SEC FORM 13F-HR

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

Report for the Calendar Year or Quarter Ended:06-30-2016
Check here if Amendment  Amendment Number:
This Amendment (Check only one.):  is a restatement.
  adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name:M&T BANK CORP
Address:C/O CORPORATE REPORTING
ONE M&T PLAZA 5TH FLR
Buffalo, NY  14203
Form 13F File Number:028-00267

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name:William J. Farrell
Title:Executive Vice President
Phone:302 636-6770
Signature, Place, and Date of Signing:
/s/ William J. FarrellWilmingtonDE08-04-2016
[Signature][City, State][Date]
Report Type (Check only one.):
X13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
  13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
Form 13F Summary Page
Report Summary:
Number of Other Included Managers:6
Form 13F Information Table Entry Total:8,551
Form 13F Information Table Value Total:14,859,237
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
No.Form 13F File NumberName
1028-03980Manufacturers & Traders Trust Company
3028-10909Wilmington Trust Investment Advisors, Inc
9028-03742Wilmington Trust Company
7028-03740Wilmington Trust National Association
13028-06601Wilmington Funds Management Corp
14028-12629Wilmington Trust Investment Management, LLC

SEC FORM 13-F Information Table

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
FULTON FINL CORP PACOM3602711005,296392,282SH SOLE 392,28200
EURONAV NV ANTWERPENSHSB38564108111,207SH DFND11,20700
EURONAV NV ANTWERPENSHSB3856410853057,849SH DFND757,84900
EURONAV NV ANTWERPENSHSB3856410824827,001SH DFND7,927,00100
EURONAV NV ANTWERPENSHSB3856410843947,897SH DFND937,897010,000
ALLEGION PUB LTD COORD SHSG0176J10956800SH DFND1,380000
ALLEGION PUB LTD COORD SHSG0176J1091552,233SH DFND132,23300
ALLEGION PUB LTD COORD SHSG0176J10946666SH DFND1466600
ALLEGION PUB LTD COORD SHSG0176J109230SH DFND33000
ALLEGION PUB LTD COORD SHSG0176J109701,008SH DFND71,00800
ALLEGION PUB LTD COORD SHSG0176J10916235SH DFND7,923500
ALLEGION PUB LTD COORD SHSG0176J10966950SH DFND93090641
ALKERMES PLCSHSG01767105471,080SH DFND1,31,08000
ALKERMES PLCSHSG01767105731,700SH DFND131,70000
ALKERMES PLCSHSG01767105821,900SH DFND141,90000
ALKERMES PLCSHSG01767105375SH DFND37500
ALKERMES PLCSHSG017671057153SH DFND715300
ALKERMES PLCSHSG017671055113SH DFND911300
ALLERGAN PLCSHSG0177J1089874,270SH DFND13,10501,165
ALLERGAN PLCSHSG0177J1081,8437,970SH DFND1,37,97000
ALLERGAN PLCSHSG0177J10830131SH DFND113100
ALLERGAN PLCSHSG0177J108129560SH DFND1505055
ALLERGAN PLCSHSG0177J1082,72311,785SH DFND1311,78500
ALLERGAN PLCSHSG0177J1088773,796SH DFND143,79600
ALLERGAN PLCSHSG0177J1084501,947SH DFND31,94700
ALLERGAN PLCSHSG0177J1087,59132,850SH DFND732,6640186
ALLERGAN PLCSHSG0177J1087973,448SH DFND7,93,43909
ALLERGAN PLCSHSG0177J1083,76416,287SH DFND913,79002,497
AMDOCS LTDSHSG026021031562,700SH DFND12,70000
AMDOCS LTDSHSG02602103651,130SH DFND1,31,13000
AMDOCS LTDSHSG026021031512,620SH DFND132,62000
AMDOCS LTDSHSG026021036100SH DFND1410000
AMDOCS LTDSHSG02602103240SH DFND34000
AMDOCS LTDSHSG026021032,47442,856SH DFND741,13701,719
AMDOCS LTDSHSG026021031622,808SH DFND7,92,794014
AMDOCS LTDSHSG0260210364211,130SH DFND911,13000
AON PLCSHS CL AG0408V1021111,020SH DFND11,02000
AON PLCSHS CL AG0408V1029728,900SH DFND138,90000
AON PLCSHS CL AG0408V1023222,945SH DFND142,94500
AON PLCSHS CL AG0408V10260550SH DFND355000
AON PLCSHS CL AG0408V1024103,755SH DFND73,735020
AON PLCSHS CL AG0408V10245415SH DFND7,9350065
AON PLCSHS CL AG0408V1021,31112,006SH DFND91,656010,350
ARCH CAP GROUP LTDORDG0450A1054776,630SH DFND1006,630
ARCH CAP GROUP LTDORDG0450A1051862,590SH DFND132,59000
ARCH CAP GROUP LTDORDG0450A10565900SH DFND1490000
ARCH CAP GROUP LTDORDG0450A105335SH DFND33500
ARCH CAP GROUP LTDORDG0450A1054496,243SH DFND76,23607
ARCH CAP GROUP LTDORDG0450A10525344SH DFND934400
ASPEN INSURANCE HOLDINGS LTDSHSG053841052164,665SH DFND134,66500
ASPEN INSURANCE HOLDINGS LTDSHSG0538410537800SH DFND1480000
ASPEN INSURANCE HOLDINGS LTDSHSG053841051332,873SH DFND72,87300
ASPEN INSURANCE HOLDINGS LTDSHSG05384105112SH DFND7,90012
ASSURED GUARANTY LTDCOMG0585R10649219,400SH DFND1,30019,400
ASSURED GUARANTY LTDCOMG0585R106903,550SH DFND133,55000
ASSURED GUARANTY LTDCOMG0585R106532,100SH DFND142,10000
ASSURED GUARANTY LTDCOMG0585R106522,031SH DFND32,03100
ASSURED GUARANTY LTDCOMG0585R106552,155SH DFND72,0020153
ASSURED GUARANTY LTDCOMG0585R10619762SH DFND976200
AXIS CAPITAL HOLDINGS LTDSHSG0692U1091803,280SH DFND133,28000
AXIS CAPITAL HOLDINGS LTDSHSG0692U10918320SH DFND1432000
AXIS CAPITAL HOLDINGS LTDSHSG0692U10956710,305SH DFND710,30500
AXIS CAPITAL HOLDINGS LTDSHSG0692U109350SH DFND95000
AXALTA COATING SYS LTDCOMG0750C1081,04039,195SH DFND1,3800038,395
AXALTA COATING SYS LTDCOMG0750C1081144,300SH DFND134,30000
AXALTA COATING SYS LTDCOMG0750C108341,300SH DFND141,30000
AXALTA COATING SYS LTDCOMG0750C108983,711SH DFND33,71100
AXALTA COATING SYS LTDCOMG0750C1081074,037SH DFND74,03700
AXALTA COATING SYS LTDCOMG0750C108381,431SH DFND91,43100
ACCENTURE PLC IRELANDSHS CLASS AG1151C1011,51113,336SH DFND113,1010235
ACCENTURE PLC IRELANDSHS CLASS AG1151C1015184,570SH DFND1,34,57000
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012,24319,800SH DFND1319,80000
ACCENTURE PLC IRELANDSHS CLASS AG1151C1016125,400SH DFND145,40000
ACCENTURE PLC IRELANDSHS CLASS AG1151C10187765SH DFND376500
ACCENTURE PLC IRELANDSHS CLASS AG1151C1014,83242,656SH DFND741,19001,466
ACCENTURE PLC IRELANDSHS CLASS AG1151C1017426,549SH DFND7,96,536013
ACCENTURE PLC IRELANDSHS CLASS AG1151C1015,44448,053SH DFND937,055010,998
ACCENTURE PLC IRELANDSHS CLASS AG1151C10103SHCallDFND7300
BROOKFIELD INFRAST PARTNERSLP INT UNITG1625210146810,350SH DFND710,35000
BROOKFIELD INFRAST PARTNERSLP INT UNITG162521011002,200SH DFND92,20000
BUNGE LIMITEDCOMG1696210535600SH DFND1,360000
BUNGE LIMITEDCOMG169621052724,600SH DFND134,60000
BUNGE LIMITEDCOMG16962105831,400SH DFND141,40000
BUNGE LIMITEDCOMG16962105355SH DFND35500
BUNGE LIMITEDCOMG169621051232,085SH DFND71,9700115
BUNGE LIMITEDCOMG169621054477,552SH DFND97,55200
CREDICORP LTDCOMG2519Y108850SH DFND75000
CREDICORP LTDCOMG2519Y10831203SH DFND9390164
CREDICORP LTDCOMG2519Y1082481,610SH OTR131,61000
COCA COLA EUROPEAN PARTNERSSHSG25839104361,000SH DFND11,00000
COCA COLA EUROPEAN PARTNERSSHSG25839104380SH DFND38000
COCA COLA EUROPEAN PARTNERSSHSG25839104411,157SH DFND71,15700
COCA COLA EUROPEAN PARTNERSSHSG2583910412350SH DFND7,935000
COCA COLA EUROPEAN PARTNERSSHSG258391042496,979SH DFND96,5420437
DELPHI AUTOMOTIVE PLCSHSG2782310621333SH DFND133300
DELPHI AUTOMOTIVE PLCSHSG278231061071,710SH DFND1,31,71000
DELPHI AUTOMOTIVE PLCSHSG278231063916,250SH DFND136,25000
DELPHI AUTOMOTIVE PLCSHSG27823106631,000SH DFND141,00000
DELPHI AUTOMOTIVE PLCSHSG2782310665010,387SH DFND310,38700
DELPHI AUTOMOTIVE PLCSHSG278231061,22319,529SH DFND719,513016
DELPHI AUTOMOTIVE PLCSHSG278231062473,939SH DFND7,93,925014
DELPHI AUTOMOTIVE PLCSHSG278231062,06633,011SH DFND921,031011,980
EATON CORP PLCSHSG291831033495,840SH DFND15,84000
EATON CORP PLCSHSG291831031853,100SH DFND1,33,10000
EATON CORP PLCSHSG2918310387114,578SH DFND1314,57800
EATON CORP PLCSHSG291831032123,549SH DFND143,54900
EATON CORP PLCSHSG2918310312195SH DFND319500
EATON CORP PLCSHSG291831035,46291,440SH DFND791,0800360
EATON CORP PLCSHSG2918310334566SH DFND7,956600
EATON CORP PLCSHSG291831031,78429,875SH DFND929,5650310
EATON CORP PLCSHSG2918310304SHCallDFND7400
ENDURANCE SPECIALTY HLDGS LTSHSG303971067100SH DFND100100
ENDURANCE SPECIALTY HLDGS LTSHSG303971061342,000SH DFND132,00000
ENDURANCE SPECIALTY HLDGS LTSHSG3039710651760SH DFND1476000
ENDURANCE SPECIALTY HLDGS LTSHSG3039710667995SH DFND799500
ENDURANCE SPECIALTY HLDGS LTSHSG30397106463SH DFND96300
ENSTAR GROUP LIMITEDSHSG3075P1017874,860SH DFND1,3004,860
ENSTAR GROUP LIMITEDSHSG3075P10180491SH DFND349100
ENSTAR GROUP LIMITEDSHSG3075P10187538SH DFND7513025
ENSTAR GROUP LIMITEDSHSG3075P10128174SH DFND917400
ENSCO PLCSHS CLASS AG3157S1061150SH DFND115000
ENSCO PLCSHS CLASS AG3157S106101,030SH DFND1,31,03000
ENSCO PLCSHS CLASS AG3157S106495,050SH DFND135,05000
ENSCO PLCSHS CLASS AG3157S106232,400SH DFND142,40000
ENSCO PLCSHS CLASS AG3157S1062230SH DFND323000
ENSCO PLCSHS CLASS AG3157S106262,703SH DFND72,70300
ENSCO PLCSHS CLASS AG3157S1065540SH DFND7,954000
ENSCO PLCSHS CLASS AG3157S10652654,220SH DFND954,22000
EVEREST RE GROUP LTDCOMG3223R10837200SH DFND120000
EVEREST RE GROUP LTDCOMG3223R1082141,170SH DFND131,17000
EVEREST RE GROUP LTDCOMG3223R10851280SH DFND1428000
EVEREST RE GROUP LTDCOMG3223R1081891,032SH DFND71,03200
EVEREST RE GROUP LTDCOMG3223R10815SH DFND7,9005
EVEREST RE GROUP LTDCOMG3223R10853292SH DFND929200
GENPACT LIMITEDSHSG3922B107321,200SH DFND1,31,20000
GENPACT LIMITEDSHSG3922B1072449,100SH DFND139,10000
GENPACT LIMITEDSHSG3922B1075200SH DFND1420000
GENPACT LIMITEDSHSG3922B107662,460SH DFND72,46000
GENPACT LIMITEDSHSG3922B107823,046SH DFND93,04600
HELEN OF TROY CORP LTDCOMG4388N1065965,800SH DFND1,3005,800
HELEN OF TROY CORP LTDCOMG4388N1061099SH DFND765034
HELEN OF TROY CORP LTDCOMG4388N106110SH DFND91000
HERBALIFE LTDCOM USD SHSG4412G10123400SH DFND1,340000
HERBALIFE LTDCOM USD SHSG4412G1011111,900SH DFND131,90000
HERBALIFE LTDCOM USD SHSG4412G10123400SH DFND1440000
HERBALIFE LTDCOM USD SHSG4412G101235SH DFND33500
HERBALIFE LTDCOM USD SHSG4412G10132551SH DFND755100
HERBALIFE LTDCOM USD SHSG4412G1011302,224SH DFND92,22400
ICON PLCSHSG4705A10047677SH DFND167700
ICON PLCSHSG4705A100971,380SH DFND31,38000
ICON PLCSHSG4705A1001,52921,835SH DFND721,7210114
ICON PLCSHSG4705A1005137,321SH DFND7,97,32100
ICON PLCSHSG4705A1001,16316,611SH DFND916,61100
ICON PLCSHSG4705A1005167,374SH OTR137,37400
INGERSOLL-RAND PLCSHSG477911012293,600SH DFND13,60000
INGERSOLL-RAND PLCSHSG477911011081,700SH DFND1,31,70000
INGERSOLL-RAND PLCSHSG477911016029,450SH DFND139,45000
INGERSOLL-RAND PLCSHSG477911011402,200SH DFND142,20000
INGERSOLL-RAND PLCSHSG477911017105SH DFND310500
INGERSOLL-RAND PLCSHSG477911012513,939SH DFND73,871068
INGERSOLL-RAND PLCSHSG4779110145705SH DFND7,970500
INGERSOLL-RAND PLCSHSG47791101661,038SH DFND95110527
WEATHERFORD INTL PLCORD SHSG48833100132,300SH DFND12,30000
WEATHERFORD INTL PLCORD SHSG48833100305,400SH DFND1,35,40000
WEATHERFORD INTL PLCORD SHSG4883310091,650SH DFND131,65000
WEATHERFORD INTL PLCORD SHSG488331002330SH DFND333000
WEATHERFORD INTL PLCORD SHSG4883310025846,443SH DFND745,6920751
WEATHERFORD INTL PLCORD SHSG48833100549,802SH DFND7,99,80200
WEATHERFORD INTL PLCORD SHSG488331006712,106SH DFND912,10600
INVESCO LTDSHSG491BT1082,34691,846SH DFND177,730014,116
INVESCO LTDSHSG491BT1081074,175SH DFND1,34,17500
INVESCO LTDSHSG491BT1083129SH DFND112900
INVESCO LTDSHSG491BT1089338SH DFND133800
INVESCO LTDSHSG491BT10831512,320SH DFND1312,32000
INVESCO LTDSHSG491BT1081796,989SH DFND143,3003,6890
INVESCO LTDSHSG491BT10872528,381SH DFND328,38100
INVESCO LTDSHSG491BT10812,641494,961SH DFND7494,2320729
INVESCO LTDSHSG491BT1082,14884,084SH DFND7,984,023061
INVESCO LTDSHSG491BT1083,025118,426SH DFND9117,9300496
JAZZ PHARMACEUTICALS PLCSHS USDG5087110571500SH DFND1450000
JAZZ PHARMACEUTICALS PLCSHS USDG50871105320SH DFND32000
JAZZ PHARMACEUTICALS PLCSHS USDG5087110526184SH DFND718400
JAZZ PHARMACEUTICALS PLCSHS USDG508711051541,090SH DFND91,09000
JAZZ PHARMACEUTICALS PLCSHS USDG50871105410SHCallDFND91000
LAZARD LTDSHS AG5405010212388SH DFND138800
LAZARD LTDSHS AG540501021093,650SH DFND133,65000
LAZARD LTDSHS AG54050102461,560SH DFND141,56000
LAZARD LTDSHS AG54050102521,758SH DFND31,75800
LAZARD LTDSHS AG540501022347,864SH DFND77,86400
LAZARD LTDSHS AG5405010213421SH DFND7,942100
LAZARD LTDSHS AG5405010233111,102SH DFND911,10200
LAZARD LTDSHS AG5405010205SHCallDFND9500
LIBERTY GLOBAL PLCSHS CL AG5480U104983,366SH DFND73,353013
LIBERTY GLOBAL PLCSHS CL AG5480U10427922SH DFND992200
LIBERTY GLOBAL PLCSHS CL AG5480U10441614,322SH OTR1314,32200
LIBERTY GLOBAL PLCSHS CL CG5480U12018645SH DFND164500
LIBERTY GLOBAL PLCSHS CL CG5480U120481,658SH DFND31,65800
LIBERTY GLOBAL PLCSHS CL CG5480U1201274,437SH DFND74,416021
LIBERTY GLOBAL PLCSHS CL CG5480U12072025,119SH DFND91,919023,200
LIBERTY GLOBAL PLCSHS CL CG5480U12041014,319SH OTR1314,31900
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U153380SH DFND18000
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U15330937SH DFND393700
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U15341212,669SH DFND712,66603
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U1531695,202SH DFND91,28703,915
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U153581,786SH OTR131,78600
MALLINCKRODT PUB LTD COSHSG5785G10744730SH DFND1,373000
MALLINCKRODT PUB LTD COSHSG5785G1071652,710SH DFND132,71000
MALLINCKRODT PUB LTD COSHSG5785G107691,141SH DFND141,14100
MALLINCKRODT PUB LTD COSHSG5785G107235SH DFND33500
MALLINCKRODT PUB LTD COSHSG5785G10727449SH DFND744900
MALLINCKRODT PUB LTD COSHSG5785G107111SH DFND7,90011
MALLINCKRODT PUB LTD COSHSG5785G107458SH DFND95800
MARKIT LTDSHSG582491061534,692SH DFND14,69200
MARKIT LTDSHSG58249106511,570SH DFND31,57000
MARKIT LTDSHSG582491061915,853SH DFND75,7140139
MARKIT LTDSHSG582491069278SH DFND7,927800
MARKIT LTDSHSG582491061,04632,097SH DFND931,05701,040
MARVELL TECHNOLOGY GROUP LTDORDG5876H105313,300SH DFND1,33,30000
MARVELL TECHNOLOGY GROUP LTDORDG5876H10510911,490SH DFND1311,49000
MARVELL TECHNOLOGY GROUP LTDORDG5876H105161,650SH DFND141,65000
MARVELL TECHNOLOGY GROUP LTDORDG5876H1052210SH DFND321000
MARVELL TECHNOLOGY GROUP LTDORDG5876H105161,632SH DFND71,63200
MARVELL TECHNOLOGY GROUP LTDORDG5876H1051107SH DFND7,900107
MARVELL TECHNOLOGY GROUP LTDORDG5876H10511812,394SH DFND912,39400
MEDTRONIC PLCSHSG5960L1032,20925,460SH DFND121,03304,427
MEDTRONIC PLCSHSG5960L10392710,680SH DFND1,310,68000
MEDTRONIC PLCSHSG5960L1031241,425SH DFND11,42500
MEDTRONIC PLCSHSG5960L1033,95045,526SH DFND1345,52600
MEDTRONIC PLCSHSG5960L1031,01311,675SH DFND1411,67500
MEDTRONIC PLCSHSG5960L10353608SH DFND360800
MEDTRONIC PLCSHSG5960L1034,56252,579SH DFND751,23301,346
MEDTRONIC PLCSHSG5960L1034264,904SH DFND7,94,865039
MEDTRONIC PLCSHSG5960L1036,70977,318SH DFND963,033014,285
MEDTRONIC PLCSHSG5960L1033273,774SH OTR133,77400
MEDTRONIC PLCSHSG5960L10339SHCallDFND9900
MICHAEL KORS HLDGS LTDSHSG607541017150SH DFND115000
MICHAEL KORS HLDGS LTDSHSG60754101591,200SH DFND1,31,20000
MICHAEL KORS HLDGS LTDSHSG607541012134,300SH DFND134,30000
MICHAEL KORS HLDGS LTDSHSG6075410135700SH DFND1470000
MICHAEL KORS HLDGS LTDSHSG60754101595SH DFND39500
MICHAEL KORS HLDGS LTDSHSG60754101561,133SH DFND71,109024
MICHAEL KORS HLDGS LTDSHSG607541011302,633SH DFND92,63300
NABORS INDUSTRIES LTDSHSG6359F1035500SH DFND150000
NABORS INDUSTRIES LTDSHSG6359F103171,700SH DFND1,31,70000
NABORS INDUSTRIES LTDSHSG6359F103878,630SH DFND138,63000
NABORS INDUSTRIES LTDSHSG6359F103151,510SH DFND141,51000
NABORS INDUSTRIES LTDSHSG6359F103190SH DFND740050
NABORS INDUSTRIES LTDSHSG6359F103195SH DFND99500
NAM TAI PPTY INCSHSG63907102112,057SH DFND9002,057
NAM TAI PPTY INCSHSG63907102448,138SH OTR138,13800
NIELSEN HLDGS PLCSHS EURG6518L1081352,600SH DFND1,32,60000
NIELSEN HLDGS PLCSHS EURG6518L1083877,450SH DFND137,45000
NIELSEN HLDGS PLCSHS EURG6518L1081092,100SH DFND142,10000
NIELSEN HLDGS PLCSHS EURG6518L1087135SH DFND313500
NIELSEN HLDGS PLCSHS EURG6518L1082124,073SH DFND74,07300
NIELSEN HLDGS PLCSHS EURG6518L108123SH DFND7,90023
NIELSEN HLDGS PLCSHS EURG6518L1081843,549SH DFND93,54900
NOBLE CORP PLCSHS USDG654311016710SH DFND171000
NOBLE CORP PLCSHS USDG6543110130336,805SH DFND1,31,800035,005
NOBLE CORP PLCSHS USDG65431101374,500SH DFND134,50000
NOBLE CORP PLCSHS USDG65431101182,200SH DFND142,20000
NOBLE CORP PLCSHS USDG65431101293,548SH DFND33,54800
NOBLE CORP PLCSHS USDG6543110121926,585SH DFND726,4250160
NOBLE CORP PLCSHS USDG654311015580SH DFND7,958000
NOBLE CORP PLCSHS USDG6543110115819,145SH DFND919,14500
NORWEGIAN CRUISE LINE HLDGSSHSG6672110435870SH DFND1,387000
NORWEGIAN CRUISE LINE HLDGSSHSG667211041263,160SH DFND133,16000
NORWEGIAN CRUISE LINE HLDGSSHSG6672110424600SH DFND1460000
NORWEGIAN CRUISE LINE HLDGSSHSG66721104245SH DFND34500
NORWEGIAN CRUISE LINE HLDGSSHSG66721104822,062SH DFND72,06200
NORWEGIAN CRUISE LINE HLDGSSHSG6672110418458SH DFND945800
ONEBEACON INSURANCE GROUP LTCL AG677421091,661120,366SH DFND1102,399017,967
ONEBEACON INSURANCE GROUP LTCL AG67742109725,250SH DFND1,35,25000
ONEBEACON INSURANCE GROUP LTCL AG677421092174SH DFND117400
ONEBEACON INSURANCE GROUP LTCL AG6774210915811,433SH DFND111,43300
ONEBEACON INSURANCE GROUP LTCL AG67742109694,982SH DFND1404,9820
ONEBEACON INSURANCE GROUP LTCL AG6774210949135,575SH DFND335,57500
ONEBEACON INSURANCE GROUP LTCL AG677421098,027581,682SH DFND7580,7520930
ONEBEACON INSURANCE GROUP LTCL AG6774210997270,429SH DFND7,970,42900
ONEBEACON INSURANCE GROUP LTCL AG677421092,515182,240SH DFND9182,24000
PENTAIR PLCSHSG7S00T1043335,716SH DFND15,71600
PENTAIR PLCSHSG7S00T104701,200SH DFND1,31,20000
PENTAIR PLCSHSG7S00T1042223,816SH DFND133,81600
PENTAIR PLCSHSG7S00T104771,329SH DFND141,32900
PENTAIR PLCSHSG7S00T104580SH DFND38000
PENTAIR PLCSHSG7S00T1044107,027SH DFND76,956071
PENTAIR PLCSHSG7S00T10457978SH DFND7,996909
PENTAIR PLCSHSG7S00T10496116,490SH DFND916,49000
RENAISSANCERE HOLDINGS LTDCOMG7496G1031321,120SH DFND131,12000
RENAISSANCERE HOLDINGS LTDCOMG7496G10348405SH DFND1440500
RENAISSANCERE HOLDINGS LTDCOMG7496G1037266,182SH DFND76,153029
RENAISSANCERE HOLDINGS LTDCOMG7496G103213SH DFND91300
SEAGATE TECHNOLOGY PLCSHSG7945M1074162SH DFND116200
SEAGATE TECHNOLOGY PLCSHSG7945M10768228,003SH DFND727,5250478
SEAGATE TECHNOLOGY PLCSHSG7945M107512,085SH DFND7,92,08500
SEAGATE TECHNOLOGY PLCSHSG7945M107431,768SH DFND91,724044
SHIP FINANCE INTERNATIONAL LSHSG81075106292,000SH DFND12,00000
SHIP FINANCE INTERNATIONAL LSHSG810751062137SH DFND713700
SHIP FINANCE INTERNATIONAL LSHSG8107510618412,500SH DFND90012,500
SIGNET JEWELERS LIMITEDSHSG81276100564SH DFND16400
SIGNET JEWELERS LIMITEDSHSG8127610036440SH DFND1,344000
SIGNET JEWELERS LIMITEDSHSG812761001421,720SH DFND131,72000
SIGNET JEWELERS LIMITEDSHSG8127610073880SH DFND1488000
SIGNET JEWELERS LIMITEDSHSG81276100335SH DFND33500
SIGNET JEWELERS LIMITEDSHSG81276100821,001SH DFND71,00001
SIGNET JEWELERS LIMITEDSHSG81276100560SH DFND7,90060
SIGNET JEWELERS LIMITEDSHSG8127610052632SH DFND91450487
STERIS PLCSHS USDG847201041031,494SH DFND11,49400
STERIS PLCSHS USDG847201041,46421,300SH DFND720,17501,125
STERIS PLCSHS USDG847201041051,531SH DFND7,91,53100
STERIS PLCSHS USDG847201042223,226SH DFND93,22600
TYCO INTL PLCSHSG914421061513,554SH DFND12,7510803
TYCO INTL PLCSHSG914421061112,600SH DFND1,32,60000
TYCO INTL PLCSHSG914421063317,770SH DFND137,77000
TYCO INTL PLCSHSG914421061964,600SH DFND144,60000
TYCO INTL PLCSHSG914421066135SH DFND313500
TYCO INTL PLCSHSG914421061,13326,605SH DFND726,2430362
TYCO INTL PLCSHSG914421061403,289SH DFND7,93,249040
TYCO INTL PLCSHSG914421062445,739SH DFND95,5640175
VALIDUS HOLDINGS LTDCOM SHSG9319H1028170SH DFND1317000
VALIDUS HOLDINGS LTDCOM SHSG9319H10234700SH DFND1470000
VALIDUS HOLDINGS LTDCOM SHSG9319H1024118,466SH DFND78,413053
VALIDUS HOLDINGS LTDCOM SHSG9319H102641,322SH DFND91,32200
WHITE MTNS INS GROUP LTDCOMG9618E1074452SH DFND15200
WHITE MTNS INS GROUP LTDCOMG9618E107135160SH DFND1316000
WHITE MTNS INS GROUP LTDCOMG9618E107109130SH DFND1413000
WHITE MTNS INS GROUP LTDCOMG9618E10793111SH DFND311100
WHITE MTNS INS GROUP LTDCOMG9618E107418496SH DFND749501
WHITE MTNS INS GROUP LTDCOMG9618E107119141SH DFND7,914100
WHITE MTNS INS GROUP LTDCOMG9618E107332394SH DFND939400
WILLIS TOWERS WATSON PUB LTDSHSG966291031077SH DFND17700
WILLIS TOWERS WATSON PUB LTDSHSG966291031,43311,531SH DFND1,350011,481
WILLIS TOWERS WATSON PUB LTDSHSG966291031251,007SH DFND31,00700
WILLIS TOWERS WATSON PUB LTDSHSG966291032331,871SH DFND71,794077
WILLIS TOWERS WATSON PUB LTDSHSG9662910317135SH DFND7,913500
WILLIS TOWERS WATSON PUB LTDSHSG966291032602,089SH DFND91,8890200
PERRIGO CO PLCSHSG9782210317184SH DFND118400
PERRIGO CO PLCSHSG978221031001,100SH DFND1,31,10000
PERRIGO CO PLCSHSG978221034665,140SH DFND135,14000
PERRIGO CO PLCSHSG978221031091,200SH DFND141,20000
PERRIGO CO PLCSHSG97822103556SH DFND35600
PERRIGO CO PLCSHSG9782210362679SH DFND7669010
PERRIGO CO PLCSHSG9782210316180SH DFND7,918000
PERRIGO CO PLCSHSG9782210321234SH DFND923400
XL GROUP PLCSHSG9829010210300SH DFND130000
XL GROUP PLCSHSG982901022427,270SH DFND137,27000
XL GROUP PLCSHSG98290102571,700SH DFND141,70000
XL GROUP PLCSHSG98290102255SH DFND35500
XL GROUP PLCSHSG9829010217512SH DFND751200
XL GROUP PLCSHSG9829010216484SH DFND7,93800104
XL GROUP PLCSHSG982901022858,565SH DFND97008,495
ALLIED WRLD ASSUR COM HLDG ASHSH015311042306,540SH DFND1006,540
ALLIED WRLD ASSUR COM HLDG ASHSH015311041373,890SH DFND133,89000
ALLIED WRLD ASSUR COM HLDG ASHSH0153110423650SH DFND1465000
ALLIED WRLD ASSUR COM HLDG ASHSH015311042908,243SH DFND78,24300
ALLIED WRLD ASSUR COM HLDG ASHSH01531104121SH DFND7,90021
ALLIED WRLD ASSUR COM HLDG ASHSH01531104010SH DFND91000
CHUBB LIMITEDCOMH1467J1042,56819,649SH DFND119,4070242
CHUBB LIMITEDCOMH1467J10432245SH DFND1,324500
CHUBB LIMITEDCOMH1467J1041,91514,647SH DFND1314,64700
CHUBB LIMITEDCOMH1467J1045954,549SH DFND144,54900
CHUBB LIMITEDCOMH1467J1043912,988SH DFND32,98800
CHUBB LIMITEDCOMH1467J10416,215124,052SH DFND7122,17301,879
CHUBB LIMITEDCOMH1467J1046,53349,984SH DFND7,949,98103
CHUBB LIMITEDCOMH1467J10420,888159,806SH DFND9149,013010,793
CHUBB LIMITEDCOMH1467J10402SHCallDFND7200
CHUBB LIMITEDCOMH1467J1042312SHCallDFND91200
GARMIN LTDSHSH2906T109421,000SH DFND11,00000
GARMIN LTDSHSH2906T10934800SH DFND1,380000
GARMIN LTDSHSH2906T109721,690SH DFND131,69000
GARMIN LTDSHSH2906T10923540SH DFND1454000
GARMIN LTDSHSH2906T109255SH DFND35500
GARMIN LTDSHSH2906T109451,060SH DFND71,06000
GARMIN LTDSHSH2906T109240SH DFND7,90040
GARMIN LTDSHSH2906T10938906SH DFND990600
UBS GROUP AGSHSH4209710712903SH DFND190300
UBS GROUP AGSHSH4209710719915,385SH DFND714,38401,001
UBS GROUP AGSHSH42097107342,655SH DFND7,92,65500
UBS GROUP AGSHSH42097107342,610SH DFND967801,932
TE CONNECTIVITY LTDREG SHSH849891041672,921SH DFND12,92100
TE CONNECTIVITY LTDREG SHSH84989104601,059SH DFND31,05900
TE CONNECTIVITY LTDREG SHSH849891041,16520,404SH DFND718,14802,256
TE CONNECTIVITY LTDREG SHSH8498910457998SH DFND7,999800
TE CONNECTIVITY LTDREG SHSH849891041823,189SH DFND92,9340255
TRANSOCEAN LTDREG SHSH8817H100524,349SH DFND14,34900
TRANSOCEAN LTDREG SHSH8817H100151,300SH DFND1,31,30000
TRANSOCEAN LTDREG SHSH8817H100312,600SH DFND142,60000
TRANSOCEAN LTDREG SHSH8817H10020917,572SH DFND717,57200
TRANSOCEAN LTDREG SHSH8817H1009797SH DFND95160281
TRANSOCEAN LTDREG SHSH8817H10018SHCallDFND7800
CHECK POINT SOFTWARE TECH LTORDM224651044125,172SH DFND14,17201,000
CHECK POINT SOFTWARE TECH LTORDM224651041,74721,928SH DFND720,53901,389
CHECK POINT SOFTWARE TECH LTORDM224651045697,140SH DFND7,97,065075
CHECK POINT SOFTWARE TECH LTORDM224651041,00712,642SH DFND911,07201,570
CHECK POINT SOFTWARE TECH LTORDM224651042,00825,206SH OTR1325,20600
ELBIT SYS LTDORDM3760D10120216SH DFND121600
ELBIT SYS LTDORDM3760D1011,17612,930SH DFND712,93000
ELBIT SYS LTDORDM3760D1015105,607SH DFND7,95,60700
ELBIT SYS LTDORDM3760D1017378,099SH DFND98,09900
AERCAP HOLDINGS NVSHSN009851061424,236SH DFND14,23600
AERCAP HOLDINGS NVSHSN00985106471,411SH DFND31,41100
AERCAP HOLDINGS NVSHSN009851062427,205SH DFND77,0310174
AERCAP HOLDINGS NVSHSN009851068249SH DFND7,924900
AERCAP HOLDINGS NVSHSN0098510696728,774SH DFND927,9140860
AERCAP HOLDINGS NVSHSN0098510617519SH OTR1351900
ASML HOLDING N VN Y REGISTRY SHSN0705921016165SH DFND116500
ASML HOLDING N VN Y REGISTRY SHSN070592103653,682SH DFND73,599083
ASML HOLDING N VN Y REGISTRY SHSN0705921072721SH DFND96160105
CORE LABORATORIES N VCOMN2271710736291SH DFND129100
CORE LABORATORIES N VCOMN22717107116933SH DFND393300
CORE LABORATORIES N VCOMN227171071,59812,896SH DFND712,844052
CORE LABORATORIES N VCOMN2271710719157SH DFND7,915700
CORE LABORATORIES N VCOMN227171076805,489SH DFND95,48900
CORE LABORATORIES N VCOMN2271710716130SH OTR1313000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451002543,411SH DFND13,41100
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001411,900SH DFND1,31,90000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451005807,800SH DFND137,80000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001712,300SH DFND142,30000
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510054731SH DFND373100
LYONDELLBASELL INDUSTRIES NSHS - A -N537451003,04840,952SH DFND740,7680184
LYONDELLBASELL INDUSTRIES NSHS - A -N537451006358,535SH DFND7,98,53500
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,19916,110SH DFND914,77601,334
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510002SHCallDFND7200
MYLAN N VSHS EURON5946510928645SH DFND164500
MYLAN N VSHS EURON594651091433,310SH DFND1,33,31000
MYLAN N VSHS EURON5946510917390SH DFND139000
MYLAN N VSHS EURON5946510943810,130SH DFND1310,13000
MYLAN N VSHS EURON594651092375,475SH DFND145,47500
MYLAN N VSHS EURON594651098175SH DFND317500
MYLAN N VSHS EURON594651092305,310SH DFND75,1100200
MYLAN N VSHS EURON594651092305,316SH DFND7,95,31600
MYLAN N VSHS EURON594651092185,036SH DFND93,33601,700
MYLAN N VSHS EURON5946510902SHCallDFND9200
NXP SEMICONDUCTORS N VCOMN6596X1091992,534SH DFND11,15401,380
NXP SEMICONDUCTORS N VCOMN6596X10923293SH DFND129300
NXP SEMICONDUCTORS N VCOMN6596X109110SH DFND140100
NXP SEMICONDUCTORS N VCOMN6596X1092,21328,251SH DFND728,190061
NXP SEMICONDUCTORS N VCOMN6596X1094936,292SH DFND7,96,29200
NXP SEMICONDUCTORS N VCOMN6596X10991411,666SH DFND910,9400726
NXP SEMICONDUCTORS N VCOMN6596X10988511,293SH OTR1311,29300
SENSATA TECHNOLOGIES HLDG NVSHSN7902X106269SH DFND16900
SENSATA TECHNOLOGIES HLDG NVSHSN7902X10660817,431SH DFND715,63101,800
SENSATA TECHNOLOGIES HLDG NVSHSN7902X1061002,864SH DFND92,6150249
YANDEX N VSHS CLASS AN9728410812541SH DFND154100
YANDEX N VSHS CLASS AN97284108592,699SH DFND32,69900
YANDEX N VSHS CLASS AN972841082079,476SH DFND79,449027
YANDEX N VSHS CLASS AN9728410810435SH DFND7,943500
YANDEX N VSHS CLASS AN9728410825411,631SH DFND911,63100
YANDEX N VSHS CLASS AN972841081687,700SH OTR137,70000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1031341,997SH DFND11,99700
ROYAL CARIBBEAN CRUISES LTDCOMV7780T103681,010SH DFND1,31,01000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032343,480SH DFND133,48000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T103811,210SH DFND141,21000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T103575SH DFND37500
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1031,19217,753SH DFND717,75300
ROYAL CARIBBEAN CRUISES LTDCOMV7780T103931,382SH DFND7,91,38200
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032914,336SH DFND94,33600
BROADCOM LTDSHSY098271097614,898SH DFND13,25701,641
BROADCOM LTDSHSY098271094352,801SH DFND1,32,80100
BROADCOM LTDSHSY0982710925160SH DFND116000
BROADCOM LTDSHSY098271091,83911,833SH DFND1311,83300
BROADCOM LTDSHSY098271095823,743SH DFND143,74300
BROADCOM LTDSHSY0982710925162SH DFND316200
BROADCOM LTDSHSY098271096,06139,001SH DFND738,8620139
BROADCOM LTDSHSY098271099486,098SH DFND7,96,064034
BROADCOM LTDSHSY098271092,98419,201SH DFND914,68404,517
BROADCOM LTDSHSY098271092611SHCallDFND91100
FLEXTRONICS INTL LTDORDY2573F102282,362SH DFND12,36200
FLEXTRONICS INTL LTDORDY2573F102625,286SH DFND35,28600
FLEXTRONICS INTL LTDORDY2573F1021,09592,758SH DFND792,3840374
FLEXTRONICS INTL LTDORDY2573F10247039,837SH DFND7,939,83700
FLEXTRONICS INTL LTDORDY2573F10265955,817SH DFND955,81700
SEASPAN CORPSHSY75638109322,300SH DFND12,30000
SEASPAN CORPSHSY7563810921515,388SH DFND715,38800
AAC HLDGS INCCOM00030710833314,580SH OTR1314,58000
ABB LTDSPONSORED ADR000375204321,620SH DFND11,62000
ABB LTDSPONSORED ADR00037520443421,901SH DFND721,803098
ABB LTDSPONSORED ADR000375204603,014SH DFND7,93,01400
ABB LTDSPONSORED ADR0003752041,33267,164SH DFND967,16400
ACNB CORPCOM00086810932512,948SH DFND112,0480900
AFLAC INCCOM0010551021,19916,621SH DFND116,62100
AFLAC INCCOM00105510223324SH DFND132400
AFLAC INCCOM00105510214199SH DFND119900
AFLAC INCCOM0010551021,02514,200SH DFND1314,20000
AFLAC INCCOM0010551023204,430SH DFND144,43000
AFLAC INCCOM0010551021441,994SH DFND31,99400
AFLAC INCCOM0010551022,69737,375SH DFND737,2620113
AFLAC INCCOM00105510271977SH DFND7,9917060
AFLAC INCCOM0010551022,53235,082SH DFND934,8890193
AGL RES INCCOM00120410618275SH DFND127500
AGL RES INCCOM00120410626400SH DFND1,340000
AGL RES INCCOM00120410633500SH DFND1450000
AGL RES INCCOM001204106235SH DFND33500
AGL RES INCCOM0012041066009,095SH DFND79,09500
AGL RES INCCOM0012041062433,684SH DFND7,93,67608
AGL RES INCCOM001204106227SH DFND92700
AES CORPCOM00130H1059750SH DFND175000
AES CORPCOM00130H105262,100SH DFND1,32,10000
AES CORPCOM00130H10519115,300SH DFND1315,30000
AES CORPCOM00130H105504,000SH DFND144,00000
AES CORPCOM00130H105685,440SH DFND35,44000
AES CORPCOM00130H10534627,764SH DFND727,76400
AES CORPCOM00130H10510815SH DFND7,981500
AES CORPCOM00130H105181,460SH DFND91,46000
AK STL CORPNOTE 5.000%11/1001546AP51110,000PRN DFND110,00000
AK STL CORPNOTE 5.000%11/1001546AP533,000PRN DFND73,00000
ALPS ETF TRALERIAN MLP00162Q8661,24197,597SH DFND797,59700
ALPS ETF TRALERIAN MLP00162Q8661,888148,393SH DFND953,683094,710
ALJ REGIONAL HLDGS INCCOM0016271086012,000SH DFND712,00000
AMC NETWORKS INCCL A00164V10328460SH DFND1,346000
AMC NETWORKS INCCL A00164V1031021,685SH DFND131,68500
AMC NETWORKS INCCL A00164V10346757SH DFND1475700
AMC NETWORKS INCCL A00164V103240SH DFND34000
AMC NETWORKS INCCL A00164V1031292,131SH DFND72,038093
AMC NETWORKS INCCL A00164V10312201SH DFND7,9191010
AMC NETWORKS INCCL A00164V103110SH DFND91000
AT&T INCCOM00206R10228,992670,967SH DFND1600,927070,040
AT&T INCCOM00206R1022,01146,540SH DFND1,346,54000
AT&T INCCOM00206R102821,903SH DFND11,90300
AT&T INCCOM00206R1021,42532,969SH DFND132,96900
AT&T INCCOM00206R1027,298168,900SH DFND13168,90000
AT&T INCCOM00206R1022,28052,761SH DFND1447,7005,0610
AT&T INCCOM00206R1021,85843,009SH DFND343,00900
AT&T INCCOM00206R10243,7331,012,101SH DFND71,003,74308,358
AT&T INCCOM00206R1024,655107,728SH DFND7,9107,3320396
AT&T INCCOM00206R10226,774619,620SH DFND9583,277036,343
AT&T INCCOM00206R10214SHCallDFND7400
AZZ INCCOM0024741042654,410SH DFND1,3004,410
AZZ INCCOM00247410419322SH DFND732200
ABBOTT LABSCOM0028241005,957151,527SH DFND1146,03605,491
ABBOTT LABSCOM00282410043911,160SH DFND1,311,16000
ABBOTT LABSCOM002824100401,011SH DFND11,01100
ABBOTT LABSCOM0028241001062,689SH DFND12,68900
ABBOTT LABSCOM0028241001,66742,409SH DFND1342,40900
ABBOTT LABSCOM00282410044111,206SH DFND1411,20600
ABBOTT LABSCOM00282410095324,246SH DFND324,24600
ABBOTT LABSCOM0028241007,901200,982SH DFND7191,73709,245
ABBOTT LABSCOM0028241001,15229,310SH DFND7,929,262048
ABBOTT LABSCOM00282410012,770324,861SH DFND9266,452058,409
ABBOTT LABSCOM00282410053113,519SH OTR1313,51900
ABBOTT LABSCOM00282410014SHCallDFND7400
ABBVIE INCCOM00287Y10910,904176,127SH DFND1166,91809,209
ABBVIE INCCOM00287Y10985713,840SH DFND1,313,84000
ABBVIE INCCOM00287Y10931497SH DFND149700
ABBVIE INCCOM00287Y1092393,859SH DFND13,85900
ABBVIE INCCOM00287Y1093,26752,778SH DFND1352,77800
ABBVIE INCCOM00287Y1091,05917,110SH DFND1415,7531,3570
ABBVIE INCCOM00287Y10966210,699SH DFND310,69900
ABBVIE INCCOM00287Y10925,578413,154SH DFND7406,77606,378
ABBVIE INCCOM00287Y1092,84946,017SH DFND7,945,942075
ABBVIE INCCOM00287Y10925,688414,930SH DFND9383,309031,621
ABBVIE INCCOM00287Y1094827,787SH OTR137,78700
ABBVIE INCCOM00287Y109221SHCallDFND92100
ABERCROMBIE & FITCH COCL A0028962079500SH DFND150000
ABERCROMBIE & FITCH COCL A0028962073,653205,116SH DFND7205,105011
ABERCROMBIE & FITCH COCL A0028962071,06960,000SH DFND7,960,00000
ABERCROMBIE & FITCH COCL A00289620729116,325SH DFND916,32500
ABERDEEN ASIA PACIFIC INCOMCOM00300910710520,927SH DFND720,92700
ABERDEEN ASIA PACIFIC INCOMCOM003009107102,000SH DFND92,00000
ABERDEEN AUSTRALIA EQTY FD ICOM00301110310318,208SH DFND718,20800
ABIOMED INCCOM00365410044400SH DFND1,340000
ABIOMED INCCOM00365410022200SH DFND1420000
ABIOMED INCCOM00365410037336SH DFND7316020
ABIOMED INCCOM003654100220SH DFND92000
ABIOMED INCCOM0036541002722,489SH OTR132,48900
ACADIA RLTY TRCOM SH BEN INT004239109381,059SH DFND71,05900
ACADIA RLTY TRCOM SH BEN INT0042391097188SH DFND918800
ACADIA RLTY TRCOM SH BEN INT0042391092055,779SH OTR135,77900
ACCURIDE CORP NEWCOM NEW00439T2063124,700SH DFND724,70000
ACTIVISION BLIZZARD INCCOM00507V1092065,199SH DFND14,09901,100
ACTIVISION BLIZZARD INCCOM00507V1091664,180SH DFND1,34,18000
ACTIVISION BLIZZARD INCCOM00507V10971217,970SH DFND1317,97000
ACTIVISION BLIZZARD INCCOM00507V1091193,000SH DFND143,00000
ACTIVISION BLIZZARD INCCOM00507V1098210SH DFND321000
ACTIVISION BLIZZARD INCCOM00507V1092486,253SH DFND76,25300
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AMAZON COM INCCOM0231351067,54110,538SH DFND19,03401,504
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AMERICAN EXPRESS COCOM0258161091,71028,138SH DFND126,33801,800
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AMERICAN EXPRESS COCOM0258161098,779144,480SH DFND9129,262015,218
AMERICAN EXPRESS COCOM02581610912SHCallDFND7200
AMERICAN FINL GROUP INC OHIOCOM02593210444600SH DFND100600
AMERICAN FINL GROUP INC OHIOCOM0259321041181,600SH DFND131,60000
AMERICAN FINL GROUP INC OHIOCOM025932104741,000SH DFND141,00000
AMERICAN FINL GROUP INC OHIOCOM025932104455SH DFND35500
AMERICAN FINL GROUP INC OHIOCOM0259321041752,373SH DFND71,4730900
AMERICAN FINL GROUP INC OHIOCOM025932104111SH DFND7,90011
AMERICAN FINL GROUP INC OHIOCOM025932104120SH DFND92000
AMERICAN HOMES 4 RENTCL A02665T306341,650SH DFND131,65000
AMERICAN HOMES 4 RENTCL A02665T306572,800SH DFND142,80000
AMERICAN HOMES 4 RENTCL A02665T306241,148SH DFND31,14800
AMERICAN HOMES 4 RENTCL A02665T306864,184SH DFND74,18400
AMERICAN HOMES 4 RENTCL A02665T30612598SH DFND959800
AMERICAN HOMES 4 RENTCL A02665T30632115,677SH OTR1315,67700
AMERICAN INTL GROUP INC*W EXP 01/19/20202687415622512,019SH DFND112,01900
AMERICAN INTL GROUP INC*W EXP 01/19/2020268741565273SH DFND727300
AMERICAN INTL GROUP INC*W EXP 01/19/2020268741563160SH DFND7,916000
AMERICAN INTL GROUP INC*W EXP 01/19/2020268741567372SH DFND9359013
AMERICAN INTL GROUP INCCOM NEW0268747841,72032,520SH DFND131,19601,324
AMERICAN INTL GROUP INCCOM NEW02687478482215,540SH DFND1,315,54000
AMERICAN INTL GROUP INCCOM NEW0268747842574,859SH DFND14,1490710
AMERICAN INTL GROUP INCCOM NEW0268747841,74034,235SH DFND1334,23500
AMERICAN INTL GROUP INCCOM NEW0268747844649,801SH DFND149,80100
AMERICAN INTL GROUP INCCOM NEW0268747841,02619,401SH DFND319,40100
AMERICAN INTL GROUP INCCOM NEW0268747848,612162,828SH DFND7162,4920336
AMERICAN INTL GROUP INCCOM NEW0268747842,73251,663SH DFND7,951,635028
AMERICAN INTL GROUP INCCOM NEW0268747846,361120,260SH DFND9114,99305,267
AMERICAN TOWER CORP NEWCOM03027X1002,46021,649SH DFND119,10402,545
AMERICAN TOWER CORP NEWCOM03027X1001,21610,700SH DFND1,310,70000
AMERICAN TOWER CORP NEWCOM03027X1004113,622SH DFND13,2670355
AMERICAN TOWER CORP NEWCOM03027X1001,49513,160SH DFND1313,16000
AMERICAN TOWER CORP NEWCOM03027X1004874,290SH DFND144,29000
AMERICAN TOWER CORP NEWCOM03027X1001,53613,518SH DFND313,51800
AMERICAN TOWER CORP NEWCOM03027X10016,583145,965SH DFND7144,52001,445
AMERICAN TOWER CORP NEWCOM03027X1003,07627,077SH DFND7,927,025052
AMERICAN TOWER CORP NEWCOM03027X1008,58875,595SH DFND974,7970798
AMERICAN WTR WKS CO INC NEWCOM0304201032362,787SH DFND12,5370250
AMERICAN WTR WKS CO INC NEWCOM03042010351600SH DFND1,360000
AMERICAN WTR WKS CO INC NEWCOM0304201031521,800SH DFND131,80000
AMERICAN WTR WKS CO INC NEWCOM0304201031271,500SH DFND141,50000
AMERICAN WTR WKS CO INC NEWCOM0304201038100SH DFND310000
AMERICAN WTR WKS CO INC NEWCOM0304201034655,497SH DFND74,6470850
AMERICAN WTR WKS CO INC NEWCOM030420103220SH DFND7,90020
AMERICAN WTR WKS CO INC NEWCOM0304201032863,382SH DFND92,6050777
AMERISOURCEBERGEN CORPCOM03073E1051001,267SH DFND11,26700
AMERISOURCEBERGEN CORPCOM03073E1051041,310SH DFND1,31,31000
AMERISOURCEBERGEN CORPCOM03073E10524298SH DFND129800
AMERISOURCEBERGEN CORPCOM03073E10514180SH DFND118000
AMERISOURCEBERGEN CORPCOM03073E1055617,070SH DFND137,07000
AMERISOURCEBERGEN CORPCOM03073E1051862,348SH DFND142,34800
AMERISOURCEBERGEN CORPCOM03073E1051391,748SH DFND31,74800
AMERISOURCEBERGEN CORPCOM03073E10593011,729SH DFND711,72504
AMERISOURCEBERGEN CORPCOM03073E1051401,770SH DFND7,91,77000
AMERISOURCEBERGEN CORPCOM03073E1053063,861SH DFND92,66101,200
AMERIPRISE FINL INCCOM03076C1063223,583SH DFND13,4630120
AMERIPRISE FINL INCCOM03076C1065345,940SH DFND135,94000
AMERIPRISE FINL INCCOM03076C1061541,719SH DFND141,71900
AMERIPRISE FINL INCCOM03076C106774SH DFND37400
AMERIPRISE FINL INCCOM03076C1062,82131,399SH DFND731,39900
AMERIPRISE FINL INCCOM03076C1061421,583SH DFND7,91,570013
AMERIPRISE FINL INCCOM03076C1061,22113,584SH DFND911,99401,590
AMERIGAS PARTNERS L PUNIT L P INT03097510628600SH DFND160000
AMERIGAS PARTNERS L PUNIT L P INT03097510648410,357SH DFND710,35700
AMERIGAS PARTNERS L PUNIT L P INT0309751062,50853,708SH DFND953,70800
AMETEK INC NEWCOM03110010043935SH DFND1700865
AMETEK INC NEWCOM031100100821,780SH DFND1,31,78000
AMETEK INC NEWCOM0311001002625,660SH DFND135,66000
AMETEK INC NEWCOM031100100891,927SH DFND141,92700
AMETEK INC NEWCOM0311001005100SH DFND310000
AMETEK INC NEWCOM0311001001,00221,664SH DFND719,96401,700
AMETEK INC NEWCOM0311001001302,820SH DFND92,82000
AMGEN INCCOM03116210010,77270,800SH DFND166,31504,485
AMGEN INCCOM0311621001,56610,295SH DFND1,310,29500
AMGEN INCCOM03116210045296SH DFND129600
AMGEN INCCOM0311621004713,097SH DFND13,007090
AMGEN INCCOM0311621003,67724,164SH DFND1324,16400
AMGEN INCCOM0311621001,0857,130SH DFND147,13000
AMGEN INCCOM0311621001,1517,567SH DFND37,56700
AMGEN INCCOM03116210017,019111,855SH DFND7111,3990456
AMGEN INCCOM0311621003,87025,438SH DFND7,925,412026
AMGEN INCCOM03116210014,54495,593SH DFND994,13801,455
AMGEN INCCOM0311621005583,667SH OTR133,66700
AMPHENOL CORP NEWCL A032095101911,591SH DFND11,59100
AMPHENOL CORP NEWCL A0320951011352,350SH DFND1,32,35000
AMPHENOL CORP NEWCL A03209510163111,000SH DFND1311,00000
AMPHENOL CORP NEWCL A0320951012183,800SH DFND143,80000
AMPHENOL CORP NEWCL A03209510198617,205SH DFND317,20500
AMPHENOL CORP NEWCL A0320951011,07318,719SH DFND718,628091
AMPHENOL CORP NEWCL A03209510129510SH DFND7,9430080
AMPHENOL CORP NEWCL A03209510192316,093SH DFND913,78302,310
AMSURG CORPCOM03232P40516200SH DFND100200
AMSURG CORPCOM03232P40523300SH DFND1,330000
AMSURG CORPCOM03232P40520258SH DFND7820176
AMSURG CORPCOM03232P40517214SH DFND921400
AMSURG CORPCOM03232P4054545,858SH OTR135,85800
ANADARKO PETE CORPCOM03251110786416,223SH DFND116,22300
ANADARKO PETE CORPCOM0325111071623,050SH DFND1,33,05000
ANADARKO PETE CORPCOM0325111075309,950SH DFND139,95000
ANADARKO PETE CORPCOM0325111071502,820SH DFND142,82000
ANADARKO PETE CORPCOM03251110711215SH DFND321500
ANADARKO PETE CORPCOM0325111071,05919,889SH DFND719,6200269
ANADARKO PETE CORPCOM0325111071402,635SH DFND7,92,63500
ANADARKO PETE CORPCOM0325111072,33443,837SH DFND99,940033,897
ANALOG DEVICES INCCOM03265410569112,199SH DFND111,9800219
ANALOG DEVICES INCCOM03265410564511,385SH DFND1,311,38500
ANALOG DEVICES INCCOM0326541051582,783SH DFND12,5780205
ANALOG DEVICES INCCOM0326541054668,220SH DFND138,22000
ANALOG DEVICES INCCOM0326541052183,850SH DFND143,85000
ANALOG DEVICES INCCOM03265410557210,098SH DFND310,09800
ANALOG DEVICES INCCOM0326541058,284146,266SH DFND7144,53601,730
ANALOG DEVICES INCCOM03265410559010,410SH DFND7,910,41000
ANALOG DEVICES INCCOM0326541053,39359,906SH DFND959,7430163
ANALOG DEVICES INCCOM03265410502SHCallDFND7200
ANALOGIC CORPCOM PAR $0.050326572072963,720SH DFND1,3003,720
ANALOGIC CORPCOM PAR $0.050326572071141,439SH DFND71,43900
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082,31217,555SH DFND117,3450210
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1081,0778,180SH DFND1,38,18000
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1083953,000SH DFND12,6900310
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1086274,765SH DFND34,76500
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A10815,382116,814SH DFND7115,27101,543
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1089987,582SH DFND7,97,4620120
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1085,28840,155SH DFND936,66203,493
ANNALY CAP MGMT INCCOM0357104096500SH DFND100500
ANNALY CAP MGMT INCCOM03571040994985,700SH DFND1,30085,700
ANNALY CAP MGMT INCCOM03571040941437,380SH DFND1337,38000
ANNALY CAP MGMT INCCOM035710409837,480SH DFND147,48000
ANNALY CAP MGMT INCCOM0357104091029,201SH DFND39,20100
ANNALY CAP MGMT INCCOM03571040924822,359SH DFND721,5260833
ANNALY CAP MGMT INCCOM0357104091039,325SH DFND99,32500
ANSYS INCCOM03662Q105224SH DFND12400
ANSYS INCCOM03662Q10556620SH DFND1,362000
ANSYS INCCOM03662Q1051251,380SH DFND131,38000
ANSYS INCCOM03662Q10545500SH DFND1450000
ANSYS INCCOM03662Q1052853,135SH DFND33,13500
ANSYS INCCOM03662Q1055826,408SH DFND76,3010107
ANSYS INCCOM03662Q1054935,436SH DFND95,3350101
ANTHEM INCCOM0367521032722,070SH DFND1,32,07000
ANTHEM INCCOM0367521039607,310SH DFND137,31000
ANTHEM INCCOM0367521032351,786SH DFND141,78600
ANTHEM INCCOM03675210338289SH DFND328900
ANTHEM INCCOM0367521038766,667SH DFND75,17801,489
ANTHEM INCCOM03675210364487SH DFND7,948304
ANTHEM INCCOM0367521033032,310SH DFND92,245065
APACHE CORPCOM03741110571712,875SH DFND112,87500
APACHE CORPCOM0374111051242,230SH DFND1,32,23000
APACHE CORPCOM03741110560310,840SH DFND1310,84000
APACHE CORPCOM0374111051733,100SH DFND143,10000
APACHE CORPCOM0374111058150SH DFND315000
APACHE CORPCOM03741110568412,283SH DFND710,83301,450
APACHE CORPCOM03741110522394SH DFND7,939400
APACHE CORPCOM0374111052584,640SH DFND94,5130127
APARTMENT INVT & MGMT COCL A03748R1011753,970SH DFND133,97000
APARTMENT INVT & MGMT COCL A03748R10128625SH DFND1462500
APARTMENT INVT & MGMT COCL A03748R101255SH DFND35500
APARTMENT INVT & MGMT COCL A03748R1011904,311SH DFND74,31100
APARTMENT INVT & MGMT COCL A03748R10120455SH DFND7,945500
APARTMENT INVT & MGMT COCL A03748R1019199SH DFND919900
APARTMENT INVT & MGMT COCL A03748R10156712,841SH OTR1312,84100
APOLLO INVT CORPCOM03761U1064800SH DFND180000
APOLLO INVT CORPCOM03761U10613323,948SH DFND723,915033
APPLE INCCOM03783310030,860322,799SH DFND1309,269013,530
APPLE INCCOM0378331005,85761,261SH DFND1,361,26100
APPLE INCCOM03783310019200SH DFND120000
APPLE INCCOM03783310098510,300SH DFND19,6250675
APPLE INCCOM03783310015,244159,460SH DFND13159,46000
APPLE INCCOM0378331004,42246,250SH DFND1446,240100
APPLE INCCOM0378331003,64438,116SH DFND338,11600
APPLE INCCOM03783310057,957606,247SH DFND7598,05008,197
APPLE INCCOM0378331006,45467,515SH DFND7,967,1780337
APPLE INCCOM03783310066,877699,554SH DFND9652,981046,573
APPLE INCCOM03783310005SHCallDFND7500
APPLE INCCOM0378331008392SHCallDFND99200
APPLE HOSPITALITY REIT INCCOM NEW03784Y200552,900SH DFND132,90000
APPLE HOSPITALITY REIT INCCOM NEW03784Y200191,000SH DFND141,00000
APPLE HOSPITALITY REIT INCCOM NEW03784Y2002110SH DFND311000
APPLE HOSPITALITY REIT INCCOM NEW03784Y20004SH DFND7400
APPLE HOSPITALITY REIT INCCOM NEW03784Y200201,070SH DFND91,07000
APPLE HOSPITALITY REIT INCCOM NEW03784Y20024312,942SH OTR1312,94200
APPLIED MATLS INCCOM03822210524510,239SH DFND15,25004,989
APPLIED MATLS INCCOM0382221051928,030SH DFND1,38,03000
APPLIED MATLS INCCOM03822210591538,180SH DFND1338,18000
APPLIED MATLS INCCOM03822210526310,984SH DFND1410,960240
APPLIED MATLS INCCOM03822210512510SH DFND351000
APPLIED MATLS INCCOM03822210578132,562SH DFND728,66903,893
APPLIED MATLS INCCOM0382221051917,983SH DFND7,97,8230160
APPLIED MATLS INCCOM0382221056,385266,387SH DFND9266,293094
APTARGROUP INCCOM03833610316200SH DFND1,320000
APTARGROUP INCCOM038336103230SH DFND33000
APTARGROUP INCCOM0383361032042,574SH DFND717402,400
APTARGROUP INCCOM03833610357726SH DFND972600
AQUA AMERICA INCCOM03836W103451,250SH DFND11,25000
AQUA AMERICA INCCOM03836W10314400SH DFND1,340000
AQUA AMERICA INCCOM03836W1031283,600SH DFND133,60000
AQUA AMERICA INCCOM03836W10325700SH DFND1470000
AQUA AMERICA INCCOM03836W103265SH DFND36500
AQUA AMERICA INCCOM03836W10338010,670SH DFND78,56802,102
AQUA AMERICA INCCOM03836W103120SH DFND7,90020
AQUA AMERICA INCCOM03836W1033,12387,574SH DFND986,24901,325
ARAMARKCOM03852U1062106,274SH DFND17506,199
ARAMARKCOM03852U106481,440SH DFND1,31,44000
ARAMARKCOM03852U1061945,800SH DFND135,80000
ARAMARKCOM03852U10627800SH DFND1480000
ARAMARKCOM03852U106265SH DFND36500
ARAMARKCOM03852U10627796SH DFND7765031
ARAMARKCOM03852U106135SH DFND93500
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L104032SH DFND73200
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L1047415,899SH OTR1315,89900
ARCHER DANIELS MIDLAND COCOM03948310251111,920SH DFND16,42005,500
ARCHER DANIELS MIDLAND COCOM0394831021122,600SH DFND1,32,60000
ARCHER DANIELS MIDLAND COCOM03948310252312,200SH DFND1312,20000
ARCHER DANIELS MIDLAND COCOM0394831021593,700SH DFND143,70000
ARCHER DANIELS MIDLAND COCOM03948310210240SH DFND324000
ARCHER DANIELS MIDLAND COCOM03948310296722,549SH DFND722,2940255
ARCHER DANIELS MIDLAND COCOM039483102431,008SH DFND7,91,00800
ARCHER DANIELS MIDLAND COCOM0394831023518,187SH DFND98,18700
ARES CAP CORPNOTE 4.375% 1/104010LAM55553,000PRN DFND953,00000
ARES CAP CORPCOM04010L1031,06374,879SH DFND774,87900
ARES CAP CORPCOM04010L103715,000SH DFND7,95,00000
ARES CAP CORPCOM04010L1031,02272,000SH DFND914,000058,000
ARM HLDGS PLCSPONSORED ADR04206810642930SH DFND193000
ARM HLDGS PLCSPONSORED ADR042068106962,118SH DFND32,11800
ARM HLDGS PLCSPONSORED ADR04206810657112,545SH DFND712,1780367
ARM HLDGS PLCSPONSORED ADR04206810621464SH DFND7,946400
ARM HLDGS PLCSPONSORED ADR04206810668715,098SH DFND915,09800
ARROW ELECTRS INCCOM04273510051820SH DFND1,382000
ARROW ELECTRS INCCOM0427351001822,940SH DFND132,94000
ARROW ELECTRS INCCOM04273510037600SH DFND1460000
ARROW ELECTRS INCCOM042735100355SH DFND35500
ARROW ELECTRS INCCOM0427351006102SH DFND79507
ARROW ELECTRS INCCOM0427351001021,650SH DFND91,65000
ASCENA RETAIL GROUP INCCOM04351G101777111,127SH DFND1,300111,127
ASCENA RETAIL GROUP INCCOM04351G101547,776SH DFND37,77600
ASCENA RETAIL GROUP INCCOM04351G101578,169SH DFND77,8530316
ASCENA RETAIL GROUP INCCOM04351G101202,810SH DFND92,81000
ASHLAND INC NEWCOM04420910468595SH DFND159500
ASHLAND INC NEWCOM04420910446400SH DFND1,340000
ASHLAND INC NEWCOM0442091041381,200SH DFND131,20000
ASHLAND INC NEWCOM04420910480700SH DFND1470000
ASHLAND INC NEWCOM044209104325SH DFND32500
ASHLAND INC NEWCOM0442091042322,025SH DFND72,012013
ASHLAND INC NEWCOM04420910444385SH DFND938500
ASPEN TECHNOLOGY INCCOM0453271031634,056SH DFND71,14102,915
ASPEN TECHNOLOGY INCCOM0453271031002,476SH DFND92,47600
ASSOCIATED BANC CORPCOM0454871051448,385SH DFND138,38500
ASSOCIATED BANC CORPCOM0454871052110SH DFND311000
ASSOCIATED BANC CORPCOM045487105824,808SH DFND74,787021
ASSURANT INCCOM04621X1082793,230SH DFND133,23000
ASSURANT INCCOM04621X10870810SH DFND1481000
ASSURANT INCCOM04621X108225SH DFND32500
ASSURANT INCCOM04621X10879913SH DFND791300
ASSURANT INCCOM04621X108335SH DFND93500
ASTRAZENECA PLCSPONSORED ADR0463531082,98198,752SH DFND184,954013,798
ASTRAZENECA PLCSPONSORED ADR0463531081254,140SH DFND1,34,14000
ASTRAZENECA PLCSPONSORED ADR0463531084131SH DFND113100
ASTRAZENECA PLCSPONSORED ADR04635310810335SH DFND133500
ASTRAZENECA PLCSPONSORED ADR0463531081143,779SH DFND1403,7790
ASTRAZENECA PLCSPONSORED ADR04635310891730,360SH DFND330,36000
ASTRAZENECA PLCSPONSORED ADR04635310814,400476,972SH DFND7469,94707,025
ASTRAZENECA PLCSPONSORED ADR0463531082,43380,588SH DFND7,980,58800
ASTRAZENECA PLCSPONSORED ADR04635310810,159336,501SH DFND9334,38302,118
ATHENAHEALTH INCCOM04685W10316118SH DFND111800
ATHENAHEALTH INCCOM04685W10336260SH DFND1,326000
ATHENAHEALTH INCCOM04685W10328200SH DFND1320000
ATHENAHEALTH INCCOM04685W10328200SH DFND1420000
ATHENAHEALTH INCCOM04685W103325SH DFND32500
ATHENAHEALTH INCCOM04685W1031801,304SH DFND71,269035
ATHENAHEALTH INCCOM04685W10336261SH DFND926100
ATMOS ENERGY CORPCOM04956010564789SH DFND178900
ATMOS ENERGY CORPCOM04956010524300SH DFND1,330000
ATMOS ENERGY CORPCOM04956010557700SH DFND1470000
ATMOS ENERGY CORPCOM049560105230SH DFND33000
ATMOS ENERGY CORPCOM04956010585610,524SH DFND710,52400
ATMOS ENERGY CORPCOM049560105221SH DFND7,90021
ATMOS ENERGY CORPCOM0495601052493,058SH DFND92,983075
AUTODESK INCCOM05276910628526SH DFND152600
AUTODESK INCCOM052769106901,670SH DFND1,31,67000
AUTODESK INCCOM0527691063646,730SH DFND136,73000
AUTODESK INCCOM0527691061202,220SH DFND142,22000
AUTODESK INCCOM052769106595SH DFND39500
AUTODESK INCCOM0527691065219,619SH DFND79,0900529
AUTODESK INCCOM052769106591,098SH DFND7,91,09800
AUTODESK INCCOM0527691061783,295SH DFND93,29500
AUTOLIV INCCOM052800109328SH DFND12800
AUTOLIV INCCOM0528001092262,107SH DFND71,5320575
AUTOLIV INCCOM0528001093883,608SH DFND93,60800
AUTOMATIC DATA PROCESSING INCOM0530151034,14345,095SH DFND141,44503,650
AUTOMATIC DATA PROCESSING INCOM0530151033153,430SH DFND1,33,43000
AUTOMATIC DATA PROCESSING INCOM05301510335385SH DFND138500
AUTOMATIC DATA PROCESSING INCOM05301510321234SH DFND123400
AUTOMATIC DATA PROCESSING INCOM0530151031,39015,130SH DFND1315,13000
AUTOMATIC DATA PROCESSING INCOM0530151034344,720SH DFND144,72000
AUTOMATIC DATA PROCESSING INCOM0530151031,06411,585SH DFND311,58500
AUTOMATIC DATA PROCESSING INCOM05301510312,648137,670SH DFND7134,58403,086
AUTOMATIC DATA PROCESSING INCOM0530151032,10922,955SH DFND7,922,94807
AUTOMATIC DATA PROCESSING INCOM05301510331,199339,602SH DFND9305,632033,970
AUTONATION INCCOM05329W10221450SH DFND1,345000
AUTONATION INCCOM05329W10216339SH DFND133900
AUTONATION INCCOM05329W102841,780SH DFND131,78000
AUTONATION INCCOM05329W102501,070SH DFND141,07000
AUTONATION INCCOM05329W102130SH DFND33000
AUTONATION INCCOM05329W1022,16846,137SH DFND746,13700
AUTONATION INCCOM05329W1022355,000SH DFND7,95,00000
AUTONATION INCCOM05329W1021222,604SH DFND92,60400
AUTOZONE INCCOM053332102364459SH DFND11530306
AUTOZONE INCCOM053332102183230SH DFND1,323000
AUTOZONE INCCOM053332102524660SH DFND1366000
AUTOZONE INCCOM053332102167210SH DFND1421000
AUTOZONE INCCOM0533321021215SH DFND31500
AUTOZONE INCCOM053332102221279SH DFND727900
AUTOZONE INCCOM0533321022936SH DFND7,93006
AUTOZONE INCCOM053332102122154SH DFND9143011
AVALONBAY CMNTYS INCCOM05348410146257SH DFND125700
AVALONBAY CMNTYS INCCOM0534841018704,822SH DFND134,82200
AVALONBAY CMNTYS INCCOM053484101178988SH DFND1498800
AVALONBAY CMNTYS INCCOM0534841011265SH DFND36500
AVALONBAY CMNTYS INCCOM0534841014072,256SH DFND72,25600
AVALONBAY CMNTYS INCCOM05348410137203SH DFND7,920300
AVALONBAY CMNTYS INCCOM0534841015643,128SH DFND93,12800
AVALONBAY CMNTYS INCCOM0534841013,99922,168SH OTR1322,16800
AVANGRID INCCOM05351W1039200SH DFND1,320000
AVANGRID INCCOM05351W1031342,900SH DFND132,90000
AVANGRID INCCOM05351W103355SH DFND35500
AVANGRID INCCOM05351W1031192,574SH DFND72,57400
AVANGRID INCCOM05351W10338817SH DFND981700
AVERY DENNISON CORPCOM053611109791,056SH DFND11,05600
AVERY DENNISON CORPCOM05361110937500SH DFND1,350000
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AVERY DENNISON CORPCOM05361110952700SH DFND1470000
AVERY DENNISON CORPCOM053611109335SH DFND33500
AVERY DENNISON CORPCOM0536111091,46719,631SH DFND717,26602,365
AVERY DENNISON CORPCOM05361110939522SH DFND7,952200
AVERY DENNISON CORPCOM0536111095557,420SH DFND97,42000
AVNET INCCOM05380710335870SH DFND1,387000
AVNET INCCOM0538071031894,660SH DFND134,66000
AVNET INCCOM053807103651,610SH DFND141,61000
AVNET INCCOM053807103380SH DFND38000
AVNET INCCOM0538071038199SH DFND7160039
AVNET INCCOM053807103375SH DFND97500
AVIVA PLCADR05382A10412411,558SH DFND711,55800
AVIVA PLCADR05382A104595,473SH DFND95,47300
BB&T CORPCOM0549371071,43040,148SH DFND138,46601,682
BB&T CORPCOM05493710729805SH DFND1,380500
BB&T CORPCOM0549371078227SH DFND122700
BB&T CORPCOM05493710771520,090SH DFND1320,09000
BB&T CORPCOM0549371071734,870SH DFND144,87000
BB&T CORPCOM0549371071684,705SH DFND34,70500
BB&T CORPCOM0549371076,363178,679SH DFND7176,53102,148
BB&T CORPCOM0549371074,276120,080SH DFND7,9120,011069
BB&T CORPCOM0549371075,524155,130SH DFND9154,9010229
B & G FOODS INC NEWCOM05508R10660512,548SH DFND712,54800
BCE INCCOM NEW05534B760711,508SH DFND11,1020406
BCE INCCOM NEW05534B7601,07822,791SH DFND722,702089
BCE INCCOM NEW05534B76054811,573SH DFND7,911,57300
BCE INCCOM NEW05534B76055811,785SH DFND911,78500
BGC PARTNERS INCCL A05541T10110011,426SH DFND711,42600
BGC PARTNERS INCCL A05541T10117420,000SH DFND90020,000
BP PLCSPONSORED ADR0556221042,58772,846SH DFND159,992012,854
BP PLCSPONSORED ADR0556221041183,315SH DFND1,33,31500
BP PLCSPONSORED ADR0556221044109SH DFND110900
BP PLCSPONSORED ADR05562210427764SH DFND176400
BP PLCSPONSORED ADR055622104742,075SH DFND1402,0750
BP PLCSPONSORED ADR05562210478322,055SH DFND322,05500
BP PLCSPONSORED ADR05562210411,106312,765SH DFND7311,00501,760
BP PLCSPONSORED ADR0556221042,40767,780SH DFND7,967,78000
BP PLCSPONSORED ADR05562210413,474379,452SH DFND9356,430023,022
BP PLCSPONSORED ADR0556221041,55943,898SH OTR1343,89800
BWX TECHNOLOGIES INCCOM05605H10025700SH DFND1,370000
BWX TECHNOLOGIES INCCOM05605H1001052,940SH DFND132,94000
BWX TECHNOLOGIES INCCOM05605H100411,160SH DFND141,16000
BWX TECHNOLOGIES INCCOM05605H100265SH DFND36500
BWX TECHNOLOGIES INCCOM05605H10031877SH DFND7852025
BWX TECHNOLOGIES INCCOM05605H100140SH DFND7,90040
BWX TECHNOLOGIES INCCOM05605H10031857SH DFND985700
BAIDU INCSPON ADR REP A0567521083101,877SH DFND11,87700
BAIDU INCSPON ADR REP A0567521084762,884SH DFND72,0320852
BAIDU INCSPON ADR REP A05675210834207SH DFND7,920700
BAIDU INCSPON ADR REP A0567521081,3668,257SH DFND98,25700
BAIDU INCSPON ADR REP A05675210845270SH OTR1327000
BAKER HUGHES INCCOM05722410783218,434SH DFND118,0030431
BAKER HUGHES INCCOM05722410791220,210SH DFND1,320,21000
BAKER HUGHES INCCOM0572241073177,034SH DFND16,02401,010
BAKER HUGHES INCCOM0572241073708,200SH DFND138,20000
BAKER HUGHES INCCOM0572241071292,852SH DFND142,85200
BAKER HUGHES INCCOM05722410781418,042SH DFND318,04200
BAKER HUGHES INCCOM0572241074,630102,598SH DFND7102,553045
BAKER HUGHES INCCOM057224107821,806SH DFND7,91,791015
BAKER HUGHES INCCOM0572241072,46954,705SH DFND954,4010304
BALL CORPCOM05849810697313,455SH DFND113,45500
BALL CORPCOM05849810658800SH DFND1,380000
BALL CORPCOM058498106801,100SH DFND131,10000
BALL CORPCOM058498106721,000SH DFND141,00000
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BALL CORPCOM0584981066088,404SH DFND77,27201,132
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BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K10113423,287SH DFND123,28700
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K101386,537SH DFND36,53700
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K10123741,238SH DFND739,12002,118
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BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K101948165,117SH DFND9136,116029,001
BANCOLOMBIA S ASPON ADR PREF05968L1021,28536,786SH OTR1336,78600
BANCORP NEW JERSEY INC NEWCOM05991510826823,000SH DFND723,00000
BANK AMER CORPCOM0605051041,836138,354SH DFND1133,43004,924
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BANK AMER CORPCOM0605051041,10283,008SH DFND1483,00800
BANK AMER CORPCOM06050510451839,052SH DFND339,05200
BANK AMER CORPCOM0605051044,263321,252SH DFND7301,320019,932
BANK AMER CORPCOM06050510462046,730SH DFND7,946,0610669
BANK AMER CORPCOM0605051043,113234,595SH DFND9138,414096,181
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BANK AMER CORP*W EXP 01/16/20106050514613940,000SH DFND140,00000
BANK AMER CORP7.25%CNV PFD L0605056826050SH DFND15000
BANK AMER CORP7.25%CNV PFD L060505682208174SH DFND717400
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BANK HAWAII CORPCOM0625401091702,470SH DFND132,47000
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BANK MONTREAL QUECOM063671101345SH DFND14500
BANK MONTREAL QUECOM0636711012954,650SH DFND74,597053
BANK MONTREAL QUECOM0636711015037,932SH DFND7,97,93200
BANK MONTREAL QUECOM0636711014,19766,207SH DFND966,20700
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BANK OF THE OZARKS INCCOM06390410621547SH DFND154700
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BANK NEW YORK MELLON CORPCOM06405810092623,825SH DFND923,6740151
BARCLAYS PLCADR06738E20481,093SH DFND11,09300
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BARCLAYS BK PLCIPATH S&P500 VIX06742E71134925,250SH DFND725,25000
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BAXTER INTL INCCOM07181310962013,703SH DFND113,70300
BAXTER INTL INCCOM0718131091673,690SH DFND1,33,69000
BAXTER INTL INCCOM07181310924531SH DFND153100
BAXTER INTL INCCOM07181310915323SH DFND132300
BAXTER INTL INCCOM07181310982918,330SH DFND1318,33000
BAXTER INTL INCCOM0718131091964,340SH DFND144,34000
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BAXTER INTL INCCOM0718131091,47832,690SH DFND732,69000
BAXTER INTL INCCOM07181310936794SH DFND7,9734060
BAXTER INTL INCCOM07181310996821,400SH DFND921,40000
BAXTER INTL INCCOM07181310927SHCallDFND9700
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BECTON DICKINSON & COCOM0758871092,71115,988SH DFND115,98800
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BED BATH & BEYOND INCCOM075896100375SH DFND37500
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BED BATH & BEYOND INCCOM07589610015345SH DFND7,934500
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BERKSHIRE HATHAWAY INC DELCL B NEW0846707022,30815,943SH DFND1415,94300
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BEST BUY INCCOM08651610118572SH DFND157200
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BHP BILLITON LTDSPONSORED ADR0886061081525,328SH DFND13,85601,472
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BIG LOTS INCCOM089302103355SH DFND15500
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BIO RAD LABS INCCL A09057220734240SH DFND1,324000
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BIOMARIN PHARMACEUTICAL INCNOTE 0.750%10/109061GAE12119,000PRN DFND919,00000
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BIOGEN INCCOM09062X1032,42710,037SH DFND19,9270110
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BLACKROCK INCCOM09247X1013,2009,341SH DFND7,99,33605
BLACKROCK INCCOM09247X10110,42230,427SH DFND926,42204,005
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BLACKROCK MUNIHOLDINGS FD INCOM09253N10435418,717SH DFND911,14607,571
BLACKSTONE GROUP L PCOM UNIT LTD09253U108492,000SH DFND140001,600
BLACKSTONE GROUP L PCOM UNIT LTD09253U1081,07743,886SH DFND740,88603,000
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BLACKROCK CAPITAL INVESTMENTCOM0925331083420SH DFND142000
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BLACKSTONE MTG TR INCCOM CL A09257W1002,49690,213SH DFND179,107011,106
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BLOCK H & R INCCOM093671105602,600SH DFND12,60000
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BON-TON STORES INCCOM09776J1012215,475SH DFND115,47500
BORGWARNER INCCOM09972410611376SH DFND137600
BORGWARNER INCCOM099724106441,500SH DFND1,31,50000
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BORGWARNER INCCOM0997241062287,729SH DFND71,92105,808
BORGWARNER INCCOM099724106264SH DFND7,90064
BORGWARNER INCCOM0997241069300SH DFND930000
BOSTON PROPERTIES INCCOM10112110182625SH DFND162500
BOSTON PROPERTIES INCCOM1011211016004,550SH DFND134,55000
BOSTON PROPERTIES INCCOM1011211011541,170SH DFND141,17000
BOSTON PROPERTIES INCCOM1011211011180SH DFND38000
BOSTON PROPERTIES INCCOM1011211013422,596SH DFND72,59600
BOSTON PROPERTIES INCCOM10112110122170SH DFND7,917000
BOSTON PROPERTIES INCCOM10112110169525SH DFND952500
BOSTON PROPERTIES INCCOM1011211011,66112,594SH OTR1312,59400
BOSTON SCIENTIFIC CORPCOM10113710710417SH DFND141700
BOSTON SCIENTIFIC CORPCOM10113710724210,360SH DFND1,310,36000
BOSTON SCIENTIFIC CORPCOM10113710796341,200SH DFND1341,20000
BOSTON SCIENTIFIC CORPCOM1011371072339,960SH DFND149,96000
BOSTON SCIENTIFIC CORPCOM10113710713535SH DFND353500
BOSTON SCIENTIFIC CORPCOM10113710724610,511SH DFND710,51100
BOSTON SCIENTIFIC CORPCOM1011371075231SH DFND7,900231
BOSTON SCIENTIFIC CORPCOM1011371071104,709SH DFND94,70900
BOSTON SCIENTIFIC CORPCOM10113710723410,000SH OTR1310,00000
BRAINSTORM CELL THERAPEUTICSCOM NEW10501E2013213,333SH DFND713,33300
BRANDYWINE RLTY TRSH BEN INT NEW105368203794,680SH DFND134,68000
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BRANDYWINE RLTY TRSH BEN INT NEW1053682032145SH DFND314500
BRANDYWINE RLTY TRSH BEN INT NEW105368203442,644SH DFND72,64400
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BRIGGS & STRATTON CORPCOM109043109582,716SH DFND12,71600
BRIGGS & STRATTON CORPCOM10904310983139,228SH DFND739,22800
BRIGGS & STRATTON CORPCOM10904310924511,556SH DFND911,55600
BRINKER INTL INCCOM10964110018400SH DFND1,340000
BRINKER INTL INCCOM10964110024520SH DFND1352000
BRINKER INTL INCCOM109641100511,120SH DFND141,12000
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BRINKER INTL INCCOM1096411001834,013SH DFND762803,385
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BRISTOL MYERS SQUIBB COCOM11012210826,113355,034SH DFND1334,530020,504
BRISTOL MYERS SQUIBB COCOM11012210894012,780SH DFND1,312,78000
BRISTOL MYERS SQUIBB COCOM1101221081702,315SH DFND12,31500
BRISTOL MYERS SQUIBB COCOM1101221083,92553,360SH DFND1353,36000
BRISTOL MYERS SQUIBB COCOM1101221081,16315,816SH DFND1415,804120
BRISTOL MYERS SQUIBB COCOM1101221085807,888SH DFND37,88800
BRISTOL MYERS SQUIBB COCOM11012210824,953339,266SH DFND7333,97505,291
BRISTOL MYERS SQUIBB COCOM1101221082,94840,085SH DFND7,939,9420143
BRISTOL MYERS SQUIBB COCOM11012210842,417576,709SH DFND9532,721043,988
BRISTOL MYERS SQUIBB COCOM11012210813SHCallDFND7300
BRISTOL MYERS SQUIBB COCOM110122108139SHCallDFND9900
BRITISH AMERN TOB PLCSPONSORED ADR110448107324SH DFND12400
BRITISH AMERN TOB PLCSPONSORED ADR1104481071,0868,387SH DFND78,347040
BRITISH AMERN TOB PLCSPONSORED ADR1104481071,0828,359SH DFND7,98,2590100
BRITISH AMERN TOB PLCSPONSORED ADR1104481071,62912,582SH DFND912,1330449
BRIXMOR PPTY GROUP INCCOM11120U1051656,250SH DFND136,25000
BRIXMOR PPTY GROUP INCCOM11120U10511400SH DFND1440000
BRIXMOR PPTY GROUP INCCOM11120U1054170SH DFND317000
BRIXMOR PPTY GROUP INCCOM11120U105311,171SH DFND71,17100
BRIXMOR PPTY GROUP INCCOM11120U105270SH DFND97000
BRIXMOR PPTY GROUP INCCOM11120U10536913,950SH OTR1313,95000
BROADRIDGE FINL SOLUTIONS INCOM11133T1031362,084SH DFND12,08400
BROADRIDGE FINL SOLUTIONS INCOM11133T10363960SH DFND1,396000
BROADRIDGE FINL SOLUTIONS INCOM11133T1032373,630SH DFND133,63000
BROADRIDGE FINL SOLUTIONS INCOM11133T1031211,850SH DFND141,85000
BROADRIDGE FINL SOLUTIONS INCOM11133T103685SH DFND38500
BROADRIDGE FINL SOLUTIONS INCOM11133T1032,66540,874SH DFND740,87400
BROADRIDGE FINL SOLUTIONS INCOM11133T1032734,188SH DFND7,94,18800
BROADRIDGE FINL SOLUTIONS INCOM11133T1031,50523,077SH DFND923,07700
BROCADE COMMUNICATIONS SYS INOTE 1.375% 1/0111621AQ12728,000PRN DFND918,000010,000
BROCADE COMMUNICATIONS SYS ICOM NEW1116213065500SH DFND150000
BROCADE COMMUNICATIONS SYS ICOM NEW111621306293,110SH DFND1,33,11000
BROCADE COMMUNICATIONS SYS ICOM NEW111621306798,590SH DFND138,59000
BROCADE COMMUNICATIONS SYS ICOM NEW111621306161,700SH DFND141,70000
BROCADE COMMUNICATIONS SYS ICOM NEW111621306192,059SH DFND32,05900
BROCADE COMMUNICATIONS SYS ICOM NEW11162130620221,992SH DFND721,99200
BROCADE COMMUNICATIONS SYS ICOM NEW111621306111,209SH DFND91,20900
BROOKDALE SR LIVING INCNOTE 2.750% 6/1112463AA23738,000PRN DFND938,00000
BROOKDALE SR LIVING INCCOM112463104211,390SH DFND1,31,39000
BROOKDALE SR LIVING INCCOM112463104613,970SH DFND133,97000
BROOKDALE SR LIVING INCCOM1124631042150SH DFND315000
BROOKDALE SR LIVING INCCOM1124631044288SH DFND728800
BROOKDALE SR LIVING INCCOM112463104135SH DFND7,90035
BROOKDALE SR LIVING INCCOM112463104142SH DFND94200
BROOKDALE SR LIVING INCCOM11246310416510,666SH OTR1310,66600
BROWN & BROWN INCCOM115236101248SH DFND14800
BROWN & BROWN INCCOM1152361012095,570SH DFND135,57000
BROWN & BROWN INCCOM11523610115394SH DFND1439400
BROWN & BROWN INCCOM1152361014105SH DFND310500
BROWN & BROWN INCCOM115236101962,550SH DFND752102,029
BROWN & BROWN INCCOM11523610113345SH DFND934500
BROWN FORMAN CORPCL B11563720969696SH DFND169600
BROWN FORMAN CORPCL B11563720940400SH DFND1,340000
BROWN FORMAN CORPCL B1156372091761,765SH DFND71,76302
BROWN FORMAN CORPCL B11563720944443SH DFND7,944300
BROWN FORMAN CORPCL B1156372091901,904SH DFND985401,050
BRUKER CORPCOM11679410820880SH DFND1,388000
BRUKER CORPCOM1167941081687,400SH DFND137,40000
BRUKER CORPCOM11679410814600SH DFND1460000
BRUKER CORPCOM116794108135SH DFND33500
BRUKER CORPCOM116794108602,632SH DFND713202,500
BRUKER CORPCOM11679410811503SH DFND9700433
BRUNSWICK CORPCOM11704310931680SH DFND1,368000
BRUNSWICK CORPCOM1170431091132,490SH DFND132,49000
BRUNSWICK CORPCOM11704310918400SH DFND1440000
BRUNSWICK CORPCOM117043109250SH DFND35000
BRUNSWICK CORPCOM1170431091443,167SH DFND72,7280439
BRUNSWICK CORPCOM117043109120SH DFND92000
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301011,94627,676SH DFND727,67600
BUCKEYE PARTNERS L PUNIT LTD PARTN11823010121300SH DFND930000
BUCKEYE PARTNERS L PUNIT LTD PARTN11823010113SHCallDFND9300
BUFFALO WILD WINGS INCCOM1198481094673,360SH DFND73,36000
BUFFALO WILD WINGS INCCOM119848109432SH DFND93200
CBL & ASSOC PPTYS INCCOM1248301005500SH DFND1450000
CBL & ASSOC PPTYS INCCOM124830100170SH DFND77000
CBL & ASSOC PPTYS INCCOM124830100185SH DFND98500
CBL & ASSOC PPTYS INCCOM12483010014215,254SH OTR1315,25400
CBS CORP NEWCL B1248572022935,390SH DFND14,6170773
CBS CORP NEWCL B1248572021,10820,350SH DFND1,32,500017,850
CBS CORP NEWCL B12485720269312,730SH DFND1312,73000
CBS CORP NEWCL B1248572021542,820SH DFND142,82000
CBS CORP NEWCL B1248572021983,630SH DFND33,63000
CBS CORP NEWCL B12485720275213,817SH DFND79,02704,790
CBS CORP NEWCL B1248572021212,231SH DFND7,92,209022
CBS CORP NEWCL B1248572022404,403SH DFND94,1820221
CBOE HLDGS INCCOM12503M1082003,000SH DFND133,00000
CBOE HLDGS INCCOM12503M10853800SH DFND1480000
CBOE HLDGS INCCOM12503M108455SH DFND35500
CBOE HLDGS INCCOM12503M1086099,145SH DFND79,14500
CBOE HLDGS INCCOM12503M10853798SH DFND979800
CBRE CLARION GLOBAL REAL ESTCOM12504G100607,311SH DFND17,31100
CBRE CLARION GLOBAL REAL ESTCOM12504G100607,233SH DFND75,60401,629
CBRE CLARION GLOBAL REAL ESTCOM12504G10010713,034SH DFND92,499010,535
CBRE GROUP INCCL A12504L109264SH DFND16400
CBRE GROUP INCCL A12504L10997836,925SH DFND1,30036,925
CBRE GROUP INCCL A12504L10929911,310SH DFND1311,31000
CBRE GROUP INCCL A12504L1091013,800SH DFND143,80000
CBRE GROUP INCCL A12504L1091033,901SH DFND33,90100
CBRE GROUP INCCL A12504L1092288,607SH DFND78,3860221
CBRE GROUP INCCL A12504L10913505SH DFND7,950500
CBRE GROUP INCCL A12504L1091,01338,245SH DFND918,745019,500
CDK GLOBAL INCCOM12508E101831,504SH DFND11,0540450
CDK GLOBAL INCCOM12508E101611,100SH DFND1,31,10000
CDK GLOBAL INCCOM12508E1012594,676SH DFND134,67600
CDK GLOBAL INCCOM12508E1011222,206SH DFND142,20600
CDK GLOBAL INCCOM12508E101465SH DFND36500
CDK GLOBAL INCCOM12508E10161111,009SH DFND711,00900
CDK GLOBAL INCCOM12508E10129524SH DFND7,952202
CDK GLOBAL INCCOM12508E1012,98753,837SH DFND951,11702,720
CDK GLOBAL INCCOM12508E1011,70930,796SH OTR1330,79600
CDW CORPCOM12514G1081503,747SH DFND13,74700
CDW CORPCOM12514G108421,060SH DFND1,31,06000
CDW CORPCOM12514G1082004,990SH DFND134,99000
CDW CORPCOM12514G108481,200SH DFND141,20000
CDW CORPCOM12514G108375SH DFND37500
CDW CORPCOM12514G1082,47661,781SH DFND761,730051
CDW CORPCOM12514G1081112,770SH DFND7,92,77000
CDW CORPCOM12514G10861615,360SH DFND914,8350525
CF INDS HLDGS INCCOM125269100271,100SH DFND1,31,10000
CF INDS HLDGS INCCOM1252691001305,400SH DFND135,40000
CF INDS HLDGS INCCOM125269100461,900SH DFND141,90000
CF INDS HLDGS INCCOM125269100290SH DFND39000
CF INDS HLDGS INCCOM1252691002209,120SH DFND79,12000
CF INDS HLDGS INCCOM125269100552,265SH DFND7,92,200065
CF INDS HLDGS INCCOM12526910033713,986SH DFND93,929010,057
C H ROBINSON WORLDWIDE INCCOM NEW12541W2097100SH DFND110000
C H ROBINSON WORLDWIDE INCCOM NEW12541W209741,000SH DFND1,31,00000
C H ROBINSON WORLDWIDE INCCOM NEW12541W2093034,084SH DFND134,08400
C H ROBINSON WORLDWIDE INCCOM NEW12541W209861,163SH DFND141,16300
C H ROBINSON WORLDWIDE INCCOM NEW12541W209460SH DFND36000
C H ROBINSON WORLDWIDE INCCOM NEW12541W2092122,857SH DFND72,2320625
C H ROBINSON WORLDWIDE INCCOM NEW12541W20910132SH DFND7,9100032
C H ROBINSON WORLDWIDE INCCOM NEW12541W2093294,431SH DFND94,43100
CIGNA CORPORATIONCOM1255091095334,162SH DFND14,078084
CIGNA CORPORATIONCOM1255091096645,185SH DFND1,35,18500
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CIGNA CORPORATIONCOM1255091099007,030SH DFND137,03000
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CIGNA CORPORATIONCOM1255091095,51743,107SH DFND743,093014
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CIT GROUP INCCOM NEW1255818011855,800SH DFND135,80000
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CIT GROUP INCCOM NEW125581801250SH DFND35000
CIT GROUP INCCOM NEW125581801581,809SH DFND71,743066
CIT GROUP INCCOM NEW125581801259SH DFND95900
CME GROUP INCCOM12572Q1054384,500SH DFND14,50000
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CME GROUP INCCOM12572Q1052442,500SH DFND142,50000
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CME GROUP INCCOM12572Q1055986,141SH DFND76,052089
CME GROUP INCCOM12572Q10568700SH DFND7,9660040
CME GROUP INCCOM12572Q1053924,022SH DFND93,967055
CME GROUP INCCOM12572Q1053793,888SH OTR133,88800
CME GROUP INCCOM12572Q10502SHCallDFND7200
CMS ENERGY CORPCOM1258961001032,256SH DFND12,25600
CMS ENERGY CORPCOM12589610037800SH DFND1,380000
CMS ENERGY CORPCOM1258961002846,200SH DFND136,20000
CMS ENERGY CORPCOM1258961007150SH DFND315000
CMS ENERGY CORPCOM1258961001,43731,325SH DFND731,1930132
CMS ENERGY CORPCOM1258961001062,306SH DFND7,92,30600
CMS ENERGY CORPCOM12589610056512,325SH DFND911,19901,126
CRH PLCADR12626K20311385SH DFND138500
CRH PLCADR12626K203381,281SH DFND31,28100
CRH PLCADR12626K2031,16239,267SH DFND739,1320135
CRH PLCADR12626K20351717,486SH DFND7,917,48600
CRH PLCADR12626K2031,18440,017SH DFND924,509015,508
CRH PLCADR12626K203471,583SH OTR131,58300
CSX CORPCOM1264081033,860147,995SH DFND1145,34202,653
CSX CORPCOM1264081031696,470SH DFND1,36,47000
CSX CORPCOM12640810368626,300SH DFND1326,30000
CSX CORPCOM1264081032369,040SH DFND149,04000
CSX CORPCOM12640810311425SH DFND342500
CSX CORPCOM1264081031,21946,729SH DFND746,5540175
CSX CORPCOM1264081031565,999SH DFND7,95,939060
CSX CORPCOM12640810334713,307SH DFND913,30700
CSRA INCCOM12650T104271,160SH DFND1,31,16000
CSRA INCCOM12650T104773,300SH DFND133,30000
CSRA INCCOM12650T10413570SH DFND1457000
CSRA INCCOM12650T104275SH DFND37500
CSRA INCCOM12650T104994,224SH DFND74,22400
CSRA INCCOM12650T1045224SH DFND7,922400
CSRA INCCOM12650T1049400SH DFND940000
CVS HEALTH CORPCOM1266501009,47298,931SH DFND196,84402,087
CVS HEALTH CORPCOM1266501001,53216,005SH DFND1,316,00500
CVS HEALTH CORPCOM12665010035365SH DFND136500
CVS HEALTH CORPCOM1266501004104,279SH DFND13,8690410
CVS HEALTH CORPCOM1266501001,63717,100SH DFND1317,10000
CVS HEALTH CORPCOM1266501005175,400SH DFND145,40000
CVS HEALTH CORPCOM1266501001,60016,712SH DFND316,71200
CVS HEALTH CORPCOM12665010024,954260,648SH DFND7252,94507,703
CVS HEALTH CORPCOM1266501004,09242,741SH DFND7,942,644097
CVS HEALTH CORPCOM12665010014,670153,225SH DFND9142,194011,031
CVS HEALTH CORPCOM126650100022SHCallDFND92200
CA INCCOM12673P1052,50376,254SH DFND164,409011,845
CA INCCOM12673P1051895,770SH DFND1,35,77000
CA INCCOM12673P1054119SH DFND111900
CA INCCOM12673P10510290SH DFND129000
CA INCCOM12673P10534410,480SH DFND1310,48000
CA INCCOM12673P1051604,883SH DFND141,7603,1230
CA INCCOM12673P10579224,124SH DFND324,12400
CA INCCOM12673P10511,173340,341SH DFND7339,32001,021
CA INCCOM12673P1051,22637,349SH DFND7,937,34900
CA INCCOM12673P1055,040153,503SH DFND9153,50300
CA INCCOM12673P1052627,970SH OTR137,97000
CABELAS INCCOM12680430137736SH DFND173600
CABELAS INCCOM12680430112240SH DFND1,324000
CABELAS INCCOM12680430145900SH DFND1390000
CABELAS INCCOM1268043011032,060SH DFND32,06000
CABELAS INCCOM126804301551,095SH DFND71,061034
CABELAS INCCOM1268043011202,404SH DFND7,92,40400
CABELAS INCCOM1268043013366,706SH DFND96,70600
CABOT CORPCOM12705510148010,521SH DFND1,3400010,121
CABOT CORPCOM12705510127600SH DFND1360000
CABOT CORPCOM12705510118400SH DFND1440000
CABOT CORPCOM12705510134739SH DFND7683056
CABOT MICROELECTRONICS CORPCOM12709P1032505,910SH DFND1,3005,910
CABOT MICROELECTRONICS CORPCOM12709P10311254SH DFND71490105
CABOT MICROELECTRONICS CORPCOM12709P103240SH DFND94000
CABOT OIL & GAS CORPCOM127097103288SH DFND18800
CABOT OIL & GAS CORPCOM127097103712,770SH DFND1,32,77000
CABOT OIL & GAS CORPCOM12709710332212,500SH DFND1312,50000
CABOT OIL & GAS CORPCOM1270971031134,400SH DFND144,40000
CABOT OIL & GAS CORPCOM1270971036215SH DFND321500
CABOT OIL & GAS CORPCOM12709710340715,810SH DFND714,31001,500
CABOT OIL & GAS CORPCOM127097103138SH DFND7,90038
CABOT OIL & GAS CORPCOM127097103331,288SH DFND94850803
CADENCE DESIGN SYSTEM INCCOM127387108285SH DFND18500
CADENCE DESIGN SYSTEM INCCOM127387108562,300SH DFND1,32,30000
CADENCE DESIGN SYSTEM INCCOM12738710828511,710SH DFND1311,71000
CADENCE DESIGN SYSTEM INCCOM1273871081174,800SH DFND144,80000
CADENCE DESIGN SYSTEM INCCOM1273871084185SH DFND318500
CADENCE DESIGN SYSTEM INCCOM12738710825510,494SH DFND710,49400
CADENCE DESIGN SYSTEM INCCOM127387108301,230SH DFND91,23000
CAL MAINE FOODS INCCOM NEW12803020216350SH DFND735000
CAL MAINE FOODS INCCOM NEW1280302023958,906SH DFND98,1900716
CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT128125101666,680SH DFND16,68000
CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT12812510111311,450SH DFND711,45000
CALIFORNIA WTR SVC GROUPCOM130788102872,500SH DFND72,50000
CALIFORNIA WTR SVC GROUPCOM1307881021404,000SH DFND7,94,00000
CAMDEN PPTY TRSH BEN INT1331311022362,670SH DFND132,67000
CAMDEN PPTY TRSH BEN INT13313110224270SH DFND1427000
CAMDEN PPTY TRSH BEN INT133131102560SH DFND36000
CAMDEN PPTY TRSH BEN INT13313110227310SH DFND7270040
CAMDEN PPTY TRSH BEN INT13313110241461SH DFND946100
CAMDEN PPTY TRSH BEN INT1331311026247,061SH OTR137,06100
CAMECO CORPCOM13321L10812711,570SH DFND711,57000
CAMECO CORPCOM13321L1085418SH DFND941800
CAMECO CORPCOM13321L108484,406SH OTR134,40600
CAMPBELL SOUP COCOM1344291093284,926SH DFND14,92600
CAMPBELL SOUP COCOM13442910947700SH DFND1,370000
CAMPBELL SOUP COCOM134429109931,400SH DFND131,40000
CAMPBELL SOUP COCOM13442910940600SH DFND1460000
CAMPBELL SOUP COCOM134429109350SH DFND35000
CAMPBELL SOUP COCOM1344291095,04475,812SH DFND775,81200
CAMPBELL SOUP COCOM1344291091602,407SH DFND7,92,40700
CAMPBELL SOUP COCOM1344291091,43321,539SH DFND921,53900
CDN IMPERIAL BK COMM TORONTOCOM13606910115200SH DFND120000
CDN IMPERIAL BK COMM TORONTOCOM1360691011481,976SH DFND71,97600
CDN IMPERIAL BK COMM TORONTOCOM1360691013644,854SH DFND7,94,85400
CDN IMPERIAL BK COMM TORONTOCOM1360691012453,262SH DFND93,26200
CANADIAN NATL RY COCOM1363751029150SH DFND115000
CANADIAN NATL RY COCOM1363751025869,914SH DFND79,3740540
CANADIAN NATL RY COCOM1363751023385,729SH DFND95,1310598
CANADIAN NAT RES LTDCOM13638510110322SH DFND132200
CANADIAN NAT RES LTDCOM136385101571,863SH DFND31,86300
CANADIAN NAT RES LTDCOM136385101872,829SH DFND72,82900
CANADIAN NAT RES LTDCOM13638510147415,374SH DFND915,2040170
CANADIAN NAT RES LTDCOM13638510142313,733SH OTR1313,73300
CANADIAN PAC RY LTDCOM13645T1002682,083SH DFND135801,725
CANADIAN PAC RY LTDCOM13645T10017SH DFND14070
CANADIAN PAC RY LTDCOM13645T100111861SH DFND386100
CANADIAN PAC RY LTDCOM13645T1007385,733SH DFND75,722011
CANADIAN PAC RY LTDCOM13645T10025191SH DFND7,919100
CANADIAN PAC RY LTDCOM13645T1001,32210,264SH DFND95,61504,649
CANON INCSPONSORED ADR138006309321,115SH DFND11,11500
CANON INCSPONSORED ADR1380063091695,900SH DFND75,90000
CANON INCSPONSORED ADR1380063091525,302SH DFND7,95,30200
CANON INCSPONSORED ADR1380063091244,340SH DFND93,20001,140
CAPITAL ONE FINL CORPCOM14040H1052834,452SH DFND13,9520500
CAPITAL ONE FINL CORPCOM14040H1051,10517,400SH DFND1317,40000
CAPITAL ONE FINL CORPCOM14040H1052063,250SH DFND143,25000
CAPITAL ONE FINL CORPCOM14040H10548752SH DFND375200
CAPITAL ONE FINL CORPCOM14040H10567010,544SH DFND710,2750269
CAPITAL ONE FINL CORPCOM14040H10554847SH DFND7,984700
CAPITAL ONE FINL CORPCOM14040H1053,08448,561SH DFND948,2730288
CAPITAL ONE FINL CORP*W EXP 11/14/20114040H13928612,000SH DFND112,00000
CARDINAL HEALTH INCCOM14149Y1084345,561SH DFND15,2830278
CARDINAL HEALTH INCCOM14149Y1082222,845SH DFND1,32,84500
CARDINAL HEALTH INCCOM14149Y1086658,520SH DFND138,52000
CARDINAL HEALTH INCCOM14149Y1081541,970SH DFND141,97000
CARDINAL HEALTH INCCOM14149Y1081331,705SH DFND31,70500
CARDINAL HEALTH INCCOM14149Y1085,01264,248SH DFND763,3670881
CARDINAL HEALTH INCCOM14149Y1083,38843,435SH DFND7,943,43500
CARDINAL HEALTH INCCOM14149Y1086,15778,920SH DFND974,32104,599
CARDINAL HEALTH INCCOM14149Y10802SHCallDFND7200
CARDINAL HEALTH INCCOM14149Y108516SHCallDFND91600
CARDTRONICS INCNOTE 1.000%12/014161HAG33636,000PRN DFND936,00000
CARDTRONICS INCCOM14161H10877119,368SH DFND1,30019,368
CARDTRONICS INCCOM14161H1087168SH DFND716800
CARDTRONICS INCCOM14161H10811280SH DFND928000
CARE CAP PPTYS INCCOM1416241067285SH DFND128500
CARE CAP PPTYS INCCOM14162410621796SH DFND1379600
CARE CAP PPTYS INCCOM14162410614525SH DFND1452500
CARE CAP PPTYS INCCOM1416241062399,120SH DFND79,12000
CARE CAP PPTYS INCCOM141624106269SH DFND7,96900
CARE CAP PPTYS INCCOM141624106612,321SH DFND92,32100
CARE CAP PPTYS INCCOM1416241061806,872SH OTR136,87200
CARLISLE COS INCCOM14233910065614SH DFND161400
CARLISLE COS INCCOM14233910046440SH DFND1,344000
CARLISLE COS INCCOM1423391001361,290SH DFND131,29000
CARLISLE COS INCCOM14233910036340SH DFND1434000
CARLISLE COS INCCOM142339100330SH DFND33000
CARLISLE COS INCCOM1423391008287,834SH DFND77,83400
CARLISLE COS INCCOM14233910049467SH DFND7,946700
CARLISLE COS INCCOM1423391001471,389SH DFND91,38900
CARLYLE GROUP L PCOM UTS LTD PTN14309L1024275SH DFND127500
CARLYLE GROUP L PCOM UTS LTD PTN14309L10239024,000SH DFND724,00000
CARLYLE GROUP L PCOM UTS LTD PTN14309L1028500SH DFND900500
CARMAX INCCOM1431301021,19224,320SH DFND124,32000
CARMAX INCCOM143130102621,270SH DFND1,31,27000
CARMAX INCCOM1431301023196,500SH DFND136,50000
CARMAX INCCOM1431301021082,200SH DFND142,20000
CARMAX INCCOM14313010261012,444SH DFND312,44400
CARMAX INCCOM14313010249910,174SH DFND710,147027
CARMAX INCCOM14313010237764SH DFND7,9693071
CARMAX INCCOM14313010265913,449SH DFND913,44900
CARNIVAL PLCADR14365C1039191SH DFND119100
CARNIVAL PLCADR14365C10352511,718SH DFND711,71800
CARNIVAL PLCADR14365C1032194,900SH DFND7,94,90000
CARNIVAL PLCADR14365C1033177,077SH DFND97,07700
CARNIVAL PLCADR14365C103471,057SH OTR131,05700
CARNIVAL CORPUNIT 99/99/99991436583001,65637,476SH DFND136,47601,000
CARNIVAL CORPUNIT 99/99/9999143658300370SH DFND1,37000
CARNIVAL CORPUNIT 99/99/9999143658300982,220SH DFND132,22000
CARNIVAL CORPUNIT 99/99/9999143658300701,580SH DFND141,58000
CARNIVAL CORPUNIT 99/99/999914365830062414,119SH DFND314,11900
CARNIVAL CORPUNIT 99/99/999914365830053012,002SH DFND711,7450257
CARNIVAL CORPUNIT 99/99/9999143658300451,010SH DFND7,91,01000
CARNIVAL CORPUNIT 99/99/99991436583001,75939,807SH DFND936,02703,780
CARNIVAL CORPUNIT 99/99/99991436583003157,127SH OTR137,12700
CARNIVAL CORPUNIT 99/99/999914365830004SHCallDFND7400
CARTER INCCOM146229109112SH DFND11200
CARTER INCCOM14622910936340SH DFND1,334000
CARTER INCCOM1462291091491,400SH DFND131,40000
CARTER INCCOM146229109220SH DFND32000
CARTER INCCOM1462291094083,833SH DFND73,6950138
CARTER INCCOM146229109220SH DFND92000
CASEYS GEN STORES INCCOM14752810322168SH DFND116800
CASEYS GEN STORES INCCOM14752810313100SH DFND1,310000
CASEYS GEN STORES INCCOM14752810351390SH DFND339000
CASEYS GEN STORES INCCOM1475281035584,246SH DFND74,24204
CASEYS GEN STORES INCCOM1475281031181SH DFND98100
CATERPILLAR INC DELCOM1491231011,78623,562SH DFND122,6620900
CATERPILLAR INC DELCOM1491231012853,760SH DFND1,33,76000
CATERPILLAR INC DELCOM1491231011,31917,400SH DFND1317,40000
CATERPILLAR INC DELCOM1491231013674,839SH DFND144,83900
CATERPILLAR INC DELCOM14912310121275SH DFND327500
CATERPILLAR INC DELCOM1491231011,58320,880SH DFND720,5160364
CATERPILLAR INC DELCOM1491231011752,311SH DFND7,92,296015
CATERPILLAR INC DELCOM1491231017,713101,743SH DFND988,543013,200
CELANESE CORP DELCOM SER A15087010352800SH DFND1,380000
CELANESE CORP DELCOM SER A1508701032293,500SH DFND133,50000
CELANESE CORP DELCOM SER A150870103721,100SH DFND141,10000
CELANESE CORP DELCOM SER A150870103460SH DFND36000
CELANESE CORP DELCOM SER A1508701033445,255SH DFND75,25500
CELANESE CORP DELCOM SER A150870103351SH DFND7,90051
CELANESE CORP DELCOM SER A1508701031412,148SH DFND92,14800
CELGENE CORPCOM1510201043,61436,642SH DFND131,02605,616
CELGENE CORPCOM1510201045715,790SH DFND1,35,79000
CELGENE CORPCOM15102010416164SH DFND116400
CELGENE CORPCOM1510201042,47225,066SH DFND1325,06600
CELGENE CORPCOM1510201047417,512SH DFND147,500120
CELGENE CORPCOM1510201046596,677SH DFND36,67700
CELGENE CORPCOM1510201044,48645,483SH DFND744,6180865
CELGENE CORPCOM1510201046186,269SH DFND7,96,192077
CELGENE CORPCOM1510201044,45545,173SH DFND935,043010,130
CELGENE CORPCOM1510201041181,197SH OTR131,19700
CENTENE CORP DELCOM15135B1011812,532SH DFND110902,423
CENTENE CORP DELCOM15135B101861,211SH DFND1,31,21100
CENTENE CORP DELCOM15135B1013665,132SH DFND135,13200
CENTENE CORP DELCOM15135B1011512,119SH DFND142,103160
CENTENE CORP DELCOM15135B101689SH DFND38900
CENTENE CORP DELCOM15135B1015657,913SH DFND77,7070206
CENTENE CORP DELCOM15135B10163877SH DFND987700
CENTENE CORP DELCOM15135B1013564,985SH OTR134,98500
CENTENE CORP DELCOM15135B10125SHCallDFND9500
CENTERPOINT ENERGY INCCOM15189T107291,200SH DFND1,31,20000
CENTERPOINT ENERGY INCCOM15189T10725210,500SH DFND1310,50000
CENTERPOINT ENERGY INCCOM15189T107311,300SH DFND141,30000
CENTERPOINT ENERGY INCCOM15189T1073130SH DFND313000
CENTERPOINT ENERGY INCCOM15189T10719775SH DFND777500
CENTERPOINT ENERGY INCCOM15189T1071315,475SH DFND7,95,47500
CENTERPOINT ENERGY INCCOM15189T1074157SH DFND915700
CEPHEIDDBCV 1.250% 2/015670RAC13439,000PRN DFND939,00000
CENTURYLINK INCCOM1567001061986,825SH DFND16,82500
CENTURYLINK INCCOM1567001061093,770SH DFND1,33,77000
CENTURYLINK INCCOM1567001065172SH DFND117200
CENTURYLINK INCCOM15670010629010,000SH DFND1310,00000
CENTURYLINK INCCOM156700106993,400SH DFND143,40000
CENTURYLINK INCCOM1567001067235SH DFND323500
CENTURYLINK INCCOM15670010672224,905SH DFND724,90500
CENTURYLINK INCCOM156700106812,782SH DFND7,92,735047
CENTURYLINK INCCOM15670010635212,129SH DFND912,12900
CERNER CORPCOM1567821043,75364,038SH DFND164,03800
CERNER CORPCOM1567821041242,120SH DFND1,32,12000
CERNER CORPCOM1567821044778,140SH DFND138,14000
CERNER CORPCOM1567821042344,000SH DFND144,00000
CERNER CORPCOM1567821041252,125SH DFND32,12500
CERNER CORPCOM1567821041,24321,205SH DFND720,9730232
CERNER CORPCOM15678210426450SH DFND7,945000
CERNER CORPCOM1567821044467,607SH DFND97,60700
CHARLES RIV LABS INTL INCCOM15986410740490SH DFND1,349000
CHARLES RIV LABS INTL INCCOM1598641072823,420SH DFND133,42000
CHARLES RIV LABS INTL INCCOM15986410768820SH DFND1482000
CHARLES RIV LABS INTL INCCOM159864107340SH DFND34000
CHARLES RIV LABS INTL INCCOM15986410739475SH DFND72510224
CHARLES RIV LABS INTL INCCOM15986410718SH DFND9800
CHARLES RIV LABS INTL INCCOM1598641071992,419SH OTR132,41900
CHART INDS INCNOTE 2.000% 8/016115QAC41213,000PRN DFND913,00000
CHARTER COMMUNICATIONS INC NCL A16119P10861268SH DFND126800
CHARTER COMMUNICATIONS INC NCL A16119P1083211,402SH DFND1,31,40200
CHARTER COMMUNICATIONS INC NCL A16119P1081,0524,602SH DFND134,60200
CHARTER COMMUNICATIONS INC NCL A16119P1084111,796SH DFND141,79600
CHARTER COMMUNICATIONS INC NCL A16119P1082193SH DFND39300
CHARTER COMMUNICATIONS INC NCL A16119P1084912,148SH DFND72,14800
CHARTER COMMUNICATIONS INC NCL A16119P10845198SH DFND7,9187011
CHARTER COMMUNICATIONS INC NCL A16119P1083181,393SH DFND91,2020191
CHEMED CORP NEWCOM16359R10314100SH DFND100100
CHEMED CORP NEWCOM16359R1033752,752SH DFND72,1170635
CHEMED CORP NEWCOM16359R10322165SH DFND916500
CHEMOURS COCOM16385110810312,496SH DFND111,41701,079
CHEMOURS COCOM1638511087800SH DFND1,380000
CHEMOURS COCOM163851108060SH DFND16000
CHEMOURS COCOM1638511082200SH DFND1420000
CHEMOURS COCOM16385110820024,314SH DFND724,31004
CHEMOURS COCOM163851108192,286SH DFND7,92,28600
CHEMOURS COCOM1638511088,6261,046,862SH DFND91,000,6018046,181
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1011876,230SH DFND123006,000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10148116,050SH DFND716,05000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1011505,000SH DFND7,95,00000
CHENIERE ENERGY INCCOM NEW16411R208491,300SH DFND1,31,30000
CHENIERE ENERGY INCCOM NEW16411R2081333,530SH DFND133,53000
CHENIERE ENERGY INCCOM NEW16411R208561,500SH DFND141,50000
CHENIERE ENERGY INCCOM NEW16411R2085130SH DFND313000
CHENIERE ENERGY INCCOM NEW16411R2082215,887SH DFND75,88700
CHENIERE ENERGY INCCOM NEW16411R208872,320SH DFND91,5150805
CHESAPEAKE UTILS CORPCOM16530310815232SH DFND123200
CHESAPEAKE UTILS CORPCOM16530310836537SH DFND353700
CHESAPEAKE UTILS CORPCOM165303108464SH DFND76400
CHESAPEAKE UTILS CORPCOM16530310890913,729SH DFND913,72900
CHEVRON CORP NEWCOM16676410032,689311,826SH DFND1290,630021,196
CHEVRON CORP NEWCOM1667641001,48114,125SH DFND1,314,12500
CHEVRON CORP NEWCOM16676410088840SH DFND184000
CHEVRON CORP NEWCOM1667641003573,403SH DFND13,40300
CHEVRON CORP NEWCOM1667641004,79345,720SH DFND1345,72000
CHEVRON CORP NEWCOM1667641001,55814,860SH DFND1412,8212,0390
CHEVRON CORP NEWCOM1667641002,60924,890SH DFND324,89000
CHEVRON CORP NEWCOM16676410059,652569,033SH DFND7565,69203,341
CHEVRON CORP NEWCOM1667641008,06976,971SH DFND7,976,886085
CHEVRON CORP NEWCOM16676410043,877418,556SH DFND9378,537040,019
CHEVRON CORP NEWCOM16676410003SHCallDFND7300
CHICAGO BRIDGE & IRON CO N VCOM1672501091103,173SH DFND13,17300
CHICAGO BRIDGE & IRON CO N VCOM16725010924680SH DFND1,368000
CHICAGO BRIDGE & IRON CO N VCOM167250109481,382SH DFND131,38200
CHICAGO BRIDGE & IRON CO N VCOM167250109371,070SH DFND141,07000
CHICAGO BRIDGE & IRON CO N VCOM167250109120SH DFND32000
CHICAGO BRIDGE & IRON CO N VCOM16725010944012,718SH DFND711,8880830
CHICAGO BRIDGE & IRON CO N VCOM167250109421,200SH DFND7,91,20000
CHICAGO BRIDGE & IRON CO N VCOM1672501091053,020SH DFND92,7420278
CHICOS FAS INCCOM16861510242940,025SH DFND1,30040,025
CHICOS FAS INCCOM168615102514,778SH DFND34,77800
CHICOS FAS INCCOM168615102565,200SH DFND74,9660234
CHICOS FAS INCCOM168615102181,690SH DFND91,69000
CHIMERA INVT CORPCOM NEW16934Q208161,000SH DFND11,00000
CHIMERA INVT CORPCOM NEW16934Q2081066,740SH DFND136,74000
CHIMERA INVT CORPCOM NEW16934Q208533,400SH DFND143,40000
CHIMERA INVT CORPCOM NEW16934Q208392,469SH DFND72,46900
CHIMERA INVT CORPCOM NEW16934Q2082103SH DFND7,900103
CHIMERA INVT CORPCOM NEW16934Q2081278,099SH DFND98,09900
CHINA LIFE INS CO LTDSPON ADR REP H16939P1061129SH DFND712900
CHINA LIFE INS CO LTDSPON ADR REP H16939P10616014,856SH DFND914,85600
CHINA MOBILE LIMITEDSPONSORED ADR16941M1092133,683SH DFND13,68300
CHINA MOBILE LIMITEDSPONSORED ADR16941M10954937SH DFND393700
CHINA MOBILE LIMITEDSPONSORED ADR16941M1094728,154SH DFND77,9100244
CHINA MOBILE LIMITEDSPONSORED ADR16941M10910167SH DFND7,916700
CHINA MOBILE LIMITEDSPONSORED ADR16941M1091,43824,835SH DFND923,8610974
CHIPOTLE MEXICAN GRILL INCCOM169656105235584SH DFND1520532
CHIPOTLE MEXICAN GRILL INCCOM16965610589220SH DFND1,322000
CHIPOTLE MEXICAN GRILL INCCOM169656105342850SH DFND1385000
CHIPOTLE MEXICAN GRILL INCCOM169656105121301SH DFND1430010
CHIPOTLE MEXICAN GRILL INCCOM169656105376934SH DFND393400
CHIPOTLE MEXICAN GRILL INCCOM1696561058272,054SH DFND71,991063
CHIPOTLE MEXICAN GRILL INCCOM1696561051,0702,657SH DFND92,65700
CHIPOTLE MEXICAN GRILL INCCOM169656105141SHPutDFND7100
CHURCH & DWIGHT INCCOM1713401021171,140SH DFND11,14000
CHURCH & DWIGHT INCCOM17134010262600SH DFND1,360000
CHURCH & DWIGHT INCCOM1713401021341,300SH DFND131,30000
CHURCH & DWIGHT INCCOM17134010241400SH DFND1440000
CHURCH & DWIGHT INCCOM171340102440SH DFND34000
CHURCH & DWIGHT INCCOM1713401021,86718,141SH DFND716,20601,935
CHURCH & DWIGHT INCCOM1713401025,36352,122SH DFND952,082040
CIMAREX ENERGY COCOM1717981011281,075SH DFND1001,075
CIMAREX ENERGY COCOM17179810157480SH DFND1,348000
CIMAREX ENERGY COCOM1717981013462,900SH DFND132,90000
CIMAREX ENERGY COCOM17179810195800SH DFND1480000
CIMAREX ENERGY COCOM171798101545SH DFND34500
CIMAREX ENERGY COCOM1717981014924,121SH DFND74,12100
CIMAREX ENERGY COCOM17179810118SH DFND7,9008
CIMAREX ENERGY COCOM17179810142352SH DFND935200
CINCINNATI FINL CORPCOM1720621014956,606SH DFND136,60600
CINCINNATI FINL CORPCOM1720621011061,420SH DFND141,42000
CINCINNATI FINL CORPCOM172062101795SH DFND39500
CINCINNATI FINL CORPCOM1720621011,05314,064SH DFND713,06401,000
CINCINNATI FINL CORPCOM172062101961,288SH DFND91,28800
CINEMARK HOLDINGS INCCOM17243V102421,155SH DFND11,15500
CINEMARK HOLDINGS INCCOM17243V10226700SH DFND1,370000
CINEMARK HOLDINGS INCCOM17243V10218500SH DFND1350000
CINEMARK HOLDINGS INCCOM17243V102265SH DFND36500
CINEMARK HOLDINGS INCCOM17243V10296726,522SH DFND726,52200
CINEMARK HOLDINGS INCCOM17243V1022556,994SH DFND96,99400
CISCO SYS INCCOM17275R10216,207564,905SH DFND1528,157036,748
CISCO SYS INCCOM17275R1022,06371,910SH DFND1,371,91000
CISCO SYS INCCOM17275R10221721SH DFND172100
CISCO SYS INCCOM17275R10249117,123SH DFND115,81301,310
CISCO SYS INCCOM17275R1024,388152,950SH DFND13152,95000
CISCO SYS INCCOM17275R1021,37647,964SH DFND1441,6546,3100
CISCO SYS INCCOM17275R1022,70994,415SH DFND394,41500
CISCO SYS INCCOM17275R10243,5141,516,707SH DFND71,509,13807,569
CISCO SYS INCCOM17275R1028,946311,816SH DFND7,9311,5960220
CISCO SYS INCCOM17275R10231,7071,105,144SH DFND91,084,863020,281
CISCO SYS INCCOM17275R10230310,567SH OTR1310,56700
CISCO SYS INCCOM17275R10205SHCallDFND7500
CINTAS CORPCOM17290810511112SH DFND111200
CINTAS CORPCOM17290810556570SH DFND1,357000
CINTAS CORPCOM1729081053453,520SH DFND133,52000
CINTAS CORPCOM172908105981,000SH DFND141,00000
CINTAS CORPCOM172908105547SH DFND34700
CINTAS CORPCOM1729081059029,195SH DFND79,155040
CINTAS CORPCOM17290810576770SH DFND7,977000
CINTAS CORPCOM1729081052342,385SH DFND92,2540131
CITIGROUP INCCOM NEW17296742475817,870SH DFND117,3460524
CITIGROUP INCCOM NEW17296742417390SH DFND1,339000
CITIGROUP INCCOM NEW17296742411264SH DFND126400
CITIGROUP INCCOM NEW1729674243,89191,782SH DFND1391,78200
CITIGROUP INCCOM NEW1729674241,00123,603SH DFND1423,60300
CITIGROUP INCCOM NEW1729674242315,446SH DFND35,44600
CITIGROUP INCCOM NEW17296742410,701252,450SH DFND7249,64302,807
CITIGROUP INCCOM NEW1729674243,95993,383SH DFND7,993,2400143
CITIGROUP INCCOM NEW1729674247,398174,524SH DFND9155,599018,925
CITIGROUP INCCOM NEW17296742404SHCallDFND9400
CITIZENS FINL GROUP INCCOM17461010527513,750SH DFND1313,75000
CITIZENS FINL GROUP INCCOM174610105482,400SH DFND142,40000
CITIZENS FINL GROUP INCCOM1746101052100SH DFND310000
CITIZENS FINL GROUP INCCOM1746101051296,468SH DFND76,2940174
CITIZENS FINL GROUP INCCOM1746101051035,134SH DFND95,13400
CITRIX SYS INCNOTE 0.500% 4/1177376AD23632,000PRN DFND932,00000
CITRIX SYS INCCOM1773761001201,500SH DFND11,50000
CITRIX SYS INCCOM177376100871,090SH DFND1,31,09000
CITRIX SYS INCCOM1773761004004,990SH DFND134,99000
CITRIX SYS INCCOM1773761001782,220SH DFND142,22000
CITRIX SYS INCCOM177376100565SH DFND36500
CITRIX SYS INCCOM1773761002,12426,516SH DFND725,48301,033
CITRIX SYS INCCOM1773761001521,898SH DFND7,91,862036
CITRIX SYS INCCOM1773761004485,596SH DFND95,533063
CIVEO CORP CDACOM17878Y10810859,950SH DFND1,30059,950
CIVEO CORP CDACOM17878Y10842,000SH DFND142,00000
CIVEO CORP CDACOM17878Y108126,403SH DFND36,40300
CIVEO CORP CDACOM17878Y108126,848SH DFND76,84800
CIVEO CORP CDACOM17878Y10842,322SH DFND92,32200
CLAYMORE EXCHANGE TRD FD TRGUGG BULSH 202218383M25822310,369SH DFND791109,458
CLAYMORE EXCHANGE TRD FD TRGUG BLT2017 HY18383M3991475,678SH DFND74,17801,500
CLAYMORE EXCHANGE TRD FD TRGUG BLT2017 HY18383M399843,240SH DFND93,24000
CLAYMORE EXCHANGE TRD FD TRGUGG ENH SHT DUR18383M6542665,313SH DFND75,31300
CLAYMORE EXCHANGE TRD FD TRGUGG S&P GBL WTR18383Q50785328,449SH DFND728,44900
CLEAN HARBORS INCCOM18449610792117,679SH DFND1,3450017,229
CLEAN HARBORS INCCOM18449610721400SH DFND1440000
CLEAN HARBORS INCCOM184496107245SH DFND34500
CLEAN HARBORS INCCOM1844961071222,335SH DFND92,33500
CLEAR CHANNEL OUTDOOR HLDGSCL A18451C10911017,700SH DFND1317,70000
CLEAR CHANNEL OUTDOOR HLDGSCL A18451C109142,300SH DFND142,30000
CLEARBRIDGE ENERGY MLP FD INCOM1846921011197,492SH DFND77,49200
CLEARBRIDGE ENERGY MLP FD INCOM18469210126516,606SH DFND93,182013,424
CLOROX CO DELCOM1890541091,53911,122SH DFND110,8220300
CLOROX CO DELCOM18905410983600SH DFND1,360000
CLOROX CO DELCOM1890541093182,300SH DFND132,30000
CLOROX CO DELCOM18905410942300SH DFND1430000
CLOROX CO DELCOM189054109645SH DFND34500
CLOROX CO DELCOM1890541093,74727,074SH DFND724,86802,206
CLOROX CO DELCOM189054109126907SH DFND7,990700
CLOROX CO DELCOM1890541091,78712,916SH DFND912,91600
CLOUD PEAK ENERGY INCCOM18911Q1027636,855SH DFND736,85500
COACH INCCOM1897541042,87470,549SH DFND160,113010,436
COACH INCCOM1897541041934,745SH DFND1,34,74500
COACH INCCOM189754104499SH DFND19900
COACH INCCOM18975410410238SH DFND123800
COACH INCCOM1897541043268,010SH DFND138,01000
COACH INCCOM1897541042004,901SH DFND142,1802,7210
COACH INCCOM18975410482120,160SH DFND320,16000
COACH INCCOM18975410412,111297,280SH DFND7296,5540726
COACH INCCOM1897541041,50636,971SH DFND7,936,97100
COACH INCCOM1897541044,209103,304SH DFND9103,0540250
COBALT INTL ENERGY INCCOM19075F10621,610SH DFND1,31,61000
COBALT INTL ENERGY INCCOM19075F1061612,000SH DFND1312,00000
COBALT INTL ENERGY INCCOM19075F10632,100SH DFND142,10000
COCA COLA COCOM19121610019,817437,180SH DFND1421,771015,409
COCA COLA COCOM19121610086919,170SH DFND1,319,17000
COCA COLA COCOM19121610040882SH DFND188200
COCA COLA COCOM19121610022481SH DFND148100
COCA COLA COCOM1912161003,22771,200SH DFND1371,20000
COCA COLA COCOM19121610092820,479SH DFND1418,3002,1790
COCA COLA COCOM1912161001,51433,393SH DFND333,39300
COCA COLA COCOM19121610034,531761,771SH DFND7759,17202,599
COCA COLA COCOM1912161001,99043,899SH DFND7,943,6470252
COCA COLA COCOM19121610054,5241,202,825SH DFND91,093,2020109,623
COCA COLA COCOM19121610013SHCallDFND7300
COCA COLA COCOM191216100281,900SHPutDFND71,90000
CODORUS VY BANCORP INCCOM19202510444221,688SH DFND121,68800
COGNEX CORPCOM1924221033899,025SH DFND1,351008,515
COGNEX CORPCOM1924221031383,200SH DFND133,20000
COGNEX CORPCOM19242210322500SH DFND1450000
COGNEX CORPCOM192422103010SH DFND31000
COGNEX CORPCOM19242210350811,784SH DFND710,61101,173
COGNEX CORPCOM1924221036143SH DFND914300
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610260910,648SH DFND15,96304,685
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022564,480SH DFND1,34,48000
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021,10019,210SH DFND1319,21000
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461023626,316SH DFND146,300160
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610216275SH DFND327500
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022,09636,614SH DFND730,14306,471
COGNIZANT TECHNOLOGY SOLUTIOCL A192446102961,681SH DFND7,91,599082
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461024,49578,525SH DFND976,59901,926
COHEN & STEERS QUALITY RLTYCOM19247L10629721,675SH DFND720,48001,195
COHEN & STEERS REIT & PFD INCOM19247X100271,300SH DFND11,30000
COHEN & STEERS REIT & PFD INCOM19247X1001637,947SH DFND77,8000147
COHEN & STEERS REIT & PFD INCOM19247X100924,500SH DFND7,94,50000
COHEN & STEERS REIT & PFD INCOM19247X100311,500SH DFND91,50000
COHERENT INCCOM1924791032462,675SH DFND72,0750600
COHEN & STEERS CLOSED END OPCOM19248P10617315,000SH DFND715,00000
COLGATE PALMOLIVE COCOM1941621039,888135,083SH DFND1126,98308,100
COLGATE PALMOLIVE COCOM1941621032713,700SH DFND1,33,70000
COLGATE PALMOLIVE COCOM1941621031,14215,600SH DFND1315,60000
COLGATE PALMOLIVE COCOM1941621033224,400SH DFND144,40000
COLGATE PALMOLIVE COCOM19416210329400SH DFND340000
COLGATE PALMOLIVE COCOM1941621037,378100,792SH DFND798,21702,575
COLGATE PALMOLIVE COCOM1941621032373,243SH DFND7,93,155088
COLGATE PALMOLIVE COCOM1941621035,83079,647SH DFND978,18101,466
COLLEGIUM PHARMACEUTICAL INCCOM19459J10415913,379SH OTR1313,37900
COLUMBIA PIPELINE GROUP INCCOM198280109263SH DFND16300
COLUMBIA PIPELINE GROUP INCCOM198280109612,400SH DFND1,32,40000
COLUMBIA PIPELINE GROUP INCCOM198280109993,900SH DFND133,90000
COLUMBIA PIPELINE GROUP INCCOM198280109682,660SH DFND142,66000
COLUMBIA PIPELINE GROUP INCCOM1982801095200SH DFND320000
COLUMBIA PIPELINE GROUP INCCOM19828010922853SH DFND785300
COLUMBIA PIPELINE GROUP INCCOM19828010912471SH DFND7,9397074
COLUMBIA PIPELINE GROUP INCCOM1982801094162SH OTR1316200
COLUMBIA PPTY TR INCCOM NEW198287203793,700SH DFND133,70000
COLUMBIA PPTY TR INCCOM NEW19828720348022,428SH DFND722,42800
COLUMBIA PPTY TR INCCOM NEW19828720322710,597SH OTR1310,59700
COMFORT SYS USA INCCOM199908104571,760SH DFND11,76000
COMFORT SYS USA INCCOM199908104341,037SH DFND31,03700
COMFORT SYS USA INCCOM19990810487326,796SH DFND726,79600
COMFORT SYS USA INCCOM1999081042638,067SH DFND98,06700
COMCAST CORP NEWCL A20030N1017,422113,853SH DFND1107,44406,409
COMCAST CORP NEWCL A20030N1012,40736,925SH DFND1,336,92500
COMCAST CORP NEWCL A20030N10120300SH DFND130000
COMCAST CORP NEWCL A20030N1015017,687SH DFND16,8370850
COMCAST CORP NEWCL A20030N1014,30366,000SH DFND1366,00000
COMCAST CORP NEWCL A20030N1011,19618,346SH DFND1418,34600
COMCAST CORP NEWCL A20030N1011,67725,732SH DFND325,73200
COMCAST CORP NEWCL A20030N10121,651332,120SH DFND7325,93806,182
COMCAST CORP NEWCL A20030N10194314,470SH DFND7,914,378092
COMCAST CORP NEWCL A20030N10114,242218,475SH DFND9187,227031,248
COMCAST CORP NEWCL A20030N10102SHCallDFND7200
COMERICA INCCOM2003401072075,030SH DFND135,03000
COMERICA INCCOM200340107811,960SH DFND141,96000
COMERICA INCCOM2003401074105SH DFND310500
COMERICA INCCOM20034010717411SH DFND741100
COMERICA INCCOM200340107114SH DFND7,90014
COMERICA INCCOM2003401072245,437SH DFND92,19503,242
COMMERCE BANCSHARES INCCOM200525103791,642SH DFND131,64200
COMMERCE BANCSHARES INCCOM200525103611,282SH DFND141,28200
COMMERCE BANCSHARES INCCOM200525103247SH DFND34700
COMMERCE BANCSHARES INCCOM2005251031513,148SH DFND71803,130
COMMERCE BANCSHARES INCCOM200525103243SH DFND94300
COMMUNICATIONS SALES&LEAS INCOM20341J10414500SH DFND100500
COMMUNICATIONS SALES&LEAS INCOM20341J104973,350SH DFND133,35000
COMMUNICATIONS SALES&LEAS INCOM20341J104622,146SH DFND142,14600
COMMUNICATIONS SALES&LEAS INCOM20341J104015SH DFND31500
COMMUNICATIONS SALES&LEAS INCOM20341J104481,658SH DFND71,65800
COMMUNICATIONS SALES&LEAS INCOM20341J1045189SH DFND7,918900
COMMUNICATIONS SALES&LEAS INCOM20341J104401,386SH DFND91,38600
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A102222,501SH DFND72,50100
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A1025600SH DFND7,900600
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A102728,060SH DFND98,06000
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q104251,500SH DFND11,50000
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q10424614,820SH DFND714,82000
COMPUTER SCIENCES CORPCOM20536310448970SH DFND1,397000
COMPUTER SCIENCES CORPCOM2053631041893,800SH DFND133,80000
COMPUTER SCIENCES CORPCOM205363104631,270SH DFND141,27000
COMPUTER SCIENCES CORPCOM205363104731,465SH DFND31,46500
COMPUTER SCIENCES CORPCOM2053631041402,823SH DFND72,82300
COMPUTER SCIENCES CORPCOM20536310411224SH DFND7,922400
COMPUTER SCIENCES CORPCOM20536310447952SH DFND995200
CONAGRA FOODS INCCOM2058871022254,708SH DFND14,70800
CONAGRA FOODS INCCOM205887102861,800SH DFND1,31,80000
CONAGRA FOODS INCCOM2058871024028,400SH DFND138,40000
CONAGRA FOODS INCCOM2058871021002,100SH DFND142,10000
CONAGRA FOODS INCCOM2058871029185SH DFND318500
CONAGRA FOODS INCCOM2058871021,24025,940SH DFND724,41501,525
CONAGRA FOODS INCCOM20588710224497SH DFND7,949700
CONAGRA FOODS INCCOM2058871023306,895SH DFND93,48603,409
CONAGRA FOODS INCCOM205887102110SHCallDFND71000
CONCHO RES INCCOM20605P10197810SH DFND1,381000
CONCHO RES INCCOM20605P1014133,460SH DFND133,46000
CONCHO RES INCCOM20605P1011191,000SH DFND141,00000
CONCHO RES INCCOM20605P101756SH DFND35600
CONCHO RES INCCOM20605P10133279SH DFND727900
CONCHO RES INCCOM20605P101110SH DFND7,90010
CONCHO RES INCCOM20605P101546SH DFND94600
CONNECTICUT WTR SVC INCCOM20779710113230SH DFND723000
CONNECTICUT WTR SVC INCCOM2077971011,12420,000SH DFND920,00000
CONOCOPHILLIPSCOM20825C1044,780109,630SH DFND1107,97001,660
CONOCOPHILLIPSCOM20825C1043227,390SH DFND1,37,39000
CONOCOPHILLIPSCOM20825C1041,16226,660SH DFND1326,66000
CONOCOPHILLIPSCOM20825C1043117,125SH DFND147,12500
CONOCOPHILLIPSCOM20825C10422510SH DFND351000
CONOCOPHILLIPSCOM20825C1045,231119,987SH DFND7116,60703,380
CONOCOPHILLIPSCOM20825C1041,43432,881SH DFND7,932,859022
CONOCOPHILLIPSCOM20825C10468,6191,573,829SH DFND91,511,208062,621
CONSOL ENERGY INCCOM20854P109201,220SH DFND1,31,22000
CONSOL ENERGY INCCOM20854P10916610,300SH DFND1310,30000
CONSOL ENERGY INCCOM20854P109311,900SH DFND141,90000
CONSOL ENERGY INCCOM20854P109155SH DFND35500
CONSOL ENERGY INCCOM20854P10912755SH DFND775500
CONSOL ENERGY INCCOM20854P1094260SH DFND9100250
CONSOLIDATED COMM HLDGS INCCOM20903410728010,271SH DFND710,27100
CONSOLIDATED EDISON INCCOM2091151041982,466SH DFND12,387079
CONSOLIDATED EDISON INCCOM20911510472900SH DFND1,390000
CONSOLIDATED EDISON INCCOM2091151044265,300SH DFND135,30000
CONSOLIDATED EDISON INCCOM20911510440500SH DFND1450000
CONSOLIDATED EDISON INCCOM20911510412145SH DFND314500
CONSOLIDATED EDISON INCCOM2091151041,34516,722SH DFND714,69702,025
CONSOLIDATED EDISON INCCOM20911510417SH DFND7,9007
CONSOLIDATED EDISON INCCOM2091151045,01462,334SH DFND957,45504,879
CONSTELLATION BRANDS INCCL A21036P1084422,674SH DFND125102,423
CONSTELLATION BRANDS INCCL A21036P108116700SH DFND1,370000
CONSTELLATION BRANDS INCCL A21036P1084472,700SH DFND132,70000
CONSTELLATION BRANDS INCCL A21036P108133807SH DFND1480070
CONSTELLATION BRANDS INCCL A21036P1081165SH DFND36500
CONSTELLATION BRANDS INCCL A21036P1082,39114,458SH DFND714,45800
CONSTELLATION BRANDS INCCL A21036P10856338SH DFND7,933800
CONSTELLATION BRANDS INCCL A21036P1089855,954SH DFND94,12601,828
CONTINENTAL RESOURCES INCCOM21201510126580SH DFND1,358000
CONTINENTAL RESOURCES INCCOM2120151011733,820SH DFND133,82000
CONTINENTAL RESOURCES INCCOM21201510141900SH DFND1490000
CONTINENTAL RESOURCES INCCOM212015101120SH DFND32000
CONTINENTAL RESOURCES INCCOM21201510134756SH DFND775600
CONTINENTAL RESOURCES INCCOM212015101132SH DFND7,90032
CONTINENTAL RESOURCES INCCOM2120151016140SH DFND914000
CONTINENTAL RESOURCES INCCOM21201510179917,641SH OTR1317,64100
COOPER COS INCCOM NEW21664840227155SH DFND115500
COOPER COS INCCOM NEW21664840265380SH DFND1,338000
COOPER COS INCCOM NEW2166484023171,850SH DFND131,85000
COOPER COS INCCOM NEW216648402124720SH DFND1472000
COOPER COS INCCOM NEW216648402320SH DFND32000
COOPER COS INCCOM NEW2166484022321,351SH DFND78050546
COOPER COS INCCOM NEW216648402530SH DFND93000
COPART INCCOM2172041061,30326,582SH DFND1,3620025,962
COPART INCCOM217204106931,900SH DFND131,90000
COPART INCCOM21720410625500SH DFND1450000
COPART INCCOM217204106365SH DFND36500
COPART INCCOM2172041063146,411SH DFND76,384027
COPART INCCOM2172041061653,372SH DFND93,37200
CORESITE RLTY CORPCOM21870Q10523260SH DFND126000
CORESITE RLTY CORPCOM21870Q10553603SH DFND360300
CORESITE RLTY CORPCOM21870Q1051802,026SH DFND740101,625
CORESITE RLTY CORPCOM21870Q105218SH DFND7,90018
CORESITE RLTY CORPCOM21870Q105778SH DFND97800
CORESITE RLTY CORPCOM21870Q1051902,143SH OTR132,14300
CORNING INCCOM21935010554426,555SH DFND126,55500
CORNING INCCOM2193501051698,250SH DFND1,38,25000
CORNING INCCOM21935010567132,770SH DFND1332,77000
CORNING INCCOM2193501051798,760SH DFND148,76000
CORNING INCCOM21935010510500SH DFND350000
CORNING INCCOM2193501051,67781,899SH DFND781,6140285
CORNING INCCOM21935010548323,569SH DFND7,923,3980171
CORNING INCCOM21935010597647,646SH DFND946,8970749
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081394,700SH DFND134,70000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T108682,300SH DFND142,30000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T108551,862SH DFND71,840022
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10818625SH DFND962500
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1082267,659SH OTR137,65900
CORRECTIONS CORP AMER NEWCOM NEW22025Y407441,246SH DFND11,24600
CORRECTIONS CORP AMER NEWCOM NEW22025Y4071353,867SH DFND133,86700
CORRECTIONS CORP AMER NEWCOM NEW22025Y407872,473SH DFND142,47300
CORRECTIONS CORP AMER NEWCOM NEW22025Y4071173,343SH DFND33,34300
CORRECTIONS CORP AMER NEWCOM NEW22025Y4071032,928SH DFND72,879049
CORRECTIONS CORP AMER NEWCOM NEW22025Y4071444,103SH DFND7,94,10300
CORRECTIONS CORP AMER NEWCOM NEW22025Y40740911,667SH DFND911,66700
CORRECTIONS CORP AMER NEWCOM NEW22025Y4073389,656SH OTR139,65600
COSTCO WHSL CORP NEWCOM22160K1058405,347SH DFND14,01201,335
COSTCO WHSL CORP NEWCOM22160K1052981,900SH DFND1,31,90000
COSTCO WHSL CORP NEWCOM22160K1051,2417,900SH DFND137,90000
COSTCO WHSL CORP NEWCOM22160K1052991,905SH DFND141,90050
COSTCO WHSL CORP NEWCOM22160K1051671,064SH DFND31,06400
COSTCO WHSL CORP NEWCOM22160K1056,30740,165SH DFND738,48401,681
COSTCO WHSL CORP NEWCOM22160K1053542,257SH DFND7,92,219038
COSTCO WHSL CORP NEWCOM22160K1053,71123,632SH DFND917,39406,238
COSTAR GROUP INCCOM22160N109312SH DFND11200
COSTAR GROUP INCCOM22160N10952240SH DFND1,324000
COSTAR GROUP INCCOM22160N1092841,300SH DFND131,30000
COSTAR GROUP INCCOM22160N109420SH DFND32000
COSTAR GROUP INCCOM22160N1092431,112SH DFND71,078034
COSTAR GROUP INCCOM22160N10929131SH DFND913100
COTT CORP QUECOM22163N10649135,200SH OTR1335,20000
COUSINS PPTYS INCCOM2227951061122SH DFND712200
COUSINS PPTYS INCCOM2227951065470SH DFND947000
COUSINS PPTYS INCCOM22279510617116,472SH OTR1316,47200
COVANTA HLDG CORPCOM22282E10244426,985SH DFND1,3380026,605
COVANTA HLDG CORPCOM22282E102814,900SH DFND134,90000
COVANTA HLDG CORPCOM22282E1022125SH DFND312500
COVANTA HLDG CORPCOM22282E10217510,625SH DFND710,62500
CRACKER BARREL OLD CTRY STORCOM22410J1062631,535SH DFND71,499036
CRACKER BARREL OLD CTRY STORCOM22410J106210SH DFND91000
CRANE COCOM22439910519340SH DFND1,334000
CRANE COCOM224399105681,200SH DFND131,20000
CRANE COCOM2243991058140SH DFND1414000
CRANE COCOM224399105345SH DFND34500
CRANE COCOM2243991051432,526SH DFND72,52204
CRANE COCOM2243991056100SH DFND910000
CREDIT SUISSE ASSET MGMT INCCOM22491610622677,114SH DFND777,078036
CREE INCCOM225447101261,077SH DFND13270750
CREE INCCOM22544710118740SH DFND1,374000
CREE INCCOM225447101562,300SH DFND132,30000
CREE INCCOM2254471015220SH DFND1422000
CREE INCCOM225447101020SH DFND32000
CREE INCCOM2254471011626,640SH DFND76,4970143
CREE INCCOM22544710116637SH DFND7,963700
CREE INCCOM225447101130SH DFND93000
CROWN CASTLE INTL CORP NEWCOM22822V1013,07330,301SH DFND125,96604,335
CROWN CASTLE INTL CORP NEWCOM22822V1011201,185SH DFND1,31,18500
CROWN CASTLE INTL CORP NEWCOM22822V101440SH DFND14000
CROWN CASTLE INTL CORP NEWCOM22822V10110102SH DFND110200
CROWN CASTLE INTL CORP NEWCOM22822V1011,18111,640SH DFND1311,64000
CROWN CASTLE INTL CORP NEWCOM22822V1014844,776SH DFND143,5601,2160
CROWN CASTLE INTL CORP NEWCOM22822V1018738,611SH DFND38,61100
CROWN CASTLE INTL CORP NEWCOM22822V10112,257120,838SH DFND7120,4280410
CROWN CASTLE INTL CORP NEWCOM22822V1017787,673SH DFND7,97,662011
CROWN CASTLE INTL CORP NEWCOM22822V1017,94778,348SH DFND965,137013,211
CROWN HOLDINGS INCCOM22836810647932SH DFND193200
CROWN HOLDINGS INCCOM22836810635700SH DFND1,370000
CROWN HOLDINGS INCCOM22836810629575SH DFND357500
CROWN HOLDINGS INCCOM2283681062434,797SH DFND74,4000397
CROWN HOLDINGS INCCOM2283681061713,373SH DFND93,2200153
CTRIP COM INTL LTDNOTE 1.000% 7/022943FAF72726,000PRN DFND926,00000
CTRIP COM INTL LTDNOTE 1.990% 7/022943FAH32119,000PRN DFND919,00000
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10019461SH DFND146100
CTRIP COM INTL LTDAMERICAN DEP SHS22943F100882,138SH DFND32,13800
CTRIP COM INTL LTDAMERICAN DEP SHS22943F1003548,596SH DFND78,59600
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10022544SH DFND7,954400
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10050512,262SH DFND912,26200
CTRIP COM INTL LTDAMERICAN DEP SHS22943F100822,000SH OTR132,00000
CUBESMARTCOM229663109762,450SH DFND72,45000
CUBESMARTCOM22966310912385SH DFND938500
CUBESMARTCOM22966310976124,630SH OTR1324,63000
CULLEN FROST BANKERS INCCOM22989910949767SH DFND176700
CULLEN FROST BANKERS INCCOM22989910916258SH DFND125800
CULLEN FROST BANKERS INCCOM22989910910153SH DFND115300
CULLEN FROST BANKERS INCCOM229899109921,440SH DFND131,44000
CULLEN FROST BANKERS INCCOM2298991096100SH DFND1410000
CULLEN FROST BANKERS INCCOM229899109921,439SH DFND31,43900
CULLEN FROST BANKERS INCCOM22989910962975SH DFND71750800
CUMMINS INCCOM2310211061,0409,245SH DFND16,70002,545
CUMMINS INCCOM2310211061171,040SH DFND1,31,04000
CUMMINS INCCOM2310211066275,580SH DFND135,58000
CUMMINS INCCOM2310211061801,600SH DFND141,60000
CUMMINS INCCOM231021106875SH DFND37500
CUMMINS INCCOM2310211061,0058,935SH DFND78,866069
CUMMINS INCCOM23102110623203SH DFND7,9175028
CUMMINS INCCOM2310211064574,061SH DFND93,3810680
CUMMINS INCCOM23102110601SHCallDFND7100
CYPRESS SEMICONDUCTOR CORPCOM232806109262,457SH DFND12,45700
CYPRESS SEMICONDUCTOR CORPCOM232806109282,640SH DFND1,32,64000
CYPRESS SEMICONDUCTOR CORPCOM23280610912712,000SH DFND1312,00000
CYPRESS SEMICONDUCTOR CORPCOM2328061093255SH DFND325500
CYPRESS SEMICONDUCTOR CORPCOM232806109575,419SH DFND74,9730446
CYPRESS SEMICONDUCTOR CORPCOM232806109888,307SH DFND7,98,30700
CYPRESS SEMICONDUCTOR CORPCOM232806109262,470SH DFND92,47000
CYRUSONE INCCOM23283R10011200SH DFND100200
CYRUSONE INCCOM23283R10010171SH DFND717100
CYRUSONE INCCOM23283R100355SH DFND95500
CYRUSONE INCCOM23283R1002965,324SH OTR135,32400
DBX ETF TRXTRAK MSCI EAFE2330512006,553262,244SH DFND7262,24400
DBX ETF TRXTRAK MSCI EAFE23305120059823,933SH DFND968023,865
DBX ETF TRXTRAK MSCI JAPN2330515072,96796,441SH DFND796,44100
DBX ETF TRXTRAK MSCI JAPN2330515072217,181SH DFND97,18100
DBX ETF TRDB XTR MSCI EUR23305185343617,761SH DFND717,3700391
DBX ETF TRDB XTR MSCI EUR23305185345718,595SH DFND918,59500
DCT INDUSTRIAL TRUST INCCOM NEW233153204721,491SH DFND71,49100
DCT INDUSTRIAL TRUST INCCOM NEW233153204010SH DFND91000
DCT INDUSTRIAL TRUST INCCOM NEW2331532041,14423,805SH OTR1323,80500
DDR CORPCOM23317H1021809,900SH DFND139,90000
DDR CORPCOM23317H102583,200SH DFND143,20000
DDR CORPCOM23317H1022125SH DFND312500
DDR CORPCOM23317H102462,532SH DFND72,53200
DDR CORPCOM23317H1026307SH DFND930700
DDR CORPCOM23317H1021,50182,744SH OTR1382,74400
D R HORTON INCCOM23331A10964920,603SH DFND120,60300
D R HORTON INCCOM23331A109692,180SH DFND1,32,18000
D R HORTON INCCOM23331A1092828,970SH DFND138,97000
D R HORTON INCCOM23331A109621,980SH DFND141,98000
D R HORTON INCCOM23331A109411,287SH DFND31,28700
D R HORTON INCCOM23331A1092,96294,090SH DFND793,8340256
D R HORTON INCCOM23331A1091655,233SH DFND7,95,23300
D R HORTON INCCOM23331A10962119,739SH DFND919,4870252
DHI GROUP INCCOM23331S10037960,900SH DFND1,30060,900
DHI GROUP INCCOM23331S100376,011SH DFND36,01100
DHI GROUP INCCOM23331S1007912,743SH DFND75,95906,784
DHI GROUP INCCOM23331S100132,134SH DFND92,13400
DST SYS INC DELCOM23332610782700SH DFND170000
DST SYS INC DELCOM2333261076035,175SH DFND1,325004,925
DST SYS INC DELCOM2333261071941,670SH DFND131,67000
DST SYS INC DELCOM23332610772620SH DFND1462000
DST SYS INC DELCOM2333261071591,363SH DFND31,36300
DST SYS INC DELCOM2333261071,1359,749SH DFND78,43701,312
DST SYS INC DELCOM2333261071741,495SH DFND7,91,483012
DST SYS INC DELCOM2333261076445,531SH DFND95,53100
DTE ENERGY COCOM2333311072442,466SH DFND12,46600
DTE ENERGY COCOM23333110759600SH DFND1,360000
DTE ENERGY COCOM233331107550SH DFND35000
DTE ENERGY COCOM2333311077317,371SH DFND77,37100
DTE ENERGY COCOM23333110715147SH DFND7,914007
DTE ENERGY COCOM233331107879SH DFND90079
DSW INCCL A23334L10211500SH DFND1,350000
DSW INCCL A23334L1023,186150,407SH DFND7148,38202,025
DSW INCCL A23334L10272034,000SH DFND7,934,00000
DSW INCCL A23334L1021878,830SH DFND98,83000
DANAHER CORP DELCOM2358511026,49964,346SH DFND156,91807,428
DANAHER CORP DELCOM2358511021,85718,385SH DFND1,318,38500
DANAHER CORP DELCOM2358511021111,100SH DFND11,10000
DANAHER CORP DELCOM2358511024254,211SH DFND13,7610450
DANAHER CORP DELCOM2358511021,72517,080SH DFND1317,08000
DANAHER CORP DELCOM2358511024574,524SH DFND144,52400
DANAHER CORP DELCOM2358511021,76617,487SH DFND317,48700
DANAHER CORP DELCOM23585110221,660214,451SH DFND7212,16402,287
DANAHER CORP DELCOM2358511024,98349,338SH DFND7,949,33008
DANAHER CORP DELCOM23585110215,072149,229SH DFND9148,21201,017
DARDEN RESTAURANTS INCCOM2371941052,58240,761SH DFND136,13504,626
DARDEN RESTAURANTS INCCOM2371941051382,180SH DFND1,32,18000
DARDEN RESTAURANTS INCCOM237194105351SH DFND15100
DARDEN RESTAURANTS INCCOM2371941057114SH DFND111400
DARDEN RESTAURANTS INCCOM237194105911,440SH DFND131,44000
DARDEN RESTAURANTS INCCOM237194105831,315SH DFND1401,3150
DARDEN RESTAURANTS INCCOM2371941055999,455SH DFND39,45500
DARDEN RESTAURANTS INCCOM2371941058,091127,744SH DFND7124,57903,165
DARDEN RESTAURANTS INCCOM2371941055118,068SH DFND7,98,06800
DARDEN RESTAURANTS INCCOM2371941053,55556,129SH DFND956,12900
DARDEN RESTAURANTS INCCOM2371941054286,755SH OTR136,75500
DAVITA HEALTHCARE PARTNERS ICOM23918K10812150SH DFND115000
DAVITA HEALTHCARE PARTNERS ICOM23918K108971,250SH DFND1,31,25000
DAVITA HEALTHCARE PARTNERS ICOM23918K1084015,188SH DFND135,18800
DAVITA HEALTHCARE PARTNERS ICOM23918K1081131,464SH DFND141,46400
DAVITA HEALTHCARE PARTNERS ICOM23918K108675SH DFND37500
DAVITA HEALTHCARE PARTNERS ICOM23918K1082,55633,062SH DFND733,050012
DAVITA HEALTHCARE PARTNERS ICOM23918K1084115,310SH DFND7,95,31000
DAVITA HEALTHCARE PARTNERS ICOM23918K1083814,926SH DFND94,92600
DAVITA HEALTHCARE PARTNERS ICOM23918K1084345,610SH OTR135,61000
DECKERS OUTDOOR CORPCOM24353710727472SH DFND147200
DECKERS OUTDOOR CORPCOM243537107761,313SH DFND31,31300
DECKERS OUTDOOR CORPCOM24353710738652SH DFND7629023
DECKERS OUTDOOR CORPCOM243537107851,481SH DFND7,91,48100
DECKERS OUTDOOR CORPCOM2435371072504,339SH DFND94,33900
DEERE & COCOM2441991052,78534,361SH DFND129,57504,786
DEERE & COCOM2441991051662,050SH DFND1,32,05000
DEERE & COCOM2441991056077,490SH DFND137,49000
DEERE & COCOM2441991051942,390SH DFND142,39000
DEERE & COCOM2441991054004,930SH DFND34,93000
DEERE & COCOM2441991051,00612,420SH DFND712,3110109
DEERE & COCOM2441991051461,797SH DFND7,91,757040
DEERE & COCOM2441991056848,437SH DFND98,0170420
DELTA AIR LINES INC DELCOM NEW24736170285023,321SH DFND122,4040917
DELTA AIR LINES INC DELCOM NEW24736170269719,125SH DFND1,319,12500
DELTA AIR LINES INC DELCOM NEW2473617021694,644SH DFND14,0590585
DELTA AIR LINES INC DELCOM NEW24736170267418,490SH DFND1318,49000
DELTA AIR LINES INC DELCOM NEW2473617022045,600SH DFND145,60000
DELTA AIR LINES INC DELCOM NEW24736170264417,681SH DFND317,68100
DELTA AIR LINES INC DELCOM NEW24736170211,883326,179SH DFND7324,22001,959
DELTA AIR LINES INC DELCOM NEW2473617023,833105,202SH DFND7,9105,0750127
DELTA AIR LINES INC DELCOM NEW2473617027,068194,022SH DFND9190,34203,680
DELTA AIR LINES INC DELCOM NEW247361702019SHCallDFND91900
DENBURY RES INCCOM NEW24791620882,170SH DFND1,32,17000
DENBURY RES INCCOM NEW2479162089325,900SH DFND1325,90000
DENBURY RES INCCOM NEW2479162080125SH DFND312500
DENBURY RES INCCOM NEW247916208064SH DFND76400
DENBURY RES INCCOM NEW2479162081205SH DFND7,920500
DENBURY RES INCCOM NEW247916208113,089SH DFND958002,509
DELUXE CORPCOM24801910143649SH DFND164900
DELUXE CORPCOM24801910190413,628SH DFND713,62800
DELUXE CORPCOM2480191012643,971SH DFND93,97100
DENTSPLY SIRONA INCCOM24906P1091,15518,619SH DFND118,61900
DENTSPLY SIRONA INCCOM24906P1091081,743SH DFND1,31,74300
DENTSPLY SIRONA INCCOM24906P1095889,479SH DFND139,47900
DENTSPLY SIRONA INCCOM24906P109661,058SH DFND141,05800
DENTSPLY SIRONA INCCOM24906P1096100SH DFND310000
DENTSPLY SIRONA INCCOM24906P1091,16218,737SH DFND717,69201,045
DENTSPLY SIRONA INCCOM24906P10926415SH DFND7,941500
DENTSPLY SIRONA INCCOM24906P1091943,130SH DFND92,1520978
DEUTSCHE MUN INCOMECOM25160C10625517,647SH DFND93,382014,265
DEUTSCHE MULTI-MKT INCOME TRSHS25160E10222427,500SH DFND727,50000
DEVON ENERGY CORP NEWCOM25179M10327754SH DFND175400
DEVON ENERGY CORP NEWCOM25179M1031113,070SH DFND1,33,07000
DEVON ENERGY CORP NEWCOM25179M1033339,180SH DFND139,18000
DEVON ENERGY CORP NEWCOM25179M1031113,070SH DFND143,07000
DEVON ENERGY CORP NEWCOM25179M1037190SH DFND319000
DEVON ENERGY CORP NEWCOM25179M10345912,658SH DFND712,5340124
DEVON ENERGY CORP NEWCOM25179M10322613SH DFND7,961300
DEVON ENERGY CORP NEWCOM25179M1031203,322SH DFND93,0660256
DEXCOM INCCOM252131107861,080SH DFND1950985
DEXCOM INCCOM25213110749620SH DFND1,362000
DEXCOM INCCOM25213110743540SH DFND1354000
DEXCOM INCCOM25213110753663SH DFND1466300
DEXCOM INCCOM252131107225SH DFND32500
DEXCOM INCCOM25213110751646SH DFND764600
DEXCOM INCCOM25213110716198SH DFND919800
DIAGEO P L CSPON ADR NEW25243Q2053162,798SH DFND12,79800
DIAGEO P L CSPON ADR NEW25243Q20556500SH DFND350000
DIAGEO P L CSPON ADR NEW25243Q2052,38221,104SH DFND720,9540150
DIAGEO P L CSPON ADR NEW25243Q2058307,350SH DFND7,97,35000
DIAGEO P L CSPON ADR NEW25243Q2052,20819,562SH DFND918,41501,147
DIAMONDBACK ENERGY INCCOM25278X109781SH DFND18100
DIAMONDBACK ENERGY INCCOM25278X10942460SH DFND1,346000
DIAMONDBACK ENERGY INCCOM25278X1091731,900SH DFND131,90000
DIAMONDBACK ENERGY INCCOM25278X10955600SH DFND1460000
DIAMONDBACK ENERGY INCCOM25278X10961666SH DFND366600
DIAMONDBACK ENERGY INCCOM25278X10954587SH DFND758700
DIAMONDBACK ENERGY INCCOM25278X10920218SH DFND9270191
DIAMONDROCK HOSPITALITY COCOM2527843015579SH DFND757900
DIAMONDROCK HOSPITALITY COCOM25278430113214,595SH OTR1314,59500
DICKS SPORTING GOODS INCCOM25339310227600SH DFND1,360000
DICKS SPORTING GOODS INCCOM2533931021483,280SH DFND133,28000
DICKS SPORTING GOODS INCCOM253393102250SH DFND35000
DICKS SPORTING GOODS INCCOM253393102851,877SH DFND71,87205
DICKS SPORTING GOODS INCCOM253393102681,505SH DFND91,50500
DIEBOLD INCCOM253651103251,000SH DFND71,00000
DIEBOLD INCCOM2536511031,30752,638SH DFND952,63800
DIGITAL RLTY TR INCCOM2538681033,99336,640SH DFND131,28905,351
DIGITAL RLTY TR INCCOM2538681031671,530SH DFND1,31,53000
DIGITAL RLTY TR INCCOM25386810318163SH DFND116300
DIGITAL RLTY TR INCCOM25386810314132SH DFND113200
DIGITAL RLTY TR INCCOM2538681036015,510SH DFND135,51000
DIGITAL RLTY TR INCCOM2538681033603,304SH DFND141,8101,4940
DIGITAL RLTY TR INCCOM2538681031,19710,979SH DFND310,97900
DIGITAL RLTY TR INCCOM25386810315,864145,556SH DFND7144,36901,187
DIGITAL RLTY TR INCCOM2538681031,0089,248SH DFND7,99,219029
DIGITAL RLTY TR INCCOM2538681036,65861,084SH DFND961,08400
DIGITAL RLTY TR INCCOM2538681032,80025,689SH OTR1325,68900
DINEEQUITY INCCOM25442310616184SH DFND718400
DINEEQUITY INCCOM2544231068109,551SH DFND99,55100
DISNEY WALT COCOM DISNEY25468710612,398126,745SH DFND1121,03305,712
DISNEY WALT COCOM DISNEY2546871062,21022,595SH DFND1,322,59500
DISNEY WALT COCOM DISNEY2546871063883,964SH DFND13,7040260
DISNEY WALT COCOM DISNEY2546871064,13342,246SH DFND1342,24600
DISNEY WALT COCOM DISNEY2546871061,14811,740SH DFND1411,74000
DISNEY WALT COCOM DISNEY2546871061,52415,578SH DFND315,57800
DISNEY WALT COCOM DISNEY25468710626,888274,869SH DFND7271,61703,252
DISNEY WALT COCOM DISNEY2546871064874,977SH DFND7,94,897080
DISNEY WALT COCOM DISNEY25468710622,236227,314SH DFND9205,801021,513
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1046234SH DFND123400
DISCOVERY COMMUNICATNS NEWCOM SER A25470F104311,220SH DFND1,31,22000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1041214,780SH DFND134,78000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F104562,200SH DFND142,20000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1045180SH DFND318000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1042208,708SH DFND78,5920116
DISCOVERY COMMUNICATNS NEWCOM SER A25470F104301,200SH DFND7,91,183017
DISCOVERY COMMUNICATNS NEWCOM SER A25470F104290SH DFND931059
DISH NETWORK CORPCL A25470M109781,480SH DFND1,31,48000
DISH NETWORK CORPCL A25470M1093135,980SH DFND135,98000
DISH NETWORK CORPCL A25470M1091172,240SH DFND142,24000
DISH NETWORK CORPCL A25470M109590SH DFND39000
DISH NETWORK CORPCL A25470M1092013,844SH DFND73,2770567
DISH NETWORK CORPCL A25470M10972713,870SH DFND9327013,543
DISH NETWORK CORPCL A25470M1093737,110SH OTR137,11000
DISCOVER FINL SVCSCOM25470910848888SH DFND17320156
DISCOVER FINL SVCSCOM25470910880314,980SH DFND1314,98000
DISCOVER FINL SVCSCOM2547091081542,870SH DFND142,87000
DISCOVER FINL SVCSCOM2547091081242,307SH DFND32,30700
DISCOVER FINL SVCSCOM25470910862511,671SH DFND78,38803,283
DISCOVER FINL SVCSCOM25470910825461SH DFND7,946100
DISCOVER FINL SVCSCOM2547091082,06738,568SH DFND97,364031,204
DOLBY LABORATORIES INCCOM25659T1076133SH DFND113300
DOLBY LABORATORIES INCCOM25659T10719390SH DFND1,339000
DOLBY LABORATORIES INCCOM25659T1077150SH DFND1315000
DOLBY LABORATORIES INCCOM25659T10743900SH DFND1490000
DOLBY LABORATORIES INCCOM25659T107120SH DFND32000
DOLBY LABORATORIES INCCOM25659T1072966,182SH DFND76,0330149
DOLBY LABORATORIES INCCOM25659T10721439SH DFND7,943900
DOLBY LABORATORIES INCCOM25659T10712250SH DFND925000
DOLLAR GEN CORP NEWCOM2566771052853,031SH DFND12,3770654
DOLLAR GEN CORP NEWCOM2566771051731,840SH DFND1,31,84000
DOLLAR GEN CORP NEWCOM25667710539420SH DFND142000
DOLLAR GEN CORP NEWCOM25667710524257SH DFND125700
DOLLAR GEN CORP NEWCOM2566771058559,100SH DFND139,10000
DOLLAR GEN CORP NEWCOM2566771052162,300SH DFND142,30000
DOLLAR GEN CORP NEWCOM2566771052322,466SH DFND32,46600
DOLLAR GEN CORP NEWCOM2566771052,20723,482SH DFND721,09802,384
DOLLAR GEN CORP NEWCOM2566771051731,843SH DFND7,91,833010
DOLLAR GEN CORP NEWCOM2566771059169,742SH DFND99,74200
DOLLAR GEN CORP NEWCOM2566771051,85419,720SH OTR1319,72000
DOLLAR TREE INCCOM2567461081,80019,099SH DFND117,27101,828
DOLLAR TREE INCCOM2567461081411,500SH DFND1,31,50000
DOLLAR TREE INCCOM2567461086566,962SH DFND136,96200
DOLLAR TREE INCCOM2567461082092,218SH DFND142,21800
DOLLAR TREE INCCOM2567461088348,849SH DFND38,84900
DOLLAR TREE INCCOM2567461087437,885SH DFND77,7400145
DOLLAR TREE INCCOM25674610828299SH DFND7,9245054
DOLLAR TREE INCCOM2567461088989,533SH DFND99,53300
DOMINION RES INC VA NEWCOM25746U1099,483121,684SH DFND1109,377012,307
DOMINION RES INC VA NEWCOM25746U1092122,715SH DFND1,32,71500
DOMINION RES INC VA NEWCOM25746U109338SH DFND13800
DOMINION RES INC VA NEWCOM25746U109784SH DFND18400
DOMINION RES INC VA NEWCOM25746U1096628,500SH DFND138,50000
DOMINION RES INC VA NEWCOM25746U1092092,681SH DFND141,7009810
DOMINION RES INC VA NEWCOM25746U1095747,362SH DFND37,36200
DOMINION RES INC VA NEWCOM25746U1099,325119,663SH DFND7118,62701,036
DOMINION RES INC VA NEWCOM25746U10984310,817SH DFND7,910,81007
DOMINION RES INC VA NEWCOM25746U1099,683124,254SH DFND979,285044,969
DOMINOS PIZZA INCCOM25754A2012051,560SH DFND11,56000
DOMINOS PIZZA INCCOM25754A20146350SH DFND1,335000
DOMINOS PIZZA INCCOM25754A2012892,200SH DFND132,20000
DOMINOS PIZZA INCCOM25754A20153400SH DFND1440000
DOMINOS PIZZA INCCOM25754A201325SH DFND32500
DOMINOS PIZZA INCCOM25754A2011471,119SH DFND71,11900
DOMINOS PIZZA INCCOM25754A20131234SH DFND7,923400
DOMINOS PIZZA INCCOM25754A2011961,492SH DFND91,49200
DONALDSON INCCOM257651109772,246SH DFND1002,246
DONALDSON INCCOM25765110932940SH DFND1,394000
DONALDSON INCCOM2576511091384,010SH DFND134,01000
DONALDSON INCCOM257651109621,800SH DFND141,80000
DONALDSON INCCOM257651109385SH DFND38500
DONALDSON INCCOM2576511091634,739SH DFND758904,150
DONALDSON INCCOM257651109262SH DFND7,90062
DONALDSON INCCOM2576511091002,903SH DFND92,90300
DONNELLEY R R & SONS COCOM257867101211,270SH DFND1,31,27000
DONNELLEY R R & SONS COCOM257867101543,170SH DFND133,17000
DONNELLEY R R & SONS COCOM257867101221,300SH DFND141,30000
DONNELLEY R R & SONS COCOM2578671012135SH DFND313500
DONNELLEY R R & SONS COCOM2578671018455SH DFND745500
DONNELLEY R R & SONS COCOM25786710134020,083SH DFND920,08300
DORMAN PRODUCTS INCCOM2582781004908,564SH DFND1,3008,564
DORMAN PRODUCTS INCCOM2582781001152,005SH DFND739101,614
DOUGLAS EMMETT INCCOM25960P1091574,410SH DFND134,41000
DOUGLAS EMMETT INCCOM25960P10912340SH DFND1434000
DOUGLAS EMMETT INCCOM25960P109661,850SH DFND71,85000
DOUGLAS EMMETT INCCOM25960P1096156SH DFND915600
DOUGLAS EMMETT INCCOM25960P10939010,974SH OTR1310,97400
DOUGLAS DYNAMICS INCCOM25960R1056240SH DFND724000
DOUGLAS DYNAMICS INCCOM25960R10564124,912SH DFND924,91200
DOVER CORPCOM2600031084997,200SH DFND17,20000
DOVER CORPCOM260003108781,120SH DFND1,31,12000
DOVER CORPCOM2600031082884,160SH DFND134,16000
DOVER CORPCOM26000310863908SH DFND1490800
DOVER CORPCOM260003108570SH DFND37000
DOVER CORPCOM2600031085,15674,385SH DFND773,7170668
DOVER CORPCOM2600031081692,440SH DFND7,92,44000
DOVER CORPCOM2600031086,38692,128SH DFND992,073055
DOW CHEM COCOM2605431035,146103,522SH DFND1103,52200
DOW CHEM COCOM2605431032835,700SH DFND1,35,70000
DOW CHEM COCOM2605431031,28725,900SH DFND1325,90000
DOW CHEM COCOM2605431033487,000SH DFND147,00000
DOW CHEM COCOM2605431031172,344SH DFND32,34400
DOW CHEM COCOM2605431033,82776,985SH DFND776,8300155
DOW CHEM COCOM2605431032214,454SH DFND7,94,45400
DOW CHEM COCOM2605431034,77496,043SH DFND994,09801,945
DR PEPPER SNAPPLE GROUP INCCOM26138E1091,39314,411SH DFND114,1430268
DR PEPPER SNAPPLE GROUP INCCOM26138E1097097,338SH DFND1,37,33800
DR PEPPER SNAPPLE GROUP INCCOM26138E1092632,717SH DFND12,4320285
DR PEPPER SNAPPLE GROUP INCCOM26138E1091741,800SH DFND131,80000
DR PEPPER SNAPPLE GROUP INCCOM26138E1097187,429SH DFND37,42900
DR PEPPER SNAPPLE GROUP INCCOM26138E10910,315106,749SH DFND7106,675074
DR PEPPER SNAPPLE GROUP INCCOM26138E1091881,944SH DFND7,91,929015
DR PEPPER SNAPPLE GROUP INCCOM26138E1094,05541,967SH DFND941,8490118
DREYFUS MUN INCOME INCCOM26201R102727,200SH DFND17,20000
DREYFUS MUN INCOME INCCOM26201R102808,000SH DFND78,00000
DREYFUS STRATEGIC MUN BD FDCOM26202F10731434,602SH DFND134,60200
DRIL-QUIP INCCOM26203710413230SH DFND1,323000
DRIL-QUIP INCCOM26203710439660SH DFND1366000
DRIL-QUIP INCCOM2620371046100SH DFND1410000
DRIL-QUIP INCCOM2620371041312,250SH DFND717502,075
DRIL-QUIP INCCOM2620371041021,742SH DFND91,74200
DU PONT E I DE NEMOURS & COCOM2635341099,637148,725SH DFND1143,03005,695
DU PONT E I DE NEMOURS & COCOM2635341093184,900SH DFND1,34,90000
DU PONT E I DE NEMOURS & COCOM26353410919300SH DFND130000
DU PONT E I DE NEMOURS & COCOM26353410913200SH DFND120000
DU PONT E I DE NEMOURS & COCOM2635341091,43222,100SH DFND1322,10000
DU PONT E I DE NEMOURS & COCOM2635341093956,100SH DFND146,10000
DU PONT E I DE NEMOURS & COCOM26353410925380SH DFND338000
DU PONT E I DE NEMOURS & COCOM2635341099,705149,768SH DFND7149,4680300
DU PONT E I DE NEMOURS & COCOM2635341092,57039,664SH DFND7,939,65509
DU PONT E I DE NEMOURS & COCOM263534109374,0195,771,900SH DFND95,540,021400231,479
DU PONT E I DE NEMOURS & COCOM263534109950SHCallDFND95000
DUKE ENERGY CORP NEWCOM NEW26441C2041,92722,467SH DFND120,74001,727
DUKE ENERGY CORP NEWCOM NEW26441C2041722,000SH DFND1,32,00000
DUKE ENERGY CORP NEWCOM NEW26441C20445522SH DFND152200
DUKE ENERGY CORP NEWCOM NEW26441C2048069,400SH DFND139,40000
DUKE ENERGY CORP NEWCOM NEW26441C2041541,800SH DFND141,80000
DUKE ENERGY CORP NEWCOM NEW26441C20428325SH DFND332500
DUKE ENERGY CORP NEWCOM NEW26441C2042,74531,991SH DFND731,8500141
DUKE ENERGY CORP NEWCOM NEW26441C20484977SH DFND7,9961016
DUKE ENERGY CORP NEWCOM NEW26441C2042,69231,381SH DFND928,18603,195
DUKE REALTY CORPCOM NEW26441150532012,010SH DFND1312,01000
DUKE REALTY CORPCOM NEW2644115051214,520SH DFND144,52000
DUKE REALTY CORPCOM NEW2644115053100SH DFND310000
DUKE REALTY CORPCOM NEW26441150526910,077SH DFND79,9070170
DUKE REALTY CORPCOM NEW2644115051877,000SH DFND7,97,00000
DUKE REALTY CORPCOM NEW2644115051465,465SH DFND95,46500
DUKE REALTY CORPCOM NEW26441150575628,363SH OTR1328,36300
DUN & BRADSTREET CORP DEL NECOM26483E10039322SH DFND132200
DUN & BRADSTREET CORP DEL NECOM26483E10028230SH DFND1,323000
DUN & BRADSTREET CORP DEL NECOM26483E100113930SH DFND1393000
DUN & BRADSTREET CORP DEL NECOM26483E10036295SH DFND1429500
DUN & BRADSTREET CORP DEL NECOM26483E100220SH DFND32000
DUN & BRADSTREET CORP DEL NECOM26483E1001751,433SH DFND71,390043
DUN & BRADSTREET CORP DEL NECOM26483E1002862,347SH DFND92,34700
DUNKIN BRANDS GROUP INCCOM265504100241SH DFND14100
DUNKIN BRANDS GROUP INCCOM26550410029670SH DFND1,367000
DUNKIN BRANDS GROUP INCCOM2655041001703,900SH DFND133,90000
DUNKIN BRANDS GROUP INCCOM265504100255SH DFND35500
DUNKIN BRANDS GROUP INCCOM2655041002245,125SH DFND75,12500
DUNKIN BRANDS GROUP INCCOM2655041001292,950SH DFND91,15001,800
DUPONT FABROS TECHNOLOGY INCCOM26613Q10611,082233,116SH DFND7230,01603,100
DUPONT FABROS TECHNOLOGY INCCOM26613Q1066,926145,693SH DFND7,9145,69300
DUPONT FABROS TECHNOLOGY INCCOM26613Q106561,171SH DFND94210750
DUPONT FABROS TECHNOLOGY INCCOM26613Q1063767,917SH OTR137,91700
DYCOM INDS INCCOM26747510131345SH DFND12450100
DYCOM INDS INCCOM26747510137408SH DFND340800
DYCOM INDS INCCOM267475101449SH DFND74900
DYCOM INDS INCCOM2674751012432,709SH DFND92,70900
E M C CORP MASSCOM2686481023,830140,962SH DFND1134,38706,575
E M C CORP MASSCOM26864810239114,380SH DFND1,314,38000
E M C CORP MASSCOM268648102284SH DFND18400
E M C CORP MASSCOM2686481021,53256,370SH DFND1356,37000
E M C CORP MASSCOM26864810240815,010SH DFND1415,01000
E M C CORP MASSCOM26864810257521,145SH DFND321,14500
E M C CORP MASSCOM2686481028,130299,232SH DFND7295,15804,074
E M C CORP MASSCOM2686481021,58058,168SH DFND7,958,113055
E M C CORP MASSCOM2686481029,388345,517SH DFND9344,8560661
ENI S P ASPONSORED ADR26874R10812385SH DFND138500
ENI S P ASPONSORED ADR26874R1081223,765SH DFND73,5570208
ENI S P ASPONSORED ADR26874R1085140SH DFND7,900140
ENI S P ASPONSORED ADR26874R10856217,366SH DFND915,46501,901
EOG RES INCCOM26875P1011,43217,166SH DFND116,5030663
EOG RES INCCOM26875P1011,06212,730SH DFND1,312,73000
EOG RES INCCOM26875P1012823,382SH DFND12,9870395
EOG RES INCCOM26875P1011,12513,480SH DFND1313,48000
EOG RES INCCOM26875P1013574,280SH DFND144,28000
EOG RES INCCOM26875P1011,00112,000SH DFND312,00000
EOG RES INCCOM26875P1016,55878,613SH DFND778,5060107
EOG RES INCCOM26875P1011972,367SH DFND7,92,36700
EOG RES INCCOM26875P1014,80057,541SH DFND956,7230818
EQT CORPCOM26884L109891,150SH DFND11,15000
EQT CORPCOM26884L10972930SH DFND1,393000
EQT CORPCOM26884L1093744,830SH DFND134,83000
EQT CORPCOM26884L109981,270SH DFND141,27000
EQT CORPCOM26884L10946591SH DFND359100
EQT CORPCOM26884L1094315,570SH DFND75,57000
EQT CORPCOM26884L10937477SH DFND7,9440037
EQT CORPCOM26884L10923291SH DFND9400251
EPR PPTYSCOM SH BEN INT26884U1091491,848SH DFND71,84800
EPR PPTYSCOM SH BEN INT26884U10971874SH DFND987400
EPR PPTYSCOM SH BEN INT26884U1094095,070SH OTR135,07000
EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B1002423,011SH DFND73,01100
EAGLE BANCORP INC MDCOM26894810611225SH DFND322500
EAGLE BANCORP INC MDCOM2689481063366,991SH DFND76,0660925
ETFS GOLD TRSHS26922Y1051,70313,205SH DFND913,20500
E TRADE FINANCIAL CORPCOM NEW2692464011,28354,600SH DFND1,30054,600
E TRADE FINANCIAL CORPCOM NEW2692464011697,200SH DFND137,20000
E TRADE FINANCIAL CORPCOM NEW269246401421,800SH DFND141,80000
E TRADE FINANCIAL CORPCOM NEW2692464011325,612SH DFND35,61200
E TRADE FINANCIAL CORPCOM NEW2692464011998,478SH DFND78,2150263
E TRADE FINANCIAL CORPCOM NEW2692464011185,025SH DFND94,976049
EAGLE MATERIALS INCCOM26969P10815200SH DFND1,320000
EAGLE MATERIALS INCCOM26969P108771,000SH DFND131,00000
EAGLE MATERIALS INCCOM26969P10839500SH DFND1450000
EAGLE MATERIALS INCCOM26969P108225SH DFND32500
EAGLE MATERIALS INCCOM26969P10858755SH DFND775500
EAGLE MATERIALS INCCOM26969P10810134SH DFND913400
EAST WEST BANCORP INCCOM27579R104892,600SH DFND132,60000
EAST WEST BANCORP INCCOM27579R10431900SH DFND1490000
EAST WEST BANCORP INCCOM27579R104383SH DFND38300
EAST WEST BANCORP INCCOM27579R1041765,148SH DFND73,67501,473
EAST WEST BANCORP INCCOM27579R1042,04159,703SH DFND93,703056,000
EASTGROUP PPTY INCCOM27727610121299SH DFND729900
EASTGROUP PPTY INCCOM277276101110SH DFND91000
EASTGROUP PPTY INCCOM2772761012533,668SH OTR133,66800
EASTMAN CHEM COCOM277432100831,216SH DFND121601,000
EASTMAN CHEM COCOM27743210061900SH DFND1,390000
EASTMAN CHEM COCOM2774321002724,000SH DFND134,00000
EASTMAN CHEM COCOM277432100751,100SH DFND141,10000
EASTMAN CHEM COCOM277432100460SH DFND36000
EASTMAN CHEM COCOM2774321002363,472SH DFND73,388084
EASTMAN CHEM COCOM27743210027405SH DFND7,940500
EASTMAN CHEM COCOM2774321001472,169SH DFND91,9880181
EATON VANCE SR INCOME TRSH BEN INT27826S1038714,522SH DFND714,507015
EATON VANCE CORPCOM NON VTG27826510325719SH DFND171900
EATON VANCE CORPCOM NON VTG2782651031764,970SH DFND134,97000
EATON VANCE CORPCOM NON VTG278265103732,060SH DFND142,06000
EATON VANCE CORPCOM NON VTG278265103561,576SH DFND31,57600
EATON VANCE CORPCOM NON VTG2782651032627,404SH DFND72,10305,301
EATON VANCE CORPCOM NON VTG278265103681,921SH DFND7,91,92100
EATON VANCE CORPCOM NON VTG2782651032095,912SH DFND95,91200
EATON VANCE ENH EQTY INC FDCOM278277108141,068SH DFND73340734
EATON VANCE ENH EQTY INC FDCOM27827710823618,402SH DFND93,527014,875
EATON VANCE TAX ADVT DIV INCCOM27828G10722110,983SH DFND710,98300
EATON VANCE TX MGD DIV EQ INCOM27828N10214513,938SH DFND712,05501,883
EATON VANCE TX MGD DIV EQ INCOM27828N102525,000SH DFND95,00000
EATON VANCE TX MNG BY WRT OPCOM27828Y108191,278SH DFND11,27800
EATON VANCE TX MNG BY WRT OPCOM27828Y10826918,213SH DFND718,21300
EATON VANCE TX MNG BY WRT OPCOM27828Y10824316,464SH DFND93,154013,310
EATON VANCE TXMGD GL BUYWR OCOM27829C105101,000SH DFND11,00000
EATON VANCE TXMGD GL BUYWR OCOM27829C10511310,922SH DFND710,92200
EATON VANCE TXMGD GL BUYWR OCOM27829C10528427,343SH DFND97,393019,950
EBAY INCCOM278642103923,947SH DFND13,94700
EBAY INCCOM2786421031,20751,545SH DFND1,37,870043,675
EBAY INCCOM27864210384335,990SH DFND1335,99000
EBAY INCCOM27864210329512,610SH DFND1412,61000
EBAY INCCOM2786421031717,313SH DFND37,31300
EBAY INCCOM2786421031,71473,216SH DFND772,5640652
EBAY INCCOM278642103371,598SH DFND7,91,574024
EBAY INCCOM27864210337,8271,615,858SH DFND91,615,793065
EBAY INCCOM27864210336815,712SH OTR1315,71200
ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875TAA933,000PRN DFND73,00000
ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875TAA91314,000PRN DFND914,00000
ECOLAB INCCOM2788651001,95016,439SH DFND114,59401,845
ECOLAB INCCOM2788651001781,500SH DFND1,31,50000
ECOLAB INCCOM2788651007005,900SH DFND135,90000
ECOLAB INCCOM2788651001301,100SH DFND141,10000
ECOLAB INCCOM2788651001,0278,656SH DFND38,65600
ECOLAB INCCOM2788651003,79932,032SH DFND731,957075
ECOLAB INCCOM27886510034290SH DFND7,9255035
ECOLAB INCCOM2788651002,96124,963SH DFND912,347012,616
ECOLAB INCCOM27886510057SHCallDFND1007
ECOLAB INCCOM278865100013SHPutDFND10013
ECOPETROL S ASPONSORED ADS2791581099810,200SH OTR1310,20000
EDGEWELL PERS CARE COCOM28035Q10295811,353SH DFND111,35300
EDGEWELL PERS CARE COCOM28035Q10217200SH DFND1,320000
EDGEWELL PERS CARE COCOM28035Q1021271,500SH DFND131,50000
EDGEWELL PERS CARE COCOM28035Q1021011,200SH DFND141,20000
EDGEWELL PERS CARE COCOM28035Q1023594,248SH DFND34,24800
EDGEWELL PERS CARE COCOM28035Q1022352,785SH DFND72,78203
EDGEWELL PERS CARE COCOM28035Q10212140SH DFND7,914000
EDGEWELL PERS CARE COCOM28035Q1021,13113,403SH DFND913,40300
EDISON INTLCOM2810201071411,812SH DFND11,81200
EDISON INTLCOM28102010770900SH DFND1,390000
EDISON INTLCOM28102010733428SH DFND142800
EDISON INTLCOM2810201071942,500SH DFND132,50000
EDISON INTLCOM2810201071401,800SH DFND141,80000
EDISON INTLCOM28102010711140SH DFND314000
EDISON INTLCOM2810201071,19815,430SH DFND715,2240206
EDISON INTLCOM28102010738493SH DFND7,9458035
EDISON INTLCOM2810201072773,567SH DFND93,56700
EDUCATION RLTY TR INCCOM NEW28140H20330643SH DFND764300
EDUCATION RLTY TR INCCOM NEW28140H20311245SH DFND924500
EDUCATION RLTY TR INCCOM NEW28140H2032325,025SH OTR135,02500
EDWARDS LIFESCIENCES CORPCOM28176E1083183,190SH DFND12,01401,176
EDWARDS LIFESCIENCES CORPCOM28176E1081501,500SH DFND1,31,50000
EDWARDS LIFESCIENCES CORPCOM28176E1087757,772SH DFND137,77200
EDWARDS LIFESCIENCES CORPCOM28176E1082572,576SH DFND142,56880
EDWARDS LIFESCIENCES CORPCOM28176E1081097SH DFND39700
EDWARDS LIFESCIENCES CORPCOM28176E1081,02510,281SH DFND710,28100
EDWARDS LIFESCIENCES CORPCOM28176E10858578SH DFND7,9521057
EDWARDS LIFESCIENCES CORPCOM28176E1084204,215SH DFND94,0150200
EDWARDS LIFESCIENCES CORPCOM28176E1082072,071SH OTR132,07100
ELECTRONIC ARTS INCCOM2855121092423,197SH DFND12,06401,133
ELECTRONIC ARTS INCCOM2855121091552,050SH DFND1,32,05000
ELECTRONIC ARTS INCCOM28551210978110,310SH DFND1310,31000
ELECTRONIC ARTS INCCOM2855121092202,900SH DFND142,90000
ELECTRONIC ARTS INCCOM28551210911140SH DFND314000
ELECTRONIC ARTS INCCOM2855121092,56733,884SH DFND733,843041
ELECTRONIC ARTS INCCOM2855121092122,800SH DFND7,92,80000
ELECTRONIC ARTS INCCOM2855121095587,364SH DFND97,36400
ELECTRONICS FOR IMAGING INCNOTE 0.750% 9/0286082AC65551,000PRN DFND951,00000
EMBRAER S ASP ADR REP 4 COM29082A1071356,193SH DFND16,19300
EMBRAER S ASP ADR REP 4 COM29082A107411,903SH DFND31,90300
EMBRAER S ASP ADR REP 4 COM29082A1071938,890SH DFND78,5150375
EMBRAER S ASP ADR REP 4 COM29082A107231,040SH DFND7,91,04000
EMBRAER S ASP ADR REP 4 COM29082A10799745,886SH DFND943,43602,450
EMERGENT BIOSOLUTIONS INCCOM29089Q10512414SH DFND141400
EMERGENT BIOSOLUTIONS INCCOM29089Q1052749,755SH DFND1,3009,755
EMERGENT BIOSOLUTIONS INCCOM29089Q10527958SH DFND395800
EMERGENT BIOSOLUTIONS INCCOM29089Q1053115SH DFND711500
EMERGENT BIOSOLUTIONS INCCOM29089Q10522773SH DFND93060467
EMERSON ELEC COCOM2910111049,812188,122SH DFND1166,506021,616
EMERSON ELEC COCOM2910111043426,555SH DFND1,36,55500
EMERSON ELEC COCOM291011104470SH DFND17000
EMERSON ELEC COCOM2910111049177SH DFND117700
EMERSON ELEC COCOM2910111041,03519,840SH DFND1319,84000
EMERSON ELEC COCOM2910111043787,244SH DFND145,2811,9630
EMERSON ELEC COCOM2910111041,03819,892SH DFND319,89200
EMERSON ELEC COCOM29101110424,407467,923SH DFND7458,24909,674
EMERSON ELEC COCOM2910111043,99276,534SH DFND7,976,503031
EMERSON ELEC COCOM29101110416,214310,851SH DFND9297,877012,974
EMERSON ELEC COCOM29101110417SHCallDFND9700
EMPIRE ST RLTY TR INCCL A292104106301,600SH DFND131,60000
EMPIRE ST RLTY TR INCCL A292104106955,000SH DFND145,00000
EMPIRE ST RLTY TR INCCL A292104106311,643SH DFND71,64300
EMPIRE ST RLTY TR INCCL A29210410613665SH DFND966500
EMPIRE ST RLTY TR INCCL A29210410623812,558SH OTR1312,55800
ENBRIDGE INCCOM29250N10531735SH DFND173500
ENBRIDGE INCCOM29250N105741,750SH DFND71,731019
ENBRIDGE INCCOM29250N10555913,206SH DFND913,20600
ENBRIDGE ENERGY PARTNERS L PCOM29250R1062099,000SH DFND19,00000
ENBRIDGE ENERGY PARTNERS L PCOM29250R1062,560110,366SH DFND797,366013,000
ENBRIDGE ENERGY PARTNERS L PCOM29250R1061,09046,974SH DFND946,97400
ENBRIDGE ENERGY MANAGEMENT LSHS UNITS LLI29250X10324010,422SH DFND710,42200
ENBRIDGE ENERGY MANAGEMENT LSHS UNITS LLI29250X10322954SH DFND900954
ENCANA CORPCOM2925051042300SH DFND130000
ENCANA CORPCOM292505104597,602SH DFND77,60200
ENCANA CORPCOM292505104395,000SH DFND9005,000
ENCANA CORPCOM2925051048010,236SH OTR1310,23600
ENERGEN CORPCOM29265N10832670SH DFND1,367000
ENERGEN CORPCOM29265N1082114,380SH DFND134,38000
ENERGEN CORPCOM29265N108561,160SH DFND141,16000
ENERGEN CORPCOM29265N108245SH DFND34500
ENERGEN CORPCOM29265N108951,972SH DFND71,97200
ENERGEN CORPCOM29265N108235SH DFND93500
ENDOCYTE INCCOM29269A1027523,233SH OTR1323,23300
ENERGIZER HLDGS INC NEWCOM29272W109661,274SH DFND11,27400
ENERGIZER HLDGS INC NEWCOM29272W10921400SH DFND1,340000
ENERGIZER HLDGS INC NEWCOM29272W1091492,900SH DFND132,90000
ENERGIZER HLDGS INC NEWCOM29272W10926500SH DFND1450000
ENERGIZER HLDGS INC NEWCOM29272W1091152,231SH DFND32,23100
ENERGIZER HLDGS INC NEWCOM29272W109831,617SH DFND71,580037
ENERGIZER HLDGS INC NEWCOM29272W1091542,993SH DFND7,92,99300
ENERGIZER HLDGS INC NEWCOM29272W10988417,175SH DFND917,17500
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1091674,397SH DFND14,39700
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R10927700SH DFND170000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1091,36335,807SH DFND733,90701,900
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1092,18957,491SH DFND957,49100
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1006400SH DFND140000
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1001,984138,090SH DFND7138,09000
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1001,42499,082SH DFND999,08200
ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U1071458,737SH DFND78,73700
ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U107301,800SH DFND9001,800
ENPRO INDS INCCOM29355X10775116,925SH DFND1,30016,925
ENPRO INDS INCCOM29355X107701,584SH DFND31,58400
ENPRO INDS INCCOM29355X107741,661SH DFND71,626035
ENPRO INDS INCCOM29355X10731700SH DFND970000
ENTEGRIS INCCOM29362U10474551,470SH DFND1,30051,470
ENTEGRIS INCCOM29362U104523,621SH DFND73,2790342
ENTERGY CORP NEWCOM29364G1031732,125SH DFND12,12500
ENTERGY CORP NEWCOM29364G10341500SH DFND1,350000
ENTERGY CORP NEWCOM29364G1033254,000SH DFND134,00000
ENTERGY CORP NEWCOM29364G10365800SH DFND1480000
ENTERGY CORP NEWCOM29364G103895SH DFND39500
ENTERGY CORP NEWCOM29364G10319236SH DFND723600
ENTERGY CORP NEWCOM29364G10324299SH DFND7,929900
ENTERGY CORP NEWCOM29364G10383210,233SH DFND93,35006,883
ENTERPRISE PRODS PARTNERS LCOM29379210778326,756SH DFND122,73804,018
ENTERPRISE PRODS PARTNERS LCOM293792107642,181SH DFND1402,1810
ENTERPRISE PRODS PARTNERS LCOM293792107301,040SH DFND31,04000
ENTERPRISE PRODS PARTNERS LCOM29379210714,966511,486SH DFND7441,899069,587
ENTERPRISE PRODS PARTNERS LCOM29379210770724,161SH DFND7,924,16100
ENTERPRISE PRODS PARTNERS LCOM29379210714,107482,109SH DFND9374,2490107,860
ENVESTNET INCNOTE 1.750%12/129404KAA41314,000PRN DFND914,00000
ENVISION HEALTHCARE HLDGS INCOM29413U103401,560SH DFND1,31,56000
ENVISION HEALTHCARE HLDGS INCOM29413U1031094,300SH DFND134,30000
ENVISION HEALTHCARE HLDGS INCOM29413U103512,011SH DFND142,01100
ENVISION HEALTHCARE HLDGS INCOM29413U103151SH DFND35100
ENVISION HEALTHCARE HLDGS INCOM29413U103341,351SH DFND71,35100
ENVISION HEALTHCARE HLDGS INCOM29413U103120SH DFND92000
EQUIFAX INCCOM2944291052471,924SH DFND19380986
EQUIFAX INCCOM294429105101790SH DFND1,379000
EQUIFAX INCCOM2944291055214,060SH DFND134,06000
EQUIFAX INCCOM29442910559460SH DFND1446000
EQUIFAX INCCOM294429105645SH DFND34500
EQUIFAX INCCOM2944291053602,806SH DFND72,782024
EQUIFAX INCCOM29442910571550SH DFND7,955000
EQUIFAX INCCOM2944291054213,277SH DFND93,27700
EQUINIX INCCOM PAR $0.00129444U7006911,781SH DFND131,78100
EQUINIX INCCOM PAR $0.00129444U700251647SH DFND1464700
EQUINIX INCCOM PAR $0.00129444U7001230SH DFND33000
EQUINIX INCCOM PAR $0.00129444U7004621,191SH DFND71,177014
EQUINIX INCCOM PAR $0.00129444U70013SH DFND7,9003
EQUINIX INCCOM PAR $0.00129444U7004021,036SH DFND91,016020
EQUITY COMWLTHCOM SH BEN INT294628102401,375SH DFND11,37500
EQUITY COMWLTHCOM SH BEN INT2946281021454,992SH DFND134,99200
EQUITY COMWLTHCOM SH BEN INT294628102391,325SH DFND141,32500
EQUITY COMWLTHCOM SH BEN INT294628102280SH DFND38000
EQUITY COMWLTHCOM SH BEN INT29462810259520,419SH DFND720,398021
EQUITY COMWLTHCOM SH BEN INT29462810229510,144SH OTR1310,14400
EQUITY LIFESTYLE PPTYS INCCOM29472R1082723,400SH DFND133,40000
EQUITY LIFESTYLE PPTYS INCCOM29472R10816200SH DFND1420000
EQUITY LIFESTYLE PPTYS INCCOM29472R10846580SH DFND758000
EQUITY LIFESTYLE PPTYS INCCOM29472R108782SH DFND98200
EQUITY LIFESTYLE PPTYS INCCOM29472R1085456,813SH OTR136,81300
EQUITY ONECOM29475210021658SH DFND765800
EQUITY ONECOM2947521002317,174SH OTR137,17400
EQUITY RESIDENTIALSH BEN INT29476L10762900SH DFND190000
EQUITY RESIDENTIALSH BEN INT29476L10787112,650SH DFND1312,65000
EQUITY RESIDENTIALSH BEN INT29476L1071321,910SH DFND141,91000
EQUITY RESIDENTIALSH BEN INT29476L10711165SH DFND316500
EQUITY RESIDENTIALSH BEN INT29476L1075047,312SH DFND76,5120800
EQUITY RESIDENTIALSH BEN INT29476L1071341,946SH DFND7,91,94600
EQUITY RESIDENTIALSH BEN INT29476L1074115,965SH DFND95,6470318
EQUITY RESIDENTIALSH BEN INT29476L1074,84270,295SH OTR1370,29500
ERICSSONADR B SEK 1029482160816321,180SH DFND121,18000
ERICSSONADR B SEK 10294821608425,504SH DFND35,50400
ERICSSONADR B SEK 1029482160830940,246SH DFND738,66301,583
ERICSSONADR B SEK 10294821608222,886SH DFND7,92,88600
ERICSSONADR B SEK 102948216081,692220,265SH DFND9216,59103,674
ESSENDANT INCCOM29668910232410,588SH DFND1,30010,588
ESSENDANT INCCOM2966891027225SH DFND922500
ESSEX PPTY TR INCCOM2971781054732,073SH DFND132,07300
ESSEX PPTY TR INCCOM29717810586375SH DFND1437500
ESSEX PPTY TR INCCOM297178105520SH DFND32000
ESSEX PPTY TR INCCOM2971781055102,237SH DFND72,23700
ESSEX PPTY TR INCCOM29717810515SH DFND7,9005
ESSEX PPTY TR INCCOM297178105102448SH DFND944800
ESSEX PPTY TR INCCOM2971781051,2235,364SH OTR135,36400
ESTERLINE TECHNOLOGIES CORPCOM2974251005078,178SH DFND1,3008,178
ESTERLINE TECHNOLOGIES CORPCOM297425100851,377SH DFND71,37700
DELHAIZE GROUPSPONSORED ADR29759W1019337SH DFND133700
DELHAIZE GROUPSPONSORED ADR29759W1013116SH DFND711600
DELHAIZE GROUPSPONSORED ADR29759W1012067,850SH OTR137,85000
EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH276,000PRN DFND76,00000
EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH21110,000PRN DFND910,00000
EURONET WORLDWIDE INCCOM29873610963915SH DFND191500
EURONET WORLDWIDE INCCOM29873610921300SH DFND1,330000
EURONET WORLDWIDE INCCOM29873610936521SH DFND352100
EURONET WORLDWIDE INCCOM2987361091,41420,431SH DFND720,353078
EURONET WORLDWIDE INCCOM29873610947673SH DFND7,967300
EURONET WORLDWIDE INCCOM2987361093585,174SH DFND95,17400
EVERSOURCE ENERGYCOM30040W108601,000SH DFND1,31,00000
EVERSOURCE ENERGYCOM30040W1083535,900SH DFND135,90000
EVERSOURCE ENERGYCOM30040W10818300SH DFND1430000
EVERSOURCE ENERGYCOM30040W10810160SH DFND316000
EVERSOURCE ENERGYCOM30040W1081,36422,771SH DFND719,58603,185
EVERSOURCE ENERGYCOM30040W10846775SH DFND7,977500
EVERSOURCE ENERGYCOM30040W1081772,960SH DFND92,96000
EXACT SCIENCES CORPCOM30063P10523919,530SH DFND919,53000
EXELON CORPCOM30161N1011,72947,558SH DFND147,55800
EXELON CORPCOM30161N101952,600SH DFND1,32,60000
EXELON CORPCOM30161N10152414,400SH DFND1314,40000
EXELON CORPCOM30161N1011644,500SH DFND144,50000
EXELON CORPCOM30161N10115410SH DFND341000
EXELON CORPCOM30161N10186823,875SH DFND723,7470128
EXELON CORPCOM30161N1011213,332SH DFND7,93,285047
EXELON CORPCOM30161N1011,56543,048SH DFND942,8440204
EXELIXIS INCCOM30161Q10439150,000SH DFND750,00000
EXLSERVICE HOLDINGS INCCOM302081104891,689SH DFND713701,552
EXLSERVICE HOLDINGS INCCOM3020811043777,200SH DFND97,20000
EXPEDIA INC DELCOM NEW30212P30374700SH DFND1,370000
EXPEDIA INC DELCOM NEW30212P3033032,852SH DFND132,85200
EXPEDIA INC DELCOM NEW30212P30385795SH DFND1479500
EXPEDIA INC DELCOM NEW30212P303653SH DFND35300
EXPEDIA INC DELCOM NEW30212P3031531,442SH DFND71,44200
EXPEDIA INC DELCOM NEW30212P30315140SH DFND7,914000
EXPEDIA INC DELCOM NEW30212P30368643SH DFND964300
EXPEDIA INC DELCOM NEW30212P3031541,451SH OTR131,45100
EXPEDITORS INTL WASH INCCOM3021301093246,605SH DFND11,69904,906
EXPEDITORS INTL WASH INCCOM302130109611,250SH DFND1,31,25000
EXPEDITORS INTL WASH INCCOM3021301093577,280SH DFND137,28000
EXPEDITORS INTL WASH INCCOM30213010948980SH DFND1498000
EXPEDITORS INTL WASH INCCOM302130109480SH DFND38000
EXPEDITORS INTL WASH INCCOM3021301091,02220,844SH DFND719,82101,023
EXPEDITORS INTL WASH INCCOM30213010919394SH DFND7,9365029
EXPEDITORS INTL WASH INCCOM3021301091573,199SH DFND92,8690330
EXPRESS SCRIPTS HLDG COCOM30219G10811,471151,332SH DFND1143,75807,574
EXPRESS SCRIPTS HLDG COCOM30219G1081,25116,510SH DFND1,316,51000
EXPRESS SCRIPTS HLDG COCOM30219G1083674,843SH DFND14,2610582
EXPRESS SCRIPTS HLDG COCOM30219G1081,46819,362SH DFND1319,36200
EXPRESS SCRIPTS HLDG COCOM30219G1084956,531SH DFND146,53100
EXPRESS SCRIPTS HLDG COCOM30219G1081,09914,499SH DFND314,49900
EXPRESS SCRIPTS HLDG COCOM30219G10814,926196,913SH DFND7194,52302,390
EXPRESS SCRIPTS HLDG COCOM30219G1081,48419,572SH DFND7,919,489083
EXPRESS SCRIPTS HLDG COCOM30219G10812,557165,661SH DFND9163,78601,875
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,42695,373SH DFND180,003015,370
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200694,640SH DFND1,34,64000
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2002150SH DFND115000
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2006372SH DFND137200
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200614,111SH DFND1404,1110
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20046931,387SH DFND331,38700
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2005,525369,597SH DFND7368,7960801
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20036624,497SH DFND7,924,49700
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,911127,794SH DFND9127,79400
EXTRA SPACE STORAGE INCCOM30225T1029100SH DFND100100
EXTRA SPACE STORAGE INCCOM30225T1022873,100SH DFND133,10000
EXTRA SPACE STORAGE INCCOM30225T1021481,600SH DFND141,60000
EXTRA SPACE STORAGE INCCOM30225T102550SH DFND35000
EXTRA SPACE STORAGE INCCOM30225T1021261,366SH DFND71,36600
EXTRA SPACE STORAGE INCCOM30225T10233359SH DFND9660293
EXTRA SPACE STORAGE INCCOM30225T1021,97221,314SH OTR1321,31400
EXXON MOBIL CORPCOM30231G10265,080694,256SH DFND1619,850074,406
EXXON MOBIL CORPCOM30231G1022,39625,560SH DFND1,325,56000
EXXON MOBIL CORPCOM30231G10280854SH DFND185400
EXXON MOBIL CORPCOM30231G1021801,918SH DFND11,91800
EXXON MOBIL CORPCOM30231G1029,34599,693SH DFND1399,69300
EXXON MOBIL CORPCOM30231G1022,70628,867SH DFND1428,3305370
EXXON MOBIL CORPCOM30231G1027357,839SH DFND37,83900
EXXON MOBIL CORPCOM30231G102195,5692,086,295SH DFND72,077,61008,685
EXXON MOBIL CORPCOM30231G1027,62181,301SH DFND7,981,1210180
EXXON MOBIL CORPCOM30231G102145,5351,552,539SH DFND91,493,96630058,273
EXXON MOBIL CORPCOM30231G10202SHCallDFND7200
EXXON MOBIL CORPCOM30231G1023680SHCallDFND98000
FBL FINL GROUP INCCL A30239F106971,600SH DFND71,60000
FBL FINL GROUP INCCL A30239F1061522,500SH DFND7,92,50000
FBL FINL GROUP INCCL A30239F10610168SH DFND900168
FLIR SYS INCCOM302445101341,100SH DFND1,31,10000
FLIR SYS INCCOM302445101652,090SH DFND132,09000
FLIR SYS INCCOM302445101461,500SH DFND141,50000
FLIR SYS INCCOM302445101255SH DFND35500
FLIR SYS INCCOM3024451011173,783SH DFND73,6150168
FLIR SYS INCCOM3024451013110SH DFND911000
FMC TECHNOLOGIES INCCOM30249U1018310SH DFND131000
FMC TECHNOLOGIES INCCOM30249U101331,240SH DFND1,31,24000
FMC TECHNOLOGIES INCCOM30249U1012107,860SH DFND137,86000
FMC TECHNOLOGIES INCCOM30249U10124900SH DFND1490000
FMC TECHNOLOGIES INCCOM30249U101265SH DFND36500
FMC TECHNOLOGIES INCCOM30249U101883,287SH DFND71,13702,150
FMC TECHNOLOGIES INCCOM30249U10112441SH DFND7,9390051
F M C CORPCOM NEW30249130332700SH DFND1,370000
F M C CORPCOM NEW3024913031813,900SH DFND133,90000
F M C CORPCOM NEW302491303561,200SH DFND141,20000
F M C CORPCOM NEW302491303250SH DFND35000
F M C CORPCOM NEW30249130331661SH DFND766100
F M C CORPCOM NEW3024913039190SH DFND7,919000
F M C CORPCOM NEW3024913031403,016SH DFND92,6910325
FNB CORP PACOM30252010112810,244SH DFND16,55003,694
FNB CORP PACOM3025201011179,369SH DFND79,36900
FNB CORP PACOM302520101036SH DFND7,90036
FNB CORP PACOM3025201017558SH DFND955800
FCB FINL HLDGS INCCL A30255G1033048,951SH DFND1,3008,951
FCB FINL HLDGS INCCL A30255G103271SH DFND77100
FS INVT CORPCOM3026351072,201243,233SH DFND1211,176032,057
FS INVT CORPCOM302635107869,510SH DFND1,39,51000
FS INVT CORPCOM3026351073307SH DFND130700
FS INVT CORPCOM302635107181,988SH DFND11,3630625
FS INVT CORPCOM302635107839,189SH DFND1409,1890
FS INVT CORPCOM30263510758564,674SH DFND364,67400
FS INVT CORPCOM3026351077,500828,688SH DFND7827,01001,678
FS INVT CORPCOM30263510748853,899SH DFND7,953,89900
FS INVT CORPCOM3026351072,168239,507SH DFND9239,50700
FACEBOOK INCCL A30303M1022,96125,912SH DFND116,82609,086
FACEBOOK INCCL A30303M1021,91416,750SH DFND1,316,75000
FACEBOOK INCCL A30303M10221180SH DFND118000
FACEBOOK INCCL A30303M10249425SH DFND142500
FACEBOOK INCCL A30303M1027,72367,580SH DFND1367,58000
FACEBOOK INCCL A30303M1022,23119,518SH DFND1419,500180
FACEBOOK INCCL A30303M102106929SH DFND392900
FACEBOOK INCCL A30303M1027,85368,716SH DFND767,53801,178
FACEBOOK INCCL A30303M1022722,379SH DFND7,92,285094
FACEBOOK INCCL A30303M1026,70258,642SH DFND938,447020,195
FACEBOOK INCCL A30303M1022,60622,803SH OTR1322,80300
FACEBOOK INCCL A30303M10285SHCallDFND7500
FACEBOOK INCCL A30303M1023610SHCallDFND91000
FACTSET RESH SYS INCCOM303075105533SH DFND13300
FACTSET RESH SYS INCCOM3030751052491,540SH DFND131,54000
FACTSET RESH SYS INCCOM30307510592570SH DFND1457000
FACTSET RESH SYS INCCOM303075105320SH DFND32000
FACTSET RESH SYS INCCOM3030751054492,780SH DFND71,8730907
FACTSET RESH SYS INCCOM3030751053191,975SH DFND91,97500
FASTENAL COCOM3119001043207,205SH DFND11,16506,040
FASTENAL COCOM311900104851,920SH DFND1,31,92000
FASTENAL COCOM3119001043568,020SH DFND138,02000
FASTENAL COCOM311900104902,020SH DFND142,02000
FASTENAL COCOM3119001047151SH DFND315100
FASTENAL COCOM31190010473416,525SH DFND712,34804,177
FASTENAL COCOM31190010414310SH DFND7,931000
FASTENAL COCOM3119001041,70238,339SH DFND937,5980741
FEDERAL REALTY INVT TRSH BEN INT NEW31374720666400SH DFND100400
FEDERAL REALTY INVT TRSH BEN INT NEW3137472063261,970SH DFND131,97000
FEDERAL REALTY INVT TRSH BEN INT NEW313747206142860SH DFND1486000
FEDERAL REALTY INVT TRSH BEN INT NEW313747206215SH DFND31500
FEDERAL REALTY INVT TRSH BEN INT NEW3137472065353,230SH DFND73,23000
FEDERAL REALTY INVT TRSH BEN INT NEW313747206130787SH DFND978700
FEDERAL REALTY INVT TRSH BEN INT NEW3137472069465,713SH OTR135,71300
FEDERATED INVS INC PACL B3142111031434,970SH DFND134,97000
FEDERATED INVS INC PACL B314211103401,380SH DFND141,38000
FEDERATED INVS INC PACL B314211103270SH DFND37000
FEDERATED INVS INC PACL B3142111031,22942,719SH DFND742,71009
FEDERATED INVS INC PACL B314211103541,876SH DFND91,87600
FEDEX CORPCOM31428X1062,62017,265SH DFND116,9950270
FEDEX CORPCOM31428X1061,0957,215SH DFND1,37,21500
FEDEX CORPCOM31428X1063392,232SH DFND12,0120220
FEDEX CORPCOM31428X1061,0727,060SH DFND137,06000
FEDEX CORPCOM31428X1063282,160SH DFND142,16000
FEDEX CORPCOM31428X1061,3208,697SH DFND38,69700
FEDEX CORPCOM31428X10610,86571,586SH DFND771,0110575
FEDEX CORPCOM31428X1063,21521,183SH DFND7,921,17805
FEDEX CORPCOM31428X1067,13547,011SH DFND946,8880123
F5 NETWORKS INCCOM3156161025524,845SH DFND14,84500
F5 NETWORKS INCCOM31561610256490SH DFND1,349000
F5 NETWORKS INCCOM3156161022271,990SH DFND131,99000
F5 NETWORKS INCCOM3156161021221,070SH DFND141,07000
F5 NETWORKS INCCOM315616102220SH DFND32000
F5 NETWORKS INCCOM3156161022982,615SH DFND71,48801,127
F5 NETWORKS INCCOM315616102111974SH DFND997400
FIDELITY NATL INFORMATION SVCOM31620M1061792,430SH DFND11,7060724
FIDELITY NATL INFORMATION SVCOM31620M1061,09614,870SH DFND1,32,220012,650
FIDELITY NATL INFORMATION SVCOM31620M1065857,943SH DFND137,94300
FIDELITY NATL INFORMATION SVCOM31620M1061451,973SH DFND141,97300
FIDELITY NATL INFORMATION SVCOM31620M1061041,413SH DFND31,41300
FIDELITY NATL INFORMATION SVCOM31620M1066488,797SH DFND78,6390158
FIDELITY NATL INFORMATION SVCOM31620M106340SH DFND7,90040
FIDELITY NATL INFORMATION SVCOM31620M1062,22130,140SH DFND926,64103,499
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30343711,641SH DFND1311,64100
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303721,928SH DFND141,92800
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3035135SH DFND313500
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30312332SH DFND7252080
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303246SH DFND7,90046
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30324647SH DFND964700
FIFTH THIRD BANCORPCOM3167731001528,620SH DFND18,62000
FIFTH THIRD BANCORPCOM31677310032118,250SH DFND1318,25000
FIFTH THIRD BANCORPCOM3167731001287,300SH DFND147,30000
FIFTH THIRD BANCORPCOM316773100372,091SH DFND32,09100
FIFTH THIRD BANCORPCOM31677310018510,498SH DFND710,462036
FIFTH THIRD BANCORPCOM31677310016931SH DFND7,993100
FIFTH THIRD BANCORPCOM31677310025914,708SH DFND914,70800
FIREEYE INCNOTE 1.625% 6/031816QAD31922,000PRN DFND922,00000
FIRST DATA CORP NEWCOM CL A32008D106232,100SH DFND1,32,10000
FIRST DATA CORP NEWCOM CL A32008D106918,200SH DFND138,20000
FIRST HORIZON NATL CORPCOM3205171051238,934SH DFND138,93400
FIRST HORIZON NATL CORPCOM320517105282,004SH DFND142,00400
FIRST HORIZON NATL CORPCOM32051710505SH DFND3500
FIRST HORIZON NATL CORPCOM320517105614,441SH DFND74,44100
FIRST HORIZON NATL CORPCOM320517105183SH DFND90083
FIRST INDUSTRIAL REALTY TRUSCOM32054K103511,822SH DFND11,82200
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031194,262SH DFND34,26200
FIRST INDUSTRIAL REALTY TRUSCOM32054K103692,465SH DFND72,386079
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031756,303SH DFND7,96,30300
FIRST INDUSTRIAL REALTY TRUSCOM32054K10350118,024SH DFND918,02400
FIRST INDUSTRIAL REALTY TRUSCOM32054K1032529,049SH OTR139,04900
FIRST NIAGARA FINL GP INCCOM33582V108101,000SH DFND11,00000
FIRST NIAGARA FINL GP INCCOM33582V10810310,550SH DFND1310,55000
FIRST NIAGARA FINL GP INCCOM33582V108545,500SH DFND145,50000
FIRST NIAGARA FINL GP INCCOM33582V108170SH DFND37000
FIRST NIAGARA FINL GP INCCOM33582V108028SH DFND70028
FIRST NIAGARA FINL GP INCCOM33582V108180SH DFND98000
FIRST REP BK SAN FRANCISCO CCOM33616C1001442,063SH DFND115801,905
FIRST REP BK SAN FRANCISCO CCOM33616C1003505,000SH DFND135,00000
FIRST REP BK SAN FRANCISCO CCOM33616C100771,100SH DFND141,10000
FIRST REP BK SAN FRANCISCO CCOM33616C100460SH DFND36000
FIRST REP BK SAN FRANCISCO CCOM33616C1002273,244SH DFND73,188056
FIRST REP BK SAN FRANCISCO CCOM33616C100991,408SH DFND92601,382
FIRST SOLAR INCCOM33643310728580SH DFND1,358000
FIRST SOLAR INCCOM3364331071703,500SH DFND133,50000
FIRST SOLAR INCCOM33643310729600SH DFND1460000
FIRST SOLAR INCCOM336433107250SH DFND35000
FIRST SOLAR INCCOM336433107901,858SH DFND71,85305
FIRST SOLAR INCCOM336433107122SH DFND7,90022
FIRST SOLAR INCCOM3364331078168SH DFND9150018
FIRST TR US IPO INDEX FDSHS3369201032935,800SH DFND95,80000
FIRST TR EXCHANGE TRADED FDDJ INTERNT IDX33733E3025938,217SH DFND78,21700
FIRST TR EXCHANGE TRADED FDCONSUMR DISCRE33734X1012828,358SH DFND78,35800
FIRST TR EXCHANGE TRADED FDCONSUMR STAPLE33734X1193477,179SH DFND77,17900
FIRST TR EXCHANGE TRADED FDENERGY ALPHADX33734X12717611,779SH DFND711,77900
FIRST TR EXCHANGE TRADED FDFINLS ALPHADEX33734X135391,680SH DFND11,3000380
FIRST TR EXCHANGE TRADED FDFINLS ALPHADEX33734X13523610,210SH DFND710,21000
FIRST TR EXCHANGE TRADED FDHLTH CARE ALPH33734X1432754,670SH DFND74,67000
FIRST TR EXCHANGE TRADED FDTECH ALPHADEX33734X1762156,506SH DFND76,50600
FIRST TR EXCHANGE TRADED FDDJ GLBL DIVID33734X20029313,177SH DFND713,17700
FIRST TR EXCHANGE TRADED FDDJ GLBL DIVID33734X2002219,903SH DFND99,90300
FIRST TR ISE GLB WIND ENRG ECOM SHS33736G10624219,240SH DFND7,919,24000
FIRST TR EXCH TRD ALPHA FD IEUROPE ALPHA33737J11762022,683SH DFND722,68300
FIRST TR EXCNGE TRD ALPHADEXMID CP GR ALPH33737M1022558,509SH DFND78,50900
FIRST TR EXCNGE TRD ALPHADEXMID CAP VAL FD33737M2012488,899SH DFND78,89900
FIRST TR EXCNGE TRD ALPHADEXSML CAP VAL AL33737M4092187,712SH DFND77,71200
FIRST TR EXCHANGE TRADED FDMULTI ASSET DI33738R10024812,860SH DFND712,86000
FIRST TR EXCHANGE TRADED FDNASD TECH DIV33738R11829511,113SH DFND711,11300
FISERV INCCOM3377381082532,330SH DFND161601,714
FISERV INCCOM3377381081721,580SH DFND1,31,58000
FISERV INCCOM3377381088557,860SH DFND137,86000
FISERV INCCOM3377381082852,620SH DFND142,62000
FISERV INCCOM3377381081089SH DFND38900
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FISERV INCCOM33773810894865SH DFND7,9809056
FISERV INCCOM3377381082,83626,081SH DFND926,041040
FIRSTENERGY CORPCOM3379321071083,089SH DFND13,08900
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FIRSTENERGY CORPCOM33793210715SHCallDFND7500
FLEETCOR TECHNOLOGIES INCCOM339041105136947SH DFND1120935
FLEETCOR TECHNOLOGIES INCCOM339041105102710SH DFND1,371000
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FLEETCOR TECHNOLOGIES INCCOM339041105536SH DFND33600
FLEETCOR TECHNOLOGIES INCCOM3390411054,14928,990SH DFND728,975015
FLEETCOR TECHNOLOGIES INCCOM33904110537260SH DFND926000
FLUOR CORP NEWCOM34341210210200SH DFND120000
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FLUOR CORP NEWCOM3434121022234,520SH DFND7,94,52000
FLUOR CORP NEWCOM3434121021773,597SH DFND93,4650132
FLOWSERVE CORPCOM34354P105461,010SH DFND1,31,01000
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FLOWSERVE CORPCOM34354P1051844,077SH DFND93,9690108
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910624259SH DFND725900
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FOOT LOCKER INCCOM344849104831,510SH DFND131,51000
FOOT LOCKER INCCOM3448491049160SH DFND1416000
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FOOT LOCKER INCCOM3448491041622,955SH DFND92,95500
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FORD MTR CO DELCOM PAR $0.0134537086030824,480SH DFND1,324,48000
FORD MTR CO DELCOM PAR $0.013453708601,16993,000SH DFND1393,00000
FORD MTR CO DELCOM PAR $0.0134537086034927,800SH DFND1427,80000
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FORD MTR CO DELCOM PAR $0.0134537086017413,865SH DFND7,913,773092
FORD MTR CO DELCOM PAR $0.0134537086076260,631SH DFND958,41102,220
FOREST CITY RLTY TR INCCOM CL A3456051091366,100SH DFND136,10000
FOREST CITY RLTY TR INCCOM CL A345605109622,800SH DFND142,80000
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FOREST CITY RLTY TR INCCOM CL A34560510915672SH DFND7658014
FOREST CITY RLTY TR INCCOM CL A34560510921925SH DFND992500
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FORTUNE BRANDS HOME & SEC INCOM34964C1061011,743SH DFND11,74300
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FOUR CORNERS PPTY TR INCCOM35086T1091105,363SH DFND15,36300
FOUR CORNERS PPTY TR INCCOM35086T109411,976SH DFND131,97600
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FOUR CORNERS PPTY TR INCCOM35086T109834,019SH DFND74,01900
FOUR CORNERS PPTY TR INCCOM35086T1092119SH DFND7,911900
FOUR CORNERS PPTY TR INCCOM35086T10920610,004SH DFND99,986018
FOUR CORNERS PPTY TR INCCOM35086T109763,714SH OTR133,71400
FRANKLIN RES INCCOM3546131013249,720SH DFND139,72000
FRANKLIN RES INCCOM354613101982,930SH DFND142,93000
FRANKLIN RES INCCOM3546131016175SH DFND317500
FRANKLIN RES INCCOM3546131011063,164SH DFND73,16400
FRANKLIN RES INCCOM35461310121642SH DFND7,9570072
FRANKLIN RES INCCOM3546131012316,920SH DFND96,5330387
FREEPORT-MCMORAN INCCL B35671D857706,307SH DFND16,0070300
FREEPORT-MCMORAN INCCL B35671D857787,000SH DFND1,37,00000
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FREEPORT-MCMORAN INCCL B35671D85747842,864SH DFND941,82401,040
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FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291061633,735SH DFND13,73500
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FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291063057,011SH DFND76,6960315
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291069216SH DFND7,921600
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FRONTIER COMMUNICATIONS CORPCOM35906A1086112,347SH DFND111,8490498
FRONTIER COMMUNICATIONS CORPCOM35906A108346,790SH DFND1,36,79000
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GATX CORPCOM36144810338870SH DFND187000
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GAMING & LEISURE PPTYS INCCOM36467J108411,194SH DFND11,19400
GAMING & LEISURE PPTYS INCCOM36467J1081002,904SH DFND132,90400
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GAMING & LEISURE PPTYS INCCOM36467J1081243,582SH DFND715203,430
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GAMESTOP CORP NEWCL A36467W109132SH DFND13200
GAMESTOP CORP NEWCL A36467W10910390SH DFND1,339000
GAMESTOP CORP NEWCL A36467W109752,820SH DFND132,82000
GAMESTOP CORP NEWCL A36467W109145SH DFND34500
GAMESTOP CORP NEWCL A36467W109144SH DFND74400
GAMESTOP CORP NEWCL A36467W109491,834SH DFND91,83400
GAMESTOP CORP NEWCL A36467W10928210,605SH OTR1310,60500
GAP INC DELCOM364760108211,000SH DFND11,00000
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GAP INC DELCOM364760108663,110SH DFND143,11000
GAP INC DELCOM3647601082100SH DFND310000
GAP INC DELCOM364760108632,987SH DFND72,8610126
GAP INC DELCOM36476010815710SH DFND7,971000
GAP INC DELCOM3647601081979,279SH DFND93,83505,444
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GARTNER INCCOM3666511071271,300SH DFND141,30000
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GARTNER INCCOM3666511072552,619SH DFND72,61900
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GENERAL DYNAMICS CORPCOM3695501085,08036,486SH DFND136,48600
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GENERAL DYNAMICS CORPCOM36955010809SHCallDFND9900
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GENERAL ELECTRIC COCOM369604103018SHCallDFND71800
GENERAL ELECTRIC COCOM369604103120SHCallDFND92000
GENERAL FIN CORP DELCOM36982210110625,000SH DFND725,00000
GENERAL GROWTH PPTYS INC NEWCOM37002310349616,643SH DFND1316,64300
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GRAINGER W W INCCOM38480210436160SH DFND116000
GRAINGER W W INCCOM3848021042297SH DFND19700
GRAINGER W W INCCOM3848021042591,140SH DFND131,14000
GRAINGER W W INCCOM384802104127560SH DFND1456000
GRAINGER W W INCCOM384802104208915SH DFND391500
GRAINGER W W INCCOM3848021041,2595,538SH DFND74,38701,151
GRAINGER W W INCCOM38480210426116SH DFND7,9105011
GRAINGER W W INCCOM3848021042,52211,099SH DFND96,95904,140
GRAMERCY PPTY TRCOM385002100485,183SH DFND75,18300
GRAMERCY PPTY TRCOM385002100101,138SH DFND91,13800
GRAMERCY PPTY TRCOM38500210031834,463SH OTR1334,46300
GRAPHIC PACKAGING HLDG COCOM388689101241,900SH DFND1,31,90000
GRAPHIC PACKAGING HLDG COCOM388689101383,000SH DFND143,00000
GRAPHIC PACKAGING HLDG COCOM3886891012170SH DFND317000
GRAPHIC PACKAGING HLDG COCOM388689101796,275SH DFND76,27500
GRAPHIC PACKAGING HLDG COCOM3886891013221SH DFND922100
GREAT PLAINS ENERGY INCCOM39116410015500SH DFND150000
GREAT PLAINS ENERGY INCCOM391164100275SH DFND37500
GREAT PLAINS ENERGY INCCOM3911641001665,460SH DFND75,46000
GREAT PLAINS ENERGY INCCOM391164100117SH DFND7,90017
GREAT PLAINS ENERGY INCCOM3911641003,433112,915SH DFND9112,6150300
GREATBATCH INCCOM39153L1062187,048SH DFND1,3007,048
GREATBATCH INCCOM39153L1067215SH DFND721500
GREATBATCH INCCOM39153L106385SH DFND98500
GROUPE CGI INCCL A SUB VTG39945C10918431SH DFND143100
GROUPE CGI INCCL A SUB VTG39945C1091,02423,971SH DFND723,97100
GROUPE CGI INCCL A SUB VTG39945C10947911,213SH DFND7,911,21300
GROUPE CGI INCCL A SUB VTG39945C10968816,111SH DFND916,11100
GROUPON INCCOM CL A399473107113,330SH DFND1,33,33000
GROUPON INCCOM CL A3994731077422,850SH DFND1322,85000
GROUPON INCCOM CL A3994731072714SH DFND771400
GROUPON INCCOM CL A399473107095SH DFND99500
GRUPO TELEVISA SASPON ADR REP ORD40049J2068297SH DFND129700
GRUPO TELEVISA SASPON ADR REP ORD40049J2061485,681SH DFND75,633048
GRUPO TELEVISA SASPON ADR REP ORD40049J2061756,715SH DFND947906,236
GRUPO FINANCIERO SANTANDER MSPON ADR SHS B40053C105657,157SH DFND77,15700
GRUPO FINANCIERO SANTANDER MSPON ADR SHS B40053C105414,530SH DFND94,53000
GRUPO AVAL ACCIONES Y VALORESPONSORED ADS40053W10120825,847SH OTR1325,84700
HCA HOLDINGS INCCOM40412C101911,188SH DFND1001,188
HCA HOLDINGS INCCOM40412C1011812,350SH DFND1,32,35000
HCA HOLDINGS INCCOM40412C1016248,100SH DFND138,10000
HCA HOLDINGS INCCOM40412C1011542,000SH DFND142,00000
HCA HOLDINGS INCCOM40412C10111146SH DFND314600
HCA HOLDINGS INCCOM40412C1015096,609SH DFND76,595014
HCA HOLDINGS INCCOM40412C10156733SH DFND973300
HCA HOLDINGS INCCOM40412C1011311,706SH OTR131,70600
HCP INCCOM40414L1093349,430SH DFND139,43000
HCP INCCOM40414L1091083,050SH DFND143,05000
HCP INCCOM40414L1098215SH DFND321500
HCP INCCOM40414L10966918,900SH DFND718,90000
HCP INCCOM40414L109361,026SH DFND7,91,02600
HCP INCCOM40414L1092687,565SH DFND97,524041
HCP INCCOM40414L1091,35138,173SH OTR1338,17300
HDFC BANK LTDADR REPS 3 SHS40415F10119284SH DFND128400
HDFC BANK LTDADR REPS 3 SHS40415F101951,433SH DFND31,43300
HDFC BANK LTDADR REPS 3 SHS40415F1011,14417,240SH DFND717,24000
HDFC BANK LTDADR REPS 3 SHS40415F1015247,891SH DFND7,97,89100
HDFC BANK LTDADR REPS 3 SHS40415F1011,01015,219SH DFND914,9860233
HD SUPPLY HLDGS INCCOM40416M105471,350SH DFND1,31,35000
HD SUPPLY HLDGS INCCOM40416M1052236,400SH DFND136,40000
HD SUPPLY HLDGS INCCOM40416M105491,400SH DFND141,40000
HD SUPPLY HLDGS INCCOM40416M105380SH DFND38000
HD SUPPLY HLDGS INCCOM40416M105521,500SH DFND71,1100390
HD SUPPLY HLDGS INCCOM40416M105621,781SH DFND91,78100
HMS HLDGS CORPCOM40425J101191,059SH DFND74140645
HMS HLDGS CORPCOM40425J1011679,500SH OTR139,50000
HSBC HLDGS PLCSPON ADR NEW4042804061855,901SH DFND15,90100
HSBC HLDGS PLCSPON ADR NEW404280406531,708SH DFND31,70800
HSBC HLDGS PLCSPON ADR NEW40428040647715,250SH DFND714,8920358
HSBC HLDGS PLCSPON ADR NEW404280406632,018SH DFND7,92,01800
HSBC HLDGS PLCSPON ADR NEW4042804061,44946,278SH DFND945,24801,030
HSBC HLDGS PLCSPON ADR NEW40428040677324,674SH OTR1324,67400
HP INCCOM40434L10556645,109SH DFND141,90903,200
HP INCCOM40434L10515212,100SH DFND1,312,10000
HP INCCOM40434L10557045,390SH DFND1345,39000
HP INCCOM40434L10515812,629SH DFND1412,62900
HP INCCOM40434L1058675SH DFND367500
HP INCCOM40434L10599279,015SH DFND775,45703,558
HP INCCOM40434L10532525,936SH DFND7,925,93600
HP INCCOM40434L1051,277101,791SH DFND9101,0870704
HAIN CELESTIAL GROUP INCCOM40521710010195SH DFND1950100
HAIN CELESTIAL GROUP INCCOM40521710025500SH DFND1,350000
HAIN CELESTIAL GROUP INCCOM4052171001593,200SH DFND133,20000
HAIN CELESTIAL GROUP INCCOM405217100501,000SH DFND141,00000
HAIN CELESTIAL GROUP INCCOM405217100245SH DFND34500
HAIN CELESTIAL GROUP INCCOM4052171002765,543SH DFND75,473070
HAIN CELESTIAL GROUP INCCOM40521710056111,272SH DFND98,27203,000
HALLIBURTON COCOM4062161011,99444,024SH DFND142,74101,283
HALLIBURTON COCOM4062161011,39530,800SH DFND1,330,80000
HALLIBURTON COCOM4062161013748,255SH DFND17,09701,158
HALLIBURTON COCOM4062161011,03222,790SH DFND1322,79000
HALLIBURTON COCOM4062161012896,380SH DFND146,38000
HALLIBURTON COCOM4062161011,36930,237SH DFND330,23700
HALLIBURTON COCOM40621610113,847305,745SH DFND7299,54406,201
HALLIBURTON COCOM4062161014,36796,432SH DFND7,996,402030
HALLIBURTON COCOM40621610111,063244,277SH DFND9240,79903,478
HALOZYME THERAPEUTICS INCCOM40637H1092200SH DFND120000
HALOZYME THERAPEUTICS INCCOM40637H10931536,538SH DFND1,30036,538
HANESBRANDS INCCOM410345102622,454SH DFND185401,600
HANESBRANDS INCCOM410345102662,620SH DFND1,32,62000
HANESBRANDS INCCOM4103451022198,700SH DFND138,70000
HANESBRANDS INCCOM4103451021084,300SH DFND144,30000
HANESBRANDS INCCOM4103451024175SH DFND317500
HANESBRANDS INCCOM41034510228611,387SH DFND711,2190168
HANESBRANDS INCCOM410345102268SH DFND7,90068
HANESBRANDS INCCOM41034510290636,041SH DFND936,04100
HARLEY DAVIDSON INCCOM4128221083698,146SH DFND14,31803,828
HARLEY DAVIDSON INCCOM412822108481,070SH DFND1,31,07000
HARLEY DAVIDSON INCCOM4128221081803,970SH DFND133,97000
HARLEY DAVIDSON INCCOM41282210843950SH DFND1495000
HARLEY DAVIDSON INCCOM4128221085100SH DFND310000
HARLEY DAVIDSON INCCOM4128221082,11046,588SH DFND736,61809,970
HARLEY DAVIDSON INCCOM41282210857312,644SH DFND7,912,585059
HARLEY DAVIDSON INCCOM4128221081994,387SH DFND94,38700
HARMAN INTL INDS INCCOM41308610932450SH DFND1,345000
HARMAN INTL INDS INCCOM4130861091381,920SH DFND131,92000
HARMAN INTL INDS INCCOM41308610964890SH DFND1489000
HARMAN INTL INDS INCCOM413086109226SH DFND32600
HARMAN INTL INDS INCCOM4130861091101,532SH DFND71,53200
HARMAN INTL INDS INCCOM41308610914200SH DFND7,920000
HARMAN INTL INDS INCCOM4130861091021,418SH DFND91,1510267
HARRIS CORP DELCOM4138751052753,298SH DFND13,29800
HARRIS CORP DELCOM41387510579950SH DFND1,395000
HARRIS CORP DELCOM4138751052392,859SH DFND132,85900
HARRIS CORP DELCOM41387510551610SH DFND1461000
HARRIS CORP DELCOM41387510564763SH DFND376300
HARRIS CORP DELCOM4138751056027,211SH DFND77,130081
HARRIS CORP DELCOM41387510524293SH DFND7,929300
HARRIS CORP DELCOM4138751053464,150SH DFND94,134016
HARRIS CORP DELCOM41387510515SHCallDFND9500
HARTFORD FINL SVCS GROUP INCCOM4165151042235,022SH DFND15,02200
HARTFORD FINL SVCS GROUP INCCOM4165151043958,890SH DFND138,89000
HARTFORD FINL SVCS GROUP INCCOM4165151041242,790SH DFND142,79000
HARTFORD FINL SVCS GROUP INCCOM4165151048185SH DFND318500
HARTFORD FINL SVCS GROUP INCCOM4165151041,85241,730SH DFND741,5520178
HARTFORD FINL SVCS GROUP INCCOM4165151041914,302SH DFND7,94,224078
HARTFORD FINL SVCS GROUP INCCOM41651510463214,237SH DFND914,0200217
HASBRO INCCOM41805610740479SH DFND147900
HASBRO INCCOM41805610760710SH DFND1,371000
HASBRO INCCOM4180561072933,490SH DFND133,49000
HASBRO INCCOM418056107901,070SH DFND141,07000
HASBRO INCCOM418056107341SH DFND34100
HASBRO INCCOM4180561071,55618,530SH DFND717,22101,309
HASBRO INCCOM41805610725300SH DFND7,930000
HASBRO INCCOM4180561071,81921,662SH DFND921,643019
HEALTHCARE SVCS GRP INCCOM4219061081954,705SH DFND74,5580147
HEALTHCARE SVCS GRP INCCOM421906108601,457SH DFND96550802
HEALTHCARE RLTY TRCOM42194610429843SH DFND784300
HEALTHCARE RLTY TRCOM42194610414405SH DFND940500
HEALTHCARE RLTY TRCOM42194610492826,519SH OTR1326,51900
HEALTHCARE TR AMER INCCL A NEW42225P50116500SH DFND150000
HEALTHCARE TR AMER INCCL A NEW42225P5012858,800SH DFND138,80000
HEALTHCARE TR AMER INCCL A NEW42225P501842,600SH DFND142,60000
HEALTHCARE TR AMER INCCL A NEW42225P501275SH DFND37500
HEALTHCARE TR AMER INCCL A NEW42225P5011304,011SH DFND74,01100
HEALTHCARE TR AMER INCCL A NEW42225P501261SH DFND96100
HEALTHCARE TR AMER INCCL A NEW42225P5011,01031,235SH OTR1331,23500
HEICO CORP NEWCL A422806208234SH DFND13400
HEICO CORP NEWCL A4228062081,01918,993SH DFND1,3300018,693
HEICO CORP NEWCL A42280620806SH DFND7600
HELMERICH & PAYNE INCCOM4234521014,38065,253SH DFND155,76309,490
HELMERICH & PAYNE INCCOM4234521012263,370SH DFND1,33,37000
HELMERICH & PAYNE INCCOM423452101692SH DFND19200
HELMERICH & PAYNE INCCOM4234521013344,978SH DFND14,97800
HELMERICH & PAYNE INCCOM4234521011992,960SH DFND132,96000
HELMERICH & PAYNE INCCOM4234521012243,330SH DFND148202,5100
HELMERICH & PAYNE INCCOM4234521011,28419,132SH DFND319,13200
HELMERICH & PAYNE INCCOM42345210116,276242,456SH DFND7241,9660490
HELMERICH & PAYNE INCCOM4234521011,36420,322SH DFND7,920,32200
HELMERICH & PAYNE INCCOM4234521015,49181,794SH DFND981,79400
HELMERICH & PAYNE INCCOM42345210103SHCallDFND7300
HENRY JACK & ASSOC INCCOM426281101226SH DFND12600
HENRY JACK & ASSOC INCCOM42628110154620SH DFND1,362000
HENRY JACK & ASSOC INCCOM4262811011661,900SH DFND131,90000
HENRY JACK & ASSOC INCCOM42628110161700SH DFND1470000
HENRY JACK & ASSOC INCCOM426281101555SH DFND35500
HENRY JACK & ASSOC INCCOM4262811012362,708SH DFND72,673035
HENRY JACK & ASSOC INCCOM4262811011241,417SH DFND91,41700
HERCULES CAPITAL INCCOM427096508221,767SH DFND11,76700
HERCULES CAPITAL INCCOM4270965081038,313SH DFND78,31300
HERSHEY COCOM4278661082,33220,552SH DFND119,05201,500
HERSHEY COCOM42786610868600SH DFND1,360000
HERSHEY COCOM42786610857500SH DFND150000
HERSHEY COCOM4278661083973,500SH DFND133,50000
HERSHEY COCOM427866108102900SH DFND1490000
HERSHEY COCOM4278661086085,356SH DFND35,35600
HERSHEY COCOM4278661086,28455,371SH DFND753,47901,892
HERSHEY COCOM4278661081211,069SH DFND7,91,049020
HERSHEY COCOM4278661087,74768,263SH DFND967,19601,067
HERTZ GLOBAL HOLDINGS INCCOM42805T1051108SH DFND110800
HERTZ GLOBAL HOLDINGS INCCOM42805T10555349,954SH DFND1,32,440047,514
HERTZ GLOBAL HOLDINGS INCCOM42805T105867,800SH DFND137,80000
HERTZ GLOBAL HOLDINGS INCCOM42805T105333,000SH DFND143,00000
HERTZ GLOBAL HOLDINGS INCCOM42805T105524,712SH DFND34,71200
HERTZ GLOBAL HOLDINGS INCCOM42805T105655,879SH DFND75,7340145
HERTZ GLOBAL HOLDINGS INCCOM42805T105157SH DFND7,90057
HERTZ GLOBAL HOLDINGS INCCOM42805T105181,605SH DFND91,60500
HESS CORPCOM42809H1071001,660SH DFND1,31,66000
HESS CORPCOM42809H1074327,190SH DFND137,19000
HESS CORPCOM42809H1071222,030SH DFND142,03000
HESS CORPCOM42809H1077120SH DFND312000
HESS CORPCOM42809H1075118,497SH DFND78,49700
HESS CORPCOM42809H10726439SH DFND7,943900
HESS CORPCOM42809H1071201,991SH DFND91,99100
HEWLETT PACKARD ENTERPRISE CCOM42824C10982745,245SH DFND142,04503,200
HEWLETT PACKARD ENTERPRISE CCOM42824C10923012,600SH DFND1,312,60000
HEWLETT PACKARD ENTERPRISE CCOM42824C10996452,790SH DFND1352,79000
HEWLETT PACKARD ENTERPRISE CCOM42824C10924413,341SH DFND1413,34100
HEWLETT PACKARD ENTERPRISE CCOM42824C109723,916SH DFND33,91600
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,30371,344SH DFND767,41403,930
HEWLETT PACKARD ENTERPRISE CCOM42824C10947525,979SH DFND7,925,936043
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,73194,745SH DFND994,0410704
HEXCEL CORP NEWCOM42829110828670SH DFND1,367000
HEXCEL CORP NEWCOM4282911081503,600SH DFND133,60000
HEXCEL CORP NEWCOM42829110817400SH DFND1440000
HEXCEL CORP NEWCOM428291108250SH DFND35000
HEXCEL CORP NEWCOM4282911082245,372SH DFND75,0420330
HIGHWOODS PPTYS INCCOM43128410815289SH DFND728900
HIGHWOODS PPTYS INCCOM43128410894417,881SH OTR1317,88100
HILL ROM HLDGS INCCOM43147510230590SH DFND1,359000
HILL ROM HLDGS INCCOM4314751021142,260SH DFND132,26000
HILL ROM HLDGS INCCOM43147510205SH DFND3500
HILL ROM HLDGS INCCOM4314751022134,218SH DFND74,21800
HILL ROM HLDGS INCCOM431475102480SH DFND98000
HILLTOP HOLDINGS INCCOM43274810136517,376SH DFND717,37600
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P106242,871SH DFND7002,871
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P10628634,567SH DFND934,56700
HILTON WORLDWIDE HLDGS INCCOM43300A104753,320SH DFND1,33,32000
HILTON WORLDWIDE HLDGS INCCOM43300A10431013,760SH DFND1313,76000
HILTON WORLDWIDE HLDGS INCCOM43300A104652,900SH DFND142,90000
HILTON WORLDWIDE HLDGS INCCOM43300A1045210SH DFND321000
HILTON WORLDWIDE HLDGS INCCOM43300A10431013,765SH DFND713,76500
HILTON WORLDWIDE HLDGS INCCOM43300A1046285SH DFND928500
HOLOGIC INCDEBT 2.000% 3/0436440AC52822,000PRN DFND922,00000
HOLOGIC INCCOM436440101621,800SH DFND1001,800
HOLOGIC INCCOM436440101611,770SH DFND1,31,77000
HOLOGIC INCCOM4364401012336,740SH DFND136,74000
HOLOGIC INCCOM436440101361,030SH DFND141,03000
HOLOGIC INCCOM4364401013100SH DFND310000
HOLOGIC INCCOM4364401012798,052SH DFND76,75201,300
HOLOGIC INCCOM43644010173121,119SH DFND921,11900
HOME BANCSHARES INCCOM43689320018885SH DFND188500
HOME BANCSHARES INCCOM436893200452,272SH DFND32,27200
HOME BANCSHARES INCCOM4368932001447,272SH DFND77,27200
HOME BANCSHARES INCCOM4368932006294SH DFND929400
HOME DEPOT INCCOM43707610217,586137,728SH DFND1131,15306,575
HOME DEPOT INCCOM4370761021,0378,120SH DFND1,38,12000
HOME DEPOT INCCOM4370761024,37334,250SH DFND1334,25000
HOME DEPOT INCCOM4370761021,2569,840SH DFND149,84000
HOME DEPOT INCCOM43707610284658SH DFND365800
HOME DEPOT INCCOM43707610216,272127,432SH DFND7120,98406,448
HOME DEPOT INCCOM4370761024,48735,139SH DFND7,935,089050
HOME DEPOT INCCOM43707610212,801100,247SH DFND995,89104,356
HOME DEPOT INCCOM43707610207SHCallDFND9700
HONDA MOTOR LTDAMERN SHS43812830817675SH DFND167500
HONDA MOTOR LTDAMERN SHS4381283081375,403SH DFND75,0770326
HONDA MOTOR LTDAMERN SHS43812830822860SH DFND7,986000
HONDA MOTOR LTDAMERN SHS438128308923,636SH DFND91,85601,780
HONEYWELL INTL INCCOM4385161063,93833,852SH DFND133,2520600
HONEYWELL INTL INCCOM4385161066015,170SH DFND1,35,17000
HONEYWELL INTL INCCOM4385161062,54421,870SH DFND1321,87000
HONEYWELL INTL INCCOM4385161066725,775SH DFND145,77500
HONEYWELL INTL INCCOM4385161064153,565SH DFND33,56500
HONEYWELL INTL INCCOM4385161069,25579,569SH DFND777,57101,998
HONEYWELL INTL INCCOM4385161061,1589,956SH DFND7,99,881075
HONEYWELL INTL INCCOM4385161066,44655,415SH DFND946,46708,948
HONEYWELL INTL INCCOM43851610607SHCallDFND7700
HONEYWELL INTL INCCOM438516106415SHCallDFND91500
HORMEL FOODS CORPCOM44045210019532SH DFND153200
HORMEL FOODS CORPCOM440452100481,300SH DFND1,31,30000
HORMEL FOODS CORPCOM44045210029800SH DFND1480000
HORMEL FOODS CORPCOM440452100375SH DFND37500
HORMEL FOODS CORPCOM44045210076921,015SH DFND721,01500
HORMEL FOODS CORPCOM440452100471,288SH DFND7,91,28800
HORMEL FOODS CORPCOM44045210047512,974SH DFND911,89501,079
HORMEL FOODS CORPCOM44045210049213,440SH OTR1313,44000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1021966,800SH DFND136,80000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102311,080SH DFND141,08000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10234311,895SH DFND711,89500
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102259SH DFND7,90059
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102341,169SH DFND91,16900
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10233811,737SH OTR1311,73700
HOST HOTELS & RESORTS INCCOM44107P10424415,040SH DFND1315,04000
HOST HOTELS & RESORTS INCCOM44107P104734,529SH DFND144,52900
HOST HOTELS & RESORTS INCCOM44107P1045325SH DFND332500
HOST HOTELS & RESORTS INCCOM44107P1041368,415SH DFND75,41503,000
HOST HOTELS & RESORTS INCCOM44107P104191,144SH DFND7,91,045099
HOST HOTELS & RESORTS INCCOM44107P104311,906SH DFND91,90600
HOST HOTELS & RESORTS INCCOM44107P1041,955120,598SH OTR13120,59800
HOWARD HUGHES CORPCOM44267D1071671,458SH DFND131,45800
HOWARD HUGHES CORPCOM44267D10749431SH DFND1443100
HOWARD HUGHES CORPCOM44267D107215SH DFND31500
HOWARD HUGHES CORPCOM44267D1071731,510SH DFND71,51000
HOWARD HUGHES CORPCOM44267D10755484SH DFND948400
HOWARD HUGHES CORPCOM44267D1073352,931SH OTR132,93100
HUBBELL INCCOM44351060737350SH DFND1,335000
HUBBELL INCCOM4435106071361,290SH DFND131,29000
HUBBELL INCCOM44351060763600SH DFND1460000
HUBBELL INCCOM443510607325SH DFND32500
HUBBELL INCCOM4435106079909,387SH DFND77,33702,050
HUBBELL INCCOM4435106072,22221,067SH DFND921,06700
HUDSON PAC PPTYS INCCOM444097109371,268SH DFND71,26800
HUDSON PAC PPTYS INCCOM444097109010SH DFND91000
HUDSON PAC PPTYS INCCOM4440971091766,017SH OTR136,01700
HUMANA INCCOM4448591021160SH DFND16000
HUMANA INCCOM4448591022181,210SH DFND1,31,21000
HUMANA INCCOM4448591029055,030SH DFND135,03000
HUMANA INCCOM4448591021921,070SH DFND141,07000
HUMANA INCCOM4448591021370SH DFND37000
HUMANA INCCOM4448591021991,109SH DFND71,10900
HUMANA INCCOM44485910245250SH DFND7,925000
HUMANA INCCOM44485910276422SH DFND9358064
HUMANA INCCOM4448591022041,134SH OTR131,13400
HUNT J B TRANS SVCS INCCOM44565810748590SH DFND1,359000
HUNT J B TRANS SVCS INCCOM4456581072412,980SH DFND132,98000
HUNT J B TRANS SVCS INCCOM44565810754670SH DFND1467000
HUNT J B TRANS SVCS INCCOM445658107340SH DFND34000
HUNT J B TRANS SVCS INCCOM4456581073053,770SH DFND73,732038
HUNTINGTON BANCSHARES INCCOM44615010414916,641SH DFND1316,64100
HUNTINGTON BANCSHARES INCCOM446150104515,650SH DFND145,65000
HUNTINGTON BANCSHARES INCCOM4461501044425SH DFND342500
HUNTINGTON BANCSHARES INCCOM446150104252,759SH DFND72,75900
HUNTINGTON BANCSHARES INCCOM4461501045559SH DFND955900
HUNTINGTON INGALLS INDS INCCOM44641310657340SH DFND1,334000
HUNTINGTON INGALLS INDS INCCOM4464131062761,645SH DFND131,64500
HUNTINGTON INGALLS INDS INCCOM44641310699591SH DFND1459100
HUNTINGTON INGALLS INDS INCCOM446413106320SH DFND32000
HUNTINGTON INGALLS INDS INCCOM4464131061881,120SH DFND71,062058
HUNTINGTON INGALLS INDS INCCOM4464131061587SH DFND7,98700
HUNTINGTON INGALLS INDS INCCOM4464131061721,022SH DFND91,02200
HUNTSMAN CORPCOM447011107131,000SH DFND1,31,00000
HUNTSMAN CORPCOM4470111071339,900SH DFND139,90000
HUNTSMAN CORPCOM447011107302,200SH DFND142,20000
HUNTSMAN CORPCOM447011107201,499SH DFND31,49900
HUNTSMAN CORPCOM447011107171,285SH DFND71,28500
HUNTSMAN CORPCOM4470111071110SH DFND911000
HURON CONSULTING GROUP INCNOTE 1.250%10/0447462AB83433,000PRN DFND933,00000
IAC INTERACTIVECORPCOM44919P50833590SH DFND1,359000
IAC INTERACTIVECORPCOM44919P508731,300SH DFND131,30000
IAC INTERACTIVECORPCOM44919P508651,150SH DFND141,15000
IAC INTERACTIVECORPCOM44919P508350SH DFND35000
IAC INTERACTIVECORPCOM44919P50845794SH DFND779400
IAC INTERACTIVECORPCOM44919P50832560SH DFND956000
IMS HEALTH HLDGS INCCOM44970B109261,040SH DFND1,31,04000
IMS HEALTH HLDGS INCCOM44970B1091224,800SH DFND134,80000
IMS HEALTH HLDGS INCCOM44970B109285SH DFND38500
IMS HEALTH HLDGS INCCOM44970B109331,320SH DFND71,32000
IMS HEALTH HLDGS INCCOM44970B1091726,777SH DFND96,77700
IPG PHOTONICS CORPCOM44980X10920250SH DFND1,325000
IPG PHOTONICS CORPCOM44980X1091602,000SH DFND132,00000
IPG PHOTONICS CORPCOM44980X10916200SH DFND1420000
IPG PHOTONICS CORPCOM44980X109110SH DFND31000
IPG PHOTONICS CORPCOM44980X1093574,468SH DFND72,73301,735
IPG PHOTONICS CORPCOM44980X109450SH DFND90050
ISTAR INCCOM45031U10195399,340SH DFND799,34000
ITT INCCOM45073V10825770SH DFND1,377000
ITT INCCOM45073V108812,535SH DFND132,53500
ITT INCCOM45073V10825782SH DFND1478200
ITT INCCOM45073V108260SH DFND36000
ITT INCCOM45073V1081695,295SH DFND75,1080187
ITT INCCOM45073V1084111SH DFND7,911100
ITT INCCOM45073V108892,778SH DFND92,77800
ICICI BK LTDADR45104G10411015,309SH DFND715,30900
ICICI BK LTDADR45104G10465390,924SH DFND990,92400
ICICI BK LTDADR45104G1047410,300SH OTR1310,30000
IDEX CORPCOM45167R1041,07213,052SH DFND1,3440012,612
IDEX CORPCOM45167R1041742,120SH DFND132,12000
IDEX CORPCOM45167R10477940SH DFND1494000
IDEX CORPCOM45167R104230SH DFND33000
IDEX CORPCOM45167R104911,114SH DFND72640850
IDEX CORPCOM45167R104336SH DFND93600
IDEXX LABS INCCOM45168D1041041,119SH DFND16801,051
IDEXX LABS INCCOM45168D10452560SH DFND1,356000
IDEXX LABS INCCOM45168D1043603,880SH DFND133,88000
IDEXX LABS INCCOM45168D1041491,606SH DFND141,60060
IDEXX LABS INCCOM45168D104332SH DFND33200
IDEXX LABS INCCOM45168D1043443,705SH DFND73,663042
IDEXX LABS INCCOM45168D10488949SH DFND97200229
IHS INCCL A45173410753460SH DFND1,346000
IHS INCCL A45173410797840SH DFND1384000
IHS INCCL A45173410746400SH DFND1440000
IHS INCCL A451734107330SH DFND33000
IHS INCCL A4517341071381,196SH DFND71,132064
IHS INCCL A4517341071671,446SH DFND91,3140132
ILLINOIS TOOL WKS INCCOM4523081098207,877SH DFND17,87700
ILLINOIS TOOL WKS INCCOM4523081092092,010SH DFND1,32,01000
ILLINOIS TOOL WKS INCCOM45230810940382SH DFND138200
ILLINOIS TOOL WKS INCCOM45230810924228SH DFND122800
ILLINOIS TOOL WKS INCCOM4523081098338,000SH DFND138,00000
ILLINOIS TOOL WKS INCCOM4523081092662,550SH DFND142,55000
ILLINOIS TOOL WKS INCCOM4523081092272,184SH DFND32,18400
ILLINOIS TOOL WKS INCCOM4523081093,69835,505SH DFND734,24001,265
ILLINOIS TOOL WKS INCCOM45230810949473SH DFND7,947300
ILLINOIS TOOL WKS INCCOM4523081091,98219,032SH DFND918,3320700
ILLUMINA INCNOTE 6/1452327AF63637,000PRN DFND937,00000
ILLUMINA INCCOM4523271094092,915SH DFND12,8150100
ILLUMINA INCCOM4523271091681,200SH DFND1,31,20000
ILLUMINA INCCOM4523271094973,540SH DFND133,54000
ILLUMINA INCCOM4523271092111,500SH DFND141,50000
ILLUMINA INCCOM452327109967SH DFND36700
ILLUMINA INCCOM4523271093632,589SH DFND72,3330256
ILLUMINA INCCOM45232710962439SH DFND7,9409030
ILLUMINA INCCOM4523271094313,073SH DFND92,9710102
IMAX CORPCOM45245E10919639SH DFND163900
IMAX CORPCOM45245E1091,07736,528SH DFND736,52800
IMAX CORPCOM45245E10948216,349SH DFND7,916,34900
IMAX CORPCOM45245E10967522,905SH DFND922,90500
IMPERIAL OIL LTDCOM NEW453038408391,250SH DFND11,25000
IMPERIAL OIL LTDCOM NEW453038408852,684SH DFND72,68400
IMPERIAL OIL LTDCOM NEW4530384082528,000SH DFND98,00000
IMPERIAL OIL LTDCOM NEW453038408321,000SH OTR131,00000
INCYTE CORPCOM45337C1021812,264SH DFND12,26400
INCYTE CORPCOM45337C102981,220SH DFND1,31,22000
INCYTE CORPCOM45337C10247593SH DFND159300
INCYTE CORPCOM45337C1023173,960SH DFND133,96000
INCYTE CORPCOM45337C1021281,600SH DFND141,60000
INCYTE CORPCOM45337C102674SH DFND37400
INCYTE CORPCOM45337C1021241,549SH DFND71,54900
INCYTE CORPCOM45337C10223290SH DFND7,929000
INCYTE CORPCOM45337C1024695,858SH DFND95,85800
INDIA FD INCCOM454089103341,400SH DFND11,40000
INDIA FD INCCOM45408910340916,833SH DFND916,83300
INDEXIQ ETF TRHEDGE MLTI ETF45409B10751917,807SH DFND717,80700
INFOSYS LTDSPONSORED ADR456788108201,110SH DFND71,11000
INFOSYS LTDSPONSORED ADR45678810818410,300SH OTR1310,30000
ING GROEP N VSPONSORED ADR456837103343,308SH DFND13,30800
ING GROEP N VSPONSORED ADR4568371031,163112,537SH DFND7111,9460591
ING GROEP N VSPONSORED ADR45683710348546,999SH DFND7,946,99900
ING GROEP N VSPONSORED ADR45683710371569,206SH DFND969,20600
INGRAM MICRO INCCL A457153104381,100SH DFND1,31,10000
INGRAM MICRO INCCL A4571531041674,800SH DFND134,80000
INGRAM MICRO INCCL A457153104621,780SH DFND141,78000
INGRAM MICRO INCCL A457153104385SH DFND38500
INGRAM MICRO INCCL A45715310423652SH DFND7638014
INGRAM MICRO INCCL A457153104361,030SH DFND91,03000
INGREDION INCCOM457187102105809SH DFND180900
INGREDION INCCOM4571871021,32010,197SH DFND1,330009,897
INGREDION INCCOM45718710265500SH DFND1350000
INGREDION INCCOM45718710239300SH DFND1430000
INGREDION INCCOM457187102325SH DFND32500
INGREDION INCCOM4571871021,0458,072SH DFND78,06804
INGREDION INCCOM4571871022,64920,472SH DFND918,94801,524
INTEGRA LIFESCIENCES HLDGS CNOTE 1.625%12/1457985AK53624,000PRN DFND924,00000
INTEGRATED DEVICE TECHNOLOGYNOTE 0.875%11/1458118AB21111,000PRN DFND911,00000
INTEL CORPSDCV 12/1458140AD21915,000PRN DFND715,00000
INTEL CORPSDCV 12/1458140AD23527,000PRN DFND927,00000
INTEL CORPCOM45814010012,775389,471SH DFND1368,721020,750
INTEL CORPCOM4581401001,15735,270SH DFND1,335,27000
INTEL CORPCOM45814010020600SH DFND160000
INTEL CORPCOM4581401008250SH DFND125000
INTEL CORPCOM4581401004,768145,370SH DFND13145,37000
INTEL CORPCOM4581401001,28539,190SH DFND1439,19000
INTEL CORPCOM458140100682,062SH DFND32,06200
INTEL CORPCOM45814010013,614415,072SH DFND7405,045010,027
INTEL CORPCOM4581401002,73583,371SH DFND7,983,2140157
INTEL CORPCOM45814010033,5761,023,666SH DFND9973,559050,107
INTEL CORPCOM458140100110SHCallDFND91000
INTERCONTINENTAL EXCHANGE INCOM45866F1046792,653SH DFND11,9810672
INTERCONTINENTAL EXCHANGE INCOM45866F1041,0033,918SH DFND133,91800
INTERCONTINENTAL EXCHANGE INCOM45866F1042891,128SH DFND141,12800
INTERCONTINENTAL EXCHANGE INCOM45866F1041350SH DFND35000
INTERCONTINENTAL EXCHANGE INCOM45866F1049353,651SH DFND73,597054
INTERCONTINENTAL EXCHANGE INCOM45866F10431123SH DFND7,912003
INTERCONTINENTAL EXCHANGE INCOM45866F1045152,013SH DFND91,1890824
INTERDIGITAL INCNOTE 1.500% 3/0458660AD94745,000PRN DFND945,00000
INTERNATIONAL BUSINESS MACHSCOM45920010125,719169,448SH DFND1161,73507,713
INTERNATIONAL BUSINESS MACHSCOM4592001019856,490SH DFND1,36,49000
INTERNATIONAL BUSINESS MACHSCOM45920010130200SH DFND120000
INTERNATIONAL BUSINESS MACHSCOM4592001013,97126,160SH DFND1326,16000
INTERNATIONAL BUSINESS MACHSCOM4592001011,2358,134SH DFND148,13400
INTERNATIONAL BUSINESS MACHSCOM4592001013452,275SH DFND32,27500
INTERNATIONAL BUSINESS MACHSCOM45920010111,09073,067SH DFND772,1920875
INTERNATIONAL BUSINESS MACHSCOM4592001016404,215SH DFND7,94,147068
INTERNATIONAL BUSINESS MACHSCOM45920010129,527194,537SH DFND9174,015020,522
INTERNATIONAL BUSINESS MACHSCOM4592001018958SHCallDFND15800
INTERNATIONAL BUSINESS MACHSCOM45920010104SHCallDFND9400
INTERNATIONAL BUSINESS MACHSCOM459200101058SHPutDFND15800
INTERNATIONAL FLAVORS&FRAGRACOM45950610188700SH DFND170000
INTERNATIONAL FLAVORS&FRAGRACOM45950610163500SH DFND1,350000
INTERNATIONAL FLAVORS&FRAGRACOM4595061011261,000SH DFND131,00000
INTERNATIONAL FLAVORS&FRAGRACOM45950610176600SH DFND1460000
INTERNATIONAL FLAVORS&FRAGRACOM459506101430SH DFND33000
INTERNATIONAL FLAVORS&FRAGRACOM4595061013192,528SH DFND71,5800948
INTERNATIONAL FLAVORS&FRAGRACOM45950610126204SH DFND920400
INTL PAPER COCOM4601461033267,694SH DFND15,75801,936
INTL PAPER COCOM460146103932,200SH DFND1,32,20000
INTL PAPER COCOM46014610352612,400SH DFND1312,40000
INTL PAPER COCOM460146103932,200SH DFND142,20000
INTL PAPER COCOM4601461037170SH DFND317000
INTL PAPER COCOM4601461032,77765,528SH DFND765,1850343
INTL PAPER COCOM46014610317407SH DFND7,940700
INTL PAPER COCOM46014610368916,266SH DFND912,82403,442
INTERPUBLIC GROUP COS INCCOM4606901001556,711SH DFND16,71100
INTERPUBLIC GROUP COS INCCOM460690100662,850SH DFND1,32,85000
INTERPUBLIC GROUP COS INCCOM46069010023410,120SH DFND1310,12000
INTERPUBLIC GROUP COS INCCOM460690100421,800SH DFND141,80000
INTERPUBLIC GROUP COS INCCOM4606901004180SH DFND318000
INTERPUBLIC GROUP COS INCCOM4606901002,914126,168SH DFND7126,16800
INTERPUBLIC GROUP COS INCCOM4606901001827,892SH DFND7,97,6860206
INTERPUBLIC GROUP COS INCCOM4606901002,02287,515SH DFND987,4050110
INTUITIVE SURGICAL INCCOM NEW46120E6023,6815,566SH DFND15,516050
INTUITIVE SURGICAL INCCOM NEW46120E602231350SH DFND1,335000
INTUITIVE SURGICAL INCCOM NEW46120E6028601,300SH DFND131,30000
INTUITIVE SURGICAL INCCOM NEW46120E602237359SH DFND1435900
INTUITIVE SURGICAL INCCOM NEW46120E602182275SH DFND327500
INTUITIVE SURGICAL INCCOM NEW46120E602569861SH DFND785704
INTUITIVE SURGICAL INCCOM NEW46120E6023045SH DFND7,94500
INTUITIVE SURGICAL INCCOM NEW46120E602223337SH DFND9310027
INTUITCOM4612021033413,054SH DFND11,51501,539
INTUITCOM4612021032031,820SH DFND1,31,82000
INTUITCOM4612021039828,800SH DFND138,80000
INTUITCOM4612021033042,720SH DFND142,72000
INTUITCOM46120210312105SH DFND310500
INTUITCOM4612021033,37130,203SH DFND729,3840819
INTUITCOM46120210358521SH DFND7,9470051
INTUITCOM4612021033022,704SH DFND92,679025
INVESCO MORTGAGE CAPITAL INCCOM46131B10021215,522SH DFND715,52200
INVESCO MORTGAGE CAPITAL INCCOM46131B1001249,077SH DFND7,99,000077
INVESCO SR INCOME TRCOM46131H1077919,000SH DFND719,00000
INVESCO SR INCOME TRCOM46131H1078720,814SH DFND93,990016,824
INVESCO PA VALUE MUN INCOMECOM46132K10935624,557SH DFND124,55700
INVESCO DYNAMIC CR OPP FDCOM46132R10426924,450SH DFND724,45000
INVESTORS BANCORP INC NEWCOM46146L10118416,589SH DFND716,58900
INVESTORS BANCORP INC NEWCOM46146L101040SH DFND94000
INVESTORS REAL ESTATE TRSH BEN INT4617301038913,684SH OTR1313,68400
IRON MTN INC NEWCOM46284V10115382SH DFND138200
IRON MTN INC NEWCOM46284V1013518,803SH DFND138,80300
IRON MTN INC NEWCOM46284V1011152,878SH DFND142,87800
IRON MTN INC NEWCOM46284V1014110SH DFND311000
IRON MTN INC NEWCOM46284V101781,948SH DFND71,94800
IRON MTN INC NEWCOM46284V101136SH DFND7,90036
IRON MTN INC NEWCOM46284V10187722,014SH DFND921,962052
IRON MTN INC NEWCOM46284V10162915,782SH OTR1315,78200
ISHARES SILVER TRUSTISHARES46428Q10916900SH DFND190000
ISHARES SILVER TRUSTISHARES46428Q10947626,642SH DFND726,3270315
ISHARES SILVER TRUSTISHARES46428Q1091588,850SH DFND93,85005,000
ISHARES GOLD TRUSTISHARES464285105191,480SH DFND11,48000
ISHARES GOLD TRUSTISHARES46428510596075,256SH DFND1,375,25600
ISHARES GOLD TRUSTISHARES46428510541632,626SH DFND731,7280898
ISHARES GOLD TRUSTISHARES46428510541032,125SH DFND92,125030,000
ISHARESBELGIUM CAPD ETF46428630126314,849SH DFND714,84900
ISHARESMSCI CDA ETF46428650912475SH DFND147500
ISHARESMSCI CDA ETF46428650967627,594SH DFND727,59400
ISHARESMIN VOL EMRG MKT4642865331,21123,471SH DFND723,47100
ISHARESMIN VOL EMRG MKT4642865334198,123SH DFND98,12300
ISHARESMSCI EURZONE ETF4642866082076,410SH DFND76,41000
ISHARESMSCI PAC JP ETF464286665591,501SH DFND11,50100
ISHARESMSCI PAC JP ETF46428666539410,060SH DFND710,06000
ISHARESMSCI PAC JP ETF4642866652125,400SH DFND95,40000
ISHARESMSCI FRANCE ETF46428670725411,085SH DFND711,08500
ISHARESMSCI SZ CAP ETF4642867492598,741SH DFND78,74100
ISHARESMSCI GERMANY ETF4642868062108,749SH DFND78,74900
ISHARESMSCI GERMANY ETF464286806672,799SH DFND92,79900
ISHARESMSCI JAPAN ETF4642868488733SH DFND173300
ISHARESMSCI JAPAN ETF4642868482,580224,341SH DFND7224,34100
ISHARESMSCI JAPAN ETF46428684830126,150SH DFND91,900024,250
ISHARES TRS&P 100 ETF4642871017798,386SH DFND18,291095
ISHARES TRS&P 100 ETF46428710151546SH DFND154600
ISHARES TRS&P 100 ETF46428710110,428112,254SH DFND7112,25400
ISHARES TRS&P 100 ETF4642871011111,200SH DFND7,91,20000
ISHARES TRS&P 100 ETF4642871014,41847,558SH DFND947,55800
ISHARES TRMRNGSTR LG-CP GR4642871193072,621SH DFND72,62100
ISHARES TRSELECT DIVID ETF46428716886810,183SH DFND110,127056
ISHARES TRSELECT DIVID ETF4642871681601,879SH DFND1401,8790
ISHARES TRSELECT DIVID ETF46428716840,838478,874SH DFND7472,52406,350
ISHARES TRSELECT DIVID ETF4642871681,21614,262SH DFND7,914,26200
ISHARES TRSELECT DIVID ETF4642871687,85792,130SH DFND992,13000
ISHARES TRTIPS BD ETF46428717620,007171,484SH DFND1170,5130971
ISHARES TRTIPS BD ETF46428717627232SH DFND123200
ISHARES TRTIPS BD ETF4642871764,14935,559SH DFND1335,55900
ISHARES TRTIPS BD ETF4642871761,47812,669SH DFND14012,6690
ISHARES TRTIPS BD ETF4642871762922,504SH DFND32,50400
ISHARES TRTIPS BD ETF46428717666,032565,975SH DFND7564,33401,641
ISHARES TRTIPS BD ETF4642871761,87216,045SH DFND7,916,013032
ISHARES TRTIPS BD ETF46428717659,701511,707SH DFND9506,4902554,962
ISHARES TRCHINA LG-CAP ETF4642871841554,515SH DFND74,439076
ISHARES TRCHINA LG-CAP ETF4642871841825,310SH DFND95,31000
ISHARES TRTRANS AVG ETF4642871926644,950SH DFND74,95000
ISHARES TRCORE S&P500 ETF46428720020,58797,801SH DFND173,663024,138
ISHARES TRCORE S&P500 ETF4642872005742,725SH DFND32,72500
ISHARES TRCORE S&P500 ETF46428720097,514463,248SH DFND7463,157091
ISHARES TRCORE S&P500 ETF4642872003,03414,413SH DFND7,914,41300
ISHARES TRCORE S&P500 ETF46428720051,972246,898SH DFND9243,81503,083
ISHARES TRCORE US AGGBD ET4642872262472,190SH DFND12,19000
ISHARES TRCORE US AGGBD ET46428722662550SH DFND155000
ISHARES TRCORE US AGGBD ET4642872268,86578,717SH DFND778,71700
ISHARES TRCORE US AGGBD ET4642872263,28629,178SH DFND7,929,17800
ISHARES TRCORE US AGGBD ET4642872262211,961SH DFND91,96100
ISHARES TRMSCI EMG MKT ETF4642872345,302154,303SH DFND1153,6030700
ISHARES TRMSCI EMG MKT ETF46428723416467SH DFND146700
ISHARES TRMSCI EMG MKT ETF4642872345141SH DFND301410
ISHARES TRMSCI EMG MKT ETF46428723416,099468,541SH DFND7468,54100
ISHARES TRMSCI EMG MKT ETF4642872344,367127,098SH DFND7,9127,09800
ISHARES TRMSCI EMG MKT ETF46428723428,207820,920SH DFND9815,82105,099
ISHARES TRMSCI EMG MKT ETF464287234235SHCallDFND93500
ISHARES TRMSCI EMG MKT ETF464287234135SHPutDFND93500
ISHARES TRIBOXX INV CP ETF4642872424,14033,730SH DFND730,96802,762
ISHARES TRIBOXX INV CP ETF4642872421,46011,899SH DFND911,89900
ISHARES TRS&P 500 GRWT ETF4642873091,40012,013SH DFND111,997016
ISHARES TRS&P 500 GRWT ETF4642873092,71023,249SH DFND14023,2490
ISHARES TRS&P 500 GRWT ETF46428730998,414844,178SH DFND7838,02006,158
ISHARES TRS&P 500 GRWT ETF46428730912,445106,755SH DFND7,9106,75500
ISHARES TRS&P 500 GRWT ETF464287309268,8342,306,007SH DFND92,270,4611,65533,891
ISHARES TRS&P 500 GRWT ETF46428730901SHCallDFND7100
ISHARES TRGLOBAL ENERG ETF46428734143413,432SH DFND113,43200
ISHARES TRGLOBAL ENERG ETF46428734121650SH DFND365000
ISHARES TRGLOBAL ENERG ETF4642873411,12434,787SH DFND734,6870100
ISHARES TRGLOBAL ENERG ETF464287341561,720SH DFND7,91,72000
ISHARES TRGLOBAL ENERG ETF46428734183425,823SH DFND924,82301,000
ISHARES TRNA NAT RES4642873741273,811SH DFND73,81100
ISHARES TRNA NAT RES4642873741003,000SH DFND93,00000
ISHARES TRS&P 500 VAL ETF4642874085125,515SH DFND15,51500
ISHARES TRS&P 500 VAL ETF46428740842447SH DFND144700
ISHARES TRS&P 500 VAL ETF4642874082,68628,909SH DFND14028,9090
ISHARES TRS&P 500 VAL ETF46428740856,219605,160SH DFND7598,70906,451
ISHARES TRS&P 500 VAL ETF4642874088,53891,902SH DFND7,991,90200
ISHARES TRS&P 500 VAL ETF46428740881,935881,974SH DFND9851,7071,83528,432
ISHARES TR20 YR TR BD ETF4642874322,36016,990SH DFND714,73302,257
ISHARES TR20 YR TR BD ETF4642874321391,000SH DFND91,00000
ISHARES TR7-10 Y TR BD ETF4642874401,28811,403SH DFND76,86104,542
ISHARES TR1-3 YR TR BD ETF46428745745529SH DFND152900
ISHARES TR1-3 YR TR BD ETF4642874571,92622,579SH DFND720,42602,153
ISHARES TR1-3 YR TR BD ETF4642874576337,418SH DFND97,41800
ISHARES TRMSCI EAFE ETF46428746530,219541,363SH DFND1528,858012,505
ISHARES TRMSCI EAFE ETF46428746587,5961,569,263SH DFND1,31,569,26300
ISHARES TRMSCI EAFE ETF46428746539700SH DFND170000
ISHARES TRMSCI EAFE ETF46428746571612,832SH DFND14012,8320
ISHARES TRMSCI EAFE ETF46428746545,652817,838SH DFND3816,7791,0590
ISHARES TRMSCI EAFE ETF46428746572,4581,298,071SH DFND71,295,82202,249
ISHARES TRMSCI EAFE ETF46428746519,392347,411SH DFND7,9347,41100
ISHARES TRMSCI EAFE ETF464287465105,1391,883,543SH DFND91,839,410044,133
ISHARES TRMSCI EAFE ETF46428746503SHCallDFND7300
ISHARES TRMSCI EAFE ETF4642874657101SHCallDFND910100
ISHARES TRMSCI EAFE ETF464287465980SHPutDFND98000
ISHARES TRRUS MDCP VAL ETF46428747314,769198,804SH DFND1193,89904,905
ISHARES TRRUS MDCP VAL ETF46428747359790SH DFND179000
ISHARES TRRUS MDCP VAL ETF46428747374999SH DFND199900
ISHARES TRRUS MDCP VAL ETF4642874732,76037,150SH DFND1337,15000
ISHARES TRRUS MDCP VAL ETF4642874738103SH DFND301030
ISHARES TRRUS MDCP VAL ETF46428747318,433248,119SH DFND7248,11900
ISHARES TRRUS MDCP VAL ETF4642874736859,223SH DFND7,99,22300
ISHARES TRRUS MDCP VAL ETF46428747316,186217,870SH DFND9201,9401,03514,895
ISHARES TRRUS MD CP GR ETF46428748113,045139,399SH DFND1133,24406,155
ISHARES TRRUS MD CP GR ETF46428748131,768339,470SH DFND1,3339,47000
ISHARES TRRUS MD CP GR ETF46428748174790SH DFND179000
ISHARES TRRUS MD CP GR ETF4642874812,72029,067SH DFND328,988790
ISHARES TRRUS MD CP GR ETF46428748127,888298,011SH DFND7297,0500961
ISHARES TRRUS MD CP GR ETF4642874819089,698SH DFND7,99,69800
ISHARES TRRUS MD CP GR ETF46428748121,439229,103SH DFND9213,406015,697
ISHARES TRRUS MID-CAP ETF4642874994,74628,219SH DFND127,7030516
ISHARES TRRUS MID-CAP ETF46428749942250SH DFND125000
ISHARES TRRUS MID-CAP ETF4642874994,55027,053SH DFND327,05300
ISHARES TRRUS MID-CAP ETF46428749917,723105,368SH DFND7104,8460522
ISHARES TRRUS MID-CAP ETF4642874991,0416,188SH DFND7,96,18800
ISHARES TRRUS MID-CAP ETF46428749955,406329,408SH DFND9311,958017,450
ISHARES TRCORE S&P MCP ETF4642875072901,944SH DFND11,94400
ISHARES TRCORE S&P MCP ETF464287507104695SH DFND169500
ISHARES TRCORE S&P MCP ETF4642875072,06213,801SH DFND313,80100
ISHARES TRCORE S&P MCP ETF46428750725,779172,564SH DFND7171,25101,313
ISHARES TRCORE S&P MCP ETF4642875074112,751SH DFND7,92,75100
ISHARES TRCORE S&P MCP ETF46428750738,229255,901SH DFND9248,14707,754
ISHARES TRN AMER TECH ETF4642875491094SH DFND79400
ISHARES TRN AMER TECH ETF4642875492832,575SH DFND92,57500
ISHARES TRNASDQ BIOTEC ETF4642875564601,789SH DFND71,78900
ISHARES TRNASDQ BIOTEC ETF4642875568073,136SH DFND92,9290207
ISHARES TRCOHEN&STEER REIT4642875648,42377,848SH DFND177,6880160
ISHARES TRCOHEN&STEER REIT46428756412112SH DFND111200
ISHARES TRCOHEN&STEER REIT4642875641,62715,041SH DFND1315,04100
ISHARES TRCOHEN&STEER REIT4642875644764,399SH DFND1404,3990
ISHARES TRCOHEN&STEER REIT46428756439,869368,474SH DFND7367,9740500
ISHARES TRCOHEN&STEER REIT4642875641,42313,148SH DFND7,913,132016
ISHARES TRCOHEN&STEER REIT46428756435,329326,514SH DFND9326,1350379
ISHARES TRGLOBAL 100 ETF4642875724546,332SH DFND76,33200
ISHARES TRU.S. CNSM SV ETF4642875802561,787SH DFND71,78700
ISHARES TRU.S. CNSM SV ETF4642875802151,500SH DFND91,50000
ISHARES TRRUS 1000 VAL ETF46428759825,948251,363SH DFND1221,268030,095
ISHARES TRRUS 1000 VAL ETF46428759878757SH DFND175700
ISHARES TRRUS 1000 VAL ETF46428759862597SH DFND12970300
ISHARES TRRUS 1000 VAL ETF4642875985165,000SH DFND135,00000
ISHARES TRRUS 1000 VAL ETF4642875985715,535SH DFND1405,5350
ISHARES TRRUS 1000 VAL ETF4642875988,11378,589SH DFND378,0665230
ISHARES TRRUS 1000 VAL ETF46428759859,712578,438SH DFND7577,15901,279
ISHARES TRRUS 1000 VAL ETF4642875983,16430,647SH DFND7,930,64700
ISHARES TRRUS 1000 VAL ETF46428759878,451759,965SH DFND9757,32802,637
ISHARES TRRUS 1000 VAL ETF46428759812SHCallDFND7200
ISHARES TRS&P MC 400GR ETF4642876062,31813,708SH DFND113,70800
ISHARES TRS&P MC 400GR ETF4642876062,92817,314SH DFND317,31400
ISHARES TRS&P MC 400GR ETF4642876065,68833,632SH DFND732,57601,056
ISHARES TRS&P MC 400GR ETF4642876069995,908SH DFND7,95,90800
ISHARES TRS&P MC 400GR ETF4642876065,93135,073SH DFND935,07300
ISHARES TRRUS 1000 GRW ETF46428761440,383402,385SH DFND1364,941037,444
ISHARES TRRUS 1000 GRW ETF4642876141081,079SH DFND11,07900
ISHARES TRRUS 1000 GRW ETF46428761452521SH DFND100521
ISHARES TRRUS 1000 GRW ETF4642876145025,000SH DFND135,00000
ISHARES TRRUS 1000 GRW ETF4642876145615,588SH DFND1405,5880
ISHARES TRRUS 1000 GRW ETF4642876149,04690,139SH DFND389,6065330
ISHARES TRRUS 1000 GRW ETF464287614101,2111,008,478SH DFND71,007,11201,366
ISHARES TRRUS 1000 GRW ETF4642876145,20751,886SH DFND7,951,88600
ISHARES TRRUS 1000 GRW ETF464287614150,2851,497,459SH DFND91,490,36707,092
ISHARES TRRUS 1000 ETF4642876229,63082,387SH DFND182,38700
ISHARES TRRUS 1000 ETF46428762258500SH DFND150000
ISHARES TRRUS 1000 ETF4642876229668,260SH DFND138,26000
ISHARES TRRUS 1000 ETF46428762258500SH DFND1450000
ISHARES TRRUS 1000 ETF4642876221421,211SH DFND31,21100
ISHARES TRRUS 1000 ETF46428762220,256173,294SH DFND7173,29400
ISHARES TRRUS 1000 ETF4642876221,97316,883SH DFND7,916,88300
ISHARES TRRUS 1000 ETF46428762225,629219,259SH DFND9217,18902,070
ISHARES TRRUS 2000 VAL ETF46428763016,716171,818SH DFND1170,23501,583
ISHARES TRRUS 2000 VAL ETF46428763030306SH DFND130600
ISHARES TRRUS 2000 VAL ETF46428763011118SH DFND111800
ISHARES TRRUS 2000 VAL ETF4642876302042,097SH DFND1402,0970
ISHARES TRRUS 2000 VAL ETF464287630990SH DFND30900
ISHARES TRRUS 2000 VAL ETF46428763020,079206,380SH DFND7206,38000
ISHARES TRRUS 2000 VAL ETF4642876303,17532,634SH DFND7,932,63400
ISHARES TRRUS 2000 VAL ETF46428763042,169433,438SH DFND9432,21001,228
ISHARES TRRUS 2000 GRW ETF46428764826,304191,749SH DFND1188,95402,795
ISHARES TRRUS 2000 GRW ETF46428764823,111168,470SH DFND1,3168,47000
ISHARES TRRUS 2000 GRW ETF46428764825185SH DFND118500
ISHARES TRRUS 2000 GRW ETF4642876481,2799,320SH DFND17,71601,604
ISHARES TRRUS 2000 GRW ETF4642876481881,372SH DFND1401,3720
ISHARES TRRUS 2000 GRW ETF4642876483092,253SH DFND32,188650
ISHARES TRRUS 2000 GRW ETF46428764818,100131,943SH DFND7131,6090334
ISHARES TRRUS 2000 GRW ETF4642876482,93421,391SH DFND7,921,39100
ISHARES TRRUS 2000 GRW ETF46428764856,752413,708SH DFND9412,68401,024
ISHARES TRRUSSELL 2000 ETF46428765511,39199,066SH DFND198,9250141
ISHARES TRRUSSELL 2000 ETF46428765522190SH DFND119000
ISHARES TRRUSSELL 2000 ETF4642876552081,805SH DFND1401,8050
ISHARES TRRUSSELL 2000 ETF4642876555,86050,966SH DFND350,96600
ISHARES TRRUSSELL 2000 ETF46428765543,968382,400SH DFND7381,7530647
ISHARES TRRUSSELL 2000 ETF4642876559,66884,085SH DFND7,984,08500
ISHARES TRRUSSELL 2000 ETF46428765541,000356,587SH DFND9346,047010,540
ISHARES TRRUSSELL 2000 ETF464287655523SHCallDFND92300
ISHARES TRRUSSELL 2000 ETF464287655418SHPutDFND91800
ISHARES TRCORE US VAL ETF4642876632211,644SH DFND71,64400
ISHARES TRCORE US GRW ETF4642876712693,296SH DFND73,29600
ISHARES TRCORE US GRW ETF46428767134419SH DFND941900
ISHARES TRRUSSELL 3000 ETF4642876894543,662SH DFND72,64401,018
ISHARES TRU.S. UTILITS ETF4642876972261,719SH DFND71,71900
ISHARES TRU.S. UTILITS ETF4642876971841,405SH DFND91,40500
ISHARES TRS&P MC 400VL ETF4642877051,85014,445SH DFND114,44500
ISHARES TRS&P MC 400VL ETF4642877055,50642,996SH DFND741,74801,248
ISHARES TRS&P MC 400VL ETF4642877054893,820SH DFND7,93,82000
ISHARES TRS&P MC 400VL ETF4642877055,65844,189SH DFND944,18900
ISHARES TRU.S. TELECOM ETF4642877132086,243SH DFND76,24300
ISHARES TRU.S. TECH ETF4642877213403,231SH DFND73,23100
ISHARES TRU.S. TECH ETF4642877211,26912,055SH DFND912,05500
ISHARES TRU.S. REAL ES ETF4642877396908,371SH DFND78,37100
ISHARES TRU.S. REAL ES ETF46428773953644SH DFND7,964400
ISHARES TRU.S. REAL ES ETF4642877391,06712,955SH DFND912,8010154
ISHARES TRUS HLTHCARE ETF4642877621861,252SH DFND71,25200
ISHARES TRUS HLTHCARE ETF4642877621,4099,501SH DFND99,50100
ISHARES TRU.S. FINLS ETF464287788890SH DFND19000
ISHARES TRU.S. FINLS ETF4642877883023,517SH DFND73,51700
ISHARES TRCORE S&P SCP ETF4642878041,90716,411SH DFND116,41100
ISHARES TRCORE S&P SCP ETF464287804113970SH DFND197000
ISHARES TRCORE S&P SCP ETF4642878047146,143SH DFND36,14300
ISHARES TRCORE S&P SCP ETF46428780413,773118,516SH DFND7118,1000416
ISHARES TRCORE S&P SCP ETF4642878042,28119,628SH DFND7,919,62800
ISHARES TRCORE S&P SCP ETF46428780420,786178,870SH DFND9165,53375012,587
ISHARES TRDOW JONES US ETF4642878462081,985SH DFND71,98500
ISHARES TREUROPE ETF464287861571,500SH DFND11,50000
ISHARES TREUROPE ETF46428786198326,012SH DFND726,01200
ISHARES TREUROPE ETF46428786165217,260SH DFND917,26000
ISHARES TRSP SMCP600VL ETF4642878792061,762SH DFND11,76200
ISHARES TRSP SMCP600VL ETF46428787915129SH DFND112900
ISHARES TRSP SMCP600VL ETF4642878798997,698SH DFND1407,6980
ISHARES TRSP SMCP600VL ETF46428787921,813186,711SH DFND7185,8500861
ISHARES TRSP SMCP600VL ETF4642878792,76223,642SH DFND7,923,64200
ISHARES TRSP SMCP600VL ETF46428787924,402208,871SH DFND9204,508854,278
ISHARES TRSP SMCP600GR ETF4642878873452,687SH DFND12,68700
ISHARES TRSP SMCP600GR ETF4642878879027,022SH DFND1407,0220
ISHARES TRSP SMCP600GR ETF46428788725,845201,272SH DFND7200,4880784
ISHARES TRSP SMCP600GR ETF4642878871,58812,366SH DFND7,912,36600
ISHARES TRSP SMCP600GR ETF46428788725,757200,582SH DFND9191,976858,521
ISHARES TRMSCI ACWI EX US4642882401233,166SH DFND1403,1660
ISHARES TRMSCI ACWI EX US4642882401,08227,774SH DFND727,77400
ISHARES TREAFE SML CP ETF4642882732,52552,318SH DFND152,31800
ISHARES TREAFE SML CP ETF4642882736115SH DFND1401150
ISHARES TREAFE SML CP ETF4642882737,259150,417SH DFND7150,41700
ISHARES TREAFE SML CP ETF46428827391118,869SH DFND7,918,86900
ISHARES TREAFE SML CP ETF46428827316,875349,665SH DFND9349,66500
ISHARES TRJP MOR EM MK ETF4642882819648,370SH DFND78,37000
ISHARES TRGLB INFRASTR ETF4642883728205SH DFND720500
ISHARES TRGLB INFRASTR ETF4642883723067,557SH DFND97,55700
ISHARES TRNATIONAL MUN ETF464288414105925SH DFND192500
ISHARES TRNATIONAL MUN ETF4642884141,0449,167SH DFND78,16701,000
ISHARES TRNATIONAL MUN ETF4642884141,49213,099SH DFND913,09900
ISHARES TRINTL SEL DIV ETF4642884489300SH DFND130000
ISHARES TRINTL SEL DIV ETF4642884482057,147SH DFND77,14700
ISHARES TRINTL SEL DIV ETF4642884484,614161,177SH DFND9161,17700
ISHARES TRIBOXX HI YD ETF46428851325296SH DFND129600
ISHARES TRIBOXX HI YD ETF4642885132,39828,312SH DFND728,31200
ISHARES TRIBOXX HI YD ETF4642885135486,469SH DFND96,46900
ISHARES TRMRG RL ES CP ETF46428853937936,902SH DFND736,90200
ISHARES TRMBS ETF464288588106967SH DFND196700
ISHARES TRMBS ETF4642885888848,035SH DFND75,95402,081
ISHARES TRMBS ETF46428858888800SH DFND980000
ISHARES TRINTRM GOV/CR ETF4642886129,33182,324SH DFND382,32400
ISHARES TRINTRM GOV/CR ETF4642886124794,225SH DFND74,22500
ISHARES TRINTERM CR BD ETF46428863892825SH DFND182500
ISHARES TRINTERM CR BD ETF4642886389088,158SH DFND73,44204,716
ISHARES TRINTERM CR BD ETF4642886385565,000SH DFND95,00000
ISHARES TR1-3 YR CR BD ETF46428864621200SH DFND120000
ISHARES TR1-3 YR CR BD ETF4642886461,39413,136SH DFND711,92901,207
ISHARES TR1-3 YR CR BD ETF4642886461,61615,228SH DFND915,22800
ISHARES TR10-20 YR TRS ETF4642886532501,702SH DFND79901,603
ISHARES TR3-7 YR TR BD ETF4642886614,92638,677SH DFND138,67700
ISHARES TR3-7 YR TR BD ETF4642886611,51311,884SH DFND19,77502,109
ISHARES TR3-7 YR TR BD ETF4642886611,69113,277SH DFND313,27700
ISHARES TR3-7 YR TR BD ETF4642886618766,879SH DFND74,25502,624
ISHARES TRU.S. PFD STK ETF4642886872776,945SH DFND16,94500
ISHARES TRU.S. PFD STK ETF4642886873,40585,371SH DFND767,630017,741
ISHARES TRU.S. PFD STK ETF4642886873408,512SH DFND98,51200
ISHARES TRUS OIL&GS EX ETF4642888511,00417,701SH DFND717,70100
ISHARES TRUS OIL&GS EX ETF46428885128500SH DFND900500
ISHARES TRMICRO-CAP ETF4642888691001,413SH DFND71,41300
ISHARES TRMICRO-CAP ETF4642888692213,132SH DFND93,13200
ISHARES TREAFE VALUE ETF4642888779,003209,661SH DFND1208,9360725
ISHARES TREAFE VALUE ETF46428887726617SH DFND161700
ISHARES TREAFE VALUE ETF46428887715,336357,141SH DFND7357,14100
ISHARES TREAFE VALUE ETF4642888771,22728,579SH DFND7,928,57900
ISHARES TREAFE VALUE ETF46428887719,644457,468SH DFND9454,4281,3501,690
ISHARES TREAFE GRWTH ETF4642888859,943151,988SH DFND1149,71602,272
ISHARES TREAFE GRWTH ETF46428888527419SH DFND141900
ISHARES TREAFE GRWTH ETF46428888521,450327,874SH DFND7327,87400
ISHARES TREAFE GRWTH ETF46428888510,301157,466SH DFND7,9157,46600
ISHARES TREAFE GRWTH ETF46428888538,861594,021SH DFND9589,3714104,240
ISHARESMSCI EURO FL ETF464289180231,479SH DFND11,47900
ISHARESMSCI EURO FL ETF4642891802,270144,699SH DFND7144,69900
ISHARESMSCI EURO FL ETF4642891801,04966,866SH DFND7,966,86600
ISHARESMSCI EURO FL ETF4642891801,47293,801SH DFND993,80100
ISHARESRUS TP200 VL ETF46428942061114,099SH DFND112,80201,297
ISHARESRUS TP200 VL ETF464289420791,820SH DFND71,82000
ISHARESRUS TP200 VL ETF4642894201,00623,200SH DFND923,20000
ISHARESRUS TP200 GR ETF4642894384,36581,087SH DFND179,84701,240
ISHARESRUS TP200 GR ETF4642894381302,415SH DFND72,41500
ISHARESRUS TP200 GR ETF4642894381,07419,946SH DFND919,94600
ISHARES TRCORE US TR BD46429B2673,851146,758SH DFND7146,75800
ISHARES TRFLTG RATE BD ETF46429B65572014,220SH DFND714,1140106
ISHARES TRCORE HIGH DV ETF46429B66347,346576,332SH DFND1351,3240225,008
ISHARES TRCORE HIGH DV ETF46429B663871,059SH DFND11,05900
ISHARES TRCORE HIGH DV ETF46429B6631451,760SH DFND11,5450215
ISHARES TRCORE HIGH DV ETF46429B6632102,562SH DFND1402,5620
ISHARES TRCORE HIGH DV ETF46429B6635767,014SH DFND37,01400
ISHARES TRCORE HIGH DV ETF46429B6639,106110,845SH DFND7110,84500
ISHARES TRCORE HIGH DV ETF46429B6632052,500SH DFND7,92,50000
ISHARES TRCORE HIGH DV ETF46429B6636347,723SH DFND97,72300
ISHARES TRMIN VOL EAFE ETF46429B6895748,652SH DFND78,65200
ISHARES TRMIN VOL EAFE ETF46429B68968310,290SH DFND7,910,29000
ISHARES TRMIN VOL USA ETF46429B69710,170220,085SH DFND7220,08500
ISHARES TRMIN VOL USA ETF46429B69765914,269SH DFND97,76906,500
ISHARES U S ETF TRSHT MAT BD ETF46431W5071,08821,683SH DFND721,68300
ISHARES TRCORE MSCITOTAL46432F8349,324190,438SH DFND1188,13502,303
ISHARES TRCORE MSCITOTAL46432F834358SH DFND15800
ISHARES TRCORE MSCITOTAL46432F834791,613SH DFND31,61300
ISHARES TRCORE MSCITOTAL46432F83412,045246,019SH DFND7243,41902,600
ISHARES TRCORE MSCITOTAL46432F83428565SH DFND7,956500
ISHARES TRCORE MSCITOTAL46432F8348,878181,326SH DFND9181,32600
ISHARES TRCORE MSCI EAFE46432F8422,72552,516SH DFND752,51600
ISHARES INCCORE MSCI EMKT46434G1033,07673,526SH DFND173,440086
ISHARES INCCORE MSCI EMKT46434G103761,807SH DFND11,80700
ISHARES INCCORE MSCI EMKT46434G10393222,275SH DFND14022,2750
ISHARES INCCORE MSCI EMKT46434G1033057,300SH DFND37,30000
ISHARES INCCORE MSCI EMKT46434G10326,567634,967SH DFND7634,96700
ISHARES INCCORE MSCI EMKT46434G1031,25630,031SH DFND7,929,8780153
ISHARES INCCORE MSCI EMKT46434G10342,5741,017,545SH DFND91,015,57501,970
ISHARES TRMSCI UTD KNGDM46434V54843428,269SH DFND728,26900
ISHARES TRMSCI UTD KNGDM46434V548976,300SH DFND9006,300
ISHARES TRCUR HD EURZN ETF46434V6391,74672,546SH DFND171,7430803
ISHARES TRCUR HD EURZN ETF46434V63920820SH DFND382000
ISHARES TRCUR HD EURZN ETF46434V6392,940122,155SH DFND7122,15500
ISHARES TRCUR HD EURZN ETF46434V6394160SH DFND7,916000
ISHARES TRCUR HD EURZN ETF46434V6392,833117,692SH DFND9117,69200
ISHARES TRHDG MSCI EAFE46434V8031988,259SH DFND78,25900
ISHARES TRHDG MSCI EAFE46434V8031,60666,962SH DFND915,115051,847
ISHARES TRHDG MSCI JAPAN46434V88626911,506SH DFND79,00602,500
ISHARES TRHDG MSCI JAPAN46434V88620848SH DFND984800
ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106697,297SH DFND77,239058
ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106282,940SH DFND92,94000
ITC HLDGS CORPCOM46568510519400SH DFND1,340000
ITC HLDGS CORPCOM465685105360SH DFND36000
ITC HLDGS CORPCOM4656851052966,318SH DFND76,31800
ITC HLDGS CORPCOM4656851052826,021SH DFND96,02100
JPMORGAN CHASE & COCOM46625H10021,382344,092SH DFND1318,331025,761
JPMORGAN CHASE & COCOM46625H1001,62926,216SH DFND1,326,21600
JPMORGAN CHASE & COCOM46625H10059954SH DFND195400
JPMORGAN CHASE & COCOM46625H10075112,078SH DFND111,2530825
JPMORGAN CHASE & COCOM46625H1006,775109,020SH DFND13109,02000
JPMORGAN CHASE & COCOM46625H1002,11734,074SH DFND1430,7323,3420
JPMORGAN CHASE & COCOM46625H1003,53556,884SH DFND356,88400
JPMORGAN CHASE & COCOM46625H10058,592942,903SH DFND7931,669011,234
JPMORGAN CHASE & COCOM46625H1009,946160,050SH DFND7,9159,8980152
JPMORGAN CHASE & COCOM46625H10046,211743,662SH DFND9697,180046,482
JPMORGAN CHASE & COCOM46625H100012SHCallDFND71200
JPMORGAN CHASE & COCOM46625H1001423SHCallDFND92300
JPMORGAN CHASE & COALERIAN ML ETN46625H36596630,366SH DFND730,0750291
JPMORGAN CHASE & COALERIAN ML ETN46625H3651,36342,857SH DFND940,10702,750
JPMORGAN CHASE & CO*W EXP 10/28/20146634E11432416,000SH DFND116,00000
JACK IN THE BOX INCCOM46636710915176SH DFND717600
JACK IN THE BOX INCCOM466367109220SH DFND92000
JACK IN THE BOX INCCOM46636710985910,000SH OTR1310,00000
J P MORGAN EXCHANGE TRADED FDIV RTN INT EQ46641Q20965013,142SH DFND713,14200
JACOBS ENGR GROUP INC DELCOM469814107561,130SH DFND11,13000
JACOBS ENGR GROUP INC DELCOM46981410791818,420SH DFND1,3920017,500
JACOBS ENGR GROUP INC DELCOM4698141072074,150SH DFND134,15000
JACOBS ENGR GROUP INC DELCOM469814107601,200SH DFND141,20000
JACOBS ENGR GROUP INC DELCOM4698141071232,478SH DFND32,47800
JACOBS ENGR GROUP INC DELCOM4698141072114,237SH DFND74,138099
JACOBS ENGR GROUP INC DELCOM469814107240SH DFND7,90040
JACOBS ENGR GROUP INC DELCOM4698141071693,387SH DFND93,38700
JETBLUE AIRWAYS CORPCOM477143101150SH DFND15000
JETBLUE AIRWAYS CORPCOM477143101372,230SH DFND1,32,23000
JETBLUE AIRWAYS CORPCOM477143101784,700SH DFND134,70000
JETBLUE AIRWAYS CORPCOM4771431012145SH DFND314500
JETBLUE AIRWAYS CORPCOM47714310111690SH DFND769000
JETBLUE AIRWAYS CORPCOM4771431011277,679SH DFND97,67900
JOHNSON & JOHNSONCOM47816010456,036461,958SH DFND1441,326020,632
JOHNSON & JOHNSONCOM4781601043,93432,435SH DFND1,332,43500
JOHNSON & JOHNSONCOM47816010466545SH DFND154500
JOHNSON & JOHNSONCOM4781601047626,286SH DFND15,9360350
JOHNSON & JOHNSONCOM47816010410,50586,600SH DFND1386,60000
JOHNSON & JOHNSONCOM4781601043,16926,128SH DFND1424,0842,0440
JOHNSON & JOHNSONCOM4781601043,63929,998SH DFND329,99800
JOHNSON & JOHNSONCOM47816010486,743715,113SH DFND7704,624010,489
JOHNSON & JOHNSONCOM47816010429,359242,039SH DFND7,9241,9220117
JOHNSON & JOHNSONCOM478160104148,0671,220,665SH DFND91,134,221086,444
JOHNSON CTLS INCCOM47836610762114,030SH DFND113,8300200
JOHNSON CTLS INCCOM4783661071824,120SH DFND1,34,12000
JOHNSON CTLS INCCOM47836610760313,630SH DFND1313,63000
JOHNSON CTLS INCCOM4783661072495,620SH DFND145,62000
JOHNSON CTLS INCCOM47836610713294SH DFND329400
JOHNSON CTLS INCCOM4783661071,07724,339SH DFND723,28801,051
JOHNSON CTLS INCCOM478366107571,286SH DFND7,91,262024
JOHNSON CTLS INCCOM4783661072,41454,541SH DFND948,79605,745
JONES LANG LASALLE INCCOM48020Q1071511,550SH DFND131,55000
JONES LANG LASALLE INCCOM48020Q10750510SH DFND1451000
JONES LANG LASALLE INCCOM48020Q107115SH DFND31500
JONES LANG LASALLE INCCOM48020Q1072912,988SH DFND72,4630525
JONES LANG LASALLE INCCOM48020Q1071191,220SH DFND91,22000
JUNIPER NETWORKS INCCOM48203R104622,760SH DFND1,32,76000
JUNIPER NETWORKS INCCOM48203R10423410,390SH DFND1310,39000
JUNIPER NETWORKS INCCOM48203R104502,230SH DFND142,23000
JUNIPER NETWORKS INCCOM48203R1044160SH DFND316000
JUNIPER NETWORKS INCCOM48203R10444419,740SH DFND716,84002,900
JUNIPER NETWORKS INCCOM48203R10415687SH DFND7,9665022
JUNIPER NETWORKS INCCOM48203R104241,074SH DFND91,07400
KAR AUCTION SVCS INCCOM48238T1091,32931,848SH DFND1,3920030,928
KAR AUCTION SVCS INCCOM48238T1091714,100SH DFND134,10000
KAR AUCTION SVCS INCCOM48238T10933800SH DFND1480000
KAR AUCTION SVCS INCCOM48238T109365SH DFND36500
KAR AUCTION SVCS INCCOM48238T10919457SH DFND7700387
KAR AUCTION SVCS INCCOM48238T10936852SH DFND985200
KLA-TENCOR CORPCOM482480100225SH DFND12500
KLA-TENCOR CORPCOM4824801001081,480SH DFND1,31,48000
KLA-TENCOR CORPCOM4824801004295,850SH DFND135,85000
KLA-TENCOR CORPCOM4824801001311,790SH DFND141,79000
KLA-TENCOR CORPCOM482480100680SH DFND38000
KLA-TENCOR CORPCOM48248010037500SH DFND750000
KLA-TENCOR CORPCOM48248010011155SH DFND7,915500
KLA-TENCOR CORPCOM48248010047648SH DFND964800
KAMAN CORPCOM48354810334789SH DFND178900
KAMAN CORPCOM48354810345510,703SH DFND1,30010,703
KAMAN CORPCOM483548103872,035SH DFND32,03500
KAMAN CORPCOM48354810329685SH DFND7655030
KAMAN CORPCOM4835481031092,567SH DFND7,92,56700
KAMAN CORPCOM4835481033037,118SH DFND97,11800
KANSAS CITY SOUTHERNCOM NEW485170302114SH DFND11400
KANSAS CITY SOUTHERNCOM NEW48517030270780SH DFND1,378000
KANSAS CITY SOUTHERNCOM NEW4851703021962,180SH DFND132,18000
KANSAS CITY SOUTHERNCOM NEW485170302921,025SH DFND141,02500
KANSAS CITY SOUTHERNCOM NEW485170302550SH DFND35000
KANSAS CITY SOUTHERNCOM NEW4851703028779,737SH DFND79,714023
KANSAS CITY SOUTHERNCOM NEW48517030222240SH DFND7,924000
KANSAS CITY SOUTHERNCOM NEW4851703021,49816,628SH DFND91,266015,362
KANSAS CITY SOUTHERNCOM NEW4851703028469,390SH OTR139,39000
KAYNE ANDERSON MLP INVT COCOM48660610667533,150SH DFND733,15000
KELLOGG COCOM4878361081,35816,630SH DFND116,63000
KELLOGG COCOM487836108901,100SH DFND1,31,10000
KELLOGG COCOM48783610816200SH DFND120000
KELLOGG COCOM4878361082453,000SH DFND133,00000
KELLOGG COCOM487836108901,100SH DFND141,10000
KELLOGG COCOM4878361088100SH DFND310000
KELLOGG COCOM48783610882610,122SH DFND710,0050117
KELLOGG COCOM48783610837450SH DFND7,9415035
KELLOGG COCOM48783610890411,072SH DFND910,5720500
KEYCORP NEWCOM49326710813211,970SH DFND1311,97000
KEYCORP NEWCOM49326710812611,360SH DFND1411,36000
KEYCORP NEWCOM4932671083290SH DFND329000
KEYCORP NEWCOM49326710817515,869SH DFND715,1800689
KEYCORP NEWCOM493267108111,025SH DFND7,98820143
KEYCORP NEWCOM493267108857,730SH DFND96,53501,195
KEYSIGHT TECHNOLOGIES INCCOM49338L10327934SH DFND16290305
KEYSIGHT TECHNOLOGIES INCCOM49338L103381,300SH DFND1,31,30000
KEYSIGHT TECHNOLOGIES INCCOM49338L1031063,645SH DFND133,64500
KEYSIGHT TECHNOLOGIES INCCOM49338L103642,190SH DFND142,19000
KEYSIGHT TECHNOLOGIES INCCOM49338L103280SH DFND38000
KEYSIGHT TECHNOLOGIES INCCOM49338L103491,671SH DFND71,660011
KEYSIGHT TECHNOLOGIES INCCOM49338L10311390SH DFND7,938406
KEYSIGHT TECHNOLOGIES INCCOM49338L103772,641SH DFND92,593048
KEYW HLDG CORPCOM49372310013113,147SH DFND1,30013,147
KEYW HLDG CORPCOM493723100151SH DFND70051
KILROY RLTY CORPCOM49427F1083134,725SH DFND134,72500
KILROY RLTY CORPCOM49427F108340SH DFND34000
KILROY RLTY CORPCOM49427F10828427SH DFND742700
KILROY RLTY CORPCOM49427F108111SH DFND7,90011
KILROY RLTY CORPCOM49427F1081,64124,760SH OTR1324,76000
KIMBERLY CLARK CORPCOM4943681036,48747,186SH DFND144,59202,594
KIMBERLY CLARK CORPCOM4943681032201,600SH DFND1,31,60000
KIMBERLY CLARK CORPCOM49436810343315SH DFND131500
KIMBERLY CLARK CORPCOM4943681031861,350SH DFND11,35000
KIMBERLY CLARK CORPCOM4943681038115,900SH DFND135,90000
KIMBERLY CLARK CORPCOM4943681032611,900SH DFND141,90000
KIMBERLY CLARK CORPCOM49436810322160SH DFND316000
KIMBERLY CLARK CORPCOM4943681039,82471,459SH DFND771,2370222
KIMBERLY CLARK CORPCOM4943681032021,470SH DFND7,91,46505
KIMBERLY CLARK CORPCOM4943681039,71470,661SH DFND955,545015,116
KIMCO RLTY CORPCOM49446R10947615,180SH DFND1315,18000
KIMCO RLTY CORPCOM49446R1091484,710SH DFND144,71000
KIMCO RLTY CORPCOM49446R1095175SH DFND317500
KIMCO RLTY CORPCOM49446R10949815,867SH DFND715,86700
KIMCO RLTY CORPCOM49446R10923740SH DFND7,974000
KIMCO RLTY CORPCOM49446R1092237,115SH DFND96,7370378
KIMCO RLTY CORPCOM49446R1093,12499,554SH OTR1399,55400
KINDER MORGAN INC DELCOM49456B1011236,566SH DFND16,1770389
KINDER MORGAN INC DELCOM49456B10120911,160SH DFND1,311,16000
KINDER MORGAN INC DELCOM49456B10173539,255SH DFND1339,25500
KINDER MORGAN INC DELCOM49456B10125013,340SH DFND1413,34000
KINDER MORGAN INC DELCOM49456B10114755SH DFND375500
KINDER MORGAN INC DELCOM49456B1011,86099,335SH DFND775,755023,580
KINDER MORGAN INC DELCOM49456B1019471SH DFND7,9414057
KINDER MORGAN INC DELCOM49456B1012,039108,904SH DFND991,623017,281
KINDER MORGAN INC DELPFD SER A49456B200236SH DFND73600
KINDER MORGAN INC DELPFD SER A49456B2001,00120,500SH DFND92,000018,500
KINGSTONE COS INCCOM49671910526630,000SH DFND730,00000
KNOWLES CORPCOM49926D10912900SH DFND190000
KNOWLES CORPCOM49926D10959943,774SH DFND1,30043,774
KNOWLES CORPCOM49926D109614,457SH DFND34,45700
KNOWLES CORPCOM49926D10925218,446SH DFND718,2130233
KNOWLES CORPCOM49926D1092160SH DFND7,916000
KNOWLES CORPCOM49926D10952838,581SH DFND938,58100
KOHLS CORPCOM500255104611,603SH DFND11,60300
KOHLS CORPCOM50025510447812,600SH DFND1,31,280011,320
KOHLS CORPCOM5002551042095,510SH DFND135,51000
KOHLS CORPCOM5002551048210SH DFND1421000
KOHLS CORPCOM500255104471,239SH DFND31,23900
KOHLS CORPCOM50025510474519,646SH DFND719,598048
KOHLS CORPCOM50025510412305SH DFND7,930500
KOHLS CORPCOM5002551041724,540SH DFND94,54000
KOHLS CORPCOM50025510412SHCallDFND7200
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031686,729SH DFND16,72900
KONINKLIJKE PHILIPS N VNY REG SH NEW500472303572,286SH DFND32,28600
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230334013,624SH DFND713,4440180
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230323915SH DFND7,991500
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031,60864,487SH DFND953,758010,729
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230326510,642SH OTR1310,64200
KRAFT HEINZ COCOM5007541064,98756,362SH DFND155,5560806
KRAFT HEINZ COCOM5007541062302,600SH DFND1,32,60000
KRAFT HEINZ COCOM50075410623258SH DFND125800
KRAFT HEINZ COCOM500754106450SH DFND15000
KRAFT HEINZ COCOM5007541061,02611,600SH DFND1311,60000
KRAFT HEINZ COCOM5007541062572,900SH DFND142,90000
KRAFT HEINZ COCOM50075410623255SH DFND325500
KRAFT HEINZ COCOM5007541063,93944,519SH DFND742,94501,574
KRAFT HEINZ COCOM5007541063263,685SH DFND7,93,671014
KRAFT HEINZ COCOM50075410611,564130,695SH DFND9128,90201,793
KRAFT HEINZ COCOM50075410616SHCallDFND7600
KROGER COCOM50104410142011,426SH DFND111,42600
KROGER COCOM5010441011514,100SH DFND1,34,10000
KROGER COCOM50104410118477SH DFND147700
KROGER COCOM50104410111288SH DFND128800
KROGER COCOM50104410147512,900SH DFND1312,90000
KROGER COCOM5010441012246,100SH DFND146,10000
KROGER COCOM5010441011113,025SH DFND33,02500
KROGER COCOM5010441012,65272,072SH DFND766,18905,883
KROGER COCOM5010441011443,905SH DFND7,93,90500
KROGER COCOM50104410162116,867SH DFND913,79903,068
KRONOS WORLDWIDE INCCOM50105F105509,505SH DFND79,50500
KRONOS WORLDWIDE INCCOM50105F10561,086SH DFND91,08600
L BRANDS INCCOM5017971041331,982SH DFND11,98200
L BRANDS INCCOM5017971041131,690SH DFND1,31,69000
L BRANDS INCCOM5017971044106,110SH DFND136,11000
L BRANDS INCCOM5017971041562,320SH DFND142,32000
L BRANDS INCCOM5017971047100SH DFND310000
L BRANDS INCCOM5017971043395,045SH DFND74,984061
L BRANDS INCCOM5017971041321,970SH DFND7,91,97000
L BRANDS INCCOM5017971044126,135SH DFND93,81702,318
LHC GROUP INCCOM50187A1079206SH DFND700206
LHC GROUP INCCOM50187A1073057,048SH OTR137,04800
LKQ CORPCOM5018892081023,206SH DFND11,09102,115
LKQ CORPCOM501889208631,980SH DFND1,31,98000
LKQ CORPCOM5018892082477,780SH DFND137,78000
LKQ CORPCOM5018892081143,600SH DFND143,60000
LKQ CORPCOM5018892083106SH DFND310600
LKQ CORPCOM5018892081,08434,201SH DFND730,65003,551
LKQ CORPCOM50188920838812,227SH DFND912,22700
LKQ CORPCOM50188920866020,810SH OTR1320,81000
LTC PPTYS INCCOM50217510223445SH DFND144500
LTC PPTYS INCCOM502175102531,032SH DFND31,03200
LTC PPTYS INCCOM50217510247903SH DFND790300
LTC PPTYS INCCOM5021751027134SH DFND913400
LTC PPTYS INCCOM5021751021683,245SH OTR133,24500
L-3 COMMUNICATIONS HLDGS INCCOM50242410484570SH DFND1,357000
L-3 COMMUNICATIONS HLDGS INCCOM5024241042952,010SH DFND132,01000
L-3 COMMUNICATIONS HLDGS INCCOM50242410485580SH DFND1458000
L-3 COMMUNICATIONS HLDGS INCCOM502424104745SH DFND34500
L-3 COMMUNICATIONS HLDGS INCCOM5024241049276,318SH DFND76,0990219
L-3 COMMUNICATIONS HLDGS INCCOM50242410472493SH DFND7,948805
L-3 COMMUNICATIONS HLDGS INCCOM5024241041851,263SH DFND91,0700193
L-3 COMMUNICATIONS HLDGS INCCOM5024241044202,860SH OTR132,86000
LABORATORY CORP AMER HLDGSCOM NEW50540R409320SH DFND12000
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,2579,650SH DFND1,385008,800
LABORATORY CORP AMER HLDGSCOM NEW50540R4093722,857SH DFND132,85700
LABORATORY CORP AMER HLDGSCOM NEW50540R409123942SH DFND1494200
LABORATORY CORP AMER HLDGSCOM NEW50540R4091521,170SH DFND31,17000
LABORATORY CORP AMER HLDGSCOM NEW50540R4093,31825,473SH DFND724,7480725
LABORATORY CORP AMER HLDGSCOM NEW50540R4097195,516SH DFND7,95,495021
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,2019,217SH DFND93,95705,260
LABORATORY CORP AMER HLDGSCOM NEW50540R4093522,700SH OTR132,70000
LAKELAND BANCORP INCCOM51163710025022,000SH DFND722,00000
LAM RESEARCH CORPCOM5128071081692,016SH DFND12,01600
LAM RESEARCH CORPCOM512807108991,180SH DFND1,31,18000
LAM RESEARCH CORPCOM51280710818216SH DFND121600
LAM RESEARCH CORPCOM5128071084865,780SH DFND135,78000
LAM RESEARCH CORPCOM5128071081111,318SH DFND141,31800
LAM RESEARCH CORPCOM512807108671SH DFND37100
LAM RESEARCH CORPCOM5128071082,60430,980SH DFND730,970010
LAM RESEARCH CORPCOM5128071081681,997SH DFND7,91,951046
LAM RESEARCH CORPCOM5128071087268,632SH DFND97,50401,128
LAM RESEARCH CORPCOM512807108210SHCallDFND91000
LAMAR ADVERTISING CO NEWCL A512816109340SH DFND14000
LAMAR ADVERTISING CO NEWCL A5128161091592,400SH DFND132,40000
LAMAR ADVERTISING CO NEWCL A512816109741,120SH DFND141,12000
LAMAR ADVERTISING CO NEWCL A5128161092623,947SH DFND73,0990848
LAMAR ADVERTISING CO NEWCL A512816109117SH DFND7,90017
LAMAR ADVERTISING CO NEWCL A51281610965978SH DFND997800
LANDSTAR SYS INCCOM51509810134488SH DFND148800
LANDSTAR SYS INCCOM51509810125360SH DFND1,336000
LANDSTAR SYS INCCOM5150981011091,590SH DFND131,59000
LANDSTAR SYS INCCOM51509810127400SH DFND1440000
LANDSTAR SYS INCCOM515098101921,335SH DFND31,33500
LANDSTAR SYS INCCOM5150981014776,951SH DFND76,1840767
LANDSTAR SYS INCCOM5150981011091,593SH DFND7,91,59300
LANDSTAR SYS INCCOM5150981014506,548SH DFND96,54800
LAREDO PETROLEUM INCCOM516806106111,080SH DFND1,31,08000
LAREDO PETROLEUM INCCOM516806106918,700SH DFND138,70000
LAREDO PETROLEUM INCCOM5168061064400SH DFND1440000
LAREDO PETROLEUM INCCOM516806106184SH DFND7,90084
LAS VEGAS SANDS CORPCOM51783410712270SH DFND127000
LAS VEGAS SANDS CORPCOM5178341071042,390SH DFND1,32,39000
LAS VEGAS SANDS CORPCOM5178341073668,420SH DFND138,42000
LAS VEGAS SANDS CORPCOM5178341071172,700SH DFND142,70000
LAS VEGAS SANDS CORPCOM5178341077155SH DFND315500
LAS VEGAS SANDS CORPCOM5178341073518,072SH DFND78,07200
LAS VEGAS SANDS CORPCOM517834107130SH DFND7,90030
LAS VEGAS SANDS CORPCOM5178341071894,352SH DFND93,9170435
LAS VEGAS SANDS CORPCOM5178341073,45379,408SH OTR1379,40800
LASALLE HOTEL PPTYSCOM SH BEN INT517942108642,695SH DFND712002,575
LASALLE HOTEL PPTYSCOM SH BEN INT517942108010SH DFND91000
LASALLE HOTEL PPTYSCOM SH BEN INT5179421082159,113SH OTR139,11300
LAUDER ESTEE COS INCCL A5184391041,19813,162SH DFND111,40301,759
LAUDER ESTEE COS INCCL A51843910482900SH DFND1,390000
LAUDER ESTEE COS INCCL A5184391042913,200SH DFND133,20000
LAUDER ESTEE COS INCCL A5184391041001,100SH DFND141,10000
LAUDER ESTEE COS INCCL A518439104890SH DFND39000
LAUDER ESTEE COS INCCL A5184391045055,544SH DFND75,3360208
LAUDER ESTEE COS INCCL A51843910444484SH DFND7,9440044
LAUDER ESTEE COS INCCL A5184391048649,490SH DFND91,26208,228
LEAR CORPCOM NEW52186520490885SH DFND188500
LEAR CORPCOM NEW52186520438370SH DFND1,337000
LEAR CORPCOM NEW5218652042542,500SH DFND132,50000
LEAR CORPCOM NEW52186520492900SH DFND1490000
LEAR CORPCOM NEW52186520447461SH DFND346100
LEAR CORPCOM NEW5218652041,45414,290SH DFND714,28703
LEAR CORPCOM NEW52186520492906SH DFND7,990600
LEAR CORPCOM NEW5218652043973,898SH DFND93,89800
LEGGETT & PLATT INCCOM52466010743847SH DFND184700
LEGGETT & PLATT INCCOM524660107511,000SH DFND1,31,00000
LEGGETT & PLATT INCCOM5246601071883,670SH DFND133,67000
LEGGETT & PLATT INCCOM524660107951,850SH DFND141,85000
LEGGETT & PLATT INCCOM524660107595SH DFND39500
LEGGETT & PLATT INCCOM5246601073977,765SH DFND77,76500
LEGGETT & PLATT INCCOM52466010710189SH DFND7,918900
LEGGETT & PLATT INCCOM5246601072,66552,151SH DFND937,951014,200
LEGACY TEX FINL GROUP INCCOM52471Y10635413,139SH DFND1,30013,139
LENNAR CORPCL A52605710410220SH DFND122000
LENNAR CORPCL A52605710435760SH DFND1,376000
LENNAR CORPCL A5260571041763,810SH DFND133,81000
LENNAR CORPCL A526057104490SH DFND39000
LENNAR CORPCL A52605710463213,720SH DFND713,683037
LENNAR CORPCL A52605710466814,495SH DFND95,73208,763
LENNOX INTL INCCOM52610710744308SH DFND130800
LENNOX INTL INCCOM52610710731220SH DFND1,322000
LENNOX INTL INCCOM5261071072121,490SH DFND131,49000
LENNOX INTL INCCOM52610710771500SH DFND1450000
LENNOX INTL INCCOM526107107320SH DFND32000
LENNOX INTL INCCOM5261071078996,307SH DFND76,280027
LENNOX INTL INCCOM5261071072972,084SH DFND91,9690115
LEUCADIA NATL CORPCOM5272881041,54689,185SH DFND1,30089,185
LEUCADIA NATL CORPCOM5272881041347,710SH DFND137,71000
LEUCADIA NATL CORPCOM527288104523,028SH DFND143,02800
LEUCADIA NATL CORPCOM5272881041518,717SH DFND38,71700
LEUCADIA NATL CORPCOM52728810433419,248SH DFND718,6860562
LEUCADIA NATL CORPCOM5272881047390SH DFND7,939000
LEUCADIA NATL CORPCOM527288104915,245SH DFND95,162083
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3081011,960SH DFND1,31,96000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3082424,700SH DFND134,70000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3081082,100SH DFND142,10000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3087135SH DFND313500
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N308861,668SH DFND71,66800
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30819363SH DFND936300
LEXINGTON REALTY TRUSTCOM529043101353,500SH DFND13,50000
LEXINGTON REALTY TRUSTCOM529043101353,463SH DFND73,46300
LEXINGTON REALTY TRUSTCOM5290431011127SH DFND7,900127
LEXINGTON REALTY TRUSTCOM52904310110110,000SH DFND90010,000
LEXINGTON REALTY TRUSTCOM52904310118318,108SH OTR1318,10800
LIBERTY ALL STAR EQUITY FDSH BEN INT53015810426152,076SH DFND751,1420934
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M104853,350SH DFND1,33,35000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1041867,350SH DFND137,35000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1041174,600SH DFND144,60000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1048310SH DFND331000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M10452620,732SH DFND720,2460486
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M104301,187SH DFND7,91,18700
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M104311,237SH DFND91,0870150
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M88027740SH DFND1,374000
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8801524,102SH DFND134,10200
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M880701,878SH DFND141,87800
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8801293,487SH DFND73,3870100
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8805125SH DFND7,912500
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M88015412SH DFND9391021
LIBERTY PPTY TRSH BEN INT5311721041604,040SH DFND134,04000
LIBERTY PPTY TRSH BEN INT531172104832,080SH DFND142,08000
LIBERTY PPTY TRSH BEN INT531172104260SH DFND36000
LIBERTY PPTY TRSH BEN INT531172104481,198SH DFND71,19800
LIBERTY PPTY TRSH BEN INT53117210428700SH DFND970000
LIBERTY PPTY TRSH BEN INT53117210449312,423SH OTR1312,42300
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM53122960719630SH DFND163000
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM53122960729930SH DFND1,393000
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296071886,086SH DFND136,08600
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607551,796SH DFND141,79600
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607255SH DFND35500
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296071474,758SH DFND74,6110147
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM53122960714443SH DFND7,9427016
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296071063,425SH DFND93,344081
LILLY ELI & COCOM5324571088,932113,418SH DFND1108,62904,789
LILLY ELI & COCOM5324571085947,540SH DFND1,37,54000
LILLY ELI & COCOM53245710817212SH DFND121200
LILLY ELI & COCOM5324571082,28629,030SH DFND1329,03000
LILLY ELI & COCOM5324571086077,710SH DFND147,71000
LILLY ELI & COCOM5324571085667,186SH DFND37,18600
LILLY ELI & COCOM5324571087,886100,137SH DFND797,97902,158
LILLY ELI & COCOM5324571084335,494SH DFND7,95,48509
LILLY ELI & COCOM5324571084,40855,973SH DFND955,3690604
LILLY ELI & COCOM53245710814SHCallDFND9400
LINCOLN ELEC HLDGS INCCOM53390010622370SH DFND1,337000
LINCOLN ELEC HLDGS INCCOM5339001061542,600SH DFND132,60000
LINCOLN ELEC HLDGS INCCOM53390010620340SH DFND1434000
LINCOLN ELEC HLDGS INCCOM533900106240SH DFND34000
LINCOLN ELEC HLDGS INCCOM5339001061913,231SH DFND78103,150
LINCOLN ELEC HLDGS INCCOM53390010692815,702SH DFND915,70200
LINCOLN NATL CORP INDCOM534187109391,000SH DFND11,00000
LINCOLN NATL CORP INDCOM53418710974819,300SH DFND1,30019,300
LINCOLN NATL CORP INDCOM5341871092977,670SH DFND137,67000
LINCOLN NATL CORP INDCOM534187109892,300SH DFND142,30000
LINCOLN NATL CORP INDCOM534187109792,048SH DFND32,04800
LINCOLN NATL CORP INDCOM5341871092486,396SH DFND76,1640232
LINCOLN NATL CORP INDCOM53418710912315SH DFND7,9296019
LINCOLN NATL CORP INDCOM53418710979920,618SH DFND920,61800
LINEAR TECHNOLOGY CORPCOM53567810631660SH DFND15500110
LINEAR TECHNOLOGY CORPCOM535678106841,800SH DFND1,31,80000
LINEAR TECHNOLOGY CORPCOM5356781062475,310SH DFND135,31000
LINEAR TECHNOLOGY CORPCOM5356781061583,390SH DFND143,39000
LINEAR TECHNOLOGY CORPCOM535678106495SH DFND39500
LINEAR TECHNOLOGY CORPCOM53567810679217,013SH DFND715,93201,081
LINEAR TECHNOLOGY CORPCOM53567810612250SH DFND7,925000
LINEAR TECHNOLOGY CORPCOM5356781061,28927,711SH DFND917,511010,200
LINEAR TECHNOLOGY CORPCOM53567810663013,543SH OTR1313,54300
LINKEDIN CORPCOM CL A53578A1082791,474SH DFND11,47400
LINKEDIN CORPCOM CL A53578A108155820SH DFND1,382000
LINKEDIN CORPCOM CL A53578A1086763,570SH DFND133,57000
LINKEDIN CORPCOM CL A53578A108151800SH DFND1480000
LINKEDIN CORPCOM CL A53578A108739SH DFND33900
LINKEDIN CORPCOM CL A53578A1082691,419SH DFND71,41900
LINKEDIN CORPCOM CL A53578A10842220SH DFND7,922000
LINKEDIN CORPCOM CL A53578A1082931,550SH DFND91,55000
LITTELFUSE INCCOM5370081042782,351SH DFND72,35100
LITTELFUSE INCCOM53700810415SH DFND7,9005
LITTELFUSE INCCOM537008104980SH DFND930050
LIVE NATION ENTERTAINMENT INDBCV 2.500% 5/1538034AJ83535,000PRN DFND935,00000
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910918161,031SH DFND760,8910140
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910962,030SH DFND7,9002,030
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391097926,637SH DFND926,63700
LOCKHEED MARTIN CORPCOM53983010913,68655,146SH DFND150,53404,612
LOCKHEED MARTIN CORPCOM5398301096892,775SH DFND1,32,77500
LOCKHEED MARTIN CORPCOM53983010928114SH DFND111400
LOCKHEED MARTIN CORPCOM5398301091871SH DFND17100
LOCKHEED MARTIN CORPCOM5398301091,8997,650SH DFND137,65000
LOCKHEED MARTIN CORPCOM5398301096972,808SH DFND142,0008080
LOCKHEED MARTIN CORPCOM5398301091,7146,908SH DFND36,90800
LOCKHEED MARTIN CORPCOM53983010927,115109,259SH DFND7107,90201,357
LOCKHEED MARTIN CORPCOM5398301095,61322,617SH DFND7,922,61403
LOCKHEED MARTIN CORPCOM53983010914,47358,317SH DFND957,9810336
LOEWS CORPCOM5404241081283,105SH DFND13,10500
LOEWS CORPCOM54042410848711,850SH DFND1311,85000
LOEWS CORPCOM5404241081764,275SH DFND144,27500
LOEWS CORPCOM5404241089210SH DFND321000
LOEWS CORPCOM5404241085,022122,216SH DFND7122,156060
LOEWS CORPCOM54042410865315,903SH DFND96,02309,880
LOWES COS INCCOM5486611077,81298,669SH DFND197,09201,577
LOWES COS INCCOM5486611071,29416,345SH DFND1,316,34500
LOWES COS INCCOM54866110717215SH DFND121500
LOWES COS INCCOM5486611073133,954SH DFND13,5090445
LOWES COS INCCOM5486611071,97124,900SH DFND1324,90000
LOWES COS INCCOM5486611076107,710SH DFND147,71000
LOWES COS INCCOM5486611071,88323,780SH DFND323,78000
LOWES COS INCCOM54866110714,605184,481SH DFND7184,0530428
LOWES COS INCCOM5486611074,15352,457SH DFND7,952,45007
LOWES COS INCCOM54866110715,333193,675SH DFND9156,252037,423
LOWES COS INCCOM5486611071,35617,134SH OTR1317,13400
LULULEMON ATHLETICA INCCOM55002110947630SH DFND180622
LULULEMON ATHLETICA INCCOM55002110952700SH DFND1,370000
LULULEMON ATHLETICA INCCOM5500211091992,700SH DFND132,70000
LULULEMON ATHLETICA INCCOM55002110944600SH DFND1460000
LULULEMON ATHLETICA INCCOM550021109450SH DFND35000
LULULEMON ATHLETICA INCCOM5500211091371,858SH DFND71,85800
LULULEMON ATHLETICA INCCOM55002110922293SH DFND929300
LUXOTTICA GROUP S P ASPONSORED ADR55068R202701,425SH DFND71,42500
LUXOTTICA GROUP S P ASPONSORED ADR55068R20248910,000SH DFND910,00000
M & T BK CORPCOM55261F10415,138128,042SH DFND100128,042
M & T BK CORPCOM55261F104145,1771,227,923SH DFND1,31,227,92300
M & T BK CORPCOM55261F1043693,117SH DFND1003,117
M & T BK CORPCOM55261F1041901,610SH DFND131,61000
M & T BK CORPCOM55261F104106900SH DFND1490000
M & T BK CORPCOM55261F1041,34311,357SH DFND311,35700
M & T BK CORPCOM55261F1047306,175SH DFND73,62302,552
M & T BK CORPCOM55261F1043402,874SH DFND7,9002,874
M & T BK CORPCOM55261F1042,06817,494SH DFND90017,494
MBIA INCCOM55262C100142,107SH DFND12,10700
MBIA INCCOM55262C100344,937SH DFND34,93700
MBIA INCCOM55262C100131,876SH DFND71,783093
MBIA INCCOM55262C100497,108SH DFND7,97,10800
MBIA INCCOM55262C10014320,922SH DFND920,92200
M D C HLDGS INCCOM55267610813518SH DFND151800
M D C HLDGS INCCOM55267610850020,542SH DFND720,54200
M D C HLDGS INCCOM55267610824710,150SH DFND7,910,15000
M D C HLDGS INCCOM552676108136SH DFND93600
MDU RES GROUP INCCOM552690109482,000SH DFND142,00000
MDU RES GROUP INCCOM5526901093115SH DFND311500
MDU RES GROUP INCCOM5526901092399,959SH DFND79,95009
MDU RES GROUP INCCOM5526901098,778365,740SH DFND9365,74000
MFA FINL INCCOM55272X102283,800SH DFND143,80000
MFA FINL INCCOM55272X1022310SH DFND331000
MFA FINL INCCOM55272X10210514,509SH DFND714,50900
MFA FINL INCCOM55272X102679,280SH DFND99,28000
MFS GOVT MKTS INCOME TRSH BEN INT552939100325,900SH DFND75,90000
MFS GOVT MKTS INCOME TRSH BEN INT552939100295,320SH DFND95,32000
MGM RESORTS INTERNATIONALCOM552953101672,980SH DFND1,32,98000
MGM RESORTS INTERNATIONALCOM55295310127912,310SH DFND1312,31000
MGM RESORTS INTERNATIONALCOM552953101773,400SH DFND143,40000
MGM RESORTS INTERNATIONALCOM5529531014195SH DFND319500
MGM RESORTS INTERNATIONALCOM552953101893,930SH DFND72,43001,500
MGM RESORTS INTERNATIONALCOM552953101452,004SH DFND92,00400
MGM GROWTH PPTYS LLCCL A COM55303A105138SH DFND73800
MGM GROWTH PPTYS LLCCL A COM55303A10548618,225SH OTR1318,22500
MPLX LPCOM UNIT REP LTD55336V10059617,711SH DFND117,71100
MPLX LPCOM UNIT REP LTD55336V1001,18835,336SH DFND735,1100226
MPLX LPCOM UNIT REP LTD55336V10048314,370SH DFND914,1520218
MSC INDL DIRECT INCCL A55353010631440SH DFND1,344000
MSC INDL DIRECT INCCL A553530106981,390SH DFND131,39000
MSC INDL DIRECT INCCL A55353010628400SH DFND1440000
MSC INDL DIRECT INCCL A553530106115SH DFND31500
MSC INDL DIRECT INCCL A5535301061311,852SH DFND71,779073
MSC INDL DIRECT INCCL A55353010614202SH DFND9300172
MSCI INCCOM55354G100230SH DFND13000
MSCI INCCOM55354G1003334,320SH DFND134,32000
MSCI INCCOM55354G10054700SH DFND1470000
MSCI INCCOM55354G100455SH DFND35500
MSCI INCCOM55354G10036466SH DFND746600
MSCI INCCOM55354G10035451SH DFND945100
MACERICH COCOM5543821014835,660SH DFND135,66000
MACERICH COCOM55438210174864SH DFND1486400
MACERICH COCOM554382101560SH DFND36000
MACERICH COCOM55438210181950SH DFND795000
MACERICH COCOM554382101221SH DFND7,90021
MACERICH COCOM55438210124284SH DFND928400
MACERICH COCOM55438210190310,576SH OTR1310,57600
MACK CALI RLTY CORPCOM55448910425929SH DFND792900
MACK CALI RLTY CORPCOM5544891042619,666SH OTR139,66600
MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA34943,000PRN DFND943,00000
MACQUARIE INFRASTRUCTURE CORCOM55608B1051482,000SH DFND12,00000
MACQUARIE INFRASTRUCTURE CORCOM55608B10533440SH DFND1,344000
MACQUARIE INFRASTRUCTURE CORCOM55608B10537500SH DFND1450000
MACQUARIE INFRASTRUCTURE CORCOM55608B105230SH DFND33000
MACQUARIE INFRASTRUCTURE CORCOM55608B1054345,866SH DFND75,7370129
MACQUARIE INFRASTRUCTURE CORCOM55608B1053,67749,660SH DFND949,66000
MACYS INCCOM55616P104852,524SH DFND12,52400
MACYS INCCOM55616P104601,790SH DFND1,31,79000
MACYS INCCOM55616P1043099,180SH DFND139,18000
MACYS INCCOM55616P1041193,550SH DFND143,55000
MACYS INCCOM55616P1045135SH DFND313500
MACYS INCCOM55616P10482224,452SH DFND723,33201,120
MACYS INCCOM55616P10417502SH DFND7,950200
MACYS INCCOM55616P1041725,110SH DFND95,11000
MADISON CVRED CALL & EQ STRCOM55743710017022,245SH DFND722,175070
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801064025,296SH DFND15,29600
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010658766SH DFND1407660
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010627360SH DFND336000
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010614,626192,446SH DFND7161,338031,108
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801066428,451SH DFND7,98,45100
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801065,94678,235SH DFND977,03501,200
MAGNA INTL INCCOM55922240128800SH DFND180000
MAGNA INTL INCCOM5592224011825,183SH DFND75,112071
MAGNA INTL INCCOM559222401451,279SH DFND91,27900
MANPOWERGROUP INCCOM56418H100971,500SH DFND11,50000
MANPOWERGROUP INCCOM56418H10037570SH DFND1,357000
MANPOWERGROUP INCCOM56418H1001201,860SH DFND131,86000
MANPOWERGROUP INCCOM56418H10033510SH DFND1451000
MANPOWERGROUP INCCOM56418H100235SH DFND33500
MANPOWERGROUP INCCOM56418H10025391SH DFND738803
MANPOWERGROUP INCCOM56418H10052804SH DFND980400
MANPOWERGROUP INCCOM56418H1003064,754SH OTR134,75400
MANULIFE FINL CORPCOM56501R106231,662SH DFND11,66200
MANULIFE FINL CORPCOM56501R106433,149SH DFND73,0370112
MANULIFE FINL CORPCOM56501R106221,615SH DFND7,91,61500
MANULIFE FINL CORPCOM56501R10658142,468SH DFND942,46800
MARATHON OIL CORPCOM565849106624,157SH DFND14,15700
MARATHON OIL CORPCOM565849106754,980SH DFND1,34,98000
MARATHON OIL CORPCOM5658491061459,630SH DFND139,63000
MARATHON OIL CORPCOM5658491061057,000SH DFND147,00000
MARATHON OIL CORPCOM5658491065360SH DFND336000
MARATHON OIL CORPCOM56584910628218,805SH DFND717,9470858
MARATHON OIL CORPCOM565849106171,115SH DFND7,91,035080
MARATHON OIL CORPCOM5658491061,04969,877SH DFND964,63405,243
MARATHON PETE CORPCOM56585A1021163,051SH DFND13,05100
MARATHON PETE CORPCOM56585A1021253,280SH DFND1,33,28000
MARATHON PETE CORPCOM56585A10219500SH DFND150000
MARATHON PETE CORPCOM56585A10259715,730SH DFND1315,73000
MARATHON PETE CORPCOM56585A1021483,910SH DFND143,91000
MARATHON PETE CORPCOM56585A102521,370SH DFND31,37000
MARATHON PETE CORPCOM56585A10288523,322SH DFND723,1050217
MARATHON PETE CORPCOM56585A102421,105SH DFND7,91,035070
MARATHON PETE CORPCOM56585A10260115,827SH DFND915,82700
MARATHON PETE CORPCOM56585A1023068,073SH OTR138,07300
MARATHON PETE CORPCOM56585A10204SHCallDFND7400
MARKEL CORPCOM5705351041,1251,181SH DFND1,3001,181
MARKEL CORPCOM570535104267280SH DFND1328000
MARKEL CORPCOM570535104124130SH DFND1413000
MARKEL CORPCOM570535104139146SH DFND314600
MARKEL CORPCOM5705351042,1222,227SH DFND72,21809
MARKEL CORPCOM570535104226237SH DFND923700
MARKETAXESS HLDGS INCCOM57060D108959SH DFND15900
MARKETAXESS HLDGS INCCOM57060D10829200SH DFND1420000
MARKETAXESS HLDGS INCCOM57060D1081621,112SH DFND77620350
MARKETAXESS HLDGS INCCOM57060D1081601,100SH DFND91,10000
MARSH & MCLENNAN COS INCCOM5717481022283,328SH DFND13,32800
MARSH & MCLENNAN COS INCCOM57174810234499SH DFND149900
MARSH & MCLENNAN COS INCCOM57174810221305SH DFND130500
MARSH & MCLENNAN COS INCCOM5717481021,21817,790SH DFND1317,79000
MARSH & MCLENNAN COS INCCOM5717481023865,640SH DFND145,64000
MARSH & MCLENNAN COS INCCOM5717481022073,018SH DFND33,01800
MARSH & MCLENNAN COS INCCOM5717481026399,340SH DFND77,87101,469
MARSH & MCLENNAN COS INCCOM57174810244649SH DFND7,964900
MARSH & MCLENNAN COS INCCOM5717481021,10216,099SH DFND915,5640535
MARRIOTT INTL INC NEWCL A5719032021181,783SH DFND11,78300
MARRIOTT INTL INC NEWCL A571903202781,180SH DFND1,31,18000
MARRIOTT INTL INC NEWCL A5719032022373,572SH DFND133,57200
MARRIOTT INTL INC NEWCL A5719032021432,155SH DFND142,15500
MARRIOTT INTL INC NEWCL A571903202576SH DFND37600
MARRIOTT INTL INC NEWCL A5719032025828,762SH DFND78,3590403
MARRIOTT INTL INC NEWCL A57190320221320SH DFND7,932000
MARRIOTT INTL INC NEWCL A57190320294314,191SH DFND911,30102,890
MARTIN MARIETTA MATLS INCCOM57328410677400SH DFND1,340000
MARTIN MARIETTA MATLS INCCOM5732841062691,400SH DFND131,40000
MARTIN MARIETTA MATLS INCCOM57328410696500SH DFND1450000
MARTIN MARIETTA MATLS INCCOM573284106525SH DFND32500
MARTIN MARIETTA MATLS INCCOM5732841061,2506,509SH DFND76,434075
MARTIN MARIETTA MATLS INCCOM5732841062081,084SH DFND9986098
MASCO CORPCOM574599106601,934SH DFND11,4340500
MASCO CORPCOM574599106672,160SH DFND1,32,16000
MASCO CORPCOM57459910633810,930SH DFND1310,93000
MASCO CORPCOM574599106762,450SH DFND142,45000
MASCO CORPCOM5745991064145SH DFND314500
MASCO CORPCOM57459910671122,979SH DFND722,6410338
MASCO CORPCOM574599106471,506SH DFND7,91,50600
MASCO CORPCOM5745991061996,440SH DFND95,7730667
MASCO CORPCOM57459910642413,706SH OTR1313,70600
MASIMO CORPCOM57479510019367SH DFND136700
MASIMO CORPCOM57479510042806SH DFND380600
MASIMO CORPCOM5747951003787,204SH DFND75,40401,800
MASIMO CORPCOM5747951005104SH DFND910400
MASTERCARD INCCL A57636Q1043,77242,833SH DFND138,37404,459
MASTERCARD INCCL A57636Q1041,64318,660SH DFND1,318,66000
MASTERCARD INCCL A57636Q1043984,521SH DFND14,1660355
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MASTERCARD INCCL A57636Q1048199,300SH DFND149,30000
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MASTERCARD INCCL A57636Q10413,041148,089SH DFND7143,06105,028
MASTERCARD INCCL A57636Q1044865,521SH DFND7,95,431090
MASTERCARD INCCL A57636Q1048,53496,916SH DFND995,65601,260
MATSON INCCOM57686G10525789SH DFND178900
MATSON INCCOM57686G105581,786SH DFND31,78600
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MATSON INCCOM57686G105832,560SH DFND7,92,56000
MATSON INCCOM57686G1052437,539SH DFND97,53900
MATTEL INCCOM577081102461,461SH DFND11,46100
MATTEL INCCOM577081102722,300SH DFND1,32,30000
MATTEL INCCOM57708110238312,250SH DFND1312,25000
MATTEL INCCOM577081102652,091SH DFND142,09100
MATTEL INCCOM5770811026180SH DFND318000
MATTEL INCCOM57708110247415,155SH DFND714,9060249
MATTEL INCCOM57708110210310SH DFND7,931000
MATTEL INCCOM57708110284126,872SH DFND926,87200
MAXIM INTEGRATED PRODS INCCOM57772K1012,74476,881SH DFND165,201011,680
MAXIM INTEGRATED PRODS INCCOM57772K1012186,100SH DFND1,36,10000
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MAXIM INTEGRATED PRODS INCCOM57772K1014,199117,647SH DFND7,9117,64700
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MAXIM INTEGRATED PRODS INCCOM57772K1012707,563SH OTR137,56300
MAXWELL TECHNOLOGIES INCCOM577767106112,000SH DFND72,00000
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MCCORMICK & CO INCCOM NON VTG5797802064,46241,829SH DFND141,7290100
MCCORMICK & CO INCCOM NON VTG57978020653500SH DFND1,350000
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MCCORMICK & CO INCCOM NON VTG579780206545SH DFND34500
MCCORMICK & CO INCCOM NON VTG5797802062,08519,547SH DFND718,8450702
MCCORMICK & CO INCCOM NON VTG5797802065204,879SH DFND7,94,835044
MCCORMICK & CO INCCOM NON VTG5797802063,38431,724SH DFND926,72405,000
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MCDONALDS CORPCOM5801351017886,550SH DFND1,36,55000
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MCDONALDS CORPCOM5801351017696,393SH DFND36,39300
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MCDONALDS CORPCOM58013510111,57596,184SH DFND976,625019,559
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MEAD JOHNSON NUTRITION COCOM582839106442SH DFND14200
MEAD JOHNSON NUTRITION COCOM58283910664700SH DFND1,370000
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MEAD JOHNSON NUTRITION COCOM5828391063073,387SH DFND72,7630624
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MEAD JOHNSON NUTRITION COCOM5828391061,07811,879SH DFND910,87901,000
MEDICAL PPTYS TRUST INCCOM58463J3045300SH DFND130000
MEDICAL PPTYS TRUST INCCOM58463J30417911,740SH DFND711,4220318
MEDICAL PPTYS TRUST INCCOM58463J30424316,000SH DFND7,916,00000
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MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB15046,000PRN DFND946,00000
MEDIVATION INCCOM58501N10134567SH DFND156700
MEDIVATION INCCOM58501N101681,130SH DFND1,31,13000
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MEDIVATION INCCOM58501N101841,400SH DFND141,40000
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MEDIVATION INCCOM58501N10130493SH DFND749300
MEDIVATION INCCOM58501N10121343SH DFND934300
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MEDNAX INCCOM58502B1062713,740SH DFND133,74000
MEDNAX INCCOM58502B1061171,620SH DFND141,62000
MEDNAX INCCOM58502B106565SH DFND36500
MEDNAX INCCOM58502B1062893,985SH DFND73,0460939
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MERCK & CO INCCOM58933Y10520,372353,611SH DFND1328,786024,825
MERCK & CO INCCOM58933Y1052,57944,760SH DFND1,344,76000
MERCK & CO INCCOM58933Y10521372SH DFND137200
MERCK & CO INCCOM58933Y10562410,837SH DFND19,8620975
MERCK & CO INCCOM58933Y1054,80883,466SH DFND1383,46600
MERCK & CO INCCOM58933Y1051,51926,374SH DFND1423,5802,7940
MERCK & CO INCCOM58933Y1052,48743,166SH DFND343,16600
MERCK & CO INCCOM58933Y105137,6282,388,966SH DFND72,375,697013,269
MERCK & CO INCCOM58933Y1057,738134,319SH DFND7,9134,1190200
MERCK & CO INCCOM58933Y10573,8841,282,480SH DFND91,207,322075,158
MERCK & CO INCCOM58933Y10501SHCallDFND7100
MERCK & CO INCCOM58933Y105125SHCallDFND92500
MERIDIAN BANCORP INC MDCOM58958U1031369,230SH DFND79,23000
MERIDIAN BANCORP INC MDCOM58958U10313888SH DFND900888
METLIFE INCCOM59156R1081,78844,898SH DFND141,72903,169
METLIFE INCCOM59156R1083939,863SH DFND1,39,86300
METLIFE INCCOM59156R1082887,232SH DFND16,4820750
METLIFE INCCOM59156R1081,07727,051SH DFND1327,05100
METLIFE INCCOM59156R1082486,220SH DFND146,22000
METLIFE INCCOM59156R10850012,560SH DFND312,56000
METLIFE INCCOM59156R10813,900348,978SH DFND7343,71705,261
METLIFE INCCOM59156R1084,049101,667SH DFND7,9101,643024
METLIFE INCCOM59156R1089,210231,228SH DFND9229,72701,501
METTLER TOLEDO INTERNATIONALCOM592688105283775SH DFND177500
METTLER TOLEDO INTERNATIONALCOM59268810588240SH DFND1,324000
METTLER TOLEDO INTERNATIONALCOM5926881054091,120SH DFND131,12000
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METTLER TOLEDO INTERNATIONALCOM592688105515SH DFND31500
METTLER TOLEDO INTERNATIONALCOM5926881051,8615,100SH DFND74,5680532
METTLER TOLEDO INTERNATIONALCOM592688105122335SH DFND9275060
MICROSOFT CORPCOM59491810423,079451,022SH DFND1409,468041,554
MICROSOFT CORPCOM5949181043,01558,930SH DFND1,358,93000
MICROSOFT CORPCOM594918104473SH DFND17300
MICROSOFT CORPCOM5949181041262,467SH DFND12,46700
MICROSOFT CORPCOM59491810411,999234,499SH DFND13234,49900
MICROSOFT CORPCOM5949181043,55669,502SH DFND1467,4612,0410
MICROSOFT CORPCOM5949181041,37126,790SH DFND326,79000
MICROSOFT CORPCOM59491810437,431731,495SH DFND7719,946011,549
MICROSOFT CORPCOM5949181043,80074,260SH DFND7,973,8940366
MICROSOFT CORPCOM59491810440,460790,693SH DFND9695,930094,763
MICROSOFT CORPCOM59491810406SHCallDFND7600
MICROSOFT CORPCOM594918104913SHCallDFND91300
MICROSTRATEGY INCCL A NEW5949724084942,825SH DFND1,3002,825
MICROSTRATEGY INCCL A NEW59497240849278SH DFND327800
MICROSTRATEGY INCCL A NEW594972408161921SH DFND7907014
MICROSTRATEGY INCCL A NEW5949724081798SH DFND99800
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD687,000PRN DFND77,00000
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD64137,000PRN DFND937,00000
MICROCHIP TECHNOLOGY INCCOM5950171042,62951,800SH DFND144,84206,958
MICROCHIP TECHNOLOGY INCCOM5950171041853,650SH DFND1,33,65000
MICROCHIP TECHNOLOGY INCCOM59501710441816SH DFND181600
MICROCHIP TECHNOLOGY INCCOM59501710431611SH DFND161100
MICROCHIP TECHNOLOGY INCCOM5950171043577,039SH DFND137,03900
MICROCHIP TECHNOLOGY INCCOM5950171042474,861SH DFND143,0201,8410
MICROCHIP TECHNOLOGY INCCOM59501710492018,122SH DFND318,12200
MICROCHIP TECHNOLOGY INCCOM59501710410,769212,156SH DFND7211,5950561
MICROCHIP TECHNOLOGY INCCOM59501710490817,891SH DFND7,917,89100
MICROCHIP TECHNOLOGY INCCOM5950171046,044119,061SH DFND9116,01103,050
MICROCHIP TECHNOLOGY INCCOM59501710404SHCallDFND7400
MICRON TECHNOLOGY INCCOM5951121032125SH DFND112500
MICRON TECHNOLOGY INCCOM5951121031087,820SH DFND1,37,82000
MICRON TECHNOLOGY INCCOM59511210346433,700SH DFND1333,70000
MICRON TECHNOLOGY INCCOM5951121031097,900SH DFND147,90000
MICRON TECHNOLOGY INCCOM5951121036435SH DFND343500
MICRON TECHNOLOGY INCCOM59511210342230,679SH DFND730,5690110
MICRON TECHNOLOGY INCCOM595112103191,356SH DFND7,91,1590197
MICRON TECHNOLOGY INCCOM59511210317612,760SH DFND912,76000
MID-AMER APT CMNTYS INCCOM59522J1034724,434SH DFND1,3004,434
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MID-AMER APT CMNTYS INCCOM59522J1036355,971SH OTR135,97100
MIDDLEBY CORPCOM5962781014243,677SH DFND13,67700
MIDDLEBY CORPCOM59627810151440SH DFND1,344000
MIDDLEBY CORPCOM5962781011841,600SH DFND131,60000
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MILLER HERMAN INCCOM60054410061920,710SH DFND718,61502,095
MINERALS TECHNOLOGIES INCCOM6031581061452,547SH DFND1,3002,547
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MINERVA NEUROSCIENCES INCCOM60338010626025,465SH OTR1325,46500
MITEK SYS INCCOM NEW60671020014220,000SH DFND720,00000
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR606822104143,180SH DFND13,18000
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MOBILE TELESYSTEMS PJSCSPONSORED ADR607409109647,672SH DFND77,4130259
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MOHAWK INDS INCCOM608190104210SH DFND11000
MOHAWK INDS INCCOM60819010466350SH DFND1,335000
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MOHAWK INDS INCCOM608190104186980SH DFND797703
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MOLINA HEALTHCARE INCDBCV 1.625% 8/160855RAD23028,000PRN DFND928,00000
MOLSON COORS BREWING COCL B60871R20971700SH DFND1,370000
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MONDELEZ INTL INCCL A6092071055,886129,331SH DFND1125,26504,066
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MONDELEZ INTL INCCL A6092071059200SH DFND120000
MONDELEZ INTL INCCL A6092071051,31128,800SH DFND1328,80000
MONDELEZ INTL INCCL A6092071053146,900SH DFND146,90000
MONDELEZ INTL INCCL A60920710531675SH DFND367500
MONDELEZ INTL INCCL A6092071057,907173,749SH DFND7166,88706,862
MONDELEZ INTL INCCL A60920710571115,622SH DFND7,915,584038
MONDELEZ INTL INCCL A6092071056,377140,131SH DFND9123,696016,435
MONDELEZ INTL INCCL A609207105010SHCallDFND71000
MONOGRAM RESIDENTIAL TR INCCOM60979P10513413,147SH OTR1313,14700
MONSANTO CO NEWCOM61166W1011,85717,954SH DFND116,80101,153
MONSANTO CO NEWCOM61166W1011,09510,585SH DFND1,310,58500
MONSANTO CO NEWCOM61166W1013052,946SH DFND12,6310315
MONSANTO CO NEWCOM61166W1011,14811,100SH DFND1311,10000
MONSANTO CO NEWCOM61166W1012902,800SH DFND142,80000
MONSANTO CO NEWCOM61166W1019529,202SH DFND39,20200
MONSANTO CO NEWCOM61166W1019,21189,074SH DFND788,8390235
MONSANTO CO NEWCOM61166W1012,88527,901SH DFND7,927,861040
MONSANTO CO NEWCOM61166W1017,16169,251SH DFND968,9140337
MONSTER BEVERAGE CORP NEWCOM61174X1091841,144SH DFND12040940
MONSTER BEVERAGE CORP NEWCOM61174X10996600SH DFND1,360000
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MOODYS CORPCOM615369105780SH DFND38000
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MOSAIC CO NEWCOM61945C1032,46794,248SH DFND181,711012,537
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MOSAIC CO NEWCOM61945C1031,47556,337SH DFND7,956,33700
MOSAIC CO NEWCOM61945C1034,413168,561SH DFND9168,508053
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MOTOROLA SOLUTIONS INCCOM NEW6200763071051,586SH DFND141,58600
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MOTOROLA SOLUTIONS INCCOM NEW6200763073194,829SH DFND74,5400289
MOTOROLA SOLUTIONS INCCOM NEW62007630731477SH DFND7,947700
MOTOROLA SOLUTIONS INCCOM NEW6200763073945,970SH DFND95,910060
MURPHY OIL CORPCOM626717102331,037SH DFND11,03700
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MURPHY OIL CORPCOM6267171022257,100SH DFND137,10000
MURPHY OIL CORPCOM626717102411,300SH DFND141,30000
MURPHY OIL CORPCOM626717102380SH DFND38000
MURPHY OIL CORPCOM62671710214430SH DFND743000
MURPHY OIL CORPCOM62671710211341SH DFND7,9300041
MURPHY OIL CORPCOM626717102953,002SH DFND92,9000102
MURPHY USA INCCOM62675510215200SH DFND1,320000
MURPHY USA INCCOM6267551021031,387SH DFND131,38700
MURPHY USA INCCOM62675510264869SH DFND76540215
MURPHY USA INCCOM626755102675SH DFND7,97500
MURPHY USA INCCOM62675510227370SH DFND937000
NCR CORP NEWCOM62886E1081,29846,740SH DFND1,3910045,830
NCR CORP NEWCOM62886E108622,220SH DFND132,22000
NCR CORP NEWCOM62886E1081073,849SH DFND33,84900
NCR CORP NEWCOM62886E1081334,773SH DFND74,6510122
NCR CORP NEWCOM62886E108421,526SH DFND91,52600
NRG ENERGY INCCOM NEW629377508151,000SH DFND1,31,00000
NRG ENERGY INCCOM NEW62937750815010,000SH DFND1310,00000
NRG ENERGY INCCOM NEW629377508724,800SH DFND144,80000
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NRG ENERGY INCCOM NEW629377508271,794SH DFND71,79400
NRG ENERGY INCCOM NEW629377508163SH DFND7,90063
NRG ENERGY INCCOM NEW6293775089587SH DFND92380349
NTT DOCOMO INCSPONS ADR62942M2011786,586SH DFND76,58600
NTT DOCOMO INCSPONS ADR62942M201371,363SH DFND93910972
NVR INCCOM62944T105440247SH DFND100247
NVR INCCOM62944T105196110SH DFND1,311000
NVR INCCOM62944T105231130SH DFND1313000
NVR INCCOM62944T105178100SH DFND710000
NVR INCCOM62944T105539303SH DFND930300
NASDAQ INCCOM6311031081642,537SH DFND12,53700
NASDAQ INCCOM6311031082934,530SH DFND134,53000
NASDAQ INCCOM63110310858900SH DFND1490000
NASDAQ INCCOM631103108455SH DFND35500
NASDAQ INCCOM6311031083,19249,355SH DFND749,0310324
NASDAQ INCCOM6311031081632,517SH DFND7,92,51700
NASDAQ INCCOM63110310884813,112SH DFND913,11200
NATIONAL CINEMEDIA INCCOM6353091075325SH DFND732500
NATIONAL CINEMEDIA INCCOM63530910729218,832SH DFND918,83200
NATIONAL FUEL GAS CO N JCOM63618010178813,860SH DFND113,86000
NATIONAL FUEL GAS CO N JCOM63618010134600SH DFND1460000
NATIONAL FUEL GAS CO N JCOM636180101350SH DFND35000
NATIONAL FUEL GAS CO N JCOM63618010158310,242SH DFND710,24200
NATIONAL FUEL GAS CO N JCOM63618010151902SH DFND990200
NATIONAL GRID PLCSPON ADR NEW6362743004646,240SH DFND15,9430297
NATIONAL GRID PLCSPON ADR NEW636274300831,116SH DFND31,11600
NATIONAL GRID PLCSPON ADR NEW6362743001,86525,093SH DFND724,995098
NATIONAL GRID PLCSPON ADR NEW6362743001,20216,167SH DFND7,916,16700
NATIONAL GRID PLCSPON ADR NEW6362743003,49847,066SH DFND946,3830683
NATIONAL HEALTH INVS INCNOTE 3.250% 4/063633DAE42926,000PRN DFND926,00000
NATIONAL HEALTH INVS INCCOM63633D1041501,999SH DFND71,1740825
NATIONAL HEALTH INVS INCCOM63633D10415200SH DFND920000
NATIONAL HEALTH INVS INCCOM63633D1042112,804SH OTR132,80400
NATIONAL INSTRS CORPCOM636518102136SH DFND13600
NATIONAL INSTRS CORPCOM63651810220740SH DFND1,374000
NATIONAL INSTRS CORPCOM636518102531,930SH DFND131,93000
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NATIONAL INSTRS CORPCOM636518102120SH DFND32000
NATIONAL INSTRS CORPCOM6365181021997,246SH DFND75,89001,356
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NATIONAL OILWELL VARCO INCCOM6370711011815,375SH DFND15,1750200
NATIONAL OILWELL VARCO INCCOM637071101782,310SH DFND1,32,31000
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NATIONAL OILWELL VARCO INCCOM637071101952,815SH DFND142,81500
NATIONAL OILWELL VARCO INCCOM6370711016180SH DFND318000
NATIONAL OILWELL VARCO INCCOM63707110136410,817SH DFND710,6070210
NATIONAL OILWELL VARCO INCCOM637071101902,684SH DFND7,92,660024
NATIONAL OILWELL VARCO INCCOM63707110147614,145SH DFND914,099046
NATIONAL RETAIL PPTYS INCCOM6374171061032,000SH DFND12,00000
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NATIONAL RETAIL PPTYS INCCOM6374171061192,300SH DFND142,30000
NATIONAL RETAIL PPTYS INCCOM637417106971,874SH DFND71,87400
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NATIONAL RETAIL PPTYS INCCOM63741710615296SH DFND929600
NATIONAL RETAIL PPTYS INCCOM63741710659811,566SH OTR1311,56600
NAVIENT CORPCOM63938C10814512,160SH DFND1312,16000
NAVIENT CORPCOM63938C108131,070SH DFND141,07000
NAVIENT CORPCOM63938C108282,334SH DFND32,33400
NAVIENT CORPCOM63938C108161,317SH DFND71,31700
NAVIENT CORPCOM63938C1086530SH DFND7,953000
NAVIENT CORPCOM63938C108151,222SH DFND91,22200
NEENAH PAPER INCCOM64007910949674SH DFND167400
NEENAH PAPER INCCOM64007910937516SH DFND351600
NEENAH PAPER INCCOM6400791096959,609SH DFND79,60900
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NETAPP INCCOM64110D104582,350SH DFND1,32,35000
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NETAPP INCCOM64110D104311,259SH DFND71,1500109
NETAPP INCCOM64110D10411432SH DFND7,943200
NETAPP INCCOM64110D1041164,736SH DFND94,73600
NETFLIX INCCOM64110L1061341,469SH DFND145801,011
NETFLIX INCCOM64110L1062422,640SH DFND1,32,64000
NETFLIX INCCOM64110L10629322SH DFND132200
NETFLIX INCCOM64110L10697910,700SH DFND1310,70000
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NETFLIX INCCOM64110L1068729,534SH DFND79,510024
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NEUROCRINE BIOSCIENCES INCCOM64125C10927600SH DFND1,360000
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NEUBERGER BERMAN HGH YLD FDCOM64128C10623521,500SH DFND721,50000
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NEW SR INVT GROUP INCCOM648691103646,000SH DFND16,00000
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NEW SR INVT GROUP INCCOM64869110311610,833SH DFND9833010,000
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NEW YORK CMNTY BANCORP INCCOM6494451031087,190SH DFND137,19000
NEW YORK CMNTY BANCORP INCCOM649445103211,400SH DFND141,40000
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NEW YORK CMNTY BANCORP INCCOM6494451032,925195,104SH DFND9195,10400
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NEW YORK TIMES COCL A65011110717514,442SH DFND714,44200
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NEWFIELD EXPL COCOM651290108601,350SH DFND1,31,35000
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NEWFIELD EXPL COCOM6512901081,41632,053SH DFND731,9190134
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NEWMARKET CORPCOM6515871073,7699,096SH DFND19,09600
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NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ52926,000PRN DFND926,00000
NEWMONT MINING CORPCOM6516391061102,800SH DFND1,32,80000
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NEWMONT MINING CORPCOM6516391061413,600SH DFND143,60000
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NEWMONT MINING CORPCOM65163910619495SH DFND7,949500
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NEWS CORP NEWCL A65249B1093298SH DFND129800
NEWS CORP NEWCL A65249B109232,000SH DFND1,32,00000
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NEWS CORP NEWCL A65249B109554,830SH DFND144,83000
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NEWS CORP NEWCL A65249B1097659SH DFND7623036
NEWS CORP NEWCL A65249B1097659SH DFND7,9624035
NEWS CORP NEWCL A65249B109665,811SH DFND92,12503,686
NEWS CORP NEWCL B65249B20896482,600SH DFND1,3700081,900
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NEWS CORP NEWCL B65249B2081059,029SH DFND78,4770552
NEWS CORP NEWCL B65249B208413,487SH DFND93,48700
NEXTERA ENERGY INCCOM65339F10112,92699,124SH DFND190,10109,023
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NEXTERA ENERGY INCCOM65339F1011075SH DFND17500
NEXTERA ENERGY INCCOM65339F1015744,400SH DFND134,40000
NEXTERA ENERGY INCCOM65339F1012702,072SH DFND141,3007720
NEXTERA ENERGY INCCOM65339F1018316,374SH DFND36,37400
NEXTERA ENERGY INCCOM65339F10119,139146,774SH DFND7145,7960978
NEXTERA ENERGY INCCOM65339F1011,62012,422SH DFND7,912,412010
NEXTERA ENERGY INCCOM65339F10112,75197,781SH DFND995,79201,989
NEXTERA ENERGY INCCOM65339F101721SHCallDFND72100
NEXTERA ENERGY INCCOM65339F1011312SHCallDFND91200
NEXTERA ENERGY INCCOM65339F101110SHPutDFND71000
NEXTERA ENERGY INCUNIT 08/31/201865339F846459SH DFND75900
NEXTERA ENERGY INCUNIT 08/31/201865339F84684213,000SH DFND90013,000
NIKE INCCL B6541061035,698103,226SH DFND197,84305,383
NIKE INCCL B6541061031,41525,635SH DFND1,325,63500
NIKE INCCL B6541061033676,646SH DFND16,0520594
NIKE INCCL B6541061031,77432,140SH DFND1332,14000
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NIKE INCCL B65410610395817,361SH DFND317,36100
NIKE INCCL B65410610313,868251,240SH DFND7247,02304,217
NIKE INCCL B6541061032514,543SH DFND7,94,4070136
NIKE INCCL B6541061036,671120,854SH DFND9119,14001,714
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NIPPON TELEG & TEL CORPSPONSORED ADR6546241051,50531,964SH DFND731,6940270
NIPPON TELEG & TEL CORPSPONSORED ADR65462410564613,725SH DFND7,913,72500
NIPPON TELEG & TEL CORPSPONSORED ADR6546241051,04922,284SH DFND919,73702,547
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NISOURCE INCCOM65473P10513500SH DFND1,350000
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NOKIA CORPSPONSORED ADR654902204193,341SH DFND13,34100
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NOBLE ENERGY INCCOM6550441051935,376SH DFND13,42101,955
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NOBLE ENERGY INCCOM65504410551414,320SH DFND1314,32000
NOBLE ENERGY INCCOM6550441051413,940SH DFND143,94000
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NOBLE ENERGY INCCOM65504410515410SH DFND7,941000
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NORFOLK SOUTHERN CORPCOM65584410810,219120,043SH DFND9112,41307,630
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NORTHERN TR CORPCOM6658591041,19818,086SH DFND716,48601,600
NORTHERN TR CORPCOM665859104781,176SH DFND7,91,17600
NORTHERN TR CORPCOM6658591043124,711SH DFND94,71100
NORTHROP GRUMMAN CORPCOM6668071029134,107SH DFND12,89801,209
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NORTHROP GRUMMAN CORPCOM6668071021,1495,170SH DFND135,17000
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NORTHROP GRUMMAN CORPCOM6668071022,41710,874SH DFND710,7480126
NORTHROP GRUMMAN CORPCOM666807102102460SH DFND7,9430030
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NORTHSTAR RLTY FIN CORPCOM66704R803786,804SH OTR136,80400
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NOVARTIS A GSPONSORED ADR66987V10957694SH DFND369400
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NOVARTIS A GSPONSORED ADR66987V10911SHCallDFND7100
NOVO-NORDISK A SADR6701002051572,928SH DFND12,92800
NOVO-NORDISK A SADR6701002051282,377SH DFND32,37700
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NOVO-NORDISK A SADR67010020556410,490SH DFND7,910,3600130
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NU SKIN ENTERPRISES INCCL A67018T10514300SH DFND1,330000
NU SKIN ENTERPRISES INCCL A67018T1051663,600SH DFND133,60000
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NU SKIN ENTERPRISES INCCL A67018T1059190SH DFND919000
NUANCE COMMUNICATIONS INCCOM67020Y100201,310SH DFND1,31,31000
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NUANCE COMMUNICATIONS INCCOM67020Y10037524,014SH OTR1324,01400
NUCOR CORPCOM67034610525503SH DFND150300
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NUCOR CORPCOM6703461051483,000SH DFND143,00000
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NUCOR CORPCOM6703461053,17964,349SH DFND964,34900
NUSTAR ENERGY LPUNIT COM67058H1025100SH DFND110000
NUSTAR ENERGY LPUNIT COM67058H10294819,033SH DFND715,73303,300
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NUSTAR GP HOLDINGS LLCUNIT RESTG LLC67059L1022138,305SH DFND78,30500
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER1012148SH DFND114800
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER10145935,224SH DFND735,22400
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER101554,209SH DFND7,94,20900
NVIDIA CORPCOM67066G104591,246SH DFND11,0460200
NVIDIA CORPCOM67066G1041843,910SH DFND1,33,91000
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NVIDIA CORPCOM67066G1042144,553SH DFND94,497056
NVIDIA CORPCOM67066G1043186,762SH OTR136,76200
NUVEEN SR INCOME FDCOM67067Y10410817,835SH DFND717,821014
NUVASIVE INCNOTE 2.750% 7/0670704AC943,000PRN DFND73,00000
NUVASIVE INCNOTE 2.750% 7/0670704AC91611,000PRN DFND911,00000
NUVASIVE INCCOM67070410539661SH DFND71510510
NUVASIVE INCCOM6707041054898,184SH OTR138,18400
NUVEEN PREFERRED SECURITIESCOM67072C105252,683SH DFND12,68300
NUVEEN PREFERRED SECURITIESCOM67072C105869,332SH DFND79,250082
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NUVEEN ENHANCED MUN VALUE FDCOM67074M10116910,287SH DFND91,97108,316
OGE ENERGY CORPCOM67083710323700SH DFND1,370000
OGE ENERGY CORPCOM6708371031935,900SH DFND135,90000
OGE ENERGY CORPCOM670837103431,300SH DFND141,30000
OGE ENERGY CORPCOM670837103385SH DFND38500
OGE ENERGY CORPCOM670837103932,845SH DFND72,83609
OGE ENERGY CORPCOM67083710311322SH DFND91700152
NUVEEN MUN VALUE FD INCCOM670928100353,224SH DFND13,22400
NUVEEN MUN VALUE FD INCCOM670928100898,200SH DFND78,20000
NUVEEN MUN VALUE FD INCCOM670928100272,504SH DFND92,50400
NUVEEN PA INVT QUALITY MUN FCOM67097210838525,002SH DFND125,00200
O REILLY AUTOMOTIVE INC NEWCOM67103H1071,3855,108SH DFND14,3400768
O REILLY AUTOMOTIVE INC NEWCOM67103H107184680SH DFND1,368000
O REILLY AUTOMOTIVE INC NEWCOM67103H1077322,700SH DFND132,70000
O REILLY AUTOMOTIVE INC NEWCOM67103H107245904SH DFND1490040
O REILLY AUTOMOTIVE INC NEWCOM67103H1075291,951SH DFND31,95100
O REILLY AUTOMOTIVE INC NEWCOM67103H1071,2854,739SH DFND74,4140325
O REILLY AUTOMOTIVE INC NEWCOM67103H10742154SH DFND7,9134020
O REILLY AUTOMOTIVE INC NEWCOM67103H1077512,772SH DFND92,5730199
O REILLY AUTOMOTIVE INC NEWCOM67103H1074001,477SH OTR131,47700
OCCIDENTAL PETE CORP DELCOM6745991054,90664,926SH DFND156,33108,595
OCCIDENTAL PETE CORP DELCOM6745991055587,385SH DFND1,37,38500
OCCIDENTAL PETE CORP DELCOM67459910563834SH DFND183400
OCCIDENTAL PETE CORP DELCOM67459910558768SH DFND176800
OCCIDENTAL PETE CORP DELCOM6745991051,55720,600SH DFND1320,60000
OCCIDENTAL PETE CORP DELCOM6745991055286,994SH DFND144,9602,0340
OCCIDENTAL PETE CORP DELCOM6745991051,72922,885SH DFND322,88500
OCCIDENTAL PETE CORP DELCOM67459910520,877276,291SH DFND7274,30501,986
OCCIDENTAL PETE CORP DELCOM6745991053,61047,782SH DFND7,947,755027
OCCIDENTAL PETE CORP DELCOM67459910512,372163,741SH DFND9147,429016,312
OCCIDENTAL PETE CORP DELCOM674599105110SHCallDFND91000
OCEANEERING INTL INCCOM67523210218590SH DFND1,359000
OCEANEERING INTL INCCOM6752321021133,780SH DFND133,78000
OCEANEERING INTL INCCOM675232102301,000SH DFND141,00000
OCEANEERING INTL INCCOM675232102255SH DFND35500
OCEANEERING INTL INCCOM6752321021214,052SH DFND77103,981
OCEANEERING INTL INCCOM675232102015SH DFND91500
OLD DOMINION FGHT LINES INCCOM679580100122SH DFND12200
OLD DOMINION FGHT LINES INCCOM67958010017290SH DFND1,329000
OLD DOMINION FGHT LINES INCCOM6795801001692,800SH DFND132,80000
OLD DOMINION FGHT LINES INCCOM679580100235SH DFND33500
OLD DOMINION FGHT LINES INCCOM67958010056934SH DFND77560178
OLD DOMINION FGHT LINES INCCOM679580100236SH DFND93600
OLD REP INTL CORPCOM6802231043,589186,034SH DFND1158,025028,009
OLD REP INTL CORPCOM6802231041517,810SH DFND1,37,81000
OLD REP INTL CORPCOM6802231046299SH DFND129900
OLD REP INTL CORPCOM68022310423412,122SH DFND112,12200
OLD REP INTL CORPCOM68022310426013,500SH DFND1313,50000
OLD REP INTL CORPCOM68022310421110,952SH DFND142,8008,1520
OLD REP INTL CORPCOM6802231041,02853,277SH DFND353,27700
OLD REP INTL CORPCOM68022310418,533960,739SH DFND7959,39801,341
OLD REP INTL CORPCOM6802231042,060106,779SH DFND7,9106,77900
OLD REP INTL CORPCOM6802231045,766298,928SH DFND9298,92800
OLIN CORPCOM PAR $1680665205783,142SH DFND13,14200
OLIN CORPCOM PAR $16806652051164,663SH DFND34,66300
OLIN CORPCOM PAR $1680665205602,398SH DFND72,2130185
OLIN CORPCOM PAR $16806652051566,268SH DFND7,96,26800
OLIN CORPCOM PAR $168066520543817,637SH DFND917,63700
OMNICOM GROUP INCCOM6819191065927,270SH DFND16,8860384
OMNICOM GROUP INCCOM6819191061,08913,360SH DFND1,32,085011,275
OMNICOM GROUP INCCOM68191910640485SH DFND148500
OMNICOM GROUP INCCOM68191910624291SH DFND129100
OMNICOM GROUP INCCOM6819191064475,490SH DFND135,49000
OMNICOM GROUP INCCOM68191910672880SH DFND1488000
OMNICOM GROUP INCCOM6819191065396,616SH DFND36,61600
OMNICOM GROUP INCCOM6819191066,27176,950SH DFND772,68004,270
OMNICOM GROUP INCCOM6819191064,76358,448SH DFND7,958,44800
OMNICOM GROUP INCCOM6819191069,419115,590SH DFND9115,3900200
OMEGA HEALTHCARE INVS INCCOM68193610024711SH DFND15480163
OMEGA HEALTHCARE INVS INCCOM681936100972,850SH DFND132,85000
OMEGA HEALTHCARE INVS INCCOM681936100752,200SH DFND142,20000
OMEGA HEALTHCARE INVS INCCOM681936100265SH DFND36500
OMEGA HEALTHCARE INVS INCCOM6819361003169,305SH DFND79,249056
OMEGA HEALTHCARE INVS INCCOM681936100732,157SH DFND92,15700
OMEGA HEALTHCARE INVS INCCOM68193610046113,575SH OTR1313,57500
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK144,000PRN DFND74,00000
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK13438,000PRN DFND938,00000
ON SEMICONDUCTOR CORPCOM6821891051125SH DFND112500
ON SEMICONDUCTOR CORPCOM682189105283,160SH DFND1,33,16000
ON SEMICONDUCTOR CORPCOM682189105384,320SH DFND134,32000
ON SEMICONDUCTOR CORPCOM682189105111,200SH DFND141,20000
ON SEMICONDUCTOR CORPCOM6821891053290SH DFND329000
ON SEMICONDUCTOR CORPCOM6821891056674SH DFND767400
ON SEMICONDUCTOR CORPCOM682189105809,096SH DFND99,09600
ONE GAS INCCOM68235P10823350SH DFND135000
ONE GAS INCCOM68235P1082423,636SH DFND76103,575
ONE GAS INCCOM68235P10811161SH DFND916100
ONEOK PARTNERS LPUNIT LTD PARTN68268N1031,41735,370SH DFND726,57008,800
ONEOK PARTNERS LPUNIT LTD PARTN68268N103802,000SH DFND92,00000
ONEOK INC NEWCOM682680103661,400SH DFND11,40000
ONEOK INC NEWCOM682680103641,350SH DFND1,31,35000
ONEOK INC NEWCOM6826801033637,660SH DFND137,66000
ONEOK INC NEWCOM6826801031172,460SH DFND142,46000
ONEOK INC NEWCOM682680103370SH DFND37000
ONEOK INC NEWCOM6826801031934,067SH DFND74,06700
ONEOK INC NEWCOM68268010336766SH DFND976600
OPHTHOTECH CORPCOM6837451033887,595SH DFND77,59500
OPHTHOTECH CORPCOM683745103901,770SH OTR131,77000
ORACLE CORPCOM68389X1054,298104,999SH DFND198,02606,973
ORACLE CORPCOM68389X1052,07250,616SH DFND1,350,61600
ORACLE CORPCOM68389X10542410,347SH DFND19,27701,070
ORACLE CORPCOM68389X1053,73391,210SH DFND1391,21000
ORACLE CORPCOM68389X1051,09426,733SH DFND1426,73300
ORACLE CORPCOM68389X1051,54737,794SH DFND337,79400
ORACLE CORPCOM68389X10521,936535,949SH DFND7529,01706,932
ORACLE CORPCOM68389X1052,97372,638SH DFND7,972,3830255
ORACLE CORPCOM68389X10520,830508,925SH DFND9449,867059,058
OPUS BK IRVINE CALIFCOM6840001024116SH DFND711600
OPUS BK IRVINE CALIFCOM68400010251115,124SH DFND915,12400
ORANGESPONSORED ADR6840601061609,765SH DFND19,76500
ORANGESPONSORED ADR684060106533,239SH DFND33,23900
ORANGESPONSORED ADR68406010621012,788SH DFND712,4350353
ORANGESPONSORED ADR6840601069570SH DFND7,957000
ORANGESPONSORED ADR6840601061,08065,759SH DFND963,75402,005
ORBITAL ATK INCCOM68557N1031031,209SH DFND11,20900
ORBITAL ATK INCCOM68557N10334400SH DFND1,340000
ORBITAL ATK INCCOM68557N1031802,120SH DFND132,12000
ORBITAL ATK INCCOM68557N10354630SH DFND1463000
ORBITAL ATK INCCOM68557N1031752,056SH DFND32,05600
ORBITAL ATK INCCOM68557N103981,150SH DFND71,121029
ORBITAL ATK INCCOM68557N1032232,625SH DFND7,92,62500
ORBITAL ATK INCCOM68557N1036267,348SH DFND97,34800
OTTER TAIL CORPCOM68964810312350SH DFND135000
OTTER TAIL CORPCOM6896481033289,798SH DFND79,79800
OTTER TAIL CORPCOM68964810313400SH DFND7,940000
OTTER TAIL CORPCOM6896481034110SH DFND911000
OUTERWALL INCCOM69007010742210,045SH DFND710,04500
OUTERWALL INCCOM69007010717402SH DFND900402
OWENS CORNING NEWCOM69074210141800SH DFND1,380000
OWENS CORNING NEWCOM6907421011182,290SH DFND132,29000
OWENS CORNING NEWCOM69074210141800SH DFND1480000
OWENS CORNING NEWCOM690742101355SH DFND35500
OWENS CORNING NEWCOM69074210144851SH DFND785100
OWENS CORNING NEWCOM690742101365SH DFND96500
OWENS ILL INCCOM NEW69076840314800SH DFND1,380000
OWENS ILL INCCOM NEW6907684031578,700SH DFND138,70000
OWENS ILL INCCOM NEW690768403321,800SH DFND141,80000
OWENS ILL INCCOM NEW6907684032115SH DFND311500
OWENS ILL INCCOM NEW690768403512,837SH DFND72,827010
OWENS ILL INCCOM NEW6907684035305SH DFND7,930500
OWENS ILL INCCOM NEW6907684036325SH DFND932500
PDF SOLUTIONS INCCOM69328210529921,346SH DFND1,30021,346
PG&E CORPCOM69331C1084917,684SH DFND16,18401,500
PG&E CORPCOM69331C108961,500SH DFND1,31,50000
PG&E CORPCOM69331C1083395,300SH DFND135,30000
PG&E CORPCOM69331C108831,300SH DFND141,30000
PG&E CORPCOM69331C10813210SH DFND321000
PG&E CORPCOM69331C1081,02716,072SH DFND716,047025
PG&E CORPCOM69331C10836567SH DFND7,956700
PG&E CORPCOM69331C1083144,912SH DFND94,5400372
PNC FINL SVCS GROUP INCCOM6934751059,918121,855SH DFND1117,20804,647
PNC FINL SVCS GROUP INCCOM69347510585910,555SH DFND1,310,55500
PNC FINL SVCS GROUP INCCOM6934751055476,719SH DFND16,3890330
PNC FINL SVCS GROUP INCCOM6934751051,30716,060SH DFND1316,06000
PNC FINL SVCS GROUP INCCOM6934751053003,680SH DFND143,68000
PNC FINL SVCS GROUP INCCOM6934751051,05612,980SH DFND312,98000
PNC FINL SVCS GROUP INCCOM69347510514,658180,090SH DFND7176,88103,209
PNC FINL SVCS GROUP INCCOM6934751053,57443,915SH DFND7,943,902013
PNC FINL SVCS GROUP INCCOM69347510514,106173,314SH DFND9171,75301,561
PPG INDS INCCOM6935061072,30222,106SH DFND122,10600
PPG INDS INCCOM6935061071671,600SH DFND1,31,60000
PPG INDS INCCOM69350610721200SH DFND120000
PPG INDS INCCOM6935061076566,300SH DFND136,30000
PPG INDS INCCOM6935061072082,000SH DFND142,00000
PPG INDS INCCOM69350610761586SH DFND358600
PPG INDS INCCOM6935061072,65025,443SH DFND723,26702,176
PPG INDS INCCOM6935061075745,513SH DFND7,95,503010
PPG INDS INCCOM6935061074,74545,562SH DFND945,1740388
PPL CORPCOM69351T1063,72498,650SH DFND193,55605,094
PPL CORPCOM69351T106872,300SH DFND1,32,30000
PPL CORPCOM69351T10644711,842SH DFND111,84200
PPL CORPCOM69351T10641911,100SH DFND1311,10000
PPL CORPCOM69351T106601,600SH DFND141,60000
PPL CORPCOM69351T1061223,220SH DFND33,22000
PPL CORPCOM69351T1066,904182,883SH DFND7181,05301,830
PPL CORPCOM69351T1063,04480,644SH DFND7,980,64400
PPL CORPCOM69351T1066,099161,558SH DFND9160,38301,175
PRA GROUP INCCOM69354N10625910,739SH DFND710,691048
PRA GROUP INCCOM69354N10612488SH DFND948800
PS BUSINESS PKS INC CALIFCOM69360J10711108SH DFND910800
PS BUSINESS PKS INC CALIFCOM69360J1071931,823SH OTR131,82300
PVH CORPCOM693656100115SH DFND11500
PVH CORPCOM69365610053560SH DFND1,356000
PVH CORPCOM6936561002342,480SH DFND132,48000
PVH CORPCOM69365610057600SH DFND1460000
PVH CORPCOM693656100335SH DFND33500
PVH CORPCOM6936561002752,923SH DFND72,898025
PVH CORPCOM69365610048514SH DFND951400
PTC INCCOM69370C10032850SH DFND1,385000
PTC INCCOM69370C100792,100SH DFND132,10000
PTC INCCOM69370C100127SH DFND32700
PTC INCCOM69370C1002777,380SH DFND77,369011
PTC INCCOM69370C1005140SH DFND914000
PACCAR INCCOM6937181081903,663SH DFND13,66300
PACCAR INCCOM6937181081192,290SH DFND1,32,29000
PACCAR INCCOM69371810815283SH DFND128300
PACCAR INCCOM69371810857511,090SH DFND1311,09000
PACCAR INCCOM6937181081402,706SH DFND142,70600
PACCAR INCCOM6937181088160SH DFND316000
PACCAR INCCOM69371810852610,132SH DFND710,13200
PACCAR INCCOM69371810825490SH DFND7,9438052
PACCAR INCCOM69371810875814,606SH DFND914,574032
PACKAGING CORP AMERCOM69515610910142SH DFND114200
PACKAGING CORP AMERCOM69515610933500SH DFND1,350000
PACKAGING CORP AMERCOM6951561091472,200SH DFND132,20000
PACKAGING CORP AMERCOM69515610913200SH DFND1420000
PACKAGING CORP AMERCOM695156109340SH DFND34000
PACKAGING CORP AMERCOM6951561093955,898SH DFND75,89800
PACKAGING CORP AMERCOM69515610937550SH DFND7,955000
PACKAGING CORP AMERCOM6951561093,72255,609SH DFND954,7530856
PACWEST BANCORP DELCOM6952631031,81845,702SH DFND139,43306,269
PACWEST BANCORP DELCOM695263103731,825SH DFND1,31,82500
PACWEST BANCORP DELCOM695263103365SH DFND16500
PACWEST BANCORP DELCOM6952631032265,673SH DFND15,67300
PACWEST BANCORP DELCOM6952631031293,239SH DFND133,23900
PACWEST BANCORP DELCOM6952631031032,581SH DFND148521,7290
PACWEST BANCORP DELCOM69526310349112,346SH DFND312,34600
PACWEST BANCORP DELCOM6952631036,097153,277SH DFND7152,8990378
PACWEST BANCORP DELCOM6952631033939,868SH DFND7,99,86800
PACWEST BANCORP DELCOM6952631031,97249,568SH DFND949,56800
PALO ALTO NETWORKS INCCOM6974351051,0298,393SH DFND17,5170876
PALO ALTO NETWORKS INCCOM6974351054883,980SH DFND1,33,98000
PALO ALTO NETWORKS INCCOM6974351052421,970SH DFND11,7370233
PALO ALTO NETWORKS INCCOM6974351053182,590SH DFND132,59000
PALO ALTO NETWORKS INCCOM6974351051231,005SH DFND141,00050
PALO ALTO NETWORKS INCCOM6974351053763,063SH DFND33,06300
PALO ALTO NETWORKS INCCOM6974351053,32227,088SH DFND727,08800
PALO ALTO NETWORKS INCCOM69743510572590SH DFND7,958505
PALO ALTO NETWORKS INCCOM6974351051,69613,827SH DFND913,6670160
PANDORA MEDIA INCCOM698354107221,740SH DFND1,31,74000
PANDORA MEDIA INCCOM698354107887,100SH DFND137,10000
PANDORA MEDIA INCCOM6983541072125SH DFND312500
PANDORA MEDIA INCCOM698354107564,500SH DFND74,50000
PANDORA MEDIA INCCOM698354107160SH DFND96000
PANERA BREAD COCL A69840W10825120SH DFND1,312000
PANERA BREAD COCL A69840W108179845SH DFND1384500
PANERA BREAD COCL A69840W10855258SH DFND1425800
PANERA BREAD COCL A69840W108210SH DFND31000
PANERA BREAD COCL A69840W1084652,193SH DFND72,19300
PANERA BREAD COCL A69840W108735SH DFND93500
PARAMOUNT GROUP INCCOM69924R1082100SH DFND1410000
PARAMOUNT GROUP INCCOM69924R1082140SH DFND314000
PARAMOUNT GROUP INCCOM69924R10810650SH DFND765000
PARAMOUNT GROUP INCCOM69924R1087419SH DFND941900
PARAMOUNT GROUP INCCOM69924R10833821,200SH OTR1321,20000
PAREXEL INTL CORPCOM6994621072203,504SH DFND73,447057
PAREXEL INTL CORPCOM699462107110SH DFND91000
PARKER HANNIFIN CORPCOM7010941041891,748SH DFND11,74800
PARKER HANNIFIN CORPCOM7010941041081,000SH DFND1,31,00000
PARKER HANNIFIN CORPCOM7010941043202,960SH DFND132,96000
PARKER HANNIFIN CORPCOM7010941041401,300SH DFND141,30000
PARKER HANNIFIN CORPCOM701094104655SH DFND35500
PARKER HANNIFIN CORPCOM7010941049949,204SH DFND79,19509
PARKER HANNIFIN CORPCOM7010941045004,623SH DFND7,94,603020
PARKER HANNIFIN CORPCOM70109410464593SH DFND959300
PATTERSON COMPANIES INCCOM70339510331640SH DFND1,364000
PATTERSON COMPANIES INCCOM70339510346970SH DFND1397000
PATTERSON COMPANIES INCCOM703395103120SH DFND142000
PATTERSON COMPANIES INCCOM703395103235SH DFND33500
PATTERSON COMPANIES INCCOM7033951031142,386SH DFND72,311075
PATTERSON COMPANIES INCCOM70339510325531SH DFND953100
PAYCHEX INCCOM7043261071,50125,235SH DFND125,23500
PAYCHEX INCCOM7043261071362,290SH DFND1,32,29000
PAYCHEX INCCOM70432610770011,770SH DFND1311,77000
PAYCHEX INCCOM7043261071472,470SH DFND142,47000
PAYCHEX INCCOM7043261078140SH DFND314000
PAYCHEX INCCOM7043261071,45424,434SH DFND722,51101,923
PAYCHEX INCCOM7043261071101,848SH DFND7,91,836012
PAYCHEX INCCOM7043261074,63877,952SH DFND966,777011,175
PAYPAL HLDGS INCCOM70450Y10348213,206SH DFND113,20600
PAYPAL HLDGS INCCOM70450Y1033088,440SH DFND1,38,44000
PAYPAL HLDGS INCCOM70450Y1031,42338,965SH DFND1338,96500
PAYPAL HLDGS INCCOM70450Y10343111,810SH DFND1411,81000
PAYPAL HLDGS INCCOM70450Y10319510SH DFND351000
PAYPAL HLDGS INCCOM70450Y1032,70674,124SH DFND773,2550869
PAYPAL HLDGS INCCOM70450Y1031393,798SH DFND7,93,768030
PAYPAL HLDGS INCCOM70450Y10359,4791,629,126SH DFND91,621,33207,794
PEBBLEBROOK HOTEL TRCOM70509V10021819SH DFND181900
PEBBLEBROOK HOTEL TRCOM70509V100501,913SH DFND31,91300
PEBBLEBROOK HOTEL TRCOM70509V10051919,771SH DFND719,1500621
PEBBLEBROOK HOTEL TRCOM70509V1007248SH DFND924800
PEBBLEBROOK HOTEL TRCOM70509V10062523,795SH OTR1323,79500
PENNEY J C INCCOM708160106212,400SH DFND1,32,40000
PENNEY J C INCCOM7081601069410,630SH DFND1310,63000
PENNEY J C INCCOM708160106192,100SH DFND142,10000
PENNEY J C INCCOM7081601062205SH DFND320500
PENNEY J C INCCOM70816010613815,491SH DFND715,49100
PENNEY J C INCCOM7081601062248SH DFND7,924800
PENNEY J C INCCOM708160106180SH DFND98000
PEOPLES UNITED FINANCIAL INCCOM7127041053,952269,561SH DFND1228,635040,926
PEOPLES UNITED FINANCIAL INCCOM71270410518212,405SH DFND1,312,40500
PEOPLES UNITED FINANCIAL INCCOM7127041055357SH DFND135700
PEOPLES UNITED FINANCIAL INCCOM7127041051026,949SH DFND16,94900
PEOPLES UNITED FINANCIAL INCCOM7127041051087,400SH DFND137,40000
PEOPLES UNITED FINANCIAL INCCOM71270410520113,707SH DFND142,71910,9880
PEOPLES UNITED FINANCIAL INCCOM7127041051,21582,878SH DFND382,87800
PEOPLES UNITED FINANCIAL INCCOM71270410516,4441,121,723SH DFND71,119,68202,041
PEOPLES UNITED FINANCIAL INCCOM7127041052,383162,556SH DFND7,9162,55600
PEOPLES UNITED FINANCIAL INCCOM7127041057,741528,047SH DFND9528,04700
PEPSICO INCCOM71344810831,420296,585SH DFND1278,044018,541
PEPSICO INCCOM7134481081,91918,115SH DFND1,318,11500
PEPSICO INCCOM71344810837350SH DFND135000
PEPSICO INCCOM7134481086195,840SH DFND15,4800360
PEPSICO INCCOM7134481082,77626,200SH DFND1326,20000
PEPSICO INCCOM7134481087316,900SH DFND146,90000
PEPSICO INCCOM7134481081,65915,664SH DFND315,66400
PEPSICO INCCOM71344810844,905423,871SH DFND7415,87207,999
PEPSICO INCCOM7134481089,60790,680SH DFND7,990,592088
PEPSICO INCCOM71344810853,866508,460SH DFND9478,988029,472
PEPSICO INCCOM71344810856SHCallDFND9600
PERKINELMER INCCOM7140461091723,283SH DFND13,28300
PERKINELMER INCCOM71404610941780SH DFND1,378000
PERKINELMER INCCOM7140461092134,070SH DFND134,07000
PERKINELMER INCCOM714046109841,600SH DFND141,60000
PERKINELMER INCCOM714046109350SH DFND35000
PERKINELMER INCCOM7140461092124,041SH DFND74,04100
PERKINELMER INCCOM71404610920387SH DFND9250362
PETROCHINA CO LTDSPONSORED ADR71646E10024350SH DFND735000
PETROCHINA CO LTDSPONSORED ADR71646E1004556,705SH DFND96,70500
PFIZER INCCOM71708110325,849734,128SH DFND1671,065063,063
PFIZER INCCOM7170811031,86552,960SH DFND1,352,96000
PFIZER INCCOM717081103431,235SH DFND11,23500
PFIZER INCCOM717081103471,323SH DFND11,32300
PFIZER INCCOM7170811036,426182,503SH DFND13182,50300
PFIZER INCCOM7170811032,00656,981SH DFND1451,7535,2280
PFIZER INCCOM7170811031,99956,760SH DFND356,76000
PFIZER INCCOM71708110353,2871,513,410SH DFND71,498,634014,776
PFIZER INCCOM7170811038,043228,440SH DFND7,9228,1260314
PFIZER INCCOM71708110336,9361,049,020SH DFND9924,2200124,800
PFIZER INCCOM71708110316SHCallDFND7600
PFIZER INCCOM717081103144SHCallDFND94400
PHILIP MORRIS INTL INCCOM71817210922,015216,423SH DFND1206,78709,636
PHILIP MORRIS INTL INCCOM7181721091,41613,916SH DFND1,313,91600
PHILIP MORRIS INTL INCCOM71817210961602SH DFND160200
PHILIP MORRIS INTL INCCOM7181721094144,069SH DFND13,6040465
PHILIP MORRIS INTL INCCOM7181721092,88928,400SH DFND1328,40000
PHILIP MORRIS INTL INCCOM7181721099869,690SH DFND148,3001,3900
PHILIP MORRIS INTL INCCOM7181721091,89418,624SH DFND318,62400
PHILIP MORRIS INTL INCCOM71817210931,182306,550SH DFND7305,7510799
PHILIP MORRIS INTL INCCOM7181721095,72556,280SH DFND7,956,1750105
PHILIP MORRIS INTL INCCOM71817210941,354406,549SH DFND9358,634047,915
PHILLIPS 66COM7185461041,15914,607SH DFND114,2820325
PHILLIPS 66COM7185461042042,570SH DFND1,32,57000
PHILLIPS 66COM7185461047058,890SH DFND138,89000
PHILLIPS 66COM7185461042393,012SH DFND143,01200
PHILLIPS 66COM7185461041341,687SH DFND31,68700
PHILLIPS 66COM7185461043,97250,058SH DFND749,9130145
PHILLIPS 66COM7185461041,15014,489SH DFND7,914,440049
PHILLIPS 66COM71854610463,829804,495SH DFND9773,521030,974
PHILLIPS 66COM71854610401SHCallDFND9100
PHYSICIANS RLTY TRCOM71943U1041155,450SH DFND75,45000
PHYSICIANS RLTY TRCOM71943U104140SH DFND94000
PHYSICIANS RLTY TRCOM71943U1041657,858SH OTR137,85800
PIEDMONT OFFICE REALTY TR INCOM CL A72019020613600SH DFND160000
PIEDMONT OFFICE REALTY TR INCOM CL A7201902061074,950SH DFND134,95000
PIEDMONT OFFICE REALTY TR INCOM CL A720190206733,400SH DFND143,40000
PIEDMONT OFFICE REALTY TR INCOM CL A72019020628613,274SH DFND713,27400
PIEDMONT OFFICE REALTY TR INCOM CL A720190206162SH DFND7,90062
PIEDMONT OFFICE REALTY TR INCOM CL A72019020611515SH DFND951500
PIEDMONT OFFICE REALTY TR INCOM CL A72019020624911,569SH OTR1311,56900
PIMCO ETF TR1-5 US TIP IDX72201R205651,225SH DFND71,22500
PIMCO ETF TR1-5 US TIP IDX72201R2051893,579SH DFND968602,893
PIMCO ETF TRTTL RTN ACTV ETF72201R7756125,704SH DFND72,51903,185
PIMCO ETF TR0-5 HIGH YIELD72201R7831231,270SH DFND71,27000
PIMCO ETF TR0-5 HIGH YIELD72201R7831942,000SH DFND9002,000
PIMCO ETF TRENHAN SHRT MA AC72201R8338328,227SH DFND78,160067
PINNACLE FOODS INC DELCOM72348P1047146SH DFND114600
PINNACLE FOODS INC DELCOM72348P10414300SH DFND1,330000
PINNACLE FOODS INC DELCOM72348P104250SH DFND35000
PINNACLE FOODS INC DELCOM72348P104621,343SH DFND71,333010
PINNACLE FOODS INC DELCOM72348P1048168SH DFND916800
PINNACLE FOODS INC DELCOM72348P1041,68336,347SH OTR1336,34700
PINNACLE WEST CAP CORPCOM7234841018100SH DFND110000
PINNACLE WEST CAP CORPCOM7234841018100SH DFND1,310000
PINNACLE WEST CAP CORPCOM723484101335SH DFND33500
PINNACLE WEST CAP CORPCOM7234841014635,716SH DFND75,71600
PINNACLE WEST CAP CORPCOM723484101891,098SH DFND91,034064
PIONEER NAT RES COCOM72378710739260SH DFND100260
PIONEER NAT RES COCOM723787107141930SH DFND1,393000
PIONEER NAT RES COCOM7237871077184,750SH DFND134,75000
PIONEER NAT RES COCOM7237871072101,392SH DFND141,39200
PIONEER NAT RES COCOM7237871071065SH DFND36500
PIONEER NAT RES COCOM7237871074162,749SH DFND72,6380111
PIONEER NAT RES COCOM72378710720135SH DFND7,913500
PIONEER NAT RES COCOM72378710755367SH DFND9430324
PIONEER NAT RES COCOM7237871071,1967,908SH OTR137,90800
PITNEY BOWES INCCOM724479100251,380SH DFND1,31,38000
PITNEY BOWES INCCOM724479100231,300SH DFND141,30000
PITNEY BOWES INCCOM7244791002100SH DFND310000
PITNEY BOWES INCCOM724479100794,449SH DFND74,427022
PITNEY BOWES INCCOM7244791006340SH DFND7,934000
PITNEY BOWES INCCOM72447910048527,253SH DFND927,25300
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031058275SH DFND127500
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031051,87368,116SH DFND750,916017,200
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105582,128SH DFND92,12800
PLATFORM SPECIALTY PRODS CORCOM72766Q105101,100SH DFND1,31,10000
PLATFORM SPECIALTY PRODS CORCOM72766Q105161,800SH DFND141,80000
PLATFORM SPECIALTY PRODS CORCOM72766Q105718,000SH DFND78,00000
PLATFORM SPECIALTY PRODS CORCOM72766Q1054490SH DFND949000
POLARIS INDS INCCOM73106810229350SH DFND1,335000
POLARIS INDS INCCOM7310681021551,900SH DFND131,90000
POLARIS INDS INCCOM73106810249600SH DFND1460000
POLARIS INDS INCCOM731068102227SH DFND32700
POLARIS INDS INCCOM7310681021561,905SH DFND71,838067
POLARIS INDS INCCOM73106810252640SH DFND93690271
POST PPTYS INCCOM7374641076100SH DFND1310000
POST PPTYS INCCOM7374641073014,937SH DFND74,93700
POST PPTYS INCCOM7374641072504,096SH OTR134,09600
POTASH CORP SASK INCCOM73755L10718911,636SH DFND111,63600
POTASH CORP SASK INCCOM73755L10749030,198SH DFND730,19800
POTASH CORP SASK INCCOM73755L1071398,542SH DFND93,75204,790
POTLATCH CORP NEWCOM7376301031,99858,597SH DFND926,597032,000
POWER INTEGRATIONS INCCOM73927610351010,193SH DFND1,30010,193
POWER INTEGRATIONS INCCOM739276103971,929SH DFND770401,225
POWER INTEGRATIONS INCCOM739276103350SH DFND95000
POWERSHARES QQQ TRUSTUNIT SER 173935A10473680SH DFND168000
POWERSHARES QQQ TRUSTUNIT SER 173935A1042,82826,295SH DFND726,29500
POWERSHARES QQQ TRUSTUNIT SER 173935A10412,977120,676SH DFND9120,67600
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S10520613,447SH DFND113,44700
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S10524415,916SH DFND315,91600
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S1051,19377,724SH DFND772,21705,507
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S105211,388SH DFND7,91,38800
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S1051,997130,094SH DFND9113,650016,444
POWERSHARES ETF TRUSTDWA MOMENTUM PTF73935X1532225,284SH DFND75,28400
POWERSHARES ETF TRUSTDYNA BUYBK ACH73935X2862244,950SH DFND94,95000
POWERSHARES ETF TRUSTFTSE US1500 SM73935X56782838SH DFND783800
POWERSHARES ETF TRUSTFTSE US1500 SM73935X5673253,344SH DFND964102,703
POWERSHARES ETF TRUSTFTSE RAFI 100073935X5835065,591SH DFND75,59100
POWERSHARES ETF TRUSTAERSPC DEF PTF73935X690501,330SH DFND71,33000
POWERSHARES ETF TRUSTAERSPC DEF PTF73935X6901875,000SH DFND9005,000
POWERSHARES ETF TRUSTINTL DIV ACHV73935X71642229,942SH DFND729,94200
POWERSHARES ETF TRUSTINTL DIV ACHV73935X716292,095SH DFND92,09500
POWERSHARES ETF TRUSTDIV ACHV PRTF73935X73245320,000SH DFND710,000010,000
POWERSHARES ETF TRUSTDYN PHRMA PORT73935X7993,04948,116SH DFND748,11600
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q76945819,957SH DFND718,95701,000
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q769341,464SH DFND91,46400
POWERSHARES ETF TRUST IICEF INC COMPST73936Q84342519,188SH DFND719,18800
POWERSHARES ETF TR IIINSUR NATL MUN73936T4742358,869SH DFND78,86900
POWERSHARES ETF TR IIFDM HG YLD RAFI73936T55737920,580SH DFND720,58000
POWERSHARES ETF TR IIPFD PORTFOLIO73936T56511700SH DFND170000
POWERSHARES ETF TR IIPFD PORTFOLIO73936T56533421,887SH DFND721,88700
POWERSHARES ETF TR IIPFD PORTFOLIO73936T5651026,700SH DFND96,70000
POWERSHARES ETF TR IISOVEREIGN DEBT73936T57352817,837SH DFND717,83700
POWERSHARES ETF TR IIKBW BK PORT73937B74649214,740SH DFND714,74000
POWERSHARES ETF TR IIS&P500 LOW VOL73937B77968716,059SH DFND716,05900
POWERSHARES ETF TR IIS&P500 LOW VOL73937B7792235,215SH DFND93,79901,416
POWERSHARES ETF TR IIS&P SMCP FIN P73937B8032335,541SH DFND75,54100
PRAXAIR INCCOM74005P1041,18010,503SH DFND110,3030200
PRAXAIR INCCOM74005P1041801,600SH DFND1,31,60000
PRAXAIR INCCOM74005P1047987,100SH DFND137,10000
PRAXAIR INCCOM74005P1041351,200SH DFND141,20000
PRAXAIR INCCOM74005P10413115SH DFND311500
PRAXAIR INCCOM74005P1043,46130,796SH DFND729,9370859
PRAXAIR INCCOM74005P10445397SH DFND7,9366031
PRAXAIR INCCOM74005P1041,91417,028SH DFND95,868011,160
PRICE T ROWE GROUP INCCOM74144T1085,52775,747SH DFND174,13201,615
PRICE T ROWE GROUP INCCOM74144T10880611,050SH DFND1,30011,050
PRICE T ROWE GROUP INCCOM74144T1084365,980SH DFND135,98000
PRICE T ROWE GROUP INCCOM74144T1082283,122SH DFND143,12200
PRICE T ROWE GROUP INCCOM74144T108921,255SH DFND31,25500
PRICE T ROWE GROUP INCCOM74144T1083,18443,637SH DFND737,43506,202
PRICE T ROWE GROUP INCCOM74144T1081,65022,616SH DFND7,922,61006
PRICE T ROWE GROUP INCCOM74144T10812,143166,414SH DFND9166,41400
PRICELINE GRP INCNOTE 0.350% 6/1741503AS54236,000PRN DFND936,00000
PRICELINE GRP INCNOTE 0.900% 9/1741503AX41515,000PRN DFND915,00000
PRICELINE GRP INCCOM NEW7415034033,1362,512SH DFND12,417095
PRICELINE GRP INCCOM NEW741503403986790SH DFND1,379000
PRICELINE GRP INCCOM NEW741503403432346SH DFND1287059
PRICELINE GRP INCCOM NEW7415034031,6601,330SH DFND131,33000
PRICELINE GRP INCCOM NEW741503403501401SH DFND1440010
PRICELINE GRP INCCOM NEW7415034031,6221,299SH DFND31,29900
PRICELINE GRP INCCOM NEW7415034037,8316,273SH DFND76,1570116
PRICELINE GRP INCCOM NEW741503403230184SH DFND7,918301
PRICELINE GRP INCCOM NEW7415034036,4685,181SH DFND95,139042
PRICESMART INCCOM74151110948517SH DFND151700
PRICESMART INCCOM7415111091161,236SH DFND31,23600
PRICESMART INCCOM74151110962662SH DFND7643019
PRICESMART INCCOM7415111091491,588SH DFND7,91,58800
PRICESMART INCCOM7415111095185,532SH DFND95,53200
PRIMERICA INCCOM74164M10821370SH DFND137000
PRIMERICA INCCOM74164M10849856SH DFND385600
PRIMERICA INCCOM74164M10851896SH DFND789600
PRIMERICA INCCOM74164M1081482,582SH DFND92,58200
PRINCIPAL FINL GROUP INCCOM74251V10212300SH DFND130000
PRINCIPAL FINL GROUP INCCOM74251V1022876,990SH DFND136,99000
PRINCIPAL FINL GROUP INCCOM74251V102581,400SH DFND141,40000
PRINCIPAL FINL GROUP INCCOM74251V1027178SH DFND317800
PRINCIPAL FINL GROUP INCCOM74251V102771,880SH DFND71,88000
PRINCIPAL FINL GROUP INCCOM74251V10221520SH DFND7,9505015
PRINCIPAL FINL GROUP INCCOM74251V10227645SH DFND964500
PROASSURANCE CORPCOM74267C1061613,000SH DFND133,00000
PROASSURANCE CORPCOM74267C10627500SH DFND1450000
PROASSURANCE CORPCOM74267C106595SH DFND39500
PROASSURANCE CORPCOM74267C1062855,326SH DFND75,32600
PROASSURANCE CORPCOM74267C106241SH DFND94100
PROCTER & GAMBLE COCOM74271810945,618538,770SH DFND1455,364083,406
PROCTER & GAMBLE COCOM7427181091,11113,125SH DFND1,313,12500
PROCTER & GAMBLE COCOM742718109901,065SH DFND11,06500
PROCTER & GAMBLE COCOM74271810951602SH DFND160200
PROCTER & GAMBLE COCOM7427181093,88645,900SH DFND1345,90000
PROCTER & GAMBLE COCOM7427181091,23314,562SH DFND1412,9001,6620
PROCTER & GAMBLE COCOM7427181091,44917,117SH DFND317,11700
PROCTER & GAMBLE COCOM74271810940,723480,956SH DFND7474,01606,940
PROCTER & GAMBLE COCOM7427181095,14660,780SH DFND7,960,6120168
PROCTER & GAMBLE COCOM74271810954,830647,575SH DFND9621,479026,096
PROCTER & GAMBLE COCOM7427181092959SHCallDFND95900
PROGRESSIVE CORP OHIOCOM7433151031,25937,581SH DFND137,58100
PROGRESSIVE CORP OHIOCOM74331510369820,830SH DFND1320,83000
PROGRESSIVE CORP OHIOCOM7433151031524,545SH DFND144,54500
PROGRESSIVE CORP OHIOCOM743315103541,624SH DFND31,62400
PROGRESSIVE CORP OHIOCOM74331510371921,469SH DFND721,1260343
PROGRESSIVE CORP OHIOCOM743315103702,103SH DFND7,92,10300
PROGRESSIVE CORP OHIOCOM74331510349614,793SH DFND914,79300
PROLOGIS INCCOM74340W1031783,637SH DFND13,63700
PROLOGIS INCCOM74340W10371514,590SH DFND1314,59000
PROLOGIS INCCOM74340W1032244,564SH DFND144,56400
PROLOGIS INCCOM74340W10313265SH DFND326500
PROLOGIS INCCOM74340W1032,70055,049SH DFND755,04900
PROLOGIS INCCOM74340W1032715,518SH DFND7,95,51800
PROLOGIS INCCOM74340W10358611,948SH DFND911,6040344
PROLOGIS INCCOM74340W1033,73676,190SH OTR1376,19000
PROOFPOINT INCDBCV 0.750% 6/1743424AD54239,000PRN DFND939,00000
PROSHARES TRPSHS ULSHT SP50074347B300025SH DFND12500
PROSHARES TRPSHS ULSHT SP50074347B30028115,804SH DFND715,80400
PROSHARES TR IIULT VIX SHRT74347W3129410,000SH DFND710,00000
PROSHARES TR IIULT VIX SHRT74347W3121,4841,113SHPutDFND71,11300
PROSHARES TRS&P 500 DV ARIST74348A467591SH DFND19100
PROSHARES TRS&P 500 DV ARIST74348A46759911,018SH DFND711,01800
PROSHARES TRS&P 500 DV ARIST74348A46733600SH DFND960000
PROSPECT CAPITAL CORPORATIONNOTE 5.500% 8/174348TAD4200200,000PRN DFND7200,00000
PROSPECT CAPITAL CORPORATIONCOM74348T10222628,875SH DFND10028,875
PROSPECT CAPITAL CORPORATIONCOM74348T102172,166SH DFND72,16600
PRUDENTIAL FINL INCCOM7443201022283,200SH DFND13,20000
PRUDENTIAL FINL INCCOM744320102225SH DFND12500
PRUDENTIAL FINL INCCOM74432010288012,330SH DFND1312,33000
PRUDENTIAL FINL INCCOM7443201022092,930SH DFND142,93000
PRUDENTIAL FINL INCCOM74432010214200SH DFND320000
PRUDENTIAL FINL INCCOM7443201025457,643SH DFND77,554089
PRUDENTIAL FINL INCCOM74432010250695SH DFND7,968708
PRUDENTIAL FINL INCCOM74432010277710,891SH DFND910,7510140
PRUDENTIAL FINL INCCOM74432010206SHCallDFND9600
PRUDENTIAL PLCADR74435K2041654,866SH DFND74,86105
PRUDENTIAL PLCADR74435K20410290SH DFND7,900290
PRUDENTIAL PLCADR74435K20432948SH DFND94740474
PUBLIC SVC ENTERPRISE GROUPCOM7445731062585,526SH DFND15,52600
PUBLIC SVC ENTERPRISE GROUPCOM744573106651,400SH DFND1,31,40000
PUBLIC SVC ENTERPRISE GROUPCOM7445731063267,000SH DFND17,00000
PUBLIC SVC ENTERPRISE GROUPCOM7445731061032,200SH DFND132,20000
PUBLIC SVC ENTERPRISE GROUPCOM744573106841,800SH DFND141,80000
PUBLIC SVC ENTERPRISE GROUPCOM74457310610205SH DFND320500
PUBLIC SVC ENTERPRISE GROUPCOM7445731061,38129,627SH DFND729,3270300
PUBLIC SVC ENTERPRISE GROUPCOM74457310631666SH DFND7,966600
PUBLIC SVC ENTERPRISE GROUPCOM74457310653211,419SH DFND910,8300589
PUBLIC STORAGECOM74460D10939154SH DFND1540100
PUBLIC STORAGECOM74460D1091,2684,960SH DFND134,96000
PUBLIC STORAGECOM74460D1094011,570SH DFND141,57000
PUBLIC STORAGECOM74460D1091765SH DFND36500
PUBLIC STORAGECOM74460D1093611,411SH DFND71,392019
PUBLIC STORAGECOM74460D10968265SH DFND7,926500
PUBLIC STORAGECOM74460D109198773SH DFND977300
PUBLIC STORAGECOM74460D1095,04319,729SH OTR1319,72900
PULTE GROUP INCCOM745867101472,390SH DFND1,32,39000
PULTE GROUP INCCOM74586710119710,090SH DFND1310,09000
PULTE GROUP INCCOM745867101532,730SH DFND142,73000
PULTE GROUP INCCOM745867101663,362SH DFND33,36200
PULTE GROUP INCCOM7458671011256,427SH DFND76,42700
PULTE GROUP INCCOM7458671018395SH DFND91940201
QEP RES INCCOM74733V100563,200SH DFND13,20000
QEP RES INCCOM74733V100211,200SH DFND1,31,20000
QEP RES INCCOM74733V1001025,800SH DFND135,80000
QEP RES INCCOM74733V10013720SH DFND1472000
QEP RES INCCOM74733V100301,681SH DFND31,68100
QEP RES INCCOM74733V100492,766SH DFND72,76600
QEP RES INCCOM74733V1006353SH DFND7,9290063
QEP RES INCCOM74733V1004225SH DFND922500
QTS RLTY TR INCCOM CL A74736A1038148SH DFND714800
QTS RLTY TR INCCOM CL A74736A10376713,705SH OTR1313,70500
QORVO INCCOM74736K101119SH DFND11900
QORVO INCCOM74736K10150900SH DFND1,390000
QORVO INCCOM74736K1012905,250SH DFND135,25000
QORVO INCCOM74736K101611,100SH DFND141,10000
QORVO INCCOM74736K101240SH DFND34000
QORVO INCCOM74736K101751,351SH DFND71,338013
QORVO INCCOM74736K10150896SH DFND989600
QUALCOMM INCCOM7475251033,57866,795SH DFND157,14609,649
QUALCOMM INCCOM74752510370013,075SH DFND1,313,07500
QUALCOMM INCCOM747525103358SH DFND15800
QUALCOMM INCCOM7475251038141SH DFND114100
QUALCOMM INCCOM7475251032,27642,480SH DFND1342,48000
QUALCOMM INCCOM74752510368912,863SH DFND1411,7201,1430
QUALCOMM INCCOM74752510373013,629SH DFND313,62900
QUALCOMM INCCOM74752510320,267378,335SH DFND7369,23009,105
QUALCOMM INCCOM7475251033,63767,891SH DFND7,967,844047
QUALCOMM INCCOM74752510323,202433,111SH DFND9423,30909,802
QUALCOMM INCCOM74752510304SHCallDFND9400
QUANTA SVCS INCCOM74762E10221890SH DFND1,389000
QUANTA SVCS INCCOM74762E102642,760SH DFND132,76000
QUANTA SVCS INCCOM74762E102301,300SH DFND141,30000
QUANTA SVCS INCCOM74762E1022105SH DFND310500
QUANTA SVCS INCCOM74762E1021124,832SH DFND74,82309
QUANTA SVCS INCCOM74762E10210445SH DFND944500
QUEST DIAGNOSTICS INCCOM74834L10065794SH DFND14940300
QUEST DIAGNOSTICS INCCOM74834L100901,110SH DFND1,31,11000
QUEST DIAGNOSTICS INCCOM74834L1003544,350SH DFND134,35000
QUEST DIAGNOSTICS INCCOM74834L10049600SH DFND1460000
QUEST DIAGNOSTICS INCCOM74834L100560SH DFND36000
QUEST DIAGNOSTICS INCCOM74834L1001,30816,073SH DFND715,8640209
QUEST DIAGNOSTICS INCCOM74834L10022267SH DFND7,926700
QUEST DIAGNOSTICS INCCOM74834L1007499,204SH DFND99,20400
QUESTAR CORPCOM748356102963,800SH DFND13,80000
QUESTAR CORPCOM74835610210400SH DFND1,340000
QUESTAR CORPCOM748356102251,000SH DFND141,00000
QUESTAR CORPCOM748356102280SH DFND38000
QUESTAR CORPCOM7483561022449,607SH DFND79,60700
QUESTAR CORPCOM7483561027290SH DFND7,929000
QUESTAR CORPCOM74835610214565SH DFND956500
QUINTILES TRANSNATIO HLDGS ICOM74876Y10142640SH DFND1,364000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1011622,480SH DFND132,48000
QUINTILES TRANSNATIO HLDGS ICOM74876Y10182412,620SH DFND312,62000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1011,03915,901SH DFND714,9260975
QUINTILES TRANSNATIO HLDGS ICOM74876Y1016069,285SH DFND99,28500
RLI CORPCOM7496071076068,813SH DFND1,3008,813
RLI CORPCOM74960710734496SH DFND749600
RLI CORPCOM749607107871,264SH DFND91,26400
RLJ LODGING TRCOM74965L1014165SH DFND716500
RLJ LODGING TRCOM74965L1014170SH DFND917000
RLJ LODGING TRCOM74965L1012119,851SH OTR139,85100
RPM INTL INCCOM74968510317350SH DFND135000
RPM INTL INCCOM74968510330600SH DFND1,360000
RPM INTL INCCOM7496851031352,700SH DFND132,70000
RPM INTL INCCOM749685103245SH DFND34500
RPM INTL INCCOM74968510364712,952SH DFND712,95200
RPM INTL INCCOM74968510395419,103SH DFND919,10300
RTI INTL METALS INCNOTE 1.625%10/174973WAB31312,000PRN DFND712,00000
RTI INTL METALS INCNOTE 1.625%10/174973WAB32826,000PRN DFND926,00000
RALPH LAUREN CORPCL A75121210122250SH DFND1,325000
RALPH LAUREN CORPCL A7512121011521,700SH DFND131,70000
RALPH LAUREN CORPCL A75121210143480SH DFND1448000
RALPH LAUREN CORPCL A751212101225SH DFND32500
RALPH LAUREN CORPCL A75121210113146SH DFND714600
RALPH LAUREN CORPCL A7512121019105SH DFND7,910500
RALPH LAUREN CORPCL A75121210191010,153SH DFND91,46508,688
RANDGOLD RES LTDADR75234430918165SH DFND116500
RANDGOLD RES LTDADR7523443091,34111,972SH DFND711,97200
RANDGOLD RES LTDADR7523443096285,601SH DFND7,95,60100
RANDGOLD RES LTDADR7523443091,0078,989SH DFND98,98900
RANGE RES CORPCOM75281A109431,000SH DFND11,00000
RANGE RES CORPCOM75281A10942980SH DFND1,398000
RANGE RES CORPCOM75281A1091954,530SH DFND134,53000
RANGE RES CORPCOM75281A109581,340SH DFND141,34000
RANGE RES CORPCOM75281A109375SH DFND37500
RANGE RES CORPCOM75281A1093217,436SH DFND77,2900146
RANGE RES CORPCOM75281A1098190SH DFND7,919000
RANGE RES CORPCOM75281A1091252,906SH DFND921102,695
RAVEN INDS INCCOM75421210836019,000SH DFND719,00000
RAVEN INDS INCCOM754212108140SH DFND94000
RAYMOND JAMES FINANCIAL INCCOM754730109124SH DFND12400
RAYMOND JAMES FINANCIAL INCCOM7547301092224,510SH DFND134,51000
RAYMOND JAMES FINANCIAL INCCOM75473010935700SH DFND1470000
RAYMOND JAMES FINANCIAL INCCOM754730109475SH DFND37500
RAYMOND JAMES FINANCIAL INCCOM7547301091092,214SH DFND72,0620152
RAYMOND JAMES FINANCIAL INCCOM75473010913270SH DFND927000
RAYONIER INCCOM7549071031475,615SH DFND135,61500
RAYONIER INCCOM754907103501,895SH DFND141,89500
RAYONIER INCCOM7549071031415,362SH DFND75,36200
RAYONIER INCCOM754907103311,180SH DFND98800300
RAYONIER ADVANCED MATLS INCCOM75508B10421916,100SH DFND1,30016,100
RAYONIER ADVANCED MATLS INCCOM75508B104261,919SH DFND31,91900
RAYONIER ADVANCED MATLS INCCOM75508B104483,568SH DFND73,56800
RAYONIER ADVANCED MATLS INCCOM75508B104161,153SH DFND91,0530100
RAYTHEON COCOM NEW7551115075063,725SH DFND13,72500
RAYTHEON COCOM NEW7551115072752,020SH DFND1,32,02000
RAYTHEON COCOM NEW75511150717124SH DFND112400
RAYTHEON COCOM NEW7551115071,1728,620SH DFND138,62000
RAYTHEON COCOM NEW7551115073032,230SH DFND142,23000
RAYTHEON COCOM NEW755111507132968SH DFND396800
RAYTHEON COCOM NEW7551115073,10922,869SH DFND720,44402,425
RAYTHEON COCOM NEW7551115071,0427,665SH DFND7,97,66500
RAYTHEON COCOM NEW7551115075,25238,630SH DFND927,195011,435
RAYTHEON COCOM NEW75511150715SHCallDFND9500
RBC BEARINGS INCCOM75524B10491212,586SH DFND1,30012,586
RBC BEARINGS INCCOM75524B10466915SH DFND791500
RBC BEARINGS INCCOM75524B104751,029SH DFND91,02900
REALTY INCOME CORPCOM7561091041472,118SH DFND11,9950123
REALTY INCOME CORPCOM7561091046609,510SH DFND139,51000
REALTY INCOME CORPCOM7561091042223,200SH DFND143,20000
REALTY INCOME CORPCOM7561091048115SH DFND311500
REALTY INCOME CORPCOM75610910496513,912SH DFND713,91200
REALTY INCOME CORPCOM756109104731,047SH DFND99220125
REALTY INCOME CORPCOM7561091041,42420,533SH OTR1320,53300
RED HAT INCNOTE 0.250%10/0756577AD42218,000PRN DFND918,00000
RED HAT INCCOM756577102230SH DFND13000
RED HAT INCCOM756577102941,300SH DFND1,31,30000
RED HAT INCCOM7565771023725,130SH DFND135,13000
RED HAT INCCOM7565771021752,410SH DFND142,41000
RED HAT INCCOM756577102575SH DFND37500
RED HAT INCCOM7565771023314,558SH DFND74,3010257
RED HAT INCCOM75657710224327SH DFND7,9280047
RED HAT INCCOM756577102801,098SH DFND91,09800
REGAL ENTMT GROUPCL A75876610919870SH DFND1,387000
REGAL ENTMT GROUPCL A75876610917770SH DFND1377000
REGAL ENTMT GROUPCL A7587661099390SH DFND1439000
REGAL ENTMT GROUPCL A7587661093115SH DFND311500
REGAL ENTMT GROUPCL A75876610929413,322SH DFND713,32200
REGAL ENTMT GROUPCL A758766109994,483SH DFND94,1830300
REGENCY CTRS CORPCOM7588491032883,435SH DFND133,43500
REGENCY CTRS CORPCOM75884910374880SH DFND1488000
REGENCY CTRS CORPCOM758849103555SH DFND35500
REGENCY CTRS CORPCOM7588491033384,034SH DFND74,03400
REGENCY CTRS CORPCOM75884910319SH DFND7,9009
REGENCY CTRS CORPCOM758849103447SH DFND94700
REGENCY CTRS CORPCOM7588491031,49117,804SH OTR1317,80400
REGENERON PHARMACEUTICALSCOM75886F1072,5737,368SH DFND17,313055
REGENERON PHARMACEUTICALSCOM75886F1079672,770SH DFND1,32,77000
REGENERON PHARMACEUTICALSCOM75886F1072675SH DFND17500
REGENERON PHARMACEUTICALSCOM75886F1073871,108SH DFND11,026082
REGENERON PHARMACEUTICALSCOM75886F1078382,400SH DFND132,40000
REGENERON PHARMACEUTICALSCOM75886F107279800SH DFND1480000
REGENERON PHARMACEUTICALSCOM75886F1079442,703SH DFND32,70300
REGENERON PHARMACEUTICALSCOM75886F1078,31723,815SH DFND723,4700345
REGENERON PHARMACEUTICALSCOM75886F107158453SH DFND7,945300
REGENERON PHARMACEUTICALSCOM75886F1074,99214,295SH DFND914,1640131
REGENERON PHARMACEUTICALSCOM75886F1073761,078SH OTR131,07800
REGIONS FINL CORP NEWCOM7591EP10091,000SH DFND11,00000
REGIONS FINL CORP NEWCOM7591EP10029734,856SH DFND1334,85600
REGIONS FINL CORP NEWCOM7591EP10010211,962SH DFND1411,96200
REGIONS FINL CORP NEWCOM7591EP1004475SH DFND347500
REGIONS FINL CORP NEWCOM7591EP10020323,827SH DFND723,82700
REGIONS FINL CORP NEWCOM7591EP100161,915SH DFND7,91,5150400
REGIONS FINL CORP NEWCOM7591EP100161,830SH DFND91,83000
REINSURANCE GROUP AMER INCCOM NEW7593516041641,690SH DFND131,69000
REINSURANCE GROUP AMER INCCOM NEW75935160443440SH DFND1444000
REINSURANCE GROUP AMER INCCOM NEW759351604555SH DFND35500
REINSURANCE GROUP AMER INCCOM NEW7593516042572,646SH DFND72,586060
REINSURANCE GROUP AMER INCCOM NEW759351604115SH DFND91500
RELIANCE STEEL & ALUMINUM COCOM75950910223300SH DFND1,330000
RELIANCE STEEL & ALUMINUM COCOM7595091021381,800SH DFND131,80000
RELIANCE STEEL & ALUMINUM COCOM75950910254700SH DFND1470000
RELIANCE STEEL & ALUMINUM COCOM759509102225SH DFND32500
RELIANCE STEEL & ALUMINUM COCOM7595091024175,420SH DFND75,3050115
RELIANCE STEEL & ALUMINUM COCOM75950910217215SH DFND921500
RELIANCE STEEL & ALUMINUM COCOM75950910222SHCallDFND9200
RELX PLCSPONSORED ADR7595301081216,465SH DFND76,420045
RELX PLCSPONSORED ADR7595301086345SH DFND7,900345
RELX PLCSPONSORED ADR7595301081115,947SH DFND95,94700
RELX NVSPONSORED ADR75955B10217910,278SH DFND710,27800
REPUBLIC SVCS INCCOM760759100831,620SH DFND1,31,62000
REPUBLIC SVCS INCCOM7607591004488,740SH DFND138,74000
REPUBLIC SVCS INCCOM760759100571,110SH DFND141,11000
REPUBLIC SVCS INCCOM7607591006125SH DFND312500
REPUBLIC SVCS INCCOM7607591001082,114SH DFND71,9350179
REPUBLIC SVCS INCCOM76075910015301SH DFND7,9285016
REPUBLIC SVCS INCCOM76075910029570SH DFND91730397
RESMED INCCOM761152107572SH DFND17200
RESMED INCCOM76115210763990SH DFND1,399000
RESMED INCCOM7611521074386,920SH DFND136,92000
RESMED INCCOM7611521071582,500SH DFND142,50000
RESMED INCCOM761152107465SH DFND36500
RESMED INCCOM7611521072333,678SH DFND72,12201,556
RESMED INCCOM7611521071021,606SH DFND944101,165
RETAIL PPTYS AMER INCCL A76131V2021257,400SH DFND137,40000
RETAIL PPTYS AMER INCCL A76131V202171,000SH DFND141,00000
RETAIL PPTYS AMER INCCL A76131V2022145SH DFND314500
RETAIL PPTYS AMER INCCL A76131V20217982SH DFND798200
RETAIL PPTYS AMER INCCL A76131V202182SH DFND7,90082
RETAIL PPTYS AMER INCCL A76131V2027435SH DFND943500
RETAIL PPTYS AMER INCCL A76131V20239123,153SH OTR1323,15300
REX ENERGY CORPORATIONCOM7615651002030,000SH DFND130,00000
REYNOLDS AMERICAN INCCOM7617131064919,104SH DFND17,12101,983
REYNOLDS AMERICAN INCCOM7617131061893,500SH DFND1,33,50000
REYNOLDS AMERICAN INCCOM76171310624454SH DFND145400
REYNOLDS AMERICAN INCCOM76171310615280SH DFND128000
REYNOLDS AMERICAN INCCOM76171310665312,100SH DFND1312,10000
REYNOLDS AMERICAN INCCOM7617131062324,300SH DFND144,30000
REYNOLDS AMERICAN INCCOM7617131061572,903SH DFND32,90300
REYNOLDS AMERICAN INCCOM7617131063,08257,146SH DFND756,7720374
REYNOLDS AMERICAN INCCOM761713106561,041SH DFND7,91,04100
REYNOLDS AMERICAN INCCOM7617131061,97336,581SH DFND936,3470234
RIO TINTO PLCSPONSORED ADR76720410022700SH DFND170000
RIO TINTO PLCSPONSORED ADR767204100421,356SH DFND71,35600
RIO TINTO PLCSPONSORED ADR7672041001615,146SH DFND94,9680178
RITE AID CORPCOM767754104344,500SH DFND1,34,50000
RITE AID CORPCOM767754104344,500SH DFND134,50000
RITE AID CORPCOM767754104466,200SH DFND146,20000
RITE AID CORPCOM7677541042275SH DFND327500
RITE AID CORPCOM76775410456675,510SH DFND775,51000
RITE AID CORPCOM76775410424,4073,258,643SH DFND969903,257,944
ROBERT HALF INTL INCCOM770323103381,000SH DFND1,31,00000
ROBERT HALF INTL INCCOM770323103792,060SH DFND132,06000
ROBERT HALF INTL INCCOM77032310327700SH DFND1470000
ROBERT HALF INTL INCCOM770323103255SH DFND35500
ROBERT HALF INTL INCCOM770323103842,211SH DFND72,169042
ROBERT HALF INTL INCCOM77032310311300SH DFND7,9240060
ROBERT HALF INTL INCCOM7703231031955,100SH DFND95,10000
ROCKWELL AUTOMATION INCCOM7739031099538,303SH DFND18,30300
ROCKWELL AUTOMATION INCCOM773903109102890SH DFND1,389000
ROCKWELL AUTOMATION INCCOM7739031093352,920SH DFND132,92000
ROCKWELL AUTOMATION INCCOM7739031091481,290SH DFND141,29000
ROCKWELL AUTOMATION INCCOM773903109650SH DFND35000
ROCKWELL AUTOMATION INCCOM7739031096065,281SH DFND75,28100
ROCKWELL AUTOMATION INCCOM77390310913114SH DFND7,911400
ROCKWELL AUTOMATION INCCOM7739031093953,442SH DFND92,7920650
ROCKWELL COLLINS INCCOM7743411013464,065SH DFND13,985080
ROCKWELL COLLINS INCCOM77434110177900SH DFND1,390000
ROCKWELL COLLINS INCCOM7743411012442,870SH DFND132,87000
ROCKWELL COLLINS INCCOM7743411011091,280SH DFND141,28000
ROCKWELL COLLINS INCCOM774341101560SH DFND36000
ROCKWELL COLLINS INCCOM7743411012172,545SH DFND72,3440201
ROCKWELL COLLINS INCCOM774341101335SH DFND7,90035
ROCKWELL COLLINS INCCOM7743411011321,550SH DFND91,55000
ROGERS COMMUNICATIONS INCCL B775109200364SH DFND16400
ROGERS COMMUNICATIONS INCCL B7751092001,67341,410SH DFND741,388022
ROGERS COMMUNICATIONS INCCL B7751092001,09227,027SH DFND7,927,02700
ROGERS COMMUNICATIONS INCCL B7751092001,17028,952SH DFND928,95200
ROLLINS INCCOM77571110413450SH DFND1,345000
ROLLINS INCCOM7757111049300SH DFND1430000
ROLLINS INCCOM775711104275SH DFND37500
ROLLINS INCCOM7757111041575,363SH DFND75,2240139
ROLLINS INCCOM775711104351,211SH DFND97040507
ROPER TECHNOLOGIES INCCOM776696106159933SH DFND1150918
ROPER TECHNOLOGIES INCCOM776696106113660SH DFND1,366000
ROPER TECHNOLOGIES INCCOM7766961065123,000SH DFND133,00000
ROPER TECHNOLOGIES INCCOM776696106148870SH DFND1487000
ROPER TECHNOLOGIES INCCOM776696106635SH DFND33500
ROPER TECHNOLOGIES INCCOM7766961062,09112,260SH DFND712,250010
ROPER TECHNOLOGIES INCCOM77669610615SH DFND7,9005
ROPER TECHNOLOGIES INCCOM7766961062,09112,258SH DFND912,1380120
ROSS STORES INCCOM77829610384814,964SH DFND17,85807,106
ROSS STORES INCCOM7782961031422,510SH DFND1,32,51000
ROSS STORES INCCOM77829610359210,440SH DFND1310,44000
ROSS STORES INCCOM7782961032213,900SH DFND143,90000
ROSS STORES INCCOM7782961039165SH DFND316500
ROSS STORES INCCOM7782961032,55545,070SH DFND740,32304,747
ROSS STORES INCCOM7782961031783,142SH DFND7,93,110032
ROSS STORES INCCOM7782961031,37724,286SH DFND97,586016,700
ROYAL BK CDA MONTREAL QUECOM78008710245770SH DFND177000
ROYAL BK CDA MONTREAL QUECOM7800871022293,882SH DFND73,859023
ROYAL BK CDA MONTREAL QUECOM78008710225418SH DFND7,941800
ROYAL BK CDA MONTREAL QUECOM78008710299116,771SH DFND916,77100
ROYAL DUTCH SHELL PLCSPON ADR B7802591071,50926,952SH DFND726,900052
ROYAL DUTCH SHELL PLCSPON ADR B78025910738679SH DFND7,967900
ROYAL DUTCH SHELL PLCSPON ADR B78025910767111,974SH DFND95,87406,100
ROYAL DUTCH SHELL PLCSPON ADR B78025910779814,249SH OTR1314,24900
ROYAL DUTCH SHELL PLCSPONS ADR A7802592063,48963,192SH DFND160,19203,000
ROYAL DUTCH SHELL PLCSPONS ADR A78025920623420SH DFND142000
ROYAL DUTCH SHELL PLCSPONS ADR A78025920615264SH DFND126400
ROYAL DUTCH SHELL PLCSPONS ADR A7802592062274,116SH DFND34,11600
ROYAL DUTCH SHELL PLCSPONS ADR A7802592064,84387,704SH DFND786,28601,418
ROYAL DUTCH SHELL PLCSPONS ADR A7802592061,68930,585SH DFND7,930,4450140
ROYAL DUTCH SHELL PLCSPONS ADR A78025920615,509280,850SH DFND9266,053014,797
ROYAL DUTCH SHELL PLCSPONS ADR A78025920675213,613SH OTR1313,61300
ROYAL GOLD INCNOTE 2.875% 6/1780287AA666,000PRN DFND76,00000
ROYAL GOLD INCNOTE 2.875% 6/1780287AA63331,000PRN DFND931,00000
ROYCE VALUE TR INCCOM78091010521618,373SH DFND718,1830190
ROYCE MICRO-CAP TR INCCOM7809151047410,031SH DFND710,000031
ROYCE MICRO-CAP TR INCCOM780915104101,402SH DFND91,40200
RYANAIR HLDGS PLCSPONSORED ADR NE78351320347674SH DFND12740400
RYANAIR HLDGS PLCSPONSORED ADR NE7835132031,34919,394SH DFND719,329065
RYANAIR HLDGS PLCSPONSORED ADR NE7835132034816,919SH DFND7,96,856063
RYANAIR HLDGS PLCSPONSORED ADR NE7835132036679,592SH DFND99,59200
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W1061361,687SH DFND11,68700
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W10699412,372SH DFND712,37200
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W1064805,979SH DFND95,97900
RYDEX ETF TRUSTGUG S&P500EQWTTE78355W81711115SH DFND100115
RYDEX ETF TRUSTGUG S&P500EQWTTE78355W8175045,370SH DFND75,37000
RYLAND GROUP INCNOTE 1.625% 5/1783764AQ63326,000PRN DFND926,00000
RYMAN HOSPITALITY PPTYS INCCOM78377T10791117,990SH DFND1,30017,990
RYMAN HOSPITALITY PPTYS INCCOM78377T107931,828SH DFND31,82800
RYMAN HOSPITALITY PPTYS INCCOM78377T1072334,591SH DFND74,493098
RYMAN HOSPITALITY PPTYS INCCOM78377T107901,780SH DFND91,78000
RYMAN HOSPITALITY PPTYS INCCOM78377T1072234,403SH OTR134,40300
S & T BANCORP INCCOM7838591011,44859,225SH DFND159,22500
SBA COMMUNICATIONS CORPCOM78388J10684780SH DFND1,378000
SBA COMMUNICATIONS CORPCOM78388J1063293,050SH DFND133,05000
SBA COMMUNICATIONS CORPCOM78388J10686800SH DFND1480000
SBA COMMUNICATIONS CORPCOM78388J106660SH DFND36000
SBA COMMUNICATIONS CORPCOM78388J1062212,047SH DFND71,966081
SBA COMMUNICATIONS CORPCOM78388J10618SH DFND7,9008
SBA COMMUNICATIONS CORPCOM78388J10650459SH DFND945900
S&P GLOBAL INCCOM78409V1043913,647SH DFND13,64700
S&P GLOBAL INCCOM78409V1049869,190SH DFND139,19000
S&P GLOBAL INCCOM78409V1043162,945SH DFND142,94500
S&P GLOBAL INCCOM78409V10412115SH DFND311500
S&P GLOBAL INCCOM78409V1044,02837,555SH DFND737,55500
S&P GLOBAL INCCOM78409V10454500SH DFND7,950000
S&P GLOBAL INCCOM78409V1044,68643,684SH DFND943,68400
SEI INVESTMENTS COCOM7841171039185SH DFND118500
SEI INVESTMENTS COCOM7841171031853,840SH DFND133,84000
SEI INVESTMENTS COCOM784117103951,970SH DFND141,97000
SEI INVESTMENTS COCOM784117103245SH DFND34500
SEI INVESTMENTS COCOM7841171031994,138SH DFND71,93802,200
SEI INVESTMENTS COCOM7841171033286,820SH DFND96,82000
SEI INVESTMENTS COCOM7841171033677,627SH OTR137,62700
SL GREEN RLTY CORPCOM78440X1011591,490SH DFND131,49000
SL GREEN RLTY CORPCOM78440X10166620SH DFND1462000
SL GREEN RLTY CORPCOM78440X101435SH DFND33500
SL GREEN RLTY CORPCOM78440X10143403SH DFND740300
SL GREEN RLTY CORPCOM78440X101111SH DFND91100
SL GREEN RLTY CORPCOM78440X1012,38522,403SH OTR1322,40300
SLM CORPCOM78442P106548,660SH DFND138,66000
SLM CORPCOM78442P106365,770SH DFND145,77000
SLM CORPCOM78442P10605SH DFND3500
SLM CORPCOM78442P106101,577SH DFND71,57700
SLM CORPCOM78442P1063530SH DFND7,953000
SLM CORPCOM78442P106060SH DFND96000
SPDR S&P 500 ETF TRTR UNIT78462F10319,06891,027SH DFND190,02701,000
SPDR S&P 500 ETF TRTR UNIT78462F1036,72032,081SH DFND332,08100
SPDR S&P 500 ETF TRTR UNIT78462F10388,759423,719SH DFND7422,7600959
SPDR S&P 500 ETF TRTR UNIT78462F1038,18039,050SH DFND7,939,05000
SPDR S&P 500 ETF TRTR UNIT78462F10350,202239,655SH DFND9223,426016,229
SPDR S&P 500 ETF TRTR UNIT78462F10348SHCallDFND7800
SPDR S&P 500 ETF TRTR UNIT78462F1033164SHCallDFND916400
SPDR S&P 500 ETF TRTR UNIT78462F103819SHPutDFND11900
SPDR S&P 500 ETF TRTR UNIT78462F1033353SHPutDFND75300
SPDR S&P 500 ETF TRTR UNIT78462F10345165SHPutDFND916500
SPDR GOLD TRUSTGOLD SHS78463V1072391,890SH DFND11,89000
SPDR GOLD TRUSTGOLD SHS78463V1079537,532SH DFND1,37,53200
SPDR GOLD TRUSTGOLD SHS78463V1079,53675,399SH DFND775,2340165
SPDR GOLD TRUSTGOLD SHS78463V1071,98915,729SH DFND915,72900
SPDR INDEX SHS FDSEURO STOXX 5078463X2022126,815SH DFND76,81500
SPDR INDEX SHS FDSEURO STOXX 5078463X202782,500SH DFND7,92,50000
SPDR INDEX SHS FDSEURO STOXX 5078463X2021274,083SH DFND94,08300
SPDR INDEX SHS FDSS&P EM MKT DIV78463X5331636,050SH DFND15,7500300
SPDR INDEX SHS FDSS&P EM MKT DIV78463X53347517,645SH DFND717,64500
SPDR INDEX SHS FDSS&P EM MKT DIV78463X53371526,550SH DFND7,926,55000
SPDR INDEX SHS FDSS&P EM MKT DIV78463X53355720,700SH DFND920,70000
SPDR INDEX SHS FDSGLB NAT RESRCE78463X5411022,760SH DFND12,76000
SPDR INDEX SHS FDSGLB NAT RESRCE78463X5412456,602SH DFND36,60200
SPDR INDEX SHS FDSGLB NAT RESRCE78463X5411123,014SH DFND73,01400
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X74930596SH DFND159600
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X7491,52830,350SH DFND730,34109
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X749501,000SH DFND7,91,00000
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X7491072,125SH DFND92,12500
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86310,947264,107SH DFND1261,12202,985
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8634106SH DFND110600
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8631,52236,713SH DFND131,72804,985
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8631,94246,850SH DFND1346,85000
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86360014,478SH DFND14014,4780
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8634,12199,408SH DFND399,40800
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86328,851696,038SH DFND7694,50901,529
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8631,06125,605SH DFND7,925,554051
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86332,928794,396SH DFND9780,113014,283
SPDR SERIES TRUSTNUV HGHYLD MUN78464A2843095,165SH DFND74,1840981
SPDR SERIES TRUSTBRC CNV SECS ETF78464A35962014,138SH DFND714,13800
SPDR SERIES TRUSTBRC CNV SECS ETF78464A35950811,581SH DFND911,58100
SPDR SERIES TRUSTBRC HGH YLD BD78464A4172,17560,949SH DFND756,80004,149
SPDR SERIES TRUSTBARC SHT TR CP78464A4743079,972SH DFND79,97200
SPDR SERIES TRUSTCITI INT GVT ETF78464A490631,152SH DFND71,080072
SPDR SERIES TRUSTCITI INT GVT ETF78464A4902334,252SH DFND981503,437
SPDR SERIES TRUSTBRCLYS INTL ETF78464A5161,31422,988SH DFND722,98800
SPDR SERIES TRUSTDJ REIT ETF78464A6076236,265SH DFND16,26500
SPDR SERIES TRUSTDJ REIT ETF78464A6073,19132,096SH DFND731,7170379
SPDR SERIES TRUSTDJ REIT ETF78464A6073743,760SH DFND7,93,76000
SPDR SERIES TRUSTDJ REIT ETF78464A6079,45595,096SH DFND988,1472956,654
SPDR SERIES TRUSTBARCLYS TIPS ETF78464A6562243,847SH DFND13,84700
SPDR SERIES TRUSTBARCLYS TIPS ETF78464A65614239SH DFND723900
SPDR SERIES TRUSTS&P REGL BKG78464A6981574,093SH DFND73,8500243
SPDR SERIES TRUSTS&P REGL BKG78464A6982676,945SH DFND96,94500
SPDR SERIES TRUSTS&P REGL BKG78464A69802SHCallDFND7200
SPDR SERIES TRUSTS&P DIVID ETF78464A76314,517172,989SH DFND1170,67502,314
SPDR SERIES TRUSTS&P DIVID ETF78464A76368806SH DFND380600
SPDR SERIES TRUSTS&P DIVID ETF78464A7631,50317,915SH DFND716,79301,122
SPDR SERIES TRUSTS&P DIVID ETF78464A7634585,459SH DFND94,4750984
SPDR SERIES TRUSTS&P BK ETF78464A79733110,870SH DFND710,87000
SPDR SERIES TRUSTS&P BK ETF78464A7974135SH DFND900135
SPDR SERIES TRUSTS&P BIOTECH78464A87067312,439SH DFND112,0000439
SPDR SERIES TRUSTS&P BIOTECH78464A87037683SH DFND768300
SSGA ACTIVE ETF TRSPDR TR TACTIC78467V8484909,824SH DFND79,3480476
SSGA ACTIVE ETF TRSPDR TR TACTIC78467V84859912,000SH DFND90012,000
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1095,34629,868SH DFND129,86800
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1091,93610,813SH DFND710,81300
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1097794,350SH DFND94,35000
SPDR DOW JONES INDL AVRG ETFUT SER 178467X10923SHCallDFND7300
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y107102375SH DFND137500
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1073,39912,484SH DFND712,466018
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y107231850SH DFND7,985000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1078,97832,980SH DFND927,08005,900
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10715SHCallDFND9500
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10728SHPutDFND9800
SPDR SER TRSHT TRM HGH YLD78468R40829110,765SH DFND79,76501,000
SPDR SER TRNUVN BRCLY MUNI78468R721851,675SH DFND11,67500
SPDR SER TRNUVN BRCLY MUNI78468R7214959,784SH DFND79,78400
SPDR SER TRNUVN BR SHT MUNI78468R739631,275SH DFND11,27500
SPDR SER TRNUVN BR SHT MUNI78468R73989018,139SH DFND717,6630476
SVB FINL GROUPCOM78486Q10110100SH DFND100100
SVB FINL GROUPCOM78486Q1011711,800SH DFND131,80000
SVB FINL GROUPCOM78486Q10148500SH DFND1450000
SVB FINL GROUPCOM78486Q101225SH DFND32500
SVB FINL GROUPCOM78486Q10178822SH DFND782200
SVB FINL GROUPCOM78486Q10172757SH DFND95530204
SABRE CORPCOM78573M1041565,828SH DFND135105,477
SABRE CORPCOM78573M104391,440SH DFND1,31,44000
SABRE CORPCOM78573M104381,420SH DFND131,42000
SABRE CORPCOM78573M104124SH DFND140240
SABRE CORPCOM78573M104270SH DFND37000
SABRE CORPCOM78573M104291,090SH DFND71,024066
SABRE CORPCOM78573M10425931SH DFND993100
SABRE CORPCOM78573M1041,38151,560SH OTR1351,56000
ST JUDE MED INCCOM7908491032242,867SH DFND11,50001,367
ST JUDE MED INCCOM7908491031622,080SH DFND1,32,08000
ST JUDE MED INCCOM7908491036848,770SH DFND138,77000
ST JUDE MED INCCOM7908491032272,910SH DFND142,91000
ST JUDE MED INCCOM79084910348617SH DFND361700
ST JUDE MED INCCOM7908491036017,710SH DFND75,09302,617
ST JUDE MED INCCOM79084910334439SH DFND7,943900
ST JUDE MED INCCOM7908491034105,252SH DFND95,25200
SALESFORCE COM INCNOTE 0.250% 4/079466LAD6108,000PRN DFND78,00000
SALESFORCE COM INCNOTE 0.250% 4/079466LAD62519,000PRN DFND919,00000
SALESFORCE COM INCCOM79466L3021,71521,592SH DFND115,67905,913
SALESFORCE COM INCCOM79466L3023834,820SH DFND1,34,82000
SALESFORCE COM INCCOM79466L3021,62220,430SH DFND1320,43000
SALESFORCE COM INCCOM79466L3025256,613SH DFND146,600130
SALESFORCE COM INCCOM79466L30222272SH DFND327200
SALESFORCE COM INCCOM79466L3021,42117,891SH DFND717,860031
SALESFORCE COM INCCOM79466L3021922,415SH DFND7,92,339076
SALESFORCE COM INCCOM79466L3021,24115,623SH DFND915,62300
SALESFORCE COM INCCOM79466L3021,02512,912SH OTR1312,91200
SALLY BEAUTY HLDGS INCCOM79546E10428940SH DFND1,394000
SALLY BEAUTY HLDGS INCCOM79546E104742,500SH DFND132,50000
SALLY BEAUTY HLDGS INCCOM79546E104118SH DFND31800
SALLY BEAUTY HLDGS INCCOM79546E1042317,852SH DFND72,01705,835
SANDY SPRING BANCORP INCCOM80036310339513,577SH DFND113,57700
SANDY SPRING BANCORP INCCOM800363103923,165SH DFND73,16500
SANDY SPRING BANCORP INCCOM800363103121SH DFND7,90021
SANOFISPONSORED ADR80105N1051884,491SH DFND14,1400351
SANOFISPONSORED ADR80105N105571,363SH DFND31,36300
SANOFISPONSORED ADR80105N10598923,634SH DFND723,3100324
SANOFISPONSORED ADR80105N10562815,010SH DFND7,915,01000
SANOFISPONSORED ADR80105N1051,68540,273SH DFND914,063026,210
SANOFISPONSORED ADR80105N10513SHCallDFND7300
SAP SESPON ADR80305420472966SH DFND196600
SAP SESPON ADR8030542041,61621,540SH DFND721,2310309
SAP SESPON ADR8030542045397,182SH DFND7,97,18200
SAP SESPON ADR8030542041,04313,900SH DFND912,51301,387
SCANA CORP NEWCOM80589M1022172,871SH DFND12,87100
SCANA CORP NEWCOM80589M10223300SH DFND1,330000
SCANA CORP NEWCOM80589M102560SH DFND36000
SCANA CORP NEWCOM80589M1026168,145SH DFND78,071074
SCANA CORP NEWCOM80589M10218SH DFND7,9008
SCANA CORP NEWCOM80589M1025,15568,134SH DFND968,13400
SCHEIN HENRY INCCOM80640710297550SH DFND155000
SCHEIN HENRY INCCOM806407102127720SH DFND1,372000
SCHEIN HENRY INCCOM8064071025943,360SH DFND133,36000
SCHEIN HENRY INCCOM8064071021961,110SH DFND141,11000
SCHEIN HENRY INCCOM806407102530SH DFND33000
SCHEIN HENRY INCCOM8064071021,6639,404SH DFND79,314090
SCHEIN HENRY INCCOM80640710252294SH DFND929400
SCHLUMBERGER LTDCOM80685710812,916163,327SH DFND1157,21206,115
SCHLUMBERGER LTDCOM8068571081,36417,245SH DFND1,317,24500
SCHLUMBERGER LTDCOM8068571082433,074SH DFND12,6890385
SCHLUMBERGER LTDCOM8068571082,55432,295SH DFND1332,29500
SCHLUMBERGER LTDCOM8068571087409,355SH DFND149,35500
SCHLUMBERGER LTDCOM80685710893811,859SH DFND311,85900
SCHLUMBERGER LTDCOM80685710820,239255,928SH DFND7250,38205,546
SCHLUMBERGER LTDCOM8068571083,50244,278SH DFND7,944,184094
SCHLUMBERGER LTDCOM80685710823,334295,066SH DFND9283,959011,107
SCHLUMBERGER LTDCOM8068571082,40930,466SH OTR1330,46600
SCHWAB CHARLES CORP NEWCOM80851310538015,004SH DFND16,30108,703
SCHWAB CHARLES CORP NEWCOM80851310573829,150SH DFND1329,15000
SCHWAB CHARLES CORP NEWCOM8085131052409,473SH DFND149,450230
SCHWAB CHARLES CORP NEWCOM80851310558723,202SH DFND323,20200
SCHWAB CHARLES CORP NEWCOM8085131051,38854,827SH DFND745,46609,361
SCHWAB CHARLES CORP NEWCOM808513105401,594SH DFND7,91,4530141
SCHWAB CHARLES CORP NEWCOM80851310576730,285SH DFND929,6820603
SCHWAB STRATEGIC TRSCHWAB FDT US SC80852476332611,115SH DFND911,11500
SCHWAB STRATEGIC TRSCHWAB FDT US LG80852477130310,000SH DFND910,00000
SCHWAB STRATEGIC TRUS TIPS ETF8085248701873,315SH DFND13,31500
SCHWAB STRATEGIC TRUS TIPS ETF8085248702143,786SH DFND73,78600
SCOTTS MIRACLE GRO COCL A81018610680911,569SH DFND111,56900
SCOTTS MIRACLE GRO COCL A81018610614200SH DFND1,320000
SCOTTS MIRACLE GRO COCL A810186106225SH DFND32500
SCOTTS MIRACLE GRO COCL A81018610689412,784SH DFND710,16702,617
SCOTTS MIRACLE GRO COCL A81018610611158SH DFND7,915800
SCOTTS MIRACLE GRO COCL A8101861061,13016,165SH DFND916,16500
SCRIPPS NETWORKS INTERACT INCL A COM811065101118SH DFND11800
SCRIPPS NETWORKS INTERACT INCL A COM81106510137590SH DFND1,359000
SCRIPPS NETWORKS INTERACT INCL A COM811065101861,380SH DFND131,38000
SCRIPPS NETWORKS INTERACT INCL A COM811065101821,310SH DFND141,31000
SCRIPPS NETWORKS INTERACT INCL A COM811065101345SH DFND34500
SCRIPPS NETWORKS INTERACT INCL A COM8110651011302,095SH DFND72,037058
SCRIPPS NETWORKS INTERACT INCL A COM811065101781,250SH DFND91,25000
SEALED AIR CORP NEWCOM81211K1001262,734SH DFND12,73400
SEALED AIR CORP NEWCOM81211K100511,100SH DFND1,31,10000
SEALED AIR CORP NEWCOM81211K100641,400SH DFND131,40000
SEALED AIR CORP NEWCOM81211K100551,200SH DFND141,20000
SEALED AIR CORP NEWCOM81211K10033717SH DFND371700
SEALED AIR CORP NEWCOM81211K1001,20026,095SH DFND725,8350260
SEALED AIR CORP NEWCOM81211K100831,804SH DFND7,91,80400
SEALED AIR CORP NEWCOM81211K1004319,369SH DFND99,36900
SELECT SECTOR SPDR TRSBI MATERIALS81369Y10049610,707SH DFND710,70700
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y209450SH DFND15000
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2091,54521,542SH DFND721,54200
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2091,27717,812SH DFND916,29301,519
SELECT SECTOR SPDR TRSBI CONS STPLS81369Y30878614,243SH DFND714,24300
SELECT SECTOR SPDR TRSBI CONS STPLS81369Y308651,180SH DFND7,91,18000
SELECT SECTOR SPDR TRSBI CONS STPLS81369Y30821376SH DFND937600
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y40761780SH DFND178000
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4076398,189SH DFND77,3360853
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y40767864SH DFND7,986400
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4071,70221,798SH DFND921,79800
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y506931,370SH DFND11,37000
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y50618260SH DFND126000
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5061,54222,594SH DFND722,59400
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y506761,118SH DFND7,91,11800
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5061362,000SH DFND91,2320768
SELECT SECTOR SPDR TRSBI INT-FINL81369Y60534615,150SH DFND115,15000
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051004,392SH DFND14,39200
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,26255,213SH DFND755,21300
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,62871,230SH DFND943,399027,831
SELECT SECTOR SPDR TRSBI INT-INDS81369Y7041,29523,115SH DFND723,11500
SELECT SECTOR SPDR TRSBI INT-INDS81369Y7047128SH DFND912800
SELECT SECTOR SPDR TRTECHNOLOGY81369Y803701,616SH DFND11,61600
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8031102,530SH DFND12,53000
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8033,01069,393SH DFND767,24902,144
SELECT SECTOR SPDR TRTECHNOLOGY81369Y803591,350SH DFND7,91,35000
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8031,91744,198SH DFND931,140013,058
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88655010,474SH DFND19,07501,399
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88692817,691SH DFND716,69101,000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y886851,620SH DFND7,91,62000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88623431SH DFND943100
SEMPRA ENERGYCOM81685110980700SH DFND1,370000
SEMPRA ENERGYCOM8168511092171,900SH DFND131,90000
SEMPRA ENERGYCOM8168511091601,400SH DFND141,40000
SEMPRA ENERGYCOM81685110912105SH DFND310500
SEMPRA ENERGYCOM8168511091,16410,207SH DFND79,9900217
SEMPRA ENERGYCOM81685110927237SH DFND7,923700
SEMPRA ENERGYCOM8168511092732,390SH DFND91,30501,085
SENIOR HSG PPTYS TRSH BEN INT81721M1096300SH DFND130000
SENIOR HSG PPTYS TRSH BEN INT81721M1091467,000SH DFND137,00000
SENIOR HSG PPTYS TRSH BEN INT81721M109422,000SH DFND142,00000
SENIOR HSG PPTYS TRSH BEN INT81721M1093155SH DFND315500
SENIOR HSG PPTYS TRSH BEN INT81721M1092049,815SH DFND79,734081
SENIOR HSG PPTYS TRSH BEN INT81721M109130SH DFND93000
SENIOR HSG PPTYS TRSH BEN INT81721M10940619,470SH OTR1319,47000
SENSIENT TECHNOLOGIES CORPCOM81725T1004376,145SH DFND1,3006,145
SENSIENT TECHNOLOGIES CORPCOM81725T10013184SH DFND718400
SENSIENT TECHNOLOGIES CORPCOM81725T100120SH DFND92000
SERVICE CORP INTLCOM817565104481,785SH DFND11,78500
SERVICE CORP INTLCOM81756510426960SH DFND1,396000
SERVICE CORP INTLCOM8175651041134,170SH DFND134,17000
SERVICE CORP INTLCOM817565104692,560SH DFND142,56000
SERVICE CORP INTLCOM8175651041304,823SH DFND34,82300
SERVICE CORP INTLCOM81756510431211,545SH DFND711,478067
SERVICE CORP INTLCOM8175651041585,832SH DFND7,95,83200
SERVICE CORP INTLCOM81756510456720,957SH DFND919,55701,400
SERVICENOW INCNOTE 11/081762PAB865,000PRN DFND75,00000
SERVICENOW INCNOTE 11/081762PAB82321,000PRN DFND921,00000
SERVICENOW INCCOM81762P102781,180SH DFND1,31,18000
SERVICENOW INCCOM81762P1022994,500SH DFND134,50000
SERVICENOW INCCOM81762P10240600SH DFND1460000
SERVICENOW INCCOM81762P102457SH DFND35700
SERVICENOW INCCOM81762P1021562,354SH DFND72,303051
SERVICENOW INCCOM81762P10221316SH DFND931600
SHAW COMMUNICATIONS INCCL B CONV82028K2001718,890SH DFND78,89000
SHAW COMMUNICATIONS INCCL B CONV82028K20045023,463SH DFND7,923,46300
SHAW COMMUNICATIONS INCCL B CONV82028K20030115,688SH DFND915,68800
SHELL MIDSTREAM PARTNERS L PUNIT LTD INT8226341012236,612SH DFND76,61200
SHERWIN WILLIAMS COCOM8243481061,9596,670SH DFND144406,226
SHERWIN WILLIAMS COCOM824348106147500SH DFND1,350000
SHERWIN WILLIAMS COCOM8243481065291,800SH DFND131,80000
SHERWIN WILLIAMS COCOM824348106148504SH DFND1450040
SHERWIN WILLIAMS COCOM824348106930SH DFND33000
SHERWIN WILLIAMS COCOM8243481061,4514,942SH DFND74,5550387
SHERWIN WILLIAMS COCOM82434810663215SH DFND7,9195020
SHERWIN WILLIAMS COCOM8243481065031,714SH DFND91,640074
SHIRE PLCSPONSORED ADR82481R106138750SH DFND175000
SHIRE PLCSPONSORED ADR82481R1061369SH DFND146900
SHIRE PLCSPONSORED ADR82481R106633SH DFND33300
SHIRE PLCSPONSORED ADR82481R1069315,055SH DFND74,9350120
SHIRE PLCSPONSORED ADR82481R10630165SH DFND7,9109056
SHIRE PLCSPONSORED ADR82481R1061,0905,919SH DFND95,91405
SHUTTERFLY INCNOTE 0.250% 5/182568PAB22323,000PRN DFND923,00000
SIGNATURE BK NEW YORK N YCOM82669G104215SH DFND11500
SIGNATURE BK NEW YORK N YCOM82669G1041251,000SH DFND131,00000
SIGNATURE BK NEW YORK N YCOM82669G10475600SH DFND1460000
SIGNATURE BK NEW YORK N YCOM82669G104110SH DFND31000
SIGNATURE BK NEW YORK N YCOM82669G1043983,187SH DFND72,7660421
SIGNATURE BK NEW YORK N YCOM82669G10415120SH DFND912000
SILICONWARE PRECISION INDS LSPONSD ADR SPL827084864749,700SH DFND79,70000
SILICONWARE PRECISION INDS LSPONSD ADR SPL827084864607,879SH DFND97,87900
SIMON PPTY GROUP INC NEWCOM8288061091,7578,101SH DFND18,10100
SIMON PPTY GROUP INC NEWCOM8288061092,1029,693SH DFND139,69300
SIMON PPTY GROUP INC NEWCOM8288061096382,941SH DFND142,94100
SIMON PPTY GROUP INC NEWCOM82880610929135SH DFND313500
SIMON PPTY GROUP INC NEWCOM8288061091,6597,648SH DFND77,3230325
SIMON PPTY GROUP INC NEWCOM828806109119548SH DFND7,9518030
SIMON PPTY GROUP INC NEWCOM8288061092,72112,546SH DFND912,3560190
SIMON PPTY GROUP INC NEWCOM8288061099,29742,862SH OTR1342,86200
SIMPSON MANUFACTURING CO INCCOM82907310566916,727SH DFND1,30016,727
SIRIUS XM HLDGS INCCOM82968B103205,000SH DFND15,00000
SIRIUS XM HLDGS INCCOM82968B1034611,530SH DFND1,311,53000
SIRIUS XM HLDGS INCCOM82968B10325163,640SH DFND1363,64000
SIRIUS XM HLDGS INCCOM82968B10310626,800SH DFND1426,80000
SIRIUS XM HLDGS INCCOM82968B1034930SH DFND393000
SIRIUS XM HLDGS INCCOM82968B103215,273SH DFND75,27300
SIRIUS XM HLDGS INCCOM82968B103369,214SH DFND99,21400
SIX FLAGS ENTMT CORP NEWCOM83001A10232550SH DFND1,355000
SIX FLAGS ENTMT CORP NEWCOM83001A1021803,100SH DFND133,10000
SIX FLAGS ENTMT CORP NEWCOM83001A10224420SH DFND342000
SIX FLAGS ENTMT CORP NEWCOM83001A1021172,026SH DFND71,8010225
SIX FLAGS ENTMT CORP NEWCOM83001A10220345SH DFND934500
SKECHERS U S A INCCL A83056610527910SH DFND1,391000
SKECHERS U S A INCCL A830566105983,300SH DFND133,30000
SKECHERS U S A INCCL A83056610524800SH DFND1480000
SKECHERS U S A INCCL A830566105150SH DFND35000
SKECHERS U S A INCCL A830566105662,235SH DFND72,23500
SKECHERS U S A INCCL A8305661051946,525SH DFND7,96,52500
SKYWORKS SOLUTIONS INCCOM83088M102911,435SH DFND11,43500
SKYWORKS SOLUTIONS INCCOM83088M102831,310SH DFND1,31,31000
SKYWORKS SOLUTIONS INCCOM83088M10216246SH DFND124600
SKYWORKS SOLUTIONS INCCOM83088M1023806,000SH DFND136,00000
SKYWORKS SOLUTIONS INCCOM83088M1021201,900SH DFND141,90000
SKYWORKS SOLUTIONS INCCOM83088M102583SH DFND38300
SKYWORKS SOLUTIONS INCCOM83088M10297015,333SH DFND715,323010
SKYWORKS SOLUTIONS INCCOM83088M1023645,759SH DFND95,75900
SMITH & NEPHEW PLCSPDN ADR NEW83175M2051704,941SH DFND14,94100
SMITH & NEPHEW PLCSPDN ADR NEW83175M205541,564SH DFND31,56400
SMITH & NEPHEW PLCSPDN ADR NEW83175M2052406,994SH DFND76,7630231
SMITH & NEPHEW PLCSPDN ADR NEW83175M20511317SH DFND7,931700
SMITH & NEPHEW PLCSPDN ADR NEW83175M2051,18934,647SH DFND933,64301,004
SMITH A OCOM83186520941470SH DFND1,347000
SMITH A OCOM8318652092202,500SH DFND132,50000
SMITH A OCOM83186520935400SH DFND1440000
SMITH A OCOM831865209333SH DFND33300
SMITH A OCOM83186520938436SH DFND7406030
SMITH A OCOM831865209110SH DFND91000
SMUCKER J M COCOM NEW8326964054512,962SH DFND12,3640598
SMUCKER J M COCOM NEW83269640576500SH DFND1,350000
SMUCKER J M COCOM NEW83269640524157SH DFND115700
SMUCKER J M COCOM NEW83269640522147SH DFND114700
SMUCKER J M COCOM NEW8326964051831,200SH DFND131,20000
SMUCKER J M COCOM NEW83269640561400SH DFND1440000
SMUCKER J M COCOM NEW832696405141925SH DFND392500
SMUCKER J M COCOM NEW8326964052,79218,322SH DFND717,6920630
SMUCKER J M COCOM NEW8326964054312,830SH DFND7,92,83000
SMUCKER J M COCOM NEW8326964057,47449,042SH DFND948,9400102
SNAP ON INCCOM833034101125794SH DFND179400
SNAP ON INCCOM83303410168430SH DFND1,343000
SNAP ON INCCOM8330341012021,280SH DFND131,28000
SNAP ON INCCOM83303410132200SH DFND1420000
SNAP ON INCCOM833034101427SH DFND32700
SNAP ON INCCOM8330341011,1477,266SH DFND77,190076
SNAP ON INCCOM83303410141262SH DFND7,926200
SNAP ON INCCOM8330341019155,800SH DFND95,80000
SNYDERS-LANCE INCCOM8335511042407,069SH DFND77,06900
SONOCO PRODS COCOM8354951022104,226SH DFND14,22600
SONOCO PRODS COCOM83549510215300SH DFND1,330000
SONOCO PRODS COCOM83549510215300SH DFND1430000
SONOCO PRODS COCOM835495102245SH DFND34500
SONOCO PRODS COCOM83549510267913,671SH DFND713,5690102
SONOCO PRODS COCOM835495102671,340SH DFND7,91,34000
SONOCO PRODS COCOM8354951021,71634,552SH DFND934,55200
SONY CORPADR NEW83569930720681SH DFND168100
SONY CORPADR NEW83569930777526,392SH DFND726,345047
SONY CORPADR NEW83569930733511,429SH DFND7,911,2190210
SONY CORPADR NEW83569930759420,254SH DFND920,25400
SOUTHERN COCOM8425871075,07994,706SH DFND185,57909,127
SOUTHERN COCOM8425871072664,955SH DFND1,34,95500
SOUTHERN COCOM84258710747874SH DFND187400
SOUTHERN COCOM8425871071172,181SH DFND12,18100
SOUTHERN COCOM84258710771913,400SH DFND1313,40000
SOUTHERN COCOM8425871072344,358SH DFND142,3002,0580
SOUTHERN COCOM84258710792417,233SH DFND317,23300
SOUTHERN COCOM84258710715,160282,680SH DFND7282,1600520
SOUTHERN COCOM8425871073,43564,045SH DFND7,964,030015
SOUTHERN COCOM8425871078,761163,355SH DFND9163,0950260
SOUTHERN COPPER CORPCOM84265V10513500SH DFND150000
SOUTHERN COPPER CORPCOM84265V1058300SH DFND1,330000
SOUTHERN COPPER CORPCOM84265V105652,400SH DFND132,40000
SOUTHERN COPPER CORPCOM84265V105351,300SH DFND141,30000
SOUTHERN COPPER CORPCOM84265V105280SH DFND38000
SOUTHERN COPPER CORPCOM84265V10526946SH DFND794600
SOUTHERN COPPER CORPCOM84265V105132SH DFND7,90032
SOUTHERN COPPER CORPCOM84265V10565424,248SH DFND924,24800
SOUTHERN COPPER CORPCOM84265V1051264,659SH OTR134,65900
SOUTHWEST AIRLS COCOM84474110815392SH DFND139200
SOUTHWEST AIRLS COCOM8447411081764,480SH DFND1,34,48000
SOUTHWEST AIRLS COCOM84474110864016,330SH DFND1316,33000
SOUTHWEST AIRLS COCOM8447411082215,630SH DFND145,63000
SOUTHWEST AIRLS COCOM84474110812295SH DFND329500
SOUTHWEST AIRLS COCOM84474110849812,706SH DFND712,70600
SOUTHWEST AIRLS COCOM8447411083,00976,752SH DFND976,671081
SOUTHWEST GAS CORPCOM84489510217210SH DFND121000
SOUTHWEST GAS CORPCOM84489510239490SH DFND349000
SOUTHWEST GAS CORPCOM8448951021622,059SH DFND72,05900
SOUTHWEST GAS CORPCOM844895102564SH DFND96400
SOUTHWESTERN ENERGY COCOM845467109332,654SH DFND12,65400
SOUTHWESTERN ENERGY COCOM845467109292,330SH DFND1,32,33000
SOUTHWESTERN ENERGY COCOM84546710913510,700SH DFND1310,70000
SOUTHWESTERN ENERGY COCOM845467109272,180SH DFND142,18000
SOUTHWESTERN ENERGY COCOM8454671092170SH DFND317000
SOUTHWESTERN ENERGY COCOM8454671094337SH DFND733700
SOUTHWESTERN ENERGY COCOM8454671096500SH DFND7,950000
SOUTHWESTERN ENERGY COCOM8454671098623SH DFND9840539
SOVRAN SELF STORAGE INCCOM84610H10822206SH DFND120600
SOVRAN SELF STORAGE INCCOM84610H10850478SH DFND347800
SOVRAN SELF STORAGE INCCOM84610H10869657SH DFND765700
SOVRAN SELF STORAGE INCCOM84610H108762SH DFND96200
SOVRAN SELF STORAGE INCCOM84610H1085014,771SH OTR134,77100
SPARTANNASH COCOM8472151001,83560,000SH DFND760,00000
SPARTANNASH COCOM847215100401,296SH DFND91,29600
SPECTRA ENERGY PARTNERS LPCOM84756N1092815,948SH DFND75,94800
SPECTRA ENERGY PARTNERS LPCOM84756N10976416,200SH DFND916,20000
SPECTRA ENERGY CORPCOM8475601091,02327,926SH DFND127,6760250
SPECTRA ENERGY CORPCOM8475601091453,970SH DFND1,33,97000
SPECTRA ENERGY CORPCOM84756010972719,850SH DFND1319,85000
SPECTRA ENERGY CORPCOM8475601091965,352SH DFND145,35200
SPECTRA ENERGY CORPCOM84756010912315SH DFND331500
SPECTRA ENERGY CORPCOM8475601093,875105,780SH DFND7105,3160464
SPECTRA ENERGY CORPCOM8475601091885,121SH DFND7,95,105016
SPECTRA ENERGY CORPCOM8475601099,799267,504SH DFND9259,45008,054
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A848574109241SH DFND14100
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410934800SH DFND1,380000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741091954,540SH DFND134,54000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410934800SH DFND1480000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A848574109255SH DFND35500
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410920476SH DFND747600
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A848574109255SH DFND95500
SPIRIT RLTY CAP INC NEWNOTE 2.875% 5/184860WAA02927,000PRN DFND927,00000
SPIRIT RLTY CAP INC NEWCOM84860W10224118,900SH DFND1318,90000
SPIRIT RLTY CAP INC NEWCOM84860W1021038,100SH DFND148,10000
SPIRIT RLTY CAP INC NEWCOM84860W1023255SH DFND325500
SPIRIT RLTY CAP INC NEWCOM84860W1025416SH DFND741600
SPIRIT RLTY CAP INC NEWCOM84860W1026502SH DFND950200
SPIRIT RLTY CAP INC NEWCOM84860W1021,695132,763SH OTR13132,76300
SPLUNK INCCOM8486371043185,869SH DFND15,86900
SPLUNK INCCOM84863710451940SH DFND1,394000
SPLUNK INCCOM84863710414257SH DFND125700
SPLUNK INCCOM8486371042174,000SH DFND134,00000
SPLUNK INCCOM84863710438700SH DFND1470000
SPLUNK INCCOM848637104245SH DFND34500
SPLUNK INCCOM8486371042765,097SH DFND74,9330164
SPLUNK INCCOM84863710444811SH DFND7,981100
SPLUNK INCCOM8486371042544,694SH DFND94,69400
SPRINT CORPCOM SER 185207U105255,570SH DFND1,35,57000
SPRINT CORPCOM SER 185207U105327,050SH DFND137,05000
SPRINT CORPCOM SER 185207U105204,500SH DFND144,50000
SPRINT CORPCOM SER 185207U1052470SH DFND347000
SPRINT CORPCOM SER 185207U1054810,492SH DFND710,49200
SPRINT CORPCOM SER 185207U10571,545SH DFND91,54500
STANLEY BLACK & DECKER INCCOM8545021011,16010,433SH DFND110,43300
STANLEY BLACK & DECKER INCCOM8545021011231,110SH DFND1,31,11000
STANLEY BLACK & DECKER INCCOM8545021014694,220SH DFND134,22000
STANLEY BLACK & DECKER INCCOM854502101104932SH DFND1493200
STANLEY BLACK & DECKER INCCOM854502101767SH DFND36700
STANLEY BLACK & DECKER INCCOM8545021012,44521,984SH DFND721,8810103
STANLEY BLACK & DECKER INCCOM8545021011811,626SH DFND7,91,62600
STANLEY BLACK & DECKER INCCOM8545021012,76624,867SH DFND920,87603,991
STAPLES INCCOM85503010215117,525SH DFND117,52500
STAPLES INCCOM855030102354,060SH DFND1,34,06000
STAPLES INCCOM85503010216719,360SH DFND1319,36000
STAPLES INCCOM855030102263,040SH DFND143,04000
STAPLES INCCOM8550301022280SH DFND328000
STAPLES INCCOM8550301025617SH DFND7602015
STAPLES INCCOM855030102161,815SH DFND7,91,81500
STAPLES INCCOM8550301021,354157,131SH DFND9156,9850146
STARBUCKS CORPCOM8552441095,41094,707SH DFND190,28004,427
STARBUCKS CORPCOM8552441091,49126,105SH DFND1,326,10500
STARBUCKS CORPCOM8552441093906,822SH DFND16,1570665
STARBUCKS CORPCOM8552441092,05035,890SH DFND1335,89000
STARBUCKS CORPCOM85524410969412,158SH DFND1412,140180
STARBUCKS CORPCOM8552441091,11119,445SH DFND319,44500
STARBUCKS CORPCOM85524410915,115264,623SH DFND7261,47503,148
STARBUCKS CORPCOM85524410959510,422SH DFND7,910,2760146
STARBUCKS CORPCOM8552441098,415147,324SH DFND9141,74005,584
STARBUCKS CORPCOM85524410957310,030SH OTR1310,03000
STARWOOD PPTY TR INCNOTE 4.550% 3/085571BAA35957,000PRN DFND957,00000
STARWOOD PPTY TR INCCOM85571B1052,334112,646SH DFND196,062016,584
STARWOOD PPTY TR INCCOM85571B1051034,955SH DFND1,34,95500
STARWOOD PPTY TR INCCOM85571B1053165SH DFND116500
STARWOOD PPTY TR INCCOM85571B1058406SH DFND140600
STARWOOD PPTY TR INCCOM85571B105864,170SH DFND134,17000
STARWOOD PPTY TR INCCOM85571B105984,726SH DFND1404,7260
STARWOOD PPTY TR INCCOM85571B10570233,894SH DFND333,89400
STARWOOD PPTY TR INCCOM85571B1058,378404,326SH DFND7403,30301,023
STARWOOD PPTY TR INCCOM85571B10557127,538SH DFND7,927,53800
STARWOOD PPTY TR INCCOM85571B1053,068148,092SH DFND9148,09200
STARZCOM SER A85571Q1029315SH DFND131500
STARZCOM SER A85571Q10211380SH DFND1,338000
STARZCOM SER A85571Q1021244,143SH DFND134,14300
STARZCOM SER A85571Q1026198SH DFND1419800
STARZCOM SER A85571Q102260SH DFND36000
STARZCOM SER A85571Q102692,322SH DFND72,1890133
STARZCOM SER A85571Q1027228SH DFND7,922008
STARZCOM SER A85571Q102351,156SH DFND91,15600
STARWOOD WAYPOINT RESIDENTLNOTE 3.000% 7/085571WAB51917,000PRN DFND917,00000
STARWOOD HOTELS&RESORTS WRLDCOM85590A4011612,182SH DFND12,18200
STARWOOD HOTELS&RESORTS WRLDCOM85590A401781,060SH DFND1,31,06000
STARWOOD HOTELS&RESORTS WRLDCOM85590A4013204,330SH DFND134,33000
STARWOOD HOTELS&RESORTS WRLDCOM85590A40153720SH DFND1472000
STARWOOD HOTELS&RESORTS WRLDCOM85590A401680SH DFND38000
STARWOOD HOTELS&RESORTS WRLDCOM85590A40140540SH DFND754000
STARWOOD HOTELS&RESORTS WRLDCOM85590A40121278SH DFND7,9234044
STARWOOD HOTELS&RESORTS WRLDCOM85590A4014446,004SH DFND925405,750
STATE STR CORPCOM8574771032,94854,670SH DFND154,67000
STATE STR CORPCOM85747710326475SH DFND147500
STATE STR CORPCOM85747710315274SH DFND127400
STATE STR CORPCOM85747710375313,970SH DFND1313,97000
STATE STR CORPCOM8574771031142,110SH DFND142,11000
STATE STR CORPCOM8574771031442,676SH DFND32,67600
STATE STR CORPCOM8574771031,53328,429SH DFND726,74401,685
STATE STR CORPCOM85747710339717SH DFND7,971700
STATE STR CORPCOM8574771031,41826,299SH DFND914,674011,625
STATOIL ASASPONSORED ADR85771P1021488,573SH DFND78,485088
STATOIL ASASPONSORED ADR85771P10213745SH DFND7,974500
STATOIL ASASPONSORED ADR85771P102854,888SH DFND94,88800
STEEL DYNAMICS INCCOM858119100341,400SH DFND1,31,40000
STEEL DYNAMICS INCCOM8581191001526,200SH DFND136,20000
STEEL DYNAMICS INCCOM858119100391,600SH DFND141,60000
STEEL DYNAMICS INCCOM858119100301,239SH DFND31,23900
STEEL DYNAMICS INCCOM85811910018723SH DFND7700023
STEEL DYNAMICS INCCOM8581191001606,545SH DFND96,54500
STERICYCLE INCCOM85891210828272SH DFND127200
STERICYCLE INCCOM85891210858560SH DFND1,356000
STERICYCLE INCCOM8589121081621,552SH DFND131,55200
STERICYCLE INCCOM85891210894907SH DFND1490700
STERICYCLE INCCOM858912108437SH DFND33700
STERICYCLE INCCOM8589121085124,921SH DFND74,855066
STERICYCLE INCCOM8589121082462,359SH DFND92,35900
STMICROELECTRONICS N VNY REGISTRY8610121021178SH DFND117800
STMICROELECTRONICS N VNY REGISTRY861012102294,919SH DFND74,91900
STMICROELECTRONICS N VNY REGISTRY86101210291,490SH DFND7,91,49000
STMICROELECTRONICS N VNY REGISTRY861012102457,707SH DFND97,70700
STORE CAP CORPCOM86212110014483SH DFND748300
STORE CAP CORPCOM8621211005174SH DFND917400
STORE CAP CORPCOM8621211002829,569SH OTR139,56900
STRYKER CORPCOM8636671012,51821,014SH DFND119,31601,698
STRYKER CORPCOM8636671011,20910,090SH DFND1,310,09000
STRYKER CORPCOM8636671012492,082SH DFND11,9220160
STRYKER CORPCOM8636671011,33011,100SH DFND1311,10000
STRYKER CORPCOM8636671014403,670SH DFND143,67000
STRYKER CORPCOM8636671011,1809,851SH DFND39,85100
STRYKER CORPCOM86366710113,973116,611SH DFND7114,85701,754
STRYKER CORPCOM8636671012,38919,936SH DFND7,919,890046
STRYKER CORPCOM8636671015,92349,430SH DFND949,1390291
STURM RUGER & CO INCCOM8641591081101,718SH DFND11,71800
STURM RUGER & CO INCCOM864159108831,299SH DFND31,29900
STURM RUGER & CO INCCOM8641591086,538102,140SH DFND7102,121019
STURM RUGER & CO INCCOM8641591081051,642SH DFND7,91,64200
STURM RUGER & CO INCCOM8641591082694,204SH DFND94,20400
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210422665SH DFND166500
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN864482104331,000SH DFND11,00000
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN8644821041825,437SH DFND75,43700
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210446814,000SH DFND914,00000
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M209122,012SH DFND12,01200
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20918131,697SH DFND731,4640233
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20961,122SH DFND7,9001,122
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20915527,038SH DFND90027,038
SUMMIT HOTEL PPTYSCOM866082100221,675SH DFND11,67500
SUMMIT HOTEL PPTYSCOM866082100523,904SH DFND33,90400
SUMMIT HOTEL PPTYSCOM8660821009705SH DFND770500
SUMMIT HOTEL PPTYSCOM8660821007507SH DFND950700
SUMMIT HOTEL PPTYSCOM866082100876,545SH OTR136,54500
SUN CMNTYS INCCOM86667410429376SH DFND737600
SUN CMNTYS INCCOM8666741041,35917,730SH OTR1317,73000
SUN LIFE FINL INCCOM86679610510310SH DFND731000
SUN LIFE FINL INCCOM86679610576723,369SH DFND923,36900
SUN LIFE FINL INCCOM866796105722,191SH OTR132,19100
SUNCOR ENERGY INC NEWCOM8672241074,706169,694SH DFND1145,418024,276
SUNCOR ENERGY INC NEWCOM86722410793833,835SH DFND1,333,83500
SUNCOR ENERGY INC NEWCOM8672241076229SH DFND122900
SUNCOR ENERGY INC NEWCOM8672241072519,057SH DFND18,1420915
SUNCOR ENERGY INC NEWCOM8672241071244,468SH DFND1404,4680
SUNCOR ENERGY INC NEWCOM8672241072,10477,517SH DFND377,51700
SUNCOR ENERGY INC NEWCOM86722410724,460882,094SH DFND7880,35001,744
SUNCOR ENERGY INC NEWCOM8672241073,880139,935SH DFND7,9139,93500
SUNCOR ENERGY INC NEWCOM86722410710,277370,596SH DFND9365,46705,129
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L108401,400SH DFND11,40000
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1082609,043SH DFND79,04300
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L108752,600SH DFND92,60000
SUNOCO LPCOM U REP LP86765K1091565,221SH DFND75,22100
SUNOCO LPCOM U REP LP86765K10930310,125SH DFND910,12500
SUNSTONE HOTEL INVS INC NEWCOM8678921017552SH DFND755200
SUNSTONE HOTEL INVS INC NEWCOM86789210170558,373SH OTR1358,37300
SUNTRUST BKS INCCOM86791410342510,341SH DFND18,64101,700
SUNTRUST BKS INCCOM86791410352912,880SH DFND1312,88000
SUNTRUST BKS INCCOM8679141031864,530SH DFND144,53000
SUNTRUST BKS INCCOM8679141039215SH DFND321500
SUNTRUST BKS INCCOM8679141033,26679,507SH DFND777,03702,470
SUNTRUST BKS INCCOM8679141031383,349SH DFND7,93,34900
SUNTRUST BKS INCCOM86791410358914,337SH DFND914,33700
SUPERIOR ENERGY SVCS INCCOM868157108331,766SH DFND11,76600
SUPERIOR ENERGY SVCS INCCOM86815710818980SH DFND1,398000
SUPERIOR ENERGY SVCS INCCOM868157108844,550SH DFND134,55000
SUPERIOR ENERGY SVCS INCCOM86815710811600SH DFND1460000
SUPERIOR ENERGY SVCS INCCOM868157108683,681SH DFND33,68100
SUPERIOR ENERGY SVCS INCCOM868157108402,180SH DFND72,094086
SUPERIOR ENERGY SVCS INCCOM8681571081075,797SH DFND7,95,79700
SUPERIOR ENERGY SVCS INCCOM86815710831016,854SH DFND916,85400
SUPERIOR INDS INTL INCCOM86816810543416,200SH DFND915,6850515
SUPREME INDS INCCL A86860710253539,072SH DFND139,07200
SURGICAL CARE AFFILIATES INCCOM86881L1066136SH DFND700136
SURGICAL CARE AFFILIATES INCCOM86881L106010SH DFND91000
SURGICAL CARE AFFILIATES INCCOM86881L1062054,304SH OTR134,30400
SWIFT TRANSN COCL A87074U101865,587SH DFND75,0420545
SWIFT TRANSN COCL A87074U101159SH DFND7,90059
SWIFT TRANSN COCL A87074U101774,967SH DFND94,96700
SYMANTEC CORPCOM871503108663,210SH DFND13,21000
SYMANTEC CORPCOM871503108914,420SH DFND1,34,42000
SYMANTEC CORPCOM87150310825512,420SH DFND1312,42000
SYMANTEC CORPCOM871503108552,700SH DFND142,70000
SYMANTEC CORPCOM8715031086280SH DFND328000
SYMANTEC CORPCOM87150310834816,942SH DFND716,6710271
SYMANTEC CORPCOM871503108231,118SH DFND7,91,11800
SYMANTEC CORPCOM8715031081467,109SH DFND97,10900
SYNCHRONOSS TECHNOLOGIES INCNOTE 0.750% 8/187157BAA11818,000PRN DFND918,00000
SYNGENTA AGSPONSORED ADR87160A1001542,000SH DFND12,00000
SYNGENTA AGSPONSORED ADR87160A1003925,110SH DFND73,09602,014
SYNGENTA AGSPONSORED ADR87160A1007599,888SH DFND99,803085
SYNOPSYS INCCOM871607107661,220SH DFND1,31,22000
SYNOPSYS INCCOM8716071071412,600SH DFND132,60000
SYNOPSYS INCCOM871607107473SH DFND37300
SYNOPSYS INCCOM8716071071041,930SH DFND71,7150215
SYNOPSYS INCCOM8716071077130SH DFND913000
SYNOVUS FINL CORPCOM NEW87161C5011625,594SH DFND135,59400
SYNOVUS FINL CORPCOM NEW87161C501381,301SH DFND141,30100
SYNOVUS FINL CORPCOM NEW87161C501275SH DFND37500
SYNOVUS FINL CORPCOM NEW87161C501993,428SH DFND73,42800
SYNOVUS FINL CORPCOM NEW87161C501140SH DFND94000
SYNTEL INCCOM87162H1034529,978SH DFND1,3009,978
SYNTEL INCCOM87162H1033698,153SH DFND74,35303,800
SYNTHETIC BIOLOGICS INCCOM87164U1026636,451SH DFND736,45100
SYNCHRONY FINLCOM87165B10370327,800SH DFND1327,80000
SYNCHRONY FINLCOM87165B1031194,700SH DFND144,70000
SYNCHRONY FINLCOM87165B1038330SH DFND333000
SYNCHRONY FINLCOM87165B10335714,109SH DFND713,9410168
SYNCHRONY FINLCOM87165B10333313,191SH DFND913,19100
SYSCO CORPCOM8718291076,168121,565SH DFND1111,72009,845
SYSCO CORPCOM8718291071913,755SH DFND1,33,75500
SYSCO CORPCOM87182910720386SH DFND138600
SYSCO CORPCOM8718291076116SH DFND111600
SYSCO CORPCOM87182910759911,800SH DFND1311,80000
SYSCO CORPCOM8718291072134,203SH DFND142,5001,7030
SYSCO CORPCOM87182910752010,243SH DFND310,24300
SYSCO CORPCOM87182910710,371204,391SH DFND7201,95302,438
SYSCO CORPCOM8718291071,49829,523SH DFND7,929,52300
SYSCO CORPCOM87182910716,160318,486SH DFND9280,642037,844
SYSCO CORPCOM87182910736SHCallDFND7600
TD AMERITRADE HLDG CORPCOM87236Y108149SH DFND14900
TD AMERITRADE HLDG CORPCOM87236Y108732,550SH DFND132,55000
TD AMERITRADE HLDG CORPCOM87236Y108692,430SH DFND142,43000
TD AMERITRADE HLDG CORPCOM87236Y108395SH DFND39500
TD AMERITRADE HLDG CORPCOM87236Y108421,469SH DFND71,392077
TD AMERITRADE HLDG CORPCOM87236Y108863,027SH DFND93,02700
TECO ENERGY INCCOM8723751001073,882SH DFND13,88200
TECO ENERGY INCCOM87237510017600SH DFND1,360000
TECO ENERGY INCCOM87237510014500SH DFND1450000
TECO ENERGY INCCOM872375100275SH DFND37500
TECO ENERGY INCCOM8723751001374,968SH DFND74,947021
TECO ENERGY INCCOM87237510019670SH DFND7,967000
TECO ENERGY INCCOM87237510014517SH DFND951700
TFS FINL CORPCOM87240R107181,050SH DFND131,05000
TFS FINL CORPCOM87240R107432,500SH DFND142,50000
TFS FINL CORPCOM87240R1072120SH DFND312000
TFS FINL CORPCOM87240R10724113,971SH DFND713,97100
TJX COS INC NEWCOM8725401096418,302SH DFND17,09701,205
TJX COS INC NEWCOM8725401093254,210SH DFND1,34,21000
TJX COS INC NEWCOM8725401091,48619,240SH DFND1319,24000
TJX COS INC NEWCOM8725401094515,840SH DFND145,84000
TJX COS INC NEWCOM87254010921274SH DFND327400
TJX COS INC NEWCOM8725401093,43344,453SH DFND743,23201,221
TJX COS INC NEWCOM8725401091381,784SH DFND7,91,701083
TJX COS INC NEWCOM8725401091,93825,100SH DFND922,54002,560
T MOBILE US INCCOM872590104431,000SH DFND1001,000
T MOBILE US INCCOM872590104761,760SH DFND1,31,76000
T MOBILE US INCCOM8725901043257,500SH DFND137,50000
T MOBILE US INCCOM872590104952,200SH DFND142,20000
T MOBILE US INCCOM8725901046135SH DFND313500
T MOBILE US INCCOM872590104861,983SH DFND71,98300
T MOBILE US INCCOM872590104611,413SH DFND936101,052
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR874039100341,296SH DFND11,29600
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391001606,097SH DFND36,09700
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391001,35451,617SH DFND750,14101,476
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR874039100752,853SH DFND7,92,1760677
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391003,986151,947SH DFND9150,44701,500
TANGER FACTORY OUTLET CTRS ICOM8754651061253,100SH DFND133,10000
TANGER FACTORY OUTLET CTRS ICOM875465106842,100SH DFND142,10000
TANGER FACTORY OUTLET CTRS ICOM8754651062155,357SH DFND72,44202,915
TANGER FACTORY OUTLET CTRS ICOM87546510619480SH DFND7,948000
TANGER FACTORY OUTLET CTRS ICOM8754651068191SH DFND919100
TANGER FACTORY OUTLET CTRS ICOM8754651062907,218SH OTR137,21800
TARGET CORPCOM87612E1063,91456,056SH DFND155,1810875
TARGET CORPCOM87612E1062583,690SH DFND1,33,69000
TARGET CORPCOM87612E10697513,960SH DFND1313,96000
TARGET CORPCOM87612E1062573,677SH DFND143,67700
TARGET CORPCOM87612E10648681SH DFND368100
TARGET CORPCOM87612E1063,96956,843SH DFND755,71501,128
TARGET CORPCOM87612E1064736,769SH DFND7,96,76900
TARGET CORPCOM87612E10611,460164,139SH DFND9149,310014,829
TARGET CORPCOM87612E106010SHCallDFND91000
TARGA RES CORPCOM87612G10141970SH DFND1,397000
TARGA RES CORPCOM87612G1011814,300SH DFND134,30000
TARGA RES CORPCOM87612G101551,300SH DFND141,30000
TARGA RES CORPCOM87612G101485SH DFND38500
TARGA RES CORPCOM87612G1011523,609SH DFND73,60900
TARGA RES CORPCOM87612G10183719,860SH DFND919,86000
TAUBMAN CTRS INCCOM8766641031842,480SH DFND132,48000
TAUBMAN CTRS INCCOM87666410369930SH DFND1493000
TAUBMAN CTRS INCCOM876664103335SH DFND33500
TAUBMAN CTRS INCCOM87666410333439SH DFND743900
TAUBMAN CTRS INCCOM87666410310140SH DFND914000
TAUBMAN CTRS INCCOM8766641031932,601SH OTR132,60100
TEGNA INCCOM87901J105462,000SH DFND12,00000
TEGNA INCCOM87901J105271,180SH DFND1,31,18000
TEGNA INCCOM87901J1051144,940SH DFND134,94000
TEGNA INCCOM87901J10522940SH DFND1494000
TEGNA INCCOM87901J105280SH DFND38000
TEGNA INCCOM87901J105803,456SH DFND73,3210135
TEGNA INCCOM87901J1053141SH DFND7,900141
TEGNA INCCOM87901J1051285,537SH DFND95,53700
TEGNA INCCOM87901J1051044,490SH OTR134,49000
TEJON RANCH COCOM87908010914595SH DFND159500
TEJON RANCH COCOM879080109351,461SH DFND31,46100
TEJON RANCH COCOM87908010911470SH DFND7449021
TEJON RANCH COCOM879080109421,756SH DFND7,91,75600
TEJON RANCH COCOM8790801091205,070SH DFND95,07000
TEJON RANCH COCOM879080109301,252SH OTR131,25200
TELEFONICA BRASIL SASPONSORED ADR87936R1063192SH DFND119200
TELEFONICA BRASIL SASPONSORED ADR87936R106695,041SH DFND74,5560485
TELEFONICA BRASIL SASPONSORED ADR87936R1061269,255SH DFND96,33102,924
TELEDYNE TECHNOLOGIES INCCOM8793601055735,788SH DFND1,3005,788
TELEDYNE TECHNOLOGIES INCCOM879360105443SH DFND74300
TELEDYNE TECHNOLOGIES INCCOM8793601051251,257SH DFND91,25700
TELEFLEX INCCOM87936910650284SH DFND128400
TELEFLEX INCCOM87936910664360SH DFND1,336000
TELEFLEX INCCOM8793691063652,060SH DFND132,06000
TELEFLEX INCCOM87936910646260SH DFND1426000
TELEFLEX INCCOM879369106530SH DFND33000
TELEFLEX INCCOM879369106105592SH DFND758507
TELEFLEX INCCOM8793691063972,241SH DFND92,1000141
TELEFONICA S ASPONSORED ADR879382208141,477SH DFND11,47700
TELEFONICA S ASPONSORED ADR879382208869,121SH DFND79,12100
TELEFONICA S ASPONSORED ADR87938220818419,365SH DFND919,36500
TELUS CORPCOM87971M1031936,005SH DFND76,00500
TELUS CORPCOM87971M10344113,707SH DFND7,913,70700
TELUS CORPCOM87971M10337511,660SH DFND911,66000
TEMPLETON DRAGON FD INCCOM88018T10108SH DFND7800
TEMPLETON DRAGON FD INCCOM88018T10119611,314SH DFND92,16909,145
TEMPLETON EMERG MKTS INCOMECOM8801921094350SH DFND735000
TEMPLETON EMERG MKTS INCOMECOM88019210911410,844SH DFND92,07908,765
TEMPLETON GLOBAL INCOME FDCOM88019810624338,250SH DFND138,25000
TEMPUR SEALY INTL INCCOM88023U10149880SH DFND188000
TEMPUR SEALY INTL INCCOM88023U10119340SH DFND1,334000
TEMPUR SEALY INTL INCCOM88023U10114252SH DFND125200
TEMPUR SEALY INTL INCCOM88023U1011382,500SH DFND132,50000
TEMPUR SEALY INTL INCCOM88023U10128500SH DFND1450000
TEMPUR SEALY INTL INCCOM88023U1011282,307SH DFND32,30700
TEMPUR SEALY INTL INCCOM88023U101601,082SH DFND71,051031
TEMPUR SEALY INTL INCCOM88023U1011612,904SH DFND7,92,892012
TEMPUR SEALY INTL INCCOM88023U10159110,687SH DFND910,68700
TENET HEALTHCARE CORPCOM NEW88033G40725914SH DFND191400
TENET HEALTHCARE CORPCOM NEW88033G40721760SH DFND1,376000
TENET HEALTHCARE CORPCOM NEW88033G407672,425SH DFND132,42500
TENET HEALTHCARE CORPCOM NEW88033G407125SH DFND142500
TENET HEALTHCARE CORPCOM NEW88033G407893,234SH DFND33,23400
TENET HEALTHCARE CORPCOM NEW88033G40724859SH DFND7820039
TENET HEALTHCARE CORPCOM NEW88033G407843,056SH DFND7,93,05600
TENET HEALTHCARE CORPCOM NEW88033G4072388,611SH DFND98,61100
TENET HEALTHCARE CORPCOM NEW88033G4072207,952SH OTR137,95200
TERADATA CORP DELCOM88076W10323900SH DFND1,390000
TERADATA CORP DELCOM88076W1031526,070SH DFND136,07000
TERADATA CORP DELCOM88076W10323910SH DFND1491000
TERADATA CORP DELCOM88076W103280SH DFND38000
TERADATA CORP DELCOM88076W103773,076SH DFND788302,193
TERADATA CORP DELCOM88076W1038325SH DFND7,9285040
TERADATA CORP DELCOM88076W10324975SH DFND997500
TERADYNE INCCOM880770102371,860SH DFND1,31,86000
TERADYNE INCCOM8807701021477,450SH DFND137,45000
TERADYNE INCCOM8807701026300SH DFND1430000
TERADYNE INCCOM8807701023145SH DFND314500
TERADYNE INCCOM880770102361,823SH DFND71,82300
TERADYNE INCCOM8807701027370SH DFND937000
TERRA NITROGEN CO L PCOM UNIT88100520103SH DFND7300
TERRA NITROGEN CO L PCOM UNIT8810052011,40613,441SH DFND913,44100
TESLA MTRS INCNOTE 0.250% 3/088160RAB7910,000PRN DFND710,00000
TESLA MTRS INCNOTE 0.250% 3/088160RAB71921,000PRN DFND921,00000
TESLA MTRS INCNOTE 1.250% 3/088160RAC52530,000PRN DFND930,00000
TESLA MTRS INCCOM88160R101149700SH DFND170000
TESLA MTRS INCCOM88160R101163770SH DFND1,377000
TESLA MTRS INCCOM88160R10155260SH DFND126000
TESLA MTRS INCCOM88160R1016473,050SH DFND133,05000
TESLA MTRS INCCOM88160R101170800SH DFND1480000
TESLA MTRS INCCOM88160R101839SH DFND33900
TESLA MTRS INCCOM88160R1012551,199SH DFND71,19900
TESLA MTRS INCCOM88160R10116SH DFND7,9006
TESLA MTRS INCCOM88160R1013781,779SH DFND91,77900
TESORO CORPCOM881609101340SH DFND14000
TESORO CORPCOM88160910153710SH DFND1,371000
TESORO CORPCOM8816091012503,340SH DFND133,34000
TESORO CORPCOM88160910160800SH DFND1480000
TESORO CORPCOM881609101460SH DFND36000
TESORO CORPCOM8816091013524,694SH DFND74,69400
TESORO CORPCOM881609101451SH DFND7,90051
TESORO CORPCOM8816091013324,428SH DFND94,42800
TESORO CORPCOM881609101222SHCallDFND92200
TETRA TECH INC NEWCOM88162G10386728,200SH DFND1,30028,200
TETRA TECH INC NEWCOM88162G103872,828SH DFND32,82800
TETRA TECH INC NEWCOM88162G1032177,071SH DFND76,9150156
TETRA TECH INC NEWCOM88162G103311,006SH DFND91,00600
TEVA PHARMACEUTICAL INDS LTDADR88162420960312,000SH DFND111,7340266
TEVA PHARMACEUTICAL INDS LTDADR88162420914275SH DFND1,327500
TEVA PHARMACEUTICAL INDS LTDADR881624209751,500SH DFND31,50000
TEVA PHARMACEUTICAL INDS LTDADR8816242094,77595,071SH DFND794,8060265
TEVA PHARMACEUTICAL INDS LTDADR8816242092,39947,761SH DFND7,947,6210140
TEVA PHARMACEUTICAL INDS LTDADR8816242096,523129,863SH DFND9129,86300
TEVA PHARMACEUTICAL INDS LTDADR8816242093236,435SH OTR136,43500
TEVA PHARMACEUTICAL FIN LLCDBCV 0.250% 2/088163VAE91613,000PRN DFND913,00000
TEXAS INSTRS INCCOM8825081044,19867,005SH DFND165,70501,300
TEXAS INSTRS INCCOM8825081044677,450SH DFND1,37,45000
TEXAS INSTRS INCCOM8825081042,08033,200SH DFND1333,20000
TEXAS INSTRS INCCOM88250810463310,100SH DFND1410,10000
TEXAS INSTRS INCCOM882508104851,360SH DFND31,36000
TEXAS INSTRS INCCOM8825081042,09333,406SH DFND732,9980408
TEXAS INSTRS INCCOM8825081041852,955SH DFND7,92,943012
TEXAS INSTRS INCCOM8825081042,29036,553SH DFND918,421018,132
TEXAS INSTRS INCCOM88250810413SHCallDFND7300
TEXTRON INCCOM8832031012326,336SH DFND16,33600
TEXTRON INCCOM883203101661,800SH DFND1,31,80000
TEXTRON INCCOM8832031012667,270SH DFND137,27000
TEXTRON INCCOM883203101701,910SH DFND141,91000
TEXTRON INCCOM883203101381,047SH DFND31,04700
TEXTRON INCCOM8832031011744,752SH DFND74,75200
TEXTRON INCCOM88320310114376SH DFND7,9282094
TEXTRON INCCOM88320310168418,722SH DFND918,5220200
THERMO FISHER SCIENTIFIC INCCOM8835561028485,742SH DFND13,89801,844
THERMO FISHER SCIENTIFIC INCCOM8835561024493,040SH DFND1,33,04000
THERMO FISHER SCIENTIFIC INCCOM8835561021,95313,220SH DFND1313,22000
THERMO FISHER SCIENTIFIC INCCOM8835561024833,270SH DFND143,27000
THERMO FISHER SCIENTIFIC INCCOM88355610224163SH DFND316300
THERMO FISHER SCIENTIFIC INCCOM8835561023,22721,842SH DFND721,4730369
THERMO FISHER SCIENTIFIC INCCOM88355610277524SH DFND7,9475049
THERMO FISHER SCIENTIFIC INCCOM8835561022,48616,825SH DFND910,77106,054
THERMO FISHER SCIENTIFIC INCCOM8835561022962,000SH OTR132,00000
THERMON GROUP HLDGS INCCOM88362T10342322,043SH DFND1,30022,043
THERMON GROUP HLDGS INCCOM88362T1035255SH DFND725500
THOMSON REUTERS CORPCOM88490310524602SH DFND160200
THOMSON REUTERS CORPCOM884903105801,970SH DFND1,31,97000
THOMSON REUTERS CORPCOM8849031053258,050SH DFND138,05000
THOMSON REUTERS CORPCOM8849031055155SH DFND315500
THOMSON REUTERS CORPCOM88490310570017,328SH DFND717,32800
THOMSON REUTERS CORPCOM8849031053498,623SH DFND7,98,62300
THOMSON REUTERS CORPCOM88490310568716,997SH DFND916,99700
THOR INDS INCCOM88516010122340SH DFND1,334000
THOR INDS INCCOM885160101891,380SH DFND131,38000
THOR INDS INCCOM88516010124371SH DFND737100
THOR INDS INCCOM8851601011221,891SH DFND91,89100
3M COCOM88579Y10125,393145,001SH DFND1136,90108,100
3M COCOM88579Y1017304,170SH DFND1,34,17000
3M COCOM88579Y10155315SH DFND131500
3M COCOM88579Y10119109SH DFND110900
3M COCOM88579Y1013,05817,460SH DFND1317,46000
3M COCOM88579Y1017914,517SH DFND144,51700
3M COCOM88579Y1014332,470SH DFND32,47000
3M COCOM88579Y10117,04497,329SH DFND795,77901,550
3M COCOM88579Y1013,65920,895SH DFND7,920,855040
3M COCOM88579Y10145,645260,650SH DFND9236,270024,380
TIFFANY & CO NEWCOM88654710833550SH DFND155000
TIFFANY & CO NEWCOM88654710848790SH DFND1,379000
TIFFANY & CO NEWCOM8865471081913,150SH DFND133,15000
TIFFANY & CO NEWCOM886547108821,350SH DFND141,35000
TIFFANY & CO NEWCOM886547108347SH DFND34700
TIFFANY & CO NEWCOM8865471081,42723,530SH DFND723,510020
TIFFANY & CO NEWCOM88654710814223SH DFND7,9205018
TIFFANY & CO NEWCOM8865471081,24720,570SH DFND920,57000
TIME WARNER INCCOM NEW8873173032293,117SH DFND13,11700
TIME WARNER INCCOM NEW8873173033504,760SH DFND1,34,76000
TIME WARNER INCCOM NEW8873173031,40619,116SH DFND1319,11600
TIME WARNER INCCOM NEW8873173033464,703SH DFND144,70300
TIME WARNER INCCOM NEW887317303931,265SH DFND31,26500
TIME WARNER INCCOM NEW8873173032,00427,246SH DFND726,4580788
TIME WARNER INCCOM NEW8873173031932,625SH DFND7,92,597028
TIME WARNER INCCOM NEW8873173031,01813,845SH DFND913,1500695
TIVO INCNOTE 2.000%10/0888706AF53132,000PRN DFND932,00000
TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM24142,000PRN DFND942,00000
TOLL BROTHERS INCCOM889478103913,395SH DFND1003,395
TOLL BROTHERS INCCOM88947810315560SH DFND1,356000
TOLL BROTHERS INCCOM8894781032308,550SH DFND138,55000
TOLL BROTHERS INCCOM8894781033110SH DFND311000
TOLL BROTHERS INCCOM8894781031003,720SH DFND73,634086
TOLL BROTHERS INCCOM8894781031375,090SH DFND95,09000
TORCHMARK CORPCOM8910271041051,695SH DFND131,69500
TORCHMARK CORPCOM891027104991,600SH DFND141,60000
TORCHMARK CORPCOM891027104575SH DFND37500
TORCHMARK CORPCOM8910271044236,839SH DFND76,83900
TORCHMARK CORPCOM891027104113SH DFND7,90013
TORCHMARK CORPCOM891027104761,236SH DFND91,23600
TORO COCOM89109210828320SH DFND1,332000
TORO COCOM8910921082062,340SH DFND132,34000
TORO COCOM89109210869780SH DFND1478000
TORO COCOM891092108330SH DFND33000
TORO COCOM8910921081451,647SH DFND79470700
TORO COCOM8910921081471,662SH DFND91,66200
TORONTO DOMINION BK ONTCOM NEW891160509811,890SH DFND11,7260164
TORONTO DOMINION BK ONTCOM NEW8911605091,60437,361SH DFND737,2070154
TORONTO DOMINION BK ONTCOM NEW89116050948011,181SH DFND7,911,18100
TORONTO DOMINION BK ONTCOM NEW89116050979518,522SH DFND917,5770945
TORTOISE MLP FD INCCOM89148B10130416,481SH DFND716,48100
TOTAL S ASPONSORED ADR89151E1093767,827SH DFND17,82700
TOTAL S ASPONSORED ADR89151E109551,142SH DFND31,14200
TOTAL S ASPONSORED ADR89151E1091,17224,373SH DFND723,9280445
TOTAL S ASPONSORED ADR89151E10983917,444SH DFND7,917,44400
TOTAL S ASPONSORED ADR89151E1097,983165,969SH DFND9147,166018,803
TOTAL S ASPONSORED ADR89151E109010SHCallDFND91000
TOTAL SYS SVCS INCCOM89190610929550SH DFND155000
TOTAL SYS SVCS INCCOM891906109641,210SH DFND1,31,21000
TOTAL SYS SVCS INCCOM8919061092614,920SH DFND134,92000
TOTAL SYS SVCS INCCOM8919061091262,373SH DFND142,37300
TOTAL SYS SVCS INCCOM891906109355SH DFND35500
TOTAL SYS SVCS INCCOM8919061091,08020,331SH DFND720,33100
TOTAL SYS SVCS INCCOM891906109541,012SH DFND7,91,01200
TOTAL SYS SVCS INCCOM8919061092234,202SH DFND94,20200
TOTAL SYS SVCS INCCOM891906109361SH OTR136100
TOWNSQUARE MEDIA INCCL A89223110110313,046SH DFND713,04600
TOWNSQUARE MEDIA INCCL A8922311011150SH DFND915000
TOYOTA MOTOR CORPSP ADR REP2COM89233130757566SH DFND14410125
TOYOTA MOTOR CORPSP ADR REP2COM8923313074074,067SH DFND74,027040
TOYOTA MOTOR CORPSP ADR REP2COM8923313071891,893SH DFND91,2570636
TRACTOR SUPPLY COCOM8923561061571,725SH DFND116201,563
TRACTOR SUPPLY COCOM89235610682900SH DFND1,390000
TRACTOR SUPPLY COCOM8923561063373,700SH DFND133,70000
TRACTOR SUPPLY COCOM8923561061291,411SH DFND141,400110
TRACTOR SUPPLY COCOM892356106669SH DFND36900
TRACTOR SUPPLY COCOM8923561061,00010,972SH DFND710,898074
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TRAVELERS COMPANIES INCCOM89417E1091,1529,680SH DFND139,68000
TRAVELERS COMPANIES INCCOM89417E1093022,537SH DFND142,53700
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TRAVELERS COMPANIES INCCOM89417E1091851,552SH DFND7,91,54606
TRAVELERS COMPANIES INCCOM89417E10911,10393,273SH DFND992,6230650
TREDEGAR CORPCOM89465010013779SH DFND177900
TREDEGAR CORPCOM894650100291,804SH DFND31,80400
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TREEHOUSE FOODS INCCOM89469A10410100SH DFND1,310000
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TRI CONTL CORPCOM8954361031276,160SH DFND76,0100150
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TRIBUNE MEDIA COCL A89604750316410SH DFND1,341000
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TRIMBLE NAVIGATION LTDCOM896239100471,910SH DFND1,31,91000
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TRINITY INDS INCCOM8965221091025,500SH DFND7,95,50000
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TUPPERWARE BRANDS CORPCOM89989610411200SH DFND120000
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V F CORPCOM91820410802SHCallDFND7200
VWR CORPCOM91843L1031033,557SH DFND14403,513
VWR CORPCOM91843L10314500SH DFND1,350000
VWR CORPCOM91843L1031736,000SH DFND136,00000
VWR CORPCOM91843L1038272SH DFND727200
VWR CORPCOM91843L10312427SH DFND942700
VALEANT PHARMACEUTICALS INTLCOM91911K1021075,300SH DFND1005,300
VALEANT PHARMACEUTICALS INTLCOM91911K102281,366SH DFND71,36600
VALEANT PHARMACEUTICALS INTLCOM91911K102135SH DFND93500
VALEANT PHARMACEUTICALS INTLCOM91911K1021015,000SH OTR135,00000
VALERO ENERGY CORP NEWCOM91913Y1001302,551SH DFND12,55100
VALERO ENERGY CORP NEWCOM91913Y1001452,840SH DFND1,32,84000
VALERO ENERGY CORP NEWCOM91913Y10019375SH DFND137500
VALERO ENERGY CORP NEWCOM91913Y1004709,220SH DFND139,22000
VALERO ENERGY CORP NEWCOM91913Y1001653,230SH DFND143,23000
VALERO ENERGY CORP NEWCOM91913Y10030587SH DFND358700
VALERO ENERGY CORP NEWCOM91913Y1002,20943,313SH DFND742,5570756
VALERO ENERGY CORP NEWCOM91913Y10059411,653SH DFND7,911,635018
VALERO ENERGY CORP NEWCOM91913Y10089517,541SH DFND911,66805,873
VALERO ENERGY CORP NEWCOM91913Y1001683,292SH OTR133,29200
VALMONT INDS INCCOM92025310131230SH DFND1,323000
VALMONT INDS INCCOM9202531011431,060SH DFND131,06000
VALMONT INDS INCCOM92025310114100SH DFND1410000
VALMONT INDS INCCOM920253101103758SH DFND72080550
VALMONT INDS INCCOM920253101124916SH DFND991600
VALSPAR CORPCOM920355104216SH DFND11600
VALSPAR CORPCOM92035510443400SH DFND1,340000
VALSPAR CORPCOM9203551041401,300SH DFND131,30000
VALSPAR CORPCOM92035510476700SH DFND1470000
VALSPAR CORPCOM920355104435SH DFND33500
VALSPAR CORPCOM92035510455513SH DFND7438075
VALSPAR CORPCOM92035510421195SH DFND919500
VANECK VECTORS ETF TRGOLD MINERS ETF92189F106136SH DFND13600
VANECK VECTORS ETF TRGOLD MINERS ETF92189F1061635,887SH DFND75,88700
VANECK VECTORS ETF TRGOLD MINERS ETF92189F1061475,301SH DFND980104,500
VANECK VECTORS ETF TRHIGH YLD MUN ETF92189F361361,100SH DFND11,10000
VANECK VECTORS ETF TRHIGH YLD MUN ETF92189F36175923,477SH DFND723,47700
VANECK VECTORS ETF TRAMT FREE INT ETF92189F54434914,038SH DFND714,03800
VANGUARD SPECIALIZED PORTFOLDIV APP ETF9219088442,51530,208SH DFND129,8680340
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884437440SH DFND344000
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884412,083145,163SH DFND7141,56303,600
VANGUARD SPECIALIZED PORTFOLDIV APP ETF9219088441421,705SH DFND7,91,70500
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884412,064144,936SH DFND9144,93600
VANGUARD STAR FDVG TL INTL STK F9219097682375,336SH DFND72,43602,900
VANGUARD WORLD FDMEGA GRWTH IND9219108163,30639,610SH DFND739,61000
VANGUARD WORLD FDMEGA CAP VAL ETF9219108402,19335,623SH DFND735,62300
VANGUARD WORLD FDMEGA CAP VAL ETF92191084065910,699SH DFND910,69900
VANGUARD WORLD FDMEGA CAP INDEX9219108732263,155SH DFND73,15500
VANGUARD BD INDEX FD INCLONG TERM BOND9219377931,58916,206SH DFND711,15205,054
VANGUARD BD INDEX FD INCINTERMED TERM9219378193744,241SH DFND14,24100
VANGUARD BD INDEX FD INCINTERMED TERM9219378192,17724,714SH DFND724,71400
VANGUARD BD INDEX FD INCINTERMED TERM9219378192132,414SH DFND92,41400
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378276758,328SH DFND15,97702,351
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378278,160100,670SH DFND3100,67000
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378275,31665,578SH DFND765,57800
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378271,13514,000SH DFND7,914,00000
VANGUARD BD INDEX FD INCTOTAL BND MRKT92193783532,471385,181SH DFND155,3900329,791
VANGUARD BD INDEX FD INCTOTAL BND MRKT9219378352613,100SH DFND13,10000
VANGUARD BD INDEX FD INCTOTAL BND MRKT9219378356,80380,700SH DFND380,70000
VANGUARD BD INDEX FD INCTOTAL BND MRKT92193783512,011142,479SH DFND7141,02901,450
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF92194385824,535693,873SH DFND1523,7540170,119
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF9219438581363,840SH DFND13,84000
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF9219438583,544100,219SH DFND140100,2190
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF92194385873320,716SH DFND320,71600
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858111,5153,153,692SH DFND73,146,29207,400
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF92194385810,054284,339SH DFND7,9283,7230616
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858230,4906,518,375SH DFND96,489,093029,282
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640611,987167,746SH DFND198,973068,773
VANGUARD WHITEHALL FDS INCHIGH DIV YLD921946406831,159SH DFND31,15900
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640697513,644SH DFND713,64400
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640669962SH DFND996200
VANGUARD MALVERN FDSSTRM INFPROIDX92202080570014,138SH DFND712,01802,120
VANGUARD CHARLOTTE FDSINTL BD IDX ETF92203J4072855,112SH DFND75,11200
VANGUARD WORLD FDSCONSUM DIS ETF92204A10811,64795,481SH DFND194,04001,441
VANGUARD WORLD FDSCONSUM DIS ETF92204A10846378SH DFND137800
VANGUARD WORLD FDSCONSUM DIS ETF92204A1082,04916,801SH DFND114,54002,261
VANGUARD WORLD FDSCONSUM DIS ETF92204A1082,43419,953SH DFND319,95300
VANGUARD WORLD FDSCONSUM DIS ETF92204A10811,92897,790SH DFND797,79000
VANGUARD WORLD FDSCONSUM DIS ETF92204A1089788,020SH DFND7,98,02000
VANGUARD WORLD FDSCONSUM DIS ETF92204A10811,11891,142SH DFND990,9640178
VANGUARD WORLD FDSCONSUM STP ETF92204A2075,13136,335SH DFND136,0850250
VANGUARD WORLD FDSCONSUM STP ETF92204A207217SH DFND11700
VANGUARD WORLD FDSCONSUM STP ETF92204A2071,1277,984SH DFND16,87101,113
VANGUARD WORLD FDSCONSUM STP ETF92204A2079736,890SH DFND36,89000
VANGUARD WORLD FDSCONSUM STP ETF92204A2075,35837,941SH DFND737,94100
VANGUARD WORLD FDSCONSUM STP ETF92204A2075193,677SH DFND7,93,67700
VANGUARD WORLD FDSCONSUM STP ETF92204A2076,46145,752SH DFND945,672080
VANGUARD WORLD FDSENERGY ETF92204A3065,53358,167SH DFND157,6170550
VANGUARD WORLD FDSENERGY ETF92204A306778SH DFND17800
VANGUARD WORLD FDSENERGY ETF92204A3061,07711,322SH DFND19,82001,502
VANGUARD WORLD FDSENERGY ETF92204A3061,02510,779SH DFND310,760190
VANGUARD WORLD FDSENERGY ETF92204A3067,30276,771SH DFND776,0710700
VANGUARD WORLD FDSENERGY ETF92204A3065605,886SH DFND7,95,88600
VANGUARD WORLD FDSENERGY ETF92204A3067,67780,712SH DFND980,2450467
VANGUARD WORLD FDSFINANCIALS ETF92204A40521,491453,788SH DFND1449,44204,346
VANGUARD WORLD FDSFINANCIALS ETF92204A40521444SH DFND144400
VANGUARD WORLD FDSFINANCIALS ETF92204A4051,76337,224SH DFND131,80505,419
VANGUARD WORLD FDSFINANCIALS ETF92204A4054,07786,075SH DFND385,978970
VANGUARD WORLD FDSFINANCIALS ETF92204A40520,427431,316SH DFND7431,31600
VANGUARD WORLD FDSFINANCIALS ETF92204A4052,01042,439SH DFND7,942,43900
VANGUARD WORLD FDSFINANCIALS ETF92204A40524,188510,730SH DFND9509,06101,669
VANGUARD WORLD FDSHEALTH CAR ETF92204A50421,609165,600SH DFND1164,02601,574
VANGUARD WORLD FDSHEALTH CAR ETF92204A50416124SH DFND112400
VANGUARD WORLD FDSHEALTH CAR ETF92204A5043,25524,947SH DFND121,48003,467
VANGUARD WORLD FDSHEALTH CAR ETF92204A5043,89729,866SH DFND329,790760
VANGUARD WORLD FDSHEALTH CAR ETF92204A50420,540157,409SH DFND7157,3090100
VANGUARD WORLD FDSHEALTH CAR ETF92204A5041,80313,818SH DFND7,913,81800
VANGUARD WORLD FDSHEALTH CAR ETF92204A50420,037153,555SH DFND9153,1150440
VANGUARD WORLD FDSINDUSTRIAL ETF92204A6039,56089,961SH DFND189,0910870
VANGUARD WORLD FDSINDUSTRIAL ETF92204A603437SH DFND13700
VANGUARD WORLD FDSINDUSTRIAL ETF92204A6038407,908SH DFND16,80101,107
VANGUARD WORLD FDSINDUSTRIAL ETF92204A6031,98818,706SH DFND318,70600
VANGUARD WORLD FDSINDUSTRIAL ETF92204A60310,15695,571SH DFND795,57100
VANGUARD WORLD FDSINDUSTRIAL ETF92204A6038728,203SH DFND7,98,20300
VANGUARD WORLD FDSINDUSTRIAL ETF92204A60311,163105,044SH DFND9104,8660178
VANGUARD WORLD FDSINF TECH ETF92204A70223,626220,618SH DFND1218,63101,987
VANGUARD WORLD FDSINF TECH ETF92204A70218167SH DFND116700
VANGUARD WORLD FDSINF TECH ETF92204A7022,16520,217SH DFND117,44102,776
VANGUARD WORLD FDSINF TECH ETF92204A7024,56042,584SH DFND342,58400
VANGUARD WORLD FDSINF TECH ETF92204A70227,699258,653SH DFND7258,643010
VANGUARD WORLD FDSINF TECH ETF92204A7022,06519,280SH DFND7,919,28000
VANGUARD WORLD FDSINF TECH ETF92204A70224,701230,654SH DFND9229,9390715
VANGUARD WORLD FDSMATERIALS ETF92204A8011,97019,228SH DFND119,0730155
VANGUARD WORLD FDSMATERIALS ETF92204A801330SH DFND13000
VANGUARD WORLD FDSMATERIALS ETF92204A801985SH DFND18500
VANGUARD WORLD FDSMATERIALS ETF92204A8012712,650SH DFND32,65000
VANGUARD WORLD FDSMATERIALS ETF92204A8012,41423,563SH DFND723,56300
VANGUARD WORLD FDSMATERIALS ETF92204A8012262,208SH DFND7,92,20800
VANGUARD WORLD FDSMATERIALS ETF92204A8012,61025,481SH DFND925,434047
VANGUARD WORLD FDSUTILITIES ETF92204A8761,36311,905SH DFND111,7980107
VANGUARD WORLD FDSUTILITIES ETF92204A876216SH DFND11600
VANGUARD WORLD FDSUTILITIES ETF92204A8761083SH DFND18300
VANGUARD WORLD FDSUTILITIES ETF92204A8762291,998SH DFND31,99800
VANGUARD WORLD FDSUTILITIES ETF92204A8761,67014,583SH DFND714,58300
VANGUARD WORLD FDSUTILITIES ETF92204A8761281,121SH DFND7,91,12100
VANGUARD WORLD FDSUTILITIES ETF92204A8762,44921,391SH DFND921,367024
VANGUARD WORLD FDSTELCOMM ETF92204A8842,81028,552SH DFND128,3930159
VANGUARD WORLD FDSTELCOMM ETF92204A884334SH DFND13400
VANGUARD WORLD FDSTELCOMM ETF92204A8841,75717,852SH DFND115,48202,370
VANGUARD WORLD FDSTELCOMM ETF92204A8844104,168SH DFND34,16800
VANGUARD WORLD FDSTELCOMM ETF92204A8842,45124,908SH DFND724,90800
VANGUARD WORLD FDSTELCOMM ETF92204A8842292,329SH DFND7,92,32900
VANGUARD WORLD FDSTELCOMM ETF92204A8842,58826,304SH DFND926,253051
VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF922042742831,423SH DFND71,42300
VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF92204274285414,699SH DFND90014,699
VANGUARD INTL EQUITY INDEX FALLWRLD EX US9220427751,35431,609SH DFND731,60900
VANGUARD INTL EQUITY INDEX FALLWRLD EX US9220427756,073141,726SH DFND9141,72600
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428581,46541,595SH DFND140,59501,000
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285832,063910,117SH DFND7903,38306,734
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428584,045114,831SH DFND7,9114,83100
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285848,8751,387,319SH DFND91,339,1371,31046,872
VANGUARD INTL EQUITY INDEX FFTSE PACIFIC ETF9220428663285,889SH DFND75,88900
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF9220428741,60334,359SH DFND734,35900
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF9220428744269,134SH DFND923108,903
VANGUARD SCOTTSDALE FDSSHTRM GVT BD ETF92206C1021512,464SH DFND12,46400
VANGUARD SCOTTSDALE FDSSHTRM GVT BD ETF92206C102921,500SH DFND7001,500
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C40923290SH DFND11900100
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C4091,69020,909SH DFND720,2270682
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C40935434SH DFND943400
VANGUARD SCOTTSDALE FDSVNG RUS1000IDX92206C7301,38014,358SH DFND714,35800
VANGUARD SCOTTSDALE FDSLG-TERM COR BD92206C8132392,530SH DFND758001,950
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C87012130SH DFND100130
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C8706597,369SH DFND77,36900
VANTIV INCCL A92210H10526465SH DFND11650300
VANTIV INCCL A92210H105611,070SH DFND1,31,07000
VANTIV INCCL A92210H1053916,900SH DFND136,90000
VANTIV INCCL A92210H10551900SH DFND1490000
VANTIV INCCL A92210H105470SH DFND37000
VANTIV INCCL A92210H1052554,501SH DFND74,50100
VANTIV INCCL A92210H105120SH DFND92000
VARIAN MED SYS INCCOM92220P1059107SH DFND110700
VARIAN MED SYS INCCOM92220P10561740SH DFND1,374000
VARIAN MED SYS INCCOM92220P1053914,750SH DFND134,75000
VARIAN MED SYS INCCOM92220P1051351,640SH DFND141,64000
VARIAN MED SYS INCCOM92220P105340SH DFND34000
VARIAN MED SYS INCCOM92220P1052152,613SH DFND71,9130700
VARIAN MED SYS INCCOM92220P10540490SH DFND7,949000
VARIAN MED SYS INCCOM92220P1051,44717,595SH DFND917,59500
VECTREN CORPCOM92240G101581,100SH DFND131,10000
VECTREN CORPCOM92240G10137700SH DFND1470000
VECTREN CORPCOM92240G101245SH DFND34500
VECTREN CORPCOM92240G1011693,217SH DFND73,21700
VECTREN CORPCOM92240G101113SH DFND7,90013
VECTREN CORPCOM92240G10142800SH DFND980000
VECTOR GROUP LTDCOM92240M10849822,233SH DFND722,23300
VECTOR GROUP LTDCOM92240M108284SH DFND98400
VEDANTA LTDSPONSORED ADR92242Y1008911,300SH OTR1311,30000
VEEVA SYS INCCL A COM92247510820590SH DFND1,359000
VEEVA SYS INCCL A COM9224751081614,720SH DFND134,72000
VEEVA SYS INCCL A COM92247510814400SH DFND1440000
VEEVA SYS INCCL A COM92247510805SH DFND3500
VEEVA SYS INCCL A COM922475108471,388SH DFND71,38800
VEEVA SYS INCCL A COM9224751085150SH DFND915000
VENTAS INCCOM92276F1001201,645SH DFND11,5050140
VENTAS INCCOM92276F1006038,286SH DFND138,28600
VENTAS INCCOM92276F1001822,500SH DFND142,50000
VENTAS INCCOM92276F10011150SH DFND315000
VENTAS INCCOM92276F1003815,234SH DFND75,0950139
VENTAS INCCOM92276F10020275SH DFND7,927500
VENTAS INCCOM92276F1003,39146,566SH DFND934,505012,061
VENTAS INCCOM92276F1002,00727,556SH OTR1327,55600
VANGUARD MUN BD FD INCTAX EXEMPT BD9229077463616,849SH DFND76,84900
VANGUARD INDEX FDSS&P 500 ETF SHS9229083634162,163SH DFND12,16300
VANGUARD INDEX FDSS&P 500 ETF SHS92290836317,86792,962SH DFND792,923039
VANGUARD INDEX FDSS&P 500 ETF SHS9229083632,41312,556SH DFND7,912,55600
VANGUARD INDEX FDSS&P 500 ETF SHS9229083637,87940,995SH DFND932,93008,065
VANGUARD INDEX FDSMCAP VL IDXVIP9229085122102,362SH DFND72,36200
VANGUARD INDEX FDSMCAP VL IDXVIP92290851257644SH DFND964400
VANGUARD INDEX FDSMCAP GR IDXVIP92290853817166SH DFND116600
VANGUARD INDEX FDSMCAP GR IDXVIP9229085381861,821SH DFND71,82100
VANGUARD INDEX FDSMCAP GR IDXVIP92290853857562SH DFND956200
VANGUARD INDEX FDSREIT ETF92290855326,762301,814SH DFND1298,13603,678
VANGUARD INDEX FDSREIT ETF92290855335400SH DFND140000
VANGUARD INDEX FDSREIT ETF92290855363706SH DFND170600
VANGUARD INDEX FDSREIT ETF922908553894SH DFND140940
VANGUARD INDEX FDSREIT ETF9229085534,05045,674SH DFND345,67400
VANGUARD INDEX FDSREIT ETF92290855321,485242,307SH DFND7237,30405,003
VANGUARD INDEX FDSREIT ETF9229085531,83820,734SH DFND7,920,73400
VANGUARD INDEX FDSREIT ETF92290855315,324172,816SH DFND9167,61605,200
VANGUARD INDEX FDSSML CP GRW ETF922908595542SH DFND14200
VANGUARD INDEX FDSSML CP GRW ETF9229085954393,540SH DFND73,54000
VANGUARD INDEX FDSSML CP GRW ETF92290859599795SH DFND979500
VANGUARD INDEX FDSSM CP VAL ETF9229086116506,177SH DFND76,17700
VANGUARD INDEX FDSSM CP VAL ETF9229086116025,714SH DFND95,71400
VANGUARD INDEX FDSMID CAP ETF9229086297806,308SH DFND16,30800
VANGUARD INDEX FDSMID CAP ETF9229086296,13449,616SH DFND749,61600
VANGUARD INDEX FDSMID CAP ETF9229086292752,221SH DFND7,92,22100
VANGUARD INDEX FDSMID CAP ETF92290862915125SH DFND912500
VANGUARD INDEX FDSLARGE CAP ETF92290863747493SH DFND149300
VANGUARD INDEX FDSLARGE CAP ETF9229086372983,105SH DFND73,10500
VANGUARD INDEX FDSLARGE CAP ETF92290863753550SH DFND955000
VANGUARD INDEX FDSGROWTH ETF9229087361,65815,470SH DFND712,21703,253
VANGUARD INDEX FDSGROWTH ETF92290873669640SH DFND964000
VANGUARD INDEX FDSVALUE ETF922908744881,036SH DFND11,03600
VANGUARD INDEX FDSVALUE ETF9229087441,16913,756SH DFND713,75600
VANGUARD INDEX FDSVALUE ETF9229087441852,176SH DFND92,17600
VANGUARD INDEX FDSSMALL CP ETF9229087513,69931,978SH DFND131,7100268
VANGUARD INDEX FDSSMALL CP ETF9229087511,65014,260SH DFND112,51001,750
VANGUARD INDEX FDSSMALL CP ETF9229087511,46912,700SH DFND1312,70000
VANGUARD INDEX FDSSMALL CP ETF92290875138,850335,842SH DFND7335,1700672
VANGUARD INDEX FDSSMALL CP ETF9229087513,30428,561SH DFND7,928,56100
VANGUARD INDEX FDSSMALL CP ETF92290875111,07095,693SH DFND995,69300
VANGUARD INDEX FDSTOTAL STK MKT9229087698598,014SH DFND18,01400
VANGUARD INDEX FDSTOTAL STK MKT9229087693,15329,427SH DFND728,7950632
VANGUARD INDEX FDSTOTAL STK MKT9229087697587,073SH DFND97,07300
VEREIT INCCOM92339V10013213,000SH DFND1313,00000
VEREIT INCCOM92339V100575,600SH DFND145,60000
VEREIT INCCOM92339V1005475SH DFND347500
VEREIT INCCOM92339V10033332,808SH DFND732,80800
VEREIT INCCOM92339V1001136SH DFND7,900136
VEREIT INCCOM92339V1005500SH DFND950000
VEREIT INCCOM92339V1002,082205,307SH OTR13205,30700
VERISIGN INCCOM92343E10263730SH DFND1,373000
VERISIGN INCCOM92343E1023423,950SH DFND133,95000
VERISIGN INCCOM92343E1021301,500SH DFND141,50000
VERISIGN INCCOM92343E102553SH DFND35300
VERISIGN INCCOM92343E1021001,159SH DFND71,15900
VERISIGN INCCOM92343E10231355SH DFND7,935500
VERISIGN INCCOM92343E10245518SH DFND951800
VERISIGN INCCOM92343E1024465,153SH OTR135,15300
VERIZON COMMUNICATIONS INCCOM92343V10420,870373,748SH DFND1365,66108,087
VERIZON COMMUNICATIONS INCCOM92343V1041,49926,850SH DFND1,326,85000
VERIZON COMMUNICATIONS INCCOM92343V10445800SH DFND180000
VERIZON COMMUNICATIONS INCCOM92343V1042544,543SH DFND14,54300
VERIZON COMMUNICATIONS INCCOM92343V1046,120109,600SH DFND13109,60000
VERIZON COMMUNICATIONS INCCOM92343V1041,74831,300SH DFND1431,30000
VERIZON COMMUNICATIONS INCCOM92343V10466111,840SH DFND311,3140526
VERIZON COMMUNICATIONS INCCOM92343V10420,940374,997SH DFND7364,809010,188
VERIZON COMMUNICATIONS INCCOM92343V1042,48644,527SH DFND7,944,3750152
VERIZON COMMUNICATIONS INCCOM92343V10421,619387,162SH DFND9360,872026,290
VERIZON COMMUNICATIONS INCCOM92343V10405SHCallDFND7500
VERINT SYS INCNOTE 1.500% 6/092343XAA84246,000PRN DFND946,00000
VERISK ANALYTICS INCCOM92345Y10634420SH DFND142000
VERISK ANALYTICS INCCOM92345Y106831,020SH DFND1,31,02000
VERISK ANALYTICS INCCOM92345Y1063894,800SH DFND134,80000
VERISK ANALYTICS INCCOM92345Y10665800SH DFND1480000
VERISK ANALYTICS INCCOM92345Y1067218,889SH DFND38,88900
VERISK ANALYTICS INCCOM92345Y1067659,432SH DFND79,340092
VERISK ANALYTICS INCCOM92345Y1067889,720SH DFND99,3850335
VERMILLION INCCOM NEW92407M2068475,500SH DFND975,50000
VERTEX PHARMACEUTICALS INCCOM92532F10019224SH DFND122400
VERTEX PHARMACEUTICALS INCCOM92532F1001571,830SH DFND1,31,83000
VERTEX PHARMACEUTICALS INCCOM92532F1005546,443SH DFND136,44300
VERTEX PHARMACEUTICALS INCCOM92532F1002142,489SH DFND142,48900
VERTEX PHARMACEUTICALS INCCOM92532F10010115SH DFND311500
VERTEX PHARMACEUTICALS INCCOM92532F1002733,176SH DFND72,9300246
VERTEX PHARMACEUTICALS INCCOM92532F10026306SH DFND7,9259047
VERTEX PHARMACEUTICALS INCCOM92532F10071830SH DFND96270203
VIACOM INC NEWCL B92553P2012,36256,958SH DFND147,58809,370
VIACOM INC NEWCL B92553P20151512,430SH DFND1,34,68007,750
VIACOM INC NEWCL B92553P201382SH DFND18200
VIACOM INC NEWCL B92553P2018198SH DFND119800
VIACOM INC NEWCL B92553P20144410,700SH DFND1310,70000
VIACOM INC NEWCL B92553P2012305,542SH DFND143,3702,1720
VIACOM INC NEWCL B92553P20173717,765SH DFND317,76500
VIACOM INC NEWCL B92553P20113,864334,310SH DFND7333,8340476
VIACOM INC NEWCL B92553P2012,57262,027SH DFND7,961,957070
VIACOM INC NEWCL B92553P2014,264102,818SH DFND9102,6180200
VIPSHOP HLDGS LTDNOTE 1.500% 3/192763WAA144,000PRN DFND74,00000
VIPSHOP HLDGS LTDNOTE 1.500% 3/192763WAA12323,000PRN DFND923,00000
VIPSHOP HLDGS LTDSPONSORED ADR92763W103978,702SH DFND98,70200
VIPSHOP HLDGS LTDSPONSORED ADR92763W103252,200SH OTR132,20000
VISA INCCOM CL A92826C8395,60875,616SH DFND166,10409,512
VISA INCCOM CL A92826C8391,05514,220SH DFND1,314,22000
VISA INCCOM CL A92826C8394,42959,720SH DFND1359,72000
VISA INCCOM CL A92826C8391,31617,739SH DFND1417,724150
VISA INCCOM CL A92826C83985411,516SH DFND311,51600
VISA INCCOM CL A92826C8397,771104,766SH DFND7100,17804,588
VISA INCCOM CL A92826C8392943,961SH DFND7,93,8050156
VISA INCCOM CL A92826C8396,22183,881SH DFND971,301012,580
VISA INCCOM CL A92826C8391,74123,470SH OTR1323,47000
VISTA OUTDOOR INCCOM928377100831,730SH DFND11,6300100
VISTA OUTDOOR INCCOM92837710019400SH DFND1,340000
VISTA OUTDOOR INCCOM92837710016340SH DFND1334000
VISTA OUTDOOR INCCOM92837710022460SH DFND1446000
VISTA OUTDOOR INCCOM9283771001082,262SH DFND32,26200
VISTA OUTDOOR INCCOM928377100581,225SH DFND71,194031
VISTA OUTDOOR INCCOM9283771001272,652SH DFND7,92,65200
VISTA OUTDOOR INCCOM9283771003677,694SH DFND97,69400
VMWARE INCCL A COM92856340221363SH DFND136300
VMWARE INCCL A COM92856340234600SH DFND1,360000
VMWARE INCCL A COM9285634021322,310SH DFND132,31000
VMWARE INCCL A COM928563402711,240SH DFND141,24000
VMWARE INCCL A COM928563402117SH DFND31700
VMWARE INCCL A COM9285634021,16020,265SH DFND720,1610104
VMWARE INCCL A COM9285634022273,973SH DFND93,97300
VODAFONE GROUP PLC NEWSPNSR ADR92857W3081,76857,226SH DFND155,82101,405
VODAFONE GROUP PLC NEWSPNSR ADR92857W30840112,980SH DFND1,312,98000
VODAFONE GROUP PLC NEWSPNSR ADR92857W3081244,030SH DFND13,6350395
VODAFONE GROUP PLC NEWSPNSR ADR92857W30860919,717SH DFND318,62701,090
VODAFONE GROUP PLC NEWSPNSR ADR92857W30810,050325,350SH DFND7319,90905,441
VODAFONE GROUP PLC NEWSPNSR ADR92857W3082,61484,633SH DFND7,984,63300
VODAFONE GROUP PLC NEWSPNSR ADR92857W3086,614214,124SH DFND9207,36406,760
VODAFONE GROUP PLC NEWSPNSR ADR92857W30828893SH OTR1389300
VODAFONE GROUP PLC NEWSPNSR ADR92857W30803SHCallDFND7300
VORNADO RLTY TRSH BEN INT9290421095685,673SH DFND135,67300
VORNADO RLTY TRSH BEN INT9290421091351,346SH DFND141,34600
VORNADO RLTY TRSH BEN INT929042109990SH DFND39000
VORNADO RLTY TRSH BEN INT9290421091511,512SH DFND71,489023
VORNADO RLTY TRSH BEN INT92904210926260SH DFND7,926000
VORNADO RLTY TRSH BEN INT92904210922217SH DFND91030114
VORNADO RLTY TRSH BEN INT9290421093,23732,331SH OTR1332,33100
VOYA FINL INCCOM929089100502,000SH DFND132,00000
VOYA FINL INCCOM929089100682,758SH DFND142,75800
VOYA FINL INCCOM9290891003121SH DFND312100
VOYA FINL INCCOM9290891001526,147SH DFND76,136011
VULCAN MATLS COCOM92916010982684SH DFND168400
VULCAN MATLS COCOM92916010996800SH DFND1,380000
VULCAN MATLS COCOM9291601094093,400SH DFND133,40000
VULCAN MATLS COCOM92916010996800SH DFND1480000
VULCAN MATLS COCOM929160109650SH DFND35000
VULCAN MATLS COCOM92916010959488SH DFND748800
VULCAN MATLS COCOM92916010930253SH DFND7,9241012
VULCAN MATLS COCOM92916010941339SH DFND933900
VULCAN MATLS COCOM9291601094303,576SH OTR133,57600
WABCO HLDGS INCCOM92927K10230330SH DFND1,333000
WABCO HLDGS INCCOM92927K1021882,050SH DFND132,05000
WABCO HLDGS INCCOM92927K10264700SH DFND1470000
WABCO HLDGS INCCOM92927K102227SH DFND32700
WABCO HLDGS INCCOM92927K1021131,229SH DFND71,22900
WABCO HLDGS INCCOM92927K10232348SH DFND934800
W P CAREY INCCOM92936U10921300SH DFND130000
W P CAREY INCCOM92936U109971,400SH DFND131,40000
W P CAREY INCCOM92936U109691,000SH DFND141,00000
W P CAREY INCCOM92936U109235SH DFND33500
W P CAREY INCCOM92936U1091392,002SH DFND72,00200
W P CAREY INCCOM92936U10915210SH DFND921000
WPP PLC NEWADR92937A1021451,389SH DFND11,38900
WPP PLC NEWADR92937A10248464SH DFND346400
WPP PLC NEWADR92937A1021,19511,430SH DFND711,1940236
WPP PLC NEWADR92937A102881SH DFND7,98100
WPP PLC NEWADR92937A1021,09610,482SH DFND910,1780304
WP GLIMCHER INCOM92939N1029822SH DFND182200
WP GLIMCHER INCOM92939N102696,176SH DFND136,17600
WP GLIMCHER INCOM92939N102292,570SH DFND142,57000
WP GLIMCHER INCOM92939N102655,785SH DFND75,78500
WP GLIMCHER INCOM92939N1023249SH DFND7,9184065
WP GLIMCHER INCOM92939N102928,220SH DFND98,22000
WP GLIMCHER INCOM92939N10217015,193SH OTR1315,19300
WEC ENERGY GROUP INCCOM92939U1062403,679SH DFND13,67900
WEC ENERGY GROUP INCCOM92939U10646700SH DFND1,370000
WEC ENERGY GROUP INCCOM92939U1061241,900SH DFND131,90000
WEC ENERGY GROUP INCCOM92939U1068125SH DFND312500
WEC ENERGY GROUP INCCOM92939U1061,22818,812SH DFND716,09802,714
WEC ENERGY GROUP INCCOM92939U10654824SH DFND7,9810014
WEC ENERGY GROUP INCCOM92939U1064677,145SH DFND94,96502,180
WABTEC CORPCOM92974010847670SH DFND1,367000
WABTEC CORPCOM9297401081211,720SH DFND131,72000
WABTEC CORPCOM929740108771,100SH DFND141,10000
WABTEC CORPCOM929740108235SH DFND33500
WABTEC CORPCOM9297401082964,216SH DFND72,86601,350
WABTEC CORPCOM92974010816234SH DFND9200214
WAL-MART STORES INCCOM9311421037,535103,185SH DFND1100,72002,465
WAL-MART STORES INCCOM9311421034676,400SH DFND1,36,40000
WAL-MART STORES INCCOM9311421032,08828,600SH DFND1328,60000
WAL-MART STORES INCCOM9311421035918,100SH DFND148,10000
WAL-MART STORES INCCOM9311421032353,215SH DFND33,21500
WAL-MART STORES INCCOM9311421038,191112,179SH DFND7110,83401,345
WAL-MART STORES INCCOM93114210385811,750SH DFND7,911,6310119
WAL-MART STORES INCCOM9311421035,81779,669SH DFND974,41505,254
WAL-MART STORES INCCOM93114210333SHCallDFND7300
WALGREENS BOOTS ALLIANCE INCCOM9314271082,00824,118SH DFND115,34808,770
WALGREENS BOOTS ALLIANCE INCCOM9314271083003,600SH DFND1,33,60000
WALGREENS BOOTS ALLIANCE INCCOM9314271081,39116,700SH DFND1316,70000
WALGREENS BOOTS ALLIANCE INCCOM9314271083754,500SH DFND144,50000
WALGREENS BOOTS ALLIANCE INCCOM93142710872863SH DFND386300
WALGREENS BOOTS ALLIANCE INCCOM9314271089,832118,079SH DFND7117,7680311
WALGREENS BOOTS ALLIANCE INCCOM9314271082,17026,056SH DFND7,926,04907
WALGREENS BOOTS ALLIANCE INCCOM93142710814,240171,012SH DFND9156,612014,400
WASHINGTON REAL ESTATE INVTSH BEN INT939653101411,300SH DFND1001,300
WASHINGTON REAL ESTATE INVTSH BEN INT939653101361,152SH DFND71,15200
WASHINGTON REAL ESTATE INVTSH BEN INT939653101120SH DFND92000
WASHINGTON REAL ESTATE INVTSH BEN INT9396531011574,991SH OTR134,99100
WASTE CONNECTIONS INCCOM94106B101230SH DFND13000
WASTE CONNECTIONS INCCOM94106B1017079,818SH DFND1,35009,768
WASTE CONNECTIONS INCCOM94106B10140550SH DFND1455000
WASTE CONNECTIONS INCCOM94106B101565SH DFND36500
WASTE CONNECTIONS INCCOM94106B10163879SH DFND7828051
WASTE CONNECTIONS INCCOM94106B101120SH DFND92000
WASTE MGMT INC DELCOM94106L1095,67185,574SH DFND172,661012,913
WASTE MGMT INC DELCOM94106L1093635,480SH DFND1,35,48000
WASTE MGMT INC DELCOM94106L1097112SH DFND111200
WASTE MGMT INC DELCOM94106L10947715SH DFND171500
WASTE MGMT INC DELCOM94106L10992413,940SH DFND1313,94000
WASTE MGMT INC DELCOM94106L1093845,795SH DFND143,4302,3650
WASTE MGMT INC DELCOM94106L1091,16417,564SH DFND317,56400
WASTE MGMT INC DELCOM94106L10924,498369,668SH DFND7369,0360632
WASTE MGMT INC DELCOM94106L1092,28734,511SH DFND7,934,468043
WASTE MGMT INC DELCOM94106L10910,215154,149SH DFND9145,12809,021
WASTE MGMT INC DELCOM94106L10924SHCallDFND7400
WATERS CORPCOM941848103110SH DFND11000
WATERS CORPCOM941848103100710SH DFND1,371000
WATERS CORPCOM9418481034663,310SH DFND133,31000
WATERS CORPCOM9418481031701,210SH DFND141,21000
WATERS CORPCOM941848103430SH DFND33000
WATERS CORPCOM9418481033362,386SH DFND71,13601,250
WATERS CORPCOM94184810324170SH DFND7,9150020
WATERS CORPCOM94184810317SH DFND9700
WATERS CORPCOM9418481032171,544SH OTR131,54400
WEB COM GROUP INCNOTE 1.000% 8/194733AAA244,000PRN DFND74,00000
WEB COM GROUP INCNOTE 1.000% 8/194733AAA22932,000PRN DFND932,00000
WEINGARTEN RLTY INVSSH BEN INT9487411034100SH DFND110000
WEINGARTEN RLTY INVSSH BEN INT9487411031453,560SH DFND133,56000
WEINGARTEN RLTY INVSSH BEN INT94874110327670SH DFND1467000
WEINGARTEN RLTY INVSSH BEN INT948741103822,016SH DFND72,01600
WEINGARTEN RLTY INVSSH BEN INT9487411033889,516SH DFND93,51606,000
WEINGARTEN RLTY INVSSH BEN INT9487411033769,203SH OTR139,20300
WEIS MKTS INCCOM94884910410200SH DFND100200
WEIS MKTS INCCOM94884910420400SH DFND740000
WEIS MKTS INCCOM9488491041,45428,770SH DFND928,77000
WELLS FARGO & CO NEWCOM94974610118,923399,814SH DFND1377,575022,239
WELLS FARGO & CO NEWCOM9497461011,39429,461SH DFND1,329,46100
WELLS FARGO & CO NEWCOM94974610126548SH DFND154800
WELLS FARGO & CO NEWCOM94974610156611,960SH DFND111,5050455
WELLS FARGO & CO NEWCOM9497461016,464136,575SH DFND13136,57500
WELLS FARGO & CO NEWCOM9497461011,92340,623SH DFND1437,8482,7750
WELLS FARGO & CO NEWCOM9497461013,12866,094SH DFND366,09400
WELLS FARGO & CO NEWCOM94974610149,6491,049,000SH DFND71,041,58707,413
WELLS FARGO & CO NEWCOM9497461016,644140,380SH DFND7,9140,1830197
WELLS FARGO & CO NEWCOM94974610125,330535,189SH DFND9469,965065,224
WELLS FARGO & CO NEWCOM949746101010SHCallDFND71000
WELLS FARGO & CO NEW*W EXP 10/28/20194974611920415,000SH DFND115,00000
WELLS FARGO & CO NEWPERP PFD CNV A9497468046550SH DFND15000
WELLS FARGO & CO NEWPERP PFD CNV A9497468041713SH DFND71300
WELLS FARGO & CO NEWPERP PFD CNV A949746804650500SH DFND900500
WELLS FARGO INCOME OPPORTUNIWF INC OPPTY FD94987B10523830,079SH DFND730,000079
WELLTOWER INCCOM95040Q104991,295SH DFND11,1610134
WELLTOWER INCCOM95040Q10413175SH DFND117500
WELLTOWER INCCOM95040Q1046838,970SH DFND138,97000
WELLTOWER INCCOM95040Q1042823,700SH DFND143,70000
WELLTOWER INCCOM95040Q10411150SH DFND315000
WELLTOWER INCCOM95040Q1047449,765SH DFND79,5150250
WELLTOWER INCCOM95040Q10431407SH DFND7,940700
WELLTOWER INCCOM95040Q1042983,915SH DFND93,91500
WELLTOWER INCCOM95040Q1044,70961,820SH OTR1361,82000
WENDYS COCOM95058W10013113,600SH DFND113,60000
WENDYS COCOM95058W100151,590SH DFND1,31,59000
WENDYS COCOM95058W1002200SH DFND1320000
WENDYS COCOM95058W100010SH DFND31000
WENDYS COCOM95058W100153SH DFND75300
WENDYS COCOM95058W100252,636SH DFND92,63600
WEST PHARMACEUTICAL SVSC INCCOM955306105224SH DFND12400
WEST PHARMACEUTICAL SVSC INCCOM95530610530400SH DFND1,340000
WEST PHARMACEUTICAL SVSC INCCOM95530610590811,970SH DFND711,97000
WEST PHARMACEUTICAL SVSC INCCOM9553061054556,000SH DFND7,96,00000
WEST PHARMACEUTICAL SVSC INCCOM9553061053,40044,810SH DFND944,6540156
WESTAR ENERGY INCCOM95709T100981,754SH DFND11,75400
WESTAR ENERGY INCCOM95709T10011200SH DFND1,320000
WESTAR ENERGY INCCOM95709T10011200SH DFND1420000
WESTAR ENERGY INCCOM95709T100350SH DFND35000
WESTAR ENERGY INCCOM95709T10060210,731SH DFND710,715016
WESTAR ENERGY INCCOM95709T1001502,673SH DFND7,92,659014
WESTAR ENERGY INCCOM95709T1006,176110,105SH DFND9110,10500
WESTERN DIGITAL CORPCOM958102105119SH DFND11900
WESTERN DIGITAL CORPCOM9581021051012,139SH DFND1,32,13900
WESTERN DIGITAL CORPCOM9581021054208,883SH DFND138,88300
WESTERN DIGITAL CORPCOM9581021051132,401SH DFND142,40100
WESTERN DIGITAL CORPCOM9581021055101SH DFND310100
WESTERN DIGITAL CORPCOM9581021054158,781SH DFND78,6370144
WESTERN DIGITAL CORPCOM958102105571,207SH DFND7,91,152055
WESTERN DIGITAL CORPCOM9581021052665,630SH DFND94,9550675
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541043617,161SH DFND17,16100
WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104501,001SH DFND1401,0010
WESTERN GAS PARTNERS LPCOM UNIT LP IN95825410424470SH DFND347000
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541043,29165,299SH DFND765,29900
WESTERN GAS PARTNERS LPCOM UNIT LP IN95825410453610,639SH DFND7,910,63900
WESTERN GAS PARTNERS LPCOM UNIT LP IN95825410493018,450SH DFND913,65004,800
WESTERN UN COCOM959802109995,165SH DFND15,16500
WESTERN UN COCOM95980210968435,650SH DFND1,33,450032,200
WESTERN UN COCOM95980210935818,640SH DFND1318,64000
WESTERN UN COCOM9598021091357,029SH DFND147,02900
WESTERN UN COCOM959802109653,415SH DFND33,41500
WESTERN UN COCOM9598021091869,703SH DFND76,20703,496
WESTERN UN COCOM95980210911563SH DFND7,956300
WESTERN UN COCOM9598021091859,655SH DFND99,65500
WESTLAKE CHEM CORPCOM9604131029200SH DFND1,320000
WESTLAKE CHEM CORPCOM960413102561,300SH DFND131,30000
WESTLAKE CHEM CORPCOM96041310230700SH DFND1470000
WESTLAKE CHEM CORPCOM9604131022395,568SH DFND75,56800
WESTLAKE CHEM CORPCOM960413102240SH DFND94000
WESTPAC BKG CORPSPONSORED ADR9612143011516,831SH DFND76,83100
WESTPAC BKG CORPSPONSORED ADR96121430127712,561SH DFND7,912,56100
WESTPAC BKG CORPSPONSORED ADR96121430125711,616SH DFND99,05002,566
WESTROCK COCOM96145D105802,064SH DFND12,06400
WESTROCK COCOM96145D105541,400SH DFND1,31,40000
WESTROCK COCOM96145D1052105,400SH DFND135,40000
WESTROCK COCOM96145D105661,700SH DFND141,70000
WESTROCK COCOM96145D10536925SH DFND392500
WESTROCK COCOM96145D1051614,149SH DFND74,124025
WESTROCK COCOM96145D10512304SH DFND7,930400
WESTROCK COCOM96145D10511283SH DFND9246037
WESTROCK COCOM96145D10524SHCallDFND7400
WEYERHAEUSER COCOM9621661043,865129,835SH DFND1108,908020,927
WEYERHAEUSER COCOM9621661041535,150SH DFND1,35,15000
WEYERHAEUSER COCOM9621661045175SH DFND117500
WEYERHAEUSER COCOM96216610413429SH DFND142900
WEYERHAEUSER COCOM96216610451317,242SH DFND1317,24200
WEYERHAEUSER COCOM96216610438813,038SH DFND147,9855,0530
WEYERHAEUSER COCOM9621661041,07236,021SH DFND336,02100
WEYERHAEUSER COCOM96216610415,474519,778SH DFND7511,71308,065
WEYERHAEUSER COCOM96216610490730,466SH DFND7,930,46600
WEYERHAEUSER COCOM9621661048,981301,677SH DFND9248,442053,235
WEYERHAEUSER COPREF CONV SER A96216687256711,250SH DFND90011,250
WHIRLPOOL CORPCOM96332010636214SH DFND121400
WHIRLPOOL CORPCOM96332010677460SH DFND1,346000
WHIRLPOOL CORPCOM9633201063922,350SH DFND132,35000
WHIRLPOOL CORPCOM96332010675450SH DFND1445000
WHIRLPOOL CORPCOM963320106635SH DFND33500
WHIRLPOOL CORPCOM9633201065913,545SH DFND73,54005
WHIRLPOOL CORPCOM96332010617100SH DFND7,910000
WHIRLPOOL CORPCOM9633201066363,817SH DFND91,86101,956
WHIRLPOOL CORPCOM96332010625SHCallDFND9500
WHITEWAVE FOODS COCOM96624410533700SH DFND1,370000
WHITEWAVE FOODS COCOM9662441051643,500SH DFND133,50000
WHITEWAVE FOODS COCOM96624410542900SH DFND1490000
WHITEWAVE FOODS COCOM966244105495SH DFND39500
WHITEWAVE FOODS COCOM96624410551811,041SH DFND711,04100
WHITEWAVE FOODS COCOM9662441056130SH DFND7,913000
WHITEWAVE FOODS COCOM9662441051152,459SH DFND92,3340125
WHITING PETE CORP NEWNOTE 1.250% 4/0966387AL61114,000PRN DFND914,00000
WHITING PETE CORP NEWCOM966387102111,190SH DFND1,31,19000
WHITING PETE CORP NEWCOM966387102889,450SH DFND139,45000
WHITING PETE CORP NEWCOM9663871021115SH DFND311500
WHITING PETE CORP NEWCOM966387102545,828SH DFND75,82305
WHITING PETE CORP NEWCOM9663871021113SH DFND7,900113
WHITING PETE CORP NEWCOM966387102045SH DFND94500
WHOLE FOODS MKT INCCOM96683710618575SH DFND157500
WHOLE FOODS MKT INCCOM966837106451,400SH DFND1,31,40000
WHOLE FOODS MKT INCCOM966837106541,700SH DFND131,70000
WHOLE FOODS MKT INCCOM966837106672,100SH DFND142,10000
WHOLE FOODS MKT INCCOM9668371065155SH DFND315500
WHOLE FOODS MKT INCCOM96683710656217,565SH DFND715,43702,128
WHOLE FOODS MKT INCCOM96683710610300SH DFND7,930000
WHOLE FOODS MKT INCCOM96683710632310,080SH DFND99,2320848
WILLIAMS COS INC DELCOM969457100261,200SH DFND1001,200
WILLIAMS COS INC DELCOM9694571001245,750SH DFND1,35,75000
WILLIAMS COS INC DELCOM96945710035216,270SH DFND1316,27000
WILLIAMS COS INC DELCOM9694571001476,812SH DFND146,81200
WILLIAMS COS INC DELCOM9694571007305SH DFND330500
WILLIAMS COS INC DELCOM9694571001948,972SH DFND78,3720600
WILLIAMS COS INC DELCOM96945710021952SH DFND7,9915037
WILLIAMS COS INC DELCOM96945710041619,218SH DFND917,99901,219
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1054106SH DFND110600
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1053108,944SH DFND78,94400
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L105395SH DFND7,99500
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L10542712,333SH DFND91,000011,333
WILLIAMS SONOMA INCCOM96990410130570SH DFND1,357000
WILLIAMS SONOMA INCCOM9699041011222,340SH DFND132,34000
WILLIAMS SONOMA INCCOM969904101541,030SH DFND141,03000
WILLIAMS SONOMA INCCOM969904101235SH DFND33500
WILLIAMS SONOMA INCCOM9699041013065,872SH DFND74,9720900
WILLIAMS SONOMA INCCOM9699041011,64531,558SH DFND96,973024,585
WISDOMTREE INVTS INCCOM97717P104101,000SH DFND1001,000
WISDOMTREE INVTS INCCOM97717P104919,282SH DFND79,28200
WISDOMTREE TRHIGH DIV FD97717W2082824,224SH DFND74,22400
WISDOMTREE TRLARGECAP DIVID97717W3071171,542SH DFND71,54200
WISDOMTREE TRLARGECAP DIVID97717W3071,14715,135SH DFND915,13500
WISDOMTREE TREMER MKT HIGH FD97717W3152,08258,769SH DFND13,582055,187
WISDOMTREE TREMER MKT HIGH FD97717W3152025,705SH DFND35,70500
WISDOMTREE TREMER MKT HIGH FD97717W3151,26635,729SH DFND735,72900
WISDOMTREE TREMER MKT HIGH FD97717W3152,16861,200SH DFND7,961,20000
WISDOMTREE TREMER MKT HIGH FD97717W3155,661159,817SH DFND9159,6670150
WISDOMTREE TRDIV EX-FINL FD97717W4063865,009SH DFND95,00900
WISDOMTREE TRMDCP EARN FUND97717W5702833,100SH DFND73,10000
WISDOMTREE TRINTL EQUITY FD97717W7034279,531SH DFND79,53100
WISDOMTREE TRINTL SMCAP DIV97717W7601913,402SH DFND12,7620640
WISDOMTREE TRINTL SMCAP DIV97717W760791,400SH DFND31,40000
WISDOMTREE TRINTL SMCAP DIV97717W7604,14273,823SH DFND773,82300
WISDOMTREE TRINTL SMCAP DIV97717W76074413,265SH DFND913,26500
WISDOMTREE TRINTL LRGCAP DV97717W7941,98848,021SH DFND748,02100
WISDOMTREE TRINTL LRGCAP DV97717W7941,90446,000SH DFND7,946,00000
WISDOMTREE TRINTL LRGCAP DV97717W7943,92394,773SH DFND994,77300
WISDOMTREE TRJAPN HEDGE EQT97717W85161815,947SH DFND115,3510596
WISDOMTREE TRJAPN HEDGE EQT97717W851541,400SH DFND31,40000
WISDOMTREE TRJAPN HEDGE EQT97717W8513,64093,861SH DFND793,7530108
WISDOMTREE TRJAPN HEDGE EQT97717W851497SH DFND7,99700
WISDOMTREE TRJAPN HEDGE EQT97717W8511,59941,235SH DFND934,70406,531
WISDOMTREE TREUROPE HEDGED EQ97717X7014,90297,017SH DFND796,7890228
WISDOMTREE TREUROPE HEDGED EQ97717X70169613,767SH DFND93,731010,036
WOODWARD INCCOM98074510379213,744SH DFND1,30013,744
WOODWARD INCCOM98074510312201SH DFND720100
WOODWARD INCCOM980745103110SH DFND91000
WORKDAY INCNOTE 0.750% 7/198138HAC53128,000PRN DFND928,00000
WORKDAY INCCL A98138H1012893,875SH DFND13,6750200
WORKDAY INCCL A98138H10161820SH DFND1,382000
WORKDAY INCCL A98138H1011161,550SH DFND131,55000
WORKDAY INCCL A98138H101338SH DFND33800
WORKDAY INCCL A98138H1011592,132SH DFND72,13200
WORKDAY INCCL A98138H10140534SH DFND7,953400
WORKDAY INCCL A98138H1012293,072SH DFND93,07200
WORLD FUEL SVCS CORPCOM981475106521,094SH DFND11,09400
WORLD FUEL SVCS CORPCOM98147510617360SH DFND1,336000
WORLD FUEL SVCS CORPCOM9814751061002,100SH DFND132,10000
WORLD FUEL SVCS CORPCOM98147510619400SH DFND1440000
WORLD FUEL SVCS CORPCOM98147510640842SH DFND384200
WORLD FUEL SVCS CORPCOM98147510621450SH DFND7424026
WORLD FUEL SVCS CORPCOM981475106541,133SH DFND7,91,13300
WORLD FUEL SVCS CORPCOM9814751061663,493SH DFND93,49300
WORTHINGTON INDS INCCOM9818111023819,000SH DFND1009,000
WORTHINGTON INDS INCCOM9818111023538,355SH DFND78,35500
WORTHINGTON INDS INCCOM9818111025130SH DFND913000
WPX ENERGY INCCOM98212B103121,340SH DFND1,31,34000
WPX ENERGY INCCOM98212B103363,817SH DFND133,81700
WPX ENERGY INCCOM98212B103131,404SH DFND141,40400
WPX ENERGY INCCOM98212B103272,885SH DFND72,88500
WPX ENERGY INCCOM98212B1034449SH DFND7,93050144
WPX ENERGY INCCOM98212B103515,445SH DFND95,2290216
WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE778,000PRN DFND78,00000
WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE73639,000PRN DFND939,00000
WYNDHAM WORLDWIDE CORPCOM98310W10824333SH DFND133300
WYNDHAM WORLDWIDE CORPCOM98310W10856780SH DFND1,378000
WYNDHAM WORLDWIDE CORPCOM98310W1082393,360SH DFND133,36000
WYNDHAM WORLDWIDE CORPCOM98310W1081001,408SH DFND141,40800
WYNDHAM WORLDWIDE CORPCOM98310W108345SH DFND34500
WYNDHAM WORLDWIDE CORPCOM98310W1083474,874SH DFND74,86905
WYNDHAM WORLDWIDE CORPCOM98310W10813177SH DFND7,917700
WYNDHAM WORLDWIDE CORPCOM98310W1081792,507SH DFND92,2020305
WYNN RESORTS LTDCOM98313410723250SH DFND125000
WYNN RESORTS LTDCOM98313410734380SH DFND1,338000
WYNN RESORTS LTDCOM9831341071992,200SH DFND132,20000
WYNN RESORTS LTDCOM98313410742460SH DFND1446000
WYNN RESORTS LTDCOM983134107440SH DFND34000
WYNN RESORTS LTDCOM983134107991,094SH DFND71,09400
WYNN RESORTS LTDCOM9831341071972,176SH DFND92,0220154
WYNN RESORTS LTDCOM9831341072,72830,095SH OTR1330,09500
WYNN RESORTS LTDCOM98313410775SHCallDFND7500
XCEL ENERGY INCCOM98389B1002675,965SH DFND15,96500
XCEL ENERGY INCCOM98389B100631,400SH DFND1,31,40000
XCEL ENERGY INCCOM98389B1003858,600SH DFND138,60000
XCEL ENERGY INCCOM98389B10022500SH DFND1450000
XCEL ENERGY INCCOM98389B1007155SH DFND315500
XCEL ENERGY INCCOM98389B1001,64536,727SH DFND736,676051
XCEL ENERGY INCCOM98389B1001312,930SH DFND7,92,915015
XCEL ENERGY INCCOM98389B1002245,003SH DFND94,8310172
XILINX INCCOM98391910121464SH DFND146400
XILINX INCCOM983919101831,800SH DFND1,31,80000
XILINX INCCOM98391910150711,000SH DFND1311,00000
XILINX INCCOM9839191011352,930SH DFND142,93000
XILINX INCCOM9839191015105SH DFND310500
XILINX INCCOM9839191013808,239SH DFND77,7810458
XILINX INCCOM98391910110210SH DFND7,921000
XILINX INCCOM9839191012735,908SH DFND95,3030605
XILINX INCCOM98391910147610,323SH OTR1310,32300
XCEL BRANDS INCCOM NEW98400M10145289,833SH DFND189,83300
XENIA HOTELS & RESORTS INCCOM9840171031197,067SH DFND77,06700
XENIA HOTELS & RESORTS INCCOM9840171031358,073SH OTR138,07300
XEROX CORPCOM984121103242,575SH DFND12,57500
XEROX CORPCOM984121103768,020SH DFND1,38,02000
XEROX CORPCOM98412110314915,710SH DFND1315,71000
XEROX CORPCOM984121103444,656SH DFND144,65600
XEROX CORPCOM9841211034385SH DFND338500
XEROX CORPCOM98412110319020,051SH DFND717,50302,548
XEROX CORPCOM984121103222,352SH DFND7,92,35200
XEROX CORPCOM98412110319520,539SH DFND920,0890450
XYLEM INCCOM98419M1001914,279SH DFND12,61001,669
XYLEM INCCOM98419M100601,340SH DFND1,31,34000
XYLEM INCCOM98419M1002245,010SH DFND135,01000
XYLEM INCCOM98419M10039864SH DFND1486400
XYLEM INCCOM98419M100480SH DFND38000
XYLEM INCCOM98419M1001433,203SH DFND73,144059
XYLEM INCCOM98419M10010221SH DFND7,922100
XYLEM INCCOM98419M10013300SH DFND930000
YAHOO INCNOTE 12/0984332AF31818,000PRN DFND718,00000
YAHOO INCNOTE 12/0984332AF33535,000PRN DFND935,00000
YAHOO INCCOM98433210630803SH DFND180300
YAHOO INCCOM9843321062396,350SH DFND1,36,35000
YAHOO INCCOM98433210691024,230SH DFND1324,23000
YAHOO INCCOM9843321062366,290SH DFND146,29000
YAHOO INCCOM98433210616420SH DFND342000
YAHOO INCCOM9843321061985,269SH DFND75,250019
YAHOO INCCOM984332106621,653SH DFND7,91,607046
YAHOO INCCOM984332106461,228SH DFND91,22800
YORK WTR COCOM9871841082,89690,342SH DFND190,34200
YUM BRANDS INCCOM9884981011,92223,181SH DFND116,42106,760
YUM BRANDS INCCOM9884981012112,540SH DFND1,32,54000
YUM BRANDS INCCOM988498101893SH DFND19300
YUM BRANDS INCCOM98849810184210,150SH DFND1310,15000
YUM BRANDS INCCOM9884981013023,640SH DFND143,64000
YUM BRANDS INCCOM9884981017368,875SH DFND38,87500
YUM BRANDS INCCOM9884981012,15225,954SH DFND724,82001,134
YUM BRANDS INCCOM9884981014435,343SH DFND7,95,289054
YUM BRANDS INCCOM9884981014,96559,877SH DFND956,70203,175
ZILLOW GROUP INCCL C CAP STK98954M2001413,900SH DFND133,90000
ZILLOW GROUP INCCL C CAP STK98954M200511,400SH DFND141,40000
ZILLOW GROUP INCCL C CAP STK98954M200375SH DFND37500
ZILLOW GROUP INCCL C CAP STK98954M2009252SH DFND725200
ZILLOW GROUP INCCL C CAP STK98954M200120SH DFND92000
ZIMMER BIOMET HLDGS INCCOM98956P1027656,353SH DFND15,35301,000
ZIMMER BIOMET HLDGS INCCOM98956P1021,42811,865SH DFND1,31,350010,515
ZIMMER BIOMET HLDGS INCCOM98956P1026995,810SH DFND135,81000
ZIMMER BIOMET HLDGS INCCOM98956P1021211,002SH DFND141,00200
ZIMMER BIOMET HLDGS INCCOM98956P1021551,288SH DFND31,28800
ZIMMER BIOMET HLDGS INCCOM98956P1021,85415,402SH DFND714,7510651
ZIMMER BIOMET HLDGS INCCOM98956P10242345SH DFND7,934500
ZIMMER BIOMET HLDGS INCCOM98956P1021,62313,475SH DFND912,6250850
ZIMMER BIOMET HLDGS INCCOM98956P10222SHCallDFND9200
ZIONS BANCORPORATIONCOM989701107431,705SH DFND11,70500
ZIONS BANCORPORATIONCOM9897011071485,890SH DFND135,89000
ZIONS BANCORPORATIONCOM989701107481,900SH DFND141,90000
ZIONS BANCORPORATIONCOM9897011073120SH DFND312000
ZIONS BANCORPORATIONCOM98970110721826SH DFND782600
ZIONS BANCORPORATIONCOM98970110710405SH DFND7,940500
ZIONS BANCORPORATIONCOM9897011079340SH DFND934000
ZOETIS INCCL A98978V1031,25526,424SH DFND125,6910733
ZOETIS INCCL A98978V10366814,070SH DFND1,314,07000
ZOETIS INCCL A98978V1033818,020SH DFND17,3750645
ZOETIS INCCL A98978V10374915,781SH DFND1315,78100
ZOETIS INCCL A98978V1032625,526SH DFND145,52600
ZOETIS INCCL A98978V1031,22325,768SH DFND325,76800
ZOETIS INCCL A98978V1038,809185,609SH DFND7181,80703,802
ZOETIS INCCL A98978V10348910,312SH DFND7,910,294018
ZOETIS INCCL A98978V1034,21188,725SH DFND986,14802,577
ZYNGA INCCL A98986T108166,570SH DFND1,36,57000
ZYNGA INCCL A98986T1084919,850SH DFND1319,85000
ZYNGA INCCL A98986T10821,000SH DFND71,00000
ZYNGA INCCL A98986T108055SH DFND95500