8 121 SH DFND 21 0 0 121 VENTAS INC CALL 92276F900 2160 34300 SH Call DFND 4 34300 0 0 VENTAS INC PUT 92276F950 10244 162700 SH Put DFND 4 162700 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 55 291 SH DFND 17 291 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 13821 73300 SH DFND 25 73300 0 0 VANGUARD INDEX FDS REIT ETF 922908553 11988 143050 SH DFND 4 143050 0 0 VANGUARD INDEX FDS REIT ETF 922908553 10744 128211 SH DFND 17 128211 0 0 VANGUARD INDEX FDS REIT ETF 922908553 4919 58700 SH DFND 24 58700 0 0 VANGUARD INDEX FDS REIT ETF 922908553 47347 565000 SH DFND 25 565000 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 780 7000 SH DFND 24 7000 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 14003 125600 SH DFND 25 125600 0 0 VEREIT INC COM 92339V100 7 770 SH DFND 17 770 0 0 VEREIT INC COM 92339V100 150 16888 SH DFND 21 16888 0 0 VERIFONE SYS INC COM 92342Y109 580 20540 SH DFND 17 11565 0 8975 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 116416 45210000 PRN DFND 17 42475000 0 2735000 VERIZON COMMUNICATIONS INC COM 92343V104 186454 3447747 SH DFND 3 3445547 0 2200 VERIZON COMMUNICATIONS INC COM 92343V104 362 6695 SH DFND 4 6695 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 225393 4167762 SH DFND 17 3888025 0 279737 VERIZON COMMUNICATIONS INC COM 92343V104 180673 3340852 SH DFND 21 2348575 0 992277 VERIZON COMMUNICATIONS INC COM 92343V104 105 1940 SH DFND 24 1940 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 362 6699 SH DFND 25 6699 0 0 VERIZON COMMUNICATIONS INC CALL 92343V904 13077 241800 SH Call DFND 4 241800 0 0 VERIZON COMMUNICATIONS INC PUT 92343V954 86160 1593200 SH Put DFND 4 1593200 0 0 VERINT SYS INC COM 92343X100 805 24115 SH DFND 17 24115 0 0 VERINT SYS INC COM 92343X100 204 6109 SH DFND 21 6109 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 23839 27560000 PRN DFND 17 26450000 0 1110000 VERTEX PHARMACEUTICALS INC COM 92532F100 3316 41710 SH DFND 4 41710 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 17513 220313 SH DFND 17 193703 0 26610 VERTEX PHARMACEUTICALS INC COM 92532F100 8 105 SH DFND 21 0 0 105 VERTEX PHARMACEUTICALS INC COM 92532F100 6092 76640 SH DFND 24 76640 0 0 VERTEX PHARMACEUTICALS INC CALL 92532F900 652 8200 SH Call DFND 4 8200 0 0 VERTEX PHARMACEUTICALS INC PUT 92532F950 6693 84200 SH Put DFND 4 84200 0 0 VIAD CORP COM NEW 92552R406 1062 36425 SH DFND 17 27285 0 9140 VIAD CORP COM NEW 92552R406 564 19354 SH DFND 21 0 0 19354 VIACOM INC NEW CL A 92553P102 495 10935 SH DFND 17 10935 0 0 VIACOM INC NEW CL B 92553P201 156 3770 SH DFND 4 3770 0 0 VIACOM INC NEW CL B 92553P201 2095 50762 SH DFND 21 44064 0 6698 VIACOM INC NEW CALL 92553P901 239 5800 SH Call DFND 4 5800 0 0 VIACOM INC NEW PUT 92553P951 322 7800 SH Put DFND 4 7800 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 97 2800 SH DFND 3 2800 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 576 16657 SH DFND 21 16657 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 184 14295 SH DFND 17 100 0 14195 VIRNETX HLDG CORP COM 92823T108 58 12652 SH DFND 17 12652 0 0 VISA INC COM CL A 92826C839 7574 99034 SH DFND 4 99034 0 0 VISA INC COM CL A 92826C839 526073 6878571 SH DFND 17 5947364 0 931207 VISA INC COM CL A 92826C839 55249 722400 SH DFND 20 722400 0 0 VISA INC COM CL A 92826C839 190336 2488699 SH DFND 21 2046443 0 442256 VISA INC COM CL A 92826C839 612 8000 SH DFND 24 8000 0 0 VISA INC CALL 92826C909 6348 83000 SH Call DFND 4 83000 0 0 VISA INC PUT 92826C959 78048 1020500 SH Put DFND 4 1020500 0 0 VIRTUSA CORP COM 92827P102 2158 57621 SH DFND 17 57621 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 22404 1834900 SH DFND 3 1785000 0 49900 VISHAY INTERTECHNOLOGY INC COM 928298108 379 31070 SH DFND 21 31070 0 0 VISTA OUTDOOR INC COM 928377100 849 16354 SH DFND 21 16354 0 0 VISTEON CORP COM NEW 92839U206 12980 163090 SH DFND 17 145821 0 17269 VISTEON CORP COM NEW 92839U206 88 1100 SH DFND 21 0 0 1100 VOCERA COMMUNICATIONS INC COM 92857F107 2944 230916 SH DFND 17 194983 0 35933 VONAGE HLDGS CORP COM 92886T201 10700 2341364 SH DFND 17 2066866 0 274498 VONAGE HLDGS CORP COM 92886T201 111 24200 SH DFND 21 0 0 24200 WI-LAN INC COM 928972108 111 38070 SH DFND 21 38070 0 0 VORNADO RLTY TR SH BEN INT 929042109 314 3328 SH DFND 4 3328 0 0 VORNADO RLTY TR SH BEN INT 929042109 14 143 SH DFND 17 143 0 0 VORNADO RLTY TR SH BEN INT 929042109 11 120 SH DFND 21 0 0 120 VORNADO RLTY TR CALL 929042909 699 7400 SH Call DFND 4 7400 0 0 VORNADO RLTY TR PUT 929042959 1416 15000 SH Put DFND 4 15000 0 0 VOYA FINL INC COM 929089100 13007 436928 SH DFND 17 275755 0 161173 VOYA FINL INC COM 929089100 27457 922320 SH DFND 21 743004 0 179316 VOYA FINL INC COM 929089100 34 1155 SH DFND 25 1155 0 0 VULCAN MATLS CO COM 929160109 66792 632684 SH DFND 17 528941 0 103743 VULCAN MATLS CO COM 929160109 30218 286239 SH DFND 21 284263 0 1976 VULCAN MATLS CO COM 929160109 992 9400 SH DFND 24 9400 0 0 WD-40 CO COM 929236107 399 3690 SH DFND 17 3690 0 0 WCI CMNTYS INC COM PAR $0.01 92923C807 1913 102951 SH DFND 17 102951 0 0 WABCO HLDGS INC COM 92927K102 4492 42015 SH DFND 17 34050 0 7965 WSFS FINL CORP COM 929328102 1514 46563 SH DFND 17 9463 0 37100 WSFS FINL CORP COM 929328102 1342 41254 SH DFND 21 23056 0 18198 WNS HOLDINGS LTD SPON ADR 92932M101 694 22665 SH DFND 17 22665 0 0 WNS HOLDINGS LTD SPON ADR 92932M101 1950 63657 SH DFND 21 40760 0 22897 WPP PLC NEW ADR 92937A102 18755 161081 SH DFND 17 161081 0 0 WEC ENERGY GROUP INC COM 92939U106 194 3236 SH DFND 4 3236 0 0 WEC ENERGY GROUP INC COM 92939U106 11 178 SH DFND 21 0 0 178 WEC ENERGY GROUP INC CALL 92939U906 943 15700 SH Call DFND 4 15700 0 0 WEC ENERGY GROUP INC PUT 92939U956 8962 149200 SH Put DFND 4 149200 0 0 WABASH NATL CORP COM 929566107 463 35100 SH DFND 17 0 0 35100 WABASH NATL CORP COM 929566107 417 31616 SH DFND 21 5080 0 26536 WABTEC CORP COM 929740108 5557 70085 SH DFND 21 70085 0 0 WABTEC CORP COM 929740108 182 2300 SH DFND 24 2300 0 0 WAL-MART STORES INC COM 931142103 372841 5443734 SH DFND 3 5439934 0 3800 WAL-MART STORES INC COM 931142103 27712 404609 SH DFND 4 404609 0 0 WAL-MART STORES INC COM 931142103 91274 1332664 SH DFND 17 1332664 0 0 WAL-MART STORES INC COM 931142103 13231 193179 SH DFND 21 132653 0 60526 WALGREENS BOOTS ALLIANCE INC COM 931427108 6137 72856 SH DFND 4 72856 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 131619 1562432 SH DFND 17 1551532 0 10900 WALGREENS BOOTS ALLIANCE INC COM 931427108 3942 46800 SH DFND 20 46800 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 158785 1884914 SH DFND 21 1595122 0 289792 WALGREENS BOOTS ALLIANCE INC CALL 931427908 2182 25900 SH Call DFND 4 25900 0 0 WALGREENS BOOTS ALLIANCE INC PUT 931427958 41775 495900 SH Put DFND 4 495900 0 0 WALKER & DUNLOP INC COM 93148P102 325 13389 SH DFND 17 13389 0 0 WALKER & DUNLOP INC COM 93148P102 2649 109142 SH DFND 21 62750 0 46392 WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 21585 38545000 PRN DFND 17 38545000 0 0 WASHINGTON FED INC COM 938824109 45186 1994950 SH DFND 3 1948750 0 46200 WASHINGTON FED INC COM 938824109 5075 224056 SH DFND 17 224056 0 0 WASTE MGMT INC DEL COM 94106L109 586 9928 SH DFND 4 9928 0 0 WASTE MGMT INC DEL COM 94106L109 1318 22338 SH DFND 17 22338 0 0 WASTE MGMT INC DEL COM 94106L109 21386 362470 SH DFND 21 325014 0 37456 WASTE MGMT INC DEL CALL 94106L909 1015 17200 SH Call DFND 4 17200 0 0 WASTE MGMT INC DEL PUT 94106L959 8036 136200 SH Put DFND 4 136200 0 0 WATERS CORP COM 941848103 1165 8828 SH DFND 21 8759 0 69 WATERSTONE FINL INC MD COM 94188P101 311 22765 SH DFND 17 22765 0 0 WEB COM GROUP INC COM 94733A104 729 36760 SH DFND 17 0 0 36760 WEB COM GROUP INC COM 94733A104 1184 59739 SH DFND 21 0 0 59739 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 57821 60625000 PRN DFND 17 53695000 0 6930000 WEBMD HEALTH CORP COM 94770V102 9680 154559 SH DFND 17 145244 0 9315 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 55592 41765000 PRN DFND 17 37210000 0 4555000 WEBSTER FINL CORP CONN COM 947890109 1820 50702 SH DFND 17 15202 0 35500 WEBSTER FINL CORP CONN COM 947890109 4607 128340 SH DFND 21 96193 0 32147 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7263 3800000 PRN DFND 17 3800000 0 0 WELLS FARGO & CO NEW COM 949746101 362729 7500590 SH DFND 3 7495790 0 4800 WELLS FARGO & CO NEW COM 949746101 55709 1151958 SH DFND 4 1151958 0 0 WELLS FARGO & CO NEW COM 949746101 294731 6094520 SH DFND 17 5397506 0 697014 WELLS FARGO & CO NEW COM 949746101 7138 147602 SH DFND 20 147602 0 0 WELLS FARGO & CO NEW COM 949746101 395201 8172071 SH DFND 21 6302142 0 1869929 WELLS FARGO & CO NEW COM 949746101 102 2100 SH DFND 24 2100 0 0 WELLS FARGO & CO NEW COM 949746101 418 8635 SH DFND 25 8635 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 170832 141740 SH DFND 4 137140 0 4600 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 190107 157765 SH DFND 17 149250 0 8515 WELLS FARGO & CO NEW CALL 949746901 8279 171200 SH Call DFND 4 171200 0 0 WELLS FARGO & CO NEW PUT 949746951 70170 1451000 SH Put DFND 4 1451000 0 0 WELLTOWER INC COM 95040Q104 16017 230993 SH DFND 4 230993 0 0 WELLTOWER INC COM 95040Q104 5020 72397 SH DFND 17 72397 0 0 WELLTOWER INC COM 95040Q104 7934 114421 SH DFND 21 0 0 114421 WELLTOWER INC 6.50% PFD PREPET 95040Q203 7017 113000 SH DFND 4 113000 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 29702 478300 SH DFND 17 478300 0 0 WELLTOWER INC CALL 95040Q904 1532 22100 SH Call DFND 4 22100 0 0 WELLTOWER INC PUT 95040Q954 8903 128400 SH Put DFND 4 128400 0 0 WENDYS CO COM 95058W100 2030 186439 SH DFND 21 186439 0 0 WERNER ENTERPRISES INC COM 950755108 468 17213 SH DFND 17 17213 0 0 WERNER ENTERPRISES INC COM 950755108 6085 224060 SH DFND 21 224060 0 0 WESBANCO INC COM 950810101 19469 655291 SH DFND 3 655291 0 0 WESBANCO INC COM 950810101 327 11010 SH DFND 21 11010 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 26228 13625000 PRN DFND 17 13625000 0 0 WEST CORP COM 952355204 52849 2315922 SH DFND 3 2270864 0 45058 WEST CORP COM 952355204 2272 99566 SH DFND 17 99566 0 0 WEST CORP COM 952355204 3085 135200 SH DFND 21 96298 0 38902 WEST PHARMACEUTICAL SVSC INC COM 955306105 19506 281391 SH DFND 17 236048 0 45343 WEST PHARMACEUTICAL SVSC INC COM 955306105 128 1850 SH DFND 21 0 0 1850 WESTAR ENERGY INC COM 95709T100 635 12802 SH DFND 17 12802 0 0 WESTAR ENERGY INC COM 95709T100 9420 189875 SH DFND 21 157690 0 32185 WESTERN ALLIANCE BANCORP COM 957638109 23513 704418 SH DFND 17 587930 0 116488 WESTERN ALLIANCE BANCORP COM 957638109 3159 94633 SH DFND 21 70812 0 23821 WESTERN ASSET MTG CAP CORP COM 95790D105 70 6945 SH DFND 17 6945 0 0 WESTERN ASSET MTG CAP CORP COM 95790D105 246 24480 SH DFND 21 24480 0 0 WESTERN DIGITAL CORP COM 958102105 29434 623082 SH DFND 4 623082 0 0 WESTERN DIGITAL CORP COM 958102105 13892 294064 SH DFND 17 246178 0 47886 WESTERN DIGITAL CORP COM 958102105 27848 589497 SH DFND 21 292483 0 297014 WESTERN DIGITAL CORP COM 958102105 42 881 SH DFND 25 881 0 0 WESTERN DIGITAL CORP PUT 958102955 13582 287500 SH Put DFND 4 287500 0 0 WESTERN REFNG INC COM 959319104 23496 807700 SH DFND 3 791450 0 16250 WESTERN REFNG INC COM 959319104 3138 107873 SH DFND 17 95617 0 12256 WESTERN REFNG INC COM 959319104 23761 816816 SH DFND 21 451369 0 365447 WESTERN REFNG INC COM 959319104 22 743 SH DFND 25 743 0 0 WESTERN UN CO COM 959802109 10581 548531 SH DFND 17 199193 0 349338 WESTERN UN CO COM 959802109 44948 2330115 SH DFND 21 2108340 0 221775 WESTERN UN CO COM 959802109 31 1616 SH DFND 25 1616 0 0 WESTLAKE CHEM CORP COM 960413102 188 4066 SH DFND 17 4066 0 0 WESTLAKE CHEM CORP COM 960413102 1995 43079 SH DFND 21 23136 0 19943 WESTROCK CO COM 96145D105 5187 132900 SH DFND 3 132900 0 0 WESTROCK CO COM 96145D105 532 13636 SH DFND 21 4671 0 8965 WEYERHAEUSER CO COM 962166104 39 1270 SH DFND 4 1270 0 0 WEYERHAEUSER CO COM 962166104 21 678 SH DFND 17 678 0 0 WEYERHAEUSER CO COM 962166104 214 6903 SH DFND 21 6312 0 591 WEYERHAEUSER CO PREF CONV SER A 962166872 34683 678455 SH DFND 17 612310 0 66145 WEYERHAEUSER CO CALL 962166904 920 29700 SH Call DFND 4 29700 0 0 WEYERHAEUSER CO PUT 962166954 5109 164900 SH Put DFND 4 164900 0 0 WHIRLPOOL CORP COM 963320106 6600 36600 SH DFND 3 36600 0 0 WHIRLPOOL CORP COM 963320106 5573 30904 SH DFND 17 30904 0 0 WHIRLPOOL CORP COM 963320106 34072 188932 SH DFND 21 97874 0 91058 WHITEWAVE FOODS CO COM 966244105 10799 265733 SH DFND 17 216460 0 49273 WHITING PETE CORP NEW COM 966387102 25688 3219042 SH DFND 4 3219042 0 0 WHITING PETE CORP NEW COM 966387102 5904 739800 SH DFND 17 739800 0 0 WHOLE FOODS MKT INC COM 966837106 5830 187400 SH DFND 3 187400 0 0 WHOLE FOODS MKT INC COM 966837106 9 294 SH DFND 21 0 0 294 WILLIAMS COS INC DEL COM 969457100 86 5344 SH DFND 4 5344 0 0 WILLIAMS COS INC DEL COM 969457100 1927 119935 SH DFND 21 119486 0 449 WINDSTREAM HLDGS INC COM NEW 97382A200 13099 1705556 SH DFND 4 1705556 0 0 WINDSTREAM HLDGS INC COM NEW 97382A200 1 118 SH DFND 21 0 0 118 WINTHROP RLTY TR SH BEN INT NEW 976391300 295 22500 SH DFND 17 22500 0 0 WINTRUST FINL CORP COM 97650W108 3448 77763 SH DFND 17 51363 0 26400 WINTRUST FINL CORP COM 97650W108 3213 72455 SH DFND 21 25282 0 47173 WIPRO LTD SPON ADR 1 SH 97651M109 930 73900 SH DFND 17 55500 0 18400 WISDOMTREE TR JAPN HEDGE EQT 97717W851 684 15640 SH DFND 6070 0 9570 WISDOMTREE TR JAPN HEDGE EQT 97717W851 0 10 SH DFND 17 10 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 437 10000 SH DFND 24 10000 0 0 WOODWARD INC COM 980745103 4197 80671 SH DFND 21 74664 0 6007 WOODWARD INC COM 980745103 6440 123800 SH DFND 24 123800 0 0 WORKDAY INC CL A 98138H101 17295 225076 SH DFND 17 225076 0 0 WORKDAY INC NOTE 0.750% 7/1 98138HAC5 31600 27965000 PRN DFND 17 27965000 0 0 WORLD FUEL SVCS CORP COM 981475106 52599 1082738 SH DFND 3 1061388 0 21350 WORLD FUEL SVCS CORP COM 981475106 1513 31147 SH DFND 17 12753 0 18394 WORLD FUEL SVCS CORP COM 981475106 456 9395 SH DFND 21 9395 0 0 WORTHINGTON INDS INC COM 981811102 918 25770 SH DFND 21 25770 0 0 WPX ENERGY INC PFD SER A CV 98212B202 5514 150000 SH DFND 17 150000 0 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 77219 85680000 PRN DFND 17 79520000 0 6160000 WYNDHAM WORLDWIDE CORP COM 98310W108 2944 38524 SH DFND 21 25818 0 12706 WYNN RESORTS LTD COM 983134107 1258 13465 SH DFND 4 11944 0 1521 WYNN RESORTS LTD COM 983134107 13 134 SH DFND 21 0 0 134 XPO LOGISTICS INC COM 983793100 24560 800000 SH DFND 4 800000 0 0 XCEL ENERGY INC COM 98389B100 9347 223516 SH DFND 17 91316 0 132200 XCEL ENERGY INC COM 98389B100 25047 598929 SH DFND 21 453942 0 144987 XCEL ENERGY INC CALL 98389B900 2024 48400 SH Call DFND 4 48400 0 0 XCEL ENERGY INC PUT 98389B950 5035 120400 SH Put DFND 4 120400 0 0 XILINX INC COM 983919101 7188 151550 SH DFND 17 117115 0 34435 XILINX INC COM 983919101 165 3485 SH DFND 21 3300 0 185 XILINX INC NOTE 2.625% 6/1 983919AF8 112540 68170000 PRN DFND 17 64230000 0 3940000 XEROX CORP COM 984121103 14 1210 SH DFND 3 1210 0 0 XEROX CORP COM 984121103 2022 181154 SH DFND 17 181154 0 0 XEROX CORP COM 984121103 18968 1699660 SH DFND 21 664352 0 1035308 XERIUM TECHNOLOGIES INC COM NEW 98416J118 571 109368 SH DFND 17 103031 0 6337 XYLEM INC COM 98419M100 24263 593225 SH DFND 17 593225 0 0 XYLEM INC COM 98419M100 8153 199347 SH DFND 21 181596 0 17751 XYLEM INC COM 98419M100 17988 439800 SH DFND 24 439800 0 0 YY INC NOTE 2.250% 4/0 98426TAB2 37547 38510000 PRN DFND 17 38510000 0 0 YAHOO INC COM 984332106 431 11703 SH DFND 4 11703 0 0 YAHOO INC COM 984332106 566 15370 SH DFND 17 10600 0 4770 YAHOO INC COM 984332106 16 446 SH DFND 21 0 0 446 YAHOO INC CALL 984332906 2382 64700 SH Call DFND 4 64700 0 0 YAHOO INC PUT 984332956 13712 372500 SH Put DFND 4 372500 0 0 YAHOO INC NOTE 12/0 984332AF3 67049 67840000 PRN DFND 17 67490000 0 350000 YAMANA GOLD INC COM 98462Y100 55 14316 SH DFND 21 12516 0 1800 YELP INC CL A 985817105 9914 498692 SH DFND 17 326217 0 172475 YOUKU TUDOU INC SPONSORED ADR 98742U100 36357 1322548 SH DFND 17 972155 0 350393 YOUKU TUDOU INC SPONSORED ADR 98742U100 8732 317625 SH DFND 21 317625 0 0 YUM BRANDS INC COM 988498101 616 7522 SH DFND 4 7522 0 0 YUM BRANDS INC COM 988498101 507 6200 SH DFND 21 5959 0 241 YUM BRANDS INC CALL 988498901 2325 28400 SH Call DFND 4 28400 0 0 YUM BRANDS INC PUT 988498951 16411 200500 SH Put DFND 4 200500 0 0 ZAGG INC COM 98884U108 1494 165763 SH DFND 17 18108 0 147655 ZAGG INC COM 98884U108 375 41630 SH DFND 21 28804 0 12826 ZENDESK INC COM 98936J101 5490 262282 SH DFND 17 262282 0 0 ZILLOW GROUP INC CL C CAP STK 98954M200 319 13450 SH DFND 17 200 0 13250 ZIMMER BIOMET HLDGS INC COM 98956P102 7016 65800 SH DFND 3 65800 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 3807 35706 SH DFND 17 24526 0 11180 ZIMMER BIOMET HLDGS INC COM 98956P102 2888 27084 SH DFND 21 14144 0 12940 ZIMMER BIOMET HLDGS INC CALL 98956P902 2303 21600 SH Call DFND 4 21600 0 0 ZIMMER BIOMET HLDGS INC PUT 98956P952 10279 96400 SH Put DFND 4 96400 0 0 ZIONS BANCORPORATION COM 989701107 2425 100181 SH DFND 17 100181 0 0 ZIONS BANCORPORATION COM 989701107 5 200 SH DFND 21 0 0 200 ZIX CORP COM 98974P100 223 56755 SH DFND 17 4730 0 52025 ZOGENIX INC COM NEW 98978L204 384 41601 SH DFND 17 41601 0 0 ZOETIS INC CL A 98978V103 773 17428 SH DFND 4 17428 0 0 ZOETIS INC CL A 98978V103 217 4885 SH DFND 17 0 0 4885 ZOETIS INC CL A 98978V103 6560 147977 SH DFND 21 147723 0 254 ZOETIS INC CALL 98978V903 864 19500 SH Call DFND 4 19500 0 0 ZOETIS INC PUT 98978V953 6889 155400 SH Put DFND 4 155400 0 0 EURONAV NV ANTWERPEN SHS B38564108 1164 101992 SH DFND 17 20389 0 81603 EURONAV NV ANTWERPEN SHS B38564108 3861 338356 SH DFND 21 56849 0 281507 DEUTSCHE BANK AG NAMEN AKT D18190898 819 43228 SH DFND 17 43228 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 80569 4240900 SH DFND 21 1650863 0 2590037 AIRCASTLE LTD COM G0129K104 7754 348643 SH DFND 17 147989 0 200654 AIRCASTLE LTD COM G0129K104 20606 926517 SH DFND 21 489124 0 437393 AIRCASTLE LTD COM G0129K104 74 3320 SH DFND 25 3320 0 0 ALKERMES PLC SHS G01767105 1250 36568 SH DFND 17 36568 0 0 ALKERMES PLC SHS G01767105 496 14500 SH DFND 24 14500 0 0 ALLERGAN PLC SHS G0177J108 28129 104948 SH DFND 4 104948 0 0 ALLERGAN PLC SHS G0177J108 53687 200301 SH DFND 17 167699 0 32602 ALLERGAN PLC SHS G0177J108 1367 5100 SH DFND 20 5100 0 0 ALLERGAN PLC SHS G0177J108 51159 190869 SH DFND 21 156991 0 33878 ALLERGAN PLC PFD CONV SER A G0177J116 264671 287955 SH DFND 17 273110 0 14845 ALLERGAN PLC CALL G0177J908 6915 25800 SH Call DFND 4 25800 0 0 ALLERGAN PLC PUT G0177J958 67034 250100 SH Put DFND 4 250100 0 0 AMDOCS LTD SHS G02602103 26 430 SH DFND 3 430 0 0 AMDOCS LTD SHS G02602103 11448 189480 SH DFND 17 103480 0 86000 AMDOCS LTD SHS G02602103 60854 1007191 SH DFND 21 766737 0 240454 AON PLC SHS CL A G0408V102 6309 60400 SH DFND 3 60400 0 0 AON PLC SHS CL A G0408V102 1121 10737 SH DFND 21 10525 0 212 ARGO GROUP INTL HLDGS LTD COM G0464B107 349 6086 SH DFND 17 6086 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 2785 48524 SH DFND 21 43044 0 5480 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10339 216749 SH DFND 17 104144 0 112605 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 39056 818776 SH DFND 21 639255 0 179521 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 124 2607 SH DFND 25 2607 0 0 ARRIS INTL INC SHS G0551A103 5096 222349 SH DFND 17 101488 0 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