0001628280-17-001162.txt : 20170213 0001628280-17-001162.hdr.sgml : 20170213 20170213125809 ACCESSION NUMBER: 0001628280-17-001162 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170213 DATE AS OF CHANGE: 20170213 EFFECTIVENESS DATE: 20170213 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: 17597532 BUSINESS ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 BUSINESS PHONE: 49 89 1220 70 MAIL ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Global Investors AG DATE OF NAME CHANGE: 20111121 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001535323 XXXXXXXX 12-31-2016 12-31-2016 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: 02-9-2017 John Viggiano 011-49-89-1220-7522 /s/ John Viggiano Munich 2M 02-09-2017 7 4848 111447869 false 3 028-10770 NFJ Investment Group LLC 4 028-10952 Pacific Investment Management Company LLC 17 028-13991 Allianz Global Investors U.S. LLC 20 028-15015 Allianz Global Investors Asia Pacific Ltd 21 028-14962 Allianz Global Investors GmbH 24 028-15071 Allianz Global Investors Taiwan Ltd. 25 028-17306 Allianz Global Investors Japan Co. Ltd. INFORMATION TABLE 2 allianzasset13f-hrq42016in.xml INFORMATION TABLE AAC HLDGS INC COM 000307108 344 47512 SH DFND 20 47512 0 0 AAR CORP COM 000361105 1406 42538 SH DFND 17 42538 0 0 ACCO BRANDS CORP COM 00081T108 768 58849 SH DFND 17 45528 0 13321 ACCO BRANDS CORP COM 00081T108 270 20708 SH DFND 20 20708 0 0 ACCO BRANDS CORP COM 00081T108 4885 374340 SH DFND 21 276133 0 98207 ABM INDS INC COM 000957100 2215 54225 SH DFND 17 40055 0 14170 AEP INDS INC COM 001031103 754 6491 SH DFND 17 6491 0 0 AEP INDS INC COM 001031103 1820 15680 SH DFND 21 13213 0 2467 AFLAC INC COM 001055102 3701 53175 SH DFND 3 53175 0 0 AFLAC INC COM 001055102 3844 55230 SH DFND 4 55230 0 0 AFLAC INC COM 001055102 5038 72379 SH DFND 17 65619 0 6760 AFLAC INC COM 001055102 922 13250 SH DFND 20 13250 0 0 AFLAC INC COM 001055102 27800 399429 SH DFND 21 295547 0 103882 AFLAC INC COM 001055102 137 1971 SH DFND 25 1971 0 0 AFLAC INC CALL 001055902 7322 105200 SH Call DFND 4 105200 0 0 AFLAC INC PUT 001055952 62661 900300 SH Put DFND 4 900300 0 0 AGCO CORP COM 001084102 30 517 SH DFND 4 517 0 0 AGCO CORP COM 001084102 67042 1158700 SH DFND 17 1152600 0 6100 AG MTG INVT TR INC COM 001228105 2073 121147 SH DFND 17 39047 0 82100 AG MTG INVT TR INC COM 001228105 225 13159 SH DFND 20 13159 0 0 AG MTG INVT TR INC COM 001228105 2954 172658 SH DFND 21 94795 0 77863 AGNC INVT CORP COM 00123Q104 46719 2576915 SH DFND 4 2576915 0 0 AGNC INVT CORP COM 00123Q104 8601 474430 SH DFND 17 177318 0 297112 AGNC INVT CORP COM 00123Q104 353 19490 SH DFND 20 19490 0 0 AGNC INVT CORP COM 00123Q104 15284 843044 SH DFND 21 543117 0 299927 AES CORP COM 00130H105 24 2025 SH DFND 3 2025 0 0 AES CORP COM 00130H105 1629 140155 SH DFND 17 126519 0 13636 AES CORP COM 00130H105 646 55594 SH DFND 21 55594 0 0 AK STL CORP NOTE 5.000%11/1 001546AP5 7605 3500000 PRN DFND 17 3500000 0 0 AK STL HLDG CORP COM 001547108 1901 186235 SH DFND 17 105245 0 80990 ALPS ETF TR ALERIAN MLP 00162Q866 2300 182538 SH DFND 17 182538 0 0 ALPS ETF TR 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AMERICAN INTL GROUP INC COM NEW 026874784 21007 321646 SH DFND 21 321646 0 0 AMERICAN INTL GROUP INC CALL 026874904 18045 276300 SH Call DFND 4 276300 0 0 AMERICAN INTL GROUP INC PUT 026874954 102380 1567600 SH Put DFND 4 1567600 0 0 AMERICAN NATL INS CO COM 028591105 137 1101 SH DFND 4 1101 0 0 AMERICAN NATL INS CO COM 028591105 2157 17313 SH DFND 21 13330 0 3983 AMERICAN RAILCAR INDS INC COM 02916P103 4034 89066 SH DFND 17 47731 0 41335 AMERICAN RAILCAR INDS INC COM 02916P103 5904 130351 SH DFND 21 128526 0 1825 AMERICAN RAILCAR INDS INC COM 02916P103 31 679 SH DFND 25 679 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 1500 1500000 PRN DFND 4 1500000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 6383 60400 SH DFND 3 60400 0 0 AMERICAN TOWER CORP NEW COM 03027X100 40671 384847 SH DFND 4 384847 0 0 AMERICAN TOWER CORP NEW COM 03027X100 520 4916 SH DFND 17 4378 0 538 AMERICAN TOWER CORP NEW COM 03027X100 1835 17360 SH DFND 21 17360 0 0 AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 81154 774225 SH DFND 17 723155 0 51070 AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 54350 520095 SH DFND 17 517540 0 2555 AMERICAN TOWER CORP NEW CALL 03027X900 13612 128800 SH Call DFND 4 128800 0 0 AMERICAN TOWER CORP NEW PUT 03027X950 110446 1045100 SH Put DFND 4 1045100 0 0 AMERICAN VANGUARD CORP COM 030371108 3787 197764 SH DFND 17 191201 0 6563 AMERICAN WTR WKS CO INC NEW COM 030420103 55626 768738 SH DFND 17 758520 0 10218 AMERICAN WTR WKS CO INC NEW COM 030420103 23481 324498 SH DFND 21 220542 0 103956 AMERICAN WTR WKS CO INC NEW COM 030420103 12374 171000 SH DFND 24 171000 0 0 AMERICAN WOODMARK CORP COM 030506109 1296 17226 SH DFND 17 17226 0 0 AMERISAFE INC COM 03071H100 16917 271325 SH DFND 17 209218 0 62107 AMERISAFE INC COM 03071H100 1113 17852 SH DFND 21 7658 0 10194 AMERISOURCEBERGEN CORP COM 03073E105 1860 23794 SH DFND 4 23794 0 0 AMERISOURCEBERGEN CORP COM 03073E105 9885 126423 SH DFND 17 123034 0 3389 AMERISOURCEBERGEN CORP COM 03073E105 799 10217 SH DFND 20 10217 0 0 AMERISOURCEBERGEN CORP COM 03073E105 27529 352079 SH DFND 21 281269 0 70810 AMERISOURCEBERGEN CORP COM 03073E105 65 827 SH DFND 25 827 0 0 AMERISOURCEBERGEN CORP CALL 03073E905 633 8100 SH Call DFND 4 8100 0 0 AMERISOURCEBERGEN CORP PUT 03073E955 4996 63900 SH Put DFND 4 63900 0 0 AMERIPRISE FINL INC COM 03076C106 89433 806139 SH DFND 3 804839 0 1300 AMERIPRISE FINL INC COM 03076C106 19777 178266 SH DFND 17 178066 0 200 AMERIPRISE FINL INC COM 03076C106 17901 161353 SH DFND 21 161353 0 0 AMERIPRISE FINL INC PUT 03076C956 4382 39500 SH Put DFND 4 39500 0 0 AMERIS BANCORP COM 03076K108 17705 406077 SH DFND 17 343516 0 62561 AMERIS BANCORP COM 03076K108 334 7663 SH DFND 21 3913 0 3750 AMERIGAS PARTNERS L P UNIT L P INT 030975106 20026 417900 SH DFND 3 417900 0 0 AMETEK INC NEW COM 031100100 7602 156420 SH DFND 17 128713 0 27707 AMETEK INC NEW COM 031100100 109435 2251746 SH DFND 21 2025152 0 226594 AMETEK INC NEW COM 031100100 5991 123272 SH DFND 24 123272 0 0 AMGEN INC COM 031162100 56166 384149 SH DFND 4 384149 0 0 AMGEN INC COM 031162100 205952 1408605 SH DFND 17 1244088 0 164517 AMGEN INC COM 031162100 1594 10899 SH DFND 20 10899 0 0 AMGEN INC COM 031162100 162976 1114668 SH DFND 21 792405 0 322263 AMGEN INC COM 031162100 12793 87500 SH DFND 24 87500 0 0 AMGEN INC COM 031162100 358 2450 SH DFND 25 2450 0 0 AMGEN INC CALL 031162900 35383 242000 SH Call DFND 4 242000 0 0 AMGEN INC PUT 031162950 236334 1616400 SH Put DFND 4 1616400 0 0 AMKOR TECHNOLOGY INC COM 031652100 2107 199735 SH DFND 17 136065 0 63670 AMPHENOL CORP NEW CL A 032095101 642 9551 SH DFND 4 9551 0 0 AMPHENOL CORP NEW CL A 032095101 66526 989965 SH DFND 17 986500 0 3465 AMPHENOL CORP NEW CL A 032095101 68913 1025496 SH DFND 21 776084 0 249412 AMPHENOL CORP NEW CALL 032095901 1989 29600 SH Call DFND 4 29600 0 0 AMPHENOL CORP NEW PUT 032095951 16417 244300 SH Put DFND 4 244300 0 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1512 82061 SH DFND 17 82061 0 0 AMPLIFY SNACK BRANDS COM 03211L102 971 110446 SH DFND 17 110446 0 0 AMTRUST FINL SVCS INC COM 032359309 4884 178395 SH DFND 17 150485 0 27910 AMTRUST FINL SVCS INC COM 032359309 13474 492124 SH DFND 21 474907 0 17217 AMTRUST FINL SVCS INC COM 032359309 18 650 SH DFND 25 650 0 0 AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 15948 18485000 PRN DFND 17 18010000 0 475000 ANADARKO PETE CORP COM 032511107 4151 59525 SH DFND 3 59525 0 0 ANADARKO PETE CORP COM 032511107 1736 24897 SH DFND 17 24189 0 708 ANADARKO PETE CORP COM 032511107 1528 21906 SH DFND 21 1104 0 20802 ANADARKO PETE CORP UNIT 99/99/9999 032511404 11557 279500 SH DFND 17 279500 0 0 ANADARKO PETE CORP CALL 032511907 10989 157600 SH Call DFND 4 157600 0 0 ANADARKO PETE CORP PUT 032511957 70490 1010900 SH Put DFND 4 1010900 0 0 ANALOG DEVICES INC COM 032654105 36 490 SH DFND 17 100 0 390 ANALOG DEVICES INC COM 032654105 3779 52040 SH DFND 21 26326 0 25714 ANALOG DEVICES INC CALL 032654905 4241 58400 SH Call DFND 4 58400 0 0 ANALOG DEVICES INC PUT 032654955 41684 574000 SH Put DFND 4 574000 0 0 ANALOG DEVICES INC PUT 032654955 6972 96000 SH Put DFND 21 96000 0 0 ANGIES LIST INC COM 034754101 317 38560 SH DFND 17 0 0 38560 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 19353 1841356 SH DFND 21 1841356 0 0 ANIKA THERAPEUTICS INC COM 035255108 731 14923 SH DFND 17 7034 0 7889 ANIKA THERAPEUTICS INC COM 035255108 1136 23194 SH DFND 21 23194 0 0 ANNALY CAP MGMT INC COM 035710409 3116 312584 SH DFND 4 312584 0 0 ANNALY CAP MGMT INC COM 035710409 9210 923788 SH DFND 17 292061 0 631727 ANNALY CAP MGMT INC COM 035710409 400 40104 SH DFND 20 40104 0 0 ANNALY CAP MGMT INC COM 035710409 23084 2315298 SH DFND 21 1742625 0 572673 ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 2644 85635 SH DFND 17 65180 0 20455 ANTERO RES CORP COM 03674X106 4006 169389 SH DFND 21 56231 0 113158 ANTHEM INC COM 036752103 6829 47500 SH DFND 3 47500 0 0 ANTHEM INC COM 036752103 4995 34742 SH DFND 4 34742 0 0 ANTHEM INC COM 036752103 23063 160417 SH DFND 17 64482 0 95935 ANTHEM INC COM 036752103 706 4908 SH DFND 20 4908 0 0 ANTHEM INC COM 036752103 91375 635565 SH DFND 21 475576 0 159989 ANTHEM INC COM 036752103 216 1502 SH DFND 25 1502 0 0 ANTHEM INC UNIT 05/01/20188 036752202 142020 3024920 SH DFND 17 3008800 0 16120 ANTHEM INC CALL 036752903 8482 59000 SH Call DFND 4 59000 0 0 ANTHEM INC PUT 036752953 82308 572500 SH Put DFND 4 572500 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 460 89046 SH DFND 17 89046 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 100 19294 SH DFND 20 19294 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1258 243423 SH DFND 21 104971 0 138452 APACHE CORP COM 037411105 110215 1736490 SH DFND 3 1733640 0 2850 APACHE CORP COM 037411105 1358 21394 SH DFND 4 21394 0 0 APACHE CORP COM 037411105 20074 316275 SH DFND 17 315796 0 479 APACHE CORP COM 037411105 608 9575 SH DFND 21 4484 0 5091 APACHE CORP CALL 037411905 4703 74100 SH Call DFND 4 74100 0 0 APACHE CORP PUT 037411955 40462 637500 SH Put DFND 4 637500 0 0 APOLLO INVT CORP COM 03761U106 1706 291093 SH DFND 17 906 0 290187 APOLLO COML REAL EST FIN INC COM 03762U105 7354 442463 SH DFND 17 184587 0 257876 APOLLO COML REAL EST FIN INC COM 03762U105 99 5986 SH DFND 20 5986 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 13561 815934 SH DFND 21 524771 0 291163 APPLE INC COM 037833100 77432 668558 SH DFND 3 667458 0 1100 APPLE INC COM 037833100 701734 6058836 SH DFND 17 5114042 0 944794 APPLE INC COM 037833100 5919 51104 SH DFND 20 51104 0 0 APPLE INC COM 037833100 653016 5638200 SH DFND 21 4201821 0 1436379 APPLE INC COM 037833100 102 883 SH DFND 24 883 0 0 APPLE INC COM 037833100 1171 10113 SH DFND 25 10113 0 0 APPLE INC CALL 037833900 280250 2419700 SH Call DFND 4 2419700 0 0 APPLE INC CALL 037833900 25480 220000 SH Call DFND 17 220000 0 0 APPLE INC PUT 037833950 1359669 11739500 SH Put DFND 4 11739500 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2428 121519 SH DFND 17 6065 0 115454 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1605 80311 SH DFND 21 32717 0 47594 APPLIED GENETIC TECHNOL CORP COM 03820J100 345 36875 SH DFND 17 4750 0 32125 APPLIED MATLS INC COM 038222105 178036 5517067 SH DFND 17 4129675 0 1387392 APPLIED MATLS INC COM 038222105 996 30861 SH DFND 20 30861 0 0 APPLIED MATLS INC COM 038222105 87210 2702521 SH DFND 21 2113869 0 588652 APPLIED MATLS INC COM 038222105 176 5462 SH DFND 25 5462 0 0 APPLIED MATLS INC CALL 038222905 4602 142600 SH Call DFND 4 142600 0 0 APPLIED MATLS INC PUT 038222955 41764 1294200 SH Put DFND 4 1294200 0 0 APPROACH RESOURCES INC COM 03834A103 621 185505 SH DFND 17 0 0 185505 APTEVO THERAPEUTICS INC COM 03835L108 31 12523 SH DFND 21 11773 0 750 AQUA AMERICA INC COM 03836W103 2466 82094 SH DFND 17 82094 0 0 ARAMARK COM 03852U106 6526 182700 SH DFND 3 182700 0 0 ARAMARK COM 03852U106 8689 243260 SH DFND 17 199915 0 43345 ARAMARK COM 03852U106 861 24104 SH DFND 21 0 0 24104 ARCH COAL INC CL A 039380407 2732 35000 SH DFND 4 35000 0 0 ARCH COAL INC CL A 039380407 472 7486 SH DFND 17 7486 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 20898 2862787 SH DFND 17 2862787 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6651 145700 SH DFND 3 145700 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 19223 42110000 PRN DFND 17 39145000 0 2965000 ARCHER DANIELS MIDLAND CO COM 039483102 53083 1162836 SH DFND 17 1114267 0 48569 ARCHER DANIELS MIDLAND CO COM 039483102 28965 634494 SH DFND 20 634494 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 68730 1505596 SH DFND 21 1144824 0 360772 ARCHER DANIELS MIDLAND CO CALL 039483902 4889 107100 SH Call DFND 4 107100 0 0 ARCHER DANIELS MIDLAND CO PUT 039483952 34046 745800 SH Put DFND 4 745800 0 0 ARCONIC INC COM 03965L100 10 553 SH DFND 17 0 0 553 ARCONIC INC COM 03965L100 7424 400446 SH DFND 21 400446 0 0 ARCONIC INC PFD CONV B SER 1 03965L308 38810 1287235 SH DFND 17 1287235 0 0 ARGAN INC COM 04010E109 5192 73598 SH DFND 17 71327 0 2271 ARGAN INC COM 04010E109 596 8442 SH DFND 21 1455 0 6987 ARES CAP CORP COM 04010L103 6593 399800 SH DFND 3 399800 0 0 ARES CAP CORP COM 04010L103 2849 172782 SH DFND 21 0 0 172782 ARES COML REAL ESTATE CORP COM 04013V108 2372 172753 SH DFND 17 172753 0 0 ARES COML REAL ESTATE CORP COM 04013V108 116 8456 SH DFND 20 8456 0 0 ARES COML REAL ESTATE CORP COM 04013V108 926 67414 SH DFND 21 60195 0 7219 ARISTA NETWORKS INC COM 040413106 49776 514375 SH DFND 17 514375 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 1287 86840 SH DFND 17 2383 0 84457 ARLINGTON ASSET INVT CORP CL A NEW 041356205 344 23197 SH DFND 21 20942 0 2255 ARLINGTON ASSET INVT CORP CL A NEW 041356205 22 1469 SH DFND 25 1469 0 0 ARMADA HOFFLER PPTYS INC COM 04208T108 239 16418 SH DFND 21 16418 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 3201 147569 SH DFND 17 59310 0 88259 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 162 7450 SH DFND 20 7450 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5367 247441 SH DFND 21 224754 0 22687 ARMSTRONG WORLD INDS INC NEW COM 04247X102 457 10941 SH DFND 4 10941 0 0 ARROW ELECTRS INC COM 042735100 13933 195412 SH DFND 17 107875 0 87537 ARROW ELECTRS INC COM 042735100 392 5495 SH DFND 20 5495 0 0 ARROW ELECTRS INC COM 042735100 48948 686507 SH DFND 21 404838 0 281669 ARROW ELECTRS INC COM 042735100 164 2299 SH DFND 25 2299 0 0 ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 16610 23730000 PRN DFND 17 23730000 0 0 ASHLAND GLOBAL HLDGS INC COM 044186104 844 7720 SH DFND 21 7720 0 0 ASSURANT INC COM 04621X108 6314 68000 SH DFND 3 68000 0 0 ASSURANT INC COM 04621X108 645 6946 SH DFND 4 6946 0 0 ASSURANT INC COM 04621X108 490 5280 SH DFND 17 0 0 5280 ASSURANT INC COM 04621X108 13293 143148 SH DFND 21 143148 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 8142 298008 SH DFND 17 205283 0 92725 ATHENAHEALTH INC COM 04685W103 30084 286055 SH DFND 17 286055 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 609 11686 SH DFND 17 1186 0 10500 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 151 2902 SH DFND 21 0 0 2902 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 62 1192 SH DFND 25 1192 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4505 4400000 PRN DFND 17 4400000 0 0 ATMOS ENERGY CORP COM 049560105 6261 84440 SH DFND 17 19225 0 65215 ATMOS ENERGY CORP COM 049560105 13703 184806 SH DFND 21 178436 0 6370 ATRICURE INC COM 04963C209 3013 153957 SH DFND 17 148581 0 5376 ATWOOD OCEANICS INC COM 050095108 6 489 SH DFND 17 489 0 0 ATWOOD OCEANICS INC COM 050095108 1669 127094 SH DFND 21 122436 0 4658 AUTOBYTEL INC COM NEW 05275N205 2961 220177 SH DFND 17 212212 0 7965 AUTODESK INC COM 052769106 1285 17362 SH DFND 17 17115 0 247 AUTODESK INC COM 052769106 18 247 SH DFND 21 247 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 44232 430353 SH DFND 17 324645 0 105708 AUTOMATIC DATA PROCESSING IN COM 053015103 59 571 SH DFND 21 571 0 0 AUTOMATIC DATA PROCESSING IN CALL 053015903 2518 24500 SH Call DFND 4 24500 0 0 AUTOMATIC DATA PROCESSING IN PUT 053015953 34770 338300 SH Put DFND 4 338300 0 0 AUTOZONE INC COM 053332102 1362 1724 SH DFND 4 1724 0 0 AUTOZONE INC COM 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SH DFND 3 134955 0 0 AVNET INC COM 053807103 419 8799 SH DFND 17 8139 0 660 AVNET INC COM 053807103 12263 257562 SH DFND 21 257562 0 0 AVON PRODS INC COM 054303102 1076 213466 SH DFND 4 213466 0 0 AXOGEN INC COM 05463X106 2334 259279 SH DFND 17 251334 0 7945 AXSOME THERAPEUTICS INC COM 05464T104 743 110090 SH DFND 17 110090 0 0 BATS GLOBAL MKTS INC COM 05491G109 24078 718527 SH DFND 21 718527 0 0 BB&T CORP COM 054937107 6423 136600 SH DFND 3 136600 0 0 BB&T CORP COM 054937107 48 1025 SH DFND 17 0 0 1025 BB&T CORP COM 054937107 1082 23015 SH DFND 21 23015 0 0 BB&T CORP CALL 054937907 8426 179200 SH Call DFND 4 179200 0 0 BB&T CORP PUT 054937957 63778 1356400 SH Put DFND 4 1356400 0 0 BCE INC COM NEW 05534B760 6630 153217 SH DFND 17 133244 0 19973 BCE INC COM NEW 05534B760 41364 955879 SH DFND 21 615322 0 340557 BCE INC COM NEW 05534B760 60 1398 SH DFND 25 1398 0 0 BCE INC PUT 05534B950 865 20000 SH Put DFND 21 20000 0 0 BGC PARTNERS INC CL A 05541T101 1013 99010 SH DFND 17 89556 0 9454 BGC PARTNERS INC CL A 05541T101 366 35756 SH DFND 20 35756 0 0 BGC PARTNERS INC CL A 05541T101 10083 985618 SH DFND 21 788203 0 197415 BP PLC SPONSORED ADR 055622104 1500 40132 SH DFND 4 33805 0 6327 BOFI HLDG INC COM 05566U108 251 8794 SH DFND 17 0 0 8794 BOFI HLDG INC COM 05566U108 9505 332919 SH DFND 21 332919 0 0 BWX TECHNOLOGIES INC COM 05605H100 3042 76620 SH DFND 17 57580 0 19040 BADGER METER INC COM 056525108 5698 154209 SH DFND 17 154209 0 0 BADGER METER INC COM 056525108 75 2037 SH DFND 21 2037 0 0 BAIDU INC SPON ADR REP A 056752108 36 218 SH DFND 218 0 0 BAIDU INC SPON ADR REP A 056752108 2583 15712 SH DFND 17 12467 0 3245 BAIDU INC SPON ADR REP A 056752108 45896 279158 SH DFND 20 274718 0 4440 BAIDU INC SPON ADR REP A 056752108 6819 41477 SH DFND 21 41477 0 0 BAIDU INC SPON ADR REP A 056752108 1496 9100 SH DFND 24 9100 0 0 BAKER HUGHES INC COM 057224107 32083 493816 SH DFND 17 493279 0 537 BAKER HUGHES INC COM 057224107 73 1131 SH DFND 21 1131 0 0 BAKER HUGHES INC CALL 057224907 5243 80700 SH Call DFND 4 80700 0 0 BAKER HUGHES INC PUT 057224957 51671 795300 SH Put DFND 4 795300 0 0 BALL CORP COM 058498106 1226 16338 SH DFND 17 0 0 16338 BALL CORP COM 058498106 17 220 SH DFND 21 220 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 1960 225022 SH DFND 17 225022 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 1556 178664 SH DFND 21 178664 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1691 190204 SH DFND 17 84455 0 105749 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 912 102638 SH DFND 21 102638 0 0 BANCOLOMBIA S A SPON ADR PREF 05968L102 27983 762900 SH DFND 3 483000 0 279900 BANCOLOMBIA S A SPON ADR PREF 05968L102 3693 100675 SH DFND 17 100675 0 0 BANCORP INC DEL COM 05969A105 1137 144680 SH DFND 17 144680 0 0 BANC OF CALIFORNIA INC COM 05990K106 4160 239764 SH DFND 17 111048 0 128716 BANC OF CALIFORNIA INC COM 05990K106 223 12874 SH DFND 20 12874 0 0 BANC OF CALIFORNIA INC COM 05990K106 12809 738252 SH DFND 21 698795 0 39457 BANK AMER 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124750 0 75100 CANADIAN PAC RY LTD COM 13645T100 3876 27137 SH DFND 17 27137 0 0 CANTEL MEDICAL CORP COM 138098108 10203 129556 SH DFND 17 110933 0 18623 CANTEL MEDICAL CORP COM 138098108 777 9864 SH DFND 21 8564 0 1300 CAPELLA EDUCATION COMPANY COM 139594105 420 4780 SH DFND 17 4780 0 0 CAPELLA EDUCATION COMPANY COM 139594105 2947 33562 SH DFND 21 19920 0 13642 CAPITAL ONE FINL CORP COM 14040H105 22157 253977 SH DFND 4 253977 0 0 CAPITAL ONE FINL CORP COM 14040H105 7288 83535 SH DFND 17 69512 0 14023 CAPITAL ONE FINL CORP COM 14040H105 593 6797 SH DFND 20 6797 0 0 CAPITAL ONE FINL CORP COM 14040H105 57955 664314 SH DFND 21 529966 0 134348 CAPITAL ONE FINL CORP COM 14040H105 151 1734 SH DFND 25 1734 0 0 CAPITAL ONE FINL CORP CALL 14040H905 12187 139700 SH Call DFND 4 139700 0 0 CAPITAL ONE FINL CORP PUT 14040H955 101574 1164300 SH Put DFND 4 1164300 0 0 CAPITOL FED FINL INC COM 14057J101 441 26809 SH DFND 17 26809 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 507 49781 SH DFND 17 49781 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 2496 244909 SH DFND 21 185753 0 59156 CARA THERAPEUTICS INC COM 140755109 2420 260459 SH DFND 17 253162 0 7297 CARBONITE INC COM 141337105 2536 154634 SH DFND 17 58605 0 96029 CARDINAL HEALTH INC COM 14149Y108 5455 75800 SH DFND 3 75800 0 0 CARDINAL HEALTH INC COM 14149Y108 1526 21204 SH DFND 4 21204 0 0 CARDINAL HEALTH INC COM 14149Y108 12368 171856 SH DFND 17 155306 0 16550 CARDINAL HEALTH INC COM 14149Y108 55642 773127 SH DFND 21 517973 0 255154 CARDINAL HEALTH INC COM 14149Y108 159 2205 SH DFND 25 2205 0 0 CARDINAL HEALTH INC CALL 14149Y908 892 12400 SH Call DFND 4 12400 0 0 CARDINAL HEALTH INC PUT 14149Y958 16668 231600 SH Put DFND 4 231600 0 0 CARDIOVASCULAR SYS INC DEL COM 141619106 1944 80305 SH DFND 17 56795 0 23510 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 54430 46160000 PRN DFND 17 39035000 0 7125000 CARE CAP PPTYS INC COM 141624106 39432 1577275 SH DFND 3 1577275 0 0 CARE CAP PPTYS INC COM 141624106 638 25514 SH DFND 17 25514 0 0 CARE CAP PPTYS INC COM 141624106 79 3174 SH DFND 21 0 0 3174 CARE COM INC COM 141633107 1369 159708 SH DFND 17 71978 0 87730 CAREER EDUCATION CORP COM 141665109 14 1419 SH DFND 17 1419 0 0 CAREER EDUCATION CORP COM 141665109 456 45146 SH DFND 21 45146 0 0 CARETRUST REIT INC COM 14174T107 630 41124 SH DFND 17 41124 0 0 CARETRUST REIT INC COM 14174T107 177 11559 SH DFND 20 11559 0 0 CARETRUST REIT INC COM 14174T107 1752 114385 SH DFND 21 108928 0 5457 CARLISLE COS INC COM 142339100 7947 72060 SH DFND 3 72060 0 0 CARLISLE COS INC COM 142339100 24954 226255 SH DFND 17 194763 0 31492 CARLISLE COS INC COM 142339100 704 6381 SH DFND 20 6381 0 0 CARLISLE COS INC COM 142339100 15038 136351 SH DFND 21 63524 0 72827 CARMAX INC COM 143130102 15 238 SH DFND 17 0 0 238 CARMAX INC COM 143130102 2397 37226 SH DFND 21 37226 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 9371 180000 SH DFND 4 180000 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 28 529 SH DFND 17 0 0 529 CARNIVAL CORP UNIT 99/99/9999 143658300 10346 198740 SH DFND 21 119386 0 79354 CARNIVAL CORP CALL 143658900 1203 23100 SH Call DFND 4 23100 0 0 CARNIVAL CORP PUT 143658950 9412 180800 SH Put DFND 4 180800 0 0 CARNIVAL PLC ADR 14365C103 4312 84236 SH DFND 17 84236 0 0 CARNIVAL PLC ADR 14365C103 2277 44473 SH DFND 21 0 0 44473 CAROLINA FINL CORP NEW COM 143873107 228 7396 SH DFND 17 0 0 7396 CARRIAGE SVCS INC COM 143905107 5218 182183 SH DFND 17 174683 0 7500 CARRIAGE SVCS INC COM 143905107 659 23010 SH DFND 21 23010 0 0 CARRIZO OIL & GAS INC COM 144577103 11803 316000 SH DFND 4 316000 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 5397 353911 SH DFND 17 341719 0 12192 CARTER INC COM 146229109 15909 184155 SH DFND 17 149505 0 34650 CARTER INC COM 146229109 318 3681 SH DFND 21 2081 0 1600 CASELLA WASTE SYS INC CL A 147448104 2703 217804 SH DFND 17 129375 0 88429 CATALENT INC COM 148806102 9588 355646 SH DFND 17 257259 0 98387 CATERPILLAR INC DEL COM 149123101 1870 20169 SH DFND 4 20169 0 0 CATERPILLAR INC DEL COM 149123101 69 740 SH DFND 17 0 0 740 CATERPILLAR INC DEL COM 149123101 987 10640 SH DFND 21 10640 0 0 CATERPILLAR INC DEL COM 149123101 116 1250 SH DFND 24 1250 0 0 CATERPILLAR INC DEL CALL 149123901 16573 178700 SH Call DFND 4 178700 0 0 CATERPILLAR INC DEL PUT 149123951 111483 1202100 SH Put DFND 4 1202100 0 0 CATHAY GEN BANCORP COM 149150104 231 6081 SH DFND 17 6081 0 0 CATO CORP NEW CL A 149205106 2500 83100 SH DFND 17 0 0 83100 CATO CORP NEW CL A 149205106 893 29688 SH DFND 21 26596 0 3092 CAVCO INDS INC DEL COM 149568107 1423 14252 SH DFND 17 14252 0 0 CAVIUM INC COM 14964U108 2507 40151 SH DFND 17 40151 0 0 CAVIUM INC COM 14964U108 13 211 SH DFND 20 211 0 0 CAVIUM INC COM 14964U108 65 1033 SH DFND 21 1033 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 22123 344600 SH DFND 3 344600 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 7913 123255 SH DFND 17 102995 0 20260 CELADON GROUP INC COM 150838100 1360 190201 SH DFND 17 185216 0 4985 CELANESE CORP DEL COM SER A 150870103 106992 1358801 SH DFND 3 1358801 0 0 CELANESE CORP DEL COM SER A 150870103 17679 224530 SH DFND 17 223766 0 764 CELANESE CORP DEL COM SER A 150870103 784 9952 SH DFND 21 0 0 9952 CELESTICA INC SUB VTG SHS 15101Q108 770 64911 SH DFND 17 30922 0 33989 CELESTICA INC SUB VTG SHS 15101Q108 198 16725 SH DFND 20 16725 0 0 CELESTICA INC SUB VTG SHS 15101Q108 1839 155010 SH DFND 21 142917 0 12093 CELGENE CORP COM 151020104 133633 1154499 SH DFND 17 978072 0 176427 CELGENE CORP COM 151020104 39431 340654 SH DFND 21 242712 0 97942 CELGENE CORP COM 151020104 14110 121900 SH DFND 24 121900 0 0 CELGENE CORP CALL 151020904 31449 271700 SH Call DFND 4 271700 0 0 CELGENE CORP PUT 151020954 190027 1641700 SH Put DFND 4 1641700 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 47257 41960000 PRN DFND 17 41515000 0 445000 CENCOSUD S A SPONSORED ADS 15132H101 913 108704 SH DFND 21 48704 0 60000 CENTENE CORP DEL COM 15135B101 344 6086 SH DFND 17 5871 0 215 CENTENE CORP DEL COM 15135B101 155 2751 SH DFND 20 2751 0 0 CENTENE CORP DEL COM 15135B101 8734 154553 SH DFND 21 70575 0 83978 CENOVUS ENERGY INC COM 15135U109 5049 333512 SH DFND 21 105032 0 228480 CENTERPOINT ENERGY INC COM 15189T107 645 26172 SH DFND 4 26172 0 0 CENTERPOINT ENERGY INC COM 15189T107 1198 48632 SH DFND 17 41916 0 6716 CENTERPOINT ENERGY INC COM 15189T107 375 15205 SH DFND 20 15205 0 0 CENTERPOINT ENERGY INC COM 15189T107 9383 380784 SH DFND 21 230266 0 150518 CENTERSTATE BANKS INC COM 15201P109 18476 734055 SH DFND 17 631199 0 102856 CENTERSTATE BANKS INC COM 15201P109 185 7344 SH DFND 20 7344 0 0 CENTERSTATE BANKS INC COM 15201P109 1961 77908 SH DFND 21 65839 0 12069 CENTRAL FD CDA LTD CL A 153501101 29775 2608081 SH DFND 3 2608081 0 0 CENTRAL GARDEN & PET CO COM 153527106 815 24620 SH DFND 17 24620 0 0 CENTRAL GARDEN & PET CO COM 153527106 401 12111 SH DFND 21 12111 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 262 8464 SH DFND 17 8464 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 97 3153 SH DFND 20 3153 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4782 154766 SH DFND 21 83680 0 71086 CENTURY CMNTYS INC COM 156504300 1187 56533 SH DFND 17 51169 0 5364 CENTURYLINK INC COM 156700106 3191 134188 SH DFND 4 134188 0 0 CENTURYLINK INC COM 156700106 13144 552716 SH DFND 17 198940 0 353776 CENTURYLINK INC COM 156700106 668 28101 SH DFND 20 28101 0 0 CENTURYLINK INC COM 156700106 63172 2656533 SH DFND 21 2201333 0 455200 CENTURYLINK INC COM 156700106 132 5547 SH DFND 25 5547 0 0 CENTURYLINK INC CALL 156700906 1301 54700 SH Call DFND 4 54700 0 0 CENTURYLINK INC PUT 156700956 3239 136200 SH Put DFND 4 136200 0 0 CENTURYLINK INC PUT 156700956 8799 370000 SH Put DFND 21 370000 0 0 CERNER CORP COM 156782104 8924 188398 SH DFND 4 188398 0 0 CERNER CORP COM 156782104 15291 322792 SH DFND 17 322410 0 382 CERNER CORP COM 156782104 18 382 SH DFND 21 382 0 0 CERNER CORP CALL 156782904 2260 47700 SH Call DFND 4 47700 0 0 CERNER CORP PUT 156782954 11805 249200 SH Put DFND 4 249200 0 0 CEVA INC COM 157210105 4859 144821 SH DFND 17 123708 0 21113 CHARLES RIV LABS INTL INC COM 159864107 17695 232246 SH DFND 17 188022 0 44224 CHARLES RIV LABS INTL INC COM 159864107 284 3726 SH DFND 20 3726 0 0 CHARLES RIV LABS INTL INC COM 159864107 5768 75703 SH DFND 21 61767 0 13936 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8604 8765000 PRN DFND 17 8765000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 5147 17878 SH DFND 4 17878 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 3297 11452 SH DFND 17 9520 0 1932 CHARTER COMMUNICATIONS INC N CL A 16119P108 13197 45835 SH DFND 21 40080 0 5755 CHARTER COMMUNICATIONS INC N CALL 16119P908 6565 22800 SH Call DFND 4 22800 0 0 CHARTER COMMUNICATIONS INC N PUT 16119P958 78861 273900 SH Put DFND 4 273900 0 0 CHARTER FINL CORP MD COM 16122W108 331 19860 SH DFND 17 19860 0 0 CHEMED CORP NEW COM 16359R103 2211 13781 SH DFND 17 1305 0 12476 CHEMED CORP NEW COM 16359R103 3475 21665 SH DFND 21 21665 0 0 CHEMICAL FINL CORP COM 163731102 2254 41604 SH DFND 17 41604 0 0 CHEMICAL FINL CORP COM 163731102 506 9349 SH DFND 20 9349 0 0 CHEMICAL FINL CORP COM 163731102 4362 80528 SH DFND 21 53754 0 26774 CHEMOURS CO COM 163851108 15742 712612 SH DFND 17 650172 0 62440 CHEMOURS CO COM 163851108 844 38200 SH DFND 20 38200 0 0 CHEMOURS CO COM 163851108 1185 53652 SH DFND 21 39660 0 13992 CHEMTURA CORP COM NEW 163893209 8349 251487 SH DFND 4 251487 0 0 CHEMTURA CORP COM NEW 163893209 28126 847170 SH DFND 21 847170 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 83608 136825000 PRN DFND 17 130070000 0 6755000 CHESAPEAKE ENERGY CORP COM 165167107 2614 372321 SH DFND 4 372321 0 0 CHESAPEAKE ENERGY CORP COM 165167107 57126 8137653 SH DFND 17 8123592 0 14061 CHESAPEAKE ENERGY CORP COM 165167107 84 11934 SH DFND 21 11934 0 0 CHEVRON CORP NEW COM 166764100 114045 968948 SH DFND 3 966948 0 2000 CHEVRON CORP NEW COM 166764100 8592 72997 SH DFND 4 72997 0 0 CHEVRON CORP NEW COM 166764100 58493 496966 SH DFND 17 467261 0 29705 CHEVRON CORP NEW COM 166764100 1261 10716 SH DFND 20 10716 0 0 CHEVRON CORP NEW COM 166764100 174767 1484855 SH DFND 21 968926 0 515929 CHEVRON CORP NEW COM 166764100 1586 13476 SH DFND 24 13476 0 0 CHEVRON CORP NEW COM 166764100 136 1156 SH DFND 25 1156 0 0 CHEVRON CORP NEW CALL 166764900 69831 593300 SH Call DFND 4 593300 0 0 CHEVRON CORP NEW PUT 166764950 489962 4162800 SH Put DFND 4 4162800 0 0 CHILDRENS PL INC COM 168905107 15390 152449 SH DFND 21 96243 0 56206 CHIMERA INVT CORP COM NEW 16934Q208 197 11546 SH DFND 4 11546 0 0 CHIMERA INVT CORP COM NEW 16934Q208 9931 583500 SH DFND 17 284508 0 298992 CHIMERA INVT CORP COM NEW 16934Q208 221 13000 SH DFND 20 13000 0 0 CHIMERA INVT CORP COM NEW 16934Q208 22040 1294975 SH DFND 21 635617 0 659358 CHINA BIOLOGIC PRODS INC COM 16938C106 1100 10231 SH DFND 17 10231 0 0 CHINA BIOLOGIC PRODS INC COM 16938C106 2800 26043 SH DFND 21 26043 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8799 167818 SH DFND 17 167818 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8855 168888 SH DFND 21 168888 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 604 8500 SH DFND 17 0 0 8500 CHIPOTLE MEXICAN GRILL INC COM 169656105 595 1577 SH DFND 4 1577 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 14 36 SH DFND 17 0 0 36 CHIPOTLE MEXICAN GRILL INC COM 169656105 14 36 SH DFND 21 36 0 0 CHIPOTLE MEXICAN GRILL INC PUT 169656955 1547 4100 SH Put DFND 4 4100 0 0 CHURCHILL DOWNS INC COM 171484108 2123 14112 SH DFND 17 14112 0 0 CHUYS HLDGS INC COM 171604101 1722 53057 SH DFND 17 53057 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 11445 11485000 PRN DFND 17 11485000 0 0 CINCINNATI FINL CORP COM 172062101 7819 103215 SH DFND 17 10088 0 93127 CINCINNATI FINL CORP COM 172062101 13051 172291 SH DFND 21 172291 0 0 CINEMARK HOLDINGS INC COM 17243V102 159 4145 SH DFND 17 0 0 4145 CINEMARK HOLDINGS INC COM 17243V102 13093 341315 SH DFND 21 299881 0 41434 CIRRUS LOGIC INC COM 172755100 8504 150404 SH DFND 17 117943 0 32461 CIRRUS LOGIC INC COM 172755100 413 7299 SH DFND 20 7299 0 0 CIRRUS LOGIC INC COM 172755100 37508 663395 SH DFND 21 504147 0 159248 CIRRUS LOGIC INC COM 172755100 67 1189 SH DFND 25 1189 0 0 CISCO SYS INC COM 17275R102 108374 3586163 SH DFND 3 3581363 0 4800 CISCO SYS INC COM 17275R102 5328 176302 SH DFND 4 176302 0 0 CISCO SYS INC COM 17275R102 228804 7571280 SH DFND 17 5720814 0 1850466 CISCO SYS INC COM 17275R102 1794 59360 SH DFND 20 59360 0 0 CISCO SYS INC COM 17275R102 248171 8212131 SH DFND 21 5768543 0 2443588 CISCO SYS INC COM 17275R102 458 15164 SH DFND 25 15164 0 0 CISCO SYS INC CALL 17275R902 24394 807200 SH Call DFND 4 807200 0 0 CISCO SYS INC PUT 17275R952 193901 6416300 SH Put DFND 4 6416300 0 0 CINTAS CORP COM 172908105 12615 109167 SH DFND 17 31575 0 77592 CINTAS CORP COM 172908105 28408 245826 SH DFND 21 245826 0 0 CITIGROUP INC COM NEW 172967424 117924 1984248 SH DFND 3 1981248 0 3000 CITIGROUP INC COM NEW 172967424 132816 2234829 SH DFND 4 2234829 0 0 CITIGROUP INC COM NEW 172967424 75720 1274102 SH DFND 17 969105 0 304997 CITIGROUP INC COM NEW 172967424 2273 38240 SH DFND 20 38240 0 0 CITIGROUP INC COM NEW 172967424 241299 4060216 SH DFND 21 2981334 0 1078882 CITIGROUP INC COM NEW 172967424 266 4473 SH DFND 25 4473 0 0 CITIGROUP INC CALL 172967904 47021 791200 SH Call DFND 4 791200 0 0 CITIGROUP INC PUT 172967954 321201 5404700 SH Put DFND 4 5404700 0 0 CITIZENS FINL GROUP INC COM 174610105 445 12489 SH DFND 4 12489 0 0 CITIZENS FINL GROUP INC COM 174610105 542 15207 SH DFND 17 12065 0 3142 CITIZENS FINL GROUP INC COM 174610105 1190 33385 SH DFND 21 647 0 32738 CITIZENS FINL GROUP INC PUT 174610955 5116 143600 SH Put DFND 4 143600 0 0 CITRIX SYS INC COM 177376100 1495 16735 SH DFND 17 14613 0 2122 CITRIX SYS INC COM 177376100 449 5024 SH DFND 20 5024 0 0 CITRIX SYS INC COM 177376100 7769 86993 SH DFND 21 59042 0 27951 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 120438 103380000 PRN DFND 17 95640000 0 7740000 CLARCOR INC COM 179895107 28762 348762 SH DFND 21 348762 0 0 CLEARWATER PAPER CORP COM 18538R103 1272 19398 SH DFND 21 3245 0 16153 CLIFFS NAT RES INC PUT 18683K951 11785 1401300 SH Put DFND 4 1401300 0 0 CLIFTON BANCORP INC COM 186873105 172 10185 SH DFND 17 10185 0 0 CLOROX CO DEL COM 189054109 888 7402 SH DFND 17 7240 0 162 CLOROX CO DEL COM 189054109 16581 138150 SH DFND 21 125149 0 13001 CLOROX CO DEL PUT 189054959 4693 39100 SH Put DFND 4 39100 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 13422 13070000 PRN DFND 17 13070000 0 0 CLUBCORP HLDGS INC COM 18948M108 1688 117662 SH DFND 17 117662 0 0 COACH INC COM 189754104 233 6644 SH DFND 4 6644 0 0 COACH INC COM 189754104 12 354 SH DFND 17 0 0 354 COACH INC COM 189754104 5586 159507 SH DFND 21 57991 0 101516 COBALT INTL ENERGY INC COM 19075F106 4815 3946473 SH DFND 17 3946473 0 0 COCA COLA BOTTLING CO CONS COM 191098102 25715 143781 SH DFND 3 143781 0 0 COCA COLA BOTTLING CO CONS COM 191098102 718 4015 SH DFND 17 4015 0 0 COCA COLA CO COM 191216100 40572 978593 SH DFND 4 978593 0 0 COCA COLA CO COM 191216100 84892 2047567 SH DFND 17 1984104 0 63463 COCA COLA CO COM 191216100 25948 625846 SH DFND 21 479646 0 146200 COCA COLA CO CALL 191216900 35212 849300 SH Call DFND 4 849300 0 0 COCA COLA CO PUT 191216950 187942 4533100 SH Put DFND 4 4533100 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 397 6250 SH DFND 21 6250 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 3888 94025 SH DFND 21 94025 0 0 COGNEX CORP COM 192422103 16439 258392 SH DFND 17 142585 0 115807 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4431 79074 SH DFND 4 79074 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14923 266347 SH DFND 17 205603 0 60744 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 43 768 SH DFND 21 768 0 0 COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 7357 131300 SH Call DFND 4 131300 0 0 COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 45978 820600 SH Put DFND 4 820600 0 0 COHERENT INC COM 192479103 16793 122235 SH DFND 17 81002 0 41233 COHERENT INC COM 192479103 281 2042 SH DFND 20 2042 0 0 COHERENT INC COM 192479103 10445 76026 SH DFND 21 64155 0 11871 COHERUS BIOSCIENCES INC COM 19249H103 2908 103305 SH DFND 17 103305 0 0 COHERUS BIOSCIENCES INC COM 19249H103 1669 59300 SH DFND 24 59300 0 0 COLGATE PALMOLIVE CO COM 194162103 20225 309065 SH DFND 4 309065 0 0 COLGATE PALMOLIVE CO COM 194162103 1521 23249 SH DFND 17 22124 0 1125 COLGATE PALMOLIVE CO COM 194162103 49463 755855 SH DFND 21 489611 0 266244 COLGATE PALMOLIVE CO COM 194162103 497 7600 SH DFND 24 7600 0 0 COLGATE PALMOLIVE CO CALL 194162903 13448 205500 SH Call DFND 4 205500 0 0 COLGATE PALMOLIVE CO PUT 194162953 90111 1377000 SH Put DFND 4 1377000 0 0 COLONY CAP INC CL A 19624R106 16013 790765 SH DFND 17 650758 0 140007 COLONY CAP INC CL A 19624R106 294 14512 SH DFND 21 8312 0 6200 COLONY STARWOOD HOMES COM 19625X102 4627 160602 SH DFND 4 160602 0 0 COLUCID PHARMACEUTICALS INC COM 19716T101 209 5732 SH DFND 17 5732 0 0 COLUCID PHARMACEUTICALS INC COM 19716T101 883 24257 SH DFND 21 24257 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 134 2296 SH DFND 17 2296 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 122 2090 SH DFND 21 2090 0 0 COMFORT SYS USA INC COM 199908104 47043 1412700 SH DFND 3 1412700 0 0 COMFORT SYS USA INC COM 199908104 3733 112115 SH DFND 17 98700 0 13415 COMCAST CORP NEW CL A 20030N101 259614 3759803 SH DFND 17 3451020 0 308783 COMCAST CORP NEW CL A 20030N101 1692 24505 SH DFND 20 24505 0 0 COMCAST CORP NEW CL A 20030N101 230115 3332582 SH DFND 21 2400661 0 931921 COMCAST CORP NEW CL A 20030N101 529 7655 SH DFND 25 7655 0 0 COMCAST CORP NEW CALL 20030N901 33296 482200 SH Call DFND 4 482200 0 0 COMCAST CORP NEW PUT 20030N951 289016 4185600 SH Put DFND 4 4185600 0 0 COMERICA INC COM 200340107 15 218 SH DFND 17 0 0 218 COMERICA INC COM 200340107 1107 16255 SH DFND 21 218 0 16037 COMMVAULT SYSTEMS INC COM 204166102 353 6875 SH DFND 17 0 0 6875 COMMVAULT SYSTEMS INC COM 204166102 342 6663 SH DFND 21 6663 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 10592 1220237 SH DFND 17 1220237 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 217 25600 SH DFND 17 0 0 25600 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 897 79538 SH DFND 17 79538 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 17636 1563431 SH DFND 21 1533293 0 30138 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 2151 120175 SH DFND 17 89215 0 30960 COMPUTER SCIENCES CORP COM 205363104 76956 1295118 SH DFND 17 1042980 0 252138 COMPUTER SCIENCES CORP COM 205363104 14823 249463 SH DFND 21 247586 0 1877 CONAGRA BRANDS INC COM 205887102 3101 78400 SH DFND 3 78400 0 0 CONAGRA BRANDS INC COM 205887102 1289 32600 SH DFND 17 28400 0 4200 CONAGRA BRANDS INC COM 205887102 942 23819 SH DFND 21 23819 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 1298 126128 SH DFND 17 121810 0 4318 CONCHO RES INC COM 20605P101 3159 23823 SH DFND 4 23823 0 0 CONCHO RES INC COM 20605P101 25072 189082 SH DFND 17 188897 0 185 CONCHO RES INC COM 20605P101 70 527 SH DFND 21 527 0 0 CONCHO RES INC COM 20605P101 2453 18500 SH DFND 24 18500 0 0 CONCHO RES INC CALL 20605P901 2214 16700 SH Call DFND 4 16700 0 0 CONCHO RES INC PUT 20605P951 19094 144000 SH Put DFND 4 144000 0 0 CONCORDIA INTERNATIONAL CORP COM 20653P102 130 61398 SH DFND 17 0 0 61398 CONCORDIA INTERNATIONAL CORP COM 20653P102 135 63688 SH DFND 21 33611 0 30077 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 17744 753477 SH DFND 3 753477 0 0 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 1742 73970 SH DFND 17 45395 0 28575 CONNS INC COM 208242107 137 10837 SH DFND 21 7970 0 2867 CONOCOPHILLIPS COM 20825C104 3759 74974 SH DFND 4 74974 0 0 CONOCOPHILLIPS COM 20825C104 726 14488 SH DFND 17 12920 0 1568 CONOCOPHILLIPS COM 20825C104 4877 97266 SH DFND 21 53040 0 44226 CONOCOPHILLIPS CALL 20825C904 18813 375200 SH Call DFND 4 375200 0 0 CONOCOPHILLIPS PUT 20825C954 90783 1810600 SH Put DFND 4 1810600 0 0 CONSOL ENERGY INC COM 20854P109 153 8368 SH DFND 4 8368 0 0 CONSOL ENERGY INC COM 20854P109 103 5662 SH DFND 21 5662 0 0 CONSOLIDATED EDISON INC COM 209115104 3424 46471 SH DFND 4 46471 0 0 CONSOLIDATED EDISON INC COM 209115104 11552 156782 SH DFND 17 41446 0 115336 CONSOLIDATED EDISON INC COM 209115104 44251 600577 SH DFND 21 446870 0 153707 CONSOLIDATED EDISON INC COM 209115104 145 1967 SH DFND 25 1967 0 0 CONSOLIDATED EDISON INC CALL 209115904 6263 85000 SH Call DFND 4 85000 0 0 CONSOLIDATED EDISON INC PUT 209115954 38697 525200 SH Put DFND 4 525200 0 0 CONSTELLATION BRANDS INC CL A 21036P108 10374 67666 SH DFND 4 67666 0 0 CONSTELLATION BRANDS INC CL A 21036P108 68874 449244 SH DFND 17 444125 0 5119 CONSTELLATION BRANDS INC CL A 21036P108 10055 65586 SH DFND 20 65586 0 0 CONSTELLATION BRANDS INC CL A 21036P108 13444 87693 SH DFND 21 22707 0 64986 CONSTELLATION BRANDS INC CL A 21036P108 5519 36000 SH DFND 24 36000 0 0 CONSTELLATION BRANDS INC CALL 21036P908 9475 61800 SH Call DFND 4 61800 0 0 CONSTELLATION BRANDS INC PUT 21036P958 74892 488500 SH Put DFND 4 488500 0 0 CONTAINER STORE GROUP INC COM 210751103 647 101920 SH DFND 17 101920 0 0 CONTINENTAL RESOURCES INC COM 212015101 30817 597930 SH DFND 17 594597 0 3333 CONTINENTAL RESOURCES INC COM 212015101 73 1422 SH DFND 21 1422 0 0 CONTINENTAL RESOURCES INC COM 212015101 1649 32000 SH DFND 24 32000 0 0 CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1145 76125 SH DFND 17 76125 0 0 CONVERGYS CORP COM 212485106 35619 1450267 SH DFND 3 1450267 0 0 CONVERGYS CORP COM 212485106 3015 122746 SH DFND 17 73719 0 49027 CONVERGYS CORP COM 212485106 690 28110 SH DFND 20 28110 0 0 CONVERGYS CORP COM 212485106 31697 1290607 SH DFND 21 918176 0 372431 CONVERGYS CORP COM 212485106 37 1516 SH DFND 25 1516 0 0 COOPER COS INC COM NEW 216648402 6992 39970 SH DFND 17 39909 0 61 COOPER COS INC COM NEW 216648402 2052 11729 SH DFND 20 11729 0 0 COOPER COS INC COM NEW 216648402 11398 65158 SH DFND 21 32446 0 32712 COOPER STD HLDGS INC COM 21676P103 13676 132289 SH DFND 17 109041 0 23248 COOPER STD HLDGS INC COM 21676P103 211 2041 SH DFND 20 2041 0 0 COOPER STD HLDGS INC COM 21676P103 19973 193197 SH DFND 21 121826 0 71371 COOPER TIRE & RUBR CO COM 216831107 6359 163686 SH DFND 21 44330 0 119356 COPART INC COM 217204106 1132 20424 SH DFND 17 20424 0 0 COPART INC COM 217204106 4499 81197 SH DFND 21 81197 0 0 CORCEPT THERAPEUTICS INC COM 218352102 1010 139113 SH DFND 17 139113 0 0 CORE MARK HOLDING CO INC COM 218681104 1545 35862 SH DFND 17 35862 0 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 453 13000 SH DFND 17 13000 0 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 612 17553 SH DFND 21 17553 0 0 CORELOGIC INC COM 21871D103 150 4075 SH DFND 17 0 0 4075 CORELOGIC INC COM 21871D103 1222 33169 SH DFND 21 33169 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 29839 705257 SH DFND 17 705257 0 0 CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 1162 1120000 PRN DFND 17 1120000 0 0 CORNING INC COM 219350105 7177 295700 SH DFND 3 295700 0 0 CORNING INC COM 219350105 1171 48250 SH DFND 4 48250 0 0 CORNING INC COM 219350105 157439 6486967 SH DFND 17 5887340 0 599627 CORNING INC COM 219350105 936 38574 SH DFND 20 38574 0 0 CORNING INC COM 219350105 63914 2633468 SH DFND 21 1781306 0 852162 CORNING INC CALL 219350905 4352 179300 SH Call DFND 4 179300 0 0 CORNING INC PUT 219350955 15394 634300 SH Put DFND 4 634300 0 0 CORVUS PHARMACEUTICALS INC COM 221015100 1650 115405 SH DFND 17 115405 0 0 COSTCO WHSL CORP NEW COM 22160K105 2801 17492 SH DFND 4 17492 0 0 COSTCO WHSL CORP NEW COM 22160K105 137783 860549 SH DFND 17 779762 0 80787 COSTCO WHSL CORP NEW COM 22160K105 4976 31077 SH DFND 21 31077 0 0 COSTCO WHSL CORP NEW CALL 22160K905 23488 146700 SH Call DFND 4 146700 0 0 COSTCO WHSL CORP NEW PUT 22160K955 164385 1026700 SH Put DFND 4 1026700 0 0 COSTAR GROUP INC COM 22160N109 12016 63749 SH DFND 17 54349 0 9400 COSTAR GROUP INC COM 22160N109 132 700 SH DFND 21 0 0 700 COTT CORP QUE COM 22163N106 1465 129292 SH DFND 17 129292 0 0 COUSINS PPTYS INC COM 222795106 23507 2762300 SH DFND 3 2762300 0 0 COVENANT TRANSN GROUP INC CL A 22284P105 741 38312 SH DFND 17 34685 0 3627 CRACKER BARREL OLD CTRY STOR COM 22410J106 1844 11046 SH DFND 17 8196 0 2850 CRACKER BARREL OLD CTRY STOR COM 22410J106 142 852 SH DFND 20 852 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 14995 89799 SH DFND 21 88529 0 1270 CRAFT BREW ALLIANCE INC COM 224122101 2063 122098 SH DFND 17 118385 0 3713 CRANE CO COM 224399105 56145 778490 SH DFND 3 778490 0 0 CRANE CO COM 224399105 5685 78832 SH DFND 17 78832 0 0 CRANE CO COM 224399105 84 1170 SH DFND 20 1170 0 0 CRANE CO COM 224399105 1273 17657 SH DFND 21 13341 0 4316 CREDIT ACCEP CORP MICH COM 225310101 2147 9873 SH DFND 17 6908 0 2965 CREDIT ACCEP CORP MICH COM 225310101 6865 31563 SH DFND 21 31563 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 38160 2666670 SH DFND 4 2666670 0 0 CRESCENT PT ENERGY CORP COM 22576C101 45 3302 SH DFND 17 762 0 2540 CRESCENT PT ENERGY CORP COM 22576C101 1772 130198 SH DFND 21 31401 0 98797 CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 2603 101865 SH DFND 17 74955 0 26910 CRITEO S A SPONS ADS 226718104 97228 2366796 SH DFND 17 2264991 0 101805 CRITEO S A SPONS ADS 226718104 4954 120592 SH DFND 21 120592 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 4120 263962 SH DFND 17 254817 0 9145 CROWN CASTLE INTL CORP NEW COM 22822V101 7064 81409 SH DFND 4 81409 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 3901 44954 SH DFND 17 44498 0 456 CROWN CASTLE INTL CORP NEW COM 22822V101 30836 355378 SH DFND 21 355378 0 0 CROWN CASTLE INTL CORP NEW CALL 22822V901 7992 92100 SH Call DFND 4 92100 0 0 CROWN CASTLE INTL CORP NEW PUT 22822V951 54925 633000 SH Put DFND 4 633000 0 0 CRYOLIFE INC COM 228903100 1708 89190 SH DFND 17 89190 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 561 14030 SH DFND 17 14030 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4116 102895 SH DFND 20 0 0 102895 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 77 1934 SH DFND 21 1934 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 480 12000 SH DFND 24 12000 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 13774 11725000 PRN DFND 17 11725000 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 16794 16265000 PRN DFND 17 16265000 0 0 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 19291 18135000 PRN DFND 17 18135000 0 0 CUBESMART COM 229663109 4994 186554 SH DFND 4 186554 0 0 CUBESMART COM 229663109 505 18876 SH DFND 17 0 0 18876 CUBESMART COM 229663109 14809 553198 SH DFND 21 518307 0 34891 CUMMINS INC COM 231021106 10717 78415 SH DFND 3 78415 0 0 CUMMINS INC COM 231021106 1801 13181 SH DFND 17 12986 0 195 CUMMINS INC COM 231021106 311 2279 SH DFND 21 2279 0 0 CUMMINS INC CALL 231021906 5357 39200 SH Call DFND 4 39200 0 0 CUMMINS INC PUT 231021956 56527 413600 SH Put DFND 4 413600 0 0 CURTISS WRIGHT CORP COM 231561101 1151 11697 SH DFND 21 0 0 11697 CYBEROPTICS CORP COM 232517102 724 27751 SH DFND 17 25087 0 2664 CYNOSURE INC CL A 232577205 13614 298563 SH DFND 17 256768 0 41795 CYNOSURE INC CL A 232577205 130 2850 SH DFND 21 0 0 2850 CYPRESS SEMICONDUCTOR CORP COM 232806109 51473 4499350 SH DFND 17 3370485 0 1128865 CYRUSONE INC COM 23283R100 35177 786424 SH DFND 3 786424 0 0 CYRUSONE INC COM 23283R100 4 100 SH DFND 17 100 0 0 DMC GLOBAL INC COM 23291C103 1462 92220 SH DFND 17 83468 0 8752 DCT INDUSTRIAL TRUST INC COM NEW 233153204 5274 110153 SH DFND 4 110153 0 0 DCT INDUSTRIAL TRUST INC COM NEW 233153204 743 15515 SH DFND 21 15515 0 0 D R HORTON INC COM 23331A109 5660 207100 SH DFND 3 207100 0 0 D R HORTON INC COM 23331A109 5466 200000 SH DFND 4 200000 0 0 D R HORTON INC COM 23331A109 812 29709 SH DFND 17 29279 0 430 D R HORTON INC COM 23331A109 204 7458 SH DFND 20 7458 0 0 D R HORTON INC COM 23331A109 5600 204912 SH DFND 21 70872 0 134040 DST SYS INC DEL COM 233326107 33723 314725 SH DFND 3 314725 0 0 DST SYS INC DEL COM 233326107 11787 110000 SH DFND 4 110000 0 0 DST SYS INC DEL COM 233326107 3726 34777 SH DFND 17 32617 0 2160 DST SYS INC DEL COM 233326107 11184 104378 SH DFND 21 70305 0 34073 DST SYS INC DEL COM 233326107 73 683 SH DFND 25 683 0 0 DTE ENERGY CO COM 233331107 13486 136903 SH DFND 17 129030 0 7873 DTE ENERGY CO COM 233331107 36863 374209 SH DFND 21 243441 0 130768 DTE ENERGY CO COM 233331107 182 1851 SH DFND 25 1851 0 0 DANA INCORPORATED COM 235825205 32974 1737300 SH DFND 3 1737300 0 0 DANA INCORPORATED COM 235825205 1164 61350 SH DFND 17 25295 0 36055 DANAHER CORP DEL COM 235851102 4747 60979 SH DFND 4 60979 0 0 DANAHER CORP DEL COM 235851102 91535 1175940 SH DFND 17 1038244 0 137696 DANAHER CORP DEL COM 235851102 1074 13794 SH DFND 20 13794 0 0 DANAHER CORP DEL COM 235851102 67114 862208 SH DFND 21 772776 0 89432 DANAHER CORP DEL COM 235851102 5128 65884 SH DFND 24 65884 0 0 DANAHER CORP DEL CALL 235851902 10446 134200 SH Call DFND 4 134200 0 0 DANAHER CORP DEL PUT 235851952 55126 708200 SH Put DFND 4 708200 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 1422 475000 PRN DFND 17 475000 0 0 DARDEN RESTAURANTS INC COM 237194105 6650 91450 SH DFND 17 66261 0 25189 DARDEN RESTAURANTS INC COM 237194105 431 5923 SH DFND 20 5923 0 0 DARDEN RESTAURANTS INC COM 237194105 32556 447686 SH DFND 21 424282 0 23404 DATALINK CORP COM 237934104 6141 545380 SH DFND 21 545380 0 0 DAVE & BUSTERS ENTMT INC COM 238337109 17752 315317 SH DFND 17 263943 0 51374 DAVE & BUSTERS ENTMT INC COM 238337109 781 13872 SH DFND 21 3071 0 10801 DAVITA INC COM 23918K108 23 366 SH DFND 17 167 0 199 DAVITA INC COM 23918K108 243 3787 SH DFND 21 3787 0 0 DEAN FOODS CO NEW COM NEW 242370203 1054 48402 SH DFND 17 34428 0 13974 DEAN FOODS CO NEW COM NEW 242370203 358 16444 SH DFND 20 16444 0 0 DEAN FOODS CO NEW COM NEW 242370203 18762 861450 SH DFND 21 622485 0 238965 DEAN FOODS CO NEW COM NEW 242370203 95 4381 SH DFND 25 4381 0 0 DEERE & CO COM 244199105 2706 26265 SH DFND 4 26265 0 0 DEERE & CO COM 244199105 91110 884220 SH DFND 17 880155 0 4065 DEERE & CO COM 244199105 3412 33110 SH DFND 21 27259 0 5851 DEERE & CO COM 244199105 9789 95000 SH DFND 24 95000 0 0 DEERE & CO CALL 244199905 2720 26400 SH Call DFND 4 26400 0 0 DEERE & CO PUT 244199955 80928 785400 SH Put DFND 4 785400 0 0 DELEK US HLDGS INC COM 246647101 746 30992 SH DFND 21 28204 0 2788 DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 15733 551069 SH DFND 3 551069 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 94 1703 SH DFND 4 1703 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1107 20139 SH DFND 17 17366 0 2773 DELL TECHNOLOGIES INC COM CL V 24703L103 41 738 SH DFND 20 738 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1362 24769 SH DFND 21 18989 0 5780 DELL TECHNOLOGIES INC COM CL V 24703L103 7 135 SH DFND 25 135 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 7833 159232 SH DFND 17 110747 0 48485 DELTA AIR LINES INC DEL COM NEW 247361702 360 7314 SH DFND 20 7314 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 34109 693405 SH DFND 21 672520 0 20885 DELTA AIR LINES INC DEL CALL 247361902 12298 250000 SH Call DFND 4 250000 0 0 DELTA AIR LINES INC DEL PUT 247361952 71227 1448000 SH Put DFND 4 1448000 0 0 DENBURY RES INC COM NEW 247916208 524 142378 SH DFND 4 142378 0 0 DENBURY RES INC COM NEW 247916208 2372 644621 SH DFND 17 644621 0 0 DELUXE CORP COM 248019101 41636 581423 SH DFND 3 581423 0 0 DELUXE CORP COM 248019101 5975 83441 SH DFND 17 69357 0 14084 DELUXE CORP COM 248019101 421 5877 SH DFND 20 5877 0 0 DELUXE CORP COM 248019101 19175 267772 SH DFND 21 154592 0 113180 DENTSPLY SIRONA INC COM 24906P109 1543 26735 SH DFND 17 26443 0 292 DENTSPLY SIRONA INC COM 24906P109 17919 310387 SH DFND 21 96579 0 213808 DERMIRA INC COM 24983L104 2715 89510 SH DFND 17 89510 0 0 DERMIRA INC COM 24983L104 455 15000 SH DFND 24 15000 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 734 650000 PRN DFND 17 650000 0 0 DEVON ENERGY CORP NEW COM 25179M103 7960 174295 SH DFND 3 174295 0 0 DEVON ENERGY CORP NEW COM 25179M103 107 2352 SH DFND 4 2352 0 0 DEVON ENERGY CORP NEW COM 25179M103 19217 420778 SH DFND 17 217210 0 203568 DEVON ENERGY CORP NEW COM 25179M103 1015 22221 SH DFND 21 22221 0 0 DEVON ENERGY CORP NEW CALL 25179M903 5937 130000 SH Call DFND 4 130000 0 0 DEVON ENERGY CORP NEW PUT 25179M953 34444 754200 SH Put DFND 4 754200 0 0 DEVRY ED GROUP INC COM 251893103 824 26420 SH DFND 21 26420 0 0 DEXCOM INC COM 252131107 47134 789515 SH DFND 17 691121 0 98394 DEXCOM INC COM 252131107 390 6534 SH DFND 21 1557 0 4977 DIAMOND OFFSHORE DRILLING IN COM 25271C102 309 17480 SH DFND 4 17480 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 3018 170500 SH DFND 17 170500 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 104 5873 SH DFND 20 5873 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 5486 309940 SH DFND 21 309940 0 0 DICKS SPORTING GOODS INC COM 253393102 13630 256677 SH DFND 17 244227 0 12450 DICKS SPORTING GOODS INC COM 253393102 9812 184790 SH DFND 21 66696 0 118094 DIGITAL RLTY TR INC COM 253868103 5591 56900 SH DFND 3 56900 0 0 DIGITAL RLTY TR INC COM 253868103 15949 162316 SH DFND 4 162316 0 0 DIGITAL RLTY TR INC COM 253868103 25 257 SH DFND 17 57 0 200 DIGITAL RLTY TR INC COM 253868103 20 200 SH DFND 21 200 0 0 DIME CMNTY BANCSHARES COM 253922108 6 279 SH DFND 17 279 0 0 DIME CMNTY BANCSHARES COM 253922108 199 9923 SH DFND 21 2724 0 7199 DILLARDS INC CL A 254067101 535 8533 SH DFND 4 8533 0 0 DILLARDS INC CL A 254067101 2949 47038 SH DFND 17 47038 0 0 DILLARDS INC CL A 254067101 2086 33277 SH DFND 21 25073 0 8204 DINEEQUITY INC COM 254423106 35605 462400 SH DFND 3 462400 0 0 DINEEQUITY INC COM 254423106 748 9716 SH DFND 17 9716 0 0 DINEEQUITY INC COM 254423106 7629 99082 SH DFND 21 82146 0 16936 DISNEY WALT CO COM DISNEY 254687106 2592 24869 SH DFND 4 20660 0 4209 DISNEY WALT CO COM DISNEY 254687106 160401 1539057 SH DFND 17 1500433 0 38624 DISNEY WALT CO COM DISNEY 254687106 111628 1071082 SH DFND 21 674291 0 396791 DISNEY WALT CO COM DISNEY 254687106 106 1020 SH DFND 24 1020 0 0 DISNEY WALT CO COM DISNEY 254687106 240 2305 SH DFND 25 2305 0 0 DISNEY WALT CO CALL 254687906 53079 509300 SH Call DFND 4 509300 0 0 DISNEY WALT CO PUT 254687956 303082 2908100 SH Put DFND 4 2908100 0 0 DISCOVER FINL SVCS COM 254709108 11269 156320 SH DFND 3 156320 0 0 DISCOVER FINL SVCS COM 254709108 839 11638 SH DFND 4 11638 0 0 DISCOVER FINL SVCS COM 254709108 5894 81758 SH DFND 17 80324 0 1434 DISCOVER FINL SVCS COM 254709108 25542 354305 SH DFND 21 270448 0 83857 DISCOVER FINL SVCS CALL 254709908 6351 88100 SH Call DFND 4 88100 0 0 DISCOVER FINL SVCS PUT 254709958 66099 916900 SH Put DFND 4 916900 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 7 279 SH DFND 17 0 0 279 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 948 35391 SH DFND 21 279 0 35112 DISH NETWORK CORP CL A 25470M109 5176 89356 SH DFND 4 89356 0 0 DISH NETWORK CORP CL A 25470M109 802 13852 SH DFND 21 0 0 13852 DR REDDYS LABS LTD ADR 256135203 380 8400 SH DFND 17 6600 0 1800 DR REDDYS LABS LTD ADR 256135203 788 17412 SH DFND 21 14532 0 2880 DOLBY LABORATORIES INC COM 25659T107 7249 160410 SH DFND 17 136265 0 24145 DOLBY LABORATORIES INC COM 25659T107 2413 53397 SH DFND 21 37425 0 15972 DOLLAR GEN CORP NEW COM 256677105 10997 148469 SH DFND 4 148469 0 0 DOLLAR GEN CORP NEW COM 256677105 24 321 SH DFND 17 0 0 321 DOLLAR GEN CORP NEW COM 256677105 694 9370 SH DFND 21 1421 0 7949 DOLLAR GEN CORP NEW CALL 256677905 5029 67900 SH Call DFND 4 67900 0 0 DOLLAR GEN CORP NEW PUT 256677955 46027 621400 SH Put DFND 4 621400 0 0 DOLLAR TREE INC COM 256746108 11730 151981 SH DFND 4 151981 0 0 DOLLAR TREE INC COM 256746108 51663 669386 SH DFND 17 561353 0 108033 DOLLAR TREE INC COM 256746108 23 298 SH DFND 21 298 0 0 DOLLAR TREE INC CALL 256746908 3967 51400 SH Call DFND 4 51400 0 0 DOLLAR TREE INC PUT 256746958 36167 468600 SH Put DFND 4 468600 0 0 DOMINION DIAMOND CORP COM 257287102 320 33003 SH DFND 17 0 0 33003 DOMINION RES INC VA NEW COM 25746U109 216 2822 SH DFND 17 2029 0 793 DOMINION RES INC VA NEW COM 25746U109 61 793 SH DFND 21 793 0 0 DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12515 250000 SH DFND 17 250000 0 0 DOMINION RES INC VA NEW CALL 25746U909 10033 131000 SH Call DFND 4 131000 0 0 DOMINION RES INC VA NEW PUT 25746U959 82939 1082900 SH Put DFND 4 1082900 0 0 DOMINOS PIZZA INC COM 25754A201 2925 18367 SH DFND 17 17972 0 395 DOMINOS PIZZA INC COM 25754A201 11312 71035 SH DFND 21 71035 0 0 DOMTAR CORP COM NEW 257559203 1998 51136 SH DFND 17 33536 0 17600 DOMTAR CORP COM NEW 257559203 18368 469983 SH DFND 21 385344 0 84639 DOMTAR CORP COM NEW 257559203 38 973 SH DFND 25 973 0 0 DONALDSON INC COM 257651109 3391 80588 SH DFND 21 72576 0 8012 DONALDSON INC COM 257651109 8965 213040 SH DFND 24 213040 0 0 DONEGAL GROUP INC CL A 257701201 585 33478 SH DFND 21 33478 0 0 DONNELLEY R R & SONS CO COM 257867200 125 7669 SH DFND 4 7669 0 0 DONNELLEY R R & SONS CO COM 257867200 165 10083 SH DFND 21 3263 0 6820 DOUGLAS EMMETT INC COM 25960P109 7508 205363 SH DFND 4 205363 0 0 DOUGLAS DYNAMICS INC COM 25960R105 123 3667 SH DFND 17 3667 0 0 DOUGLAS DYNAMICS INC COM 25960R105 574 17060 SH DFND 21 17060 0 0 DOW CHEM CO COM 260543103 49882 871753 SH DFND 17 616320 0 255433 DOW CHEM CO COM 260543103 11471 200466 SH DFND 20 200466 0 0 DOW CHEM CO COM 260543103 144391 2523440 SH DFND 21 1726079 0 797361 DOW CHEM CO COM 260543103 601 10500 SH DFND 24 10500 0 0 DOW CHEM CO COM 260543103 444 7754 SH DFND 25 7754 0 0 DOW CHEM CO CALL 260543903 16405 286700 SH Call DFND 4 286700 0 0 DOW CHEM CO PUT 260543953 113936 1991200 SH Put DFND 4 1991200 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 21555 237733 SH DFND 17 129771 0 107962 DR PEPPER SNAPPLE GROUP INC COM 26138E109 82582 910802 SH DFND 21 621350 0 289452 DR PEPPER SNAPPLE GROUP INC COM 26138E109 286 3157 SH DFND 25 3157 0 0 DREW INDS INC COM NEW 26168L205 2830 26264 SH DFND 21 0 0 26264 DU PONT E I DE NEMOURS & CO COM 263534109 81 1099 SH DFND 17 0 0 1099 DU PONT E I DE NEMOURS & CO COM 263534109 3195 43531 SH DFND 21 43531 0 0 DU PONT E I DE NEMOURS & CO CALL 263534909 13895 189300 SH Call DFND 4 189300 0 0 DU PONT E I DE NEMOURS & CO PUT 263534959 114798 1564000 SH Put DFND 4 1564000 0 0 DUCOMMUN INC DEL COM 264147109 656 25679 SH DFND 17 23228 0 2451 DUCOMMUN INC DEL COM 264147109 232 9060 SH DFND 21 9060 0 0 DUKE REALTY CORP COM NEW 264411505 2111 79483 SH DFND 17 79483 0 0 DUKE REALTY CORP COM NEW 264411505 8377 315400 SH DFND 21 315400 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 6805 87673 SH DFND 4 87673 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 16758 215903 SH DFND 17 150153 0 65750 DUKE ENERGY CORP NEW COM NEW 26441C204 28553 367862 SH DFND 21 173086 0 194776 DUKE ENERGY CORP NEW CALL 26441C904 17146 220900 SH Call DFND 4 220900 0 0 DUKE ENERGY CORP NEW PUT 26441C954 83341 1073700 SH Put DFND 4 1073700 0 0 DULUTH HLDGS INC COM CL B 26443V101 8986 353794 SH DFND 17 306316 0 47478 DULUTH HLDGS INC COM CL B 26443V101 66 2600 SH DFND 21 0 0 2600 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1018 23166 SH DFND 17 15333 0 7833 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 327 7448 SH DFND 20 7448 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 14430 328467 SH DFND 21 296568 0 31899 DYCOM INDS INC COM 267475101 10579 131759 SH DFND 17 110315 0 21444 DYCOM INDS INC COM 267475101 584 7276 SH DFND 21 5926 0 1350 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 55869 50675000 PRN DFND 17 48305000 0 2370000 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 285 72033 SH DFND 17 72033 0 0 DYNEX CAP INC COM NEW 26817Q506 317 46469 SH DFND 17 46469 0 0 DYNEX CAP INC COM NEW 26817Q506 103 15108 SH DFND 20 15108 0 0 DYNEX CAP INC COM NEW 26817Q506 779 114267 SH DFND 21 102647 0 11620 DYNEGY INC NEW DEL PFD CONV SER A 26817R207 22259 695590 SH DFND 17 694390 0 1200 DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 381 6130 SH DFND 17 6130 0 0 EOG RES INC COM 26875P101 96764 957107 SH DFND 17 849510 0 107597 EOG RES INC COM 26875P101 92560 915533 SH DFND 21 625582 0 289951 EOG RES INC COM 26875P101 2143 21200 SH DFND 24 21200 0 0 EOG RES INC CALL 26875P901 17804 176100 SH Call DFND 4 176100 0 0 EOG RES INC PUT 26875P951 131602 1301700 SH Put DFND 4 1301700 0 0 EQT CORP COM 26884L109 13 200 SH DFND 3 200 0 0 EQT CORP COM 26884L109 272 4164 SH DFND 17 3946 0 218 EQT CORP COM 26884L109 14 218 SH DFND 21 218 0 0 EPR PPTYS COM SH BEN INT 26884U109 14 200 SH DFND 3 200 0 0 EPR PPTYS COM SH BEN INT 26884U109 12163 169466 SH DFND 4 169466 0 0 EPR PPTYS COM SH BEN INT 26884U109 117 1627 SH DFND 17 1627 0 0 EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 6564 85600 SH DFND 3 85600 0 0 EAGLE BANCORP INC MD COM 268948106 21487 352543 SH DFND 17 282142 0 70401 EAGLE BANCORP INC MD COM 268948106 242 3965 SH DFND 21 0 0 3965 E TRADE FINANCIAL CORP COM NEW 269246401 7842 226318 SH DFND 17 187617 0 38701 E TRADE FINANCIAL CORP COM NEW 269246401 282 8152 SH DFND 20 8152 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 10744 310083 SH DFND 21 302781 0 7302 EAGLE PHARMACEUTICALS INC COM 269796108 7540 95036 SH DFND 17 72246 0 22790 EAGLE PHARMACEUTICALS INC COM 269796108 555 7000 SH DFND 24 7000 0 0 EARTHLINK HLDGS CORP COM 27033X101 82 14544 SH DFND 17 1802 0 12742 EAST WEST BANCORP INC COM 27579R104 51770 1018500 SH DFND 3 1018500 0 0 EAST WEST BANCORP INC COM 27579R104 697 13712 SH DFND 17 12207 0 1505 EAST WEST BANCORP INC COM 27579R104 165 3238 SH DFND 21 3238 0 0 EASTGROUP PPTY INC COM 277276101 10234 138591 SH DFND 4 138591 0 0 EASTMAN CHEM CO COM 277432100 7303 97100 SH DFND 3 97100 0 0 EASTMAN CHEM CO COM 277432100 1769 23522 SH DFND 17 19795 0 3727 EASTMAN CHEM CO COM 277432100 737 9798 SH DFND 20 9798 0 0 EASTMAN CHEM CO COM 277432100 13405 178233 SH DFND 21 121724 0 56509 EASTMAN CHEM CO COM 277432100 44 585 SH DFND 25 585 0 0 EBAY INC COM 278642103 11876 400000 SH DFND 4 400000 0 0 EBAY INC COM 278642103 42 1414 SH DFND 17 100 0 1314 EBAY INC COM 278642103 8986 302657 SH DFND 21 144363 0 158294 EBAY INC CALL 278642903 8073 271900 SH Call DFND 4 271900 0 0 EBAY INC PUT 278642953 30337 1021800 SH Put DFND 4 1021800 0 0 EBIX INC COM NEW 278715206 4190 73453 SH DFND 17 2918 0 70535 EBIX INC COM NEW 278715206 86 1515 SH DFND 21 0 0 1515 ECHO GLOBAL LOGISTICS INC COM 27875T101 16220 647507 SH DFND 17 552736 0 94771 ECHO GLOBAL LOGISTICS INC COM 27875T101 84 3350 SH DFND 21 0 0 3350 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 20193 20320000 PRN DFND 17 20135000 0 185000 ECOLAB INC COM 278865100 2724 23241 SH DFND 4 23241 0 0 ECOLAB INC COM 278865100 8117 69247 SH DFND 17 68915 0 332 ECOLAB INC COM 278865100 112255 957642 SH DFND 21 810863 0 146779 ECOLAB INC COM 278865100 7228 61660 SH DFND 24 61660 0 0 ECOLAB INC CALL 278865900 6904 58900 SH Call DFND 4 58900 0 0 ECOLAB INC PUT 278865950 40687 347100 SH Put DFND 4 347100 0 0 EDGEWELL PERS CARE CO COM 28035Q102 1099 15052 SH DFND 21 15052 0 0 EDISON INTL COM 281020107 1753 24351 SH DFND 4 24351 0 0 EDISON INTL COM 281020107 21021 291995 SH DFND 17 174972 0 117023 EDISON INTL COM 281020107 663 9205 SH DFND 20 9205 0 0 EDISON INTL COM 281020107 15901 220874 SH DFND 21 123037 0 97837 EDISON INTL CALL 281020907 3909 54300 SH Call DFND 4 54300 0 0 EDISON INTL PUT 281020957 42215 586400 SH Put DFND 4 586400 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 5737 61231 SH DFND 4 61231 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 71472 762777 SH DFND 17 633042 0 129735 EDWARDS LIFESCIENCES CORP COM 28176E108 8867 94634 SH DFND 20 94634 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 4683 49976 SH DFND 21 43341 0 6635 EDWARDS LIFESCIENCES CORP CALL 28176E908 4882 52100 SH Call DFND 4 52100 0 0 EDWARDS LIFESCIENCES CORP PUT 28176E958 33151 353800 SH Put DFND 4 353800 0 0 8X8 INC NEW COM 282914100 1216 85025 SH DFND 17 85025 0 0 ELDORADO RESORTS INC COM 28470R102 6361 375265 SH DFND 17 367420 0 7845 ELDORADO RESORTS INC COM 28470R102 1097 64725 SH DFND 21 0 0 64725 ELDORADO GOLD CORP NEW COM 284902103 12015 3729782 SH DFND 21 3729782 0 0 ELECTRONIC ARTS INC COM 285512109 768 9757 SH DFND 4 9757 0 0 ELECTRONIC ARTS INC COM 285512109 80862 1026694 SH DFND 17 791465 0 235229 ELECTRONIC ARTS INC COM 285512109 3816 48453 SH DFND 21 46453 0 2000 ELECTRONIC ARTS INC CALL 285512909 7238 91900 SH Call DFND 4 91900 0 0 ELECTRONIC ARTS INC PUT 285512959 52289 663900 SH Put DFND 4 663900 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 14034 319971 SH DFND 17 261355 0 58616 ELECTRONICS FOR IMAGING INC COM 286082102 246 5601 SH DFND 21 1801 0 3800 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 50525 47665000 PRN DFND 17 40085000 0 7580000 EMBRAER S A SP ADR REP 4 COM 29082A107 29098 1511600 SH DFND 3 926400 0 585200 EMBRAER S A SP ADR REP 4 COM 29082A107 3486 181100 SH DFND 17 181100 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 2521 76780 SH DFND 21 75280 0 1500 EMERSON ELEC CO COM 291011104 1306 23427 SH DFND 4 23427 0 0 EMERSON ELEC CO COM 291011104 45 814 SH DFND 17 0 0 814 EMERSON ELEC CO COM 291011104 3022 54214 SH DFND 21 54214 0 0 EMERSON ELEC CO CALL 291011904 8714 156300 SH Call DFND 4 156300 0 0 EMERSON ELEC CO PUT 291011954 42994 771200 SH Put DFND 4 771200 0 0 EMPIRE DIST ELEC CO COM 291641108 10742 315101 SH DFND 21 315101 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1273 32147 SH DFND 17 3699 0 28448 EMPLOYERS HOLDINGS INC COM 292218104 132 3321 SH DFND 21 3321 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 4892 311000 SH DFND 4 311000 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 161 10210 SH DFND 17 0 0 10210 ENCANA CORP COM 292505104 268 22823 SH DFND 4 22823 0 0 ENCANA CORP COM 292505104 102 8679 SH DFND 21 8679 0 0 ENBRIDGE INC COM 29250N105 2107 50000 SH DFND 4 50000 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 15390 16350000 PRN DFND 17 16350000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 34087 39000000 PRN DFND 17 39000000 0 0 ENCORE WIRE CORP COM 292562105 1416 32674 SH DFND 21 32674 0 0 ENERGEN CORP COM 29265N108 13458 233360 SH DFND 17 191938 0 41422 ENERGEN CORP COM 29265N108 217 3770 SH DFND 21 1020 0 2750 ENERGY RECOVERY INC COM 29270J100 2088 201738 SH DFND 17 201738 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 39328 881600 SH DFND 3 881600 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 494 11075 SH DFND 17 11075 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 660 14792 SH DFND 20 14792 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 4867 109100 SH DFND 21 94547 0 14553 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 17547 490000 SH DFND 4 490000 0 0 ENEL AMERICAS S A SPONSORED ADR 29274F104 193 23500 SH DFND 3 23500 0 0 ENEL AMERICAS S A SPONSORED ADR 29274F104 346 42200 SH DFND 17 0 0 42200 ENERSYS COM 29275Y102 53483 684800 SH DFND 3 684800 0 0 ENERSYS COM 29275Y102 12 160 SH DFND 17 160 0 0 ENERSYS COM 29275Y102 2529 32386 SH DFND 21 24111 0 8275 ENERPLUS CORP COM 292766102 903 95082 SH DFND 4 95082 0 0 ENEL CHILE S A SPONSORED ADR 29278D105 1254 275499 SH DFND 21 125499 0 150000 ENGILITY HLDGS INC NEW COM 29286C107 606 17970 SH DFND 17 0 0 17970 ENNIS INC COM 293389102 15006 864901 SH DFND 3 864901 0 0 ENNIS INC COM 293389102 1645 94808 SH DFND 17 69041 0 25767 ENNIS INC COM 293389102 210 12109 SH DFND 21 12109 0 0 ENSIGN GROUP INC COM 29358P101 13597 612180 SH DFND 3 612180 0 0 ENSIGN GROUP INC COM 29358P101 8 368 SH DFND 17 368 0 0 ENTERGY CORP NEW COM 29364G103 100373 1366176 SH DFND 3 1364076 0 2100 ENTERGY CORP NEW COM 29364G103 1866 25399 SH DFND 4 25399 0 0 ENTERGY CORP NEW COM 29364G103 31062 422785 SH DFND 17 320081 0 102704 ENTERGY CORP NEW COM 29364G103 747 10161 SH DFND 20 10161 0 0 ENTERGY CORP NEW COM 29364G103 55780 759216 SH DFND 21 538393 0 220823 ENTERGY CORP NEW COM 29364G103 239 3258 SH DFND 25 3258 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 2098 48786 SH DFND 17 20017 0 28769 ENTERPRISE FINL SVCS CORP COM 293712105 180 4178 SH DFND 20 4178 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 1834 42655 SH DFND 21 33940 0 8715 ENTERPRISE PRODS PARTNERS L COM 293792107 17035 630000 SH DFND 4 630000 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 3028 432551 SH DFND 17 417010 0 15541 ENVESTNET INC COM 29404K106 1523 43206 SH DFND 17 43206 0 0 EPAM SYS INC COM 29414B104 14988 233060 SH DFND 17 233060 0 0 EPAM SYS INC COM 29414B104 2219 34500 SH DFND 21 34500 0 0 ENVISION HEALTHCARE CORP COM 29414D100 634 10014 SH DFND 17 2971 0 7043 ENVISION HEALTHCARE CORP COM 29414D100 23598 372861 SH DFND 21 222156 0 150705 ENVISION HEALTHCARE CORP COM 29414D100 137 2158 SH DFND 25 2158 0 0 ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 1729 14480 SH DFND 17 11480 0 3000 EPLUS INC COM 294268107 3936 34169 SH DFND 17 33181 0 988 EPLUS INC COM 294268107 661 5742 SH DFND 21 521 0 5221 EQUIFAX INC COM 294429105 44024 372357 SH DFND 17 292875 0 79482 EQUIFAX INC COM 294429105 736 6221 SH DFND 20 6221 0 0 EQUIFAX INC COM 294429105 17606 148909 SH DFND 21 148909 0 0 EQUINIX INC COM PAR $0.001 29444U700 17777 49738 SH DFND 4 49738 0 0 EQUINIX INC COM PAR $0.001 29444U700 12373 34619 SH DFND 17 28386 0 6233 EQUINIX INC COM PAR $0.001 29444U700 16844 47128 SH DFND 21 47128 0 0 EQUINIX INC CALL 29444U900 822 2300 SH Call DFND 4 2300 0 0 EQUINIX INC PUT 29444U950 12652 35400 SH Put DFND 4 35400 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 14232 197392 SH DFND 17 159190 0 38202 EQUITY LIFESTYLE PPTYS INC COM 29472R108 4219 58513 SH DFND 21 55813 0 2700 EQUITY RESIDENTIAL SH BEN INT 29476L107 34798 540682 SH DFND 4 540682 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 40 615 SH DFND 17 153 0 462 EQUITY RESIDENTIAL SH BEN INT 29476L107 393 6107 SH DFND 21 6107 0 0 EQUITY RESIDENTIAL CALL 29476L907 3353 52100 SH Call DFND 4 52100 0 0 EQUITY RESIDENTIAL PUT 29476L957 37071 576000 SH Put DFND 4 576000 0 0 ERIE INDTY CO CL A 29530P102 1443 12831 SH DFND 21 12831 0 0 ESCO TECHNOLOGIES INC COM 296315104 335 5919 SH DFND 17 3103 0 2816 ESCO TECHNOLOGIES INC COM 296315104 710 12525 SH DFND 21 12525 0 0 ESSEX PPTY TR INC COM 297178105 22351 96134 SH DFND 4 96134 0 0 ESSEX PPTY TR INC COM 297178105 26 110 SH DFND 17 27 0 83 ESSEX PPTY TR INC COM 297178105 19 83 SH DFND 21 83 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 1974 22130 SH DFND 17 18490 0 3640 ETSY INC COM 29786A106 2337 198388 SH DFND 17 144663 0 53725 EURONET WORLDWIDE INC COM 298736109 11511 158922 SH DFND 17 113506 0 45416 EURONET WORLDWIDE INC COM 298736109 219 3022 SH DFND 20 3022 0 0 EURONET WORLDWIDE INC COM 298736109 12899 178095 SH DFND 21 154670 0 23425 EURONET WORLDWIDE INC COM 298736109 98 1356 SH DFND 25 1356 0 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 33073 28465000 PRN DFND 17 23595000 0 4870000 EVERBANK FINL CORP COM 29977G102 26098 1341822 SH DFND 21 1341822 0 0 EVERI HLDGS INC COM 30034T103 97 44690 SH DFND 21 32637 0 12053 EVERSOURCE ENERGY COM 30040W108 22 402 SH DFND 17 0 0 402 EVERSOURCE ENERGY COM 30040W108 195 3524 SH DFND 21 3524 0 0 EVERSOURCE ENERGY CALL 30040W908 1375 24900 SH Call DFND 4 24900 0 0 EVERSOURCE ENERGY PUT 30040W958 4982 90200 SH Put DFND 4 90200 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 3222 322163 SH DFND 17 309817 0 12346 EXA CORP COM 300614500 1018 66267 SH DFND 17 59999 0 6268 EXACTECH INC COM 30064E109 2654 97220 SH DFND 17 69480 0 27740 EXELON CORP COM 30161N101 1719 48436 SH DFND 4 48436 0 0 EXELON CORP COM 30161N101 8153 229729 SH DFND 17 218973 0 10756 EXELON CORP COM 30161N101 1276 35966 SH DFND 20 35966 0 0 EXELON CORP COM 30161N101 63205 1780937 SH DFND 21 1282386 0 498551 EXELON CORP COM 30161N101 89 2494 SH DFND 25 2494 0 0 EXELON CORP UNIT 99/99/9999 30161N127 65959 1362505 SH DFND 17 1362505 0 0 EXELON CORP CALL 30161N901 9646 271800 SH Call DFND 4 271800 0 0 EXELON CORP PUT 30161N951 31064 875300 SH Put DFND 4 875300 0 0 EXELIXIS INC COM 30161Q104 11018 738990 SH DFND 17 601440 0 137550 EXELIXIS INC COM 30161Q104 1432 96053 SH DFND 21 29411 0 66642 EXELIXIS INC COM 30161Q104 3824 256500 SH DFND 24 256500 0 0 EXPEDIA INC DEL COM NEW 30212P303 57791 510161 SH DFND 17 492891 0 17270 EXPEDIA INC DEL COM NEW 30212P303 17 153 SH DFND 21 153 0 0 EXPRESS INC COM 30219E103 499 46385 SH DFND 17 23585 0 22800 EXPRESS INC COM 30219E103 56 5181 SH DFND 20 5181 0 0 EXPRESS INC COM 30219E103 789 73331 SH DFND 21 63228 0 10103 EXPRESS SCRIPTS HLDG CO COM 30219G108 19917 289530 SH DFND 4 289530 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 2500 36349 SH DFND 17 35571 0 778 EXPRESS SCRIPTS HLDG CO COM 30219G108 19360 281437 SH DFND 21 129705 0 151732 EXPRESS SCRIPTS HLDG CO CALL 30219G908 11295 164200 SH Call DFND 4 164200 0 0 EXPRESS SCRIPTS HLDG CO PUT 30219G958 76680 1114700 SH Put DFND 4 1114700 0 0 EXTREME NETWORKS INC COM 30226D106 124 24600 SH DFND 17 24600 0 0 EXXON MOBIL CORP COM 30231G102 110247 1221442 SH DFND 3 1219542 0 1900 EXXON MOBIL CORP COM 30231G102 11178 123843 SH DFND 4 123843 0 0 EXXON MOBIL CORP COM 30231G102 88221 977408 SH DFND 17 824694 0 152714 EXXON MOBIL CORP COM 30231G102 1834 20316 SH DFND 20 20316 0 0 EXXON MOBIL CORP COM 30231G102 279540 3097052 SH DFND 21 2194635 0 902417 EXXON MOBIL CORP COM 30231G102 2233 24741 SH DFND 24 24741 0 0 EXXON MOBIL CORP COM 30231G102 455 5036 SH DFND 25 5036 0 0 EXXON MOBIL CORP CALL 30231G902 115578 1280500 SH Call DFND 4 1280500 0 0 EXXON MOBIL CORP PUT 30231G952 637732 7065500 SH Put DFND 4 7065500 0 0 FLIR SYS INC COM 302445101 2665 73652 SH DFND 17 73480 0 172 FLIR SYS INC COM 302445101 82 2268 SH DFND 21 2268 0 0 F M C CORP COM NEW 302491303 194 3424 SH DFND 17 0 0 3424 F M C CORP COM NEW 302491303 10 169 SH DFND 21 169 0 0 FMC TECHNOLOGIES INC COM 30249U101 10 286 SH DFND 17 0 0 286 FMC TECHNOLOGIES INC COM 30249U101 1728 48649 SH DFND 21 286 0 48363 FTI CONSULTING INC COM 302941109 1840 40817 SH DFND 21 40817 0 0 FACEBOOK INC CL A 30303M102 87258 758434 SH DFND 4 758434 0 0 FACEBOOK INC CL A 30303M102 592590 5150719 SH DFND 17 4305695 0 845024 FACEBOOK INC CL A 30303M102 17642 153341 SH DFND 20 153341 0 0 FACEBOOK INC CL A 30303M102 330059 2868835 SH DFND 21 2231266 0 637569 FACEBOOK INC CL A 30303M102 260 2256 SH DFND 25 2256 0 0 FACEBOOK INC CALL 30303M902 98161 853200 SH Call DFND 4 853200 0 0 FACEBOOK INC PUT 30303M952 611169 5312200 SH Put DFND 4 5312200 0 0 FAIR ISAAC CORP COM 303250104 4303 36089 SH DFND 17 36089 0 0 FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 9047 767355 SH DFND 17 767355 0 0 FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 731 62000 SH DFND 24 62000 0 0 FASTENAL CO COM 311900104 17 366 SH DFND 17 0 0 366 FASTENAL CO COM 311900104 2218 47212 SH DFND 21 47212 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 618 10787 SH DFND 17 493 0 10294 FEDERAL AGRIC MTG CORP CL C 313148306 242 4218 SH DFND 21 4218 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 14211 100000 SH DFND 4 100000 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 17 120 SH DFND 17 29 0 91 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13 91 SH DFND 21 91 0 0 FEDEX CORP COM 31428X106 11739 63045 SH DFND 3 63045 0 0 FEDEX CORP COM 31428X106 799 4290 SH DFND 4 4290 0 0 FEDEX CORP COM 31428X106 3901 20948 SH DFND 17 20640 0 308 FEDEX CORP COM 31428X106 23327 125280 SH DFND 21 37022 0 88258 FEDEX CORP CALL 31428X906 13593 73000 SH Call DFND 4 73000 0 0 FEDEX CORP PUT 31428X956 123171 661500 SH Put DFND 4 661500 0 0 FELCOR LODGING TR INC PFD CV A $1.95 31430F200 37547 1507305 SH DFND 17 1507305 0 0 F5 NETWORKS INC COM 315616102 210 1452 SH DFND 17 0 0 1452 F5 NETWORKS INC COM 315616102 12 82 SH DFND 21 82 0 0 FIDELITY & GTY LIFE COM 315785105 146 6172 SH DFND 17 6172 0 0 FIDELITY & GTY LIFE COM 315785105 11006 464377 SH DFND 21 452366 0 12011 FIDELITY NATL INFORMATION SV COM 31620M106 6051 80000 SH DFND 3 80000 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 3451 45626 SH DFND 4 45626 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 37820 50000000 PRN DFND 17 45705000 0 4295000 FIDELITY NATL INFORMATION SV COM 31620M106 89985 1189643 SH DFND 17 877649 0 311994 FIDELITY NATL INFORMATION SV COM 31620M106 773 10218 SH DFND 20 10218 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 12485 165056 SH DFND 21 119640 0 45416 FIDELITY NATL INFORMATION SV COM 31620M106 116 1527 SH DFND 25 1527 0 0 FIDELITY NATL INFORMATION SV CALL 31620M906 2496 33000 SH Call DFND 4 33000 0 0 FIDELITY NATL INFORMATION SV PUT 31620M956 30135 398400 SH Put DFND 4 398400 0 0 FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 1518 785000 PRN DFND 17 785000 0 0 FIDELITY SOUTHERN CORP NEW COM 316394105 15404 650800 SH DFND 3 650800 0 0 FIDELITY SOUTHERN CORP NEW COM 316394105 1489 62927 SH DFND 17 62927 0 0 FIFTH THIRD BANCORP COM 316773100 110949 4113778 SH DFND 3 4106778 0 7000 FIFTH THIRD BANCORP COM 316773100 230 8532 SH DFND 4 8532 0 0 FIFTH THIRD BANCORP COM 316773100 26078 966944 SH DFND 17 965989 0 955 FIFTH THIRD BANCORP COM 316773100 3765 139602 SH DFND 21 138091 0 1511 FIFTH THIRD BANCORP CALL 316773900 499 18500 SH Call DFND 4 18500 0 0 FIFTH THIRD BANCORP PUT 316773950 6521 241800 SH Put DFND 4 241800 0 0 FINISAR CORP COM NEW 31787A507 7859 259619 SH DFND 17 84517 0 175102 FINISAR CORP COM NEW 31787A507 10916 360613 SH DFND 21 303405 0 57208 FINISAR CORP NOTE 0.500%12/1 31787AAM3 38165 31875000 PRN DFND 17 27330000 0 4545000 FINISH LINE INC CL A 317923100 353 18791 SH DFND 17 18791 0 0 FINISH LINE INC CL A 317923100 3718 197650 SH DFND 21 90757 0 106893 FIREEYE INC COM 31816Q101 20911 1757225 SH DFND 17 1713815 0 43410 FIREEYE INC COM 31816Q101 139 11716 SH DFND 21 11716 0 0 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SH DFND 17 13050 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 33917 797100 SH DFND 3 797100 0 0 FIRST MERCHANTS CORP COM 320817109 17907 475623 SH DFND 3 475623 0 0 FIRST MERCHANTS CORP COM 320817109 955 25366 SH DFND 17 1766 0 23600 FIRST REP BK SAN FRANCISCO C COM 33616C100 63850 692972 SH DFND 17 541180 0 151792 FIRST REP BK SAN FRANCISCO C COM 33616C100 14061 152607 SH DFND 21 130650 0 21957 FIRST SOLAR INC COM 336433107 3 98 SH DFND 17 0 0 98 FIRST SOLAR INC COM 336433107 11505 358525 SH DFND 21 319623 0 38902 FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 479 6000 SH DFND 24 6000 0 0 FISERV INC COM 337738108 483 4541 SH DFND 4 4541 0 0 FISERV INC COM 337738108 43272 407155 SH DFND 17 329751 0 77404 FISERV INC COM 337738108 15324 144189 SH DFND 21 12647 0 131542 FISERV INC CALL 337738908 393 3700 SH Call DFND 4 3700 0 0 FISERV INC PUT 337738958 10841 102000 SH Put DFND 4 102000 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 681 25270 SH DFND 17 25270 0 0 FLAGSTAR 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17040000 PRN DFND 17 14220000 0 2820000 HEARTLAND FINL USA INC COM 42234Q102 21178 441200 SH DFND 3 441200 0 0 HEARTLAND FINL USA INC COM 42234Q102 695 14485 SH DFND 17 14485 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 9178 1040608 SH DFND 17 852554 0 188054 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 212 23990 SH DFND 21 8390 0 15600 HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31742 32010000 PRN DFND 17 32010000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 29975 27250000 PRN DFND 17 22905000 0 4345000 HELMERICH & PAYNE INC COM 423452101 1424 18392 SH DFND 17 13003 0 5389 HELMERICH & PAYNE INC COM 423452101 21761 281151 SH DFND 21 268155 0 12996 HENRY JACK & ASSOC INC COM 426281101 1305 14703 SH DFND 17 5191 0 9512 HENRY JACK & ASSOC INC COM 426281101 13550 152619 SH DFND 21 110391 0 42228 HERITAGE COMMERCE CORP COM 426927109 1523 105532 SH DFND 17 95392 0 10140 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 62993 68695000 PRN DFND 17 68695000 0 0 HERITAGE CRYSTAL CLEAN INC COM 42726M106 206 13095 SH DFND 17 3375 0 9720 HERON THERAPEUTICS INC COM 427746102 731 55828 SH DFND 17 55828 0 0 HERON THERAPEUTICS INC COM 427746102 494 37700 SH DFND 24 37700 0 0 HERSHEY CO COM 427866108 18 176 SH DFND 17 0 0 176 HERSHEY CO COM 427866108 1556 15044 SH DFND 21 15044 0 0 HESKA CORP COM RESTRC NEW 42805E306 2844 39716 SH DFND 17 37005 0 2711 HESKA CORP COM RESTRC NEW 42805E306 241 3370 SH DFND 21 3370 0 0 HESS CORP COM 42809H107 1354 21742 SH DFND 4 21742 0 0 HESS CORP COM 42809H107 21 337 SH DFND 17 0 0 337 HESS CORP COM 42809H107 884 14186 SH DFND 21 1477 0 12709 HEWLETT PACKARD ENTERPRISE C COM 42824C109 86582 3741663 SH DFND 17 2920746 0 820917 HEWLETT PACKARD ENTERPRISE C COM 42824C109 525 22688 SH DFND 20 22688 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 85445 3692528 SH DFND 21 2839727 0 852801 HEWLETT PACKARD ENTERPRISE C COM 42824C109 155 6694 SH DFND 25 6694 0 0 HEWLETT PACKARD ENTERPRISE C CALL 42824C909 5406 233600 SH Call DFND 4 233600 0 0 HEWLETT PACKARD ENTERPRISE C PUT 42824C959 75837 3277300 SH Put DFND 4 3277300 0 0 HEXCEL CORP NEW COM 428291108 4778 92879 SH DFND 21 83895 0 8984 HEXCEL CORP NEW COM 428291108 10144 197200 SH DFND 24 197200 0 0 HILL ROM HLDGS INC COM 431475102 35119 625555 SH DFND 3 625555 0 0 HILL ROM HLDGS INC COM 431475102 18447 328583 SH DFND 17 277579 0 51004 HILL ROM HLDGS INC COM 431475102 355 6327 SH DFND 20 6327 0 0 HILL ROM HLDGS INC COM 431475102 16732 298047 SH DFND 21 176360 0 121687 HILL ROM HLDGS INC COM 431475102 82 1455 SH DFND 25 1455 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 12360 454401 SH DFND 4 454401 0 0 HOLLYFRONTIER CORP COM 436106108 625 19091 SH DFND 4 19091 0 0 HOLLYFRONTIER CORP COM 436106108 322 9815 SH DFND 17 9815 0 0 HOLLYFRONTIER CORP COM 436106108 1111 33911 SH DFND 21 25109 0 8802 HOLOGIC INC COM 436440101 1185 29544 SH DFND 17 23363 0 6181 HOLOGIC INC COM 436440101 278 6924 SH DFND 20 6924 0 0 HOLOGIC INC COM 436440101 16013 399127 SH DFND 21 364463 0 34664 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 72719 53175000 PRN DFND 17 47060000 0 6115000 HOLOGIC INC FRNT 12/1 436440AG6 50830 41225000 PRN DFND 17 41225000 0 0 HOME BANCSHARES INC COM 436893200 1007 36249 SH DFND 21 33649 0 2600 HOME DEPOT INC COM 437076102 1153 8597 SH DFND 4 8597 0 0 HOME DEPOT INC COM 437076102 241422 1800583 SH DFND 17 1651605 0 148978 HOME DEPOT INC COM 437076102 4534 33814 SH DFND 20 33814 0 0 HOME DEPOT INC COM 437076102 133490 995597 SH DFND 21 776379 0 219218 HOME DEPOT INC COM 437076102 128 951 SH DFND 24 951 0 0 HOME DEPOT INC CALL 437076902 58271 434600 SH Call DFND 4 434600 0 0 HOME DEPOT INC PUT 437076952 362217 2701500 SH Put DFND 4 2701500 0 0 HONEYWELL INTL INC COM 438516106 108490 936470 SH DFND 3 935270 0 1200 HONEYWELL INTL INC COM 438516106 637 5499 SH DFND 4 5499 0 0 HONEYWELL INTL INC COM 438516106 17744 153165 SH DFND 17 152199 0 966 HONEYWELL INTL INC COM 438516106 1210 10446 SH DFND 21 1423 0 9023 HONEYWELL INTL INC CALL 438516906 5155 44500 SH Call DFND 4 44500 0 0 HONEYWELL INTL INC PUT 438516956 65861 568500 SH Put DFND 4 568500 0 0 HOOKER FURNITURE CORP COM 439038100 598 15770 SH DFND 17 4702 0 11068 HOOKER FURNITURE CORP COM 439038100 786 20721 SH DFND 21 16248 0 4473 HORMEL FOODS CORP COM 440452100 12 340 SH DFND 17 0 0 340 HORMEL FOODS CORP COM 440452100 1178 33855 SH DFND 21 28286 0 5569 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 6826 7080000 PRN DFND 17 7080000 0 0 HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 25463 35365000 PRN DFND 17 35365000 0 0 HORTONWORKS INC COM 440894103 14587 1755403 SH DFND 17 1755403 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 30 950 SH DFND 3 950 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 202 6350 SH DFND 4 6350 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 872 27468 SH DFND 17 21908 0 5560 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 43 1353 SH DFND 21 1353 0 0 HOST HOTELS & RESORTS INC COM 44107P104 24 1256 SH DFND 17 320 0 936 HOST HOTELS & RESORTS INC COM 44107P104 273 14498 SH DFND 21 14498 0 0 HOULIHAN LOKEY INC CL A 441593100 19792 636000 SH DFND 3 636000 0 0 HOULIHAN LOKEY INC CL A 441593100 1337 42959 SH DFND 17 42959 0 0 HOWARD HUGHES CORP COM 44267D107 15699 137586 SH DFND 17 115664 0 21922 HOWARD HUGHES CORP COM 44267D107 126 1100 SH DFND 21 0 0 1100 HUBSPOT INC COM 443573100 268 5710 SH DFND 17 0 0 5710 HUDSON PAC PPTYS INC COM 444097109 678 19490 SH DFND 17 19490 0 0 HUDSON TECHNOLOGIES INC COM 444144109 2961 369621 SH DFND 17 356714 0 12907 HUMANA INC COM 444859102 2947 14445 SH DFND 17 5795 0 8650 HUMANA INC COM 444859102 17898 87724 SH DFND 21 72707 0 15017 HUMANA INC CALL 444859902 6019 29500 SH Call DFND 4 29500 0 0 HUMANA INC PUT 444859952 71247 349200 SH Put DFND 4 349200 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1437 108665 SH DFND 17 107295 0 1370 HUNTINGTON BANCSHARES INC COM 446150104 611 46189 SH DFND 21 46189 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 33570 23725 SH DFND 17 23725 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 4541 24655 SH DFND 3 24655 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 14737 80008 SH DFND 17 70684 0 9324 HUNTINGTON INGALLS INDS INC COM 446413106 875 4748 SH DFND 20 4748 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 42646 231532 SH DFND 21 178809 0 52723 HUNTINGTON INGALLS INDS INC COM 446413106 167 904 SH DFND 25 904 0 0 HUNTSMAN CORP COM 447011107 159 8312 SH DFND 4 8312 0 0 HUNTSMAN CORP COM 447011107 16260 852193 SH DFND 17 658959 0 193234 HUNTSMAN CORP COM 447011107 411 21530 SH DFND 21 10530 0 11000 HURON CONSULTING GROUP INC COM 447462102 746 14722 SH DFND 21 14722 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7613 7755000 PRN DFND 17 7480000 0 275000 IAC INTERACTIVECORP COM 44919P508 329 5080 SH DFND 17 0 0 5080 ICF INTL INC COM 44925C103 29 526 SH DFND 17 526 0 0 ICF INTL INC COM 44925C103 2116 38331 SH DFND 21 4711 0 33620 ICU MED INC COM 44930G107 70 478 SH DFND 17 478 0 0 ICU MED INC COM 44930G107 1216 8254 SH DFND 21 0 0 8254 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3/1 451055AF4 62837 67330000 PRN DFND 17 67330000 0 0 IDACORP INC COM 451107106 375 4655 SH DFND 17 4655 0 0 IDACORP INC COM 451107106 2717 33730 SH DFND 21 32226 0 1504 IDEX CORP COM 45167R104 26890 298582 SH DFND 17 298582 0 0 IDEX CORP COM 45167R104 23112 256625 SH DFND 21 133739 0 122886 IDEX CORP COM 45167R104 6439 71500 SH DFND 24 71500 0 0 IDEXX LABS INC COM 45168D104 3166 26999 SH DFND 17 19019 0 7980 IDEXX LABS INC COM 45168D104 15643 133389 SH DFND 21 112369 0 21020 ILLINOIS TOOL WKS INC COM 452308109 9764 79735 SH DFND 3 79735 0 0 ILLINOIS TOOL WKS INC COM 452308109 3203 26159 SH DFND 4 26159 0 0 ILLINOIS TOOL WKS INC COM 452308109 6178 50452 SH DFND 17 50053 0 399 ILLINOIS TOOL WKS INC COM 452308109 41768 341072 SH DFND 21 341072 0 0 ILLINOIS TOOL WKS INC CALL 452308909 2988 24400 SH Call DFND 4 24400 0 0 ILLINOIS TOOL WKS INC PUT 452308959 20451 167000 SH Put DFND 4 167000 0 0 ILLUMINA INC COM 452327109 16310 127385 SH DFND 4 127385 0 0 ILLUMINA INC COM 452327109 3345 26121 SH DFND 17 25935 0 186 ILLUMINA INC COM 452327109 24 186 SH DFND 21 186 0 0 ILLUMINA INC COM 452327109 1908 14900 SH DFND 24 14900 0 0 ILLUMINA INC CALL 452327909 4904 38300 SH Call DFND 4 38300 0 0 ILLUMINA INC PUT 452327959 40473 316100 SH Put DFND 4 316100 0 0 ILLUMINA INC NOTE 6/1 452327AF6 4176 4350000 PRN DFND 17 3945000 0 405000 ILLUMINA INC NOTE 6/1 452327AF6 2880 3000000 PRN DFND 21 0 0 3000000 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 64976 67815000 PRN DFND 17 67815000 0 0 IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 42483 53270000 PRN DFND 17 52845000 0 425000 IMPINJ INC COM 453204109 5133 145258 SH DFND 17 142177 0 3081 IMPERVA INC COM 45321L100 6605 172006 SH DFND 17 129995 0 42011 IMPERVA INC COM 45321L100 162 4218 SH DFND 21 4218 0 0 INC RESH HLDGS INC CL A 45329R109 397 7556 SH DFND 17 7556 0 0 INC RESH HLDGS INC CL A 45329R109 193 3669 SH DFND 20 3669 0 0 INC RESH HLDGS INC CL A 45329R109 2379 45221 SH DFND 21 29448 0 15773 INCYTE CORP COM 45337C102 36113 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327100 SH Call DFND 4 327100 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 292458 1761900 SH Put DFND 4 1761900 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 462 3919 SH DFND 17 3819 0 100 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 91513 776651 SH DFND 21 606614 0 170037 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 530 4500 SH DFND 24 4500 0 0 INTL PAPER CO COM 460146103 116292 2191715 SH DFND 3 2188715 0 3000 INTL PAPER CO COM 460146103 22520 424420 SH DFND 17 422421 0 1999 INTL PAPER CO COM 460146103 204 3841 SH DFND 20 3841 0 0 INTL PAPER CO COM 460146103 27942 526608 SH DFND 21 258341 0 268267 INTL PAPER CO CALL 460146903 4367 82300 SH Call DFND 4 82300 0 0 INTL PAPER CO PUT 460146953 39461 743700 SH Put DFND 4 743700 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 166 4500 SH DFND 17 4500 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 108 2946 SH DFND 21 2946 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1723 73594 SH DFND 17 53399 0 20195 INTERPUBLIC GROUP COS INC COM 460690100 19561 835586 SH DFND 21 835586 0 0 INTERSIL CORP CL A 46069S109 8339 373954 SH DFND 4 373954 0 0 INTERSIL CORP CL A 46069S109 178 8003 SH DFND 17 0 0 8003 INTERSIL CORP CL A 46069S109 33817 1516474 SH DFND 21 1483571 0 32903 INTERSECT ENT INC COM 46071F103 1549 128011 SH DFND 17 124210 0 3801 INTL FCSTONE INC COM 46116V105 534 13492 SH DFND 17 5050 0 8442 INTRALINKS HLDGS INC COM 46118H104 2157 159510 SH DFND 17 159510 0 0 INTUIT COM 461202103 232 2027 SH DFND 4 2027 0 0 INTUIT COM 461202103 136581 1191701 SH DFND 17 981973 0 209728 INTUIT COM 461202103 91684 799961 SH DFND 21 698096 0 101865 INTUIT CALL 461202903 7450 65000 SH Call DFND 4 65000 0 0 INTUIT PUT 461202953 59230 516800 SH Put DFND 4 516800 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2060 3248 SH DFND 4 3248 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 21143 33339 SH DFND 17 32785 0 554 INTUITIVE SURGICAL INC COM NEW 46120E602 868 1368 SH DFND 20 1368 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 35836 56508 SH DFND 21 54491 0 2017 INTUITIVE SURGICAL INC CALL 46120E902 2283 3600 SH Call DFND 4 3600 0 0 INTUITIVE SURGICAL INC PUT 46120E952 22450 35400 SH Put DFND 4 35400 0 0 INVENSENSE INC COM 46123D205 10899 852119 SH DFND 21 852119 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 454 31067 SH DFND 17 31067 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 206 14132 SH DFND 20 14132 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 2787 190918 SH DFND 21 99278 0 91640 IRADIMED CORP COM 46266A109 502 45211 SH DFND 17 40920 0 4291 IRON MTN INC NEW COM 46284V101 8621 265433 SH DFND 4 265433 0 0 IRON MTN INC NEW COM 46284V101 87 2683 SH DFND 17 2373 0 310 IRON MTN INC NEW COM 46284V101 10 310 SH DFND 21 310 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 34565 29650000 PRN DFND 17 24605000 0 5045000 ISHARES GOLD TRUST ISHARES 464285105 7840 707600 SH DFND 20 707600 0 0 ISHARES MSCI AUST ETF 464286103 5603 276973 SH DFND 24 0 0 276973 ISHARES MSCI WORLD ETF 464286392 9668 132288 SH DFND 25 132288 0 0 ISHARES MSCI BRZ CAP ETF 464286400 767 23000 SH DFND 24 23000 0 0 ISHARES MSCI CDA ETF 464286509 15795 604016 SH DFND 24 0 0 604016 ISHARES EM MKTS CURR ETF 464286517 300 7000 SH DFND 24 7000 0 0 ISHARES MIN VOL EMRG MKT 464286533 2 42 SH DFND 17 42 0 0 ISHARES MIN VOL EMRG MKT 464286533 26411 540000 SH DFND 25 540000 0 0 ISHARES MSCI BRIC INDX 464286657 479 15038 SH DFND 0 0 15038 ISHARES MSCI STH KOR ETF 464286772 1471 27640 SH DFND 17 27640 0 0 ISHARES TR SELECT DIVID ETF 464287168 443 5000 SH DFND 24 5000 0 0 ISHARES TR TIPS BD ETF 464287176 1084 9580 SH DFND 3990 0 5590 ISHARES TR CORE S&P500 ETF 464287200 18637 82837 SH DFND 24 0 0 82837 ISHARES TR CORE US AGGBD ET 464287226 20221 187129 SH DFND 17 187129 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 1637 467500 SH Put DFND 21 467500 0 0 ISHARES TR IBOXX INV CP ETF 464287242 536 4570 SH DFND 1910 0 2660 ISHARES TR IBOXX INV CP ETF 464287242 25401 216771 SH DFND 4 216771 0 0 ISHARES TR IBOXX INV CP ETF 464287242 183791 1568447 SH DFND 17 1568447 0 0 ISHARES TR IBOXX INV CP ETF 464287242 422 3600 SH DFND 24 3000 0 600 ISHARES TR IBOXX INV CP ETF 464287242 25130 214460 SH DFND 25 214460 0 0 ISHARES TR LATN AMER 40 ETF 464287390 690 25000 SH DFND 24 25000 0 0 ISHARES TR S&P 500 VAL ETF 464287408 674 6646 SH DFND 17 6646 0 0 ISHARES TR MSCI EAFE ETF 464287465 34922 604913 SH DFND 4 604913 0 0 ISHARES TR MSCI EAFE ETF 464287465 48704 843654 SH DFND 17 843654 0 0 ISHARES TR RUS MDCP VAL ETF 464287473 92 1144 SH DFND 17 1144 0 0 ISHARES TR RUS MDCP VAL ETF 464287473 402 5000 SH DFND 24 5000 0 0 ISHARES TR NASDQ BIOTEC ETF 464287556 265 1000 SH DFND 17 0 0 1000 ISHARES TR NASDQ BIOTEC ETF 464287556 398 1500 SH DFND 24 1500 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 2376 21205 SH DFND 17 21205 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 1764 14831 SH DFND 17 14831 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 15284 113338 SH DFND 17 113338 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 674 5000 SH DFND 24 5000 0 0 ISHARES TR CORE RUSSELL VAL 464287663 355 7218 SH DFND 17 7218 0 0 ISHARES TR U.S. REAL ES ETF 464287739 577 7500 SH DFND 24 7500 0 0 ISHARES TR EUROPE ETF 464287861 411 10600 SH DFND 24 10000 0 600 ISHARES TR PUT 464287954 135304 3864737 SH Put DFND 4 3864737 0 0 ISHARES TR PUT 464287955 224515 2144933 SH Put DFND 4 2144933 0 0 ISHARES TR PUT 464287959 26929 350006 SH Put DFND 4 350006 0 0 ISHARES TR INTL TREA BD ETF 464288117 6285 69975 SH DFND 24 0 0 69975 ISHARES TR MSCI AC ASIA ETF 464288182 2073 37740 SH DFND 24 0 0 37740 ISHARES TR MSCI ACWI ETF 464288257 7692 130000 SH DFND 17 130000 0 0 ISHARES TR MSCI ACWI ETF 464288257 2834 47900 SH DFND 24 45000 0 2900 ISHARES TR JP MOR EM MK ETF 464288281 1201 10900 SH DFND 4550 0 6350 ISHARES TR JP MOR EM MK ETF 464288281 1594 14466 SH DFND 17 14466 0 0 ISHARES TR JP MOR EM MK ETF 464288281 1378 12500 SH DFND 24 12000 0 500 ISHARES TR JP MOR EM MK ETF 464288281 41694 378280 SH DFND 25 378280 0 0 ISHARES TR IBOXX HI YD ETF 464288513 18743 216562 SH DFND 17 216562 0 0 ISHARES TR IBOXX HI YD ETF 464288513 11570 133680 SH DFND 25 133680 0 0 ISHARES TR MBS ETF 464288588 5474 51477 SH DFND 17 51477 0 0 ISHARES TR MBS ETF 464288588 53650 504510 SH DFND 20 504510 0 0 ISHARES TR U.S. PFD STK ETF 464288687 305 8190 SH DFND 3410 0 4780 ISHARES TR US TREASURY ETF 46429B267 9 356 SH DFND 17 356 0 0 ISHARES TR US TREASURY ETF 46429B267 17673 708910 SH DFND 24 0 0 708910 ISHARES TR MSCI INDIA ETF 46429B598 142 5300 SH DFND 17 5300 0 0 ISHARES TR MSCI INDIA ETF 46429B598 536 20000 SH DFND 24 20000 0 0 ISHARES TR FLTG RATE BD ETF 46429B655 304 6000 SH DFND 24 6000 0 0 ISHARES TR CORE HIGH DV ETF 46429B663 734 8930 SH DFND 3720 0 5210 ISHARES TR CORE HIGH DV ETF 46429B663 7 82 SH DFND 17 82 0 0 ISHARES TR CHINA ETF 46429B671 1050 24000 SH DFND 24 24000 0 0 ISHARES TR MIN VOL USA ETF 46429B697 2048 45300 SH DFND 17 45300 0 0 ISHARES TR MIN VOL USA ETF 46429B697 60694 1342200 SH DFND 25 1342200 0 0 ISHARES TR USA QUALITY FCTR 46432F339 2010 29087 SH DFND 17 29087 0 0 ISHARES TR USA QUALITY FCTR 46432F339 31321 453272 SH DFND 25 453272 0 0 ISHARES TR USA VALUE FACTOR 46432F388 15723 224000 SH DFND 20 224000 0 0 ISHARES TR USA VALUE FACTOR 46432F388 32999 470142 SH DFND 25 470142 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 2012 26519 SH DFND 17 26519 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 29868 393723 SH DFND 25 393723 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 77696 75450000 PRN DFND 17 69505000 0 5945000 ISHARES INC MSCI JPN ETF NEW 46434G822 267 5460 SH DFND 2280 0 3180 ISHARES INC MSCI JPN ETF NEW 46434G822 15231 311721 SH DFND 24 0 0 311721 ISHARES INC MSCI ITL ETF NEW 46434G830 339 14000 SH DFND 24 14000 0 0 ISHARES TR HDG MSCI GERMN 46434V704 3152 122000 SH DFND 24 122000 0 0 ISHARES TR MTG REL ETF NEW 46435G342 837 19890 SH DFND 8280 0 11610 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1224 119040 SH DFND 4 98890 0 20150 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 13186 1282655 SH DFND 17 1282655 0 0 ITRON INC COM 465741106 18437 293345 SH DFND 17 246183 0 47162 ITRON INC COM 465741106 345 5482 SH DFND 21 2104 0 3378 J & J SNACK FOODS CORP COM 466032109 396 2970 SH DFND 17 2970 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 121 25412 SH DFND 17 0 0 25412 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 53925 51825000 PRN DFND 17 51825000 0 0 JPMORGAN CHASE & CO COM 46625H100 231302 2680520 SH DFND 3 2677020 0 3500 JPMORGAN CHASE & CO COM 46625H100 3383 39204 SH DFND 4 39204 0 0 JPMORGAN CHASE & CO COM 46625H100 187817 2176582 SH DFND 17 2038540 0 138042 JPMORGAN CHASE & CO COM 46625H100 13459 155973 SH DFND 20 155973 0 0 JPMORGAN CHASE & CO COM 46625H100 374696 4342289 SH DFND 21 3361507 0 980782 JPMORGAN CHASE & CO COM 46625H100 594 6882 SH DFND 25 6882 0 0 JPMORGAN CHASE & CO CALL 46625H900 83641 969300 SH Call DFND 4 969300 0 0 JPMORGAN CHASE & CO PUT 46625H950 470936 5457600 SH Put DFND 4 5457600 0 0 JABIL CIRCUIT INC COM 466313103 203 8568 SH DFND 4 8568 0 0 JABIL CIRCUIT INC COM 466313103 3009 127122 SH DFND 17 124215 0 2907 JABIL CIRCUIT INC COM 466313103 14006 591738 SH DFND 21 401431 0 190307 JABIL CIRCUIT INC COM 466313103 18 756 SH DFND 25 756 0 0 JACK IN THE BOX INC COM 466367109 15973 143076 SH DFND 17 123093 0 19983 JACK IN THE BOX INC COM 466367109 123 1099 SH DFND 20 1099 0 0 JACK IN THE BOX INC COM 466367109 3026 27105 SH DFND 21 22652 0 4453 JACOBS ENGR GROUP INC DEL COM 469814107 9 152 SH DFND 17 0 0 152 JACOBS ENGR GROUP INC DEL COM 469814107 211 3694 SH DFND 21 3694 0 0 JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1322 1000000 PRN DFND 17 1000000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 56359 58570000 PRN DFND 17 58225000 0 345000 JD COM INC SPON ADR CL A 47215P106 298 11720 SH DFND 17 0 0 11720 JETBLUE AIRWAYS CORP COM 477143101 1106 49309 SH DFND 17 33323 0 15986 JETBLUE AIRWAYS CORP COM 477143101 164 7305 SH DFND 20 7305 0 0 JETBLUE AIRWAYS CORP COM 477143101 34334 1531407 SH DFND 21 1054277 0 477130 JETBLUE AIRWAYS CORP COM 477143101 93 4161 SH DFND 25 4161 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 556 36500 SH DFND 17 0 0 36500 JOHN BEAN TECHNOLOGIES CORP COM 477839104 16598 193112 SH DFND 17 128265 0 64847 JOHN BEAN TECHNOLOGIES CORP COM 477839104 3797 44176 SH DFND 21 42826 0 1350 JOHNSON & JOHNSON COM 478160104 101676 882528 SH DFND 3 882528 0 0 JOHNSON & JOHNSON COM 478160104 38590 334950 SH DFND 4 334950 0 0 JOHNSON & JOHNSON COM 478160104 131726 1143357 SH DFND 17 730410 0 412947 JOHNSON & JOHNSON COM 478160104 2932 25450 SH DFND 20 25450 0 0 JOHNSON & JOHNSON COM 478160104 376515 3268074 SH DFND 21 2336878 0 931196 JOHNSON & JOHNSON COM 478160104 1798 15603 SH DFND 24 15603 0 0 JOHNSON & JOHNSON COM 478160104 639 5545 SH DFND 25 5545 0 0 JOHNSON & JOHNSON CALL 478160904 74529 646900 SH Call DFND 4 646900 0 0 JOHNSON & JOHNSON PUT 478160954 598021 5190700 SH Put DFND 4 5190700 0 0 JONES LANG LASALLE INC COM 48020Q107 8 76 SH DFND 17 76 0 0 JONES LANG LASALLE INC COM 48020Q107 1087 10763 SH DFND 21 10763 0 0 JOY GLOBAL INC COM 481165108 8969 320320 SH DFND 4 320320 0 0 JOY GLOBAL INC COM 481165108 23761 848600 SH DFND 17 840300 0 8300 JOY GLOBAL INC COM 481165108 26009 928899 SH DFND 21 928899 0 0 J2 GLOBAL INC COM 48123V102 31974 390886 SH DFND 3 390886 0 0 J2 GLOBAL INC COM 48123V102 15144 185131 SH DFND 17 146887 0 38244 J2 GLOBAL INC COM 48123V102 28236 345180 SH DFND 21 246540 0 98640 J2 GLOBAL INC COM 48123V102 138 1688 SH DFND 25 1688 0 0 JUNIPER NETWORKS INC COM 48203R104 6426 227400 SH DFND 3 227400 0 0 JUNIPER NETWORKS INC COM 48203R104 56892 2013151 SH DFND 17 1717943 0 295208 JUNIPER NETWORKS INC COM 48203R104 328 11606 SH DFND 20 11606 0 0 JUNIPER NETWORKS INC COM 48203R104 42189 1492879 SH DFND 21 926419 0 566460 JUNIPER NETWORKS INC COM 48203R104 89 3161 SH DFND 25 3161 0 0 KAR AUCTION SVCS INC COM 48238T109 12786 300000 SH DFND 4 300000 0 0 KAR AUCTION SVCS INC COM 48238T109 5636 132242 SH DFND 17 101341 0 30901 KAR AUCTION SVCS INC COM 48238T109 340 7989 SH DFND 20 7989 0 0 KAR AUCTION SVCS INC COM 48238T109 38824 910926 SH DFND 21 692402 0 218524 KAR AUCTION SVCS INC COM 48238T109 152 3568 SH DFND 25 3568 0 0 KBR INC COM 48242W106 48194 2887600 SH DFND 3 2887600 0 0 KBR INC COM 48242W106 2573 154175 SH DFND 17 154175 0 0 KCG HLDGS INC CL A 48244B100 1171 88414 SH DFND 21 22911 0 65503 KLA-TENCOR CORP COM 482480100 30053 381969 SH DFND 17 283824 0 98145 KLA-TENCOR CORP COM 482480100 33077 420404 SH DFND 21 420404 0 0 KKR & CO L P DEL COM UNITS 48248M102 196 12755 SH DFND 4 8311 0 4444 KADANT INC COM 48282T104 2693 44003 SH DFND 17 44003 0 0 KADANT INC COM 48282T104 864 14119 SH DFND 21 12837 0 1282 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2010 25874 SH DFND 17 0 0 25874 KAISER ALUMINUM CORP COM PAR $0.01 483007704 320 4120 SH DFND 21 4120 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 58165 685509 SH DFND 17 567410 0 118099 KANSAS CITY SOUTHERN COM NEW 485170302 615 7246 SH DFND 21 3264 0 3982 KB HOME NOTE 1.375% 2/0 48666KAS8 30448 31235000 PRN DFND 17 31235000 0 0 KELLOGG CO COM 487836108 3592 48726 SH DFND 4 48726 0 0 KELLOGG CO COM 487836108 109 1479 SH DFND 17 1160 0 319 KELLOGG CO COM 487836108 24 319 SH DFND 21 319 0 0 KELLOGG CO CALL 487836908 4312 58500 SH Call DFND 4 58500 0 0 KELLOGG CO PUT 487836958 30486 413600 SH Put DFND 4 413600 0 0 KELLY SVCS INC CL A 488152208 869 37931 SH DFND 17 8908 0 29023 KELLY SVCS INC CL A 488152208 2022 88200 SH DFND 21 78758 0 9442 KEYCORP NEW COM 493267108 15368 841150 SH DFND 3 841150 0 0 KEYCORP NEW COM 493267108 350 19170 SH DFND 4 19170 0 0 KEYCORP NEW COM 493267108 7926 433819 SH DFND 17 432453 0 1366 KEYCORP NEW COM 493267108 15702 859425 SH DFND 21 857002 0 2423 KEYCORP NEW PUT 493267958 7080 387500 SH Put DFND 4 387500 0 0 KEYCORP NEW PUT 493267958 1827 100000 SH Put DFND 21 100000 0 0 KEYW HLDG CORP COM 493723100 601 50975 SH DFND 17 0 0 50975 KFORCE INC COM 493732101 1927 83422 SH DFND 17 83422 0 0 KILROY RLTY CORP COM 49427F108 10433 142487 SH DFND 4 142487 0 0 KILROY RLTY CORP COM 49427F108 11843 161749 SH DFND 17 124591 0 37158 KILROY RLTY CORP COM 49427F108 287 3920 SH DFND 21 2120 0 1800 KIMBERLY CLARK CORP COM 494368103 22876 200455 SH DFND 4 200455 0 0 KIMBERLY CLARK CORP COM 494368103 722 6328 SH DFND 17 5874 0 454 KIMBERLY CLARK CORP COM 494368103 1392 12196 SH DFND 21 5111 0 7085 KIMBERLY CLARK CORP CALL 494368903 16285 142700 SH Call DFND 4 142700 0 0 KIMBERLY CLARK CORP PUT 494368953 78480 687700 SH Put DFND 4 687700 0 0 KINDER MORGAN INC DEL COM 49456B101 4660 225000 SH DFND 4 225000 0 0 KINDER MORGAN INC DEL COM 49456B101 50 2432 SH DFND 17 0 0 2432 KINDER MORGAN INC DEL COM 49456B101 50 2432 SH DFND 21 2432 0 0 KINDER MORGAN INC DEL PFD SER A 49456B200 79555 1635255 SH DFND 17 1548940 0 86315 KINDER MORGAN INC DEL CALL 49456B901 8760 423000 SH Call DFND 4 423000 0 0 KINDER MORGAN INC DEL PUT 49456B951 48178 2326300 SH Put DFND 4 2326300 0 0 KINROSS GOLD CORP COM NO PAR 496902404 10573 3383780 SH DFND 21 3383780 0 0 KITE PHARMA INC COM 49803L109 1503 33517 SH DFND 17 33517 0 0 KITE PHARMA INC COM 49803L109 785 17500 SH DFND 24 17500 0 0 KNOLL INC COM NEW 498904200 47844 1713000 SH DFND 3 1713000 0 0 KNOLL INC COM NEW 498904200 710 25422 SH DFND 17 25422 0 0 KNOLL INC COM NEW 498904200 96 3424 SH DFND 20 3424 0 0 KNOLL INC COM NEW 498904200 1090 39034 SH DFND 21 26051 0 12983 KOHLS CORP COM 500255104 1839 37237 SH DFND 4 37237 0 0 KOHLS CORP COM 500255104 1516 30692 SH DFND 17 30468 0 224 KOHLS CORP COM 500255104 253 5115 SH DFND 20 5115 0 0 KOHLS CORP COM 500255104 15095 305682 SH DFND 21 167842 0 137840 KOPPERS HOLDINGS INC COM 50060P106 4597 114066 SH DFND 17 114066 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 63973 3461743 SH DFND 3 2191832 0 1269911 KOREA ELECTRIC PWR SPONSORED ADR 500631106 12029 650935 SH DFND 17 650935 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4332 234396 SH DFND 21 217015 0 17381 KORN FERRY INTL COM NEW 500643200 47107 1600649 SH DFND 3 1600649 0 0 KORN FERRY INTL COM NEW 500643200 614 20855 SH DFND 17 20855 0 0 KRAFT HEINZ CO COM 500754106 368 4214 SH DFND 17 0 0 4214 KRAFT HEINZ CO COM 500754106 6590 75475 SH DFND 21 75475 0 0 KRAFT HEINZ CO CALL 500754906 16608 190200 SH Call DFND 4 190200 0 0 KRAFT HEINZ CO PUT 500754956 108783 1245800 SH Put DFND 4 1245800 0 0 KRATON CORPORATION COM 50077C106 282 9888 SH DFND 17 9888 0 0 KRATON CORPORATION COM 50077C106 115 4021 SH DFND 20 4021 0 0 KRATON CORPORATION COM 50077C106 1016 35672 SH DFND 21 33258 0 2414 KROGER CO COM 501044101 16321 472923 SH DFND 4 472923 0 0 KROGER CO COM 501044101 104412 3025555 SH DFND 17 2983605 0 41950 KROGER CO COM 501044101 479 13888 SH DFND 20 13888 0 0 KROGER CO COM 501044101 86331 2501618 SH DFND 21 1698590 0 803028 KROGER CO COM 501044101 257 7448 SH DFND 25 7448 0 0 KROGER CO CALL 501044901 5984 173400 SH Call DFND 4 173400 0 0 KROGER CO PUT 501044951 44325 1284400 SH Put DFND 4 1284400 0 0 L BRANDS INC COM 501797104 9504 144344 SH DFND 4 144344 0 0 L BRANDS INC COM 501797104 35633 541201 SH DFND 17 522896 0 18305 L BRANDS INC COM 501797104 22402 340250 SH DFND 21 338282 0 1968 L BRANDS INC CALL 501797904 1771 26900 SH Call DFND 4 26900 0 0 L BRANDS INC PUT 501797954 19903 302300 SH Put DFND 4 302300 0 0 LHC GROUP INC COM 50187A107 573 12543 SH DFND 17 4272 0 8271 LHC GROUP INC COM 50187A107 3059 66942 SH DFND 21 18819 0 48123 LGI HOMES INC COM 50187T106 7395 257397 SH DFND 17 243992 0 13405 LGI HOMES INC COM 50187T106 1390 48394 SH DFND 21 21705 0 26689 LKQ CORP COM 501889208 12 388 SH DFND 17 0 0 388 LKQ CORP COM 501889208 2109 68824 SH DFND 21 37698 0 31126 LKQ CORP COM 501889208 2421 79000 SH DFND 24 79000 0 0 LSB INDS INC COM 502160104 684 81275 SH DFND 17 73534 0 7741 LSI INDS INC COM 50216C108 1107 113678 SH DFND 17 102903 0 10775 L-3 COMMUNICATIONS HLDGS INC COM 502424104 834 5483 SH DFND 4 5483 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 15 97 SH DFND 17 0 0 97 L-3 COMMUNICATIONS HLDGS INC COM 502424104 89 588 SH DFND 21 588 0 0 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 6822 389166 SH DFND 17 350458 0 38708 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2197 125300 SH DFND 24 125300 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 10014 78000 SH DFND 4 78000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 33035 257319 SH DFND 17 226540 0 30779 LABORATORY CORP AMER HLDGS COM NEW 50540R409 627 4886 SH DFND 20 4886 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 19767 153973 SH DFND 21 96400 0 57573 LAM RESEARCH CORP COM 512807108 15729 148765 SH DFND 3 148765 0 0 LAM RESEARCH CORP COM 512807108 87906 831420 SH DFND 17 608700 0 222720 LAM RESEARCH CORP COM 512807108 1556 14721 SH DFND 20 14721 0 0 LAM RESEARCH CORP COM 512807108 101742 962278 SH DFND 21 640495 0 321783 LAM RESEARCH CORP COM 512807108 324 3069 SH DFND 25 3069 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 118961 67815000 PRN DFND 17 63385000 0 4430000 LAMB WESTON HLDGS INC COM 513272104 35 935 SH DFND 17 0 0 935 LAMB WESTON HLDGS INC COM 513272104 294 7764 SH DFND 21 7764 0 0 LANCASTER COLONY CORP COM 513847103 361 2555 SH DFND 17 2555 0 0 LANCASTER COLONY CORP COM 513847103 498 3523 SH DFND 21 3523 0 0 LAREDO PETROLEUM INC COM 516806106 11533 815616 SH DFND 17 640400 0 175216 LAREDO PETROLEUM INC COM 516806106 956 67600 SH DFND 24 67600 0 0 LAS VEGAS SANDS CORP COM 517834107 1160 21712 SH DFND 17 21712 0 0 LAS VEGAS SANDS CORP COM 517834107 4610 86317 SH DFND 21 86317 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 3248 441274 SH DFND 21 441274 0 0 LAUDER ESTEE COS INC CL A 518439104 13231 172979 SH DFND 4 172979 0 0 LAUDER ESTEE COS INC CL A 518439104 21270 278081 SH DFND 17 273405 0 4676 LAUDER ESTEE COS INC CL A 518439104 93962 1228420 SH DFND 21 991250 0 237170 LAUDER ESTEE COS INC CL A 518439104 505 6600 SH DFND 24 6600 0 0 LAUDER ESTEE COS INC CALL 518439904 5316 69500 SH Call DFND 4 69500 0 0 LAUDER ESTEE COS INC PUT 518439954 24538 320800 SH Put DFND 4 320800 0 0 LAYNE CHRISTENSEN CO COM 521050104 1218 112096 SH DFND 17 101477 0 10619 LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7164 7875000 PRN DFND 17 7875000 0 0 LEAR CORP COM NEW 521865204 11588 87540 SH DFND 3 87540 0 0 LEAR CORP COM NEW 521865204 32393 244719 SH DFND 17 181986 0 62733 LEAR CORP COM NEW 521865204 1045 7897 SH DFND 20 7897 0 0 LEAR CORP COM NEW 521865204 90919 686857 SH DFND 21 498264 0 188593 LEAR CORP COM NEW 521865204 336 2537 SH DFND 25 2537 0 0 LEGGETT & PLATT INC COM 524660107 8 168 SH DFND 17 0 0 168 LEGGETT & PLATT INC COM 524660107 831 16996 SH DFND 21 168 0 16828 LEGACY TEX FINL GROUP INC COM 52471Y106 1260 29264 SH DFND 21 0 0 29264 LEGG MASON INC COM 524901105 516 17253 SH DFND 21 17253 0 0 LEIDOS HLDGS INC COM 525327102 2695 52706 SH DFND 17 52706 0 0 LEIDOS HLDGS INC COM 525327102 7167 140135 SH DFND 21 81691 0 58444 LEMAITRE VASCULAR INC COM 525558201 7128 281294 SH DFND 17 253593 0 27701 LEMAITRE VASCULAR INC COM 525558201 391 15446 SH DFND 21 15446 0 0 LENDINGCLUB CORP COM 52603A109 4068 774855 SH DFND 17 584105 0 190750 LENDINGTREE INC NEW COM 52603B107 29204 288146 SH DFND 17 287386 0 760 LENNAR CORP CL A 526057104 38467 896040 SH DFND 17 890898 0 5142 LENNAR CORP CL A 526057104 2481 57787 SH DFND 21 49923 0 7864 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 21 368 SH DFND 17 0 0 368 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 14722 261217 SH DFND 21 261217 0 0 LEVEL 3 COMMUNICATIONS INC CALL 52729N908 428 7600 SH Call DFND 4 7600 0 0 LEXINGTON REALTY TRUST COM 529043101 79 7324 SH DFND 17 7324 0 0 LEXINGTON REALTY TRUST COM 529043101 444 41075 SH DFND 21 28979 0 12096 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 109793 101560000 PRN DFND 17 94990000 0 6570000 LIFEPOINT HEALTH INC COM 53219L109 2953 51993 SH DFND 17 13070 0 38923 LIFEPOINT HEALTH INC COM 53219L109 326 5740 SH DFND 20 5740 0 0 LIFEPOINT HEALTH INC COM 53219L109 5769 101574 SH DFND 21 74478 0 27096 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 7798 76741 SH DFND 17 64115 0 12626 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 102 1000 SH DFND 21 0 0 1000 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 793 525000 PRN DFND 17 525000 0 0 LIFE STORAGE INC COM 53223X107 5883 69000 SH DFND 3 69000 0 0 LIFE STORAGE INC COM 53223X107 8536 100112 SH DFND 4 100112 0 0 LIFE STORAGE INC COM 53223X107 676 7926 SH DFND 21 7926 0 0 LIFELOCK INC COM 53224V100 26239 1096936 SH DFND 21 1096936 0 0 LILLY ELI & CO COM 532457108 18477 251220 SH DFND 4 251220 0 0 LILLY ELI & CO COM 532457108 14832 201660 SH DFND 17 181075 0 20585 LILLY ELI & CO COM 532457108 21930 298163 SH DFND 21 199033 0 99130 LILLY ELI & CO COM 532457108 16 224 SH DFND 25 224 0 0 LILLY ELI & CO CALL 532457908 14070 191300 SH Call DFND 4 191300 0 0 LILLY ELI & CO PUT 532457958 119129 1619700 SH Put DFND 4 1619700 0 0 LINCOLN NATL CORP IND COM 534187109 6422 96900 SH DFND 3 96900 0 0 LINCOLN NATL CORP IND COM 534187109 43088 650187 SH DFND 17 642103 0 8084 LINCOLN NATL CORP IND COM 534187109 1225 18485 SH DFND 20 18485 0 0 LINCOLN NATL CORP IND COM 534187109 40957 618038 SH DFND 21 594707 0 23331 LINEAR TECHNOLOGY CORP COM 535678106 19 304 SH DFND 17 0 0 304 LINEAR TECHNOLOGY CORP COM 535678106 25808 413920 SH DFND 21 413920 0 0 LION BIOTECHNOLOGIES INC COM 53619R102 1339 192668 SH DFND 17 187120 0 5548 LIQUIDITY SERVICES INC COM 53635B107 289 29640 SH DFND 17 0 0 29640 LITTELFUSE INC COM 537008104 1140 7514 SH DFND 21 4270 0 3244 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 43797 40890000 PRN DFND 17 34905000 0 5985000 LIVEPERSON INC COM 538146101 435 57555 SH DFND 17 0 0 57555 LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 152430 147632000 PRN DFND 4 147632000 0 0 LOCKHEED MARTIN CORP COM 539830109 10254 41025 SH DFND 4 41025 0 0 LOCKHEED MARTIN CORP COM 539830109 66461 265908 SH DFND 17 262723 0 3185 LOCKHEED MARTIN CORP COM 539830109 26269 105100 SH DFND 20 105100 0 0 LOCKHEED MARTIN CORP CALL 539830909 19520 78100 SH Call DFND 4 78100 0 0 LOCKHEED MARTIN CORP PUT 539830959 199377 797700 SH Put DFND 4 797700 0 0 LOEWS CORP COM 540424108 574 12247 SH DFND 4 12247 0 0 LOEWS CORP COM 540424108 16 349 SH DFND 17 0 0 349 LOEWS CORP COM 540424108 16 349 SH DFND 21 349 0 0 LOGMEIN INC COM 54142L109 1866 19322 SH DFND 17 18947 0 375 LOUISIANA PAC CORP COM 546347105 1081 57126 SH DFND 21 57126 0 0 LOWES COS INC COM 548661107 23867 335586 SH DFND 4 335586 0 0 LOWES COS INC COM 548661107 4222 59369 SH DFND 17 28993 0 30376 LOWES COS INC COM 548661107 31223 439021 SH DFND 21 380079 0 58942 LOWES COS INC CALL 548661907 17119 240700 SH Call DFND 4 240700 0 0 LOWES COS INC PUT 548661957 108408 1524300 SH Put DFND 4 1524300 0 0 LUMENTUM HLDGS INC COM 55024U109 10009 258959 SH DFND 17 217551 0 41408 LUMENTUM HLDGS INC COM 55024U109 245 6350 SH DFND 20 6350 0 0 LUMENTUM HLDGS INC COM 55024U109 2313 59854 SH DFND 21 51798 0 8056 LYDALL INC DEL COM 550819106 5816 94029 SH DFND 17 89004 0 5025 LYDALL INC DEL COM 550819106 606 9796 SH DFND 21 9796 0 0 LYON WILLIAM HOMES CL A NEW 552074700 8777 461232 SH DFND 17 369270 0 91962 LYON WILLIAM HOMES CL A NEW 552074700 67 3500 SH DFND 21 0 0 3500 M & T BK CORP CALL 55261F904 2284 14600 SH Call DFND 4 14600 0 0 M & T BK CORP PUT 55261F954 42877 274100 SH Put DFND 4 274100 0 0 MDU RES GROUP INC COM 552690109 20223 702937 SH DFND 17 585339 0 117598 MDU RES GROUP INC COM 552690109 486 16905 SH DFND 21 9705 0 7200 MDC PARTNERS INC CL A SUB VTG 552697104 946 144402 SH DFND 17 0 0 144402 MFA FINL INC COM 55272X102 4463 584865 SH DFND 17 518055 0 66810 MFA FINL INC COM 55272X102 242 31749 SH DFND 20 31749 0 0 MFA FINL INC COM 55272X102 12239 1604071 SH DFND 21 925679 0 678392 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 36873 36205000 PRN DFND 17 36205000 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 51679 34225000 PRN DFND 17 28655000 0 5570000 MGM RESORTS INTERNATIONAL COM 552953101 1982 68738 SH DFND 4 56161 0 12577 MGM RESORTS INTERNATIONAL COM 552953101 11532 40000000 PRN DFND 17 40000000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 73126 2536451 SH DFND 17 2531051 0 5400 MGM RESORTS INTERNATIONAL COM 552953101 4473 155158 SH DFND 21 0 0 155158 MGP INGREDIENTS INC NEW COM 55303J106 3115 62318 SH DFND 17 59310 0 3008 MGP INGREDIENTS INC NEW COM 55303J106 1374 27488 SH DFND 21 27488 0 0 M/I HOMES INC COM 55305B101 3985 158250 SH DFND 17 158250 0 0 MKS INSTRUMENT INC COM 55306N104 468 7873 SH DFND 17 7873 0 0 MKS INSTRUMENT INC COM 55306N104 248 4179 SH DFND 20 4179 0 0 MKS INSTRUMENT INC COM 55306N104 9155 154117 SH DFND 21 124665 0 29452 MSA SAFETY INC COM 553498106 846 12205 SH DFND 17 5345 0 6860 MSCI INC COM 55354G100 152 1930 SH DFND 17 1930 0 0 MSCI INC COM 55354G100 146 1854 SH DFND 21 1854 0 0 MTGE INVT CORP COM 55378A105 3102 197597 SH DFND 17 47063 0 150534 MTGE INVT CORP COM 55378A105 160 10187 SH DFND 20 10187 0 0 MTGE INVT CORP COM 55378A105 1371 87294 SH DFND 21 79208 0 8086 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 6105 131911 SH DFND 17 107681 0 24230 MACQUARIE INFRASTRUCTURE COR COM 55608B105 16185 198107 SH DFND 17 167439 0 30668 MACQUARIE INFRASTRUCTURE COR COM 55608B105 5832 71377 SH DFND 21 69627 0 1750 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 44151 37745000 PRN DFND 17 31545000 0 6200000 MACROGENICS INC COM 556099109 1376 67337 SH DFND 17 67337 0 0 MACYS INC COM 55616P104 21576 602512 SH DFND 4 602512 0 0 MACYS INC COM 55616P104 49033 1369252 SH DFND 17 1358711 0 10541 MACYS INC COM 55616P104 23666 660878 SH DFND 21 570581 0 90297 MACYS INC COM 55616P104 20 563 SH DFND 25 563 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7079 93600 SH DFND 3 93600 0 0 MAGNA INTL INC COM 559222401 59346 1365100 SH DFND 3 892300 0 472800 MAGNA INTL INC COM 559222401 25447 585340 SH DFND 17 435067 0 150273 MAGNA INTL INC COM 559222401 289 6643 SH DFND 20 6643 0 0 MAGNA INTL INC COM 559222401 58449 1344448 SH DFND 21 907886 0 436562 MAGNA INTL INC COM 559222401 108 2486 SH DFND 25 2486 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1792 289005 SH DFND 17 215500 0 73505 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1575 45786 SH DFND 17 3041 0 42745 MAINSOURCE FINANCIAL GP INC COM 56062Y102 379 11005 SH DFND 21 0 0 11005 MANPOWERGROUP INC COM 56418H100 6665 75000 SH DFND 3 75000 0 0 MANPOWERGROUP INC COM 56418H100 1433 16127 SH DFND 21 15951 0 176 MANTECH INTL CORP CL A 564563104 1034 24480 SH DFND 17 6980 0 17500 MANTECH INTL CORP CL A 564563104 1541 36483 SH DFND 21 36483 0 0 MANULIFE FINL CORP COM 56501R106 29876 1675648 SH DFND 3 975748 0 699900 MANULIFE FINL CORP COM 56501R106 5587 313354 SH DFND 17 308692 0 4662 MANULIFE FINL CORP COM 56501R106 398 22338 SH DFND 20 22338 0 0 MANULIFE FINL CORP COM 56501R106 18399 1031931 SH DFND 21 989271 0 42660 MANULIFE FINL CORP COM 56501R106 22 1208 SH DFND 25 1208 0 0 MARATHON OIL CORP COM 565849106 1485 85812 SH DFND 4 85812 0 0 MARATHON OIL CORP COM 565849106 19 1072 SH DFND 17 0 0 1072 MARATHON OIL CORP COM 565849106 48 2747 SH DFND 21 2747 0 0 MARATHON PETE CORP COM 56585A102 7563 150200 SH DFND 3 150200 0 0 MARATHON PETE CORP COM 56585A102 892 17708 SH DFND 4 17708 0 0 MARATHON PETE CORP COM 56585A102 14161 281244 SH DFND 17 75408 0 205836 MARATHON PETE CORP COM 56585A102 1025 20348 SH DFND 20 20348 0 0 MARATHON PETE CORP COM 56585A102 50196 996943 SH DFND 21 709668 0 287275 MARATHON PETE CORP COM 56585A102 705 14000 SH DFND 24 14000 0 0 MARATHON PETE CORP COM 56585A102 198 3932 SH DFND 25 3932 0 0 MARATHON PETE CORP CALL 56585A902 6123 121600 SH Call DFND 4 121600 0 0 MARATHON PETE CORP PUT 56585A952 53134 1055300 SH Put DFND 4 1055300 0 0 MARCUS & MILLICHAP INC COM 566324109 186 6974 SH DFND 17 4800 0 2174 MARCUS & MILLICHAP INC COM 566324109 252 9414 SH DFND 21 9414 0 0 MARCUS CORP COM 566330106 374 11885 SH DFND 17 6730 0 5155 MARCUS CORP COM 566330106 1064 33773 SH DFND 21 33773 0 0 MARINEMAX INC COM 567908108 1666 86095 SH DFND 17 86095 0 0 MARKEL CORP COM 570535104 6559 7251 SH DFND 21 7251 0 0 MARKETAXESS HLDGS INC COM 57060D108 77 525 SH DFND 17 0 0 525 MARKETAXESS HLDGS INC COM 57060D108 8603 58555 SH DFND 21 56405 0 2150 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 5017 59124 SH DFND 17 45647 0 13477 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 303 3568 SH DFND 20 3568 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 23971 282507 SH DFND 21 176726 0 105781 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 81 954 SH DFND 25 954 0 0 MARSH & MCLENNAN COS INC CALL 571748902 6259 92600 SH Call DFND 4 92600 0 0 MARSH & MCLENNAN COS INC PUT 571748952 21879 323700 SH Put DFND 4 323700 0 0 MARRIOTT INTL INC NEW CALL 571903902 2811 34000 SH Call DFND 4 34000 0 0 MARRIOTT INTL INC NEW PUT 571903952 24597 297500 SH Put DFND 4 297500 0 0 MASIMO CORP COM 574795100 4498 66739 SH DFND 17 46960 0 19779 MASIMO CORP COM 574795100 316 4689 SH DFND 20 4689 0 0 MASIMO CORP COM 574795100 13227 196245 SH DFND 21 130706 0 65539 MASTEC INC COM 576323109 26585 695035 SH DFND 17 596749 0 98286 MASTEC INC COM 576323109 322 8418 SH DFND 21 3468 0 4950 MASTERCARD INCORPORATED CL A 57636Q104 68122 659775 SH DFND 17 493793 0 165982 MASTERCARD INCORPORATED CL A 57636Q104 6299 61009 SH DFND 21 37174 0 23835 MASTERCARD INCORPORATED CALL 57636Q904 32255 312400 SH Call DFND 4 312400 0 0 MASTERCARD INCORPORATED PUT 57636Q954 162330 1572200 SH Put DFND 4 1572200 0 0 MATRIX SVC CO COM 576853105 63 2760 SH DFND 17 2760 0 0 MATRIX SVC CO COM 576853105 293 12886 SH DFND 21 5747 0 7139 MATSON INC COM 57686G105 160 4516 SH DFND 17 4516 0 0 MATSON INC COM 57686G105 1274 36002 SH DFND 21 35227 0 775 MATTEL INC COM 577081102 77644 2818282 SH DFND 3 2814242 0 4040 MATTEL INC COM 577081102 288 10471 SH DFND 4 10471 0 0 MATTEL INC COM 577081102 18768 681226 SH DFND 17 638705 0 42521 MATTEL INC COM 577081102 9805 355916 SH DFND 21 353237 0 2679 MAXIM INTEGRATED PRODS INC COM 57772K101 12120 314229 SH DFND 17 231835 0 82394 MAXLINEAR INC CL A 57776J100 7345 336945 SH DFND 17 277146 0 59799 MAXLINEAR INC CL A 57776J100 375 17181 SH DFND 21 17181 0 0 MCCLATCHY CO CL A NEW 579489303 3178 241104 SH DFND 4 241104 0 0 MCCORMICK & CO INC COM NON VTG 579780206 13 144 SH DFND 17 0 0 144 MCCORMICK & CO INC COM NON VTG 579780206 1997 21400 SH DFND 20 21400 0 0 MCCORMICK & CO INC COM NON VTG 579780206 13 144 SH DFND 21 144 0 0 MCDERMOTT INTL INC COM 580037109 1946 263294 SH DFND 21 29145 0 234149 MCDONALDS CORP COM 580135101 140291 1152569 SH DFND 17 988756 0 163813 MCDONALDS CORP COM 580135101 30285 248812 SH DFND 20 248812 0 0 MCDONALDS CORP COM 580135101 104601 859357 SH DFND 21 704498 0 154859 MCDONALDS CORP COM 580135101 123 1014 SH DFND 24 1014 0 0 MCDONALDS CORP CALL 580135901 38293 314600 SH Call DFND 4 314600 0 0 MCDONALDS CORP PUT 580135951 271606 2231400 SH Put DFND 4 2231400 0 0 MCGRATH RENTCORP COM 580589109 921 23511 SH DFND 21 0 0 23511 MCKESSON CORP COM 58155Q103 6376 45400 SH DFND 3 45400 0 0 MCKESSON CORP COM 58155Q103 44189 314625 SH DFND 4 314625 0 0 MCKESSON CORP COM 58155Q103 100344 714448 SH DFND 17 703507 0 10941 MCKESSON CORP COM 58155Q103 43058 306569 SH DFND 21 226164 0 80405 MCKESSON CORP COM 58155Q103 180 1279 SH DFND 25 1279 0 0 MCKESSON CORP CALL 58155Q903 8890 63300 SH Call DFND 4 63300 0 0 MCKESSON CORP PUT 58155Q953 88807 632300 SH Put DFND 4 632300 0 0 MEAD JOHNSON NUTRITION CO PUT 582839956 2392 33800 SH Put DFND 4 33800 0 0 MEDEQUITIES RLTY TR INC COM 58409L306 125 11239 SH DFND 17 11239 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 31345 2548400 SH DFND 3 2548400 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 87 7042 SH DFND 17 7042 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 369 30000 SH DFND 21 30000 0 0 MEDICINES CO COM 584688105 2538 74785 SH DFND 17 53980 0 20805 MEDICINES CO COM 584688105 635 18700 SH DFND 24 18700 0 0 MEDICINES CO DBCV 1.375% 6/0 584688AC9 21724 15815000 PRN DFND 17 15735000 0 80000 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 23788 21825000 PRN DFND 17 18640000 0 3185000 MEDNAX INC COM 58502B106 1543 23146 SH DFND 17 6479 0 16667 MEDNAX INC COM 58502B106 11818 177291 SH DFND 21 168609 0 8682 MEETME INC COM 585141104 1392 282348 SH DFND 17 48760 0 233588 MEETME INC COM 585141104 5225 1059813 SH DFND 21 1026538 0 33275 MENTOR GRAPHICS CORP COM 587200106 38962 1056166 SH DFND 3 1056166 0 0 MENTOR GRAPHICS CORP COM 587200106 1165 31585 SH DFND 17 31585 0 0 MENTOR GRAPHICS CORP COM 587200106 564 15286 SH DFND 20 15286 0 0 MENTOR GRAPHICS CORP COM 587200106 37174 1007700 SH DFND 21 934129 0 73571 MERCADOLIBRE INC COM 58733R102 6546 41922 SH DFND 17 0 0 41922 MERCER INTL INC COM 588056101 1573 147723 SH DFND 17 147723 0 0 MERCER INTL INC COM 588056101 59 5565 SH DFND 20 5565 0 0 MERCER INTL INC COM 588056101 626 58826 SH DFND 21 52986 0 5840 MERCK & CO INC COM 58933Y105 7203 122350 SH DFND 3 122350 0 0 MERCK & CO INC COM 58933Y105 10774 183005 SH DFND 4 183005 0 0 MERCK & CO INC COM 58933Y105 85172 1446774 SH DFND 17 1301900 0 144874 MERCK & CO INC COM 58933Y105 1562 26526 SH DFND 20 26526 0 0 MERCK & CO INC COM 58933Y105 97832 1661830 SH DFND 21 1289057 0 372773 MERCK & CO INC COM 58933Y105 1531 26000 SH DFND 24 26000 0 0 MERCK & CO INC COM 58933Y105 39 657 SH DFND 25 657 0 0 MERCK & CO INC CALL 58933Y905 30565 519200 SH Call DFND 4 519200 0 0 MERCK & CO INC PUT 58933Y955 207534 3525300 SH Put DFND 4 3525300 0 0 MERCURY SYS INC COM 589378108 237 7836 SH DFND 21 7836 0 0 MEREDITH CORP COM 589433101 50653 856352 SH DFND 3 856352 0 0 MEREDITH CORP COM 589433101 2188 36988 SH DFND 17 36988 0 0 MEREDITH CORP COM 589433101 2130 36011 SH DFND 21 29114 0 6897 MERIDIAN BANCORP INC MD COM 58958U103 3153 166832 SH DFND 17 166832 0 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 24028 16250000 PRN DFND 17 16250000 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 264 64646 SH DFND 17 64646 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 102 25000 SH DFND 24 25000 0 0 MESA LABS INC COM 59064R109 2859 23295 SH DFND 17 22623 0 672 META FINL GROUP INC COM 59100U108 1413 13731 SH DFND 17 1589 0 12142 META FINL GROUP INC COM 59100U108 684 6645 SH DFND 21 6645 0 0 METALDYNE PERFORMANCE GROUP COM 59116R107 710 30949 SH DFND 21 30949 0 0 METHODE ELECTRS INC COM 591520200 45860 1109074 SH DFND 3 1109074 0 0 METLIFE INC COM 59156R108 87590 1625352 SH DFND 3 1622152 0 3200 METLIFE INC COM 59156R108 27601 512181 SH DFND 17 459254 0 52927 METLIFE INC COM 59156R108 70404 1306440 SH DFND 21 1063823 0 242617 METLIFE INC COM 59156R108 140 2591 SH DFND 25 2591 0 0 METLIFE INC CALL 59156R908 16410 304500 SH Call DFND 4 304500 0 0 METLIFE INC PUT 59156R958 104671 1942300 SH Put DFND 4 1942300 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 4888 11678 SH DFND 17 11645 0 33 METTLER TOLEDO INTERNATIONAL COM 592688105 482 1151 SH DFND 21 33 0 1118 MICHAELS COS INC COM 59408Q106 8085 395369 SH DFND 17 322324 0 73045 MICROSOFT CORP COM 594918104 740019 11908899 SH DFND 17 10038693 0 1870206 MICROSOFT CORP COM 594918104 18559 298661 SH DFND 20 298661 0 0 MICROSOFT CORP COM 594918104 522456 8407730 SH DFND 21 6320690 0 2087040 MICROSOFT CORP COM 594918104 485 7810 SH DFND 25 7810 0 0 MICROSOFT CORP CALL 594918904 184711 2972500 SH Call DFND 4 2972500 0 0 MICROSOFT CORP CALL 594918904 31070 500000 SH Call DFND 17 500000 0 0 MICROSOFT CORP PUT 594918954 710521 11434200 SH Put DFND 4 11434200 0 0 MICROSTRATEGY INC CL A NEW 594972408 15654 79300 SH DFND 17 79300 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 70445 1098136 SH DFND 17 833062 0 265074 MICROCHIP TECHNOLOGY INC COM 595017104 100488 1566449 SH DFND 21 1319547 0 246902 MICROCHIP TECHNOLOGY INC COM 595017104 558 8700 SH DFND 24 8700 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 175488 134280000 PRN DFND 17 124875000 0 9405000 MICRON TECHNOLOGY INC COM 595112103 194543 8875149 SH DFND 17 7282329 0 1592820 MICRON TECHNOLOGY INC COM 595112103 902 41138 SH DFND 20 41138 0 0 MICRON TECHNOLOGY INC COM 595112103 34186 1559585 SH DFND 21 1481433 0 78152 MICRON TECHNOLOGY INC CALL 595112903 1366 62300 SH Call DFND 4 62300 0 0 MICRON TECHNOLOGY INC PUT 595112953 12389 565200 SH Put DFND 4 565200 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 65012 31155000 PRN DFND 17 28465000 0 2690000 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 194386 190681000 PRN DFND 17 180161000 0 10520000 MICROSEMI CORP COM 595137100 86310 1599230 SH DFND 17 1504888 0 94342 MICROSEMI CORP COM 595137100 1394 25831 SH DFND 21 23331 0 2500 MID AMER APT CMNTYS INC COM 59522J103 6042 61700 SH DFND 3 61700 0 0 MID AMER APT CMNTYS INC COM 59522J103 3678 37563 SH DFND 4 37563 0 0 MID AMER APT CMNTYS INC COM 59522J103 228 2329 SH DFND 17 2329 0 0 MIDDLEBY CORP COM 596278101 8752 67944 SH DFND 17 54580 0 13364 MIDDLEBY CORP COM 596278101 246 1908 SH DFND 21 1008 0 900 MILLER HERMAN INC COM 600544100 1349 39454 SH DFND 21 36548 0 2906 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1581 256665 SH DFND 21 0 0 256665 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 8379 919785 SH DFND 17 900385 0 19400 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 8023 880702 SH DFND 21 858115 0 22587 MODEL N INC COM 607525102 1898 214411 SH DFND 17 207860 0 6551 MODINE MFG CO COM 607828100 4085 274148 SH DFND 17 274148 0 0 MOHAWK INDS INC COM 608190104 23528 117828 SH DFND 17 109124 0 8704 MOHAWK INDS INC COM 608190104 268 1340 SH DFND 20 1340 0 0 MOHAWK INDS INC COM 608190104 16029 80273 SH DFND 21 52515 0 27758 MOHAWK INDS INC COM 608190104 699 3500 SH DFND 24 3500 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 51437 35720000 PRN DFND 17 35720000 0 0 MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 52822 46245000 PRN DFND 17 42380000 0 3865000 MOLSON COORS BREWING CO CL B 60871R209 6520 67000 SH DFND 3 67000 0 0 MOLSON COORS BREWING CO CL B 60871R209 1800 18494 SH DFND 4 18494 0 0 MOLSON COORS BREWING CO CL B 60871R209 1760 18083 SH DFND 17 17850 0 233 MOLSON COORS BREWING CO CL B 60871R209 6538 67188 SH DFND 21 8187 0 59001 MOLSON COORS BREWING CO CALL 60871R909 2919 30000 SH Call DFND 4 30000 0 0 MOLSON COORS BREWING CO PUT 60871R959 26186 269100 SH Put DFND 4 269100 0 0 MONDELEZ INTL INC CL A 609207105 3954 89203 SH DFND 4 89203 0 0 MONDELEZ INTL INC CL A 609207105 56180 1267317 SH DFND 17 1069227 0 198090 MONDELEZ INTL INC CL A 609207105 48496 1093973 SH DFND 21 693993 0 399980 MONDELEZ INTL INC CALL 609207905 14491 326900 SH Call DFND 4 326900 0 0 MONDELEZ INTL INC PUT 609207955 104464 2356500 SH Put DFND 4 2356500 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 41134 2699088 SH DFND 3 2699088 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 1107 72612 SH DFND 17 14305 0 58307 MONMOUTH REAL ESTATE INVT CO CL A 609720107 738 48424 SH DFND 21 48424 0 0 MONOLITHIC PWR SYS INC COM 609839105 6088 74306 SH DFND 17 60591 0 13715 MONOLITHIC PWR SYS INC COM 609839105 1122 13695 SH DFND 21 13695 0 0 MONSANTO CO NEW COM 61166W101 972 9236 SH DFND 4 9236 0 0 MONSANTO CO NEW COM 61166W101 122501 1164344 SH DFND 17 1156090 0 8254 MONSANTO CO NEW COM 61166W101 2241 21300 SH DFND 20 21300 0 0 MONSANTO CO NEW COM 61166W101 26542 252273 SH DFND 21 238993 0 13280 MONSANTO CO NEW COM 61166W101 8890 84500 SH DFND 24 84500 0 0 MONSANTO CO NEW CALL 61166W901 13025 123800 SH Call DFND 4 123800 0 0 MONSANTO CO NEW PUT 61166W951 98403 935300 SH Put DFND 4 935300 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 11286 254526 SH DFND 4 254526 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 63082 1422686 SH DFND 17 1191114 0 231572 MONSTER BEVERAGE CORP NEW COM 61174X109 23 513 SH DFND 21 513 0 0 MONSTER BEVERAGE CORP NEW CALL 61174X909 7334 165400 SH Call DFND 4 165400 0 0 MONSTER BEVERAGE CORP NEW PUT 61174X959 40717 918300 SH Put DFND 4 918300 0 0 MOODYS CORP COM 615369105 20 210 SH DFND 17 0 0 210 MOODYS CORP COM 615369105 1892 20068 SH DFND 21 17977 0 2091 MOOG INC CL A 615394202 604 9190 SH DFND 17 0 0 9190 MORGAN STANLEY COM NEW 617446448 4660 110300 SH DFND 3 110300 0 0 MORGAN STANLEY COM NEW 617446448 22642 535916 SH DFND 17 295865 0 240051 MORGAN STANLEY COM NEW 617446448 892 21115 SH DFND 20 21115 0 0 MORGAN STANLEY COM NEW 617446448 74084 1753462 SH DFND 21 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SH DFND 4 520 0 0 ONEOK INC NEW COM 682680103 1256 21881 SH DFND 17 12634 0 9247 ONEOK INC NEW COM 682680103 13789 240179 SH DFND 21 211777 0 28402 OPEN TEXT CORP COM 683715106 27950 452020 SH DFND 3 252420 0 199600 OPEN TEXT CORP COM 683715106 7067 114299 SH DFND 17 80398 0 33901 OPEN TEXT CORP COM 683715106 121 1955 SH DFND 20 1955 0 0 OPEN TEXT CORP COM 683715106 20692 334647 SH DFND 21 221789 0 112858 ORACLE CORP COM 68389X105 93152 2422688 SH DFND 3 2419388 0 3300 ORACLE CORP COM 68389X105 28414 738982 SH DFND 4 738982 0 0 ORACLE CORP COM 68389X105 154663 4022434 SH DFND 17 3994220 0 28214 ORACLE CORP COM 68389X105 13028 338819 SH DFND 21 337819 0 1000 ORACLE CORP CALL 68389X905 28549 742500 SH Call DFND 4 742500 0 0 ORACLE CORP PUT 68389X955 140946 3665700 SH Put DFND 4 3665700 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 684 77935 SH DFND 17 11965 0 65970 ORBITAL ATK INC COM 68557N103 60888 694035 SH DFND 3 694035 0 0 ORBITAL ATK INC COM 68557N103 10798 123087 SH DFND 17 102732 0 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NEW COM 690742101 46759 906880 SH DFND 21 584647 0 322233 OWENS CORNING NEW COM 690742101 160 3103 SH DFND 25 3103 0 0 OWENS ILL INC COM NEW 690768403 11668 670194 SH DFND 17 560141 0 110053 OWENS ILL INC COM NEW 690768403 259 14897 SH DFND 21 7897 0 7000 PDVWIRELESS INC COM 69290R104 33825 1500000 SH DFND 4 1500000 0 0 PBF ENERGY INC CL A 69318G106 680 24400 SH DFND 17 0 0 24400 PBF ENERGY INC CL A 69318G106 4730 169658 SH DFND 21 151082 0 18576 PBF ENERGY INC CL A 69318G106 18 631 SH DFND 25 631 0 0 PC CONNECTION INC COM 69318J100 700 24915 SH DFND 21 24915 0 0 PDC ENERGY INC COM 69327R101 34578 476409 SH DFND 17 472144 0 4265 PDC ENERGY INC COM 69327R101 292 4025 SH DFND 21 0 0 4025 PDC ENERGY INC COM 69327R101 1815 25000 SH DFND 24 25000 0 0 PDC ENERGY INC PUT 69327R951 2758 38000 SH Put DFND 4 38000 0 0 PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 42181 37625000 PRN DFND 17 31565000 0 6060000 PDF SOLUTIONS INC COM 693282105 4560 202219 SH DFND 17 196006 0 6213 PDL BIOPHARMA INC COM 69329Y104 1146 540707 SH DFND 17 78260 0 462447 PDL BIOPHARMA INC COM 69329Y104 712 335769 SH DFND 21 320684 0 15085 PG&E CORP COM 69331C108 17336 285274 SH DFND 17 125566 0 159708 PG&E CORP COM 69331C108 591 9728 SH DFND 20 9728 0 0 PG&E CORP COM 69331C108 37565 618146 SH DFND 21 421002 0 197144 PG&E CORP COM 69331C108 301 4959 SH DFND 25 4959 0 0 PG&E CORP PUT 69331C958 6594 108500 SH Put DFND 4 108500 0 0 PHH CORP COM NEW 693320202 84874 5598554 SH DFND 4 5598554 0 0 PICO HLDGS INC COM NEW 693366205 5980 394713 SH DFND 4 394713 0 0 PHI INC COM NON VTG 69336T205 584 32396 SH DFND 21 32396 0 0 PGT INNOVATIONS INC COM 69336V101 1975 172471 SH DFND 17 172471 0 0 PLDT INC SPONSORED ADR 69344D408 840 30485 SH DFND 17 24485 0 6000 PLDT INC SPONSORED ADR 69344D408 1813 65800 SH DFND 21 65800 0 0 PNC FINL SVCS GROUP INC COM 693475105 110045 940876 SH DFND 3 939276 0 1600 PNC FINL SVCS GROUP INC COM 693475105 36859 315141 SH DFND 17 309096 0 6045 PNC FINL SVCS GROUP INC COM 693475105 1220 10432 SH DFND 20 10432 0 0 PNC FINL SVCS GROUP INC COM 693475105 37192 317987 SH DFND 21 216111 0 101876 PNC FINL SVCS GROUP INC COM 693475105 165 1408 SH DFND 25 1408 0 0 PNC FINL SVCS GROUP INC CALL 693475905 18655 159500 SH Call DFND 4 159500 0 0 PNC FINL SVCS GROUP INC PUT 693475955 129147 1104200 SH Put DFND 4 1104200 0 0 POSCO SPONSORED ADR 693483109 51830 986300 SH DFND 3 590400 0 395900 POSCO SPONSORED ADR 693483109 7513 142963 SH DFND 17 142963 0 0 PNM RES INC COM 69349H107 2943 85808 SH DFND 17 85808 0 0 PNM RES INC COM 69349H107 718 20929 SH DFND 21 18945 0 1984 PPG INDS INC COM 693506107 5572 58800 SH DFND 3 58800 0 0 PPG INDS INC COM 693506107 2162 22816 SH DFND 4 22816 0 0 PPG INDS INC COM 693506107 32 334 SH DFND 17 0 0 334 PPG INDS INC COM 693506107 32 334 SH DFND 21 334 0 0 PPG INDS INC COM 693506107 673 7100 SH DFND 24 7100 0 0 PPG INDS INC CALL 693506907 815 8600 SH Call DFND 4 8600 0 0 PPG INDS INC PUT 693506957 14337 151300 SH Put DFND 4 151300 0 0 PPL CORP COM 69351T106 10675 313500 SH DFND 3 313500 0 0 PPL CORP COM 69351T106 4535 133190 SH DFND 4 133190 0 0 PPL CORP COM 69351T106 29 860 SH DFND 17 0 0 860 PPL CORP COM 69351T106 204 5979 SH DFND 21 5979 0 0 PPL CORP CALL 69351T906 4505 132300 SH Call DFND 4 132300 0 0 PPL CORP PUT 69351T956 24608 722700 SH Put DFND 4 722700 0 0 PRA HEALTH SCIENCES INC COM 69354M108 15047 272983 SH DFND 17 223202 0 49781 PRA HEALTH SCIENCES INC COM 69354M108 1363 24722 SH DFND 21 0 0 24722 PS BUSINESS PKS INC CALIF COM 69360J107 515 4422 SH DFND 21 4422 0 0 PVH CORP COM 693656100 1810 20063 SH DFND 17 18368 0 1695 PVH CORP COM 693656100 16950 187828 SH DFND 21 83346 0 104482 PTC INC COM 69370C100 16479 356159 SH DFND 17 294766 0 61393 PTC INC COM 69370C100 443 9569 SH DFND 21 5769 0 3800 PACCAR INC COM 693718108 1430 22376 SH DFND 4 22376 0 0 PACCAR INC COM 693718108 614 9615 SH DFND 17 9172 0 443 PACCAR INC COM 693718108 12233 191437 SH DFND 21 191437 0 0 PACCAR INC CALL 693718908 933 14600 SH Call DFND 4 14600 0 0 PACCAR INC PUT 693718958 17796 278500 SH Put DFND 4 278500 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 467 122781 SH DFND 17 70899 0 51882 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1122 295294 SH DFND 21 295294 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 1395 63844 SH DFND 17 57720 0 6124 PACIFIC PREMIER BANCORP COM 69478X105 5241 148254 SH DFND 17 148254 0 0 PACKAGING CORP AMER COM 695156109 11404 134455 SH DFND 3 134455 0 0 PACKAGING CORP AMER COM 695156109 8347 98413 SH DFND 17 78850 0 19563 PACKAGING CORP AMER COM 695156109 24748 291773 SH DFND 21 283968 0 7805 PACWEST BANCORP DEL COM 695263103 1737 31906 SH DFND 21 31906 0 0 PALO ALTO NETWORKS INC COM 697435105 113370 906599 SH DFND 17 828555 0 78044 PALO ALTO NETWORKS INC COM 697435105 1102 8811 SH DFND 21 1233 0 7578 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 18208 14230000 PRN DFND 17 13980000 0 250000 PANDORA MEDIA INC COM 698354107 29278 2245225 SH DFND 17 2049019 0 196206 PANDORA MEDIA INC COM 698354107 147 11273 SH DFND 21 5173 0 6100 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 16730 16250000 PRN DFND 17 14055000 0 2195000 PAPA JOHNS INTL INC COM 698813102 5214 60923 SH DFND 17 875 0 60048 PARK CITY GROUP INC COM NEW 700215304 1184 93191 SH DFND 17 84347 0 8844 PARK OHIO HLDGS CORP COM 700666100 16030 376296 SH DFND 3 376296 0 0 PARK OHIO HLDGS CORP COM 700666100 27 626 SH DFND 17 626 0 0 PARK STERLING CORP COM 70086Y105 1365 126469 SH DFND 17 114469 0 12000 PARKER HANNIFIN CORP COM 701094104 1343 9590 SH DFND 4 9590 0 0 PARKER HANNIFIN CORP COM 701094104 12298 87844 SH DFND 17 21710 0 66134 PARKER HANNIFIN CORP COM 701094104 205 1462 SH DFND 21 1462 0 0 PARKER HANNIFIN CORP CALL 701094904 1190 8500 SH Call DFND 4 8500 0 0 PARKER HANNIFIN CORP PUT 701094954 13804 98600 SH Put DFND 4 98600 0 0 PARSLEY ENERGY INC CL A 701877102 19626 556916 SH DFND 17 379165 0 177751 PARSLEY ENERGY INC CL A 701877102 10070 285745 SH DFND 21 285745 0 0 PARSLEY ENERGY INC CL A 701877102 1762 50000 SH DFND 24 50000 0 0 PATRICK INDS INC COM 703343103 12418 162750 SH DFND 17 119820 0 42930 PATRICK INDS INC COM 703343103 9085 119073 SH DFND 21 66824 0 52249 PAYCHEX INC COM 704326107 23899 392559 SH DFND 17 278469 0 114090 PAYCHEX INC COM 704326107 25 407 SH DFND 21 407 0 0 PAYCHEX INC CALL 704326907 4736 77800 SH Call DFND 4 77800 0 0 PAYCHEX INC PUT 704326957 25850 424600 SH Put DFND 4 424600 0 0 PAYCOM SOFTWARE INC COM 70432V102 84019 1846986 SH DFND 17 1468076 0 378910 PAYPAL HLDGS INC COM 70450Y103 47196 1195755 SH DFND 17 1152705 0 43050 PAYPAL HLDGS INC COM 70450Y103 2737 69345 SH DFND 21 42739 0 26606 PAYPAL HLDGS INC CALL 70450Y903 12682 321300 SH Call DFND 4 321300 0 0 PAYPAL HLDGS INC PUT 70450Y953 76856 1947200 SH Put DFND 4 1947200 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 1938 62775 SH DFND 17 62775 0 0 PEMBINA PIPELINE CORP COM 706327103 7829 250218 SH DFND 21 92839 0 157379 PENGROWTH ENERGY CORP COM 70706P104 63 44043 SH DFND 4 44043 0 0 PENN NATL GAMING INC COM 707569109 754 54675 SH DFND 17 40605 0 14070 PENN WEST PETE LTD NEW COM 707887105 220 124568 SH DFND 4 124568 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 4474 86300 SH DFND 3 86300 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 886 17087 SH DFND 21 15955 0 1132 PENUMBRA INC COM 70975L107 8302 130125 SH DFND 17 105142 0 24983 PENUMBRA INC COM 70975L107 470 7361 SH DFND 21 5761 0 1600 PEOPLES UNITED FINANCIAL INC COM 712704105 301 15538 SH DFND 4 15538 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 8 394 SH DFND 17 0 0 394 PEOPLES UNITED FINANCIAL INC COM 712704105 8 394 SH DFND 21 394 0 0 PEPSICO INC COM 713448108 530 5061 SH DFND 4 5061 0 0 PEPSICO INC COM 713448108 155851 1489542 SH DFND 17 1326871 0 162671 PEPSICO INC COM 713448108 1943 18567 SH DFND 20 18567 0 0 PEPSICO INC COM 713448108 26575 253986 SH DFND 21 245455 0 8531 PEPSICO INC COM 713448108 525 5020 SH DFND 24 5020 0 0 PEPSICO INC CALL 713448908 52713 503800 SH Call DFND 4 503800 0 0 PEPSICO INC PUT 713448958 250087 2390200 SH Put DFND 4 2390200 0 0 PERFICIENT INC COM 71375U101 662 37845 SH DFND 21 37845 0 0 PERKINELMER INC COM 714046109 4768 91430 SH DFND 17 74457 0 16973 PERKINELMER INC COM 714046109 7273 139470 SH DFND 21 139470 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 58 1988 SH DFND 1988 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8717 298934 SH DFND 17 282551 0 16383 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 7803 267583 SH DFND 21 252805 0 14778 PETMED EXPRESS INC COM 716382106 309 13382 SH DFND 17 13382 0 0 PETMED EXPRESS INC COM 716382106 3142 136201 SH DFND 21 28476 0 107725 PETMED EXPRESS INC COM 716382106 41 1770 SH DFND 25 1770 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 437 43259 SH DFND 21 43259 0 0 PFENEX INC COM 717071104 1305 143889 SH DFND 17 138621 0 5268 PFIZER INC COM 717081103 167673 5162343 SH DFND 3 5162343 0 0 PFIZER INC COM 717081103 52279 1609568 SH DFND 4 1603512 0 6056 PFIZER INC COM 717081103 138810 4273717 SH DFND 17 3068434 0 1205283 PFIZER INC COM 717081103 2357 72580 SH DFND 20 72580 0 0 PFIZER INC COM 717081103 240498 7404480 SH DFND 21 5322531 0 2081949 PFIZER INC COM 717081103 2988 92000 SH DFND 24 92000 0 0 PFIZER INC COM 717081103 340 10458 SH DFND 25 10458 0 0 PFIZER INC CALL 717081903 47629 1466400 SH Call DFND 4 1466400 0 0 PFIZER INC PUT 717081953 199499 6142200 SH Put DFND 4 6142200 0 0 PHARMERICA CORP COM 71714F104 341 13563 SH DFND 21 11591 0 1972 PHARMATHENE INC COM 71714G102 53 16330 SH DFND 17 16330 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 77 2630 SH DFND 17 2630 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 790 26955 SH DFND 21 26955 0 0 PHILIP MORRIS INTL INC COM 718172109 58170 635811 SH DFND 4 635811 0 0 PHILIP MORRIS INTL INC COM 718172109 4107 44888 SH DFND 17 23314 0 21574 PHILIP MORRIS INTL INC COM 718172109 13223 144529 SH DFND 21 112149 0 32380 PHILIP MORRIS INTL INC CALL 718172909 36120 394800 SH Call DFND 4 394800 0 0 PHILIP MORRIS INTL INC PUT 718172959 298129 3258600 SH Put DFND 4 3258600 0 0 PHILLIPS 66 COM 718546104 16935 195985 SH DFND 17 61260 0 134725 PHILLIPS 66 COM 718546104 65004 752274 SH DFND 21 656500 0 95774 PHILLIPS 66 COM 718546104 691 8000 SH DFND 24 8000 0 0 PHILLIPS 66 COM 718546104 142 1643 SH DFND 25 1643 0 0 PHILLIPS 66 CALL 718546904 9505 110000 SH Call DFND 4 110000 0 0 PHILLIPS 66 PUT 718546954 72273 836400 SH Put DFND 4 836400 0 0 PHOTRONICS INC COM 719405102 518 45815 SH DFND 17 38998 0 6817 PHOTRONICS INC COM 719405102 1923 170163 SH DFND 21 142907 0 27256 PHYSICIANS RLTY TR COM 71943U104 9257 488218 SH DFND 4 488218 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 8736 460021 SH DFND 17 460021 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 3181 167535 SH DFND 21 110778 0 56757 PILGRIMS PRIDE CORP NEW COM 72147K108 6085 320418 SH DFND 24 320418 0 0 PIMCO ETF TR BROAD US TIPS 72201R403 9387 163424 SH DFND 17 163424 0 0 PIMCO ETF TR DIV INC ACT ETF 72201R726 13151 267730 SH DFND 4 267730 0 0 PIMCO ETF TR 0-5 HIGH YIELD 72201R783 128164 1283438 SH DFND 4 1283438 0 0 PIMCO ETF TR GB ADV INF BD AC 72201R791 62281 1484100 SH DFND 4 1484100 0 0 PIMCO ETF TR INV GRD CRP BD 72201R817 1126 11010 SH DFND 17 11010 0 0 PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 2513 124283 SH DFND 4 124283 0 0 PINNACLE WEST CAP CORP COM 723484101 464 5945 SH DFND 4 5945 0 0 PINNACLE WEST CAP CORP COM 723484101 6453 82702 SH DFND 17 75152 0 7550 PINNACLE WEST CAP CORP COM 723484101 18468 236678 SH DFND 21 129711 0 106967 PINNACLE WEST CAP CORP COM 723484101 164 2102 SH DFND 25 2102 0 0 PINNACLE FOODS INC DEL COM 72348P104 23777 444846 SH DFND 17 389971 0 54875 PINNACLE FOODS INC DEL COM 72348P104 1002 18752 SH DFND 20 18752 0 0 PINNACLE FOODS INC DEL COM 72348P104 47367 886193 SH DFND 21 592776 0 293417 PINNACLE FOODS INC DEL COM 72348P104 167 3127 SH DFND 25 3127 0 0 PIONEER NAT RES CO COM 723787107 709 3939 SH DFND 4 3939 0 0 PIONEER NAT RES CO COM 723787107 46224 256699 SH DFND 17 252169 0 4530 PIONEER NAT RES CO COM 723787107 15990 88800 SH DFND 20 88800 0 0 PIONEER NAT RES CO COM 723787107 4120 22880 SH DFND 21 5895 0 16985 PIONEER NAT RES CO COM 723787107 2161 12000 SH DFND 24 12000 0 0 PIONEER NAT RES CO CALL 723787907 9166 50900 SH Call DFND 4 50900 0 0 PIONEER NAT RES CO PUT 723787957 79141 439500 SH Put DFND 4 439500 0 0 PIPER JAFFRAY COS COM 724078100 172 2366 SH DFND 17 2366 0 0 PIPER JAFFRAY COS COM 724078100 3420 47172 SH DFND 21 26654 0 20518 PITNEY BOWES INC COM 724479100 366 24078 SH DFND 4 24078 0 0 PITNEY BOWES INC COM 724479100 570 37517 SH DFND 17 37282 0 235 PITNEY BOWES INC COM 724479100 127 8356 SH DFND 20 8356 0 0 PITNEY BOWES INC COM 724479100 9882 650534 SH DFND 21 638878 0 11656 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 12593 390000 SH DFND 4 390000 0 0 PLANET FITNESS INC CL A 72703H101 92 4590 SH DFND 21 4590 0 0 PLANET FITNESS INC CL A 72703H101 569 28300 SH DFND 24 28300 0 0 PLANTRONICS INC NEW COM 727493108 883 16120 SH DFND 17 13995 0 2125 PLEXUS CORP COM 729132100 241 4455 SH DFND 17 0 0 4455 PLEXUS CORP COM 729132100 274 5063 SH DFND 21 5063 0 0 POLARIS INDS INC COM 731068102 2558 31043 SH DFND 21 31043 0 0 POOL CORPORATION COM 73278L105 23019 220616 SH DFND 17 184026 0 36590 POOL CORPORATION COM 73278L105 5281 50615 SH DFND 21 45202 0 5413 POPULAR INC COM NEW 733174700 5219 119100 SH DFND 17 0 0 119100 POPULAR INC COM NEW 733174700 3001 68480 SH DFND 21 34066 0 34414 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 30602 32755000 PRN DFND 17 32755000 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 3324 76717 SH DFND 17 76717 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 2357 54395 SH DFND 21 54395 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 104 4620 SH DFND 17 4620 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 269 12000 SH DFND 24 12000 0 0 POST HLDGS INC COM 737446104 5095 63375 SH DFND 17 63375 0 0 POST HLDGS INC COM 737446104 9219 114679 SH DFND 21 111693 0 2986 POST HLDGS INC COM 737446104 3063 38100 SH DFND 24 38100 0 0 POTASH CORP SASK INC COM 73755L107 14841 819344 SH DFND 21 819344 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1896 16000 SH DFND 24 16000 0 0 POWERSHARES QQQ TRUST PUT 73935A954 104088 878526 SH Put DFND 4 878526 0 0 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 10356 653805 SH DFND 17 653805 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 555 20970 SH DFND 8730 0 12240 POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 397 17000 SH DFND 24 17000 0 0 POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 4590 244278 SH DFND 17 244278 0 0 PRAXAIR INC COM 74005P104 3193 27245 SH DFND 4 27245 0 0 PRAXAIR INC COM 74005P104 42 360 SH DFND 17 0 0 360 PRAXAIR INC COM 74005P104 42 360 SH DFND 21 360 0 0 PRAXAIR INC CALL 74005P904 6539 55800 SH Call DFND 4 55800 0 0 PRAXAIR INC PUT 74005P954 50169 428100 SH Put DFND 4 428100 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 3644 69514 SH DFND 17 66012 0 3502 PREFERRED BK LOS ANGELES CA COM NEW 740367404 536 10228 SH DFND 21 10228 0 0 PREFERRED APT CMNTYS INC COM 74039L103 361 24244 SH DFND 17 0 0 24244 PRESTIGE BRANDS HLDGS INC COM 74112D101 228 4370 SH DFND 17 4370 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 109 2095 SH DFND 21 0 0 2095 PRICE T ROWE GROUP INC COM 74144T108 503 6682 SH DFND 4 6682 0 0 PRICE T ROWE GROUP INC COM 74144T108 23 307 SH DFND 17 0 0 307 PRICE T ROWE GROUP INC COM 74144T108 23 307 SH DFND 21 307 0 0 PRICE T ROWE GROUP INC CALL 74144T908 1400 18600 SH Call DFND 4 18600 0 0 PRICE T ROWE GROUP INC PUT 74144T958 14781 196400 SH Put DFND 4 196400 0 0 PRICELINE GRP INC COM NEW 741503403 110883 75633 SH DFND 17 54612 0 21021 PRICELINE GRP INC COM NEW 741503403 2052 1400 SH DFND 20 1400 0 0 PRICELINE GRP INC COM NEW 741503403 130498 89013 SH DFND 21 71559 0 17454 PRICELINE GRP INC COM NEW 741503403 557 380 SH DFND 24 380 0 0 PRICELINE GRP INC CALL 741503903 17739 12100 SH Call DFND 4 12100 0 0 PRICELINE GRP INC PUT 741503953 82979 56600 SH Put DFND 4 56600 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 24752 15720000 PRN DFND 17 13400000 0 2320000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 198128 154035000 PRN DFND 17 146170000 0 7865000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 3859 3000000 PRN DFND 21 0 0 3000000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 16839 15880000 PRN DFND 17 15500000 0 380000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4242 4000000 PRN DFND 21 0 0 4000000 PRIMERICA INC COM 74164M108 7212 104288 SH DFND 21 101549 0 2739 PRIMO WTR CORP COM 74165N105 3100 252448 SH DFND 17 244505 0 7943 PRINCIPAL FINL GROUP INC COM 74251V102 4322 74700 SH DFND 3 74700 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 5049 87260 SH DFND 17 86922 0 338 PRINCIPAL FINL GROUP INC COM 74251V102 789 13642 SH DFND 20 13642 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 11445 197808 SH DFND 21 138420 0 59388 PROCTER AND GAMBLE CO COM 742718109 86997 1034695 SH DFND 3 1032995 0 1700 PROCTER AND GAMBLE CO COM 742718109 24209 287930 SH DFND 4 287930 0 0 PROCTER AND GAMBLE CO COM 742718109 133175 1583914 SH DFND 17 1534500 0 49414 PROCTER AND GAMBLE CO COM 742718109 76536 910272 SH DFND 21 600058 0 310214 PROCTER AND GAMBLE CO COM 742718109 136 1617 SH DFND 24 1617 0 0 PROCTER AND GAMBLE CO CALL 742718909 54829 652100 SH Call DFND 4 652100 0 0 PROCTER AND GAMBLE CO PUT 742718959 499772 5944000 SH Put DFND 4 5944000 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 1823 211010 SH DFND 17 204383 0 6627 PROGRESSIVE CORP OHIO COM 743315103 199 5617 SH DFND 4 5617 0 0 PROGRESSIVE CORP OHIO COM 743315103 2620 73807 SH DFND 17 53876 0 19931 PROGRESSIVE CORP OHIO COM 743315103 22320 628741 SH DFND 21 628741 0 0 PROGRESSIVE CORP OHIO CALL 743315903 401 11300 SH Call DFND 4 11300 0 0 PROGRESSIVE CORP OHIO PUT 743315953 5215 146900 SH Put DFND 4 146900 0 0 PROLOGIS INC COM 74340W103 30660 580793 SH DFND 4 580793 0 0 PROLOGIS INC COM 74340W103 47 889 SH DFND 17 221 0 668 PROLOGIS INC COM 74340W103 35 668 SH DFND 21 668 0 0 PROLOGIS INC PUT 74340W953 9439 178800 SH Put DFND 4 178800 0 0 PROOFPOINT INC COM 743424103 82596 1169083 SH DFND 17 932584 0 236499 PROOFPOINT INC COM 743424103 152 2156 SH DFND 21 2156 0 0 PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 43039 38440000 PRN DFND 17 31920000 0 6520000 PROS HOLDINGS INC COM 74346Y103 1358 63100 SH DFND 17 63100 0 0 PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 979 1000000 PRN DFND 17 1000000 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 1852 221753 SH DFND 17 0 0 221753 PROSPECT CAPITAL CORPORATION COM 74348T102 949 113688 SH DFND 21 73326 0 40362 PROSPERITY BANCSHARES INC COM 743606105 37750 525916 SH DFND 3 525916 0 0 PROVIDENT FINL SVCS INC COM 74386T105 27301 964700 SH DFND 3 964700 0 0 PROVIDENT FINL SVCS INC COM 74386T105 370 13080 SH DFND 17 13080 0 0 PROVIDENT FINL SVCS INC COM 74386T105 133 4699 SH DFND 20 4699 0 0 PROVIDENT FINL SVCS INC COM 74386T105 1540 54400 SH DFND 21 41746 0 12654 PRUDENTIAL FINL INC COM 744320102 11280 108395 SH DFND 3 108395 0 0 PRUDENTIAL FINL INC COM 744320102 117016 1124502 SH DFND 17 1073369 0 51133 PRUDENTIAL 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RED HAT INC COM 756577102 54835 786723 SH DFND 17 756123 0 30600 RED HAT INC COM 756577102 16 227 SH DFND 21 227 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 60901 51975000 PRN DFND 17 51595000 0 380000 RED LION HOTELS CORP COM 756764106 796 95344 SH DFND 17 86368 0 8976 REGAL BELOIT CORP COM 758750103 50440 728369 SH DFND 3 728369 0 0 REGAL BELOIT CORP COM 758750103 2118 30585 SH DFND 21 25501 0 5084 REGAL ENTMT GROUP CL A 758766109 221 10741 SH DFND 4 10741 0 0 REGAL ENTMT GROUP CL A 758766109 90 4390 SH DFND 17 4390 0 0 REGAL ENTMT GROUP CL A 758766109 1762 85541 SH DFND 21 30152 0 55389 REGENCY CTRS CORP COM 758849103 2 34 SH DFND 17 34 0 0 REGENCY CTRS CORP COM 758849103 1287 18659 SH DFND 21 18659 0 0 REGENERON PHARMACEUTICALS COM 75886F107 14909 40613 SH DFND 4 40613 0 0 REGENERON PHARMACEUTICALS COM 75886F107 25140 68484 SH DFND 17 60594 0 7890 REGENERON PHARMACEUTICALS COM 75886F107 35 96 SH DFND 21 96 0 0 REGENERON PHARMACEUTICALS COM 75886F107 10077 27450 SH DFND 24 27450 0 0 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212 0 0 REIS INC COM 75936P105 728 32710 SH DFND 17 29588 0 3122 RELIANCE STEEL & ALUMINUM CO COM 759509102 4001 50300 SH DFND 3 50300 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 196 2468 SH DFND 4 2468 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 3619 45503 SH DFND 17 45503 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 178 2233 SH DFND 20 2233 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 11573 145498 SH DFND 21 56907 0 88591 RENASANT CORP COM 75970E107 275 6511 SH DFND 17 6511 0 0 REPLIGEN CORP COM 759916109 4912 159372 SH DFND 17 154608 0 4764 RENT A CTR INC NEW COM 76009N100 227 20204 SH DFND 4 20204 0 0 REPUBLIC SVCS INC COM 760759100 6447 113009 SH DFND 17 75746 0 37263 REPUBLIC SVCS INC COM 760759100 853 14955 SH DFND 20 14955 0 0 REPUBLIC SVCS INC COM 760759100 54189 949859 SH DFND 21 670025 0 279834 REPUBLIC SVCS INC COM 760759100 207 3630 SH DFND 25 3630 0 0 RESMED INC COM 761152107 3125 50357 SH DFND 17 35189 0 15168 RESMED INC COM 761152107 8728 140660 SH DFND 21 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REYNOLDS AMERICAN INC COM 761713106 93256 1664091 SH DFND 21 1392461 0 271630 REYNOLDS AMERICAN INC COM 761713106 288 5138 SH DFND 25 5138 0 0 REYNOLDS AMERICAN INC CALL 761713906 8557 152700 SH Call DFND 4 152700 0 0 REYNOLDS AMERICAN INC PUT 761713956 72292 1290000 SH Put DFND 4 1290000 0 0 RICE ENERGY INC COM 762760106 1124 52661 SH DFND 21 40447 0 12214 RING ENERGY INC COM 76680V108 4064 312889 SH DFND 17 301234 0 11655 RITE AID CORP COM 767754104 8446 1025000 SH DFND 4 1025000 0 0 RITE AID CORP COM 767754104 171 20711 SH DFND 21 20711 0 0 ROCKWELL COLLINS INC PUT 774341951 9276 100000 SH Put DFND 21 100000 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 818 21192 SH DFND 21 19110 0 2082 ROGERS CORP COM 775133101 14272 185813 SH DFND 17 148292 0 37521 ROGERS CORP COM 775133101 250 3260 SH DFND 21 1360 0 1900 ROPER TECHNOLOGIES INC COM 776696106 1948 10642 SH DFND 4 10642 0 0 ROPER TECHNOLOGIES INC COM 776696106 23 128 SH DFND 17 0 0 128 ROPER TECHNOLOGIES INC COM 776696106 45818 250261 SH DFND 21 194105 0 56156 ROPER TECHNOLOGIES INC COM 776696106 6444 35200 SH DFND 24 35200 0 0 ROPER TECHNOLOGIES INC CALL 776696906 806 4400 SH Call DFND 4 4400 0 0 ROPER TECHNOLOGIES INC PUT 776696956 17228 94100 SH Put DFND 4 94100 0 0 ROSS STORES INC COM 778296103 204 3103 SH DFND 4 3103 0 0 ROSS STORES INC COM 778296103 452 6894 SH DFND 17 6392 0 502 ROSS STORES INC COM 778296103 25863 394252 SH DFND 21 309265 0 84987 ROSS STORES INC CALL 778296903 5136 78300 SH Call DFND 4 78300 0 0 ROSS STORES INC PUT 778296953 45159 688400 SH Put DFND 4 688400 0 0 ROVI CORP NOTE 0.500% 3/0 779376AD4 51094 50215000 PRN DFND 17 42270000 0 7945000 ROYAL BK CDA MONTREAL QUE COM 780087102 35143 518632 SH DFND 17 276863 0 241769 ROYAL BK CDA MONTREAL QUE COM 780087102 1074 15852 SH DFND 20 15852 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 94411 1393285 SH DFND 21 891026 0 502259 ROYAL BK CDA MONTREAL QUE COM 780087102 309 4563 SH DFND 25 4563 0 0 ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 538951 527091000 PRN DFND 4 527091000 0 0 ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 385722 406023000 PRN DFND 4 406023000 0 0 ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 238313 248243000 PRN DFND 4 248243000 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 258833 4759705 SH DFND 3 4318428 0 441277 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 44698 821955 SH DFND 17 821955 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 25601 24050000 PRN DFND 17 20935000 0 3115000 RUDOLPH TECHNOLOGIES INC COM 781270103 3309 141696 SH DFND 17 50376 0 91320 RUDOLPH TECHNOLOGIES INC COM 781270103 360 15414 SH DFND 20 15414 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 3770 161444 SH DFND 21 126582 0 34862 RUDOLPH TECHNOLOGIES INC COM 781270103 48 2061 SH DFND 25 2061 0 0 RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 8166 98078 SH DFND 17 85578 0 12500 RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 61504 738696 SH DFND 21 97566 0 641130 RYDER SYS INC COM 783549108 99106 1331351 SH DFND 3 1329351 0 2000 RYDER SYS INC COM 783549108 30 399 SH DFND 4 399 0 0 RYDER SYS INC COM 783549108 16385 220108 SH DFND 17 220041 0 67 RYDER SYS INC COM 783549108 15148 203493 SH DFND 21 156982 0 46511 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 19049 15550000 PRN DFND 17 15345000 0 205000 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 627 670000 PRN DFND 4 670000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7672 8205000 PRN DFND 17 8205000 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 8985 142603 SH DFND 4 142603 0 0 S&P GLOBAL INC COM 78409V104 4477 41631 SH DFND 4 41631 0 0 S&P GLOBAL INC COM 78409V104 6767 62925 SH DFND 17 55508 0 7417 S&P GLOBAL INC COM 78409V104 116702 1085198 SH DFND 21 915487 0 169711 S&P GLOBAL INC CALL 78409V904 1527 14200 SH Call DFND 4 14200 0 0 S&P GLOBAL INC PUT 78409V954 10808 100500 SH Put DFND 4 100500 0 0 SEI INVESTMENTS CO COM 784117103 12273 248646 SH DFND 17 202650 0 45996 SK TELECOM LTD SPONSORED ADR 78440P108 6692 320202 SH DFND 20 308402 0 11800 SL GREEN RLTY CORP COM 78440X101 9868 91749 SH DFND 4 91749 0 0 SL GREEN RLTY CORP COM 78440X101 18 170 SH DFND 17 42 0 128 SL GREEN RLTY CORP COM 78440X101 14 128 SH DFND 21 128 0 0 SLM CORP COM 78442P106 858 77903 SH DFND 4 77903 0 0 SLM CORP COM 78442P106 13242 1201672 SH DFND 17 988913 0 212759 SLM CORP COM 78442P106 265 24079 SH DFND 21 11379 0 12700 SM ENERGY CO COM 78454L100 35855 1039883 SH DFND 17 968369 0 71514 SM ENERGY CO COM 78454L100 248 7203 SH DFND 21 4703 0 2500 SM ENERGY CO COM 78454L100 2783 80700 SH DFND 24 80700 0 0 SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 48930 41745000 PRN DFND 17 36020000 0 5725000 SPDR S&P 500 ETF TR TR UNIT 78462F103 557 2490 SH DFND 1050 0 1440 SPDR S&P 500 ETF TR TR UNIT 78462F103 3032 13566 SH DFND 4 13566 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1947223 8711236 SH DFND 17 8711236 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2012 9000 SH DFND 24 9000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 12797 57250 SH DFND 25 57250 0 0 SPS COMM INC COM 78463M107 1460 20892 SH DFND 17 20892 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 391 3570 SH DFND 1490 0 2080 SPDR GOLD TRUST GOLD SHS 78463V107 7856 71670 SH DFND 20 71670 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 767 7000 SH DFND 24 7000 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 6157 184011 SH DFND 24 23756 0 160255 SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 274 6000 SH DFND 24 6000 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1227 33660 SH DFND 14010 0 19650 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 11938 327529 SH DFND 17 327529 0 0 SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 301 9855 SH DFND 17 9855 0 0 SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 7424 285771 SH DFND 24 0 0 285771 SPDR SERIES TRUST S&P BK ETF 78464A797 230 5283 SH DFND 17 5283 0 0 SPDR SERIES TRUST PUT 78464A958 23912 706400 SH Put DFND 4 706400 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 7 231 SH DFND 17 231 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 87019 3042622 SH DFND 21 2654926 0 387696 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 503 17600 SH DFND 24 17600 0 0 SPDR SER TR BLOOMBERG SRT TR 78468R408 3400 122826 SH DFND 17 122826 0 0 SABRE CORP COM 78573M104 8369 335420 SH DFND 17 282958 0 52462 SABRE CORP COM 78573M104 192 7698 SH DFND 20 7698 0 0 SABRE CORP COM 78573M104 1631 65388 SH DFND 21 60788 0 4600 SAIA INC COM 78709Y105 1328 30076 SH DFND 17 30076 0 0 ST JUDE MED INC COM 790849103 29 361 SH DFND 17 0 0 361 ST JUDE MED INC COM 790849103 21393 266783 SH DFND 21 266783 0 0 SALESFORCE COM INC COM 79466L302 24775 361893 SH DFND 4 361893 0 0 SALESFORCE COM INC COM 79466L302 229512 3352496 SH DFND 17 3010223 0 342273 SALESFORCE COM INC COM 79466L302 452 6603 SH DFND 21 2494 0 4109 SALESFORCE COM INC CALL 79466L902 12946 189100 SH Call DFND 4 189100 0 0 SALESFORCE COM INC PUT 79466L952 80488 1175700 SH Put DFND 4 1175700 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 112196 95860000 PRN DFND 17 92770000 0 3090000 SANCHEZ ENERGY CORP COM 79970Y105 10959 1213650 SH DFND 17 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809 0 2591 SANTANDER CONSUMER USA HDG I COM 80283M101 6525 483351 SH DFND 21 394643 0 88708 SAREPTA THERAPEUTICS INC COM 803607100 1382 50393 SH DFND 17 50393 0 0 SAREPTA THERAPEUTICS INC COM 803607100 27 1000 SH DFND 21 0 0 1000 SAREPTA THERAPEUTICS INC COM 803607100 266 9700 SH DFND 24 9700 0 0 SASOL LTD SPONSORED ADR 803866300 114925 4019767 SH DFND 3 3252767 0 767000 SASOL LTD SPONSORED ADR 803866300 11583 405147 SH DFND 17 389047 0 16100 SCANA CORP NEW COM 80589M102 15 200 SH DFND 3 200 0 0 SCANA CORP NEW COM 80589M102 9050 123505 SH DFND 17 29756 0 93749 SCANA CORP NEW COM 80589M102 9604 131060 SH DFND 21 98741 0 32319 SCHEIN HENRY INC COM 806407102 38 249 SH DFND 17 148 0 101 SCHEIN HENRY INC COM 806407102 191 1257 SH DFND 21 1257 0 0 SCHLUMBERGER LTD COM 806857108 166623 1984785 SH DFND 17 1849099 0 135686 SCHLUMBERGER LTD COM 806857108 18007 214500 SH DFND 20 214500 0 0 SCHLUMBERGER LTD COM 806857108 53317 635106 SH DFND 21 366775 0 268331 SCHLUMBERGER LTD COM 806857108 2661 31700 SH DFND 24 31700 0 0 SCHLUMBERGER LTD CALL 806857908 29794 354900 SH Call DFND 4 354900 0 0 SCHLUMBERGER LTD PUT 806857958 229897 2738500 SH Put DFND 4 2738500 0 0 SCHULMAN A INC COM 808194104 46217 1381662 SH DFND 3 1381662 0 0 SCHULMAN A INC COM 808194104 623 18626 SH DFND 17 18626 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2606 66016 SH DFND 17 22530 0 43486 SCHWAB CHARLES CORP NEW COM 808513105 59449 1506180 SH DFND 21 1251095 0 255085 SCHWAB CHARLES CORP NEW COM 808513105 355 9000 SH DFND 24 9000 0 0 SCHWAB CHARLES CORP NEW CALL 808513905 10594 268400 SH Call DFND 4 268400 0 0 SCHWAB CHARLES CORP NEW PUT 808513955 70107 1776200 SH Put DFND 4 1776200 0 0 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 1519 29498 SH DFND 17 29498 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 688 12538 SH DFND 17 12538 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 40607 891874 SH DFND 3 891874 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 2156 47361 SH DFND 17 38122 0 9239 SCHWEITZER-MAUDUIT INTL INC COM 808541106 4867 106899 SH DFND 21 54170 0 52729 SCIENCE APPLICATNS INTL CP N COM 808625107 319 3764 SH DFND 17 3764 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 1519 17916 SH DFND 21 16046 0 1870 SCICLONE PHARMACEUTICALS INC COM 80862K104 1121 103801 SH DFND 21 85696 0 18105 SCOTTS MIRACLE GRO CO CL A 810186106 5177 54179 SH DFND 21 13870 0 40309 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 9 120 SH DFND 17 0 0 120 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3800 53241 SH DFND 21 7594 0 45647 SEACOAST BKG CORP FLA COM NEW 811707801 17161 777924 SH DFND 17 662359 0 115565 SEACOAST BKG CORP FLA COM NEW 811707801 126 5700 SH DFND 21 0 0 5700 SEALED AIR CORP NEW COM 81211K100 6008 132500 SH DFND 3 132500 0 0 SEALED AIR CORP NEW COM 81211K100 9975 220000 SH DFND 4 220000 0 0 SEALED AIR CORP NEW COM 81211K100 224 4935 SH DFND 17 4691 0 244 SEALED AIR CORP NEW COM 81211K100 1557 34337 SH DFND 21 34337 0 0 SEATTLE GENETICS INC COM 812578102 3284 62228 SH DFND 17 62228 0 0 SEATTLE GENETICS INC COM 812578102 1478 28000 SH DFND 24 28000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2501 33200 SH DFND 24 33200 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1802 77500 SH DFND 24 77000 0 500 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3329 53500 SH DFND 24 53500 0 0 SELECT SECTOR SPDR TR PUT 81369Y950 34479 693748 SH Put DFND 4 693748 0 0 SELECT SECTOR SPDR TR PUT 81369Y954 57975 931775 SH Put DFND 4 931775 0 0 SELECT SECTOR SPDR TR PUT 81369Y955 27754 1193700 SH Put DFND 4 1193700 0 0 SELECT SECTOR SPDR TR PUT 81369Y956 64107 851126 SH Put DFND 4 851126 0 0 SELECT SECTOR SPDR TR PUT 81369Y957 11019 135369 SH Put DFND 4 135369 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 1913 75930 SH DFND 17 75930 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 573 22740 SH DFND 21 22740 0 0 SELECTIVE INS GROUP INC COM 816300107 51 1186 SH DFND 17 1186 0 0 SELECTIVE INS GROUP INC COM 816300107 113 2628 SH DFND 20 2628 0 0 SELECTIVE INS GROUP INC COM 816300107 2291 53225 SH DFND 21 47506 0 5719 SEMGROUP CORP CL A 81663A105 443 10620 SH DFND 4 10620 0 0 SEMTECH CORP COM 816850101 2367 75025 SH DFND 17 53015 0 22010 SEMPRA ENERGY COM 816851109 3895 38699 SH DFND 4 38699 0 0 SEMPRA ENERGY COM 816851109 32 316 SH DFND 17 0 0 316 SEMPRA ENERGY COM 816851109 32 316 SH DFND 21 316 0 0 SEMPRA ENERGY CALL 816851909 3442 34200 SH Call DFND 4 34200 0 0 SEMPRA ENERGY PUT 816851959 26317 261500 SH Put DFND 4 261500 0 0 SERVICE CORP INTL COM 817565104 1512 53250 SH DFND 17 27290 0 25960 SERVICE CORP INTL COM 817565104 1330 46847 SH DFND 21 46847 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 95 2522 SH DFND 17 0 0 2522 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 10575 280721 SH DFND 21 280721 0 0 SERVICENOW INC COM 81762P102 145117 1952065 SH DFND 17 1680730 0 271335 SERVICENOW INC NOTE 11/0 81762PAB8 92673 78170000 PRN DFND 17 74025000 0 4145000 SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6281 6500000 PRN DFND 17 6500000 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1060 52770 SH DFND 17 37427 0 15343 SHAW COMMUNICATIONS INC CL B CONV 82028K200 22096 1099916 SH DFND 21 776356 0 323560 SHERWIN WILLIAMS CO COM 824348106 188 698 SH DFND 4 698 0 0 SHERWIN WILLIAMS CO COM 824348106 464 1727 SH DFND 17 1625 0 102 SHERWIN WILLIAMS CO COM 824348106 27 102 SH DFND 21 102 0 0 SHERWIN WILLIAMS CO COM 824348106 806 3000 SH DFND 24 3000 0 0 SHERWIN WILLIAMS CO CALL 824348906 591 2200 SH Call DFND 4 2200 0 0 SHERWIN WILLIAMS CO PUT 824348956 11018 41000 SH Put DFND 4 41000 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 6756 179483 SH DFND 20 179483 0 0 SHIRE PLC SPONSORED ADR 82481R106 28683 168350 SH DFND 3 106450 0 61900 SHIRE PLC SPONSORED ADR 82481R106 28815 169123 SH DFND 17 143629 0 25494 SHOE CARNIVAL INC COM 824889109 1323 49043 SH DFND 17 49043 0 0 SHOE CARNIVAL INC COM 824889109 2502 92743 SH DFND 21 58982 0 33761 SHORETEL INC COM 825211105 2100 293675 SH DFND 17 284726 0 8949 SIBANYE GOLD LTD SPONSORED ADR 825724206 413 58514 SH DFND 17 58514 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 68 9566 SH DFND 20 9566 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 1806 255819 SH DFND 21 193340 0 62479 SIGMA DESIGNS INC COM 826565103 1448 241396 SH DFND 21 241396 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 70185 467276 SH DFND 17 412571 0 54705 SIGNATURE BK NEW YORK N Y COM 82669G104 8850 58922 SH DFND 20 58922 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 13436 89455 SH DFND 21 89455 0 0 SILGAN HOLDINGS INC COM 827048109 39841 778442 SH DFND 3 778442 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 366 8606 SH DFND 21 0 0 8606 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 286 39241 SH DFND 21 39241 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 2309 173454 SH DFND 17 173454 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 86 6440 SH DFND 21 6440 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 251 4046 SH DFND 21 4046 0 0 SIMON PPTY GROUP INC NEW COM 828806109 80531 453259 SH DFND 4 453259 0 0 SIMON PPTY GROUP INC NEW COM 828806109 646 3637 SH DFND 17 3239 0 398 SIMON PPTY GROUP INC NEW COM 828806109 1137 6398 SH DFND 21 6398 0 0 SIMON PPTY GROUP INC NEW CALL 828806909 13112 73800 SH Call DFND 4 73800 0 0 SIMON PPTY GROUP INC NEW PUT 828806959 125417 705900 SH Put DFND 4 705900 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 517 15510 SH DFND 17 15510 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 264 7926 SH DFND 20 7926 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 10332 309799 SH DFND 21 116622 0 193177 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 271 5000 SH DFND 3 5000 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 5305 88480 SH DFND 17 0 0 88480 SIX FLAGS ENTMT CORP NEW COM 83001A102 665 11090 SH DFND 21 11090 0 0 SKYWEST INC COM 830879102 8310 227991 SH DFND 17 88631 0 139360 SKYWEST INC COM 830879102 302 8287 SH DFND 20 8287 0 0 SKYWEST INC COM 830879102 18013 494173 SH DFND 21 431065 0 63108 SKYWORKS SOLUTIONS INC COM 83088M102 45389 607943 SH DFND 17 545556 0 62387 SKYWORKS SOLUTIONS INC COM 83088M102 615 8238 SH DFND 20 8238 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 9115 122083 SH DFND 21 89228 0 32855 SMITH & WESSON HLDG CORP COM 831756101 2745 130210 SH DFND 17 118054 0 12156 SMITH & WESSON HLDG CORP COM 831756101 327 15507 SH DFND 20 15507 0 0 SMITH & WESSON HLDG CORP COM 831756101 26151 1240567 SH DFND 21 1140034 0 100533 SMITH & WESSON HLDG CORP COM 831756101 29 1386 SH DFND 25 1386 0 0 SMITH A O COM 831865209 19635 414674 SH DFND 17 376666 0 38008 SMITH A O COM 831865209 5511 116392 SH DFND 21 29449 0 86943 SMUCKER J M CO COM NEW 832696405 6557 51200 SH DFND 3 51200 0 0 SMUCKER J M CO COM NEW 832696405 2801 21875 SH DFND 4 21875 0 0 SMUCKER J M CO COM NEW 832696405 1541 12036 SH DFND 17 9800 0 2236 SMUCKER J M CO COM NEW 832696405 587 4587 SH DFND 20 4587 0 0 SMUCKER J M CO COM NEW 832696405 18250 142509 SH DFND 21 100366 0 42143 SMUCKER J M CO COM NEW 832696405 84 655 SH DFND 25 655 0 0 SMUCKER J M CO CALL 832696905 1575 12300 SH Call DFND 4 12300 0 0 SMUCKER J M CO PUT 832696955 8350 65200 SH Put DFND 4 65200 0 0 SNAP ON INC COM 833034101 6092 35572 SH DFND 17 19786 0 15786 SNAP ON INC COM 833034101 217 1266 SH DFND 20 1266 0 0 SNAP ON INC COM 833034101 38617 225474 SH DFND 21 133539 0 91935 SNAP ON INC COM 833034101 269 1571 SH DFND 25 1571 0 0 SNYDERS-LANCE INC COM 833551104 8331 217300 SH DFND 17 177405 0 39895 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 81808 97390000 PRN DFND 17 97045000 0 345000 SONOCO PRODS CO COM 835495102 41882 794720 SH DFND 3 794720 0 0 SONOCO PRODS CO COM 835495102 43 807 SH DFND 17 277 0 530 SONOCO PRODS CO COM 835495102 2646 50212 SH DFND 21 45732 0 4480 SOUTHERN CO COM 842587107 4448 90421 SH DFND 4 90421 0 0 SOUTHERN CO COM 842587107 4654 94613 SH DFND 17 93373 0 1240 SOUTHERN CO COM 842587107 744 15124 SH DFND 20 15124 0 0 SOUTHERN CO COM 842587107 10307 209526 SH DFND 21 190084 0 19442 SOUTHERN CO CALL 842587907 10822 220000 SH Call DFND 4 220000 0 0 SOUTHERN CO PUT 842587957 66869 1359400 SH Put DFND 4 1359400 0 0 SOUTHERN COPPER CORP COM 84265V105 13327 417253 SH DFND 21 417253 0 0 SOUTHWEST AIRLS CO COM 844741108 6708 134600 SH DFND 3 134600 0 0 SOUTHWEST AIRLS CO COM 844741108 5995 120293 SH DFND 17 74928 0 45365 SOUTHWEST AIRLS CO COM 844741108 224 4492 SH DFND 20 4492 0 0 SOUTHWEST AIRLS CO COM 844741108 40622 815041 SH DFND 21 671613 0 143428 SOUTHWEST AIRLS CO COM 844741108 21 418 SH DFND 25 418 0 0 SOUTHWEST AIRLS CO CALL 844741908 5353 107400 SH Call DFND 4 107400 0 0 SOUTHWEST AIRLS CO PUT 844741958 56957 1142800 SH Put DFND 4 1142800 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 1530 52761 SH DFND 17 47697 0 5064 SOUTHWESTERN ENERGY CO COM 845467109 22054 2038285 SH DFND 17 2037662 0 623 SOUTHWESTERN ENERGY CO COM 845467109 732 67688 SH DFND 20 67688 0 0 SOUTHWESTERN ENERGY CO COM 845467109 8601 794929 SH DFND 21 727368 0 67561 SOUTHWESTERN ENERGY CO COM 845467109 1298 120000 SH DFND 24 120000 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 39651 1556785 SH DFND 17 1547060 0 9725 SPARK ENERGY INC CL A COM 846511103 112 3680 SH DFND 17 3680 0 0 SPARK ENERGY INC CL A COM 846511103 116 3836 SH DFND 21 3836 0 0 SPARTAN MTRS INC COM 846819100 404 43645 SH DFND 17 43645 0 0 SPARTANNASH CO COM 847215100 5123 129568 SH DFND 17 73266 0 56302 SPARTANNASH CO COM 847215100 135 3418 SH DFND 20 3418 0 0 SPARTANNASH CO COM 847215100 11852 299751 SH DFND 21 193840 0 105911 SPECTRA ENERGY CORP COM 847560109 1752 42643 SH DFND 4 42643 0 0 SPECTRA ENERGY CORP COM 847560109 36 888 SH DFND 17 0 0 888 SPECTRA ENERGY CORP COM 847560109 83 2016 SH DFND 21 2016 0 0 SPECTRA ENERGY CORP CALL 847560909 3591 87400 SH Call DFND 4 87400 0 0 SPECTRA ENERGY CORP PUT 847560959 35161 855700 SH Put DFND 4 855700 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 6381 139200 SH DFND 3 139200 0 0 SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 36945 35705000 PRN DFND 17 29915000 0 5790000 SPECTRUM BRANDS HLDGS INC COM 84763R101 1603 13102 SH DFND 17 12807 0 295 SPECTRUM BRANDS HLDGS INC COM 84763R101 18675 152664 SH DFND 21 129850 0 22814 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 6413 109900 SH DFND 3 109900 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2980 51073 SH DFND 17 25073 0 26000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 688 11784 SH DFND 20 11784 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 23649 405294 SH DFND 21 233984 0 171310 SPIRE INC COM 84857L101 77 1190 SH DFND 17 1190 0 0 SPIRE INC COM 84857L101 4559 70634 SH DFND 21 66519 0 4115 SPIRIT RLTY CAP INC NEW COM 84860W102 11 1025 SH DFND 3 1025 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 6316 581620 SH DFND 4 581620 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 14594 1343826 SH DFND 17 1071295 0 272531 SPIRIT RLTY CAP INC NEW COM 84860W102 281 25880 SH DFND 20 25880 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 15111 1391481 SH DFND 21 1281645 0 109836 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 23094 22045000 PRN DFND 17 19625000 0 2420000 SPLUNK INC COM 848637104 91551 1789850 SH DFND 17 1739745 0 50105 SPLUNK INC COM 848637104 97 1890 SH DFND 21 1890 0 0 SQUARE INC CL A 852234103 101871 7474005 SH DFND 17 6696545 0 777460 SQUARE INC CL A 852234103 130 9553 SH DFND 21 9553 0 0 STAMPS COM INC COM NEW 852857200 349 3040 SH DFND 17 0 0 3040 STAMPS COM INC COM NEW 852857200 11463 99986 SH DFND 21 86677 0 13309 STAMPS COM INC COM NEW 852857200 117 1017 SH DFND 25 1017 0 0 STANDARD MTR PRODS INC COM 853666105 43 813 SH DFND 17 813 0 0 STANDARD MTR PRODS INC COM 853666105 1008 18940 SH DFND 21 18940 0 0 STANLEY BLACK & DECKER INC COM 854502101 1537 13404 SH DFND 4 13404 0 0 STANLEY BLACK & DECKER INC COM 854502101 27011 235509 SH DFND 17 232393 0 3116 STANLEY BLACK & DECKER INC COM 854502101 863 7525 SH DFND 20 7525 0 0 STANLEY BLACK & DECKER INC COM 854502101 44575 388658 SH DFND 21 224906 0 163752 STANLEY BLACK & DECKER INC CALL 854502901 2546 22200 SH Call DFND 4 22200 0 0 STANLEY BLACK & DECKER INC PUT 854502951 15575 135800 SH Put DFND 4 135800 0 0 STANTEC INC COM 85472N109 4897 193586 SH DFND 17 193586 0 0 STANTEC INC COM 85472N109 208 8208 SH DFND 21 8208 0 0 STAPLES INC COM 855030102 280 30917 SH DFND 4 30917 0 0 STAPLES INC COM 855030102 2347 259330 SH DFND 17 201370 0 57960 STAPLES INC COM 855030102 393 43477 SH DFND 20 43477 0 0 STAPLES INC COM 855030102 19334 2136394 SH DFND 21 1779404 0 356990 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 589 54730 SH DFND 17 54730 0 0 STARBUCKS CORP COM 855244109 12399 223316 SH DFND 4 223316 0 0 STARBUCKS CORP COM 855244109 180689 3254491 SH DFND 17 2970307 0 284184 STARBUCKS CORP COM 855244109 36498 657391 SH DFND 21 439836 0 217555 STARBUCKS CORP CALL 855244909 22025 396700 SH Call DFND 4 396700 0 0 STARBUCKS CORP PUT 855244959 140432 2529400 SH Put DFND 4 2529400 0 0 STATE AUTO FINL CORP COM 855707105 416 15500 SH DFND 17 0 0 15500 STARWOOD PPTY TR INC COM 85571B105 3656 166572 SH DFND 17 166572 0 0 STARWOOD PPTY TR INC COM 85571B105 2551 116198 SH DFND 21 4018 0 112180 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 33825 31305000 PRN DFND 17 31305000 0 0 STATE STR CORP COM 857477103 6187 79600 SH DFND 3 79600 0 0 STATE STR CORP COM 857477103 653 8403 SH DFND 4 8403 0 0 STATE STR CORP COM 857477103 36 458 SH DFND 17 0 0 458 STATE STR CORP COM 857477103 284 3654 SH DFND 21 3654 0 0 STATE STR CORP CALL 857477903 1826 23500 SH Call DFND 4 23500 0 0 STATE STR CORP PUT 857477953 54637 703000 SH Put DFND 4 703000 0 0 STATOIL ASA SPONSORED ADR 85771P102 4430 242900 SH DFND 3 242900 0 0 STATOIL ASA SPONSORED ADR 85771P102 1428 78315 SH DFND 17 78315 0 0 STEEL DYNAMICS INC COM 858119100 50993 1433200 SH DFND 3 1433200 0 0 STEEL DYNAMICS INC COM 858119100 579 16264 SH DFND 17 0 0 16264 STEEL DYNAMICS INC COM 858119100 6853 192620 SH DFND 21 129912 0 62708 STEEL DYNAMICS INC COM 858119100 133 3747 SH DFND 25 3747 0 0 STEELCASE INC CL A 858155203 737 41157 SH DFND 21 41157 0 0 STEPAN CO COM 858586100 42358 519861 SH DFND 3 519861 0 0 STEPAN CO COM 858586100 565 6931 SH DFND 21 4308 0 2623 STERICYCLE INC DEP PFD A 1/10 858912207 41650 658290 SH DFND 17 652720 0 5570 STERLING BANCORP DEL COM 85917A100 1455 62163 SH DFND 17 62163 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 2233 53519 SH DFND 17 53519 0 0 STONERIDGE INC COM 86183P102 1708 96548 SH DFND 17 30324 0 66224 STONERIDGE INC COM 86183P102 114 6439 SH DFND 20 6439 0 0 STONERIDGE INC COM 86183P102 1695 95797 SH DFND 21 89831 0 5966 STORE CAP CORP COM 862121100 311 12566 SH DFND 17 12566 0 0 STORE CAP CORP COM 862121100 3932 159133 SH DFND 21 77918 0 81215 STRYKER CORP COM 863667101 8616 71911 SH DFND 17 51521 0 20390 STRYKER CORP COM 863667101 360 3005 SH DFND 20 3005 0 0 STRYKER CORP COM 863667101 66684 556580 SH DFND 21 444604 0 111976 STRYKER CORP COM 863667101 174 1456 SH DFND 25 1456 0 0 STRYKER CORP CALL 863667901 9585 80000 SH Call DFND 4 80000 0 0 STRYKER CORP PUT 863667951 80369 670800 SH Put DFND 4 670800 0 0 SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 25174 23500000 PRN DFND 17 19470000 0 4030000 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 829 108559 SH DFND 21 0 0 108559 SUN CMNTYS INC COM 866674104 18439 240686 SH DFND 4 240686 0 0 SUN LIFE FINL INC COM 866796105 5762 149892 SH DFND 17 53663 0 96229 SUN LIFE FINL INC COM 866796105 953 24787 SH DFND 20 24787 0 0 SUN LIFE FINL INC COM 866796105 16643 432947 SH DFND 21 280662 0 152285 SUNCOR ENERGY INC NEW COM 867224107 14386 436961 SH DFND 17 436961 0 0 SUNCOR ENERGY INC NEW COM 867224107 21754 660756 SH DFND 21 602455 0 58301 SUNCOR ENERGY INC NEW COM 867224107 1982 60200 SH DFND 24 60200 0 0 SUNCOKE ENERGY INC COM 86722A103 40 3500 SH DFND 17 3500 0 0 SUNCOKE ENERGY INC COM 86722A103 148 13036 SH DFND 21 0 0 13036 SUNPOWER CORP COM 867652406 1 100 SH DFND 17 100 0 0 SUNPOWER CORP COM 867652406 1001 151466 SH DFND 21 135453 0 16013 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 9933 14825000 PRN DFND 17 14615000 0 210000 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 15794 22260000 PRN DFND 17 22035000 0 225000 SUNTRUST BKS INC COM 867914103 30 550 SH DFND 3 550 0 0 SUNTRUST BKS INC COM 867914103 20020 365000 SH DFND 4 365000 0 0 SUNTRUST BKS INC COM 867914103 7074 128969 SH DFND 17 107972 0 20997 SUNTRUST BKS INC COM 867914103 576 10504 SH DFND 20 10504 0 0 SUNTRUST BKS INC COM 867914103 75484 1376185 SH DFND 21 1083477 0 292708 SUNTRUST BKS INC COM 867914103 79 1449 SH DFND 25 1449 0 0 SUNTRUST BKS INC CALL 867914903 3966 72300 SH Call DFND 4 72300 0 0 SUNTRUST BKS INC PUT 867914953 37896 690900 SH Put DFND 4 690900 0 0 SUPERIOR INDS INTL INC COM 868168105 1531 58100 SH DFND 17 54126 0 3974 SUPERIOR INDS INTL INC COM 868168105 676 25641 SH DFND 20 25641 0 0 SUPERIOR INDS INTL INC COM 868168105 8522 323409 SH DFND 21 257803 0 65606 SUPERNUS PHARMACEUTICALS INC COM 868459108 11773 466256 SH DFND 17 411292 0 54964 SUPERNUS PHARMACEUTICALS INC COM 868459108 1415 56044 SH DFND 21 0 0 56044 SUPERVALU INC COM 868536103 11208 2400000 SH DFND 4 2400000 0 0 SUPREME INDS INC CL A 868607102 328 20918 SH DFND 17 20918 0 0 SURGICAL CARE AFFILIATES INC COM 86881L106 2388 51608 SH DFND 21 0 0 51608 SURMODICS INC COM 868873100 3581 140970 SH DFND 17 132700 0 8270 SWIFT TRANSN CO CL A 87074U101 2050 84159 SH DFND 17 84159 0 0 SYKES ENTERPRISES INC COM 871237103 395 13693 SH DFND 17 13693 0 0 SYKES ENTERPRISES INC COM 871237103 81 2798 SH DFND 20 2798 0 0 SYKES ENTERPRISES INC COM 871237103 9087 314880 SH DFND 21 180569 0 134311 SYMANTEC CORP COM 871503108 5803 242900 SH DFND 3 242900 0 0 SYMANTEC CORP COM 871503108 10285 430512 SH DFND 17 105340 0 325172 SYMANTEC CORP COM 871503108 19074 798392 SH DFND 21 583059 0 215333 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 642 16760 SH DFND 17 0 0 16760 SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 34122 32340000 PRN DFND 17 26945000 0 5395000 SYNOPSYS INC COM 871607107 880 14950 SH DFND 17 982 0 13968 SYNOPSYS INC COM 871607107 3636 61774 SH DFND 21 18572 0 43202 SYNOVUS FINL CORP COM NEW 87161C501 57 1385 SH DFND 20 1385 0 0 SYNOVUS FINL CORP COM NEW 87161C501 226 5509 SH DFND 21 5509 0 0 SYNNEX CORP COM 87162W100 27335 225874 SH DFND 3 225874 0 0 SYNNEX CORP COM 87162W100 380 3140 SH DFND 17 3140 0 0 SYNNEX CORP COM 87162W100 5413 44728 SH DFND 21 13597 0 31131 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2721 446795 SH DFND 17 435298 0 11497 SYNCHRONY FINL COM 87165B103 11706 322733 SH DFND 17 262566 0 60167 SYNCHRONY FINL COM 87165B103 3797 104699 SH DFND 21 67232 0 37467 SYNCHRONY FINL CALL 87165B903 6318 174200 SH Call DFND 4 174200 0 0 SYNCHRONY FINL PUT 87165B953 46357 1278100 SH Put DFND 4 1278100 0 0 SYSCO CORP COM 871829107 1555 28086 SH DFND 4 28086 0 0 SYSCO CORP COM 871829107 18605 336013 SH DFND 17 107106 0 228907 SYSCO CORP COM 871829107 674 12166 SH DFND 20 12166 0 0 SYSCO CORP COM 871829107 30535 551476 SH DFND 21 517026 0 34450 SYSCO CORP CALL 871829907 4828 87200 SH Call DFND 4 87200 0 0 SYSCO CORP PUT 871829957 61488 1110500 SH Put DFND 4 1110500 0 0 TCF FINL CORP COM 872275102 44610 2277200 SH DFND 3 2277200 0 0 TCF FINL CORP COM 872275102 920 46965 SH DFND 21 46965 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 43727 743146 SH DFND 3 743146 0 0 TJX COS INC NEW COM 872540109 7167 95400 SH DFND 4 95400 0 0 TJX COS INC NEW COM 872540109 83566 1112285 SH DFND 17 964274 0 148011 TJX COS INC NEW COM 872540109 571 7600 SH DFND 20 7600 0 0 TJX COS INC NEW COM 872540109 18403 244950 SH DFND 21 244950 0 0 TJX COS INC NEW CALL 872540909 10631 141500 SH Call DFND 4 141500 0 0 TJX COS INC NEW PUT 872540959 79202 1054200 SH Put DFND 4 1054200 0 0 T MOBILE US INC COM 872590104 5592 97228 SH DFND 17 100 0 97128 T MOBILE US INC COM 872590104 532 9256 SH DFND 21 5139 0 4117 T MOBILE US INC CONV PFD SER A 872590203 150434 1592905 SH DFND 17 1498925 0 93980 TTM TECHNOLOGIES INC COM 87305R109 2876 211030 SH DFND 17 174410 0 36620 TABLEAU SOFTWARE INC CL A 87336U105 36051 855298 SH DFND 17 770451 0 84847 TABLEAU SOFTWARE INC CL A 87336U105 82 1947 SH DFND 21 1947 0 0 TAHOE RES INC COM 873868103 622 65949 SH DFND 17 39732 0 26217 TAHOE RES INC COM 873868103 176 18635 SH DFND 20 18635 0 0 TAHOE RES INC COM 873868103 23738 2516462 SH DFND 21 2165292 0 351170 TAHOE RES INC COM 873868103 35 3722 SH DFND 25 3722 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 53895 1874625 SH DFND 3 1102525 0 772100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8034 279450 SH DFND 17 279450 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 30497 1060769 SH DFND 20 1060769 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 37575 1306963 SH DFND 21 1221854 0 85109 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 18075 366712 SH DFND 17 289029 0 77683 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 335 6793 SH DFND 21 3943 0 2850 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 37351 16405000 PRN DFND 17 13595000 0 2810000 TANGER FACTORY OUTLET CTRS I COM 875465106 14 400 SH DFND 3 400 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 284 7940 SH DFND 17 7940 0 0 TARGET CORP COM 87612E106 9820 135948 SH DFND 4 135948 0 0 TARGET CORP COM 87612E106 131566 1821493 SH DFND 17 1777494 0 43999 TARGET CORP COM 87612E106 78941 1092912 SH DFND 21 883332 0 209580 TARGET CORP COM 87612E106 235 3252 SH DFND 25 3252 0 0 TARGET CORP CALL 87612E906 12250 169600 SH Call DFND 4 169600 0 0 TARGET CORP PUT 87612E956 90974 1259500 SH Put DFND 4 1259500 0 0 TARGA RES CORP COM 87612G101 3645 65000 SH DFND 4 65000 0 0 TATA MTRS LTD SPONSORED ADR 876568502 2441 70987 SH DFND 17 70987 0 0 TATA MTRS LTD SPONSORED ADR 876568502 547 15901 SH DFND 20 15901 0 0 TATA MTRS LTD SPONSORED ADR 876568502 10265 298486 SH DFND 21 272774 0 25712 TAYLOR MORRISON HOME CORP CL A 87724P106 2094 108730 SH DFND 17 81475 0 27255 TEAM HEALTH HOLDINGS INC COM 87817A107 13313 306392 SH DFND 21 306392 0 0 TECH DATA CORP COM 878237106 3999 47229 SH DFND 17 28817 0 18412 TECH DATA CORP COM 878237106 10426 123125 SH DFND 21 109450 0 13675 TECK RESOURCES LTD CL B 878742204 6231 310990 SH DFND 17 310990 0 0 TECK RESOURCES LTD CL B 878742204 1923 95987 SH DFND 21 52020 0 43967 TECK RESOURCES LTD PUT 878742954 66900 3340000 SH Put DFND 4 3340000 0 0 TEGNA INC COM 87901J105 347 16221 SH DFND 17 15950 0 271 TEGNA INC COM 87901J105 2709 126656 SH DFND 21 70292 0 56364 TELADOC INC COM 87918A105 1498 90763 SH DFND 17 90763 0 0 TELEFLEX INC COM 879369106 8028 49819 SH DFND 17 32140 0 17679 TELEFLEX INC COM 879369106 372 2306 SH DFND 20 2306 0 0 TELEFLEX INC COM 879369106 30817 191232 SH DFND 21 124785 0 66447 TELEFLEX INC COM 879369106 64 398 SH DFND 25 398 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 146 5044 SH DFND 4 5044 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 122 4230 SH DFND 17 4230 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 6044 209366 SH DFND 21 148598 0 60768 TELENAV INC COM 879455103 2511 356148 SH DFND 17 343593 0 12555 TELIGENT INC NEW COM 87960W104 3150 476528 SH DFND 17 460067 0 16461 TELUS CORP COM 87971M103 11 331 SH DFND 17 331 0 0 TELUS CORP COM 87971M103 196 6148 SH DFND 20 6148 0 0 TELUS CORP COM 87971M103 741 23232 SH DFND 21 23232 0 0 TEMPUR SEALY INTL INC COM 88023U101 3510 51404 SH DFND 21 51404 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 763 51435 SH DFND 17 51435 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 319 21513 SH DFND 20 21513 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 4181 281709 SH DFND 21 261870 0 19839 TENNECO INC COM 880349105 2692 43086 SH DFND 17 41740 0 1346 TENNECO INC COM 880349105 13024 208483 SH DFND 21 129211 0 79272 TENNECO INC COM 880349105 11682 187000 SH DFND 24 187000 0 0 TERADYNE INC COM 880770102 22097 869964 SH DFND 17 869964 0 0 TERADYNE INC COM 880770102 4739 186580 SH DFND 21 163657 0 22923 TEREX CORP NEW COM 880779103 1697 53811 SH DFND 21 0 0 53811 TERNIUM SA SPON ADR 880890108 46 1900 SH DFND 3 1900 0 0 TERNIUM SA SPON ADR 880890108 1488 61600 SH DFND 17 0 0 61600 TERRA NITROGEN CO L P COM UNIT 881005201 19276 187676 SH DFND 3 187676 0 0 TERRITORIAL BANCORP INC COM 88145X108 208 6341 SH DFND 17 6341 0 0 TESARO INC COM 881569107 5567 41400 SH DFND 17 33790 0 7610 TESARO INC COM 881569107 1990 14800 SH DFND 24 14800 0 0 TESORO CORP COM 881609101 8334 95299 SH DFND 17 50604 0 44695 TESORO CORP COM 881609101 670 7660 SH DFND 20 7660 0 0 TESORO CORP COM 881609101 43637 498993 SH DFND 21 373187 0 125806 TESLA MTRS INC COM 88160R101 127094 594759 SH DFND 17 555399 0 39360 TESLA MTRS INC COM 88160R101 7345 34373 SH DFND 21 31098 0 3275 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 11654 6500000 PRN DFND 17 6500000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 109681 118895000 PRN DFND 17 110040000 0 8855000 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 69200 80395000 PRN DFND 17 80095000 0 300000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 44022 1214394 SH DFND 3 813694 0 400700 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 14414 397641 SH DFND 17 156276 0 241365 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 388 10700 SH DFND 24 10700 0 0 TETRA TECH INC NEW COM 88162G103 2409 55840 SH DFND 17 40390 0 15450 TETRA TECH INC NEW COM 88162G103 1264 29301 SH DFND 21 29301 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 45951 41480000 PRN DFND 17 41310000 0 170000 TESSERA HLDG CORP COM 88166T101 530 11996 SH DFND 17 11996 0 0 TESSERA HLDG CORP COM 88166T101 272 6163 SH DFND 20 6163 0 0 TESSERA HLDG CORP COM 88166T101 6049 136857 SH DFND 21 80186 0 56671 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 4184 53363 SH DFND 17 48208 0 5155 TEXAS INSTRS INC COM 882508104 132486 1815618 SH DFND 17 1713465 0 102153 TEXAS INSTRS INC COM 882508104 535 7330 SH DFND 20 7330 0 0 TEXAS INSTRS INC COM 882508104 45217 619670 SH DFND 21 577166 0 42504 TEXAS INSTRS INC CALL 882508904 16455 225500 SH Call DFND 4 225500 0 0 TEXAS INSTRS INC PUT 882508954 184023 2521900 SH Put DFND 4 2521900 0 0 TEXAS ROADHOUSE INC COM 882681109 18646 386523 SH DFND 17 328809 0 57714 TEXAS ROADHOUSE INC COM 882681109 339 7017 SH DFND 20 7017 0 0 TEXAS ROADHOUSE INC COM 882681109 3251 67390 SH DFND 21 57916 0 9474 TEXTRON INC COM 883203101 7415 152700 SH DFND 3 152700 0 0 TEXTRON INC COM 883203101 189 3900 SH DFND 17 0 0 3900 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1899 2260000 PRN DFND 17 2260000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 19731 139834 SH DFND 4 139834 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 6200 43944 SH DFND 17 27403 0 16541 THERMO FISHER SCIENTIFIC INC COM 883556102 6165 43695 SH DFND 20 43695 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 158170 1120975 SH DFND 21 818551 0 302424 THERMO FISHER SCIENTIFIC INC COM 883556102 536 3800 SH DFND 24 3800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 232 1646 SH DFND 25 1646 0 0 THERMO FISHER SCIENTIFIC INC CALL 883556902 15366 108900 SH Call DFND 4 108900 0 0 THERMO FISHER SCIENTIFIC INC PUT 883556952 113374 803500 SH Put DFND 4 803500 0 0 THOR INDS INC COM 885160101 51206 511800 SH DFND 3 511800 0 0 THOR INDS INC COM 885160101 3416 34142 SH DFND 17 28800 0 5342 THOR INDS INC COM 885160101 403 4032 SH DFND 20 4032 0 0 THOR INDS INC COM 885160101 40857 408362 SH DFND 21 327950 0 80412 3M CO COM 88579Y101 3875 21700 SH DFND 3 21700 0 0 3M CO COM 88579Y101 84998 475993 SH DFND 17 468691 0 7302 3M CO COM 88579Y101 17023 95331 SH DFND 21 95331 0 0 3M CO COM 88579Y101 180 1008 SH DFND 24 1008 0 0 3M CO CALL 88579Y901 47375 265300 SH Call DFND 4 265300 0 0 3M CO PUT 88579Y951 234802 1314900 SH Put DFND 4 1314900 0 0 TIFFANY & CO NEW COM 886547108 10 135 SH DFND 17 0 0 135 TIFFANY & CO NEW COM 886547108 1919 24782 SH DFND 21 9135 0 15647 TIME INC NEW COM 887228104 394 22081 SH DFND 4 22081 0 0 TIME INC NEW COM 887228104 72 4026 SH DFND 21 3802 0 224 TIME WARNER INC COM NEW 887317303 4074 42200 SH DFND 3 42200 0 0 TIME WARNER INC COM NEW 887317303 89382 92595000 PRN DFND 17 83885000 0 8710000 TIME WARNER INC COM NEW 887317303 49039 508022 SH DFND 17 415500 0 92522 TIME WARNER INC COM NEW 887317303 1149 11901 SH DFND 20 11901 0 0 TIME WARNER INC COM NEW 887317303 41412 429011 SH DFND 21 356897 0 72114 TIME WARNER INC CALL 887317903 12616 130700 SH Call DFND 4 130700 0 0 TIME WARNER INC PUT 887317953 149042 1544000 SH Put DFND 4 1544000 0 0 TITAN INTL INC ILL COM 88830M102 12254 1093116 SH DFND 17 924484 0 168632 TITAN INTL INC ILL COM 88830M102 67 6000 SH DFND 21 0 0 6000 TIVO CORP COM 88870P106 15176 726144 SH DFND 17 609567 0 116577 TIVO CORP COM 88870P106 211 10096 SH DFND 20 10096 0 0 TIVO CORP COM 88870P106 1982 94821 SH DFND 21 82011 0 12810 TOPBUILD CORP COM 89055F103 2288 64277 SH DFND 21 64277 0 0 TORCHMARK CORP COM 891027104 10 139 SH DFND 17 0 0 139 TORCHMARK CORP COM 891027104 1330 18029 SH DFND 21 14964 0 3065 TORO CO COM 891092108 1248 22307 SH DFND 21 0 0 22307 TORONTO DOMINION BK ONT COM NEW 891160509 90688 1836542 SH DFND 3 1129142 0 707400 TORONTO DOMINION BK ONT COM NEW 891160509 37027 749835 SH DFND 17 358125 0 391710 TORONTO DOMINION BK ONT COM NEW 891160509 1443 29213 SH DFND 20 29213 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 101986 2065331 SH DFND 21 1434079 0 631252 TORONTO DOMINION BK ONT COM NEW 891160509 321 6501 SH DFND 25 6501 0 0 TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 7241 7400000 PRN DFND 4 7400000 0 0 TOTAL S A SPONSORED ADR 89151E109 41168 807694 SH DFND 3 806594 0 1100 TOTAL S A SPONSORED ADR 89151E109 1329 26078 SH DFND 17 26078 0 0 TOWER INTL INC COM 891826109 2806 98961 SH DFND 17 98961 0 0 TOWER INTL INC COM 891826109 147 5197 SH DFND 20 5197 0 0 TOWER INTL INC COM 891826109 2691 94922 SH DFND 21 70633 0 24289 TOTAL SYS SVCS INC COM 891906109 28405 579345 SH DFND 17 425642 0 153703 TOTAL SYS SVCS INC COM 891906109 22804 465103 SH DFND 21 364155 0 100948 TOTAL SYS SVCS INC COM 891906109 148 3023 SH DFND 25 3023 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 789 23719 SH DFND 17 3012 0 20707 TRACTOR SUPPLY CO COM 892356106 37290 491885 SH DFND 17 372198 0 119687 TRACTOR SUPPLY CO COM 892356106 13 165 SH DFND 21 165 0 0 TRANSALTA CORP COM 89346D107 526 94858 SH DFND 4 94858 0 0 TRANSCANADA CORP COM 89353D107 1538 34076 SH DFND 17 34076 0 0 TRANSCANADA CORP COM 89353D107 657 14550 SH DFND 20 14550 0 0 TRANSCANADA CORP COM 89353D107 25212 558478 SH DFND 21 237675 0 320803 TRANSDIGM GROUP INC COM 893641100 147 590 SH DFND 17 527 0 63 TRANSDIGM GROUP INC COM 893641100 8891 35711 SH DFND 21 477 0 35234 TRANSUNION COM 89400J107 18306 591853 SH DFND 17 368883 0 222970 TRANSUNION COM 89400J107 229 7393 SH DFND 21 4293 0 3100 TRAVELERS COMPANIES INC COM 89417E109 212412 1735109 SH DFND 3 1732809 0 2300 TRAVELERS COMPANIES INC COM 89417E109 2850 23277 SH DFND 4 23277 0 0 TRAVELERS COMPANIES INC COM 89417E109 63886 521859 SH DFND 17 421286 0 100573 TRAVELERS COMPANIES INC COM 89417E109 101722 830928 SH DFND 21 647262 0 183666 TRAVELERS COMPANIES INC COM 89417E109 328 2678 SH DFND 25 2678 0 0 TRAVELERS COMPANIES INC CALL 89417E909 10038 82000 SH Call DFND 4 82000 0 0 TRAVELERS COMPANIES INC PUT 89417E959 77847 635900 SH Put DFND 4 635900 0 0 TREX CO INC COM 89531P105 3100 48138 SH DFND 17 0 0 48138 TRIBUNE MEDIA CO CL A 896047503 209 5969 SH DFND 4 5969 0 0 TRIMBLE INC COM 896239100 4754 157662 SH DFND 21 142411 0 15251 TRIMBLE INC COM 896239100 9928 329300 SH DFND 24 329300 0 0 TRINET GROUP INC COM 896288107 2390 93270 SH DFND 17 66305 0 26965 TRINA SOLAR LIMITED SPON ADR 89628E104 328 35248 SH DFND 21 35248 0 0 TRINITY INDS INC COM 896522109 4114 148202 SH DFND 17 114203 0 33999 TRINITY INDS INC COM 896522109 22495 810325 SH DFND 21 620364 0 189961 TRINITY INDS INC COM 896522109 93 3364 SH DFND 25 3364 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 48760 37485000 PRN DFND 17 33980000 0 3505000 TRIPLE-S MGMT CORP CL B 896749108 214 10322 SH DFND 17 10322 0 0 TRUECAR INC COM 89785L107 448 35875 SH DFND 17 0 0 35875 TRUEBLUE INC COM 89785X101 1168 47373 SH DFND 21 0 0 47373 TUPPERWARE BRANDS CORP COM 899896104 280 5325 SH DFND 4 5325 0 0 TUPPERWARE BRANDS CORP COM 899896104 553 10500 SH DFND 21 10500 0 0 TUPPERWARE BRANDS CORP COM 899896104 374 7100 SH DFND 24 7100 0 0 TURQUOISE HILL RES LTD COM 900435108 186 57869 SH DFND 21 23798 0 34071 TWITTER INC COM 90184L102 110510 6779729 SH DFND 17 6435344 0 344385 TWITTER INC COM 90184L102 69 4203 SH DFND 21 4203 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 34875 37180000 PRN DFND 17 37180000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 46832 50870000 PRN DFND 17 50870000 0 0 TWO HBRS INVT CORP COM 90187B101 6180 708700 SH DFND 3 708700 0 0 TWO HBRS INVT CORP COM 90187B101 154 17612 SH DFND 17 17612 0 0 TWO HBRS INVT CORP COM 90187B101 7129 817603 SH DFND 21 132607 0 684996 TYLER TECHNOLOGIES INC COM 902252105 5742 40218 SH DFND 17 31225 0 8993 TYLER TECHNOLOGIES INC COM 902252105 150 1050 SH DFND 21 650 0 400 TYSON FOODS INC CL A 902494103 10188 165179 SH DFND 4 165179 0 0 TYSON FOODS INC CL A 902494103 77298 1253216 SH DFND 17 970689 0 282527 TYSON FOODS INC CL A 902494103 1119 18139 SH DFND 20 18139 0 0 TYSON FOODS INC CL A 902494103 106971 1734292 SH DFND 21 1264479 0 469813 TYSON FOODS INC CL A 902494103 9893 160400 SH DFND 24 160400 0 0 TYSON FOODS INC CL A 902494103 301 4883 SH DFND 25 4883 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 35044 518020 SH DFND 17 518020 0 0 TYSON FOODS INC CALL 902494903 4762 77200 SH Call DFND 4 77200 0 0 TYSON FOODS INC PUT 902494953 40795 661400 SH Put DFND 4 661400 0 0 UGI CORP NEW COM 902681105 350 7597 SH DFND 17 7597 0 0 UGI CORP NEW COM 902681105 607 13162 SH DFND 21 0 0 13162 US BANCORP DEL COM NEW 902973304 118338 2303643 SH DFND 3 2300543 0 3100 US BANCORP DEL COM NEW 902973304 45995 895361 SH DFND 17 876801 0 18560 US BANCORP DEL COM NEW 902973304 4224 82232 SH DFND 20 82232 0 0 US BANCORP DEL COM NEW 902973304 30914 601796 SH DFND 21 545326 0 56470 US BANCORP DEL CALL 902973904 1772 34500 SH Call DFND 4 34500 0 0 US BANCORP DEL PUT 902973954 106166 2066700 SH Put DFND 4 2066700 0 0 USANA HEALTH SCIENCES INC COM 90328M107 114 1862 SH DFND 17 1288 0 574 USANA HEALTH SCIENCES INC COM 90328M107 418 6824 SH DFND 21 6132 0 692 USA TECHNOLOGIES INC COM NO PAR 90328S500 2676 622301 SH DFND 17 595949 0 26352 U S CONCRETE INC COM NEW 90333L201 5230 79843 SH DFND 17 77383 0 2460 U S PHYSICAL THERAPY INC COM 90337L108 44 630 SH DFND 17 630 0 0 U S PHYSICAL THERAPY INC COM 90337L108 337 4797 SH DFND 21 4797 0 0 U S SILICA HLDGS INC COM 90346E103 33890 597926 SH DFND 17 597926 0 0 U S SILICA HLDGS INC COM 90346E103 3282 57912 SH DFND 21 0 0 57912 U S SILICA HLDGS INC COM 90346E103 2154 38000 SH DFND 24 38000 0 0 UBIQUITI NETWORKS INC COM 90347A100 3697 63959 SH DFND 17 0 0 63959 ULTA SALON COSMETCS & FRAG I COM 90384S303 12052 47275 SH DFND 17 16334 0 30941 ULTA SALON COSMETCS & FRAG I COM 90384S303 27889 109396 SH DFND 21 109396 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 7730 42389 SH DFND 17 33504 0 8885 ULTIMATE SOFTWARE GROUP INC COM 90385D107 194 1062 SH DFND 21 562 0 500 ULTRA CLEAN HLDGS INC COM 90385V107 100 10320 SH DFND 17 10320 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 602 8559 SH DFND 17 8559 0 0 UMPQUA HLDGS CORP COM 904214103 44215 2354387 SH DFND 3 2354387 0 0 UMPQUA HLDGS CORP COM 904214103 1526 81255 SH DFND 21 71373 0 9882 UNDER ARMOUR INC CL A 904311107 325 11202 SH DFND 17 10970 0 232 UNDER ARMOUR INC CL A 904311107 7 232 SH DFND 21 232 0 0 UNION BANKSHARES CORP NEW COM 90539J109 435 12180 SH DFND 17 12180 0 0 UNION BANKSHARES CORP NEW COM 90539J109 208 5826 SH DFND 20 5826 0 0 UNION BANKSHARES CORP NEW COM 90539J109 1873 52412 SH DFND 21 47502 0 4910 UNION PAC CORP COM 907818108 11405 110000 SH DFND 4 110000 0 0 UNION PAC CORP COM 907818108 165467 1595935 SH DFND 17 1576625 0 19310 UNION PAC CORP COM 907818108 8139 78500 SH DFND 20 78500 0 0 UNION PAC CORP COM 907818108 97514 940529 SH DFND 21 879732 0 60797 UNION PAC CORP COM 907818108 1078 10400 SH DFND 24 10400 0 0 UNION PAC CORP CALL 907818908 23960 231100 SH Call DFND 4 231100 0 0 UNION PAC CORP PUT 907818958 158879 1532400 SH Put DFND 4 1532400 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 532 59510 SH DFND 17 59510 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 42537 1436100 SH DFND 3 1436100 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 535 18055 SH DFND 17 18055 0 0 UNITED BANKSHARES INC WEST V COM 909907107 240 5191 SH DFND 21 5191 0 0 UNITED CONTL HLDGS INC COM 910047109 514 7053 SH DFND 17 6688 0 365 UNITED CONTL HLDGS INC COM 910047109 245 3361 SH DFND 20 3361 0 0 UNITED CONTL HLDGS INC COM 910047109 8801 120757 SH DFND 21 57199 0 63558 UNITED CONTL HLDGS INC CALL 910047909 5123 70300 SH Call DFND 4 70300 0 0 UNITED CONTL HLDGS INC PUT 910047959 27855 382200 SH Put DFND 4 382200 0 0 UNITED FIRE GROUP INC COM 910340108 200 4069 SH DFND 17 2762 0 1307 UNITED FIRE GROUP INC COM 910340108 558 11345 SH DFND 21 11345 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 569 325302 SH DFND 21 306759 0 18543 UNITED PARCEL SERVICE INC CL B 911312106 8683 75739 SH DFND 17 52527 0 23212 UNITED PARCEL SERVICE INC CL B 911312106 35249 307478 SH DFND 21 289586 0 17892 UNITED PARCEL SERVICE INC CALL 911312906 24384 212700 SH Call DFND 4 212700 0 0 UNITED PARCEL SERVICE INC PUT 911312956 214675 1872600 SH Put DFND 4 1872600 0 0 UNITED RENTALS INC COM 911363109 11 106 SH DFND 17 0 0 106 UNITED RENTALS INC COM 911363109 3399 32192 SH DFND 21 16363 0 15829 UNITED STATES STL CORP NEW COM 912909108 23932 725000 SH DFND 4 725000 0 0 UNITED STATES STL CORP NEW COM 912909108 15863 480537 SH DFND 17 421706 0 58831 UNITED STATES STL CORP NEW COM 912909108 283 8578 SH DFND 21 3978 0 4600 UNITED STATES STL CORP NEW COM 912909108 574 17400 SH DFND 24 17400 0 0 UNITED TECHNOLOGIES CORP COM 913017109 106409 970708 SH DFND 3 970708 0 0 UNITED TECHNOLOGIES CORP COM 913017109 123557 1127139 SH DFND 17 1058010 0 69129 UNITED TECHNOLOGIES CORP COM 913017109 9844 89800 SH DFND 20 89800 0 0 UNITED TECHNOLOGIES CORP COM 913017109 31361 286090 SH DFND 21 229308 0 56782 UNITED TECHNOLOGIES CORP CALL 913017909 21661 197600 SH Call DFND 4 197600 0 0 UNITED TECHNOLOGIES CORP PUT 913017959 211095 1925700 SH Put DFND 4 1925700 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 3409 23770 SH DFND 17 22564 0 1206 UNITED THERAPEUTICS CORP DEL COM 91307C102 9729 67829 SH DFND 21 59191 0 8638 UNITED THERAPEUTICS CORP DEL COM 91307C102 760 5300 SH DFND 24 5300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 365829 2285857 SH DFND 17 1926254 0 359603 UNITEDHEALTH GROUP INC COM 91324P102 26894 168043 SH DFND 20 168043 0 0 UNITEDHEALTH GROUP INC COM 91324P102 380518 2377640 SH DFND 21 1966873 0 410767 UNITEDHEALTH GROUP INC COM 91324P102 654 4088 SH DFND 24 4088 0 0 UNITEDHEALTH GROUP INC COM 91324P102 385 2405 SH DFND 25 2405 0 0 UNITEDHEALTH GROUP INC CALL 91324P902 46892 293000 SH Call DFND 4 293000 0 0 UNITEDHEALTH GROUP INC PUT 91324P952 281478 1758800 SH Put DFND 4 1758800 0 0 UNIVAR INC COM 91336L107 1679 59199 SH DFND 17 59199 0 0 UNIVERSAL CORP VA COM 913456109 24904 390649 SH DFND 3 390649 0 0 UNIVERSAL CORP VA COM 913456109 426 6690 SH DFND 17 6690 0 0 UNIVERSAL CORP VA COM 913456109 1870 29337 SH DFND 21 13632 0 15705 UNIVERSAL FST PRODS INC COM 913543104 2525 24714 SH DFND 17 20257 0 4457 UNIVERSAL FST PRODS INC COM 913543104 12817 125437 SH DFND 21 86453 0 38984 UNIVERSAL INS HLDGS INC COM 91359V107 8097 285106 SH DFND 17 98579 0 186527 UNIVERSAL INS HLDGS INC COM 91359V107 17719 623924 SH DFND 21 623924 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 8815 82867 SH DFND 17 61084 0 21783 UNIVERSAL HLTH SVCS INC CL B 913903100 325 3051 SH DFND 20 3051 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 10208 95962 SH DFND 21 85605 0 10357 UNUM GROUP COM 91529Y106 6427 146300 SH DFND 3 146300 0 0 UNUM GROUP COM 91529Y106 6236 141950 SH DFND 17 141657 0 293 UNUM GROUP COM 91529Y106 784 17853 SH DFND 20 17853 0 0 UNUM GROUP COM 91529Y106 12689 288843 SH DFND 21 201871 0 86972 URBAN OUTFITTERS INC COM 917047102 3 111 SH DFND 17 0 0 111 URBAN OUTFITTERS INC COM 917047102 545 19124 SH DFND 21 4362 0 14762 VCA INC COM 918194101 17066 248598 SH DFND 17 210041 0 38557 VCA INC COM 918194101 148 2149 SH DFND 20 2149 0 0 VCA INC COM 918194101 12501 182097 SH DFND 21 176635 0 5462 V F CORP COM 918204108 7387 138455 SH DFND 4 138455 0 0 V F CORP COM 918204108 22 419 SH DFND 17 0 0 419 V F CORP COM 918204108 531 9956 SH DFND 21 9956 0 0 V F CORP CALL 918204908 2865 53700 SH Call DFND 4 53700 0 0 V F CORP PUT 918204958 22450 420800 SH Put DFND 4 420800 0 0 VWR CORP COM 91843L103 41 1620 SH DFND 17 1620 0 0 VWR CORP COM 91843L103 1001 40000 SH DFND 21 40000 0 0 VAIL RESORTS INC COM 91879Q109 1004 6221 SH DFND 17 4243 0 1978 VAIL RESORTS INC COM 91879Q109 145 897 SH DFND 20 897 0 0 VAIL RESORTS INC COM 91879Q109 9354 57988 SH DFND 21 35362 0 22626 VALEANT PHARMACEUTICALS INTL COM 91911K102 376 25886 SH DFND 21 24950 0 936 VALEANT PHARMACEUTICALS INTL COM 91911K102 16 1068 SH DFND 25 1068 0 0 VALE S A ADR 91912E105 11017 1445790 SH DFND 17 1445790 0 0 VALE S A ADR 91912E105 24418 3204493 SH DFND 21 3204493 0 0 VALE S A ADR 91912E105 1829 240000 SH DFND 24 240000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 7174 105000 SH DFND 3 105000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 707 10354 SH DFND 4 10354 0 0 VALERO ENERGY CORP NEW COM 91913Y100 97930 1433404 SH DFND 17 1230802 0 202602 VALERO ENERGY CORP NEW COM 91913Y100 1018 14896 SH DFND 20 14896 0 0 VALERO ENERGY CORP NEW COM 91913Y100 96474 1412084 SH DFND 21 1013654 0 398430 VALERO ENERGY CORP NEW COM 91913Y100 895 13100 SH DFND 24 13100 0 0 VALERO ENERGY CORP NEW COM 91913Y100 299 4381 SH DFND 25 4381 0 0 VALERO ENERGY CORP NEW CALL 91913Y900 7788 114000 SH Call DFND 4 114000 0 0 VALERO ENERGY CORP NEW PUT 91913Y950 58420 855100 SH Put DFND 4 855100 0 0 VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 3191 72073 SH DFND 3 72073 0 0 VALSPAR CORP COM 920355104 8895 85850 SH DFND 4 85850 0 0 VALSPAR CORP COM 920355104 9247 89250 SH DFND 21 89250 0 0 VALVOLINE INC COM 92047W101 3811 177275 SH DFND 17 177275 0 0 VANDA PHARMACEUTICALS INC COM 921659108 2234 140080 SH DFND 17 128834 0 11246 VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3105 129150 SH DFND 25 129150 0 0 VANECK VECTORS ETF TR RUSSIA ETF 92189F403 2631 124000 SH DFND 24 124000 0 0 VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 975 28000 SH DFND 24 28000 0 0 VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 985 13750 SH DFND 24 13750 0 0 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 299 3762 SH DFND 17 3762 0 0 VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 225 2898 SH DFND 17 2898 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 4636 76000 SH DFND 24 76000 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 45605 747625 SH DFND 25 747625 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 9676 219013 SH DFND 17 219013 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 19001 531038 SH DFND 4 531038 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 91840 2566797 SH DFND 17 2566797 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2576 72000 SH DFND 24 72000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 25046 700000 SH DFND 25 700000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 6 135 SH DFND 17 135 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 13025 271696 SH DFND 24 11000 0 260696 VANGUARD WORLD FDS ENERGY ETF 92204A306 314 3000 SH DFND 24 3000 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 7009 88307 SH DFND 17 25772 0 62535 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 46114 581005 SH DFND 25 581005 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 5968 114139 SH DFND 17 114139 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 767 8580 SH DFND 3570 0 5010 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 19602 228730 SH DFND 17 228730 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 23561 274921 SH DFND 25 274921 0 0 VANTIV INC CL A 92210H105 71531 1199777 SH DFND 17 839502 0 360275 VANTIV INC CL A 92210H105 2392 40116 SH DFND 21 1629 0 38487 VARONIS SYS INC COM 922280102 1356 50581 SH DFND 17 0 0 50581 VASCULAR SOLUTIONS INC COM 92231M109 4211 75055 SH DFND 17 72838 0 2217 VECTREN CORP COM 92240G101 225 4314 SH DFND 4 4314 0 0 VECTREN CORP COM 92240G101 1873 35909 SH DFND 21 10164 0 25745 VECTOR GROUP LTD COM 92240M108 341 14998 SH DFND 17 14998 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 24120 15400000 PRN DFND 17 15400000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13638 11700000 PRN DFND 17 11700000 0 0 VEECO INSTRS INC DEL COM 922417100 3859 132397 SH DFND 21 119414 0 12983 VEECO INSTRS INC DEL COM 922417100 7272 249462 SH DFND 24 249462 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 785 63200 SH DFND 17 57900 0 5300 VEDANTA LTD SPONSORED ADR 92242Y100 121 9711 SH DFND 21 0 0 9711 VEEVA SYS INC CL A COM 922475108 9246 227171 SH DFND 17 104225 0 122946 VENTAS INC COM 92276F100 5414 86600 SH DFND 3 86600 0 0 VENTAS INC COM 92276F100 119 1907 SH DFND 4 1907 0 0 VENTAS INC COM 92276F100 37 585 SH DFND 17 137 0 448 VENTAS INC COM 92276F100 28 448 SH DFND 21 448 0 0 VENTAS INC CALL 92276F900 331 5300 SH Call DFND 4 5300 0 0 VENTAS INC PUT 92276F950 8034 128500 SH Put DFND 4 128500 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 69 337 SH DFND 17 337 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 18631 90744 SH DFND 24 0 0 90744 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 15049 73300 SH DFND 25 73300 0 0 VANGUARD INDEX FDS REIT ETF 922908553 54396 659111 SH DFND 4 659111 0 0 VANGUARD INDEX FDS REIT ETF 922908553 2687 32553 SH DFND 17 32553 0 0 VANGUARD INDEX FDS REIT ETF 922908553 2311 28000 SH DFND 24 28000 0 0 VANGUARD INDEX FDS REIT ETF 922908553 13617 165000 SH DFND 25 165000 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 32294 250419 SH DFND 25 250419 0 0 VEREIT INC COM 92339V100 11 1325 SH DFND 3 1325 0 0 VEREIT INC COM 92339V100 222 26293 SH DFND 17 26293 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 119556 53280000 PRN DFND 17 50095000 0 3185000 VERIZON COMMUNICATIONS INC COM 92343V104 110149 2063487 SH DFND 3 2059487 0 4000 VERIZON COMMUNICATIONS INC COM 92343V104 4937 92483 SH DFND 4 92483 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 121305 2272477 SH DFND 17 2194573 0 77904 VERIZON COMMUNICATIONS INC COM 92343V104 3861 72331 SH DFND 20 72331 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 239263 4482252 SH DFND 21 3058796 0 1423456 VERIZON COMMUNICATIONS INC COM 92343V104 618 11581 SH DFND 25 11581 0 0 VERIZON COMMUNICATIONS INC CALL 92343V904 41065 769300 SH Call DFND 4 769300 0 0 VERIZON COMMUNICATIONS INC PUT 92343V954 353162 6616000 SH Put DFND 4 6616000 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 19740 20975000 PRN DFND 17 20790000 0 185000 VERITEX HLDGS INC COM 923451108 838 31392 SH DFND 17 28388 0 3004 VERISK ANALYTICS INC COM 92345Y106 23596 290702 SH DFND 17 290505 0 197 VERISK ANALYTICS INC COM 92345Y106 16 197 SH DFND 21 197 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 12855 174488 SH DFND 4 174488 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 18246 247668 SH DFND 17 209098 0 38570 VERTEX PHARMACEUTICALS INC COM 92532F100 863 11714 SH DFND 21 315 0 11399 VERTEX PHARMACEUTICALS INC COM 92532F100 7370 100040 SH DFND 24 100040 0 0 VERTEX PHARMACEUTICALS INC CALL 92532F900 3146 42700 SH Call DFND 4 42700 0 0 VERTEX PHARMACEUTICALS INC PUT 92532F950 26926 365500 SH Put DFND 4 365500 0 0 VIAD CORP COM NEW 92552R406 3131 71005 SH DFND 17 54925 0 16080 VIAD CORP COM NEW 92552R406 1501 34038 SH DFND 21 7800 0 26238 VIACOM INC NEW CL B 92553P201 1449 41278 SH DFND 4 41278 0 0 VIACOM INC NEW CL B 92553P201 15 440 SH DFND 17 0 0 440 VIACOM INC NEW CL B 92553P201 1486 42331 SH DFND 21 42331 0 0 VIACOM INC NEW CALL 92553P901 288 8200 SH Call DFND 4 8200 0 0 VIACOM INC NEW PUT 92553P951 390 11100 SH Put DFND 4 11100 0 0 VIAVI SOLUTIONS INC COM 925550105 1082 132240 SH DFND 17 132240 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 43 1300 SH DFND 3 1300 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 549 16657 SH DFND 21 16657 0 0 VIMPELCOM LTD SPONSORED ADR 92719A106 180 46800 SH DFND 17 0 0 46800 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 152 13820 SH DFND 17 100 0 13720 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 5917 537410 SH DFND 20 356820 0 180590 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 328 29800 SH DFND 24 29800 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 72416 72565000 PRN DFND 17 68015000 0 4550000 VIRNETX HLDG CORP COM 92823T108 28 12652 SH DFND 17 12652 0 0 VISA INC COM CL A 92826C839 14296 183233 SH DFND 4 183233 0 0 VISA INC COM CL A 92826C839 266186 3411764 SH DFND 17 3047068 0 364696 VISA INC COM CL A 92826C839 20012 256500 SH DFND 20 256500 0 0 VISA INC COM CL A 92826C839 196178 2514461 SH DFND 21 2040887 0 473574 VISA INC COM CL A 92826C839 656 8408 SH DFND 24 8408 0 0 VISA INC CALL 92826C909 40305 516600 SH Call DFND 4 516600 0 0 VISA INC PUT 92826C959 244796 3137600 SH Put DFND 4 3137600 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 28549 1762300 SH DFND 3 1762300 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 508 31374 SH DFND 17 31374 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 237 14612 SH DFND 20 14612 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 7036 434302 SH DFND 21 421172 0 13130 VISTA OUTDOOR INC COM 928377100 2421 65604 SH DFND 21 39505 0 26099 VISTEON CORP COM NEW 92839U206 10771 134073 SH DFND 21 98931 0 35142 VITAMIN SHOPPE INC COM 92849E101 252 10596 SH DFND 21 0 0 10596 VMWARE INC CL A COM 928563402 15301 194345 SH DFND 17 192350 0 1995 VOCERA COMMUNICATIONS INC COM 92857F107 5606 303189 SH DFND 17 296254 0 6935 VORNADO RLTY TR SH BEN INT 929042109 12440 119192 SH DFND 4 119192 0 0 VORNADO RLTY TR SH BEN INT 929042109 30 288 SH DFND 17 71 0 217 VORNADO RLTY TR SH BEN INT 929042109 23 217 SH DFND 21 217 0 0 VORNADO RLTY TR PUT 929042959 1513 14500 SH Put DFND 4 14500 0 0 VOYA FINL INC COM 929089100 14781 376882 SH DFND 17 215216 0 161666 VOYA FINL INC COM 929089100 15960 406939 SH DFND 21 312297 0 94642 VOYA FINL INC COM 929089100 45 1155 SH DFND 25 1155 0 0 VULCAN MATLS CO COM 929160109 103039 823325 SH DFND 17 715864 0 107461 VULCAN MATLS CO COM 929160109 10638 85003 SH DFND 20 85003 0 0 VULCAN MATLS CO COM 929160109 14426 115270 SH DFND 21 115270 0 0 VULCAN MATLS CO COM 929160109 1076 8600 SH DFND 24 8600 0 0 WD-40 CO COM 929236107 268 2295 SH DFND 17 2295 0 0 WSFS FINL CORP COM 929328102 1720 37100 SH DFND 17 0 0 37100 WNS HOLDINGS LTD SPON ADR 92932M101 262 9524 SH DFND 21 0 0 9524 WPP PLC NEW ADR 92937A102 6485 58600 SH DFND 3 58600 0 0 WPP PLC NEW ADR 92937A102 3920 35422 SH DFND 17 35422 0 0 WEC ENERGY GROUP INC COM 92939U106 326 5558 SH DFND 4 5558 0 0 WEC ENERGY GROUP INC COM 92939U106 872 14865 SH DFND 17 14465 0 400 WEC ENERGY GROUP INC COM 92939U106 23 400 SH DFND 21 400 0 0 WEC ENERGY GROUP INC CALL 92939U906 2299 39200 SH Call DFND 4 39200 0 0 WEC ENERGY GROUP INC PUT 92939U956 11478 195700 SH Put DFND 4 195700 0 0 WABASH NATL CORP COM 929566107 779 49214 SH DFND 21 14160 0 35054 WABTEC CORP COM 929740108 1985 23915 SH DFND 17 23915 0 0 WABTEC CORP COM 929740108 83797 1009358 SH DFND 21 974663 0 34695 WABTEC CORP COM 929740108 589 7100 SH DFND 24 7100 0 0 WAGEWORKS INC COM 930427109 4087 56377 SH DFND 17 20429 0 35948 WAGEWORKS INC COM 930427109 69 950 SH DFND 21 950 0 0 WAL-MART STORES INC COM 931142103 162918 2357028 SH DFND 3 2354128 0 2900 WAL-MART STORES INC COM 931142103 9309 134682 SH DFND 4 134682 0 0 WAL-MART STORES INC COM 931142103 42448 614115 SH DFND 17 612212 0 1903 WAL-MART STORES INC COM 931142103 1578 22835 SH DFND 20 22835 0 0 WAL-MART STORES INC COM 931142103 57232 828006 SH DFND 21 506139 0 321867 WAL-MART STORES INC PUT 931142953 20736 300000 SH Put DFND 4 300000 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 3467 41890 SH DFND 4 41890 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 227202 2745314 SH DFND 17 2573608 0 171706 WALGREENS BOOTS ALLIANCE INC COM 931427108 97496 1178054 SH DFND 21 957372 0 220682 WALGREENS BOOTS ALLIANCE INC CALL 931427908 23189 280200 SH Call DFND 4 280200 0 0 WALGREENS BOOTS ALLIANCE INC PUT 931427958 132159 1596900 SH Put DFND 4 1596900 0 0 WALKER & DUNLOP INC COM 93148P102 164 5269 SH DFND 17 3931 0 1338 WALKER & DUNLOP INC COM 93148P102 2084 66807 SH DFND 21 14044 0 52763 WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 26813 38545000 PRN DFND 17 38545000 0 0 WASHINGTON FED INC COM 938824109 37141 1081250 SH DFND 3 1081250 0 0 WASHINGTON FED INC COM 938824109 5966 173686 SH DFND 17 173686 0 0 WASTE CONNECTIONS INC COM 94106B101 253 3216 SH DFND 17 3216 0 0 WASTE MGMT INC DEL COM 94106L109 671 9469 SH DFND 4 9469 0 0 WASTE MGMT INC DEL COM 94106L109 6815 96114 SH DFND 17 87123 0 8991 WASTE MGMT INC DEL COM 94106L109 1024 14441 SH DFND 20 14441 0 0 WASTE MGMT INC DEL COM 94106L109 65439 922841 SH DFND 21 726741 0 196100 WASTE MGMT INC DEL COM 94106L109 77 1083 SH DFND 25 1083 0 0 WASTE MGMT INC DEL CALL 94106L909 6814 96100 SH Call DFND 4 96100 0 0 WASTE MGMT INC DEL PUT 94106L959 44801 631800 SH Put DFND 4 631800 0 0 WATERS CORP COM 941848103 14 101 SH DFND 17 0 0 101 WATERS CORP COM 941848103 11095 82558 SH DFND 21 82558 0 0 WATERSTONE FINL INC MD COM 94188P101 1718 93343 SH DFND 17 93343 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 13677 209773 SH DFND 17 209773 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 1644 25212 SH DFND 21 21658 0 3554 WATTS WATER TECHNOLOGIES INC CL A 942749102 3130 48000 SH DFND 24 48000 0 0 WEB COM GROUP INC COM 94733A104 752 35540 SH DFND 17 0 0 35540 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 11281 11675000 PRN DFND 17 11350000 0 325000 WEBMD HEALTH CORP COM 94770V102 446 9005 SH DFND 17 0 0 9005 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 10721 9500000 PRN DFND 17 9500000 0 0 WEIBO CORP SPONSORED ADR 948596101 0 10 SH DFND 17 10 0 0 WEIBO CORP SPONSORED ADR 948596101 2339 57617 SH DFND 20 0 0 57617 WEIGHT WATCHERS INTL INC NEW COM 948626106 300 26212 SH DFND 4 26212 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 952 83171 SH DFND 17 0 0 83171 WELLCARE HEALTH PLANS INC COM 94946T106 6221 45381 SH DFND 17 2919 0 42462 WELLCARE HEALTH PLANS INC COM 94946T106 199 1451 SH DFND 20 1451 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 7239 52809 SH DFND 21 11380 0 41429 ANTHEM INC NOTE 2.750%10/1 94973VBG1 68088 33825000 PRN DFND 17 29110000 0 4715000 WELLS FARGO & CO NEW COM 949746101 222829 4043357 SH DFND 3 4037957 0 5400 WELLS FARGO & CO NEW COM 949746101 24800 450000 SH DFND 4 450000 0 0 WELLS FARGO & CO NEW COM 949746101 147213 2671259 SH DFND 17 2541723 0 129536 WELLS FARGO & CO NEW COM 949746101 647 11736 SH DFND 20 11736 0 0 WELLS FARGO & CO NEW COM 949746101 122027 2214238 SH DFND 21 1687167 0 527071 WELLS FARGO & CO NEW COM 949746101 192 3484 SH DFND 25 3484 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 166921 140240 SH DFND 4 135640 0 4600 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 143175 120315 SH DFND 17 114670 0 5645 WELLS FARGO & CO NEW CALL 949746901 59034 1071200 SH Call DFND 4 1071200 0 0 WELLS FARGO & CO NEW PUT 949746951 349849 6348200 SH Put DFND 4 6348200 0 0 WELLTOWER INC COM 95040Q104 24465 365537 SH DFND 4 365537 0 0 WELLTOWER INC COM 95040Q104 4796 71652 SH DFND 17 71192 0 460 WELLTOWER INC COM 95040Q104 116 1737 SH DFND 21 1737 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 6826 113000 SH DFND 4 113000 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 33442 555700 SH DFND 17 555700 0 0 WELLTOWER INC CALL 95040Q904 5221 78000 SH Call DFND 4 78000 0 0 WELLTOWER INC PUT 95040Q954 47105 703800 SH Put DFND 4 703800 0 0 WENDYS CO COM 95058W100 86 6390 SH DFND 17 0 0 6390 WENDYS CO COM 95058W100 11094 820566 SH DFND 21 820566 0 0 WESBANCO INC COM 950810101 18636 432791 SH DFND 3 432791 0 0 WESBANCO INC COM 950810101 1394 32378 SH DFND 17 32378 0 0 WESCO INTL INC COM 95082P105 20947 314751 SH DFND 17 307906 0 6845 WEST CORP COM 952355204 47349 1912302 SH DFND 3 1912302 0 0 WEST CORP COM 952355204 2457 99230 SH DFND 17 99230 0 0 WEST CORP COM 952355204 850 34324 SH DFND 21 22236 0 12088 WEST PHARMACEUTICAL SVSC INC COM 955306105 21950 258747 SH DFND 17 214777 0 43970 WEST PHARMACEUTICAL SVSC INC COM 955306105 459 5413 SH DFND 21 2963 0 2450 WESTAR ENERGY INC COM 95709T100 310 5494 SH DFND 17 5494 0 0 WESTAR ENERGY INC COM 95709T100 12018 213281 SH DFND 21 213281 0 0 WESTERN ALLIANCE BANCORP COM 957638109 28228 579517 SH DFND 17 467799 0 111718 WESTERN ALLIANCE BANCORP COM 957638109 1581 32459 SH DFND 21 27059 0 5400 WESTERN ASSET MTG CAP CORP COM 95790D105 450 44712 SH DFND 17 7998 0 36714 WESTERN DIGITAL CORP COM 958102105 516 7599 SH DFND 4 7599 0 0 WESTERN DIGITAL CORP COM 958102105 137417 2022326 SH DFND 17 1741298 0 281028 WESTERN DIGITAL CORP COM 958102105 325 4788 SH DFND 20 4788 0 0 WESTERN DIGITAL CORP COM 958102105 34325 505145 SH DFND 21 340830 0 164315 WESTERN DIGITAL CORP COM 958102105 60 881 SH DFND 25 881 0 0 WESTERN DIGITAL CORP CALL 958102905 1087 16000 SH Call DFND 4 16000 0 0 WESTERN DIGITAL CORP PUT 958102955 9479 139500 SH Put DFND 4 139500 0 0 WESTERN REFNG INC COM 959319104 2172 57389 SH DFND 17 57389 0 0 WESTERN REFNG INC COM 959319104 11232 296756 SH DFND 21 224202 0 72554 WESTERN REFNG INC COM 959319104 28 743 SH DFND 25 743 0 0 WESTERN UN CO COM 959802109 595 27387 SH DFND 4 27387 0 0 WESTERN UN CO COM 959802109 5305 244247 SH DFND 17 176318 0 67929 WESTERN UN CO COM 959802109 29301 1349047 SH DFND 21 1312814 0 36233 WESTERN UN CO COM 959802109 35 1616 SH DFND 25 1616 0 0 WESTLAKE CHEM CORP COM 960413102 1125 20095 SH DFND 21 4527 0 15568 WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 1752 80940 SH DFND 17 73055 0 7885 WESTROCK CO COM 96145D105 16 316 SH DFND 17 0 0 316 WESTROCK CO COM 96145D105 439 8652 SH DFND 21 371 0 8281 WEYERHAEUSER CO COM 962166104 3892 129350 SH DFND 4 129350 0 0 WEYERHAEUSER CO COM 962166104 28 946 SH DFND 17 0 0 946 WEYERHAEUSER CO COM 962166104 28 946 SH DFND 21 946 0 0 WEYERHAEUSER CO CALL 962166904 2621 87100 SH Call DFND 4 87100 0 0 WEYERHAEUSER CO PUT 962166954 28877 959700 SH Put DFND 4 959700 0 0 WHIRLPOOL CORP COM 963320106 10425 57355 SH DFND 3 57355 0 0 WHIRLPOOL CORP COM 963320106 9795 53886 SH DFND 17 50927 0 2959 WHIRLPOOL CORP COM 963320106 465 2559 SH DFND 20 2559 0 0 WHIRLPOOL CORP COM 963320106 62879 345928 SH DFND 21 216746 0 129182 WHIRLPOOL CORP COM 963320106 164 901 SH DFND 25 901 0 0 WHITEWAVE FOODS CO COM 966244105 8378 150692 SH DFND 4 150692 0 0 WHITEWAVE FOODS CO COM 966244105 27300 491000 SH DFND 21 491000 0 0 WHITING PETE CORP NEW COM 966387102 34185 2844042 SH DFND 4 2844042 0 0 WHITING PETE CORP NEW COM 966387102 19232 1600010 SH DFND 17 1600010 0 0 WHITING PETE CORP NEW COM 966387102 11 922 SH DFND 21 922 0 0 WHITING PETE CORP NEW COM 966387102 1851 154000 SH DFND 24 154000 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 15685 17505000 PRN DFND 17 17505000 0 0 WHOLE FOODS MKT INC COM 966837106 12 404 SH DFND 17 0 0 404 WHOLE FOODS MKT INC COM 966837106 1619 52633 SH DFND 21 23404 0 29229 WILLDAN GROUP INC COM 96924N100 452 20023 SH DFND 17 3045 0 16978 WILLIAMS COS INC DEL CALL 969457900 1221 39200 SH Call DFND 4 39200 0 0 WILLIAMS COS INC DEL PUT 969457950 7256 233000 SH Put DFND 4 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DFND 24 123800 0 0 WORKDAY INC CL A 98138H101 30795 465956 SH DFND 17 465956 0 0 WORKDAY INC NOTE 0.750% 7/1 98138HAC5 31582 30090000 PRN DFND 17 30090000 0 0 WORLD ACCEP CORP DEL COM 981419104 6 89 SH DFND 17 89 0 0 WORLD ACCEP CORP DEL COM 981419104 3602 56035 SH DFND 21 56035 0 0 WORLD FUEL SVCS CORP COM 981475106 42586 927588 SH DFND 3 927588 0 0 WORLD FUEL SVCS CORP COM 981475106 521 11338 SH DFND 17 11338 0 0 WORLD FUEL SVCS CORP COM 981475106 320 6976 SH DFND 21 6976 0 0 WORTHINGTON INDS INC COM 981811102 1065 22439 SH DFND 17 18530 0 3909 WORTHINGTON INDS INC COM 981811102 6905 145554 SH DFND 21 128071 0 17483 WPX ENERGY INC PFD SER A CV 98212B202 50211 764600 SH DFND 17 685780 0 78820 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 124222 118320000 PRN DFND 17 113150000 0 5170000 WYNDHAM WORLDWIDE CORP COM 98310W108 10 136 SH DFND 17 0 0 136 WYNDHAM WORLDWIDE CORP COM 98310W108 8684 113712 SH DFND 21 30740 0 82972 WYNN RESORTS LTD COM 983134107 1181 13655 SH DFND 4 12134 0 1521 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984121103 827 94773 SH DFND 4 94773 0 0 XEROX CORP COM 984121103 5961 1036615 SH DFND 17 325686 0 710929 XEROX CORP COM 984121103 442 76789 SH DFND 20 76789 0 0 XEROX CORP COM 984121103 14525 2526158 SH DFND 21 1185103 0 1341055 XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 126 25484 SH DFND 21 25484 0 0 XYLEM INC COM 98419M100 65172 1316073 SH DFND 17 1071550 0 244523 XYLEM INC COM 98419M100 44082 890189 SH DFND 21 644811 0 245378 XYLEM INC COM 98419M100 20392 411800 SH DFND 24 411800 0 0 YY INC NOTE 2.250% 4/0 98426TAB2 3953 3990000 PRN DFND 17 3990000 0 0 YADKIN FINL CORP COM 984305102 42712 1246709 SH DFND 3 1246709 0 0 YAHOO INC COM 984332106 3783 97821 SH DFND 4 97821 0 0 YAHOO INC COM 984332106 449 11610 SH DFND 17 10500 0 1110 YAHOO INC COM 984332106 43 1110 SH DFND 21 1110 0 0 YAHOO INC CALL 984332906 9992 258400 SH Call DFND 4 258400 0 0 YAHOO INC PUT 984332956 71052 1837400 SH Put DFND 4 1837400 0 0 YAHOO INC NOTE 12/0 984332AF3 66047 66840000 PRN DFND 17 66490000 0 350000 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