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:09-30-2016
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. FarrellWilmingtonDE11-03-2016
[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:8,394
Form 13F Information Table Value Total:15,694,155
(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 PACOM3602711005,696392,282SH SOLE 392,28200
EURONAV NV ANTWERPENSHSB385641085608SH DFND160800
EURONAV NV ANTWERPENSHSB3856410891,167SH DFND71,16700
EURONAV NV ANTWERPENSHSB3856410820927,361SH DFND92,361025,000
ALLEGION PUB LTD COORD SHSG0176J10955800SH DFND1,380000
ALLEGION PUB LTD COORD SHSG0176J1091542,233SH DFND132,23300
ALLEGION PUB LTD COORD SHSG0176J10946666SH DFND1466600
ALLEGION PUB LTD COORD SHSG0176J109230SH DFND33000
ALLEGION PUB LTD COORD SHSG0176J109921,330SH DFND71,33000
ALLEGION PUB LTD COORD SHSG0176J10916235SH DFND7,923500
ALLEGION PUB LTD COORD SHSG0176J10965950SH DFND93090641
ALKERMES PLCSHSG01767105511,080SH DFND1,31,08000
ALKERMES PLCSHSG017671052074,400SH DFND134,40000
ALKERMES PLCSHSG0176710538800SH DFND1480000
ALKERMES PLCSHSG01767105475SH DFND37500
ALKERMES PLCSHSG017671057157SH DFND715700
ALKERMES PLCSHSG017671055113SH DFND911300
ALLERGAN PLCSHSG0177J1081,6777,281SH DFND15,84701,434
ALLERGAN PLCSHSG0177J1081,3275,760SH DFND1,35,76000
ALLERGAN PLCSHSG0177J1082,41510,485SH DFND1310,48500
ALLERGAN PLCSHSG0177J1087823,396SH DFND143,39600
ALLERGAN PLCSHSG0177J1085492,383SH DFND32,38300
ALLERGAN PLCSHSG0177J1088,15935,426SH DFND735,1770249
ALLERGAN PLCSHSG0177J1086062,632SH DFND7,92,62507
ALLERGAN PLCSHSG0177J1084,36018,933SH DFND916,80802,125
AMDOCS LTDSHSG0260210332553SH DFND155300
AMDOCS LTDSHSG02602103651,130SH DFND1,31,13000
AMDOCS LTDSHSG026021031522,620SH DFND132,62000
AMDOCS LTDSHSG026021036100SH DFND1410000
AMDOCS LTDSHSG02602103240SH DFND34000
AMDOCS LTDSHSG0260210389415,448SH DFND713,78001,668
AMDOCS LTDSHSG02602103114SH DFND7,90014
AMDOCS LTDSHSG026021033736,452SH DFND96,45200
AON PLCSHS CL AG0408V1022602,313SH DFND11,07601,237
AON PLCSHS CL AG0408V1029348,300SH DFND138,30000
AON PLCSHS CL AG0408V1023092,745SH DFND142,74500
AON PLCSHS CL AG0408V10260530SH DFND353000
AON PLCSHS CL AG0408V1024163,696SH DFND73,670026
AON PLCSHS CL AG0408V10247415SH DFND7,9350065
AON PLCSHS CL AG0408V1021,35612,057SH DFND91,707010,350
ARCH CAP GROUP LTDORDG0450A1055256,630SH DFND1006,630
ARCH CAP GROUP LTDORDG0450A1052052,590SH DFND132,59000
ARCH CAP GROUP LTDORDG0450A10571900SH DFND1490000
ARCH CAP GROUP LTDORDG0450A105335SH DFND33500
ARCH CAP GROUP LTDORDG0450A1055026,329SH DFND76,32207
ARCH CAP GROUP LTDORDG0450A10530376SH DFND937600
ASPEN INSURANCE HOLDINGS LTDSHSG053841052174,665SH DFND134,66500
ASPEN INSURANCE HOLDINGS LTDSHSG0538410537800SH DFND1480000
ASPEN INSURANCE HOLDINGS LTDSHSG053841051392,975SH DFND72,97500
ASPEN INSURANCE HOLDINGS LTDSHSG05384105112SH DFND7,90012
ARRIS INTL INCSHSG0551A10321733SH DFND173300
ARRIS INTL INCSHSG0551A103361,280SH DFND1,31,28000
ARRIS INTL INCSHSG0551A103521,819SH DFND31,81900
ARRIS INTL INCSHSG0551A103361,265SH DFND79930272
ARRIS INTL INCSHSG0551A103732,580SH DFND92,58000
ASSURED GUARANTY LTDCOMG0585R1064157SH DFND115700
ASSURED GUARANTY LTDCOMG0585R10645616,450SH DFND1,30016,450
ASSURED GUARANTY LTDCOMG0585R106993,550SH DFND133,55000
ASSURED GUARANTY LTDCOMG0585R106582,100SH DFND142,10000
ASSURED GUARANTY LTDCOMG0585R106562,031SH DFND32,03100
ASSURED GUARANTY LTDCOMG0585R10615531SH DFND73780153
ASSURED GUARANTY LTDCOMG0585R10621762SH DFND976200
AXIS CAPITAL HOLDINGS LTDSHSG0692U1091783,280SH DFND133,28000
AXIS CAPITAL HOLDINGS LTDSHSG0692U10917320SH DFND1432000
AXIS CAPITAL HOLDINGS LTDSHSG0692U1095349,822SH DFND79,82200
AXIS CAPITAL HOLDINGS LTDSHSG0692U109120SH DFND92000
AXALTA COATING SYS LTDCOMG0750C1088292SH DFND129200
AXALTA COATING SYS LTDCOMG0750C10894333,370SH DFND1,3800032,570
AXALTA COATING SYS LTDCOMG0750C1081224,300SH DFND134,30000
AXALTA COATING SYS LTDCOMG0750C108371,300SH DFND141,30000
AXALTA COATING SYS LTDCOMG0750C1081053,711SH DFND33,71100
AXALTA COATING SYS LTDCOMG0750C108391,376SH DFND71,37600
AXALTA COATING SYS LTDCOMG0750C108481,698SH DFND91,69800
ACCENTURE PLC IRELANDSHS CLASS AG1151C1011,63013,341SH DFND113,1060235
ACCENTURE PLC IRELANDSHS CLASS AG1151C1015344,370SH DFND1,34,37000
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012,23618,300SH DFND1318,30000
ACCENTURE PLC IRELANDSHS CLASS AG1151C1016605,400SH DFND145,40000
ACCENTURE PLC IRELANDSHS CLASS AG1151C1011441,177SH DFND31,17700
ACCENTURE PLC IRELANDSHS CLASS AG1151C1014,45936,500SH DFND735,15601,344
ACCENTURE PLC IRELANDSHS CLASS AG1151C1015784,731SH DFND7,94,721010
ACCENTURE PLC IRELANDSHS CLASS AG1151C1015,42844,431SH DFND935,43009,001
ACCENTURE PLC IRELANDSHS CLASS AG1151C1012,65321,718SH OTR1321,71800
BROOKFIELD INFRAST PARTNERSLP INT UNITG1625210153015,292SH DFND715,29200
BROOKFIELD INFRAST PARTNERSLP INT UNITG162521011143,300SH DFND93,30000
BUNGE LIMITEDCOMG1696210536600SH DFND1,360000
BUNGE LIMITEDCOMG169621052724,600SH DFND134,60000
BUNGE LIMITEDCOMG16962105831,400SH DFND141,40000
BUNGE LIMITEDCOMG16962105355SH DFND35500
BUNGE LIMITEDCOMG169621051472,484SH DFND72,3690115
BUNGE LIMITEDCOMG169621054477,552SH DFND97,55200
CARDTRONICS PLCSHS CL AG1991C10576317,108SH DFND1,30017,108
CARDTRONICS PLCSHS CL AG1991C1057152SH DFND715200
CARDTRONICS PLCSHS CL AG1991C10522484SH DFND948400
CREDICORP LTDCOMG2519Y10834221SH DFND9420179
CREDICORP LTDCOMG2519Y1082451,610SH OTR131,61000
COCA COLA EUROPEAN PARTNERSSHSG25839104401,000SH DFND11,00000
COCA COLA EUROPEAN PARTNERSSHSG2583910431786SH DFND378600
COCA COLA EUROPEAN PARTNERSSHSG25839104511,288SH DFND71,28800
COCA COLA EUROPEAN PARTNERSSHSG2583910414350SH DFND7,935000
COCA COLA EUROPEAN PARTNERSSHSG258391041954,884SH DFND93,84101,043
DELPHI AUTOMOTIVE PLCSHSG2782310624333SH DFND133300
DELPHI AUTOMOTIVE PLCSHSG278231061221,710SH DFND1,31,71000
DELPHI AUTOMOTIVE PLCSHSG278231063895,450SH DFND135,45000
DELPHI AUTOMOTIVE PLCSHSG278231061071,500SH DFND141,50000
DELPHI AUTOMOTIVE PLCSHSG2782310678110,951SH DFND310,95100
DELPHI AUTOMOTIVE PLCSHSG2782310698613,819SH DFND713,803016
DELPHI AUTOMOTIVE PLCSHSG278231062503,512SH DFND7,93,498014
DELPHI AUTOMOTIVE PLCSHSG278231062,16030,293SH DFND919,071011,222
EATON CORP PLCSHSG291831033845,840SH DFND15,84000
EATON CORP PLCSHSG291831031973,000SH DFND1,33,00000
EATON CORP PLCSHSG2918310395814,578SH DFND1314,57800
EATON CORP PLCSHSG291831032133,249SH DFND143,24900
EATON CORP PLCSHSG2918310313195SH DFND319500
EATON CORP PLCSHSG291831036,20894,471SH DFND794,2850186
EATON CORP PLCSHSG2918310337566SH DFND7,956600
EATON CORP PLCSHSG291831031,89728,864SH DFND928,5240340
EATON CORP PLCSHSG2918310304SHCallDFND7400
ENDURANCE SPECIALTY HLDGS LTSHSG303971061312,000SH DFND132,00000
ENDURANCE SPECIALTY HLDGS LTSHSG3039710650760SH DFND1476000
ENDURANCE SPECIALTY HLDGS LTSHSG3039710643652SH DFND765200
ENDURANCE SPECIALTY HLDGS LTSHSG30397106353SH DFND95300
ENSTAR GROUP LIMITEDSHSG3075P101740SH DFND14000
ENSTAR GROUP LIMITEDSHSG3075P1016784,120SH DFND1,3004,120
ENSTAR GROUP LIMITEDSHSG3075P10181491SH DFND349100
ENSTAR GROUP LIMITEDSHSG3075P10118109SH DFND784025
ENSTAR GROUP LIMITEDSHSG3075P10129174SH DFND917400
ENSCO PLCSHS CLASS AG3157S1061150SH DFND115000
ENSCO PLCSHS CLASS AG3157S106202,330SH DFND1,32,33000
ENSCO PLCSHS CLASS AG3157S10616118,950SH DFND1318,95000
ENSCO PLCSHS CLASS AG3157S106404,700SH DFND144,70000
ENSCO PLCSHS CLASS AG3157S1062230SH DFND323000
ENSCO PLCSHS CLASS AG3157S106303,476SH DFND73,47600
ENSCO PLCSHS CLASS AG3157S1065540SH DFND7,954000
ENSCO PLCSHS CLASS AG3157S10646354,486SH DFND954,48600
EVEREST RE GROUP LTDCOMG3223R10838200SH DFND120000
EVEREST RE GROUP LTDCOMG3223R1082221,170SH DFND131,17000
EVEREST RE GROUP LTDCOMG3223R10853280SH DFND1428000
EVEREST RE GROUP LTDCOMG3223R1081961,031SH DFND71,03100
EVEREST RE GROUP LTDCOMG3223R10815SH DFND7,9005
EVEREST RE GROUP LTDCOMG3223R10855292SH DFND929200
GENPACT LIMITEDSHSG3922B107291,200SH DFND1,31,20000
GENPACT LIMITEDSHSG3922B1072189,100SH DFND139,10000
GENPACT LIMITEDSHSG3922B1075200SH DFND1420000
GENPACT LIMITEDSHSG3922B107582,404SH DFND72,40400
GENPACT LIMITEDSHSG3922B107733,046SH DFND93,04600
HELEN OF TROY CORP LTDCOMG4388N1064585,316SH DFND1,3005,316
HELEN OF TROY CORP LTDCOMG4388N106999SH DFND765034
HELEN OF TROY CORP LTDCOMG4388N106110SH DFND91000
HERBALIFE LTDCOM USD SHSG4412G10125400SH DFND1,340000
HERBALIFE LTDCOM USD SHSG4412G1011181,900SH DFND131,90000
HERBALIFE LTDCOM USD SHSG4412G10125400SH DFND1440000
HERBALIFE LTDCOM USD SHSG4412G101235SH DFND33500
HERBALIFE LTDCOM USD SHSG4412G10134551SH DFND755100
HERBALIFE LTDCOM USD SHSG4412G1011382,224SH DFND92,22400
HORIZON PHARMA PLCSHSG4617B105804,389SH DFND72,83101,558
HORIZON PHARMA PLCSHSG4617B105884,870SH DFND94,87000
HORIZON PHARMA PLCSHSG4617B1051055,776SH OTR135,77600
ICON PLCSHSG4705A10045586SH DFND158600
ICON PLCSHSG4705A10076985SH DFND398500
ICON PLCSHSG4705A1001,13614,679SH DFND714,581098
ICON PLCSHSG4705A1003935,083SH DFND7,95,08300
ICON PLCSHSG4705A1001,01213,086SH DFND913,08600
ICON PLCSHSG4705A1001622,089SH OTR132,08900
IHS MARKIT LTDSHSG475671051143,036SH DFND13,03600
IHS MARKIT LTDSHSG4756710530787SH DFND1378700
IHS MARKIT LTDSHSG475671054108SH DFND1410800
IHS MARKIT LTDSHSG475671051203,209SH DFND33,20900
IHS MARKIT LTDSHSG4756710557715,374SH DFND715,318056
IHS MARKIT LTDSHSG47567105671,778SH DFND7,91,77800
IHS MARKIT LTDSHSG475671051,42738,007SH DFND936,83701,170
INGERSOLL-RAND PLCSHSG477911012453,600SH DFND13,60000
INGERSOLL-RAND PLCSHSG477911011151,700SH DFND1,31,70000
INGERSOLL-RAND PLCSHSG477911016159,050SH DFND139,05000
INGERSOLL-RAND PLCSHSG477911011492,200SH DFND142,20000
INGERSOLL-RAND PLCSHSG477911017105SH DFND310500
INGERSOLL-RAND PLCSHSG477911013194,693SH DFND74,625068
INGERSOLL-RAND PLCSHSG4779110148705SH DFND7,970500
INGERSOLL-RAND PLCSHSG47791101831,223SH DFND96960527
INNOCOLL HLDGS PLCSHSG4783X1056911,677SH OTR1311,67700
WEATHERFORD INTL PLCORD SHSG48833100132,300SH DFND12,30000
WEATHERFORD INTL PLCORD SHSG48833100295,200SH DFND1,35,20000
WEATHERFORD INTL PLCORD SHSG4883310017030,250SH DFND1330,25000
WEATHERFORD INTL PLCORD SHSG48833100458,000SH DFND148,00000
WEATHERFORD INTL PLCORD SHSG488331002330SH DFND333000
WEATHERFORD INTL PLCORD SHSG4883310030253,677SH DFND752,9260751
WEATHERFORD INTL PLCORD SHSG488331002370SH DFND937000
INVESCO LTDSHSG491BT1083,170101,365SH DFND178,396022,969
INVESCO LTDSHSG491BT1081314,175SH DFND1,34,17500
INVESCO LTDSHSG491BT10838512,320SH DFND1312,32000
INVESCO LTDSHSG491BT1082076,631SH DFND143,3003,3310
INVESCO LTDSHSG491BT10890228,851SH DFND328,85100
INVESCO LTDSHSG491BT10816,338522,496SH DFND7514,31808,178
INVESCO LTDSHSG491BT1082,67585,544SH DFND7,985,483061
INVESCO LTDSHSG491BT1083,765120,406SH DFND9120,40600
JAZZ PHARMACEUTICALS PLCSHS USDG5087110512100SH DFND1410000
JAZZ PHARMACEUTICALS PLCSHS USDG5087110521172SH DFND717200
JAZZ PHARMACEUTICALS PLCSHS USDG50871105120990SH DFND999000
JAZZ PHARMACEUTICALS PLCSHS USDG508711051741,435SH OTR131,43500
JAZZ PHARMACEUTICALS PLCSHS USDG5087110519SHCallDFND9900
JOHNSON CTLS INTL PLCSHSG5150210565614,101SH DFND113,08501,016
JOHNSON CTLS INTL PLCSHSG515021052876,176SH DFND1,36,17600
JOHNSON CTLS INTL PLCSHSG5150210598321,131SH DFND1321,13100
JOHNSON CTLS INTL PLCSHSG515021053818,179SH DFND148,17900
JOHNSON CTLS INTL PLCSHSG5150210517373SH DFND337300
JOHNSON CTLS INTL PLCSHSG515021051,97042,335SH DFND741,7220613
JOHNSON CTLS INTL PLCSHSG51502105921,976SH DFND7,91,918058
JOHNSON CTLS INTL PLCSHSG515021052,34650,422SH DFND944,28806,134
LAZARD LTDSHS AG5405010214380SH DFND138000
LAZARD LTDSHS AG540501021333,650SH DFND133,65000
LAZARD LTDSHS AG54050102571,560SH DFND141,56000
LAZARD LTDSHS AG54050102752,050SH DFND32,05000
LAZARD LTDSHS AG5405010265618,045SH DFND718,04500
LAZARD LTDSHS AG540501023038,345SH DFND7,98,34500
LAZARD LTDSHS AG5405010250313,824SH DFND913,82400
LAZARD LTDSHS AG5405010215SHCallDFND9500
LIBERTY GLOBAL PLCSHS CL AG5480U1041313,829SH DFND73,816013
LIBERTY GLOBAL PLCSHS CL AG5480U10432922SH DFND992200
LIBERTY GLOBAL PLCSHS CL AG5480U10449014,322SH OTR1314,32200
LIBERTY GLOBAL PLCSHS CL CG5480U120551,658SH DFND31,65800
LIBERTY GLOBAL PLCSHS CL CG5480U1201845,583SH DFND75,562021
LIBERTY GLOBAL PLCSHS CL CG5480U12083325,201SH DFND92,001023,200
LIBERTY GLOBAL PLCSHS CL CG5480U12047314,319SH OTR1314,31900
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U15326936SH DFND393600
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U15313470SH DFND746901
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U1531154,117SH DFND920303,914
LIBERTY GLOBAL PLCLILAC SHS CL CG5480U153501,786SH OTR131,78600
MALLINCKRODT PUB LTD COSHSG5785G10751730SH DFND1,373000
MALLINCKRODT PUB LTD COSHSG5785G1071892,710SH DFND132,71000
MALLINCKRODT PUB LTD COSHSG5785G107801,141SH DFND141,14100
MALLINCKRODT PUB LTD COSHSG5785G107235SH DFND33500
MALLINCKRODT PUB LTD COSHSG5785G10738547SH DFND754700
MALLINCKRODT PUB LTD COSHSG5785G107117SH DFND7,90017
MALLINCKRODT PUB LTD COSHSG5785G107891,271SH DFND91,258013
MALLINCKRODT PUB LTD COSHSG5785G107112SHCallDFND91200
MARVELL TECHNOLOGY GROUP LTDORDG5876H105312,300SH DFND1,32,30000
MARVELL TECHNOLOGY GROUP LTDORDG5876H10515211,490SH DFND1311,49000
MARVELL TECHNOLOGY GROUP LTDORDG5876H105221,650SH DFND141,65000
MARVELL TECHNOLOGY GROUP LTDORDG5876H1053210SH DFND321000
MARVELL TECHNOLOGY GROUP LTDORDG5876H105181,390SH DFND71,39000
MARVELL TECHNOLOGY GROUP LTDORDG5876H1051107SH DFND7,900107
MARVELL TECHNOLOGY GROUP LTDORDG5876H10516412,394SH DFND912,39400
MEDTRONIC PLCSHSG5960L1032,14524,827SH DFND121,09103,736
MEDTRONIC PLCSHSG5960L1038549,880SH DFND1,39,88000
MEDTRONIC PLCSHSG5960L1033,52740,826SH DFND1340,82600
MEDTRONIC PLCSHSG5960L1031,00911,675SH DFND1411,67500
MEDTRONIC PLCSHSG5960L10353608SH DFND360800
MEDTRONIC PLCSHSG5960L1034,42351,189SH DFND749,74501,444
MEDTRONIC PLCSHSG5960L1033964,585SH DFND7,94,546039
MEDTRONIC PLCSHSG5960L1036,55575,864SH DFND962,955012,909
MEDTRONIC PLCSHSG5960L10304SHCallDFND7400
MEDTRONIC PLCSHSG5960L10339SHCallDFND9900
MICHAEL KORS HLDGS LTDSHSG607541017150SH DFND115000
MICHAEL KORS HLDGS LTDSHSG60754101561,200SH DFND1,31,20000
MICHAEL KORS HLDGS LTDSHSG607541012014,300SH DFND134,30000
MICHAEL KORS HLDGS LTDSHSG60754101511,100SH DFND141,10000
MICHAEL KORS HLDGS LTDSHSG60754101495SH DFND39500
MICHAEL KORS HLDGS LTDSHSG607541012344,996SH DFND74,972024
MICHAEL KORS HLDGS LTDSHSG607541011683,586SH DFND93,58600
MICHAEL KORS HLDGS LTDSHSG607541011172,501SH OTR132,50100
NABORS INDUSTRIES LTDSHSG6359F1036500SH DFND150000
NABORS INDUSTRIES LTDSHSG6359F103211,700SH DFND1,31,70000
NABORS INDUSTRIES LTDSHSG6359F1031058,630SH DFND138,63000
NABORS INDUSTRIES LTDSHSG6359F103413,410SH DFND143,41000
NABORS INDUSTRIES LTDSHSG6359F1033247SH DFND724700
NABORS INDUSTRIES LTDSHSG6359F103195SH DFND99500
NIELSEN HLDGS PLCSHS EURG6518L1081392,600SH DFND1,32,60000
NIELSEN HLDGS PLCSHS EURG6518L1083997,450SH DFND137,45000
NIELSEN HLDGS PLCSHS EURG6518L1081122,100SH DFND142,10000
NIELSEN HLDGS PLCSHS EURG6518L1087135SH DFND313500
NIELSEN HLDGS PLCSHS EURG6518L1082374,430SH DFND74,43000
NIELSEN HLDGS PLCSHS EURG6518L108123SH DFND7,90023
NIELSEN HLDGS PLCSHS EURG6518L1081903,549SH DFND93,54900
NOBLE CORP PLCSHS USDG654311016996SH DFND199600
NOBLE CORP PLCSHS USDG6543110119931,430SH DFND1,31,800029,630
NOBLE CORP PLCSHS USDG6543110112119,100SH DFND1319,10000
NOBLE CORP PLCSHS USDG65431101345,400SH DFND145,40000
NOBLE CORP PLCSHS USDG65431101223,548SH DFND33,54800
NOBLE CORP PLCSHS USDG6543110114923,548SH DFND723,3880160
NOBLE CORP PLCSHS USDG654311014580SH DFND7,958000
NOBLE CORP PLCSHS USDG6543110112018,929SH DFND918,92900
NORWEGIAN CRUISE LINE HLDGSSHSG66721104401,070SH DFND1,31,07000
NORWEGIAN CRUISE LINE HLDGSSHSG667211041764,660SH DFND134,66000
NORWEGIAN CRUISE LINE HLDGSSHSG66721104381,000SH DFND141,00000
NORWEGIAN CRUISE LINE HLDGSSHSG66721104245SH DFND34500
NORWEGIAN CRUISE LINE HLDGSSHSG667211042506,627SH DFND76,62700
NORWEGIAN CRUISE LINE HLDGSSHSG6672110417458SH DFND945800
ONEBEACON INSURANCE GROUP LTCL AG677421092,189153,274SH DFND1123,801029,473
ONEBEACON INSURANCE GROUP LTCL AG67742109755,250SH DFND1,35,25000
ONEBEACON INSURANCE GROUP LTCL AG67742109654,533SH DFND1404,5330
ONEBEACON INSURANCE GROUP LTCL AG6774210951936,320SH DFND336,32000
ONEBEACON INSURANCE GROUP LTCL AG677421098,285580,214SH DFND7579,2840930
ONEBEACON INSURANCE GROUP LTCL AG6774210999169,393SH DFND7,969,39300
ONEBEACON INSURANCE GROUP LTCL AG677421092,562179,403SH DFND9179,40300
PENTAIR PLCSHSG7S00T1043545,516SH DFND15,51600
PENTAIR PLCSHSG7S00T104771,200SH DFND1,31,20000
PENTAIR PLCSHSG7S00T1042453,816SH DFND133,81600
PENTAIR PLCSHSG7S00T104851,329SH DFND141,32900
PENTAIR PLCSHSG7S00T104580SH DFND38000
PENTAIR PLCSHSG7S00T1044997,771SH DFND77,700071
PENTAIR PLCSHSG7S00T10430473SH DFND7,946409
PENTAIR PLCSHSG7S00T1041,07016,649SH DFND916,64900
RENAISSANCERE HOLDINGS LTDCOMG7496G1031351,120SH DFND131,12000
RENAISSANCERE HOLDINGS LTDCOMG7496G10349405SH DFND1440500
RENAISSANCERE HOLDINGS LTDCOMG7496G1037796,483SH DFND76,455028
RENAISSANCERE HOLDINGS LTDCOMG7496G103213SH DFND91300
SEAGATE TECHNOLOGY PLCSHSG7945M1076162SH DFND116200
SEAGATE TECHNOLOGY PLCSHSG7945M10797825,377SH DFND724,8990478
SEAGATE TECHNOLOGY PLCSHSG7945M10712310SH DFND7,931000
SEAGATE TECHNOLOGY PLCSHSG7945M107741,916SH DFND91,6680248
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 LIMITEDSHSG8127610033440SH DFND1,344000
SIGNET JEWELERS LIMITEDSHSG812761001281,720SH DFND131,72000
SIGNET JEWELERS LIMITEDSHSG8127610066880SH DFND1488000
SIGNET JEWELERS LIMITEDSHSG81276100335SH DFND33500
SIGNET JEWELERS LIMITEDSHSG812761003464,645SH DFND74,64401
SIGNET JEWELERS LIMITEDSHSG81276100460SH DFND7,90060
SIGNET JEWELERS LIMITEDSHSG8127610047632SH DFND91450487
STERIS PLCSHS USDG847201041171,599SH DFND11,59900
STERIS PLCSHS USDG847201041,53220,957SH DFND719,83201,125
STERIS PLCSHS USDG847201041241,700SH DFND7,91,70000
STERIS PLCSHS USDG847201042473,380SH DFND93,38000
VALIDUS HOLDINGS LTDCOM SHSG9319H1028170SH DFND1317000
VALIDUS HOLDINGS LTDCOM SHSG9319H10235700SH DFND1470000
VALIDUS HOLDINGS LTDCOM SHSG9319H1024218,455SH DFND78,402053
VALIDUS HOLDINGS LTDCOM SHSG9319H102611,230SH DFND91,23000
WHITE MTNS INS GROUP LTDCOMG9618E1072530SH DFND13000
WHITE MTNS INS GROUP LTDCOMG9618E107133160SH DFND1316000
WHITE MTNS INS GROUP LTDCOMG9618E1072530SH DFND143000
WHITE MTNS INS GROUP LTDCOMG9618E10792111SH DFND311100
WHITE MTNS INS GROUP LTDCOMG9618E107426513SH DFND751201
WHITE MTNS INS GROUP LTDCOMG9618E107117141SH DFND7,914100
WHITE MTNS INS GROUP LTDCOMG9618E107325392SH DFND939200
WILLIS TOWERS WATSON PUB LTDSHSG9662910321158SH DFND115800
WILLIS TOWERS WATSON PUB LTDSHSG966291031,2899,706SH DFND1,3009,706
WILLIS TOWERS WATSON PUB LTDSHSG966291031341,007SH DFND31,00700
WILLIS TOWERS WATSON PUB LTDSHSG966291031351,017SH DFND7940077
WILLIS TOWERS WATSON PUB LTDSHSG9662910318135SH DFND7,913500
WILLIS TOWERS WATSON PUB LTDSHSG966291032862,151SH DFND91,9510200
PERRIGO CO PLCSHSG9782210355597SH DFND14800117
PERRIGO CO PLCSHSG97822103951,025SH DFND1,31,02500
PERRIGO CO PLCSHSG978221032532,740SH DFND132,74000
PERRIGO CO PLCSHSG978221031111,200SH DFND141,20000
PERRIGO CO PLCSHSG97822103556SH DFND35600
PERRIGO CO PLCSHSG978221031,60817,419SH DFND717,41900
PERRIGO CO PLCSHSG978221031,61017,439SH DFND7,917,43900
PERRIGO CO PLCSHSG978221032,16723,467SH DFND923,457010
XL GROUP LTDCOMG9829410410300SH DFND130000
XL GROUP LTDCOMG982941042447,270SH DFND137,27000
XL GROUP LTDCOMG98294104571,700SH DFND141,70000
XL GROUP LTDCOMG982941044120SH DFND312000
XL GROUP LTDCOMG9829410430902SH DFND790200
XL GROUP LTDCOMG9829410416484SH DFND7,93800104
XL GROUP LTDCOMG9829410435710,603SH DFND90010,603
ALLIED WRLD ASSUR COM HLDG ASHSH015311041573,890SH DFND133,89000
ALLIED WRLD ASSUR COM HLDG ASHSH0153110426650SH DFND1465000
ALLIED WRLD ASSUR COM HLDG ASHSH015311042987,364SH DFND77,36400
ALLIED WRLD ASSUR COM HLDG ASHSH01531104121SH DFND7,90021
ALLIED WRLD ASSUR COM HLDG ASHSH01531104010SH DFND91000
CHUBB LIMITEDCOMH1467J1042,13216,966SH DFND116,7240242
CHUBB LIMITEDCOMH1467J10431245SH DFND1,324500
CHUBB LIMITEDCOMH1467J1041,72713,747SH DFND1313,74700
CHUBB LIMITEDCOMH1467J1045464,349SH DFND144,34900
CHUBB LIMITEDCOMH1467J1044043,217SH DFND33,21700
CHUBB LIMITEDCOMH1467J10415,268121,509SH DFND7119,63001,879
CHUBB LIMITEDCOMH1467J1046,50651,782SH DFND7,951,77903
CHUBB LIMITEDCOMH1467J10419,994159,123SH DFND9148,549010,574
CHUBB LIMITEDCOMH1467J10402SHCallDFND7200
CHUBB LIMITEDCOMH1467J1041812SHCallDFND91200
GARMIN LTDSHSH2906T10938800SH DFND1,380000
GARMIN LTDSHSH2906T109811,690SH DFND131,69000
GARMIN LTDSHSH2906T10926540SH DFND1454000
GARMIN LTDSHSH2906T109355SH DFND35500
GARMIN LTDSHSH2906T109641,320SH DFND71,32000
GARMIN LTDSHSH2906T109240SH DFND7,90040
GARMIN LTDSHSH2906T10944906SH DFND990600
UBS GROUP AGSHSH4209710712903SH DFND190300
UBS GROUP AGSHSH4209710720815,263SH DFND714,18701,076
UBS GROUP AGSHSH42097107473,452SH DFND974702,705
LOGITECH INTL S ASHSH5043023234215,218SH DFND915,21800
TE CONNECTIVITY LTDREG SHSH849891041782,764SH DFND12,76400
TE CONNECTIVITY LTDREG SHSH84989104901,403SH DFND31,40300
TE CONNECTIVITY LTDREG SHSH849891041,53223,798SH DFND719,43904,359
TE CONNECTIVITY LTDREG SHSH849891041892,934SH DFND92,93400
TRANSOCEAN LTDREG SHSH8817H100444,149SH DFND14,14900
TRANSOCEAN LTDREG SHSH8817H100131,200SH DFND1,31,20000
TRANSOCEAN LTDREG SHSH8817H10012511,700SH DFND1311,70000
TRANSOCEAN LTDREG SHSH8817H100454,200SH DFND144,20000
TRANSOCEAN LTDREG SHSH8817H1002210SH DFND321000
TRANSOCEAN LTDREG SHSH8817H10018917,772SH DFND717,682090
TRANSOCEAN LTDREG SHSH8817H1006520SH DFND952000
CHECK POINT SOFTWARE TECH LTORDM224651043804,892SH DFND13,89201,000
CHECK POINT SOFTWARE TECH LTORDM2246510484310,868SH DFND79,73301,135
CHECK POINT SOFTWARE TECH LTORDM2246510477990SH DFND7,999000
CHECK POINT SOFTWARE TECH LTORDM224651047219,295SH DFND97,66601,629
CHECK POINT SOFTWARE TECH LTORDM224651042,54032,731SH OTR1332,73100
ELBIT SYS LTDORDM3760D10121216SH DFND121600
ELBIT SYS LTDORDM3760D1013693,849SH DFND73,84900
ELBIT SYS LTDORDM3760D10174774SH DFND7,977400
ELBIT SYS LTDORDM3760D1015705,944SH DFND95,94400
AERCAP HOLDINGS NVSHSN009851061052,738SH DFND12,73800
AERCAP HOLDINGS NVSHSN009851061112,893SH DFND32,89300
AERCAP HOLDINGS NVSHSN0098510640410,488SH DFND710,3860102
AERCAP HOLDINGS NVSHSN00985106611,595SH DFND7,91,59500
AERCAP HOLDINGS NVSHSN009851061,11228,879SH DFND928,87900
AERCAP HOLDINGS NVSHSN0098510620519SH OTR1351900
ASML HOLDING N VN Y REGISTRY SHSN0705921018165SH DFND116500
ASML HOLDING N VN Y REGISTRY SHSN070592103863,522SH DFND73,462060
ASML HOLDING N VN Y REGISTRY SHSN070592101171,072SH DFND99670105
CORE LABORATORIES N VCOMN2271710754485SH DFND148500
CORE LABORATORIES N VCOMN227171071211,081SH DFND31,08100
CORE LABORATORIES N VCOMN227171072,04618,217SH DFND718,173044
CORE LABORATORIES N VCOMN227171074343,862SH DFND7,93,86200
CORE LABORATORIES N VCOMN227171078767,794SH DFND97,79400
MOBILEYE N V AMSTELVEENORD SHSN514881171934,525SH DFND74,2590266
MOBILEYE N V AMSTELVEENORD SHSN514881174100SH DFND910000
MOBILEYE N V AMSTELVEENORD SHSN5148811716368SH OTR1336800
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001752,167SH DFND12,16700
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001531,900SH DFND1,31,90000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451005406,700SH DFND136,70000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001862,300SH DFND142,30000
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510059731SH DFND373100
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,15714,343SH DFND714,1520191
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510032395SH DFND7,939500
LYONDELLBASELL INDUSTRIES NSHS - A -N537451003764,662SH DFND93,37501,287
MYLAN N VSHS EURON5946510974319,496SH DFND118,45801,038
MYLAN N VSHS EURON5946510969518,235SH DFND1,318,23500
MYLAN N VSHS EURON594651093489,130SH DFND139,13000
MYLAN N VSHS EURON594651091594,175SH DFND144,17500
MYLAN N VSHS EURON594651093308,653SH DFND38,65300
MYLAN N VSHS EURON594651093,08180,831SH DFND780,6310200
MYLAN N VSHS EURON594651091884,935SH DFND7,94,93500
MYLAN N VSHS EURON594651092,17457,032SH DFND956,7670265
MYLAN N VSHS EURON594651098222SH OTR1322200
MYLAN N VSHS EURON5946510902SHCallDFND9200
NXP SEMICONDUCTORS N VCOMN6596X1092742,690SH DFND11,44701,243
NXP SEMICONDUCTORS N VCOMN6596X1091,89518,577SH DFND718,513064
NXP SEMICONDUCTORS N VCOMN6596X10986840SH DFND7,984000
NXP SEMICONDUCTORS N VCOMN6596X1097417,268SH DFND97,0340234
NXP SEMICONDUCTORS N VCOMN6596X10938371SH OTR1337100
PATHEON N VSHSN6865W10530510,310SH OTR1310,31000
PROQR THRAPEUTICS N VSHS EURON715421098312,416SH OTR1312,41600
QIAGEN NVREG SHSN72482107421,520SH DFND1,31,52000
QIAGEN NVREG SHSN72482107582,100SH DFND132,10000
QIAGEN NVREG SHSN7248210711400SH DFND1440000
QIAGEN NVREG SHSN724821073105SH DFND310500
QIAGEN NVREG SHSN724821071043,802SH DFND73,80200
QIAGEN NVREG SHSN72482107280SH DFND98000
SENSATA TECHNOLOGIES HLDG NVSHSN7902X10624609SH DFND160900
SENSATA TECHNOLOGIES HLDG NVSHSN7902X10666617,182SH DFND715,38201,800
SENSATA TECHNOLOGIES HLDG NVSHSN7902X106912,357SH DFND92,1960161
YANDEX N VSHS CLASS AN9728410815736SH DFND173600
YANDEX N VSHS CLASS AN97284108813,856SH DFND33,85600
YANDEX N VSHS CLASS AN9728410868732,634SH DFND732,607027
YANDEX N VSHS CLASS AN9728410833916,118SH DFND7,916,11800
YANDEX N VSHS CLASS AN9728410848923,209SH DFND923,20900
YANDEX N VSHS CLASS AN972841081627,700SH OTR137,70000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1031662,213SH DFND12,21300
ROYAL CARIBBEAN CRUISES LTDCOMV7780T103761,010SH DFND1,31,01000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1033134,180SH DFND134,18000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T103911,210SH DFND141,21000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T103675SH DFND37500
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1031,41818,920SH DFND718,92000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1031311,749SH DFND7,91,74900
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1033564,754SH DFND94,75400
BROADCOM LTDSHSY098271096763,916SH DFND12,13301,783
BROADCOM LTDSHSY098271094492,601SH DFND1,32,60100
BROADCOM LTDSHSY098271091,90311,033SH DFND1311,03300
BROADCOM LTDSHSY098271095773,343SH DFND143,34300
BROADCOM LTDSHSY0982710928162SH DFND316200
BROADCOM LTDSHSY098271094,99728,964SH DFND728,8250139
BROADCOM LTDSHSY098271092521,458SH DFND7,91,424034
BROADCOM LTDSHSY098271092,73415,848SH DFND911,27104,577
BROADCOM LTDSHSY098271093911SHCallDFND91100
FLEX LTDORDY2573F102362,679SH DFND12,67900
FLEX LTDORDY2573F102604,434SH DFND34,43400
FLEX LTDORDY2573F10251838,041SH DFND737,6790362
FLEX LTDORDY2573F102755,496SH DFND7,95,49600
FLEX LTDORDY2573F10249936,658SH DFND936,65800
SEASPAN CORPSHSY75638109272,000SH DFND12,00000
SEASPAN CORPSHSY7563810920515,388SH DFND715,38800
ABB LTDSPONSORED ADR000375204381,674SH DFND11,67400
ABB LTDSPONSORED ADR00037520449021,787SH DFND721,689098
ABB LTDSPONSORED ADR000375204231,004SH DFND7,91,00400
ABB LTDSPONSORED ADR0003752041,64473,049SH DFND973,04900
ACNB CORPCOM00086810933412,548SH DFND111,6480900
AFLAC INCCOM0010551026278,727SH DFND18,72700
AFLAC INCCOM00105510290612,600SH DFND1312,60000
AFLAC INCCOM0010551022974,130SH DFND144,13000
AFLAC INCCOM0010551021642,288SH DFND32,28800
AFLAC INCCOM0010551022,69937,556SH DFND737,4430113
AFLAC INCCOM00105510270977SH DFND7,9917060
AFLAC INCCOM0010551022,49534,711SH DFND934,5180193
AES CORPCOM00130H10510750SH DFND175000
AES CORPCOM00130H105272,100SH DFND1,32,10000
AES CORPCOM00130H10520916,300SH DFND1316,30000
AES CORPCOM00130H105514,000SH DFND144,00000
AES CORPCOM00130H105705,440SH DFND35,44000
AES CORPCOM00130H10533125,722SH DFND725,676046
AES CORPCOM00130H10510815SH DFND7,981500
AES CORPCOM00130H105191,460SH DFND91,46000
AK STL CORPNOTE 5.000%11/1001546AP51210,000PRN DFND110,00000
AK STL CORPNOTE 5.000%11/1001546AP543,000PRN DFND73,00000
ALPS ETF TRALERIAN MLP00162Q8667568SH DFND156800
ALPS ETF TRALERIAN MLP00162Q8661,26399,494SH DFND799,49400
ALPS ETF TRALERIAN MLP00162Q86668153,683SH DFND953,68300
ALJ REGIONAL HLDGS INCCOM0016271085612,000SH DFND712,00000
AMC NETWORKS INCCL A00164V10324460SH DFND1,346000
AMC NETWORKS INCCL A00164V103871,685SH DFND131,68500
AMC NETWORKS INCCL A00164V10339757SH DFND1475700
AMC NETWORKS INCCL A00164V103240SH DFND34000
AMC NETWORKS INCCL A00164V103971,871SH DFND71,7420129
AMC NETWORKS INCCL A00164V103110SH DFND7,90010
AMC NETWORKS INCCL A00164V1038146SH DFND914600
AT&T INCCOM00206R10228,841710,204SH DFND1627,673082,531
AT&T INCCOM00206R1022,18253,740SH DFND1,353,74000
AT&T INCCOM00206R1027,598187,100SH DFND13187,10000
AT&T INCCOM00206R1022,48261,117SH DFND1456,5964,5210
AT&T INCCOM00206R1021,77643,739SH DFND343,73900
AT&T INCCOM00206R10240,6981,002,168SH DFND7994,09608,072
AT&T INCCOM00206R1024,332106,673SH DFND7,9106,2770396
AT&T INCCOM00206R10225,695632,716SH DFND9595,905036,811
AZZ INCCOM0024741042393,660SH DFND1,3003,660
AZZ INCCOM00247410421322SH DFND732200
ABBOTT LABSCOM0028241006,502153,756SH DFND1148,24205,514
ABBOTT LABSCOM00282410044210,460SH DFND1,310,46000
ABBOTT LABSCOM0028241001,61238,109SH DFND1338,10900
ABBOTT LABSCOM00282410051912,268SH DFND1412,26800
ABBOTT LABSCOM0028241001,04724,750SH DFND324,75000
ABBOTT LABSCOM0028241007,983188,768SH DFND7181,29107,477
ABBOTT LABSCOM0028241001,40933,310SH DFND7,933,262048
ABBOTT LABSCOM00282410013,838327,208SH DFND9272,934054,274
ABBOTT LABSCOM00282410046511,000SH OTR1311,00000
ABBOTT LABSCOM00282410013SHCallDFND7300
ABBVIE INCCOM00287Y10911,782186,813SH DFND1174,693012,120
ABBVIE INCCOM00287Y10981612,940SH DFND1,312,94000
ABBVIE INCCOM00287Y1092,99447,478SH DFND1347,47800
ABBVIE INCCOM00287Y10998215,575SH DFND1414,3531,2220
ABBVIE INCCOM00287Y10968410,849SH DFND310,84900
ABBVIE INCCOM00287Y10925,794408,966SH DFND7401,56707,399
ABBVIE INCCOM00287Y1092,88845,794SH DFND7,945,719075
ABBVIE INCCOM00287Y10926,218415,702SH DFND9384,150031,552
ABBVIE INCCOM00287Y109121SHCallDFND92100
ABERCROMBIE & FITCH COCL A0028962078500SH DFND150000
ABERCROMBIE & FITCH COCL A0028962073,354211,083SH DFND7211,072011
ABERCROMBIE & FITCH COCL A00289620797261,200SH DFND7,961,20000
ABERCROMBIE & FITCH COCL A00289620730219,025SH DFND919,02500
ABERDEEN AUSTRALIA EQTY FD ICOM00301110310618,153SH DFND718,15300
ACADIA RLTY TRCOM SH BEN INT004239109441,227SH DFND71,22700
ACADIA RLTY TRCOM SH BEN INT0042391096174SH DFND917400
ACADIA RLTY TRCOM SH BEN INT0042391092095,779SH OTR135,77900
ACCURIDE CORP NEWCOM NEW00439T2066324,700SH DFND724,70000
ACTIVISION BLIZZARD INCCOM00507V1093638,195SH DFND16,29001,905
ACTIVISION BLIZZARD INCCOM00507V1091723,880SH DFND1,33,88000
ACTIVISION BLIZZARD INCCOM00507V10979617,970SH DFND1317,97000
ACTIVISION BLIZZARD INCCOM00507V1091774,004SH DFND144,00400
ACTIVISION BLIZZARD INCCOM00507V10912270SH DFND327000
ACTIVISION BLIZZARD INCCOM00507V1092,07846,908SH DFND746,90800
ACTIVISION BLIZZARD INCCOM00507V1091733,914SH DFND7,93,91400
ACTIVISION BLIZZARD INCCOM00507V10994821,395SH DFND921,39500
ACTIVISION BLIZZARD INCCOM00507V1093437,735SH OTR137,73500
ACUITY BRANDS INCCOM00508Y102137519SH DFND100519
ACUITY BRANDS INCCOM00508Y10290340SH DFND1,334000
ACUITY BRANDS INCCOM00508Y1023441,300SH DFND131,30000
ACUITY BRANDS INCCOM00508Y102106400SH DFND1440000
ACUITY BRANDS INCCOM00508Y102417SH DFND31700
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AMERICAN INTL GROUP INC*W EXP 01/19/20202687415625512,019SH DFND112,01900
AMERICAN INTL GROUP INC*W EXP 01/19/2020268741563121SH DFND712100
AMERICAN INTL GROUP INC*W EXP 01/19/2020268741563160SH DFND7,916000
AMERICAN INTL GROUP INC*W EXP 01/19/2020268741568372SH DFND9359013
AMERICAN INTL GROUP INCCOM NEW0268747841,88231,713SH DFND129,67902,034
AMERICAN INTL GROUP INCCOM NEW02687478492215,540SH DFND1,315,54000
AMERICAN INTL GROUP INCCOM NEW0268747841,71030,135SH DFND1330,13500
AMERICAN INTL GROUP INCCOM NEW02687478453810,088SH DFND1410,08800
AMERICAN INTL GROUP INCCOM NEW0268747841,13119,061SH DFND319,06100
AMERICAN INTL GROUP INCCOM NEW0268747849,189154,861SH DFND7154,5090352
AMERICAN INTL GROUP INCCOM NEW0268747843,07151,753SH DFND7,951,725028
AMERICAN INTL GROUP INCCOM NEW0268747847,206121,433SH DFND9116,13405,299
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA21010,000PRN DFND710,00000
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA21111,000PRN DFND911,00000
AMERICAN TOWER CORP NEWCOM03027X1002,79024,622SH DFND121,79702,825
AMERICAN TOWER CORP NEWCOM03027X1001,51913,400SH DFND1,313,40000
AMERICAN TOWER CORP NEWCOM03027X1001,31011,560SH DFND1311,56000
AMERICAN TOWER CORP NEWCOM03027X1003963,492SH DFND143,49200
AMERICAN TOWER CORP NEWCOM03027X1001,50113,242SH DFND313,24200
AMERICAN TOWER CORP NEWCOM03027X10015,914140,418SH DFND7138,97301,445
AMERICAN TOWER CORP NEWCOM03027X1003,15427,827SH DFND7,927,775052
AMERICAN TOWER CORP NEWCOM03027X1008,51675,142SH DFND974,3250817
AMERICAN WTR WKS CO INC NEWCOM0304201032393,187SH DFND12,5370650
AMERICAN WTR WKS CO INC NEWCOM03042010345600SH DFND1,360000
AMERICAN WTR WKS CO INC NEWCOM0304201031351,800SH DFND131,80000
AMERICAN WTR WKS CO INC NEWCOM0304201031121,500SH DFND141,50000
AMERICAN WTR WKS CO INC NEWCOM0304201037100SH DFND310000
AMERICAN WTR WKS CO INC NEWCOM0304201034636,185SH DFND75,3350850
AMERICAN WTR WKS CO INC NEWCOM030420103120SH DFND7,90020
AMERICAN WTR WKS CO INC NEWCOM0304201032593,466SH DFND92,6190847
AMERISOURCEBERGEN CORPCOM03073E1052042,522SH DFND12,52200
AMERISOURCEBERGEN CORPCOM03073E1051061,310SH DFND1,31,31000
AMERISOURCEBERGEN CORPCOM03073E1055156,370SH DFND136,37000
AMERISOURCEBERGEN CORPCOM03073E1051902,348SH DFND142,34800
AMERISOURCEBERGEN CORPCOM03073E1051601,975SH DFND31,97500
AMERISOURCEBERGEN CORPCOM03073E1051,32416,388SH DFND716,375013
AMERISOURCEBERGEN CORPCOM03073E1051431,770SH DFND7,91,77000
AMERISOURCEBERGEN CORPCOM03073E1053794,693SH DFND93,49301,200
AMERIPRISE FINL INCCOM03076C1063203,205SH DFND13,0850120
AMERIPRISE FINL INCCOM03076C1065535,540SH DFND135,54000
AMERIPRISE FINL INCCOM03076C1061721,719SH DFND141,71900
AMERIPRISE FINL INCCOM03076C106774SH DFND37400
AMERIPRISE FINL INCCOM03076C1062,78027,865SH DFND727,86500
AMERIPRISE FINL INCCOM03076C1061561,563SH DFND7,91,550013
AMERIPRISE FINL INCCOM03076C1061,45114,539SH DFND911,58502,954
AMERIGAS PARTNERS L PUNIT L P INT03097510627600SH DFND160000
AMERIGAS PARTNERS L PUNIT L P INT03097510646610,201SH DFND710,20100
AMERIGAS PARTNERS L PUNIT L P INT0309751062,45253,708SH DFND953,70800
AMETEK INC NEWCOM0311001006128SH DFND112800
AMETEK INC NEWCOM031100100851,780SH DFND1,31,78000
AMETEK INC NEWCOM0311001001563,260SH DFND133,26000
AMETEK INC NEWCOM031100100921,927SH DFND141,92700
AMETEK INC NEWCOM0311001005100SH DFND310000
AMETEK INC NEWCOM0311001001,06222,219SH DFND720,51901,700
AMETEK INC NEWCOM0311001001212,532SH DFND92,53200
AMGEN INCCOM03116210012,22573,284SH DFND168,70904,575
AMGEN INCCOM0311621001,6349,795SH DFND1,39,79500
AMGEN INCCOM0311621003,63021,764SH DFND1321,76400
AMGEN INCCOM0311621001,0896,530SH DFND146,53000
AMGEN INCCOM0311621001,3297,967SH DFND37,96700
AMGEN INCCOM03116210019,212115,176SH DFND7114,7230453
AMGEN INCCOM0311621004,28525,689SH DFND7,925,663026
AMGEN INCCOM03116210015,95795,658SH DFND994,47801,180
AMGEN INCCOM0311621005673,401SH OTR133,40100
AMPHENOL CORP NEWCL A032095101661,020SH DFND11,02000
AMPHENOL CORP NEWCL A0320951011532,350SH DFND1,32,35000
AMPHENOL CORP NEWCL A03209510165610,100SH DFND1310,10000
AMPHENOL CORP NEWCL A0320951012153,312SH DFND143,31200
AMPHENOL CORP NEWCL A03209510189313,760SH DFND313,76000
AMPHENOL CORP NEWCL A03209510178412,076SH DFND712,07600
AMPHENOL CORP NEWCL A0320951012443,752SH DFND7,93,672080
AMPHENOL CORP NEWCL A03209510186513,324SH DFND911,00802,316
ANADARKO PETE CORPCOM0325111071,05616,668SH DFND116,2230445
ANADARKO PETE CORPCOM0325111072123,350SH DFND1,33,35000
ANADARKO PETE CORPCOM03251110777012,150SH DFND1312,15000
ANADARKO PETE CORPCOM0325111072674,220SH DFND144,22000
ANADARKO PETE CORPCOM03251110714215SH DFND321500
ANADARKO PETE CORPCOM0325111071,26319,938SH DFND719,6830255
ANADARKO PETE CORPCOM03251110742668SH DFND7,966800
ANADARKO PETE CORPCOM0325111072,82844,627SH DFND910,730033,897
ANALOG DEVICES INCCOM03265410582612,822SH DFND112,3980424
ANALOG DEVICES INCCOM03265410572111,185SH DFND1,311,18500
ANALOG DEVICES INCCOM0326541055308,220SH DFND138,22000
ANALOG DEVICES INCCOM0326541052483,850SH DFND143,85000
ANALOG DEVICES INCCOM0326541056379,890SH DFND39,89000
ANALOG DEVICES INCCOM0326541059,155142,047SH DFND7140,54401,503
ANALOG DEVICES INCCOM03265410568110,562SH DFND7,910,56200
ANALOG DEVICES INCCOM0326541053,87060,054SH DFND959,3910663
ANALOG DEVICES INCCOM03265410502SHCallDFND7200
ANALOGIC CORPCOM PAR $0.050326572072873,235SH DFND1,3003,235
ANALOGIC CORPCOM PAR $0.050326572071291,461SH DFND71,46100
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082,32017,653SH DFND117,1330520
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1081,0758,180SH DFND1,38,18000
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1086685,085SH DFND35,08500
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A10813,01699,047SH DFND797,57501,472
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1085223,975SH DFND7,93,8550120
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1084,93737,571SH DFND934,07803,493
ANNALY CAP MGMT INCCOM035710409343,202SH DFND170202,500
ANNALY CAP MGMT INCCOM03571040976272,600SH DFND1,30072,600
ANNALY CAP MGMT INCCOM03571040939237,380SH DFND1337,38000
ANNALY CAP MGMT INCCOM035710409797,480SH DFND147,48000
ANNALY CAP MGMT INCCOM035710409979,201SH DFND39,20100
ANNALY CAP MGMT INCCOM03571040918717,796SH DFND716,9980798
ANNALY CAP MGMT INCCOM035710409989,301SH DFND99,30100
ANSYS INCCOM03662Q105224SH DFND12400
ANSYS INCCOM03662Q10557620SH DFND1,362000
ANSYS INCCOM03662Q1051281,380SH DFND131,38000
ANSYS INCCOM03662Q10546500SH DFND1450000
ANSYS INCCOM03662Q1052903,135SH DFND33,13500
ANSYS INCCOM03662Q1054544,900SH DFND74,876024
ANSYS INCCOM03662Q10568738SH DFND7,973800
ANSYS INCCOM03662Q1054504,858SH DFND94,7570101
ANTHEM INCCOM0367521032221,770SH DFND1,31,77000
ANTHEM INCCOM0367521038536,810SH DFND136,81000
ANTHEM INCCOM0367521032652,112SH DFND142,11200
ANTHEM INCCOM03675210314115SH DFND311500
ANTHEM INCCOM0367521038316,629SH DFND75,20001,429
ANTHEM INCCOM03675210361487SH DFND7,948304
ANTHEM INCCOM0367521032151,714SH DFND91,649065
APACHE CORPCOM03741110581212,710SH DFND112,71000
APACHE CORPCOM0374111051622,530SH DFND1,32,53000
APACHE CORPCOM03741110569210,840SH DFND1310,84000
APACHE CORPCOM0374111051983,100SH DFND143,10000
APACHE CORPCOM03741110510150SH DFND315000
APACHE CORPCOM03741110586413,534SH DFND712,08401,450
APACHE CORPCOM03741110525394SH DFND7,939400
APACHE CORPCOM0374111052904,540SH DFND94,54000
APARTMENT INVT & MGMT COCL A03748R101461,000SH DFND1,31,00000
APARTMENT INVT & MGMT COCL A03748R1011823,970SH DFND133,97000
APARTMENT INVT & MGMT COCL A03748R10129625SH DFND1462500
APARTMENT INVT & MGMT COCL A03748R101355SH DFND35500
APARTMENT INVT & MGMT COCL A03748R1011964,271SH DFND74,27100
APARTMENT INVT & MGMT COCL A03748R10121455SH DFND7,945500
APARTMENT INVT & MGMT COCL A03748R10116349SH DFND934900
APARTMENT INVT & MGMT COCL A03748R10159012,841SH OTR1312,84100
APOLLO INVT CORPCOM03761U1065800SH DFND180000
APOLLO INVT CORPCOM03761U10610718,502SH DFND718,468034
APPLE INCCOM03783310036,079319,141SH DFND1304,905014,236
APPLE INCCOM0378331006,83560,461SH DFND1,360,46100
APPLE INCCOM03783310016,998150,360SH DFND13150,36000
APPLE INCCOM0378331005,18845,892SH DFND1445,89200
APPLE INCCOM0378331004,93143,619SH DFND343,61900
APPLE INCCOM03783310066,635589,427SH DFND7581,26008,167
APPLE INCCOM0378331007,85169,447SH DFND7,969,1100337
APPLE INCCOM03783310077,731687,581SH DFND9645,775041,806
APPLE INCCOM03783310013SHCallDFND7300
APPLE INCCOM03783310017892SHCallDFND99200
APPLE HOSPITALITY REIT INCCOM NEW03784Y200201,100SH DFND1,31,10000
APPLE HOSPITALITY REIT INCCOM NEW03784Y200191,000SH DFND141,00000
APPLE HOSPITALITY REIT INCCOM NEW03784Y2002110SH DFND311000
APPLE HOSPITALITY REIT INCCOM NEW03784Y2008408SH DFND740800
APPLE HOSPITALITY REIT INCCOM NEW03784Y200201,070SH DFND91,07000
APPLE HOSPITALITY REIT INCCOM NEW03784Y20024012,942SH OTR1312,94200
APPLIED MATLS INCCOM03822210533511,121SH DFND15,81205,309
APPLIED MATLS INCCOM0382221052247,430SH DFND1,37,43000
APPLIED MATLS INCCOM0382221051,02834,080SH DFND1334,08000
APPLIED MATLS INCCOM0382221052739,062SH DFND149,06200
APPLIED MATLS INCCOM03822210515510SH DFND351000
APPLIED MATLS INCCOM0382221051,69956,340SH DFND752,50103,839
APPLIED MATLS INCCOM0382221052999,922SH DFND7,99,7620160
APPLIED MATLS INCCOM0382221058,168270,905SH DFND9270,811094
APTARGROUP INCCOM03833610315200SH DFND1,320000
APTARGROUP INCCOM038336103230SH DFND33000
APTARGROUP INCCOM0383361032032,625SH DFND722502,400
APTARGROUP INCCOM03833610356726SH DFND972600
AQUA AMERICA INCCOM03836W103381,250SH DFND11,25000
AQUA AMERICA INCCOM03836W10312400SH DFND1,340000
AQUA AMERICA INCCOM03836W1031103,600SH DFND133,60000
AQUA AMERICA INCCOM03836W10321700SH DFND1470000
AQUA AMERICA INCCOM03836W103265SH DFND36500
AQUA AMERICA INCCOM03836W1031203,943SH DFND73,94300
AQUA AMERICA INCCOM03836W103120SH DFND7,90020
AQUA AMERICA INCCOM03836W1032,68087,924SH DFND986,24901,675
ARAMARKCOM03852U1062707,109SH DFND1007,109
ARAMARKCOM03852U106551,440SH DFND1,31,44000
ARAMARKCOM03852U1062215,800SH DFND135,80000
ARAMARKCOM03852U10630800SH DFND1480000
ARAMARKCOM03852U106265SH DFND36500
ARAMARKCOM03852U106451,191SH DFND71,19100
ARAMARKCOM03852U106135SH DFND93500
ARCHER DANIELS MIDLAND COCOM03948310250311,920SH DFND16,42005,500
ARCHER DANIELS MIDLAND COCOM0394831021102,600SH DFND1,32,60000
ARCHER DANIELS MIDLAND COCOM03948310251412,200SH DFND1312,20000
ARCHER DANIELS MIDLAND COCOM0394831021563,700SH DFND143,70000
ARCHER DANIELS MIDLAND COCOM03948310210240SH DFND324000
ARCHER DANIELS MIDLAND COCOM03948310296822,966SH DFND722,6270339
ARCHER DANIELS MIDLAND COCOM039483102431,008SH DFND7,91,00800
ARCHER DANIELS MIDLAND COCOM0394831023528,356SH DFND98,1870169
ARES CAP CORPNOTE 4.375% 1/104010LAM55553,000PRN DFND953,00000
ARES CAP CORPCOM04010L1031,649106,415SH DFND7106,41500
ARES CAP CORPCOM04010L103785,000SH DFND7,95,00000
ARES CAP CORPCOM04010L1031,08570,000SH DFND910,000060,000
ARROW ELECTRS INCCOM04273510052820SH DFND1,382000
ARROW ELECTRS INCCOM0427351001882,940SH DFND132,94000
ARROW ELECTRS INCCOM04273510038600SH DFND1460000
ARROW ELECTRS INCCOM042735100455SH DFND35500
ARROW ELECTRS INCCOM042735100577SH DFND77007
ARROW ELECTRS INCCOM0427351001061,650SH DFND91,65000
ASCENA RETAIL GROUP INCCOM04351G1013626SH DFND162600
ASCENA RETAIL GROUP INCCOM04351G10153295,093SH DFND1,30095,093
ASCENA RETAIL GROUP INCCOM04351G101437,776SH DFND37,77600
ASCENA RETAIL GROUP INCCOM04351G10191,563SH DFND71,2470316
ASCENA RETAIL GROUP INCCOM04351G101162,810SH DFND92,81000
ASHLAND GLOBAL HLDGS INCCOM04418610469595SH DFND159500
ASHLAND GLOBAL HLDGS INCCOM04418610446400SH DFND1,340000
ASHLAND GLOBAL HLDGS INCCOM0441861041391,200SH DFND131,20000
ASHLAND GLOBAL HLDGS INCCOM04418610481700SH DFND1470000
ASHLAND GLOBAL HLDGS INCCOM044186104325SH DFND32500
ASHLAND GLOBAL HLDGS INCCOM0441861041931,662SH DFND71,649013
ASHLAND GLOBAL HLDGS INCCOM04418610445385SH DFND938500
ASPEN TECHNOLOGY INCCOM0453271032004,264SH DFND71,04903,215
ASPEN TECHNOLOGY INCCOM0453271031102,345SH DFND92,34500
ASSOCIATED BANC CORPCOM0454871051648,385SH DFND138,38500
ASSOCIATED BANC CORPCOM0454871052110SH DFND311000
ASSOCIATED BANC CORPCOM045487105914,667SH DFND74,646021
ASSURANT INCCOM04621X1082983,230SH DFND133,23000
ASSURANT INCCOM04621X10875810SH DFND1481000
ASSURANT INCCOM04621X108225SH DFND32500
ASSURANT INCCOM04621X108981,063SH DFND71,06300
ASSURANT INCCOM04621X108330SH DFND93000
ASSURANT INCCOM04621X1085075,501SH OTR135,50100
ASTRAZENECA PLCSPONSORED ADR0463531084,006121,915SH DFND199,192022,723
ASTRAZENECA PLCSPONSORED ADR0463531081364,140SH DFND1,34,14000
ASTRAZENECA PLCSPONSORED ADR0463531081143,464SH DFND1403,4640
ASTRAZENECA PLCSPONSORED ADR0463531081,03631,533SH DFND331,53300
ASTRAZENECA PLCSPONSORED ADR04635310816,470501,203SH DFND7494,36706,836
ASTRAZENECA PLCSPONSORED ADR0463531082,68881,815SH DFND7,981,81500
ASTRAZENECA PLCSPONSORED ADR04635310810,352315,026SH DFND9314,5260500
ASTRONICS CORPCOM04643310818392SH DFND139200
ASTRONICS CORPCOM04643310844981SH DFND398100
ASTRONICS CORPCOM0464331081342,976SH DFND72,97600
ASTRONICS CORPCOM04643310829653SH DFND965300
ATHENAHEALTH INCCOM04685W10320155SH DFND115500
ATHENAHEALTH INCCOM04685W10333260SH DFND1,326000
ATHENAHEALTH INCCOM04685W10342334SH DFND1433400
ATHENAHEALTH INCCOM04685W103325SH DFND32500
ATHENAHEALTH INCCOM04685W1031511,201SH DFND71,166035
ATHENAHEALTH INCCOM04685W10333261SH DFND926100
ATMOS ENERGY CORPCOM04956010539522SH DFND152200
ATMOS ENERGY CORPCOM04956010522300SH DFND1,330000
ATMOS ENERGY CORPCOM04956010552700SH DFND1470000
ATMOS ENERGY CORPCOM049560105230SH DFND33000
ATMOS ENERGY CORPCOM0495601056438,634SH DFND78,63400
ATMOS ENERGY CORPCOM049560105221SH DFND7,90021
ATMOS ENERGY CORPCOM0495601052243,008SH DFND92,933075
AUTODESK INCCOM05276910629400SH DFND140000
AUTODESK INCCOM0527691061061,470SH DFND1,31,47000
AUTODESK INCCOM0527691064876,730SH DFND136,73000
AUTODESK INCCOM0527691061612,220SH DFND142,22000
AUTODESK INCCOM052769106795SH DFND39500
AUTODESK INCCOM05276910677110,654SH DFND710,1260528
AUTODESK INCCOM05276910623315SH DFND7,931500
AUTODESK INCCOM0527691062383,295SH DFND93,29500
AUTOLIV INCCOM052800109440SH DFND14000
AUTOLIV INCCOM0528001092021,890SH DFND71,3150575
AUTOLIV INCCOM0528001091311,225SH DFND91,22500
AUTOMATIC DATA PROCESSING INCOM0530151034,56451,741SH DFND148,09103,650
AUTOMATIC DATA PROCESSING INCOM0530151032763,130SH DFND1,33,13000
AUTOMATIC DATA PROCESSING INCOM0530151031,27314,430SH DFND1314,43000
AUTOMATIC DATA PROCESSING INCOM0530151034074,620SH DFND144,62000
AUTOMATIC DATA PROCESSING INCOM05301510394210,683SH DFND310,68300
AUTOMATIC DATA PROCESSING INCOM05301510312,338139,882SH DFND7136,79603,086
AUTOMATIC DATA PROCESSING INCOM0530151032,19324,867SH DFND7,924,86007
AUTOMATIC DATA PROCESSING INCOM05301510330,254343,020SH DFND9309,923033,097
AUTONATION INCCOM05329W10217339SH DFND133900
AUTONATION INCCOM05329W10222450SH DFND1,345000
AUTONATION INCCOM05329W102871,780SH DFND131,78000
AUTONATION INCCOM05329W10233670SH DFND1467000
AUTONATION INCCOM05329W102130SH DFND33000
AUTONATION INCCOM05329W1022,68655,151SH DFND755,15100
AUTONATION INCCOM05329W1022445,000SH DFND7,95,00000
AUTONATION INCCOM05329W1021272,604SH DFND92,60400
AUTOZONE INCCOM053332102323421SH DFND11500271
AUTOZONE INCCOM053332102177230SH DFND1,323000
AUTOZONE INCCOM053332102507660SH DFND1366000
AUTOZONE INCCOM053332102161210SH DFND1421000
AUTOZONE INCCOM0533321021215SH DFND31500
AUTOZONE INCCOM053332102312406SH DFND740600
AUTOZONE INCCOM0533321022836SH DFND7,93006
AUTOZONE INCCOM053332102104135SH DFND9124011
AVALONBAY CMNTYS INCCOM05348410132182SH DFND118200
AVALONBAY CMNTYS INCCOM053484101160900SH DFND1,390000
AVALONBAY CMNTYS INCCOM0534841014842,722SH DFND132,72200
AVALONBAY CMNTYS INCCOM053484101176988SH DFND1498800
AVALONBAY CMNTYS INCCOM0534841011265SH DFND36500
AVALONBAY CMNTYS INCCOM0534841014372,455SH DFND72,45500
AVALONBAY CMNTYS INCCOM05348410136203SH DFND7,920300
AVALONBAY CMNTYS INCCOM0534841015513,098SH DFND93,09800
AVALONBAY CMNTYS INCCOM0534841013,48019,568SH OTR1319,56800
AVANGRID INCCOM05351W1038200SH DFND1,320000
AVANGRID INCCOM05351W1031212,900SH DFND132,90000
AVANGRID INCCOM05351W10321500SH DFND1450000
AVANGRID INCCOM05351W1031002,384SH DFND72,38400
AVANGRID INCCOM05351W10334817SH DFND981700
AVERY DENNISON CORPCOM05361110965833SH DFND183300
AVERY DENNISON CORPCOM05361110939500SH DFND1,350000
AVERY DENNISON CORPCOM05361110970900SH DFND1390000
AVERY DENNISON CORPCOM05361110954700SH DFND1470000
AVERY DENNISON CORPCOM053611109335SH DFND33500
AVERY DENNISON CORPCOM0536111091,35817,462SH DFND715,11402,348
AVERY DENNISON CORPCOM05361110941522SH DFND7,952200
AVERY DENNISON CORPCOM0536111095847,513SH DFND97,51300
AVIVA PLCADR05382A10413211,483SH DFND711,48300
BB&T CORPCOM0549371071,42137,669SH DFND135,98701,682
BB&T CORPCOM05493710730805SH DFND1,380500
BB&T CORPCOM05493710770518,690SH DFND1318,69000
BB&T CORPCOM0549371071844,870SH DFND144,87000
BB&T CORPCOM0549371072155,701SH DFND35,70100
BB&T CORPCOM0549371076,569174,155SH DFND7171,89802,257
BB&T CORPCOM0549371074,568121,116SH DFND7,9121,047069
BB&T CORPCOM0549371075,737152,093SH DFND9151,8640229
B & G FOODS INC NEWCOM05508R10660812,358SH DFND712,35800
BCE INCCOM NEW05534B760771,664SH DFND11,2720392
BCE INCCOM NEW05534B76091619,831SH DFND719,7300101
BCE INCCOM NEW05534B76052711,409SH DFND7,911,40900
BCE INCCOM NEW05534B76051811,209SH DFND911,20900
BGC PARTNERS INCCL A05541T10110011,426SH DFND711,42600
BGC PARTNERS INCCL A05541T10117520,000SH DFND90020,000
BHP BILLITON PLCSPONSORED ADR05545E2091193,933SH DFND13,93300
BHP BILLITON PLCSPONSORED ADR05545E2091254,103SH DFND34,10300
BHP BILLITON PLCSPONSORED ADR05545E20937412,327SH DFND712,258069
BHP BILLITON PLCSPONSORED ADR05545E209702,294SH DFND7,92,29400
BHP BILLITON PLCSPONSORED ADR05545E2091,26041,483SH DFND941,48300
BP PLCSPONSORED ADR0556221043,25992,701SH DFND173,283019,418
BP PLCSPONSORED ADR0556221041173,315SH DFND1,33,31500
BP PLCSPONSORED ADR055622104581,659SH DFND1401,6590
BP PLCSPONSORED ADR05562210478622,345SH DFND322,34500
BP PLCSPONSORED ADR05562210412,244348,241SH DFND7346,47101,770
BP PLCSPONSORED ADR0556221042,35967,091SH DFND7,967,09100
BP PLCSPONSORED ADR05562210413,935396,329SH DFND9373,307023,022
BP PLCSPONSORED ADR05562210422625SH OTR1362500
BWX TECHNOLOGIES INCCOM05605H10027700SH DFND1,370000
BWX TECHNOLOGIES INCCOM05605H1001132,940SH DFND132,94000
BWX TECHNOLOGIES INCCOM05605H100451,160SH DFND141,16000
BWX TECHNOLOGIES INCCOM05605H1005140SH DFND365075
BWX TECHNOLOGIES INCCOM05605H10034879SH DFND787900
BWX TECHNOLOGIES INCCOM05605H100240SH DFND7,90040
BWX TECHNOLOGIES INCCOM05605H10033857SH DFND985700
BAIDU INCSPON ADR REP A05675210880438SH DFND143800
BAIDU INCSPON ADR REP A0567521085883,229SH DFND72,3770852
BAIDU INCSPON ADR REP A0567521081,2877,066SH DFND97,06600
BAIDU INCSPON ADR REP A05675210849270SH OTR1327000
BAKER HUGHES INCCOM0572241071,28825,517SH DFND124,07601,441
BAKER HUGHES INCCOM0572241071,03520,510SH DFND1,320,51000
BAKER HUGHES INCCOM0572241074799,500SH DFND139,50000
BAKER HUGHES INCCOM0572241071893,752SH DFND143,75200
BAKER HUGHES INCCOM05722410795618,942SH DFND318,94200
BAKER HUGHES INCCOM0572241074,87096,488SH DFND796,443045
BAKER HUGHES INCCOM0572241071052,087SH DFND7,92,072015
BAKER HUGHES INCCOM0572241072,75854,649SH DFND954,3450304
BALL CORPCOM0584981061,06012,931SH DFND112,93100
BALL CORPCOM05849810666800SH DFND1,380000
BALL CORPCOM0584981061561,900SH DFND131,90000
BALL CORPCOM058498106821,000SH DFND141,00000
BALL CORPCOM058498106445SH DFND34500
BALL CORPCOM0584981066948,464SH DFND77,33901,125
BALL CORPCOM05849810630360SH DFND7,936000
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K1018814,682SH DFND114,68200
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K1019816,403SH DFND316,40300
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K10135960,209SH DFND759,17301,036
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K101579,585SH DFND7,99,58500
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K1011,031172,907SH DFND9149,060023,847
BANCO SANTANDER SAADR05964H10581,838SH DFND11,83800
BANCO SANTANDER SAADR05964H105265,807SH DFND75,80700
BANCO SANTANDER SAADR05964H105143,266SH DFND93,26600
BANCOLOMBIA S ASPON ADR PREF05968L1027172SH DFND917200
BANCOLOMBIA S ASPON ADR PREF05968L1021,45237,186SH OTR1337,18600
BANCORP NEW JERSEY INC NEWCOM05991510826223,000SH DFND723,00000
BANK AMER CORPCOM0605051041,810115,641SH DFND1110,71704,924
BANK AMER CORPCOM0605051044,459284,950SH DFND13284,95000
BANK AMER CORPCOM0605051041,26981,102SH DFND1481,10200
BANK AMER CORPCOM06050510445929,326SH DFND329,32600
BANK AMER CORPCOM0605051045,485350,498SH DFND7330,574019,924
BANK AMER CORPCOM06050510479350,652SH DFND7,949,9830669
BANK AMER CORPCOM0605051044,138264,419SH DFND9154,2680110,151
BANK AMER CORP*W EXP 01/16/20106050514618540,000SH DFND140,00000
BANK AMER CORP7.25%CNV PFD L0605056826150SH DFND15000
BANK AMER CORP7.25%CNV PFD L060505682212174SH DFND717400
BANK AMER CORP7.25%CNV PFD L060505682549450SH DFND9500400
BANK HAWAII CORPCOM0625401091792,470SH DFND132,47000
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BANK HAWAII CORPCOM062540109340SH DFND34000
BANK HAWAII CORPCOM0625401091732,377SH DFND747201,905
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BANK MONTREAL QUECOM063671101465SH DFND16500
BANK MONTREAL QUECOM0636711013214,898SH DFND74,845053
BANK MONTREAL QUECOM0636711015628,572SH DFND7,98,57200
BANK MONTREAL QUECOM0636711014,41967,401SH DFND967,40100
BANK OF THE OZARKS INCCOM06390410623594SH DFND159400
BANK OF THE OZARKS INCCOM063904106491,264SH DFND31,26400
BANK OF THE OZARKS INCCOM0639041061002,601SH DFND72,0830518
BANK OF THE OZARKS INCCOM063904106132SH DFND7,90032
BANK OF THE OZARKS INCCOM0639041061052,736SH DFND91,33601,400
BANK NEW YORK MELLON CORPCOM0640581002,36959,408SH DFND159,40800
BANK NEW YORK MELLON CORPCOM0640581001,02225,620SH DFND1325,62000
BANK NEW YORK MELLON CORPCOM0640581002987,482SH DFND147,48200
BANK NEW YORK MELLON CORPCOM06405810019470SH DFND347000
BANK NEW YORK MELLON CORPCOM0640581002,18054,668SH DFND748,36206,306
BANK NEW YORK MELLON CORPCOM0640581001313,286SH DFND7,93,217069
BANK NEW YORK MELLON CORPCOM0640581001,02425,686SH DFND925,5860100
BARCLAYS BK PLCDJUBS CMDT ETN3606738C778652,780SH DFND72,78000
BARCLAYS BK PLCDJUBS CMDT ETN3606738C7781526,485SH DFND96,48500
BARCLAYS PLCADR06738E20491,093SH DFND11,09300
BARCLAYS PLCADR06738E20412814,776SH DFND714,3610415
BARD C R INCCOM0673831098143,631SH DFND13,63100
BARD C R INCCOM067383109114510SH DFND1,351000
BARD C R INCCOM0673831095792,580SH DFND132,58000
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BARD C R INCCOM0673831092,97813,277SH DFND711,20602,071
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BARCLAYS BK PLCIPATH S&P500 VIX06740Q2522156,312SH DFND76,31200
BARRICK GOLD CORPCOM067901108294SH DFND19400
BARRICK GOLD CORPCOM067901108331,869SH DFND31,86900
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BARRICK GOLD CORPCOM06790110870940,000SH DFND940,00000
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BAXTER INTL INCCOM07181310974915,733SH DFND115,73300
BAXTER INTL INCCOM0718131091613,390SH DFND1,33,39000
BAXTER INTL INCCOM07181310977716,330SH DFND1316,33000
BAXTER INTL INCCOM0718131092074,340SH DFND144,34000
BAXTER INTL INCCOM0718131091753,666SH DFND33,66600
BAXTER INTL INCCOM0718131091,87439,378SH DFND739,37800
BAXTER INTL INCCOM07181310938794SH DFND7,9734060
BAXTER INTL INCCOM0718131091,08122,708SH DFND922,5510157
BAXTER INTL INCCOM07181310947SHCallDFND9700
B/E AEROSPACE INCCOM07330210121409SH DFND140900
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BEACON ROOFING SUPPLY INCCOM0736851091523,604SH DFND73,5030101
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BECTON DICKINSON & COCOM0758871092,97316,539SH DFND116,53900
BECTON DICKINSON & COCOM0758871092681,490SH DFND1,31,49000
BECTON DICKINSON & COCOM0758871091,2196,780SH DFND136,78000
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BECTON DICKINSON & COCOM0758871095,03027,988SH DFND927,1470841
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BED BATH & BEYOND INCCOM07589610041940SH DFND1,394000
BED BATH & BEYOND INCCOM0758961001904,410SH DFND134,41000
BED BATH & BEYOND INCCOM075896100721,670SH DFND141,67000
BED BATH & BEYOND INCCOM075896100375SH DFND37500
BED BATH & BEYOND INCCOM07589610046210,728SH DFND710,696032
BED BATH & BEYOND INCCOM07589610015345SH DFND7,934500
BED BATH & BEYOND INCCOM07589610041940SH DFND994000
BELDEN INCCOM077454106465SH DFND16500
BELDEN INCCOM0774541061,16116,830SH DFND716,83000
BEMIS INCCOM0814371052044,000SH DFND14,00000
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BERKLEY W R CORPCOM0844231022073,580SH DFND133,58000
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BERKLEY W R CORPCOM084423102595SH DFND39500
BERKLEY W R CORPCOM0844231024237,317SH DFND76,15501,162
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BERKLEY W R CORPCOM0844231023275,656SH DFND911005,546
BERKSHIRE HATHAWAY INC DELCL A0846701082,16210SH DFND11000
BERKSHIRE HATHAWAY INC DELCL A0846701084,97323SH DFND72300
BERKSHIRE HATHAWAY INC DELCL A0846701081,2976SH DFND7,9600
BERKSHIRE HATHAWAY INC DELCL A0846701082,59512SH DFND91002
BERKSHIRE HATHAWAY INC DELCL B NEW0846707026,00141,535SH DFND139,06702,468
BERKSHIRE HATHAWAY INC DELCL B NEW0846707027,58452,496SH DFND1352,49600
BERKSHIRE HATHAWAY INC DELCL B NEW0846707022,21715,343SH DFND1415,34300
BERKSHIRE HATHAWAY INC DELCL B NEW0846707021,4369,938SH DFND39,93800
BERKSHIRE HATHAWAY INC DELCL B NEW08467070218,078125,131SH DFND7122,98802,143
BERKSHIRE HATHAWAY INC DELCL B NEW0846707025323,679SH DFND7,93,603076
BERKSHIRE HATHAWAY INC DELCL B NEW08467070219,003131,534SH DFND9117,043014,491
BEST BUY INCCOM08651610122572SH DFND157200
BEST BUY INCCOM086516101661,740SH DFND1,31,74000
BEST BUY INCCOM0865161012596,780SH DFND136,78000
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BEST BUY INCCOM08651610131814SH DFND381400
BEST BUY INCCOM086516101681,772SH DFND71,77200
BEST BUY INCCOM08651610116415SH DFND7,941500
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BEST BUY INCCOM086516101390SH OTR139000
BHP BILLITON LTDSPONSORED ADR0886061081755,042SH DFND13,57001,472
BHP BILLITON LTDSPONSORED ADR0886061081865,356SH DFND75,293063
BHP BILLITON LTDSPONSORED ADR08860610817495SH DFND7,92650230
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BIG LOTS INCCOM089302103355SH DFND15500
BIG LOTS INCCOM0893021033697,725SH DFND75,77501,950
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BIO RAD LABS INCCL A09057220739240SH DFND1,324000
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BIOMARIN PHARMACEUTICAL INCNOTE 0.750%10/109061GAE12319,000PRN DFND919,00000
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BIOMARIN PHARMACEUTICAL INCNOTE 1.500%10/109061GAF82722,000PRN DFND922,00000
BIOMARIN PHARMACEUTICAL INCCOM09061G1012342,529SH DFND12,52900
BIOMARIN PHARMACEUTICAL INCCOM09061G1011051,140SH DFND1,31,14000
BIOMARIN PHARMACEUTICAL INCCOM09061G1014534,900SH DFND134,90000
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BIOGEN INCCOM09062X1032,3197,409SH DFND17,2990110
BIOGEN INCCOM09062X1035011,600SH DFND1,31,60000
BIOGEN INCCOM09062X1031,8165,800SH DFND135,80000
BIOGEN INCCOM09062X1035791,850SH DFND141,85000
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BIOSCRIP INCCOM09069N10823180,000SH DFND780,00000
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BIO TECHNE CORPCOM09073M104220SH DFND32000
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BLACKROCK INCCOM09247X1017,26820,051SH DFND119,4110640
BLACKROCK INCCOM09247X1018062,225SH DFND1,32,22500
BLACKROCK INCCOM09247X1011,3633,760SH DFND133,76000
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BLACKROCK INCCOM09247X1011,5474,269SH DFND34,26900
BLACKROCK INCCOM09247X10113,45437,118SH DFND736,3370781
BLACKROCK INCCOM09247X1013,4359,476SH DFND7,99,47105
BLACKROCK INCCOM09247X10110,96330,246SH DFND926,31403,932
BLACKROCK INTL GRWTH & INC TCOM BENE INTER09252410714324,155SH DFND724,137018
BLACKROCK MUNIHOLDINGS FD INCOM09253N10436119,584SH DFND911,29008,294
BLACKROCK MUNIVEST FD INCCOM09253R10529628,000SH DFND728,00000
BLACKSTONE GROUP L PCOM UNIT LTD09253U108431,700SH DFND140001,300
BLACKSTONE GROUP L PCOM UNIT LTD09253U1081,10343,187SH DFND740,18703,000
BLACKSTONE GROUP L PCOM UNIT LTD09253U10865625,700SH DFND916,20009,500
BLACKSTONE GROUP L PCOM UNIT LTD09253U108124SHCallDFND92400
BLACKROCK CAPITAL INVESTMENTCOM0925331083420SH DFND142000
BLACKROCK CAPITAL INVESTMENTCOM09253310872387,358SH DFND987,35800
BLACKROCK MUNIYIELD QLTY FDCOM09254E1034261SH DFND126100
BLACKROCK MUNIYIELD QLTY FDCOM09254E10325917,000SH DFND717,00000
BLACKROCK MUNIYIELD QUALITYCOM09254F10028117,000SH DFND717,00000
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BLACKROCK MUNIYIELD INVST FDCOM09254R104261,550SH DFND91,55000
BLACKROCK CORPOR HI YLD FD ICOM09255P10716114,867SH DFND714,7410126
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BLACKROCK DEBT STRAT FD INCCOM09255R10324065,746SH DFND763,72702,019
BLACKSTONE GSO LNG SHRT CR ICOM SHS BN INT09257D10217711,379SH DFND711,324055
BLACKROCK MUN 2030 TAR TERMCOM SHS BEN IN09257P10536214,917SH DFND714,91700
BLACKSTONE MTG TR INCCOM CL A09257W1003,670124,608SH DFND199,942024,666
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BLACKSTONE MTG TR INCCOM CL A09257W10068923,379SH DFND7,923,37900
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BLOCK H & R INCCOM093671105602,600SH DFND12,60000
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BLOCK H & R INCCOM093671105602,590SH DFND142,59000
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BOEING COCOM0970231053,38725,711SH DFND125,3610350
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BOEING COCOM0970231057,93360,219SH DFND759,8020417
BOEING COCOM0970231058956,794SH DFND7,96,778016
BOEING COCOM0970231059,07568,887SH DFND967,9090978
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BORGWARNER INCCOM09972410613376SH DFND137600
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BORGWARNER INCCOM099724106134SH DFND93400
BOSTON PROPERTIES INCCOM10112110158425SH DFND142500
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BOSTON PROPERTIES INCCOM10112110167495SH DFND949500
BOSTON PROPERTIES INCCOM1011211011,71612,594SH OTR1312,59400
BOSTON SCIENTIFIC CORPCOM101137107451,891SH DFND174101,150
BOSTON SCIENTIFIC CORPCOM1011371072239,360SH DFND1,39,36000
BOSTON SCIENTIFIC CORPCOM10113710798141,200SH DFND1341,20000
BOSTON SCIENTIFIC CORPCOM1011371072379,960SH DFND149,96000
BOSTON SCIENTIFIC CORPCOM10113710715630SH DFND363000
BOSTON SCIENTIFIC CORPCOM10113710725810,824SH DFND710,729095
BOSTON SCIENTIFIC CORPCOM1011371075231SH DFND7,900231
BOSTON SCIENTIFIC CORPCOM101137107612,558SH DFND92,0150543
BRAINSTORM CELL THERAPEUTICSCOM NEW10501E2013213,333SH DFND713,33300
BRANDYWINE RLTY TRSH BEN INT NEW105368203201,300SH DFND1,31,30000
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BRANDYWINE RLTY TRSH BEN INT NEW105368203301,900SH DFND141,90000
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BRANDYWINE RLTY TRSH BEN INT NEW105368203342,185SH DFND72,18500
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BRIGGS & STRATTON CORPCOM109043109311,670SH DFND11,67000
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BRINKER INTL INCCOM10964110020400SH DFND1,340000
BRINKER INTL INCCOM10964110026520SH DFND1352000
BRINKER INTL INCCOM109641100561,120SH DFND141,12000
BRINKER INTL INCCOM109641100240SH DFND34000
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BRISTOL MYERS SQUIBB COCOM11012210819,683365,048SH DFND1344,247020,801
BRISTOL MYERS SQUIBB COCOM1101221081,23222,845SH DFND1,322,84500
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BRISTOL MYERS SQUIBB COCOM11012210876614,204SH DFND1414,20400
BRISTOL MYERS SQUIBB COCOM11012210875313,972SH DFND313,97200
BRISTOL MYERS SQUIBB COCOM11012210821,871405,619SH DFND7400,20305,416
BRISTOL MYERS SQUIBB COCOM1101221083,98773,949SH DFND7,973,8060143
BRISTOL MYERS SQUIBB COCOM11012210833,966629,927SH DFND9588,304041,623
BRISTOL MYERS SQUIBB COCOM110122108118SHCallDFND71800
BRISTOL MYERS SQUIBB COCOM11012210819SHCallDFND9900
BRITISH AMERN TOB PLCSPONSORED ADR110448107435SH DFND13500
BRITISH AMERN TOB PLCSPONSORED ADR1104481071,0228,006SH DFND77,971035
BRITISH AMERN TOB PLCSPONSORED ADR1104481071,0668,352SH DFND7,98,2520100
BRITISH AMERN TOB PLCSPONSORED ADR1104481071,64512,884SH DFND912,4070477
BRIXMOR PPTY GROUP INCCOM11120U105311,100SH DFND1,31,10000
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BRIXMOR PPTY GROUP INCCOM11120U10594333,944SH OTR1333,94400
BROADRIDGE FINL SOLUTIONS INCOM11133T1031231,821SH DFND11,82100
BROADRIDGE FINL SOLUTIONS INCOM11133T10365960SH DFND1,396000
BROADRIDGE FINL SOLUTIONS INCOM11133T1032463,630SH DFND133,63000
BROADRIDGE FINL SOLUTIONS INCOM11133T1031251,850SH DFND141,85000
BROADRIDGE FINL SOLUTIONS INCOM11133T103455SH DFND35500
BROADRIDGE FINL SOLUTIONS INCOM11133T1032,23733,002SH DFND733,00200
BROADRIDGE FINL SOLUTIONS INCOM11133T1032623,865SH DFND7,93,86500
BROADRIDGE FINL SOLUTIONS INCOM11133T1031,58823,419SH DFND923,41900
BROCADE COMMUNICATIONS SYS INOTE 1.375% 1/0111621AQ12929,000PRN DFND919,000010,000
BROCADE COMMUNICATIONS SYS ICOM NEW1116213065500SH DFND150000
BROCADE COMMUNICATIONS SYS ICOM NEW111621306293,110SH DFND1,33,11000
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BROCADE COMMUNICATIONS SYS ICOM NEW111621306161,700SH DFND141,70000
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BROCADE COMMUNICATIONS SYS ICOM NEW111621306111,209SH DFND91,20900
BROOKDALE SR LIVING INCNOTE 2.750% 6/1112463AA24040,000PRN DFND940,00000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH112585104932,634SH DFND72,609025
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851041895,384SH DFND93,14202,242
BROWN & BROWN INCCOM115236101248SH DFND14800
BROWN & BROWN INCCOM1152361012105,570SH DFND135,57000
BROWN & BROWN INCCOM11523610115394SH DFND1439400
BROWN & BROWN INCCOM1152361014105SH DFND310500
BROWN & BROWN INCCOM115236101972,580SH DFND759101,989
BROWN & BROWN INCCOM1152361019244SH DFND924400
BROWN FORMAN CORPCL A11563710010200SH DFND1,320000
BROWN FORMAN CORPCL A1156371001593,200SH DFND133,20000
BROWN FORMAN CORPCL A115637100901,800SH DFND141,80000
BROWN FORMAN CORPCL A1156371005100SH DFND310000
BROWN FORMAN CORPCL A115637100360SH DFND96000
BROWN FORMAN CORPCL B115637209661,392SH DFND11,39200
BROWN FORMAN CORPCL B11563720938800SH DFND1,380000
BROWN FORMAN CORPCL B1156372091613,400SH DFND133,40000
BROWN FORMAN CORPCL B1156372091362,865SH DFND72,86104
BROWN FORMAN CORPCL B11563720942885SH DFND7,988500
BROWN FORMAN CORPCL B1156372091172,460SH DFND936002,100
BRUKER CORPCOM11679410820880SH DFND1,388000
BRUKER CORPCOM1167941081114,900SH DFND134,90000
BRUKER CORPCOM11679410814600SH DFND1460000
BRUKER CORPCOM116794108135SH DFND33500
BRUKER CORPCOM116794108743,286SH DFND718603,100
BRUKER CORPCOM11679410811503SH DFND9700433
BRUNSWICK CORPCOM11704310933680SH DFND1,368000
BRUNSWICK CORPCOM1170431091212,490SH DFND132,49000
BRUNSWICK CORPCOM11704310920400SH DFND1440000
BRUNSWICK CORPCOM117043109250SH DFND35000
BRUNSWICK CORPCOM1170431091513,097SH DFND72,5850512
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BUCKEYE PARTNERS L PUNIT LTD PARTN1182301011,97627,600SH DFND727,60000
BUCKEYE PARTNERS L PUNIT LTD PARTN11823010121300SH DFND930000
BUCKEYE PARTNERS L PUNIT LTD PARTN11823010103SHCallDFND9300
BUFFALO WILD WINGS INCCOM1198481093402,418SH DFND72,41800
BUFFALO WILD WINGS INCCOM1198481091282SH DFND98200
BURLINGTON STORES INCCOM12201710632400SH DFND1,340000
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BURLINGTON STORES INCCOM122017106230SH DFND33000
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CBL & ASSOC PPTYS INCCOM1248301006500SH DFND1450000
CBL & ASSOC PPTYS INCCOM1248301004355SH DFND935500
CBL & ASSOC PPTYS INCCOM12483010015012,383SH OTR1312,38300
CBS CORP NEWCL B1248572023045,560SH DFND14,7870773
CBS CORP NEWCL B1248572021,09920,075SH DFND1,32,500017,575
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CBS CORP NEWCL B1248572021542,820SH DFND142,82000
CBS CORP NEWCL B1248572021743,185SH DFND33,18500
CBS CORP NEWCL B12485720267012,244SH DFND77,45404,790
CBS CORP NEWCL B1248572021222,231SH DFND7,92,209022
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CBOE HLDGS INCCOM12503M1081953,000SH DFND133,00000
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CBOE HLDGS INCCOM12503M1085879,049SH DFND79,04900
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CBRE CLARION GLOBAL REAL ESTCOM12504G100617,311SH DFND17,31100
CBRE CLARION GLOBAL REAL ESTCOM12504G100617,232SH DFND75,60401,628
CBRE CLARION GLOBAL REAL ESTCOM12504G10011914,170SH DFND92,687011,483
CBRE GROUP INCCL A12504L10910368SH DFND136800
CBRE GROUP INCCL A12504L10992733,125SH DFND1,31,800031,325
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CBRE GROUP INCCL A12504L109772,765SH DFND142,76500
CBRE GROUP INCCL A12504L1091093,901SH DFND33,90100
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CBRE GROUP INCCL A12504L10914505SH DFND7,950500
CBRE GROUP INCCL A12504L1091,15041,110SH DFND918,610022,500
CDK GLOBAL INCCOM12508E1011552,700SH DFND12,2500450
CDK GLOBAL INCCOM12508E101631,100SH DFND1,31,10000
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CDK GLOBAL INCCOM12508E101861,504SH DFND141,50400
CDK GLOBAL INCCOM12508E101465SH DFND36500
CDK GLOBAL INCCOM12508E1015028,756SH DFND78,75600
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CDK GLOBAL INCCOM12508E1013,14254,773SH DFND952,05302,720
CDK GLOBAL INCCOM12508E1012,26339,446SH OTR1339,44600
CEB INCCOM125134106240SH DFND14000
CEB INCCOM1251341062173,975SH DFND1,3003,975
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CDW CORPCOM12514G1081212,649SH DFND12,64900
CDW CORPCOM12514G108481,060SH DFND1,31,06000
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CF INDS HLDGS INCCOM125269100271,100SH DFND1,31,10000
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CF INDS HLDGS INCCOM12526910031312,848SH DFND712,84800
CF INDS HLDGS INCCOM125269100552,265SH DFND7,92,200065
CF INDS HLDGS INCCOM12526910042317,388SH DFND91,331016,057
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C H ROBINSON WORLDWIDE INCCOM NEW12541W2097100SH DFND110000
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CIGNA CORPORATIONCOM125509109121932SH DFND193200
CIGNA CORPORATIONCOM1255091092291,760SH DFND1,31,76000
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CME GROUP INCCOM12572Q10502SHCallDFND7200
CMS ENERGY CORPCOM125896100892,128SH DFND12,0280100
CMS ENERGY CORPCOM12589610034800SH DFND1,380000
CMS ENERGY CORPCOM1258961002606,200SH DFND136,20000
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CMS ENERGY CORPCOM1258961001,12626,797SH DFND726,6650132
CMS ENERGY CORPCOM125896100952,266SH DFND7,92,26600
CMS ENERGY CORPCOM12589610051712,298SH DFND911,18201,116
CRH PLCADR12626K20313385SH DFND138500
CRH PLCADR12626K203461,396SH DFND31,39600
CRH PLCADR12626K20346513,973SH DFND713,97300
CRH PLCADR12626K203802,412SH DFND7,92,41200
CRH PLCADR12626K2031,04731,476SH DFND915,968015,508
CSX CORPCOM1264081034,338142,245SH DFND1139,59202,653
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CSX CORPCOM1264081032769,040SH DFND149,04000
CSX CORPCOM12640810313425SH DFND342500
CSX CORPCOM1264081031,36344,687SH DFND744,4900197
CSX CORPCOM1264081031835,999SH DFND7,95,939060
CSX CORPCOM12640810340613,307SH DFND913,30700
CSX CORPCOM1264081031,04934,400SH OTR1334,40000
CSRA INCCOM12650T104311,160SH DFND1,31,16000
CSRA INCCOM12650T104893,300SH DFND133,30000
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CSRA INCCOM12650T104275SH DFND37500
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CSRA INCCOM12650T1046224SH DFND7,922400
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CVS HEALTH CORPCOM1266501008,65797,286SH DFND195,52301,763
CVS HEALTH CORPCOM1266501001,46916,505SH DFND1,316,50500
CVS HEALTH CORPCOM1266501001,95822,000SH DFND1322,00000
CVS HEALTH CORPCOM1266501005255,900SH DFND145,90000
CVS HEALTH CORPCOM1266501001,54117,315SH DFND317,31500
CVS HEALTH CORPCOM12665010021,607242,798SH DFND7234,92707,871
CVS HEALTH CORPCOM1266501003,75442,182SH DFND7,942,085097
CVS HEALTH CORPCOM12665010013,320149,680SH DFND9140,84208,838
CVS HEALTH CORPCOM126650100022SHCallDFND92200
CA INCCOM12673P1053,03391,672SH DFND172,288019,384
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CABELAS INCCOM12680430115266SH DFND126600
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CABELAS INCCOM126804301751,359SH DFND31,35900
CABELAS INCCOM12680430148879SH DFND7862017
CABELAS INCCOM126804301931,699SH DFND7,91,69900
CABELAS INCCOM1268043012574,677SH DFND94,67700
CABOT CORPCOM1270551014829,201SH DFND1,340008,801
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CABOT CORPCOM12705510121400SH DFND1440000
CABOT CORPCOM1270551019178SH DFND7123055
CABOT MICROELECTRONICS CORPCOM12709P1032795,266SH DFND1,3005,266
CABOT MICROELECTRONICS CORPCOM12709P10313248SH DFND71480100
CABOT MICROELECTRONICS CORPCOM12709P103240SH DFND94000
CABOT OIL & GAS CORPCOM127097103288SH DFND18800
CABOT OIL & GAS CORPCOM127097103742,870SH DFND1,32,87000
CABOT OIL & GAS CORPCOM12709710339015,100SH DFND1315,10000
CABOT OIL & GAS CORPCOM1270971031144,400SH DFND144,40000
CABOT OIL & GAS CORPCOM1270971036215SH DFND321500
CABOT OIL & GAS CORPCOM12709710336814,272SH DFND712,77201,500
CABOT OIL & GAS CORPCOM127097103138SH DFND7,90038
CABOT OIL & GAS CORPCOM12709710310390SH DFND91650225
CADENCE DESIGN SYSTEM INCCOM1273871088319SH DFND131900
CADENCE DESIGN SYSTEM INCCOM127387108491,900SH DFND1,31,90000
CADENCE DESIGN SYSTEM INCCOM12738710829911,710SH DFND1311,71000
CADENCE DESIGN SYSTEM INCCOM1273871081234,800SH DFND144,80000
CADENCE DESIGN SYSTEM INCCOM127387108290SH DFND39000
CADENCE DESIGN SYSTEM INCCOM12738710826510,384SH DFND710,38400
CADENCE DESIGN SYSTEM INCCOM127387108311,230SH DFND91,23000
CAL MAINE FOODS INCCOM NEW12803020226672SH DFND767200
CAL MAINE FOODS INCCOM NEW1280302023609,343SH DFND98,27101,072
CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT128125101696,680SH DFND16,68000
CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT128125101777,450SH DFND77,45000
CALIFORNIA WTR SVC GROUPCOM1307881021514,719SH DFND74,71900
CALIFORNIA WTR SVC GROUPCOM1307881021284,000SH DFND7,94,00000
CALPINE CORPCOM NEW131347304141,100SH DFND1,31,10000
CALPINE CORPCOM NEW13134730420015,800SH DFND1315,80000
CALPINE CORPCOM NEW131347304231,800SH DFND141,80000
CALPINE CORPCOM NEW1313473042175SH DFND317500
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CAMDEN PPTY TRSH BEN INT13313110242500SH DFND1,350000
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CAMDEN PPTY TRSH BEN INT133131102560SH DFND36000
CAMDEN PPTY TRSH BEN INT13313110245543SH DFND7503040
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CAMECO CORPCOM13321L1088810,291SH DFND710,29100
CAMECO CORPCOM13321L1086668SH DFND966800
CAMPBELL SOUP COCOM1344291091582,891SH DFND12,89100
CAMPBELL SOUP COCOM13442910949900SH DFND1,390000
CAMPBELL SOUP COCOM134429109771,400SH DFND131,40000
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CAMPBELL SOUP COCOM1344291096105SH DFND310500
CAMPBELL SOUP COCOM1344291092,90453,096SH DFND753,09600
CAMPBELL SOUP COCOM13442910933595SH DFND7,959500
CAMPBELL SOUP COCOM1344291091,02118,666SH DFND918,66600
CDN IMPERIAL BK COMM TORONTOCOM1360691012052,649SH DFND72,64900
CDN IMPERIAL BK COMM TORONTOCOM1360691014085,268SH DFND7,95,26800
CDN IMPERIAL BK COMM TORONTOCOM1360691012102,709SH DFND92,70900
CANADIAN NATL RY COCOM13637510210150SH DFND115000
CANADIAN NATL RY COCOM13637510265710,050SH DFND79,5180532
CANADIAN NATL RY COCOM136375102580SH DFND7,90080
CANADIAN NATL RY COCOM1363751023755,739SH DFND95,1410598
CANADIAN NATL RY COCOM13637510208SHCallDFND7800
CANADIAN NAT RES LTDCOM13638510110322SH DFND132200
CANADIAN NAT RES LTDCOM136385101601,863SH DFND31,86300
CANADIAN NAT RES LTDCOM136385101942,943SH DFND72,94300
CANADIAN NAT RES LTDCOM13638510148715,204SH DFND915,20400
CANADIAN PAC RY LTDCOM13645T1003031,984SH DFND138501,599
CANADIAN PAC RY LTDCOM13645T1001531,004SH DFND31,00400
CANADIAN PAC RY LTDCOM13645T1001,56610,257SH DFND710,246011
CANADIAN PAC RY LTDCOM13645T1006454,222SH DFND7,94,22200
CANADIAN PAC RY LTDCOM13645T1001,81911,910SH DFND97,26104,649
CANON INCSPONSORED ADR138006309331,142SH DFND11,14200
CANON INCSPONSORED ADR1380063091525,251SH DFND75,25100
CANON INCSPONSORED ADR1380063091545,302SH DFND7,95,30200
CANON INCSPONSORED ADR1380063091204,122SH DFND92,98201,140
CAPITAL ONE FINL CORPCOM14040H1053064,261SH DFND13,7610500
CAPITAL ONE FINL CORPCOM14040H1051,12815,700SH DFND1315,70000
CAPITAL ONE FINL CORPCOM14040H1052333,250SH DFND143,25000
CAPITAL ONE FINL CORPCOM14040H10554752SH DFND375200
CAPITAL ONE FINL CORPCOM14040H1057149,940SH DFND79,6880252
CAPITAL ONE FINL CORPCOM14040H10561847SH DFND7,984700
CAPITAL ONE FINL CORPCOM14040H1053,44848,001SH DFND947,6730328
CAPITAL ONE FINL CORP*W EXP 11/14/20114040H13936512,000SH DFND112,00000
CARDINAL HEALTH INCCOM14149Y1084135,318SH DFND15,0400278
CARDINAL HEALTH INCCOM14149Y1081982,545SH DFND1,32,54500
CARDINAL HEALTH INCCOM14149Y1085537,120SH DFND137,12000
CARDINAL HEALTH INCCOM14149Y1081531,970SH DFND141,97000
CARDINAL HEALTH INCCOM14149Y1081321,705SH DFND31,70500
CARDINAL HEALTH INCCOM14149Y1084,87162,694SH DFND761,7650929
CARDINAL HEALTH INCCOM14149Y1083,38743,593SH DFND7,943,59300
CARDINAL HEALTH INCCOM14149Y1086,05477,915SH DFND973,31604,599
CARDINAL HEALTH INCCOM14149Y10802SHCallDFND7200
CARDINAL HEALTH INCCOM14149Y108316SHCallDFND91600
CARDTRONICS INCNOTE 1.000%12/014161HAG31918,000PRN DFND918,00000
CARE CAP PPTYS INCCOM1416241064125SH DFND112500
CARE CAP PPTYS INCCOM14162410617600SH DFND1,360000
CARE CAP PPTYS INCCOM14162410623796SH DFND1379600
CARE CAP PPTYS INCCOM14162410615525SH DFND1452500
CARE CAP PPTYS INCCOM1416241062589,055SH DFND79,05500
CARE CAP PPTYS INCCOM141624106269SH DFND7,96900
CARE CAP PPTYS INCCOM141624106662,321SH DFND92,32100
CARE CAP PPTYS INCCOM1416241061966,872SH OTR136,87200
CARLISLE COS INCCOM14233910062600SH DFND160000
CARLISLE COS INCCOM14233910045440SH DFND1,344000
CARLISLE COS INCCOM1423391001321,290SH DFND131,29000
CARLISLE COS INCCOM14233910035340SH DFND1434000
CARLISLE COS INCCOM142339100330SH DFND33000
CARLISLE COS INCCOM1423391006776,602SH DFND76,60200
CARLISLE COS INCCOM14233910042411SH DFND7,941100
CARLISLE COS INCCOM1423391001261,231SH DFND91,23100
CARLYLE GROUP L PCOM UTS LTD PTN14309L1024275SH DFND127500
CARLYLE GROUP L PCOM UTS LTD PTN14309L10234822,361SH DFND722,36100
CARLYLE GROUP L PCOM UTS LTD PTN14309L1028500SH DFND900500
CARMAX INCCOM1431301021,20822,637SH DFND122,63700
CARMAX INCCOM143130102681,270SH DFND1,31,27000
CARMAX INCCOM1431301023476,500SH DFND136,50000
CARMAX INCCOM1431301021172,200SH DFND142,20000
CARMAX INCCOM14313010268012,741SH DFND312,74100
CARMAX INCCOM1431301025049,439SH DFND79,412027
CARMAX INCCOM14313010241764SH DFND7,9693071
CARMAX INCCOM14313010271113,322SH DFND913,32200
CARNIVAL PLCADR14365C1039191SH DFND119100
CARNIVAL PLCADR14365C1032274,615SH DFND74,61500
CARNIVAL PLCADR14365C10333676SH DFND7,967600
CARNIVAL PLCADR14365C1032294,670SH DFND94,67000
CARNIVAL CORPUNIT 99/99/99991436583001,69334,673SH DFND133,67301,000
CARNIVAL CORPUNIT 99/99/99991436583001082,220SH DFND132,22000
CARNIVAL CORPUNIT 99/99/9999143658300771,580SH DFND141,58000
CARNIVAL CORPUNIT 99/99/999914365830069214,178SH DFND314,17800
CARNIVAL CORPUNIT 99/99/999914365830066313,571SH DFND713,2110360
CARNIVAL CORPUNIT 99/99/9999143658300491,010SH DFND7,91,01000
CARNIVAL CORPUNIT 99/99/99991436583001,93539,640SH DFND935,86003,780
CARNIVAL CORPUNIT 99/99/999914365830004SHCallDFND7400
CARTER INCCOM146229109445SH DFND14500
CARTER INCCOM14622910929340SH DFND1,334000
CARTER INCCOM1462291091211,400SH DFND131,40000
CARTER INCCOM146229109220SH DFND32000
CARTER INCCOM1462291093223,712SH DFND73,676036
CARTER INCCOM146229109220SH DFND92000
CASEYS GEN STORES INCCOM14752810318146SH DFND114600
CASEYS GEN STORES INCCOM14752810324200SH DFND1,320000
CASEYS GEN STORES INCCOM14752810337310SH DFND1431000
CASEYS GEN STORES INCCOM14752810340332SH DFND333200
CASEYS GEN STORES INCCOM1475281034723,931SH DFND73,92704
CASEYS GEN STORES INCCOM14752810333271SH DFND927100
CATERPILLAR INC DELCOM1491231012,00322,562SH DFND121,6620900
CATERPILLAR INC DELCOM1491231013253,660SH DFND1,33,66000
CATERPILLAR INC DELCOM1491231011,50917,000SH DFND1317,00000
CATERPILLAR INC DELCOM1491231014304,839SH DFND144,83900
CATERPILLAR INC DELCOM14912310120230SH DFND323000
CATERPILLAR INC DELCOM1491231011,91821,605SH DFND721,2410364
CATERPILLAR INC DELCOM1491231012052,311SH DFND7,92,296015
CATERPILLAR INC DELCOM1491231018,975101,100SH DFND987,840013,260
CELANESE CORP DELCOM SER A15087010353800SH DFND1,380000
CELANESE CORP DELCOM SER A1508701032333,500SH DFND133,50000
CELANESE CORP DELCOM SER A150870103731,100SH DFND141,10000
CELANESE CORP DELCOM SER A150870103460SH DFND36000
CELANESE CORP DELCOM SER A1508701032433,651SH DFND73,65100
CELANESE CORP DELCOM SER A150870103351SH DFND7,90051
CELANESE CORP DELCOM SER A150870103691,041SH DFND91,04100
CELGENE CORPCOM1510201043,59234,361SH DFND127,94106,420
CELGENE CORPCOM1510201045745,490SH DFND1,35,49000
CELGENE CORPCOM1510201042,38022,766SH DFND1322,76600
CELGENE CORPCOM1510201047116,800SH DFND146,80000
CELGENE CORPCOM1510201048788,397SH DFND38,39700
CELGENE CORPCOM1510201045,46752,297SH DFND751,3880909
CELGENE CORPCOM1510201048658,272SH DFND7,98,195077
CELGENE CORPCOM1510201044,78745,794SH DFND936,10909,685
CEMEX SAB DE CVSPON ADR NEW15129088918823,625SH DFND723,62500
CEMEX SAB DE CVSPON ADR NEW151290889374,651SH DFND7,94,65100
CEMEX SAB DE CVSPON ADR NEW15129088921627,179SH DFND922,62904,550
CEMPRA INCCOM15130J10944918,560SH OTR1318,56000
CENTENE CORP DELCOM15135B1011602,392SH DFND110902,283
CENTENE CORP DELCOM15135B101811,211SH DFND1,31,21100
CENTENE CORP DELCOM15135B1013445,132SH DFND135,13200
CENTENE CORP DELCOM15135B101811,203SH DFND141,20300
CENTENE CORP DELCOM15135B101454SH DFND35400
CENTENE CORP DELCOM15135B1015878,761SH DFND78,5570204
CENTENE CORP DELCOM15135B1011932,886SH DFND91,38601,500
CENTENE CORP DELCOM15135B10105SHCallDFND9500
CENTERPOINT ENERGY INCCOM15189T107281,200SH DFND1,31,20000
CENTERPOINT ENERGY INCCOM15189T10724410,500SH DFND1310,50000
CENTERPOINT ENERGY INCCOM15189T107301,300SH DFND141,30000
CENTERPOINT ENERGY INCCOM15189T1073130SH DFND313000
CENTERPOINT ENERGY INCCOM15189T107441,896SH DFND71,89600
CENTERPOINT ENERGY INCCOM15189T1071275,475SH DFND7,95,47500
CENTERPOINT ENERGY INCCOM15189T1074154SH DFND915400
CENTERSTATE BANKS INCCOM15201P109221,222SH DFND11,22200
CENTERSTATE BANKS INCCOM15201P109522,935SH DFND32,93500
CENTERSTATE BANKS INCCOM15201P109553,129SH DFND73,12900
CENTERSTATE BANKS INCCOM15201P109502,792SH DFND92,0350757
CEPHEIDCOM15670R107128SH DFND12800
CEPHEIDCOM15670R1073105,877SH DFND74,62701,250
CEPHEIDCOM15670R10738727SH DFND972700
CENTURYLINK INCCOM1567001061816,615SH DFND16,61500
CENTURYLINK INCCOM1567001061144,170SH DFND1,34,17000
CENTURYLINK INCCOM15670010647517,300SH DFND1317,30000
CENTURYLINK INCCOM1567001061214,400SH DFND144,40000
CENTURYLINK INCCOM1567001066235SH DFND323500
CENTURYLINK INCCOM15670010668725,057SH DFND725,05700
CENTURYLINK INCCOM156700106762,782SH DFND7,92,735047
CENTURYLINK INCCOM15670010636513,321SH DFND913,32100
CERNER CORPCOM1567821043,85862,470SH DFND162,47000
CERNER CORPCOM1567821041312,120SH DFND1,32,12000
CERNER CORPCOM1567821045038,140SH DFND138,14000
CERNER CORPCOM1567821042163,500SH DFND143,50000
CERNER CORPCOM1567821041322,130SH DFND32,13000
CERNER CORPCOM1567821041,18619,210SH DFND718,9280282
CERNER CORPCOM15678210428450SH DFND7,945000
CERNER CORPCOM1567821043866,256SH DFND96,25600
CHARLES RIV LABS INTL INCCOM15986410724290SH DFND1,329000
CHARLES RIV LABS INTL INCCOM1598641072182,620SH DFND132,62000
CHARLES RIV LABS INTL INCCOM15986410768820SH DFND1482000
CHARLES RIV LABS INTL INCCOM159864107340SH DFND34000
CHARLES RIV LABS INTL INCCOM15986410745543SH DFND72520291
CHARLES RIV LABS INTL INCCOM15986410718SH DFND9800
CHART INDS INCNOTE 2.000% 8/016115QAC42626,000PRN DFND926,00000
CHARTER COMMUNICATIONS INC NCL A16119P10872268SH DFND126800
CHARTER COMMUNICATIONS INC NCL A16119P1083521,302SH DFND1,31,30200
CHARTER COMMUNICATIONS INC NCL A16119P1081,3234,902SH DFND134,90200
CHARTER COMMUNICATIONS INC NCL A16119P1084851,796SH DFND141,79600
CHARTER COMMUNICATIONS INC NCL A16119P10849183SH DFND318300
CHARTER COMMUNICATIONS INC NCL A16119P1086062,246SH DFND72,24600
CHARTER COMMUNICATIONS INC NCL A16119P10854198SH DFND7,9187011
CHARTER COMMUNICATIONS INC NCL A16119P1083791,403SH DFND91,1880215
CHEMED CORP NEWCOM16359R1034022,852SH DFND72,1170735
CHEMED CORP NEWCOM16359R10323163SH DFND916300
CHEMICAL FINL CORPCOM1637311022375,360SH DFND1,3005,360
CHEMICAL FINL CORPCOM1637311029210SH DFND721000
CHEMICAL FINL CORPCOM163731102128SH DFND7,90028
CHEMOURS COCOM16385110816710,444SH DFND19,36501,079
CHEMOURS COCOM1638511083200SH DFND1420000
CHEMOURS COCOM16385110832820,475SH DFND720,47104
CHEMOURS COCOM163851108372,286SH DFND7,92,28600
CHEMOURS COCOM16385110816,0601,003,772SH DFND9937,7268065,966
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1011826,230SH DFND123006,000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10147016,050SH DFND716,05000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1011465,000SH DFND7,95,00000
CHENIERE ENERGY INCNOTE 4.250% 3/116411RAG4812,000PRN DFND912,00000
CHENIERE ENERGY INCCOM NEW16411R208571,300SH DFND1,31,30000
CHENIERE ENERGY INCCOM NEW16411R2083077,030SH DFND137,03000
CHENIERE ENERGY INCCOM NEW16411R208831,900SH DFND141,90000
CHENIERE ENERGY INCCOM NEW16411R208370SH DFND37000
CHENIERE ENERGY INCCOM NEW16411R2082235,121SH DFND75,12100
CHENIERE ENERGY INCCOM NEW16411R208115SH DFND7,90015
CHENIERE ENERGY INCCOM NEW16411R2081002,304SH DFND91,5290775
CHESAPEAKE ENERGY CORPCOM165167107132,000SH DFND12,00000
CHESAPEAKE ENERGY CORPCOM165167107294,680SH DFND1,34,68000
CHESAPEAKE ENERGY CORPCOM16516710721133,700SH DFND1333,70000
CHESAPEAKE ENERGY CORPCOM165167107335,320SH DFND145,32000
CHESAPEAKE ENERGY CORPCOM1651671072270SH DFND327000
CHESAPEAKE ENERGY CORPCOM1651671076941SH DFND794100
CHESAPEAKE ENERGY CORPCOM1651671076935SH DFND7,993500
CHESAPEAKE ENERGY CORPCOM1651671076922SH DFND95300392
CHESAPEAKE UTILS CORPCOM16530310815252SH DFND125200
CHESAPEAKE UTILS CORPCOM16530310833537SH DFND353700
CHESAPEAKE UTILS CORPCOM1653031088129SH DFND712900
CHESAPEAKE UTILS CORPCOM16530310885914,075SH DFND914,07500
CHEVRON CORP NEWCOM16676410032,910319,767SH DFND1293,212026,555
CHEVRON CORP NEWCOM1667641001,66016,125SH DFND1,316,12500
CHEVRON CORP NEWCOM1667641005,36452,120SH DFND1352,12000
CHEVRON CORP NEWCOM1667641001,80817,569SH DFND1415,7211,8480
CHEVRON CORP NEWCOM1667641002,75626,778SH DFND326,77800
CHEVRON CORP NEWCOM16676410048,211468,437SH DFND7465,05903,378
CHEVRON CORP NEWCOM1667641007,88576,610SH DFND7,976,525085
CHEVRON CORP NEWCOM16676410042,999417,791SH DFND9378,645039,146
CHEVRON CORP NEWCOM16676410002SHCallDFND7200
CHICAGO BRIDGE & IRON CO N VCOM1672501095173SH DFND117300
CHICAGO BRIDGE & IRON CO N VCOM16725010919680SH DFND1,368000
CHICAGO BRIDGE & IRON CO N VCOM167250109391,382SH DFND131,38200
CHICAGO BRIDGE & IRON CO N VCOM16725010919670SH DFND1467000
CHICAGO BRIDGE & IRON CO N VCOM167250109120SH DFND32000
CHICAGO BRIDGE & IRON CO N VCOM1672501091987,067SH DFND76,2370830
CHICAGO BRIDGE & IRON CO N VCOM167250109341,200SH DFND7,91,20000
CHICAGO BRIDGE & IRON CO N VCOM167250109832,946SH DFND92,6680278
CHICOS FAS INCCOM1686151025385SH DFND138500
CHICOS FAS INCCOM16861510240333,850SH DFND1,30033,850
CHICOS FAS INCCOM168615102574,778SH DFND34,77800
CHICOS FAS INCCOM168615102131,119SH DFND78850234
CHICOS FAS INCCOM168615102201,690SH DFND91,69000
CHIMERA INVT CORPCOM NEW16934Q208161,000SH DFND11,00000
CHIMERA INVT CORPCOM NEW16934Q2081086,740SH DFND136,74000
CHIMERA INVT CORPCOM NEW16934Q208543,400SH DFND143,40000
CHIMERA INVT CORPCOM NEW16934Q2082140SH DFND314000
CHIMERA INVT CORPCOM NEW16934Q208402,503SH DFND72,50300
CHIMERA INVT CORPCOM NEW16934Q2082103SH DFND7,900103
CHIMERA INVT CORPCOM NEW16934Q2081187,409SH DFND97,40900
CHINA LIFE INS CO LTDSPON ADR REP H16939P1068603SH DFND760300
CHINA LIFE INS CO LTDSPON ADR REP H16939P10619414,856SH DFND914,85600
CHINA MOBILE LIMITEDSPONSORED ADR16941M1091612,619SH DFND12,61900
CHINA MOBILE LIMITEDSPONSORED ADR16941M1091111,805SH DFND31,80500
CHINA MOBILE LIMITEDSPONSORED ADR16941M1095859,506SH DFND79,3130193
CHINA MOBILE LIMITEDSPONSORED ADR16941M109641,048SH DFND7,91,04800
CHINA MOBILE LIMITEDSPONSORED ADR16941M1091,52624,806SH DFND924,4260380
CHINA UNICOM (HONG KONG) LTDSPONSORED ADR16945R104171,359SH DFND71,35900
CHINA UNICOM (HONG KONG) LTDSPONSORED ADR16945R1041199,805SH DFND9009,805
CHIPOTLE MEXICAN GRILL INCCOM169656105240566SH DFND1520514
CHIPOTLE MEXICAN GRILL INCCOM16965610593220SH DFND1,322000
CHIPOTLE MEXICAN GRILL INCCOM169656105360850SH DFND1385000
CHIPOTLE MEXICAN GRILL INCCOM169656105127300SH DFND1430000
CHIPOTLE MEXICAN GRILL INCCOM169656105396934SH DFND393400
CHIPOTLE MEXICAN GRILL INCCOM1696561058331,967SH DFND71,903064
CHIPOTLE MEXICAN GRILL INCCOM16965610594223SH DFND7,922300
CHIPOTLE MEXICAN GRILL INCCOM1696561051,1652,752SH DFND92,75200
CHURCH & DWIGHT INCCOM1713401021092,280SH DFND12,28000
CHURCH & DWIGHT INCCOM171340102581,200SH DFND1,31,20000
CHURCH & DWIGHT INCCOM1713401021252,600SH DFND132,60000
CHURCH & DWIGHT INCCOM17134010238800SH DFND1480000
CHURCH & DWIGHT INCCOM171340102480SH DFND38000
CHURCH & DWIGHT INCCOM1713401021,66934,820SH DFND730,95003,870
CHURCH & DWIGHT INCCOM1713401024,993104,188SH DFND9104,108080
CIMAREX ENERGY COCOM1717981011441,075SH DFND1001,075
CIMAREX ENERGY COCOM17179810178580SH DFND1,358000
CIMAREX ENERGY COCOM1717981013902,900SH DFND132,90000
CIMAREX ENERGY COCOM171798101107800SH DFND1480000
CIMAREX ENERGY COCOM171798101645SH DFND34500
CIMAREX ENERGY COCOM1717981015624,179SH DFND74,17900
CIMAREX ENERGY COCOM17179810118SH DFND7,9008
CIMAREX ENERGY COCOM17179810114107SH DFND910700
CINCINNATI FINL CORPCOM1720621014616,106SH DFND136,10600
CINCINNATI FINL CORPCOM1720621011071,420SH DFND141,42000
CINCINNATI FINL CORPCOM172062101565SH DFND36500
CINCINNATI FINL CORPCOM1720621011,13215,009SH DFND714,00901,000
CINCINNATI FINL CORPCOM17206210174986SH DFND998600
CINEMARK HOLDINGS INCCOM17243V10220524SH DFND152400
CINEMARK HOLDINGS INCCOM17243V10227700SH DFND1,370000
CINEMARK HOLDINGS INCCOM17243V10219500SH DFND1350000
CINEMARK HOLDINGS INCCOM17243V102265SH DFND36500
CINEMARK HOLDINGS INCCOM17243V10285122,224SH DFND722,22400
CINEMARK HOLDINGS INCCOM17243V1022636,875SH DFND96,87500
CISCO SYS INCCOM17275R10218,580585,760SH DFND1533,156052,604
CISCO SYS INCCOM17275R1022,19969,310SH DFND1,369,31000
CISCO SYS INCCOM17275R1024,468140,850SH DFND13140,85000
CISCO SYS INCCOM17275R1021,50447,427SH DFND1441,6545,7730
CISCO SYS INCCOM17275R1023,00694,779SH DFND394,77900
CISCO SYS INCCOM17275R10247,7891,506,601SH DFND71,498,88607,715
CISCO SYS INCCOM17275R1029,907312,337SH DFND7,9312,1190218
CISCO SYS INCCOM17275R10235,9351,132,879SH DFND91,111,858021,021
CISCO SYS INCCOM17275R10233510,567SH OTR1310,56700
CISCO SYS INCCOM17275R102024SHCallDFND72400
CINTAS CORPCOM17290810513112SH DFND111200
CINTAS CORPCOM17290810564570SH DFND1,357000
CINTAS CORPCOM1729081053963,520SH DFND133,52000
CINTAS CORPCOM1729081051131,000SH DFND141,00000
CINTAS CORPCOM172908105547SH DFND34700
CINTAS CORPCOM1729081051,0219,071SH DFND79,031040
CINTAS CORPCOM17290810587770SH DFND7,977000
CINTAS CORPCOM1729081052652,355SH DFND92,2240131
CITIGROUP INCCOM NEW17296742458412,356SH DFND111,8320524
CITIGROUP INCCOM NEW17296742418390SH DFND1,339000
CITIGROUP INCCOM NEW1729674243,72178,782SH DFND1378,78200
CITIGROUP INCCOM NEW1729674241,08923,047SH DFND1423,04700
CITIGROUP INCCOM NEW1729674242364,997SH DFND34,99700
CITIGROUP INCCOM NEW17296742411,597245,545SH DFND7242,72402,821
CITIGROUP INCCOM NEW1729674244,43893,963SH DFND7,993,7990164
CITIGROUP INCCOM NEW1729674248,572181,502SH DFND9159,538021,964
CITIGROUP INCCOM NEW17296742470815,000SH OTR1315,00000
CITIGROUP INCCOM NEW172967424110SHCallDFND91000
CITIZENS FINL GROUP INCCOM1746101052100SH DFND110000
CITIZENS FINL GROUP INCCOM17461010534013,750SH DFND1313,75000
CITIZENS FINL GROUP INCCOM174610105853,444SH DFND143,44400
CITIZENS FINL GROUP INCCOM1746101055200SH DFND320000
CITIZENS FINL GROUP INCCOM174610105843,402SH DFND73,2180184
CITIZENS FINL GROUP INCCOM174610105451,819SH DFND91,81900
CITRIX SYS INCNOTE 0.500% 4/1177376AD23834,000PRN DFND934,00000
CITRIX SYS INCCOM177376100871,022SH DFND11,02200
CITRIX SYS INCCOM177376100931,090SH DFND1,31,09000
CITRIX SYS INCCOM1773761004254,990SH DFND134,99000
CITRIX SYS INCCOM1773761001301,520SH DFND141,52000
CITRIX SYS INCCOM177376100665SH DFND36500
CITRIX SYS INCCOM1773761002,00123,486SH DFND722,45701,029
CITRIX SYS INCCOM1773761001211,415SH DFND7,91,379036
CITRIX SYS INCCOM1773761004815,650SH DFND95,587063
CIVEO CORP CDACOM17878Y1081516SH DFND151600
CIVEO CORP CDACOM17878Y1085850,825SH DFND1,30050,825
CIVEO CORP CDACOM17878Y10822,000SH DFND142,00000
CIVEO CORP CDACOM17878Y10876,403SH DFND36,40300
CIVEO CORP CDACOM17878Y10821,409SH DFND71,40900
CIVEO CORP CDACOM17878Y10832,322SH DFND92,32200
CLAYMORE EXCHANGE TRD FD TRGUGG BULSH 202218383M2582139,847SH DFND791108,936
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 DUR18383M6542645,251SH DFND75,25100
CLAYMORE EXCHANGE TRD FD TRGUGG S&P GBL WTR18383Q50779525,733SH DFND725,73300
CLEAN HARBORS INCCOM18449610774015,413SH DFND1,3450014,963
CLEAN HARBORS INCCOM18449610719400SH DFND1440000
CLEAN HARBORS INCCOM184496107245SH DFND34500
CLEAN HARBORS INCCOM1844961078173SH DFND717300
CLEAN HARBORS INCCOM1844961071122,335SH DFND92,33500
CLEAR CHANNEL OUTDOOR HLDGSCL A18451C10910317,700SH DFND1317,70000
CLEAR CHANNEL OUTDOOR HLDGSCL A18451C109132,300SH DFND142,30000
CLEARBRIDGE ENERGY MLP FD INCOM1846921011509,200SH DFND79,20000
CLEARBRIDGE ENERGY MLP FD INCOM18469210129618,166SH DFND93,441014,725
CLOROX CO DELCOM1890541099867,880SH DFND17,830050
CLOROX CO DELCOM18905410975600SH DFND1,360000
CLOROX CO DELCOM1890541092882,300SH DFND132,30000
CLOROX CO DELCOM18905410938300SH DFND1430000
CLOROX CO DELCOM189054109645SH DFND34500
CLOROX CO DELCOM1890541092,29318,321SH DFND717,29601,025
CLOROX CO DELCOM189054109114907SH DFND7,990700
CLOROX CO DELCOM1890541091,53212,236SH DFND912,23600
CLOUD PEAK ENERGY INCCOM18911Q10210118,640SH DFND718,64000
CLOVIS ONCOLOGY INCCOM1894641002075,744SH OTR135,74400
COACH INCCOM1897541043,23788,546SH DFND171,760016,786
COACH INCCOM1897541041734,745SH DFND1,34,74500
COACH INCCOM1897541042938,010SH DFND138,01000
COACH INCCOM1897541041714,680SH DFND142,1802,5000
COACH INCCOM18975410475020,505SH DFND320,50500
COACH INCCOM18975410410,737293,670SH DFND7292,9440726
COACH INCCOM1897541041,33036,383SH DFND7,936,38300
COACH INCCOM1897541043,725101,879SH DFND9101,6290250
COCA COLA COCOM19121610018,539438,063SH DFND1417,305020,758
COCA COLA COCOM19121610088320,870SH DFND1,320,87000
COCA COLA COCOM1912161003,08172,800SH DFND1372,80000
COCA COLA COCOM1912161001,02924,311SH DFND1422,3002,0110
COCA COLA COCOM1912161001,42533,668SH DFND333,66800
COCA COLA COCOM19121610032,018756,559SH DFND7754,01702,542
COCA COLA COCOM1912161001,84243,527SH DFND7,943,2750252
COCA COLA COCOM19121610049,7801,176,275SH DFND91,067,0070109,268
COCA COLA COCOM19121610004SHCallDFND7400
COCA COLA COCOM19121610091,700SHPutDFND71,70000
CODORUS VY BANCORP INCCOM19202510447521,688SH DFND121,68800
COGNEX CORPCOM1924221034338,197SH DFND1,351007,687
COGNEX CORPCOM1924221031693,200SH DFND133,20000
COGNEX CORPCOM19242210326500SH DFND1450000
COGNEX CORPCOM192422103110SH DFND31000
COGNEX CORPCOM19242210361611,659SH DFND710,48601,173
COGNEX CORPCOM1924221037123SH DFND912300
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461023427,178SH DFND15,01202,166
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021954,080SH DFND1,34,08000
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610269214,510SH DFND1314,51000
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022495,222SH DFND145,22200
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610213275SH DFND327500
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021,25026,196SH DFND719,96006,236
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610240842SH DFND7,9760082
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461023,63176,101SH DFND974,17501,926
COHEN & STEERS QUALITY RLTYCOM19247L10629322,000SH DFND722,00000
COHEN & STEERS REIT & PFD INCOM19247X100261,300SH DFND11,30000
COHEN & STEERS REIT & PFD INCOM19247X1001808,947SH DFND78,8000147
COHEN & STEERS REIT & PFD INCOM19247X100914,500SH DFND7,94,50000
COHEN & STEERS REIT & PFD INCOM19247X100301,500SH DFND91,50000
COHERENT INCCOM19247910320184SH DFND118400
COHERENT INCCOM19247910344394SH DFND339400
COHERENT INCCOM1924791032972,689SH DFND72,0890600
COHERENT INCCOM19247910334304SH DFND930400
COHEN & STEERS CLOSED END OPCOM19248P10618415,000SH DFND715,00000
COLGATE PALMOLIVE COCOM1941621039,792132,081SH DFND1123,98108,100
COLGATE PALMOLIVE COCOM1941621033044,100SH DFND1,34,10000
COLGATE PALMOLIVE COCOM1941621031,15715,600SH DFND1315,60000
COLGATE PALMOLIVE COCOM1941621033564,800SH DFND144,80000
COLGATE PALMOLIVE COCOM19416210330400SH DFND340000
COLGATE PALMOLIVE COCOM1941621037,761104,681SH DFND7102,13502,546
COLGATE PALMOLIVE COCOM1941621032052,763SH DFND7,92,675088
COLGATE PALMOLIVE COCOM1941621036,47387,313SH DFND985,84701,466
COLLEGIUM PHARMACEUTICAL INCCOM19459J10432717,000SH OTR1317,00000
COLUMBIA PPTY TR INCCOM NEW19828720316700SH DFND1,370000
COLUMBIA PPTY TR INCCOM NEW19828720349822,230SH DFND722,23000
COLUMBIA PPTY TR INCCOM NEW19828720323710,597SH OTR1310,59700
COMFORT SYS USA INCCOM199908104351,197SH DFND11,19700
COMFORT SYS USA INCCOM199908104301,037SH DFND31,03700
COMFORT SYS USA INCCOM19990810464522,012SH DFND722,01200
COMFORT SYS USA INCCOM1999081042588,796SH DFND98,79600
COMCAST CORP NEWCL A20030N1017,810117,728SH DFND1110,01407,714
COMCAST CORP NEWCL A20030N1012,47037,225SH DFND1,337,22500
COMCAST CORP NEWCL A20030N1014,37866,000SH DFND1366,00000
COMCAST CORP NEWCL A20030N1011,21718,346SH DFND1418,34600
COMCAST CORP NEWCL A20030N1011,67025,167SH DFND325,16700
COMCAST CORP NEWCL A20030N10120,239305,085SH DFND7298,90506,180
COMCAST CORP NEWCL A20030N10180712,172SH DFND7,912,080092
COMCAST CORP NEWCL A20030N10114,579219,757SH DFND9189,290030,467
COMCAST CORP NEWCL A20030N10102SHCallDFND7200
COMERICA INCCOM2003401072385,030SH DFND135,03000
COMERICA INCCOM200340107931,960SH DFND141,96000
COMERICA INCCOM2003401075105SH DFND310500
COMERICA INCCOM20034010731665SH DFND766500
COMERICA INCCOM200340107114SH DFND7,90014
COMERICA INCCOM2003401072575,437SH DFND92,19503,242
COMMERCE BANCSHARES INCCOM200525103811,642SH DFND131,64200
COMMERCE BANCSHARES INCCOM200525103631,282SH DFND141,28200
COMMERCE BANCSHARES INCCOM200525103247SH DFND34700
COMMERCE BANCSHARES INCCOM2005251031553,148SH DFND71803,130
COMMERCE BANCSHARES INCCOM200525103232SH DFND93200
COMMUNICATIONS SALES&LEAS INCOM20341J10416500SH DFND100500
COMMUNICATIONS SALES&LEAS INCOM20341J10425800SH DFND1,380000
COMMUNICATIONS SALES&LEAS INCOM20341J1041053,350SH DFND133,35000
COMMUNICATIONS SALES&LEAS INCOM20341J10425809SH DFND1480900
COMMUNICATIONS SALES&LEAS INCOM20341J104015SH DFND31500
COMMUNICATIONS SALES&LEAS INCOM20341J10428895SH DFND7858037
COMMUNICATIONS SALES&LEAS INCOM20341J1046189SH DFND7,918900
COMMUNICATIONS SALES&LEAS INCOM20341J104451,421SH DFND91,42100
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A102212,278SH DFND72,27800
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A1024390SH DFND7,900390
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A102808,690SH DFND98,69000
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q104261,500SH DFND11,50000
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q10425014,380SH DFND714,38000
COMPUTER SCIENCES CORPCOM20536310451970SH DFND1,397000
COMPUTER SCIENCES CORPCOM2053631041983,800SH DFND133,80000
COMPUTER SCIENCES CORPCOM205363104661,270SH DFND141,27000
COMPUTER SCIENCES CORPCOM205363104761,465SH DFND31,46500
COMPUTER SCIENCES CORPCOM205363104621,197SH DFND71,19700
COMPUTER SCIENCES CORPCOM20536310412224SH DFND7,922400
COMPUTER SCIENCES CORPCOM20536310450952SH DFND995200
CONAGRA FOODS INCCOM2058871022224,708SH DFND14,70800
CONAGRA FOODS INCCOM205887102992,100SH DFND1,32,10000
CONAGRA FOODS INCCOM2058871023968,400SH DFND138,40000
CONAGRA FOODS INCCOM205887102992,100SH DFND142,10000
CONAGRA FOODS INCCOM2058871029185SH DFND318500
CONAGRA FOODS INCCOM2058871021,01221,475SH DFND719,94601,529
CONAGRA FOODS INCCOM20588710223497SH DFND7,949700
CONAGRA FOODS INCCOM2058871022665,641SH DFND93,43802,203
CONAGRA FOODS INCCOM205887102110SHCallDFND71000
CONCHO RES INCCOM20605P101111810SH DFND1,381000
CONCHO RES INCCOM20605P1014753,460SH DFND133,46000
CONCHO RES INCCOM20605P1011371,000SH DFND141,00000
CONCHO RES INCCOM20605P101856SH DFND35600
CONCHO RES INCCOM20605P10173528SH DFND752800
CONCHO RES INCCOM20605P101110SH DFND7,90010
CONCHO RES INCCOM20605P10121151SH DFND9460105
CONNECTICUT WTR SVC INCCOM20779710111230SH DFND723000
CONNECTICUT WTR SVC INCCOM20779710199520,000SH DFND920,00000
CONOCOPHILLIPSCOM20825C1044,471102,843SH DFND1101,18301,660
CONOCOPHILLIPSCOM20825C1043608,290SH DFND1,38,29000
CONOCOPHILLIPSCOM20825C1041,53735,360SH DFND1335,36000
CONOCOPHILLIPSCOM20825C10445810,525SH DFND1410,52500
CONOCOPHILLIPSCOM20825C10422510SH DFND351000
CONOCOPHILLIPSCOM20825C1044,800110,422SH DFND7106,90503,517
CONOCOPHILLIPSCOM20825C1041,43733,063SH DFND7,933,041022
CONOCOPHILLIPSCOM20825C10467,1091,543,802SH DFND91,442,2100101,592
CONSOL ENERGY INCCOM20854P109351,820SH DFND1,31,82000
CONSOL ENERGY INCCOM20854P10919810,300SH DFND1310,30000
CONSOL ENERGY INCCOM20854P109361,900SH DFND141,90000
CONSOL ENERGY INCCOM20854P109155SH DFND35500
CONSOL ENERGY INCCOM20854P10914730SH DFND773000
CONSOL ENERGY INCCOM20854P10912651SH DFND91400511
CONSOLIDATED COMM HLDGS INCCOM20903410725310,011SH DFND710,01100
CONSOLIDATED EDISON INCCOM2091151041842,448SH DFND12,387061
CONSOLIDATED EDISON INCCOM20911510468900SH DFND1,390000
CONSOLIDATED EDISON INCCOM2091151043995,300SH DFND135,30000
CONSOLIDATED EDISON INCCOM20911510438500SH DFND1450000
CONSOLIDATED EDISON INCCOM20911510411145SH DFND314500
CONSOLIDATED EDISON INCCOM2091151041,34117,809SH DFND715,55902,250
CONSOLIDATED EDISON INCCOM20911510417SH DFND7,9007
CONSOLIDATED EDISON INCCOM2091151044,70162,431SH DFND957,55204,879
CONSTELLATION BRANDS INCCL A21036P1084872,927SH DFND122202,705
CONSTELLATION BRANDS INCCL A21036P108133800SH DFND1,380000
CONSTELLATION BRANDS INCCL A21036P1084502,700SH DFND132,70000
CONSTELLATION BRANDS INCCL A21036P108133800SH DFND1480000
CONSTELLATION BRANDS INCCL A21036P1081165SH DFND36500
CONSTELLATION BRANDS INCCL A21036P1082,24813,502SH DFND713,50200
CONSTELLATION BRANDS INCCL A21036P10849293SH DFND7,929300
CONSTELLATION BRANDS INCCL A21036P1081,0216,133SH DFND94,29901,834
CONTINENTAL RESOURCES INCCOM21201510130580SH DFND1,358000
CONTINENTAL RESOURCES INCCOM2120151011983,820SH DFND133,82000
CONTINENTAL RESOURCES INCCOM21201510147900SH DFND1490000
CONTINENTAL RESOURCES INCCOM212015101120SH DFND32000
CONTINENTAL RESOURCES INCCOM21201510126498SH DFND749800
CONTINENTAL RESOURCES INCCOM212015101232SH DFND7,90032
CONTINENTAL RESOURCES INCCOM2120151017140SH DFND914000
COOPER COS INCCOM NEW21664840228155SH DFND115500
COOPER COS INCCOM NEW21664840268380SH DFND1,338000
COOPER COS INCCOM NEW2166484023321,850SH DFND131,85000
COOPER COS INCCOM NEW21664840290501SH DFND1450100
COOPER COS INCCOM NEW216648402420SH DFND32000
COOPER COS INCCOM NEW2166484022011,123SH DFND76270496
COOPER COS INCCOM NEW216648402530SH DFND93000
COPART INCCOM2172041061,25123,351SH DFND1,3620022,731
COPART INCCOM2172041061021,900SH DFND131,90000
COPART INCCOM21720410627500SH DFND1450000
COPART INCCOM217204106365SH DFND36500
COPART INCCOM2172041061122,100SH DFND72,073027
COPART INCCOM2172041061773,301SH DFND93,30100
CORESITE RLTY CORPCOM21870Q10521282SH DFND128200
CORESITE RLTY CORPCOM21870Q10545603SH DFND360300
CORESITE RLTY CORPCOM21870Q1052243,021SH DFND71,79601,225
CORESITE RLTY CORPCOM21870Q105118SH DFND7,90018
CORESITE RLTY CORPCOM21870Q10535467SH DFND946700
CORESITE RLTY CORPCOM21870Q1051592,143SH OTR132,14300
CORNING INCCOM21935010561826,143SH DFND126,14300
CORNING INCCOM2193501051817,650SH DFND1,37,65000
CORNING INCCOM21935010577532,770SH DFND1332,77000
CORNING INCCOM2193501052078,760SH DFND148,76000
CORNING INCCOM21935010512500SH DFND350000
CORNING INCCOM2193501051,83777,694SH DFND777,4090285
CORNING INCCOM21935010556323,787SH DFND7,923,6160171
CORNING INCCOM2193501051,13848,120SH DFND947,3710749
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10814500SH DFND1,350000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081334,700SH DFND134,70000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T108652,300SH DFND142,30000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T108842,949SH DFND72,927022
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10818625SH DFND962500
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1082177,659SH OTR137,65900
CORRECTIONS CORP AMER NEWCOM NEW22025Y4075339SH DFND133900
CORRECTIONS CORP AMER NEWCOM NEW22025Y40711800SH DFND1,380000
CORRECTIONS CORP AMER NEWCOM NEW22025Y4075367SH DFND1336700
CORRECTIONS CORP AMER NEWCOM NEW22025Y407342,473SH DFND142,47300
CORRECTIONS CORP AMER NEWCOM NEW22025Y407251,792SH DFND31,79200
CORRECTIONS CORP AMER NEWCOM NEW22025Y40784961,231SH DFND761,23100
CORRECTIONS CORP AMER NEWCOM NEW22025Y40733524,172SH DFND7,924,17200
CORRECTIONS CORP AMER NEWCOM NEW22025Y407926,641SH DFND96,64100
CORRECTIONS CORP AMER NEWCOM NEW22025Y407261,900SH OTR131,90000
COSTCO WHSL CORP NEWCOM22160K1057434,871SH DFND13,84101,030
COSTCO WHSL CORP NEWCOM22160K1053052,000SH DFND1,32,00000
COSTCO WHSL CORP NEWCOM22160K1051,2057,900SH DFND137,90000
COSTCO WHSL CORP NEWCOM22160K1053972,600SH DFND142,60000
COSTCO WHSL CORP NEWCOM22160K1051621,064SH DFND31,06400
COSTCO WHSL CORP NEWCOM22160K1055,84238,304SH DFND736,65601,648
COSTCO WHSL CORP NEWCOM22160K1053472,276SH DFND7,92,238038
COSTCO WHSL CORP NEWCOM22160K1052,62317,202SH DFND916,5640638
COSTAR GROUP INCCOM22160N109630SH DFND13000
COSTAR GROUP INCCOM22160N10952240SH DFND1,324000
COSTAR GROUP INCCOM22160N1092811,300SH DFND131,30000
COSTAR GROUP INCCOM22160N10943199SH DFND1419900
COSTAR GROUP INCCOM22160N109210SH DFND31000
COSTAR GROUP INCCOM22160N1092221,023SH DFND7989034
COSTAR GROUP INCCOM22160N10927127SH DFND912700
COTT CORP QUECOM22163N10629820,900SH OTR1320,90000
COUSINS PPTYS INCCOM2227951062179SH DFND717900
COUSINS PPTYS INCCOM2227951064410SH DFND941000
COUSINS PPTYS INCCOM22279510617216,472SH OTR1316,47200
COVANTA HLDG CORPCOM22282E10249231,965SH DFND1,3380031,585
COVANTA HLDG CORPCOM22282E1022125SH DFND312500
COVANTA HLDG CORPCOM22282E1021268,201SH DFND78,20100
CRANE COCOM22439910521340SH DFND1,334000
CRANE COCOM224399105761,200SH DFND131,20000
CRANE COCOM2243991059140SH DFND1414000
CRANE COCOM224399105345SH DFND34500
CRANE COCOM2243991051612,558SH DFND72,55404
CRANE COCOM2243991056100SH DFND910000
CREDIT SUISSE ASSET MGMT INCCOM22491610624277,114SH DFND777,078036
CREE INCCOM225447101281,077SH DFND13270750
CREE INCCOM22544710119740SH DFND1,374000
CREE INCCOM2254471016220SH DFND1422000
CREE INCCOM225447101120SH DFND32000
CREE INCCOM2254471011766,859SH DFND76,7160143
CREE INCCOM225447101130SH DFND93000
CROWN CASTLE INTL CORP NEWCOM22822V1012,91630,950SH DFND125,64405,306
CROWN CASTLE INTL CORP NEWCOM22822V1012913,085SH DFND1,33,08500
CROWN CASTLE INTL CORP NEWCOM22822V1018809,340SH DFND139,34000
CROWN CASTLE INTL CORP NEWCOM22822V1013643,860SH DFND142,9349260
CROWN CASTLE INTL CORP NEWCOM22822V1016516,912SH DFND36,91200
CROWN CASTLE INTL CORP NEWCOM22822V1019,19997,642SH DFND797,3910251
CROWN CASTLE INTL CORP NEWCOM22822V1015435,768SH DFND7,95,757011
CROWN CASTLE INTL CORP NEWCOM22822V1016,19265,724SH DFND955,551010,173
CROWN HOLDINGS INCCOM22836810653932SH DFND193200
CROWN HOLDINGS INCCOM22836810640700SH DFND1,370000
CROWN HOLDINGS INCCOM228368106345SH DFND34500
CROWN HOLDINGS INCCOM2283681062664,652SH DFND74,2550397
CROWN HOLDINGS INCCOM2283681061843,220SH DFND93,22000
CTRIP COM INTL LTDNOTE 1.990% 7/022943FAH33935,000PRN DFND935,00000
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10021445SH DFND144500
CTRIP COM INTL LTDAMERICAN DEP SHS22943F1001092,333SH DFND32,33300
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10094920,386SH DFND720,38600
CTRIP COM INTL LTDAMERICAN DEP SHS22943F1004549,753SH DFND7,99,75300
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10072115,483SH DFND915,48300
CTRIP COM INTL LTDAMERICAN DEP SHS22943F100932,000SH OTR132,00000
CUBESMARTCOM229663109331,200SH DFND1,31,20000
CUBESMARTCOM229663109280SH DFND38000
CUBESMARTCOM229663109692,533SH DFND72,53300
CUBESMARTCOM2296631099333SH DFND933300
CUBESMARTCOM22966310979229,037SH OTR1329,03700
CULLEN FROST BANKERS INCCOM2298991091341,866SH DFND11,86600
CULLEN FROST BANKERS INCCOM2298991091041,440SH DFND131,44000
CULLEN FROST BANKERS INCCOM2298991097100SH DFND1410000
CULLEN FROST BANKERS INCCOM2298991091201,666SH DFND31,66600
CULLEN FROST BANKERS INCCOM2298991094626,426SH DFND73,13503,291
CULLEN FROST BANKERS INCCOM22989910951704SH DFND970400
CUMMINS INCCOM2310211061,1819,212SH DFND16,66702,545
CUMMINS INCCOM2310211061331,040SH DFND1,31,04000
CUMMINS INCCOM2310211067155,580SH DFND135,58000
CUMMINS INCCOM2310211062051,600SH DFND141,60000
CUMMINS INCCOM2310211061075SH DFND37500
CUMMINS INCCOM2310211061,1939,310SH DFND79,242068
CUMMINS INCCOM2310211061991,553SH DFND7,91,525028
CUMMINS INCCOM2310211065154,020SH DFND93,3720648
CYPRESS SEMICONDUCTOR CORPCOM232806109302,457SH DFND12,45700
CYPRESS SEMICONDUCTOR CORPCOM232806109322,640SH DFND1,32,64000
CYPRESS SEMICONDUCTOR CORPCOM23280610914612,000SH DFND1312,00000
CYPRESS SEMICONDUCTOR CORPCOM232806109155SH DFND35500
CYPRESS SEMICONDUCTOR CORPCOM232806109645,242SH DFND74,7960446
CYPRESS SEMICONDUCTOR CORPCOM2328061091018,307SH DFND7,98,30700
CYPRESS SEMICONDUCTOR CORPCOM232806109302,470SH DFND92,47000
CYRUSONE INCCOM23283R10019400SH DFND100400
CYRUSONE INCCOM23283R10029600SH DFND1,360000
CYRUSONE INCCOM23283R10029600SH DFND1360000
CYRUSONE INCCOM23283R100245SH DFND34500
CYRUSONE INCCOM23283R10023482SH DFND748200
CYRUSONE INCCOM23283R100250SH DFND95000
CYRUSONE INCCOM23283R1002535,324SH OTR135,32400
DBX ETF TRXTRAK MSCI EAFE2330512006,084230,637SH DFND7230,63700
DBX ETF TRXTRAK MSCI EAFE233051200268SH DFND96800
DBX ETF TRXTRAK MSCI JAPN2330515071,57147,744SH DFND747,74400
DBX ETF TRXTRAK MSCI JAPN23305150735710,846SH DFND97,18103,665
DBX ETF TRDB XTR MSCI EUR23305185334513,381SH DFND713,38100
DBX ETF TRDB XTR MSCI EUR23305185348018,595SH DFND918,59500
DCT INDUSTRIAL TRUST INCCOM NEW23315320429600SH DFND1,360000
DCT INDUSTRIAL TRUST INCCOM NEW233153204250SH DFND35000
DCT INDUSTRIAL TRUST INCCOM NEW233153204731,507SH DFND71,50700
DCT INDUSTRIAL TRUST INCCOM NEW233153204010SH DFND91000
DCT INDUSTRIAL TRUST INCCOM NEW2331532041,15623,805SH OTR1323,80500
DDR CORPCOM23317H102422,400SH DFND1,32,40000
DDR CORPCOM23317H1021739,900SH DFND139,90000
DDR CORPCOM23317H102563,200SH DFND143,20000
DDR CORPCOM23317H1022125SH DFND312500
DDR CORPCOM23317H102422,402SH DFND72,40200
DDR CORPCOM23317H1026360SH DFND936000
DDR CORPCOM23317H1021,44282,744SH OTR1382,74400
D R HORTON INCCOM23331A10961120,239SH DFND120,23900
D R HORTON INCCOM23331A109662,180SH DFND1,32,18000
D R HORTON INCCOM23331A1092718,970SH DFND138,97000
D R HORTON INCCOM23331A109601,980SH DFND141,98000
D R HORTON INCCOM23331A109391,287SH DFND31,28700
D R HORTON INCCOM23331A1092,65387,851SH DFND787,6030248
D R HORTON INCCOM23331A1091805,954SH DFND7,95,95400
D R HORTON INCCOM23331A10963421,005SH DFND920,973032
DHI GROUP INCCOM23331S1004484SH DFND148400
DHI GROUP INCCOM23331S10040751,625SH DFND1,30051,625
DHI GROUP INCCOM23331S100476,011SH DFND36,01100
DHI GROUP INCCOM23331S100607,637SH DFND785306,784
DHI GROUP INCCOM23331S100172,134SH DFND92,13400
DST SYS INC DELCOM23332610745378SH DFND137800
DST SYS INC DELCOM2333261075224,425SH DFND1,325004,175
DST SYS INC DELCOM2333261071971,670SH DFND131,67000
DST SYS INC DELCOM23332610773620SH DFND1462000
DST SYS INC DELCOM2333261071611,363SH DFND31,36300
DST SYS INC DELCOM2333261079628,156SH DFND76,84501,311
DST SYS INC DELCOM2333261071431,215SH DFND7,91,203012
DST SYS INC DELCOM2333261076465,480SH DFND95,48000
DTE ENERGY COCOM2333311072122,266SH DFND12,26600
DTE ENERGY COCOM23333110756600SH DFND1,360000
DTE ENERGY COCOM233331107550SH DFND35000
DTE ENERGY COCOM2333311077508,002SH DFND78,00200
DTE ENERGY COCOM23333110714147SH DFND7,914007
DTE ENERGY COCOM23333110715158SH DFND979079
DSW INCCL A23334L1022,941143,600SH DFND7143,60000
DSW INCCL A23334L10291144,500SH DFND7,944,50000
DSW INCCL A23334L1021818,830SH DFND98,83000
DANAHER CORP DELCOM2358511024,65559,383SH DFND152,44006,943
DANAHER CORP DELCOM2358511021,13714,500SH DFND1,314,50000
DANAHER CORP DELCOM2358511021,33917,080SH DFND1317,08000
DANAHER CORP DELCOM2358511023634,628SH DFND144,62800
DANAHER CORP DELCOM2358511021,18115,069SH DFND315,06900
DANAHER CORP DELCOM23585110213,416171,149SH DFND7168,49402,655
DANAHER CORP DELCOM2358511022,58532,970SH DFND7,932,96208
DANAHER CORP DELCOM2358511029,350119,280SH DFND9118,27701,003
DARDEN RESTAURANTS INCCOM2371941052,90247,321SH DFND139,71607,605
DARDEN RESTAURANTS INCCOM2371941051342,180SH DFND1,32,18000
DARDEN RESTAURANTS INCCOM237194105881,440SH DFND131,44000
DARDEN RESTAURANTS INCCOM2371941051252,039SH DFND148211,2180
DARDEN RESTAURANTS INCCOM2371941055939,675SH DFND39,67500
DARDEN RESTAURANTS INCCOM2371941057,784126,934SH DFND7126,4240510
DARDEN RESTAURANTS INCCOM2371941054777,785SH DFND7,97,78500
DARDEN RESTAURANTS INCCOM2371941053,48656,849SH DFND956,84900
DARDEN RESTAURANTS INCCOM2371941054146,755SH OTR136,75500
DAVITA INCCOM23918K10810150SH DFND115000
DAVITA INCCOM23918K108831,250SH DFND1,31,25000
DAVITA INCCOM23918K1082974,488SH DFND134,48800
DAVITA INCCOM23918K108971,464SH DFND141,46400
DAVITA INCCOM23918K108575SH DFND37500
DAVITA INCCOM23918K1082,12432,153SH DFND732,141012
DAVITA INCCOM23918K1083515,310SH DFND7,95,31000
DAVITA INCCOM23918K1083274,954SH DFND94,95400
DECKERS OUTDOOR CORPCOM24353710714235SH DFND123500
DECKERS OUTDOOR CORPCOM243537107781,313SH DFND31,31300
DECKERS OUTDOOR CORPCOM24353710742697SH DFND7678019
DECKERS OUTDOOR CORPCOM243537107881,481SH DFND7,91,48100
DECKERS OUTDOOR CORPCOM2435371072574,316SH DFND94,31600
DEERE & COCOM2441991052,86233,530SH DFND128,74404,786
DEERE & COCOM2441991051752,050SH DFND1,32,05000
DEERE & COCOM2441991055886,890SH DFND136,89000
DEERE & COCOM2441991052042,390SH DFND142,39000
DEERE & COCOM2441991054214,930SH DFND34,93000
DEERE & COCOM2441991051,07212,563SH DFND712,4540109
DEERE & COCOM2441991051531,797SH DFND7,91,757040
DEERE & COCOM2441991057739,051SH DFND98,8470204
DELL TECHNOLOGIES INCCOM CL V24703L1034629,675SH DFND19,67500
DELL TECHNOLOGIES INCCOM CL V24703L103721,502SH DFND1,31,50200
DELL TECHNOLOGIES INCCOM CL V24703L1031573,283SH DFND133,28300
DELL TECHNOLOGIES INCCOM CL V24703L103801,673SH DFND141,67300
DELL TECHNOLOGIES INCCOM CL V24703L1037145SH DFND314500
DELL TECHNOLOGIES INCCOM CL V24703L1031,69135,367SH DFND734,8940473
DELL TECHNOLOGIES INCCOM CL V24703L1031302,712SH DFND7,92,70606
DELL TECHNOLOGIES INCCOM CL V24703L1031,10523,125SH DFND923,033092
DELTA AIR LINES INC DELCOM NEW2473617021,02526,039SH DFND124,53701,502
DELTA AIR LINES INC DELCOM NEW24736170275319,125SH DFND1,319,12500
DELTA AIR LINES INC DELCOM NEW24736170267317,090SH DFND1317,09000
DELTA AIR LINES INC DELCOM NEW2473617022205,600SH DFND145,60000
DELTA AIR LINES INC DELCOM NEW24736170268517,401SH DFND317,40100
DELTA AIR LINES INC DELCOM NEW24736170212,992330,076SH DFND7328,16801,908
DELTA AIR LINES INC DELCOM NEW2473617024,262108,294SH DFND7,9108,1670127
DELTA AIR LINES INC DELCOM NEW2473617027,743196,717SH DFND9193,47603,241
DELTA AIR LINES INC DELCOM NEW24736170212SHCallDFND7200
DELTA AIR LINES INC DELCOM NEW24736170202SHCallDFND9200
DELUXE CORPCOM24801910120295SH DFND129500
DELUXE CORPCOM24801910175011,230SH DFND711,23000
DELUXE CORPCOM2480191012613,904SH DFND93,90400
DENTSPLY SIRONA INCCOM24906P1091,09518,419SH DFND118,41900
DENTSPLY SIRONA INCCOM24906P109921,543SH DFND1,31,54300
DENTSPLY SIRONA INCCOM24906P1094868,179SH DFND138,17900
DENTSPLY SIRONA INCCOM24906P109631,058SH DFND141,05800
DENTSPLY SIRONA INCCOM24906P1096100SH DFND310000
DENTSPLY SIRONA INCCOM24906P1091,14219,220SH DFND718,17101,049
DENTSPLY SIRONA INCCOM24906P10925415SH DFND7,941500
DENTSPLY SIRONA INCCOM24906P1091873,151SH DFND92,09201,059
DEPOMED INCCOM24990810421839SH DFND183900
DEPOMED INCCOM249908104512,032SH DFND32,03200
DEPOMED INCCOM24990810415615SH DFND75140101
DEPOMED INCCOM249908104351,396SH DFND91,39600
DEPOMED INCCOM2499081041616,456SH OTR136,45600
DEUTSCHE MUN INCOMECOM25160C10624217,205SH DFND93,263013,942
DEUTSCHE MULTI-MKT INCOME TRSHS25160E10223527,500SH DFND727,50000
DEVON ENERGY CORP NEWCOM25179M10330684SH DFND168400
DEVON ENERGY CORP NEWCOM25179M1031623,670SH DFND1,33,67000
DEVON ENERGY CORP NEWCOM25179M10353312,080SH DFND1312,08000
DEVON ENERGY CORP NEWCOM25179M1031974,470SH DFND144,47000
DEVON ENERGY CORP NEWCOM25179M1038190SH DFND319000
DEVON ENERGY CORP NEWCOM25179M10355312,548SH DFND712,452096
DEVON ENERGY CORP NEWCOM25179M10327613SH DFND7,961300
DEVON ENERGY CORP NEWCOM25179M1031312,978SH DFND92,6940284
DEVRY ED GROUP INCCOM2518931032289,900SH DFND79,90000
DEVRY ED GROUP INCCOM251893103150SH DFND95000
DEXCOM INCCOM2521311073624,134SH DFND12,63301,501
DEXCOM INCCOM25213110754620SH DFND1,362000
DEXCOM INCCOM2521311071701,940SH DFND131,94000
DEXCOM INCCOM25213110758663SH DFND1466300
DEXCOM INCCOM252131107225SH DFND32500
DEXCOM INCCOM2521311072372,704SH DFND72,70400
DEXCOM INCCOM25213110742475SH DFND7,947500
DEXCOM INCCOM2521311072663,030SH DFND93,03000
DIAGEO P L CSPON ADR NEW25243Q2053372,901SH DFND12,90100
DIAGEO P L CSPON ADR NEW25243Q20558500SH DFND350000
DIAGEO P L CSPON ADR NEW25243Q2052,58722,297SH DFND722,1420155
DIAGEO P L CSPON ADR NEW25243Q2059518,193SH DFND7,98,19300
DIAGEO P L CSPON ADR NEW25243Q2052,46921,278SH DFND920,08301,195
DIAMONDBACK ENERGY INCCOM25278X109881SH DFND18100
DIAMONDBACK ENERGY INCCOM25278X10954560SH DFND1,356000
DIAMONDBACK ENERGY INCCOM25278X1091831,900SH DFND131,90000
DIAMONDBACK ENERGY INCCOM25278X10958600SH DFND1460000
DIAMONDBACK ENERGY INCCOM25278X10975774SH DFND377400
DIAMONDBACK ENERGY INCCOM25278X10957588SH DFND758800
DIAMONDBACK ENERGY INCCOM25278X10915151SH DFND9270124
DIAMONDROCK HOSPITALITY COCOM2527843015579SH DFND757900
DIAMONDROCK HOSPITALITY COCOM25278430119121,041SH OTR1321,04100
DICKS SPORTING GOODS INCCOM25339310234600SH DFND1,360000
DICKS SPORTING GOODS INCCOM2533931021863,280SH DFND133,28000
DICKS SPORTING GOODS INCCOM253393102350SH DFND35000
DICKS SPORTING GOODS INCCOM2533931021031,819SH DFND71,81405
DICKS SPORTING GOODS INCCOM253393102801,416SH DFND91,41600
DIEBOLD INCCOM25365110391036,700SH DFND936,70000
DIGITAL RLTY TR INCCOM2538681033,10731,988SH DFND126,07305,915
DIGITAL RLTY TR INCCOM2538681032042,105SH DFND1,32,10500
DIGITAL RLTY TR INCCOM2538681033803,910SH DFND133,91000
DIGITAL RLTY TR INCCOM2538681032122,185SH DFND141,0951,0900
DIGITAL RLTY TR INCCOM2538681037547,759SH DFND37,75900
DIGITAL RLTY TR INCCOM25386810310,100103,991SH DFND7102,91201,079
DIGITAL RLTY TR INCCOM2538681035836,007SH DFND7,95,978029
DIGITAL RLTY TR INCCOM2538681034,09142,120SH DFND942,12000
DIGITAL RLTY TR INCCOM2538681032,80628,889SH OTR1328,88900
DINEEQUITY INCCOM25442310615184SH DFND718400
DINEEQUITY INCCOM25442310682210,384SH DFND910,38400
DISNEY WALT COCOM DISNEY25468710611,287121,545SH DFND1115,57305,972
DISNEY WALT COCOM DISNEY2546871062,12622,895SH DFND1,322,89500
DISNEY WALT COCOM DISNEY2546871063,90442,046SH DFND1342,04600
DISNEY WALT COCOM DISNEY2546871061,15812,472SH DFND1412,47200
DISNEY WALT COCOM DISNEY2546871061,42215,308SH DFND315,30800
DISNEY WALT COCOM DISNEY25468710624,109259,626SH DFND7256,47503,151
DISNEY WALT COCOM DISNEY2546871064464,799SH DFND7,94,719080
DISNEY WALT COCOM DISNEY25468710621,603232,645SH DFND9211,816020,829
DISCOVERY COMMUNICATNS NEWCOM SER A25470F104331,220SH DFND1,31,22000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1041917,080SH DFND137,08000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F104592,200SH DFND142,20000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1045180SH DFND318000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F10429510,958SH DFND710,8420116
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1047267SH DFND7,9250017
DISCOVERY COMMUNICATNS NEWCOM SER A25470F10414507SH DFND949809
DISCOVERY COMMUNICATNS NEWCOM SER C25470F302301,150SH DFND1,31,15000
DISCOVERY COMMUNICATNS NEWCOM SER C25470F302682,600SH DFND132,60000
DISCOVERY COMMUNICATNS NEWCOM SER C25470F3021204,543SH DFND74,4110132
DISCOVERY COMMUNICATNS NEWCOM SER C25470F3028301SH DFND7,9250051
DISCOVERY COMMUNICATNS NEWCOM SER C25470F302280SH DFND90080
DISH NETWORK CORPCL A25470M109811,480SH DFND1,31,48000
DISH NETWORK CORPCL A25470M1092674,880SH DFND134,88000
DISH NETWORK CORPCL A25470M1091232,240SH DFND142,24000
DISH NETWORK CORPCL A25470M109590SH DFND39000
DISH NETWORK CORPCL A25470M1091963,576SH DFND73,0090567
DISH NETWORK CORPCL A25470M10976814,017SH DFND9327013,690
DISH NETWORK CORPCL A25470M1093676,708SH OTR136,70800
DISCOVER FINL SVCSCOM2547091081422,514SH DFND12,3580156
DISCOVER FINL SVCSCOM25470910879113,980SH DFND1313,98000
DISCOVER FINL SVCSCOM2547091081622,870SH DFND142,87000
DISCOVER FINL SVCSCOM2547091081302,307SH DFND32,30700
DISCOVER FINL SVCSCOM2547091081,70530,159SH DFND726,87003,289
DISCOVER FINL SVCSCOM2547091081322,336SH DFND7,92,33600
DISCOVER FINL SVCSCOM2547091082,35441,625SH DFND910,390031,235
DOLBY LABORATORIES INCCOM25659T1077133SH DFND113300
DOLBY LABORATORIES INCCOM25659T10721390SH DFND1,339000
DOLBY LABORATORIES INCCOM25659T1078150SH DFND1315000
DOLBY LABORATORIES INCCOM25659T10749900SH DFND1490000
DOLBY LABORATORIES INCCOM25659T107120SH DFND32000
DOLBY LABORATORIES INCCOM25659T1072694,950SH DFND74,8010149
DOLBY LABORATORIES INCCOM25659T10714250SH DFND925000
DOLLAR GEN CORP NEWCOM2566771052193,134SH DFND13,13400
DOLLAR GEN CORP NEWCOM2566771051291,840SH DFND1,31,84000
DOLLAR GEN CORP NEWCOM2566771055397,700SH DFND137,70000
DOLLAR GEN CORP NEWCOM2566771051612,300SH DFND142,30000
DOLLAR GEN CORP NEWCOM2566771051992,847SH DFND32,84700
DOLLAR GEN CORP NEWCOM2566771051,30618,664SH DFND716,39502,269
DOLLAR GEN CORP NEWCOM25667710549695SH DFND7,9685010
DOLLAR GEN CORP NEWCOM2566771056559,359SH DFND99,35900
DOLLAR TREE INCCOM2567461081,55019,636SH DFND117,54202,094
DOLLAR TREE INCCOM2567461081181,500SH DFND1,31,50000
DOLLAR TREE INCCOM2567461085506,962SH DFND136,96200
DOLLAR TREE INCCOM2567461081752,218SH DFND142,21800
DOLLAR TREE INCCOM2567461087239,155SH DFND39,15500
DOLLAR TREE INCCOM2567461087209,123SH DFND78,9920131
DOLLAR TREE INCCOM25674610826330SH DFND7,9276054
DOLLAR TREE INCCOM25674610883410,564SH DFND910,56400
DOMINION RES INC VA NEWCOM25746U1099,190123,744SH DFND1109,206014,538
DOMINION RES INC VA NEWCOM25746U1092313,115SH DFND1,33,11500
DOMINION RES INC VA NEWCOM25746U1096318,500SH DFND138,50000
DOMINION RES INC VA NEWCOM25746U1091932,603SH DFND141,7009030
DOMINION RES INC VA NEWCOM25746U1095597,527SH DFND37,52700
DOMINION RES INC VA NEWCOM25746U1098,991121,057SH DFND7120,02101,036
DOMINION RES INC VA NEWCOM25746U10978810,606SH DFND7,910,59907
DOMINION RES INC VA NEWCOM25746U1099,290125,078SH DFND979,986045,092
DOMINOS PIZZA INCCOM25754A2012061,356SH DFND11,35600
DOMINOS PIZZA INCCOM25754A20153350SH DFND1,335000
DOMINOS PIZZA INCCOM25754A2013342,200SH DFND132,20000
DOMINOS PIZZA INCCOM25754A20161400SH DFND1440000
DOMINOS PIZZA INCCOM25754A201425SH DFND32500
DOMINOS PIZZA INCCOM25754A201142937SH DFND793700
DOMINOS PIZZA INCCOM25754A20139257SH DFND7,925700
DOMINOS PIZZA INCCOM25754A2012471,625SH DFND91,62500
DONALDSON INCCOM257651109842,246SH DFND1002,246
DONALDSON INCCOM25765110935940SH DFND1,394000
DONALDSON INCCOM2576511091504,010SH DFND134,01000
DONALDSON INCCOM257651109671,800SH DFND141,80000
DONALDSON INCCOM257651109385SH DFND38500
DONALDSON INCCOM2576511091804,811SH DFND766104,150
DONALDSON INCCOM257651109262SH DFND7,90062
DONALDSON INCCOM2576511091072,878SH DFND92,87800
DONNELLEY R R & SONS COCOM257867101201,270SH DFND1,31,27000
DONNELLEY R R & SONS COCOM257867101503,170SH DFND133,17000
DONNELLEY R R & SONS COCOM257867101201,300SH DFND141,30000
DONNELLEY R R & SONS COCOM2578671012135SH DFND313500
DONNELLEY R R & SONS COCOM2578671017443SH DFND744300
DONNELLEY R R & SONS COCOM25786710132220,503SH DFND920,50300
DORMAN PRODUCTS INCCOM2582781004777,471SH DFND1,3007,471
DORMAN PRODUCTS INCCOM2582781001292,016SH DFND740201,614
DOUGLAS EMMETT INCCOM25960P10929800SH DFND1,380000
DOUGLAS EMMETT INCCOM25960P1091624,410SH DFND134,41000
DOUGLAS EMMETT INCCOM25960P10912340SH DFND1434000
DOUGLAS EMMETT INCCOM25960P109265SH DFND36500
DOUGLAS EMMETT INCCOM25960P109711,940SH DFND71,94000
DOUGLAS EMMETT INCCOM25960P1095131SH DFND913100
DOUGLAS EMMETT INCCOM25960P10940210,974SH OTR1310,97400
DOUGLAS DYNAMICS INCCOM25960R1058240SH DFND724000
DOUGLAS DYNAMICS INCCOM25960R10586527,085SH DFND927,08500
DOVER CORPCOM2600031085157,000SH DFND17,00000
DOVER CORPCOM260003108821,120SH DFND1,31,12000
DOVER CORPCOM2600031083064,160SH DFND134,16000
DOVER CORPCOM26000310867908SH DFND1490800
DOVER CORPCOM260003108570SH DFND37000
DOVER CORPCOM2600031084,68363,591SH DFND762,9120679
DOVER CORPCOM2600031081802,440SH DFND7,92,44000
DOVER CORPCOM2600031086,78492,128SH DFND992,073055
DOW CHEM COCOM2605431035,306102,371SH DFND1102,37100
DOW CHEM COCOM2605431033166,100SH DFND1,36,10000
DOW CHEM COCOM2605431031,34225,900SH DFND1325,90000
DOW CHEM COCOM2605431033637,000SH DFND147,00000
DOW CHEM COCOM2605431031212,344SH DFND32,34400
DOW CHEM COCOM2605431033,98976,969SH DFND776,8220147
DOW CHEM COCOM2605431032134,104SH DFND7,94,10400
DOW CHEM COCOM2605431035,11398,653SH DFND996,55402,099
DR PEPPER SNAPPLE GROUP INCCOM26138E1091,43115,677SH DFND115,1240553
DR PEPPER SNAPPLE GROUP INCCOM26138E1096707,338SH DFND1,37,33800
DR PEPPER SNAPPLE GROUP INCCOM26138E1092102,300SH DFND132,30000
DR PEPPER SNAPPLE GROUP INCCOM26138E10940439SH DFND1443900
DR PEPPER SNAPPLE GROUP INCCOM26138E1097067,734SH DFND37,73400
DR PEPPER SNAPPLE GROUP INCCOM26138E1099,199100,740SH DFND7100,666074
DR PEPPER SNAPPLE GROUP INCCOM26138E1092062,258SH DFND7,92,243015
DR PEPPER SNAPPLE GROUP INCCOM26138E1093,78241,423SH DFND941,3050118
DREYFUS MUN INCOME INCCOM26201R102697,200SH DFND17,20000
DREYFUS MUN INCOME INCCOM26201R102778,000SH DFND78,00000
DREYFUS STRATEGIC MUN BD FDCOM26202F10730734,602SH DFND134,60200
DRIL-QUIP INCCOM26203710413230SH DFND1,323000
DRIL-QUIP INCCOM26203710437660SH DFND1366000
DRIL-QUIP INCCOM2620371046100SH DFND1410000
DRIL-QUIP INCCOM2620371041312,342SH DFND726702,075
DRIL-QUIP INCCOM262037104971,742SH DFND91,74200
DU PONT E I DE NEMOURS & COCOM2635341099,790146,187SH DFND1140,49205,695
DU PONT E I DE NEMOURS & COCOM2635341093214,800SH DFND1,34,80000
DU PONT E I DE NEMOURS & COCOM2635341091,42621,300SH DFND1321,30000
DU PONT E I DE NEMOURS & COCOM2635341094096,100SH DFND146,10000
DU PONT E I DE NEMOURS & COCOM26353410925380SH DFND338000
DU PONT E I DE NEMOURS & COCOM2635341099,655144,163SH DFND7141,58002,583
DU PONT E I DE NEMOURS & COCOM2635341092,66439,773SH DFND7,939,76409
DU PONT E I DE NEMOURS & COCOM263534109379,7785,670,875SH DFND95,340,307400330,168
DU PONT E I DE NEMOURS & COCOM263534109945SHCallDFND94500
DUKE ENERGY CORP NEWCOM NEW26441C2041,71221,392SH DFND119,70801,684
DUKE ENERGY CORP NEWCOM NEW26441C2041602,000SH DFND1,32,00000
DUKE ENERGY CORP NEWCOM NEW26441C2047529,400SH DFND139,40000
DUKE ENERGY CORP NEWCOM NEW26441C2041922,400SH DFND142,40000
DUKE ENERGY CORP NEWCOM NEW26441C20426325SH DFND332500
DUKE ENERGY CORP NEWCOM NEW26441C2042,44330,518SH DFND730,3800138
DUKE ENERGY CORP NEWCOM NEW26441C20478977SH DFND7,9961016
DUKE ENERGY CORP NEWCOM NEW26441C2042,64733,069SH DFND929,65403,415
DUKE REALTY CORPCOM NEW264411505632,300SH DFND1,32,30000
DUKE REALTY CORPCOM NEW26441150527410,010SH DFND1310,01000
DUKE REALTY CORPCOM NEW264411505843,070SH DFND143,07000
DUKE REALTY CORPCOM NEW2644115055185SH DFND318500
DUKE REALTY CORPCOM NEW2644115052719,901SH DFND79,7850116
DUKE REALTY CORPCOM NEW2644115051917,000SH DFND7,97,00000
DUKE REALTY CORPCOM NEW2644115051224,465SH DFND94,46500
DUKE REALTY CORPCOM NEW2644115051,43752,563SH OTR1352,56300
DUN & BRADSTREET CORP DEL NECOM26483E10044322SH DFND132200
DUN & BRADSTREET CORP DEL NECOM26483E10031230SH DFND1,323000
DUN & BRADSTREET CORP DEL NECOM26483E100127930SH DFND1393000
DUN & BRADSTREET CORP DEL NECOM26483E10040295SH DFND1429500
DUN & BRADSTREET CORP DEL NECOM26483E100320SH DFND32000
DUN & BRADSTREET CORP DEL NECOM26483E100118861SH DFND7818043
DUN & BRADSTREET CORP DEL NECOM26483E1003212,347SH DFND92,34700
DUNKIN BRANDS GROUP INCCOM2655041008154SH DFND115400
DUNKIN BRANDS GROUP INCCOM26550410035670SH DFND1,367000
DUNKIN BRANDS GROUP INCCOM2655041002033,900SH DFND133,90000
DUNKIN BRANDS GROUP INCCOM265504100355SH DFND35500
DUNKIN BRANDS GROUP INCCOM2655041003256,237SH DFND74,00402,233
DUNKIN BRANDS GROUP INCCOM2655041001643,150SH DFND91,15002,000
DUPONT FABROS TECHNOLOGY INCCOM26613Q1069,579232,218SH DFND7230,01802,200
DUPONT FABROS TECHNOLOGY INCCOM26613Q1066,010145,693SH DFND7,9145,69300
DUPONT FABROS TECHNOLOGY INCCOM26613Q106481,155SH DFND94050750
DUPONT FABROS TECHNOLOGY INCCOM26613Q1063277,917SH OTR137,91700
DYCOM INDS INCNOTE 0.750% 9/1267475AB72321,000PRN DFND921,00000
DYCOM INDS INCCOM26747510130361SH DFND12610100
DYCOM INDS INCCOM26747510133408SH DFND340800
DYCOM INDS INCCOM26747510133401SH DFND740100
DYCOM INDS INCCOM2674751011451,768SH DFND91,76800
ENI S P ASPONSORED ADR26874R10811385SH DFND138500
ENI S P ASPONSORED ADR26874R1081324,564SH DFND74,3690195
ENI S P ASPONSORED ADR26874R1086215SH DFND7,900215
ENI S P ASPONSORED ADR26874R10850117,366SH DFND915,46501,901
EOG RES INCCOM26875P1011,89119,555SH DFND118,30901,246
EOG RES INCCOM26875P1011,29913,430SH DFND1,313,43000
EOG RES INCCOM26875P1011,42014,680SH DFND1314,68000
EOG RES INCCOM26875P1014144,280SH DFND144,28000
EOG RES INCCOM26875P1011,17212,121SH DFND312,12100
EOG RES INCCOM26875P10110,098104,412SH DFND7104,320092
EOG RES INCCOM26875P1012,87929,766SH DFND7,929,76600
EOG RES INCCOM26875P1018,50487,938SH DFND986,9420996
EQT CORPCOM26884L109841,150SH DFND11,15000
EQT CORPCOM26884L109891,230SH DFND1,31,23000
EQT CORPCOM26884L1093514,830SH DFND134,83000
EQT CORPCOM26884L109921,270SH DFND141,27000
EQT CORPCOM26884L10945626SH DFND362600
EQT CORPCOM26884L1094366,005SH DFND76,00500
EQT CORPCOM26884L10917232SH DFND7,9195037
EQT CORPCOM26884L10919264SH DFND9130251
EPR PPTYSCOM SH BEN INT26884U10931400SH DFND1,340000
EPR PPTYSCOM SH BEN INT26884U109230SH DFND33000
EPR PPTYSCOM SH BEN INT26884U1091361,732SH DFND71,73200
EPR PPTYSCOM SH BEN INT26884U10973924SH DFND9874050
EPR PPTYSCOM SH BEN INT26884U1093995,070SH OTR135,07000
EQT MIDSTREAM PARTNERS LPUNIT LTD PARTN26885B1002473,236SH DFND73,23600
EAGLE BANCORP INC MDCOM26894810611225SH DFND322500
EAGLE BANCORP INC MDCOM2689481063446,980SH DFND76,0550925
ETFS GOLD TRSHS26922Y1051,69313,205SH DFND913,20500
E TRADE FINANCIAL CORPCOM NEW26924640113445SH DFND144500
E TRADE FINANCIAL CORPCOM NEW2692464011,34746,250SH DFND1,30046,250
E TRADE FINANCIAL CORPCOM NEW2692464012107,200SH DFND137,20000
E TRADE FINANCIAL CORPCOM NEW269246401351,200SH DFND141,20000
E TRADE FINANCIAL CORPCOM NEW2692464011635,612SH DFND35,61200
E TRADE FINANCIAL CORPCOM NEW269246401491,682SH DFND71,4190263
E TRADE FINANCIAL CORPCOM NEW2692464011465,025SH DFND94,976049
E TRADE FINANCIAL CORPCOM NEW26924640197033,300SH OTR1333,30000
EAST WEST BANCORP INCCOM27579R104952,600SH DFND132,60000
EAST WEST BANCORP INCCOM27579R10415400SH DFND1440000
EAST WEST BANCORP INCCOM27579R104383SH DFND38300
EAST WEST BANCORP INCCOM27579R1041845,010SH DFND73,53701,473
EAST WEST BANCORP INCCOM27579R1042,19259,703SH DFND93,703056,000
EASTGROUP PPTY INCCOM27727610122299SH DFND729900
EASTGROUP PPTY INCCOM277276101110SH DFND91000
EASTGROUP PPTY INCCOM2772761012703,668SH OTR133,66800
EASTMAN CHEM COCOM277432100741,100SH DFND110001,000
EASTMAN CHEM COCOM27743210061900SH DFND1,390000
EASTMAN CHEM COCOM2774321002714,000SH DFND134,00000
EASTMAN CHEM COCOM277432100741,100SH DFND141,10000
EASTMAN CHEM COCOM277432100460SH DFND36000
EASTMAN CHEM COCOM277432100951,411SH DFND71,330081
EASTMAN CHEM COCOM27743210027405SH DFND7,940500
EASTMAN CHEM COCOM2774321001472,177SH DFND91,9140263
EATON VANCE SR INCOME TRSH BEN INT27826S1039414,522SH DFND714,507015
EATON VANCE CORPCOM NON VTG27826510317442SH DFND144200
EATON VANCE CORPCOM NON VTG2782651031944,970SH DFND134,97000
EATON VANCE CORPCOM NON VTG278265103802,060SH DFND142,06000
EATON VANCE CORPCOM NON VTG278265103621,576SH DFND31,57600
EATON VANCE CORPCOM NON VTG2782651032897,401SH DFND72,10305,298
EATON VANCE CORPCOM NON VTG278265103751,921SH DFND7,91,92100
EATON VANCE CORPCOM NON VTG2782651032305,880SH DFND95,88000
EATON VANCE ENH EQTY INC FDCOM27827710827620,093SH DFND93,807016,286
EATON VANCE TAX ADVT DIV INCCOM27828G10722110,983SH DFND710,98300
EATON VANCE TX MGD DIV EQ INCOM27828N10214813,805SH DFND711,92201,883
EATON VANCE TX MGD DIV EQ INCOM27828N102545,000SH DFND95,00000
EATON VANCE TX MNG BY WRT OPCOM27828Y108191,278SH DFND11,27800
EATON VANCE TX MNG BY WRT OPCOM27828Y10827518,213SH DFND718,21300
EATON VANCE TX MNG BY WRT OPCOM27828Y10827117,984SH DFND93,406014,578
EATON VANCE TXMGD GL BUYWR OCOM27829C105111,000SH DFND11,00000
EATON VANCE TXMGD GL BUYWR OCOM27829C10511810,695SH DFND710,69500
EATON VANCE TXMGD GL BUYWR OCOM27829C10532529,540SH DFND97,757021,783
EBAY INCCOM2786421031715,197SH DFND15,19700
EBAY INCCOM2786421031,46444,495SH DFND1,37,470037,025
EBAY INCCOM2786421031,12534,190SH DFND1334,19000
EBAY INCCOM2786421033009,114SH DFND149,11400
EBAY INCCOM2786421032387,223SH DFND37,22300
EBAY INCCOM2786421032,19566,711SH DFND766,0590652
EBAY INCCOM278642103531,598SH DFND7,91,574024
EBAY INCCOM278642103284,7848,656,050SH DFND98,655,8260224
ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875TAA933,000PRN DFND73,00000
ECHO GLOBAL LOGISTICS INCNOTE 2.500% 5/027875TAA91415,000PRN DFND915,00000
ECOLAB INCCOM2788651002,18917,988SH DFND116,34301,645
ECOLAB INCCOM2788651001831,500SH DFND1,31,50000
ECOLAB INCCOM2788651007185,900SH DFND135,90000
ECOLAB INCCOM2788651001341,100SH DFND141,10000
ECOLAB INCCOM2788651009117,488SH DFND37,48800
ECOLAB INCCOM2788651003,72430,591SH DFND730,4110180
ECOLAB INCCOM2788651002492,048SH DFND7,92,013035
ECOLAB INCCOM2788651002,82223,181SH DFND911,955011,226
ECOPETROL S ASPONSORED ADS27915810911312,900SH OTR1312,90000
EDGEWELL PERS CARE COCOM28035Q10285010,685SH DFND110,68500
EDGEWELL PERS CARE COCOM28035Q10216200SH DFND1,320000
EDGEWELL PERS CARE COCOM28035Q1022473,100SH DFND133,10000
EDGEWELL PERS CARE COCOM28035Q102951,200SH DFND141,20000
EDGEWELL PERS CARE COCOM28035Q1024826,061SH DFND36,06100
EDGEWELL PERS CARE COCOM28035Q1021792,247SH DFND72,24403
EDGEWELL PERS CARE COCOM28035Q10211140SH DFND7,914000
EDGEWELL PERS CARE COCOM28035Q1021,06113,342SH DFND913,34200
EDISON INTLCOM2810201071602,220SH DFND12,22000
EDISON INTLCOM28102010765900SH DFND1,390000
EDISON INTLCOM2810201071812,500SH DFND132,50000
EDISON INTLCOM2810201071301,800SH DFND141,80000
EDISON INTLCOM28102010710140SH DFND314000
EDISON INTLCOM2810201071,12215,529SH DFND715,2750254
EDISON INTLCOM28102010736493SH DFND7,9458035
EDISON INTLCOM2810201072583,567SH DFND93,56700
EDUCATION RLTY TR INCCOM NEW28140H203461,073SH DFND71,039034
EDUCATION RLTY TR INCCOM NEW28140H20311245SH DFND924500
EDUCATION RLTY TR INCCOM NEW28140H2032175,025SH OTR135,02500
EDWARDS LIFESCIENCES CORPCOM28176E1087286,042SH DFND14,66301,379
EDWARDS LIFESCIENCES CORPCOM28176E1081811,500SH DFND1,31,50000
EDWARDS LIFESCIENCES CORPCOM28176E1087806,472SH DFND136,47200
EDWARDS LIFESCIENCES CORPCOM28176E1082492,068SH DFND142,06800
EDWARDS LIFESCIENCES CORPCOM28176E1081297SH DFND39700
EDWARDS LIFESCIENCES CORPCOM28176E1081,26710,512SH DFND710,51200
EDWARDS LIFESCIENCES CORPCOM28176E1081371,135SH DFND7,91,078057
EDWARDS LIFESCIENCES CORPCOM28176E1087676,364SH DFND96,36400
ELECTRONIC ARTS INCCOM2855121092522,948SH DFND155702,391
ELECTRONIC ARTS INCCOM2855121091752,050SH DFND1,32,05000
ELECTRONIC ARTS INCCOM2855121097789,110SH DFND139,11000
ELECTRONIC ARTS INCCOM2855121092052,399SH DFND142,39900
ELECTRONIC ARTS INCCOM28551210912140SH DFND314000
ELECTRONIC ARTS INCCOM2855121092,03223,794SH DFND723,753041
ELECTRONIC ARTS INCCOM285512109941,095SH DFND7,91,09500
ELECTRONIC ARTS INCCOM2855121092973,479SH DFND93,415064
ELECTRONICS FOR IMAGING INCNOTE 0.750% 9/0286082AC64440,000PRN DFND940,00000
EMERGENT BIOSOLUTIONS INCCOM29089Q10540912,965SH DFND1,30012,965
EMERGENT BIOSOLUTIONS INCCOM29089Q10512387SH DFND738700
EMERGENT BIOSOLUTIONS INCCOM29089Q10520650SH DFND900650
EMERSON ELEC COCOM29101110410,744197,109SH DFND1170,988026,121
EMERSON ELEC COCOM2910111043466,355SH DFND1,36,35500
EMERSON ELEC COCOM2910111041,08119,840SH DFND1319,84000
EMERSON ELEC COCOM2910111043847,046SH DFND145,2811,7650
EMERSON ELEC COCOM2910111041,04319,132SH DFND319,13200
EMERSON ELEC COCOM29101110426,093478,684SH DFND7471,01007,674
EMERSON ELEC COCOM2910111044,18676,799SH DFND7,976,768031
EMERSON ELEC COCOM29101110417,546321,883SH DFND9310,147011,736
EMERSON ELEC COCOM29101110417SHCallDFND9700
EMPIRE ST RLTY TR INCCL A29210410615700SH DFND1,370000
EMPIRE ST RLTY TR INCCL A292104106341,600SH DFND131,60000
EMPIRE ST RLTY TR INCCL A292104106884,200SH DFND144,20000
EMPIRE ST RLTY TR INCCL A292104106592,793SH DFND72,79300
EMPIRE ST RLTY TR INCCL A29210410612594SH DFND959400
EMPIRE ST RLTY TR INCCL A29210410626312,558SH OTR1312,55800
ENBRIDGE INCCOM29250N105771,735SH DFND11,73500
ENBRIDGE INCCOM29250N1051934,364SH DFND74,345019
ENBRIDGE INCCOM29250N10565414,785SH DFND914,0350750
ENBRIDGE ENERGY PARTNERS L PCOM29250R1062299,000SH DFND19,00000
ENBRIDGE ENERGY PARTNERS L PCOM29250R1062,832111,366SH DFND798,366013,000
ENBRIDGE ENERGY PARTNERS L PCOM29250R1061,19546,974SH DFND946,97400
ENBRIDGE ENERGY MANAGEMENT LSHS UNITS LLI29250X10327010,615SH DFND710,61500
ENBRIDGE ENERGY MANAGEMENT LSHS UNITS LLI29250X10325978SH DFND900978
ENCANA CORPCOM2925051043300SH DFND130000
ENCANA CORPCOM292505104767,244SH DFND77,24400
ENCANA CORPCOM292505104525,000SH DFND9005,000
ENERGEN CORPCOM29265N10839670SH DFND1,367000
ENERGEN CORPCOM29265N1082534,380SH DFND134,38000
ENERGEN CORPCOM29265N108671,160SH DFND141,16000
ENERGEN CORPCOM29265N10833576SH DFND357600
ENERGEN CORPCOM29265N1081071,847SH DFND71,84700
ENERGEN CORPCOM29265N108235SH DFND93500
ENDOCYTE INCCOM29269A1027223,233SH OTR1323,23300
ENERGIZER HLDGS INC NEWCOM29272W10941820SH DFND182000
ENERGIZER HLDGS INC NEWCOM29272W10920400SH DFND1,340000
ENERGIZER HLDGS INC NEWCOM29272W109851,700SH DFND131,70000
ENERGIZER HLDGS INC NEWCOM29272W10925500SH DFND1450000
ENERGIZER HLDGS INC NEWCOM29272W1091142,281SH DFND32,28100
ENERGIZER HLDGS INC NEWCOM29272W109811,614SH DFND71,577037
ENERGIZER HLDGS INC NEWCOM29272W1091502,993SH DFND7,92,99300
ENERGIZER HLDGS INC NEWCOM29272W10985617,133SH DFND917,13300
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R10958715,872SH DFND115,87200
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1091,24933,751SH DFND731,85101,900
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1092,74874,276SH DFND974,27600
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1007400SH DFND140000
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1001,983118,103SH DFND7118,10300
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1001,66499,082SH DFND999,08200
ENPRO INDS INCCOM29355X1077128SH DFND112800
ENPRO INDS INCCOM29355X10766811,755SH DFND1,30011,755
ENPRO INDS INCCOM29355X107901,584SH DFND31,58400
ENPRO INDS INCCOM29355X10718316SH DFND7281035
ENPRO INDS INCCOM29355X10740700SH DFND970000
ENTEGRIS INCCOM29362U10476543,929SH DFND1,30043,929
ENTEGRIS INCCOM29362U104593,373SH DFND73,0370336
ENTERGY CORP NEWCOM29364G1031632,125SH DFND12,12500
ENTERGY CORP NEWCOM29364G10338500SH DFND1,350000
ENTERGY CORP NEWCOM29364G1033074,000SH DFND134,00000
ENTERGY CORP NEWCOM29364G10361800SH DFND1480000
ENTERGY CORP NEWCOM29364G103795SH DFND39500
ENTERGY CORP NEWCOM29364G10327347SH DFND734700
ENTERGY CORP NEWCOM29364G10323299SH DFND7,929900
ENTERGY CORP NEWCOM29364G10378510,233SH DFND93,35006,883
ENTERPRISE PRODS PARTNERS LCOM29379210788432,007SH DFND127,98904,018
ENTERPRISE PRODS PARTNERS LCOM293792107602,181SH DFND1402,1810
ENTERPRISE PRODS PARTNERS LCOM29379210725895SH DFND389500
ENTERPRISE PRODS PARTNERS LCOM29379210714,202514,019SH DFND7444,992069,027
ENTERPRISE PRODS PARTNERS LCOM29379210766824,161SH DFND7,924,16100
ENTERPRISE PRODS PARTNERS LCOM29379210713,057472,572SH DFND9367,4120105,160
ENVESTNET INCNOTE 1.750%12/129404KAA41314,000PRN DFND914,00000
EQUIFAX INCCOM2944291052772,056SH DFND192601,130
EQUIFAX INCCOM294429105106790SH DFND1,379000
EQUIFAX INCCOM2944291055464,060SH DFND134,06000
EQUIFAX INCCOM29442910562460SH DFND1446000
EQUIFAX INCCOM294429105645SH DFND34500
EQUIFAX INCCOM2944291053662,722SH DFND72,698024
EQUIFAX INCCOM29442910574550SH DFND7,955000
EQUIFAX INCCOM2944291054403,272SH DFND93,27200
EQUINIX INCCOM PAR $0.00129444U700180500SH DFND1,350000
EQUINIX INCCOM PAR $0.00129444U7006421,781SH DFND131,78100
EQUINIX INCCOM PAR $0.00129444U700233647SH DFND1464700
EQUINIX INCCOM PAR $0.00129444U7001130SH DFND33000
EQUINIX INCCOM PAR $0.00129444U7004631,284SH DFND71,270014
EQUINIX INCCOM PAR $0.00129444U70013SH DFND7,9003
EQUINIX INCCOM PAR $0.00129444U7003731,036SH DFND91,016020
EQUITY COMWLTHCOM SH BEN INT294628102361,200SH DFND11,20000
EQUITY COMWLTHCOM SH BEN INT29462810224800SH DFND1,380000
EQUITY COMWLTHCOM SH BEN INT2946281021514,992SH DFND134,99200
EQUITY COMWLTHCOM SH BEN INT29462810222725SH DFND1472500
EQUITY COMWLTHCOM SH BEN INT294628102280SH DFND38000
EQUITY COMWLTHCOM SH BEN INT29462810263220,908SH DFND720,887021
EQUITY COMWLTHCOM SH BEN INT29462810230710,144SH OTR1310,14400
EQUITY LIFESTYLE PPTYS INCCOM29472R10839500SH DFND1,350000
EQUITY LIFESTYLE PPTYS INCCOM29472R1082623,400SH DFND133,40000
EQUITY LIFESTYLE PPTYS INCCOM29472R10815200SH DFND1420000
EQUITY LIFESTYLE PPTYS INCCOM29472R108230SH DFND33000
EQUITY LIFESTYLE PPTYS INCCOM29472R10841526SH DFND752600
EQUITY LIFESTYLE PPTYS INCCOM29472R108682SH DFND98200
EQUITY LIFESTYLE PPTYS INCCOM29472R1085266,813SH OTR136,81300
EQUITY ONECOM29475210021700SH DFND1,370000
EQUITY ONECOM29475210011370SH DFND737000
EQUITY ONECOM2947521002207,174SH OTR137,17400
EQUITY RESIDENTIALSH BEN INT29476L10762967SH DFND196700
EQUITY RESIDENTIALSH BEN INT29476L1071422,200SH DFND1,32,20000
EQUITY RESIDENTIALSH BEN INT29476L1074547,050SH DFND137,05000
EQUITY RESIDENTIALSH BEN INT29476L1071231,910SH DFND141,91000
EQUITY RESIDENTIALSH BEN INT29476L10731487SH DFND348700
EQUITY RESIDENTIALSH BEN INT29476L1074617,173SH DFND76,3730800
EQUITY RESIDENTIALSH BEN INT29476L1071251,946SH DFND7,91,94600
EQUITY RESIDENTIALSH BEN INT29476L1073665,694SH DFND95,5260168
EQUITY RESIDENTIALSH BEN INT29476L1074,18565,055SH OTR1365,05500
ERICSSONADR B SEK 1029482160811215,598SH DFND115,59800
ERICSSONADR B SEK 102948216089312,962SH DFND312,96200
ERICSSONADR B SEK 1029482160854275,233SH DFND774,01801,215
ERICSSONADR B SEK 10294821608689,457SH DFND7,99,45700
ERICSSONADR B SEK 102948216081,672231,914SH DFND9231,91400
ESSEX PPTY TR INCCOM297178105111500SH DFND1,350000
ESSEX PPTY TR INCCOM2971781052391,073SH DFND131,07300
ESSEX PPTY TR INCCOM29717810584375SH DFND1437500
ESSEX PPTY TR INCCOM297178105420SH DFND32000
ESSEX PPTY TR INCCOM2971781055142,307SH DFND72,30700
ESSEX PPTY TR INCCOM29717810515SH DFND7,9005
ESSEX PPTY TR INCCOM29717810599444SH DFND944400
ESSEX PPTY TR INCCOM2971781051,1955,364SH OTR135,36400
ESTERLINE TECHNOLOGIES CORPCOM2974251005937,793SH DFND1,3007,793
ESTERLINE TECHNOLOGIES CORPCOM2974251001051,377SH DFND71,37700
ESTERLINE TECHNOLOGIES CORPCOM29742510020267SH DFND900267
EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH286,000PRN DFND76,00000
EURONET WORLDWIDE INCNOTE 1.500%10/0298736AH2119,000PRN DFND99,00000
EURONET WORLDWIDE INCCOM29873610940483SH DFND148300
EURONET WORLDWIDE INCCOM29873610925300SH DFND1,330000
EURONET WORLDWIDE INCCOM29873610945556SH DFND355600
EURONET WORLDWIDE INCCOM2987361097619,294SH DFND79,229065
EURONET WORLDWIDE INCCOM2987361092903,545SH DFND93,54500
EVERSOURCE ENERGYCOM30040W108541,000SH DFND1,31,00000
EVERSOURCE ENERGYCOM30040W1082334,300SH DFND134,30000
EVERSOURCE ENERGYCOM30040W10816300SH DFND1430000
EVERSOURCE ENERGYCOM30040W1089160SH DFND316000
EVERSOURCE ENERGYCOM30040W1081,34324,788SH DFND721,60303,185
EVERSOURCE ENERGYCOM30040W10842775SH DFND7,977500
EVERSOURCE ENERGYCOM30040W1081592,930SH DFND92,93000
EXACT SCIENCES CORPCOM30063P105298SH DFND79800
EXACT SCIENCES CORPCOM30063P10536319,530SH DFND919,53000
EXELON CORPCOM30161N1011,60848,307SH DFND148,30700
EXELON CORPCOM30161N101872,600SH DFND1,32,60000
EXELON CORPCOM30161N10147914,400SH DFND1314,40000
EXELON CORPCOM30161N1011504,500SH DFND144,50000
EXELON CORPCOM30161N10114410SH DFND341000
EXELON CORPCOM30161N1011,79353,867SH DFND753,7520115
EXELON CORPCOM30161N1012046,116SH DFND7,96,069047
EXELON CORPCOM30161N1011,62148,695SH DFND948,4630232
EXELIXIS INCCOM30161Q10470355,000SH DFND755,00000
EXELIXIS INCCOM30161Q104015SH DFND91500
EXLSERVICE HOLDINGS INCCOM302081104911,829SH DFND752901,300
EXLSERVICE HOLDINGS INCCOM3020811042695,400SH DFND95,40000
EXPEDIA INC DELCOM NEW30212P30393800SH DFND1,380000
EXPEDIA INC DELCOM NEW30212P3033332,852SH DFND132,85200
EXPEDIA INC DELCOM NEW30212P30393795SH DFND1479500
EXPEDIA INC DELCOM NEW30212P303653SH DFND35300
EXPEDIA INC DELCOM NEW30212P3031781,527SH DFND71,3920135
EXPEDIA INC DELCOM NEW30212P30316140SH DFND7,914000
EXPEDIA INC DELCOM NEW30212P30375643SH DFND964300
EXPEDITORS INTL WASH INCCOM3021301093146,096SH DFND11,19004,906
EXPEDITORS INTL WASH INCCOM302130109641,250SH DFND1,31,25000
EXPEDITORS INTL WASH INCCOM3021301093757,280SH DFND137,28000
EXPEDITORS INTL WASH INCCOM30213010950980SH DFND1498000
EXPEDITORS INTL WASH INCCOM302130109480SH DFND38000
EXPEDITORS INTL WASH INCCOM3021301091,08321,020SH DFND719,99701,023
EXPEDITORS INTL WASH INCCOM30213010920394SH DFND7,9365029
EXPEDITORS INTL WASH INCCOM3021301091613,128SH DFND92,8690259
EXPRESS SCRIPTS HLDG COCOM30219G10810,589150,136SH DFND1143,23006,906
EXPRESS SCRIPTS HLDG COCOM30219G1081,13616,110SH DFND1,316,11000
EXPRESS SCRIPTS HLDG COCOM30219G1081,13316,062SH DFND1316,06200
EXPRESS SCRIPTS HLDG COCOM30219G1083765,331SH DFND145,33100
EXPRESS SCRIPTS HLDG COCOM30219G1081,00614,259SH DFND314,25900
EXPRESS SCRIPTS HLDG COCOM30219G10813,459190,825SH DFND7189,17801,647
EXPRESS SCRIPTS HLDG COCOM30219G1081,57122,268SH DFND7,922,185083
EXPRESS SCRIPTS HLDG COCOM30219G10811,492162,944SH DFND9161,15401,790
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,728121,725SH DFND195,854025,871
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200765,355SH DFND1,35,35500
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200543,788SH DFND1403,7880
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20045231,827SH DFND331,82700
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2006,720473,261SH DFND7472,4600801
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,738122,384SH DFND7,9122,38400
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2005,545390,480SH DFND9390,48000
EXTRA SPACE STORAGE INCCOM30225T1028100SH DFND100100
EXTRA SPACE STORAGE INCCOM30225T10264800SH DFND1,380000
EXTRA SPACE STORAGE INCCOM30225T1022463,100SH DFND133,10000
EXTRA SPACE STORAGE INCCOM30225T1021271,600SH DFND141,60000
EXTRA SPACE STORAGE INCCOM30225T102450SH DFND35000
EXTRA SPACE STORAGE INCCOM30225T1022172,730SH DFND72,73000
EXTRA SPACE STORAGE INCCOM30225T10230379SH DFND9650314
EXTRA SPACE STORAGE INCCOM30225T10281410,254SH OTR1310,25400
EXXON MOBIL CORPCOM30231G10259,489681,584SH DFND1606,948074,636
EXXON MOBIL CORPCOM30231G1022,63230,160SH DFND1,330,16000
EXXON MOBIL CORPCOM30231G10210,072115,393SH DFND13115,39300
EXXON MOBIL CORPCOM30231G1023,07335,204SH DFND1434,7304740
EXXON MOBIL CORPCOM30231G1027108,139SH DFND38,13900
EXXON MOBIL CORPCOM30231G102181,4902,079,403SH DFND72,070,70008,703
EXXON MOBIL CORPCOM30231G1027,07181,018SH DFND7,980,8380180
EXXON MOBIL CORPCOM30231G102133,9731,534,977SH DFND91,479,79730054,880
EXXON MOBIL CORPCOM30231G102760SHCallDFND96000
FBL FINL GROUP INCCL A30239F1061021,600SH DFND71,60000
FBL FINL GROUP INCCL A30239F1061602,500SH DFND7,92,50000
FBL FINL GROUP INCCL A30239F10611168SH DFND900168
FLIR SYS INCCOM30244510125800SH DFND1,380000
FLIR SYS INCCOM302445101662,090SH DFND132,09000
FLIR SYS INCCOM302445101471,500SH DFND141,50000
FLIR SYS INCCOM302445101255SH DFND35500
FLIR SYS INCCOM302445101912,889SH DFND72,7240165
FLIR SYS INCCOM3024451013110SH DFND911000
FMC TECHNOLOGIES INCCOM30249U1019310SH DFND131000
FMC TECHNOLOGIES INCCOM30249U101371,240SH DFND1,31,24000
FMC TECHNOLOGIES INCCOM30249U1012337,860SH DFND137,86000
FMC TECHNOLOGIES INCCOM30249U101501,700SH DFND141,70000
FMC TECHNOLOGIES INCCOM30249U101265SH DFND36500
FMC TECHNOLOGIES INCCOM30249U101993,333SH DFND71,18302,150
FMC TECHNOLOGIES INCCOM30249U10113441SH DFND7,9390051
FMC TECHNOLOGIES INCCOM30249U101145SH DFND94500
F M C CORPCOM NEW30249130334700SH DFND1,370000
F M C CORPCOM NEW3024913031893,900SH DFND133,90000
F M C CORPCOM NEW302491303581,200SH DFND141,20000
F M C CORPCOM NEW302491303250SH DFND35000
F M C CORPCOM NEW3024913032374,895SH DFND74,89500
F M C CORPCOM NEW3024913039190SH DFND7,919000
F M C CORPCOM NEW3024913031242,566SH DFND92,56600
FNB CORP PACOM30252010112410,044SH DFND16,35003,694
FNB CORP PACOM30252010115612,675SH DFND712,67500
FNB CORP PACOM302520101036SH DFND7,90036
FNB CORP PACOM3025201017558SH DFND955800
FCB FINL HLDGS INCCL A30255G1033077,989SH DFND1,3007,989
FCB FINL HLDGS INCCL A30255G103390SH DFND79000
FS INVT CORPCOM3026351072,986315,310SH DFND1261,977053,333
FS INVT CORPCOM302635107909,510SH DFND1,39,51000
FS INVT CORPCOM302635107818,558SH DFND1408,5580
FS INVT CORPCOM30263510762465,879SH DFND365,87900
FS INVT CORPCOM3026351077,976842,227SH DFND7840,54901,678
FS INVT CORPCOM30263510749251,963SH DFND7,951,96300
FS INVT CORPCOM3026351072,262238,840SH DFND9238,84000
FACEBOOK INCCL A30303M1023,21425,055SH DFND115,15709,898
FACEBOOK INCCL A30303M1021,98215,450SH DFND1,315,45000
FACEBOOK INCCL A30303M1028,09163,080SH DFND1363,08000
FACEBOOK INCCL A30303M1022,36818,462SH DFND1418,46200
FACEBOOK INCCL A30303M102126984SH DFND398400
FACEBOOK INCCL A30303M1029,71175,710SH DFND774,63701,073
FACEBOOK INCCL A30303M1024263,321SH DFND7,93,223098
FACEBOOK INCCL A30303M1027,49658,438SH DFND938,297020,141
FACEBOOK INCCL A30303M1022,02215,761SH OTR1315,76100
FACEBOOK INCCL A30303M1024810SHCallDFND91000
FACEBOOK INCCL A30303M10209SHPutDFND1009
FACTSET RESH SYS INCCOM303075105533SH DFND13300
FACTSET RESH SYS INCCOM3030751052501,540SH DFND131,54000
FACTSET RESH SYS INCCOM30307510592570SH DFND1457000
FACTSET RESH SYS INCCOM303075105320SH DFND32000
FACTSET RESH SYS INCCOM3030751054242,617SH DFND71,7100907
FACTSET RESH SYS INCCOM3030751053231,991SH DFND91,946045
FASTENAL COCOM3119001042726,503SH DFND146306,040
FASTENAL COCOM311900104801,920SH DFND1,31,92000
FASTENAL COCOM3119001042566,120SH DFND136,12000
FASTENAL COCOM311900104651,556SH DFND141,55600
FASTENAL COCOM3119001046151SH DFND315100
FASTENAL COCOM31190010451512,317SH DFND711,9740343
FASTENAL COCOM31190010413310SH DFND7,931000
FASTENAL COCOM3119001041,57137,593SH DFND937,59300
FEDERAL REALTY INVT TRSH BEN INT NEW31374720662400SH DFND100400
FEDERAL REALTY INVT TRSH BEN INT NEW31374720677500SH DFND1,350000
FEDERAL REALTY INVT TRSH BEN INT NEW3137472063031,970SH DFND131,97000
FEDERAL REALTY INVT TRSH BEN INT NEW313747206132860SH DFND1486000
FEDERAL REALTY INVT TRSH BEN INT NEW313747206215SH DFND31500
FEDERAL REALTY INVT TRSH BEN INT NEW3137472065573,620SH DFND73,62000
FEDERAL REALTY INVT TRSH BEN INT NEW313747206120777SH DFND977700
FEDERAL REALTY INVT TRSH BEN INT NEW3137472068795,713SH OTR135,71300
FEDERATED INVS INC PACL B3142111031474,970SH DFND134,97000
FEDERATED INVS INC PACL B314211103411,380SH DFND141,38000
FEDERATED INVS INC PACL B314211103270SH DFND37000
FEDERATED INVS INC PACL B3142111031,26642,719SH DFND742,71009
FEDERATED INVS INC PACL B314211103561,886SH DFND91,88600
FEDEX CORPCOM31428X1063,07017,574SH DFND117,0840490
FEDEX CORPCOM31428X1061,2437,115SH DFND1,37,11500
FEDEX CORPCOM31428X1061,0415,960SH DFND135,96000
FEDEX CORPCOM31428X1063772,160SH DFND142,16000
FEDEX CORPCOM31428X1061,4968,564SH DFND38,56400
FEDEX CORPCOM31428X10611,95668,446SH DFND767,8040642
FEDEX CORPCOM31428X1063,72221,310SH DFND7,921,30505
FEDEX CORPCOM31428X1068,29547,489SH DFND947,3350154
FELCOR LODGING TR INCCOM31430F1011206SH DFND720600
FELCOR LODGING TR INCCOM31430F1016710,417SH OTR1310,41700
F5 NETWORKS INCCOM3156161026044,845SH DFND14,84500
F5 NETWORKS INCCOM31561610261490SH DFND1,349000
F5 NETWORKS INCCOM3156161022481,990SH DFND131,99000
F5 NETWORKS INCCOM31561610273587SH DFND1458700
F5 NETWORKS INCCOM315616102220SH DFND32000
F5 NETWORKS INCCOM3156161023412,738SH DFND71,61101,127
F5 NETWORKS INCCOM315616102121974SH DFND997400
FIDELITY NATL INFORMATION SVCOM31620M1062072,685SH DFND11,8530832
FIDELITY NATL INFORMATION SVCOM31620M10699712,945SH DFND1,32,220010,725
FIDELITY NATL INFORMATION SVCOM31620M1066127,943SH DFND137,94300
FIDELITY NATL INFORMATION SVCOM31620M1061521,973SH DFND141,97300
FIDELITY NATL INFORMATION SVCOM31620M1061091,413SH DFND31,41300
FIDELITY NATL INFORMATION SVCOM31620M1066238,088SH DFND77,7350353
FIDELITY NATL INFORMATION SVCOM31620M1066878,923SH DFND7,98,883040
FIDELITY NATL INFORMATION SVCOM31620M1061,54120,009SH DFND916,51003,499
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3032978,041SH DFND138,04100
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303711,928SH DFND141,92800
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3035135SH DFND313500
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30325684SH DFND7604080
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303246SH DFND7,90046
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30324647SH DFND964700
FIFTH THIRD BANCORPCOM3167731001768,620SH DFND18,62000
FIFTH THIRD BANCORPCOM31677310037318,250SH DFND1318,25000
FIFTH THIRD BANCORPCOM3167731001497,300SH DFND147,30000
FIFTH THIRD BANCORPCOM316773100432,091SH DFND32,09100
FIFTH THIRD BANCORPCOM3167731001798,765SH DFND78,729036
FIFTH THIRD BANCORPCOM31677310019931SH DFND7,993100
FIFTH THIRD BANCORPCOM31677310028013,708SH DFND913,70800
FIREEYE INCNOTE 1.625% 6/031816QAD32224,000PRN DFND924,00000
FIRST DATA CORP NEWCOM CL A32008D106282,100SH DFND1,32,10000
FIRST DATA CORP NEWCOM CL A32008D1061088,200SH DFND138,20000
FIRST DATA CORP NEWCOM CL A32008D106403,047SH DFND143,04700
FIRST DATA CORP NEWCOM CL A32008D1063190SH DFND319000
FIRST DATA CORP NEWCOM CL A32008D106029SH DFND72900
FIRST HORIZON NATL CORPCOM3205171051368,934SH DFND138,93400
FIRST HORIZON NATL CORPCOM320517105312,004SH DFND142,00400
FIRST HORIZON NATL CORPCOM3205171053165SH DFND316500
FIRST HORIZON NATL CORPCOM320517105171,116SH DFND71,11600
FIRST HORIZON NATL CORPCOM320517105183SH DFND90083
FIRST INDUSTRIAL REALTY TRUSCOM32054K10326937SH DFND193700
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031204,262SH DFND34,26200
FIRST INDUSTRIAL REALTY TRUSCOM32054K103702,494SH DFND72,443051
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031786,303SH DFND7,96,30300
FIRST INDUSTRIAL REALTY TRUSCOM32054K10350617,936SH DFND917,93600
FIRST INDUSTRIAL REALTY TRUSCOM32054K1032559,049SH OTR139,04900
FIRST REP BK SAN FRANCISCO CCOM33616C1001592,063SH DFND115801,905
FIRST REP BK SAN FRANCISCO CCOM33616C1003865,000SH DFND135,00000
FIRST REP BK SAN FRANCISCO CCOM33616C100851,100SH DFND141,10000
FIRST REP BK SAN FRANCISCO CCOM33616C100560SH DFND36000
FIRST REP BK SAN FRANCISCO CCOM33616C1002523,272SH DFND73,241031
FIRST REP BK SAN FRANCISCO CCOM33616C1001391,808SH DFND92601,782
FIRST TR US IPO INDEX FDSHS3369201031863,431SH DFND73,43100
FIRST TR US IPO INDEX FDSHS3369201033155,800SH DFND95,80000
FIRST TR EXCHANGE TRADED FDCAP STRENGTH ETF33733E1042155,358SH DFND75,35800
FIRST TR EXCHANGE TRADED FDDJ INTERNT IDX33733E3027899,676SH DFND79,67600
FIRST TR S&P REIT INDEX FDCOM33734G10831312,910SH DFND712,91000
FIRST TR VALUE LINE DIVID INSHS33734H1062629,693SH DFND79,69300
FIRST TR EXCHANGE TRADED FDCONSUMR DISCRE33734X1012858,098SH DFND78,09800
FIRST TR EXCHANGE TRADED FDCONSUMR STAPLE33734X1192785,990SH DFND75,99000
FIRST TR EXCHANGE TRADED FDFINLS ALPHADEX33734X1359380SH DFND100380
FIRST TR EXCHANGE TRADED FDFINLS ALPHADEX33734X1352158,838SH DFND78,83800
FIRST TR EXCHANGE TRADED FDHLTH CARE ALPH33734X1432474,063SH DFND74,06300
FIRST TR EXCHANGE TRADED FDTECH ALPHADEX33734X1762476,723SH DFND76,72300
FIRST TR EXCHANGE TRADED FDDJ GLBL DIVID33734X20031013,177SH DFND713,17700
FIRST TR EXCHANGE TRADED FDDJ GLBL DIVID33734X2002339,903SH DFND99,90300
FIRST TR ISE GLB WIND ENRG ECOM SHS33736G10625619,240SH DFND7,919,24000
FIRST TR EXCH TRD ALPHA FD IEUROPE ALPHA33737J11739213,285SH DFND713,28500
FIRST TR EXCH TRD ALPHA FD IEMERG MKT ALPH33737J18232315,571SH DFND715,57100
FIRST TR EXCHANGE TRADED FDSENIOR LN FD33738D3093687,592SH DFND77,59200
FIRST TR EXCHANGE TRADED FDMULTI ASSET DI33738R10024312,860SH DFND712,86000
FIRST TR EXCHANGE TRADED FDNASD TECH DIV33738R1189300SH DFND100300
FIRST TR EXCHANGE TRADED FDNASD TECH DIV33738R11831910,869SH DFND710,86900
FIRST TR EXCHANGE TRADED FDNASD TECH DIV33738R118732,500SH DFND9002,500
FISERV INCCOM3377381082372,382SH DFND147401,908
FISERV INCCOM3377381081571,580SH DFND1,31,58000
FISERV INCCOM3377381087227,260SH DFND137,26000
FISERV INCCOM3377381082412,420SH DFND142,42000
FISERV INCCOM337738108989SH DFND38900
FISERV INCCOM3377381083,70437,242SH DFND732,58204,660
FISERV INCCOM33773810835350SH DFND7,9294056
FISERV INCCOM3377381082,44824,610SH DFND924,570040
FIRSTENERGY CORPCOM3379321071023,089SH DFND13,08900
FIRSTENERGY CORPCOM337932107501,500SH DFND1,31,50000
FIRSTENERGY CORPCOM3379321072327,000SH DFND137,00000
FIRSTENERGY CORPCOM337932107993,000SH DFND143,00000
FIRSTENERGY CORPCOM3379321076195SH DFND319500
FIRSTENERGY CORPCOM337932107922,790SH DFND72,740050
FIRSTENERGY CORPCOM33793210712374SH DFND7,937400
FIRSTENERGY CORPCOM337932107641,922SH DFND91,847075
FIRSTENERGY CORPCOM33793210705SHCallDFND7500
FLEETCOR TECHNOLOGIES INCCOM3390411051861,069SH DFND1001,069
FLEETCOR TECHNOLOGIES INCCOM339041105106610SH DFND1,361000
FLEETCOR TECHNOLOGIES INCCOM3390411054522,600SH DFND132,60000
FLEETCOR TECHNOLOGIES INCCOM339041105122700SH DFND1470000
FLEETCOR TECHNOLOGIES INCCOM339041105636SH DFND33600
FLEETCOR TECHNOLOGIES INCCOM3390411055,12629,508SH DFND729,493015
FLEETCOR TECHNOLOGIES INCCOM33904110543250SH DFND925000
FLUOR CORP NEWCOM34341210210200SH DFND120000
FLUOR CORP NEWCOM34341210247910SH DFND1,391000
FLUOR CORP NEWCOM3434121021923,750SH DFND133,75000
FLUOR CORP NEWCOM343412102581,130SH DFND141,13000
FLUOR CORP NEWCOM343412102470SH DFND37000
FLUOR CORP NEWCOM34341210261011,887SH DFND711,805082
FLUOR CORP NEWCOM3434121021803,500SH DFND7,93,50000
FLUOR CORP NEWCOM3434121021853,597SH DFND93,4650132
FLOWERS FOODS INCCOM343498101624,125SH DFND14,12500
FLOWERS FOODS INCCOM34349810112800SH DFND1,380000
FLOWERS FOODS INCCOM343498101151,000SH DFND141,00000
FLOWERS FOODS INCCOM3434981011459,596SH DFND76,08303,513
FLOWERS FOODS INCCOM34349810111720SH DFND972000
FLOWSERVE CORPCOM34354P105491,010SH DFND1,31,01000
FLOWSERVE CORPCOM34354P1051453,000SH DFND133,00000
FLOWSERVE CORPCOM34354P105821,700SH DFND141,70000
FLOWSERVE CORPCOM34354P105355SH DFND35500
FLOWSERVE CORPCOM34354P10547980SH DFND798000
FLOWSERVE CORPCOM34354P10521435SH DFND7,943500
FLOWSERVE CORPCOM34354P1051853,844SH DFND93,84400
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS344419106439SH DFND73900
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191063513,816SH DFND911603,700
FOOT LOCKER INCCOM34484910412183SH DFND118300
FOOT LOCKER INCCOM34484910462920SH DFND1,392000
FOOT LOCKER INCCOM3448491041632,410SH DFND132,41000
FOOT LOCKER INCCOM34484910453784SH DFND1478400
FOOT LOCKER INCCOM344849104571SH DFND37100
FOOT LOCKER INCCOM3448491042974,393SH DFND74,350043
FOOT LOCKER INCCOM344849104464SH DFND7,90064
FOOT LOCKER INCCOM3448491041902,806SH DFND92,80600
FORD MTR CO DELCOM PAR $0.0134537086012910,703SH DFND110,2400463
FORD MTR CO DELCOM PAR $0.0134537086030525,280SH DFND1,325,28000
FORD MTR CO DELCOM PAR $0.013453708601,281106,100SH DFND13106,10000
FORD MTR CO DELCOM PAR $0.0134537086032927,265SH DFND1427,26500
FORD MTR CO DELCOM PAR $0.01345370860201,630SH DFND31,63000
FORD MTR CO DELCOM PAR $0.0134537086096980,272SH DFND780,27200
FORD MTR CO DELCOM PAR $0.0134537086016713,865SH DFND7,913,773092
FORD MTR CO DELCOM PAR $0.0134537086072359,926SH DFND959,5220404
FOREST CITY RLTY TR INCCOM CL A3456051091416,100SH DFND136,10000
FOREST CITY RLTY TR INCCOM CL A345605109652,800SH DFND142,80000
FOREST CITY RLTY TR INCCOM CL A345605109265SH DFND36500
FOREST CITY RLTY TR INCCOM CL A34560510916672SH DFND7658014
FOREST CITY RLTY TR INCCOM CL A345605109391,691SH DFND91,69100
FOREST CITY RLTY TR INCCOM CL A34560510941117,782SH OTR1317,78200
FORTINET INCCOM34959E10937990SH DFND1,399000
FORTINET INCCOM34959E1091514,100SH DFND134,10000
FORTINET INCCOM34959E10930800SH DFND1480000
FORTINET INCCOM34959E109383SH DFND38300
FORTINET INCCOM34959E1091634,416SH DFND73,36601,050
FORTINET INCCOM34959E109391,054SH DFND97780276
FORTIVE CORPCOM34959J10861112,006SH DFND110,23601,770
FORTIVE CORPCOM34959J1081062,075SH DFND1,32,07500
FORTIVE CORPCOM34959J1084358,540SH DFND138,54000
FORTIVE CORPCOM34959J1081001,962SH DFND141,96200
FORTIVE CORPCOM34959J108981,927SH DFND31,92700
FORTIVE CORPCOM34959J1081,46928,868SH DFND728,0810787
FORTIVE CORPCOM34959J10822431SH DFND7,942704
FORTIVE CORPCOM34959J1081,25524,650SH DFND924,5040146
FORTUNE BRANDS HOME & SEC INCOM34964C1061011,743SH DFND11,74300
FORTUNE BRANDS HOME & SEC INCOM34964C106641,110SH DFND1,31,11000
FORTUNE BRANDS HOME & SEC INCOM34964C1062774,760SH DFND134,76000
FORTUNE BRANDS HOME & SEC INCOM34964C10652900SH DFND1490000
FORTUNE BRANDS HOME & SEC INCOM34964C106463SH DFND36300
FORTUNE BRANDS HOME & SEC INCOM34964C1061452,492SH DFND72,439053
FORTUNE BRANDS HOME & SEC INCOM34964C10613221SH DFND7,922100
FORTUNE BRANDS HOME & SEC INCOM34964C1065228,992SH DFND98,99200
FOUR CORNERS PPTY TR INCCOM35086T1091014,743SH DFND14,74300
FOUR CORNERS PPTY TR INCCOM35086T109131SH DFND33100
FOUR CORNERS PPTY TR INCCOM35086T109462,162SH DFND72,16200
FOUR CORNERS PPTY TR INCCOM35086T1093119SH DFND7,911900
FOUR CORNERS PPTY TR INCCOM35086T10922110,384SH DFND910,366018
FOUR CORNERS PPTY TR INCCOM35086T109793,714SH OTR133,71400
FRANKLIN RES INCCOM3546131012256,320SH DFND136,32000
FRANKLIN RES INCCOM3546131011042,930SH DFND142,93000
FRANKLIN RES INCCOM3546131016175SH DFND317500
FRANKLIN RES INCCOM3546131011795,038SH DFND75,03800
FRANKLIN RES INCCOM35461310123642SH DFND7,9570072
FRANKLIN RES INCCOM3546131012296,433SH DFND96,43300
FREEPORT-MCMORAN INCCL B35671D857686,307SH DFND16,0070300
FREEPORT-MCMORAN INCCL B35671D857767,000SH DFND1,37,00000
FREEPORT-MCMORAN INCCL B35671D85736633,700SH DFND1333,70000
FREEPORT-MCMORAN INCCL B35671D857989,000SH DFND149,00000
FREEPORT-MCMORAN INCCL B35671D8575450SH DFND345000
FREEPORT-MCMORAN INCCL B35671D85738135,083SH DFND734,0930990
FREEPORT-MCMORAN INCCL B35671D857131,229SH DFND7,91,162067
FREEPORT-MCMORAN INCCL B35671D85737134,125SH DFND932,78901,336
FREEPORT-MCMORAN INCCL B35671D85751147,085SH OTR1347,08500
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291061052,399SH DFND12,39900
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291061052,390SH DFND32,39000
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291064119,393SH DFND79,1440249
FRESENIUS MED CARE AG&CO KGASPONSORED ADR358029106621,406SH DFND7,91,40600
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291061,17326,800SH DFND926,80000
FRONTIER COMMUNICATIONS CORPCOM35906A108378,897SH DFND18,3990498
FRONTIER COMMUNICATIONS CORPCOM35906A108389,190SH DFND1,39,19000
FRONTIER COMMUNICATIONS CORPCOM35906A10817040,900SH DFND1340,90000
FRONTIER COMMUNICATIONS CORPCOM35906A1084310,400SH DFND1410,40000
FRONTIER COMMUNICATIONS CORPCOM35906A1082490SH DFND349000
FRONTIER COMMUNICATIONS CORPCOM35906A108399,437SH DFND78,8560581
FRONTIER COMMUNICATIONS CORPCOM35906A1081267SH DFND7,900267
FRONTIER COMMUNICATIONS CORPCOM35906A1088821,147SH DFND910,571010,576
FULTON FINL CORP PACOM36027110074851,506SH DFND151,1640342
FULTON FINL CORP PACOM3602711001107,551SH DFND77,524027
FULTON FINL CORP PACOM360271100231,583SH DFND91,58300
GATX CORPCOM36144810320443SH DFND144300
GATX CORPCOM3614481031002,251SH DFND32,25100
GATX CORPCOM361448103461,026SH DFND71,003023
GATX CORPCOM3614481031272,859SH DFND7,92,85900
GATX CORPCOM3614481033618,113SH DFND98,11300
GNC HLDGS INCCOM CL A36191G107150SH DFND35000
GNC HLDGS INCCOM CL A36191G1073,321162,613SH DFND7162,61300
GNC HLDGS INCCOM CL A36191G1071,02150,000SH DFND7,950,00000
GNC HLDGS INCCOM CL A36191G1071236,010SH DFND96,01000
GALLAGHER ARTHUR J & COCOM363576109115SH DFND11500
GALLAGHER ARTHUR J & COCOM3635761093356,580SH DFND136,58000
GALLAGHER ARTHUR J & COCOM3635761091172,300SH DFND142,30000
GALLAGHER ARTHUR J & COCOM363576109590SH DFND39000
GALLAGHER ARTHUR J & COCOM36357610991918,075SH DFND718,07500
GALLAGHER ARTHUR J & COCOM36357610924475SH DFND7,947500
GALLAGHER ARTHUR J & COCOM36357610970513,864SH DFND913,86400
GAMING & LEISURE PPTYS INCCOM36467J108401,194SH DFND11,19400
GAMING & LEISURE PPTYS INCCOM36467J108431,300SH DFND1,31,30000
GAMING & LEISURE PPTYS INCCOM36467J108471,404SH DFND131,40400
GAMING & LEISURE PPTYS INCCOM36467J10826781SH DFND1478100
GAMING & LEISURE PPTYS INCCOM36467J108375SH DFND37500
GAMING & LEISURE PPTYS INCCOM36467J1081514,507SH DFND71,07703,430
GAMING & LEISURE PPTYS INCCOM36467J108401,198SH DFND91,19800
GAMING & LEISURE PPTYS INCCOM36467J1081,43442,872SH OTR1342,87200
GAMESTOP CORP NEWCL A36467W109132SH DFND13200
GAMESTOP CORP NEWCL A36467W10922790SH DFND1,379000
GAMESTOP CORP NEWCL A36467W109782,820SH DFND132,82000
GAMESTOP CORP NEWCL A36467W10917600SH DFND1460000
GAMESTOP CORP NEWCL A36467W109145SH DFND34500
GAMESTOP CORP NEWCL A36467W109144SH DFND74400
GAMESTOP CORP NEWCL A36467W109511,834SH DFND91,83400
GAMESTOP CORP NEWCL A36467W1092749,938SH OTR139,93800
GAP INC DELCOM364760108221,000SH DFND11,00000
GAP INC DELCOM364760108311,400SH DFND1,31,40000
GAP INC DELCOM3647601081707,650SH DFND137,65000
GAP INC DELCOM364760108693,110SH DFND143,11000
GAP INC DELCOM3647601082100SH DFND310000
GAP INC DELCOM364760108532,388SH DFND72,324064
GAP INC DELCOM36476010816710SH DFND7,971000
GAP INC DELCOM36476010829113,082SH DFND93,58409,498
GARTNER INCCOM366651107561SH DFND16100
GARTNER INCCOM36665110753600SH DFND1,360000
GARTNER INCCOM3666511073103,500SH DFND133,50000
GARTNER INCCOM3666511071151,300SH DFND141,30000
GARTNER INCCOM366651107447SH DFND34700
GARTNER INCCOM3666511072262,550SH DFND72,55000
GARTNER INCCOM36665110734384SH DFND9150369
GENERAL DYNAMICS CORPCOM3695501085,57735,943SH DFND135,94300
GENERAL DYNAMICS CORPCOM3695501082511,620SH DFND1,31,62000
GENERAL DYNAMICS CORPCOM3695501088895,730SH DFND135,73000
GENERAL DYNAMICS CORPCOM3695501082891,860SH DFND141,86000
GENERAL DYNAMICS CORPCOM3695501089315,998SH DFND35,99800
GENERAL DYNAMICS CORPCOM3695501081,5389,915SH DFND79,8060109
GENERAL DYNAMICS CORPCOM369550108104672SH DFND7,967200
GENERAL DYNAMICS CORPCOM3695501084,20727,116SH DFND921,21605,900
GENERAL DYNAMICS CORPCOM36955010819SHCallDFND9900
GENERAL ELECTRIC COCOM36960410344,4981,502,286SH DFND11,418,450083,836
GENERAL ELECTRIC COCOM3696041032,94499,380SH DFND1,399,38000
GENERAL ELECTRIC COCOM3696041037,263245,220SH DFND13245,22000
GENERAL ELECTRIC COCOM3696041032,36479,800SH DFND1472,5887,2120
GENERAL ELECTRIC COCOM3696041033,305111,594SH DFND3107,59404,000
GENERAL ELECTRIC COCOM36960410362,0352,094,364SH DFND72,063,970030,394
GENERAL ELECTRIC COCOM36960410310,791364,299SH DFND7,9363,7260573
GENERAL ELECTRIC COCOM369604103113,1693,820,687SH DFND93,669,0260151,661
GENERAL ELECTRIC COCOM369604103020SHCallDFND92000
GENERAL FIN CORP DELCOM36982210111325,000SH DFND725,00000
GENERAL GROWTH PPTYS INC NEWCOM3700231031083,900SH DFND1,33,90000
GENERAL GROWTH PPTYS INC NEWCOM37002310340414,643SH DFND1314,64300
GENERAL GROWTH PPTYS INC NEWCOM3700231031254,515SH DFND144,51500
GENERAL GROWTH PPTYS INC NEWCOM3700231036220SH DFND322000
GENERAL GROWTH PPTYS INC NEWCOM3700231031826,589SH DFND76,58900
GENERAL GROWTH PPTYS INC NEWCOM370023103127SH DFND7,90027
GENERAL GROWTH PPTYS INC NEWCOM3700231035174SH DFND917400
GENERAL GROWTH PPTYS INC NEWCOM3700231033,452125,064SH OTR13125,06400
GENERAL MLS INCCOM3703341044,86876,198SH DFND175,2390959
GENERAL MLS INCCOM3703341041792,800SH DFND1,32,80000
GENERAL MLS INCCOM3703341046009,400SH DFND139,40000
GENERAL MLS INCCOM3703341042043,200SH DFND143,20000
GENERAL MLS INCCOM37033410416245SH DFND324500
GENERAL MLS INCCOM3703341046,425100,572SH DFND798,37002,202
GENERAL MLS INCCOM37033410454846SH DFND7,9806040
GENERAL MLS INCCOM3703341045,86591,810SH DFND991,6850125
GENERAL MTRS COCOM37045V100752,351SH DFND12,35100
GENERAL MTRS COCOM37045V1002889,080SH DFND1,39,08000
GENERAL MTRS COCOM37045V1001,16636,700SH DFND1336,70000
GENERAL MTRS COCOM37045V10033410,500SH DFND1410,50000
GENERAL MTRS COCOM37045V10017550SH DFND355000
GENERAL MTRS COCOM37045V1001,95761,613SH DFND752,35109,262
GENERAL MTRS COCOM37045V10018580SH DFND7,9547033
GENERAL MTRS COCOM37045V10035911,289SH DFND96,42704,862
GENERAL MTRS COCOM37045V100110SHCallDFND91000
GENESCO INCCOM3715321022073,792SH DFND1,3003,792
GENESCO INCCOM37153210217319SH DFND71190200
GENTEX CORPCOM3719011099514SH DFND151400
GENTEX CORPCOM3719011091,04359,380SH DFND1,31,660057,720
GENTEX CORPCOM371901109824,680SH DFND134,68000
GENTEX CORPCOM371901109231,320SH DFND141,32000
GENTEX CORPCOM3719011091156,574SH DFND36,57400
GENTEX CORPCOM37190110923813,570SH DFND711,21202,358
GENTEX CORPCOM371901109201,120SH DFND7,99700150
GENTEX CORPCOM37190110938321,784SH DFND918,48403,300
GENESIS ENERGY L PUNIT LTD PARTN37192710465317,203SH DFND717,0600143
GENESIS ENERGY L PUNIT LTD PARTN37192710448012,646SH DFND912,64600
GENUINE PARTS COCOM3724601052032,025SH DFND12,02500
GENUINE PARTS COCOM37246010591910SH DFND1,391000
GENUINE PARTS COCOM3724601054644,620SH DFND134,62000
GENUINE PARTS COCOM3724601051571,560SH DFND141,56000
GENUINE PARTS COCOM372460105660SH DFND36000
GENUINE PARTS COCOM3724601051,46514,584SH DFND714,58400
GENUINE PARTS COCOM37246010571706SH DFND7,970600
GENUINE PARTS COCOM3724601051,76917,606SH DFND94,417013,189
GENWORTH FINL INCCOM CL A37247D1062435SH DFND343500
GENWORTH FINL INCCOM CL A37247D1069920,000SH DFND720,00000
GENWORTH FINL INCCOM CL A37247D1061279SH DFND7,900279
GILEAD SCIENCES INCCOM3755581036,09277,001SH DFND175,44301,558
GILEAD SCIENCES INCCOM3755581037369,300SH DFND1,39,30000
GILEAD SCIENCES INCCOM3755581033,06538,744SH DFND1338,74400
GILEAD SCIENCES INCCOM37555810390311,414SH DFND1411,41400
GILEAD SCIENCES INCCOM3755581037098,962SH DFND38,96200
GILEAD SCIENCES INCCOM37555810312,089152,795SH DFND7150,88601,909
GILEAD SCIENCES INCCOM3755581031,60320,261SH DFND7,920,1420119
GILEAD SCIENCES INCCOM37555810313,683172,945SH DFND9157,043015,902
GILEAD SCIENCES INCCOM3755581033544,473SH OTR134,47300
GILEAD SCIENCES INCCOM37555810308SHCallDFND9800
GLACIER BANCORP INC NEWCOM37637Q1052,44785,804SH DFND785,777027
GLACIER BANCORP INC NEWCOM37637Q105481,700SH DFND91,70000
GLATFELTERCOM3773161041989,150SH DFND19,15000
GLATFELTERCOM37731610412572SH DFND757200
GLATFELTERCOM377316104296SH DFND7,90096
GLAXOSMITHKLINE PLCSPONSORED ADR37733W1051,43533,272SH DFND129,43003,842
GLAXOSMITHKLINE PLCSPONSORED ADR37733W1053,43079,521SH DFND778,02501,496
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10573116,949SH DFND7,916,94900
GLAXOSMITHKLINE PLCSPONSORED ADR37733W1055,045116,981SH DFND9116,4130568
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10502SHCallDFND7200
GLOBAL NET LEASE INCCOM379378102455,530SH DFND75,53000
GLOBAL NET LEASE INCCOM37937810214317,570SH OTR1317,57000
GLOBAL PMTS INCCOM37940X10233434SH DFND143400
GLOBAL PMTS INCCOM37940X102811,050SH DFND1,31,05000
GLOBAL PMTS INCCOM37940X1023845,000SH DFND135,00000
GLOBAL PMTS INCCOM37940X1021381,800SH DFND141,80000
GLOBAL PMTS INCCOM37940X102675SH DFND37500
GLOBAL PMTS INCCOM37940X1021662,162SH DFND72,0150147
GLOBAL PMTS INCCOM37940X1021391,806SH DFND91,80600
GLOBAL X FDSGLB X MLP ENRG I37950E22638325,224SH DFND725,22400
GLOBAL X FDSSOCIAL MED ETF37950E41635514,070SH DFND714,07000
GOLD RESOURCE CORPCOM38068T1057410,000SH DFND710,00000
GOLD RESOURCE CORPCOM38068T10511115,000SH DFND7,915,00000
GOLD RESOURCE CORPCOM38068T1052275SH DFND927500
GOLDMAN SACHS GROUP INCCOM38141G1042,37214,706SH DFND112,68802,018
GOLDMAN SACHS GROUP INCCOM38141G1041,6039,940SH DFND139,94000
GOLDMAN SACHS GROUP INCCOM38141G1044522,800SH DFND142,80000
GOLDMAN SACHS GROUP INCCOM38141G10425158SH DFND315800
GOLDMAN SACHS GROUP INCCOM38141G1041,3318,256SH DFND78,219037
GOLDMAN SACHS GROUP INCCOM38141G104107661SH DFND7,9646015
GOLDMAN SACHS GROUP INCCOM38141G1042,75717,098SH DFND914,41502,683
GOLDMAN SACHS GROUP INCCOM38141G10412SHCallDFND9200
GOLDMAN SACHS ETF TREQUITY ETF3814305031,09825,192SH DFND725,19200
GOLUB CAP BDC INCCOM38173M102633,410SH DFND73,41000
GOLUB CAP BDC INCCOM38173M10232617,550SH DFND90017,550
GOODYEAR TIRE & RUBR COCOM382550101591,820SH DFND1,31,82000
GOODYEAR TIRE & RUBR COCOM3825501012377,350SH DFND137,35000
GOODYEAR TIRE & RUBR COCOM382550101902,800SH DFND142,80000
GOODYEAR TIRE & RUBR COCOM3825501014110SH DFND311000
GOODYEAR TIRE & RUBR COCOM3825501011043,230SH DFND73,23000
GOODYEAR TIRE & RUBR COCOM382550101471,445SH DFND7,91,44500
GOODYEAR TIRE & RUBR COCOM3825501012497,722SH DFND97,72200
GORMAN RUPP COCOM3830821042,740107,000SH DFND7107,00000
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A103683,000SH DFND13,00000
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A1034180SH DFND918000
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A1032159,510SH OTR139,51000
GRACE W R & CO DEL NEWCOM38388F10830400SH DFND1,340000
GRACE W R & CO DEL NEWCOM38388F1081251,700SH DFND131,70000
GRACE W R & CO DEL NEWCOM38388F10852700SH DFND1470000
GRACE W R & CO DEL NEWCOM38388F108230SH DFND33000
GRACE W R & CO DEL NEWCOM38388F10873994SH DFND799400
GRACE W R & CO DEL NEWCOM38388F10821283SH DFND928300
GRACO INCCOM384109104572SH DFND17200
GRACO INCCOM3841091046849,240SH DFND1,343008,810
GRACO INCCOM3841091041582,140SH DFND132,14000
GRACO INCCOM38410910462840SH DFND1484000
GRACO INCCOM384109104230SH DFND33000
GRACO INCCOM3841091043534,773SH DFND74,1340639
GRACO INCCOM3841091041231,660SH DFND91,66000
GRAINGER W W INCCOM3848021041,1735,218SH DFND15,21800
GRAINGER W W INCCOM384802104101450SH DFND1,345000
GRAINGER W W INCCOM3848021042561,140SH DFND131,14000
GRAINGER W W INCCOM38480210458260SH DFND1426000
GRAINGER W W INCCOM3848021042391,061SH DFND31,06100
GRAINGER W W INCCOM3848021041,6527,347SH DFND76,19601,151
GRAINGER W W INCCOM38480210426116SH DFND7,9105011
GRAINGER W W INCCOM3848021042,34410,427SH DFND97,22703,200
GRAMERCY PPTY TRCOM385002100444,577SH DFND74,57700
GRAMERCY PPTY TRCOM38500210010992SH DFND999200
GRAMERCY PPTY TRCOM38500210033234,463SH OTR1334,46300
GRAPHIC PACKAGING HLDG COCOM388689101271,900SH DFND1,31,90000
GRAPHIC PACKAGING HLDG COCOM388689101423,000SH DFND143,00000
GRAPHIC PACKAGING HLDG COCOM3886891012170SH DFND317000
GRAPHIC PACKAGING HLDG COCOM388689101775,530SH DFND75,53000
GRAPHIC PACKAGING HLDG COCOM3886891013221SH DFND922100
GREAT PLAINS ENERGY INCCOM39116410014500SH DFND150000
GREAT PLAINS ENERGY INCCOM391164100275SH DFND37500
GREAT PLAINS ENERGY INCCOM391164100923,355SH DFND73,35500
GREAT PLAINS ENERGY INCCOM391164100017SH DFND7,90017
GREAT PLAINS ENERGY INCCOM3911641003,081112,906SH DFND9112,90600
GROUPE CGI INCCL A SUB VTG39945C10921431SH DFND143100
GROUPE CGI INCCL A SUB VTG39945C1093687,723SH DFND77,72300
GROUPE CGI INCCL A SUB VTG39945C109741,546SH DFND7,91,54600
GROUPE CGI INCCL A SUB VTG39945C10950510,605SH DFND910,60500
GROUPON INCCOM CL A399473107173,330SH DFND1,33,33000
GROUPON INCCOM CL A3994731076412,350SH DFND1312,35000
GROUPON INCCOM CL A399473107183,500SH DFND143,50000
GROUPON INCCOM CL A3994731074714SH DFND771400
GROUPON INCCOM CL A399473107095SH DFND99500
GRUPO TELEVISA SASPON ADR REP ORD40049J2068297SH DFND129700
GRUPO TELEVISA SASPON ADR REP ORD40049J206552,125SH DFND72,077048
GRUPO TELEVISA SASPON ADR REP ORD40049J2061736,743SH DFND950706,236
GRUPO AVAL ACCIONES Y VALORESPONSORED ADS40053W10122825,847SH OTR1325,84700
GULFPORT ENERGY CORPCOM NEW40263530417600SH DFND1,360000
GULFPORT ENERGY CORPCOM NEW4026353041174,150SH DFND134,15000
GULFPORT ENERGY CORPCOM NEW402635304341,200SH DFND141,20000
GULFPORT ENERGY CORPCOM NEW40263530427969SH DFND396900
GULFPORT ENERGY CORPCOM NEW4026353049312SH DFND731200
GULFPORT ENERGY CORPCOM NEW402635304121SH DFND7,90021
GULFPORT ENERGY CORPCOM NEW4026353045176SH DFND917600
HCA HOLDINGS INCCOM40412C10162825SH DFND1600765
HCA HOLDINGS INCCOM40412C1016288,300SH DFND1,32,15006,150
HCA HOLDINGS INCCOM40412C1015607,400SH DFND137,40000
HCA HOLDINGS INCCOM40412C1011922,538SH DFND142,53800
HCA HOLDINGS INCCOM40412C10167890SH DFND389000
HCA HOLDINGS INCCOM40412C1013354,427SH DFND74,417010
HCA HOLDINGS INCCOM40412C1012002,644SH DFND92,64400
HCA HOLDINGS INCCOM40412C1013054,035SH OTR134,03500
HCP INCCOM40414L1091183,100SH DFND1,33,10000
HCP INCCOM40414L1093168,330SH DFND138,33000
HCP INCCOM40414L1091163,050SH DFND143,05000
HCP INCCOM40414L1098215SH DFND321500
HCP INCCOM40414L10978820,776SH DFND720,77600
HCP INCCOM40414L109431,122SH DFND7,91,12200
HCP INCCOM40414L1093268,597SH DFND98,59700
HCP INCCOM40414L1092,23458,873SH OTR1358,87300
HDFC BANK LTDADR REPS 3 SHS40415F10121293SH DFND129300
HDFC BANK LTDADR REPS 3 SHS40415F1011191,655SH DFND31,65500
HDFC BANK LTDADR REPS 3 SHS40415F1011,14615,939SH DFND715,93900
HDFC BANK LTDADR REPS 3 SHS40415F1014926,838SH DFND7,96,83800
HDFC BANK LTDADR REPS 3 SHS40415F10190512,592SH DFND912,3390253
HD SUPPLY HLDGS INCCOM40416M105431,350SH DFND1,31,35000
HD SUPPLY HLDGS INCCOM40416M1052056,400SH DFND136,40000
HD SUPPLY HLDGS INCCOM40416M105451,400SH DFND141,40000
HD SUPPLY HLDGS INCCOM40416M105380SH DFND38000
HD SUPPLY HLDGS INCCOM40416M10526811SH DFND781100
HD SUPPLY HLDGS INCCOM40416M105611,901SH DFND91,90100
HSBC HLDGS PLCSPON ADR NEW4042804061524,030SH DFND14,03000
HSBC HLDGS PLCSPON ADR NEW4042804061253,318SH DFND33,31800
HSBC HLDGS PLCSPON ADR NEW40428040661816,445SH DFND716,1740271
HSBC HLDGS PLCSPON ADR NEW4042804061163,077SH DFND7,93,07700
HSBC HLDGS PLCSPON ADR NEW4042804061,75246,586SH DFND946,58600
HSBC HLDGS PLCSPON ADR NEW40428040610272SH OTR1327200
HP INCCOM40434L10569244,579SH DFND141,37903,200
HP INCCOM40434L10518812,100SH DFND1,312,10000
HP INCCOM40434L10570545,390SH DFND1345,39000
HP INCCOM40434L10519612,629SH DFND1412,62900
HP INCCOM40434L10510675SH DFND367500
HP INCCOM40434L1051,576101,466SH DFND794,32507,141
HP INCCOM40434L10540325,936SH DFND7,925,93600
HP INCCOM40434L1051,625104,608SH DFND9102,74601,862
HAIN CELESTIAL GROUP INCCOM405217100395SH DFND19500
HAIN CELESTIAL GROUP INCCOM40521710018500SH DFND1,350000
HAIN CELESTIAL GROUP INCCOM4052171002316,500SH DFND136,50000
HAIN CELESTIAL GROUP INCCOM405217100361,000SH DFND141,00000
HAIN CELESTIAL GROUP INCCOM405217100245SH DFND34500
HAIN CELESTIAL GROUP INCCOM4052171001544,331SH DFND74,261070
HAIN CELESTIAL GROUP INCCOM4052171002817,884SH DFND97,88400
HALLIBURTON COCOM4062161012,20849,208SH DFND144,77504,433
HALLIBURTON COCOM4062161011,43231,900SH DFND1,331,90000
HALLIBURTON COCOM4062161011,02322,790SH DFND1322,79000
HALLIBURTON COCOM4062161013136,980SH DFND146,98000
HALLIBURTON COCOM4062161011,33629,762SH DFND329,76200
HALLIBURTON COCOM40621610113,020290,098SH DFND7283,77706,321
HALLIBURTON COCOM4062161014,39097,820SH DFND7,997,790030
HALLIBURTON COCOM40621610110,959244,178SH DFND9240,88803,290
HALOZYME THERAPEUTICS INCCOM40637H10939232,439SH DFND1,30032,439
HANESBRANDS INCCOM410345102692,749SH DFND11,14901,600
HANESBRANDS INCCOM410345102662,620SH DFND1,32,62000
HANESBRANDS INCCOM4103451022208,700SH DFND138,70000
HANESBRANDS INCCOM4103451021094,300SH DFND144,30000
HANESBRANDS INCCOM4103451024175SH DFND317500
HANESBRANDS INCCOM41034510247118,645SH DFND718,64500
HANESBRANDS INCCOM410345102268SH DFND7,90068
HANESBRANDS INCCOM41034510291936,389SH DFND936,38900
HARLEY DAVIDSON INCCOM4128221084288,146SH DFND14,31803,828
HARLEY DAVIDSON INCCOM412822108721,370SH DFND1,31,37000
HARLEY DAVIDSON INCCOM4128221082093,970SH DFND133,97000
HARLEY DAVIDSON INCCOM41282210850950SH DFND1495000
HARLEY DAVIDSON INCCOM4128221085100SH DFND310000
HARLEY DAVIDSON INCCOM4128221082,10540,032SH DFND736,37503,657
HARLEY DAVIDSON INCCOM41282210866512,644SH DFND7,912,585059
HARLEY DAVIDSON INCCOM4128221082114,011SH DFND94,01100
HARMAN INTL INDS INCCOM41308610938450SH DFND1,345000
HARMAN INTL INDS INCCOM4130861091621,920SH DFND131,92000
HARMAN INTL INDS INCCOM41308610975890SH DFND1489000
HARMAN INTL INDS INCCOM413086109226SH DFND32600
HARMAN INTL INDS INCCOM4130861091732,053SH DFND71,9200133
HARMAN INTL INDS INCCOM41308610917200SH DFND7,920000
HARMAN INTL INDS INCCOM4130861091131,343SH DFND91,1510192
HARRIS CORP DELCOM4138751053023,298SH DFND13,29800
HARRIS CORP DELCOM41387510578850SH DFND1,385000
HARRIS CORP DELCOM4138751052622,859SH DFND132,85900
HARRIS CORP DELCOM41387510556610SH DFND1461000
HARRIS CORP DELCOM41387510570763SH DFND376300
HARRIS CORP DELCOM4138751056607,205SH DFND77,124081
HARRIS CORP DELCOM41387510527293SH DFND7,929300
HARRIS CORP DELCOM4138751053784,129SH DFND94,113016
HARRIS CORP DELCOM41387510535SHCallDFND9500
HARTFORD FINL SVCS GROUP INCCOM416515104892,082SH DFND12,08200
HARTFORD FINL SVCS GROUP INCCOM4165151043127,290SH DFND137,29000
HARTFORD FINL SVCS GROUP INCCOM4165151041072,490SH DFND142,49000
HARTFORD FINL SVCS GROUP INCCOM4165151048185SH DFND318500
HARTFORD FINL SVCS GROUP INCCOM41651510445610,641SH DFND710,5280113
HARTFORD FINL SVCS GROUP INCCOM416515104651,518SH DFND7,91,440078
HARTFORD FINL SVCS GROUP INCCOM4165151043909,098SH DFND98,7130385
HASBRO INCCOM41805610717218SH DFND121800
HASBRO INCCOM41805610756710SH DFND1,371000
HASBRO INCCOM4180561072773,490SH DFND133,49000
HASBRO INCCOM418056107851,070SH DFND141,07000
HASBRO INCCOM418056107341SH DFND34100
HASBRO INCCOM4180561071,13914,363SH DFND713,4040959
HASBRO INCCOM41805610724300SH DFND7,930000
HASBRO INCCOM4180561071,71221,583SH DFND921,564019
HEALTHCARE SVCS GRP INCCOM4219061081854,662SH DFND74,5150147
HEALTHCARE SVCS GRP INCCOM421906108611,541SH DFND96640877
HEALTHCARE RLTY TRCOM42194610429837SH DFND783700
HEALTHCARE RLTY TRCOM42194610414405SH DFND940500
HEALTHCARE RLTY TRCOM42194610490326,519SH OTR1326,51900
HEALTHCARE TR AMER INCCL A NEW42225P50116500SH DFND150000
HEALTHCARE TR AMER INCCL A NEW42225P50126800SH DFND1,380000
HEALTHCARE TR AMER INCCL A NEW42225P5012327,100SH DFND137,10000
HEALTHCARE TR AMER INCCL A NEW42225P501551,700SH DFND141,70000
HEALTHCARE TR AMER INCCL A NEW42225P501275SH DFND37500
HEALTHCARE TR AMER INCCL A NEW42225P5011093,329SH DFND73,32900
HEALTHCARE TR AMER INCCL A NEW42225P501143SH DFND94300
HEALTHCARE TR AMER INCCL A NEW42225P50198630,235SH OTR1330,23500
HEICO CORP NEWCL A422806208234SH DFND13400
HEICO CORP NEWCL A4228062081,04717,309SH DFND1,3300017,009
HEICO CORP NEWCL A422806208611,000SH DFND131,00000
HEICO CORP NEWCL A422806208345SH DFND34500
HEICO CORP NEWCL A42280620806SH DFND7600
HELMERICH & PAYNE INCCOM4234521015,71184,852SH DFND169,492015,360
HELMERICH & PAYNE INCCOM4234521012273,370SH DFND1,33,37000
HELMERICH & PAYNE INCCOM4234521011992,960SH DFND132,96000
HELMERICH & PAYNE INCCOM4234521012083,086SH DFND148202,2660
HELMERICH & PAYNE INCCOM4234521011,30419,372SH DFND319,37200
HELMERICH & PAYNE INCCOM42345210117,238256,131SH DFND7255,6410490
HELMERICH & PAYNE INCCOM4234521012,02330,059SH DFND7,930,05900
HELMERICH & PAYNE INCCOM4234521015,76085,584SH DFND985,506078
HENRY JACK & ASSOC INCCOM426281101889SH DFND18900
HENRY JACK & ASSOC INCCOM42628110153620SH DFND1,362000
HENRY JACK & ASSOC INCCOM4262811011631,900SH DFND131,90000
HENRY JACK & ASSOC INCCOM42628110160700SH DFND1470000
HENRY JACK & ASSOC INCCOM426281101555SH DFND35500
HENRY JACK & ASSOC INCCOM4262811012042,389SH DFND72,354035
HENRY JACK & ASSOC INCCOM426281101931,088SH DFND91,08800
HERSHEY COCOM4278661081,94020,291SH DFND118,91601,375
HERSHEY COCOM42786610857600SH DFND1,360000
HERSHEY COCOM4278661083353,500SH DFND133,50000
HERSHEY COCOM42786610886900SH DFND1490000
HERSHEY COCOM4278661085876,144SH DFND36,14400
HERSHEY COCOM4278661085,34155,869SH DFND753,99401,875
HERSHEY COCOM4278661082412,516SH DFND7,92,496020
HERSHEY COCOM4278661086,62069,252SH DFND968,18501,067
HERTZ GLOBAL HLDGS INCCOM42806J1065118SH DFND111800
HERTZ GLOBAL HLDGS INCCOM42806J10641910,430SH DFND1,348809,942
HERTZ GLOBAL HLDGS INCCOM42806J106631,560SH DFND131,56000
HERTZ GLOBAL HLDGS INCCOM42806J10624600SH DFND1460000
HERTZ GLOBAL HLDGS INCCOM42806J106501,243SH DFND31,24300
HERTZ GLOBAL HLDGS INCCOM42806J10618456SH DFND7427029
HERTZ GLOBAL HLDGS INCCOM42806J106011SH DFND7,90011
HERTZ GLOBAL HLDGS INCCOM42806J10617427SH DFND942700
HESS CORPCOM42809H1071051,960SH DFND1,31,96000
HESS CORPCOM42809H1073867,190SH DFND137,19000
HESS CORPCOM42809H1071362,530SH DFND142,53000
HESS CORPCOM42809H1076120SH DFND312000
HESS CORPCOM42809H1074758,863SH DFND78,86300
HESS CORPCOM42809H10724439SH DFND7,943900
HESS CORPCOM42809H1071492,786SH DFND92,694092
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,02044,815SH DFND141,61503,200
HEWLETT PACKARD ENTERPRISE CCOM42824C10926811,800SH DFND1,311,80000
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,20152,790SH DFND1352,79000
HEWLETT PACKARD ENTERPRISE CCOM42824C10930413,341SH DFND1413,34100
HEWLETT PACKARD ENTERPRISE CCOM42824C109893,916SH DFND33,91600
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,74276,562SH DFND772,61503,947
HEWLETT PACKARD ENTERPRISE CCOM42824C10959125,979SH DFND7,925,936043
HEWLETT PACKARD ENTERPRISE CCOM42824C1092,14494,261SH DFND993,2930968
HEWLETT PACKARD ENTERPRISE CCOM42824C1092,521110,800SH OTR13110,80000
HEXCEL CORP NEWCOM42829110830670SH DFND1,367000
HEXCEL CORP NEWCOM4282911081593,600SH DFND133,60000
HEXCEL CORP NEWCOM4282911084100SH DFND1410000
HEXCEL CORP NEWCOM428291108250SH DFND35000
HEXCEL CORP NEWCOM4282911081914,322SH DFND73,9900332
HIGHWOODS PPTYS INCCOM43128410826500SH DFND1,350000
HIGHWOODS PPTYS INCCOM43128410813240SH DFND724000
HIGHWOODS PPTYS INCCOM43128410893217,881SH OTR1317,88100
HILL ROM HLDGS INCCOM43147510237590SH DFND1,359000
HILL ROM HLDGS INCCOM4314751021402,260SH DFND132,26000
HILL ROM HLDGS INCCOM43147510205SH DFND3500
HILL ROM HLDGS INCCOM4314751021131,818SH DFND71,81800
HILL ROM HLDGS INCCOM431475102580SH DFND98000
HILLTOP HOLDINGS INCCOM43274810134815,496SH DFND7,915,49600
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P10638344,639SH DFND944,63900
HILTON WORLDWIDE HLDGS INCCOM43300A104763,320SH DFND1,33,32000
HILTON WORLDWIDE HLDGS INCCOM43300A1041697,360SH DFND137,36000
HILTON WORLDWIDE HLDGS INCCOM43300A104662,900SH DFND142,90000
HILTON WORLDWIDE HLDGS INCCOM43300A1045210SH DFND321000
HILTON WORLDWIDE HLDGS INCCOM43300A10423810,361SH DFND710,36100
HILTON WORLDWIDE HLDGS INCCOM43300A104282SH DFND98200
HOLLYFRONTIER CORPCOM436106108251,000SH DFND11,00000
HOLLYFRONTIER CORPCOM436106108311,270SH DFND1,31,27000
HOLLYFRONTIER CORPCOM4361061082319,440SH DFND139,44000
HOLLYFRONTIER CORPCOM436106108492,000SH DFND142,00000
HOLLYFRONTIER CORPCOM436106108265SH DFND36500
HOLLYFRONTIER CORPCOM43610610811430SH DFND743000
HOLLYFRONTIER CORPCOM4361061084173SH DFND917300
HOLOGIC INCDEBT 2.000% 3/0436440AC543,000PRN DFND73,00000
HOLOGIC INCDEBT 2.000% 3/0436440AC51410,000PRN DFND910,00000
HOLOGIC INCFRNT 12/1436440AG61714,000PRN DFND914,00000
HOLOGIC INCCOM436440101701,800SH DFND1001,800
HOLOGIC INCCOM436440101842,170SH DFND1,32,17000
HOLOGIC INCCOM4364401012626,740SH DFND136,74000
HOLOGIC INCCOM436440101812,095SH DFND142,09500
HOLOGIC INCCOM4364401014100SH DFND310000
HOLOGIC INCCOM4364401013649,380SH DFND78,08001,300
HOLOGIC INCCOM43644010182021,119SH DFND921,11900
HOLOGIC INCCOM4364401011794,611SH OTR134,61100
HOME BANCSHARES INCCOM436893200221,075SH DFND11,07500
HOME BANCSHARES INCCOM436893200472,272SH DFND32,27200
HOME BANCSHARES INCCOM4368932001577,544SH DFND77,54400
HOME BANCSHARES INCCOM436893200371,759SH DFND91,75900
HOME DEPOT INCCOM43707610217,283134,311SH DFND1127,73606,575
HOME DEPOT INCCOM4370761021,0588,220SH DFND1,38,22000
HOME DEPOT INCCOM4370761024,33033,650SH DFND1333,65000
HOME DEPOT INCCOM4370761021,2669,840SH DFND149,84000
HOME DEPOT INCCOM43707610283643SH DFND364300
HOME DEPOT INCCOM43707610216,254126,316SH DFND7119,88906,427
HOME DEPOT INCCOM4370761024,37433,994SH DFND7,933,944050
HOME DEPOT INCCOM43707610212,948100,624SH DFND996,71403,910
HOME DEPOT INCCOM43707610205SHCallDFND7500
HOME DEPOT INCCOM43707610207SHCallDFND9700
HONDA MOTOR LTDAMERN SHS438128308311,074SH DFND11,07400
HONDA MOTOR LTDAMERN SHS43812830852218,042SH DFND717,7110331
HONDA MOTOR LTDAMERN SHS438128308702,415SH DFND7,92,41500
HONDA MOTOR LTDAMERN SHS43812830852518,142SH DFND916,36201,780
HONEYWELL INTL INCCOM4385161063,93933,788SH DFND133,1880600
HONEYWELL INTL INCCOM4385161065915,070SH DFND1,35,07000
HONEYWELL INTL INCCOM4385161062,55021,870SH DFND1321,87000
HONEYWELL INTL INCCOM4385161066385,475SH DFND145,47500
HONEYWELL INTL INCCOM4385161063983,415SH DFND33,41500
HONEYWELL INTL INCCOM4385161068,90976,411SH DFND774,44801,963
HONEYWELL INTL INCCOM4385161061,1179,577SH DFND7,99,502075
HONEYWELL INTL INCCOM4385161066,24253,537SH DFND948,12305,414
HONEYWELL INTL INCCOM438516106315SHCallDFND91500
HORMEL FOODS CORPCOM44045210020532SH DFND153200
HORMEL FOODS CORPCOM440452100491,300SH DFND1,31,30000
HORMEL FOODS CORPCOM4404521001784,700SH DFND134,70000
HORMEL FOODS CORPCOM44045210030800SH DFND1480000
HORMEL FOODS CORPCOM4404521005140SH DFND314000
HORMEL FOODS CORPCOM44045210081621,503SH DFND721,50300
HORMEL FOODS CORPCOM440452100491,288SH DFND7,91,28800
HORMEL FOODS CORPCOM44045210051113,484SH DFND912,30401,180
HORMEL FOODS CORPCOM4404521003539,297SH OTR139,29700
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10227900SH DFND1,390000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1022026,800SH DFND136,80000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102321,080SH DFND141,08000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102275SH DFND37500
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10231310,527SH DFND710,52700
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102259SH DFND7,90059
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102351,169SH DFND91,16900
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10234911,737SH OTR1311,73700
HOST HOTELS & RESORTS INCCOM44107P104724,600SH DFND1,34,60000
HOST HOTELS & RESORTS INCCOM44107P1041368,740SH DFND138,74000
HOST HOTELS & RESORTS INCCOM44107P104714,529SH DFND144,52900
HOST HOTELS & RESORTS INCCOM44107P1045325SH DFND332500
HOST HOTELS & RESORTS INCCOM44107P1041509,661SH DFND76,66103,000
HOST HOTELS & RESORTS INCCOM44107P104181,144SH DFND7,91,045099
HOST HOTELS & RESORTS INCCOM44107P104322,034SH DFND92,03400
HOST HOTELS & RESORTS INCCOM44107P1041,757112,855SH OTR13112,85500
HOWARD HUGHES CORPCOM44267D10775658SH DFND1365800
HOWARD HUGHES CORPCOM44267D10749431SH DFND1443100
HOWARD HUGHES CORPCOM44267D107215SH DFND31500
HOWARD HUGHES CORPCOM44267D1071731,510SH DFND71,51000
HOWARD HUGHES CORPCOM44267D10756489SH DFND948900
HOWARD HUGHES CORPCOM44267D1073993,488SH OTR133,48800
HUBBELL INCCOM44351060738350SH DFND1,335000
HUBBELL INCCOM4435106071391,290SH DFND131,29000
HUBBELL INCCOM44351060765600SH DFND1460000
HUBBELL INCCOM443510607325SH DFND32500
HUBBELL INCCOM4435106071,0089,355SH DFND77,30502,050
HUBBELL INCCOM4435106072,27021,067SH DFND921,06700
HUDSON PAC PPTYS INCCOM444097109411,249SH DFND71,24900
HUDSON PAC PPTYS INCCOM444097109010SH DFND91000
HUDSON PAC PPTYS INCCOM4440971092286,933SH OTR136,93300
HUMANA INCCOM4448591021160SH DFND16000
HUMANA INCCOM4448591021791,010SH DFND1,31,01000
HUMANA INCCOM4448591026603,730SH DFND133,73000
HUMANA INCCOM4448591022161,222SH DFND141,22200
HUMANA INCCOM4448591021270SH DFND37000
HUMANA INCCOM4448591022411,365SH DFND71,36500
HUMANA INCCOM44485910244250SH DFND7,925000
HUMANA INCCOM44485910295539SH DFND9475064
HUNT J B TRANS SVCS INCCOM44565810748590SH DFND1,359000
HUNT J B TRANS SVCS INCCOM4456581072422,980SH DFND132,98000
HUNT J B TRANS SVCS INCCOM44565810754670SH DFND1467000
HUNT J B TRANS SVCS INCCOM445658107340SH DFND34000
HUNT J B TRANS SVCS INCCOM4456581072963,649SH DFND73,611038
HUNTINGTON BANCSHARES INCCOM44615010416416,641SH DFND1316,64100
HUNTINGTON BANCSHARES INCCOM446150104565,650SH DFND145,65000
HUNTINGTON BANCSHARES INCCOM4461501044425SH DFND342500
HUNTINGTON BANCSHARES INCCOM446150104232,336SH DFND72,312024
HUNTINGTON BANCSHARES INCCOM4461501049920SH DFND992000
HUNTINGTON BANCSHARES INCCOM44615010483885,000SH OTR1385,00000
HUNTINGTON INGALLS INDS INCCOM44641310652340SH DFND1,334000
HUNTINGTON INGALLS INDS INCCOM4464131062521,645SH DFND131,64500
HUNTINGTON INGALLS INDS INCCOM44641310691591SH DFND1459100
HUNTINGTON INGALLS INDS INCCOM446413106320SH DFND32000
HUNTINGTON INGALLS INDS INCCOM4464131062831,846SH DFND71,789057
HUNTINGTON INGALLS INDS INCCOM4464131061387SH DFND7,98700
HUNTINGTON INGALLS INDS INCCOM4464131061571,022SH DFND91,02200
HUNTSMAN CORPCOM447011107161,000SH DFND1,31,00000
HUNTSMAN CORPCOM4470111071619,900SH DFND139,90000
HUNTSMAN CORPCOM447011107362,200SH DFND142,20000
HUNTSMAN CORPCOM4470111072145SH DFND314500
HUNTSMAN CORPCOM447011107332,049SH DFND71,8770172
HUNTSMAN CORPCOM447011107180SH DFND98000
HURON CONSULTING GROUP INCNOTE 1.250%10/0447462AB83434,000PRN DFND934,00000
IAC INTERACTIVECORPCOM44919P50818290SH DFND1,329000
IAC INTERACTIVECORPCOM44919P508811,300SH DFND131,30000
IAC INTERACTIVECORPCOM44919P508721,150SH DFND141,15000
IAC INTERACTIVECORPCOM44919P508350SH DFND35000
IAC INTERACTIVECORPCOM44919P50842667SH DFND766700
IAC INTERACTIVECORPCOM44919P50835560SH DFND956000
IMS HEALTH HLDGS INCCOM44970B109331,040SH DFND1,31,04000
IMS HEALTH HLDGS INCCOM44970B109431,378SH DFND141,37800
IMS HEALTH HLDGS INCCOM44970B109385SH DFND38500
IMS HEALTH HLDGS INCCOM44970B1092126,780SH DFND76,78000
IMS HEALTH HLDGS INCCOM44970B1092126,777SH DFND96,77700
IPG PHOTONICS CORPCOM44980X10921250SH DFND1,325000
IPG PHOTONICS CORPCOM44980X1091652,000SH DFND132,00000
IPG PHOTONICS CORPCOM44980X10916200SH DFND1420000
IPG PHOTONICS CORPCOM44980X109110SH DFND31000
IPG PHOTONICS CORPCOM44980X1093774,575SH DFND72,69001,885
IPG PHOTONICS CORPCOM44980X1093584,350SH DFND9004,350
ISTAR INCCOM45031U1011,06699,340SH DFND799,34000
ISTAR INCCOM45031U101343,202SH OTR133,20200
ITT INCCOM45073V10828770SH DFND1,377000
ITT INCCOM45073V108912,535SH DFND132,53500
ITT INCCOM45073V10828782SH DFND1478200
ITT INCCOM45073V108260SH DFND36000
ITT INCCOM45073V1081103,076SH DFND73,012064
ITT INCCOM45073V1084111SH DFND7,911100
ITT INCCOM45073V10813356SH DFND935600
ICICI BK LTDADR45104G1047999SH DFND799900
ICICI BK LTDADR45104G10469793,369SH DFND993,36900
ICICI BK LTDADR45104G1047710,300SH OTR1310,30000
IDEX CORPCOM45167R1041,11811,950SH DFND1,3440011,510
IDEX CORPCOM45167R1041982,120SH DFND132,12000
IDEX CORPCOM45167R10488940SH DFND1494000
IDEX CORPCOM45167R104330SH DFND33000
IDEX CORPCOM45167R1041101,177SH DFND73270850
IDEX CORPCOM45167R104336SH DFND93600
IDEXX LABS INCCOM45168D1047076,268SH DFND16,26800
IDEXX LABS INCCOM45168D10486760SH DFND1,376000
IDEXX LABS INCCOM45168D1043022,680SH DFND132,68000
IDEXX LABS INCCOM45168D1041351,200SH DFND141,20000
IDEXX LABS INCCOM45168D104432SH DFND33200
IDEXX LABS INCCOM45168D1043332,952SH DFND72,910042
IDEXX LABS INCCOM45168D104100887SH DFND97200167
ILLINOIS TOOL WKS INCCOM4523081091,0708,928SH DFND18,92800
ILLINOIS TOOL WKS INCCOM4523081092412,010SH DFND1,32,01000
ILLINOIS TOOL WKS INCCOM4523081099598,000SH DFND138,00000
ILLINOIS TOOL WKS INCCOM4523081093062,550SH DFND142,55000
ILLINOIS TOOL WKS INCCOM4523081092432,030SH DFND32,03000
ILLINOIS TOOL WKS INCCOM4523081094,58438,249SH DFND736,98901,260
ILLINOIS TOOL WKS INCCOM45230810957473SH DFND7,947300
ILLINOIS TOOL WKS INCCOM4523081092,38119,864SH DFND919,1640700
ILLUMINA INCNOTE 6/1452327AF62524,000PRN DFND924,00000
ILLUMINA INCNOTE 0.500% 6/1452327AH233,000PRN DFND73,00000
ILLUMINA INCNOTE 0.500% 6/1452327AH21413,000PRN DFND913,00000
ILLUMINA INCCOM4523271094672,569SH DFND12,4690100
ILLUMINA INCCOM4523271091821,000SH DFND1,31,00000
ILLUMINA INCCOM4523271097704,240SH DFND134,24000
ILLUMINA INCCOM4523271092181,200SH DFND141,20000
ILLUMINA INCCOM4523271091267SH DFND36700
ILLUMINA INCCOM4523271094292,361SH DFND72,1730188
ILLUMINA INCCOM45232710986475SH DFND7,9445030
ILLUMINA INCCOM4523271095943,269SH DFND93,1680101
IMPAX LABORATORIES INCNOTE 2.000% 6/145256BAE14450,000PRN DFND950,00000
IMPERIAL OIL LTDCOM NEW453038408391,250SH DFND11,25000
IMPERIAL OIL LTDCOM NEW453038408842,684SH DFND72,68400
IMPERIAL OIL LTDCOM NEW4530384082518,000SH DFND98,00000
INCYTE CORPCOM45337C1023363,565SH DFND13,56500
INCYTE CORPCOM45337C1021061,120SH DFND1,31,12000
INCYTE CORPCOM45337C1024394,660SH DFND134,66000
INCYTE CORPCOM45337C1021131,200SH DFND141,20000
INCYTE CORPCOM45337C102774SH DFND37400
INCYTE CORPCOM45337C1021811,915SH DFND71,91500
INCYTE CORPCOM45337C10246487SH DFND7,948700
INCYTE CORPCOM45337C1026857,263SH DFND97,26300
INDIA FD INCCOM4540891032100SH DFND110000
INDIA FD INCCOM45408910341816,833SH DFND916,83300
INDEXIQ ETF TRHEDGE MLTI ETF45409B10754918,754SH DFND718,75400
INFOSYS LTDSPONSORED ADR4567881088527SH DFND752700
INFOSYS LTDSPONSORED ADR45678810816310,300SH OTR1310,30000
ING GROEP N VSPONSORED ADR456837103413,308SH DFND13,30800
ING GROEP N VSPONSORED ADR45683710354644,274SH DFND743,6830591
ING GROEP N VSPONSORED ADR456837103816,548SH DFND7,96,54800
ING GROEP N VSPONSORED ADR45683710360148,720SH DFND948,72000
INGRAM MICRO INCCL A457153104391,100SH DFND1,31,10000
INGRAM MICRO INCCL A4571531041714,800SH DFND134,80000
INGRAM MICRO INCCL A457153104631,780SH DFND141,78000
INGRAM MICRO INCCL A457153104385SH DFND38500
INGRAM MICRO INCCL A45715310425712SH DFND7698014
INGRAM MICRO INCCL A457153104371,030SH DFND91,03000
INGREDION INCCOM4571871021891,418SH DFND11,41800
INGREDION INCCOM4571871021,2009,022SH DFND1,330008,722
INGREDION INCCOM45718710267500SH DFND1350000
INGREDION INCCOM45718710240300SH DFND1430000
INGREDION INCCOM457187102325SH DFND32500
INGREDION INCCOM4571871022,10015,785SH DFND715,78104
INGREDION INCCOM457187102119897SH DFND7,989700
INGREDION INCCOM4571871022,88221,657SH DFND920,10301,554
INGREDION INCCOM4571871021397SH OTR139700
INTEGRA LIFESCIENCES HLDGS CNOTE 1.625%12/1457985AK53422,000PRN DFND922,00000
INTEL CORPSDCV 12/1458140AD22115,000PRN DFND715,00000
INTEL CORPSDCV 12/1458140AD24029,000PRN DFND929,00000
INTEL CORPCOM45814010014,220376,692SH DFND1357,942018,750
INTEL CORPCOM4581401001,23332,670SH DFND1,332,67000
INTEL CORPCOM4581401005,099135,070SH DFND13135,07000
INTEL CORPCOM4581401001,47939,190SH DFND1439,19000
INTEL CORPCOM458140100782,062SH DFND32,06200
INTEL CORPCOM45814010015,942422,296SH DFND7412,32909,967
INTEL CORPCOM4581401003,34388,550SH DFND7,988,3930157
INTEL CORPCOM45814010038,5241,020,495SH DFND9965,834054,661
INTEL CORPCOM4581401002085,516SH OTR135,51600
INTEL CORPCOM458140100310SHCallDFND91000
INTERCONTINENTAL EXCHANGE INCOM45866F1046502,412SH DFND11,8140598
INTERCONTINENTAL EXCHANGE INCOM45866F1049753,618SH DFND133,61800
INTERCONTINENTAL EXCHANGE INCOM45866F1043041,128SH DFND141,12800
INTERCONTINENTAL EXCHANGE INCOM45866F1041350SH DFND35000
INTERCONTINENTAL EXCHANGE INCOM45866F1041,0003,711SH DFND73,661050
INTERCONTINENTAL EXCHANGE INCOM45866F10433123SH DFND7,912003
INTERCONTINENTAL EXCHANGE INCOM45866F1045422,013SH DFND91,1890824
INTERDIGITAL INCNOTE 1.500% 3/0458660AD94940,000PRN DFND940,00000
INTERNATIONAL BUSINESS MACHSCOM45920010126,393166,149SH DFND1158,53607,613
INTERNATIONAL BUSINESS MACHSCOM4592001019676,090SH DFND1,36,09000
INTERNATIONAL BUSINESS MACHSCOM4592001013,74323,560SH DFND1323,56000
INTERNATIONAL BUSINESS MACHSCOM4592001011,1817,434SH DFND147,43400
INTERNATIONAL BUSINESS MACHSCOM45920010161384SH DFND338400
INTERNATIONAL BUSINESS MACHSCOM45920010111,94575,196SH DFND774,2950901
INTERNATIONAL BUSINESS MACHSCOM4592001016654,189SH DFND7,94,121068
INTERNATIONAL BUSINESS MACHSCOM45920010129,936188,452SH DFND9168,553019,899
INTERNATIONAL BUSINESS MACHSCOM45920010104SHCallDFND9400
INTERNATIONAL FLAVORS&FRAGRACOM459506101100700SH DFND170000
INTERNATIONAL FLAVORS&FRAGRACOM45950610171500SH DFND1,350000
INTERNATIONAL FLAVORS&FRAGRACOM4595061011431,000SH DFND131,00000
INTERNATIONAL FLAVORS&FRAGRACOM45950610186600SH DFND1460000
INTERNATIONAL FLAVORS&FRAGRACOM459506101430SH DFND33000
INTERNATIONAL FLAVORS&FRAGRACOM4595061013512,453SH DFND71,5800873
INTERNATIONAL FLAVORS&FRAGRACOM45950610128195SH DFND919500
INTL PAPER COCOM4601461033587,462SH DFND15,52601,936
INTL PAPER COCOM4601461031062,200SH DFND1,32,20000
INTL PAPER COCOM46014610359512,400SH DFND1312,40000
INTL PAPER COCOM4601461031062,200SH DFND142,20000
INTL PAPER COCOM4601461038170SH DFND317000
INTL PAPER COCOM4601461032,81858,725SH DFND758,3820343
INTL PAPER COCOM46014610320407SH DFND7,940700
INTL PAPER COCOM46014610378016,265SH DFND912,82303,442
INTERPUBLIC GROUP COS INCCOM460690100341,513SH DFND11,51300
INTERPUBLIC GROUP COS INCCOM460690100642,850SH DFND1,32,85000
INTERPUBLIC GROUP COS INCCOM46069010022610,120SH DFND1310,12000
INTERPUBLIC GROUP COS INCCOM460690100401,800SH DFND141,80000
INTERPUBLIC GROUP COS INCCOM460690100341,542SH DFND31,54200
INTERPUBLIC GROUP COS INCCOM4606901001,39162,227SH DFND762,22700
INTERPUBLIC GROUP COS INCCOM460690100763,384SH DFND7,93,1780206
INTERPUBLIC GROUP COS INCCOM4606901001,68575,385SH DFND975,288097
INTERVAL LEISURE GROUP INCCOM46113M1083150SH DFND115000
INTERVAL LEISURE GROUP INCCOM46113M1085310SH DFND1431000
INTERVAL LEISURE GROUP INCCOM46113M108134SH DFND33400
INTERVAL LEISURE GROUP INCCOM46113M1081206,964SH DFND750006,464
INTERVAL LEISURE GROUP INCCOM46113M1082119SH DFND7,9101018
INTERVAL LEISURE GROUP INCCOM46113M108432,525SH DFND94902,476
INTUITIVE SURGICAL INCCOM NEW46120E6024,0365,568SH DFND15,518050
INTUITIVE SURGICAL INCCOM NEW46120E602181250SH DFND1,325000
INTUITIVE SURGICAL INCCOM NEW46120E6027971,100SH DFND131,10000
INTUITIVE SURGICAL INCCOM NEW46120E602260359SH DFND1435900
INTUITIVE SURGICAL INCCOM NEW46120E602261360SH DFND336000
INTUITIVE SURGICAL INCCOM NEW46120E602632872SH DFND7851021
INTUITIVE SURGICAL INCCOM NEW46120E6023345SH DFND7,94500
INTUITIVE SURGICAL INCCOM NEW46120E602244337SH DFND9310027
INTUITCOM4612021033843,490SH DFND11,73101,759
INTUITCOM4612021031891,720SH DFND1,31,72000
INTUITCOM4612021038918,100SH DFND138,10000
INTUITCOM4612021032992,720SH DFND142,72000
INTUITCOM46120210312105SH DFND310500
INTUITCOM4612021033,23029,360SH DFND728,5410819
INTUITCOM46120210357521SH DFND7,9470051
INTUITCOM4612021033523,196SH DFND93,0650131
INVESCO MORTGAGE CAPITAL INCCOM46131B10023615,508SH DFND715,50800
INVESCO MORTGAGE CAPITAL INCCOM46131B1001389,077SH DFND7,99,000077
INVESCO SR INCOME TRCOM46131H1078219,000SH DFND719,00000
INVESCO SR INCOME TRCOM46131H1079822,680SH DFND94,300018,380
INVESCO PA VALUE MUN INCOMECOM46132K10933524,657SH DFND124,65700
INVESCO DYNAMIC CR OPP FDCOM46132R10428824,450SH DFND724,45000
INVESTORS BANCORP INC NEWCOM46146L10123819,780SH DFND719,78000
INVESTORS BANCORP INC NEWCOM46146L101040SH DFND94000
IONIS PHARMACEUTICALS INCCOM4622221006164SH DFND116400
IONIS PHARMACEUTICALS INCCOM46222210025680SH DFND1,368000
IONIS PHARMACEUTICALS INCCOM4622221001393,800SH DFND133,80000
IONIS PHARMACEUTICALS INCCOM462222100511,380SH DFND141,38000
IONIS PHARMACEUTICALS INCCOM462222100140SH DFND34000
IONIS PHARMACEUTICALS INCCOM4622221002366,434SH DFND76,2410193
IONIS PHARMACEUTICALS INCCOM46222210005SH DFND9500
IROBOT CORPCOM4627261002255,114SH DFND75,11400
IRON MTN INC NEWCOM46284V10114382SH DFND138200
IRON MTN INC NEWCOM46284V101601,600SH DFND1,31,60000
IRON MTN INC NEWCOM46284V1012747,303SH DFND137,30300
IRON MTN INC NEWCOM46284V1011082,878SH DFND142,87800
IRON MTN INC NEWCOM46284V1014110SH DFND311000
IRON MTN INC NEWCOM46284V1011052,789SH DFND72,2300559
IRON MTN INC NEWCOM46284V101136SH DFND7,90036
IRON MTN INC NEWCOM46284V10189623,865SH DFND923,6880177
IRON MTN INC NEWCOM46284V10173119,469SH OTR1319,46900
ISHARES SILVER TRUSTISHARES46428Q10916900SH DFND190000
ISHARES SILVER TRUSTISHARES46428Q10932417,776SH DFND717,77600
ISHARES SILVER TRUSTISHARES46428Q1091618,850SH DFND93,85005,000
ISHARES GOLD TRUSTISHARES464285105191,480SH DFND11,48000
ISHARES GOLD TRUSTISHARES46428510595575,256SH DFND1,375,25600
ISHARES GOLD TRUSTISHARES46428510537229,331SH DFND729,33100
ISHARES GOLD TRUSTISHARES46428510540832,125SH DFND92,125030,000
ISHARESBELGIUM CAPD ETF46428630121711,495SH DFND711,49500
ISHARESMSCI CDA ETF46428650912475SH DFND147500
ISHARESMSCI CDA ETF46428650950819,780SH DFND719,78000
ISHARESMIN VOL EMRG MKT4642865332,05337,974SH DFND737,97400
ISHARESMIN VOL EMRG MKT4642865334398,123SH DFND98,12300
ISHARESMSCI EURZONE ETF46428660840411,718SH DFND711,71800
ISHARESMSCI PAC JP ETF46428666542610,075SH DFND710,07500
ISHARESMSCI PAC JP ETF4642866652285,400SH DFND95,40000
ISHARESMSCI FRANCE ETF46428670730712,723SH DFND712,72300
ISHARESMSCI SZ CAP ETF4642867492819,197SH DFND79,19700
ISHARESMSCI STH KOR ETF464286772701,210SH DFND71,21000
ISHARESMSCI STH KOR ETF4642867721903,275SH DFND932502,950
ISHARESMSCI GERMANY ETF46428680630011,407SH DFND711,40700
ISHARESMSCI GERMANY ETF464286806742,799SH DFND92,79900
ISHARESMSCI JAPAN ETF4642868489733SH DFND173300
ISHARESMSCI JAPAN ETF4642868481,531122,103SH DFND7122,10300
ISHARESMSCI JAPAN ETF464286848241,900SH DFND91,90000
ISHARES TRS&P 100 ETF4642871017187,488SH DFND17,393095
ISHARES TRS&P 100 ETF46428710110,581110,297SH DFND7110,29700
ISHARES TRS&P 100 ETF4642871011151,200SH DFND7,91,20000
ISHARES TRS&P 100 ETF4642871014,41846,058SH DFND946,05800
ISHARES TRMRNGSTR LG-CP GR4642871193082,525SH DFND72,52500
ISHARES TRSELECT DIVID ETF46428716887310,183SH DFND110,127056
ISHARES TRSELECT DIVID ETF4642871681531,787SH DFND1401,7870
ISHARES TRSELECT DIVID ETF46428716840,259469,819SH DFND7463,46906,350
ISHARES TRSELECT DIVID ETF4642871681,16413,581SH DFND7,913,58100
ISHARES TRSELECT DIVID ETF4642871687,35485,823SH DFND985,82300
ISHARES TRTIPS BD ETF46428717622,764195,412SH DFND1194,4410971
ISHARES TRTIPS BD ETF4642871763,39029,097SH DFND1329,09700
ISHARES TRTIPS BD ETF4642871761,30611,209SH DFND14011,2090
ISHARES TRTIPS BD ETF4642871762922,504SH DFND32,50400
ISHARES TRTIPS BD ETF46428717667,793581,968SH DFND7580,33901,629
ISHARES TRTIPS BD ETF4642871762,35720,235SH DFND7,920,211024
ISHARES TRTIPS BD ETF46428717661,630529,062SH DFND9523,6792555,128
ISHARES TRCHINA LG-CAP ETF4642871841513,967SH DFND73,96700
ISHARES TRCHINA LG-CAP ETF4642871842025,310SH DFND95,31000
ISHARES TRCORE S&P500 ETF46428720021,37798,258SH DFND174,486023,772
ISHARES TRCORE S&P500 ETF4642872002299SH DFND140990
ISHARES TRCORE S&P500 ETF4642872005932,725SH DFND32,72500
ISHARES TRCORE S&P500 ETF464287200101,213465,219SH DFND7465,128091
ISHARES TRCORE S&P500 ETF4642872003,22714,831SH DFND7,914,83100
ISHARES TRCORE S&P500 ETF46428720052,732242,378SH DFND9239,25503,123
ISHARES TRCORE US AGGBD ET4642872262822,509SH DFND12,50900
ISHARES TRCORE US AGGBD ET4642872268,03071,425SH DFND771,42500
ISHARES TRCORE US AGGBD ET4642872262201,961SH DFND91,96100
ISHARES TRMSCI EMG MKT ETF4642872348,620230,182SH DFND1229,4820700
ISHARES TRMSCI EMG MKT ETF4642872345141SH DFND301410
ISHARES TRMSCI EMG MKT ETF46428723424,956666,378SH DFND7666,37800
ISHARES TRMSCI EMG MKT ETF4642872345,181138,336SH DFND7,9138,33600
ISHARES TRMSCI EMG MKT ETF46428723432,754874,601SH DFND9869,50205,099
ISHARES TRMSCI EMG MKT ETF464287234535SHCallDFND93500
ISHARES TRMSCI EMG MKT ETF464287234235SHPutDFND93500
ISHARES TRIBOXX INV CP ETF4642872426,93856,324SH DFND753,99502,329
ISHARES TRIBOXX INV CP ETF4642872421,46611,899SH DFND911,89900
ISHARES TRS&P 500 GRWT ETF4642873091,35211,114SH DFND111,098016
ISHARES TRS&P 500 GRWT ETF4642873092,22018,247SH DFND14018,2470
ISHARES TRS&P 500 GRWT ETF46428730980,485661,558SH DFND7658,54303,015
ISHARES TRS&P 500 GRWT ETF46428730910,94689,968SH DFND7,989,96800
ISHARES TRS&P 500 GRWT ETF464287309266,6342,191,635SH DFND92,156,2221,65533,758
ISHARES TRS&P 500 GRWT ETF46428730901SHCallDFND7100
ISHARES TRGLOBAL ENERG ETF4642873411033,132SH DFND13,13200
ISHARES TRGLOBAL ENERG ETF46428734121650SH DFND365000
ISHARES TRGLOBAL ENERG ETF46428734192228,054SH DFND727,985069
ISHARES TRGLOBAL ENERG ETF464287341371,135SH DFND7,91,13500
ISHARES TRGLOBAL ENERG ETF46428734178123,773SH DFND922,77301,000
ISHARES TRNA NAT RES4642873741313,811SH DFND73,81100
ISHARES TRNA NAT RES4642873741033,000SH DFND93,00000
ISHARES TRS&P 500 VAL ETF4642874084554,791SH DFND14,79100
ISHARES TRS&P 500 VAL ETF4642874082,17122,860SH DFND14022,8600
ISHARES TRS&P 500 VAL ETF46428740848,693512,770SH DFND7510,37402,396
ISHARES TRS&P 500 VAL ETF4642874087,34877,382SH DFND7,977,38200
ISHARES TRS&P 500 VAL ETF46428740878,641828,149SH DFND9797,8821,83528,432
ISHARES TR20 YR TR BD ETF4642874322,42617,643SH DFND717,64300
ISHARES TR20 YR TR BD ETF4642874321381,000SH DFND91,00000
ISHARES TR7-10 Y TR BD ETF4642874401,0939,766SH DFND79,4240342
ISHARES TR1-3 YR TR BD ETF4642874573834,500SH DFND14,50000
ISHARES TR1-3 YR TR BD ETF4642874571,33515,704SH DFND715,4870217
ISHARES TR1-3 YR TR BD ETF4642874576297,393SH DFND97,39300
ISHARES TRMSCI EAFE ETF46428746531,712536,305SH DFND1524,800011,505
ISHARES TRMSCI EAFE ETF46428746581,7191,382,028SH DFND1,31,382,02800
ISHARES TRMSCI EAFE ETF46428746562910,640SH DFND14010,6400
ISHARES TRMSCI EAFE ETF46428746545,133763,280SH DFND3762,2211,0590
ISHARES TRMSCI EAFE ETF46428746575,0211,268,744SH DFND71,266,68702,057
ISHARES TRMSCI EAFE ETF46428746520,466346,112SH DFND7,9346,11200
ISHARES TRMSCI EAFE ETF464287465106,2081,796,186SH DFND91,747,038049,148
ISHARES TRMSCI EAFE ETF46428746502SHCallDFND7200
ISHARES TRMSCI EAFE ETF4642874658101SHCallDFND910100
ISHARES TRMSCI EAFE ETF464287465380SHPutDFND98000
ISHARES TRRUS MDCP VAL ETF46428747311,562150,608SH DFND1145,70304,905
ISHARES TRRUS MDCP VAL ETF4642874732,59633,815SH DFND1333,81500
ISHARES TRRUS MDCP VAL ETF4642874738103SH DFND301030
ISHARES TRRUS MDCP VAL ETF46428747313,441175,080SH DFND7175,08000
ISHARES TRRUS MDCP VAL ETF4642874736748,777SH DFND7,98,77700
ISHARES TRRUS MDCP VAL ETF46428747316,416213,838SH DFND9197,9081,03514,895
ISHARES TRRUS MD CP GR ETF4642874819,15494,013SH DFND187,85806,155
ISHARES TRRUS MD CP GR ETF46428748129,027298,110SH DFND1,3298,11000
ISHARES TRRUS MD CP GR ETF4642874812,56726,364SH DFND326,285790
ISHARES TRRUS MD CP GR ETF46428748118,878193,875SH DFND7192,9520923
ISHARES TRRUS MD CP GR ETF4642874818298,509SH DFND7,98,50900
ISHARES TRRUS MD CP GR ETF46428748121,665222,500SH DFND9206,803015,697
ISHARES TRRUS MID-CAP ETF4642874994,27024,498SH DFND123,9930505
ISHARES TRRUS MID-CAP ETF4642874993,67021,054SH DFND321,05400
ISHARES TRRUS MID-CAP ETF46428749916,85896,710SH DFND796,1880522
ISHARES TRRUS MID-CAP ETF4642874991,0666,113SH DFND7,96,11300
ISHARES TRRUS MID-CAP ETF46428749956,976326,850SH DFND9309,400017,450
ISHARES TRCORE S&P MCP ETF4642875074933,186SH DFND13,18600
ISHARES TRCORE S&P MCP ETF4642875079245,970SH DFND35,97000
ISHARES TRCORE S&P MCP ETF46428750725,913167,495SH DFND7166,18201,313
ISHARES TRCORE S&P MCP ETF4642875073172,051SH DFND7,92,05100
ISHARES TRCORE S&P MCP ETF46428750739,538255,564SH DFND9247,81007,754
ISHARES TRN AMER TECH ETF4642875491294SH DFND79400
ISHARES TRN AMER TECH ETF4642875493152,550SH DFND92,55000
ISHARES TRNASDQ BIOTEC ETF46428755630105SH DFND100105
ISHARES TRNASDQ BIOTEC ETF4642875564611,592SH DFND71,59200
ISHARES TRNASDQ BIOTEC ETF4642875569733,360SH DFND93,1330227
ISHARES TRNASDQ BIOTEC ETF46428755622SHCallDFND9200
ISHARES TRCOHEN&STEER REIT4642875649,76393,066SH DFND192,9060160
ISHARES TRCOHEN&STEER REIT4642875641,42713,605SH DFND1313,60500
ISHARES TRCOHEN&STEER REIT4642875643813,628SH DFND1403,6280
ISHARES TRCOHEN&STEER REIT46428756437,002352,734SH DFND7352,2340500
ISHARES TRCOHEN&STEER REIT4642875648448,049SH DFND7,98,039010
ISHARES TRCOHEN&STEER REIT46428756434,031324,411SH DFND9324,0320379
ISHARES TRGLOBAL 100 ETF4642875724756,332SH DFND76,33200
ISHARES TRU.S. CNSM SV ETF4642875802051,394SH DFND71,39400
ISHARES TRU.S. CNSM SV ETF4642875802211,500SH DFND91,50000
ISHARES TRRUS 1000 VAL ETF46428759825,442240,878SH DFND1209,771031,107
ISHARES TRRUS 1000 VAL ETF4642875982172,050SH DFND132,05000
ISHARES TRRUS 1000 VAL ETF4642875985925,606SH DFND141,0004,6060
ISHARES TRRUS 1000 VAL ETF4642875988,30178,589SH DFND378,0665230
ISHARES TRRUS 1000 VAL ETF46428759859,935567,457SH DFND7566,21001,247
ISHARES TRRUS 1000 VAL ETF4642875985,21249,346SH DFND7,949,34600
ISHARES TRRUS 1000 VAL ETF46428759879,661754,220SH DFND9751,58302,637
ISHARES TRRUS 1000 VAL ETF46428759802SHCallDFND7200
ISHARES TRS&P MC 400GR ETF4642876062,26112,941SH DFND112,94100
ISHARES TRS&P MC 400GR ETF4642876063,02517,314SH DFND317,31400
ISHARES TRS&P MC 400GR ETF4642876065,70332,638SH DFND732,4780160
ISHARES TRS&P MC 400GR ETF4642876063922,243SH DFND7,92,24300
ISHARES TRS&P MC 400GR ETF4642876066,09234,864SH DFND934,86400
ISHARES TRRUS 1000 GRW ETF46428761437,841363,259SH DFND1327,366035,893
ISHARES TRRUS 1000 GRW ETF4642876142142,050SH DFND132,05000
ISHARES TRRUS 1000 GRW ETF4642876145885,641SH DFND141,0004,6410
ISHARES TRRUS 1000 GRW ETF4642876149,43590,572SH DFND390,0395330
ISHARES TRRUS 1000 GRW ETF46428761496,339924,823SH DFND7923,62201,201
ISHARES TRRUS 1000 GRW ETF4642876145,22950,192SH DFND7,950,19200
ISHARES TRRUS 1000 GRW ETF464287614155,0501,488,428SH DFND91,482,05106,377
ISHARES TRRUS 1000 ETF46428762210,85490,101SH DFND190,10100
ISHARES TRRUS 1000 ETF4642876226585,460SH DFND135,46000
ISHARES TRRUS 1000 ETF4642876222412,000SH DFND142,00000
ISHARES TRRUS 1000 ETF4642876221961,623SH DFND31,62300
ISHARES TRRUS 1000 ETF46428762223,730196,997SH DFND7196,99700
ISHARES TRRUS 1000 ETF4642876222,23618,560SH DFND7,918,56000
ISHARES TRRUS 1000 ETF46428762223,622196,099SH DFND9194,02902,070
ISHARES TRRUS 2000 VAL ETF46428763016,987162,164SH DFND1159,57202,592
ISHARES TRRUS 2000 VAL ETF4642876301771,689SH DFND1401,6890
ISHARES TRRUS 2000 VAL ETF4642876301851,765SH DFND31,675900
ISHARES TRRUS 2000 VAL ETF46428763024,004229,157SH DFND7229,15700
ISHARES TRRUS 2000 VAL ETF4642876303,49433,352SH DFND7,933,35200
ISHARES TRRUS 2000 VAL ETF46428763044,578425,562SH DFND9424,33401,228
ISHARES TRRUS 2000 GRW ETF46428764829,598198,775SH DFND1193,32205,453
ISHARES TRRUS 2000 GRW ETF46428764821,593145,020SH DFND1,3145,02000
ISHARES TRRUS 2000 GRW ETF4642876481611,082SH DFND1401,0820
ISHARES TRRUS 2000 GRW ETF4642876485113,431SH DFND33,366650
ISHARES TRRUS 2000 GRW ETF46428764821,631145,270SH DFND7144,9630307
ISHARES TRRUS 2000 GRW ETF4642876483,15721,199SH DFND7,921,19900
ISHARES TRRUS 2000 GRW ETF46428764860,183404,184SH DFND9403,16001,024
ISHARES TRRUSSELL 2000 ETF46428765520,226162,839SH DFND1162,3660473
ISHARES TRRUSSELL 2000 ETF4642876555884,734SH DFND1404,7340
ISHARES TRRUSSELL 2000 ETF46428765513,112105,563SH DFND3105,3282350
ISHARES TRRUSSELL 2000 ETF46428765560,133484,121SH DFND7483,4740647
ISHARES TRRUSSELL 2000 ETF46428765513,034104,937SH DFND7,9104,93700
ISHARES TRRUSSELL 2000 ETF46428765552,576423,281SH DFND9412,741010,540
ISHARES TRRUSSELL 2000 ETF4642876551423SHCallDFND92300
ISHARES TRRUSSELL 2000 ETF464287655118SHPutDFND91800
ISHARES TRCORE RUSSELL GRW4642876712305,417SH DFND75,41700
ISHARES TRCORE RUSSELL GRW46428767136838SH DFND983800
ISHARES TRRUSSELL 3000 ETF4642876894633,610SH DFND72,6280982
ISHARES TRU.S. UTILITS ETF4642876971411,154SH DFND71,15400
ISHARES TRU.S. UTILITS ETF4642876971531,250SH DFND91,25000
ISHARES TRS&P MC 400VL ETF4642877051,70712,835SH DFND112,83500
ISHARES TRS&P MC 400VL ETF4642877055,62542,291SH DFND742,0260265
ISHARES TRS&P MC 400VL ETF4642877052561,928SH DFND7,91,92800
ISHARES TRS&P MC 400VL ETF4642877056,01345,214SH DFND945,21400
ISHARES TRU.S. TECH ETF4642877213412,864SH DFND72,86400
ISHARES TRU.S. TECH ETF4642877211,43212,030SH DFND912,03000
ISHARES TRU.S. REAL ES ETF4642877394966,154SH DFND76,15400
ISHARES TRU.S. REAL ES ETF46428773952644SH DFND7,964400
ISHARES TRU.S. REAL ES ETF46428773999612,350SH DFND912,1960154
ISHARES TRUS HLTHCARE ETF4642877623962,636SH DFND72,63600
ISHARES TRUS HLTHCARE ETF4642877621,63310,873SH DFND910,87300
ISHARES TRU.S. FINLS ETF464287788890SH DFND19000
ISHARES TRU.S. FINLS ETF4642877882963,294SH DFND73,29400
ISHARES TRU.S. FINLS ETF4642877881,92721,407SH DFND921,40700
ISHARES TRCORE S&P SCP ETF4642878042,17317,504SH DFND117,50400
ISHARES TRCORE S&P SCP ETF4642878049757,852SH DFND37,85200
ISHARES TRCORE S&P SCP ETF46428780414,361115,675SH DFND7115,2590416
ISHARES TRCORE S&P SCP ETF4642878042,43719,628SH DFND7,919,62800
ISHARES TRCORE S&P SCP ETF46428780422,808183,710SH DFND9170,37375012,587
ISHARES TRSP SMCP600VL ETF4642878792692,153SH DFND12,15300
ISHARES TRSP SMCP600VL ETF4642878798106,493SH DFND1406,4930
ISHARES TRSP SMCP600VL ETF46428787924,057192,747SH DFND7192,74700
ISHARES TRSP SMCP600VL ETF4642878792,09116,754SH DFND7,916,75400
ISHARES TRSP SMCP600VL ETF46428787928,102225,161SH DFND9220,798854,278
ISHARES TRSP SMCP600GR ETF4642878873582,614SH DFND12,61400
ISHARES TRSP SMCP600GR ETF4642878878085,893SH DFND1405,8930
ISHARES TRSP SMCP600GR ETF46428788724,063175,491SH DFND7175,49100
ISHARES TRSP SMCP600GR ETF4642878871,3349,732SH DFND7,99,73200
ISHARES TRSP SMCP600GR ETF46428788728,983211,369SH DFND9202,763858,521
ISHARES TRMSCI ACWI EX US4642882401273,062SH DFND1403,0620
ISHARES TRMSCI ACWI EX US4642882401,02924,796SH DFND724,79600
ISHARES TREAFE SML CP ETF4642882732,32944,438SH DFND144,43800
ISHARES TREAFE SML CP ETF4642882736115SH DFND1401150
ISHARES TREAFE SML CP ETF4642882736,031115,069SH DFND7115,06900
ISHARES TREAFE SML CP ETF46428827392917,731SH DFND7,917,73100
ISHARES TREAFE SML CP ETF46428827316,874321,956SH DFND9321,95600
ISHARES TRJP MOR EM MK ETF4642882811,42112,125SH DFND712,12500
ISHARES TRJP MOR EM MK ETF4642882813953,371SH DFND91,30602,065
ISHARES TRGLB INFRASTR ETF4642883729205SH DFND720500
ISHARES TRGLB INFRASTR ETF4642883723147,557SH DFND97,55700
ISHARES TRNATIONAL MUN ETF464288414104925SH DFND192500
ISHARES TRNATIONAL MUN ETF4642884141,46312,978SH DFND712,2940684
ISHARES TRNATIONAL MUN ETF46428841410,90696,724SH DFND996,72400
ISHARES TRINTL SEL DIV ETF4642884489300SH DFND130000
ISHARES TRINTL SEL DIV ETF4642884482147,147SH DFND77,14700
ISHARES TRINTL SEL DIV ETF4642884484,829161,077SH DFND9161,07700
ISHARES TRIBOXX HI YD ETF46428851326296SH DFND129600
ISHARES TRIBOXX HI YD ETF4642885133,56340,837SH DFND728,355012,482
ISHARES TRIBOXX HI YD ETF4642885135646,469SH DFND96,46900
ISHARES TRMRG RL ES CP ETF46428853939237,257SH DFND737,25700
ISHARES TRMBS ETF46428858886784SH DFND178400
ISHARES TRMBS ETF4642885881,0359,397SH DFND77,34802,049
ISHARES TRMBS ETF46428858888800SH DFND980000
ISHARES TRINTRM GOV/CR ETF46428861210,06889,220SH DFND389,22000
ISHARES TRINTRM GOV/CR ETF46428861252465SH DFND746500
ISHARES TRINTERM CR BD ETF46428863892825SH DFND182500
ISHARES TRINTERM CR BD ETF4642886381,59914,356SH DFND710,99503,361
ISHARES TRINTERM CR BD ETF4642886385575,000SH DFND95,00000
ISHARES TR1-3 YR CR BD ETF46428864621200SH DFND120000
ISHARES TR1-3 YR CR BD ETF4642886461,56814,825SH DFND714,82500
ISHARES TR1-3 YR CR BD ETF4642886461,61115,228SH DFND915,22800
ISHARES TR10-20 YR TRS ETF4642886532791,927SH DFND733901,588
ISHARES TR3-7 YR TR BD ETF4642886614,58336,216SH DFND134,10702,109
ISHARES TR3-7 YR TR BD ETF4642886611,70913,502SH DFND313,50200
ISHARES TR3-7 YR TR BD ETF4642886616114,830SH DFND74,83000
ISHARES TRU.S. PFD STK ETF4642886872746,945SH DFND16,94500
ISHARES TRU.S. PFD STK ETF4642886873,54789,809SH DFND772,651017,158
ISHARES TRU.S. PFD STK ETF4642886873368,512SH DFND98,51200
ISHARES TRU.S. MED DVC ETF4642888102691,848SH DFND71,84800
ISHARES TRU.S. MED DVC ETF46428881073500SH DFND950000
ISHARES TRUS OIL&GS EX ETF46428885197715,887SH DFND715,88700
ISHARES TRUS OIL&GS EX ETF46428885131500SH DFND900500
ISHARES TRMICRO-CAP ETF4642888691101,413SH DFND71,41300
ISHARES TRMICRO-CAP ETF4642888692403,072SH DFND93,07200
ISHARES TREAFE VALUE ETF46428887710,812234,231SH DFND1233,5060725
ISHARES TREAFE VALUE ETF46428887712,491270,605SH DFND7270,60500
ISHARES TREAFE VALUE ETF46428887773315,890SH DFND7,915,89000
ISHARES TREAFE VALUE ETF46428887720,582445,875SH DFND9442,8351,3501,690
ISHARES TREAFE GRWTH ETF46428888511,371166,287SH DFND1164,01502,272
ISHARES TREAFE GRWTH ETF46428888514,652214,271SH DFND7214,27100
ISHARES TREAFE GRWTH ETF46428888510,143148,340SH DFND7,9148,34000
ISHARES TREAFE GRWTH ETF46428888539,225573,637SH DFND9568,9874104,240
ISHARESMSCI EURO FL ETF464289180251,479SH DFND11,47900
ISHARESMSCI EURO FL ETF46428918072942,455SH DFND742,45500
ISHARESMSCI EURO FL ETF4642891801589,226SH DFND7,99,22600
ISHARESMSCI EURO FL ETF46428918089452,105SH DFND952,10500
ISHARESRUS TP200 VL ETF464289420481,095SH DFND19390156
ISHARESRUS TP200 VL ETF464289420801,820SH DFND71,82000
ISHARESRUS TP200 VL ETF4642894201,02523,200SH DFND923,20000
ISHARESRUS TP200 GR ETF4642894384,60782,471SH DFND182,1520319
ISHARESRUS TP200 GR ETF4642894381392,487SH DFND72,48700
ISHARESRUS TP200 GR ETF4642894381,11419,946SH DFND919,94600
ISHARES TRCORE US TR BD46429B2674,616176,976SH DFND7176,97600
ISHARES TRFLTG RATE BD ETF46429B65575514,886SH DFND714,797089
ISHARES TRCORE HIGH DV ETF46429B66346,041566,450SH DFND1344,8540221,596
ISHARES TRCORE HIGH DV ETF46429B6632412,969SH DFND1402,9690
ISHARES TRCORE HIGH DV ETF46429B6635927,285SH DFND37,28500
ISHARES TRCORE HIGH DV ETF46429B6639,779120,316SH DFND7120,31600
ISHARES TRCORE HIGH DV ETF46429B6632412,964SH DFND7,92,96400
ISHARES TRCORE HIGH DV ETF46429B6631,03112,689SH DFND912,68900
ISHARES TRMIN VOL EAFE ETF46429B6896099,010SH DFND79,01000
ISHARES TRMIN VOL EAFE ETF46429B6891352,000SH DFND7,92,00000
ISHARES TRMIN VOL USA ETF46429B6978,967197,371SH DFND7197,37100
ISHARES TRMIN VOL USA ETF46429B6973537,769SH DFND97,76900
ISHARES TRCORE MSCITOTAL46432F83410,941209,512SH DFND1204,30005,212
ISHARES TRCORE MSCITOTAL46432F8341,82734,994SH DFND334,99400
ISHARES TRCORE MSCITOTAL46432F83417,277330,851SH DFND7330,85100
ISHARES TRCORE MSCITOTAL46432F83430565SH DFND7,956500
ISHARES TRCORE MSCITOTAL46432F83410,468200,458SH DFND9200,45800
ISHARES TRCORE MSCI EAFE46432F8422,85851,833SH DFND751,83300
ISHARES INCCORE MSCI EMKT46434G10312,567275,536SH DFND1264,528011,008
ISHARES INCCORE MSCI EMKT46434G10313,190289,200SH DFND1,3289,20000
ISHARES INCCORE MSCI EMKT46434G10316,018351,200SH DFND13351,20000
ISHARES INCCORE MSCI EMKT46434G1031,38230,296SH DFND14030,2960
ISHARES INCCORE MSCI EMKT46434G1035,707125,122SH DFND3124,7273950
ISHARES INCCORE MSCI EMKT46434G10340,973898,344SH DFND7898,34400
ISHARES INCCORE MSCI EMKT46434G1031,88941,409SH DFND7,941,1520257
ISHARES INCCORE MSCI EMKT46434G10362,2011,363,763SH DFND91,361,79301,970
ISHARES TRMSCI UTD KNGDM46434V54859137,305SH DFND737,30500
ISHARES TRMSCI UTD KNGDM46434V5481006,300SH DFND9006,300
ISHARES TRCUR HD EURZN ETF46434V63955422,331SH DFND122,0920239
ISHARES TRCUR HD EURZN ETF46434V63969628,069SH DFND728,06900
ISHARES TRCUR HD EURZN ETF46434V6394160SH DFND7,916000
ISHARES TRCUR HD EURZN ETF46434V6391,93377,976SH DFND977,97600
ISHARES TRHDG MSCI EAFE46434V8032198,822SH DFND78,82200
ISHARES TRHDG MSCI EAFE46434V8031,43557,851SH DFND915,115042,736
ISHARES TRHDG MSCI JAPAN46434V8861,03341,685SH DFND741,68500
ITC HLDGS CORPCOM46568510519400SH DFND1,340000
ITC HLDGS CORPCOM465685105360SH DFND36000
ITC HLDGS CORPCOM4656851052946,318SH DFND76,31800
ITC HLDGS CORPCOM4656851052806,021SH DFND96,02100
JPMORGAN CHASE & COCOM46625H10023,954359,719SH DFND1325,461034,258
JPMORGAN CHASE & COCOM46625H1001,74626,216SH DFND1,326,21600
JPMORGAN CHASE & COCOM46625H1006,56098,520SH DFND1398,52000
JPMORGAN CHASE & COCOM46625H1002,09831,508SH DFND1428,4323,0760
JPMORGAN CHASE & COCOM46625H1003,77956,749SH DFND356,74900
JPMORGAN CHASE & COCOM46625H10061,334921,077SH DFND7909,954011,123
JPMORGAN CHASE & COCOM46625H10010,737161,233SH DFND7,9161,0810152
JPMORGAN CHASE & COCOM46625H10048,856733,687SH DFND9687,700045,987
JPMORGAN CHASE & COCOM46625H100016SHCallDFND71600
JPMORGAN CHASE & COCOM46625H1002123SHCallDFND92300
JPMORGAN CHASE & COALERIAN ML ETN46625H36549115,589SH DFND715,58900
JPMORGAN CHASE & COALERIAN ML ETN46625H3651,35042,857SH DFND940,10702,750
J P MORGAN EXCHANGE TRADED FDIV RTN INT EQ46641Q2091,18522,644SH DFND722,64400
JACOBS ENGR GROUP INC DELCOM469814107661,274SH DFND11,27400
JACOBS ENGR GROUP INC DELCOM46981410780315,520SH DFND1,3720014,800
JACOBS ENGR GROUP INC DELCOM4698141072154,150SH DFND134,15000
JACOBS ENGR GROUP INC DELCOM469814107621,200SH DFND141,20000
JACOBS ENGR GROUP INC DELCOM4698141071282,478SH DFND32,47800
JACOBS ENGR GROUP INC DELCOM4698141071272,462SH DFND72,363099
JACOBS ENGR GROUP INC DELCOM469814107240SH DFND7,90040
JACOBS ENGR GROUP INC DELCOM4698141071753,387SH DFND93,38700
JETBLUE AIRWAYS CORPCOM477143101382,230SH DFND1,32,23000
JETBLUE AIRWAYS CORPCOM477143101241,400SH DFND141,40000
JETBLUE AIRWAYS CORPCOM4771431012145SH DFND314500
JETBLUE AIRWAYS CORPCOM47714310110588SH DFND758800
JETBLUE AIRWAYS CORPCOM4771431011418,179SH DFND98,17900
JOHNSON & JOHNSONCOM47816010455,379468,795SH DFND1442,754026,041
JOHNSON & JOHNSONCOM4781601043,63330,755SH DFND1,330,75500
JOHNSON & JOHNSONCOM4781601049,25078,300SH DFND1378,30000
JOHNSON & JOHNSONCOM4781601042,91424,668SH DFND1422,8121,8560
JOHNSON & JOHNSONCOM4781601043,57030,218SH DFND330,21800
JOHNSON & JOHNSONCOM47816010484,071711,684SH DFND7701,192010,492
JOHNSON & JOHNSONCOM47816010427,000228,564SH DFND7,9228,4470117
JOHNSON & JOHNSONCOM478160104141,2421,195,653SH DFND91,110,431085,222
JONES LANG LASALLE INCCOM48020Q107108950SH DFND1395000
JONES LANG LASALLE INCCOM48020Q10758510SH DFND1451000
JONES LANG LASALLE INCCOM48020Q107215SH DFND31500
JONES LANG LASALLE INCCOM48020Q1072972,613SH DFND72,0880525
JONES LANG LASALLE INCCOM48020Q1071391,220SH DFND91,22000
JUNIPER NETWORKS INCCOM48203R104662,760SH DFND1,32,76000
JUNIPER NETWORKS INCCOM48203R10425010,390SH DFND1310,39000
JUNIPER NETWORKS INCCOM48203R104542,230SH DFND142,23000
JUNIPER NETWORKS INCCOM48203R1044160SH DFND316000
JUNIPER NETWORKS INCCOM48203R10449420,530SH DFND717,63002,900
JUNIPER NETWORKS INCCOM48203R10417687SH DFND7,9665022
JUNIPER NETWORKS INCCOM48203R104251,040SH DFND91,04000
KAR AUCTION SVCS INCCOM48238T1091,23128,527SH DFND1,3920027,607
KAR AUCTION SVCS INCCOM48238T1091774,100SH DFND134,10000
KAR AUCTION SVCS INCCOM48238T10935800SH DFND1480000
KAR AUCTION SVCS INCCOM48238T109365SH DFND36500
KAR AUCTION SVCS INCCOM48238T10921487SH DFND7670420
KAR AUCTION SVCS INCCOM48238T10937852SH DFND985200
KBR INCCOM48242W106201,310SH DFND1,31,31000
KBR INCCOM48242W106674,450SH DFND134,45000
KBR INCCOM48242W106161,080SH DFND141,08000
KBR INCCOM48242W1062115SH DFND311500
KBR INCCOM48242W106211,386SH DFND71,37808
KBR INCCOM48242W106174SH DFND7,90074
KBR INCCOM48242W106241,597SH DFND92501,572
KLA-TENCOR CORPCOM482480100794SH DFND19400
KLA-TENCOR CORPCOM4824801001031,480SH DFND1,31,48000
KLA-TENCOR CORPCOM4824801004085,850SH DFND135,85000
KLA-TENCOR CORPCOM4824801001251,790SH DFND141,79000
KLA-TENCOR CORPCOM482480100680SH DFND38000
KLA-TENCOR CORPCOM48248010036521SH DFND751308
KLA-TENCOR CORPCOM48248010011155SH DFND7,915500
KLA-TENCOR CORPCOM48248010051738SH DFND973800
KLA-TENCOR CORPCOM4824801003555,086SH OTR135,08600
K2M GROUP HLDGS INCCOM48273J107169SH DFND76900
K2M GROUP HLDGS INCCOM48273J10725614,384SH OTR1314,38400
KAMAN CORPCOM48354810318403SH DFND140300
KAMAN CORPCOM4835481034329,835SH DFND1,3009,835
KAMAN CORPCOM483548103892,035SH DFND32,03500
KAMAN CORPCOM48354810330685SH DFND7655030
KAMAN CORPCOM4835481031132,567SH DFND7,92,56700
KAMAN CORPCOM4835481033117,083SH DFND97,08300
KANSAS CITY SOUTHERNCOM NEW48517030220212SH DFND121200
KANSAS CITY SOUTHERNCOM NEW48517030273780SH DFND1,378000
KANSAS CITY SOUTHERNCOM NEW4851703022032,180SH DFND132,18000
KANSAS CITY SOUTHERNCOM NEW485170302961,025SH DFND141,02500
KANSAS CITY SOUTHERNCOM NEW485170302550SH DFND35000
KANSAS CITY SOUTHERNCOM NEW4851703029179,827SH DFND79,804023
KANSAS CITY SOUTHERNCOM NEW48517030222240SH DFND7,924000
KANSAS CITY SOUTHERNCOM NEW4851703021,58016,931SH DFND91,681015,250
KAYNE ANDERSON MLP INVT COCOM48660610681339,425SH DFND739,42500
KELLOGG COCOM4878361081,29516,713SH DFND116,71300
KELLOGG COCOM487836108851,100SH DFND1,31,10000
KELLOGG COCOM4878361082323,000SH DFND133,00000
KELLOGG COCOM487836108851,100SH DFND141,10000
KELLOGG COCOM4878361088100SH DFND310000
KELLOGG COCOM48783610894412,188SH DFND712,0750113
KELLOGG COCOM48783610835450SH DFND7,9415035
KELLOGG COCOM48783610886511,163SH DFND910,5720591
KELLOGG COCOM4878361086438,300SH OTR138,30000
KEYCORP NEWCOM4932671088680SH DFND168000
KEYCORP NEWCOM49326710823319,144SH DFND1319,14400
KEYCORP NEWCOM49326710816113,200SH DFND1413,20000
KEYCORP NEWCOM4932671084337SH DFND333700
KEYCORP NEWCOM49326710852543,114SH DFND727,883015,231
KEYCORP NEWCOM493267108121,025SH DFND7,98820143
KEYCORP NEWCOM493267108937,622SH DFND96,54601,076
KEYSIGHT TECHNOLOGIES INCCOM49338L10330934SH DFND16290305
KEYSIGHT TECHNOLOGIES INCCOM49338L103411,300SH DFND1,31,30000
KEYSIGHT TECHNOLOGIES INCCOM49338L103692,190SH DFND142,19000
KEYSIGHT TECHNOLOGIES INCCOM49338L103380SH DFND38000
KEYSIGHT TECHNOLOGIES INCCOM49338L103521,628SH DFND71,617011
KEYSIGHT TECHNOLOGIES INCCOM49338L10312390SH DFND7,938406
KEYSIGHT TECHNOLOGIES INCCOM49338L1031414,444SH DFND92,62101,823
KEYW HLDG CORPCOM49372310021919,804SH DFND1,30019,804
KEYW HLDG CORPCOM493723100151SH DFND70051
KILROY RLTY CORPCOM49427F10835500SH DFND1,350000
KILROY RLTY CORPCOM49427F1082723,925SH DFND133,92500
KILROY RLTY CORPCOM49427F108340SH DFND34000
KILROY RLTY CORPCOM49427F108339SH DFND73900
KILROY RLTY CORPCOM49427F108111SH DFND7,90011
KILROY RLTY CORPCOM49427F1081,39120,060SH OTR1320,06000
KIMBERLY CLARK CORPCOM4943681035,78045,823SH DFND143,24802,575
KIMBERLY CLARK CORPCOM4943681032141,700SH DFND1,31,70000
KIMBERLY CLARK CORPCOM4943681037445,900SH DFND135,90000
KIMBERLY CLARK CORPCOM4943681032401,900SH DFND141,90000
KIMBERLY CLARK CORPCOM49436810320160SH DFND316000
KIMBERLY CLARK CORPCOM4943681038,91170,648SH DFND770,4630185
KIMBERLY CLARK CORPCOM4943681032071,643SH DFND7,91,63805
KIMBERLY CLARK CORPCOM4943681039,06171,829SH DFND956,730015,099
KIMCO RLTY CORPCOM49446R109812,800SH DFND1,32,80000
KIMCO RLTY CORPCOM49446R10937612,980SH DFND1312,98000
KIMCO RLTY CORPCOM49446R1091364,710SH DFND144,71000
KIMCO RLTY CORPCOM49446R1095175SH DFND317500
KIMCO RLTY CORPCOM49446R10947316,322SH DFND716,32200
KIMCO RLTY CORPCOM49446R10921740SH DFND7,974000
KIMCO RLTY CORPCOM49446R1092067,115SH DFND96,7370378
KIMCO RLTY CORPCOM49446R1092,88299,554SH OTR1399,55400
KINDER MORGAN INC DELCOM49456B1011446,246SH DFND15,8570389
KINDER MORGAN INC DELCOM49456B10130213,060SH DFND1,313,06000
KINDER MORGAN INC DELCOM49456B1011,24653,855SH DFND1353,85500
KINDER MORGAN INC DELCOM49456B10137316,140SH DFND1416,14000
KINDER MORGAN INC DELCOM49456B10120865SH DFND386500
KINDER MORGAN INC DELCOM49456B1012,399103,698SH DFND780,568023,130
KINDER MORGAN INC DELCOM49456B10111495SH DFND7,9414081
KINDER MORGAN INC DELCOM49456B1011,05145,423SH DFND928,189017,234
KINDER MORGAN INC DELPFD SER A49456B2006117SH DFND711700
KINDER MORGAN INC DELPFD SER A49456B20095119,000SH DFND91,000018,000
KINGSTONE COS INCCOM49671910527730,000SH DFND730,00000
KNOWLES CORPCOM49926D1096459SH DFND145900
KNOWLES CORPCOM49926D10952237,124SH DFND1,30037,124
KNOWLES CORPCOM49926D109634,457SH DFND34,45700
KNOWLES CORPCOM49926D10920414,510SH DFND714,2770233
KNOWLES CORPCOM49926D1092160SH DFND7,916000
KNOWLES CORPCOM49926D10948934,804SH DFND934,80400
KOHLS CORPCOM5002551047150SH DFND115000
KOHLS CORPCOM5002551042505,725SH DFND1,31,28004,445
KOHLS CORPCOM5002551043077,010SH DFND137,01000
KOHLS CORPCOM50025510440910SH DFND1491000
KOHLS CORPCOM50025510430676SH DFND367600
KOHLS CORPCOM50025510483018,972SH DFND718,951021
KOHLS CORPCOM50025510413305SH DFND7,930500
KOHLS CORPCOM5002551041844,212SH DFND94,21200
KOHLS CORPCOM5002551041593,630SH OTR133,63000
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031384,679SH DFND14,67900
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031705,750SH DFND35,75000
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230352017,576SH DFND717,499077
KONINKLIJKE PHILIPS N VNY REG SH NEW500472303862,904SH DFND7,92,90400
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031,83762,073SH DFND952,38309,690
KRAFT HEINZ COCOM5007541064,88954,620SH DFND153,8930727
KRAFT HEINZ COCOM5007541062422,700SH DFND1,32,70000
KRAFT HEINZ COCOM5007541061,13712,700SH DFND1312,70000
KRAFT HEINZ COCOM5007541062953,300SH DFND143,30000
KRAFT HEINZ COCOM50075410623255SH DFND325500
KRAFT HEINZ COCOM5007541064,26047,590SH DFND745,98201,608
KRAFT HEINZ COCOM5007541063303,685SH DFND7,93,671014
KRAFT HEINZ COCOM50075410611,757131,351SH DFND9129,55801,793
KRAFT HEINZ COCOM50075410606SHCallDFND7600
KROGER COCOM50104410136412,255SH DFND112,25500
KROGER COCOM5010441011314,400SH DFND1,34,40000
KROGER COCOM50104410162020,900SH DFND1320,90000
KROGER COCOM5010441011816,100SH DFND146,10000
KROGER COCOM5010441011675,632SH DFND35,63200
KROGER COCOM5010441011,54852,170SH DFND746,28705,883
KROGER COCOM501044101391,326SH DFND7,91,32600
KROGER COCOM50104410150917,140SH DFND912,95604,184
L BRANDS INCCOM5017971041401,982SH DFND11,98200
L BRANDS INCCOM5017971041201,690SH DFND1,31,69000
L BRANDS INCCOM5017971044326,110SH DFND136,11000
L BRANDS INCCOM5017971041642,320SH DFND142,32000
L BRANDS INCCOM5017971047100SH DFND310000
L BRANDS INCCOM5017971042954,166SH DFND74,085081
L BRANDS INCCOM5017971041391,970SH DFND7,91,97000
L BRANDS INCCOM5017971043655,156SH DFND93,59201,564
LHC GROUP INCCOM50187A1078206SH DFND700206
LHC GROUP INCCOM50187A1072817,630SH OTR137,63000
LKQ CORPCOM5018892081744,900SH DFND11,06503,835
LKQ CORPCOM501889208701,980SH DFND1,31,98000
LKQ CORPCOM5018892082767,780SH DFND137,78000
LKQ CORPCOM5018892081283,600SH DFND143,60000
LKQ CORPCOM5018892084106SH DFND310600
LKQ CORPCOM5018892081,07330,255SH DFND727,94402,311
LKQ CORPCOM50188920840611,456SH DFND911,45600
LKQ CORPCOM5018892081,36438,470SH OTR1338,47000
LTC PPTYS INCCOM50217510226503SH DFND150300
LTC PPTYS INCCOM502175102541,032SH DFND31,03200
LTC PPTYS INCCOM502175102531,025SH DFND71,02500
LTC PPTYS INCCOM50217510235672SH DFND967200
LTC PPTYS INCCOM5021751021693,245SH OTR133,24500
L-3 COMMUNICATIONS HLDGS INCCOM50242410486570SH DFND1,357000
L-3 COMMUNICATIONS HLDGS INCCOM5024241043032,010SH DFND132,01000
L-3 COMMUNICATIONS HLDGS INCCOM50242410487580SH DFND1458000
L-3 COMMUNICATIONS HLDGS INCCOM502424104745SH DFND34500
L-3 COMMUNICATIONS HLDGS INCCOM5024241049726,448SH DFND76,2290219
L-3 COMMUNICATIONS HLDGS INCCOM50242410415SH DFND7,9005
L-3 COMMUNICATIONS HLDGS INCCOM5024241042491,655SH DFND91,570085
L-3 COMMUNICATIONS HLDGS INCCOM5024241044312,860SH OTR132,86000
L-3 COMMUNICATIONS HLDGS INCCOM50242410415SHCallDFND9500
LABORATORY CORP AMER HLDGSCOM NEW50540R4091393SH DFND19300
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,1148,100SH DFND1,365007,450
LABORATORY CORP AMER HLDGSCOM NEW50540R4093932,857SH DFND132,85700
LABORATORY CORP AMER HLDGSCOM NEW50540R409130942SH DFND1494200
LABORATORY CORP AMER HLDGSCOM NEW50540R4091611,170SH DFND31,17000
LABORATORY CORP AMER HLDGSCOM NEW50540R4093,33124,231SH DFND723,5110720
LABORATORY CORP AMER HLDGSCOM NEW50540R4097585,516SH DFND7,95,495021
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,0827,873SH DFND93,67304,200
LAKELAND BANCORP INCCOM51163710030922,000SH DFND722,00000
LAM RESEARCH CORPNOTE 1.250% 5/1512807AL23019,000PRN DFND919,00000
LAM RESEARCH CORPCOM5128071081561,643SH DFND11,64300
LAM RESEARCH CORPCOM5128071081021,080SH DFND1,31,08000
LAM RESEARCH CORPCOM5128071085475,780SH DFND135,78000
LAM RESEARCH CORPCOM5128071081251,318SH DFND141,31800
LAM RESEARCH CORPCOM512807108771SH DFND37100
LAM RESEARCH CORPCOM5128071082,36324,951SH DFND724,941010
LAM RESEARCH CORPCOM5128071081671,768SH DFND7,91,722046
LAM RESEARCH CORPCOM5128071087577,998SH DFND97,0020996
LAM RESEARCH CORPCOM512807108610SHCallDFND91000
LAMAR ADVERTISING CO NEWCL A51281610910149SH DFND114900
LAMAR ADVERTISING CO NEWCL A5128161091572,400SH DFND132,40000
LAMAR ADVERTISING CO NEWCL A512816109731,120SH DFND141,12000
LAMAR ADVERTISING CO NEWCL A512816109235SH DFND33500
LAMAR ADVERTISING CO NEWCL A5128161092053,143SH DFND72,2950848
LAMAR ADVERTISING CO NEWCL A512816109117SH DFND7,90017
LAMAR ADVERTISING CO NEWCL A51281610964978SH DFND997800
LANDSTAR SYS INCCOM51509810117249SH DFND124900
LANDSTAR SYS INCCOM51509810125360SH DFND1,336000
LANDSTAR SYS INCCOM5150981011081,590SH DFND131,59000
LANDSTAR SYS INCCOM51509810127400SH DFND1440000
LANDSTAR SYS INCCOM515098101911,335SH DFND31,33500
LANDSTAR SYS INCCOM5150981014877,151SH DFND76,1590992
LANDSTAR SYS INCCOM5150981011081,593SH DFND7,91,59300
LANDSTAR SYS INCCOM5150981014436,506SH DFND96,50600
LAREDO PETROLEUM INCCOM516806106141,080SH DFND1,31,08000
LAREDO PETROLEUM INCCOM5168061061128,700SH DFND138,70000
LAREDO PETROLEUM INCCOM5168061065400SH DFND1440000
LAREDO PETROLEUM INCCOM516806106184SH DFND7,90084
LAS VEGAS SANDS CORPCOM51783410716270SH DFND127000
LAS VEGAS SANDS CORPCOM5178341071382,390SH DFND1,32,39000
LAS VEGAS SANDS CORPCOM5178341075489,520SH DFND139,52000
LAS VEGAS SANDS CORPCOM5178341071552,700SH DFND142,70000
LAS VEGAS SANDS CORPCOM5178341079155SH DFND315500
LAS VEGAS SANDS CORPCOM5178341074688,131SH DFND78,13100
LAS VEGAS SANDS CORPCOM517834107230SH DFND7,90030
LAS VEGAS SANDS CORPCOM5178341071733,005SH DFND92,4560549
LAS VEGAS SANDS CORPCOM5178341074,17772,597SH OTR1372,59700
LASALLE HOTEL PPTYSCOM SH BEN INT517942108622,592SH DFND71702,575
LASALLE HOTEL PPTYSCOM SH BEN INT517942108010SH DFND91000
LASALLE HOTEL PPTYSCOM SH BEN INT5179421082209,210SH OTR139,21000
LAUDER ESTEE COS INCCL A5184391041,16413,139SH DFND111,11802,021
LAUDER ESTEE COS INCCL A518439104971,100SH DFND1,31,10000
LAUDER ESTEE COS INCCL A5184391042833,200SH DFND133,20000
LAUDER ESTEE COS INCCL A518439104971,100SH DFND141,10000
LAUDER ESTEE COS INCCL A518439104890SH DFND39000
LAUDER ESTEE COS INCCL A5184391045225,896SH DFND75,805091
LAUDER ESTEE COS INCCL A51843910443484SH DFND7,9440044
LAUDER ESTEE COS INCCL A5184391048699,814SH DFND91,57108,243
LEAR CORPCOM NEW521865204112921SH DFND192100
LEAR CORPCOM NEW52186520469570SH DFND1,357000
LEAR CORPCOM NEW5218652043032,500SH DFND132,50000
LEAR CORPCOM NEW521865204109900SH DFND1490000
LEAR CORPCOM NEW521865204540SH DFND34000
LEAR CORPCOM NEW5218652041,61213,299SH DFND713,29603
LEAR CORPCOM NEW5218652041241,027SH DFND7,91,02700
LEAR CORPCOM NEW5218652046075,010SH DFND95,01000
LEAR CORPCOM NEW5218652044003,297SH OTR133,29700
LEGGETT & PLATT INCCOM52466010729635SH DFND163500
LEGGETT & PLATT INCCOM524660107461,000SH DFND1,31,00000
LEGGETT & PLATT INCCOM5246601071673,670SH DFND133,67000
LEGGETT & PLATT INCCOM524660107841,850SH DFND141,85000
LEGGETT & PLATT INCCOM524660107495SH DFND39500
LEGGETT & PLATT INCCOM5246601072806,149SH DFND76,14900
LEGGETT & PLATT INCCOM5246601079189SH DFND7,918900
LEGGETT & PLATT INCCOM5246601072,33051,126SH DFND936,926014,200
LEGACY TEX FINL GROUP INCCOM52471Y10637511,866SH DFND1,30011,866
LEIDOS HLDGS INCCOM5253271026139SH DFND113900
LEIDOS HLDGS INCCOM52532710234790SH DFND1,379000
LEIDOS HLDGS INCCOM525327102952,200SH DFND132,20000
LEIDOS HLDGS INCCOM5253271024100SH DFND1410000
LEIDOS HLDGS INCCOM52532710234775SH DFND377500
LEIDOS HLDGS INCCOM525327102932,157SH DFND72,15700
LEIDOS HLDGS INCCOM525327102124SH DFND7,90024
LEIDOS HLDGS INCCOM525327102641,482SH DFND935101,131
LENNAR CORPCL A5260571049220SH DFND122000
LENNAR CORPCL A526057104531,260SH DFND1,31,26000
LENNAR CORPCL A5260571041613,810SH DFND133,81000
LENNAR CORPCL A52605710413300SH DFND1430000
LENNAR CORPCL A526057104490SH DFND39000
LENNAR CORPCL A52605710447411,189SH DFND711,151038
LENNAR CORPCL A52605710443910,362SH DFND95,08205,280
LENNOX INTL INCCOM52610710722140SH DFND114000
LENNOX INTL INCCOM52610710735220SH DFND1,322000
LENNOX INTL INCCOM5261071072341,490SH DFND131,49000
LENNOX INTL INCCOM52610710779500SH DFND1450000
LENNOX INTL INCCOM526107107320SH DFND32000
LENNOX INTL INCCOM5261071078575,459SH DFND75,432027
LENNOX INTL INCCOM5261071073182,026SH DFND91,9110115
LEUCADIA NATL CORPCOM52728810413690SH DFND169000
LEUCADIA NATL CORPCOM5272881041,43975,560SH DFND1,30075,560
LEUCADIA NATL CORPCOM527288104613,210SH DFND133,21000
LEUCADIA NATL CORPCOM527288104583,028SH DFND143,02800
LEUCADIA NATL CORPCOM5272881041668,717SH DFND38,71700
LEUCADIA NATL CORPCOM527288104944,948SH DFND74,3860562
LEUCADIA NATL CORPCOM5272881047390SH DFND7,939000
LEUCADIA NATL CORPCOM527288104965,058SH DFND95,05800
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3081052,260SH DFND1,32,26000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30848710,500SH DFND1310,50000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3081162,500SH DFND142,50000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3086135SH DFND313500
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3081052,257SH DFND72,25700
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3087151SH DFND915100
LEXINGTON REALTY TRUSTCOM529043101262,500SH DFND12,50000
LEXINGTON REALTY TRUSTCOM5290431011127SH DFND7,900127
LEXINGTON REALTY TRUSTCOM52904310110310,000SH DFND90010,000
LEXINGTON REALTY TRUSTCOM52904310118718,108SH OTR1318,10800
LIBERTY ALL STAR EQUITY FDSH BEN INT53015810427352,772SH DFND752,1340638
LIBERTY BROADBAND CORPCOM SER C53030730536500SH DFND1,350000
LIBERTY BROADBAND CORPCOM SER C530307305911,271SH DFND131,27100
LIBERTY BROADBAND CORPCOM SER C53030730543599SH DFND1459900
LIBERTY BROADBAND CORPCOM SER C530307305340SH DFND34000
LIBERTY BROADBAND CORPCOM SER C53030730571992SH DFND7924068
LIBERTY BROADBAND CORPCOM SER C53030730504SH DFND7,9004
LIBERTY BROADBAND CORPCOM SER C53030730537516SH DFND9460056
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M104673,350SH DFND1,33,35000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1041477,350SH DFND137,35000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M104924,600SH DFND144,60000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1046310SH DFND331000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M10461930,913SH DFND730,5660347
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1046313SH DFND931300
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M88030740SH DFND1,374000
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8801644,102SH DFND134,10200
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M880751,878SH DFND141,87800
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8801423,552SH DFND73,4520100
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M88016391SH DFND939100
LIBERTY PPTY TRSH BEN INT53117210436900SH DFND1,390000
LIBERTY PPTY TRSH BEN INT5311721041634,040SH DFND134,04000
LIBERTY PPTY TRSH BEN INT531172104842,080SH DFND142,08000
LIBERTY PPTY TRSH BEN INT531172104260SH DFND36000
LIBERTY PPTY TRSH BEN INT531172104561,387SH DFND71,38700
LIBERTY PPTY TRSH BEN INT53117210428700SH DFND970000
LIBERTY PPTY TRSH BEN INT53117210472417,932SH OTR1317,93200
LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB84038,000PRN DFND938,00000
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM53122960721630SH DFND163000
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM53122960731930SH DFND1,393000
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296072036,086SH DFND136,08600
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607601,796SH DFND141,79600
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607255SH DFND35500
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296071384,121SH DFND73,9620159
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607116SH DFND7,90016
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607631,886SH DFND91,805081
LIFE STORAGE INCCOM53223X10720224SH DFND122400
LIFE STORAGE INCCOM53223X10744498SH DFND349800
LIFE STORAGE INCCOM53223X10769781SH DFND778100
LIFE STORAGE INCCOM53223X10733370SH DFND937000
LIFE STORAGE INCCOM53223X1074244,771SH OTR134,77100
LILLY ELI & COCOM5324571088,981111,897SH DFND1106,88305,014
LILLY ELI & COCOM5324571085496,840SH DFND1,36,84000
LILLY ELI & COCOM5324571082,13726,630SH DFND1326,63000
LILLY ELI & COCOM5324571086558,159SH DFND148,15900
LILLY ELI & COCOM5324571085777,186SH DFND37,18600
LILLY ELI & COCOM5324571087,96999,291SH DFND797,12302,168
LILLY ELI & COCOM5324571084465,555SH DFND7,95,54609
LILLY ELI & COCOM5324571084,50256,090SH DFND955,5490541
LILLY ELI & COCOM53245710804SHCallDFND9400
LINCOLN ELEC HLDGS INCCOM53390010623370SH DFND1,337000
LINCOLN ELEC HLDGS INCCOM5339001061632,600SH DFND132,60000
LINCOLN ELEC HLDGS INCCOM53390010621340SH DFND1434000
LINCOLN ELEC HLDGS INCCOM533900106340SH DFND34000
LINCOLN ELEC HLDGS INCCOM5339001062093,335SH DFND718503,150
LINCOLN ELEC HLDGS INCCOM53390010698315,702SH DFND915,70200
LINCOLN NATL CORP INDCOM534187109541,157SH DFND11,15700
LINCOLN NATL CORP INDCOM53418710976816,350SH DFND1,30016,350
LINCOLN NATL CORP INDCOM5341871093607,670SH DFND137,67000
LINCOLN NATL CORP INDCOM5341871091082,300SH DFND142,30000
LINCOLN NATL CORP INDCOM534187109962,048SH DFND32,04800
LINCOLN NATL CORP INDCOM5341871091904,052SH DFND73,8200232
LINCOLN NATL CORP INDCOM53418710915315SH DFND7,9296019
LINCOLN NATL CORP INDCOM53418710997720,790SH DFND920,6040186
LINEAR TECHNOLOGY CORPCOM53567810639660SH DFND15500110
LINEAR TECHNOLOGY CORPCOM535678106951,600SH DFND1,31,60000
LINEAR TECHNOLOGY CORPCOM5356781063155,310SH DFND135,31000
LINEAR TECHNOLOGY CORPCOM5356781061482,490SH DFND142,49000
LINEAR TECHNOLOGY CORPCOM535678106695SH DFND39500
LINEAR TECHNOLOGY CORPCOM53567810699716,819SH DFND715,73801,081
LINEAR TECHNOLOGY CORPCOM53567810615250SH DFND7,925000
LINEAR TECHNOLOGY CORPCOM5356781061,55526,229SH DFND916,029010,200
LINKEDIN CORPCOM CL A53578A108157820SH DFND1,382000
LINKEDIN CORPCOM CL A53578A1085292,770SH DFND132,77000
LINKEDIN CORPCOM CL A53578A1081941,013SH DFND141,01300
LINKEDIN CORPCOM CL A53578A1081054SH DFND35400
LINKEDIN CORPCOM CL A53578A10835182SH DFND718200
LINKEDIN CORPCOM CL A53578A10846241SH DFND9216025
LITTELFUSE INCCOM5370081043022,348SH DFND72,34800
LITTELFUSE INCCOM53700810415SH DFND7,9005
LITTELFUSE INCCOM5370081041080SH DFND930050
LIVE NATION ENTERTAINMENT INDBCV 2.500% 5/1538034AJ822,000PRN DFND72,00000
LIVE NATION ENTERTAINMENT INDBCV 2.500% 5/1538034AJ84138,000PRN DFND938,00000
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910915654,196SH DFND754,19600
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391099131,778SH DFND931,77800
LOCKHEED MARTIN CORPCOM53983010913,76357,414SH DFND150,97206,442
LOCKHEED MARTIN CORPCOM5398301096292,625SH DFND1,32,62500
LOCKHEED MARTIN CORPCOM5398301091,7627,350SH DFND137,35000
LOCKHEED MARTIN CORPCOM5398301096582,744SH DFND142,0007440
LOCKHEED MARTIN CORPCOM5398301091,6646,943SH DFND36,94300
LOCKHEED MARTIN CORPCOM53983010924,782103,379SH DFND7102,02201,357
LOCKHEED MARTIN CORPCOM5398301093,39814,175SH DFND7,914,17500
LOCKHEED MARTIN CORPCOM53983010912,20950,929SH DFND950,5240405
LOEWS CORPCOM5404241081283,105SH DFND13,10500
LOEWS CORPCOM54042410843010,450SH DFND1310,45000
LOEWS CORPCOM5404241081643,975SH DFND143,97500
LOEWS CORPCOM5404241086155SH DFND315500
LOEWS CORPCOM5404241081804,380SH DFND74,320060
LOEWS CORPCOM54042410865215,845SH DFND95,515010,330
LOWES COS INCCOM5486611076,58691,201SH DFND189,17902,022
LOWES COS INCCOM5486611071,19516,545SH DFND1,316,54500
LOWES COS INCCOM5486611071,66823,100SH DFND1323,10000
LOWES COS INCCOM5486611075577,710SH DFND147,71000
LOWES COS INCCOM5486611071,55221,487SH DFND321,48700
LOWES COS INCCOM54866110713,178182,501SH DFND7182,1330368
LOWES COS INCCOM5486611073,86253,479SH DFND7,953,47207
LOWES COS INCCOM54866110713,873192,118SH DFND9155,084037,034
LOWES COS INCCOM54866110789412,384SH OTR1312,38400
LULULEMON ATHLETICA INCCOM55002110943710SH DFND100710
LULULEMON ATHLETICA INCCOM55002110943700SH DFND1,370000
LULULEMON ATHLETICA INCCOM5500211091652,700SH DFND132,70000
LULULEMON ATHLETICA INCCOM55002110937600SH DFND1460000
LULULEMON ATHLETICA INCCOM550021109350SH DFND35000
LULULEMON ATHLETICA INCCOM5500211092203,615SH DFND73,61500
LULULEMON ATHLETICA INCCOM55002110918298SH DFND929800
LUXOTTICA GROUP S P ASPONSORED ADR55068R202681,425SH DFND71,42500
LUXOTTICA GROUP S P ASPONSORED ADR55068R20247810,000SH DFND910,00000
M & T BK CORPCOM55261F10415,288131,683SH DFND100131,683
M & T BK CORPCOM55261F104142,5621,227,923SH DFND1,31,227,92300
M & T BK CORPCOM55261F1041871,610SH DFND131,61000
M & T BK CORPCOM55261F104104900SH DFND1490000
M & T BK CORPCOM55261F1048727,511SH DFND73,62303,888
M & T BK CORPCOM55261F1043342,874SH DFND7,9002,874
M & T BK CORPCOM55261F1041,99417,175SH DFND90017,175
MBIA INCCOM55262C10091,094SH DFND11,09400
MBIA INCCOM55262C100384,937SH DFND34,93700
MBIA INCCOM55262C100151,876SH DFND71,783093
MBIA INCCOM55262C100557,108SH DFND7,97,10800
MBIA INCCOM55262C10016220,816SH DFND920,81600
M D C HLDGS INCCOM55267610811418SH DFND141800
M D C HLDGS INCCOM55267610856521,917SH DFND721,91700
M D C HLDGS INCCOM55267610826210,150SH DFND7,910,15000
M D C HLDGS INCCOM552676108136SH DFND93600
MDU RES GROUP INCCOM55269010913500SH DFND1,350000
MDU RES GROUP INCCOM552690109512,000SH DFND142,00000
MDU RES GROUP INCCOM5526901093115SH DFND311500
MDU RES GROUP INCCOM55269010935113,804SH DFND710,93302,871
MDU RES GROUP INCCOM5526901099,433370,783SH DFND9370,78300
MFA FINL INCCOM55272X102283,800SH DFND143,80000
MFA FINL INCCOM55272X1022310SH DFND331000
MFA FINL INCCOM55272X10211114,832SH DFND714,83200
MFA FINL INCCOM55272X102699,280SH DFND99,28000
MFS GOVT MKTS INCOME TRSH BEN INT552939100295,395SH DFND75,39500
MFS GOVT MKTS INCOME TRSH BEN INT552939100295,320SH DFND95,32000
MGM RESORTS INTERNATIONALCOM55295310112475SH DFND147500
MGM RESORTS INTERNATIONALCOM552953101782,980SH DFND1,32,98000
MGM RESORTS INTERNATIONALCOM55295310132012,310SH DFND1312,31000
MGM RESORTS INTERNATIONALCOM552953101893,400SH DFND143,40000
MGM RESORTS INTERNATIONALCOM5529531015195SH DFND319500
MGM RESORTS INTERNATIONALCOM55295310164324,703SH DFND723,20301,500
MGM RESORTS INTERNATIONALCOM552953101511,951SH DFND7,91,95100
MGM RESORTS INTERNATIONALCOM5529531011977,553SH DFND97,55300
MGM GROWTH PPTYS LLCCL A COM55303A105282SH DFND78200
MGM GROWTH PPTYS LLCCL A COM55303A10547518,225SH OTR1318,22500
MKS INSTRUMENT INCCOM55306N10421429SH DFND142900
MKS INSTRUMENT INCCOM55306N10446921SH DFND392100
MKS INSTRUMENT INCCOM55306N1041793,604SH DFND73,60400
MKS INSTRUMENT INCCOM55306N10435712SH DFND971200
MPLX LPCOM UNIT REP LTD55336V1003179,352SH DFND19,35200
MPLX LPCOM UNIT REP LTD55336V1001,15434,082SH DFND733,8560226
MPLX LPCOM UNIT REP LTD55336V10048714,370SH DFND914,1520218
MSC INDL DIRECT INCCL A55353010625340SH DFND1,334000
MSC INDL DIRECT INCCL A5535301061021,390SH DFND131,39000
MSC INDL DIRECT INCCL A55353010629400SH DFND1440000
MSC INDL DIRECT INCCL A553530106115SH DFND31500
MSC INDL DIRECT INCCL A5535301062202,999SH DFND71,77101,228
MSC INDL DIRECT INCCL A55353010613175SH DFND9300145
MSCI INCCOM55354G1009104SH DFND110400
MSCI INCCOM55354G1003634,320SH DFND134,32000
MSCI INCCOM55354G10059700SH DFND1470000
MSCI INCCOM55354G100555SH DFND35500
MSCI INCCOM55354G10038457SH DFND745700
MSCI INCCOM55354G10012145SH DFND914500
MACERICH COCOM554382101811,000SH DFND1,31,00000
MACERICH COCOM5543821014014,960SH DFND134,96000
MACERICH COCOM55438210170864SH DFND1486400
MACERICH COCOM554382101560SH DFND36000
MACERICH COCOM554382101901,114SH DFND71,11400
MACERICH COCOM554382101221SH DFND7,90021
MACERICH COCOM55438210122268SH DFND926800
MACERICH COCOM55438210185510,576SH OTR1310,57600
MACK CALI RLTY CORPCOM554489104391,443SH DFND71,44300
MACK CALI RLTY CORPCOM5544891042639,666SH OTR139,66600
MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA35244,000PRN DFND944,00000
MACQUARIE INFRASTRUCTURE CORCOM55608B1051662,000SH DFND12,00000
MACQUARIE INFRASTRUCTURE CORCOM55608B10537440SH DFND1,344000
MACQUARIE INFRASTRUCTURE CORCOM55608B1058100SH DFND1310000
MACQUARIE INFRASTRUCTURE CORCOM55608B10542500SH DFND1450000
MACQUARIE INFRASTRUCTURE CORCOM55608B105230SH DFND33000
MACQUARIE INFRASTRUCTURE CORCOM55608B1053694,431SH DFND74,2630168
MACQUARIE INFRASTRUCTURE CORCOM55608B1054,79457,591SH DFND957,59100
MACYS INCCOM55616P104942,524SH DFND12,52400
MACYS INCCOM55616P104661,790SH DFND1,31,79000
MACYS INCCOM55616P10440310,880SH DFND1310,88000
MACYS INCCOM55616P104872,339SH DFND142,33900
MACYS INCCOM55616P1045135SH DFND313500
MACYS INCCOM55616P10491824,778SH DFND723,65801,120
MACYS INCCOM55616P10419502SH DFND7,950200
MACYS INCCOM55616P1041203,238SH DFND93,23800
MACYS INCCOM55616P10402SHCallDFND7200
MADISON CVRED CALL & EQ STRCOM55743710017422,320SH DFND722,304016
MADISON SQUARE GARDEN CO NEWCL A55825T10334200SH DFND1,320000
MADISON SQUARE GARDEN CO NEWCL A55825T103123729SH DFND1372900
MADISON SQUARE GARDEN CO NEWCL A55825T103315SH DFND31500
MADISON SQUARE GARDEN CO NEWCL A55825T10359349SH DFND7339010
MADISON SQUARE GARDEN CO NEWCL A55825T10313SH DFND7,9003
MADISON SQUARE GARDEN CO NEWCL A55825T10313SH DFND9300
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010689212,613SH DFND112,61300
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010654767SH DFND1407670
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010622305SH DFND330500
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010613,482190,579SH DFND7159,471031,108
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801065988,451SH DFND7,98,45100
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801065,46777,283SH DFND976,08301,200
MAGNA INTL INCCOM55922240134800SH DFND180000
MAGNA INTL INCCOM5592224011784,150SH DFND74,127023
MAGNA INTL INCCOM55922240141947SH DFND994700
MANPOWERGROUP INCCOM56418H1001081,500SH DFND11,50000
MANPOWERGROUP INCCOM56418H10041570SH DFND1,357000
MANPOWERGROUP INCCOM56418H1001341,860SH DFND131,86000
MANPOWERGROUP INCCOM56418H10037510SH DFND1451000
MANPOWERGROUP INCCOM56418H100335SH DFND33500
MANPOWERGROUP INCCOM56418H10022303SH DFND730003
MANPOWERGROUP INCCOM56418H10058804SH DFND980400
MANPOWERGROUP INCCOM56418H1001622,243SH OTR132,24300
MANULIFE FINL CORPCOM56501R106231,662SH DFND11,66200
MANULIFE FINL CORPCOM56501R106342,433SH DFND72,3210112
MANULIFE FINL CORPCOM56501R10652937,459SH DFND937,45900
MARATHON OIL CORPCOM565849106593,730SH DFND13,73000
MARATHON OIL CORPCOM565849106935,880SH DFND1,35,88000
MARATHON OIL CORPCOM56584910644828,330SH DFND1328,33000
MARATHON OIL CORPCOM5658491061398,800SH DFND148,80000
MARATHON OIL CORPCOM565849106573,610SH DFND33,61000
MARATHON OIL CORPCOM56584910636623,145SH DFND721,88001,265
MARATHON OIL CORPCOM565849106181,115SH DFND7,91,035080
MARATHON OIL CORPCOM5658491061,10169,641SH DFND964,08805,553
MARATHON PETE CORPCOM56585A1021313,224SH DFND13,22400
MARATHON PETE CORPCOM56585A1021453,580SH DFND1,33,58000
MARATHON PETE CORPCOM56585A10263815,730SH DFND1315,73000
MARATHON PETE CORPCOM56585A1021994,910SH DFND144,91000
MARATHON PETE CORPCOM56585A102411,000SH DFND31,00000
MARATHON PETE CORPCOM56585A10294023,154SH DFND722,9810173
MARATHON PETE CORPCOM56585A102451,105SH DFND7,91,035070
MARATHON PETE CORPCOM56585A10264315,835SH DFND915,83500
MARATHON PETE CORPCOM56585A10204SHCallDFND7400
MARKEL CORPCOM5705351043841SH DFND14100
MARKEL CORPCOM570535104882950SH DFND1,300950
MARKEL CORPCOM570535104260280SH DFND1328000
MARKEL CORPCOM570535104121130SH DFND1413000
MARKEL CORPCOM570535104104112SH DFND311200
MARKEL CORPCOM5705351041,8762,020SH DFND72,01307
MARKEL CORPCOM570535104277298SH DFND929800
MARKETAXESS HLDGS INCCOM57060D1081059SH DFND15900
MARKETAXESS HLDGS INCCOM57060D10833200SH DFND1420000
MARKETAXESS HLDGS INCCOM57060D108215SH DFND31500
MARKETAXESS HLDGS INCCOM57060D108110665SH DFND766500
MARKETAXESS HLDGS INCCOM57060D108110665SH DFND966500
MARSH & MCLENNAN COS INCCOM5717481023715,524SH DFND15,52400
MARSH & MCLENNAN COS INCCOM5717481021,08916,190SH DFND1316,19000
MARSH & MCLENNAN COS INCCOM5717481023595,340SH DFND145,34000
MARSH & MCLENNAN COS INCCOM5717481022333,469SH DFND33,46900
MARSH & MCLENNAN COS INCCOM5717481021,13516,878SH DFND715,34801,530
MARSH & MCLENNAN COS INCCOM57174810244649SH DFND7,964900
MARSH & MCLENNAN COS INCCOM5717481021,17417,457SH DFND916,9220535
MARRIOTT INTL INC NEWCL A5719032022333,455SH DFND13,45500
MARRIOTT INTL INC NEWCL A5719032021372,028SH DFND1,32,02800
MARRIOTT INTL INC NEWCL A5719032024747,036SH DFND137,03600
MARRIOTT INTL INC NEWCL A5719032022002,971SH DFND142,97100
MARRIOTT INTL INC NEWCL A5719032029140SH DFND314000
MARRIOTT INTL INC NEWCL A5719032026389,469SH DFND79,0660403
MARRIOTT INTL INC NEWCL A57190320236542SH DFND7,9507035
MARRIOTT INTL INC NEWCL A5719032021,27918,994SH DFND911,50407,490
MARTIN MARIETTA MATLS INCCOM57328410672400SH DFND1,340000
MARTIN MARIETTA MATLS INCCOM5732841062511,400SH DFND131,40000
MARTIN MARIETTA MATLS INCCOM57328410690500SH DFND1450000
MARTIN MARIETTA MATLS INCCOM573284106425SH DFND32500
MARTIN MARIETTA MATLS INCCOM5732841061,0485,852SH DFND75,777075
MARTIN MARIETTA MATLS INCCOM5732841061981,103SH DFND91,005098
MASCO CORPCOM574599106661,934SH DFND11,4340500
MASCO CORPCOM574599106742,160SH DFND1,32,16000
MASCO CORPCOM57459910637510,930SH DFND1310,93000
MASCO CORPCOM574599106842,450SH DFND142,45000
MASCO CORPCOM5745991065145SH DFND314500
MASCO CORPCOM57459910682223,967SH DFND723,6350332
MASCO CORPCOM574599106521,506SH DFND7,91,50600
MASCO CORPCOM5745991062216,440SH DFND95,7730667
MASCO CORPCOM57459910640411,761SH OTR1311,76100
MASIMO CORPCOM57479510019326SH DFND132600
MASIMO CORPCOM57479510042698SH DFND369800
MASIMO CORPCOM5747951004327,266SH DFND75,46601,800
MASIMO CORPCOM57479510032539SH DFND953900
MASTERCARD INCORPORATEDCL A57636Q1044,44743,697SH DFND138,44105,256
MASTERCARD INCORPORATEDCL A57636Q1041,86718,350SH DFND1,318,35000
MASTERCARD INCORPORATEDCL A57636Q1042,87228,220SH DFND1328,22000
MASTERCARD INCORPORATEDCL A57636Q1048358,206SH DFND148,20600
MASTERCARD INCORPORATEDCL A57636Q1042,29222,518SH DFND322,51800
MASTERCARD INCORPORATEDCL A57636Q10416,704164,135SH DFND7158,90805,227
MASTERCARD INCORPORATEDCL A57636Q1043,44833,877SH DFND7,933,787090
MASTERCARD INCORPORATEDCL A57636Q10412,864126,406SH DFND9125,32501,081
MATSON INCCOM57686G10516401SH DFND140100
MATSON INCCOM57686G105711,786SH DFND31,78600
MATSON INCCOM57686G10532812SH DFND7781031
MATSON INCCOM57686G1051022,560SH DFND7,92,56000
MATSON INCCOM57686G1052997,500SH DFND97,50000
MATTEL INCCOM577081102441,461SH DFND11,46100
MATTEL INCCOM577081102702,300SH DFND1,32,30000
MATTEL INCCOM57708110230410,050SH DFND1310,05000
MATTEL INCCOM577081102632,091SH DFND142,09100
MATTEL INCCOM5770811025180SH DFND318000
MATTEL INCCOM57708110239713,125SH DFND712,8780247
MATTEL INCCOM5770811029310SH DFND7,931000
MATTEL INCCOM57708110279526,261SH DFND926,26100
MAXIM INTEGRATED PRODS INCCOM57772K1013,78694,818SH DFND176,095018,723
MAXIM INTEGRATED PRODS INCCOM57772K1012446,100SH DFND1,36,10000
MAXIM INTEGRATED PRODS INCCOM57772K10140810,220SH DFND1310,22000
MAXIM INTEGRATED PRODS INCCOM57772K1012536,346SH DFND143,6002,7460
MAXIM INTEGRATED PRODS INCCOM57772K1011,05426,387SH DFND326,38700
MAXIM INTEGRATED PRODS INCCOM57772K10115,397385,596SH DFND7384,8170779
MAXIM INTEGRATED PRODS INCCOM57772K1014,712118,013SH DFND7,9118,01300
MAXIM INTEGRATED PRODS INCCOM57772K1019,444236,526SH DFND9236,4260100
MAXIM INTEGRATED PRODS INCCOM57772K1013027,563SH OTR137,56300
MCCORMICK & CO INCCOM NON VTG5797802064,11041,136SH DFND141,0360100
MCCORMICK & CO INCCOM NON VTG57978020650500SH DFND1,350000
MCCORMICK & CO INCCOM NON VTG57978020660600SH DFND1360000
MCCORMICK & CO INCCOM NON VTG57978020640404SH DFND1440400
MCCORMICK & CO INCCOM NON VTG579780206445SH DFND34500
MCCORMICK & CO INCCOM NON VTG5797802062,09320,945SH DFND720,3210624
MCCORMICK & CO INCCOM NON VTG5797802064524,524SH DFND7,94,480044
MCCORMICK & CO INCCOM NON VTG5797802063,17031,724SH DFND926,72405,000
MCDONALDS CORPCOM58013510112,414107,615SH DFND195,587012,028
MCDONALDS CORPCOM5801351017676,650SH DFND1,36,65000
MCDONALDS CORPCOM5801351012,75123,849SH DFND1323,84900
MCDONALDS CORPCOM5801351018797,617SH DFND146,8787390
MCDONALDS CORPCOM5801351017496,492SH DFND36,49200
MCDONALDS CORPCOM58013510122,230192,700SH DFND7191,8070893
MCDONALDS CORPCOM5801351011,0559,144SH DFND7,99,107037
MCDONALDS CORPCOM58013510111,02995,608SH DFND976,384019,224
MCDONALDS CORPCOM5801351016245,410SH OTR135,41000
MCKESSON CORPCOM58155Q1033502,101SH DFND11,2200881
MCKESSON CORPCOM58155Q1032701,620SH DFND1,31,62000
MCKESSON CORPCOM58155Q1039175,500SH DFND135,50000
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MCKESSON CORPCOM58155Q103124742SH DFND374200
MCKESSON CORPCOM58155Q1031,75410,517SH DFND710,467050
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MEAD JOHNSON NUTRITION COCOM58283910671900SH DFND1,390000
MEAD JOHNSON NUTRITION COCOM5828391062843,600SH DFND133,60000
MEAD JOHNSON NUTRITION COCOM5828391061031,300SH DFND141,30000
MEAD JOHNSON NUTRITION COCOM582839106785SH DFND38500
MEAD JOHNSON NUTRITION COCOM5828391063514,441SH DFND73,8230618
MEAD JOHNSON NUTRITION COCOM58283910616200SH DFND7,920000
MEAD JOHNSON NUTRITION COCOM58283910693911,879SH DFND910,87901,000
MEDICAL PPTYS TRUST INCCOM58463J3044300SH DFND130000
MEDICAL PPTYS TRUST INCCOM58463J30417311,731SH DFND711,4190312
MEDICAL PPTYS TRUST INCCOM58463J30423616,000SH DFND7,916,00000
MEDICAL PPTYS TRUST INCCOM58463J30428819,502SH OTR1319,50200
MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB198,000PRN DFND78,00000
MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB14438,000PRN DFND938,00000
MEDNAX INCCOM58502B10648730SH DFND1,373000
MEDNAX INCCOM58502B1061752,640SH DFND132,64000
MEDNAX INCCOM58502B1061071,620SH DFND141,62000
MEDNAX INCCOM58502B106465SH DFND36500
MEDNAX INCCOM58502B1062263,407SH DFND72,4710936
MEDNAX INCCOM58502B10649747SH DFND974700
MERCK & CO INCCOM58933Y10523,097370,080SH DFND1338,298031,782
MERCK & CO INCCOM58933Y1052,70043,260SH DFND1,343,26000
MERCK & CO INCCOM58933Y1054,71675,566SH DFND1375,56600
MERCK & CO INCCOM58933Y1051,62726,069SH DFND1423,5242,5450
MERCK & CO INCCOM58933Y1052,68643,036SH DFND343,03600
MERCK & CO INCCOM58933Y105138,7252,222,800SH DFND72,209,099013,701
MERCK & CO INCCOM58933Y1058,395134,513SH DFND7,9134,3130200
MERCK & CO INCCOM58933Y10578,8841,263,968SH DFND91,190,248073,720
MERCK & CO INCCOM58933Y1054857,773SH OTR137,77300
MERCK & CO INCCOM58933Y10501SHCallDFND7100
MERCK & CO INCCOM58933Y105425SHCallDFND92500
METLIFE INCCOM59156R1084,996112,445SH DFND194,084018,361
METLIFE INCCOM59156R10890520,375SH DFND1,320,37500
METLIFE INCCOM59156R1081,04623,551SH DFND1323,55100
METLIFE INCCOM59156R1083427,707SH DFND145,7201,9870
METLIFE INCCOM59156R1081,69338,111SH DFND338,11100
METLIFE INCCOM59156R10827,808625,876SH DFND7620,16305,713
METLIFE INCCOM59156R1085,211117,286SH DFND7,9117,227059
METLIFE INCCOM59156R10815,021338,077SH DFND9336,88901,188
METTLER TOLEDO INTERNATIONALCOM5926881059712,313SH DFND12,31300
METTLER TOLEDO INTERNATIONALCOM59268810559140SH DFND1,314000
METTLER TOLEDO INTERNATIONALCOM5926881054701,120SH DFND131,12000
METTLER TOLEDO INTERNATIONALCOM592688105160380SH DFND1438000
METTLER TOLEDO INTERNATIONALCOM592688105615SH DFND31500
METTLER TOLEDO INTERNATIONALCOM5926881051,4893,547SH DFND73,0720475
METTLER TOLEDO INTERNATIONALCOM592688105194462SH DFND9402060
MICROSOFT CORPCOM59491810426,008451,528SH DFND1404,385047,143
MICROSOFT CORPCOM5949181043,15254,730SH DFND1,354,73000
MICROSOFT CORPCOM59491810412,177211,399SH DFND13211,39900
MICROSOFT CORPCOM5949181043,72464,660SH DFND1462,8011,8590
MICROSOFT CORPCOM5949181041,15320,014SH DFND320,01400
MICROSOFT CORPCOM59491810443,069747,724SH DFND7736,403011,321
MICROSOFT CORPCOM5949181044,21573,178SH DFND7,972,8120366
MICROSOFT CORPCOM59491810445,525790,372SH DFND9695,501094,871
MICROSOFT CORPCOM59491810488115,290SH OTR1315,29000
MICROSOFT CORPCOM594918104122SHCallDFND72200
MICROSOFT CORPCOM5949181041613SHCallDFND91300
MICROSTRATEGY INCCL A NEW594972408529SH DFND12900
MICROSTRATEGY INCCL A NEW5949724084892,920SH DFND1,3002,920
MICROSTRATEGY INCCL A NEW59497240860358SH DFND335800
MICROSTRATEGY INCCL A NEW594972408117699SH DFND7685014
MICROSTRATEGY INCCL A NEW59497240821126SH DFND912600
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD6108,000PRN DFND78,00000
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AD63124,000PRN DFND924,00000
MICROCHIP TECHNOLOGY INCCOM5950171043,89162,622SH DFND151,249011,373
MICROCHIP TECHNOLOGY INCCOM5950171042273,650SH DFND1,33,65000
MICROCHIP TECHNOLOGY INCCOM5950171044377,039SH DFND137,03900
MICROCHIP TECHNOLOGY INCCOM5950171042924,694SH DFND143,0201,6740
MICROCHIP TECHNOLOGY INCCOM5950171041,11117,879SH DFND317,87900
MICROCHIP TECHNOLOGY INCCOM59501710413,693220,360SH DFND7219,8050555
MICROCHIP TECHNOLOGY INCCOM5950171041,07217,250SH DFND7,917,25000
MICROCHIP TECHNOLOGY INCCOM5950171047,545121,414SH DFND9118,36403,050
MICROCHIP TECHNOLOGY INCCOM59501710424SHCallDFND7400
MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY91112,000PRN DFND712,00000
MICRON TECHNOLOGY INCCOM5951121032125SH DFND112500
MICRON TECHNOLOGY INCCOM5951121031236,920SH DFND1,36,92000
MICRON TECHNOLOGY INCCOM59511210338921,900SH DFND1321,90000
MICRON TECHNOLOGY INCCOM5951121031407,900SH DFND147,90000
MICRON TECHNOLOGY INCCOM5951121038435SH DFND343500
MICRON TECHNOLOGY INCCOM59511210326414,876SH DFND714,805071
MICRON TECHNOLOGY INCCOM595112103241,356SH DFND7,91,1590197
MICRON TECHNOLOGY INCCOM59511210321311,970SH DFND911,97000
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MID-AMER APT CMNTYS INCCOM59522J1033013,200SH DFND133,20000
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MID-AMER APT CMNTYS INCCOM59522J10384890SH DFND789000
MID-AMER APT CMNTYS INCCOM59522J1035615,971SH OTR135,97100
MIDDLEBY CORPCOM5962781013662,964SH DFND12,96400
MIDDLEBY CORPCOM59627810130240SH DFND1,324000
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MIDDLEBY CORPCOM596278101321SH DFND32100
MIDDLEBY CORPCOM5962781012962,393SH DFND72,295098
MIDDLEBY CORPCOM59627810163512SH DFND7,951200
MIDDLEBY CORPCOM5962781019657,805SH DFND97,80500
MILLER HERMAN INCCOM60054410058920,606SH DFND718,61501,991
MINERALS TECHNOLOGIES INCCOM6031581062743,872SH DFND1,3003,872
MINERALS TECHNOLOGIES INCCOM6031581061752,470SH DFND71,04501,425
MINERALS TECHNOLOGIES INCCOM60315810610145SH DFND914500
MINERVA NEUROSCIENCES INCCOM60338010652337,068SH OTR1337,06800
MITEK SYS INCCOM NEW60671020016620,000SH DFND720,00000
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR606822104214,226SH DFND14,22600
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR60682210418536,580SH DFND736,3990181
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MOBILE TELESYSTEMS PJSCSPONSORED ADR607409109222,872SH DFND72,6130259
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MOHAWK INDS INCCOM608190104210SH DFND11000
MOHAWK INDS INCCOM60819010490450SH DFND1,345000
MOHAWK INDS INCCOM6081901043811,900SH DFND131,90000
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MOHAWK INDS INCCOM608190104420SH DFND32000
MOHAWK INDS INCCOM6081901042221,108SH DFND71,10503
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MOLINA HEALTHCARE INCDBCV 1.625% 8/160855RAD23328,000PRN DFND928,00000
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MOLSON COORS BREWING COCL B60871R20999900SH DFND1,390000
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MONDELEZ INTL INCCL A6092071055,674129,251SH DFND1123,70205,549
MONDELEZ INTL INCCL A6092071053127,100SH DFND1,37,10000
MONDELEZ INTL INCCL A6092071051,38331,500SH DFND1331,50000
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MONDELEZ INTL INCCL A60920710530675SH DFND367500
MONDELEZ INTL INCCL A6092071057,774177,077SH DFND7170,14706,930
MONDELEZ INTL INCCL A60920710568615,622SH DFND7,915,584038
MONDELEZ INTL INCCL A6092071054,933112,376SH DFND995,941016,435
MONOGRAM RESIDENTIAL TR INCCOM60979P10514013,147SH OTR1313,14700
MONSANTO CO NEWCOM61166W1012,18021,328SH DFND119,74701,581
MONSANTO CO NEWCOM61166W1011,08210,585SH DFND1,310,58500
MONSANTO CO NEWCOM61166W1011,13411,100SH DFND1311,10000
MONSANTO CO NEWCOM61166W1012862,800SH DFND142,80000
MONSANTO CO NEWCOM61166W1019259,052SH DFND39,05200
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MOODYS CORPCOM6153691055755,312SH DFND11,06704,245
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MORGAN STANLEYCOM NEW61744644836411,357SH DFND110,8450512
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MURPHY OIL CORPCOM626717102321,037SH DFND11,03700
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NCR CORP NEWCOM62886E10810306SH DFND130600
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NCR CORP NEWCOM62886E108471,452SH DFND71,3300122
NCR CORP NEWCOM62886E108491,526SH DFND91,52600
NVR INCCOM62944T105405247SH DFND100247
NVR INCCOM62944T1054930SH DFND1,33000
NVR INCCOM62944T105213130SH DFND1313000
NVR INCCOM62944T10514387SH DFND78700
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NASDAQ INCCOM6311031081261,869SH DFND11,86900
NASDAQ INCCOM6311031083064,530SH DFND134,53000
NASDAQ INCCOM63110310861900SH DFND1490000
NASDAQ INCCOM631103108455SH DFND35500
NASDAQ INCCOM6311031082,81441,666SH DFND741,3420324
NASDAQ INCCOM6311031081552,294SH DFND7,92,29400
NASDAQ INCCOM63110310884312,475SH DFND912,47500
NATIONAL CINEMEDIA INCCOM6353091075325SH DFND732500
NATIONAL CINEMEDIA INCCOM63530910730120,473SH DFND920,47300
NATIONAL FUEL GAS CO N JCOM63618010174913,860SH DFND113,86000
NATIONAL FUEL GAS CO N JCOM63618010116300SH DFND1,330000
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NATIONAL FUEL GAS CO N JCOM63618010155110,188SH DFND710,18800
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NATIONAL GRID PLCSPON ADR NEW6362743002713,812SH DFND13,5760236
NATIONAL GRID PLCSPON ADR NEW6362743001101,549SH DFND31,54900
NATIONAL GRID PLCSPON ADR NEW6362743001,29918,268SH DFND718,243025
NATIONAL GRID PLCSPON ADR NEW63627430091012,803SH DFND7,912,80300
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NATIONAL HEALTH INVS INCNOTE 3.250% 4/063633DAE43329,000PRN DFND929,00000
NATIONAL HEALTH INVS INCCOM63633D1048100SH DFND110000
NATIONAL HEALTH INVS INCCOM63633D1041541,966SH DFND71,1410825
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NATIONAL HEALTH INVS INCCOM63633D1042202,804SH OTR132,80400
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NATIONAL OILWELL VARCO INCCOM6370711011534,176SH DFND13,9760200
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NATIONAL OILWELL VARCO INCCOM6370711011253,415SH DFND143,41500
NATIONAL OILWELL VARCO INCCOM6370711017180SH DFND318000
NATIONAL OILWELL VARCO INCCOM63707110139410,729SH DFND710,5260203
NATIONAL OILWELL VARCO INCCOM637071101641,737SH DFND7,91,713024
NATIONAL OILWELL VARCO INCCOM63707110160616,489SH DFND914,08902,400
NATIONAL RETAIL PPTYS INCCOM63741710646900SH DFND1,390000
NATIONAL RETAIL PPTYS INCCOM6374171061272,500SH DFND132,50000
NATIONAL RETAIL PPTYS INCCOM6374171061172,300SH DFND142,30000
NATIONAL RETAIL PPTYS INCCOM637417106355SH DFND35500
NATIONAL RETAIL PPTYS INCCOM637417106561,097SH DFND71,09700
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NATIONAL RETAIL PPTYS INCCOM63741710658811,566SH OTR1311,56600
NAVISTAR INTL CORP NEWNOTE 4.750% 4/163934EAS72628,000PRN DFND928,00000
NAVIENT CORPCOM63938C10817612,160SH DFND1312,16000
NAVIENT CORPCOM63938C108151,070SH DFND141,07000
NAVIENT CORPCOM63938C108342,334SH DFND32,33400
NAVIENT CORPCOM63938C108281,969SH DFND71,96900
NAVIENT CORPCOM63938C1088530SH DFND7,953000
NAVIENT CORPCOM63938C108221,552SH DFND91,55200
NAVIENT CORPCOM63938C10828819,895SH OTR1319,89500
NEENAH PAPER INCCOM64007910935445SH DFND144500
NEENAH PAPER INCCOM64007910941516SH DFND351600
NEENAH PAPER INCCOM6400791096287,949SH DFND77,94900
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NETAPP INCCOM64110D104661,850SH DFND1,31,85000
NETAPP INCCOM64110D1041273,553SH DFND133,55300
NETAPP INCCOM64110D104862,404SH DFND142,40400
NETAPP INCCOM64110D1044105SH DFND310500
NETAPP INCCOM64110D104491,372SH DFND71,286086
NETAPP INCCOM64110D10415432SH DFND7,943200
NETAPP INCCOM64110D1041273,536SH DFND93,53600
NETFLIX INCCOM64110L1061691,711SH DFND17720939
NETFLIX INCCOM64110L1062602,640SH DFND1,32,64000
NETFLIX INCCOM64110L1061,04510,600SH DFND1310,60000
NETFLIX INCCOM64110L1063063,100SH DFND143,10000
NETFLIX INCCOM64110L10618185SH DFND318500
NETFLIX INCCOM64110L1069539,675SH DFND79,651024
NETFLIX INCCOM64110L10652525SH DFND7,952500
NETFLIX INCCOM64110L10656564SH DFND9511053
NETGEAR INCCOM64111Q1042624,329SH DFND72,80401,525
NETSUITE INCCOM64118Q10738340SH DFND1,334000
NETSUITE INCCOM64118Q10789800SH DFND1380000
NETSUITE INCCOM64118Q107220SH DFND32000
NETSUITE INCCOM64118Q107110995SH DFND799500
NEUROCRINE BIOSCIENCES INCCOM64125C10936705SH DFND100705
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NEUROCRINE BIOSCIENCES INCCOM64125C1091012,000SH DFND132,00000
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NEUROCRINE BIOSCIENCES INCCOM64125C109350SH DFND35000
NEUROCRINE BIOSCIENCES INCCOM64125C10910201SH DFND7980103
NEUROCRINE BIOSCIENCES INCCOM64125C10910191SH DFND9350156
NEUROCRINE BIOSCIENCES INCCOM64125C1091533,022SH OTR133,02200
NEUBERGER BERMAN HGH YLD FDCOM64128C10625521,500SH DFND721,50000
NEW SR INVT GROUP INCCOM6486911032167SH DFND716700
NEW SR INVT GROUP INCCOM64869110312510,833SH DFND9833010,000
NEW SR INVT GROUP INCCOM648691103776,687SH OTR136,68700
NEW YORK CMNTY BANCORP INCCOM649445103382,690SH DFND132,69000
NEW YORK CMNTY BANCORP INCCOM6494451032115SH DFND311500
NEW YORK CMNTY BANCORP INCCOM6494451031037,205SH DFND77,171034
NEW YORK CMNTY BANCORP INCCOM6494451032,810197,475SH DFND9197,47500
NEW YORK REIT INCCOM64976L1096605SH DFND760500
NEW YORK REIT INCCOM64976L1094400SH DFND940000
NEW YORK REIT INCCOM64976L10914015,268SH OTR1315,26800
NEW YORK TIMES COCL A65011110717314,442SH DFND714,44200
NEWELL BRANDS INCCOM6512291063366,390SH DFND16,39000
NEWELL BRANDS INCCOM6512291061552,939SH DFND1,32,93900
NEWELL BRANDS INCCOM65122910666212,569SH DFND1312,56900
NEWELL BRANDS INCCOM6512291061903,609SH DFND143,60900
NEWELL BRANDS INCCOM65122910610190SH DFND319000
NEWELL BRANDS INCCOM6512291063,79572,068SH DFND772,035033
NEWELL BRANDS INCCOM6512291062114,007SH DFND7,93,984023
NEWELL BRANDS INCCOM6512291061,18822,562SH DFND922,56200
NEWFIELD EXPL COCOM651290108591,350SH DFND1,31,35000
NEWFIELD EXPL COCOM6512901081874,310SH DFND134,31000
NEWFIELD EXPL COCOM651290108611,400SH DFND141,40000
NEWFIELD EXPL COCOM65129010827622SH DFND362200
NEWFIELD EXPL COCOM6512901081302,997SH DFND72,8630134
NEWFIELD EXPL COCOM65129010820466SH DFND7,9440026
NEWFIELD EXPL COCOM651290108120SH DFND92000
NEWMARKET CORPCOM6515871073,7598,756SH DFND18,75600
NEWMARKET CORPCOM6515871078071,880SH DFND31,88000
NEWMARKET CORPCOM6515871071,1452,668SH DFND72,66305
NEWMARKET CORPCOM651587107245570SH DFND7,957000
NEWMARKET CORPCOM6515871072,2855,323SH DFND95,32300
NEWMONT MINING CORPCOM6516391061102,800SH DFND1,32,80000
NEWMONT MINING CORPCOM65163910648312,300SH DFND1312,30000
NEWMONT MINING CORPCOM6516391061413,600SH DFND143,60000
NEWMONT MINING CORPCOM6516391068215SH DFND321500
NEWMONT MINING CORPCOM651639106852,167SH DFND72,16700
NEWMONT MINING CORPCOM65163910619495SH DFND7,949500
NEWMONT MINING CORPCOM6516391062295,820SH DFND95,1900630
NEWMONT MINING CORPCOM651639106741,873SH OTR131,87300
NEWS CORP NEWCL A65249B1094298SH DFND129800
NEWS CORP NEWCL A65249B109412,900SH DFND1,32,90000
NEWS CORP NEWCL A65249B10922616,157SH DFND1316,15700
NEWS CORP NEWCL A65249B109684,830SH DFND144,83000
NEWS CORP NEWCL A65249B1094265SH DFND326500
NEWS CORP NEWCL A65249B1099668SH DFND7632036
NEWS CORP NEWCL A65249B1099659SH DFND7,9624035
NEWS CORP NEWCL A65249B109302,125SH DFND92,12500
NEWS CORP NEWCL B65249B20810678SH DFND167800
NEWS CORP NEWCL B65249B20899770,100SH DFND1,3700069,400
NEWS CORP NEWCL B65249B2084300SH DFND1330000
NEWS CORP NEWCL B65249B2081208,417SH DFND38,41700
NEWS CORP NEWCL B65249B208261,847SH DFND71,3120535
NEWS CORP NEWCL B65249B208503,487SH DFND93,48700
NEXTERA ENERGY INCCOM65339F10112,10598,964SH DFND187,955011,009
NEXTERA ENERGY INCCOM65339F1012842,320SH DFND1,32,32000
NEXTERA ENERGY INCCOM65339F1015384,400SH DFND134,40000
NEXTERA ENERGY INCCOM65339F1012452,000SH DFND141,3007000
NEXTERA ENERGY INCCOM65339F1017976,519SH DFND36,51900
NEXTERA ENERGY INCCOM65339F10118,466150,966SH DFND7149,9840982
NEXTERA ENERGY INCCOM65339F1011,47112,025SH DFND7,912,015010
NEXTERA ENERGY INCCOM65339F10111,98297,957SH DFND996,70401,253
NEXTERA ENERGY INCCOM65339F101221SHCallDFND72100
NEXTERA ENERGY INCCOM65339F101512SHCallDFND91200
NEXTERA ENERGY INCCOM65339F101110SHPutDFND71000
NEXTERA ENERGY INCUNIT 08/31/201865339F846359SH DFND75900
NEXTERA ENERGY INCUNIT 08/31/201865339F84676813,000SH DFND90013,000
NIKE INCCL B6541061036,359120,772SH DFND1114,68406,088
NIKE INCCL B6541061031,35025,635SH DFND1,325,63500
NIKE INCCL B6541061031,72932,840SH DFND1332,84000
NIKE INCCL B65410610356210,680SH DFND1410,68000
NIKE INCCL B6541061031,41726,914SH DFND326,91400
NIKE INCCL B65410610312,628239,840SH DFND7235,54504,295
NIKE INCCL B6541061032284,335SH DFND7,94,1990136
NIKE INCCL B6541061036,529124,005SH DFND9123,3200685
NIPPON TELEG & TEL CORPSPONSORED ADR654624105571,249SH DFND11,24900
NIPPON TELEG & TEL CORPSPONSORED ADR65462410557512,557SH DFND712,2870270
NIPPON TELEG & TEL CORPSPONSORED ADR654624105801,743SH DFND7,91,74300
NIPPON TELEG & TEL CORPSPONSORED ADR65462410573215,979SH DFND913,43202,547
NISOURCE INCCOM65473P105522,176SH DFND11,9760200
NISOURCE INCCOM65473P10512500SH DFND1,350000
NISOURCE INCCOM65473P105391,600SH DFND141,60000
NISOURCE INCCOM65473P1053115SH DFND311500
NISOURCE INCCOM65473P10575031,116SH DFND731,11600
NISOURCE INCCOM65473P10511471SH DFND7,9397074
NISOURCE INCCOM65473P105512,114SH DFND91,1300984
NOKIA CORPSPONSORED ADR654902204193,341SH DFND13,34100
NOKIA CORPSPONSORED ADR654902204396,742SH DFND76,0420700
NOKIA CORPSPONSORED ADR654902204376,304SH DFND92,30004,004
NOBLE ENERGY INCCOM6550441051584,421SH DFND13,42101,000
NOBLE ENERGY INCCOM6550441051133,150SH DFND1,33,15000
NOBLE ENERGY INCCOM65504410551214,320SH DFND1314,32000
NOBLE ENERGY INCCOM6550441051413,940SH DFND143,94000
NOBLE ENERGY INCCOM6550441057185SH DFND318500
NOBLE ENERGY INCCOM6550441052246,263SH DFND76,173090
NOBLE ENERGY INCCOM65504410515410SH DFND7,941000
NOBLE ENERGY INCCOM65504410562917,613SH DFND9975016,638
NORDSON CORPCOM65566310225250SH DFND1,325000
NORDSON CORPCOM6556631021992,000SH DFND132,00000
NORDSON CORPCOM65566310280800SH DFND1480000
NORDSON CORPCOM655663102335SH DFND33500
NORDSON CORPCOM6556631023633,645SH DFND72,12001,525
NORDSON CORPCOM655663102112SH DFND91200
NORDSTROM INCCOM6556641001833,535SH DFND13,2070328
NORDSTROM INCCOM655664100601,160SH DFND1,31,16000
NORDSTROM INCCOM6556641003055,880SH DFND135,88000
NORDSTROM INCCOM655664100901,740SH DFND141,74000
NORDSTROM INCCOM655664100611,175SH DFND31,17500
NORDSTROM INCCOM6556641005,06197,549SH DFND794,76902,780
NORDSTROM INCCOM6556641003,24462,538SH DFND7,962,53800
NORDSTROM INCCOM6556641003,19561,578SH DFND961,57800
NORFOLK SOUTHERN CORPCOM6558441083,15232,475SH DFND129,57502,900
NORFOLK SOUTHERN CORPCOM6558441081771,820SH DFND1,31,82000
NORFOLK SOUTHERN CORPCOM6558441089389,660SH DFND139,66000
NORFOLK SOUTHERN CORPCOM6558441082662,745SH DFND142,74500
NORFOLK SOUTHERN CORPCOM6558441085775,944SH DFND35,94400
NORFOLK SOUTHERN CORPCOM6558441086,21063,977SH DFND760,71903,258
NORFOLK SOUTHERN CORPCOM6558441081061,090SH DFND7,91,09000
NORFOLK SOUTHERN CORPCOM65584410811,119114,559SH DFND9106,92907,630
NORTHERN TR CORPCOM6658591041041,529SH DFND11,52900
NORTHERN TR CORPCOM6658591042303,380SH DFND133,38000
NORTHERN TR CORPCOM66585910441600SH DFND1460000
NORTHERN TR CORPCOM665859104690SH DFND39000
NORTHERN TR CORPCOM6658591041,07915,872SH DFND713,37202,500
NORTHERN TR CORPCOM66585910466972SH DFND7,997200
NORTHERN TR CORPCOM6658591042814,132SH DFND94,13200
NORTHROP GRUMMAN CORPCOM6668071028584,009SH DFND12,89801,111
NORTHROP GRUMMAN CORPCOM6668071022441,140SH DFND1,31,14000
NORTHROP GRUMMAN CORPCOM6668071021,1065,170SH DFND135,17000
NORTHROP GRUMMAN CORPCOM6668071022461,150SH DFND141,15000
NORTHROP GRUMMAN CORPCOM6668071021677SH DFND37700
NORTHROP GRUMMAN CORPCOM6668071021,7778,306SH DFND78,1600146
NORTHROP GRUMMAN CORPCOM66680710298460SH DFND7,9430030
NORTHROP GRUMMAN CORPCOM6668071021,9769,237SH DFND96,10403,133
NORTHSTAR RLTY FIN CORPCOM66704R80312900SH DFND1,390000
NORTHSTAR RLTY FIN CORPCOM66704R8031299,800SH DFND139,80000
NORTHSTAR RLTY FIN CORPCOM66704R803141,100SH DFND141,10000
NORTHSTAR RLTY FIN CORPCOM66704R8038618SH DFND761800
NORTHSTAR RLTY FIN CORPCOM66704R803153SH DFND7,90053
NORTHSTAR RLTY FIN CORPCOM66704R8032150SH DFND915000
NORTHSTAR RLTY FIN CORPCOM66704R80323317,694SH OTR1317,69400
NOVARTIS A GSPONSORED ADR66987V1092,34629,706SH DFND129,621085
NOVARTIS A GSPONSORED ADR66987V1091061,346SH DFND31,34600
NOVARTIS A GSPONSORED ADR66987V1095,23566,306SH DFND765,4610845
NOVARTIS A GSPONSORED ADR66987V1097519,515SH DFND7,99,3100205
NOVARTIS A GSPONSORED ADR66987V10911,900150,704SH DFND9141,16209,542
NOVARTIS A GSPONSORED ADR66987V10901SHCallDFND7100
NOVO-NORDISK A SADR670100205872,093SH DFND12,09300
NOVO-NORDISK A SADR6701002051102,654SH DFND32,65400
NOVO-NORDISK A SADR6701002051,80943,491SH DFND743,2920199
NOVO-NORDISK A SADR67010020546111,093SH DFND7,911,09300
NOVO-NORDISK A SADR6701002051,97847,567SH DFND924,097023,470
NUANCE COMMUNICATIONS INCCOM67020Y100191,310SH DFND1,31,31000
NUANCE COMMUNICATIONS INCCOM67020Y100145SH DFND34500
NUANCE COMMUNICATIONS INCCOM67020Y10019513,415SH DFND712,9480467
NUANCE COMMUNICATIONS INCCOM67020Y1002115SH DFND911500
NUANCE COMMUNICATIONS INCCOM67020Y10020313,981SH OTR1313,98100
NUCOR CORPCOM67034610525503SH DFND150300
NUCOR CORPCOM670346105841,700SH DFND1,31,70000
NUCOR CORPCOM6703461054809,700SH DFND139,70000
NUCOR CORPCOM6703461051483,000SH DFND143,00000
NUCOR CORPCOM67034610542855SH DFND385500
NUCOR CORPCOM67034610589718,144SH DFND717,01701,127
NUCOR CORPCOM67034610521415SH DFND7,9375040
NUCOR CORPCOM6703461053,19664,628SH DFND964,62800
NUSTAR ENERGY LPUNIT COM67058H1025100SH DFND110000
NUSTAR ENERGY LPUNIT COM67058H10294419,033SH DFND715,73303,300
NUSTAR ENERGY LPUNIT COM67058H102501,000SH DFND7,91,00000
NUSTAR ENERGY LPUNIT COM67058H1021,39828,200SH DFND928,20000
NUSTAR GP HOLDINGS LLCUNIT RESTG LLC67059L1022188,540SH DFND78,54000
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER1012148SH DFND114800
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER10147335,706SH DFND735,70600
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER101564,209SH DFND7,94,20900
NVIDIA CORPCOM67066G1041331,946SH DFND11,0460900
NVIDIA CORPCOM67066G1042413,510SH DFND1,33,51000
NVIDIA CORPCOM67066G10499214,480SH DFND1314,48000
NVIDIA CORPCOM67066G1042713,960SH DFND143,96000
NVIDIA CORPCOM67066G10416240SH DFND324000
NVIDIA CORPCOM67066G1041602,328SH DFND72,32800
NVIDIA CORPCOM67066G10455808SH DFND7,96600148
NVIDIA CORPCOM67066G1043595,233SH DFND94,7820451
NVIDIA CORPCOM67066G1043505,114SH OTR135,11400
NUVEEN SR INCOME FDCOM67067Y10411717,821SH DFND717,82100
NUVEEN INTER DURATION MN TMFCOM67067110632823,636SH DFND723,63600
NUVASIVE INCCOM67070410520304SH DFND130400
NUVASIVE INCCOM67070410543651SH DFND365100
NUVASIVE INCCOM67070410557859SH DFND72920567
NUVASIVE INCCOM67070410533502SH DFND950200
NUVASIVE INCCOM6707041054656,970SH OTR136,97000
NUVEEN PREFERRED SECURITIESCOM67072C105262,683SH DFND12,68300
NUVEEN PREFERRED SECURITIESCOM67072C105899,287SH DFND79,250037
NUVEEN PREFERRED SECURITIESCOM67072C10510711,146SH DFND91,146010,000
NUVEEN ENHANCED MUN VALUE FDCOM67074M10121613,555SH DFND92,571010,984
OGE ENERGY CORPCOM67083710322700SH DFND1,370000
OGE ENERGY CORPCOM6708371031875,900SH DFND135,90000
OGE ENERGY CORPCOM670837103411,300SH DFND141,30000
OGE ENERGY CORPCOM670837103385SH DFND38500
OGE ENERGY CORPCOM670837103953,001SH DFND72,99209
OGE ENERGY CORPCOM67083710315474SH DFND93220152
NUVEEN MUN VALUE FD INCCOM670928100343,224SH DFND13,22400
NUVEEN MUN VALUE FD INCCOM670928100878,200SH DFND78,20000
NUVEEN MUN VALUE FD INCCOM670928100272,504SH DFND92,50400
NUVEEN PA INVT QUALITY MUN FCOM67097210837825,385SH DFND125,38500
O REILLY AUTOMOTIVE INC NEWCOM67103H1071,3034,650SH DFND14,0630587
O REILLY AUTOMOTIVE INC NEWCOM67103H107162580SH DFND1,358000
O REILLY AUTOMOTIVE INC NEWCOM67103H1077562,700SH DFND132,70000
O REILLY AUTOMOTIVE INC NEWCOM67103H107252900SH DFND1490000
O REILLY AUTOMOTIVE INC NEWCOM67103H1075461,951SH DFND31,95100
O REILLY AUTOMOTIVE INC NEWCOM67103H1071,2404,428SH DFND74,1780250
O REILLY AUTOMOTIVE INC NEWCOM67103H10745162SH DFND7,9142020
O REILLY AUTOMOTIVE INC NEWCOM67103H1077272,595SH DFND92,556039
OAKTREE CAP GROUP LLCUNIT CL A6740012012225,225SH DFND75,22500
OAKTREE CAP GROUP LLCUNIT CL A67400120146711,017SH DFND9750010,267
OCCIDENTAL PETE CORP DELCOM6745991055,57076,383SH DFND162,448013,935
OCCIDENTAL PETE CORP DELCOM6745991055827,985SH DFND1,37,98500
OCCIDENTAL PETE CORP DELCOM6745991051,50220,600SH DFND1320,60000
OCCIDENTAL PETE CORP DELCOM6745991055918,100SH DFND146,2601,8400
OCCIDENTAL PETE CORP DELCOM6745991051,66722,864SH DFND322,86400
OCCIDENTAL PETE CORP DELCOM67459910521,029288,389SH DFND7286,33602,053
OCCIDENTAL PETE CORP DELCOM6745991053,46947,576SH DFND7,947,549027
OCCIDENTAL PETE CORP DELCOM67459910512,148166,594SH DFND9148,395018,199
OCCIDENTAL PETE CORP DELCOM674599105010SHCallDFND91000
OCEANEERING INTL INCCOM67523210216590SH DFND1,359000
OCEANEERING INTL INCCOM6752321021043,780SH DFND133,78000
OCEANEERING INTL INCCOM675232102281,000SH DFND141,00000
OCEANEERING INTL INCCOM675232102255SH DFND35500
OCEANEERING INTL INCCOM6752321021114,020SH DFND73903,981
OCEANEERING INTL INCCOM675232102015SH DFND91500
OLD DOMINION FGHT LINES INCCOM679580100222SH DFND12200
OLD DOMINION FGHT LINES INCCOM67958010020290SH DFND1,329000
OLD DOMINION FGHT LINES INCCOM6795801001922,800SH DFND132,80000
OLD DOMINION FGHT LINES INCCOM679580100235SH DFND33500
OLD DOMINION FGHT LINES INCCOM67958010055803SH DFND76810122
OLD DOMINION FGHT LINES INCCOM679580100236SH DFND93600
OLD REP INTL CORPCOM6802231043,713210,720SH DFND1167,114043,606
OLD REP INTL CORPCOM6802231041387,810SH DFND1,37,81000
OLD REP INTL CORPCOM68022310423813,500SH DFND1313,50000
OLD REP INTL CORPCOM6802231041769,964SH DFND142,8007,1640
OLD REP INTL CORPCOM68022310494753,767SH DFND353,76700
OLD REP INTL CORPCOM68022310416,735949,791SH DFND7948,45001,341
OLD REP INTL CORPCOM6802231041,850104,996SH DFND7,9104,99600
OLD REP INTL CORPCOM6802231045,267298,950SH DFND9298,95000
OLIN CORPCOM PAR $1680665205462,223SH DFND12,22300
OLIN CORPCOM PAR $1680665205964,663SH DFND34,66300
OLIN CORPCOM PAR $1680665205452,179SH DFND71,9970182
OLIN CORPCOM PAR $16806652051296,268SH DFND7,96,26800
OLIN CORPCOM PAR $168066520536017,551SH DFND917,55100
OMNICOM GROUP INCCOM6819191068139,565SH DFND19,1810384
OMNICOM GROUP INCCOM68191910699111,660SH DFND1,32,08509,575
OMNICOM GROUP INCCOM6819191064675,490SH DFND135,49000
OMNICOM GROUP INCCOM6819191061151,354SH DFND141,35400
OMNICOM GROUP INCCOM6819191065656,644SH DFND36,64400
OMNICOM GROUP INCCOM6819191066,96881,971SH DFND775,06206,909
OMNICOM GROUP INCCOM6819191065,02359,091SH DFND7,959,09100
OMNICOM GROUP INCCOM6819191069,840115,764SH DFND9115,5640200
OMEGA HEALTHCARE INVS INCCOM681936100832,331SH DFND12,33100
OMEGA HEALTHCARE INVS INCCOM681936100431,200SH DFND1,31,20000
OMEGA HEALTHCARE INVS INCCOM6819361001012,850SH DFND132,85000
OMEGA HEALTHCARE INVS INCCOM68193610025700SH DFND1470000
OMEGA HEALTHCARE INVS INCCOM681936100265SH DFND36500
OMEGA HEALTHCARE INVS INCCOM6819361001,06530,050SH DFND729,994056
OMEGA HEALTHCARE INVS INCCOM681936100902,542SH DFND7,92,54200
OMEGA HEALTHCARE INVS INCCOM6819361002246,331SH DFND96,33100
OMEGA HEALTHCARE INVS INCCOM68193610048113,575SH OTR1313,57500
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK155,000PRN DFND75,00000
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK14241,000PRN DFND941,00000
ON SEMICONDUCTOR CORPCOM6821891056471SH DFND147100
ON SEMICONDUCTOR CORPCOM682189105393,160SH DFND1,33,16000
ON SEMICONDUCTOR CORPCOM682189105534,320SH DFND134,32000
ON SEMICONDUCTOR CORPCOM682189105151,200SH DFND141,20000
ON SEMICONDUCTOR CORPCOM682189105160SH DFND36000
ON SEMICONDUCTOR CORPCOM6821891058674SH DFND767400
ON SEMICONDUCTOR CORPCOM6821891051119,026SH DFND99,02600
ONE GAS INCCOM68235P10822350SH DFND135000
ONE GAS INCCOM68235P1082253,636SH DFND76103,575
ONE GAS INCCOM68235P10810161SH DFND916100
ONEOK PARTNERS LPUNIT LTD PARTN68268N1031,39434,891SH DFND726,09108,800
ONEOK PARTNERS LPUNIT LTD PARTN68268N103802,000SH DFND92,00000
ONEMAIN HLDGS INCCOM68268W103872,800SH DFND132,80000
ONEMAIN HLDGS INCCOM68268W1033100SH DFND1410000
ONEMAIN HLDGS INCCOM68268W103260SH DFND36000
ONEMAIN HLDGS INCCOM68268W103822,653SH DFND72,640013
ONEMAIN HLDGS INCCOM68268W103491,576SH DFND91,57600
ONEOK INC NEWCOM682680103721,400SH DFND11,40000
ONEOK INC NEWCOM682680103691,350SH DFND1,31,35000
ONEOK INC NEWCOM6826801033947,660SH DFND137,66000
ONEOK INC NEWCOM6826801031262,460SH DFND142,46000
ONEOK INC NEWCOM682680103470SH DFND37000
ONEOK INC NEWCOM6826801031362,644SH DFND72,64400
ONEOK INC NEWCOM68268010345876SH DFND987600
ONEOK INC NEWCOM68268010302SHCallDFND7200
OPHTHOTECH CORPCOM6837451033507,591SH DFND77,59100
OPHTHOTECH CORPCOM683745103922,000SH OTR132,00000
OPKO HEALTH INCCOM68375N103262,450SH DFND1,32,45000
OPKO HEALTH INCCOM68375N10311010,400SH DFND1310,40000
OPKO HEALTH INCCOM68375N103165SH DFND36500
OPKO HEALTH INCCOM68375N103161,500SH DFND71,50000
OPKO HEALTH INCCOM68375N103149SH DFND94900
ORACLE CORPCOM68389X1054,464113,633SH DFND1105,59008,043
ORACLE CORPCOM68389X1051,92549,016SH DFND1,349,01600
ORACLE CORPCOM68389X1053,05277,710SH DFND1377,71000
ORACLE CORPCOM68389X1051,03926,443SH DFND1426,44300
ORACLE CORPCOM68389X1051,45737,094SH DFND337,09400
ORACLE CORPCOM68389X10521,020535,139SH DFND7528,20706,932
ORACLE CORPCOM68389X1052,88773,503SH DFND7,973,2480255
ORACLE CORPCOM68389X10519,980508,667SH DFND9450,216058,451
ORACLE CORPCOM68389X10506SHCallDFND7600
OPUS BK IRVINE CALIFCOM6840001027189SH DFND718900
OPUS BK IRVINE CALIFCOM68400010253515,124SH DFND915,12400
ORANGESPONSORED ADR684060106986,292SH DFND16,29200
ORANGESPONSORED ADR6840601061056,770SH DFND36,77000
ORANGESPONSORED ADR68406010634622,182SH DFND721,9980184
ORANGESPONSORED ADR684060106583,721SH DFND7,93,72100
ORANGESPONSORED ADR6840601061,03166,202SH DFND966,20200
ORBITAL ATK INCCOM68557N10363825SH DFND182500
ORBITAL ATK INCCOM68557N10330400SH DFND1,340000
ORBITAL ATK INCCOM68557N10348630SH DFND1463000
ORBITAL ATK INCCOM68557N1031572,056SH DFND32,05600
ORBITAL ATK INCCOM68557N103951,251SH DFND71,230021
ORBITAL ATK INCCOM68557N1032002,625SH DFND7,92,62500
ORBITAL ATK INCCOM68557N1035577,312SH DFND97,31200
ORIX CORPSPONSORED ADR68633010111151SH DFND115100
ORIX CORPSPONSORED ADR6863301014215,675SH DFND75,5690106
ORIX CORPSPONSORED ADR68633010171960SH DFND7,996000
ORIX CORPSPONSORED ADR6863301015146,935SH DFND96,93500
OSHKOSH CORPCOM68823920126470SH DFND1,347000
OSHKOSH CORPCOM6882392011001,790SH DFND131,79000
OSHKOSH CORPCOM68823920140710SH DFND1471000
OSHKOSH CORPCOM688239201115SH DFND31500
OSHKOSH CORPCOM68823920147844SH DFND784400
OSHKOSH CORPCOM68823920139696SH DFND969600
OTONOMY INCCOM68906L10520911,505SH OTR1311,50500
OTTER TAIL CORPCOM68964810312350SH DFND135000
OTTER TAIL CORPCOM6896481033399,798SH DFND79,79800
OTTER TAIL CORPCOM68964810314400SH DFND7,940000
OTTER TAIL CORPCOM6896481034110SH DFND911000
OWENS CORNING NEWCOM6907421011021,907SH DFND11,90700
OWENS CORNING NEWCOM69074210143800SH DFND1,380000
OWENS CORNING NEWCOM6907421011222,290SH DFND132,29000
OWENS CORNING NEWCOM69074210143800SH DFND1480000
OWENS CORNING NEWCOM690742101355SH DFND35500
OWENS CORNING NEWCOM6907421011,12621,098SH DFND721,09800
OWENS CORNING NEWCOM6907421011182,201SH DFND7,92,20100
OWENS CORNING NEWCOM6907421012294,295SH DFND94,29500
OWENS ILL INCCOM NEW69076840315800SH DFND1,380000
OWENS ILL INCCOM NEW6907684031608,700SH DFND138,70000
OWENS ILL INCCOM NEW690768403331,800SH DFND141,80000
OWENS ILL INCCOM NEW6907684032115SH DFND311500
OWENS ILL INCCOM NEW690768403522,837SH DFND72,827010
OWENS ILL INCCOM NEW6907684036305SH DFND7,930500
OWENS ILL INCCOM NEW6907684035295SH DFND929500
PBF ENERGY INCCL A69318G10616690SH DFND1,369000
PBF ENERGY INCCL A69318G106683,000SH DFND133,00000
PBF ENERGY INCCL A69318G106251,100SH DFND141,10000
PBF ENERGY INCCL A69318G106270SH DFND37000
PBF ENERGY INCCL A69318G1061044,578SH DFND74,4220156
PBF ENERGY INCCL A69318G10617750SH DFND975000
PDF SOLUTIONS INCCOM69328210534118,777SH DFND1,30018,777
PG&E CORPCOM69331C1084317,046SH DFND15,54601,500
PG&E CORPCOM69331C108921,500SH DFND1,31,50000
PG&E CORPCOM69331C1083245,300SH DFND135,30000
PG&E CORPCOM69331C108801,300SH DFND141,30000
PG&E CORPCOM69331C10813210SH DFND321000
PG&E CORPCOM69331C10892715,150SH DFND715,15000
PG&E CORPCOM69331C10835567SH DFND7,956700
PG&E CORPCOM69331C1082914,755SH DFND94,3830372
PNC FINL SVCS GROUP INCCOM69347510510,522116,798SH DFND1111,89604,902
PNC FINL SVCS GROUP INCCOM69347510595110,555SH DFND1,310,55500
PNC FINL SVCS GROUP INCCOM6934751051,38415,360SH DFND1315,36000
PNC FINL SVCS GROUP INCCOM6934751052863,180SH DFND143,18000
PNC FINL SVCS GROUP INCCOM6934751051,14912,755SH DFND312,75500
PNC FINL SVCS GROUP INCCOM69347510515,563172,755SH DFND7169,54103,214
PNC FINL SVCS GROUP INCCOM6934751054,00644,470SH DFND7,944,47000
PNC FINL SVCS GROUP INCCOM69347510515,727174,574SH DFND9173,01301,561
PNC FINL SVCS GROUP INCCOM69347510501SHCallDFND7100
POSCOSPONSORED ADR6934831099167SH DFND716700
POSCOSPONSORED ADR69348310953710,504SH DFND99,7970707
PPG INDS INCCOM6935061072,23921,666SH DFND121,66600
PPG INDS INCCOM6935061071451,400SH DFND1,31,40000
PPG INDS INCCOM6935061076516,300SH DFND136,30000
PPG INDS INCCOM6935061072072,000SH DFND142,00000
PPG INDS INCCOM69350610751498SH DFND349800
PPG INDS INCCOM6935061072,64025,544SH DFND723,36802,176
PPG INDS INCCOM6935061075705,513SH DFND7,95,503010
PPG INDS INCCOM6935061074,72645,725SH DFND945,3370388
PPL CORPCOM69351T1063,573103,362SH DFND198,33405,028
PPL CORPCOM69351T106932,700SH DFND1,32,70000
PPL CORPCOM69351T1061664,800SH DFND134,80000
PPL CORPCOM69351T106551,600SH DFND141,60000
PPL CORPCOM69351T1061113,220SH DFND33,22000
PPL CORPCOM69351T1065,961172,431SH DFND7170,57801,853
PPL CORPCOM69351T1062,81781,490SH DFND7,981,49000
PPL CORPCOM69351T1065,192150,193SH DFND9148,91301,280
PRA GROUP INCCOM69354N10638211,058SH DFND710,6050453
PRA GROUP INCCOM69354N10628799SH DFND979900
PS BUSINESS PKS INC CALIFCOM69360J10712108SH DFND910800
PS BUSINESS PKS INC CALIFCOM69360J1072071,823SH OTR131,82300
PVH CORPCOM693656100215SH DFND11500
PVH CORPCOM69365610062560SH DFND1,356000
PVH CORPCOM6936561002742,480SH DFND132,48000
PVH CORPCOM69365610066600SH DFND1460000
PVH CORPCOM693656100435SH DFND33500
PVH CORPCOM6936561002792,523SH DFND72,508015
PVH CORPCOM69365610062562SH DFND956200
PTC INCCOM69370C10038850SH DFND1,385000
PTC INCCOM69370C100932,100SH DFND132,10000
PTC INCCOM69370C100127SH DFND32700
PTC INCCOM69370C1002084,702SH DFND74,691011
PTC INCCOM69370C1005120SH DFND912000
PACCAR INCCOM69371810856946SH DFND194600
PACCAR INCCOM6937181081352,290SH DFND1,32,29000
PACCAR INCCOM69371810865211,090SH DFND1311,09000
PACCAR INCCOM6937181081592,706SH DFND142,70600
PACCAR INCCOM6937181089160SH DFND316000
PACCAR INCCOM6937181085679,638SH DFND79,63800
PACCAR INCCOM69371810829490SH DFND7,9438052
PACCAR INCCOM69371810884414,354SH DFND914,35400
PACKAGING CORP AMERCOM69515610975928SH DFND192800
PACKAGING CORP AMERCOM69515610941500SH DFND1,350000
PACKAGING CORP AMERCOM6951561091792,200SH DFND132,20000
PACKAGING CORP AMERCOM69515610916200SH DFND1420000
PACKAGING CORP AMERCOM695156109340SH DFND34000
PACKAGING CORP AMERCOM6951561091,33316,406SH DFND716,40600
PACKAGING CORP AMERCOM6951561091321,619SH DFND7,91,61900
PACKAGING CORP AMERCOM6951561094,70057,835SH DFND956,9090926
PACWEST BANCORP DELCOM6952631033,62284,414SH DFND169,477014,937
PACWEST BANCORP DELCOM6952631031202,795SH DFND1,32,79500
PACWEST BANCORP DELCOM6952631031393,239SH DFND133,23900
PACWEST BANCORP DELCOM6952631031222,838SH DFND148521,9860
PACWEST BANCORP DELCOM69526310382319,176SH DFND319,17600
PACWEST BANCORP DELCOM6952631039,879230,230SH DFND7229,6930537
PACWEST BANCORP DELCOM69526310360214,033SH DFND7,914,03300
PACWEST BANCORP DELCOM6952631033,67285,571SH DFND985,57100
PALO ALTO NETWORKS INCNOTE 7/0697435AB164,000PRN DFND74,00000
PALO ALTO NETWORKS INCNOTE 7/0697435AB1128,000PRN DFND98,00000
PALO ALTO NETWORKS INCCOM6974351051,75411,011SH DFND19,83901,172
PALO ALTO NETWORKS INCCOM6974351056343,980SH DFND1,33,98000
PALO ALTO NETWORKS INCCOM6974351054132,590SH DFND132,59000
PALO ALTO NETWORKS INCCOM697435105114715SH DFND1471500
PALO ALTO NETWORKS INCCOM6974351056263,931SH DFND33,93100
PALO ALTO NETWORKS INCCOM6974351054,44327,885SH DFND727,803082
PALO ALTO NETWORKS INCCOM697435105128805SH DFND7,980500
PALO ALTO NETWORKS INCCOM6974351052,52115,823SH DFND915,5950228
PANDORA MEDIA INCCOM698354107382,665SH DFND1002,665
PANDORA MEDIA INCCOM698354107251,740SH DFND1,31,74000
PANDORA MEDIA INCCOM6983541071027,100SH DFND137,10000
PANDORA MEDIA INCCOM6983541072125SH DFND312500
PANDORA MEDIA INCCOM698354107503,500SH DFND73,50000
PANDORA MEDIA INCCOM6983541072105SH DFND910500
PANERA BREAD COCL A69840W10823120SH DFND1,312000
PANERA BREAD COCL A69840W108165845SH DFND1384500
PANERA BREAD COCL A69840W10850258SH DFND1425800
PANERA BREAD COCL A69840W108210SH DFND31000
PANERA BREAD COCL A69840W1084422,271SH DFND72,27100
PANERA BREAD COCL A69840W108525SH DFND92500
PARAMOUNT GROUP INCCOM69924R108201,200SH DFND1,31,20000
PARAMOUNT GROUP INCCOM69924R1082100SH DFND1410000
PARAMOUNT GROUP INCCOM69924R1082140SH DFND314000
PARAMOUNT GROUP INCCOM69924R108160SH DFND76000
PARAMOUNT GROUP INCCOM69924R1083191SH DFND919100
PARAMOUNT GROUP INCCOM69924R10842125,700SH OTR1325,70000
PAREXEL INTL CORPCOM6994621072934,225SH DFND73,4180807
PAREXEL INTL CORPCOM699462107110SH DFND91000
PAREXEL INTL CORPCOM6994621071602,300SH OTR132,30000
PARKER HANNIFIN CORPCOM7010941042191,748SH DFND11,74800
PARKER HANNIFIN CORPCOM701094104113900SH DFND1,390000
PARKER HANNIFIN CORPCOM7010941043722,960SH DFND132,96000
PARKER HANNIFIN CORPCOM7010941041631,300SH DFND141,30000
PARKER HANNIFIN CORPCOM701094104755SH DFND35500
PARKER HANNIFIN CORPCOM7010941041,0908,686SH DFND78,67709
PARKER HANNIFIN CORPCOM7010941045804,623SH DFND7,94,603020
PARKER HANNIFIN CORPCOM70109410474593SH DFND959300
PATTERSON COMPANIES INCCOM70339510329640SH DFND1,364000
PATTERSON COMPANIES INCCOM70339510345970SH DFND1397000
PATTERSON COMPANIES INCCOM703395103120SH DFND142000
PATTERSON COMPANIES INCCOM703395103235SH DFND33500
PATTERSON COMPANIES INCCOM7033951032615,692SH DFND75,617075
PATTERSON COMPANIES INCCOM70339510324527SH DFND952700
PAYCHEX INCCOM7043261071,28522,203SH DFND122,20300
PAYCHEX INCCOM7043261071332,290SH DFND1,32,29000
PAYCHEX INCCOM70432610762310,770SH DFND1310,77000
PAYCHEX INCCOM7043261071432,470SH DFND142,47000
PAYCHEX INCCOM7043261078140SH DFND314000
PAYCHEX INCCOM7043261071,38423,916SH DFND722,01301,903
PAYCHEX INCCOM7043261071071,848SH DFND7,91,836012
PAYCHEX INCCOM7043261074,60579,568SH DFND968,393011,175
PAYCHEX INCCOM70432610703SHCallDFND7300
PAYPAL HLDGS INCCOM70450Y10348811,905SH DFND111,90500
PAYPAL HLDGS INCCOM70450Y1033137,640SH DFND1,37,64000
PAYPAL HLDGS INCCOM70450Y1031,44535,265SH DFND1335,26500
PAYPAL HLDGS INCCOM70450Y10341010,013SH DFND1410,01300
PAYPAL HLDGS INCCOM70450Y10321510SH DFND351000
PAYPAL HLDGS INCCOM70450Y1032,93071,523SH DFND770,6540869
PAYPAL HLDGS INCCOM70450Y1031283,134SH DFND7,93,115019
PAYPAL HLDGS INCCOM70450Y103355,1918,669,532SH DFND98,662,29807,234
PEARSON PLCSPONSORED ADR705015105101,016SH DFND71,01600
PEARSON PLCSPONSORED ADR70501510519920,302SH DFND920,30200
PEBBLEBROOK HOTEL TRCOM70509V10048418,177SH DFND717,8620315
PEBBLEBROOK HOTEL TRCOM70509V10067525,366SH OTR1325,36600
PENNEY J C INCCOM708160106222,400SH DFND1,32,40000
PENNEY J C INCCOM7081601069810,630SH DFND1310,63000
PENNEY J C INCCOM708160106192,100SH DFND142,10000
PENNEY J C INCCOM7081601062205SH DFND320500
PENNEY J C INCCOM70816010614315,543SH DFND715,54300
PENNEY J C INCCOM7081601062248SH DFND7,924800
PENNEY J C INCCOM708160106180SH DFND98000
PENNYMAC MTG INVT TRCOM70931T10311700SH DFND770000
PENNYMAC MTG INVT TRCOM70931T1031519,700SH DFND99,70000
PENNTEX MIDSTREAM PARTNERS LCOM UNIT LTD70931110487050,100SH DFND950,10000
PENSKE AUTOMOTIVE GRP INCCOM70959W10324508SH DFND150800
PENSKE AUTOMOTIVE GRP INCCOM70959W1035100SH DFND1,310000
PENSKE AUTOMOTIVE GRP INCCOM70959W10329600SH DFND1360000
PENSKE AUTOMOTIVE GRP INCCOM70959W1031242,579SH DFND32,57900
PENSKE AUTOMOTIVE GRP INCCOM70959W103711,470SH DFND71,438032
PENSKE AUTOMOTIVE GRP INCCOM70959W1031563,248SH DFND7,93,24800
PENSKE AUTOMOTIVE GRP INCCOM70959W1034318,945SH DFND98,94500
PENUMBRA INCCOM70975L1075327,000SH OTR137,00000
PEOPLES UNITED FINANCIAL INCCOM7127041055,282333,855SH DFND1268,653065,202
PEOPLES UNITED FINANCIAL INCCOM71270410519612,405SH DFND1,312,40500
PEOPLES UNITED FINANCIAL INCCOM7127041051177,400SH DFND137,40000
PEOPLES UNITED FINANCIAL INCCOM71270410518811,855SH DFND141,71910,1360
PEOPLES UNITED FINANCIAL INCCOM7127041051,32783,908SH DFND383,90800
PEOPLES UNITED FINANCIAL INCCOM71270410518,0571,141,402SH DFND71,130,394011,008
PEOPLES UNITED FINANCIAL INCCOM7127041052,559161,785SH DFND7,9161,78500
PEOPLES UNITED FINANCIAL INCCOM7127041058,342527,295SH DFND9527,29500
PEPSICO INCCOM71344810831,973293,953SH DFND1275,064018,889
PEPSICO INCCOM7134481082,02518,615SH DFND1,318,61500
PEPSICO INCCOM7134481083,03527,900SH DFND1327,90000
PEPSICO INCCOM7134481088708,000SH DFND148,00000
PEPSICO INCCOM7134481081,67615,410SH DFND315,41000
PEPSICO INCCOM71344810844,450408,660SH DFND7400,67107,989
PEPSICO INCCOM7134481089,88190,840SH DFND7,990,752088
PEPSICO INCCOM71344810854,461500,703SH DFND9471,559029,144
PEPSICO INCCOM71344810806SHCallDFND7600
PEPSICO INCCOM71344810866SHCallDFND9600
PERKINELMER INCCOM7140461091893,374SH DFND13,37400
PERKINELMER INCCOM71404610944780SH DFND1,378000
PERKINELMER INCCOM7140461092284,070SH DFND134,07000
PERKINELMER INCCOM714046109901,600SH DFND141,60000
PERKINELMER INCCOM714046109350SH DFND35000
PERKINELMER INCCOM7140461092274,041SH DFND74,04100
PERKINELMER INCCOM71404610922387SH DFND9250362
PETROCHINA CO LTDSPONSORED ADR71646E100119SH DFND71900
PETROCHINA CO LTDSPONSORED ADR71646E1004356,515SH DFND96,51500
PFIZER INCCOM71708110325,608756,072SH DFND1680,428075,644
PFIZER INCCOM7170811031,66649,185SH DFND1,349,18500
PFIZER INCCOM7170811035,697168,203SH DFND13168,20300
PFIZER INCCOM7170811031,89255,849SH DFND1451,0854,7640
PFIZER INCCOM7170811031,65548,863SH DFND348,86300
PFIZER INCCOM71708110350,3871,487,665SH DFND71,472,850014,815
PFIZER INCCOM7170811036,443190,219SH DFND7,9189,9050314
PFIZER INCCOM71708110334,1281,007,619SH DFND9880,9070126,712
PFIZER INCCOM71708110306SHCallDFND7600
PFIZER INCCOM717081103044SHCallDFND94400
PHARMERICA CORPCOM71714F104012SH DFND71200
PHARMERICA CORPCOM71714F10429610,556SH OTR1310,55600
PHILIP MORRIS INTL INCCOM71817210921,616222,343SH DFND1209,056013,287
PHILIP MORRIS INTL INCCOM7181721091,41114,516SH DFND1,314,51600
PHILIP MORRIS INTL INCCOM7181721092,99430,800SH DFND1330,80000
PHILIP MORRIS INTL INCCOM7181721099719,984SH DFND148,7001,2840
PHILIP MORRIS INTL INCCOM7181721091,85119,041SH DFND319,04100
PHILIP MORRIS INTL INCCOM71817210930,783316,628SH DFND7315,8290799
PHILIP MORRIS INTL INCCOM7181721095,53056,879SH DFND7,956,7740105
PHILIP MORRIS INTL INCCOM71817210939,760408,967SH DFND9361,884047,083
PHILLIPS 66COM7185461041,13614,107SH DFND113,7820325
PHILLIPS 66COM7185461042473,070SH DFND1,33,07000
PHILLIPS 66COM71854610491711,390SH DFND1311,39000
PHILLIPS 66COM7185461043394,212SH DFND144,21200
PHILLIPS 66COM7185461041021,271SH DFND31,27100
PHILLIPS 66COM7185461044,02349,944SH DFND749,7990145
PHILLIPS 66COM7185461041,16714,489SH DFND7,914,440049
PHILLIPS 66COM71854610464,019794,777SH DFND9746,410048,367
PHILLIPS 66COM71854610401SHCallDFND9100
PHYSICIANS RLTY TRCOM71943U1041386,384SH DFND76,38400
PHYSICIANS RLTY TRCOM71943U104140SH DFND94000
PHYSICIANS RLTY TRCOM71943U1041697,858SH OTR137,85800
PIEDMONT OFFICE REALTY TR INCOM CL A72019020611500SH DFND150000
PIEDMONT OFFICE REALTY TR INCOM CL A720190206221,000SH DFND1,31,00000
PIEDMONT OFFICE REALTY TR INCOM CL A7201902061084,950SH DFND134,95000
PIEDMONT OFFICE REALTY TR INCOM CL A720190206743,400SH DFND143,40000
PIEDMONT OFFICE REALTY TR INCOM CL A72019020629713,620SH DFND713,62000
PIEDMONT OFFICE REALTY TR INCOM CL A720190206162SH DFND7,90062
PIEDMONT OFFICE REALTY TR INCOM CL A7201902069425SH DFND942500
PIEDMONT OFFICE REALTY TR INCOM CL A72019020625211,569SH OTR1311,56900
PIMCO ETF TR1-5 US TIP IDX72201R2051312,490SH DFND72,49000
PIMCO ETF TR1-5 US TIP IDX72201R2052063,912SH DFND974103,171
PIMCO ETF TRTTL RTN ACTV ETF72201R7752702,505SH DFND72,50500
PIMCO ETF TR0-5 HIGH YIELD72201R7831221,225SH DFND71,22500
PIMCO ETF TR0-5 HIGH YIELD72201R7831992,000SH DFND9002,000
PIMCO ETF TRENHAN SHRT MA AC72201R8339249,109SH DFND79,10900
PINNACLE FINL PARTNERS INCCOM72346Q10422400SH DFND140000
PINNACLE FINL PARTNERS INCCOM72346Q10451937SH DFND393700
PINNACLE FINL PARTNERS INCCOM72346Q104901,661SH DFND71,66100
PINNACLE FINL PARTNERS INCCOM72346Q10448885SH DFND988500
PINNACLE WEST CAP CORPCOM7234841018100SH DFND110000
PINNACLE WEST CAP CORPCOM7234841018100SH DFND1,310000
PINNACLE WEST CAP CORPCOM723484101335SH DFND33500
PINNACLE WEST CAP CORPCOM7234841014425,815SH DFND75,81500
PINNACLE WEST CAP CORPCOM723484101881,159SH DFND91,095064
PIONEER NAT RES COCOM723787107160863SH DFND100863
PIONEER NAT RES COCOM7237871071911,030SH DFND1,31,03000
PIONEER NAT RES COCOM7237871078824,750SH DFND134,75000
PIONEER NAT RES COCOM7237871072581,392SH DFND141,39200
PIONEER NAT RES COCOM7237871071265SH DFND36500
PIONEER NAT RES COCOM7237871076533,519SH DFND73,51900
PIONEER NAT RES COCOM72378710725135SH DFND7,913500
PIONEER NAT RES COCOM723787107100539SH DFND92050334
PIONEER NAT RES COCOM7237871071,5798,506SH OTR138,50600
PITNEY BOWES INCCOM724479100251,380SH DFND1,31,38000
PITNEY BOWES INCCOM724479100241,300SH DFND141,30000
PITNEY BOWES INCCOM7244791002100SH DFND310000
PITNEY BOWES INCCOM724479100734,002SH DFND73,980022
PITNEY BOWES INCCOM7244791006340SH DFND7,934000
PITNEY BOWES INCCOM72447910040422,232SH DFND922,23200
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031051,73255,131SH DFND737,931017,200
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105672,128SH DFND92,12800
PLATFORM SPECIALTY PRODS CORCOM72766Q10591,100SH DFND1,31,10000
PLATFORM SPECIALTY PRODS CORCOM72766Q105151,800SH DFND141,80000
PLATFORM SPECIALTY PRODS CORCOM72766Q105658,000SH DFND78,00000
PLATFORM SPECIALTY PRODS CORCOM72766Q1054490SH DFND949000
POLARIS INDS INCCOM73106810227350SH DFND1,335000
POLARIS INDS INCCOM7310681021471,900SH DFND131,90000
POLARIS INDS INCCOM73106810246600SH DFND1460000
POLARIS INDS INCCOM731068102227SH DFND32700
POLARIS INDS INCCOM7310681022112,726SH DFND72,1090617
POLARIS INDS INCCOM7310681024105,293SH DFND94,9170376
POPULAR INCCOM NEW7331747001493,900SH DFND133,90000
POPULAR INCCOM NEW733174700431,120SH DFND141,12000
POPULAR INCCOM NEW733174700375SH DFND37500
POPULAR INCCOM NEW73317470023606SH DFND760600
POST PPTYS INCCOM73746410720300SH DFND1,330000
POST PPTYS INCCOM7374641077100SH DFND1310000
POST PPTYS INCCOM7374641073244,899SH DFND74,89900
POST PPTYS INCCOM7374641072714,096SH OTR134,09600
POTASH CORP SASK INCCOM73755L10712736SH DFND173600
POTASH CORP SASK INCCOM73755L10732419,829SH DFND719,82900
POTASH CORP SASK INCCOM73755L107613,752SH DFND93,75200
POTLATCH CORP NEWCOM7376301032,27958,597SH DFND926,597032,000
POWER INTEGRATIONS INCCOM7392761035789,163SH DFND1,3009,163
POWER INTEGRATIONS INCCOM7392761031171,860SH DFND763501,225
POWER INTEGRATIONS INCCOM739276103350SH DFND95000
POWERSHARES QQQ TRUSTUNIT SER 173935A104650SH DFND15000
POWERSHARES QQQ TRUSTUNIT SER 173935A1043,08025,946SH DFND725,94600
POWERSHARES QQQ TRUSTUNIT SER 173935A10414,327120,676SH DFND9120,67600
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S1051328,769SH DFND18,76900
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S10518011,981SH DFND311,98100
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S1051,15677,034SH DFND777,03400
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S105201,300SH DFND7,91,30000
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S1051,824121,530SH DFND9105,086016,444
POWERSHARES ETF TRUSTDWA MOMENTUM PTF73935X1532245,284SH DFND75,28400
POWERSHARES ETF TRUSTDYNA BUYBK ACH73935X2862354,950SH DFND94,95000
POWERSHARES ETF TRUSTFTSE US1500 SM73935X56788838SH DFND783800
POWERSHARES ETF TRUSTFTSE US1500 SM73935X5673323,154SH DFND959802,556
POWERSHARES ETF TRUSTFTSE RAFI 100073935X5835235,591SH DFND75,59100
POWERSHARES ETF TRUSTAERSPC DEF PTF73935X69023604SH DFND760400
POWERSHARES ETF TRUSTAERSPC DEF PTF73935X6901945,000SH DFND9005,000
POWERSHARES ETF TRUSTINTL DIV ACHV73935X71644129,942SH DFND729,94200
POWERSHARES ETF TRUSTINTL DIV ACHV73935X716312,095SH DFND92,09500
POWERSHARES ETF TRUSTDIV ACHV PRTF73935X73245320,000SH DFND710,000010,000
POWERSHARES ETF TRUSTDYN PHRMA PORT73935X7992,64742,949SH DFND742,94900
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q76953423,001SH DFND722,00101,000
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q7691,35158,214SH DFND93,464054,750
POWERSHARES ETF TRUST IIKBW YIELD REIT73936Q8192045,686SH DFND75,68600
POWERSHARES ETF TRUST IICEF INC COMPST73936Q84343819,192SH DFND719,19200
POWERSHARES ETF TR IIINSUR NATL MUN73936T4742128,154SH DFND78,15400
POWERSHARES ETF TR IIFDM HG YLD RAFI73936T55736819,520SH DFND719,52000
POWERSHARES ETF TR IIPFD PORTFOLIO73936T56511700SH DFND170000
POWERSHARES ETF TR IIPFD PORTFOLIO73936T56520513,554SH DFND713,55400
POWERSHARES ETF TR IIPFD PORTFOLIO73936T5651016,700SH DFND96,70000
POWERSHARES ETF TR IISOVEREIGN DEBT73936T57353317,399SH DFND717,39900
POWERSHARES ETF TR IIEM MRK LOW VOL73937B6622,809124,798SH DFND7124,79800
POWERSHARES ETF TR IIKBW BK PORT73937B74653814,740SH DFND714,74000
POWERSHARES ETF TR IIS&P500 LOW VOL73937B77970817,069SH DFND717,06900
POWERSHARES ETF TR IIS&P500 LOW VOL73937B7792235,372SH DFND93,82501,547
POWERSHARES ETF TR IIS&P SMCP FIN P73937B8032495,533SH DFND75,53300
PRAXAIR INCCOM74005P1041,25910,422SH DFND110,2220200
PRAXAIR INCCOM74005P1041931,600SH DFND1,31,60000
PRAXAIR INCCOM74005P1048587,100SH DFND137,10000
PRAXAIR INCCOM74005P1041851,534SH DFND141,53400
PRAXAIR INCCOM74005P10414115SH DFND311500
PRAXAIR INCCOM74005P1043,82931,688SH DFND730,8290859
PRAXAIR INCCOM74005P10448397SH DFND7,9366031
PRAXAIR INCCOM74005P1041,1579,577SH DFND95,31404,263
PREMIER INCCL A74051N1029270SH DFND1,327000
PREMIER INCCL A74051N102421,300SH DFND131,30000
PREMIER INCCL A74051N10210300SH DFND1430000
PREMIER INCCL A74051N1022,53778,459SH DFND378,45900
PREMIER INCCL A74051N1026173SH DFND717300
PREMIER INCCL A74051N102135SH DFND93500
PRICE T ROWE GROUP INCCOM74144T1084,92674,076SH DFND172,46101,615
PRICE T ROWE GROUP INCCOM74144T1086239,375SH DFND1,3009,375
PRICE T ROWE GROUP INCCOM74144T1082984,480SH DFND134,48000
PRICE T ROWE GROUP INCCOM74144T1081632,447SH DFND142,44700
PRICE T ROWE GROUP INCCOM74144T108831,255SH DFND31,25500
PRICE T ROWE GROUP INCCOM74144T1082,58638,880SH DFND735,00503,875
PRICE T ROWE GROUP INCCOM74144T1081,49422,471SH DFND7,922,46506
PRICE T ROWE GROUP INCCOM74144T10811,047166,122SH DFND9166,12200
PRICELINE GRP INCNOTE 0.900% 9/1741503AX45854,000PRN DFND954,00000
PRICELINE GRP INCCOM NEW7415034033,6642,490SH DFND12,3450145
PRICELINE GRP INCCOM NEW7415034031,162790SH DFND1,379000
PRICELINE GRP INCCOM NEW7415034031,9571,330SH DFND131,33000
PRICELINE GRP INCCOM NEW741503403589400SH DFND1440000
PRICELINE GRP INCCOM NEW7415034031,8061,227SH DFND31,22700
PRICELINE GRP INCCOM NEW7415034039,0646,160SH DFND76,0440116
PRICELINE GRP INCCOM NEW741503403524356SH DFND7,935501
PRICELINE GRP INCCOM NEW7415034037,7035,235SH DFND95,187048
PRICESMART INCCOM74151110922263SH DFND126300
PRICESMART INCCOM7415111091041,236SH DFND31,23600
PRICESMART INCCOM74151110955661SH DFND7642019
PRICESMART INCCOM7415111091331,588SH DFND7,91,58800
PRICESMART INCCOM7415111094615,509SH DFND95,50900
PRIMERICA INCCOM74164M10821401SH DFND140100
PRIMERICA INCCOM74164M10845856SH DFND385600
PRIMERICA INCCOM74164M10852983SH DFND798300
PRIMERICA INCCOM74164M1081633,083SH DFND93,08300
PRINCIPAL FINL GROUP INCCOM74251V10215300SH DFND130000
PRINCIPAL FINL GROUP INCCOM74251V1023606,990SH DFND136,99000
PRINCIPAL FINL GROUP INCCOM74251V102721,400SH DFND141,40000
PRINCIPAL FINL GROUP INCCOM74251V102118SH DFND31800
PRINCIPAL FINL GROUP INCCOM74251V102911,776SH DFND71,77600
PRINCIPAL FINL GROUP INCCOM74251V10227520SH DFND7,9505015
PRINCIPAL FINL GROUP INCCOM74251V10237720SH DFND972000
PROASSURANCE CORPCOM74267C1061573,000SH DFND133,00000
PROASSURANCE CORPCOM74267C106235SH DFND33500
PROASSURANCE CORPCOM74267C1062775,287SH DFND75,28700
PROASSURANCE CORPCOM74267C10612221SH DFND9410180
PROCTER AND GAMBLE COCOM74271810948,226537,332SH DFND1450,144087,188
PROCTER AND GAMBLE COCOM7427181091,28614,325SH DFND1,314,32500
PROCTER AND GAMBLE COCOM7427181094,68552,200SH DFND1352,20000
PROCTER AND GAMBLE COCOM7427181091,55417,318SH DFND1415,8001,5180
PROCTER AND GAMBLE COCOM7427181091,58117,620SH DFND317,62000
PROCTER AND GAMBLE COCOM74271810943,837488,438SH DFND7481,50806,930
PROCTER AND GAMBLE COCOM7427181095,42260,414SH DFND7,960,2460168
PROCTER AND GAMBLE COCOM74271810957,561641,349SH DFND9619,824021,525
PROCTER AND GAMBLE COCOM7427181095259SHCallDFND95900
PROGRESSIVE CORP OHIOCOM7433151031,12135,572SH DFND135,57200
PROGRESSIVE CORP OHIOCOM74331510365620,830SH DFND1320,83000
PROGRESSIVE CORP OHIOCOM7433151031434,545SH DFND144,54500
PROGRESSIVE CORP OHIOCOM74331510358218,486SH DFND318,48600
PROGRESSIVE CORP OHIOCOM74331510377424,572SH DFND724,2290343
PROGRESSIVE CORP OHIOCOM743315103662,103SH DFND7,92,10300
PROGRESSIVE CORP OHIOCOM74331510355217,516SH DFND917,51600
PROLOGIS INCCOM74340W1031051,962SH DFND11,96200
PROLOGIS INCCOM74340W1031823,400SH DFND1,33,40000
PROLOGIS INCCOM74340W10372213,490SH DFND1313,49000
PROLOGIS INCCOM74340W1032444,564SH DFND144,56400
PROLOGIS INCCOM74340W10312225SH DFND322500
PROLOGIS INCCOM74340W1032,06638,583SH DFND738,58300
PROLOGIS INCCOM74340W1032374,422SH DFND7,94,42200
PROLOGIS INCCOM74340W1035119,539SH DFND99,1950344
PROLOGIS INCCOM74340W1034,22978,990SH OTR1378,99000
PROOFPOINT INCDBCV 0.750% 6/1743424AD55648,000PRN DFND948,00000
PROSHARES TRPSHS ULSHT SP50074347B300025SH DFND12500
PROSHARES TRPSHS ULSHT SP50074347B30025215,361SH DFND715,36100
PROSHARES TRSHORT S&P 500 NE74347B4252,26859,567SH DFND759,56700
PROSHARES TRS&P 500 DV ARIST74348A46773413,503SH DFND713,50300
PROSHARES TRS&P 500 DV ARIST74348A46733600SH DFND960000
PROSPECT CAPITAL CORPORATIONCOM74348T10223428,875SH DFND10028,875
PROSPECT CAPITAL CORPORATIONCOM74348T102172,152SH DFND72,15200
PRUDENTIAL FINL INCCOM7443201022503,057SH DFND13,05700
PRUDENTIAL FINL INCCOM74432010286010,530SH DFND1310,53000
PRUDENTIAL FINL INCCOM7443201022072,530SH DFND142,53000
PRUDENTIAL FINL INCCOM74432010216200SH DFND320000
PRUDENTIAL FINL INCCOM7443201026417,852SH DFND77,775077
PRUDENTIAL FINL INCCOM74432010257695SH DFND7,968708
PRUDENTIAL FINL INCCOM74432010293311,430SH DFND910,8680562
PRUDENTIAL FINL INCCOM74432010216SHCallDFND9600
PRUDENTIAL PLCADR74435K2041875,237SH DFND75,23205
PRUDENTIAL PLCADR74435K20411315SH DFND7,900315
PRUDENTIAL PLCADR74435K204391,098SH DFND94740624
PUBLIC SVC ENTERPRISE GROUPCOM74457310652412,526SH DFND112,52600
PUBLIC SVC ENTERPRISE GROUPCOM744573106591,400SH DFND1,31,40000
PUBLIC SVC ENTERPRISE GROUPCOM7445731061473,500SH DFND133,50000
PUBLIC SVC ENTERPRISE GROUPCOM744573106751,800SH DFND141,80000
PUBLIC SVC ENTERPRISE GROUPCOM7445731069205SH DFND320500
PUBLIC SVC ENTERPRISE GROUPCOM7445731061,27130,360SH DFND730,0600300
PUBLIC SVC ENTERPRISE GROUPCOM74457310628666SH DFND7,966600
PUBLIC SVC ENTERPRISE GROUPCOM74457310650912,155SH DFND911,4420713
PUBLIC STORAGECOM74460D1091254SH DFND15400
PUBLIC STORAGECOM74460D109201900SH DFND1,390000
PUBLIC STORAGECOM74460D1099064,060SH DFND134,06000
PUBLIC STORAGECOM74460D1093281,470SH DFND141,47000
PUBLIC STORAGECOM74460D1091565SH DFND36500
PUBLIC STORAGECOM74460D1093071,378SH DFND71,362016
PUBLIC STORAGECOM74460D10959265SH DFND7,926500
PUBLIC STORAGECOM74460D109156697SH DFND969700
PUBLIC STORAGECOM74460D1094,14518,576SH OTR1318,57600
PULTE GROUP INCCOM745867101482,390SH DFND1,32,39000
PULTE GROUP INCCOM74586710120210,090SH DFND1310,09000
PULTE GROUP INCCOM745867101552,730SH DFND142,73000
PULTE GROUP INCCOM745867101673,362SH DFND33,36200
PULTE GROUP INCCOM745867101974,823SH DFND74,82300
PULTE GROUP INCCOM7458671018395SH DFND91940201
QEP RES INCCOM74733V100623,200SH DFND13,20000
QEP RES INCCOM74733V100371,900SH DFND1,31,90000
QEP RES INCCOM74733V1001135,800SH DFND135,80000
QEP RES INCCOM74733V100341,720SH DFND141,72000
QEP RES INCCOM74733V1003135SH DFND313500
QEP RES INCCOM74733V100442,265SH DFND72,26500
QEP RES INCCOM74733V1007353SH DFND7,9290063
QEP RES INCCOM74733V1004225SH DFND922500
QTS RLTY TR INCCOM CL A74736A103681,295SH DFND71,29500
QTS RLTY TR INCCOM CL A74736A10372413,705SH OTR1313,70500
QORVO INCCOM74736K10150900SH DFND1,390000
QORVO INCCOM74736K1012374,250SH DFND134,25000
QORVO INCCOM74736K101611,100SH DFND141,10000
QORVO INCCOM74736K101475SH DFND37500
QORVO INCCOM74736K10122390SH DFND7377013
QORVO INCCOM74736K10150896SH DFND989600
QUALCOMM INCCOM7475251035,22976,336SH DFND163,051013,285
QUALCOMM INCCOM74752510382712,075SH DFND1,312,07500
QUALCOMM INCCOM7475251032,63638,480SH DFND1338,48000
QUALCOMM INCCOM74752510387112,709SH DFND1411,7209890
QUALCOMM INCCOM74752510394713,829SH DFND313,82900
QUALCOMM INCCOM74752510325,498372,240SH DFND7362,51509,725
QUALCOMM INCCOM7475251034,73169,065SH DFND7,969,018047
QUALCOMM INCCOM74752510329,680433,286SH DFND9423,48409,802
QUALCOMM INCCOM74752510344SHCallDFND9400
QUANTA SVCS INCCOM74762E10225890SH DFND1,389000
QUANTA SVCS INCCOM74762E102772,760SH DFND132,76000
QUANTA SVCS INCCOM74762E102361,300SH DFND141,30000
QUANTA SVCS INCCOM74762E1023105SH DFND310500
QUANTA SVCS INCCOM74762E1021134,048SH DFND74,03909
QUANTA SVCS INCCOM74762E10212445SH DFND944500
QUEST DIAGNOSTICS INCCOM74834L10044524SH DFND12240300
QUEST DIAGNOSTICS INCCOM74834L10077910SH DFND1,391000
QUEST DIAGNOSTICS INCCOM74834L1003684,350SH DFND134,35000
QUEST DIAGNOSTICS INCCOM74834L10051600SH DFND1460000
QUEST DIAGNOSTICS INCCOM74834L100560SH DFND36000
QUEST DIAGNOSTICS INCCOM74834L1001,24114,667SH DFND714,4170250
QUEST DIAGNOSTICS INCCOM74834L10023267SH DFND7,926700
QUEST DIAGNOSTICS INCCOM74834L1007719,108SH DFND99,10800
QUINTILES TRANSNATIO HLDGS ICOM74876Y10152640SH DFND1,364000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1012012,480SH DFND132,48000
QUINTILES TRANSNATIO HLDGS ICOM74876Y10150619SH DFND1461900
QUINTILES TRANSNATIO HLDGS ICOM74876Y10195711,800SH DFND311,80000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1011,20214,825SH DFND713,8500975
QUINTILES TRANSNATIO HLDGS ICOM74876Y1012282,807SH DFND7,92,80700
QUINTILES TRANSNATIO HLDGS ICOM74876Y1017399,112SH DFND99,11200
RLI CORPCOM7496071075367,847SH DFND1,3007,847
RLI CORPCOM74960710734496SH DFND749600
RLI CORPCOM74960710756817SH DFND981700
RLJ LODGING TRCOM74965L101138SH DFND73800
RLJ LODGING TRCOM74965L1013140SH DFND914000
RLJ LODGING TRCOM74965L10123411,139SH OTR1311,13900
RPM INTL INCCOM74968510319350SH DFND135000
RPM INTL INCCOM74968510332600SH DFND1,360000
RPM INTL INCCOM7496851031452,700SH DFND132,70000
RPM INTL INCCOM749685103245SH DFND34500
RPM INTL INCCOM74968510367512,556SH DFND712,55600
RPM INTL INCCOM7496851031482,749SH DFND92,74900
RTI INTL METALS INCNOTE 1.625%10/174973WAB31312,000PRN DFND712,00000
RTI INTL METALS INCNOTE 1.625%10/174973WAB33028,000PRN DFND928,00000
RSP PERMIAN INCCOM74978Q10511296SH DFND7272024
RSP PERMIAN INCCOM74978Q105132SH DFND7,90032
RSP PERMIAN INCCOM74978Q10513343SH DFND934300
RSP PERMIAN INCCOM74978Q10573318,907SH OTR1318,90700
RALPH LAUREN CORPCL A75121210125250SH DFND1,325000
RALPH LAUREN CORPCL A7512121011721,700SH DFND131,70000
RALPH LAUREN CORPCL A75121210149480SH DFND1448000
RALPH LAUREN CORPCL A751212101325SH DFND32500
RALPH LAUREN CORPCL A75121210113124SH DFND712400
RALPH LAUREN CORPCL A75121210111105SH DFND7,910500
RALPH LAUREN CORPCL A7512121017647,551SH DFND995106,600
RANDGOLD RES LTDADR75234430917165SH DFND116500
RANDGOLD RES LTDADR7523443093823,814SH DFND73,81400
RANDGOLD RES LTDADR75234430977773SH DFND7,977300
RANDGOLD RES LTDADR7523443096066,056SH DFND96,05600
RANGE RES CORPCOM75281A109541,392SH DFND1,31,39200
RANGE RES CORPCOM75281A1092406,198SH DFND136,19800
RANGE RES CORPCOM75281A109581,490SH DFND141,49000
RANGE RES CORPCOM75281A109375SH DFND37500
RANGE RES CORPCOM75281A1092897,453SH DFND77,2920161
RANGE RES CORPCOM75281A1097190SH DFND7,919000
RANGE RES CORPCOM75281A1092907,496SH DFND922607,270
RAVEN INDS INCCOM75421210843819,000SH DFND719,00000
RAVEN INDS INCCOM754212108140SH DFND94000
RAYMOND JAMES FINANCIAL INCCOM754730109124SH DFND12400
RAYMOND JAMES FINANCIAL INCCOM7547301092634,510SH DFND134,51000
RAYMOND JAMES FINANCIAL INCCOM75473010941700SH DFND1470000
RAYMOND JAMES FINANCIAL INCCOM754730109475SH DFND37500
RAYMOND JAMES FINANCIAL INCCOM7547301091362,334SH DFND72,1850149
RAYMOND JAMES FINANCIAL INCCOM75473010917299SH DFND929900
RAYONIER INCCOM75490710313500SH DFND1,350000
RAYONIER INCCOM7549071031495,615SH DFND135,61500
RAYONIER INCCOM754907103501,895SH DFND141,89500
RAYONIER INCCOM7549071031425,362SH DFND75,36200
RAYONIER INCCOM75490710323880SH DFND988000
RAYONIER ADVANCED MATLS INCCOM75508B1042155SH DFND115500
RAYONIER ADVANCED MATLS INCCOM75508B10418313,675SH DFND1,30013,675
RAYONIER ADVANCED MATLS INCCOM75508B104261,919SH DFND31,91900
RAYONIER ADVANCED MATLS INCCOM75508B104231,738SH DFND71,73800
RAYONIER ADVANCED MATLS INCCOM75508B104141,047SH DFND91,04700
RAYTHEON COCOM NEW7551115075213,827SH DFND13,82700
RAYTHEON COCOM NEW7551115072611,920SH DFND1,31,92000
RAYTHEON COCOM NEW7551115071,1738,620SH DFND138,62000
RAYTHEON COCOM NEW7551115073042,230SH DFND142,23000
RAYTHEON COCOM NEW755111507132968SH DFND396800
RAYTHEON COCOM NEW7551115072,37417,441SH DFND714,99102,450
RAYTHEON COCOM NEW7551115071,0347,599SH DFND7,97,59900
RAYTHEON COCOM NEW7551115073,74327,496SH DFND916,404011,092
RAYTHEON COCOM NEW75511150715SHCallDFND9500
RBC BEARINGS INCCOM75524B10486711,334SH DFND1,30011,334
RBC BEARINGS INCCOM75524B10457743SH DFND774300
RBC BEARINGS INCCOM75524B104791,029SH DFND91,02900
REALTY INCOME CORPCOM7561091041301,943SH DFND11,874069
REALTY INCOME CORPCOM7561091041141,700SH DFND1,31,70000
REALTY INCOME CORPCOM7561091044496,710SH DFND136,71000
REALTY INCOME CORPCOM7561091041732,590SH DFND142,59000
REALTY INCOME CORPCOM7561091048115SH DFND311500
REALTY INCOME CORPCOM75610910488313,198SH DFND713,19800
REALTY INCOME CORPCOM75610910460903SH DFND97780125
REALTY INCOME CORPCOM7561091041,37420,533SH OTR1320,53300
RED HAT INCNOTE 0.250%10/0756577AD42318,000PRN DFND918,00000
RED HAT INCCOM7565771021081,330SH DFND11,33000
RED HAT INCCOM7565771021051,300SH DFND1,31,30000
RED HAT INCCOM7565771024155,130SH DFND135,13000
RED HAT INCCOM7565771021281,589SH DFND141,58900
RED HAT INCCOM756577102675SH DFND37500
RED HAT INCCOM7565771023824,720SH DFND74,4630257
RED HAT INCCOM75657710226327SH DFND7,9280047
RED HAT INCCOM756577102811,001SH DFND91,00100
REGAL ENTMT GROUPCL A75876610919870SH DFND1,387000
REGAL ENTMT GROUPCL A75876610917770SH DFND1377000
REGAL ENTMT GROUPCL A7587661098390SH DFND1439000
REGAL ENTMT GROUPCL A7587661093115SH DFND311500
REGAL ENTMT GROUPCL A75876610925811,845SH DFND711,84500
REGAL ENTMT GROUPCL A758766109602,743SH DFND92,4430300
REGENCY CTRS CORPCOM75884910346600SH DFND1,360000
REGENCY CTRS CORPCOM7588491032663,435SH DFND133,43500
REGENCY CTRS CORPCOM75884910368880SH DFND1488000
REGENCY CTRS CORPCOM758849103455SH DFND35500
REGENCY CTRS CORPCOM7588491032773,579SH DFND73,57900
REGENCY CTRS CORPCOM75884910319SH DFND7,9009
REGENCY CTRS CORPCOM758849103447SH DFND94700
REGENCY CTRS CORPCOM7588491031,52719,704SH OTR1319,70400
REGENERON PHARMACEUTICALSCOM75886F1072,7576,857SH DFND16,7200137
REGENERON PHARMACEUTICALSCOM75886F1071,0732,670SH DFND1,32,67000
REGENERON PHARMACEUTICALSCOM75886F1079652,400SH DFND132,40000
REGENERON PHARMACEUTICALSCOM75886F107272676SH DFND1467600
REGENERON PHARMACEUTICALSCOM75886F1071,1092,758SH DFND32,75800
REGENERON PHARMACEUTICALSCOM75886F1078,73521,729SH DFND721,3840345
REGENERON PHARMACEUTICALSCOM75886F107207514SH DFND7,951004
REGENERON PHARMACEUTICALSCOM75886F1075,79514,415SH DFND914,363052
REGIONS FINL CORP NEWCOM7591EP100101,000SH DFND11,00000
REGIONS FINL CORP NEWCOM7591EP10028328,656SH DFND1328,65600
REGIONS FINL CORP NEWCOM7591EP10011811,962SH DFND1411,96200
REGIONS FINL CORP NEWCOM7591EP1005475SH DFND347500
REGIONS FINL CORP NEWCOM7591EP10039439,903SH DFND723,681016,222
REGIONS FINL CORP NEWCOM7591EP100191,915SH DFND7,91,5150400
REGIONS FINL CORP NEWCOM7591EP100191,935SH DFND91,93500
REGIONS FINL CORP NEWCOM7591EP10016616,817SH OTR1316,81700
REINSURANCE GROUP AMER INCCOM NEW7593516041821,690SH DFND131,69000
REINSURANCE GROUP AMER INCCOM NEW75935160447440SH DFND1444000
REINSURANCE GROUP AMER INCCOM NEW759351604655SH DFND35500
REINSURANCE GROUP AMER INCCOM NEW7593516042802,590SH DFND72,532058
REINSURANCE GROUP AMER INCCOM NEW759351604215SH DFND91500
RELIANCE STEEL & ALUMINUM COCOM75950910222300SH DFND1,330000
RELIANCE STEEL & ALUMINUM COCOM7595091021301,800SH DFND131,80000
RELIANCE STEEL & ALUMINUM COCOM75950910250700SH DFND1470000
RELIANCE STEEL & ALUMINUM COCOM759509102225SH DFND32500
RELIANCE STEEL & ALUMINUM COCOM7595091022573,564SH DFND73,487077
RELIANCE STEEL & ALUMINUM COCOM75950910215215SH DFND921500
RELIANCE STEEL & ALUMINUM COCOM75950910212SHCallDFND9200
RELX PLCSPONSORED ADR7595301081256,516SH DFND76,471045
RELX PLCSPONSORED ADR7595301087345SH DFND7,900345
RELX PLCSPONSORED ADR7595301081156,011SH DFND96,01100
REPUBLIC SVCS INCCOM760759100821,620SH DFND1,31,62000
REPUBLIC SVCS INCCOM7607591004418,740SH DFND138,74000
REPUBLIC SVCS INCCOM760759100561,110SH DFND141,11000
REPUBLIC SVCS INCCOM7607591006125SH DFND312500
REPUBLIC SVCS INCCOM7607591002254,452SH DFND74,2750177
REPUBLIC SVCS INCCOM76075910015301SH DFND7,9285016
REPUBLIC SVCS INCCOM760759100571,129SH DFND91800949
RESMED INCCOM761152107572SH DFND17200
RESMED INCCOM76115210764990SH DFND1,399000
RESMED INCCOM7611521073715,720SH DFND135,72000
RESMED INCCOM7611521071041,600SH DFND141,60000
RESMED INCCOM761152107465SH DFND36500
RESMED INCCOM7611521072704,160SH DFND72,60401,556
RESMED INCCOM7611521071011,556SH DFND944101,115
RETAIL OPPORTUNITY INVTS CORCOM76131N101241,090SH DFND71,09000
RETAIL OPPORTUNITY INVTS CORCOM76131N101140SH DFND94000
RETAIL OPPORTUNITY INVTS CORCOM76131N1011888,569SH OTR138,56900
RETAIL PPTYS AMER INCCL A76131V202342,000SH DFND1,32,00000
RETAIL PPTYS AMER INCCL A76131V2021247,400SH DFND137,40000
RETAIL PPTYS AMER INCCL A76131V202171,000SH DFND141,00000
RETAIL PPTYS AMER INCCL A76131V2022145SH DFND314500
RETAIL PPTYS AMER INCCL A76131V20215907SH DFND790700
RETAIL PPTYS AMER INCCL A76131V202182SH DFND7,90082
RETAIL PPTYS AMER INCCL A76131V2028488SH DFND948800
RETAIL PPTYS AMER INCCL A76131V20238923,153SH OTR1323,15300
REX ENERGY CORPORATIONCOM7615651001830,000SH DFND130,00000
REYNOLDS AMERICAN INCCOM76171310649210,425SH DFND18,59701,828
REYNOLDS AMERICAN INCCOM7617131061843,900SH DFND1,33,90000
REYNOLDS AMERICAN INCCOM76171310685818,200SH DFND1318,20000
REYNOLDS AMERICAN INCCOM7617131062034,300SH DFND144,30000
REYNOLDS AMERICAN INCCOM7617131061563,317SH DFND33,31700
REYNOLDS AMERICAN INCCOM7617131062,58454,809SH DFND754,4470362
REYNOLDS AMERICAN INCCOM76171310642901SH DFND7,990100
REYNOLDS AMERICAN INCCOM7617131061,76437,412SH DFND937,1530259
RIO TINTO PLCSPONSORED ADR76720410025745SH DFND174500
RIO TINTO PLCSPONSORED ADR76720410049314,771SH DFND714,77100
RIO TINTO PLCSPONSORED ADR767204100742,229SH DFND7,92,22900
RIO TINTO PLCSPONSORED ADR76720410057317,161SH DFND916,9830178
RITCHIE BROS AUCTIONEERSCOM76774410510275SH DFND127500
RITCHIE BROS AUCTIONEERSCOM7677441051714,883SH DFND74,7090174
RITCHIE BROS AUCTIONEERSCOM76774410523665SH DFND966500
RITE AID CORPCOM76775410411014,250SH DFND114,25000
RITE AID CORPCOM767754104354,500SH DFND1,34,50000
RITE AID CORPCOM76775410418123,500SH DFND1323,50000
RITE AID CORPCOM767754104486,200SH DFND146,20000
RITE AID CORPCOM7677541042275SH DFND327500
RITE AID CORPCOM76775410435245,819SH DFND745,81900
RITE AID CORPCOM76775410417,0972,223,315SH DFND9325,58401,897,731
ROBERT HALF INTL INCCOM770323103381,000SH DFND1,31,00000
ROBERT HALF INTL INCCOM770323103782,060SH DFND132,06000
ROBERT HALF INTL INCCOM77032310311300SH DFND1430000
ROBERT HALF INTL INCCOM770323103255SH DFND35500
ROBERT HALF INTL INCCOM7703231032677,043SH DFND77,001042
ROBERT HALF INTL INCCOM77032310311300SH DFND7,9240060
ROBERT HALF INTL INCCOM7703231032085,505SH DFND95,50500
ROCKWELL AUTOMATION INCCOM7739031099527,779SH DFND17,77900
ROCKWELL AUTOMATION INCCOM773903109109890SH DFND1,389000
ROCKWELL AUTOMATION INCCOM7739031092842,320SH DFND132,32000
ROCKWELL AUTOMATION INCCOM7739031091581,290SH DFND141,29000
ROCKWELL AUTOMATION INCCOM773903109650SH DFND35000
ROCKWELL AUTOMATION INCCOM7739031096215,078SH DFND75,07800
ROCKWELL AUTOMATION INCCOM77390310914114SH DFND7,911400
ROCKWELL AUTOMATION INCCOM7739031094213,442SH DFND92,7920650
ROCKWELL COLLINS INCCOM7743411013163,749SH DFND13,669080
ROCKWELL COLLINS INCCOM77434110167800SH DFND1,380000
ROCKWELL COLLINS INCCOM7743411012422,870SH DFND132,87000
ROCKWELL COLLINS INCCOM7743411011081,280SH DFND141,28000
ROCKWELL COLLINS INCCOM774341101560SH DFND36000
ROCKWELL COLLINS INCCOM7743411011872,220SH DFND72,144076
ROCKWELL COLLINS INCCOM774341101335SH DFND7,90035
ROCKWELL COLLINS INCCOM7743411011301,538SH DFND91,53800
ROGERS COMMUNICATIONS INCCL B775109200493SH DFND19300
ROGERS COMMUNICATIONS INCCL B7751092001,14927,078SH DFND727,056022
ROGERS COMMUNICATIONS INCCL B7751092001,18027,820SH DFND7,927,82000
ROGERS COMMUNICATIONS INCCL B7751092001,33731,524SH DFND931,52400
ROPER TECHNOLOGIES INCCOM7766961061861,017SH DFND1230994
ROPER TECHNOLOGIES INCCOM776696106120660SH DFND1,366000
ROPER TECHNOLOGIES INCCOM7766961065473,000SH DFND133,00000
ROPER TECHNOLOGIES INCCOM776696106159870SH DFND1487000
ROPER TECHNOLOGIES INCCOM776696106635SH DFND33500
ROPER TECHNOLOGIES INCCOM7766961062,27712,481SH DFND712,471010
ROPER TECHNOLOGIES INCCOM77669610615SH DFND7,9005
ROPER TECHNOLOGIES INCCOM7766961062,23712,258SH DFND912,1330125
ROSS STORES INCCOM77829610399715,508SH DFND17,80607,702
ROSS STORES INCCOM7782961031612,510SH DFND1,32,51000
ROSS STORES INCCOM77829610367110,440SH DFND1310,44000
ROSS STORES INCCOM7782961032513,900SH DFND143,90000
ROSS STORES INCCOM77829610311165SH DFND316500
ROSS STORES INCCOM7782961032,81743,803SH DFND739,05604,747
ROSS STORES INCCOM7782961032023,142SH DFND7,93,110032
ROSS STORES INCCOM7782961031,33720,793SH DFND96,724014,069
ROYAL BK CDA MONTREAL QUECOM78008710249792SH DFND179200
ROYAL BK CDA MONTREAL QUECOM7800871022053,302SH DFND73,30200
ROYAL BK CDA MONTREAL QUECOM78008710226418SH DFND7,941800
ROYAL BK CDA MONTREAL QUECOM7800871021,28420,722SH DFND920,72200
ROYAL DUTCH SHELL PLCSPON ADR B7802591071,44127,268SH DFND727,216052
ROYAL DUTCH SHELL PLCSPON ADR B78025910730576SH DFND7,957600
ROYAL DUTCH SHELL PLCSPON ADR B78025910776014,386SH DFND96,88607,500
ROYAL DUTCH SHELL PLCSPONS ADR A7802592063,10762,053SH DFND159,05303,000
ROYAL DUTCH SHELL PLCSPONS ADR A7802592063076,128SH DFND36,12800
ROYAL DUTCH SHELL PLCSPONS ADR A7802592064,33386,541SH DFND785,20501,336
ROYAL DUTCH SHELL PLCSPONS ADR A7802592061,41028,161SH DFND7,928,0210140
ROYAL DUTCH SHELL PLCSPONS ADR A78025920613,355266,720SH DFND9263,05703,663
ROYAL DUTCH SHELL PLCSPONS ADR A78025920610203SH OTR1320300
ROYAL GOLD INCNOTE 2.875% 6/1780287AA676,000PRN DFND76,00000
ROYAL GOLD INCNOTE 2.875% 6/1780287AA61715,000PRN DFND915,00000
ROYCE VALUE TR INCCOM78091010523918,866SH DFND718,6290237
ROYCE MICRO-CAP TR INCCOM7809151047810,031SH DFND710,000031
ROYCE MICRO-CAP TR INCCOM780915104111,402SH DFND91,40200
RYANAIR HLDGS PLCSPONSORED ADR NE78351320324319SH DFND131900
RYANAIR HLDGS PLCSPONSORED ADR NE7835132037459,929SH DFND79,864065
RYANAIR HLDGS PLCSPONSORED ADR NE783513203761,013SH DFND7,9950063
RYANAIR HLDGS PLCSPONSORED ADR NE7835132034516,015SH DFND96,01500
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W10654651SH DFND165100
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W1061,91322,890SH DFND722,89000
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W1065005,979SH DFND95,97900
RYLAND GROUP INCNOTE 1.625% 5/1783764AQ62017,000PRN DFND917,00000
RYLAND GROUP INCNOTE 0.250% 6/0783764AS22628,000PRN DFND928,00000
RYMAN HOSPITALITY PPTYS INCCOM78377T1077147SH DFND114700
RYMAN HOSPITALITY PPTYS INCCOM78377T10773415,240SH DFND1,30015,240
RYMAN HOSPITALITY PPTYS INCCOM78377T107881,828SH DFND31,82800
RYMAN HOSPITALITY PPTYS INCCOM78377T1072194,553SH DFND73,20501,348
RYMAN HOSPITALITY PPTYS INCCOM78377T107861,780SH DFND91,78000
RYMAN HOSPITALITY PPTYS INCCOM78377T1072124,403SH OTR134,40300
S & T BANCORP INCCOM7838591011,32645,725SH DFND145,72500
SBA COMMUNICATIONS CORPCOM78388J106110980SH DFND1,398000
SBA COMMUNICATIONS CORPCOM78388J1065104,550SH DFND134,55000
SBA COMMUNICATIONS CORPCOM78388J1061351,200SH DFND141,20000
SBA COMMUNICATIONS CORPCOM78388J106760SH DFND36000
SBA COMMUNICATIONS CORPCOM78388J1062652,361SH DFND72,281080
SBA COMMUNICATIONS CORPCOM78388J10615SH DFND7,9005
SBA COMMUNICATIONS CORPCOM78388J10652464SH DFND946400
SBA COMMUNICATIONS CORPCOM78388J1061,0379,250SH OTR139,25000
S&P GLOBAL INCCOM78409V1044623,647SH DFND13,64700
S&P GLOBAL INCCOM78409V1041,0378,190SH DFND138,19000
S&P GLOBAL INCCOM78409V1042702,134SH DFND142,13400
S&P GLOBAL INCCOM78409V10415115SH DFND311500
S&P GLOBAL INCCOM78409V1045,37342,456SH DFND742,45600
S&P GLOBAL INCCOM78409V10465513SH DFND7,9500013
S&P GLOBAL INCCOM78409V1045,44843,043SH DFND943,04300
SEI INVESTMENTS COCOM7841171038185SH DFND118500
SEI INVESTMENTS COCOM7841171031753,840SH DFND133,84000
SEI INVESTMENTS COCOM784117103901,970SH DFND141,97000
SEI INVESTMENTS COCOM784117103245SH DFND34500
SEI INVESTMENTS COCOM7841171031954,272SH DFND72,07202,200
SEI INVESTMENTS COCOM7841171033106,800SH DFND96,80000
SL GREEN RLTY CORPCOM78440X10165600SH DFND1,360000
SL GREEN RLTY CORPCOM78440X1011291,190SH DFND131,19000
SL GREEN RLTY CORPCOM78440X10167620SH DFND1462000
SL GREEN RLTY CORPCOM78440X101435SH DFND33500
SL GREEN RLTY CORPCOM78440X10163584SH DFND758400
SL GREEN RLTY CORPCOM78440X101111SH DFND91100
SL GREEN RLTY CORPCOM78440X1012,42222,403SH OTR1322,40300
SLM CORPCOM78442P106658,660SH DFND138,66000
SLM CORPCOM78442P106435,770SH DFND145,77000
SLM CORPCOM78442P10605SH DFND3500
SLM CORPCOM78442P106131,708SH DFND71,70800
SLM CORPCOM78442P1064530SH DFND7,953000
SLM CORPCOM78442P106060SH DFND96000
SPDR S&P 500 ETF TRTR UNIT78462F10318,97487,723SH DFND186,72301,000
SPDR S&P 500 ETF TRTR UNIT78462F1038,68740,163SH DFND340,16300
SPDR S&P 500 ETF TRTR UNIT78462F10391,749424,175SH DFND7423,3360839
SPDR S&P 500 ETF TRTR UNIT78462F1036,38729,529SH DFND7,929,52900
SPDR S&P 500 ETF TRTR UNIT78462F10352,173241,205SH DFND9220,350020,855
SPDR S&P 500 ETF TRTR UNIT78462F10324SHCallDFND1004
SPDR S&P 500 ETF TRTR UNIT78462F10344SHCallDFND7400
SPDR S&P 500 ETF TRTR UNIT78462F10312144SHCallDFND914400
SPDR S&P 500 ETF TRTR UNIT78462F103219SHPutDFND11900
SPDR S&P 500 ETF TRTR UNIT78462F103230SHPutDFND73000
SPDR S&P 500 ETF TRTR UNIT78462F10330180SHPutDFND918000
SPDR GOLD TRUSTGOLD SHS78463V1072371,890SH DFND11,89000
SPDR GOLD TRUSTGOLD SHS78463V1079467,532SH DFND1,37,53200
SPDR GOLD TRUSTGOLD SHS78463V1079,59476,364SH DFND775,7570607
SPDR GOLD TRUSTGOLD SHS78463V1071,72813,754SH DFND913,75400
SPDR INDEX SHS FDSEURO STOXX 5078463X2022226,775SH DFND76,77500
SPDR INDEX SHS FDSEURO STOXX 5078463X202822,500SH DFND7,92,50000
SPDR INDEX SHS FDSEURO STOXX 5078463X2021344,083SH DFND94,08300
SPDR INDEX SHS FDSS&P EM MKT DIV78463X5331676,050SH DFND15,7500300
SPDR INDEX SHS FDSS&P EM MKT DIV78463X53357020,580SH DFND720,58000
SPDR INDEX SHS FDSS&P EM MKT DIV78463X53376627,675SH DFND7,927,67500
SPDR INDEX SHS FDSS&P EM MKT DIV78463X53366424,000SH DFND924,00000
SPDR INDEX SHS FDSGLB NAT RESRCE78463X5411032,622SH DFND12,62200
SPDR INDEX SHS FDSGLB NAT RESRCE78463X54134857SH DFND385700
SPDR INDEX SHS FDSGLB NAT RESRCE78463X5411523,889SH DFND73,88900
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X74930596SH DFND159600
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X7491,49930,092SH DFND730,08309
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X749501,000SH DFND7,91,00000
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X7491062,125SH DFND92,12500
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86315,589373,741SH DFND1361,211012,530
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8631,85244,395SH DFND1344,39500
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86351412,320SH DFND14012,3200
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8634,13399,082SH DFND399,08200
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86329,873716,200SH DFND7714,68801,512
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8631,00824,157SH DFND7,924,118039
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86334,256821,294SH DFND9807,011014,283
SPDR SERIES TRUSTNUV HGHYLD MUN78464A2843095,202SH DFND74,2210981
SPDR SERIES TRUSTBRC CNV SECS ETF78464A35971515,424SH DFND715,42400
SPDR SERIES TRUSTBRC CNV SECS ETF78464A35953711,581SH DFND911,58100
SPDR SERIES TRUSTBRC HGH YLD BD78464A4172,12757,934SH DFND757,93400
SPDR SERIES TRUSTBARC SHT TR CP78464A47431010,065SH DFND710,06500
SPDR SERIES TRUSTCITI INT GVT ETF78464A490631,111SH DFND71,059052
SPDR SERIES TRUSTCITI INT GVT ETF78464A4902644,631SH DFND987803,753
SPDR SERIES TRUSTBRCLYS INTL ETF78464A5161,45450,430SH DFND750,43000
SPDR SERIES TRUSTDJ REIT ETF78464A6076106,265SH DFND16,26500
SPDR SERIES TRUSTDJ REIT ETF78464A6073,13532,197SH DFND731,8180379
SPDR SERIES TRUSTDJ REIT ETF78464A6073663,760SH DFND7,93,76000
SPDR SERIES TRUSTDJ REIT ETF78464A6078,50187,302SH DFND980,3532956,654
SPDR SERIES TRUSTBARCLYS TIPS ETF78464A6562334,007SH DFND14,00700
SPDR SERIES TRUSTBARCLYS TIPS ETF78464A65614242SH DFND724200
SPDR SERIES TRUSTBRCLYS 1-3MT ETF78464A6803898,508SH DFND78,50800
SPDR SERIES TRUSTS&P REGL BKG78464A6981683,975SH DFND73,7230252
SPDR SERIES TRUSTS&P REGL BKG78464A6982946,945SH DFND96,94500
SPDR SERIES TRUSTS&P DIVID ETF78464A76313,167156,085SH DFND1153,78702,298
SPDR SERIES TRUSTS&P DIVID ETF78464A76368806SH DFND380600
SPDR SERIES TRUSTS&P DIVID ETF78464A7631,59418,891SH DFND717,76901,122
SPDR SERIES TRUSTS&P DIVID ETF78464A7633784,475SH DFND94,47500
SPDR SERIES TRUSTS&P BIOTECH78464A87084812,794SH DFND112,0000794
SPDR SERIES TRUSTS&P BIOTECH78464A8701362,048SH DFND72,04800
SSGA ACTIVE ETF TRSPDR TR TACTIC78467V84857811,523SH DFND711,52300
SSGA ACTIVE ETF TRSPDR TR TACTIC78467V84850210,000SH DFND90010,000
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1095,45929,868SH DFND129,86800
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1092,06111,276SH DFND711,27600
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1097954,350SH DFND94,35000
SPDR DOW JONES INDL AVRG ETFUT SER 178467X10935SHCallDFND7500
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10799350SH DFND135000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1073,67913,034SH DFND713,03400
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y107240850SH DFND7,985000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1079,28132,880SH DFND926,98005,900
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10718SHPutDFND9800
SPDR SER TRSHT TRM HGH YLD78468R4082779,995SH DFND78,99501,000
SPDR SER TRNUVN BRCLY MUNI78468R721841,675SH DFND11,67500
SPDR SER TRNUVN BRCLY MUNI78468R72168413,652SH DFND713,65200
SPDR SER TRNUVN BR SHT MUNI78468R739621,275SH DFND11,27500
SPDR SER TRNUVN BR SHT MUNI78468R73991618,751SH DFND718,75100
SVB FINL GROUPCOM78486Q1011441,300SH DFND131,30000
SVB FINL GROUPCOM78486Q10155500SH DFND1450000
SVB FINL GROUPCOM78486Q101325SH DFND32500
SVB FINL GROUPCOM78486Q1012272,056SH DFND72,05600
SVB FINL GROUPCOM78486Q10182744SH DFND95400204
SABRA HEALTH CARE REIT INCCOM78573L106682,720SH DFND92,72000
SABRA HEALTH CARE REIT INCCOM78573L1061475,836SH OTR135,83600
SABRE CORPCOM78573M1041023,632SH DFND132803,304
SABRE CORPCOM78573M104411,440SH DFND1,31,44000
SABRE CORPCOM78573M104401,420SH DFND131,42000
SABRE CORPCOM78573M104411,457SH DFND141,45700
SABRE CORPCOM78573M104270SH DFND37000
SABRE CORPCOM78573M104331,163SH DFND71,16300
SABRE CORPCOM78573M10422781SH DFND978100
ST JUDE MED INCCOM7908491032102,633SH DFND11,50001,133
ST JUDE MED INCCOM7908491031501,880SH DFND1,31,88000
ST JUDE MED INCCOM7908491036998,770SH DFND138,77000
ST JUDE MED INCCOM7908491032322,910SH DFND142,91000
ST JUDE MED INCCOM79084910310130SH DFND313000
ST JUDE MED INCCOM7908491037389,251SH DFND76,64902,602
ST JUDE MED INCCOM79084910335439SH DFND7,943900
ST JUDE MED INCCOM7908491032933,677SH DFND93,67700
SALESFORCE COM INCNOTE 0.250% 4/079466LAD654,000PRN DFND74,00000
SALESFORCE COM INCNOTE 0.250% 4/079466LAD62017,000PRN DFND917,00000
SALESFORCE COM INCCOM79466L3021,32418,559SH DFND113,47805,081
SALESFORCE COM INCCOM79466L3023154,420SH DFND1,34,42000
SALESFORCE COM INCCOM79466L3021,25017,530SH DFND1317,53000
SALESFORCE COM INCCOM79466L3023755,256SH DFND145,25600
SALESFORCE COM INCCOM79466L30219272SH DFND327200
SALESFORCE COM INCCOM79466L3021,92426,977SH DFND726,940037
SALESFORCE COM INCCOM79466L3021852,595SH DFND7,92,519076
SALESFORCE COM INCCOM79466L3021,16916,386SH DFND916,296090
SALLY BEAUTY HLDGS INCCOM79546E10424940SH DFND1,394000
SALLY BEAUTY HLDGS INCCOM79546E104642,500SH DFND132,50000
SALLY BEAUTY HLDGS INCCOM79546E104018SH DFND31800
SALLY BEAUTY HLDGS INCCOM79546E1041837,117SH DFND71,28205,835
SALLY BEAUTY HLDGS INCCOM79546E104123SH DFND92300
SANDY SPRING BANCORP INCCOM80036310341513,577SH DFND113,57700
SANDY SPRING BANCORP INCCOM800363103973,165SH DFND73,16500
SANDY SPRING BANCORP INCCOM800363103121SH DFND7,90021
SANOFISPONSORED ADR80105N1051915,011SH DFND14,5930418
SANOFISPONSORED ADR80105N105521,363SH DFND31,36300
SANOFISPONSORED ADR80105N1051,10228,867SH DFND728,5180349
SANOFISPONSORED ADR80105N10557615,095SH DFND7,915,09500
SANOFISPONSORED ADR80105N1051,51839,737SH DFND912,793026,944
SANOFISPONSORED ADR80105N10503SHCallDFND7300
SAP SESPON ADR80305420470766SH DFND176600
SAP SESPON ADR8030542041,17512,850SH DFND712,5520298
SAP SESPON ADR8030542041081,177SH DFND7,91,107070
SAP SESPON ADR80305420496910,604SH DFND99,21701,387
SCANA CORP NEWCOM80589M1022082,871SH DFND12,87100
SCANA CORP NEWCOM80589M10222300SH DFND1,330000
SCANA CORP NEWCOM80589M102460SH DFND36000
SCANA CORP NEWCOM80589M1025767,964SH DFND77,890074
SCANA CORP NEWCOM80589M10218SH DFND7,9008
SCANA CORP NEWCOM80589M1024,89067,564SH DFND967,56400
SCHEIN HENRY INCCOM80640710296591SH DFND159100
SCHEIN HENRY INCCOM806407102101620SH DFND1,362000
SCHEIN HENRY INCCOM8064071025153,160SH DFND133,16000
SCHEIN HENRY INCCOM8064071021811,110SH DFND141,11000
SCHEIN HENRY INCCOM806407102530SH DFND33000
SCHEIN HENRY INCCOM8064071021,4388,825SH DFND78,802023
SCHEIN HENRY INCCOM80640710257347SH DFND9294053
SCHLUMBERGER LTDCOM80685710812,473158,614SH DFND1152,11406,500
SCHLUMBERGER LTDCOM8068571081,46618,645SH DFND1,318,64500
SCHLUMBERGER LTDCOM8068571083,02738,495SH DFND1338,49500
SCHLUMBERGER LTDCOM80685710890911,555SH DFND1411,55500
SCHLUMBERGER LTDCOM8068571081,02112,987SH DFND312,98700
SCHLUMBERGER LTDCOM80685710819,339245,918SH DFND7240,59405,324
SCHLUMBERGER LTDCOM8068571083,61045,899SH DFND7,945,805094
SCHLUMBERGER LTDCOM80685710823,612300,249SH DFND9289,095011,154
SCHLUMBERGER LTDCOM8068571082,19027,853SH OTR1327,85300
SCHWAB CHARLES CORP NEWCOM80851310549715,733SH DFND15,97809,755
SCHWAB CHARLES CORP NEWCOM80851310586027,250SH DFND1327,25000
SCHWAB CHARLES CORP NEWCOM8085131052989,450SH DFND149,45000
SCHWAB CHARLES CORP NEWCOM80851310573523,277SH DFND323,27700
SCHWAB CHARLES CORP NEWCOM8085131051,54048,794SH DFND739,43309,361
SCHWAB CHARLES CORP NEWCOM8085131052237,061SH DFND7,96,9200141
SCHWAB CHARLES CORP NEWCOM80851310599631,534SH DFND930,31401,220
SCHWAB STRATEGIC TRSCHWAB FDT US SC80852476334611,115SH DFND911,11500
SCHWAB STRATEGIC TRSCHWAB FDT US LG80852477181026,050SH DFND926,05000
SCHWAB STRATEGIC TRUS TIPS ETF8085248701893,315SH DFND13,31500
SCHWAB STRATEGIC TRUS TIPS ETF808524870721,269SH DFND71,26900
SCOTTS MIRACLE GRO COCL A8101861065907,084SH DFND17,08400
SCOTTS MIRACLE GRO COCL A81018610617200SH DFND1,320000
SCOTTS MIRACLE GRO COCL A810186106225SH DFND32500
SCOTTS MIRACLE GRO COCL A8101861067358,831SH DFND77,24601,585
SCOTTS MIRACLE GRO COCL A81018610613158SH DFND7,915800
SCOTTS MIRACLE GRO COCL A8101861061,44517,357SH DFND917,35700
SCRIPPS NETWORKS INTERACT INCL A COM811065101118SH DFND11800
SCRIPPS NETWORKS INTERACT INCL A COM81106510137590SH DFND1,359000
SCRIPPS NETWORKS INTERACT INCL A COM811065101881,380SH DFND131,38000
SCRIPPS NETWORKS INTERACT INCL A COM811065101831,310SH DFND141,31000
SCRIPPS NETWORKS INTERACT INCL A COM811065101345SH DFND34500
SCRIPPS NETWORKS INTERACT INCL A COM8110651011502,355SH DFND72,297058
SCRIPPS NETWORKS INTERACT INCL A COM811065101791,250SH DFND91,25000
SEALED AIR CORP NEWCOM81211K100551,195SH DFND11,19500
SEALED AIR CORP NEWCOM81211K100501,100SH 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 NEWCOM81211K1002595,649SH DFND75,3910258
SEALED AIR CORP NEWCOM81211K1002806,121SH DFND96,12100
SEATTLE GENETICS INCCOM81257810230560SH DFND1,356000
SEATTLE GENETICS INCCOM8125781021082,000SH DFND132,00000
SEATTLE GENETICS INCCOM81257810249904SH DFND1490400
SEATTLE GENETICS INCCOM812578102230SH DFND33000
SEATTLE GENETICS INCCOM81257810211200SH DFND720000
SEATTLE GENETICS INCCOM81257810214257SH DFND91400117
SELECT SECTOR SPDR TRSBI MATERIALS81369Y100490SH DFND10090
SELECT SECTOR SPDR TRSBI MATERIALS81369Y10053311,158SH DFND710,9330225
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y209450SH DFND15000
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2091,54521,426SH DFND721,42600
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2091,16216,119SH DFND915,3810738
SELECT SECTOR SPDR TRSBI CONS STPLS81369Y30867312,641SH DFND712,64100
SELECT SECTOR SPDR TRSBI CONS STPLS81369Y308631,180SH DFND7,91,18000
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y40773915SH DFND17800135
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4075967,445SH DFND76,7450700
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y40769864SH DFND7,986400
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4071,74521,798SH DFND921,79800
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5061041,478SH DFND11,47800
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5061,51521,454SH DFND721,45400
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y506791,118SH DFND7,91,11800
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5061231,735SH DFND91,1190616
SELECT SECTOR SPDR TRSBI INT-FINL81369Y60543422,507SH DFND117,99204,515
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,07055,450SH DFND755,45000
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,24664,584SH DFND936,753027,831
SELECT SECTOR SPDR TRSBI INT-INDS81369Y704921,580SH DFND1001,580
SELECT SECTOR SPDR TRSBI INT-INDS81369Y7041,46025,004SH DFND724,8220182
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8032635,496SH DFND14,14601,350
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8032,65555,574SH DFND753,57402,000
SELECT SECTOR SPDR TRTECHNOLOGY81369Y803651,350SH DFND7,91,35000
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8031,60333,548SH DFND920,490013,058
SELECT SECTOR SPDR TRTECHNOLOGY81369Y803140SHCallDFND10040
SELECT SECTOR SPDR TRRL EST SEL SEC81369Y8601,21036,909SH DFND136,0580851
SELECT SECTOR SPDR TRRL EST SEL SEC81369Y8603229,823SH DFND39,82300
SELECT SECTOR SPDR TRRL EST SEL SEC81369Y8602,95490,133SH DFND790,13300
SELECT SECTOR SPDR TRRL EST SEL SEC81369Y8603069,323SH DFND7,99,32300
SELECT SECTOR SPDR TRRL EST SEL SEC81369Y8603,445105,131SH DFND9101,25803,873
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8864108,375SH DFND18,37500
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88683617,068SH DFND716,06801,000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y886791,620SH DFND7,91,62000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8865100SH DFND910000
SEMPRA ENERGYCOM81685110975700SH DFND1,370000
SEMPRA ENERGYCOM8168511092041,900SH DFND131,90000
SEMPRA ENERGYCOM8168511091501,400SH DFND141,40000
SEMPRA ENERGYCOM81685110911105SH DFND310500
SEMPRA ENERGYCOM8168511091,18311,039SH DFND710,8270212
SEMPRA ENERGYCOM81685110925237SH DFND7,923700
SEMPRA ENERGYCOM8168511092222,075SH DFND91,3500725
SENIOR HSG PPTYS TRSH BEN INT81721M109391,700SH DFND1,31,70000
SENIOR HSG PPTYS TRSH BEN INT81721M1091597,000SH DFND137,00000
SENIOR HSG PPTYS TRSH BEN INT81721M109452,000SH DFND142,00000
SENIOR HSG PPTYS TRSH BEN INT81721M1094155SH DFND315500
SENIOR HSG PPTYS TRSH BEN INT81721M1091225,389SH DFND75,38900
SENIOR HSG PPTYS TRSH BEN INT81721M109130SH DFND93000
SENIOR HSG PPTYS TRSH BEN INT81721M10944219,470SH OTR1319,47000
SENSIENT TECHNOLOGIES CORPCOM81725T1004155,475SH DFND1,3005,475
SENSIENT TECHNOLOGIES CORPCOM81725T10011141SH DFND714100
SENSIENT TECHNOLOGIES CORPCOM81725T100220SH DFND92000
SERVICE CORP INTLCOM81756510424909SH DFND190900
SERVICE CORP INTLCOM817565104391,460SH DFND1,31,46000
SERVICE CORP INTLCOM8175651041114,170SH DFND134,17000
SERVICE CORP INTLCOM817565104682,560SH DFND142,56000
SERVICE CORP INTLCOM8175651041284,823SH DFND34,82300
SERVICE CORP INTLCOM8175651041314,920SH DFND74,853067
SERVICE CORP INTLCOM8175651041555,832SH DFND7,95,83200
SERVICE CORP INTLCOM81756510454620,576SH DFND919,47601,100
SERVICENOW INCNOTE 11/081762PAB82319,000PRN DFND919,00000
SERVICENOW INCCOM81762P102931,180SH DFND1,31,18000
SERVICENOW INCCOM81762P1023564,500SH DFND134,50000
SERVICENOW INCCOM81762P102921,158SH DFND141,15800
SERVICENOW INCCOM81762P102557SH DFND35700
SERVICENOW INCCOM81762P1021872,366SH DFND72,337029
SERVICENOW INCCOM81762P10230379SH DFND937900
SHAW COMMUNICATIONS INCCL B CONV82028K20020610,062SH DFND710,06200
SHAW COMMUNICATIONS INCCL B CONV82028K20052125,466SH DFND7,925,46600
SHAW COMMUNICATIONS INCCL B CONV82028K20026713,035SH DFND913,03500
SHERWIN WILLIAMS COCOM8243481061,8226,587SH DFND131206,275
SHERWIN WILLIAMS COCOM824348106111400SH DFND1,340000
SHERWIN WILLIAMS COCOM8243481064981,800SH DFND131,80000
SHERWIN WILLIAMS COCOM824348106138500SH DFND1450000
SHERWIN WILLIAMS COCOM824348106830SH DFND33000
SHERWIN WILLIAMS COCOM8243481061,2874,653SH DFND74,3170336
SHERWIN WILLIAMS COCOM82434810630110SH DFND7,990020
SHERWIN WILLIAMS COCOM8243481063671,325SH DFND91,251074
SHIRE PLCSPONSORED ADR82481R106147756SH DFND175600
SHIRE PLCSPONSORED ADR82481R1061369SH DFND146900
SHIRE PLCSPONSORED ADR82481R1061,1696,032SH DFND75,984048
SHIRE PLCSPONSORED ADR82481R10669357SH DFND7,9303054
SHIRE PLCSPONSORED ADR82481R1061,2066,221SH DFND96,22100
SHOPIFY INCCL A82509L10719451SH DFND11510300
SHOPIFY INCCL A82509L1072064,804SH DFND74,80400
SHOPIFY INCCL A82509L10742967SH DFND7,996700
SHOPIFY INCCL A82509L1072465,743SH DFND95,74300
SHOPIFY INCCL A82509L1072535,900SH OTR135,90000
SHUTTERFLY INCNOTE 0.250% 5/182568PAB22930,000PRN DFND930,00000
SIGNATURE BK NEW YORK N YCOM82669G1041181,000SH DFND131,00000
SIGNATURE BK NEW YORK N YCOM82669G10471600SH DFND1460000
SIGNATURE BK NEW YORK N YCOM82669G104325SH DFND32500
SIGNATURE BK NEW YORK N YCOM82669G1043062,581SH DFND71,8500731
SIGNATURE BK NEW YORK N YCOM82669G104650SH DFND95000
SIMON PPTY GROUP INC NEWCOM8288061091,6778,101SH DFND18,10100
SIMON PPTY GROUP INC NEWCOM8288061094142,000SH DFND1,32,00000
SIMON PPTY GROUP INC NEWCOM8288061091,6557,993SH DFND137,99300
SIMON PPTY GROUP INC NEWCOM8288061095412,611SH DFND142,61100
SIMON PPTY GROUP INC NEWCOM82880610928135SH DFND313500
SIMON PPTY GROUP INC NEWCOM8288061091,7018,217SH DFND77,8920325
SIMON PPTY GROUP INC NEWCOM82880610982398SH DFND7,9368030
SIMON PPTY GROUP INC NEWCOM8288061092,78513,452SH DFND913,2420210
SIMON PPTY GROUP INC NEWCOM8288061098,55041,304SH OTR1341,30400
SIMPSON MANUFACTURING CO INCCOM82907310564114,591SH DFND1,30014,591
SIRIUS XM HLDGS INCCOM82968B103215,000SH DFND15,00000
SIRIUS XM HLDGS INCCOM82968B1034811,530SH DFND1,311,53000
SIRIUS XM HLDGS INCCOM82968B10326563,640SH DFND1363,64000
SIRIUS XM HLDGS INCCOM82968B10311226,800SH DFND1426,80000
SIRIUS XM HLDGS INCCOM82968B1034930SH DFND393000
SIRIUS XM HLDGS INCCOM82968B103245,754SH DFND75,75400
SIRIUS XM HLDGS INCCOM82968B103389,214SH DFND99,21400
SIX FLAGS ENTMT CORP NEWCOM83001A10229550SH DFND1,355000
SIX FLAGS ENTMT CORP NEWCOM83001A1021663,100SH DFND133,10000
SIX FLAGS ENTMT CORP NEWCOM83001A10223420SH DFND342000
SIX FLAGS ENTMT CORP NEWCOM83001A102961,786SH DFND71,78600
SIX FLAGS ENTMT CORP NEWCOM83001A10228525SH DFND952500
SKECHERS U S A INCCL A83056610521910SH DFND1,391000
SKECHERS U S A INCCL A8305661051265,500SH DFND135,50000
SKECHERS U S A INCCL A830566105150SH DFND35000
SKECHERS U S A INCCL A830566105492,126SH DFND72,12600
SKECHERS U S A INCCL A8305661051496,525SH DFND7,96,52500
SKECHERS U S A INCCL A830566105270SH DFND97000
SKYWORKS SOLUTIONS INCCOM83088M10256731SH DFND173100
SKYWORKS SOLUTIONS INCCOM83088M1021001,310SH DFND1,31,31000
SKYWORKS SOLUTIONS INCCOM83088M1024576,000SH DFND136,00000
SKYWORKS SOLUTIONS INCCOM83088M1021451,900SH DFND141,90000
SKYWORKS SOLUTIONS INCCOM83088M102683SH DFND38300
SKYWORKS SOLUTIONS INCCOM83088M1021,20915,875SH DFND715,865010
SKYWORKS SOLUTIONS INCCOM83088M1024555,976SH DFND95,97600
SMITH & NEPHEW PLCSPDN ADR NEW83175M2051103,343SH DFND13,34300
SMITH & NEPHEW PLCSPDN ADR NEW83175M2051043,181SH DFND33,18100
SMITH & NEPHEW PLCSPDN ADR NEW83175M20551515,712SH DFND715,5650147
SMITH & NEPHEW PLCSPDN ADR NEW83175M205952,904SH DFND7,92,90400
SMITH & NEPHEW PLCSPDN ADR NEW83175M2051,34240,948SH DFND940,94800
SMITH A OCOM83186520946470SH DFND1,347000
SMITH A OCOM8318652092472,500SH DFND132,50000
SMITH A OCOM83186520940400SH DFND1440000
SMITH A OCOM831865209333SH DFND33300
SMITH A OCOM83186520945457SH DFND7427030
SMITH A OCOM831865209110SH DFND91000
SMUCKER J M COCOM NEW8326964055033,711SH DFND13,1130598
SMUCKER J M COCOM NEW83269640568500SH DFND1,350000
SMUCKER J M COCOM NEW8326964051631,200SH DFND131,20000
SMUCKER J M COCOM NEW83269640554400SH DFND1440000
SMUCKER J M COCOM NEW8326964051451,070SH DFND31,07000
SMUCKER J M COCOM NEW8326964052,65419,583SH DFND719,0000583
SMUCKER J M COCOM NEW8326964053572,635SH DFND7,92,63500
SMUCKER J M COCOM NEW8326964056,71949,575SH DFND949,4730102
SNAP ON INCCOM833034101121794SH DFND179400
SNAP ON INCCOM83303410165430SH DFND1,343000
SNAP ON INCCOM8330341011951,280SH DFND131,28000
SNAP ON INCCOM83303410130200SH DFND1420000
SNAP ON INCCOM833034101427SH DFND32700
SNAP ON INCCOM8330341019996,577SH DFND76,502075
SNAP ON INCCOM83303410140262SH DFND7,926200
SNAP ON INCCOM8330341018875,840SH DFND95,6080232
SNYDERS-LANCE INCCOM8335511042397,107SH DFND77,10700
SONOCO PRODS COCOM8354951022164,090SH DFND14,09000
SONOCO PRODS COCOM83549510216300SH DFND1,330000
SONOCO PRODS COCOM83549510216300SH DFND1430000
SONOCO PRODS COCOM835495102245SH DFND34500
SONOCO PRODS COCOM8354951022765,228SH DFND75,1280100
SONOCO PRODS COCOM83549510234640SH DFND7,964000
SONOCO PRODS COCOM8354951021,88235,633SH DFND935,63300
SONY CORPADR NEW83569930726777SH DFND177700
SONY CORPADR NEW83569930743313,032SH DFND713,010022
SONY CORPADR NEW835699307812,432SH DFND7,92,2220210
SONY CORPADR NEW83569930761418,489SH DFND918,48900
SOUTHERN COCOM8425871075,371104,704SH DFND190,881013,823
SOUTHERN COCOM8425871072805,455SH DFND1,35,45500
SOUTHERN COCOM84258710768713,400SH DFND1313,40000
SOUTHERN COCOM8425871072364,594SH DFND142,7001,8940
SOUTHERN COCOM84258710790017,538SH DFND317,53800
SOUTHERN COCOM84258710715,205296,390SH DFND7295,8820508
SOUTHERN COCOM8425871073,29964,299SH DFND7,964,284015
SOUTHERN COCOM8425871078,392163,594SH DFND9163,3340260
SOUTHERN COPPER CORPCOM84265V10513500SH DFND150000
SOUTHERN COPPER CORPCOM84265V1058300SH DFND1,330000
SOUTHERN COPPER CORPCOM84265V105632,400SH DFND132,40000
SOUTHERN COPPER CORPCOM84265V10518700SH DFND1470000
SOUTHERN COPPER CORPCOM84265V105280SH DFND38000
SOUTHERN COPPER CORPCOM84265V10525946SH DFND794600
SOUTHERN COPPER CORPCOM84265V105132SH DFND7,90032
SOUTHERN COPPER CORPCOM84265V10563824,248SH DFND924,24800
SOUTHERN COPPER CORPCOM84265V1051234,659SH OTR134,65900
SOUTHWEST AIRLS COCOM84474110815392SH DFND139200
SOUTHWEST AIRLS COCOM8447411081634,180SH DFND1,34,18000
SOUTHWEST AIRLS COCOM84474110863516,330SH DFND1316,33000
SOUTHWEST AIRLS COCOM8447411082195,630SH DFND145,63000
SOUTHWEST AIRLS COCOM84474110811295SH DFND329500
SOUTHWEST AIRLS COCOM84474110851913,350SH DFND713,35000
SOUTHWEST AIRLS COCOM8447411083,01077,391SH DFND977,39100
SOUTHWEST GAS CORPCOM84489510216228SH DFND122800
SOUTHWEST GAS CORPCOM84489510234490SH DFND349000
SOUTHWEST GAS CORPCOM8448951021462,095SH DFND72,09500
SOUTHWEST GAS CORPCOM84489510227380SH DFND938000
SOUTHWESTERN ENERGY COCOM8454671096434SH DFND143400
SOUTHWESTERN ENERGY COCOM845467109433,130SH DFND1,33,13000
SOUTHWESTERN ENERGY COCOM84546710916912,200SH DFND1312,20000
SOUTHWESTERN ENERGY COCOM845467109473,380SH DFND143,38000
SOUTHWESTERN ENERGY COCOM8454671092170SH DFND317000
SOUTHWESTERN ENERGY COCOM845467109171,194SH DFND71,19400
SOUTHWESTERN ENERGY COCOM8454671097500SH DFND7,950000
SOUTHWESTERN ENERGY COCOM8454671096463SH DFND92740189
SPARTANNASH COCOM8472151001,73560,000SH DFND760,00000
SPARTANNASH COCOM847215100371,296SH DFND91,29600
SPECTRA ENERGY PARTNERS LPCOM84756N10947910,975SH DFND110,97500
SPECTRA ENERGY PARTNERS LPCOM84756N1092355,368SH DFND75,36800
SPECTRA ENERGY PARTNERS LPCOM84756N10950211,500SH DFND911,50000
SPECTRA ENERGY CORPCOM8475601091,11826,154SH DFND125,9040250
SPECTRA ENERGY CORPCOM8475601092004,670SH DFND1,34,67000
SPECTRA ENERGY CORPCOM84756010984919,850SH DFND1319,85000
SPECTRA ENERGY CORPCOM8475601092295,352SH DFND145,35200
SPECTRA ENERGY CORPCOM84756010913315SH DFND331500
SPECTRA ENERGY CORPCOM8475601093,75587,844SH DFND787,3800464
SPECTRA ENERGY CORPCOM8475601091824,254SH DFND7,94,238016
SPECTRA ENERGY CORPCOM84756010911,152260,875SH DFND9259,82101,054
SPECTRUM BRANDS HLDGS INCCOM84763R10114100SH DFND1,310000
SPECTRUM BRANDS HLDGS INCCOM84763R10128200SH DFND1320000
SPECTRUM BRANDS HLDGS INCCOM84763R10141300SH DFND1430000
SPECTRUM BRANDS HLDGS INCCOM84763R1013382,453SH DFND72,45300
SPIRIT RLTY CAP INC NEWNOTE 2.875% 5/184860WAA02523,000PRN DFND923,00000
SPIRIT RLTY CAP INC NEWCOM84860W102483,600SH DFND1,33,60000
SPIRIT RLTY CAP INC NEWCOM84860W10219614,700SH DFND1314,70000
SPIRIT RLTY CAP INC NEWCOM84860W102896,700SH DFND146,70000
SPIRIT RLTY CAP INC NEWCOM84860W1023255SH DFND325500
SPIRIT RLTY CAP INC NEWCOM84860W1026416SH DFND741600
SPIRIT RLTY CAP INC NEWCOM84860W1027502SH DFND950200
SPIRIT RLTY CAP INC NEWCOM84860W1021,770132,763SH OTR13132,76300
SPLUNK INCCOM8486371043175,399SH DFND15,39900
SPLUNK INCCOM84863710455940SH DFND1,394000
SPLUNK INCCOM8486371041352,300SH DFND132,30000
SPLUNK INCCOM84863710441700SH DFND1470000
SPLUNK INCCOM848637104345SH DFND34500
SPLUNK INCCOM8486371042564,368SH DFND74,2410127
SPLUNK INCCOM84863710452885SH DFND7,988500
SPLUNK INCCOM8486371043055,193SH DFND95,19300
SPRINT CORPCOM SER 185207U105375,570SH DFND1,35,57000
SPRINT CORPCOM SER 185207U10518227,450SH DFND1327,45000
SPRINT CORPCOM SER 185207U105548,200SH DFND148,20000
SPRINT CORPCOM SER 185207U1053470SH DFND347000
SPRINT CORPCOM SER 185207U1058212,327SH DFND712,32700
SPRINT CORPCOM SER 185207U1056972SH DFND997200
SPROUTS FMRS MKT INCCOM85208M10212600SH DFND1,360000
SPROUTS FMRS MKT INCCOM85208M1021145,500SH DFND135,50000
SPROUTS FMRS MKT INCCOM85208M102231,100SH DFND141,10000
SPROUTS FMRS MKT INCCOM85208M102170SH DFND37000
SPROUTS FMRS MKT INCCOM85208M10230714,857SH DFND714,85700
SPROUTS FMRS MKT INCCOM85208M102311,490SH DFND919001,300
SQUARE INCCL A8522341032200SH DFND1,320000
SQUARE INCCL A852234103332,800SH DFND132,80000
SQUARE INCCL A852234103585,000SH DFND75,00000
SQUARE INCCL A852234103353,000SH DFND7,93,00000
STANLEY BLACK & DECKER INCCOM8545021011,25010,167SH DFND110,16700
STANLEY BLACK & DECKER INCCOM8545021011241,010SH DFND1,31,01000
STANLEY BLACK & DECKER INCCOM8545021015194,220SH DFND134,22000
STANLEY BLACK & DECKER INCCOM854502101115932SH DFND1493200
STANLEY BLACK & DECKER INCCOM854502101867SH DFND36700
STANLEY BLACK & DECKER INCCOM8545021012,16317,589SH DFND717,58900
STANLEY BLACK & DECKER INCCOM8545021011691,374SH DFND7,91,37400
STANLEY BLACK & DECKER INCCOM8545021012,98024,234SH DFND920,24303,991
STAPLES INCCOM85503010214516,960SH DFND116,5250435
STAPLES INCCOM855030102354,060SH DFND1,34,06000
STAPLES INCCOM85503010221825,460SH DFND1325,46000
STAPLES INCCOM855030102111,340SH DFND141,34000
STAPLES INCCOM8550301022280SH DFND328000
STAPLES INCCOM855030102273,210SH DFND73,195015
STAPLES INCCOM855030102161,815SH DFND7,91,81500
STAPLES INCCOM8550301021,344157,215SH DFND9157,21500
STARBUCKS CORPCOM8552441094,98692,093SH DFND187,14604,947
STARBUCKS CORPCOM8552441091,42426,305SH DFND1,326,30500
STARBUCKS CORPCOM8552441091,92135,490SH DFND1335,49000
STARBUCKS CORPCOM85524410965712,140SH DFND1412,14000
STARBUCKS CORPCOM8552441091,47827,301SH DFND327,30100
STARBUCKS CORPCOM85524410913,330246,213SH DFND7242,98103,232
STARBUCKS CORPCOM85524410960711,207SH DFND7,911,0610146
STARBUCKS CORPCOM8552441097,787143,824SH DFND9139,35204,472
STARBUCKS CORPCOM85524410902SHCallDFND7200
STARWOOD PPTY TR INCNOTE 4.550% 3/085571BAA36257,000PRN DFND957,00000
STARWOOD PPTY TR INCCOM85571B1053,556157,888SH DFND1125,930031,958
STARWOOD PPTY TR INCCOM85571B1051356,010SH DFND1,36,01000
STARWOOD PPTY TR INCCOM85571B105944,170SH DFND134,17000
STARWOOD PPTY TR INCCOM85571B1051064,715SH DFND1404,7150
STARWOOD PPTY TR INCCOM85571B10594241,817SH DFND341,81700
STARWOOD PPTY TR INCCOM85571B10510,836481,189SH DFND7480,15601,033
STARWOOD PPTY TR INCCOM85571B10569030,638SH DFND7,930,63800
STARWOOD PPTY TR INCCOM85571B1053,774167,569SH DFND9167,56900
STARZCOM SER A85571Q10212380SH DFND1,338000
STARZCOM SER A85571Q1021294,143SH DFND134,14300
STARZCOM SER A85571Q1026198SH DFND1419800
STARZCOM SER A85571Q102260SH DFND36000
STARZCOM SER A85571Q102772,465SH DFND72,3320133
STARZCOM SER A85571Q10208SH DFND7,9008
STARZCOM SER A85571Q102361,156SH DFND91,15600
STARWOOD WAYPOINT RESIDENTLNOTE 3.000% 7/085571WAB52018,000PRN DFND918,00000
STATE STR CORPCOM8574771033,94456,644SH DFND156,64400
STATE STR CORPCOM85747710391013,070SH DFND1313,07000
STATE STR CORPCOM8574771031472,110SH DFND142,11000
STATE STR CORPCOM8574771032153,082SH DFND33,08200
STATE STR CORPCOM8574771032,34433,659SH DFND731,97401,685
STATE STR CORPCOM85747710350717SH DFND7,971700
STATE STR CORPCOM8574771031,88527,066SH DFND915,441011,625
STATOIL ASASPONSORED ADR85771P1021116,630SH DFND76,542088
STATOIL ASASPONSORED ADR85771P102814,846SH DFND94,84600
STEEL DYNAMICS INCCOM858119100351,400SH DFND1,31,40000
STEEL DYNAMICS INCCOM8581191001556,200SH DFND136,20000
STEEL DYNAMICS INCCOM858119100401,600SH DFND141,60000
STEEL DYNAMICS INCCOM858119100311,239SH DFND31,23900
STEEL DYNAMICS INCCOM85811910020790SH DFND7767023
STEEL DYNAMICS INCCOM8581191001646,545SH DFND96,54500
STERICYCLE INCCOM85891210845560SH DFND1,356000
STERICYCLE INCCOM8589121081241,552SH DFND131,55200
STERICYCLE INCCOM85891210873907SH DFND1490700
STERICYCLE INCCOM858912108337SH DFND33700
STERICYCLE INCCOM8589121087609,488SH DFND79,422066
STERICYCLE INCCOM8589121081742,174SH DFND92,17400
STMICROELECTRONICS N VNY REGISTRY8610121022258SH DFND125800
STMICROELECTRONICS N VNY REGISTRY861012102253,051SH DFND73,05100
STMICROELECTRONICS N VNY REGISTRY861012102121,490SH DFND7,91,49000
STMICROELECTRONICS N VNY REGISTRY861012102587,112SH DFND97,11200
STORE CAP CORPCOM86212110027900SH DFND1,390000
STORE CAP CORPCOM862121100270SH DFND37000
STORE CAP CORPCOM86212110014483SH DFND748300
STORE CAP CORPCOM8621211005162SH DFND916200
STORE CAP CORPCOM8621211002829,569SH OTR139,56900
STRYKER CORPCOM8636671012,32219,948SH DFND118,03401,914
STRYKER CORPCOM8636671011,1639,990SH DFND1,39,99000
STRYKER CORPCOM8636671011,23410,600SH DFND1310,60000
STRYKER CORPCOM8636671013813,270SH DFND143,27000
STRYKER CORPCOM8636671011,1279,685SH DFND39,68500
STRYKER CORPCOM86366710112,862110,487SH DFND7108,73301,754
STRYKER CORPCOM8636671012,34820,167SH DFND7,920,121046
STRYKER CORPCOM8636671015,69548,924SH DFND948,6060318
STURM RUGER & CO INCCOM864159108821,427SH DFND11,42700
STURM RUGER & CO INCCOM86415910852902SH DFND390200
STURM RUGER & CO INCCOM8641591085,893102,033SH DFND7102,022011
STURM RUGER & CO INCCOM864159108661,136SH DFND7,91,13600
STURM RUGER & CO INCCOM8641591081813,130SH DFND93,13000
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210417525SH DFND152500
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN8644821041765,284SH DFND75,28400
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210446614,000SH DFND914,00000
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M209142,012SH DFND12,01200
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20921732,137SH DFND732,103034
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20981,122SH DFND7,9001,122
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20918327,038SH DFND90027,038
SUMMIT HOTEL PPTYSCOM866082100211,581SH DFND11,58100
SUMMIT HOTEL PPTYSCOM866082100513,904SH DFND33,90400
SUMMIT HOTEL PPTYSCOM866082100131,025SH DFND71,02500
SUMMIT HOTEL PPTYSCOM866082100352,631SH DFND92,63100
SUMMIT HOTEL PPTYSCOM866082100866,545SH OTR136,54500
SUN CMNTYS INCCOM86667410424300SH DFND1,330000
SUN CMNTYS INCCOM866674104225SH DFND32500
SUN CMNTYS INCCOM86667410429374SH DFND737400
SUN CMNTYS INCCOM8666741041,47818,830SH OTR1318,83000
SUN LIFE FINL INCCOM866796105682,077SH DFND72,07700
SUN LIFE FINL INCCOM86679610576023,369SH DFND923,36900
SUNCOR ENERGY INC NEWCOM8672241075,491197,676SH DFND1157,927039,749
SUNCOR ENERGY INC NEWCOM86722410794033,835SH DFND1,333,83500
SUNCOR ENERGY INC NEWCOM8672241071083,883SH DFND1403,8830
SUNCOR ENERGY INC NEWCOM8672241072,11377,747SH DFND377,74700
SUNCOR ENERGY INC NEWCOM86722410724,498881,869SH DFND7880,12501,744
SUNCOR ENERGY INC NEWCOM8672241073,884139,818SH DFND7,9139,81800
SUNCOR ENERGY INC NEWCOM86722410710,353372,668SH DFND9365,94106,727
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L108401,400SH DFND11,40000
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1082619,193SH DFND79,19300
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L108802,825SH DFND92,82500
SUNOCO LPCOM U REP LP86765K1091133,911SH DFND73,91100
SUNOCO LPCOM U REP LP86765K10929410,125SH DFND910,12500
SUNSTONE HOTEL INVS INC NEWCOM867892101282,184SH DFND72,18400
SUNSTONE HOTEL INVS INC NEWCOM86789210160747,473SH OTR1347,47300
SUNTRUST BKS INCCOM8679141034099,345SH DFND17,64501,700
SUNTRUST BKS INCCOM86791410356412,880SH DFND1312,88000
SUNTRUST BKS INCCOM8679141031984,530SH DFND144,53000
SUNTRUST BKS INCCOM8679141039215SH DFND321500
SUNTRUST BKS INCCOM8679141032,89366,054SH DFND763,58402,470
SUNTRUST BKS INCCOM8679141031333,033SH DFND7,93,03300
SUNTRUST BKS INCCOM86791410361514,043SH DFND914,04300
SUPERIOR ENERGY SVCS INCCOM86815710816880SH DFND188000
SUPERIOR ENERGY SVCS INCCOM86815710818980SH DFND1,398000
SUPERIOR ENERGY SVCS INCCOM868157108814,550SH DFND134,55000
SUPERIOR ENERGY SVCS INCCOM868157108301,700SH DFND141,70000
SUPERIOR ENERGY SVCS INCCOM868157108663,681SH DFND33,68100
SUPERIOR ENERGY SVCS INCCOM868157108351,976SH DFND71,890086
SUPERIOR ENERGY SVCS INCCOM8681571081045,797SH DFND7,95,79700
SUPERIOR ENERGY SVCS INCCOM86815710830016,753SH DFND916,75300
SUPERIOR INDS INTL INCCOM86816810551217,566SH DFND917,0510515
SUPREME INDS INCCL A86860710247424,572SH DFND124,0720500
SURGICAL CARE AFFILIATES INCCOM86881L1067139SH DFND700139
SURGICAL CARE AFFILIATES INCCOM86881L1064679,582SH OTR139,58200
SWIFT TRANSN COCL A87074U101944,380SH DFND73,32001,060
SWIFT TRANSN COCL A87074U101159SH DFND7,90059
SWIFT TRANSN COCL A87074U1011074,967SH DFND94,96700
SWISS HELVETIA FD INCCOM8708751011137SH DFND713700
SWISS HELVETIA FD INCCOM87087510110810,120SH DFND91,91808,202
SYMANTEC CORPCOM871503108431,710SH DFND11,71000
SYMANTEC CORPCOM8715031081114,420SH DFND1,34,42000
SYMANTEC CORPCOM87150310831212,420SH DFND1312,42000
SYMANTEC CORPCOM8715031081164,637SH DFND144,63700
SYMANTEC CORPCOM8715031087280SH DFND328000
SYMANTEC CORPCOM87150310843017,146SH DFND716,9480198
SYMANTEC CORPCOM871503108281,118SH DFND7,91,11800
SYMANTEC CORPCOM871503108381,502SH DFND91,50200
SYMANTEC CORPCOM8715031081736,879SH OTR136,87900
SYNCHRONOSS TECHNOLOGIES INCNOTE 0.750% 8/187157BAA11312,000PRN DFND912,00000
SYNGENTA AGSPONSORED ADR87160A1001752,000SH DFND12,00000
SYNGENTA AGSPONSORED ADR87160A1001351,543SH DFND71,3430200
SYNGENTA AGSPONSORED ADR87160A1006567,485SH DFND97,400085
SYNOPSYS INCCOM87160710755920SH DFND1,392000
SYNOPSYS INCCOM8716071071542,600SH DFND132,60000
SYNOPSYS INCCOM871607107473SH DFND37300
SYNOPSYS INCCOM8716071071502,531SH DFND72,3330198
SYNOPSYS INCCOM8716071077120SH DFND912000
SYNOVUS FINL CORPCOM NEW87161C5011825,594SH DFND135,59400
SYNOVUS FINL CORPCOM NEW87161C50123701SH DFND1470100
SYNOVUS FINL CORPCOM NEW87161C501275SH DFND37500
SYNOVUS FINL CORPCOM NEW87161C5011073,292SH DFND73,29200
SYNOVUS FINL CORPCOM NEW87161C501140SH DFND94000
SYNTEL INCCOM87162H1031804,296SH DFND1,3004,296
SYNTEL INCCOM87162H1033297,848SH DFND74,04803,800
SYNCHRONY FINLCOM87165B10377827,800SH DFND1327,80000
SYNCHRONY FINLCOM87165B1031655,885SH DFND145,88500
SYNCHRONY FINLCOM87165B1039330SH DFND333000
SYNCHRONY FINLCOM87165B10330811,008SH DFND710,8400168
SYNCHRONY FINLCOM87165B10332611,627SH DFND911,62700
SYSCO CORPCOM8718291076,426131,117SH DFND1118,342012,775
SYSCO CORPCOM8718291071943,955SH DFND1,33,95500
SYSCO CORPCOM8718291074368,900SH DFND138,90000
SYSCO CORPCOM8718291071974,019SH DFND142,5001,5190
SYSCO CORPCOM87182910750810,358SH DFND310,35800
SYSCO CORPCOM87182910711,185228,222SH DFND7225,78902,433
SYSCO CORPCOM8718291071,54531,515SH DFND7,931,51500
SYSCO CORPCOM87182910715,306312,303SH DFND9274,459037,844
SYSCO CORPCOM87182910716SHCallDFND7600
TD AMERITRADE HLDG CORPCOM87236Y1087207SH DFND120700
TD AMERITRADE HLDG CORPCOM87236Y108902,550SH DFND132,55000
TD AMERITRADE HLDG CORPCOM87236Y108862,430SH DFND142,43000
TD AMERITRADE HLDG CORPCOM87236Y108395SH DFND39500
TD AMERITRADE HLDG CORPCOM87236Y108621,754SH DFND71,679075
TD AMERITRADE HLDG CORPCOM87236Y1081073,027SH DFND93,02700
TFS FINL CORPCOM87240R107191,050SH DFND131,05000
TFS FINL CORPCOM87240R107452,500SH DFND142,50000
TFS FINL CORPCOM87240R1072120SH DFND312000
TFS FINL CORPCOM87240R10724913,971SH DFND713,97100
THL CR INCCOM87243810610010,500SH DFND710,50000
TJX COS INC NEWCOM8725401094536,058SH DFND16,05800
TJX COS INC NEWCOM8725401093224,310SH DFND1,34,31000
TJX COS INC NEWCOM8725401091,43919,240SH DFND1319,24000
TJX COS INC NEWCOM8725401094375,840SH DFND145,84000
TJX COS INC NEWCOM87254010920274SH DFND327400
TJX COS INC NEWCOM8725401093,00140,132SH DFND738,81901,313
TJX COS INC NEWCOM8725401091391,862SH DFND7,91,779083
TJX COS INC NEWCOM8725401091,91125,556SH DFND923,60401,952
T MOBILE US INCCOM872590104561,200SH DFND1001,200
T MOBILE US INCCOM872590104962,060SH DFND1,32,06000
T MOBILE US INCCOM8725901044068,700SH DFND138,70000
T MOBILE US INCCOM8725901041212,600SH DFND142,60000
T MOBILE US INCCOM8725901046135SH DFND313500
T MOBILE US INCCOM8725901041372,932SH DFND72,93200
T MOBILE US INCCOM8725901041292,762SH DFND91,71001,052
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR874039100331,078SH DFND11,07800
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391001735,654SH DFND35,65400
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391002,21372,343SH DFND770,87201,471
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910077125,208SH DFND7,924,5310677
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391004,683153,078SH DFND9151,57801,500
TANGER FACTORY OUTLET CTRS ICOM87546510616400SH DFND1,340000
TANGER FACTORY OUTLET CTRS ICOM8754651061213,100SH DFND133,10000
TANGER FACTORY OUTLET CTRS ICOM875465106822,100SH DFND142,10000
TANGER FACTORY OUTLET CTRS ICOM8754651062155,520SH DFND72,60502,915
TANGER FACTORY OUTLET CTRS ICOM87546510619480SH DFND7,948000
TANGER FACTORY OUTLET CTRS ICOM8754651065135SH DFND913500
TANGER FACTORY OUTLET CTRS ICOM8754651062817,218SH OTR137,21800
TARGET CORPCOM87612E1063,76954,874SH DFND153,9990875
TARGET CORPCOM87612E1062673,890SH DFND1,33,89000
TARGET CORPCOM87612E10695913,960SH DFND1313,96000
TARGET CORPCOM87612E1062533,677SH DFND143,67700
TARGET CORPCOM87612E10618263SH DFND326300
TARGET CORPCOM87612E1063,14645,801SH DFND744,49101,310
TARGET CORPCOM87612E1064516,560SH DFND7,96,56000
TARGET CORPCOM87612E10610,977159,835SH DFND9146,506013,329
TARGET CORPCOM87612E106010SHCallDFND91000
TARGA RES CORPCOM87612G10148970SH DFND1,397000
TARGA RES CORPCOM87612G1012114,300SH DFND134,30000
TARGA RES CORPCOM87612G101881,800SH DFND141,80000
TARGA RES CORPCOM87612G101485SH DFND38500
TARGA RES CORPCOM87612G10144904SH DFND790400
TARGA RES CORPCOM87612G10198520,060SH DFND920,06000
TAUBMAN CTRS INCCOM87666410322300SH DFND1,330000
TAUBMAN CTRS INCCOM8766641031852,480SH DFND132,48000
TAUBMAN CTRS INCCOM87666410369930SH DFND1493000
TAUBMAN CTRS INCCOM876664103335SH DFND33500
TAUBMAN CTRS INCCOM87666410336490SH DFND749000
TAUBMAN CTRS INCCOM8766641039127SH DFND912700
TAUBMAN CTRS INCCOM8766641032883,868SH OTR133,86800
TEGNA INCCOM87901J105442,000SH DFND12,00000
TEGNA INCCOM87901J105261,180SH DFND1,31,18000
TEGNA INCCOM87901J1051084,940SH DFND134,94000
TEGNA INCCOM87901J10521940SH DFND1494000
TEGNA INCCOM87901J105280SH DFND38000
TEGNA INCCOM87901J1051647,520SH DFND77,3850135
TEGNA INCCOM87901J1053141SH DFND7,900141
TEGNA INCCOM87901J1051185,420SH DFND95,42000
TEGNA INCCOM87901J105984,490SH OTR134,49000
TEJON RANCH COCOM8790801097287SH DFND128700
TEJON RANCH COCOM879080109361,461SH DFND31,46100
TEJON RANCH COCOM87908010911470SH DFND7449021
TEJON RANCH COCOM879080109431,756SH DFND7,91,75600
TEJON RANCH COCOM8790801091235,044SH DFND95,04400
TEJON RANCH COCOM879080109301,252SH OTR131,25200
TEKLA WORLD HEALTHCARE FDBEN INT SHS87911L10815010,200SH DFND710,20000
TELEFONICA BRASIL SASPONSORED ADR87936R1063192SH DFND119200
TELEFONICA BRASIL SASPONSORED ADR87936R106362,467SH DFND71,8790588
TELEFONICA BRASIL SASPONSORED ADR87936R1061077,404SH DFND94,48002,924
TELEDYNE TECHNOLOGIES INCCOM8793601056055,601SH DFND1,3005,601
TELEDYNE TECHNOLOGIES INCCOM879360105543SH DFND74300
TELEDYNE TECHNOLOGIES INCCOM8793601051321,225SH DFND91,22500
TELEFLEX INCCOM87936910652309SH DFND130900
TELEFLEX INCCOM87936910660360SH DFND1,336000
TELEFLEX INCCOM8793691063462,060SH DFND132,06000
TELEFLEX INCCOM87936910644260SH DFND1426000
TELEFLEX INCCOM879369106530SH DFND33000
TELEFLEX INCCOM87936910695565SH DFND755807
TELEFLEX INCCOM8793691063782,252SH DFND92,1000152
TELEFONICA S ASPONSORED ADR879382208151,477SH DFND11,47700
TELEFONICA S ASPONSORED ADR87938220810210,132SH DFND710,13200
TELEFONICA S ASPONSORED ADR87938220819519,365SH DFND919,36500
TELUS CORPCOM87971M1032467,453SH DFND77,45300
TELUS CORPCOM87971M10349114,877SH DFND7,914,87700
TELUS CORPCOM87971M10333610,180SH DFND910,18000
TEMPLETON DRAGON FD INCCOM88018T10108SH DFND7800
TEMPLETON DRAGON FD INCCOM88018T10121612,279SH DFND92,32909,950
TEMPLETON EMERG MKTS INCOMECOM8801921094350SH DFND735000
TEMPLETON EMERG MKTS INCOMECOM88019210913011,818SH DFND92,24009,578
TEMPLETON GLOBAL INCOME FDCOM88019810623938,250SH DFND138,25000
TEMPUR SEALY INTL INCCOM88023U10140700SH DFND170000
TEMPUR SEALY INTL INCCOM88023U10119340SH DFND1,334000
TEMPUR SEALY INTL INCCOM88023U101961,700SH DFND131,70000
TEMPUR SEALY INTL INCCOM88023U10128500SH DFND1450000
TEMPUR SEALY INTL INCCOM88023U1011312,307SH DFND32,30700
TEMPUR SEALY INTL INCCOM88023U101641,136SH DFND71,105031
TEMPUR SEALY INTL INCCOM88023U1011652,904SH DFND7,92,892012
TEMPUR SEALY INTL INCCOM88023U10165011,460SH DFND911,46000
TENET HEALTHCARE CORPCOM NEW88033G40710451SH DFND145100
TENET HEALTHCARE CORPCOM NEW88033G4078360SH DFND1,336000
TENET HEALTHCARE CORPCOM NEW88033G407552,425SH DFND132,42500
TENET HEALTHCARE CORPCOM NEW88033G407125SH DFND142500
TENET HEALTHCARE CORPCOM NEW88033G407733,234SH DFND33,23400
TENET HEALTHCARE CORPCOM NEW88033G40719859SH DFND7820039
TENET HEALTHCARE CORPCOM NEW88033G407693,056SH DFND7,93,05600
TENET HEALTHCARE CORPCOM NEW88033G4071948,568SH DFND98,56800
TENET HEALTHCARE CORPCOM NEW88033G4071185,211SH OTR135,21100
TERADATA CORP DELCOM88076W10328900SH DFND1,390000
TERADATA CORP DELCOM88076W1038270SH DFND1327000
TERADATA CORP DELCOM88076W10328910SH DFND1491000
TERADATA CORP DELCOM88076W103280SH DFND38000
TERADATA CORP DELCOM88076W1031173,764SH DFND799602,768
TERADATA CORP DELCOM88076W10310325SH DFND7,9285040
TERADATA CORP DELCOM88076W10329938SH DFND993800
TERADYNE INCCOM880770102271,260SH DFND1,31,26000
TERADYNE INCCOM8807701021617,450SH DFND137,45000
TERADYNE INCCOM8807701026300SH DFND1430000
TERADYNE INCCOM8807701023145SH DFND314500
TERADYNE INCCOM880770102391,824SH DFND71,82400
TERADYNE INCCOM8807701028370SH DFND937000
TERRA NITROGEN CO L PCOM UNIT8810052011,51013,441SH DFND913,44100
TESARO INCCOM8815691072992,985SH OTR132,98500
TESLA MTRS INCNOTE 1.250% 3/088160RAC52731,000PRN DFND931,00000
TESLA MTRS INCCOM88160R1012161,060SH DFND11,06000
TESLA MTRS INCCOM88160R101157770SH DFND1,377000
TESLA MTRS INCCOM88160R1016633,250SH DFND133,25000
TESLA MTRS INCCOM88160R1012041,000SH DFND141,00000
TESLA MTRS INCCOM88160R1011049SH DFND34900
TESLA MTRS INCCOM88160R1012741,343SH DFND71,34300
TESLA MTRS INCCOM88160R10116SH DFND7,9006
TESLA MTRS INCCOM88160R1013471,703SH DFND91,681022
TESORO CORPCOM881609101340SH DFND14000
TESORO CORPCOM88160910164810SH DFND1,381000
TESORO CORPCOM8816091012663,340SH DFND133,34000
TESORO CORPCOM881609101881,100SH DFND141,10000
TESORO CORPCOM881609101560SH DFND36000
TESORO CORPCOM8816091013564,480SH DFND74,48000
TESORO CORPCOM881609101451SH DFND7,90051
TESORO CORPCOM8816091013534,440SH DFND94,44000
TESORO CORPCOM881609101122SHCallDFND92200
TETRA TECH INC NEWCOM88162G1038228SH DFND122800
TETRA TECH INC NEWCOM88162G10370319,825SH DFND1,30019,825
TETRA TECH INC NEWCOM88162G1031002,828SH DFND32,82800
TETRA TECH INC NEWCOM88162G1031644,628SH DFND74,4720156
TETRA TECH INC NEWCOM88162G103361,006SH DFND91,00600
TEVA PHARMACEUTICAL INDS LTDADR88162420949910,847SH DFND110,84700
TEVA PHARMACEUTICAL INDS LTDADR8816242092,43452,899SH DFND752,6340265
TEVA PHARMACEUTICAL INDS LTDADR8816242094189,081SH DFND7,98,9410140
TEVA PHARMACEUTICAL INDS LTDADR8816242094,14690,102SH DFND990,10200
TEVA PHARMACEUTICAL INDS LTDADR881624209561,218SH OTR131,21800
TEVA PHARMACEUTICAL FIN LLCDBCV 0.250% 2/088163VAE91714,000PRN DFND914,00000
TEXAS INSTRS INCCOM8825081044,69366,865SH DFND165,56501,300
TEXAS INSTRS INCCOM8825081044816,850SH DFND1,36,85000
TEXAS INSTRS INCCOM8825081042,10530,000SH DFND1330,00000
TEXAS INSTRS INCCOM8825081046058,622SH DFND148,62200
TEXAS INSTRS INCCOM8825081041071,527SH DFND31,52700
TEXAS INSTRS INCCOM8825081042,57336,666SH DFND736,2630403
TEXAS INSTRS INCCOM8825081041672,375SH DFND7,92,363012
TEXAS INSTRS INCCOM8825081042,53836,163SH DFND917,995018,168
TEXTRON INCCOM8832031012526,336SH DFND16,33600
TEXTRON INCCOM883203101721,800SH DFND1,31,80000
TEXTRON INCCOM8832031011343,370SH DFND133,37000
TEXTRON INCCOM883203101761,910SH DFND141,91000
TEXTRON INCCOM883203101421,047SH DFND31,04700
TEXTRON INCCOM8832031011604,021SH DFND74,02100
TEXTRON INCCOM88320310115376SH DFND7,9282094
TEXTRON INCCOM88320310174418,722SH DFND918,5220200
THERMO FISHER SCIENTIFIC INCCOM8835561028915,604SH DFND13,56702,037
THERMO FISHER SCIENTIFIC INCCOM8835561024202,640SH DFND1,32,64000
THERMO FISHER SCIENTIFIC INCCOM8835561021,86411,720SH DFND1311,72000
THERMO FISHER SCIENTIFIC INCCOM8835561025203,270SH DFND143,27000
THERMO FISHER SCIENTIFIC INCCOM88355610226163SH DFND316300
THERMO FISHER SCIENTIFIC INCCOM8835561023,47021,814SH DFND721,5300284
THERMO FISHER SCIENTIFIC INCCOM88355610283524SH DFND7,9475049
THERMO FISHER SCIENTIFIC INCCOM8835561022,68016,849SH DFND910,74706,102
THERMON GROUP HLDGS INCCOM88362T10335918,192SH DFND1,30018,192
THERMON GROUP HLDGS INCCOM88362T1033134SH DFND713400
THOMSON REUTERS CORPCOM88490310526628SH DFND162800
THOMSON REUTERS CORPCOM8849031052756,650SH DFND136,65000
THOMSON REUTERS CORPCOM88490310541986SH DFND1498600
THOMSON REUTERS CORPCOM8849031055155SH DFND315500
THOMSON REUTERS CORPCOM88490310569616,814SH DFND716,81400
THOMSON REUTERS CORPCOM8849031053578,623SH DFND7,98,62300
THOMSON REUTERS CORPCOM88490310585620,678SH DFND920,67800
THOR INDS INCCOM88516010129340SH DFND1,334000
THOR INDS INCCOM8851601011171,380SH DFND131,38000
THOR INDS INCCOM885160101330SH DFND33000
THOR INDS INCCOM8851601011141,350SH DFND71,35000
THOR INDS INCCOM8851601011601,891SH DFND91,89100
3M COCOM88579Y10124,971141,693SH DFND1133,59308,100
3M COCOM88579Y1017003,970SH DFND1,33,97000
3M COCOM88579Y1012,93616,660SH DFND1316,66000
3M COCOM88579Y1017964,517SH DFND144,51700
3M COCOM88579Y1014592,607SH DFND32,60700
3M COCOM88579Y10117,20497,623SH DFND796,07501,548
3M COCOM88579Y1013,69320,956SH DFND7,920,916040
3M COCOM88579Y10145,372257,457SH DFND9232,973024,484
TIFFANY & CO NEWCOM88654710857790SH DFND1,379000
TIFFANY & CO NEWCOM8865471082873,950SH DFND133,95000
TIFFANY & CO NEWCOM886547108981,350SH DFND141,35000
TIFFANY & CO NEWCOM886547108347SH DFND34700
TIFFANY & CO NEWCOM8865471081,65222,746SH DFND722,726020
TIFFANY & CO NEWCOM88654710816223SH DFND7,9205018
TIFFANY & CO NEWCOM8865471081,49420,570SH DFND920,57000
TIME WARNER INCCOM NEW8873173032483,117SH DFND13,11700
TIME WARNER INCCOM NEW8873173034035,060SH DFND1,35,06000
TIME WARNER INCCOM NEW8873173031,59320,016SH DFND1320,01600
TIME WARNER INCCOM NEW8873173034625,803SH DFND145,80300
TIME WARNER INCCOM NEW8873173031011,265SH DFND31,26500
TIME WARNER INCCOM NEW8873173032,30728,981SH DFND728,1890792
TIME WARNER INCCOM NEW8873173031752,195SH DFND7,92,167028
TIME WARNER INCCOM NEW8873173031,06513,376SH DFND912,6900686
TIME WARNER INCCOM NEW88731730302SHCallDFND7200
TIMKEN COCOM88738910413370SH DFND1,337000
TIMKEN COCOM88738910421600SH DFND1360000
TIMKEN COCOM88738910417490SH DFND1449000
TIMKEN COCOM88738910405SH DFND3500
TIMKEN COCOM8873891041504,258SH DFND74,1190139
TIMKEN COCOM8873891045144SH DFND914400
TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM25051,000PRN DFND951,00000
TOLL BROTHERS INCCOM88947810326860SH DFND1,386000
TOLL BROTHERS INCCOM8894781032558,550SH DFND138,55000
TOLL BROTHERS INCCOM889478103301,000SH DFND141,00000
TOLL BROTHERS INCCOM8894781033110SH DFND311000
TOLL BROTHERS INCCOM8894781032538,459SH DFND78,373086
TOLL BROTHERS INCCOM8894781035175SH DFND990085
TORCHMARK CORPCOM8910271041081,695SH DFND131,69500
TORCHMARK CORPCOM8910271041021,600SH DFND141,60000
TORCHMARK CORPCOM891027104575SH DFND37500
TORCHMARK CORPCOM8910271044466,977SH DFND76,97700
TORCHMARK CORPCOM891027104113SH DFND7,90013
TORCHMARK CORPCOM891027104791,236SH DFND91,23600
TORO COCOM89109210830640SH DFND1,364000
TORO COCOM8910921082194,680SH DFND134,68000
TORO COCOM891092108731,560SH DFND141,56000
TORO COCOM891092108360SH DFND36000
TORO COCOM8910921081563,334SH DFND71,93401,400
TORO COCOM8910921081062,255SH DFND92,25500
TORONTO DOMINION BK ONTCOM NEW891160509902,028SH DFND11,8640164
TORONTO DOMINION BK ONTCOM NEW89116050981418,337SH DFND718,2140123
TORONTO DOMINION BK ONTCOM NEW891160509691,543SH DFND7,91,54300
TORONTO DOMINION BK ONTCOM NEW89116050959213,327SH DFND912,21001,117
TORTOISE ENERGY INFRA CORPCOM89147L1001364,439SH DFND74,43900
TORTOISE ENERGY INFRA CORPCOM89147L1001555,054SH DFND94,05401,000
TORTOISE MLP FD INCCOM89148B10135217,590SH DFND717,59000
TOTAL S ASPONSORED ADR89151E1093116,522SH DFND16,52200
TOTAL S ASPONSORED ADR89151E1091092,291SH DFND32,29100
TOTAL S ASPONSORED ADR89151E1091,30427,346SH DFND726,9710375
TOTAL S ASPONSORED ADR89151E10988418,531SH DFND7,918,53100
TOTAL S ASPONSORED ADR89151E1097,287152,757SH DFND9145,11207,645
TOTAL S ASPONSORED ADR89151E109010SHCallDFND91000
TOTAL SYS SVCS INCCOM89190610914304SH DFND130400
TOTAL SYS SVCS INCCOM891906109571,210SH DFND1,31,21000
TOTAL SYS SVCS INCCOM8919061091753,720SH DFND133,72000
TOTAL SYS SVCS INCCOM8919061091122,373SH DFND142,37300
TOTAL SYS SVCS INCCOM891906109355SH DFND35500
TOTAL SYS SVCS INCCOM8919061093296,983SH DFND76,98300
TOTAL SYS SVCS INCCOM891906109631,327SH DFND91,32700
TOWNSQUARE MEDIA INCCL A89223110112213,046SH DFND713,04600
TOWNSQUARE MEDIA INCCL A8922311011150SH DFND915000
TOYOTA MOTOR CORPSP ADR REP2COM89233130751441SH DFND144100
TOYOTA MOTOR CORPSP ADR REP2COM8923313073883,340SH DFND73,300040
TOYOTA MOTOR CORPSP ADR REP2COM8923313072301,986SH DFND91,2640722
TRACTOR SUPPLY COCOM89235610611162SH DFND116200
TRACTOR SUPPLY COCOM89235610661900SH DFND1,390000
TRACTOR SUPPLY COCOM8923561061952,900SH DFND132,90000
TRACTOR SUPPLY COCOM892356106941,400SH DFND141,40000
TRACTOR SUPPLY COCOM892356106569SH DFND36900
TRACTOR SUPPLY COCOM89235610665966SH DFND796600
TRACTOR SUPPLY COCOM8923561061592,354SH DFND91,8120542
TRANSCANADA CORPCOM89353D1073717,806SH DFND77,80600
TRANSCANADA CORPCOM89353D10749010,305SH DFND7,910,30500
TRANSCANADA CORPCOM89353D10764513,554SH DFND913,2610293
TRANSDIGM GROUP INCCOM8936411005331,842SH DFND11,84200
TRANSDIGM GROUP INCCOM89364110095330SH DFND1,333000
TRANSDIGM GROUP INCCOM8936411004311,490SH DFND131,49000
TRANSDIGM GROUP INCCOM893641100145500SH DFND1450000
TRANSDIGM GROUP INCCOM893641100620SH DFND32000
TRANSDIGM GROUP INCCOM8936411001,8026,233SH DFND76,22904
TRANSDIGM GROUP INCCOM89364110090310SH DFND7,931000
TRANSDIGM GROUP INCCOM8936411008202,836SH DFND92,6700166
TRANSUNIONCOM89400J10710300SH DFND1,330000
TRANSUNIONCOM89400J107832,400SH DFND132,40000
TRANSUNIONCOM89400J107411,200SH DFND141,20000
TRANSUNIONCOM89400J1076165SH DFND716500
TRANSUNIONCOM89400J10738011,000SH DFND911,00000
TRAVELERS COMPANIES INCCOM89417E1092,52122,007SH DFND122,00700
TRAVELERS COMPANIES INCCOM89417E1091,0749,380SH DFND139,38000
TRAVELERS COMPANIES INCCOM89417E1092912,537SH DFND142,53700
TRAVELERS COMPANIES INCCOM89417E10915131SH DFND313100
TRAVELERS COMPANIES INCCOM89417E1093,70832,368SH DFND731,5840784
TRAVELERS COMPANIES INCCOM89417E1091841,605SH DFND7,91,59906
TRAVELERS COMPANIES INCCOM89417E10910,72593,631SH DFND992,9810650
TREDEGAR CORPCOM8946501007394SH DFND139400
TREDEGAR CORPCOM894650100341,804SH DFND31,80400
TREDEGAR CORPCOM89465010010544SH DFND7529015
TREDEGAR CORPCOM894650100392,079SH DFND7,92,07900
TREDEGAR CORPCOM89465010036419,561SH DFND919,56100
TREEHOUSE FOODS INCCOM89469A10417200SH DFND1,320000
TREEHOUSE FOODS INCCOM89469A1049100SH DFND1410000
TREEHOUSE FOODS INCCOM89469A104220SH DFND32000
TREEHOUSE FOODS INCCOM89469A1041661,902SH DFND71,887015
TREEHOUSE FOODS INCCOM89469A1041011,159SH DFND91,15900
TRI CONTL CORPCOM8954361031356,300SH DFND76,243057
TRI CONTL CORPCOM895436103853,975SH DFND975403,221
TRIBUNE MEDIA COCL A89604750315410SH DFND1,341000
TRIBUNE MEDIA COCL A8960475031774,850SH DFND134,85000
TRIBUNE MEDIA COCL A89604750311300SH DFND1430000
TRIBUNE MEDIA COCL A896047503255SH DFND35500
TRIBUNE MEDIA COCL A896047503461,247SH DFND71,24007
TRIBUNE MEDIA COCL A89604750329790SH DFND979000
TRIMBLE NAVIGATION LTDCOM896239100551,910SH DFND1,31,91000
TRIMBLE NAVIGATION LTDCOM89623910029610,380SH DFND1310,38000
TRIMBLE NAVIGATION LTDCOM896239100602,100SH DFND142,10000
TRIMBLE NAVIGATION LTDCOM8962391004134SH DFND313400
TRIMBLE NAVIGATION LTDCOM89623910039313,754SH DFND73,006010,748
TRIMBLE NAVIGATION LTDCOM896239100983,447SH DFND93,0990348
TRINITY BIOTECH PLCSPON ADR NEW89643830617213,000SH DFND113,00000
TRINITY INDS INCCOM89652210917720SH DFND1,372000
TRINITY INDS INCCOM896522109582,400SH DFND132,40000
TRINITY INDS INCCOM896522109341,400SH DFND141,40000
TRINITY INDS INCCOM896522109285SH DFND38500
TRINITY INDS INCCOM89652210912500SH DFND750000
TRINITY INDS INCCOM8965221091335,500SH DFND7,95,50000
TRINITY INDS INCCOM896522109351,450SH DFND91,45000
TRIPADVISOR INCCOM89694520149780SH DFND1,378000
TRIPADVISOR INCCOM8969452011903,000SH DFND133,00000
TRIPADVISOR INCCOM896945201831,310SH DFND141,31000
TRIPADVISOR INCCOM896945201340SH DFND34000
TRIPADVISOR INCCOM8969452011792,838SH DFND72,83800
TRIPADVISOR INCCOM8969452019140SH DFND7,914000
TRIPADVISOR INCCOM896945201821,304SH DFND91,30400
TUPPERWARE BRANDS CORPCOM89989610422330SH DFND1,333000
TUPPERWARE BRANDS CORPCOM899896104651,000SH DFND131,00000
TUPPERWARE BRANDS CORPCOM899896104651,000SH DFND141,00000
TUPPERWARE BRANDS CORPCOM899896104340SH DFND34000
TUPPERWARE BRANDS CORPCOM8998961043515,375SH DFND74,7500625
TUPPERWARE BRANDS CORPCOM89989610412190SH DFND7,919000
TUPPERWARE BRANDS CORPCOM899896104791,206SH DFND91,20600
TWENTY FIRST CENTY FOX INCCL A90130A101411,698SH DFND11,69800
TWENTY FIRST CENTY FOX INCCL A90130A1011917,880SH DFND1,37,88000
TWENTY FIRST CENTY FOX INCCL A90130A10182233,930SH DFND1333,93000
TWENTY FIRST CENTY FOX INCCL A90130A10125710,620SH DFND1410,62000
TWENTY FIRST CENTY FOX INCCL A90130A10114565SH DFND356500
TWENTY FIRST CENTY FOX INCCL A90130A10144118,198SH DFND717,8800318
TWENTY FIRST CENTY FOX INCCL A90130A101642,640SH DFND7,92,5000140
TWENTY FIRST CENTY FOX INCCL A90130A1011,32154,540SH DFND99,400045,140
TWENTY FIRST CENTY FOX INCCL B90130A200662,670SH DFND1,32,67000
TWENTY FIRST CENTY FOX INCCL B90130A2001787,180SH DFND137,18000
TWENTY FIRST CENTY FOX INCCL B90130A200280SH DFND38000
TWENTY FIRST CENTY FOX INCCL B90130A2001214,881SH DFND74,0610820
TWENTY FIRST CENTY FOX INCCL B90130A20025110,150SH DFND92,65007,500
TWITTER INCNOTE 1.000% 9/190184LAD45558,000PRN DFND958,00000
TWITTER INCCOM90184L102924,000SH DFND14,00000
TWITTER INCCOM90184L1021044,530SH DFND1,34,53000
TWITTER INCCOM90184L10229312,710SH DFND1312,71000
TWITTER INCCOM90184L1021144,958SH DFND144,95800
TWITTER INCCOM90184L1027310SH DFND331000
TWITTER INCCOM90184L10253323,128SH DFND723,0040124
TWITTER INCCOM90184L1022100SH DFND7,910000
TWITTER INCCOM90184L102351,524SH DFND91,52400
II VI INCCOM9021041086247SH DFND124700
II VI INCCOM90210410863025,900SH DFND1,30025,900
II VI INCCOM902104108753,064SH DFND33,06400
II VI INCCOM90210410818743SH DFND75870156
II VI INCCOM902104108261,081SH DFND91,08100
TYSON FOODS INCCL A90249410324324SH DFND132400
TYSON FOODS INCCL A902494103971,300SH DFND1,31,30000
TYSON FOODS INCCL A9024941032913,900SH DFND133,90000
TYSON FOODS INCCL A9024941031191,600SH DFND141,60000
TYSON FOODS INCCL A90249410355742SH DFND374200
TYSON FOODS INCCL A9024941031,30417,464SH DFND717,2600204
TYSON FOODS INCCL A90249410359795SH DFND7,979500
TYSON FOODS INCCL A9024941032713,635SH DFND93,63500
UBS AG JERSEY BRHALERIAN INFRST902641646331,163SH DFND71,16300
UBS AG JERSEY BRHALERIAN INFRST9026416461,05637,211SH DFND916,611020,600
UDR INCCOM902653104581,600SH DFND1,31,60000
UDR INCCOM9026531043098,580SH DFND138,58000
UDR INCCOM902653104621,720SH DFND141,72000
UDR INCCOM902653104255SH DFND35500
UDR INCCOM902653104531,459SH DFND71,45900
UDR INCCOM9026531044110SH DFND911000
UDR INCCOM9026531041,82950,823SH OTR1350,82300
UGI CORP NEWCOM90268110547510,500SH DFND110,50000
UGI CORP NEWCOM9026811051,00422,187SH DFND1,3400021,787
UGI CORP NEWCOM902681105631,400SH DFND131,40000
UGI CORP NEWCOM902681105811,800SH DFND141,80000
UGI CORP NEWCOM902681105255SH DFND35500
UGI CORP NEWCOM90268110560913,468SH DFND713,453015
UGI CORP NEWCOM902681105119SH DFND7,90019
UGI CORP NEWCOM9026811051,08023,877SH DFND923,87700
US BANCORP DELCOM NEW9029733042,06048,026SH DFND141,97306,053
US BANCORP DELCOM NEW90297330411250SH DFND1,325000
US BANCORP DELCOM NEW9029733041,80442,070SH DFND1342,07000
US BANCORP DELCOM NEW90297330448611,320SH DFND1411,32000
US BANCORP DELCOM NEW902973304872,040SH DFND32,04000
US BANCORP DELCOM NEW9029733048,471197,516SH DFND7190,14107,375
US BANCORP DELCOM NEW9029733043,06071,356SH DFND7,971,318038
US BANCORP DELCOM NEW9029733047,889183,944SH DFND9180,27203,672
USA TECHNOLOGIES INCCONV PFD SER A90328S20323412,000SH DFND912,00000
U S G CORPCOM NEW90329340520760SH DFND176000
U S G CORPCOM NEW90329340517660SH DFND1,366000
U S G CORPCOM NEW90329340518700SH DFND1470000
U S G CORPCOM NEW9032934051164,498SH DFND34,49800
U S G CORPCOM NEW903293405311,186SH DFND71,149037
U S G CORPCOM NEW9032934051274,922SH DFND7,94,92200
U S G CORPCOM NEW90329340534913,496SH DFND913,49600
UBIQUITI NETWORKS INCCOM90347A1008150SH DFND100150
UBIQUITI NETWORKS INCCOM90347A1002925,461SH DFND74,18601,275
ULTA SALON COSMETCS & FRAG ICOM90384S3031,0224,296SH DFND13,6390657
ULTA SALON COSMETCS & FRAG ICOM90384S30383350SH DFND1,335000
ULTA SALON COSMETCS & FRAG ICOM90384S3034051,700SH DFND131,70000
ULTA SALON COSMETCS & FRAG ICOM90384S30395400SH DFND1440000
ULTA SALON COSMETCS & FRAG ICOM90384S303625SH DFND32500
ULTA SALON COSMETCS & FRAG ICOM90384S3036522,739SH DFND72,73900
ULTA SALON COSMETCS & FRAG ICOM90384S303150632SH DFND7,963200
ULTA SALON COSMETCS & FRAG ICOM90384S3039263,889SH DFND93,88900
ULTIMATE SOFTWARE GROUP INCCOM90385D1074041,977SH DFND11,4920485
ULTIMATE SOFTWARE GROUP INCCOM90385D10727130SH DFND1,313000
ULTIMATE SOFTWARE GROUP INCCOM90385D107110540SH DFND1354000
ULTIMATE SOFTWARE GROUP INCCOM90385D107315SH DFND31500
ULTIMATE SOFTWARE GROUP INCCOM90385D1073991,951SH DFND71,905046
ULTIMATE SOFTWARE GROUP INCCOM90385D10757279SH DFND7,927900
ULTIMATE SOFTWARE GROUP INCCOM90385D1073571,748SH DFND91,74800
UMPQUA HLDGS CORPCOM9042141032,910193,334SH DFND1151,187042,147
UMPQUA HLDGS CORPCOM9042141031137,535SH DFND1,37,53500
UMPQUA HLDGS CORPCOM904214103986,519SH DFND1406,5190
UMPQUA HLDGS CORPCOM90421410379052,470SH DFND352,47000
UMPQUA HLDGS CORPCOM90421410310,144673,995SH DFND7672,65701,338
UMPQUA HLDGS CORPCOM90421410361240,656SH DFND7,940,65600
UMPQUA HLDGS CORPCOM9042141032,880191,390SH DFND9191,39000
UNDER ARMOUR INCCL A9043111071,02526,500SH DFND126,2000300
UNDER ARMOUR INCCL A904311107481,240SH DFND1,31,24000
UNDER ARMOUR INCCL A9043111071784,600SH DFND134,60000
UNDER ARMOUR INCCL A904311107701,800SH DFND141,80000
UNDER ARMOUR INCCL A904311107374SH DFND37400
UNDER ARMOUR INCCL A9043111072546,567SH DFND76,56700
UNDER ARMOUR INCCL A904311107761,969SH DFND7,91,96900
UNDER ARMOUR INCCL A90431110746412,008SH DFND912,00800
UNDER ARMOUR INCCL C90431120673321,641SH DFND121,3390302
UNDER ARMOUR INCCL C904311206421,248SH DFND1,31,24800
UNDER ARMOUR INCCL C9043112061063,122SH DFND133,12200
UNDER ARMOUR INCCL C904311206541,606SH DFND141,60600
UNDER ARMOUR INCCL C904311206374SH DFND37400
UNDER ARMOUR INCCL C9043112062146,332SH DFND76,33200
UNDER ARMOUR INCCL C904311206411,221SH DFND7,91,22100
UNDER ARMOUR INCCL C90431120641512,257SH DFND912,25700
UNIFIRST CORP MASSCOM9047081043022,291SH DFND71,29101,000
UNILEVER PLCSPON ADR NEW9047677045,007105,641SH DFND181,507024,134
UNILEVER PLCSPON ADR NEW9047677041763,710SH DFND1,33,71000
UNILEVER PLCSPON ADR NEW9047677041493,149SH DFND1403,1490
UNILEVER PLCSPON ADR NEW9047677041,22625,869SH DFND325,86900
UNILEVER PLCSPON ADR NEW90476770416,935357,282SH DFND7356,4220860
UNILEVER PLCSPON ADR NEW9047677041,82538,505SH DFND7,938,3330172
UNILEVER PLCSPON ADR NEW9047677045,873123,903SH DFND9123,90300
UNILEVER N VN Y SHS NEW9047847092555,535SH DFND15,53500
UNILEVER N VN Y SHS NEW9047847093,44974,815SH DFND774,7120103
UNILEVER N VN Y SHS NEW9047847091142,472SH DFND7,92,47200
UNILEVER N VN Y SHS NEW9047847091,48432,200SH DFND930,70901,491
UNION BANKSHARES CORP NEWCOM90539J109154SH DFND75400
UNION BANKSHARES CORP NEWCOM90539J1092308,600SH DFND98,60000
UNION PAC CORPCOM9078181085,73358,783SH DFND156,24702,536
UNION PAC CORPCOM9078181081,16611,960SH DFND1,311,96000
UNION PAC CORPCOM9078181082,27023,270SH DFND1323,27000
UNION PAC CORPCOM9078181086656,820SH DFND146,82000
UNION PAC CORPCOM9078181087687,873SH DFND37,87300
UNION PAC CORPCOM90781810816,043164,496SH DFND7161,31503,181
UNION PAC CORPCOM9078181083,91640,149SH DFND7,940,067082
UNION PAC CORPCOM90781810821,540220,857SH DFND9212,04808,809
UNION PAC CORPCOM90781810812SHCallDFND7200
UNION PAC CORPCOM907818108914SHCallDFND91400
UNITED CONTL HLDGS INCCOM9100471091142,170SH DFND1,32,17000
UNITED CONTL HLDGS INCCOM9100471093937,483SH DFND137,48300
UNITED CONTL HLDGS INCCOM9100471091593,034SH DFND143,03400
UNITED CONTL HLDGS INCCOM91004710934649SH DFND364900
UNITED CONTL HLDGS INCCOM9100471092514,784SH DFND74,752032
UNITED CONTL HLDGS INCCOM910047109120SH DFND7,90020
UNITED CONTL HLDGS INCCOM9100471092194,183SH DFND93,8610322
UNITED NAT FOODS INCCOM9111631032766,888SH DFND75,25901,629
UNITED NAT FOODS INCCOM911163103661,660SH DFND91,66000
UNITED PARCEL SERVICE INCCL B9113121063,19329,198SH DFND128,6430555
UNITED PARCEL SERVICE INCCL B9113121064924,500SH DFND1,34,50000
UNITED PARCEL SERVICE INCCL B9113121062,15819,730SH DFND1319,73000
UNITED PARCEL SERVICE INCCL B9113121065605,120SH DFND145,12000
UNITED PARCEL SERVICE INCCL B91131210691836SH DFND383600
UNITED PARCEL SERVICE INCCL B9113121064,31839,482SH DFND734,72104,761
UNITED PARCEL SERVICE INCCL B9113121064694,286SH DFND7,94,246040
UNITED PARCEL SERVICE INCCL B9113121068,35776,420SH DFND967,49408,926
UNITED RENTALS INCCOM91136310935449SH DFND144900
UNITED RENTALS INCCOM91136310945570SH DFND1,357000
UNITED RENTALS INCCOM9113631092212,820SH DFND132,82000
UNITED RENTALS INCCOM91136310955700SH DFND1470000
UNITED RENTALS INCCOM911363109445SH DFND34500
UNITED RENTALS INCCOM9113631091511,926SH DFND71,92600
UNITED RENTALS INCCOM9113631092733,477SH DFND93,47700
UNITED STATES OIL FUND LPUNITS91232N10811010,100SH DFND910,10000
UNITED TECHNOLOGIES CORPCOM9130171098,67685,394SH DFND183,23702,157
UNITED TECHNOLOGIES CORPCOM9130171091,15511,365SH DFND1,311,36500
UNITED TECHNOLOGIES CORPCOM9130171092,25622,200SH DFND1322,20000
UNITED TECHNOLOGIES CORPCOM9130171096726,612SH DFND146,61200
UNITED TECHNOLOGIES CORPCOM9130171094744,668SH DFND34,66800
UNITED TECHNOLOGIES CORPCOM91301710917,746174,661SH DFND7171,26003,401
UNITED TECHNOLOGIES CORPCOM9130171091,45114,281SH DFND7,914,232049
UNITED TECHNOLOGIES CORPCOM91301710930,344298,663SH DFND9284,663014,000
UNITED THERAPEUTICS CORP DELCOM91307C10232270SH DFND1,327000
UNITED THERAPEUTICS CORP DELCOM91307C1021351,140SH DFND131,14000
UNITED THERAPEUTICS CORP DELCOM91307C10255464SH DFND1446400
UNITED THERAPEUTICS CORP DELCOM91307C102220SH DFND32000
UNITED THERAPEUTICS CORP DELCOM91307C102866SH DFND751015
UNITED THERAPEUTICS CORP DELCOM91307C102430SH DFND93000
UNITED THERAPEUTICS CORP DELCOM91307C1022802,373SH OTR132,37300
UNITEDHEALTH GROUP INCCOM91324P1022,17815,560SH DFND113,91001,650
UNITEDHEALTH GROUP INCCOM91324P1029216,580SH DFND1,36,58000
UNITEDHEALTH GROUP INCCOM91324P1023,82527,320SH DFND1327,32000
UNITEDHEALTH GROUP INCCOM91324P1021,1127,942SH DFND147,94200
UNITEDHEALTH GROUP INCCOM91324P1026524,657SH DFND34,65700
UNITEDHEALTH GROUP INCCOM91324P1027,62254,446SH DFND749,80704,639
UNITEDHEALTH GROUP INCCOM91324P1023522,513SH DFND7,92,433080
UNITEDHEALTH GROUP INCCOM91324P1023,37524,105SH DFND916,89807,207
UNITEDHEALTH GROUP INCCOM91324P10201SHCallDFND7100
UNIVERSAL DISPLAY CORPCOM91347P1053917,044SH DFND77,000044
UNIVERSAL HLTH SVCS INCCL B913903100973SH DFND17300
UNIVERSAL HLTH SVCS INCCL B91390310064520SH DFND1,352000
UNIVERSAL HLTH SVCS INCCL B9139031004293,480SH DFND133,48000
UNIVERSAL HLTH SVCS INCCL B91390310084680SH DFND1468000
UNIVERSAL HLTH SVCS INCCL B913903100540SH DFND34000
UNIVERSAL HLTH SVCS INCCL B913903100107871SH DFND787100
UNIVERSAL HLTH SVCS INCCL B9139031003032,458SH DFND92,45800
UNUM GROUPCOM91529Y1061985,610SH DFND135,61000
UNUM GROUPCOM91529Y106551,570SH DFND141,57000
UNUM GROUPCOM91529Y1066160SH DFND316000
UNUM GROUPCOM91529Y1062527,147SH DFND77,14700
UNUM GROUPCOM91529Y10614400SH DFND7,940000
UNUM GROUPCOM91529Y1067188SH DFND918800
URBAN EDGE PPTYSCOM91704F104802,856SH DFND72,85600
URBAN EDGE PPTYSCOM91704F1044130SH DFND7,913000
URBAN EDGE PPTYSCOM91704F1043101SH DFND944057
URBAN EDGE PPTYSCOM91704F1042187,736SH OTR137,73600
URBAN OUTFITTERS INCCOM91704710221620SH DFND1,362000
URBAN OUTFITTERS INCCOM9170471021193,460SH DFND133,46000
URBAN OUTFITTERS INCCOM917047102481,400SH DFND141,40000
URBAN OUTFITTERS INCCOM917047102375SH DFND37500
URBAN OUTFITTERS INCCOM9170471022427,009SH DFND77,00900
URBAN OUTFITTERS INCCOM917047102125SH DFND92500
VCA INCCOM91819410118264SH DFND126400
VCA INCCOM91819410136510SH DFND1,351000
VCA INCCOM9181941011452,070SH DFND132,07000
VCA INCCOM91819410112170SH DFND1417000
VCA INCCOM91819410141592SH DFND359200
VCA INCCOM9181941011442,056SH DFND724401,812
VCA INCCOM9181941011842,625SH DFND92,62500
V F CORPCOM9182041082213,940SH DFND13,94000
V F CORPCOM9182041081212,160SH DFND1,32,16000
V F CORPCOM9182041084017,150SH DFND137,15000
V F CORPCOM9182041081793,200SH DFND143,20000
V F CORPCOM9182041084618,219SH DFND38,21900
V F CORPCOM9182041082,94252,487SH DFND752,3160171
V F CORPCOM9182041081372,447SH DFND7,92,44700
V F CORPCOM9182041081,44525,777SH DFND925,1100667
VWR CORPCOM91843L1031154,043SH DFND1004,043
VWR CORPCOM91843L10314500SH DFND1,350000
VWR CORPCOM91843L1031706,000SH DFND136,00000
VWR CORPCOM91843L1038269SH DFND726900
VWR CORPCOM91843L10312427SH DFND942700
VAIL RESORTS INCCOM91879Q10932203SH DFND120300
VAIL RESORTS INCCOM91879Q10931200SH DFND1,320000
VAIL RESORTS INCCOM91879Q10955350SH DFND335000
VAIL RESORTS INCCOM91879Q1096984,447SH DFND74,44700
VAIL RESORTS INCCOM91879Q10948309SH DFND7,930900
VAIL RESORTS INCCOM91879Q1091721,098SH DFND91,09800
VALERO ENERGY CORP NEWCOM91913Y1001252,359SH DFND12,35900
VALERO ENERGY CORP NEWCOM91913Y1001613,040SH DFND1,33,04000
VALERO ENERGY CORP NEWCOM91913Y10069013,020SH DFND1313,02000
VALERO ENERGY CORP NEWCOM91913Y1002294,330SH DFND144,33000
VALERO ENERGY CORP NEWCOM91913Y10011205SH DFND320500
VALERO ENERGY CORP NEWCOM91913Y1001,93536,503SH DFND735,8180685
VALERO ENERGY CORP NEWCOM91913Y10061811,653SH DFND7,911,635018
VALERO ENERGY CORP NEWCOM91913Y10096618,226SH DFND911,85406,372
VALMONT INDS INCCOM92025310117130SH DFND1,313000
VALMONT INDS INCCOM9202531011431,060SH DFND131,06000
VALMONT INDS INCCOM92025310113100SH DFND1410000
VALMONT INDS INCCOM920253101102757SH DFND72070550
VALMONT INDS INCCOM920253101216SH DFND91600
VALSPAR CORPCOM920355104216SH DFND11600
VALSPAR CORPCOM92035510442400SH DFND1,340000
VALSPAR CORPCOM9203551041381,300SH DFND131,30000
VALSPAR CORPCOM92035510464600SH DFND1460000
VALSPAR CORPCOM920355104435SH DFND33500
VALSPAR CORPCOM92035510454510SH DFND7437073
VALSPAR CORPCOM92035510421195SH DFND919500
VANECK VECTORS ETF TRGOLD MINERS ETF92189F106136SH DFND13600
VANECK VECTORS ETF TRGOLD MINERS ETF92189F1061043,952SH DFND73,95200
VANECK VECTORS ETF TRGOLD MINERS ETF92189F1061405,301SH DFND980104,500
VANECK VECTORS ETF TRHIGH YLD MUN ETF92189F361351,100SH DFND11,10000
VANECK VECTORS ETF TRHIGH YLD MUN ETF92189F36175723,477SH DFND723,47700
VANECK VECTORS ETF TRAMT FREE INT ETF92189F54434514,038SH DFND714,03800
VANECK VECTORS ETF TRSEMICONDUCTOR ET92189F6763705,330SH DFND75,33000
VANECK VECTORS ETF TRSEMICONDUCTOR ET92189F67623328SH DFND932800
VANGUARD SPECIALIZED PORTFOLDIV APP ETF9219088442,25826,902SH DFND126,6170285
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884437440SH DFND344000
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884411,048131,634SH DFND7128,03403,600
VANGUARD SPECIALIZED PORTFOLDIV APP ETF9219088441812,151SH DFND7,92,15100
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884412,360147,263SH DFND9147,26300
VANGUARD STAR FDVG TL INTL STK F9219097681423,000SH DFND13,00000
VANGUARD STAR FDVG TL INTL STK F9219097681152,436SH DFND72,43600
VANGUARD WORLD FDMEGA GRWTH IND9219108163,43639,276SH DFND739,27600
VANGUARD WORLD FDMEGA CAP VAL ETF9219108402,19334,985SH DFND734,98500
VANGUARD WORLD FDMEGA CAP VAL ETF92191084067110,699SH DFND910,69900
VANGUARD WORLD FDMEGA CAP INDEX9219108732162,926SH DFND72,92600
VANGUARD BD INDEX FD INCLONG TERM BOND9219377931,36113,803SH DFND711,00202,801
VANGUARD BD INDEX FD INCINTERMED TERM9219378194805,471SH DFND15,47100
VANGUARD BD INDEX FD INCINTERMED TERM9219378192,09023,847SH DFND723,84700
VANGUARD BD INDEX FD INCINTERMED TERM9219378192122,414SH DFND92,41400
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378275536,837SH DFND14,91901,918
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378278,437104,380SH DFND3104,38000
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378274,98561,668SH DFND761,2240444
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378271,21114,988SH DFND7,914,98800
VANGUARD BD INDEX FD INCSHORT TRM BOND92193782713164SH DFND916400
VANGUARD BD INDEX FD INCTOTAL BND MRKT92193783534,436409,271SH DFND155,8680353,403
VANGUARD BD INDEX FD INCTOTAL BND MRKT9219378357,28786,600SH DFND386,60000
VANGUARD BD INDEX FD INCTOTAL BND MRKT92193783513,440159,735SH DFND7158,28501,450
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF92194385826,228701,088SH DFND1487,3400213,748
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF9219438583,14083,930SH DFND14083,9300
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF92194385821,313569,716SH DFND3569,71600
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858115,0253,074,708SH DFND73,072,68502,023
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF9219438588,285221,461SH DFND7,9220,8450616
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858238,3496,371,254SH DFND96,341,972029,282
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640611,719162,445SH DFND194,417068,028
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640618245SH DFND1402450
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640671979SH DFND397900
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640682711,461SH DFND711,46100
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640638522SH DFND7,952200
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640669962SH DFND996200
VANGUARD MALVERN FDSSTRM INFPROIDX92202080578315,778SH DFND713,65802,120
VANGUARD WORLD FDSCONSUM DIS ETF92204A10814,812117,795SH DFND1114,11603,679
VANGUARD WORLD FDSCONSUM DIS ETF92204A1082,47519,681SH DFND319,68100
VANGUARD WORLD FDSCONSUM DIS ETF92204A10811,54491,811SH DFND791,81100
VANGUARD WORLD FDSCONSUM DIS ETF92204A1081,2419,870SH DFND7,99,87000
VANGUARD WORLD FDSCONSUM DIS ETF92204A10812,31097,903SH DFND997,7250178
VANGUARD WORLD FDSCONSUM STP ETF92204A2077,00851,199SH DFND149,72201,477
VANGUARD WORLD FDSCONSUM STP ETF92204A2071,0367,567SH DFND37,56700
VANGUARD WORLD FDSCONSUM STP ETF92204A2075,40639,497SH DFND739,49700
VANGUARD WORLD FDSCONSUM STP ETF92204A2076334,627SH DFND7,94,62700
VANGUARD WORLD FDSCONSUM STP ETF92204A2076,52147,643SH DFND947,563080
VANGUARD WORLD FDSENERGY ETF92204A3067,72079,030SH DFND176,91302,117
VANGUARD WORLD FDSENERGY ETF92204A3061,16911,968SH DFND311,949190
VANGUARD WORLD FDSENERGY ETF92204A3067,72179,035SH DFND778,3350700
VANGUARD WORLD FDSENERGY ETF92204A3067487,658SH DFND7,97,65800
VANGUARD WORLD FDSENERGY ETF92204A3069,59798,244SH DFND997,7770467
VANGUARD WORLD FDSFINANCIALS ETF92204A40522,890463,732SH DFND1454,10309,629
VANGUARD WORLD FDSFINANCIALS ETF92204A4053,40068,873SH DFND368,776970
VANGUARD WORLD FDSFINANCIALS ETF92204A40515,586315,758SH DFND7315,75800
VANGUARD WORLD FDSFINANCIALS ETF92204A4051,92639,019SH DFND7,939,01900
VANGUARD WORLD FDSFINANCIALS ETF92204A40519,031385,546SH DFND9383,87701,669
VANGUARD WORLD FDSHEALTH CAR ETF92204A50424,904187,403SH DFND1182,87804,525
VANGUARD WORLD FDSHEALTH CAR ETF92204A5043,35325,229SH DFND325,153760
VANGUARD WORLD FDSHEALTH CAR ETF92204A50417,566132,188SH DFND7132,18800
VANGUARD WORLD FDSHEALTH CAR ETF92204A5041,95114,684SH DFND7,914,68400
VANGUARD WORLD FDSHEALTH CAR ETF92204A50419,471146,522SH DFND9146,0820440
VANGUARD WORLD FDSINDUSTRIAL ETF92204A60311,192100,920SH DFND198,88502,035
VANGUARD WORLD FDSINDUSTRIAL ETF92204A6032,04718,460SH DFND318,46000
VANGUARD WORLD FDSINDUSTRIAL ETF92204A6039,77188,101SH DFND788,10100
VANGUARD WORLD FDSINDUSTRIAL ETF92204A6031,0239,222SH DFND7,99,22200
VANGUARD WORLD FDSINDUSTRIAL ETF92204A60311,151100,543SH DFND9100,3650178
VANGUARD WORLD FDSINF TECH ETF92204A70229,622246,088SH DFND1241,36904,719
VANGUARD WORLD FDSINF TECH ETF92204A7024,66738,773SH DFND338,77300
VANGUARD WORLD FDSINF TECH ETF92204A70227,652229,727SH DFND7229,72700
VANGUARD WORLD FDSINF TECH ETF92204A7022,61721,739SH DFND7,921,73900
VANGUARD WORLD FDSINF TECH ETF92204A70227,241226,313SH DFND9225,5980715
VANGUARD WORLD FDSMATERIALS ETF92204A8012,34621,938SH DFND121,7150223
VANGUARD WORLD FDSMATERIALS ETF92204A8013032,834SH DFND32,83400
VANGUARD WORLD FDSMATERIALS ETF92204A8012,36022,069SH DFND722,06900
VANGUARD WORLD FDSMATERIALS ETF92204A8012762,577SH DFND7,92,57700
VANGUARD WORLD FDSMATERIALS ETF92204A8012,74325,654SH DFND925,607047
VANGUARD WORLD FDSUTILITIES ETF92204A8761,48713,902SH DFND113,7610141
VANGUARD WORLD FDSUTILITIES ETF92204A8762192,045SH DFND32,04500
VANGUARD WORLD FDSUTILITIES ETF92204A8761,51114,128SH DFND714,12800
VANGUARD WORLD FDSUTILITIES ETF92204A8761411,317SH DFND7,91,31700
VANGUARD WORLD FDSUTILITIES ETF92204A8762,31521,642SH DFND921,618024
VANGUARD WORLD FDSTELCOMM ETF92204A8844,61548,892SH DFND146,33702,555
VANGUARD WORLD FDSTELCOMM ETF92204A8844254,498SH DFND34,49800
VANGUARD WORLD FDSTELCOMM ETF92204A8842,51726,663SH DFND726,66300
VANGUARD WORLD FDSTELCOMM ETF92204A8842822,992SH DFND7,92,99200
VANGUARD WORLD FDSTELCOMM ETF92204A8842,75829,222SH DFND929,171051
VANGUARD INTL EQUITY INDEX FTT WRLD ST ETF9220427421,06517,503SH DFND90017,503
VANGUARD INTL EQUITY INDEX FALLWRLD EX US9220427751,22326,928SH DFND726,92800
VANGUARD INTL EQUITY INDEX FALLWRLD EX US9220427756,178135,986SH DFND9135,98600
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428581,97652,523SH DFND151,52301,000
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285812,512332,500SH DFND13332,50000
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428588,782233,386SH DFND3233,38600
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285837,018983,725SH DFND7982,24801,477
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428583,31888,171SH DFND7,988,17100
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285861,4791,633,781SH DFND91,583,6241,31048,847
VANGUARD INTL EQUITY INDEX FFTSE PACIFIC ETF9220428663185,249SH DFND75,24900
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF9220428741,74035,700SH DFND735,70000
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF92204287411231SH DFND923100
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 BD92206C4091,69421,034SH DFND720,3520682
VANGUARD SCOTTSDALE FDSVNG RUS2000IDX92206C6642682,689SH DFND72,68900
VANGUARD SCOTTSDALE FDSVNG RUS1000IDX92206C7302,17521,834SH DFND721,83400
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C87012130SH DFND100130
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C87091610,223SH DFND710,22300
VANTIV INCCL A92210H10526465SH DFND11650300
VANTIV INCCL A92210H105601,070SH DFND1,31,07000
VANTIV INCCL A92210H1053886,900SH DFND136,90000
VANTIV INCCL A92210H10551900SH DFND1490000
VANTIV INCCL A92210H105470SH DFND37000
VANTIV INCCL A92210H1051883,343SH DFND73,34300
VANTIV INCCL A92210H105120SH DFND92000
VARIAN MED SYS INCCOM92220P1052592,599SH DFND12,59900
VARIAN MED SYS INCCOM92220P10574740SH DFND1,374000
VARIAN MED SYS INCCOM92220P1054034,050SH DFND134,05000
VARIAN MED SYS INCCOM92220P1051631,640SH DFND141,64000
VARIAN MED SYS INCCOM92220P105440SH DFND34000
VARIAN MED SYS INCCOM92220P1052612,625SH DFND71,9250700
VARIAN MED SYS INCCOM92220P10549490SH DFND7,949000
VARIAN MED SYS INCCOM92220P1051,75117,595SH DFND917,59500
VECTREN CORPCOM92240G101551,100SH DFND131,10000
VECTREN CORPCOM92240G10135700SH DFND1470000
VECTREN CORPCOM92240G101245SH DFND34500
VECTREN CORPCOM92240G1011643,268SH DFND73,26800
VECTREN CORPCOM92240G101113SH DFND7,90013
VECTREN CORPCOM92240G10140800SH DFND980000
VECTOR GROUP LTDCOM92240M10849422,952SH DFND722,95200
VECTOR GROUP LTDCOM92240M108288SH DFND98800
VEDANTA LTDSPONSORED ADR92242Y10011711,300SH OTR1311,30000
VEEVA SYS INCCL A COM92247510824590SH DFND1,359000
VEEVA SYS INCCL A COM9224751081373,320SH DFND133,32000
VEEVA SYS INCCL A COM92247510817400SH DFND1440000
VEEVA SYS INCCL A COM922475108365SH DFND36500
VEEVA SYS INCCL A COM9224751081162,804SH DFND72,80400
VEEVA SYS INCCL A COM92247510817420SH DFND942000
VENTAS INCCOM92276F1001141,616SH DFND11,5050111
VENTAS INCCOM92276F1001552,200SH DFND1,32,20000
VENTAS INCCOM92276F1005858,286SH DFND138,28600
VENTAS INCCOM92276F1001772,500SH DFND142,50000
VENTAS INCCOM92276F10011150SH DFND315000
VENTAS INCCOM92276F1004155,881SH DFND75,7420139
VENTAS INCCOM92276F10019275SH DFND7,927500
VENTAS INCCOM92276F1002,38433,760SH DFND932,61801,142
VENTAS INCCOM92276F1001,94627,556SH OTR1327,55600
VANGUARD MUN BD FD INCTAX EXEMPT BD9229077463586,849SH DFND76,84900
VANGUARD INDEX FDSS&P 500 ETF SHS9229083631,4827,461SH DFND17,46100
VANGUARD INDEX FDSS&P 500 ETF SHS92290836325,322127,443SH DFND7127,44300
VANGUARD INDEX FDSS&P 500 ETF SHS9229083635,37327,043SH DFND7,927,04300
VANGUARD INDEX FDSS&P 500 ETF SHS9229083638,91444,864SH DFND934,496010,368
VANGUARD INDEX FDSMCAP VL IDXVIP9229085122843,036SH DFND73,03600
VANGUARD INDEX FDSMCAP VL IDXVIP92290851260644SH DFND964400
VANGUARD INDEX FDSMCAP GR IDXVIP92290853818166SH DFND116600
VANGUARD INDEX FDSMCAP GR IDXVIP9229085381491,398SH DFND71,39800
VANGUARD INDEX FDSMCAP GR IDXVIP92290853860562SH DFND956200
VANGUARD INDEX FDSREIT ETF92290855327,914321,813SH DFND1316,59405,219
VANGUARD INDEX FDSREIT ETF922908553894SH DFND140940
VANGUARD INDEX FDSREIT ETF9229085533,99246,018SH DFND346,01800
VANGUARD INDEX FDSREIT ETF92290855320,916241,137SH DFND7237,02104,116
VANGUARD INDEX FDSREIT ETF9229085532,38727,520SH DFND7,927,52000
VANGUARD INDEX FDSREIT ETF92290855315,197175,197SH DFND9169,99705,200
VANGUARD INDEX FDSSML CP GRW ETF922908595642SH DFND14200
VANGUARD INDEX FDSSML CP GRW ETF9229085954693,556SH DFND73,55600
VANGUARD INDEX FDSSML CP GRW ETF922908595105795SH DFND979500
VANGUARD INDEX FDSSM CP VAL ETF92290861164579SH DFND157900
VANGUARD INDEX FDSSM CP VAL ETF9229086116826,159SH DFND76,15900
VANGUARD INDEX FDSSM CP VAL ETF9229086116115,521SH DFND95,52100
VANGUARD INDEX FDSMID CAP ETF9229086291,2489,642SH DFND19,64200
VANGUARD INDEX FDSMID CAP ETF9229086296,15547,552SH DFND747,55200
VANGUARD INDEX FDSMID CAP ETF92290862969536SH DFND7,953600
VANGUARD INDEX FDSMID CAP ETF92290862974575SH DFND957500
VANGUARD INDEX FDSLARGE CAP ETF92290863749493SH DFND149300
VANGUARD INDEX FDSLARGE CAP ETF9229086373083,105SH DFND73,10500
VANGUARD INDEX FDSGROWTH ETF9229087361,34411,973SH DFND78,76203,211
VANGUARD INDEX FDSGROWTH ETF92290873672640SH DFND964000
VANGUARD INDEX FDSVALUE ETF922908744901,036SH DFND11,03600
VANGUARD INDEX FDSVALUE ETF9229087441,01811,698SH DFND711,69800
VANGUARD INDEX FDSVALUE ETF9229087441892,176SH DFND92,17600
VANGUARD INDEX FDSSMALL CP ETF9229087516,20150,755SH DFND148,73702,018
VANGUARD INDEX FDSSMALL CP ETF9229087514,24334,725SH DFND1334,72500
VANGUARD INDEX FDSSMALL CP ETF92290875142,658349,140SH DFND7348,4940646
VANGUARD INDEX FDSSMALL CP ETF9229087514,83139,536SH DFND7,939,53600
VANGUARD INDEX FDSSMALL CP ETF92290875111,97998,044SH DFND998,04400
VANGUARD INDEX FDSTOTAL STK MKT9229087691,54313,864SH DFND113,86400
VANGUARD INDEX FDSTOTAL STK MKT92290876961,610553,400SH DFND3553,40000
VANGUARD INDEX FDSTOTAL STK MKT9229087693,45731,055SH DFND730,4230632
VANGUARD INDEX FDSTOTAL STK MKT9229087697977,163SH DFND97,16300
VEREIT INCCOM92339V100605,800SH DFND1,35,80000
VEREIT INCCOM92339V10013513,000SH DFND1313,00000
VEREIT INCCOM92339V100585,600SH DFND145,60000
VEREIT INCCOM92339V1005475SH DFND347500
VEREIT INCCOM92339V100434,192SH DFND74,19200
VEREIT INCCOM92339V1001136SH DFND7,900136
VEREIT INCCOM92339V100171,660SH DFND91,66000
VEREIT INCCOM92339V1002,395230,907SH OTR13230,90700
VERISIGN INCCOM92343E10257730SH DFND1,373000
VERISIGN INCCOM92343E1023093,950SH DFND133,95000
VERISIGN INCCOM92343E1021171,500SH DFND141,50000
VERISIGN INCCOM92343E102453SH DFND35300
VERISIGN INCCOM92343E102861,094SH DFND71,09400
VERISIGN INCCOM92343E10228355SH DFND7,935500
VERISIGN INCCOM92343E10234438SH DFND943800
VERISIGN INCCOM92343E102981,258SH OTR131,25800
VERIZON COMMUNICATIONS INCCOM92343V10418,750360,709SH DFND1352,80907,900
VERIZON COMMUNICATIONS INCCOM92343V1041,64531,650SH DFND1,331,65000
VERIZON COMMUNICATIONS INCCOM92343V1046,498125,000SH DFND13125,00000
VERIZON COMMUNICATIONS INCCOM92343V1041,94637,442SH DFND1437,44200
VERIZON COMMUNICATIONS INCCOM92343V10458511,251SH DFND310,7250526
VERIZON COMMUNICATIONS INCCOM92343V10420,524394,837SH DFND7383,095011,742
VERIZON COMMUNICATIONS INCCOM92343V1042,28343,922SH DFND7,943,7700152
VERIZON COMMUNICATIONS INCCOM92343V10419,961384,019SH DFND9359,560024,459
VERIZON COMMUNICATIONS INCCOM92343V10405SHCallDFND7500
VERINT SYS INCNOTE 1.500% 6/092343XAA84548,000PRN DFND948,00000
VERINT SYS INCCOM92343X1001664,415SH DFND73,41501,000
VERINT SYS INCCOM92343X100521,371SH DFND91,37100
VERISK ANALYTICS INCCOM92345Y10643526SH DFND152600
VERISK ANALYTICS INCCOM92345Y106831,020SH DFND1,31,02000
VERISK ANALYTICS INCCOM92345Y1063904,800SH DFND134,80000
VERISK ANALYTICS INCCOM92345Y10665800SH DFND1480000
VERISK ANALYTICS INCCOM92345Y1067228,889SH DFND38,88900
VERISK ANALYTICS INCCOM92345Y1066718,259SH DFND78,167092
VERISK ANALYTICS INCCOM92345Y1061712,106SH DFND7,92,10600
VERISK ANALYTICS INCCOM92345Y10684710,418SH DFND910,0830335
VERMILLION INCCOM NEW92407M2069875,500SH DFND975,50000
VERTEX PHARMACEUTICALS INCCOM92532F1001511,730SH DFND1,31,73000
VERTEX PHARMACEUTICALS INCCOM92532F1005626,443SH DFND136,44300
VERTEX PHARMACEUTICALS INCCOM92532F1001822,089SH DFND142,08900
VERTEX PHARMACEUTICALS INCCOM92532F10010115SH DFND311500
VERTEX PHARMACEUTICALS INCCOM92532F1003383,875SH DFND73,6290246
VERTEX PHARMACEUTICALS INCCOM92532F100447SH DFND7,90047
VERTEX PHARMACEUTICALS INCCOM92532F10082938SH DFND96510287
VIACOM INC NEWCL B92553P2013188,346SH DFND17,9460400
VIACOM INC NEWCL B92553P2013338,750SH DFND1,32,20006,550
VIACOM INC NEWCL B92553P20140810,700SH DFND1310,70000
VIACOM INC NEWCL B92553P2011343,513SH DFND143,3701430
VIACOM INC NEWCL B92553P20134892SH DFND389200
VIACOM INC NEWCL B92553P2016,031158,299SH DFND7158,260039
VIACOM INC NEWCL B92553P2011,98752,163SH DFND7,952,093070
VIACOM INC NEWCL B92553P2011,56541,070SH DFND940,8700200
VIPSHOP HLDGS LTDNOTE 1.500% 3/192763WAA144,000PRN DFND74,00000
VIPSHOP HLDGS LTDNOTE 1.500% 3/192763WAA13936,000PRN DFND936,00000
VISA INCCOM CL A92826C8395,92171,597SH DFND161,68909,908
VISA INCCOM CL A92826C8391,08513,120SH DFND1,313,12000
VISA INCCOM CL A92826C8394,49254,320SH DFND1354,32000
VISA INCCOM CL A92826C8391,33516,147SH DFND1416,14700
VISA INCCOM CL A92826C8398059,737SH DFND39,73700
VISA INCCOM CL A92826C8398,407101,662SH DFND797,12504,537
VISA INCCOM CL A92826C8393384,087SH DFND7,93,9310156
VISA INCCOM CL A92826C8396,64280,319SH DFND970,91009,409
VISA INCCOM CL A92826C8391,87022,610SH OTR1322,61000
VISTA OUTDOOR INCCOM928377100491,229SH DFND11,22900
VISTA OUTDOOR INCCOM92837710016400SH DFND1,340000
VISTA OUTDOOR INCCOM92837710014340SH DFND1334000
VISTA OUTDOOR INCCOM92837710018460SH DFND1446000
VISTA OUTDOOR INCCOM928377100902,262SH DFND32,26200
VISTA OUTDOOR INCCOM928377100551,379SH DFND71,348031
VISTA OUTDOOR INCCOM9283771001062,652SH DFND7,92,65200
VISTA OUTDOOR INCCOM9283771003057,656SH DFND97,65600
VMWARE INCCL A COM92856340227363SH DFND136300
VMWARE INCCL A COM92856340244600SH DFND1,360000
VMWARE INCCL A COM9285634021111,510SH DFND131,51000
VMWARE INCCL A COM92856340250688SH DFND1468800
VMWARE INCCL A COM928563402347SH DFND34700
VMWARE INCCL A COM9285634021,46119,925SH DFND719,852073
VMWARE INCCL A COM9285634022413,289SH DFND93,28900
VODAFONE GROUP PLC NEWSPNSR ADR92857W3081,47550,606SH DFND148,81201,794
VODAFONE GROUP PLC NEWSPNSR ADR92857W30837812,980SH DFND1,312,98000
VODAFONE GROUP PLC NEWSPNSR ADR92857W30864021,962SH DFND320,87201,090
VODAFONE GROUP PLC NEWSPNSR ADR92857W3089,982342,448SH DFND7337,05105,397
VODAFONE GROUP PLC NEWSPNSR ADR92857W3082,39682,200SH DFND7,982,20000
VODAFONE GROUP PLC NEWSPNSR ADR92857W3085,710195,897SH DFND9190,73005,167
VODAFONE GROUP PLC NEWSPNSR ADR92857W30804SHCallDFND7400
VORNADO RLTY TRSH BEN INT9290421091111,100SH DFND1,31,10000
VORNADO RLTY TRSH BEN INT9290421095135,073SH DFND135,07300
VORNADO RLTY TRSH BEN INT9290421091361,346SH DFND141,34600
VORNADO RLTY TRSH BEN INT929042109990SH DFND39000
VORNADO RLTY TRSH BEN INT9290421092842,803SH DFND72,780023
VORNADO RLTY TRSH BEN INT92904210926260SH DFND7,926000
VORNADO RLTY TRSH BEN INT92904210922217SH DFND91030114
VORNADO RLTY TRSH BEN INT9290421093,27232,331SH OTR1332,33100
VOYA PRIME RATE TRSH BEN INT92913A1006612,500SH DFND712,50000
VULCAN MATLS COCOM92916010978684SH DFND168400
VULCAN MATLS COCOM92916010980700SH DFND1,370000
VULCAN MATLS COCOM9291601093873,400SH DFND133,40000
VULCAN MATLS COCOM92916010991800SH DFND1480000
VULCAN MATLS COCOM929160109650SH DFND35000
VULCAN MATLS COCOM92916010981712SH DFND771200
VULCAN MATLS COCOM92916010929253SH DFND7,9241012
VULCAN MATLS COCOM92916010973639SH DFND963900
WABCO HLDGS INCCOM92927K10237330SH DFND1,333000
WABCO HLDGS INCCOM92927K1022332,050SH DFND132,05000
WABCO HLDGS INCCOM92927K10279700SH DFND1470000
WABCO HLDGS INCCOM92927K102327SH DFND32700
WABCO HLDGS INCCOM92927K1021331,169SH DFND71,16900
WABCO HLDGS INCCOM92927K1021321,160SH DFND91,16000
W P CAREY INCCOM92936U10919300SH DFND130000
W P CAREY INCCOM92936U10939600SH DFND1,360000
W P CAREY INCCOM92936U109901,400SH DFND131,40000
W P CAREY INCCOM92936U109651,000SH DFND141,00000
W P CAREY INCCOM92936U109235SH DFND33500
W P CAREY INCCOM92936U1091292,002SH DFND72,00200
W P CAREY INCCOM92936U10914210SH DFND921000
WPP PLC NEWADR92937A1021,1119,436SH DFND79,2700166
WPP PLC NEWADR92937A1021261,067SH DFND91,06700
WEC ENERGY GROUP INCCOM92939U1062173,629SH DFND13,62900
WEC ENERGY GROUP INCCOM92939U10642700SH DFND1,370000
WEC ENERGY GROUP INCCOM92939U1061141,900SH DFND131,90000
WEC ENERGY GROUP INCCOM92939U10641688SH DFND1468800
WEC ENERGY GROUP INCCOM92939U1067125SH DFND312500
WEC ENERGY GROUP INCCOM92939U1061,14019,046SH DFND716,41802,628
WEC ENERGY GROUP INCCOM92939U10618299SH DFND7,9285014
WEC ENERGY GROUP INCCOM92939U1062343,913SH DFND91,73302,180
WABTEC CORPCOM9297401085066,200SH DFND16,20000
WABTEC CORPCOM92974010838470SH DFND1,347000
WABTEC CORPCOM9297401081401,720SH DFND131,72000
WABTEC CORPCOM929740108901,100SH DFND141,10000
WABTEC CORPCOM929740108335SH DFND33500
WABTEC CORPCOM9297401083954,836SH DFND73,48601,350
WABTEC CORPCOM92974010817213SH DFND9200193
WAL-MART STORES INCCOM9311421037,264100,718SH DFND198,25302,465
WAL-MART STORES INCCOM9311421035127,100SH DFND1,37,10000
WAL-MART STORES INCCOM9311421032,07028,700SH DFND1328,70000
WAL-MART STORES INCCOM9311421035848,100SH DFND148,10000
WAL-MART STORES INCCOM9311421032323,215SH DFND33,21500
WAL-MART STORES INCCOM9311421037,632105,827SH DFND7104,48201,345
WAL-MART STORES INCCOM93114210384711,750SH DFND7,911,6310119
WAL-MART STORES INCCOM9311421035,68478,812SH DFND973,57905,233
WAL-MART STORES INCCOM93114210323SHCallDFND7300
WALGREENS BOOTS ALLIANCE INCCOM9314271081,89123,450SH DFND114,68008,770
WALGREENS BOOTS ALLIANCE INCCOM9314271083224,000SH DFND1,34,00000
WALGREENS BOOTS ALLIANCE INCCOM9314271081,40317,400SH DFND1317,40000
WALGREENS BOOTS ALLIANCE INCCOM9314271084285,305SH DFND145,30500
WALGREENS BOOTS ALLIANCE INCCOM93142710870863SH DFND386300
WALGREENS BOOTS ALLIANCE INCCOM9314271089,477117,547SH DFND7117,1110436
WALGREENS BOOTS ALLIANCE INCCOM9314271082,06825,656SH DFND7,925,64907
WALGREENS BOOTS ALLIANCE INCCOM93142710814,595181,039SH DFND9168,739012,300
WASHINGTON PRIME GROUP NEWCOM93964W1087566SH DFND156600
WASHINGTON PRIME GROUP NEWCOM93964W108766,176SH DFND136,17600
WASHINGTON PRIME GROUP NEWCOM93964W108322,570SH DFND142,57000
WASHINGTON PRIME GROUP NEWCOM93964W108604,814SH DFND74,81400
WASHINGTON PRIME GROUP NEWCOM93964W1083249SH DFND7,9184065
WASHINGTON PRIME GROUP NEWCOM93964W10812510,115SH DFND910,11500
WASHINGTON PRIME GROUP NEWCOM93964W10818815,193SH OTR1315,19300
WASHINGTON REAL ESTATE INVTSH BEN INT939653101401,300SH DFND1001,300
WASHINGTON REAL ESTATE INVTSH BEN INT939653101136SH DFND73600
WASHINGTON REAL ESTATE INVTSH BEN INT9396531015145SH DFND914500
WASHINGTON REAL ESTATE INVTSH BEN INT9396531011554,991SH OTR134,99100
WASTE CONNECTIONS INCCOM94106B101230SH DFND13000
WASTE CONNECTIONS INCCOM94106B1015317,110SH DFND1,3007,110
WASTE CONNECTIONS INCCOM94106B10141550SH DFND1455000
WASTE CONNECTIONS INCCOM94106B10105SH DFND3500
WASTE CONNECTIONS INCCOM94106B10135465SH DFND7414051
WASTE CONNECTIONS INCCOM94106B10117222SH DFND9200202
WASTE MGMT INC DELCOM94106L1096,28398,546SH DFND180,088018,458
WASTE MGMT INC DELCOM94106L1093495,480SH DFND1,35,48000
WASTE MGMT INC DELCOM94106L10988913,940SH DFND1313,94000
WASTE MGMT INC DELCOM94106L1093575,597SH DFND143,4302,1670
WASTE MGMT INC DELCOM94106L1091,13817,849SH DFND317,84900
WASTE MGMT INC DELCOM94106L10923,785373,047SH DFND7372,3840663
WASTE MGMT INC DELCOM94106L1092,16833,995SH DFND7,933,952043
WASTE MGMT INC DELCOM94106L1099,982156,554SH DFND9147,20809,346
WATERS CORPCOM941848103638SH DFND13800
WATERS CORPCOM94184810381510SH DFND1,351000
WATERS CORPCOM9418481033662,310SH DFND132,31000
WATERS CORPCOM9418481031601,010SH DFND141,01000
WATERS CORPCOM941848103530SH DFND33000
WATERS CORPCOM9418481034082,573SH DFND71,47301,100
WATERS CORPCOM94184810327170SH DFND7,9150020
WATERS CORPCOM94184810317SH DFND9700
WEATHERFORD INTL LTDNOTE 5.875% 7/0947075AH033,000PRN DFND73,00000
WEATHERFORD INTL LTDNOTE 5.875% 7/0947075AH01211,000PRN DFND911,00000
WEB COM GROUP INCNOTE 1.000% 8/194733AAA21011,000PRN DFND711,00000
WEB COM GROUP INCNOTE 1.000% 8/194733AAA23840,000PRN DFND940,00000
WEINGARTEN RLTY INVSSH BEN INT94874110323600SH DFND1,360000
WEINGARTEN RLTY INVSSH BEN INT9487411031393,560SH DFND133,56000
WEINGARTEN RLTY INVSSH BEN INT94874110326670SH DFND1467000
WEINGARTEN RLTY INVSSH BEN INT948741103691,773SH DFND71,77300
WEINGARTEN RLTY INVSSH BEN INT9487411033719,516SH DFND93,51606,000
WEINGARTEN RLTY INVSSH BEN INT9487411033599,203SH OTR139,20300
WEIS MKTS INCCOM94884910411200SH DFND100200
WEIS MKTS INCCOM9488491041,52428,750SH DFND928,75000
WELLS FARGO & CO NEWCOM94974610118,045407,518SH DFND1378,364029,154
WELLS FARGO & CO NEWCOM9497461011,30529,461SH DFND1,329,46100
WELLS FARGO & CO NEWCOM9497461015,450123,075SH DFND13123,07500
WELLS FARGO & CO NEWCOM9497461011,69138,198SH DFND1435,6482,5500
WELLS FARGO & CO NEWCOM9497461012,91965,924SH DFND365,92400
WELLS FARGO & CO NEWCOM94974610145,0951,018,398SH DFND71,012,82705,571
WELLS FARGO & CO NEWCOM9497461016,135138,553SH DFND7,9138,3560197
WELLS FARGO & CO NEWCOM94974610123,650534,108SH DFND9471,165062,943
WELLS FARGO & CO NEWCOM94974610101SHCallDFND7100
WELLS FARGO & CO NEW*W EXP 10/28/20194974611918715,000SH DFND115,00000
WELLS FARGO & CO NEWPERP PFD CNV A9497468046550SH DFND15000
WELLS FARGO & CO NEWPERP PFD CNV A9497468041713SH DFND71300
WELLS FARGO & CO NEWPERP PFD CNV A949746804589450SH DFND900450
WELLS FARGO INCOME OPPORTUNIWF INC OPPTY FD94987B10525230,130SH DFND730,0000130
WELLTOWER INCCOM95040Q1041081,440SH DFND11,3360104
WELLTOWER INCCOM95040Q1041722,300SH DFND1,32,30000
WELLTOWER INCCOM95040Q1046718,970SH DFND138,97000
WELLTOWER INCCOM95040Q1042773,700SH DFND143,70000
WELLTOWER INCCOM95040Q10411150SH DFND315000
WELLTOWER INCCOM95040Q1046759,034SH DFND78,7840250
WELLTOWER INCCOM95040Q10436479SH DFND7,947900
WELLTOWER INCCOM95040Q1043014,022SH DFND94,02200
WELLTOWER INCCOM95040Q1044,72963,248SH OTR1363,24800
WENDYS COCOM95058W10014713,600SH DFND113,60000
WENDYS COCOM95058W100171,590SH DFND1,31,59000
WENDYS COCOM95058W1002200SH DFND1320000
WENDYS COCOM95058W100010SH DFND31000
WENDYS COCOM95058W100153SH DFND75300
WENDYS COCOM95058W100282,636SH DFND92,63600
WEST PHARMACEUTICAL SVSC INCCOM955306105224SH DFND12400
WEST PHARMACEUTICAL SVSC INCCOM95530610530400SH DFND1,340000
WEST PHARMACEUTICAL SVSC INCCOM95530610537497SH DFND1449700
WEST PHARMACEUTICAL SVSC INCCOM955306105225SH DFND32500
WEST PHARMACEUTICAL SVSC INCCOM95530610588911,928SH DFND711,92800
WEST PHARMACEUTICAL SVSC INCCOM9553061054476,000SH DFND7,96,00000
WEST PHARMACEUTICAL SVSC INCCOM9553061053,34144,852SH DFND944,6540198
WESTAR ENERGY INCCOM95709T100951,674SH DFND11,67400
WESTAR ENERGY INCCOM95709T10023400SH DFND1,340000
WESTAR ENERGY INCCOM95709T10011200SH DFND1420000
WESTAR ENERGY INCCOM95709T1006114SH DFND350064
WESTAR ENERGY INCCOM95709T1004387,725SH DFND77,709016
WESTAR ENERGY INCCOM95709T1001522,673SH DFND7,92,659014
WESTAR ENERGY INCCOM95709T1005,30093,400SH DFND993,40000
WESTERN DIGITAL CORPCOM958102105119SH DFND11900
WESTERN DIGITAL CORPCOM9581021051081,839SH DFND1,31,83900
WESTERN DIGITAL CORPCOM9581021053155,383SH DFND135,38300
WESTERN DIGITAL CORPCOM9581021051402,401SH DFND142,40100
WESTERN DIGITAL CORPCOM9581021056101SH DFND310100
WESTERN DIGITAL CORPCOM9581021055749,816SH DFND79,5950221
WESTERN DIGITAL CORPCOM95810210525420SH DFND7,9365055
WESTERN DIGITAL CORPCOM9581021053495,976SH DFND95,1350841
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541041,11820,315SH DFND120,31500
WESTERN GAS PARTNERS LPCOM UNIT LP IN958254104551,001SH DFND1401,0010
WESTERN GAS PARTNERS LPCOM UNIT LP IN95825410422400SH DFND340000
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541043,60665,511SH DFND765,51100
WESTERN GAS PARTNERS LPCOM UNIT LP IN95825410458610,639SH DFND7,910,63900
WESTERN GAS PARTNERS LPCOM UNIT LP IN95825410498917,962SH DFND913,16204,800
WESTERN UN COCOM9598021091055,026SH DFND15,02600
WESTERN UN COCOM95980210964030,725SH DFND1,33,450027,275
WESTERN UN COCOM95980210938818,640SH DFND1318,64000
WESTERN UN COCOM959802109381,829SH DFND141,82900
WESTERN UN COCOM959802109713,415SH DFND33,41500
WESTERN UN COCOM95980210935417,019SH DFND76,311010,708
WESTERN UN COCOM95980210912563SH DFND7,956300
WESTERN UN COCOM9598021092029,704SH DFND99,655049
WESTLAKE CHEM CORPCOM96041310211200SH DFND1,320000
WESTLAKE CHEM CORPCOM960413102701,300SH DFND131,30000
WESTLAKE CHEM CORPCOM96041310237700SH DFND1470000
WESTLAKE CHEM CORPCOM9604131022334,354SH DFND74,342012
WESTLAKE CHEM CORPCOM960413102240SH DFND94000
WESTPAC BKG CORPSPONSORED ADR9612143011576,891SH DFND76,89100
WESTPAC BKG CORPSPONSORED ADR9612143012249,832SH DFND7,99,83200
WESTPAC BKG CORPSPONSORED ADR96121430124010,561SH DFND96,07304,488
WESTROCK COCOM96145D1051002,064SH DFND12,06400
WESTROCK COCOM96145D105681,400SH DFND1,31,40000
WESTROCK COCOM96145D1052625,400SH DFND135,40000
WESTROCK COCOM96145D105821,700SH DFND141,70000
WESTROCK COCOM96145D10545925SH DFND392500
WESTROCK COCOM96145D1052765,692SH DFND75,667025
WESTROCK COCOM96145D10515304SH DFND7,930400
WESTROCK COCOM96145D10514283SH DFND9246037
WESTROCK COCOM96145D10544SHCallDFND7400
WEYERHAEUSER COCOM9621661044,774149,481SH DFND1116,480033,001
WEYERHAEUSER COCOM9621661043189,950SH DFND1,39,95000
WEYERHAEUSER COCOM96216610447714,942SH DFND1314,94200
WEYERHAEUSER COCOM96216610440012,534SH DFND147,9854,5490
WEYERHAEUSER COCOM9621661041,17236,696SH DFND336,69600
WEYERHAEUSER COCOM96216610416,991531,962SH DFND7523,99807,964
WEYERHAEUSER COCOM96216610493929,408SH DFND7,929,40800
WEYERHAEUSER COCOM9621661049,638301,738SH DFND9248,477053,261
WHIRLPOOL CORPCOM96332010635214SH DFND121400
WHIRLPOOL CORPCOM96332010675460SH DFND1,346000
WHIRLPOOL CORPCOM9633201063812,350SH DFND132,35000
WHIRLPOOL CORPCOM96332010673450SH DFND1445000
WHIRLPOOL CORPCOM963320106635SH DFND33500
WHIRLPOOL CORPCOM9633201066223,833SH DFND73,814019
WHIRLPOOL CORPCOM96332010616100SH DFND7,910000
WHIRLPOOL CORPCOM9633201066193,817SH DFND91,86101,956
WHIRLPOOL CORPCOM96332010605SHCallDFND9500
WHITEWAVE FOODS COCOM96624410549900SH DFND1,390000
WHITEWAVE FOODS COCOM9662441052454,500SH DFND134,50000
WHITEWAVE FOODS COCOM96624410549900SH DFND1490000
WHITEWAVE FOODS COCOM966244105595SH DFND39500
WHITEWAVE FOODS COCOM9662441055059,274SH DFND79,27400
WHITEWAVE FOODS COCOM9662441057130SH DFND7,913000
WHITEWAVE FOODS COCOM9662441051001,840SH DFND91,7150125
WHITING PETE CORP NEWNOTE 1.250% 4/0966387AL61316,000PRN DFND916,00000
WHITING PETE CORP NEWCOM966387102101,190SH DFND1,31,19000
WHITING PETE CORP NEWCOM96638710216919,350SH DFND1319,35000
WHITING PETE CORP NEWCOM966387102212,400SH DFND142,40000
WHITING PETE CORP NEWCOM9663871021115SH DFND311500
WHITING PETE CORP NEWCOM966387102505,703SH DFND75,69805
WHITING PETE CORP NEWCOM9663871021113SH DFND7,900113
WHITING PETE CORP NEWCOM9663871022195SH DFND919500
WHOLE FOODS MKT INCCOM96683710616575SH DFND157500
WHOLE FOODS MKT INCCOM966837106401,400SH DFND1,31,40000
WHOLE FOODS MKT INCCOM9668371062498,800SH DFND138,80000
WHOLE FOODS MKT INCCOM966837106602,100SH DFND142,10000
WHOLE FOODS MKT INCCOM9668371064155SH DFND315500
WHOLE FOODS MKT INCCOM96683710670224,749SH DFND722,62902,120
WHOLE FOODS MKT INCCOM9668371069300SH DFND7,930000
WHOLE FOODS MKT INCCOM96683710628810,146SH DFND99,1860960
WILLIAMS COS INC DELCOM969457100371,200SH DFND1001,200
WILLIAMS COS INC DELCOM9694571001404,550SH DFND1,34,55000
WILLIAMS COS INC DELCOM96945710050016,270SH DFND1316,27000
WILLIAMS COS INC DELCOM9694571001494,837SH DFND144,83700
WILLIAMS COS INC DELCOM9694571009305SH DFND330500
WILLIAMS COS INC DELCOM9694571002889,360SH DFND78,7600600
WILLIAMS COS INC DELCOM96945710029952SH DFND7,9915037
WILLIAMS COS INC DELCOM96945710055618,108SH DFND917,5390569
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1054106SH DFND110600
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1053298,844SH DFND78,84400
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L105495SH DFND7,99500
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1051614,333SH DFND9004,333
WILLIAMS SONOMA INCCOM96990410129570SH DFND1,357000
WILLIAMS SONOMA INCCOM9699041011913,740SH DFND133,74000
WILLIAMS SONOMA INCCOM969904101531,030SH DFND141,03000
WILLIAMS SONOMA INCCOM969904101235SH DFND33500
WILLIAMS SONOMA INCCOM9699041014558,906SH DFND76,31102,595
WILLIAMS SONOMA INCCOM9699041011,39527,307SH DFND95,773021,534
WISDOMTREE TRHIGH DIV FD97717W2082814,224SH DFND74,22400
WISDOMTREE TRLARGECAP DIVID97717W3071191,542SH DFND71,54200
WISDOMTREE TRLARGECAP DIVID97717W3071,16515,135SH DFND915,13500
WISDOMTREE TREMER MKT HIGH FD97717W3153,69198,234SH DFND14,052094,182
WISDOMTREE TREMER MKT HIGH FD97717W31514381SH DFND1403810
WISDOMTREE TREMER MKT HIGH FD97717W3152145,705SH DFND35,70500
WISDOMTREE TREMER MKT HIGH FD97717W3151,49339,737SH DFND739,73700
WISDOMTREE TREMER MKT HIGH FD97717W3152,64370,350SH DFND7,970,35000
WISDOMTREE TREMER MKT HIGH FD97717W3158,209218,507SH DFND9218,3570150
WISDOMTREE TRDIV EX-FINL FD97717W4064005,090SH DFND95,09000
WISDOMTREE TRMDCP EARN FUND97717W5702973,100SH DFND73,10000
WISDOMTREE TRINTL EQUITY FD97717W7034419,363SH DFND79,36300
WISDOMTREE TRINTL SMCAP DIV97717W7601612,624SH DFND12,612012
WISDOMTREE TRINTL SMCAP DIV97717W760861,400SH DFND31,40000
WISDOMTREE TRINTL SMCAP DIV97717W7604,07166,329SH DFND766,32900
WISDOMTREE TRINTL SMCAP DIV97717W76080213,065SH DFND913,06500
WISDOMTREE TRINTL LRGCAP DV97717W7941,62437,545SH DFND737,54500
WISDOMTREE TRINTL LRGCAP DV97717W7941,95345,155SH DFND7,945,15500
WISDOMTREE TRINTL LRGCAP DV97717W7944,523104,578SH DFND9104,57800
WISDOMTREE TRJAPN HEDGE EQT97717W8512285,304SH DFND15,1770127
WISDOMTREE TRJAPN HEDGE EQT97717W851482SH DFND140820
WISDOMTREE TRJAPN HEDGE EQT97717W851601,400SH DFND31,40000
WISDOMTREE TRJAPN HEDGE EQT97717W85165215,201SH DFND715,20100
WISDOMTREE TRJAPN HEDGE EQT97717W851497SH DFND7,99700
WISDOMTREE TRJAPN HEDGE EQT97717W85181218,923SH DFND912,39206,531
WISDOMTREE TREUR HDG SMLCAP97717X55224710,116SH DFND710,11600
WISDOMTREE TREUROPE HEDGED EQ97717X7013,22960,082SH DFND760,08200
WISDOMTREE TREUROPE HEDGED EQ97717X70174813,920SH DFND93,884010,036
WOODWARD INCCOM98074510377212,356SH DFND1,30012,356
WOODWARD INCCOM98074510311171SH DFND717100
WOODWARD INCCOM980745103110SH DFND91000
WORKDAY INCNOTE 0.750% 7/198138HAC52823,000PRN DFND923,00000
WORKDAY INCCL A98138H1013123,405SH DFND13,2050200
WORKDAY INCCL A98138H10175820SH DFND1,382000
WORKDAY INCCL A98138H1011421,550SH DFND131,55000
WORKDAY INCCL A98138H10174812SH DFND1481200
WORKDAY INCCL A98138H101338SH DFND33800
WORKDAY INCCL A98138H1011902,071SH DFND72,07100
WORKDAY INCCL A98138H10153583SH DFND7,958300
WORKDAY INCCL A98138H1013203,495SH DFND93,3830112
WORLD FUEL SVCS CORPCOM981475106461,001SH DFND11,00100
WORLD FUEL SVCS CORPCOM98147510617360SH DFND1,336000
WORLD FUEL SVCS CORPCOM981475106972,100SH DFND132,10000
WORLD FUEL SVCS CORPCOM98147510619400SH DFND1440000
WORLD FUEL SVCS CORPCOM98147510639842SH DFND384200
WORLD FUEL SVCS CORPCOM98147510619419SH DFND7393026
WORLD FUEL SVCS CORPCOM981475106521,133SH DFND7,91,13300
WORLD FUEL SVCS CORPCOM9814751061613,474SH DFND93,47400
WORTHINGTON INDS INCCOM9818111024329,000SH DFND1009,000
WORTHINGTON INDS INCCOM9818111023587,460SH DFND77,46000
WORTHINGTON INDS INCCOM981811102360SH DFND96000
WPX ENERGY INCCOM98212B103302,240SH DFND1,32,24000
WPX ENERGY INCCOM98212B103503,817SH DFND133,81700
WPX ENERGY INCCOM98212B103423,204SH DFND143,20400
WPX ENERGY INCCOM98212B103413,106SH DFND73,10600
WPX ENERGY INCCOM98212B1036449SH DFND7,93050144
WPX ENERGY INCCOM98212B103695,229SH DFND95,22900
WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE798,000PRN DFND78,00000
WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE74037,000PRN DFND937,00000
WYNDHAM WORLDWIDE CORPCOM98310W10822333SH DFND133300
WYNDHAM WORLDWIDE CORPCOM98310W10853780SH DFND1,378000
WYNDHAM WORLDWIDE CORPCOM98310W1082263,360SH DFND133,36000
WYNDHAM WORLDWIDE CORPCOM98310W108951,408SH DFND141,40800
WYNDHAM WORLDWIDE CORPCOM98310W108345SH DFND34500
WYNDHAM WORLDWIDE CORPCOM98310W1083104,605SH DFND74,60005
WYNDHAM WORLDWIDE CORPCOM98310W10812177SH DFND7,917700
WYNDHAM WORLDWIDE CORPCOM98310W1081692,507SH DFND92,2020305
WYNN RESORTS LTDCOM98313410747480SH DFND1,348000
WYNN RESORTS LTDCOM9831341072142,200SH DFND132,20000
WYNN RESORTS LTDCOM98313410764660SH DFND1466000
WYNN RESORTS LTDCOM983134107440SH DFND34000
WYNN RESORTS LTDCOM98313410743440SH DFND744000
WYNN RESORTS LTDCOM98313410782844SH DFND96750169
WYNN RESORTS LTDCOM9831341072,28523,456SH OTR1323,45600
XPO LOGISTICS INCCOM9837931001474,000SH DFND14,00000
XPO LOGISTICS INCCOM9837931006158SH DFND715800
XPO LOGISTICS INCCOM9837931009248SH DFND924800
XPO LOGISTICS INCCOM98379310087623,890SH OTR1323,89000
XCEL ENERGY INCCOM98389B1001493,632SH DFND13,63200
XCEL ENERGY INCCOM98389B100822,000SH DFND1,32,00000
XCEL ENERGY INCCOM98389B1003548,600SH DFND138,60000
XCEL ENERGY INCCOM98389B10021500SH DFND1450000
XCEL ENERGY INCCOM98389B10012290SH DFND329000
XCEL ENERGY INCCOM98389B1003328,066SH DFND78,001065
XCEL ENERGY INCCOM98389B10018449SH DFND7,9434015
XCEL ENERGY INCCOM98389B10014344SH DFND91720172
XILINX INCCOM98391910131571SH DFND157100
XILINX INCCOM983919101981,800SH DFND1,31,80000
XILINX INCCOM9839191012995,500SH DFND135,50000
XILINX INCCOM9839191011592,930SH DFND142,93000
XILINX INCCOM9839191016105SH DFND310500
XILINX INCCOM98391910165612,068SH DFND77,58004,488
XILINX INCCOM98391910111210SH DFND7,921000
XILINX INCCOM9839191013215,908SH DFND95,3030605
XILINX INCCOM9839191014448,173SH OTR138,17300
XCEL BRANDS INCCOM NEW98400M10144889,833SH DFND189,83300
XENIA HOTELS & RESORTS INCCOM984017103271,750SH DFND71,75000
XENIA HOTELS & RESORTS INCCOM98401710318312,026SH OTR1312,02600
XEROX CORPCOM984121103262,575SH DFND12,57500
XEROX CORPCOM984121103696,820SH DFND1,36,82000
XEROX CORPCOM98412110315915,710SH DFND1315,71000
XEROX CORPCOM984121103474,656SH DFND144,65600
XEROX CORPCOM9841211034385SH DFND338500
XEROX CORPCOM98412110323323,033SH DFND720,08702,946
XEROX CORPCOM984121103242,352SH DFND7,92,35200
XEROX CORPCOM98412110320320,072SH DFND919,974098
XYLEM INCCOM98419M1002254,289SH DFND12,11002,179
XYLEM INCCOM98419M100701,340SH DFND1,31,34000
XYLEM INCCOM98419M1002635,010SH DFND135,01000
XYLEM INCCOM98419M10045864SH DFND1486400
XYLEM INCCOM98419M100480SH DFND38000
XYLEM INCCOM98419M1001092,073SH DFND72,014059
XYLEM INCCOM98419M10012221SH DFND7,922100
XYLEM INCCOM98419M10016300SH DFND930000
XENON PHARMACEUTICALS INCCOM98420N10511514,251SH OTR1314,25100
YAHOO INCNOTE 12/0984332AF31818,000PRN DFND718,00000
YAHOO INCCOM98433210635803SH DFND180300
YAHOO INCCOM9843321062525,850SH DFND1,35,85000
YAHOO INCCOM9843321061,04424,230SH DFND1324,23000
YAHOO INCCOM9843321062716,290SH DFND146,29000
YAHOO INCCOM98433210616360SH DFND336000
YAHOO INCCOM9843321062195,073SH DFND75,054019
YAHOO INCCOM984332106711,653SH DFND7,91,607046
YAHOO INCCOM984332106461,078SH DFND99500128
YORK WTR COCOM9871841082,67790,242SH DFND190,24200
YUM BRANDS INCCOM9884981012,07422,841SH DFND116,08106,760
YUM BRANDS INCCOM9884981012312,540SH DFND1,32,54000
YUM BRANDS INCCOM98849810192210,150SH DFND1310,15000
YUM BRANDS INCCOM9884981013313,640SH DFND143,64000
YUM BRANDS INCCOM9884981013824,203SH DFND34,20300
YUM BRANDS INCCOM9884981011,84620,324SH DFND719,21901,105
YUM BRANDS INCCOM9884981015726,303SH DFND7,96,249054
YUM BRANDS INCCOM9884981015,16556,875SH DFND953,70003,175
ZIMMER BIOMET HLDGS INCCOM98956P1028306,380SH DFND15,38001,000
ZIMMER BIOMET HLDGS INCCOM98956P1021,32210,165SH DFND1,31,25008,915
ZIMMER BIOMET HLDGS INCCOM98956P1027555,810SH DFND135,81000
ZIMMER BIOMET HLDGS INCCOM98956P1021301,002SH DFND141,00200
ZIMMER BIOMET HLDGS INCCOM98956P1021331,020SH DFND31,02000
ZIMMER BIOMET HLDGS INCCOM98956P1021,86114,315SH DFND713,6640651
ZIMMER BIOMET HLDGS INCCOM98956P10245345SH DFND7,934500
ZIMMER BIOMET HLDGS INCCOM98956P1021,75213,475SH DFND912,6250850
ZIMMER BIOMET HLDGS INCCOM98956P10242SHCallDFND9200
ZIONS BANCORPORATIONCOM989701107531,705SH DFND11,70500
ZIONS BANCORPORATIONCOM9897011071183,790SH DFND133,79000
ZIONS BANCORPORATIONCOM989701107591,900SH DFND141,90000
ZIONS BANCORPORATIONCOM9897011074120SH DFND312000
ZIONS BANCORPORATIONCOM98970110721666SH DFND766600
ZIONS BANCORPORATIONCOM98970110713405SH DFND7,940500
ZIONS BANCORPORATIONCOM98970110710322SH DFND932200
ZOETIS INCCL A98978V1031,30525,093SH DFND124,1520941
ZOETIS INCCL A98978V10371613,770SH DFND1,313,77000
ZOETIS INCCL A98978V10375314,481SH DFND1314,48100
ZOETIS INCCL A98978V1032304,426SH DFND144,42600
ZOETIS INCCL A98978V1031,32525,483SH DFND325,48300
ZOETIS INCCL A98978V1039,296178,735SH DFND7174,93303,802
ZOETIS INCCL A98978V10375514,519SH DFND7,914,501018
ZOETIS INCCL A98978V1034,55687,596SH DFND985,72901,867
ZYNGA INCCL A98986T108196,570SH DFND1,36,57000
ZYNGA INCCL A98986T1085819,850SH DFND1319,85000
ZYNGA INCCL A98986T10831,000SH DFND71,00000