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
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORP COM 00081T108 43 4,345 SH   DFND 17 4,345 0 0
ACCO BRANDS CORP COM 00081T108 2,815 285,250 SH   DFND 21 138,994 0 146,256
ACCO BRANDS CORP COM 00081T108 17 1,722 SH   DFND 25 1,722 0 0
ADT INC COM 00090Q103 34 5,496 SH   DFND 17 5,496 0 0
ADT INC COM 00090Q103 693 110,449 SH   DFND 21 110,449 0 0
AFLAC INC COM 001055102 3,415 65,263 SH   DFND 4 65,263 0 0
AFLAC INC COM 001055102 15,200 290,512 SH   DFND 17 290,512 0 0
AFLAC INC COM 001055102 235 4,492 SH   DFND 20 4,492 0 0
AFLAC INC COM 001055102 124,549 2,380,519 SH   DFND 21 1,368,091 0 1,012,428
AFLAC INC COM 001055102 129 2,471 SH   DFND 25 2,471 0 0
AFLAC INC CALL 001055902 3,092 59,100 SH Call DFND 4 59,100 0 0
AFLAC INC PUT 001055952 6,802 130,000 SH Put DFND 4 130,000 0 0
AGCO CORP COM 001084102 1,624 21,452 SH   DFND 17 21,452 0 0
AGCO CORP COM 001084102 75 991 SH   DFND 21 991 0 0
AGCO CORP COM 001084102 1,371 18,000 SH   DFND 24 18,000 0 0
ACM RESEARCH INC COM CL A 00108J109 333 24,040 SH   DFND 17 24,040 0 0
AG MTG INVT TR INC COM 001228105 488 32,184 SH   DFND 17 32,184 0 0
AG MTG INVT TR INC COM 001228105 470 31,038 SH   DFND 21 26,507 0 4,531
AGNC INVT CORP COM 00123Q104 2,378 147,773 SH   DFND 17 147,773 0 0
AGNC INVT CORP COM 00123Q104 35,040 2,177,723 SH   DFND 21 1,167,949 0 1,009,774
AES CORP COM 00130H105 461 28,187 SH   DFND 4 28,187 0 0
AES CORP COM 00130H105 14,430 883,087 SH   DFND 17 883,055 0 32
AES CORP COM 00130H105 162 9,916 SH   DFND 20 9,916 0 0
AES CORP COM 00130H105 48,781 2,985,387 SH   DFND 21 2,243,365 0 742,022
AES CORP COM 00130H105 84 5,143 SH   DFND 25 5,143 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 2,512 2,500,000 PRN   DFND 4 2,500,000 0 0
AK STL HLDG CORP COM 001547108 32 14,098 SH   DFND 17 14,098 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 20,284 24,055,000 PRN   DFND 17 24,055,000 0 0
AMC NETWORKS INC CL A 00164V103 609 12,396 SH   DFND 17 12,396 0 0
AMC NETWORKS INC CL A 00164V103 807 16,413 SH   DFND 21 0 0 16,413
ANI PHARMACEUTICALS INC COM 00182C103 1,812 24,862 SH   DFND 17 24,862 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 219 30,910 SH   DFND 17 0 0 30,910
ARC DOCUMENT SOLUTIONS INC COM 00191G103 25 18,400 SH   DFND 17 18,400 0 0
ASGN INC COM 00191U102 2,437 38,764 SH   DFND 17 36,929 0 1,835
AT&T INC COM 00206R102 3,046 80,500 SH   DFND 4 80,500 0 0
AT&T INC COM 00206R102 152,217 4,022,660 SH   DFND 17 3,998,270 0 24,390
AT&T INC COM 00206R102 604 15,966 SH   DFND 20 15,966 0 0
AT&T INC COM 00206R102 304,054 8,035,266 SH   DFND 21 5,520,702 0 2,514,564
AT&T INC COM 00206R102 298 7,871 SH   DFND 25 7,871 0 0
AT&T INC CALL 00206R902 26,318 695,500 SH Call DFND 4 695,500 0 0
AT&T INC PUT 00206R952 49,245 1,301,400 SH Put DFND 4 1,301,400 0 0
A10 NETWORKS INC COM 002121101 71 10,245 SH   DFND 17 10,245 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 211 47,413 SH   DFND 17 47,413 0 0
AVX CORP NEW COM 002444107 196 12,879 SH   DFND 17 12,879 0 0
AVX CORP NEW COM 002444107 1,977 130,035 SH   DFND 21 102,874 0 27,161
AARONS INC COM PAR $0.50 002535300 1,037 16,137 SH   DFND 17 13,637 0 2,500
AARONS INC COM PAR $0.50 002535300 857 13,336 SH   DFND 21 0 0 13,336
ABBOTT LABS COM 002824100 5,902 70,535 SH   DFND 4 70,535 0 0
ABBOTT LABS COM 002824100 32,310 386,161 SH   DFND 17 378,161 0 8,000
ABBOTT LABS COM 002824100 108 1,296 SH   DFND 20 1,296 0 0
ABBOTT LABS COM 002824100 107,323 1,282,695 SH   DFND 21 749,821 0 532,874
ABBOTT LABS COM 002824100 1,571 19,200 SH   DFND 24 19,200 0 0
ABBOTT LABS COM 002824100 8 101 SH   DFND 25 101 0 0
ABBOTT LABS CALL 002824900 13,914 166,300 SH Call DFND 4 166,300 0 0
ABBOTT LABS PUT 002824950 31,242 373,400 SH Put DFND 4 373,400 0 0
ABBVIE INC COM 00287Y109 1,201 15,867 SH   DFND 4 15,867 0 0
ABBVIE INC COM 00287Y109 182,103 2,405,233 SH   DFND 17 2,331,830 0 73,403
ABBVIE INC COM 00287Y109 12,676 167,404 SH   DFND 20 2,165 0 165,239
ABBVIE INC COM 00287Y109 110,675 1,461,634 SH   DFND 21 1,218,228 0 243,406
ABBVIE INC COM 00287Y109 1,647 22,000 SH   DFND 24 22,000 0 0
ABBVIE INC CALL 00287Y909 14,281 188,600 SH Call DFND 4 188,600 0 0
ABBVIE INC PUT 00287Y959 27,456 362,600 SH Put DFND 4 362,600 0 0
ABIOMED INC COM 003654100 873 4,910 SH   DFND 17 4,910 0 0
ABIOMED INC COM 003654100 893 5,020 SH   DFND 21 5,020 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 4,410 67,433 SH   DFND 17 42,138 0 25,295
ACADIA PHARMACEUTICALS INC COM 004225108 1,531 42,529 SH   DFND 17 42,529 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 526 14,300 SH   DFND 24 14,300 0 0
ACI WORLDWIDE INC COM 004498101 1,785 56,970 SH   DFND 17 50,825 0 6,145
ACTIVISION BLIZZARD INC COM 00507V109 98,506 1,861,406 SH   DFND 17 1,646,821 0 214,585
ACTIVISION BLIZZARD INC COM 00507V109 5,231 98,846 SH   DFND 21 90,839 0 8,007
ACTIVISION BLIZZARD INC CALL 00507V909 2,720 51,400 SH Call DFND 4 51,400 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 6,488 122,600 SH Put DFND 4 122,600 0 0
ACUITY BRANDS INC COM 00508Y102 297 2,200 SH   DFND 4 2,200 0 0
ACUITY BRANDS INC COM 00508Y102 5,552 41,193 SH   DFND 17 14,748 0 26,445
ACUITY BRANDS INC COM 00508Y102 61 452 SH   DFND 21 0 0 452
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 1,624 52,571 SH   DFND 17 52,571 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 303 10,000 SH   DFND 24 10,000 0 0
ADDUS HOMECARE CORP COM 006739106 12,553 158,342 SH   DFND 17 95,533 0 62,809
ADESTO TECHNOLOGIES CORP COM 00687D101 1,220 142,576 SH   DFND 17 142,576 0 0
ADOBE INC COM 00724F101 5,420 19,620 SH   DFND 4 19,620 0 0
ADOBE INC COM 00724F101 339,826 1,230,075 SH   DFND 17 1,217,869 0 12,206
ADOBE INC COM 00724F101 444 1,609 SH   DFND 20 1,609 0 0
ADOBE INC COM 00724F101 213,822 774,017 SH   DFND 21 516,606 0 257,411
ADOBE INC COM 00724F101 131 476 SH   DFND 25 476 0 0
ADOBE INC CALL 00724F901 15,774 57,100 SH Call DFND 4 57,100 0 0
ADOBE INC PUT 00724F951 36,272 131,300 SH Put DFND 4 131,300 0 0
ADTRAN INC COM 00738A106 200 17,624 SH   DFND 17 17,624 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 783 4,737 SH   DFND 17 4,737 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,038 24,414 SH   DFND 21 11,563 0 12,851
ADVANCE AUTO PARTS INC COM 00751Y106 42 252 SH   DFND 25 252 0 0
AECOM COM 00766T100 292 7,782 SH   DFND 17 7,782 0 0
AECOM COM 00766T100 2,534 67,458 SH   DFND 21 67,458 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 591 30,748 SH   DFND 17 30,748 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 262 12,900 SH   DFND 24 12,900 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 383 70,332 SH   DFND 17 70,332 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 602 11,925 SH   DFND 17 11,925 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 4,083 80,838 SH   DFND 21 80,838 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 19,856 9,945,000 PRN   DFND 17 5,960,000 0 3,985,000
ADVANCED MICRO DEVICES INC COM 007903107 1,082 37,327 SH   DFND 4 37,327 0 0
ADVANCED MICRO DEVICES INC COM 007903107 183,175 6,318,791 SH   DFND 17 5,418,551 0 900,240
ADVANCED MICRO DEVICES INC COM 007903107 858 29,594 SH   DFND 21 29,594 0 0
ADVANCED MICRO DEVICES INC CALL 007903907 1,739 60,000 SH Call DFND 4 60,000 0 0
ADVANCED MICRO DEVICES INC PUT 007903957 4,027 138,900 SH Put DFND 4 138,900 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 116,891 31,400,000 PRN   DFND 17 26,905,000 0 4,495,000
ADVANCED DISP SVCS INC DEL COM 00790X101 28,416 872,466 SH   DFND 4 771,259 0 101,207
ADVANCED DISP SVCS INC DEL COM 00790X101 1,318 40,461 SH   DFND 17 40,461 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 12,728 390,793 SH   DFND 21 390,793 0 0
ADVANCED ENERGY INDS COM 007973100 98 1,702 SH   DFND 17 1,702 0 0
ADVANCED ENERGY INDS COM 007973100 621 10,812 SH   DFND 21 10,812 0 0
AEROVIRONMENT INC COM 008073108 51 953 SH   DFND 17 953 0 0
AEROVIRONMENT INC COM 008073108 880 16,429 SH   DFND 21 16,429 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 287 3,447 SH   DFND 17 3,447 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5 62 SH   DFND 4 62 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 142,009 1,853,183 SH   DFND 17 1,766,309 0 86,874
AGILENT TECHNOLOGIES INC COM 00846U101 19,450 253,821 SH   DFND 20 60,520 0 193,301
AGILENT TECHNOLOGIES INC COM 00846U101 157,439 2,054,541 SH   DFND 21 1,645,938 0 408,603
AGILENT TECHNOLOGIES INC COM 00846U101 1,367 17,900 SH   DFND 24 17,900 0 0
AGILENT TECHNOLOGIES INC CALL 00846U901 429 5,600 SH Call DFND 4 5,600 0 0
AGILENT TECHNOLOGIES INC PUT 00846U951 1,410 18,400 SH Put DFND 4 18,400 0 0
AGILYSYS INC COM 00847J105 1,408 54,979 SH   DFND 17 54,979 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 775 23,934 SH   DFND 17 23,934 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 420 12,200 SH   DFND 24 12,200 0 0
AIR LEASE CORP CL A 00912X302 217 5,179 SH   DFND 17 5,179 0 0
AIR LEASE CORP CL A 00912X302 134 3,201 SH   DFND 20 3,201 0 0
AIR LEASE CORP CL A 00912X302 12,945 309,551 SH   DFND 21 298,462 0 11,089
AIR PRODS & CHEMS INC COM 009158106 487 2,197 SH   DFND 4 2,197 0 0
AIR PRODS & CHEMS INC COM 009158106 15,022 67,711 SH   DFND 17 67,711 0 0
AIR PRODS & CHEMS INC COM 009158106 17,949 80,904 SH   DFND 21 70,484 0 10,420
AIR PRODS & CHEMS INC COM 009158106 796 3,600 SH   DFND 24 3,600 0 0
AIR PRODS & CHEMS INC CALL 009158906 7,632 34,400 SH Call DFND 4 34,400 0 0
AIR PRODS & CHEMS INC PUT 009158956 10,605 47,800 SH Put DFND 4 47,800 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 8,710 414,367 SH   DFND 17 198,803 0 215,564
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 27,069 29,100,000 PRN   DFND 17 19,355,000 0 9,745,000
AIRGAIN INC COM 00938A104 243 20,653 SH   DFND 17 20,653 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 186,803 2,044,249 SH   DFND 17 1,830,179 0 214,070
AKAMAI TECHNOLOGIES INC COM 00971T101 796 8,710 SH   DFND 21 0 0 8,710
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 195,316 170,210,000 PRN   DFND 17 150,085,000 0 20,125,000
ALAMOS GOLD INC NEW COM CL A 011532108 198 33,988 SH   DFND 21 33,988 0 0
ALASKA AIR GROUP INC COM 011659109 538 8,282 SH   DFND 17 8,282 0 0
ALASKA AIR GROUP INC COM 011659109 7,342 113,103 SH   DFND 21 113,103 0 0
ALBEMARLE CORP COM 012653101 502 7,222 SH   DFND 17 7,222 0 0
ALBEMARLE CORP COM 012653101 5,128 73,768 SH   DFND 20 0 0 73,768
ALBEMARLE CORP COM 012653101 26,293 378,207 SH   DFND 21 332,278 0 45,929
ALBIREO PHARMA INC COM 01345P106 321 16,052 SH   DFND 17 16,052 0 0
ALCOA CORP COM 013872106 1,523 75,908 SH   DFND 17 75,908 0 0
ALCOA CORP COM 013872106 8,161 406,620 SH   DFND 21 406,620 0 0
ALECTOR INC COM 014442107 421 29,186 SH   DFND 17 29,186 0 0
ALECTOR INC COM 014442107 83 5,500 SH   DFND 24 5,500 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 43,562 282,797 SH   DFND 4 282,797 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 63,147 409,940 SH   DFND 17 407,494 0 2,446
ALEXION PHARMACEUTICALS INC COM 015351109 1,367 13,961 SH   DFND 4 13,961 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 11,620 118,647 SH   DFND 17 118,647 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,706 37,842 SH   DFND 21 19,306 0 18,536
ALEXION PHARMACEUTICALS INC COM 015351109 3,481 35,600 SH   DFND 24 35,600 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 509 5,200 SH Call DFND 4 5,200 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 2,566 26,200 SH Put DFND 4 26,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,639 39,700 SH   DFND 4 39,700 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 437,877 2,618,568 SH   DFND 17 2,520,817 0 97,751
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 284,029 1,698,432 SH   DFND 20 1,506,153 0 192,279
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 59,968 358,598 SH   DFND 21 324,724 0 33,874
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,399 44,580 SH   DFND 24 44,580 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,030 18,117 SH   DFND 25 18,117 0 0
ALIGN TECHNOLOGY INC COM 016255101 540 2,987 SH   DFND 4 2,987 0 0
ALIGN TECHNOLOGY INC COM 016255101 121,665 672,712 SH   DFND 17 672,712 0 0
ALIGN TECHNOLOGY INC COM 016255101 8,039 44,432 SH   DFND 20 0 0 44,432
ALIGN TECHNOLOGY INC COM 016255101 58,507 323,388 SH   DFND 21 322,876 0 512
ALIGN TECHNOLOGY INC COM 016255101 985 5,600 SH   DFND 24 5,600 0 0
ALIGN TECHNOLOGY INC CALL 016255901 344 1,900 SH Call DFND 4 1,900 0 0
ALIGN TECHNOLOGY INC PUT 016255951 687 3,800 SH Put DFND 4 3,800 0 0
ALLAKOS INC COM 01671P100 1,174 14,926 SH   DFND 17 14,926 0 0
ALLAKOS INC COM 01671P100 427 5,400 SH   DFND 24 5,400 0 0
ALLEGHANY CORP DEL COM 017175100 1,296 1,624 SH   DFND 17 1,624 0 0
ALLEGHANY CORP DEL COM 017175100 564 707 SH   DFND 21 707 0 0
ALLEGIANT TRAVEL CO COM 01748X102 341 2,280 SH   DFND 17 2,280 0 0
ALLEGIANT TRAVEL CO COM 01748X102 927 6,193 SH   DFND 21 6,193 0 0
ALLETE INC COM NEW 018522300 521 5,955 SH   DFND 17 5,955 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 354 2,766 SH   DFND 17 2,766 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 240 1,871 SH   DFND 21 1,871 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 559 34,920 SH   DFND 17 34,920 0 0
ALLIANT ENERGY CORP COM 018802108 880 16,316 SH   DFND 17 16,316 0 0
ALLIANT ENERGY CORP COM 018802108 659 12,216 SH   DFND 21 12,216 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 5,272 179,632 SH   DFND 17 179,632 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 266 7,538 SH   DFND 17 7,538 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 931 19,778 SH   DFND 17 19,778 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 10,013 212,825 SH   DFND 21 140,423 0 72,402
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 41,616 41,890,000 PRN   DFND 17 41,890,000 0 0
ALLSTATE CORP COM 020002101 2,520 23,189 SH   DFND 4 23,189 0 0
ALLSTATE CORP COM 020002101 72,080 663,227 SH   DFND 17 659,775 0 3,452
ALLSTATE CORP COM 020002101 63,085 580,464 SH   DFND 21 411,093 0 169,371
ALLSTATE CORP COM 020002101 44 408 SH   DFND 25 408 0 0
ALLSTATE CORP CALL 020002901 1,391 12,800 SH Call DFND 4 12,800 0 0
ALLSTATE CORP PUT 020002951 2,282 21,000 SH Put DFND 4 21,000 0 0
ALLY FINL INC COM 02005N100 76 2,300 SH   DFND 4 2,300 0 0
ALLY FINL INC COM 02005N100 13,269 400,160 SH   DFND 17 400,160 0 0
ALLY FINL INC COM 02005N100 157 4,746 SH   DFND 20 4,746 0 0
ALLY FINL INC COM 02005N100 61,067 1,841,572 SH   DFND 21 1,341,649 0 499,923
ALLY FINL INC COM 02005N100 61 1,848 SH   DFND 25 1,848 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,100 63,417 SH   DFND 17 63,417 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,987 24,500 SH   DFND 24 24,500 0 0
ALPHABET INC CAP STK CL C 02079K107 6,842 5,613 SH   DFND 4 5,613 0 0
ALPHABET INC CAP STK CL C 02079K107 215,084 176,443 SH   DFND 17 143,677 0 32,766
ALPHABET INC CAP STK CL C 02079K107 471 386 SH   DFND 20 386 0 0
ALPHABET INC CAP STK CL C 02079K107 240,913 197,632 SH   DFND 21 147,324 0 50,308
ALPHABET INC CAP STK CL C 02079K107 193 158 SH   DFND 25 158 0 0
ALPHABET INC CAP STK CL A 02079K305 2,417 1,979 SH   DFND 4 1,979 0 0
ALPHABET INC CAP STK CL A 02079K305 489,845 401,122 SH   DFND 17 394,262 0 6,860
ALPHABET INC CAP STK CL A 02079K305 22,077 18,079 SH   DFND 20 313 0 17,766
ALPHABET INC CAP STK CL A 02079K305 262,710 215,135 SH   DFND 21 153,647 0 61,488
ALPHABET INC CAP STK CL A 02079K305 182 149 SH   DFND 25 149 0 0
ALPHABET INC CALL 02079K905 66,186 54,200 SH Call DFND 4 54,200 0 0
ALPHABET INC CALL 02079K907 63,876 52,400 SH Call DFND 4 52,400 0 0
ALPHABET INC PUT 02079K955 114,054 93,400 SH Put DFND 4 93,400 0 0
ALPHABET INC PUT 02079K957 113,611 93,200 SH Put DFND 4 93,200 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 251 49,960 SH   DFND 17 49,960 0 0
ALTERYX INC COM CL A 02156B103 103,192 960,548 SH   DFND 17 735,903 0 224,645
ALTERYX INC COM CL A 02156B103 4,145 38,586 SH   DFND 21 38,586 0 0
ALTICE USA INC CL A 02156K103 448 15,634 SH   DFND 17 15,634 0 0
ALTICE USA INC CL A 02156K103 525 18,300 SH   DFND 21 18,300 0 0
ALTRIA GROUP INC COM 02209S103 9,843 240,656 SH   DFND 4 240,656 0 0
ALTRIA GROUP INC COM 02209S103 13,406 327,782 SH   DFND 17 312,782 0 15,000
ALTRIA GROUP INC COM 02209S103 156 3,821 SH   DFND 20 3,821 0 0
ALTRIA GROUP INC COM 02209S103 40,170 982,152 SH   DFND 21 982,152 0 0
ALTRIA GROUP INC CALL 02209S903 7,996 195,500 SH Call DFND 4 195,500 0 0
ALTRIA GROUP INC PUT 02209S953 18,434 450,700 SH Put DFND 4 450,700 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 1,710 112,798 SH   DFND 17 112,798 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 1,201 79,300 SH   DFND 24 79,300 0 0
AMAZON COM INC COM 023135106 56,235 32,395 SH   DFND 4 32,395 0 0
AMAZON COM INC COM 023135106 784,406 451,886 SH   DFND 17 423,271 0 28,615
AMAZON COM INC COM 023135106 24,185 13,932 SH   DFND 20 566 0 13,366
AMAZON COM INC COM 023135106 610,773 351,846 SH   DFND 21 275,913 0 75,933
AMAZON COM INC COM 023135106 5,314 3,080 SH   DFND 24 3,080 0 0
AMAZON COM INC COM 023135106 418 241 SH   DFND 25 241 0 0
AMAZON COM INC CALL 023135906 185,395 106,800 SH Call DFND 4 106,800 0 0
AMAZON COM INC PUT 023135956 249,103 143,500 SH Put DFND 4 143,500 0 0
AMEDISYS INC COM 023436108 2,610 19,921 SH   DFND 17 19,921 0 0
AMEDISYS INC COM 023436108 8,144 62,167 SH   DFND 21 42,464 0 19,703
AMEREN CORP COM 023608102 9,341 116,695 SH   DFND 17 116,682 0 13
AMEREN CORP COM 023608102 113 1,414 SH   DFND 20 1,414 0 0
AMEREN CORP COM 023608102 62,857 785,227 SH   DFND 21 502,192 0 283,035
AMEREN CORP COM 023608102 117 1,458 SH   DFND 25 1,458 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 208 25,475 SH   DFND 17 25,475 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,864 260,000 SH   DFND 4 260,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 736 27,299 SH   DFND 17 27,299 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 703 26,072 SH   DFND 21 26,072 0 0
AMERICAN ASSETS TR INC COM 024013104 4,690 100,347 SH   DFND 17 100,347 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 11,631 241,899 SH   DFND 4 241,899 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 327 6,799 SH   DFND 17 6,799 0 0
AMERICAN ELEC PWR CO INC COM 025537101 16,556 176,712 SH   DFND 17 176,690 0 22
AMERICAN ELEC PWR CO INC COM 025537101 219 2,341 SH   DFND 20 2,341 0 0
AMERICAN ELEC PWR CO INC COM 025537101 93,946 1,002,733 SH   DFND 21 683,024 0 319,709
AMERICAN ELEC PWR CO INC COM 025537101 4,710 50,000 SH   DFND 24 50,000 0 0
AMERICAN ELEC PWR CO INC COM 025537101 96 1,025 SH   DFND 25 1,025 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 19,618 356,180 SH   DFND 17 209,830 0 146,350
AMERICAN ELEC PWR CO INC CALL 025537901 5,209 55,600 SH Call DFND 4 55,600 0 0
AMERICAN ELEC PWR CO INC PUT 025537951 12,105 129,200 SH Put DFND 4 129,200 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 8,110 500,000 SH   DFND 4 500,000 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 790 48,728 SH   DFND 17 48,728 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 680 41,917 SH   DFND 21 0 0 41,917
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,161 47,972 SH   DFND 17 47,972 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,054 126,187 SH   DFND 21 119,878 0 6,309
AMERICAN EXPRESS CO COM 025816109 5,458 46,146 SH   DFND 4 46,146 0 0
AMERICAN EXPRESS CO COM 025816109 16,433 138,933 SH   DFND 17 138,908 0 25
AMERICAN EXPRESS CO COM 025816109 16,278 137,622 SH   DFND 20 2,718 0 134,904
AMERICAN EXPRESS CO COM 025816109 251,805 2,128,893 SH   DFND 21 1,807,706 0 321,187
AMERICAN EXPRESS CO COM 025816109 115 974 SH   DFND 25 974 0 0
AMERICAN EXPRESS CO CALL 025816909 8,244 69,700 SH Call DFND 4 69,700 0 0
AMERICAN EXPRESS CO PUT 025816959 18,298 154,700 SH Put DFND 4 154,700 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 26,161 242,564 SH   DFND 17 242,564 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 183 1,701 SH   DFND 20 1,701 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 32,482 301,173 SH   DFND 21 258,861 0 42,312
AMERICAN HOMES 4 RENT CL A 02665T306 15,888 613,684 SH   DFND 4 613,684 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 331 12,771 SH   DFND 17 12,771 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,339 59,939 SH   DFND 17 59,939 0 0
AMERICAN INTL GROUP INC CALL 026874904 6,534 117,300 SH Call DFND 4 117,300 0 0
AMERICAN INTL GROUP INC PUT 026874954 11,374 204,200 SH Put DFND 4 204,200 0 0
AMERICAN NATL INS CO COM 028591105 1,141 9,223 SH   DFND 17 9,223 0 0
AMERICAN NATL INS CO COM 028591105 723 5,841 SH   DFND 21 4,221 0 1,620
AMERICAN STS WTR CO COM 029899101 13,192 146,808 SH   DFND 17 146,808 0 0
AMERICAN STS WTR CO COM 029899101 1,553 17,283 SH   DFND 21 17,283 0 0
AMERICAN TOWER CORP NEW COM 03027X100 37,695 170,465 SH   DFND 4 170,465 0 0
AMERICAN TOWER CORP NEW COM 03027X100 68,688 310,621 SH   DFND 17 295,424 0 15,197
AMERICAN TOWER CORP NEW COM 03027X100 26,754 120,986 SH   DFND 21 98,658 0 22,328
AMERICAN TOWER CORP NEW CALL 03027X900 10,216 46,200 SH Call DFND 4 46,200 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 20,631 93,300 SH Put DFND 4 93,300 0 0
AMERICAN VANGUARD CORP COM 030371108 914 58,211 SH   DFND 17 58,211 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,514 20,234 SH   DFND 4 20,234 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 84,393 679,326 SH   DFND 17 648,683 0 30,643
AMERICAN WTR WKS CO INC NEW COM 030420103 14,856 119,588 SH   DFND 21 115,929 0 3,659
AMERICAN WTR WKS CO INC NEW COM 030420103 9,194 74,000 SH   DFND 24 74,000 0 0
AMERICAN WTR WKS CO INC NEW CALL 030420903 422 3,400 SH Call DFND 4 3,400 0 0
AMERICAN WTR WKS CO INC NEW PUT 030420953 1,193 9,600 SH Put DFND 4 9,600 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 956 10,758 SH   DFND 17 8,858 0 1,900
AMERICAS CAR MART INC COM 03062T105 176 1,921 SH   DFND 17 1,921 0 0
AMERICAS CAR MART INC COM 03062T105 37 407 SH   DFND 20 407 0 0
AMERICAS CAR MART INC COM 03062T105 6,498 70,863 SH   DFND 21 62,122 0 8,741
AMERICAS CAR MART INC COM 03062T105 12 133 SH   DFND 25 133 0 0
AMERICOLD RLTY TR COM 03064D108 14,298 385,690 SH   DFND 17 188,319 0 197,371
AMERISAFE INC COM 03071H100 305 4,608 SH   DFND 17 4,608 0 0
AMERISOURCEBERGEN CORP COM 03073E105 181 2,200 SH   DFND 4 2,200 0 0
AMERISOURCEBERGEN CORP COM 03073E105 852 10,343 SH   DFND 17 10,343 0 0
AMERISOURCEBERGEN CORP COM 03073E105 155 1,886 SH   DFND 20 1,886 0 0
AMERISOURCEBERGEN CORP COM 03073E105 21,007 255,155 SH   DFND 21 250,504 0 4,651
AMERIPRISE FINL INC COM 03076C106 279 1,900 SH   DFND 4 1,900 0 0
AMERIPRISE FINL INC COM 03076C106 63,476 431,518 SH   DFND 17 429,063 0 2,455
AMERIPRISE FINL INC COM 03076C106 52,502 356,911 SH   DFND 21 70,533 0 286,378
AMERIS BANCORP COM 03076K108 7,366 183,064 SH   DFND 17 89,747 0 93,317
AMETEK INC NEW COM 031100100 31,247 340,302 SH   DFND 17 311,989 0 28,313
AMETEK INC NEW COM 031100100 31,920 347,640 SH   DFND 20 131,533 0 216,107
AMETEK INC NEW COM 031100100 186,302 2,028,989 SH   DFND 21 1,937,231 0 91,758
AMETEK INC NEW COM 031100100 10,021 109,672 SH   DFND 24 109,672 0 0
AMGEN INC COM 031162100 7,910 40,879 SH   DFND 4 40,879 0 0
AMGEN INC COM 031162100 50,841 262,730 SH   DFND 17 262,730 0 0
AMGEN INC COM 031162100 219 1,132 SH   DFND 20 1,132 0 0
AMGEN INC COM 031162100 172,540 891,635 SH   DFND 21 554,460 0 337,175
AMGEN INC COM 031162100 7,427 38,100 SH   DFND 24 38,100 0 0
AMGEN INC COM 031162100 161 834 SH   DFND 25 834 0 0
AMGEN INC CALL 031162900 11,978 61,900 SH Call DFND 4 61,900 0 0
AMGEN INC PUT 031162950 28,659 148,100 SH Put DFND 4 148,100 0 0
AMICUS THERAPEUTICS INC COM 03152W109 315 39,226 SH   DFND 17 39,226 0 0
AMPHENOL CORP NEW CL A 032095101 12,908 133,764 SH   DFND 17 133,764 0 0
AMPHENOL CORP NEW CL A 032095101 4,854 50,298 SH   DFND 20 50,298 0 0
AMPHENOL CORP NEW CL A 032095101 35,218 364,950 SH   DFND 21 347,561 0 17,389
AMPHENOL CORP NEW CALL 032095901 869 9,000 SH Call DFND 4 9,000 0 0
AMPHENOL CORP NEW PUT 032095951 376 3,900 SH Put DFND 4 3,900 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,021 51,472 SH   DFND 17 51,472 0 0
AMYRIS INC COM NEW 03236M200 4,754 998,701 SH   DFND 17 326,916 0 671,785
ANALOG DEVICES INC COM 032654105 151 1,354 SH   DFND 4 1,354 0 0
ANALOG DEVICES INC COM 032654105 107,597 963,012 SH   DFND 17 839,227 0 123,785
ANALOG DEVICES INC CALL 032654905 3,128 28,000 SH Call DFND 4 28,000 0 0
ANALOG DEVICES INC PUT 032654955 6,603 59,100 SH Put DFND 4 59,100 0 0
ANAPTYSBIO INC COM 032724106 360 10,286 SH   DFND 17 10,286 0 0
ANAPTYSBIO INC COM 032724106 123 3,500 SH   DFND 24 3,500 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 9,555 521,820 SH   DFND 17 466,620 0 55,200
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 12,236 669,753 SH   DFND 21 669,753 0 0
ANNALY CAP MGMT INC COM 035710409 13,198 1,499,799 SH   DFND 17 1,499,799 0 0
ANNALY CAP MGMT INC COM 035710409 35,048 3,982,775 SH   DFND 21 2,750,000 0 1,232,775
ANNALY CAP MGMT INC COM 035710409 61 6,949 SH   DFND 25 6,949 0 0
ANSYS INC COM 03662Q105 1,264 5,710 SH   DFND 17 5,710 0 0
ANSYS INC COM 03662Q105 1,382 6,241 SH   DFND 21 2,511 0 3,730
ANTARES PHARMA INC COM 036642106 1,282 383,406 SH   DFND 17 383,406 0 0
ANTERO RES CORP COM 03674X106 151 49,874 SH   DFND 17 49,874 0 0
ANTHEM INC COM 036752103 18,027 75,083 SH   DFND 4 75,083 0 0
ANTHEM INC COM 036752103 188,469 784,960 SH   DFND 17 784,295 0 665
ANTHEM INC COM 036752103 329 1,370 SH   DFND 20 1,370 0 0
ANTHEM INC COM 036752103 165,521 689,383 SH   DFND 21 442,634 0 246,749
ANTHEM INC COM 036752103 1,854 7,800 SH   DFND 24 7,800 0 0
ANTHEM INC COM 036752103 119 494 SH   DFND 25 494 0 0
ANTHEM INC CALL 036752903 7,419 30,900 SH Call DFND 4 30,900 0 0
ANTHEM INC PUT 036752953 18,176 75,700 SH Put DFND 4 75,700 0 0
ANTERO MIDSTREAM CORP COM 03676B102 84 11,298 SH   DFND 17 11,298 0 0
ANTERIX INC COM 03676C100 49,165 1,358,156 SH   DFND 4 1,358,156 0 0
ANTERIX INC COM 03676C100 18 488 SH   DFND 17 488 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 123 37,139 SH   DFND 17 37,139 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 604 183,146 SH   DFND 21 171,438 0 11,708
APACHE CORP COM 037411105 661 25,820 SH   DFND 17 25,820 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 26,804 514,080 SH   DFND 4 514,080 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 528 10,124 SH   DFND 17 10,124 0 0
APERGY CORP COM 03755L104 104 3,846 SH   DFND 17 3,846 0 0
APERGY CORP COM 03755L104 195 7,223 SH   DFND 21 7,223 0 0
APOLLO INVT CORP COM NEW 03761U502 899 55,893 SH   DFND 17 55,893 0 0
APOLLO INVT CORP COM NEW 03761U502 3,344 207,854 SH   DFND 21 207,854 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 8,061 420,481 SH   DFND 17 420,481 0 0
APPLE INC COM 037833100 47,443 211,827 SH   DFND 4 211,827 0 0
APPLE INC COM 037833100 810,371 3,618,758 SH   DFND 17 3,463,965 0 154,793
APPLE INC COM 037833100 13,290 59,338 SH   DFND 20 8,524 0 50,814
APPLE INC COM 037833100 898,813 4,013,094 SH   DFND 21 2,829,437 0 1,183,657
APPLE INC COM 037833100 739 3,299 SH   DFND 25 3,299 0 0
APPLE INC CALL 037833900 164,663 735,200 SH Call DFND 4 735,200 0 0
APPLE INC PUT 037833950 327,041 1,460,200 SH Put DFND 4 1,460,200 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,044 62,948 SH   DFND 17 62,948 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 7,238 436,564 SH   DFND 21 357,400 0 79,164
APPLIED INDL TECHNOLOGIES IN COM 03820C105 255 4,494 SH   DFND 17 4,494 0 0
APPLIED MATLS INC COM 038222105 55,814 1,118,519 SH   DFND 17 1,077,934 0 40,585
APPLIED MATLS INC COM 038222105 35,429 709,994 SH   DFND 21 594,244 0 115,750
APPLIED MATLS INC CALL 038222905 3,982 79,800 SH Call DFND 4 79,800 0 0
APPLIED MATLS INC PUT 038222955 8,643 173,200 SH Put DFND 4 173,200 0 0
APTARGROUP INC COM 038336103 377 3,180 SH   DFND 17 3,180 0 0
APTARGROUP INC COM 038336103 172 1,456 SH   DFND 21 1,456 0 0
AQUA AMERICA INC COM 03836W103 25,546 569,847 SH   DFND 17 569,847 0 0
AQUA AMERICA INC COM 03836W103 7,350 163,953 SH   DFND 21 163,953 0 0
ARAMARK COM 03852U106 531 12,193 SH   DFND 17 12,193 0 0
ARBOR RLTY TR INC COM 038923108 1,148 87,579 SH   DFND 17 87,579 0 0
ARBOR RLTY TR INC COM 038923108 8,806 671,715 SH   DFND 21 430,304 0 241,411
ARCBEST CORP COM 03937C105 289 9,507 SH   DFND 17 9,507 0 0
ARCBEST CORP COM 03937C105 128 4,212 SH   DFND 21 3,189 0 1,023
ARCH COAL INC CL A 039380407 610 8,218 SH   DFND 17 8,218 0 0
ARCH COAL INC CL A 039380407 3,154 42,513 SH   DFND 21 36,432 0 6,081
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 13,589 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 40,928 996,538 SH   DFND 17 996,538 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 262 6,377 SH   DFND 20 6,377 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 65,065 1,584,242 SH   DFND 21 1,078,680 0 505,562
ARCHER DANIELS MIDLAND CO COM 039483102 123 3,000 SH   DFND 25 3,000 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 1,515 36,900 SH Call DFND 4 36,900 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 1,840 44,800 SH Put DFND 4 44,800 0 0
ARCHROCK INC COM 03957W106 5,321 533,695 SH   DFND 17 533,695 0 0
ARCHROCK INC COM 03957W106 1,852 185,733 SH   DFND 21 0 0 185,733
ARCOSA INC COM 039653100 4,867 142,255 SH   DFND 17 142,240 0 15
ARCONIC INC COM 03965L100 48,154 1,852,089 SH   DFND 17 1,852,089 0 0
ARCONIC INC COM 03965L100 4,911 188,891 SH   DFND 21 150,318 0 38,573
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 363 13,543 SH   DFND 17 13,543 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,904 63,443 SH   DFND 17 63,443 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,188 26,000 SH   DFND 24 26,000 0 0
ARES CAP CORP COM 04010L103 2,739 147,000 SH   DFND 21 0 0 147,000
ARES COML REAL ESTATE CORP COM 04013V108 311 20,447 SH   DFND 17 20,447 0 0
ARES COML REAL ESTATE CORP COM 04013V108 876 57,539 SH   DFND 21 57,539 0 0
ARGENX SE SPONSORED ADR 04016X101 1,348 11,830 SH   DFND 17 11,830 0 0
ARGENX SE SPONSORED ADR 04016X101 612 5,400 SH   DFND 24 5,400 0 0
ARISTA NETWORKS INC COM 040413106 63,960 267,705 SH   DFND 17 248,245 0 19,460
ARISTA NETWORKS INC COM 040413106 158 663 SH   DFND 21 0 0 663
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,307 78,035 SH   DFND 17 78,035 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 4,350 259,727 SH   DFND 21 259,727 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,305 13,491 SH   DFND 17 13,491 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 9,531 98,565 SH   DFND 21 59,111 0 39,454
ARQULE INC COM 04269E107 811 113,082 SH   DFND 17 113,082 0 0
ARROW ELECTRS INC COM 042735100 1,121 15,025 SH   DFND 17 15,025 0 0
ARROW ELECTRS INC COM 042735100 104 1,396 SH   DFND 20 1,396 0 0
ARROW ELECTRS INC COM 042735100 31,226 418,698 SH   DFND 21 225,580 0 193,118
ARROW ELECTRS INC COM 042735100 47 625 SH   DFND 25 625 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 485 17,217 SH   DFND 17 17,217 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 828 29,372 SH   DFND 21 29,372 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,712 60,609 SH   DFND 17 60,609 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 12,415 439,639 SH   DFND 21 224,188 0 215,451
ASBURY AUTOMOTIVE GROUP INC COM 043436104 89 872 SH   DFND 17 872 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 250 2,444 SH   DFND 21 2,444 0 0
ASCENA RETAIL GROUP INC COM 04351G101 48 182,835 SH   DFND 17 182,835 0 0
ASCENA RETAIL GROUP INC COM 04351G101 266 1,007,549 SH   DFND 21 1,007,549 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 2,852 29,605 SH   DFND 17 29,605 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,125 11,700 SH   DFND 24 11,700 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 231 3,000 SH   DFND 17 3,000 0 0
ASPEN TECHNOLOGY INC COM 045327103 9,558 77,655 SH   DFND 17 71,535 0 6,120
ASPEN TECHNOLOGY INC COM 045327103 293 2,378 SH   DFND 20 2,378 0 0
ASPEN TECHNOLOGY INC COM 045327103 30,281 246,023 SH   DFND 21 228,364 0 17,659
ASPEN TECHNOLOGY INC COM 045327103 33 271 SH   DFND 25 271 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 2,193 1,713,463 SH   DFND 17 1,713,463 0 0
ASSOCIATED BANC CORP COM 045487105 9,536 470,918 SH   DFND 17 470,918 0 0
ASSOCIATED BANC CORP COM 045487105 163 8,066 SH   DFND 21 8,066 0 0
ASSURANT INC COM 04621X108 530 4,210 SH   DFND 17 4,210 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 137,115 1,096,745 SH   DFND 17 999,900 0 96,845
ASTRAZENECA PLC SPONSORED ADR 046353108 82,688 1,855,231 SH   DFND 17 1,849,951 0 5,280
ATKORE INTL GROUP INC COM 047649108 4,534 149,405 SH   DFND 17 142,805 0 6,600
ATKORE INTL GROUP INC COM 047649108 62 2,044 SH   DFND 20 2,044 0 0
ATKORE INTL GROUP INC COM 047649108 12,119 399,300 SH   DFND 21 347,829 0 51,471
ATKORE INTL GROUP INC COM 047649108 23 767 SH   DFND 25 767 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 381 21,998 SH   DFND 17 21,998 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 9,807 263,307 SH   DFND 17 263,307 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 168 6,674 SH   DFND 17 6,674 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 640 25,349 SH   DFND 21 25,349 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 47,664 53,600,000 PRN   DFND 17 53,600,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 8,573 10,350,000 PRN   DFND 17 10,350,000 0 0
ATMOS ENERGY CORP COM 049560105 1,983 17,411 SH   DFND 17 17,411 0 0
ATMOS ENERGY CORP COM 049560105 2,793 24,521 SH   DFND 21 24,521 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 903 32,137 SH   DFND 17 32,137 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 231 8,300 SH   DFND 24 8,300 0 0
AUTODESK INC COM 052769106 1,408 9,532 SH   DFND 4 9,532 0 0
AUTODESK INC COM 052769106 17,395 117,772 SH   DFND 17 102,667 0 15,105
AUTODESK INC CALL 052769906 1,182 8,000 SH Call DFND 4 8,000 0 0
AUTODESK INC PUT 052769956 3,427 23,200 SH Put DFND 4 23,200 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,581 19,018 SH   DFND 17 17,718 0 1,300
AUTOHOME INC SP ADR RP CL A 05278C107 1,003 12,065 SH   DFND 21 10,011 0 2,054
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 373 30,000 SH   DFND 17 30,000 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 180 15,000 SH   DFND 24 15,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,851 54,835 SH   DFND 4 54,835 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 17,852 110,595 SH   DFND 17 110,595 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 347 2,150 SH   DFND 20 2,150 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 147,497 913,748 SH   DFND 21 559,340 0 354,408
AUTOMATIC DATA PROCESSING IN COM 053015103 146 905 SH   DFND 25 905 0 0
AUTOMATIC DATA PROCESSING IN CALL 053015903 4,746 29,400 SH Call DFND 4 29,400 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 13,204 81,800 SH Put DFND 4 81,800 0 0
AUTOZONE INC COM 053332102 946 872 SH   DFND 4 872 0 0
AUTOZONE INC COM 053332102 13,823 12,744 SH   DFND 17 11,844 0 900
AUTOZONE INC COM 053332102 15,282 14,090 SH   DFND 21 10,607 0 3,483
AUTOZONE INC CALL 053332902 1,952 1,800 SH Call DFND 4 1,800 0 0
AUTOZONE INC PUT 053332952 1,735 1,600 SH Put DFND 4 1,600 0 0
AVALARA INC COM 05338G106 255 3,794 SH   DFND 17 3,794 0 0
AVALONBAY CMNTYS INC COM 053484101 49,823 231,378 SH   DFND 4 231,378 0 0
AVALONBAY CMNTYS INC COM 053484101 16,246 75,448 SH   DFND 17 75,448 0 0
AVALONBAY CMNTYS INC COM 053484101 18,509 85,958 SH   DFND 21 10,087 0 75,871
AVALONBAY CMNTYS INC CALL 053484901 754 3,500 SH Call DFND 4 3,500 0 0
AVALONBAY CMNTYS INC PUT 053484951 1,464 6,800 SH Put DFND 4 6,800 0 0
AVANGRID INC COM 05351W103 146 2,803 SH   DFND 17 2,803 0 0
AVANGRID INC COM 05351W103 974 18,634 SH   DFND 21 2,906 0 15,728
AVAYA HLDGS CORP COM 05351X101 51 4,987 SH   DFND 17 4,987 0 0
AVAYA HLDGS CORP COM 05351X101 46 4,481 SH   DFND 20 4,481 0 0
AVAYA HLDGS CORP COM 05351X101 4,399 430,022 SH   DFND 21 406,361 0 23,661
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 48,291 56,725,000 PRN   DFND 17 56,725,000 0 0
AVANTOR INC COM 05352A100 164 11,134 SH   DFND 17 11,134 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 102,637 1,911,660 SH   DFND 17 1,781,860 0 129,800
AVERY DENNISON CORP COM 053611109 58,775 517,523 SH   DFND 17 514,520 0 3,003
AVERY DENNISON CORP COM 053611109 131 1,153 SH   DFND 20 1,153 0 0
AVERY DENNISON CORP COM 053611109 14,179 124,847 SH   DFND 21 107,277 0 17,570
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 26,638 27,700,000 PRN   DFND 17 27,700,000 0 0
AVIS BUDGET GROUP INC COM 053774105 13,565 480,000 SH   DFND 4 480,000 0 0
AVIS BUDGET GROUP INC COM 053774105 1,129 39,956 SH   DFND 17 39,956 0 0
AVIS BUDGET GROUP INC COM 053774105 4,384 155,137 SH   DFND 21 155,137 0 0
AVISTA CORP COM 05379B107 245 5,067 SH   DFND 17 5,067 0 0
AVNET INC COM 053807103 978 21,980 SH   DFND 17 21,980 0 0
AVNET INC COM 053807103 3,476 78,143 SH   DFND 21 72,863 0 5,280
AXCELIS TECHNOLOGIES INC COM NEW 054540208 762 44,568 SH   DFND 17 44,568 0 0
AXA EQUITABLE HLDGS INC COM 054561105 3,931 177,408 SH   DFND 17 177,408 0 0
AXA EQUITABLE HLDGS INC COM 054561105 12,323 556,081 SH   DFND 21 465,071 0 91,010
AXA EQUITABLE HLDGS INC COM 054561105 8 357 SH   DFND 25 357 0 0
AXOGEN INC COM 05463X106 867 69,461 SH   DFND 17 69,461 0 0
AXON ENTERPRISE INC COM 05464C101 9,461 166,617 SH   DFND 17 81,169 0 85,448
AXSOME THERAPEUTICS INC COM 05464T104 631 31,191 SH   DFND 17 31,191 0 0
BB&T CORP COM 054937107 2,806 52,567 SH   DFND 17 52,567 0 0
BB&T CORP CALL 054937907 2,535 47,500 SH Call DFND 4 47,500 0 0
BB&T CORP PUT 054937957 6,330 118,600 SH Put DFND 4 118,600 0 0
BCE INC COM NEW 05534B760 142 2,937 SH   DFND 20 2,937 0 0
BCE INC COM NEW 05534B760 32,642 674,453 SH   DFND 21 381,150 0 293,303
BCE INC COM NEW 05534B760 34 695 SH   DFND 25 695 0 0
BGC PARTNERS INC CL A 05541T101 644 117,107 SH   DFND 17 117,107 0 0
BGC PARTNERS INC CL A 05541T101 39 7,174 SH   DFND 20 7,174 0 0
BGC PARTNERS INC CL A 05541T101 4,802 873,118 SH   DFND 21 748,254 0 124,864
BG STAFFING INC COM 05544A109 9 449 SH   DFND 17 449 0 0
BG STAFFING INC COM 05544A109 684 35,810 SH   DFND 21 35,810 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 15,401 595,330 SH   DFND 17 477,375 0 117,955
BJS WHSL CLUB HLDGS INC COM 05550J101 469 18,134 SH   DFND 21 8,790 0 9,344
BRP INC COM SUN VTG 05577W200 596 15,302 SH   DFND 17 15,302 0 0
BRP INC COM SUN VTG 05577W200 486 12,487 SH   DFND 21 526 0 11,961
BWX TECHNOLOGIES INC COM 05605H100 781 13,647 SH   DFND 17 13,647 0 0
BADGER METER INC COM 056525108 92 1,706 SH   DFND 17 1,706 0 0
BADGER METER INC COM 056525108 1,363 25,380 SH   DFND 21 25,380 0 0
BAIDU INC SPON ADR REP A 056752108 13,191 128,366 SH   DFND 17 111,076 0 17,290
BAIDU INC SPON ADR REP A 056752108 2,440 23,741 SH   DFND 21 23,309 0 432
BAKER HUGHES A GE CO CL A 05722G100 385 16,600 SH   DFND 4 16,600 0 0
BAKER HUGHES A GE CO CL A 05722G100 11,885 512,289 SH   DFND 17 512,289 0 0
BALCHEM CORP COM 057665200 217 2,187 SH   DFND 17 2,187 0 0
BALL CORP COM 058498106 3,902 53,585 SH   DFND 17 53,585 0 0
BALL CORP COM 058498106 542 7,445 SH   DFND 21 4,678 0 2,767
BALL CORP COM 058498106 1,929 26,500 SH   DFND 24 26,500 0 0
BALL CORP CALL 058498906 1,806 24,800 SH Call DFND 4 24,800 0 0
BALL CORP PUT 058498956 2,337 32,100 SH Put DFND 4 32,100 0 0
BANCFIRST CORP COM 05945F103 5,643 101,814 SH   DFND 17 101,814 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 352 43,255 SH   DFND 17 43,255 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 359 44,162 SH   DFND 21 0 0 44,162
BANCO SANTANDER SA ADR 05964H105 3,984 990,950 SH   DFND 17 990,950 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 3,144 288,704 SH   DFND 17 272,604 0 16,100
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 4,476 411,043 SH   DFND 21 411,043 0 0
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 680 107,965 SH   DFND 17 95,465 0 12,500
BANDWIDTH INC COM CL A 05988J103 4,765 73,187 SH   DFND 17 41,430 0 31,757
BANK AMER CORP COM 060505104 326,649 11,197,723 SH   DFND 17 11,170,622 0 27,101
BANK AMER CORP COM 060505104 561 19,221 SH   DFND 20 19,221 0 0
BANK AMER CORP COM 060505104 213,144 7,306,976 SH   DFND 21 5,527,276 0 1,779,700
BANK AMER CORP COM 060505104 231 7,918 SH   DFND 25 7,918 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 242,467 161,730 SH   DFND 17 140,670 0 21,060
BANK AMER CORP CALL 060505904 35,325 1,211,000 SH Call DFND 4 1,211,000 0 0
BANK AMER CORP PUT 060505954 53,962 1,849,900 SH Put DFND 4 1,849,900 0 0
BANK MONTREAL QUE COM 063671101 5,702 77,372 SH   DFND 17 77,372 0 0
BANK MONTREAL QUE COM 063671101 221 3,000 SH   DFND 20 3,000 0 0
BANK MONTREAL QUE COM 063671101 36,632 497,043 SH   DFND 21 432,618 0 64,425
BANK MONTREAL QUE COM 063671101 33 451 SH   DFND 25 451 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,826 40,393 SH   DFND 4 40,393 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,508 77,599 SH   DFND 17 77,599 0 0
BANK NEW YORK MELLON CORP COM 064058100 469 10,382 SH   DFND 21 10,382 0 0
BANK NEW YORK MELLON CORP CALL 064058900 2,364 52,300 SH Call DFND 4 52,300 0 0
BANK NEW YORK MELLON CORP PUT 064058950 6,479 143,300 SH Put DFND 4 143,300 0 0
BANK N S HALIFAX COM 064149107 2,401 42,249 SH   DFND 17 42,249 0 0
BANK N S HALIFAX COM 064149107 11,532 202,897 SH   DFND 21 130,603 0 72,294
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 2,180 100,000 SH   DFND 25 0 0 100,000
BARINGS BDC INC COM 06759L103 168 16,561 SH   DFND 17 16,561 0 0
BARRICK GOLD CORPORATION COM 067901108 13,312 768,974 SH   DFND 17 602,654 0 166,320
BARRICK GOLD CORPORATION COM 067901108 26,520 1,531,959 SH   DFND 21 1,491,959 0 40,000
BARRICK GOLD CORPORATION COM 067901108 532 30,000 SH   DFND 24 30,000 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 146 1,648 SH   DFND 17 1,648 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 542 6,104 SH   DFND 21 0 0 6,104
BAUSCH HEALTH COS INC COM 071734107 7,492 343,231 SH   DFND 17 210,016 0 133,215
BAUSCH HEALTH COS INC COM 071734107 111 5,087 SH   DFND 20 5,087 0 0
BAUSCH HEALTH COS INC COM 071734107 16,492 755,575 SH   DFND 21 579,779 0 175,796
BAUSCH HEALTH COS INC COM 071734107 25 1,163 SH   DFND 25 1,163 0 0
BAXTER INTL INC COM 071813109 13,455 153,828 SH   DFND 17 153,828 0 0
BAXTER INTL INC COM 071813109 345 3,940 SH   DFND 20 3,940 0 0
BAXTER INTL INC COM 071813109 69,346 792,795 SH   DFND 21 645,379 0 147,416
BAXTER INTL INC COM 071813109 128 1,466 SH   DFND 25 1,466 0 0
BAXTER INTL INC CALL 071813909 1,749 20,000 SH Call DFND 4 20,000 0 0
BAXTER INTL INC PUT 071813959 5,266 60,200 SH Put DFND 4 60,200 0 0
BECTON DICKINSON & CO COM 075887109 13,341 52,741 SH   DFND 17 52,741 0 0
BECTON DICKINSON & CO COM 075887109 238 941 SH   DFND 20 941 0 0
BECTON DICKINSON & CO COM 075887109 66,305 262,116 SH   DFND 21 180,720 0 81,396
BECTON DICKINSON & CO COM 075887109 134 529 SH   DFND 25 529 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 232,215 3,750,840 SH   DFND 17 3,538,720 0 212,120
BECTON DICKINSON & CO CALL 075887909 2,833 11,200 SH Call DFND 4 11,200 0 0
BECTON DICKINSON & CO PUT 075887959 4,528 17,900 SH Put DFND 4 17,900 0 0
BED BATH & BEYOND INC COM 075896100 150 14,115 SH   DFND 17 14,115 0 0
BEIGENE LTD SPONSORED ADR 07725L102 1,609 13,135 SH   DFND 17 13,135 0 0
BEIGENE LTD SPONSORED ADR 07725L102 815 6,700 SH   DFND 24 6,700 0 0
BELDEN INC COM 077454106 57,503 1,078,049 SH   DFND 17 1,078,049 0 0
BENCHMARK ELECTRS INC COM 08160H101 222 7,638 SH   DFND 17 7,638 0 0
BENEFITFOCUS INC COM 08180D106 31 1,322 SH   DFND 17 1,322 0 0
BENEFITFOCUS INC COM 08180D106 1,550 65,078 SH   DFND 21 65,078 0 0
BERKLEY W R CORP COM 084423102 516 7,144 SH   DFND 17 7,144 0 0
BERKLEY W R CORP COM 084423102 6,604 91,427 SH   DFND 21 91,427 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,361 45,000 SH   DFND 4 45,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 50,635 243,414 SH   DFND 17 243,414 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 119 572 SH   DFND 20 572 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 106,744 513,142 SH   DFND 21 494,882 0 18,260
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 51 245 SH   DFND 25 245 0 0
BERKSHIRE HATHAWAY INC DEL CALL 084670902 50,195 241,300 SH Call DFND 4 241,300 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 81,960 394,000 SH Put DFND 4 394,000 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,592 54,336 SH   DFND 17 54,336 0 0
BERRY GLOBAL GROUP INC COM 08579W103 258 6,572 SH   DFND 17 6,572 0 0
BERRY GLOBAL GROUP INC COM 08579W103 4,687 119,363 SH   DFND 21 119,363 0 0
BERRY GLOBAL GROUP INC COM 08579W103 295 7,500 SH   DFND 24 7,500 0 0
BERRY PETE CORP COM 08579X101 154 16,407 SH   DFND 17 16,407 0 0
BERRY PETE CORP COM 08579X101 17 1,808 SH   DFND 20 1,808 0 0
BERRY PETE CORP COM 08579X101 2,565 274,048 SH   DFND 21 220,010 0 54,038
BERRY PETE CORP COM 08579X101 8 849 SH   DFND 25 849 0 0
BEST BUY INC COM 086516101 20,879 302,631 SH   DFND 17 302,631 0 0
BEST BUY INC COM 086516101 242 3,511 SH   DFND 20 3,511 0 0
BEST BUY INC COM 086516101 67,488 978,224 SH   DFND 21 722,440 0 255,784
BEST BUY INC COM 086516101 48 695 SH   DFND 25 695 0 0
BEYOND AIR INC COM 08862L103 2,383 517,955 SH   DFND 17 517,955 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 33 15,958 SH   DFND 17 15,958 0 0
BIG LOTS INC COM 089302103 43 1,762 SH   DFND 17 1,762 0 0
BIG LOTS INC COM 089302103 530 21,634 SH   DFND 21 12,610 0 9,024
BILIBILI INC SPONS ADS REP Z 090040106 8,132 575,926 SH   DFND 4 575,926 0 0
BIO RAD LABS INC CL A 090572207 20,973 63,031 SH   DFND 17 34,585 0 28,446
BIO RAD LABS INC CL A 090572207 6,367 19,134 SH   DFND 21 19,134 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 309 107,890 SH   DFND 17 107,890 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 29,054 431,067 SH   DFND 17 383,217 0 47,850
BIOMARIN PHARMACEUTICAL INC COM 09061G101 304 4,511 SH   DFND 21 0 0 4,511
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,778 55,300 SH   DFND 24 55,300 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 54,771 52,955,000 PRN   DFND 17 52,955,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 59,538 60,355,000 PRN   DFND 17 54,335,000 0 6,020,000
BIOLIFE SOLUTIONS INC COM NEW 09062W204 1,449 87,161 SH   DFND 17 87,161 0 0
BIOGEN INC COM 09062X103 4,234 18,184 SH   DFND 4 18,184 0 0
BIOGEN INC COM 09062X103 74,748 321,093 SH   DFND 17 321,093 0 0
BIOGEN INC COM 09062X103 97 415 SH   DFND 20 415 0 0
BIOGEN INC COM 09062X103 50,361 216,307 SH   DFND 21 149,139 0 67,168
BIOGEN INC COM 09062X103 2,486 10,800 SH   DFND 24 10,800 0 0
BIOGEN INC COM 09062X103 17 71 SH   DFND 25 71 0 0
BIOGEN INC CALL 09062X903 7,636 32,800 SH Call DFND 4 32,800 0 0
BIOGEN INC PUT 09062X953 14,109 60,600 SH Put DFND 4 60,600 0 0
BIOTELEMETRY INC COM 090672106 1,640 40,275 SH   DFND 17 40,275 0 0
BIOTELEMETRY INC COM 090672106 2,729 67,009 SH   DFND 21 61,661 0 5,348
BIO TECHNE CORP COM 09073M104 1,115 5,699 SH   DFND 17 5,699 0 0
BIO TECHNE CORP COM 09073M104 623 3,184 SH   DFND 21 3,184 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 1,249 23,345 SH   DFND 17 23,345 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 3,035 56,704 SH   DFND 21 39,300 0 17,404
BITAUTO HLDGS LTD SPONSORED ADS 091727107 776 51,843 SH   DFND 21 51,843 0 0
BJS RESTAURANTS INC COM 09180C106 527 13,571 SH   DFND 17 13,571 0 0
BJS RESTAURANTS INC COM 09180C106 63 1,623 SH   DFND 21 1,623 0 0
BLACK HILLS CORP COM 092113109 11,814 153,972 SH   DFND 17 153,972 0 0
BLACK HILLS CORP COM 092113109 5,674 73,946 SH   DFND 21 71,162 0 2,784
BLACK KNIGHT INC COM 09215C105 7,470 122,332 SH   DFND 17 97,342 0 24,990
BLACKLINE INC COM 09239B109 850 17,786 SH   DFND 17 17,786 0 0
BLACKROCK INC COM 09247X101 2,714 6,091 SH   DFND 4 6,091 0 0
BLACKROCK INC COM 09247X101 8,247 18,507 SH   DFND 17 18,247 0 260
BLACKROCK INC COM 09247X101 18,839 42,275 SH   DFND 21 41,215 0 1,060
BLACKROCK INC CALL 09247X901 6,462 14,500 SH Call DFND 4 14,500 0 0
BLACKROCK INC PUT 09247X951 17,647 39,600 SH Put DFND 4 39,600 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 391 27,620 SH   DFND 4 27,620 0 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 566 49,950 SH   DFND 4 49,950 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 935 73,110 SH   DFND 4 73,110 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254F100 798 53,065 SH   DFND 4 53,065 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 580 40,750 SH   DFND 4 40,750 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 8,937 249,284 SH   DFND 17 249,284 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 29,785 28,500,000 PRN   DFND 17 17,200,000 0 11,300,000
BLACKSTONE GROUP INC COM CL A 09260D107 2,979 61,000 SH   DFND 17 61,000 0 0
BLOCK H & R INC COM 093671105 759 32,133 SH   DFND 4 32,133 0 0
BLOCK H & R INC COM 093671105 2,353 99,640 SH   DFND 17 99,640 0 0
BLOCK H & R INC COM 093671105 1,844 78,063 SH   DFND 21 65,074 0 12,989
BLOOM ENERGY CORP COM CL A 093712107 5,271 1,621,708 SH   DFND 17 1,282,433 0 339,275
BLOOMIN BRANDS INC COM 094235108 74 3,887 SH   DFND 17 3,887 0 0
BLOOMIN BRANDS INC COM 094235108 589 31,107 SH   DFND 21 0 0 31,107
BLUCORA INC COM 095229100 268 12,371 SH   DFND 17 12,371 0 0
BLUCORA INC COM 095229100 40 1,861 SH   DFND 20 1,861 0 0
BLUCORA INC COM 095229100 4,533 209,474 SH   DFND 21 209,474 0 0
BLUEBIRD BIO INC COM 09609G100 2,521 27,459 SH   DFND 17 27,459 0 0
BLUEBIRD BIO INC COM 09609G100 947 10,200 SH   DFND 24 10,200 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,290 31,164 SH   DFND 17 31,164 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 739 10,100 SH   DFND 24 10,100 0 0
BOEING CO COM 097023105 509 1,337 SH   DFND 4 1,337 0 0
BOEING CO COM 097023105 263,389 692,226 SH   DFND 17 681,811 0 10,415
BOEING CO COM 097023105 361 948 SH   DFND 20 948 0 0
BOEING CO COM 097023105 120,351 316,322 SH   DFND 21 273,126 0 43,196
BOEING CO COM 097023105 195 512 SH   DFND 25 512 0 0
BOEING CO CALL 097023905 58,707 154,300 SH Call DFND 4 154,300 0 0
BOEING CO PUT 097023955 110,184 289,600 SH Put DFND 4 289,600 0 0
BOINGO WIRELESS INC COM 09739C102 1,259 113,382 SH   DFND 17 113,382 0 0
BOOKING HLDGS INC COM 09857L108 298 152 SH   DFND 4 152 0 0
BOOKING HLDGS INC COM 09857L108 12,096 6,163 SH   DFND 17 4,573 0 1,590
BOOKING HLDGS INC COM 09857L108 19,351 9,860 SH   DFND 20 0 0 9,860
BOOKING HLDGS INC COM 09857L108 151,029 76,953 SH   DFND 21 69,053 0 7,900
BOOKING HLDGS INC COM 09857L108 1,905 980 SH   DFND 24 980 0 0
BOOKING HLDGS INC CALL 09857L908 12,364 6,300 SH Call DFND 4 6,300 0 0
BOOKING HLDGS INC PUT 09857L958 27,869 14,200 SH Put DFND 4 14,200 0 0
BOOT BARN HLDGS INC COM 099406100 1,759 50,402 SH   DFND 17 50,402 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 25,308 356,356 SH   DFND 17 328,151 0 28,205
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 102 1,430 SH   DFND 20 1,430 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 21,874 307,996 SH   DFND 21 226,421 0 81,575
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 40 570 SH   DFND 25 570 0 0
BORGWARNER INC COM 099724106 788 21,479 SH   DFND 17 21,479 0 0
BORGWARNER INC COM 099724106 2,327 63,437 SH   DFND 21 45,867 0 17,570
BOSTON BEER INC CL A 100557107 3,946 10,838 SH   DFND 17 10,208 0 630
BOSTON BEER INC CL A 100557107 474 1,301 SH   DFND 21 1,301 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 138 11,834 SH   DFND 17 11,834 0 0
BOSTON PROPERTIES INC COM 101121101 25,411 195,981 SH   DFND 4 195,981 0 0
BOSTON PROPERTIES INC COM 101121101 13,944 107,543 SH   DFND 17 107,543 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,518 37,313 SH   DFND 4 37,313 0 0
BOSTON SCIENTIFIC CORP COM 101137107 249,941 6,143,172 SH   DFND 17 6,143,172 0 0
BOSTON SCIENTIFIC CORP COM 101137107 85 2,090 SH   DFND 20 2,090 0 0
BOSTON SCIENTIFIC CORP COM 101137107 56,972 1,400,157 SH   DFND 21 1,148,359 0 251,798
BOSTON SCIENTIFIC CORP COM 101137107 1,971 48,900 SH   DFND 24 48,900 0 0
BOSTON SCIENTIFIC CORP COM 101137107 132 3,240 SH   DFND 25 3,240 0 0
BOSTON SCIENTIFIC CORP CALL 101137907 3,768 92,600 SH Call DFND 4 92,600 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 10,144 249,300 SH Put DFND 4 249,300 0 0
BRADY CORP CL A 104674106 831 15,657 SH   DFND 17 15,657 0 0
BRADY CORP CL A 104674106 5,085 95,860 SH   DFND 21 78,593 0 17,267
BRIGGS & STRATTON CORP COM 109043109 11 1,834 SH   DFND 17 1,834 0 0
BRIGGS & STRATTON CORP COM 109043109 72 11,859 SH   DFND 21 11,859 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 10,234 67,109 SH   DFND 17 48,196 0 18,913
BRIGHT HORIZONS FAM SOL IN D COM 109194100 12,627 82,803 SH   DFND 20 0 0 82,803
BRIGHT HORIZONS FAM SOL IN D COM 109194100 48,894 320,614 SH   DFND 21 243,107 0 77,507
BRIGHTCOVE INC COM 10921T101 1,744 166,424 SH   DFND 17 166,424 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,000 24,702 SH   DFND 17 24,702 0 0
BRIGHTHOUSE FINL INC COM 10922N103 4,530 111,942 SH   DFND 21 111,942 0 0
BRINKER INTL INC COM 109641100 513 12,023 SH   DFND 17 12,023 0 0
BRINKER INTL INC COM 109641100 3,299 77,325 SH   DFND 21 51,849 0 25,476
BRINKS CO COM 109696104 10,068 121,369 SH   DFND 17 68,629 0 52,740
BRISTOL MYERS SQUIBB CO COM 110122108 25,117 495,300 SH   DFND 4 495,300 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 123,483 2,435,302 SH   DFND 17 2,435,302 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 214 4,219 SH   DFND 20 4,219 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 93,152 1,836,948 SH   DFND 21 1,511,875 0 325,073
BRISTOL MYERS SQUIBB CO COM 110122108 2,365 47,100 SH   DFND 24 47,100 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 58 1,148 SH   DFND 25 1,148 0 0
BRISTOL MYERS SQUIBB CO CALL 110122908 7,236 142,700 SH Call DFND 4 142,700 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 17,617 347,400 SH Put DFND 4 347,400 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2 43 SH   DFND 17 43 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 558 15,118 SH   DFND 21 15,118 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 5,052 248,977 SH   DFND 17 248,977 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 20,300 1,000,504 SH   DFND 21 865,242 0 135,262
BRIXMOR PPTY GROUP INC COM 11120U105 29 1,416 SH   DFND 25 1,416 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,450 75,945 SH   DFND 17 75,945 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 283 2,271 SH   DFND 20 2,271 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 50,822 408,442 SH   DFND 21 333,599 0 74,843
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 118 951 SH   DFND 25 951 0 0
BROADCOM INC COM 11135F101 5,130 18,584 SH   DFND 4 18,584 0 0
BROADCOM INC COM 11135F101 476,246 1,725,156 SH   DFND 17 1,670,151 0 55,005
BROADCOM INC COM 11135F101 78,155 283,097 SH   DFND 21 211,055 0 72,042
BROADCOM INC COM 11135F101 132 479 SH   DFND 25 479 0 0
BROADCOM INC CALL 11135F901 20,402 73,900 SH Call DFND 4 73,900 0 0
BROADCOM INC PUT 11135F951 36,138 130,900 SH Put DFND 4 130,900 0 0
BROOKDALE SR LIVING INC COM 112463104 382 50,438 SH   DFND 4 50,438 0 0
BROOKDALE SR LIVING INC COM 112463104 63 8,283 SH   DFND 17 8,283 0 0
BROWN & BROWN INC COM 115236101 10,429 289,208 SH   DFND 17 143,582 0 145,626
BROWN FORMAN CORP CL B 115637209 752 11,973 SH   DFND 17 11,973 0 0
BRUKER CORP COM 116794108 16,870 384,021 SH   DFND 17 384,021 0 0
BRUKER CORP COM 116794108 3,202 72,878 SH   DFND 21 44,500 0 28,378
BRUNSWICK CORP COM 117043109 221 4,238 SH   DFND 17 4,238 0 0
B2GOLD CORP COM 11777Q209 2,777 853,140 SH   DFND 21 137,124 0 716,016
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 5,527 134,500 SH   DFND 21 134,500 0 0
BUCKLE INC COM 118440106 106 5,153 SH   DFND 17 5,153 0 0
BUCKLE INC COM 118440106 329 15,994 SH   DFND 21 15,994 0 0
BURLINGTON STORES INC COM 122017106 41,437 207,372 SH   DFND 17 206,307 0 1,065
BURLINGTON STORES INC COM 122017106 79 393 SH   DFND 21 0 0 393
CAE INC COM 124765108 4,578 180,080 SH   DFND 17 180,080 0 0
CAI INTERNATIONAL INC COM 12477X106 569 26,123 SH   DFND 17 26,123 0 0
CAI INTERNATIONAL INC COM 12477X106 32 1,473 SH   DFND 20 1,473 0 0
CAI INTERNATIONAL INC COM 12477X106 3,480 159,833 SH   DFND 21 125,312 0 34,521
CAI INTERNATIONAL INC COM 12477X106 8 372 SH   DFND 25 372 0 0
CBIZ INC COM 124805102 7,654 325,685 SH   DFND 17 151,444 0 174,241
CBIZ INC COM 124805102 28 1,207 SH   DFND 20 1,207 0 0
CBIZ INC COM 124805102 3,772 160,516 SH   DFND 21 140,098 0 20,418
CBIZ INC COM 124805102 10 423 SH   DFND 25 423 0 0
CBTX INC COM 12481V104 185 6,642 SH   DFND 17 6,642 0 0
CBTX INC COM 12481V104 145 5,218 SH   DFND 21 5,218 0 0
CBS CORP NEW CL B 124857202 914 22,636 SH   DFND 17 22,636 0 0
CBS CORP NEW CL B 124857202 642 15,906 SH   DFND 21 14,570 0 1,336
CBOE GLOBAL MARKETS INC COM 12503M108 24,267 211,182 SH   DFND 17 181,872 0 29,310
CBOE GLOBAL MARKETS INC COM 12503M108 307 2,674 SH   DFND 21 0 0 2,674
CBRE GROUP INC CL A 12504L109 8,184 154,393 SH   DFND 17 125,877 0 28,516
CBRE GROUP INC CL A 12504L109 690 13,010 SH   DFND 21 0 0 13,010
CDK GLOBAL INC COM 12508E101 292 6,074 SH   DFND 17 6,074 0 0
CDW CORP COM 12514G108 32,101 260,474 SH   DFND 17 252,904 0 7,570
CDW CORP COM 12514G108 312 2,528 SH   DFND 20 2,528 0 0
CDW CORP COM 12514G108 62,009 503,153 SH   DFND 21 428,702 0 74,451
CDW CORP COM 12514G108 18 147 SH   DFND 25 147 0 0
CF INDS HLDGS INC COM 125269100 22,034 447,839 SH   DFND 17 400,169 0 47,670
CF INDS HLDGS INC COM 125269100 3,579 72,735 SH   DFND 21 60,723 0 12,012
CF INDS HLDGS INC COM 125269100 7,006 144,000 SH   DFND 24 144,000 0 0
CGI INC CL A SUB VTG 12532H104 189 2,393 SH   DFND 20 2,393 0 0
CGI INC CL A SUB VTG 12532H104 29,958 378,627 SH   DFND 21 237,139 0 141,488
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 782 9,222 SH   DFND 17 9,222 0 0
CIGNA CORP NEW COM 125523100 3,663 24,131 SH   DFND 4 24,131 0 0
CIGNA CORP NEW COM 125523100 12,871 84,794 SH   DFND 17 84,794 0 0
CIGNA CORP NEW COM 125523100 34 226 SH   DFND 20 226 0 0
CIGNA CORP NEW COM 125523100 50,402 332,053 SH   DFND 21 236,141 0 95,912
CIGNA CORP NEW COM 125523100 105 693 SH   DFND 25 693 0 0
CIGNA CORP NEW CALL 125523900 6,163 40,600 SH Call DFND 4 40,600 0 0
CIGNA CORP NEW PUT 125523950 12,614 83,100 SH Put DFND 4 83,100 0 0
CIT GROUP INC COM NEW 125581801 1,193 26,331 SH   DFND 4 26,331 0 0
CIT GROUP INC COM NEW 125581801 213 4,710 SH   DFND 17 4,710 0 0
CME GROUP INC COM 12572Q105 23,483 111,113 SH   DFND 17 111,113 0 0
CME GROUP INC COM 12572Q105 13,874 65,650 SH   DFND 21 65,650 0 0
CME GROUP INC CALL 12572Q905 10,440 49,400 SH Call DFND 4 49,400 0 0
CME GROUP INC PUT 12572Q955 26,460 125,200 SH Put DFND 4 125,200 0 0
CMS ENERGY CORP COM 125896100 2,502 39,124 SH   DFND 4 39,124 0 0
CMS ENERGY CORP COM 125896100 1,782 27,867 SH   DFND 17 27,867 0 0
CMS ENERGY CORP COM 125896100 1,169 18,278 SH   DFND 21 18,278 0 0
CNA FINL CORP COM 126117100 535 10,863 SH   DFND 17 10,863 0 0
CNA FINL CORP COM 126117100 43 873 SH   DFND 20 873 0 0
CNA FINL CORP COM 126117100 16,547 335,975 SH   DFND 21 269,519 0 66,456
CNA FINL CORP COM 126117100 22 445 SH   DFND 25 445 0 0
CRA INTL INC COM 12618T105 1,087 25,893 SH   DFND 17 25,893 0 0
CNO FINL GROUP INC COM 12621E103 4,454 281,374 SH   DFND 17 281,374 0 0
CNO FINL GROUP INC COM 12621E103 829 52,354 SH   DFND 21 8,445 0 43,909
CSG SYS INTL INC COM 126349109 205 3,965 SH   DFND 17 3,965 0 0
CSG SYS INTL INC COM 126349109 5,904 114,250 SH   DFND 21 33,086 0 81,164
CSX CORP COM 126408103 3,245 46,848 SH   DFND 4 46,848 0 0
CSX CORP COM 126408103 4,888 70,564 SH   DFND 17 70,564 0 0
CSX CORP COM 126408103 1,827 26,378 SH   DFND 21 12,983 0 13,395
CSX CORP CALL 126408903 3,692 53,300 SH Call DFND 4 53,300 0 0
CSX CORP PUT 126408953 10,016 144,600 SH Put DFND 4 144,600 0 0
CNX RESOURCES CORPORATION COM 12653C108 547 75,369 SH   DFND 17 75,369 0 0
CNX RESOURCES CORPORATION COM 12653C108 231 31,796 SH   DFND 21 25,198 0 6,598
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 7,780 551,776 SH   DFND 4 551,776 0 0
CVR ENERGY INC COM 12662P108 6,291 142,891 SH   DFND 17 142,891 0 0
CVR ENERGY INC COM 12662P108 507 11,513 SH   DFND 21 11,513 0 0
CVS HEALTH CORP COM 126650100 37,899 600,897 SH   DFND 17 539,287 0 61,610
CVS HEALTH CORP COM 126650100 295 4,673 SH   DFND 20 4,673 0 0
CVS HEALTH CORP COM 126650100 130,882 2,075,182 SH   DFND 21 1,597,124 0 478,058
CVS HEALTH CORP COM 126650100 162 2,565 SH   DFND 25 2,565 0 0
CVS HEALTH CORP CALL 126650900 9,877 156,600 SH Call DFND 4 156,600 0 0
CVS HEALTH CORP PUT 126650950 17,571 278,600 SH Put DFND 4 278,600 0 0
CABLE ONE INC COM 12685J105 2,128 1,696 SH   DFND 17 1,696 0 0
CABLE ONE INC COM 12685J105 7,859 6,264 SH   DFND 21 6,264 0 0
CABOT CORP COM 127055101 8,265 182,370 SH   DFND 17 182,370 0 0
CABOT CORP COM 127055101 2,581 56,960 SH   DFND 21 56,960 0 0
CABOT OIL & GAS CORP COM 127097103 6,486 369,150 SH   DFND 17 369,150 0 0
CABOT OIL & GAS CORP COM 127097103 13,646 776,647 SH   DFND 21 770,332 0 6,315
CABOT MICROELECTRONICS CORP COM 12709P103 11,614 82,247 SH   DFND 17 82,247 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 5,900 41,785 SH   DFND 21 19,282 0 22,503
CACI INTL INC CL A 127190304 6,067 26,235 SH   DFND 17 17,498 0 8,737
CACI INTL INC CL A 127190304 2,342 10,126 SH   DFND 21 7,019 0 3,107
CADENCE DESIGN SYSTEM INC COM 127387108 740 11,200 SH   DFND 4 11,200 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 10,769 162,967 SH   DFND 17 162,967 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 40,585 614,187 SH   DFND 21 346,777 0 267,410
CADENCE BANCORPORATION CL A 12739A100 99 5,656 SH   DFND 17 5,656 0 0
CADENCE BANCORPORATION CL A 12739A100 116 6,592 SH   DFND 20 6,592 0 0
CADENCE BANCORPORATION CL A 12739A100 24,842 1,416,313 SH   DFND 21 1,082,863 0 333,450
CADENCE BANCORPORATION CL A 12739A100 30 1,709 SH   DFND 25 1,709 0 0
CAESARS ENTMT CORP COM 127686103 451,070 38,685,280 SH   DFND 4 38,685,280 0 0
CAESARS ENTMT CORP COM 127686103 330 28,307 SH   DFND 17 28,307 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 137,029 80,567,611 PRN   DFND 4 80,567,611 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 189,667 110,490,000 PRN   DFND 17 105,370,000 0 5,120,000
CALAMP CORP NOTE 2.000% 8/0 128126AD1 16,345 20,000,000 PRN   DFND 17 20,000,000 0 0
CALAVO GROWERS INC COM 128246105 9,583 100,679 SH   DFND 17 100,679 0 0
CALAVO GROWERS INC COM 128246105 4,522 47,521 SH   DFND 24 47,521 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 14,198 268,247 SH   DFND 17 268,247 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 5,804 109,655 SH   DFND 21 109,655 0 0
CALLON PETE CO DEL COM 13123X102 45 10,297 SH   DFND 17 10,297 0 0
CAMBREX CORP COM 132011107 97 1,633 SH   DFND 17 1,633 0 0
CAMBREX CORP COM 132011107 5,102 85,755 SH   DFND 21 85,755 0 0
CAMDEN PPTY TR SH BEN INT 133131102 12,602 113,520 SH   DFND 4 113,520 0 0
CAMDEN PPTY TR SH BEN INT 133131102 516 4,650 SH   DFND 17 4,650 0 0
CAMECO CORP COM 13321L108 6,687 703,840 SH   DFND 21 703,840 0 0
CAMPBELL SOUP CO COM 134429109 568 12,100 SH   DFND 4 12,100 0 0
CAMPBELL SOUP CO COM 134429109 2,789 59,445 SH   DFND 17 59,445 0 0
CAMPBELL SOUP CO COM 134429109 2,297 49,000 SH   DFND 24 49,000 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 458 10,408 SH   DFND 21 10,408 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 915 11,081 SH   DFND 17 11,081 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 199 2,412 SH   DFND 20 2,412 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 43,555 527,565 SH   DFND 21 339,609 0 187,956
CDN IMPERIAL BK COMM TORONTO COM 136069101 84 1,020 SH   DFND 25 1,020 0 0
CANADIAN NATL RY CO COM 136375102 9,680 107,742 SH   DFND 17 107,742 0 0
CANADIAN NATL RY CO COM 136375102 6,951 77,360 SH   DFND 21 74,337 0 3,023
CANADIAN NAT RES LTD COM 136385101 297 11,162 SH   DFND 17 11,162 0 0
CANADIAN NAT RES LTD COM 136385101 8,795 330,334 SH   DFND 21 285,605 0 44,729
CANADIAN PAC RY LTD COM 13645T100 7,794 35,052 SH   DFND 17 35,048 0 4
CANADIAN PAC RY LTD COM 13645T100 1,411 6,347 SH   DFND 21 6,347 0 0
CAPITAL ONE FINL CORP COM 14040H105 228 2,505 SH   DFND 4 2,505 0 0
CAPITAL ONE FINL CORP COM 14040H105 13,837 152,085 SH   DFND 17 152,085 0 0
CAPITAL ONE FINL CORP COM 14040H105 166 1,827 SH   DFND 20 1,827 0 0
CAPITAL ONE FINL CORP COM 14040H105 82,518 906,995 SH   DFND 21 645,203 0 261,792
CAPITAL ONE FINL CORP COM 14040H105 94 1,033 SH   DFND 25 1,033 0 0
CAPITAL ONE FINL CORP CALL 14040H905 3,384 37,200 SH Call DFND 4 37,200 0 0
CAPITAL ONE FINL CORP PUT 14040H955 11,127 122,300 SH Put DFND 4 122,300 0 0
CAPITOL FED FINL INC COM 14057J101 578 41,909 SH   DFND 17 41,909 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 578 78,611 SH   DFND 17 78,611 0 0
CARA THERAPEUTICS INC COM 140755109 757 41,398 SH   DFND 17 41,398 0 0
CARBONITE INC COM 141337105 737 47,595 SH   DFND 17 47,595 0 0
CARDINAL HEALTH INC COM 14149Y108 434 9,200 SH   DFND 4 9,200 0 0
CARDINAL HEALTH INC COM 14149Y108 2,618 55,469 SH   DFND 17 55,469 0 0
CARDINAL HEALTH INC COM 14149Y108 119 2,512 SH   DFND 20 2,512 0 0
CARDINAL HEALTH INC COM 14149Y108 19,337 409,776 SH   DFND 21 399,677 0 10,099
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 22,596 23,000,000 PRN   DFND 17 23,000,000 0 0
CARDLYTICS INC COM 14161W105 2,226 66,399 SH   DFND 17 66,399 0 0
CARE COM INC COM 141633107 1,488 142,353 SH   DFND 17 58,398 0 83,955
CAREDX INC COM 14167L103 1,092 48,301 SH   DFND 17 41,496 0 6,805
CARETRUST REIT INC COM 14174T107 14,977 637,189 SH   DFND 17 294,859 0 342,330
CARETRUST REIT INC COM 14174T107 378 16,068 SH   DFND 21 16,068 0 0
CARLISLE COS INC COM 142339100 4,863 33,413 SH   DFND 17 33,413 0 0
CARLISLE COS INC COM 142339100 23,445 161,088 SH   DFND 21 80,353 0 80,735
CARMAX INC COM 143130102 1,000 11,365 SH   DFND 17 11,365 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 294 6,724 SH   DFND 4 6,724 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,868 65,622 SH   DFND 17 65,622 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 9,815 224,553 SH   DFND 21 156,809 0 67,744
CARNIVAL CORP PUT 143658950 516 11,800 SH Put DFND 4 11,800 0 0
CARNIVAL PLC ADR 14365C103 1,861 44,227 SH   DFND 17 44,227 0 0
CAROLINA FINL CORP NEW COM 143873107 1,074 30,209 SH   DFND 17 30,209 0 0
CARRIAGE SVCS INC COM 143905107 1,192 58,328 SH   DFND 17 58,328 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 110 2,129 SH   DFND 17 2,129 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 553 10,699 SH   DFND 21 10,699 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,093 131,887 SH   DFND 17 131,887 0 0
CASELLA WASTE SYS INC CL A 147448104 1,079 25,120 SH   DFND 17 18,920 0 6,200
CASELLA WASTE SYS INC CL A 147448104 3,849 89,633 SH   DFND 21 89,633 0 0
CASEYS GEN STORES INC COM 147528103 576 3,575 SH   DFND 17 3,575 0 0
CATALENT INC COM 148806102 13,245 277,899 SH   DFND 17 237,240 0 40,659
CATASYS INC COM PAR 149049504 1,404 89,112 SH   DFND 17 89,112 0 0
CATERPILLAR INC DEL COM 149123101 4,699 37,204 SH   DFND 4 37,204 0 0
CATERPILLAR INC DEL COM 149123101 252,483 1,998,877 SH   DFND 17 1,998,877 0 0
CATERPILLAR INC DEL COM 149123101 34,897 276,277 SH   DFND 21 263,049 0 13,228
CATERPILLAR INC DEL CALL 149123901 12,366 97,900 SH Call DFND 4 97,900 0 0
CATERPILLAR INC DEL PUT 149123951 22,736 180,000 SH Put DFND 4 180,000 0 0
CATO CORP NEW CL A 149205106 846 48,016 SH   DFND 17 45,011 0 3,005
CEDAR FAIR L P DEPOSITRY UNIT 150185106 10,911 186,956 SH   DFND 17 186,956 0 0
CELANESE CORP DEL COM 150870103 917 7,500 SH   DFND 4 7,500 0 0
CELANESE CORP DEL COM 150870103 57,698 471,811 SH   DFND 17 468,508 0 3,303
CELANESE CORP DEL COM 150870103 10,751 87,912 SH   DFND 21 54,378 0 33,534
CELGENE CORP COM 151020104 904 9,100 SH   DFND 4 9,100 0 0
CELGENE CORP COM 151020104 35,585 358,360 SH   DFND 17 358,360 0 0
CELGENE CORP COM 151020104 49,011 493,561 SH   DFND 21 445,555 0 48,006
CELGENE CORP COM 151020104 7,503 75,900 SH   DFND 24 75,900 0 0
CELGENE CORP CALL 151020904 4,786 48,200 SH Call DFND 4 48,200 0 0
CELGENE CORP PUT 151020954 9,582 96,500 SH Put DFND 4 96,500 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 22,999 23,000,000 PRN   DFND 17 23,000,000 0 0
CENTENE CORP DEL COM 15135B101 349 8,065 SH   DFND 4 8,065 0 0
CENTENE CORP DEL COM 15135B101 3,931 90,861 SH   DFND 17 90,861 0 0
CENTENE CORP DEL COM 15135B101 27,237 629,602 SH   DFND 21 374,100 0 255,502
CENTENE CORP DEL CALL 15135B901 229 5,300 SH Call DFND 4 5,300 0 0
CENTENE CORP DEL PUT 15135B951 562 13,000 SH Put DFND 4 13,000 0 0
CENOVUS ENERGY INC COM 15135U109 3,222 343,149 SH   DFND 21 3,580 0 339,569
CENTERPOINT ENERGY INC COM 15189T107 23,391 775,054 SH   DFND 17 775,020 0 34
CENTERPOINT ENERGY INC COM 15189T107 242 8,030 SH   DFND 20 8,030 0 0
CENTERPOINT ENERGY INC COM 15189T107 49,280 1,632,873 SH   DFND 21 1,323,612 0 309,261
CENTERPOINT ENERGY INC COM 15189T107 86 2,838 SH   DFND 25 2,838 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 343 655,755 SH   DFND 17 655,755 0 0
CENTERSTATE BK CORP COM 15201P109 16,383 683,033 SH   DFND 17 542,919 0 140,114
CENTRAL GARDEN & PET CO COM 153527106 100 3,428 SH   DFND 17 3,428 0 0
CENTRAL GARDEN & PET CO COM 153527106 2,580 88,267 SH   DFND 21 88,267 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 251 9,039 SH   DFND 17 9,039 0 0
CENTURY CASINOS INC COM 156492100 1,182 152,862 SH   DFND 17 152,862 0 0
CENTURY CMNTYS INC COM 156504300 7,294 238,144 SH   DFND 17 114,422 0 123,722
CENTURYLINK INC COM 156700106 4,056 325,034 SH   DFND 17 325,034 0 0
CENTURYLINK INC COM 156700106 9,972 799,074 SH   DFND 21 799,074 0 0
CERIDIAN HCM HLDG INC COM 15677J108 7,097 143,750 SH   DFND 17 113,465 0 30,285
CERNER CORP COM 156782104 1,209 17,735 SH   DFND 4 17,735 0 0
CERNER CORP COM 156782104 1,483 21,755 SH   DFND 17 21,755 0 0
CERNER CORP CALL 156782904 838 12,300 SH Call DFND 4 12,300 0 0
CERNER CORP PUT 156782954 1,145 16,800 SH Put DFND 4 16,800 0 0
CERUS CORP COM 157085101 925 179,488 SH   DFND 17 179,488 0 0
CHARLES RIV LABS INTL INC COM 159864107 6,708 50,675 SH   DFND 17 48,925 0 1,750
CHARLES RIV LABS INTL INC COM 159864107 51 388 SH   DFND 20 388 0 0
CHARLES RIV LABS INTL INC COM 159864107 17,331 130,928 SH   DFND 21 104,500 0 26,428
CHARLES RIV LABS INTL INC COM 159864107 42 318 SH   DFND 25 318 0 0
CHART INDS INC COM PAR $0.01 16115Q308 10,642 170,656 SH   DFND 17 99,263 0 71,393
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,520 10,968 SH   DFND 17 10,968 0 0
CHARTER COMMUNICATIONS INC N CALL 16119P908 5,852 14,200 SH Call DFND 4 14,200 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 14,630 35,500 SH Put DFND 4 35,500 0 0
CHATHAM LODGING TR COM 16208T102 646 35,565 SH   DFND 17 35,565 0 0
CHATHAM LODGING TR COM 16208T102 226 12,473 SH   DFND 21 1,945 0 10,528
CHEFS WHSE INC COM 163086101 1,092 27,092 SH   DFND 17 22,392 0 4,700
CHEFS WHSE INC COM 163086101 442 10,967 SH   DFND 21 10,967 0 0
CHEGG INC COM 163092109 5,067 169,183 SH   DFND 17 101,673 0 67,510
CHEMED CORP NEW COM 16359R103 2,320 5,556 SH   DFND 17 5,556 0 0
CHEMED CORP NEW COM 16359R103 11,434 27,383 SH   DFND 21 27,099 0 284
CHEMOURS CO COM 163851108 31,537 2,111,531 SH   DFND 17 2,111,531 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 3,275 72,000 SH   DFND 4 72,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 35,686 565,910 SH   DFND 4 565,910 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,008 15,979 SH   DFND 17 15,979 0 0
CHENIERE ENERGY INC COM NEW 16411R208 26 410 SH   DFND 21 410 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 159,877 206,960,000 PRN   DFND 17 190,030,000 0 16,930,000
CHERRY HILL MTG INVT CORP COM 164651101 42 3,207 SH   DFND 17 3,207 0 0
CHERRY HILL MTG INVT CORP COM 164651101 323 24,644 SH   DFND 21 0 0 24,644
CHESAPEAKE ENERGY CORP COM 165167107 10,546 7,479,364 SH   DFND 17 7,479,364 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,304 924,875 SH   DFND 21 924,875 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 94,366 158,090,000 PRN   DFND 17 154,285,000 0 3,805,000
CHEVRON CORP NEW COM 166764100 6,784 57,198 SH   DFND 4 57,198 0 0
CHEVRON CORP NEW COM 166764100 229,720 1,936,929 SH   DFND 17 1,911,392 0 25,537
CHEVRON CORP NEW COM 166764100 479 4,043 SH   DFND 20 4,043 0 0
CHEVRON CORP NEW COM 166764100 154,430 1,302,110 SH   DFND 21 992,277 0 309,833
CHEVRON CORP NEW COM 166764100 2,372 20,000 SH   DFND 24 20,000 0 0
CHEVRON CORP NEW COM 166764100 199 1,677 SH   DFND 25 1,677 0 0
CHEVRON CORP NEW CALL 166764900 39,553 333,500 SH Call DFND 4 333,500 0 0
CHEVRON CORP NEW PUT 166764950 55,030 464,000 SH Put DFND 4 464,000 0 0
CHICOS FAS INC COM 168615102 240 59,673 SH   DFND 17 59,673 0 0
CHIMERA INVT CORP COM NEW 16934Q208 2,306 117,887 SH   DFND 17 117,887 0 0
CHIMERA INVT CORP COM NEW 16934Q208 8,135 415,899 SH   DFND 21 382,825 0 33,074
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,250 150,964 SH   DFND 17 150,964 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,252 102,705 SH   DFND 21 90,825 0 11,880
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 747 12,727 SH   DFND 17 12,727 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 26,313 31,308 SH   DFND 17 28,443 0 2,865
CHIPOTLE MEXICAN GRILL INC COM 169656105 19,111 22,739 SH   DFND 21 20,256 0 2,483
CHOICE HOTELS INTL INC COM 169905106 327 3,680 SH   DFND 17 3,680 0 0
CHURCH & DWIGHT INC COM 171340102 18,158 241,341 SH   DFND 17 241,341 0 0
CHURCH & DWIGHT INC COM 171340102 40,060 532,433 SH   DFND 21 405,686 0 126,747
CHURCHILL DOWNS INC COM 171484108 13,702 110,986 SH   DFND 17 63,714 0 47,272
CIENA CORP COM NEW 171779309 301 7,683 SH   DFND 17 7,683 0 0
CIENA CORP COM NEW 171779309 1,142 29,113 SH   DFND 21 29,113 0 0
CIMAREX ENERGY CO COM 171798101 7,710 160,836 SH   DFND 17 160,836 0 0
CINCINNATI FINL CORP COM 172062101 1,097 9,400 SH   DFND 4 9,400 0 0
CINCINNATI FINL CORP COM 172062101 1,798 15,409 SH   DFND 17 15,409 0 0
CINCINNATI FINL CORP COM 172062101 3,426 29,369 SH   DFND 21 29,369 0 0
CINEMARK HOLDINGS INC COM 17243V102 205 5,313 SH   DFND 17 5,313 0 0
CINEMARK HOLDINGS INC COM 17243V102 4,159 107,647 SH   DFND 21 55,574 0 52,073
CIRRUS LOGIC INC COM 172755100 276 5,159 SH   DFND 17 5,159 0 0
CIRRUS LOGIC INC COM 172755100 413 7,717 SH   DFND 21 7,717 0 0
CISCO SYS INC COM 17275R102 35,913 726,841 SH   DFND 4 726,841 0 0
CISCO SYS INC COM 17275R102 330,817 6,695,915 SH   DFND 17 6,616,286 0 79,629
CISCO SYS INC COM 17275R102 560 11,343 SH   DFND 20 11,343 0 0
CISCO SYS INC COM 17275R102 321,031 6,497,295 SH   DFND 21 4,626,617 0 1,870,678
CISCO SYS INC COM 17275R102 229 4,630 SH   DFND 25 4,630 0 0
CISCO SYS INC CALL 17275R902 22,343 452,200 SH Call DFND 4 452,200 0 0
CISCO SYS INC PUT 17275R952 41,747 844,900 SH Put DFND 4 844,900 0 0
CINTAS CORP COM 172908105 1 3 SH   DFND 4 3 0 0
CINTAS CORP COM 172908105 1,537 5,733 SH   DFND 17 5,733 0 0
CINTAS CORP COM 172908105 2,616 9,756 SH   DFND 21 9,756 0 0
CINTAS CORP PUT 172908955 268 1,000 SH Put DFND 4 1,000 0 0
CITIGROUP INC COM NEW 172967424 128,191 1,855,687 SH   DFND 17 1,785,999 0 69,688
CITIGROUP INC COM NEW 172967424 12,752 184,603 SH   DFND 20 1,466 0 183,137
CITIGROUP INC COM NEW 172967424 156,325 2,262,961 SH   DFND 21 1,673,030 0 589,931
CITIGROUP INC COM NEW 172967424 215 3,109 SH   DFND 25 3,109 0 0
CITIGROUP INC CALL 172967904 24,938 361,000 SH Call DFND 4 361,000 0 0
CITIGROUP INC PUT 172967954 43,990 636,800 SH Put DFND 4 636,800 0 0
CITI TRENDS INC COM 17306X102 234 12,800 SH   DFND 17 12,800 0 0
CITI TRENDS INC COM 17306X102 1,110 60,672 SH   DFND 21 50,926 0 9,746
CITIZENS FINL GROUP INC COM 174610105 843 23,820 SH   DFND 4 23,820 0 0
CITIZENS FINL GROUP INC COM 174610105 64,314 1,818,334 SH   DFND 17 1,807,705 0 10,629
CITIZENS FINL GROUP INC COM 174610105 18,825 532,234 SH   DFND 21 498,378 0 33,856
CITRIX SYS INC COM 177376100 791 8,196 SH   DFND 4 8,196 0 0
CITRIX SYS INC COM 177376100 825 8,544 SH   DFND 17 8,544 0 0
CITRIX SYS INC COM 177376100 3,065 31,757 SH   DFND 21 10,058 0 21,699
CLARUS CORP NEW COM 18270P109 967 82,493 SH   DFND 17 82,493 0 0
CLEAN HARBORS INC COM 184496107 10,496 135,954 SH   DFND 17 107,129 0 28,825
CLEAN HARBORS INC COM 184496107 2,619 33,921 SH   DFND 21 33,921 0 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 264,559 104,983,621 SH   DFND 4 104,796,078 0 187,543
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 6 2,214 SH   DFND 17 2,214 0 0
CLEARWAY ENERGY INC CL A 18539C105 96 5,532 SH   DFND 17 5,532 0 0
CLEARWAY ENERGY INC CL A 18539C105 548 31,586 SH   DFND 21 27,443 0 4,143
CLEARWAY ENERGY INC CL C 18539C204 1,384 75,845 SH   DFND 17 75,845 0 0
CLEARWAY ENERGY INC CL C 18539C204 2,225 121,940 SH   DFND 21 55,314 0 66,626
CLEARWAY ENERGY INC CL C 18539C204 20 1,101 SH   DFND 25 1,101 0 0
CLEVELAND CLIFFS INC COM 185899101 87 12,110 SH   DFND 17 12,110 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 15,808 14,455,000 PRN   DFND 17 10,870,000 0 3,585,000
CLOROX CO DEL COM 189054109 1,544 10,166 SH   DFND 4 10,166 0 0
CLOROX CO DEL COM 189054109 3,648 24,023 SH   DFND 17 24,023 0 0
CLOROX CO DEL COM 189054109 11,225 73,910 SH   DFND 21 73,910 0 0
CLOUDERA INC COM 18914U100 355 40,014 SH   DFND 17 34,294 0 5,720
CLOVIS ONCOLOGY INC COM 189464100 89 22,536 SH   DFND 17 22,536 0 0
CLOVIS ONCOLOGY INC COM 189464100 36 8,900 SH   DFND 24 8,900 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 28,980 33,270,000 PRN   DFND 17 33,270,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 16,353 35,880,000 PRN   DFND 17 35,880,000 0 0
COCA COLA CO COM 191216100 3,811 70,000 SH   DFND 4 70,000 0 0
COCA COLA CO COM 191216100 67,592 1,241,584 SH   DFND 17 1,076,334 0 165,250
COCA COLA CO COM 191216100 79,304 1,456,727 SH   DFND 21 1,178,073 0 278,654
COCA COLA CO COM 191216100 3,384 62,300 SH   DFND 24 62,300 0 0
COCA COLA CO CALL 191216900 31,564 579,800 SH Call DFND 4 579,800 0 0
COCA COLA CO PUT 191216950 45,691 839,300 SH Put DFND 4 839,300 0 0
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 666 10,991 SH   DFND 21 9,235 0 1,756
CODEXIS INC COM 192005106 933 68,016 SH   DFND 17 68,016 0 0
COEUR MNG INC COM NEW 192108504 48 9,932 SH   DFND 17 9,932 0 0
COEUR MNG INC COM NEW 192108504 11 2,225 SH   DFND 21 2,225 0 0
COGNEX CORP COM 192422103 51,266 1,043,468 SH   DFND 17 1,040,203 0 3,265
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,642 126,806 SH   DFND 4 126,806 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,269 37,654 SH   DFND 17 37,654 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,128 118,282 SH   DFND 21 28,409 0 89,873
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 1,247 20,700 SH Call DFND 4 20,700 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 3,357 55,700 SH Put DFND 4 55,700 0 0
COHERENT INC COM 192479103 4,529 29,461 SH   DFND 17 18,316 0 11,145
COHERUS BIOSCIENCES INC COM 19249H103 56 2,780 SH   DFND 17 2,780 0 0
COHERUS BIOSCIENCES INC COM 19249H103 536 26,470 SH   DFND 21 26,470 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 25,286 193,700 SH   DFND 17 132,615 0 61,085
COLGATE PALMOLIVE CO COM 194162103 3,879 52,766 SH   DFND 4 52,766 0 0
COLGATE PALMOLIVE CO COM 194162103 5,009 68,140 SH   DFND 17 68,116 0 24
COLGATE PALMOLIVE CO COM 194162103 20,142 274,005 SH   DFND 21 134,953 0 139,052
COLGATE PALMOLIVE CO COM 194162103 930 12,700 SH   DFND 24 12,700 0 0
COLGATE PALMOLIVE CO CALL 194162903 6,057 82,400 SH Call DFND 4 82,400 0 0
COLGATE PALMOLIVE CO PUT 194162953 11,423 155,400 SH Put DFND 4 155,400 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 3,072 40,874 SH   DFND 21 23,855 0 17,019
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 9 123 SH   DFND 25 123 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 6,694 5,030,000 PRN   DFND 17 5,030,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 78,439 13,029,661 SH   DFND 4 13,029,661 0 0
COLONY CAP INC NEW CL A COM 19626G108 143 23,751 SH   DFND 17 23,751 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 70,940 732,174 SH   DFND 17 728,849 0 3,325
COLUMBIA SPORTSWEAR CO COM 198516106 10,720 110,637 SH   DFND 21 44,263 0 66,374
COLUMBUS MCKINNON CORP N Y COM 199333105 11,639 319,503 SH   DFND 17 175,952 0 143,551
COLUMBUS MCKINNON CORP N Y COM 199333105 69 1,898 SH   DFND 21 1,898 0 0
COMFORT SYS USA INC COM 199908104 2,976 67,285 SH   DFND 17 63,185 0 4,100
COMFORT SYS USA INC COM 199908104 4,116 93,061 SH   DFND 21 66,655 0 26,406
COMFORT SYS USA INC COM 199908104 18 418 SH   DFND 25 418 0 0
COMCAST CORP NEW CL A 20030N101 5,673 125,844 SH   DFND 4 125,844 0 0
COMCAST CORP NEW CL A 20030N101 411,480 9,128,095 SH   DFND 17 8,869,624 0 258,471
COMCAST CORP NEW CL A 20030N101 553 12,266 SH   DFND 20 12,266 0 0
COMCAST CORP NEW CL A 20030N101 272,780 6,051,025 SH   DFND 21 4,108,772 0 1,942,253
COMCAST CORP NEW CL A 20030N101 228 5,048 SH   DFND 25 5,048 0 0
COMCAST CORP NEW CALL 20030N901 17,243 382,500 SH Call DFND 4 382,500 0 0
COMCAST CORP NEW PUT 20030N951 28,017 621,500 SH Put DFND 4 621,500 0 0
COMERICA INC COM 200340107 172 2,600 SH   DFND 4 2,600 0 0
COMERICA INC COM 200340107 59,025 894,459 SH   DFND 17 889,916 0 4,543
COMERICA INC COM 200340107 18,505 280,421 SH   DFND 21 235,054 0 45,367
COMMERCE BANCSHARES INC COM 200525103 301 4,956 SH   DFND 17 4,956 0 0
COMMERCIAL VEH GROUP INC COM 202608105 80 11,046 SH   DFND 17 11,046 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 439 138,822 SH   DFND 21 138,822 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 10,733 904,275 SH   DFND 17 834,935 0 69,340
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 99 8,310 SH   DFND 20 8,310 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 543 45,192 SH   DFND 17 45,192 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1,702 141,710 SH   DFND 21 141,710 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2,125 140,000 SH   DFND 21 140,000 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 696 35,320 SH   DFND 17 35,320 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 406 12,481 SH   DFND 17 12,481 0 0
CONAGRA BRANDS INC COM 205887102 1,883 61,368 SH   DFND 17 61,368 0 0
CONAGRA BRANDS INC COM 205887102 71 2,313 SH   DFND 20 2,313 0 0
CONAGRA BRANDS INC COM 205887102 9,868 321,644 SH   DFND 21 278,247 0 43,397
CONAGRA BRANDS INC COM 205887102 16 519 SH   DFND 25 519 0 0
CONCHO RES INC COM 20605P101 319 4,692 SH   DFND 4 4,692 0 0
CONCHO RES INC COM 20605P101 934 13,759 SH   DFND 17 13,759 0 0
CONCHO RES INC PUT 20605P951 394 5,800 SH Put DFND 4 5,800 0 0
CONMED CORP COM 207410101 3,486 36,255 SH   DFND 17 34,355 0 1,900
CONMED CORP COM 207410101 4,593 47,766 SH   DFND 21 0 0 47,766
CONOCOPHILLIPS COM 20825C104 5,499 96,500 SH   DFND 4 96,500 0 0
CONOCOPHILLIPS COM 20825C104 108,108 1,897,291 SH   DFND 17 1,880,275 0 17,016
CONOCOPHILLIPS COM 20825C104 75,925 1,332,477 SH   DFND 21 941,250 0 391,227
CONOCOPHILLIPS COM 20825C104 1,013 17,500 SH   DFND 24 17,500 0 0
CONOCOPHILLIPS COM 20825C104 26 460 SH   DFND 25 460 0 0
CONOCOPHILLIPS CALL 20825C904 4,872 85,500 SH Call DFND 4 85,500 0 0
CONOCOPHILLIPS PUT 20825C954 12,405 217,700 SH Put DFND 4 217,700 0 0
CONSOL ENERGY INC NEW COM 20854L108 605 38,700 SH   DFND 17 38,700 0 0
CONSOL ENERGY INC NEW COM 20854L108 1,531 97,933 SH   DFND 21 55,787 0 42,146
CONSOL ENERGY INC NEW COM 20854L108 8 489 SH   DFND 25 489 0 0
CONSOLIDATED EDISON INC COM 209115104 21,006 222,356 SH   DFND 17 222,345 0 11
CONSOLIDATED EDISON INC COM 209115104 100 1,060 SH   DFND 20 1,060 0 0
CONSOLIDATED EDISON INC COM 209115104 15,929 168,610 SH   DFND 21 168,610 0 0
CONSOLIDATED EDISON INC CALL 209115904 794 8,400 SH Call DFND 4 8,400 0 0
CONSOLIDATED EDISON INC PUT 209115954 368 3,900 SH Put DFND 4 3,900 0 0
CONSTELLATION BRANDS INC CL A 21036P108 19 94 SH   DFND 4 94 0 0
CONSTELLATION BRANDS INC CL A 21036P108 74,361 358,747 SH   DFND 17 335,932 0 22,815
CONSTELLATION BRANDS INC CL A 21036P108 8,761 42,265 SH   DFND 21 29,614 0 12,651
CONSTELLATION BRANDS INC CALL 21036P908 1,534 7,400 SH Call DFND 4 7,400 0 0
CONSTELLATION BRANDS INC PUT 21036P958 5,327 25,700 SH Put DFND 4 25,700 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 805 51,668 SH   DFND 17 51,668 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,561 83,178 SH   DFND 17 83,178 0 0
COOPER COS INC COM NEW 216648402 10,914 36,746 SH   DFND 17 30,961 0 5,785
COOPER COS INC COM NEW 216648402 9,664 32,539 SH   DFND 20 0 0 32,539
COOPER COS INC COM NEW 216648402 85,720 288,621 SH   DFND 21 214,530 0 74,091
COOPER STD HLDGS INC COM 21676P103 31 750 SH   DFND 17 750 0 0
COOPER STD HLDGS INC COM 21676P103 20 481 SH   DFND 20 481 0 0
COOPER STD HLDGS INC COM 21676P103 1,997 48,839 SH   DFND 21 48,665 0 174
COOPER TIRE & RUBR CO COM 216831107 59 2,259 SH   DFND 17 2,259 0 0
COOPER TIRE & RUBR CO COM 216831107 165 6,328 SH   DFND 21 6,328 0 0
COPART INC COM 217204106 1,093 13,604 SH   DFND 17 13,604 0 0
COPART INC COM 217204106 2,213 27,548 SH   DFND 21 27,548 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 281 57,687 SH   DFND 17 57,687 0 0
CORE MARK HOLDING CO INC COM 218681104 492 15,306 SH   DFND 17 12,731 0 2,575
CORE MARK HOLDING CO INC COM 218681104 1,547 48,180 SH   DFND 21 6,324 0 41,856
CORESITE RLTY CORP COM 21870Q105 6,093 50,000 SH   DFND 4 50,000 0 0
CORESITE RLTY CORP COM 21870Q105 73,911 606,571 SH   DFND 17 603,363 0 3,208
CORECIVIC INC COM 21871N101 2,116 122,429 SH   DFND 17 115,944 0 6,485
CORNERSTONE ONDEMAND INC COM 21925Y103 1,021 18,622 SH   DFND 17 15,552 0 3,070
CORNING INC COM 219350105 676 23,710 SH   DFND 4 23,710 0 0
CORNING INC COM 219350105 17,258 605,124 SH   DFND 17 605,124 0 0
CORNING INC COM 219350105 28,528 1,000,294 SH   DFND 21 613,190 0 387,104
CORNING INC COM 219350105 70 2,450 SH   DFND 25 2,450 0 0
CORNING INC CALL 219350905 439 15,400 SH Call DFND 4 15,400 0 0
CORNING INC PUT 219350955 1,340 47,000 SH Put DFND 4 47,000 0 0
CORTEVA INC COM 22052L104 224 7,991 SH   DFND 4 7,991 0 0
CORTEVA INC COM 22052L104 17,799 635,721 SH   DFND 17 633,921 0 1,800
CORTEVA INC COM 22052L104 2,980 106,438 SH   DFND 21 106,438 0 0
CORTEVA INC COM 22052L104 259 9,333 SH   DFND 24 9,333 0 0
CORTEVA INC CALL 22052L904 294 10,500 SH Call DFND 4 10,500 0 0
CORTEVA INC PUT 22052L954 997 35,600 SH Put DFND 4 35,600 0 0
CORVEL CORP COM 221006109 31 404 SH   DFND 17 404 0 0
CORVEL CORP COM 221006109 370 4,883 SH   DFND 21 4,883 0 0
COSTCO WHSL CORP NEW COM 22160K105 198,265 688,207 SH   DFND 17 673,777 0 14,430
COSTCO WHSL CORP NEW COM 22160K105 94,583 328,288 SH   DFND 21 221,052 0 107,236
COSTCO WHSL CORP NEW COM 22160K105 5,290 18,500 SH   DFND 24 18,500 0 0
COSTCO WHSL CORP NEW CALL 22160K905 15,500 53,800 SH Call DFND 4 53,800 0 0
COSTCO WHSL CORP NEW PUT 22160K955 33,450 116,100 SH Put DFND 4 116,100 0 0
COSTAR GROUP INC COM 22160N109 1,361 2,294 SH   DFND 17 2,294 0 0
COSTAR GROUP INC COM 22160N109 627 1,057 SH   DFND 21 81 0 976
COTY INC COM CL A 222070203 567 53,952 SH   DFND 17 53,952 0 0
COUPA SOFTWARE INC COM 22266L106 37,407 288,701 SH   DFND 17 281,221 0 7,480
COUPA SOFTWARE INC COM 22266L106 111 859 SH   DFND 21 859 0 0
COUSINS PPTYS INC COM NEW 222795502 272 7,240 SH   DFND 17 7,240 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 9 570 SH   DFND 17 570 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 561 34,117 SH   DFND 21 21,038 0 13,079
COWEN INC CL A NEW 223622606 20 1,296 SH   DFND 17 1,296 0 0
COWEN INC CL A NEW 223622606 589 38,265 SH   DFND 21 0 0 38,265
CRACKER BARREL OLD CTRY STOR COM 22410J106 228 1,401 SH   DFND 17 1,401 0 0
CRANE CO COM 224399105 22,644 280,833 SH   DFND 17 280,833 0 0
CREDIT ACCEP CORP MICH COM 225310101 1,163 2,522 SH   DFND 17 2,522 0 0
CREDIT ACCEP CORP MICH COM 225310101 62 134 SH   DFND 21 134 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 42,750 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 63,288 1,291,585 SH   DFND 17 1,020,860 0 270,725
CREE INC COM 225447101 11 234 SH   DFND 21 0 0 234
CREE INC NOTE 0.875% 9/0 225447AB7 78,189 71,415,000 PRN   DFND 17 64,705,000 0 6,710,000
CRESCENT PT ENERGY CORP COM 22576C101 1 346 SH   DFND 17 346 0 0
CRESCENT PT ENERGY CORP COM 22576C101 131 30,602 SH   DFND 21 30,602 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 14,032 384,342 SH   DFND 4 384,342 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 81 2,205 SH   DFND 17 2,205 0 0
CRITEO S A SPONS ADS 226718104 66,263 3,545,370 SH   DFND 17 3,425,480 0 119,890
CROCS INC COM 227046109 1,882 67,811 SH   DFND 17 67,811 0 0
CROCS INC COM 227046109 623 22,430 SH   DFND 21 13,680 0 8,750
CRONOS GROUP INC COM 22717L101 142 15,700 SH   DFND 4 15,700 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 124,541 2,135,839 SH   DFND 17 2,088,389 0 47,450
CROWDSTRIKE HLDGS INC CL A 22788C105 743 12,750 SH   DFND 21 11,250 0 1,500
CROWN CASTLE INTL CORP NEW COM 22822V101 11,121 80,000 SH   DFND 4 80,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 60,850 437,736 SH   DFND 17 434,889 0 2,847
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 175,379 138,950 SH   DFND 17 127,975 0 10,975
CROWN CASTLE INTL CORP NEW CALL 22822V901 8,494 61,100 SH Call DFND 4 61,100 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 13,971 100,500 SH Put DFND 4 100,500 0 0
CROWN HOLDINGS INC COM 228368106 30,816 466,478 SH   DFND 17 391,048 0 75,430
CROWN HOLDINGS INC COM 228368106 334 5,063 SH   DFND 21 1,771 0 3,292
CROWN HOLDINGS INC COM 228368106 462 7,000 SH   DFND 24 7,000 0 0
CRYOLIFE INC COM 228903100 1,932 71,155 SH   DFND 17 71,155 0 0
CRYOPORT INC COM PAR $0.001 229050307 3,695 225,925 SH   DFND 17 225,925 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 6,432 219,600 SH   DFND 4 219,600 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 3 95 SH   DFND 17 95 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 46 1,579 SH   DFND 21 0 0 1,579
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 25,381 25,965,000 PRN   DFND 17 25,965,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 2,019 2,000,000 PRN   DFND 17 2,000,000 0 0
CUBESMART COM 229663109 12,409 355,566 SH   DFND 4 355,566 0 0
CUBESMART COM 229663109 473 13,548 SH   DFND 17 13,548 0 0
CUBESMART COM 229663109 28,821 825,816 SH   DFND 21 502,787 0 323,029
CUBESMART COM 229663109 57 1,619 SH   DFND 25 1,619 0 0
CULLEN FROST BANKERS INC COM 229899109 977 11,037 SH   DFND 17 11,037 0 0
CULLEN FROST BANKERS INC COM 229899109 2,996 33,831 SH   DFND 21 33,831 0 0
CUMMINS INC COM 231021106 1,779 10,939 SH   DFND 4 10,939 0 0
CUMMINS INC COM 231021106 2,844 17,484 SH   DFND 17 17,484 0 0
CUMMINS INC COM 231021106 43,251 265,882 SH   DFND 21 149,230 0 116,652
CUMMINS INC CALL 231021906 1,350 8,300 SH Call DFND 4 8,300 0 0
CUMMINS INC PUT 231021956 3,074 18,900 SH Put DFND 4 18,900 0 0
CURTISS WRIGHT CORP COM 231561101 73,411 567,450 SH   DFND 17 564,562 0 2,888
CURTISS WRIGHT CORP COM 231561101 3,098 23,947 SH   DFND 21 23,947 0 0
CUTERA INC COM 232109108 309 10,575 SH   DFND 17 10,575 0 0
CUTERA INC COM 232109108 1,534 52,467 SH   DFND 21 52,467 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 358 69,890 SH   DFND 17 69,890 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 29,248 1,253,137 SH   DFND 4 1,109,444 0 143,693
CYPRESS SEMICONDUCTOR CORP COM 232806109 431 18,461 SH   DFND 17 18,461 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 5,987 256,500 SH   DFND 21 256,500 0 0
CYRUSONE INC COM 23283R100 5,745 72,631 SH   DFND 4 72,631 0 0
CYRUSONE INC COM 23283R100 2,862 36,184 SH   DFND 17 36,184 0 0
CYTOSORBENTS CORP COM NEW 23283X206 661 131,472 SH   DFND 17 131,472 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 789 106,851 SH   DFND 17 106,851 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 276 35,800 SH   DFND 24 35,800 0 0
DMC GLOBAL INC COM 23291C103 1,523 34,622 SH   DFND 17 34,622 0 0
DMC GLOBAL INC COM 23291C103 152 3,445 SH   DFND 21 3,445 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 8,730 333,094 SH   DFND 4 333,094 0 0
D R HORTON INC COM 23331A109 69,467 1,318,154 SH   DFND 17 1,318,154 0 0
D R HORTON INC COM 23331A109 15,673 297,345 SH   DFND 21 287,032 0 10,313
DTE ENERGY CO COM 233331107 29,666 223,118 SH   DFND 17 223,103 0 15
DTE ENERGY CO COM 233331107 183 1,380 SH   DFND 20 1,380 0 0
DTE ENERGY CO COM 233331107 43,504 327,195 SH   DFND 21 238,227 0 88,968
DTE ENERGY CO CALL 233331907 811 6,100 SH Call DFND 4 6,100 0 0
DTE ENERGY CO PUT 233331957 665 5,000 SH Put DFND 4 5,000 0 0
DWS MUN INCOME TR NEW COM 233368109 887 76,560 SH   DFND 4 76,560 0 0
DXC TECHNOLOGY CO COM 23355L106 9,994 338,771 SH   DFND 17 291,101 0 47,670
DXC TECHNOLOGY CO COM 23355L106 73 2,480 SH   DFND 20 2,480 0 0
DXC TECHNOLOGY CO COM 23355L106 23,045 781,181 SH   DFND 21 647,140 0 134,041
DXC TECHNOLOGY CO COM 23355L106 7 233 SH   DFND 25 233 0 0
DANA INCORPORATED COM 235825205 8,784 608,280 SH   DFND 17 608,280 0 0
DANA INCORPORATED COM 235825205 1,808 125,196 SH   DFND 21 118,029 0 7,167
DANAHER CORPORATION COM 235851102 58,987 408,415 SH   DFND 17 408,415 0 0
DANAHER CORPORATION COM 235851102 137 948 SH   DFND 20 948 0 0
DANAHER CORPORATION COM 235851102 114,240 790,970 SH   DFND 21 461,141 0 329,829
DANAHER CORPORATION COM 235851102 7,769 54,884 SH   DFND 24 54,884 0 0
DANAHER CORPORATION COM 235851102 55 380 SH   DFND 25 380 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 175,533 153,970 SH   DFND 17 138,775 0 15,195
DANAHER CORPORATION CALL 235851902 8,030 55,600 SH Call DFND 4 55,600 0 0
DANAHER CORPORATION PUT 235851952 18,487 128,000 SH Put DFND 4 128,000 0 0
DARDEN RESTAURANTS INC COM 237194105 504 4,260 SH   DFND 4 4,260 0 0
DARDEN RESTAURANTS INC COM 237194105 51,683 437,180 SH   DFND 17 434,280 0 2,900
DARDEN RESTAURANTS INC COM 237194105 30,602 258,857 SH   DFND 21 237,746 0 21,111
DARDEN RESTAURANTS INC COM 237194105 13 114 SH   DFND 25 114 0 0
DATADOG INC CL A COM 23804L103 295 8,695 SH   DFND 17 6,145 0 2,550
DAVE & BUSTERS ENTMT INC COM 238337109 2,574 66,074 SH   DFND 17 66,074 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 1,547 39,722 SH   DFND 21 19,470 0 20,252
DAVE & BUSTERS ENTMT INC COM 238337109 8 206 SH   DFND 25 206 0 0
DAVITA INC COM 23918K108 673 11,800 SH   DFND 4 11,800 0 0
DAVITA INC COM 23918K108 451 7,899 SH   DFND 17 7,899 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 371 10,940 SH   DFND 17 10,940 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 163 5,000 SH   DFND 24 5,000 0 0
DECKERS OUTDOOR CORP COM 243537107 2,178 14,781 SH   DFND 17 14,191 0 590
DECKERS OUTDOOR CORP COM 243537107 9,879 67,040 SH   DFND 21 39,819 0 27,221
DEERE & CO COM 244199105 284,847 1,688,863 SH   DFND 17 1,664,973 0 23,890
DEERE & CO COM 244199105 3,056 18,118 SH   DFND 21 10,319 0 7,799
DEERE & CO COM 244199105 8,812 53,000 SH   DFND 24 53,000 0 0
DEERE & CO CALL 244199905 9,918 58,800 SH Call DFND 4 58,800 0 0
DEERE & CO PUT 244199955 17,796 105,500 SH Put DFND 4 105,500 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 4,750 151,804 SH   DFND 17 151,804 0 0
DELEK US HLDGS INC NEW COM 24665A103 5,002 137,805 SH   DFND 17 137,805 0 0
DELEK US HLDGS INC NEW COM 24665A103 313 8,627 SH   DFND 21 8,627 0 0
DELL TECHNOLOGIES INC CL C 24703L202 400 7,711 SH   DFND 17 7,711 0 0
DELL TECHNOLOGIES INC CL C 24703L202 7,312 141,000 SH   DFND 21 141,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 713 12,375 SH   DFND 4 12,375 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,614 62,737 SH   DFND 17 62,737 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 28,168 489,022 SH   DFND 21 377,728 0 111,294
DELTA AIR LINES INC DEL CALL 247361902 4,268 74,100 SH Call DFND 4 74,100 0 0
DELTA AIR LINES INC DEL PUT 247361952 7,799 135,400 SH Put DFND 4 135,400 0 0
DENBURY RES INC COM NEW 247916208 25 20,828 SH   DFND 17 20,828 0 0
DELUXE CORP COM 248019101 95 1,938 SH   DFND 17 1,938 0 0
DELUXE CORP COM 248019101 2,853 58,039 SH   DFND 21 57,139 0 900
DENALI THERAPEUTICS INC COM 24823R105 540 35,216 SH   DFND 17 35,216 0 0
DENALI THERAPEUTICS INC COM 24823R105 412 26,000 SH   DFND 24 26,000 0 0
DENTSPLY SIRONA INC COM 24906P109 1,399 26,235 SH   DFND 17 26,235 0 0
DENTSPLY SIRONA INC COM 24906P109 540 10,127 SH   DFND 21 1,539 0 8,588
DERMIRA INC COM 24983L104 1,884 294,764 SH   DFND 17 294,764 0 0
DERMIRA INC COM 24983L104 691 103,700 SH   DFND 24 103,700 0 0
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 44,075 52,640,000 PRN   DFND 17 52,640,000 0 0
DESIGNER BRANDS INC CL A 250565108 50 2,936 SH   DFND 17 2,936 0 0
DESIGNER BRANDS INC CL A 250565108 92 5,350 SH   DFND 20 5,350 0 0
DESIGNER BRANDS INC CL A 250565108 10,063 587,818 SH   DFND 21 536,565 0 51,253
DESIGNER BRANDS INC CL A 250565108 16 956 SH   DFND 25 956 0 0
DEVON ENERGY CORP NEW COM 25179M103 801 33,300 SH   DFND 4 33,300 0 0
DEVON ENERGY CORP NEW COM 25179M103 7,422 308,484 SH   DFND 17 308,484 0 0
DEXCOM INC COM 252131107 65,241 437,153 SH   DFND 17 402,627 0 34,526
DEXCOM INC COM 252131107 9,983 66,891 SH   DFND 21 63,708 0 3,183
DIAGEO P L C SPON ADR NEW 25243Q205 49,119 300,385 SH   DFND 17 298,197 0 2,188
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,727 490,500 SH   DFND 4 490,500 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 910 163,685 SH   DFND 17 163,685 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 93 9,066 SH   DFND 17 9,066 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 76 7,438 SH   DFND 21 7,438 0 0
DIAMONDBACK ENERGY INC COM 25278X109 13,473 149,845 SH   DFND 17 149,845 0 0
DIAMONDBACK ENERGY INC COM 25278X109 828 9,200 SH   DFND 24 9,200 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 2,443 170,137 SH   DFND 17 170,137 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 554 36,500 SH   DFND 24 36,500 0 0
DICKS SPORTING GOODS INC COM 253393102 133 3,270 SH   DFND 17 3,270 0 0
DICKS SPORTING GOODS INC COM 253393102 4,057 99,408 SH   DFND 21 84,577 0 14,831
DIGITAL RLTY TR INC COM 253868103 12,928 99,591 SH   DFND 4 99,591 0 0
DIGITAL RLTY TR INC COM 253868103 1,947 15,002 SH   DFND 17 15,002 0 0
DIGITAL RLTY TR INC CALL 253868903 896 6,900 SH Call DFND 4 6,900 0 0
DIGITAL RLTY TR INC PUT 253868953 1,558 12,000 SH Put DFND 4 12,000 0 0
DIGITAL TURBINE INC COM NEW 25400W102 3,006 466,410 SH   DFND 17 466,410 0 0
DILLARDS INC CL A 254067101 31 467 SH   DFND 17 467 0 0
DILLARDS INC CL A 254067101 416 6,300 SH   DFND 21 6,300 0 0
DINE BRANDS GLOBAL INC COM 254423106 450 5,928 SH   DFND 17 4,908 0 1,020
DINE BRANDS GLOBAL INC COM 254423106 198 2,611 SH   DFND 21 2,611 0 0
DIODES INC COM 254543101 325 8,086 SH   DFND 17 8,086 0 0
DIODES INC COM 254543101 917 22,836 SH   DFND 21 22,836 0 0
DISNEY WALT CO COM DISNEY 254687106 7,129 54,707 SH   DFND 4 54,707 0 0
DISNEY WALT CO COM DISNEY 254687106 254,555 1,953,342 SH   DFND 17 1,848,768 0 104,574
DISNEY WALT CO COM DISNEY 254687106 20,586 157,967 SH   DFND 20 41,300 0 116,667
DISNEY WALT CO COM DISNEY 254687106 57,683 442,623 SH   DFND 21 326,117 0 116,506
DISNEY WALT CO CALL 254687906 33,896 260,100 SH Call DFND 4 260,100 0 0
DISNEY WALT CO PUT 254687956 64,587 495,600 SH Put DFND 4 495,600 0 0
DISCOVER FINL SVCS COM 254709108 1,641 20,237 SH   DFND 4 20,237 0 0
DISCOVER FINL SVCS COM 254709108 20,470 252,439 SH   DFND 17 252,439 0 0
DISCOVER FINL SVCS COM 254709108 18,566 228,961 SH   DFND 21 87,294 0 141,667
DISCOVER FINL SVCS CALL 254709908 349 4,300 SH Call DFND 4 4,300 0 0
DISCOVER FINL SVCS PUT 254709958 1,314 16,200 SH Put DFND 4 16,200 0 0
DISCOVERY INC COM SER A 25470F104 719 27,000 SH   DFND 4 27,000 0 0
DISCOVERY INC COM SER A 25470F104 686 25,750 SH   DFND 17 25,750 0 0
DISCOVERY INC COM SER A 25470F104 4,416 165,822 SH   DFND 21 7,626 0 158,196
DISCOVERY INC COM SER C 25470F302 840 34,100 SH   DFND 4 34,100 0 0
DISCOVERY INC COM SER C 25470F302 589 23,939 SH   DFND 17 23,939 0 0
DISCOVERY INC COM SER C 25470F302 2,018 81,949 SH   DFND 21 0 0 81,949
DISH NETWORK CORP CL A 25470M109 652 19,130 SH   DFND 17 19,130 0 0
DISH NETWORK CORP CL A 25470M109 674 19,790 SH   DFND 21 19,790 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 18,374 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 162,513 176,817,000 PRN   DFND 17 160,125,000 0 16,692,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 109,676 124,720,000 PRN   DFND 17 116,665,000 0 8,055,000
DOCUSIGN INC COM 256163106 609 9,842 SH   DFND 17 9,842 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 9,484 146,714 SH   DFND 17 146,714 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 210 3,242 SH   DFND 21 0 0 3,242
DOLLAR GEN CORP NEW COM 256677105 2,829 17,801 SH   DFND 17 17,801 0 0
DOLLAR GEN CORP NEW COM 256677105 11,731 73,807 SH   DFND 21 72,084 0 1,723
DOLLAR GEN CORP NEW CALL 256677905 5,118 32,200 SH Call DFND 4 32,200 0 0
DOLLAR GEN CORP NEW PUT 256677955 7,168 45,100 SH Put DFND 4 45,100 0 0
DOLLAR TREE INC COM 256746108 13,872 121,518 SH   DFND 17 98,675 0 22,843
DOLLAR TREE INC CALL 256746908 1,918 16,800 SH Call DFND 4 16,800 0 0
DOLLAR TREE INC PUT 256746958 3,059 26,800 SH Put DFND 4 26,800 0 0
DOMINION ENERGY INC COM 25746U109 9,016 111,259 SH   DFND 17 111,234 0 25
DOMINION ENERGY INC COM 25746U109 20,168 248,870 SH   DFND 21 248,870 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 14,276 135,000 SH   DFND 17 135,000 0 0
DOMINION ENERGY INC CALL 25746U909 5,681 70,100 SH Call DFND 4 70,100 0 0
DOMINION ENERGY INC PUT 25746U959 9,360 115,500 SH Put DFND 4 115,500 0 0
DOMINOS PIZZA INC COM 25754A201 16,521 67,546 SH   DFND 17 67,546 0 0
DOMTAR CORP COM NEW 257559203 4,209 117,443 SH   DFND 17 117,443 0 0
DOMTAR CORP COM NEW 257559203 58 1,613 SH   DFND 20 1,613 0 0
DOMTAR CORP COM NEW 257559203 24,190 674,977 SH   DFND 21 416,177 0 258,800
DOMTAR CORP COM NEW 257559203 45 1,250 SH   DFND 25 1,250 0 0
DONALDSON INC COM 257651109 331 6,347 SH   DFND 17 6,347 0 0
DONALDSON INC COM 257651109 86 1,648 SH   DFND 21 0 0 1,648
DONALDSON INC COM 257651109 5,686 110,040 SH   DFND 24 110,040 0 0
DONEGAL GROUP INC CL A 257701201 116 7,893 SH   DFND 17 7,893 0 0
DONEGAL GROUP INC CL A 257701201 44 3,032 SH   DFND 21 3,032 0 0
DONNELLEY R R & SONS CO COM 257867200 4,524 1,200,000 SH   DFND 4 1,200,000 0 0
DONNELLEY R R & SONS CO COM 257867200 12 3,215 SH   DFND 17 3,215 0 0
DOUGLAS EMMETT INC COM 25960P109 17,933 418,708 SH   DFND 4 418,708 0 0
DOUGLAS EMMETT INC COM 25960P109 23,058 538,350 SH   DFND 17 538,350 0 0
DOVER CORP COM 260003108 1,675 16,824 SH   DFND 4 16,824 0 0
DOVER CORP COM 260003108 1,055 10,593 SH   DFND 17 10,593 0 0
DOVER CORP COM 260003108 9,124 91,643 SH   DFND 21 61,054 0 30,589
DOW INC COM 260557103 2,502 52,499 SH   DFND 4 52,499 0 0
DOW INC COM 260557103 72,206 1,515,417 SH   DFND 17 1,507,473 0 7,944
DOW INC COM 260557103 1,103 23,140 SH   DFND 21 14,956 0 8,184
DOW INC COM 260557103 535 11,366 SH   DFND 24 11,366 0 0
DOW INC CALL 260557903 4,832 101,400 SH Call DFND 4 101,400 0 0
DOW INC PUT 260557953 10,597 222,400 SH Put DFND 4 222,400 0 0
DROPBOX INC CL A 26210C104 214 10,627 SH   DFND 17 10,627 0 0
DUCOMMUN INC DEL COM 264147109 494 11,640 SH   DFND 17 11,640 0 0
DUKE REALTY CORP COM NEW 264411505 41,663 1,226,465 SH   DFND 4 1,226,465 0 0
DUKE REALTY CORP COM NEW 264411505 839 24,685 SH   DFND 17 24,685 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 16,966 176,992 SH   DFND 17 176,970 0 22
DUKE ENERGY CORP NEW COM NEW 26441C204 207 2,157 SH   DFND 20 2,157 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 42,274 440,996 SH   DFND 21 374,370 0 66,626
DUKE ENERGY CORP NEW COM NEW 26441C204 107 1,118 SH   DFND 25 1,118 0 0
DUKE ENERGY CORP NEW CALL 26441C904 7,103 74,100 SH Call DFND 4 74,100 0 0
DUKE ENERGY CORP NEW PUT 26441C954 10,132 105,700 SH Put DFND 4 105,700 0 0
DUNKIN BRANDS GROUP INC COM 265504100 325 4,098 SH   DFND 17 4,098 0 0
DUPONT DE NEMOURS INC COM 26614N102 181 2,540 SH   DFND 4 2,540 0 0
DUPONT DE NEMOURS INC COM 26614N102 44,849 629,026 SH   DFND 17 627,226 0 1,800
DUPONT DE NEMOURS INC COM 26614N102 5,267 73,860 SH   DFND 21 73,860 0 0
DUPONT DE NEMOURS INC COM 26614N102 424 6,033 SH   DFND 24 6,033 0 0
DUPONT DE NEMOURS INC CALL 26614N902 6,710 94,100 SH Call DFND 4 94,100 0 0
DUPONT DE NEMOURS INC PUT 26614N952 7,295 102,300 SH Put DFND 4 102,300 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 60,355 63,365,000 PRN   DFND 17 63,365,000 0 0
DYNATRACE INC COM 268150109 1,340 71,768 SH   DFND 17 51,238 0 20,530
DYNEX CAP INC COM 26817Q886 499 33,754 SH   DFND 17 33,754 0 0
DYNEX CAP INC COM 26817Q886 532 35,969 SH   DFND 21 19,936 0 16,033
EOG RES INC COM 26875P101 3,664 49,361 SH   DFND 4 49,361 0 0
EOG RES INC COM 26875P101 82,757 1,115,022 SH   DFND 17 1,076,942 0 38,080
EOG RES INC COM 26875P101 18,221 245,495 SH   DFND 20 89,792 0 155,703
EOG RES INC COM 26875P101 70,531 950,295 SH   DFND 21 808,741 0 141,554
EOG RES INC COM 26875P101 855 11,400 SH   DFND 24 11,400 0 0
EOG RES INC CALL 26875P901 2,293 30,900 SH Call DFND 4 30,900 0 0
EOG RES INC PUT 26875P951 7,771 104,700 SH Put DFND 4 104,700 0 0
EQT CORP COM 26884L109 136 12,767 SH   DFND 17 12,767 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,182 15,383 SH   DFND 17 15,383 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 9,875 302,000 SH   DFND 4 302,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,632 197,574 SH   DFND 17 164,043 0 33,531
E TRADE FINANCIAL CORP COM NEW 269246401 1,371 31,371 SH   DFND 21 23,445 0 7,926
EAGLE MATERIALS INC COM 26969P108 187 2,082 SH   DFND 17 2,082 0 0
EAGLE MATERIALS INC COM 26969P108 86 951 SH   DFND 21 951 0 0
EAST WEST BANCORP INC COM 27579R104 24,601 555,442 SH   DFND 17 555,421 0 21
EASTGROUP PPTY INC COM 277276101 209 1,670 SH   DFND 17 1,670 0 0
EASTMAN CHEMICAL CO COM 277432100 18,357 248,645 SH   DFND 17 247,353 0 1,292
EASTMAN CHEMICAL CO COM 277432100 13,858 187,705 SH   DFND 21 120,455 0 67,250
EASTMAN CHEMICAL CO COM 277432100 50 678 SH   DFND 25 678 0 0
EATON VANCE CORP COM NON VTG 278265103 250 5,556 SH   DFND 17 5,556 0 0
EATON VANCE CORP COM NON VTG 278265103 828 18,435 SH   DFND 21 18,435 0 0
EBAY INC COM 278642103 3,481 89,308 SH   DFND 4 89,308 0 0
EBAY INC COM 278642103 9,775 250,762 SH   DFND 17 250,762 0 0
EBAY INC COM 278642103 14,920 382,749 SH   DFND 21 325,554 0 57,195
EBAY INC CALL 278642903 1,489 38,200 SH Call DFND 4 38,200 0 0
EBAY INC PUT 278642953 2,401 61,600 SH Put DFND 4 61,600 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 10,955 11,000,000 PRN   DFND 17 11,000,000 0 0
ECHOSTAR CORP CL A 278768106 591 14,924 SH   DFND 17 14,924 0 0
ECHOSTAR CORP CL A 278768106 3,498 88,298 SH   DFND 21 88,298 0 0
ECOLAB INC COM 278865100 3,165 15,980 SH   DFND 4 15,980 0 0
ECOLAB INC COM 278865100 14,334 72,381 SH   DFND 17 72,369 0 12
ECOLAB INC COM 278865100 18,824 95,051 SH   DFND 20 10,800 0 84,251
ECOLAB INC COM 278865100 153,401 774,598 SH   DFND 21 677,493 0 97,105
ECOLAB INC COM 278865100 10,574 53,460 SH   DFND 24 53,460 0 0
ECOLAB INC CALL 278865900 7,565 38,200 SH Call DFND 4 38,200 0 0
ECOLAB INC PUT 278865950 17,111 86,400 SH Put DFND 4 86,400 0 0
ECOPETROL S A SPONSORED ADS 279158109 1,241 72,850 SH   DFND 21 58,952 0 13,898
EDGEWELL PERS CARE CO COM 28035Q102 79 2,425 SH   DFND 17 2,425 0 0
EDGEWELL PERS CARE CO COM 28035Q102 700 21,542 SH   DFND 21 0 0 21,542
EDISON INTL COM 281020107 2,478 32,852 SH   DFND 17 32,852 0 0
EDISON INTL COM 281020107 10,378 137,600 SH   DFND 21 54,637 0 82,963
EDISON INTL COM 281020107 75 1,000 SH   DFND 25 1,000 0 0
EDISON INTL CALL 281020907 415 5,500 SH Call DFND 4 5,500 0 0
EDISON INTL PUT 281020957 1,011 13,400 SH Put DFND 4 13,400 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 198 900 SH   DFND 4 900 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 18,229 82,893 SH   DFND 17 72,781 0 10,112
EDWARDS LIFESCIENCES CORP COM 28176E108 9,261 42,112 SH   DFND 21 31,418 0 10,694
EDWARDS LIFESCIENCES CORP CALL 28176E908 3,519 16,000 SH Call DFND 4 16,000 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 7,631 34,700 SH Put DFND 4 34,700 0 0
EGAIN CORP COM NEW 28225C806 235 29,349 SH   DFND 17 29,349 0 0
EHEALTH INC COM 28238P109 6,171 92,398 SH   DFND 17 55,842 0 36,556
EL PASO ELEC CO COM NEW 283677854 746 11,121 SH   DFND 17 11,121 0 0
EL PASO ELEC CO COM NEW 283677854 6,091 90,800 SH   DFND 21 90,800 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 31,092 1,169,324 SH   DFND 17 956,459 0 212,865
ELANCO ANIMAL HEALTH INC COM 28414H103 6,088 228,952 SH   DFND 21 212,679 0 16,273
ELANCO ANIMAL HEALTH INC COM 28414H103 922 34,917 SH   DFND 24 34,917 0 0
ELDORADO RESORTS INC COM 28470R102 9,644 241,897 SH   DFND 17 139,385 0 102,512
ELDORADO GOLD CORP NEW COM 284902509 102 13,124 SH   DFND 21 13,124 0 0
ELECTRONIC ARTS INC COM 285512109 24,455 250,000 SH   DFND 4 250,000 0 0
ELECTRONIC ARTS INC COM 285512109 20,223 206,737 SH   DFND 17 176,927 0 29,810
ELECTRONIC ARTS INC CALL 285512909 1,663 17,000 SH Call DFND 4 17,000 0 0
ELECTRONIC ARTS INC PUT 285512959 3,561 36,400 SH Put DFND 4 36,400 0 0
ELEMENT SOLUTIONS INC COM 28618M106 115 11,294 SH   DFND 17 11,294 0 0
ELLINGTON FINANCIAL INC COM 28852N109 375 20,780 SH   DFND 17 20,780 0 0
EMCOR GROUP INC COM 29084Q100 71,856 834,367 SH   DFND 17 830,298 0 4,069
EMCOR GROUP INC COM 29084Q100 5,181 60,155 SH   DFND 21 4,553 0 55,602
EMERGENT BIOSOLUTIONS INC COM 29089Q105 146 2,800 SH   DFND 17 2,800 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 739 14,142 SH   DFND 21 14,142 0 0
EMERSON ELEC CO COM 291011104 593 8,875 SH   DFND 4 8,875 0 0
EMERSON ELEC CO COM 291011104 2,810 42,035 SH   DFND 17 42,035 0 0
EMERSON ELEC CO COM 291011104 1,270 19,000 SH   DFND 21 19,000 0 0
EMERSON ELEC CO CALL 291011904 2,701 40,400 SH Call DFND 4 40,400 0 0
EMERSON ELEC CO PUT 291011954 7,074 105,800 SH Put DFND 4 105,800 0 0
EMPIRE ST RLTY TR INC CL A 292104106 3,282 230,000 SH   DFND 4 230,000 0 0
EMPIRE ST RLTY TR INC CL A 292104106 105 7,341 SH   DFND 17 7,341 0 0
EMPLOYERS HOLDINGS INC COM 292218104 554 12,710 SH   DFND 17 12,710 0 0
EMPLOYERS HOLDINGS INC COM 292218104 882 20,238 SH   DFND 21 20,238 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 15,022 1,248,734 SH   DFND 4 1,248,734 0 0
ENBRIDGE INC COM 29250N105 22,188 631,752 SH   DFND 4 631,752 0 0
ENBRIDGE INC COM 29250N105 4,861 138,422 SH   DFND 17 138,313 0 109
ENBRIDGE INC COM 29250N105 32,418 923,066 SH   DFND 21 525,535 0 397,531
ENBRIDGE INC COM 29250N105 542 15,000 SH   DFND 24 15,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 38,885 37,800,000 PRN   DFND 17 37,800,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 50,391 51,465,000 PRN   DFND 17 51,465,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 22,032 21,680,000 PRN   DFND 17 21,680,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 20,204 319,279 SH   DFND 17 319,279 0 0
ENCOMPASS HEALTH CORP COM 29261A100 5,678 89,735 SH   DFND 21 56,061 0 33,674
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 25,421 1,943,515 SH   DFND 4 1,943,515 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1 55 SH   DFND 17 0 0 55
ENEL AMERICAS S A SPONSORED ADR 29274F104 229 25,140 SH   DFND 21 0 0 25,140
ENERSYS COM 29275Y102 127 1,929 SH   DFND 17 1,929 0 0
ENERSYS COM 29275Y102 3,780 57,321 SH   DFND 21 38,065 0 19,256
ENERPLUS CORP COM 292766102 14,881 1,996,203 SH   DFND 17 1,996,203 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 18,132 2,133,184 SH   DFND 4 2,133,184 0 0
ENNIS INC COM 293389102 4,813 238,156 SH   DFND 17 238,156 0 0
ENNIS INC COM 293389102 493 24,407 SH   DFND 21 18,835 0 5,572
ENOVA INTL INC COM 29357K103 225 10,841 SH   DFND 17 10,841 0 0
ENOVA INTL INC COM 29357K103 1,035 49,896 SH   DFND 21 34,230 0 15,666
ENSIGN GROUP INC COM 29358P101 10,490 236,624 SH   DFND 17 232,739 0 3,885
ENSIGN GROUP INC COM 29358P101 7,211 162,660 SH   DFND 21 40,392 0 122,268
ENSIGN GROUP INC COM 29358P101 11 256 SH   DFND 25 256 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 78,429 115,337,000 PRN   DFND 4 115,337,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 57,420 85,220,000 PRN   DFND 17 85,220,000 0 0
ENTEGRIS INC COM 29362U104 6,318 134,247 SH   DFND 17 106,567 0 27,680
ENTERGY CORP NEW COM 29364G103 6 51 SH   DFND 4 51 0 0
ENTERGY CORP NEW COM 29364G103 15,593 132,864 SH   DFND 17 132,864 0 0
ENTERGY CORP NEW COM 29364G103 271 2,311 SH   DFND 20 2,311 0 0
ENTERGY CORP NEW COM 29364G103 67,681 576,694 SH   DFND 21 471,067 0 105,627
ENTERGY CORP NEW COM 29364G103 138 1,177 SH   DFND 25 1,177 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 10,664 261,705 SH   DFND 17 261,705 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 36,803 1,287,726 SH   DFND 4 1,287,726 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 58,650 54,505,000 PRN   DFND 17 49,495,000 0 5,010,000
EPAM SYS INC COM 29414B104 35,170 192,904 SH   DFND 17 174,944 0 17,960
EPAM SYS INC COM 29414B104 9,346 51,262 SH   DFND 21 3,804 0 47,458
EPIZYME INC COM 29428V104 437 42,372 SH   DFND 17 42,372 0 0
EPIZYME INC COM 29428V104 204 20,100 SH   DFND 24 20,100 0 0
EQUIFAX INC COM 294429105 11,515 81,858 SH   DFND 17 65,889 0 15,969
EQUINIX INC COM 29444U700 48,674 84,386 SH   DFND 4 84,386 0 0
EQUINIX INC COM 29444U700 10,751 18,639 SH   DFND 17 18,637 0 2
EQUINIX INC CALL 29444U900 7,268 12,600 SH Call DFND 4 12,600 0 0
EQUINIX INC PUT 29444U950 11,824 20,500 SH Put DFND 4 20,500 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 931 64,000 SH   DFND 4 64,000 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 147 10,119 SH   DFND 17 10,119 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 714 20,856 SH   DFND 17 20,856 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 26,216 196,225 SH   DFND 4 196,225 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,845 36,267 SH   DFND 17 29,781 0 6,486
EQUITY RESIDENTIAL SH BEN INT 29476L107 23,304 270,160 SH   DFND 4 270,160 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,357 38,914 SH   DFND 17 38,914 0 0
ERIE INDTY CO CL A 29530P102 37 200 SH   DFND 4 200 0 0
ERIE INDTY CO CL A 29530P102 225 1,214 SH   DFND 17 1,214 0 0
ERIE INDTY CO CL A 29530P102 1,279 6,891 SH   DFND 21 6,891 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 1,682 73,410 SH   DFND 17 73,410 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 180 7,877 SH   DFND 21 7,877 0 0
ESSEX PPTY TR INC COM 297178105 30,522 93,439 SH   DFND 4 93,439 0 0
ESSEX PPTY TR INC COM 297178105 4,114 12,593 SH   DFND 17 12,593 0 0
ESSEX PPTY TR INC COM 297178105 14,535 44,497 SH   DFND 21 44,497 0 0
ETSY INC COM 29786A106 16,002 283,226 SH   DFND 17 177,558 0 105,668
ETSY INC COM 29786A106 224 3,961 SH   DFND 21 2,957 0 1,004
ETSY INC NOTE 3/0 29786AAC0 10,416 6,185,000 PRN   DFND 17 5,015,000 0 1,170,000
EURONET WORLDWIDE INC COM 298736109 551 3,765 SH   DFND 17 3,765 0 0
EURONET WORLDWIDE INC COM 298736109 123 843 SH   DFND 20 843 0 0
EURONET WORLDWIDE INC COM 298736109 25,152 171,919 SH   DFND 21 89,230 0 82,689
EVERCORE INC CLASS A 29977A105 157 1,966 SH   DFND 17 1,966 0 0
EVERCORE INC CLASS A 29977A105 2,138 26,689 SH   DFND 21 26,689 0 0
EVERBRIDGE INC COM 29978A104 1,725 27,954 SH   DFND 17 27,954 0 0
EVERI HLDGS INC COM 30034T103 59 6,988 SH   DFND 17 6,988 0 0
EVERI HLDGS INC COM 30034T103 1,652 195,306 SH   DFND 21 28,497 0 166,809
EVERGY INC COM 30034W106 14,466 217,339 SH   DFND 17 217,323 0 16
EVERGY INC COM 30034W106 9,187 138,031 SH   DFND 21 57,494 0 80,537
EVERGY INC COM 30034W106 80 1,205 SH   DFND 25 1,205 0 0
EVERTEC INC COM 30040P103 85 2,715 SH   DFND 17 2,715 0 0
EVERTEC INC COM 30040P103 113 3,608 SH   DFND 20 3,608 0 0
EVERTEC INC COM 30040P103 14,616 468,160 SH   DFND 21 390,910 0 77,250
EVERTEC INC COM 30040P103 39 1,248 SH   DFND 25 1,248 0 0
EVERSOURCE ENERGY COM 30040W108 2,801 32,773 SH   DFND 17 32,760 0 13
EVERSOURCE ENERGY COM 30040W108 3,699 43,273 SH   DFND 21 43,273 0 0
EVERSOURCE ENERGY CALL 30040W908 265 3,100 SH Call DFND 4 3,100 0 0
EVERQUOTE INC COM CL A 30041R108 573 26,844 SH   DFND 17 26,844 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 659 112,796 SH   DFND 17 112,796 0 0
EVOLENT HEALTH INC CL A 30050B101 24 3,323 SH   DFND 17 3,323 0 0
EVOLENT HEALTH INC CL A 30050B101 1,077 149,788 SH   DFND 21 149,788 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 27,628 31,645,000 PRN   DFND 17 31,645,000 0 0
EXACT SCIENCES CORP COM 30063P105 4,991 55,224 SH   DFND 17 44,849 0 10,375
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 143,425 132,603,000 PRN   DFND 17 120,870,000 0 11,733,000
EXANTAS CAP CORP COM NEW 30068N105 662 58,232 SH   DFND 17 58,232 0 0
EXELON CORP COM 30161N101 786 16,265 SH   DFND 4 16,265 0 0
EXELON CORP COM 30161N101 105,428 2,182,321 SH   DFND 17 2,167,216 0 15,105
EXELON CORP COM 30161N101 282 5,836 SH   DFND 20 5,836 0 0
EXELON CORP COM 30161N101 156,778 3,245,259 SH   DFND 21 2,002,062 0 1,243,197
EXELON CORP COM 30161N101 152 3,149 SH   DFND 25 3,149 0 0
EXELON CORP CALL 30161N901 2,580 53,400 SH Call DFND 4 53,400 0 0
EXELON CORP PUT 30161N951 7,536 156,000 SH Put DFND 4 156,000 0 0
EXELIXIS INC COM 30161Q104 318 17,969 SH   DFND 17 14,849 0 3,120
EXPEDIA GROUP INC COM NEW 30212P303 2,533 18,848 SH   DFND 4 18,848 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,939 14,428 SH   DFND 17 10,951 0 3,477
EXPEDIA GROUP INC COM NEW 30212P303 1,252 9,315 SH   DFND 21 9,315 0 0
EXPEDITORS INTL WASH INC COM 302130109 40,552 545,863 SH   DFND 17 543,532 0 2,331
EXPEDITORS INTL WASH INC COM 302130109 22,461 302,340 SH   DFND 21 78,336 0 224,004
EXTRA SPACE STORAGE INC COM 30225T102 9,561 81,845 SH   DFND 4 81,845 0 0
EXTRA SPACE STORAGE INC COM 30225T102 7,635 65,361 SH   DFND 17 65,352 0 9
EXTRACTION OIL AND GAS INC COM 30227M105 428 145,598 SH   DFND 17 145,598 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 1,634 555,617 SH   DFND 21 555,617 0 0
EXXON MOBIL CORP COM 30231G102 16,720 236,792 SH   DFND 4 236,792 0 0
EXXON MOBIL CORP COM 30231G102 76,282 1,080,330 SH   DFND 17 1,070,691 0 9,639
EXXON MOBIL CORP COM 30231G102 422 5,971 SH   DFND 20 5,971 0 0
EXXON MOBIL CORP COM 30231G102 146,037 2,068,223 SH   DFND 21 1,566,760 0 501,463
EXXON MOBIL CORP COM 30231G102 2,480 34,700 SH   DFND 24 34,700 0 0
EXXON MOBIL CORP COM 30231G102 102 1,450 SH   DFND 25 1,450 0 0
EXXON MOBIL CORP CALL 30231G902 43,263 612,700 SH Call DFND 4 612,700 0 0
EXXON MOBIL CORP PUT 30231G952 63,669 901,700 SH Put DFND 4 901,700 0 0
FLIR SYS INC COM 302445101 24,634 468,412 SH   DFND 17 468,412 0 0
FLIR SYS INC COM 302445101 11,266 214,220 SH   DFND 21 130,323 0 83,897
FLIR SYS INC COM 302445101 33 630 SH   DFND 25 630 0 0
F M C CORP COM NEW 302491303 2,508 28,601 SH   DFND 4 28,601 0 0
F M C CORP COM NEW 302491303 27,682 315,715 SH   DFND 17 291,566 0 24,149
F M C CORP COM NEW 302491303 5,555 64,500 SH   DFND 24 64,500 0 0
FNB CORP PA COM 302520101 10,305 893,729 SH   DFND 17 893,729 0 0
FNB CORP PA COM 302520101 2,777 240,842 SH   DFND 21 240,842 0 0
FTI CONSULTING INC COM 302941109 4,034 38,059 SH   DFND 17 38,059 0 0
FTI CONSULTING INC COM 302941109 6,602 62,286 SH   DFND 21 49,306 0 12,980
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 22,752 18,660,000 PRN   DFND 17 11,120,000 0 7,540,000
FACEBOOK INC CL A 30303M102 23,008 129,198 SH   DFND 4 129,198 0 0
FACEBOOK INC CL A 30303M102 849,227 4,768,924 SH   DFND 17 4,421,489 0 347,435
FACEBOOK INC CL A 30303M102 519 2,917 SH   DFND 20 2,917 0 0
FACEBOOK INC CL A 30303M102 380,612 2,137,307 SH   DFND 21 1,558,934 0 578,373
FACEBOOK INC CL A 30303M102 233 1,308 SH   DFND 25 1,308 0 0
FACEBOOK INC CALL 30303M902 58,446 328,200 SH Call DFND 4 328,200 0 0
FACEBOOK INC PUT 30303M952 123,926 695,900 SH Put DFND 4 695,900 0 0
FACTSET RESH SYS INC COM 303075105 453 1,866 SH   DFND 17 1,866 0 0
FAIR ISAAC CORP COM 303250104 36,135 119,053 SH   DFND 17 119,053 0 0
FAIR ISAAC CORP COM 303250104 4,711 15,521 SH   DFND 21 13,555 0 1,966
FATE THERAPEUTICS INC COM 31189P102 682 43,947 SH   DFND 17 43,947 0 0
FASTENAL CO COM 311900104 1,278 39,128 SH   DFND 17 39,128 0 0
FASTENAL CO COM 311900104 2,355 72,092 SH   DFND 21 65,346 0 6,746
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 10,787 79,234 SH   DFND 4 79,234 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 685 5,030 SH   DFND 17 5,030 0 0
FEDERAL SIGNAL CORP COM 313855108 88 2,691 SH   DFND 17 2,691 0 0
FEDERAL SIGNAL CORP COM 313855108 2,387 72,909 SH   DFND 21 0 0 72,909
FEDERATED INVS INC PA CL B 314211103 140 4,330 SH   DFND 17 4,330 0 0
FEDERATED INVS INC PA CL B 314211103 1,521 46,933 SH   DFND 21 28,673 0 18,260
FEDEX CORP COM 31428X106 5,715 39,259 SH   DFND 4 39,259 0 0
FEDEX CORP COM 31428X106 3,062 21,033 SH   DFND 17 21,033 0 0
FEDEX CORP COM 31428X106 5,601 38,475 SH   DFND 21 20,348 0 18,127
FEDEX CORP CALL 31428X906 4,323 29,700 SH Call DFND 4 29,700 0 0
FEDEX CORP PUT 31428X956 11,398 78,300 SH Put DFND 4 78,300 0 0
FEDNAT HLDG CO COM 31431B109 7 520 SH   DFND 17 520 0 0
FEDNAT HLDG CO COM 31431B109 153 10,921 SH   DFND 21 10,921 0 0
F5 NETWORKS INC COM 315616102 576 4,100 SH   DFND 17 4,100 0 0
F5 NETWORKS INC COM 315616102 2,572 18,318 SH   DFND 21 8,732 0 9,586
FIBROGEN INC COM 31572Q808 1,734 46,888 SH   DFND 17 46,888 0 0
FIBROGEN INC COM 31572Q808 847 22,400 SH   DFND 24 22,400 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 99,818 751,870 SH   DFND 17 613,331 0 138,539
FIDELITY NATL INFORMATION SV COM 31620M106 15,180 114,339 SH   DFND 21 61,561 0 52,778
FIDELITY NATL INFORMATION SV COM 31620M106 54 408 SH   DFND 25 408 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 5,377 40,500 SH Call DFND 4 40,500 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 6,107 46,000 SH Put DFND 4 46,000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 583 13,135 SH   DFND 17 13,135 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,914 88,127 SH   DFND 21 88,127 0 0
FIFTH THIRD BANCORP COM 316773100 1,520 55,500 SH   DFND 4 55,500 0 0
FIFTH THIRD BANCORP COM 316773100 14,516 530,161 SH   DFND 17 530,161 0 0
FIFTH THIRD BANCORP COM 316773100 16,141 589,510 SH   DFND 21 369,658 0 219,852
FIFTH THIRD BANCORP CALL 316773900 526 19,200 SH Call DFND 4 19,200 0 0
58 COM INC SPON ADR REP A 31680Q104 391 7,921 SH   DFND 17 7,921 0 0
58 COM INC SPON ADR REP A 31680Q104 255 5,163 SH   DFND 21 5,163 0 0
FINANCIAL INSTNS INC COM 317585404 72 2,395 SH   DFND 17 2,395 0 0
FINANCIAL INSTNS INC COM 317585404 1,256 41,603 SH   DFND 21 41,603 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 65,325 65,510,000 PRN   DFND 17 65,510,000 0 0
FIREEYE INC COM 31816Q101 13,361 1,001,538 SH   DFND 17 1,001,538 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 38,071 40,260,000 PRN   DFND 17 40,260,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 64,616 68,770,000 PRN   DFND 17 68,770,000 0 0
FIRST AMERN FINL CORP COM 31847R102 12,710 215,389 SH   DFND 17 215,389 0 0
FIRST AMERN FINL CORP COM 31847R102 15,099 255,880 SH   DFND 21 75,574 0 180,306
FIRST BANCORP P R COM NEW 318672706 96 9,665 SH   DFND 17 9,665 0 0
FIRST BANCORP P R COM NEW 318672706 1,217 121,962 SH   DFND 21 94,354 0 27,608
FIRST DEFIANCE FINL CORP COM 32006W106 1,372 47,359 SH   DFND 17 47,359 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 211 7,271 SH   DFND 21 5,644 0 1,627
FIRST FINL BANKSHARES COM 32020R109 1,114 33,427 SH   DFND 17 33,427 0 0
FIRST FNDTN INC COM 32026V104 1,138 74,528 SH   DFND 17 74,528 0 0
FIRST HORIZON NATL CORP COM 320517105 251 15,505 SH   DFND 17 15,505 0 0
FIRST HORIZON NATL CORP COM 320517105 327 20,206 SH   DFND 21 20,206 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 11,701 295,770 SH   DFND 4 295,770 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 24,430 617,545 SH   DFND 17 438,942 0 178,603
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 10,388 258,150 SH   DFND 17 258,150 0 0
FIRST MERCHANTS CORP COM 320817109 14,962 397,561 SH   DFND 17 327,556 0 70,005
FIRST MERCHANTS CORP COM 320817109 225 5,987 SH   DFND 21 5,987 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 14,590 150,884 SH   DFND 17 150,884 0 0
FIRST SOLAR INC COM 336433107 4,022 69,336 SH   DFND 17 69,336 0 0
FIRST SOLAR INC COM 336433107 164 2,822 SH   DFND 21 1,377 0 1,445
FIRSTSERVICE CORP NEW COM 33767E202 235 2,293 SH   DFND 21 2,293 0 0
FISERV INC COM 337738108 191,233 1,846,264 SH   DFND 17 1,750,944 0 95,320
FISERV INC COM 337738108 14,149 136,586 SH   DFND 21 136,586 0 0
FISERV INC CALL 337738908 3,035 29,300 SH Call DFND 4 29,300 0 0
FISERV INC PUT 337738958 6,112 59,000 SH Put DFND 4 59,000 0 0
FIRSTENERGY CORP COM 337932107 3,416 70,824 SH   DFND 17 70,824 0 0
FIRSTENERGY CORP COM 337932107 119 2,465 SH   DFND 20 2,465 0 0
FIRSTENERGY CORP COM 337932107 19,650 407,427 SH   DFND 21 312,101 0 95,326
FIRSTENERGY CORP COM 337932107 88 1,826 SH   DFND 25 1,826 0 0
FIRSTENERGY CORP CALL 337932907 695 14,400 SH Call DFND 4 14,400 0 0
FIRSTENERGY CORP PUT 337932957 1,066 22,100 SH Put DFND 4 22,100 0 0
FITBIT INC CL A 33812L102 39 10,181 SH   DFND 17 10,181 0 0
FIVE BELOW INC COM 33829M101 344 2,726 SH   DFND 17 2,726 0 0
FIVE9 INC COM 338307101 6,522 121,369 SH   DFND 17 75,141 0 46,228
FIVE9 INC COM 338307101 366 6,803 SH   DFND 21 6,803 0 0
FIVE9 INC NOTE 0.125% 5/0 338307AB7 24,335 16,330,000 PRN   DFND 17 10,300,000 0 6,030,000
FLEETCOR TECHNOLOGIES INC COM 339041105 1,913 6,670 SH   DFND 17 6,670 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 60,182 209,855 SH   DFND 21 209,855 0 0
FLEETCOR TECHNOLOGIES INC CALL 339041905 1,893 6,600 SH Call DFND 4 6,600 0 0
FLEETCOR TECHNOLOGIES INC PUT 339041955 373 1,300 SH Put DFND 4 1,300 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 21,395 23,685,000 PRN   DFND 17 23,685,000 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 8,851 173,045 SH   DFND 17 136,249 0 36,796
FLUOR CORP NEW COM 343412102 31,504 1,647,517 SH   DFND 17 1,647,517 0 0
FLOWERS FOODS INC COM 343498101 472 20,409 SH   DFND 17 20,409 0 0
FLOWSERVE CORP COM 34354P105 422 9,028 SH   DFND 17 9,028 0 0
FLOWSERVE CORP COM 34354P105 39 828 SH   DFND 21 0 0 828
FLOWSERVE CORP COM 34354P105 3,747 80,000 SH   DFND 24 80,000 0 0
FLUENT INC COM 34380C102 159 58,081 SH   DFND 17 58,081 0 0
FLUIDIGM CORP DEL COM 34385P108 794 171,598 SH   DFND 17 171,598 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 560 27,286 SH   DFND 21 12,971 0 14,315
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 343 3,747 SH   DFND 21 0 0 3,747
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,187 13,000 SH   DFND 24 13,000 0 0
FOOT LOCKER INC COM 344849104 10,704 248,000 SH   DFND 4 248,000 0 0
FOOT LOCKER INC COM 344849104 1,450 33,604 SH   DFND 17 33,604 0 0
FOOT LOCKER INC COM 344849104 11,216 259,879 SH   DFND 21 209,154 0 50,725
FOOT LOCKER INC COM 344849104 18 422 SH   DFND 25 422 0 0
FORD MTR CO DEL COM 345370860 675 73,699 SH   DFND 4 73,699 0 0
FORD MTR CO DEL COM 345370860 82,171 8,971,753 SH   DFND 17 8,971,753 0 0
FORD MTR CO DEL COM 345370860 1,688 184,244 SH   DFND 21 125,800 0 58,444
FORD MTR CO DEL CALL 345370900 769 83,900 SH Call DFND 4 83,900 0 0
FORD MTR CO DEL PUT 345370950 3,337 364,300 SH Put DFND 4 364,300 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 30,593 806,784 SH   DFND 17 779,629 0 27,155
FORESTAR GROUP INC COM 346232101 187 10,249 SH   DFND 17 10,249 0 0
FORESTAR GROUP INC COM 346232101 1,147 62,748 SH   DFND 21 62,748 0 0
FORMFACTOR INC COM 346375108 2,114 113,399 SH   DFND 17 113,399 0 0
FORMFACTOR INC COM 346375108 1,581 84,794 SH   DFND 21 51,673 0 33,121
FORTIS INC COM 349553107 10,242 242,104 SH   DFND 21 54,596 0 187,508
FORTINET INC COM 34959E109 105,961 1,380,415 SH   DFND 17 1,274,518 0 105,897
FORTINET INC COM 34959E109 51,818 675,071 SH   DFND 21 320,537 0 354,534
FORTINET INC COM 34959E109 82 1,071 SH   DFND 25 1,071 0 0
FORTIVE CORP COM 34959J108 86 1,249 SH   DFND 4 1,249 0 0
FORTIVE CORP COM 34959J108 3,034 44,250 SH   DFND 17 44,250 0 0
FORTIVE CORP COM 34959J108 11,237 163,894 SH   DFND 21 163,572 0 322
FORTIVE CORP COM 34959J108 1,574 22,942 SH   DFND 24 22,942 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 135,209 149,878 SH   DFND 17 144,615 0 5,263
FORTIVE CORP CALL 34959J908 377 5,500 SH Call DFND 4 5,500 0 0
FORTIVE CORP PUT 34959J958 309 4,500 SH Put DFND 4 4,500 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 522 9,552 SH   DFND 17 9,552 0 0
FORWARD AIR CORP COM 349853101 81 1,269 SH   DFND 17 1,269 0 0
FORWARD AIR CORP COM 349853101 765 12,003 SH   DFND 21 12,003 0 0
FOX CORP CL A COM 35137L105 161 5,100 SH   DFND 4 5,100 0 0
FOX CORP CL A COM 35137L105 763 24,199 SH   DFND 17 24,199 0 0
FOX CORP CL A COM 35137L105 374 11,862 SH   DFND 21 11,862 0 0
FOX CORP CL B COM 35137L204 271 8,600 SH   DFND 4 8,600 0 0
FOX CORP CL B COM 35137L204 353 11,197 SH   DFND 17 11,197 0 0
FOX CORP CL B COM 35137L204 433 13,722 SH   DFND 21 13,722 0 0
FOX FACTORY HLDG CORP COM 35138V102 6,118 98,289 SH   DFND 17 55,208 0 43,081
FOX FACTORY HLDG CORP COM 35138V102 2,786 44,768 SH   DFND 21 25,111 0 19,657
FRANCO NEVADA CORP COM 351858105 1,966 21,561 SH   DFND 17 21,561 0 0
FRANCO NEVADA CORP COM 351858105 2,958 32,438 SH   DFND 21 32,438 0 0
FRANKLIN COVEY CO COM 353469109 729 20,824 SH   DFND 17 20,824 0 0
FRANKLIN ELEC INC COM 353514102 99 2,078 SH   DFND 17 2,078 0 0
FRANKLIN ELEC INC COM 353514102 494 10,336 SH   DFND 21 10,336 0 0
FRANKLIN RES INC COM 354613101 932 32,300 SH   DFND 4 32,300 0 0
FRANKLIN RES INC COM 354613101 556 19,250 SH   DFND 17 19,250 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 88 10,366 SH   DFND 17 10,366 0 0
FREEPORT-MCMORAN INC CL B 35671D857 6,633 693,107 SH   DFND 17 693,107 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9,136 954,664 SH   DFND 21 954,664 0 0
FRESHPET INC COM 358039105 18,346 368,611 SH   DFND 17 245,958 0 122,653
FRESHPET INC COM 358039105 7,673 154,163 SH   DFND 21 154,163 0 0
FRONTDOOR INC COM 35905A109 774 15,926 SH   DFND 17 15,926 0 0
FRONTDOOR INC COM 35905A109 1,139 23,444 SH   DFND 21 22,294 0 1,150
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,219 1,405,484 SH   DFND 17 1,405,484 0 0
FUNKO INC COM CL A 361008105 17 802 SH   DFND 17 802 0 0
FUNKO INC COM CL A 361008105 554 26,928 SH   DFND 21 26,928 0 0
GATX CORP COM 361448103 428 5,514 SH   DFND 17 5,514 0 0
GCI LIBERTY INC COM CLASS A 36164V305 304 4,894 SH   DFND 17 4,894 0 0
GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 14,365 13,450,000 PRN   DFND 17 13,450,000 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 307 2,665 SH   DFND 17 2,665 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 128 1,100 SH   DFND 24 1,100 0 0
G1 THERAPEUTICS INC COM 3621LQ109 610 26,794 SH   DFND 17 26,794 0 0
G1 THERAPEUTICS INC COM 3621LQ109 666 29,219 SH   DFND 21 29,219 0 0
G1 THERAPEUTICS INC COM 3621LQ109 408 12,000 SH   DFND 24 12,000 0 0
GMS INC COM 36251C103 461 16,058 SH   DFND 17 16,058 0 0
GSX TECHEDU INC SPONSORED ADS 36257Y109 1,800 117,552 SH   DFND 20 117,552 0 0
GALLAGHER ARTHUR J & CO COM 363576109 34,868 389,277 SH   DFND 17 322,627 0 66,650
GALLAGHER ARTHUR J & CO COM 363576109 1,707 19,057 SH   DFND 21 3,173 0 15,884
GAMING & LEISURE PPTYS INC COM 36467J108 8,489 222,000 SH   DFND 4 222,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,222 58,111 SH   DFND 17 58,111 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 18,794 491,467 SH   DFND 21 435,340 0 56,127
GAMING & LEISURE PPTYS INC COM 36467J108 44 1,159 SH   DFND 25 1,159 0 0
GAMESTOP CORP NEW CALL 36467W909 221 40,000 SH Call DFND 21 40,000 0 0
GAP INC COM 364760108 257 14,787 SH   DFND 17 14,787 0 0
GAP INC COM 364760108 244 14,052 SH   DFND 21 14,052 0 0
GARRETT MOTION INC COM 366505105 13 1,276 SH   DFND 17 1,276 0 0
GARRETT MOTION INC COM 366505105 2 192 SH   DFND 20 192 0 0
GARRETT MOTION INC COM 366505105 174 17,489 SH   DFND 21 17,489 0 0
GARTNER INC COM 366651107 863 6,036 SH   DFND 17 6,036 0 0
GENERAC HLDGS INC COM 368736104 1,540 19,658 SH   DFND 17 16,448 0 3,210
GENERAL DYNAMICS CORP COM 369550108 523 2,863 SH   DFND 4 2,863 0 0
GENERAL DYNAMICS CORP COM 369550108 2,437 13,339 SH   DFND 17 13,339 0 0
GENERAL DYNAMICS CORP COM 369550108 11,446 62,639 SH   DFND 21 0 0 62,639
GENERAL DYNAMICS CORP CALL 369550908 3,984 21,800 SH Call DFND 4 21,800 0 0
GENERAL DYNAMICS CORP PUT 369550958 10,196 55,800 SH Put DFND 4 55,800 0 0
GENERAL ELECTRIC CO COM 369604103 3,717 415,735 SH   DFND 4 415,735 0 0
GENERAL ELECTRIC CO COM 369604103 113,026 12,642,690 SH   DFND 17 11,544,428 0 1,098,262
GENERAL ELECTRIC CO COM 369604103 1,104 123,468 SH   DFND 21 30,000 0 93,468
GENERAL ELECTRIC CO CALL 369604903 5,575 623,600 SH Call DFND 4 623,600 0 0
GENERAL ELECTRIC CO PUT 369604953 11,584 1,295,800 SH Put DFND 4 1,295,800 0 0
GENERAL MLS INC COM 370334104 1,058 19,200 SH   DFND 4 19,200 0 0
GENERAL MLS INC COM 370334104 10,889 197,545 SH   DFND 17 197,545 0 0
GENERAL MLS INC COM 370334104 54,708 992,532 SH   DFND 21 834,183 0 158,349
GENERAL MLS INC COM 370334104 2,458 44,800 SH   DFND 24 44,800 0 0
GENERAL MLS INC CALL 370334904 1,802 32,700 SH Call DFND 4 32,700 0 0
GENERAL MLS INC PUT 370334954 1,345 24,400 SH Put DFND 4 24,400 0 0
GENERAL MTRS CO COM 37045V100 1,123 29,964 SH   DFND 4 29,964 0 0
GENERAL MTRS CO COM 37045V100 41,557 1,108,767 SH   DFND 17 1,099,257 0 9,510
GENERAL MTRS CO COM 37045V100 225 5,993 SH   DFND 20 5,993 0 0
GENERAL MTRS CO COM 37045V100 80,452 2,146,533 SH   DFND 21 1,787,862 0 358,671
GENERAL MTRS CO COM 37045V100 93 2,478 SH   DFND 25 2,478 0 0
GENERAL MTRS CO CALL 37045V900 4,618 123,200 SH Call DFND 4 123,200 0 0
GENERAL MTRS CO PUT 37045V950 8,737 233,100 SH Put DFND 4 233,100 0 0
GENESCO INC COM 371532102 29 719 SH   DFND 17 719 0 0
GENESCO INC COM 371532102 2,252 56,276 SH   DFND 21 27,005 0 29,271
GENESCO INC COM 371532102 23 583 SH   DFND 25 583 0 0
GENESEE & WYO INC CL A 371559105 307 2,782 SH   DFND 17 2,782 0 0
GENESEE & WYO INC CL A 371559105 8,380 75,833 SH   DFND 21 75,833 0 0
GENTEX CORP COM 371901109 351 12,735 SH   DFND 17 12,735 0 0
GENTEX CORP COM 371901109 629 22,854 SH   DFND 21 22,854 0 0
GENOMIC HEALTH INC COM 37244C101 2,269 33,449 SH   DFND 17 30,524 0 2,925
GENOMIC HEALTH INC COM 37244C101 1,634 24,091 SH   DFND 21 23,804 0 287
GENUINE PARTS CO COM 372460105 970 9,738 SH   DFND 17 9,738 0 0
GENUINE PARTS CO COM 372460105 3,046 30,588 SH   DFND 21 30,588 0 0
GENWORTH FINL INC COM CL A 37247D106 756 171,801 SH   DFND 17 171,801 0 0
GENWORTH FINL INC COM CL A 37247D106 1,525 346,481 SH   DFND 21 223,867 0 122,614
GIBRALTAR INDS INC COM 374689107 2,713 59,050 SH   DFND 17 28,978 0 30,072
GILEAD SCIENCES INC COM 375558103 16,639 262,520 SH   DFND 4 262,520 0 0
GILEAD SCIENCES INC COM 375558103 178,926 2,823,264 SH   DFND 17 2,823,264 0 0
GILEAD SCIENCES INC COM 375558103 29,776 469,803 SH   DFND 21 310,595 0 159,208
GILEAD SCIENCES INC COM 375558103 8,353 132,800 SH   DFND 24 132,800 0 0
GILEAD SCIENCES INC CALL 375558903 11,111 175,300 SH Call DFND 4 175,300 0 0
GILEAD SCIENCES INC PUT 375558953 18,361 289,700 SH Put DFND 4 289,700 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,171 32,978 SH   DFND 21 16,609 0 16,369
GLACIER BANCORP INC NEW COM 37637Q105 9,383 231,904 SH   DFND 17 231,904 0 0
GLACIER BANCORP INC NEW COM 37637Q105 200 4,948 SH   DFND 21 4,948 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4,402 103,131 SH   DFND 17 103,131 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 412 8,484 SH   DFND 17 8,484 0 0
GLOBAL NET LEASE INC COM NEW 379378201 375 19,254 SH   DFND 17 19,254 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,838 94,258 SH   DFND 21 94,258 0 0
GLOBAL PMTS INC COM 37940X102 58,682 369,069 SH   DFND 17 298,731 0 70,338
GLOBAL PMTS INC COM 37940X102 529 3,330 SH   DFND 20 3,330 0 0
GLOBAL PMTS INC COM 37940X102 92,233 580,084 SH   DFND 21 507,248 0 72,836
GLOBAL PMTS INC COM 37940X102 117 733 SH   DFND 25 733 0 0
GLOBAL PMTS INC CALL 37940X902 1,256 7,900 SH Call DFND 4 7,900 0 0
GLOBAL PMTS INC PUT 37940X952 509 3,200 SH Put DFND 4 3,200 0 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 1,059 113,231 SH   DFND 24 0 0 113,231
GLOBAL MED REIT INC COM NEW 37954A204 16 1,419 SH   DFND 17 1,419 0 0
GLOBAL MED REIT INC COM NEW 37954A204 415 36,369 SH   DFND 21 36,369 0 0
GLOBUS MED INC CL A 379577208 1,467 28,688 SH   DFND 17 28,688 0 0
GLOBUS MED INC CL A 379577208 375 7,331 SH   DFND 21 0 0 7,331
GLOBE LIFE INC COM 37959E102 977 10,200 SH   DFND 17 10,200 0 0
GLOBE LIFE INC COM 37959E102 2,734 28,552 SH   DFND 21 24,362 0 4,190
GLU MOBILE INC COM 379890106 1,201 240,598 SH   DFND 17 240,598 0 0
GLU MOBILE INC COM 379890106 3,565 714,520 SH   DFND 21 386,364 0 328,156
GLU MOBILE INC COM 379890106 21 4,173 SH   DFND 25 4,173 0 0
GODADDY INC CL A 380237107 586 8,876 SH   DFND 17 8,876 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2,022 410,905 SH   DFND 17 356,305 0 54,600
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 35 7,205 SH   DFND 20 7,205 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 126 25,527 SH   DFND 21 25,527 0 0
GOLD RESOURCE CORP COM 38068T105 32 10,494 SH   DFND 17 10,494 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,595 7,699 SH   DFND 4 7,699 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 22,144 106,858 SH   DFND 17 89,908 0 16,950
GOLDMAN SACHS GROUP INC COM 38141G104 337 1,624 SH   DFND 21 0 0 1,624
GOLDMAN SACHS GROUP INC CALL 38141G904 10,113 48,800 SH Call DFND 4 48,800 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 19,086 92,100 SH Put DFND 4 92,100 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 167 11,569 SH   DFND 17 11,569 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 562 39,020 SH   DFND 21 31,839 0 7,181
GOOSEHEAD INS INC COM CL A 38267D109 25 515 SH   DFND 17 515 0 0
GOOSEHEAD INS INC COM CL A 38267D109 1,594 32,300 SH   DFND 20 32,300 0 0
GRACE W R & CO DEL NEW COM 38388F108 190 2,849 SH   DFND 17 2,849 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,601 23,974 SH   DFND 21 23,974 0 0
GRACO INC COM 384109104 378 8,207 SH   DFND 17 8,207 0 0
GRAHAM HLDGS CO COM 384637104 678 1,022 SH   DFND 17 1,022 0 0
GRAHAM HLDGS CO COM 384637104 4,659 7,022 SH   DFND 21 1,953 0 5,069
GRAINGER W W INC COM 384802104 894 3,010 SH   DFND 17 3,010 0 0
GRAND CANYON ED INC COM 38526M106 712 7,252 SH   DFND 17 6,502 0 750
GRANITE PT MTG TR INC COM 38741L107 1,144 61,042 SH   DFND 17 61,042 0 0
GRANITE PT MTG TR INC COM 38741L107 1,200 64,054 SH   DFND 21 64,054 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 4,899 101,111 SH   DFND 17 101,111 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 961 65,136 SH   DFND 17 65,136 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 25 1,672 SH   DFND 21 1,672 0 0
GRAY TELEVISION INC COM 389375106 3,456 211,770 SH   DFND 17 211,770 0 0
GRAY TELEVISION INC COM 389375106 54 3,288 SH   DFND 20 3,288 0 0
GRAY TELEVISION INC COM 389375106 12,079 740,115 SH   DFND 21 439,427 0 300,688
GRAY TELEVISION INC COM 389375106 26 1,599 SH   DFND 25 1,599 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 118 11,245 SH   DFND 17 11,245 0 0
GREEN BRICK PARTNERS INC COM 392709101 168 15,661 SH   DFND 17 15,661 0 0
GREEN DOT CORP CL A 39304D102 108 4,267 SH   DFND 17 4,267 0 0
GREEN DOT CORP CL A 39304D102 631 25,000 SH   DFND 21 25,000 0 0
GREENBRIER COS INC COM 393657101 44 1,448 SH   DFND 17 1,448 0 0
GREENBRIER COS INC COM 393657101 247 8,198 SH   DFND 21 8,198 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 37,474 39,260,000 PRN   DFND 17 39,260,000 0 0
GREENSKY INC CL A 39572G100 59,627 8,711,085 SH   DFND 4 8,711,085 0 0
GREIF INC CL A 397624107 44 1,162 SH   DFND 17 1,162 0 0
GREIF INC CL A 397624107 228 6,007 SH   DFND 21 6,007 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 1,802 51,948 SH   DFND 17 51,948 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 1,649 48,000 SH   DFND 24 48,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,910 20,693 SH   DFND 17 20,693 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 796 8,624 SH   DFND 21 8,624 0 0
GROUPON INC COM 399473107 228 85,721 SH   DFND 17 20,391 0 65,330
GRUBHUB INC COM 400110102 4,012 71,374 SH   DFND 17 56,169 0 15,205
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 1 20 SH   DFND 17 0 0 20
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 257 5,411 SH   DFND 21 0 0 5,411
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 2,043 21,169 SH   DFND 17 21,160 0 9
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 340 3,526 SH   DFND 21 2,342 0 1,184
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 150 20,140 SH   DFND 17 20,140 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 181 24,269 SH   DFND 21 24,269 0 0
GUESS INC COM 401617105 42 2,261 SH   DFND 17 2,261 0 0
GUESS INC COM 401617105 1,004 54,184 SH   DFND 21 27,080 0 27,104
GUESS INC COM 401617105 10 559 SH   DFND 25 559 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 5,581 52,964 SH   DFND 17 43,174 0 9,790
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 43,820 38,350,000 PRN   DFND 17 38,350,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 229 84,376 SH   DFND 17 84,376 0 0
GULFPORT ENERGY CORP COM NEW 402635304 780 287,809 SH   DFND 21 287,809 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 226 7,825 SH   DFND 17 7,115 0 710
HCA HEALTHCARE INC COM 40412C101 866 7,192 SH   DFND 4 7,192 0 0
HCA HEALTHCARE INC COM 40412C101 10,599 88,018 SH   DFND 17 88,011 0 7
HCA HEALTHCARE INC COM 40412C101 35,350 293,558 SH   DFND 21 215,659 0 77,899
HCA HEALTHCARE INC CALL 40412C901 2,252 18,700 SH Call DFND 4 18,700 0 0
HCA HEALTHCARE INC PUT 40412C951 3,817 31,700 SH Put DFND 4 31,700 0 0
HCP INC COM 40414L109 17,120 480,507 SH   DFND 4 480,507 0 0
HCP INC COM 40414L109 1,254 35,193 SH   DFND 17 35,193 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 58,377 1,022,654 SH   DFND 17 943,454 0 79,200
HDFC BANK LTD SPONSORED ADS 40415F101 9,353 163,936 SH   DFND 20 163,936 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 8,739 153,173 SH   DFND 21 139,485 0 13,688
HDFC BANK LTD SPONSORED ADS 40415F101 1,223 21,000 SH   DFND 24 21,000 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 2,357 2,350,000 PRN   DFND 17 2,350,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 335 8,541 SH   DFND 17 8,541 0 0
HD SUPPLY HLDGS INC COM 40416M105 5,196 132,633 SH   DFND 21 94,927 0 37,706
HMS HLDGS CORP COM 40425J101 755 21,900 SH   DFND 17 15,900 0 6,000
HMS HLDGS CORP COM 40425J101 3,566 103,477 SH   DFND 21 35,496 0 67,981
HP INC COM 40434L105 1,038 54,841 SH   DFND 4 54,841 0 0
HP INC COM 40434L105 7,715 407,768 SH   DFND 17 328,243 0 79,525
HP INC COM 40434L105 222 11,733 SH   DFND 20 11,733 0 0
HP INC COM 40434L105 52,243 2,761,265 SH   DFND 21 1,840,582 0 920,683
HP INC COM 40434L105 16 841 SH   DFND 25 841 0 0
HP INC CALL 40434L905 1,194 63,100 SH Call DFND 4 63,100 0 0
HP INC PUT 40434L955 1,909 100,900 SH Put DFND 4 100,900 0 0
HACKETT GROUP INC COM 404609109 1,345 81,740 SH   DFND 17 81,740 0 0
HAEMONETICS CORP COM 405024100 20,080 159,188 SH   DFND 17 112,769 0 46,419
HAEMONETICS CORP COM 405024100 1,292 10,243 SH   DFND 21 6,734 0 3,509
HALLADOR ENERGY COMPANY COM 40609P105 3 914 SH   DFND 17 914 0 0
HALLADOR ENERGY COMPANY COM 40609P105 44 12,234 SH   DFND 21 12,234 0 0
HALLIBURTON CO COM 406216101 214 11,333 SH   DFND 4 11,333 0 0
HALLIBURTON CO COM 406216101 1,126 59,736 SH   DFND 17 59,736 0 0
HALLIBURTON CO PUT 406216951 277 14,700 SH Put DFND 4 14,700 0 0
HAMILTON LANE INC CL A 407497106 56 982 SH   DFND 17 982 0 0
HAMILTON LANE INC CL A 407497106 454 7,971 SH   DFND 21 1,326 0 6,645
HANESBRANDS INC COM 410345102 376 24,554 SH   DFND 17 24,554 0 0
HANESBRANDS INC COM 410345102 470 30,660 SH   DFND 21 0 0 30,660
HANOVER INS GROUP INC COM 410867105 26,519 195,651 SH   DFND 17 150,058 0 45,593
HANOVER INS GROUP INC COM 410867105 64 472 SH   DFND 20 472 0 0
HANOVER INS GROUP INC COM 410867105 8,077 59,594 SH   DFND 21 59,594 0 0
HARLEY DAVIDSON INC COM 412822108 383 10,660 SH   DFND 17 10,660 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 35 12,375 SH   DFND 17 12,375 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 21 7,418 SH   DFND 21 7,418 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1 10 SH   DFND 4 10 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,234 36,863 SH   DFND 17 36,863 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 30,747 507,290 SH   DFND 21 467,557 0 39,733
HARTFORD FINL SVCS GROUP INC PUT 416515954 315 5,200 SH Put DFND 4 5,200 0 0
HASBRO INC COM 418056107 948 7,985 SH   DFND 17 7,985 0 0
HASBRO INC COM 418056107 49 417 SH   DFND 21 417 0 0
HAVERTY FURNITURE INC COM 419596101 16 804 SH   DFND 17 804 0 0
HAVERTY FURNITURE INC COM 419596101 252 12,440 SH   DFND 21 9,815 0 2,625
HAWAIIAN ELEC INDUSTRIES COM 419870100 896 19,654 SH   DFND 17 19,631 0 23
HEALTHSTREAM INC COM 42222N103 110 4,250 SH   DFND 17 4,250 0 0
HEALTHSTREAM INC COM 42222N103 2,581 99,702 SH   DFND 21 99,702 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 7,852 267,263 SH   DFND 4 267,263 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 298 10,139 SH   DFND 17 10,139 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 6,761 230,130 SH   DFND 21 0 0 230,130
HEALTHEQUITY INC COM 42226A107 938 16,412 SH   DFND 17 16,412 0 0
HECLA MNG CO COM 422704106 39 21,886 SH   DFND 17 21,886 0 0
HEICO CORP NEW COM 422806109 605 4,848 SH   DFND 17 4,848 0 0
HEICO CORP NEW COM 422806109 470 3,766 SH   DFND 21 3,766 0 0
HEICO CORP NEW CL A 422806208 14,773 151,817 SH   DFND 17 128,480 0 23,337
HEICO CORP NEW CL A 422806208 123 1,261 SH   DFND 20 1,261 0 0
HEICO CORP NEW CL A 422806208 24,265 249,359 SH   DFND 21 193,778 0 55,581
HEICO CORP NEW CL A 422806208 35 364 SH   DFND 25 364 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,484 54,365 SH   DFND 17 54,365 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 577 21,121 SH   DFND 21 10,561 0 10,560
HEIDRICK & STRUGGLES INTL IN COM 422819102 6 218 SH   DFND 25 218 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 23,702 23,540,000 PRN   DFND 17 23,540,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 16,839 14,100,000 PRN   DFND 17 8,400,000 0 5,700,000
HELMERICH & PAYNE INC COM 423452101 297 7,404 SH   DFND 17 7,404 0 0
HELMERICH & PAYNE INC COM 423452101 194 4,851 SH   DFND 21 4,851 0 0
HENRY JACK & ASSOC INC COM 426281101 768 5,259 SH   DFND 17 5,259 0 0
HENRY JACK & ASSOC INC COM 426281101 6,876 47,108 SH   DFND 21 8,222 0 38,886
HERITAGE COMMERCE CORP COM 426927109 5,458 464,294 SH   DFND 17 464,294 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 68,778 72,990,000 PRN   DFND 17 72,990,000 0 0
HERON THERAPEUTICS INC COM 427746102 1,911 103,308 SH   DFND 17 103,308 0 0
HERON THERAPEUTICS INC COM 427746102 664 33,900 SH   DFND 24 33,900 0 0
HERSHEY CO COM 427866108 953 6,148 SH   DFND 4 6,148 0 0
HERSHEY CO COM 427866108 6,024 38,867 SH   DFND 17 38,867 0 0
HERSHEY CO COM 427866108 18,327 118,248 SH   DFND 21 98,112 0 20,136
HERSHEY CO COM 427866108 2,307 15,000 SH   DFND 24 15,000 0 0
HERSHEY CO PUT 427866958 1,906 12,300 SH Put DFND 4 12,300 0 0
HESKA CORP COM RESTRC NEW 42805E306 22 311 SH   DFND 17 311 0 0
HESKA CORP COM RESTRC NEW 42805E306 3,404 48,035 SH   DFND 21 48,035 0 0
HESS CORP COM 42809H107 5,460 90,286 SH   DFND 17 90,286 0 0
HESS CORP COM 42809H107 44 729 SH   DFND 21 729 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 4,179 217,000 SH   DFND 4 217,000 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 35 1,800 SH   DFND 17 1,800 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 216 14,210 SH   DFND 4 14,210 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 6,399 421,850 SH   DFND 17 421,850 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 29,290 1,930,786 SH   DFND 21 1,506,796 0 423,990
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 228 15,000 SH Put DFND 4 15,000 0 0
HEXCEL CORP NEW COM 428291108 21,333 259,742 SH   DFND 17 208,537 0 51,205
HEXCEL CORP NEW COM 428291108 565 6,879 SH   DFND 21 0 0 6,879
HEXCEL CORP NEW COM 428291108 11,263 139,200 SH   DFND 24 139,200 0 0
HIGHWOODS PPTYS INC COM 431284108 228 5,075 SH   DFND 17 5,075 0 0
HILL ROM HLDGS INC COM 431475102 61,806 587,341 SH   DFND 17 583,100 0 4,241
HILL ROM HLDGS INC COM 431475102 174 1,658 SH   DFND 20 1,658 0 0
HILL ROM HLDGS INC COM 431475102 33,652 319,791 SH   DFND 21 233,035 0 86,756
HILL ROM HLDGS INC COM 431475102 42 399 SH   DFND 25 399 0 0
HILLENBRAND INC COM 431571108 737 23,866 SH   DFND 17 19,796 0 4,070
HILTON WORLDWIDE HLDGS INC COM 43300A203 0 1 SH   DFND 4 1 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,806 19,399 SH   DFND 17 19,399 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 13,121 140,918 SH   DFND 21 140,223 0 695
HILTON WORLDWIDE HLDGS INC CALL 43300A903 801 8,600 SH Call DFND 4 8,600 0 0
HILTON WORLDWIDE HLDGS INC PUT 43300A953 847 9,100 SH Put DFND 4 9,100 0 0
HOLLYFRONTIER CORP COM 436106108 769 14,338 SH   DFND 4 14,338 0 0
HOLLYFRONTIER CORP COM 436106108 2,078 38,746 SH   DFND 17 38,746 0 0
HOLLYFRONTIER CORP COM 436106108 2,117 39,470 SH   DFND 21 37,446 0 2,024
HOLOGIC INC COM 436440101 917 18,169 SH   DFND 17 18,169 0 0
HOME DEPOT INC COM 437076102 1,555 6,700 SH   DFND 4 6,700 0 0
HOME DEPOT INC COM 437076102 277,257 1,195,097 SH   DFND 17 1,194,102 0 995
HOME DEPOT INC COM 437076102 467 2,011 SH   DFND 20 2,011 0 0
HOME DEPOT INC COM 437076102 108,991 469,750 SH   DFND 21 365,489 0 104,261
HOME DEPOT INC COM 437076102 182 784 SH   DFND 25 784 0 0
HOME DEPOT INC CALL 437076902 34,733 149,700 SH Call DFND 4 149,700 0 0
HOME DEPOT INC PUT 437076952 77,216 332,800 SH Put DFND 4 332,800 0 0
HOMOLOGY MEDICINES INC COM 438083107 572 31,588 SH   DFND 17 31,588 0 0
HONEYWELL INTL INC COM 438516106 5,381 31,802 SH   DFND 4 31,802 0 0
HONEYWELL INTL INC COM 438516106 230,153 1,360,341 SH   DFND 17 1,358,104 0 2,237
HONEYWELL INTL INC COM 438516106 72,256 427,046 SH   DFND 21 159,516 0 267,530
HONEYWELL INTL INC CALL 438516906 18,510 109,400 SH Call DFND 4 109,400 0 0
HONEYWELL INTL INC PUT 438516956 39,424 233,000 SH Put DFND 4 233,000 0 0
HORMEL FOODS CORP COM 440452100 809 18,500 SH   DFND 4 18,500 0 0
HORMEL FOODS CORP COM 440452100 834 19,074 SH   DFND 17 19,074 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 63,626 54,485,000 PRN   DFND 17 44,515,000 0 9,970,000
HOST HOTELS & RESORTS INC COM 44107P104 21,467 1,241,599 SH   DFND 4 1,241,599 0 0
HOST HOTELS & RESORTS INC COM 44107P104 858 49,616 SH   DFND 17 49,616 0 0
HOULIHAN LOKEY INC CL A 441593100 2,345 52,000 SH   DFND 4 52,000 0 0
HOULIHAN LOKEY INC CL A 441593100 11,064 245,319 SH   DFND 17 245,319 0 0
HOWARD HUGHES CORP COM 44267D107 22,436 173,120 SH   DFND 4 173,120 0 0
HOWARD HUGHES CORP COM 44267D107 259 1,995 SH   DFND 17 1,995 0 0
HUB GROUP INC CL A 443320106 67 1,448 SH   DFND 17 1,448 0 0
HUB GROUP INC CL A 443320106 1,378 29,637 SH   DFND 21 17,984 0 11,653
HUBBELL INC COM 443510607 1,890 14,386 SH   DFND 17 14,386 0 0
HUBBELL INC COM 443510607 1,060 8,066 SH   DFND 21 8,066 0 0
HUBSPOT INC COM 443573100 15,153 99,949 SH   DFND 17 75,559 0 24,390
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 30,252 18,350,000 PRN   DFND 17 15,390,000 0 2,960,000
HUDBAY MINERALS INC COM 443628102 31,121 8,620,000 SH   DFND 4 8,620,000 0 0
HUDBAY MINERALS INC COM 443628102 4,555 1,261,669 SH   DFND 21 1,261,669 0 0
HUDSON PAC PPTYS INC COM 444097109 15,051 449,809 SH   DFND 4 449,809 0 0
HUDSON PAC PPTYS INC COM 444097109 9,948 297,323 SH   DFND 17 297,323 0 0
HUMANA INC COM 444859102 20,904 81,762 SH   DFND 4 81,762 0 0
HUMANA INC COM 444859102 102,246 399,914 SH   DFND 17 382,958 0 16,956
HUMANA INC COM 444859102 53 209 SH   DFND 20 209 0 0
HUMANA INC COM 444859102 46,199 180,697 SH   DFND 21 148,203 0 32,494
HUMANA INC COM 444859102 1,726 6,700 SH   DFND 24 6,700 0 0
HUMANA INC CALL 444859902 2,838 11,100 SH Call DFND 4 11,100 0 0
HUMANA INC PUT 444859952 5,701 22,300 SH Put DFND 4 22,300 0 0
HUNT J B TRANS SVCS INC COM 445658107 647 5,850 SH   DFND 17 5,850 0 0
HUNTINGTON BANCSHARES INC COM 446150104 922 64,586 SH   DFND 4 64,586 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,021 71,518 SH   DFND 17 71,518 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,912 18,472 SH   DFND 17 18,472 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 9,160 43,250 SH   DFND 21 41,040 0 2,210
HUNTSMAN CORP COM 447011107 652 28,048 SH   DFND 17 28,048 0 0
HUNTSMAN CORP COM 447011107 3,358 144,389 SH   DFND 21 134,296 0 10,093
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 13,246 742,476 SH   DFND 20 742,476 0 0
HYATT HOTELS CORP COM CL A 448579102 1,399 18,988 SH   DFND 17 17,333 0 1,655
IAC INTERACTIVECORP COM 44919P508 2,603 11,943 SH   DFND 17 7,868 0 4,075
IAA INC COM 449253103 11,448 274,331 SH   DFND 17 274,331 0 0
IAA INC COM 449253103 6,690 160,306 SH   DFND 21 126,611 0 33,695
IAA INC COM 449253103 18 443 SH   DFND 25 443 0 0
ICF INTL INC COM 44925C103 17,250 204,213 SH   DFND 17 167,642 0 36,571
ICF INTL INC COM 44925C103 53 628 SH   DFND 20 628 0 0
ICF INTL INC COM 44925C103 8,959 106,056 SH   DFND 21 89,955 0 16,101
ICF INTL INC COM 44925C103 18 217 SH   DFND 25 217 0 0
ICAD INC COM NEW 44934S206 204 29,735 SH   DFND 17 29,735 0 0
IPG PHOTONICS CORP COM 44980X109 340 2,511 SH   DFND 17 2,511 0 0
IPG PHOTONICS CORP COM 44980X109 39 291 SH   DFND 21 0 0 291
IPG PHOTONICS CORP COM 44980X109 2,391 18,000 SH   DFND 24 18,000 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 83 1,123 SH   DFND 17 1,123 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 2,877 38,814 SH   DFND 21 38,814 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 3,184 3,000,000 PRN   DFND 4 3,000,000 0 0
ITT INC COM 45073V108 17,126 279,890 SH   DFND 17 279,890 0 0
ITT INC COM 45073V108 664 10,854 SH   DFND 21 4,922 0 5,932
IBERIABANK CORP COM 450828108 9,723 128,708 SH   DFND 17 128,708 0 0
IBERIABANK CORP COM 450828108 109 1,442 SH   DFND 21 0 0 1,442
IAMGOLD CORP COM 450913108 205 59,907 SH   DFND 17 59,907 0 0
ICICI BK LTD ADR 45104G104 1,962 161,100 SH   DFND 0 161,100 0 0
ICICI BK LTD ADR 45104G104 409 33,606 SH   DFND 17 33,606 0 0
ICICI BK LTD ADR 45104G104 1,153 94,700 SH   DFND 20 94,700 0 0
ICICI BK LTD ADR 45104G104 810 66,506 SH   DFND 21 0 0 66,506
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 22,247 59,910,000 PRN   DFND 17 58,210,000 0 1,700,000
IDACORP INC COM 451107106 514 4,566 SH   DFND 17 4,566 0 0
IDACORP INC COM 451107106 956 8,487 SH   DFND 21 8,487 0 0
IDEX CORP COM 45167R104 36,277 221,361 SH   DFND 17 221,361 0 0
IDEX CORP COM 45167R104 14,330 87,444 SH   DFND 21 87,003 0 441
IDEX CORP COM 45167R104 7,157 43,500 SH   DFND 24 43,500 0 0
IDEXX LABS INC COM 45168D104 14,953 54,989 SH   DFND 17 44,324 0 10,665
IDEXX LABS INC COM 45168D104 8,569 31,513 SH   DFND 21 30,200 0 1,313
IDEXX LABS INC CALL 45168D904 1,387 5,100 SH Call DFND 4 5,100 0 0
IDEXX LABS INC PUT 45168D954 897 3,300 SH Put DFND 4 3,300 0 0
IHEARTMEDIA INC COM CL A 45174J509 661,433 44,095,505 SH   DFND 4 44,008,637 0 86,868
ILLINOIS TOOL WKS INC COM 452308109 5,743 36,700 SH   DFND 4 36,700 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,393 21,684 SH   DFND 17 21,684 0 0
ILLINOIS TOOL WKS INC CALL 452308909 4,538 29,000 SH Call DFND 4 29,000 0 0
ILLINOIS TOOL WKS INC PUT 452308959 10,845 69,300 SH Put DFND 4 69,300 0 0
ILLUMINA INC COM 452327109 1,230 4,042 SH   DFND 4 4,042 0 0
ILLUMINA INC COM 452327109 41,382 136,028 SH   DFND 17 122,303 0 13,725
ILLUMINA INC COM 452327109 1,186 3,900 SH   DFND 20 3,900 0 0
ILLUMINA INC COM 452327109 22,291 73,274 SH   DFND 21 35,605 0 37,669
ILLUMINA INC COM 452327109 4,610 15,300 SH   DFND 24 15,300 0 0
ILLUMINA INC COM 452327109 79 261 SH   DFND 25 261 0 0
ILLUMINA INC CALL 452327909 6,632 21,800 SH Call DFND 4 21,800 0 0
ILLUMINA INC PUT 452327959 14,481 47,600 SH Put DFND 4 47,600 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 19,519 14,710,000 PRN   DFND 17 10,275,000 0 4,435,000
ILLUMINA INC NOTE 8/1 452327AK5 161,311 145,785,000 PRN   DFND 17 138,700,000 0 7,085,000
IMMUNOMEDICS INC COM 452907108 1,380 104,035 SH   DFND 17 104,035 0 0
IMMUNOMEDICS INC COM 452907108 527 36,800 SH   DFND 24 36,800 0 0
IMPERIAL OIL LTD COM NEW 453038408 328 12,594 SH   DFND 21 12,594 0 0
INCYTE CORP COM 45337C102 3,585 48,296 SH   DFND 17 48,296 0 0
INCYTE CORP COM 45337C102 3,000 40,413 SH   DFND 20 40,413 0 0
INCYTE CORP COM 45337C102 117 1,580 SH   DFND 21 1,580 0 0
INCYTE CORP COM 45337C102 1,107 15,200 SH   DFND 24 15,200 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,779 83,706 SH   DFND 17 83,706 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 718 13,488 SH   DFND 17 13,488 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,392 26,146 SH   DFND 21 26,146 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 50,482 57,715,000 PRN   DFND 17 57,715,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 716 63,014 SH   DFND 17 63,014 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,938 258,405 SH   DFND 20 258,405 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,992 263,192 SH   DFND 21 207,082 0 56,110
INFOSYS LTD SPONSORED ADR 456788108 291 26,000 SH   DFND 24 26,000 0 0
ING GROEP N V SPONSORED ADR 456837103 1,979 189,383 SH   DFND 17 189,383 0 0
INGEVITY CORP COM 45688C107 9,758 115,014 SH   DFND 17 66,518 0 48,496
INGEVITY CORP COM 45688C107 1,446 17,038 SH   DFND 21 17,038 0 0
INGLES MKTS INC CL A 457030104 253 6,514 SH   DFND 17 6,514 0 0
INGLES MKTS INC CL A 457030104 1,191 30,644 SH   DFND 21 29,674 0 970
INGREDION INC COM 457187102 9,746 119,226 SH   DFND 17 119,226 0 0
INGREDION INC COM 457187102 2,029 24,820 SH   DFND 21 12,937 0 11,883
INSIGHT ENTERPRISES INC COM 45765U103 89 1,601 SH   DFND 17 1,601 0 0
INSIGHT ENTERPRISES INC COM 45765U103 6,069 108,979 SH   DFND 21 45,669 0 63,310
INSIGHT ENTERPRISES INC COM 45765U103 15 270 SH   DFND 25 270 0 0
INSMED INC COM PAR $.01 457669307 2,375 134,645 SH   DFND 17 134,645 0 0
INSMED INC COM PAR $.01 457669307 793 43,400 SH   DFND 24 43,400 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 46,727 55,330,000 PRN   DFND 17 55,330,000 0 0
INNOSPEC INC COM 45768S105 98 1,095 SH   DFND 17 1,095 0 0
INNOSPEC INC COM 45768S105 474 5,317 SH   DFND 21 0 0 5,317
INPHI CORP COM 45772F107 1,091 17,878 SH   DFND 17 17,878 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 2,498 1,595,000 PRN   DFND 17 1,595,000 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 100,832 80,970,000 PRN   DFND 17 74,235,000 0 6,735,000
INSPIRE MED SYS INC COM 457730109 39 634 SH   DFND 17 634 0 0
INSPIRE MED SYS INC COM 457730109 3,258 53,395 SH   DFND 21 25,253 0 28,142
INSPIRE MED SYS INC COM 457730109 33 549 SH   DFND 25 549 0 0
INNOPHOS HOLDINGS INC COM 45774N108 3,214 99,000 SH   DFND 17 99,000 0 0
INSPERITY INC COM 45778Q107 13,016 131,984 SH   DFND 17 87,890 0 44,094
INSPERITY INC COM 45778Q107 143 1,454 SH   DFND 20 1,454 0 0
INSPERITY INC COM 45778Q107 28,026 284,178 SH   DFND 21 254,070 0 30,108
INSTALLED BLDG PRODS INC COM 45780R101 1,005 17,519 SH   DFND 17 14,319 0 3,200
INSTALLED BLDG PRODS INC COM 45780R101 6,020 104,990 SH   DFND 20 104,990 0 0
INSULET CORP COM 45784P101 27,328 165,697 SH   DFND 17 165,697 0 0
INSULET CORP COM 45784P101 329 1,997 SH   DFND 21 1,997 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 4,314 2,345,000 PRN   DFND 17 1,410,000 0 935,000
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 212 3,524 SH   DFND 17 3,524 0 0
INTEL CORP COM 458140100 4,165 80,832 SH   DFND 4 80,832 0 0
INTEL CORP COM 458140100 240,231 4,661,962 SH   DFND 17 4,466,375 0 195,587
INTEL CORP COM 458140100 576 11,177 SH   DFND 20 11,177 0 0
INTEL CORP COM 458140100 321,677 6,242,514 SH   DFND 21 4,292,957 0 1,949,557
INTEL CORP COM 458140100 231 4,487 SH   DFND 25 4,487 0 0
INTEL CORP CALL 458140900 29,532 573,100 SH Call DFND 4 573,100 0 0
INTEL CORP PUT 458140950 50,664 983,200 SH Put DFND 4 983,200 0 0
INTEGER HLDGS CORP COM 45826H109 3,128 41,399 SH   DFND 17 39,144 0 2,255
INTEGER HLDGS CORP COM 45826H109 5,913 78,258 SH   DFND 21 33,197 0 45,061
INTEGER HLDGS CORP COM 45826H109 13 173 SH   DFND 25 173 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 1,220 91,389 SH   DFND 17 91,389 0 0
INTER PARFUMS INC COM 458334109 680 9,723 SH   DFND 17 8,268 0 1,455
INTER PARFUMS INC COM 458334109 741 10,587 SH   DFND 21 10,587 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 786 11,840 SH   DFND 17 11,840 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 180 2,800 SH   DFND 24 2,800 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 69,869 80,210,000 PRN   DFND 17 80,210,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,531 38,263 SH   DFND 17 38,252 0 11
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,947 31,934 SH   DFND 21 20,234 0 11,700
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 5,342 57,900 SH Call DFND 4 57,900 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 12,207 132,300 SH Put DFND 4 132,300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,510 17,258 SH   DFND 4 17,258 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 117,267 806,485 SH   DFND 17 795,140 0 11,345
INTERNATIONAL BUSINESS MACHS COM 459200101 39,274 270,070 SH   DFND 21 200,952 0 69,118
INTERNATIONAL BUSINESS MACHS CALL 459200901 15,022 103,300 SH Call DFND 4 103,300 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 29,491 202,800 SH Put DFND 4 202,800 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,842 15,010 SH   DFND 17 14,992 0 18
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 12,550 102,292 SH   DFND 20 0 0 102,292
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 127,348 1,037,963 SH   DFND 21 929,048 0 108,915
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,873 15,500 SH   DFND 24 15,500 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 102,395 2,176,755 SH   DFND 17 2,176,755 0 0
INTL PAPER CO COM 460146103 896 21,417 SH   DFND 4 21,417 0 0
INTL PAPER CO COM 460146103 12,074 288,723 SH   DFND 17 287,243 0 1,480
INTL PAPER CO COM 460146103 78 1,860 SH   DFND 21 1,860 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 440 9,774 SH   DFND 17 9,774 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,691 78,428 SH   DFND 17 78,428 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,562 257,967 SH   DFND 21 131,767 0 126,200
INTERSECT ENT INC COM 46071F103 639 37,581 SH   DFND 17 37,581 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 10 52 SH   DFND 17 52 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 1,898 10,150 SH   DFND 24 9,710 0 440
INVESCO QQQ TR PUT 46090E953 450,753 2,387,334 SH Put DFND 4 2,387,334 0 0
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 1,562 100,000 SH   DFND 25 0 0 100,000
INTRA CELLULAR THERAPIES INC COM 46116X101 225 30,064 SH   DFND 17 30,064 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 56 7,500 SH   DFND 24 7,500 0 0
INTUIT COM 461202103 2,324 8,739 SH   DFND 4 8,739 0 0
INTUIT COM 461202103 143,638 540,181 SH   DFND 17 540,174 0 7
INTUIT COM 461202103 203,008 763,361 SH   DFND 21 609,238 0 154,123
INTUIT COM 461202103 92 347 SH   DFND 25 347 0 0
INTUIT CALL 461202903 6,356 23,900 SH Call DFND 4 23,900 0 0
INTUIT PUT 461202953 15,079 56,700 SH Put DFND 4 56,700 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 240,919 446,255 SH   DFND 17 441,410 0 4,845
INTUITIVE SURGICAL INC COM NEW 46120E602 46,993 87,036 SH   DFND 21 81,330 0 5,706
INTUITIVE SURGICAL INC COM NEW 46120E602 1,228 2,300 SH   DFND 24 2,300 0 0
INTUITIVE SURGICAL INC CALL 46120E902 13,444 24,900 SH Call DFND 4 24,900 0 0
INTUITIVE SURGICAL INC PUT 46120E952 18,088 33,500 SH Put DFND 4 33,500 0 0
INTRICON CORP COM 46121H109 164 8,422 SH   DFND 17 8,422 0 0
INTRICON CORP COM 46121H109 480 24,687 SH   DFND 21 24,687 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 3,776 246,628 SH   DFND 17 246,628 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 7,926 517,730 SH   DFND 21 357,762 0 159,968
INVESCO MORTGAGE CAPITAL INC COM 46131B100 27 1,764 SH   DFND 25 1,764 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 1,790 31,000 SH   DFND 24 31,000 0 0
INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 17,125 587,486 SH   DFND 20 587,486 0 0
INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 624 21,451 SH   DFND 24 0 0 21,451
INVESCO EXCHNG TRADED FD TR EMRNG MKT SVRG 46138E784 56,509 1,938,570 SH   DFND 25 1,938,570 0 0
INVESCO EXCHNG TRADED FD TR SOLAR ETF 46138G706 5,437 185,105 SH   DFND 17 185,105 0 0
INVESCO DB MLTI SECTR CMMTY PRECIOUS METAL 46140H502 4,643 113,306 SH   DFND 17 113,306 0 0
INVESCO DB MLTI SECTR CMMTY GOLD FD 46140H601 1,956 43,512 SH   DFND 17 43,512 0 0
INVESTORS BANCORP INC NEW COM 46146L101 118 10,394 SH   DFND 17 10,394 0 0
INVITAE CORP COM 46185L103 6,060 314,459 SH   DFND 17 220,918 0 93,541
INVITAE CORP COM 46185L103 3,444 178,732 SH   DFND 20 178,732 0 0
INVITATION HOMES INC COM 46187W107 31,633 1,068,324 SH   DFND 4 1,068,324 0 0
INVITATION HOMES INC COM 46187W107 701 23,660 SH   DFND 17 23,660 0 0
IONIS PHARMACEUTICALS INC COM 462222100 384 6,407 SH   DFND 17 6,407 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 2,004 110,132 SH   DFND 17 110,132 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 381 21,200 SH   DFND 24 21,200 0 0
IQVIA HLDGS INC COM 46266C105 13,002 87,041 SH   DFND 17 37,486 0 49,555
IQVIA HLDGS INC COM 46266C105 6,625 44,352 SH   DFND 21 9,820 0 34,532
IQVIA HLDGS INC CALL 46266C905 239 1,600 SH Call DFND 4 1,600 0 0
IQVIA HLDGS INC PUT 46266C955 254 1,700 SH Put DFND 4 1,700 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 493 23,144 SH   DFND 17 23,144 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,923 137,376 SH   DFND 21 137,376 0 0
IRON MTN INC NEW COM 46284V101 768 23,709 SH   DFND 17 23,709 0 0
ISHARES GOLD TRUST ISHARES 464285105 458 32,000 SH   DFND 24 32,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 660 46,840 SH   DFND 25 46,840 0 0
ISHARES INC MSCI AUST ETF 464286103 701 31,430 SH   DFND 24 0 0 31,430
ISHARES INC EM MKTS DIV ETF 464286319 1,179 31,510 SH   DFND 17 31,510 0 0
ISHARES INC MSCI WORLD ETF 464286392 1,245 13,600 SH   DFND 24 0 0 13,600
ISHARES INC MSCI WORLD ETF 464286392 7,857 85,607 SH   DFND 25 85,607 0 0
ISHARES INC MSCI STH KOR ETF 464286772 481 8,532 SH   DFND 17 8,532 0 0
ISHARES TR SELECT DIVID ETF 464287168 203 2,000 SH   DFND 24 2,000 0 0
ISHARES TR TIPS BD ETF 464287176 1,590 13,672 SH   DFND 17 13,672 0 0
ISHARES TR CORE S&P500 ETF 464287200 2,334,502 7,820,254 SH   DFND 17 7,820,254 0 0
ISHARES TR CORE S&P500 ETF 464287200 18,206 60,988 SH   DFND 20 60,988 0 0
ISHARES TR CORE S&P500 ETF 464287200 14,989 50,467 SH   DFND 24 18,350 0 32,117
ISHARES TR CORE US AGGBD ET 464287226 826,065 7,299,327 SH   DFND 17 7,299,327 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,849 69,702 SH   DFND 17 69,702 0 0
ISHARES TR IBOXX INV CP ETF 464287242 8,746 68,608 SH   DFND 17 68,608 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,283 17,969 SH   DFND 24 3,000 0 14,969
ISHARES TR IBOXX INV CP ETF 464287242 105,864 830,440 SH   DFND 25 30,440 0 800,000
ISHARES TR 20 YR TR BD ETF 464287432 10 67 SH   DFND 17 67 0 0
ISHARES TR 20 YR TR BD ETF 464287432 318 2,230 SH   DFND 24 1,000 0 1,230
ISHARES TR BARCLAYS 7 10 YR 464287440 3,693 32,831 SH   DFND 20 32,831 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 11,683 103,958 SH   DFND 24 64,245 0 39,713
ISHARES TR 1 3 YR TREAS BD 464287457 7,144 84,226 SH   DFND 20 84,226 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 2,142 25,260 SH   DFND 24 13,860 0 11,400
ISHARES TR MSCI EAFE ETF 464287465 3,898 59,773 SH   DFND 4 59,773 0 0
ISHARES TR NASDAQ BIOTECH 464287556 299 3,000 SH   DFND 17 3,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,223 24,850 SH   DFND 24 0 0 24,850
ISHARES TR RUS 1000 VAL ETF 464287598 8,949 69,772 SH   DFND 17 67,410 0 2,362
ISHARES TR RUS 1000 ETF 464287622 13,781 83,757 SH   DFND 17 83,757 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 153,764 1,016,018 SH   DFND 17 1,016,018 0 0
ISHARES TR CORE S&P US GWT 464287671 5,759 91,600 SH   DFND 17 91,600 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 18,640 107,267 SH   DFND 17 107,267 0 0
ISHARES TR U.S. REAL ES ETF 464287739 989 10,571 SH   DFND 17 10,571 0 0
ISHARES TR U.S. REAL ES ETF 464287739 2,193 23,530 SH   DFND 24 23,530 0 0
ISHARES TR PUT 464287954 1,032,466 25,262,200 SH Put DFND 4 25,262,200 0 0
ISHARES TR PUT 464287954 214,040 5,237,100 SH Put DFND 21 4,474,100 0 763,000
ISHARES TR PUT 464287955 267,448 1,767,201 SH Put DFND 4 1,767,201 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 208 3,150 SH   DFND 24 0 0 3,150
ISHARES TR MSCI ACWI ETF 464288257 290,524 3,939,310 SH   DFND 17 3,939,310 0 0
ISHARES TR MSCI ACWI ETF 464288257 14,531 197,970 SH   DFND 24 9,340 0 188,630
ISHARES TR JPMORGAN USD EMG 464288281 5,843 51,551 SH   DFND 17 51,551 0 0
ISHARES TR JPMORGAN USD EMG 464288281 4,389 38,764 SH   DFND 24 0 0 38,764
ISHARES TR JPMORGAN USD EMG 464288281 117,340 1,035,197 SH   DFND 25 35,197 0 1,000,000
ISHARES TR INTL SEL DIV ETF 464288448 1,216 39,567 SH   DFND 17 39,567 0 0
ISHARES TR INTL SEL DIV ETF 464288448 289 9,419 SH   DFND 24 0 0 9,419
ISHARES TR IBOXX HI YD ETF 464288513 886 10,162 SH   DFND 17 10,162 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,579 18,138 SH   DFND 24 0 0 18,138
ISHARES TR IBOXX HI YD ETF 464288513 8,551 98,100 SH   DFND 25 98,100 0 0
ISHARES TR MBS ETF 464288588 4,896 45,209 SH   DFND 17 45,209 0 0
ISHARES TR MBS ETF 464288588 206 1,906 SH   DFND 24 0 0 1,906
ISHARES TR MBS ETF 464288588 1,103 10,188 SH   DFND 25 10,188 0 0
ISHARES TR MRGSTR SM CP GR 464288604 9,869 50,700 SH   DFND 17 50,700 0 0
ISHARES TR USD INV GRDE ETF 464288620 38,427 659,347 SH   DFND 17 659,347 0 0
ISHARES TR 10-20 YR TRS ETF 464288653 12 80 SH   DFND 17 80 0 0
ISHARES TR 10-20 YR TRS ETF 464288653 219 1,464 SH   DFND 24 0 0 1,464
ISHARES TR EAFE VALUE ETF 464288877 214 4,520 SH   DFND 24 0 0 4,520
ISHARES TR US TREAS BD ETF 46429B267 46,431 1,763,748 SH   DFND 17 1,763,748 0 0
ISHARES TR MSCI INDIA ETF 46429B598 4,596 136,900 SH   DFND 17 136,900 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 7,098 201,880 SH   DFND 17 201,880 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 2,223 23,635 SH   DFND 24 4,400 0 19,235
ISHARES TR MSCI MIN VOL ETF 46429B697 7,294 113,785 SH   DFND 17 113,785 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 2,877 45,100 SH   DFND 24 45,100 0 0
ISHARES US ETF TR IT RT HDG HGYL 46431W606 404 4,576 SH   DFND 25 4,576 0 0
ISHARES US ETF TR INT RT HDG C B 46431W705 695 7,478 SH   DFND 25 7,478 0 0
ISHARES TR EDGE MSCI USA VL 46432F388 27,085 330,142 SH   DFND 25 0 0 330,142
ISHARES TR CORE MSCI TOTAL 46432F834 2,888 50,000 SH   DFND 17 50,000 0 0
ISHARES TR CORE MSCI EAFE 46432F842 4,729 77,440 SH   DFND 17 77,440 0 0
ISHARES INC CORE MSCI EMKT 46434G103 415 8,461 SH   DFND 17 8,461 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 3,802 104,567 SH   DFND 17 104,567 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 257 4,545 SH   DFND 24 0 0 4,545
ISHARES INC MSCI ITALY ETF 46434G830 1,101 40,253 SH   DFND 24 0 0 40,253
ISHARES INC MSCI GBL GOLD MN 46434G855 1,003 45,283 SH   DFND 24 0 0 45,283
ISHARES INC PUT 46434G952 18,724 330,000 SH Put DFND 21 0 0 330,000
ISHARES TR 0-5YR HI YL CP 46434V407 271 5,838 SH   DFND 24 0 0 5,838
ISHARES TR GLOBAL REIT ETF 46434V647 18,974 675,715 SH   DFND 25 675,715 0 0
ISHARES TR MSCI UAE ETF 46434V761 1,062 77,760 SH   DFND 24 0 0 77,760
ISHARES TR EDGE MSCI MINM 46435G433 2,163 63,000 SH   DFND 17 63,000 0 0
ISHARES TR BROAD USD HIGH 46435U853 737 18,000 SH   DFND 17 18,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 247 29,317 SH   DFND 17 29,317 0 0
ITERIS INC COM 46564T107 211 36,730 SH   DFND 17 36,730 0 0
ITRON INC COM 465741106 13,543 183,116 SH   DFND 17 183,116 0 0
ITRON INC COM 465741106 6,043 81,712 SH   DFND 21 81,712 0 0
JBG SMITH PPTYS COM 46590V100 5,882 150,000 SH   DFND 4 150,000 0 0
JBG SMITH PPTYS COM 46590V100 239 6,094 SH   DFND 17 6,094 0 0
J & J SNACK FOODS CORP COM 466032109 587 3,057 SH   DFND 17 3,057 0 0
J JILL INC COM 46620W102 177 93,235 SH   DFND 17 93,235 0 0
J JILL INC COM 46620W102 642 338,062 SH   DFND 21 338,062 0 0
JPMORGAN CHASE & CO COM 46625H100 1,559 13,247 SH   DFND 4 13,247 0 0
JPMORGAN CHASE & CO COM 46625H100 497,413 4,226,465 SH   DFND 17 4,128,518 0 97,947
JPMORGAN CHASE & CO COM 46625H100 7,700 65,425 SH   DFND 20 65,425 0 0
JPMORGAN CHASE & CO COM 46625H100 344,830 2,929,985 SH   DFND 21 2,061,455 0 868,530
JPMORGAN CHASE & CO COM 46625H100 315 2,675 SH   DFND 25 2,675 0 0
JPMORGAN CHASE & CO CALL 46625H900 47,511 403,700 SH Call DFND 4 403,700 0 0
JPMORGAN CHASE & CO PUT 46625H950 90,127 765,800 SH Put DFND 4 765,800 0 0
JABIL INC COM 466313103 265 7,408 SH   DFND 17 7,408 0 0
JABIL INC COM 466313103 127 3,542 SH   DFND 20 3,542 0 0
JABIL INC COM 466313103 40,363 1,128,413 SH   DFND 21 776,359 0 352,054
JABIL INC COM 466313103 82 2,286 SH   DFND 25 2,286 0 0
JACK IN THE BOX INC COM 466367109 213 2,340 SH   DFND 17 2,340 0 0
JACOBS ENGR GROUP INC COM 469814107 2,006 21,924 SH   DFND 17 21,924 0 0
JACOBS ENGR GROUP INC COM 469814107 39 430 SH   DFND 21 0 0 430
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 77,665 77,510,000 PRN   DFND 17 77,510,000 0 0
JD COM INC SPON ADR CL A 47215P106 5,893 208,900 SH   DFND 4 208,900 0 0
JD COM INC SPON ADR CL A 47215P106 2,338 82,895 SH   DFND 17 69,095 0 13,800
JD COM INC SPON ADR CL A 47215P106 14,004 496,404 SH   DFND 20 429,849 0 66,555
JD COM INC SPON ADR CL A 47215P106 116 4,095 SH   DFND 21 0 0 4,095
JEFFERIES FINL GROUP INC COM 47233W109 1,433 77,890 SH   DFND 17 77,890 0 0
JEFFERIES FINL GROUP INC COM 47233W109 5,749 312,426 SH   DFND 21 312,426 0 0
JETBLUE AWYS CORP COM 477143101 246 14,707 SH   DFND 17 14,707 0 0
JETBLUE AWYS CORP COM 477143101 372 22,235 SH   DFND 21 22,235 0 0
JOHNSON & JOHNSON COM 478160104 18,708 144,599 SH   DFND 4 144,599 0 0
JOHNSON & JOHNSON COM 478160104 251,314 1,942,449 SH   DFND 17 1,926,156 0 16,293
JOHNSON & JOHNSON COM 478160104 691 5,344 SH   DFND 20 5,344 0 0
JOHNSON & JOHNSON COM 478160104 335,080 2,589,887 SH   DFND 21 1,690,341 0 899,546
JOHNSON & JOHNSON COM 478160104 290 2,242 SH   DFND 25 2,242 0 0
JOHNSON & JOHNSON CALL 478160904 65,829 508,800 SH Call DFND 4 508,800 0 0
JOHNSON & JOHNSON PUT 478160954 111,616 862,700 SH Put DFND 4 862,700 0 0
JOINT CORP COM 47973J102 1,828 98,226 SH   DFND 17 98,226 0 0
JONES LANG LASALLE INC COM 48020Q107 1,196 8,599 SH   DFND 17 8,599 0 0
JONES LANG LASALLE INC COM 48020Q107 2,038 14,656 SH   DFND 21 14,509 0 147
J2 GLOBAL INC COM 48123V102 190 2,092 SH   DFND 17 2,092 0 0
J2 GLOBAL INC COM 48123V102 109 1,195 SH   DFND 20 1,195 0 0
J2 GLOBAL INC COM 48123V102 11,198 123,295 SH   DFND 21 123,295 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 25,023 17,620,000 PRN   DFND 17 10,460,000 0 7,160,000
JUNIPER NETWORKS INC COM 48203R104 923 37,300 SH   DFND 4 37,300 0 0
JUNIPER NETWORKS INC COM 48203R104 2,605 105,262 SH   DFND 17 105,262 0 0
JUNIPER NETWORKS INC COM 48203R104 31,020 1,253,321 SH   DFND 21 522,571 0 730,750
JUPAI HLDGS LTD ADS 48205B107 52 22,317 SH   DFND 17 22,317 0 0
JUPAI HLDGS LTD ADS 48205B107 137 58,408 SH   DFND 21 58,408 0 0
JUST ENERGY GROUP INC COM 48213W101 138 4,664,101 SH   DFND 4 4,664,101 0 0
KAR AUCTION SVCS INC COM 48238T109 1,170 47,647 SH   DFND 17 47,647 0 0
KAR AUCTION SVCS INC COM 48238T109 4,198 170,986 SH   DFND 21 138,179 0 32,807
KAR AUCTION SVCS INC COM 48238T109 11 443 SH   DFND 25 443 0 0
KBR INC COM 48242W106 156 6,360 SH   DFND 17 6,360 0 0
KBR INC COM 48242W106 10,417 424,489 SH   DFND 21 81,182 0 343,307
KLA CORPORATION COM NEW 482480100 62,040 389,086 SH   DFND 17 287,831 0 101,255
KLA CORPORATION COM NEW 482480100 4,397 27,576 SH   DFND 21 16,255 0 11,321
KLA CORPORATION CALL 482480900 303 1,900 SH Call DFND 4 1,900 0 0
KLA CORPORATION PUT 482480950 718 4,500 SH Put DFND 4 4,500 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 148 7,580 SH   DFND 17 7,580 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 880 45,068 SH   DFND 21 26,707 0 18,361
KKR & CO INC CL A 48251W104 999 37,200 SH   DFND 4 37,200 0 0
KKR & CO INC CL A 48251W104 1,380 51,408 SH   DFND 21 0 0 51,408
KT CORP SPONSORED ADR 48268K101 280 24,787 SH   DFND 21 24,787 0 0
K12 INC COM 48273U102 161 6,109 SH   DFND 17 6,109 0 0
K12 INC COM 48273U102 225 8,510 SH   DFND 21 8,510 0 0
KADANT INC COM 48282T104 1,345 15,322 SH   DFND 17 15,322 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 5,216 52,702 SH   DFND 17 52,702 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 84,686 636,688 SH   DFND 17 622,117 0 14,571
KANSAS CITY SOUTHERN COM NEW 485170302 1,358 10,207 SH   DFND 21 9,554 0 653
KANSAS CITY SOUTHERN COM NEW 485170302 265 2,000 SH   DFND 24 2,000 0 0
KB HOME COM 48666K109 2,230 65,581 SH   DFND 17 65,581 0 0
KEARNY FINL CORP MD COM 48716P108 325 24,886 SH   DFND 17 24,886 0 0
KELLOGG CO COM 487836108 1,223 19,012 SH   DFND 17 19,012 0 0
KELLOGG CO COM 487836108 5,227 81,223 SH   DFND 21 76,288 0 4,935
KELLY SVCS INC CL A 488152208 573 23,640 SH   DFND 17 21,270 0 2,370
KELLY SVCS INC CL A 488152208 640 26,411 SH   DFND 21 1,574 0 24,837
KEMET CORP COM NEW 488360207 265 14,590 SH   DFND 17 14,590 0 0
KEMET CORP COM NEW 488360207 4,954 272,518 SH   DFND 20 272,518 0 0
KEMPER CORP DEL COM 488401100 1,791 22,979 SH   DFND 17 21,439 0 1,540
KENNAMETAL INC COM 489170100 597 19,411 SH   DFND 17 19,411 0 0
KENNAMETAL INC COM 489170100 1,838 59,800 SH   DFND 21 59,800 0 0
KEURIG DR PEPPER INC COM 49271V100 6,891 252,231 SH   DFND 17 252,231 0 0
KEURIG DR PEPPER INC COM 49271V100 142 5,200 SH   DFND 20 5,200 0 0
KEURIG DR PEPPER INC COM 49271V100 13,905 508,971 SH   DFND 21 490,164 0 18,807
KEYCORP NEW COM 493267108 7,794 436,865 SH   DFND 17 436,865 0 0
KEYCORP NEW COM 493267108 2,673 149,850 SH   DFND 21 133,530 0 16,320
KEYSIGHT TECHNOLOGIES INC COM 49338L103 16,886 173,635 SH   DFND 17 152,475 0 21,160
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,747 48,810 SH   DFND 21 26,103 0 22,707
KEYSIGHT TECHNOLOGIES INC COM 49338L103 43 446 SH   DFND 25 446 0 0
KFORCE INC COM 493732101 1,562 41,284 SH   DFND 17 41,284 0 0
KFORCE INC COM 493732101 139 3,667 SH   DFND 21 2,853 0 814
KILROY RLTY CORP COM 49427F108 18,628 239,156 SH   DFND 4 239,156 0 0
KILROY RLTY CORP COM 49427F108 12,212 156,791 SH   DFND 17 77,241 0 79,550
KIMBERLY CLARK CORP COM 494368103 2,609 18,364 SH   DFND 4 18,364 0 0
KIMBERLY CLARK CORP COM 494368103 8,208 57,785 SH   DFND 17 57,785 0 0
KIMBERLY CLARK CORP COM 494368103 42,464 298,936 SH   DFND 21 277,494 0 21,442
KIMBERLY CLARK CORP CALL 494368903 5,469 38,500 SH Call DFND 4 38,500 0 0
KIMBERLY CLARK CORP PUT 494368953 11,137 78,400 SH Put DFND 4 78,400 0 0
KIMCO RLTY CORP COM 49446R109 585 28,026 SH   DFND 17 28,026 0 0
KIMCO RLTY CORP COM 49446R109 907 43,440 SH   DFND 21 19,535 0 23,905
KINDER MORGAN INC DEL COM 49456B101 35,436 1,719,360 SH   DFND 4 1,719,360 0 0
KINDER MORGAN INC DEL COM 49456B101 43,945 2,132,216 SH   DFND 17 2,132,098 0 118
KINDER MORGAN INC DEL COM 49456B101 17,650 856,376 SH   DFND 21 815,548 0 40,828
KINDER MORGAN INC DEL COM 49456B101 847 41,000 SH   DFND 24 41,000 0 0
KINDER MORGAN INC DEL CALL 49456B901 4,827 234,200 SH Call DFND 4 234,200 0 0
KINDER MORGAN INC DEL PUT 49456B951 4,384 212,700 SH Put DFND 4 212,700 0 0
KINDRED BIOSCIENCES INC COM 494577109 1,944 283,754 SH   DFND 17 283,754 0 0
KINDRED BIOSCIENCES INC COM 494577109 2,772 404,681 SH   DFND 21 404,681 0 0
KINDRED BIOSCIENCES INC COM 494577109 230 33,100 SH   DFND 24 33,100 0 0
KINROSS GOLD CORP COM 496902404 9,134 1,982,669 SH   DFND 21 1,982,669 0 0
KINSALE CAP GROUP INC COM 49714P108 12,102 117,142 SH   DFND 17 56,234 0 60,908
KIRBY CORP COM 497266106 242 2,946 SH   DFND 17 2,946 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 5,493 122,546 SH   DFND 21 85,058 0 37,488
KNOLL INC COM NEW 498904200 56 2,209 SH   DFND 17 2,209 0 0
KNOLL INC COM NEW 498904200 558 22,026 SH   DFND 21 22,026 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 222 6,113 SH   DFND 17 6,113 0 0
KNOWLES CORP COM 49926D109 403 19,809 SH   DFND 17 19,809 0 0
KNOWLES CORP COM 49926D109 1,230 60,480 SH   DFND 21 60,480 0 0
KOHLS CORP COM 500255104 1,763 35,508 SH   DFND 17 35,508 0 0
KOHLS CORP COM 500255104 65 1,316 SH   DFND 20 1,316 0 0
KOHLS CORP COM 500255104 14,777 297,558 SH   DFND 21 217,617 0 79,941
KOHLS CORP COM 500255104 32 647 SH   DFND 25 647 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 252 23,277 SH   DFND 17 23,277 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 686 63,327 SH   DFND 21 28,049 0 35,278
KORN FERRY COM NEW 500643200 9,078 234,943 SH   DFND 17 234,943 0 0
KORN FERRY COM NEW 500643200 672 17,400 SH   DFND 21 1,863 0 15,537
KOSMOS ENERGY LTD COM 500688106 112 18,018 SH   DFND 17 18,018 0 0
KRAFT HEINZ CO COM 500754106 83 2,974 SH   DFND 4 2,974 0 0
KRAFT HEINZ CO COM 500754106 1,291 46,217 SH   DFND 17 42,757 0 3,460
KRAFT HEINZ CO COM 500754106 5,853 209,513 SH   DFND 21 183,113 0 26,400
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 10,987 590,858 SH   DFND 17 340,408 0 250,450
KROGER CO COM 501044101 104 4,034 SH   DFND 4 4,034 0 0
KROGER CO COM 501044101 115,747 4,489,880 SH   DFND 17 4,489,880 0 0
KROGER CO COM 501044101 152 5,908 SH   DFND 20 5,908 0 0
KROGER CO COM 501044101 46,951 1,821,210 SH   DFND 21 1,320,368 0 500,842
KROGER CO COM 501044101 33 1,290 SH   DFND 25 1,290 0 0
KROGER CO PUT 501044951 436 16,900 SH Put DFND 4 16,900 0 0
KRONOS WORLDWIDE INC COM 50105F105 13 1,017 SH   DFND 17 1,017 0 0
KRONOS WORLDWIDE INC COM 50105F105 918 74,187 SH   DFND 21 74,187 0 0
KRYSTAL BIOTECH INC COM 501147102 555 15,976 SH   DFND 17 15,976 0 0
KRYSTAL BIOTECH INC COM 501147102 336 9,500 SH   DFND 24 9,500 0 0
KURA SUSHI USA INC CL A COM 501270102 1,225 62,452 SH   DFND 17 62,452 0 0
KURA ONCOLOGY INC COM 50127T109 787 51,902 SH   DFND 17 51,902 0 0
L BRANDS INC COM 501797104 159 8,100 SH   DFND 4 8,100 0 0
L BRANDS INC COM 501797104 965 49,278 SH   DFND 17 49,278 0 0
LHC GROUP INC COM 50187A107 10,714 94,347 SH   DFND 17 54,140 0 40,207
LGI HOMES INC COM 50187T106 2,587 31,050 SH   DFND 17 29,590 0 1,460
LKQ CORP COM 501889208 664 21,115 SH   DFND 17 21,115 0 0
LPL FINL HLDGS INC COM 50212V100 23,991 292,931 SH   DFND 17 216,277 0 76,654
LPL FINL HLDGS INC COM 50212V100 2,963 36,184 SH   DFND 21 13,370 0 22,814
L3HARRIS TECHNOLOGIES INC COM 502431109 163 783 SH   DFND 4 783 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 31,700 151,937 SH   DFND 17 140,644 0 11,293
L3HARRIS TECHNOLOGIES INC COM 502431109 23,195 111,170 SH   DFND 21 64,334 0 46,836
L3HARRIS TECHNOLOGIES INC CALL 502431909 1,899 9,100 SH Call DFND 4 9,100 0 0
L3HARRIS TECHNOLOGIES INC PUT 502431959 3,776 18,100 SH Put DFND 4 18,100 0 0
LA Z BOY INC COM 505336107 6,580 195,880 SH   DFND 17 195,880 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 101,160 602,234 SH   DFND 17 602,234 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 62 370 SH   DFND 20 370 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 16,193 96,388 SH   DFND 21 81,578 0 14,810
LABORATORY CORP AMER HLDGS COM NEW 50540R409 28 167 SH   DFND 25 167 0 0
LADDER CAP CORP CL A 505743104 130 7,532 SH   DFND 17 7,532 0 0
LADDER CAP CORP CL A 505743104 912 52,817 SH   DFND 21 16,717 0 36,100
LAM RESEARCH CORP COM 512807108 8,318 35,991 SH   DFND 4 35,991 0 0
LAM RESEARCH CORP COM 512807108 121,706 526,617 SH   DFND 17 456,502 0 70,115
LAM RESEARCH CORP COM 512807108 48,581 210,207 SH   DFND 21 174,580 0 35,627
LAM RESEARCH CORP CALL 512807908 5,200 22,500 SH Call DFND 4 22,500 0 0
LAM RESEARCH CORP PUT 512807958 8,412 36,400 SH Put DFND 4 36,400 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 10,852 132,457 SH   DFND 17 132,457 0 0
LAMB WESTON HLDGS INC COM 513272104 77,121 1,060,513 SH   DFND 17 1,026,685 0 33,828
LAMB WESTON HLDGS INC COM 513272104 2,265 31,142 SH   DFND 21 30,448 0 694
LANCASTER COLONY CORP COM 513847103 438 3,157 SH   DFND 17 3,157 0 0
LANDSTAR SYS INC COM 515098101 221 1,962 SH   DFND 17 1,962 0 0
LANTHEUS HLDGS INC COM 516544103 341 13,596 SH   DFND 17 13,596 0 0
LANTHEUS HLDGS INC COM 516544103 284 11,349 SH   DFND 21 8,998 0 2,351
LAS VEGAS SANDS CORP COM 517834107 8,832 152,914 SH   DFND 4 152,914 0 0
LAS VEGAS SANDS CORP COM 517834107 980 16,964 SH   DFND 17 16,964 0 0
LAUDER ESTEE COS INC CL A 518439104 43,889 220,603 SH   DFND 17 219,745 0 858
LAUDER ESTEE COS INC CL A 518439104 17,151 86,209 SH   DFND 20 13,700 0 72,509
LAUDER ESTEE COS INC CL A 518439104 183,376 921,718 SH   DFND 21 752,138 0 169,580
LAUDER ESTEE COS INC CL A 518439104 8,108 41,300 SH   DFND 24 41,300 0 0
LAUDER ESTEE COS INC CALL 518439904 4,735 23,800 SH Call DFND 4 23,800 0 0
LAUDER ESTEE COS INC PUT 518439954 8,296 41,700 SH Put DFND 4 41,700 0 0
LAUREATE EDUCATION INC CL A 518613203 78 4,708 SH   DFND 17 4,708 0 0
LAUREATE EDUCATION INC CL A 518613203 332 20,027 SH   DFND 21 15,878 0 4,149
LEAR CORP COM NEW 521865204 8,178 69,360 SH   DFND 17 69,360 0 0
LEAR CORP COM NEW 521865204 144 1,225 SH   DFND 20 1,225 0 0
LEAR CORP COM NEW 521865204 25,976 220,319 SH   DFND 21 183,632 0 36,687
LEAR CORP COM NEW 521865204 25 208 SH   DFND 25 208 0 0
LEGGETT & PLATT INC COM 524660107 368 8,985 SH   DFND 17 8,985 0 0
LEGG MASON INC COM 524901105 401 10,494 SH   DFND 17 10,494 0 0
LEGG MASON INC COM 524901105 1,165 30,517 SH   DFND 21 27,928 0 2,589
LEIDOS HLDGS INC COM 525327102 10,459 121,790 SH   DFND 17 121,790 0 0
LEIDOS HLDGS INC COM 525327102 29,185 339,837 SH   DFND 21 248,922 0 90,915
LEIDOS HLDGS INC COM 525327102 75 876 SH   DFND 25 876 0 0
LEMAITRE VASCULAR INC COM 525558201 114 3,328 SH   DFND 17 3,328 0 0
LEMAITRE VASCULAR INC COM 525558201 1,190 34,829 SH   DFND 21 34,829 0 0
LENDINGCLUB CORP COM NEW 52603A208 167 12,793 SH   DFND 17 3,012 0 9,781
LENDINGTREE INC NEW COM 52603B107 138,731 446,898 SH   DFND 17 426,154 0 20,744
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 47,411 29,520,000 PRN   DFND 17 27,180,000 0 2,340,000
LENNAR CORP CL A 526057104 1,073 19,211 SH   DFND 17 19,211 0 0
LENNAR CORP CL A 526057104 3,355 60,063 SH   DFND 21 55,956 0 4,107
LENNAR CORP CL B 526057302 1,385 31,226 SH   DFND 17 31,226 0 0
LENNOX INTL INC COM 526107107 423 1,743 SH   DFND 17 1,743 0 0
LENNOX INTL INC COM 526107107 4,628 19,047 SH   DFND 21 19,047 0 0
LEXINGTON REALTY TRUST COM 529043101 105 10,283 SH   DFND 17 10,283 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 368 3,519 SH   DFND 17 3,519 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 550 5,258 SH   DFND 17 5,258 0 0
LIBERTY PPTY TR SH BEN INT 531172104 22,404 436,473 SH   DFND 4 436,473 0 0
LIBERTY PPTY TR SH BEN INT 531172104 398 7,750 SH   DFND 17 7,750 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 324 7,716 SH   DFND 17 7,716 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 409 9,836 SH   DFND 17 9,836 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 210 7,583 SH   DFND 17 7,583 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 113,553 94,785,000 PRN   DFND 17 89,220,000 0 5,565,000
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 11,226 19,736,297 PRN   DFND 17 19,736,297 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 92,075 74,068,000 PRN   DFND 17 65,560,000 0 8,508,000
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 31 3,291 SH   DFND 17 3,291 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 26 2,751 SH   DFND 20 2,751 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 4,831 513,443 SH   DFND 21 439,510 0 73,933
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 8 860 SH   DFND 25 860 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 82,764 98,640,000 PRN   DFND 17 98,640,000 0 0
LIFE STORAGE INC COM 53223X107 12,438 117,999 SH   DFND 4 117,999 0 0
LIFE STORAGE INC COM 53223X107 10,368 98,360 SH   DFND 17 98,360 0 0
LIFE STORAGE INC COM 53223X107 2,769 26,269 SH   DFND 21 26,269 0 0
LILLY ELI & CO COM 532457108 4,532 40,526 SH   DFND 4 40,526 0 0
LILLY ELI & CO COM 532457108 23,578 210,842 SH   DFND 17 210,842 0 0
LILLY ELI & CO COM 532457108 363 3,250 SH   DFND 20 3,250 0 0
LILLY ELI & CO COM 532457108 120,490 1,077,441 SH   DFND 21 737,082 0 340,359
LILLY ELI & CO COM 532457108 151 1,347 SH   DFND 25 1,347 0 0
LILLY ELI & CO CALL 532457908 9,908 88,600 SH Call DFND 4 88,600 0 0
LILLY ELI & CO PUT 532457958 22,757 203,500 SH Put DFND 4 203,500 0 0
LINCOLN ELEC HLDGS INC COM 533900106 7,736 89,168 SH   DFND 17 40,213 0 48,955
LINCOLN NATL CORP IND COM 534187109 14,676 243,308 SH   DFND 17 243,308 0 0
LINCOLN NATL CORP IND COM 534187109 12,346 204,673 SH   DFND 21 194,800 0 9,873
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 1,305 77,877 SH   DFND 17 77,877 0 0
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 2,022 120,653 SH   DFND 21 118,431 0 2,222
LINE CORP SPONSORED ADR 53567X101 697 19,385 SH   DFND 17 0 0 19,385
LIQTECH INTL INC COM 53632A201 362 45,861 SH   DFND 17 45,861 0 0
LIQUIDITY SERVICES INC COM 53635B107 118 15,906 SH   DFND 17 1,226 0 14,680
LITHIA MTRS INC CL A 536797103 5,685 42,941 SH   DFND 17 42,941 0 0
LITTELFUSE INC COM 537008104 212 1,194 SH   DFND 17 1,194 0 0
LITTELFUSE INC COM 537008104 37,736 212,827 SH   DFND 21 212,610 0 217
LITTELFUSE INC COM 537008104 1,863 10,500 SH   DFND 24 10,500 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 16,704 251,796 SH   DFND 17 154,281 0 97,515
LIVE NATION ENTERTAINMENT IN COM 538034109 181 2,728 SH   DFND 21 0 0 2,728
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 110,201 93,955,000 PRN   DFND 17 85,535,000 0 8,420,000
LIVEPERSON INC COM 538146101 8,184 229,232 SH   DFND 17 150,168 0 79,064
LIVERAMP HLDGS INC COM 53815P108 36,210 842,879 SH   DFND 17 777,980 0 64,899
LIVERAMP HLDGS INC COM 53815P108 1,275 29,668 SH   DFND 21 29,668 0 0
LOCKHEED MARTIN CORP COM 539830109 170,031 435,911 SH   DFND 17 433,343 0 2,568
LOCKHEED MARTIN CORP COM 539830109 1,560 4,000 SH   DFND 20 4,000 0 0
LOCKHEED MARTIN CORP COM 539830109 215 552 SH   DFND 21 0 0 552
LOCKHEED MARTIN CORP CALL 539830909 16,422 42,100 SH Call DFND 4 42,100 0 0
LOCKHEED MARTIN CORP PUT 539830959 34,520 88,500 SH Put DFND 4 88,500 0 0
LOEWS CORP COM 540424108 4,222 82,022 SH   DFND 17 82,022 0 0
LOEWS CORP COM 540424108 16,990 330,038 SH   DFND 21 280,666 0 49,372
LOEWS CORP COM 540424108 50 974 SH   DFND 25 974 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 624 15,080 SH   DFND 17 15,080 0 0
LOUISIANA PAC CORP COM 546347105 879 35,781 SH   DFND 17 35,781 0 0
LOUISIANA PAC CORP COM 546347105 3,503 142,519 SH   DFND 21 142,519 0 0
LOWES COS INC COM 548661107 0 1 SH   DFND 4 1 0 0
LOWES COS INC COM 548661107 92,533 841,519 SH   DFND 17 834,776 0 6,743
LOWES COS INC COM 548661107 1,139 10,359 SH   DFND 21 1,270 0 9,089
LOWES COS INC CALL 548661907 7,224 65,700 SH Call DFND 4 65,700 0 0
LOWES COS INC PUT 548661957 16,857 153,300 SH Put DFND 4 153,300 0 0
LUCKIN COFFEE INC SPONSORED ADS 54951L109 9,831 517,446 SH   DFND 4 517,446 0 0
LULULEMON ATHLETICA INC COM 550021109 16,704 86,758 SH   DFND 17 72,088 0 14,670
LULULEMON ATHLETICA INC COM 550021109 30,802 159,985 SH   DFND 21 121,094 0 38,891
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 92,497 79,514,000 PRN   DFND 17 72,200,000 0 7,314,000
LUMINEX CORP DEL COM 55027E102 39 1,884 SH   DFND 17 1,884 0 0
LUMINEX CORP DEL COM 55027E102 234 11,310 SH   DFND 21 9,448 0 1,862
LYFT INC CL A COM 55087P104 3,874 94,861 SH   DFND 17 77,396 0 17,465
M & T BK CORP COM 55261F104 842 5,329 SH   DFND 4 5,329 0 0
M & T BK CORP COM 55261F104 53,324 337,555 SH   DFND 17 335,681 0 1,874
M & T BK CORP COM 55261F104 4,410 27,917 SH   DFND 21 0 0 27,917
M & T BK CORP CALL 55261F904 553 3,500 SH Call DFND 4 3,500 0 0
M & T BK CORP PUT 55261F954 2,417 15,300 SH Put DFND 4 15,300 0 0
M D C HLDGS INC COM 552676108 10,735 249,063 SH   DFND 17 249,063 0 0
M D C HLDGS INC COM 552676108 9,504 220,505 SH   DFND 21 105,765 0 114,740
MDU RES GROUP INC COM 552690109 1,035 36,708 SH   DFND 17 36,708 0 0
MDU RES GROUP INC COM 552690109 135 4,788 SH   DFND 20 4,788 0 0
MDU RES GROUP INC COM 552690109 16,664 591,134 SH   DFND 21 578,633 0 12,501
MFA FINL INC COM 55272X102 2,249 305,551 SH   DFND 17 305,551 0 0
MFA FINL INC COM 55272X102 5,751 781,402 SH   DFND 21 781,402 0 0
MGIC INVT CORP WIS COM 552848103 2,292 182,158 SH   DFND 17 182,158 0 0
MGIC INVT CORP WIS COM 552848103 15,703 1,248,287 SH   DFND 21 411,273 0 837,014
MGM RESORTS INTERNATIONAL COM 552953101 960 34,621 SH   DFND 17 34,621 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 16,768 558,000 SH   DFND 4 558,000 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 574 19,099 SH   DFND 17 19,099 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 14,711 489,546 SH   DFND 21 448,386 0 41,160
MGP INGREDIENTS INC NEW COM 55303J106 7,855 158,102 SH   DFND 17 139,227 0 18,875
M/I HOMES INC COM 55305B101 285 7,567 SH   DFND 17 7,567 0 0
M/I HOMES INC COM 55305B101 2,205 58,574 SH   DFND 21 0 0 58,574
MKS INSTRUMENT INC COM 55306N104 19,686 213,324 SH   DFND 17 167,404 0 45,920
MKS INSTRUMENT INC COM 55306N104 172 1,868 SH   DFND 20 1,868 0 0
MKS INSTRUMENT INC COM 55306N104 29,178 316,189 SH   DFND 21 221,144 0 95,045
MKS INSTRUMENT INC COM 55306N104 48 518 SH   DFND 25 518 0 0
MPLX LP COM UNIT REP LTD 55336V100 15,686 560,000 SH   DFND 4 560,000 0 0
MSA SAFETY INC COM 553498106 2,041 18,704 SH   DFND 17 18,099 0 605
MSA SAFETY INC COM 553498106 1,214 11,123 SH   DFND 21 11,123 0 0
MSCI INC COM 55354G100 20,990 96,393 SH   DFND 17 96,393 0 0
MSCI INC COM 55354G100 22,607 103,822 SH   DFND 21 81,948 0 21,874
MSCI INC COM 55354G100 4,750 22,000 SH   DFND 24 22,000 0 0
MACERICH CO COM 554382101 383 12,130 SH   DFND 17 12,130 0 0
MACK CALI RLTY CORP COM 554489104 1,676 77,398 SH   DFND 17 77,398 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 65,300 71,510,000 PRN   DFND 17 71,510,000 0 0
MACROGENICS INC COM 556099109 350 27,406 SH   DFND 17 27,406 0 0
MACYS INC COM 55616P104 20,926 1,346,563 SH   DFND 17 1,346,563 0 0
MACYS INC COM 55616P104 73 4,666 SH   DFND 20 4,666 0 0
MACYS INC COM 55616P104 14,224 915,341 SH   DFND 21 743,966 0 171,375
MACYS INC COM 55616P104 30 1,916 SH   DFND 25 1,916 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 4,543 17,239 SH   DFND 17 9,091 0 8,148
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 9,941 150,000 SH   DFND 4 150,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 8,870 133,850 SH   DFND 17 133,850 0 0
MAGNA INTL INC COM 559222401 14,637 274,422 SH   DFND 17 274,422 0 0
MAGNA INTL INC COM 559222401 151 2,833 SH   DFND 20 2,833 0 0
MAGNA INTL INC COM 559222401 53,145 996,385 SH   DFND 21 672,015 0 324,370
MAGNA INTL INC COM 559222401 46 865 SH   DFND 25 865 0 0
MALIBU BOATS INC COM CL A 56117J100 2,819 91,886 SH   DFND 17 41,541 0 50,345
MALIBU BOATS INC COM CL A 56117J100 1,064 34,689 SH   DFND 21 31,761 0 2,928
MAMMOTH ENERGY SVCS INC COM 56155L108 61 24,491 SH   DFND 17 24,491 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 217 87,320 SH   DFND 21 87,320 0 0
MANHATTAN ASSOCS INC COM 562750109 1,425 17,661 SH   DFND 17 14,886 0 2,775
MANHATTAN ASSOCS INC COM 562750109 1,983 24,587 SH   DFND 21 16,295 0 8,292
MANPOWERGROUP INC COM 56418H100 899 10,669 SH   DFND 17 10,669 0 0
MANPOWERGROUP INC COM 56418H100 30 355 SH   DFND 21 0 0 355
MANTECH INTL CORP CL A 564563104 7,372 103,228 SH   DFND 17 100,013 0 3,215
MANTECH INTL CORP CL A 564563104 8,103 113,472 SH   DFND 21 78,283 0 35,189
MANTECH INTL CORP CL A 564563104 16 219 SH   DFND 25 219 0 0
MANULIFE FINL CORP COM 56501R106 26,904 1,465,920 SH   DFND 17 1,423,988 0 41,932
MANULIFE FINL CORP COM 56501R106 195 10,649 SH   DFND 20 10,649 0 0
MANULIFE FINL CORP COM 56501R106 72,102 3,928,579 SH   DFND 21 3,008,804 0 919,775
MANULIFE FINL CORP COM 56501R106 48 2,638 SH   DFND 25 2,638 0 0
MARATHON OIL CORP COM 565849106 11,683 952,199 SH   DFND 17 952,199 0 0
MARATHON OIL CORP COM 565849106 984 80,211 SH   DFND 21 63,111 0 17,100
MARATHON PETE CORP COM 56585A102 406 6,691 SH   DFND 4 6,691 0 0
MARATHON PETE CORP COM 56585A102 12,697 208,997 SH   DFND 17 208,989 0 8
MARATHON PETE CORP COM 56585A102 12,484 205,491 SH   DFND 21 131,431 0 74,060
MARATHON PETE CORP COM 56585A102 587 9,400 SH   DFND 24 9,400 0 0
MARATHON PETE CORP COM 56585A102 39 644 SH   DFND 25 644 0 0
MARATHON PETE CORP CALL 56585A902 2,272 37,400 SH Call DFND 4 37,400 0 0
MARATHON PETE CORP PUT 56585A952 6,950 114,400 SH Put DFND 4 114,400 0 0
MARCUS CORP COM 566330106 4,706 127,162 SH   DFND 17 127,162 0 0
MARCUS CORP COM 566330106 890 24,054 SH   DFND 21 24,054 0 0
MARINEMAX INC COM 567908108 452 29,177 SH   DFND 17 29,177 0 0
MARINEMAX INC COM 567908108 1,297 83,797 SH   DFND 21 83,797 0 0
MARKEL CORP COM 570535104 795 673 SH   DFND 17 673 0 0
MARKETAXESS HLDGS INC COM 57060D108 831 2,538 SH   DFND 17 2,538 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,528 4,667 SH   DFND 21 4,010 0 657
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 10,678 103,064 SH   DFND 17 103,064 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 29,343 29,250,000 PRN   DFND 17 29,250,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 0 1 SH   DFND 4 1 0 0
MARSH & MCLENNAN COS INC COM 571748102 32,674 326,578 SH   DFND 17 303,273 0 23,305
MARSH & MCLENNAN COS INC COM 571748102 208 2,081 SH   DFND 21 0 0 2,081
MARSH & MCLENNAN COS INC CALL 571748902 2,431 24,300 SH Call DFND 4 24,300 0 0
MARSH & MCLENNAN COS INC PUT 571748952 2,921 29,200 SH Put DFND 4 29,200 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,620 13,027 SH   DFND 4 13,027 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,317 18,630 SH   DFND 17 18,630 0 0
MARRIOTT INTL INC NEW CALL 571903902 1,492 12,000 SH Call DFND 4 12,000 0 0
MARRIOTT INTL INC NEW PUT 571903952 5,709 45,900 SH Put DFND 4 45,900 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,552 9,310 SH   DFND 4 9,310 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,167 4,259 SH   DFND 17 4,259 0 0
MARTIN MARIETTA MATLS INC COM 573284106 14 52 SH   DFND 21 52 0 0
MASCO CORP COM 574599106 442 10,600 SH   DFND 4 10,600 0 0
MASCO CORP COM 574599106 824 19,767 SH   DFND 17 19,767 0 0
MASIMO CORP COM 574795100 4,507 30,294 SH   DFND 17 28,139 0 2,155
MASIMO CORP COM 574795100 96 643 SH   DFND 20 643 0 0
MASIMO CORP COM 574795100 9,081 61,034 SH   DFND 21 57,445 0 3,589
MASTEC INC COM 576323109 1,026 15,796 SH   DFND 17 13,296 0 2,500
MASTERCARD INC CL A 57636Q104 5,333 19,638 SH   DFND 4 19,638 0 0
MASTERCARD INC CL A 57636Q104 477,108 1,756,946 SH   DFND 17 1,571,906 0 185,040
MASTERCARD INC CL A 57636Q104 446 1,641 SH   DFND 20 1,641 0 0
MASTERCARD INC CL A 57636Q104 273,178 1,005,921 SH   DFND 21 672,300 0 333,621
MASTERCARD INC CL A 57636Q104 214 789 SH   DFND 25 789 0 0
MASTERCARD INC CALL 57636Q904 30,905 113,800 SH Call DFND 4 113,800 0 0
MASTERCARD INC PUT 57636Q954 66,806 246,000 SH Put DFND 4 246,000 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 1,619 108,465 SH   DFND 17 104,895 0 3,570
MASTERCRAFT BOAT HLDGS INC COM 57637H103 808 54,127 SH   DFND 21 29,105 0 25,022
MASTERCRAFT BOAT HLDGS INC COM 57637H103 6 390 SH   DFND 25 390 0 0
MATCH GROUP INC COM 57665R106 194 2,717 SH   DFND 17 2,717 0 0
MATCH GROUP INC COM 57665R106 384 5,381 SH   DFND 21 5,381 0 0
MATERION CORP COM 576690101 4,299 70,054 SH   DFND 17 70,054 0 0
MATSON INC COM 57686G105 183 4,886 SH   DFND 17 4,886 0 0
MATSON INC COM 57686G105 1,406 37,487 SH   DFND 21 19,240 0 18,247
MATSON INC COM 57686G105 11 300 SH   DFND 25 300 0 0
MATTEL INC COM 577081102 194 17,043 SH   DFND 17 17,043 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,905 50,159 SH   DFND 17 50,159 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,065 18,383 SH   DFND 21 13,989 0 4,394
MAXIMUS INC COM 577933104 18,604 240,792 SH   DFND 17 240,792 0 0
MAXIMUS INC COM 577933104 903 11,693 SH   DFND 21 7,431 0 4,262
MCCORMICK & CO INC COM NON VTG 579780206 3,445 22,044 SH   DFND 17 22,044 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,258 14,400 SH   DFND 24 14,400 0 0
MCDONALDS CORP COM 580135101 204,879 954,294 SH   DFND 17 936,229 0 18,065
MCDONALDS CORP COM 580135101 19,886 92,616 SH   DFND 20 92,616 0 0
MCDONALDS CORP COM 580135101 52,392 244,013 SH   DFND 21 128,433 0 115,580
MCDONALDS CORP CALL 580135901 29,072 135,400 SH Call DFND 4 135,400 0 0
MCDONALDS CORP PUT 580135951 50,199 233,800 SH Put DFND 4 233,800 0 0
MCGRATH RENTCORP COM 580589109 11,345 163,030 SH   DFND 17 163,030 0 0
MCGRATH RENTCORP COM 580589109 4,037 58,015 SH   DFND 21 46,753 0 11,262
MCKESSON CORP COM 58155Q103 319 2,335 SH   DFND 4 2,335 0 0
MCKESSON CORP COM 58155Q103 101,165 740,318 SH   DFND 17 740,318 0 0
MCKESSON CORP COM 58155Q103 145 1,058 SH   DFND 20 1,058 0 0
MCKESSON CORP COM 58155Q103 22,703 166,124 SH   DFND 21 131,377 0 34,747
MCKESSON CORP COM 58155Q103 57 414 SH   DFND 25 414 0 0
MCKESSON CORP CALL 58155Q903 1,175 8,600 SH Call DFND 4 8,600 0 0
MCKESSON CORP PUT 58155Q953 2,556 18,700 SH Put DFND 4 18,700 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,423 72,744 SH   DFND 17 72,744 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 15,231 778,700 SH   DFND 21 255,146 0 523,554
MEDICINES CO COM 584688105 1,416 28,325 SH   DFND 17 28,325 0 0
MEDICINES CO COM 584688105 375 7,504 SH   DFND 21 7,504 0 0
MEDICINES CO COM 584688105 612 12,700 SH   DFND 24 12,700 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 132,536 111,960,000 PRN   DFND 17 101,755,000 0 10,205,000
MEDIFAST INC COM 58470H101 1,704 16,441 SH   DFND 17 15,961 0 480
MEDIFAST INC COM 58470H101 675 6,510 SH   DFND 21 6,510 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 28,284 309,116 SH   DFND 4 273,274 0 35,842
MEDIDATA SOLUTIONS INC COM 58471A105 276 3,011 SH   DFND 17 3,011 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 10,954 119,718 SH   DFND 21 119,718 0 0
MEDNAX INC COM 58502B106 508 22,479 SH   DFND 17 22,479 0 0
MEDPACE HLDGS INC COM 58506Q109 5,516 65,636 SH   DFND 17 61,581 0 4,055
MEDPACE HLDGS INC COM 58506Q109 120 1,428 SH   DFND 21 1,428 0 0
MEET GROUP INC COM 58513U101 445 135,912 SH   DFND 17 135,912 0 0
MEET GROUP INC COM 58513U101 879 268,286 SH   DFND 21 142,704 0 125,582
MEET GROUP INC COM 58513U101 7 2,145 SH   DFND 25 2,145 0 0
MERCADOLIBRE INC COM 58733R102 453 822 SH   DFND 21 822 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 63,002 42,700,000 PRN   DFND 17 39,100,000 0 3,600,000
MERCER INTL INC COM 588056101 819 65,345 SH   DFND 17 65,345 0 0
MERCER INTL INC COM 588056101 2,639 210,430 SH   DFND 21 177,732 0 32,698
MERCK & CO INC COM 58933Y105 6,587 78,246 SH   DFND 4 78,246 0 0
MERCK & CO INC COM 58933Y105 321,604 3,821,054 SH   DFND 17 3,740,674 0 80,380
MERCK & CO INC COM 58933Y105 9,172 108,957 SH   DFND 20 108,957 0 0
MERCK & CO INC COM 58933Y105 308,648 3,666,524 SH   DFND 21 2,482,206 0 1,184,318
MERCK & CO INC COM 58933Y105 2,239 27,000 SH   DFND 24 27,000 0 0
MERCK & CO INC COM 58933Y105 233 2,763 SH   DFND 25 2,763 0 0
MERCK & CO INC CALL 58933Y905 26,424 313,900 SH Call DFND 4 313,900 0 0
MERCK & CO INC PUT 58933Y955 60,424 717,800 SH Put DFND 4 717,800 0 0
MERCURY SYS INC COM 589378108 8,635 106,379 SH   DFND 17 57,860 0 48,519
MERCURY SYS INC COM 589378108 6,474 79,756 SH   DFND 21 79,756 0 0
MERCURY GENL CORP NEW COM 589400100 922 16,507 SH   DFND 17 16,507 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,429 76,192 SH   DFND 17 76,192 0 0
MERIT MED SYS INC COM 589889104 1,021 33,512 SH   DFND 17 33,512 0 0
MERIT MED SYS INC COM 589889104 70 2,312 SH   DFND 21 0 0 2,312
MERITAGE HOMES CORP COM 59001A102 115 1,629 SH   DFND 17 1,629 0 0
MERITAGE HOMES CORP COM 59001A102 5,645 80,240 SH   DFND 21 0 0 80,240
MERITOR INC COM 59001K100 66 3,554 SH   DFND 17 3,554 0 0
MERITOR INC COM 59001K100 341 18,416 SH   DFND 21 18,416 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 76,910 78,380,000 PRN   DFND 17 72,105,000 0 6,275,000
MESA LABS INC COM 59064R109 1,821 7,660 SH   DFND 17 7,660 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7 8,044 7,500,000 PRN   DFND 17 4,525,000 0 2,975,000
METHANEX CORP COM 59151K108 1,726 48,614 SH   DFND 17 48,614 0 0
METHANEX CORP COM 59151K108 67 1,884 SH   DFND 20 1,884 0 0
METHANEX CORP COM 59151K108 12,685 357,267 SH   DFND 21 279,513 0 77,754
METHANEX CORP COM 59151K108 6 155 SH   DFND 25 155 0 0
METHODE ELECTRS INC COM 591520200 10,559 313,896 SH   DFND 17 313,896 0 0
METHODE ELECTRS INC COM 591520200 1,835 54,560 SH   DFND 21 45,608 0 8,952
METLIFE INC COM 59156R108 618 13,101 SH   DFND 4 13,101 0 0
METLIFE INC COM 59156R108 59,358 1,258,656 SH   DFND 17 1,250,820 0 7,836
METLIFE INC COM 59156R108 105,027 2,227,031 SH   DFND 21 1,268,410 0 958,621
METLIFE INC COM 59156R108 65 1,383 SH   DFND 25 1,383 0 0
METLIFE INC CALL 59156R908 5,820 123,400 SH Call DFND 4 123,400 0 0
METLIFE INC PUT 59156R958 9,328 197,800 SH Put DFND 4 197,800 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 506 718 SH   DFND 4 718 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,178 1,673 SH   DFND 17 1,673 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,309 1,859 SH   DFND 21 1,515 0 344
METTLER TOLEDO INTERNATIONAL PUT 592688955 704 1,000 SH Put DFND 4 1,000 0 0
MICROSOFT CORP COM 594918104 44,248 318,260 SH   DFND 4 318,260 0 0
MICROSOFT CORP COM 594918104 1,351,009 9,717,755 SH   DFND 17 8,943,436 0 774,319
MICROSOFT CORP COM 594918104 55,280 397,613 SH   DFND 20 148,589 0 249,024
MICROSOFT CORP COM 594918104 1,135,973 8,170,701 SH   DFND 21 6,072,624 0 2,098,077
MICROSOFT CORP COM 594918104 7,575 55,000 SH   DFND 24 55,000 0 0
MICROSOFT CORP COM 594918104 731 5,259 SH   DFND 25 5,259 0 0
MICROSOFT CORP CALL 594918904 150,528 1,082,700 SH Call DFND 4 1,082,700 0 0
MICROSOFT CORP PUT 594918954 266,076 1,913,800 SH Put DFND 4 1,913,800 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4 46 SH   DFND 4 46 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 165,728 1,783,746 SH   DFND 17 1,627,476 0 156,270
MICROCHIP TECHNOLOGY INC COM 595017104 12,951 139,398 SH   DFND 20 0 0 139,398
MICROCHIP TECHNOLOGY INC COM 595017104 44,374 477,605 SH   DFND 21 469,586 0 8,019
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 298,628 231,818,000 PRN   DFND 17 204,120,000 0 27,698,000
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 117,471 91,810,000 PRN   DFND 17 91,810,000 0 0
MICRON TECHNOLOGY INC COM 595112103 21,866 510,294 SH   DFND 4 510,294 0 0
MICRON TECHNOLOGY INC COM 595112103 308,403 7,196,854 SH   DFND 17 6,694,244 0 502,610
MICRON TECHNOLOGY INC COM 595112103 78 1,822 SH   DFND 20 1,822 0 0
MICRON TECHNOLOGY INC COM 595112103 26,042 607,757 SH   DFND 21 467,972 0 139,785
MICRON TECHNOLOGY INC CALL 595112903 5,043 117,700 SH Call DFND 4 117,700 0 0
MICRON TECHNOLOGY INC PUT 595112953 11,749 274,200 SH Put DFND 4 274,200 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 74,292 17,100,000 PRN   DFND 17 14,890,000 0 2,210,000
MID AMER APT CMNTYS INC COM 59522J103 25,251 194,225 SH   DFND 4 194,225 0 0
MID AMER APT CMNTYS INC COM 59522J103 14,453 111,170 SH   DFND 17 111,170 0 0
MID AMER APT CMNTYS INC COM 59522J103 1,622 12,473 SH   DFND 21 0 0 12,473
MIDDLEBY CORP COM 596278101 323 2,762 SH   DFND 17 2,762 0 0
MIDDLESEX WATER CO COM 596680108 1,172 18,046 SH   DFND 17 14,671 0 3,375
MIDLAND STS BANCORP INC ILL COM 597742105 26 988 SH   DFND 17 988 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 2,216 85,080 SH   DFND 21 83,513 0 1,567
MILLER HERMAN INC COM 600544100 2,713 58,853 SH   DFND 17 58,853 0 0
MILLER HERMAN INC COM 600544100 10,029 217,600 SH   DFND 21 69,603 0 147,997
MIRATI THERAPEUTICS INC COM 60468T105 478 6,141 SH   DFND 17 6,141 0 0
MIRATI THERAPEUTICS INC COM 60468T105 219 2,600 SH   DFND 24 2,600 0 0
MOBILEIRON INC COM NEW 60739U204 1,757 268,451 SH   DFND 17 268,451 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 4,178 515,753 SH   DFND 17 462,753 0 53,000
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 393 48,510 SH   DFND 21 48,510 0 0
MODEL N INC COM 607525102 5,409 194,844 SH   DFND 17 191,089 0 3,755
MODERNA INC COM 60770K107 160 10,030 SH   DFND 17 10,030 0 0
MOHAWK INDS INC COM 608190104 506 4,079 SH   DFND 17 4,079 0 0
MOLINA HEALTHCARE INC COM 60855R100 339 3,090 SH   DFND 17 3,090 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,450 22,332 SH   DFND 21 0 0 22,332
MOLSON COORS BREWING CO CL B 60871R209 2,852 49,605 SH   DFND 17 49,605 0 0
MOLSON COORS BREWING CO CL B 60871R209 15,617 271,599 SH   DFND 21 153,919 0 117,680
MOMO INC ADR 60879B107 7,153 230,900 SH   DFND 4 230,900 0 0
MOMO INC ADR 60879B107 1,670 53,921 SH   DFND 17 53,921 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 23,540 26,000,000 PRN   DFND 17 26,000,000 0 0
MONDELEZ INTL INC CL A 609207105 564 10,203 SH   DFND 4 10,203 0 0
MONDELEZ INTL INC CL A 609207105 76,813 1,388,529 SH   DFND 17 1,295,855 0 92,674
MONDELEZ INTL INC CL A 609207105 188 3,406 SH   DFND 20 3,406 0 0
MONDELEZ INTL INC CL A 609207105 52,844 955,239 SH   DFND 21 471,912 0 483,327
MONDELEZ INTL INC CL A 609207105 3,046 55,000 SH   DFND 24 55,000 0 0
MONDELEZ INTL INC CALL 609207905 5,189 93,800 SH Call DFND 4 93,800 0 0
MONDELEZ INTL INC PUT 609207955 18,128 327,700 SH Put DFND 4 327,700 0 0
MONGODB INC CL A 60937P106 124,841 1,036,199 SH   DFND 17 851,634 0 184,565
MONGODB INC NOTE 0.750% 6/1 60937PAB2 34,387 18,145,000 PRN   DFND 17 16,505,000 0 1,640,000
MONMOUTH REAL ESTATE INVT CO CL A 609720107 9,632 668,424 SH   DFND 17 668,424 0 0
MONOLITHIC PWR SYS INC COM 609839105 27,095 174,096 SH   DFND 17 143,031 0 31,065
MONSTER BEVERAGE CORP NEW COM 61174X109 627 10,794 SH   DFND 4 10,794 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 10,249 176,518 SH   DFND 17 174,953 0 1,565
MONSTER BEVERAGE CORP NEW COM 61174X109 567 9,768 SH   DFND 21 0 0 9,768
MONSTER BEVERAGE CORP NEW CALL 61174X909 1,272 21,900 SH Call DFND 4 21,900 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 2,578 44,400 SH Put DFND 4 44,400 0 0
MOODYS CORP COM 615369105 2,307 11,263 SH   DFND 17 11,263 0 0
MOODYS CORP COM 615369105 1,639 8,000 SH   DFND 21 8,000 0 0
MOODYS CORP CALL 615369905 737 3,600 SH Call DFND 4 3,600 0 0
MOODYS CORP PUT 615369955 1,208 5,900 SH Put DFND 4 5,900 0 0
MOOG INC CL A 615394202 1,848 22,782 SH   DFND 17 22,782 0 0
MORGAN STANLEY COM NEW 617446448 1,709 40,047 SH   DFND 4 40,047 0 0
MORGAN STANLEY COM NEW 617446448 103,142 2,417,204 SH   DFND 17 2,401,661 0 15,543
MORGAN STANLEY COM NEW 617446448 63,590 1,490,284 SH   DFND 21 984,634 0 505,650
MORGAN STANLEY COM NEW 617446448 82 1,930 SH   DFND 25 1,930 0 0
MORGAN STANLEY CALL 617446908 7,096 166,300 SH Call DFND 4 166,300 0 0
MORGAN STANLEY PUT 617446958 13,740 322,000 SH Put DFND 4 322,000 0 0
MORNINGSTAR INC COM 617700109 350 2,392 SH   DFND 17 2,392 0 0
MOSAIC CO NEW COM 61945C103 492 23,996 SH   DFND 17 23,996 0 0
MOSAIC CO NEW COM 61945C103 4,673 227,927 SH   DFND 21 93,626 0 134,301
MOSAIC CO NEW COM 61945C103 26 1,258 SH   DFND 25 1,258 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1 4 SH   DFND 4 4 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 39,220 230,153 SH   DFND 17 192,063 0 38,090
MOTOROLA SOLUTIONS INC COM NEW 620076307 13,207 77,501 SH   DFND 21 35,675 0 41,826
MOTOROLA SOLUTIONS INC COM NEW 620076307 97 572 SH   DFND 25 572 0 0
MOTOROLA SOLUTIONS INC PUT 620076957 1,227 7,200 SH Put DFND 4 7,200 0 0
MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 357 381,000 SH   DFND 21 381,000 0 0
MUELLER INDS INC COM 624756102 1,668 58,156 SH   DFND 17 58,156 0 0
MUELLER WTR PRODS INC COM SER A 624758108 10,519 935,856 SH   DFND 17 935,856 0 0
MUELLER WTR PRODS INC COM SER A 624758108 4,709 418,933 SH   DFND 21 415,026 0 3,907
MURPHY OIL CORP COM 626717102 5,789 261,846 SH   DFND 17 261,846 0 0
MURPHY OIL CORP COM 626717102 229 10,357 SH   DFND 21 10,357 0 0
MURPHY USA INC COM 626755102 215 2,516 SH   DFND 17 2,516 0 0
MYRIAD GENETICS INC COM 62855J104 384 13,417 SH   DFND 17 13,417 0 0
MYRIAD GENETICS INC COM 62855J104 256 8,939 SH   DFND 21 8,939 0 0
MYOKARDIA INC COM 62857M105 422 8,097 SH   DFND 17 8,097 0 0
NCR CORP NEW COM 62886E108 188 5,956 SH   DFND 17 5,956 0 0
NCR CORP NEW COM 62886E108 333 10,545 SH   DFND 21 10,545 0 0
NIC INC COM 62914B100 992 48,032 SH   DFND 17 39,357 0 8,675
NIC INC COM 62914B100 362 17,553 SH   DFND 21 0 0 17,553
NMI HLDGS INC CL A 629209305 465 17,715 SH   DFND 17 17,715 0 0
NMI HLDGS INC CL A 629209305 2,023 77,029 SH   DFND 21 69,289 0 7,740
NRG ENERGY INC COM NEW 629377508 711 17,964 SH   DFND 17 17,964 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 67,321 59,845,000 PRN   DFND 17 59,845,000 0 0
NVR INC COM 62944T105 1,933 520 SH   DFND 17 520 0 0
NVR INC COM 62944T105 37,731 10,150 SH   DFND 21 5,350 0 4,800
NV5 GLOBAL INC COM 62945V109 2,706 39,640 SH   DFND 17 39,640 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 108,151 100,840,000 PRN   DFND 17 92,925,000 0 7,915,000
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 26,068 40,600,000 PRN   DFND 4 40,600,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 51,450 80,285,000 PRN   DFND 17 80,285,000 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 2,380 110,234 SH   DFND 17 110,234 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 159 7,500 SH   DFND 24 7,500 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 2,951 115,647 SH   DFND 17 115,647 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 650 25,454 SH   DFND 21 25,454 0 0
NASDAQ INC COM 631103108 6,371 64,124 SH   DFND 17 64,124 0 0
NATERA INC COM 632307104 8,137 248,075 SH   DFND 17 188,555 0 59,520
NATIONAL CINEMEDIA INC COM 635309107 647 78,916 SH   DFND 17 64,901 0 14,015
NATIONAL CINEMEDIA INC COM 635309107 27 3,256 SH   DFND 20 3,256 0 0
NATIONAL CINEMEDIA INC COM 635309107 3,335 406,755 SH   DFND 21 363,144 0 43,611
NATIONAL FUEL GAS CO N J COM 636180101 10,520 224,205 SH   DFND 17 224,205 0 0
NATIONAL FUEL GAS CO N J COM 636180101 8,035 171,245 SH   DFND 21 59,224 0 112,021
NATIONAL GEN HLDGS CORP COM 636220303 139 6,038 SH   DFND 17 6,038 0 0
NATIONAL GEN HLDGS CORP COM 636220303 788 34,243 SH   DFND 21 34,243 0 0
NATIONAL HEALTH INVS INC COM 63633D104 25,582 310,501 SH   DFND 17 310,501 0 0
NATIONAL INSTRS CORP COM 636518102 271 6,463 SH   DFND 17 6,463 0 0
NATIONAL INSTRS CORP COM 636518102 1,117 26,597 SH   DFND 21 3,837 0 22,760
NATIONAL OILWELL VARCO INC COM 637071101 29,169 1,375,359 SH   DFND 17 1,375,359 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 563 9,974 SH   DFND 17 9,974 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 467 8,272 SH   DFND 21 8,272 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 295 8,853 SH   DFND 17 8,853 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1,223 36,640 SH   DFND 21 36,640 0 0
NAVIGANT CONSULTING INC COM 63935N107 276 9,873 SH   DFND 17 9,873 0 0
NAVIGANT CONSULTING INC COM 63935N107 6,843 244,814 SH   DFND 21 244,814 0 0
NAVIENT CORPORATION COM 63938C108 129 10,079 SH   DFND 17 10,079 0 0
NAVIENT CORPORATION COM 63938C108 2,247 175,575 SH   DFND 21 175,575 0 0
NEKTAR THERAPEUTICS COM 640268108 211 11,603 SH   DFND 17 11,603 0 0
NEOGEN CORP COM 640491106 157 2,301 SH   DFND 17 2,301 0 0
NEOGEN CORP COM 640491106 2,945 43,236 SH   DFND 21 43,236 0 0
NEOGENOMICS INC COM NEW 64049M209 3,686 192,797 SH   DFND 17 192,797 0 0
NETAPP INC COM 64110D104 160,711 3,059,735 SH   DFND 17 2,942,915 0 116,820
NETAPP INC COM 64110D104 9,746 185,600 SH   DFND 21 182,964 0 2,636
NETFLIX INC COM 64110L106 18,697 69,865 SH   DFND 4 69,865 0 0
NETFLIX INC COM 64110L106 216,853 810,458 SH   DFND 17 804,233 0 6,225
NETFLIX INC COM 64110L106 111 415 SH   DFND 20 415 0 0
NETFLIX INC COM 64110L106 54,386 203,222 SH   DFND 21 129,244 0 73,978
NETFLIX INC COM 64110L106 46 172 SH   DFND 25 172 0 0
NETFLIX INC CALL 64110L906 19,055 71,200 SH Call DFND 4 71,200 0 0
NETFLIX INC PUT 64110L956 39,661 148,200 SH Put DFND 4 148,200 0 0
NETEASE INC SPONSORED ADS 64110W102 1,464 5,500 SH   DFND 17 5,500 0 0
NETEASE INC SPONSORED ADS 64110W102 16,470 61,875 SH   DFND 20 51,816 0 10,059
NETEASE INC SPONSORED ADS 64110W102 2,185 8,210 SH   DFND 21 7,900 0 310
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,024 89,048 SH   DFND 17 74,135 0 14,913
NEUROCRINE BIOSCIENCES INC COM 64125C109 71 783 SH   DFND 21 0 0 783
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,110 23,400 SH   DFND 24 23,400 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 91,443 66,555,000 PRN   DFND 17 62,050,000 0 4,505,000
NEVRO CORP COM 64157F103 116 1,355 SH   DFND 17 1,355 0 0
NEVRO CORP COM 64157F103 4,037 46,956 SH   DFND 21 46,956 0 0
NEW JERSEY RES COM 646025106 180 3,980 SH   DFND 17 3,980 0 0
NEW JERSEY RES COM 646025106 97 2,135 SH   DFND 21 0 0 2,135
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 99 895 SH   DFND 17 895 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 44,830 404,752 SH   DFND 21 403,700 0 1,052
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 4,132 263,544 SH   DFND 17 263,544 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 18,339 1,169,549 SH   DFND 21 997,628 0 171,921
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 45 2,846 SH   DFND 25 2,846 0 0
NEW RELIC INC COM 64829B100 36,123 587,841 SH   DFND 17 577,511 0 10,330
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 57,930 61,225,000 PRN   DFND 17 61,225,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 791 63,021 SH   DFND 17 63,021 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 272 44,667 SH   DFND 17 44,667 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 365 59,967 SH   DFND 21 59,967 0 0
NEW YORK TIMES CO CL A 650111107 230 8,087 SH   DFND 17 8,087 0 0
NEWELL BRANDS INC COM 651229106 485 25,910 SH   DFND 17 25,910 0 0
NEWELL BRANDS INC COM 651229106 1,113 59,454 SH   DFND 21 10,676 0 48,778
NEWMARK GROUP INC CL A 65158N102 1,626 179,499 SH   DFND 17 179,499 0 0
NEWMARK GROUP INC CL A 65158N102 30 3,327 SH   DFND 20 3,327 0 0
NEWMARK GROUP INC CL A 65158N102 6,524 720,114 SH   DFND 21 511,374 0 208,740
NEWMARK GROUP INC CL A 65158N102 28 3,064 SH   DFND 25 3,064 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 1,339 35,306 SH   DFND 4 35,306 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 13,846 365,133 SH   DFND 17 365,133 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 32,929 868,382 SH   DFND 21 857,911 0 10,471
NEWMONT GOLDCORP CORPORATION COM 651639106 883 23,000 SH   DFND 24 23,000 0 0
NEWMONT GOLDCORP CORPORATION CALL 651639906 3,455 91,100 SH Call DFND 4 91,100 0 0
NEWMONT GOLDCORP CORPORATION PUT 651639956 6,568 173,200 SH Put DFND 4 173,200 0 0
NEWS CORP NEW CL A 65249B109 367 26,392 SH   DFND 17 26,392 0 0
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 310 13,728 SH   DFND 21 0 0 13,728
NEXSTAR MEDIA GROUP INC CL A 65336K103 12,570 122,861 SH   DFND 17 67,211 0 55,650
NEXSTAR MEDIA GROUP INC CL A 65336K103 4,292 41,951 SH   DFND 21 25,518 0 16,433
NEXTERA ENERGY INC COM 65339F101 11,450 49,145 SH   DFND 17 49,123 0 22
NEXTERA ENERGY INC COM 65339F101 25,226 108,269 SH   DFND 21 108,269 0 0
NEXTERA ENERGY INC COM 65339F101 7,308 31,600 SH   DFND 24 31,600 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 29,583 590,000 SH   DFND 17 466,545 0 123,455
NEXTERA ENERGY INC CALL 65339F901 13,094 56,200 SH Call DFND 4 56,200 0 0
NEXTERA ENERGY INC PUT 65339F951 31,687 136,000 SH Put DFND 4 136,000 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 419 7,935 SH   DFND 21 7,935 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 39 2,511 SH   DFND 17 2,511 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 2,856 182,246 SH   DFND 21 182,246 0 0
NIKE INC CL B 654106103 10,801 115,000 SH   DFND 4 115,000 0 0
NIKE INC CL B 654106103 230,930 2,459,335 SH   DFND 17 2,459,335 0 0
NIKE INC CL B 654106103 19,256 205,030 SH   DFND 21 200,683 0 4,347
NIKE INC CALL 654106903 9,026 96,100 SH Call DFND 4 96,100 0 0
NIKE INC PUT 654106953 23,020 245,100 SH Put DFND 4 245,100 0 0
NISOURCE INC COM 65473P105 768 25,655 SH   DFND 17 25,655 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 4,269 146,215 SH   DFND 17 47,180 0 99,035
NOBLE ENERGY INC COM 655044105 733 32,614 SH   DFND 17 32,614 0 0
NOBLE ENERGY INC COM 655044105 10 438 SH   DFND 21 438 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 7,407 307,080 SH   DFND 4 307,080 0 0
NORBORD INC COM NEW 65548P403 207 8,613 SH   DFND 21 657 0 7,956
NORDSON CORP COM 655663102 417 2,848 SH   DFND 17 2,848 0 0
NORDSTROM INC COM 655664100 248 7,371 SH   DFND 17 7,371 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,731 15,200 SH   DFND 4 15,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 19,383 107,889 SH   DFND 17 107,889 0 0
NORFOLK SOUTHERN CORP COM 655844108 34,331 191,086 SH   DFND 21 174,287 0 16,799
NORFOLK SOUTHERN CORP CALL 655844908 8,444 47,000 SH Call DFND 4 47,000 0 0
NORFOLK SOUTHERN CORP PUT 655844958 16,403 91,300 SH Put DFND 4 91,300 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 241 122,896 SH   DFND 17 122,896 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 57 28,837 SH   DFND 20 28,837 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 6,491 3,311,942 SH   DFND 21 2,943,750 0 368,192
NORTHERN OIL & GAS INC NEV COM 665531109 8 3,861 SH   DFND 25 3,861 0 0
NORTHERN TR CORP COM 665859104 8,024 85,986 SH   DFND 17 85,986 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,505 6,683 SH   DFND 4 6,683 0 0
NORTHROP GRUMMAN CORP COM 666807102 8,440 22,518 SH   DFND 17 22,518 0 0
NORTHROP GRUMMAN CORP COM 666807102 4,986 13,303 SH   DFND 21 13,303 0 0
NORTHROP GRUMMAN CORP CALL 666807902 6,971 18,600 SH Call DFND 4 18,600 0 0
NORTHROP GRUMMAN CORP PUT 666807952 18,590 49,600 SH Put DFND 4 49,600 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 170 10,366 SH   DFND 17 10,366 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 367 22,363 SH   DFND 21 22,363 0 0
NORTHWEST NAT HLDG CO COM 66765N105 445 6,243 SH   DFND 17 6,243 0 0
NORTHWESTERN CORP COM NEW 668074305 10,413 138,750 SH   DFND 17 138,736 0 14
NORTHWESTERN CORP COM NEW 668074305 5,567 74,180 SH   DFND 21 67,246 0 6,934
NOVAGOLD RES INC COM NEW 66987E206 141 23,213 SH   DFND 17 23,213 0 0
NOVARTIS A G SPONSORED ADR 66987V109 12,936 148,856 SH   DFND 17 148,856 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 81,243 11,340,000 PRN   DFND 17 9,960,000 0 1,380,000
NOVANTA INC COM 67000B104 1,068 13,065 SH   DFND 17 12,065 0 1,000
NOVO-NORDISK A S ADR 670100205 336 6,507 SH   DFND 17 6,478 0 29
NOW INC COM 67011P100 338 29,439 SH   DFND 17 29,439 0 0
NOW INC COM 67011P100 1,031 89,844 SH   DFND 21 89,844 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 11,808 836,820 SH   DFND 17 836,820 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 40,578 42,940,000 PRN   DFND 17 42,940,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 3,008 3,060,000 PRN   DFND 17 3,060,000 0 0
NUCOR CORP COM 670346105 2,730 53,616 SH   DFND 17 53,616 0 0
NUCOR CORP COM 670346105 12,504 245,614 SH   DFND 21 216,054 0 29,560
NUSTAR ENERGY LP UNIT COM 67058H102 15,010 530,000 SH   DFND 4 530,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 107 3,795 SH   DFND 17 3,795 0 0
NUTANIX INC NOTE 1/1 67059NAB4 59,098 63,390,000 PRN   DFND 17 63,390,000 0 0
NVIDIA CORP COM 67066G104 17,526 100,685 SH   DFND 4 100,685 0 0
NVIDIA CORP COM 67066G104 251,646 1,445,840 SH   DFND 17 1,406,720 0 39,120
NVIDIA CORP COM 67066G104 15,670 90,020 SH   DFND 21 78,505 0 11,515
NVIDIA CORP CALL 67066G904 18,190 104,500 SH Call DFND 4 104,500 0 0
NVIDIA CORP PUT 67066G954 42,038 241,500 SH Put DFND 4 241,500 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 91,168 77,220,000 PRN   DFND 17 77,220,000 0 0
NUTRIEN LTD COM 67077M108 21,377 428,848 SH   DFND 17 370,436 0 58,412
NUTRIEN LTD COM 67077M108 256 5,129 SH   DFND 20 5,129 0 0
NUTRIEN LTD COM 67077M108 55,608 1,115,541 SH   DFND 21 915,583 0 199,958
NUTRIEN LTD COM 67077M108 3,733 75,500 SH   DFND 24 75,500 0 0
NUTRIEN LTD COM 67077M108 111 2,219 SH   DFND 25 2,219 0 0
OGE ENERGY CORP COM 670837103 1,490 32,824 SH   DFND 17 32,824 0 0
OGE ENERGY CORP COM 670837103 10,979 241,930 SH   DFND 21 93,486 0 148,444
OI S A SPONSORED ADR NE 670851500 1,654 1,503,537 SH   DFND 4 1,503,537 0 0
OI S A SPONSORED ADR NE 670851500 74 67,399 SH   DFND 17 67,399 0 0
OI S A SPONSORED ADR NE 670851500 89 81,217 SH   DFND 21 81,217 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 32,255 80,938 SH   DFND 17 80,938 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 299 751 SH   DFND 20 751 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 79,117 198,533 SH   DFND 21 162,959 0 35,574
O REILLY AUTOMOTIVE INC NEW COM 67103H107 90 227 SH   DFND 25 227 0 0
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 1,156 2,900 SH Call DFND 4 2,900 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 1,953 4,900 SH Put DFND 4 4,900 0 0
OFG BANCORP COM 67103X102 50 2,277 SH   DFND 17 2,277 0 0
OFG BANCORP COM 67103X102 416 18,978 SH   DFND 21 18,978 0 0
OSI SYSTEMS INC COM 671044105 929 9,151 SH   DFND 17 7,551 0 1,600
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 41,268 36,660,000 PRN   DFND 17 29,835,000 0 6,825,000
OASIS MIDSTREAM PARTNERS LP COM UNITS REPS 67420T206 2,923 183,000 SH   DFND 4 183,000 0 0
OASIS MIDSTREAM PARTNERS LP COM UNITS REPS 67420T206 651 40,755 SH   DFND 17 40,755 0 0
OASIS PETE INC NEW COM 674215108 50 14,347 SH   DFND 17 14,347 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 54,497 73,150,000 PRN   DFND 17 73,150,000 0 0
OCCIDENTAL PETE CORP COM 674599105 2,792 62,783 SH   DFND 4 62,783 0 0
OCCIDENTAL PETE CORP COM 674599105 136,738 3,074,408 SH   DFND 17 3,074,408 0 0
OCCIDENTAL PETE CORP COM 674599105 34,213 769,356 SH   DFND 21 737,734 0 31,622
OCCIDENTAL PETE CORP COM 674599105 1,007 22,300 SH   DFND 24 22,300 0 0
OCCIDENTAL PETE CORP CALL 674599905 3,193 71,800 SH Call DFND 4 71,800 0 0
OCCIDENTAL PETE CORP PUT 674599955 5,950 133,800 SH Put DFND 4 133,800 0 0
ODONATE THERAPEUTICS INC COM 676079106 592 22,726 SH   DFND 17 22,726 0 0
ODONATE THERAPEUTICS INC COM 676079106 413 16,000 SH   DFND 24 16,000 0 0
OFFICE DEPOT INC COM 676220106 1,519 865,488 SH   DFND 17 865,488 0 0
OFFICE DEPOT INC COM 676220106 2,136 1,217,178 SH   DFND 21 1,034,784 0 182,394
OFFICE DEPOT INC COM 676220106 7 3,769 SH   DFND 25 3,769 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 22,871 26,905,000 PRN   DFND 17 26,905,000 0 0
OKTA INC CL A 679295105 196,041 1,991,068 SH   DFND 17 1,696,108 0 294,960
OLD DOMINION FREIGHT LINE IN COM 679580100 1,945 11,441 SH   DFND 17 11,441 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 747 4,392 SH   DFND 21 4,392 0 0
OLD REP INTL CORP COM 680223104 12,603 534,690 SH   DFND 17 534,690 0 0
OLD REP INTL CORP COM 680223104 192 8,146 SH   DFND 20 8,146 0 0
OLD REP INTL CORP COM 680223104 34,550 1,465,837 SH   DFND 21 1,190,388 0 275,449
OLD REP INTL CORP COM 680223104 47 1,973 SH   DFND 25 1,973 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 4,831 82,379 SH   DFND 17 48,225 0 34,154
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 128 2,188 SH   DFND 21 2,188 0 0
OMNICOM GROUP INC COM 681919106 1,160 14,811 SH   DFND 17 14,811 0 0
OMNICOM GROUP INC COM 681919106 1,433 18,301 SH   DFND 21 1,311 0 16,990
OMEGA HEALTHCARE INVS INC COM 681936100 780 18,665 SH   DFND 17 18,665 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 272 6,509 SH   DFND 21 6,509 0 0
OMNICELL INC COM 68213N109 8,929 123,551 SH   DFND 17 70,590 0 52,961
OMNICELL INC COM 68213N109 10,250 141,835 SH   DFND 21 83,503 0 58,332
OMEROS CORP COM 682143102 514 31,481 SH   DFND 17 31,481 0 0
ON DECK CAP INC COM 682163100 10 2,991 SH   DFND 17 2,991 0 0
ON DECK CAP INC COM 682163100 396 117,760 SH   DFND 21 0 0 117,760
ON SEMICONDUCTOR CORP COM 682189105 203,599 10,598,591 SH   DFND 17 9,921,741 0 676,850
ON SEMICONDUCTOR CORP COM 682189105 8,525 443,765 SH   DFND 21 369,715 0 74,050
ON SEMICONDUCTOR CORP COM 682189105 2,428 130,000 SH   DFND 24 130,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 144,149 120,730,000 PRN   DFND 17 111,505,000 0 9,225,000
ONE GAS INC COM 68235P108 5,767 60,000 SH   DFND 4 60,000 0 0
ONE GAS INC COM 68235P108 2,170 22,579 SH   DFND 17 22,579 0 0
ONE GAS INC COM 68235P108 1,633 16,989 SH   DFND 21 16,989 0 0
ONEOK INC NEW COM 682680103 102,326 1,388,607 SH   DFND 4 1,388,607 0 0
ONEOK INC NEW COM 682680103 19,047 258,471 SH   DFND 17 258,442 0 29
ONEOK INC NEW COM 682680103 7,836 106,334 SH   DFND 21 62,393 0 43,941
ONEOK INC NEW COM 682680103 572 7,800 SH   DFND 24 7,800 0 0
ONEOK INC NEW CALL 682680903 987 13,400 SH Call DFND 4 13,400 0 0
ONEOK INC NEW PUT 682680953 2,343 31,800 SH Put DFND 4 31,800 0 0
ONEMAIN HLDGS INC COM 68268W103 2,924 79,709 SH   DFND 17 79,709 0 0
ONEMAIN HLDGS INC COM 68268W103 94 2,560 SH   DFND 20 2,560 0 0
ONEMAIN HLDGS INC COM 68268W103 23,465 639,730 SH   DFND 21 391,752 0 247,978
ONEMAIN HLDGS INC COM 68268W103 29 801 SH   DFND 25 801 0 0
ONESPAN INC COM 68287N100 5,517 380,489 SH   DFND 17 380,489 0 0
OPEN TEXT CORP COM 683715106 290 7,100 SH   DFND 4 7,100 0 0
OPEN TEXT CORP COM 683715106 2,244 54,978 SH   DFND 17 54,978 0 0
OPEN TEXT CORP COM 683715106 43 1,046 SH   DFND 20 1,046 0 0
OPEN TEXT CORP COM 683715106 17,139 419,928 SH   DFND 21 275,274 0 144,654
OPEN TEXT CORP COM 683715106 29 722 SH   DFND 25 722 0 0
OPKO HEALTH INC COM 68375N103 34 16,144 SH   DFND 17 16,144 0 0
ORACLE CORP COM 68389X105 4,462 81,082 SH   DFND 4 81,082 0 0
ORACLE CORP COM 68389X105 119,698 2,175,148 SH   DFND 17 2,132,736 0 42,412
ORACLE CORP COM 68389X105 103,384 1,878,684 SH   DFND 21 1,468,817 0 409,867
ORACLE CORP CALL 68389X905 14,539 264,200 SH Call DFND 4 264,200 0 0
ORACLE CORP PUT 68389X955 26,480 481,200 SH Put DFND 4 481,200 0 0
OPTIMIZERX CORP COM NEW 68401U204 310 21,407 SH   DFND 17 21,407 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 130 17,438 SH   DFND 17 17,438 0 0
ORGANIGRAM HLDGS INC COM 68620P101 410 119,223 SH   DFND 17 119,223 0 0
ORGANIGRAM HLDGS INC COM 68620P101 120 34,934 SH   DFND 21 34,934 0 0
ORITANI FINL CORP DEL COM 68633D103 331 18,717 SH   DFND 17 18,717 0 0
ORITANI FINL CORP DEL COM 68633D103 760 42,950 SH   DFND 21 27,559 0 15,391
ORMAT TECHNOLOGIES INC COM 686688102 432 5,818 SH   DFND 17 5,818 0 0
ORTHOPEDIATRICS CORP COM 68752L100 1,950 55,290 SH   DFND 17 55,290 0 0
OSHKOSH CORP COM 688239201 7,931 104,626 SH   DFND 17 104,626 0 0
OSHKOSH CORP COM 688239201 22,039 290,749 SH   DFND 21 95,341 0 195,408
OUTFRONT MEDIA INC COM 69007J106 2,194 78,995 SH   DFND 17 78,995 0 0
OUTFRONT MEDIA INC COM 69007J106 6,287 226,315 SH   DFND 21 27,816 0 198,499
OVERSTOCK COM INC DEL COM 690370101 19,495 1,840,905 SH   DFND 17 1,821,315 0 19,590
OWENS CORNING NEW COM 690742101 1,373 21,720 SH   DFND 17 21,720 0 0
OWENS CORNING NEW COM 690742101 19,417 307,236 SH   DFND 21 103,566 0 203,670
PBF ENERGY INC CL A 69318G106 483 17,750 SH   DFND 17 17,750 0 0
PBF ENERGY INC CL A 69318G106 5,098 187,482 SH   DFND 21 95,160 0 92,322
PBF ENERGY INC CL A 69318G106 35 1,285 SH   DFND 25 1,285 0 0
PDL BIOPHARMA INC COM 69329Y104 67 31,088 SH   DFND 17 31,088 0 0
PDL BIOPHARMA INC COM 69329Y104 16 7,557 SH   DFND 21 7,557 0 0
PG&E CORP COM 69331C108 266 26,577 SH   DFND 17 26,577 0 0
PGT INNOVATIONS INC COM 69336V101 1,002 58,021 SH   DFND 17 58,021 0 0
PLDT INC SPONSORED ADR 69344D408 1,454 66,085 SH   DFND 17 66,085 0 0
PNC FINL SVCS GROUP INC COM 693475105 67,491 481,531 SH   DFND 17 455,826 0 25,705
PNC FINL SVCS GROUP INC COM 693475105 7,972 56,880 SH   DFND 21 22,315 0 34,565
PNC FINL SVCS GROUP INC CALL 693475905 5,242 37,400 SH Call DFND 4 37,400 0 0
PNC FINL SVCS GROUP INC PUT 693475955 13,301 94,900 SH Put DFND 4 94,900 0 0
POSCO SPONSORED ADR 693483109 3 55 SH   DFND 17 55 0 0
POSCO SPONSORED ADR 693483109 199 4,215 SH   DFND 21 0 0 4,215
PNM RES INC COM 69349H107 1,761 33,815 SH   DFND 17 33,815 0 0
PNM RES INC COM 69349H107 118 2,274 SH   DFND 20 2,274 0 0
PNM RES INC COM 69349H107 15,098 289,893 SH   DFND 21 248,870 0 41,023
PNM RES INC COM 69349H107 39 752 SH   DFND 25 752 0 0
PPG INDS INC COM 693506107 1,915 16,163 SH   DFND 17 16,163 0 0
PPG INDS INC CALL 693506907 1,541 13,000 SH Call DFND 4 13,000 0 0
PPG INDS INC PUT 693506957 3,069 25,900 SH Put DFND 4 25,900 0 0
PPL CORP COM 69351T106 957 30,400 SH   DFND 4 30,400 0 0
PPL CORP COM 69351T106 10,096 320,595 SH   DFND 17 320,579 0 16
PPL CORP COM 69351T106 56 1,781 SH   DFND 20 1,781 0 0
PPL CORP COM 69351T106 22,360 710,057 SH   DFND 21 284,961 0 425,096
PPL CORP CALL 69351T906 469 14,900 SH Call DFND 4 14,900 0 0
PPL CORP PUT 69351T956 356 11,300 SH Put DFND 4 11,300 0 0
PRA HEALTH SCIENCES INC COM 69354M108 9,668 97,431 SH   DFND 17 74,093 0 23,338
PRA HEALTH SCIENCES INC COM 69354M108 10,055 101,330 SH   DFND 21 83,574 0 17,756
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 16,734 16,480,000 PRN   DFND 17 16,480,000 0 0
PPDAI GROUP INC SPONSORED ADR 69354V108 190 65,619 SH   DFND 21 65,619 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 921 5,064 SH   DFND 17 5,064 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 3,645 20,034 SH   DFND 21 20,034 0 0
PVH CORP COM 693656100 452 5,123 SH   DFND 17 5,123 0 0
PVH CORP COM 693656100 1,436 16,281 SH   DFND 21 6,070 0 10,211
PVH CORP COM 693656100 10 118 SH   DFND 25 118 0 0
PTC THERAPEUTICS INC COM 69366J200 3,854 113,962 SH   DFND 17 111,862 0 2,100
PTC THERAPEUTICS INC COM 69366J200 917 26,500 SH   DFND 24 26,500 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 15,464 14,865,000 PRN   DFND 17 8,890,000 0 5,975,000
PTC INC COM 69370C100 48,422 710,207 SH   DFND 17 710,207 0 0
PACCAR INC COM 693718108 742 10,600 SH   DFND 4 10,600 0 0
PACCAR INC COM 693718108 13,729 196,099 SH   DFND 17 196,099 0 0
PACCAR INC COM 693718108 100,372 1,433,679 SH   DFND 21 822,636 0 611,043
PACCAR INC COM 693718108 112 1,605 SH   DFND 25 1,605 0 0
PACKAGING CORP AMER COM 695156109 690 6,500 SH   DFND 4 6,500 0 0
PACKAGING CORP AMER COM 695156109 722 6,801 SH   DFND 17 6,801 0 0
PACKAGING CORP AMER COM 695156109 64 605 SH   DFND 20 605 0 0
PACKAGING CORP AMER COM 695156109 6,718 63,317 SH   DFND 21 61,512 0 1,805
PACWEST BANCORP DEL COM 695263103 213 5,865 SH   DFND 17 5,865 0 0
PAGERDUTY INC COM 69553P100 31,176 1,103,577 SH   DFND 17 1,103,577 0 0
PALO ALTO NETWORKS INC COM 697435105 67,786 332,561 SH   DFND 17 290,856 0 41,705
PALO ALTO NETWORKS INC COM 697435105 1,541 7,561 SH   DFND 21 7,465 0 96
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 175,765 167,120,000 PRN   DFND 17 155,420,000 0 11,700,000
PALOMAR HLDGS INC COM 69753M105 1,131 28,701 SH   DFND 17 28,701 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 315 13,767 SH   DFND 17 13,767 0 0
PARAMOUNT GROUP INC COM 69924R108 134 10,016 SH   DFND 17 10,016 0 0
PARK HOTELS RESORTS INC COM 700517105 297 11,900 SH   DFND 17 11,900 0 0
PARK HOTELS RESORTS INC COM 700517105 31,590 1,265,129 SH   DFND 21 757,690 0 507,439
PARK HOTELS RESORTS INC COM 700517105 29 1,159 SH   DFND 25 1,159 0 0
PARK OHIO HLDGS CORP COM 700666100 620 20,754 SH   DFND 17 20,754 0 0
PARK OHIO HLDGS CORP COM 700666100 52 1,743 SH   DFND 21 1,743 0 0
PARKER HANNIFIN CORP COM 701094104 1,623 8,986 SH   DFND 4 8,986 0 0
PARKER HANNIFIN CORP COM 701094104 1,587 8,786 SH   DFND 17 8,786 0 0
PARKER HANNIFIN CORP CALL 701094904 578 3,200 SH Call DFND 4 3,200 0 0
PARKER HANNIFIN CORP PUT 701094954 1,824 10,100 SH Put DFND 4 10,100 0 0
PARSLEY ENERGY INC CL A 701877102 4,331 257,810 SH   DFND 17 257,810 0 0
PARSLEY ENERGY INC CL A 701877102 463 27,200 SH   DFND 24 27,200 0 0
PATRICK INDS INC COM 703343103 43 1,013 SH   DFND 17 1,013 0 0
PATRICK INDS INC COM 703343103 815 19,000 SH   DFND 21 19,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 27,854 30,820,000 PRN   DFND 17 30,820,000 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,452 53,934 SH   DFND 17 53,934 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 185 6,877 SH   DFND 21 0 0 6,877
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 15,809 15,000,000 PRN   DFND 17 15,000,000 0 0
PATTERSON COMPANIES INC COM 703395103 1,093 61,342 SH   DFND 17 61,342 0 0
PATTERSON COMPANIES INC COM 703395103 5,732 321,653 SH   DFND 21 304,049 0 17,604
PATTERSON UTI ENERGY INC COM 703481101 88 10,280 SH   DFND 17 10,280 0 0
PAYCHEX INC COM 704326107 853 10,307 SH   DFND 4 10,307 0 0
PAYCHEX INC COM 704326107 10,087 121,869 SH   DFND 17 121,869 0 0
PAYCHEX INC COM 704326107 5,958 71,981 SH   DFND 21 66,963 0 5,018
PAYCHEX INC CALL 704326907 1,059 12,800 SH Call DFND 4 12,800 0 0
PAYCHEX INC PUT 704326957 3,443 41,600 SH Put DFND 4 41,600 0 0
PAYCOM SOFTWARE INC COM 70432V102 197,884 944,599 SH   DFND 17 736,169 0 208,430
PAYCOM SOFTWARE INC COM 70432V102 727 3,469 SH   DFND 21 592 0 2,877
PAYLOCITY HLDG CORP COM 70438V106 912 9,342 SH   DFND 17 9,342 0 0
PAYLOCITY HLDG CORP COM 70438V106 3,464 35,503 SH   DFND 21 33,098 0 2,405
PAYPAL HLDGS INC COM 70450Y103 6,982 67,397 SH   DFND 4 67,397 0 0
PAYPAL HLDGS INC COM 70450Y103 328,115 3,167,722 SH   DFND 17 2,961,022 0 206,700
PAYPAL HLDGS INC COM 70450Y103 69,624 672,110 SH   DFND 21 571,551 0 100,559
PAYPAL HLDGS INC CALL 70450Y903 13,394 129,300 SH Call DFND 4 129,300 0 0
PAYPAL HLDGS INC PUT 70450Y953 30,994 299,200 SH Put DFND 4 299,200 0 0
PAYSIGN INC COM 70451A104 650 64,330 SH   DFND 17 64,330 0 0
PEABODY ENERGY CORP NEW COM 704551100 520 35,320 SH   DFND 17 35,320 0 0
PEABODY ENERGY CORP NEW COM 704551100 4,237 287,861 SH   DFND 21 258,077 0 29,784
PEGASYSTEMS INC COM 705573103 22,262 327,148 SH   DFND 17 327,148 0 0
PEGASYSTEMS INC COM 705573103 2,451 36,024 SH   DFND 21 36,024 0 0
PENN VA CORP NEW COM 70788V102 689 23,704 SH   DFND 17 23,704 0 0
PENN VA CORP NEW COM 70788V102 36 1,223 SH   DFND 20 1,223 0 0
PENN VA CORP NEW COM 70788V102 4,413 151,816 SH   DFND 21 129,958 0 21,858
PENN VA CORP NEW COM 70788V102 7 249 SH   DFND 25 249 0 0
PENNANT GROUP INC COM 70805E109 1,168 77,377 SH   DFND 21 16,245 0 61,132
PENNEY J C CORP INC COM 708160106 13 14,519 SH   DFND 17 14,519 0 0
PENNYMAC MTG INVT TR COM 70931T103 237 10,681 SH   DFND 17 10,681 0 0
PENNYMAC MTG INVT TR COM 70931T103 10,703 481,485 SH   DFND 21 217,298 0 264,187
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 1,513 1,500,000 PRN   DFND 17 1,500,000 0 0
PENNYMAC FINL SVCS INC COM 70932M107 34 1,121 SH   DFND 17 1,121 0 0
PENNYMAC FINL SVCS INC COM 70932M107 252 8,281 SH   DFND 21 0 0 8,281
PENSKE AUTOMOTIVE GRP INC COM 70959W103 81 1,706 SH   DFND 17 1,706 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 406 8,596 SH   DFND 21 8,596 0 0
PENUMBRA INC COM 70975L107 1,289 9,587 SH   DFND 17 9,587 0 0
PENUMBRA INC COM 70975L107 430 3,194 SH   DFND 21 3,194 0 0
PEOPLES BANCORP INC COM 709789101 79 2,483 SH   DFND 17 2,483 0 0
PEOPLES BANCORP INC COM 709789101 229 7,210 SH   DFND 21 7,210 0 0
PEOPLES UTD FINL INC COM 712704105 426 27,276 SH   DFND 17 27,276 0 0
PEOPLES UTAH BANCORP COM 712706209 319 11,274 SH   DFND 17 11,274 0 0
PEPSICO INC COM 713448108 5,797 42,281 SH   DFND 4 42,281 0 0
PEPSICO INC COM 713448108 137,372 1,002,117 SH   DFND 17 996,682 0 5,435
PEPSICO INC COM 713448108 99,922 728,827 SH   DFND 21 582,897 0 145,930
PEPSICO INC COM 713448108 3,119 23,000 SH   DFND 24 23,000 0 0
PEPSICO INC CALL 713448908 25,651 187,100 SH Call DFND 4 187,100 0 0
PEPSICO INC PUT 713448958 43,653 318,400 SH Put DFND 4 318,400 0 0
PERFICIENT INC COM 71375U101 9,536 247,165 SH   DFND 17 146,366 0 100,799
PERFORMANCE FOOD GROUP CO COM 71377A103 16,430 357,105 SH   DFND 17 217,209 0 139,896
PERFORMANCE FOOD GROUP CO COM 71377A103 1,611 35,020 SH   DFND 21 0 0 35,020
PERFORMANCE FOOD GROUP CO COM 71377A103 2,181 47,900 SH   DFND 24 47,900 0 0
PERKINELMER INC COM 714046109 36,324 426,484 SH   DFND 17 426,484 0 0
PERKINELMER INC COM 714046109 10,744 126,144 SH   DFND 21 77,182 0 48,962
PERSPECTA INC COM 715347100 23,911 915,423 SH   DFND 17 915,423 0 0
PERSPECTA INC COM 715347100 90 3,435 SH   DFND 20 3,435 0 0
PERSPECTA INC COM 715347100 10,014 383,401 SH   DFND 21 309,027 0 74,374
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,304 43,310 SH   DFND 17 43,310 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,636 54,346 SH   DFND 21 39,287 0 15,059
PETMED EXPRESS INC COM 716382106 16 886 SH   DFND 17 886 0 0
PETMED EXPRESS INC COM 716382106 2,869 159,213 SH   DFND 21 159,213 0 0
PETIQ INC COM CL A 71639T106 25 914 SH   DFND 17 914 0 0
PETIQ INC COM CL A 71639T106 5,796 212,628 SH   DFND 21 212,628 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,292 98,290 SH   DFND 17 98,290 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 4,947 376,464 SH   DFND 21 357,874 0 18,590
PFIZER INC COM 717081103 15,190 422,771 SH   DFND 4 422,771 0 0
PFIZER INC COM 717081103 100,351 2,792,953 SH   DFND 17 2,663,852 0 129,101
PFIZER INC COM 717081103 423 11,770 SH   DFND 20 11,770 0 0
PFIZER INC COM 717081103 218,592 6,083,823 SH   DFND 21 4,814,933 0 1,268,890
PFIZER INC COM 717081103 172 4,795 SH   DFND 25 4,795 0 0
PFIZER INC CALL 717081903 19,510 543,000 SH Call DFND 4 543,000 0 0
PFIZER INC PUT 717081953 34,823 969,200 SH Put DFND 4 969,200 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 20 954 SH   DFND 17 954 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,196 56,080 SH   DFND 21 56,080 0 0
PHILIP MORRIS INTL INC COM 718172109 6,819 89,803 SH   DFND 4 89,803 0 0
PHILIP MORRIS INTL INC COM 718172109 55,400 729,623 SH   DFND 17 710,091 0 19,532
PHILIP MORRIS INTL INC COM 718172109 12,787 168,410 SH   DFND 21 112,591 0 55,819
PHILIP MORRIS INTL INC COM 718172109 2,134 28,400 SH   DFND 24 28,400 0 0
PHILIP MORRIS INTL INC CALL 718172909 13,394 176,400 SH Call DFND 4 176,400 0 0
PHILIP MORRIS INTL INC PUT 718172959 26,644 350,900 SH Put DFND 4 350,900 0 0
PHILLIPS 66 COM 718546104 573 5,600 SH   DFND 4 5,600 0 0
PHILLIPS 66 COM 718546104 9,136 89,216 SH   DFND 17 89,216 0 0
PHILLIPS 66 COM 718546104 10,144 99,060 SH   DFND 21 87,769 0 11,291
PHILLIPS 66 COM 718546104 829 8,000 SH   DFND 24 8,000 0 0
PHILLIPS 66 CALL 718546904 3,994 39,000 SH Call DFND 4 39,000 0 0
PHILLIPS 66 PUT 718546954 7,854 76,700 SH Put DFND 4 76,700 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 5,549 98,000 SH   DFND 4 98,000 0 0
PHOTRONICS INC COM 719405102 611 56,154 SH   DFND 17 56,154 0 0
PHOTRONICS INC COM 719405102 2,738 251,682 SH   DFND 21 131,402 0 120,280
PHOTRONICS INC COM 719405102 18 1,694 SH   DFND 25 1,694 0 0
PHYSICIANS RLTY TR COM 71943U104 517 29,151 SH   DFND 17 29,151 0 0
PHYSICIANS RLTY TR COM 71943U104 2,254 126,995 SH   DFND 21 126,995 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 39 11,434 SH   DFND 17 11,434 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 5,409 168,780 SH   DFND 17 168,780 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 309 9,638 SH   DFND 21 5,603 0 4,035
PILGRIMS PRIDE CORP NEW COM 72147K108 5,323 170,000 SH   DFND 24 170,000 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 9,909 134,760 SH   DFND 17 134,760 0 0
PIMCO EQUITY SER RAFI DYN ML US 72202L363 74,907 2,494,180 SH   DFND 4 2,494,180 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 466,887 20,365,650 SH   DFND 4 20,365,650 0 0
PINDUODUO INC SPONSORED ADS 722304102 11,918 369,900 SH   DFND 4 369,900 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 211 3,722 SH   DFND 17 3,722 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 330 5,813 SH   DFND 21 5,813 0 0
PINNACLE WEST CAP CORP COM 723484101 2,494 25,688 SH   DFND 4 25,688 0 0
PINNACLE WEST CAP CORP COM 723484101 67,468 695,043 SH   DFND 17 691,353 0 3,690
PINNACLE WEST CAP CORP COM 723484101 35 358 SH   DFND 20 358 0 0
PINNACLE WEST CAP CORP COM 723484101 7,845 80,815 SH   DFND 21 37,158 0 43,657
PIONEER NAT RES CO COM 723787107 693 5,507 SH   DFND 4 5,507 0 0
PIONEER NAT RES CO COM 723787107 24,560 195,274 SH   DFND 17 173,649 0 21,625
PIONEER NAT RES CO COM 723787107 6,566 52,208 SH   DFND 20 52,208 0 0
PIONEER NAT RES CO COM 723787107 12,181 96,853 SH   DFND 21 96,853 0 0
PIONEER NAT RES CO COM 723787107 568 4,500 SH   DFND 24 4,500 0 0
PIONEER NAT RES CO CALL 723787907 880 7,000 SH Call DFND 4 7,000 0 0
PIONEER NAT RES CO PUT 723787957 2,553 20,300 SH Put DFND 4 20,300 0 0
PITNEY BOWES INC COM 724479100 216 47,242 SH   DFND 17 47,242 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 4,052 271,600 SH   DFND 21 271,600 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 13,467 649,033 SH   DFND 4 649,033 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 17,398 819,489 SH   DFND 4 819,489 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 472 22,255 SH   DFND 17 22,255 0 0
PLANET FITNESS INC CL A 72703H101 1,425 24,616 SH   DFND 17 23,761 0 855
PLANET FITNESS INC CL A 72703H101 2,134 36,884 SH   DFND 21 30,003 0 6,881
PLANET FITNESS INC CL A 72703H101 1,827 31,800 SH   DFND 24 31,800 0 0
PLUG POWER INC COM NEW 72919P202 27 10,351 SH   DFND 17 10,351 0 0
PLURALSIGHT INC COM CL A 72941B106 654 38,959 SH   DFND 17 38,959 0 0
PLURALSIGHT INC COM CL A 72941B106 178 10,590 SH   DFND 21 10,590 0 0
POLARIS INC COM 731068102 252 2,868 SH   DFND 17 2,868 0 0
POLYONE CORP COM 73179P106 10,436 319,637 SH   DFND 17 178,559 0 141,078
POOL CORPORATION COM 73278L105 6,232 30,899 SH   DFND 17 14,229 0 16,670
POOL CORPORATION COM 73278L105 5,043 25,000 SH   DFND 21 25,000 0 0
POPULAR INC COM NEW 733174700 4,559 84,306 SH   DFND 17 84,306 0 0
POPULAR INC COM NEW 733174700 144 2,657 SH   DFND 20 2,657 0 0
POPULAR INC COM NEW 733174700 45,421 839,892 SH   DFND 21 570,788 0 269,104
POPULAR INC COM NEW 733174700 34 622 SH   DFND 25 622 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 24,170 24,325,000 PRN   DFND 17 24,325,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 7,204 127,798 SH   DFND 17 127,798 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 12,635 224,142 SH   DFND 21 71,731 0 152,411
PORTLAND GEN ELEC CO COM NEW 736508847 44 777 SH   DFND 25 777 0 0
POST HLDGS INC COM 737446104 342 3,227 SH   DFND 17 3,227 0 0
POST HLDGS INC COM 737446104 2,199 20,779 SH   DFND 21 522 0 20,257
POWER INTEGRATIONS INC COM 739276103 2,956 32,685 SH   DFND 17 30,185 0 2,500
PQ GROUP HLDGS INC COM 73943T103 27 1,712 SH   DFND 17 1,712 0 0
PQ GROUP HLDGS INC COM 73943T103 799 50,106 SH   DFND 21 25,049 0 25,057
PQ GROUP HLDGS INC COM 73943T103 8 519 SH   DFND 25 519 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,518 28,986 SH   DFND 17 28,986 0 0
PREMIER INC CL A 74051N102 578 19,999 SH   DFND 17 17,779 0 2,220
PRETIUM RES INC COM 74139C102 206 17,833 SH   DFND 21 0 0 17,833
PRICE T ROWE GROUP INC COM 74144T108 2,155 18,863 SH   DFND 4 18,863 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,474 21,654 SH   DFND 17 21,654 0 0
PRICE T ROWE GROUP INC COM 74144T108 720 6,304 SH   DFND 21 0 0 6,304
PRICE T ROWE GROUP INC CALL 74144T908 206 1,800 SH Call DFND 4 1,800 0 0
PRICE T ROWE GROUP INC PUT 74144T958 1,120 9,800 SH Put DFND 4 9,800 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 88,259 58,865,000 PRN   DFND 17 50,365,000 0 8,500,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,498 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 122,928 106,040,000 PRN   DFND 17 106,040,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,637 4,000,000 PRN   DFND 21 0 0 4,000,000
PRICESMART INC COM 741511109 1,797 25,268 SH   DFND 17 25,268 0 0
PRIMERICA INC COM 74164M108 65,290 513,167 SH   DFND 17 510,179 0 2,988
PRIMO WTR CORP COM 74165N105 1,213 98,743 SH   DFND 17 98,743 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,373 24,023 SH   DFND 17 24,023 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 18,581 325,182 SH   DFND 21 199,150 0 126,032
PROASSURANCE CORP COM 74267C106 229 5,691 SH   DFND 17 5,691 0 0
PROCTER & GAMBLE CO COM 742718109 5,836 46,919 SH   DFND 4 46,919 0 0
PROCTER & GAMBLE CO COM 742718109 91,228 733,464 SH   DFND 17 712,264 0 21,200
PROCTER & GAMBLE CO COM 742718109 448 3,600 SH   DFND 20 3,600 0 0
PROCTER & GAMBLE CO COM 742718109 308,424 2,479,694 SH   DFND 21 1,604,321 0 875,373
PROCTER & GAMBLE CO COM 742718109 44 351 SH   DFND 25 351 0 0
PROCTER & GAMBLE CO CALL 742718909 47,588 382,600 SH Call DFND 4 382,600 0 0
PROCTER & GAMBLE CO PUT 742718959 93,832 754,400 SH Put DFND 4 754,400 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 525 103,785 SH   DFND 17 103,785 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,058 27,793 SH   DFND 17 23,403 0 4,390
PROGRESS SOFTWARE CORP COM 743312100 4,786 125,742 SH   DFND 21 20,686 0 105,056
PROGRESSIVE CORP OHIO COM 743315103 989 12,800 SH   DFND 4 12,800 0 0
PROGRESSIVE CORP OHIO COM 743315103 408,837 5,292,442 SH   DFND 17 5,136,136 0 156,306
PROGRESSIVE CORP OHIO COM 743315103 106,715 1,381,429 SH   DFND 21 855,330 0 526,099
PROGRESSIVE CORP OHIO CALL 743315903 5,786 74,900 SH Call DFND 4 74,900 0 0
PROGRESSIVE CORP OHIO PUT 743315953 7,207 93,300 SH Put DFND 4 93,300 0 0
PROLOGIS INC COM 74340W103 70,970 832,787 SH   DFND 4 832,787 0 0
PROLOGIS INC COM 74340W103 41,763 490,059 SH   DFND 17 441,097 0 48,962
PROLOGIS INC COM 74340W103 1,716 20,136 SH   DFND 21 15,000 0 5,136
PROLOGIS INC CALL 74340W903 3,085 36,200 SH Call DFND 4 36,200 0 0
PROLOGIS INC PUT 74340W953 4,619 54,200 SH Put DFND 4 54,200 0 0
PROOFPOINT INC COM 743424103 136,009 1,053,926 SH   DFND 17 956,221 0 97,705
PROOFPOINT INC COM 743424103 3,950 30,609 SH   DFND 21 30,609 0 0
PROS HOLDINGS INC COM 74346Y103 1,379 23,141 SH   DFND 17 23,141 0 0
PROPETRO HLDG CORP COM 74347M108 33 3,681 SH   DFND 17 3,681 0 0
PROPETRO HLDG CORP COM 74347M108 1,050 115,500 SH   DFND 21 115,500 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 3,079 467,158 SH   DFND 17 467,158 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 5,741 871,109 SH   DFND 21 869,255 0 1,854
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 31,613 29,800,000 PRN   DFND 17 29,800,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 232 3,290 SH   DFND 17 3,290 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,101 91,676 SH   DFND 17 91,676 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 284 21,600 SH   DFND 24 21,600 0 0
PRUDENTIAL FINL INC COM 744320102 1,099 12,217 SH   DFND 4 12,217 0 0
PRUDENTIAL FINL INC COM 744320102 5,510 61,256 SH   DFND 17 61,256 0 0
PRUDENTIAL FINL INC COM 744320102 167 1,853 SH   DFND 20 1,853 0 0
PRUDENTIAL FINL INC COM 744320102 86,743 964,347 SH   DFND 21 661,489 0 302,858
PRUDENTIAL FINL INC COM 744320102 114 1,262 SH   DFND 25 1,262 0 0
PRUDENTIAL FINL INC CALL 744320902 2,851 31,700 SH Call DFND 4 31,700 0 0
PRUDENTIAL FINL INC PUT 744320952 7,610 84,600 SH Put DFND 4 84,600 0 0
PRUDENTIAL PLC ADR 74435K204 444 12,189 SH   DFND 17 12,131 0 58
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 120,600 1,942,656 SH   DFND 17 1,928,887 0 13,769
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 202 3,253 SH   DFND 20 3,253 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 25,637 412,960 SH   DFND 21 355,605 0 57,355
PUBLIC SVC ENTERPRISE GRP IN CALL 744573906 894 14,400 SH Call DFND 4 14,400 0 0
PUBLIC SVC ENTERPRISE GRP IN PUT 744573956 590 9,500 SH Put DFND 4 9,500 0 0
PUBLIC STORAGE COM 74460D109 20,898 85,203 SH   DFND 4 85,203 0 0
PUBLIC STORAGE COM 74460D109 2,713 11,061 SH   DFND 17 11,061 0 0
PUBLIC STORAGE CALL 74460D909 10,007 40,800 SH Call DFND 4 40,800 0 0
PUBLIC STORAGE PUT 74460D959 16,801 68,500 SH Put DFND 4 68,500 0 0
PULTE GROUP INC COM 745867101 694 19,000 SH   DFND 4 19,000 0 0
PULTE GROUP INC COM 745867101 14,464 395,740 SH   DFND 17 395,740 0 0
PULTE GROUP INC COM 745867101 21,661 592,644 SH   DFND 21 578,719 0 13,925
PURE STORAGE INC CL A 74624M102 45,612 2,692,538 SH   DFND 17 2,016,348 0 676,190
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 69,132 69,830,000 PRN   DFND 17 69,830,000 0 0
QAD INC CL A 74727D306 428 9,277 SH   DFND 17 9,277 0 0
QEP RES INC COM 74733V100 40 10,893 SH   DFND 17 10,893 0 0
QIWI PLC SPON ADR REP B 74735M108 1,291 58,815 SH   DFND 21 43,815 0 15,000
QTS RLTY TR INC 6.50% CON PFD B 74736A301 12,149 100,000 SH   DFND 17 100,000 0 0
QORVO INC COM 74736K101 595 8,028 SH   DFND 17 8,028 0 0
QUALCOMM INC COM 747525103 26,286 344,600 SH   DFND 4 344,600 0 0
QUALCOMM INC COM 747525103 185,578 2,432,768 SH   DFND 17 2,234,693 0 198,075
QUALCOMM INC COM 747525103 8,643 113,300 SH   DFND 20 113,300 0 0
QUALCOMM INC COM 747525103 993 13,013 SH   DFND 21 3,840 0 9,173
QUALCOMM INC CALL 747525903 10,611 139,100 SH Call DFND 4 139,100 0 0
QUALCOMM INC PUT 747525953 24,104 316,000 SH Put DFND 4 316,000 0 0
QUALYS INC COM 74758T303 7,448 98,558 SH   DFND 17 98,558 0 0
QUALYS INC COM 74758T303 3,474 45,977 SH   DFND 21 43,894 0 2,083
QUANTA SVCS INC COM 74762E102 937 24,797 SH   DFND 17 24,797 0 0
QUANTERIX CORP COM 74766Q101 7,327 333,665 SH   DFND 17 224,391 0 109,274
QUDIAN INC ADR 747798106 10,439 1,515,870 SH   DFND 17 1,362,470 0 153,400
QUDIAN INC ADR 747798106 184 27,000 SH   DFND 24 27,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 63,189 590,386 SH   DFND 17 586,768 0 3,618
QUEST DIAGNOSTICS INC COM 74834L100 277 2,588 SH   DFND 20 2,588 0 0
QUEST DIAGNOSTICS INC COM 74834L100 38,741 361,968 SH   DFND 21 295,827 0 66,141
QUINSTREET INC COM 74874Q100 2,353 186,927 SH   DFND 17 186,927 0 0
QUINSTREET INC COM 74874Q100 363 28,847 SH   DFND 21 28,847 0 0
QURATE RETAIL INC COM SER A 74915M100 203 19,711 SH   DFND 17 19,711 0 0
RA PHARMACEUTICALS INC COM 74933V108 931 39,355 SH   DFND 17 39,355 0 0
R1 RCM INC COM 749397105 8,865 992,700 SH   DFND 17 689,196 0 303,504
R1 RCM INC COM 749397105 2,820 315,782 SH   DFND 21 315,782 0 0
RLI CORP COM 749607107 1,553 16,715 SH   DFND 17 14,515 0 2,200
RLJ LODGING TR CUM CONV PFD A 74965L200 29,886 1,107,305 SH   DFND 17 1,107,305 0 0
RH COM 74967X103 140 821 SH   DFND 17 821 0 0
RH COM 74967X103 135 792 SH   DFND 21 792 0 0
RH NOTE 6/1 74967XAA1 86,725 80,335,000 PRN   DFND 17 76,500,000 0 3,835,000
RPM INTL INC COM 749685103 442 6,426 SH   DFND 17 6,426 0 0
RPT REALTY SH BEN INT 74971D101 482 35,608 SH   DFND 17 35,608 0 0
RPT REALTY SH BEN INT 74971D101 1,320 97,389 SH   DFND 21 97,389 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 44,695 44,785,000 PRN   DFND 17 40,605,000 0 4,180,000
RTI SURGICAL HOLDINGS INC COM 74975N105 525 184,175 SH   DFND 17 184,175 0 0
RADIAN GROUP INC COM 750236101 2,514 110,082 SH   DFND 17 110,082 0 0
RADIAN GROUP INC COM 750236101 7,193 314,920 SH   DFND 21 39,641 0 275,279
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 29,281 31,950,000 PRN   DFND 17 31,950,000 0 0
RADNET INC COM 750491102 2,062 143,596 SH   DFND 17 143,596 0 0
RALPH LAUREN CORP CL A 751212101 5,589 58,546 SH   DFND 17 58,546 0 0
RALPH LAUREN CORP CL A 751212101 2,035 21,311 SH   DFND 21 20,036 0 1,275
RANGE RES CORP COM 75281A109 7,640 2,000,000 SH   DFND 4 2,000,000 0 0
RANGE RES CORP COM 75281A109 40 10,377 SH   DFND 17 10,377 0 0
RAPID7 INC COM 753422104 54,757 1,206,360 SH   DFND 17 1,053,364 0 152,996
RAPID7 INC NOTE 1.250% 8/0 753422AB0 12,930 10,095,000 PRN   DFND 17 6,035,000 0 4,060,000
RATTLER MIDSTREAM LP COM UNITS 75419T103 5,276 296,069 SH   DFND 4 296,069 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 13,510 163,831 SH   DFND 17 163,831 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 268 61,815 SH   DFND 17 61,815 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 944 217,981 SH   DFND 21 217,981 0 0
RAYTHEON CO COM NEW 755111507 189,043 963,607 SH   DFND 17 963,607 0 0
RAYTHEON CO COM NEW 755111507 2,584 13,169 SH   DFND 21 13,169 0 0
RAYTHEON CO CALL 755111907 7,867 40,100 SH Call DFND 4 40,100 0 0
RAYTHEON CO PUT 755111957 16,009 81,600 SH Put DFND 4 81,600 0 0
READY CAP CORP COM 75574U101 624 39,166 SH   DFND 17 39,166 0 0
READY CAP CORP COM 75574U101 598 37,570 SH   DFND 21 34,035 0 3,535
READY CAP CORP 7% CN SR NT 2023 75574U200 19,526 720,000 SH   DFND 17 720,000 0 0
REALPAGE INC COM 75606N109 11,345 180,473 SH   DFND 17 148,273 0 32,200
REALTY INCOME CORP COM 756109104 5,151 67,172 SH   DFND 17 67,172 0 0
REALTY INCOME CORP CALL 756109904 1,840 24,000 SH Call DFND 4 24,000 0 0
REALTY INCOME CORP PUT 756109954 2,945 38,400 SH Put DFND 4 38,400 0 0
RED LION HOTELS CORP COM 756764106 223 34,457 SH   DFND 17 34,457 0 0
REDFIN CORP COM 75737F108 29,707 1,764,082 SH   DFND 17 1,747,512 0 16,570
REGAL BELOIT CORP COM 758750103 8,716 119,648 SH   DFND 17 119,648 0 0
REGAL BELOIT CORP COM 758750103 9,296 127,605 SH   DFND 21 80,456 0 47,149
REGENCY CTRS CORP COM 758849103 20,633 296,926 SH   DFND 4 296,926 0 0
REGENCY CTRS CORP COM 758849103 792 11,404 SH   DFND 17 11,404 0 0
REGENERON PHARMACEUTICALS COM 75886F107 6,941 25,021 SH   DFND 4 25,021 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,890 35,654 SH   DFND 17 35,654 0 0
REGENERON PHARMACEUTICALS COM 75886F107 13,814 49,797 SH   DFND 21 35,576 0 14,221
REGENERON PHARMACEUTICALS COM 75886F107 2,174 7,950 SH   DFND 24 7,950 0 0
REGENERON PHARMACEUTICALS COM 75886F107 34 121 SH   DFND 25 121 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 1,165 4,200 SH Call DFND 4 4,200 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 2,968 10,700 SH Put DFND 4 10,700 0 0
REGENXBIO INC COM 75901B107 554 15,556 SH   DFND 17 15,556 0 0
REGIONAL MGMT CORP COM 75902K106 121 4,296 SH   DFND 17 4,296 0 0
REGIONAL MGMT CORP COM 75902K106 249 8,845 SH   DFND 21 8,845 0 0
REGIONS FINL CORP NEW COM 7591EP100 19,331 1,221,909 SH   DFND 17 1,221,909 0 0
REGIONS FINL CORP NEW COM 7591EP100 20,854 1,318,189 SH   DFND 21 1,016,633 0 301,556
REINSURANCE GRP OF AMERICA I COM NEW 759351604 101,264 633,374 SH   DFND 17 628,794 0 4,580
REINSURANCE GRP OF AMERICA I COM NEW 759351604 16,349 102,257 SH   DFND 21 73,302 0 28,955
RELIANCE STEEL & ALUMINUM CO COM 759509102 59,874 600,778 SH   DFND 17 596,943 0 3,835
RELIANCE STEEL & ALUMINUM CO COM 759509102 182 1,831 SH   DFND 20 1,831 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 40,056 401,930 SH   DFND 21 313,663 0 88,267
RELIANCE STEEL & ALUMINUM CO COM 759509102 43 436 SH   DFND 25 436 0 0
RENASANT CORP COM 75970E107 8,967 256,140 SH   DFND 17 256,140 0 0
REPLIGEN CORP COM 759916109 3,025 39,438 SH   DFND 17 36,533 0 2,905
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 25,887 25,800,000 PRN   DFND 17 17,190,000 0 8,610,000
RENT A CTR INC NEW COM 76009N100 57 2,195 SH   DFND 17 2,195 0 0
RENT A CTR INC NEW COM 76009N100 442 17,123 SH   DFND 21 9,673 0 7,450
REPUBLIC SVCS INC COM 760759100 2,510 28,997 SH   DFND 4 28,997 0 0
REPUBLIC SVCS INC COM 760759100 3,356 38,777 SH   DFND 17 38,777 0 0
REPUBLIC SVCS INC COM 760759100 54 629 SH   DFND 20 629 0 0
REPUBLIC SVCS INC COM 760759100 8,533 98,586 SH   DFND 21 90,552 0 8,034
RESMED INC COM 761152107 1,313 9,720 SH   DFND 17 9,720 0 0
RESMED INC COM 761152107 3,569 26,418 SH   DFND 21 18,144 0 8,274
RESMED INC COM 761152107 16 117 SH   DFND 25 117 0 0
RESOLUTE FST PRODS INC COM 76117W109 38 8,075 SH   DFND 17 8,075 0 0
RESOLUTE FST PRODS INC COM 76117W109 396 84,359 SH   DFND 21 84,359 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 1,828 127,376 SH   DFND 17 127,376 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 5 321 SH   DFND 20 321 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 413 28,791 SH   DFND 21 28,791 0 0
RETROPHIN INC COM 761299106 185 15,946 SH   DFND 17 15,946 0 0
RETROPHIN INC COM 761299106 222 18,700 SH   DFND 24 18,700 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 7,139 9,570,000 PRN   DFND 17 9,570,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 23,307 247,417 SH   DFND 17 247,417 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 31,352 332,826 SH   DFND 21 282,298 0 50,528
RETAIL PPTYS AMER INC CL A 76131V202 957 77,693 SH   DFND 17 77,693 0 0
REXNORD CORP NEW COM 76169B102 129 4,753 SH   DFND 17 4,753 0 0
REXNORD CORP NEW COM 76169B102 1,722 63,667 SH   DFND 21 63,667 0 0
REXFORD INDL RLTY INC COM 76169C100 9,257 210,283 SH   DFND 4 210,283 0 0
REXFORD INDL RLTY INC COM 76169C100 217 4,928 SH   DFND 17 4,928 0 0
RINGCENTRAL INC CL A 76680R206 105,066 836,117 SH   DFND 17 636,242 0 199,875
RINGCENTRAL INC NOTE 3/1 76680RAD9 70,029 43,330,000 PRN   DFND 17 39,735,000 0 3,595,000
RIO TINTO PLC SPONSORED ADR 767204100 2,051 39,375 SH   DFND 17 39,375 0 0
RITE AID CORP COM 767754872 2,080 299,343 SH   DFND 4 299,343 0 0
RITE AID CORP COM 767754872 17 2,471 SH   DFND 17 2,471 0 0
ROAN RES INC CL A COM 769755109 301 244,654 SH   DFND 17 244,654 0 0
ROBERT HALF INTL INC COM 770323103 861 15,475 SH   DFND 17 15,475 0 0
ROBERT HALF INTL INC COM 770323103 630 11,312 SH   DFND 21 8,592 0 2,720
ROCKET PHARMACEUTICALS INC COM 77313F106 737 63,299 SH   DFND 17 63,299 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 304 26,000 SH   DFND 24 26,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,333 8,086 SH   DFND 17 8,086 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 4,142 84,985 SH   DFND 17 84,985 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 158 3,241 SH   DFND 20 3,241 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 36,318 745,162 SH   DFND 21 511,278 0 233,884
ROGERS COMMUNICATIONS INC CL B 775109200 84 1,724 SH   DFND 25 1,724 0 0
ROGERS CORP COM 775133101 415 3,032 SH   DFND 17 3,032 0 0
ROGERS CORP COM 775133101 2,315 16,932 SH   DFND 21 16,932 0 0
ROKU INC COM CL A 77543R102 259,780 2,552,872 SH   DFND 17 2,438,417 0 114,455
ROLLINS INC COM 775711104 330 9,682 SH   DFND 17 9,682 0 0
ROPER TECHNOLOGIES INC COM 776696106 112 313 SH   DFND 4 313 0 0
ROPER TECHNOLOGIES INC COM 776696106 55,923 156,824 SH   DFND 17 134,071 0 22,753
ROPER TECHNOLOGIES INC COM 776696106 19,002 53,287 SH   DFND 20 5,473 0 47,814
ROPER TECHNOLOGIES INC COM 776696106 104,971 294,366 SH   DFND 21 264,770 0 29,596
ROPER TECHNOLOGIES INC COM 776696106 9,256 26,100 SH   DFND 24 26,100 0 0
ROPER TECHNOLOGIES INC CALL 776696906 1,177 3,300 SH Call DFND 4 3,300 0 0
ROPER TECHNOLOGIES INC PUT 776696956 1,926 5,400 SH Put DFND 4 5,400 0 0
ROSETTA STONE INC COM 777780107 5,155 296,259 SH   DFND 17 224,405 0 71,854
ROSS STORES INC COM 778296103 2,541 23,133 SH   DFND 4 23,133 0 0
ROSS STORES INC COM 778296103 8,927 81,265 SH   DFND 17 81,265 0 0
ROSS STORES INC COM 778296103 34,958 318,233 SH   DFND 21 318,233 0 0
ROSS STORES INC COM 778296103 2,290 21,000 SH   DFND 24 21,000 0 0
ROSS STORES INC CALL 778296903 2,856 26,000 SH Call DFND 4 26,000 0 0
ROSS STORES INC PUT 778296953 3,241 29,500 SH Put DFND 4 29,500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 2,062 25,404 SH   DFND 17 25,404 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 355 4,372 SH   DFND 20 4,372 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 68,847 848,192 SH   DFND 21 624,224 0 223,968
ROYAL BK CDA MONTREAL QUE COM 780087102 109 1,340 SH   DFND 25 1,340 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 80,202 1,362,824 SH   DFND 17 1,353,185 0 9,639
ROYAL GOLD INC COM 780287108 401 3,251 SH   DFND 17 3,251 0 0
ROYAL GOLD INC COM 780287108 194 1,571 SH   DFND 21 1,571 0 0
RUBICON PROJ INC COM 78112V102 1,739 199,678 SH   DFND 17 199,678 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 602 22,831 SH   DFND 17 22,831 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 255 9,692 SH   DFND 21 9,011 0 681
RUSH ENTERPRISES INC CL A 781846209 234 6,056 SH   DFND 17 6,056 0 0
RUSH ENTERPRISES INC CL A 781846209 2,568 66,555 SH   DFND 21 24,523 0 42,032
RUSH ENTERPRISES INC CL B 781846308 1,219 30,517 SH   DFND 17 27,712 0 2,805
RUTHS HOSPITALITY GROUP INC COM 783332109 9,921 485,963 SH   DFND 17 485,963 0 0
RYANAIR HLDGS PLC SPONSORED ADS 783513203 12,960 195,234 SH   DFND 17 177,964 0 17,270
RYANAIR HLDGS PLC SPONSORED ADS 783513203 41,594 626,604 SH   DFND 21 111,224 0 515,380
RYDER SYS INC COM 783549108 1,746 33,725 SH   DFND 17 33,725 0 0
RYDER SYS INC COM 783549108 6,455 124,691 SH   DFND 21 107,329 0 17,362
RYMAN HOSPITALITY PPTYS INC COM 78377T107 15,242 186,308 SH   DFND 4 186,308 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,914 23,395 SH   DFND 17 21,095 0 2,300
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,875 59,584 SH   DFND 21 27,744 0 31,840
RYMAN HOSPITALITY PPTYS INC COM 78377T107 63 765 SH   DFND 25 765 0 0
S&P GLOBAL INC COM 78409V104 3,760 15,349 SH   DFND 4 15,349 0 0
S&P GLOBAL INC COM 78409V104 143,429 585,439 SH   DFND 17 583,891 0 1,548
S&P GLOBAL INC COM 78409V104 31,255 127,581 SH   DFND 20 46,300 0 81,281
S&P GLOBAL INC COM 78409V104 194,552 794,154 SH   DFND 21 704,167 0 89,987
S&P GLOBAL INC COM 78409V104 6,922 28,100 SH   DFND 24 28,100 0 0
S&P GLOBAL INC CALL 78409V904 6,100 24,900 SH Call DFND 4 24,900 0 0
S&P GLOBAL INC PUT 78409V954 14,650 59,800 SH Put DFND 4 59,800 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 34,282 142,161 SH   DFND 4 142,161 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,853 7,686 SH   DFND 17 7,686 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,471 6,099 SH   DFND 21 0 0 6,099
SBA COMMUNICATIONS CORP NEW CALL 78410G904 892 3,700 SH Call DFND 4 3,700 0 0
SBA COMMUNICATIONS CORP NEW PUT 78410G954 1,567 6,500 SH Put DFND 4 6,500 0 0
SEI INVESTMENTS CO COM 784117103 13,493 227,703 SH   DFND 17 227,703 0 0
SJW GROUP COM 784305104 599 8,769 SH   DFND 17 8,769 0 0
SL GREEN RLTY CORP COM 78440X101 12,055 147,463 SH   DFND 4 147,463 0 0
SL GREEN RLTY CORP COM 78440X101 467 5,714 SH   DFND 17 5,714 0 0
SLM CORP COM 78442P106 190 21,522 SH   DFND 17 21,522 0 0
SORL AUTO PTS INC COM 78461U101 41 12,972 SH   DFND 17 12,972 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,891 13,111 SH   DFND 4 13,111 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,750,189 5,897,458 SH   DFND 17 5,897,458 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,193 34,505 SH   DFND 24 15,150 0 19,355
SPDR S&P 500 ETF TR TR UNIT 78462F103 170,049 573,000 SH   DFND 25 0 0 573,000
SPX CORP COM 784635104 1,912 47,789 SH   DFND 17 47,789 0 0
SPS COMMERCE INC COM 78463M107 5,120 108,767 SH   DFND 17 106,217 0 2,550
SPS COMMERCE INC COM 78463M107 122 2,594 SH   DFND 20 2,594 0 0
SPS COMMERCE INC COM 78463M107 19,407 412,308 SH   DFND 21 360,678 0 51,630
SPS COMMERCE INC COM 78463M107 24 502 SH   DFND 25 502 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 42,178 303,723 SH   DFND 20 303,723 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,267 16,070 SH   DFND 24 16,070 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 3,961 105,630 SH   DFND 24 45,140 0 60,490
SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 2,145 36,000 SH   DFND 17 36,000 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1,338 25,668 SH   DFND 24 0 0 25,668
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 217 4,135 SH   DFND 25 4,135 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 877 8,588 SH   DFND 24 0 0 8,588
SPDR SERIES TRUST S&P BIOTECH 78464A870 5,914 77,564 SH   DFND 17 77,564 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16,996 329,577 SH   DFND 17 329,577 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 14,705 285,149 SH   DFND 20 1,820 0 283,329
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 91,842 1,780,921 SH   DFND 21 1,719,139 0 61,782
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,825 36,000 SH   DFND 24 36,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 36 697 SH   DFND 25 697 0 0
SPDR SERIES TRUST PORTFOLIO SH TSR 78468R101 291 9,690 SH   DFND 24 9,690 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 326 3,000 SH   DFND 24 3,000 0 0
SP PLUS CORP COM 78469C103 591 15,970 SH   DFND 17 15,970 0 0
SP PLUS CORP COM 78469C103 1,052 28,440 SH   DFND 21 27,898 0 542
SRC ENERGY INC COM 78470V108 52 11,142 SH   DFND 17 11,142 0 0
SSR MNG INC COM 784730103 1,317 90,775 SH   DFND 21 39,621 0 51,154
SVB FINL GROUP COM 78486Q101 740 3,542 SH   DFND 17 3,542 0 0
SVB FINL GROUP COM 78486Q101 5,224 25,000 SH   DFND 21 25,000 0 0
SVMK INC COM 78489X103 5,972 349,228 SH   DFND 17 197,800 0 151,428
SABRA HEALTH CARE REIT INC COM 78573L106 5,510 240,000 SH   DFND 4 240,000 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 740 32,225 SH   DFND 17 32,225 0 0
SABRE CORP COM 78573M104 778 34,747 SH   DFND 17 34,747 0 0
SABRE CORP COM 78573M104 182 8,142 SH   DFND 20 8,142 0 0
SABRE CORP COM 78573M104 36,529 1,631,117 SH   DFND 21 1,338,916 0 292,201
SABRE CORP COM 78573M104 90 4,003 SH   DFND 25 4,003 0 0
SAGE THERAPEUTICS INC COM 78667J108 15,280 108,919 SH   DFND 17 92,195 0 16,724
SAGE THERAPEUTICS INC COM 78667J108 2,298 16,100 SH   DFND 24 16,100 0 0
SAIA INC COM 78709Y105 10,365 110,624 SH   DFND 17 60,761 0 49,863
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 20,528 1,098,358 SH   DFND 17 1,092,258 0 6,100
SALESFORCE COM INC COM 79466L302 7,717 51,984 SH   DFND 4 51,984 0 0
SALESFORCE COM INC COM 79466L302 310,959 2,094,869 SH   DFND 17 2,027,719 0 67,150
SALESFORCE COM INC COM 79466L302 58,116 391,509 SH   DFND 21 327,996 0 63,513
SALESFORCE COM INC CALL 79466L902 13,419 90,400 SH Call DFND 4 90,400 0 0
SALESFORCE COM INC PUT 79466L952 31,336 211,100 SH Put DFND 4 211,100 0 0
SANDERSON FARMS INC COM 800013104 15,451 102,101 SH   DFND 17 91,846 0 10,255
SANDERSON FARMS INC COM 800013104 4,573 30,500 SH   DFND 24 30,500 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,420 25,053 SH   DFND 17 25,053 0 0
SANGAMO THERAPEUTICS INC COM 800677106 1,016 112,238 SH   DFND 17 112,238 0 0
SANGAMO THERAPEUTICS INC COM 800677106 430 46,800 SH   DFND 24 46,800 0 0
SANMINA CORPORATION COM 801056102 1,792 55,798 SH   DFND 17 55,798 0 0
SANMINA CORPORATION COM 801056102 2,651 82,561 SH   DFND 21 0 0 82,561
SANOFI SPONSORED ADR 80105N105 11,314 244,202 SH   DFND 17 244,161 0 41
SANTANDER CONSUMER USA HDG I COM 80283M101 2,860 112,103 SH   DFND 17 112,103 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 179 7,009 SH   DFND 20 7,009 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 37,327 1,463,219 SH   DFND 21 1,281,165 0 182,054
SANTANDER CONSUMER USA HDG I COM 80283M101 70 2,753 SH   DFND 25 2,753 0 0
SAP SE SPON ADR 803054204 2,458 20,851 SH   DFND 17 20,835 0 16
SAREPTA THERAPEUTICS INC COM 803607100 2,850 37,837 SH   DFND 17 37,837 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,328 17,700 SH   DFND 24 17,700 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 60,133 45,460,000 PRN   DFND 17 41,795,000 0 3,665,000
HENRY SCHEIN INC COM 806407102 1,334 21,000 SH   DFND 4 21,000 0 0
HENRY SCHEIN INC COM 806407102 4,283 67,453 SH   DFND 17 67,453 0 0
HENRY SCHEIN INC COM 806407102 73,935 1,164,328 SH   DFND 21 1,126,600 0 37,728
HENRY SCHEIN INC COM 806407102 1,690 27,000 SH   DFND 24 27,000 0 0
HENRY SCHEIN INC COM 806407102 12 190 SH   DFND 25 190 0 0
SCHLUMBERGER LTD COM 806857108 2,875 84,139 SH   DFND 4 84,139 0 0
SCHLUMBERGER LTD COM 806857108 50,477 1,477,176 SH   DFND 17 1,473,041 0 4,135
SCHLUMBERGER LTD COM 806857108 495 14,500 SH   DFND 21 0 0 14,500
SCHLUMBERGER LTD COM 806857108 687 20,000 SH   DFND 24 20,000 0 0
SCHLUMBERGER LTD CALL 806857908 4,931 144,300 SH Call DFND 4 144,300 0 0
SCHLUMBERGER LTD PUT 806857958 8,812 257,900 SH Put DFND 4 257,900 0 0
SCHNITZER STL INDS CL A 806882106 24 1,170 SH   DFND 17 1,170 0 0
SCHNITZER STL INDS CL A 806882106 2,847 137,816 SH   DFND 21 40,144 0 97,672
SCHNITZER STL INDS CL A 806882106 15 718 SH   DFND 25 718 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 1,453 34,745 SH   DFND 4 34,745 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 5,717 136,678 SH   DFND 17 94,717 0 41,961
THE CHARLES SCHWAB CORPORATI COM 808513105 52,185 1,247,554 SH   DFND 21 1,225,203 0 22,351
THE CHARLES SCHWAB CORPORATI COM 808513105 1,524 36,800 SH   DFND 24 36,800 0 0
THE CHARLES SCHWAB CORPORATI CALL 808513905 2,547 60,900 SH Call DFND 4 60,900 0 0
THE CHARLES SCHWAB CORPORATI PUT 808513955 8,408 201,000 SH Put DFND 4 201,000 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 8,390 147,821 SH   DFND 17 147,821 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 20,853 238,731 SH   DFND 17 236,231 0 2,500
SCIENCE APPLICATNS INTL CP N COM 808625107 2,560 29,303 SH   DFND 21 27,172 0 2,131
SCOTTS MIRACLE GRO CO CL A 810186106 200 1,969 SH   DFND 17 1,969 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 3,191 31,342 SH   DFND 21 31,342 0 0
SEACHANGE INTL INC COM 811699107 63 21,960 SH   DFND 17 21,960 0 0
SEABRIDGE GOLD INC COM 811916105 1,258 99,571 SH   DFND 21 95,907 0 3,664
SEALED AIR CORP NEW COM 81211K100 441 10,630 SH   DFND 17 10,630 0 0
SEALED AIR CORP NEW COM 81211K100 87 2,101 SH   DFND 21 2,101 0 0
SEATTLE GENETICS INC COM 812578102 4,911 57,511 SH   DFND 17 57,511 0 0
SEATTLE GENETICS INC COM 812578102 851 11,200 SH   DFND 24 11,200 0 0
SEAWORLD ENTMT INC COM 81282V100 60 2,291 SH   DFND 17 2,291 0 0
SEAWORLD ENTMT INC COM 81282V100 893 33,929 SH   DFND 21 33,929 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,024 32,949 SH   DFND 4 32,949 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,011 16,663 SH   DFND 4 16,663 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10 350 SH   DFND 17 350 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 421 15,000 SH   DFND 24 15,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2,014 25,008 SH   DFND 4 25,008 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 841 13,000 SH   DFND 24 13,000 0 0
SELECT SECTOR SPDR TR PUT 81369Y953 4,357 54,100 SH Put DFND 4 54,100 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 149,635 5,344,124 SH Put DFND 4 5,344,124 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 46,897 792,176 SH Put DFND 4 792,176 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 38,479 318,800 SH Put DFND 4 318,800 0 0
SEMTECH CORP COM 816850101 27,126 558,028 SH   DFND 17 510,166 0 47,862
SEMPRA ENERGY COM 816851109 20,172 136,657 SH   DFND 17 136,643 0 14
SEMPRA ENERGY COM 816851109 1,445 10,000 SH   DFND 24 10,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 189,782 1,605,600 SH   DFND 17 1,481,400 0 124,200
SEMPRA ENERGY CALL 816851909 2,509 17,000 SH Call DFND 4 17,000 0 0
SEMPRA ENERGY PUT 816851959 4,414 29,900 SH Put DFND 4 29,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,541 166,506 SH   DFND 17 166,506 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 10,756 1,162,169 SH   DFND 21 1,095,449 0 66,720
SENIOR HSG PPTYS TR SH BEN INT 81721M109 16 1,698 SH   DFND 25 1,698 0 0
SERVICE CORP INTL COM 817565104 421 8,812 SH   DFND 17 8,812 0 0
SERVICE CORP INTL COM 817565104 2,570 53,763 SH   DFND 21 24,606 0 29,157
SERVICE PPTYS TR COM SH BEN INT 81761L102 302 11,722 SH   DFND 17 11,722 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 2,266 87,846 SH   DFND 21 87,846 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,340 23,975 SH   DFND 17 23,975 0 0
SERVICENOW INC COM 81762P102 422,815 1,665,741 SH   DFND 17 1,594,517 0 71,224
SERVICENOW INC COM 81762P102 4,759 18,748 SH   DFND 21 14,870 0 3,878
SERVICENOW INC NOTE 6/0 81762PAC6 149,559 77,870,000 PRN   DFND 17 72,225,000 0 5,645,000
SHERWIN WILLIAMS CO COM 824348106 6,668 12,127 SH   DFND 17 12,127 0 0
SHERWIN WILLIAMS CO COM 824348106 3,370 6,128 SH   DFND 21 6,128 0 0
SHERWIN WILLIAMS CO COM 824348106 381 700 SH   DFND 24 700 0 0
SHERWIN WILLIAMS CO CALL 824348906 4,014 7,300 SH Call DFND 4 7,300 0 0
SHERWIN WILLIAMS CO PUT 824348956 6,818 12,400 SH Put DFND 4 12,400 0 0
SHOE CARNIVAL INC COM 824889109 4,548 140,320 SH   DFND 17 140,320 0 0
SHOE CARNIVAL INC COM 824889109 318 9,825 SH   DFND 21 9,825 0 0
SHOPIFY INC CL A 82509L107 20,430 65,606 SH   DFND 17 62,521 0 3,085
SHOPIFY INC CL A 82509L107 839 2,695 SH   DFND 21 2,695 0 0
SHOTSPOTTER INC COM 82536T107 203 8,828 SH   DFND 17 8,828 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 321 2,690 SH   DFND 17 2,690 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 8,975 75,285 SH   DFND 20 0 0 75,285
SILICON LABORATORIES INC COM 826919102 1,103 9,902 SH   DFND 17 9,902 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 23,925 18,450,000 PRN   DFND 17 12,835,000 0 5,615,000
SILGAN HOLDINGS INC COM 827048109 7,376 245,589 SH   DFND 17 245,589 0 0
SILGAN HOLDINGS INC COM 827048109 54 1,783 SH   DFND 20 1,783 0 0
SILGAN HOLDINGS INC COM 827048109 12,200 406,182 SH   DFND 21 237,592 0 168,590
SILGAN HOLDINGS INC COM 827048109 25 832 SH   DFND 25 832 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 11,673 468,777 SH   DFND 17 468,777 0 0
SIMON PPTY GROUP INC NEW COM 828806109 30,617 196,706 SH   DFND 4 196,706 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,436 22,078 SH   DFND 17 22,078 0 0
SIMON PPTY GROUP INC NEW COM 828806109 797 5,120 SH   DFND 21 4,059 0 1,061
SIMON PPTY GROUP INC NEW CALL 828806909 4,249 27,300 SH Call DFND 4 27,300 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 9,401 60,400 SH Put DFND 4 60,400 0 0
SIMPLY GOOD FOODS CO COM 82900L102 10,635 366,850 SH   DFND 17 225,323 0 141,527
SIMPLY GOOD FOODS CO COM 82900L102 5,477 188,912 SH   DFND 21 175,125 0 13,787
SIMPSON MANUFACTURING CO INC COM 829073105 2,025 29,190 SH   DFND 17 29,190 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 5,640 131,962 SH   DFND 17 56,454 0 75,508
SIRIUS XM HLDGS INC COM 82968B103 427 68,230 SH   DFND 17 68,230 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 201 3,957 SH   DFND 17 3,957 0 0
SKECHERS U S A INC CL A 830566105 246 6,597 SH   DFND 17 6,597 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 9,308 309,325 SH   DFND 17 165,835 0 143,490
SKYWEST INC COM 830879102 886 15,444 SH   DFND 17 15,444 0 0
SKYWEST INC COM 830879102 66 1,152 SH   DFND 20 1,152 0 0
SKYWEST INC COM 830879102 15,949 277,849 SH   DFND 21 226,549 0 51,300
SKYWEST INC COM 830879102 29 511 SH   DFND 25 511 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 6,908 87,167 SH   DFND 17 61,742 0 25,425
SKYWORKS SOLUTIONS INC COM 83088M102 808 10,196 SH   DFND 21 9,271 0 925
SLACK TECHNOLOGIES INC COM CL A 83088V102 64,625 2,723,365 SH   DFND 17 2,723,365 0 0
SLEEP NUMBER CORP COM 83125X103 55 1,340 SH   DFND 17 1,340 0 0
SLEEP NUMBER CORP COM 83125X103 258 6,255 SH   DFND 21 6,255 0 0
SMITH A O CORP COM 831865209 6,662 139,635 SH   DFND 17 139,635 0 0
SMITH A O CORP COM 831865209 788 16,521 SH   DFND 21 16,521 0 0
SMARTSHEET INC COM CL A 83200N103 8,724 242,119 SH   DFND 17 218,809 0 23,310
SMUCKER J M CO COM NEW 832696405 330 3,000 SH   DFND 4 3,000 0 0
SMUCKER J M CO COM NEW 832696405 12,166 110,582 SH   DFND 17 110,582 0 0
SMUCKER J M CO COM NEW 832696405 72 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 10,539 95,794 SH   DFND 21 87,013 0 8,781
SNAP ON INC COM 833034101 1,089 6,958 SH   DFND 4 6,958 0 0
SNAP ON INC COM 833034101 591 3,775 SH   DFND 17 3,775 0 0
SNAP ON INC COM 833034101 883 5,639 SH   DFND 21 5,639 0 0
SNAP INC CL A 83304A106 196,141 12,414,015 SH   DFND 17 10,737,905 0 1,676,110
SNAP INC CL A 83304A106 1,144 72,380 SH   DFND 21 0 0 72,380
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 10,077 1,091,780 SH   DFND 20 950,780 0 141,000
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 13,597 489,268 SH   DFND 21 489,268 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 102,959 104,130,000 PRN   DFND 17 104,130,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,477 17,645 SH   DFND 17 17,645 0 0
SONOCO PRODS CO COM 835495102 11,142 191,419 SH   DFND 17 191,419 0 0
SONOCO PRODS CO COM 835495102 6,450 110,811 SH   DFND 21 97,798 0 13,013
SONY CORP SPONSORED ADR 835699307 6,234 105,424 SH   DFND 17 105,424 0 0
SOTHEBYS COM 835898107 81 1,426 SH   DFND 17 1,426 0 0
SOTHEBYS COM 835898107 3,891 68,279 SH   DFND 21 68,279 0 0
SOUTH ST CORP COM 840441109 9,870 131,071 SH   DFND 17 131,071 0 0
SOUTHERN CO COM 842587107 5,101 82,582 SH   DFND 17 82,564 0 18
SOUTHERN CO COM 842587107 1,767 28,599 SH   DFND 21 28,599 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 77,590 1,450,000 SH   DFND 17 1,203,225 0 246,775
SOUTHERN CO CALL 842587907 12,459 201,700 SH Call DFND 4 201,700 0 0
SOUTHERN CO PUT 842587957 21,119 341,900 SH Put DFND 4 341,900 0 0
SOUTHERN COPPER CORP COM 84265V105 140 4,115 SH   DFND 17 4,115 0 0
SOUTHERN COPPER CORP COM 84265V105 970 28,416 SH   DFND 21 28,416 0 0
SOUTHWEST AIRLS CO COM 844741108 654 12,100 SH   DFND 4 12,100 0 0
SOUTHWEST AIRLS CO COM 844741108 1,793 33,199 SH   DFND 17 33,199 0 0
SOUTHWEST AIRLS CO CALL 844741908 1,140 21,100 SH Call DFND 4 21,100 0 0
SOUTHWEST AIRLS CO PUT 844741958 3,311 61,300 SH Put DFND 4 61,300 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 25,720 282,517 SH   DFND 17 282,506 0 11
SOUTHWESTERN ENERGY CO COM 845467109 6,619 3,429,277 SH   DFND 17 3,429,277 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,075 557,203 SH   DFND 21 557,203 0 0
SPARK THERAPEUTICS INC COM 84652J103 24,146 248,976 SH   DFND 4 219,690 0 29,286
SPARK THERAPEUTICS INC COM 84652J103 150 1,545 SH   DFND 17 1,545 0 0
SPARK THERAPEUTICS INC COM 84652J103 97 1,000 SH   DFND 21 1,000 0 0
SPARTAN MTRS INC COM 846819100 235 17,154 SH   DFND 17 17,154 0 0
SPARTANNASH CO COM 847215100 117 9,883 SH   DFND 17 9,883 0 0
SPARTANNASH CO COM 847215100 292 24,722 SH   DFND 21 24,722 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 201 3,820 SH   DFND 17 3,820 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 2,128 40,366 SH   DFND 21 40,366 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 337 4,100 SH   DFND 4 4,100 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 21,538 261,894 SH   DFND 17 210,779 0 51,115
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12,827 155,972 SH   DFND 20 155,972 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 636 7,731 SH   DFND 21 0 0 7,731
SPIRIT AIRLS INC COM 848577102 2,675 73,701 SH   DFND 17 73,701 0 0
SPIRIT AIRLS INC COM 848577102 1,131 31,158 SH   DFND 21 19,846 0 11,312
SPIRIT AIRLS INC COM 848577102 9 238 SH   DFND 25 238 0 0
SPIRE INC COM 84857L101 1,099 12,597 SH   DFND 17 12,597 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 207 4,322 SH   DFND 17 4,322 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 25,625 535,412 SH   DFND 21 380,282 0 155,130
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 30 630 SH   DFND 25 630 0 0
SPLUNK INC COM 848637104 149,846 1,271,393 SH   DFND 17 1,218,370 0 53,023
SPLUNK INC COM 848637104 3,458 29,343 SH   DFND 21 29,343 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 79,140 73,600,000 PRN   DFND 17 73,600,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 121,612 111,100,000 PRN   DFND 17 100,890,000 0 10,210,000
SPRINT CORPORATION COM 85207U105 174 28,201 SH   DFND 17 28,201 0 0
SQUARE INC CL A 852234103 177,764 2,869,469 SH   DFND 17 2,746,749 0 122,720
SQUARE INC CL A 852234103 7,978 128,783 SH   DFND 21 126,858 0 1,925
SQUARE INC NOTE 0.500% 5/1 852234AD5 159,936 143,175,000 PRN   DFND 17 137,500,000 0 5,675,000
STAAR SURGICAL CO COM PAR $0.01 852312305 682 26,471 SH   DFND 17 24,966 0 1,505
STAAR SURGICAL CO COM PAR $0.01 852312305 850 32,959 SH   DFND 21 16,446 0 16,513
STAAR SURGICAL CO COM PAR $0.01 852312305 9 342 SH   DFND 25 342 0 0
STAG INDL INC COM 85254J102 12,836 435,400 SH   DFND 17 214,610 0 220,790
STANLEY BLACK & DECKER INC COM 854502101 270 1,869 SH   DFND 4 1,869 0 0
STANLEY BLACK & DECKER INC COM 854502101 56,551 391,599 SH   DFND 17 389,006 0 2,593
STANLEY BLACK & DECKER INC COM 854502101 1,491 10,324 SH   DFND 21 1,581 0 8,743
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 145,607 1,449,110 SH   DFND 17 1,360,905 0 88,205
STANLEY BLACK & DECKER INC CALL 854502901 679 4,700 SH Call DFND 4 4,700 0 0
STANLEY BLACK & DECKER INC PUT 854502951 2,007 13,900 SH Put DFND 4 13,900 0 0
STANTEC INC COM 85472N109 1,991 89,924 SH   DFND 21 89,924 0 0
STARBUCKS CORP COM 855244109 990 11,200 SH   DFND 4 11,200 0 0
STARBUCKS CORP COM 855244109 167,499 1,894,362 SH   DFND 17 1,892,397 0 1,965
STARBUCKS CORP COM 855244109 136,030 1,538,448 SH   DFND 21 1,130,276 0 408,172
STARBUCKS CORP CALL 855244909 14,174 160,300 SH Call DFND 4 160,300 0 0
STARBUCKS CORP PUT 855244959 24,086 272,400 SH Put DFND 4 272,400 0 0
STATE AUTO FINL CORP COM 855707105 256 7,891 SH   DFND 17 7,891 0 0
STARWOOD PPTY TR INC COM 85571B105 328 13,528 SH   DFND 17 13,528 0 0
STATE STR CORP COM 857477103 4 63 SH   DFND 4 63 0 0
STATE STR CORP COM 857477103 2,525 42,662 SH   DFND 17 42,662 0 0
STATE STR CORP COM 857477103 5,613 94,832 SH   DFND 21 86,319 0 8,513
STATE STR CORP CALL 857477903 213 3,600 SH Call DFND 4 3,600 0 0
STATE STR CORP PUT 857477953 408 6,900 SH Put DFND 4 6,900 0 0
STEEL DYNAMICS INC COM 858119100 18,926 635,088 SH   DFND 17 635,088 0 0
STEEL DYNAMICS INC COM 858119100 200 6,728 SH   DFND 20 6,728 0 0
STEEL DYNAMICS INC COM 858119100 23,432 786,318 SH   DFND 21 686,866 0 99,452
STEEL DYNAMICS INC COM 858119100 27 903 SH   DFND 25 903 0 0
STEELCASE INC CL A 858155203 153 8,317 SH   DFND 17 8,317 0 0
STEELCASE INC CL A 858155203 7,158 389,012 SH   DFND 21 302,550 0 86,462
STEPAN CO COM 858586100 6,063 62,463 SH   DFND 17 62,463 0 0
STEPAN CO COM 858586100 1,484 15,286 SH   DFND 21 7,556 0 7,730
STEPAN CO COM 858586100 16 163 SH   DFND 25 163 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 522 50,097 SH   DFND 17 50,097 0 0
STERICYCLE INC COM 858912108 19,489 382,666 SH   DFND 17 382,666 0 0
STERICYCLE INC COM 858912108 2,437 47,851 SH   DFND 21 47,851 0 0
STERLING BANCORP DEL COM 85917A100 207 10,341 SH   DFND 17 10,341 0 0
STERLING CONSTRUCTION CO INC COM 859241101 1,541 117,192 SH   DFND 17 117,192 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 4,757 245,990 SH   DFND 17 151,890 0 94,100
STONERIDGE INC COM 86183P102 347 11,212 SH   DFND 17 11,212 0 0
STORE CAP CORP COM 862121100 4,771 127,546 SH   DFND 4 127,546 0 0
STORE CAP CORP COM 862121100 5,534 147,938 SH   DFND 17 147,938 0 0
STORE CAP CORP COM 862121100 25,613 684,646 SH   DFND 21 159,325 0 525,321
STORE CAP CORP COM 862121100 47 1,265 SH   DFND 25 1,265 0 0
STRATEGIC ED INC COM 86272C103 6,315 46,476 SH   DFND 17 31,415 0 15,061
STRYKER CORP COM 863667101 11,015 50,923 SH   DFND 17 50,923 0 0
STRYKER CORP COM 863667101 44,878 207,482 SH   DFND 21 109,751 0 97,731
STRYKER CORP COM 863667101 153 708 SH   DFND 25 708 0 0
STRYKER CORP CALL 863667901 5,537 25,600 SH Call DFND 4 25,600 0 0
STRYKER CORP PUT 863667951 13,238 61,200 SH Put DFND 4 61,200 0 0
SUN CMNTYS INC COM 866674104 67,249 453,007 SH   DFND 4 453,007 0 0
SUN CMNTYS INC COM 866674104 653 4,397 SH   DFND 17 4,397 0 0
SUN LIFE FINL INC COM 866796105 5,624 125,691 SH   DFND 17 125,691 0 0
SUN LIFE FINL INC COM 866796105 2,064 46,140 SH   DFND 21 2,941 0 43,199
SUNCOR ENERGY INC NEW COM 867224107 5,910 187,261 SH   DFND 17 187,261 0 0
SUNCOR ENERGY INC NEW COM 867224107 42,776 1,355,249 SH   DFND 21 1,031,412 0 323,837
SUNCOR ENERGY INC NEW COM 867224107 475 15,000 SH   DFND 24 15,000 0 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 5,147 5,500,000 PRN   DFND 17 5,500,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 21,393 23,065,000 PRN   DFND 17 23,065,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 9,275 675,000 SH   DFND 4 675,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 139 10,086 SH   DFND 17 10,086 0 0
SUNTRUST BKS INC COM 867914103 2,528 36,743 SH   DFND 4 36,743 0 0
SUNTRUST BKS INC COM 867914103 2,101 30,540 SH   DFND 17 30,540 0 0
SUNTRUST BKS INC COM 867914103 135 1,961 SH   DFND 20 1,961 0 0
SUNTRUST BKS INC COM 867914103 12,933 187,974 SH   DFND 21 180,760 0 7,214
SUNTRUST BKS INC PUT 867914953 495 7,200 SH Put DFND 4 7,200 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 47,431 50,980,000 PRN   DFND 17 50,980,000 0 0
SURMODICS INC COM 868873100 1,887 41,257 SH   DFND 17 41,257 0 0
SYKES ENTERPRISES INC COM 871237103 54 1,764 SH   DFND 17 1,764 0 0
SYKES ENTERPRISES INC COM 871237103 1,870 61,022 SH   DFND 21 60,495 0 527
SYMANTEC CORP COM 871503108 17,127 724,799 SH   DFND 17 590,144 0 134,655
SYMANTEC CORP COM 871503108 3,031 128,268 SH   DFND 21 103,268 0 25,000
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 67,869 72,730,000 PRN   DFND 17 72,730,000 0 0
SYNOPSYS INC COM 871607107 8,008 58,343 SH   DFND 17 58,343 0 0
SYNOPSYS INC COM 871607107 23,183 168,912 SH   DFND 21 113,770 0 55,142
SYNOPSYS INC COM 871607107 95 693 SH   DFND 25 693 0 0
SYNOVUS FINL CORP COM NEW 87161C501 482 13,491 SH   DFND 17 13,491 0 0
SYNOVUS FINL CORP COM NEW 87161C501 2,823 78,940 SH   DFND 21 60,185 0 18,755
SYNNEX CORP COM 87162W100 13,874 122,889 SH   DFND 17 122,889 0 0
SYNNEX CORP COM 87162W100 18,116 160,465 SH   DFND 21 74,960 0 85,505
SYNCHRONY FINL COM 87165B103 1,321 38,760 SH   DFND 4 38,760 0 0
SYNCHRONY FINL COM 87165B103 3,470 101,796 SH   DFND 17 101,796 0 0
SYNCHRONY FINL COM 87165B103 27,846 816,836 SH   DFND 21 407,968 0 408,868
SYNCHRONY FINL CALL 87165B903 1,026 30,100 SH Call DFND 4 30,100 0 0
SYNCHRONY FINL PUT 87165B953 450 13,200 SH Put DFND 4 13,200 0 0
SYSCO CORP COM 871829107 65,980 830,979 SH   DFND 17 804,552 0 26,427
SYSCO CORP COM 871829107 31,093 391,598 SH   DFND 21 306,202 0 85,396
SYSCO CORP COM 871829107 62 787 SH   DFND 25 787 0 0
SYSCO CORP CALL 871829907 2,239 28,200 SH Call DFND 4 28,200 0 0
SYSCO CORP PUT 871829957 2,858 36,000 SH Put DFND 4 36,000 0 0
TCG BDC INC COM 872280102 174 12,099 SH   DFND 17 12,099 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 22,172 582,394 SH   DFND 17 582,394 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 622 15,292 SH   DFND 17 12,992 0 2,300
TD AMERITRADE HLDG CORP COM 87236Y108 12,254 262,406 SH   DFND 17 262,406 0 0
TJX COS INC NEW COM 872540109 3,902 70,000 SH   DFND 4 70,000 0 0
TJX COS INC NEW COM 872540109 68,414 1,227,381 SH   DFND 17 1,220,827 0 6,554
TJX COS INC NEW COM 872540109 65,735 1,179,320 SH   DFND 21 812,439 0 366,881
TJX COS INC NEW COM 872540109 111 1,998 SH   DFND 25 1,998 0 0
TJX COS INC NEW CALL 872540909 4,102 73,600 SH Call DFND 4 73,600 0 0
TJX COS INC NEW PUT 872540959 8,166 146,500 SH Put DFND 4 146,500 0 0
T MOBILE US INC COM 872590104 6,863 87,123 SH   DFND 17 87,123 0 0
T MOBILE US INC COM 872590104 27,552 349,773 SH   DFND 21 324,645 0 25,128
T MOBILE US INC PUT 872590954 299 3,800 SH Put DFND 4 3,800 0 0
TPG SPECIALTY LENDING INC COM 87265K102 2,599 123,861 SH   DFND 21 123,861 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 8/0 87265KAD4 1,566 1,500,000 PRN   DFND 17 1,500,000 0 0
TPG RE FIN TR INC COM 87266M107 849 42,805 SH   DFND 17 42,805 0 0
TPG RE FIN TR INC COM 87266M107 787 39,692 SH   DFND 21 37,602 0 2,090
TABULA RASA HEALTHCARE INC COM 873379101 3,526 64,187 SH   DFND 17 64,187 0 0
TABULA RASA HEALTHCARE INC COM 873379101 2,469 44,935 SH   DFND 21 44,935 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 1,825 43,119 SH   DFND 17 43,119 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 630 14,890 SH   DFND 21 14,890 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 70,020 1,506,458 SH   DFND 17 1,416,225 0 90,233
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 46,354 997,285 SH   DFND 20 997,285 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 28,753 618,600 SH   DFND 21 608,945 0 9,655
TAILORED BRANDS INC COM 87403A107 89 20,175 SH   DFND 17 20,175 0 0
TAILORED BRANDS INC COM 87403A107 277 62,904 SH   DFND 21 62,904 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 77,002 614,345 SH   DFND 17 467,620 0 146,725
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 9,102 72,616 SH   DFND 21 72,616 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 5,781 168,840 SH   DFND 17 168,840 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 24,296 709,566 SH   DFND 20 643,550 0 66,016
TAL EDUCATION GROUP SPONSORED ADS 874080104 96 2,815 SH   DFND 21 0 0 2,815
TAL EDUCATION GROUP SPONSORED ADS 874080104 1,081 32,000 SH   DFND 24 32,000 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 1,237 61,431 SH   DFND 21 61,431 0 0
TALOS ENERGY INC COM 87484T108 8,747 430,239 SH   DFND 17 430,239 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 13,482 228,584 SH   DFND 17 168,099 0 60,485
TAPESTRY INC COM 876030107 164 6,300 SH   DFND 4 6,300 0 0
TAPESTRY INC COM 876030107 513 19,700 SH   DFND 17 19,700 0 0
TARGET CORP COM 87612E106 1,529 14,300 SH   DFND 4 14,300 0 0
TARGET CORP COM 87612E106 158,716 1,484,654 SH   DFND 17 1,481,120 0 3,534
TARGET CORP COM 87612E106 408 3,812 SH   DFND 20 3,812 0 0
TARGET CORP COM 87612E106 153,178 1,432,771 SH   DFND 21 840,101 0 592,670
TARGET CORP COM 87612E106 121 1,129 SH   DFND 25 1,129 0 0
TARGET CORP CALL 87612E906 6,832 63,900 SH Call DFND 4 63,900 0 0
TARGET CORP PUT 87612E956 10,851 101,500 SH Put DFND 4 101,500 0 0
TARGA RES CORP COM 87612G101 11,843 294,817 SH   DFND 4 294,817 0 0
TARGA RES CORP COM 87612G101 463 11,517 SH   DFND 17 11,517 0 0
TATA MTRS LTD SPONSORED ADR 876568502 106 12,685 SH   DFND 21 0 0 12,685
TAYLOR MORRISON HOME CORP COM 87724P106 2,540 97,924 SH   DFND 17 97,924 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 487 18,780 SH   DFND 21 18,780 0 0
TC ENERGY CORP COM 87807B107 31,256 603,256 SH   DFND 4 603,256 0 0
TC ENERGY CORP COM 87807B107 50,585 976,411 SH   DFND 17 968,996 0 7,415
TC ENERGY CORP COM 87807B107 24,623 475,230 SH   DFND 21 434,206 0 41,024
TC ENERGY CORP COM 87807B107 460 8,900 SH   DFND 24 8,900 0 0
TECH DATA CORP COM 878237106 175 1,675 SH   DFND 17 1,675 0 0
TECH DATA CORP COM 878237106 3,778 36,245 SH   DFND 21 36,245 0 0
TECK RESOURCES LTD CL B 878742204 7,175 442,249 SH   DFND 17 442,249 0 0
TECK RESOURCES LTD CL B 878742204 96 5,946 SH   DFND 20 5,946 0 0
TECK RESOURCES LTD CL B 878742204 36,508 2,250,375 SH   DFND 21 2,049,627 0 200,748
TECK RESOURCES LTD CL B 878742204 7 403 SH   DFND 25 403 0 0
TECHTARGET INC COM 87874R100 8,326 369,655 SH   DFND 17 238,930 0 130,725
TECHTARGET INC COM 87874R100 352 15,638 SH   DFND 21 1,596 0 14,042
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 18,174 22,280,000 PRN   DFND 17 22,280,000 0 0
TEGNA INC COM 87901J105 152 9,815 SH   DFND 17 9,815 0 0
TEGNA INC COM 87901J105 4,725 304,269 SH   DFND 21 38,820 0 265,449
TELADOC HEALTH INC COM 87918A105 8,873 131,028 SH   DFND 17 79,766 0 51,262
TELADOC HEALTH INC COM 87918A105 4,264 62,963 SH   DFND 21 62,963 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 107,881 72,875,000 PRN   DFND 17 65,265,000 0 7,610,000
TELEDYNE TECHNOLOGIES INC COM 879360105 1,084 3,368 SH   DFND 17 3,368 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 612 1,900 SH   DFND 21 1,900 0 0
TELEFLEX INC COM 879369106 1,073 3,159 SH   DFND 17 3,159 0 0
TELEFLEX INC COM 879369106 985 2,899 SH   DFND 21 471 0 2,428
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 615 46,666 SH   DFND 17 46,666 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 741 56,234 SH   DFND 21 56,234 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 3,464 134,275 SH   DFND 17 134,275 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 12,754 494,337 SH   DFND 21 159,017 0 335,320
TELEPHONE & DATA SYS INC COM NEW 879433829 32 1,248 SH   DFND 25 1,248 0 0
TELUS CORP COM 87971M103 1,074 30,149 SH   DFND 21 30,149 0 0
TEMPUR SEALY INTL INC COM 88023U101 176 2,281 SH   DFND 17 2,281 0 0
TEMPUR SEALY INTL INC COM 88023U101 49 637 SH   DFND 21 637 0 0
TENABLE HLDGS INC COM 88025T102 12,403 554,184 SH   DFND 17 554,184 0 0
TENABLE HLDGS INC COM 88025T102 235 10,480 SH   DFND 21 10,480 0 0
TENNECO INC CL A VTG COM STK 880349105 4,632 370,000 SH   DFND 4 370,000 0 0
TENNECO INC CL A VTG COM STK 880349105 916 73,156 SH   DFND 17 73,156 0 0
TENNECO INC CL A VTG COM STK 880349105 3,541 282,855 SH   DFND 21 279,591 0 3,264
TERADYNE INC COM 880770102 111,842 1,931,309 SH   DFND 17 1,624,404 0 306,905
TERADYNE INC COM 880770102 1,112 19,195 SH   DFND 21 9,725 0 9,470
TERADYNE INC NOTE 1.250%12/1 880770AG7 90,078 47,495,000 PRN   DFND 17 43,385,000 0 4,110,000
TERNIUM SA SPONSORED ADS 880890108 2,501 130,331 SH   DFND 17 130,331 0 0
TERNIUM SA SPONSORED ADS 880890108 583 30,406 SH   DFND 21 30,406 0 0
TERRAFORM PWR INC COM CL A 88104R209 3,583 196,601 SH   DFND 17 196,601 0 0
TESLA INC COM 88160R101 135,031 560,595 SH   DFND 17 519,681 0 40,914
TESLA INC COM 88160R101 208 864 SH   DFND 21 0 0 864
TESLA INC PUT 88160R951 1,409,090 5,850,000 SH Put DFND 4 5,850,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 69,465 71,110,000 PRN   DFND 17 71,110,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 117,744 115,679,000 PRN   DFND 17 96,265,000 0 19,414,000
TESLA INC NOTE 2.000% 5/1 88160RAG6 1,017 1,000,000 PRN   DFND 17 1,000,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 13,543 1,968,459 SH   DFND 17 1,968,459 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 241 35,000 SH   DFND 21 35,000 0 0
TETRA TECH INC NEW COM 88162G103 46,621 537,360 SH   DFND 17 475,253 0 62,107
TETRA TECH INC NEW COM 88162G103 8,446 97,354 SH   DFND 21 92,258 0 5,096
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 49,782 54,480,000 PRN   DFND 17 54,480,000 0 0
TEXAS INSTRS INC COM 882508104 1,966 15,209 SH   DFND 4 15,209 0 0
TEXAS INSTRS INC COM 882508104 209,821 1,623,904 SH   DFND 17 1,569,904 0 54,000
TEXAS INSTRS INC COM 882508104 71,556 553,670 SH   DFND 21 232,141 0 321,529
TEXAS INSTRS INC CALL 882508904 12,368 95,700 SH Call DFND 4 95,700 0 0
TEXAS INSTRS INC PUT 882508954 28,653 221,700 SH Put DFND 4 221,700 0 0
TEXTRON INC COM 883203101 7,263 148,351 SH   DFND 17 148,351 0 0
THE TRADE DESK INC COM CL A 88339J105 82,933 442,189 SH   DFND 17 422,118 0 20,071
THE TRADE DESK INC COM CL A 88339J105 3,041 16,217 SH   DFND 21 7,023 0 9,194
THERMO FISHER SCIENTIFIC INC COM 883556102 875 3,003 SH   DFND 4 3,003 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 221,818 761,640 SH   DFND 17 750,125 0 11,515
THERMO FISHER SCIENTIFIC INC COM 883556102 16,823 57,759 SH   DFND 20 1,743 0 56,016
THERMO FISHER SCIENTIFIC INC COM 883556102 345,179 1,185,081 SH   DFND 21 905,020 0 280,061
THERMO FISHER SCIENTIFIC INC COM 883556102 8,033 27,950 SH   DFND 24 27,950 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 183 628 SH   DFND 25 628 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 9,816 33,700 SH Call DFND 4 33,700 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 28,544 98,000 SH Put DFND 4 98,000 0 0
THOMSON REUTERS CORP COM NEW 884903709 2,187 32,700 SH   DFND 4 32,700 0 0
THOMSON REUTERS CORP COM NEW 884903709 683 10,214 SH   DFND 21 10,214 0 0
THOR INDS INC COM 885160101 150 2,652 SH   DFND 17 2,652 0 0
THOR INDS INC COM 885160101 1,569 27,709 SH   DFND 21 27,709 0 0
3M CO COM 88579Y101 12,004 73,015 SH   DFND 4 73,015 0 0
3M CO COM 88579Y101 70,248 427,293 SH   DFND 17 427,293 0 0
3M CO COM 88579Y101 9,498 57,775 SH   DFND 21 57,775 0 0
3M CO CALL 88579Y901 11,130 67,700 SH Call DFND 4 67,700 0 0
3M CO PUT 88579Y951 24,233 147,400 SH Put DFND 4 147,400 0 0
TIFFANY & CO NEW COM 886547108 747 8,062 SH   DFND 17 8,062 0 0
TIMKEN CO COM 887389104 4,900 112,614 SH   DFND 17 112,614 0 0
TIMKEN CO COM 887389104 20,534 471,934 SH   DFND 21 259,052 0 212,882
TIMKEN CO COM 887389104 22 508 SH   DFND 25 508 0 0
TOLL BROTHERS INC COM 889478103 821 19,998 SH   DFND 17 19,998 0 0
TOLL BROTHERS INC COM 889478103 2,785 67,832 SH   DFND 21 54,994 0 12,838
TOOTSIE ROLL INDS INC COM 890516107 308 8,297 SH   DFND 17 8,297 0 0
TOPBUILD CORP COM 89055F103 146 1,512 SH   DFND 17 1,512 0 0
TOPBUILD CORP COM 89055F103 316 3,272 SH   DFND 21 3,272 0 0
TORO CO COM 891092108 73,601 1,004,106 SH   DFND 17 998,993 0 5,113
TORO CO COM 891092108 133 1,820 SH   DFND 21 0 0 1,820
TORONTO DOMINION BK ONT COM NEW 891160509 25,105 430,287 SH   DFND 17 430,287 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 3,521 60,348 SH   DFND 20 60,348 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 115,593 1,981,193 SH   DFND 21 1,199,898 0 781,295
TORONTO DOMINION BK ONT COM NEW 891160509 108 1,850 SH   DFND 25 1,850 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 968 34,812 SH   DFND 17 34,812 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 405 3,012 SH   DFND 21 3,012 0 0
TRACTOR SUPPLY CO COM 892356106 19,774 218,647 SH   DFND 17 218,647 0 0
TRACTOR SUPPLY CO COM 892356106 43,556 481,597 SH   DFND 21 273,693 0 207,904
TRACTOR SUPPLY CO COM 892356106 1,424 16,000 SH   DFND 24 16,000 0 0
TRANSDIGM GROUP INC COM 893641100 2,479 4,762 SH   DFND 4 4,762 0 0
TRANSDIGM GROUP INC COM 893641100 1,920 3,687 SH   DFND 17 3,687 0 0
TRANSDIGM GROUP INC COM 893641100 10,068 19,336 SH   DFND 21 19,336 0 0
TRANSDIGM GROUP INC CALL 893641900 1,145 2,200 SH Call DFND 4 2,200 0 0
TRANSDIGM GROUP INC PUT 893641950 2,395 4,600 SH Put DFND 4 4,600 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 76,022 91,760,000 PRN   DFND 17 81,790,000 0 9,970,000
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 315 37,108 SH   DFND 21 37,108 0 0
TRANSUNION COM 89400J107 4,793 59,093 SH   DFND 17 59,093 0 0
TRANSUNION COM 89400J107 118 1,455 SH   DFND 21 0 0 1,455
TRAVELERS COMPANIES INC COM 89417E109 5,509 37,053 SH   DFND 17 24,188 0 12,865
TRAVELERS COMPANIES INC COM 89417E109 1,204 8,095 SH   DFND 21 7,054 0 1,041
TRAVELERS COMPANIES INC CALL 89417E909 2,885 19,400 SH Call DFND 4 19,400 0 0
TRAVELERS COMPANIES INC PUT 89417E959 6,304 42,400 SH Put DFND 4 42,400 0 0
TREX CO INC COM 89531P105 1,982 21,796 SH   DFND 17 21,796 0 0
TRIMBLE INC COM 896239100 59,791 1,540,617 SH   DFND 17 1,509,820 0 30,797
TRIMBLE INC COM 896239100 665 17,134 SH   DFND 21 0 0 17,134
TRIMBLE INC COM 896239100 7,873 206,000 SH   DFND 24 206,000 0 0
TRINET GROUP INC COM 896288107 1,689 27,162 SH   DFND 17 27,162 0 0
TRIPADVISOR INC COM 896945201 72,242 1,867,694 SH   DFND 17 1,810,734 0 56,960
TRUECAR INC COM 89785L107 114 33,421 SH   DFND 17 4,666 0 28,755
TRUPANION INC COM 898202106 34 1,328 SH   DFND 17 1,328 0 0
TRUPANION INC COM 898202106 5,918 232,800 SH   DFND 21 232,800 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 263 45,556 SH   DFND 17 45,556 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 525 90,841 SH   DFND 21 54,897 0 35,944
TURNING PT BRANDS INC COM 90041L105 615 26,685 SH   DFND 17 23,545 0 3,140
TURNING POINT THERAPEUTICS I COM 90041T108 2,051 54,548 SH   DFND 17 54,548 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 214 5,800 SH   DFND 24 5,800 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 16,311 17,080,000 PRN   DFND 17 17,080,000 0 0
TWILIO INC CL A 90138F102 286,296 2,603,642 SH   DFND 17 2,220,522 0 383,120
TWILIO INC NOTE 0.250% 6/0 90138FAB8 67,719 40,900,000 PRN   DFND 17 37,955,000 0 2,945,000
TWIST BIOSCIENCE CORP COM 90184D100 1,189 49,796 SH   DFND 17 49,796 0 0
TWITTER INC COM 90184L102 14,490 351,687 SH   DFND 4 351,687 0 0
TWITTER INC COM 90184L102 5,298 128,594 SH   DFND 17 114,539 0 14,055
TWITTER INC COM 90184L102 2,452 59,524 SH   DFND 21 19,129 0 40,395
TWITTER INC CALL 90184L902 1,388 33,700 SH Call DFND 4 33,700 0 0
TWITTER INC PUT 90184L952 4,866 118,100 SH Put DFND 4 118,100 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 160,028 150,836,000 PRN   DFND 17 136,345,000 0 14,491,000
TWO HBRS INVT CORP COM NEW 90187B408 1,750 133,292 SH   DFND 17 133,292 0 0
TWO HBRS INVT CORP COM NEW 90187B408 5,724 435,943 SH   DFND 21 435,943 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 15,600 15,210,000 PRN   DFND 17 15,210,000 0 0
II VI INC COM 902104108 2,907 82,554 SH   DFND 17 52,529 0 30,025
II VI INC NOTE 0.250% 9/0 902104AB4 25,292 23,860,000 PRN   DFND 17 23,860,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 523 1,993 SH   DFND 17 1,993 0 0
TYLER TECHNOLOGIES INC COM 902252105 5,231 19,928 SH   DFND 21 19,928 0 0
TYSON FOODS INC CL A 902494103 95 1,107 SH   DFND 4 1,107 0 0
TYSON FOODS INC CL A 902494103 43,618 506,367 SH   DFND 17 456,137 0 50,230
TYSON FOODS INC CL A 902494103 384 4,454 SH   DFND 20 4,454 0 0
TYSON FOODS INC CL A 902494103 129,124 1,499,001 SH   DFND 21 951,414 0 547,587
TYSON FOODS INC CL A 902494103 10,437 122,500 SH   DFND 24 122,500 0 0
TYSON FOODS INC CL A 902494103 101 1,168 SH   DFND 25 1,168 0 0
TYSON FOODS INC CALL 902494903 1,051 12,200 SH Call DFND 4 12,200 0 0
TYSON FOODS INC PUT 902494953 3,782 43,900 SH Put DFND 4 43,900 0 0
UDR INC COM 902653104 23,248 479,528 SH   DFND 4 479,528 0 0
UDR INC COM 902653104 12,301 253,742 SH   DFND 17 253,742 0 0
UDR INC COM 902653104 7,345 151,506 SH   DFND 21 151,506 0 0
UGI CORP NEW COM 902681105 1,608 31,988 SH   DFND 17 31,988 0 0
UGI CORP NEW COM 902681105 2,381 47,355 SH   DFND 21 12,754 0 34,601
US BANCORP DEL COM NEW 902973304 58,987 1,065,903 SH   DFND 17 1,059,088 0 6,815
US BANCORP DEL COM NEW 902973304 17,084 308,710 SH   DFND 21 283,484 0 25,226
US BANCORP DEL CALL 902973904 11,616 209,900 SH Call DFND 4 209,900 0 0
US BANCORP DEL PUT 902973954 17,155 310,000 SH Put DFND 4 310,000 0 0
U S CONCRETE INC COM NEW 90333L201 1,562 28,260 SH   DFND 17 28,260 0 0
UBER TECHNOLOGIES INC COM 90353T100 7,724 253,509 SH   DFND 17 228,044 0 25,465
UBER TECHNOLOGIES INC COM 90353T100 67 2,200 SH   DFND 21 2,200 0 0
UBER TECHNOLOGIES INC PUT 90353T950 13,712 450,000 SH Put DFND 4 450,000 0 0
ULTA BEAUTY INC COM 90384S303 8,345 33,292 SH   DFND 17 27,949 0 5,343
ULTA BEAUTY INC COM 90384S303 17,943 71,585 SH   DFND 21 52,645 0 18,940
UMPQUA HLDGS CORP COM 904214103 10,744 652,712 SH   DFND 17 652,712 0 0
UMPQUA HLDGS CORP COM 904214103 7,369 447,714 SH   DFND 21 438,641 0 9,073
UNDER ARMOUR INC CL A 904311107 256 12,850 SH   DFND 17 12,850 0 0
UNDER ARMOUR INC CL C 904311206 240 13,260 SH   DFND 17 13,260 0 0
UNILEVER PLC SPON ADR NEW 904767704 492 8,190 SH   DFND 17 8,154 0 36
UNILEVER N V N Y SHS NEW 904784709 88,181 1,468,950 SH   DFND 17 1,456,803 0 12,147
UNION PACIFIC CORP COM 907818108 6,707 41,409 SH   DFND 4 41,409 0 0
UNION PACIFIC CORP COM 907818108 158,959 981,306 SH   DFND 17 981,306 0 0
UNION PACIFIC CORP COM 907818108 106,727 658,890 SH   DFND 21 540,048 0 118,842
UNION PACIFIC CORP COM 907818108 228 1,400 SH   DFND 24 1,400 0 0
UNION PACIFIC CORP COM 907818108 128 790 SH   DFND 25 790 0 0
UNION PACIFIC CORP CALL 907818908 17,235 106,400 SH Call DFND 4 106,400 0 0
UNION PACIFIC CORP PUT 907818958 33,562 207,200 SH Put DFND 4 207,200 0 0
UNISYS CORP COM NEW 909214306 372 50,000 SH   DFND 4 50,000 0 0
UNISYS CORP COM NEW 909214306 130 17,549 SH   DFND 17 17,549 0 0
UNISYS CORP CALL 909214906 594 80,000 SH Call DFND 4 80,000 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 13,368 12,000,000 PRN   DFND 4 12,000,000 0 0
UNIT CORP COM 909218109 74 22,035 SH   DFND 17 22,035 0 0
UNIT CORP COM 909218109 243 71,937 SH   DFND 21 71,937 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 11,593 408,914 SH   DFND 17 408,914 0 0
UNITED AIRLINES HLDGS INC COM 910047109 546 6,180 SH   DFND 4 6,180 0 0
UNITED AIRLINES HLDGS INC COM 910047109 5,400 61,084 SH   DFND 17 61,084 0 0
UNITED AIRLINES HLDGS INC COM 910047109 20,813 235,418 SH   DFND 21 100,885 0 134,533
UNITED AIRLINES HLDGS INC COM 910047109 14 154 SH   DFND 25 154 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 526 251,663 SH   DFND 17 251,663 0 0
UNITED PARCEL SERVICE INC CL B 911312106 6,728 56,151 SH   DFND 17 56,151 0 0
UNITED PARCEL SERVICE INC CL B 911312106 108 900 SH   DFND 21 900 0 0
UNITED PARCEL SERVICE INC CALL 911312906 11,059 92,300 SH Call DFND 4 92,300 0 0
UNITED PARCEL SERVICE INC PUT 911312956 21,220 177,100 SH Put DFND 4 177,100 0 0
UNITED RENTALS INC COM 911363109 30,379 243,734 SH   DFND 17 194,658 0 49,076
UNITED RENTALS INC COM 911363109 8,137 65,282 SH   DFND 20 65,282 0 0
UNITED RENTALS INC COM 911363109 1,229 9,858 SH   DFND 21 9,517 0 341
UNITED STATES CELLULAR CORP COM 911684108 1,676 44,590 SH   DFND 17 44,590 0 0
UNITED STATES CELLULAR CORP COM 911684108 3,197 85,084 SH   DFND 21 66,471 0 18,613
UNITED STATES CELLULAR CORP COM 911684108 14 361 SH   DFND 25 361 0 0
US FOODS HLDG CORP COM 912008109 446 10,840 SH   DFND 17 10,840 0 0
US FOODS HLDG CORP COM 912008109 3,281 79,827 SH   DFND 21 50,361 0 29,466
UNITED STATES STL CORP NEW COM 912909108 631 54,611 SH   DFND 17 54,611 0 0
UNITED STATES STL CORP NEW COM 912909108 4,292 371,601 SH   DFND 21 371,601 0 0
UNITED TECHNOLOGIES CORP COM 913017109 101,761 745,390 SH   DFND 17 739,689 0 5,701
UNITED TECHNOLOGIES CORP COM 913017109 5,112 37,443 SH   DFND 21 37,443 0 0
UNITED TECHNOLOGIES CORP CALL 913017909 14,348 105,100 SH Call DFND 4 105,100 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 30,635 224,400 SH Put DFND 4 224,400 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 952 11,940 SH   DFND 17 11,940 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 717 8,989 SH   DFND 21 8,989 0 0
UNITEDHEALTH GROUP INC COM 91324P102 21,503 98,947 SH   DFND 4 98,947 0 0
UNITEDHEALTH GROUP INC COM 91324P102 301,848 1,389,083 SH   DFND 17 1,376,485 0 12,598
UNITEDHEALTH GROUP INC COM 91324P102 26,595 122,375 SH   DFND 20 29,391 0 92,984
UNITEDHEALTH GROUP INC COM 91324P102 455,145 2,094,355 SH   DFND 21 1,641,562 0 452,793
UNITEDHEALTH GROUP INC COM 91324P102 2,239 10,400 SH   DFND 24 10,400 0 0
UNITEDHEALTH GROUP INC COM 91324P102 217 1,000 SH   DFND 25 1,000 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 30,186 138,900 SH Call DFND 4 138,900 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 58,437 268,900 SH Put DFND 4 268,900 0 0
UNITIL CORP COM 913259107 510 8,044 SH   DFND 17 7,514 0 530
UNITIL CORP COM 913259107 90 1,416 SH   DFND 21 1,416 0 0
UNIVAR SOLUTIONS INC COM 91336L107 163 7,856 SH   DFND 17 7,856 0 0
UNIVAR SOLUTIONS INC COM 91336L107 235 11,337 SH   DFND 21 11,337 0 0
UNIVERSAL CORP VA COM 913456109 218 3,977 SH   DFND 17 3,977 0 0
UNIVERSAL CORP VA COM 913456109 337 6,144 SH   DFND 21 0 0 6,144
UNIVERSAL DISPLAY CORP COM 91347P105 371 2,209 SH   DFND 17 2,209 0 0
UNIVERSAL FST PRODS INC COM 913543104 10,647 266,975 SH   DFND 17 266,975 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,607 40,295 SH   DFND 21 0 0 40,295
UNIVERSAL INS HLDGS INC COM 91359V107 1,059 35,300 SH   DFND 17 35,300 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 4,609 153,695 SH   DFND 21 151,749 0 1,946
UNIVERSAL HLTH SVCS INC CL B 913903100 226 1,518 SH   DFND 4 1,518 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,334 8,965 SH   DFND 17 8,965 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,829 32,462 SH   DFND 21 28,796 0 3,666
UNUM GROUP COM 91529Y106 901 30,300 SH   DFND 17 30,300 0 0
UNUM GROUP COM 91529Y106 12,845 432,186 SH   DFND 21 414,942 0 17,244
UPLAND SOFTWARE INC COM 91544A109 2,154 61,794 SH   DFND 17 61,794 0 0
URBAN EDGE PPTYS COM 91704F104 3,443 174,000 SH   DFND 4 174,000 0 0
URBAN EDGE PPTYS COM 91704F104 103 5,194 SH   DFND 17 5,194 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 32 1,332 SH   DFND 17 1,332 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 278 11,741 SH   DFND 21 11,741 0 0
US ECOLOGY INC COM 91732J102 959 14,994 SH   DFND 17 12,294 0 2,700
UTAH MED PRODS INC COM 917488108 583 6,082 SH   DFND 17 6,082 0 0
V F CORP COM 918204108 9,364 105,230 SH   DFND 17 87,050 0 18,180
V F CORP COM 918204108 1,627 18,287 SH   DFND 21 18,287 0 0
V F CORP CALL 918204908 1,210 13,600 SH Call DFND 4 13,600 0 0
V F CORP PUT 918204958 1,548 17,400 SH Put DFND 4 17,400 0 0
VEON LTD SPONSORED ADR 91822M106 151 63,048 SH   DFND 17 63,048 0 0
VEON LTD SPONSORED ADR 91822M106 253 105,464 SH   DFND 21 105,464 0 0
VAIL RESORTS INC COM 91879Q109 6,926 30,436 SH   DFND 17 30,436 0 0
VALE S A SPONSORED ADS 91912E105 498 43,282 SH   DFND 21 43,282 0 0
VALERO ENERGY CORP NEW COM 91913Y100 418 4,900 SH   DFND 4 4,900 0 0
VALERO ENERGY CORP NEW COM 91913Y100 262,516 3,079,894 SH   DFND 17 3,015,952 0 63,942
VALERO ENERGY CORP NEW COM 91913Y100 258 3,024 SH   DFND 20 3,024 0 0
VALERO ENERGY CORP NEW COM 91913Y100 50,854 596,592 SH   DFND 21 517,083 0 79,509
VALERO ENERGY CORP NEW COM 91913Y100 1,030 12,200 SH   DFND 24 12,200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 27 318 SH   DFND 25 318 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 3,972 46,600 SH Call DFND 4 46,600 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 8,456 99,200 SH Put DFND 4 99,200 0 0
VALLEY NATL BANCORP COM 919794107 160 14,698 SH   DFND 17 14,698 0 0
VALVOLINE INC COM 92047W101 206 9,355 SH   DFND 17 9,355 0 0
VANDA PHARMACEUTICALS INC COM 921659108 754 56,781 SH   DFND 17 56,781 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 6,245 189,238 SH   DFND 17 189,238 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 6,115 185,138 SH   DFND 24 100,000 0 85,138
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 559 6,319 SH   DFND 24 0 0 6,319
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 5,591 75,000 SH   DFND 24 0 0 75,000
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 31,137 416,164 SH   DFND 25 416,164 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 987 19,787 SH   DFND 17 19,787 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 97,256 2,415,704 SH   DFND 17 2,415,704 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 2,535 47,595 SH   DFND 17 47,595 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 61,363 606,711 SH   DFND 17 606,711 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 10,494 104,000 SH   DFND 24 104,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 14,979 148,100 SH   DFND 25 148,100 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 780 8,547 SH   DFND 17 8,547 0 0
VAPOTHERM INC COM 922107107 1,756 185,430 SH   DFND 17 185,430 0 0
VARIAN MED SYS INC COM 92220P105 743 6,235 SH   DFND 17 6,235 0 0
VARIAN MED SYS INC COM 92220P105 7,081 59,458 SH   DFND 21 44,419 0 15,039
VARONIS SYS INC COM 922280102 14,638 244,869 SH   DFND 17 244,869 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 10,396 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 46,445 51,875,000 PRN   DFND 17 51,875,000 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 421 48,476 SH   DFND 17 48,476 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 1,021 117,681 SH   DFND 21 107,758 0 9,923
VEEVA SYS INC CL A COM 922475108 366 2,400 SH   DFND 4 2,400 0 0
VEEVA SYS INC CL A COM 922475108 26,175 171,425 SH   DFND 17 101,365 0 70,060
VEEVA SYS INC CL A COM 922475108 16,842 110,304 SH   DFND 21 70,576 0 39,728
VEEVA SYS INC CL A COM 922475108 19 126 SH   DFND 25 126 0 0
VENTAS INC COM 92276F100 38,067 521,246 SH   DFND 4 521,246 0 0
VENTAS INC COM 92276F100 1,999 27,376 SH   DFND 17 27,376 0 0
VENTAS INC CALL 92276F900 1,358 18,600 SH Call DFND 4 18,600 0 0
VENTAS INC PUT 92276F950 2,607 35,700 SH Put DFND 4 35,700 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,865 6,843 SH   DFND 17 6,843 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 62,446 229,077 SH   DFND 20 229,077 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,676 9,864 SH   DFND 24 7,160 0 2,704
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 1,880 20,200 SH   DFND 24 10,200 0 10,000
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 65,275 700,000 SH   DFND 25 0 0 700,000
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,967 19,740 SH   DFND 24 19,400 0 340
VERASTEM INC NOTE 5.000%11/0 92337CAA2 11,280 24,000,000 PRN   DFND 17 24,000,000 0 0
VERACYTE INC COM 92337F107 8,485 353,551 SH   DFND 17 256,090 0 97,461
VERACYTE INC COM 92337F107 2,687 111,964 SH   DFND 20 111,964 0 0
VERACYTE INC COM 92337F107 237 9,856 SH   DFND 21 9,856 0 0
VEREIT INC COM 92339V100 619 63,300 SH   DFND 17 63,300 0 0
VERISIGN INC COM 92343E102 1,108 5,873 SH   DFND 4 5,873 0 0
VERISIGN INC COM 92343E102 48,639 257,854 SH   DFND 17 257,849 0 5
VERISIGN INC CALL 92343E902 717 3,800 SH Call DFND 4 3,800 0 0
VERISIGN INC PUT 92343E952 1,000 5,300 SH Put DFND 4 5,300 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 100,101 1,658,401 SH   DFND 17 1,651,742 0 6,659
VERIZON COMMUNICATIONS INC COM 92343V104 9,697 160,652 SH   DFND 20 160,652 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 274,558 4,548,679 SH   DFND 21 3,235,912 0 1,312,767
VERIZON COMMUNICATIONS INC COM 92343V104 235 3,890 SH   DFND 25 3,890 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 22,436 371,700 SH Call DFND 4 371,700 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 42,868 710,200 SH Put DFND 4 710,200 0 0
VERINT SYS INC COM 92343X100 42,344 989,813 SH   DFND 17 910,226 0 79,587
VERINT SYS INC COM 92343X100 62 1,457 SH   DFND 20 1,457 0 0
VERINT SYS INC COM 92343X100 13,216 308,928 SH   DFND 21 182,473 0 126,455
VERINT SYS INC COM 92343X100 28 643 SH   DFND 25 643 0 0
VERISK ANALYTICS INC COM 92345Y106 2,549 16,121 SH   DFND 4 16,121 0 0
VERISK ANALYTICS INC COM 92345Y106 18,058 114,190 SH   DFND 17 82,970 0 31,220
VERISK ANALYTICS INC CALL 92345Y906 585 3,700 SH Call DFND 4 3,700 0 0
VERISK ANALYTICS INC PUT 92345Y956 949 6,000 SH Put DFND 4 6,000 0 0
VERICEL CORP COM 92346J108 5,376 355,085 SH   DFND 17 240,331 0 114,754
VERSO CORP CL A 92531L207 913 73,708 SH   DFND 17 73,708 0 0
VERSO CORP CL A 92531L207 25 2,042 SH   DFND 20 2,042 0 0
VERSO CORP CL A 92531L207 5,300 428,090 SH   DFND 21 371,396 0 56,694
VERSO CORP CL A 92531L207 10 780 SH   DFND 25 780 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,331 7,856 SH   DFND 4 7,856 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 234,671 1,385,361 SH   DFND 17 1,385,361 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,358 19,822 SH   DFND 21 15,344 0 4,478
VERTEX PHARMACEUTICALS INC COM 92532F100 7,877 47,240 SH   DFND 24 47,240 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 3,931 23,200 SH Call DFND 4 23,200 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 7,505 44,300 SH Put DFND 4 44,300 0 0
VERSUM MATLS INC COM 92532W103 28,760 543,362 SH   DFND 4 480,348 0 63,014
VERSUM MATLS INC COM 92532W103 288 5,436 SH   DFND 17 5,436 0 0
VERSUM MATLS INC COM 92532W103 6,034 114,000 SH   DFND 21 114,000 0 0
VIASAT INC COM 92552V100 389 5,162 SH   DFND 17 5,162 0 0
VIACOM INC NEW CL B 92553P201 896 37,292 SH   DFND 4 37,292 0 0
VIACOM INC NEW CL B 92553P201 1,061 44,139 SH   DFND 17 44,139 0 0
VIACOM INC NEW CL B 92553P201 12,180 506,869 SH   DFND 21 391,624 0 115,245
VIAVI SOLUTIONS INC COM 925550105 14,137 1,009,390 SH   DFND 17 687,153 0 322,237
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 72,645 59,205,000 PRN   DFND 17 48,730,000 0 10,475,000
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 59,930 49,198,000 PRN   DFND 17 49,198,000 0 0
VICI PPTYS INC COM 925652109 643,562 28,413,319 SH   DFND 4 28,413,319 0 0
VICI PPTYS INC COM 925652109 519 22,919 SH   DFND 17 22,919 0 0
VIEWRAY INC COM 92672L107 413 142,458 SH   DFND 17 142,458 0 0
VIKING THERAPEUTICS INC COM 92686J106 602 87,537 SH   DFND 17 87,537 0 0
VILLAGE FARMS INTL INC COM 92707Y108 760 83,971 SH   DFND 17 83,971 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 98 11,005 SH   DFND 17 0 0 11,005
VISA INC COM CL A 92826C839 5,293 30,771 SH   DFND 4 30,771 0 0
VISA INC COM CL A 92826C839 581,364 3,379,518 SH   DFND 17 3,248,157 0 131,361
VISA INC COM CL A 92826C839 41,618 241,951 SH   DFND 20 111,829 0 130,122
VISA INC COM CL A 92826C839 436,379 2,536,937 SH   DFND 21 1,993,128 0 543,809
VISA INC COM CL A 92826C839 8,526 49,000 SH   DFND 24 49,000 0 0
VISA INC COM CL A 92826C839 194 1,128 SH   DFND 25 1,128 0 0
VISA INC CALL 92826C909 39,924 232,100 SH Call DFND 4 232,100 0 0
VISA INC PUT 92826C959 93,109 541,300 SH Put DFND 4 541,300 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 4,091 241,660 SH   DFND 17 241,660 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 11,092 655,148 SH   DFND 21 286,667 0 368,481
VISHAY INTERTECHNOLOGY INC COM 928298108 32 1,910 SH   DFND 25 1,910 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 20,657 22,000,000 PRN   DFND 17 22,000,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 15 468 SH   DFND 17 468 0 0
VISHAY PRECISION GROUP INC COM 92835K103 219 6,675 SH   DFND 21 6,675 0 0
VISTRA ENERGY CORP COM 92840M102 1,191 205,557 SH   DFND 4 205,557 0 0
VISTRA ENERGY CORP COM 92840M102 21,713 812,318 SH   DFND 17 812,318 0 0
VISTRA ENERGY CORP COM 92840M102 10,839 405,486 SH   DFND 21 281,081 0 124,405
VMWARE INC CL A COM 928563402 540 3,600 SH   DFND 4 3,600 0 0
VMWARE INC CL A COM 928563402 11,081 73,842 SH   DFND 17 56,362 0 17,480
VMWARE INC CL A COM 928563402 11,919 79,429 SH   DFND 21 61,940 0 17,489
VMWARE INC CL A COM 928563402 27 181 SH   DFND 25 181 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 1,876 76,123 SH   DFND 17 76,123 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 238 11,975 SH   DFND 17 11,207 0 768
VONAGE HLDGS CORP COM 92886T201 7,678 679,452 SH   DFND 17 383,107 0 296,345
VORNADO RLTY TR SH BEN INT 929042109 17,449 274,060 SH   DFND 4 274,060 0 0
VORNADO RLTY TR SH BEN INT 929042109 739 11,600 SH   DFND 17 11,600 0 0
VOYA FINL INC COM 929089100 1,201 22,061 SH   DFND 17 22,061 0 0
VOYA FINL INC COM 929089100 13,580 249,457 SH   DFND 21 163,807 0 85,650
VOYAGER THERAPEUTICS INC COM 92915B106 665 38,648 SH   DFND 17 38,648 0 0
VULCAN MATLS CO COM 929160109 50,395 333,215 SH   DFND 17 288,200 0 45,015
VULCAN MATLS CO COM 929160109 2,628 17,378 SH   DFND 21 12,666 0 4,712
VULCAN MATLS CO COM 929160109 566 3,800 SH   DFND 24 3,800 0 0
WD-40 CO COM 929236107 9,513 51,833 SH   DFND 17 51,833 0 0
WD-40 CO COM 929236107 567 3,090 SH   DFND 21 3,090 0 0
WABCO HLDGS INC COM 92927K102 28,453 212,735 SH   DFND 4 187,536 0 25,199
WABCO HLDGS INC COM 92927K102 743 5,554 SH   DFND 17 5,554 0 0
WABCO HLDGS INC COM 92927K102 8,573 64,100 SH   DFND 21 64,100 0 0
WSFS FINL CORP COM 929328102 6,612 149,943 SH   DFND 17 149,943 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 1,824 31,050 SH   DFND 17 31,050 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 138 2,356 SH   DFND 21 0 0 2,356
W P CAREY INC COM 92936U109 860 9,605 SH   DFND 17 9,605 0 0
WEC ENERGY GROUP INC COM 92939U106 2,509 26,385 SH   DFND 4 26,385 0 0
WEC ENERGY GROUP INC COM 92939U106 3,987 41,923 SH   DFND 17 41,911 0 12
WEC ENERGY GROUP INC CALL 92939U906 1,645 17,300 SH Call DFND 4 17,300 0 0
WEC ENERGY GROUP INC PUT 92939U956 1,065 11,200 SH Put DFND 4 11,200 0 0
WIX COM LTD NOTE 7/0 92940WAB5 59,765 53,960,000 PRN   DFND 17 49,815,000 0 4,145,000
WABASH NATL CORP COM 929566107 36 2,480 SH   DFND 17 2,480 0 0
WABASH NATL CORP COM 929566107 124 8,563 SH   DFND 21 8,563 0 0
WABTEC CORP COM 929740108 1,582 22,015 SH   DFND 17 21,515 0 500
WABTEC CORP COM 929740108 72,924 1,014,806 SH   DFND 21 1,006,363 0 8,443
WAITR HLDGS INC COM 930752100 82 63,923 SH   DFND 17 63,923 0 0
WAITR HLDGS INC COM 930752100 288 224,032 SH   DFND 21 224,032 0 0
WALMART INC COM 931142103 6,314 53,199 SH   DFND 4 53,199 0 0
WALMART INC COM 931142103 22,477 189,388 SH   DFND 17 189,388 0 0
WALMART INC COM 931142103 42,439 357,594 SH   DFND 21 267,775 0 89,819
WALMART INC COM 931142103 128 1,075 SH   DFND 25 1,075 0 0
WALMART INC CALL 931142903 25,421 214,200 SH Call DFND 4 214,200 0 0
WALMART INC PUT 931142953 52,896 445,700 SH Put DFND 4 445,700 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,959 107,739 SH   DFND 4 107,739 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 91,797 1,659,906 SH   DFND 17 1,659,906 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 211 3,815 SH   DFND 20 3,815 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 80,416 1,453,912 SH   DFND 21 926,252 0 527,660
WALGREENS BOOTS ALLIANCE INC COM 931427108 59 1,062 SH   DFND 25 1,062 0 0
WALGREENS BOOTS ALLIANCE INC CALL 931427908 3,335 60,300 SH Call DFND 4 60,300 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 8,805 159,200 SH Put DFND 4 159,200 0 0
WALKER & DUNLOP INC COM 93148P102 439 7,842 SH   DFND 17 7,842 0 0
WARRIOR MET COAL INC COM 93627C101 45 2,321 SH   DFND 17 2,321 0 0
WARRIOR MET COAL INC COM 93627C101 79 4,054 SH   DFND 20 4,054 0 0
WARRIOR MET COAL INC COM 93627C101 17,467 894,824 SH   DFND 21 658,572 0 236,252
WARRIOR MET COAL INC COM 93627C101 36 1,827 SH   DFND 25 1,827 0 0
WASHINGTON FED INC COM 938824109 10,262 277,426 SH   DFND 17 277,426 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 165 39,817 SH   DFND 17 39,817 0 0
WASTE CONNECTIONS INC COM 94106B101 11,215 121,903 SH   DFND 17 95,457 0 26,446
WASTE CONNECTIONS INC COM 94106B101 3,125 33,969 SH   DFND 21 33,969 0 0
WASTE MGMT INC DEL COM 94106L109 3 25 SH   DFND 4 25 0 0
WASTE MGMT INC DEL COM 94106L109 52,150 453,477 SH   DFND 17 426,898 0 26,579
WASTE MGMT INC DEL COM 94106L109 125 1,083 SH   DFND 20 1,083 0 0
WASTE MGMT INC DEL COM 94106L109 79,370 690,172 SH   DFND 21 596,824 0 93,348
WASTE MGMT INC DEL COM 94106L109 4,771 42,000 SH   DFND 24 42,000 0 0
WASTE MGMT INC DEL COM 94106L109 53 464 SH   DFND 25 464 0 0
WASTE MGMT INC DEL CALL 94106L909 3,657 31,800 SH Call DFND 4 31,800 0 0
WASTE MGMT INC DEL PUT 94106L959 8,165 71,000 SH Put DFND 4 71,000 0 0
WATERS CORP COM 941848103 1,042 4,669 SH   DFND 17 4,669 0 0
WATERS CORP COM 941848103 357 1,600 SH   DFND 21 1,600 0 0
WATERSTONE FINL INC MD COM 94188P101 545 31,703 SH   DFND 17 31,703 0 0
WATSCO INC COM 942622200 273 1,615 SH   DFND 17 1,615 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 116 1,241 SH   DFND 17 1,241 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,337 24,928 SH   DFND 21 24,434 0 494
WAYFAIR INC CL A 94419L101 531 4,737 SH   DFND 17 4,737 0 0
WEBSTER FINL CORP CONN COM 947890109 214 4,565 SH   DFND 17 4,565 0 0
WEIBO CORP SPONSORED ADR 948596101 9,905 221,348 SH   DFND 17 221,037 0 311
WEIBO CORP NOTE 1.250%11/1 948596AC5 52,564 55,980,000 PRN   DFND 17 55,980,000 0 0
WEIS MKTS INC COM 948849104 116 3,038 SH   DFND 17 3,038 0 0
WEIS MKTS INC COM 948849104 750 19,667 SH   DFND 21 10,274 0 9,393
WELLCARE HEALTH PLANS INC COM 94946T106 3,575 13,794 SH   DFND 17 13,794 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 10,244 39,527 SH   DFND 21 37,622 0 1,905
ANTHEM INC NOTE 2.750%10/1 94973VBG1 13,004 3,875,000 PRN   DFND 17 2,305,000 0 1,570,000
WELLS FARGO CO NEW COM 949746101 3,889 77,104 SH   DFND 4 77,104 0 0
WELLS FARGO CO NEW COM 949746101 26,224 519,910 SH   DFND 17 519,910 0 0
WELLS FARGO CO NEW COM 949746101 48 952 SH   DFND 20 952 0 0
WELLS FARGO CO NEW COM 949746101 20,623 408,869 SH   DFND 21 312,563 0 96,306
WELLS FARGO CO NEW COM 949746101 23 448 SH   DFND 25 448 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 126,428 83,040 SH   DFND 4 80,240 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 377,440 247,910 SH   DFND 17 228,245 0 19,665
WELLS FARGO CO NEW CALL 949746901 37,184 737,200 SH Call DFND 4 737,200 0 0
WELLS FARGO CO NEW PUT 949746951 50,884 1,008,800 SH Put DFND 4 1,008,800 0 0
WELLTOWER INC COM 95040Q104 17,384 191,772 SH   DFND 4 191,772 0 0
WELLTOWER INC COM 95040Q104 2,718 29,981 SH   DFND 17 29,981 0 0
WELLTOWER INC CALL 95040Q904 1,704 18,800 SH Call DFND 4 18,800 0 0
WELLTOWER INC PUT 95040Q954 3,934 43,400 SH Put DFND 4 43,400 0 0
WENDYS CO COM 95058W100 185 9,239 SH   DFND 17 9,239 0 0
WENDYS CO COM 95058W100 4,269 213,654 SH   DFND 21 211,649 0 2,005
WERNER ENTERPRISES INC COM 950755108 9,933 281,388 SH   DFND 17 281,388 0 0
WERNER ENTERPRISES INC COM 950755108 1,061 30,062 SH   DFND 21 0 0 30,062
WESBANCO INC COM 950810101 89 2,378 SH   DFND 17 2,378 0 0
WESBANCO INC COM 950810101 20 536 SH   DFND 20 536 0 0
WESBANCO INC COM 950810101 2,960 79,195 SH   DFND 21 62,878 0 16,317
WESBANCO INC COM 950810101 10 274 SH   DFND 25 274 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 26 2,400 SH   DFND 17 2,400 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 2,048 186,000 SH   DFND 21 186,000 0 0
WESCO INTL INC COM 95082P105 13,738 287,589 SH   DFND 17 287,589 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 634 4,467 SH   DFND 17 4,467 0 0
WESTERN ALLIANCE BANCORP COM 957638109 6,446 139,882 SH   DFND 17 68,414 0 71,468
WESTERN ASSET MTG CAP CORP COM 95790D105 737 76,376 SH   DFND 17 69,646 0 6,730
WESTERN ASSET MTG CAP CORP COM 95790D105 1,297 134,444 SH   DFND 21 133,269 0 1,175
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 15,192 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 1,330 22,302 SH   DFND 17 22,302 0 0
WESTERN DIGITAL CORP COM 958102105 2,061 34,563 SH   DFND 21 24,910 0 9,653
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 127,350 131,560,000 PRN   DFND 17 131,560,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 14,671 589,425 SH   DFND 4 589,425 0 0
WESTERN UN CO COM 959802109 671 28,976 SH   DFND 17 28,976 0 0
WESTERN UN CO COM 959802109 2,023 87,319 SH   DFND 21 87,319 0 0
WESTLAKE CHEM CORP COM 960413102 115 1,758 SH   DFND 17 1,758 0 0
WESTLAKE CHEM CORP COM 960413102 744 11,360 SH   DFND 21 11,360 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 288 12,412 SH   DFND 17 12,412 0 0
WESTPAC BKG CORP SPONSORED ADR 961214301 2,240 112,040 SH   DFND 17 112,040 0 0
WESTROCK CO COM 96145D105 2,514 68,966 SH   DFND 4 68,966 0 0
WESTROCK CO COM 96145D105 3,659 100,373 SH   DFND 17 100,373 0 0
WESTROCK CO COM 96145D105 12,784 350,714 SH   DFND 21 310,831 0 39,883
WEX INC COM 96208T104 19,125 94,644 SH   DFND 17 63,527 0 31,117
WEYERHAEUSER CO COM 962166104 1,417 51,171 SH   DFND 17 51,171 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 1,759 67,032 SH   DFND 21 6,279 0 60,753
WHIRLPOOL CORP COM 963320106 730 4,612 SH   DFND 17 4,612 0 0
WHIRLPOOL CORP COM 963320106 6,189 39,079 SH   DFND 21 8,028 0 31,051
WHITING PETE CORP NEW COM NEW 966387409 1,606 200,000 SH   DFND 4 200,000 0 0
WHITING PETE CORP NEW COM NEW 966387409 264 32,909 SH   DFND 17 32,909 0 0
WHITING PETE CORP NEW COM NEW 966387409 846 105,374 SH   DFND 21 105,374 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 17,164 17,505,000 PRN   DFND 17 17,505,000 0 0
WILEY JOHN & SONS INC CL A 968223206 96 2,180 SH   DFND 17 2,180 0 0
WILEY JOHN & SONS INC CL A 968223206 113 2,576 SH   DFND 21 2,576 0 0
WILLIAMS COS INC DEL COM 969457100 55,550 2,308,827 SH   DFND 4 2,308,827 0 0
WILLIAMS COS INC DEL COM 969457100 20,387 847,329 SH   DFND 17 847,268 0 61
WILLIAMS COS INC DEL COM 969457100 678 28,000 SH   DFND 24 28,000 0 0
WILLIAMS COS INC DEL CALL 969457900 1,516 63,000 SH Call DFND 4 63,000 0 0
WILLIAMS COS INC DEL PUT 969457950 3,614 150,200 SH Put DFND 4 150,200 0 0
WILLIAMS SONOMA INC COM 969904101 958 14,090 SH   DFND 17 14,090 0 0
WILLIAMS SONOMA INC COM 969904101 1,667 24,523 SH   DFND 21 13,324 0 11,199
WINGSTOP INC COM 974155103 822 9,422 SH   DFND 17 7,817 0 1,605
WINMARK CORP COM 974250102 1,687 9,565 SH   DFND 17 9,565 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 106 29,033 SH   DFND 17 29,033 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,098 300,899 SH   DFND 21 248,945 0 51,954
WISDOMTREE TR FLOATNG RAT TREA 97717X628 418 16,680 SH   DFND 24 3,100 0 13,580
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 716 10,740 SH   DFND 24 6,950 0 3,790
WOODWARD INC COM 980745103 18,596 172,461 SH   DFND 17 172,461 0 0
WORKDAY INC CL A 98138H101 183,240 1,078,212 SH   DFND 17 1,039,833 0 38,379
WORKDAY INC CL A 98138H101 1,700 10,000 SH   DFND 21 10,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 150,788 115,210,000 PRN   DFND 17 110,290,000 0 4,920,000
WORLD FUEL SVCS CORP COM 981475106 285 7,140 SH   DFND 17 7,140 0 0
WORLD FUEL SVCS CORP COM 981475106 6,290 157,482 SH   DFND 21 55,614 0 101,868
WORLD WRESTLING ENTMT INC CL A 98156Q108 11,706 164,524 SH   DFND 17 160,484 0 4,040
WORLD WRESTLING ENTMT INC CL A 98156Q108 856 12,027 SH   DFND 21 12,027 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 47,790 16,325,000 PRN   DFND 17 14,585,000 0 1,740,000
WPX ENERGY INC COM 98212B103 9,976 942,002 SH   DFND 17 641,268 0 300,734
WPX ENERGY INC COM 98212B103 208 20,000 SH   DFND 24 20,000 0 0
WW INTL INC COM 98262P101 92 2,433 SH   DFND 17 2,433 0 0
WW INTL INC COM 98262P101 352 9,305 SH   DFND 21 9,305 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 208 4,527 SH   DFND 17 4,527 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 569 12,360 SH   DFND 21 9,826 0 2,534
WYNDHAM HOTELS & RESORTS INC COM 98311A105 246 4,762 SH   DFND 17 4,762 0 0
WYNN RESORTS LTD COM 983134107 75,287 692,523 SH   DFND 17 692,523 0 0
XPO LOGISTICS INC COM 983793100 8,711 121,712 SH   DFND 17 96,299 0 25,413
XCEL ENERGY INC COM 98389B100 2,503 38,580 SH   DFND 4 38,580 0 0
XCEL ENERGY INC COM 98389B100 4,316 66,516 SH   DFND 17 66,499 0 17
XCEL ENERGY INC COM 98389B100 1,396 21,515 SH   DFND 21 21,515 0 0
XCEL ENERGY INC COM 98389B100 314 4,800 SH   DFND 24 4,800 0 0
XCEL ENERGY INC CALL 98389B900 772 11,900 SH Call DFND 4 11,900 0 0
XCEL ENERGY INC PUT 98389B950 1,428 22,000 SH Put DFND 4 22,000 0 0
XILINX INC COM 983919101 9,355 97,552 SH   DFND 4 97,552 0 0
XILINX INC COM 983919101 42,358 441,686 SH   DFND 17 358,366 0 83,320
XILINX INC COM 983919101 23,700 247,130 SH   DFND 21 207,628 0 39,502
XILINX INC COM 983919101 27 284 SH   DFND 25 284 0 0
XILINX INC CALL 983919901 1,439 15,000 SH Call DFND 4 15,000 0 0
XILINX INC PUT 983919951 3,663 38,200 SH Put DFND 4 38,200 0 0
XENIA HOTELS & RESORTS INC COM 984017103 322 15,246 SH   DFND 17 15,246 0 0
XENIA HOTELS & RESORTS INC COM 984017103 2,822 133,630 SH   DFND 21 24,339 0 109,291
XYLEM INC COM 98419M100 65,529 823,020 SH   DFND 17 821,312 0 1,708
XYLEM INC COM 98419M100 9,750 122,455 SH   DFND 20 0 0 122,455
XYLEM INC COM 98419M100 33,361 419,003 SH   DFND 21 268,774 0 150,229
XYLEM INC COM 98419M100 12,564 156,800 SH   DFND 24 156,800 0 0
XPERI CORP COM 98421B100 680 32,899 SH   DFND 17 32,899 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 595 19,900 SH   DFND 4 19,900 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,901 63,541 SH   DFND 17 63,541 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 39,253 1,312,384 SH   DFND 21 706,220 0 606,164
YAMANA GOLD INC COM 98462Y100 199 62,864 SH   DFND 21 62,864 0 0
YELP INC CL A 985817105 50,415 1,450,800 SH   DFND 17 1,384,350 0 66,450
YEXT INC COM 98585N106 782 49,193 SH   DFND 17 49,193 0 0
YETI HLDGS INC COM 98585X104 7,397 264,196 SH   DFND 17 147,793 0 116,403
YORK WTR CO COM 987184108 26 585 SH   DFND 17 585 0 0
YORK WTR CO COM 987184108 2,711 62,102 SH   DFND 21 62,102 0 0
YUM BRANDS INC COM 988498101 2,542 22,411 SH   DFND 4 22,411 0 0
YUM BRANDS INC COM 988498101 24,438 215,445 SH   DFND 17 178,325 0 37,120
YUM BRANDS INC COM 988498101 23,350 205,855 SH   DFND 21 192,449 0 13,406
YUM BRANDS INC COM 988498101 2,260 20,000 SH   DFND 24 20,000 0 0
YUM BRANDS INC CALL 988498901 1,112 9,800 SH Call DFND 4 9,800 0 0
YUM BRANDS INC PUT 988498951 3,879 34,200 SH Put DFND 4 34,200 0 0
YUM CHINA HLDGS INC COM 98850P109 1,722 37,900 SH   DFND 0 37,900 0 0
YUM CHINA HLDGS INC COM 98850P109 31,385 690,993 SH   DFND 17 645,793 0 45,200
YUM CHINA HLDGS INC COM 98850P109 32,739 720,640 SH   DFND 20 620,174 0 100,466
YUM CHINA HLDGS INC COM 98850P109 681 14,989 SH   DFND 21 3,631 0 11,358
ZAGG INC COM 98884U108 8 1,262 SH   DFND 17 1,262 0 0
ZAGG INC COM 98884U108 167 26,641 SH   DFND 21 4,157 0 22,484
ZAI LAB LTD ADR 98887Q104 4,106 126,925 SH   DFND 17 41,405 0 85,520
ZAYO GROUP HLDGS INC COM 98919V105 381 11,227 SH   DFND 17 11,227 0 0
ZAYO GROUP HLDGS INC COM 98919V105 9,255 273,000 SH   DFND 21 273,000 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 7,127 34,533 SH   DFND 17 34,533 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 8,129 39,391 SH   DFND 21 22,628 0 16,763
ZEBRA TECHNOLOGIES CORP CL A 989207105 43 207 SH   DFND 25 207 0 0
ZENDESK INC COM 98936J101 60,256 826,783 SH   DFND 17 783,701 0 43,082
ZENDESK INC COM 98936J101 3,170 43,498 SH   DFND 21 42,583 0 915
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 93,231 70,832,000 PRN   DFND 17 67,235,000 0 3,597,000
ZILLOW GROUP INC CL A 98954M101 240 8,111 SH   DFND 17 2,971 0 5,140
ZILLOW GROUP INC CL C CAP STK 98954M200 367 12,305 SH   DFND 17 6,155 0 6,150
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 50,060 50,540,000 PRN   DFND 17 50,540,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 30,362 34,500,000 PRN   DFND 17 34,500,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 18 130 SH   DFND 4 130 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,631 48,305 SH   DFND 17 48,305 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 194 1,414 SH   DFND 21 1,414 0 0
ZIMMER BIOMET HLDGS INC CALL 98956P902 371 2,700 SH Call DFND 4 2,700 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 686 5,000 SH Put DFND 4 5,000 0 0
ZIONS BANCORPORATION N A COM 989701107 525 11,800 SH   DFND 4 11,800 0 0
ZIONS BANCORPORATION N A COM 989701107 534 11,998 SH   DFND 17 11,998 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 840 196,339 SH   DFND 17 196,339 0 0
ZIX CORP COM 98974P100 6,166 851,604 SH   DFND 17 747,081 0 104,523
ZIX CORP COM 98974P100 449 62,082 SH   DFND 21 62,082 0 0
ZOETIS INC CL A 98978V103 3,364 27,000 SH   DFND 4 27,000 0 0
ZOETIS INC CL A 98978V103 84,684 679,698 SH   DFND 17 677,238 0 2,460
ZOETIS INC CL A 98978V103 62,116 498,563 SH   DFND 21 422,473 0 76,090
ZOETIS INC CALL 98978V903 6,454 51,800 SH Call DFND 4 51,800 0 0
ZOETIS INC PUT 98978V953 11,126 89,300 SH Put DFND 4 89,300 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 284 13,300 SH   DFND 20 11,176 0 2,124
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 1,440 67,497 SH   DFND 21 67,497 0 0
ZSCALER INC COM 98980G102 149,731 3,168,234 SH   DFND 17 2,932,079 0 236,155
ZSCALER INC COM 98980G102 497 10,516 SH   DFND 21 10,516 0 0
ZUMIEZ INC COM 989817101 414 13,071 SH   DFND 17 10,696 0 2,375
ZUMIEZ INC COM 989817101 4,717 148,919 SH   DFND 21 114,933 0 33,986
ZUMIEZ INC COM 989817101 18 581 SH   DFND 25 581 0 0
ZYNEX INC COM 98986M103 344 36,121 SH   DFND 17 36,121 0 0
ZYNGA INC CL A 98986T108 47,788 8,210,912 SH   DFND 17 6,035,976 0 2,174,936
ZYNGA INC CL A 98986T108 242 41,661 SH   DFND 21 0 0 41,661
DEUTSCHE BANK AG NAMEN AKT D18190898 3,979 531,988 SH   DFND 21 528,557 0 3,431
DEUTSCHE BANK AG CALL D18190908 3,740 500,000 SH Call DFND 21 500,000 0 0
AIRCASTLE LTD COM G0129K104 2,137 95,285 SH   DFND 17 95,285 0 0
AIRCASTLE LTD COM G0129K104 5,369 239,374 SH   DFND 21 239,374 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,384 23,005 SH   DFND 17 23,005 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 9,450 91,174 SH   DFND 21 91,174 0 0
ALLERGAN PLC SHS G0177J108 117,833 700,180 SH   DFND 17 700,180 0 0
ALLERGAN PLC SHS G0177J108 20,895 124,162 SH   DFND 21 116,555 0 7,607
ALLERGAN PLC CALL G0177J908 5,066 30,100 SH Call DFND 4 30,100 0 0
ALLERGAN PLC PUT G0177J958 9,593 57,000 SH Put DFND 4 57,000 0 0
AMCOR PLC ORD G0250X107 297 30,488 SH   DFND 17 30,488 0 0
AMDOCS LTD SHS G02602103 13,320 201,478 SH   DFND 17 201,478 0 0
AMDOCS LTD SHS G02602103 122 1,841 SH   DFND 20 1,841 0 0
AMDOCS LTD SHS G02602103 19,614 296,694 SH   DFND 21 284,681 0 12,013
AMBARELLA INC SHS G037AX101 1,152 18,335 SH   DFND 17 18,335 0 0
AON PLC SHS CL A G0408V102 9,718 50,205 SH   DFND 17 50,205 0 0
AON PLC SHS CL A G0408V102 2,656 13,719 SH   DFND 21 13,719 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 455 23,433 SH   DFND 17 23,433 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,004 71,554 SH   DFND 17 71,554 0 0
ARCH CAP GROUP LTD ORD G0450A105 16,102 383,559 SH   DFND 21 383,559 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 579 8,247 SH   DFND 17 8,247 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,517 21,596 SH   DFND 21 21,596 0 0
ASSURED GUARANTY LTD COM G0585R106 1,402 31,543 SH   DFND 17 31,543 0 0
ASSURED GUARANTY LTD COM G0585R106 8,306 186,810 SH   DFND 21 186,810 0 0
ATLASSIAN CORP PLC CL A G06242104 124,887 995,701 SH   DFND 17 884,156 0 111,545
ATLASSIAN CORP PLC CL A G06242104 5,301 42,263 SH   DFND 21 28,227 0 14,036
ATLASSIAN CORP PLC CL A G06242104 30 240 SH   DFND 25 240 0 0
ATHENE HLDG LTD CL A G0684D107 7,815 185,807 SH   DFND 17 185,807 0 0
ATHENE HLDG LTD CL A G0684D107 210 5,003 SH   DFND 20 5,003 0 0
ATHENE HLDG LTD CL A G0684D107 48,159 1,145,009 SH   DFND 21 967,500 0 177,509
ATHENE HLDG LTD CL A G0684D107 93 2,213 SH   DFND 25 2,213 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 274 4,113 SH   DFND 17 4,113 0 0
AXALTA COATING SYS LTD COM G0750C108 3,964 131,464 SH   DFND 17 131,464 0 0
AXALTA COATING SYS LTD COM G0750C108 212 7,000 SH   DFND 24 7,000 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 590 19,772 SH   DFND 17 19,772 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 561 18,781 SH   DFND 21 6,336 0 12,445
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 421 10,084 SH   DFND 17 10,084 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 158 3,800 SH   DFND 24 3,800 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 14,266 74,166 SH   DFND 17 74,153 0 13
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27,968 145,401 SH   DFND 20 64,041 0 81,360
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 169,030 878,763 SH   DFND 21 740,839 0 137,924
MIMECAST LTD ORD SHS G14838109 42,363 1,187,626 SH   DFND 17 1,187,626 0 0
BUNGE LIMITED COM G16962105 4,355 76,921 SH   DFND 17 76,921 0 0
BUNGE LIMITED COM G16962105 498 8,797 SH   DFND 21 8,370 0 427
BUNGE LIMITED COM G16962105 2,997 53,000 SH   DFND 24 53,000 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 328 9,894 SH   DFND 17 9,894 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 173 5,216 SH   DFND 21 921 0 4,295
CHINA YUCHAI INTL LTD COM G21082105 280 21,636 SH   DFND 17 21,636 0 0
CHINA YUCHAI INTL LTD COM G21082105 284 21,922 SH   DFND 21 21,068 0 854
CREDICORP LTD COM G2519Y108 1,376 6,600 SH   DFND 17 6,600 0 0
COSAN LTD SHS A G25343107 460 30,870 SH   DFND 17 30,870 0 0
COSAN LTD SHS A G25343107 1,130 75,862 SH   DFND 21 75,862 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 6,353 114,576 SH   DFND 17 114,576 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 26,450 476,999 SH   DFND 21 232,298 0 244,701
COCA COLA EUROPEAN PARTNERS SHS G25839104 51 913 SH   DFND 25 913 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 328 24,483 SH   DFND 21 24,483 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 356 19,213 SH   DFND 17 19,213 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 1,376 74,236 SH   DFND 21 61,817 0 12,419
EATON CORP PLC SHS G29183103 103,242 1,241,637 SH   DFND 17 1,232,051 0 9,586
EATON CORP PLC SHS G29183103 298 3,589 SH   DFND 20 3,589 0 0
EATON CORP PLC SHS G29183103 103,979 1,250,504 SH   DFND 21 936,081 0 314,423
EATON CORP PLC SHS G29183103 100 1,203 SH   DFND 25 1,203 0 0
ENDO INTL PLC SHS G30401106 32 10,014 SH   DFND 17 10,014 0 0
ENSTAR GROUP LIMITED SHS G3075P101 213 1,120 SH   DFND 17 1,120 0 0
ESSENT GROUP LTD COM G3198U102 24,941 523,204 SH   DFND 17 411,014 0 112,190
ESSENT GROUP LTD COM G3198U102 26,672 559,506 SH   DFND 21 303,864 0 255,642
EVEREST RE GROUP LTD COM G3223R108 763 2,868 SH   DFND 17 2,868 0 0
EVEREST RE GROUP LTD COM G3223R108 168 633 SH   DFND 20 633 0 0
EVEREST RE GROUP LTD COM G3223R108 27,221 102,299 SH   DFND 21 76,391 0 25,908
EVEREST RE GROUP LTD COM G3223R108 80 301 SH   DFND 25 301 0 0
FABRINET SHS G3323L100 5,277 100,898 SH   DFND 17 100,898 0 0
FABRINET SHS G3323L100 8,557 163,612 SH   DFND 21 43,274 0 120,338
FABRINET SHS G3323L100 44 850 SH   DFND 25 850 0 0
FGL HLDGS ORD SHS G3402M102 368 46,084 SH   DFND 17 46,084 0 0
FGL HLDGS ORD SHS G3402M102 3,338 418,355 SH   DFND 21 416,140 0 2,215
FLEX LNG LTD SHS G35947202 197 20,717 SH   DFND 17 20,717 0 0
FLEX LNG LTD SHS G35947202 821 86,444 SH   DFND 21 84,642 0 1,802
FRESH DEL MONTE PRODUCE INC ORD G36738105 302 8,847 SH   DFND 17 8,847 0 0
FRONTLINE LTD SHS NEW G3682E192 841 92,389 SH   DFND 17 92,389 0 0
FRONTLINE LTD SHS NEW G3682E192 3,583 393,762 SH   DFND 21 389,723 0 4,039
GASLOG LTD SHS G37585109 24 1,829 SH   DFND 17 1,829 0 0
GASLOG LTD SHS G37585109 150 11,710 SH   DFND 21 11,710 0 0
GENPACT LIMITED SHS G3922B107 5,636 145,449 SH   DFND 17 53,319 0 92,130
GENPACT LIMITED SHS G3922B107 1,059 27,337 SH   DFND 21 27,337 0 0
HELEN OF TROY CORP LTD COM G4388N106 178 1,129 SH   DFND 17 1,129 0 0
HELEN OF TROY CORP LTD COM G4388N106 121 765 SH   DFND 21 765 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 512 13,519 SH   DFND 17 13,519 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,187 52,833 SH   DFND 17 52,833 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 5,502 244,977 SH   DFND 21 196,801 0 48,176
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 206 13,575 SH   DFND 17 13,575 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 248 16,358 SH   DFND 21 16,358 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 29,968 1,100,569 SH   DFND 17 857,630 0 242,939
HORIZON THERAPEUTICS PUB LTD SHS G46188101 944 34,683 SH   DFND 21 17,277 0 17,406
HORIZON THERAPEUTICS PUB LTD SHS G46188101 3,857 140,000 SH   DFND 24 140,000 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 10 362 SH   DFND 25 362 0 0
ICON PLC SHS G4705A100 104 703 SH   DFND 20 703 0 0
ICON PLC SHS G4705A100 11,792 80,032 SH   DFND 21 73,070 0 6,962
ICHOR HOLDINGS SHS G4740B105 1,396 57,747 SH   DFND 17 57,747 0 0
IHS MARKIT LTD SHS G47567105 1,811 27,082 SH   DFND 17 27,082 0 0
IHS MARKIT LTD PUT G47567955 1,043 15,600 SH Put DFND 4 15,600 0 0
INGERSOLL-RAND PLC SHS G47791101 16,987 137,867 SH   DFND 17 137,867 0 0
INGERSOLL-RAND PLC SHS G47791101 235 1,906 SH   DFND 20 1,906 0 0
INGERSOLL-RAND PLC SHS G47791101 101,247 821,740 SH   DFND 21 647,362 0 174,378
INGERSOLL-RAND PLC SHS G47791101 66 533 SH   DFND 25 533 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 69 4,866 SH   DFND 17 4,866 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 2,096 147,533 SH   DFND 21 147,533 0 0
INVESCO LTD SHS G491BT108 460 27,148 SH   DFND 17 27,148 0 0
INVESCO LTD SHS G491BT108 5,517 325,686 SH   DFND 21 28,407 0 297,279
JAMES RIV GROUP LTD COM G5005R107 9,070 177,018 SH   DFND 17 139,288 0 37,730
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 353 2,758 SH   DFND 17 2,758 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 5,958 46,497 SH   DFND 21 26,891 0 19,606
JOHNSON CTLS INTL PLC SHS G51502105 92,714 2,112,477 SH   DFND 17 2,112,477 0 0
JOHNSON CTLS INTL PLC SHS G51502105 5,766 131,370 SH   DFND 21 31,119 0 100,251
LINDE PLC SHS G5494J103 22,832 117,861 SH   DFND 17 117,861 0 0
LINDE PLC SHS G5494J103 113,761 587,245 SH   DFND 21 277,938 0 309,307
LINDE PLC SHS G5494J103 958 5,000 SH   DFND 24 5,000 0 0
LIVANOVA PLC SHS G5509L101 161 2,177 SH   DFND 17 2,177 0 0
LIVANOVA PLC SHS G5509L101 299 4,057 SH   DFND 21 4,057 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 84 34,677 SH   DFND 17 34,677 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 265,433 10,630,649 SH   DFND 17 10,319,869 0 310,780
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 323 12,944 SH   DFND 21 2,034 0 10,910
MEDTRONIC PLC SHS G5960L103 119,148 1,096,924 SH   DFND 17 1,088,890 0 8,034
MEDTRONIC PLC SHS G5960L103 113 1,038 SH   DFND 20 1,038 0 0
MEDTRONIC PLC SHS G5960L103 99,310 914,290 SH   DFND 21 596,034 0 318,256
MEDTRONIC PLC SHS G5960L103 192 1,771 SH   DFND 25 1,771 0 0
APTIV PLC SHS G6095L109 61,705 705,840 SH   DFND 17 705,840 0 0
NABORS INDUSTRIES LTD SHS G6359F103 30 15,915 SH   DFND 17 15,915 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 9,117 567,000 SH   DFND 17 567,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 517 24,329 SH   DFND 17 24,329 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 17,409 819,265 SH   DFND 21 805,797 0 13,468
NOBLE CORP PLC SHS USD G65431101 14 11,088 SH   DFND 17 11,088 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 45 2,205 SH   DFND 17 2,205 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 105 5,106 SH   DFND 20 5,106 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 10,490 511,702 SH   DFND 21 491,736 0 19,966
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 759 14,661 SH   DFND 17 14,661 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 5,302 102,409 SH   DFND 21 43,121 0 59,288
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 49 943 SH   DFND 25 943 0 0
NOVOCURE LTD ORD SHS G6674U108 11,612 155,287 SH   DFND 17 101,212 0 54,075
NOVOCURE LTD ORD SHS G6674U108 2,034 27,700 SH   DFND 24 27,700 0 0
NVENT ELECTRIC PLC SHS G6700G107 166 7,533 SH   DFND 17 7,533 0 0
NVENT ELECTRIC PLC SHS G6700G107 2,387 109,000 SH   DFND 24 109,000 0 0
QUOTIENT LTD SHS G73268107 3,601 463,433 SH   DFND 17 463,433 0 0
QUOTIENT LTD SHS G73268107 1,022 131,339 SH   DFND 24 131,339 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,122 16,136 SH   DFND 17 16,136 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 7,625 39,417 SH   DFND 21 39,417 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,905 54,015 SH   DFND 17 35,830 0 18,185
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,579 47,939 SH   DFND 21 25,505 0 22,434
PENTAIR PLC SHS G7S00T104 433 11,462 SH   DFND 17 11,462 0 0
PENTAIR PLC SHS G7S00T104 1,778 47,035 SH   DFND 21 46,575 0 460
SAPIENS INTL CORP N V SHS G7T16G103 1,126 57,338 SH   DFND 17 57,338 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 395 7,896 SH   DFND 17 7,896 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 681 13,596 SH   DFND 21 1,897 0 11,699
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 2,803 56,000 SH   DFND 24 56,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 5,378 383,051 SH   DFND 17 383,051 0 0
SINA CORP ORD G81477104 231 5,899 SH   DFND 17 2,869 0 3,030
SINA CORP ORD G81477104 196 5,002 SH   DFND 21 3,457 0 1,545
STERIS PLC SHS USD G8473T100 17,184 118,932 SH   DFND 17 118,932 0 0
STERIS PLC SHS USD G8473T100 264 1,829 SH   DFND 20 1,829 0 0
STERIS PLC SHS USD G8473T100 57,793 399,982 SH   DFND 21 324,332 0 75,650
STONECO LTD COM CL A G85158106 28,988 833,459 SH   DFND 17 833,459 0 0
STONECO LTD COM CL A G85158106 9,244 265,782 SH   DFND 21 265,782 0 0
TECHNIPFMC PLC COM G87110105 192 7,934 SH   DFND 17 7,934 0 0
TECHNIPFMC PLC COM G87110105 7,844 324,918 SH   DFND 21 176,776 0 148,142
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 13 1,276 SH   DFND 17 1,276 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 140 14,119 SH   DFND 21 5,620 0 8,499
TRITON INTL LTD CL A G9078F107 791 23,370 SH   DFND 17 23,370 0 0
TRITON INTL LTD CL A G9078F107 89 2,621 SH   DFND 20 2,621 0 0
TRITON INTL LTD CL A G9078F107 6,999 206,816 SH   DFND 21 61,015 0 145,801
TRITON INTL LTD CL A G9078F107 30 887 SH   DFND 25 887 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 164 55,442 SH   DFND 17 55,442 0 0
VENATOR MATLS PLC SHS G9329Z100 5 2,225 SH   DFND 17 2,225 0 0
VENATOR MATLS PLC SHS G9329Z100 77 31,613 SH   DFND 21 4,627 0 26,986
WHITE MTNS INS GROUP LTD COM G9618E107 166 154 SH   DFND 17 154 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,888 1,748 SH   DFND 21 1,748 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,709 8,856 SH   DFND 17 8,856 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 9,841 51,000 SH   DFND 21 51,000 0 0
PERRIGO CO PLC SHS G97822103 491 8,789 SH   DFND 17 8,789 0 0
ALCON INC ORD SHS H01301128 5,248 89,919 SH   DFND 17 89,919 0 0
ALCON INC ORD SHS H01301128 46,133 790,408 SH   DFND 21 455,164 0 335,244
ALCON INC ORD SHS H01301128 10 173 SH   DFND 25 173 0 0
CHUBB LIMITED COM H1467J104 5,043 31,236 SH   DFND 17 31,229 0 7
CHUBB LIMITED COM H1467J104 15,987 99,026 SH   DFND 21 99,026 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,335 32,576 SH   DFND 17 32,576 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 301 7,100 SH   DFND 24 7,100 0 0
GARMIN LTD SHS H2906T109 26,345 311,076 SH   DFND 17 311,076 0 0
GARMIN LTD SHS H2906T109 8,795 103,845 SH   DFND 21 94,641 0 9,204
UBS GROUP AG SHS H42097107 875 77,130 SH   DFND 17 58,565 0 18,565
UBS GROUP AG SHS H42097107 7,131 627,628 SH   DFND 20 0 0 627,628
UBS GROUP AG SHS H42097107 136,071 11,975,620 SH   DFND 21 7,093,576 0 4,882,044
UBS GROUP AG SHS H42097107 913 80,400 SH   DFND 24 80,400 0 0
LOGITECH INTL S A SHS H50430232 84 2,068 SH   DFND 20 2,068 0 0
LOGITECH INTL S A SHS H50430232 18,519 456,195 SH   DFND 21 284,124 0 172,071
TE CONNECTIVITY LTD REG SHS H84989104 55,222 592,634 SH   DFND 17 578,597 0 14,037
TE CONNECTIVITY LTD REG SHS H84989104 309 3,317 SH   DFND 20 3,317 0 0
TE CONNECTIVITY LTD REG SHS H84989104 55,696 597,724 SH   DFND 21 533,000 0 64,724
TE CONNECTIVITY LTD REG SHS H84989104 56 602 SH   DFND 25 602 0 0
TRANSOCEAN LTD REG SHS H8817H100 131 29,269 SH   DFND 17 29,269 0 0
GLOBANT S A COM L44385109 1,065 11,631 SH   DFND 21 11,631 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 674 5,911 SH   DFND 17 5,911 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 75 654 SH   DFND 21 654 0 0
TRINSEO S A SHS L9340P101 785 18,277 SH   DFND 17 18,277 0 0
TRINSEO S A SHS L9340P101 74 1,734 SH   DFND 20 1,734 0 0
TRINSEO S A SHS L9340P101 11,859 276,123 SH   DFND 21 216,546 0 59,577
TRINSEO S A SHS L9340P101 26 616 SH   DFND 25 616 0 0
AUDIOCODES LTD ORD M15342104 813 39,686 SH   DFND 21 39,686 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 7,292 66,590 SH   DFND 17 66,590 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,898 17,333 SH   DFND 21 17,333 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 22,688 227,289 SH   DFND 17 227,289 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 2,619 26,237 SH   DFND 21 24,583 0 1,654
MELLANOX TECHNOLOGIES LTD SHS M51363113 7,600 69,347 SH   DFND 21 43,600 0 25,747
MELLANOX TECHNOLOGIES LTD SHS M51363113 38 348 SH   DFND 25 348 0 0
KORNIT DIGITAL LTD SHS M6372Q113 4,062 131,984 SH   DFND 17 131,984 0 0
WIX COM LTD SHS M98068105 33,440 286,451 SH   DFND 17 277,743 0 8,708
AERCAP HOLDINGS NV SHS N00985106 7,343 134,111 SH   DFND 17 134,111 0 0
AERCAP HOLDINGS NV SHS N00985106 234 4,273 SH   DFND 20 4,273 0 0
AERCAP HOLDINGS NV SHS N00985106 37,945 693,056 SH   DFND 21 507,953 0 185,103
AERCAP HOLDINGS NV SHS N00985106 51 930 SH   DFND 25 930 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 57,573 231,758 SH   DFND 17 219,658 0 12,100
ELASTIC N V ORD SHS N14506104 74,506 904,854 SH   DFND 17 751,366 0 153,488
CNH INDL N V SHS N20944109 75,117 7,400,720 SH   DFND 21 5,932,718 0 1,468,002
FERRARI N V COM N3167Y103 16,868 109,468 SH   DFND 21 97,500 0 11,968
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 6,589 508,782 SH   DFND 17 508,782 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 137 10,592 SH   DFND 20 10,592 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 45,579 3,519,641 SH   DFND 21 2,436,900 0 1,082,741
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 49 3,770 SH   DFND 25 3,770 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 22,352 249,824 SH   DFND 17 249,824 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 208 2,322 SH   DFND 20 2,322 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 76,508 855,125 SH   DFND 21 748,583 0 106,542
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 798 9,000 SH   DFND 24 9,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 59 656 SH   DFND 25 656 0 0
MYLAN N V SHS EURO N59465109 1,786 90,286 SH   DFND 17 90,286 0 0
MYLAN N V SHS EURO N59465109 2,200 111,223 SH   DFND 21 109,249 0 1,974
MYLAN N V SHS EURO N59465109 228 11,800 SH   DFND 24 11,800 0 0
NXP SEMICONDUCTORS N V COM N6596X109 98,769 905,137 SH   DFND 17 871,062 0 34,075
NXP SEMICONDUCTORS N V COM N6596X109 24,964 228,777 SH   DFND 21 85,211 0 143,566
PROQR THRAPEUTICS N V SHS EURO N71542109 150 26,125 SH   DFND 17 26,125 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 31 5,000 SH   DFND 24 5,000 0 0
QIAGEN NV SHS NEW N72482123 364 11,038 SH   DFND 17 11,038 0 0
QIAGEN NV SHS NEW N72482123 1,845 55,945 SH   DFND 21 55,945 0 0
QIAGEN NV DEBT 0.875% 3/1 N72482AB3 3,654 3,000,000 PRN   DFND 21 3,000,000 0 0
UNIQURE NV SHS N90064101 1,915 48,654 SH   DFND 17 48,654 0 0
UNIQURE NV SHS N90064101 261 6,600 SH   DFND 24 6,600 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 3,063 148,491 SH   DFND 17 148,491 0 0
YANDEX N V SHS CLASS A N97284108 13,597 387,210 SH   DFND 17 292,910 0 94,300
YANDEX N V SHS CLASS A N97284108 9,445 268,980 SH   DFND 21 57,171 0 211,809
COPA HOLDINGS SA CL A P31076105 5,705 57,773 SH   DFND 17 57,773 0 0
COPA HOLDINGS SA CL A P31076105 216 2,187 SH   DFND 21 2,187 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7,054 65,118 SH   DFND 4 65,118 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 90,439 834,848 SH   DFND 17 815,662 0 19,186
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 21,433 197,853 SH   DFND 21 155,423 0 42,430
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 1,181 10,900 SH Put DFND 4 10,900 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 815 132,580 SH   DFND 17 132,580 0 0
FLEX LTD ORD Y2573F102 11,025 1,053,505 SH   DFND 17 857,410 0 196,095
SEASPAN CORP SHS Y75638109 259 24,345 SH   DFND 17 24,345 0 0
TEEKAY TANKERS LTD CL A Y8565N102 70 53,848 SH   DFND 17 53,848 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 360 17,532 SH   DFND 17 17,532 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 94 4,600 SH   DFND 24 4,600 0 0