0001628280-17-000367.txt : 20170124 0001628280-17-000367.hdr.sgml : 20170124 20170124160557 ACCESSION NUMBER: 0001628280-17-000367 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20170124 DATE AS OF CHANGE: 20170124 EFFECTIVENESS DATE: 20170124 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Allianz Asset Management AG CENTRAL INDEX KEY: 0001535323 IRS NUMBER: 980443854 STATE OF INCORPORATION: 2M FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-15014 FILM NUMBER: 17543792 BUSINESS ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 BUSINESS PHONE: 49 89 1220 70 MAIL ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Global Investors AG DATE OF NAME CHANGE: 20111121 13F-HR/A 1 primary_doc.xml 13F-HR/A LIVE false false false 0001535323 XXXXXXXX 06-30-2016 06-30-2016 true 1 RESTATEMENT Allianz Asset Management AG

SEIDLSTRASSE 24-24A MUNICH 2M D-80335

13F HOLDINGS REPORT 028-15014 Y Additional Person Signing this Report on Behalf of Reporting Manager: Name: Sven Piegsa Title: Associate General Counsel Phone: 011-49-89-1220-7515 Signature, Place and Date of Signing: /s/ Sven Piegsa Signature City: Munich State/Country: Germany Date: 01-09-2017 John Viggiano 011-49-89-1220-7522 /s/ John Viggiano Munich 2M 01-09-2017 7 4371 93484346 false 3 028-10770 NFJ Investment Group LLC 4 028-10952 Pacific Investment Management Company LLC 17 028-13991 Allianz Global Investors U.S. LLC 20 028-15015 Allianz Global Investors Asia Pacific Ltd 21 028-14962 Allianz Global Investors GmbH 24 028-15071 Allianz Global Investors Taiwan Ltd. 25 028-17306 Allianz Global Investors Japan Co. Ltd. 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SH DFND 17 125534 0 0 CARNIVAL PLC ADR 14365C103 1992 44473 SH DFND 21 0 0 44473 CARRIAGE SVCS INC COM 143905107 5422 228952 SH DFND 17 221452 0 7500 CARRIZO OIL & GAS INC COM 144577103 19718 550000 SH DFND 4 550000 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 5356 450056 SH DFND 17 437864 0 12192 CARTER INC COM 146229109 364 3415 SH DFND 17 3220 0 195 CARTER INC COM 146229109 1562 14673 SH DFND 21 14673 0 0 CASEYS GEN STORES INC COM 147528103 616 4687 SH DFND 17 4687 0 0 CASEYS GEN STORES INC COM 147528103 8731 66387 SH DFND 21 23463 0 42924 CATALENT INC COM 148806102 8234 358136 SH DFND 17 263834 0 94302 CATERPILLAR INC DEL COM 149123101 2230 29422 SH DFND 4 29422 0 0 CATERPILLAR INC DEL COM 149123101 1000 13193 SH DFND 21 13193 0 0 CATERPILLAR INC DEL COM 149123101 76 1000 SH DFND 24 1000 0 0 CATERPILLAR INC DEL CALL 149123901 7816 103100 SH Call DFND 4 103100 0 0 CATERPILLAR INC DEL PUT 149123951 33637 443700 SH Put DFND 4 443700 0 0 CATO CORP NEW CL A 149205106 3135 83100 SH DFND 17 0 0 83100 CATO CORP NEW CL A 149205106 2096 55561 SH DFND 21 36287 0 19274 CAVCO INDS INC DEL COM 149568107 4360 46529 SH DFND 17 46529 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 23706 410000 SH DFND 3 401800 0 8200 CEDAR FAIR L P DEPOSITRY UNIT 150185106 1974 34140 SH DFND 17 34140 0 0 CELADON GROUP INC COM 150838100 1968 240886 SH DFND 17 215801 0 25085 CELADON GROUP INC COM 150838100 235 28813 SH DFND 21 28813 0 0 CELANESE CORP DEL COM SER A 150870103 155773 2380026 SH DFND 3 2380026 0 0 CELANESE CORP DEL COM SER A 150870103 42999 656982 SH DFND 17 656982 0 0 CELANESE CORP DEL COM SER A 150870103 8126 124161 SH DFND 21 92769 0 31392 CELATOR PHARMACEUTICALS INC COM 15089R102 15799 523500 SH DFND 21 523500 0 0 CELESTICA INC SUB VTG SHS 15101Q108 828 89430 SH DFND 17 27958 0 61472 CELESTICA INC SUB VTG SHS 15101Q108 1456 157333 SH DFND 21 149782 0 7551 CELGENE CORP COM 151020104 30094 305120 SH DFND 4 305120 0 0 CELGENE CORP COM 151020104 119699 1213616 SH DFND 17 1010518 0 203098 CELGENE CORP COM 151020104 43391 439934 SH DFND 21 357486 0 82448 CELGENE CORP COM 151020104 14222 144200 SH DFND 24 144200 0 0 CELGENE CORP CALL 151020904 9547 96800 SH Call DFND 4 96800 0 0 CELGENE CORP PUT 151020954 96026 973600 SH Put DFND 4 973600 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 319 51721 SH DFND 21 51721 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 70704 69350000 PRN DFND 17 63955000 0 5395000 CENTENE CORP DEL COM 15135B101 6699 93859 SH DFND 17 32299 0 61560 CENTENE CORP DEL COM 15135B101 9303 130344 SH DFND 21 85540 0 44804 CENTERPOINT ENERGY INC COM 15189T107 710 29584 SH DFND 4 29584 0 0 CENTERPOINT ENERGY INC COM 15189T107 767 31976 SH DFND 17 28126 0 3850 CENTERPOINT ENERGY INC COM 15189T107 2532 105514 SH DFND 21 97918 0 7596 CENTERSTATE BANKS INC COM 15201P109 670 42540 SH DFND 17 42540 0 0 CENTERSTATE BANKS INC COM 15201P109 488 30988 SH DFND 21 30988 0 0 CENTRAL FD CDA LTD CL A 153501101 47952 3473300 SH DFND 3 3400200 0 73100 CENTRAL GARDEN & PET CO COM 153527106 1262 55300 SH DFND 17 55300 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 197 9061 SH DFND 17 9061 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2581 118876 SH DFND 21 57537 0 61339 CENTURY CMNTYS INC COM 156504300 1452 83729 SH DFND 17 78365 0 5364 CENTURYLINK INC COM 156700106 3171 109297 SH DFND 4 109297 0 0 CENTURYLINK INC COM 156700106 12279 423256 SH DFND 17 157762 0 265494 CENTURYLINK INC COM 156700106 59910 2065143 SH DFND 21 1802414 0 262729 CENTURYLINK INC CALL 156700906 1323 45600 SH Call DFND 4 45600 0 0 CENTURYLINK INC PUT 156700956 3229 111300 SH Put DFND 4 111300 0 0 CEPHEID DBCV 1.250% 2/0 15670RAC1 25696 30010000 PRN DFND 17 30010000 0 0 CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 20203 21045000 PRN DFND 17 21045000 0 0 CERNER CORP CALL 156782904 604 10300 SH Call DFND 4 10300 0 0 CERNER CORP PUT 156782954 3639 62100 SH Put DFND 4 62100 0 0 CEVA INC COM 157210105 4340 159720 SH DFND 17 155911 0 3809 CHARLES RIV LABS INTL INC COM 159864107 1256 15237 SH DFND 17 11977 0 3260 CHARLES RIV LABS INTL INC COM 159864107 1143 13860 SH DFND 21 8286 0 5574 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8239 8765000 PRN DFND 17 8765000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 3677 16083 SH DFND 4 16083 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1222 5343 SH DFND 17 5343 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 18976 82996 SH DFND 21 82996 0 0 CHARTER COMMUNICATIONS INC N PUT 16119P958 5945 23400 SH Put DFND 21 23400 0 0 CHARTER FINL CORP MD COM 16122W108 326 24530 SH DFND 17 24530 0 0 CHEESECAKE FACTORY INC COM 163072101 8781 182398 SH DFND 17 159519 0 22879 CHEESECAKE FACTORY INC COM 163072101 77 1600 SH DFND 21 0 0 1600 CHEMED CORP NEW COM 16359R103 4816 35332 SH DFND 17 9327 0 26005 CHEMED CORP NEW COM 16359R103 14737 108112 SH DFND 21 56395 0 51717 CHEMICAL FINL CORP PUT 163731952 671 18000 SH Put DFND 21 18000 0 0 CHEMOURS CO COM 163851108 669 81187 SH DFND 21 64746 0 16441 CHEMTURA CORP COM NEW 163893209 291 11033 SH DFND 21 11033 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 84793 148760000 PRN DFND 17 140930000 0 7830000 CHESAPEAKE ENERGY CORP COM 165167107 1906 445223 SH DFND 4 445223 0 0 CHESAPEAKE ENERGY CORP COM 165167107 25 5860 SH DFND 17 0 0 5860 CHESAPEAKE ENERGY CORP PUT 165167957 19260 4500000 SH Put DFND 4 4500000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 254 312000 PRN DFND 4 312000 0 0 CHEVRON CORP NEW COM 166764100 186175 1775973 SH DFND 3 1774573 0 1400 CHEVRON CORP NEW COM 166764100 8187 78096 SH DFND 4 78096 0 0 CHEVRON CORP NEW COM 166764100 103565 987933 SH DFND 17 965850 0 22083 CHEVRON CORP NEW COM 166764100 131022 1249849 SH DFND 21 895243 0 354606 CHEVRON CORP NEW COM 166764100 2107 20100 SH DFND 24 20100 0 0 CHEVRON CORP NEW COM 166764100 121 1156 SH DFND 25 1156 0 0 CHEVRON CORP NEW CALL 166764900 31732 302700 SH Call DFND 4 302700 0 0 CHEVRON CORP NEW PUT 166764950 172487 1645400 SH Put DFND 4 1645400 0 0 CHILDRENS PL INC COM 168905107 1839 22938 SH DFND 21 0 0 22938 CHIMERA INVT CORP COM NEW 16934Q208 224 14271 SH DFND 4 14271 0 0 CHIMERA INVT CORP COM NEW 16934Q208 9297 592145 SH DFND 17 268204 0 323941 CHIMERA INVT CORP COM NEW 16934Q208 15274 972877 SH DFND 21 421707 0 551170 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 15339 264929 SH DFND 17 264929 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7570 130735 SH DFND 21 130735 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 612 8500 SH DFND 17 0 0 8500 CHIPOTLE MEXICAN GRILL INC COM 169656105 317 788 SH DFND 4 788 0 0 CHIPOTLE MEXICAN GRILL INC PUT 169656955 1611 4000 SH Put DFND 4 4000 0 0 CHURCH & DWIGHT INC COM 171340102 319 3100 SH DFND 21 3100 0 0 CHURCHILL DOWNS INC COM 171484108 2768 21902 SH DFND 17 21902 0 0 CHURCHILL DOWNS INC COM 171484108 875 6924 SH DFND 21 3207 0 3717 CHUYS HLDGS INC COM 171604101 1910 55199 SH DFND 17 55199 0 0 CIENA CORP COM NEW 171779309 569 30322 SH DFND 17 30322 0 0 CIENA CORP COM NEW 171779309 2038 108702 SH DFND 21 108702 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 16341 16485000 PRN DFND 17 16485000 0 0 CINCINNATI FINL CORP COM 172062101 6878 91843 SH DFND 17 3598 0 88245 CINCINNATI FINL CORP COM 172062101 1336 17836 SH DFND 21 17836 0 0 CINEMARK HOLDINGS INC COM 17243V102 1615 44298 SH DFND 17 44298 0 0 CINEMARK HOLDINGS INC COM 17243V102 17552 481410 SH DFND 21 477790 0 3620 CINER RES LP COM UNIT LTD 172464109 228 8125 SH DFND 17 8125 0 0 CIRRUS LOGIC INC COM 172755100 5121 132029 SH DFND 17 113081 0 18948 CIRRUS LOGIC INC COM 172755100 40936 1055329 SH DFND 21 917878 0 137451 CIRRUS LOGIC INC COM 172755100 46 1189 SH DFND 25 1189 0 0 CISCO SYS INC COM 17275R102 165392 5764791 SH DFND 3 5759991 0 4800 CISCO SYS INC COM 17275R102 2069 72113 SH DFND 4 72113 0 0 CISCO SYS INC COM 17275R102 286187 9975142 SH DFND 17 8101339 0 1873803 CISCO SYS INC COM 17275R102 233512 8139144 SH DFND 21 5802605 0 2336539 CISCO SYS INC COM 17275R102 435 15164 SH DFND 25 15164 0 0 CISCO SYS INC CALL 17275R902 21308 742700 SH Call DFND 4 742700 0 0 CISCO SYS INC PUT 17275R952 78493 2735900 SH Put DFND 4 2735900 0 0 CINTAS CORP COM 172908105 3257 33194 SH DFND 17 33194 0 0 CINTAS CORP COM 172908105 29676 302413 SH DFND 21 295631 0 6782 CITIGROUP INC COM NEW 172967424 160599 3788617 SH DFND 3 3785617 0 3000 CITIGROUP INC COM NEW 172967424 150917 3560209 SH DFND 4 3560209 0 0 CITIGROUP INC COM NEW 172967424 106123 2503480 SH DFND 17 2237863 0 265617 CITIGROUP INC COM NEW 172967424 12230 288500 SH DFND 20 288500 0 0 CITIGROUP INC COM NEW 172967424 198463 4681840 SH DFND 21 3798283 0 883557 CITIGROUP INC COM NEW 172967424 190 4473 SH DFND 25 4473 0 0 CITIGROUP INC CALL 172967904 13815 325900 SH Call DFND 4 325900 0 0 CITIGROUP INC PUT 172967954 135601 3198900 SH Put DFND 4 3198900 0 0 CITIZENS FINL GROUP INC COM 174610105 13604 680900 SH DFND 4 680900 0 0 CITIZENS FINL GROUP INC COM 174610105 34 1710 SH DFND 17 0 0 1710 CITRIX SYS INC COM 177376100 4187 52283 SH DFND 17 40943 0 11340 CITRIX SYS INC COM 177376100 5065 63236 SH DFND 21 52138 0 11098 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 76133 67900000 PRN DFND 17 61425000 0 6475000 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1682 1500000 PRN DFND 21 1500000 0 0 CLAYMORE EXCHANGE TRD FD TR GUGGENHEIM SOLAR 18383Q739 2818 134430 SH DFND 17 134430 0 0 CLEARWATER PAPER CORP COM 18538R103 418 6400 SH DFND 21 6400 0 0 CLIFFS NAT RES INC PUT 18683K951 8002 1411300 SH Put DFND 4 1411300 0 0 CLIFTON BANCORP INC COM 186873105 173 11465 SH DFND 17 11465 0 0 CLOROX CO DEL COM 189054109 898 6491 SH DFND 17 6491 0 0 CLOROX CO DEL COM 189054109 546 3945 SH DFND 21 3945 0 0 CLOROX CO DEL PUT 189054959 4276 30900 SH Put DFND 4 30900 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 9341 13070000 PRN DFND 17 13070000 0 0 COACH INC COM 189754104 268 6575 SH DFND 4 6575 0 0 COACH INC COM 189754104 112 2742 SH DFND 21 2742 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 25800 70685000 PRN DFND 17 70685000 0 0 COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 8597 25855000 PRN DFND 17 25855000 0 0 COCA COLA BOTTLING CO CONS COM 191098102 21734 147381 SH DFND 3 144181 0 3200 COCA COLA BOTTLING CO CONS COM 191098102 722 4898 SH DFND 17 4898 0 0 COCA COLA CO COM 191216100 2062 45482 SH DFND 4 45482 0 0 COCA COLA CO COM 191216100 90535 1997238 SH DFND 17 1954218 0 43020 COCA COLA CO COM 191216100 16618 366608 SH DFND 21 278297 0 88311 COCA COLA CO CALL 191216900 22411 494400 SH Call DFND 4 494400 0 0 COCA COLA CO PUT 191216950 143143 3157800 SH Put DFND 4 3157800 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 938 11306 SH DFND 21 11306 0 0 COEUR MNG INC COM NEW 192108504 246 23042 SH DFND 21 23042 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5134 89698 SH DFND 4 89698 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14233 248659 SH DFND 17 190998 0 57661 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1299 22688 SH DFND 21 22688 0 0 COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 4625 80800 SH Call DFND 4 80800 0 0 COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 24012 419500 SH Put DFND 4 419500 0 0 COHERENT INC COM 192479103 9153 99725 SH DFND 17 78760 0 20965 COHERUS BIOSCIENCES INC COM 19249H103 781 46259 SH DFND 17 46259 0 0 COLGATE PALMOLIVE CO COM 194162103 1552 21196 SH DFND 17 21196 0 0 COLGATE PALMOLIVE CO COM 194162103 37179 507907 SH DFND 21 257524 0 250383 COLGATE PALMOLIVE CO COM 194162103 432 5900 SH DFND 24 5900 0 0 COLGATE PALMOLIVE CO CALL 194162903 8506 116200 SH Call DFND 4 116200 0 0 COLGATE PALMOLIVE CO PUT 194162953 61473 839800 SH Put DFND 4 839800 0 0 COLONY CAP INC CL A 19624R106 1819 118517 SH DFND 4 118517 0 0 COLONY CAP INC CL A 19624R106 219 14283 SH DFND 17 14283 0 0 COLONY STARWOOD HOMES COM 19625X102 4886 160602 SH DFND 4 160602 0 0 COLUMBIA PIPELINE GROUP INC COM 198280109 12538 491879 SH DFND 4 491879 0 0 COLUMBIA PIPELINE GROUP INC COM 198280109 12913 506600 SH DFND 21 506600 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 120 8501 SH DFND 17 8501 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 371 26242 SH DFND 21 26242 0 0 COMFORT SYS USA INC COM 199908104 5779 177435 SH DFND 17 164020 0 13415 COMCAST CORP NEW CL A 20030N101 948 14538 SH DFND 4 14538 0 0 COMCAST CORP NEW CL A 20030N101 400681 6146354 SH DFND 17 5102607 0 1043747 COMCAST CORP NEW CL A 20030N101 17356 266234 SH DFND 20 266234 0 0 COMCAST CORP NEW CL A 20030N101 256675 3937341 SH DFND 21 2817934 0 1119407 COMCAST CORP NEW CL A 20030N101 499 7655 SH DFND 25 7655 0 0 COMCAST CORP NEW CALL 20030N901 14837 227600 SH Call DFND 4 227600 0 0 COMCAST CORP NEW PUT 20030N951 149344 2290900 SH Put DFND 4 2290900 0 0 COMMERCIAL METALS CO COM 201723103 463 27400 SH DFND 17 0 0 27400 COMMERCIAL METALS CO COM 201723103 2682 158691 SH DFND 21 48402 0 110289 COMMUNITY HEALTH SYS INC NEW COM 203668108 75 6255 SH DFND 17 6255 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 234 19436 SH DFND 21 19436 0 0 COMMUNITY TR BANCORP INC COM 204149108 19012 548520 SH DFND 3 548520 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 394 178494 SH DFND 21 116237 0 62257 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 20025 2234895 SH DFND 17 2234895 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 463 51729 SH DFND 21 51729 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 341 37950 SH DFND 17 12350 0 25600 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 839 93401 SH DFND 21 73656 0 19745 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 10426 872457 SH DFND 21 872457 0 0 COMPUTER SCIENCES CORP COM 205363104 24457 492586 SH DFND 17 396508 0 96078 COMPUTER SCIENCES CORP COM 205363104 12231 246348 SH DFND 21 238427 0 7921 CONAGRA FOODS INC COM 205887102 4188 87600 SH DFND 3 87600 0 0 CONAGRA FOODS INC COM 205887102 2019 42220 SH DFND 17 38545 0 3675 CONAGRA FOODS INC COM 205887102 1114 23294 SH DFND 21 23294 0 0 CONAGRA FOODS INC CALL 205887902 2041 42700 SH Call DFND 4 42700 0 0 CONAGRA FOODS INC PUT 205887952 16757 350500 SH Put DFND 4 350500 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 1796 159968 SH DFND 17 155650 0 4318 CONCHO RES INC COM 20605P101 24432 204847 SH DFND 17 204847 0 0 CONCHO RES INC COM 20605P101 1398 11718 SH DFND 21 11718 0 0 CONCHO RES INC COM 20605P101 1789 15000 SH DFND 24 15000 0 0 CONCORDIA INTL CORP COM 20653P102 456 21273 SH DFND 17 14873 0 6400 CONCORDIA INTL CORP COM 20653P102 3149 146932 SH DFND 21 116855 0 30077 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 13671 788400 SH DFND 3 735877 0 52523 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 257 14820 SH DFND 17 14820 0 0 CONNS INC COM 208242107 91 12126 SH DFND 21 9259 0 2867 CONOCOPHILLIPS COM 20825C104 4007 91900 SH DFND 3 91900 0 0 CONOCOPHILLIPS COM 20825C104 8761 200942 SH DFND 4 200942 0 0 CONOCOPHILLIPS COM 20825C104 2050 47017 SH DFND 17 47017 0 0 CONOCOPHILLIPS COM 20825C104 6544 150088 SH DFND 21 137659 0 12429 CONOCOPHILLIPS CALL 20825C904 9125 209300 SH Call DFND 4 209300 0 0 CONOCOPHILLIPS PUT 20825C954 39863 914300 SH Put DFND 4 914300 0 0 CONSOL ENERGY INC COM 20854P109 5021 312056 SH DFND 17 252603 0 59453 CONSOL ENERGY INC COM 20854P109 145 9017 SH DFND 21 5117 0 3900 CONSOLIDATED COMM HLDGS INC COM 209034107 242 8893 SH DFND 17 8893 0 0 CONSOLIDATED EDISON INC COM 209115104 1681 20895 SH DFND 4 20895 0 0 CONSOLIDATED EDISON INC COM 209115104 17439 216799 SH DFND 17 88958 0 127841 CONSOLIDATED EDISON INC COM 209115104 66814 830606 SH DFND 21 647375 0 183231 CONSOLIDATED EDISON INC COM 209115104 326 4055 SH DFND 25 4055 0 0 CONSOLIDATED EDISON INC CALL 209115904 4416 54900 SH Call DFND 4 54900 0 0 CONSOLIDATED EDISON INC PUT 209115954 21349 265400 SH Put DFND 4 265400 0 0 CONSTELLATION BRANDS INC CL A 21036P108 99561 601942 SH DFND 17 564368 0 37574 CONSTELLATION BRANDS INC CL A 21036P108 53523 323600 SH DFND 20 323600 0 0 CONSTELLATION BRANDS INC CL A 21036P108 21085 127477 SH DFND 21 36414 0 91063 CONSTELLATION BRANDS INC CL A 21036P108 6881 41600 SH DFND 24 41600 0 0 CONSTELLATION BRANDS INC CALL 21036P908 5508 33300 SH Call DFND 4 33300 0 0 CONSTELLATION BRANDS INC PUT 21036P958 34172 206600 SH Put DFND 4 206600 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 206 16825 SH DFND 17 16825 0 0 CONTINENTAL RESOURCES INC COM 212015101 33158 732452 SH DFND 17 727919 0 4533 CONTINENTAL RESOURCES INC COM 212015101 2729 60272 SH DFND 21 60272 0 0 CONTINENTAL RESOURCES INC COM 212015101 1086 24000 SH DFND 24 24000 0 0 CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 1275 68200 SH DFND 17 68200 0 0 CONVERGYS CORP COM 212485106 38202 1528067 SH DFND 3 1501067 0 27000 CONVERGYS CORP COM 212485106 9518 380721 SH DFND 17 226081 0 154640 CONVERGYS CORP COM 212485106 43766 1750645 SH DFND 21 1426201 0 324444 CONVERGYS CORP COM 212485106 38 1516 SH DFND 25 1516 0 0 COOPER COS INC COM NEW 216648402 7959 46392 SH DFND 17 46392 0 0 COOPER COS INC COM NEW 216648402 614 3576 SH DFND 21 2826 0 750 COOPER STD HLDGS INC COM 21676P103 14404 182350 SH DFND 17 159125 0 23225 COOPER STD HLDGS INC COM 21676P103 4172 52820 SH DFND 21 24486 0 28334 COOPER TIRE & RUBR CO COM 216831107 4356 146066 SH DFND 21 55259 0 90807 CORE MARK HOLDING CO INC COM 218681104 21544 459754 SH DFND 17 392074 0 67680 CORE MARK HOLDING CO INC COM 218681104 206 4400 SH DFND 21 0 0 4400 CORELOGIC INC COM 21871D103 157 4075 SH DFND 17 0 0 4075 CORELOGIC INC COM 21871D103 1276 33169 SH DFND 21 33169 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 3376 88706 SH DFND 17 88706 0 0 CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 40428 39925000 PRN DFND 17 33985000 0 5940000 CORNING INC COM 219350105 6902 337000 SH DFND 3 337000 0 0 CORNING INC COM 219350105 1030 50285 SH DFND 4 50285 0 0 CORNING INC COM 219350105 116025 5665303 SH DFND 17 4934868 0 730435 CORNING INC COM 219350105 38304 1870305 SH DFND 21 1092059 0 778246 CORNING INC CALL 219350905 772 37700 SH Call DFND 4 37700 0 0 CORNING INC PUT 219350955 9775 477300 SH Put DFND 4 477300 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 265 7569 SH DFND 4 7569 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 160 4560 SH DFND 17 0 0 4560 CORVUS PHARMACEUTICALS INC COM 221015100 1783 125000 SH DFND 17 125000 0 0 COSTCO WHSL CORP NEW COM 22160K105 403 2566 SH DFND 4 2566 0 0 COSTCO WHSL CORP NEW COM 22160K105 230699 1469047 SH DFND 17 1356045 0 113002 COSTCO WHSL CORP NEW COM 22160K105 48932 311590 SH DFND 21 308617 0 2973 COSTCO WHSL CORP NEW CALL 22160K905 10584 67400 SH Call DFND 4 67400 0 0 COSTCO WHSL CORP NEW PUT 22160K955 91711 584000 SH Put DFND 4 584000 0 0 COSTAR GROUP INC COM 22160N109 10285 47035 SH DFND 17 38010 0 9025 COSTAR GROUP INC COM 22160N109 87 400 SH DFND 21 0 0 400 COTT CORP QUE COM 22163N106 4477 321940 SH DFND 17 321940 0 0 COUSINS PPTYS INC COM 222795106 29324 2819600 SH DFND 3 2769300 0 50300 COUSINS PPTYS INC COM 222795106 1252 120342 SH DFND 17 120342 0 0 COVENANT TRANSN GROUP INC CL A 22284P105 913 50518 SH DFND 17 47290 0 3228 COWEN GROUP INC NEW CL A 223622101 107 36173 SH DFND 17 36173 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 5809 33875 SH DFND 17 23525 0 10350 CRACKER BARREL OLD CTRY STOR COM 22410J106 33695 196509 SH DFND 21 176266 0 20243 CRANE CO COM 224399105 61207 1079110 SH DFND 3 1060110 0 19000 CRANE CO COM 224399105 5694 100381 SH DFND 17 100381 0 0 CRANE CO COM 224399105 823 14515 SH DFND 21 13341 0 1174 CREDIT ACCEP CORP MICH COM 225310101 2313 12497 SH DFND 17 12497 0 0 CREDIT ACCEP CORP MICH COM 225310101 20820 112490 SH DFND 21 112490 0 0 CRESCENT PT ENERGY CORP COM 22576C101 619 39418 SH DFND 17 39418 0 0 CRESCENT PT ENERGY CORP COM 22576C101 2220 141236 SH DFND 21 141236 0 0 CRITEO S A SPONS ADS 226718104 83428 1816806 SH DFND 17 1346632 0 470174 CRITEO S A SPONS ADS 226718104 969 21105 SH DFND 21 21105 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 5210 374266 SH DFND 17 364166 0 10100 CROWN CASTLE INTL CORP NEW COM 22822V101 7482 73766 SH DFND 17 68541 0 5225 CROWN CASTLE INTL CORP NEW COM 22822V101 49166 484730 SH DFND 21 484730 0 0 CROWN CASTLE INTL CORP NEW CALL 22822V901 3621 35700 SH Call DFND 4 35700 0 0 CROWN CASTLE INTL CORP NEW PUT 22822V951 33310 328400 SH Put DFND 4 328400 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1232 29900 SH DFND 17 29900 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 145 3510 SH DFND 21 3510 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 494 12000 SH DFND 24 12000 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 17375 14405000 PRN DFND 17 14405000 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 18205 17240000 PRN DFND 17 16800000 0 440000 CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 24300 22500000 PRN DFND 17 22500000 0 0 CUBESMART COM 229663109 11522 373110 SH DFND 4 373110 0 0 CUBESMART COM 229663109 16442 532439 SH DFND 17 432973 0 99466 CUBESMART COM 229663109 174 5650 SH DFND 21 0 0 5650 CULP INC COM 230215105 280 10151 SH DFND 21 10151 0 0 CUMMINS INC COM 231021106 6252 55600 SH DFND 3 55600 0 0 CUMMINS INC COM 231021106 2723 24215 SH DFND 4 24215 0 0 CUMMINS INC COM 231021106 729 6481 SH DFND 21 6481 0 0 CUMMINS INC CALL 231021906 3115 27700 SH Call DFND 4 27700 0 0 CUMMINS INC PUT 231021956 23230 206600 SH Put DFND 4 206600 0 0 CURTISS WRIGHT CORP COM 231561101 141 1670 SH DFND 17 1670 0 0 CURTISS WRIGHT CORP COM 231561101 1414 16780 SH DFND 21 16780 0 0 CUSTOMERS BANCORP INC COM 23204G100 235 9336 SH DFND 17 9336 0 0 CUSTOMERS BANCORP INC COM 23204G100 52 2071 SH DFND 21 0 0 2071 CVENT INC COM 23247G109 13038 365000 SH DFND 21 365000 0 0 CYNOSURE INC CL A 232577205 21520 442395 SH DFND 17 393931 0 48464 CYNOSURE INC CL A 232577205 139 2850 SH DFND 21 0 0 2850 CYRUSONE INC COM 23283R100 50708 911024 SH DFND 3 889024 0 22000 CYRUSONE INC COM 23283R100 23076 414596 SH DFND 17 347082 0 67514 CYRUSONE INC COM 23283R100 203 3650 SH DFND 21 0 0 3650 DCT INDUSTRIAL TRUST INC COM NEW 233153204 5292 110153 SH DFND 4 110153 0 0 DDR CORP COM 23317H102 6286 346505 SH DFND 4 346505 0 0 D R HORTON INC COM 23331A109 4181 132820 SH DFND 3 132820 0 0 D R HORTON INC COM 23331A109 4415 140247 SH DFND 17 140247 0 0 D R HORTON INC COM 23331A109 4188 133049 SH DFND 21 128677 0 4372 DST SYS INC DEL COM 233326107 42512 365125 SH DFND 3 360825 0 4300 DST SYS INC DEL COM 233326107 38786 333129 SH DFND 4 333129 0 0 DST SYS INC DEL COM 233326107 6294 54058 SH DFND 17 49655 0 4403 DST SYS INC DEL COM 233326107 16581 142415 SH DFND 21 80591 0 61824 DST SYS INC DEL COM 233326107 133 1146 SH DFND 25 1146 0 0 DTE ENERGY CO COM 233331107 18843 190102 SH DFND 17 182991 0 7111 DTE ENERGY CO COM 233331107 48517 489482 SH DFND 21 352455 0 137027 DTE ENERGY CO COM 233331107 183 1851 SH DFND 25 1851 0 0 DTE ENERGY CO CALL 233331907 525 5300 SH Call DFND 4 5300 0 0 DTE ENERGY CO PUT 233331957 2597 26200 SH Put DFND 4 26200 0 0 DANA HLDG CORP COM 235825205 18873 1787200 SH DFND 3 1746500 0 40700 DANAHER CORP DEL COM 235851102 75448 985608 SH DFND 17 824764 0 160844 DANAHER CORP DEL COM 235851102 45826 598646 SH DFND 21 470295 0 128351 DANAHER CORP DEL COM 235851102 5043 65884 SH DFND 24 65884 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 1378 475000 PRN DFND 17 475000 0 0 DARDEN RESTAURANTS INC COM 237194105 4290 67735 SH DFND 17 65235 0 2500 DARDEN RESTAURANTS INC COM 237194105 44402 701013 SH DFND 21 684991 0 16022 DAVE & BUSTERS ENTMT INC COM 238337109 17205 367705 SH DFND 17 316331 0 51374 DAVE & BUSTERS ENTMT INC COM 238337109 140 3000 SH DFND 21 0 0 3000 DAVITA HEALTHCARE PARTNERS I COM 23918K108 277 3588 SH DFND 21 3588 0 0 DEAN FOODS CO NEW COM NEW 242370203 11504 635921 SH DFND 17 616621 0 19300 DEAN FOODS CO NEW COM NEW 242370203 4123 227932 SH DFND 21 147090 0 80842 DEAN FOODS CO NEW COM NEW 242370203 5741 317331 SH DFND 24 317331 0 0 DECKERS OUTDOOR CORP COM 243537107 274 4755 SH DFND 17 0 0 4755 DEERE & CO COM 244199105 6837 84366 SH DFND 4 84366 0 0 DEERE & CO COM 244199105 63932 788900 SH DFND 17 784100 0 4800 DEERE & CO COM 244199105 2284 28179 SH DFND 21 26297 0 1882 DEERE & CO CALL 244199905 4814 59400 SH Call DFND 4 59400 0 0 DEERE & CO PUT 244199955 30901 381300 SH Put DFND 4 381300 0 0 DELEK US HLDGS INC COM 246647101 39 2990 SH DFND 17 2990 0 0 DELEK US HLDGS INC COM 246647101 484 36669 SH DFND 21 33881 0 2788 DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 15840 593030 SH DFND 3 559069 0 33961 DELTA AIR LINES INC DEL COM NEW 247361702 15532 426345 SH DFND 4 420725 0 5620 DELTA AIR LINES INC DEL COM NEW 247361702 1033 28361 SH DFND 17 28361 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 22140 607744 SH DFND 21 395228 0 212516 DELTA AIR LINES INC DEL CALL 247361902 3636 99800 SH Call DFND 4 99800 0 0 DELTA AIR LINES INC DEL PUT 247361952 28900 793300 SH Put DFND 4 793300 0 0 DENBURY RES INC COM NEW 247916208 335 93262 SH DFND 4 93262 0 0 DENBURY RES INC COM NEW 247916208 2314 644621 SH DFND 17 644621 0 0 DENBURY RES INC COM NEW 247916208 191 53070 SH DFND 21 53070 0 0 DELUXE CORP COM 248019101 43706 658523 SH DFND 3 643323 0 15200 DELUXE CORP COM 248019101 8749 131828 SH DFND 17 75828 0 56000 DELUXE CORP COM 248019101 23938 360680 SH DFND 21 204855 0 155825 DEMANDWARE INC COM 24802Y105 18725 250000 SH DFND 21 250000 0 0 DENTSPLY SIRONA INC COM 24906P109 499 8039 SH DFND 17 8039 0 0 DENTSPLY SIRONA INC COM 24906P109 11374 183333 SH DFND 21 27140 0 156193 DERMIRA INC COM 24983L104 3023 103365 SH DFND 17 103365 0 0 DERMIRA INC COM 24983L104 439 15000 SH DFND 24 15000 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 1139 1035000 PRN DFND 17 1035000 0 0 DEVON ENERGY CORP NEW COM 25179M103 4241 116990 SH DFND 3 116990 0 0 DEVON ENERGY CORP NEW COM 25179M103 454 12519 SH DFND 4 12519 0 0 DEVON ENERGY CORP NEW COM 25179M103 5250 144836 SH DFND 17 144836 0 0 DEVON ENERGY CORP NEW COM 25179M103 9923 273738 SH DFND 21 273738 0 0 DEVON ENERGY CORP NEW CALL 25179M903 1787 49300 SH Call DFND 4 49300 0 0 DEVON ENERGY CORP NEW PUT 25179M953 10161 280300 SH Put DFND 4 280300 0 0 DEVRY ED GROUP INC COM 251893103 440 24676 SH DFND 21 24676 0 0 DEXCOM INC COM 252131107 45417 572502 SH DFND 17 461539 0 110963 DIAMOND OFFSHORE DRILLING IN COM 25271C102 372 15300 SH DFND 4 15300 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 4148 170500 SH DFND 17 170500 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 513 21071 SH DFND 21 21071 0 0 DIAMOND OFFSHORE DRILLING IN PUT 25271C952 13294 546400 SH Put DFND 4 546400 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 6057 670778 SH DFND 4 670778 0 0 DICKS SPORTING GOODS INC COM 253393102 7407 164384 SH DFND 17 164384 0 0 DICKS SPORTING GOODS INC COM 253393102 95 2100 SH DFND 21 0 0 2100 DIGITAL RLTY TR INC COM 253868103 6233 57190 SH DFND 3 57190 0 0 DIGITAL RLTY TR INC COM 253868103 13331 122316 SH DFND 4 122316 0 0 DIGITAL RLTY TR INC COM 253868103 871 7994 SH DFND 17 7994 0 0 DIME CMNTY BANCSHARES COM 253922108 10 600 SH DFND 17 600 0 0 DIME CMNTY BANCSHARES COM 253922108 507 29802 SH DFND 21 22603 0 7199 DILLARDS INC CL A 254067101 542 8942 SH DFND 4 8942 0 0 DILLARDS INC CL A 254067101 2851 47038 SH DFND 17 47038 0 0 DILLARDS INC CL A 254067101 1823 30089 SH DFND 21 24493 0 5596 DINEEQUITY INC COM 254423106 49825 587700 SH DFND 3 575900 0 11800 DINEEQUITY INC COM 254423106 684 8070 SH DFND 17 4795 0 3275 DINEEQUITY INC COM 254423106 7359 86801 SH DFND 21 74054 0 12747 DISNEY WALT CO COM DISNEY 254687106 32150 328667 SH DFND 4 324458 0 4209 DISNEY WALT CO COM DISNEY 254687106 181871 1859237 SH DFND 17 1647163 0 212074 DISNEY WALT CO COM DISNEY 254687106 167854 1715950 SH DFND 21 1172807 0 543143 DISNEY WALT CO COM DISNEY 254687106 108 1100 SH DFND 24 1100 0 0 DISNEY WALT CO COM DISNEY 254687106 405 4136 SH DFND 25 4136 0 0 DISNEY WALT CO CALL 254687906 22274 227700 SH Call DFND 4 227700 0 0 DISNEY WALT CO PUT 254687956 176037 1799600 SH Put DFND 4 1799600 0 0 DISCOVER FINL SVCS COM 254709108 11392 212570 SH DFND 3 212570 0 0 DISCOVER FINL SVCS COM 254709108 4185 78085 SH DFND 4 78085 0 0 DISCOVER FINL SVCS COM 254709108 1889 35250 SH DFND 17 35250 0 0 DISCOVER FINL SVCS COM 254709108 18131 338332 SH DFND 21 331307 0 7025 DISCOVER FINL SVCS CALL 254709908 1908 35600 SH Call DFND 4 35600 0 0 DISCOVER FINL SVCS PUT 254709958 21725 405400 SH Put DFND 4 405400 0 0 DISH NETWORK CORP CL A 25470M109 4682 89356 SH DFND 4 89356 0 0 DISH NETWORK CORP CL A 25470M109 166 3175 SH DFND 17 0 0 3175 DR REDDYS LABS LTD ADR 256135203 3423 66812 SH DFND 17 65812 0 1000 DR REDDYS LABS LTD ADR 256135203 900 17564 SH DFND 21 17564 0 0 DOLLAR GEN CORP NEW COM 256677105 28069 298602 SH DFND 17 293787 0 4815 DOLLAR GEN CORP NEW COM 256677105 5851 62249 SH DFND 21 51063 0 11186 DOLLAR GEN CORP NEW CALL 256677905 1983 21100 SH Call DFND 4 21100 0 0 DOLLAR GEN CORP NEW PUT 256677955 29713 316100 SH Put DFND 4 316100 0 0 DOLLAR TREE INC COM 256746108 18848 200000 SH DFND 4 200000 0 0 DOLLAR TREE INC COM 256746108 57488 610018 SH DFND 17 470183 0 139835 DOLLAR TREE INC CALL 256746908 1866 19800 SH Call DFND 4 19800 0 0 DOLLAR TREE INC PUT 256746958 21656 229800 SH Put DFND 4 229800 0 0 DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12960 250000 SH DFND 17 250000 0 0 DOMINION RES INC VA NEW CALL 25746U909 5736 73600 SH Call DFND 4 73600 0 0 DOMINION RES INC VA NEW PUT 25746U959 35380 454000 SH Put DFND 4 454000 0 0 DOMTAR CORP COM NEW 257559203 1791 51441 SH DFND 17 47700 0 3741 DOMTAR CORP COM NEW 257559203 20379 585422 SH DFND 21 363264 0 222158 DOMTAR CORP COM NEW 257559203 34 973 SH DFND 25 973 0 0 DONALDSON INC COM 257651109 2670 77709 SH DFND 21 69119 0 8590 DONALDSON INC COM 257651109 7320 213040 SH DFND 24 213040 0 0 DONNELLEY R R & SONS CO COM 257867101 1164 68785 SH DFND 4 68785 0 0 DONNELLEY R R & SONS CO COM 257867101 2771 163778 SH DFND 21 19977 0 143801 DOUGLAS EMMETT INC COM 25960P109 7294 205363 SH DFND 4 205363 0 0 DOUGLAS DYNAMICS INC COM 25960R105 368 14314 SH DFND 21 5081 0 9233 DOVER CORP COM 260003108 700 10100 SH DFND 21 10100 0 0 DOW CHEM CO COM 260543103 12214 245709 SH DFND 4 245709 0 0 DOW CHEM CO COM 260543103 43550 876076 SH DFND 17 671963 0 204113 DOW CHEM CO COM 260543103 80521 1619809 SH DFND 21 1130512 0 489297 DOW CHEM CO COM 260543103 522 10500 SH DFND 24 10500 0 0 DOW CHEM CO COM 260543103 293 5893 SH DFND 25 5893 0 0 DOW CHEM CO CALL 260543903 4320 86900 SH Call DFND 4 86900 0 0 DOW CHEM CO PUT 260543953 42736 859700 SH Put DFND 4 859700 0 0 DOW CHEM CO PUT 260543953 13372 269000 SH Put DFND 21 269000 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 27597 285599 SH DFND 17 192192 0 93407 DR PEPPER SNAPPLE GROUP INC COM 26138E109 104117 1077483 SH DFND 21 766821 0 310662 DR PEPPER SNAPPLE GROUP INC COM 26138E109 305 3157 SH DFND 25 3157 0 0 DR PEPPER SNAPPLE GROUP INC CALL 26138E909 367 3800 SH Call DFND 4 3800 0 0 DR PEPPER SNAPPLE GROUP INC PUT 26138E959 5518 57100 SH Put DFND 4 57100 0 0 DRDGOLD LIMITED SPON ADR REPSTG 26152H301 445 75466 SH DFND 17 8235 0 67231 DREAMWORKS ANIMATION SKG INC CL A 26153C103 13384 327480 SH DFND 4 327480 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 22438 549000 SH DFND 21 549000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 11276 174015 SH DFND 4 174015 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 16471 254175 SH DFND 21 254175 0 0 DU PONT E I DE NEMOURS & CO CALL 263534909 6286 97000 SH Call DFND 4 97000 0 0 DU PONT E I DE NEMOURS & CO PUT 263534959 53117 819700 SH Put DFND 4 819700 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1660 19345 SH DFND 4 19345 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 17814 207644 SH DFND 17 159944 0 47700 DUKE ENERGY CORP NEW COM NEW 26441C204 32140 374632 SH DFND 21 185045 0 189587 DUKE ENERGY CORP NEW CALL 26441C904 10243 119400 SH Call DFND 4 119400 0 0 DUKE ENERGY CORP NEW PUT 26441C954 46472 541700 SH Put DFND 4 541700 0 0 DULUTH HLDGS INC COM CL B 26443V101 2240 91577 SH DFND 17 91577 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 234 1920 SH DFND 4 1920 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1215 9969 SH DFND 21 9969 0 0 DYCOM INDS INC COM 267475101 23922 266506 SH DFND 17 227664 0 38842 DYCOM INDS INC COM 267475101 2512 27986 SH DFND 21 25986 0 2000 DYNAMIC MATLS CORP COM 267888105 1360 126491 SH DFND 17 118287 0 8204 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1713 117492 SH DFND 17 117492 0 0 DYNEGY INC NEW DEL PFD CONV SER A 26817R207 43815 695590 SH DFND 17 694390 0 1200 E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 61 10020 SH DFND 17 10020 0 0 E M C CORP MASS COM 268648102 160655 5912963 SH DFND 17 5620869 0 292094 E M C CORP MASS COM 268648102 8242 303352 SH DFND 21 233386 0 69966 E M C CORP MASS COM 268648102 33 1213 SH DFND 25 1213 0 0 E M C CORP MASS CALL 268648902 9287 341800 SH Call DFND 4 341800 0 0 E M C CORP MASS PUT 268648952 25646 943900 SH Put DFND 4 943900 0 0 EOG RES INC COM 26875P101 2087 25012 SH DFND 4 25012 0 0 EOG RES INC COM 26875P101 69454 832579 SH DFND 17 708688 0 123891 EOG RES INC COM 26875P101 112463 1348148 SH DFND 21 1060895 0 287253 EOG RES INC COM 26875P101 1485 17800 SH DFND 24 17800 0 0 EOG RES INC CALL 26875P901 5923 71000 SH Call DFND 4 71000 0 0 EOG RES INC PUT 26875P951 50044 599900 SH Put DFND 4 599900 0 0 EPR PPTYS COM SH BEN INT 26884U109 16 200 SH DFND 3 200 0 0 EPR PPTYS COM SH BEN INT 26884U109 11252 139466 SH DFND 4 139466 0 0 EAGLE BANCORP INC MD COM 268948106 15714 326628 SH DFND 17 273893 0 52735 EAGLE BANCORP INC MD COM 268948106 143 2965 SH DFND 21 0 0 2965 E TRADE FINANCIAL CORP COM NEW 269246401 635 27038 SH DFND 17 27038 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 8809 375003 SH DFND 21 367701 0 7302 EAGLE PHARMACEUTICALS INC COM 269796108 5209 134285 SH DFND 17 101780 0 32505 EAGLE PHARMACEUTICALS INC COM 269796108 272 7000 SH DFND 24 7000 0 0 EARTHLINK HLDGS CORP COM 27033X101 214 33417 SH DFND 17 33417 0 0 EARTHLINK HLDGS CORP COM 27033X101 1498 234067 SH DFND 21 119795 0 114272 EAST WEST BANCORP INC COM 27579R104 50443 1475800 SH DFND 3 1445500 0 30300 EAST WEST BANCORP INC COM 27579R104 111 3238 SH DFND 21 3238 0 0 EASTGROUP PPTY INC COM 277276101 9552 138591 SH DFND 4 138591 0 0 EASTMAN CHEM CO COM 277432100 14101 207670 SH DFND 3 207670 0 0 EASTMAN CHEM CO COM 277432100 4608 67858 SH DFND 17 64316 0 3542 EASTMAN CHEM CO COM 277432100 12595 185496 SH DFND 21 126972 0 58524 EASTMAN CHEM CO COM 277432100 40 585 SH DFND 25 585 0 0 EBAY INC COM 278642103 1347 57541 SH DFND 4 57541 0 0 EBAY INC COM 278642103 2 100 SH DFND 17 100 0 0 EBAY INC COM 278642103 1384 59100 SH DFND 21 59100 0 0 EBAY INC CALL 278642903 3313 141500 SH Call DFND 4 141500 0 0 EBAY INC PUT 278642953 12236 522700 SH Put DFND 4 522700 0 0 EBIX INC COM NEW 278715206 4026 84056 SH DFND 17 2918 0 81138 EBIX INC COM NEW 278715206 39 807 SH DFND 21 0 0 807 ECHO GLOBAL LOGISTICS INC COM 27875T101 1493 66573 SH DFND 17 66573 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 27150 28845000 PRN DFND 17 25180000 0 3665000 ECHOSTAR CORP CL A 278768106 807 20315 SH DFND 21 0 0 20315 ECOLAB INC COM 278865100 36324 306271 SH DFND 17 238248 0 68023 ECOLAB INC COM 278865100 29330 247301 SH DFND 21 133122 0 114179 ECOLAB INC COM 278865100 1608 13560 SH DFND 24 13560 0 0 ECOLAB INC CALL 278865900 5112 43100 SH Call DFND 4 43100 0 0 ECOLAB INC PUT 278865950 34074 287300 SH Put DFND 4 287300 0 0 EDISON INTL COM 281020107 24565 316274 SH DFND 17 199663 0 116611 EDISON INTL COM 281020107 27095 348854 SH DFND 21 237331 0 111523 EDISON INTL CALL 281020907 2322 29900 SH Call DFND 4 29900 0 0 EDISON INTL PUT 281020957 22524 290000 SH Put DFND 4 290000 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1364 13674 SH DFND 4 13674 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 85903 861355 SH DFND 17 691969 0 169386 EDWARDS LIFESCIENCES CORP COM 28176E108 404 4047 SH DFND 21 0 0 4047 EDWARDS LIFESCIENCES CORP CALL 28176E908 2872 28800 SH Call DFND 4 28800 0 0 EDWARDS LIFESCIENCES CORP PUT 28176E958 20036 200900 SH Put DFND 4 200900 0 0 EHEALTH INC COM 28238P109 789 56295 SH DFND 17 56295 0 0 8X8 INC NEW COM 282914100 2573 176083 SH DFND 17 176083 0 0 8X8 INC NEW COM 282914100 4147 283866 SH DFND 20 283866 0 0 ELDORADO RESORTS INC COM 28470R102 5524 363545 SH DFND 17 354757 0 8788 ELECTRO RENT CORP COM 285218103 5705 370234 SH DFND 21 370234 0 0 ELECTRONIC ARTS INC COM 285512109 840 11082 SH DFND 4 11082 0 0 ELECTRONIC ARTS INC COM 285512109 51201 675838 SH DFND 17 514590 0 161248 ELECTRONIC ARTS INC COM 285512109 3061 40402 SH DFND 21 38402 0 2000 ELECTRONIC ARTS INC CALL 285512909 2371 31300 SH Call DFND 4 31300 0 0 ELECTRONIC ARTS INC PUT 285512959 25872 341500 SH Put DFND 4 341500 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 15766 366316 SH DFND 17 310993 0 55323 ELECTRONICS FOR IMAGING INC COM 286082102 241 5601 SH DFND 21 1801 0 3800 ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 43517 41070000 PRN DFND 17 35275000 0 5795000 ELIZABETH ARDEN INC COM 28660G106 7568 550000 SH DFND 21 550000 0 0 ELLIE MAE INC COM 28849P100 3882 42359 SH DFND 17 42359 0 0 ELLIS PERRY INTL INC COM 288853104 1439 71530 SH DFND 17 62430 0 9100 EMBRAER S A SP ADR REP 4 COM 29082A107 41983 1932900 SH DFND 3 1347700 0 585200 EMBRAER S A SP ADR REP 4 COM 29082A107 6768 311621 SH DFND 17 311621 0 0 EMBRAER S A SP ADR REP 4 COM 29082A107 215 9892 SH DFND 21 9892 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 2629 93487 SH DFND 21 23546 0 69941 EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 5961 5250000 PRN DFND 17 4435000 0 815000 EMERSON ELEC CO COM 291011104 4105 78700 SH DFND 3 78700 0 0 EMERSON ELEC CO COM 291011104 1769 33918 SH DFND 4 33918 0 0 EMERSON ELEC CO COM 291011104 1247 23914 SH DFND 17 23914 0 0 EMERSON ELEC CO COM 291011104 3578 68600 SH DFND 21 56600 0 12000 EMERSON ELEC CO CALL 291011904 3375 64700 SH Call DFND 4 64700 0 0 EMERSON ELEC CO PUT 291011954 20327 389700 SH Put DFND 4 389700 0 0 EMPIRE DIST ELEC CO COM 291641108 10704 315101 SH DFND 21 315101 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1022 35200 SH DFND 17 6752 0 28448 EMPLOYERS HOLDINGS INC COM 292218104 1601 55157 SH DFND 21 38612 0 16545 ENCANA CORP COM 292505104 20682 2655000 SH DFND 4 2655000 0 0 ENBRIDGE INC COM 29250N105 5065 120180 SH DFND 21 120180 0 0 ENBRIDGE INC COM 29250N105 459 10900 SH DFND 24 10900 0 0 ENCORE CAP GROUP INC COM 292554102 347 14746 SH 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DFND 17 18636 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1061 66694 SH DFND 21 66694 0 0 ENNIS INC COM 293389102 17806 928375 SH DFND 3 872701 0 55674 ENNIS INC COM 293389102 1838 95823 SH DFND 17 70056 0 25767 ENNIS INC COM 293389102 342 17809 SH DFND 21 5811 0 11998 ENSIGN GROUP INC COM 29358P101 12862 612180 SH DFND 3 612180 0 0 ENSIGN GROUP INC COM 29358P101 551 26214 SH DFND 21 26214 0 0 ENTERGY CORP NEW COM 29364G103 169921 2088760 SH DFND 3 2087060 0 1700 ENTERGY CORP NEW COM 29364G103 1681 20667 SH DFND 4 20667 0 0 ENTERGY CORP NEW COM 29364G103 59806 735175 SH DFND 17 651209 0 83966 ENTERGY CORP NEW COM 29364G103 57232 703529 SH DFND 21 455403 0 248126 ENTERGY CORP NEW COM 29364G103 29 360 SH DFND 25 360 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 802 28769 SH DFND 17 0 0 28769 ENTERPRISE FINL SVCS CORP COM 293712105 70 2512 SH DFND 21 2512 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 3696 549976 SH DFND 17 534435 0 15541 ENVESTNET INC COM 29404K106 2409 72327 SH 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SH DFND 4 22148 0 0 HESS CORP COM 42809H107 7118 118435 SH DFND 17 118435 0 0 HESS CORP COM 42809H107 2978 49545 SH DFND 21 49545 0 0 HESS CORP COM 42809H107 571 9500 SH DFND 24 9500 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 88420 4839637 SH DFND 17 3741772 0 1097865 HEWLETT PACKARD ENTERPRISE C COM 42824C109 22882 1252416 SH DFND 21 1017619 0 234797 HEWLETT PACKARD ENTERPRISE C CALL 42824C909 1946 106500 SH Call DFND 4 106500 0 0 HEWLETT PACKARD ENTERPRISE C PUT 42824C959 12668 693400 SH Put DFND 4 693400 0 0 HEXCEL CORP NEW COM 428291108 3727 89512 SH DFND 21 79879 0 9633 HEXCEL CORP NEW COM 428291108 8211 197200 SH DFND 24 197200 0 0 HILL ROM HLDGS INC COM 431475102 2684 53203 SH DFND 17 41458 0 11745 HILL ROM HLDGS INC COM 431475102 8425 167001 SH DFND 21 147560 0 19441 HILLENBRAND INC COM 431571108 33657 1120400 SH DFND 3 1120400 0 0 HILLENBRAND INC COM 431571108 168 5600 SH DFND 21 5600 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 11224 498200 SH DFND 4 493027 0 5173 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COM 45772F107 96 3000 SH DFND 21 0 0 3000 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1261 136451 SH DFND 17 136451 0 0 INNOPHOS HOLDINGS INC COM 45774N108 33115 784520 SH DFND 3 767120 0 17400 INNOPHOS HOLDINGS INC COM 45774N108 1661 39355 SH DFND 21 0 0 39355 INSTEEL INDUSTRIES INC COM 45774W108 62 2152 SH DFND 17 2152 0 0 INSTEEL INDUSTRIES INC COM 45774W108 1553 54318 SH DFND 21 54318 0 0 INSPERITY INC COM 45778Q107 3342 43273 SH DFND 17 35621 0 7652 INSPERITY INC COM 45778Q107 12687 164282 SH DFND 21 136629 0 27653 INSPERITY INC COM 45778Q107 116 1498 SH DFND 25 1498 0 0 INOGEN INC COM 45780L104 10803 215592 SH DFND 17 211949 0 3643 INSTALLED BLDG PRODS INC COM 45780R101 18463 508754 SH DFND 17 424330 0 84424 INSTALLED BLDG PRODS INC COM 45780R101 136 3750 SH DFND 21 0 0 3750 INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 30989 20850000 PRN DFND 17 17610000 0 3240000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2231 110852 SH DFND 17 110852 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 35796 36750000 PRN DFND 17 31470000 0 5280000 INTEL CORP COM 458140100 148764 4535487 SH DFND 3 4531287 0 4200 INTEL CORP COM 458140100 6571 200331 SH DFND 4 200331 0 0 INTEL CORP COM 458140100 306160 9334151 SH DFND 17 8413454 0 920697 INTEL CORP COM 458140100 245364 7480618 SH DFND 21 5166804 0 2313814 INTEL CORP COM 458140100 411 12533 SH DFND 25 12533 0 0 INTEL CORP CALL 458140900 16938 516400 SH Call DFND 4 516400 0 0 INTEL CORP PUT 458140950 101473 3093700 SH Put DFND 4 3093700 0 0 INTEL CORP SDCV 12/1 458140AD2 16114 12500000 PRN DFND 21 5500000 0 7000000 INTEL CORP SDCV 3.250% 8/0 458140AF7 222593 136875000 PRN DFND 17 128115000 0 8760000 INTELIQUENT INC COM 45825N107 29802 1498325 SH DFND 3 1437875 0 60450 INTELIQUENT INC COM 45825N107 1771 89045 SH DFND 17 89045 0 0 INTELIQUENT INC COM 45825N107 249 12517 SH DFND 21 12517 0 0 INTERACTIVE INTELLIGENCE GRO NOTE 1.250% 6/0 45841VAB5 6234 6750000 PRN DFND 17 5730000 0 1020000 INTERCEPT PHARMACEUTICALS IN COM 45845P108 680 4765 SH DFND 17 4765 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 528 3700 SH DFND 24 3700 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 47558 46020000 PRN DFND 17 38800000 0 7220000 INTERCONTINENTAL EXCHANGE IN COM 45866F104 3671 14344 SH DFND 4 14344 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 34050 133029 SH DFND 17 131164 0 1865 INTERCONTINENTAL EXCHANGE IN COM 45866F104 49301 192612 SH DFND 21 192196 0 416 INTERCONTINENTAL EXCHANGE IN CALL 45866F904 4633 18100 SH Call DFND 4 18100 0 0 INTERCONTINENTAL EXCHANGE IN PUT 45866F954 37217 145400 SH Put DFND 4 145400 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 31297 1199581 SH DFND 3 1199581 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 91 3500 SH DFND 21 3500 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 260357 1715357 SH DFND 3 1713857 0 1500 INTERNATIONAL BUSINESS MACHS COM 459200101 8883 58523 SH DFND 4 58523 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 170163 1121118 SH DFND 17 1058614 0 62504 INTERNATIONAL BUSINESS MACHS COM 459200101 29824 196498 SH DFND 21 152958 0 43540 INTERNATIONAL BUSINESS MACHS COM 459200101 167 1100 SH DFND 24 1100 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 37 246 SH DFND 25 246 0 0 INTERNATIONAL BUSINESS MACHS CALL 459200901 27912 183900 SH Call DFND 4 183900 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 131760 868100 SH Put DFND 4 868100 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 833 6605 SH DFND 17 6605 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 105957 840460 SH DFND 21 659717 0 180743 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 466 3700 SH DFND 24 3700 0 0 INTL PAPER CO COM 460146103 169655 4003191 SH DFND 3 4000091 0 3100 INTL PAPER CO COM 460146103 1083 25551 SH DFND 4 25551 0 0 INTL PAPER CO COM 460146103 40940 966013 SH DFND 17 964533 0 1480 INTL PAPER CO COM 460146103 18818 444025 SH DFND 21 311892 0 132133 INTL PAPER CO CALL 460146903 1555 36700 SH Call DFND 4 36700 0 0 INTL PAPER CO PUT 460146953 12710 299900 SH Put DFND 4 299900 0 0 INTERPUBLIC GROUP COS INC COM 460690100 9042 391421 SH DFND 17 332561 0 58860 INTERPUBLIC GROUP COS INC COM 460690100 20662 894448 SH DFND 21 887708 0 6740 INTERSIL CORP CL A 46069S109 139 10277 SH DFND 21 10277 0 0 INTERSECT ENT INC COM 46071F103 2016 155938 SH DFND 17 152365 0 3573 INTL FCSTONE INC COM 46116V105 368 13492 SH DFND 17 5050 0 8442 INTL FCSTONE INC COM 46116V105 598 21904 SH DFND 21 21904 0 0 INTRALINKS HLDGS INC COM 46118H104 1307 201008 SH DFND 17 201008 0 0 INTUIT COM 461202103 69 620 SH DFND 4 620 0 0 INTUIT COM 461202103 88917 796680 SH DFND 17 604940 0 191740 INTUIT COM 461202103 81291 728348 SH DFND 21 616022 0 112326 INTUIT CALL 461202903 1417 12700 SH Call DFND 4 12700 0 0 INTUIT PUT 461202953 32244 288900 SH Put DFND 4 288900 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 23009 34788 SH DFND 17 34078 0 710 INTUITIVE SURGICAL INC COM NEW 46120E602 165 250 SH DFND 21 250 0 0 INTUITIVE SURGICAL INC CALL 46120E902 926 1400 SH Call DFND 4 1400 0 0 INTUITIVE SURGICAL INC PUT 46120E952 12633 19100 SH Put DFND 4 19100 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 28 2020 SH DFND 17 2020 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 400 29224 SH DFND 21 29224 0 0 IRADIMED CORP COM 46266A109 1439 66140 SH DFND 17 61849 0 4291 IRON MTN INC NEW COM 46284V101 42709 1072287 SH DFND 4 1072287 0 0 IRON MTN INC NEW COM 46284V101 1208 30328 SH DFND 17 30328 0 0 ISHARES MSCI AUST ETF 464286103 4864 250100 SH DFND 24 0 0 250100 ISHARES MSCI WORLD ETF 464286392 8885 128153 SH DFND 25 128153 0 0 ISHARES MSCI CDA ETF 464286509 4429 180700 SH DFND 24 0 0 180700 ISHARES EM MKTS CURR ETF 464286517 261 5816 SH DFND 17 5816 0 0 ISHARES MIN VOL EMRG MKT 464286533 3 50 SH DFND 17 50 0 0 ISHARES MIN VOL EMRG MKT 464286533 22700 440000 SH DFND 25 440000 0 0 ISHARES MSCI BRIC INDX 464286657 484 15838 SH DFND 0 0 15838 ISHARES MSCI STH KOR ETF 464286772 1803 34626 SH DFND 17 34626 0 0 ISHARES MSCI JAPAN ETF 464286848 5533 481100 SH DFND 24 0 0 481100 ISHARES TR SELECT DIVID ETF 464287168 2985 35000 SH DFND 24 35000 0 0 ISHARES TR TIPS BD ETF 464287176 545 4670 SH DFND 1900 0 2770 ISHARES TR CORE S&P500 ETF 464287200 25555 121400 SH DFND 24 0 0 121400 ISHARES TR CORE US AGGBD ET 464287226 25 219 SH DFND 17 219 0 0 ISHARES TR CORE US AGGBD ET 464287226 338 3000 SH DFND 24 3000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 124 3600 SH DFND 3600 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 361 10500 SH DFND 17 10500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 9071 264000 SH Put DFND 21 264000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4604 134000 SH DFND 24 134000 0 0 ISHARES TR IBOXX INV CP ETF 464287242 921 7500 SH DFND 3100 0 4400 ISHARES TR IBOXX INV CP ETF 464287242 68721 559940 SH DFND 4 559940 0 0 ISHARES TR IBOXX INV CP ETF 464287242 126665 1032024 SH DFND 17 1032024 0 0 ISHARES TR IBOXX INV CP ETF 464287242 1841 15000 SH DFND 24 15000 0 0 ISHARES TR IBOXX INV CP ETF 464287242 57685 470000 SH DFND 25 470000 0 0 ISHARES TR LATN AMER 40 ETF 464287390 2603 99000 SH DFND 24 0 0 99000 ISHARES TR S&P 500 VAL ETF 464287408 743 8000 SH DFND 17 8000 0 0 ISHARES TR 20 YR TR BD ETF 464287432 2222 16000 SH DFND 9500 0 6500 ISHARES TR 20 YR TR BD ETF 464287432 9 62 SH DFND 17 62 0 0 ISHARES TR 7-10 Y TR BD ETF 464287440 9 79 SH DFND 17 79 0 0 ISHARES TR 7-10 Y TR BD ETF 464287440 565 5000 SH DFND 24 5000 0 0 ISHARES TR 1-3 YR TR BD ETF 464287457 478 5600 SH DFND 5600 0 0 ISHARES TR 1-3 YR TR BD ETF 464287457 3 36 SH DFND 17 36 0 0 ISHARES TR MSCI EAFE ETF 464287465 34151 611920 SH DFND 4 611920 0 0 ISHARES TR MSCI EAFE ETF 464287465 40115 718654 SH DFND 17 718654 0 0 ISHARES TR RUS MDCP VAL ETF 464287473 1263 17000 SH DFND 24 17000 0 0 ISHARES TR NASDQ BIOTEC ETF 464287556 257 1000 SH DFND 17 0 0 1000 ISHARES TR NASDQ BIOTEC ETF 464287556 1287 5000 SH DFND 24 5000 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 609 5895 SH DFND 17 5895 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 1558 16015 SH DFND 17 16015 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 5894 51264 SH DFND 17 51264 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 1150 10000 SH DFND 24 10000 0 0 ISHARES TR PUT 464287954 511996 14900937 SH Put DFND 4 14900937 0 0 ISHARES TR PUT 464287955 185194 1951621 SH Put DFND 4 1951621 0 0 ISHARES TR PUT 464287959 90637 1101306 SH Put DFND 4 1101306 0 0 ISHARES TR INTL TREA BD ETF 464288117 16728 168000 SH DFND 24 0 0 168000 ISHARES TR MSCI AC ASIA ETF 464288182 875 16000 SH DFND 24 16000 0 0 ISHARES TR MSCI ACWI EX US 464288240 1107 28412 SH DFND 17 28412 0 0 ISHARES TR MSCI ACWI ETF 464288257 21649 385000 SH DFND 17 385000 0 0 ISHARES TR MSCI ACWI ETF 464288257 2980 53000 SH DFND 24 53000 0 0 ISHARES TR JP MOR EM MK ETF 464288281 841 7300 SH DFND 3500 0 3800 ISHARES TR JP MOR EM MK ETF 464288281 10664 92608 SH DFND 17 92608 0 0 ISHARES TR JP MOR EM MK ETF 464288281 14394 125000 SH DFND 24 0 0 125000 ISHARES TR JP MOR EM MK ETF 464288281 111121 965015 SH DFND 25 965015 0 0 ISHARES TR NATIONAL MUN ETF 464288414 228 2000 SH DFND 24 2000 0 0 ISHARES TR INTL SEL DIV ETF 464288448 803 28039 SH DFND 17 28039 0 0 ISHARES TR IBOXX HI YD ETF 464288513 13261 156570 SH DFND 17 156570 0 0 ISHARES TR IBOXX HI YD ETF 464288513 847 10000 SH DFND 24 10000 0 0 ISHARES TR IBOXX HI YD ETF 464288513 2482 29300 SH DFND 25 29300 0 0 ISHARES TR MBS ETF 464288588 7876 71616 SH DFND 17 71616 0 0 ISHARES TR 3-7 YR TR BD ETF 464288661 5 37 SH DFND 17 37 0 0 ISHARES TR 3-7 YR TR BD ETF 464288661 1847 14500 SH DFND 24 14500 0 0 ISHARES TR U.S. PFD STK ETF 464288687 1169 29300 SH DFND 15800 0 13500 ISHARES 10+ YR CR BD ETF 464289511 251 4000 SH DFND 24 4000 0 0 ISHARES TR CORE US TR BD 46429B267 16371 623900 SH DFND 24 0 0 623900 ISHARES TR CORE HIGH DV ETF 46429B663 1242 15120 SH DFND 17 15120 0 0 ISHARES TR MIN VOL USA ETF 46429B697 2054 44451 SH DFND 17 44451 0 0 ISHARES TR MIN VOL USA ETF 46429B697 25924 561000 SH DFND 25 561000 0 0 ISHARES TR USA QUALITY FCTR 46432F339 1766 26760 SH DFND 8000 0 18760 ISHARES TR USA QUALITY FCTR 46432F339 2172 32913 SH DFND 17 32913 0 0 ISHARES TR USA QUALITY FCTR 46432F339 22242 337000 SH DFND 25 337000 0 0 ISHARES TR USA VALUE FACTOR 46432F388 357 5800 SH DFND 0 0 5800 ISHARES TR USA VALUE FACTOR 46432F388 19999 324500 SH DFND 25 324500 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 1957 25613 SH DFND 17 25613 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 23837 312000 SH DFND 25 312000 0 0 ISHARES INC CORE MSCI EMKT 46434G103 753 18000 SH DFND 24 18000 0 0 ISHARES TR MSCI UTD KNGDM 46434V548 4657 303000 SH DFND 24 0 0 303000 ISHARES TR CUR HD EURZN ETF 46434V639 481 20000 SH DFND 24 20000 0 0 ISHARES TR HDG MSCI GERMN 46434V704 929 41000 SH DFND 24 41000 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3925 415760 SH DFND 21 415760 0 0 ITRON INC COM 465741106 367 8520 SH DFND 17 8520 0 0 J & J SNACK FOODS CORP COM 466032109 354 2970 SH DFND 17 2970 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 266 38800 SH DFND 17 0 0 38800 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 51636 52825000 PRN DFND 17 52825000 0 0 JPMORGAN CHASE & CO COM 46625H100 319167 5136251 SH DFND 3 5132251 0 4000 JPMORGAN CHASE & CO COM 46625H100 54679 879936 SH DFND 4 879936 0 0 JPMORGAN CHASE & CO COM 46625H100 189981 3057311 SH DFND 17 2988161 0 69150 JPMORGAN CHASE & CO COM 46625H100 2082 33500 SH DFND 20 33500 0 0 JPMORGAN CHASE & CO COM 46625H100 259659 4178608 SH DFND 21 3292879 0 885729 JPMORGAN CHASE & CO COM 46625H100 428 6882 SH DFND 25 6882 0 0 JPMORGAN CHASE & CO CALL 46625H900 19214 309200 SH Call DFND 4 309200 0 0 JPMORGAN CHASE & CO PUT 46625H950 212146 3414000 SH Put DFND 4 3414000 0 0 JABIL CIRCUIT INC COM 466313103 203 11005 SH DFND 4 11005 0 0 JABIL CIRCUIT INC COM 466313103 3148 170447 SH DFND 17 167540 0 2907 JABIL CIRCUIT INC COM 466313103 25811 1397455 SH DFND 21 852443 0 545012 JABIL CIRCUIT INC COM 466313103 14 756 SH DFND 25 756 0 0 JACK IN THE BOX INC COM 466367109 3102 36101 SH DFND 17 36101 0 0 JACK IN THE BOX INC COM 466367109 2019 23504 SH DFND 21 23504 0 0 JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1350 1000000 PRN DFND 17 1000000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 104172 96825000 PRN DFND 17 91345000 0 5480000 JD COM INC SPON ADR CL A 47215P106 1671 78697 SH DFND 17 48732 0 29965 JD COM INC SPON ADR CL A 47215P106 187 8787 SH DFND 21 8787 0 0 JETBLUE AIRWAYS CORP COM 477143101 5515 333059 SH DFND 17 119218 0 213841 JETBLUE AIRWAYS CORP COM 477143101 37643 2273138 SH DFND 21 1490198 0 782940 JETBLUE AIRWAYS CORP COM 477143101 69 4161 SH DFND 25 4161 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 744 36500 SH DFND 17 0 0 36500 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 544 26700 SH DFND 24 26700 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 19470 318040 SH DFND 17 264581 0 53459 JOHNSON & JOHNSON COM 478160104 175118 1443673 SH DFND 3 1443673 0 0 JOHNSON & JOHNSON COM 478160104 5751 47412 SH DFND 4 47412 0 0 JOHNSON & JOHNSON COM 478160104 168876 1392214 SH DFND 17 1078149 0 314065 JOHNSON & JOHNSON COM 478160104 388920 3206269 SH DFND 21 2191070 0 1015199 JOHNSON & JOHNSON COM 478160104 1904 15700 SH DFND 24 15700 0 0 JOHNSON & JOHNSON COM 478160104 673 5545 SH DFND 25 5545 0 0 JOHNSON & JOHNSON CALL 478160904 40126 330800 SH Call DFND 4 330800 0 0 JOHNSON & JOHNSON PUT 478160954 308842 2546100 SH Put DFND 4 2546100 0 0 JOHNSON CTLS INC COM 478366107 109313 2469800 SH DFND 17 2450900 0 18900 JOHNSON CTLS INC COM 478366107 4344 98152 SH DFND 21 9119 0 89033 JOHNSON CTLS INC CALL 478366907 2642 59700 SH Call DFND 4 59700 0 0 JOHNSON CTLS INC PUT 478366957 14269 322400 SH Put DFND 4 322400 0 0 JONES LANG LASALLE INC COM 48020Q107 390 4004 SH DFND 17 4004 0 0 JONES LANG LASALLE INC COM 48020Q107 1794 18413 SH DFND 21 17342 0 1071 JOY GLOBAL INC COM 481165108 484 22877 SH DFND 4 22877 0 0 JOY GLOBAL INC COM 481165108 27989 1324001 SH DFND 17 1239766 0 84235 JOY GLOBAL INC COM 481165108 106 5000 SH DFND 21 0 0 5000 J2 GLOBAL INC COM 48123V102 25961 410963 SH DFND 3 394385 0 16578 J2 GLOBAL INC COM 48123V102 19038 301383 SH DFND 17 237833 0 63550 J2 GLOBAL INC COM 48123V102 42590 674219 SH DFND 21 500625 0 173594 J2 GLOBAL INC COM 48123V102 107 1688 SH DFND 25 1688 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 26607 23665000 PRN DFND 17 20070000 0 3595000 JUNIPER NETWORKS INC COM 48203R104 5341 237500 SH DFND 3 237500 0 0 JUNIPER NETWORKS INC COM 48203R104 1614 71785 SH DFND 17 59638 0 12147 JUNIPER NETWORKS INC COM 48203R104 36643 1629314 SH DFND 21 943694 0 685620 JUNIPER NETWORKS INC COM 48203R104 71 3161 SH DFND 25 3161 0 0 JUNO THERAPEUTICS INC COM 48205A109 4507 117250 SH DFND 17 97685 0 19565 JUNO THERAPEUTICS INC COM 48205A109 1845 48000 SH DFND 24 48000 0 0 KAR AUCTION SVCS INC COM 48238T109 2411 57761 SH DFND 17 55786 0 1975 KAR AUCTION SVCS INC COM 48238T109 20836 499174 SH DFND 21 322340 0 176834 KAR AUCTION SVCS INC COM 48238T109 21 514 SH DFND 25 514 0 0 KBR INC COM 48242W106 41276 3117500 SH DFND 3 3043100 0 74400 KBR INC COM 48242W106 1461 110366 SH DFND 17 104576 0 5790 KBR INC COM 48242W106 597 45102 SH DFND 21 0 0 45102 KLA-TENCOR CORP COM 482480100 15257 208283 SH DFND 17 164402 0 43881 KLA-TENCOR CORP COM 482480100 21110 288190 SH DFND 21 288103 0 87 KKR & CO L P DEL COM UNITS 48248M102 2928 237300 SH DFND 3 237300 0 0 KKR & CO L P DEL COM UNITS 48248M102 157 12755 SH DFND 4 8311 0 4444 KT CORP SPONSORED ADR 48268K101 344 24157 SH DFND 21 24157 0 0 KADANT INC COM 48282T104 2616 50780 SH DFND 17 50780 0 0 KADANT INC COM 48282T104 661 12837 SH DFND 21 12837 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 25270 279499 SH DFND 17 197004 0 82495 KAISER ALUMINUM CORP COM PAR $0.01 483007704 4764 52694 SH DFND 21 50694 0 2000 KAMAN CORP COM 483548103 244 5745 SH DFND 17 5745 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 5322 59077 SH DFND 17 59077 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 541 6000 SH DFND 24 6000 0 0 KATE SPADE & CO COM 485865109 14660 711286 SH DFND 17 601226 0 110060 KATE SPADE & CO COM 485865109 68 3300 SH DFND 21 0 0 3300 KB HOME NOTE 1.375% 2/0 48666KAS8 30068 31485000 PRN DFND 17 31235000 0 250000 KELLOGG CO COM 487836108 5380 65887 SH DFND 17 65582 0 305 KELLOGG CO COM 487836108 3103 38000 SH DFND 24 38000 0 0 KELLOGG CO CALL 487836908 2988 36600 SH Call DFND 4 36600 0 0 KELLOGG CO PUT 487836958 19906 243800 SH Put DFND 4 243800 0 0 KELLY SVCS INC CL A 488152208 549 28953 SH DFND 17 2708 0 26245 KEYCORP NEW COM 493267108 12357 1118300 SH DFND 3 1118300 0 0 KEYCORP NEW COM 493267108 5904 534336 SH DFND 17 534336 0 0 KEYCORP NEW COM 493267108 9799 886806 SH DFND 21 873855 0 12951 KEYCORP NEW PUT 493267958 1105 100000 SH Put DFND 21 100000 0 0 KFORCE INC COM 493732101 1609 95245 SH DFND 17 95245 0 0 KILROY RLTY CORP COM 49427F108 9445 142487 SH DFND 4 142487 0 0 KILROY RLTY CORP COM 49427F108 16768 252955 SH DFND 17 208903 0 44052 KILROY RLTY CORP COM 49427F108 179 2700 SH DFND 21 0 0 2700 KIMBERLY CLARK CORP COM 494368103 587 4269 SH DFND 4 4269 0 0 KIMBERLY CLARK CORP COM 494368103 12213 88837 SH DFND 17 88837 0 0 KIMBERLY CLARK CORP COM 494368103 1303 9481 SH DFND 21 9481 0 0 KIMBERLY CLARK CORP CALL 494368903 7575 55100 SH Call DFND 4 55100 0 0 KIMBERLY CLARK CORP PUT 494368953 53383 388300 SH Put DFND 4 388300 0 0 KINDER MORGAN INC DEL COM 49456B101 763 40749 SH DFND 4 40749 0 0 KINDER MORGAN INC DEL PFD SER A 49456B200 99732 2041600 SH DFND 17 1900680 0 140920 KINDER MORGAN INC DEL CALL 49456B901 3774 201600 SH Call DFND 4 201600 0 0 KINDER MORGAN INC DEL PUT 49456B951 24903 1330300 SH Put DFND 4 1330300 0 0 KINDRED HEALTHCARE INC COM 494580103 12 1096 SH DFND 17 1096 0 0 KINDRED HEALTHCARE INC COM 494580103 475 42057 SH DFND 21 42057 0 0 KINROSS GOLD CORP COM NO PAR 496902404 9019 1847465 SH DFND 21 1847465 0 0 KIRBY CORP COM 497266106 16221 260000 SH DFND 4 260000 0 0 KIRKLANDS INC COM 497498105 3102 211338 SH DFND 17 206638 0 4700 KIRKLANDS INC COM 497498105 1105 75298 SH DFND 21 75298 0 0 KITE PHARMA INC COM 49803L109 2649 52981 SH DFND 17 52981 0 0 KITE PHARMA INC COM 49803L109 875 17500 SH DFND 24 17500 0 0 KNOLL INC COM NEW 498904200 740 30463 SH DFND 17 12888 0 17575 KNOLL INC COM NEW 498904200 1788 73660 SH DFND 21 69972 0 3688 KOHLS CORP COM 500255104 1652 43577 SH DFND 4 43577 0 0 KOHLS CORP COM 500255104 746 19678 SH DFND 17 19678 0 0 KOHLS CORP COM 500255104 8041 212044 SH DFND 21 148707 0 63337 KONA GRILL INC COM 50047H201 1552 144769 SH DFND 17 140497 0 4272 KOPPERS HOLDINGS INC COM 50060P106 4502 146495 SH DFND 17 146495 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 108225 4173726 SH DFND 3 2903815 0 1269911 KOREA ELECTRIC PWR SPONSORED ADR 500631106 23500 906285 SH DFND 17 906285 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 447 17251 SH DFND 21 9351 0 7900 KORN FERRY INTL COM NEW 500643200 36852 1780288 SH DFND 3 1744649 0 35639 KORN FERRY INTL COM NEW 500643200 903 43609 SH DFND 17 43609 0 0 KORN FERRY INTL COM NEW 500643200 2803 135416 SH DFND 21 130176 0 5240 KRAFT HEINZ CO COM 500754106 306 3460 SH DFND 17 0 0 3460 KRAFT HEINZ CO COM 500754106 34631 391400 SH DFND 20 391400 0 0 KRAFT HEINZ CO COM 500754106 721 8150 SH DFND 21 8150 0 0 KRAFT HEINZ CO CALL 500754906 9538 107800 SH Call DFND 4 107800 0 0 KRAFT HEINZ CO PUT 500754956 52884 597700 SH Put DFND 4 597700 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 257 9210 SH DFND 17 9210 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 955 34181 SH DFND 21 31767 0 2414 KROGER CO COM 501044101 12 335 SH DFND 3 335 0 0 KROGER CO COM 501044101 238 6464 SH DFND 4 6464 0 0 KROGER CO COM 501044101 136664 3714704 SH DFND 17 3405887 0 308817 KROGER CO COM 501044101 139138 3781940 SH DFND 21 2727220 0 1054720 KROGER CO COM 501044101 1766 48000 SH DFND 24 48000 0 0 KROGER CO COM 501044101 274 7448 SH DFND 25 7448 0 0 KROGER CO CALL 501044901 3204 87100 SH Call DFND 4 87100 0 0 KROGER CO PUT 501044951 24075 654400 SH Put DFND 4 654400 0 0 L BRANDS INC COM 501797104 5149 76695 SH DFND 4 76695 0 0 L BRANDS INC COM 501797104 1891 28172 SH DFND 17 28172 0 0 L BRANDS INC COM 501797104 23914 356231 SH DFND 21 356231 0 0 L BRANDS INC CALL 501797904 416 6200 SH Call DFND 4 6200 0 0 L BRANDS INC PUT 501797954 11942 177900 SH Put DFND 4 177900 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 61 5300 SH DFND 17 5300 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 209 18001 SH DFND 21 10253 0 7748 LHC GROUP INC COM 50187A107 358 8273 SH DFND 17 2438 0 5835 LHC GROUP INC COM 50187A107 1722 39794 SH DFND 21 0 0 39794 LGI HOMES INC COM 50187T106 11323 354515 SH DFND 17 349102 0 5413 LKQ CORP COM 501889208 78 2475 SH DFND 17 0 0 2475 LKQ CORP COM 501889208 2626 82844 SH DFND 21 73930 0 8914 LKQ CORP COM 501889208 5357 169000 SH DFND 24 169000 0 0 LSB INDS INC COM 502160104 1223 101248 SH DFND 17 94527 0 6721 LSI INDS INC COM 50216C108 1840 166201 SH DFND 17 155426 0 10775 L-3 COMMUNICATIONS HLDGS INC COM 502424104 823 5609 SH DFND 4 5609 0 0 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7065 441590 SH DFND 17 401321 0 40269 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2005 125300 SH DFND 24 125300 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 28878 221678 SH DFND 4 221678 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 43352 332789 SH DFND 17 273901 0 58888 LABORATORY CORP AMER HLDGS COM NEW 50540R409 52456 402668 SH DFND 21 335961 0 66707 LADDER CAP CORP CL A 505743104 96 7830 SH DFND 17 7830 0 0 LADDER CAP CORP CL A 505743104 208 17010 SH DFND 21 17010 0 0 LAM RESEARCH CORP COM 512807108 14816 176250 SH DFND 3 176250 0 0 LAM RESEARCH CORP COM 512807108 170912 2033212 SH DFND 17 1613159 0 420053 LAM RESEARCH CORP COM 512807108 71137 846261 SH DFND 21 609623 0 236638 LAM RESEARCH CORP COM 512807108 258 3069 SH DFND 25 3069 0 0 LAM RESEARCH CORP PUT 512807958 8784 104500 SH Put DFND 21 104500 0 0 LANCASTER COLONY CORP COM 513847103 302 2370 SH DFND 17 2370 0 0 LANDSTAR SYS INC COM 515098101 143 2085 SH DFND 17 2085 0 0 LANDSTAR SYS INC COM 515098101 99 1438 SH DFND 21 1438 0 0 LAREDO PETROLEUM INC COM 516806106 8953 854275 SH DFND 17 854275 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5964 252907 SH DFND 4 252907 0 0 LAUDER ESTEE COS INC CL A 518439104 2849 31306 SH DFND 4 31306 0 0 LAUDER ESTEE COS INC CL A 518439104 994 10926 SH DFND 17 10926 0 0 LAUDER ESTEE COS INC CL A 518439104 12108 133029 SH DFND 20 133029 0 0 LAUDER ESTEE COS INC CL A 518439104 124875 1371951 SH DFND 21 1127040 0 244911 LAUDER ESTEE COS INC CL A 518439104 428 4700 SH DFND 24 4700 0 0 LAUDER ESTEE COS INC CALL 518439904 3723 40900 SH Call DFND 4 40900 0 0 LAUDER ESTEE COS INC PUT 518439954 22846 251000 SH Put DFND 4 251000 0 0 LAYNE CHRISTENSEN CO COM 521050104 1290 159216 SH DFND 17 148890 0 10326 LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 6476 7875000 PRN DFND 17 7875000 0 0 LEAR CORP COM NEW 521865204 10323 101440 SH DFND 3 101440 0 0 LEAR CORP COM NEW 521865204 31788 312385 SH DFND 17 258034 0 54351 LEAR CORP COM NEW 521865204 55818 548530 SH DFND 21 330066 0 218464 LEAR CORP COM NEW 521865204 89 875 SH DFND 25 875 0 0 LEGG MASON INC COM 524901105 1639 55564 SH DFND 21 55564 0 0 LEIDOS HLDGS INC COM 525327102 3569 74563 SH DFND 21 71667 0 2896 LEMAITRE VASCULAR INC COM 525558201 4804 336656 SH DFND 17 326366 0 10290 LENDINGTREE INC NEW COM 52603B107 5947 67327 SH DFND 17 65750 0 1577 LENNAR CORP CL A 526057104 2857 61969 SH DFND 21 61969 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 28577 555000 SH DFND 4 555000 0 0 LEVEL 3 COMMUNICATIONS INC CALL 52729N908 319 6200 SH Call DFND 4 6200 0 0 LEXMARK INTL INC CL A 529771107 355 9397 SH DFND 4 9397 0 0 LEXMARK INTL INC CL A 529771107 950 25162 SH DFND 21 24750 0 412 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 105966 106635000 PRN DFND 17 99305000 0 7330000 LIFEPOINT HEALTH INC COM 53219L109 3296 50421 SH DFND 17 7121 0 43300 LIFEPOINT HEALTH INC COM 53219L109 3138 47998 SH DFND 21 44360 0 3638 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 15146 126991 SH DFND 17 106191 0 20800 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 119 1000 SH DFND 21 0 0 1000 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 30868 18250000 PRN DFND 17 15565000 0 2685000 LILLY ELI & CO COM 532457108 17949 227929 SH DFND 17 207650 0 20279 LILLY ELI & CO COM 532457108 16021 203436 SH DFND 21 178654 0 24782 LILLY ELI & CO COM 532457108 18 224 SH DFND 25 224 0 0 LILLY ELI & CO CALL 532457908 9269 117700 SH Call DFND 4 117700 0 0 LILLY ELI & CO PUT 532457958 60071 762800 SH Put DFND 4 762800 0 0 LINCOLN NATL CORP IND COM 534187109 5633 145300 SH DFND 3 145300 0 0 LINCOLN NATL CORP IND COM 534187109 7261 187285 SH DFND 17 187285 0 0 LINCOLN NATL CORP IND COM 534187109 29214 753512 SH DFND 21 573798 0 179714 LINEAR TECHNOLOGY CORP COM 535678106 284 6100 SH DFND 21 6100 0 0 LINKEDIN CORP COM CL A 53578A108 11875 62746 SH DFND 4 62746 0 0 LINKEDIN CORP COM CL A 53578A108 3703 19565 SH DFND 17 11760 0 7805 LINKEDIN CORP COM CL A 53578A108 23748 125485 SH DFND 21 125485 0 0 LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 49064 49710000 PRN DFND 17 49265000 0 445000 LIONBRIDGE TECHNOLOGIES INC COM 536252109 60 15305 SH DFND 21 15305 0 0 LIQUIDITY SERVICES INC COM 53635B107 148 18940 SH DFND 17 0 0 18940 LITTELFUSE INC COM 537008104 1048 8868 SH DFND 21 0 0 8868 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 46860 46685000 PRN DFND 17 39730000 0 6955000 LIVEPERSON INC COM 538146101 590 93000 SH DFND 17 0 0 93000 LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 157111 160317000 PRN DFND 4 157317000 0 3000000 LOCKHEED MARTIN CORP COM 539830109 4095 16500 SH DFND 3 16500 0 0 LOCKHEED MARTIN CORP COM 539830109 70276 283176 SH DFND 17 270249 0 12927 LOCKHEED MARTIN CORP COM 539830109 45390 182900 SH DFND 20 182900 0 0 LOCKHEED MARTIN CORP COM 539830109 521 2100 SH DFND 21 2100 0 0 LOCKHEED MARTIN CORP CALL 539830909 10746 43300 SH Call DFND 4 43300 0 0 LOCKHEED MARTIN CORP PUT 539830959 83633 337000 SH Put DFND 4 337000 0 0 LOEWS CORP COM 540424108 561 13662 SH DFND 4 13662 0 0 LOGMEIN INC COM 54142L109 2694 42468 SH DFND 17 42468 0 0 LOWES COS INC COM 548661107 4308 54420 SH DFND 4 54420 0 0 LOWES COS INC COM 548661107 6779 85627 SH DFND 17 65741 0 19886 LOWES COS INC COM 548661107 50472 637512 SH DFND 21 616029 0 21483 LOWES COS INC CALL 548661907 6072 76700 SH Call DFND 4 76700 0 0 LOWES COS INC PUT 548661957 79368 1002500 SH Put DFND 4 1002500 0 0 LUMENTUM HLDGS INC COM 55024U109 1831 75645 SH DFND 17 75645 0 0 LUMENTUM HLDGS INC COM 55024U109 429 17718 SH DFND 21 17718 0 0 LUMINEX CORP DEL COM 55027E102 230 11365 SH DFND 17 0 0 11365 LYDALL INC DEL COM 550819106 2794 72465 SH DFND 17 72465 0 0 LYDALL INC DEL COM 550819106 335 8683 SH DFND 21 8683 0 0 LYON WILLIAM HOMES CL A NEW 552074700 17681 1096856 SH DFND 17 947309 0 149547 LYON WILLIAM HOMES CL A NEW 552074700 144 8950 SH DFND 21 0 0 8950 M & T BK CORP COM 55261F104 1109 9382 SH DFND 4 9382 0 0 M & T BK CORP COM 55261F104 2889 24439 SH DFND 21 24439 0 0 M & T BK CORP CALL 55261F904 2376 20100 SH Call DFND 4 20100 0 0 M & T BK CORP PUT 55261F954 18763 158700 SH Put DFND 4 158700 0 0 MB FINANCIAL INC NEW COM 55264U108 537 14792 SH DFND 21 14792 0 0 MDU RES GROUP INC COM 552690109 16843 701811 SH DFND 17 584642 0 117169 MDU RES GROUP INC COM 552690109 132 5500 SH DFND 21 0 0 5500 MFA FINL INC COM 55272X102 4767 655753 SH DFND 17 588943 0 66810 MFA FINL INC COM 55272X102 12023 1653791 SH DFND 21 801152 0 852639 MGIC INVT CORP WIS COM 552848103 6514 1094765 SH DFND 17 903057 0 191708 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 37382 36205000 PRN DFND 17 36205000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2389 105548 SH DFND 4 92971 0 12577 MGM RESORTS INTERNATIONAL COM 552953101 43565 1925110 SH DFND 17 1925110 0 0 MGP INGREDIENTS INC NEW COM 55303J106 2036 53256 SH DFND 17 53256 0 0 M/I HOMES INC COM 55305B101 2026 107606 SH DFND 17 107606 0 0 MKS INSTRUMENT INC COM 55306N104 441 10249 SH DFND 17 10249 0 0 MKS INSTRUMENT INC COM 55306N104 2321 53897 SH DFND 21 46845 0 7052 MSC INDL DIRECT INC CL A 553530106 56 790 SH DFND 17 790 0 0 MSC INDL DIRECT INC CL A 553530106 191 2700 SH DFND 21 2700 0 0 MSCI INC COM 55354G100 635 8234 SH DFND 17 8234 0 0 MSCI INC COM 55354G100 2782 36078 SH DFND 21 33854 0 2224 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 4605 139626 SH DFND 17 113051 0 26575 MACQUARIE INFRASTRUCTURE COR COM 55608B105 23023 310909 SH DFND 17 259368 0 51541 MACQUARIE INFRASTRUCTURE COR COM 55608B105 11478 155002 SH DFND 21 151952 0 3050 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 49551 43850000 PRN DFND 17 37630000 0 6220000 MACROGENICS INC COM 556099109 3341 123800 SH DFND 17 123800 0 0 MACYS INC COM 55616P104 11 320 SH DFND 3 320 0 0 MACYS INC COM 55616P104 24913 741251 SH DFND 4 734875 0 6376 MACYS INC COM 55616P104 44840 1334136 SH DFND 17 1323982 0 10154 MACYS INC COM 55616P104 14268 424509 SH DFND 21 376178 0 48331 MACYS INC COM 55616P104 19 563 SH DFND 25 563 0 0 MAGELLAN HEALTH INC COM NEW 559079207 1261 19175 SH DFND 17 19175 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7114 93600 SH DFND 3 93600 0 0 MAGNA INTL INC COM 559222401 65310 1870300 SH DFND 3 1397500 0 472800 MAGNA INTL INC COM 559222401 27161 777832 SH DFND 17 633886 0 143946 MAGNA INTL INC COM 559222401 62920 1801868 SH DFND 21 1293176 0 508692 MAGNA INTL INC COM 559222401 157 4489 SH DFND 25 4489 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1213 54998 SH DFND 17 12253 0 42745 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1371 62167 SH DFND 21 51162 0 11005 MANHATTAN ASSOCS INC COM 562750109 12884 200902 SH DFND 17 168210 0 32692 MANHATTAN ASSOCS INC COM 562750109 297 4626 SH DFND 21 4626 0 0 MANPOWERGROUP INC COM 56418H100 5205 80900 SH DFND 3 80900 0 0 MANPOWERGROUP INC COM 56418H100 308 4782 SH DFND 21 4782 0 0 MANULIFE FINL CORP COM 56501R106 32150 2362940 SH DFND 3 1613040 0 749900 MANULIFE FINL CORP COM 56501R106 74 5436 SH DFND 4 5436 0 0 MANULIFE FINL CORP COM 56501R106 6979 512936 SH DFND 17 508274 0 4662 MANULIFE FINL CORP COM 56501R106 18898 1388981 SH DFND 21 1319708 0 69273 MANULIFE FINL CORP COM 56501R106 16 1208 SH DFND 25 1208 0 0 MARATHON OIL CORP COM 565849106 1417 94375 SH DFND 4 94375 0 0 MARATHON OIL CORP COM 565849106 3016 200941 SH DFND 21 200941 0 0 MARATHON PETE CORP COM 56585A102 5702 150200 SH DFND 3 150200 0 0 MARATHON PETE CORP COM 56585A102 2614 68866 SH DFND 4 68866 0 0 MARATHON PETE CORP COM 56585A102 17700 466280 SH DFND 17 275265 0 191015 MARATHON PETE CORP COM 56585A102 48757 1284437 SH DFND 21 918914 0 365523 MARATHON PETE CORP COM 56585A102 493 13000 SH DFND 24 13000 0 0 MARATHON PETE CORP COM 56585A102 149 3932 SH DFND 25 3932 0 0 MARATHON PETE CORP CALL 56585A902 1898 50000 SH Call DFND 4 50000 0 0 MARATHON PETE CORP PUT 56585A952 14303 376800 SH Put DFND 4 376800 0 0 MARCUS & MILLICHAP INC COM 566324109 268 10542 SH DFND 17 10542 0 0 MARCUS & MILLICHAP INC COM 566324109 960 37796 SH DFND 21 37796 0 0 MARCUS CORP COM 566330106 188 8925 SH DFND 17 3770 0 5155 MARCUS CORP COM 566330106 352 16680 SH DFND 21 13325 0 3355 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4843 70706 SH DFND 17 57229 0 13477 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 19465 284205 SH DFND 21 171744 0 112461 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 65 954 SH DFND 25 954 0 0 MARSH & MCLENNAN COS INC COM 571748102 6585 96181 SH DFND 21 96181 0 0 MARSH & MCLENNAN COS INC CALL 571748902 3964 57900 SH Call DFND 4 57900 0 0 MARSH & MCLENNAN COS INC PUT 571748952 26768 391000 SH Put DFND 4 391000 0 0 MASCO CORP COM 574599106 100 3245 SH DFND 17 0 0 3245 MASCO CORP COM 574599106 1078 34827 SH DFND 21 34827 0 0 MASIMO CORP COM 574795100 2016 38382 SH DFND 17 24157 0 14225 MASIMO CORP COM 574795100 2726 51910 SH DFND 21 36988 0 14922 MASTEC INC COM 576323109 19170 858876 SH DFND 17 728617 0 130259 MASTEC INC COM 576323109 167 7500 SH DFND 21 0 0 7500 MASTERCARD INC CL A 57636Q104 31144 353671 SH DFND 4 353671 0 0 MASTERCARD INC CL A 57636Q104 58126 660075 SH DFND 17 498116 0 161959 MASTERCARD INC CL A 57636Q104 2730 31000 SH DFND 21 31000 0 0 MASTERCARD INC CALL 57636Q904 10928 124100 SH Call DFND 4 124100 0 0 MASTERCARD INC PUT 57636Q954 81905 930100 SH Put DFND 4 930100 0 0 MATADOR RES CO COM 576485205 11826 597293 SH DFND 17 516149 0 81144 MATADOR RES CO COM 576485205 119 6000 SH DFND 21 0 0 6000 MATRIX SVC CO COM 576853105 126 7660 SH DFND 17 895 0 6765 MATRIX SVC CO COM 576853105 961 58303 SH DFND 21 58303 0 0 MATSON INC COM 57686G105 371 11479 SH DFND 17 11479 0 0 MATSON INC COM 57686G105 1874 58037 SH DFND 21 49298 0 8739 MATTEL INC COM 577081102 154316 4931798 SH DFND 3 4927658 0 4140 MATTEL INC COM 577081102 332 10608 SH DFND 4 10608 0 0 MATTEL INC COM 577081102 51390 1642393 SH DFND 17 1448876 0 193517 MATTEL INC COM 577081102 422 13494 SH DFND 21 13494 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 17526 491057 SH DFND 17 373622 0 117435 MAXIM INTEGRATED PRODS INC COM 57772K101 2503 70143 SH DFND 21 70143 0 0 MAXLINEAR INC CL A 57776J100 7000 389320 SH DFND 17 386525 0 2795 MAXLINEAR INC CL A 57776J100 2814 156487 SH DFND 21 149380 0 7107 MCCLATCHY CO CL A NEW 579489303 3525 241104 SH DFND 4 241104 0 0 MCDERMOTT INTL INC COM 580037109 3166 640923 SH DFND 17 640923 0 0 MCDONALDS CORP COM 580135101 25045 208117 SH DFND 4 208117 0 0 MCDONALDS CORP COM 580135101 160886 1336926 SH DFND 17 1195509 0 141417 MCDONALDS CORP COM 580135101 3645 30286 SH DFND 20 30286 0 0 MCDONALDS CORP COM 580135101 24991 207666 SH DFND 21 132490 0 75176 MCDONALDS CORP COM 580135101 132 1100 SH DFND 24 1100 0 0 MCDONALDS CORP CALL 580135901 14296 118800 SH Call DFND 4 118800 0 0 MCDONALDS CORP PUT 580135951 155720 1294000 SH Put DFND 4 1294000 0 0 MCGRATH RENTCORP COM 580589109 19872 649614 SH DFND 3 608507 0 41107 MCGRATH RENTCORP COM 580589109 1384 45255 SH DFND 17 33365 0 11890 MCGRATH RENTCORP COM 580589109 193 6307 SH DFND 21 0 0 6307 MCKESSON CORP COM 58155Q103 11101 59475 SH DFND 3 59475 0 0 MCKESSON CORP COM 58155Q103 2878 15417 SH DFND 4 15417 0 0 MCKESSON CORP COM 58155Q103 135685 726950 SH DFND 17 717584 0 9366 MCKESSON CORP COM 58155Q103 79733 427181 SH DFND 21 268404 0 158777 MCKESSON CORP COM 58155Q103 239 1279 SH DFND 25 1279 0 0 MCKESSON CORP CALL 58155Q903 5264 28200 SH Call DFND 4 28200 0 0 MCKESSON CORP PUT 58155Q953 58272 312200 SH Put DFND 4 312200 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 1269 13982 SH DFND 21 13982 0 0 MEAD JOHNSON NUTRITION CO PUT 582839956 2632 29000 SH Put DFND 4 29000 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 40929 2690900 SH DFND 3 2612000 0 78900 MEDICINES CO COM 584688105 2810 83545 SH DFND 17 61700 0 21845 MEDICINES CO COM 584688105 629 18700 SH DFND 24 18700 0 0 MEDICINES CO DBCV 1.375% 6/0 584688AC9 21706 15815000 PRN DFND 17 15735000 0 80000 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 13172 12135000 PRN DFND 17 10255000 0 1880000 MEDNAX INC COM 58502B106 3797 52427 SH DFND 17 48295 0 4132 MEDNAX INC COM 58502B106 33472 462135 SH DFND 21 379960 0 82175 MEDNAX INC COM 58502B106 78 1075 SH DFND 25 1075 0 0 MEETME INC COM 585141104 1179 221289 SH DFND 17 0 0 221289 MENTOR GRAPHICS CORP COM 587200106 42575 2002581 SH DFND 3 1951513 0 51068 MENTOR GRAPHICS CORP COM 587200106 1858 87386 SH DFND 17 52616 0 34770 MENTOR GRAPHICS CORP COM 587200106 9553 449327 SH DFND 21 356289 0 93038 MERCER INTL INC COM 588056101 1164 145878 SH DFND 17 145878 0 0 MERCER INTL INC COM 588056101 847 106141 SH DFND 21 106141 0 0 MERCK & CO INC COM 58933Y105 4136 71800 SH DFND 3 71800 0 0 MERCK & CO INC COM 58933Y105 1244 21592 SH DFND 4 21592 0 0 MERCK & CO INC COM 58933Y105 73640 1278247 SH DFND 17 1171694 0 106553 MERCK & CO INC COM 58933Y105 67415 1170199 SH DFND 21 924051 0 246148 MERCK & CO INC COM 58933Y105 1498 26000 SH DFND 24 26000 0 0 MERCK & CO INC COM 58933Y105 38 657 SH DFND 25 657 0 0 MERCK & CO INC CALL 58933Y905 20947 363600 SH Call DFND 4 363600 0 0 MERCK & CO INC PUT 58933Y955 103571 1797800 SH Put DFND 4 1797800 0 0 MEREDITH CORP COM 589433101 47063 906622 SH DFND 3 883022 0 23600 MEREDITH CORP COM 589433101 2307 44437 SH DFND 17 44437 0 0 MEREDITH CORP COM 589433101 5885 113372 SH DFND 21 102040 0 11332 MERIDIAN BIOSCIENCE INC COM 589584101 124 6365 SH DFND 17 6365 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 72 3700 SH DFND 21 3700 0 0 MERIDIAN BANCORP INC MD COM 58958U103 2845 192475 SH DFND 17 192475 0 0 MERIT MED SYS INC COM 589889104 388 19585 SH DFND 17 0 0 19585 MERITOR INC NOTE 7.875% 3/0 59001KAC4 18595 17250000 PRN DFND 17 17250000 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 377 70016 SH DFND 17 70016 0 0 MERRIMACK PHARMACEUTICALS IN COM 590328100 135 25000 SH DFND 24 25000 0 0 MESA LABS INC COM 59064R109 3347 27212 SH DFND 17 26605 0 607 METALDYNE PERFORMANCE GROUP COM 59116R107 519 37719 SH DFND 21 37719 0 0 METHODE ELECTRS INC COM 591520200 42068 1228990 SH DFND 3 1195474 0 33516 METHODE ELECTRS INC COM 591520200 280 8190 SH DFND 17 0 0 8190 METLIFE INC COM 59156R108 297798 7476715 SH DFND 3 7469915 0 6800 METLIFE INC COM 59156R108 17379 436333 SH DFND 4 436333 0 0 METLIFE INC COM 59156R108 78273 1965181 SH DFND 17 1955184 0 9997 METLIFE INC COM 59156R108 39988 1003977 SH DFND 21 752498 0 251479 METLIFE INC COM 59156R108 103 2591 SH DFND 25 2591 0 0 METLIFE INC CALL 59156R908 5971 149900 SH Call DFND 4 149900 0 0 METLIFE INC PUT 59156R958 40826 1025000 SH Put DFND 4 1025000 0 0 MICHAELS COS INC COM 59408Q106 10164 357399 SH DFND 17 287974 0 69425 MICROSOFT CORP COM 594918104 26875 525217 SH DFND 4 525217 0 0 MICROSOFT CORP COM 594918104 553718 10821143 SH DFND 17 9100240 0 1720903 MICROSOFT CORP COM 594918104 10333 201932 SH DFND 20 201932 0 0 MICROSOFT CORP COM 594918104 475997 9302264 SH DFND 21 7257244 0 2045020 MICROSOFT CORP COM 594918104 400 7810 SH DFND 25 7810 0 0 MICROSOFT CORP CALL 594918904 52490 1025800 SH Call DFND 4 1025800 0 0 MICROSOFT CORP CALL 594918904 25585 500000 SH Call DFND 17 500000 0 0 MICROSOFT CORP PUT 594918954 292370 5713700 SH Put DFND 4 5713700 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 47575 937263 SH DFND 17 701682 0 235581 MICROCHIP TECHNOLOGY INC COM 595017104 102792 2025066 SH DFND 21 1768355 0 256711 MICROCHIP TECHNOLOGY INC COM 595017104 492 9700 SH DFND 24 9700 0 0 MICROCHIP TECHNOLOGY INC PUT 595017954 2406 47400 SH Put DFND 21 47400 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 137276 123375000 PRN DFND 17 115360000 0 8015000 MICRON TECHNOLOGY INC COM 595112103 19622 1426024 SH DFND 17 924683 0 501341 MICRON TECHNOLOGY INC COM 595112103 22319 1621985 SH DFND 21 1621985 0 0 MICRON TECHNOLOGY INC PUT 595112953 279 20300 SH Put DFND 4 20300 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 14713 10200000 PRN DFND 17 8550000 0 1650000 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 129361 172251000 PRN DFND 17 162511000 0 9740000 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 751 1000000 PRN DFND 21 1000000 0 0 MICROSEMI CORP COM 595137100 18165 555855 SH DFND 17 471090 0 84765 MICROSEMI CORP COM 595137100 1353 41389 SH DFND 21 35488 0 5901 MID-AMER APT CMNTYS INC COM 59522J103 6565 61700 SH DFND 3 61700 0 0 MID-AMER APT CMNTYS INC COM 59522J103 7994 75127 SH DFND 4 75127 0 0 MID-AMER APT CMNTYS INC COM 59522J103 207 1947 SH DFND 17 1947 0 0 MIDDLEBY CORP COM 596278101 12842 111431 SH DFND 17 86673 0 24758 MIDDLEBY CORP COM 596278101 104 900 SH DFND 21 0 0 900 MILLER HERMAN INC COM 600544100 680 22750 SH DFND 17 11775 0 10975 MINERALS TECHNOLOGIES INC COM 603158106 136 2394 SH DFND 17 2394 0 0 MINERALS TECHNOLOGIES INC COM 603158106 1275 22454 SH DFND 21 22454 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 1137 256665 SH DFND 21 0 0 256665 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 5174 624841 SH DFND 17 605441 0 19400 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6166 744632 SH DFND 21 724358 0 20274 MODEL N INC COM 607525102 3373 252663 SH DFND 17 246112 0 6551 MODINE MFG CO COM 607828100 1763 200331 SH DFND 17 164936 0 35395 MOHAWK INDS INC COM 608190104 23340 122995 SH DFND 17 115915 0 7080 MOHAWK INDS INC COM 608190104 13545 71381 SH DFND 21 69408 0 1973 MOLINA HEALTHCARE INC NOTE 1.125% 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SH DFND 17 0 0 133179 ONEOK INC NEW COM 682680103 6050 127498 SH DFND 21 127498 0 0 OPEN TEXT CORP COM 683715106 40939 696001 SH DFND 3 496401 0 199600 OPEN TEXT CORP COM 683715106 9881 167985 SH DFND 17 148485 0 19500 OPEN TEXT CORP COM 683715106 4569 77673 SH DFND 21 28625 0 49048 OPHTHOTECH CORP COM 683745103 13179 258267 SH DFND 17 219402 0 38865 OPHTHOTECH CORP COM 683745103 5001 98000 SH DFND 24 98000 0 0 ORACLE CORP COM 68389X105 217250 5307854 SH DFND 17 4985034 0 322820 ORACLE CORP COM 68389X105 13923 340174 SH DFND 21 339174 0 1000 ORACLE CORP CALL 68389X905 30018 733400 SH Call DFND 4 733400 0 0 ORACLE CORP PUT 68389X955 87377 2134800 SH Put DFND 4 2134800 0 0 OPUS BK IRVINE CALIF COM 684000102 69 2050 SH DFND 17 2050 0 0 OPUS BK IRVINE CALIF COM 684000102 185 5482 SH DFND 21 5482 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 398 67420 SH DFND 17 41405 0 26015 ORBITAL ATK INC COM 68557N103 54135 635840 SH DFND 3 624335 0 11505 ORBITAL ATK INC COM 68557N103 9001 105721 SH DFND 17 88236 0 17485 ORCHIDS PAPER PRODS CO DEL COM 68572N104 3969 111596 SH DFND 17 100749 0 10847 ORCHIDS PAPER PRODS CO DEL COM 68572N104 32 913 SH DFND 21 913 0 0 OUTERWALL INC COM 690070107 649 15463 SH DFND 21 15463 0 0 OUTFRONT MEDIA INC COM 69007J106 1231 50944 SH DFND 4 50944 0 0 OWENS & MINOR INC NEW COM 690732102 21138 565500 SH DFND 3 552800 0 12700 OWENS & MINOR INC NEW COM 690732102 341 9116 SH DFND 17 9116 0 0 OWENS & MINOR INC NEW COM 690732102 7060 188862 SH DFND 21 46821 0 142041 OWENS CORNING NEW COM 690742101 4781 92794 SH DFND 17 2170 0 90624 OWENS CORNING NEW COM 690742101 27380 531442 SH DFND 21 272623 0 258819 OWENS ILL INC COM NEW 690768403 13407 744433 SH DFND 17 616281 0 128152 OWENS ILL INC COM NEW 690768403 126 7000 SH DFND 21 0 0 7000 OXFORD INDS INC COM 691497309 9211 162674 SH DFND 17 142324 0 20350 OXFORD INDS INC COM 691497309 119 2100 SH DFND 21 0 0 2100 PDVWIRELESS INC COM 69290R104 32085 1500000 SH DFND 4 1500000 0 0 P A M TRANSN SVCS INC COM 693149106 608 38264 SH DFND 17 35951 0 2313 PBF ENERGY INC CL A 69318G106 1912 80398 SH DFND 17 53573 0 26825 PBF ENERGY INC CL A 69318G106 10181 428145 SH DFND 21 404402 0 23743 PBF ENERGY INC CL A 69318G106 15 631 SH DFND 25 631 0 0 P C CONNECTION COM 69318J100 926 38907 SH DFND 21 38907 0 0 PDC ENERGY INC COM 69327R101 16822 292003 SH DFND 17 292003 0 0 PDC ENERGY INC COM 69327R101 1844 32000 SH DFND 24 32000 0 0 PDF SOLUTIONS INC COM 693282105 3492 249599 SH DFND 17 243386 0 6213 PDL BIOPHARMA INC COM 69329Y104 380 121045 SH DFND 17 121045 0 0 PDL BIOPHARMA INC COM 69329Y104 785 250124 SH DFND 21 235039 0 15085 PG&E CORP COM 69331C108 3978 62238 SH DFND 4 62238 0 0 PG&E CORP COM 69331C108 34688 542675 SH DFND 17 381403 0 161272 PG&E CORP COM 69331C108 107311 1678836 SH DFND 21 1203326 0 475510 PG&E CORP COM 69331C108 317 4959 SH DFND 25 4959 0 0 PG&E CORP CALL 69331C908 2231 34900 SH Call DFND 4 34900 0 0 PG&E CORP PUT 69331C958 19476 304700 SH Put DFND 4 304700 0 0 PHH CORP COM NEW 693320202 74573 5598554 SH DFND 4 5598554 0 0 PICO HLDGS INC COM NEW 693366205 5153 544713 SH DFND 4 544713 0 0 PGT INC COM 69336V101 1770 171805 SH DFND 17 171805 0 0 PNC FINL SVCS GROUP INC COM 693475105 147658 1814202 SH DFND 3 1812602 0 1600 PNC FINL SVCS GROUP INC COM 693475105 12766 156855 SH DFND 4 156855 0 0 PNC FINL SVCS GROUP INC COM 693475105 48461 595412 SH DFND 17 589981 0 5431 PNC FINL SVCS GROUP INC COM 693475105 35138 431724 SH DFND 21 349474 0 82250 PNC FINL SVCS GROUP INC COM 693475105 115 1408 SH DFND 25 1408 0 0 PNC FINL SVCS GROUP INC CALL 693475905 4916 60400 SH Call DFND 4 60400 0 0 PNC FINL SVCS GROUP INC PUT 693475955 38213 469500 SH Put DFND 4 469500 0 0 POSCO SPONSORED ADR 693483109 279 6266 SH DFND 21 6266 0 0 PNM RES INC COM 69349H107 3041 85808 SH DFND 17 85808 0 0 PNM RES INC COM 69349H107 972 27428 SH DFND 21 25444 0 1984 PPG INDS INC COM 693506107 6124 58800 SH DFND 3 58800 0 0 PPG INDS INC COM 693506107 7633 73292 SH DFND 4 73292 0 0 PPG INDS INC COM 693506107 9082 87197 SH DFND 17 87197 0 0 PPG INDS INC COM 693506107 10257 98483 SH DFND 20 98483 0 0 PPG INDS INC COM 693506107 22846 219357 SH DFND 21 219357 0 0 PPG INDS INC COM 693506107 989 9500 SH DFND 24 9500 0 0 PPG INDS INC CALL 693506907 2885 27700 SH Call DFND 4 27700 0 0 PPG INDS INC PUT 693506957 35130 337300 SH Put DFND 4 337300 0 0 PPL CORP COM 69351T106 10997 291300 SH DFND 3 291300 0 0 PPL CORP COM 69351T106 10247 271454 SH DFND 4 271454 0 0 PPL CORP COM 69351T106 929 24615 SH DFND 17 24615 0 0 PPL CORP COM 69351T106 5842 154745 SH DFND 21 141478 0 13267 PPL CORP CALL 69351T906 3197 84700 SH Call DFND 4 84700 0 0 PPL CORP PUT 69351T956 13103 347100 SH Put DFND 4 347100 0 0 PRA HEALTH SCIENCES INC COM 69354M108 1520 36400 SH DFND 17 20260 0 16140 PS BUSINESS PKS INC CALIF COM 69360J107 410 3864 SH DFND 21 3864 0 0 PTC INC COM 69370C100 10967 291833 SH DFND 17 243463 0 48370 PTC INC COM 69370C100 105 2800 SH DFND 21 0 0 2800 PACCAR INC COM 693718108 3313 63866 SH DFND 4 63866 0 0 PACCAR INC COM 693718108 1751 33749 SH DFND 17 33749 0 0 PACCAR INC COM 693718108 17445 336321 SH DFND 21 300407 0 35914 PACCAR INC CALL 693718908 2376 45800 SH Call DFND 4 45800 0 0 PACCAR INC PUT 693718958 12283 236800 SH Put DFND 4 236800 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 1019 64877 SH DFND 17 60763 0 4114 PACIFIC PREMIER BANCORP COM 69478X105 3361 140041 SH DFND 17 140041 0 0 PACKAGING CORP AMER COM 695156109 7195 107500 SH DFND 3 107500 0 0 PACKAGING CORP AMER COM 695156109 2552 38124 SH DFND 17 36329 0 1795 PACKAGING CORP AMER COM 695156109 26593 397324 SH DFND 21 397324 0 0 PACWEST BANCORP DEL COM 695263103 1932 48556 SH DFND 21 48556 0 0 PALO ALTO NETWORKS INC COM 697435105 56132 457698 SH DFND 17 367111 0 90587 PALO ALTO NETWORKS INC COM 697435105 15833 129100 SH DFND 20 129100 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 1803 1410000 PRN DFND 17 1160000 0 250000 PAMPA ENERGIA S A SPONS ADR LVL I 697660207 550 20099 SH DFND 21 20099 0 0 PANDORA MEDIA INC COM 698354107 631 50715 SH DFND 17 0 0 50715 PAREXEL INTL CORP COM 699462107 1184 18824 SH DFND 21 18824 0 0 PARK CITY GROUP INC COM NEW 700215304 1234 137540 SH DFND 17 128696 0 8844 PARK OHIO HLDGS CORP COM 700666100 10998 388896 SH DFND 3 388896 0 0 PARK OHIO HLDGS CORP COM 700666100 18 626 SH DFND 17 626 0 0 PARK STERLING CORP COM 70086Y105 1334 188160 SH DFND 17 176160 0 12000 PARKER HANNIFIN CORP COM 701094104 5973 55280 SH DFND 17 20485 0 34795 PARKER HANNIFIN CORP COM 701094104 238 2200 SH DFND 21 2200 0 0 PARKER HANNIFIN CORP PUT 701094954 324 3000 SH Put DFND 4 3000 0 0 PARSLEY ENERGY INC CL A 701877102 9834 363402 SH DFND 17 363402 0 0 PARSLEY ENERGY INC CL A 701877102 1028 38000 SH DFND 24 38000 0 0 PARTY CITY HOLDCO INC COM 702149105 9 615 SH DFND 17 615 0 0 PARTY CITY HOLDCO INC COM 702149105 221 15869 SH DFND 21 15869 0 0 PATRICK INDS INC COM 703343103 15885 263479 SH DFND 17 221401 0 42078 PATRICK INDS INC COM 703343103 4508 74780 SH DFND 21 36103 0 38677 PATTERSON UTI ENERGY INC COM 703481101 7969 373758 SH DFND 17 373758 0 0 PATTERSON UTI ENERGY INC COM 703481101 14 638 SH DFND 21 638 0 0 PATTERSON UTI ENERGY INC COM 703481101 1364 64000 SH DFND 24 64000 0 0 PAYCHEX INC COM 704326107 10589 177962 SH DFND 17 108826 0 69136 PAYCHEX INC COM 704326107 292 4900 SH DFND 21 4900 0 0 PAYCHEX INC CALL 704326907 1541 25900 SH Call DFND 4 25900 0 0 PAYCHEX INC PUT 704326957 7134 119900 SH Put DFND 4 119900 0 0 PAYCOM SOFTWARE INC COM 70432V102 41993 971844 SH DFND 17 799919 0 171925 PAYLOCITY HLDG CORP COM 70438V106 13668 316379 SH DFND 17 277367 0 39012 PAYLOCITY HLDG CORP COM 70438V106 114 2650 SH DFND 21 0 0 2650 PAYPAL HLDGS INC COM 70450Y103 5515 151059 SH DFND 4 151059 0 0 PAYPAL HLDGS INC COM 70450Y103 16669 456559 SH DFND 17 338974 0 117585 PAYPAL HLDGS INC COM 70450Y103 1381 37838 SH DFND 21 37838 0 0 PAYPAL HLDGS INC CALL 70450Y903 5002 137000 SH Call DFND 4 137000 0 0 PAYPAL HLDGS INC PUT 70450Y953 34586 947300 SH Put DFND 4 947300 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1517 70705 SH DFND 17 50705 0 20000 PENSKE AUTOMOTIVE GRP INC COM 70959W103 2715 86300 SH DFND 3 86300 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 725 23056 SH DFND 17 23056 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 4177 132786 SH DFND 21 120645 0 12141 PEOPLES UNITED FINANCIAL INC COM 712704105 255 17405 SH DFND 4 17405 0 0 PEPSICO INC COM 713448108 214117 2021116 SH DFND 17 1808620 0 212496 PEPSICO INC COM 713448108 3570 33700 SH DFND 20 33700 0 0 PEPSICO INC COM 713448108 7717 72839 SH DFND 21 60093 0 12746 PEPSICO INC COM 713448108 468 4420 SH DFND 24 4420 0 0 PEPSICO INC CALL 713448908 29367 277200 SH Call DFND 4 277200 0 0 PEPSICO INC PUT 713448958 169928 1604000 SH Put DFND 4 1604000 0 0 PERFICIENT INC COM 71375U101 140 6910 SH DFND 17 0 0 6910 PERFICIENT INC COM 71375U101 769 37845 SH DFND 21 37845 0 0 PERKINELMER INC COM 714046109 5813 110902 SH DFND 17 90402 0 20500 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8249 134225 SH DFND 17 113925 0 20300 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8644 140639 SH DFND 21 140639 0 0 PETMED EXPRESS INC COM 716382106 470 25055 SH DFND 17 18253 0 6802 PETMED EXPRESS INC COM 716382106 3533 188334 SH DFND 21 77350 0 110984 PETMED EXPRESS INC COM 716382106 33 1770 SH DFND 25 1770 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 212 3124 SH DFND 21 3124 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 409 70329 SH DFND 21 70329 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 638 89051 SH DFND 21 89051 0 0 PFENEX INC COM 717071104 1541 184074 SH DFND 17 178806 0 5268 PFIZER INC COM 717081103 162436 4613344 SH DFND 3 4613344 0 0 PFIZER INC COM 717081103 15138 429921 SH DFND 4 423865 0 6056 PFIZER INC COM 717081103 172788 4907368 SH DFND 17 3850990 0 1056378 PFIZER INC COM 717081103 45998 1306400 SH DFND 20 1306400 0 0 PFIZER INC COM 717081103 266084 7557064 SH DFND 21 5737650 0 1819414 PFIZER INC COM 717081103 6514 185000 SH DFND 24 185000 0 0 PFIZER INC COM 717081103 368 10458 SH DFND 25 10458 0 0 PFIZER INC CALL 717081903 27006 767000 SH Call DFND 4 767000 0 0 PFIZER INC PUT 717081953 123312 3502200 SH Put DFND 4 3502200 0 0 PHARMERICA CORP COM 71714F104 101 4113 SH DFND 17 4113 0 0 PHARMERICA CORP COM 71714F104 1705 69124 SH DFND 21 67152 0 1972 PHILIP MORRIS INTL INC COM 718172109 4404 43300 SH DFND 3 43300 0 0 PHILIP MORRIS INTL INC COM 718172109 7309 71853 SH DFND 4 71853 0 0 PHILIP MORRIS INTL INC COM 718172109 6286 61800 SH DFND 17 46800 0 15000 PHILIP MORRIS INTL INC COM 718172109 6178 60737 SH DFND 21 39461 0 21276 PHILIP MORRIS INTL INC CALL 718172909 17221 169300 SH Call DFND 4 169300 0 0 PHILIP MORRIS INTL INC PUT 718172959 162976 1602200 SH Put DFND 4 1602200 0 0 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 962 21585 SH DFND 17 15585 0 6000 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 3864 86705 SH DFND 21 86705 0 0 PHILLIPS 66 COM 718546104 5215 65731 SH DFND 4 65731 0 0 PHILLIPS 66 COM 718546104 23479 295924 SH DFND 17 157353 0 138571 PHILLIPS 66 COM 718546104 89970 1133982 SH DFND 21 856039 0 277943 PHILLIPS 66 COM 718546104 706 8900 SH DFND 24 8900 0 0 PHILLIPS 66 COM 718546104 130 1643 SH DFND 25 1643 0 0 PHILLIPS 66 CALL 718546904 4975 62700 SH Call DFND 4 62700 0 0 PHILLIPS 66 PUT 718546954 36290 457400 SH Put DFND 4 457400 0 0 PHOTRONICS INC COM 719405102 1032 115792 SH DFND 17 89517 0 26275 PHOTRONICS INC COM 719405102 1417 159016 SH DFND 21 83308 0 75708 PHYSICIANS RLTY TR COM 71943U104 10257 488218 SH DFND 4 488218 0 0 PHYSICIANS RLTY TR COM 71943U104 21 1020 SH DFND 17 1020 0 0 PIEDMONT NAT GAS INC COM 720186105 5411 90000 SH DFND 21 90000 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 821 38126 SH DFND 21 38126 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 13022 511081 SH DFND 17 511081 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 3361 131909 SH DFND 21 97529 0 34380 PILGRIMS PRIDE CORP NEW COM 72147K108 7323 287418 SH DFND 24 287418 0 0 PIMCO ETF TR BROAD US TIPS 72201R403 46119 780540 SH DFND 17 780540 0 0 PIMCO ETF TR DIV INC ACT ETF 72201R726 13475 275000 SH DFND 4 275000 0 0 PIMCO ETF TR 0-5 HIGH YIELD 72201R783 121407 1253683 SH DFND 4 1253683 0 0 PIMCO ETF TR GB ADV INF BD AC 72201R791 63330 1500000 SH DFND 4 1500000 0 0 PIMCO ETF TR INV GRD CRP BD 72201R817 1314 12368 SH DFND 17 12368 0 0 PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 2378 124283 SH DFND 4 124283 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 436 8925 SH DFND 17 8925 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 1784 36514 SH DFND 21 34242 0 2272 PINNACLE WEST CAP CORP COM 723484101 611 7539 SH DFND 4 7539 0 0 PINNACLE WEST CAP CORP COM 723484101 9675 119351 SH DFND 17 111273 0 8078 PINNACLE WEST CAP CORP COM 723484101 17151 211581 SH DFND 21 113019 0 98562 PINNACLE WEST CAP CORP COM 723484101 170 2102 SH DFND 25 2102 0 0 PINNACLE FOODS INC DEL COM 72348P104 26003 561740 SH DFND 17 492383 0 69357 PINNACLE FOODS INC DEL COM 72348P104 45475 982402 SH DFND 21 589462 0 392940 PINNACLE FOODS INC DEL COM 72348P104 145 3127 SH DFND 25 3127 0 0 PINNACLE ENTMT INC NEW COM 72348Y105 29 2601 SH DFND 17 2601 0 0 PINNACLE ENTMT INC NEW COM 72348Y105 2583 233131 SH DFND 21 229504 0 3627 PIONEER NAT RES CO COM 723787107 9421 62305 SH DFND 4 62305 0 0 PIONEER NAT RES CO COM 723787107 58592 387489 SH DFND 17 385174 0 2315 PIONEER NAT RES CO COM 723787107 4204 27800 SH DFND 20 27800 0 0 PIONEER NAT RES CO COM 723787107 2500 16533 SH DFND 21 16533 0 0 PIONEER NAT RES CO COM 723787107 1210 8000 SH DFND 24 8000 0 0 PIONEER NAT RES CO CALL 723787907 3191 21100 SH Call DFND 4 21100 0 0 PIONEER NAT RES CO PUT 723787957 34234 226400 SH Put DFND 4 226400 0 0 PIPER JAFFRAY COS COM 724078100 89 2366 SH DFND 17 2366 0 0 PIPER JAFFRAY COS COM 724078100 1880 49880 SH DFND 21 22590 0 27290 PITNEY BOWES INC COM 724479100 459 25763 SH DFND 4 25763 0 0 PITNEY BOWES INC COM 724479100 1203 67573 SH DFND 17 67573 0 0 PITNEY BOWES INC COM 724479100 14606 820582 SH DFND 21 804591 0 15991 PLANET FITNESS INC CL A 72703H101 396 21000 SH DFND 24 21000 0 0 PLANTRONICS INC NEW COM 727493108 561 12740 SH DFND 17 8055 0 4685 PLANTRONICS INC NEW COM 727493108 31 700 SH DFND 21 700 0 0 PLEXUS CORP COM 729132100 464 10730 SH DFND 17 0 0 10730 PLEXUS CORP COM 729132100 219 5063 SH DFND 21 5063 0 0 POPEYES LA KITCHEN INC COM 732872106 2569 47019 SH DFND 17 47019 0 0 POPULAR INC COM NEW 733174700 3674 125400 SH DFND 17 0 0 125400 POPULAR INC COM NEW 733174700 2439 83253 SH DFND 21 49735 0 33518 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 25056 32755000 PRN DFND 17 32755000 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 40112 909150 SH DFND 3 882250 0 26900 PORTLAND GEN ELEC CO COM NEW 736508847 8038 182176 SH DFND 17 115766 0 66410 PORTLAND GEN ELEC CO COM NEW 736508847 8928 202352 SH DFND 21 191847 0 10505 PORTOLA PHARMACEUTICALS INC COM 737010108 118 5000 SH DFND 17 5000 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 283 12000 SH DFND 24 12000 0 0 POST HLDGS INC COM 737446104 21460 259519 SH DFND 17 216813 0 42706 POST HLDGS INC COM 737446104 190 2300 SH DFND 21 0 0 2300 POST HLDGS INC COM 737446104 3150 38100 SH DFND 24 38100 0 0 POTASH CORP SASK INC COM 73755L107 2714 167820 SH DFND 17 167820 0 0 POTASH CORP SASK INC COM 73755L107 10720 662973 SH DFND 21 662973 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1516 14100 SH DFND 24 14100 0 0 POWERSHARES QQQ TRUST PUT 73935A954 127227 1183069 SH Put DFND 4 1183069 0 0 POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 5245 285063 SH DFND 17 285063 0 0 POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 1935 65427 SH DFND 17 65427 0 0 PRAXAIR INC COM 74005P104 2004 17831 SH DFND 4 17831 0 0 PRAXAIR INC COM 74005P104 112 1000 SH DFND 21 1000 0 0 PRAXAIR INC CALL 74005P904 3338 29700 SH Call DFND 4 29700 0 0 PRAXAIR INC PUT 74005P954 36088 321100 SH Put DFND 4 321100 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1547 53569 SH DFND 17 50067 0 3502 PREFERRED BK LOS ANGELES CA COM NEW 740367404 295 10228 SH DFND 21 10228 0 0 PREFERRED APT CMNTYS INC COM 74039L103 357 24244 SH DFND 17 0 0 24244 PRESTIGE BRANDS HLDGS INC COM 74112D101 2032 36676 SH DFND 17 27876 0 8800 PRESTIGE BRANDS HLDGS INC COM 74112D101 3753 67752 SH DFND 21 65657 0 2095 PRICE T ROWE GROUP INC COM 74144T108 1619 22181 SH DFND 4 22181 0 0 PRICE T ROWE GROUP INC COM 74144T108 1086 14883 SH DFND 21 14883 0 0 PRICE T ROWE GROUP INC CALL 74144T908 2094 28700 SH Call DFND 4 28700 0 0 PRICE T ROWE GROUP INC PUT 74144T958 15805 216600 SH Put DFND 4 216600 0 0 PRICELINE GRP INC COM NEW 741503403 27465 22000 SH DFND 4 22000 0 0 PRICELINE GRP INC COM NEW 741503403 111829 89577 SH DFND 17 68142 0 21435 PRICELINE GRP INC COM NEW 741503403 999 800 SH DFND 20 800 0 0 PRICELINE GRP INC COM NEW 741503403 126453 101291 SH DFND 21 81457 0 19834 PRICELINE GRP INC COM NEW 741503403 350 280 SH DFND 24 280 0 0 PRICELINE GRP INC CALL 741503903 2497 2000 SH Call DFND 4 2000 0 0 PRICELINE GRP INC PUT 741503953 10986 8800 SH Put DFND 4 8800 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 41297 29785000 PRN DFND 17 27400000 0 2385000 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 832 600000 PRN DFND 21 600000 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 156286 132690000 PRN DFND 17 126310000 0 6380000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6478 5500000 PRN DFND 21 2500000 0 3000000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5975 5880000 PRN DFND 17 5500000 0 380000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 7317 7200000 PRN DFND 21 3200000 0 4000000 PRIMORIS SVCS CORP COM 74164F103 2054 108494 SH DFND 17 108494 0 0 PRIMO WTR CORP COM 74165N105 3651 309151 SH DFND 17 301208 0 7943 PRINCIPAL FINL GROUP INC COM 74251V102 3071 74700 SH DFND 3 74700 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2335 56807 SH DFND 17 56807 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 3063 74508 SH DFND 21 32835 0 41673 PROCTER & GAMBLE CO COM 742718109 124785 1473775 SH DFND 3 1472575 0 1200 PROCTER & GAMBLE CO COM 742718109 156682 1850507 SH DFND 17 1811041 0 39466 PROCTER & GAMBLE CO COM 742718109 56598 668449 SH DFND 21 494386 0 174063 PROCTER & GAMBLE CO CALL 742718909 34503 407500 SH Call DFND 4 407500 0 0 PROCTER & GAMBLE CO PUT 742718959 219719 2595000 SH Put DFND 4 2595000 0 0 PRIVATEBANCORP INC COM 742962103 13087 297236 SH DFND 17 241197 0 56039 PRIVATEBANCORP INC COM 742962103 2138 48568 SH DFND 21 41722 0 6846 PROGRESSIVE CORP OHIO COM 743315103 398 11877 SH DFND 4 11877 0 0 PROGRESSIVE CORP OHIO COM 743315103 1882 56176 SH DFND 17 56176 0 0 PROGRESSIVE CORP OHIO COM 743315103 21977 656030 SH DFND 21 654209 0 1821 PROGRESSIVE CORP OHIO CALL 743315903 1745 52100 SH Call DFND 4 52100 0 0 PROGRESSIVE CORP OHIO PUT 743315953 7159 213700 SH Put DFND 4 213700 0 0 PROLOGIS INC COM 74340W103 23578 480792 SH DFND 4 480792 0 0 PROLOGIS INC COM 74340W103 22 442 SH DFND 17 442 0 0 PROLOGIS INC CALL 74340W903 1672 34100 SH Call DFND 4 34100 0 0 PROLOGIS INC PUT 74340W953 15153 309000 SH Put DFND 4 309000 0 0 PROOFPOINT INC COM 743424103 55815 884693 SH DFND 17 714109 0 170584 PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 46952 44035000 PRN DFND 17 37395000 0 6640000 PROS HOLDINGS INC NOTE 2.000%12/0 74346YAB9 849 1000000 PRN DFND 17 1000000 0 0 PROSHARES TR II SHT VIX ST TRM 74347W627 200 4080 SH DFND 1600 0 2480 PROSHARES TR S&P 500 DV ARIST 74348A467 626 11507 SH DFND 17 11507 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 302 38674 SH DFND 21 2544 0 36130 PROSPERITY BANCSHARES INC COM 743606105 29901 586400 SH DFND 3 576000 0 10400 PROVIDENCE SVC CORP COM 743815102 7224 160964 SH DFND 17 158154 0 2810 PROVIDENT FINL SVCS INC COM 74386T105 20308 1034000 SH DFND 3 985000 0 49000 PROVIDENT FINL SVCS INC COM 74386T105 140 7149 SH DFND 17 7149 0 0 PROVIDENT FINL SVCS INC COM 74386T105 668 33999 SH DFND 21 21559 0 12440 PRUDENTIAL FINL INC COM 744320102 9531 133595 SH DFND 3 133595 0 0 PRUDENTIAL FINL INC COM 744320102 9239 129512 SH DFND 4 129512 0 0 PRUDENTIAL FINL INC COM 744320102 90991 1275461 SH DFND 17 1227772 0 47689 PRUDENTIAL FINL INC COM 744320102 48772 683650 SH DFND 21 443546 0 240104 PRUDENTIAL FINL INC COM 744320102 199 2790 SH DFND 25 2790 0 0 PRUDENTIAL FINL INC CALL 744320902 3724 52200 SH Call DFND 4 52200 0 0 PRUDENTIAL FINL INC PUT 744320952 29649 415600 SH Put DFND 4 415600 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 180841 3879868 SH DFND 3 3876068 0 3800 PUBLIC SVC ENTERPRISE GROUP COM 744573106 976 20945 SH DFND 4 20945 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 83056 1781944 SH DFND 17 1564885 0 217059 PUBLIC SVC ENTERPRISE GROUP COM 744573106 108082 2318865 SH DFND 21 1587127 0 731738 PUBLIC SVC ENTERPRISE GROUP COM 744573106 314 6729 SH DFND 25 6729 0 0 PUBLIC SVC ENTERPRISE GROUP CALL 744573906 4078 87500 SH Call DFND 4 87500 0 0 PUBLIC SVC ENTERPRISE GROUP PUT 744573956 10967 235300 SH Put DFND 4 235300 0 0 PUBLIC STORAGE COM 74460D109 10358 40524 SH DFND 4 40524 0 0 PUBLIC STORAGE COM 74460D109 902 3528 SH DFND 17 3528 0 0 PUBLIC STORAGE COM 74460D109 8068 31568 SH DFND 21 31568 0 0 PUBLIC STORAGE CALL 74460D909 3885 15200 SH Call DFND 4 15200 0 0 PUBLIC STORAGE PUT 74460D959 44217 173000 SH Put DFND 4 173000 0 0 QLOGIC CORP COM 747277101 439 29778 SH DFND 17 29778 0 0 QLOGIC CORP COM 747277101 1993 135215 SH DFND 21 127172 0 8043 QAD INC CL A 74727D306 984 51044 SH DFND 17 47787 0 3257 QLIK TECHNOLOGIES INC COM 74733T105 12069 408000 SH DFND 21 408000 0 0 QEP RES INC COM 74733V100 1402 79521 SH DFND 17 79521 0 0 QEP RES INC COM 74733V100 1263 71626 SH DFND 21 71626 0 0 QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 435 5955 SH DFND 17 0 0 5955 QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 27587 27810000 PRN DFND 17 27810000 0 0 QIWI PLC SPON ADR REP B 74735M108 1532 116980 SH DFND 21 116980 0 0 QORVO INC COM 74736K101 5554 100510 SH DFND 17 77505 0 23005 QUALCOMM INC COM 747525103 2580 48164 SH DFND 4 48164 0 0 QUALCOMM INC COM 747525103 123342 2302442 SH DFND 17 2080189 0 222253 QUALCOMM INC COM 747525103 53592 1000411 SH DFND 21 840675 0 159736 QUALCOMM INC COM 747525103 143 2673 SH DFND 25 2673 0 0 QUALCOMM INC CALL 747525903 21337 398300 SH Call DFND 4 398300 0 0 QUALCOMM INC PUT 747525953 54604 1019300 SH Put DFND 4 1019300 0 0 QUANTA SVCS INC COM 74762E102 154 6655 SH DFND 17 0 0 6655 QUANTA SVCS INC COM 74762E102 219 9490 SH DFND 21 9490 0 0 QUEST DIAGNOSTICS INC COM 74834L100 171006 2100550 SH DFND 3 2098650 0 1900 QUEST DIAGNOSTICS INC COM 74834L100 700 8603 SH DFND 4 8603 0 0 QUEST DIAGNOSTICS INC COM 74834L100 57757 709461 SH DFND 17 630314 0 79147 QUEST DIAGNOSTICS INC COM 74834L100 62332 765651 SH DFND 21 614907 0 150744 QUESTAR CORP COM 748356102 1518 59850 SH DFND 4 59850 0 0 QUESTAR CORP COM 748356102 10528 414963 SH DFND 21 414963 0 0 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 11316 173244 SH DFND 17 114552 0 58692 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 6910 105781 SH DFND 21 81971 0 23810 QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 215 7205 SH DFND 17 0 0 7205 RAIT FINANCIAL TRUST COM NEW 749227609 2997 957511 SH DFND 4 957511 0 0 RLJ LODGING TR COM 74965L101 434 20223 SH DFND 17 20223 0 0 RLJ LODGING TR COM 74965L101 2040 95108 SH DFND 21 95108 0 0 RPM INTL INC NOTE 2.250%12/1 749685AT0 28419 24820000 PRN DFND 17 21030000 0 3790000 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 46788 44560000 PRN DFND 17 40040000 0 4520000 RTI SURGICAL INC COM 74975N105 2368 659718 SH DFND 17 642102 0 17616 RTW HLDGS INC NOTE 5.625%11/1 749772AB5 1078 1100000 PRN DFND 17 810000 0 290000 RACKSPACE HOSTING INC COM 750086100 1238 59370 SH DFND 17 45780 0 13590 RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 35614 32285000 PRN DFND 17 32140000 0 145000 RADIANT LOGISTICS INC COM 75025X100 788 262550 SH DFND 17 245610 0 16940 RADNET INC COM 750491102 2207 413300 SH DFND 17 401893 0 11407 RALPH LAUREN CORP CL A 751212101 32471 362322 SH DFND 21 344888 0 17434 RANGE RES CORP COM 75281A109 22769 527787 SH DFND 17 527787 0 0 RANGE RES CORP COM 75281A109 11 266 SH DFND 21 266 0 0 RANGE RES CORP COM 75281A109 1812 42000 SH DFND 24 42000 0 0 RAPTOR PHARMACEUTICAL CORP COM 75382F106 1935 360372 SH DFND 17 351523 0 8849 RAYMOND JAMES FINANCIAL INC COM 754730109 5867 119000 SH DFND 3 119000 0 0 RAYTHEON CO COM NEW 755111507 8049 59205 SH DFND 3 59205 0 0 RAYTHEON CO COM NEW 755111507 365 2683 SH DFND 17 2683 0 0 RAYTHEON CO COM NEW 755111507 394 2900 SH DFND 21 2900 0 0 RAYTHEON CO CALL 755111907 4921 36200 SH Call DFND 4 36200 0 0 RAYTHEON CO PUT 755111957 41900 308200 SH Put DFND 4 308200 0 0 READING INTERNATIONAL INC CL A 755408101 927 74250 SH DFND 17 69458 0 4792 REAL IND INC COM 75601W104 1153 148339 SH DFND 17 138727 0 9612 REALTY INCOME CORP PUT 756109954 1463 21100 SH Put DFND 4 21100 0 0 RED HAT INC COM 756577102 15033 207066 SH DFND 17 161438 0 45628 RED HAT INC COM 756577102 3672 50581 SH DFND 21 47832 0 2749 RED HAT INC NOTE 0.250%10/0 756577AD4 113928 94350000 PRN DFND 17 88335000 0 6015000 RED HAT INC NOTE 0.250%10/0 756577AD4 3490 2890000 PRN DFND 21 2890000 0 0 RED LION HOTELS CORP COM 756764106 1027 141476 SH DFND 17 132500 0 8976 REGAL BELOIT CORP COM 758750103 43064 782264 SH DFND 3 765635 0 16629 REGAL BELOIT CORP COM 758750103 817 14835 SH DFND 17 8560 0 6275 REGAL BELOIT CORP COM 758750103 1343 24395 SH DFND 21 23953 0 442 REGAL ENTMT GROUP CL A 758766109 219 9930 SH DFND 4 9930 0 0 REGAL ENTMT GROUP CL A 758766109 45 2045 SH DFND 17 2045 0 0 REGENERON PHARMACEUTICALS COM 75886F107 13607 38964 SH DFND 4 38964 0 0 REGENERON PHARMACEUTICALS COM 75886F107 19662 56300 SH DFND 17 50482 0 5818 REGENERON PHARMACEUTICALS COM 75886F107 11367 32550 SH DFND 24 32550 0 0 REGENERON PHARMACEUTICALS CALL 75886F907 3702 10600 SH Call DFND 4 10600 0 0 REGENERON PHARMACEUTICALS PUT 75886F957 33771 96700 SH Put DFND 4 96700 0 0 REGENERON PHARMACEUTICALS NOTE 1.875%10/0 75886FAD9 915 220000 PRN DFND 17 195000 0 25000 REGIONS FINL CORP NEW COM 7591EP100 5836 685800 SH DFND 3 685800 0 0 REGIONS FINL CORP NEW COM 7591EP100 4584 538668 SH DFND 21 538668 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 241 2481 SH DFND 4 2481 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 3740 38565 SH DFND 17 14047 0 24518 REINSURANCE GROUP AMER INC COM NEW 759351604 15811 163015 SH DFND 21 44103 0 118912 REINSURANCE GROUP AMER INC COM NEW 759351604 21 212 SH DFND 25 212 0 0 REIS INC COM 75936P105 1181 47440 SH DFND 17 44318 0 3122 RELIANCE STEEL & ALUMINUM CO COM 759509102 30 385 SH DFND 3 385 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 260 3377 SH DFND 4 3377 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1983 25783 SH DFND 17 25783 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 4372 56859 SH DFND 21 6723 0 50136 RENASANT CORP COM 75970E107 316 9774 SH DFND 17 9774 0 0 RENREN INC SPONSORED ADR 759892102 105 58705 SH DFND 17 0 0 58705 REPLIGEN CORP COM 759916109 7862 287347 SH DFND 17 282042 0 5305 RENT A CTR INC NEW COM 76009N100 278 22611 SH DFND 4 22611 0 0 REPUBLIC SVCS INC COM 760759100 897 17480 SH DFND 17 13760 0 3720 REPUBLIC SVCS INC COM 760759100 1644 32049 SH DFND 21 30346 0 1703 RESMED INC COM 761152107 616 9744 SH DFND 21 9744 0 0 RESOURCE AMERICA INC CL A 761195205 2533 260614 SH DFND 21 260614 0 0 RETAIL PPTYS AMER INC CL A 76131V202 50754 3003207 SH DFND 3 2938860 0 64347 RETAIL PPTYS AMER INC CL A 76131V202 2591 153334 SH DFND 4 153334 0 0 REX AMERICAN RESOURCES CORP COM 761624105 51 855 SH DFND 17 855 0 0 REX AMERICAN RESOURCES CORP COM 761624105 1315 21984 SH DFND 21 20041 0 1943 REYNOLDS AMERICAN INC COM 761713106 32076 594775 SH DFND 17 387962 0 206813 REYNOLDS AMERICAN INC COM 761713106 105739 1960662 SH DFND 21 1313195 0 647467 REYNOLDS AMERICAN INC COM 761713106 277 5138 SH DFND 25 5138 0 0 REYNOLDS AMERICAN INC CALL 761713906 3705 68700 SH Call DFND 4 68700 0 0 REYNOLDS AMERICAN INC PUT 761713956 34898 647100 SH Put DFND 4 647100 0 0 RICE ENERGY INC COM 762760106 14877 675000 SH DFND 4 675000 0 0 RING ENERGY INC COM 76680V108 3305 374771 SH DFND 17 363116 0 11655 RITE AID CORP COM 767754104 144 19238 SH DFND 21 19238 0 0 ROBERT HALF INTL INC COM 770323103 5942 155700 SH DFND 3 155700 0 0 ROBERT HALF INTL INC COM 770323103 111 2919 SH DFND 17 2919 0 0 ROBERT HALF INTL INC COM 770323103 344 9013 SH DFND 21 9013 0 0 ROCKWELL AUTOMATION INC COM 773903109 355 3092 SH DFND 21 3092 0 0 ROCKWELL AUTOMATION INC PUT 773903959 1343 11700 SH Put DFND 4 11700 0 0 ROCKWELL COLLINS INC COM 774341101 1624 19077 SH DFND 21 19077 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 15619 489007 SH DFND 21 489007 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 1445 35874 SH DFND 21 33792 0 2082 ROGERS CORP COM 775133101 1444 23640 SH DFND 17 13190 0 10450 ROPER TECHNOLOGIES INC COM 776696106 1596 9360 SH DFND 4 9360 0 0 ROPER TECHNOLOGIES INC COM 776696106 16515 96826 SH DFND 21 41339 0 55487 ROPER TECHNOLOGIES INC COM 776696106 5953 34900 SH DFND 24 34900 0 0 ROPER TECHNOLOGIES INC CALL 776696906 972 5700 SH Call DFND 4 5700 0 0 ROPER TECHNOLOGIES INC PUT 776696956 13508 79200 SH Put DFND 4 79200 0 0 ROSS STORES INC COM 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3685 269998 SH DFND 17 269998 0 0 RUBICON PROJ INC COM 78112V102 329 24120 SH DFND 21 24120 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 1332 85782 SH DFND 17 22229 0 63553 RUDOLPH TECHNOLOGIES INC COM 781270103 3668 236217 SH DFND 21 192256 0 43961 RUDOLPH TECHNOLOGIES INC COM 781270103 32 2061 SH DFND 25 2061 0 0 RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 5691 81841 SH DFND 21 81841 0 0 RYDER SYS INC COM 783549108 147468 2411973 SH DFND 3 2409973 0 2000 RYDER SYS INC COM 783549108 37056 606081 SH DFND 17 606081 0 0 RYDER SYS INC COM 783549108 12743 208418 SH DFND 21 192770 0 15648 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 15224 12020000 PRN DFND 17 12020000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 624 670000 PRN DFND 4 670000 0 0 RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 7581 8205000 PRN DFND 17 8205000 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 4184 82604 SH DFND 4 82604 0 0 S & T BANCORP INC COM 783859101 14296 584719 SH DFND 3 584719 0 0 S&P GLOBAL INC COM 78409V104 2039 19008 SH DFND 4 19008 0 0 S&P GLOBAL INC COM 78409V104 8369 78021 SH DFND 17 64216 0 13805 S&P GLOBAL INC COM 78409V104 83366 777230 SH DFND 21 586497 0 190733 S&P GLOBAL INC CALL 78409V904 1663 15500 SH Call DFND 4 15500 0 0 S&P GLOBAL INC PUT 78409V954 19607 182800 SH Put DFND 4 182800 0 0 SEI INVESTMENTS CO COM 784117103 11864 246601 SH DFND 17 200980 0 45621 SEI INVESTMENTS CO COM 784117103 87 1800 SH DFND 21 1800 0 0 SL GREEN RLTY CORP COM 78440X101 9769 91749 SH DFND 4 91749 0 0 SL GREEN RLTY CORP COM 78440X101 9 84 SH DFND 17 84 0 0 SLM CORP COM 78442P106 501 81008 SH DFND 4 81008 0 0 SM ENERGY CO COM 78454L100 16837 623585 SH DFND 17 623585 0 0 SM ENERGY CO COM 78454L100 20 738 SH DFND 21 738 0 0 SM ENERGY CO COM 78454L100 864 32000 SH DFND 24 32000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2360 11265 SH DFND 4 11265 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1010038 4821758 SH DFND 17 4821758 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1309 6250 SH DFND 24 6250 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 11992 57250 SH DFND 25 57250 0 0 SPX CORP COM 784635104 449 30245 SH DFND 17 1905 0 28340 SPS COMM INC COM 78463M107 1792 29572 SH DFND 17 29572 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 873 6900 SH DFND 3200 0 3700 SPDR GOLD TRUST GOLD SHS 78463V107 1518 12000 SH DFND 24 12000 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 598 19200 SH DFND 24 19200 0 0 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 9631 191243 SH DFND 25 191243 0 0 SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 7773 77678 SH DFND 17 77678 0 0 SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 2060 47000 SH DFND 24 47000 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 5376 150621 SH DFND 17 150621 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 214 6000 SH DFND 24 6000 0 0 SPDR SERIES TRUST BARC SHT TR CP 78464A474 303 9855 SH DFND 17 9855 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 42038 735600 SH DFND 24 0 0 735600 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 4949 142166 SH DFND 17 142166 0 0 SPDR SERIES TRUST PUT 78464A950 6788 195000 SH Put DFND 4 195000 0 0 SPDR SERIES TRUST PUT 78464A958 21365 637000 SH Put DFND 4 637000 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1132 40314 SH DFND 17 8114 0 32200 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 65648 2337886 SH DFND 21 1921832 0 416054 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 410 14600 SH DFND 24 14600 0 0 SPX FLOW INC COM 78469X107 626 24010 SH DFND 17 13860 0 10150 SABRE CORP COM 78573M104 79395 2963611 SH DFND 17 2318461 0 645150 SABRE CORP COM 78573M104 4788 178712 SH DFND 21 121928 0 56784 ST JUDE MED INC COM 790849103 6334 81200 SH DFND 3 81200 0 0 ST JUDE MED INC COM 790849103 10627 136244 SH DFND 17 134219 0 2025 ST JUDE MED INC COM 790849103 22557 289198 SH DFND 21 266422 0 22776 ST JUDE MED INC CALL 790849903 452 5800 SH Call DFND 4 5800 0 0 ST JUDE MED INC PUT 790849953 7106 91100 SH Put DFND 4 91100 0 0 SALESFORCE COM INC COM 79466L302 10920 137509 SH DFND 4 137509 0 0 SALESFORCE COM INC COM 79466L302 217554 2739624 SH DFND 17 2120715 0 618909 SALESFORCE COM INC COM 79466L302 394 4962 SH DFND 21 0 0 4962 SALESFORCE COM INC CALL 79466L902 6956 87600 SH Call DFND 4 87600 0 0 SALESFORCE COM INC PUT 79466L952 60018 755800 SH Put DFND 4 755800 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 149056 115110000 PRN DFND 17 108955000 0 6155000 SALLY BEAUTY HLDGS INC COM 79546E104 9315 316722 SH DFND 17 255342 0 61380 SALLY BEAUTY HLDGS INC COM 79546E104 82 2800 SH DFND 21 0 0 2800 SANCHEZ ENERGY CORP COM 79970Y105 12302 1742450 SH DFND 17 1533812 0 208638 SANCHEZ ENERGY CORP COM 79970Y105 72 10150 SH DFND 21 0 0 10150 SANDERSON FARMS INC COM 800013104 17328 200000 SH DFND 4 200000 0 0 SANDERSON FARMS INC COM 800013104 14380 165978 SH DFND 17 116778 0 49200 SANDERSON FARMS INC COM 800013104 15552 179507 SH DFND 21 138862 0 40645 SANDERSON FARMS INC COM 800013104 5408 62424 SH DFND 24 62424 0 0 SANDISK CORP NOTE 0.500%10/1 80004CAF8 55194 63260000 PRN DFND 17 63260000 0 0 SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 3789 1457468 SH DFND 3 1457468 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 3999 93808 SH DFND 17 91001 0 2807 SANFILIPPO JOHN B & SON INC COM 800422107 507 11904 SH DFND 21 8726 0 3178 SANMINA CORPORATION COM 801056102 6860 255873 SH DFND 17 95513 0 160360 SANMINA CORPORATION COM 801056102 17931 668804 SH DFND 21 302802 0 366002 SANOFI SPONSORED ADR 80105N105 13998 334487 SH DFND 17 334487 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 267 25809 SH DFND 4 25809 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 1219 117986 SH DFND 17 117986 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 9996 967646 SH DFND 21 844724 0 122922 SANTANDER CONSUMER USA HDG I CALL 80283M901 1611 156000 SH Call DFND 4 156000 0 0 SASOL LTD SPONSORED ADR 803866300 250350 9231213 SH DFND 3 8461213 0 770000 SASOL LTD SPONSORED ADR 803866300 53498 1972658 SH DFND 17 1956558 0 16100 SCANA CORP NEW COM 80589M102 5624 74330 SH DFND 3 74330 0 0 SCANA CORP NEW COM 80589M102 9591 126768 SH DFND 17 41791 0 84977 SCANA CORP NEW COM 80589M102 16383 216531 SH DFND 21 129847 0 86684 SCANSOURCE INC COM 806037107 234 6295 SH DFND 17 0 0 6295 SCHEIN HENRY INC COM 806407102 21 118 SH DFND 17 118 0 0 SCHEIN HENRY INC COM 806407102 391 2211 SH DFND 21 1587 0 624 SCHLUMBERGER LTD COM 806857108 1660 20986 SH DFND 4 20986 0 0 SCHLUMBERGER LTD COM 806857108 154062 1948176 SH DFND 17 1805176 0 143000 SCHLUMBERGER LTD COM 806857108 21961 277700 SH DFND 20 277700 0 0 SCHLUMBERGER LTD COM 806857108 33033 417712 SH DFND 21 309149 0 108563 SCHLUMBERGER LTD COM 806857108 2167 27400 SH DFND 24 27400 0 0 SCHLUMBERGER LTD CALL 806857908 12961 163900 SH Call DFND 4 163900 0 0 SCHLUMBERGER LTD PUT 806857958 96928 1225700 SH Put DFND 4 1225700 0 0 SCHOLASTIC CORP COM 807066105 207 5220 SH DFND 17 5220 0 0 SCHULMAN A INC COM 808194104 40990 1678562 SH DFND 3 1678562 0 0 SCHULMAN A INC COM 808194104 1518 62152 SH DFND 17 54313 0 7839 SCHULMAN A INC COM 808194104 1766 72309 SH DFND 21 72309 0 0 SCHWAB CHARLES CORP NEW COM 808513105 8810 348101 SH DFND 4 348101 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1561 61676 SH DFND 17 19715 0 41961 SCHWAB CHARLES CORP NEW CALL 808513905 3657 144500 SH Call DFND 4 144500 0 0 SCHWAB CHARLES CORP NEW PUT 808513955 21101 833700 SH Put DFND 4 833700 0 0 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 563 10485 SH DFND 17 10485 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 1436 25420 SH DFND 17 25420 0 0 SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 774 26872 SH DFND 17 26872 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 37669 1067722 SH DFND 3 1036017 0 31705 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1507 42705 SH DFND 17 42705 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3876 109874 SH DFND 21 40933 0 68941 SCIENCE APPLICATNS INTL CP N COM 808625107 484 8301 SH DFND 17 8301 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 1674 28685 SH DFND 21 26688 0 1997 SCIQUEST INC NEW COM 80908T101 1089 61645 SH DFND 21 61645 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 4967 71047 SH DFND 21 29741 0 41306 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 361 5800 SH DFND 21 5800 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 4473 275449 SH DFND 17 239874 0 35575 SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 9293 11615000 PRN DFND 17 9810000 0 1805000 SEACOR HOLDINGS INC COM 811904101 642 11076 SH DFND 21 11076 0 0 SEALED AIR CORP NEW COM 81211K100 929 20199 SH DFND 17 20199 0 0 SEALED AIR CORP NEW COM 81211K100 8322 181041 SH DFND 21 181041 0 0 SEATTLE GENETICS INC COM 812578102 3644 90168 SH DFND 17 90168 0 0 SEATTLE GENETICS INC COM 812578102 2122 52500 SH DFND 24 52500 0 0 SEAWORLD ENTMT INC COM 81282V100 316 22074 SH DFND 4 22074 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2225 32600 SH DFND 24 32600 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2913 52000 SH DFND 24 52000 0 0 SELECT SECTOR SPDR TR PUT 81369Y953 28314 653000 SH Put DFND 4 653000 0 0 SELECT SECTOR SPDR TR PUT 81369Y954 57257 1023175 SH Put DFND 4 1023175 0 0 SELECT SECTOR SPDR TR PUT 81369Y955 125889 5514173 SH Put DFND 4 5514173 0 0 SELECT SECTOR SPDR TR PUT 81369Y956 43025 630500 SH Put DFND 4 630500 0 0 SELECT SECTOR SPDR TR PUT 81369Y957 35380 453300 SH Put DFND 4 453300 0 0 SELECTIVE INS GROUP INC COM 816300107 45 1186 SH DFND 17 1186 0 0 SELECTIVE INS GROUP INC COM 816300107 5132 134308 SH DFND 21 79186 0 55122 SEMGROUP CORP CL A 81663A105 346 10620 SH DFND 4 10620 0 0 SEMTECH CORP COM 816850101 257 10790 SH DFND 17 6260 0 4530 SEMPRA ENERGY COM 816851109 1024 8985 SH DFND 4 8985 0 0 SEMPRA ENERGY CALL 816851909 3147 27600 SH Call DFND 4 27600 0 0 SEMPRA ENERGY PUT 816851959 26703 234200 SH Put DFND 4 234200 0 0 SERVICE CORP INTL COM 817565104 2271 83987 SH DFND 21 83987 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 12960 325618 SH DFND 17 283408 0 42210 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 22510 565573 SH DFND 21 562823 0 2750 SERVICENOW INC COM 81762P102 5238 78885 SH DFND 17 78885 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 85601 76840000 PRN DFND 17 72440000 0 4400000 SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 5793 6500000 PRN DFND 17 6500000 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 808 42299 SH DFND 17 42299 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 23645 1238236 SH DFND 21 781635 0 456601 SHERWIN WILLIAMS CO COM 824348106 2017 6867 SH DFND 4 6867 0 0 SHERWIN WILLIAMS CO COM 824348106 2160 7356 SH DFND 17 7356 0 0 SHERWIN WILLIAMS CO COM 824348106 2277 7754 SH DFND 21 7254 0 500 SHERWIN WILLIAMS CO COM 824348106 822 2800 SH DFND 24 2800 0 0 SHERWIN WILLIAMS CO CALL 824348906 2085 7100 SH Call DFND 4 7100 0 0 SHERWIN WILLIAMS CO PUT 824348956 32127 109400 SH Put DFND 4 109400 0 0 SHIRE PLC SPONSORED ADR 82481R106 39329 213650 SH DFND 3 151750 0 61900 SHIRE PLC SPONSORED ADR 82481R106 28294 153705 SH DFND 17 133250 0 20455 SHIRE PLC SPONSORED ADR 82481R106 164 889 SH DFND 21 888 0 1 SHOE CARNIVAL INC COM 824889109 2011 80236 SH DFND 17 80236 0 0 SHOE CARNIVAL INC COM 824889109 2868 114445 SH DFND 21 64820 0 49625 SHORETEL INC COM 825211105 3124 466892 SH DFND 17 455020 0 11872 SIBANYE GOLD LTD SPONSORED ADR 825724206 1260 92505 SH DFND 17 9005 0 83500 SIBANYE GOLD LTD SPONSORED ADR 825724206 1660 121887 SH DFND 21 74163 0 47724 SIGMA DESIGNS INC COM 826565103 1825 283809 SH DFND 21 283809 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 698 5589 SH DFND 17 5589 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2384 19086 SH DFND 21 17226 0 1860 SILGAN HOLDINGS INC COM 827048109 41185 800323 SH DFND 3 780903 0 19420 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1157 24206 SH DFND 21 11978 0 12228 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 531 69380 SH DFND 17 69380 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 2589 338042 SH DFND 21 324407 0 13635 SILVER SPRING NETWORKS INC COM 82817Q103 2427 199784 SH DFND 17 199784 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 48 1036 SH DFND 17 1036 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 187 4046 SH DFND 21 4046 0 0 SIMON PPTY GROUP INC NEW COM 828806109 36517 168359 SH DFND 4 168359 0 0 SIMON PPTY GROUP INC NEW COM 828806109 635 2929 SH DFND 17 2929 0 0 SIMON PPTY GROUP INC NEW COM 828806109 13128 60524 SH DFND 21 60524 0 0 SIMON PPTY GROUP INC NEW CALL 828806909 8980 41400 SH Call DFND 4 41400 0 0 SIMON PPTY GROUP INC NEW PUT 828806959 69582 320800 SH Put DFND 4 320800 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 11763 393951 SH DFND 21 81029 0 312922 SIX FLAGS ENTMT CORP NEW COM 83001A102 21744 375225 SH DFND 17 238076 0 137149 SIX FLAGS ENTMT CORP NEW COM 83001A102 808 13940 SH DFND 21 11090 0 2850 SKECHERS U S A INC CL A 830566105 2381 80122 SH DFND 17 80122 0 0 SKECHERS U S A INC CL A 830566105 26599 894988 SH DFND 21 890677 0 4311 SKYWEST INC COM 830879102 6750 255106 SH DFND 17 65511 0 189595 SKYWEST INC COM 830879102 736 27811 SH DFND 21 23905 0 3906 SKYWORKS SOLUTIONS INC COM 83088M102 17186 271581 SH DFND 17 206249 0 65332 SKYWORKS SOLUTIONS INC COM 83088M102 17503 276595 SH DFND 21 205941 0 70654 SKYWORKS SOLUTIONS INC COM 83088M102 59 926 SH DFND 25 926 0 0 SMITH & WESSON HLDG CORP COM 831756101 533 19616 SH DFND 17 14291 0 5325 SMITH & WESSON HLDG CORP COM 831756101 5253 193284 SH DFND 21 124167 0 69117 SMITH & WESSON HLDG CORP COM 831756101 38 1386 SH DFND 25 1386 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 2775 80866 SH DFND 17 45441 0 35425 SMITH A O COM 831865209 26321 298728 SH DFND 17 240590 0 58138 SMITH A O COM 831865209 1690 19185 SH DFND 21 16715 0 2470 SMUCKER J M CO COM NEW 832696405 5830 38250 SH DFND 17 38250 0 0 SMUCKER J M CO COM NEW 832696405 1000 6561 SH DFND 21 4837 0 1724 SMUCKER J M CO COM NEW 832696405 3185 20900 SH DFND 24 20900 0 0 SMUCKER J M CO CALL 832696905 335 2200 SH Call DFND 4 2200 0 0 SMUCKER J M CO PUT 832696955 6721 44100 SH Put DFND 4 44100 0 0 SNAP ON INC COM 833034101 9657 61190 SH DFND 17 46652 0 14538 SNAP ON INC COM 833034101 53711 340333 SH DFND 21 225842 0 114491 SNAP ON INC COM 833034101 248 1571 SH DFND 25 1571 0 0 SNYDERS-LANCE INC COM 833551104 4295 126720 SH DFND 17 104445 0 22275 SOLARCITY CORP COM 83416T100 10741 448838 SH DFND 17 346246 0 102592 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 95284 133265000 PRN DFND 17 127665000 0 5600000 SONIC AUTOMOTIVE INC CL A 83545G102 17522 1024100 SH DFND 3 1024100 0 0 SONOCO PRODS CO COM 835495102 46287 932070 SH DFND 3 907370 0 24700 SONOCO PRODS CO COM 835495102 2147 43232 SH DFND 17 43232 0 0 SONOCO PRODS CO COM 835495102 7804 157148 SH DFND 21 145195 0 11953 SOUTH JERSEY INDS INC COM 838518108 1054 33330 SH DFND 17 33330 0 0 SOUTHERN CO COM 842587107 1459 27196 SH DFND 4 27196 0 0 SOUTHERN CO COM 842587107 1748 32591 SH DFND 17 32591 0 0 SOUTHERN CO CALL 842587907 4591 85600 SH Call DFND 4 85600 0 0 SOUTHERN CO PUT 842587957 35905 669500 SH Put DFND 4 669500 0 0 SOUTHERN COPPER CORP COM 84265V105 16394 607634 SH DFND 21 607634 0 0 SOUTHWEST AIRLS CO COM 844741108 6634 169200 SH DFND 3 169200 0 0 SOUTHWEST AIRLS CO COM 844741108 6048 154250 SH DFND 4 154250 0 0 SOUTHWEST AIRLS CO COM 844741108 6963 177580 SH DFND 17 163372 0 14208 SOUTHWEST AIRLS CO COM 844741108 51218 1306261 SH DFND 21 1102025 0 204236 SOUTHWEST AIRLS CO COM 844741108 16 418 SH DFND 25 418 0 0 SOUTHWEST AIRLS CO CALL 844741908 2047 52200 SH Call DFND 4 52200 0 0 SOUTHWEST AIRLS CO PUT 844741958 20299 517700 SH Put DFND 4 517700 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 1236 72991 SH DFND 17 68200 0 4791 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 71692 2381805 SH DFND 17 2243095 0 138710 SOVRAN SELF STORAGE INC COM 84610H108 11932 113728 SH DFND 4 113728 0 0 SOVRAN SELF STORAGE INC COM 84610H108 985 9391 SH DFND 17 9391 0 0 SOVRAN SELF STORAGE INC COM 84610H108 5962 56825 SH DFND 21 56825 0 0 SPANSION LLC NOTE 2.000% 9/0 84649PAL9 3838 1920000 PRN DFND 17 1605000 0 315000 SPARTANNASH CO COM 847215100 2881 94226 SH DFND 17 86526 0 7700 SPARTANNASH CO COM 847215100 15564 508948 SH DFND 21 324491 0 184457 SPARTANNASH CO COM 847215100 61 2004 SH DFND 25 2004 0 0 SPECTRA ENERGY CORP COM 847560109 2824 77084 SH DFND 4 77084 0 0 SPECTRA ENERGY CORP COM 847560109 18 490 SH DFND 21 490 0 0 SPECTRA ENERGY CORP CALL 847560909 3462 94500 SH Call DFND 4 94500 0 0 SPECTRA ENERGY CORP PUT 847560959 14513 396200 SH Put DFND 4 396200 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 6567 139200 SH DFND 3 139200 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 32318 685000 SH DFND 4 685000 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 12238 102575 SH DFND 21 102575 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2126 49436 SH DFND 17 21721 0 27715 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 11562 268894 SH DFND 21 197369 0 71525 SPIRE INC COM 84857L101 624 8802 SH DFND 17 8802 0 0 SPIRE INC COM 84857L101 8720 123097 SH DFND 21 107802 0 15295 SPIRIT RLTY CAP INC NEW COM 84860W102 7427 581620 SH DFND 4 581620 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 23997 1879189 SH DFND 17 1216768 0 662421 SPIRIT RLTY CAP INC NEW COM 84860W102 128 10000 SH DFND 21 0 0 10000 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 6750 6000000 PRN DFND 17 6000000 0 0 SPLUNK INC COM 848637104 1264 23330 SH DFND 17 23330 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 3160 392090 SH DFND 17 385360 0 6730 STAGE STORES INC COM NEW 85254C305 84 17190 SH DFND 17 17190 0 0 STAGE STORES INC COM NEW 85254C305 343 70194 SH DFND 21 70194 0 0 STAMPS COM INC COM NEW 852857200 9166 104848 SH DFND 17 89524 0 15324 STAMPS COM INC COM NEW 852857200 70 800 SH DFND 21 0 0 800 STANDARD MTR PRODS INC COM 853666105 32 813 SH DFND 17 813 0 0 STANDARD MTR PRODS INC COM 853666105 885 22258 SH DFND 21 22258 0 0 STANDEX INTL CORP COM 854231107 22191 268559 SH DFND 3 262956 0 5603 STANDEX INTL CORP COM 854231107 32 384 SH DFND 17 384 0 0 STANDEX INTL CORP COM 854231107 41 500 SH DFND 21 500 0 0 STANLEY BLACK & DECKER INC COM 854502101 732 6585 SH DFND 17 6585 0 0 STANLEY BLACK & DECKER INC COM 854502101 19101 171742 SH DFND 21 79409 0 92333 STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 32776 282305 SH DFND 17 279650 0 2655 STANLEY BLACK & DECKER INC CALL 854502901 790 7100 SH Call DFND 4 7100 0 0 STANLEY BLACK & DECKER INC PUT 854502951 4137 37200 SH Put DFND 4 37200 0 0 STANTEC INC COM 85472N109 347 14382 SH DFND 17 14382 0 0 STANTEC INC COM 85472N109 1516 62837 SH DFND 21 58953 0 3884 STAPLES INC COM 855030102 1004 116450 SH DFND 17 116450 0 0 STAPLES INC COM 855030102 10455 1212833 SH DFND 21 1177632 0 35201 STARBUCKS CORP COM 855244109 432 7569 SH DFND 4 7569 0 0 STARBUCKS CORP COM 855244109 199151 3486532 SH DFND 17 3012499 0 474033 STARBUCKS CORP COM 855244109 5158 90296 SH DFND 20 90296 0 0 STARBUCKS CORP COM 855244109 35673 624526 SH DFND 21 198892 0 425634 STARBUCKS CORP CALL 855244909 10704 187400 SH Call DFND 4 187400 0 0 STARBUCKS CORP PUT 855244959 74490 1304100 SH Put DFND 4 1304100 0 0 STATE AUTO FINL CORP COM 855707105 340 15500 SH DFND 17 0 0 15500 STARWOOD PPTY TR INC COM 85571B105 26376 1272977 SH DFND 3 1250477 0 22500 STARWOOD PPTY TR INC COM 85571B105 6794 327873 SH DFND 17 327873 0 0 STARWOOD PPTY TR INC COM 85571B105 23454 1131929 SH DFND 21 1103133 0 28796 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 21793 20905000 PRN DFND 17 20905000 0 0 STATE STR CORP COM 857477103 6569 121833 SH DFND 4 121833 0 0 STATE STR CORP COM 857477103 2937 54468 SH DFND 21 54468 0 0 STATE STR CORP CALL 857477903 2087 38700 SH Call DFND 4 38700 0 0 STATE STR CORP PUT 857477953 16332 302900 SH Put DFND 4 302900 0 0 STEEL DYNAMICS INC COM 858119100 43064 1757700 SH DFND 3 1717700 0 40000 STEEL DYNAMICS INC COM 858119100 213 8700 SH DFND 17 1930 0 6770 STEEL DYNAMICS INC COM 858119100 1759 71787 SH DFND 21 71787 0 0 STEPAN CO COM 858586100 41365 694861 SH DFND 3 694861 0 0 STERICYCLE INC COM 858912108 2427 23305 SH DFND 21 20772 0 2533 STERICYCLE INC COM 858912108 5119 49165 SH DFND 24 49165 0 0 STERICYCLE INC DEP PFD A 1/10 858912207 74429 894800 SH DFND 17 862215 0 32585 STERLING CONSTRUCTION CO INC COM 859241101 57 11663 SH DFND 17 11663 0 0 STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 6990 24965000 PRN DFND 17 24965000 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 1799 55750 SH DFND 17 55750 0 0 STONERIDGE INC COM 86183P102 542 36269 SH DFND 17 840 0 35429 STONERIDGE INC COM 86183P102 47 3132 SH DFND 21 3132 0 0 STORE CAP CORP COM 862121100 569 19335 SH DFND 17 19335 0 0 STORE CAP CORP COM 862121100 1926 65408 SH DFND 21 65408 0 0 STRATTEC SEC CORP COM 863111100 5793 142080 SH DFND 3 142080 0 0 STRYKER CORP COM 863667101 5017 41866 SH DFND 17 29071 0 12795 STRYKER CORP COM 863667101 10728 89526 SH DFND 21 48881 0 40645 STRYKER CORP CALL 863667901 3116 26000 SH Call DFND 4 26000 0 0 STRYKER CORP PUT 863667951 35314 294700 SH Put DFND 4 294700 0 0 SUCAMPO PHARMACEUTICALS INC CL A 864909106 343 31275 SH DFND 17 31275 0 0 SUCAMPO PHARMACEUTICALS INC CL A 864909106 3246 295914 SH DFND 21 295914 0 0 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 621 108559 SH DFND 21 0 0 108559 SUMMIT HOTEL PPTYS COM 866082100 2081 157180 SH DFND 17 101115 0 56065 SUMMIT HOTEL PPTYS COM 866082100 206 15565 SH DFND 21 15565 0 0 SUMMIT MATLS INC CL A 86614U100 11682 570958 SH DFND 17 496283 0 74675 SUMMIT MATLS INC CL A 86614U100 107 5246 SH DFND 21 0 0 5246 SUN CMNTYS INC COM 866674104 14614 190686 SH DFND 4 190686 0 0 SUN CMNTYS INC COM 866674104 1104 14410 SH DFND 17 14410 0 0 SUN CMNTYS INC COM 866674104 3963 51715 SH DFND 21 51715 0 0 SUN LIFE FINL INC COM 866796105 2993 91594 SH DFND 17 32965 0 58629 SUN LIFE FINL INC COM 866796105 11987 366827 SH DFND 21 248082 0 118745 SUNCOR ENERGY INC NEW COM 867224107 11769 426478 SH DFND 17 415747 0 10731 SUNCOR ENERGY INC NEW COM 867224107 26460 958812 SH DFND 21 854903 0 103909 SUNCOR ENERGY INC NEW COM 867224107 1170 42400 SH DFND 24 42400 0 0 SUNCOR ENERGY INC NEW COM 867224107 77 2793 SH DFND 25 2793 0 0 SUNCOKE ENERGY INC COM 86722A103 249 42715 SH DFND 17 27925 0 14790 SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 305 28210 SH DFND 17 15550 0 12660 SUNPOWER CORP COM 867652406 973 62825 SH DFND 17 62825 0 0 SUNPOWER CORP COM 867652406 3860 249170 SH DFND 21 232000 0 17170 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11934 14825000 PRN DFND 17 14615000 0 210000 SUNOCO LP COM U REP LP 86765K109 22778 760532 SH DFND 3 745234 0 15298 SUNSTONE HOTEL INVS INC NEW COM 867892101 426 35325 SH DFND 17 35325 0 0 SUNTRUST BKS INC COM 867914103 21 500 SH DFND 3 500 0 0 SUNTRUST BKS INC COM 867914103 2227 54200 SH DFND 4 54200 0 0 SUNTRUST BKS INC COM 867914103 5180 126091 SH DFND 17 102199 0 23892 SUNTRUST BKS INC COM 867914103 44517 1083668 SH DFND 21 887963 0 195705 SUNTRUST BKS INC COM 867914103 60 1449 SH DFND 25 1449 0 0 SUNTRUST BKS INC CALL 867914903 2033 49500 SH Call DFND 4 49500 0 0 SUNTRUST BKS INC PUT 867914953 16001 389500 SH Put DFND 4 389500 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 14447 784738 SH DFND 17 686244 0 98494 SUPERIOR ENERGY SVCS INC COM 868157108 121 6550 SH DFND 21 0 0 6550 SUPERIOR INDS INTL INC COM 868168105 835 31189 SH DFND 21 31189 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 7647 375424 SH DFND 17 370295 0 5129 SURGICAL CARE AFFILIATES INC COM 86881L106 2460 51608 SH DFND 21 0 0 51608 SURMODICS INC COM 868873100 3395 144602 SH DFND 17 134097 0 10505 SWIFT TRANSN CO CL A 87074U101 9649 626147 SH DFND 17 547970 0 78177 SWIFT TRANSN CO CL A 87074U101 81 5250 SH DFND 21 0 0 5250 SYKES ENTERPRISES INC COM 871237103 538 18564 SH DFND 17 18564 0 0 SYKES ENTERPRISES INC COM 871237103 6440 222366 SH DFND 21 95900 0 126466 SYMANTEC CORP COM 871503108 7136 347400 SH DFND 3 347400 0 0 SYMANTEC CORP COM 871503108 2 100 SH DFND 17 100 0 0 SYMANTEC CORP COM 871503108 701 34150 SH DFND 21 34150 0 0 SYNOPSYS INC COM 871607107 1510 27919 SH DFND 17 27919 0 0 SYNOPSYS INC COM 871607107 11261 208231 SH DFND 21 208231 0 0 SYNOVUS FINL CORP COM NEW 87161C501 268 9260 SH DFND 21 9260 0 0 SYNTEL INC COM 87162H103 859 18986 SH DFND 21 18986 0 0 SYNNEX CORP COM 87162W100 22024 232274 SH DFND 3 226974 0 5300 SYNNEX CORP COM 87162W100 2352 24806 SH DFND 17 4653 0 20153 SYNNEX CORP COM 87162W100 5078 53558 SH DFND 21 22431 0 31127 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2089 549630 SH DFND 17 538133 0 11497 SYNCHRONY FINL COM 87165B103 4468 176754 SH DFND 4 176754 0 0 SYNCHRONY FINL COM 87165B103 4212 166600 SH DFND 17 166600 0 0 SYNCHRONY FINL COM 87165B103 9753 385803 SH DFND 21 308003 0 77800 SYNCHRONY FINL CALL 87165B903 3046 120500 SH Call DFND 4 120500 0 0 SYNCHRONY FINL PUT 87165B953 14852 587500 SH Put DFND 4 587500 0 0 SYSCO CORP COM 871829107 1274 25115 SH DFND 17 0 0 25115 SYSCO CORP CALL 871829907 3100 61100 SH Call DFND 4 61100 0 0 SYSCO CORP PUT 871829957 20144 397000 SH Put DFND 4 397000 0 0 TCF FINL CORP COM 872275102 43668 3452000 SH DFND 3 3373900 0 78100 TC PIPELINES LP UT COM LTD PRT 87233Q108 27474 479804 SH DFND 3 470137 0 9667 TECO ENERGY INC COM 872375100 196 7098 SH DFND 17 7098 0 0 TECO ENERGY INC COM 872375100 11587 419215 SH DFND 21 419215 0 0 TJX COS INC NEW COM 872540109 111969 1449806 SH DFND 17 1238119 0 211687 TJX COS INC NEW COM 872540109 587 7600 SH DFND 20 7600 0 0 TJX COS INC NEW COM 872540109 5248 67951 SH DFND 21 60717 0 7234 TJX COS INC NEW CALL 872540909 6140 79500 SH Call DFND 4 79500 0 0 TJX COS INC NEW PUT 872540959 49072 635400 SH Put DFND 4 635400 0 0 T MOBILE US INC COM 872590104 5116 118236 SH DFND 17 18517 0 99719 T MOBILE US INC COM 872590104 5626 130021 SH DFND 21 101196 0 28825 T MOBILE US INC COM 872590104 69 1601 SH DFND 25 1601 0 0 T MOBILE US INC CONV PFD SER A 872590203 147048 1998210 SH DFND 17 1887955 0 110255 TTM TECHNOLOGIES INC COM 87305R109 864 114740 SH DFND 17 67740 0 47000 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 9356 9695000 PRN DFND 17 9695000 0 0 TABLEAU SOFTWARE INC CL A 87336U105 26363 538903 SH DFND 17 425396 0 113507 TAHOE RES INC COM 873868103 975 65449 SH DFND 17 51148 0 14301 TAHOE RES INC COM 873868103 13105 879542 SH DFND 21 729210 0 150332 TAHOE RES INC COM 873868103 55 3722 SH DFND 25 3722 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 75391 2874225 SH DFND 3 1977125 0 897100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 23806 907576 SH DFND 17 907576 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9578 365173 SH DFND 20 365173 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 38223 1457237 SH DFND 21 1437272 0 19965 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 20031 528248 SH DFND 17 429856 0 98392 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 163 4300 SH DFND 21 0 0 4300 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 38767 21650000 PRN DFND 17 18540000 0 3110000 TAL INTL GROUP INC COM 874083108 160 11930 SH DFND 21 11930 0 0 TALEN ENERGY CORP COM 87422J105 416 30703 SH DFND 4 30703 0 0 TALEN ENERGY CORP COM 87422J105 3459 255240 SH DFND 21 255240 0 0 TALMER BANCORP INC COM 87482X101 1393 72643 SH DFND 21 72643 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 4635 115360 SH DFND 3 115360 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 5442 135438 SH DFND 17 135438 0 0 TARGET CORP COM 87612E106 6673 95572 SH DFND 4 95572 0 0 TARGET CORP COM 87612E106 130928 1875218 SH DFND 17 1826823 0 48395 TARGET CORP COM 87612E106 84861 1215425 SH DFND 21 1062893 0 152532 TARGET CORP COM 87612E106 227 3252 SH DFND 25 3252 0 0 TARGET CORP CALL 87612E906 6060 86800 SH Call DFND 4 86800 0 0 TARGET CORP PUT 87612E956 52037 745300 SH Put DFND 4 745300 0 0 TARGA RES CORP COM 87612G101 2689 63814 SH DFND 4 63814 0 0 TATA MTRS LTD SPONSORED ADR 876568502 479 13821 SH DFND 17 12521 0 1300 TATA MTRS LTD SPONSORED ADR 876568502 4491 129535 SH DFND 21 112343 0 17192 TECH DATA CORP COM 878237106 7414 103194 SH DFND 17 28320 0 74874 TECH DATA CORP COM 878237106 214 2982 SH DFND 21 2982 0 0 TECK RESOURCES LTD CL B 878742204 16898 1283100 SH DFND 4 1283100 0 0 TECK RESOURCES LTD CL B 878742204 129 9847 SH DFND 21 9847 0 0 TECK RESOURCES LTD PUT 878742954 182063 13824100 SH Put DFND 4 13824100 0 0 TECHTARGET INC COM 87874R100 2767 341566 SH DFND 17 331636 0 9930 TEGNA INC COM 87901J105 5002 215900 SH DFND 3 215900 0 0 TEGNA INC COM 87901J105 1405 60659 SH DFND 17 60659 0 0 TEGNA INC COM 87901J105 13281 573190 SH DFND 21 476155 0 97035 TELECOM ARGENTINA S A SPON ADR REP B 879273209 868 47381 SH DFND 21 47381 0 0 TELEFLEX INC COM 879369106 5145 29016 SH DFND 17 12356 0 16660 TELEFLEX INC COM 879369106 19451 109703 SH DFND 21 30995 0 78708 TELEPHONE & DATA SYS INC COM NEW 879433829 205 6915 SH DFND 4 6915 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 1112 37505 SH DFND 17 37505 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 1432 48275 SH DFND 21 0 0 48275 TELENAV INC COM 879455103 2269 444833 SH DFND 17 432278 0 12555 TELIGENT INC NEW COM 87960W104 4180 585465 SH DFND 17 570124 0 15341 TELUS CORP COM 87971M103 1034 32279 SH DFND 21 32279 0 0 TEMPUR SEALY INTL INC COM 88023U101 1864 33695 SH DFND 21 33695 0 0 TENNECO INC COM 880349105 2767 59370 SH DFND 17 59370 0 0 TENNECO INC COM 880349105 4612 98959 SH DFND 21 85678 0 13281 TENNECO INC COM 880349105 8716 187000 SH DFND 24 187000 0 0 TERADYNE INC COM 880770102 12175 618312 SH DFND 17 618312 0 0 TERADYNE INC COM 880770102 9278 471213 SH DFND 21 244984 0 226229 TERNIUM SA SPON ADR 880890108 665 34900 SH DFND 17 0 0 34900 TERRA NITROGEN CO L P COM UNIT 881005201 20197 193148 SH DFND 3 188276 0 4872 TESORO CORP COM 881609101 6987 93253 SH DFND 17 33024 0 60229 TESORO CORP COM 881609101 44345 591902 SH DFND 21 418143 0 173759 TESLA MTRS INC COM 88160R101 46562 219342 SH DFND 17 175331 0 44011 TESLA MTRS INC COM 88160R101 1495 7041 SH DFND 21 6309 0 732 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 11067 6500000 PRN DFND 17 6500000 0 0 TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 135220 152705000 PRN DFND 17 139365000 0 13340000 TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 67431 80395000 PRN DFND 17 80095000 0 300000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 68177 1357294 SH DFND 3 956594 0 400700 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 76 1512 SH DFND 4 1512 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 13110 261001 SH DFND 17 261001 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2264 45081 SH DFND 21 45081 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 357 7100 SH DFND 24 7100 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1479 232113 SH DFND 17 232113 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 54971 43455000 PRN DFND 17 43285000 0 170000 TESSERA TECHNOLOGIES INC COM 88164L100 332 10845 SH DFND 17 10845 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 4738 154643 SH DFND 21 95043 0 59600 TEXAS INSTRS INC COM 882508104 81 1297 SH DFND 4 1297 0 0 TEXAS INSTRS INC COM 882508104 140334 2239963 SH DFND 17 2149093 0 90870 TEXAS INSTRS INC COM 882508104 5025 80202 SH DFND 21 48523 0 31679 TEXAS INSTRS INC CALL 882508904 6196 98900 SH Call DFND 4 98900 0 0 TEXAS INSTRS INC PUT 882508954 59699 952900 SH Put DFND 4 952900 0 0 TEXAS ROADHOUSE INC COM 882681109 12082 264960 SH DFND 17 233292 0 31668 TEXAS ROADHOUSE INC COM 882681109 96 2100 SH DFND 21 0 0 2100 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1824 2260000 PRN DFND 17 2260000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 7452 50432 SH DFND 4 50432 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 7400 50079 SH DFND 17 38633 0 11446 THERMO FISHER SCIENTIFIC INC COM 883556102 17761 120200 SH DFND 20 120200 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 74451 503867 SH DFND 21 242375 0 261492 THERMO FISHER SCIENTIFIC INC COM 883556102 310 2100 SH DFND 24 2100 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 243 1646 SH DFND 25 1646 0 0 THERMO FISHER SCIENTIFIC INC CALL 883556902 7979 54000 SH Call DFND 4 54000 0 0 THERMO FISHER SCIENTIFIC INC PUT 883556952 65399 442600 SH Put DFND 4 442600 0 0 THOMSON REUTERS CORP COM 884903105 601 14927 SH DFND 17 14927 0 0 THOMSON REUTERS CORP COM 884903105 6773 168287 SH DFND 21 168287 0 0 THOR INDS INC COM 885160101 42625 658400 SH DFND 3 639900 0 18500 THOR INDS INC COM 885160101 1729 26708 SH DFND 17 26708 0 0 THOR INDS INC COM 885160101 1350 20848 SH DFND 21 19684 0 1164 3M CO COM 88579Y101 79393 453366 SH DFND 17 447916 0 5450 3M CO COM 88579Y101 15463 88300 SH DFND 21 88300 0 0 3M CO COM 88579Y101 193 1100 SH DFND 24 1100 0 0 3M CO CALL 88579Y901 15586 89000 SH Call DFND 4 89000 0 0 3M CO PUT 88579Y951 102971 588000 SH Put DFND 4 588000 0 0 TIFFANY & CO NEW COM 886547108 546 9000 SH DFND 21 9000 0 0 TIME INC NEW COM 887228104 33626 2042870 SH DFND 3 2013470 0 29400 TIME INC NEW COM 887228104 373 22652 SH DFND 4 22652 0 0 TIME INC NEW COM 887228104 66 4026 SH DFND 21 3802 0 224 TIME WARNER INC COM NEW 887317303 7913 107600 SH DFND 3 107600 0 0 TIME WARNER INC COM NEW 887317303 4936 67122 SH DFND 4 67122 0 0 TIME WARNER INC COM NEW 887317303 29445 400399 SH DFND 17 277075 0 123324 TIME WARNER INC COM NEW 887317303 36613 497861 SH DFND 21 358269 0 139592 TIME WARNER INC CALL 887317903 7457 101400 SH Call DFND 4 101400 0 0 TIME WARNER INC PUT 887317953 57994 788600 SH Put DFND 4 788600 0 0 TORCHMARK CORP COM 891027104 1230 19890 SH DFND 21 16825 0 3065 TORONTO DOMINION BK ONT COM NEW 891160509 71036 1662842 SH DFND 3 1156042 0 506800 TORONTO DOMINION BK ONT COM NEW 891160509 41323 967309 SH DFND 17 497806 0 469503 TORONTO DOMINION BK ONT COM NEW 891160509 68286 1598482 SH DFND 21 1066667 0 531815 TORONTO DOMINION BK ONT COM NEW 891160509 167 3907 SH DFND 25 3907 0 0 TOTAL S A SPONSORED ADR 89151E109 158953 3304628 SH DFND 3 3301728 0 2900 TOTAL S A SPONSORED ADR 89151E109 41531 863431 SH DFND 17 863431 0 0 TOWER INTL INC COM 891826109 3161 153583 SH DFND 17 126893 0 26690 TOWER INTL INC COM 891826109 1794 87189 SH DFND 21 61481 0 25708 TOTAL SYS SVCS INC COM 891906109 51322 966325 SH DFND 17 725282 0 241043 TOTAL SYS SVCS INC COM 891906109 29558 556545 SH DFND 21 421033 0 135512 TOTAL SYS SVCS INC COM 891906109 161 3023 SH DFND 25 3023 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 493 22779 SH DFND 17 2072 0 20707 TOWNEBANK PORTSMOUTH VA COM 89214P109 207 9575 SH DFND 21 9575 0 0 TRACTOR SUPPLY CO COM 892356106 46919 514575 SH DFND 17 392060 0 122515 TRANSALTA CORP COM 89346D107 587 113367 SH DFND 4 113367 0 0 TRANSCANADA CORP COM 89353D107 32118 713498 SH DFND 4 713498 0 0 TRANSCANADA CORP COM 89353D107 18969 421396 SH DFND 21 79461 0 341935 TRANSDIGM GROUP INC COM 893641100 384 1458 SH DFND 17 1458 0 0 TRANSDIGM GROUP INC COM 893641100 1384 5247 SH DFND 21 5247 0 0 TRAVELERS COMPANIES INC COM 89417E109 320794 2694841 SH DFND 3 2692741 0 2100 TRAVELERS COMPANIES INC COM 89417E109 2592 21774 SH DFND 4 21774 0 0 TRAVELERS COMPANIES INC COM 89417E109 121893 1023963 SH DFND 17 927293 0 96670 TRAVELERS COMPANIES INC COM 89417E109 121116 1017437 SH DFND 21 813283 0 204154 TRAVELERS COMPANIES INC COM 89417E109 179 1500 SH DFND 24 1500 0 0 TRAVELERS COMPANIES INC COM 89417E109 319 2678 SH DFND 25 2678 0 0 TRAVELERS COMPANIES INC CALL 89417E909 6119 51400 SH Call DFND 4 51400 0 0 TRAVELERS COMPANIES INC PUT 89417E959 31867 267700 SH Put DFND 4 267700 0 0 TRIBUNE MEDIA CO CL A 896047503 234 5969 SH DFND 4 5969 0 0 TRICO BANCSHARES COM 896095106 106 3847 SH DFND 17 3847 0 0 TRICO BANCSHARES COM 896095106 233 8460 SH DFND 21 3501 0 4959 TRIMBLE NAVIGATION LTD COM 896239100 3701 151947 SH DFND 21 135594 0 16353 TRIMBLE NAVIGATION LTD COM 896239100 8022 329300 SH DFND 24 329300 0 0 TRINET GROUP INC COM 896288107 737 35430 SH DFND 17 35430 0 0 TRINITY BIOTECH PLC SPON ADR NEW 896438306 2034 179386 SH DFND 17 174545 0 4841 TRINITY INDS INC COM 896522109 5994 322803 SH DFND 17 213477 0 109326 TRINITY INDS INC COM 896522109 23486 1264753 SH DFND 21 986728 0 278025 TRINITY INDS INC COM 896522109 62 3364 SH DFND 25 3364 0 0 TRIPLE-S MGMT CORP CL B 896749108 284 11645 SH DFND 17 11645 0 0 TRUECAR INC COM 89785L107 291 37110 SH DFND 17 0 0 37110 TRUEBLUE INC COM 89785X101 17 917 SH DFND 17 917 0 0 TRUEBLUE INC COM 89785X101 1187 62716 SH DFND 21 10514 0 52202 TRULIA INC NOTE 2.750%12/1 897888AB9 35612 22700000 PRN DFND 17 19785000 0 2915000 TRUSTMARK CORP COM 898402102 20415 821521 SH DFND 3 782789 0 38732 TUMI HLDGS INC COM 89969Q104 7944 297070 SH DFND 4 297070 0 0 TUMI HLDGS INC COM 89969Q104 2594 97000 SH DFND 21 97000 0 0 TUPPERWARE BRANDS CORP COM 899896104 324 5761 SH DFND 4 5761 0 0 TUPPERWARE BRANDS CORP COM 899896104 589 10470 SH DFND 21 10470 0 0 TUPPERWARE BRANDS CORP COM 899896104 281 5000 SH DFND 24 5000 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 1908 70000 SH DFND 21 70000 0 0 TWITTER INC COM 90184L102 25242 1492701 SH DFND 17 1274531 0 218170 TWITTER INC COM 90184L102 41 2451 SH DFND 21 0 0 2451 TWITTER INC NOTE 0.250% 9/1 90184LAB8 35716 38875000 PRN DFND 17 38650000 0 225000 TWITTER INC NOTE 1.000% 9/1 90184LAD4 46640 51000000 PRN DFND 17 50870000 0 130000 TWO HBRS INVT CORP COM 90187B101 6417 749700 SH DFND 3 749700 0 0 TWO HBRS INVT CORP COM 90187B101 39 4588 SH DFND 17 4588 0 0 TWO HBRS INVT CORP COM 90187B101 2973 347276 SH DFND 21 86530 0 260746 II VI INC COM 902104108 276 14690 SH DFND 17 14690 0 0 II VI INC COM 902104108 2006 106929 SH DFND 21 102962 0 3967 TYLER TECHNOLOGIES INC COM 902252105 14503 86995 SH DFND 17 72880 0 14115 TYLER TECHNOLOGIES INC COM 902252105 150 900 SH DFND 21 0 0 900 TYSON FOODS INC CL A 902494103 76374 1143491 SH DFND 17 861803 0 281688 TYSON FOODS INC CL A 902494103 135605 2030319 SH DFND 21 1490604 0 539715 TYSON FOODS INC CL A 902494103 11795 176600 SH DFND 24 176600 0 0 TYSON FOODS INC CL A 902494103 218 3267 SH DFND 25 3267 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 101624 1375525 SH DFND 17 1344870 0 30655 TYSON FOODS INC CALL 902494903 2618 39200 SH Call DFND 4 39200 0 0 TYSON FOODS INC PUT 902494953 18735 280500 SH Put DFND 4 280500 0 0 UGI CORP NEW COM 902681105 596 13177 SH DFND 17 13177 0 0 US BANCORP DEL COM NEW 902973304 10442 258913 SH DFND 4 258913 0 0 US BANCORP DEL COM NEW 902973304 20254 502208 SH DFND 17 490458 0 11750 US BANCORP DEL COM NEW 902973304 2882 71471 SH DFND 20 71471 0 0 US BANCORP DEL COM NEW 902973304 24064 596673 SH DFND 21 592972 0 3701 US BANCORP DEL CALL 902973904 7872 195200 SH Call DFND 4 195200 0 0 US BANCORP DEL PUT 902973954 51255 1270900 SH Put DFND 4 1270900 0 0 USANA HEALTH SCIENCES INC COM 90328M107 830 7447 SH DFND 17 7447 0 0 USANA HEALTH SCIENCES INC COM 90328M107 3436 30832 SH DFND 21 30183 0 649 USA TECHNOLOGIES INC COM NO PAR 90328S500 1733 405953 SH DFND 17 379601 0 26352 U S CONCRETE INC COM NEW 90333L201 22594 370941 SH DFND 17 331664 0 39277 U S CONCRETE INC COM NEW 90333L201 131 2150 SH DFND 21 0 0 2150 U S SILICA HLDGS INC COM 90346E103 15298 443810 SH DFND 17 443810 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 1259 5167 SH DFND 17 4452 0 715 ULTIMATE SOFTWARE GROUP INC COM 90385D107 19995 95084 SH DFND 17 81218 0 13866 ULTIMATE SOFTWARE GROUP INC COM 90385D107 189 900 SH DFND 21 0 0 900 UMPQUA HLDGS CORP COM 904214103 42636 2756027 SH DFND 3 2691205 0 64822 UMPQUA HLDGS CORP COM 904214103 4452 287790 SH DFND 21 47793 0 239997 UNIFI INC COM NEW 904677200 50 1845 SH DFND 17 1845 0 0 UNIFI INC COM NEW 904677200 253 9281 SH DFND 21 9281 0 0 UNIFIRST CORP MASS COM 904708104 521 4502 SH DFND 21 4502 0 0 UNION PAC CORP COM 907818108 351 4020 SH DFND 4 4020 0 0 UNION PAC CORP COM 907818108 154964 1776097 SH DFND 17 1745557 0 30540 UNION PAC CORP COM 907818108 71629 820968 SH DFND 21 766893 0 54075 UNION PAC CORP COM 907818108 750 8600 SH DFND 24 8600 0 0 UNION PAC CORP CALL 907818908 11046 126600 SH Call DFND 4 126600 0 0 UNION PAC CORP PUT 907818958 64434 738500 SH Put DFND 4 738500 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 42822 2341300 SH DFND 3 2285800 0 55500 UNITED BANKSHARES INC WEST V COM 909907107 584 15562 SH DFND 21 15562 0 0 UNITED CONTL HLDGS INC COM 910047109 1973 48081 SH DFND 4 48081 0 0 UNITED CONTL HLDGS INC COM 910047109 17784 433339 SH DFND 17 386249 0 47090 UNITED CONTL HLDGS INC COM 910047109 9007 219470 SH DFND 21 79233 0 140237 UNITED CONTL HLDGS INC CALL 910047909 1170 28500 SH Call DFND 4 28500 0 0 UNITED CONTL HLDGS INC PUT 910047959 5741 139900 SH Put DFND 4 139900 0 0 UNITED INS HLDGS CORP COM 910710102 17786 1085853 SH DFND 3 1085853 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2222 1116577 SH DFND 21 1062146 0 54431 UNITED NAT FOODS INC COM 911163103 409 8745 SH DFND 17 0 0 8745 UNITED PARCEL SERVICE INC CL B 911312106 26850 249257 SH DFND 17 245472 0 3785 UNITED PARCEL SERVICE INC CL B 911312106 8660 80394 SH DFND 21 80394 0 0 UNITED PARCEL SERVICE INC CALL 911312906 10266 95300 SH Call DFND 4 95300 0 0 UNITED PARCEL SERVICE INC PUT 911312956 88837 824700 SH Put DFND 4 824700 0 0 UNITED RENTALS INC COM 911363109 8700 129656 SH DFND 21 129656 0 0 UNITED STATES STL CORP NEW COM 912909108 30938 1835000 SH DFND 4 1835000 0 0 UNITED STATES STL CORP NEW COM 912909108 9435 559606 SH DFND 17 484426 0 75180 UNITED STATES STL CORP NEW COM 912909108 6759 400876 SH DFND 21 400876 0 0 UNITED TECHNOLOGIES CORP COM 913017109 159484 1555183 SH DFND 3 1555183 0 0 UNITED TECHNOLOGIES CORP COM 913017109 2556 24928 SH DFND 4 24928 0 0 UNITED TECHNOLOGIES CORP COM 913017109 138727 1352778 SH DFND 17 1330017 0 22761 UNITED TECHNOLOGIES CORP COM 913017109 65088 634694 SH DFND 21 590216 0 44478 UNITED TECHNOLOGIES CORP COM 913017109 103 1000 SH DFND 24 1000 0 0 UNITED TECHNOLOGIES CORP CALL 913017909 10101 98500 SH Call DFND 4 98500 0 0 UNITED TECHNOLOGIES CORP PUT 913017959 91280 890100 SH Put DFND 4 890100 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 3203 30238 SH DFND 17 30238 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 11096 104757 SH DFND 21 87898 0 16859 UNITED THERAPEUTICS CORP DEL COM 91307C102 561 5300 SH DFND 24 5300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 354513 2510712 SH DFND 17 2130022 0 380690 UNITEDHEALTH GROUP INC COM 91324P102 56071 397100 SH DFND 20 397100 0 0 UNITEDHEALTH GROUP INC COM 91324P102 436233 3089466 SH DFND 21 2494570 0 594896 UNITEDHEALTH GROUP INC COM 91324P102 579 4100 SH DFND 24 4100 0 0 UNITEDHEALTH GROUP INC COM 91324P102 473 3348 SH DFND 25 3348 0 0 UNITEDHEALTH GROUP INC CALL 91324P902 25091 177700 SH Call DFND 4 177700 0 0 UNITEDHEALTH GROUP INC PUT 91324P952 116787 827100 SH Put DFND 4 827100 0 0 UNITIL CORP COM 913259107 225 5280 SH DFND 17 5280 0 0 UNITIL CORP COM 913259107 58 1351 SH DFND 21 1351 0 0 UNIVERSAL CORP VA COM 913456109 23012 398549 SH DFND 3 389149 0 9400 UNIVERSAL CORP VA COM 913456109 965 16712 SH DFND 17 16712 0 0 UNIVERSAL CORP VA COM 913456109 2238 38758 SH DFND 21 13632 0 25126 UNIVERSAL ELECTRS INC COM 913483103 3652 50522 SH DFND 17 50522 0 0 UNIVERSAL FST PRODS INC COM 913543104 676 7297 SH DFND 17 7297 0 0 UNIVERSAL FST PRODS INC COM 913543104 7306 78827 SH DFND 21 44165 0 34662 UNIVERSAL INS HLDGS INC COM 91359V107 5759 309958 SH DFND 17 127077 0 182881 UNIVERSAL INS HLDGS INC COM 91359V107 15368 827114 SH DFND 21 823986 0 3128 UNIVERSAL HLTH SVCS INC CL B 913903100 17341 129317 SH DFND 17 100571 0 28746 UNIVERSAL HLTH SVCS INC CL B 913903100 45477 339130 SH DFND 21 313707 0 25423 UNUM GROUP COM 91529Y106 6205 195200 SH DFND 3 195200 0 0 UNUM GROUP COM 91529Y106 4350 136843 SH DFND 17 136843 0 0 UNUM GROUP COM 91529Y106 6767 212879 SH DFND 21 135282 0 77597 URBAN OUTFITTERS INC COM 917047102 202 7344 SH DFND 21 7344 0 0 VCA INC COM 918194101 19241 284595 SH DFND 17 238764 0 45831 VCA INC COM 918194101 6654 98410 SH DFND 21 95660 0 2750 V F CORP COM 918204108 1298 21115 SH DFND 4 21115 0 0 V F CORP COM 918204108 586 9537 SH DFND 21 9537 0 0 V F CORP CALL 918204908 3364 54700 SH Call DFND 4 54700 0 0 V F CORP PUT 918204958 14155 230200 SH Put DFND 4 230200 0 0 VAIL RESORTS INC COM 91879Q109 598 4327 SH DFND 17 3152 0 1175 VAIL RESORTS INC COM 91879Q109 1251 9047 SH DFND 21 8568 0 479 VALEANT PHARMACEUTICALS INTL COM 91911K102 329 16411 SH DFND 17 12306 0 4105 VALEANT PHARMACEUTICALS INTL COM 91911K102 2249 112107 SH DFND 21 74508 0 37599 VALEANT PHARMACEUTICALS INTL COM 91911K102 21 1068 SH DFND 25 1068 0 0 VALE S A ADR 91912E105 6733 1330700 SH DFND 17 1330700 0 0 VALE S A ADR 91912E105 20380 4027596 SH DFND 21 4027596 0 0 VALE S A ADR REPSTG PFD 91912E204 306 76400 SH DFND 21 76400 0 0 VALERO ENERGY CORP NEW COM 91913Y100 5355 105000 SH DFND 3 105000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 8994 176345 SH DFND 4 176345 0 0 VALERO ENERGY CORP NEW COM 91913Y100 71490 1401756 SH DFND 17 1235288 0 166468 VALERO ENERGY CORP NEW COM 91913Y100 103399 2027433 SH DFND 21 1409362 0 618071 VALERO ENERGY CORP NEW COM 91913Y100 464 9100 SH DFND 24 9100 0 0 VALERO ENERGY CORP NEW COM 91913Y100 223 4381 SH DFND 25 4381 0 0 VALERO ENERGY CORP NEW CALL 91913Y900 2754 54000 SH Call DFND 4 54000 0 0 VALERO ENERGY CORP NEW PUT 91913Y950 21221 416100 SH Put DFND 4 416100 0 0 VALSPAR CORP COM 920355104 9642 89250 SH DFND 21 89250 0 0 VALSPAR CORP PUT 920355954 8426 78000 SH Put DFND 21 78000 0 0 VANDA PHARMACEUTICALS INC COM 921659108 539 48140 SH DFND 17 44944 0 3196 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 9242 333515 SH DFND 17 333515 0 0 VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 380 16000 SH DFND 25 16000 0 0 VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 911 28000 SH DFND 24 28000 0 0 VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 2166 38000 SH DFND 24 38000 0 0 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 305 3762 SH DFND 17 3762 0 0 VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 4149 51680 SH DFND 17 51680 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 638 6857 SH DFND 17 6857 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 2149 37000 SH DFND 24 37000 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 42031 723800 SH DFND 25 723800 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1503 35078 SH DFND 17 35078 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 65653 1864069 SH DFND 4 1864069 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1 15 SH DFND 17 15 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 881 25000 SH DFND 24 25000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 22019 625000 SH DFND 25 625000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 5 102 SH DFND 17 102 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 11665 250000 SH DFND 24 0 0 250000 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 8255 102119 SH DFND 17 39584 0 62535 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 16168 200000 SH DFND 25 200000 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 7995 148465 SH DFND 17 148465 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 3351 35446 SH DFND 17 35446 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 14515 162339 SH DFND 17 162339 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 57222 640000 SH DFND 25 640000 0 0 VANTIV INC CL A 92210H105 62194 1098829 SH DFND 17 749136 0 349693 VARIAN MED SYS INC COM 92220P105 414 5036 SH DFND 21 5036 0 0 VASCULAR SOLUTIONS INC COM 92231M109 8667 208043 SH DFND 17 203483 0 4560 VECTREN CORP COM 92240G101 315 5974 SH DFND 4 5974 0 0 VECTREN CORP COM 92240G101 2363 44859 SH DFND 21 19114 0 25745 VECTOR GROUP LTD COM 92240M108 320 14284 SH DFND 17 14284 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 22012 15400000 PRN DFND 17 15400000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 12899 11700000 PRN DFND 17 11700000 0 0 VEECO INSTRS INC DEL COM 922417100 2114 127628 SH DFND 21 113708 0 13920 VEECO INSTRS INC DEL COM 922417100 4131 249462 SH DFND 24 249462 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 224 28461 SH DFND 17 28461 0 0 VEDANTA LTD SPONSORED ADR 92242Y100 309 39272 SH DFND 21 39272 0 0 VEEVA SYS INC CL A COM 922475108 2838 83190 SH DFND 17 83190 0 0 VENTAS INC COM 92276F100 7216 99100 SH DFND 3 99100 0 0 VENTAS INC COM 92276F100 20 277 SH DFND 17 277 0 0 VENTAS INC CALL 92276F900 3401 46700 SH Call DFND 4 46700 0 0 VENTAS INC PUT 92276F950 12401 170300 SH Put DFND 4 170300 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 62 324 SH DFND 17 324 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 10321 53700 SH DFND 24 0 0 53700 VANGUARD INDEX FDS S&P 500 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VERIZON COMMUNICATIONS INC COM 92343V104 374 6699 SH DFND 25 6699 0 0 VERIZON COMMUNICATIONS INC CALL 92343V904 31712 567900 SH Call DFND 4 567900 0 0 VERIZON COMMUNICATIONS INC PUT 92343V954 191877 3436200 SH Put DFND 4 3436200 0 0 VERINT SYS INC COM 92343X100 799 24115 SH DFND 17 24115 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 19128 20975000 PRN DFND 17 20790000 0 185000 VERTEX PHARMACEUTICALS INC COM 92532F100 6507 75647 SH DFND 4 75647 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 17784 206743 SH DFND 17 179003 0 27740 VERTEX PHARMACEUTICALS INC COM 92532F100 7780 90440 SH DFND 24 90440 0 0 VERTEX PHARMACEUTICALS INC CALL 92532F900 2125 24700 SH Call DFND 4 24700 0 0 VERTEX PHARMACEUTICALS INC PUT 92532F950 22176 257800 SH Put DFND 4 257800 0 0 VIAD CORP COM NEW 92552R406 1185 38235 SH DFND 17 29095 0 9140 VIAD CORP COM NEW 92552R406 1342 43290 SH DFND 21 10960 0 32330 VIACOM INC NEW CL A 92553P102 543 11695 SH DFND 17 11695 0 0 VIACOM INC NEW CL B 92553P201 1617 38991 SH DFND 4 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DFND 24 8700 0 0 VISA INC CALL 92826C909 17118 230800 SH Call DFND 4 230800 0 0 VISA INC PUT 92826C959 124361 1676700 SH Put DFND 4 1676700 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 22675 1830100 SH DFND 3 1780200 0 49900 VISHAY INTERTECHNOLOGY INC COM 928298108 385 31070 SH DFND 21 31070 0 0 VISTA OUTDOOR INC COM 928377100 781 16354 SH DFND 21 16354 0 0 VISTEON CORP COM NEW 92839U206 11920 181122 SH DFND 17 155353 0 25769 VISTEON CORP COM NEW 92839U206 532 8086 SH DFND 21 6586 0 1500 VOCERA COMMUNICATIONS INC COM 92857F107 3241 252210 SH DFND 17 245636 0 6574 WI-LAN INC COM 928972108 96 38070 SH DFND 21 38070 0 0 VORNADO RLTY TR SH BEN INT 929042109 4425 44192 SH DFND 4 44192 0 0 VORNADO RLTY TR SH BEN INT 929042109 14 143 SH DFND 17 143 0 0 VORNADO RLTY TR PUT 929042959 390 3900 SH Put DFND 4 3900 0 0 VOYA FINL INC COM 929089100 10305 416195 SH DFND 17 300092 0 116103 VOYA FINL INC COM 929089100 20384 823262 SH DFND 21 686842 0 136420 VOYA FINL INC COM 929089100 29 1155 SH DFND 25 1155 0 0 VULCAN MATLS CO COM 929160109 52700 437853 SH DFND 17 350055 0 87798 VULCAN MATLS CO COM 929160109 34052 282922 SH DFND 21 282922 0 0 VULCAN MATLS CO COM 929160109 1131 9400 SH DFND 24 9400 0 0 WD-40 CO COM 929236107 461 3925 SH DFND 17 3925 0 0 WCI CMNTYS INC COM PAR $0.01 92923C807 1781 105382 SH DFND 17 105382 0 0 WSFS FINL CORP COM 929328102 1499 46563 SH DFND 17 9463 0 37100 WSFS FINL CORP COM 929328102 1164 36162 SH DFND 21 33607 0 2555 WNS HOLDINGS LTD SPON ADR 92932M101 617 22863 SH DFND 17 22863 0 0 WNS HOLDINGS LTD SPON ADR 92932M101 1886 69853 SH DFND 21 66860 0 2993 WPP PLC NEW ADR 92937A102 6125 58600 SH DFND 3 58600 0 0 WPP PLC NEW ADR 92937A102 14315 136960 SH DFND 17 136960 0 0 WEC ENERGY GROUP INC COM 92939U106 838 12838 SH DFND 17 12838 0 0 WEC ENERGY GROUP INC CALL 92939U906 1332 20400 SH Call DFND 4 20400 0 0 WEC ENERGY GROUP INC PUT 92939U956 19166 293500 SH Put DFND 4 293500 0 0 WABASH NATL CORP COM 929566107 2081 163893 SH DFND 17 128793 0 35100 WABASH NATL CORP COM 929566107 1721 135500 SH DFND 21 100446 0 35054 WABTEC CORP COM 929740108 4193 59697 SH DFND 21 59697 0 0 WABTEC CORP COM 929740108 337 4800 SH DFND 24 4800 0 0 WAL-MART STORES INC COM 931142103 273678 3747984 SH DFND 3 3744884 0 3100 WAL-MART STORES INC COM 931142103 6390 87507 SH DFND 4 87507 0 0 WAL-MART STORES INC COM 931142103 91532 1253519 SH DFND 17 1253519 0 0 WAL-MART STORES INC COM 931142103 29196 399836 SH DFND 21 209442 0 190394 WALGREENS BOOTS ALLIANCE INC COM 931427108 1569 18838 SH DFND 4 18838 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 236852 2844382 SH DFND 17 2644952 0 199430 WALGREENS BOOTS ALLIANCE INC COM 931427108 3597 43200 SH DFND 20 43200 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 157943 1896757 SH DFND 21 1680038 0 216719 WALGREENS BOOTS ALLIANCE INC CALL 931427908 8835 106100 SH Call DFND 4 106100 0 0 WALGREENS BOOTS ALLIANCE INC PUT 931427958 71979 864400 SH Put DFND 4 864400 0 0 WALKER & DUNLOP INC COM 93148P102 370 16237 SH DFND 17 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PRN DFND 17 24625000 0 3875000 WEB COM GROUP INC COM 94733A104 668 36760 SH DFND 17 0 0 36760 WEB COM GROUP INC COM 94733A104 1284 70635 SH DFND 21 0 0 70635 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 19647 21240000 PRN DFND 17 19675000 0 1565000 WEBMD HEALTH CORP COM 94770V102 3401 58525 SH DFND 17 49210 0 9315 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 33741 26360000 PRN DFND 17 23810000 0 2550000 WEBSTER FINL CORP CONN COM 947890109 516 15202 SH DFND 17 15202 0 0 WEBSTER FINL CORP CONN COM 947890109 4170 122828 SH DFND 21 122828 0 0 WEIBO CORP SPONSORED ADR 948596101 3466 122000 SH DFND 20 122000 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 367 31518 SH DFND 4 31518 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 2087 179418 SH DFND 17 0 0 179418 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 26483 14450000 PRN DFND 17 12855000 0 1595000 WELLS FARGO & CO NEW COM 949746101 301541 6371030 SH DFND 3 6365730 0 5300 WELLS FARGO & CO NEW COM 949746101 41882 884894 SH DFND 4 884894 0 0 WELLS FARGO & CO NEW COM 949746101 201930 4266436 SH DFND 17 4150569 0 115867 WELLS FARGO & CO NEW COM 949746101 5486 115902 SH DFND 20 115902 0 0 WELLS FARGO & CO NEW COM 949746101 350967 7415322 SH DFND 21 5852657 0 1562665 WELLS FARGO & CO NEW COM 949746101 409 8635 SH DFND 25 8635 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 184209 141740 SH DFND 4 137140 0 4600 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 198109 152485 SH DFND 17 143970 0 8515 WELLS FARGO & CO NEW CALL 949746901 20347 429900 SH Call DFND 4 429900 0 0 WELLS FARGO & CO NEW PUT 949746951 170951 3611900 SH Put DFND 4 3611900 0 0 WELLTOWER INC COM 95040Q104 17259 226590 SH DFND 4 226590 0 0 WELLTOWER INC COM 95040Q104 5789 76004 SH DFND 17 76004 0 0 WELLTOWER INC COM 95040Q104 7843 102964 SH DFND 21 0 0 102964 WELLTOWER INC 6.50% PFD PREPET 95040Q203 7695 113000 SH DFND 4 113000 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 69888 1030800 SH DFND 17 975360 0 55440 WELLTOWER INC CALL 95040Q904 2483 32600 SH Call DFND 4 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DFND 17 437170 0 104656 WESTERN ALLIANCE BANCORP COM 957638109 3178 97334 SH DFND 21 89718 0 7616 WESTERN ASSET MTG CAP CORP COM 95790D105 75 7998 SH DFND 17 7998 0 0 WESTERN ASSET MTG CAP CORP COM 95790D105 230 24480 SH DFND 21 24480 0 0 WESTERN DIGITAL CORP COM 958102105 1602 33890 SH DFND 4 33890 0 0 WESTERN DIGITAL CORP COM 958102105 14038 297039 SH DFND 17 251453 0 45586 WESTERN DIGITAL CORP COM 958102105 28473 602475 SH DFND 21 299181 0 303294 WESTERN DIGITAL CORP COM 958102105 42 881 SH DFND 25 881 0 0 WESTERN REFNG INC COM 959319104 15060 730000 SH DFND 3 713750 0 16250 WESTERN REFNG INC COM 959319104 1878 91043 SH DFND 17 88187 0 2856 WESTERN REFNG INC COM 959319104 15973 774273 SH DFND 21 428988 0 345285 WESTERN REFNG INC COM 959319104 15 743 SH DFND 25 743 0 0 WESTERN UN CO COM 959802109 575 29970 SH DFND 4 29970 0 0 WESTERN UN CO COM 959802109 3735 194712 SH DFND 17 188502 0 6210 WESTERN UN CO COM 959802109 42513 2216513 SH DFND 21 2033682 0 182831 WESTERN UN CO COM 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0.750% 7/1 98138HAC5 30247 27265000 PRN DFND 17 27265000 0 0 WORLD FUEL SVCS CORP COM 981475106 43674 919638 SH DFND 3 899088 0 20550 WORLD FUEL SVCS CORP COM 981475106 1496 31495 SH DFND 17 13101 0 18394 WORLD FUEL SVCS CORP COM 981475106 439 9241 SH DFND 21 9241 0 0 WORTHINGTON INDS INC COM 981811102 1090 25770 SH DFND 21 25770 0 0 WPX ENERGY INC PFD SER A CV 98212B202 36196 783965 SH DFND 17 734265 0 49700 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 46514 50680000 PRN DFND 17 50280000 0 400000 WYNDHAM WORLDWIDE CORP COM 98310W108 3197 44887 SH DFND 21 30031 0 14856 WYNN RESORTS LTD COM 983134107 1642 18113 SH DFND 4 16592 0 1521 XACTLY CORP COM 98386L101 3563 278157 SH DFND 17 270939 0 7218 XCEL ENERGY INC COM 98389B100 849 18957 SH DFND 4 18957 0 0 XCEL ENERGY INC COM 98389B100 10761 240312 SH DFND 17 108112 0 132200 XCEL ENERGY INC COM 98389B100 25700 573923 SH DFND 21 480626 0 93297 XCEL ENERGY INC CALL 98389B900 1720 38400 SH Call DFND 4 38400 0 0 XCEL ENERGY INC PUT 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98956P952 22463 186600 SH Put DFND 4 186600 0 0 ZIONS BANCORPORATION COM 989701107 2138 85096 SH DFND 17 85096 0 0 ZIX CORP COM 98974P100 216 57470 SH DFND 17 5445 0 52025 ZOGENIX INC COM NEW 98978L204 328 40706 SH DFND 17 40706 0 0 ZOETIS INC CL A 98978V103 1267 26700 SH DFND 4 26700 0 0 ZOETIS INC CL A 98978V103 8167 172085 SH DFND 17 136600 0 35485 ZOETIS INC CL A 98978V103 6949 146424 SH DFND 21 146424 0 0 ZOETIS INC CALL 98978V903 2264 47700 SH Call DFND 4 47700 0 0 ZOETIS INC PUT 98978V953 18272 385000 SH Put DFND 4 385000 0 0 EURONAV NV ANTWERPEN SHS B38564108 1211 132196 SH DFND 17 19803 0 112393 EURONAV NV ANTWERPEN SHS B38564108 4500 491355 SH DFND 21 146738 0 344617 DEUTSCHE BANK AG NAMEN AKT D18190898 624 45390 SH DFND 17 45390 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 47210 3436753 SH DFND 21 1103362 0 2333391 SOCIETE GENERALE DEBT 8.250%12/2 F849BQAA2 201 200000 PRN DFND 21 200000 0 0 AIRCASTLE LTD COM G0129K104 7708 394044 SH DFND 17 193390 0 200654 AIRCASTLE LTD COM 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A G0408V102 54 490 SH DFND 17 0 0 490 AON PLC SHS CL A G0408V102 1150 10525 SH DFND 21 10525 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 347 6694 SH DFND 17 6694 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 2759 53160 SH DFND 21 47133 0 6027 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 11649 251174 SH DFND 17 138569 0 112605 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 38984 840537 SH DFND 21 705234 0 135303 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 121 2607 SH DFND 25 2607 0 0 ARRIS INTL INC SHS G0551A103 2155 102823 SH DFND 17 102823 0 0 ARRIS INTL INC SHS G0551A103 15202 725284 SH DFND 21 679989 0 45295 ASSURED GUARANTY LTD COM G0585R106 421 16600 SH DFND 17 0 0 16600 ASSURED GUARANTY LTD COM G0585R106 1657 65332 SH DFND 21 52056 0 13276 ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 3463 201098 SH DFND 17 194360 0 6738 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 8100 147278 SH DFND 17 145741 0 1537 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 25268 459421 SH DFND 21 447081 0 12340 AXIS CAPITAL 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