0001628280-17-005532.txt : 20170515 0001628280-17-005532.hdr.sgml : 20170515 20170515125410 ACCESSION NUMBER: 0001628280-17-005532 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170515 DATE AS OF CHANGE: 20170515 EFFECTIVENESS DATE: 20170515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Allianz Asset Management GmbH CENTRAL INDEX KEY: 0001535323 IRS NUMBER: 980443854 STATE OF INCORPORATION: 2M FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15014 FILM NUMBER: 17842789 BUSINESS ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 BUSINESS PHONE: 011498912207522 MAIL ADDRESS: STREET 1: SEIDLSTRASSE 24-24A CITY: MUNICH STATE: 2M ZIP: D-80335 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Asset Management AG DATE OF NAME CHANGE: 20120405 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Global Investors AG DATE OF NAME CHANGE: 20111121 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001535323 XXXXXXXX 03-31-2017 03-31-2017 Allianz Asset Management GmbH

SEIDLSTRASSE 24-24A MUNICH 2M D-80335

13F HOLDINGS REPORT 028-15014 Y Additional Person Signing this Report on Behalf of Reporting Manager: Name: Sven Piegsa Title: Associate General Counsel Phone: 011-49-89-1220-7515 Signature, Place and Date of Signing: /s/ Sven Piegsa Signature City: Munich State/Country: Germany Date: 05-12-2017 John Viggiano 011-49-89-1220-7522 /s/ John Viggiano Newport Beach CA 05-11-2017 7 4897 102048348 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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CALIFORNIA RES CORP COM NEW 13057Q206 405 26952 SH DFND 4 26952 0 0 CALLON PETE CO DEL COM 13123X102 16384 1244954 SH DFND 17 1017057 0 227897 CALLON PETE CO DEL COM 13123X102 5615 426660 SH DFND 21 11569 0 415091 CAMBREX CORP COM 132011107 2435 44240 SH DFND 17 31275 0 12965 CAMDEN PPTY TR SH BEN INT 133131102 155 1923 SH DFND 17 1923 0 0 CAMDEN PPTY TR SH BEN INT 133131102 187 2320 SH DFND 21 0 0 2320 CAMECO CORP COM 13321L108 19808 1794595 SH DFND 21 1794595 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 1893 22021 SH DFND 4 22021 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 16383 190536 SH DFND 17 29790 0 160746 CDN IMPERIAL BK COMM TORONTO COM 136069101 923 10740 SH DFND 20 10740 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 75307 875845 SH DFND 21 517972 0 357873 CDN IMPERIAL BK COMM TORONTO COM 136069101 291 3385 SH DFND 25 3385 0 0 CANADIAN NATL RY CO COM 136375102 8405 114188 SH DFND 17 8370 0 105818 CANADIAN NATL RY CO COM 136375102 6259 85043 SH DFND 21 37937 0 47106 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MTG CORP COM NO PAR 14067E506 525 49781 SH DFND 17 49781 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 2581 244909 SH DFND 21 185753 0 59156 CARA THERAPEUTICS INC COM 140755109 2218 120634 SH DFND 17 116898 0 3736 CARBONITE INC COM 141337105 1033 50869 SH DFND 17 0 0 50869 CARDINAL HEALTH INC COM 14149Y108 6181 75800 SH DFND 3 75800 0 0 CARDINAL HEALTH INC COM 14149Y108 1386 16995 SH DFND 4 16995 0 0 CARDINAL HEALTH INC COM 14149Y108 13510 165667 SH DFND 17 140089 0 25578 CARDINAL HEALTH INC COM 14149Y108 701 8590 SH DFND 20 8590 0 0 CARDINAL HEALTH INC COM 14149Y108 55506 680637 SH DFND 21 507194 0 173443 CARDINAL HEALTH INC COM 14149Y108 180 2205 SH DFND 25 2205 0 0 CARDINAL HEALTH INC CALL 14149Y908 4094 50200 SH Call DFND 4 50200 0 0 CARDINAL HEALTH INC PUT 14149Y958 31128 381700 SH Put DFND 4 381700 0 0 CARDIOVASCULAR SYS INC DEL COM 141619106 1195 42271 SH DFND 17 18761 0 23510 CARDIOVASCULAR SYS INC DEL COM 141619106 593 20961 SH DFND 21 20961 0 0 CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 51864 48460000 PRN DFND 17 42960000 0 5500000 CARE CAP PPTYS INC COM 141624106 347 12900 SH DFND 17 12900 0 0 CARE CAP PPTYS INC COM 141624106 125 4656 SH DFND 21 0 0 4656 CARE COM INC COM 141633107 1959 156600 SH DFND 17 68000 0 88600 CAREER EDUCATION CORP COM 141665109 12 1419 SH DFND 17 1419 0 0 CAREER EDUCATION CORP COM 141665109 393 45146 SH DFND 21 45146 0 0 CARETRUST REIT INC COM 14174T107 362 21495 SH DFND 17 21495 0 0 CARETRUST REIT INC COM 14174T107 194 11559 SH DFND 20 11559 0 0 CARETRUST REIT INC COM 14174T107 1924 114385 SH DFND 21 108928 0 5457 CARLISLE COS INC COM 142339100 7232 67960 SH DFND 3 67960 0 0 CARLISLE COS INC COM 142339100 23926 224851 SH DFND 17 193359 0 31492 CARLISLE COS INC COM 142339100 663 6235 SH DFND 20 6235 0 0 CARLISLE COS INC COM 142339100 12866 120912 SH DFND 21 66135 0 54777 CARMAX INC COM 143130102 9712 164000 SH DFND 4 164000 0 0 CARMAX INC COM 143130102 34 580 SH DFND 17 580 0 0 CARMAX INC COM 143130102 1453 24542 SH DFND 21 24542 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 70144 1190699 SH DFND 3 1190699 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 13549 230000 SH DFND 4 230000 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 20078 340817 SH DFND 17 340817 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 11386 193284 SH DFND 21 113930 0 79354 CARNIVAL CORP CALL 143658900 1449 24600 SH Call DFND 4 24600 0 0 CARNIVAL CORP PUT 143658950 10539 178900 SH Put DFND 4 178900 0 0 CARNIVAL PLC ADR 14365C103 4325 74704 SH DFND 17 74704 0 0 CAROLINA FINL CORP NEW COM 143873107 222 7396 SH DFND 17 0 0 7396 CARRIAGE SVCS INC COM 143905107 4852 178925 SH DFND 17 171425 0 7500 CARRIZO OIL & GAS INC COM 144577103 1433 50000 SH DFND 4 50000 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 4936 348810 SH DFND 17 336618 0 12192 CARTER INC COM 146229109 17969 200100 SH DFND 3 200100 0 0 CARTER INC COM 146229109 10484 116753 SH DFND 17 97133 0 19620 CARTER INC COM 146229109 500 5573 SH DFND 21 5573 0 0 CASELLA WASTE SYS INC CL A 147448104 3183 225609 SH DFND 17 137180 0 88429 CATALENT INC COM 148806102 11924 421056 SH DFND 17 305444 0 115612 CATERPILLAR INC DEL COM 149123101 17842 192345 SH DFND 4 192345 0 0 CATERPILLAR INC DEL COM 149123101 167 1795 SH DFND 17 1795 0 0 CATERPILLAR INC DEL COM 149123101 1508 16256 SH DFND 21 16256 0 0 CATERPILLAR INC DEL COM 149123101 95 1017 SH DFND 24 1017 0 0 CATERPILLAR INC DEL CALL 149123901 8924 96200 SH Call DFND 4 96200 0 0 CATERPILLAR INC DEL CALL 149123901 1020 11000 SH Call DFND 21 11000 0 0 CATERPILLAR INC DEL PUT 149123951 75599 815000 SH Put DFND 4 815000 0 0 CATHAY GEN BANCORP COM 149150104 229 6081 SH DFND 17 6081 0 0 CATO CORP NEW CL A 149205106 1825 83100 SH DFND 17 0 0 83100 CATO CORP NEW CL A 149205106 566 25761 SH DFND 21 19073 0 6688 CAVCO INDS INC DEL COM 149568107 1152 9899 SH DFND 17 9899 0 0 CAVIUM INC COM 14964U108 1941 27083 SH DFND 17 27083 0 0 CAVIUM INC COM 14964U108 74 1033 SH DFND 21 1033 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 23245 342800 SH DFND 3 342800 0 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 7160 105585 SH DFND 17 87225 0 18360 CELADON GROUP INC COM 150838100 1229 187672 SH DFND 17 182687 0 4985 CELANESE CORP DEL COM SER A 150870103 39617 440921 SH DFND 3 440921 0 0 CELANESE CORP DEL COM SER A 150870103 69 764 SH DFND 17 764 0 0 CELANESE CORP DEL COM SER A 150870103 353 3924 SH DFND 20 3924 0 0 CELANESE CORP DEL COM SER A 150870103 1904 21192 SH DFND 21 11240 0 9952 CELESTICA INC SUB VTG SHS 15101Q108 953 65724 SH DFND 17 31735 0 33989 CELESTICA INC SUB VTG SHS 15101Q108 243 16725 SH DFND 20 16725 0 0 CELESTICA INC SUB VTG SHS 15101Q108 2248 155010 SH DFND 21 142917 0 12093 CELGENE CORP COM 151020104 152899 1228792 SH DFND 17 1062512 0 166280 CELGENE CORP COM 151020104 62381 501442 SH DFND 21 414882 0 86560 CELGENE CORP COM 151020104 16438 132200 SH DFND 24 132200 0 0 CELGENE CORP CALL 151020904 25010 201000 SH Call DFND 4 201000 0 0 CELGENE CORP PUT 151020954 94816 762000 SH Put DFND 4 762000 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 48537 41960000 PRN DFND 17 41960000 0 0 CENCOSUD S A SPONSORED ADS 15132H101 1197 129161 SH DFND 21 69161 0 60000 CENTENE CORP DEL COM 15135B101 4208 59050 SH DFND 17 35270 0 23780 CENTENE CORP DEL COM 15135B101 196 2751 SH DFND 20 2751 0 0 CENTENE CORP DEL COM 15135B101 12133 170258 SH DFND 21 89605 0 80653 CENOVUS ENERGY INC COM 15135U109 4966 440021 SH DFND 21 123463 0 316558 CENTERPOINT ENERGY INC COM 15189T107 679 24626 SH DFND 4 24626 0 0 CENTERPOINT ENERGY INC COM 15189T107 10940 396813 SH DFND 17 390643 0 6170 CENTERPOINT ENERGY INC COM 15189T107 703 25492 SH DFND 20 25492 0 0 CENTERPOINT ENERGY INC COM 15189T107 40830 1480969 SH DFND 21 782089 0 698880 CENTERSTATE BANKS INC COM 15201P109 20743 800872 SH DFND 17 679160 0 121712 CENTERSTATE BANKS INC COM 15201P109 190 7344 SH DFND 20 7344 0 0 CENTERSTATE BANKS INC COM 15201P109 1881 72608 SH DFND 21 65839 0 6769 CENTRAL GARDEN & PET CO COM 153527106 2127 57370 SH DFND 17 57370 0 0 CENTRAL GARDEN & PET CO COM 153527106 449 12111 SH DFND 21 12111 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 235 6764 SH DFND 17 6764 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 251 7230 SH DFND 20 7230 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 6138 176789 SH DFND 21 104035 0 72754 CENTURY CMNTYS INC COM 156504300 1365 53754 SH DFND 17 48390 0 5364 CENTURY CMNTYS INC COM 156504300 711 27994 SH DFND 21 0 0 27994 CENTURYLINK INC COM 156700106 1576 66870 SH DFND 4 66870 0 0 CENTURYLINK INC COM 156700106 12784 542404 SH DFND 17 245704 0 296700 CENTURYLINK INC COM 156700106 54180 2298677 SH DFND 21 1911345 0 387332 CENTURYLINK INC COM 156700106 131 5547 SH DFND 25 5547 0 0 CENTURYLINK INC PUT 156700956 8721 370000 SH Put DFND 21 370000 0 0 CEVA INC COM 157210105 5055 142405 SH DFND 17 121292 0 21113 CHARLES RIV LABS INTL INC COM 159864107 18498 205643 SH DFND 17 165653 0 39990 CHARLES RIV LABS INTL INC COM 159864107 335 3726 SH DFND 20 3726 0 0 CHARLES RIV LABS INTL INC COM 159864107 6711 74603 SH DFND 21 61767 0 12836 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 8685 8765000 PRN DFND 17 8765000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 5403 16506 SH DFND 4 16506 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 4892 14946 SH DFND 17 14946 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 14199 43379 SH DFND 21 37624 0 5755 CHARTER COMMUNICATIONS INC N CALL 16119P908 12864 39300 SH Call DFND 4 39300 0 0 CHARTER COMMUNICATIONS INC N PUT 16119P958 108441 331300 SH Put DFND 4 331300 0 0 CHARTER FINL CORP MD COM 16122W108 747 37970 SH DFND 17 37970 0 0 CHEMED CORP NEW COM 16359R103 2464 13486 SH DFND 17 1880 0 11606 CHEMED CORP NEW COM 16359R103 2504 13706 SH DFND 21 13706 0 0 CHEMICAL FINL CORP COM 163731102 1637 31999 SH DFND 17 31999 0 0 CHEMICAL FINL CORP COM 163731102 2797 54691 SH DFND 21 27917 0 26774 CHEMOURS CO COM 163851108 109860 2853519 SH DFND 17 2804314 0 49205 CHEMOURS CO COM 163851108 2137 55506 SH DFND 21 38478 0 17028 CHEMOURS CO COM 163851108 1107 29000 SH DFND 24 29000 0 0 CHEMTURA CORP COM NEW 163893209 8400 251487 SH DFND 4 251487 0 0 CHEMTURA CORP COM NEW 163893209 30596 916045 SH DFND 21 916045 0 0 CHENIERE ENERGY INC COM NEW 16411R208 4018 85000 SH DFND 4 85000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 154 3264 SH DFND 21 3264 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 90135 133225000 PRN DFND 17 126750000 0 6475000 CHESAPEAKE ENERGY CORP COM 165167107 1377 231820 SH DFND 4 231820 0 0 CHESAPEAKE ENERGY CORP COM 165167107 48346 8138999 SH DFND 17 8138999 0 0 CHEVRON CORP NEW COM 166764100 80806 752598 SH DFND 3 752598 0 0 CHEVRON CORP NEW COM 166764100 60155 560263 SH DFND 4 560263 0 0 CHEVRON CORP NEW COM 166764100 53707 500207 SH DFND 17 482249 0 17958 CHEVRON CORP NEW COM 166764100 142352 1325805 SH DFND 21 849359 0 476446 CHEVRON CORP NEW COM 166764100 1458 13529 SH DFND 24 13529 0 0 CHEVRON CORP NEW COM 166764100 124 1156 SH DFND 25 1156 0 0 CHEVRON CORP NEW CALL 166764900 27487 256000 SH Call DFND 4 256000 0 0 CHEVRON CORP NEW PUT 166764950 222889 2075900 SH Put DFND 4 2075900 0 0 CHICOS FAS INC COM 168615102 221 15586 SH DFND 20 15586 0 0 CHICOS FAS INC COM 168615102 640 45095 SH DFND 21 45095 0 0 CHILDRENS PL INC COM 168905107 2123 17688 SH DFND 17 17688 0 0 CHILDRENS PL INC COM 168905107 16227 135168 SH DFND 21 90962 0 44206 CHIMERA INVT CORP COM NEW 16934Q208 141 6975 SH DFND 4 6975 0 0 CHIMERA INVT CORP COM NEW 16934Q208 8800 436062 SH DFND 17 137070 0 298992 CHIMERA INVT CORP COM NEW 16934Q208 262 13000 SH DFND 20 13000 0 0 CHIMERA INVT CORP COM NEW 16934Q208 28796 1426974 SH DFND 21 704792 0 722182 CHINA BIOLOGIC PRODS INC COM 16938C106 1024 10231 SH DFND 17 10231 0 0 CHINA BIOLOGIC PRODS INC COM 16938C106 2823 28192 SH DFND 21 28192 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 8411 152290 SH DFND 17 152290 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7589 137740 SH DFND 21 137740 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 693 8500 SH DFND 17 0 0 8500 CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 661 10660 SH DFND 4 8950 0 1710 CHOICE HOTELS INTL INC COM 169905106 262 4190 SH DFND 17 1350 0 2840 CHURCHILL DOWNS INC COM 171484108 1530 9629 SH DFND 17 9629 0 0 CHUYS HLDGS INC COM 171604101 1573 52787 SH DFND 17 52787 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 11468 11485000 PRN DFND 17 11485000 0 0 CINCINNATI FINL CORP COM 172062101 7479 103487 SH DFND 17 10549 0 92938 CINCINNATI FINL CORP COM 172062101 11704 161952 SH DFND 21 161952 0 0 CINEMARK HOLDINGS INC COM 17243V102 15245 343829 SH DFND 21 299719 0 44110 CIRRUS LOGIC INC COM 172755100 12936 213157 SH DFND 17 203354 0 9803 CIRRUS LOGIC INC COM 172755100 392 6455 SH DFND 20 6455 0 0 CIRRUS LOGIC INC COM 172755100 38669 637152 SH DFND 21 517706 0 119446 CIRRUS LOGIC INC COM 172755100 72 1189 SH DFND 25 1189 0 0 CISCO SYS INC COM 17275R102 91724 2713723 SH DFND 3 2713723 0 0 CISCO SYS INC COM 17275R102 174892 5174331 SH DFND 17 4058704 0 1115627 CISCO SYS INC COM 17275R102 2006 59360 SH DFND 20 59360 0 0 CISCO SYS INC COM 17275R102 270538 8004075 SH DFND 21 5660388 0 2343687 CISCO SYS INC COM 17275R102 513 15164 SH DFND 25 15164 0 0 CISCO SYS INC CALL 17275R902 25157 744300 SH Call DFND 4 744300 0 0 CISCO SYS INC PUT 17275R952 91534 2708100 SH Put DFND 4 2708100 0 0 CINTAS CORP COM 172908105 13323 105283 SH DFND 17 41580 0 63703 CINTAS CORP COM 172908105 29664 234425 SH DFND 21 234425 0 0 CITIGROUP INC COM NEW 172967424 84374 1410468 SH DFND 3 1410468 0 0 CITIGROUP INC COM NEW 172967424 164646 2752365 SH DFND 4 2752365 0 0 CITIGROUP INC COM NEW 172967424 63291 1058030 SH DFND 17 806191 0 251839 CITIGROUP INC COM NEW 172967424 2047 34217 SH DFND 20 34217 0 0 CITIGROUP INC COM NEW 172967424 255780 4275580 SH DFND 21 2976082 0 1299498 CITIGROUP INC COM NEW 172967424 268 4473 SH DFND 25 4473 0 0 CITIGROUP INC CALL 172967904 34827 582200 SH Call DFND 4 582200 0 0 CITIGROUP INC PUT 172967954 189037 3160100 SH Put DFND 4 3160100 0 0 CITIZENS FINL GROUP INC COM 174610105 3814 110383 SH DFND 4 110383 0 0 CITIZENS FINL GROUP INC COM 174610105 16031 463997 SH DFND 17 443577 0 20420 CITIZENS FINL GROUP INC CALL 174610905 1133 32800 SH Call DFND 4 32800 0 0 CITIZENS FINL GROUP INC PUT 174610955 17655 511000 SH Put DFND 4 511000 0 0 CITRIX SYS INC COM 177376100 1259 15096 SH DFND 17 15096 0 0 CITRIX SYS INC COM 177376100 5408 64847 SH DFND 21 45401 0 19446 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 126519 100590000 PRN DFND 17 94210000 0 6380000 CLEARWATER PAPER CORP COM 18538R103 1086 19398 SH DFND 21 3245 0 16153 CLIFFS NAT RES INC COM 18683K101 41 4971 SH DFND 4 4971 0 0 CLIFFS NAT RES INC COM 18683K101 1013 123355 SH DFND 17 123355 0 0 CLOROX CO DEL COM 189054109 1030 7636 SH DFND 17 7636 0 0 CLOROX CO DEL COM 189054109 15774 116993 SH DFND 21 116993 0 0 CLOVIS ONCOLOGY INC COM 189464100 2326 36538 SH DFND 17 30718 0 5820 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 44966 35180000 PRN DFND 17 31825000 0 3355000 COACH INC COM 189754104 228 5524 SH DFND 4 5524 0 0 COACH INC COM 189754104 36 865 SH DFND 17 865 0 0 COACH INC COM 189754104 4151 100438 SH DFND 21 12551 0 87887 COCA COLA BOTTLING CO CONS COM 191098102 32512 157812 SH DFND 3 157812 0 0 COCA COLA BOTTLING CO CONS COM 191098102 784 3807 SH DFND 17 3807 0 0 COCA COLA CO COM 191216100 12454 293446 SH DFND 4 293446 0 0 COCA COLA CO COM 191216100 87213 2054975 SH DFND 17 2028475 0 26500 COCA COLA CO COM 191216100 24571 578963 SH DFND 21 489140 0 89823 COCA COLA CO CALL 191216900 13267 312600 SH Call DFND 4 312600 0 0 COCA COLA CO PUT 191216950 141851 3342400 SH Put DFND 4 3342400 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 269 3750 SH DFND 21 3750 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 3808 88450 SH DFND 21 88450 0 0 COGNEX CORP COM 192422103 22248 265012 SH DFND 17 152775 0 112237 COGNEX CORP COM 192422103 3357 40000 SH DFND 24 40000 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4285 71986 SH DFND 17 71986 0 0 COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 8220 138100 SH Call DFND 4 138100 0 0 COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 26927 452400 SH Put DFND 4 452400 0 0 COHERENT INC COM 192479103 38318 186336 SH DFND 17 137972 0 48364 COHERENT INC COM 192479103 420 2042 SH DFND 20 2042 0 0 COHERENT INC COM 192479103 16577 80612 SH DFND 21 67631 0 12981 COHERUS BIOSCIENCES INC COM 19249H103 2759 130445 SH DFND 17 123080 0 7365 COHERUS BIOSCIENCES INC COM 19249H103 1216 59300 SH DFND 24 59300 0 0 COLGATE PALMOLIVE CO COM 194162103 5097 69642 SH DFND 4 69642 0 0 COLGATE PALMOLIVE CO COM 194162103 1736 23721 SH DFND 17 23721 0 0 COLGATE PALMOLIVE CO COM 194162103 55370 756529 SH DFND 21 508452 0 248077 COLGATE PALMOLIVE CO COM 194162103 557 7600 SH DFND 24 7600 0 0 COLGATE PALMOLIVE CO CALL 194162903 11886 162400 SH Call DFND 4 162400 0 0 COLGATE PALMOLIVE CO PUT 194162953 79082 1080500 SH Put DFND 4 1080500 0 0 COLONY NORTHSTAR INC CL A COM 19625W104 12371 958249 SH DFND 17 958249 0 0 COLONY NORTHSTAR INC CL A COM 19625W104 157 12187 SH DFND 21 12187 0 0 COLONY STARWOOD HOMES COM 19625X102 3076 90602 SH DFND 4 90602 0 0 COMFORT SYS USA INC COM 199908104 48719 1329300 SH DFND 3 1329300 0 0 COMFORT SYS USA INC COM 199908104 4063 110848 SH DFND 17 97433 0 13415 COMCAST CORP NEW CL A 20030N101 1714 45609 SH DFND 4 45609 0 0 COMCAST CORP NEW CL A 20030N101 295670 7865658 SH DFND 17 7355854 0 509804 COMCAST CORP NEW CL A 20030N101 2311 61474 SH DFND 20 61474 0 0 COMCAST CORP NEW CL A 20030N101 239076 6360092 SH DFND 21 4762313 0 1597779 COMCAST CORP NEW CL A 20030N101 576 15310 SH DFND 25 15310 0 0 COMCAST CORP NEW CALL 20030N901 25479 677800 SH Call DFND 4 677800 0 0 COMCAST CORP NEW PUT 20030N951 135504 3604800 SH Put DFND 4 3604800 0 0 COMMSCOPE HLDG CO INC COM 20337X109 203 4855 SH DFND 17 0 0 4855 COMMUNITY HEALTH SYS INC NEW COM 203668108 295 33276 SH DFND 4 33276 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 87 9863 SH DFND 21 9863 0 0 COMMVAULT SYSTEMS INC COM 204166102 338 6663 SH DFND 21 6663 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 10880 1047737 SH DFND 17 1047737 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 264 25600 SH DFND 17 0 0 25600 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 958 79538 SH DFND 17 79538 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 19634 1630722 SH DFND 21 1600584 0 30138 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1366 82270 SH DFND 17 82270 0 0 COMPUTER SCIENCES CORP COM 205363104 72325 1048038 SH DFND 17 819455 0 228583 COMPUTER SCIENCES CORP COM 205363104 18168 263272 SH DFND 21 261395 0 1877 CONAGRA BRANDS INC COM 205887102 2981 73900 SH DFND 3 73900 0 0 CONAGRA BRANDS INC COM 205887102 1320 32724 SH DFND 17 29049 0 3675 CONAGRA BRANDS INC COM 205887102 940 23294 SH DFND 21 23294 0 0 CONCERT PHARMACEUTICALS INC COM 206022105 2067 121172 SH DFND 17 117135 0 4037 CONCHO RES INC COM 20605P101 2245 17491 SH DFND 4 17491 0 0 CONCHO RES INC COM 20605P101 16828 131121 SH DFND 17 131121 0 0 CONCHO RES INC COM 20605P101 44 342 SH DFND 21 342 0 0 CONCHO RES INC COM 20605P101 2465 19300 SH DFND 24 19300 0 0 CONCHO RES INC CALL 20605P901 3273 25500 SH Call DFND 4 25500 0 0 CONCHO RES INC PUT 20605P951 15041 117200 SH Put DFND 4 117200 0 0 CONCORDIA INTERNATIONAL CORP COM 20653P102 99 61398 SH DFND 17 0 0 61398 CONCORDIA INTERNATIONAL CORP COM 20653P102 61 37628 SH DFND 21 33611 0 4017 CONDUENT INC COM 206787103 257 15294 SH DFND 4 15294 0 0 CONDUENT INC COM 206787103 3392 202171 SH DFND 17 60201 0 141970 CONDUENT INC COM 206787103 5584 332753 SH DFND 21 179140 0 153613 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 28638 1212971 SH DFND 3 1212971 0 0 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 99 4190 SH DFND 17 4190 0 0 CONOCOPHILLIPS COM 20825C104 3183 63828 SH DFND 4 63828 0 0 CONOCOPHILLIPS COM 20825C104 835 16735 SH DFND 17 16735 0 0 CONOCOPHILLIPS COM 20825C104 2597 52075 SH DFND 21 44218 0 7857 CONOCOPHILLIPS CALL 20825C904 10597 212500 SH Call DFND 4 212500 0 0 CONOCOPHILLIPS PUT 20825C954 53850 1079800 SH Put DFND 4 1079800 0 0 CONSOLIDATED EDISON INC COM 209115104 1171 15077 SH DFND 4 15077 0 0 CONSOLIDATED EDISON INC COM 209115104 12219 157335 SH DFND 17 42384 0 114951 CONSOLIDATED EDISON INC COM 209115104 39520 508889 SH DFND 21 386744 0 122145 CONSOLIDATED EDISON INC COM 209115104 153 1967 SH DFND 25 1967 0 0 CONSOLIDATED EDISON INC CALL 209115904 6174 79500 SH Call DFND 4 79500 0 0 CONSOLIDATED EDISON INC PUT 209115954 24556 316200 SH Put DFND 4 316200 0 0 CONSTELLATION BRANDS INC CL A 21036P108 2906 17930 SH DFND 4 17930 0 0 CONSTELLATION BRANDS INC CL A 21036P108 55157 340331 SH DFND 17 335557 0 4774 CONSTELLATION BRANDS INC CL A 21036P108 6652 41047 SH DFND 21 2776 0 38271 CONSTELLATION BRANDS INC CL A 21036P108 3005 18500 SH DFND 24 18500 0 0 CONSTELLATION BRANDS INC CALL 21036P908 5964 36800 SH Call DFND 4 36800 0 0 CONSTELLATION BRANDS INC PUT 21036P958 52624 324700 SH Put DFND 4 324700 0 0 CONTINENTAL RESOURCES INC COM 212015101 28043 617418 SH DFND 17 613335 0 4083 CONTINENTAL RESOURCES INC COM 212015101 112 2461 SH DFND 21 0 0 2461 CONTINENTAL RESOURCES INC COM 212015101 1249 28000 SH DFND 24 28000 0 0 CONVERGYS CORP COM 212485106 30625 1447989 SH DFND 3 1447989 0 0 CONVERGYS CORP COM 212485106 2359 111525 SH DFND 17 74819 0 36706 CONVERGYS CORP COM 212485106 595 28110 SH DFND 20 28110 0 0 CONVERGYS CORP COM 212485106 24475 1157215 SH DFND 21 876550 0 280665 CONVERGYS CORP COM 212485106 32 1516 SH DFND 25 1516 0 0 COOPER COS INC COM NEW 216648402 1116 5585 SH DFND 17 5585 0 0 COOPER COS INC COM NEW 216648402 2105 10529 SH DFND 20 10529 0 0 COOPER COS INC COM NEW 216648402 13011 65091 SH DFND 21 32385 0 32706 COOPER STD HLDGS INC COM 21676P103 8564 77202 SH DFND 17 63521 0 13681 COOPER STD HLDGS INC COM 21676P103 177 1600 SH DFND 20 1600 0 0 COOPER STD HLDGS INC COM 21676P103 22880 206255 SH DFND 21 129609 0 76646 COOPER TIRE & RUBR CO COM 216831107 5336 120323 SH DFND 21 44330 0 75993 COPART INC COM 217204106 1822 29418 SH DFND 17 29418 0 0 COPART INC COM 217204106 5029 81197 SH DFND 21 81197 0 0 CORBUS PHARMACEUTICALS HLDGS COM 21833P103 756 91680 SH DFND 17 88666 0 3014 CORCEPT THERAPEUTICS INC COM 218352102 1517 138380 SH DFND 17 138380 0 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 622 18402 SH DFND 21 18402 0 0 CORELOGIC INC COM 21871D103 42 1040 SH DFND 17 1040 0 0 CORELOGIC INC COM 21871D103 1351 33169 SH DFND 21 33169 0 0 CORECIVIC INC COM 21871N101 355 11287 SH DFND 4 11287 0 0 CORECIVIC INC COM 21871N101 2610 83065 SH DFND 17 61120 0 21945 CORNERSTONE ONDEMAND INC COM 21925Y103 27117 697268 SH DFND 17 697268 0 0 CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 1145 1120000 PRN DFND 17 1120000 0 0 CORNING INC COM 219350105 7736 286500 SH DFND 3 286500 0 0 CORNING INC COM 219350105 1301 48194 SH DFND 4 48194 0 0 CORNING INC COM 219350105 174069 6446983 SH DFND 17 6037076 0 409907 CORNING INC COM 219350105 1041 38574 SH DFND 20 38574 0 0 CORNING INC COM 219350105 79926 2960231 SH DFND 21 1956001 0 1004230 CORNING INC CALL 219350905 4709 174400 SH Call DFND 4 174400 0 0 CORNING INC PUT 219350955 8624 319400 SH Put DFND 4 319400 0 0 CORVUS PHARMACEUTICALS INC COM 221015100 2791 134400 SH DFND 17 134400 0 0 COSTCO WHSL CORP NEW COM 22160K105 9017 53770 SH DFND 4 53770 0 0 COSTCO WHSL CORP NEW COM 22160K105 157859 941374 SH DFND 17 878166 0 63208 COSTCO WHSL CORP NEW COM 22160K105 5118 30523 SH DFND 21 30523 0 0 COSTCO WHSL CORP NEW CALL 22160K905 20408 121700 SH Call DFND 4 121700 0 0 COSTCO WHSL CORP NEW PUT 22160K955 102475 611100 SH Put DFND 4 611100 0 0 COSTAR GROUP INC COM 22160N109 8807 42503 SH DFND 17 42503 0 0 COUSINS PPTYS INC COM 222795106 22730 2748500 SH DFND 3 2748500 0 0 COVENANT TRANSN GROUP INC CL A 22284P105 686 36510 SH DFND 17 32883 0 3627 CRACKER BARREL OLD CTRY STOR COM 22410J106 1549 9728 SH DFND 17 9728 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 13875 87128 SH DFND 21 85622 0 1506 CRAFT BREW ALLIANCE INC COM 224122101 1312 98303 SH DFND 17 95260 0 3043 CRANE CO COM 224399105 53372 713245 SH DFND 3 713245 0 0 CRANE CO COM 224399105 5600 74842 SH DFND 17 74842 0 0 CRANE CO COM 224399105 1644 21967 SH DFND 21 17651 0 4316 CREDIT ACCEP CORP MICH COM 225310101 1847 9263 SH DFND 17 9263 0 0 CREDIT ACCEP CORP MICH COM 225310101 6294 31563 SH DFND 21 31563 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 49336 3324560 SH DFND 4 3324560 0 0 CRESCENT PT ENERGY CORP COM 22576C101 36 3302 SH DFND 17 3302 0 0 CRESCENT PT ENERGY CORP COM 22576C101 717 66517 SH DFND 21 31401 0 35116 CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 1466 55850 SH DFND 17 43270 0 12580 CRITEO S A SPONS ADS 226718104 128612 2572751 SH DFND 17 2476031 0 96720 CRITEO S A SPONS ADS 226718104 8028 160592 SH DFND 21 160592 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 3731 259821 SH DFND 17 250676 0 9145 CROWN CASTLE INTL CORP NEW COM 22822V101 3940 41716 SH DFND 17 41716 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 30537 323311 SH DFND 21 323311 0 0 CROWN CASTLE INTL CORP NEW CALL 22822V901 5639 59700 SH Call DFND 4 59700 0 0 CROWN CASTLE INTL CORP NEW PUT 22822V951 38413 406700 SH Put DFND 4 406700 0 0 CRYOLIFE INC COM 228903100 2698 162024 SH DFND 17 156489 0 5535 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1551 31555 SH DFND 17 31555 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2883 58663 SH DFND 20 0 0 58663 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 95 1934 SH DFND 21 1934 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 596 12000 SH DFND 24 12000 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 6191 4725000 PRN DFND 17 4725000 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 18024 16265000 PRN DFND 17 16265000 0 0 CUBESMART COM 229663109 4843 186554 SH DFND 4 186554 0 0 CUBESMART COM 229663109 490 18876 SH DFND 17 0 0 18876 CUBESMART COM 229663109 10286 396208 SH DFND 21 396208 0 0 CULLEN FROST BANKERS INC COM 229899109 109 1226 SH DFND 20 1226 0 0 CULLEN FROST BANKERS INC COM 229899109 320 3596 SH DFND 21 3596 0 0 CUMMINS INC COM 231021106 10299 68115 SH DFND 3 68115 0 0 CUMMINS INC COM 231021106 5077 33577 SH DFND 4 33577 0 0 CUMMINS INC COM 231021106 1981 13101 SH DFND 17 13101 0 0 CUMMINS INC COM 231021106 918 6072 SH DFND 20 6072 0 0 CUMMINS INC COM 231021106 2982 19722 SH DFND 21 19722 0 0 CUMMINS INC CALL 231021906 2797 18500 SH Call DFND 4 18500 0 0 CUMMINS INC PUT 231021956 40098 265200 SH Put DFND 4 265200 0 0 CURIS INC COM 231269101 794 285551 SH DFND 17 275622 0 9929 CURTISS WRIGHT CORP COM 231561101 32 350 SH DFND 17 0 0 350 CURTISS WRIGHT CORP COM 231561101 1067 11697 SH DFND 21 0 0 11697 CUTERA INC COM 232109108 1395 67400 SH DFND 17 63185 0 4215 CYBEROPTICS CORP COM 232517102 2383 91831 SH DFND 17 88803 0 3028 CYPRESS SEMICONDUCTOR CORP COM 232806109 65178 4736780 SH DFND 17 3500345 0 1236435 CYTOKINETICS INC COM NEW 23282W605 1086 84476 SH DFND 17 81532 0 2944 CYRUSONE INC COM 23283R100 37905 736442 SH DFND 3 736442 0 0 CYRUSONE INC COM 23283R100 5 100 SH DFND 17 100 0 0 DMC GLOBAL INC COM 23291C103 1093 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233331107 189 1851 SH DFND 25 1851 0 0 DANA INCORPORATED COM 235825205 33406 1730000 SH DFND 3 1730000 0 0 DANA INCORPORATED COM 235825205 2664 137935 SH DFND 17 92645 0 45290 DANA INCORPORATED COM 235825205 96 4997 SH DFND 21 0 0 4997 DANAHER CORP DEL COM 235851102 4667 54561 SH DFND 4 54561 0 0 DANAHER CORP DEL COM 235851102 93499 1093169 SH DFND 17 972686 0 120483 DANAHER CORP DEL COM 235851102 1180 13794 SH DFND 20 13794 0 0 DANAHER CORP DEL COM 235851102 68258 798163 SH DFND 21 693933 0 104230 DANAHER CORP DEL COM 235851102 5648 65884 SH DFND 24 65884 0 0 DANAHER CORP DEL CALL 235851902 11829 138300 SH Call DFND 4 138300 0 0 DANAHER CORP DEL PUT 235851952 59606 696900 SH Put DFND 4 696900 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 1554 475000 PRN DFND 17 475000 0 0 DARDEN RESTAURANTS INC COM 237194105 6987 83509 SH DFND 17 83509 0 0 DARDEN RESTAURANTS INC COM 237194105 496 5923 SH DFND 20 5923 0 0 DARDEN RESTAURANTS INC COM 237194105 32937 393656 SH DFND 21 365694 0 27962 DAVE & BUSTERS ENTMT INC COM 238337109 15397 252042 SH DFND 17 210546 0 41496 DAVE & BUSTERS ENTMT INC COM 238337109 624 10217 SH DFND 21 2416 0 7801 DAVITA INC COM 23918K108 44 653 SH DFND 17 653 0 0 DAVITA INC COM 23918K108 244 3588 SH DFND 21 3588 0 0 DEAN FOODS CO NEW COM NEW 242370203 952 48402 SH DFND 17 34428 0 13974 DEAN FOODS CO NEW COM NEW 242370203 323 16444 SH DFND 20 16444 0 0 DEAN FOODS CO NEW COM NEW 242370203 17588 894604 SH DFND 21 641334 0 253270 DEAN FOODS CO NEW COM NEW 242370203 86 4381 SH DFND 25 4381 0 0 DEERE & CO COM 244199105 6172 56698 SH DFND 4 56698 0 0 DEERE & CO COM 244199105 120262 1104740 SH DFND 17 1104740 0 0 DEERE & CO COM 244199105 3001 27563 SH DFND 21 25681 0 1882 DEERE & CO COM 244199105 10753 98500 SH DFND 24 98500 0 0 DEERE & CO CALL 244199905 6292 57800 SH Call DFND 4 57800 0 0 DEERE & CO PUT 244199955 42684 392100 SH Put DFND 4 392100 0 0 DELEK US HLDGS INC COM 246647101 685 28204 SH DFND 21 25416 0 2788 DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 17968 539568 SH DFND 3 539568 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 917 14307 SH DFND 17 11669 0 2638 DELL TECHNOLOGIES INC COM CL V 24703L103 925 14440 SH DFND 21 12312 0 2128 DELL TECHNOLOGIES INC COM CL V 24703L103 9 135 SH DFND 25 135 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 8051 175169 SH DFND 4 175169 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 19230 418404 SH DFND 17 414104 0 4300 DELTA AIR LINES INC DEL COM NEW 247361702 32007 696407 SH DFND 21 675522 0 20885 DELTA AIR LINES INC DEL CALL 247361902 6508 141600 SH Call DFND 4 141600 0 0 DELTA AIR LINES INC DEL PUT 247361952 36979 804600 SH Put DFND 4 804600 0 0 DENBURY RES INC COM NEW 247916208 292 113257 SH DFND 4 113257 0 0 DENBURY RES INC COM NEW 247916208 1663 644621 SH DFND 17 644621 0 0 DELUXE CORP COM 248019101 41684 577579 SH DFND 3 577579 0 0 DELUXE CORP COM 248019101 6022 83441 SH DFND 17 69357 0 14084 DELUXE CORP COM 248019101 424 5877 SH DFND 20 5877 0 0 DELUXE CORP COM 248019101 18275 253225 SH DFND 21 155682 0 97543 DENTSPLY SIRONA INC COM 24906P109 2423 38813 SH DFND 17 38813 0 0 DENTSPLY SIRONA INC COM 24906P109 14135 226378 SH DFND 21 56267 0 170111 DERMIRA INC COM 24983L104 3256 95451 SH DFND 17 95451 0 0 DERMIRA INC COM 24983L104 519 15000 SH DFND 24 15000 0 0 DEPOMED INC NOTE 2.500% 9/0 249908AA2 610 650000 PRN DFND 17 650000 0 0 DEVON ENERGY CORP NEW COM 25179M103 7263 174095 SH DFND 3 174095 0 0 DEVON ENERGY CORP NEW COM 25179M103 3473 83235 SH DFND 4 83235 0 0 DEVON ENERGY CORP NEW COM 25179M103 12690 304164 SH DFND 17 104874 0 199290 DEVON ENERGY CORP NEW COM 25179M103 1029 24669 SH DFND 21 20742 0 3927 DEVON ENERGY CORP NEW CALL 25179M903 4335 103900 SH Call DFND 4 103900 0 0 DEVON ENERGY CORP NEW PUT 25179M953 22754 545400 SH Put DFND 4 545400 0 0 DEVRY ED GROUP INC COM 251893103 5556 156715 SH DFND 21 26420 0 130295 DEXCOM INC COM 252131107 61166 721889 SH DFND 17 624450 0 97439 DEXCOM INC COM 252131107 302 3563 SH DFND 21 1557 0 2006 DIAMOND OFFSHORE DRILLING IN COM 25271C102 327 19597 SH DFND 4 19597 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2687 160800 SH DFND 17 160800 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 4827 288869 SH DFND 21 288869 0 0 DIAMONDBACK ENERGY INC COM 25278X109 452 4358 SH DFND 20 4358 0 0 DIAMONDBACK ENERGY INC COM 25278X109 1324 12761 SH DFND 21 12761 0 0 DICKS SPORTING GOODS INC COM 253393102 13320 273736 SH DFND 17 261286 0 12450 DICKS SPORTING GOODS INC COM 253393102 18654 383360 SH DFND 21 174626 0 208734 DIGITAL RLTY TR INC COM 253868103 17269 162316 SH DFND 4 162316 0 0 DIGITAL RLTY TR INC COM 253868103 58 548 SH DFND 17 548 0 0 DILLARDS INC CL A 254067101 422 8081 SH DFND 4 8081 0 0 DILLARDS INC CL A 254067101 2457 47038 SH DFND 17 47038 0 0 DILLARDS INC CL A 254067101 1629 31183 SH DFND 21 22979 0 8204 DINEEQUITY INC COM 254423106 98 1793 SH DFND 17 1793 0 0 DINEEQUITY INC COM 254423106 181 3328 SH DFND 20 3328 0 0 DINEEQUITY INC COM 254423106 5147 94588 SH DFND 21 80397 0 14191 DISNEY WALT CO COM DISNEY 254687106 2820 24869 SH DFND 4 20660 0 4209 DISNEY WALT CO COM DISNEY 254687106 178711 1576074 SH DFND 17 1568748 0 7326 DISNEY WALT CO COM DISNEY 254687106 109170 962783 SH DFND 21 668200 0 294583 DISNEY WALT CO COM DISNEY 254687106 121 1071 SH DFND 24 1071 0 0 DISNEY WALT CO COM DISNEY 254687106 261 2305 SH DFND 25 2305 0 0 DISNEY WALT CO CALL 254687906 34629 305400 SH Call DFND 4 305400 0 0 DISNEY WALT CO CALL 254687906 1247 11000 SH Call DFND 21 11000 0 0 DISNEY WALT CO PUT 254687956 176922 1560300 SH Put DFND 4 1560300 0 0 DISCOVER FINL SVCS COM 254709108 9911 144920 SH DFND 3 144920 0 0 DISCOVER FINL SVCS COM 254709108 4880 71354 SH DFND 4 71354 0 0 DISCOVER FINL SVCS COM 254709108 5337 78039 SH DFND 17 78039 0 0 DISCOVER FINL SVCS COM 254709108 24044 351573 SH DFND 21 249522 0 102051 DISCOVER FINL SVCS CALL 254709908 3885 56800 SH Call DFND 4 56800 0 0 DISCOVER FINL SVCS PUT 254709958 25489 372700 SH Put DFND 4 372700 0 0 DISH NETWORK CORP CL A 25470M109 5673 89356 SH DFND 4 89356 0 0 DISH NETWORK CORP CL A 25470M109 44 698 SH DFND 17 698 0 0 DR REDDYS LABS LTD ADR 256135203 771 19200 SH DFND 17 17400 0 1800 DR REDDYS LABS LTD ADR 256135203 699 17412 SH DFND 21 14532 0 2880 DOLBY LABORATORIES INC COM 25659T107 12144 231720 SH DFND 17 192340 0 39380 DOLBY LABORATORIES INC COM 25659T107 2488 47475 SH DFND 21 44488 0 2987 DOLLAR GEN CORP NEW COM 256677105 4243 60855 SH DFND 4 60855 0 0 DOLLAR GEN CORP NEW COM 256677105 55 785 SH DFND 17 785 0 0 DOLLAR GEN CORP NEW COM 256677105 77 1100 SH DFND 21 1100 0 0 DOLLAR GEN CORP NEW CALL 256677905 1262 18100 SH Call DFND 4 18100 0 0 DOLLAR GEN CORP NEW PUT 256677955 19357 277600 SH Put DFND 4 277600 0 0 DOLLAR TREE INC COM 256746108 7454 95000 SH DFND 4 95000 0 0 DOLLAR TREE INC COM 256746108 49060 625292 SH DFND 17 518727 0 106565 DOLLAR TREE INC CALL 256746908 604 7700 SH Call DFND 4 7700 0 0 DOLLAR TREE INC PUT 256746958 6088 77600 SH Put DFND 4 77600 0 0 DOMINION DIAMOND CORP COM 257287102 416 33003 SH DFND 17 0 0 33003 DOMINION RES INC VA NEW COM 25746U109 4003 51605 SH DFND 4 51605 0 0 DOMINION RES INC VA NEW COM 25746U109 307 3958 SH DFND 17 3958 0 0 DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 12575 250000 SH DFND 17 250000 0 0 DOMINION RES INC VA NEW CALL 25746U909 5034 64900 SH Call DFND 4 64900 0 0 DOMINION RES INC VA NEW PUT 25746U959 47729 615300 SH Put DFND 4 615300 0 0 DOMINOS PIZZA INC COM 25754A201 4423 24001 SH DFND 17 23536 0 465 DOMINOS PIZZA INC COM 25754A201 13953 75707 SH DFND 21 75707 0 0 DOMTAR CORP COM NEW 257559203 1862 51136 SH DFND 17 47395 0 3741 DOMTAR CORP COM NEW 257559203 15487 425410 SH DFND 21 394517 0 30893 DOMTAR CORP COM NEW 257559203 35 973 SH DFND 25 973 0 0 DONALDSON INC COM 257651109 480 10777 SH DFND 21 3152 0 7625 DONALDSON INC COM 257651109 9681 213040 SH DFND 24 213040 0 0 DONEGAL GROUP INC CL A 257701201 590 33478 SH DFND 21 33478 0 0 DONNELLEY R R & SONS CO COM 257867200 134 11039 SH DFND 4 11039 0 0 DONNELLEY R R & SONS CO COM 257867200 165 13585 SH DFND 21 3189 0 10396 DOUGLAS EMMETT INC COM 25960P109 7886 205363 SH DFND 4 205363 0 0 DOUGLAS DYNAMICS INC COM 25960R105 1061 34603 SH DFND 17 34603 0 0 DOUGLAS DYNAMICS INC COM 25960R105 470 15327 SH DFND 21 15327 0 0 DOW CHEM CO COM 260543103 3920 61700 SH DFND 3 61700 0 0 DOW CHEM CO COM 260543103 3397 53467 SH DFND 4 53467 0 0 DOW CHEM CO COM 260543103 81154 1277206 SH DFND 17 1062641 0 214565 DOW CHEM CO COM 260543103 11405 179500 SH DFND 20 179500 0 0 DOW CHEM CO COM 260543103 156325 2460257 SH DFND 21 1641475 0 818782 DOW CHEM CO COM 260543103 3479 54200 SH DFND 24 54200 0 0 DOW CHEM CO COM 260543103 493 7754 SH DFND 25 7754 0 0 DOW CHEM CO CALL 260543903 5668 89200 SH Call DFND 4 89200 0 0 DOW CHEM CO PUT 260543953 62644 985900 SH Put DFND 4 985900 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 19702 201204 SH DFND 17 110720 0 90484 DR PEPPER SNAPPLE GROUP INC COM 26138E109 69867 713510 SH DFND 21 489735 0 223775 DR PEPPER SNAPPLE GROUP INC COM 26138E109 309 3157 SH DFND 25 3157 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 456 5674 SH DFND 4 5674 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 4048 50392 SH DFND 17 50392 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3452 42972 SH DFND 21 42972 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 2580 31600 SH DFND 24 31600 0 0 DU PONT E I DE NEMOURS & CO CALL 263534909 8780 109300 SH Call DFND 4 109300 0 0 DU PONT E I DE NEMOURS & CO PUT 263534959 64521 803200 SH Put DFND 4 803200 0 0 DUCOMMUN INC DEL COM 264147109 838 29106 SH DFND 17 26227 0 2879 DUCOMMUN INC DEL COM 264147109 1015 35261 SH DFND 21 17637 0 17624 DUKE REALTY CORP COM NEW 264411505 1904 72481 SH DFND 17 72481 0 0 DUKE REALTY CORP COM NEW 264411505 8286 315400 SH DFND 21 315400 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 3397 41421 SH DFND 4 41421 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 17515 213575 SH DFND 17 165875 0 47700 DUKE ENERGY CORP NEW COM NEW 26441C204 216 2637 SH DFND 20 2637 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 30723 374621 SH DFND 21 183321 0 191300 DUKE ENERGY CORP NEW CALL 26441C904 8242 100500 SH Call DFND 4 100500 0 0 DUKE ENERGY CORP NEW PUT 26441C954 57546 701700 SH Put DFND 4 701700 0 0 DULUTH HLDGS INC COM CL B 26443V101 1705 80074 SH DFND 17 80074 0 0 DUNKIN BRANDS GROUP INC COM 265504100 219 3996 SH DFND 21 0 0 3996 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 7878 158860 SH DFND 17 151027 0 7833 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 15442 311403 SH DFND 21 287168 0 24235 DYCOM INDS INC COM 267475101 447 4807 SH DFND 21 4807 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 46568 39765000 PRN DFND 17 39765000 0 0 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 426 71648 SH DFND 17 71648 0 0 DYNEX CAP INC COM NEW 26817Q506 329 46469 SH DFND 17 46469 0 0 DYNEX CAP INC COM NEW 26817Q506 287 40491 SH DFND 21 40491 0 0 DYNEGY INC NEW DEL COM 26817R108 1375 2413004 SH DFND 4 2379309 0 33695 DYNEGY INC NEW DEL PFD CONV SER A 26817R207 20172 695590 SH DFND 17 695590 0 0 DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 360 6130 SH DFND 17 6130 0 0 EMC INS GROUP INC COM 268664109 362 12905 SH DFND 17 12905 0 0 EOG RES INC COM 26875P101 7518 77065 SH DFND 4 77065 0 0 EOG RES INC COM 26875P101 87509 897072 SH DFND 17 790528 0 106544 EOG RES INC COM 26875P101 70517 722734 SH DFND 21 477285 0 245449 EOG RES INC COM 26875P101 2400 24700 SH DFND 24 24700 0 0 EOG RES INC CALL 26875P901 12321 126300 SH Call DFND 4 126300 0 0 EOG RES INC PUT 26875P951 69378 711200 SH Put DFND 4 711200 0 0 EQT CORP COM 26884L109 15 250 SH DFND 3 250 0 0 EQT CORP COM 26884L109 15886 260000 SH DFND 4 260000 0 0 EQT CORP COM 26884L109 328 5376 SH DFND 17 5376 0 0 EPR PPTYS COM SH BEN INT 26884U109 15 200 SH DFND 3 200 0 0 EPR PPTYS COM SH BEN INT 26884U109 12478 169466 SH DFND 4 169466 0 0 EPR PPTYS COM SH BEN INT 26884U109 511 6935 SH DFND 17 6935 0 0 EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 6214 80800 SH DFND 3 80800 0 0 EAGLE BANCORP INC MD COM 268948106 20938 350723 SH DFND 17 280322 0 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277432100 15375 190287 SH DFND 21 129964 0 60323 EASTMAN CHEM CO COM 277432100 47 585 SH DFND 25 585 0 0 EBAY INC COM 278642103 1078 32120 SH DFND 17 32120 0 0 EBAY INC COM 278642103 6707 199792 SH DFND 21 142450 0 57342 EBAY INC CALL 278642903 5348 159300 SH Call DFND 4 159300 0 0 EBAY INC PUT 278642953 23160 689900 SH Put DFND 4 689900 0 0 EBIX INC COM NEW 278715206 4499 73453 SH DFND 17 2918 0 70535 EBIX INC COM NEW 278715206 2150 35102 SH DFND 21 8295 0 26807 ECHO GLOBAL LOGISTICS INC COM 27875T101 1238 57974 SH DFND 17 57974 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 25002 26320000 PRN DFND 17 26320000 0 0 ECOLAB INC COM 278865100 13126 104727 SH DFND 17 104727 0 0 ECOLAB INC COM 278865100 118287 943882 SH DFND 21 798296 0 145586 ECOLAB INC COM 278865100 7428 59260 SH DFND 24 59260 0 0 ECOLAB INC CALL 278865900 7545 60200 SH Call DFND 4 60200 0 0 ECOLAB INC PUT 278865950 52705 420500 SH Put DFND 4 420500 0 0 EDGEWELL PERS CARE CO COM 28035Q102 1101 15052 SH DFND 21 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299388 SH DFND 17 289526 0 9862 EMERGENT BIOSOLUTIONS INC COM 29089Q105 2230 76780 SH DFND 21 75280 0 1500 EMERSON ELEC CO COM 291011104 1688 28202 SH DFND 4 28202 0 0 EMERSON ELEC CO COM 291011104 118 1975 SH DFND 17 1975 0 0 EMERSON ELEC CO COM 291011104 3197 53400 SH DFND 21 53400 0 0 EMERSON ELEC CO CALL 291011904 8111 135500 SH Call DFND 4 135500 0 0 EMERSON ELEC CO PUT 291011954 23256 388500 SH Put DFND 4 388500 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1220 32147 SH DFND 17 3699 0 28448 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 5191 311000 SH DFND 4 311000 0 0 ENCANA CORP COM 292505104 248 21140 SH DFND 4 21140 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 15472 16350000 PRN DFND 17 16350000 0 0 ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 34325 39000000 PRN DFND 17 39000000 0 0 ENCORE WIRE CORP COM 292562105 1503 32674 SH DFND 21 32674 0 0 ENERGEN CORP COM 29265N108 12551 230540 SH DFND 17 189118 0 41422 ENERGY RECOVERY INC COM 29270J100 1319 158555 SH DFND 17 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COM 42234Q102 666 13330 SH DFND 17 13330 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 31612 32010000 PRN DFND 17 32010000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 30215 31000000 PRN DFND 17 28770000 0 2230000 HELMERICH & PAYNE INC COM 423452101 2577 38708 SH DFND 17 38708 0 0 HELMERICH & PAYNE INC COM 423452101 16930 254319 SH DFND 21 252519 0 1800 HENRY JACK & ASSOC INC COM 426281101 699 7506 SH DFND 17 7506 0 0 HENRY JACK & ASSOC INC COM 426281101 13897 149270 SH DFND 21 109728 0 39542 HERITAGE COMMERCE CORP COM 426927109 1437 101945 SH DFND 17 91805 0 10140 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 65931 68695000 PRN DFND 17 68695000 0 0 HERC HLDGS INC COM 42704L104 12429 254232 SH DFND 17 205358 0 48874 HERC HLDGS INC COM 42704L104 126 2581 SH DFND 21 2581 0 0 HERON THERAPEUTICS INC COM 427746102 833 55528 SH DFND 17 55528 0 0 HERON THERAPEUTICS INC COM 427746102 575 37700 SH DFND 24 37700 0 0 HERSHEY CO COM 427866108 274 2504 SH DFND 17 429 0 2075 HERSHEY CO COM 427866108 1351 12368 SH DFND 21 12368 0 0 HESKA CORP COM RESTRC NEW 42805E306 4648 44277 SH DFND 17 41930 0 2347 HESKA CORP COM RESTRC NEW 42805E306 155 1473 SH DFND 20 1473 0 0 HESKA CORP COM RESTRC NEW 42805E306 1594 15187 SH DFND 21 8723 0 6464 HERTZ GLOBAL HLDGS INC COM 42806J106 13330 760000 SH DFND 4 760000 0 0 HESS CORP COM 42809H107 922 19127 SH DFND 4 19127 0 0 HESS CORP COM 42809H107 40 823 SH DFND 17 823 0 0 HESS CORP COM 42809H107 55 1140 SH DFND 21 1140 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 324 13666 SH DFND 4 13666 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 41703 2348716 SH DFND 17 2006177 0 342539 HEWLETT PACKARD ENTERPRISE C COM 42824C109 403 22688 SH DFND 20 22688 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 68964 3884081 SH DFND 21 2940931 0 943150 HEWLETT PACKARD ENTERPRISE C COM 42824C109 119 6694 SH DFND 25 6694 0 0 HEXCEL CORP NEW COM 428291108 646 12048 SH DFND 21 3498 0 8550 HEXCEL CORP NEW COM 428291108 10736 197200 SH DFND 24 197200 0 0 HILL ROM HLDGS INC COM 431475102 44814 634755 SH DFND 3 634755 0 0 HILL ROM HLDGS INC COM 431475102 27829 394174 SH DFND 17 328111 0 66063 HILL ROM HLDGS INC COM 431475102 447 6327 SH DFND 20 6327 0 0 HILL ROM HLDGS INC COM 431475102 22402 317314 SH DFND 21 190185 0 127129 HILL ROM HLDGS INC COM 431475102 103 1455 SH DFND 25 1455 0 0 HILTON GRAND VACATIONS INC COM 43283X105 1302 45438 SH DFND 4 45438 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 8855 151466 SH DFND 4 151466 0 0 HOLLYFRONTIER CORP COM 436106108 462 16304 SH DFND 4 16304 0 0 HOLLYFRONTIER CORP COM 436106108 278 9815 SH DFND 17 9815 0 0 HOLLYFRONTIER CORP COM 436106108 789 27838 SH DFND 21 25109 0 2729 HOLOGIC INC COM 436440101 1299 30524 SH DFND 17 25824 0 4700 HOLOGIC INC COM 436440101 353 8297 SH DFND 20 8297 0 0 HOLOGIC INC COM 436440101 17224 404791 SH DFND 21 370127 0 34664 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 81108 58010000 PRN DFND 17 52200000 0 5810000 HOLOGIC INC FRNT 12/1 436440AG6 51159 41225000 PRN DFND 17 41225000 0 0 HOME BANCSHARES INC COM 436893200 911 33649 SH DFND 21 31049 0 2600 HOME DEPOT INC COM 437076102 298803 2035027 SH DFND 17 1920514 0 114513 HOME DEPOT INC COM 437076102 5550 37796 SH DFND 20 37796 0 0 HOME DEPOT INC COM 437076102 144991 987476 SH DFND 21 767343 0 220133 HOME DEPOT INC COM 437076102 153 1043 SH DFND 24 1043 0 0 HOME DEPOT INC CALL 437076902 43403 295600 SH Call DFND 4 295600 0 0 HOME DEPOT INC PUT 437076952 209864 1429300 SH Put DFND 4 1429300 0 0 HONEYWELL INTL INC COM 438516106 83748 670680 SH DFND 3 670680 0 0 HONEYWELL INTL INC COM 438516106 13347 106889 SH DFND 4 106889 0 0 HONEYWELL INTL INC COM 438516106 18651 149362 SH DFND 17 149362 0 0 HONEYWELL INTL INC COM 438516106 1127 9023 SH DFND 21 0 0 9023 HONEYWELL INTL INC CALL 438516906 7904 63300 SH Call DFND 4 63300 0 0 HONEYWELL INTL INC PUT 438516956 110535 885200 SH Put DFND 4 885200 0 0 HOOKER FURNITURE CORP COM 439038100 433 13940 SH DFND 17 2872 0 11068 HOOKER FURNITURE CORP COM 439038100 53 1718 SH DFND 21 0 0 1718 HORMEL FOODS CORP COM 440452100 29 833 SH DFND 17 833 0 0 HORMEL FOODS CORP COM 440452100 450 13000 SH DFND 21 7431 0 5569 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 6550 7080000 PRN DFND 17 7080000 0 0 HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 9818 10800000 PRN DFND 17 10800000 0 0 HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 30565 46615000 PRN DFND 17 46615000 0 0 HORTONWORKS INC COM 440894103 12087 1232103 SH DFND 17 1232103 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 30 950 SH DFND 3 950 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 170 5398 SH DFND 4 5398 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 716 22707 SH DFND 17 22707 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3387 107408 SH DFND 21 1353 0 106055 HOST HOTELS & RESORTS INC COM 44107P104 48 2597 SH DFND 17 2597 0 0 HOST HOTELS & RESORTS INC COM 44107P104 630 33769 SH DFND 21 13562 0 20207 HOSTESS BRANDS INC CL A 44109J106 11053 696500 SH DFND 17 696500 0 0 HOULIHAN LOKEY INC CL A 441593100 21418 621700 SH DFND 3 621700 0 0 HOULIHAN LOKEY INC CL A 441593100 1411 40948 SH DFND 17 40948 0 0 HOWARD HUGHES CORP COM 44267D107 32832 280021 SH DFND 4 280021 0 0 HOWARD HUGHES CORP COM 44267D107 16344 139396 SH DFND 17 117474 0 21922 HUBSPOT INC COM 443573100 346 5710 SH DFND 17 0 0 5710 HUDBAY MINERALS INC COM 443628102 3277 500000 SH DFND 4 500000 0 0 HUDBAY MINERALS INC COM 443628102 106 16200 SH DFND 21 16200 0 0 HUDSON PAC PPTYS INC COM 444097109 1434 41405 SH DFND 17 41405 0 0 HUDSON TECHNOLOGIES INC COM 444144109 2614 396042 SH DFND 17 383135 0 12907 HUMANA INC COM 444859102 18178 88183 SH DFND 4 88183 0 0 HUMANA INC COM 444859102 4352 21111 SH DFND 17 10164 0 10947 HUMANA INC COM 444859102 24965 121107 SH DFND 21 98361 0 22746 HUMANA INC CALL 444859902 6061 29400 SH Call DFND 4 29400 0 0 HUMANA INC PUT 444859952 53906 261500 SH Put DFND 4 261500 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1214 90677 SH DFND 17 90677 0 0 HUNTINGTON BANCSHARES INC COM 446150104 357 26697 SH DFND 20 26697 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1640 122467 SH DFND 21 122467 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 32468 23725 SH DFND 17 23725 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 3703 18495 SH DFND 3 18495 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 15079 75303 SH DFND 17 72456 0 2847 HUNTINGTON INGALLS INDS INC COM 446413106 977 4880 SH DFND 20 4880 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 47276 236095 SH DFND 21 182431 0 53664 HUNTINGTON INGALLS INDS INC COM 446413106 181 904 SH DFND 25 904 0 0 HUNTSMAN CORP COM 447011107 266 10858 SH DFND 4 10858 0 0 HUNTSMAN CORP COM 447011107 16246 662033 SH DFND 17 500737 0 161296 HUNTSMAN CORP COM 447011107 172 7002 SH DFND 21 7002 0 0 HURON CONSULTING GROUP INC COM 447462102 620 14722 SH DFND 21 14722 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7210 7755000 PRN DFND 17 7755000 0 0 IAC INTERACTIVECORP COM 44919P508 374 5080 SH DFND 17 0 0 5080 ICF INTL INC COM 44925C103 1242 30081 SH DFND 17 30081 0 0 ICF INTL INC COM 44925C103 141 3413 SH DFND 20 3413 0 0 ICF INTL INC COM 44925C103 5961 144334 SH DFND 21 73371 0 70963 ICU MED INC COM 44930G107 1260 8254 SH DFND 21 0 0 8254 IES HLDGS INC COM 44951W106 1151 63607 SH DFND 17 57274 0 6333 IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 19965 19825000 PRN DFND 17 19825000 0 0 ILG INC COM 44967H101 6575 313687 SH DFND 21 130164 0 183523 IPG PHOTONICS CORP COM 44980X109 4581 37950 SH DFND 17 37950 0 0 ITAU CORPBANCA SPONSORED ADR 45033E105 4984 367000 SH DFND 3 367000 0 0 ITAU CORPBANCA SPONSORED ADR 45033E105 40 2924 SH DFND 21 0 0 2924 IXIA COM 45071R109 23340 1187761 SH DFND 21 1187761 0 0 ITT INC COM 45073V108 47375 1154915 SH DFND 3 1154915 0 0 ITT INC COM 45073V108 1197 29181 SH DFND 17 29181 0 0 ITT INC COM 45073V108 449 10937 SH DFND 21 0 0 10937 IAMGOLD CORP COM 450913108 3864 968711 SH DFND 21 968711 0 0 ICICI BK LTD ADR 45104G104 618 71836 SH DFND 20 71836 0 0 ICICI BK LTD ADR 45104G104 857 99674 SH DFND 21 40546 0 59128 ICONIX BRAND GROUP INC COM 451055107 1085 144269 SH DFND 17 81725 0 62544 ICONIX BRAND GROUP INC COM 451055107 692 92041 SH DFND 21 46988 0 45053 ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 64122 67330000 PRN DFND 17 67330000 0 0 IDACORP INC COM 451107106 386 4655 SH DFND 17 4655 0 0 IDACORP INC COM 451107106 1095 13201 SH DFND 21 11697 0 1504 IDEX CORP COM 45167R104 27395 292965 SH DFND 17 292965 0 0 IDEX CORP COM 45167R104 410 4433 SH DFND 21 1287 0 3146 IDEX CORP COM 45167R104 6643 71500 SH DFND 24 71500 0 0 IDEXX LABS INC COM 45168D104 4714 30492 SH DFND 17 23347 0 7145 IDEXX LABS INC COM 45168D104 266 1719 SH DFND 20 1719 0 0 IDEXX LABS INC COM 45168D104 21155 136829 SH DFND 21 115809 0 21020 ILLINOIS TOOL WKS INC COM 452308109 10349 78125 SH DFND 3 78125 0 0 ILLINOIS TOOL WKS INC COM 452308109 8380 63262 SH DFND 17 63262 0 0 ILLINOIS TOOL WKS INC COM 452308109 42862 323561 SH DFND 21 323561 0 0 ILLINOIS TOOL WKS INC CALL 452308909 6319 47700 SH Call DFND 4 47700 0 0 ILLINOIS TOOL WKS INC PUT 452308959 32137 242600 SH Put DFND 4 242600 0 0 ILLUMINA INC COM 452327109 193 1131 SH DFND 4 1131 0 0 ILLUMINA INC COM 452327109 5230 30652 SH DFND 17 30652 0 0 ILLUMINA INC COM 452327109 2580 14900 SH DFND 24 14900 0 0 ILLUMINA INC CALL 452327909 5051 29600 SH Call DFND 4 29600 0 0 ILLUMINA INC PUT 452327959 31159 182600 SH Put DFND 4 182600 0 0 ILLUMINA INC NOTE 6/1 452327AF6 4392 4350000 PRN DFND 17 4350000 0 0 ILLUMINA INC NOTE 6/1 452327AF6 3029 3000000 PRN DFND 21 0 0 3000000 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 72597 69315000 PRN DFND 17 69315000 0 0 IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 44789 54455000 PRN DFND 17 54455000 0 0 IMMUNOMEDICS INC COM 452907108 1307 201985 SH DFND 17 195646 0 6339 IMPINJ INC COM 453204109 4332 143116 SH DFND 17 140035 0 3081 IMPERVA INC COM 45321L100 172 4195 SH DFND 17 4195 0 0 IMPERVA INC COM 45321L100 173 4218 SH DFND 21 4218 0 0 INC RESH HLDGS INC CL A 45329R109 346 7556 SH DFND 17 7556 0 0 INC RESH HLDGS INC CL A 45329R109 1373 29938 SH DFND 21 18930 0 11008 INCYTE CORP COM 45337C102 4701 35169 SH DFND 4 35169 0 0 INCYTE CORP COM 45337C102 59075 441944 SH DFND 17 362195 0 79749 INCYTE CORP COM 45337C102 113 848 SH DFND 21 848 0 0 INCYTE CORP COM 45337C102 15981 116000 SH DFND 24 116000 0 0 INCYTE CORP CALL 45337C902 2312 17300 SH Call DFND 4 17300 0 0 INCYTE CORP PUT 45337C952 19837 148400 SH Put DFND 4 148400 0 0 INDEPENDENCE CONTRACT DRIL I COM 453415309 747 135638 SH DFND 17 122375 0 13263 INDEPENDENCE RLTY TR INC COM 45378A106 1121 119621 SH DFND 17 119621 0 0 INDEPENDENCE RLTY TR INC COM 45378A106 552 58873 SH DFND 21 14461 0 44412 INDEPENDENT BANK CORP MASS COM 453836108 306 4701 SH DFND 17 4701 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 2121 39102 SH DFND 17 39102 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 311 5731 SH DFND 20 5731 0 0 INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 7839 144541 SH DFND 21 138949 0 5592 INFOSYS LTD SPONSORED ADR 456788108 33 2076 SH DFND 2076 0 0 INFOSYS LTD SPONSORED ADR 456788108 43 2692 SH DFND 17 0 0 2692 INFOSYS LTD SPONSORED ADR 456788108 836 52891 SH DFND 21 25000 0 27891 ING GROEP N V SPONSORED ADR 456837103 11355 752467 SH DFND 17 752467 0 0 ING GROEP N V DBCV 6.000%12/3 456837AE3 2996 3000000 PRN DFND 4 3000000 0 0 ING GROEP N V DBCV 6.500%12/3 456837AF0 213955 214814000 PRN DFND 4 214814000 0 0 INFRAREIT INC COM 45685L100 27682 1537900 SH DFND 3 1537900 0 0 INFRAREIT INC COM 45685L100 1120 62228 SH DFND 17 62228 0 0 INGLES MKTS INC CL A 457030104 25410 588867 SH DFND 3 588867 0 0 INGLES MKTS INC CL A 457030104 1857 43028 SH DFND 17 18453 0 24575 INGLES MKTS INC CL A 457030104 378 8760 SH DFND 21 0 0 8760 INGREDION INC COM 457187102 45968 381700 SH DFND 3 381700 0 0 INGREDION INC COM 457187102 16135 133981 SH DFND 17 131173 0 2808 INGREDION INC COM 457187102 1163 9658 SH DFND 20 9658 0 0 INGREDION INC COM 457187102 75986 630957 SH DFND 21 455555 0 175402 INGREDION INC COM 457187102 107 886 SH DFND 25 886 0 0 INSIGHT ENTERPRISES INC COM 45765U103 8 196 SH DFND 17 196 0 0 INSIGHT ENTERPRISES INC COM 45765U103 1761 42847 SH DFND 21 23143 0 19704 INNOSPEC INC COM 45768S105 133 2060 SH DFND 17 2060 0 0 INNOSPEC INC COM 45768S105 500 7723 SH DFND 21 6078 0 1645 INPHI CORP COM 45772F107 884 18107 SH DFND 17 18107 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1237 186899 SH DFND 17 181638 0 5261 INNOPHOS HOLDINGS INC COM 45774N108 37170 688720 SH DFND 3 688720 0 0 INNOPHOS HOLDINGS INC COM 45774N108 286 5290 SH DFND 17 1620 0 3670 INNOPHOS HOLDINGS INC COM 45774N108 1357 25141 SH DFND 21 0 0 25141 INSTEEL INDUSTRIES INC COM 45774W108 36487 1009600 SH DFND 3 1009600 0 0 INSTEEL INDUSTRIES INC COM 45774W108 918 25407 SH DFND 17 25407 0 0 INSTEEL INDUSTRIES INC COM 45774W108 5077 140479 SH DFND 21 73258 0 67221 INSPERITY INC COM 45778Q107 213 2400 SH DFND 17 0 0 2400 INSPERITY INC COM 45778Q107 7991 90142 SH DFND 21 72257 0 17885 INSPERITY INC COM 45778Q107 67 754 SH DFND 25 754 0 0 INOGEN INC COM 45780L104 7999 103135 SH DFND 17 77611 0 25524 INSTALLED BLDG PRODS INC COM 45780R101 13169 249653 SH DFND 17 190641 0 59012 INNOVIVA INC COM 45781M101 1981 143271 SH DFND 21 143271 0 0 INSTRUCTURE INC COM 45781U103 2139 91390 SH DFND 17 91390 0 0 INSULET CORP COM 45784P101 1325 30743 SH DFND 17 30743 0 0 INSULET CORP COM 45784P101 133 3095 SH DFND 21 3095 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 605 14372 SH DFND 17 14372 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 216 5134 SH DFND 20 5134 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1875 44516 SH DFND 21 40116 0 4400 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 53798 53130000 PRN DFND 17 47895000 0 5235000 INTEL CORP COM 458140100 73455 2036460 SH DFND 3 2036460 0 0 INTEL CORP COM 458140100 20791 576413 SH DFND 4 576413 0 0 INTEL CORP COM 458140100 300503 8331117 SH DFND 17 7440240 0 890877 INTEL CORP COM 458140100 2063 57188 SH DFND 20 57188 0 0 INTEL CORP COM 458140100 287694 7975981 SH DFND 21 5613278 0 2362703 INTEL CORP COM 458140100 555 15390 SH DFND 25 15390 0 0 INTEL CORP CALL 458140900 21743 602800 SH Call DFND 4 602800 0 0 INTEL CORP PUT 458140950 120063 3328600 SH Put DFND 4 3328600 0 0 INTEL CORP SDCV 12/1 458140AD2 42129 31000000 PRN DFND 17 31000000 0 0 INTEL CORP SDCV 12/1 458140AD2 9513 7000000 PRN DFND 21 0 0 7000000 INTEL CORP SDCV 3.250% 8/0 458140AF7 173775 99425000 PRN DFND 17 94005000 0 5420000 INTERCEPT PHARMACEUTICALS IN COM 45845P108 596 5272 SH DFND 17 5272 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 293 2600 SH DFND 24 2600 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3728 4000000 PRN DFND 17 4000000 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 29716 22850000 PRN DFND 17 18665000 0 4185000 INTERCONTINENTAL EXCHANGE IN COM 45866F104 36174 604211 SH DFND 17 594886 0 9325 INTERCONTINENTAL EXCHANGE IN COM 45866F104 36174 604207 SH DFND 21 600053 0 4154 INTERCONTINENTAL EXCHANGE IN CALL 45866F904 7831 130800 SH Call DFND 4 130800 0 0 INTERCONTINENTAL EXCHANGE IN PUT 45866F954 32653 545400 SH Put DFND 4 545400 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 79919 458935 SH DFND 3 458935 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 36766 211131 SH DFND 4 211131 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 212311 1219195 SH DFND 17 1147487 0 71708 INTERNATIONAL BUSINESS MACHS COM 459200101 47958 275399 SH DFND 21 215824 0 59575 INTERNATIONAL BUSINESS MACHS COM 459200101 176 1011 SH DFND 24 1011 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 43 246 SH DFND 25 246 0 0 INTERNATIONAL BUSINESS MACHS CALL 459200901 24327 139700 SH Call DFND 4 139700 0 0 INTERNATIONAL BUSINESS MACHS PUT 459200951 188071 1080000 SH Put DFND 4 1080000 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 528 3984 SH DFND 17 3984 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 103604 781637 SH DFND 21 613088 0 168549 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 596 4500 SH DFND 24 4500 0 0 INTL PAPER CO COM 460146103 78951 1554775 SH DFND 3 1554775 0 0 INTL PAPER CO COM 460146103 3775 74337 SH DFND 4 74337 0 0 INTL PAPER CO COM 460146103 19184 377793 SH DFND 17 376313 0 1480 INTL PAPER CO COM 460146103 195 3841 SH DFND 20 3841 0 0 INTL PAPER CO COM 460146103 25456 501292 SH DFND 21 233798 0 267494 INTL PAPER CO CALL 460146903 1671 32900 SH Call DFND 4 32900 0 0 INTL PAPER CO PUT 460146953 17783 350200 SH Put DFND 4 350200 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1826 74317 SH DFND 17 74317 0 0 INTERPUBLIC GROUP COS INC COM 460690100 21877 890397 SH DFND 21 831467 0 58930 INTERSECT ENT INC COM 46071F103 2213 129042 SH DFND 17 125241 0 3801 INTL FCSTONE INC COM 46116V105 512 13492 SH DFND 17 5050 0 8442 INTUIT COM 461202103 8500 73283 SH DFND 4 73283 0 0 INTUIT COM 461202103 70188 605118 SH DFND 17 469188 0 135930 INTUIT COM 461202103 90253 778108 SH DFND 21 677601 0 100507 INTUIT CALL 461202903 5127 44200 SH Call DFND 4 44200 0 0 INTUIT PUT 461202953 35342 304700 SH Put DFND 4 304700 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 27266 35573 SH DFND 17 35153 0 420 INTUITIVE SURGICAL INC COM NEW 46120E602 710 926 SH DFND 20 926 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 41225 53786 SH DFND 21 52188 0 1598 INTUITIVE SURGICAL INC CALL 46120E902 2223 2900 SH Call DFND 4 2900 0 0 INTUITIVE SURGICAL INC PUT 46120E952 27823 36300 SH Put DFND 4 36300 0 0 INVENSENSE INC COM 46123D205 6722 532246 SH DFND 4 532246 0 0 INVENSENSE INC COM 46123D205 10762 852119 SH DFND 21 852119 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 479 31067 SH DFND 17 31067 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 218 14132 SH DFND 20 14132 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 4261 276313 SH DFND 21 99164 0 177149 INVITAE CORP COM 46185L103 387 34968 SH DFND 17 31504 0 3464 IRON MTN INC NEW COM 46284V101 12149 340589 SH DFND 4 340589 0 0 IRON MTN INC NEW COM 46284V101 183 5129 SH DFND 17 5129 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 26571 21290000 PRN DFND 17 17455000 0 3835000 ISHARES GOLD TRUST ISHARES 464285105 8498 707600 SH DFND 20 707600 0 0 ISHARES MSCI AUST ETF 464286103 11462 503142 SH DFND 24 0 0 503142 ISHARES MSCI WORLD ETF 464286392 10301 132288 SH DFND 25 132288 0 0 ISHARES MSCI CDA ETF 464286509 4080 151788 SH DFND 24 0 0 151788 ISHARES MIN VOL EMRG MKT 464286533 7 122 SH DFND 17 122 0 0 ISHARES MIN VOL EMRG MKT 464286533 50290 940000 SH DFND 25 940000 0 0 ISHARES MSCI BRIC INDX 464286657 479 15038 SH DFND 0 0 15038 ISHARES MSCI STH KOR ETF 464286772 1471 27640 SH DFND 17 27640 0 0 ISHARES MSCI HONG KG ETF 464286871 243 10879 SH DFND 24 10879 0 0 ISHARES TR TIPS BD ETF 464287176 1084 9580 SH DFND 3990 0 5590 ISHARES TR CORE S&P500 ETF 464287200 41992 176978 SH DFND 17 176978 0 0 ISHARES TR CORE S&P500 ETF 464287200 1523 6408 SH DFND 24 0 0 6408 ISHARES TR MSCI EMG MKT ETF 464287234 165 4200 SH DFND 3 4200 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4 100 SH DFND 17 100 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 142781 3624800 SH Put DFND 21 3624800 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 2400 60500 SH DFND 24 60500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 761 19322 SH DFND 25 19322 0 0 ISHARES TR IBOXX INV CP ETF 464287242 536 4570 SH DFND 1910 0 2660 ISHARES TR IBOXX INV CP ETF 464287242 219930 1865239 SH DFND 17 1865239 0 0 ISHARES TR IBOXX INV CP ETF 464287242 1190 10100 SH DFND 24 3900 0 6200 ISHARES TR IBOXX INV CP ETF 464287242 25287 214460 SH DFND 25 214460 0 0 ISHARES TR LATN AMER 40 ETF 464287390 13769 432428 SH DFND 24 29000 0 403428 ISHARES TR S&P 500 VAL ETF 464287408 691 6646 SH DFND 17 6646 0 0 ISHARES TR MSCI EAFE ETF 464287465 37768 606331 SH DFND 4 606331 0 0 ISHARES TR MSCI EAFE ETF 464287465 11430 183489 SH DFND 17 183489 0 0 ISHARES TR MSCI EAFE ETF 464287465 692 11100 SH DFND 24 0 0 11100 ISHARES TR NASDQ BIOTEC ETF 464287556 293 1000 SH DFND 17 0 0 1000 ISHARES TR NASDQ BIOTEC ETF 464287556 147 500 SH DFND 24 500 0 0 ISHARES TR GLOBAL 100 ETF 464287572 246 3000 SH DFND 24 0 0 3000 ISHARES TR RUS 2000 VAL ETF 464287630 1483 12555 SH DFND 17 12555 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 265131 1928508 SH DFND 17 1928508 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 686 5000 SH DFND 24 5000 0 0 ISHARES TR U.S. TECH ETF 464287721 811 6000 SH DFND 24 6000 0 0 ISHARES TR U.S. BAS MTL ETF 464287838 982 11000 SH DFND 24 11000 0 0 ISHARES TR EUROPE ETF 464287861 919 22000 SH DFND 24 20000 0 2000 ISHARES TR CALL 464287904 52976 1344912 SH Call DFND 4 1274312 0 70600 ISHARES TR PUT 464287954 171822 4362063 SH Put DFND 4 4362063 0 0 ISHARES TR PUT 464287955 259853 2149533 SH Put DFND 4 2149533 0 0 ISHARES TR PUT 464287959 5416 69006 SH Put DFND 4 69006 0 0 ISHARES TR MSCI AC ASIA ETF 464288182 7741 122392 SH DFND 24 20000 0 102392 ISHARES TR MSCI ACWI ETF 464288257 8224 130000 SH DFND 17 130000 0 0 ISHARES TR MSCI ACWI ETF 464288257 4864 76700 SH DFND 24 56000 0 20700 ISHARES TR JP MOR EM MK ETF 464288281 1201 10900 SH DFND 4550 0 6350 ISHARES TR JP MOR EM MK ETF 464288281 15978 140530 SH DFND 17 140530 0 0 ISHARES TR JP MOR EM MK ETF 464288281 5936 52136 SH DFND 24 7000 0 45136 ISHARES TR JP MOR EM MK ETF 464288281 88490 778280 SH DFND 25 778280 0 0 ISHARES TR IBOXX HI YD ETF 464288513 20695 235758 SH DFND 17 235758 0 0 ISHARES TR IBOXX HI YD ETF 464288513 11734 133680 SH DFND 25 133680 0 0 ISHARES TR MBS ETF 464288588 2925 27450 SH DFND 17 27450 0 0 ISHARES TR MBS ETF 464288588 24838 233110 SH DFND 20 233110 0 0 ISHARES TR SHRT TRS BD ETF 464288679 21245 192575 SH DFND 24 0 0 192575 ISHARES TR U.S. PFD STK ETF 464288687 305 8190 SH DFND 3410 0 4780 ISHARES MSCI EURO FL ETF 464289180 812 40000 SH DFND 24 40000 0 0 ISHARES TR MSCI INDIA ETF 46429B598 327 10400 SH DFND 17 10400 0 0 ISHARES TR FLTG RATE BD ETF 46429B655 305 6000 SH DFND 24 6000 0 0 ISHARES TR FLTG RATE BD ETF 46429B655 10428 205000 SH DFND 25 205000 0 0 ISHARES TR CORE HIGH DV ETF 46429B663 734 8930 SH DFND 3720 0 5210 ISHARES TR CORE HIGH DV ETF 46429B663 7 82 SH DFND 17 82 0 0 ISHARES TR MIN VOL USA ETF 46429B697 2161 45289 SH DFND 17 45289 0 0 ISHARES TR MIN VOL USA ETF 46429B697 64050 1342200 SH DFND 25 1342200 0 0 ISHARES TR USA QUALITY FCTR 46432F339 2118 29087 SH DFND 17 29087 0 0 ISHARES TR USA QUALITY FCTR 46432F339 32998 453272 SH DFND 25 453272 0 0 ISHARES TR USA VALUE FACTOR 46432F388 16379 224000 SH DFND 20 224000 0 0 ISHARES TR USA VALUE FACTOR 46432F388 34377 470142 SH DFND 25 470142 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 2192 26519 SH DFND 17 26519 0 0 ISHARES TR USA MOMENTUM FCT 46432F396 32541 393723 SH DFND 25 393723 0 0 ISHARES TR CORE MSCI EAFE 46432F842 1939 33460 SH DFND 17 33460 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 60093 62245000 PRN DFND 17 58475000 0 3770000 ISHARES INC CORE MSCI EMKT 46434G103 313 6500 SH DFND 24 0 0 6500 ISHARES INC MSCI RUS ETF NEW 46434G798 262 8000 SH DFND 24 8000 0 0 ISHARES INC MSCI JPN ETF NEW 46434G822 267 5460 SH DFND 2280 0 3180 ISHARES INC MSCI JPN ETF NEW 46434G822 20542 395198 SH DFND 24 0 0 395198 ISHARES TR HDG MSCI GERMN 46434V704 3709 134000 SH DFND 24 134000 0 0 ISHARES TR MSCI UK ETF NEW 46435G334 6296 193486 SH DFND 24 0 0 193486 ISHARES TR MTG REL ETF NEW 46435G342 837 19890 SH DFND 8280 0 11610 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 6953 577655 SH DFND 17 577655 0 0 ITRON INC COM 465741106 19329 318431 SH DFND 17 260960 0 57471 ITRON INC COM 465741106 235 3870 SH DFND 21 2492 0 1378 J & J SNACK FOODS CORP COM 466032109 270 1990 SH DFND 17 1990 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 166 25412 SH DFND 17 0 0 25412 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 97060 86850000 PRN DFND 17 81555000 0 5295000 JPMORGAN CHASE & CO COM 46625H100 163046 1856170 SH DFND 3 1856170 0 0 JPMORGAN CHASE & CO COM 46625H100 56916 647953 SH DFND 4 647953 0 0 JPMORGAN CHASE & CO COM 46625H100 187196 2131101 SH DFND 17 2058006 0 73095 JPMORGAN CHASE & CO COM 46625H100 14266 162410 SH DFND 20 162410 0 0 JPMORGAN CHASE & CO COM 46625H100 380812 4335294 SH DFND 21 3349290 0 986004 JPMORGAN CHASE & CO COM 46625H100 605 6882 SH DFND 25 6882 0 0 JPMORGAN CHASE & CO CALL 46625H900 33063 376400 SH Call DFND 4 376400 0 0 JPMORGAN CHASE & CO PUT 46625H950 344842 3925800 SH Put DFND 4 3925800 0 0 JABIL CIRCUIT INC COM 466313103 244 8425 SH DFND 4 8425 0 0 JABIL CIRCUIT INC COM 466313103 1681 58130 SH DFND 17 49363 0 8767 JABIL CIRCUIT INC COM 466313103 14237 492299 SH DFND 21 349882 0 142417 JABIL CIRCUIT INC COM 466313103 22 756 SH DFND 25 756 0 0 JACK IN THE BOX INC COM 466367109 15102 148470 SH DFND 17 126307 0 22163 JACK IN THE BOX INC COM 466367109 215 2113 SH DFND 20 2113 0 0 JACK IN THE BOX INC COM 466367109 2884 28353 SH DFND 21 24950 0 3403 JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1312 1000000 PRN DFND 17 1000000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 93801 87570000 PRN DFND 17 83730000 0 3840000 JD COM INC SPON ADR CL A 47215P106 3390 108975 SH DFND 17 97255 0 11720 JD COM INC SPON ADR CL A 47215P106 16049 515867 SH DFND 20 452754 0 63113 JD COM INC SPON ADR CL A 47215P106 789 25000 SH DFND 24 25000 0 0 JETBLUE AIRWAYS CORP COM 477143101 1016 49309 SH DFND 17 33323 0 15986 JETBLUE AIRWAYS CORP COM 477143101 27866 1352069 SH DFND 21 1033521 0 318548 JETBLUE AIRWAYS CORP COM 477143101 86 4161 SH DFND 25 4161 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 605 36500 SH DFND 17 0 0 36500 JOHN BEAN TECHNOLOGIES CORP COM 477839104 20306 230883 SH DFND 17 154850 0 76033 JOHN BEAN TECHNOLOGIES CORP COM 477839104 3618 41132 SH DFND 21 41132 0 0 JOHNSON & JOHNSON COM 478160104 89366 717508 SH DFND 3 717508 0 0 JOHNSON & JOHNSON COM 478160104 6876 55207 SH DFND 4 55207 0 0 JOHNSON & JOHNSON COM 478160104 136283 1094203 SH DFND 17 777094 0 317109 JOHNSON & JOHNSON COM 478160104 3170 25450 SH DFND 20 25450 0 0 JOHNSON & JOHNSON COM 478160104 413301 3318355 SH DFND 21 2354115 0 964240 JOHNSON & JOHNSON COM 478160104 1945 15606 SH DFND 24 15606 0 0 JOHNSON & JOHNSON COM 478160104 691 5545 SH DFND 25 5545 0 0 JOHNSON & JOHNSON CALL 478160904 80285 644600 SH Call DFND 4 644600 0 0 JOHNSON & JOHNSON PUT 478160954 358953 2882000 SH Put DFND 4 2882000 0 0 JONES LANG LASALLE INC COM 48020Q107 8 76 SH DFND 17 76 0 0 JONES LANG LASALLE INC COM 48020Q107 1200 10763 SH DFND 21 10763 0 0 JOY GLOBAL INC COM 481165108 9054 320497 SH DFND 4 320497 0 0 JOY GLOBAL INC COM 481165108 23552 833700 SH DFND 17 833700 0 0 JOY GLOBAL INC COM 481165108 30479 1078899 SH DFND 21 1078899 0 0 J2 GLOBAL INC COM 48123V102 32300 384936 SH DFND 3 384936 0 0 J2 GLOBAL INC COM 48123V102 10146 120911 SH DFND 17 93077 0 27834 J2 GLOBAL INC COM 48123V102 25319 301745 SH DFND 21 243341 0 58404 J2 GLOBAL INC COM 48123V102 142 1688 SH DFND 25 1688 0 0 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 48 12975 SH DFND 17 12975 0 0 JUNIPER NETWORKS INC COM 48203R104 6329 227400 SH DFND 3 227400 0 0 JUNIPER NETWORKS INC COM 48203R104 30798 1106660 SH DFND 17 1062063 0 44597 JUNIPER NETWORKS INC COM 48203R104 323 11606 SH DFND 20 11606 0 0 JUNIPER NETWORKS INC COM 48203R104 41567 1493610 SH DFND 21 927922 0 565688 JUNIPER NETWORKS INC COM 48203R104 88 3161 SH DFND 25 3161 0 0 KAR AUCTION SVCS INC COM 48238T109 7424 170000 SH DFND 4 170000 0 0 KAR AUCTION SVCS INC COM 48238T109 23185 530910 SH DFND 17 447804 0 83106 KAR AUCTION SVCS INC COM 48238T109 175 4018 SH DFND 20 4018 0 0 KAR AUCTION SVCS INC COM 48238T109 35899 822060 SH DFND 21 647104 0 174956 KAR AUCTION SVCS INC COM 48238T109 156 3568 SH DFND 25 3568 0 0 KBR INC COM 48242W106 43156 2871300 SH DFND 3 2871300 0 0 KBR INC COM 48242W106 1015 67502 SH DFND 17 67502 0 0 KCG HLDGS INC CL A 48244B100 193 10829 SH DFND 21 10829 0 0 KLA-TENCOR CORP COM 482480100 35179 370031 SH DFND 17 302151 0 67880 KLA-TENCOR CORP COM 482480100 38560 405598 SH DFND 21 396930 0 8668 KKR & CO L P DEL COM UNITS 48248M102 233 12755 SH DFND 4 8311 0 4444 KT CORP SPONSORED ADR 48268K101 453 26900 SH DFND 17 26900 0 0 K2M GROUP HLDGS INC COM 48273J107 1855 90420 SH DFND 17 49585 0 40835 K12 INC COM 48273U102 939 49034 SH DFND 21 0 0 49034 KADANT INC COM 48282T104 2598 43782 SH DFND 17 43782 0 0 KADANT INC COM 48282T104 869 14635 SH DFND 21 12837 0 1798 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2067 25874 SH DFND 17 0 0 25874 KAISER ALUMINUM CORP COM PAR $0.01 483007704 329 4120 SH DFND 21 4120 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 19527 227690 SH DFND 4 226460 0 1230 KANSAS CITY SOUTHERN COM NEW 485170302 58084 677288 SH DFND 17 559640 0 117648 KANSAS CITY SOUTHERN COM NEW 485170302 908 10589 SH DFND 21 7158 0 3431 KB HOME NOTE 1.375% 2/0 48666KAS8 32016 31235000 PRN DFND 17 31235000 0 0 KELLOGG CO CALL 487836908 523 7200 SH Call DFND 4 7200 0 0 KELLOGG CO PUT 487836958 6462 89000 SH Put DFND 4 89000 0 0 KELLY SVCS INC CL A 488152208 829 37931 SH DFND 17 11686 0 26245 KELLY SVCS INC CL A 488152208 1928 88200 SH DFND 21 78758 0 9442 KENNAMETAL INC COM 489170100 276 7043 SH DFND 20 7043 0 0 KENNAMETAL INC COM 489170100 808 20602 SH DFND 21 20602 0 0 KEYCORP NEW COM 493267108 13491 758800 SH DFND 3 758800 0 0 KEYCORP NEW COM 493267108 1819 102322 SH DFND 4 102322 0 0 KEYCORP NEW COM 493267108 7247 407585 SH DFND 17 405335 0 2250 KEYCORP NEW COM 493267108 179 10090 SH DFND 20 10090 0 0 KEYCORP NEW COM 493267108 13115 737629 SH DFND 21 735206 0 2423 KEYCORP NEW PUT 493267958 11344 638000 SH Put DFND 4 638000 0 0 KEYW HLDG CORP COM 493723100 481 50975 SH DFND 17 0 0 50975 KFORCE INC COM 493732101 1971 82986 SH DFND 17 82986 0 0 KILROY RLTY CORP COM 49427F108 10270 142487 SH DFND 4 142487 0 0 KILROY RLTY CORP COM 49427F108 17153 237967 SH DFND 17 188215 0 49752 KILROY RLTY CORP COM 49427F108 153 2120 SH DFND 21 2120 0 0 KIMBERLY CLARK CORP COM 494368103 3767 28615 SH DFND 3 28615 0 0 KIMBERLY CLARK CORP COM 494368103 1930 14659 SH DFND 4 14659 0 0 KIMBERLY CLARK CORP COM 494368103 3959 30079 SH DFND 17 30079 0 0 KIMBERLY CLARK CORP COM 494368103 646 4911 SH DFND 21 4911 0 0 KIMBERLY CLARK CORP CALL 494368903 8569 65100 SH Call DFND 4 65100 0 0 KIMBERLY CLARK CORP PUT 494368953 59312 450600 SH Put DFND 4 450600 0 0 KINDER MORGAN INC DEL COM 49456B101 3478 160000 SH DFND 4 160000 0 0 KINDER MORGAN INC DEL COM 49456B101 129 5919 SH DFND 17 5919 0 0 KINDER MORGAN INC DEL COM 49456B101 1691 77787 SH DFND 21 77787 0 0 KINDER MORGAN INC DEL PFD SER A 49456B200 77197 1547655 SH DFND 17 1465940 0 81715 KINDER MORGAN INC DEL CALL 49456B901 6270 288400 SH Call DFND 4 288400 0 0 KINDER MORGAN INC DEL PUT 49456B951 25062 1152800 SH Put DFND 4 1152800 0 0 KINROSS GOLD CORP COM NO PAR 496902404 11746 3340161 SH DFND 21 3340161 0 0 KITE PHARMA INC COM 49803L109 2698 34378 SH DFND 17 34378 0 0 KITE PHARMA INC COM 49803L109 1370 17500 SH DFND 24 17500 0 0 KNOLL INC COM NEW 498904200 40617 1705900 SH DFND 3 1705900 0 0 KNOLL INC COM NEW 498904200 586 24627 SH DFND 17 24627 0 0 KNOLL INC COM NEW 498904200 82 3424 SH DFND 20 3424 0 0 KNOLL INC COM NEW 498904200 1069 44904 SH DFND 21 31921 0 12983 KOHLS CORP COM 500255104 1367 34342 SH DFND 4 34342 0 0 KOHLS CORP COM 500255104 1235 31013 SH DFND 17 31013 0 0 KOHLS CORP COM 500255104 9430 236873 SH DFND 21 129667 0 107206 KOPPERS HOLDINGS INC COM 50060P106 4774 112727 SH DFND 17 98367 0 14360 KOREA ELECTRIC PWR SPONSORED ADR 500631106 56258 2713859 SH DFND 3 1634848 0 1079011 KOREA ELECTRIC PWR SPONSORED ADR 500631106 10526 507775 SH DFND 17 507775 0 0 KOREA ELECTRIC PWR SPONSORED ADR 500631106 5231 252363 SH DFND 21 234982 0 17381 KORN FERRY INTL COM NEW 500643200 46078 1463249 SH DFND 3 1463249 0 0 KORN FERRY INTL COM NEW 500643200 629 19968 SH DFND 17 19968 0 0 KRAFT HEINZ CO COM 500754106 7404 81538 SH DFND 4 81538 0 0 KRAFT HEINZ CO COM 500754106 481 5299 SH DFND 17 1839 0 3460 KRAFT HEINZ CO COM 500754106 4418 48648 SH DFND 21 48648 0 0 KRAFT HEINZ CO CALL 500754906 9535 105000 SH Call DFND 4 105000 0 0 KRAFT HEINZ CO PUT 500754956 72357 796800 SH Put DFND 4 796800 0 0 KRATON CORPORATION COM 50077C106 306 9888 SH DFND 17 9888 0 0 KRATON CORPORATION COM 50077C106 124 4021 SH DFND 20 4021 0 0 KRATON CORPORATION COM 50077C106 1103 35672 SH DFND 21 33258 0 2414 KROGER CO COM 501044101 14289 484542 SH DFND 4 484542 0 0 KROGER CO COM 501044101 84676 2871361 SH DFND 17 2850706 0 20655 KROGER CO COM 501044101 65327 2215237 SH DFND 21 1543303 0 671934 KROGER CO COM 501044101 220 7448 SH DFND 25 7448 0 0 KROGER CO CALL 501044901 5125 173800 SH Call DFND 4 173800 0 0 KROGER CO PUT 501044951 18700 634100 SH Put DFND 4 634100 0 0 L BRANDS INC COM 501797104 2461 52246 SH DFND 17 52246 0 0 L BRANDS INC COM 501797104 15472 328496 SH DFND 21 326528 0 1968 LHC GROUP INC COM 50187A107 344 6373 SH DFND 17 6373 0 0 LHC GROUP INC COM 50187A107 2723 50511 SH DFND 21 19866 0 30645 LGI HOMES INC COM 50187T106 3683 108617 SH DFND 17 105506 0 3111 LGI HOMES INC COM 50187T106 885 26085 SH DFND 21 11454 0 14631 LKQ CORP COM 501889208 28 949 SH DFND 17 949 0 0 LKQ CORP COM 501889208 172 5798 SH DFND 21 1724 0 4074 LKQ CORP COM 501889208 2338 79000 SH DFND 24 79000 0 0 LCI INDS COM 50189K103 2621 26264 SH DFND 21 0 0 26264 LPL FINL HLDGS INC COM 50212V100 88 2215 SH DFND 4 2215 0 0 LPL FINL HLDGS INC COM 50212V100 179 4487 SH DFND 20 4487 0 0 LPL FINL HLDGS INC COM 50212V100 522 13094 SH DFND 21 13094 0 0 LSB INDS INC COM 502160104 756 80624 SH DFND 17 72645 0 7979 LSI INDS INC COM 50216C108 1093 108363 SH DFND 17 97588 0 10775 L3 TECHNOLOGIES INC COM 502413107 832 5033 SH DFND 4 5033 0 0 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 7209 241502 SH DFND 17 231158 0 10344 LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 3947 125300 SH DFND 24 125300 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 11478 80000 SH DFND 4 80000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 5224 36414 SH DFND 17 35094 0 1320 LABORATORY CORP AMER HLDGS COM NEW 50540R409 840 5852 SH DFND 20 5852 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 24226 168855 SH DFND 21 108725 0 60130 LAM RESEARCH CORP COM 512807108 15435 120245 SH DFND 3 120245 0 0 LAM RESEARCH CORP COM 512807108 121126 943639 SH DFND 17 716945 0 226694 LAM RESEARCH CORP COM 512807108 1064 8291 SH DFND 20 8291 0 0 LAM RESEARCH CORP COM 512807108 120833 941357 SH DFND 21 643123 0 298234 LAM RESEARCH CORP COM 512807108 394 3069 SH DFND 25 3069 0 0 LAM RESEARCH CORP CALL 512807908 4403 34300 SH Call DFND 4 34300 0 0 LAM RESEARCH CORP PUT 512807958 23182 180600 SH Put DFND 4 180600 0 0 LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 134282 63590000 PRN DFND 17 59170000 0 4420000 LAMB WESTON HLDGS INC COM 513272104 81 1936 SH DFND 4 1936 0 0 LAMB WESTON HLDGS INC COM 513272104 327 7764 SH DFND 21 7764 0 0 LANCASTER COLONY CORP COM 513847103 509 3950 SH DFND 17 3950 0 0 LANCASTER COLONY CORP COM 513847103 454 3523 SH DFND 21 3523 0 0 LAREDO PETROLEUM INC COM 516806106 13370 915781 SH DFND 17 740565 0 175216 LAREDO PETROLEUM INC COM 516806106 962 67600 SH DFND 24 67600 0 0 LAS VEGAS SANDS CORP COM 517834107 12156 213000 SH DFND 4 213000 0 0 LAS VEGAS SANDS CORP COM 517834107 1828 32039 SH DFND 17 32039 0 0 LAS VEGAS SANDS CORP COM 517834107 4926 86317 SH DFND 21 86317 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 14 485 SH DFND 3 485 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 276 9549 SH DFND 17 9549 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 268 9247 SH DFND 21 0 0 9247 LATTICE SEMICONDUCTOR CORP COM 518415104 3054 441274 SH DFND 21 441274 0 0 LAUDER ESTEE COS INC CL A 518439104 24618 290342 SH DFND 17 285947 0 4395 LAUDER ESTEE COS INC CL A 518439104 110887 1307671 SH DFND 21 1070245 0 237426 LAUDER ESTEE COS INC CL A 518439104 563 6600 SH DFND 24 6600 0 0 LAUDER ESTEE COS INC CALL 518439904 1060 12500 SH Call DFND 4 12500 0 0 LAUDER ESTEE COS INC PUT 518439954 4884 57600 SH Put DFND 4 57600 0 0 LAYNE CHRISTENSEN CO COM 521050104 944 106834 SH DFND 17 96215 0 10619 LAYNE CHRISTENSEN CO NOTE 4.250%11/1 521050AB0 7178 7875000 PRN DFND 17 7875000 0 0 LEAR CORP COM NEW 521865204 10114 71440 SH DFND 3 71440 0 0 LEAR CORP COM NEW 521865204 34705 245221 SH DFND 17 188900 0 56321 LEAR CORP COM NEW 521865204 534 3770 SH DFND 20 3770 0 0 LEAR CORP COM NEW 521865204 94612 668261 SH DFND 21 484033 0 184228 LEAR CORP COM NEW 521865204 359 2537 SH DFND 25 2537 0 0 LEGGETT & PLATT INC COM 524660107 21 410 SH DFND 17 410 0 0 LEGGETT & PLATT INC COM 524660107 1141 22682 SH DFND 21 0 0 22682 LEGACY TEX FINL GROUP INC COM 52471Y106 1168 29264 SH DFND 21 0 0 29264 LEGG MASON INC COM 524901105 623 17253 SH DFND 21 17253 0 0 LEIDOS HLDGS INC COM 525327102 2695 52706 SH DFND 17 52706 0 0 LEIDOS HLDGS INC COM 525327102 873 17067 SH DFND 20 17067 0 0 LEIDOS HLDGS INC COM 525327102 18841 368425 SH DFND 21 239124 0 129301 LEMAITRE VASCULAR INC COM 525558201 7604 308722 SH DFND 17 281437 0 27285 LEMAITRE VASCULAR INC COM 525558201 306 12432 SH DFND 21 12432 0 0 LENDINGCLUB CORP COM 52603A109 5427 988435 SH DFND 17 790625 0 197810 LENDINGTREE INC NEW COM 52603B107 37073 295756 SH DFND 17 295208 0 548 LENNAR CORP CL A 526057104 89400 1746428 SH DFND 17 1746428 0 0 LENNAR CORP CL A 526057104 3142 61375 SH DFND 21 53511 0 7864 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 51 895 SH DFND 17 895 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 14820 258995 SH DFND 21 258995 0 0 LEXINGTON REALTY TRUST COM 529043101 138 13857 SH DFND 17 13857 0 0 LEXINGTON REALTY TRUST COM 529043101 624 62572 SH DFND 21 50476 0 12096 LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 95145 84480000 PRN DFND 17 76735000 0 7745000 LIBERTY PPTY TR SH BEN INT 531172104 2 64 SH DFND 17 64 0 0 LIBERTY PPTY TR SH BEN INT 531172104 250 6483 SH DFND 20 6483 0 0 LIBERTY PPTY TR SH BEN INT 531172104 3634 94260 SH DFND 21 71999 0 22261 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 104862 93065000 PRN DFND 17 86815000 0 6250000 LIFEPOINT HEALTH INC COM 53219L109 3406 51993 SH DFND 17 13070 0 38923 LIFEPOINT HEALTH INC COM 53219L109 5568 85000 SH DFND 21 57904 0 27096 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 6796 64214 SH DFND 17 51588 0 12626 LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 787 525000 PRN DFND 17 525000 0 0 LIFE STORAGE INC COM 53223X107 5666 69000 SH DFND 3 69000 0 0 LIFE STORAGE INC COM 53223X107 11535 140462 SH DFND 4 140462 0 0 LIFE STORAGE INC COM 53223X107 174 2119 SH DFND 21 2119 0 0 LILLY ELI & CO COM 532457108 966 11488 SH DFND 4 11488 0 0 LILLY ELI & CO COM 532457108 16900 200932 SH DFND 17 184058 0 16874 LILLY ELI & CO COM 532457108 33737 401111 SH DFND 21 269936 0 131175 LILLY ELI & CO COM 532457108 19 224 SH DFND 25 224 0 0 LILLY ELI & CO CALL 532457908 17142 203800 SH Call DFND 4 203800 0 0 LILLY ELI & CO PUT 532457958 120656 1434500 SH Put DFND 4 1434500 0 0 LINCOLN NATL CORP IND COM 534187109 6048 92400 SH DFND 3 92400 0 0 LINCOLN NATL CORP IND COM 534187109 54870 838347 SH DFND 17 826602 0 11745 LINCOLN NATL CORP IND COM 534187109 1368 20897 SH DFND 20 20897 0 0 LINCOLN NATL CORP IND COM 534187109 38140 582735 SH DFND 21 553882 0 28853 LION BIOTECHNOLOGIES INC COM 53619R102 1415 189920 SH DFND 17 184372 0 5548 LIQUIDITY SERVICES INC COM 53635B107 146 18310 SH DFND 17 0 0 18310 LITTELFUSE INC COM 537008104 1011 6321 SH DFND 21 4270 0 2051 LIVE NATION ENTERTAINMENT IN COM 538034109 2562 84346 SH DFND 17 84346 0 0 LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 41677 38290000 PRN DFND 17 31890000 0 6400000 LIVEPERSON INC COM 538146101 394 57555 SH DFND 17 0 0 57555 LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 136327 128598000 PRN DFND 4 128598000 0 0 LOCKHEED MARTIN CORP COM 539830109 7559 28247 SH DFND 4 28247 0 0 LOCKHEED MARTIN CORP COM 539830109 62271 232701 SH DFND 17 229541 0 3160 LOCKHEED MARTIN CORP COM 539830109 24432 91300 SH DFND 20 91300 0 0 LOCKHEED MARTIN CORP CALL 539830909 15976 59700 SH Call DFND 4 59700 0 0 LOCKHEED MARTIN CORP PUT 539830959 112847 421700 SH Put DFND 4 421700 0 0 LOEWS CORP COM 540424108 563 12031 SH DFND 4 12031 0 0 LOEWS CORP COM 540424108 40 848 SH DFND 17 848 0 0 LOEWS CORP COM 540424108 3066 65564 SH DFND 21 0 0 65564 LOGMEIN INC COM 54142L109 2247 23046 SH DFND 17 13341 0 9705 LOGMEIN INC COM 54142L109 1194 12244 SH DFND 21 7631 0 4613 LOUISIANA PAC CORP COM 546347105 1328 53510 SH DFND 17 53510 0 0 LOUISIANA PAC CORP COM 546347105 1418 57126 SH DFND 21 57126 0 0 LOWES COS INC COM 548661107 8221 100000 SH DFND 4 100000 0 0 LOWES COS INC COM 548661107 3252 39558 SH DFND 17 39558 0 0 LOWES COS INC COM 548661107 1162 14134 SH DFND 20 14134 0 0 LOWES COS INC COM 548661107 35067 426558 SH DFND 21 409383 0 17175 LOWES COS INC CALL 548661907 13729 167000 SH Call DFND 4 167000 0 0 LOWES COS INC PUT 548661957 67264 818200 SH Put DFND 4 818200 0 0 LUMENTUM HLDGS INC COM 55024U109 77288 1448699 SH DFND 17 1375468 0 73231 LUMENTUM HLDGS INC COM 55024U109 339 6350 SH DFND 20 6350 0 0 LUMENTUM HLDGS INC COM 55024U109 2954 55364 SH DFND 21 50108 0 5256 LUMOS NETWORKS CORP COM 550283105 4347 245569 SH DFND 21 245569 0 0 LYDALL INC DEL COM 550819106 5366 100104 SH DFND 17 95079 0 5025 LYDALL INC DEL COM 550819106 465 8683 SH DFND 21 8683 0 0 LYON WILLIAM HOMES CL A NEW 552074700 650 31535 SH DFND 17 31535 0 0 M & T BK CORP COM 55261F104 6724 43459 SH DFND 4 43459 0 0 M & T BK CORP COM 55261F104 74 477 SH DFND 17 477 0 0 M & T BK CORP CALL 55261F904 4008 25900 SH Call DFND 4 25900 0 0 M & T BK CORP PUT 55261F954 39255 253700 SH Put DFND 4 253700 0 0 M D C HLDGS INC COM 552676108 40489 1347400 SH DFND 3 1347400 0 0 MDU RES GROUP INC COM 552690109 16446 600895 SH DFND 17 493835 0 107060 MDU RES GROUP INC COM 552690109 193 7065 SH DFND 21 7065 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 1357 144402 SH DFND 17 0 0 144402 MFA FINL INC COM 55272X102 1543 191027 SH DFND 17 124217 0 66810 MFA FINL INC COM 55272X102 12754 1578469 SH DFND 21 837494 0 740975 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 36017 36005000 PRN DFND 17 36005000 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 27226 18705000 PRN DFND 17 15030000 0 3675000 MGM RESORTS INTERNATIONAL COM 552953101 1883 68738 SH DFND 4 56161 0 12577 MGM RESORTS INTERNATIONAL COM 552953101 112575 4108573 SH DFND 17 4097713 0 10860 MGM RESORTS INTERNATIONAL COM 552953101 4385 160021 SH DFND 21 0 0 160021 MGP INGREDIENTS INC NEW COM 55303J106 3364 62041 SH DFND 17 62041 0 0 MGP INGREDIENTS INC NEW COM 55303J106 1491 27488 SH DFND 21 27488 0 0 M/I HOMES INC COM 55305B101 2039 83233 SH DFND 17 83233 0 0 M/I HOMES INC COM 55305B101 887 36193 SH DFND 21 0 0 36193 MKS INSTRUMENT INC COM 55306N104 2824 41073 SH DFND 17 33633 0 7440 MKS INSTRUMENT INC COM 55306N104 287 4179 SH DFND 20 4179 0 0 MKS INSTRUMENT INC COM 55306N104 11050 160730 SH DFND 21 133209 0 27521 MSA SAFETY INC COM 553498106 2434 34435 SH DFND 17 24215 0 10220 MSCI INC COM 55354G100 192 1973 SH DFND 17 1973 0 0 MSCI INC COM 55354G100 106 1095 SH DFND 20 1095 0 0 MSCI INC COM 55354G100 490 5042 SH DFND 21 5042 0 0 MSG NETWORK INC CL A 553573106 604 25855 SH DFND 17 2790 0 23065 MSG NETWORK INC CL A 553573106 109 4663 SH DFND 20 4663 0 0 MSG NETWORK INC CL A 553573106 315 13477 SH DFND 21 13477 0 0 MTGE INVT CORP COM 55378A105 3310 197597 SH DFND 17 47063 0 150534 MTGE INVT CORP COM 55378A105 186 11111 SH DFND 21 4782 0 6329 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 5835 120816 SH DFND 17 97486 0 23330 MACERICH CO COM 554382101 10020 155594 SH DFND 4 155594 0 0 MACERICH CO COM 554382101 28 428 SH DFND 17 428 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 9037 112151 SH DFND 17 112151 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 5599 69481 SH DFND 21 69481 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 52789 46945000 PRN DFND 17 41090000 0 5855000 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 50099 50840000 PRN DFND 17 50840000 0 0 MACQUARIE BK LTD MTNF 6.125%12/3 55608YAC9 16120 16000000 PRN DFND 4 16000000 0 0 MACROGENICS INC COM 556099109 985 52949 SH DFND 17 52949 0 0 MACYS INC COM 55616P104 36382 1227465 SH DFND 4 1227465 0 0 MACYS INC COM 55616P104 40210 1356605 SH DFND 17 1354439 0 2166 MACYS INC COM 55616P104 16761 565499 SH DFND 21 510355 0 55144 MACYS INC COM 55616P104 17 563 SH DFND 25 563 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 6337 82400 SH DFND 3 82400 0 0 MAGNA INTL INC COM 559222401 55120 1280900 SH DFND 3 869900 0 411000 MAGNA INTL INC COM 559222401 24204 562467 SH DFND 17 425040 0 137427 MAGNA INTL INC COM 559222401 57689 1340602 SH DFND 21 897533 0 443069 MAGNA INTL INC COM 559222401 107 2486 SH DFND 25 2486 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 620 64900 SH DFND 17 0 0 64900 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1508 45786 SH DFND 17 3041 0 42745 MAINSOURCE FINANCIAL GP INC COM 56062Y102 203 6162 SH DFND 20 6162 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 1503 45639 SH DFND 21 34634 0 11005 MANPOWERGROUP INC COM 56418H100 6975 68000 SH DFND 3 68000 0 0 MANPOWERGROUP INC COM 56418H100 79 775 SH DFND 17 775 0 0 MANPOWERGROUP INC COM 56418H100 3531 34422 SH DFND 21 15951 0 18471 MANTECH INTL CORP CL A 564563104 57 1635 SH DFND 17 1635 0 0 MANTECH INTL CORP CL A 564563104 3532 101983 SH DFND 21 87765 0 14218 MANULIFE FINL CORP COM 56501R106 26767 1513272 SH DFND 3 952672 0 560600 MANULIFE FINL CORP COM 56501R106 4907 277410 SH DFND 17 272748 0 4662 MANULIFE FINL CORP COM 56501R106 804 45453 SH DFND 20 45453 0 0 MANULIFE FINL CORP COM 56501R106 23862 1349029 SH DFND 21 1193038 0 155991 MANULIFE FINL CORP COM 56501R106 21 1208 SH DFND 25 1208 0 0 MARATHON OIL CORP COM 565849106 1120 70913 SH DFND 4 70913 0 0 MARATHON OIL CORP COM 565849106 41 2609 SH DFND 17 2609 0 0 MARATHON PETE CORP COM 56585A102 6525 129100 SH DFND 3 129100 0 0 MARATHON PETE CORP COM 56585A102 4221 83526 SH DFND 4 83526 0 0 MARATHON PETE CORP COM 56585A102 14099 278976 SH DFND 17 95395 0 183581 MARATHON PETE CORP COM 56585A102 1028 20348 SH DFND 20 20348 0 0 MARATHON PETE CORP COM 56585A102 48507 959778 SH DFND 21 746158 0 213620 MARATHON PETE CORP COM 56585A102 702 14000 SH DFND 24 14000 0 0 MARATHON PETE CORP COM 56585A102 199 3932 SH DFND 25 3932 0 0 MARATHON PETE CORP CALL 56585A902 3123 61800 SH Call DFND 4 61800 0 0 MARATHON PETE CORP PUT 56585A952 38875 769200 SH Put DFND 4 769200 0 0 MARCUS & MILLICHAP INC COM 566324109 171 6974 SH DFND 17 6974 0 0 MARCUS & MILLICHAP INC COM 566324109 231 9414 SH DFND 21 9414 0 0 MARCUS CORP COM 566330106 1977 61580 SH DFND 17 41735 0 19845 MARCUS CORP COM 566330106 1084 33773 SH DFND 21 33773 0 0 MARINEMAX INC COM 567908108 1428 65945 SH DFND 17 65945 0 0 MARKEL CORP COM 570535104 7076 7251 SH DFND 21 7251 0 0 MARKETAXESS HLDGS INC COM 57060D108 98 525 SH DFND 17 0 0 525 MARKETAXESS HLDGS INC COM 57060D108 106 568 SH DFND 20 568 0 0 MARKETAXESS HLDGS INC COM 57060D108 10128 54021 SH DFND 21 54021 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6169 61738 SH DFND 17 48261 0 13477 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 27208 272268 SH DFND 21 169530 0 102738 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 95 954 SH DFND 25 954 0 0 MARSH & MCLENNAN COS INC CALL 571748902 11992 162300 SH Call DFND 4 162300 0 0 MARSH & MCLENNAN COS INC PUT 571748952 28751 389100 SH Put DFND 4 389100 0 0 MARRIOTT INTL INC NEW CALL 571903902 4163 44200 SH Call DFND 4 44200 0 0 MARRIOTT INTL INC NEW PUT 571903952 34913 370700 SH Put DFND 4 370700 0 0 MASCO CORP COM 574599106 34 1010 SH DFND 17 1010 0 0 MASCO CORP COM 574599106 1869 55000 SH DFND 21 55000 0 0 MASIMO CORP COM 574795100 5086 54539 SH DFND 17 37955 0 16584 MASIMO CORP COM 574795100 211 2265 SH DFND 20 2265 0 0 MASIMO CORP COM 574795100 22302 239135 SH DFND 21 160094 0 79041 MASTEC INC COM 576323109 12772 318894 SH DFND 17 255453 0 63441 MASTEC INC COM 576323109 107 2666 SH DFND 21 2666 0 0 MASTERCARD INCORPORATED CL A 57636Q104 74470 662131 SH DFND 17 514902 0 147229 MASTERCARD INCORPORATED CL A 57636Q104 7166 63717 SH DFND 21 35971 0 27746 MASTERCARD INCORPORATED CALL 57636Q904 21572 191800 SH Call DFND 4 191800 0 0 MASTERCARD INCORPORATED PUT 57636Q954 85241 757900 SH Put DFND 4 757900 0 0 MATSON INC COM 57686G105 143 4516 SH DFND 17 4516 0 0 MATSON INC COM 57686G105 1143 36002 SH DFND 21 35227 0 775 MATTEL INC COM 577081102 212 8284 SH DFND 4 8284 0 0 MATTEL INC COM 577081102 3156 123246 SH DFND 17 123246 0 0 MATTEL INC COM 577081102 3503 136782 SH DFND 21 136782 0 0 MATTHEWS INTL CORP CL A 577128101 242 3582 SH DFND 20 3582 0 0 MATTHEWS INTL CORP CL A 577128101 698 10325 SH DFND 21 10325 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 13498 300225 SH DFND 17 232290 0 67935 MAXIM INTEGRATED PRODS INC COM 57772K101 106 2366 SH DFND 21 0 0 2366 MAXLINEAR INC COM 57776J100 169 6029 SH DFND 17 6029 0 0 MAXLINEAR INC COM 57776J100 482 17181 SH DFND 21 17181 0 0 MCCLATCHY CO CL A NEW 579489303 2331 241104 SH DFND 4 241104 0 0 MCCORMICK & CO INC COM NON VTG 579780206 34 353 SH DFND 17 353 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2217 22725 SH DFND 20 22725 0 0 MCDERMOTT INTL INC COM 580037109 374 55365 SH DFND 17 55365 0 0 MCDERMOTT INTL INC COM 580037109 74 10892 SH DFND 20 10892 0 0 MCDERMOTT INTL INC COM 580037109 2494 369438 SH DFND 21 148915 0 220523 MCDONALDS CORP COM 580135101 138718 1070276 SH DFND 17 937719 0 132557 MCDONALDS CORP COM 580135101 15525 119780 SH DFND 20 119780 0 0 MCDONALDS CORP COM 580135101 97742 754122 SH DFND 21 652939 0 101183 MCDONALDS CORP COM 580135101 123 953 SH DFND 24 953 0 0 MCDONALDS CORP CALL 580135901 38818 299500 SH Call DFND 4 299500 0 0 MCDONALDS CORP PUT 580135951 107952 832900 SH Put DFND 4 832900 0 0 MCGRATH RENTCORP COM 580589109 1320 39312 SH DFND 21 3996 0 35316 MCKESSON CORP COM 58155Q103 5411 36500 SH DFND 3 36500 0 0 MCKESSON CORP COM 58155Q103 2763 18639 SH DFND 4 18639 0 0 MCKESSON CORP COM 58155Q103 105978 714815 SH DFND 17 711444 0 3371 MCKESSON CORP COM 58155Q103 44666 301265 SH DFND 21 236508 0 64757 MCKESSON CORP COM 58155Q103 190 1279 SH DFND 25 1279 0 0 MCKESSON CORP CALL 58155Q903 4937 33300 SH Call DFND 4 33300 0 0 MCKESSON CORP PUT 58155Q953 38859 262100 SH Put DFND 4 262100 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 6929 77784 SH DFND 4 77784 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 51 568 SH DFND 17 568 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 23116 259498 SH DFND 21 259498 0 0 MEDEQUITIES RLTY TR INC COM 58409L306 126 11239 SH DFND 17 11239 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 172 13375 SH DFND 17 13375 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 387 30000 SH DFND 21 30000 0 0 MEDICINES CO COM 584688105 3779 77287 SH DFND 17 59272 0 18015 MEDICINES CO COM 584688105 918 18700 SH DFND 24 18700 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 15785 10000000 PRN DFND 17 9455000 0 545000 MEDIFAST INC COM 58470H101 45 1020 SH DFND 17 1020 0 0 MEDIFAST INC COM 58470H101 1518 34220 SH DFND 21 12916 0 21304 MEDNAX INC COM 58502B106 643 9268 SH DFND 17 9268 0 0 MEDNAX INC COM 58502B106 12235 176351 SH DFND 21 168609 0 7742 MEETME INC COM 585141104 1663 282348 SH DFND 17 48760 0 233588 MEETME INC COM 585141104 7023 1192312 SH DFND 21 1044757 0 147555 MERCADOLIBRE INC COM 58733R102 10406 49207 SH DFND 17 7285 0 41922 MERCADOLIBRE INC COM 58733R102 364 1721 SH DFND 21 1721 0 0 MERCER INTL INC COM 588056101 1377 117723 SH DFND 17 117723 0 0 MERCER INTL INC COM 588056101 139 11912 SH DFND 20 11912 0 0 MERCER INTL INC COM 588056101 894 76418 SH DFND 21 70578 0 5840 MERCK & CO INC COM 58933Y105 7323 115250 SH DFND 3 115250 0 0 MERCK & CO INC COM 58933Y105 20758 326689 SH DFND 4 326689 0 0 MERCK & CO INC COM 58933Y105 96565 1519750 SH DFND 17 1436817 0 82933 MERCK & CO INC COM 58933Y105 1685 26526 SH DFND 20 26526 0 0 MERCK & CO INC COM 58933Y105 133455 2100332 SH DFND 21 1509496 0 590836 MERCK & CO INC COM 58933Y105 1650 26000 SH DFND 24 26000 0 0 MERCK & CO INC COM 58933Y105 42 657 SH DFND 25 657 0 0 MERCK & CO INC CALL 58933Y905 22322 351300 SH Call DFND 4 351300 0 0 MERCK & CO INC PUT 58933Y955 151212 2379800 SH Put DFND 4 2379800 0 0 MERCURY SYS INC COM 589378108 306 7836 SH DFND 21 7836 0 0 MEREDITH CORP COM 589433101 37156 575172 SH DFND 3 575172 0 0 MEREDITH CORP COM 589433101 2314 35816 SH DFND 17 35816 0 0 MEREDITH CORP COM 589433101 458 7091 SH DFND 21 194 0 6897 MERIDIAN BANCORP INC MD COM 58958U103 3035 165857 SH DFND 17 165857 0 0 MERIT MED SYS INC COM 589889104 453 15660 SH DFND 17 0 0 15660 MERIT MED SYS INC COM 589889104 71 2441 SH DFND 20 2441 0 0 MERIT MED SYS INC COM 589889104 206 7139 SH DFND 21 7139 0 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 57190 32620000 PRN DFND 17 30230000 0 2390000 MESA LABS INC COM 59064R109 2818 22967 SH DFND 17 22295 0 672 META FINL GROUP INC COM 59100U108 1215 13731 SH DFND 17 1589 0 12142 META FINL GROUP INC COM 59100U108 588 6645 SH DFND 21 6645 0 0 METALDYNE PERFORMANCE GROUP COM 59116R107 707 30949 SH DFND 21 30949 0 0 METHODE ELECTRS INC COM 591520200 47637 1044677 SH DFND 3 1044677 0 0 METLIFE INC COM 59156R108 76711 1452302 SH DFND 3 1452302 0 0 METLIFE INC COM 59156R108 4518 85530 SH DFND 4 85530 0 0 METLIFE INC COM 59156R108 25920 490732 SH DFND 17 479454 0 11278 METLIFE INC COM 59156R108 57717 1092703 SH DFND 21 878474 0 214229 METLIFE INC COM 59156R108 137 2591 SH DFND 25 2591 0 0 METLIFE INC CALL 59156R908 9434 178600 SH Call DFND 4 178600 0 0 METLIFE INC PUT 59156R958 46888 887700 SH Put DFND 4 887700 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 5711 11925 SH DFND 17 11925 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 440 919 SH DFND 20 919 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1271 2654 SH DFND 21 2654 0 0 MICHAELS COS INC COM 59408Q106 8111 362239 SH DFND 17 291919 0 70320 MICROSOFT CORP COM 594918104 718472 10909085 SH DFND 17 9557424 0 1351661 MICROSOFT CORP COM 594918104 6003 91148 SH DFND 20 91148 0 0 MICROSOFT CORP COM 594918104 541524 8222071 SH DFND 21 6174143 0 2047928 MICROSOFT CORP COM 594918104 514 7810 SH DFND 25 7810 0 0 MICROSOFT CORP CALL 594918904 81515 1237700 SH Call DFND 4 1237700 0 0 MICROSOFT CORP PUT 594918954 408602 6204100 SH Put DFND 4 6204100 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 86652 1174467 SH DFND 17 914821 0 259646 MICROCHIP TECHNOLOGY INC COM 595017104 105530 1430118 SH DFND 21 1198505 0 231613 MICROCHIP TECHNOLOGY INC COM 595017104 643 8700 SH DFND 24 8700 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 35506 24680000 PRN DFND 17 22215000 0 2465000 MICRON TECHNOLOGY INC COM 595112103 250353 8662734 SH DFND 17 7622746 0 1039988 MICRON TECHNOLOGY INC COM 595112103 11418 395094 SH DFND 20 395094 0 0 MICRON TECHNOLOGY INC COM 595112103 51098 1768098 SH DFND 21 1713888 0 54210 MICRON TECHNOLOGY INC CALL 595112903 5708 197500 SH Call DFND 4 197500 0 0 MICRON TECHNOLOGY INC PUT 595112953 30758 1064300 SH Put DFND 4 1064300 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 27209 10165000 PRN DFND 17 8420000 0 1745000 MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 240981 215701000 PRN DFND 17 205436000 0 10265000 MICROSEMI CORP COM 595137100 70084 1360055 SH DFND 17 1289248 0 70807 MICROSEMI CORP COM 595137100 1355 26286 SH DFND 21 23331 0 2955 MID AMER APT CMNTYS INC COM 59522J103 6277 61700 SH DFND 3 61700 0 0 MID AMER APT CMNTYS INC COM 59522J103 272 2678 SH DFND 17 2678 0 0 MIDDLEBY CORP COM 596278101 7355 53905 SH DFND 17 53905 0 0 MIDDLEBY CORP COM 596278101 153 1120 SH DFND 21 1120 0 0 MILLER HERMAN INC COM 600544100 1245 39454 SH DFND 21 36548 0 2906 MINDBODY INC COM CL A 60255W105 1373 50030 SH DFND 17 50030 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 7340 1157780 SH DFND 17 1157780 0 0 MOBILEIRON INC COM NEW 60739U204 62 14360 SH DFND 17 14360 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 21136 1915985 SH DFND 17 1896585 0 19400 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6380 579145 SH DFND 21 556558 0 22587 MODEL N INC COM 607525102 2208 211260 SH DFND 17 204709 0 6551 MODINE MFG CO COM 607828100 3515 288082 SH DFND 17 288082 0 0 MODINE MFG CO COM 607828100 611 50098 SH DFND 21 0 0 50098 MOHAWK INDS INC COM 608190104 29941 130468 SH DFND 17 122458 0 8010 MOHAWK INDS INC COM 608190104 308 1340 SH DFND 20 1340 0 0 MOHAWK INDS INC COM 608190104 16850 73422 SH DFND 21 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3870 SH DFND 17 3870 0 0 ORION GROUP HOLDINGS INC COM 68628V308 408 54634 SH DFND 21 38840 0 15794 ORITANI FINL CORP DEL COM 68633D103 299 17587 SH DFND 17 17587 0 0 ORITANI FINL CORP DEL COM 68633D103 584 34327 SH DFND 21 34327 0 0 ORMAT TECHNOLOGIES INC COM 686688102 239 4190 SH DFND 17 0 0 4190 ORMAT TECHNOLOGIES INC COM 686688102 264 4617 SH DFND 20 4617 0 0 ORMAT TECHNOLOGIES INC COM 686688102 762 13353 SH DFND 21 13353 0 0 OSHKOSH CORP COM 688239201 61 896 SH DFND 4 896 0 0 OSHKOSH CORP COM 688239201 2383 34739 SH DFND 21 0 0 34739 OUTFRONT MEDIA INC COM 69007J106 349 13155 SH DFND 17 0 0 13155 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 42 10805 SH DFND 17 10805 0 0 OWENS & MINOR INC NEW COM 690732102 347 10031 SH DFND 17 10031 0 0 OWENS & MINOR INC NEW COM 690732102 9885 285686 SH DFND 21 178233 0 107453 OWENS CORNING NEW COM 690742101 6615 107785 SH DFND 3 107785 0 0 OWENS CORNING NEW COM 690742101 3928 64002 SH DFND 17 54214 0 9788 OWENS CORNING NEW COM 690742101 415 6759 SH DFND 20 6759 0 0 OWENS CORNING NEW COM 690742101 58028 945539 SH DFND 21 597525 0 348014 OWENS CORNING NEW COM 690742101 190 3103 SH DFND 25 3103 0 0 OWENS ILL INC COM NEW 690768403 13725 673438 SH DFND 17 538385 0 135053 OWENS ILL INC COM NEW 690768403 184 9030 SH DFND 21 9030 0 0 PDVWIRELESS INC COM 69290R104 32775 1500000 SH DFND 4 1500000 0 0 PBF ENERGY INC CL A 69318G106 541 24400 SH DFND 17 0 0 24400 PBF ENERGY INC CL A 69318G106 3761 169658 SH DFND 21 151082 0 18576 PBF ENERGY INC CL A 69318G106 14 631 SH DFND 25 631 0 0 PC CONNECTION INC COM 69318J100 742 24915 SH DFND 21 24915 0 0 PDC ENERGY INC COM 69327R101 7233 116000 SH DFND 4 116000 0 0 PDC ENERGY INC COM 69327R101 31085 498550 SH DFND 17 495015 0 3535 PDC ENERGY INC COM 69327R101 100 1609 SH DFND 21 0 0 1609 PDC ENERGY INC COM 69327R101 1714 27600 SH DFND 24 27600 0 0 PDC ENERGY INC PUT 69327R951 2369 38000 SH Put DFND 4 38000 0 0 PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 35529 34475000 PRN DFND 17 28615000 0 5860000 PDF SOLUTIONS INC COM 693282105 4490 198511 SH DFND 17 192298 0 6213 PDL BIOPHARMA INC COM 69329Y104 1227 540707 SH DFND 17 78260 0 462447 PDL BIOPHARMA INC COM 69329Y104 632 278356 SH DFND 21 226015 0 52341 PG&E CORP COM 69331C108 2548 38396 SH DFND 4 38396 0 0 PG&E CORP COM 69331C108 18992 286189 SH DFND 17 127121 0 159068 PG&E CORP COM 69331C108 852 12840 SH DFND 20 12840 0 0 PG&E CORP COM 69331C108 39803 599807 SH DFND 21 474041 0 125766 PG&E CORP COM 69331C108 329 4959 SH DFND 25 4959 0 0 PG&E CORP CALL 69331C908 962 14500 SH Call DFND 4 14500 0 0 PG&E CORP PUT 69331C958 35304 532000 SH Put DFND 4 532000 0 0 PHH CORP COM NEW 693320202 68087 5348554 SH DFND 4 5348554 0 0 PHI INC COM NON VTG 69336T205 388 32396 SH DFND 21 32396 0 0 PGT INNOVATIONS INC COM 69336V101 1580 146970 SH DFND 17 146970 0 0 PLDT INC SPONSORED ADR 69344D408 980 30485 SH DFND 17 24485 0 6000 PLDT INC SPONSORED ADR 69344D408 190 5913 SH DFND 20 5913 0 0 PLDT INC SPONSORED ADR 69344D408 1402 43800 SH DFND 21 43800 0 0 PNC FINL SVCS GROUP INC COM 693475105 77417 643856 SH DFND 3 643856 0 0 PNC FINL SVCS GROUP INC COM 693475105 3095 25740 SH DFND 4 25740 0 0 PNC FINL SVCS GROUP INC COM 693475105 35066 291634 SH DFND 17 286203 0 5431 PNC FINL SVCS GROUP INC COM 693475105 1362 11327 SH DFND 20 11327 0 0 PNC FINL SVCS GROUP INC COM 693475105 37767 314097 SH DFND 21 218357 0 95740 PNC FINL SVCS GROUP INC COM 693475105 169 1408 SH DFND 25 1408 0 0 PNC FINL SVCS GROUP INC CALL 693475905 17315 144000 SH Call DFND 4 144000 0 0 PNC FINL SVCS GROUP INC PUT 693475955 51763 430500 SH Put DFND 4 430500 0 0 POSCO SPONSORED ADR 693483109 53387 827700 SH DFND 3 497400 0 330300 POSCO SPONSORED ADR 693483109 8187 126931 SH DFND 17 126931 0 0 PNM RES INC COM 69349H107 103 2785 SH DFND 17 2785 0 0 PNM RES INC COM 69349H107 701 18945 SH DFND 21 16961 0 1984 PPG INDS INC COM 693506107 6179 58800 SH DFND 3 58800 0 0 PPG INDS INC COM 693506107 2116 20133 SH DFND 4 20133 0 0 PPG INDS INC COM 693506107 85 813 SH DFND 17 813 0 0 PPG INDS INC COM 693506107 747 7100 SH DFND 24 7100 0 0 PPG INDS INC CALL 693506907 6326 60200 SH Call DFND 4 60200 0 0 PPG INDS INC PUT 693506957 55020 523600 SH Put DFND 4 523600 0 0 PPL CORP COM 69351T106 11468 306700 SH DFND 3 306700 0 0 PPL CORP COM 69351T106 576 15414 SH DFND 4 15414 0 0 PPL CORP COM 69351T106 78 2090 SH DFND 17 2090 0 0 PPL CORP COM 69351T106 191 5119 SH DFND 21 5119 0 0 PPL CORP CALL 69351T906 5145 137600 SH Call DFND 4 137600 0 0 PPL CORP PUT 69351T956 17031 455500 SH Put DFND 4 455500 0 0 PRA HEALTH SCIENCES INC COM 69354M108 19451 298190 SH DFND 17 242204 0 55986 PRA HEALTH SCIENCES INC COM 69354M108 161 2465 SH DFND 20 2465 0 0 PRA HEALTH SCIENCES INC COM 69354M108 1935 29670 SH DFND 21 7198 0 22472 PVH CORP COM 693656100 6560 63400 SH DFND 3 63400 0 0 PVH CORP COM 693656100 1926 18612 SH DFND 17 18612 0 0 PVH CORP COM 693656100 21470 207503 SH DFND 21 94501 0 113002 PTC INC COM 69370C100 15991 304308 SH DFND 17 246619 0 57689 PTC INC COM 69370C100 178 3388 SH DFND 21 3388 0 0 PACCAR INC COM 693718108 432 6422 SH DFND 4 6422 0 0 PACCAR INC COM 693718108 689 10246 SH DFND 17 10246 0 0 PACCAR INC COM 693718108 12835 190994 SH DFND 21 190994 0 0 PACCAR INC CALL 693718908 3420 50900 SH Call DFND 4 50900 0 0 PACCAR INC PUT 693718958 14697 218700 SH Put DFND 4 218700 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 635 122781 SH DFND 17 122781 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1413 273294 SH DFND 21 273294 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 31 4525 SH DFND 17 4525 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 107 15570 SH DFND 20 15570 0 0 PACIFIC ETHANOL INC COM PAR $.001 69423U305 307 44844 SH DFND 21 44844 0 0 PACIFIC PREMIER BANCORP COM 69478X105 5841 151523 SH DFND 17 151523 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 962 21100 SH DFND 17 21100 0 0 PACKAGING CORP AMER COM 695156109 10164 110935 SH DFND 3 110935 0 0 PACKAGING CORP AMER COM 695156109 8575 93588 SH DFND 17 91793 0 1795 PACKAGING CORP AMER COM 695156109 26499 289229 SH DFND 21 281424 0 7805 PACWEST BANCORP DEL COM 695263103 1542 28961 SH DFND 21 28961 0 0 PALO ALTO NETWORKS INC COM 697435105 77678 689372 SH DFND 17 604528 0 84844 PALO ALTO NETWORKS INC COM 697435105 270 2397 SH DFND 21 1233 0 1164 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 16998 14230000 PRN DFND 17 14230000 0 0 PANDORA MEDIA INC COM 698354107 26196 2218086 SH DFND 17 2127706 0 90380 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 3350 3340000 PRN DFND 17 3340000 0 0 PAPA JOHNS INTL INC COM 698813102 4726 59043 SH DFND 17 875 0 58168 PARAMOUNT GROUP INC COM 69924R108 3242 200000 SH DFND 4 200000 0 0 PARATEK PHARMACEUTICALS INC COM 699374302 924 48019 SH DFND 17 46453 0 1566 PARK CITY GROUP INC COM NEW 700215304 1097 88866 SH DFND 17 80022 0 8844 PARK HOTELS RESORTS INC COM 700517105 2577 100404 SH DFND 4 100404 0 0 PARK HOTELS RESORTS INC COM 700517105 259 10108 SH DFND 17 10108 0 0 PARK OHIO HLDGS CORP COM 700666100 7456 207396 SH DFND 3 207396 0 0 PARK OHIO HLDGS CORP COM 700666100 234 6521 SH DFND 17 626 0 5895 PARK STERLING CORP COM 70086Y105 1481 120323 SH DFND 17 108323 0 12000 PARKER HANNIFIN CORP COM 701094104 13990 87266 SH DFND 17 22120 0 65146 PARKER HANNIFIN CORP COM 701094104 243 1515 SH DFND 21 1515 0 0 PARKER HANNIFIN CORP CALL 701094904 5194 32400 SH Call DFND 4 32400 0 0 PARKER HANNIFIN CORP PUT 701094954 32914 205300 SH Put DFND 4 205300 0 0 PARSLEY ENERGY INC CL A 701877102 33093 1017924 SH DFND 17 805683 0 212241 PARSLEY ENERGY INC CL A 701877102 9290 285745 SH DFND 21 285745 0 0 PARSLEY ENERGY INC CL A 701877102 1627 51000 SH DFND 24 51000 0 0 PATRICK INDS INC COM 703343103 10459 147520 SH DFND 17 104730 0 42790 PATRICK INDS INC COM 703343103 6426 90640 SH DFND 21 41173 0 49467 PATTERSON UTI ENERGY INC COM 703481101 53 2202 SH DFND 4 2202 0 0 PATTERSON UTI ENERGY INC COM 703481101 21192 873190 SH DFND 17 865160 0 8030 PATTERSON UTI ENERGY INC COM 703481101 21 847 SH DFND 20 847 0 0 PATTERSON UTI ENERGY INC COM 703481101 236 9726 SH DFND 21 3917 0 5809 PATTERSON UTI ENERGY INC COM 703481101 1044 43000 SH DFND 24 43000 0 0 PAYCHEX INC COM 704326107 4133 70174 SH DFND 4 70174 0 0 PAYCHEX INC COM 704326107 15666 265968 SH DFND 17 192360 0 73608 PAYCHEX INC CALL 704326907 3834 65100 SH Call DFND 4 65100 0 0 PAYCHEX INC PUT 704326957 18919 321200 SH Put DFND 4 321200 0 0 PAYCOM SOFTWARE INC COM 70432V102 73894 1284897 SH DFND 17 1013587 0 271310 PAYPAL HLDGS INC COM 70450Y103 1556 36175 SH DFND 4 36175 0 0 PAYPAL HLDGS INC COM 70450Y103 52378 1217530 SH DFND 17 1174515 0 43015 PAYPAL HLDGS INC COM 70450Y103 1778 41319 SH DFND 21 41319 0 0 PAYPAL HLDGS INC CALL 70450Y903 7520 174800 SH Call DFND 4 174800 0 0 PAYPAL HLDGS INC PUT 70450Y953 57883 1345500 SH Put DFND 4 1345500 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 1746 58995 SH DFND 17 58995 0 0 PEMBINA PIPELINE CORP COM 706327103 7720 244338 SH DFND 21 83828 0 160510 PENGROWTH ENERGY CORP COM 70706P104 44 44043 SH DFND 4 44043 0 0 PENN WEST PETE LTD NEW COM 707887105 272 159816 SH DFND 4 159816 0 0 PENNYMAC MTG INVT TR COM 70931T103 351 19771 SH DFND 17 19771 0 0 PENNYMAC MTG INVT TR COM 70931T103 1768 99588 SH DFND 21 99588 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 4040 86300 SH DFND 3 86300 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 746 15931 SH DFND 21 14799 0 1132 PENUMBRA INC COM 70975L107 9692 116137 SH DFND 17 95254 0 20883 PENUMBRA INC COM 70975L107 481 5761 SH DFND 21 5761 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 283 15540 SH DFND 4 15540 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 17 956 SH DFND 17 956 0 0 PEPSICO INC COM 713448108 6305 56361 SH DFND 4 56361 0 0 PEPSICO INC COM 713448108 140558 1256550 SH DFND 17 1137657 0 118893 PEPSICO INC COM 713448108 1756 15696 SH DFND 20 15696 0 0 PEPSICO INC COM 713448108 26634 238104 SH DFND 21 228473 0 9631 PEPSICO INC COM 713448108 563 5020 SH DFND 24 5020 0 0 PEPSICO INC CALL 713448908 20135 180000 SH Call DFND 4 180000 0 0 PEPSICO INC PUT 713448958 186616 1668300 SH Put DFND 4 1668300 0 0 PERFICIENT INC COM 71375U101 657 37845 SH DFND 21 37845 0 0 PERKINELMER INC COM 714046109 20 336 SH DFND 17 336 0 0 PERKINELMER INC COM 714046109 8090 139332 SH DFND 21 139332 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 62 1988 SH DFND 1988 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3427 109934 SH DFND 17 104051 0 5883 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 6578 211597 SH DFND 21 196819 0 14778 PETMED EXPRESS INC COM 716382106 270 13382 SH DFND 17 13382 0 0 PETMED EXPRESS INC COM 716382106 2257 112063 SH DFND 21 28908 0 83155 PETMED EXPRESS INC COM 716382106 36 1770 SH DFND 25 1770 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 295 30411 SH DFND 21 30411 0 0 PFENEX INC COM 717071104 822 141502 SH DFND 17 136234 0 5268 PFIZER INC COM 717081103 164578 4810810 SH DFND 3 4810810 0 0 PFIZER INC COM 717081103 10542 308144 SH DFND 4 302088 0 6056 PFIZER INC COM 717081103 139581 4080115 SH DFND 17 3093131 0 986984 PFIZER INC COM 717081103 2495 72934 SH DFND 20 72934 0 0 PFIZER INC COM 717081103 251849 7361856 SH DFND 21 5398523 0 1963333 PFIZER INC COM 717081103 3160 92000 SH DFND 24 92000 0 0 PFIZER INC COM 717081103 358 10458 SH DFND 25 10458 0 0 PFIZER INC CALL 717081903 54250 1585800 SH Call DFND 4 1585800 0 0 PFIZER INC PUT 717081953 133097 3890600 SH Put DFND 4 3890600 0 0 PHARMERICA CORP COM 71714F104 271 11591 SH DFND 21 9619 0 1972 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2253 80180 SH DFND 17 56615 0 23565 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 757 26955 SH DFND 21 26955 0 0 PHILIP MORRIS INTL INC COM 718172109 3918 34702 SH DFND 4 34702 0 0 PHILIP MORRIS INTL INC COM 718172109 6842 60602 SH DFND 17 45602 0 15000 PHILIP MORRIS INTL INC COM 718172109 1568 13890 SH DFND 20 13890 0 0 PHILIP MORRIS INTL INC COM 718172109 54522 482921 SH DFND 21 451766 0 31155 PHILIP MORRIS INTL INC CALL 718172909 29286 259400 SH Call DFND 4 259400 0 0 PHILIP MORRIS INTL INC PUT 718172959 215842 1911800 SH Put DFND 4 1911800 0 0 PHILLIPS 66 COM 718546104 4994 63037 SH DFND 4 63037 0 0 PHILLIPS 66 COM 718546104 14522 183318 SH DFND 17 72430 0 110888 PHILLIPS 66 COM 718546104 49073 619451 SH DFND 21 561093 0 58358 PHILLIPS 66 COM 718546104 130 1643 SH DFND 25 1643 0 0 PHILLIPS 66 CALL 718546904 4357 55000 SH Call DFND 4 55000 0 0 PHILLIPS 66 PUT 718546954 35269 445200 SH Put DFND 4 445200 0 0 PHOTRONICS INC COM 719405102 490 45815 SH DFND 17 45815 0 0 PHOTRONICS INC COM 719405102 1666 155743 SH DFND 21 128487 0 27256 PHYSICIANS RLTY TR COM 71943U104 9701 488218 SH DFND 4 488218 0 0 PIER 1 IMPORTS INC COM 720279108 110 15389 SH DFND 20 15389 0 0 PIER 1 IMPORTS INC COM 720279108 318 44389 SH DFND 21 44389 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 10511 467045 SH DFND 17 467045 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 3335 148201 SH DFND 21 91444 0 56757 PILGRIMS PRIDE CORP NEW COM 72147K108 7181 320418 SH DFND 24 320418 0 0 PIMCO ETF TR 1-5 US TIP IDX 72201R205 201 3802 SH DFND 17 3802 0 0 PIMCO ETF TR BROAD US TIPS 72201R403 9554 164171 SH DFND 17 164171 0 0 PIMCO ETF TR DIV INCM ACT ETF 72201R726 13405 267730 SH DFND 4 267730 0 0 PIMCO ETF TR GB ADV INF BD AC 72201R791 64825 1484100 SH DFND 4 1484100 0 0 PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 2665 124283 SH DFND 4 124283 0 0 PINNACLE WEST CAP CORP COM 723484101 441 5294 SH DFND 4 5294 0 0 PINNACLE WEST CAP CORP COM 723484101 6912 82903 SH DFND 17 75494 0 7409 PINNACLE WEST CAP CORP COM 723484101 20671 247911 SH DFND 21 127072 0 120839 PINNACLE WEST CAP CORP COM 723484101 175 2102 SH DFND 25 2102 0 0 PINNACLE FOODS INC DEL COM 72348P104 28055 484790 SH DFND 17 417275 0 67515 PINNACLE FOODS INC DEL COM 72348P104 1085 18752 SH DFND 20 18752 0 0 PINNACLE FOODS INC DEL COM 72348P104 57854 999726 SH DFND 21 705558 0 294168 PINNACLE FOODS INC DEL COM 72348P104 181 3127 SH DFND 25 3127 0 0 PIONEER NAT RES CO COM 723787107 6609 35490 SH DFND 4 35490 0 0 PIONEER NAT RES CO COM 723787107 43835 235381 SH DFND 17 231106 0 4275 PIONEER NAT RES CO COM 723787107 13017 69900 SH DFND 20 69900 0 0 PIONEER NAT RES CO COM 723787107 6663 35779 SH DFND 21 34559 0 1220 PIONEER NAT RES CO COM 723787107 2482 13600 SH DFND 24 13600 0 0 PIONEER NAT RES CO CALL 723787907 6648 35700 SH Call DFND 4 35700 0 0 PIONEER NAT RES CO PUT 723787957 54025 290100 SH Put DFND 4 290100 0 0 PIPER JAFFRAY COS COM 724078100 151 2366 SH DFND 17 2366 0 0 PIPER JAFFRAY COS COM 724078100 3012 47172 SH DFND 21 26654 0 20518 PITNEY BOWES INC COM 724479100 349 26619 SH DFND 4 26619 0 0 PITNEY BOWES INC COM 724479100 489 37282 SH DFND 17 37282 0 0 PITNEY BOWES INC COM 724479100 7762 592087 SH DFND 21 587601 0 4486 PIXELWORKS INC COM NEW 72581M305 107 22860 SH DFND 17 22860 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 6164 195000 SH DFND 4 195000 0 0 PLANET FITNESS INC CL A 72703H101 88 4590 SH DFND 21 4590 0 0 PLANET FITNESS INC CL A 72703H101 463 23800 SH DFND 24 23800 0 0 PLANTRONICS INC NEW COM 727493108 828 15305 SH DFND 17 13180 0 2125 PLEXUS CORP COM 729132100 1089 18844 SH DFND 17 14389 0 4455 PLEXUS CORP COM 729132100 1625 28116 SH DFND 21 18397 0 9719 POLARIS INDS INC COM 731068102 2601 31043 SH DFND 21 31043 0 0 POOL CORPORATION COM 73278L105 18470 154780 SH DFND 17 127327 0 27453 POOL CORPORATION COM 73278L105 5787 48493 SH DFND 21 44880 0 3613 POPULAR INC COM NEW 733174700 4851 119100 SH DFND 17 0 0 119100 POPULAR INC COM NEW 733174700 1999 49072 SH DFND 21 34066 0 15006 PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 29784 32755000 PRN DFND 17 32755000 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 3408 76717 SH DFND 17 76717 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 952 21433 SH DFND 21 21433 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 6908 176265 SH DFND 17 152165 0 24100 PORTOLA PHARMACEUTICALS INC COM 737010108 2801 72000 SH DFND 24 72000 0 0 POST HLDGS INC COM 737446104 3640 41585 SH DFND 17 41585 0 0 POST HLDGS INC COM 737446104 9775 111693 SH DFND 21 111693 0 0 POST HLDGS INC COM 737446104 2400 27500 SH DFND 24 27500 0 0 POTASH CORP SASK INC COM 73755L107 163 9557 SH DFND 4 9557 0 0 POTASH CORP SASK INC COM 73755L107 3113 182739 SH DFND 17 182739 0 0 POTASH CORP SASK INC COM 73755L107 12693 745040 SH DFND 21 745040 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2848 21500 SH DFND 24 21500 0 0 POWERSHARES QQQ TRUST PUT 73935A954 101790 768926 SH Put DFND 4 768926 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 555 20970 SH DFND 8730 0 12240 POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 5285 280941 SH DFND 17 280941 0 0 PRAXAIR INC CALL 74005P904 4151 35000 SH Call DFND 4 35000 0 0 PRAXAIR INC PUT 74005P954 11528 97200 SH Put DFND 4 97200 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 4013 74790 SH DFND 17 66728 0 8062 PREFERRED BK LOS ANGELES CA COM NEW 740367404 549 10228 SH DFND 21 10228 0 0 PREFERRED APT CMNTYS INC COM 74039L103 320 24244 SH DFND 17 0 0 24244 PRESTIGE BRANDS HLDGS INC COM 74112D101 1353 24352 SH DFND 17 24352 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 116 2095 SH DFND 21 0 0 2095 PRICE T ROWE GROUP INC COM 74144T108 6440 94500 SH DFND 3 94500 0 0 PRICE T ROWE GROUP INC COM 74144T108 500 7330 SH DFND 4 7330 0 0 PRICE T ROWE GROUP INC COM 74144T108 51 749 SH DFND 17 749 0 0 PRICE T ROWE GROUP INC CALL 74144T908 484 7100 SH Call DFND 4 7100 0 0 PRICE T ROWE GROUP INC PUT 74144T958 5275 77400 SH Put DFND 4 77400 0 0 PRICELINE GRP INC COM NEW 741503403 136983 76958 SH DFND 17 56339 0 20619 PRICELINE GRP INC COM NEW 741503403 2225 1250 SH DFND 20 1250 0 0 PRICELINE GRP INC COM NEW 741503403 154213 86638 SH DFND 21 69389 0 17249 PRICELINE GRP INC COM NEW 741503403 501 280 SH DFND 24 280 0 0 PRICELINE GRP INC CALL 741503903 16376 9200 SH Call DFND 4 9200 0 0 PRICELINE GRP INC PUT 741503953 78675 44200 SH Put DFND 4 44200 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 24961 13205000 PRN DFND 17 11015000 0 2190000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 207542 145100000 PRN DFND 17 136770000 0 8330000 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4291 3000000 PRN DFND 21 0 0 3000000 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 31929 28380000 PRN DFND 17 28380000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4500 4000000 PRN DFND 21 0 0 4000000 PRIMERICA INC COM 74164M108 16766 203968 SH DFND 17 166442 0 37526 PRIMERICA INC COM 74164M108 8572 104288 SH DFND 21 101549 0 2739 PRIMO WTR CORP COM 74165N105 3371 248211 SH DFND 17 240268 0 7943 PRINCIPAL FINL GROUP INC COM 74251V102 4714 74700 SH DFND 3 74700 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 9373 148511 SH DFND 17 148511 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 861 13642 SH DFND 20 13642 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 32625 516956 SH DFND 21 289145 0 227811 PROCTER AND GAMBLE CO COM 742718109 79001 879255 SH DFND 3 879255 0 0 PROCTER AND GAMBLE CO COM 742718109 30944 344398 SH DFND 4 344398 0 0 PROCTER AND GAMBLE CO COM 742718109 141254 1572106 SH DFND 17 1541940 0 30166 PROCTER AND GAMBLE CO COM 742718109 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36766 0 0 REGIONS FINL CORP NEW COM 7591EP100 21521 1481174 SH DFND 21 1462571 0 18603 REGIONS FINL CORP NEW CALL 7591EP900 154 10600 SH Call DFND 4 10600 0 0 REGIONS FINL CORP NEW PUT 7591EP950 1645 113200 SH Put DFND 4 113200 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 175 1377 SH DFND 4 1377 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 7720 60794 SH DFND 17 36276 0 24518 REINSURANCE GROUP AMER INC COM NEW 759351604 485 3821 SH DFND 20 3821 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 22304 175646 SH DFND 21 55326 0 120320 REINSURANCE GROUP AMER INC COM NEW 759351604 27 212 SH DFND 25 212 0 0 REIS INC COM 75936P105 492 27496 SH DFND 17 24771 0 2725 RELIANCE STEEL & ALUMINUM CO COM 759509102 3793 47400 SH DFND 3 47400 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 158 1975 SH DFND 4 1975 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 3573 44651 SH DFND 17 44651 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 179 2233 SH DFND 20 2233 0 0 RELIANCE STEEL & ALUMINUM CO COM 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216143 RETAIL PPTYS AMER INC CL A 76131V202 37827 2623198 SH DFND 3 2623198 0 0 RETAIL PPTYS AMER INC CL A 76131V202 2759 191334 SH DFND 4 191334 0 0 RETAIL PPTYS AMER INC CL A 76131V202 563 39034 SH DFND 17 39034 0 0 RETAILMENOT INC COM SER 1 76132B106 83 10255 SH DFND 17 10255 0 0 REVANCE THERAPEUTICS INC COM 761330109 1053 50613 SH DFND 17 49002 0 1611 REVLON INC CL A NEW 761525609 407 14612 SH DFND 17 14612 0 0 REVLON INC CL A NEW 761525609 174 6237 SH DFND 20 6237 0 0 REVLON INC CL A NEW 761525609 2769 99443 SH DFND 21 84622 0 14821 REX AMERICAN RESOURCES CORP COM 761624105 216 2390 SH DFND 17 2390 0 0 REX AMERICAN RESOURCES CORP COM 761624105 442 4884 SH DFND 21 4884 0 0 REXNORD CORP NEW COM 76169B102 10732 465000 SH DFND 17 465000 0 0 REYNOLDS AMERICAN INC COM 761713106 34696 550560 SH DFND 17 348915 0 201645 REYNOLDS AMERICAN INC COM 761713106 94612 1501295 SH DFND 21 1343474 0 157821 REYNOLDS AMERICAN INC COM 761713106 324 5138 SH DFND 25 5138 0 0 REYNOLDS AMERICAN INC CALL 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1159042 SH DFND 21 980161 0 178881 S&P GLOBAL INC CALL 78409V904 6249 47800 SH Call DFND 4 47800 0 0 S&P GLOBAL INC PUT 78409V954 50792 388500 SH Put DFND 4 388500 0 0 SEI INVESTMENTS CO COM 784117103 8646 171417 SH DFND 17 138336 0 33081 SK TELECOM LTD SPONSORED ADR 78440P108 773 30700 SH DFND 20 30700 0 0 SL GREEN RLTY CORP COM 78440X101 9782 91749 SH DFND 4 91749 0 0 SL GREEN RLTY CORP COM 78440X101 38 352 SH DFND 17 352 0 0 SLM CORP COM 78442P106 875 72285 SH DFND 4 72285 0 0 SLM CORP COM 78442P106 19406 1603770 SH DFND 17 1305330 0 298440 SLM CORP COM 78442P106 199 16454 SH DFND 21 16454 0 0 SM ENERGY CO COM 78454L100 11698 487025 SH DFND 17 487025 0 0 SM ENERGY CO COM 78454L100 1938 83000 SH DFND 24 83000 0 0 SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 21644 21890000 PRN DFND 17 21890000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 557 2490 SH DFND 1050 0 1440 SPDR S&P 500 ETF TR TR UNIT 78462F103 247082 1048112 SH DFND 4 1048112 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2194928 9310798 SH DFND 17 9310798 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 307 1300 SH DFND 24 0 0 1300 SPDR S&P 500 ETF TR TR UNIT 78462F103 13496 57250 SH DFND 25 57250 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 391 3570 SH DFND 1490 0 2080 SPDR GOLD TRUST GOLD SHS 78463V107 8509 71670 SH DFND 20 71670 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 11169 308628 SH DFND 24 16297 0 292331 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1227 33660 SH DFND 14010 0 19650 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5452 147634 SH DFND 17 147634 0 0 SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 5143 139158 SH DFND 24 0 0 139158 SPDR SERIES TRUST BLOMBERG BRC SRT 78464A474 933 30489 SH DFND 17 30489 0 0 SPDR SERIES TRUST PUT 78464A950 7020 187500 SH Put DFND 4 187500 0 0 SPDR SERIES TRUST PUT 78464A958 44397 1192500 SH Put DFND 4 1192500 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 8 231 SH DFND 17 231 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 100824 2849122 SH DFND 21 2461426 0 387696 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 625 17600 SH DFND 24 17600 0 0 SPDR SER TR BLOOMBERG SRT TR 78468R408 3434 122826 SH DFND 17 122826 0 0 SABRE CORP COM 78573M104 2 100 SH DFND 17 100 0 0 SABRE CORP COM 78573M104 829 39137 SH DFND 21 39137 0 0 SAGE THERAPEUTICS INC COM 78667J108 545 7666 SH DFND 17 7666 0 0 SAIA INC COM 78709Y105 939 21202 SH DFND 17 21202 0 0 SALESFORCE COM INC COM 79466L302 3453 41861 SH DFND 4 41861 0 0 SALESFORCE COM INC COM 79466L302 287258 3482339 SH DFND 17 3100985 0 381354 SALESFORCE COM INC COM 79466L302 321 3893 SH DFND 21 1685 0 2208 SALESFORCE COM INC CALL 79466L902 10361 125600 SH Call DFND 4 125600 0 0 SALESFORCE COM INC PUT 79466L952 71816 870600 SH Put DFND 4 870600 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 134591 104235000 PRN DFND 17 100270000 0 3965000 SANCHEZ ENERGY CORP COM 79970Y105 7555 791955 SH DFND 17 649357 0 142598 SANCHEZ ENERGY CORP COM 79970Y105 108 11288 SH DFND 20 11288 0 0 SANCHEZ ENERGY CORP COM 79970Y105 316 33125 SH DFND 21 33125 0 0 SANDERSON FARMS INC COM 800013104 10258 98784 SH DFND 17 98784 0 0 SANDERSON FARMS INC COM 800013104 23890 230064 SH DFND 21 153856 0 76208 SANDERSON FARMS INC COM 800013104 5386 52124 SH DFND 24 52124 0 0 SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 4227 1457468 SH DFND 3 1457468 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 5365 73308 SH DFND 17 70501 0 2807 SANFILIPPO JOHN B & SON INC COM 800422107 438 5987 SH DFND 21 5987 0 0 SANMINA CORPORATION COM 801056102 10966 270087 SH DFND 17 130169 0 139918 SANMINA CORPORATION COM 801056102 810 19942 SH DFND 20 19942 0 0 SANMINA CORPORATION COM 801056102 37609 926330 SH DFND 21 649810 0 276520 SANTANDER CONSUMER USA HDG I COM 80283M101 336 25239 SH DFND 4 25239 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 45 3400 SH DFND 17 3400 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 5257 394643 SH DFND 21 394643 0 0 SAREPTA THERAPEUTICS INC COM 803607100 1613 54477 SH DFND 17 54477 0 0 SAREPTA THERAPEUTICS INC COM 803607100 281 9700 SH DFND 24 9700 0 0 SASOL LTD SPONSORED ADR 803866300 58510 1990121 SH DFND 3 1325221 0 664900 SASOL LTD SPONSORED ADR 803866300 8027 273043 SH DFND 17 256943 0 16100 SCANA CORP NEW COM 80589M102 6326 96800 SH DFND 3 96800 0 0 SCANA CORP NEW COM 80589M102 8130 124405 SH DFND 17 39428 0 84977 SCANA CORP NEW COM 80589M102 349 5336 SH DFND 20 5336 0 0 SCANA CORP NEW COM 80589M102 9442 144489 SH DFND 21 113764 0 30725 SCHEIN HENRY INC COM 806407102 12860 75659 SH DFND 17 55434 0 20225 SCHEIN HENRY INC COM 806407102 238 1403 SH DFND 21 1403 0 0 SCHLUMBERGER LTD COM 806857108 18379 235330 SH DFND 4 235330 0 0 SCHLUMBERGER LTD COM 806857108 179636 2300083 SH DFND 17 2162849 0 137234 SCHLUMBERGER LTD COM 806857108 25597 327745 SH DFND 20 327745 0 0 SCHLUMBERGER LTD COM 806857108 37989 486416 SH DFND 21 288419 0 197997 SCHLUMBERGER LTD COM 806857108 2468 31700 SH DFND 24 31700 0 0 SCHLUMBERGER LTD CALL 806857908 18361 235100 SH Call DFND 4 235100 0 0 SCHLUMBERGER LTD PUT 806857958 103522 1325500 SH Put DFND 4 1325500 0 0 SCHNITZER STL INDS CL A 806882106 977 47320 SH DFND 17 47320 0 0 SCHULMAN A INC COM 808194104 38909 1237162 SH DFND 3 1237162 0 0 SCHULMAN A INC COM 808194104 565 17971 SH DFND 17 17971 0 0 SCHWAB CHARLES CORP NEW COM 808513105 4588 112433 SH DFND 4 112433 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2782 68167 SH DFND 17 26206 0 41961 SCHWAB CHARLES CORP NEW COM 808513105 123741 3031690 SH DFND 21 2731845 0 299845 SCHWAB CHARLES CORP NEW COM 808513105 370 9000 SH DFND 24 9000 0 0 SCHWAB CHARLES CORP NEW CALL 808513905 5236 128300 SH Call DFND 4 128300 0 0 SCHWAB CHARLES CORP NEW PUT 808513955 39696 972700 SH Put DFND 4 972700 0 0 SCHWAB STRATEGIC TR US AGGREGATE B 808524839 1647 31808 SH DFND 17 31808 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 546 9840 SH DFND 17 9840 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 36051 870386 SH DFND 3 870386 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3637 87801 SH DFND 17 73916 0 13885 SCHWEITZER-MAUDUIT INTL INC COM 808541106 5374 129750 SH DFND 21 64778 0 64972 SCIENCE APPLICATNS INTL CP N COM 808625107 280 3764 SH DFND 17 3764 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 61 824 SH DFND 20 824 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 1603 21546 SH DFND 21 18421 0 3125 SCICLONE PHARMACEUTICALS INC COM 80862K104 1166 118945 SH DFND 21 85696 0 33249 SCOTTS MIRACLE GRO CO CL A 810186106 7734 82818 SH DFND 21 17087 0 65731 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 23 293 SH DFND 17 293 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 265 3378 SH DFND 20 3378 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1840 23481 SH DFND 21 13062 0 10419 SEACOAST BKG CORP FLA COM NEW 811707801 24983 1041833 SH DFND 17 870165 0 171668 SEALED AIR CORP NEW COM 81211K100 5774 132500 SH DFND 3 132500 0 0 SEALED AIR CORP NEW COM 81211K100 8280 190000 SH DFND 4 190000 0 0 SEALED AIR CORP NEW COM 81211K100 230 5287 SH DFND 17 5287 0 0 SEALED AIR CORP NEW COM 81211K100 1486 34093 SH DFND 21 34093 0 0 SEATTLE GENETICS INC COM 812578102 4648 73949 SH DFND 17 73949 0 0 SEATTLE GENETICS INC COM 812578102 77 1232 SH DFND 21 1232 0 0 SEATTLE GENETICS INC COM 812578102 2699 42800 SH DFND 24 42800 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 528 6000 SH DFND 24 6000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1031 14700 SH DFND 24 14700 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1208 50500 SH DFND 24 50000 0 500 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2698 41300 SH DFND 24 40500 0 800 SELECT SECTOR SPDR TR PUT 81369Y950 56499 1078015 SH Put DFND 4 1078015 0 0 SELECT SECTOR SPDR TR PUT 81369Y954 54543 838342 SH Put DFND 4 838342 0 0 SELECT SECTOR SPDR TR PUT 81369Y955 58164 2451095 SH Put DFND 4 2451095 0 0 SELECT SECTOR SPDR TR PUT 81369Y956 80913 1157560 SH Put DFND 4 1157560 0 0 SELECT SECTOR SPDR TR PUT 81369Y957 38768 440795 SH Put DFND 4 440795 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 292 11324 SH DFND 17 11324 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 241 9356 SH DFND 20 9356 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 1407 54544 SH DFND 21 43777 0 10767 SELECTIVE INS GROUP INC COM 816300107 56 1186 SH DFND 17 1186 0 0 SELECTIVE INS GROUP INC COM 816300107 459 9745 SH DFND 21 9745 0 0 SEMGROUP CORP CL A 81663A105 382 10620 SH DFND 4 10620 0 0 SEMTECH CORP COM 816850101 2433 71985 SH DFND 17 52110 0 19875 SEMTECH CORP COM 816850101 235 6954 SH DFND 20 6954 0 0 SEMTECH CORP COM 816850101 3005 88894 SH DFND 21 88894 0 0 SEMPRA ENERGY COM 816851109 273 2474 SH DFND 4 2474 0 0 SEMPRA ENERGY COM 816851109 85 769 SH DFND 17 769 0 0 SEMPRA ENERGY CALL 816851909 3481 31500 SH Call DFND 4 31500 0 0 SEMPRA ENERGY PUT 816851959 36012 325900 SH Put DFND 4 325900 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 234 11562 SH DFND 17 11562 0 0 SERVICE CORP INTL COM 817565104 12704 411387 SH DFND 17 309387 0 102000 SERVICE CORP INTL COM 817565104 1447 46847 SH DFND 21 46847 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 11720 280721 SH DFND 21 280721 0 0 SERVICENOW INC COM 81762P102 164461 1880200 SH DFND 17 1575175 0 305025 SERVICENOW INC COM 81762P102 85 975 SH DFND 21 975 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 101030 78320000 PRN DFND 17 73705000 0 4615000 SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 6315 6500000 PRN DFND 17 6500000 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1091 52770 SH DFND 17 52770 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 21997 1064058 SH DFND 21 740498 0 323560 SHERWIN WILLIAMS CO COM 824348106 4923 15870 SH DFND 4 15870 0 0 SHERWIN WILLIAMS CO COM 824348106 581 1874 SH DFND 17 1874 0 0 SHERWIN WILLIAMS CO CALL 824348906 5056 16300 SH Call DFND 4 16300 0 0 SHERWIN WILLIAMS CO PUT 824348956 44140 142300 SH Put DFND 4 142300 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 7501 179483 SH DFND 20 179483 0 0 SHIRE PLC SPONSORED ADR 82481R106 25408 145830 SH DFND 3 91930 0 53900 SHIRE PLC SPONSORED ADR 82481R106 28495 163551 SH DFND 17 142827 0 20724 SHOE CARNIVAL INC COM 824889109 1199 48787 SH DFND 17 48787 0 0 SHOE CARNIVAL INC COM 824889109 1810 73657 SH DFND 21 62440 0 11217 SHORETEL INC COM 825211105 1779 289343 SH DFND 17 280394 0 8949 SIBANYE GOLD LTD SPONSORED ADR 825724206 516 58514 SH DFND 17 58514 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 84 9566 SH DFND 20 9566 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 1901 215807 SH DFND 21 193340 0 22467 SIGMA DESIGNS INC COM 826565103 1509 241396 SH DFND 21 241396 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 8161 55000 SH DFND 4 55000 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 81237 547454 SH DFND 17 475769 0 71685 SIGNATURE BK NEW YORK N Y COM 82669G104 9619 64822 SH DFND 20 64822 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 11915 80294 SH DFND 21 79000 0 1294 SILICON LABORATORIES INC COM 826919102 1699 23100 SH DFND 17 13495 0 9605 SILGAN HOLDINGS INC COM 827048109 36228 610303 SH DFND 3 610303 0 0 SILGAN HOLDINGS INC COM 827048109 55 925 SH DFND 21 925 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 402 8606 SH DFND 21 0 0 8606 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 317 39241 SH DFND 21 39241 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 1947 172436 SH DFND 17 172436 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 73 6440 SH DFND 21 6440 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 223 4046 SH DFND 21 4046 0 0 SIMON PPTY GROUP INC NEW COM 828806109 58332 339082 SH DFND 4 339082 0 0 SIMON PPTY GROUP INC NEW COM 828806109 798 4639 SH DFND 17 4639 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1032 6000 SH DFND 21 6000 0 0 SIMON PPTY GROUP INC NEW CALL 828806909 7380 42900 SH Call DFND 4 42900 0 0 SIMON PPTY GROUP INC NEW PUT 828806959 54327 315800 SH Put DFND 4 315800 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 628 15510 SH DFND 17 15510 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 179 4430 SH DFND 20 4430 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 8928 220437 SH DFND 21 86266 0 134171 SIX FLAGS ENTMT CORP NEW COM 83001A102 5264 88480 SH DFND 17 0 0 88480 SIX FLAGS ENTMT CORP NEW COM 83001A102 660 11090 SH DFND 21 11090 0 0 SKYWEST INC COM 830879102 9844 287408 SH DFND 17 177064 0 110344 SKYWEST INC COM 830879102 284 8287 SH DFND 20 8287 0 0 SKYWEST INC COM 830879102 16815 490940 SH DFND 21 429795 0 61145 SKYWORKS SOLUTIONS INC COM 83088M102 94040 959786 SH DFND 17 788881 0 170905 SKYWORKS SOLUTIONS INC COM 83088M102 353 3606 SH DFND 20 3606 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 18918 193079 SH DFND 21 176084 0 16995 SMITH A O COM 831865209 15286 298795 SH DFND 17 272107 0 26688 SMITH A O COM 831865209 5764 112675 SH DFND 21 29132 0 83543 SMUCKER J M CO COM NEW 832696405 6135 46800 SH DFND 3 46800 0 0 SMUCKER J M CO COM NEW 832696405 1605 12248 SH DFND 17 10159 0 2089 SMUCKER J M CO COM NEW 832696405 16627 126848 SH DFND 21 101788 0 25060 SMUCKER J M CO COM NEW 832696405 86 655 SH DFND 25 655 0 0 SNAP ON INC COM 833034101 4486 26595 SH DFND 17 13595 0 13000 SNAP ON INC COM 833034101 214 1266 SH DFND 20 1266 0 0 SNAP ON INC COM 833034101 29420 174421 SH DFND 21 95432 0 78989 SNAP ON INC COM 833034101 265 1571 SH DFND 25 1571 0 0 SNYDERS-LANCE INC COM 833551104 8063 200030 SH DFND 17 161625 0 38405 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 87529 97390000 PRN DFND 17 97390000 0 0 SONOCO PRODS CO COM 835495102 43 807 SH DFND 17 807 0 0 SONOCO PRODS CO COM 835495102 2068 39083 SH DFND 21 32922 0 6161 SOUTHERN CO COM 842587107 6252 125590 SH DFND 4 125590 0 0 SOUTHERN CO COM 842587107 4007 80487 SH DFND 17 80487 0 0 SOUTHERN CO COM 842587107 1136 22828 SH DFND 20 22828 0 0 SOUTHERN CO COM 842587107 14420 289671 SH DFND 21 223512 0 66159 SOUTHERN CO CALL 842587907 3261 65500 SH Call DFND 4 65500 0 0 SOUTHERN CO PUT 842587957 51921 1043000 SH Put DFND 4 1043000 0 0 SOUTHERN COPPER CORP COM 84265V105 13778 383883 SH DFND 21 383883 0 0 SOUTHWEST AIRLS CO COM 844741108 6129 114000 SH DFND 3 114000 0 0 SOUTHWEST AIRLS CO COM 844741108 2691 50062 SH DFND 4 50062 0 0 SOUTHWEST AIRLS CO COM 844741108 2336 43461 SH DFND 17 41853 0 1608 SOUTHWEST AIRLS CO COM 844741108 214 3975 SH DFND 20 3975 0 0 SOUTHWEST AIRLS CO COM 844741108 41571 773261 SH DFND 21 631142 0 142119 SOUTHWEST AIRLS CO COM 844741108 22 418 SH DFND 25 418 0 0 SOUTHWEST AIRLS CO CALL 844741908 4118 76600 SH Call DFND 4 76600 0 0 SOUTHWEST AIRLS CO PUT 844741958 34707 645600 SH Put DFND 4 645600 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 58 700 SH DFND 17 700 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 3588 43271 SH DFND 21 1844 0 41427 SOUTHWESTERN ENERGY CO COM 845467109 13783 1687000 SH DFND 4 1687000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1373 168111 SH DFND 17 168111 0 0 SOUTHWESTERN ENERGY CO COM 845467109 5792 708987 SH DFND 21 631071 0 77916 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 30793 1556785 SH DFND 17 1556785 0 0 SPARTAN MTRS INC COM 846819100 502 62780 SH DFND 17 62780 0 0 SPARTANNASH CO COM 847215100 12933 369608 SH DFND 3 369608 0 0 SPARTANNASH CO COM 847215100 5284 151010 SH DFND 17 126343 0 24667 SPARTANNASH CO COM 847215100 182 5189 SH DFND 20 5189 0 0 SPARTANNASH CO COM 847215100 11955 341666 SH DFND 21 222442 0 119224 SPECTRA ENERGY PARTNERS LP COM 84756N109 6077 139200 SH DFND 3 139200 0 0 SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 37024 32205000 PRN DFND 17 26215000 0 5990000 SPECTRUM BRANDS HLDGS INC COM 84763R101 2472 17783 SH DFND 17 17783 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 20380 146606 SH DFND 21 129850 0 16756 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 6591 113800 SH DFND 3 113800 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2958 51073 SH DFND 17 25073 0 26000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 533 9198 SH DFND 20 9198 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 21825 376818 SH DFND 21 205508 0 171310 SPIRE INC COM 84857L101 80 1190 SH DFND 17 1190 0 0 SPIRE INC COM 84857L101 5323 78863 SH DFND 21 78863 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 5892 581620 SH DFND 4 581620 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 20294 2003350 SH DFND 17 1676494 0 326856 SPIRIT RLTY CAP INC NEW COM 84860W102 358 35330 SH DFND 20 35330 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 14364 1417927 SH DFND 21 1310319 0 107608 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 13842 13455000 PRN DFND 17 13455000 0 0 SPLUNK INC COM 848637104 110736 1777745 SH DFND 17 1727260 0 50485 SPLUNK INC COM 848637104 118 1890 SH DFND 21 1890 0 0 SQUARE INC CL A 852234103 154640 8949090 SH DFND 17 7781990 0 1167100 SQUARE INC CL A 852234103 165 9553 SH DFND 21 9553 0 0 STAMPS COM INC COM NEW 852857200 360 3040 SH DFND 17 0 0 3040 STAMPS COM INC COM NEW 852857200 7840 66244 SH DFND 21 66244 0 0 STAMPS COM INC COM NEW 852857200 120 1017 SH DFND 25 1017 0 0 STANDARD MTR PRODS INC COM 853666105 40 813 SH DFND 17 813 0 0 STANDARD MTR PRODS INC COM 853666105 2650 53927 SH DFND 21 31797 0 22130 STANLEY BLACK & DECKER INC COM 854502101 153 1150 SH DFND 4 1150 0 0 STANLEY BLACK & DECKER INC COM 854502101 32402 243860 SH DFND 17 240935 0 2925 STANLEY BLACK & DECKER INC COM 854502101 1000 7525 SH DFND 20 7525 0 0 STANLEY BLACK & DECKER INC COM 854502101 56767 427237 SH DFND 21 249216 0 178021 STANLEY BLACK & DECKER INC CALL 854502901 3481 26200 SH Call DFND 4 26200 0 0 STANLEY BLACK & DECKER INC PUT 854502951 19931 150000 SH Put DFND 4 150000 0 0 STANTEC INC COM 85472N109 7597 293586 SH DFND 17 293586 0 0 STANTEC INC COM 85472N109 212 8208 SH DFND 21 8208 0 0 STAPLES INC COM 855030102 502 57202 SH DFND 4 57202 0 0 STAPLES INC COM 855030102 2285 260506 SH DFND 17 251956 0 8550 STAPLES INC COM 855030102 419 47808 SH DFND 20 47808 0 0 STAPLES INC COM 855030102 20985 2392853 SH DFND 21 1874216 0 518637 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 399 43395 SH DFND 17 43395 0 0 STARBUCKS CORP COM 855244109 185997 3185419 SH DFND 17 2945463 0 239956 STARBUCKS CORP COM 855244109 37824 647790 SH DFND 21 434195 0 213595 STARBUCKS CORP CALL 855244909 17248 295400 SH Call DFND 4 295400 0 0 STARBUCKS CORP CALL 855244909 969 16600 SH Call DFND 21 16600 0 0 STARBUCKS CORP PUT 855244959 63628 1089700 SH Put DFND 4 1089700 0 0 STATE AUTO FINL CORP COM 855707105 425 15500 SH DFND 17 0 0 15500 STARWOOD PPTY TR INC COM 85571B105 3761 166572 SH DFND 17 166572 0 0 STARWOOD PPTY TR INC COM 85571B105 2624 116198 SH DFND 21 4018 0 112180 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 31715 29010000 PRN DFND 17 29010000 0 0 STATE STR CORP COM 857477103 6352 79785 SH DFND 3 79785 0 0 STATE STR CORP COM 857477103 3777 47448 SH DFND 4 47448 0 0 STATE STR CORP COM 857477103 396 4971 SH DFND 17 4971 0 0 STATE STR CORP COM 857477103 442 5556 SH DFND 20 5556 0 0 STATE STR CORP COM 857477103 1834 23035 SH DFND 21 23035 0 0 STATE STR CORP CALL 857477903 3304 41500 SH Call DFND 4 41500 0 0 STATE STR CORP PUT 857477953 31215 392100 SH Put DFND 4 392100 0 0 STATOIL ASA SPONSORED ADR 85771P102 3383 196900 SH DFND 3 196900 0 0 STATOIL ASA SPONSORED ADR 85771P102 1321 76896 SH DFND 17 76896 0 0 STEEL DYNAMICS INC COM 858119100 46756 1345100 SH DFND 3 1345100 0 0 STEEL DYNAMICS INC COM 858119100 408 11744 SH DFND 17 0 0 11744 STEEL DYNAMICS INC COM 858119100 7243 208382 SH DFND 21 131141 0 77241 STEEL DYNAMICS INC COM 858119100 130 3747 SH DFND 25 3747 0 0 STEELCASE INC CL A 858155203 42 2485 SH DFND 17 2485 0 0 STEELCASE INC CL A 858155203 689 41157 SH DFND 21 41157 0 0 STEPAN CO COM 858586100 25282 320798 SH DFND 3 320798 0 0 STEPAN CO COM 858586100 1778 22560 SH DFND 17 20945 0 1615 STEPAN CO COM 858586100 976 12389 SH DFND 21 4308 0 8081 STERICYCLE INC DEP PFD A 1/10 858912207 47101 658290 SH DFND 17 658290 0 0 STERLING BANCORP DEL COM 85917A100 2171 91619 SH DFND 17 91619 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 3454 223430 SH DFND 17 179740 0 43690 STONE ENERGY CORP COM PAR 861642403 9245 429325 SH DFND 17 429325 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 2508 53250 SH DFND 17 53250 0 0 STONERIDGE INC COM 86183P102 1611 88808 SH DFND 17 30324 0 58484 STONERIDGE INC COM 86183P102 117 6439 SH DFND 20 6439 0 0 STONERIDGE INC COM 86183P102 1738 95797 SH DFND 21 89831 0 5966 STORE CAP CORP COM 862121100 300 12566 SH DFND 17 12566 0 0 STORE CAP CORP COM 862121100 3355 140479 SH DFND 21 59264 0 81215 STRYKER CORP COM 863667101 2016 15316 SH DFND 4 15316 0 0 STRYKER CORP COM 863667101 18022 136891 SH DFND 17 132374 0 4517 STRYKER CORP COM 863667101 735 5584 SH DFND 20 5584 0 0 STRYKER CORP COM 863667101 74020 562251 SH DFND 21 439413 0 122838 STRYKER CORP COM 863667101 192 1456 SH DFND 25 1456 0 0 STRYKER CORP CALL 863667901 4832 36700 SH Call DFND 4 36700 0 0 STRYKER CORP PUT 863667951 45090 342500 SH Put DFND 4 342500 0 0 SUMMIT HOTEL PPTYS COM 866082100 244 15295 SH DFND 20 15295 0 0 SUMMIT HOTEL PPTYS COM 866082100 1041 65172 SH DFND 21 65172 0 0 SUN CMNTYS INC COM 866674104 14515 180686 SH DFND 4 180686 0 0 SUN LIFE FINL INC COM 866796105 5458 149892 SH DFND 17 53663 0 96229 SUN LIFE FINL INC COM 866796105 577 15849 SH DFND 20 15849 0 0 SUN LIFE FINL INC COM 866796105 13413 368378 SH DFND 21 219697 0 148681 SUNCOR ENERGY INC NEW COM 867224107 14527 474500 SH DFND 17 474500 0 0 SUNCOR ENERGY INC NEW COM 867224107 22775 743900 SH DFND 21 560297 0 183603 SUNCOR ENERGY INC NEW COM 867224107 1866 60200 SH DFND 24 60200 0 0 SUNCOKE ENERGY INC COM 86722A103 17781 1984500 SH DFND 3 1984500 0 0 SUNCOKE ENERGY INC COM 86722A103 51 5700 SH DFND 21 5700 0 0 SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 7488 487800 SH DFND 3 487800 0 0 SUNPOWER CORP COM 867652406 1 100 SH DFND 17 100 0 0 SUNPOWER CORP COM 867652406 132 21110 SH DFND 21 5870 0 15240 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 11281 14825000 PRN DFND 17 14825000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 17742 22260000 PRN DFND 17 22260000 0 0 SUNTRUST BKS INC COM 867914103 30 550 SH DFND 3 550 0 0 SUNTRUST BKS INC COM 867914103 787 14235 SH DFND 4 14235 0 0 SUNTRUST BKS INC COM 867914103 15976 288896 SH DFND 17 283304 0 5592 SUNTRUST BKS INC COM 867914103 581 10504 SH DFND 20 10504 0 0 SUNTRUST BKS INC COM 867914103 83947 1518032 SH DFND 21 1201722 0 316310 SUNTRUST BKS INC COM 867914103 80 1449 SH DFND 25 1449 0 0 SUNTRUST BKS INC CALL 867914903 4330 78300 SH Call DFND 4 78300 0 0 SUNTRUST BKS INC PUT 867914953 18537 335200 SH Put DFND 4 335200 0 0 SUPERIOR INDS INTL INC COM 868168105 1473 58100 SH DFND 17 58100 0 0 SUPERIOR INDS INTL INC COM 868168105 106 4178 SH DFND 20 4178 0 0 SUPERIOR INDS INTL INC COM 868168105 7093 279800 SH DFND 21 187812 0 91988 SUPERNUS PHARMACEUTICALS INC COM 868459108 15008 479496 SH DFND 17 420803 0 58693 SUPERNUS PHARMACEUTICALS INC COM 868459108 1930 61662 SH DFND 21 8668 0 52994 SUPERVALU INC COM 868536103 16019 4150000 SH DFND 4 4150000 0 0 SUPREME INDS INC CL A 868607102 424 20918 SH DFND 17 20918 0 0 SURMODICS INC COM 868873100 2530 105191 SH DFND 17 101291 0 3900 SWIFT TRANSN CO CL A 87074U101 980 47731 SH DFND 17 47731 0 0 SYKES ENTERPRISES INC COM 871237103 403 13693 SH DFND 17 13693 0 0 SYKES ENTERPRISES INC COM 871237103 182 6183 SH DFND 20 6183 0 0 SYKES ENTERPRISES INC COM 871237103 10737 365199 SH DFND 21 225979 0 139220 SYMANTEC CORP COM 871503108 6780 221000 SH DFND 3 221000 0 0 SYMANTEC CORP COM 871503108 295 9607 SH DFND 4 9607 0 0 SYMANTEC CORP COM 871503108 22594 736430 SH DFND 17 405857 0 330573 SYMANTEC CORP COM 871503108 24773 807471 SH DFND 21 571888 0 235583 SYMANTEC CORP CALL 871503908 700 22800 SH Call DFND 4 22800 0 0 SYMANTEC CORP PUT 871503958 828 27000 SH Put DFND 4 27000 0 0 SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 11219 11885000 PRN DFND 17 11885000 0 0 SYNOPSYS INC COM 871607107 300 4157 SH DFND 17 1442 0 2715 SYNOPSYS INC COM 871607107 3642 50499 SH DFND 21 36316 0 14183 SYNOVUS FINL CORP COM NEW 87161C501 108 2645 SH DFND 20 2645 0 0 SYNOVUS FINL CORP COM NEW 87161C501 371 9033 SH DFND 21 9033 0 0 SYNNEX CORP COM 87162W100 30534 272774 SH DFND 3 272774 0 0 SYNNEX CORP COM 87162W100 351 3140 SH DFND 17 3140 0 0 SYNNEX CORP COM 87162W100 4920 43951 SH DFND 21 12820 0 31131 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 2054 440859 SH DFND 17 429362 0 11497 SYNCHRONY FINL COM 87165B103 4197 122375 SH DFND 4 122375 0 0 SYNCHRONY FINL COM 87165B103 10693 311762 SH DFND 17 252502 0 59260 SYNCHRONY FINL COM 87165B103 2272 66240 SH DFND 21 66240 0 0 SYNCHRONY FINL CALL 87165B903 2586 75400 SH Call DFND 4 75400 0 0 SYNCHRONY FINL PUT 87165B953 22587 658500 SH Put DFND 4 658500 0 0 SYSCO CORP COM 871829107 6673 128520 SH DFND 4 128520 0 0 SYSCO CORP COM 871829107 23905 460415 SH DFND 17 271463 0 188952 SYSCO CORP COM 871829107 772 14874 SH DFND 20 14874 0 0 SYSCO CORP COM 871829107 39556 761868 SH DFND 21 605684 0 156184 SYSCO CORP CALL 871829907 4984 96000 SH Call DFND 4 96000 0 0 SYSCO CORP PUT 871829957 39817 766900 SH Put DFND 4 766900 0 0 TCF FINL CORP COM 872275102 33877 1990400 SH DFND 3 1990400 0 0 TCF FINL CORP COM 872275102 110 6491 SH DFND 20 6491 0 0 TCF FINL CORP COM 872275102 1126 66148 SH DFND 21 66148 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 41444 694677 SH DFND 3 694677 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 13927 358395 SH DFND 17 353400 0 4995 TJX COS INC NEW COM 872540109 42 534 SH DFND 4 534 0 0 TJX COS INC NEW COM 872540109 81883 1035447 SH DFND 17 888745 0 146702 TJX COS INC NEW COM 872540109 18086 228711 SH DFND 21 228711 0 0 TJX COS INC NEW CALL 872540909 8928 112900 SH Call DFND 4 112900 0 0 TJX COS INC NEW PUT 872540959 48666 615400 SH Put DFND 4 615400 0 0 T MOBILE US INC COM 872590104 6280 97228 SH DFND 17 100 0 97128 T MOBILE US INC COM 872590104 448 6939 SH DFND 21 4222 0 2717 T MOBILE US INC CONV PFD SER A 872590203 127130 1201495 SH DFND 17 1131895 0 69600 TTM TECHNOLOGIES INC COM 87305R109 424 26315 SH DFND 17 26315 0 0 TABLEAU SOFTWARE INC CL A 87336U105 20644 416623 SH DFND 17 308111 0 108512 TABLEAU SOFTWARE INC CL A 87336U105 57 1160 SH DFND 21 1160 0 0 TACTILE SYS TECHNOLOGY INC COM 87357P100 2049 108149 SH DFND 17 104462 0 3687 TAHOE RES INC COM 873868103 528 65949 SH DFND 17 39732 0 26217 TAHOE RES INC COM 873868103 18914 2361855 SH DFND 21 2075363 0 286492 TAHOE RES INC COM 873868103 30 3722 SH DFND 25 3722 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 79779 2429325 SH DFND 3 1480825 0 948500 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11830 360223 SH DFND 17 360223 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 44638 1359259 SH DFND 20 1359259 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 43651 1328137 SH DFND 21 1231120 0 97017 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 22905 386448 SH DFND 17 305265 0 81183 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 234 3943 SH DFND 21 3943 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 28231 10375000 PRN DFND 17 8335000 0 2040000 TANGER FACTORY OUTLET CTRS I COM 875465106 13 400 SH DFND 3 400 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 286 8731 SH DFND 17 8731 0 0 TARENA INTL INC ADR 876108101 195 10420 SH DFND 20 10420 0 0 TARGET CORP COM 87612E106 29770 539401 SH DFND 4 539401 0 0 TARGET CORP COM 87612E106 99227 1797924 SH DFND 17 1788351 0 9573 TARGET CORP COM 87612E106 43686 791554 SH DFND 21 643440 0 148114 TARGET CORP COM 87612E106 179 3252 SH DFND 25 3252 0 0 TARGET CORP CALL 87612E906 5260 95300 SH Call DFND 4 95300 0 0 TARGET CORP PUT 87612E956 32143 582400 SH Put DFND 4 582400 0 0 TARGA RES CORP COM 87612G101 2696 45000 SH DFND 4 45000 0 0 TATA MTRS LTD SPONSORED ADR 876568502 1716 48144 SH DFND 17 48144 0 0 TATA MTRS LTD SPONSORED ADR 876568502 9672 271315 SH DFND 21 245603 0 25712 TAYLOR MORRISON HOME CORP CL A 87724P106 2376 111435 SH DFND 17 80445 0 30990 TECH DATA CORP COM 878237106 6137 65361 SH DFND 17 48808 0 16553 TECH DATA CORP COM 878237106 9549 101690 SH DFND 21 97571 0 4119 TECK RESOURCES LTD CL B 878742204 7344 336800 SH DFND 17 336800 0 0 TECK RESOURCES LTD CL B 878742204 12885 590900 SH DFND 20 590900 0 0 TECK RESOURCES LTD CL B 878742204 2399 110041 SH DFND 21 76903 0 33138 TECK RESOURCES LTD CL B 878742204 715 32000 SH DFND 24 32000 0 0 TEGNA INC COM 87901J105 426 16612 SH DFND 17 16612 0 0 TEGNA INC COM 87901J105 2755 107541 SH DFND 21 51177 0 56364 TELADOC INC COM 87918A105 1345 53788 SH DFND 17 53788 0 0 TELEFLEX INC COM 879369106 10428 53827 SH DFND 17 37063 0 16764 TELEFLEX INC COM 879369106 447 2306 SH DFND 20 2306 0 0 TELEFLEX INC COM 879369106 34805 179658 SH DFND 21 113312 0 66346 TELEFLEX INC COM 879369106 77 398 SH DFND 25 398 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 97 3658 SH DFND 4 3658 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 5680 214242 SH DFND 21 164175 0 50067 TELENAV INC COM 879455103 3040 351462 SH DFND 17 338907 0 12555 TELIGENT INC NEW COM 87960W104 3647 466999 SH DFND 17 450538 0 16461 TELUS CORP COM 87971M103 11 331 SH DFND 17 331 0 0 TELUS CORP COM 87971M103 411 12683 SH DFND 20 12683 0 0 TELUS CORP COM 87971M103 1362 42075 SH DFND 21 42075 0 0 TEMPUR SEALY INTL INC COM 88023U101 2388 51404 SH DFND 21 51404 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 911 51435 SH DFND 17 51435 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 3882 219220 SH DFND 21 199381 0 19839 TENNECO INC COM 880349105 2261 36218 SH DFND 17 34872 0 1346 TENNECO INC COM 880349105 8228 131821 SH DFND 21 51816 0 80005 TENNECO INC COM 880349105 11753 187000 SH DFND 24 187000 0 0 TERADYNE INC COM 880770102 50300 1617350 SH DFND 17 1360400 0 256950 TERADYNE INC COM 880770102 2908 93517 SH DFND 21 93517 0 0 TERNIUM SA SPON ADR 880890108 47 1800 SH DFND 3 1800 0 0 TERNIUM SA SPON ADR 880890108 1609 61600 SH DFND 17 0 0 61600 TERNIUM SA SPON ADR 880890108 733 28076 SH DFND 21 0 0 28076 TESARO INC COM 881569107 7673 49870 SH DFND 17 40895 0 8975 TESARO INC COM 881569107 2233 14800 SH DFND 24 14800 0 0 TESORO CORP COM 881609101 7560 93261 SH DFND 17 59904 0 33357 TESORO CORP COM 881609101 351 4325 SH DFND 20 4325 0 0 TESORO CORP COM 881609101 36709 452856 SH DFND 21 367515 0 85341 TESLA INC COM 88160R101 182219 654757 SH DFND 17 609102 0 45655 TESLA INC COM 88160R101 1310 5009 SH DFND 21 1307 0 3702 TESLA INC NOTE 0.250% 3/0 88160RAB7 126807 126750000 PRN DFND 17 116485000 0 10265000 TESLA INC NOTE 1.250% 3/0 88160RAC5 29569 30000000 PRN DFND 4 30000000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 87410 89395000 PRN DFND 17 89395000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 50308 48300000 PRN DFND 17 44935000 0 3365000 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 25884 806594 SH DFND 3 504894 0 301700 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 10791 336268 SH DFND 17 94903 0 241365 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 350 10700 SH DFND 24 10700 0 0 TETRA TECH INC NEW COM 88162G103 2177 53300 SH DFND 17 37850 0 15450 TETRA TECH INC NEW COM 88162G103 242 5925 SH DFND 20 5925 0 0 TETRA TECH INC NEW COM 88162G103 2452 60027 SH DFND 21 49158 0 10869 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 44432 41480000 PRN DFND 17 41480000 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 17311 207446 SH DFND 17 167172 0 40274 TEXAS INSTRS INC COM 882508104 3211 39862 SH DFND 4 39862 0 0 TEXAS INSTRS INC COM 882508104 192087 2384391 SH DFND 17 2336546 0 47845 TEXAS INSTRS INC COM 882508104 67854 842281 SH DFND 21 624925 0 217356 TEXAS INSTRS INC CALL 882508904 10424 129400 SH Call DFND 4 129400 0 0 TEXAS INSTRS INC PUT 882508954 74945 930300 SH Put DFND 4 930300 0 0 TEXAS ROADHOUSE INC COM 882681109 15564 349516 SH DFND 17 299240 0 50276 TEXAS ROADHOUSE INC COM 882681109 1924 43196 SH DFND 21 37272 0 5924 TEXTRON INC COM 883203101 6172 129700 SH DFND 3 129700 0 0 TEXTRON INC COM 883203101 186 3900 SH DFND 17 0 0 3900 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 2153 2260000 PRN DFND 17 2260000 0 0 THE TRADE DESK INC COM CL A 88339J105 26702 716820 SH DFND 17 698745 0 18075 THERMO FISHER SCIENTIFIC INC COM 883556102 2594 16889 SH DFND 4 16889 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 16293 106075 SH DFND 17 91339 0 14736 THERMO FISHER SCIENTIFIC INC COM 883556102 1213 7895 SH DFND 20 7895 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 179372 1167785 SH DFND 21 871089 0 296696 THERMO FISHER SCIENTIFIC INC COM 883556102 585 3800 SH DFND 24 3800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 253 1646 SH DFND 25 1646 0 0 THERMO FISHER SCIENTIFIC INC CALL 883556902 12196 79400 SH Call DFND 4 79400 0 0 THERMO FISHER SCIENTIFIC INC PUT 883556952 65572 426900 SH Put DFND 4 426900 0 0 THOR INDS INC COM 885160101 42259 439600 SH DFND 3 439600 0 0 THOR INDS INC COM 885160101 3237 33670 SH DFND 17 28328 0 5342 THOR INDS INC COM 885160101 388 4032 SH DFND 20 4032 0 0 THOR INDS INC COM 885160101 34694 360907 SH DFND 21 295469 0 65438 3M CO COM 88579Y101 3750 19600 SH DFND 3 19600 0 0 3M CO COM 88579Y101 130635 682774 SH DFND 17 682774 0 0 3M CO COM 88579Y101 17865 93375 SH DFND 21 93375 0 0 3M CO COM 88579Y101 176 922 SH DFND 24 922 0 0 3M CO CALL 88579Y901 33253 173800 SH Call DFND 4 173800 0 0 3M CO PUT 88579Y951 128937 673900 SH Put DFND 4 673900 0 0 TIFFANY & CO NEW COM 886547108 31 329 SH DFND 17 329 0 0 TIFFANY & CO NEW COM 886547108 858 9000 SH DFND 21 9000 0 0 TIME INC NEW COM 887228104 437 22609 SH DFND 4 22609 0 0 TIME INC NEW COM 887228104 74 3802 SH DFND 21 3578 0 224 TIME WARNER INC COM NEW 887317303 3645 37300 SH DFND 3 37300 0 0 TIME WARNER INC COM NEW 887317303 5043 51614 SH DFND 4 51614 0 0 TIME WARNER INC COM NEW 887317303 53413 546651 SH DFND 17 455349 0 91302 TIME WARNER INC COM NEW 887317303 1163 11901 SH DFND 20 11901 0 0 TIME WARNER INC COM NEW 887317303 32381 331400 SH DFND 21 272684 0 58716 TIME WARNER INC CALL 887317903 8423 86200 SH Call DFND 4 86200 0 0 TIME WARNER INC PUT 887317953 97055 993300 SH Put DFND 4 993300 0 0 TIMKEN CO COM 887389104 30 673 SH DFND 4 673 0 0 TIMKEN CO COM 887389104 712 15751 SH DFND 21 0 0 15751 TITAN INTL INC ILL COM 88830M102 20724 2004271 SH DFND 17 1815176 0 189095 TITAN INTL INC ILL COM 88830M102 3857 375952 SH DFND 24 375952 0 0 TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 7737 8000000 PRN DFND 17 8000000 0 0 TIVO CORP COM 88870P106 395 21051 SH DFND 17 21051 0 0 TIVO CORP COM 88870P106 189 10096 SH DFND 20 10096 0 0 TIVO CORP COM 88870P106 1700 90671 SH DFND 21 82011 0 8660 TIVITY HEALTH INC COM 88870R102 351 12057 SH DFND 17 12057 0 0 TOPBUILD CORP COM 89055F103 3021 64277 SH DFND 21 64277 0 0 TORCHMARK CORP COM 891027104 26 338 SH DFND 17 338 0 0 TORCHMARK CORP COM 891027104 1142 14825 SH DFND 21 11760 0 3065 TORO CO COM 891092108 1393 22307 SH DFND 21 0 0 22307 TORONTO DOMINION BK ONT COM NEW 891160509 79826 1598242 SH DFND 3 1018042 0 580200 TORONTO DOMINION BK ONT COM NEW 891160509 35571 712198 SH DFND 17 320488 0 391710 TORONTO DOMINION BK ONT COM NEW 891160509 1583 31690 SH DFND 20 31690 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 103915 2080548 SH DFND 21 1435118 0 645430 TORONTO DOMINION BK ONT COM NEW 891160509 325 6501 SH DFND 25 6501 0 0 TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 6572 6700000 PRN DFND 4 6700000 0 0 TOTAL S A SPONSORED ADR 89151E109 3796 75294 SH DFND 3 75294 0 0 TOTAL S A SPONSORED ADR 89151E109 1297 25725 SH DFND 17 25725 0 0 TOWER INTL INC COM 891826109 4343 160274 SH DFND 17 155914 0 4360 TOWER INTL INC COM 891826109 2040 75276 SH DFND 21 55326 0 19950 TOTAL SYS SVCS INC COM 891906109 22282 416790 SH DFND 17 314563 0 102227 TOTAL SYS SVCS INC COM 891906109 22904 428425 SH DFND 21 365672 0 62753 TOTAL SYS SVCS INC COM 891906109 162 3023 SH DFND 25 3023 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 768 23719 SH DFND 17 3012 0 20707 TRACTOR SUPPLY CO COM 892356106 30498 442198 SH DFND 17 327396 0 114802 TRANSALTA CORP COM 89346D107 465 79303 SH DFND 4 79303 0 0 TRANSCANADA CORP COM 89353D107 1568 34076 SH DFND 17 34076 0 0 TRANSCANADA CORP COM 89353D107 19332 420118 SH DFND 21 166686 0 253432 TRANSDIGM GROUP INC COM 893641100 34 154 SH DFND 17 154 0 0 TRANSDIGM GROUP INC COM 893641100 7978 36239 SH DFND 21 0 0 36239 TRANSUNION COM 89400J107 22705 592040 SH DFND 17 363987 0 228053 TRANSUNION COM 89400J107 165 4293 SH DFND 21 4293 0 0 TRAVELERS COMPANIES INC COM 89417E109 90421 750130 SH DFND 3 750130 0 0 TRAVELERS COMPANIES INC COM 89417E109 9420 78148 SH DFND 4 78148 0 0 TRAVELERS COMPANIES INC COM 89417E109 35104 291221 SH DFND 17 201536 0 89685 TRAVELERS COMPANIES INC COM 89417E109 79054 655830 SH DFND 21 559912 0 95918 TRAVELERS COMPANIES INC COM 89417E109 133 1101 SH DFND 24 1101 0 0 TRAVELERS COMPANIES INC COM 89417E109 323 2678 SH DFND 25 2678 0 0 TRAVELERS COMPANIES INC CALL 89417E909 3701 30700 SH Call DFND 4 30700 0 0 TRAVELERS COMPANIES INC PUT 89417E959 45926 381000 SH Put DFND 4 381000 0 0 TREX CO INC COM 89531P105 3340 48138 SH DFND 17 0 0 48138 TREVENA INC COM 89532E109 134 36402 SH DFND 17 32799 0 3603 TRI CONTL CORP COM 895436103 236 10200 SH DFND 17 10200 0 0 TRIBUNE MEDIA CO CL A 896047503 222 5969 SH DFND 4 5969 0 0 TRIMBLE INC COM 896239100 1044 32615 SH DFND 17 32615 0 0 TRIMBLE INC COM 896239100 613 19495 SH DFND 21 5939 0 13556 TRIMBLE INC COM 896239100 11924 370300 SH DFND 24 370300 0 0 TRINITY INDS INC COM 896522109 98 3686 SH DFND 4 3686 0 0 TRINITY INDS INC COM 896522109 1276 48074 SH DFND 17 35148 0 12926 TRINITY INDS INC COM 896522109 15544 585476 SH DFND 21 513378 0 72098 TRINITY INDS INC COM 896522109 89 3364 SH DFND 25 3364 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 27462 22455000 PRN DFND 17 22455000 0 0 TRIPLE-S MGMT CORP CL B 896749108 181 10322 SH DFND 17 10322 0 0 TRIUMPH BANCORP INC COM 89679E300 979 37953 SH DFND 17 34212 0 3741 TRUECAR INC COM 89785L107 2132 137841 SH DFND 17 101966 0 35875 TRUEBLUE INC COM 89785X101 1296 47373 SH DFND 21 0 0 47373 TUPPERWARE BRANDS CORP COM 899896104 354 5652 SH DFND 4 5652 0 0 TUPPERWARE BRANDS CORP COM 899896104 152 2431 SH DFND 21 2431 0 0 TUPPERWARE BRANDS CORP COM 899896104 445 7100 SH DFND 24 7100 0 0 TURQUOISE HILL RES LTD COM 900435108 335 109883 SH DFND 21 75812 0 34071 TWITTER INC COM 90184L102 104566 6994403 SH DFND 17 6708713 0 285690 TWITTER INC COM 90184L102 63 4203 SH DFND 21 4203 0 0 TWITTER INC NOTE 0.250% 9/1 90184LAB8 28350 30180000 PRN DFND 17 30180000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 46419 50870000 PRN DFND 17 50870000 0 0 TWO HBRS INVT CORP COM 90187B101 6346 661700 SH DFND 3 661700 0 0 TWO HBRS INVT CORP COM 90187B101 3546 369799 SH DFND 17 369799 0 0 TWO HBRS INVT CORP COM 90187B101 8223 857491 SH DFND 21 132607 0 724884 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 46327 45000000 PRN DFND 17 45000000 0 0 II VI INC COM 902104108 1069 29650 SH DFND 17 29650 0 0 TYLER TECHNOLOGIES INC COM 902252105 14932 96611 SH DFND 17 77191 0 19420 TYSON FOODS INC CL A 902494103 459 7431 SH DFND 4 7431 0 0 TYSON FOODS INC CL A 902494103 69102 1119791 SH DFND 17 864849 0 254942 TYSON FOODS INC CL A 902494103 810 13133 SH DFND 20 13133 0 0 TYSON FOODS INC CL A 902494103 105653 1712085 SH DFND 21 1280580 0 431505 TYSON FOODS INC CL A 902494103 9147 148400 SH DFND 24 148400 0 0 TYSON FOODS INC CL A 902494103 301 4883 SH DFND 25 4883 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 38057 568020 SH DFND 17 568020 0 0 TYSON FOODS INC CALL 902494903 833 13500 SH Call DFND 4 13500 0 0 TYSON FOODS INC PUT 902494953 9966 161500 SH Put DFND 4 161500 0 0 UGI CORP NEW COM 902681105 375 7597 SH DFND 17 7597 0 0 UGI CORP NEW COM 902681105 650 13162 SH DFND 21 0 0 13162 US BANCORP DEL COM NEW 902973304 82989 1611443 SH DFND 3 1611443 0 0 US BANCORP DEL COM NEW 902973304 10045 195055 SH DFND 4 195055 0 0 US BANCORP DEL COM NEW 902973304 42886 832733 SH DFND 17 816353 0 16380 US BANCORP DEL COM NEW 902973304 4235 82232 SH DFND 20 82232 0 0 US BANCORP DEL COM NEW 902973304 23198 450443 SH DFND 21 446742 0 3701 US BANCORP DEL CALL 902973904 12154 236000 SH Call DFND 4 236000 0 0 US BANCORP DEL PUT 902973954 61331 1190900 SH Put DFND 4 1190900 0 0 UMH PPTYS INC COM 903002103 692 45495 SH DFND 17 45495 0 0 USANA HEALTH SCIENCES INC COM 90328M107 572 9937 SH DFND 17 1862 0 8075 USA TECHNOLOGIES INC COM NO PAR 90328S500 2597 610973 SH DFND 17 584621 0 26352 U S G CORP COM NEW 903293405 1398 43970 SH DFND 4 36930 0 7040 U S CONCRETE INC COM NEW 90333L201 5067 78494 SH DFND 17 76034 0 2460 U S PHYSICAL THERAPY INC COM 90337L108 313 4797 SH DFND 21 4797 0 0 U S SILICA HLDGS INC COM 90346E103 27063 563934 SH DFND 17 563934 0 0 U S SILICA HLDGS INC COM 90346E103 72 1497 SH DFND 20 1497 0 0 U S SILICA HLDGS INC COM 90346E103 2805 58453 SH DFND 21 4440 0 54013 U S SILICA HLDGS INC COM 90346E103 1846 38400 SH DFND 24 38400 0 0 UBIQUITI NETWORKS INC COM 90347A100 3215 63959 SH DFND 17 0 0 63959 ULTA BEAUTY INC COM 90384S303 15065 55499 SH DFND 17 23947 0 31552 ULTA BEAUTY INC COM 90384S303 30424 112082 SH DFND 21 112082 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 11994 61440 SH DFND 17 48737 0 12703 ULTRA CLEAN HLDGS INC COM 90385V107 2401 142320 SH DFND 17 109565 0 32755 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 445 6558 SH DFND 17 6558 0 0 UMPQUA HLDGS CORP COM 904214103 38396 2164400 SH DFND 3 2164400 0 0 UMPQUA HLDGS CORP COM 904214103 2599 146479 SH DFND 21 71373 0 75106 UNION BANKSHARES CORP NEW COM 90539J109 765 21755 SH DFND 17 12180 0 9575 UNION BANKSHARES CORP NEW COM 90539J109 144 4098 SH DFND 20 4098 0 0 UNION BANKSHARES CORP NEW COM 90539J109 1669 47437 SH DFND 21 42527 0 4910 UNION PAC CORP COM 907818108 2893 27314 SH DFND 4 27314 0 0 UNION PAC CORP COM 907818108 196600 1856120 SH DFND 17 1856120 0 0 UNION PAC CORP COM 907818108 13526 127700 SH DFND 20 127700 0 0 UNION PAC CORP COM 907818108 100566 949423 SH DFND 21 888626 0 60797 UNION PAC CORP COM 907818108 4320 40400 SH DFND 24 40400 0 0 UNION PAC CORP CALL 907818908 17593 166100 SH Call DFND 4 166100 0 0 UNION PAC CORP PUT 907818958 80425 759300 SH Put DFND 4 759300 0 0 UNIT CORP COM 909218109 76 3154 SH DFND 20 3154 0 0 UNIT CORP COM 909218109 244 10093 SH DFND 21 9210 0 883 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 34851 1258600 SH DFND 3 1258600 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 481 17355 SH DFND 17 17355 0 0 UNITED CONTL HLDGS INC COM 910047109 4407 62380 SH DFND 4 62380 0 0 UNITED CONTL HLDGS INC COM 910047109 535 7577 SH DFND 17 7577 0 0 UNITED CONTL HLDGS INC COM 910047109 7821 110710 SH DFND 21 47152 0 63558 UNITED CONTL HLDGS INC CALL 910047909 3673 52000 SH Call DFND 4 52000 0 0 UNITED CONTL HLDGS INC PUT 910047959 30234 428000 SH Put DFND 4 428000 0 0 UNITED FIRE GROUP INC COM 910340108 174 4069 SH DFND 17 4069 0 0 UNITED FIRE GROUP INC COM 910340108 485 11345 SH DFND 21 11345 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 400 207468 SH DFND 21 188925 0 18543 UNITED PARCEL SERVICE INC CL B 911312106 12398 115547 SH DFND 4 115547 0 0 UNITED PARCEL SERVICE INC CL B 911312106 7763 72350 SH DFND 17 72350 0 0 UNITED PARCEL SERVICE INC CL B 911312106 26508 247047 SH DFND 21 247047 0 0 UNITED PARCEL SERVICE INC CALL 911312906 10108 94200 SH Call DFND 4 94200 0 0 UNITED PARCEL SERVICE INC PUT 911312956 74327 692700 SH Put DFND 4 692700 0 0 UNITED RENTALS INC COM 911363109 822 6576 SH DFND 17 4891 0 1685 UNITED RENTALS INC COM 911363109 2033 16257 SH DFND 21 16257 0 0 UNITED STATES STL CORP NEW COM 912909108 13146 388825 SH DFND 17 353821 0 35004 UNITED STATES STL CORP NEW COM 912909108 114 3363 SH DFND 21 3363 0 0 UNITED STATES STL CORP NEW COM 912909108 589 17400 SH DFND 24 17400 0 0 UNITED TECHNOLOGIES CORP COM 913017109 80771 719818 SH DFND 3 719818 0 0 UNITED TECHNOLOGIES CORP COM 913017109 6850 61047 SH DFND 4 61047 0 0 UNITED TECHNOLOGIES CORP COM 913017109 102199 910786 SH DFND 17 910786 0 0 UNITED TECHNOLOGIES CORP COM 913017109 8360 74500 SH DFND 20 74500 0 0 UNITED TECHNOLOGIES CORP COM 913017109 28371 252869 SH DFND 21 226053 0 26816 UNITED TECHNOLOGIES CORP COM 913017109 116 1034 SH DFND 24 1034 0 0 UNITED TECHNOLOGIES CORP CALL 913017909 10076 89800 SH Call DFND 4 89800 0 0 UNITED TECHNOLOGIES CORP PUT 913017959 95816 853900 SH Put DFND 4 853900 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 3458 25541 SH DFND 17 25541 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 101 748 SH DFND 20 748 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 8481 62648 SH DFND 21 58737 0 3911 UNITED THERAPEUTICS CORP DEL COM 91307C102 723 5300 SH DFND 24 5300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 6953 42391 SH DFND 4 42391 0 0 UNITEDHEALTH GROUP INC COM 91324P102 397468 2423437 SH DFND 17 2099186 0 324251 UNITEDHEALTH GROUP INC COM 91324P102 27231 166034 SH DFND 20 166034 0 0 UNITEDHEALTH GROUP INC COM 91324P102 399731 2437237 SH DFND 21 2002981 0 434256 UNITEDHEALTH GROUP INC COM 91324P102 647 3919 SH DFND 24 3919 0 0 UNITEDHEALTH GROUP INC COM 91324P102 394 2405 SH DFND 25 2405 0 0 UNITEDHEALTH GROUP INC CALL 91324P902 28193 171900 SH Call DFND 4 171900 0 0 UNITEDHEALTH GROUP INC PUT 91324P952 164715 1004300 SH Put DFND 4 1004300 0 0 UNITI GROUP INC COM 91325V108 408 15778 SH DFND 17 15778 0 0 UNIVAR INC COM 91336L107 14835 483850 SH DFND 17 387760 0 96090 UNIVERSAL CORP VA COM 913456109 27362 386749 SH DFND 3 386749 0 0 UNIVERSAL CORP VA COM 913456109 75 1055 SH DFND 17 1055 0 0 UNIVERSAL CORP VA COM 913456109 464 6564 SH DFND 21 869 0 5695 UNIVERSAL FST PRODS INC COM 913543104 3836 38929 SH DFND 17 37257 0 1672 UNIVERSAL FST PRODS INC COM 913543104 14610 148268 SH DFND 21 88952 0 59316 UNIVERSAL INS HLDGS INC COM 91359V107 6479 264438 SH DFND 17 120933 0 143505 UNIVERSAL INS HLDGS INC COM 91359V107 15328 625640 SH DFND 21 625640 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 6521 52400 SH DFND 3 52400 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 10644 85530 SH DFND 17 73179 0 12351 UNIVERSAL HLTH SVCS INC CL B 913903100 175 1409 SH DFND 20 1409 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 10786 86666 SH DFND 21 77030 0 9636 UNUM GROUP COM 91529Y106 6279 133900 SH DFND 3 133900 0 0 UNUM GROUP COM 91529Y106 6676 142370 SH DFND 17 142370 0 0 UNUM GROUP COM 91529Y106 837 17853 SH DFND 20 17853 0 0 UNUM GROUP COM 91529Y106 17178 366340 SH DFND 21 266669 0 99671 VCA INC COM 918194101 6848 74837 SH DFND 4 74837 0 0 VCA INC COM 918194101 424 4639 SH DFND 17 4639 0 0 VCA INC COM 918194101 41487 453412 SH DFND 21 450700 0 2712 V F CORP COM 918204108 56 1018 SH DFND 17 1018 0 0 V F CORP COM 918204108 524 9537 SH DFND 21 9537 0 0 VEON LTD SPONSORED ADR 91822M106 465 113854 SH DFND 4 113854 0 0 VEON LTD SPONSORED ADR 91822M106 191 46800 SH DFND 17 0 0 46800 VWR CORP COM 91843L103 70 2490 SH DFND 17 2490 0 0 VWR CORP COM 91843L103 1128 40000 SH DFND 21 40000 0 0 VAIL RESORTS INC COM 91879Q109 18062 94123 SH DFND 17 78584 0 15539 VAIL RESORTS INC COM 91879Q109 357 1858 SH DFND 20 1858 0 0 VAIL RESORTS INC COM 91879Q109 14127 73614 SH DFND 21 39936 0 33678 VALE S A ADR 91912E105 7348 773465 SH DFND 17 773465 0 0 VALE S A ADR 91912E105 13558 1427187 SH DFND 21 1427187 0 0 VALE S A ADR 91912E105 2080 218000 SH DFND 24 218000 0 0 VALE S A ADR REPSTG PFD 91912E204 1242 138287 SH DFND 21 138287 0 0 VALERO ENERGY CORP NEW COM 91913Y100 6477 97700 SH DFND 3 97700 0 0 VALERO ENERGY CORP NEW COM 91913Y100 5938 89582 SH DFND 4 89582 0 0 VALERO ENERGY CORP NEW COM 91913Y100 92540 1395988 SH DFND 17 1236720 0 159268 VALERO ENERGY CORP NEW COM 91913Y100 994 14992 SH DFND 20 14992 0 0 VALERO ENERGY CORP NEW COM 91913Y100 84080 1268373 SH DFND 21 966701 0 301672 VALERO ENERGY CORP NEW COM 91913Y100 868 13100 SH DFND 24 13100 0 0 VALERO ENERGY CORP NEW COM 91913Y100 290 4381 SH DFND 25 4381 0 0 VALERO ENERGY CORP NEW CALL 91913Y900 4249 64100 SH Call DFND 4 64100 0 0 VALERO ENERGY CORP NEW PUT 91913Y950 34882 526200 SH Put DFND 4 526200 0 0 VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 3433 71653 SH DFND 3 71653 0 0 VALLEY NATL BANCORP COM 919794107 144 12179 SH DFND 20 12179 0 0 VALLEY NATL BANCORP COM 919794107 418 35433 SH DFND 21 35433 0 0 VALSPAR CORP COM 920355104 9524 85850 SH DFND 4 85850 0 0 VALSPAR CORP COM 920355104 9901 89250 SH DFND 21 89250 0 0 VALVOLINE INC COM 92047W101 4352 177275 SH DFND 17 177275 0 0 VANDA PHARMACEUTICALS INC COM 921659108 1813 129486 SH DFND 17 126290 0 3196 VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 3185 129150 SH DFND 25 129150 0 0 VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 2059 110000 SH DFND 17 110000 0 0 VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 1051 28000 SH DFND 24 28000 0 0 VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 1096 13750 SH DFND 24 13750 0 0 VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 3679 46189 SH DFND 17 46189 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 6196 60357 SH DFND 17 60357 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 5688 87000 SH DFND 24 87000 0 0 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 51837 794804 SH DFND 25 794804 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1466 30659 SH DFND 17 30659 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6289 158334 SH DFND 4 158334 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 101962 2567011 SH DFND 17 2567011 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4334 108300 SH DFND 24 101500 0 6800 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 47664 1200000 SH DFND 25 1200000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3 54 SH DFND 17 54 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 13038 253461 SH DFND 24 49389 0 204072 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1271 9200 SH DFND 24 9200 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 9125 114433 SH DFND 17 51898 0 62535 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 6459 81005 SH DFND 25 81005 0 0 VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 3509 66819 SH DFND 17 66819 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 767 8580 SH DFND 3570 0 5010 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 2248 25000 SH DFND 17 25000 0 0 VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 2244 25000 SH DFND 24 25000 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 26443 306125 SH DFND 17 306125 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 25475 294921 SH DFND 25 294921 0 0 VANTIV INC CL A 92210H105 73708 1149537 SH DFND 17 803427 0 346110 VANTIV INC CL A 92210H105 1776 27701 SH DFND 21 3976 0 23725 VAREX IMAGING CORP COM 92214X106 1498 44590 SH DFND 17 44590 0 0 VARONIS SYS INC COM 922280102 1608 50581 SH DFND 17 0 0 50581 VECTREN CORP COM 92240G101 181 3093 SH DFND 4 3093 0 0 VECTREN CORP COM 92240G101 1611 27479 SH DFND 21 1734 0 25745 VECTOR GROUP LTD FRNT 1/1 92240MAY4 22331 15400000 PRN DFND 17 15400000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 13241 11700000 PRN DFND 17 11700000 0 0 VEECO INSTRS INC DEL COM 922417100 516 17414 SH DFND 21 5058 0 12356 VEECO INSTRS INC DEL COM 922417100 7496 249462 SH DFND 24 249462 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 30486 29110000 PRN DFND 17 26530000 0 2580000 VEDANTA LTD SPONSORED ADR 92242Y100 1085 63200 SH DFND 17 57900 0 5300 VEDANTA LTD SPONSORED ADR 92242Y100 167 9711 SH DFND 21 0 0 9711 VEEVA SYS INC CL A COM 922475108 10947 213466 SH DFND 17 90520 0 122946 VEEVA SYS INC CL A COM 922475108 718 14004 SH DFND 21 14004 0 0 VENTAS INC COM 92276F100 5632 86600 SH DFND 3 86600 0 0 VENTAS INC COM 92276F100 509 7826 SH DFND 4 7826 0 0 VENTAS INC COM 92276F100 80 1225 SH DFND 17 1225 0 0 VENTAS INC CALL 92276F900 3746 57600 SH Call DFND 4 57600 0 0 VENTAS INC PUT 92276F950 32806 504400 SH Put DFND 4 504400 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 62 288 SH DFND 17 288 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1523 7024 SH DFND 24 0 0 7024 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 15858 73300 SH DFND 25 73300 0 0 VANGUARD INDEX FDS REIT ETF 922908553 92315 1117748 SH DFND 4 1117748 0 0 VANGUARD INDEX FDS REIT ETF 922908553 2936 35553 SH DFND 17 35553 0 0 VANGUARD INDEX FDS REIT ETF 922908553 54922 665000 SH DFND 25 665000 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 33376 250419 SH DFND 25 250419 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 255 2100 SH DFND 24 0 0 2100 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 140226 55280000 PRN DFND 17 52010000 0 3270000 VERIZON COMMUNICATIONS INC COM 92343V104 85234 1748387 SH DFND 3 1748387 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 40469 830132 SH DFND 4 830132 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 107240 2199794 SH DFND 17 2162638 0 37156 VERIZON COMMUNICATIONS INC COM 92343V104 2967 60856 SH DFND 20 60856 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 214869 4407563 SH DFND 21 2939614 0 1467949 VERIZON COMMUNICATIONS INC COM 92343V104 565 11581 SH DFND 25 11581 0 0 VERIZON COMMUNICATIONS INC CALL 92343V904 22269 456800 SH Call DFND 4 456800 0 0 VERIZON COMMUNICATIONS INC PUT 92343V954 157594 3232700 SH Put DFND 4 3232700 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 35550 35975000 PRN DFND 17 35975000 0 0 VERITEX HLDGS INC COM 923451108 1093 38878 SH DFND 17 35028 0 3850 VERISK ANALYTICS INC COM 92345Y106 23807 293404 SH DFND 17 293404 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 24038 219828 SH DFND 17 186708 0 33120 VERTEX PHARMACEUTICALS INC COM 92532F100 11849 110440 SH DFND 24 110440 0 0 VERTEX PHARMACEUTICALS INC CALL 92532F900 3291 30100 SH Call DFND 4 30100 0 0 VERTEX PHARMACEUTICALS INC PUT 92532F950 25030 228900 SH Put DFND 4 228900 0 0 VIAD CORP COM NEW 92552R406 2015 44570 SH DFND 17 35660 0 8910 VIAD CORP COM NEW 92552R406 177 3920 SH DFND 20 3920 0 0 VIAD CORP COM NEW 92552R406 3724 82391 SH DFND 21 55274 0 27117 VIACOM INC NEW CL B 92553P201 2033 43614 SH DFND 4 43614 0 0 VIACOM INC NEW CL B 92553P201 50 1064 SH DFND 17 1064 0 0 VIACOM INC NEW CL B 92553P201 1953 41891 SH DFND 21 41891 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 41 1200 SH DFND 3 1200 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 566 16657 SH DFND 21 16657 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 184 13820 SH DFND 17 100 0 13720 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 6712 503144 SH DFND 20 355117 0 148027 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 400 29800 SH DFND 24 29800 0 0 VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 48346 47915000 PRN DFND 17 47915000 0 0 VIRNETX HLDG CORP COM 92823T108 29 12652 SH DFND 17 12652 0 0 VISA INC COM CL A 92826C839 395461 4449879 SH DFND 17 4007863 0 442016 VISA INC COM CL A 92826C839 20956 235800 SH DFND 20 235800 0 0 VISA INC COM CL A 92826C839 222927 2508373 SH DFND 21 2072096 0 436277 VISA INC COM CL A 92826C839 623 7000 SH DFND 24 7000 0 0 VISA INC CALL 92826C909 38907 437800 SH Call DFND 4 437800 0 0 VISA INC PUT 92826C959 148422 1670100 SH Put DFND 4 1670100 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 28812 1751500 SH DFND 3 1751500 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 516 31374 SH DFND 17 31374 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 6427 390706 SH DFND 21 377576 0 13130 VISTA OUTDOOR INC COM 928377100 1030 50000 SH DFND 4 50000 0 0 VISTA OUTDOOR INC COM 928377100 701 34022 SH DFND 21 34022 0 0 VISTEON CORP COM NEW 92839U206 11887 121357 SH DFND 21 93081 0 28276 VMWARE INC CL A COM 928563402 184 1995 SH DFND 17 0 0 1995 VMWARE INC CL A COM 928563402 6755 73316 SH DFND 21 0 0 73316 VOCERA COMMUNICATIONS INC COM 92857F107 7617 306765 SH DFND 17 299830 0 6935 VORNADO RLTY TR SH BEN INT 929042109 15061 150143 SH DFND 4 150143 0 0 VORNADO RLTY TR SH BEN INT 929042109 60 599 SH DFND 17 599 0 0 VORNADO RLTY TR CALL 929042909 1645 16400 SH Call DFND 4 16400 0 0 VORNADO RLTY TR PUT 929042959 10492 104600 SH Put DFND 4 104600 0 0 VOYA FINL INC COM 929089100 16770 441791 SH DFND 17 118465 0 323326 VOYA FINL INC COM 929089100 20790 547680 SH DFND 21 521653 0 26027 VOYA FINL INC COM 929089100 44 1155 SH DFND 25 1155 0 0 VULCAN MATLS CO COM 929160109 108357 899380 SH DFND 17 804339 0 95041 VULCAN MATLS CO COM 929160109 11490 95367 SH DFND 21 93819 0 1548 VULCAN MATLS CO COM 929160109 1012 8600 SH DFND 24 8600 0 0 W & T OFFSHORE INC COM 92922P106 287 103560 SH DFND 17 0 0 103560 WGL HLDGS INC COM 92924F106 15103 183000 SH DFND 21 183000 0 0 WSFS FINL CORP COM 929328102 3911 85105 SH DFND 17 35925 0 49180 WNS HOLDINGS LTD SPON ADR 92932M101 272 9524 SH DFND 21 0 0 9524 W P CAREY INC COM 92936U109 210 3372 SH DFND 17 3372 0 0 W P CAREY INC COM 92936U109 139 2234 SH DFND 21 0 0 2234 WPP PLC NEW ADR 92937A102 6006 54900 SH DFND 3 54900 0 0 WPP PLC NEW ADR 92937A102 5 45 SH DFND 17 45 0 0 WEC ENERGY GROUP INC COM 92939U106 936 15437 SH DFND 17 15437 0 0 WEC ENERGY GROUP INC CALL 92939U906 2880 47500 SH Call DFND 4 47500 0 0 WEC ENERGY GROUP INC PUT 92939U956 2631 43400 SH Put DFND 4 43400 0 0 WABASH NATL CORP COM 929566107 27094 1309530 SH DFND 3 1309530 0 0 WABASH NATL CORP COM 929566107 842 40696 SH DFND 21 14160 0 26536 WABTEC CORP COM 929740108 3691 47320 SH DFND 17 47320 0 0 WABTEC CORP COM 929740108 80287 1029325 SH DFND 21 994630 0 34695 WABTEC CORP COM 929740108 549 7100 SH DFND 24 7100 0 0 WAGEWORKS INC COM 930427109 4385 60649 SH DFND 17 24701 0 35948 WAGEWORKS INC COM 930427109 69 950 SH DFND 21 950 0 0 WAL-MART STORES INC COM 931142103 131244 1820808 SH DFND 3 1820808 0 0 WAL-MART STORES INC COM 931142103 4364 60544 SH DFND 4 60544 0 0 WAL-MART STORES INC COM 931142103 43167 598881 SH DFND 17 598881 0 0 WAL-MART STORES INC COM 931142103 1342 18623 SH DFND 20 18623 0 0 WAL-MART STORES INC COM 931142103 82965 1151017 SH DFND 21 786673 0 364344 WAL-MART STORES INC CALL 931142903 5406 75000 SH Call DFND 4 75000 0 0 WAL-MART STORES INC PUT 931142953 14236 197500 SH Put DFND 4 197500 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 7185 86513 SH DFND 4 86513 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 216633 2608470 SH DFND 17 2458409 0 150061 WALGREENS BOOTS ALLIANCE INC COM 931427108 103021 1240494 SH DFND 21 1011204 0 229290 WALGREENS BOOTS ALLIANCE INC CALL 931427908 13587 163600 SH Call DFND 4 163600 0 0 WALGREENS BOOTS ALLIANCE INC PUT 931427958 62047 747100 SH Put DFND 4 747100 0 0 WALKER & DUNLOP INC COM 93148P102 202 4839 SH DFND 17 4839 0 0 WALKER & DUNLOP INC COM 93148P102 2142 51371 SH DFND 21 10884 0 40487 WASHINGTON FED INC COM 938824109 34783 1050860 SH DFND 3 1050860 0 0 WASHINGTON FED INC COM 938824109 5377 162437 SH DFND 17 162437 0 0 WASHINGTON FED INC COM 938824109 1324 40005 SH DFND 21 0 0 40005 WASHINGTON PRIME GROUP NEW COM 93964W108 160 18400 SH DFND 17 18400 0 0 WASHINGTON PRIME GROUP NEW COM 93964W108 144 16598 SH DFND 21 0 0 16598 WASTE CONNECTIONS INC COM 94106B101 283 3216 SH DFND 17 3216 0 0 WASTE MGMT INC DEL COM 94106L109 2143 29390 SH DFND 4 29390 0 0 WASTE MGMT INC DEL COM 94106L109 7591 104099 SH DFND 17 100673 0 3426 WASTE MGMT INC DEL COM 94106L109 1053 14441 SH DFND 20 14441 0 0 WASTE MGMT INC DEL COM 94106L109 73110 1002607 SH DFND 21 775275 0 227332 WASTE MGMT INC DEL COM 94106L109 79 1083 SH DFND 25 1083 0 0 WASTE MGMT INC DEL CALL 94106L909 4514 61900 SH Call DFND 4 61900 0 0 WASTE MGMT INC DEL PUT 94106L959 35643 488800 SH Put DFND 4 488800 0 0 WATERS CORP COM 941848103 39 247 SH DFND 17 247 0 0 WATERS CORP COM 941848103 12915 82627 SH DFND 21 82627 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 9519 152673 SH DFND 17 152673 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 272 4327 SH DFND 21 945 0 3382 WATTS WATER TECHNOLOGIES INC CL A 942749102 2995 48000 SH DFND 24 48000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 57909 45000000 PRN DFND 4 45000000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 72218 56070000 PRN DFND 17 51610000 0 4460000 WEB COM GROUP INC COM 94733A104 540 27965 SH DFND 17 0 0 27965 WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 7751 7975000 PRN DFND 17 7975000 0 0 WEBMD HEALTH CORP COM 94770V102 474 9005 SH DFND 17 0 0 9005 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 11319 9500000 PRN DFND 17 9500000 0 0 WEIBO CORP SPONSORED ADR 948596101 1 10 SH DFND 17 10 0 0 WEIBO CORP SPONSORED ADR 948596101 2082 39892 SH DFND 20 0 0 39892 WEIGHT WATCHERS INTL INC NEW COM 948626106 382 24539 SH DFND 4 24539 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1295 83171 SH DFND 17 0 0 83171 WEIS MKTS INC COM 948849104 3430 57498 SH DFND 21 35127 0 22371 WELLCARE HEALTH PLANS INC COM 94946T106 22712 161984 SH DFND 17 99976 0 62008 WELLCARE HEALTH PLANS INC COM 94946T106 203 1451 SH DFND 20 1451 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 7716 55030 SH DFND 21 15688 0 39342 ANTHEM INC NOTE 2.750%10/1 94973VBG1 90787 39625000 PRN DFND 17 34795000 0 4830000 WELLS FARGO & CO NEW COM 949746101 158543 2848417 SH DFND 3 2848417 0 0 WELLS FARGO & CO NEW COM 949746101 89138 1601481 SH DFND 4 1601481 0 0 WELLS FARGO & CO NEW COM 949746101 175415 3151554 SH DFND 17 3134626 0 16928 WELLS FARGO & CO NEW COM 949746101 1734 31156 SH DFND 20 31156 0 0 WELLS FARGO & CO NEW COM 949746101 105432 1894212 SH DFND 21 1568567 0 325645 WELLS FARGO & CO NEW COM 949746101 194 3484 SH DFND 25 3484 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 149225 120440 SH DFND 4 116540 0 3900 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 162330 131015 SH DFND 17 124615 0 6400 WELLS FARGO & CO NEW CALL 949746901 28793 517300 SH Call DFND 4 517300 0 0 WELLS FARGO & CO NEW PUT 949746951 226358 4066800 SH Put DFND 4 4066800 0 0 WELLTOWER INC COM 95040Q104 16578 234087 SH DFND 4 234087 0 0 WELLTOWER INC COM 95040Q104 79 1114 SH DFND 17 1114 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 6911 109000 SH DFND 4 109000 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 41388 655700 SH DFND 17 655700 0 0 WELLTOWER INC CALL 95040Q904 2316 32700 SH Call DFND 4 32700 0 0 WELLTOWER INC PUT 95040Q954 26310 371500 SH Put DFND 4 371500 0 0 WENDYS CO COM 95058W100 87 6390 SH DFND 17 0 0 6390 WENDYS CO COM 95058W100 10835 796076 SH DFND 21 780281 0 15795 WESBANCO INC COM 950810101 8075 211891 SH DFND 3 211891 0 0 WESBANCO INC COM 950810101 1178 30919 SH DFND 17 30919 0 0 WESCO INTL INC COM 95082P105 21381 307424 SH DFND 17 300579 0 6845 WEST CORP COM 952355204 46430 1901305 SH DFND 3 1901305 0 0 WEST CORP COM 952355204 2377 97322 SH DFND 17 97322 0 0 WEST CORP COM 952355204 295 12088 SH DFND 21 0 0 12088 WEST PHARMACEUTICAL SVSC INC COM 955306105 21048 257910 SH DFND 17 213940 0 43970 WEST PHARMACEUTICAL SVSC INC COM 955306105 242 2963 SH DFND 21 2963 0 0 WESTAR ENERGY INC COM 95709T100 298 5494 SH DFND 17 5494 0 0 WESTAR ENERGY INC COM 95709T100 6790 125108 SH DFND 21 125108 0 0 WESTERN ALLIANCE BANCORP COM 957638109 23183 472260 SH DFND 17 377269 0 94991 WESTERN ALLIANCE BANCORP COM 957638109 1232 25093 SH DFND 21 25093 0 0 WESTERN ASSET MTG CAP CORP COM 95790D105 437 44712 SH DFND 17 7998 0 36714 WESTERN DIGITAL CORP COM 958102105 206 2495 SH DFND 4 2495 0 0 WESTERN DIGITAL CORP COM 958102105 142799 1730272 SH DFND 17 1510617 0 219655 WESTERN DIGITAL CORP COM 958102105 395 4788 SH DFND 20 4788 0 0 WESTERN DIGITAL CORP COM 958102105 40686 492985 SH DFND 21 331058 0 161927 WESTERN DIGITAL CORP COM 958102105 73 881 SH DFND 25 881 0 0 WESTERN DIGITAL CORP CALL 958102905 6000 72700 SH Call DFND 4 72700 0 0 WESTERN DIGITAL CORP PUT 958102955 29108 352700 SH Put DFND 4 352700 0 0 WESTERN NEW ENG BANCORP INC COM 958892101 372 35395 SH DFND 17 35395 0 0 WESTERN REFNG INC COM 959319104 8506 242554 SH DFND 21 225464 0 17090 WESTERN REFNG INC COM 959319104 26 743 SH DFND 25 743 0 0 WESTERN UN CO COM 959802109 568 27898 SH DFND 4 27898 0 0 WESTERN UN CO COM 959802109 3963 194744 SH DFND 17 194744 0 0 WESTERN UN CO COM 959802109 9378 460813 SH DFND 21 424580 0 36233 WESTERN UN CO COM 959802109 33 1616 SH DFND 25 1616 0 0 WESTLAKE CHEM CORP COM 960413102 1327 20095 SH DFND 21 4527 0 15568 WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 859 34145 SH DFND 17 34145 0 0 WEYERHAEUSER CO COM 962166104 1921 56536 SH DFND 4 56536 0 0 WEYERHAEUSER CO COM 962166104 78 2294 SH DFND 17 2294 0 0 WEYERHAEUSER CO COM 962166104 11 326 SH DFND 21 326 0 0 WEYERHAEUSER CO CALL 962166904 1804 53100 SH Call DFND 4 53100 0 0 WEYERHAEUSER CO PUT 962166954 23497 691500 SH Put DFND 4 691500 0 0 WHIRLPOOL CORP COM 963320106 5825 34000 SH DFND 3 34000 0 0 WHIRLPOOL CORP COM 963320106 5857 34185 SH DFND 17 31321 0 2864 WHIRLPOOL CORP COM 963320106 57788 337291 SH DFND 21 204476 0 132815 WHIRLPOOL CORP COM 963320106 154 901 SH DFND 25 901 0 0 WHITEWAVE FOODS CO COM 966244105 8461 150692 SH DFND 4 150692 0 0 WHITEWAVE FOODS CO COM 966244105 27570 491000 SH DFND 21 491000 0 0 WHITING PETE CORP NEW COM 966387102 20756 2194042 SH DFND 4 2194042 0 0 WHITING PETE CORP NEW COM 966387102 11902 1258130 SH DFND 17 1258130 0 0 WHITING PETE CORP NEW COM 966387102 1285 140000 SH DFND 24 140000 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 15307 17505000 PRN DFND 17 17505000 0 0 WILLDAN GROUP INC COM 96924N100 646 20023 SH DFND 17 3045 0 16978 WILLIAMS COS INC DEL COM 969457100 185 6247 SH DFND 4 6247 0 0 WILLIAMS COS INC DEL COM 969457100 230 7788 SH DFND 17 2518 0 5270 WILLIAMS COS INC DEL CALL 969457900 3906 132000 SH Call DFND 4 132000 0 0 WILLIAMS COS INC DEL PUT 969457950 17041 575900 SH Put DFND 4 575900 0 0 WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 17557 430000 SH DFND 4 430000 0 0 WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 163 3980 SH DFND 17 0 0 3980 WINDSTREAM HLDGS INC COM NEW 97382A200 27 4951 SH DFND 4 4951 0 0 WINDSTREAM HLDGS INC COM NEW 97382A200 65 11896 SH DFND 17 11896 0 0 WINTRUST FINL CORP COM 97650W108 3270 47308 SH DFND 17 47308 0 0 WINTRUST FINL CORP COM 97650W108 357 5172 SH DFND 20 5172 0 0 WINTRUST FINL CORP COM 97650W108 2074 30007 SH DFND 21 30007 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 393 38371 SH DFND 17 38371 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 1276 124779 SH DFND 21 105725 0 19054 WISDOMTREE TR JAPN HEDGE EQT 97717W851 2 42 SH DFND 17 42 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 565 11000 SH DFND 24 11000 0 0 WISDOMTREE TR EUROPE SMCP DV 97717W869 589 10000 SH DFND 24 10000 0 0 WOODWARD INC COM 980745103 1703 25077 SH DFND 17 25077 0 0 WOODWARD INC COM 980745103 2201 32363 SH DFND 21 27031 0 5332 WOODWARD INC COM 980745103 8459 123800 SH DFND 24 123800 0 0 WOORI BK GLBL MEDIUM TERM SU PRFD 4.500%12/3 98105HAE0 5128 5200000 PRN DFND 4 5200000 0 0 WORKDAY INC CL A 98138H101 39073 469181 SH DFND 17 403086 0 66095 WORKDAY INC NOTE 0.750% 7/1 98138HAC5 34432 30090000 PRN DFND 17 30090000 0 0 WORLD ACCEP CORP DEL COM 981419104 5 89 SH DFND 17 89 0 0 WORLD ACCEP CORP DEL COM 981419104 2901 56035 SH DFND 21 56035 0 0 WORLD FUEL SVCS CORP COM 981475106 34771 959188 SH DFND 3 959188 0 0 WORLD FUEL SVCS CORP COM 981475106 428 11804 SH DFND 17 11804 0 0 WORLD FUEL SVCS CORP COM 981475106 197 5431 SH DFND 21 5431 0 0 WORTHINGTON INDS INC COM 981811102 2896 64231 SH DFND 17 60322 0 3909 WORTHINGTON INDS INC COM 981811102 7517 166704 SH DFND 21 139265 0 27439 WPX ENERGY INC PFD SER A CV 98212B202 50138 829555 SH DFND 17 734135 0 95420 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 118883 99640000 PRN DFND 17 94185000 0 5455000 WYNDHAM WORLDWIDE CORP COM 98310W108 28 332 SH DFND 17 332 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 8436 100080 SH DFND 21 29615 0 70465 WYNN RESORTS LTD COM 983134107 13125 114517 SH DFND 4 112996 0 1521 WYNN RESORTS LTD COM 983134107 2921 25488 SH DFND 17 25488 0 0 XPO LOGISTICS INC COM 983793100 14678 306500 SH DFND 17 245259 0 61241 XPO LOGISTICS INC COM 983793100 135 2809 SH DFND 21 2809 0 0 XACTLY CORP COM 98386L101 2834 238149 SH DFND 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