0000950123-19-003394.txt : 20190417 0000950123-19-003394.hdr.sgml : 20190417 20190417140451 ACCESSION NUMBER: 0000950123-19-003394 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20190417 DATE AS OF CHANGE: 20190417 EFFECTIVENESS DATE: 20190417 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Allianz Asset Management GmbH CENTRAL INDEX KEY: 0001535323 IRS NUMBER: 980443854 STATE OF INCORPORATION: 2M FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-15014 FILM NUMBER: 19752831 BUSINESS ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 BUSINESS PHONE: 011498912207522 MAIL ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Asset Management AG DATE OF NAME CHANGE: 20120405 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Global Investors AG DATE OF NAME CHANGE: 20111121 13F-HR/A 1 primary_doc.xml 13F-HR/A LIVE false true false 0001535323 XXXXXXXX 06-30-2017 06-30-2017 true 1 RESTATEMENT Allianz Asset Management GmbH

SEIDLSTRASSE 24-24A MUNICH 2M D-80335

13F HOLDINGS REPORT 028-15014 Y The Institutional Investment Manager filing this report was formerly known as Allianz Asset Management AG. Its name was changed to Allianz Asset Management GmbH effective April 11, 2017. Kellie E. Davidson 949-219-2621 /s/ Kellie E. Davidson Newport Beach CA 04-09-2019 7 4800 103387132 false 3 028-10770 NFJ Investment Group LLC 4 028-10952 Pacific Investment Management Company LLC 17 028-13991 Allianz Global Investors U.S. LLC 20 028-15015 Allianz Global Investors Asia Pacific Ltd 21 028-14962 Allianz Global Investors GmbH 24 028-15071 Allianz Global Investors Taiwan Ltd. 25 028-17306 Allianz Global Investors Japan Co. Ltd. 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CARDINAL HEALTH INC COM 14149Y108 172 2205 SH DFND 25 2205 0 0 CARDINAL HEALTH INC CALL 14149Y908 1932 24800 SH Call DFND 4 24800 0 0 CARDINAL HEALTH INC PUT 14149Y958 29228 375100 SH Put DFND 4 375100 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 16413 17220000 PRN DFND 17 17220000 0 0 CARE CAP PPTYS INC COM 141624106 361 13517 SH DFND 17 13517 0 0 CARE CAP PPTYS INC COM 141624106 124 4656 SH DFND 21 0 0 4656 CARE COM INC COM 141633107 2258 149565 SH DFND 17 64565 0 85000 CAREER EDUCATION CORP COM 141665109 14 1419 SH DFND 17 1419 0 0 CAREER EDUCATION CORP COM 141665109 433 45146 SH DFND 21 45146 0 0 CARETRUST REIT INC COM 14174T107 238 12855 SH DFND 17 12855 0 0 CARETRUST REIT INC COM 14174T107 214 11559 SH DFND 20 11559 0 0 CARETRUST REIT INC COM 14174T107 3964 214195 SH DFND 21 105032 0 109163 CARLISLE COS INC COM 142339100 13208 138451 SH DFND 17 110848 0 27603 CARLISLE COS INC COM 142339100 595 6235 SH DFND 20 6235 0 0 CARLISLE COS INC COM 142339100 2502 26319 SH DFND 21 26319 0 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DFND 21 14564 0 7418 CARTER INC COM 146229109 17594 197800 SH DFND 3 197800 0 0 CARTER INC COM 146229109 8078 90840 SH DFND 17 74074 0 16766 CARTER INC COM 146229109 971 10917 SH DFND 21 5319 0 5598 CASELLA WASTE SYS INC CL A 147448104 1884 114809 SH DFND 17 38555 0 76254 CATALENT INC COM 148806102 14839 422770 SH DFND 17 310453 0 112317 CATERPILLAR INC DEL COM 149123101 4173 38832 SH DFND 4 38832 0 0 CATERPILLAR INC DEL COM 149123101 191389 1782060 SH DFND 17 1777540 0 4520 CATERPILLAR INC DEL COM 149123101 1584 14996 SH DFND 21 14996 0 0 CATERPILLAR INC DEL COM 149123101 69 652 SH DFND 24 652 0 0 CATERPILLAR INC DEL CALL 149123901 5083 47300 SH Call DFND 4 47300 0 0 CATERPILLAR INC DEL PUT 149123951 78747 732800 SH Put DFND 4 732800 0 0 CATO CORP NEW CL A 149205106 1462 83100 SH DFND 17 0 0 83100 CATO CORP NEW CL A 149205106 325 18225 SH DFND 21 11537 0 6688 CAVCO INDS INC DEL COM 149568107 828 6384 SH DFND 17 6384 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 7795 108115 SH DFND 17 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41387 CENTURY CMNTYS INC COM 156504300 1293 52151 SH DFND 17 46787 0 5364 CENTURY CMNTYS INC COM 156504300 694 27994 SH DFND 21 0 0 27994 CENTURYLINK INC COM 156700106 10640 445561 SH DFND 17 148861 0 296700 CENTURYLINK INC COM 156700106 44412 1846043 SH DFND 21 1596946 0 249097 CENTURYLINK INC COM 156700106 132 5547 SH DFND 25 5547 0 0 CENTURYLINK INC PUT 156700956 8836 370000 SH DFND 21 370000 0 0 CERNER CORP CALL 156782904 432 6500 SH Call DFND 4 6500 0 0 CERNER CORP PUT 156782954 2759 41500 SH Put DFND 4 41500 0 0 CEVA INC COM 157210105 5494 120883 SH DFND 17 100171 0 20712 CHARLES RIV LABS INTL INC COM 159864107 19333 191131 SH DFND 17 151141 0 39990 CHARLES RIV LABS INTL INC COM 159864107 377 3726 SH DFND 20 3726 0 0 CHARLES RIV LABS INTL INC COM 159864107 7352 72560 SH DFND 21 60007 0 12553 CHART INDS INC COM PAR $0.01 16115Q308 1432 41384 SH DFND 21 41384 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8735 8765000 PRN DFND 17 8765000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 7345 21806 SH DFND 4 21806 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 4777 14182 SH DFND 17 14182 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 765 2279 SH DFND 21 2279 0 0 CHARTER COMMUNICATIONS INC N CALL 16119P908 6636 19700 SH Call DFND 4 19700 0 0 CHARTER COMMUNICATIONS INC N PUT 16119P958 100146 297300 SH Put DFND 4 297300 0 0 CHARTER FINL CORP MD COM 16122W108 646 35865 SH DFND 17 35865 0 0 CHEESECAKE FACTORY INC COM 163072101 55 1100 SH DFND 17 1100 0 0 CHEESECAKE FACTORY INC COM 163072101 729 14377 SH DFND 21 6366 0 8011 CHEMED CORP NEW COM 16359R103 2731 13351 SH DFND 17 1745 0 11606 CHEMED CORP NEW COM 16359R103 1914 9324 SH DFND 21 9324 0 0 CHEMICAL FINL CORP COM 163731102 56 1161 SH DFND 17 1161 0 0 CHEMICAL FINL CORP COM 163731102 1102 22720 SH DFND 21 0 0 22720 CHEMOURS CO COM 163851108 110954 2931874 SH DFND 17 2880514 0 51360 CHEMOURS CO COM 163851108 1948 52470 SH DFND 21 38478 0 13992 CHEMOURS CO COM 163851108 870 24500 SH DFND 24 24500 0 0 CHENIERE ENERGY INC COM NEW 16411R208 8281 170000 SH DFND 4 170000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 182 3746 SH DFND 21 3746 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 101318 144225000 PRN DFND 17 136090000 0 8135000 CHERRY HILL MTG INVT CORP COM 164651101 269 14540 SH DFND 17 14540 0 0 CHESAPEAKE ENERGY CORP COM 165167107 40455 8139856 SH DFND 17 8139856 0 0 CHEVRON CORP NEW COM 166764100 69412 665313 SH DFND 3 665313 0 0 CHEVRON CORP NEW COM 166764100 63814 611659 SH DFND 4 611659 0 0 CHEVRON CORP NEW COM 166764100 60962 584705 SH DFND 17 565750 0 18955 CHEVRON CORP NEW COM 166764100 128405 1230882 SH DFND 21 898226 0 332656 CHEVRON CORP NEW COM 166764100 1922 18458 SH DFND 24 18458 0 0 CHEVRON CORP NEW COM 166764100 121 1156 SH DFND 25 1156 0 0 CHEVRON CORP NEW CALL 166764900 13271 127200 SH Call DFND 4 127200 0 0 CHEVRON CORP NEW PUT 166764950 207867 1992400 SH Put DFND 4 1992400 0 0 CHICOS FAS INC COM 168615102 147 15586 SH DFND 20 15586 0 0 CHICOS FAS INC COM 168615102 1044 113525 SH DFND 21 113525 0 0 CHILDRENS PL INC COM 168905107 1416 13870 SH DFND 17 13870 0 0 CHILDRENS PL INC COM 168905107 13062 127755 SH DFND 21 79940 0 47815 CHIMERA INVT CORP COM NEW 16934Q208 8310 446047 SH DFND 17 147055 0 298992 CHIMERA INVT CORP COM NEW 16934Q208 242 13000 SH DFND 20 13000 0 0 CHIMERA INVT CORP COM NEW 16934Q208 30062 1612582 SH DFND 21 869159 0 743423 CHINA BIOLOGIC PRODS INC COM 16938C106 1157 10231 SH DFND 17 10231 0 0 CHINA BIOLOGIC PRODS INC COM 16938C106 1077 9641 SH DFND 21 9641 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7823 148321 SH DFND 17 148321 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5605 105717 SH DFND 21 105717 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 668 8500 SH DFND 17 0 0 8500 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 424 5389 SH DFND 21 5389 0 0 CHURCH & DWIGHT INC COM 171340102 55 1051 SH DFND 17 1051 0 0 CHURCH & DWIGHT INC COM 171340102 1091 21022 SH DFND 21 0 0 21022 CHURCHILL DOWNS INC COM 171484108 1081 5895 SH DFND 17 5895 0 0 CHUYS HLDGS INC COM 171604101 1213 51858 SH DFND 17 51858 0 0 CIENA CORP COM NEW 171779309 912 36461 SH DFND 17 36461 0 0 CINCINNATI FINL CORP COM 172062101 7528 103906 SH DFND 17 10968 0 92938 CINCINNATI FINL CORP COM 172062101 3719 51353 SH DFND 21 51353 0 0 CINEMARK HOLDINGS INC COM 17243V102 13845 360284 SH DFND 21 302566 0 57718 CIRRUS LOGIC INC COM 172755100 14939 238188 SH DFND 17 233620 0 4568 CIRRUS LOGIC INC COM 172755100 405 6455 SH DFND 20 6455 0 0 CIRRUS LOGIC INC COM 172755100 39452 626234 SH DFND 21 503506 0 122728 CIRRUS LOGIC INC COM 172755100 75 1189 SH DFND 25 1189 0 0 CISCO SYS INC COM 17275R102 76325 2438503 SH DFND 3 2438503 0 0 CISCO SYS INC COM 17275R102 30248 966385 SH DFND 4 966385 0 0 CISCO SYS INC COM 17275R102 92731 2960305 SH DFND 17 2223294 0 737011 CISCO SYS INC COM 17275R102 1858 59360 SH DFND 20 59360 0 0 CISCO SYS INC COM 17275R102 251650 8023595 SH DFND 21 5673074 0 2350521 CISCO SYS INC COM 17275R102 475 15164 SH DFND 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4037 CONCHO RES INC COM 20605P101 3609 29699 SH DFND 4 29699 0 0 CONCHO RES INC COM 20605P101 18267 150311 SH DFND 17 150311 0 0 CONCHO RES INC COM 20605P101 41 342 SH DFND 21 342 0 0 CONCHO RES INC COM 20605P101 2087 17300 SH DFND 24 17300 0 0 CONCHO RES INC CALL 20605P901 1969 16200 SH Call DFND 4 16200 0 0 CONCHO RES INC PUT 20605P951 12408 102100 SH Put DFND 4 102100 0 0 CONDUENT INC COM 206787103 3223 202171 SH DFND 17 60201 0 141970 CONDUENT INC COM 206787103 996 62567 SH DFND 21 52932 0 9635 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 34444 1817628 SH DFND 3 1817628 0 0 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 79 4190 SH DFND 17 4190 0 0 CONOCOPHILLIPS COM 20825C104 3433 78100 SH DFND 3 78100 0 0 CONOCOPHILLIPS COM 20825C104 15473 351970 SH DFND 4 351970 0 0 CONOCOPHILLIPS COM 20825C104 2044 46418 SH DFND 17 46418 0 0 CONOCOPHILLIPS COM 20825C104 2701 61403 SH DFND 21 44608 0 16795 CONOCOPHILLIPS CALL 20825C904 7882 179300 SH Call DFND 4 179300 0 0 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SH DFND 21 276923 0 23754 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 85903 73895000 PRN DFND 17 70115000 0 3780000 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 813 84217 SH DFND 17 84217 0 0 DYNEX CAP INC COM NEW 26817Q506 399 56259 SH DFND 17 56259 0 0 DYNEX CAP INC COM NEW 26817Q506 716 100231 SH DFND 21 89766 0 10465 DYNEGY INC NEW DEL COM 26817R108 305 1744959 SH DFND 4 1711264 0 33695 DYNEGY INC NEW DEL PFD CONV SER A 26817R207 20004 695590 SH DFND 17 695590 0 0 DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 381 6130 SH DFND 17 6130 0 0 EMC INS GROUP INC COM 268664109 684 24620 SH DFND 17 24620 0 0 EOG RES INC COM 26875P101 16172 178657 SH DFND 4 178657 0 0 EOG RES INC COM 26875P101 75166 830485 SH DFND 17 747116 0 83369 EOG RES INC COM 26875P101 68975 762436 SH DFND 21 516987 0 245449 EOG RES INC COM 26875P101 1998 22200 SH DFND 24 22200 0 0 EOG RES INC CALL 26875P901 7341 81100 SH Call DFND 4 81100 0 0 EOG RES INC PUT 26875P951 60087 663800 SH Put DFND 4 663800 0 0 EQT CORP COM 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CL A 293639100 1244 121542 SH DFND 21 108665 0 12877 ENTERGY CORP NEW COM 29364G103 74915 975841 SH DFND 3 975841 0 0 ENTERGY CORP NEW COM 29364G103 28939 376568 SH DFND 17 289303 0 87265 ENTERGY CORP NEW COM 29364G103 829 10793 SH DFND 20 10793 0 0 ENTERGY CORP NEW COM 29364G103 38455 500450 SH DFND 21 321948 0 178502 ENTERGY CORP NEW COM 29364G103 250 3258 SH DFND 25 3258 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 2991 73301 SH DFND 17 44532 0 28769 ENTERPRISE FINL SVCS CORP COM 293712105 175 4283 SH DFND 20 4283 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 1465 35866 SH DFND 21 32200 0 3666 ENTERPRISE PRODS PARTNERS L COM 293792107 12046 444823 SH DFND 4 444823 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 2642 400306 SH DFND 17 387131 0 13175 ENZO BIOCHEM INC COM 294100102 3821 346073 SH DFND 17 335431 0 10642 EPAM SYS INC COM 29414B104 12864 152975 SH DFND 17 152975 0 0 EPAM SYS INC COM 29414B104 1726 20530 SH DFND 21 20530 0 0 ENVISION HEALTHCARE CORP COM 29414D100 462 7379 SH 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SH DFND 17 151929 0 43542 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1986 23006 SH DFND 21 23006 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 33123 503158 SH DFND 4 503158 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 110 1664 SH DFND 17 1664 0 0 EQUITY RESIDENTIAL CALL 29476L907 3081 46800 SH Call DFND 4 46800 0 0 EQUITY RESIDENTIAL PUT 29476L957 34179 519200 SH Put DFND 4 519200 0 0 ERIE INDTY CO CL A 29530P102 1529 12245 SH DFND 21 12245 0 0 ESCO TECHNOLOGIES INC COM 296315104 275 4615 SH DFND 17 4615 0 0 ESCO TECHNOLOGIES INC COM 296315104 747 12525 SH DFND 21 12525 0 0 ESSEX PPTY TR INC COM 297178105 33994 132134 SH DFND 4 132134 0 0 ESSEX PPTY TR INC COM 297178105 76 297 SH DFND 17 297 0 0 ESSEX PPTY TR INC COM 297178105 645 2501 SH DFND 21 2501 0 0 ETSY INC COM 29786A106 751 50060 SH DFND 17 0 0 50060 EURONET WORLDWIDE INC COM 298736109 8426 96440 SH DFND 17 67724 0 28716 EURONET WORLDWIDE INC COM 298736109 15334 176208 SH DFND 21 142053 0 34155 EURONET WORLDWIDE INC COM 298736109 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PRN DFND 17 6140000 0 1710000 FIDELITY SOUTHERN CORP NEW COM 316394105 26024 1138400 SH DFND 3 1138400 0 0 FIDELITY SOUTHERN CORP NEW COM 316394105 1250 54327 SH DFND 17 54327 0 0 FIFTH THIRD BANCORP COM 316773100 72364 2787518 SH DFND 3 2787518 0 0 FIFTH THIRD BANCORP COM 316773100 3452 132971 SH DFND 4 132971 0 0 FIFTH THIRD BANCORP COM 316773100 22698 871606 SH DFND 17 871606 0 0 FIFTH THIRD BANCORP COM 316773100 4265 163705 SH DFND 21 122192 0 41513 FIFTH THIRD BANCORP CALL 316773900 732 28200 SH Call DFND 4 28200 0 0 FIFTH THIRD BANCORP PUT 316773950 14320 551600 SH Put DFND 4 551600 0 0 FINANCIAL INSTNS INC COM 317585404 435 14585 SH DFND 17 3690 0 10895 FINISAR CORP COM NEW 31787A507 5580 214764 SH DFND 17 46347 0 168417 FINISAR CORP COM NEW 31787A507 317 12220 SH DFND 20 12220 0 0 FINISAR CORP COM NEW 31787A507 16406 627029 SH DFND 21 569894 0 57135 FINISAR CORP NOTE 0.500%12/1 31787AAM3 18823 16825000 PRN DFND 17 14130000 0 2695000 FINISH LINE INC CL A 317923100 1693 117029 SH 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SH DFND 3 1417100 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 1078 45929 SH DFND 17 45929 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 142 6094 SH DFND 20 6094 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 416 17864 SH DFND 21 17864 0 0 FIRST POTOMAC RLTY TR COM 33610F109 1889 170000 SH DFND 21 170000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 12012 120000 SH DFND 4 120000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 65503 654297 SH DFND 17 510505 0 143792 FIRST REP BK SAN FRANCISCO C COM 33616C100 10886 108285 SH DFND 21 101300 0 6985 FIRST SOLAR INC COM 336433107 363 9108 SH DFND 21 2544 0 6564 FIRST SOLAR INC COM 336433107 2405 60000 SH DFND 24 60000 0 0 FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 662 7000 SH DFND 24 7000 0 0 FISERV INC COM 337738108 19627 160429 SH DFND 17 125429 0 35000 FISERV INC COM 337738108 1102 9024 SH DFND 21 873 0 8151 FISERV INC CALL 337738908 7585 62000 SH Call DFND 4 62000 0 0 FISERV INC PUT 337738958 31992 261500 SH Put DFND 4 261500 0 0 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57804 HANOVER INS GROUP INC COM 410867105 338 3809 SH DFND 20 3809 0 0 HANOVER INS GROUP INC COM 410867105 13838 155680 SH DFND 21 101187 0 54493 HANOVER INS GROUP INC COM 410867105 23 265 SH DFND 25 265 0 0 HARLEY DAVIDSON INC COM 412822108 39 728 SH DFND 17 728 0 0 HARLEY DAVIDSON INC COM 412822108 1172 21667 SH DFND 21 21667 0 0 HARRIS CORP DEL COM 413875105 6807 62400 SH DFND 3 62400 0 0 HARRIS CORP DEL COM 413875105 56 514 SH DFND 17 514 0 0 HARRIS CORP DEL COM 413875105 8243 75619 SH DFND 21 25047 0 50572 HARRIS CORP DEL COM 413875105 29 268 SH DFND 25 268 0 0 HARSCO CORP COM 415864107 7893 490263 SH DFND 17 390789 0 99474 HARSCO CORP COM 415864107 106 6610 SH DFND 21 6610 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 7700 146475 SH DFND 3 146475 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4209 79942 SH DFND 17 69102 0 10840 HARTFORD FINL SVCS GROUP INC COM 416515104 374 7113 SH DFND 20 7113 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 14024 264694 SH DFND 21 226509 0 38185 HARTFORD FINL SVCS GROUP INC COM 416515104 25 476 SH DFND 25 476 0 0 HARTFORD FINL SVCS GROUP INC CALL 416515904 1383 26300 SH Call DFND 4 26300 0 0 HARTFORD FINL SVCS GROUP INC PUT 416515954 5735 109100 SH Put DFND 4 109100 0 0 HASBRO INC COM 418056107 52 462 SH DFND 17 462 0 0 HASBRO INC COM 418056107 1800 16330 SH DFND 21 16330 0 0 HAWAIIAN HOLDINGS INC COM 419879101 5483 116776 SH DFND 17 92805 0 23971 HAWAIIAN HOLDINGS INC COM 419879101 16603 360270 SH DFND 21 253473 0 106797 HAWAIIAN HOLDINGS INC COM 419879101 76 1620 SH DFND 25 1620 0 0 HAWKINS INC COM 420261109 796 17169 SH DFND 17 17169 0 0 HAWKINS INC COM 420261109 2384 51360 SH DFND 21 44599 0 6761 HEALTHSOUTH CORP COM NEW 421924309 43491 898582 SH DFND 3 898582 0 0 HEALTHSOUTH CORP COM NEW 421924309 3485 71815 SH DFND 17 71815 0 0 HEALTHSOUTH CORP COM NEW 421924309 480 9908 SH DFND 21 9908 0 0 HEALTHSTREAM INC COM 42222N103 1353 51397 SH DFND 17 51397 0 0 HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 23420 11780000 PRN DFND 17 9155000 0 2625000 HEALTH INS INNOVATIONS INC COM CL A 42225K106 1576 65518 SH DFND 21 65518 0 0 HEARTLAND FINL USA INC COM 42234Q102 25335 537900 SH DFND 3 537900 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31707 32010000 PRN DFND 17 32010000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 22361 23840000 PRN DFND 17 23840000 0 0 HELMERICH & PAYNE INC COM 423452101 24 448 SH DFND 17 448 0 0 HELMERICH & PAYNE INC COM 423452101 295 5421 SH DFND 21 3621 0 1800 HENRY JACK & ASSOC INC COM 426281101 822 7918 SH DFND 17 7918 0 0 HENRY JACK & ASSOC INC COM 426281101 15637 150755 SH DFND 21 111213 0 39542 HERITAGE COMMERCE CORP COM 426927109 1368 99266 SH DFND 17 89126 0 10140 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 81805 78195000 PRN DFND 17 78195000 0 0 HERC HLDGS INC COM 42704L104 6906 175642 SH DFND 17 138446 0 37196 HERON THERAPEUTICS INC COM 427746102 997 71957 SH DFND 17 71957 0 0 HERON THERAPEUTICS INC COM 427746102 524 37700 SH DFND 24 37700 0 0 HERSHEY CO COM 427866108 296 2756 SH DFND 17 576 0 2180 HERSHEY CO COM 427866108 3343 31355 SH DFND 21 31355 0 0 HESKA CORP COM RESTRC NEW 42805E306 5249 51428 SH DFND 17 46054 0 5374 HESKA CORP COM RESTRC NEW 42805E306 150 1473 SH DFND 20 1473 0 0 HESKA CORP COM RESTRC NEW 42805E306 2754 27401 SH DFND 21 8723 0 18678 HERTZ GLOBAL HLDGS INC COM 42806J106 21965 1910000 SH DFND 4 1910000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 4934 297386 SH DFND 4 297386 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 10967 661086 SH DFND 17 640467 0 20619 HEWLETT PACKARD ENTERPRISE C COM 42824C109 376 22688 SH DFND 20 22688 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 65034 3908526 SH DFND 21 3037804 0 870722 HEWLETT PACKARD ENTERPRISE C COM 42824C109 111 6694 SH DFND 25 6694 0 0 HEWLETT PACKARD ENTERPRISE C CALL 42824C909 498 30000 SH Call DFND 4 30000 0 0 HEWLETT PACKARD ENTERPRISE C PUT 42824C959 4260 256800 SH Put DFND 4 256800 0 0 HEXCEL CORP NEW COM 428291108 595 11278 SH DFND 21 3223 0 8055 HEXCEL CORP NEW COM 428291108 10318 197200 SH DFND 24 197200 0 0 HILL ROM HLDGS INC COM 431475102 39520 496415 SH DFND 3 496415 0 0 HILL ROM HLDGS INC COM 431475102 31503 396260 SH DFND 17 328821 0 67439 HILL ROM HLDGS INC COM 431475102 504 6327 SH DFND 20 6327 0 0 HILL ROM HLDGS INC COM 431475102 28621 361221 SH DFND 21 228174 0 133047 HILL ROM HLDGS INC COM 431475102 116 1455 SH DFND 25 1455 0 0 HILTON GRAND VACATIONS INC COM 43283X105 3802 105438 SH DFND 4 105438 0 0 HILTON GRAND VACATIONS INC COM 43283X105 175 4925 SH DFND 21 0 0 4925 HILTON WORLDWIDE HLDGS INC COM 43300A203 12461 201466 SH DFND 4 201466 0 0 HOLLYFRONTIER CORP COM 436106108 223 7990 SH DFND 21 7990 0 0 HOLOGIC INC COM 436440101 1204 26529 SH DFND 17 21829 0 4700 HOLOGIC INC COM 436440101 377 8297 SH DFND 20 8297 0 0 HOLOGIC INC COM 436440101 4923 109065 SH DFND 21 92068 0 16997 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 21749 14625000 PRN DFND 17 11665000 0 2960000 HOLOGIC INC FRNT 12/1 436440AG6 65591 51625000 PRN DFND 17 51625000 0 0 HOME BANCSHARES INC COM 436893200 841 33649 SH DFND 21 31049 0 2600 HOME DEPOT INC COM 437076102 332222 2166263 SH DFND 17 2010682 0 155581 HOME DEPOT INC COM 437076102 4687 30555 SH DFND 20 30555 0 0 HOME DEPOT INC COM 437076102 145847 954953 SH DFND 21 745627 0 209326 HOME DEPOT INC COM 437076102 99 648 SH DFND 24 648 0 0 HOME DEPOT INC CALL 437076902 36064 235100 SH Call DFND 4 235100 0 0 HOME DEPOT INC PUT 437076952 223197 1455000 SH Put DFND 4 1455000 0 0 HONEYWELL INTL INC COM 438516106 74037 555455 SH DFND 3 555455 0 0 HONEYWELL INTL INC COM 438516106 4133 31010 SH DFND 4 31010 0 0 HONEYWELL INTL INC COM 438516106 21774 164530 SH DFND 17 164530 0 0 HONEYWELL INTL INC CALL 438516906 10623 79700 SH Call DFND 4 79700 0 0 HONEYWELL INTL INC PUT 438516956 119761 898500 SH Put DFND 4 898500 0 0 HOOKER FURNITURE CORP COM 439038100 877 21313 SH DFND 17 5060 0 16253 HOOKER FURNITURE CORP COM 439038100 71 1718 SH DFND 21 0 0 1718 HORMEL FOODS CORP COM 440452100 38 1113 SH DFND 17 1113 0 0 HORMEL FOODS CORP COM 440452100 370 10891 SH DFND 21 0 0 10891 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 6107 7080000 PRN DFND 17 7080000 0 0 HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 10351 10800000 PRN DFND 17 10800000 0 0 HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 11936 16350000 PRN DFND 17 16350000 0 0 HORTONWORKS INC COM 440894103 15974 1240183 SH DFND 17 1240183 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 774 26545 SH DFND 17 26545 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 6876 235111 SH DFND 21 92297 0 142814 HOST HOTELS & RESORTS INC COM 44107P104 62 3371 SH DFND 17 3371 0 0 HOST HOTELS & RESORTS INC COM 44107P104 621 33769 SH DFND 21 13562 0 20207 HOSTESS BRANDS INC CL A 44109J106 16296 1012155 SH DFND 17 834297 0 177858 HOSTESS BRANDS INC CL A 44109J106 165 10218 SH DFND 21 10218 0 0 HOULIHAN LOKEY INC CL A 441593100 21268 609400 SH DFND 3 609400 0 0 HOULIHAN LOKEY INC CL A 441593100 1308 37547 SH DFND 17 37547 0 0 HOWARD HUGHES CORP COM 44267D107 42382 345021 SH DFND 4 345021 0 0 HOWARD HUGHES CORP COM 44267D107 16427 133727 SH DFND 17 106150 0 27577 HUBSPOT INC COM 443573100 350 5325 SH DFND 17 0 0 5325 HUDBAY MINERALS INC COM 443628102 18480 3200000 SH DFND 4 3200000 0 0 HUDBAY MINERALS INC COM 443628102 133 22989 SH DFND 17 22989 0 0 HUDBAY MINERALS INC COM 443628102 129 22376 SH DFND 21 16200 0 6176 HUDSON TECHNOLOGIES INC COM 444144109 3454 408762 SH DFND 17 395855 0 12907 HUMANA INC COM 444859102 8735 36300 SH DFND 17 26558 0 9742 HUMANA INC COM 444859102 43468 181181 SH DFND 21 165208 0 15973 HUMANA INC CALL 444859902 5486 22800 SH Call DFND 4 22800 0 0 HUMANA INC PUT 444859952 64366 267500 SH Put DFND 4 267500 0 0 HUNTINGTON BANCSHARES INC COM 446150104 144 10674 SH DFND 17 10674 0 0 HUNTINGTON BANCSHARES INC COM 446150104 361 26697 SH DFND 20 26697 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1250 92467 SH DFND 21 92467 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 28459 19375 SH DFND 17 19375 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 3468 18630 SH DFND 3 18630 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 13393 72037 SH DFND 17 69190 0 2847 HUNTINGTON INGALLS INDS INC COM 446413106 908 4880 SH DFND 20 4880 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 43631 234823 SH DFND 21 183482 0 51341 HUNTINGTON INGALLS INDS INC COM 446413106 168 904 SH DFND 25 904 0 0 HUNTSMAN CORP COM 447011107 12649 489498 SH DFND 17 352720 0 136778 HUNTSMAN CORP COM 447011107 869 33370 SH DFND 21 33370 0 0 HURON CONSULTING GROUP INC COM 447462102 629 14722 SH DFND 21 14722 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7445 7755000 PRN DFND 17 7755000 0 0 HYATT HOTELS CORP COM CL A 448579102 6183 110000 SH DFND 4 110000 0 0 HYATT HOTELS CORP COM CL A 448579102 1684 29955 SH DFND 17 29955 0 0 IDT CORP CL B NEW 448947507 126 8780 SH DFND 17 8780 0 0 IDT CORP CL B NEW 448947507 1334 92303 SH DFND 21 86086 0 6217 IAC INTERACTIVECORP COM 44919P508 489 4735 SH DFND 17 0 0 4735 IAC INTERACTIVECORP COM 44919P508 134 1297 SH DFND 21 1297 0 0 ICF INTL INC COM 44925C103 2070 43941 SH DFND 17 30081 0 13860 ICF INTL INC COM 44925C103 161 3413 SH DFND 20 3413 0 0 ICF INTL INC COM 44925C103 6459 137924 SH DFND 21 62718 0 75206 IES HLDGS INC COM 44951W106 1129 62180 SH DFND 17 55847 0 6333 IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 19142 17825000 PRN DFND 17 17825000 0 0 ILG INC COM 44967H101 8074 294291 SH DFND 21 104564 0 189727 IPG PHOTONICS CORP COM 44980X109 12756 87915 SH DFND 17 80710 0 7205 ITAU CORPBANCA SPONSORED ADR 45033E105 4061 305100 SH DFND 3 305100 0 0 ITAU CORPBANCA SPONSORED ADR 45033E105 39 2924 SH DFND 21 0 0 2924 ITT INC COM 45073V108 41149 1024115 SH DFND 3 1024115 0 0 ITT INC COM 45073V108 1076 27085 SH DFND 17 27085 0 0 ITT INC COM 45073V108 420 10513 SH DFND 21 0 0 10513 IBERIABANK CORP COM 450828108 46 570 SH DFND 17 570 0 0 IBERIABANK CORP COM 450828108 287 3516 SH DFND 21 0 0 3516 IAMGOLD CORP COM 450913108 5084 991590 SH DFND 21 991590 0 0 ICICI BK LTD ADR 45104G104 0 1 SH DFND 20 1 0 0 ICICI BK LTD ADR 45104G104 978 109641 SH DFND 21 44601 0 65041 ICONIX BRAND GROUP INC COM 451055107 997 144269 SH DFND 17 81725 0 62544 ICONIX BRAND GROUP INC COM 451055107 637 92041 SH DFND 21 46988 0 45053 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 65394 67330000 PRN DFND 17 67330000 0 0 IDACORP INC COM 451107106 321 3760 SH DFND 17 3760 0 0 IDACORP INC COM 451107106 1129 13201 SH DFND 21 11697 0 1504 IDEX CORP COM 45167R104 27335 241883 SH DFND 17 241883 0 0 IDEX CORP COM 45167R104 469 4150 SH DFND 21 1186 0 2964 IDEX CORP COM 45167R104 7977 71500 SH DFND 24 71500 0 0 IDEXX LABS INC COM 45168D104 3913 24244 SH DFND 17 17099 0 7145 IDEXX LABS INC COM 45168D104 277 1719 SH DFND 20 1719 0 0 IDEXX LABS INC COM 45168D104 18409 114500 SH DFND 21 93313 0 21187 ILLINOIS TOOL WKS INC COM 452308109 10701 74705 SH DFND 3 74705 0 0 ILLINOIS TOOL WKS INC COM 452308109 7882 55167 SH DFND 17 55167 0 0 ILLINOIS TOOL WKS INC COM 452308109 36090 253991 SH DFND 21 248143 0 5848 ILLINOIS TOOL WKS INC CALL 452308909 6203 43300 SH Call DFND 4 43300 0 0 ILLINOIS TOOL WKS INC PUT 452308959 47358 330600 SH Put DFND 4 330600 0 0 ILLUMINA INC COM 452327109 957 5517 SH DFND 4 5517 0 0 ILLUMINA INC COM 452327109 15117 85719 SH DFND 17 81129 0 4590 ILLUMINA INC COM 452327109 8024 45400 SH DFND 24 45400 0 0 ILLUMINA INC CALL 452327909 4650 26800 SH Call DFND 4 26800 0 0 ILLUMINA INC PUT 452327959 30765 177300 SH Put DFND 4 177300 0 0 ILLUMINA INC NOTE 6/1 452327AF6 414 405000 PRN DFND 17 405000 0 0 ILLUMINA INC NOTE 6/1 452327AF6 3064 3000000 PRN DFND 21 0 0 3000000 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 96336 89615000 PRN DFND 17 85165000 0 4450000 IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 61966 72475000 PRN DFND 17 72475000 0 0 IMMUNOMEDICS INC COM 452907108 1740 197038 SH DFND 17 190699 0 6339 IMPINJ INC COM 453204109 4960 101948 SH DFND 17 99208 0 2740 IMPERVA INC COM 45321L100 1637 34205 SH DFND 17 34205 0 0 IMPERVA INC COM 45321L100 154 3212 SH DFND 21 3212 0 0 INC RESH HLDGS INC CL A 45329R109 442 7556 SH DFND 17 7556 0 0 INC RESH HLDGS INC CL A 45329R109 1191 20368 SH DFND 21 17510 0 2858 INCYTE CORP COM 45337C102 5305 42132 SH DFND 4 42132 0 0 INCYTE CORP COM 45337C102 45014 353315 SH DFND 17 292680 0 60635 INCYTE CORP COM 45337C102 93 737 SH DFND 21 737 0 0 INCYTE CORP COM 45337C102 13200 102500 SH DFND 24 102500 0 0 INCYTE CORP CALL 45337C902 2241 17800 SH Call DFND 4 17800 0 0 INCYTE CORP PUT 45337C952 19088 151600 SH Put DFND 4 151600 0 0 INDEPENDENCE CONTRACT DRIL I COM 453415309 508 130585 SH DFND 17 117322 0 13263 INDEPENDENCE RLTY TR INC COM 45378A106 1181 119621 SH DFND 17 119621 0 0 INDEPENDENCE RLTY TR INC COM 45378A106 330 33282 SH DFND 21 9809 0 23473 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 2015 34759 SH DFND 17 34759 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 332 5731 SH DFND 20 5731 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 8282 142488 SH DFND 21 137347 0 5141 INFOSYS LTD SPONSORED ADR 456788108 638 42476 SH DFND 42476 0 0 INFOSYS LTD SPONSORED ADR 456788108 40 2692 SH DFND 17 0 0 2692 INFOSYS LTD SPONSORED ADR 456788108 791 52891 SH DFND 21 25000 0 27891 ING GROEP N V SPONSORED ADR 456837103 12304 707148 SH DFND 17 707148 0 0 ING GROEP N V DBCV 6.000%12/3 456837AE3 2050 2000000 PRN DFND 4 2000000 0 0 ING GROEP N V DBCV 6.500%12/3 456837AF0 187686 178189000 PRN DFND 4 178189000 0 0 INFRAREIT INC COM 45685L100 29072 1518100 SH DFND 3 1518100 0 0 INFRAREIT INC COM 45685L100 3186 166514 SH DFND 17 136884 0 29630 INFRAREIT INC COM 45685L100 512 24340 SH DFND 21 22841 0 1499 INGLES MKTS INC CL A 457030104 18829 565422 SH DFND 3 565422 0 0 INGLES MKTS INC CL A 457030104 1431 42859 SH DFND 17 18284 0 24575 INGLES MKTS INC CL A 457030104 292 8760 SH DFND 21 0 0 8760 INGREDION INC COM 457187102 46087 386600 SH DFND 3 386600 0 0 INGREDION INC COM 457187102 15999 134505 SH DFND 17 130354 0 4151 INGREDION INC COM 457187102 1151 9658 SH DFND 20 9658 0 0 INGREDION INC COM 457187102 71177 600428 SH DFND 21 457985 0 142443 INGREDION INC COM 457187102 106 886 SH DFND 25 886 0 0 INSIGHT ENTERPRISES INC COM 45765U103 8 196 SH DFND 17 196 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1725 42847 SH DFND 21 23143 0 19704 INPHI CORP NOTE 1.125%12/0 45772FAB3 11145 9900000 PRN DFND 17 9900000 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1553 198116 SH DFND 17 191868 0 6248 INNOPHOS HOLDINGS INC COM 45774N108 22798 520035 SH DFND 3 520035 0 0 INNOPHOS HOLDINGS INC COM 45774N108 254 5785 SH DFND 17 2115 0 3670 INNOPHOS HOLDINGS INC COM 45774N108 1464 32770 SH DFND 21 7629 0 25141 INSTEEL INDUSTRIES INC COM 45774W108 37190 1128000 SH DFND 3 1128000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 796 24241 SH DFND 17 24241 0 0 INSTEEL INDUSTRIES INC COM 45774W108 4311 135415 SH DFND 21 72612 0 62803 INSPERITY INC COM 45778Q107 170 2400 SH DFND 17 0 0 2400 INSPERITY INC COM 45778Q107 10463 146516 SH DFND 21 76530 0 69986 INSPERITY INC COM 45778Q107 54 754 SH DFND 25 754 0 0 INOGEN INC COM 45780L104 3508 36764 SH DFND 17 12463 0 24301 INOGEN INC COM 45780L104 226 2375 SH DFND 21 2375 0 0 INSTALLED BLDG PRODS INC COM 45780R101 11807 222989 SH DFND 17 163977 0 59012 INNOVIVA INC COM 45781M101 437 33952 SH DFND 21 33952 0 0 INSTRUCTURE INC COM 45781U103 3444 116748 SH DFND 17 116748 0 0 INSULET CORP COM 45784P101 1111 21653 SH DFND 17 21653 0 0 INSULET CORP COM 45784P101 159 3095 SH DFND 21 3095 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 13515 247932 SH DFND 17 201298 0 46634 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 280 5134 SH DFND 20 5134 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2288 42015 SH DFND 21 37969 0 4046 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 46351 43410000 PRN DFND 17 43410000 0 0 INTEL CORP COM 458140100 64078 1899160 SH DFND 3 1899160 0 0 INTEL CORP COM 458140100 46668 1383155 SH DFND 4 1383155 0 0 INTEL CORP COM 458140100 202372 6000703 SH DFND 17 5369338 0 631365 INTEL CORP COM 458140100 1930 57188 SH DFND 20 57188 0 0 INTEL CORP COM 458140100 252598 7503850 SH DFND 21 5296992 0 2206858 INTEL CORP COM 458140100 519 15390 SH DFND 25 15390 0 0 INTEL CORP CALL 458140900 17754 526200 SH Call DFND 4 526200 0 0 INTEL CORP PUT 458140950 120108 3559800 SH Put DFND 4 3559800 0 0 INTEL CORP SDCV 12/1 458140AD2 45195 34500000 PRN DFND 17 34500000 0 0 INTEL CORP SDCV 12/1 458140AD2 9170 7000000 PRN DFND 21 0 0 7000000 INTEL CORP SDCV 3.250% 8/0 458140AF7 185377 112120000 PRN DFND 17 105405000 0 6715000 INTEGER HLDGS CORP COM 45826H109 424 9805 SH DFND 17 290 0 9515 INTERCEPT PHARMACEUTICALS IN COM 45845P108 634 5172 SH DFND 17 5172 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 319 2600 SH DFND 24 2600 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3916 4000000 PRN DFND 17 4000000 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 11598 9450000 PRN DFND 17 7610000 0 1840000 INTERFACE INC COM 458665304 31105 1582966 SH DFND 3 1582966 0 0 INTERFACE INC COM 458665304 1113 56775 SH DFND 17 56775 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 39229 595250 SH DFND 17 585925 0 9325 INTERCONTINENTAL EXCHANGE IN COM 45866F104 37879 575325 SH DFND 21 572032 0 3293 INTERCONTINENTAL EXCHANGE IN CALL 45866F904 8411 127600 SH Call DFND 4 127600 0 0 INTERCONTINENTAL EXCHANGE IN PUT 45866F954 41437 628600 SH Put DFND 4 628600 0 0 INTERDIGITAL INC COM 45867G101 2107 26608 SH DFND 21 0 0 26608 INTERNATIONAL BUSINESS MACHS COM 459200101 67394 438110 SH DFND 3 438110 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 58678 381450 SH DFND 4 381450 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 146779 953990 SH DFND 17 890572 0 63418 INTERNATIONAL BUSINESS MACHS COM 459200101 44246 287386 SH DFND 21 223246 0 64140 INTERNATIONAL BUSINESS MACHS COM 459200101 167 1085 SH DFND 24 1085 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 38 246 SH DFND 25 246 0 0 INTERNATIONAL BUSINESS MACHS CALL 459200901 15106 98200 SH Call DFND 4 98200 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 149169 969700 SH Put DFND 4 969700 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 549 4065 SH DFND 17 4065 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 105500 784197 SH DFND 21 615648 0 168549 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 961 7200 SH DFND 24 7200 0 0 INTL PAPER CO COM 460146103 69516 1227975 SH DFND 3 1227975 0 0 INTL PAPER CO COM 460146103 2007 35455 SH DFND 4 35455 0 0 INTL PAPER CO COM 460146103 20056 359959 SH DFND 17 358479 0 1480 INTL PAPER CO COM 460146103 217 3841 SH DFND 20 3841 0 0 INTL PAPER CO COM 460146103 27079 485171 SH DFND 21 241953 0 243218 INTL PAPER CO CALL 460146903 1772 31300 SH Call DFND 4 31300 0 0 INTL PAPER CO PUT 460146953 21823 385500 SH Put DFND 4 385500 0 0 INTERPUBLIC GROUP COS INC COM 460690100 2136 86835 SH DFND 17 86835 0 0 INTERPUBLIC GROUP COS INC COM 460690100 11201 454739 SH DFND 21 377326 0 77413 INTERSECT ENT INC COM 46071F103 3568 127646 SH DFND 17 123845 0 3801 INTRAWEST RESORTS HLDGS INC COM 46090K109 4886 205794 SH DFND 21 205794 0 0 INTL FCSTONE INC COM 46116V105 509 13492 SH DFND 17 5050 0 8442 INTUIT COM 461202103 1068 8043 SH DFND 4 8043 0 0 INTUIT COM 461202103 5139 38698 SH DFND 17 38698 0 0 INTUIT COM 461202103 109038 820384 SH DFND 21 717698 0 102686 INTUIT CALL 461202903 4476 33700 SH Call DFND 4 33700 0 0 INTUIT PUT 461202953 40746 306800 SH Put DFND 4 306800 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 32753 35045 SH DFND 17 33115 0 1930 INTUITIVE SURGICAL INC COM NEW 46120E602 866 926 SH DFND 20 926 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 17433 18685 SH DFND 21 17824 0 861 INTUITIVE SURGICAL INC CALL 46120E902 5986 6400 SH Call DFND 4 6400 0 0 INTUITIVE SURGICAL INC PUT 46120E952 52848 56500 SH Put DFND 4 56500 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 622 37237 SH DFND 17 37237 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 236 14132 SH DFND 20 14132 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 6576 393259 SH DFND 21 99079 0 294180 INVITAE CORP COM 46185L103 767 80182 SH DFND 17 71953 0 8229 IOVANCE BIOTHERAPEUTICS INC COM 462260100 1432 194836 SH DFND 17 188816 0 6020 IROBOT CORP COM 462726100 1085 12506 SH DFND 21 12506 0 0 IRON MTN INC NEW COM 46284V101 294 8560 SH DFND 17 8560 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 333 17640 SH DFND 17 17640 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 23136 17190000 PRN DFND 17 13505000 0 3685000 ISHARES GOLD TRUST ISHARES 464285105 8449 707600 SH DFND 20 707600 0 0 ISHARES MSCI WORLD ETF 464286392 10627 132288 SH DFND 25 132288 0 0 ISHARES JP MORGAN EM ETF 464286517 1 27 SH DFND 17 27 0 0 ISHARES JP MORGAN EM ETF 464286517 3249 69627 SH DFND 24 0 0 69627 ISHARES MIN VOL EMRG MKT 464286533 7 122 SH DFND 17 122 0 0 ISHARES MIN VOL EMRG MKT 464286533 54015 975000 SH DFND 25 975000 0 0 ISHARES MSCI BRIC INDX 464286657 479 15038 SH DFND 0 0 15038 ISHARES MSCI SPAN CP ETF 464286764 495 15000 SH DFND 24 15000 0 0 ISHARES MSCI STH KOR ETF 464286772 1969 29040 SH DFND 17 29040 0 0 ISHARES TR SELECT DIVID ETF 464287168 460 5000 SH DFND 24 5000 0 0 ISHARES TR TIPS BD ETF 464287176 1084 9580 SH DFND 3990 0 5590 ISHARES TR CORE S&P500 ETF 464287200 487202 2001568 SH DFND 17 2001568 0 0 ISHARES TR CORE S&P500 ETF 464287200 15421 63454 SH DFND 24 28369 0 35085 ISHARES TR CORE US AGGBD ET 464287226 172404 1574321 SH DFND 17 1574321 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 211 5100 SH DFND 3 5100 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 2297 55500 SH DFND 4 55500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH DFND 17 100 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 30 33022 SH Put DFND 21 33022 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 618 15000 SH DFND 24 15000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 14484 349949 SH DFND 25 349949 0 0 ISHARES TR IBOXX INV CP ETF 464287242 536 4570 SH DFND 1910 0 2660 ISHARES TR IBOXX INV CP ETF 464287242 270987 2248669 SH DFND 17 2248669 0 0 ISHARES TR IBOXX INV CP ETF 464287242 5927 49144 SH DFND 24 17500 0 31644 ISHARES TR IBOXX INV CP ETF 464287242 33750 280060 SH DFND 25 280060 0 0 ISHARES TR LATN AMER 40 ETF 464287390 4413 146941 SH DFND 24 16000 0 130941 ISHARES TR S&P 500 VAL ETF 464287408 660 6287 SH DFND 17 6287 0 0 ISHARES TR 7-10YR TR BD ETF 464287440 2 21 SH DFND 17 21 0 0 ISHARES TR 7-10YR TR BD ETF 464287440 17869 167220 SH DFND 24 167220 0 0 ISHARES TR MSCI EAFE ETF 464287465 43590 668561 SH DFND 4 668561 0 0 ISHARES TR MSCI EAFE ETF 464287465 11963 183489 SH DFND 17 183489 0 0 ISHARES TR MSCI EAFE ETF 464287465 912 14000 SH DFND 24 0 0 14000 ISHARES TR NASDQ BIOTEC ETF 464287556 310 1000 SH DFND 17 0 0 1000 ISHARES TR NASDQ BIOTEC ETF 464287556 156 500 SH DFND 24 500 0 0 ISHARES TR GLOBAL 100 ETF 464287572 413 4900 SH DFND 24 0 0 4900 ISHARES TR RUS 2000 VAL ETF 464287630 1386 11657 SH DFND 17 11657 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 277479 1969050 SH DFND 17 1969050 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 14347 101648 SH DFND 24 35755 0 65893 ISHARES TR U.S. TECH ETF 464287721 420 3000 SH DFND 24 3000 0 0 ISHARES TR U.S. BAS MTL ETF 464287838 159 1782 SH DFND 17 1782 0 0 ISHARES TR U.S. BAS MTL ETF 464287838 1378 15500 SH DFND 24 15500 0 0 ISHARES TR CALL 464287904 414 10000 SH Call DFND 17 10000 0 0 ISHARES TR CALL 464287904 4139 100000 SH DFND 21 100000 0 0 ISHARES TR CALL 464287905 70416 1080000 SH Call DFND 4 1080000 0 0 ISHARES TR PUT 464287954 90467 2185714 SH Put DFND 4 2185714 0 0 ISHARES TR PUT 464287954 136678 3302200 SH DFND 21 2580000 0 722200 ISHARES TR PUT 464287955 245698 2488800 SH Put DFND 4 2488800 0 0 ISHARES TR MSCI AC ASIA ETF 464288182 11542 171860 SH DFND 24 28000 0 143860 ISHARES TR MSCI ACWI ETF 464288257 110163 1682131 SH DFND 17 1682131 0 0 ISHARES TR MSCI ACWI ETF 464288257 1058 16200 SH DFND 24 0 0 16200 ISHARES TR JP MOR EM MK ETF 464288281 1201 10900 SH DFND 4550 0 6350 ISHARES TR JP MOR EM MK ETF 464288281 19853 173599 SH DFND 17 173599 0 0 ISHARES TR JP MOR EM MK ETF 464288281 10081 88046 SH DFND 24 7000 0 81046 ISHARES TR JP MOR EM MK ETF 464288281 102054 892396 SH DFND 25 892396 0 0 ISHARES TR IBOXX HI YD ETF 464288513 18078 204526 SH DFND 17 204526 0 0 ISHARES TR IBOXX HI YD ETF 464288513 9341 105680 SH DFND 25 105680 0 0 ISHARES TR MBS ETF 464288588 15331 143600 SH DFND 17 143600 0 0 ISHARES TR SHRT TRS BD ETF 464288679 2865 25970 SH DFND 24 0 0 25970 ISHARES TR U.S. PFD STK ETF 464288687 305 8190 SH DFND 3410 0 4780 ISHARES TR US TREASURY ETF 46429B267 9933 392470 SH DFND 24 0 0 392470 ISHARES TR MSCI INDIA ETF 46429B598 1493 46500 SH DFND 17 46500 0 0 ISHARES TR FLTG RATE BD ETF 46429B655 10439 205000 SH DFND 25 205000 0 0 ISHARES TR CORE HIGH DV ETF 46429B663 734 8930 SH DFND 3720 0 5210 ISHARES TR CORE HIGH DV ETF 46429B663 7 90 SH DFND 17 90 0 0 ISHARES TR MIN VOL USA ETF 46429B697 2071 42337 SH DFND 17 42337 0 0 ISHARES TR MIN VOL USA ETF 46429B697 8318 170000 SH DFND 20 170000 0 0 ISHARES TR MIN VOL USA ETF 46429B697 97478 1992200 SH DFND 25 1992200 0 0 ISHARES TR USA QUALITY FCTR 46432F339 1978 26602 SH DFND 17 26602 0 0 ISHARES TR USA QUALITY FCTR 46432F339 33710 453272 SH DFND 25 453272 0 0 ISHARES TR USA VALUE FACTOR 46432F388 34588 470142 SH DFND 25 470142 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 2211 24871 SH DFND 17 24871 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 34998 393723 SH DFND 25 393723 0 0 ISHARES TR CORE MSCI EAFE 46432F842 1407 23104 SH DFND 17 23104 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 49704 46645000 PRN DFND 17 43315000 0 3330000 ISHARES INC CORE MSCI EMKT 46434G103 9160 184112 SH DFND 24 174912 0 9200 ISHARES INC MSCI JPN ETF NEW 46434G822 267 5460 SH DFND 2280 0 3180 ISHARES INC MSCI JPN ETF NEW 46434G822 19681 368078 SH DFND 24 30500 0 337578 ISHARES INC MSCI GBL ETF NEW 46434G855 1852 105011 SH DFND 24 0 0 105011 ISHARES TR HDG MSCI GERMN 46434V704 1373 49000 SH DFND 24 49000 0 0 ISHARES TR MSCI UK ETF NEW 46435G334 10581 317655 SH DFND 24 0 0 317655 ISHARES TR MTG REL ETF NEW 46435G342 837 19890 SH DFND 8280 0 11610 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3855 349110 SH DFND 17 309810 0 39300 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1231 111442 SH DFND 21 111442 0 0 ITERIS INC COM 46564T107 1024 164600 SH DFND 17 147749 0 16851 ITRON INC COM 465741106 20176 297801 SH DFND 17 244965 0 52836 ITRON INC COM 465741106 278 4110 SH DFND 21 2732 0 1378 J & J SNACK FOODS CORP COM 466032109 313 2370 SH DFND 17 2370 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 84867 76575000 PRN DFND 17 72655000 0 3920000 JPMORGAN CHASE & CO COM 46625H100 150999 1652065 SH DFND 3 1652065 0 0 JPMORGAN CHASE & CO COM 46625H100 32260 352959 SH DFND 4 352959 0 0 JPMORGAN CHASE & CO COM 46625H100 276512 3026970 SH DFND 17 2954235 0 72735 JPMORGAN CHASE & CO COM 46625H100 9736 106522 SH DFND 20 106522 0 0 JPMORGAN CHASE & CO COM 46625H100 392511 4300250 SH DFND 21 3258784 0 1041466 JPMORGAN CHASE & CO COM 46625H100 629 6882 SH DFND 25 6882 0 0 JPMORGAN CHASE & CO CALL 46625H900 29294 320500 SH Call DFND 4 320500 0 0 JPMORGAN CHASE & CO PUT 46625H950 366368 4008400 SH Put DFND 4 4008400 0 0 JABIL INC COM 466313103 1717 58820 SH DFND 17 50053 0 8767 JABIL INC COM 466313103 11693 402085 SH DFND 21 272476 0 129609 JABIL INC COM 466313103 22 756 SH DFND 25 756 0 0 JACK IN THE BOX INC COM 466367109 14125 143397 SH DFND 17 119756 0 23641 JACK IN THE BOX INC COM 466367109 208 2113 SH DFND 20 2113 0 0 JACK IN THE BOX INC COM 466367109 2810 28559 SH DFND 21 25010 0 3549 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 109056 98860000 PRN DFND 17 92065000 0 6795000 JD COM INC SPON ADR CL A 47215P106 15270 389330 SH DFND 17 352805 0 36525 JD COM INC SPON ADR CL A 47215P106 86658 2209547 SH DFND 20 1986938 0 222609 JD COM INC SPON ADR CL A 47215P106 5917 149800 SH DFND 24 149800 0 0 JETBLUE AIRWAYS CORP COM 477143101 5936 260000 SH DFND 4 260000 0 0 JETBLUE AIRWAYS CORP COM 477143101 1126 49309 SH DFND 17 33323 0 15986 JETBLUE AIRWAYS CORP COM 477143101 28718 1258771 SH DFND 21 929367 0 329404 JETBLUE AIRWAYS CORP COM 477143101 95 4161 SH DFND 25 4161 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 16948 172934 SH DFND 17 108041 0 64893 JOHN BEAN TECHNOLOGIES CORP COM 477839104 632 6562 SH DFND 21 6562 0 0 JOHNSON & JOHNSON COM 478160104 76117 575383 SH DFND 3 575383 0 0 JOHNSON & JOHNSON COM 478160104 9260 70000 SH DFND 4 70000 0 0 JOHNSON & JOHNSON COM 478160104 194666 1470756 SH DFND 17 1147577 0 323179 JOHNSON & JOHNSON COM 478160104 3367 25450 SH DFND 20 25450 0 0 JOHNSON & JOHNSON COM 478160104 434556 3280169 SH DFND 21 2338182 0 941987 JOHNSON & JOHNSON COM 478160104 2619 19744 SH DFND 24 19744 0 0 JOHNSON & JOHNSON COM 478160104 734 5545 SH DFND 25 5545 0 0 JOHNSON & JOHNSON CALL 478160904 91412 691000 SH Call DFND 4 691000 0 0 JOHNSON & JOHNSON PUT 478160954 347314 2625400 SH Put DFND 4 2625400 0 0 J2 GLOBAL INC COM 48123V102 32358 380277 SH DFND 3 380277 0 0 J2 GLOBAL INC COM 48123V102 8770 103069 SH DFND 17 77894 0 25175 J2 GLOBAL INC COM 48123V102 16303 190215 SH DFND 21 148186 0 42029 J2 GLOBAL INC COM 48123V102 144 1688 SH DFND 25 1688 0 0 JUNIPER NETWORKS INC COM 48203R104 6521 233900 SH DFND 3 233900 0 0 JUNIPER NETWORKS INC COM 48203R104 14684 526693 SH DFND 17 514546 0 12147 JUNIPER NETWORKS INC COM 48203R104 324 11606 SH DFND 20 11606 0 0 JUNIPER NETWORKS INC COM 48203R104 40232 1444853 SH DFND 21 872205 0 572648 JUNIPER NETWORKS INC COM 48203R104 88 3161 SH DFND 25 3161 0 0 JUST ENERGY GROUP INC COM 48213W101 318 60510 SH DFND 21 60510 0 0 KAR AUCTION SVCS INC COM 48238T109 6925 165000 SH DFND 4 165000 0 0 KAR AUCTION SVCS INC COM 48238T109 14699 350232 SH DFND 17 297782 0 52450 KAR AUCTION SVCS INC COM 48238T109 169 4018 SH DFND 20 4018 0 0 KAR AUCTION SVCS INC COM 48238T109 34385 821443 SH DFND 21 779409 0 42034 KAR AUCTION SVCS INC COM 48238T109 150 3568 SH DFND 25 3568 0 0 KBR INC COM 48242W106 40523 2662500 SH DFND 3 2662500 0 0 KBR INC COM 48242W106 545 36024 SH DFND 17 36024 0 0 KCG HLDGS INC CL A 48244B100 16638 834385 SH DFND 21 834385 0 0 KLA-TENCOR CORP COM 482480100 6620 72337 SH DFND 17 69997 0 2340 KLA-TENCOR CORP COM 482480100 32311 351057 SH DFND 21 342389 0 8668 KMG CHEMICALS INC COM 482564101 1965 40375 SH DFND 17 39223 0 1152 KMG CHEMICALS INC COM 482564101 1407 28909 SH DFND 21 28909 0 0 KT CORP SPONSORED ADR 48268K101 373 22400 SH DFND 17 22400 0 0 K2M GROUP HLDGS INC COM 48273J107 2179 89435 SH DFND 17 48600 0 40835 K12 INC COM 48273U102 326 18203 SH DFND 21 0 0 18203 KADANT INC COM 48282T104 4154 55246 SH DFND 17 52726 0 2520 KADANT INC COM 48282T104 1346 15669 SH DFND 21 12780 0 2889 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2290 25874 SH DFND 17 0 0 25874 KANSAS CITY SOUTHERN COM NEW 485170302 81169 775625 SH DFND 3 775625 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 18539 177150 SH DFND 4 175920 0 1230 KANSAS CITY SOUTHERN COM NEW 485170302 88039 846477 SH DFND 17 733764 0 112713 KANSAS CITY SOUTHERN COM NEW 485170302 346 3377 SH DFND 21 1285 0 2092 KATE SPADE & CO COM 485865109 27032 1461954 SH DFND 21 1461954 0 0 KB HOME NOTE 1.375% 2/0 48666KAS8 33382 31235000 PRN DFND 17 31235000 0 0 KELLOGG CO COM 487836108 1390 20013 SH DFND 4 20013 0 0 KELLOGG CO COM 487836108 153 2201 SH DFND 17 2201 0 0 KELLOGG CO CALL 487836908 590 8500 SH Call DFND 4 8500 0 0 KELLOGG CO PUT 487836958 6272 90300 SH Put DFND 4 90300 0 0 KELLY SVCS INC CL A 488152208 852 37931 SH DFND 17 11686 0 26245 KELLY SVCS INC CL A 488152208 2360 105429 SH DFND 21 65970 0 39459 KENNAMETAL INC COM 489170100 264 7043 SH DFND 20 7043 0 0 KENNAMETAL INC COM 489170100 771 20602 SH DFND 21 20602 0 0 KEYCORP NEW COM 493267108 15436 823700 SH DFND 3 823700 0 0 KEYCORP NEW COM 493267108 2041 108911 SH DFND 4 108911 0 0 KEYCORP NEW COM 493267108 7212 385038 SH DFND 17 382788 0 2250 KEYCORP NEW COM 493267108 189 10090 SH DFND 20 10090 0 0 KEYCORP NEW COM 493267108 2978 161772 SH DFND 21 159349 0 2423 KEYCORP NEW CALL 493267908 231 12300 SH Call DFND 4 12300 0 0 KEYCORP NEW PUT 493267958 12192 650600 SH Put DFND 4 650600 0 0 KEYW HLDG CORP COM 493723100 477 50975 SH DFND 17 0 0 50975 KFORCE INC COM 493732101 1672 85309 SH DFND 17 85309 0 0 KILROY RLTY CORP COM 49427F108 14014 186487 SH DFND 4 186487 0 0 KILROY RLTY CORP COM 49427F108 18513 246350 SH DFND 17 188169 0 58181 KILROY RLTY CORP COM 49427F108 242 3221 SH DFND 21 3221 0 0 KIMBALL ELECTRONICS INC COM 49428J109 387 21458 SH DFND 17 21458 0 0 KIMBALL ELECTRONICS INC COM 49428J109 1621 88838 SH DFND 21 79316 0 9522 KIMBERLY CLARK CORP COM 494368103 3631 28120 SH DFND 3 28120 0 0 KIMBERLY CLARK CORP COM 494368103 4655 36051 SH DFND 4 36051 0 0 KIMBERLY CLARK CORP COM 494368103 5230 40537 SH DFND 17 40537 0 0 KIMBERLY CLARK CORP COM 494368103 712 5511 SH DFND 21 5511 0 0 KIMBERLY CLARK CORP CALL 494368903 6068 47000 SH Call DFND 4 47000 0 0 KIMBERLY CLARK CORP PUT 494368953 59365 459800 SH Put DFND 4 459800 0 0 KINDER MORGAN INC DEL COM 49456B101 15166 791536 SH DFND 4 791536 0 0 KINDER MORGAN INC DEL COM 49456B101 152 7917 SH DFND 17 7917 0 0 KINDER MORGAN INC DEL COM 49456B101 1508 79217 SH DFND 21 79217 0 0 KINDER MORGAN INC DEL PFD SER A 49456B200 49682 1132220 SH DFND 17 1132220 0 0 KINDER MORGAN INC DEL CALL 49456B901 5541 289200 SH Call DFND 4 289200 0 0 KINDER MORGAN INC DEL PUT 49456B951 24797 1294200 SH Put DFND 4 1294200 0 0 KINROSS GOLD CORP COM NO PAR 496902404 8073 1992530 SH DFND 21 1992530 0 0 KITE PHARMA INC COM 49803L109 3449 33504 SH DFND 17 33504 0 0 KITE PHARMA INC COM 49803L109 747 7265 SH DFND 21 7265 0 0 KITE PHARMA INC COM 49803L109 1799 17500 SH DFND 24 17500 0 0 KNOLL INC COM NEW 498904200 33830 1687300 SH DFND 3 1687300 0 0 KNOLL INC COM NEW 498904200 413 20450 SH DFND 17 20450 0 0 KNOLL INC COM NEW 498904200 69 3424 SH DFND 20 3424 0 0 KNOLL INC COM NEW 498904200 543 27021 SH DFND 21 15310 0 11711 KOHLS CORP COM 500255104 1206 31195 SH DFND 17 31195 0 0 KOHLS CORP COM 500255104 5798 151005 SH DFND 21 116591 0 34414 KOPPERS HOLDINGS INC COM 50060P106 3010 83273 SH DFND 17 68913 0 14360 KOREA ELECTRIC PWR SPONSORED ADR 500631106 1533 85283 SH DFND 17 85283 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 4685 261519 SH DFND 21 244138 0 17381 KORN FERRY INTL COM NEW 500643200 40844 1182849 SH DFND 3 1182849 0 0 KORN FERRY INTL COM NEW 500643200 2918 84467 SH DFND 17 65052 0 19415 KRAFT HEINZ CO COM 500754106 14877 173718 SH DFND 4 173718 0 0 KRAFT HEINZ CO COM 500754106 507 5920 SH DFND 17 2460 0 3460 KRAFT HEINZ CO CALL 500754906 5704 66600 SH Call DFND 4 66600 0 0 KRAFT HEINZ CO PUT 500754956 67073 783200 SH Put DFND 4 783200 0 0 KRATON CORPORATION COM 50077C106 341 9888 SH DFND 17 9888 0 0 KRATON CORPORATION COM 50077C106 138 4021 SH DFND 20 4021 0 0 KRATON CORPORATION COM 50077C106 1164 33857 SH DFND 21 31443 0 2414 KROGER CO COM 501044101 35332 1515112 SH DFND 4 1515112 0 0 KROGER CO COM 501044101 66761 2862838 SH DFND 17 2851596 0 11242 KROGER CO COM 501044101 37077 1590214 SH DFND 21 910103 0 680111 KROGER CO COM 501044101 174 7448 SH DFND 25 7448 0 0 KROGER CO CALL 501044901 3810 163400 SH Call DFND 4 163400 0 0 KROGER CO PUT 501044951 14832 636000 SH Put DFND 4 636000 0 0 KRONOS WORLDWIDE INC COM 50105F105 2239 126235 SH DFND 21 104014 0 22221 LHC GROUP INC COM 50187A107 469 6909 SH DFND 17 6909 0 0 LHC GROUP INC COM 50187A107 2462 36393 SH DFND 21 21901 0 14492 LGI HOMES INC COM 50187T106 3941 98077 SH DFND 17 94966 0 3111 LGI HOMES INC COM 50187T106 541 13528 SH DFND 21 2691 0 10837 LKQ CORP COM 501889208 42 1271 SH DFND 17 1271 0 0 LKQ CORP COM 501889208 179 5425 SH DFND 21 1588 0 3837 LCI INDS COM 50189K103 3839 37192 SH DFND 21 3463 0 33729 LPL FINL HLDGS INC COM 50212V100 191 4487 SH DFND 20 4487 0 0 LPL FINL HLDGS INC COM 50212V100 4162 98397 SH DFND 21 86669 0 11728 LSB INDS INC COM 502160104 805 77887 SH DFND 17 69908 0 7979 LSI INDS INC COM 50216C108 950 104936 SH DFND 17 94161 0 10775 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7120 236330 SH DFND 17 225986 0 10344 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2584 85000 SH DFND 24 85000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 8015 52000 SH DFND 4 52000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4909 31848 SH DFND 17 30798 0 1050 LABORATORY CORP AMER HLDGS COM NEW 50540R409 902 5852 SH DFND 20 5852 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 25763 168247 SH DFND 21 110322 0 57925 LAM RESEARCH CORP COM 512807108 11371 80400 SH DFND 3 80400 0 0 LAM RESEARCH CORP COM 512807108 400 2828 SH DFND 4 2828 0 0 LAM RESEARCH CORP COM 512807108 121756 860760 SH DFND 17 605563 0 255197 LAM RESEARCH CORP COM 512807108 1173 8291 SH DFND 20 8291 0 0 LAM RESEARCH CORP COM 512807108 132101 931071 SH DFND 21 638662 0 292409 LAM RESEARCH CORP COM 512807108 434 3069 SH DFND 25 3069 0 0 LAM RESEARCH CORP CALL 512807908 4257 30100 SH Call DFND 4 30100 0 0 LAM RESEARCH CORP PUT 512807958 29304 207200 SH Put DFND 4 207200 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 132425 56440000 PRN DFND 17 52585000 0 3855000 LAMB WESTON HLDGS INC COM 513272104 11908 270391 SH DFND 17 206076 0 64315 LAMB WESTON HLDGS INC COM 513272104 154 3489 SH DFND 21 3489 0 0 LANCASTER COLONY CORP COM 513847103 464 3785 SH DFND 17 3785 0 0 LANTHEUS HLDGS INC COM 516544103 1228 69600 SH DFND 17 69600 0 0 LAREDO PETROLEUM INC COM 516806106 5360 509526 SH DFND 17 334310 0 175216 LAREDO PETROLEUM INC COM 516806106 859 82600 SH DFND 24 82600 0 0 LAS VEGAS SANDS CORP COM 517834107 8945 140000 SH DFND 4 140000 0 0 LAS VEGAS SANDS CORP COM 517834107 1648 25793 SH DFND 17 25793 0 0 LAS VEGAS SANDS CORP COM 517834107 4151 64974 SH DFND 21 64974 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 14 485 SH DFND 3 485 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1377 45994 SH DFND 17 45994 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4399 147422 SH DFND 21 138175 0 9247 LATTICE SEMICONDUCTOR CORP COM 518415104 2939 441274 SH DFND 21 441274 0 0 LAUDER ESTEE COS INC CL A 518439104 68828 717368 SH DFND 17 635473 0 81895 LAUDER ESTEE COS INC CL A 518439104 131887 1375806 SH DFND 21 1144348 0 231458 LAUDER ESTEE COS INC CL A 518439104 928 9700 SH DFND 24 9700 0 0 LAUDER ESTEE COS INC CALL 518439904 3023 31500 SH Call DFND 4 31500 0 0 LAUDER ESTEE COS INC PUT 518439954 16710 174100 SH Put DFND 4 174100 0 0 LAYNE CHRISTENSEN CO COM 521050104 904 102874 SH DFND 17 92255 0 10619 LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7183 7875000 PRN DFND 17 7875000 0 0 LEAR CORP COM NEW 521865204 10959 77130 SH DFND 3 77130 0 0 LEAR CORP COM NEW 521865204 26578 187654 SH DFND 17 126333 0 61321 LEAR CORP COM NEW 521865204 536 3770 SH DFND 20 3770 0 0 LEAR CORP COM NEW 521865204 91954 653059 SH DFND 21 472562 0 180497 LEAR CORP COM NEW 521865204 360 2537 SH DFND 25 2537 0 0 LEGGETT & PLATT INC COM 524660107 29 551 SH DFND 17 551 0 0 LEGGETT & PLATT INC COM 524660107 11783 226069 SH DFND 21 212118 0 13951 LEGG MASON INC COM 524901105 659 17253 SH DFND 21 17253 0 0 LEIDOS HLDGS INC COM 525327102 3502 67756 SH DFND 17 67756 0 0 LEIDOS HLDGS INC COM 525327102 882 17067 SH DFND 20 17067 0 0 LEIDOS HLDGS INC COM 525327102 29383 570093 SH DFND 21 246434 0 323659 LEMAITRE VASCULAR INC COM 525558201 8711 279030 SH DFND 17 253753 0 25277 LEMAITRE VASCULAR INC COM 525558201 915 28484 SH DFND 21 28484 0 0 LENDINGCLUB CORP COM 52603A109 6882 1248960 SH DFND 17 1044845 0 204115 LENDINGTREE INC NEW COM 52603B107 42184 244970 SH DFND 17 244970 0 0 LENNAR CORP CL A 526057104 93420 1752061 SH DFND 17 1752061 0 0 LENNAR CORP CL A 526057104 2868 54424 SH DFND 21 54424 0 0 LEUCADIA NATL CORP COM 527288104 35 1336 SH DFND 17 1336 0 0 LEUCADIA NATL CORP COM 527288104 1694 64870 SH DFND 21 64870 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 71 1204 SH DFND 17 1204 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 15358 258995 SH DFND 21 258995 0 0 LEXINGTON REALTY TRUST COM 529043101 142 14321 SH DFND 17 14321 0 0 LEXINGTON REALTY TRUST COM 529043101 120 12096 SH DFND 21 0 0 12096 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 278 5145 SH DFND 17 5145 0 0 LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 81803 71770000 PRN DFND 17 66055000 0 5715000 LIBERTY PPTY TR SH BEN INT 531172104 3 64 SH DFND 17 64 0 0 LIBERTY PPTY TR SH BEN INT 531172104 264 6483 SH DFND 20 6483 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2608 63884 SH DFND 21 30655 0 33229 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 312 7426 SH DFND 17 7426 0 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 7665 185852 SH DFND 21 185852 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 90081 76365000 PRN DFND 17 72660000 0 3705000 LIFEPOINT HEALTH INC COM 53219L109 3491 51993 SH DFND 17 13070 0 38923 LIFEPOINT HEALTH INC COM 53219L109 3890 60671 SH DFND 21 56071 0 4600 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 8310 68450 SH DFND 17 53710 0 14740 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 876 525000 PRN DFND 17 525000 0 0 LIFE STORAGE INC COM 53223X107 5113 69000 SH DFND 3 69000 0 0 LILLY ELI & CO COM 532457108 6157 74807 SH DFND 4 74807 0 0 LILLY ELI & CO COM 532457108 17003 206603 SH DFND 17 184693 0 21910 LILLY ELI & CO COM 532457108 60104 727374 SH DFND 21 272008 0 455366 LILLY ELI & CO COM 532457108 18 224 SH DFND 25 224 0 0 LILLY ELI & CO CALL 532457908 13555 164700 SH Call DFND 4 164700 0 0 LILLY ELI & CO PUT 532457958 120092 1459200 SH Put DFND 4 1459200 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1006 10929 SH DFND 17 10929 0 0 LINCOLN ELEC HLDGS INC COM 533900106 2715 29479 SH DFND 21 29479 0 0 LINCOLN NATL CORP IND COM 534187109 7866 116400 SH DFND 3 116400 0 0 LINCOLN NATL CORP IND COM 534187109 45701 676505 SH DFND 17 668025 0 8480 LINCOLN NATL CORP IND COM 534187109 1412 20897 SH DFND 20 20897 0 0 LINCOLN NATL CORP IND COM 534187109 45746 676006 SH DFND 21 653612 0 22394 LIQUIDITY SERVICES INC COM 53635B107 108 17065 SH DFND 17 0 0 17065 LIVE NATION ENTERTAINMENT IN COM 538034109 4004 114901 SH DFND 17 114901 0 0 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 26667 23290000 PRN DFND 17 18970000 0 4320000 LIVEPERSON INC COM 538146101 590 53630 SH DFND 17 0 0 53630 LLOYDS BANKING GROUP PLC DBCV 7.500%12/3 539439AG4 123765 111941000 PRN DFND 4 111941000 0 0 LOCKHEED MARTIN CORP COM 539830109 3500 12606 SH DFND 4 12606 0 0 LOCKHEED MARTIN CORP COM 539830109 58356 210210 SH DFND 17 207065 0 3145 LOCKHEED MARTIN CORP COM 539830109 20238 72900 SH DFND 20 72900 0 0 LOCKHEED MARTIN CORP CALL 539830909 10855 39100 SH Call DFND 4 39100 0 0 LOCKHEED MARTIN CORP PUT 539830959 117457 423100 SH Put DFND 4 423100 0 0 LOEWS CORP COM 540424108 53 1137 SH DFND 17 1137 0 0 LOEWS CORP COM 540424108 11386 243167 SH DFND 21 180219 0 62948 LOGMEIN INC COM 54142L109 1825 17463 SH DFND 17 8678 0 8785 LOGMEIN INC COM 54142L109 215 2053 SH DFND 21 2053 0 0 LOUISIANA PAC CORP COM 546347105 1036 42978 SH DFND 17 42978 0 0 LOUISIANA PAC CORP COM 546347105 1406 58176 SH DFND 21 58176 0 0 LOWES COS INC COM 548661107 6601 85135 SH DFND 4 85135 0 0 LOWES COS INC COM 548661107 4069 52477 SH DFND 17 52477 0 0 LOWES COS INC COM 548661107 1096 14134 SH DFND 20 14134 0 0 LOWES COS INC COM 548661107 29785 387294 SH DFND 21 387294 0 0 LOWES COS INC CALL 548661907 12320 158900 SH Call DFND 4 158900 0 0 LOWES COS INC PUT 548661957 64544 832500 SH Put DFND 4 832500 0 0 LUMENTUM HLDGS INC COM 55024U109 56594 992007 SH DFND 17 940232 0 51775 LUMENTUM HLDGS INC COM 55024U109 362 6350 SH DFND 20 6350 0 0 LUMENTUM HLDGS INC COM 55024U109 3013 52799 SH DFND 21 47966 0 4833 LUMOS NETWORKS CORP COM 550283105 4388 245569 SH DFND 21 245569 0 0 LYDALL INC DEL COM 550819106 3412 65989 SH DFND 17 65989 0 0 LYDALL INC DEL COM 550819106 413 8683 SH DFND 21 8683 0 0 LYON WILLIAM HOMES CL A NEW 552074700 1144 47378 SH DFND 17 47378 0 0 M & T BK CORP COM 55261F104 1785 11024 SH DFND 4 11024 0 0 M & T BK CORP COM 55261F104 103 637 SH DFND 17 637 0 0 M & T BK CORP CALL 55261F904 4292 26500 SH Call DFND 4 26500 0 0 M & T BK CORP PUT 55261F954 41977 259200 SH Put DFND 4 259200 0 0 M D C HLDGS INC COM 552676108 32560 921600 SH DFND 3 921600 0 0 MDU RES GROUP INC COM 552690109 14173 540965 SH DFND 17 434340 0 106625 MDU RES GROUP INC COM 552690109 185 7065 SH DFND 21 7065 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 1430 144402 SH DFND 17 0 0 144402 MFA FINL INC COM 55272X102 1240 147768 SH DFND 17 80958 0 66810 MFA FINL INC COM 55272X102 9057 1078435 SH DFND 21 852028 0 226407 MCBC HLDGS INC COM 55276F107 1509 77195 SH DFND 17 77195 0 0 MGIC INVT CORP WIS COM 552848103 4566 406596 SH DFND 21 30435 0 376161 MGM RESORTS INTERNATIONAL COM 552953101 2060 65828 SH DFND 4 53251 0 12577 MGM RESORTS INTERNATIONAL COM 552953101 141155 4499847 SH DFND 17 4487057 0 12790 MGM RESORTS INTERNATIONAL COM 552953101 5103 155158 SH DFND 21 0 0 155158 MGP INGREDIENTS INC NEW COM 55303J106 3134 61250 SH DFND 17 61250 0 0 MGP INGREDIENTS INC NEW COM 55303J106 1407 27488 SH DFND 21 27488 0 0 M/I HOMES INC COM 55305B101 2326 81478 SH DFND 17 81478 0 0 M/I HOMES INC COM 55305B101 1033 36193 SH DFND 21 0 0 36193 MKS INSTRUMENT INC COM 55306N104 10584 157259 SH DFND 17 132354 0 24905 MKS INSTRUMENT INC COM 55306N104 281 4179 SH DFND 20 4179 0 0 MKS INSTRUMENT INC COM 55306N104 15592 231151 SH DFND 21 203853 0 27298 MPLX LP COM UNIT REP LTD 55336V100 1721 51520 SH DFND 4 51520 0 0 MSA SAFETY INC COM 553498106 2387 29405 SH DFND 17 23330 0 6075 MSCI INC COM 55354G100 203 1973 SH DFND 17 1973 0 0 MSCI INC COM 55354G100 113 1095 SH DFND 20 1095 0 0 MSCI INC COM 55354G100 519 5042 SH DFND 21 5042 0 0 MSG NETWORK INC CL A 553573106 518 23065 SH DFND 17 0 0 23065 MSG NETWORK INC CL A 553573106 105 4663 SH DFND 20 4663 0 0 MSG NETWORK INC CL A 553573106 303 13477 SH DFND 21 13477 0 0 MTGE INVT CORP COM 55378A105 3392 180431 SH DFND 17 29897 0 150534 MTGE INVT CORP COM 55378A105 1767 93984 SH DFND 21 6329 0 87655 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 39413 706706 SH DFND 17 668646 0 38060 MACERICH CO COM 554382101 9034 155594 SH DFND 4 155594 0 0 MACERICH CO COM 554382101 32 555 SH DFND 17 555 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 11807 150599 SH DFND 17 150599 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 5606 71270 SH DFND 21 71270 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 44681 40495000 PRN DFND 17 35060000 0 5435000 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 53340 53340000 PRN DFND 17 53340000 0 0 MACROGENICS INC COM 556099109 910 51982 SH DFND 17 51982 0 0 MACYS INC COM 55616P104 31165 1341028 SH DFND 17 1338862 0 2166 MACYS INC COM 55616P104 8906 385025 SH DFND 21 344441 0 40584 MACYS INC COM 55616P104 13 563 SH DFND 25 563 0 0 MAGELLAN HEALTH INC COM NEW 559079207 306 4198 SH DFND 17 4198 0 0 MAGELLAN HEALTH INC COM NEW 559079207 3609 49538 SH DFND 21 49538 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7861 110300 SH DFND 3 110300 0 0 MAGNA INTL INC COM 559222401 38525 832920 SH DFND 3 832920 0 0 MAGNA INTL INC COM 559222401 27176 589526 SH DFND 17 444844 0 144682 MAGNA INTL INC COM 559222401 62112 1350395 SH DFND 21 904006 0 446389 MAGNA INTL INC COM 559222401 115 2486 SH 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COM 56585A102 2647 50575 SH DFND 4 50575 0 0 MARATHON PETE CORP COM 56585A102 15234 291120 SH DFND 17 102901 0 188219 MARATHON PETE CORP COM 56585A102 1065 20348 SH DFND 20 20348 0 0 MARATHON PETE CORP COM 56585A102 51717 990720 SH DFND 21 764202 0 226518 MARATHON PETE CORP COM 56585A102 725 14000 SH DFND 24 14000 0 0 MARATHON PETE CORP COM 56585A102 206 3932 SH DFND 25 3932 0 0 MARATHON PETE CORP CALL 56585A902 1858 35500 SH Call DFND 4 35500 0 0 MARATHON PETE CORP PUT 56585A952 35422 676900 SH Put DFND 4 676900 0 0 MARCUS CORP COM 566330106 2193 72602 SH DFND 17 55027 0 17575 MARCUS CORP COM 566330106 2233 76662 SH DFND 21 71235 0 5427 MARINEMAX INC COM 567908108 1236 63240 SH DFND 17 63240 0 0 MARKEL CORP COM 570535104 1815 1872 SH DFND 21 1872 0 0 MARKETAXESS HLDGS INC COM 57060D108 114 568 SH DFND 20 568 0 0 MARKETAXESS HLDGS INC COM 57060D108 6373 31334 SH DFND 21 31334 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6630 56302 SH DFND 17 42825 0 13477 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 24393 206923 SH DFND 21 141740 0 65183 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 112 954 SH DFND 25 954 0 0 MARSH & MCLENNAN COS INC CALL 571748902 9636 123600 SH Call DFND 4 123600 0 0 MARSH & MCLENNAN COS INC PUT 571748952 45763 587000 SH Put DFND 4 587000 0 0 MARRIOTT INTL INC NEW CL A 571903202 1009 10056 SH DFND 4 10056 0 0 MARRIOTT INTL INC NEW CL A 571903202 130 1298 SH DFND 17 1298 0 0 MARRIOTT INTL INC NEW CALL 571903902 4594 45800 SH Call DFND 4 45800 0 0 MARRIOTT INTL INC NEW PUT 571903952 37947 378300 SH Put DFND 4 378300 0 0 MASCO CORP COM 574599106 50 1321 SH DFND 17 1321 0 0 MASCO CORP COM 574599106 2090 55000 SH DFND 21 55000 0 0 MASIMO CORP COM 574795100 4901 53747 SH DFND 17 39583 0 14164 MASIMO CORP COM 574795100 207 2265 SH DFND 20 2265 0 0 MASIMO CORP COM 574795100 47766 522292 SH DFND 21 261346 0 260946 MASTEC INC COM 576323109 14247 315549 SH DFND 17 247623 0 67926 MASTEC INC COM 576323109 119 2638 SH DFND 21 2638 0 0 MASTERCARD INCORPORATED CL A 57636Q104 28000 230548 SH DFND 17 164553 0 65995 MASTERCARD INCORPORATED CL A 57636Q104 12829 105618 SH DFND 21 47895 0 57723 MASTERCARD INCORPORATED CALL 57636Q904 26913 221600 SH Call DFND 4 221600 0 0 MASTERCARD INCORPORATED PUT 57636Q954 99140 816300 SH Put DFND 4 816300 0 0 MATSON INC COM 57686G105 1077 36002 SH DFND 21 35227 0 775 MATTHEWS INTL CORP CL A 577128101 219 3582 SH DFND 20 3582 0 0 MATTHEWS INTL CORP CL A 577128101 632 10325 SH DFND 21 10325 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2504 55769 SH DFND 17 50969 0 4800 MAXIM INTEGRATED PRODS INC COM 57772K101 18550 416319 SH DFND 21 404735 0 11584 MCCLATCHY CO CL A NEW 579489303 2252 241104 SH DFND 4 241104 0 0 MCCORMICK & CO INC COM NON VTG 579780206 46 469 SH DFND 17 469 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2022 20738 SH DFND 20 20738 0 0 MCDERMOTT INTL INC COM 580037109 1182 164875 SH DFND 17 164875 0 0 MCDERMOTT INTL INC COM 580037109 78 10892 SH DFND 20 10892 0 0 MCDERMOTT INTL INC COM 580037109 7665 1083190 SH DFND 21 321674 0 761516 MCDONALDS CORP COM 580135101 204234 1333471 SH DFND 17 1197734 0 135737 MCDONALDS CORP COM 580135101 19739 128880 SH DFND 20 128880 0 0 MCDONALDS CORP COM 580135101 106581 695950 SH DFND 21 629132 0 66818 MCDONALDS CORP COM 580135101 162 1056 SH DFND 24 1056 0 0 MCDONALDS CORP CALL 580135901 26129 170600 SH Call DFND 4 170600 0 0 MCDONALDS CORP PUT 580135951 164662 1075100 SH Put DFND 4 1075100 0 0 MCGRATH RENTCORP COM 580589109 367 10586 SH DFND 17 10586 0 0 MCGRATH RENTCORP COM 580589109 2958 84696 SH DFND 21 48706 0 35990 MCKESSON CORP COM 58155Q103 7454 45300 SH DFND 3 45300 0 0 MCKESSON CORP COM 58155Q103 129073 784449 SH DFND 17 781078 0 3371 MCKESSON CORP COM 58155Q103 62583 381579 SH DFND 21 316521 0 65058 MCKESSON CORP COM 58155Q103 210 1279 SH DFND 25 1279 0 0 MCKESSON CORP CALL 58155Q903 5446 33100 SH Call DFND 4 33100 0 0 MCKESSON CORP PUT 58155Q953 41645 253100 SH Put DFND 4 253100 0 0 MEDEQUITIES RLTY TR INC COM 58409L306 142 11239 SH DFND 17 11239 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 176 13685 SH DFND 17 13685 0 0 MEDICINES CO COM 584688105 2923 76117 SH DFND 17 58102 0 18015 MEDICINES CO COM 584688105 726 18700 SH DFND 24 18700 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 16756 12675000 PRN DFND 17 12085000 0 590000 MEDICINES CO NOTE 2.750% 7/1 584688AG0 8568 8115000 PRN DFND 17 7195000 0 920000 MEDIFAST INC COM 58470H101 682 16454 SH DFND 17 16454 0 0 MEDIFAST INC COM 58470H101 3180 76783 SH DFND 21 62616 0 14167 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 21419 15700000 PRN DFND 17 12245000 0 3455000 MEDNAX INC COM 58502B106 592 9807 SH DFND 17 9807 0 0 MEDNAX INC COM 58502B106 2439 40383 SH DFND 21 34354 0 6029 MEET GROUP INC COM 58513U101 1426 282348 SH DFND 17 48760 0 233588 MEET GROUP INC COM 58513U101 8631 1681755 SH DFND 21 1503261 0 178494 MELCO RESORT ENTERTAINMENT L ADR 585464100 18139 808500 SH DFND 17 697800 0 110700 MELCO RESORT ENTERTAINMENT L ADR 585464100 755 34000 SH DFND 24 34000 0 0 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685242 SH DFND 3 685242 0 0 MEREDITH CORP COM 589433101 3373 57025 SH DFND 17 57025 0 0 MERIDIAN BANCORP INC MD COM 58958U103 2742 162253 SH DFND 17 162253 0 0 MERIT MED SYS INC COM 589889104 1333 34930 SH DFND 17 12645 0 22285 MERIT MED SYS INC COM 589889104 93 2441 SH DFND 20 2441 0 0 MERIT MED SYS INC COM 589889104 1489 39019 SH DFND 21 39019 0 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 52178 30470000 PRN DFND 17 28125000 0 2345000 MERUS LABS INTL INC NEW COM 59047R101 189 150000 SH DFND 21 150000 0 0 MESA LABS INC COM 59064R109 3201 22334 SH DFND 17 21662 0 672 META FINL GROUP INC COM 59100U108 1222 13731 SH DFND 17 1589 0 12142 META FINL GROUP INC COM 59100U108 1912 21570 SH DFND 21 6645 0 14925 METHANEX CORP COM 59151K108 35063 795400 SH DFND 3 795400 0 0 METHODE ELECTRS INC COM 591520200 40966 994322 SH DFND 3 994322 0 0 METHODE ELECTRS INC COM 591520200 313 7647 SH DFND 21 5423 0 2224 METLIFE INC COM 59156R108 65722 1196252 SH DFND 3 1196252 0 0 METLIFE INC COM 59156R108 3510 63888 SH DFND 4 63888 0 0 METLIFE INC COM 59156R108 25798 468877 SH DFND 17 457599 0 11278 METLIFE INC COM 59156R108 47593 865205 SH DFND 21 782183 0 83022 METLIFE INC COM 59156R108 142 2591 SH DFND 25 2591 0 0 METLIFE INC CALL 59156R908 9604 174800 SH Call DFND 4 174800 0 0 METLIFE INC PUT 59156R958 47781 869700 SH Put DFND 4 869700 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 12562 21345 SH DFND 17 19275 0 2070 METTLER TOLEDO INTERNATIONAL COM 592688105 541 919 SH DFND 20 919 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 10466 17802 SH DFND 21 13693 0 4109 MICHAELS COS INC COM 59408Q106 5753 310620 SH DFND 17 251260 0 59360 MICROSOFT CORP COM 594918104 22024 319513 SH DFND 4 319513 0 0 MICROSOFT CORP COM 594918104 650101 9432293 SH DFND 17 8122201 0 1310092 MICROSOFT CORP COM 594918104 7640 110840 SH DFND 20 110840 0 0 MICROSOFT CORP COM 594918104 554338 8064840 SH DFND 21 5982877 0 2081963 MICROSOFT CORP COM 594918104 538 7810 SH DFND 25 7810 0 0 MICROSOFT CORP CALL 594918904 69743 1011800 SH Call DFND 4 1011800 0 0 MICROSOFT CORP PUT 594918954 474342 6881500 SH Put DFND 4 6881500 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 101903 1320323 SH DFND 17 981534 0 338789 MICROCHIP TECHNOLOGY INC COM 595017104 1428 18500 SH DFND 20 18500 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 81103 1050689 SH DFND 21 829230 0 221459 MICROCHIP TECHNOLOGY INC COM 595017104 944 12200 SH DFND 24 12200 0 0 MICRON TECHNOLOGY INC COM 595112103 258 8643 SH DFND 4 8643 0 0 MICRON TECHNOLOGY INC COM 595112103 302766 10133085 SH DFND 17 8785960 0 1347125 MICRON TECHNOLOGY INC COM 595112103 17531 587094 SH DFND 20 587094 0 0 MICRON TECHNOLOGY INC COM 595112103 55177 1800861 SH DFND 21 1626409 0 174452 MICRON TECHNOLOGY INC CALL 595112903 5282 176900 SH Call DFND 4 176900 0 0 MICRON TECHNOLOGY INC PUT 595112953 36474 1221500 SH Put DFND 4 1221500 0 0 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 252548 222196000 PRN DFND 17 212991000 0 9205000 MICROSEMI CORP COM 595137100 61685 1318050 SH DFND 17 1244704 0 73346 MICROSEMI CORP COM 595137100 1214 23331 SH DFND 21 23331 0 0 MID AMER APT CMNTYS INC COM 59522J103 6744 64000 SH DFND 3 64000 0 0 MID AMER APT CMNTYS INC COM 59522J103 311 2951 SH DFND 17 2951 0 0 MIDDLEBY CORP COM 596278101 1501 12354 SH DFND 17 12354 0 0 MIDDLEBY CORP COM 596278101 83 679 SH DFND 21 679 0 0 MILLER HERMAN INC COM 600544100 1257 41418 SH DFND 21 33179 0 8239 MINDBODY INC COM CL A 60255W105 5027 184827 SH DFND 17 184827 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 7386 1107366 SH DFND 17 1107366 0 0 MOBILEIRON INC COM NEW 60739U204 2326 384422 SH DFND 17 372630 0 11792 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 13073 1560585 SH DFND 17 1392385 0 168200 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1609 193836 SH DFND 21 171249 0 22587 MODEL N INC COM 607525102 3165 238007 SH DFND 17 230423 0 7584 MODINE MFG CO COM 607828100 4287 259015 SH DFND 17 259015 0 0 MODINE MFG CO COM 607828100 829 50098 SH DFND 21 0 0 50098 MOELIS & CO CL A 60786M105 2233 57561 SH DFND 21 0 0 57561 MOHAWK INDS INC COM 608190104 33436 138341 SH DFND 17 128736 0 9605 MOHAWK INDS INC COM 608190104 324 1340 SH DFND 20 1340 0 0 MOHAWK INDS INC COM 608190104 12851 53526 SH DFND 21 49852 0 3674 MOHAWK INDS INC COM 608190104 839 3500 SH DFND 24 3500 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 71778 40455000 PRN DFND 17 40455000 0 0 MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 3778 2955000 PRN DFND 17 2955000 0 0 MOLSON COORS BREWING CO CL B 60871R209 6165 71400 SH DFND 3 71400 0 0 MOLSON COORS BREWING CO CL B 60871R209 89 1035 SH DFND 4 1035 0 0 MOLSON COORS BREWING CO CL B 60871R209 27661 320292 SH DFND 17 315772 0 4520 MOLSON COORS BREWING CO CL B 60871R209 26787 309910 SH DFND 21 107148 0 202762 MOLSON COORS BREWING CO PUT 60871R959 984 11400 SH Put DFND 4 11400 0 0 MONDELEZ INTL INC CL A 609207105 7441 172287 SH DFND 4 172287 0 0 MONDELEZ INTL INC CL A 609207105 53568 1240525 SH DFND 17 1066191 0 174334 MONDELEZ INTL INC CL A 609207105 29363 680064 SH DFND 21 490191 0 189873 MONDELEZ INTL INC CALL 609207905 10633 246200 SH Call DFND 4 246200 0 0 MONDELEZ INTL INC PUT 609207955 56670 1312100 SH Put DFND 4 1312100 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 431 25000 SH DFND 21 25000 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 38204 2538488 SH DFND 3 2538488 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 1093 72612 SH DFND 17 14305 0 58307 MONMOUTH REAL ESTATE INVT CO CL A 609720107 729 48424 SH DFND 21 48424 0 0 MONOLITHIC PWR SYS INC COM 609839105 6170 64000 SH DFND 17 51680 0 12320 MONOLITHIC PWR SYS INC COM 609839105 1330 13695 SH DFND 21 13695 0 0 MONSANTO CO NEW COM 61166W101 558 4718 SH DFND 4 4718 0 0 MONSANTO CO NEW COM 61166W101 130992 1106729 SH DFND 17 1106729 0 0 MONSANTO CO NEW COM 61166W101 2063 17434 SH DFND 20 17434 0 0 MONSANTO CO NEW COM 61166W101 40492 342149 SH DFND 21 328869 0 13280 MONSANTO CO NEW COM 61166W101 8107 68700 SH DFND 24 68700 0 0 MONSANTO CO NEW CALL 61166W901 5977 50500 SH Call DFND 4 50500 0 0 MONSANTO CO NEW PUT 61166W951 68294 577000 SH Put DFND 4 577000 0 0 MONSANTO CO NEW PUT 61166W951 11954 101000 SH DFND 21 101000 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 862 17355 SH DFND 4 17355 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 62082 1249570 SH DFND 17 992741 0 256829 MONSTER BEVERAGE CORP NEW CALL 61174X909 2668 53700 SH Call DFND 4 53700 0 0 MONSTER BEVERAGE CORP NEW PUT 61174X959 14144 284700 SH Put DFND 4 284700 0 0 MOODYS CORP COM 615369105 680 5589 SH DFND 4 5589 0 0 MOODYS CORP COM 615369105 83 685 SH DFND 17 685 0 0 MOODYS CORP COM 615369105 2157 17767 SH DFND 21 15676 0 2091 MOODYS CORP CALL 615369905 1460 12000 SH Call DFND 4 12000 0 0 MOODYS CORP PUT 615369955 13920 114400 SH Put DFND 4 114400 0 0 MORGAN STANLEY COM NEW 617446448 66438 1490975 SH DFND 3 1490975 0 0 MORGAN STANLEY COM NEW 617446448 42170 946356 SH DFND 4 946356 0 0 MORGAN STANLEY COM NEW 617446448 40406 904957 SH DFND 17 713979 0 190978 MORGAN STANLEY COM NEW 617446448 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DFND 21 2201 0 0 PATTERSON UTI ENERGY INC COM 703481101 865 43000 SH DFND 24 43000 0 0 PAYCHEX INC COM 704326107 4403 77328 SH DFND 4 77328 0 0 PAYCHEX INC COM 704326107 1626 28551 SH DFND 17 6523 0 22028 PAYCHEX INC CALL 704326907 2067 36300 SH Call DFND 4 36300 0 0 PAYCHEX INC PUT 704326957 16285 286000 SH Put DFND 4 286000 0 0 PAYCOM SOFTWARE INC COM 70432V102 79899 1167949 SH DFND 17 896514 0 271435 PAYPAL HLDGS INC COM 70450Y103 49535 922947 SH DFND 17 878967 0 43980 PAYPAL HLDGS INC COM 70450Y103 1941 36319 SH DFND 21 36319 0 0 PAYPAL HLDGS INC CALL 70450Y903 9865 183800 SH Call DFND 4 183800 0 0 PAYPAL HLDGS INC PUT 70450Y953 79362 1478700 SH Put DFND 4 1478700 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 1950 62330 SH DFND 17 51855 0 10475 PEGASYSTEMS INC COM 705573103 33640 576520 SH DFND 17 576520 0 0 PEMBINA PIPELINE CORP COM 706327103 15200 458628 SH DFND 21 121894 0 336734 PEMBINA PIPELINE CORP PUT 706327953 997 30000 SH DFND 21 30000 0 0 PENNYMAC MTG INVT TR COM 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CO COM NEW 736508847 3505 76717 SH DFND 17 76717 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 979 21433 SH DFND 21 21433 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 10160 180340 SH DFND 17 149160 0 31180 PORTOLA PHARMACEUTICALS INC COM 737010108 2539 45000 SH DFND 24 45000 0 0 POTASH CORP SASK INC COM 73755L107 2662 163450 SH DFND 17 163450 0 0 POTASH CORP SASK INC COM 73755L107 5999 368360 SH DFND 21 368360 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3302 24000 SH DFND 24 24000 0 0 POWERSHARES QQQ TRUST PUT 73935A954 78952 573609 SH Put DFND 4 573609 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 555 20970 SH DFND 8730 0 12240 POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 4940 259716 SH DFND 17 259716 0 0 POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 799 27270 SH DFND 24 27270 0 0 PRAXAIR INC CALL 74005P904 5329 40200 SH Call DFND 4 40200 0 0 PRAXAIR INC PUT 74005P954 18014 135900 SH Put DFND 4 135900 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 4315 80703 SH DFND 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0 1300 SPDR S&P 500 ETF TR TR UNIT 78462F103 13843 57250 SH DFND 25 57250 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 391 3570 SH DFND 1490 0 2080 SPDR GOLD TRUST GOLD SHS 78463V107 8458 71670 SH DFND 20 71670 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 4040 34145 SH DFND 24 34145 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 17096 442680 SH DFND 24 49951 0 392729 SPDR INDEX SHS FDS EUROPE ETF 78463X608 231 8000 SH DFND 24 8000 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1227 33660 SH DFND 14010 0 19650 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5089 136800 SH DFND 17 136800 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 9228 248600 SH DFND 24 0 0 248600 SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 315 10271 SH DFND 17 10271 0 0 SPDR SERIES TRUST PUT 78464A950 5985 187500 SH Put DFND 4 187500 0 0 SPDR SERIES TRUST PUT 78464A958 29032 753500 SH Put DFND 4 753500 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9 231 SH DFND 17 231 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 107917 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102651 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2986 69502 SH DFND 17 27541 0 41961 SCHWAB CHARLES CORP NEW COM 808513105 147561 3432805 SH DFND 21 3039891 0 392914 SCHWAB CHARLES CORP NEW COM 808513105 645 15000 SH DFND 24 15000 0 0 SCHWAB CHARLES CORP NEW CALL 808513905 3398 79100 SH Call DFND 4 79100 0 0 SCHWAB CHARLES CORP NEW PUT 808513955 39579 921300 SH Put DFND 4 921300 0 0 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 1662 31808 SH DFND 17 31808 0 0 SCHWAB STRATEGIC TR US REIT ETF 808524847 1236 30000 SH DFND 17 30000 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 1372 24913 SH DFND 17 24913 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 20604 553430 SH DFND 3 553430 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1586 42527 SH DFND 17 37952 0 4575 SCHWEITZER-MAUDUIT INTL INC COM 808541106 5472 146293 SH DFND 21 81483 0 64810 SCIENCE APPLICATNS INTL CP N COM 808625107 261 3764 SH DFND 17 3764 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 57 824 SH DFND 20 824 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 5540 80159 SH DFND 21 22806 0 57353 SCICLONE PHARMACEUTICALS INC COM 80862K104 2930 266892 SH DFND 21 230696 0 36196 SCOTTS MIRACLE GRO CO CL A 810186106 679 7585 SH DFND 17 7585 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 8979 101753 SH DFND 21 33665 0 68088 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 27 394 SH DFND 17 394 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 231 3378 SH DFND 20 3378 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1479 21606 SH DFND 21 11420 0 10186 SEABOARD CORP COM 811543107 665 157 SH DFND 21 157 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 23968 994526 SH DFND 17 813057 0 181469 SEALED AIR CORP NEW COM 81211K100 161 3598 SH DFND 17 3598 0 0 SEALED AIR CORP NEW COM 81211K100 1460 32536 SH DFND 21 32536 0 0 SEATTLE GENETICS INC COM 812578102 1714 32238 SH DFND 17 32238 0 0 SEATTLE GENETICS INC COM 812578102 64 1232 SH DFND 21 1232 0 0 SEATTLE GENETICS INC COM 812578102 959 18000 SH DFND 24 18000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3038 33895 SH DFND 4 33895 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 981 11000 SH DFND 24 11000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2162 32000 SH DFND 24 32000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 729 14000 SH DFND 24 14000 0 0 SELECT SECTOR SPDR TR CALL 81369Y907 32267 360000 SH Call DFND 4 360000 0 0 SELECT SECTOR SPDR TR PUT 81369Y950 56144 1043367 SH Put DFND 4 1043367 0 0 SELECT SECTOR SPDR TR PUT 81369Y954 23188 340442 SH Put DFND 4 340442 0 0 SELECT SECTOR SPDR TR PUT 81369Y955 60271 2443097 SH Put DFND 4 2443097 0 0 SELECT SECTOR SPDR TR PUT 81369Y956 56275 866834 SH Put DFND 4 866834 0 0 SELECT SECTOR SPDR TR PUT 81369Y957 63541 708926 SH Put DFND 4 708926 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 555 23089 SH DFND 17 23089 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 225 9356 SH DFND 20 9356 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 3164 131833 SH DFND 21 72828 0 59005 SEMGROUP CORP CL A 81663A105 287 10620 SH DFND 4 10620 0 0 SEMTECH CORP COM 816850101 2838 79396 SH DFND 17 59521 0 19875 SEMTECH CORP COM 816850101 249 6954 SH DFND 20 6954 0 0 SEMTECH CORP COM 816850101 5185 143200 SH DFND 21 138517 0 4683 SEMPRA ENERGY COM 816851109 545 4835 SH DFND 4 4835 0 0 SEMPRA ENERGY COM 816851109 117 1034 SH DFND 17 1034 0 0 SEMPRA ENERGY CALL 816851909 3766 33400 SH Call DFND 4 33400 0 0 SEMPRA ENERGY PUT 816851959 43431 385200 SH Put DFND 4 385200 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 560 27388 SH DFND 17 27388 0 0 SERVICE CORP INTL COM 817565104 18681 558475 SH DFND 17 426922 0 131553 SERVICE CORP INTL COM 817565104 1751 52696 SH DFND 21 52696 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4597 117426 SH DFND 21 117426 0 0 SERVICENOW INC COM 81762P102 178480 1683775 SH DFND 17 1350150 0 333625 SERVICENOW INC COM 81762P102 103 975 SH DFND 21 975 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 53910 36785000 PRN DFND 17 36785000 0 0 SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6353 6500000 PRN DFND 17 6500000 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1227 56324 SH DFND 17 56324 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 23726 1081526 SH DFND 21 743755 0 337771 SHERWIN WILLIAMS CO COM 824348106 688 1961 SH DFND 17 1961 0 0 SHERWIN WILLIAMS CO CALL 824348906 7195 20500 SH Call DFND 4 20500 0 0 SHERWIN WILLIAMS CO PUT 824348956 55241 157400 SH Put DFND 4 157400 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 4601 105789 SH DFND 20 105789 0 0 SHIRE PLC SPONSORED ADR 82481R106 14493 87690 SH DFND 3 87690 0 0 SHIRE PLC SPONSORED ADR 82481R106 26000 157302 SH DFND 17 136578 0 20724 SHOE CARNIVAL INC COM 824889109 1305 62440 SH DFND 21 62440 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 271 58514 SH DFND 17 58514 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 44 9566 SH DFND 20 9566 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 915 197307 SH DFND 21 174840 0 22467 SIGMA DESIGNS INC COM 826565103 1412 241396 SH DFND 21 241396 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 10765 75000 SH DFND 4 75000 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 50668 352975 SH DFND 17 286535 0 66440 SILGAN HOLDINGS INC COM 827048109 35563 1119026 SH DFND 3 1119026 0 0 SILGAN HOLDINGS INC COM 827048109 70 2212 SH DFND 21 2212 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 429 8606 SH DFND 21 0 0 8606 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 313 39241 SH DFND 21 39241 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 1919 170096 SH DFND 17 170096 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 73 6440 SH DFND 21 6440 0 0 SIMON PPTY GROUP INC NEW COM 828806109 75067 464061 SH DFND 4 464061 0 0 SIMON PPTY GROUP INC NEW COM 828806109 233 1443 SH DFND 17 1443 0 0 SIMON PPTY GROUP INC NEW CALL 828806909 2896 17900 SH Call DFND 4 17900 0 0 SIMON PPTY GROUP INC NEW PUT 828806959 47056 290900 SH Put DFND 4 290900 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 510 15510 SH DFND 17 15510 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 146 4430 SH DFND 20 4430 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 3298 98044 SH DFND 21 89076 0 8968 SINCLAIR BROADCAST GROUP INC PUT 829226959 3405 103500 SH DFND 21 103500 0 0 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 3295 62074 SH DFND 17 62074 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 23918 400565 SH DFND 17 308480 0 92085 SIX FLAGS ENTMT CORP NEW COM 83001A102 764 12646 SH DFND 21 11090 0 1556 SKYWEST INC COM 830879102 9956 283637 SH DFND 17 173293 0 110344 SKYWEST INC COM 830879102 291 8287 SH DFND 20 8287 0 0 SKYWEST INC COM 830879102 15863 452956 SH DFND 21 407345 0 45611 SKYWORKS SOLUTIONS INC COM 83088M102 1476 15383 SH DFND 4 15383 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 94342 983179 SH DFND 17 751964 0 231215 SKYWORKS SOLUTIONS INC COM 83088M102 346 3606 SH DFND 20 3606 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 6162 64192 SH DFND 21 51792 0 12400 SKYWORKS SOLUTIONS INC CALL 83088M902 1190 12400 SH Call DFND 4 12400 0 0 SKYWORKS SOLUTIONS INC PUT 83088M952 5776 60200 SH Put DFND 4 60200 0 0 SMITH A O COM 831865209 6674 118476 SH DFND 17 96473 0 22003 SMITH A O COM 831865209 1631 29132 SH DFND 21 29132 0 0 SMUCKER J M CO COM NEW 832696405 5538 46800 SH DFND 3 46800 0 0 SMUCKER J M CO COM NEW 832696405 304 2569 SH DFND 17 480 0 2089 SMUCKER J M CO COM NEW 832696405 9568 81004 SH DFND 21 64400 0 16604 SMUCKER J M CO COM NEW 832696405 78 655 SH DFND 25 655 0 0 SNAP ON INC COM 833034101 2671 16905 SH DFND 17 3905 0 13000 SNAP ON INC COM 833034101 200 1266 SH DFND 20 1266 0 0 SNAP ON INC COM 833034101 20845 132249 SH DFND 21 78623 0 53626 SNAP ON INC COM 833034101 248 1571 SH DFND 25 1571 0 0 SNAP INC CL A 83304A106 46418 2612175 SH DFND 17 2573370 0 38805 SNYDERS-LANCE INC COM 833551104 6318 182510 SH DFND 17 147725 0 34785 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 4680 141730 SH DFND 17 141730 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3396 102192 SH DFND 24 102192 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 92193 97045000 PRN DFND 17 97045000 0 0 SONOCO PRODS CO COM 835495102 9 180 SH DFND 17 180 0 0 SONOCO PRODS CO COM 835495102 1411 27696 SH DFND 21 21535 0 6161 SOTHEBYS COM 835898107 381 7138 SH DFND 21 7138 0 0 SOUTH JERSEY INDS INC COM 838518108 709 20750 SH DFND 17 2325 0 18425 SOUTHERN CO COM 842587107 7685 160510 SH DFND 3 160510 0 0 SOUTHERN CO COM 842587107 9902 206818 SH DFND 4 206818 0 0 SOUTHERN CO COM 842587107 4207 87824 SH DFND 17 87824 0 0 SOUTHERN CO COM 842587107 1093 22828 SH DFND 20 22828 0 0 SOUTHERN CO COM 842587107 12363 256916 SH DFND 21 182140 0 74776 SOUTHERN CO CALL 842587907 3620 75600 SH Call DFND 4 75600 0 0 SOUTHERN CO PUT 842587957 59424 1241100 SH Put DFND 4 1241100 0 0 SOUTHERN COPPER CORP COM 84265V105 12111 349705 SH DFND 21 349705 0 0 SOUTHWEST AIRLS CO COM 844741108 7413 119300 SH DFND 3 119300 0 0 SOUTHWEST AIRLS CO COM 844741108 1497 24088 SH DFND 17 22480 0 1608 SOUTHWEST AIRLS CO COM 844741108 247 3975 SH DFND 20 3975 0 0 SOUTHWEST AIRLS CO COM 844741108 37609 607935 SH DFND 21 462213 0 145722 SOUTHWEST AIRLS CO COM 844741108 26 418 SH DFND 25 418 0 0 SOUTHWEST AIRLS CO CALL 844741908 6046 97300 SH Call DFND 4 97300 0 0 SOUTHWEST AIRLS CO PUT 844741958 44884 722300 SH Put DFND 4 722300 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 843 11532 SH DFND 17 11532 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 9294 127389 SH DFND 21 29154 0 98235 SOUTHWESTERN ENERGY CO COM 845467109 9436 1552000 SH DFND 4 1552000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 6284 1033555 SH DFND 17 1033555 0 0 SOUTHWESTERN ENERGY CO COM 845467109 3663 601150 SH DFND 21 529519 0 71631 SOUTHWESTERN ENERGY CO COM 845467109 593 96000 SH DFND 24 96000 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 22713 1556785 SH DFND 17 1556785 0 0 SPARTANNASH CO COM 847215100 10933 421153 SH DFND 3 421153 0 0 SPARTANNASH CO COM 847215100 4236 162889 SH DFND 17 138222 0 24667 SPARTANNASH CO COM 847215100 135 5189 SH DFND 20 5189 0 0 SPARTANNASH CO COM 847215100 9286 356064 SH DFND 21 248753 0 107311 SPECTRA ENERGY PARTNERS LP COM 84756N109 7812 182100 SH DFND 3 182100 0 0 SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 24042 17765000 PRN DFND 17 13645000 0 4120000 SPECTRUM BRANDS HLDGS INC COM 84763R101 335 2679 SH DFND 17 2679 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 11269 90551 SH DFND 21 82991 0 7560 SPEEDWAY MOTORSPORTS INC COM 847788106 388 18116 SH DFND 21 18116 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7907 136470 SH DFND 3 136470 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3288 56801 SH DFND 17 30801 0 26000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 533 9198 SH DFND 20 9198 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 18295 317570 SH DFND 21 208371 0 109199 SPIRE INC COM 84857L101 224 3205 SH DFND 17 3205 0 0 SPIRE INC COM 84857L101 1713 24720 SH DFND 21 24720 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 4310 581620 SH DFND 4 581620 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 3534 476874 SH DFND 17 437243 0 39631 SPIRIT RLTY CAP INC NEW COM 84860W102 262 35330 SH DFND 20 35330 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 9275 1250552 SH DFND 21 1165316 0 85236 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 20929 20955000 PRN DFND 17 20955000 0 0 SPLUNK INC COM 848637104 117196 2060045 SH DFND 17 2009670 0 50375 SPLUNK INC COM 848637104 108 1890 SH DFND 21 1890 0 0 SQUARE INC CL A 852234103 238098 10149265 SH DFND 17 8768105 0 1381160 SQUARE INC CL A 852234103 125 5347 SH DFND 21 5347 0 0 STAG INDL INC COM 85254J102 8528 308999 SH DFND 17 229039 0 79960 STAG INDL INC COM 85254J102 1570 57534 SH DFND 21 5908 0 51626 STAMPS COM INC COM NEW 852857200 748 4831 SH DFND 17 2660 0 2171 STAMPS COM INC COM NEW 852857200 9936 64700 SH DFND 21 64700 0 0 STAMPS COM INC COM NEW 852857200 158 1017 SH DFND 25 1017 0 0 STANDARD MTR PRODS INC COM 853666105 42 813 SH DFND 17 813 0 0 STANDARD MTR PRODS INC COM 853666105 2712 51886 SH DFND 21 22279 0 29607 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 3500 3500000 PRN DFND 17 3500000 0 0 STANLEY BLACK & DECKER INC COM 854502101 197 1397 SH DFND 4 1397 0 0 STANLEY BLACK & DECKER INC COM 854502101 39350 279923 SH DFND 17 273863 0 6060 STANLEY BLACK & DECKER INC COM 854502101 1059 7525 SH DFND 20 7525 0 0 STANLEY BLACK & DECKER INC COM 854502101 95089 678358 SH DFND 21 505295 0 173063 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 96587 880300 SH DFND 17 824435 0 55865 STANLEY BLACK & DECKER INC CALL 854502901 2815 20000 SH Call DFND 4 20000 0 0 STANLEY BLACK & DECKER INC PUT 854502951 20701 147100 SH Put DFND 4 147100 0 0 STANTEC INC COM 85472N109 12527 498272 SH DFND 17 498272 0 0 STANTEC INC COM 85472N109 206 8208 SH DFND 21 8208 0 0 STAPLES INC COM 855030102 1627 161544 SH DFND 17 161544 0 0 STAPLES INC COM 855030102 481 47808 SH DFND 20 47808 0 0 STAPLES INC COM 855030102 17497 1735708 SH DFND 21 1230904 0 504804 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 461 42555 SH DFND 17 42555 0 0 STARBUCKS CORP COM 855244109 7764 133149 SH DFND 4 133149 0 0 STARBUCKS CORP COM 855244109 186013 3190072 SH DFND 17 2930601 0 259471 STARBUCKS CORP COM 855244109 39106 670618 SH DFND 21 457023 0 213595 STARBUCKS CORP CALL 855244909 14892 255400 SH Call DFND 4 255400 0 0 STARBUCKS CORP PUT 855244959 72299 1239900 SH Put DFND 4 1239900 0 0 STATE AUTO FINL CORP COM 855707105 399 15500 SH DFND 17 0 0 15500 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 31601 29010000 PRN DFND 17 29010000 0 0 STATE STR CORP COM 857477103 7832 87285 SH DFND 3 87285 0 0 STATE STR CORP COM 857477103 620 6908 SH DFND 4 6908 0 0 STATE STR CORP COM 857477103 467 5206 SH DFND 17 5206 0 0 STATE STR CORP COM 857477103 499 5556 SH DFND 20 5556 0 0 STATE STR CORP COM 857477103 3076 34284 SH DFND 21 16133 0 18151 STATE STR CORP CALL 857477903 3930 43800 SH Call DFND 4 43800 0 0 STATE STR CORP PUT 857477953 33424 372500 SH Put DFND 4 372500 0 0 STEEL DYNAMICS INC COM 858119100 41178 1149900 SH DFND 3 1149900 0 0 STEEL DYNAMICS INC COM 858119100 814 22727 SH DFND 17 10983 0 11744 STEEL DYNAMICS INC COM 858119100 7955 225218 SH DFND 21 132631 0 92587 STEEL DYNAMICS INC COM 858119100 134 3747 SH DFND 25 3747 0 0 STEELCASE INC CL A 858155203 2644 188861 SH DFND 17 145446 0 43415 STEELCASE INC CL A 858155203 1275 92716 SH DFND 21 92716 0 0 STEPAN CO COM 858586100 25889 297098 SH DFND 3 297098 0 0 STEPAN CO COM 858586100 1903 21835 SH DFND 17 20220 0 1615 STEPAN CO COM 858586100 983 11302 SH DFND 21 4308 0 6994 STERICYCLE INC DEP PFD A 1/10 858912207 55205 824690 SH DFND 17 824690 0 0 STERLING BANCORP DEL COM 85917A100 870 37419 SH DFND 17 37419 0 0 STERLING CONSTRUCTION CO INC COM 859241101 850 65000 SH DFND 17 58333 0 6667 STMICROELECTRONICS N V NY REGISTRY 861012102 3144 218620 SH DFND 17 170645 0 47975 STONE ENERGY CORP COM PAR 861642403 7819 429325 SH DFND 17 429325 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 2516 54473 SH DFND 17 54473 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 1280 27696 SH DFND 21 23468 0 4228 STONERIDGE INC COM 86183P102 1433 93013 SH DFND 17 30324 0 62689 STONERIDGE INC COM 86183P102 99 6439 SH DFND 20 6439 0 0 STONERIDGE INC COM 86183P102 1424 92958 SH DFND 21 86992 0 5966 STRYKER CORP COM 863667101 1352 9740 SH DFND 4 9740 0 0 STRYKER CORP COM 863667101 22422 161568 SH DFND 17 131891 0 29677 STRYKER CORP COM 863667101 775 5584 SH DFND 20 5584 0 0 STRYKER CORP COM 863667101 65051 468132 SH DFND 21 337892 0 130240 STRYKER CORP COM 863667101 202 1456 SH DFND 25 1456 0 0 STRYKER CORP CALL 863667901 3830 27600 SH Call DFND 4 27600 0 0 STRYKER CORP PUT 863667951 48545 349800 SH Put DFND 4 349800 0 0 SUMMIT HOTEL PPTYS COM 866082100 705 37819 SH DFND 17 37819 0 0 SUMMIT HOTEL PPTYS COM 866082100 285 15295 SH DFND 20 15295 0 0 SUMMIT HOTEL PPTYS COM 866082100 5897 316209 SH DFND 21 220942 0 95267 SUN CMNTYS INC COM 866674104 26367 300686 SH DFND 4 300686 0 0 SUN LIFE FINL INC COM 866796105 1535 43013 SH DFND 17 7884 0 35129 SUN LIFE FINL INC COM 866796105 566 15849 SH DFND 20 15849 0 0 SUN LIFE FINL INC COM 866796105 5090 143023 SH DFND 21 84562 0 58461 SUNCOR ENERGY INC NEW COM 867224107 6244 214000 SH DFND 4 214000 0 0 SUNCOR ENERGY INC NEW COM 867224107 14754 505717 SH DFND 17 505717 0 0 SUNCOR ENERGY INC NEW COM 867224107 16207 548259 SH DFND 21 317023 0 231236 SUNCOR ENERGY INC NEW COM 867224107 1717 58300 SH DFND 24 58300 0 0 SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 15364 875457 SH DFND 3 875457 0 0 SUNPOWER CORP COM 867652406 1 100 SH DFND 17 100 0 0 SUNPOWER CORP COM 867652406 185 19765 SH DFND 21 5408 0 14357 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11749 14825000 PRN DFND 17 14825000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 19478 22260000 PRN DFND 17 22260000 0 0 SUNTRUST BKS INC COM 867914103 7797 137465 SH DFND 3 137465 0 0 SUNTRUST BKS INC COM 867914103 2101 37033 SH DFND 4 37033 0 0 SUNTRUST BKS INC COM 867914103 17333 305471 SH DFND 17 299879 0 5592 SUNTRUST BKS INC COM 867914103 596 10504 SH DFND 20 10504 0 0 SUNTRUST BKS INC COM 867914103 62216 1095341 SH DFND 21 852132 0 243209 SUNTRUST BKS INC COM 867914103 82 1449 SH DFND 25 1449 0 0 SUNTRUST BKS INC CALL 867914903 2637 46500 SH Call DFND 4 46500 0 0 SUNTRUST BKS INC PUT 867914953 20986 370000 SH Put DFND 4 370000 0 0 SUPERIOR INDS INTL INC COM 868168105 1040 50613 SH DFND 17 50613 0 0 SUPERIOR INDS INTL INC COM 868168105 86 4178 SH DFND 20 4178 0 0 SUPERIOR INDS INTL INC COM 868168105 5301 259235 SH DFND 21 182377 0 76858 SUPERNUS PHARMACEUTICALS INC COM 868459108 11640 270080 SH DFND 17 226170 0 43910 SUPERNUS PHARMACEUTICALS INC COM 868459108 2642 61662 SH DFND 21 8668 0 52994 SUPERVALU INC COM 868536103 15430 4690000 SH DFND 4 4690000 0 0 SUPREME INDS INC CL A 868607102 279 16946 SH DFND 17 16946 0 0 SURMODICS INC COM 868873100 2954 104942 SH DFND 17 101042 0 3900 SYKES ENTERPRISES INC COM 871237103 666 19873 SH DFND 17 19873 0 0 SYKES ENTERPRISES INC COM 871237103 207 6183 SH DFND 20 6183 0 0 SYKES ENTERPRISES INC COM 871237103 13383 399760 SH DFND 21 277698 0 122062 SYMANTEC CORP COM 871503108 5740 203200 SH DFND 3 203200 0 0 SYMANTEC CORP COM 871503108 838 29662 SH DFND 4 29662 0 0 SYMANTEC CORP COM 871503108 46787 1657175 SH DFND 17 1254342 0 402833 SYMANTEC CORP COM 871503108 21735 771426 SH DFND 21 555772 0 215654 SYMANTEC CORP CALL 871503908 494 17500 SH Call DFND 4 17500 0 0 SYMANTEC CORP PUT 871503958 3130 110800 SH Put DFND 4 110800 0 0 SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 11149 11885000 PRN DFND 17 11885000 0 0 SYNAPTICS INC COM 87157D109 594 11529 SH DFND 21 11529 0 0 SYNOPSYS INC COM 871607107 348 4778 SH DFND 17 2063 0 2715 SYNOPSYS INC COM 871607107 9187 125967 SH DFND 21 42623 0 83344 SYNOVUS FINL CORP COM NEW 87161C501 117 2645 SH DFND 20 2645 0 0 SYNOVUS FINL CORP COM NEW 87161C501 340 7696 SH DFND 21 7696 0 0 SYNNEX CORP COM 87162W100 38708 322674 SH DFND 3 322674 0 0 SYNNEX CORP COM 87162W100 377 3140 SH DFND 17 3140 0 0 SYNNEX CORP COM 87162W100 9653 80450 SH DFND 21 36309 0 44141 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2496 560823 SH DFND 17 543457 0 17366 SYNCHRONY FINL COM 87165B103 9123 305922 SH DFND 4 305922 0 0 SYNCHRONY FINL COM 87165B103 9919 332636 SH DFND 17 269876 0 62760 SYNCHRONY FINL COM 87165B103 1721 58240 SH DFND 21 58240 0 0 SYNCHRONY FINL CALL 87165B903 1121 37600 SH Call DFND 4 37600 0 0 SYNCHRONY FINL PUT 87165B953 18521 621100 SH Put DFND 4 621100 0 0 SYSCO CORP COM 871829107 9962 197943 SH DFND 4 197943 0 0 SYSCO CORP COM 871829107 23171 460373 SH DFND 17 271421 0 188952 SYSCO CORP COM 871829107 749 14874 SH DFND 20 14874 0 0 SYSCO CORP COM 871829107 42874 855759 SH DFND 21 726129 0 129630 SYSCO CORP CALL 871829907 4303 85500 SH Call DFND 4 85500 0 0 SYSCO CORP PUT 871829957 37254 740200 SH Put DFND 4 740200 0 0 TCF FINL CORP COM 872275102 31359 1967300 SH DFND 3 1967300 0 0 TCF FINL CORP COM 872275102 103 6491 SH DFND 20 6491 0 0 TCF FINL CORP COM 872275102 1347 84592 SH DFND 21 66148 0 18444 TC PIPELINES LP UT COM LTD PRT 87233Q108 36304 660072 SH DFND 3 660072 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 14698 341900 SH DFND 17 337005 0 4895 TJX COS INC NEW COM 872540109 9105 126156 SH DFND 4 126156 0 0 TJX COS INC NEW COM 872540109 37586 520799 SH DFND 17 380507 0 140292 TJX COS INC NEW COM 872540109 15080 209598 SH DFND 21 199222 0 10376 TJX COS INC NEW CALL 872540909 6286 87100 SH Call DFND 4 87100 0 0 TJX COS INC NEW PUT 872540959 44478 616300 SH Put DFND 4 616300 0 0 T MOBILE US INC COM 872590104 8613 142084 SH DFND 17 44956 0 97128 T MOBILE US INC COM 872590104 18338 303481 SH DFND 21 296844 0 6637 T MOBILE US INC CONV PFD SER A 872590203 92731 940095 SH DFND 17 884205 0 55890 TTM TECHNOLOGIES INC COM 87305R109 450 25930 SH DFND 17 25930 0 0 TABLEAU SOFTWARE INC CL A 87336U105 16754 273445 SH DFND 17 186025 0 87420 TABLEAU SOFTWARE INC CL A 87336U105 71 1160 SH DFND 21 1160 0 0 TACTILE SYS TECHNOLOGY INC COM 87357P100 4812 168374 SH DFND 17 164136 0 4238 TAHOE RES INC COM 873868103 568 65949 SH DFND 17 39732 0 26217 TAHOE RES INC COM 873868103 18247 2130710 SH DFND 21 1826469 0 304241 TAHOE RES INC COM 873868103 32 3722 SH DFND 25 3722 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 44840 1282605 SH DFND 3 1282605 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11857 340610 SH DFND 17 340610 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 50632 1448280 SH DFND 20 1448280 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 30077 860595 SH DFND 21 803822 0 56773 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 37266 507844 SH DFND 17 370483 0 137361 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 142 1934 SH DFND 21 1934 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 15035 4500000 PRN DFND 17 3455000 0 1045000 TAL ED GROUP ADS REPSTG COM 874080104 2281 18653 SH DFND 21 18653 0 0 TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 1138 22711 SH DFND 4 22711 0 0 TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 100 1995 SH DFND 17 1995 0 0 TARENA INTL INC ADR 876108101 891 49745 SH DFND 21 49745 0 0 TARGET CORP COM 87612E106 38245 731406 SH DFND 4 731406 0 0 TARGET CORP COM 87612E106 92107 1761463 SH DFND 17 1755457 0 6006 TARGET CORP COM 87612E106 32182 615203 SH DFND 21 526012 0 89191 TARGET CORP COM 87612E106 170 3252 SH DFND 25 3252 0 0 TARGET CORP CALL 87612E906 4324 82700 SH Call DFND 4 82700 0 0 TARGET CORP PUT 87612E956 29429 562800 SH Put DFND 4 562800 0 0 TARGA RES CORP COM 87612G101 3865 85516 SH DFND 4 85516 0 0 TATA MTRS LTD SPONSORED ADR 876568502 2085 63153 SH DFND 17 63153 0 0 TATA MTRS LTD SPONSORED ADR 876568502 8635 260615 SH DFND 21 235978 0 24637 TAYLOR MORRISON HOME CORP CL A 87724P106 2458 102390 SH DFND 17 71400 0 30990 TAYLOR MORRISON HOME CORP CL A 87724P106 2390 99543 SH DFND 21 0 0 99543 TECH DATA CORP COM 878237106 5149 50976 SH DFND 17 34278 0 16698 TECH DATA CORP COM 878237106 6864 67830 SH DFND 21 62108 0 5722 TECK RESOURCES LTD CL B 878742204 5088 293929 SH DFND 17 106528 0 187401 TECK RESOURCES LTD CL B 878742204 13340 771249 SH DFND 21 742410 0 28839 TECK RESOURCES LTD CL B 878742204 415 24000 SH DFND 24 24000 0 0 TEGNA INC COM 87901J105 1280 90744 SH DFND 21 68489 0 22255 TELADOC INC COM 87918A105 982 28306 SH DFND 17 28306 0 0 TELEFLEX INC COM 879369106 9822 47278 SH DFND 17 30514 0 16764 TELEFLEX INC COM 879369106 479 2306 SH DFND 20 2306 0 0 TELEFLEX INC COM 879369106 32141 155483 SH DFND 21 88050 0 67433 TELEFLEX INC COM 879369106 83 398 SH DFND 25 398 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 4667 167704 SH DFND 21 151490 0 16214 TELENAV INC COM 879455103 2775 342638 SH DFND 17 330083 0 12555 TELIGENT INC NEW COM 87960W104 4168 455551 SH DFND 17 439090 0 16461 TELUS CORP COM 87971M103 11 331 SH DFND 17 331 0 0 TELUS CORP COM 87971M103 437 12683 SH DFND 20 12683 0 0 TELUS CORP COM 87971M103 1450 42075 SH DFND 21 42075 0 0 TEMPUR SEALY INTL INC COM 88023U101 2726 51404 SH DFND 21 51404 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 995 51435 SH DFND 17 51435 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 3910 212106 SH DFND 21 193867 0 18239 TENNECO INC COM 880349105 33964 587300 SH DFND 3 587300 0 0 TENNECO INC COM 880349105 78 1346 SH DFND 17 0 0 1346 TENNECO INC COM 880349105 4911 87027 SH DFND 21 42552 0 44475 TENNECO INC COM 880349105 8679 152000 SH DFND 24 152000 0 0 TERADYNE INC COM 880770102 39242 1306770 SH DFND 17 1079920 0 226850 TERADYNE INC COM 880770102 1974 59257 SH DFND 21 59257 0 0 TERNIUM SA SPON ADR 880890108 51 1800 SH DFND 3 1800 0 0 TERNIUM SA SPON ADR 880890108 2800 99686 SH DFND 17 0 0 99686 TERNIUM SA SPON ADR 880890108 755 28076 SH DFND 21 0 0 28076 TERRAFORM GLOBAL INC CL A 88104M101 3030 600000 SH DFND 21 600000 0 0 TESARO INC COM 881569107 6895 49065 SH DFND 17 40090 0 8975 TESARO INC COM 881569107 3045 21600 SH DFND 24 21600 0 0 TESARO INC NOTE 3.000%10/0 881569AA5 20442 4680000 PRN DFND 17 3745000 0 935000 TESORO CORP COM 881609101 4943 52809 SH DFND 17 19452 0 33357 TESORO CORP COM 881609101 405 4325 SH DFND 20 4325 0 0 TESORO CORP COM 881609101 29407 314660 SH DFND 21 275914 0 38746 TESORO CORP COM 881609101 24 260 SH DFND 25 260 0 0 TESLA INC COM 88160R101 212202 586833 SH DFND 17 545853 0 40980 TESLA INC COM 88160R101 2108 5830 SH DFND 21 2011 0 3819 TESLA INC NOTE 0.250% 3/0 88160RAB7 97413 85400000 PRN DFND 17 78820000 0 6580000 TESLA INC NOTE 1.250% 3/0 88160RAC5 34725 30000000 PRN DFND 4 30000000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 86394 74395000 PRN DFND 17 74395000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 54573 43325000 PRN DFND 17 42025000 0 1300000 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 9513 286361 SH DFND 17 44996 0 241365 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 6096 186205 SH DFND 21 168253 0 17952 TETRA TECH INC NEW COM 88162G103 17006 371720 SH DFND 17 356270 0 15450 TETRA TECH INC NEW COM 88162G103 271 5925 SH DFND 20 5925 0 0 TETRA TECH INC NEW COM 88162G103 2382 52109 SH DFND 21 49158 0 2951 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 44695 41480000 PRN DFND 17 41480000 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 9518 122971 SH DFND 17 102035 0 20936 TEXAS INSTRS INC COM 882508104 11576 150472 SH DFND 4 150472 0 0 TEXAS INSTRS INC COM 882508104 146830 1908614 SH DFND 17 1908614 0 0 TEXAS INSTRS INC COM 882508104 84771 1102137 SH DFND 21 871764 0 230373 TEXAS INSTRS INC CALL 882508904 9093 118200 SH Call DFND 4 118200 0 0 TEXAS INSTRS INC PUT 882508954 69375 901800 SH Put DFND 4 901800 0 0 TEXAS ROADHOUSE INC COM 882681109 15260 299506 SH DFND 17 249230 0 50276 TG THERAPEUTICS INC COM 88322Q108 1255 124848 SH DFND 17 120827 0 4021 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 2067 2260000 PRN DFND 17 2260000 0 0 THE TRADE DESK INC COM CL A 88339J105 74070 1478153 SH DFND 17 1416213 0 61940 THERMO FISHER SCIENTIFIC INC COM 883556102 18616 106700 SH DFND 17 91964 0 14736 THERMO FISHER SCIENTIFIC INC COM 883556102 1377 7895 SH DFND 20 7895 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 197693 1135893 SH DFND 21 839800 0 296093 THERMO FISHER SCIENTIFIC INC COM 883556102 835 4800 SH DFND 24 4800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 287 1646 SH DFND 25 1646 0 0 THERMO FISHER SCIENTIFIC INC CALL 883556902 12422 71200 SH Call DFND 4 71200 0 0 THERMO FISHER SCIENTIFIC INC PUT 883556952 85263 488700 SH Put DFND 4 488700 0 0 THOR INDS INC COM 885160101 48665 465600 SH DFND 3 465600 0 0 THOR INDS INC COM 885160101 15896 152081 SH DFND 17 127613 0 24468 THOR INDS INC COM 885160101 421 4032 SH DFND 20 4032 0 0 THOR INDS INC COM 885160101 43654 415175 SH DFND 21 344023 0 71152 3M CO COM 88579Y101 140118 673029 SH DFND 17 673029 0 0 3M CO COM 88579Y101 24731 118892 SH DFND 21 101624 0 17268 3M CO COM 88579Y101 186 894 SH DFND 24 894 0 0 3M CO CALL 88579Y901 25441 122200 SH Call DFND 4 122200 0 0 3M CO PUT 88579Y951 173776 834700 SH Put DFND 4 834700 0 0 TIFFANY & CO NEW COM 886547108 41 441 SH DFND 17 441 0 0 TIFFANY & CO NEW COM 886547108 833 9000 SH DFND 21 9000 0 0 TIME WARNER INC COM NEW 887317303 3785 37700 SH DFND 3 37700 0 0 TIME WARNER INC COM NEW 887317303 6204 61783 SH DFND 4 61783 0 0 TIME WARNER INC COM NEW 887317303 64273 640279 SH DFND 17 553017 0 87262 TIME WARNER INC COM NEW 887317303 1195 11901 SH DFND 20 11901 0 0 TIME WARNER INC COM NEW 887317303 52595 524343 SH DFND 21 462437 0 61906 TIME WARNER INC CALL 887317903 4097 40800 SH Call DFND 4 40800 0 0 TIME WARNER INC PUT 887317953 98040 976400 SH Put DFND 4 976400 0 0 TIMKEN CO COM 887389104 9299 204746 SH DFND 21 188995 0 15751 TITAN INTL INC ILL COM 88830M102 23309 1940812 SH DFND 17 1751717 0 189095 TITAN INTL INC ILL COM 88830M102 352 27911 SH DFND 21 27911 0 0 TITAN INTL INC ILL COM 88830M102 7165 596052 SH DFND 24 596052 0 0 TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 14240 14575000 PRN DFND 17 14575000 0 0 TIVO CORP COM 88870P106 393 21051 SH DFND 17 21051 0 0 TIVO CORP COM 88870P106 188 10096 SH DFND 20 10096 0 0 TIVO CORP COM 88870P106 2322 124026 SH DFND 21 115366 0 8660 TIVITY HEALTH INC COM 88870R102 343 8617 SH DFND 17 8617 0 0 TOPBUILD CORP COM 89055F103 3469 65752 SH DFND 21 65752 0 0 TORCHMARK CORP COM 891027104 35 452 SH DFND 17 452 0 0 TORCHMARK CORP COM 891027104 1132 14825 SH DFND 21 11760 0 3065 TORO CO COM 891092108 201 2895 SH DFND 17 0 0 2895 TORO CO COM 891092108 1540 22307 SH DFND 21 0 0 22307 TORONTO DOMINION BK ONT COM NEW 891160509 64932 1294372 SH DFND 3 1294372 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 39121 778407 SH DFND 17 375497 0 402910 TORONTO DOMINION BK ONT COM NEW 891160509 1590 31690 SH DFND 20 31690 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 102555 2037128 SH DFND 21 1321942 0 715186 TORONTO DOMINION BK ONT COM NEW 891160509 326 6501 SH DFND 25 6501 0 0 TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 5764 5800000 PRN DFND 4 5800000 0 0 TOTAL S A SPONSORED ADR 89151E109 7111 143400 SH DFND 3 143400 0 0 TOTAL S A SPONSORED ADR 89151E109 2646 53070 SH DFND 17 53070 0 0 TOWER INTL INC COM 891826109 1789 79690 SH DFND 17 79690 0 0 TOWER INTL INC COM 891826109 1239 55243 SH DFND 21 50478 0 4765 TOTAL SYS SVCS INC COM 891906109 14040 241023 SH DFND 17 153271 0 87752 TOTAL SYS SVCS INC COM 891906109 24499 421727 SH DFND 21 358974 0 62753 TOTAL SYS SVCS INC COM 891906109 176 3023 SH DFND 25 3023 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 731 23719 SH DFND 17 3012 0 20707 TRANSCANADA CORP COM 89353D107 18565 390000 SH DFND 4 390000 0 0 TRANSCANADA CORP COM 89353D107 1663 34935 SH DFND 17 34935 0 0 TRANSCANADA CORP COM 89353D107 10681 220723 SH DFND 21 166076 0 54647 TRANSUNION COM 89400J107 23699 547191 SH DFND 17 319138 0 228053 TRANSUNION COM 89400J107 203 4694 SH DFND 21 4694 0 0 TRAVELERS COMPANIES INC COM 89417E109 74122 585805 SH DFND 3 585805 0 0 TRAVELERS COMPANIES INC COM 89417E109 2498 19746 SH DFND 4 19746 0 0 TRAVELERS COMPANIES INC COM 89417E109 29052 229750 SH DFND 17 142804 0 86946 TRAVELERS COMPANIES INC COM 89417E109 68798 544088 SH DFND 21 453200 0 90888 TRAVELERS COMPANIES INC COM 89417E109 87 686 SH DFND 24 686 0 0 TRAVELERS COMPANIES INC COM 89417E109 339 2678 SH DFND 25 2678 0 0 TRAVELERS COMPANIES INC CALL 89417E909 3467 27400 SH Call DFND 4 27400 0 0 TRAVELERS COMPANIES INC PUT 89417E959 44943 355200 SH Put DFND 4 355200 0 0 TREX CO INC COM 89531P105 3257 48138 SH DFND 17 0 0 48138 TRI CONTL CORP COM 895436103 323 13250 SH DFND 17 13250 0 0 TRIBUNE MEDIA CO CL A 896047503 243 5969 SH DFND 4 5969 0 0 TRIBUNE MEDIA CO CL A 896047503 18347 450002 SH DFND 21 450002 0 0 TRIMBLE INC COM 896239100 46 1285 SH DFND 17 0 0 1285 TRIMBLE INC COM 896239100 644 18068 SH DFND 21 5298 0 12770 TRIMBLE INC COM 896239100 11763 329300 SH DFND 24 329300 0 0 TRINITY INDS INC COM 896522109 1376 49085 SH DFND 17 36159 0 12926 TRINITY INDS INC COM 896522109 16286 578314 SH DFND 21 513265 0 65049 TRINITY INDS INC COM 896522109 94 3364 SH DFND 25 3364 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 25465 20155000 PRN DFND 17 20155000 0 0 TRIUMPH BANCORP INC COM 89679E300 898 36593 SH DFND 17 32852 0 3741 TRONC INC COM 89703P107 19 1492 SH DFND 4 1492 0 0 TRONC INC COM 89703P107 415 32418 SH DFND 21 32418 0 0 TRUECAR INC COM 89785L107 2058 103262 SH DFND 17 69832 0 33430 TUPPERWARE BRANDS CORP COM 899896104 183 2610 SH DFND 17 0 0 2610 TUPPERWARE BRANDS CORP COM 899896104 771 11100 SH DFND 24 11100 0 0 TURQUOISE HILL RES LTD COM 900435108 62 23798 SH DFND 21 23798 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 56 2008 SH DFND 17 2008 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 1137 40991 SH DFND 21 40991 0 0 TWILIO INC CL A 90138F102 29014 996690 SH DFND 17 996690 0 0 TWITTER INC COM 90184L102 107040 5989913 SH DFND 17 5835073 0 154840 TWITTER INC COM 90184L102 75 4203 SH DFND 21 4203 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 28451 30180000 PRN DFND 17 30180000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 46597 50870000 PRN DFND 17 50870000 0 0 TWO HBRS INVT CORP COM 90187B101 6765 682600 SH DFND 3 682600 0 0 TWO HBRS INVT CORP COM 90187B101 4443 448316 SH DFND 17 448316 0 0 TWO HBRS INVT CORP COM 90187B101 13164 1327401 SH DFND 21 495717 0 831684 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 47534 45000000 PRN DFND 17 45000000 0 0 2U INC COM 90214J101 793 16901 SH DFND 17 16901 0 0 TYLER TECHNOLOGIES INC COM 902252105 16733 95250 SH DFND 17 74402 0 20848 TYSON FOODS INC CL A 902494103 1707 27261 SH DFND 4 27261 0 0 TYSON FOODS INC CL A 902494103 27878 445124 SH DFND 17 308566 0 136558 TYSON FOODS INC CL A 902494103 823 13133 SH DFND 20 13133 0 0 TYSON FOODS INC CL A 902494103 88874 1432929 SH DFND 21 1085140 0 347789 TYSON FOODS INC CL A 902494103 6428 104400 SH DFND 24 104400 0 0 TYSON FOODS INC CL A 902494103 306 4883 SH DFND 25 4883 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 37484 553020 SH DFND 17 553020 0 0 TYSON FOODS INC CALL 902494903 1121 17900 SH Call DFND 4 17900 0 0 TYSON FOODS INC PUT 902494953 12683 202500 SH Put DFND 4 202500 0 0 UGI CORP NEW COM 902681105 541 11167 SH DFND 17 7597 0 3570 UGI CORP NEW COM 902681105 522 10780 SH DFND 21 10780 0 0 US BANCORP DEL COM NEW 902973304 74660 1437973 SH DFND 3 1437973 0 0 US BANCORP DEL COM NEW 902973304 22697 437155 SH DFND 4 437155 0 0 US BANCORP DEL COM NEW 902973304 41560 801485 SH DFND 17 785195 0 16290 US BANCORP DEL COM NEW 902973304 21249 410367 SH DFND 21 398144 0 12223 US BANCORP DEL CALL 902973904 9481 182600 SH Call DFND 4 182600 0 0 US BANCORP DEL PUT 902973954 64287 1238200 SH Put DFND 4 1238200 0 0 UMH PPTYS INC COM 903002103 763 44735 SH DFND 17 44735 0 0 USANA HEALTH SCIENCES INC COM 90328M107 673 10505 SH DFND 17 1180 0 9325 USA TECHNOLOGIES INC COM NO PAR 90328S500 3143 604494 SH DFND 17 578142 0 26352 U S G CORP COM NEW 903293405 1186 40870 SH DFND 4 33830 0 7040 U S CONCRETE INC COM NEW 90333L201 6009 76501 SH DFND 17 74041 0 2460 U S PHYSICAL THERAPY INC COM 90337L108 291 4797 SH DFND 21 4797 0 0 U S SILICA HLDGS INC COM 90346E103 10925 307828 SH DFND 17 307828 0 0 U S SILICA HLDGS INC COM 90346E103 3151 88797 SH DFND 20 88797 0 0 U S SILICA HLDGS INC COM 90346E103 158 4440 SH DFND 21 4440 0 0 U S SILICA HLDGS INC COM 90346E103 1244 34600 SH DFND 24 34600 0 0 UBIQUITI NETWORKS INC COM 90347A100 3324 63959 SH DFND 17 0 0 63959 ULTA BEAUTY INC COM 90384S303 18764 65304 SH DFND 17 32372 0 32932 ULTA BEAUTY INC COM 90384S303 30978 107810 SH DFND 21 107810 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 10083 48000 SH DFND 4 48000 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 13090 62317 SH DFND 17 49107 0 13210 ULTRA CLEAN HLDGS INC COM 90385V107 565 30142 SH DFND 17 17712 0 12430 ULTRA CLEAN HLDGS INC COM 90385V107 3780 202347 SH DFND 21 96208 0 106139 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 354 5701 SH DFND 17 5701 0 0 UMPQUA HLDGS CORP COM 904214103 34838 1897500 SH DFND 3 1897500 0 0 UMPQUA HLDGS CORP COM 904214103 1581 85126 SH DFND 21 71373 0 13753 UNION BANKSHARES CORP NEW COM 90539J109 413 12180 SH DFND 17 12180 0 0 UNION BANKSHARES CORP NEW COM 90539J109 139 4098 SH DFND 20 4098 0 0 UNION BANKSHARES CORP NEW COM 90539J109 1532 45147 SH DFND 21 40237 0 4910 UNION PAC CORP COM 907818108 3648 33500 SH DFND 3 33500 0 0 UNION PAC CORP COM 907818108 16407 150643 SH DFND 4 150643 0 0 UNION PAC CORP COM 907818108 212080 1947596 SH DFND 17 1947596 0 0 UNION PAC CORP COM 907818108 7236 66443 SH DFND 20 66443 0 0 UNION PAC CORP COM 907818108 144644 1332703 SH DFND 21 1199927 0 132776 UNION PAC CORP COM 907818108 1122 10400 SH DFND 24 10400 0 0 UNION PAC CORP CALL 907818908 14594 134000 SH Call DFND 4 134000 0 0 UNION PAC CORP PUT 907818958 84166 772800 SH Put DFND 4 772800 0 0 UNISYS CORP NOTE 5.500% 3/0 909214BS6 15306 10000000 PRN DFND 4 10000000 0 0 UNIT CORP COM 909218109 59 3154 SH DFND 20 3154 0 0 UNIT CORP COM 909218109 447 23908 SH DFND 21 23025 0 883 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 33001 1187100 SH DFND 3 1187100 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 20 725 SH DFND 17 725 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 98 3490 SH DFND 21 3490 0 0 UNITED CONTL HLDGS INC COM 910047109 13534 179848 SH DFND 4 179848 0 0 UNITED CONTL HLDGS INC COM 910047109 592 7863 SH DFND 17 7863 0 0 UNITED CONTL HLDGS INC COM 910047109 8152 110593 SH DFND 21 46116 0 64477 UNITED CONTL HLDGS INC CALL 910047909 3258 43300 SH Call DFND 4 43300 0 0 UNITED CONTL HLDGS INC PUT 910047959 31327 416300 SH Put DFND 4 416300 0 0 UNITED FIRE GROUP INC COM 910340108 179 4069 SH DFND 17 4069 0 0 UNITED FIRE GROUP INC COM 910340108 500 11345 SH DFND 21 11345 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 505 207468 SH DFND 21 188925 0 18543 UNITED PARCEL SERVICE INC CL B 911312106 10906 98618 SH DFND 4 98618 0 0 UNITED PARCEL SERVICE INC CL B 911312106 4361 39436 SH DFND 17 39436 0 0 UNITED PARCEL SERVICE INC CL B 911312106 17917 162588 SH DFND 21 162588 0 0 UNITED PARCEL SERVICE INC CALL 911312906 11767 106400 SH Call DFND 4 106400 0 0 UNITED PARCEL SERVICE INC PUT 911312956 75610 683700 SH Put DFND 4 683700 0 0 UNITED RENTALS INC COM 911363109 731 6483 SH DFND 17 6483 0 0 UNITED RENTALS INC COM 911363109 3191 29014 SH DFND 21 29014 0 0 UNITED STATES STL CORP NEW COM 912909108 7749 350000 SH DFND 4 350000 0 0 UNITED STATES STL CORP NEW COM 912909108 15208 686919 SH DFND 17 627336 0 59583 UNITED STATES STL CORP NEW COM 912909108 70 3151 SH DFND 21 3151 0 0 UNITED STATES STL CORP NEW COM 912909108 699 31000 SH DFND 24 31000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 66975 548483 SH DFND 3 548483 0 0 UNITED TECHNOLOGIES CORP COM 913017109 103560 848672 SH DFND 17 848672 0 0 UNITED TECHNOLOGIES CORP COM 913017109 7579 62067 SH DFND 20 62067 0 0 UNITED TECHNOLOGIES CORP COM 913017109 29631 242753 SH DFND 21 225912 0 16841 UNITED TECHNOLOGIES CORP COM 913017109 86 707 SH DFND 24 707 0 0 UNITED TECHNOLOGIES CORP CALL 913017909 13542 110900 SH Call DFND 4 110900 0 0 UNITED TECHNOLOGIES CORP PUT 913017959 110400 904100 SH Put DFND 4 904100 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 3301 25296 SH DFND 17 25296 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 97 748 SH DFND 20 748 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 7337 56077 SH DFND 21 52166 0 3911 UNITED THERAPEUTICS CORP DEL COM 91307C102 696 5300 SH DFND 24 5300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 435161 2346946 SH DFND 17 2026673 0 320273 UNITEDHEALTH GROUP INC COM 91324P102 28654 154534 SH DFND 20 154534 0 0 UNITEDHEALTH GROUP INC COM 91324P102 461228 2487364 SH DFND 21 2037985 0 449379 UNITEDHEALTH GROUP INC COM 91324P102 946 5104 SH DFND 24 5104 0 0 UNITEDHEALTH GROUP INC COM 91324P102 446 2405 SH DFND 25 2405 0 0 UNITEDHEALTH GROUP INC CALL 91324P902 36324 195900 SH Call DFND 4 195900 0 0 UNITEDHEALTH GROUP INC PUT 91324P952 204796 1104500 SH Put DFND 4 1104500 0 0 UNITI GROUP INC COM 91325V108 375 14900 SH DFND 17 14900 0 0 UNIVAR INC COM 91336L107 13594 465546 SH DFND 17 361805 0 103741 UNIVERSAL CORP VA COM 913456109 24706 381849 SH DFND 3 381849 0 0 UNIVERSAL CORP VA COM 913456109 108 1675 SH DFND 17 1675 0 0 UNIVERSAL CORP VA COM 913456109 425 6564 SH DFND 21 869 0 5695 UNIVERSAL DISPLAY CORP COM 91347P105 291 2631 SH DFND 21 2631 0 0 UNIVERSAL FST PRODS INC COM 913543104 2094 23988 SH DFND 17 22316 0 1672 UNIVERSAL FST PRODS INC COM 913543104 13250 152036 SH DFND 21 91059 0 60977 UNIVERSAL INS HLDGS INC COM 91359V107 6936 275228 SH DFND 17 131723 0 143505 UNIVERSAL INS HLDGS INC COM 91359V107 15783 619389 SH DFND 21 617355 0 2034 UNIVERSAL HLTH SVCS INC CL B 913903100 8057 66000 SH DFND 3 66000 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 8673 71042 SH DFND 17 61001 0 10041 UNIVERSAL HLTH SVCS INC CL B 913903100 172 1409 SH DFND 20 1409 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 8329 69460 SH DFND 21 60681 0 8779 UNUM GROUP COM 91529Y106 7843 168200 SH DFND 3 168200 0 0 UNUM GROUP COM 91529Y106 6711 143912 SH DFND 17 143912 0 0 UNUM GROUP COM 91529Y106 832 17853 SH DFND 20 17853 0 0 UNUM GROUP COM 91529Y106 16794 357537 SH DFND 21 261778 0 95759 UPLAND SOFTWARE INC COM 91544A109 2555 116184 SH DFND 17 112509 0 3675 VCA INC COM 918194101 14013 151801 SH DFND 4 151801 0 0 VCA INC COM 918194101 428 4639 SH DFND 17 4639 0 0 VCA INC COM 918194101 45142 488999 SH DFND 21 486463 0 2536 V F CORP COM 918204108 79 1373 SH DFND 17 1373 0 0 V F CORP COM 918204108 658 11432 SH DFND 21 11432 0 0 VEON LTD SPONSORED ADR 91822M106 253 64790 SH DFND 17 64790 0 0 VWR CORP COM 91843L103 26977 817248 SH DFND 21 817248 0 0 VAIL RESORTS INC COM 91879Q109 14053 69284 SH DFND 17 68321 0 963 VAIL RESORTS INC COM 91879Q109 377 1858 SH DFND 20 1858 0 0 VAIL RESORTS INC COM 91879Q109 44775 221969 SH DFND 21 138460 0 83509 VALE S A ADR 91912E105 6339 724500 SH DFND 17 724500 0 0 VALE S A ADR 91912E105 25331 2895020 SH DFND 21 2895020 0 0 VALE S A ADR 91912E105 612 70000 SH DFND 24 70000 0 0 VALE S A ADR REPSTG PFD 91912E204 1206 147982 SH DFND 21 147982 0 0 VALERO ENERGY CORP NEW COM 91913Y100 7146 105930 SH DFND 3 105930 0 0 VALERO ENERGY CORP NEW COM 91913Y100 4927 73039 SH DFND 4 73039 0 0 VALERO ENERGY CORP NEW COM 91913Y100 94058 1394297 SH DFND 17 1239320 0 154977 VALERO ENERGY CORP NEW COM 91913Y100 1011 14992 SH DFND 20 14992 0 0 VALERO ENERGY CORP NEW COM 91913Y100 82061 1219782 SH DFND 21 932144 0 287638 VALERO ENERGY CORP NEW COM 91913Y100 872 13000 SH DFND 24 13000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 296 4381 SH DFND 25 4381 0 0 VALERO ENERGY CORP NEW CALL 91913Y900 2590 38400 SH Call DFND 4 38400 0 0 VALERO ENERGY CORP NEW PUT 91913Y950 34108 505600 SH Put DFND 4 505600 0 0 VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 16425 359872 SH DFND 3 359872 0 0 VALLEY NATL BANCORP COM 919794107 144 12179 SH DFND 20 12179 0 0 VALLEY NATL BANCORP COM 919794107 418 35433 SH DFND 21 35433 0 0 VALVOLINE INC COM 92047W101 6146 259095 SH DFND 17 259095 0 0 VANDA PHARMACEUTICALS INC COM 921659108 2199 134937 SH DFND 17 131194 0 3743 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 4337 196420 SH DFND 17 196420 0 0 VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3300 134652 SH DFND 25 134652 0 0 VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 4878 260000 SH DFND 17 260000 0 0 VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 7329 388253 SH DFND 24 43000 0 345253 VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1106 28000 SH DFND 24 28000 0 0 VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 7080 88391 SH DFND 17 88391 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 4476 41394 SH DFND 17 41394 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 2425 36000 SH DFND 24 36000 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 53673 794804 SH DFND 25 794804 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1241 24859 SH DFND 17 24859 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 86029 2107007 SH DFND 17 2107007 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 782 19300 SH DFND 24 9500 0 9800 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 50833 1245000 SH DFND 25 1245000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 61 SH DFND 17 61 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 12493 226864 SH DFND 24 77500 0 149364 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 2272 15400 SH DFND 24 15400 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 6484 81005 SH DFND 25 81005 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 16801 319053 SH DFND 17 319053 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 767 8580 SH DFND 3570 0 5010 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 2333 25000 SH DFND 17 25000 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 467 5000 SH DFND 24 5000 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 35788 408871 SH DFND 17 408871 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 25814 294921 SH DFND 25 294921 0 0 VANTIV INC CL A 92210H105 31516 497570 SH DFND 17 298200 0 199370 VANTIV INC CL A 92210H105 251 3976 SH DFND 21 3976 0 0 VARONIS SYS INC COM 922280102 1882 50581 SH DFND 17 0 0 50581 VECTOR GROUP LTD FRNT 1/1 92240MAY4 18951 12900000 PRN DFND 17 12900000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13504 11700000 PRN DFND 17 11700000 0 0 VEECO INSTRS INC DEL COM 922417100 370 13289 SH DFND 21 3925 0 9364 VEECO INSTRS INC DEL COM 922417100 5545 199462 SH DFND 24 199462 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 31604 30810000 PRN DFND 17 27370000 0 3440000 VEEVA SYS INC CL A COM 922475108 13414 218786 SH DFND 17 95840 0 122946 VEEVA SYS INC CL A COM 922475108 1083 17656 SH DFND 21 17656 0 0 VENTAS INC COM 92276F100 6017 86600 SH DFND 3 86600 0 0 VENTAS INC COM 92276F100 855 12307 SH DFND 4 12307 0 0 VENTAS INC COM 92276F100 111 1600 SH DFND 17 1600 0 0 VENTAS INC CALL 92276F900 2682 38600 SH Call DFND 4 38600 0 0 VENTAS INC PUT 92276F950 43988 633100 SH Put DFND 4 633100 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 63 284 SH DFND 17 284 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 11651 52555 SH DFND 24 14296 0 38259 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 16277 73300 SH DFND 25 73300 0 0 VANGUARD INDEX FDS REIT ETF 922908553 41278 495950 SH DFND 4 495950 0 0 VANGUARD INDEX FDS REIT ETF 922908553 3899 46852 SH DFND 17 46852 0 0 VANGUARD INDEX FDS REIT ETF 922908553 22056 265000 SH DFND 25 265000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 779 8071 SH DFND 17 8071 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 33942 250419 SH DFND 25 250419 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 261 2100 SH DFND 24 0 0 2100 VERISIGN INC COM 92343E102 34 367 SH DFND 17 367 0 0 VERISIGN INC COM 92343E102 766 8235 SH DFND 21 0 0 8235 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 143472 52335000 PRN DFND 17 48905000 0 3430000 VERIZON COMMUNICATIONS INC COM 92343V104 63586 1423782 SH DFND 3 1423782 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 78576 1759437 SH DFND 4 1757017 0 2420 VERIZON COMMUNICATIONS INC COM 92343V104 92017 2061997 SH DFND 17 2034403 0 27594 VERIZON COMMUNICATIONS INC COM 92343V104 2718 60856 SH DFND 20 60856 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 180352 4051370 SH DFND 21 2730684 0 1320686 VERIZON COMMUNICATIONS INC COM 92343V104 517 11581 SH DFND 25 11581 0 0 VERIZON COMMUNICATIONS INC CALL 92343V904 20142 451000 SH Call DFND 4 451000 0 0 VERIZON COMMUNICATIONS INC PUT 92343V954 152094 3405600 SH Put DFND 4 3405600 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 50147 50975000 PRN DFND 17 50975000 0 0 VERITEX HLDGS INC COM 923451108 990 37609 SH DFND 17 33759 0 3850 VERITIV CORP COM 923454102 1 28 SH DFND 17 0 0 28 VERITIV CORP COM 923454102 1925 42683 SH DFND 21 42683 0 0 VERISK ANALYTICS INC COM 92345Y106 24928 295464 SH DFND 17 295464 0 0 VERSARTIS INC COM 92529L102 1457 83482 SH DFND 17 80934 0 2548 VERTEX PHARMACEUTICALS INC COM 92532F100 21545 168524 SH DFND 17 140449 0 28075 VERTEX PHARMACEUTICALS INC COM 92532F100 152 1195 SH DFND 21 1195 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 9726 76440 SH DFND 24 76440 0 0 VERTEX PHARMACEUTICALS INC CALL 92532F900 4150 32200 SH Call DFND 4 32200 0 0 VERTEX PHARMACEUTICALS INC PUT 92532F950 32888 255200 SH Put DFND 4 255200 0 0 VERSUM MATLS INC COM 92532W103 35500 1092322 SH DFND 3 1092322 0 0 VERSUM MATLS INC COM 92532W103 1185 36483 SH DFND 17 36483 0 0 VIAD CORP COM NEW 92552R406 711 15048 SH DFND 17 15048 0 0 VIAD CORP COM NEW 92552R406 185 3920 SH DFND 20 3920 0 0 VIAD CORP COM NEW 92552R406 7742 163359 SH DFND 21 85589 0 77770 VIACOM INC NEW CL B 92553P201 48 1430 SH DFND 17 1430 0 0 VIACOM INC NEW CL B 92553P201 1005 29475 SH DFND 21 29475 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 136 12890 SH DFND 17 100 0 12790 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 5516 522842 SH DFND 20 442552 0 80290 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 344 29800 SH DFND 24 29800 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 64112 64555000 PRN DFND 17 64555000 0 0 VISA INC COM CL A 92826C839 350676 3738683 SH DFND 17 3405522 0 333161 VISA INC COM CL A 92826C839 19966 212900 SH DFND 20 212900 0 0 VISA INC COM CL A 92826C839 226938 2413243 SH DFND 21 1981490 0 431753 VISA INC COM CL A 92826C839 1063 11258 SH DFND 24 11258 0 0 VISA INC CALL 92826C909 37981 405000 SH Call DFND 4 405000 0 0 VISA INC PUT 92826C959 182140 1942200 SH Put DFND 4 1942200 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 28695 1728600 SH DFND 3 1728600 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 521 31374 SH DFND 17 31374 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 10335 620958 SH DFND 21 608887 0 12071 VISTEON CORP COM NEW 92839U206 704 6943 SH DFND 21 6943 0 0 VMWARE INC CL A COM 928563402 174 1995 SH DFND 17 0 0 1995 VMWARE INC CL A COM 928563402 919 10524 SH DFND 21 0 0 10524 VOCERA COMMUNICATIONS INC COM 92857F107 9168 347025 SH DFND 17 313805 0 33220 VORNADO RLTY TR SH BEN INT 929042109 18840 200641 SH DFND 4 200641 0 0 VORNADO RLTY TR SH BEN INT 929042109 73 782 SH DFND 17 782 0 0 VORNADO RLTY TR CALL 929042909 1089 11600 SH Call DFND 4 11600 0 0 VORNADO RLTY TR PUT 929042959 8216 87500 SH Put DFND 4 87500 0 0 VOYA FINL INC COM 929089100 19298 523118 SH DFND 17 150902 0 372216 VOYA FINL INC COM 929089100 17252 462482 SH DFND 21 436455 0 26027 VOYA FINL INC COM 929089100 43 1155 SH DFND 25 1155 0 0 VULCAN MATLS CO COM 929160109 115911 914837 SH DFND 17 823661 0 91176 VULCAN MATLS CO COM 929160109 12488 98496 SH DFND 21 96948 0 1548 VULCAN MATLS CO COM 929160109 1092 8600 SH DFND 24 8600 0 0 W & T OFFSHORE INC COM 92922P106 342 174360 SH DFND 17 0 0 174360 WD-40 CO COM 929236107 249 2255 SH DFND 17 2255 0 0 WGL HLDGS INC COM 92924F106 16030 192133 SH DFND 21 192133 0 0 WSFS FINL CORP COM 929328102 3237 71385 SH DFND 17 34285 0 37100 WNS HOLDINGS LTD SPON ADR 92932M101 368 10700 SH DFND 17 5000 0 5700 WNS HOLDINGS LTD SPON ADR 92932M101 324 9524 SH DFND 21 0 0 9524 WPP PLC NEW ADR 92937A102 7642 72500 SH DFND 3 72500 0 0 WPP PLC NEW ADR 92937A102 3590 34009 SH DFND 17 34009 0 0 WEC ENERGY GROUP INC COM 92939U106 1021 16637 SH DFND 17 16637 0 0 WEC ENERGY GROUP INC CALL 92939U906 3333 54300 SH Call DFND 4 54300 0 0 WEC ENERGY GROUP INC PUT 92939U956 5248 85500 SH Put DFND 4 85500 0 0 WABASH NATL CORP COM 929566107 30168 1372530 SH DFND 3 1372530 0 0 WABASH NATL CORP COM 929566107 953 43361 SH DFND 21 15071 0 28290 WABTEC CORP COM 929740108 2618 28610 SH DFND 17 28610 0 0 WABTEC CORP COM 929740108 93562 1029035 SH DFND 21 994340 0 34695 WABTEC CORP COM 929740108 758 8400 SH DFND 24 8400 0 0 WAGEWORKS INC COM 930427109 3749 55788 SH DFND 17 19840 0 35948 WAGEWORKS INC COM 930427109 144 2136 SH DFND 21 2136 0 0 WAL-MART STORES INC COM 931142103 67556 892658 SH DFND 3 892658 0 0 WAL-MART STORES INC COM 931142103 34314 452575 SH DFND 17 445607 0 6968 WAL-MART STORES INC COM 931142103 1409 18623 SH DFND 20 18623 0 0 WAL-MART STORES INC COM 931142103 96912 1278342 SH DFND 21 901222 0 377120 WAL-MART STORES INC CALL 931142903 5676 75000 SH Call DFND 4 75000 0 0 WAL-MART STORES INC PUT 931142953 13244 175000 SH Put DFND 4 175000 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 14055 179478 SH DFND 4 179478 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 126998 1621732 SH DFND 17 1621732 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 96162 1226875 SH DFND 21 1013106 0 213769 WALGREENS BOOTS ALLIANCE INC CALL 931427908 11551 147500 SH Call DFND 4 147500 0 0 WALGREENS BOOTS ALLIANCE INC PUT 931427958 53564 684000 SH Put DFND 4 684000 0 0 WALKER & DUNLOP INC COM 93148P102 150 3063 SH DFND 17 3063 0 0 WALKER & DUNLOP INC COM 93148P102 2657 53929 SH DFND 21 13442 0 40487 WASHINGTON FED INC COM 938824109 32873 990150 SH DFND 3 990150 0 0 WASHINGTON FED INC COM 938824109 1263 37748 SH DFND 17 37748 0 0 WASHINGTON FED INC COM 938824109 1328 40005 SH DFND 21 0 0 40005 WASHINGTON PRIME GROUP NEW COM 93964W108 140 16598 SH DFND 21 0 0 16598 WASTE CONNECTIONS INC COM 94106B101 329 5115 SH DFND 17 5115 0 0 WASTE MGMT INC DEL COM 94106L109 1441 19645 SH DFND 4 19645 0 0 WASTE MGMT INC DEL COM 94106L109 8147 111073 SH DFND 17 107647 0 3426 WASTE MGMT INC DEL COM 94106L109 1059 14441 SH DFND 20 14441 0 0 WASTE MGMT INC DEL COM 94106L109 74885 1023707 SH DFND 21 803161 0 220546 WASTE MGMT INC DEL COM 94106L109 79 1083 SH DFND 25 1083 0 0 WASTE MGMT INC DEL CALL 94106L909 4518 61600 SH Call DFND 4 61600 0 0 WASTE MGMT INC DEL PUT 94106L959 33279 453700 SH Put DFND 4 453700 0 0 WATERS CORP COM 941848103 61 330 SH DFND 17 330 0 0 WATERS CORP COM 941848103 652 3551 SH DFND 21 3551 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 8905 140900 SH DFND 17 140900 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 256 4057 SH DFND 21 871 0 3186 WATTS WATER TECHNOLOGIES INC CL A 942749102 2990 48000 SH DFND 24 48000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 71328 70370000 PRN DFND 17 66515000 0 3855000 WEB COM GROUP INC COM 94733A104 659 26060 SH DFND 17 0 0 26060 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 7945 7975000 PRN DFND 17 7975000 0 0 WEBMD HEALTH CORP COM 94770V102 589 10050 SH DFND 17 1655 0 8395 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 12107 9500000 PRN DFND 17 9500000 0 0 WEBMD HEALTH CORP NOTE 2.625% 6/1 94770VAM4 73016 73760000 PRN DFND 17 73760000 0 0 WEIBO CORP SPONSORED ADR 948596101 299 4498 SH DFND 17 4147 0 351 WEIBO CORP SPONSORED ADR 948596101 461 6941 SH DFND 21 6941 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 2780 83171 SH DFND 17 0 0 83171 WEIS MKTS INC COM 948849104 288 5910 SH DFND 17 5910 0 0 WEIS MKTS INC COM 948849104 4781 98235 SH DFND 21 51904 0 46331 WELLCARE HEALTH PLANS INC COM 94946T106 29446 163989 SH DFND 17 102982 0 61007 WELLCARE HEALTH PLANS INC COM 94946T106 261 1451 SH DFND 20 1451 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 26575 148395 SH DFND 21 109152 0 39243 ANTHEM INC NOTE 2.750%10/1 94973VBG1 77724 30075000 PRN DFND 17 25700000 0 4375000 WELLS FARGO CO NEW COM 949746101 142610 2573717 SH DFND 3 2573717 0 0 WELLS FARGO CO NEW COM 949746101 91971 1659828 SH DFND 4 1659828 0 0 WELLS FARGO CO NEW COM 949746101 170846 3078817 SH DFND 17 3061889 0 16928 WELLS FARGO CO NEW COM 949746101 1726 31156 SH DFND 20 31156 0 0 WELLS FARGO CO NEW COM 949746101 92919 1671792 SH DFND 21 1539390 0 132402 WELLS FARGO CO NEW COM 949746101 193 3484 SH DFND 25 3484 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 156514 119340 SH DFND 4 116540 0 2800 WELLS FARGO CO NEW PERP PFD CNV A 949746804 170038 129690 SH DFND 17 123400 0 6290 WELLS FARGO CO NEW CALL 949746901 29434 531200 SH Call DFND 4 531200 0 0 WELLS FARGO CO NEW PUT 949746951 241842 4364600 SH Put DFND 4 4364600 0 0 WELLTOWER INC COM 95040Q104 14772 197351 SH DFND 4 197351 0 0 WELLTOWER INC COM 95040Q104 112 1495 SH DFND 17 1495 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 7249 109000 SH DFND 4 109000 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 37987 573300 SH DFND 17 573300 0 0 WELLTOWER INC CALL 95040Q904 3353 44800 SH Call DFND 4 44800 0 0 WELLTOWER INC PUT 95040Q954 27433 366500 SH Put DFND 4 366500 0 0 WENDYS CO COM 95058W100 99 6390 SH DFND 17 0 0 6390 WENDYS CO COM 95058W100 8928 582538 SH DFND 21 582538 0 0 WESBANCO INC COM 950810101 7967 201491 SH DFND 3 201491 0 0 WESBANCO INC COM 950810101 1140 28535 SH DFND 17 28535 0 0 WESCO INTL INC COM 95082P105 16352 285368 SH DFND 17 285368 0 0 WEST CORP COM 952355204 1197 51345 SH DFND 17 51345 0 0 WEST CORP COM 952355204 17698 758936 SH DFND 21 746848 0 12088 WEST PHARMACEUTICAL SVSC INC COM 955306105 18778 198672 SH DFND 17 162325 0 36347 WEST PHARMACEUTICAL SVSC INC COM 955306105 6937 73463 SH DFND 21 73463 0 0 WESTAR ENERGY INC COM 95709T100 308 5817 SH DFND 17 5817 0 0 WESTAR ENERGY INC COM 95709T100 6633 125108 SH DFND 21 125108 0 0 WESTERN ALLIANCE BANCORP COM 957638109 15874 322635 SH DFND 17 229973 0 92662 WESTERN ALLIANCE BANCORP COM 957638109 234 4762 SH DFND 21 4762 0 0 WESTERN ASSET MTG CAP CORP COM 95790D105 461 44712 SH DFND 17 7998 0 36714 WESTERN DIGITAL CORP COM 958102105 362 4085 SH DFND 4 4085 0 0 WESTERN DIGITAL CORP COM 958102105 44707 504593 SH DFND 17 466473 0 38120 WESTERN DIGITAL CORP COM 958102105 424 4788 SH DFND 20 4788 0 0 WESTERN DIGITAL CORP COM 958102105 41890 461007 SH DFND 21 315887 0 145120 WESTERN DIGITAL CORP COM 958102105 78 881 SH DFND 25 881 0 0 WESTERN DIGITAL CORP CALL 958102905 4519 51000 SH Call DFND 4 51000 0 0 WESTERN DIGITAL CORP PUT 958102955 29389 331700 SH Put DFND 4 331700 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 430 7687 SH DFND 4 7687 0 0 WESTERN NEW ENG BANCORP INC COM 958892101 711 70050 SH DFND 17 70050 0 0 WESTERN UN CO COM 959802109 38 1982 SH DFND 17 1982 0 0 WESTERN UN CO COM 959802109 1112 58395 SH DFND 21 24554 0 33841 WESTERN UN CO COM 959802109 31 1616 SH DFND 25 1616 0 0 WESTLAKE CHEM CORP COM 960413102 1074 16255 SH DFND 21 2067 0 14188 WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 990 39990 SH DFND 17 39990 0 0 WEYERHAEUSER CO COM 962166104 3284 98019 SH DFND 4 98019 0 0 WEYERHAEUSER CO COM 962166104 104 3091 SH DFND 17 3091 0 0 WEYERHAEUSER CO COM 962166104 43 1291 SH DFND 21 1291 0 0 WEYERHAEUSER CO CALL 962166904 1879 56100 SH Call DFND 4 56100 0 0 WEYERHAEUSER CO PUT 962166954 23226 693300 SH Put DFND 4 693300 0 0 WHIRLPOOL CORP COM 963320106 3679 19200 SH DFND 3 19200 0 0 WHIRLPOOL CORP COM 963320106 6204 32379 SH DFND 17 29515 0 2864 WHIRLPOOL CORP COM 963320106 38127 201669 SH DFND 21 132246 0 69423 WHIRLPOOL CORP COM 963320106 173 901 SH DFND 25 901 0 0 WHITING PETE CORP NEW COM 966387102 16530 3000000 SH DFND 4 3000000 0 0 WHITING PETE CORP NEW COM 966387102 2344 425380 SH DFND 17 425380 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 14814 17505000 PRN DFND 17 17505000 0 0 WILLDAN GROUP INC COM 96924N100 616 20180 SH DFND 17 3202 0 16978 WILLIAMS COS INC DEL COM 969457100 659 21764 SH DFND 4 21764 0 0 WILLIAMS COS INC DEL COM 969457100 103 3409 SH DFND 17 3409 0 0 WILLIAMS COS INC DEL CALL 969457900 3170 104700 SH Call DFND 4 104700 0 0 WILLIAMS COS INC DEL PUT 969457950 14970 494400 SH Put DFND 4 494400 0 0 WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 15664 390525 SH DFND 4 390525 0 0 WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 120 3000 SH DFND 17 0 0 3000 WINNEBAGO INDS INC COM 974637100 1291 36872 SH DFND 17 36872 0 0 WINTRUST FINL CORP COM 97650W108 3616 47308 SH DFND 17 47308 0 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200000 PRN DFND 21 200000 0 0 TE CONNECTIVITY LTD REG SHS H84989104 3698 47000 SH DFND 3 47000 0 0 TE CONNECTIVITY LTD REG SHS H84989104 6670 84899 SH DFND 17 84899 0 0 TE CONNECTIVITY LTD REG SHS H84989104 48991 625235 SH DFND 21 494780 0 130455 TRANSOCEAN LTD REG SHS H8817H100 13 1603 SH DFND 17 1603 0 0 TRANSOCEAN LTD REG SHS H8817H100 1540 185278 SH DFND 21 170685 0 14593 ADECOAGRO S A COM L00849106 525 52560 SH DFND 17 32791 0 19769 ADECOAGRO S A COM L00849106 3018 301261 SH DFND 21 286433 0 14828 INTELSAT S A COM L5140P101 1487 486072 SH DFND 17 486072 0 0 ORION ENGINEERED CARBONS S A COM L72967109 25346 1270460 SH DFND 3 1270460 0 0 ORION ENGINEERED CARBONS S A COM L72967109 503 24550 SH DFND 21 20821 0 3729 TRINSEO S A SHS L9340P101 19017 280002 SH DFND 21 242291 0 37711 TRINSEO S A SHS L9340P101 105 1522 SH DFND 25 1522 0 0 ELBIT SYS LTD ORD M3760D101 19564 158667 SH DFND 3 158667 0 0 ELBIT SYS LTD ORD M3760D101 129 1050 SH DFND 17 1050 0 0 ITURAN LOCATION AND CONTROL SHS M6158M104 303 9857 SH DFND 21 9857 0 0 KORNIT DIGITAL LTD SHS M6372Q113 4259 220101 SH DFND 17 220101 0 0 MAGICJACK VOCALTEC LTD SHS M6787E101 297 41264 SH DFND 17 0 0 41264 ORBOTECH LTD ORD M75253100 3772 115649 SH DFND 17 87531 0 28118 ORBOTECH LTD ORD M75253100 805 22107 SH DFND 21 20107 0 2000 SYNERON MEDICAL LTD ORD SHS M87245102 548 50000 SH DFND 21 50000 0 0 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 279 5217 SH DFND 17 5217 0 0 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 232 4360 SH DFND 21 4360 0 0 AERCAP HOLDINGS NV SHS N00985106 14999 323037 SH DFND 17 133421 0 189616 AERCAP HOLDINGS NV SHS N00985106 41290 884222 SH DFND 21 722978 0 161244 AERCAP HOLDINGS NV SHS N00985106 120 2591 SH DFND 25 2591 0 0 ASML HOLDING N V N Y REGISTRY SHS N07059210 2319 17794 SH DFND 17 17794 0 0 CNH INDL N V SHS N20944109 5574 489820 SH DFND 17 489820 0 0 CNH INDL N V SHS N20944109 19121 1691853 SH DFND 21 757410 0 934443 CNH INDL N V SHS N20944109 4185 372000 SH DFND 24 372000 0 0 CORE LABORATORIES N V COM N22717107 519 5200 SH DFND 24 5200 0 0 FERRARI N V COM N3167Y103 6227 72444 SH DFND 21 66878 0 5566 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 17631 1658569 SH DFND 17 1181628 0 476941 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 23087 2164100 SH DFND 21 1809790 0 354310 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 7957 126710 SH DFND 17 126710 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 30101 479309 SH DFND 21 479309 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 17578 208297 SH DFND 17 196846 0 11451 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 118727 1411974 SH DFND 21 1160909 0 251065 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 290 3435 SH DFND 25 3435 0 0 MYLAN N V SHS EURO N59465109 3476 89662 SH DFND 17 79917 0 9745 MYLAN N V SHS EURO N59465109 328 8459 SH DFND 20 8459 0 0 MYLAN N V SHS EURO N59465109 7993 205992 SH DFND 21 150184 0 55808 MYLAN N V SHS EURO N59465109 3690 95200 SH DFND 24 95200 0 0 MYLAN N V SHS EURO N59465109 137 3532 SH DFND 25 3532 0 0 NXP SEMICONDUCTORS N V COM N6596X109 29651 270919 SH DFND 21 270919 0 0 PATHEON N V SHS N6865W105 27121 777557 SH DFND 21 777557 0 0 QIAGEN NV SHS NEW N72482123 2041 60680 SH DFND 17 60680 0 0 QIAGEN NV SHS NEW N72482123 3545 105511 SH DFND 21 75891 0 29620 QIAGEN NV SHS NEW N72482123 939 27925 SH DFND 24 27925 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 92 2160 SH DFND 21 2160 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3179 75000 SH DFND 24 75000 0 0 YANDEX N V SHS CLASS A N97284108 4967 191040 SH DFND 17 191040 0 0 YANDEX N V SHS CLASS A N97284108 7948 305700 SH DFND 21 77700 0 228000 COPA HOLDINGS SA CL A P31076105 40581 346810 SH DFND 17 308510 0 38300 COPA HOLDINGS SA CL A P31076105 207 1771 SH DFND 20 1771 0 0 COPA HOLDINGS SA CL A P31076105 6071 51880 SH DFND 21 50827 0 1053 AUSTRALIA & NEW ZEALA BKG 14 DEBT 4.400% 5/1 Q0426RND6 3519 3400000 PRN DFND 20 3400000 0 0 PLANET PAYMENT INC SHS U72603118 2228 675165 SH DFND 17 651658 0 23507 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8192 75000 SH DFND 4 75000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 50379 461201 SH DFND 17 443635 0 17566 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 576 5276 SH DFND 20 5276 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 20930 190263 SH DFND 21 128709 0 61554 SVENSKA HANDELSBANKEN AB NY MTNF 5.250%12/3 W9124Y2Y7 457 450000 PRN DFND 21 450000 0 0 SWEDBANK AB MTNF 5.500%12/3 W9423X4R0 816 800000 PRN DFND 21 800000 0 0 ARDMORE SHIPPING CORP COM Y0207T100 403 49456 SH DFND 17 0 0 49456 BROADCOM LTD SHS Y09827109 6943 29793 SH DFND 3 29793 0 0 BROADCOM LTD SHS Y09827109 490013 2102447 SH DFND 17 1888099 0 214348 BROADCOM LTD SHS Y09827109 28786 123517 SH DFND 20 123517 0 0 BROADCOM LTD SHS Y09827109 42951 183989 SH DFND 21 178444 0 5545 DHT HOLDINGS INC SHS NEW Y2065G121 4550 1096372 SH DFND 17 84025 0 1012347 DHT HOLDINGS INC SHS NEW Y2065G121 1124 270950 SH DFND 21 235664 0 35286 DORIAN LPG LTD SHS USD Y2106R110 432 52759 SH DFND 17 0 0 52759 FLEX LTD ORD Y2573F102 8477 519755 SH DFND 17 422130 0 97625 FLEX LTD ORD Y2573F102 19640 1203238 SH DFND 21 408853 0 794385 SCORPIO TANKERS INC SHS Y7542C106 4616 1162829 SH DFND 17 433891 0 728938 SCORPIO TANKERS INC SHS Y7542C106 4312 1086272 SH DFND 21 1086272 0 0 TEEKAY TANKERS LTD CL A Y8565N102 1338 711749 SH DFND 17 0 0 711749 TEEKAY TANKERS LTD CL A Y8565N102 675 357357 SH DFND 21 8782 0 348575