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 958 102,364 SH   DFND 17 102,364 0 0
ACCO BRANDS CORP COM 00081T108 10,983 1,173,417 SH   DFND 21 816,373 0 357,044
ACCO BRANDS CORP COM 00081T108 16 1,722 SH   DFND 25 1,722 0 0
AFLAC INC COM 001055102 14,673 277,368 SH   DFND 17 277,368 0 0
AFLAC INC COM 001055102 238 4,492 SH   DFND 20 4,492 0 0
AFLAC INC COM 001055102 107,886 2,039,436 SH   DFND 21 1,103,596 0 935,840
AFLAC INC COM 001055102 100 1,894 SH   DFND 25 1,894 0 0
AFLAC INC CALL 001055902 3,100 58,600 SH Call DFND 4 58,600 0 0
AFLAC INC PUT 001055952 6,771 128,000 SH Put DFND 4 128,000 0 0
AGCO CORP COM 001084102 1,606 20,785 SH   DFND 17 20,785 0 0
AGCO CORP COM 001084102 77 991 SH   DFND 21 991 0 0
AGCO CORP COM 001084102 1,391 18,000 SH   DFND 24 18,000 0 0
ACM RESEARCH INC COM CL A 00108J109 1,496 81,077 SH   DFND 17 81,077 0 0
AG MTG INVT TR INC COM 001228105 440 28,563 SH   DFND 17 28,563 0 0
AG MTG INVT TR INC COM 001228105 320 20,749 SH   DFND 21 20,749 0 0
AGNC INVT CORP COM 00123Q104 2,392 135,294 SH   DFND 17 135,294 0 0
AGNC INVT CORP COM 00123Q104 33,092 1,871,704 SH   DFND 21 863,361 0 1,008,343
AES CORP COM 00130H105 1,798 90,341 SH   DFND 4 90,341 0 0
AES CORP COM 00130H105 2,793 140,329 SH   DFND 17 140,329 0 0
AES CORP COM 00130H105 122 6,134 SH   DFND 20 6,134 0 0
AES CORP COM 00130H105 28,648 1,439,605 SH   DFND 21 1,086,004 0 353,601
AES CORP COM 00130H105 49 2,477 SH   DFND 25 2,477 0 0
AK STL HLDG CORP COM 001547108 44 13,400 SH   DFND 17 13,400 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 5,695 670,000 SH   DFND 17 670,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 19,814 24,055,000 PRN   DFND 17 24,055,000 0 0
AMC NETWORKS INC CL A 00164V103 486 12,306 SH   DFND 17 12,306 0 0
AMC NETWORKS INC CL A 00164V103 165 4,171 SH   DFND 21 0 0 4,171
AMC ENTMT HLDGS INC CL A COM 00165C104 277 38,275 SH   DFND 17 38,275 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 1,224 169,082 SH   DFND 21 169,082 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 122 1,957 SH   DFND 17 1,957 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 91 1,467 SH   DFND 21 1,467 0 0
ANI PHARMACEUTICALS INC COM 00182C103 1,560 25,298 SH   DFND 17 25,298 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 262 30,910 SH   DFND 17 0 0 30,910
ASGN INC COM 00191U102 2,440 34,376 SH   DFND 17 32,571 0 1,805
AT&T INC COM 00206R102 139,015 3,557,178 SH   DFND 17 3,534,399 0 22,779
AT&T INC COM 00206R102 720 18,425 SH   DFND 20 18,425 0 0
AT&T INC COM 00206R102 296,723 7,592,707 SH   DFND 21 5,027,195 0 2,565,512
AT&T INC COM 00206R102 308 7,871 SH   DFND 25 7,871 0 0
AT&T INC CALL 00206R902 24,507 627,100 SH Call DFND 4 627,100 0 0
AT&T INC PUT 00206R952 50,640 1,295,800 SH Put DFND 4 1,295,800 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 264 47,413 SH   DFND 17 47,413 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 1,078 193,869 SH   DFND 21 174,932 0 18,937
AVX CORP NEW COM 002444107 121 5,897 SH   DFND 17 5,897 0 0
AVX CORP NEW COM 002444107 950 46,430 SH   DFND 21 39,326 0 7,104
AZZ INC COM 002474104 51 1,105 SH   DFND 17 1,105 0 0
AZZ INC COM 002474104 160 3,488 SH   DFND 21 3,488 0 0
AARONS INC COM PAR $0.50 002535300 644 11,278 SH   DFND 17 11,278 0 0
AARONS INC COM PAR $0.50 002535300 762 13,336 SH   DFND 21 0 0 13,336
ABBOTT LABS COM 002824100 33,215 382,402 SH   DFND 17 347,707 0 34,695
ABBOTT LABS COM 002824100 113 1,296 SH   DFND 20 1,296 0 0
ABBOTT LABS COM 002824100 141,544 1,629,562 SH   DFND 21 1,116,253 0 513,309
ABBOTT LABS COM 002824100 1,060 12,200 SH   DFND 24 12,200 0 0
ABBOTT LABS COM 002824100 9 101 SH   DFND 25 101 0 0
ABBOTT LABS CALL 002824900 12,378 142,500 SH Call DFND 4 142,500 0 0
ABBOTT LABS PUT 002824950 30,349 349,400 SH Put DFND 4 349,400 0 0
ABBVIE INC COM 00287Y109 206,804 2,335,716 SH   DFND 17 2,291,763 0 43,953
ABBVIE INC COM 00287Y109 16,319 184,314 SH   DFND 20 19,075 0 165,239
ABBVIE INC COM 00287Y109 178,464 2,015,634 SH   DFND 21 1,759,265 0 256,369
ABBVIE INC CALL 00287Y909 15,689 177,200 SH Call DFND 4 177,200 0 0
ABBVIE INC PUT 00287Y959 33,123 374,100 SH Put DFND 4 374,100 0 0
ABIOMED INC COM 003654100 704 4,125 SH   DFND 17 4,125 0 0
ABIOMED INC COM 003654100 293 1,715 SH   DFND 21 1,715 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 7,519 175,767 SH   DFND 17 169,032 0 6,735
ACADIA PHARMACEUTICALS INC COM 004225108 1,891 44,200 SH   DFND 24 44,200 0 0
ACCELERON PHARMA INC COM 00434H108 1,241 23,409 SH   DFND 17 23,409 0 0
ACCELERON PHARMA INC COM 00434H108 223 4,200 SH   DFND 24 4,200 0 0
ACCEL ENTMT INC COM CL A1 00436Q106 327 26,161 SH   DFND 17 26,161 0 0
ACI WORLDWIDE INC COM 004498101 1,038 27,395 SH   DFND 17 27,395 0 0
ACTIVISION BLIZZARD INC COM 00507V109 73,916 1,243,965 SH   DFND 17 1,031,160 0 212,805
ACTIVISION BLIZZARD INC COM 00507V109 8,798 148,070 SH   DFND 21 103,688 0 44,382
ACTIVISION BLIZZARD INC CALL 00507V909 4,094 68,900 SH Call DFND 4 68,900 0 0
ACTIVISION BLIZZARD INC PUT 00507V959 10,844 182,500 SH Put DFND 4 182,500 0 0
ACUITY BRANDS INC COM 00508Y102 261 1,892 SH   DFND 17 1,892 0 0
ACUITY BRANDS INC COM 00508Y102 2,533 18,352 SH   DFND 21 17,900 0 452
ACUSHNET HOLDINGS CORP COM 005098108 3,566 109,727 SH   DFND 17 109,727 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 1,029 34,397 SH   DFND 17 21,162 0 13,235
ADDUS HOMECARE CORP COM 006739106 13,297 136,768 SH   DFND 17 87,565 0 49,203
ADESTO TECHNOLOGIES CORP COM 00687D101 1,655 194,657 SH   DFND 17 194,657 0 0
ADOBE INC COM 00724F101 216,079 655,162 SH   DFND 17 647,929 0 7,233
ADOBE INC COM 00724F101 319 966 SH   DFND 20 966 0 0
ADOBE INC COM 00724F101 206,137 625,018 SH   DFND 21 404,559 0 220,459
ADOBE INC COM 00724F101 129 392 SH   DFND 25 392 0 0
ADOBE INC CALL 00724F901 16,161 49,000 SH Call DFND 4 49,000 0 0
ADOBE INC PUT 00724F951 41,622 126,200 SH Put DFND 4 126,200 0 0
ADTRAN INC COM 00738A106 173 17,503 SH   DFND 17 17,503 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 716 4,470 SH   DFND 17 4,470 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 529 3,300 SH   DFND 21 0 0 3,300
AECOM COM 00766T100 1,283 29,750 SH   DFND 17 29,750 0 0
AECOM COM 00766T100 4,355 100,982 SH   DFND 21 100,982 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 779 32,221 SH   DFND 17 32,221 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 312 12,900 SH   DFND 24 12,900 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 2,486 215,816 SH   DFND 17 215,816 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 588 51,000 SH   DFND 24 51,000 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 4,887 107,033 SH   DFND 17 107,033 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 14,780 8,100,000 PRN   DFND 17 5,390,000 0 2,710,000
ADVANCED MICRO DEVICES INC COM 007903107 323,464 7,053,283 SH   DFND 17 6,306,568 0 746,715
ADVANCED MICRO DEVICES INC COM 007903107 4,576 99,784 SH   DFND 21 99,784 0 0
ADVANCED MICRO DEVICES INC CALL 007903907 6,182 134,800 SH Call DFND 4 134,800 0 0
ADVANCED MICRO DEVICES INC PUT 007903957 11,827 257,900 SH Put DFND 4 257,900 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 56,004 9,675,000 PRN   DFND 17 7,820,000 0 1,855,000
ADVANCED DRAIN SYS INC DEL COM 00790R104 72 1,842 SH   DFND 17 1,842 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 1,110 28,570 SH   DFND 21 28,570 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 28,713 873,529 SH   DFND 4 761,988 0 111,541
ADVANCED DISP SVCS INC DEL COM 00790X101 1,243 37,804 SH   DFND 17 37,804 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 12,340 375,407 SH   DFND 21 375,407 0 0
ADVANCED ENERGY INDS COM 007973100 115 1,614 SH   DFND 17 1,614 0 0
ADVANCED ENERGY INDS COM 007973100 770 10,812 SH   DFND 21 10,812 0 0
AEROVIRONMENT INC COM 008073108 56 905 SH   DFND 17 905 0 0
AEROVIRONMENT INC COM 008073108 366 5,920 SH   DFND 21 5,920 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 208 2,459 SH   DFND 17 2,459 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 192 2,260 SH   DFND 21 0 0 2,260
AGILENT TECHNOLOGIES INC COM 00846U101 149,867 1,756,731 SH   DFND 17 1,715,213 0 41,518
AGILENT TECHNOLOGIES INC COM 00846U101 21,710 254,479 SH   DFND 20 61,178 0 193,301
AGILENT TECHNOLOGIES INC COM 00846U101 160,240 1,878,321 SH   DFND 21 1,466,382 0 411,939
AGILENT TECHNOLOGIES INC COM 00846U101 1,527 17,900 SH   DFND 24 17,900 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 118 1,382 SH   DFND 25 1,382 0 0
AGILENT TECHNOLOGIES INC CALL 00846U901 785 9,200 SH Call DFND 4 9,200 0 0
AGILENT TECHNOLOGIES INC PUT 00846U951 1,937 22,700 SH Put DFND 4 22,700 0 0
AGNICO EAGLE MINES LTD COM 008474108 14,790 239,794 SH   DFND 21 239,794 0 0
AGILYSYS INC COM 00847J105 1,806 71,078 SH   DFND 17 71,078 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 2,368 49,588 SH   DFND 17 49,588 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 645 13,500 SH   DFND 24 13,500 0 0
AIR LEASE CORP CL A 00912X302 239 5,034 SH   DFND 17 5,034 0 0
AIR LEASE CORP CL A 00912X302 113 2,388 SH   DFND 20 2,388 0 0
AIR LEASE CORP CL A 00912X302 8,612 181,223 SH   DFND 21 168,908 0 12,315
AIR PRODS & CHEMS INC COM 009158106 14,525 61,810 SH   DFND 17 61,810 0 0
AIR PRODS & CHEMS INC COM 009158106 6,232 26,522 SH   DFND 21 16,793 0 9,729
AIR PRODS & CHEMS INC COM 009158106 846 3,600 SH   DFND 24 3,600 0 0
AIR PRODS & CHEMS INC CALL 009158906 9,611 40,900 SH Call DFND 4 40,900 0 0
AIR PRODS & CHEMS INC PUT 009158956 12,219 52,000 SH Put DFND 4 52,000 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 10,004 426,419 SH   DFND 17 195,786 0 230,633
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 29,662 30,205,000 PRN   DFND 17 19,830,000 0 10,375,000
AKAMAI TECHNOLOGIES INC COM 00971T101 95,108 1,101,041 SH   DFND 17 994,331 0 106,710
AKAMAI TECHNOLOGIES INC COM 00971T101 982 11,367 SH   DFND 21 2,657 0 8,710
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 183,022 165,635,000 PRN   DFND 17 156,710,000 0 8,925,000
AKEBIA THERAPEUTICS INC COM 00972D105 280 44,231 SH   DFND 17 44,231 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 96 15,200 SH   DFND 24 15,200 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 24 3,944 SH   DFND 20 3,944 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,948 322,680 SH   DFND 21 322,680 0 0
ALASKA AIR GROUP INC COM 011659109 546 8,057 SH   DFND 17 8,057 0 0
ALASKA AIR GROUP INC COM 011659109 7,663 113,103 SH   DFND 21 113,103 0 0
ALBEMARLE CORP COM 012653101 513 7,022 SH   DFND 17 7,022 0 0
ALBEMARLE CORP COM 012653101 5,388 73,768 SH   DFND 20 0 0 73,768
ALBEMARLE CORP COM 012653101 24,689 338,016 SH   DFND 21 323,622 0 14,394
ALCOA CORP COM 013872106 192 8,936 SH   DFND 17 8,936 0 0
ALCOA CORP COM 013872106 7,928 368,582 SH   DFND 21 368,582 0 0
ALECTOR INC COM 014442107 528 30,647 SH   DFND 17 30,647 0 0
ALECTOR INC COM 014442107 95 5,500 SH   DFND 24 5,500 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 16,603 102,753 SH   DFND 4 102,753 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 62,558 387,163 SH   DFND 17 384,846 0 2,317
ALEXION PHARMACEUTICALS INC COM 015351109 1,363 12,599 SH   DFND 4 12,599 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 12,305 113,781 SH   DFND 17 113,781 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 7,204 66,610 SH   DFND 21 54,371 0 12,239
ALEXION PHARMACEUTICALS INC COM 015351109 3,720 34,400 SH   DFND 24 34,400 0 0
ALEXION PHARMACEUTICALS INC CALL 015351909 789 7,300 SH Call DFND 4 7,300 0 0
ALEXION PHARMACEUTICALS INC PUT 015351959 3,353 31,000 SH Put DFND 4 31,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,505 73,100 SH   DFND 4 73,100 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 378,952 1,786,666 SH   DFND 17 1,718,236 0 68,430
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 277,586 1,308,751 SH   DFND 20 1,168,273 0 140,478
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 99,658 469,865 SH   DFND 21 452,576 0 17,289
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11,046 52,080 SH   DFND 24 52,080 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,843 18,117 SH   DFND 25 18,117 0 0
ALIGN TECHNOLOGY INC COM 016255101 287 1,028 SH   DFND 4 1,028 0 0
ALIGN TECHNOLOGY INC COM 016255101 186,088 666,886 SH   DFND 17 665,481 0 1,405
ALIGN TECHNOLOGY INC COM 016255101 8,292 29,715 SH   DFND 20 0 0 29,715
ALIGN TECHNOLOGY INC COM 016255101 61,341 219,828 SH   DFND 21 219,828 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,925 6,900 SH   DFND 24 6,900 0 0
ALIGN TECHNOLOGY INC CALL 016255901 530 1,900 SH Call DFND 4 1,900 0 0
ALIGN TECHNOLOGY INC PUT 016255951 1,032 3,700 SH Put DFND 4 3,700 0 0
ALLAKOS INC COM 01671P100 932 9,773 SH   DFND 17 9,773 0 0
ALLAKOS INC COM 01671P100 114 1,200 SH   DFND 24 1,200 0 0
ALLEGHANY CORP DEL COM 017175100 1,237 1,547 SH   DFND 17 1,547 0 0
ALLEGHANY CORP DEL COM 017175100 532 665 SH   DFND 21 665 0 0
ALLEGIANT TRAVEL CO COM 01748X102 96 553 SH   DFND 17 553 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,522 8,747 SH   DFND 21 8,747 0 0
ALLETE INC COM NEW 018522300 524 6,451 SH   DFND 17 6,451 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 301 2,687 SH   DFND 17 2,687 0 0
ALLIANT ENERGY CORP COM 018802108 875 15,990 SH   DFND 17 15,990 0 0
ALLIANT ENERGY CORP COM 018802108 668 12,216 SH   DFND 21 12,216 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 8,843 292,248 SH   DFND 17 292,248 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 1,240 25,559 SH   DFND 17 25,559 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 943 19,507 SH   DFND 17 19,507 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 7,011 145,090 SH   DFND 21 94,499 0 50,591
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 359 36,558 SH   DFND 17 36,558 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,319 134,424 SH   DFND 21 134,424 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 41,523 41,890,000 PRN   DFND 17 41,890,000 0 0
ALLSTATE CORP COM 020002101 67,120 596,891 SH   DFND 17 593,620 0 3,271
ALLSTATE CORP COM 020002101 54,208 482,064 SH   DFND 21 304,320 0 177,744
ALLSTATE CORP COM 020002101 46 408 SH   DFND 25 408 0 0
ALLSTATE CORP CALL 020002901 2,508 22,300 SH Call DFND 4 22,300 0 0
ALLSTATE CORP PUT 020002951 4,071 36,200 SH Put DFND 4 36,200 0 0
ALLY FINL INC COM 02005N100 12,048 394,243 SH   DFND 17 394,243 0 0
ALLY FINL INC COM 02005N100 299 9,795 SH   DFND 20 9,795 0 0
ALLY FINL INC COM 02005N100 77,556 2,537,820 SH   DFND 21 1,937,790 0 600,030
ALLY FINL INC COM 02005N100 56 1,848 SH   DFND 25 1,848 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,195 45,106 SH   DFND 17 45,106 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,566 13,600 SH   DFND 24 13,600 0 0
ALPHABET INC CAP STK CL C 02079K107 8,691 6,500 SH   DFND 4 6,500 0 0
ALPHABET INC CAP STK CL C 02079K107 269,633 201,667 SH   DFND 17 165,682 0 35,985
ALPHABET INC CAP STK CL C 02079K107 559 418 SH   DFND 20 418 0 0
ALPHABET INC CAP STK CL C 02079K107 272,396 203,734 SH   DFND 21 155,546 0 48,188
ALPHABET INC CAP STK CL C 02079K107 233 174 SH   DFND 25 174 0 0
ALPHABET INC CAP STK CL A 02079K305 553,641 413,353 SH   DFND 17 411,213 0 2,140
ALPHABET INC CAP STK CL A 02079K305 24,329 18,164 SH   DFND 20 398 0 17,766
ALPHABET INC CAP STK CL A 02079K305 309,963 231,421 SH   DFND 21 168,419 0 63,002
ALPHABET INC CAP STK CL A 02079K305 221 165 SH   DFND 25 165 0 0
ALPHABET INC CALL 02079K905 76,881 57,400 SH Call DFND 4 57,400 0 0
ALPHABET INC CALL 02079K907 73,001 54,600 SH Call DFND 4 54,600 0 0
ALPHABET INC PUT 02079K955 128,180 95,700 SH Put DFND 4 95,700 0 0
ALPHABET INC PUT 02079K957 131,429 98,300 SH Put DFND 4 98,300 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 342 48,208 SH   DFND 17 48,208 0 0
ALTIMMUNE INC COM NEW 02155H200 29 15,200 SH   DFND 17 15,200 0 0
ALTERYX INC COM CL A 02156B103 104,352 1,042,786 SH   DFND 17 774,832 0 267,954
ALTERYX INC COM CL A 02156B103 53 529 SH   DFND 21 529 0 0
ALTICE USA INC CL A 02156K103 393 14,386 SH   DFND 17 14,386 0 0
ALTICE USA INC CL A 02156K103 407 14,899 SH   DFND 21 14,899 0 0
ALTRIA GROUP INC COM 02209S103 1,433 28,721 SH   DFND 4 28,721 0 0
ALTRIA GROUP INC COM 02209S103 16,130 323,178 SH   DFND 17 308,178 0 15,000
ALTRIA GROUP INC COM 02209S103 53 1,066 SH   DFND 20 1,066 0 0
ALTRIA GROUP INC COM 02209S103 12,953 259,530 SH   DFND 21 251,169 0 8,361
ALTRIA GROUP INC CALL 02209S903 11,474 229,900 SH Call DFND 4 229,900 0 0
ALTRIA GROUP INC PUT 02209S953 28,344 567,900 SH Put DFND 4 567,900 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 2,729 127,283 SH   DFND 17 127,283 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 1,164 54,300 SH   DFND 24 54,300 0 0
AMAZON COM INC COM 023135106 55,435 30,000 SH   DFND 4 28,310 0 1,690
AMAZON COM INC COM 023135106 795,026 430,246 SH   DFND 17 409,831 0 20,415
AMAZON COM INC COM 023135106 25,833 13,980 SH   DFND 20 614 0 13,366
AMAZON COM INC COM 023135106 567,219 306,963 SH   DFND 21 235,047 0 71,916
AMAZON COM INC COM 023135106 1,811 980 SH   DFND 24 980 0 0
AMAZON COM INC COM 023135106 471 255 SH   DFND 25 255 0 0
AMAZON COM INC CALL 023135906 214,165 115,900 SH Call DFND 4 115,900 0 0
AMAZON COM INC CALL 023135906 57,283 31,000 SH Call DFND 17 31,000 0 0
AMAZON COM INC PUT 023135956 271,632 147,000 SH Put DFND 4 147,000 0 0
AMEDISYS INC COM 023436108 4,653 27,874 SH   DFND 17 26,574 0 1,300
AMEDISYS INC COM 023436108 5,971 35,773 SH   DFND 21 25,851 0 9,922
AMEREN CORP COM 023608102 4,154 54,088 SH   DFND 17 54,075 0 13
AMEREN CORP COM 023608102 34,999 455,717 SH   DFND 21 197,677 0 258,040
AMEREN CORP COM 023608102 80 1,041 SH   DFND 25 1,041 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 231 29,937 SH   DFND 17 29,937 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 745 25,973 SH   DFND 17 25,973 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 748 26,072 SH   DFND 21 26,072 0 0
AMERICAN ASSETS TR INC COM 024013104 4,415 96,187 SH   DFND 17 96,187 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 10,760 1,000,000 SH   DFND 4 1,000,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 52 4,790 SH   DFND 17 4,790 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 11,377 241,899 SH   DFND 4 241,899 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 306 6,516 SH   DFND 17 6,516 0 0
AMERICAN ELEC PWR CO INC COM 025537101 51,593 545,897 SH   DFND 17 542,096 0 3,801
AMERICAN ELEC PWR CO INC COM 025537101 221 2,341 SH   DFND 20 2,341 0 0
AMERICAN ELEC PWR CO INC COM 025537101 50,062 529,702 SH   DFND 21 276,067 0 253,635
AMERICAN ELEC PWR CO INC COM 025537101 66 700 SH   DFND 25 700 0 0
AMERICAN ELEC PWR CO INC CALL 025537901 4,555 48,200 SH Call DFND 4 48,200 0 0
AMERICAN ELEC PWR CO INC PUT 025537951 9,838 104,100 SH Put DFND 4 104,100 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 708 48,188 SH   DFND 17 48,188 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,601 108,931 SH   DFND 21 0 0 108,931
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,330 44,429 SH   DFND 17 44,429 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 4,363 145,773 SH   DFND 21 118,814 0 26,959
AMERICAN EXPRESS CO COM 025816109 15,453 124,127 SH   DFND 17 124,103 0 24
AMERICAN EXPRESS CO COM 025816109 19,261 154,722 SH   DFND 20 19,818 0 134,904
AMERICAN EXPRESS CO COM 025816109 262,993 2,112,561 SH   DFND 21 1,770,037 0 342,524
AMERICAN EXPRESS CO COM 025816109 121 974 SH   DFND 25 974 0 0
AMERICAN EXPRESS CO CALL 025816909 9,063 72,800 SH Call DFND 4 72,800 0 0
AMERICAN EXPRESS CO PUT 025816959 20,068 161,200 SH Put DFND 4 161,200 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 25,695 234,340 SH   DFND 17 234,340 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 157 1,429 SH   DFND 20 1,429 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 20,522 187,159 SH   DFND 21 164,113 0 23,046
AMERICAN HOMES 4 RENT CL A 02665T306 16,085 613,684 SH   DFND 4 613,684 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 321 12,247 SH   DFND 17 12,247 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,967 57,796 SH   DFND 17 57,796 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,869 75,381 SH   DFND 21 0 0 75,381
AMERICAN INTL GROUP INC CALL 026874904 5,472 106,600 SH Call DFND 4 106,600 0 0
AMERICAN INTL GROUP INC PUT 026874954 8,562 166,800 SH Put DFND 4 166,800 0 0
AMERICAN NATL INS CO COM 028591105 251 2,137 SH   DFND 17 2,137 0 0
AMERICAN NATL INS CO COM 028591105 606 5,150 SH   DFND 21 4,221 0 929
AMERICAN STS WTR CO COM 029899101 12,821 147,982 SH   DFND 17 147,982 0 0
AMERICAN STS WTR CO COM 029899101 1,477 17,042 SH   DFND 21 17,042 0 0
AMERICAN TOWER CORP NEW COM 03027X100 36,579 159,163 SH   DFND 4 159,163 0 0
AMERICAN TOWER CORP NEW COM 03027X100 81,234 353,466 SH   DFND 17 351,521 0 1,945
AMERICAN TOWER CORP NEW COM 03027X100 82,409 358,582 SH   DFND 21 296,756 0 61,826
AMERICAN TOWER CORP NEW COM 03027X100 141 612 SH   DFND 25 612 0 0
AMERICAN TOWER CORP NEW CALL 03027X900 13,697 59,600 SH Call DFND 4 59,600 0 0
AMERICAN TOWER CORP NEW PUT 03027X950 30,152 131,200 SH Put DFND 4 131,200 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 119 967 SH   DFND 4 967 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 75,631 615,637 SH   DFND 17 615,629 0 8
AMERICAN WTR WKS CO INC NEW COM 030420103 12,703 103,400 SH   DFND 21 99,720 0 3,680
AMERICAN WTR WKS CO INC NEW COM 030420103 9,091 74,000 SH   DFND 24 74,000 0 0
AMERICAN WTR WKS CO INC NEW CALL 030420903 639 5,200 SH Call DFND 4 5,200 0 0
AMERICAN WTR WKS CO INC NEW PUT 030420953 1,413 11,500 SH Put DFND 4 11,500 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 1,117 10,687 SH   DFND 17 8,817 0 1,870
AMERICAS CAR MART INC COM 03062T105 236 2,151 SH   DFND 17 2,151 0 0
AMERICAS CAR MART INC COM 03062T105 1,486 13,549 SH   DFND 21 11,734 0 1,815
AMERICOLD RLTY TR COM 03064D108 7,363 210,000 SH   DFND 4 210,000 0 0
AMERICOLD RLTY TR COM 03064D108 12,539 357,635 SH   DFND 17 235,267 0 122,368
AMERISAFE INC COM 03071H100 344 5,217 SH   DFND 17 5,217 0 0
AMERISOURCEBERGEN CORP COM 03073E105 851 10,012 SH   DFND 17 10,012 0 0
AMERISOURCEBERGEN CORP COM 03073E105 160 1,886 SH   DFND 20 1,886 0 0
AMERISOURCEBERGEN CORP COM 03073E105 16,112 189,512 SH   DFND 21 187,761 0 1,751
AMERIPRISE FINL INC COM 03076C106 68,544 411,479 SH   DFND 17 409,147 0 2,332
AMERIPRISE FINL INC COM 03076C106 75,498 453,225 SH   DFND 21 186,624 0 266,601
AMERIS BANCORP COM 03076K108 15,788 371,134 SH   DFND 17 239,057 0 132,077
AMETEK INC NEW COM 031100100 42,762 428,737 SH   DFND 17 400,744 0 27,993
AMETEK INC NEW COM 031100100 31,995 320,788 SH   DFND 20 121,345 0 199,443
AMETEK INC NEW COM 031100100 180,256 1,807,258 SH   DFND 21 1,767,099 0 40,159
AMETEK INC NEW COM 031100100 10,540 105,672 SH   DFND 24 105,672 0 0
AMGEN INC COM 031162100 71,199 295,347 SH   DFND 17 282,427 0 12,920
AMGEN INC COM 031162100 374 1,550 SH   DFND 20 1,550 0 0
AMGEN INC COM 031162100 212,032 879,544 SH   DFND 21 572,697 0 306,847
AMGEN INC COM 031162100 9,787 40,600 SH   DFND 24 40,600 0 0
AMGEN INC COM 031162100 149 620 SH   DFND 25 620 0 0
AMGEN INC CALL 031162900 19,406 80,500 SH Call DFND 4 80,500 0 0
AMGEN INC PUT 031162950 45,514 188,800 SH Put DFND 4 188,800 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,278 131,237 SH   DFND 17 131,237 0 0
AMICUS THERAPEUTICS INC COM 03152W109 146 15,000 SH   DFND 24 15,000 0 0
AMKOR TECHNOLOGY INC COM 031652100 346 26,605 SH   DFND 17 26,605 0 0
AMKOR TECHNOLOGY INC COM 031652100 887 68,232 SH   DFND 21 68,232 0 0
AMPHENOL CORP NEW CL A 032095101 5,807 53,656 SH   DFND 17 53,656 0 0
AMPHENOL CORP NEW CL A 032095101 3,539 32,698 SH   DFND 20 32,698 0 0
AMPHENOL CORP NEW CL A 032095101 40,952 378,383 SH   DFND 21 363,285 0 15,098
AMPHENOL CORP NEW CALL 032095901 985 9,100 SH Call DFND 4 9,100 0 0
AMPHENOL CORP NEW PUT 032095951 530 4,900 SH Put DFND 4 4,900 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,007 52,202 SH   DFND 17 52,202 0 0
AMYRIS INC COM NEW 03236M200 2,775 897,952 SH   DFND 17 897,952 0 0
ANALOG DEVICES INC COM 032654105 74,670 628,325 SH   DFND 17 598,940 0 29,385
ANALOG DEVICES INC CALL 032654905 4,100 34,500 SH Call DFND 4 34,500 0 0
ANALOG DEVICES INC PUT 032654955 8,307 69,900 SH Put DFND 4 69,900 0 0
ANAPTYSBIO INC COM 032724106 174 10,730 SH   DFND 17 10,730 0 0
ANAPTYSBIO INC COM 032724106 47 2,900 SH   DFND 24 2,900 0 0
ANAPLAN INC COM 03272L108 213 4,066 SH   DFND 17 4,066 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 11,591 518,840 SH   DFND 17 463,640 0 55,200
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 11,305 506,024 SH   DFND 21 506,024 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4,380 53,387 SH   DFND 17 53,387 0 0
ANIXTER INTL INC COM 035290105 119 1,297 SH   DFND 17 1,297 0 0
ANIXTER INTL INC COM 035290105 545 5,921 SH   DFND 21 5,921 0 0
ANNALY CAP MGMT INC COM 035710409 7,513 797,609 SH   DFND 17 797,609 0 0
ANNALY CAP MGMT INC COM 035710409 20,568 2,183,445 SH   DFND 21 1,202,523 0 980,922
ANNALY CAP MGMT INC COM 035710409 47 4,962 SH   DFND 25 4,962 0 0
ANSYS INC COM 03662Q105 1,441 5,598 SH   DFND 17 5,598 0 0
ANSYS INC COM 03662Q105 1,680 6,528 SH   DFND 21 2,297 0 4,231
ANTARES PHARMA INC COM 036642106 1,853 394,158 SH   DFND 17 394,158 0 0
ANTERO RES CORP COM 03674X106 140 49,037 SH   DFND 17 49,037 0 0
ANTHEM INC COM 036752103 19,273 63,810 SH   DFND 4 63,810 0 0
ANTHEM INC COM 036752103 223,690 740,623 SH   DFND 17 730,403 0 10,220
ANTHEM INC COM 036752103 333 1,104 SH   DFND 20 1,104 0 0
ANTHEM INC COM 036752103 149,148 493,819 SH   DFND 21 288,146 0 205,673
ANTHEM INC COM 036752103 2,084 6,900 SH   DFND 24 6,900 0 0
ANTHEM INC COM 036752103 149 494 SH   DFND 25 494 0 0
ANTHEM INC CALL 036752903 11,296 37,400 SH Call DFND 4 37,400 0 0
ANTHEM INC PUT 036752953 25,008 82,800 SH Put DFND 4 82,800 0 0
ANTERO MIDSTREAM CORP COM 03676B102 92 12,124 SH   DFND 17 12,124 0 0
ANTERIX INC COM 03676C100 58,686 1,358,156 SH   DFND 4 1,358,156 0 0
ANTERIX INC COM 03676C100 20 457 SH   DFND 17 457 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 117 33,192 SH   DFND 17 33,192 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 502 142,515 SH   DFND 21 142,515 0 0
APACHE CORP COM 037411105 637 24,888 SH   DFND 17 24,888 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 10,023 194,051 SH   DFND 4 194,051 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 508 9,830 SH   DFND 17 9,830 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 652 21,304 SH   DFND 17 21,304 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 285 9,300 SH   DFND 24 9,300 0 0
APOLLO INVT CORP COM NEW 03761U502 977 55,957 SH   DFND 17 55,957 0 0
APOLLO INVT CORP COM NEW 03761U502 2,113 121,032 SH   DFND 21 103,721 0 17,311
APOLLO COML REAL EST FIN INC COM 03762U105 6,942 379,574 SH   DFND 17 379,574 0 0
APPLE INC COM 037833100 40,383 137,520 SH   DFND 4 137,520 0 0
APPLE INC COM 037833100 1,062,201 3,617,235 SH   DFND 17 3,463,573 0 153,662
APPLE INC COM 037833100 16,957 57,746 SH   DFND 20 6,932 0 50,814
APPLE INC COM 037833100 926,684 3,155,742 SH   DFND 21 2,078,942 0 1,076,800
APPLE INC COM 037833100 5,286 18,000 SH   DFND 24 18,000 0 0
APPLE INC COM 037833100 799 2,722 SH   DFND 25 2,722 0 0
APPLE INC CALL 037833900 240,646 819,500 SH Call DFND 4 819,500 0 0
APPLE INC PUT 037833950 471,279 1,604,900 SH Put DFND 4 1,604,900 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 437 26,921 SH   DFND 17 26,921 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 4,205 258,754 SH   DFND 21 195,576 0 63,178
APPLIED INDL TECHNOLOGIES IN COM 03820C105 294 4,407 SH   DFND 17 4,407 0 0
APPLIED MATLS INC COM 038222105 1,795 29,412 SH   DFND 4 29,412 0 0
APPLIED MATLS INC COM 038222105 137,097 2,246,025 SH   DFND 17 2,060,045 0 185,980
APPLIED MATLS INC COM 038222105 301 4,933 SH   DFND 20 4,933 0 0
APPLIED MATLS INC COM 038222105 70,897 1,161,484 SH   DFND 21 964,713 0 196,771
APPLIED MATLS INC COM 038222105 134 2,199 SH   DFND 25 2,199 0 0
APPLIED MATLS INC CALL 038222905 5,988 98,100 SH Call DFND 4 98,100 0 0
APPLIED MATLS INC PUT 038222955 13,557 222,100 SH Put DFND 4 222,100 0 0
APTARGROUP INC COM 038336103 353 3,052 SH   DFND 17 3,052 0 0
AQUA AMERICA INC COM 03836W103 26,727 569,383 SH   DFND 17 569,383 0 0
AQUA AMERICA INC COM 03836W103 6,912 147,258 SH   DFND 21 147,258 0 0
ARAMARK COM 03852U106 507 11,682 SH   DFND 17 11,682 0 0
ARBOR RLTY TR INC COM 038923108 1,564 109,022 SH   DFND 17 109,022 0 0
ARBOR RLTY TR INC COM 038923108 8,474 590,546 SH   DFND 21 492,132 0 98,414
ARCBEST CORP COM 03937C105 261 9,450 SH   DFND 17 9,450 0 0
ARCH COAL INC CL A 039380407 583 8,127 SH   DFND 17 8,127 0 0
ARCH COAL INC CL A 039380407 1,131 15,765 SH   DFND 21 9,684 0 6,081
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 16,738 954,262 SH   DFND 17 954,262 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 41,413 893,493 SH   DFND 17 893,493 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 68 1,459 SH   DFND 20 1,459 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 29,315 632,479 SH   DFND 21 263,756 0 368,723
ARCHER DANIELS MIDLAND CO COM 039483102 3,476 75,000 SH   DFND 24 75,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 77 1,662 SH   DFND 25 1,662 0 0
ARCHER DANIELS MIDLAND CO CALL 039483902 2,452 52,900 SH Call DFND 4 52,900 0 0
ARCHER DANIELS MIDLAND CO PUT 039483952 2,864 61,800 SH Put DFND 4 61,800 0 0
ARCHROCK INC COM 03957W106 9,132 909,605 SH   DFND 17 909,605 0 0
ARCHROCK INC COM 03957W106 1,062 105,812 SH   DFND 21 0 0 105,812
ARCONIC INC COM 03965L100 790 25,673 SH   DFND 17 25,673 0 0
ARCONIC INC COM 03965L100 2,998 97,434 SH   DFND 21 58,861 0 38,573
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 484 13,554 SH   DFND 17 13,554 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 3,320 73,086 SH   DFND 17 69,931 0 3,155
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,181 26,000 SH   DFND 24 26,000 0 0
ARES CAP CORP COM 04010L103 3,768 202,061 SH   DFND 21 53,406 0 148,655
ARES COML REAL ESTATE CORP COM 04013V108 261 16,449 SH   DFND 17 16,449 0 0
ARES COML REAL ESTATE CORP COM 04013V108 814 51,367 SH   DFND 21 51,367 0 0
ARGENX SE SPONSORED ADR 04016X101 2,519 15,690 SH   DFND 17 15,690 0 0
ARGENX SE SPONSORED ADR 04016X101 963 6,000 SH   DFND 24 6,000 0 0
ARISTA NETWORKS INC COM 040413106 9,233 45,394 SH   DFND 17 41,199 0 4,195
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,072 59,989 SH   DFND 17 59,989 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 2,843 159,097 SH   DFND 21 159,097 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,962 20,880 SH   DFND 17 20,880 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 14,844 157,966 SH   DFND 21 125,298 0 32,668
ARQULE INC COM 04269E107 150 7,501 SH   DFND 17 7,501 0 0
ARQULE INC COM 04269E107 184 9,212 SH   DFND 21 9,212 0 0
ARROW ELECTRS INC COM 042735100 423 4,995 SH   DFND 17 4,995 0 0
ARROW ELECTRS INC COM 042735100 118 1,396 SH   DFND 20 1,396 0 0
ARROW ELECTRS INC COM 042735100 24,529 289,456 SH   DFND 21 144,633 0 144,823
ARROW ELECTRS INC COM 042735100 53 625 SH   DFND 25 625 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 2,264 35,687 SH   DFND 17 35,687 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,863 29,372 SH   DFND 21 29,372 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 482 7,600 SH   DFND 24 7,600 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,153 66,624 SH   DFND 17 66,624 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 16,011 495,384 SH   DFND 21 292,750 0 202,634
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,098 9,823 SH   DFND 17 8,123 0 1,700
ASBURY AUTOMOTIVE GROUP INC COM 043436104 402 3,593 SH   DFND 21 3,593 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 3,726 26,780 SH   DFND 17 26,780 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,628 11,700 SH   DFND 24 11,700 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 220 2,869 SH   DFND 17 2,869 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,975 24,601 SH   DFND 17 22,976 0 1,625
ASPEN TECHNOLOGY INC COM 045327103 6,020 49,778 SH   DFND 21 32,211 0 17,567
ASSEMBLY BIOSCIENCES INC COM 045396108 941 45,981 SH   DFND 17 45,981 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 321 15,700 SH   DFND 24 15,700 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 2,142 1,713,235 SH   DFND 17 1,713,235 0 0
ASSOCIATED BANC CORP COM 045487105 10,199 462,733 SH   DFND 17 462,733 0 0
ASSURANT INC COM 04621X108 1,799 13,722 SH   DFND 17 13,722 0 0
ASSURANT INC COM 04621X108 5,776 44,062 SH   DFND 21 44,062 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 120,613 937,745 SH   DFND 17 883,380 0 54,365
ASTRAZENECA PLC SPONSORED ADR 046353108 87,927 1,763,476 SH   DFND 17 1,657,301 0 106,175
ATKORE INTL GROUP INC COM 047649108 6,365 157,308 SH   DFND 17 150,808 0 6,500
ATKORE INTL GROUP INC COM 047649108 38 949 SH   DFND 20 949 0 0
ATKORE INTL GROUP INC COM 047649108 6,909 170,763 SH   DFND 21 160,236 0 10,527
ATLANTIC CAP BANCSHARES INC COM 048269203 383 20,849 SH   DFND 17 20,849 0 0
ATLANTIC UN BANKSHARES CORP COM 04911A107 8,484 225,949 SH   DFND 17 225,949 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 49,058 53,600,000 PRN   DFND 17 53,600,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 8,849 10,350,000 PRN   DFND 17 10,350,000 0 0
ATMOS ENERGY CORP COM 049560105 9,449 84,469 SH   DFND 17 84,464 0 5
ATMOS ENERGY CORP COM 049560105 1,586 14,179 SH   DFND 21 14,179 0 0
ATRION CORP COM 049904105 46 61 SH   DFND 17 61 0 0
ATRION CORP COM 049904105 290 386 SH   DFND 21 386 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 27,388 457,683 SH   DFND 4 397,381 0 60,302
AUDENTES THERAPEUTICS INC COM 05070R104 1,276 21,318 SH   DFND 17 21,318 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 1,340 22,400 SH   DFND 21 22,400 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 4,094 201,940 SH   DFND 17 185,730 0 16,210
AURINIA PHARMACEUTICALS INC COM 05156V102 274 13,500 SH   DFND 24 13,500 0 0
AUTODESK INC COM 052769106 21 115 SH   DFND 4 115 0 0
AUTODESK INC COM 052769106 28,138 153,372 SH   DFND 17 128,927 0 24,445
AUTODESK INC COM 052769106 725 3,950 SH   DFND 21 3,950 0 0
AUTODESK INC CALL 052769906 1,725 9,400 SH Call DFND 4 9,400 0 0
AUTODESK INC PUT 052769956 5,137 28,000 SH Put DFND 4 28,000 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 305 3,814 SH   DFND 17 3,814 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 873 10,908 SH   DFND 20 10,908 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,262 54,324 SH   DFND 4 54,324 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 72,891 427,514 SH   DFND 17 425,420 0 2,094
AUTOMATIC DATA PROCESSING IN COM 053015103 2,004 11,752 SH   DFND 20 11,752 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 127,377 747,078 SH   DFND 21 433,119 0 313,959
AUTOMATIC DATA PROCESSING IN COM 053015103 127 742 SH   DFND 25 742 0 0
AUTOMATIC DATA PROCESSING IN CALL 053015903 7,025 41,200 SH Call DFND 4 41,200 0 0
AUTOMATIC DATA PROCESSING IN PUT 053015953 18,380 107,800 SH Put DFND 4 107,800 0 0
AUTOZONE INC COM 053332102 14,660 12,306 SH   DFND 17 11,406 0 900
AUTOZONE INC COM 053332102 9,173 7,700 SH   DFND 21 4,790 0 2,910
AUTOZONE INC CALL 053332902 3,574 3,000 SH Call DFND 4 3,000 0 0
AUTOZONE INC PUT 053332952 2,383 2,000 SH Put DFND 4 2,000 0 0
AVALARA INC COM 05338G106 274 3,736 SH   DFND 17 3,736 0 0
AVALONBAY CMNTYS INC COM 053484101 50,699 241,767 SH   DFND 4 241,767 0 0
AVALONBAY CMNTYS INC COM 053484101 14,563 69,445 SH   DFND 17 69,445 0 0
AVALONBAY CMNTYS INC COM 053484101 17,650 84,170 SH   DFND 21 8,641 0 75,529
AVALONBAY CMNTYS INC CALL 053484901 1,489 7,100 SH Call DFND 4 7,100 0 0
AVALONBAY CMNTYS INC PUT 053484951 2,978 14,200 SH Put DFND 4 14,200 0 0
AVAYA HLDGS CORP COM 05351X101 64 4,712 SH   DFND 17 4,712 0 0
AVAYA HLDGS CORP COM 05351X101 60 4,481 SH   DFND 20 4,481 0 0
AVAYA HLDGS CORP COM 05351X101 4,411 326,717 SH   DFND 21 326,717 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 49,864 56,725,000 PRN   DFND 17 56,725,000 0 0
AVANTOR INC COM 05352A100 272 15,005 SH   DFND 17 15,005 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 109,206 1,733,435 SH   DFND 17 1,639,815 0 93,620
AVERY DENNISON CORP COM 053611109 1,777 13,581 SH   DFND 4 13,581 0 0
AVERY DENNISON CORP COM 053611109 53,403 408,216 SH   DFND 17 405,382 0 2,834
AVERY DENNISON CORP COM 053611109 2,244 17,152 SH   DFND 21 2,689 0 14,463
AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 27,964 27,700,000 PRN   DFND 17 27,700,000 0 0
AVIS BUDGET GROUP INC COM 053774105 79 2,450 SH   DFND 17 2,450 0 0
AVIS BUDGET GROUP INC COM 053774105 354 10,979 SH   DFND 21 2,087 0 8,892
AVISTA CORP COM 05379B107 255 5,308 SH   DFND 17 5,308 0 0
AVNET INC COM 053807103 623 14,687 SH   DFND 17 14,687 0 0
AVNET INC COM 053807103 603 14,214 SH   DFND 21 8,331 0 5,883
AVON PRODS INC COM 054303102 78 13,871 SH   DFND 21 13,871 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 6,416 266,272 SH   DFND 17 185,662 0 80,610
AVROBIO INC COM 05455M100 531 26,361 SH   DFND 17 26,361 0 0
AXA EQUITABLE HLDGS INC COM 054561105 4,267 172,198 SH   DFND 17 172,198 0 0
AXA EQUITABLE HLDGS INC COM 054561105 11,937 481,739 SH   DFND 21 342,097 0 139,642
AXA EQUITABLE HLDGS INC COM 054561105 9 357 SH   DFND 25 357 0 0
AXOGEN INC COM 05463X106 1,232 68,839 SH   DFND 17 68,839 0 0
AXON ENTERPRISE INC COM 05464C101 11,412 155,735 SH   DFND 17 112,648 0 43,087
AXSOME THERAPEUTICS INC COM 05464T104 3,158 30,550 SH   DFND 17 30,550 0 0
AXONICS MODULATION TECH INC COM 05465P101 2,858 103,130 SH   DFND 17 82,855 0 20,275
AXONICS MODULATION TECH INC COM 05465P101 1,443 52,084 SH   DFND 21 52,084 0 0
BCE INC COM NEW 05534B760 2,912 62,767 SH   DFND 17 62,767 0 0
BCE INC COM NEW 05534B760 136 2,937 SH   DFND 20 2,937 0 0
BCE INC COM NEW 05534B760 33,724 726,911 SH   DFND 21 432,180 0 294,731
BCE INC COM NEW 05534B760 46 982 SH   DFND 25 982 0 0
BGC PARTNERS INC CL A 05541T101 617 103,849 SH   DFND 17 103,849 0 0
BGC PARTNERS INC CL A 05541T101 59 9,950 SH   DFND 21 9,950 0 0
BG STAFFING INC COM 05544A109 9 422 SH   DFND 17 422 0 0
BG STAFFING INC COM 05544A109 663 30,272 SH   DFND 21 30,272 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 13,385 588,629 SH   DFND 17 575,264 0 13,365
BJS WHSL CLUB HLDGS INC COM 05550J101 336 14,792 SH   DFND 21 5,448 0 9,344
BRP INC COM SUN VTG 05577W200 288 6,320 SH   DFND 17 6,320 0 0
BRP INC COM SUN VTG 05577W200 545 11,938 SH   DFND 21 526 0 11,412
BMC STK HLDGS INC COM 05591B109 2,800 97,607 SH   DFND 17 92,407 0 5,200
BMC STK HLDGS INC COM 05591B109 510 17,785 SH   DFND 21 0 0 17,785
BWX TECHNOLOGIES INC COM 05605H100 3,964 63,858 SH   DFND 17 63,858 0 0
BADGER METER INC COM 056525108 107 1,647 SH   DFND 17 1,647 0 0
BADGER METER INC COM 056525108 1,601 24,655 SH   DFND 21 24,655 0 0
BAIDU INC SPON ADR REP A 056752108 26,886 212,708 SH   DFND 17 195,948 0 16,760
BAIDU INC SPON ADR REP A 056752108 1,447 11,451 SH   DFND 21 11,451 0 0
BAKER HUGHES COMPANY CL A 05722G100 1,798 70,148 SH   DFND 4 70,148 0 0
BAKER HUGHES COMPANY CL A 05722G100 15,149 591,077 SH   DFND 17 591,077 0 0
BAKER HUGHES COMPANY CL A 05722G100 9,615 375,154 SH   DFND 21 368,523 0 6,631
BAKER HUGHES COMPANY CL A 05722G100 331 12,900 SH   DFND 24 12,900 0 0
BALCHEM CORP COM 057665200 226 2,225 SH   DFND 17 2,225 0 0
BALL CORP COM 058498106 734 11,350 SH   DFND 4 11,350 0 0
BALL CORP COM 058498106 10,707 165,557 SH   DFND 17 165,557 0 0
BALL CORP COM 058498106 2,121 32,800 SH   DFND 24 32,800 0 0
BALL CORP CALL 058498906 1,487 23,000 SH Call DFND 4 23,000 0 0
BALL CORP PUT 058498956 1,727 26,700 SH Put DFND 4 26,700 0 0
BALLARD PWR SYS INC NEW COM 058586108 2,455 343,111 SH   DFND 21 343,111 0 0
BANCO BBVA ARGENTINA SA SPONSORED ADS 058934100 478 85,863 SH   DFND 17 85,863 0 0
BANCO BBVA ARGENTINA SA SPONSORED ADS 058934100 2,819 506,092 SH   DFND 21 506,092 0 0
BANCFIRST CORP COM 05945F103 6,084 97,432 SH   DFND 17 97,432 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 5,166 577,260 SH   DFND 17 577,260 0 0
BANCO MACRO SA SPON ADR B 05961W105 212 5,844 SH   DFND 17 5,844 0 0
BANCO MACRO SA SPON ADR B 05961W105 616 17,003 SH   DFND 21 17,003 0 0
BANCO SANTANDER SA ADR 05964H105 3,669 886,121 SH   DFND 17 886,121 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 1,522 125,437 SH   DFND 17 109,237 0 16,200
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,364 194,926 SH   DFND 21 194,926 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 433 7,900 SH   DFND 21 7,900 0 0
BANCORP INC DEL COM 05969A105 137 10,537 SH   DFND 17 10,537 0 0
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 592 87,365 SH   DFND 17 74,765 0 12,600
BANCORPSOUTH BK TUPELO MISS COM 05971J102 2,141 68,172 SH   DFND 17 68,172 0 0
BANK AMER CORP COM 060505104 151,014 4,287,722 SH   DFND 17 4,262,346 0 25,376
BANK AMER CORP COM 060505104 542 15,393 SH   DFND 20 15,393 0 0
BANK AMER CORP COM 060505104 221,533 6,289,965 SH   DFND 21 4,741,270 0 1,548,695
BANK AMER CORP COM 060505104 221 6,280 SH   DFND 25 6,280 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 218,654 150,900 SH   DFND 17 137,840 0 13,060
BANK AMER CORP CALL 060505904 42,123 1,196,000 SH Call DFND 4 1,196,000 0 0
BANK AMER CORP PUT 060505954 62,847 1,784,400 SH Put DFND 4 1,784,400 0 0
BANK MONTREAL QUE COM 063671101 5,939 76,520 SH   DFND 17 76,520 0 0
BANK MONTREAL QUE COM 063671101 233 3,000 SH   DFND 20 3,000 0 0
BANK MONTREAL QUE COM 063671101 40,641 523,660 SH   DFND 21 370,655 0 153,005
BANK MONTREAL QUE COM 063671101 35 451 SH   DFND 25 451 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,755 74,611 SH   DFND 17 74,611 0 0
BANK NEW YORK MELLON CORP CALL 064058900 3,896 77,400 SH Call DFND 4 77,400 0 0
BANK NEW YORK MELLON CORP PUT 064058950 8,199 162,900 SH Put DFND 4 162,900 0 0
BANK N S HALIFAX COM 064149107 1,485 26,246 SH   DFND 17 26,246 0 0
BANK N S HALIFAX COM 064149107 8,873 156,859 SH   DFND 21 85,465 0 71,394
BAOZUN INC SPONSORED ADR 06684L103 1,039 31,360 SH   DFND 20 31,360 0 0
BARINGS BDC INC COM 06759L103 200 19,441 SH   DFND 17 19,441 0 0
BARRICK GOLD CORPORATION COM 067901108 12,220 656,958 SH   DFND 17 656,958 0 0
BARRICK GOLD CORPORATION COM 067901108 27,861 1,497,895 SH   DFND 21 1,421,706 0 76,189
BARRICK GOLD CORPORATION COM 067901108 558 30,000 SH   DFND 24 30,000 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 165 1,824 SH   DFND 17 1,824 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 1,133 12,528 SH   DFND 21 3,655 0 8,873
BAUSCH HEALTH COS INC COM 071734107 8,931 297,934 SH   DFND 17 297,934 0 0
BAUSCH HEALTH COS INC COM 071734107 1,856 61,905 SH   DFND 20 61,905 0 0
BAUSCH HEALTH COS INC COM 071734107 13,737 458,284 SH   DFND 21 289,932 0 168,352
BAUSCH HEALTH COS INC COM 071734107 35 1,163 SH   DFND 25 1,163 0 0
BAXTER INTL INC COM 071813109 17,229 206,036 SH   DFND 17 182,321 0 23,715
BAXTER INTL INC COM 071813109 308 3,689 SH   DFND 20 3,689 0 0
BAXTER INTL INC COM 071813109 58,516 699,785 SH   DFND 21 587,401 0 112,384
BAXTER INTL INC COM 071813109 123 1,466 SH   DFND 25 1,466 0 0
BAXTER INTL INC CALL 071813909 2,116 25,300 SH Call DFND 4 25,300 0 0
BAXTER INTL INC PUT 071813959 6,464 77,300 SH Put DFND 4 77,300 0 0
BECTON DICKINSON & CO COM 075887109 12,437 45,728 SH   DFND 17 42,728 0 3,000
BECTON DICKINSON & CO COM 075887109 256 941 SH   DFND 20 941 0 0
BECTON DICKINSON & CO COM 075887109 53,712 197,492 SH   DFND 21 133,669 0 63,823
BECTON DICKINSON & CO COM 075887109 116 425 SH   DFND 25 425 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 202,312 3,090,620 SH   DFND 17 2,903,020 0 187,600
BECTON DICKINSON & CO CALL 075887909 5,521 20,300 SH Call DFND 4 20,300 0 0
BECTON DICKINSON & CO PUT 075887959 9,791 36,000 SH Put DFND 4 36,000 0 0
BEIGENE LTD SPONSORED ADR 07725L102 478 2,885 SH   DFND 17 2,885 0 0
BEIGENE LTD SPONSORED ADR 07725L102 464 2,800 SH   DFND 24 2,800 0 0
BELDEN INC COM 077454106 59,288 1,077,957 SH   DFND 17 1,077,957 0 0
BENCHMARK ELECTRS INC COM 08160H101 262 7,626 SH   DFND 17 7,626 0 0
BENCHMARK ELECTRS INC COM 08160H101 236 6,872 SH   DFND 21 0 0 6,872
BENEFITFOCUS INC COM 08180D106 28 1,260 SH   DFND 17 1,260 0 0
BENEFITFOCUS INC COM 08180D106 256 11,680 SH   DFND 21 11,680 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 16,102 18,820,000 PRN   DFND 17 18,820,000 0 0
BERKLEY W R CORP COM 084423102 661 9,573 SH   DFND 17 9,573 0 0
BERKLEY W R CORP COM 084423102 804 11,635 SH   DFND 21 11,635 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 45,836 202,367 SH   DFND 17 202,367 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 103 456 SH   DFND 20 456 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 91,044 401,962 SH   DFND 21 384,884 0 17,078
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 43 189 SH   DFND 25 189 0 0
BERKSHIRE HATHAWAY INC DEL CALL 084670902 64,235 283,600 SH Call DFND 4 283,600 0 0
BERKSHIRE HATHAWAY INC DEL PUT 084670952 106,025 468,100 SH Put DFND 4 468,100 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 981 29,826 SH   DFND 17 29,826 0 0
BERRY GLOBAL GROUP INC COM 08579W103 299 6,290 SH   DFND 17 6,290 0 0
BERRY GLOBAL GROUP INC COM 08579W103 1,519 31,978 SH   DFND 21 31,978 0 0
BERRY PETE CORP COM 08579X101 153 16,260 SH   DFND 17 16,260 0 0
BERRY PETE CORP COM 08579X101 17 1,808 SH   DFND 20 1,808 0 0
BERRY PETE CORP COM 08579X101 2,117 224,546 SH   DFND 21 193,405 0 31,141
BERRY PETE CORP COM 08579X101 8 849 SH   DFND 25 849 0 0
BEST BUY INC COM 086516101 26,410 300,800 SH   DFND 17 300,800 0 0
BEST BUY INC COM 086516101 308 3,511 SH   DFND 20 3,511 0 0
BEST BUY INC COM 086516101 76,727 873,887 SH   DFND 21 673,688 0 200,199
BEST BUY INC COM 086516101 61 695 SH   DFND 25 695 0 0
BEYOND AIR INC COM 08862L103 2,709 517,955 SH   DFND 17 517,955 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 48 15,958 SH   DFND 17 15,958 0 0
BILIBILI INC SPONS ADS REP Z 090040106 10,222 549,000 SH   DFND 4 549,000 0 0
BIO RAD LABS INC CL A 090572207 22,466 60,715 SH   DFND 17 48,045 0 12,670
BIO RAD LABS INC CL A 090572207 444 1,200 SH   DFND 20 1,200 0 0
BIO RAD LABS INC CL A 090572207 9,519 25,725 SH   DFND 21 25,486 0 239
BIOMARIN PHARMACEUTICAL INC COM 09061G101 26,898 318,133 SH   DFND 17 310,133 0 8,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 381 4,511 SH   DFND 21 0 0 4,511
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,027 35,800 SH   DFND 24 35,800 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 57,631 52,955,000 PRN   DFND 17 52,955,000 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 1,485 91,761 SH   DFND 17 91,761 0 0
BIOGEN INC COM 09062X103 104,732 352,955 SH   DFND 17 352,955 0 0
BIOGEN INC COM 09062X103 315 1,063 SH   DFND 20 1,063 0 0
BIOGEN INC COM 09062X103 76,765 258,702 SH   DFND 21 175,500 0 83,202
BIOGEN INC COM 09062X103 6,113 20,600 SH   DFND 24 20,600 0 0
BIOGEN INC COM 09062X103 120 405 SH   DFND 25 405 0 0
BIOGEN INC CALL 09062X903 15,845 53,400 SH Call DFND 4 53,400 0 0
BIOGEN INC PUT 09062X953 29,347 98,900 SH Put DFND 4 98,900 0 0
BIOTELEMETRY INC COM 090672106 1,845 39,844 SH   DFND 17 39,844 0 0
BIOTELEMETRY INC COM 090672106 4,246 91,709 SH   DFND 21 91,709 0 0
BIO TECHNE CORP COM 09073M104 1,267 5,774 SH   DFND 17 5,774 0 0
BIO TECHNE CORP COM 09073M104 489 2,229 SH   DFND 21 2,229 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 1,260 22,120 SH   DFND 17 22,120 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,967 52,108 SH   DFND 21 43,564 0 8,544
BITAUTO HLDGS LTD SPONSORED ADS 091727107 769 51,843 SH   DFND 21 51,843 0 0
BJS RESTAURANTS INC COM 09180C106 511 13,463 SH   DFND 17 13,463 0 0
BLACK HILLS CORP COM 092113109 10,967 139,631 SH   DFND 17 139,631 0 0
BLACK HILLS CORP COM 092113109 4,477 56,999 SH   DFND 21 54,215 0 2,784
BLACK KNIGHT INC COM 09215C105 3,688 57,195 SH   DFND 17 57,195 0 0
BLACKLINE INC COM 09239B109 1,183 22,949 SH   DFND 17 22,949 0 0
BLACKROCK INC COM 09247X101 9,059 18,021 SH   DFND 17 17,761 0 260
BLACKROCK INC COM 09247X101 20,693 41,163 SH   DFND 21 40,103 0 1,060
BLACKROCK INC CALL 09247X901 11,914 23,700 SH Call DFND 4 23,700 0 0
BLACKROCK INC CALL 09247X901 5,027 10,000 SH Call DFND 21 10,000 0 0
BLACKROCK INC PUT 09247X951 29,508 58,700 SH Put DFND 4 58,700 0 0
BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 698 49,820 SH   DFND 4 49,820 0 0
BLACKROCK MUNIENHANCED FD IN COM 09253Y100 791 70,850 SH   DFND 4 70,850 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 1,304 103,710 SH   DFND 4 103,710 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254F100 1,039 69,065 SH   DFND 4 69,065 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 883 62,230 SH   DFND 4 62,230 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 972 67,750 SH   DFND 4 67,750 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 8,562 230,043 SH   DFND 17 230,043 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 29,836 28,015,000 PRN   DFND 17 16,715,000 0 11,300,000
BLACKSTONE GROUP INC COM CL A 09260D107 2,310 41,296 SH   DFND 17 41,296 0 0
BLOCK H & R INC COM 093671105 1,934 82,387 SH   DFND 17 82,387 0 0
BLOCK H & R INC COM 093671105 305 12,989 SH   DFND 21 0 0 12,989
BLOOM ENERGY CORP COM CL A 093712107 8,651 1,158,094 SH   DFND 17 942,209 0 215,885
BLOOMIN BRANDS INC COM 094235108 82 3,711 SH   DFND 17 3,711 0 0
BLOOMIN BRANDS INC COM 094235108 177 8,024 SH   DFND 21 0 0 8,024
BLUCORA INC COM 095229100 321 12,261 SH   DFND 17 12,261 0 0
BLUCORA INC COM 095229100 673 25,763 SH   DFND 21 25,763 0 0
BLUEBIRD BIO INC COM 09609G100 1,212 13,810 SH   DFND 17 13,810 0 0
BLUEBIRD BIO INC COM 09609G100 132 1,500 SH   DFND 24 1,500 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,027 25,308 SH   DFND 17 25,308 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 761 9,500 SH   DFND 24 9,500 0 0
BOEING CO COM 097023105 36,098 110,811 SH   DFND 4 110,811 0 0
BOEING CO COM 097023105 232,404 713,422 SH   DFND 17 711,342 0 2,080
BOEING CO COM 097023105 21,337 65,499 SH   DFND 21 53,841 0 11,658
BOEING CO CALL 097023905 46,421 142,500 SH Call DFND 4 142,500 0 0
BOEING CO PUT 097023955 88,216 270,800 SH Put DFND 4 270,800 0 0
BOINGO WIRELESS INC COM 09739C102 1,230 112,319 SH   DFND 17 112,319 0 0
BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 33,817 38,710,000 PRN   DFND 17 38,710,000 0 0
BOOKING HLDGS INC COM 09857L108 15,179 7,391 SH   DFND 17 5,831 0 1,560
BOOKING HLDGS INC COM 09857L108 20,250 9,860 SH   DFND 20 0 0 9,860
BOOKING HLDGS INC COM 09857L108 197,587 96,209 SH   DFND 21 87,996 0 8,213
BOOKING HLDGS INC COM 09857L108 2,423 1,180 SH   DFND 24 1,180 0 0
BOOKING HLDGS INC CALL 09857L908 12,733 6,200 SH Call DFND 4 6,200 0 0
BOOKING HLDGS INC PUT 09857L958 43,334 21,100 SH Put DFND 4 21,100 0 0
BOOT BARN HLDGS INC COM 099406100 2,352 52,815 SH   DFND 17 52,815 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 45,724 642,819 SH   DFND 17 611,839 0 30,980
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 19,005 267,181 SH   DFND 21 193,693 0 73,488
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 41 570 SH   DFND 25 570 0 0
BORGWARNER INC COM 099724106 797 18,375 SH   DFND 17 18,375 0 0
BORGWARNER INC COM 099724106 6,039 139,208 SH   DFND 21 81,717 0 57,491
BOSTON BEER INC CL A 100557107 1,223 3,238 SH   DFND 17 2,913 0 325
BOSTON PROPERTIES INC COM 101121101 27,018 195,981 SH   DFND 4 195,981 0 0
BOSTON PROPERTIES INC COM 101121101 14,764 107,094 SH   DFND 17 107,094 0 0
BOSTON SCIENTIFIC CORP COM 101137107 272,711 6,030,765 SH   DFND 17 5,973,215 0 57,550
BOSTON SCIENTIFIC CORP COM 101137107 95 2,090 SH   DFND 20 2,090 0 0
BOSTON SCIENTIFIC CORP COM 101137107 42,845 947,469 SH   DFND 21 701,615 0 245,854
BOSTON SCIENTIFIC CORP COM 101137107 1,868 41,300 SH   DFND 24 41,300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 130 2,879 SH   DFND 25 2,879 0 0
BOSTON SCIENTIFIC CORP CALL 101137907 4,029 89,100 SH Call DFND 4 89,100 0 0
BOSTON SCIENTIFIC CORP PUT 101137957 12,119 268,000 SH Put DFND 4 268,000 0 0
BRADY CORP CL A 104674106 890 15,539 SH   DFND 17 15,539 0 0
BRADY CORP CL A 104674106 4,948 86,420 SH   DFND 21 71,435 0 14,985
BRF SA SPONSORED ADR 10552T107 396 45,535 SH   DFND 21 45,535 0 0
BRIDGEBIO PHARMA INC COM 10806X102 2,653 75,696 SH   DFND 17 70,266 0 5,430
BRIDGEBIO PHARMA INC COM 10806X102 189 5,400 SH   DFND 24 5,400 0 0
BRIGGS & STRATTON CORP COM 109043109 12 1,755 SH   DFND 17 1,755 0 0
BRIGGS & STRATTON CORP COM 109043109 79 11,859 SH   DFND 21 11,859 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 14,254 94,841 SH   DFND 17 70,763 0 24,078
BRIGHT HORIZONS FAM SOL IN D COM 109194100 13,976 92,991 SH   DFND 20 0 0 92,991
BRIGHT HORIZONS FAM SOL IN D COM 109194100 65,873 438,308 SH   DFND 21 342,050 0 96,258
BRIGHTCOVE INC COM 10921T101 1,467 168,821 SH   DFND 17 168,821 0 0
BRIGHTHOUSE FINL INC COM 10922N103 202 5,156 SH   DFND 17 5,156 0 0
BRIGHTHOUSE FINL INC COM 10922N103 40 1,032 SH   DFND 21 1,032 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 583 34,540 SH   DFND 17 34,540 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 19 1,141 SH   DFND 20 1,141 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 1,989 117,914 SH   DFND 21 105,682 0 12,232
BRINKER INTL INC COM 109641100 1,068 25,438 SH   DFND 17 24,038 0 1,400
BRINKER INTL INC COM 109641100 3,010 71,661 SH   DFND 21 49,227 0 22,434
BRINKS CO COM 109696104 11,863 130,823 SH   DFND 17 71,825 0 58,998
BRISTOL MYERS SQUIBB CO COM 110122108 29,842 464,900 SH   DFND 4 464,900 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 322,618 5,025,983 SH   DFND 17 4,931,947 0 94,036
BRISTOL MYERS SQUIBB CO COM 110122108 319 4,975 SH   DFND 20 4,975 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 120,827 1,882,338 SH   DFND 21 1,535,020 0 347,318
BRISTOL MYERS SQUIBB CO COM 110122108 3,607 56,200 SH   DFND 24 56,200 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 74 1,148 SH   DFND 25 1,148 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 144 47,999 SH   DFND 17 47,999 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 426 141,650 SH   DFND 21 117,060 0 24,590
BRISTOL MYERS SQUIBB CO CALL 110122908 8,043 125,300 SH Call DFND 4 125,300 0 0
BRISTOL MYERS SQUIBB CO PUT 110122958 27,961 435,600 SH Put DFND 4 435,600 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2 43 SH   DFND 17 43 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 642 15,118 SH   DFND 21 15,118 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 5,229 241,967 SH   DFND 17 241,967 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 18,372 850,158 SH   DFND 21 722,060 0 128,098
BRIXMOR PPTY GROUP INC COM 11120U105 31 1,416 SH   DFND 25 1,416 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,496 12,106 SH   DFND 17 12,106 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,200 74,471 SH   DFND 21 57,933 0 16,538
BROADCOM INC COM 11135F101 510,395 1,615,072 SH   DFND 17 1,573,214 0 41,858
BROADCOM INC COM 11135F101 69,863 221,070 SH   DFND 21 150,966 0 70,104
BROADCOM INC COM 11135F101 151 479 SH   DFND 25 479 0 0
BROADCOM INC 8% CNV PFD SER A 11135F200 277,583 235,645 SH   DFND 17 212,015 0 23,630
BROADCOM INC CALL 11135F901 26,862 85,000 SH Call DFND 4 85,000 0 0
BROADCOM INC PUT 11135F951 50,532 159,900 SH Put DFND 4 159,900 0 0
BROOKDALE SR LIVING INC COM 112463104 367 50,438 SH   DFND 4 50,438 0 0
BROOKDALE SR LIVING INC COM 112463104 57 7,841 SH   DFND 17 7,841 0 0
BROWN & BROWN INC COM 115236101 9,978 252,729 SH   DFND 17 115,581 0 137,148
BROWN FORMAN CORP CL B 115637209 786 11,632 SH   DFND 17 11,632 0 0
BRUKER CORP COM 116794108 4,746 93,114 SH   DFND 17 93,114 0 0
BRUKER CORP COM 116794108 3,765 73,862 SH   DFND 21 46,956 0 26,906
BRUNSWICK CORP COM 117043109 232 3,864 SH   DFND 17 3,864 0 0
B2GOLD CORP COM 11777Q209 12,094 3,010,212 SH   DFND 21 2,656,743 0 353,469
BUILDERS FIRSTSOURCE INC COM 12008R107 6,898 271,475 SH   DFND 17 264,275 0 7,200
BUILDERS FIRSTSOURCE INC COM 12008R107 134 5,291 SH   DFND 20 5,291 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 14,940 587,938 SH   DFND 21 475,499 0 112,439
BUILDERS FIRSTSOURCE INC COM 12008R107 56 2,191 SH   DFND 25 2,191 0 0
BURLINGTON STORES INC COM 122017106 62,405 273,669 SH   DFND 17 272,604 0 1,065
CAE INC COM 124765108 978 36,870 SH   DFND 17 36,870 0 0
CAE INC COM 124765108 1,129 42,581 SH   DFND 21 42,581 0 0
CAI INTERNATIONAL INC COM 12477X106 347 11,968 SH   DFND 17 11,968 0 0
CAI INTERNATIONAL INC COM 12477X106 170 5,864 SH   DFND 21 758 0 5,106
CAI INTERNATIONAL INC COM 12477X106 11 372 SH   DFND 25 372 0 0
CBIZ INC COM 124805102 7,573 280,892 SH   DFND 17 114,631 0 166,261
CBIZ INC COM 124805102 225 8,338 SH   DFND 21 2,823 0 5,515
CBTX INC COM 12481V104 201 6,472 SH   DFND 17 6,472 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 25,123 209,361 SH   DFND 17 206,041 0 3,320
CBOE GLOBAL MARKETS INC COM 12503M108 321 2,674 SH   DFND 21 0 0 2,674
CBRE GROUP INC CL A 12504L109 9,325 152,141 SH   DFND 17 123,950 0 28,191
CBRE GROUP INC CL A 12504L109 3,276 53,447 SH   DFND 21 40,149 0 13,298
CDK GLOBAL INC COM 12508E101 317 5,796 SH   DFND 17 5,796 0 0
CDW CORP COM 12514G108 45,608 319,295 SH   DFND 17 299,195 0 20,100
CDW CORP COM 12514G108 131 915 SH   DFND 20 915 0 0
CDW CORP COM 12514G108 44,538 311,800 SH   DFND 21 297,993 0 13,807
CF INDS HLDGS INC COM 125269100 16,187 339,056 SH   DFND 17 334,096 0 4,960
CF INDS HLDGS INC COM 125269100 2,821 59,081 SH   DFND 21 47,069 0 12,012
CF INDS HLDGS INC COM 125269100 6,493 136,000 SH   DFND 24 136,000 0 0
CGI INC CL A SUB VTG 12532H104 175 2,092 SH   DFND 20 2,092 0 0
CGI INC CL A SUB VTG 12532H104 23,970 286,028 SH   DFND 21 171,759 0 114,269
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 701 8,960 SH   DFND 17 8,960 0 0
CIGNA CORP NEW COM 125523100 17,812 87,104 SH   DFND 17 87,104 0 0
CIGNA CORP NEW COM 125523100 46 226 SH   DFND 20 226 0 0
CIGNA CORP NEW COM 125523100 69,354 339,158 SH   DFND 21 260,949 0 78,209
CIGNA CORP NEW COM 125523100 125 610 SH   DFND 25 610 0 0
CIGNA CORP NEW CALL 125523900 9,979 48,800 SH Call DFND 4 48,800 0 0
CIGNA CORP NEW PUT 125523950 19,876 97,200 SH Put DFND 4 97,200 0 0
CIT GROUP INC COM NEW 125581801 1,201 26,331 SH   DFND 4 26,331 0 0
CIT GROUP INC COM NEW 125581801 206 4,516 SH   DFND 17 4,516 0 0
CME GROUP INC COM 12572Q105 4,425 22,047 SH   DFND 4 22,047 0 0
CME GROUP INC COM 12572Q105 25,565 127,366 SH   DFND 17 127,366 0 0
CME GROUP INC COM 12572Q105 13,177 65,650 SH   DFND 21 65,650 0 0
CME GROUP INC CALL 12572Q905 10,217 50,900 SH Call DFND 4 50,900 0 0
CME GROUP INC PUT 12572Q955 27,960 139,300 SH Put DFND 4 139,300 0 0
CMS ENERGY CORP COM 125896100 1,720 27,376 SH   DFND 17 27,376 0 0
CMS ENERGY CORP COM 125896100 1,068 17,003 SH   DFND 21 17,003 0 0
CNA FINL CORP COM 126117100 430 9,593 SH   DFND 17 9,593 0 0
CNA FINL CORP COM 126117100 39 873 SH   DFND 20 873 0 0
CNA FINL CORP COM 126117100 14,594 325,687 SH   DFND 21 272,540 0 53,147
CNA FINL CORP COM 126117100 20 445 SH   DFND 25 445 0 0
CRA INTL INC COM 12618T105 1,668 30,619 SH   DFND 17 30,619 0 0
CNO FINL GROUP INC COM 12621E103 4,886 269,471 SH   DFND 17 269,471 0 0
CNO FINL GROUP INC COM 12621E103 153 8,445 SH   DFND 21 8,445 0 0
CSG SYS INTL INC COM 126349109 73 1,403 SH   DFND 17 1,403 0 0
CSG SYS INTL INC COM 126349109 4,980 96,184 SH   DFND 21 34,881 0 61,303
CSX CORP COM 126408103 1,501 20,740 SH   DFND 4 20,740 0 0
CSX CORP COM 126408103 4,285 59,217 SH   DFND 17 59,217 0 0
CSX CORP COM 126408103 304 4,203 SH   DFND 21 0 0 4,203
CSX CORP CALL 126408903 3,647 50,400 SH Call DFND 4 50,400 0 0
CSX CORP PUT 126408953 10,854 150,000 SH Put DFND 4 150,000 0 0
CTS CORP COM 126501105 41 1,382 SH   DFND 17 1,382 0 0
CTS CORP COM 126501105 789 26,281 SH   DFND 21 26,281 0 0
CNX RESOURCES CORPORATION COM 12653C108 663 74,906 SH   DFND 17 74,906 0 0
CNX RESOURCES CORPORATION COM 12653C108 85 9,591 SH   DFND 21 9,591 0 0
CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 9,082 551,776 SH   DFND 4 551,776 0 0
CVR ENERGY INC COM 12662P108 5,546 137,169 SH   DFND 17 137,169 0 0
CVR ENERGY INC COM 12662P108 373 9,218 SH   DFND 21 9,218 0 0
CVS HEALTH CORP COM 126650100 30,701 413,265 SH   DFND 17 389,680 0 23,585
CVS HEALTH CORP COM 126650100 324 4,361 SH   DFND 20 4,361 0 0
CVS HEALTH CORP COM 126650100 109,565 1,474,827 SH   DFND 21 1,066,902 0 407,925
CVS HEALTH CORP COM 126650100 152 2,042 SH   DFND 25 2,042 0 0
CVS HEALTH CORP CALL 126650900 11,589 156,000 SH Call DFND 4 156,000 0 0
CVS HEALTH CORP PUT 126650950 21,648 291,400 SH Put DFND 4 291,400 0 0
CABLE ONE INC COM 12685J105 2,719 1,827 SH   DFND 17 1,827 0 0
CABLE ONE INC COM 12685J105 7,340 4,931 SH   DFND 21 4,931 0 0
CABOT CORP COM 127055101 7,496 157,737 SH   DFND 17 157,737 0 0
CABOT CORP COM 127055101 1,054 22,182 SH   DFND 21 22,182 0 0
CABOT OIL & GAS CORP COM 127097103 5,607 322,064 SH   DFND 17 322,064 0 0
CABOT OIL & GAS CORP COM 127097103 4,889 280,805 SH   DFND 21 280,805 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 9,467 65,600 SH   DFND 17 65,600 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 2,004 13,885 SH   DFND 21 4,036 0 9,849
CACI INTL INC CL A 127190304 10,539 42,157 SH   DFND 17 38,150 0 4,007
CACI INTL INC CL A 127190304 2,274 9,096 SH   DFND 21 5,989 0 3,107
CADENCE DESIGN SYSTEM INC COM 127387108 16,185 233,343 SH   DFND 17 233,343 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 273 3,934 SH   DFND 20 3,934 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 79,686 1,148,876 SH   DFND 21 769,106 0 379,770
CADENCE DESIGN SYSTEM INC COM 127387108 117 1,681 SH   DFND 25 1,681 0 0
CADENCE BANCORPORATION CL A 12739A100 97 5,335 SH   DFND 17 5,335 0 0
CADENCE BANCORPORATION CL A 12739A100 8,160 450,071 SH   DFND 21 213,326 0 236,745
CAESARS ENTMT CORP COM 127686103 526,120 38,685,280 SH   DFND 4 38,680,637 0 4,643
CAESARS ENTMT CORP COM 127686103 374 27,517 SH   DFND 17 27,517 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 155,193 80,567,611 PRN   DFND 4 80,567,611 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 71,007 37,060,000 PRN   DFND 17 36,100,000 0 960,000
CALAMP CORP NOTE 2.000% 8/0 128126AD1 16,611 20,000,000 PRN   DFND 17 20,000,000 0 0
CALAVO GROWERS INC COM 128246105 6,811 75,181 SH   DFND 17 75,181 0 0
CALAVO GROWERS INC COM 128246105 2,511 27,721 SH   DFND 24 27,721 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 20,200 391,778 SH   DFND 17 391,763 0 15
CALIFORNIA WTR SVC GROUP COM 130788102 4,589 89,001 SH   DFND 21 89,001 0 0
CALLON PETE CO DEL COM 13123X102 79 16,376 SH   DFND 17 16,376 0 0
CAMDEN PPTY TR SH BEN INT 133131102 12,044 113,520 SH   DFND 4 113,520 0 0
CAMDEN PPTY TR SH BEN INT 133131102 472 4,450 SH   DFND 17 4,450 0 0
CAMPBELL SOUP CO COM 134429109 2,467 49,926 SH   DFND 17 49,926 0 0
CAMPBELL SOUP CO COM 134429109 2,422 49,000 SH   DFND 24 49,000 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 516 6,188 SH   DFND 17 6,188 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 14,375 172,503 SH   DFND 21 65,700 0 106,803
CANADIAN NATL RY CO COM 136375102 7,293 80,506 SH   DFND 17 80,506 0 0
CANADIAN NATL RY CO COM 136375102 6,128 67,644 SH   DFND 21 67,644 0 0
CANADIAN NAT RES LTD COM 136385101 6,213 191,826 SH   DFND 17 191,826 0 0
CANADIAN NAT RES LTD COM 136385101 20,223 624,375 SH   DFND 21 572,563 0 51,812
CANADIAN NAT RES LTD COM 136385101 113 3,500 SH   DFND 24 3,500 0 0
CANADIAN PAC RY LTD COM 13645T100 20,670 80,970 SH   DFND 17 80,966 0 4
CANADIAN PAC RY LTD COM 13645T100 1,577 6,178 SH   DFND 21 6,178 0 0
CAPITAL ONE FINL CORP COM 14040H105 15,355 149,204 SH   DFND 17 149,204 0 0
CAPITAL ONE FINL CORP COM 14040H105 188 1,827 SH   DFND 20 1,827 0 0
CAPITAL ONE FINL CORP COM 14040H105 79,743 774,880 SH   DFND 21 520,038 0 254,842
CAPITAL ONE FINL CORP COM 14040H105 106 1,033 SH   DFND 25 1,033 0 0
CAPITAL ONE FINL CORP CALL 14040H905 5,969 58,000 SH Call DFND 4 58,000 0 0
CAPITAL ONE FINL CORP PUT 14040H955 14,325 139,200 SH Put DFND 4 139,200 0 0
CAPITOL FED FINL INC COM 14057J101 675 49,152 SH   DFND 17 49,152 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 617 77,918 SH   DFND 17 77,918 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 485 61,201 SH   DFND 21 41,141 0 20,060
CARA THERAPEUTICS INC COM 140755109 665 41,265 SH   DFND 17 41,265 0 0
CARA THERAPEUTICS INC COM 140755109 171 10,600 SH   DFND 24 10,600 0 0
CARDINAL HEALTH INC COM 14149Y108 986 19,487 SH   DFND 17 19,487 0 0
CARDINAL HEALTH INC COM 14149Y108 108 2,144 SH   DFND 20 2,144 0 0
CARDINAL HEALTH INC COM 14149Y108 17,441 344,819 SH   DFND 21 332,171 0 12,648
CARDLYTICS INC COM 14161W105 4,023 63,993 SH   DFND 17 63,993 0 0
CARE COM INC COM 141633107 1,926 128,129 SH   DFND 17 73,279 0 54,850
CAREER EDUCATION CORP COM 141665109 54 2,924 SH   DFND 17 2,924 0 0
CAREER EDUCATION CORP COM 141665109 2,609 141,868 SH   DFND 21 130,396 0 11,472
CAREDX INC COM 14167L103 1,037 48,076 SH   DFND 17 41,371 0 6,705
CARETRUST REIT INC COM 14174T107 8,526 413,286 SH   DFND 17 184,763 0 228,523
CARETRUST REIT INC COM 14174T107 331 16,068 SH   DFND 21 16,068 0 0
CARLISLE COS INC COM 142339100 8,566 52,926 SH   DFND 17 52,926 0 0
CARLISLE COS INC COM 142339100 230 1,423 SH   DFND 20 1,423 0 0
CARLISLE COS INC COM 142339100 52,335 323,373 SH   DFND 21 200,469 0 122,904
CARLISLE COS INC COM 142339100 99 611 SH   DFND 25 611 0 0
CARMAX INC COM 143130102 958 10,933 SH   DFND 17 10,933 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 282 5,546 SH   DFND 4 5,546 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,302 45,290 SH   DFND 17 45,290 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 10,112 198,932 SH   DFND 21 160,507 0 38,425
CARNIVAL CORP PUT 143658950 564 11,100 SH Put DFND 4 11,100 0 0
CARNIVAL PLC ADR 14365C103 1,882 39,068 SH   DFND 17 39,068 0 0
CAROLINA FINL CORP NEW COM 143873107 1,109 25,645 SH   DFND 17 25,645 0 0
CAROLINA FINL CORP NEW COM 143873107 1,859 43,000 SH   DFND 21 4,800 0 38,200
CARRIAGE SVCS INC COM 143905107 1,549 60,518 SH   DFND 17 60,518 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 100 2,009 SH   DFND 17 2,009 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 330 6,638 SH   DFND 21 6,638 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 931 132,105 SH   DFND 17 132,105 0 0
CARTERS INC COM 146229109 227 2,076 SH   DFND 17 2,076 0 0
CARVANA CO CL A 146869102 347 3,768 SH   DFND 17 3,768 0 0
CARVANA CO PUT 146869952 23,013 250,000 SH Put DFND 4 250,000 0 0
CASELLA WASTE SYS INC CL A 147448104 3,033 65,894 SH   DFND 17 59,789 0 6,105
CASELLA WASTE SYS INC CL A 147448104 4,016 87,246 SH   DFND 21 87,246 0 0
CASEYS GEN STORES INC COM 147528103 732 4,602 SH   DFND 17 4,602 0 0
CATALENT INC COM 148806102 16,224 288,178 SH   DFND 17 222,914 0 65,264
CATALENT INC COM 148806102 5,343 94,906 SH   DFND 21 94,906 0 0
CATALENT INC COM 148806102 282 5,000 SH   DFND 24 5,000 0 0
CATASYS INC COM PAR 149049504 1,539 94,389 SH   DFND 17 94,389 0 0
CATERPILLAR INC DEL COM 149123101 284,696 1,927,788 SH   DFND 17 1,927,788 0 0
CATERPILLAR INC DEL COM 149123101 11,062 74,906 SH   DFND 21 73,944 0 962
CATERPILLAR INC DEL CALL 149123901 13,011 88,100 SH Call DFND 4 88,100 0 0
CATERPILLAR INC DEL PUT 149123951 26,420 178,900 SH Put DFND 4 178,900 0 0
CATO CORP NEW CL A 149205106 839 48,202 SH   DFND 17 48,202 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 11,025 198,869 SH   DFND 17 198,869 0 0
CELANESE CORP DEL COM 150870103 50,413 409,459 SH   DFND 17 406,355 0 3,104
CELANESE CORP DEL COM 150870103 9,112 74,008 SH   DFND 21 43,998 0 30,010
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 23,104 23,000,000 PRN   DFND 17 23,000,000 0 0
CENTENE CORP DEL COM 15135B101 72 1,152 SH   DFND 4 1,152 0 0
CENTENE CORP DEL COM 15135B101 8,996 143,084 SH   DFND 17 109,349 0 33,735
CENTENE CORP DEL COM 15135B101 20,308 323,020 SH   DFND 21 117,053 0 205,967
CENTENE CORP DEL CALL 15135B901 604 9,600 SH Call DFND 4 9,600 0 0
CENTENE CORP DEL PUT 15135B951 1,459 23,200 SH Put DFND 4 23,200 0 0
CENOVUS ENERGY INC COM 15135U109 2,651 260,439 SH   DFND 17 260,439 0 0
CENOVUS ENERGY INC COM 15135U109 104 10,223 SH   DFND 20 10,223 0 0
CENOVUS ENERGY INC COM 15135U109 15,732 1,545,479 SH   DFND 21 999,951 0 545,528
CENOVUS ENERGY INC COM 15135U109 43 4,220 SH   DFND 25 4,220 0 0
CENTERPOINT ENERGY INC COM 15189T107 7,352 269,594 SH   DFND 17 269,594 0 0
CENTERPOINT ENERGY INC COM 15189T107 195 7,136 SH   DFND 20 7,136 0 0
CENTERPOINT ENERGY INC COM 15189T107 27,279 1,000,317 SH   DFND 21 794,171 0 206,146
CENTERPOINT ENERGY INC COM 15189T107 77 2,838 SH   DFND 25 2,838 0 0
CENTERSTATE BK CORP COM 15201P109 19,008 760,944 SH   DFND 17 538,099 0 222,845
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 397 42,624 SH   DFND 21 42,624 0 0
CENTRAL GARDEN & PET CO COM 153527106 14 447 SH   DFND 17 447 0 0
CENTRAL GARDEN & PET CO COM 153527106 3,332 107,225 SH   DFND 21 105,619 0 1,606
CENTURY CASINOS INC COM 156492100 1,226 154,854 SH   DFND 17 154,854 0 0
CENTURY CMNTYS INC COM 156504300 8,135 297,427 SH   DFND 17 144,015 0 153,412
CENTURYLINK INC COM 156700106 2,193 165,991 SH   DFND 17 165,991 0 0
CENTURYLINK INC COM 156700106 8,337 631,109 SH   DFND 21 631,109 0 0
CERENCE INC COM 156727109 3,551 156,916 SH   DFND 17 156,916 0 0
CERIDIAN HCM HLDG INC COM 15677J108 9,920 146,134 SH   DFND 17 115,429 0 30,705
CERNER CORP COM 156782104 1,526 20,799 SH   DFND 17 20,799 0 0
CERNER CORP CALL 156782904 1,284 17,500 SH Call DFND 4 17,500 0 0
CERNER CORP PUT 156782954 1,622 22,100 SH Put DFND 4 22,100 0 0
CERUS CORP COM 157085101 774 183,363 SH   DFND 17 183,363 0 0
CHANGE HEALTHCARE INC COM 15912K100 38 2,305 SH   DFND 17 2,305 0 0
CHANGE HEALTHCARE INC COM 15912K100 1,522 92,836 SH   DFND 21 92,836 0 0
CHARLES RIV LABS INTL INC COM 159864107 7,702 50,418 SH   DFND 17 48,988 0 1,430
CHARLES RIV LABS INTL INC COM 159864107 3,301 21,610 SH   DFND 21 16,614 0 4,996
CHART INDS INC COM PAR $0.01 16115Q308 8,673 128,501 SH   DFND 17 90,891 0 37,610
CHART INDS INC COM PAR $0.01 16115Q308 108 1,600 SH   DFND 24 1,600 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,972 10,249 SH   DFND 17 10,249 0 0
CHARTER COMMUNICATIONS INC N CALL 16119P908 7,858 16,200 SH Call DFND 4 16,200 0 0
CHARTER COMMUNICATIONS INC N PUT 16119P958 21,295 43,900 SH Put DFND 4 43,900 0 0
CHATHAM LODGING TR COM 16208T102 625 34,075 SH   DFND 17 34,075 0 0
CHEFS WHSE INC COM 163086101 109 2,870 SH   DFND 17 2,870 0 0
CHEFS WHSE INC COM 163086101 272 7,141 SH   DFND 21 7,141 0 0
CHEGG INC COM 163092109 7,525 198,503 SH   DFND 17 119,691 0 78,812
CHEGG INC COM 163092109 2,171 57,260 SH   DFND 21 57,260 0 0
CHEMED CORP NEW COM 16359R103 1,253 2,853 SH   DFND 17 2,853 0 0
CHEMED CORP NEW COM 16359R103 6,176 14,059 SH   DFND 21 13,775 0 284
CHEMOCENTRYX INC COM 16383L106 2,472 62,495 SH   DFND 17 62,495 0 0
CHEMOCENTRYX INC COM 16383L106 423 10,700 SH   DFND 24 10,700 0 0
CHEMOURS CO COM 163851108 38,192 2,111,207 SH   DFND 17 2,111,207 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 2,866 72,000 SH   DFND 4 72,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 34,560 565,910 SH   DFND 4 565,910 0 0
CHENIERE ENERGY INC COM NEW 16411R208 875 14,333 SH   DFND 17 14,333 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 159,150 200,820,000 PRN   DFND 17 189,315,000 0 11,505,000
CHERRY HILL MTG INVT CORP COM 164651101 46 3,170 SH   DFND 17 3,170 0 0
CHERRY HILL MTG INVT CORP COM 164651101 360 24,644 SH   DFND 21 0 0 24,644
CHESAPEAKE ENERGY CORP COM 165167107 5,934 7,187,138 SH   DFND 17 7,187,138 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 74,355 148,710,000 PRN   DFND 17 148,710,000 0 0
CHEVRON CORP NEW COM 166764100 19,164 159,028 SH   DFND 4 159,028 0 0
CHEVRON CORP NEW COM 166764100 194,071 1,610,417 SH   DFND 17 1,586,770 0 23,647
CHEVRON CORP NEW COM 166764100 487 4,043 SH   DFND 20 4,043 0 0
CHEVRON CORP NEW COM 166764100 144,619 1,200,059 SH   DFND 21 895,392 0 304,667
CHEVRON CORP NEW COM 166764100 2,410 20,000 SH   DFND 24 20,000 0 0
CHEVRON CORP NEW COM 166764100 202 1,677 SH   DFND 25 1,677 0 0
CHEVRON CORP NEW CALL 166764900 30,947 256,800 SH Call DFND 4 256,800 0 0
CHEVRON CORP NEW PUT 166764950 54,037 448,400 SH Put DFND 4 448,400 0 0
CHICOS FAS INC COM 168615102 226 59,386 SH   DFND 17 59,386 0 0
CHIMERA INVT CORP COM NEW 16934Q208 2,064 100,408 SH   DFND 17 100,408 0 0
CHIMERA INVT CORP COM NEW 16934Q208 6,457 314,043 SH   DFND 21 281,855 0 32,188
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 479 34,612 SH   DFND 21 34,612 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,318 102,162 SH   DFND 17 102,162 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3,168 74,955 SH   DFND 21 63,075 0 11,880
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 973 16,180 SH   DFND 17 16,180 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 175 209 SH   DFND 4 209 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 28,377 33,899 SH   DFND 17 31,059 0 2,840
CHIPOTLE MEXICAN GRILL INC COM 169656105 116 139 SH   DFND 20 139 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 37,360 44,630 SH   DFND 21 42,070 0 2,560
CHIPOTLE MEXICAN GRILL INC PUT 169656955 921 1,100 SH Put DFND 4 1,100 0 0
CHURCH & DWIGHT INC COM 171340102 62,207 884,375 SH   DFND 17 879,414 0 4,961
CHURCH & DWIGHT INC COM 171340102 23,034 327,473 SH   DFND 21 209,870 0 117,603
CHURCHILL DOWNS INC COM 171484108 12,598 91,822 SH   DFND 17 52,237 0 39,585
CIENA CORP COM NEW 171779309 315 7,377 SH   DFND 17 7,377 0 0
CIENA CORP COM NEW 171779309 1,652 38,704 SH   DFND 21 38,704 0 0
CIMAREX ENERGY CO COM 171798101 8,098 154,271 SH   DFND 17 154,271 0 0
CINCINNATI FINL CORP COM 172062101 10,522 100,064 SH   DFND 17 100,064 0 0
CINCINNATI FINL CORP COM 172062101 2,441 23,214 SH   DFND 21 23,214 0 0
CINEMARK HOLDINGS INC COM 17243V102 173 5,103 SH   DFND 17 5,103 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,607 47,473 SH   DFND 21 47,473 0 0
CIRRUS LOGIC INC COM 172755100 204 2,475 SH   DFND 17 2,475 0 0
CIRRUS LOGIC INC COM 172755100 9 105 SH   DFND 21 105 0 0
CISCO SYS INC COM 17275R102 36,107 752,858 SH   DFND 4 752,858 0 0
CISCO SYS INC COM 17275R102 296,541 6,183,098 SH   DFND 17 6,105,224 0 77,874
CISCO SYS INC COM 17275R102 574 11,969 SH   DFND 20 11,969 0 0
CISCO SYS INC COM 17275R102 293,147 6,112,318 SH   DFND 21 4,319,397 0 1,792,921
CISCO SYS INC COM 17275R102 241 5,028 SH   DFND 25 5,028 0 0
CISCO SYS INC CALL 17275R902 20,944 436,700 SH Call DFND 4 436,700 0 0
CISCO SYS INC PUT 17275R952 41,692 869,300 SH Put DFND 4 869,300 0 0
CINTAS CORP COM 172908105 4,111 15,279 SH   DFND 17 15,279 0 0
CINTAS CORP COM 172908105 24,505 91,068 SH   DFND 21 84,374 0 6,694
CITIGROUP INC COM NEW 172967424 189,075 2,366,690 SH   DFND 17 2,346,246 0 20,444
CITIGROUP INC COM NEW 172967424 14,748 184,603 SH   DFND 20 1,466 0 183,137
CITIGROUP INC COM NEW 172967424 173,799 2,175,485 SH   DFND 21 1,657,696 0 517,789
CITIGROUP INC COM NEW 172967424 181 2,271 SH   DFND 25 2,271 0 0
CITIGROUP INC CALL 172967904 32,915 412,000 SH Call DFND 4 412,000 0 0
CITIGROUP INC PUT 172967954 63,616 796,300 SH Put DFND 4 796,300 0 0
CITI TRENDS INC COM 17306X102 261 11,281 SH   DFND 17 11,281 0 0
CITI TRENDS INC COM 17306X102 1,523 65,871 SH   DFND 21 57,494 0 8,377
CITIZENS FINL GROUP INC COM 174610105 67,905 1,672,116 SH   DFND 17 1,662,170 0 9,946
CITIZENS FINL GROUP INC COM 174610105 20,238 498,352 SH   DFND 21 465,004 0 33,348
CITRIX SYS INC COM 177376100 910 8,208 SH   DFND 17 8,208 0 0
CITRIX SYS INC COM 177376100 12,058 108,731 SH   DFND 21 89,491 0 19,240
CLARUS CORP NEW COM 18270P109 438 32,310 SH   DFND 17 32,310 0 0
CLEAN HARBORS INC COM 184496107 10,966 127,885 SH   DFND 17 100,820 0 27,065
CLEAN HARBORS INC COM 184496107 1,301 15,171 SH   DFND 21 15,171 0 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 300,334 105,012,016 SH   DFND 4 104,811,889 0 200,127
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 6 2,090 SH   DFND 17 2,090 0 0
CLEARWAY ENERGY INC CL C 18539C204 63 3,133 SH   DFND 17 3,133 0 0
CLEARWAY ENERGY INC CL C 18539C204 346 17,319 SH   DFND 21 2,208 0 15,111
CLEVELAND CLIFFS INC COM 185899101 96 11,452 SH   DFND 17 11,452 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 39,086 32,495,000 PRN   DFND 17 27,035,000 0 5,460,000
CLOROX CO DEL COM 189054109 1,283 8,353 SH   DFND 17 8,353 0 0
CLOROX CO DEL COM 189054109 149 972 SH   DFND 21 972 0 0
CLOUDERA INC COM 18914U100 395 33,963 SH   DFND 17 33,963 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 29,599 33,270,000 PRN   DFND 17 33,270,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 23,054 35,880,000 PRN   DFND 17 35,880,000 0 0
COCA COLA CONSOLIDATED INC COM 191098102 7,580 26,686 SH   DFND 17 26,686 0 0
COCA COLA CO COM 191216100 62,615 1,131,264 SH   DFND 17 1,121,219 0 10,045
COCA COLA CO COM 191216100 20 356 SH   DFND 20 356 0 0
COCA COLA CO COM 191216100 110,107 1,989,280 SH   DFND 21 1,461,523 0 527,757
COCA COLA CO COM 191216100 3,448 62,300 SH   DFND 24 62,300 0 0
COCA COLA CO CALL 191216900 18,194 328,700 SH Call DFND 4 328,700 0 0
COCA COLA CO PUT 191216950 46,693 843,600 SH Put DFND 4 843,600 0 0
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 332 5,480 SH   DFND 21 5,480 0 0
CODEXIS INC COM 192005106 1,113 69,633 SH   DFND 17 69,633 0 0
COEUR MNG INC COM NEW 192108504 152 18,781 SH   DFND 17 18,781 0 0
COEUR MNG INC COM NEW 192108504 73 9,091 SH   DFND 21 9,091 0 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 336 5,101 SH   DFND 17 5,101 0 0
COGNEX CORP COM 192422103 16,305 290,951 SH   DFND 17 252,906 0 38,045
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9,327 150,380 SH   DFND 4 150,380 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,265 36,516 SH   DFND 17 36,516 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,194 99,864 SH   DFND 21 24,166 0 75,698
COGNIZANT TECHNOLOGY SOLUTIO CALL 192446902 1,501 24,200 SH Call DFND 4 24,200 0 0
COGNIZANT TECHNOLOGY SOLUTIO PUT 192446952 4,069 65,600 SH Put DFND 4 65,600 0 0
COHERENT INC COM 192479103 5,569 33,480 SH   DFND 17 22,705 0 10,775
COHEN & STEERS INC COM 19247A100 308 4,914 SH   DFND 17 4,914 0 0
COHEN & STEERS INC COM 19247A100 1,116 17,779 SH   DFND 21 17,779 0 0
COHERUS BIOSCIENCES INC COM 19249H103 48 2,643 SH   DFND 17 2,643 0 0
COHERUS BIOSCIENCES INC COM 19249H103 477 26,470 SH   DFND 21 26,470 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 36,920 234,025 SH   DFND 17 155,520 0 78,505
COLGATE PALMOLIVE CO COM 194162103 687 9,983 SH   DFND 4 9,983 0 0
COLGATE PALMOLIVE CO COM 194162103 9,720 141,191 SH   DFND 17 141,167 0 24
COLGATE PALMOLIVE CO COM 194162103 44,688 649,151 SH   DFND 21 505,070 0 144,081
COLGATE PALMOLIVE CO COM 194162103 874 12,700 SH   DFND 24 12,700 0 0
COLGATE PALMOLIVE CO CALL 194162903 5,920 86,000 SH Call DFND 4 86,000 0 0
COLGATE PALMOLIVE CO PUT 194162953 13,348 193,900 SH Put DFND 4 193,900 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,090 52,963 SH   DFND 17 52,963 0 0
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 1,372 17,592 SH   DFND 21 15,992 0 1,600
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 10 123 SH   DFND 25 123 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 6,562 5,030,000 PRN   DFND 17 5,030,000 0 0
COLONY CAP INC NEW CL A COM 19626G108 61,891 13,029,661 SH   DFND 4 13,029,661 0 0
COLONY CAP INC NEW CL A COM 19626G108 108 22,721 SH   DFND 17 22,721 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 68,255 681,257 SH   DFND 17 678,489 0 2,768
COLUMBIA SPORTSWEAR CO COM 198516106 7,176 71,627 SH   DFND 21 8,065 0 63,562
COLUMBUS MCKINNON CORP N Y COM 199333105 10,385 259,438 SH   DFND 17 144,057 0 115,381
COLUMBUS MCKINNON CORP N Y COM 199333105 76 1,898 SH   DFND 21 1,898 0 0
COMFORT SYS USA INC COM 199908104 1,474 29,567 SH   DFND 17 25,527 0 4,040
COMFORT SYS USA INC COM 199908104 2,061 41,345 SH   DFND 21 30,161 0 11,184
COMCAST CORP NEW CL A 20030N101 358,431 7,970,446 SH   DFND 17 7,933,917 0 36,529
COMCAST CORP NEW CL A 20030N101 559 12,420 SH   DFND 20 12,420 0 0
COMCAST CORP NEW CL A 20030N101 196,830 4,376,926 SH   DFND 21 2,664,865 0 1,712,061
COMCAST CORP NEW CL A 20030N101 227 5,048 SH   DFND 25 5,048 0 0
COMCAST CORP NEW CALL 20030N901 17,286 384,400 SH Call DFND 4 384,400 0 0
COMCAST CORP NEW PUT 20030N951 32,365 719,700 SH Put DFND 4 719,700 0 0
COMERICA INC COM 200340107 61,579 858,240 SH   DFND 17 853,499 0 4,741
COMERICA INC COM 200340107 14,907 207,759 SH   DFND 21 161,840 0 45,919
COMMERCE BANCSHARES INC COM 200525103 329 4,839 SH   DFND 17 4,839 0 0
COMMERCIAL METALS CO COM 201723103 9,199 413,083 SH   DFND 17 413,083 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 347 100,532 SH   DFND 17 100,532 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,488 431,315 SH   DFND 21 431,315 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 13,628 905,495 SH   DFND 17 836,195 0 69,300
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 125 8,310 SH   DFND 20 8,310 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 779 45,977 SH   DFND 17 45,977 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 2,425 143,179 SH   DFND 21 143,179 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 12,954 857,878 SH   DFND 21 857,878 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 971 39,070 SH   DFND 17 39,070 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 441 12,433 SH   DFND 17 12,433 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 244 6,881 SH   DFND 21 0 0 6,881
CONAGRA BRANDS INC COM 205887102 2,776 81,081 SH   DFND 17 81,081 0 0
CONAGRA BRANDS INC COM 205887102 79 2,313 SH   DFND 20 2,313 0 0
CONAGRA BRANDS INC COM 205887102 8,278 241,769 SH   DFND 21 196,737 0 45,032
CONAGRA BRANDS INC COM 205887102 18 519 SH   DFND 25 519 0 0
CONCHO RES INC COM 20605P101 402 4,589 SH   DFND 4 4,589 0 0
CONCHO RES INC COM 20605P101 5,221 59,617 SH   DFND 17 59,617 0 0
CONCHO RES INC COM 20605P101 245 2,800 SH   DFND 24 2,800 0 0
CONCHO RES INC PUT 20605P951 482 5,500 SH Put DFND 4 5,500 0 0
CONMED CORP COM 207410101 4,489 40,140 SH   DFND 17 35,790 0 4,350
CONMED CORP COM 207410101 8,632 77,193 SH   DFND 21 14,965 0 62,228
CONOCOPHILLIPS COM 20825C104 15,770 242,511 SH   DFND 4 242,511 0 0
CONOCOPHILLIPS COM 20825C104 135,984 2,091,103 SH   DFND 17 2,068,865 0 22,238
CONOCOPHILLIPS COM 20825C104 3,557 54,700 SH   DFND 20 54,700 0 0
CONOCOPHILLIPS COM 20825C104 66,292 1,019,410 SH   DFND 21 624,149 0 395,261
CONOCOPHILLIPS COM 20825C104 1,138 17,500 SH   DFND 24 17,500 0 0
CONOCOPHILLIPS COM 20825C104 30 460 SH   DFND 25 460 0 0
CONOCOPHILLIPS CALL 20825C904 7,524 115,700 SH Call DFND 4 115,700 0 0
CONOCOPHILLIPS PUT 20825C954 14,437 222,000 SH Put DFND 4 222,000 0 0
CONSOL ENERGY INC NEW COM 20854L108 16 1,096 SH   DFND 17 1,096 0 0
CONSOL ENERGY INC NEW COM 20854L108 124 8,541 SH   DFND 21 2,172 0 6,369
CONSOL ENERGY INC NEW COM 20854L108 7 489 SH   DFND 25 489 0 0
CONSOLIDATED EDISON INC COM 209115104 7,158 79,119 SH   DFND 17 79,108 0 11
CONSOLIDATED EDISON INC COM 209115104 96 1,060 SH   DFND 20 1,060 0 0
CONSOLIDATED EDISON INC COM 209115104 9,645 106,605 SH   DFND 21 106,605 0 0
CONSOLIDATED EDISON INC CALL 209115904 733 8,100 SH Call DFND 4 8,100 0 0
CONSOLIDATED EDISON INC PUT 209115954 1,248 13,800 SH Put DFND 4 13,800 0 0
CONSTELLATION BRANDS INC CL A 21036P108 754 3,973 SH   DFND 4 3,973 0 0
CONSTELLATION BRANDS INC CL A 21036P108 49,023 258,357 SH   DFND 17 255,752 0 2,605
CONSTELLATION BRANDS INC CL A 21036P108 21,477 113,185 SH   DFND 21 110,045 0 3,140
CONSTELLATION BRANDS INC CALL 21036P908 2,448 12,900 SH Call DFND 4 12,900 0 0
CONSTELLATION BRANDS INC PUT 21036P958 6,376 33,600 SH Put DFND 4 33,600 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 1,055 62,556 SH   DFND 17 62,556 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 27,129 744,688 SH   DFND 4 655,728 0 88,960
CONTINENTAL BLDG PRODS INC COM 211171103 54 1,479 SH   DFND 17 1,479 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 1,465 40,218 SH   DFND 21 40,218 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,539 74,031 SH   DFND 17 74,031 0 0
CONTINENTAL RESOURCES INC COM 212015101 240 7,000 SH   DFND 24 7,000 0 0
COOPER COS INC COM NEW 216648402 12,412 38,632 SH   DFND 17 30,837 0 7,795
COOPER COS INC COM NEW 216648402 10,725 33,381 SH   DFND 20 842 0 32,539
COOPER COS INC COM NEW 216648402 116,912 363,884 SH   DFND 21 271,760 0 92,124
COOPER COS INC COM NEW 216648402 115 357 SH   DFND 25 357 0 0
COOPER STD HLDGS INC COM 21676P103 24 711 SH   DFND 17 711 0 0
COOPER STD HLDGS INC COM 21676P103 16 481 SH   DFND 20 481 0 0
COOPER STD HLDGS INC COM 21676P103 1,787 53,901 SH   DFND 21 53,901 0 0
COPART INC COM 217204106 1,224 13,457 SH   DFND 17 13,457 0 0
COPART INC COM 217204106 7,182 78,980 SH   DFND 21 56,195 0 22,785
CORE MARK HOLDING CO INC COM 218681104 343 12,626 SH   DFND 17 12,626 0 0
CORE MARK HOLDING CO INC COM 218681104 1,138 41,856 SH   DFND 21 0 0 41,856
CORESITE RLTY CORP COM 21870Q105 5,606 50,000 SH   DFND 4 50,000 0 0
CORESITE RLTY CORP COM 21870Q105 63,859 569,562 SH   DFND 17 566,508 0 3,054
CORECIVIC INC COM 21871N101 2,164 124,487 SH   DFND 17 124,487 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 1,080 18,440 SH   DFND 17 15,415 0 3,025
CORNING INC COM 219350105 924 31,726 SH   DFND 4 31,726 0 0
CORNING INC COM 219350105 1,538 52,846 SH   DFND 17 52,846 0 0
CORNING INC COM 219350105 14,716 505,539 SH   DFND 21 326,536 0 179,003
CORNING INC COM 219350105 71 2,450 SH   DFND 25 2,450 0 0
CORNING INC CALL 219350905 745 25,600 SH Call DFND 4 25,600 0 0
CORNING INC PUT 219350955 1,974 67,800 SH Put DFND 4 67,800 0 0
CORTEVA INC COM 22052L104 338 11,430 SH   DFND 4 11,430 0 0
CORTEVA INC COM 22052L104 16,450 556,482 SH   DFND 17 554,682 0 1,800
CORTEVA INC COM 22052L104 3,562 120,498 SH   DFND 21 117,938 0 2,560
CORTEVA INC CALL 22052L904 310 10,500 SH Call DFND 4 10,500 0 0
CORTEVA INC PUT 22052L954 1,052 35,600 SH Put DFND 4 35,600 0 0
CORVEL CORP COM 221006109 33 377 SH   DFND 17 377 0 0
CORVEL CORP COM 221006109 626 7,161 SH   DFND 21 7,161 0 0
COSTCO WHSL CORP NEW COM 22160K105 230,893 785,563 SH   DFND 17 784,308 0 1,255
COSTCO WHSL CORP NEW COM 22160K105 65,607 223,214 SH   DFND 21 118,615 0 104,599
COSTCO WHSL CORP NEW COM 22160K105 3,292 11,200 SH   DFND 24 11,200 0 0
COSTCO WHSL CORP NEW CALL 22160K905 21,045 71,600 SH Call DFND 4 71,600 0 0
COSTCO WHSL CORP NEW PUT 22160K955 40,296 137,100 SH Put DFND 4 137,100 0 0
COSTAR GROUP INC COM 22160N109 3,352 5,602 SH   DFND 17 5,602 0 0
COSTAR GROUP INC COM 22160N109 13,897 23,228 SH   DFND 21 18,867 0 4,361
COTY INC COM CL A 222070203 458 40,751 SH   DFND 17 40,751 0 0
COUPA SOFTWARE INC COM 22266L106 86,018 588,154 SH   DFND 17 581,174 0 6,980
COUPA SOFTWARE INC COM 22266L106 683 4,669 SH   DFND 21 4,669 0 0
COUSINS PPTYS INC COM NEW 222795502 286 6,943 SH   DFND 17 6,943 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 4,455 28,975 SH   DFND 17 28,975 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 797 5,185 SH   DFND 21 5,185 0 0
CRANE CO COM 224399105 66,430 769,044 SH   DFND 17 764,755 0 4,289
CREDIT ACCEP CORP MICH COM 225310101 1,107 2,502 SH   DFND 17 2,502 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 47,092 3,501,266 SH   DFND 4 3,501,266 0 0
CREE INC COM 225447101 12,122 262,671 SH   DFND 17 203,991 0 58,680
CREE INC COM 225447101 11 234 SH   DFND 21 0 0 234
CREE INC NOTE 0.875% 9/0 225447AB7 55,992 51,960,000 PRN   DFND 17 51,960,000 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 11,845 384,342 SH   DFND 4 384,342 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 80 2,602 SH   DFND 17 2,602 0 0
CRITEO S A SPONS ADS 226718104 62,588 3,611,555 SH   DFND 17 3,494,645 0 116,910
CROCS INC COM 227046109 3,113 74,322 SH   DFND 17 74,322 0 0
CROCS INC COM 227046109 1,592 38,001 SH   DFND 21 17,593 0 20,408
CROWDSTRIKE HLDGS INC CL A 22788C105 176,663 3,542,471 SH   DFND 17 3,443,646 0 98,825
CROWDSTRIKE HLDGS INC CL A 22788C105 885 17,750 SH   DFND 21 15,750 0 2,000
CROWN CASTLE INTL CORP NEW COM 22822V101 11,372 80,000 SH   DFND 4 80,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 238,222 1,675,852 SH   DFND 17 1,673,138 0 2,714
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 222,299 173,435 SH   DFND 17 156,535 0 16,900
CROWN CASTLE INTL CORP NEW CALL 22822V901 5,288 37,200 SH Call DFND 4 37,200 0 0
CROWN CASTLE INTL CORP NEW PUT 22822V951 14,713 103,500 SH Put DFND 4 103,500 0 0
CROWN HOLDINGS INC COM 228368106 35,726 492,498 SH   DFND 17 447,018 0 45,480
CROWN HOLDINGS INC COM 228368106 499 6,876 SH   DFND 21 2,074 0 4,802
CROWN HOLDINGS INC COM 228368106 363 5,000 SH   DFND 24 5,000 0 0
CRYOLIFE INC COM 228903100 1,400 51,693 SH   DFND 17 51,693 0 0
CRYOPORT INC COM PAR $0.001 229050307 4,534 275,479 SH   DFND 17 275,479 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 25,608 25,965,000 PRN   DFND 17 25,965,000 0 0
CUBESMART COM 229663109 11,193 355,566 SH   DFND 4 355,566 0 0
CUBESMART COM 229663109 415 13,168 SH   DFND 17 13,168 0 0
CUBESMART COM 229663109 23,934 760,280 SH   DFND 21 444,888 0 315,392
CUBESMART COM 229663109 51 1,619 SH   DFND 25 1,619 0 0
CULLEN FROST BANKERS INC COM 229899109 263 2,693 SH   DFND 17 2,693 0 0
CULLEN FROST BANKERS INC COM 229899109 45 458 SH   DFND 21 458 0 0
CUMMINS INC COM 231021106 2,991 16,715 SH   DFND 17 16,715 0 0
CUMMINS INC COM 231021106 34,655 193,646 SH   DFND 21 108,396 0 85,250
CUMMINS INC CALL 231021906 1,933 10,800 SH Call DFND 4 10,800 0 0
CUMMINS INC PUT 231021956 3,812 21,300 SH Put DFND 4 21,300 0 0
CURIS INC COM NEW 231269200 32 18,700 SH   DFND 17 18,700 0 0
CURTISS WRIGHT CORP COM 231561101 74,662 529,932 SH   DFND 17 527,216 0 2,716
CURTISS WRIGHT CORP COM 231561101 2,190 15,545 SH   DFND 21 9,371 0 6,174
CUTERA INC COM 232109108 184 5,145 SH   DFND 17 5,145 0 0
CUTERA INC COM 232109108 343 9,577 SH   DFND 21 9,577 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 29,234 1,253,060 SH   DFND 4 1,091,724 0 161,336
CYPRESS SEMICONDUCTOR CORP COM 232806109 412 17,680 SH   DFND 17 17,680 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,710 73,300 SH   DFND 21 73,300 0 0
CYRUSONE INC COM 23283R100 1,552 23,720 SH   DFND 17 23,704 0 16
CYTOMX THERAPEUTICS INC COM 23284F105 321 38,660 SH   DFND 17 38,660 0 0
DMC GLOBAL INC COM 23291C103 1,434 31,907 SH   DFND 17 31,907 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 8,157 333,094 SH   DFND 4 333,094 0 0
D R HORTON INC COM 23331A109 120,318 2,280,918 SH   DFND 17 2,280,918 0 0
D R HORTON INC COM 23331A109 8,008 151,801 SH   DFND 21 151,801 0 0
DTE ENERGY CO COM 233331107 27,583 212,389 SH   DFND 17 212,377 0 12
DTE ENERGY CO COM 233331107 179 1,380 SH   DFND 20 1,380 0 0
DTE ENERGY CO COM 233331107 29,589 227,833 SH   DFND 21 161,134 0 66,699
DTE ENERGY CO CALL 233331907 1,532 11,800 SH Call DFND 4 11,800 0 0
DTE ENERGY CO PUT 233331957 883 6,800 SH Put DFND 4 6,800 0 0
DWS MUN INCOME TR NEW COM 233368109 1,068 94,260 SH   DFND 4 94,260 0 0
DXC TECHNOLOGY CO COM 23355L106 43,573 1,159,157 SH   DFND 17 883,207 0 275,950
DXC TECHNOLOGY CO COM 23355L106 69 1,830 SH   DFND 20 1,830 0 0
DXC TECHNOLOGY CO COM 23355L106 27,308 726,476 SH   DFND 21 634,120 0 92,356
DXC TECHNOLOGY CO COM 23355L106 9 233 SH   DFND 25 233 0 0
DANA INCORPORATED COM 235825205 6,256 343,747 SH   DFND 17 343,747 0 0
DANA INCORPORATED COM 235825205 2,352 129,251 SH   DFND 21 122,084 0 7,167
DANAHER CORPORATION COM 235851102 56,470 367,928 SH   DFND 17 364,493 0 3,435
DANAHER CORPORATION COM 235851102 163 1,064 SH   DFND 20 1,064 0 0
DANAHER CORPORATION COM 235851102 104,765 682,596 SH   DFND 21 344,820 0 337,776
DANAHER CORPORATION COM 235851102 8,424 54,884 SH   DFND 24 54,884 0 0
DANAHER CORPORATION COM 235851102 58 380 SH   DFND 25 380 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 248,447 210,720 SH   DFND 17 197,760 0 12,960
DANAHER CORPORATION CALL 235851902 10,283 67,000 SH Call DFND 4 67,000 0 0
DANAHER CORPORATION PUT 235851952 20,582 134,100 SH Put DFND 4 134,100 0 0
DARDEN RESTAURANTS INC COM 237194105 1,813 16,633 SH   DFND 4 16,633 0 0
DARDEN RESTAURANTS INC COM 237194105 50,353 461,913 SH   DFND 17 459,755 0 2,158
DARDEN RESTAURANTS INC COM 237194105 18,823 172,671 SH   DFND 21 147,879 0 24,792
DARDEN RESTAURANTS INC COM 237194105 12 114 SH   DFND 25 114 0 0
DATADOG INC CL A COM 23804L103 256 6,785 SH   DFND 17 4,880 0 1,905
DAVE & BUSTERS ENTMT INC COM 238337109 53 1,317 SH   DFND 17 1,317 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 577 14,372 SH   DFND 21 9,584 0 4,788
DAVE & BUSTERS ENTMT INC COM 238337109 8 206 SH   DFND 25 206 0 0
DAVITA INC COM 23918K108 479 6,386 SH   DFND 17 6,386 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 2,521 40,511 SH   DFND 17 38,431 0 2,080
DECIPHERA PHARMACEUTICALS IN COM 24344T101 822 13,200 SH   DFND 24 13,200 0 0
DECKERS OUTDOOR CORP COM 243537107 1,782 10,553 SH   DFND 17 9,968 0 585
DECKERS OUTDOOR CORP COM 243537107 6,213 36,794 SH   DFND 21 10,294 0 26,500
DEERE & CO COM 244199105 242,243 1,398,146 SH   DFND 17 1,398,146 0 0
DEERE & CO COM 244199105 5,089 29,370 SH   DFND 21 21,571 0 7,799
DEERE & CO COM 244199105 9,183 53,000 SH   DFND 24 53,000 0 0
DEERE & CO CALL 244199905 10,552 60,900 SH Call DFND 4 60,900 0 0
DEERE & CO PUT 244199955 20,185 116,500 SH Put DFND 4 116,500 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 4,724 147,801 SH   DFND 17 147,801 0 0
DELEK US HLDGS INC NEW COM 24665A103 4,026 120,081 SH   DFND 17 120,081 0 0
DELEK US HLDGS INC NEW COM 24665A103 289 8,627 SH   DFND 21 8,627 0 0
DELL TECHNOLOGIES INC CL C 24703L202 381 7,423 SH   DFND 17 7,423 0 0
DELL TECHNOLOGIES INC CL C 24703L202 7,246 141,000 SH   DFND 21 141,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 158 2,704 SH   DFND 4 2,704 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,529 60,340 SH   DFND 17 60,340 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 19,935 340,890 SH   DFND 21 284,289 0 56,601
DELTA AIR LINES INC DEL CALL 247361902 5,263 90,000 SH Call DFND 4 90,000 0 0
DELTA AIR LINES INC DEL PUT 247361952 9,275 158,600 SH Put DFND 4 158,600 0 0
DENBURY RES INC COM NEW 247916208 29 20,535 SH   DFND 17 20,535 0 0
DELUXE CORP COM 248019101 90 1,798 SH   DFND 17 1,798 0 0
DELUXE CORP COM 248019101 7,471 149,664 SH   DFND 21 111,734 0 37,930
DENALI THERAPEUTICS INC COM 24823R105 351 20,154 SH   DFND 17 20,154 0 0
DENALI THERAPEUTICS INC COM 24823R105 226 13,000 SH   DFND 24 13,000 0 0
DENNYS CORP COM 24869P104 135 6,788 SH   DFND 17 6,788 0 0
DENNYS CORP COM 24869P104 165 8,280 SH   DFND 21 0 0 8,280
DENTSPLY SIRONA INC COM 24906P109 837 14,784 SH   DFND 17 14,784 0 0
DENTSPLY SIRONA INC COM 24906P109 2,688 47,500 SH   DFND 21 40,308 0 7,192
DERMIRA INC COM 24983L104 3,994 263,450 SH   DFND 17 229,120 0 34,330
DERMIRA INC COM 24983L104 1,440 95,000 SH   DFND 24 95,000 0 0
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 48,495 52,640,000 PRN   DFND 17 52,640,000 0 0
DESIGNER BRANDS INC CL A 250565108 41 2,635 SH   DFND 17 2,635 0 0
DESIGNER BRANDS INC CL A 250565108 65 4,117 SH   DFND 20 4,117 0 0
DESIGNER BRANDS INC CL A 250565108 6,258 397,560 SH   DFND 21 337,590 0 59,970
DESIGNER BRANDS INC CL A 250565108 15 956 SH   DFND 25 956 0 0
DEVON ENERGY CORP NEW COM 25179M103 9,747 375,308 SH   DFND 17 375,308 0 0
DEXCOM INC COM 252131107 90,987 415,959 SH   DFND 17 384,428 0 31,531
DEXCOM INC COM 252131107 14,598 66,738 SH   DFND 21 63,349 0 3,389
DEXCOM INC COM 252131107 394 1,800 SH   DFND 24 1,800 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 201,245 137,220,000 PRN   DFND 17 123,755,000 0 13,465,000
DIAGEO P L C SPON ADR NEW 25243Q205 47,202 280,261 SH   DFND 17 278,406 0 1,855
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,176 163,568 SH   DFND 17 163,568 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 95 8,556 SH   DFND 17 8,556 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 82 7,438 SH   DFND 21 7,438 0 0
DIAMONDBACK ENERGY INC COM 25278X109 11,880 127,937 SH   DFND 17 127,937 0 0
DIAMONDBACK ENERGY INC COM 25278X109 279 3,000 SH   DFND 24 3,000 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 3,269 148,410 SH   DFND 17 141,035 0 7,375
DICERNA PHARMACEUTICALS INC COM 253031108 476 21,600 SH   DFND 24 21,600 0 0
DICKS SPORTING GOODS INC COM 253393102 150 3,040 SH   DFND 17 3,040 0 0
DICKS SPORTING GOODS INC COM 253393102 921 18,618 SH   DFND 21 6,905 0 11,713
DIGITAL RLTY TR INC COM 253868103 9,806 81,895 SH   DFND 4 81,895 0 0
DIGITAL RLTY TR INC COM 253868103 1,651 13,789 SH   DFND 17 13,789 0 0
DIGITAL RLTY TR INC CALL 253868903 1,413 11,800 SH Call DFND 4 11,800 0 0
DIGITAL RLTY TR INC PUT 253868953 1,772 14,800 SH Put DFND 4 14,800 0 0
DIGITAL TURBINE INC COM NEW 25400W102 3,444 483,081 SH   DFND 17 483,081 0 0
DILLARDS INC CL A 254067101 31 425 SH   DFND 17 425 0 0
DILLARDS INC CL A 254067101 463 6,300 SH   DFND 21 6,300 0 0
DIODES INC COM 254543101 98 1,736 SH   DFND 17 1,736 0 0
DIODES INC COM 254543101 904 16,032 SH   DFND 21 0 0 16,032
DISNEY WALT CO COM DISNEY 254687106 203,303 1,405,674 SH   DFND 17 1,397,009 0 8,665
DISNEY WALT CO COM DISNEY 254687106 22,241 153,776 SH   DFND 20 37,109 0 116,667
DISNEY WALT CO COM DISNEY 254687106 107,714 744,757 SH   DFND 21 614,622 0 130,135
DISNEY WALT CO COM DISNEY 254687106 16 110 SH   DFND 25 110 0 0
DISNEY WALT CO CALL 254687906 37,691 260,600 SH Call DFND 4 260,600 0 0
DISNEY WALT CO PUT 254687956 81,022 560,200 SH Put DFND 4 560,200 0 0
DISCOVER FINL SVCS COM 254709108 22,325 263,205 SH   DFND 17 263,205 0 0
DISCOVER FINL SVCS COM 254709108 23,873 281,450 SH   DFND 21 155,517 0 125,933
DISCOVER FINL SVCS CALL 254709908 1,077 12,700 SH Call DFND 4 12,700 0 0
DISCOVER FINL SVCS PUT 254709958 3,054 36,000 SH Put DFND 4 36,000 0 0
DISCOVERY INC COM SER A 25470F104 341 10,422 SH   DFND 17 10,422 0 0
DISCOVERY INC COM SER A 25470F104 3,003 91,724 SH   DFND 21 0 0 91,724
DISCOVERY INC COM SER C 25470F302 684 22,420 SH   DFND 17 22,420 0 0
DISCOVERY INC COM SER C 25470F302 1,317 43,206 SH   DFND 21 0 0 43,206
DISH NETWORK CORP CL A 25470M109 610 17,184 SH   DFND 17 17,184 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 19,288 20,000,000 PRN   DFND 4 20,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 175,425 181,017,000 PRN   DFND 17 168,665,000 0 12,352,000
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 115,917 126,600,000 PRN   DFND 17 121,020,000 0 5,580,000
DOCUSIGN INC COM 256163106 16,697 225,302 SH   DFND 17 210,752 0 14,550
DOCUSIGN INC COM 256163106 270 3,644 SH   DFND 21 3,644 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 115,620 93,115,000 PRN   DFND 17 83,925,000 0 9,190,000
DOLBY LABORATORIES INC COM CL A 25659T107 4,452 64,712 SH   DFND 17 64,712 0 0
DOLLAR GEN CORP NEW COM 256677105 174,481 1,118,613 SH   DFND 17 1,117,418 0 1,195
DOLLAR GEN CORP NEW COM 256677105 4,838 31,017 SH   DFND 21 23,729 0 7,288
DOLLAR GEN CORP NEW CALL 256677905 5,927 38,000 SH Call DFND 4 38,000 0 0
DOLLAR GEN CORP NEW PUT 256677955 9,499 60,900 SH Put DFND 4 60,900 0 0
DOLLAR TREE INC COM 256746108 967 10,283 SH   DFND 4 10,283 0 0
DOLLAR TREE INC COM 256746108 11,266 119,787 SH   DFND 17 97,199 0 22,588
DOLLAR TREE INC CALL 256746908 1,599 17,000 SH Call DFND 4 17,000 0 0
DOLLAR TREE INC PUT 256746958 2,295 24,400 SH Put DFND 4 24,400 0 0
DOMINION ENERGY INC COM 25746U109 5,580 67,375 SH   DFND 17 67,350 0 25
DOMINION ENERGY INC COM 25746U109 3,480 42,016 SH   DFND 21 42,016 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 14,444 135,000 SH   DFND 17 135,000 0 0
DOMINION ENERGY INC CALL 25746U909 5,160 62,300 SH Call DFND 4 62,300 0 0
DOMINION ENERGY INC PUT 25746U959 10,278 124,100 SH Put DFND 4 124,100 0 0
DOMINOS PIZZA INC COM 25754A201 10,937 37,228 SH   DFND 17 37,228 0 0
DOMTAR CORP COM NEW 257559203 955 24,972 SH   DFND 17 24,972 0 0
DOMTAR CORP COM NEW 257559203 62 1,613 SH   DFND 20 1,613 0 0
DOMTAR CORP COM NEW 257559203 17,919 468,392 SH   DFND 21 226,137 0 242,255
DOMTAR CORP COM NEW 257559203 48 1,250 SH   DFND 25 1,250 0 0
DONALDSON INC COM 257651109 347 6,024 SH   DFND 17 6,024 0 0
DONALDSON INC COM 257651109 95 1,648 SH   DFND 21 0 0 1,648
DONALDSON INC COM 257651109 6,341 110,040 SH   DFND 24 110,040 0 0
DONNELLEY R R & SONS CO COM 257867200 790 200,000 SH   DFND 4 200,000 0 0
DONNELLEY R R & SONS CO COM 257867200 12 2,999 SH   DFND 17 2,999 0 0
DOUGLAS EMMETT INC COM 25960P109 18,381 418,708 SH   DFND 4 418,708 0 0
DOUGLAS EMMETT INC COM 25960P109 22,983 523,537 SH   DFND 17 523,537 0 0
DOUGLAS EMMETT INC COM 25960P109 2,349 53,502 SH   DFND 21 53,502 0 0
DOVER CORP COM 260003108 1,187 10,297 SH   DFND 17 10,297 0 0
DOVER CORP COM 260003108 6,477 56,192 SH   DFND 21 25,250 0 30,942
DOW INC COM 260557103 78,265 1,430,020 SH   DFND 17 1,422,301 0 7,719
DOW INC COM 260557103 1,499 27,383 SH   DFND 21 14,956 0 12,427
DOW INC COM 260557103 622 11,366 SH   DFND 24 11,366 0 0
DOW INC CALL 260557903 5,840 106,700 SH Call DFND 4 106,700 0 0
DOW INC PUT 260557953 12,774 233,400 SH Put DFND 4 233,400 0 0
DROPBOX INC CL A 26210C104 183 10,234 SH   DFND 17 10,234 0 0
DUCOMMUN INC DEL COM 264147109 472 9,345 SH   DFND 17 9,345 0 0
DUKE REALTY CORP COM NEW 264411505 42,522 1,226,465 SH   DFND 4 1,226,465 0 0
DUKE REALTY CORP COM NEW 264411505 846 24,405 SH   DFND 17 24,405 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 13,159 144,267 SH   DFND 17 144,245 0 22
DUKE ENERGY CORP NEW COM NEW 26441C204 218 2,392 SH   DFND 20 2,392 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 26,496 290,493 SH   DFND 21 225,209 0 65,284
DUKE ENERGY CORP NEW COM NEW 26441C204 102 1,118 SH   DFND 25 1,118 0 0
DUKE ENERGY CORP NEW CALL 26441C904 8,884 97,400 SH Call DFND 4 97,400 0 0
DUKE ENERGY CORP NEW PUT 26441C954 13,691 150,100 SH Put DFND 4 150,100 0 0
DUNKIN BRANDS GROUP INC COM 265504100 12,396 164,102 SH   DFND 17 164,102 0 0
DUNKIN BRANDS GROUP INC COM 265504100 8,790 116,366 SH   DFND 21 109,480 0 6,886
DUPONT DE NEMOURS INC COM 26614N102 2,450 38,165 SH   DFND 4 38,165 0 0
DUPONT DE NEMOURS INC COM 26614N102 35,156 547,602 SH   DFND 17 545,802 0 1,800
DUPONT DE NEMOURS INC COM 26614N102 1,564 24,365 SH   DFND 21 24,365 0 0
DUPONT DE NEMOURS INC COM 26614N102 490 7,633 SH   DFND 24 7,633 0 0
DUPONT DE NEMOURS INC CALL 26614N902 9,713 151,300 SH Call DFND 4 151,300 0 0
DUPONT DE NEMOURS INC PUT 26614N952 10,221 159,200 SH Put DFND 4 159,200 0 0
DURECT CORP COM 266605104 82 21,448 SH   DFND 17 21,448 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 61,385 63,365,000 PRN   DFND 17 63,365,000 0 0
DYNATRACE INC COM 268150109 1,195 47,224 SH   DFND 17 35,244 0 11,980
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 544 95,072 SH   DFND 17 95,072 0 0
DYNEX CAP INC COM 26817Q886 36 2,133 SH   DFND 17 2,133 0 0
DYNEX CAP INC COM 26817Q886 623 36,751 SH   DFND 21 0 0 36,751
EOG RES INC COM 26875P101 2,832 33,806 SH   DFND 4 33,806 0 0
EOG RES INC COM 26875P101 79,252 946,180 SH   DFND 17 941,327 0 4,853
EOG RES INC COM 26875P101 24,717 295,095 SH   DFND 20 139,392 0 155,703
EOG RES INC COM 26875P101 56,086 669,601 SH   DFND 21 537,079 0 132,522
EOG RES INC COM 26875P101 955 11,400 SH   DFND 24 11,400 0 0
EOG RES INC CALL 26875P901 4,557 54,400 SH Call DFND 4 54,400 0 0
EOG RES INC PUT 26875P951 10,755 128,400 SH Put DFND 4 128,400 0 0
EQT CORP COM 26884L109 133 12,171 SH   DFND 17 12,171 0 0
EPR PPTYS COM SH BEN INT 26884U109 982 13,902 SH   DFND 17 13,902 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,820 194,406 SH   DFND 17 161,260 0 33,146
E TRADE FINANCIAL CORP COM NEW 269246401 460 10,135 SH   DFND 21 2,854 0 7,281
EAGLE MATERIALS INC COM 26969P108 181 1,992 SH   DFND 17 1,992 0 0
EAGLE MATERIALS INC COM 26969P108 86 951 SH   DFND 21 951 0 0
EAST WEST BANCORP INC COM 27579R104 338 6,931 SH   DFND 17 6,931 0 0
EASTGROUP PPTY INC COM 277276101 214 1,611 SH   DFND 17 1,611 0 0
EASTMAN CHEMICAL CO COM 277432100 1,947 24,570 SH   DFND 17 23,278 0 1,292
EASTMAN CHEMICAL CO COM 277432100 8,240 103,959 SH   DFND 21 64,807 0 39,152
EASTMAN CHEMICAL CO COM 277432100 238 3,000 SH   DFND 24 3,000 0 0
EASTMAN CHEMICAL CO COM 277432100 54 678 SH   DFND 25 678 0 0
EATON VANCE CORP COM NON VTG 278265103 245 5,250 SH   DFND 17 5,250 0 0
EATON VANCE CORP COM NON VTG 278265103 854 18,292 SH   DFND 21 18,292 0 0
EBAY INC COM 278642103 480 13,286 SH   DFND 4 13,286 0 0
EBAY INC COM 278642103 2,122 58,765 SH   DFND 17 58,765 0 0
EBAY INC COM 278642103 4,768 132,036 SH   DFND 21 104,082 0 27,954
EBAY INC CALL 278642903 2,325 64,400 SH Call DFND 4 64,400 0 0
EBAY INC PUT 278642953 2,351 65,100 SH Put DFND 4 65,100 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 9,409 9,500,000 PRN   DFND 17 9,500,000 0 0
ECHOSTAR CORP CL A 278768106 5,431 125,392 SH   DFND 17 125,392 0 0
ECOLAB INC COM 278865100 979 5,072 SH   DFND 4 5,072 0 0
ECOLAB INC COM 278865100 36,651 189,911 SH   DFND 17 189,899 0 12
ECOLAB INC COM 278865100 22,667 117,451 SH   DFND 20 33,200 0 84,251
ECOLAB INC COM 278865100 179,034 927,686 SH   DFND 21 834,857 0 92,829
ECOLAB INC COM 278865100 10,163 52,660 SH   DFND 24 52,660 0 0
ECOLAB INC CALL 278865900 7,527 39,000 SH Call DFND 4 39,000 0 0
ECOLAB INC PUT 278865950 18,585 96,300 SH Put DFND 4 96,300 0 0
ECOPETROL S A SPONSORED ADS 279158109 394 19,752 SH   DFND 17 19,752 0 0
ECOPETROL S A SPONSORED ADS 279158109 580 29,074 SH   DFND 21 29,074 0 0
EDISON INTL COM 281020107 6,161 81,706 SH   DFND 17 81,706 0 0
EDISON INTL COM 281020107 10,983 145,646 SH   DFND 21 52,735 0 92,911
EDISON INTL COM 281020107 75 1,000 SH   DFND 25 1,000 0 0
EDISON INTL CALL 281020907 724 9,600 SH Call DFND 4 9,600 0 0
EDISON INTL PUT 281020957 1,538 20,400 SH Put DFND 4 20,400 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 20,025 85,837 SH   DFND 17 74,130 0 11,707
EDWARDS LIFESCIENCES CORP COM 28176E108 23,336 100,030 SH   DFND 21 73,732 0 26,298
EDWARDS LIFESCIENCES CORP CALL 28176E908 3,476 14,900 SH Call DFND 4 14,900 0 0
EDWARDS LIFESCIENCES CORP PUT 28176E958 7,535 32,300 SH Put DFND 4 32,300 0 0
EHEALTH INC COM 28238P109 8,410 87,532 SH   DFND 17 49,038 0 38,494
EIDOS THERAPEUTICS INC COM 28249H104 806 14,041 SH   DFND 17 14,041 0 0
EIDOS THERAPEUTICS INC COM 28249H104 264 4,600 SH   DFND 24 4,600 0 0
EL PASO ELEC CO COM NEW 283677854 822 12,105 SH   DFND 17 12,105 0 0
EL PASO ELEC CO COM NEW 283677854 5,682 83,700 SH   DFND 21 83,700 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 34,945 1,186,582 SH   DFND 17 1,101,832 0 84,750
ELANCO ANIMAL HEALTH INC COM 28414H103 6,484 220,192 SH   DFND 21 200,724 0 19,468
ELANCO ANIMAL HEALTH INC COM 28414H103 2,421 82,217 SH   DFND 24 82,217 0 0
ELDORADO RESORTS INC COM 28470R102 12,330 206,744 SH   DFND 17 113,370 0 93,374
ELDORADO GOLD CORP NEW COM 284902509 1,230 152,931 SH   DFND 17 152,931 0 0
ELDORADO GOLD CORP NEW COM 284902509 45 5,616 SH   DFND 20 5,616 0 0
ELDORADO GOLD CORP NEW COM 284902509 5,063 629,493 SH   DFND 21 521,146 0 108,347
ELDORADO GOLD CORP NEW COM 284902509 20 2,511 SH   DFND 25 2,511 0 0
ELECTRONIC ARTS INC COM 285512109 30,593 284,560 SH   DFND 4 278,927 0 5,633
ELECTRONIC ARTS INC COM 285512109 23,604 219,553 SH   DFND 17 168,208 0 51,345
ELECTRONIC ARTS INC COM 285512109 11,114 103,373 SH   DFND 21 88,124 0 15,249
ELECTRONIC ARTS INC CALL 285512909 2,483 23,100 SH Call DFND 4 23,100 0 0
ELECTRONIC ARTS INC PUT 285512959 5,031 46,800 SH Put DFND 4 46,800 0 0
ELEMENT SOLUTIONS INC COM 28618M106 122 10,485 SH   DFND 17 10,485 0 0
ELLINGTON FINANCIAL INC COM 28852N109 404 22,055 SH   DFND 17 22,055 0 0
EMCOR GROUP INC COM 29084Q100 55,659 644,945 SH   DFND 17 641,094 0 3,851
EMCOR GROUP INC COM 29084Q100 6,548 75,873 SH   DFND 21 4,553 0 71,320
EMERGENT BIOSOLUTIONS INC COM 29089Q105 928 17,204 SH   DFND 17 14,504 0 2,700
EMERSON ELEC CO COM 291011104 3,106 40,732 SH   DFND 17 40,732 0 0
EMERSON ELEC CO COM 291011104 1,449 19,000 SH   DFND 21 19,000 0 0
EMERSON ELEC CO CALL 291011904 3,737 49,000 SH Call DFND 4 49,000 0 0
EMERSON ELEC CO PUT 291011954 8,846 116,000 SH Put DFND 4 116,000 0 0
EMPLOYERS HOLDINGS INC COM 292218104 352 8,425 SH   DFND 17 8,425 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 12,076 1,204,000 SH   DFND 4 1,204,000 0 0
ENBRIDGE INC COM 29250N105 30,279 760,499 SH   DFND 4 760,499 0 0
ENBRIDGE INC COM 29250N105 7,065 177,437 SH   DFND 17 177,328 0 109
ENBRIDGE INC COM 29250N105 202 5,068 SH   DFND 20 5,068 0 0
ENBRIDGE INC COM 29250N105 62,297 1,564,652 SH   DFND 21 975,743 0 588,909
ENBRIDGE INC COM 29250N105 81 2,043 SH   DFND 25 2,043 0 0
ENCORE CAP GROUP INC COM 292554102 47 1,316 SH   DFND 17 1,316 0 0
ENCORE CAP GROUP INC COM 292554102 3,290 93,057 SH   DFND 21 49,959 0 43,098
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 38,359 37,800,000 PRN   DFND 17 37,800,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 40,702 41,465,000 PRN   DFND 17 41,465,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 22,348 21,680,000 PRN   DFND 17 21,680,000 0 0
ENCORE WIRE CORP COM 292562105 4,444 77,417 SH   DFND 17 77,417 0 0
ENCOMPASS HEALTH CORP COM 29261A100 21,042 303,775 SH   DFND 17 303,775 0 0
ENCOMPASS HEALTH CORP COM 29261A100 4,410 63,668 SH   DFND 21 31,481 0 32,187
ENERGIZER HLDGS INC NEW 7.5 MCNV PFD A 29272W208 9,934 95,000 SH   DFND 17 95,000 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 24,935 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 794 72,316 SH   DFND 21 44,371 0 27,945
ENERSYS COM 29275Y102 136 1,815 SH   DFND 17 1,815 0 0
ENERSYS COM 29275Y102 4,009 53,571 SH   DFND 21 40,103 0 13,468
ENERPLUS CORP COM 292766102 13,097 1,836,070 SH   DFND 17 1,836,070 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 3,078 502,157 SH   DFND 4 502,157 0 0
ENNIS INC COM 293389102 4,755 219,611 SH   DFND 17 219,611 0 0
ENNIS INC COM 293389102 725 33,502 SH   DFND 21 27,930 0 5,572
ENPHASE ENERGY INC COM 29355A107 1,070 40,944 SH   DFND 17 40,944 0 0
ENOVA INTL INC COM 29357K103 34 1,399 SH   DFND 17 1,399 0 0
ENOVA INTL INC COM 29357K103 377 15,666 SH   DFND 21 0 0 15,666
ENSIGN GROUP INC COM 29358P101 9,596 211,506 SH   DFND 17 211,506 0 0
ENSIGN GROUP INC COM 29358P101 6,803 149,952 SH   DFND 21 32,490 0 117,462
ENSIGN GROUP INC COM 29358P101 12 256 SH   DFND 25 256 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 97,358 135,337,000 PRN   DFND 4 135,337,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 59,860 83,720,000 PRN   DFND 17 83,720,000 0 0
ENTEGRIS INC COM 29362U104 8,552 170,730 SH   DFND 17 139,335 0 31,395
ENTEGRIS INC COM 29362U104 4,561 91,055 SH   DFND 21 91,055 0 0
ENTERGY CORP NEW COM 29364G103 14,332 119,632 SH   DFND 17 119,632 0 0
ENTERGY CORP NEW COM 29364G103 277 2,311 SH   DFND 20 2,311 0 0
ENTERGY CORP NEW COM 29364G103 53,392 445,672 SH   DFND 21 354,146 0 91,526
ENTERGY CORP NEW COM 29364G103 141 1,177 SH   DFND 25 1,177 0 0
ENTERGY CORP NEW CALL 29364G903 1,030 8,600 SH Call DFND 4 8,600 0 0
ENTERGY CORP NEW PUT 29364G953 204 1,700 SH Put DFND 4 1,700 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 10,974 227,626 SH   DFND 17 227,626 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 21,647 768,726 SH   DFND 4 768,726 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 92,662 77,060,000 PRN   DFND 17 65,355,000 0 11,705,000
EPAM SYS INC COM 29414B104 71,690 337,906 SH   DFND 17 298,546 0 39,360
EPAM SYS INC COM 29414B104 12,736 60,029 SH   DFND 21 13,580 0 46,449
ENVIVA PARTNERS LP COM UNIT 29414J107 235 6,288 SH   DFND 17 6,288 0 0
ENVISTA HLDGS CORP COM 29415F104 203 6,851 SH   DFND 17 6,851 0 0
EPIZYME INC COM 29428V104 2,305 93,680 SH   DFND 17 93,680 0 0
EPIZYME INC COM 29428V104 494 20,100 SH   DFND 24 20,100 0 0
EQUIFAX INC COM 294429105 9,621 68,660 SH   DFND 17 55,536 0 13,124
EQUINIX INC COM 29444U700 44,878 76,886 SH   DFND 4 76,886 0 0
EQUINIX INC COM 29444U700 60,053 102,883 SH   DFND 17 100,258 0 2,625
EQUINIX INC COM 29444U700 20,228 34,655 SH   DFND 21 29,375 0 5,280
EQUINIX INC COM 29444U700 66 113 SH   DFND 25 113 0 0
EQUINIX INC CALL 29444U900 9,689 16,600 SH Call DFND 4 16,600 0 0
EQUINIX INC PUT 29444U950 16,227 27,800 SH Put DFND 4 27,800 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 27,625 392,450 SH   DFND 4 392,450 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,305 18,538 SH   DFND 17 18,538 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 22,169 273,964 SH   DFND 4 273,964 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,104 38,364 SH   DFND 17 38,364 0 0
EQUITY RESIDENTIAL CALL 29476L907 202 2,500 SH Call DFND 4 2,500 0 0
EQUITY RESIDENTIAL PUT 29476L957 1,214 15,000 SH Put DFND 4 15,000 0 0
ERICSSON ADR B SEK 10 294821608 18,288 2,082,885 SH   DFND 17 1,645,185 0 437,700
ERIE INDTY CO CL A 29530P102 195 1,174 SH   DFND 17 1,174 0 0
ERIE INDTY CO CL A 29530P102 354 2,132 SH   DFND 21 2,132 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,546 25,922 SH   DFND 17 25,922 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 835 14,000 SH   DFND 24 14,000 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 1,821 73,412 SH   DFND 17 73,412 0 0
ESSEX PPTY TR INC COM 297178105 30,535 101,494 SH   DFND 4 101,494 0 0
ESSEX PPTY TR INC COM 297178105 3,695 12,280 SH   DFND 17 12,280 0 0
ESSEX PPTY TR INC COM 297178105 10,949 36,394 SH   DFND 21 36,394 0 0
ESSEX PPTY TR INC CALL 297178905 1,143 3,800 SH Call DFND 4 3,800 0 0
ESSEX PPTY TR INC PUT 297178955 1,354 4,500 SH Put DFND 4 4,500 0 0
ETSY INC COM 29786A106 3,599 81,245 SH   DFND 17 34,234 0 47,011
ETSY INC COM 29786A106 53 1,193 SH   DFND 21 0 0 1,193
EURONET WORLDWIDE INC COM 298736109 577 3,662 SH   DFND 17 3,662 0 0
EURONET WORLDWIDE INC COM 298736109 133 843 SH   DFND 20 843 0 0
EURONET WORLDWIDE INC COM 298736109 23,737 150,654 SH   DFND 21 71,571 0 79,083
EVERCORE INC CLASS A 29977A105 138 1,850 SH   DFND 17 1,850 0 0
EVERCORE INC CLASS A 29977A105 1,143 15,294 SH   DFND 21 15,294 0 0
EVERBRIDGE INC COM 29978A104 2,696 34,525 SH   DFND 17 34,525 0 0
EVERI HLDGS INC COM 30034T103 92 6,819 SH   DFND 17 6,819 0 0
EVERI HLDGS INC COM 30034T103 2,429 180,836 SH   DFND 21 17,025 0 163,811
EVERGY INC COM 30034W106 15,042 231,100 SH   DFND 17 231,084 0 16
EVERGY INC COM 30034W106 1,169 17,954 SH   DFND 21 2,336 0 15,618
EVERTEC INC COM 30040P103 88 2,575 SH   DFND 17 2,575 0 0
EVERTEC INC COM 30040P103 779 22,871 SH   DFND 21 5,731 0 17,140
EVERSOURCE ENERGY COM 30040W108 2,131 25,055 SH   DFND 17 25,042 0 13
EVERSOURCE ENERGY COM 30040W108 50 591 SH   DFND 21 591 0 0
EVERSOURCE ENERGY CALL 30040W908 817 9,600 SH Call DFND 4 9,600 0 0
EVERSOURCE ENERGY PUT 30040W958 808 9,500 SH Put DFND 4 9,500 0 0
EVERQUOTE INC COM CL A 30041R108 725 21,104 SH   DFND 17 21,104 0 0
EVOFEM BIOSCIENCES INC COM 30048L104 71 11,523 SH   DFND 17 11,523 0 0
EVOLENT HEALTH INC CL A 30050B101 28 3,140 SH   DFND 17 3,140 0 0
EVOLENT HEALTH INC CL A 30050B101 1,317 145,516 SH   DFND 21 145,516 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 28,602 31,645,000 PRN   DFND 17 31,645,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 18,106 25,590,000 PRN   DFND 17 25,590,000 0 0
EXACT SCIENCES CORP COM 30063P105 45,410 491,026 SH   DFND 17 451,924 0 39,102
EXACT SCIENCES CORP COM 30063P105 674 7,293 SH   DFND 21 7,293 0 0
EXACT SCIENCES CORP COM 30063P105 536 5,800 SH   DFND 24 5,800 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 166,118 146,798,000 PRN   DFND 17 134,220,000 0 12,578,000
EXANTAS CAP CORP COM NEW 30068N105 724 61,335 SH   DFND 17 61,335 0 0
EXELON CORP COM 30161N101 2,324 50,971 SH   DFND 4 50,971 0 0
EXELON CORP COM 30161N101 63,478 1,392,375 SH   DFND 17 1,383,957 0 8,418
EXELON CORP COM 30161N101 266 5,836 SH   DFND 20 5,836 0 0
EXELON CORP COM 30161N101 129,213 2,834,237 SH   DFND 21 1,644,220 0 1,190,017
EXELON CORP COM 30161N101 129 2,819 SH   DFND 25 2,819 0 0
EXELON CORP CALL 30161N901 3,515 77,100 SH Call DFND 4 77,100 0 0
EXELON CORP PUT 30161N951 8,671 190,200 SH Put DFND 4 190,200 0 0
EXELIXIS INC COM 30161Q104 913 51,802 SH   DFND 17 51,802 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,383 12,790 SH   DFND 17 9,313 0 3,477
EXPEDITORS INTL WASH INC COM 302130109 64,648 828,603 SH   DFND 17 824,020 0 4,583
EXPEDITORS INTL WASH INC COM 302130109 21,581 276,606 SH   DFND 21 52,602 0 224,004
EXPONENT INC COM 30214U102 714 10,350 SH   DFND 17 10,350 0 0
EXPONENT INC COM 30214U102 7,236 104,849 SH   DFND 21 104,849 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,644 81,845 SH   DFND 4 81,845 0 0
EXTRA SPACE STORAGE INC COM 30225T102 15,036 142,361 SH   DFND 17 142,352 0 9
EXTREME NETWORKS INC COM 30226D106 37 5,083 SH   DFND 17 5,083 0 0
EXTREME NETWORKS INC COM 30226D106 679 92,115 SH   DFND 21 0 0 92,115
EXTRACTION OIL AND GAS INC COM 30227M105 113 53,531 SH   DFND 17 53,531 0 0
EXXON MOBIL CORP COM 30231G102 20,757 297,460 SH   DFND 4 297,460 0 0
EXXON MOBIL CORP COM 30231G102 69,818 1,000,549 SH   DFND 17 990,910 0 9,639
EXXON MOBIL CORP COM 30231G102 327 4,682 SH   DFND 20 4,682 0 0
EXXON MOBIL CORP COM 30231G102 108,389 1,553,295 SH   DFND 21 1,132,674 0 420,621
EXXON MOBIL CORP COM 30231G102 2,421 34,700 SH   DFND 24 34,700 0 0
EXXON MOBIL CORP COM 30231G102 131 1,882 SH   DFND 25 1,882 0 0
EXXON MOBIL CORP CALL 30231G902 45,057 645,700 SH Call DFND 4 645,700 0 0
EXXON MOBIL CORP PUT 30231G952 71,280 1,021,500 SH Put DFND 4 1,021,500 0 0
FLIR SYS INC COM 302445101 17,085 328,114 SH   DFND 17 328,114 0 0
FLIR SYS INC COM 302445101 1,374 26,380 SH   DFND 21 16,702 0 9,678
F M C CORP COM NEW 302491303 23,601 236,434 SH   DFND 17 218,215 0 18,219
F M C CORP COM NEW 302491303 6,438 64,500 SH   DFND 24 64,500 0 0
FNB CORP PA COM 302520101 4,637 365,082 SH   DFND 17 365,082 0 0
FNB CORP PA COM 302520101 42 3,274 SH   DFND 21 3,274 0 0
FTI CONSULTING INC COM 302941109 3,860 34,881 SH   DFND 17 34,881 0 0
FTI CONSULTING INC COM 302941109 2,632 23,783 SH   DFND 21 10,803 0 12,980
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 18,136 14,410,000 PRN   DFND 17 9,640,000 0 4,770,000
FACEBOOK INC CL A 30303M102 38,998 190,000 SH   DFND 4 179,297 0 10,703
FACEBOOK INC CL A 30303M102 1,052,695 5,128,844 SH   DFND 17 4,780,294 0 348,550
FACEBOOK INC CL A 30303M102 697 3,396 SH   DFND 20 3,396 0 0
FACEBOOK INC CL A 30303M102 412,690 2,010,671 SH   DFND 21 1,466,456 0 544,215
FACEBOOK INC CL A 30303M102 268 1,308 SH   DFND 25 1,308 0 0
FACEBOOK INC CALL 30303M902 69,313 337,700 SH Call DFND 4 337,700 0 0
FACEBOOK INC PUT 30303M952 138,503 674,800 SH Put DFND 4 674,800 0 0
FACTSET RESH SYS INC COM 303075105 479 1,786 SH   DFND 17 1,786 0 0
FAIR ISAAC CORP COM 303250104 49,133 131,132 SH   DFND 17 131,132 0 0
FAIR ISAAC CORP COM 303250104 3,102 8,278 SH   DFND 21 6,312 0 1,966
FATE THERAPEUTICS INC COM 31189P102 873 44,601 SH   DFND 17 44,601 0 0
FASTENAL CO COM 311900104 1,407 38,077 SH   DFND 17 38,077 0 0
FASTENAL CO COM 311900104 113 3,060 SH   DFND 21 0 0 3,060
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 10,200 79,234 SH   DFND 4 79,234 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 628 4,879 SH   DFND 17 4,879 0 0
FEDERAL SIGNAL CORP COM 313855108 4,303 133,420 SH   DFND 17 133,420 0 0
FEDERAL SIGNAL CORP COM 313855108 3,534 109,566 SH   DFND 21 0 0 109,566
FEDERATED INVS INC PA CL B 314211103 134 4,100 SH   DFND 17 4,100 0 0
FEDERATED INVS INC PA CL B 314211103 2,373 72,807 SH   DFND 21 30,083 0 42,724
FEDEX CORP COM 31428X106 5,618 37,151 SH   DFND 4 37,151 0 0
FEDEX CORP COM 31428X106 2,574 17,025 SH   DFND 17 17,025 0 0
FEDEX CORP COM 31428X106 1,358 8,979 SH   DFND 21 8,979 0 0
FEDEX CORP CALL 31428X906 4,839 32,000 SH Call DFND 4 32,000 0 0
FEDEX CORP PUT 31428X956 10,691 70,700 SH Put DFND 4 70,700 0 0
F5 NETWORKS INC COM 315616102 27,328 195,691 SH   DFND 17 195,691 0 0
F5 NETWORKS INC COM 315616102 2,380 17,041 SH   DFND 21 8,458 0 8,583
FIBROGEN INC COM 31572Q808 860 20,059 SH   DFND 17 20,059 0 0
FIBROGEN INC COM 31572Q808 274 6,400 SH   DFND 24 6,400 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 84,653 608,618 SH   DFND 17 516,682 0 91,936
FIDELITY NATL INFORMATION SV COM 31620M106 25,536 183,591 SH   DFND 21 129,387 0 54,204
FIDELITY NATL INFORMATION SV COM 31620M106 57 408 SH   DFND 25 408 0 0
FIDELITY NATL INFORMATION SV CALL 31620M906 5,077 36,500 SH Call DFND 4 36,500 0 0
FIDELITY NATL INFORMATION SV PUT 31620M956 6,802 48,900 SH Put DFND 4 48,900 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 571 12,595 SH   DFND 17 12,595 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,388 96,759 SH   DFND 21 43,457 0 53,302
FIFTH THIRD BANCORP COM 316773100 19,773 643,242 SH   DFND 17 643,242 0 0
FIFTH THIRD BANCORP COM 316773100 12,357 401,993 SH   DFND 21 158,829 0 243,164
58 COM INC SPON ADR REP A 31680Q104 326 5,036 SH   DFND 17 5,036 0 0
FIREEYE INC COM 31816Q101 18,241 1,103,517 SH   DFND 17 1,103,517 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 35,710 36,910,000 PRN   DFND 17 36,910,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 69,226 68,770,000 PRN   DFND 17 68,770,000 0 0
FIRST AMERN FINL CORP COM 31847R102 16,943 290,514 SH   DFND 17 290,514 0 0
FIRST AMERN FINL CORP COM 31847R102 178 3,048 SH   DFND 20 3,048 0 0
FIRST AMERN FINL CORP COM 31847R102 39,687 680,511 SH   DFND 21 436,492 0 244,019
FIRST AMERN FINL CORP COM 31847R102 77 1,326 SH   DFND 25 1,326 0 0
FIRST BANCORP P R COM NEW 318672706 96 9,103 SH   DFND 17 9,103 0 0
FIRST BANCORP P R COM NEW 318672706 1,284 121,255 SH   DFND 21 93,647 0 27,608
FIRST DEFIANCE FINL CORP COM 32006W106 4,151 131,817 SH   DFND 17 131,817 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 269 8,535 SH   DFND 21 8,535 0 0
FIRST FINL BANKSHARES COM 32020R109 1,272 36,233 SH   DFND 17 36,233 0 0
FIRST FNDTN INC COM 32026V104 1,679 96,486 SH   DFND 17 96,486 0 0
FIRST HORIZON NATL CORP COM 320517105 4,421 266,984 SH   DFND 17 266,984 0 0
FIRST HORIZON NATL CORP COM 320517105 162 9,797 SH   DFND 20 9,797 0 0
FIRST HORIZON NATL CORP COM 320517105 23,373 1,411,389 SH   DFND 21 1,040,737 0 370,652
FIRST HORIZON NATL CORP COM 320517105 68 4,122 SH   DFND 25 4,122 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 12,277 295,770 SH   DFND 4 295,770 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 19,739 475,524 SH   DFND 17 332,444 0 143,080
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 8,465 201,942 SH   DFND 17 201,942 0 0
FIRST MERCHANTS CORP COM 320817109 20,395 490,371 SH   DFND 17 353,756 0 136,615
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,304 11,102 SH   DFND 17 11,102 0 0
FIRST SOLAR INC COM 336433107 1,505 26,893 SH   DFND 17 26,893 0 0
FIRST SOLAR INC COM 336433107 2,363 42,233 SH   DFND 21 40,788 0 1,445
FISERV INC COM 337738108 217,916 1,884,597 SH   DFND 17 1,779,097 0 105,500
FISERV INC COM 337738108 28,504 246,510 SH   DFND 21 232,590 0 13,920
FISERV INC CALL 337738908 5,388 46,600 SH Call DFND 4 46,600 0 0
FISERV INC PUT 337738958 9,366 81,000 SH Put DFND 4 81,000 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,521 92,062 SH   DFND 17 92,062 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 2,534 66,257 SH   DFND 21 54,937 0 11,320
FLAGSTAR BANCORP INC COM PAR .001 337930705 19 496 SH   DFND 25 496 0 0
FIRSTENERGY CORP COM 337932107 1,747 35,949 SH   DFND 17 35,949 0 0
FIRSTENERGY CORP COM 337932107 1,585 32,616 SH   DFND 21 8,814 0 23,802
FIRSTENERGY CORP CALL 337932907 632 13,000 SH Call DFND 4 13,000 0 0
FIRSTENERGY CORP PUT 337932957 1,900 39,100 SH Put DFND 4 39,100 0 0
FITBIT INC CL A 33812L102 63 9,533 SH   DFND 17 9,533 0 0
FITBIT INC CL A 33812L102 93 14,200 SH   DFND 21 14,200 0 0
FIVE BELOW INC COM 33829M101 336 2,624 SH   DFND 17 2,624 0 0
FIVE9 INC COM 338307101 8,540 130,229 SH   DFND 17 76,819 0 53,410
FIVE9 INC COM 338307101 446 6,803 SH   DFND 21 6,803 0 0
FIVE9 INC NOTE 0.125% 5/0 338307AB7 34,695 20,255,000 PRN   DFND 17 15,455,000 0 4,800,000
FLEETCOR TECHNOLOGIES INC COM 339041105 87 302 SH   DFND 4 302 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,805 6,275 SH   DFND 17 6,275 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,165 11,000 SH   DFND 20 11,000 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 74,282 258,175 SH   DFND 21 257,306 0 869
FLEETCOR TECHNOLOGIES INC CALL 339041905 2,100 7,300 SH Call DFND 4 7,300 0 0
FLEETCOR TECHNOLOGIES INC PUT 339041955 1,007 3,500 SH Put DFND 4 3,500 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 28,968 27,025,000 PRN   DFND 17 26,210,000 0 815,000
FLOOR & DECOR HLDGS INC CL A 339750101 7,207 141,844 SH   DFND 17 111,953 0 29,891
FLUOR CORP NEW COM 343412102 29,615 1,568,574 SH   DFND 17 1,568,574 0 0
FLOWERS FOODS INC COM 343498101 1,074 49,415 SH   DFND 17 49,415 0 0
FLOWSERVE CORP COM 34354P105 435 8,745 SH   DFND 17 8,745 0 0
FLOWSERVE CORP COM 34354P105 41 828 SH   DFND 21 0 0 828
FLOWSERVE CORP COM 34354P105 3,982 80,000 SH   DFND 24 80,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 627 31,995 SH   DFND 21 17,680 0 14,315
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,229 13,000 SH   DFND 24 13,000 0 0
FOOT LOCKER INC COM 344849104 1,295 33,213 SH   DFND 17 33,213 0 0
FOOT LOCKER INC COM 344849104 6,951 178,277 SH   DFND 21 97,179 0 81,098
FOOT LOCKER INC COM 344849104 16 422 SH   DFND 25 422 0 0
FORD MTR CO DEL COM 345370860 300 32,234 SH   DFND 4 32,234 0 0
FORD MTR CO DEL COM 345370860 83,367 8,964,207 SH   DFND 17 8,964,207 0 0
FORD MTR CO DEL COM 345370860 3,038 326,686 SH   DFND 21 233,967 0 92,719
FORD MTR CO DEL CALL 345370900 1,334 143,400 SH Call DFND 4 143,400 0 0
FORD MTR CO DEL PUT 345370950 3,383 363,800 SH Put DFND 4 363,800 0 0
FORESTAR GROUP INC COM 346232101 215 10,288 SH   DFND 17 10,288 0 0
FORESTAR GROUP INC COM 346232101 870 41,720 SH   DFND 21 41,720 0 0
FORMFACTOR INC COM 346375108 2,833 109,100 SH   DFND 17 109,100 0 0
FORMFACTOR INC COM 346375108 2,113 81,375 SH   DFND 21 48,254 0 33,121
FORTIS INC COM 349553107 2,463 59,278 SH   DFND 17 59,278 0 0
FORTIS INC COM 349553107 24,317 585,255 SH   DFND 21 330,602 0 254,653
FORTINET INC COM 34959E109 174,226 1,631,938 SH   DFND 17 1,479,456 0 152,482
FORTINET INC COM 34959E109 71,199 666,903 SH   DFND 21 318,425 0 348,478
FORTINET INC COM 34959E109 81 762 SH   DFND 25 762 0 0
FORTIVE CORP COM 34959J108 185 2,416 SH   DFND 4 2,416 0 0
FORTIVE CORP COM 34959J108 1,501 19,649 SH   DFND 17 19,649 0 0
FORTIVE CORP COM 34959J108 6,706 87,791 SH   DFND 21 87,469 0 322
FORTIVE CORP COM 34959J108 1,753 22,942 SH   DFND 24 22,942 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 162,833 167,393 SH   DFND 17 158,880 0 8,513
FORTIVE CORP CALL 34959J908 420 5,500 SH Call DFND 4 5,500 0 0
FORTIVE CORP PUT 34959J958 336 4,400 SH Put DFND 4 4,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 605 9,266 SH   DFND 17 9,266 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 380 5,820 SH   DFND 21 0 0 5,820
FORTY SEVEN INC COM 34983P104 3,827 97,214 SH   DFND 17 88,744 0 8,470
FORTY SEVEN INC COM 34983P104 220 5,600 SH   DFND 24 5,600 0 0
FORWARD AIR CORP COM 349853101 84 1,198 SH   DFND 17 1,198 0 0
FORWARD AIR CORP COM 349853101 840 12,003 SH   DFND 21 12,003 0 0
FOX CORP CL A COM 35137L105 866 23,372 SH   DFND 17 23,372 0 0
FOX CORP CL A COM 35137L105 440 11,862 SH   DFND 21 11,862 0 0
FOX CORP CL B COM 35137L204 393 10,810 SH   DFND 17 10,810 0 0
FOX CORP CL B COM 35137L204 694 19,072 SH   DFND 21 13,722 0 5,350
FOX FACTORY HLDG CORP COM 35138V102 5,731 82,375 SH   DFND 17 45,553 0 36,822
FOX FACTORY HLDG CORP COM 35138V102 2,412 34,669 SH   DFND 21 15,012 0 19,657
FRANCO NEVADA CORP COM 351858105 3,234 31,276 SH   DFND 17 31,276 0 0
FRANCO NEVADA CORP COM 351858105 8,116 78,485 SH   DFND 21 74,698 0 3,787
FRANKLIN COVEY CO COM 353469109 1,003 31,105 SH   DFND 17 31,105 0 0
FRANKLIN ELEC INC COM 353514102 113 1,964 SH   DFND 17 1,964 0 0
FRANKLIN ELEC INC COM 353514102 576 10,041 SH   DFND 21 10,041 0 0
FRANKLIN RES INC COM 354613101 478 18,383 SH   DFND 17 18,383 0 0
FRANKLIN RES INC COM 354613101 178 6,840 SH   DFND 21 0 0 6,840
FRANKLIN STREET PPTYS CORP COM 35471R106 86 10,100 SH   DFND 17 10,100 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,810 137,984 SH   DFND 4 137,984 0 0
FREEPORT-MCMORAN INC CL B 35671D857 13,918 1,060,859 SH   DFND 17 1,060,859 0 0
FREEPORT-MCMORAN INC CL B 35671D857 17,616 1,342,713 SH   DFND 21 1,342,713 0 0
FREEPORT-MCMORAN INC CL B 35671D857 446 34,000 SH   DFND 24 34,000 0 0
FRESHPET INC COM 358039105 19,766 334,514 SH   DFND 17 214,340 0 120,174
FRESHPET INC COM 358039105 9,042 153,051 SH   DFND 21 151,351 0 1,700
FRONTDOOR INC COM 35905A109 741 15,626 SH   DFND 17 15,626 0 0
FRONTDOOR INC COM 35905A109 644 13,573 SH   DFND 21 12,423 0 1,150
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,250 1,405,277 SH   DFND 17 1,405,277 0 0
FULGENT GENETICS INC COM 359664109 352 27,258 SH   DFND 17 27,258 0 0
FUNKO INC COM CL A 361008105 16 930 SH   DFND 17 930 0 0
FUNKO INC COM CL A 361008105 462 26,928 SH   DFND 21 26,928 0 0
GATX CORP COM 361448103 447 5,398 SH   DFND 17 5,398 0 0
GCI LIBERTY INC COM CLASS A 36164V305 331 4,677 SH   DFND 17 4,677 0 0
GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 15,615 13,450,000 PRN   DFND 17 13,450,000 0 0
G1 THERAPEUTICS INC COM 3621LQ109 404 15,284 SH   DFND 17 15,284 0 0
G1 THERAPEUTICS INC COM 3621LQ109 772 29,219 SH   DFND 21 29,219 0 0
G1 THERAPEUTICS INC COM 3621LQ109 180 6,800 SH   DFND 24 6,800 0 0
GMS INC COM 36251C103 534 19,732 SH   DFND 17 19,732 0 0
GMS INC COM 36251C103 957 35,354 SH   DFND 21 35,354 0 0
GSX TECHEDU INC SPONSORED ADS 36257Y109 2,326 106,398 SH   DFND 21 106,398 0 0
GALLAGHER ARTHUR J & CO COM 363576109 20,785 218,266 SH   DFND 17 192,601 0 25,665
GALLAGHER ARTHUR J & CO COM 363576109 193 2,030 SH   DFND 21 0 0 2,030
GAMING & LEISURE PPTYS INC COM 36467J108 9,557 222,000 SH   DFND 4 222,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,015 46,810 SH   DFND 17 46,810 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 855 19,851 SH   DFND 21 19,851 0 0
GAMESTOP CORP NEW CALL 36467W909 243 40,000 SH Call DFND 21 40,000 0 0
GAP INC COM 364760108 254 14,359 SH   DFND 17 14,359 0 0
GARDNER DENVER HLDGS INC COM 36555P107 230 6,276 SH   DFND 17 6,276 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 149 14,884 SH   DFND 21 14,884 0 0
GARTNER INC COM 366651107 897 5,822 SH   DFND 17 5,822 0 0
GENERAC HLDGS INC COM 368736104 1,957 19,455 SH   DFND 17 16,295 0 3,160
GENERAL DYNAMICS CORP COM 369550108 672 3,809 SH   DFND 4 3,809 0 0
GENERAL DYNAMICS CORP COM 369550108 25,352 143,757 SH   DFND 17 142,857 0 900
GENERAL DYNAMICS CORP COM 369550108 18,240 103,430 SH   DFND 21 40,791 0 62,639
GENERAL DYNAMICS CORP CALL 369550908 3,509 19,900 SH Call DFND 4 19,900 0 0
GENERAL DYNAMICS CORP PUT 369550958 8,271 46,900 SH Put DFND 4 46,900 0 0
GENERAL ELECTRIC CO COM 369604103 137,426 12,314,181 SH   DFND 17 12,104,035 0 210,146
GENERAL ELECTRIC CO COM 369604103 1,270 113,836 SH   DFND 21 30,000 0 83,836
GENERAL ELECTRIC CO CALL 369604903 6,542 586,200 SH Call DFND 4 586,200 0 0
GENERAL ELECTRIC CO PUT 369604953 14,371 1,287,700 SH Put DFND 4 1,287,700 0 0
GENERAL MLS INC COM 370334104 26 478 SH   DFND 4 478 0 0
GENERAL MLS INC COM 370334104 17,476 326,296 SH   DFND 17 326,296 0 0
GENERAL MLS INC COM 370334104 289 5,389 SH   DFND 20 5,389 0 0
GENERAL MLS INC COM 370334104 75,726 1,413,879 SH   DFND 21 1,195,763 0 218,116
GENERAL MLS INC COM 370334104 2,399 44,800 SH   DFND 24 44,800 0 0
GENERAL MLS INC COM 370334104 120 2,237 SH   DFND 25 2,237 0 0
GENERAL MLS INC CALL 370334904 2,073 38,700 SH Call DFND 4 38,700 0 0
GENERAL MLS INC PUT 370334954 2,748 51,300 SH Put DFND 4 51,300 0 0
GENERAL MTRS CO COM 37045V100 1,800 49,178 SH   DFND 4 49,178 0 0
GENERAL MTRS CO COM 37045V100 42,851 1,170,780 SH   DFND 17 1,162,083 0 8,697
GENERAL MTRS CO COM 37045V100 219 5,993 SH   DFND 20 5,993 0 0
GENERAL MTRS CO COM 37045V100 68,143 1,861,844 SH   DFND 21 1,569,936 0 291,908
GENERAL MTRS CO COM 37045V100 91 2,478 SH   DFND 25 2,478 0 0
GENERAL MTRS CO CALL 37045V900 5,622 153,600 SH Call DFND 4 153,600 0 0
GENERAL MTRS CO PUT 37045V950 9,995 273,100 SH Put DFND 4 273,100 0 0
GENESCO INC COM 371532102 29 615 SH   DFND 17 615 0 0
GENESCO INC COM 371532102 2,771 57,819 SH   DFND 21 24,608 0 33,211
GENESCO INC COM 371532102 28 583 SH   DFND 25 583 0 0
GENTEX CORP COM 371901109 351 12,127 SH   DFND 17 12,127 0 0
GENTEX CORP COM 371901109 390 13,447 SH   DFND 21 13,447 0 0
GENUINE PARTS CO COM 372460105 1,003 9,444 SH   DFND 17 9,444 0 0
GENUINE PARTS CO COM 372460105 870 8,194 SH   DFND 21 8,194 0 0
GENWORTH FINL INC COM CL A 37247D106 734 166,835 SH   DFND 17 166,835 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 5,615 111,321 SH   DFND 17 48,723 0 62,598
GILEAD SCIENCES INC COM 375558103 13,846 213,082 SH   DFND 4 213,082 0 0
GILEAD SCIENCES INC COM 375558103 179,213 2,757,975 SH   DFND 17 2,757,975 0 0
GILEAD SCIENCES INC COM 375558103 37,197 572,435 SH   DFND 21 373,618 0 198,817
GILEAD SCIENCES INC COM 375558103 6,530 100,500 SH   DFND 24 100,500 0 0
GILEAD SCIENCES INC CALL 375558903 10,579 162,800 SH Call DFND 4 162,800 0 0
GILEAD SCIENCES INC PUT 375558953 17,889 275,300 SH Put DFND 4 275,300 0 0
GLACIER BANCORP INC NEW COM 37637Q105 8,599 186,983 SH   DFND 17 186,983 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4,409 93,821 SH   DFND 17 93,821 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,915 24,089 SH   DFND 17 24,089 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 183 2,300 SH   DFND 24 2,300 0 0
GLOBAL NET LEASE INC COM NEW 379378201 219 10,783 SH   DFND 17 10,783 0 0
GLOBAL NET LEASE INC COM NEW 379378201 904 44,593 SH   DFND 21 44,593 0 0
GLOBAL PMTS INC COM 37940X102 12 63 SH   DFND 4 63 0 0
GLOBAL PMTS INC COM 37940X102 66,971 366,844 SH   DFND 17 298,411 0 68,433
GLOBAL PMTS INC COM 37940X102 171 937 SH   DFND 20 937 0 0
GLOBAL PMTS INC COM 37940X102 34,502 188,991 SH   DFND 21 170,094 0 18,897
GLOBAL PMTS INC CALL 37940X902 1,716 9,400 SH Call DFND 4 9,400 0 0
GLOBAL PMTS INC PUT 37940X952 3,688 20,200 SH Put DFND 4 20,200 0 0
GLOBAL MED REIT INC COM NEW 37954A204 18 1,368 SH   DFND 17 1,368 0 0
GLOBAL MED REIT INC COM NEW 37954A204 481 36,369 SH   DFND 21 36,369 0 0
GLOBUS MED INC CL A 379577208 1,581 26,848 SH   DFND 17 26,848 0 0
GLOBUS MED INC CL A 379577208 322 5,466 SH   DFND 21 2,302 0 3,164
GLOBE LIFE INC COM 37959E102 732 6,958 SH   DFND 17 6,958 0 0
GLOBE LIFE INC COM 37959E102 1,584 15,047 SH   DFND 21 8,437 0 6,610
GLU MOBILE INC COM 379890106 30 4,908 SH   DFND 17 4,908 0 0
GLU MOBILE INC COM 379890106 377 62,388 SH   DFND 21 8,261 0 54,127
GODADDY INC CL A 380237107 561 8,262 SH   DFND 17 8,262 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 8,686 1,316,040 SH   DFND 17 1,160,540 0 155,500
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 48 7,205 SH   DFND 20 7,205 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 168 25,527 SH   DFND 21 25,527 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 30,076 130,806 SH   DFND 17 128,826 0 1,980
GOLDMAN SACHS GROUP INC COM 38141G104 3,011 13,094 SH   DFND 21 10,500 0 2,594
GOLDMAN SACHS GROUP INC CALL 38141G904 15,451 67,200 SH Call DFND 4 67,200 0 0
GOLDMAN SACHS GROUP INC PUT 38141G954 29,454 128,100 SH Put DFND 4 128,100 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 174 11,155 SH   DFND 17 11,155 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 607 39,020 SH   DFND 21 31,839 0 7,181
GRACE W R & CO DEL NEW COM 38388F108 191 2,728 SH   DFND 17 2,728 0 0
GRACE W R & CO DEL NEW COM 38388F108 775 11,097 SH   DFND 21 11,097 0 0
GRACO INC COM 384109104 410 7,876 SH   DFND 17 7,876 0 0
GRAHAM HLDGS CO COM 384637104 2,514 3,935 SH   DFND 17 3,935 0 0
GRAHAM HLDGS CO COM 384637104 52 81 SH   DFND 20 81 0 0
GRAHAM HLDGS CO COM 384637104 12,983 20,318 SH   DFND 21 12,174 0 8,144
GRAHAM HLDGS CO COM 384637104 33 51 SH   DFND 25 51 0 0
GRAINGER W W INC COM 384802104 975 2,881 SH   DFND 17 2,881 0 0
GRAND CANYON ED INC COM 38526M106 610 6,373 SH   DFND 17 6,373 0 0
GRAND CANYON ED INC COM 38526M106 2,214 23,112 SH   DFND 21 23,112 0 0
GRANITE PT MTG TR INC COM 38741L107 1,482 80,657 SH   DFND 17 80,657 0 0
GRANITE PT MTG TR INC COM 38741L107 1,177 64,054 SH   DFND 21 64,054 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 6,338 124,568 SH   DFND 17 124,568 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 2,030 39,895 SH   DFND 21 17,265 0 22,630
GRAPHIC PACKAGING HLDG CO COM 388689101 1,071 64,310 SH   DFND 17 64,310 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 51 3,049 SH   DFND 21 3,049 0 0
GRAY TELEVISION INC COM 389375106 3,554 165,779 SH   DFND 17 165,779 0 0
GRAY TELEVISION INC COM 389375106 49 2,293 SH   DFND 20 2,293 0 0
GRAY TELEVISION INC COM 389375106 9,771 455,729 SH   DFND 21 237,155 0 218,574
GRAY TELEVISION INC COM 389375106 34 1,599 SH   DFND 25 1,599 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 126 11,092 SH   DFND 17 11,092 0 0
GREEN BRICK PARTNERS INC COM 392709101 283 24,625 SH   DFND 17 24,625 0 0
GREEN DOT CORP CL A 39304D102 97 4,143 SH   DFND 17 4,143 0 0
GREEN DOT CORP CL A 39304D102 547 23,458 SH   DFND 21 23,458 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 38,426 39,260,000 PRN   DFND 17 39,260,000 0 0
GREENSKY INC CL A 39572G100 77,529 8,711,085 SH   DFND 4 8,711,085 0 0
GREIF INC CL A 397624107 49 1,100 SH   DFND 17 1,100 0 0
GREIF INC CL A 397624107 312 7,059 SH   DFND 21 7,059 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 10,724 330,483 SH   DFND 17 280,458 0 50,025
GROCERY OUTLET HLDG CORP COM 39874R101 1,493 46,000 SH   DFND 24 46,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 2,291 22,911 SH   DFND 17 22,911 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,406 14,063 SH   DFND 21 10,716 0 3,347
GROUPON INC COM 399473107 202 84,520 SH   DFND 17 19,190 0 65,330
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 289 17,818 SH   DFND 17 17,818 0 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 841 51,843 SH   DFND 21 51,843 0 0
GRUBHUB INC COM 400110102 2,223 45,708 SH   DFND 17 35,253 0 10,455
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 374 3,156 SH   DFND 17 3,147 0 9
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 140 1,184 SH   DFND 21 0 0 1,184
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 278 31,826 SH   DFND 21 31,826 0 0
GUARDANT HEALTH INC COM 40131M109 2,265 28,990 SH   DFND 17 24,055 0 4,935
GUARDANT HEALTH INC COM 40131M109 430 5,500 SH   DFND 24 5,500 0 0
GUESS INC COM 401617105 44 1,955 SH   DFND 17 1,955 0 0
GUESS INC COM 401617105 164 7,320 SH   DFND 21 0 0 7,320
GUESS INC COM 401617105 13 559 SH   DFND 25 559 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 433 3,946 SH   DFND 17 3,946 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 52,450 44,550,000 PRN   DFND 17 44,550,000 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 259 7,745 SH   DFND 17 7,045 0 700
H & E EQUIPMENT SERVICES INC COM 404030108 389 11,630 SH   DFND 21 0 0 11,630
HCA HEALTHCARE INC COM 40412C101 11,736 79,397 SH   DFND 17 74,350 0 5,047
HCA HEALTHCARE INC COM 40412C101 42,166 285,269 SH   DFND 21 204,948 0 80,321
HCA HEALTHCARE INC CALL 40412C901 4,168 28,200 SH Call DFND 4 28,200 0 0
HCA HEALTHCARE INC PUT 40412C951 6,119 41,400 SH Put DFND 4 41,400 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 72,246 1,140,073 SH   DFND 17 1,060,673 0 79,400
HDFC BANK LTD SPONSORED ADS 40415F101 11,355 179,181 SH   DFND 20 179,181 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 11,412 180,086 SH   DFND 21 166,398 0 13,688
HDFC BANK LTD SPONSORED ADS 40415F101 1,331 21,000 SH   DFND 24 21,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 320 7,953 SH   DFND 17 7,953 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,597 64,560 SH   DFND 21 60,658 0 3,902
HMS HLDGS CORP COM 40425J101 110 3,729 SH   DFND 17 3,729 0 0
HMS HLDGS CORP COM 40425J101 2,807 94,832 SH   DFND 21 26,851 0 67,981
HP INC COM 40434L105 8,222 400,074 SH   DFND 17 323,204 0 76,870
HP INC COM 40434L105 211 10,289 SH   DFND 20 10,289 0 0
HP INC COM 40434L105 47,686 2,320,491 SH   DFND 21 1,460,409 0 860,082
HP INC CALL 40434L905 1,804 87,800 SH Call DFND 4 87,800 0 0
HP INC PUT 40434L955 2,084 101,400 SH Put DFND 4 101,400 0 0
HACKETT GROUP INC COM 404609109 1,310 81,174 SH   DFND 17 81,174 0 0
HAEMONETICS CORP COM 405024100 21,080 183,464 SH   DFND 17 126,538 0 56,926
HAEMONETICS CORP COM 405024100 956 8,322 SH   DFND 21 4,621 0 3,701
HALLIBURTON CO COM 406216101 293 11,970 SH   DFND 4 11,970 0 0
HALLIBURTON CO COM 406216101 1,420 58,037 SH   DFND 17 58,037 0 0
HALLIBURTON CO COM 406216101 12 472 SH   DFND 21 472 0 0
HALLIBURTON CO PUT 406216951 330 13,500 SH Put DFND 4 13,500 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 2,485 140,152 SH   DFND 17 128,932 0 11,220
HALOZYME THERAPEUTICS INC COM 40637H109 697 39,300 SH   DFND 24 39,300 0 0
HAMILTON LANE INC CL A 407497106 56 940 SH   DFND 17 940 0 0
HAMILTON LANE INC CL A 407497106 311 5,224 SH   DFND 21 5,224 0 0
HANESBRANDS INC COM 410345102 354 23,828 SH   DFND 17 23,828 0 0
HANESBRANDS INC COM 410345102 729 49,070 SH   DFND 21 18,410 0 30,660
HANGER INC COM NEW 41043F208 113 4,096 SH   DFND 17 4,096 0 0
HANGER INC COM NEW 41043F208 635 22,994 SH   DFND 21 22,994 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 87 2,690 SH   DFND 17 2,690 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 2,258 70,172 SH   DFND 21 70,172 0 0
HANOVER INS GROUP INC COM 410867105 22,391 163,832 SH   DFND 17 133,961 0 29,871
HANOVER INS GROUP INC COM 410867105 724 5,297 SH   DFND 21 5,297 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 247 22,507 SH   DFND 17 22,507 0 0
HARLEY DAVIDSON INC COM 412822108 381 10,257 SH   DFND 17 10,257 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 56 15,400 SH   DFND 17 15,400 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 124 34,099 SH   DFND 21 34,099 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 10,723 176,454 SH   DFND 17 176,454 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 260 4,285 SH   DFND 20 4,285 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 76,858 1,264,728 SH   DFND 21 1,067,839 0 196,889
HARTFORD FINL SVCS GROUP INC COM 416515104 112 1,849 SH   DFND 25 1,849 0 0
HARTFORD FINL SVCS GROUP INC CALL 416515904 322 5,300 SH Call DFND 4 5,300 0 0
HARTFORD FINL SVCS GROUP INC PUT 416515954 425 7,000 SH Put DFND 4 7,000 0 0
HASBRO INC COM 418056107 888 8,406 SH   DFND 17 8,406 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,047 22,350 SH   DFND 17 22,339 0 11
HEALTHCARE RLTY TR COM 421946104 8,343 250,000 SH   DFND 4 250,000 0 0
HEALTHCARE RLTY TR COM 421946104 188 5,623 SH   DFND 17 5,623 0 0
HEALTHSTREAM INC COM 42222N103 114 4,181 SH   DFND 17 4,181 0 0
HEALTHSTREAM INC COM 42222N103 2,635 96,859 SH   DFND 21 96,859 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,399 145,263 SH   DFND 4 145,263 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 297 9,812 SH   DFND 17 9,812 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 6,968 230,130 SH   DFND 21 0 0 230,130
HEALTH CATALYST INC COM 42225T107 5,313 153,099 SH   DFND 17 90,126 0 62,973
HEALTHEQUITY INC COM 42226A107 218 2,941 SH   DFND 17 2,941 0 0
HEARTLAND EXPRESS INC COM 422347104 809 38,451 SH   DFND 17 31,451 0 7,000
HEALTHPEAK PPTYS INC COM 42250P103 16,563 480,507 SH   DFND 4 480,507 0 0
HEALTHPEAK PPTYS INC COM 42250P103 1,180 34,245 SH   DFND 17 34,245 0 0
HECLA MNG CO COM 422704106 141 41,533 SH   DFND 17 41,533 0 0
HECLA MNG CO COM 422704106 73 21,507 SH   DFND 21 21,507 0 0
HEICO CORP NEW COM 422806109 611 5,356 SH   DFND 17 5,356 0 0
HEICO CORP NEW COM 422806109 430 3,766 SH   DFND 21 3,766 0 0
HEICO CORP NEW CL A 422806208 14,424 161,103 SH   DFND 17 134,891 0 26,212
HEICO CORP NEW CL A 422806208 192 2,147 SH   DFND 20 2,147 0 0
HEICO CORP NEW CL A 422806208 29,177 325,892 SH   DFND 21 256,284 0 69,608
HEICO CORP NEW CL A 422806208 53 597 SH   DFND 25 597 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,945 59,835 SH   DFND 17 59,835 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 93 2,847 SH   DFND 21 0 0 2,847
HEIDRICK & STRUGGLES INTL IN COM 422819102 7 218 SH   DFND 25 218 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 2,105 2,000,000 PRN   DFND 17 2,000,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 15,525 12,325,000 PRN   DFND 17 8,245,000 0 4,080,000
HELMERICH & PAYNE INC COM 423452101 325 7,148 SH   DFND 17 7,148 0 0
HENRY JACK & ASSOC INC COM 426281101 744 5,107 SH   DFND 17 5,107 0 0
HENRY JACK & ASSOC INC COM 426281101 6,100 41,877 SH   DFND 21 2,991 0 38,886
HERITAGE COMMERCE CORP COM 426927109 378 29,493 SH   DFND 17 29,493 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 49,706 47,800,000 PRN   DFND 17 47,800,000 0 0
HERC HLDGS INC COM 42704L104 1,444 29,505 SH   DFND 17 29,505 0 0
HERC HLDGS INC COM 42704L104 3,579 73,136 SH   DFND 21 50,285 0 22,851
HERC HLDGS INC COM 42704L104 23 479 SH   DFND 25 479 0 0
HERCULES CAPITAL INC COM 427096508 154 11,010 SH   DFND 17 11,010 0 0
HERON THERAPEUTICS INC COM 427746102 1,566 66,648 SH   DFND 17 53,783 0 12,865
HERON THERAPEUTICS INC COM 427746102 595 25,300 SH   DFND 24 25,300 0 0
HERSHEY CO COM 427866108 1,098 7,473 SH   DFND 4 7,473 0 0
HERSHEY CO COM 427866108 10,035 68,276 SH   DFND 17 68,276 0 0
HERSHEY CO COM 427866108 28,352 192,897 SH   DFND 21 130,777 0 62,120
HERSHEY CO COM 427866108 1,837 12,500 SH   DFND 24 12,500 0 0
HERSHEY CO COM 427866108 79 539 SH   DFND 25 539 0 0
HERSHEY CO CALL 427866908 514 3,500 SH Call DFND 4 3,500 0 0
HERSHEY CO PUT 427866958 2,161 14,700 SH Put DFND 4 14,700 0 0
HESKA CORP COM RESTRC NEW 42805E306 29 298 SH   DFND 17 298 0 0
HESKA CORP COM RESTRC NEW 42805E306 5,119 53,346 SH   DFND 21 52,873 0 473
HERTZ GLOBAL HLDGS INC COM 42806J106 68 4,311 SH   DFND 17 4,311 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 819 51,984 SH   DFND 21 51,984 0 0
HESS CORP COM 42809H107 5,112 76,522 SH   DFND 17 76,522 0 0
HESS CORP COM 42809H107 59 883 SH   DFND 21 883 0 0
HESS CORP COM 42809H107 160 2,400 SH   DFND 24 2,400 0 0
HESS MIDSTREAM LP CL A SHS 428103105 8,210 362,000 SH   DFND 4 362,000 0 0
HESS MIDSTREAM LP CL A SHS 428103105 39 1,800 SH   DFND 17 1,800 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 36 2,265 SH   DFND 4 2,265 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 6,326 398,854 SH   DFND 17 398,854 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 251 15,834 SH   DFND 20 15,834 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 53,155 3,351,483 SH   DFND 21 2,545,994 0 805,489
HEWLETT PACKARD ENTERPRISE C COM 42824C109 72 4,541 SH   DFND 25 4,541 0 0
HEWLETT PACKARD ENTERPRISE C PUT 42824C959 257 16,200 SH Put DFND 4 16,200 0 0
HEXCEL CORP NEW COM 428291108 21,485 293,067 SH   DFND 17 287,792 0 5,275
HEXCEL CORP NEW COM 428291108 504 6,879 SH   DFND 21 0 0 6,879
HEXCEL CORP NEW COM 428291108 10,205 139,200 SH   DFND 24 139,200 0 0
HIGHWOODS PPTYS INC COM 431284108 238 4,858 SH   DFND 17 4,858 0 0
HILL ROM HLDGS INC COM 431475102 61,555 542,191 SH   DFND 17 538,920 0 3,271
HILL ROM HLDGS INC COM 431475102 167 1,467 SH   DFND 20 1,467 0 0
HILL ROM HLDGS INC COM 431475102 26,822 236,251 SH   DFND 21 158,470 0 77,781
HILL ROM HLDGS INC COM 431475102 45 399 SH   DFND 25 399 0 0
HILLENBRAND INC COM 431571108 6,674 200,369 SH   DFND 17 200,369 0 0
HILLTOP HOLDINGS INC COM 432748101 2,224 89,226 SH   DFND 17 89,226 0 0
HILLTOP HOLDINGS INC COM 432748101 1,672 67,049 SH   DFND 21 0 0 67,049
HILTON WORLDWIDE HLDGS INC COM 43300A203 11,858 106,917 SH   DFND 17 106,917 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 19,002 171,331 SH   DFND 21 149,836 0 21,495
HILTON WORLDWIDE HLDGS INC CALL 43300A903 2,229 20,100 SH Call DFND 4 20,100 0 0
HILTON WORLDWIDE HLDGS INC PUT 43300A953 3,050 27,500 SH Put DFND 4 27,500 0 0
HOLLYFRONTIER CORP COM 436106108 1,764 34,783 SH   DFND 4 34,783 0 0
HOLLYFRONTIER CORP COM 436106108 1,682 33,168 SH   DFND 17 33,168 0 0
HOLLYFRONTIER CORP COM 436106108 8,660 170,779 SH   DFND 21 170,779 0 0
HOLOGIC INC COM 436440101 1,930 36,971 SH   DFND 17 36,971 0 0
HOLOGIC INC COM 436440101 6,512 124,730 SH   DFND 21 117,790 0 6,940
HOME DEPOT INC COM 437076102 43,676 200,000 SH   DFND 4 188,734 0 11,266
HOME DEPOT INC COM 437076102 269,651 1,234,779 SH   DFND 17 1,233,784 0 995
HOME DEPOT INC COM 437076102 439 2,011 SH   DFND 20 2,011 0 0
HOME DEPOT INC COM 437076102 133,292 610,365 SH   DFND 21 506,787 0 103,578
HOME DEPOT INC COM 437076102 192 881 SH   DFND 25 881 0 0
HOME DEPOT INC CALL 437076902 32,997 151,100 SH Call DFND 4 151,100 0 0
HOME DEPOT INC PUT 437076952 73,747 337,700 SH Put DFND 4 337,700 0 0
HOMOLOGY MEDICINES INC COM 438083107 1,466 70,819 SH   DFND 17 70,819 0 0
HOMOLOGY MEDICINES INC COM 438083107 215 10,400 SH   DFND 24 10,400 0 0
HONEYWELL INTL INC COM 438516106 213,370 1,205,482 SH   DFND 17 1,205,482 0 0
HONEYWELL INTL INC COM 438516106 113,617 641,902 SH   DFND 21 350,441 0 291,461
HONEYWELL INTL INC COM 438516106 5,664 32,000 SH   DFND 24 32,000 0 0
HONEYWELL INTL INC CALL 438516906 20,497 115,800 SH Call DFND 4 115,800 0 0
HONEYWELL INTL INC PUT 438516956 44,551 251,700 SH Put DFND 4 251,700 0 0
HORMEL FOODS CORP COM 440452100 833 18,457 SH   DFND 17 18,457 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 85,169 64,015,000 PRN   DFND 17 56,105,000 0 7,910,000
HOST HOTELS & RESORTS INC COM 44107P104 7,211 388,721 SH   DFND 4 388,721 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,575 300,515 SH   DFND 17 300,515 0 0
HOST HOTELS & RESORTS INC COM 44107P104 19,480 1,050,151 SH   DFND 21 862,431 0 187,720
HOST HOTELS & RESORTS INC COM 44107P104 76 4,123 SH   DFND 25 4,123 0 0
HOSTESS BRANDS INC CL A 44109J106 308 21,204 SH   DFND 17 21,204 0 0
HOULIHAN LOKEY INC CL A 441593100 11,548 236,301 SH   DFND 17 236,301 0 0
HOWARD HUGHES CORP COM 44267D107 242 1,911 SH   DFND 17 1,911 0 0
HUB GROUP INC CL A 443320106 70 1,373 SH   DFND 17 1,373 0 0
HUB GROUP INC CL A 443320106 598 11,653 SH   DFND 21 0 0 11,653
HUBBELL INC COM 443510607 2,112 14,286 SH   DFND 17 14,286 0 0
HUBBELL INC COM 443510607 352 2,381 SH   DFND 21 894 0 1,487
HUBSPOT INC COM 443573100 11,636 73,415 SH   DFND 17 49,341 0 24,074
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 19,305 11,140,000 PRN   DFND 17 11,140,000 0 0
HUDBAY MINERALS INC COM 443628102 37,422 9,020,000 SH   DFND 4 9,020,000 0 0
HUDSON PAC PPTYS INC COM 444097109 16,935 449,809 SH   DFND 4 449,809 0 0
HUDSON PAC PPTYS INC COM 444097109 7,584 201,445 SH   DFND 17 201,445 0 0
HUMANA INC COM 444859102 35,193 96,020 SH   DFND 4 96,020 0 0
HUMANA INC COM 444859102 128,057 349,387 SH   DFND 17 341,266 0 8,121
HUMANA INC COM 444859102 51,692 141,035 SH   DFND 21 113,060 0 27,975
HUMANA INC COM 444859102 2,089 5,700 SH   DFND 24 5,700 0 0
HUMANA INC CALL 444859902 4,911 13,400 SH Call DFND 4 13,400 0 0
HUMANA INC PUT 444859952 9,823 26,800 SH Put DFND 4 26,800 0 0
HUNT J B TRANS SVCS INC COM 445658107 662 5,665 SH   DFND 17 5,665 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,032 68,437 SH   DFND 17 68,437 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 8,046 32,073 SH   DFND 17 32,073 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,232 12,881 SH   DFND 21 10,671 0 2,210
HUNTSMAN CORP COM 447011107 249 10,317 SH   DFND 17 10,317 0 0
HUNTSMAN CORP COM 447011107 1,580 65,397 SH   DFND 21 55,304 0 10,093
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 18,347 731,842 SH   DFND 20 731,842 0 0
HYATT HOTELS CORP COM CL A 448579102 1,450 16,160 SH   DFND 17 16,160 0 0
IAC INTERACTIVECORP COM 44919P508 2,940 11,802 SH   DFND 17 7,727 0 4,075
IAA INC COM 449253103 1,049 22,296 SH   DFND 17 22,296 0 0
IAA INC COM 449253103 2,416 51,336 SH   DFND 21 22,371 0 28,965
IAA INC COM 449253103 21 443 SH   DFND 25 443 0 0
ICF INTL INC COM 44925C103 12,580 137,301 SH   DFND 17 81,563 0 55,738
ICF INTL INC COM 44925C103 2,416 26,371 SH   DFND 21 23,393 0 2,978
ICAD INC COM NEW 44934S206 281 36,131 SH   DFND 17 36,131 0 0
IPG PHOTONICS CORP COM 44980X109 3,026 20,883 SH   DFND 17 16,883 0 4,000
IPG PHOTONICS CORP COM 44980X109 42 291 SH   DFND 21 0 0 291
IPG PHOTONICS CORP COM 44980X109 2,609 18,000 SH   DFND 24 18,000 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 77 1,133 SH   DFND 17 1,133 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 2,567 37,706 SH   DFND 21 37,706 0 0
ITT INC COM 45073V108 17,619 238,391 SH   DFND 17 196,115 0 42,276
ITT INC COM 45073V108 5,893 79,737 SH   DFND 21 71,641 0 8,096
IBERIABANK CORP COM 450828108 8,809 117,714 SH   DFND 17 117,714 0 0
IBERIABANK CORP COM 450828108 4,599 61,456 SH   DFND 21 5,400 0 56,056
IAMGOLD CORP COM 450913108 139 37,296 SH   DFND 17 37,296 0 0
ICICI BK LTD ADR 45104G104 507 33,606 SH   DFND 17 33,606 0 0
ICICI BK LTD ADR 45104G104 1,429 94,700 SH   DFND 20 94,700 0 0
ICICI BK LTD ADR 45104G104 1,004 66,506 SH   DFND 21 0 0 66,506
ICONIX BRAND GROUP INC NOTE 5.750% 8/1 451055AG2 27,939 55,805,000 PRN   DFND 17 55,805,000 0 0
IDACORP INC COM 451107106 9,479 88,756 SH   DFND 17 88,746 0 10
IDACORP INC COM 451107106 906 8,487 SH   DFND 21 8,487 0 0
IDEX CORP COM 45167R104 38,047 221,205 SH   DFND 17 221,205 0 0
IDEX CORP COM 45167R104 8,795 51,131 SH   DFND 21 50,690 0 441
IDEX CORP COM 45167R104 7,482 43,500 SH   DFND 24 43,500 0 0
IDEXX LABS INC COM 45168D104 143 548 SH   DFND 4 548 0 0
IDEXX LABS INC COM 45168D104 12,208 46,752 SH   DFND 17 37,847 0 8,905
IDEXX LABS INC COM 45168D104 8,905 34,100 SH   DFND 21 33,714 0 386
IDEXX LABS INC CALL 45168D904 1,358 5,200 SH Call DFND 4 5,200 0 0
IDEXX LABS INC PUT 45168D954 757 2,900 SH Put DFND 4 2,900 0 0
IHEARTMEDIA INC COM CL A 45174J509 745,419 44,107,652 SH   DFND 4 44,015,587 0 92,065
ILLINOIS TOOL WKS INC COM 452308109 3,739 20,815 SH   DFND 17 20,815 0 0
ILLINOIS TOOL WKS INC CALL 452308909 7,149 39,800 SH Call DFND 4 39,800 0 0
ILLINOIS TOOL WKS INC PUT 452308959 12,269 68,300 SH Put DFND 4 68,300 0 0
ILLUMINA INC COM 452327109 45,569 137,363 SH   DFND 17 133,133 0 4,230
ILLUMINA INC COM 452327109 2,123 6,400 SH   DFND 20 6,400 0 0
ILLUMINA INC COM 452327109 10,064 30,338 SH   DFND 21 14,876 0 15,462
ILLUMINA INC COM 452327109 4,180 12,600 SH   DFND 24 12,600 0 0
ILLUMINA INC CALL 452327909 9,023 27,200 SH Call DFND 4 27,200 0 0
ILLUMINA INC PUT 452327959 18,776 56,600 SH Put DFND 4 56,600 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 24,846 18,030,000 PRN   DFND 17 16,080,000 0 1,950,000
ILLUMINA INC NOTE 8/1 452327AK5 161,220 145,080,000 PRN   DFND 17 137,995,000 0 7,085,000
IMMUNOMEDICS INC COM 452907108 1,644 77,673 SH   DFND 17 77,673 0 0
IMMUNOMEDICS INC COM 452907108 728 34,400 SH   DFND 24 34,400 0 0
INCYTE CORP COM 45337C102 6,581 75,367 SH   DFND 17 75,367 0 0
INCYTE CORP COM 45337C102 2,583 29,580 SH   DFND 21 29,580 0 0
INCYTE CORP COM 45337C102 2,288 26,200 SH   DFND 24 26,200 0 0
INDEPENDENT BANK CORP MASS COM 453836108 4,437 53,294 SH   DFND 17 53,294 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 2,063 92,027 SH   DFND 17 92,027 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 493 9,481 SH   DFND 17 9,481 0 0
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 1,434 27,585 SH   DFND 21 27,585 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 61,448 59,465,000 PRN   DFND 17 59,465,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 604 58,519 SH   DFND 17 58,519 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,949 188,905 SH   DFND 20 188,905 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,257 315,568 SH   DFND 21 259,458 0 56,110
INFOSYS LTD SPONSORED ADR 456788108 268 26,000 SH   DFND 24 26,000 0 0
ING GROEP N V SPONSORED ADR 456837103 2,067 171,545 SH   DFND 17 171,545 0 0
INGEVITY CORP COM 45688C107 9,182 105,080 SH   DFND 17 55,157 0 49,923
INGEVITY CORP COM 45688C107 458 5,243 SH   DFND 21 5,243 0 0
INGLES MKTS INC CL A 457030104 472 9,934 SH   DFND 17 9,934 0 0
INGLES MKTS INC CL A 457030104 227 4,774 SH   DFND 21 4,774 0 0
INGREDION INC COM 457187102 2,936 31,590 SH   DFND 17 31,590 0 0
INGREDION INC COM 457187102 2,720 29,263 SH   DFND 21 12,765 0 16,498
INSIGHT ENTERPRISES INC COM 45765U103 105 1,496 SH   DFND 17 1,496 0 0
INSIGHT ENTERPRISES INC COM 45765U103 13,839 196,889 SH   DFND 21 107,259 0 89,630
INSIGHT ENTERPRISES INC COM 45765U103 19 270 SH   DFND 25 270 0 0
INSMED INC COM PAR $.01 457669307 951 39,813 SH   DFND 17 39,813 0 0
INSMED INC COM PAR $.01 457669307 470 19,700 SH   DFND 24 19,700 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 73,397 76,455,000 PRN   DFND 17 70,145,000 0 6,310,000
INNOSPEC INC COM 45768S105 4,942 47,774 SH   DFND 17 47,774 0 0
INNOSPEC INC COM 45768S105 636 6,152 SH   DFND 21 835 0 5,317
INPHI CORP COM 45772F107 1,590 21,477 SH   DFND 17 21,477 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 125,096 87,715,000 PRN   DFND 17 79,945,000 0 7,770,000
INSPIRE MED SYS INC COM 457730109 44 597 SH   DFND 17 597 0 0
INSPIRE MED SYS INC COM 457730109 540 7,276 SH   DFND 21 0 0 7,276
INNOPHOS HOLDINGS INC COM 45774N108 1,317 41,194 SH   DFND 17 41,194 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,087 34,000 SH   DFND 21 34,000 0 0
INSPERITY INC COM 45778Q107 1,263 14,685 SH   DFND 17 14,685 0 0
INSPERITY INC COM 45778Q107 75 872 SH   DFND 20 872 0 0
INSPERITY INC COM 45778Q107 13,172 153,093 SH   DFND 21 137,262 0 15,831
INSTALLED BLDG PRODS INC COM 45780R101 1,199 17,414 SH   DFND 17 14,264 0 3,150
INSTALLED BLDG PRODS INC COM 45780R101 5,717 83,008 SH   DFND 20 83,008 0 0
INSTRUCTURE INC COM 45781U103 71 1,470 SH   DFND 17 1,470 0 0
INSTRUCTURE INC COM 45781U103 2,188 45,394 SH   DFND 21 45,394 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 124 1,638 SH   DFND 17 1,638 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 3,065 40,399 SH   DFND 21 39,858 0 541
INSULET CORP COM 45784P101 20,921 122,203 SH   DFND 17 122,203 0 0
INSULET CORP COM 45784P101 3,432 20,045 SH   DFND 21 20,045 0 0
INTEL CORP COM 458140100 208,991 3,491,913 SH   DFND 17 3,396,116 0 95,797
INTEL CORP COM 458140100 586 9,796 SH   DFND 20 9,796 0 0
INTEL CORP COM 458140100 324,536 5,422,488 SH   DFND 21 3,662,155 0 1,760,333
INTEL CORP COM 458140100 269 4,487 SH   DFND 25 4,487 0 0
INTEL CORP CALL 458140900 33,911 566,600 SH Call DFND 4 566,600 0 0
INTEL CORP PUT 458140950 63,489 1,060,800 SH Put DFND 4 1,060,800 0 0
INTEGER HLDGS CORP COM 45826H109 5,123 63,696 SH   DFND 17 61,476 0 2,220
INTEGER HLDGS CORP COM 45826H109 7,005 87,091 SH   DFND 21 38,897 0 48,194
INTEGER HLDGS CORP COM 45826H109 14 173 SH   DFND 25 173 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 1,514 103,183 SH   DFND 17 103,183 0 0
INTER PARFUMS INC COM 458334109 55 751 SH   DFND 17 751 0 0
INTER PARFUMS INC COM 458334109 494 6,800 SH   DFND 21 6,800 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,532 12,365 SH   DFND 17 12,365 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 347 2,800 SH   DFND 24 2,800 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 80,207 79,610,000 PRN   DFND 17 79,610,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 14,394 155,522 SH   DFND 17 155,511 0 11
INTERCONTINENTAL EXCHANGE IN COM 45866F104 313 3,382 SH   DFND 20 3,382 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 50,655 547,329 SH   DFND 21 444,561 0 102,768
INTERCONTINENTAL EXCHANGE IN COM 45866F104 132 1,425 SH   DFND 25 1,425 0 0
INTERCONTINENTAL EXCHANGE IN CALL 45866F904 6,867 74,200 SH Call DFND 4 74,200 0 0
INTERCONTINENTAL EXCHANGE IN PUT 45866F954 14,882 160,800 SH Put DFND 4 160,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,843 28,674 SH   DFND 4 28,674 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 115,525 861,866 SH   DFND 17 850,901 0 10,965
INTERNATIONAL BUSINESS MACHS COM 459200101 273 2,038 SH   DFND 20 2,038 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 81,046 604,641 SH   DFND 21 467,860 0 136,781
INTERNATIONAL BUSINESS MACHS COM 459200101 114 850 SH   DFND 25 850 0 0
INTERNATIONAL BUSINESS MACHS CALL 459200901 16,742 124,900 SH Call DFND 4 124,900 0 0
INTERNATIONAL BUSINESS MACHS PUT 459200951 30,012 223,900 SH Put DFND 4 223,900 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,679 36,262 SH   DFND 17 36,244 0 18
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 13,198 102,292 SH   DFND 20 0 0 102,292
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 150,010 1,162,685 SH   DFND 21 1,054,708 0 107,977
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,000 15,500 SH   DFND 24 15,500 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 103,786 2,161,755 SH   DFND 17 2,161,755 0 0
INTL PAPER CO COM 460146103 1,689 36,667 SH   DFND 17 35,187 0 1,480
INTL PAPER CO COM 460146103 611 13,279 SH   DFND 21 13,279 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,793 77,632 SH   DFND 17 77,632 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,473 193,629 SH   DFND 21 124,427 0 69,202
INVESCO QQQ TR UNIT SER 1 46090E103 10 49 SH   DFND 17 49 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 6,260 29,445 SH   DFND 24 28,315 0 1,130
INVESCO QQQ TR PUT 46090E953 245,617 1,155,247 SH Put DFND 4 1,155,247 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 814 23,722 SH   DFND 17 23,722 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 165 4,800 SH   DFND 24 4,800 0 0
INTUIT COM 461202103 1,427 5,447 SH   DFND 4 5,447 0 0
INTUIT COM 461202103 151,255 577,462 SH   DFND 17 577,455 0 7
INTUIT COM 461202103 1,703 6,500 SH   DFND 20 6,500 0 0
INTUIT COM 461202103 220,022 840,003 SH   DFND 21 680,213 0 159,790
INTUIT COM 461202103 91 347 SH   DFND 25 347 0 0
INTUIT CALL 461202903 8,356 31,900 SH Call DFND 4 31,900 0 0
INTUIT PUT 461202953 18,492 70,600 SH Put DFND 4 70,600 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 241,007 407,691 SH   DFND 17 403,371 0 4,320
INTUITIVE SURGICAL INC COM NEW 46120E602 7,917 13,393 SH   DFND 20 0 0 13,393
INTUITIVE SURGICAL INC COM NEW 46120E602 75,067 126,985 SH   DFND 21 121,140 0 5,845
INTUITIVE SURGICAL INC COM NEW 46120E602 1,655 2,800 SH   DFND 24 2,800 0 0
INTUITIVE SURGICAL INC CALL 46120E902 12,473 21,100 SH Call DFND 4 21,100 0 0
INTUITIVE SURGICAL INC PUT 46120E952 20,927 35,400 SH Put DFND 4 35,400 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 5,692 341,876 SH   DFND 17 341,876 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 14,780 887,716 SH   DFND 21 675,012 0 212,704
INVESCO MORTGAGE CAPITAL INC COM 46131B100 40 2,403 SH   DFND 25 2,403 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 263 4,500 SH   DFND 24 4,500 0 0
INVESCO EXCHNG TRADED FD TR SOLAR ETF 46138G706 7,516 244,030 SH   DFND 17 244,030 0 0
INVESCO EXCHNG TRADED FD TR SOLAR ETF 46138G706 524 17,000 SH   DFND 24 17,000 0 0
INVESCO DB MLTI SECTR CMMTY PRECIOUS METAL 46140H502 5,804 139,500 SH   DFND 17 139,500 0 0
INVESCO DB MLTI SECTR CMMTY GOLD FD 46140H601 1,784 39,407 SH   DFND 17 39,407 0 0
INVITAE CORP COM 46185L103 6,895 427,475 SH   DFND 17 274,845 0 152,630
INVITATION HOMES INC COM 46187W107 32,018 1,068,324 SH   DFND 4 1,068,324 0 0
INVITATION HOMES INC COM 46187W107 765 25,516 SH   DFND 17 25,516 0 0
IONIS PHARMACEUTICALS INC COM 462222100 368 6,092 SH   DFND 17 6,092 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 5,261 190,079 SH   DFND 17 175,669 0 14,410
IOVANCE BIOTHERAPEUTICS INC COM 462260100 540 19,500 SH   DFND 24 19,500 0 0
IQVIA HLDGS INC COM 46266C105 16,715 108,183 SH   DFND 17 108,183 0 0
IQVIA HLDGS INC COM 46266C105 1,551 10,038 SH   DFND 20 10,038 0 0
IQVIA HLDGS INC COM 46266C105 18,466 119,515 SH   DFND 21 112,892 0 6,623
IQVIA HLDGS INC CALL 46266C905 649 4,200 SH Call DFND 4 4,200 0 0
IQVIA HLDGS INC PUT 46266C955 603 3,900 SH Put DFND 4 3,900 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 6,232 252,914 SH   DFND 17 252,914 0 0
IRON MTN INC NEW COM 46284V101 604 18,963 SH   DFND 17 18,963 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 87 6,524 SH   DFND 17 6,524 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 273 20,520 SH   DFND 21 20,520 0 0
ISHARES GOLD TRUST ISHARES 464285105 485 33,419 SH   DFND 25 33,419 0 0
ISHARES INC MSCI WORLD ETF 464286392 1,195 12,100 SH   DFND 24 0 0 12,100
ISHARES INC MSCI WORLD ETF 464286392 12,289 124,406 SH   DFND 25 124,406 0 0
ISHARES INC MSCI STH KOR ETF 464286772 973 15,647 SH   DFND 17 15,647 0 0
ISHARES TR SELECT DIVID ETF 464287168 211 2,000 SH   DFND 24 2,000 0 0
ISHARES TR TIPS BD ETF 464287176 1,590 13,640 SH   DFND 17 13,640 0 0
ISHARES TR TRANS AVG ETF 464287192 6,998 35,784 SH   DFND 4 35,784 0 0
ISHARES TR CORE S&P500 ETF 464287200 2,441,382 7,552,845 SH   DFND 17 7,552,845 0 0
ISHARES TR CORE S&P500 ETF 464287200 19,714 60,988 SH   DFND 20 60,988 0 0
ISHARES TR CORE S&P500 ETF 464287200 16,704 51,677 SH   DFND 24 18,560 0 33,117
ISHARES TR CORE US AGGBD ET 464287226 62,927 560,000 SH   DFND 4 472,000 0 88,000
ISHARES TR CORE US AGGBD ET 464287226 798,879 7,109,358 SH   DFND 17 7,109,358 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 259 5,766 SH   DFND 17 5,766 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,555 34,650 SH   DFND 24 19,820 0 14,830
ISHARES TR MSCI EMG MKT ETF 464287234 808 18,007 SH   DFND 25 18,007 0 0
ISHARES TR IBOXX INV CP ETF 464287242 4,721 36,891 SH   DFND 17 36,891 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,511 11,809 SH   DFND 24 0 0 11,809
ISHARES TR IBOXX INV CP ETF 464287242 51,561 402,949 SH   DFND 25 0 0 402,949
ISHARES TR 20 YR TR BD ETF 464287432 164 1,213 SH   DFND 17 1,213 0 0
ISHARES TR 20 YR TR BD ETF 464287432 580 4,280 SH   DFND 24 2,250 0 2,030
ISHARES TR BARCLAYS 7 10 YR 464287440 5,633 51,103 SH   DFND 24 33,050 0 18,053
ISHARES TR 1 3 YR TREAS BD 464287457 1,859 21,970 SH   DFND 24 10,570 0 11,400
ISHARES TR MSCI EAFE ETF 464287465 4,079 58,741 SH   DFND 4 58,741 0 0
ISHARES TR MSCI EAFE ETF 464287465 9,027 130,000 SH   DFND 17 130,000 0 0
ISHARES TR NASDAQ BIOTECH 464287556 362 3,000 SH   DFND 17 3,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 639 11,850 SH   DFND 24 0 0 11,850
ISHARES TR RUS 1000 VAL ETF 464287598 47,643 349,084 SH   DFND 17 342,638 0 6,446
ISHARES TR RUS 1000 GRW ETF 464287614 66 373 SH   DFND 17 373 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 2,815 16,000 SH   DFND 24 16,000 0 0
ISHARES TR RUS 1000 ETF 464287622 15,291 85,703 SH   DFND 17 85,703 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 1,353 6,315 SH   DFND 17 0 0 6,315
ISHARES TR RUSSELL 2000 ETF 464287655 164,053 990,238 SH   DFND 17 990,238 0 0
ISHARES TR CORE S&P US VLU 464287663 377 5,983 SH   DFND 17 5,983 0 0
ISHARES TR CORE S&P US VLU 464287663 713 11,310 SH   DFND 24 0 0 11,310
ISHARES TR CORE S&P US GWT 464287671 12,291 181,719 SH   DFND 17 181,719 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 27,812 147,551 SH   DFND 17 147,551 0 0
ISHARES TR U.S. TECH ETF 464287721 214 920 SH   DFND 24 920 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,013 10,880 SH   DFND 24 10,880 0 0
ISHARES TR CALL 464287905 12,425 75,000 SH Call DFND 4 75,000 0 0
ISHARES TR PUT 464287954 1,288,352 28,729,416 SH Put DFND 4 28,729,416 0 0
ISHARES TR PUT 464287954 258,676 5,765,000 SH Put DFND 21 5,002,000 0 763,000
ISHARES TR PUT 464287955 550,259 3,348,601 SH Put DFND 4 3,348,601 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 3,036 41,310 SH   DFND 24 18,000 0 23,310
ISHARES TR MSCI ACWI ETF 464288257 301,776 3,807,895 SH   DFND 17 3,807,895 0 0
ISHARES TR MSCI ACWI ETF 464288257 16,648 210,070 SH   DFND 24 21,050 0 189,020
ISHARES TR JPMORGAN USD EMG 464288281 250 2,178 SH   DFND 17 2,178 0 0
ISHARES TR JPMORGAN USD EMG 464288281 5,153 44,978 SH   DFND 24 0 0 44,978
ISHARES TR JPMORGAN USD EMG 464288281 17,699 154,499 SH   DFND 25 0 0 154,499
ISHARES TR INTL SEL DIV ETF 464288448 488 14,529 SH   DFND 24 0 0 14,529
ISHARES TR IBOXX HI YD ETF 464288513 1,376 15,648 SH   DFND 24 0 0 15,648
ISHARES TR MBS ETF 464288588 324 2,996 SH   DFND 24 0 0 2,996
ISHARES TR MBS ETF 464288588 958 8,861 SH   DFND 25 8,861 0 0
ISHARES TR MRGSTR SM CP GR 464288604 1,941 9,159 SH   DFND 17 9,159 0 0
ISHARES TR EAFE VALUE ETF 464288877 684 13,700 SH   DFND 20 13,700 0 0
ISHARES TR EAFE VALUE ETF 464288877 462 9,260 SH   DFND 24 0 0 9,260
ISHARES TR MSCI INDIA ETF 46429B598 4,323 123,000 SH   DFND 17 123,000 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 6,836 190,200 SH   DFND 17 190,200 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 1,104 11,255 SH   DFND 24 0 0 11,255
ISHARES TR MSCI CHINA ETF 46429B671 513 8,000 SH   DFND 24 8,000 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 13,831 210,832 SH   DFND 17 210,832 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 1,286 19,600 SH   DFND 24 19,600 0 0
ISHARES US ETF TR INT RT HDG C B 46431W705 648 6,738 SH   DFND 25 6,738 0 0
ISHARES TR USA QUALITY FCTR 46432F339 973 9,636 SH   DFND 17 9,636 0 0
ISHARES TR EDGE MSCI USA VL 46432F388 29,624 330,142 SH   DFND 25 0 0 330,142
ISHARES TR CORE MSCI TOTAL 46432F834 7,450 120,353 SH   DFND 17 120,353 0 0
ISHARES TR CORE MSCI EAFE 46432F842 4,561 69,907 SH   DFND 17 69,907 0 0
ISHARES INC CORE MSCI EMKT 46434G103 134 2,496 SH   DFND 17 2,496 0 0
ISHARES INC CORE MSCI EMKT 46434G103 648 12,060 SH   DFND 24 0 0 12,060
ISHARES INC MSCI TAIWAN ETF 46434G772 4,301 104,567 SH   DFND 17 104,567 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 494 12,000 SH   DFND 24 12,000 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 1,667 28,141 SH   DFND 24 12,000 0 16,141
ISHARES INC MSCI GBL GOLD MN 46434G855 639 26,543 SH   DFND 24 0 0 26,543
ISHARES INC PUT 46434G952 19,549 330,000 SH Put DFND 21 0 0 330,000
ISHARES TR 0-5YR HI YL CP 46434V407 323 6,948 SH   DFND 24 0 0 6,948
ISHARES TR CORE DIV GRWTH 46434V621 315 7,490 SH   DFND 24 0 0 7,490
ISHARES TR GLOBAL REIT ETF 46434V647 4,061 147,037 SH   DFND 25 147,037 0 0
ISHARES TR CORE MSCI EURO 46434V738 524 10,507 SH   DFND 17 10,507 0 0
ISHARES TR CONV BD ETF 46435G102 5 79 SH   DFND 17 79 0 0
ISHARES TR CONV BD ETF 46435G102 3,268 52,120 SH   DFND 24 52,120 0 0
ISHARES TR EDGE MSCI MINM 46435G433 3,784 106,694 SH   DFND 17 106,694 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 268 29,317 SH   DFND 17 29,317 0 0
ITERIS INC COM 46564T107 213 42,753 SH   DFND 17 42,753 0 0
ITRON INC COM 465741106 17,209 204,986 SH   DFND 17 204,986 0 0
ITRON INC COM 465741106 6,789 80,871 SH   DFND 21 80,871 0 0
JBG SMITH PPTYS COM 46590V100 5,984 150,000 SH   DFND 4 150,000 0 0
JBG SMITH PPTYS COM 46590V100 233 5,830 SH   DFND 17 5,830 0 0
J & J SNACK FOODS CORP COM 466032109 755 4,099 SH   DFND 17 4,099 0 0
JPMORGAN CHASE & CO COM 46625H100 521,670 3,742,253 SH   DFND 17 3,720,339 0 21,914
JPMORGAN CHASE & CO COM 46625H100 8,082 57,976 SH   DFND 20 57,976 0 0
JPMORGAN CHASE & CO COM 46625H100 307,610 2,206,668 SH   DFND 21 1,555,969 0 650,699
JPMORGAN CHASE & CO COM 46625H100 126 903 SH   DFND 25 903 0 0
JPMORGAN CHASE & CO CALL 46625H900 79,360 569,300 SH Call DFND 4 569,300 0 0
JPMORGAN CHASE & CO PUT 46625H950 126,352 906,400 SH Put DFND 4 906,400 0 0
JABIL INC COM 466313103 4,256 102,968 SH   DFND 17 102,968 0 0
JABIL INC COM 466313103 146 3,542 SH   DFND 20 3,542 0 0
JABIL INC COM 466313103 48,962 1,184,653 SH   DFND 21 755,815 0 428,838
JABIL INC COM 466313103 71 1,706 SH   DFND 25 1,706 0 0
JACOBS ENGR GROUP INC COM 469814107 8,315 92,560 SH   DFND 17 92,560 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 79,282 77,000,000 PRN   DFND 17 77,000,000 0 0
JD COM INC SPON ADR CL A 47215P106 9,209 261,400 SH   DFND 4 261,400 0 0
JD COM INC SPON ADR CL A 47215P106 10,052 285,316 SH   DFND 17 236,711 0 48,605
JD COM INC SPON ADR CL A 47215P106 25,499 723,773 SH   DFND 20 648,684 0 75,089
JD COM INC SPON ADR CL A 47215P106 2,951 83,759 SH   DFND 21 79,664 0 4,095
JEFFERIES FINL GROUP INC COM 47233W109 984 46,055 SH   DFND 17 46,055 0 0
JEFFERIES FINL GROUP INC COM 47233W109 625 29,241 SH   DFND 21 29,241 0 0
JETBLUE AWYS CORP COM 477143101 257 13,751 SH   DFND 17 13,751 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 150 1,330 SH   DFND 17 1,330 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 135 1,200 SH   DFND 21 1,200 0 0
JOHNSON & JOHNSON COM 478160104 278,913 1,912,067 SH   DFND 17 1,856,248 0 55,819
JOHNSON & JOHNSON COM 478160104 816 5,597 SH   DFND 20 5,597 0 0
JOHNSON & JOHNSON COM 478160104 368,797 2,528,255 SH   DFND 21 1,679,534 0 848,721
JOHNSON & JOHNSON COM 478160104 307 2,104 SH   DFND 25 2,104 0 0
JOHNSON & JOHNSON CALL 478160904 65,481 448,900 SH Call DFND 4 448,900 0 0
JOHNSON & JOHNSON PUT 478160954 115,135 789,300 SH Put DFND 4 789,300 0 0
JOINT CORP COM 47973J102 1,660 102,846 SH   DFND 17 102,846 0 0
JONES LANG LASALLE INC COM 48020Q107 1,593 9,149 SH   DFND 17 9,149 0 0
JONES LANG LASALLE INC COM 48020Q107 3,243 18,629 SH   DFND 21 18,629 0 0
J2 GLOBAL INC COM 48123V102 186 1,985 SH   DFND 17 1,985 0 0
J2 GLOBAL INC COM 48123V102 112 1,195 SH   DFND 20 1,195 0 0
J2 GLOBAL INC COM 48123V102 12,259 130,817 SH   DFND 21 108,905 0 21,912
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,036 7,590,000 PRN   DFND 17 4,385,000 0 3,205,000
JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 1,996 296,529 SH   DFND 21 296,529 0 0
JUNIPER NETWORKS INC COM 48203R104 3,950 160,393 SH   DFND 17 160,393 0 0
JUNIPER NETWORKS INC COM 48203R104 41,327 1,677,912 SH   DFND 21 881,322 0 796,590
JUPAI HLDGS LTD ADS 48205B107 43 30,185 SH   DFND 17 30,185 0 0
JUPAI HLDGS LTD ADS 48205B107 125 87,822 SH   DFND 21 87,822 0 0
JUST ENERGY GROUP INC COM 48213W101 850 4,664,101 SH   DFND 4 4,664,101 0 0
KAR AUCTION SVCS INC COM 48238T109 482 22,102 SH   DFND 17 22,102 0 0
KAR AUCTION SVCS INC COM 48238T109 182 8,355 SH   DFND 21 2,311 0 6,044
KAR AUCTION SVCS INC COM 48238T109 10 443 SH   DFND 25 443 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 3 62 SH   DFND 17 62 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 2,897 70,035 SH   DFND 21 67,279 0 2,756
KBR INC COM 48242W106 11,372 372,858 SH   DFND 17 296,541 0 76,317
KBR INC COM 48242W106 13,152 431,221 SH   DFND 21 83,931 0 347,290
KLA CORPORATION COM NEW 482480100 68,855 386,454 SH   DFND 17 288,999 0 97,455
KLA CORPORATION COM NEW 482480100 15,396 86,411 SH   DFND 21 72,518 0 13,893
KLA CORPORATION CALL 482480900 1,675 9,400 SH Call DFND 4 9,400 0 0
KLA CORPORATION PUT 482480950 1,229 6,900 SH Put DFND 4 6,900 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 153 7,517 SH   DFND 17 7,517 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 920 45,068 SH   DFND 21 26,707 0 18,361
KKR & CO INC CL A 48251W104 1,575 53,983 SH   DFND 21 0 0 53,983
KT CORP SPONSORED ADR 48268K101 1,289 111,099 SH   DFND 21 111,099 0 0
K12 INC COM 48273U102 123 6,042 SH   DFND 17 6,042 0 0
K12 INC COM 48273U102 94 4,611 SH   DFND 21 4,611 0 0
KADANT INC COM 48282T104 1,636 15,532 SH   DFND 17 15,532 0 0
KADMON HLDGS INC COM 48283N106 849 187,504 SH   DFND 17 187,504 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 5,629 50,765 SH   DFND 17 50,765 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 85,311 557,009 SH   DFND 17 542,788 0 14,221
KANSAS CITY SOUTHERN COM NEW 485170302 3,784 24,706 SH   DFND 21 24,706 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 306 2,000 SH   DFND 24 2,000 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 1,262 65,855 SH   DFND 17 65,855 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 289 15,100 SH   DFND 24 15,100 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 15,257 10,425,000 PRN   DFND 17 7,050,000 0 3,375,000
KB HOME COM 48666K109 5,123 149,501 SH   DFND 17 149,501 0 0
KB HOME COM 48666K109 16,684 486,838 SH   DFND 21 384,597 0 102,241
KB HOME COM 48666K109 61 1,767 SH   DFND 25 1,767 0 0
KEARNY FINL CORP MD COM 48716P108 391 28,279 SH   DFND 17 28,279 0 0
KELLOGG CO COM 487836108 1,279 18,496 SH   DFND 17 18,496 0 0
KELLOGG CO COM 487836108 7,377 106,671 SH   DFND 21 96,094 0 10,577
KELLY SVCS INC CL A 488152208 270 11,954 SH   DFND 17 11,954 0 0
KELLY SVCS INC CL A 488152208 4,127 182,782 SH   DFND 21 160,455 0 22,327
KEMET CORP COM NEW 488360207 10,879 402,192 SH   DFND 4 335,020 0 67,172
KEMET CORP COM NEW 488360207 391 14,453 SH   DFND 17 14,453 0 0
KEMET CORP COM NEW 488360207 2,142 79,200 SH   DFND 21 79,200 0 0
KEMPER CORP DEL COM 488401100 1,570 20,263 SH   DFND 17 19,433 0 830
KEURIG DR PEPPER INC COM 49271V100 7,842 270,884 SH   DFND 17 270,884 0 0
KEURIG DR PEPPER INC COM 49271V100 533 18,417 SH   DFND 21 18,417 0 0
KEYCORP NEW COM 493267108 8,762 432,885 SH   DFND 17 432,885 0 0
KEYCORP NEW COM 493267108 9,866 487,455 SH   DFND 21 470,865 0 16,590
KEYSIGHT TECHNOLOGIES INC COM 49338L103 29,589 288,307 SH   DFND 17 269,837 0 18,470
KEYSIGHT TECHNOLOGIES INC COM 49338L103 7,813 76,132 SH   DFND 21 68,135 0 7,997
KFORCE INC COM 493732101 1,663 41,888 SH   DFND 17 41,888 0 0
KFORCE INC COM 493732101 449 11,319 SH   DFND 21 2,853 0 8,466
KILROY RLTY CORP COM 49427F108 20,065 239,156 SH   DFND 4 239,156 0 0
KILROY RLTY CORP COM 49427F108 12,753 152,008 SH   DFND 17 72,458 0 79,550
KIMBERLY CLARK CORP COM 494368103 1,800 13,089 SH   DFND 4 13,089 0 0
KIMBERLY CLARK CORP COM 494368103 7,892 57,373 SH   DFND 17 57,373 0 0
KIMBERLY CLARK CORP COM 494368103 55,580 404,073 SH   DFND 21 348,484 0 55,589
KIMBERLY CLARK CORP CALL 494368903 4,911 35,700 SH Call DFND 4 35,700 0 0
KIMBERLY CLARK CORP PUT 494368953 11,664 84,800 SH Put DFND 4 84,800 0 0
KIMCO RLTY CORP COM 49446R109 564 27,240 SH   DFND 17 27,240 0 0
KIMCO RLTY CORP COM 49446R109 254 12,275 SH   DFND 21 12,275 0 0
KINDER MORGAN INC DEL COM 49456B101 41,227 1,947,418 SH   DFND 4 1,947,418 0 0
KINDER MORGAN INC DEL COM 49456B101 44,667 2,109,917 SH   DFND 17 2,109,799 0 118
KINDER MORGAN INC DEL COM 49456B101 26,001 1,228,216 SH   DFND 21 1,159,505 0 68,711
KINDER MORGAN INC DEL COM 49456B101 656 31,000 SH   DFND 24 31,000 0 0
KINDER MORGAN INC DEL CALL 49456B901 5,468 258,300 SH Call DFND 4 258,300 0 0
KINDER MORGAN INC DEL PUT 49456B951 5,388 254,500 SH Put DFND 4 254,500 0 0
KINDRED BIOSCIENCES INC COM 494577109 1,691 199,416 SH   DFND 17 180,621 0 18,795
KINDRED BIOSCIENCES INC COM 494577109 3,780 445,643 SH   DFND 21 441,405 0 4,238
KINDRED BIOSCIENCES INC COM 494577109 222 26,200 SH   DFND 24 26,200 0 0
KINROSS GOLD CORP COM 496902404 17,611 3,707,214 SH   DFND 21 3,626,612 0 80,602
KINSALE CAP GROUP INC COM 49714P108 7,488 73,658 SH   DFND 17 33,225 0 40,433
KIRBY CORP COM 497266106 254 2,832 SH   DFND 17 2,832 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 479 10,846 SH   DFND 17 10,846 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 15,657 354,692 SH   DFND 21 266,400 0 88,292
KNOLL INC COM NEW 498904200 53 2,091 SH   DFND 17 2,091 0 0
KNOLL INC COM NEW 498904200 1,348 53,375 SH   DFND 21 53,375 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 211 5,876 SH   DFND 17 5,876 0 0
KNOWLES CORP COM 49926D109 356 16,833 SH   DFND 17 16,833 0 0
KNOWLES CORP COM 49926D109 1,279 60,480 SH   DFND 21 60,480 0 0
KOHLS CORP COM 500255104 928 18,212 SH   DFND 17 18,212 0 0
KOHLS CORP COM 500255104 67 1,316 SH   DFND 20 1,316 0 0
KOHLS CORP COM 500255104 20,269 397,824 SH   DFND 21 332,814 0 65,010
KOHLS CORP COM 500255104 33 647 SH   DFND 25 647 0 0
KOPPERS HOLDINGS INC COM 50060P106 5,759 150,690 SH   DFND 17 81,702 0 68,988
KOREA ELECTRIC PWR SPONSORED ADR 500631106 417 35,278 SH   DFND 21 0 0 35,278
KORN FERRY COM NEW 500643200 9,572 225,759 SH   DFND 17 225,759 0 0
KORN FERRY COM NEW 500643200 649 15,311 SH   DFND 21 0 0 15,311
KOSMOS ENERGY LTD COM 500688106 99 17,335 SH   DFND 17 17,335 0 0
KRAFT HEINZ CO COM 500754106 165 5,150 SH   DFND 4 5,150 0 0
KRAFT HEINZ CO COM 500754106 1,437 44,735 SH   DFND 17 41,275 0 3,460
KRAFT HEINZ CO COM 500754106 7,575 235,746 SH   DFND 21 206,804 0 28,942
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 7,869 436,941 SH   DFND 17 250,278 0 186,663
KROGER CO COM 501044101 59 2,050 SH   DFND 4 2,050 0 0
KROGER CO COM 501044101 128,363 4,427,854 SH   DFND 17 4,427,854 0 0
KROGER CO COM 501044101 171 5,908 SH   DFND 20 5,908 0 0
KROGER CO COM 501044101 56,008 1,931,966 SH   DFND 21 1,448,156 0 483,810
KROGER CO COM 501044101 37 1,290 SH   DFND 25 1,290 0 0
KROGER CO CALL 501044901 475 16,400 SH Call DFND 4 16,400 0 0
KROGER CO PUT 501044951 896 30,900 SH Put DFND 4 30,900 0 0
KRONOS WORLDWIDE INC COM 50105F105 13 966 SH   DFND 17 966 0 0
KRONOS WORLDWIDE INC COM 50105F105 558 41,615 SH   DFND 21 41,615 0 0
KRYSTAL BIOTECH INC COM 501147102 1,309 23,635 SH   DFND 17 23,635 0 0
KRYSTAL BIOTECH INC COM 501147102 421 7,600 SH   DFND 24 7,600 0 0
KURA SUSHI USA INC CL A COM 501270102 1,662 65,310 SH   DFND 17 65,310 0 0
KURA ONCOLOGY INC COM 50127T109 718 52,195 SH   DFND 17 52,195 0 0
L BRANDS INC COM 501797104 887 48,926 SH   DFND 17 48,926 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 741 106,794 SH   DFND 21 70,819 0 35,975
LHC GROUP INC COM 50187A107 11,441 83,053 SH   DFND 17 48,194 0 34,859
LGI HOMES INC COM 50187T106 1,640 23,218 SH   DFND 17 23,218 0 0
LKQ CORP COM 501889208 730 20,436 SH   DFND 17 20,436 0 0
LCI INDS COM 50189K103 111 1,039 SH   DFND 17 1,039 0 0
LCI INDS COM 50189K103 318 2,965 SH   DFND 21 2,965 0 0
LPL FINL HLDGS INC COM 50212V100 9,886 107,162 SH   DFND 17 56,315 0 50,847
LPL FINL HLDGS INC COM 50212V100 929 10,074 SH   DFND 21 6,487 0 3,587
L3HARRIS TECHNOLOGIES INC COM 502431109 7 36 SH   DFND 4 36 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 39,758 200,929 SH   DFND 17 189,761 0 11,168
L3HARRIS TECHNOLOGIES INC COM 502431109 47,270 238,895 SH   DFND 21 149,952 0 88,943
L3HARRIS TECHNOLOGIES INC CALL 502431909 1,979 10,000 SH Call DFND 4 10,000 0 0
L3HARRIS TECHNOLOGIES INC PUT 502431959 2,513 12,700 SH Put DFND 4 12,700 0 0
LA Z BOY INC COM 505336107 5,912 187,793 SH   DFND 17 187,793 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 104,472 617,559 SH   DFND 17 617,559 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 63 370 SH   DFND 20 370 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 23,060 136,313 SH   DFND 21 121,694 0 14,619
LABORATORY CORP AMER HLDGS COM NEW 50540R409 28 167 SH   DFND 25 167 0 0
LAM RESEARCH CORP COM 512807108 7,877 26,940 SH   DFND 4 26,940 0 0
LAM RESEARCH CORP COM 512807108 383,071 1,310,091 SH   DFND 17 1,227,966 0 82,125
LAM RESEARCH CORP COM 512807108 32,350 110,635 SH   DFND 21 101,377 0 9,258
LAM RESEARCH CORP CALL 512807908 7,281 24,900 SH Call DFND 4 24,900 0 0
LAM RESEARCH CORP PUT 512807958 11,111 38,000 SH Put DFND 4 38,000 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 10,621 118,990 SH   DFND 17 118,990 0 0
LAMB WESTON HLDGS INC COM 513272104 86,235 1,002,378 SH   DFND 17 973,005 0 29,373
LAMB WESTON HLDGS INC COM 513272104 1,535 17,843 SH   DFND 21 17,843 0 0
LANCASTER COLONY CORP COM 513847103 563 3,515 SH   DFND 17 3,515 0 0
LANDSTAR SYS INC COM 515098101 214 1,875 SH   DFND 17 1,875 0 0
LANTHEUS HLDGS INC COM 516544103 877 42,764 SH   DFND 17 42,764 0 0
LANTHEUS HLDGS INC COM 516544103 58 2,822 SH   DFND 20 2,822 0 0
LANTHEUS HLDGS INC COM 516544103 6,567 320,177 SH   DFND 21 260,942 0 59,235
LANTHEUS HLDGS INC COM 516544103 26 1,254 SH   DFND 25 1,254 0 0
LAS VEGAS SANDS CORP COM 517834107 1,564 22,658 SH   DFND 17 22,658 0 0
LAS VEGAS SANDS CORP CALL 517834907 90 1,300 SH Call DFND 4 1,300 0 0
LAS VEGAS SANDS CORP PUT 517834957 83 1,200 SH Put DFND 4 1,200 0 0
LAUDER ESTEE COS INC CL A 518439104 63,804 308,916 SH   DFND 17 308,058 0 858
LAUDER ESTEE COS INC CL A 518439104 18,126 87,761 SH   DFND 20 15,252 0 72,509
LAUDER ESTEE COS INC CL A 518439104 268,075 1,297,933 SH   DFND 21 1,096,491 0 201,442
LAUDER ESTEE COS INC CL A 518439104 2,478 12,000 SH   DFND 24 12,000 0 0
LAUDER ESTEE COS INC CL A 518439104 130 629 SH   DFND 25 629 0 0
LAUDER ESTEE COS INC CALL 518439904 7,394 35,800 SH Call DFND 4 35,800 0 0
LAUDER ESTEE COS INC PUT 518439954 13,694 66,300 SH Put DFND 4 66,300 0 0
LAUREATE EDUCATION INC CL A 518613203 89 5,026 SH   DFND 17 5,026 0 0
LAUREATE EDUCATION INC CL A 518613203 2,901 164,743 SH   DFND 21 131,796 0 32,947
LAWSON PRODS INC COM 520776105 308 5,913 SH   DFND 17 5,913 0 0
LEAR CORP COM NEW 521865204 692 5,044 SH   DFND 17 5,044 0 0
LEAR CORP COM NEW 521865204 8,601 62,690 SH   DFND 21 48,814 0 13,876
LEAR CORP COM NEW 521865204 29 208 SH   DFND 25 208 0 0
LEGGETT & PLATT INC COM 524660107 443 8,719 SH   DFND 17 8,719 0 0
LEGG MASON INC COM 524901105 725 20,188 SH   DFND 17 20,188 0 0
LEGG MASON INC COM 524901105 5,281 147,054 SH   DFND 21 133,210 0 13,844
LEIDOS HLDGS INC COM 525327102 27,916 285,174 SH   DFND 17 285,174 0 0
LEIDOS HLDGS INC COM 525327102 265 2,706 SH   DFND 20 2,706 0 0
LEIDOS HLDGS INC COM 525327102 48,746 497,971 SH   DFND 21 411,079 0 86,892
LEIDOS HLDGS INC COM 525327102 113 1,158 SH   DFND 25 1,158 0 0
LEMAITRE VASCULAR INC COM 525558201 119 3,298 SH   DFND 17 3,298 0 0
LEMAITRE VASCULAR INC COM 525558201 815 22,670 SH   DFND 21 22,670 0 0
LENDINGTREE INC NEW COM 52603B107 147,457 485,951 SH   DFND 17 462,998 0 22,953
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 41,014 26,100,000 PRN   DFND 17 24,020,000 0 2,080,000
LENNAR CORP CL A 526057104 1,028 18,421 SH   DFND 17 18,421 0 0
LENNAR CORP CL A 526057104 353 6,324 SH   DFND 21 4,000 0 2,324
LENNAR CORP CL B 526057302 1,544 34,545 SH   DFND 17 34,545 0 0
LENNOX INTL INC COM 526107107 407 1,670 SH   DFND 17 1,670 0 0
LENNOX INTL INC COM 526107107 3,560 14,590 SH   DFND 21 14,590 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 87 6,278 SH   DFND 17 6,278 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 97 6,952 SH   DFND 21 6,952 0 0
LEXINGTON REALTY TRUST COM 529043101 109 10,271 SH   DFND 17 10,271 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 451 3,619 SH   DFND 17 3,619 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 181 1,451 SH   DFND 21 0 0 1,451
LIBERTY BROADBAND CORP COM SER C 530307305 632 5,029 SH   DFND 17 5,029 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 180 1,432 SH   DFND 21 0 0 1,432
LIBERTY PPTY TR SH BEN INT 531172104 26,210 436,473 SH   DFND 4 436,473 0 0
LIBERTY PPTY TR SH BEN INT 531172104 446 7,425 SH   DFND 17 7,425 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 354 7,350 SH   DFND 17 7,350 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 339 11,424 SH   DFND 17 11,424 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 433 9,418 SH   DFND 17 9,418 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 371 12,548 SH   DFND 17 12,548 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 132,450 97,930,000 PRN   DFND 17 92,745,000 0 5,185,000
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 11,472 19,737,699 PRN   DFND 17 19,737,699 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 102,891 77,408,000 PRN   DFND 17 70,565,000 0 6,843,000
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 23 3,089 SH   DFND 17 3,089 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 155 21,128 SH   DFND 21 9,326 0 11,802
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 6 860 SH   DFND 25 860 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 86,106 99,090,000 PRN   DFND 17 99,090,000 0 0
LIFEVANTAGE CORP COM NEW 53222K205 165 10,544 SH   DFND 17 10,544 0 0
LIFE STORAGE INC COM 53223X107 7,811 72,139 SH   DFND 17 72,139 0 0
LILLY ELI & CO COM 532457108 24,573 186,968 SH   DFND 17 186,968 0 0
LILLY ELI & CO COM 532457108 427 3,250 SH   DFND 20 3,250 0 0
LILLY ELI & CO COM 532457108 115,999 882,593 SH   DFND 21 593,879 0 288,714
LILLY ELI & CO COM 532457108 160 1,216 SH   DFND 25 1,216 0 0
LILLY ELI & CO CALL 532457908 12,078 91,900 SH Call DFND 4 91,900 0 0
LILLY ELI & CO PUT 532457958 31,491 239,600 SH Put DFND 4 239,600 0 0
LINCOLN ELEC HLDGS INC COM 533900106 271 2,802 SH   DFND 17 2,802 0 0
LINCOLN NATL CORP IND COM 534187109 15,254 258,497 SH   DFND 17 258,497 0 0
LINCOLN NATL CORP IND COM 534187109 7,148 121,133 SH   DFND 21 116,299 0 4,834
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 1,394 85,238 SH   DFND 17 85,238 0 0
LINE CORP SPONSORED ADR 53567X101 950 19,385 SH   DFND 17 0 0 19,385
LIQTECH INTL INC COM 53632A201 265 45,282 SH   DFND 17 45,282 0 0
LITHIA MTRS INC CL A 536797103 3,929 26,728 SH   DFND 17 26,728 0 0
LITTELFUSE INC COM 537008104 215 1,126 SH   DFND 17 1,126 0 0
LITTELFUSE INC COM 537008104 39,985 209,017 SH   DFND 21 208,800 0 217
LITTELFUSE INC COM 537008104 2,009 10,500 SH   DFND 24 10,500 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 5,195 72,682 SH   DFND 17 72,682 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 195 2,728 SH   DFND 21 0 0 2,728
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 110,531 90,530,000 PRN   DFND 17 83,910,000 0 6,620,000
LIVEPERSON INC COM 538146101 10,022 270,865 SH   DFND 17 168,108 0 102,757
LIVERAMP HLDGS INC COM 53815P108 40,125 834,710 SH   DFND 17 788,027 0 46,683
LIVERAMP HLDGS INC COM 53815P108 439 9,131 SH   DFND 21 9,131 0 0
LOCKHEED MARTIN CORP COM 539830109 172,725 443,591 SH   DFND 17 441,146 0 2,445
LOCKHEED MARTIN CORP COM 539830109 2,492 6,400 SH   DFND 20 6,400 0 0
LOCKHEED MARTIN CORP COM 539830109 601 1,544 SH   DFND 21 1,544 0 0
LOCKHEED MARTIN CORP CALL 539830909 18,145 46,600 SH Call DFND 4 46,600 0 0
LOCKHEED MARTIN CORP PUT 539830959 41,819 107,400 SH Put DFND 4 107,400 0 0
LOEWS CORP COM 540424108 2,361 44,984 SH   DFND 17 44,984 0 0
LOEWS CORP COM 540424108 6,877 131,022 SH   DFND 21 118,361 0 12,661
LOGMEIN INC COM 54142L109 958 11,177 SH   DFND 17 11,177 0 0
LOGMEIN INC COM 54142L109 5,639 65,763 SH   DFND 21 40,419 0 25,344
LORAL SPACE & COMMUNICATNS I COM 543881106 4,451 137,713 SH   DFND 17 137,713 0 0
LOUISIANA PAC CORP COM 546347105 149 5,017 SH   DFND 17 5,017 0 0
LOUISIANA PAC CORP COM 546347105 501 16,890 SH   DFND 21 16,890 0 0
LOWES COS INC COM 548661107 141,830 1,184,284 SH   DFND 17 1,177,906 0 6,378
LOWES COS INC COM 548661107 4,821 40,259 SH   DFND 21 12,292 0 27,967
LOWES COS INC CALL 548661907 9,988 83,400 SH Call DFND 4 83,400 0 0
LOWES COS INC PUT 548661957 24,072 201,000 SH Put DFND 4 201,000 0 0
LUCKIN COFFEE INC SPONSORED ADS 54951L109 20,377 517,699 SH   DFND 4 517,699 0 0
LULULEMON ATHLETICA INC COM 550021109 17,013 73,436 SH   DFND 17 60,786 0 12,650
LULULEMON ATHLETICA INC COM 550021109 35,368 152,664 SH   DFND 21 103,944 0 48,720
LUMENTUM HLDGS INC COM 55024U109 267 3,370 SH   DFND 17 3,370 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 82,042 55,965,000 PRN   DFND 17 53,005,000 0 2,960,000
LYFT INC CL A COM 55087P104 14,990 348,443 SH   DFND 17 317,338 0 31,105
M & T BK CORP COM 55261F104 417 2,457 SH   DFND 4 2,457 0 0
M & T BK CORP COM 55261F104 55,595 327,510 SH   DFND 17 325,504 0 2,006
M & T BK CORP COM 55261F104 2,042 12,028 SH   DFND 21 0 0 12,028
M & T BK CORP CALL 55261F904 441 2,600 SH Call DFND 4 2,600 0 0
M & T BK CORP PUT 55261F954 2,224 13,100 SH Put DFND 4 13,100 0 0
M D C HLDGS INC COM 552676108 10,388 272,223 SH   DFND 17 272,223 0 0
M D C HLDGS INC COM 552676108 8,509 222,981 SH   DFND 21 108,241 0 114,740
MDU RES GROUP INC COM 552690109 1,053 35,441 SH   DFND 17 35,441 0 0
MDU RES GROUP INC COM 552690109 2,861 96,309 SH   DFND 21 74,367 0 21,942
MFA FINL INC COM 55272X102 2,398 313,402 SH   DFND 17 313,402 0 0
MFA FINL INC COM 55272X102 7,609 994,695 SH   DFND 21 890,004 0 104,691
MGIC INVT CORP WIS COM 552848103 2,276 160,606 SH   DFND 17 160,606 0 0
MGIC INVT CORP WIS COM 552848103 86 6,053 SH   DFND 20 6,053 0 0
MGIC INVT CORP WIS COM 552848103 22,329 1,575,807 SH   DFND 21 712,196 0 863,611
MGM RESORTS INTERNATIONAL COM 552953101 1,113 33,440 SH   DFND 17 33,440 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 17,281 558,000 SH   DFND 4 558,000 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 91 2,938 SH   DFND 17 2,938 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 4,571 147,596 SH   DFND 21 114,178 0 33,418
MGP INGREDIENTS INC NEW COM 55303J106 8,679 179,141 SH   DFND 17 152,741 0 26,400
MGP INGREDIENTS INC NEW COM 55303J106 969 20,000 SH   DFND 24 20,000 0 0
M/I HOMES INC COM 55305B101 310 7,882 SH   DFND 17 7,882 0 0
M/I HOMES INC COM 55305B101 2,305 58,574 SH   DFND 21 0 0 58,574
MKS INSTRUMENT INC COM 55306N104 16,354 148,656 SH   DFND 17 100,830 0 47,826
MKS INSTRUMENT INC COM 55306N104 6,787 61,696 SH   DFND 21 5,552 0 56,144
MPLX LP COM UNIT REP LTD 55336V100 14,258 560,000 SH   DFND 4 560,000 0 0
MSA SAFETY INC COM 553498106 2,538 20,082 SH   DFND 17 19,487 0 595
MSA SAFETY INC COM 553498106 934 7,393 SH   DFND 21 7,393 0 0
MSCI INC COM 55354G100 11 41 SH   DFND 4 41 0 0
MSCI INC COM 55354G100 26,802 103,813 SH   DFND 17 103,813 0 0
MSCI INC COM 55354G100 27,345 105,916 SH   DFND 21 83,983 0 21,933
MSCI INC COM 55354G100 5,680 22,000 SH   DFND 24 22,000 0 0
MSCI INC CALL 55354G900 52 200 SH Call DFND 4 200 0 0
MSCI INC PUT 55354G950 155 600 SH Put DFND 4 600 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 67,470 70,510,000 PRN   DFND 17 70,510,000 0 0
MACYS INC COM 55616P104 20,008 1,176,954 SH   DFND 17 1,176,954 0 0
MACYS INC COM 55616P104 7,066 415,675 SH   DFND 21 301,796 0 113,879
MACYS INC COM 55616P104 33 1,916 SH   DFND 25 1,916 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 5,791 19,684 SH   DFND 17 9,792 0 9,892
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1,823 29,000 SH   DFND 4 29,000 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 8,415 133,850 SH   DFND 17 133,850 0 0
MAGNA INTL INC COM 559222401 11,704 213,164 SH   DFND 17 213,164 0 0
MAGNA INTL INC COM 559222401 177 3,225 SH   DFND 20 3,225 0 0
MAGNA INTL INC COM 559222401 57,394 1,045,309 SH   DFND 21 684,765 0 360,544
MAGNA INTL INC COM 559222401 65 1,182 SH   DFND 25 1,182 0 0
MALIBU BOATS INC COM CL A 56117J100 687 16,777 SH   DFND 17 16,777 0 0
MALIBU BOATS INC COM CL A 56117J100 478 11,662 SH   DFND 21 11,662 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 27 12,084 SH   DFND 17 12,084 0 0
MANHATTAN ASSOCS INC COM 562750109 1,392 17,455 SH   DFND 17 14,725 0 2,730
MANHATTAN ASSOCS INC COM 562750109 1,961 24,587 SH   DFND 21 16,295 0 8,292
MANPOWERGROUP INC COM 56418H100 1,022 10,523 SH   DFND 17 10,523 0 0
MANPOWERGROUP INC COM 56418H100 85 879 SH   DFND 20 879 0 0
MANPOWERGROUP INC COM 56418H100 11,250 115,859 SH   DFND 21 84,976 0 30,883
MANPOWERGROUP INC COM 56418H100 50 510 SH   DFND 25 510 0 0
MANTECH INTL CORP CL A 564563104 14,876 186,230 SH   DFND 17 183,065 0 3,165
MANTECH INTL CORP CL A 564563104 5,681 71,115 SH   DFND 21 44,828 0 26,287
MANTECH INTL CORP CL A 564563104 17 219 SH   DFND 25 219 0 0
MANULIFE FINL CORP COM 56501R106 28,765 1,415,044 SH   DFND 17 1,372,672 0 42,372
MANULIFE FINL CORP COM 56501R106 294 14,475 SH   DFND 20 14,475 0 0
MANULIFE FINL CORP COM 56501R106 94,344 4,641,142 SH   DFND 21 3,437,180 0 1,203,962
MANULIFE FINL CORP COM 56501R106 129 6,370 SH   DFND 25 6,370 0 0
MARATHON OIL CORP COM 565849106 12,361 910,218 SH   DFND 17 910,218 0 0
MARATHON OIL CORP COM 565849106 232 17,100 SH   DFND 21 0 0 17,100
MARATHON PETE CORP COM 56585A102 1,141 18,945 SH   DFND 4 18,945 0 0
MARATHON PETE CORP COM 56585A102 56,281 934,131 SH   DFND 17 929,607 0 4,524
MARATHON PETE CORP COM 56585A102 9,026 149,812 SH   DFND 21 116,629 0 33,183
MARATHON PETE CORP COM 56585A102 783 13,000 SH   DFND 24 13,000 0 0
MARATHON PETE CORP CALL 56585A902 2,440 40,500 SH Call DFND 4 40,500 0 0
MARATHON PETE CORP PUT 56585A952 9,086 150,800 SH Put DFND 4 150,800 0 0
MARCUS CORP COM 566330106 2,246 70,680 SH   DFND 17 70,680 0 0
MARCUS CORP COM 566330106 764 24,054 SH   DFND 21 24,054 0 0
MARINEMAX INC COM 567908108 381 22,849 SH   DFND 17 22,849 0 0
MARINEMAX INC COM 567908108 1,183 70,888 SH   DFND 21 70,888 0 0
MARKEL CORP COM 570535104 735 643 SH   DFND 17 643 0 0
MARKETAXESS HLDGS INC COM 57060D108 934 2,464 SH   DFND 17 2,464 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,718 4,531 SH   DFND 21 3,874 0 657
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 9,270 71,995 SH   DFND 17 71,995 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 30,005 27,990,000 PRN   DFND 17 27,990,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 32,794 294,352 SH   DFND 17 290,902 0 3,450
MARSH & MCLENNAN COS INC COM 571748102 232 2,081 SH   DFND 21 0 0 2,081
MARSH & MCLENNAN COS INC CALL 571748902 4,824 43,300 SH Call DFND 4 43,300 0 0
MARSH & MCLENNAN COS INC PUT 571748952 4,000 35,900 SH Put DFND 4 35,900 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,789 11,812 SH   DFND 4 11,812 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,761 18,234 SH   DFND 17 18,234 0 0
MARRIOTT INTL INC NEW CL A 571903202 274 1,810 SH   DFND 21 0 0 1,810
MARRIOTT INTL INC NEW CALL 571903902 2,135 14,100 SH Call DFND 4 14,100 0 0
MARRIOTT INTL INC NEW PUT 571903952 7,253 47,900 SH Put DFND 4 47,900 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,159 4,145 SH   DFND 17 4,145 0 0
MARTIN MARIETTA MATLS INC COM 573284106 15 52 SH   DFND 21 52 0 0
MASCO CORP COM 574599106 910 18,957 SH   DFND 17 18,957 0 0
MASCO CORP COM 574599106 322 6,710 SH   DFND 21 0 0 6,710
MASIMO CORP COM 574795100 5,622 35,566 SH   DFND 17 33,946 0 1,620
MASIMO CORP COM 574795100 5,045 31,920 SH   DFND 21 31,920 0 0
MASTEC INC COM 576323109 3,001 46,774 SH   DFND 17 44,314 0 2,460
MASTERCARD INC CL A 57636Q104 510,174 1,708,610 SH   DFND 17 1,572,410 0 136,200
MASTERCARD INC CL A 57636Q104 490 1,641 SH   DFND 20 1,641 0 0
MASTERCARD INC CL A 57636Q104 278,724 933,468 SH   DFND 21 616,118 0 317,350
MASTERCARD INC CL A 57636Q104 198 662 SH   DFND 25 662 0 0
MASTERCARD INC CALL 57636Q904 29,769 99,700 SH Call DFND 4 99,700 0 0
MASTERCARD INC PUT 57636Q954 68,586 229,700 SH Put DFND 4 229,700 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 973 61,793 SH   DFND 17 61,793 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 80 5,104 SH   DFND 21 0 0 5,104
MASTERCRAFT BOAT HLDGS INC COM 57637H103 6 390 SH   DFND 25 390 0 0
MATCH GROUP INC COM 57665R106 211 2,569 SH   DFND 17 2,569 0 0
MATCH GROUP INC COM 57665R106 1,637 19,931 SH   DFND 21 16,715 0 3,216
MATERION CORP COM 576690101 3,993 67,159 SH   DFND 17 67,159 0 0
MATSON INC COM 57686G105 195 4,782 SH   DFND 17 4,782 0 0
MATSON INC COM 57686G105 352 8,627 SH   DFND 21 4,704 0 3,923
MATTEL INC COM 577081102 223 16,434 SH   DFND 17 16,434 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,055 49,664 SH   DFND 17 49,664 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,212 19,699 SH   DFND 21 17,285 0 2,414
MAXIMUS INC COM 577933104 21,819 293,305 SH   DFND 17 293,305 0 0
MAXIMUS INC COM 577933104 1,535 20,635 SH   DFND 21 16,373 0 4,262
MCCORMICK & CO INC COM NON VTG 579780206 1,806 10,640 SH   DFND 4 10,640 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,342 19,689 SH   DFND 17 19,689 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,273 7,500 SH   DFND 21 7,500 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,444 14,400 SH   DFND 24 14,400 0 0
MCDERMOTT INTL INC COM 580037703 13 18,974 SH   DFND 17 11,472 0 7,502
MCDONALDS CORP COM 580135101 8,228 41,637 SH   DFND 4 41,637 0 0
MCDONALDS CORP COM 580135101 193,856 981,003 SH   DFND 17 979,703 0 1,300
MCDONALDS CORP COM 580135101 69 350 SH   DFND 20 350 0 0
MCDONALDS CORP COM 580135101 61,594 311,696 SH   DFND 21 135,066 0 176,630
MCDONALDS CORP COM 580135101 170 860 SH   DFND 25 860 0 0
MCDONALDS CORP CALL 580135901 24,899 126,000 SH Call DFND 4 126,000 0 0
MCDONALDS CORP PUT 580135951 45,608 230,800 SH Put DFND 4 230,800 0 0
MCGRATH RENTCORP COM 580589109 10,970 143,320 SH   DFND 17 143,320 0 0
MCGRATH RENTCORP COM 580589109 12,114 158,271 SH   DFND 21 138,982 0 19,289
MCGRATH RENTCORP COM 580589109 14 185 SH   DFND 25 185 0 0
MCKESSON CORP COM 58155Q103 193 1,397 SH   DFND 4 1,397 0 0
MCKESSON CORP COM 58155Q103 99,752 721,167 SH   DFND 17 721,167 0 0
MCKESSON CORP COM 58155Q103 9,467 68,446 SH   DFND 21 36,718 0 31,728
MCKESSON CORP COM 58155Q103 57 414 SH   DFND 25 414 0 0
MCKESSON CORP CALL 58155Q903 1,162 8,400 SH Call DFND 4 8,400 0 0
MCKESSON CORP PUT 58155Q953 3,237 23,400 SH Put DFND 4 23,400 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,587 75,187 SH   DFND 17 75,187 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 11,650 551,877 SH   DFND 21 96,161 0 455,716
MEDICINES CO COM 584688105 27,965 329,234 SH   DFND 4 286,661 0 42,573
MEDICINES CO COM 584688105 273 3,210 SH   DFND 17 3,210 0 0
MEDICINES CO COM 584688105 3,440 40,500 SH   DFND 21 40,500 0 0
MEDIFAST INC COM 58470H101 495 4,516 SH   DFND 17 4,516 0 0
MEDIFAST INC COM 58470H101 528 4,820 SH   DFND 21 4,820 0 0
MEDNAX INC COM 58502B106 1,267 45,585 SH   DFND 17 45,585 0 0
MEDNAX INC COM 58502B106 2,915 104,876 SH   DFND 21 104,876 0 0
MEDPACE HLDGS INC COM 58506Q109 6,534 77,726 SH   DFND 17 73,731 0 3,995
MEDPACE HLDGS INC COM 58506Q109 3,701 44,032 SH   DFND 21 42,198 0 1,834
MEET GROUP INC COM 58513U101 15 2,939 SH   DFND 17 2,939 0 0
MEET GROUP INC COM 58513U101 276 55,027 SH   DFND 21 25,569 0 29,458
MELCO RESORTS AND ENTMT LTD ADR 585464100 177 7,314 SH   DFND 17 7,314 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 514 21,280 SH   DFND 21 21,280 0 0
MERCADOLIBRE INC COM 58733R102 4,302 7,521 SH   DFND 21 7,521 0 0
MERCER INTL INC COM 588056101 205 16,685 SH   DFND 17 16,685 0 0
MERCER INTL INC COM 588056101 685 55,689 SH   DFND 21 36,751 0 18,938
MERCK & CO INC COM 58933Y105 308,338 3,390,194 SH   DFND 17 3,316,494 0 73,700
MERCK & CO INC COM 58933Y105 9,091 99,957 SH   DFND 20 99,957 0 0
MERCK & CO INC COM 58933Y105 298,598 3,283,102 SH   DFND 21 2,170,054 0 1,113,048
MERCK & CO INC COM 58933Y105 2,456 27,000 SH   DFND 24 27,000 0 0
MERCK & CO INC COM 58933Y105 251 2,763 SH   DFND 25 2,763 0 0
MERCK & CO INC CALL 58933Y905 24,047 264,400 SH Call DFND 4 264,400 0 0
MERCK & CO INC PUT 58933Y955 67,421 741,300 SH Put DFND 4 741,300 0 0
MERCURY SYS INC COM 589378108 8,503 123,042 SH   DFND 17 55,619 0 67,423
MERCURY SYS INC COM 589378108 819 11,854 SH   DFND 21 11,854 0 0
MERCURY GENL CORP NEW COM 589400100 802 16,450 SH   DFND 17 16,450 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,565 77,891 SH   DFND 17 77,891 0 0
MERIT MED SYS INC COM 589889104 212 6,805 SH   DFND 17 6,805 0 0
MERITAGE HOMES CORP COM 59001A102 3,682 60,244 SH   DFND 17 60,244 0 0
MERITAGE HOMES CORP COM 59001A102 19,120 312,875 SH   DFND 21 187,407 0 125,468
MERITAGE HOMES CORP COM 59001A102 57 929 SH   DFND 25 929 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 103,419 97,680,000 PRN   DFND 17 86,095,000 0 11,585,000
MESA LABS INC COM 59064R109 1,895 7,600 SH   DFND 17 7,600 0 0
METHANEX CORP COM 59151K108 529 13,673 SH   DFND 17 13,673 0 0
METHANEX CORP COM 59151K108 4,747 122,747 SH   DFND 21 53,791 0 68,956
METHANEX CORP COM 59151K108 6 155 SH   DFND 25 155 0 0
METHODE ELECTRS INC COM 591520200 12,219 310,528 SH   DFND 17 310,528 0 0
METHODE ELECTRS INC COM 591520200 2,980 75,733 SH   DFND 21 60,005 0 15,728
METLIFE INC COM 59156R108 60,088 1,178,895 SH   DFND 17 1,171,482 0 7,413
METLIFE INC COM 59156R108 111,501 2,187,585 SH   DFND 21 1,181,644 0 1,005,941
METLIFE INC COM 59156R108 70 1,383 SH   DFND 25 1,383 0 0
METLIFE INC CALL 59156R908 4,628 90,800 SH Call DFND 4 90,800 0 0
METLIFE INC PUT 59156R958 10,021 196,600 SH Put DFND 4 196,600 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 368 464 SH   DFND 4 464 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,272 1,604 SH   DFND 17 1,604 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 200 252 SH   DFND 20 252 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 19,455 24,525 SH   DFND 21 19,725 0 4,800
METTLER TOLEDO INTERNATIONAL PUT 592688955 793 1,000 SH Put DFND 4 1,000 0 0
MICROSOFT CORP COM 594918104 72,971 462,720 SH   DFND 4 445,821 0 16,899
MICROSOFT CORP COM 594918104 1,499,315 9,507,387 SH   DFND 17 8,881,989 0 625,398
MICROSOFT CORP COM 594918104 56,546 358,566 SH   DFND 20 125,013 0 233,553
MICROSOFT CORP COM 594918104 1,227,627 7,784,571 SH   DFND 21 5,768,030 0 2,016,541
MICROSOFT CORP COM 594918104 9,147 58,000 SH   DFND 24 58,000 0 0
MICROSOFT CORP COM 594918104 763 4,837 SH   DFND 25 4,837 0 0
MICROSOFT CORP CALL 594918904 185,061 1,173,500 SH Call DFND 4 1,173,500 0 0
MICROSOFT CORP PUT 594918954 364,114 2,308,900 SH Put DFND 4 2,308,900 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 6 58 SH   DFND 4 58 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 94,847 905,716 SH   DFND 17 905,716 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 14,598 139,398 SH   DFND 20 0 0 139,398
MICROCHIP TECHNOLOGY INC COM 595017104 51,961 496,191 SH   DFND 21 490,798 0 5,393
MICROCHIP TECHNOLOGY INC CALL 595017904 283 2,700 SH Call DFND 4 2,700 0 0
MICROCHIP TECHNOLOGY INC PUT 595017954 754 7,200 SH Put DFND 4 7,200 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 333,977 232,920,000 PRN   DFND 17 214,370,000 0 18,550,000
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 136,508 94,250,000 PRN   DFND 17 94,250,000 0 0
MICRON TECHNOLOGY INC COM 595112103 33,828 629,000 SH   DFND 4 617,734 0 11,266
MICRON TECHNOLOGY INC COM 595112103 383,628 7,133,283 SH   DFND 17 6,784,948 0 348,335
MICRON TECHNOLOGY INC COM 595112103 98 1,822 SH   DFND 20 1,822 0 0
MICRON TECHNOLOGY INC COM 595112103 26,615 494,879 SH   DFND 21 409,031 0 85,848
MICRON TECHNOLOGY INC CALL 595112903 6,056 112,600 SH Call DFND 4 112,600 0 0
MICRON TECHNOLOGY INC PUT 595112953 15,365 285,700 SH Put DFND 4 285,700 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 96,199 18,080,000 PRN   DFND 17 15,870,000 0 2,210,000
MID AMER APT CMNTYS INC COM 59522J103 23,070 174,959 SH   DFND 4 174,959 0 0
MID AMER APT CMNTYS INC COM 59522J103 1,873 14,202 SH   DFND 17 14,202 0 0
MID AMER APT CMNTYS INC COM 59522J103 7,292 55,299 SH   DFND 21 42,826 0 12,473
MIDDLEBY CORP COM 596278101 290 2,647 SH   DFND 17 2,647 0 0
MIDDLESEX WATER CO COM 596680108 589 9,263 SH   DFND 17 7,638 0 1,625
MIDLAND STS BANCORP INC ILL COM 597742105 27 933 SH   DFND 17 933 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 2,764 95,443 SH   DFND 21 93,876 0 1,567
MILLER HERMAN INC COM 600544100 1,528 36,689 SH   DFND 17 36,689 0 0
MILLER HERMAN INC COM 600544100 11,521 276,612 SH   DFND 21 81,264 0 195,348
MINERALS TECHNOLOGIES INC COM 603158106 85 1,481 SH   DFND 17 1,481 0 0
MINERALS TECHNOLOGIES INC COM 603158106 169 2,932 SH   DFND 21 2,932 0 0
MIRATI THERAPEUTICS INC COM 60468T105 3,931 30,507 SH   DFND 17 30,507 0 0
MIRATI THERAPEUTICS INC COM 60468T105 412 3,200 SH   DFND 24 3,200 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 4,266 420,253 SH   DFND 17 366,753 0 53,500
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 11,146 1,098,130 SH   DFND 21 445,211 0 652,919
MODEL N INC COM 607525102 7,049 200,993 SH   DFND 17 197,293 0 3,700
MOHAWK INDS INC COM 608190104 535 3,924 SH   DFND 17 3,924 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,063 7,833 SH   DFND 17 7,833 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,210 23,654 SH   DFND 21 22,073 0 1,581
MOLSON COORS BREWING CO CL B 60871R209 2,655 49,252 SH   DFND 17 49,252 0 0
MOLSON COORS BREWING CO CL B 60871R209 13,016 241,482 SH   DFND 21 154,013 0 87,469
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,778 140,778 SH   DFND 17 128,728 0 12,050
MOMENTA PHARMACEUTICALS INC COM 60877T100 450 22,800 SH   DFND 24 22,800 0 0
MOMO INC ADR 60879B107 13,286 396,600 SH   DFND 4 396,600 0 0
MOMO INC ADR 60879B107 1,095 32,699 SH   DFND 17 32,699 0 0
MOMO INC ADR 60879B107 449 13,403 SH   DFND 21 13,403 0 0
MOMO INC NOTE 1.250% 7/0 60879BAB3 25,778 27,325,000 PRN   DFND 17 27,325,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 209 4,313 SH   DFND 17 4,313 0 0
MONDELEZ INTL INC CL A 609207105 62,988 1,143,582 SH   DFND 17 1,126,639 0 16,943
MONDELEZ INTL INC CL A 609207105 285 5,176 SH   DFND 20 5,176 0 0
MONDELEZ INTL INC CL A 609207105 75,847 1,377,033 SH   DFND 21 832,313 0 544,720
MONDELEZ INTL INC CL A 609207105 3,029 55,000 SH   DFND 24 55,000 0 0
MONDELEZ INTL INC CL A 609207105 117 2,122 SH   DFND 25 2,122 0 0
MONDELEZ INTL INC CALL 609207905 8,251 149,800 SH Call DFND 4 149,800 0 0
MONDELEZ INTL INC PUT 609207955 22,071 400,700 SH Put DFND 4 400,700 0 0
MONGODB INC CL A 60937P106 174,175 1,323,420 SH   DFND 17 1,122,785 0 200,635
MONGODB INC NOTE 0.750% 6/1 60937PAB2 48,769 24,415,000 PRN   DFND 17 22,775,000 0 1,640,000
MONMOUTH REAL ESTATE INVT CO CL A 609720107 2,970 205,138 SH   DFND 17 195,638 0 9,500
MONOLITHIC PWR SYS INC COM 609839105 14,658 82,339 SH   DFND 17 52,911 0 29,428
MONSTER BEVERAGE CORP NEW COM 61174X109 14,204 223,503 SH   DFND 17 221,938 0 1,565
MONSTER BEVERAGE CORP NEW COM 61174X109 869 13,677 SH   DFND 21 0 0 13,677
MONSTER BEVERAGE CORP NEW CALL 61174X909 2,104 33,100 SH Call DFND 4 33,100 0 0
MONSTER BEVERAGE CORP NEW PUT 61174X959 3,000 47,200 SH Put DFND 4 47,200 0 0
MOODYS CORP COM 615369105 5,179 21,813 SH   DFND 17 21,813 0 0
MOODYS CORP COM 615369105 26,943 113,487 SH   DFND 21 105,843 0 7,644
MOODYS CORP CALL 615369905 1,306 5,500 SH Call DFND 4 5,500 0 0
MOODYS CORP PUT 615369955 760 3,200 SH Put DFND 4 3,200 0 0
MOOG INC CL A 615394202 1,164 13,646 SH   DFND 17 13,646 0 0
MORGAN STANLEY COM NEW 617446448 101,567 1,986,840 SH   DFND 17 1,972,809 0 14,031
MORGAN STANLEY COM NEW 617446448 119 2,326 SH   DFND 20 2,326 0 0
MORGAN STANLEY COM NEW 617446448 82,210 1,608,186 SH   DFND 21 1,012,988 0 595,198
MORGAN STANLEY COM NEW 617446448 99 1,930 SH   DFND 25 1,930 0 0
MORGAN STANLEY CALL 617446908 8,041 157,300 SH Call DFND 4 157,300 0 0
MORGAN STANLEY PUT 617446958 18,863 369,000 SH Put DFND 4 369,000 0 0
MORNINGSTAR INC COM 617700109 356 2,352 SH   DFND 17 2,352 0 0
MORNINGSTAR INC COM 617700109 230 1,517 SH   DFND 21 1,517 0 0
MOSAIC CO NEW COM 61945C103 495 22,857 SH   DFND 17 22,857 0 0
MOSAIC CO NEW COM 61945C103 1,879 86,832 SH   DFND 21 0 0 86,832
MOTOROLA SOLUTIONS INC COM NEW 620076307 68 424 SH   DFND 4 424 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 37,250 231,163 SH   DFND 17 228,513 0 2,650
MOTOROLA SOLUTIONS INC COM NEW 620076307 17,787 110,385 SH   DFND 21 58,116 0 52,269
MOTOROLA SOLUTIONS INC COM NEW 620076307 104 643 SH   DFND 25 643 0 0
MOTOROLA SOLUTIONS INC CALL 620076907 548 3,400 SH Call DFND 4 3,400 0 0
MOTOROLA SOLUTIONS INC PUT 620076957 1,482 9,200 SH Put DFND 4 9,200 0 0
MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 335 381,000 SH   DFND 21 381,000 0 0
MOVADO GROUP INC COM 624580106 15 668 SH   DFND 17 668 0 0
MOVADO GROUP INC COM 624580106 21 958 SH   DFND 20 958 0 0
MOVADO GROUP INC COM 624580106 2,250 103,517 SH   DFND 21 92,470 0 11,047
MUELLER WTR PRODS INC COM SER A 624758108 11,207 935,513 SH   DFND 17 935,513 0 0
MUELLER WTR PRODS INC COM SER A 624758108 4,901 409,137 SH   DFND 21 405,230 0 3,907
MURPHY OIL CORP COM 626717102 6,722 250,803 SH   DFND 17 250,803 0 0
MURPHY OIL CORP COM 626717102 37 1,366 SH   DFND 21 1,366 0 0
MURPHY USA INC COM 626755102 213 1,824 SH   DFND 17 1,824 0 0
MYRIAD GENETICS INC COM 62855J104 362 13,304 SH   DFND 17 13,304 0 0
MYRIAD GENETICS INC COM 62855J104 243 8,939 SH   DFND 21 8,939 0 0
MYOKARDIA INC COM 62857M105 582 7,983 SH   DFND 17 7,983 0 0
NCR CORP NEW COM 62886E108 214 6,074 SH   DFND 17 6,074 0 0
NCR CORP NEW COM 62886E108 1,715 48,775 SH   DFND 21 48,775 0 0
NIC INC COM 62914B100 1,067 47,741 SH   DFND 17 39,196 0 8,545
NIC INC COM 62914B100 103 4,591 SH   DFND 21 0 0 4,591
NMI HLDGS INC CL A 629209305 1,014 30,556 SH   DFND 17 30,556 0 0
NMI HLDGS INC CL A 629209305 600 18,070 SH   DFND 21 13,022 0 5,048
NRG ENERGY INC COM NEW 629377508 663 16,691 SH   DFND 17 16,691 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 67,664 59,845,000 PRN   DFND 17 59,845,000 0 0
NVR INC COM 62944T105 6,368 1,672 SH   DFND 17 1,672 0 0
NVR INC COM 62944T105 57,183 15,015 SH   DFND 21 8,740 0 6,275
NVR INC COM 62944T105 38 10 SH   DFND 25 10 0 0
NV5 GLOBAL INC COM 62945V109 1,978 39,204 SH   DFND 17 39,204 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 39,441 52,600,000 PRN   DFND 4 52,600,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 60,214 80,285,000 PRN   DFND 17 80,285,000 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 3,201 115,074 SH   DFND 17 115,074 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 3,505 119,273 SH   DFND 17 119,273 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 748 25,454 SH   DFND 21 25,454 0 0
NASDAQ INC COM 631103108 6,380 59,567 SH   DFND 17 59,567 0 0
NATERA INC COM 632307104 9,914 294,257 SH   DFND 17 202,274 0 91,983
NATERA INC COM 632307104 182 5,400 SH   DFND 24 5,400 0 0
NATIONAL CINEMEDIA INC COM 635309107 50 6,846 SH   DFND 17 6,846 0 0
NATIONAL CINEMEDIA INC COM 635309107 1,096 150,353 SH   DFND 21 119,521 0 30,832
NATIONAL HEALTHCARE CORP COM 635906100 257 2,977 SH   DFND 17 2,977 0 0
NATIONAL FUEL GAS CO N J COM 636180101 182 3,903 SH   DFND 17 3,903 0 0
NATIONAL FUEL GAS CO N J COM 636180101 7,712 165,704 SH   DFND 21 53,210 0 112,494
NATIONAL GEN HLDGS CORP COM 636220303 130 5,861 SH   DFND 17 5,861 0 0
NATIONAL GEN HLDGS CORP COM 636220303 1,963 88,831 SH   DFND 21 88,831 0 0
NATIONAL HEALTH INVS INC COM 63633D104 26,524 325,525 SH   DFND 17 325,525 0 0
NATIONAL INSTRS CORP COM 636518102 263 6,200 SH   DFND 17 6,200 0 0
NATIONAL OILWELL VARCO INC COM 637071101 34,537 1,378,707 SH   DFND 17 1,378,707 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 540 10,072 SH   DFND 17 10,072 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 371 6,913 SH   DFND 21 6,913 0 0
NAVIENT CORPORATION COM 63938C108 127 9,281 SH   DFND 17 9,281 0 0
NAVIENT CORPORATION COM 63938C108 2,326 170,004 SH   DFND 21 163,788 0 6,216
NEKTAR THERAPEUTICS COM 640268108 1,005 46,537 SH   DFND 17 46,537 0 0
NEKTAR THERAPEUTICS COM 640268108 231 10,700 SH   DFND 24 10,700 0 0
NEOGEN CORP COM 640491106 142 2,175 SH   DFND 17 2,175 0 0
NEOGEN CORP COM 640491106 3,429 52,549 SH   DFND 21 51,735 0 814
NEOGENOMICS INC COM NEW 64049M209 5,438 185,929 SH   DFND 17 185,929 0 0
NETAPP INC COM 64110D104 200,005 3,212,936 SH   DFND 17 3,048,831 0 164,105
NETAPP INC COM 64110D104 4,131 66,359 SH   DFND 21 63,757 0 2,602
NETFLIX INC COM 64110L106 6,866 21,218 SH   DFND 4 21,218 0 0
NETFLIX INC COM 64110L106 274,598 848,651 SH   DFND 17 837,806 0 10,845
NETFLIX INC COM 64110L106 134 415 SH   DFND 20 415 0 0
NETFLIX INC COM 64110L106 39,809 123,031 SH   DFND 21 60,622 0 62,409
NETFLIX INC COM 64110L106 56 172 SH   DFND 25 172 0 0
NETFLIX INC CALL 64110L906 27,859 86,100 SH Call DFND 4 86,100 0 0
NETFLIX INC PUT 64110L956 61,770 190,900 SH Put DFND 4 190,900 0 0
NETEASE INC SPONSORED ADS 64110W102 5,335 17,398 SH   DFND 17 15,898 0 1,500
NETEASE INC SPONSORED ADS 64110W102 12,477 40,689 SH   DFND 20 36,954 0 3,735
NETEASE INC SPONSORED ADS 64110W102 7,286 23,760 SH   DFND 21 23,450 0 310
NETEASE INC SPONSORED ADS 64110W102 429 1,400 SH   DFND 24 1,400 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,417 41,096 SH   DFND 17 41,096 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,612 15,000 SH   DFND 24 15,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 112,242 72,175,000 PRN   DFND 17 66,785,000 0 5,390,000
NEVRO CORP COM 64157F103 152 1,289 SH   DFND 17 1,289 0 0
NEVRO CORP COM 64157F103 5,313 45,205 SH   DFND 21 45,205 0 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 16,058 12,000,000 PRN   DFND 17 7,055,000 0 4,945,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 15,692 129,419 SH   DFND 17 115,819 0 13,600
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 55,116 454,567 SH   DFND 21 453,515 0 1,052
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,091 9,000 SH   DFND 24 9,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 7,418 460,473 SH   DFND 17 460,473 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 2,020 125,414 SH   DFND 21 118,423 0 6,991
NEW RELIC INC COM 64829B100 42,152 641,489 SH   DFND 17 631,264 0 10,225
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 62,598 63,875,000 PRN   DFND 17 63,875,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,702 141,562 SH   DFND 17 141,562 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 4,342 361,208 SH   DFND 21 361,208 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 282 45,279 SH   DFND 17 45,279 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 374 59,967 SH   DFND 21 59,967 0 0
NEW YORK TIMES CO CL A 650111107 248 7,714 SH   DFND 17 7,714 0 0
NEWELL BRANDS INC COM 651229106 485 25,239 SH   DFND 17 25,239 0 0
NEWELL BRANDS INC COM 651229106 1,143 59,454 SH   DFND 21 10,676 0 48,778
NEWMARKET CORP COM 651587107 376 772 SH   DFND 17 772 0 0
NEWMARK GROUP INC CL A 65158N102 5,124 380,817 SH   DFND 17 380,817 0 0
NEWMARK GROUP INC CL A 65158N102 45 3,327 SH   DFND 20 3,327 0 0
NEWMARK GROUP INC CL A 65158N102 994 73,866 SH   DFND 21 33,758 0 40,108
NEWMONT GOLDCORP CORPORATION COM 651639106 1,837 42,268 SH   DFND 4 42,268 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 2,372 54,580 SH   DFND 17 54,580 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 53,415 1,229,348 SH   DFND 21 1,083,935 0 145,413
NEWMONT GOLDCORP CORPORATION COM 651639106 587 13,500 SH   DFND 24 13,500 0 0
NEWMONT GOLDCORP CORPORATION CALL 651639906 4,966 114,300 SH Call DFND 4 114,300 0 0
NEWMONT GOLDCORP CORPORATION PUT 651639956 8,269 190,300 SH Put DFND 4 190,300 0 0
NEWS CORP NEW CL A 65249B109 362 25,633 SH   DFND 17 25,633 0 0
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 319 14,099 SH   DFND 21 0 0 14,099
NEXSTAR MEDIA GROUP INC CL A 65336K103 14,178 120,922 SH   DFND 17 68,408 0 52,514
NEXSTAR MEDIA GROUP INC CL A 65336K103 7,500 63,965 SH   DFND 21 44,129 0 19,836
NEXTERA ENERGY INC COM 65339F101 1,806 7,456 SH   DFND 4 7,456 0 0
NEXTERA ENERGY INC COM 65339F101 11,798 48,719 SH   DFND 17 48,697 0 22
NEXTERA ENERGY INC COM 65339F101 15,411 63,641 SH   DFND 21 56,720 0 6,921
NEXTERA ENERGY INC COM 65339F101 2,809 11,600 SH   DFND 24 11,600 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 27,454 535,375 SH   DFND 17 432,765 0 102,610
NEXTERA ENERGY INC CALL 65339F901 17,508 72,300 SH Call DFND 4 72,300 0 0
NEXTERA ENERGY INC PUT 65339F951 45,114 186,300 SH Put DFND 4 186,300 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 418 7,935 SH   DFND 21 7,935 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 38 2,373 SH   DFND 17 2,373 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 3,921 243,964 SH   DFND 21 177,048 0 66,916
NIKE INC CL B 654106103 226,104 2,231,801 SH   DFND 17 2,226,661 0 5,140
NIKE INC CL B 654106103 72,181 712,474 SH   DFND 21 643,309 0 69,165
NIKE INC CALL 654106903 11,286 111,400 SH Call DFND 4 111,400 0 0
NIKE INC PUT 654106953 29,066 286,900 SH Put DFND 4 286,900 0 0
NISOURCE INC COM 65473P105 19,647 705,722 SH   DFND 17 705,684 0 38
NISOURCE INC COM 65473P105 238 8,549 SH   DFND 21 8,549 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 2,580 72,950 SH   DFND 17 72,950 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 1,192 33,688 SH   DFND 20 33,688 0 0
NOBLE ENERGY INC COM 655044105 4,483 180,467 SH   DFND 17 180,467 0 0
NOBLE ENERGY INC COM 655044105 149 6,000 SH   DFND 24 6,000 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 8,156 307,080 SH   DFND 4 307,080 0 0
NORDSON CORP COM 655663102 446 2,741 SH   DFND 17 2,741 0 0
NORDSTROM INC COM 655664100 293 7,166 SH   DFND 17 7,166 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,806 9,305 SH   DFND 4 9,305 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,724 29,487 SH   DFND 17 29,487 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,369 58,564 SH   DFND 21 58,149 0 415
NORFOLK SOUTHERN CORP CALL 655844908 9,221 47,500 SH Call DFND 4 47,500 0 0
NORFOLK SOUTHERN CORP PUT 655844958 16,346 84,200 SH Put DFND 4 84,200 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 191 81,675 SH   DFND 17 81,675 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 350 149,492 SH   DFND 21 96,793 0 52,699
NORTHERN OIL & GAS INC NEV COM 665531109 9 3,861 SH   DFND 25 3,861 0 0
NORTHERN TR CORP COM 665859104 1 11 SH   DFND 4 11 0 0
NORTHERN TR CORP COM 665859104 13,528 127,335 SH   DFND 17 127,335 0 0
NORTHERN TR CORP CALL 665859904 691 6,500 SH Call DFND 4 6,500 0 0
NORTHERN TR CORP PUT 665859954 988 9,300 SH Put DFND 4 9,300 0 0
NORTHROP GRUMMAN CORP COM 666807102 539 1,566 SH   DFND 4 1,566 0 0
NORTHROP GRUMMAN CORP COM 666807102 28,780 83,670 SH   DFND 17 83,670 0 0
NORTHROP GRUMMAN CORP COM 666807102 4,001 11,633 SH   DFND 21 10,858 0 775
NORTHROP GRUMMAN CORP CALL 666807902 6,363 18,500 SH Call DFND 4 18,500 0 0
NORTHROP GRUMMAN CORP PUT 666807952 18,196 52,900 SH Put DFND 4 52,900 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 186 11,201 SH   DFND 17 11,201 0 0
NORTHWEST NAT HLDG CO COM 66765N105 469 6,355 SH   DFND 17 6,355 0 0
NORTHWESTERN CORP COM NEW 668074305 9,600 133,949 SH   DFND 17 133,941 0 8
NORTHWESTERN CORP COM NEW 668074305 2,762 38,534 SH   DFND 21 38,534 0 0
NORTONLIFELOCK INC COM 668771108 9,442 370,000 SH   DFND 4 349,158 0 20,842
NORTONLIFELOCK INC COM 668771108 16,381 641,875 SH   DFND 17 641,875 0 0
NORTONLIFELOCK INC COM 668771108 2,401 94,097 SH   DFND 21 69,097 0 25,000
NOVAGOLD RES INC COM NEW 66987E206 223 24,867 SH   DFND 17 24,867 0 0
NOVARTIS A G SPONSORED ADR 66987V109 15,124 159,721 SH   DFND 17 98,076 0 61,645
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 27,119 3,060,000 PRN   DFND 17 1,805,000 0 1,255,000
NOVANTA INC COM 67000B104 617 6,972 SH   DFND 17 5,987 0 985
NOVO-NORDISK A S ADR 670100205 459 7,933 SH   DFND 17 7,904 0 29
NUANCE COMMUNICATIONS INC COM 67020Y100 15,315 858,960 SH   DFND 17 858,960 0 0
NUCOR CORP COM 670346105 1,140 20,259 SH   DFND 17 20,259 0 0
NUCOR CORP COM 670346105 689 12,238 SH   DFND 21 4,079 0 8,159
NUSTAR ENERGY LP UNIT COM 67058H102 13,701 530,000 SH   DFND 4 530,000 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 116 4,498 SH   DFND 17 4,498 0 0
NUTANIX INC CL A 67059N108 255 8,170 SH   DFND 17 8,170 0 0
NUTANIX INC NOTE 1/1 67059NAB4 101,053 102,240,000 PRN   DFND 17 93,990,000 0 8,250,000
NVIDIA CORP COM 67066G104 17,857 75,890 SH   DFND 4 75,890 0 0
NVIDIA CORP COM 67066G104 427,681 1,817,600 SH   DFND 17 1,710,005 0 107,595
NVIDIA CORP COM 67066G104 15,803 67,161 SH   DFND 21 62,240 0 4,921
NVIDIA CORP CALL 67066G904 28,612 121,600 SH Call DFND 4 121,600 0 0
NVIDIA CORP PUT 67066G954 64,425 273,800 SH Put DFND 4 273,800 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 57,972 43,820,000 PRN   DFND 17 41,250,000 0 2,570,000
NUVEEN ENHANCED MUN VALUE FD COM 67074M101 73 4,887 SH   DFND 4 4,887 0 0
NUTRIEN LTD COM 67077M108 13,303 277,467 SH   DFND 17 277,467 0 0
NUTRIEN LTD COM 67077M108 192 4,010 SH   DFND 20 4,010 0 0
NUTRIEN LTD COM 67077M108 29,882 623,292 SH   DFND 21 552,022 0 71,270
NUTRIEN LTD COM 67077M108 3,620 75,500 SH   DFND 24 75,500 0 0
OGE ENERGY CORP COM 670837103 1,441 32,415 SH   DFND 17 32,415 0 0
OGE ENERGY CORP COM 670837103 7,262 163,311 SH   DFND 21 24,079 0 139,232
OI S A SPONSORED ADR NE 670851500 1,401 1,503,537 SH   DFND 4 1,503,537 0 0
OI S A SPONSORED ADR NE 670851500 105 112,292 SH   DFND 17 112,292 0 0
OI S A SPONSORED ADR NE 670851500 304 326,709 SH   DFND 21 326,709 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 43,569 99,413 SH   DFND 17 99,413 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 279 637 SH   DFND 20 637 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 55,902 127,554 SH   DFND 21 107,769 0 19,785
O REILLY AUTOMOTIVE INC NEW CALL 67103H907 2,367 5,400 SH Call DFND 4 5,400 0 0
O REILLY AUTOMOTIVE INC NEW PUT 67103H957 3,594 8,200 SH Put DFND 4 8,200 0 0
OSI SYSTEMS INC COM 671044105 757 7,517 SH   DFND 17 7,517 0 0
OSI SYSTEMS INC COM 671044105 820 8,138 SH   DFND 21 8,138 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 27,547 24,920,000 PRN   DFND 17 24,920,000 0 0
OASIS MIDSTREAM PARTNERS LP COM UNITS REPS 67420T206 3,036 183,000 SH   DFND 4 183,000 0 0
OASIS MIDSTREAM PARTNERS LP COM UNITS REPS 67420T206 741 44,695 SH   DFND 17 44,695 0 0
OASIS PETE INC NEW COM 674215108 44 13,607 SH   DFND 17 13,607 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 56,326 73,150,000 PRN   DFND 17 73,150,000 0 0
OCCIDENTAL PETE CORP COM 674599105 14,324 347,586 SH   DFND 4 347,586 0 0
OCCIDENTAL PETE CORP COM 674599105 120,348 2,920,349 SH   DFND 17 2,920,349 0 0
OCCIDENTAL PETE CORP COM 674599105 5,920 143,648 SH   DFND 21 141,412 0 2,236
OCCIDENTAL PETE CORP COM 674599105 495 12,000 SH   DFND 24 12,000 0 0
OCCIDENTAL PETE CORP CALL 674599905 2,386 57,900 SH Call DFND 4 57,900 0 0
OCCIDENTAL PETE CORP PUT 674599955 5,745 139,400 SH Put DFND 4 139,400 0 0
ODONATE THERAPEUTICS INC COM 676079106 776 23,923 SH   DFND 17 23,923 0 0
ODONATE THERAPEUTICS INC COM 676079106 519 16,000 SH   DFND 24 16,000 0 0
OFFICE DEPOT INC COM 676220106 63 23,131 SH   DFND 17 23,131 0 0
OFFICE DEPOT INC COM 676220106 3,030 1,105,711 SH   DFND 21 667,380 0 438,331
OFFICE DEPOT INC COM 676220106 10 3,769 SH   DFND 25 3,769 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 24,233 26,905,000 PRN   DFND 17 26,905,000 0 0
OKTA INC CL A 679295105 313,033 2,713,297 SH   DFND 17 2,420,807 0 292,490
OLD DOMINION FREIGHT LINE IN COM 679580100 1,447 7,626 SH   DFND 17 7,626 0 0
OLD REP INTL CORP COM 680223104 8,739 390,638 SH   DFND 17 390,638 0 0
OLD REP INTL CORP COM 680223104 3,456 154,497 SH   DFND 21 68,607 0 85,890
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 293 4,488 SH   DFND 17 4,488 0 0
OMNICOM GROUP INC COM 681919106 1,164 14,370 SH   DFND 17 14,370 0 0
OMNICOM GROUP INC COM 681919106 13,633 168,261 SH   DFND 21 127,857 0 40,404
OMEGA HEALTHCARE INVS INC COM 681936100 657 15,508 SH   DFND 17 15,508 0 0
OMNICELL INC COM 68213N109 7,363 90,098 SH   DFND 17 50,415 0 39,683
OMNICELL INC COM 68213N109 11,038 135,070 SH   DFND 21 76,395 0 58,675
OMEROS CORP COM 682143102 452 32,052 SH   DFND 17 32,052 0 0
ON SEMICONDUCTOR CORP COM 682189105 211,675 8,682,303 SH   DFND 17 8,511,028 0 171,275
ON SEMICONDUCTOR CORP COM 682189105 1,050 43,063 SH   DFND 21 38,071 0 4,992
ON SEMICONDUCTOR CORP COM 682189105 3,169 130,000 SH   DFND 24 130,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 192,466 139,970,000 PRN   DFND 17 127,905,000 0 12,065,000
ONE GAS INC COM 68235P108 26,367 281,784 SH   DFND 17 281,778 0 6
ONE GAS INC COM 68235P108 4,490 47,983 SH   DFND 21 5,162 0 42,821
ONEOK INC NEW COM 682680103 96,075 1,269,664 SH   DFND 4 1,269,664 0 0
ONEOK INC NEW COM 682680103 20,635 272,703 SH   DFND 17 272,674 0 29
ONEOK INC NEW COM 682680103 43,436 574,014 SH   DFND 21 475,131 0 98,883
ONEOK INC NEW COM 682680103 757 10,000 SH   DFND 24 10,000 0 0
ONEOK INC NEW CALL 682680903 1,165 15,400 SH Call DFND 4 15,400 0 0
ONEOK INC NEW PUT 682680953 3,799 50,200 SH Put DFND 4 50,200 0 0
ONEMAIN HLDGS INC COM 68268W103 3,271 77,614 SH   DFND 17 77,614 0 0
ONEMAIN HLDGS INC COM 68268W103 108 2,560 SH   DFND 20 2,560 0 0
ONEMAIN HLDGS INC COM 68268W103 29,069 689,663 SH   DFND 21 401,455 0 288,208
ONEMAIN HLDGS INC COM 68268W103 34 801 SH   DFND 25 801 0 0
ONESPAN INC COM 68287N100 7,183 419,546 SH   DFND 17 419,546 0 0
ONTO INNOVATION INC COM 683344105 708 19,389 SH   DFND 17 19,389 0 0
OPEN TEXT CORP COM 683715106 2,426 54,978 SH   DFND 17 54,978 0 0
OPEN TEXT CORP COM 683715106 46 1,046 SH   DFND 20 1,046 0 0
OPEN TEXT CORP COM 683715106 16,604 376,298 SH   DFND 21 234,828 0 141,470
OPEN TEXT CORP COM 683715106 32 722 SH   DFND 25 722 0 0
OPKO HEALTH INC COM 68375N103 24 16,323 SH   DFND 17 16,323 0 0
ORACLE CORP COM 68389X105 4,971 93,829 SH   DFND 4 93,829 0 0
ORACLE CORP COM 68389X105 103,014 1,944,397 SH   DFND 17 1,903,504 0 40,893
ORACLE CORP COM 68389X105 73,057 1,378,949 SH   DFND 21 1,152,686 0 226,263
ORACLE CORP CALL 68389X905 12,662 239,000 SH Call DFND 4 239,000 0 0
ORACLE CORP PUT 68389X955 23,089 435,800 SH Put DFND 4 435,800 0 0
OPTIMIZERX CORP COM NEW 68401U204 163 15,856 SH   DFND 17 15,856 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 139 17,282 SH   DFND 17 17,282 0 0
ORCHARD THERAPEUTICS PLC ADS 68570P101 311 22,625 SH   DFND 17 22,625 0 0
ORCHARD THERAPEUTICS PLC ADS 68570P101 100 7,300 SH   DFND 24 7,300 0 0
ORGANIGRAM HLDGS INC COM 68620P101 74 30,266 SH   DFND 17 30,266 0 0
ORMAT TECHNOLOGIES INC COM 686688102 1,335 17,916 SH   DFND 17 15,716 0 2,200
ORTHOPEDIATRICS CORP COM 68752L100 2,581 54,936 SH   DFND 17 54,936 0 0
OSHKOSH CORP COM 688239201 10,880 114,951 SH   DFND 17 114,951 0 0
OSHKOSH CORP COM 688239201 167 1,762 SH   DFND 20 1,762 0 0
OSHKOSH CORP COM 688239201 46,572 492,048 SH   DFND 21 254,645 0 237,403
OSHKOSH CORP COM 688239201 68 722 SH   DFND 25 722 0 0
OTTER TAIL CORP COM 689648103 6,164 120,183 SH   DFND 17 120,165 0 18
OUTFRONT MEDIA INC COM 69007J106 1,752 65,328 SH   DFND 17 65,328 0 0
OUTFRONT MEDIA INC COM 69007J106 8,277 308,609 SH   DFND 21 68,312 0 240,297
OVERSTOCK COM INC DEL COM 690370101 13,297 1,886,032 SH   DFND 17 1,866,442 0 19,590
OWENS CORNING NEW COM 690742101 1,266 19,435 SH   DFND 17 19,435 0 0
OWENS CORNING NEW COM 690742101 20,856 320,268 SH   DFND 21 147,828 0 172,440
PBF ENERGY INC CL A 69318G106 502 16,002 SH   DFND 17 16,002 0 0
PBF ENERGY INC CL A 69318G106 1,517 48,371 SH   DFND 21 31,281 0 17,090
PCSB FINL CORP COM 69324R104 234 11,565 SH   DFND 17 11,565 0 0
PDL BIOPHARMA INC COM 69329Y104 100 30,735 SH   DFND 17 30,735 0 0
PDL BIOPHARMA INC COM 69329Y104 25 7,557 SH   DFND 21 7,557 0 0
PG&E CORP COM 69331C108 274 25,235 SH   DFND 17 25,235 0 0
PGT INNOVATIONS INC COM 69336V101 877 58,830 SH   DFND 17 58,830 0 0
PLDT INC SPONSORED ADR 69344D408 1,039 51,985 SH   DFND 17 51,985 0 0
PLDT INC SPONSORED ADR 69344D408 169 8,456 SH   DFND 21 8,456 0 0
PNC FINL SVCS GROUP INC COM 693475105 76,527 479,405 SH   DFND 17 473,414 0 5,991
PNC FINL SVCS GROUP INC COM 693475105 6,362 39,856 SH   DFND 21 4,731 0 35,125
PNC FINL SVCS GROUP INC CALL 693475905 7,231 45,300 SH Call DFND 4 45,300 0 0
PNC FINL SVCS GROUP INC PUT 693475955 15,085 94,500 SH Put DFND 4 94,500 0 0
POSCO SPONSORED ADR 693483109 3 55 SH   DFND 17 55 0 0
POSCO SPONSORED ADR 693483109 693 13,685 SH   DFND 21 9,002 0 4,683
PNM RES INC COM 69349H107 9,651 190,323 SH   DFND 17 190,323 0 0
PNM RES INC COM 69349H107 1,052 20,745 SH   DFND 21 10,426 0 10,319
PPG INDS INC COM 693506107 2,097 15,708 SH   DFND 17 15,708 0 0
PPG INDS INC CALL 693506907 3,124 23,400 SH Call DFND 4 23,400 0 0
PPG INDS INC PUT 693506957 4,565 34,200 SH Put DFND 4 34,200 0 0
PPL CORP COM 69351T106 3,502 97,610 SH   DFND 17 97,610 0 0
PPL CORP COM 69351T106 64 1,781 SH   DFND 20 1,781 0 0
PPL CORP COM 69351T106 25,190 702,073 SH   DFND 21 217,534 0 484,539
PPL CORP CALL 69351T906 1,159 32,300 SH Call DFND 4 32,300 0 0
PPL CORP PUT 69351T956 969 27,000 SH Put DFND 4 27,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 13,333 119,951 SH   DFND 17 75,278 0 44,673
PRA HEALTH SCIENCES INC COM 69354M108 4,121 37,080 SH   DFND 21 25,326 0 11,754
PS BUSINESS PKS INC CALIF COM 69360J107 1,815 11,008 SH   DFND 17 11,008 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,927 17,753 SH   DFND 21 17,753 0 0
PVH CORP COM 693656100 514 4,889 SH   DFND 17 4,889 0 0
PVH CORP COM 693656100 3,039 28,901 SH   DFND 21 5,720 0 23,181
PVH CORP COM 693656100 12 118 SH   DFND 25 118 0 0
PTC THERAPEUTICS INC COM 69366J200 5,813 121,030 SH   DFND 17 118,960 0 2,070
PTC THERAPEUTICS INC COM 69366J200 970 20,200 SH   DFND 24 20,200 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 19,009 16,525,000 PRN   DFND 17 10,525,000 0 6,000,000
PTC INC COM 69370C100 47,769 637,854 SH   DFND 17 637,854 0 0
PACCAR INC COM 693718108 14,560 184,069 SH   DFND 17 184,069 0 0
PACCAR INC COM 693718108 73,426 928,264 SH   DFND 21 482,833 0 445,431
PACCAR INC COM 693718108 112 1,422 SH   DFND 25 1,422 0 0
PACCAR INC CALL 693718908 324 4,100 SH Call DFND 4 4,100 0 0
PACCAR INC PUT 693718958 403 5,100 SH Put DFND 4 5,100 0 0
PACKAGING CORP AMER COM 695156109 737 6,585 SH   DFND 17 6,585 0 0
PACKAGING CORP AMER COM 695156109 11 97 SH   DFND 21 97 0 0
PACWEST BANCORP DEL COM 695263103 215 5,623 SH   DFND 17 5,623 0 0
PAGERDUTY INC COM 69553P100 26,619 1,138,032 SH   DFND 17 1,138,032 0 0
PALO ALTO NETWORKS INC COM 697435105 47,216 204,176 SH   DFND 17 194,256 0 9,920
PALO ALTO NETWORKS INC COM 697435105 2,839 12,275 SH   DFND 21 12,275 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 191,698 173,520,000 PRN   DFND 17 167,280,000 0 6,240,000
PALOMAR HLDGS INC COM 69753M105 1,487 29,453 SH   DFND 17 29,453 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 369 15,884 SH   DFND 17 15,884 0 0
PARK HOTELS RESORTS INC COM 700517105 294 11,373 SH   DFND 17 11,373 0 0
PARK HOTELS RESORTS INC COM 700517105 28,340 1,095,480 SH   DFND 21 611,524 0 483,956
PARK HOTELS RESORTS INC COM 700517105 30 1,159 SH   DFND 25 1,159 0 0
PARK OHIO HLDGS CORP COM 700666100 351 10,425 SH   DFND 17 10,425 0 0
PARK OHIO HLDGS CORP COM 700666100 147 4,358 SH   DFND 21 4,358 0 0
PARKER HANNIFIN CORP COM 701094104 6,693 32,518 SH   DFND 17 27,318 0 5,200
PARKER HANNIFIN CORP CALL 701094904 1,214 5,900 SH Call DFND 4 5,900 0 0
PARKER HANNIFIN CORP PUT 701094954 2,984 14,500 SH Put DFND 4 14,500 0 0
PARSLEY ENERGY INC CL A 701877102 1,689 89,301 SH   DFND 17 89,301 0 0
PARSLEY ENERGY INC CL A 701877102 514 27,200 SH   DFND 24 27,200 0 0
PARTY CITY HOLDCO INC COM 702149105 3,627 1,550,000 SH   DFND 4 1,550,000 0 0
PARTY CITY HOLDCO INC COM 702149105 5 2,288 SH   DFND 17 2,288 0 0
PATRICK INDS INC COM 703343103 50 957 SH   DFND 17 957 0 0
PATRICK INDS INC COM 703343103 367 7,000 SH   DFND 21 7,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 17,822 18,500,000 PRN   DFND 17 18,500,000 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 100 3,752 SH   DFND 17 3,752 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 3,516 131,398 SH   DFND 21 129,600 0 1,798
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 15,202 15,000,000 PRN   DFND 17 15,000,000 0 0
PATTERSON COMPANIES INC COM 703395103 1,134 55,380 SH   DFND 17 55,380 0 0
PATTERSON COMPANIES INC COM 703395103 8,003 390,812 SH   DFND 21 322,572 0 68,240
PAYCHEX INC COM 704326107 13,892 163,318 SH   DFND 17 163,312 0 6
PAYCHEX INC COM 704326107 13,554 159,350 SH   DFND 21 149,639 0 9,711
PAYCHEX INC CALL 704326907 1,667 19,600 SH Call DFND 4 19,600 0 0
PAYCHEX INC PUT 704326957 3,913 46,000 SH Put DFND 4 46,000 0 0
PAYCOM SOFTWARE INC COM 70432V102 219,794 830,165 SH   DFND 17 652,830 0 177,335
PAYCOM SOFTWARE INC COM 70432V102 351 1,324 SH   DFND 21 592 0 732
PAYLOCITY HLDG CORP COM 70438V106 1,133 9,376 SH   DFND 17 9,376 0 0
PAYLOCITY HLDG CORP COM 70438V106 3,855 31,903 SH   DFND 21 29,440 0 2,463
PAYPAL HLDGS INC COM 70450Y103 2,304 21,303 SH   DFND 4 21,303 0 0
PAYPAL HLDGS INC COM 70450Y103 323,408 2,989,811 SH   DFND 17 2,852,541 0 137,270
PAYPAL HLDGS INC COM 70450Y103 50,936 470,885 SH   DFND 21 445,776 0 25,109
PAYPAL HLDGS INC CALL 70450Y903 15,901 147,000 SH Call DFND 4 147,000 0 0
PAYPAL HLDGS INC PUT 70450Y953 34,604 319,900 SH Put DFND 4 319,900 0 0
PAYSIGN INC COM 70451A104 1,040 102,423 SH   DFND 17 102,423 0 0
PEABODY ENERGY CORP NEW COM 704551100 30 3,338 SH   DFND 17 3,338 0 0
PEABODY ENERGY CORP NEW COM 704551100 349 38,227 SH   DFND 21 19,433 0 18,794
PEGASYSTEMS INC COM 705573103 145 1,826 SH   DFND 17 1,826 0 0
PEGASYSTEMS INC COM 705573103 2,787 34,995 SH   DFND 21 34,995 0 0
PEMBINA PIPELINE CORP COM 706327103 1 40 SH   DFND 17 0 0 40
PEMBINA PIPELINE CORP COM 706327103 331 8,910 SH   DFND 21 0 0 8,910
PENN VA CORP NEW COM 70788V102 18 579 SH   DFND 17 579 0 0
PENN VA CORP NEW COM 70788V102 223 7,354 SH   DFND 21 3,977 0 3,377
PENN VA CORP NEW COM 70788V102 8 249 SH   DFND 25 249 0 0
PENNANT GROUP INC COM 70805E109 366 11,078 SH   DFND 17 9,166 0 1,912
PENNANT GROUP INC COM 70805E109 1,197 36,187 SH   DFND 21 3,504 0 32,683
PENNANT GROUP INC COM 70805E109 4 128 SH   DFND 25 128 0 0
PENNEY J C CORP INC COM 708160106 15 13,730 SH   DFND 17 13,730 0 0
PENNYMAC MTG INVT TR COM 70931T103 236 10,606 SH   DFND 17 10,606 0 0
PENNYMAC MTG INVT TR COM 70931T103 10,370 465,223 SH   DFND 21 199,701 0 265,522
PENNYMAC FINL SVCS INC COM 70932M107 120 3,534 SH   DFND 17 3,534 0 0
PENNYMAC FINL SVCS INC COM 70932M107 546 16,032 SH   DFND 21 0 0 16,032
PENSKE AUTOMOTIVE GRP INC COM 70959W103 81 1,615 SH   DFND 17 1,615 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 432 8,596 SH   DFND 21 8,596 0 0
PENUMBRA INC COM 70975L107 246 1,495 SH   DFND 17 1,495 0 0
PENUMBRA INC COM 70975L107 525 3,194 SH   DFND 21 3,194 0 0
PEOPLES BANCORP INC COM 709789101 85 2,438 SH   DFND 17 2,438 0 0
PEOPLES BANCORP INC COM 709789101 250 7,210 SH   DFND 21 7,210 0 0
PEOPLES UTD FINL INC COM 712704105 497 29,379 SH   DFND 17 29,379 0 0
PEOPLES UTD FINL INC COM 712704105 184 10,910 SH   DFND 21 0 0 10,910
PEOPLES UTAH BANCORP COM 712706209 331 10,998 SH   DFND 17 10,998 0 0
PEPSICO INC COM 713448108 126,433 925,099 SH   DFND 17 919,664 0 5,435
PEPSICO INC COM 713448108 57,730 422,404 SH   DFND 21 209,512 0 212,892
PEPSICO INC COM 713448108 3,143 23,000 SH   DFND 24 23,000 0 0
PEPSICO INC CALL 713448908 24,409 178,600 SH Call DFND 4 178,600 0 0
PEPSICO INC PUT 713448958 51,702 378,300 SH Put DFND 4 378,300 0 0
PERFICIENT INC COM 71375U101 10,953 237,742 SH   DFND 17 120,291 0 117,451
PERFORMANCE FOOD GROUP CO COM 71377A103 19,771 384,044 SH   DFND 17 240,178 0 143,866
PERFORMANCE FOOD GROUP CO COM 71377A103 4,984 96,810 SH   DFND 21 24,180 0 72,630
PERFORMANCE FOOD GROUP CO COM 71377A103 2,466 47,900 SH   DFND 24 47,900 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 27 518 SH   DFND 25 518 0 0
PERKINELMER INC COM 714046109 39,453 406,314 SH   DFND 17 398,804 0 7,510
PERKINELMER INC COM 714046109 7,789 80,220 SH   DFND 21 77,750 0 2,470
PERSPECTA INC COM 715347100 24,475 925,685 SH   DFND 17 925,685 0 0
PERSPECTA INC COM 715347100 91 3,435 SH   DFND 20 3,435 0 0
PERSPECTA INC COM 715347100 8,182 309,462 SH   DFND 21 245,949 0 63,513
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 776 27,244 SH   DFND 17 27,244 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 916 32,124 SH   DFND 21 17,065 0 15,059
PETMED EXPRESS INC COM 716382106 20 831 SH   DFND 17 831 0 0
PETMED EXPRESS INC COM 716382106 4,546 193,293 SH   DFND 21 190,515 0 2,778
PETIQ INC COM CL A 71639T106 22 889 SH   DFND 17 889 0 0
PETIQ INC COM CL A 71639T106 5,948 237,479 SH   DFND 21 234,816 0 2,663
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2,008 134,554 SH   DFND 21 134,554 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 617 38,695 SH   DFND 21 38,695 0 0
PFIZER INC COM 717081103 7,107 181,385 SH   DFND 4 181,385 0 0
PFIZER INC COM 717081103 99,682 2,544,219 SH   DFND 17 2,374,745 0 169,474
PFIZER INC COM 717081103 404 10,299 SH   DFND 20 10,299 0 0
PFIZER INC COM 717081103 202,161 5,159,796 SH   DFND 21 4,017,790 0 1,142,006
PFIZER INC COM 717081103 165 4,202 SH   DFND 25 4,202 0 0
PFIZER INC CALL 717081903 20,910 533,700 SH Call DFND 4 533,700 0 0
PFIZER INC PUT 717081953 36,089 921,100 SH Put DFND 4 921,100 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 22 905 SH   DFND 17 905 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 926 37,282 SH   DFND 21 37,282 0 0
PHILIP MORRIS INTL INC COM 718172109 87,602 1,029,516 SH   DFND 17 1,008,045 0 21,471
PHILIP MORRIS INTL INC COM 718172109 35,627 418,695 SH   DFND 21 392,083 0 26,612
PHILIP MORRIS INTL INC COM 718172109 2,417 28,400 SH   DFND 24 28,400 0 0
PHILIP MORRIS INTL INC CALL 718172909 16,516 194,100 SH Call DFND 4 194,100 0 0
PHILIP MORRIS INTL INC PUT 718172959 33,330 391,700 SH Put DFND 4 391,700 0 0
PHILLIPS 66 COM 718546104 9,521 85,456 SH   DFND 17 85,456 0 0
PHILLIPS 66 COM 718546104 17,006 152,643 SH   DFND 21 111,185 0 41,458
PHILLIPS 66 COM 718546104 891 8,000 SH   DFND 24 8,000 0 0
PHILLIPS 66 CALL 718546904 5,604 50,300 SH Call DFND 4 50,300 0 0
PHILLIPS 66 PUT 718546954 9,693 87,000 SH Put DFND 4 87,000 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 6,041 98,000 SH   DFND 4 98,000 0 0
PHOTRONICS INC COM 719405102 883 55,998 SH   DFND 17 55,998 0 0
PHOTRONICS INC COM 719405102 2,933 186,132 SH   DFND 21 79,798 0 106,334
PHOTRONICS INC COM 719405102 27 1,694 SH   DFND 25 1,694 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,830 117,070 SH   DFND 17 117,070 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 132 4,035 SH   DFND 21 0 0 4,035
PILGRIMS PRIDE CORP NEW COM 72147K108 3,671 112,200 SH   DFND 24 112,200 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 7,220 100,238 SH   DFND 17 100,238 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 8 152 SH   DFND 4 152 0 0
PIMCO ETF TR SHTRM MUN BD ACT 72201R874 8 166 SH   DFND 4 166 0 0
PIMCO EQUITY SER RAFI DYN ML US 72202L363 77,793 2,494,180 SH   DFND 4 2,494,180 0 0
PIMCO EQUITY SER RAFI DYN EMERG 72202L389 507,878 20,429,541 SH   DFND 4 20,429,541 0 0
PINDUODUO INC SPONSORED ADS 722304102 15,559 411,400 SH   DFND 4 411,400 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 229 3,578 SH   DFND 17 3,578 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 372 5,813 SH   DFND 21 5,813 0 0
PINNACLE WEST CAP CORP COM 723484101 1,823 20,268 SH   DFND 4 20,268 0 0
PINNACLE WEST CAP CORP COM 723484101 40,633 451,829 SH   DFND 17 449,048 0 2,781
PINNACLE WEST CAP CORP COM 723484101 3,798 42,236 SH   DFND 21 38,466 0 3,770
PINTEREST INC CL A 72352L106 9,313 499,630 SH   DFND 17 499,630 0 0
PIONEER NAT RES CO COM 723787107 35,409 233,925 SH   DFND 17 233,925 0 0
PIONEER NAT RES CO COM 723787107 10,943 72,295 SH   DFND 20 72,295 0 0
PIONEER NAT RES CO COM 723787107 6,698 44,251 SH   DFND 21 44,251 0 0
PIONEER NAT RES CO COM 723787107 681 4,500 SH   DFND 24 4,500 0 0
PIONEER NAT RES CO CALL 723787907 1,741 11,500 SH Call DFND 4 11,500 0 0
PIONEER NAT RES CO PUT 723787957 3,936 26,000 SH Put DFND 4 26,000 0 0
PITNEY BOWES INC COM 724479100 188 46,757 SH   DFND 17 46,757 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,584 86,112 SH   DFND 4 86,112 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 13,919 734,489 SH   DFND 4 734,489 0 0
PLANET FITNESS INC CL A 72703H101 5,685 76,120 SH   DFND 17 44,624 0 31,496
PLANET FITNESS INC CL A 72703H101 907 12,140 SH   DFND 21 8,150 0 3,990
PLANET FITNESS INC CL A 72703H101 2,375 31,800 SH   DFND 24 31,800 0 0
PLUG POWER INC COM NEW 72919P202 33 10,408 SH   DFND 17 10,408 0 0
PLURALSIGHT INC COM CL A 72941B106 51 2,957 SH   DFND 17 2,957 0 0
PLURALSIGHT INC COM CL A 72941B106 182 10,590 SH   DFND 21 10,590 0 0
POLARIS INC COM 731068102 279 2,745 SH   DFND 17 2,745 0 0
POLYONE CORP COM 73179P106 11,302 307,195 SH   DFND 17 157,436 0 149,759
POOL CORPORATION COM 73278L105 6,156 28,987 SH   DFND 17 15,726 0 13,261
POOL CORPORATION COM 73278L105 8,613 40,555 SH   DFND 21 40,555 0 0
POPULAR INC COM NEW 733174700 4,866 82,818 SH   DFND 17 82,818 0 0
POPULAR INC COM NEW 733174700 156 2,657 SH   DFND 20 2,657 0 0
POPULAR INC COM NEW 733174700 42,166 717,726 SH   DFND 21 478,285 0 239,441
POPULAR INC COM NEW 733174700 37 622 SH   DFND 25 622 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 24,336 24,325,000 PRN   DFND 17 24,325,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,392 78,727 SH   DFND 17 78,727 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 7,589 136,027 SH   DFND 21 15,598 0 120,429
POST HLDGS INC COM 737446104 338 3,096 SH   DFND 17 3,096 0 0
POST HLDGS INC COM 737446104 497 4,551 SH   DFND 21 0 0 4,551
POWER INTEGRATIONS INC COM 739276103 3,410 34,475 SH   DFND 17 32,015 0 2,460
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,793 29,834 SH   DFND 17 29,834 0 0
PREMIER INC CL A 74051N102 540 14,250 SH   DFND 17 12,065 0 2,185
PREMIER INC CL A 74051N102 1,192 31,465 SH   DFND 21 31,465 0 0
PRICE T ROWE GROUP INC COM 74144T108 225 1,850 SH   DFND 4 1,850 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,151 17,651 SH   DFND 17 17,651 0 0
PRICE T ROWE GROUP INC COM 74144T108 8,501 69,772 SH   DFND 21 63,468 0 6,304
PRICE T ROWE GROUP INC CALL 74144T908 694 5,700 SH Call DFND 4 5,700 0 0
PRICE T ROWE GROUP INC PUT 74144T958 2,607 21,400 SH Put DFND 4 21,400 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 74,933 47,815,000 PRN   DFND 17 43,375,000 0 4,440,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,701 3,000,000 PRN   DFND 21 0 0 3,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 123,537 106,040,000 PRN   DFND 17 106,040,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,660 4,000,000 PRN   DFND 21 0 0 4,000,000
PRICESMART INC COM 741511109 1,020 14,366 SH   DFND 17 14,366 0 0
PRIMERICA INC COM 74164M108 66,043 505,842 SH   DFND 17 503,021 0 2,821
PRINCIPAL FINL GROUP INC COM 74251V102 2,800 50,914 SH   DFND 17 50,914 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 34,190 621,628 SH   DFND 21 440,612 0 181,016
PRINCIPIA BIOPHARMA INC COM 74257L108 1,485 27,107 SH   DFND 17 27,107 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 208 3,800 SH   DFND 24 3,800 0 0
PROASSURANCE CORP COM 74267C106 223 6,160 SH   DFND 17 6,160 0 0
PROCTER & GAMBLE CO COM 742718109 91,710 734,267 SH   DFND 17 713,067 0 21,200
PROCTER & GAMBLE CO COM 742718109 738 5,910 SH   DFND 20 5,910 0 0
PROCTER & GAMBLE CO COM 742718109 356,358 2,853,149 SH   DFND 21 1,914,449 0 938,700
PROCTER & GAMBLE CO COM 742718109 255 2,042 SH   DFND 25 2,042 0 0
PROCTER & GAMBLE CO CALL 742718909 46,288 370,600 SH Call DFND 4 370,600 0 0
PROCTER & GAMBLE CO PUT 742718959 95,798 767,000 SH Put DFND 4 767,000 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 525 103,234 SH   DFND 17 103,234 0 0
PROGRESS SOFTWARE CORP COM 743312100 9,902 238,323 SH   DFND 17 233,998 0 4,325
PROGRESS SOFTWARE CORP COM 743312100 81 1,949 SH   DFND 20 1,949 0 0
PROGRESS SOFTWARE CORP COM 743312100 17,575 422,979 SH   DFND 21 245,918 0 177,061
PROGRESS SOFTWARE CORP COM 743312100 34 818 SH   DFND 25 818 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,669 36,875 SH   DFND 4 36,875 0 0
PROGRESSIVE CORP OHIO COM 743315103 214,187 2,958,794 SH   DFND 17 2,949,764 0 9,030
PROGRESSIVE CORP OHIO COM 743315103 73,406 1,014,035 SH   DFND 21 555,051 0 458,984
PROGRESSIVE CORP OHIO CALL 743315903 4,821 66,600 SH Call DFND 4 66,600 0 0
PROGRESSIVE CORP OHIO PUT 743315953 5,704 78,800 SH Put DFND 4 78,800 0 0
PROLOGIS INC COM 74340W103 25,687 288,162 SH   DFND 4 288,162 0 0
PROLOGIS INC COM 74340W103 40,100 449,852 SH   DFND 17 444,965 0 4,887
PROLOGIS INC COM 74340W103 3,039 34,094 SH   DFND 21 30,000 0 4,094
PROLOGIS INC CALL 74340W903 4,956 55,600 SH Call DFND 4 55,600 0 0
PROLOGIS INC PUT 74340W953 5,865 65,800 SH Put DFND 4 65,800 0 0
PROOFPOINT INC COM 743424103 69,326 603,988 SH   DFND 17 567,098 0 36,890
PROOFPOINT INC COM 743424103 3,413 29,736 SH   DFND 21 29,736 0 0
PROS HOLDINGS INC COM 74346Y103 1,389 23,184 SH   DFND 17 23,184 0 0
PROPETRO HLDG CORP COM 74347M108 38 3,400 SH   DFND 17 3,400 0 0
PROPETRO HLDG CORP COM 74347M108 964 85,659 SH   DFND 21 85,659 0 0
PROSHARES TR S&P 500 DV ARIST 74348A467 975 12,894 SH   DFND 17 12,894 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 2,513 390,172 SH   DFND 17 390,172 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 906 140,737 SH   DFND 21 99,872 0 40,865
PROSPECT CAPITAL CORPORATION NOTE 6.375% 3/0 74348TAT9 31,809 29,800,000 PRN   DFND 17 29,800,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 313 4,356 SH   DFND 17 4,356 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 388 55,101 SH   DFND 17 55,101 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 119 16,900 SH   DFND 24 16,900 0 0
PRUDENTIAL FINL INC COM 744320102 1,860 19,841 SH   DFND 4 19,841 0 0
PRUDENTIAL FINL INC COM 744320102 4,609 49,173 SH   DFND 17 49,173 0 0
PRUDENTIAL FINL INC COM 744320102 174 1,853 SH   DFND 20 1,853 0 0
PRUDENTIAL FINL INC COM 744320102 57,463 613,001 SH   DFND 21 359,786 0 253,215
PRUDENTIAL FINL INC COM 744320102 90 963 SH   DFND 25 963 0 0
PRUDENTIAL FINL INC CALL 744320902 4,162 44,400 SH Call DFND 4 44,400 0 0
PRUDENTIAL FINL INC PUT 744320952 8,615 91,900 SH Put DFND 4 91,900 0 0
PRUDENTIAL PLC ADR 74435K204 539 14,160 SH   DFND 17 14,102 0 58
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 45,529 771,033 SH   DFND 17 765,289 0 5,744
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,780 30,144 SH   DFND 21 2,695 0 27,449
PUBLIC SVC ENTERPRISE GRP IN CALL 744573906 1,960 33,200 SH Call DFND 4 33,200 0 0
PUBLIC SVC ENTERPRISE GRP IN PUT 744573956 655 11,100 SH Put DFND 4 11,100 0 0
PUBLIC STORAGE COM 74460D109 30,853 144,878 SH   DFND 4 144,878 0 0
PUBLIC STORAGE COM 74460D109 9,172 43,068 SH   DFND 17 43,068 0 0
PUBLIC STORAGE COM 74460D109 922 4,329 SH   DFND 21 4,329 0 0
PUBLIC STORAGE CALL 74460D909 6,240 29,300 SH Call DFND 4 29,300 0 0
PUBLIC STORAGE PUT 74460D959 9,541 44,800 SH Put DFND 4 44,800 0 0
PULTE GROUP INC COM 745867101 12,910 332,737 SH   DFND 17 332,737 0 0
PULTE GROUP INC COM 745867101 12,547 323,366 SH   DFND 21 289,291 0 34,075
PURE STORAGE INC CL A 74624M102 33,839 1,977,758 SH   DFND 17 1,186,763 0 790,995
PURE STORAGE INC CALL 74624M902 30,798 1,800,000 SH Call DFND 17 1,800,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 95,673 96,275,000 PRN   DFND 17 91,820,000 0 4,455,000
QAD INC CL A 74727D306 423 8,313 SH   DFND 17 8,313 0 0
QEP RES INC COM 74733V100 46 10,197 SH   DFND 17 10,197 0 0
QIWI PLC SPON ADR REP B 74735M108 4,399 227,203 SH   DFND 21 106,527 0 120,676
QTS RLTY TR INC 6.50% CON PFD B 74736A301 12,917 100,000 SH   DFND 17 100,000 0 0
QORVO INC COM 74736K101 897 7,716 SH   DFND 17 7,716 0 0
QUALCOMM INC COM 747525103 29,425 333,500 SH   DFND 4 333,500 0 0
QUALCOMM INC COM 747525103 202,478 2,294,884 SH   DFND 17 2,095,154 0 199,730
QUALCOMM INC COM 747525103 9,944 112,700 SH   DFND 20 112,700 0 0
QUALCOMM INC COM 747525103 6,363 72,115 SH   DFND 21 48,267 0 23,848
QUALCOMM INC CALL 747525903 12,635 143,200 SH Call DFND 4 143,200 0 0
QUALCOMM INC PUT 747525953 33,545 380,200 SH Put DFND 4 380,200 0 0
QUALYS INC COM 74758T303 15,227 182,645 SH   DFND 17 182,645 0 0
QUALYS INC COM 74758T303 3,432 41,165 SH   DFND 21 41,165 0 0
QUANTA SVCS INC COM 74762E102 998 24,513 SH   DFND 17 24,513 0 0
QUANTERIX CORP COM 74766Q101 6,551 277,234 SH   DFND 17 198,898 0 78,336
QUDIAN INC ADR 747798106 868 184,185 SH   DFND 17 163,085 0 21,100
QUEST DIAGNOSTICS INC COM 74834L100 60,047 562,290 SH   DFND 17 558,863 0 3,427
QUEST DIAGNOSTICS INC COM 74834L100 276 2,588 SH   DFND 20 2,588 0 0
QUEST DIAGNOSTICS INC COM 74834L100 46,479 435,238 SH   DFND 21 322,409 0 112,829
QUINSTREET INC COM 74874Q100 2,648 172,991 SH   DFND 17 172,991 0 0
QUINSTREET INC COM 74874Q100 388 25,327 SH   DFND 21 25,327 0 0
QURATE RETAIL INC COM SER A 74915M100 155 18,328 SH   DFND 17 18,328 0 0
RA PHARMACEUTICALS INC COM 74933V108 27,462 585,169 SH   DFND 4 508,676 0 76,493
RA PHARMACEUTICALS INC COM 74933V108 69 1,478 SH   DFND 17 1,478 0 0
RA PHARMACEUTICALS INC COM 74933V108 1,061 22,611 SH   DFND 21 22,611 0 0
R1 RCM INC COM 749397105 12,895 993,453 SH   DFND 17 652,883 0 340,570
R1 RCM INC COM 749397105 3,982 306,776 SH   DFND 21 306,776 0 0
RLI CORP COM 749607107 1,547 17,181 SH   DFND 17 15,016 0 2,165
RLJ LODGING TR CUM CONV PFD A 74965L200 31,791 1,107,305 SH   DFND 17 1,107,305 0 0
RH NOTE 6/1 74967XAA1 93,198 72,930,000 PRN   DFND 17 69,095,000 0 3,835,000
RPM INTL INC COM 749685103 468 6,095 SH   DFND 17 6,095 0 0
RPT REALTY SH BEN INT 74971D101 291 19,381 SH   DFND 17 19,381 0 0
RADIAN GROUP INC COM 750236101 11,918 473,705 SH   DFND 17 473,705 0 0
RADIAN GROUP INC COM 750236101 7,923 314,920 SH   DFND 21 39,641 0 275,279
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 22,961 26,665,000 PRN   DFND 17 26,665,000 0 0
RADNET INC COM 750491102 2,637 129,897 SH   DFND 17 129,897 0 0
RALPH LAUREN CORP CL A 751212101 13,773 117,496 SH   DFND 17 117,496 0 0
RALPH LAUREN CORP CL A 751212101 770 6,568 SH   DFND 21 6,568 0 0
RAPID7 INC COM 753422104 65,836 1,175,222 SH   DFND 17 1,072,603 0 102,619
RAPID7 INC NOTE 1.250% 8/0 753422AB0 20,767 13,780,000 PRN   DFND 17 10,775,000 0 3,005,000
RATTLER MIDSTREAM LP COM UNITS 75419T103 5,267 296,069 SH   DFND 4 296,069 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 739 8,266 SH   DFND 17 8,266 0 0
RAYONIER INC COM 754907103 202 6,173 SH   DFND 17 6,173 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 218 56,757 SH   DFND 17 56,757 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 837 217,981 SH   DFND 21 217,981 0 0
RAYTHEON CO COM NEW 755111507 200,811 913,859 SH   DFND 17 913,859 0 0
RAYTHEON CO CALL 755111907 10,196 46,400 SH Call DFND 4 46,400 0 0
RAYTHEON CO PUT 755111957 18,458 84,000 SH Put DFND 4 84,000 0 0
READING INTERNATIONAL INC CL A 755408101 126 11,293 SH   DFND 17 11,293 0 0
READY CAP CORP COM 75574U101 720 46,719 SH   DFND 17 46,719 0 0
READY CAP CORP COM 75574U101 525 34,035 SH   DFND 21 34,035 0 0
READY CAP CORP 7% CN SR NT 2023 75574U200 19,296 720,000 SH   DFND 17 720,000 0 0
REALPAGE INC COM 75606N109 1,050 19,540 SH   DFND 17 19,540 0 0
REALTY INCOME CORP COM 756109104 2,112 28,689 SH   DFND 4 28,689 0 0
REALTY INCOME CORP COM 756109104 4,938 67,064 SH   DFND 17 67,064 0 0
REALTY INCOME CORP CALL 756109904 2,297 31,200 SH Call DFND 4 31,200 0 0
REALTY INCOME CORP PUT 756109954 3,961 53,800 SH Put DFND 4 53,800 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 3,077 15,051 SH   DFND 17 15,051 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 245 1,200 SH   DFND 24 1,200 0 0
REDFIN CORP COM 75737F108 29,536 1,397,145 SH   DFND 17 1,380,575 0 16,570
REGAL BELOIT CORP COM 758750103 248 2,894 SH   DFND 17 2,894 0 0
REGAL BELOIT CORP COM 758750103 6,343 74,092 SH   DFND 21 31,002 0 43,090
REGENCY CTRS CORP COM 758849103 16,401 259,960 SH   DFND 4 259,960 0 0
REGENCY CTRS CORP COM 758849103 697 11,052 SH   DFND 17 11,052 0 0
REGENERON PHARMACEUTICALS COM 75886F107 16,484 43,900 SH   DFND 4 43,900 0 0
REGENERON PHARMACEUTICALS COM 75886F107 14,975 39,883 SH   DFND 17 39,883 0 0
REGENERON PHARMACEUTICALS COM 75886F107 129 343 SH   DFND 20 343 0 0
REGENERON PHARMACEUTICALS COM 75886F107 21,699 57,790 SH   DFND 21 39,108 0 18,682
REGENERON PHARMACEUTICALS COM 75886F107 3,698 9,850 SH   DFND 24 9,850 0 0
REGENERON PHARMACEUTICALS COM 75886F107 45 121 SH   DFND 25 121 0 0
REGENERON PHARMACEUTICALS CALL 75886F907 2,441 6,500 SH Call DFND 4 6,500 0 0
REGENERON PHARMACEUTICALS PUT 75886F957 4,919 13,100 SH Put DFND 4 13,100 0 0
REGENXBIO INC COM 75901B107 1,368 33,402 SH   DFND 17 33,402 0 0
REGENXBIO INC COM 75901B107 205 5,000 SH   DFND 24 5,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 19,346 1,127,376 SH   DFND 17 1,127,376 0 0
REGIONS FINL CORP NEW COM 7591EP100 15,999 932,329 SH   DFND 21 655,737 0 276,592
REINSURANCE GRP OF AMERICA I COM NEW 759351604 97,708 599,212 SH   DFND 17 594,784 0 4,428
REINSURANCE GRP OF AMERICA I COM NEW 759351604 21,592 132,419 SH   DFND 21 105,328 0 27,091
RELIANCE STEEL & ALUMINUM CO COM 759509102 10,055 83,962 SH   DFND 17 83,962 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 165 1,375 SH   DFND 20 1,375 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 26,268 219,338 SH   DFND 21 150,266 0 69,072
RELIANCE STEEL & ALUMINUM CO COM 759509102 52 436 SH   DFND 25 436 0 0
REPLIGEN CORP COM 759916109 3,824 41,336 SH   DFND 17 38,476 0 2,860
REPLIGEN CORP COM 759916109 315 3,406 SH   DFND 21 3,406 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 38,331 36,230,000 PRN   DFND 17 22,375,000 0 13,855,000
RENT A CTR INC NEW COM 76009N100 2,724 94,448 SH   DFND 17 94,448 0 0
RENT A CTR INC NEW COM 76009N100 93 3,233 SH   DFND 20 3,233 0 0
RENT A CTR INC NEW COM 76009N100 12,590 436,555 SH   DFND 21 358,603 0 77,952
RENT A CTR INC NEW COM 76009N100 35 1,205 SH   DFND 25 1,205 0 0
REPAY HLDGS CORP COM CL A 76029L100 3,711 253,290 SH   DFND 17 199,436 0 53,854
REPUBLIC SVCS INC COM 760759100 17,706 197,544 SH   DFND 17 197,533 0 11
REPUBLIC SVCS INC COM 760759100 56 629 SH   DFND 20 629 0 0
REPUBLIC SVCS INC COM 760759100 8,921 99,527 SH   DFND 21 93,061 0 6,466
RESMED INC COM 761152107 1,467 9,464 SH   DFND 17 9,464 0 0
RESMED INC COM 761152107 6,108 39,413 SH   DFND 21 35,883 0 3,530
RESOLUTE FST PRODS INC COM 76117W109 34 8,075 SH   DFND 17 8,075 0 0
RESOLUTE FST PRODS INC COM 76117W109 281 66,951 SH   DFND 21 66,951 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 98 8,241 SH   DFND 17 8,241 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 4 321 SH   DFND 20 321 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 297 24,903 SH   DFND 21 24,903 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 7,496 9,570,000 PRN   DFND 17 9,570,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 20,627 249,182 SH   DFND 17 249,182 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 29,711 358,910 SH   DFND 21 302,845 0 56,065
RETAIL PPTYS AMER INC CL A 76131V202 966 72,099 SH   DFND 17 72,099 0 0
REXNORD CORP NEW COM 76169B102 148 4,522 SH   DFND 17 4,522 0 0
REXNORD CORP NEW COM 76169B102 2,018 61,850 SH   DFND 21 61,850 0 0
REXFORD INDL RLTY INC COM 76169C100 9,604 210,283 SH   DFND 4 210,283 0 0
REXFORD INDL RLTY INC COM 76169C100 215 4,699 SH   DFND 17 4,699 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 57 26,762 SH   DFND 17 26,762 0 0
RINGCENTRAL INC CL A 76680R206 139,003 824,110 SH   DFND 17 628,830 0 195,280
RINGCENTRAL INC CL A 76680R206 1,452 8,611 SH   DFND 21 8,611 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 107,177 51,575,000 PRN   DFND 17 45,885,000 0 5,690,000
RIO TINTO PLC SPONSORED ADR 767204100 2,259 38,048 SH   DFND 17 38,048 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 933 21,723 SH   DFND 21 0 0 21,723
ROBERT HALF INTL INC COM 770323103 753 11,927 SH   DFND 17 11,927 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 1,028 45,188 SH   DFND 17 45,188 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 150 6,600 SH   DFND 24 6,600 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,553 7,664 SH   DFND 17 7,664 0 0
ROCKWELL AUTOMATION INC CALL 773903909 1,297 6,400 SH Call DFND 4 6,400 0 0
ROCKWELL AUTOMATION INC PUT 773903959 2,209 10,900 SH Put DFND 4 10,900 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 323 6,491 SH   DFND 17 6,491 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 161 3,241 SH   DFND 20 3,241 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 30,566 614,709 SH   DFND 21 383,807 0 230,902
ROGERS COMMUNICATIONS INC CL B 775109200 86 1,724 SH   DFND 25 1,724 0 0
ROGERS CORP COM 775133101 371 2,977 SH   DFND 17 2,977 0 0
ROGERS CORP COM 775133101 650 5,212 SH   DFND 21 5,212 0 0
ROKU INC COM CL A 77543R102 326,016 2,434,774 SH   DFND 17 2,355,689 0 79,085
ROLLINS INC COM 775711104 311 9,391 SH   DFND 17 9,391 0 0
ROPER TECHNOLOGIES INC COM 776696106 80 225 SH   DFND 4 225 0 0
ROPER TECHNOLOGIES INC COM 776696106 72,635 205,049 SH   DFND 17 204,074 0 975
ROPER TECHNOLOGIES INC COM 776696106 19,053 53,787 SH   DFND 20 5,973 0 47,814
ROPER TECHNOLOGIES INC COM 776696106 108,755 307,018 SH   DFND 21 268,930 0 38,088
ROPER TECHNOLOGIES INC COM 776696106 9,245 26,100 SH   DFND 24 26,100 0 0
ROPER TECHNOLOGIES INC CALL 776696906 460 1,300 SH Call DFND 4 1,300 0 0
ROPER TECHNOLOGIES INC PUT 776696956 956 2,700 SH Put DFND 4 2,700 0 0
ROSETTA STONE INC COM 777780107 16 889 SH   DFND 17 889 0 0
ROSETTA STONE INC COM 777780107 2,327 128,263 SH   DFND 21 128,263 0 0
ROSS STORES INC COM 778296103 1,832 15,732 SH   DFND 4 15,732 0 0
ROSS STORES INC COM 778296103 8,503 73,035 SH   DFND 17 73,035 0 0
ROSS STORES INC COM 778296103 30,432 261,396 SH   DFND 21 259,406 0 1,990
ROSS STORES INC COM 778296103 2,445 21,000 SH   DFND 24 21,000 0 0
ROSS STORES INC CALL 778296903 2,247 19,300 SH Call DFND 4 19,300 0 0
ROSS STORES INC PUT 778296953 3,295 28,300 SH Put DFND 4 28,300 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,278 16,127 SH   DFND 17 16,127 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 7,702 97,208 SH   DFND 21 65,518 0 31,690
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 56,559 958,957 SH   DFND 17 952,953 0 6,004
ROYAL GOLD INC COM 780287108 8,595 70,305 SH   DFND 17 70,305 0 0
ROYAL GOLD INC COM 780287108 3,204 26,210 SH   DFND 21 26,210 0 0
RUBICON PROJ INC COM 78112V102 1,718 210,527 SH   DFND 17 210,527 0 0
RUSH ENTERPRISES INC CL A 781846209 297 6,394 SH   DFND 17 6,394 0 0
RUSH ENTERPRISES INC CL A 781846209 4,399 94,597 SH   DFND 21 52,565 0 42,032
RUSH ENTERPRISES INC CL B 781846308 1,342 29,370 SH   DFND 17 29,370 0 0
RUSH ENTERPRISES INC CL B 781846308 714 15,627 SH   DFND 21 14,886 0 741
RUTHS HOSPITALITY GROUP INC COM 783332109 10,082 463,204 SH   DFND 17 463,204 0 0
RYANAIR HLDGS PLC SPONSORED ADS 783513203 12,303 140,434 SH   DFND 17 125,444 0 14,990
RYANAIR HLDGS PLC SPONSORED ADS 783513203 56,534 645,290 SH   DFND 21 110,712 0 534,578
RYDER SYS INC COM 783549108 1,734 31,919 SH   DFND 17 31,919 0 0
RYDER SYS INC COM 783549108 6,647 122,394 SH   DFND 21 104,620 0 17,774
RYMAN HOSPITALITY PPTYS INC COM 78377T107 16,145 186,308 SH   DFND 4 186,308 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 2,097 24,193 SH   DFND 17 21,928 0 2,265
RYMAN HOSPITALITY PPTYS INC COM 78377T107 131 1,512 SH   DFND 21 1,512 0 0
S&P GLOBAL INC COM 78409V104 192,838 706,238 SH   DFND 17 704,690 0 1,548
S&P GLOBAL INC COM 78409V104 36,449 133,487 SH   DFND 20 58,051 0 75,436
S&P GLOBAL INC COM 78409V104 324,081 1,186,894 SH   DFND 21 1,026,859 0 160,035
S&P GLOBAL INC COM 78409V104 7,673 28,100 SH   DFND 24 28,100 0 0
S&P GLOBAL INC COM 78409V104 105 386 SH   DFND 25 386 0 0
S&P GLOBAL INC CALL 78409V904 6,062 22,200 SH Call DFND 4 22,200 0 0
S&P GLOBAL INC PUT 78409V954 11,960 43,800 SH Put DFND 4 43,800 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 34,512 143,209 SH   DFND 4 143,209 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,507 22,852 SH   DFND 17 22,852 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,470 6,099 SH   DFND 21 0 0 6,099
SBA COMMUNICATIONS CORP NEW CALL 78410G904 1,109 4,600 SH Call DFND 4 4,600 0 0
SBA COMMUNICATIONS CORP NEW PUT 78410G954 2,097 8,700 SH Put DFND 4 8,700 0 0
SEI INVESTMENTS CO COM 784117103 15,391 235,052 SH   DFND 17 235,052 0 0
SJW GROUP COM 784305104 717 10,088 SH   DFND 17 10,088 0 0
SJW GROUP COM 784305104 1,342 18,891 SH   DFND 21 18,891 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 2,273 98,367 SH   DFND 21 88,692 0 9,675
SL GREEN RLTY CORP COM 78440X101 491 5,343 SH   DFND 17 5,343 0 0
SLM CORP COM 78442P106 179 20,119 SH   DFND 17 20,119 0 0
SM ENERGY CO COM 78454L100 1,482 131,868 SH   DFND 17 131,868 0 0
SORL AUTO PTS INC COM 78461U101 58 12,972 SH   DFND 17 12,972 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 265,529 824,983 SH   DFND 4 797,853 0 27,130
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,868,488 5,805,283 SH   DFND 17 5,805,283 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,140 31,505 SH   DFND 24 9,150 0 22,355
SPDR S&P 500 ETF TR TR UNIT 78462F103 184,426 573,000 SH   DFND 25 0 0 573,000
SPX CORP COM 784635104 3,623 71,202 SH   DFND 17 67,802 0 3,400
SPS COMMERCE INC COM 78463M107 6,375 115,035 SH   DFND 17 112,525 0 2,510
SPS COMMERCE INC COM 78463M107 52 947 SH   DFND 20 947 0 0
SPS COMMERCE INC COM 78463M107 10,063 181,575 SH   DFND 21 148,213 0 33,362
SPS COMMERCE INC COM 78463M107 28 502 SH   DFND 25 502 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 28,935 202,483 SH   DFND 20 202,483 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,215 8,500 SH   DFND 24 8,500 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4,309 105,630 SH   DFND 24 45,140 0 60,490
SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 2,081 32,247 SH   DFND 17 32,247 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 4,422 79,667 SH   DFND 24 28,800 0 50,867
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 456 8,209 SH   DFND 25 8,209 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 1,023 9,508 SH   DFND 24 0 0 9,508
SPDR SERIES TRUST S&P BIOTECH 78464A870 3,085 32,434 SH   DFND 17 32,434 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 18,957 308,750 SH   DFND 17 308,750 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 17,489 284,842 SH   DFND 20 1,513 0 283,329
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 93,125 1,516,688 SH   DFND 21 1,467,699 0 48,989
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,210 36,000 SH   DFND 24 36,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 43 697 SH   DFND 25 697 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 6,990 24,518 SH   DFND 4 24,518 0 0
SP PLUS CORP COM 78469C103 670 15,794 SH   DFND 17 15,794 0 0
SP PLUS CORP COM 78469C103 702 16,546 SH   DFND 21 16,546 0 0
SPX FLOW INC COM 78469X107 2,637 53,958 SH   DFND 17 53,958 0 0
SRC ENERGY INC COM 78470V108 42 10,299 SH   DFND 17 10,299 0 0
SSR MNG INC COM 784730103 1,163 60,356 SH   DFND 21 9,202 0 51,154
SVB FINL GROUP COM 78486Q101 863 3,439 SH   DFND 17 3,439 0 0
SVB FINL GROUP COM 78486Q101 6,441 25,658 SH   DFND 21 25,368 0 290
SVMK INC COM 78489X103 7,165 400,958 SH   DFND 17 214,890 0 186,068
SVMK INC COM 78489X103 30 1,663 SH   DFND 21 1,663 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 5,122 240,000 SH   DFND 4 240,000 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 554 25,946 SH   DFND 17 25,946 0 0
SABRE CORP COM 78573M104 493 21,976 SH   DFND 17 21,976 0 0
SABRE CORP COM 78573M104 5,891 262,537 SH   DFND 21 179,950 0 82,587
SAGE THERAPEUTICS INC COM 78667J108 2,021 27,995 SH   DFND 17 20,833 0 7,162
SAIA INC COM 78709Y105 7,885 84,675 SH   DFND 17 47,978 0 36,697
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 22,477 952,395 SH   DFND 17 952,395 0 0
SALESFORCE COM INC COM 79466L302 18,752 115,300 SH   DFND 4 109,667 0 5,633
SALESFORCE COM INC COM 79466L302 324,921 1,997,795 SH   DFND 17 1,937,320 0 60,475
SALESFORCE COM INC COM 79466L302 78,509 482,717 SH   DFND 21 428,524 0 54,193
SALESFORCE COM INC CALL 79466L902 15,321 94,200 SH Call DFND 4 94,200 0 0
SALESFORCE COM INC PUT 79466L952 32,268 198,400 SH Put DFND 4 198,400 0 0
SANDERSON FARMS INC COM 800013104 13,068 74,158 SH   DFND 17 65,003 0 9,155
SANDERSON FARMS INC COM 800013104 3,630 20,600 SH   DFND 24 20,600 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,519 27,593 SH   DFND 17 27,593 0 0
SANGAMO THERAPEUTICS INC COM 800677106 987 117,863 SH   DFND 17 117,863 0 0
SANGAMO THERAPEUTICS INC COM 800677106 412 49,200 SH   DFND 24 49,200 0 0
SANMINA CORPORATION COM 801056102 1,484 43,341 SH   DFND 17 43,341 0 0
SANMINA CORPORATION COM 801056102 2,827 82,561 SH   DFND 21 0 0 82,561
SANOFI SPONSORED ADR 80105N105 15,890 316,537 SH   DFND 17 226,806 0 89,731
SANTANDER CONSUMER USA HDG I COM 80283M101 4,917 210,384 SH   DFND 17 210,384 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 16,601 710,345 SH   DFND 21 539,451 0 170,894
SANTANDER CONSUMER USA HDG I COM 80283M101 64 2,753 SH   DFND 25 2,753 0 0
SAP SE SPON ADR 803054204 2,732 20,390 SH   DFND 17 20,374 0 16
SAREPTA THERAPEUTICS INC COM 803607100 4,840 37,504 SH   DFND 17 37,504 0 0
SAREPTA THERAPEUTICS INC COM 803607100 1,923 14,900 SH   DFND 24 14,900 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 142,581 71,210,000 PRN   DFND 17 64,815,000 0 6,395,000
HENRY SCHEIN INC COM 806407102 649 9,733 SH   DFND 17 9,733 0 0
HENRY SCHEIN INC COM 806407102 78,119 1,170,843 SH   DFND 21 1,125,368 0 45,475
HENRY SCHEIN INC COM 806407102 1,801 27,000 SH   DFND 24 27,000 0 0
HENRY SCHEIN INC COM 806407102 13 190 SH   DFND 25 190 0 0
SCHLUMBERGER LTD COM 806857108 87,712 2,181,889 SH   DFND 17 2,164,284 0 17,605
SCHLUMBERGER LTD COM 806857108 1,045 25,992 SH   DFND 21 0 0 25,992
SCHLUMBERGER LTD COM 806857108 804 20,000 SH   DFND 24 20,000 0 0
SCHLUMBERGER LTD CALL 806857908 6,902 171,700 SH Call DFND 4 171,700 0 0
SCHLUMBERGER LTD PUT 806857958 11,308 281,300 SH Put DFND 4 281,300 0 0
SCHNITZER STL INDS CL A 806882106 24 1,092 SH   DFND 17 1,092 0 0
SCHNITZER STL INDS CL A 806882106 1,868 86,166 SH   DFND 21 22,112 0 64,054
SCHNITZER STL INDS CL A 806882106 16 718 SH   DFND 25 718 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 99,390 2,089,790 SH   DFND 17 2,047,829 0 41,961
THE CHARLES SCHWAB CORPORATI COM 808513105 49,038 1,031,087 SH   DFND 21 1,018,890 0 12,197
THE CHARLES SCHWAB CORPORATI COM 808513105 1,084 22,800 SH   DFND 24 22,800 0 0
THE CHARLES SCHWAB CORPORATI CALL 808513905 4,808 101,100 SH Call DFND 4 101,100 0 0
THE CHARLES SCHWAB CORPORATI PUT 808513955 13,117 275,800 SH Put DFND 4 275,800 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 7,321 159,288 SH   DFND 17 159,288 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 9,047 159,749 SH   DFND 17 159,749 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 19,257 221,295 SH   DFND 17 219,720 0 1,575
SCIENCE APPLICATNS INTL CP N COM 808625107 3,962 45,531 SH   DFND 21 35,740 0 9,791
SCOTTS MIRACLE GRO CO CL A 810186106 14,164 133,400 SH   DFND 17 133,400 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,796 16,914 SH   DFND 21 16,914 0 0
SEALED AIR CORP NEW COM 81211K100 11,980 300,790 SH   DFND 17 300,790 0 0
SEATTLE GENETICS INC COM 812578102 8,732 76,426 SH   DFND 17 74,356 0 2,070
SEATTLE GENETICS INC COM 812578102 2,525 22,100 SH   DFND 24 22,100 0 0
SEAWORLD ENTMT INC COM 81282V100 64 2,009 SH   DFND 17 2,009 0 0
SEAWORLD ENTMT INC COM 81282V100 794 25,043 SH   DFND 21 25,043 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11 350 SH   DFND 17 350 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 462 15,000 SH   DFND 24 15,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,526 31,000 SH   DFND 24 31,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 7,056 109,187 SH   DFND 4 109,187 0 0
SELECT SECTOR SPDR TR PUT 81369Y950 22,022 358,551 SH Put DFND 4 358,551 0 0
SELECT SECTOR SPDR TR PUT 81369Y955 152,851 4,965,924 SH Put DFND 4 4,965,924 0 0
SELECT SECTOR SPDR TR PUT 81369Y956 61,572 1,025,517 SH Put DFND 4 1,025,517 0 0
SELECT SECTOR SPDR TR PUT 81369Y957 10,447 83,300 SH Put DFND 4 83,300 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,222 138,053 SH   DFND 17 129,853 0 8,200
SELECTIVE INS GROUP INC COM 816300107 22,862 350,701 SH   DFND 17 350,701 0 0
SEMTECH CORP COM 816850101 28,909 546,477 SH   DFND 17 508,627 0 37,850
SEMPRA ENERGY COM 816851109 118 781 SH   DFND 4 781 0 0
SEMPRA ENERGY COM 816851109 17,742 117,126 SH   DFND 17 117,112 0 14
SEMPRA ENERGY COM 816851109 1,324 8,743 SH   DFND 21 0 0 8,743
SEMPRA ENERGY 6% PFD CONV A 816851406 178,059 1,483,580 SH   DFND 17 1,423,325 0 60,255
SEMPRA ENERGY CALL 816851909 1,848 12,200 SH Call DFND 4 12,200 0 0
SEMPRA ENERGY PUT 816851959 5,968 39,400 SH Put DFND 4 39,400 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 83 10,136 SH   DFND 17 10,136 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,248 153,333 SH   DFND 21 121,989 0 31,344
SENIOR HSG PPTYS TR SH BEN INT 81721M109 14 1,698 SH   DFND 25 1,698 0 0
SERVICE CORP INTL COM 817565104 7,737 168,078 SH   DFND 17 168,078 0 0
SERVICE CORP INTL COM 817565104 780 16,938 SH   DFND 21 16,938 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 189 7,761 SH   DFND 17 7,761 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 2,137 87,846 SH   DFND 21 87,846 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 916 23,698 SH   DFND 17 23,698 0 0
SERVICENOW INC COM 81762P102 86 304 SH   DFND 4 304 0 0
SERVICENOW INC COM 81762P102 405,164 1,435,122 SH   DFND 17 1,415,397 0 19,725
SERVICENOW INC COM 81762P102 6,313 22,362 SH   DFND 21 21,945 0 417
SERVICENOW INC CALL 81762P902 1,694 6,000 SH Call DFND 4 6,000 0 0
SERVICENOW INC PUT 81762P952 2,823 10,000 SH Put DFND 4 10,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 165,237 79,315,000 PRN   DFND 17 73,080,000 0 6,235,000
SHERWIN WILLIAMS CO COM 824348106 6,973 11,949 SH   DFND 17 11,949 0 0
SHERWIN WILLIAMS CO COM 824348106 6,484 11,112 SH   DFND 21 11,112 0 0
SHERWIN WILLIAMS CO COM 824348106 584 1,000 SH   DFND 24 1,000 0 0
SHERWIN WILLIAMS CO CALL 824348906 5,369 9,200 SH Call DFND 4 9,200 0 0
SHERWIN WILLIAMS CO PUT 824348956 9,220 15,800 SH Put DFND 4 15,800 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 2,919 76,687 SH   DFND 21 70,582 0 6,105
SHOE CARNIVAL INC COM 824889109 5,016 134,545 SH   DFND 17 134,545 0 0
SHOCKWAVE MED INC COM 82489T104 1,575 35,862 SH   DFND 17 24,612 0 11,250
SHOPIFY INC CL A 82509L107 13,504 33,917 SH   DFND 17 33,917 0 0
SHOPIFY INC CL A 82509L107 764 1,918 SH   DFND 21 1,242 0 676
SIGNATURE BK NEW YORK N Y COM 82669G104 345 2,529 SH   DFND 17 2,529 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 10,285 75,285 SH   DFND 20 0 0 75,285
SILICON LABORATORIES INC COM 826919102 694 5,982 SH   DFND 17 5,982 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 27,220 20,490,000 PRN   DFND 17 13,755,000 0 6,735,000
SILGAN HOLDINGS INC COM 827048109 7,401 238,139 SH   DFND 17 238,139 0 0
SILGAN HOLDINGS INC COM 827048109 5,934 190,927 SH   DFND 21 83,762 0 107,165
SILGAN HOLDINGS INC COM 827048109 10 321 SH   DFND 25 321 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 270 5,321 SH   DFND 17 5,321 0 0
SILK ROAD MEDICAL INC COM 82710M100 1,234 30,553 SH   DFND 17 19,048 0 11,505
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 10,614 396,207 SH   DFND 17 396,207 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,334 49,806 SH   DFND 21 0 0 49,806
SIMON PPTY GROUP INC NEW COM 828806109 30,431 204,293 SH   DFND 4 204,293 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,038 20,396 SH   DFND 17 20,396 0 0
SIMON PPTY GROUP INC NEW COM 828806109 418 2,804 SH   DFND 21 1,724 0 1,080
SIMON PPTY GROUP INC NEW CALL 828806909 4,945 33,200 SH Call DFND 4 33,200 0 0
SIMON PPTY GROUP INC NEW PUT 828806959 11,395 76,500 SH Put DFND 4 76,500 0 0
SIMPLY GOOD FOODS CO COM 82900L102 17,516 613,742 SH   DFND 17 439,532 0 174,210
SIMPLY GOOD FOODS CO COM 82900L102 7,535 264,026 SH   DFND 21 258,047 0 5,979
SIMPSON MANUFACTURING CO INC COM 829073105 1,793 22,349 SH   DFND 17 22,349 0 0
SIRIUS XM HLDGS INC COM 82968B103 466 65,207 SH   DFND 17 65,207 0 0
SKECHERS U S A INC CL A 830566105 271 6,275 SH   DFND 17 6,275 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 9,482 299,101 SH   DFND 17 156,561 0 142,540
SKYWEST INC COM 830879102 12,709 196,638 SH   DFND 17 196,638 0 0
SKYWEST INC COM 830879102 74 1,152 SH   DFND 20 1,152 0 0
SKYWEST INC COM 830879102 12,923 199,952 SH   DFND 21 163,374 0 36,578
SKYWEST INC COM 830879102 33 511 SH   DFND 25 511 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 8,523 70,509 SH   DFND 17 54,459 0 16,050
SKYWORKS SOLUTIONS INC COM 83088M102 2,953 24,428 SH   DFND 21 23,516 0 912
SLACK TECHNOLOGIES INC COM CL A 83088V102 114,591 5,097,475 SH   DFND 17 4,962,910 0 134,565
SMITH A O CORP COM 831865209 6,639 139,353 SH   DFND 17 139,353 0 0
SMITH A O CORP COM 831865209 922 19,353 SH   DFND 21 19,353 0 0
SMARTSHEET INC COM CL A 83200N103 10,709 238,410 SH   DFND 17 216,615 0 21,795
SMUCKER J M CO COM NEW 832696405 1,523 14,622 SH   DFND 17 14,622 0 0
SMUCKER J M CO COM NEW 832696405 68 655 SH   DFND 20 655 0 0
SMUCKER J M CO COM NEW 832696405 8,128 78,061 SH   DFND 21 77,746 0 315
SNAP ON INC COM 833034101 613 3,621 SH   DFND 17 3,621 0 0
SNAP ON INC COM 833034101 894 5,275 SH   DFND 21 5,275 0 0
SNAP INC CL A 83304A106 172,500 10,563,370 SH   DFND 17 10,023,330 0 540,040
SNAP INC CL A 83304A106 4,153 254,337 SH   DFND 21 217,682 0 36,655
SO YOUNG INTERNATIONAL INC SPONSORED ADS 83356Q108 11,760 962,318 SH   DFND 20 821,318 0 141,000
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,322 49,535 SH   DFND 17 49,535 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 15,450 578,860 SH   DFND 21 578,860 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 112 4,200 SH   DFND 24 4,200 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,244 13,085 SH   DFND 17 13,085 0 0
SONOCO PRODS CO COM 835495102 17,115 277,305 SH   DFND 17 277,305 0 0
SONOCO PRODS CO COM 835495102 4,221 68,391 SH   DFND 21 55,378 0 13,013
SONY CORP SPONSORED ADR 835699307 6,911 101,627 SH   DFND 17 101,627 0 0
SOUTH ST CORP COM 840441109 9,513 109,655 SH   DFND 17 109,655 0 0
SOUTHERN CO COM 842587107 1,817 28,522 SH   DFND 4 28,522 0 0
SOUTHERN CO COM 842587107 5,103 80,106 SH   DFND 17 80,088 0 18
SOUTHERN CO COM 842587107 15,667 245,948 SH   DFND 21 202,443 0 43,505
SOUTHERN CO UNIT 08/01/2022 842587602 74,263 1,377,790 SH   DFND 17 1,151,855 0 225,935
SOUTHERN CO CALL 842587907 5,784 90,800 SH Call DFND 4 90,800 0 0
SOUTHERN CO PUT 842587957 18,193 285,600 SH Put DFND 4 285,600 0 0
SOUTHERN COPPER CORP COM 84265V105 1,555 36,616 SH   DFND 17 36,616 0 0
SOUTHERN COPPER CORP COM 84265V105 10,297 242,388 SH   DFND 21 242,388 0 0
SOUTHWEST AIRLS CO COM 844741108 75 1,394 SH   DFND 4 1,394 0 0
SOUTHWEST AIRLS CO COM 844741108 1,700 31,488 SH   DFND 17 31,488 0 0
SOUTHWEST AIRLS CO CALL 844741908 1,263 23,400 SH Call DFND 4 23,400 0 0
SOUTHWEST AIRLS CO PUT 844741958 3,460 64,100 SH Put DFND 4 64,100 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 23,841 313,820 SH   DFND 17 313,809 0 11
SOUTHWESTERN ENERGY CO COM 845467109 7,925 3,274,952 SH   DFND 17 3,274,952 0 0
SPARTAN MTRS INC COM 846819100 1,135 62,757 SH   DFND 17 62,757 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 17 4,775 SH   DFND 17 4,775 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 36 9,800 SH   DFND 24 9,800 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 865 13,452 SH   DFND 17 13,452 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 5,863 91,207 SH   DFND 21 90,593 0 614
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 448 6,144 SH   DFND 17 6,144 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,507 34,400 SH   DFND 20 34,400 0 0
SPIRIT AIRLS INC COM 848577102 118 2,922 SH   DFND 17 2,922 0 0
SPIRIT AIRLS INC COM 848577102 462 11,462 SH   DFND 21 8,329 0 3,133
SPIRIT AIRLS INC COM 848577102 10 238 SH   DFND 25 238 0 0
SPIRE INC COM 84857L101 1,039 12,471 SH   DFND 17 12,471 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 232 4,723 SH   DFND 17 4,723 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 6,389 129,909 SH   DFND 21 1,296 0 128,613
SPLUNK INC COM 848637104 237,661 1,586,839 SH   DFND 17 1,501,371 0 85,468
SPLUNK INC COM 848637104 4,269 28,504 SH   DFND 21 28,504 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 96,263 80,100,000 PRN   DFND 17 80,100,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 156,774 126,415,000 PRN   DFND 17 113,775,000 0 12,640,000
SPRINT CORPORATION COM 85207U105 140 26,960 SH   DFND 17 26,960 0 0
SPROUTS FMRS MKT INC COM 85208M102 361 18,651 SH   DFND 17 18,651 0 0
SQUARE INC CL A 852234103 225,328 3,601,788 SH   DFND 17 3,406,393 0 195,395
SQUARE INC CL A 852234103 8,375 133,874 SH   DFND 21 131,949 0 1,925
SQUARE INC NOTE 0.500% 5/1 852234AD5 168,729 150,175,000 PRN   DFND 17 143,680,000 0 6,495,000
STAAR SURGICAL CO COM PAR $0.01 852312305 66 1,869 SH   DFND 17 1,869 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 157 4,474 SH   DFND 21 0 0 4,474
STAG INDL INC COM 85254J102 12,220 387,082 SH   DFND 17 174,500 0 212,582
STANDARD MTR PRODS INC COM 853666105 4,568 85,828 SH   DFND 17 85,828 0 0
STANLEY BLACK & DECKER INC COM 854502101 58,282 351,650 SH   DFND 17 349,207 0 2,443
STANLEY BLACK & DECKER INC COM 854502101 595 3,588 SH   DFND 21 1,438 0 2,150
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 183,506 1,681,535 SH   DFND 17 1,555,925 0 125,610
STANLEY BLACK & DECKER INC CALL 854502901 2,022 12,200 SH Call DFND 4 12,200 0 0
STANLEY BLACK & DECKER INC PUT 854502951 3,895 23,500 SH Put DFND 4 23,500 0 0
STANTEC INC COM 85472N109 2,472 87,359 SH   DFND 21 87,359 0 0
STARBUCKS CORP COM 855244109 1,796 20,422 SH   DFND 4 20,422 0 0
STARBUCKS CORP COM 855244109 198,406 2,256,663 SH   DFND 17 2,254,698 0 1,965
STARBUCKS CORP COM 855244109 4,493 51,098 SH   DFND 20 51,098 0 0
STARBUCKS CORP COM 855244109 150,997 1,717,441 SH   DFND 21 1,163,120 0 554,321
STARBUCKS CORP COM 855244109 100 1,139 SH   DFND 25 1,139 0 0
STARBUCKS CORP CALL 855244909 15,782 179,500 SH Call DFND 4 179,500 0 0
STARBUCKS CORP PUT 855244959 26,086 296,700 SH Put DFND 4 296,700 0 0
STATE AUTO FINL CORP COM 855707105 282 9,078 SH   DFND 17 9,078 0 0
STARWOOD PPTY TR INC COM 85571B105 323 12,982 SH   DFND 17 12,982 0 0
STATE STR CORP COM 857477103 3,255 41,154 SH   DFND 17 41,154 0 0
STATE STR CORP COM 857477103 720 9,106 SH   DFND 21 0 0 9,106
STATE STR CORP CALL 857477903 815 10,300 SH Call DFND 4 10,300 0 0
STATE STR CORP PUT 857477953 1,685 21,300 SH Put DFND 4 21,300 0 0
STEEL DYNAMICS INC COM 858119100 8,911 261,793 SH   DFND 17 261,793 0 0
STEEL DYNAMICS INC COM 858119100 203 5,973 SH   DFND 20 5,973 0 0
STEEL DYNAMICS INC COM 858119100 23,184 681,071 SH   DFND 21 572,268 0 108,803
STEEL DYNAMICS INC COM 858119100 31 903 SH   DFND 25 903 0 0
STEELCASE INC CL A 858155203 165 8,087 SH   DFND 17 8,087 0 0
STEELCASE INC CL A 858155203 3,037 148,445 SH   DFND 21 88,497 0 59,948
STEPAN CO COM 858586100 2,495 24,352 SH   DFND 17 24,352 0 0
STEPAN CO COM 858586100 219 2,133 SH   DFND 21 0 0 2,133
STEMLINE THERAPEUTICS INC COM 85858C107 570 53,583 SH   DFND 17 53,583 0 0
STERICYCLE INC COM 858912108 24,405 382,460 SH   DFND 17 382,460 0 0
STERICYCLE INC COM 858912108 2,030 31,810 SH   DFND 21 31,810 0 0
STERLING BANCORP DEL COM 85917A100 201 9,515 SH   DFND 17 9,515 0 0
STERLING CONSTRUCTION CO INC COM 859241101 1,694 120,321 SH   DFND 17 120,321 0 0
STEWART INFORMATION SVCS COR COM 860372101 359 8,796 SH   DFND 17 7,296 0 1,500
STIFEL FINL CORP COM 860630102 23,088 380,681 SH   DFND 17 380,681 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 43,572 1,619,180 SH   DFND 17 1,131,330 0 487,850
STONERIDGE INC COM 86183P102 48 1,634 SH   DFND 17 1,634 0 0
STONERIDGE INC COM 86183P102 262 8,943 SH   DFND 21 8,943 0 0
STORE CAP CORP COM 862121100 4,750 127,546 SH   DFND 4 127,546 0 0
STORE CAP CORP COM 862121100 5,910 158,691 SH   DFND 17 158,691 0 0
STORE CAP CORP COM 862121100 16,923 454,444 SH   DFND 21 18,599 0 435,845
STRATEGIC ED INC COM 86272C103 21,932 138,024 SH   DFND 17 116,459 0 21,565
STRATEGIC ED INC COM 86272C103 5,433 34,193 SH   DFND 21 33,868 0 325
STRYKER CORP COM 863667101 1,543 7,348 SH   DFND 4 7,348 0 0
STRYKER CORP COM 863667101 62,722 298,763 SH   DFND 17 297,086 0 1,677
STRYKER CORP COM 863667101 62,363 297,053 SH   DFND 21 224,891 0 72,162
STRYKER CORP COM 863667101 21 98 SH   DFND 25 98 0 0
STRYKER CORP CALL 863667901 6,361 30,300 SH Call DFND 4 30,300 0 0
STRYKER CORP PUT 863667951 19,126 91,100 SH Put DFND 4 91,100 0 0
SUMMIT MATLS INC CL A 86614U100 7,412 310,146 SH   DFND 17 144,227 0 165,919
SUMMIT MATLS INC CL A 86614U100 2,436 101,931 SH   DFND 21 101,931 0 0
SUN CMNTYS INC COM 866674104 67,996 453,007 SH   DFND 4 453,007 0 0
SUN CMNTYS INC COM 866674104 648 4,314 SH   DFND 17 4,314 0 0
SUN LIFE FINL INC COM 866796105 1,882 41,223 SH   DFND 17 41,223 0 0
SUN LIFE FINL INC COM 866796105 856 18,748 SH   DFND 21 12,296 0 6,452
SUNCOR ENERGY INC NEW COM 867224107 12,490 380,564 SH   DFND 17 380,564 0 0
SUNCOR ENERGY INC NEW COM 867224107 33,933 1,033,905 SH   DFND 21 835,436 0 198,469
SUNCOR ENERGY INC NEW COM 867224107 492 15,000 SH   DFND 24 15,000 0 0
SUNPOWER CORP COM 867652406 21 2,652 SH   DFND 17 2,652 0 0
SUNPOWER CORP COM 867652406 2,187 280,407 SH   DFND 21 277,241 0 3,166
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 5,084 5,500,000 PRN   DFND 17 5,500,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 18,625 23,065,000 PRN   DFND 17 23,065,000 0 0
SUNRUN INC COM 86771W105 1,217 88,106 SH   DFND 17 88,106 0 0
SUNRUN INC COM 86771W105 1,764 127,744 SH   DFND 21 127,744 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 6,264 450,000 SH   DFND 4 450,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 6,777 486,833 SH   DFND 17 486,833 0 0
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 46,392 50,980,000 PRN   DFND 17 50,980,000 0 0
SURMODICS INC COM 868873100 1,359 32,813 SH   DFND 17 32,813 0 0
SYKES ENTERPRISES INC COM 871237103 60 1,628 SH   DFND 17 1,628 0 0
SYKES ENTERPRISES INC COM 871237103 730 19,733 SH   DFND 21 19,733 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 68,882 61,480,000 PRN   DFND 17 61,480,000 0 0
SYNOPSYS INC COM 871607107 5 34 SH   DFND 4 34 0 0
SYNOPSYS INC COM 871607107 8,078 58,035 SH   DFND 17 58,035 0 0
SYNOPSYS INC COM 871607107 267 1,919 SH   DFND 20 1,919 0 0
SYNOPSYS INC COM 871607107 64,728 464,998 SH   DFND 21 368,995 0 96,003
SYNOPSYS INC COM 871607107 118 847 SH   DFND 25 847 0 0
SYNOVUS FINL CORP COM NEW 87161C501 418 10,666 SH   DFND 17 10,666 0 0
SYNOVUS FINL CORP COM NEW 87161C501 556 14,176 SH   DFND 21 14,176 0 0
SYNNEX CORP COM 87162W100 13,138 102,005 SH   DFND 17 102,005 0 0
SYNNEX CORP COM 87162W100 32,763 254,373 SH   DFND 21 129,822 0 124,551
SYNCHRONY FINL COM 87165B103 5,232 145,301 SH   DFND 17 145,301 0 0
SYNCHRONY FINL COM 87165B103 35,541 986,983 SH   DFND 21 570,967 0 416,016
SYNCHRONY FINL CALL 87165B903 961 26,700 SH Call DFND 4 26,700 0 0
SYNCHRONY FINL PUT 87165B953 457 12,700 SH Put DFND 4 12,700 0 0
SYNTHORX INC COM 87167A103 28 407 SH   DFND 17 407 0 0
SYNTHORX INC COM 87167A103 909 13,000 SH   DFND 21 13,000 0 0
SYSCO CORP COM 871829107 14,857 173,685 SH   DFND 17 152,285 0 21,400
SYSCO CORP COM 871829107 20,521 239,896 SH   DFND 21 154,279 0 85,617
SYSCO CORP COM 871829107 67 787 SH   DFND 25 787 0 0
SYSCO CORP CALL 871829907 1,103 12,900 SH Call DFND 4 12,900 0 0
SYSCO CORP PUT 871829957 2,789 32,600 SH Put DFND 4 32,600 0 0
TCG BDC INC COM 872280102 162 12,083 SH   DFND 17 12,083 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 14,224 303,935 SH   DFND 17 303,935 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 215 5,083 SH   DFND 17 5,083 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 633 12,741 SH   DFND 17 12,741 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,429 68,991 SH   DFND 21 11,506 0 57,485
TJX COS INC NEW COM 872540109 62,811 1,028,679 SH   DFND 17 1,022,474 0 6,205
TJX COS INC NEW COM 872540109 44,367 726,618 SH   DFND 21 472,337 0 254,281
TJX COS INC NEW CALL 872540909 4,409 72,200 SH Call DFND 4 72,200 0 0
TJX COS INC NEW PUT 872540959 11,321 185,400 SH Put DFND 4 185,400 0 0
T MOBILE US INC COM 872590104 66 845 SH   DFND 4 845 0 0
T MOBILE US INC COM 872590104 6,030 76,896 SH   DFND 17 76,896 0 0
T MOBILE US INC COM 872590104 18,738 238,941 SH   DFND 21 213,813 0 25,128
T MOBILE US INC CALL 872590904 290 3,700 SH Call DFND 4 3,700 0 0
T MOBILE US INC PUT 872590954 431 5,500 SH Put DFND 4 5,500 0 0
TRI POINTE GROUP INC COM 87265H109 92 5,887 SH   DFND 17 5,887 0 0
TRI POINTE GROUP INC COM 87265H109 416 26,717 SH   DFND 21 0 0 26,717
TPG SPECIALTY LENDING INC COM 87265K102 1,180 54,938 SH   DFND 21 54,938 0 0
TPG RE FIN TR INC COM 87266M107 664 32,781 SH   DFND 17 32,781 0 0
TPG RE FIN TR INC COM 87266M107 762 37,602 SH   DFND 21 37,602 0 0
TABULA RASA HEALTHCARE INC COM 873379101 2,248 46,185 SH   DFND 17 46,185 0 0
TABULA RASA HEALTHCARE INC COM 873379101 2,125 43,655 SH   DFND 21 43,655 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,731 40,455 SH   DFND 17 40,455 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 1,005 14,890 SH   DFND 21 14,890 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 147,886 2,545,378 SH   DFND 17 2,127,900 0 417,478
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 48,038 826,814 SH   DFND 20 826,814 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 54,474 937,582 SH   DFND 21 927,927 0 9,655
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 69,680 569,145 SH   DFND 17 434,260 0 134,885
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 10,754 87,838 SH   DFND 21 87,838 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 6,305 130,801 SH   DFND 17 130,801 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 36,826 764,015 SH   DFND 20 712,125 0 51,890
TAL EDUCATION GROUP SPONSORED ADS 874080104 2,406 49,922 SH   DFND 21 47,107 0 2,815
TAL EDUCATION GROUP SPONSORED ADS 874080104 1,976 41,000 SH   DFND 24 41,000 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 3,237 146,333 SH   DFND 21 146,333 0 0
TALOS ENERGY INC COM 87484T108 12,970 430,178 SH   DFND 17 430,178 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 28,988 486,300 SH   DFND 17 423,639 0 62,661
TANDEM DIABETES CARE INC COM NEW 875372203 3,472 58,253 SH   DFND 21 56,155 0 2,098
TANDEM DIABETES CARE INC COM NEW 875372203 221 3,700 SH   DFND 24 3,700 0 0
TAPESTRY INC COM 876030107 493 18,287 SH   DFND 17 18,287 0 0
TARGET CORP COM 87612E106 136,599 1,065,435 SH   DFND 17 1,065,435 0 0
TARGET CORP COM 87612E106 366 2,858 SH   DFND 20 2,858 0 0
TARGET CORP COM 87612E106 144,690 1,128,538 SH   DFND 21 607,896 0 520,642
TARGET CORP COM 87612E106 145 1,129 SH   DFND 25 1,129 0 0
TARGET CORP CALL 87612E906 9,667 75,400 SH Call DFND 4 75,400 0 0
TARGET CORP PUT 87612E956 20,578 160,500 SH Put DFND 4 160,500 0 0
TARGA RES CORP COM 87612G101 10,794 264,362 SH   DFND 4 264,362 0 0
TARGA RES CORP COM 87612G101 446 10,922 SH   DFND 17 10,922 0 0
TATA MTRS LTD SPONSORED ADR 876568502 164 12,685 SH   DFND 21 0 0 12,685
TAYLOR MORRISON HOME CORP COM 87724P106 1,391 63,622 SH   DFND 17 63,622 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 8,411 384,766 SH   DFND 21 309,512 0 75,254
TC ENERGY CORP COM 87807B107 37,697 706,810 SH   DFND 4 706,810 0 0
TC ENERGY CORP COM 87807B107 48,158 903,050 SH   DFND 17 896,032 0 7,018
TC ENERGY CORP COM 87807B107 20,798 389,959 SH   DFND 21 336,255 0 53,704
TC ENERGY CORP COM 87807B107 475 8,900 SH   DFND 24 8,900 0 0
TECH DATA CORP COM 878237106 1,062 7,397 SH   DFND 17 7,397 0 0
TECH DATA CORP COM 878237106 15,437 107,502 SH   DFND 21 86,790 0 20,712
TECK RESOURCES LTD CL B 878742204 8,145 468,994 SH   DFND 17 468,994 0 0
TECK RESOURCES LTD CL B 878742204 103 5,946 SH   DFND 20 5,946 0 0
TECK RESOURCES LTD CL B 878742204 36,398 2,095,846 SH   DFND 21 1,836,037 0 259,809
TECK RESOURCES LTD CL B 878742204 7 403 SH   DFND 25 403 0 0
TECHTARGET INC COM 87874R100 9,549 365,850 SH   DFND 17 235,125 0 130,725
TECHTARGET INC COM 87874R100 42 1,596 SH   DFND 21 1,596 0 0
TEEKAY CORPORATION NOTE 5.000% 1/1 87900YAE3 19,690 22,280,000 PRN   DFND 17 22,280,000 0 0
TEGNA INC COM 87901J105 154 9,245 SH   DFND 17 9,245 0 0
TEGNA INC COM 87901J105 9,927 594,786 SH   DFND 21 338,191 0 256,595
TELADOC HEALTH INC COM 87918A105 9,501 113,486 SH   DFND 17 67,883 0 45,603
TELADOC HEALTH INC COM 87918A105 6,003 71,709 SH   DFND 21 71,709 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 113,531 65,625,000 PRN   DFND 17 61,100,000 0 4,525,000
TELEDYNE TECHNOLOGIES INC COM 879360105 7,136 20,593 SH   DFND 17 20,593 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 940 2,713 SH   DFND 21 2,713 0 0
TELEFLEX INC COM 879369106 1,152 3,059 SH   DFND 17 3,059 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 642 44,854 SH   DFND 21 44,854 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 3,829 150,553 SH   DFND 17 150,553 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 13,169 517,858 SH   DFND 21 173,561 0 344,297
TELEPHONE & DATA SYS INC COM NEW 879433829 32 1,248 SH   DFND 25 1,248 0 0
TELUS CORP COM 87971M103 1,035 26,687 SH   DFND 21 26,687 0 0
TENABLE HLDGS INC COM 88025T102 7,780 324,702 SH   DFND 17 324,702 0 0
TENABLE HLDGS INC COM 88025T102 251 10,480 SH   DFND 21 10,480 0 0
TENNECO INC CL A VTG COM STK 880349105 4,847 370,000 SH   DFND 4 370,000 0 0
TENNECO INC CL A VTG COM STK 880349105 548 41,835 SH   DFND 17 41,835 0 0
TENNECO INC CL A VTG COM STK 880349105 2,345 178,992 SH   DFND 21 178,992 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 8,855 754,274 SH   DFND 17 754,274 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 0 6 SH   DFND 21 6 0 0
TERADYNE INC COM 880770102 151,086 2,215,664 SH   DFND 17 1,913,309 0 302,355
TERADYNE INC COM 880770102 6,119 89,740 SH   DFND 21 80,270 0 9,470
TERADYNE INC NOTE 1.250%12/1 880770AG7 104,400 47,540,000 PRN   DFND 17 43,300,000 0 4,240,000
TERNIUM SA SPONSORED ADS 880890108 1,721 78,224 SH   DFND 17 78,224 0 0
TERNIUM SA SPONSORED ADS 880890108 1,194 54,294 SH   DFND 21 54,294 0 0
TERRAFORM PWR INC COM CL A 88104R209 394 25,633 SH   DFND 17 25,633 0 0
TERRENO RLTY CORP COM 88146M101 5,535 102,235 SH   DFND 17 102,221 0 14
TESLA INC COM 88160R101 107,183 256,216 SH   DFND 17 236,251 0 19,965
TESLA INC COM 88160R101 361 864 SH   DFND 21 0 0 864
TESLA INC PUT 88160R951 1,892,860 4,524,800 SH Put DFND 4 4,524,800 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 271,919 213,345,000 PRN   DFND 17 198,165,000 0 15,180,000
TESLA INC NOTE 2.375% 3/1 88160RAD3 37,187 26,355,000 PRN   DFND 17 26,355,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 19,066 1,945,522 SH   DFND 17 1,945,522 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 343 35,000 SH   DFND 21 35,000 0 0
TETRA TECH INC NEW COM 88162G103 42,223 490,056 SH   DFND 17 473,212 0 16,844
TETRA TECH INC NEW COM 88162G103 12,030 139,619 SH   DFND 21 114,500 0 25,119
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 51,892 54,480,000 PRN   DFND 17 54,480,000 0 0
TEXAS INSTRS INC COM 882508104 172,145 1,341,845 SH   DFND 17 1,341,845 0 0
TEXAS INSTRS INC COM 882508104 66,760 520,380 SH   DFND 21 206,559 0 313,821
TEXAS INSTRS INC CALL 882508904 10,276 80,100 SH Call DFND 4 80,100 0 0
TEXAS INSTRS INC PUT 882508954 25,979 202,500 SH Put DFND 4 202,500 0 0
TEXTRON INC COM 883203101 519 11,632 SH   DFND 17 11,632 0 0
TG THERAPEUTICS INC COM 88322Q108 1,467 132,191 SH   DFND 17 132,191 0 0
TG THERAPEUTICS INC COM 88322Q108 163 14,700 SH   DFND 24 14,700 0 0
THE TRADE DESK INC COM CL A 88339J105 123,841 476,713 SH   DFND 17 455,442 0 21,271
THE TRADE DESK INC COM CL A 88339J105 7,054 27,153 SH   DFND 21 17,609 0 9,544
THERMO FISHER SCIENTIFIC INC COM 883556102 273,306 841,278 SH   DFND 17 833,508 0 7,770
THERMO FISHER SCIENTIFIC INC COM 883556102 18,631 57,349 SH   DFND 20 1,333 0 56,016
THERMO FISHER SCIENTIFIC INC COM 883556102 345,015 1,062,008 SH   DFND 21 804,197 0 257,811
THERMO FISHER SCIENTIFIC INC COM 883556102 8,658 26,650 SH   DFND 24 26,650 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 176 541 SH   DFND 25 541 0 0
THERMO FISHER SCIENTIFIC INC CALL 883556902 12,930 39,800 SH Call DFND 4 39,800 0 0
THERMO FISHER SCIENTIFIC INC PUT 883556952 35,768 110,100 SH Put DFND 4 110,100 0 0
THOMSON REUTERS CORP COM NEW 884903709 660 9,220 SH   DFND 17 9,220 0 0
THOMSON REUTERS CORP COM NEW 884903709 4,426 61,790 SH   DFND 21 54,749 0 7,041
THOR INDS INC COM 885160101 188 2,531 SH   DFND 17 2,531 0 0
THOR INDS INC COM 885160101 2,226 29,958 SH   DFND 21 29,958 0 0
3M CO COM 88579Y101 7,941 45,010 SH   DFND 4 45,010 0 0
3M CO COM 88579Y101 73,611 417,250 SH   DFND 17 417,250 0 0
3M CO COM 88579Y101 3,110 17,630 SH   DFND 21 12,215 0 5,415
3M CO CALL 88579Y901 19,636 111,300 SH Call DFND 4 111,300 0 0
3M CO PUT 88579Y951 37,948 215,100 SH Put DFND 4 215,100 0 0
TIFFANY & CO NEW COM 886547108 1,040 7,785 SH   DFND 17 7,785 0 0
TIFFANY & CO NEW COM 886547108 5,092 38,100 SH   DFND 21 38,100 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 23,922 44,300,000 PRN   DFND 17 44,300,000 0 0
TIMKEN CO COM 887389104 6,876 122,110 SH   DFND 17 122,110 0 0
TIMKEN CO COM 887389104 23,265 413,163 SH   DFND 21 210,504 0 202,659
TIMKEN CO COM 887389104 29 508 SH   DFND 25 508 0 0
TIVO CORP COM 88870P106 45 5,251 SH   DFND 17 5,251 0 0
TIVO CORP COM 88870P106 1,835 216,442 SH   DFND 21 186,202 0 30,240
TOLL BROTHERS INC COM 889478103 581 14,696 SH   DFND 17 14,696 0 0
TOLL BROTHERS INC COM 889478103 2,821 71,400 SH   DFND 21 57,809 0 13,591
TOOTSIE ROLL INDS INC COM 890516107 327 9,572 SH   DFND 17 9,572 0 0
TOPBUILD CORP COM 89055F103 265 2,574 SH   DFND 17 2,574 0 0
TOPBUILD CORP COM 89055F103 4,290 41,622 SH   DFND 21 22,504 0 19,118
TORO CO COM 891092108 69,186 868,413 SH   DFND 17 863,594 0 4,819
TORO CO COM 891092108 145 1,820 SH   DFND 21 0 0 1,820
TORONTO DOMINION BK ONT COM NEW 891160509 17,842 317,685 SH   DFND 17 317,685 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 232 4,134 SH   DFND 20 4,134 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 96,776 1,723,110 SH   DFND 21 1,032,315 0 690,795
TORONTO DOMINION BK ONT COM NEW 891160509 104 1,850 SH   DFND 25 1,850 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 52 369 SH   DFND 20 369 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 3,148 22,401 SH   DFND 21 18,325 0 4,076
TRACTOR SUPPLY CO COM 892356106 69,201 740,589 SH   DFND 17 736,925 0 3,664
TRACTOR SUPPLY CO COM 892356106 36,779 393,611 SH   DFND 21 196,117 0 197,494
TRACTOR SUPPLY CO COM 892356106 1,495 16,000 SH   DFND 24 16,000 0 0
TRADEWEB MKTS INC CL A 892672106 6,191 133,570 SH   DFND 17 104,645 0 28,925
TRANSDIGM GROUP INC COM 893641100 2,014 3,596 SH   DFND 17 3,596 0 0
TRANSDIGM GROUP INC COM 893641100 13,742 24,539 SH   DFND 21 24,539 0 0
TRANSDIGM GROUP INC CALL 893641900 1,456 2,600 SH Call DFND 4 2,600 0 0
TRANSDIGM GROUP INC PUT 893641950 2,856 5,100 SH Put DFND 4 5,100 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 91,203 90,790,000 PRN   DFND 17 80,820,000 0 9,970,000
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 329 45,941 SH   DFND 21 45,941 0 0
TRANSUNION COM 89400J107 10,761 125,702 SH   DFND 17 125,702 0 0
TRANSUNION COM 89400J107 11,750 137,248 SH   DFND 21 137,248 0 0
TRAVELERS COMPANIES INC COM 89417E109 400 2,922 SH   DFND 4 2,922 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,352 17,171 SH   DFND 17 17,171 0 0
TRAVELERS COMPANIES INC COM 89417E109 133 972 SH   DFND 20 972 0 0
TRAVELERS COMPANIES INC COM 89417E109 12,059 88,051 SH   DFND 21 76,569 0 11,482
TRAVELERS COMPANIES INC CALL 89417E909 3,191 23,300 SH Call DFND 4 23,300 0 0
TRAVELERS COMPANIES INC PUT 89417E959 5,711 41,700 SH Put DFND 4 41,700 0 0
TREX CO INC COM 89531P105 6,306 70,157 SH   DFND 17 42,010 0 28,147
TRIMBLE INC COM 896239100 20,546 492,838 SH   DFND 17 462,391 0 30,447
TRIMBLE INC COM 896239100 125 3,006 SH   DFND 21 0 0 3,006
TRIMBLE INC COM 896239100 8,588 206,000 SH   DFND 24 206,000 0 0
TRINET GROUP INC COM 896288107 880 15,542 SH   DFND 17 15,542 0 0
TRINET GROUP INC COM 896288107 2,164 38,226 SH   DFND 21 38,226 0 0
TRIP COM GROUP LTD ADS 89677Q107 9,203 274,400 SH   DFND 4 274,400 0 0
TRIP COM GROUP LTD ADS 89677Q107 3 95 SH   DFND 17 95 0 0
TRIP COM GROUP LTD ADS 89677Q107 2,412 71,902 SH   DFND 20 71,902 0 0
TRIP COM GROUP LTD ADS 89677Q107 53 1,579 SH   DFND 21 0 0 1,579
TRISTATE CAP HLDGS INC COM 89678F100 1,395 53,396 SH   DFND 17 53,396 0 0
TRIPADVISOR INC COM 896945201 60,196 1,981,439 SH   DFND 17 1,926,379 0 55,060
TRUECAR INC COM 89785L107 158 33,236 SH   DFND 17 4,481 0 28,755
TRUPANION INC COM 898202106 47 1,259 SH   DFND 17 1,259 0 0
TRUPANION INC COM 898202106 8,977 239,677 SH   DFND 21 237,451 0 2,226
TRUIST FINL CORP COM 89832Q109 5,027 89,259 SH   DFND 17 89,259 0 0
TRUIST FINL CORP COM 89832Q109 223 3,961 SH   DFND 21 1,519 0 2,442
TRUIST FINL CORP CALL 89832Q909 4,207 74,700 SH Call DFND 4 74,700 0 0
TRUIST FINL CORP PUT 89832Q959 7,688 136,500 SH Put DFND 4 136,500 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 656 113,158 SH   DFND 21 73,224 0 39,934
TURNING POINT THERAPEUTICS I COM 90041T108 2,655 42,627 SH   DFND 17 42,627 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 131 2,100 SH   DFND 24 2,100 0 0
TURQUOISE HILL RES LTD COM 900435108 12 15,726 SH   DFND 21 15,726 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 16,354 17,080,000 PRN   DFND 17 17,080,000 0 0
TWILIO INC CL A 90138F102 265,851 2,705,035 SH   DFND 17 2,336,080 0 368,955
TWILIO INC CL A 90138F102 59 605 SH   DFND 21 0 0 605
TWILIO INC NOTE 0.250% 6/0 90138FAB8 54,549 35,665,000 PRN   DFND 17 35,665,000 0 0
TWIST BIOSCIENCE CORP COM 90184D100 1,397 66,547 SH   DFND 17 66,547 0 0
TWITTER INC COM 90184L102 12,204 380,770 SH   DFND 4 380,770 0 0
TWITTER INC COM 90184L102 1,972 61,520 SH   DFND 17 51,035 0 10,485
TWITTER INC COM 90184L102 883 27,558 SH   DFND 21 15,634 0 11,924
TWITTER INC CALL 90184L902 1,269 39,600 SH Call DFND 4 39,600 0 0
TWITTER INC PUT 90184L952 3,631 113,300 SH Put DFND 4 113,300 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 111,163 115,195,000 PRN   DFND 17 115,195,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 1,401 95,848 SH   DFND 17 95,848 0 0
TWO HBRS INVT CORP COM NEW 90187B408 3,468 237,235 SH   DFND 21 209,788 0 27,447
II VI INC COM 902104108 3,163 93,931 SH   DFND 17 64,906 0 29,025
II VI INC NOTE 0.250% 9/0 902104AB4 27,504 26,860,000 PRN   DFND 17 26,860,000 0 0
2U INC COM 90214J101 64 2,662 SH   DFND 17 2,662 0 0
2U INC COM 90214J101 1,879 78,329 SH   DFND 21 78,329 0 0
TYLER TECHNOLOGIES INC COM 902252105 581 1,937 SH   DFND 17 1,937 0 0
TYLER TECHNOLOGIES INC COM 902252105 5,979 19,928 SH   DFND 21 19,928 0 0
TYSON FOODS INC CL A 902494103 53,550 588,199 SH   DFND 17 583,709 0 4,490
TYSON FOODS INC CL A 902494103 273 2,997 SH   DFND 20 2,997 0 0
TYSON FOODS INC CL A 902494103 103,238 1,133,981 SH   DFND 21 710,644 0 423,337
TYSON FOODS INC CL A 902494103 11,608 127,500 SH   DFND 24 127,500 0 0
TYSON FOODS INC CL A 902494103 106 1,168 SH   DFND 25 1,168 0 0
TYSON FOODS INC CALL 902494903 2,003 22,000 SH Call DFND 4 22,000 0 0
TYSON FOODS INC PUT 902494953 5,608 61,600 SH Put DFND 4 61,600 0 0
UDR INC COM 902653104 19,967 427,558 SH   DFND 4 427,558 0 0
UDR INC COM 902653104 10,188 218,161 SH   DFND 17 218,161 0 0
UDR INC COM 902653104 93 1,981 SH   DFND 21 1,981 0 0
UGI CORP NEW COM 902681105 1,426 31,581 SH   DFND 17 31,581 0 0
UGI CORP NEW COM 902681105 337 7,465 SH   DFND 21 2,342 0 5,123
US BANCORP DEL COM NEW 902973304 55,558 937,055 SH   DFND 17 930,642 0 6,413
US BANCORP DEL COM NEW 902973304 20,651 348,305 SH   DFND 21 316,419 0 31,886
US BANCORP DEL CALL 902973904 13,263 223,700 SH Call DFND 4 223,700 0 0
US BANCORP DEL PUT 902973954 20,200 340,700 SH Put DFND 4 340,700 0 0
U S CONCRETE INC COM NEW 90333L201 1,216 29,197 SH   DFND 17 29,197 0 0
UBER TECHNOLOGIES INC COM 90353T100 39,077 1,313,952 SH   DFND 17 1,257,722 0 56,230
UBER TECHNOLOGIES INC COM 90353T100 6,488 218,143 SH   DFND 21 206,606 0 11,537
UBER TECHNOLOGIES INC PUT 90353T950 65,428 2,200,000 SH Put DFND 4 2,200,000 0 0
ULTA BEAUTY INC COM 90384S303 951 3,756 SH   DFND 17 3,756 0 0
ULTA BEAUTY INC COM 90384S303 7,249 28,638 SH   DFND 21 28,638 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,359 185,725 SH   DFND 17 85,561 0 100,164
UMPQUA HLDGS CORP COM 904214103 5,054 285,552 SH   DFND 17 285,552 0 0
UMPQUA HLDGS CORP COM 904214103 1,604 90,613 SH   DFND 21 84,114 0 6,499
UNDER ARMOUR INC CL A 904311107 268 12,427 SH   DFND 17 12,427 0 0
UNDER ARMOUR INC CL C 904311206 246 12,838 SH   DFND 17 12,838 0 0
UNIFIRST CORP MASS COM 904708104 2,426 12,012 SH   DFND 17 12,012 0 0
UNIFIRST CORP MASS COM 904708104 92 457 SH   DFND 20 457 0 0
UNIFIRST CORP MASS COM 904708104 14,977 74,150 SH   DFND 21 62,726 0 11,424
UNIFIRST CORP MASS COM 904708104 38 187 SH   DFND 25 187 0 0
UNILEVER PLC SPON ADR NEW 904767704 557 9,736 SH   DFND 17 9,700 0 36
UNILEVER N V N Y SHS NEW 904784709 48,910 851,201 SH   DFND 17 844,805 0 6,396
UNION PACIFIC CORP COM 907818108 177,956 984,324 SH   DFND 17 984,324 0 0
UNION PACIFIC CORP COM 907818108 1,320 7,300 SH   DFND 20 7,300 0 0
UNION PACIFIC CORP COM 907818108 73,197 404,875 SH   DFND 21 348,119 0 56,756
UNION PACIFIC CORP COM 907818108 253 1,400 SH   DFND 24 1,400 0 0
UNION PACIFIC CORP CALL 907818908 16,958 93,800 SH Call DFND 4 93,800 0 0
UNION PACIFIC CORP PUT 907818958 36,737 203,200 SH Put DFND 4 203,200 0 0
UNISYS CORP COM NEW 909214306 190 15,997 SH   DFND 17 15,997 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 16,296 12,000,000 PRN   DFND 4 12,000,000 0 0
UNIT CORP COM 909218109 15 21,915 SH   DFND 17 21,915 0 0
UNIT CORP COM 909218109 50 71,937 SH   DFND 21 71,937 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4,897 158,571 SH   DFND 17 158,571 0 0
UNITED AIRLINES HLDGS INC COM 910047109 7 80 SH   DFND 4 80 0 0
UNITED AIRLINES HLDGS INC COM 910047109 1,332 15,126 SH   DFND 17 15,126 0 0
UNITED AIRLINES HLDGS INC COM 910047109 16,783 190,526 SH   DFND 21 55,353 0 135,173
UNITED AIRLINES HLDGS INC COM 910047109 14 154 SH   DFND 25 154 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 416 155,255 SH   DFND 17 155,255 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2,154 803,838 SH   DFND 21 763,591 0 40,247
UNITED PARCEL SERVICE INC CL B 911312106 2,447 20,904 SH   DFND 4 20,904 0 0
UNITED PARCEL SERVICE INC CL B 911312106 6,413 54,786 SH   DFND 17 54,786 0 0
UNITED PARCEL SERVICE INC CL B 911312106 536 4,580 SH   DFND 21 3,110 0 1,470
UNITED PARCEL SERVICE INC CALL 911312906 9,997 85,400 SH Call DFND 4 85,400 0 0
UNITED PARCEL SERVICE INC PUT 911312956 24,864 212,400 SH Put DFND 4 212,400 0 0
UNITED RENTALS INC COM 911363109 39,421 236,377 SH   DFND 17 223,951 0 12,426
UNITED RENTALS INC COM 911363109 8,772 52,600 SH   DFND 20 52,600 0 0
UNITED RENTALS INC COM 911363109 1,358 8,145 SH   DFND 21 6,774 0 1,371
UNITED STATES CELLULAR CORP COM 911684108 1,614 44,556 SH   DFND 17 44,556 0 0
UNITED STATES CELLULAR CORP COM 911684108 1,902 52,503 SH   DFND 21 28,257 0 24,246
UNITED STATES CELLULAR CORP COM 911684108 13 361 SH   DFND 25 361 0 0
US FOODS HLDG CORP COM 912008109 436 10,404 SH   DFND 17 10,404 0 0
US FOODS HLDG CORP COM 912008109 13,735 327,891 SH   DFND 21 287,921 0 39,970
UNITED STATES STL CORP NEW COM 912909108 94 8,205 SH   DFND 17 8,205 0 0
UNITED STATES STL CORP NEW COM 912909108 1,543 135,252 SH   DFND 21 135,252 0 0
UNITED TECHNOLOGIES CORP COM 913017109 79,079 528,037 SH   DFND 17 524,192 0 3,845
UNITED TECHNOLOGIES CORP COM 913017109 19,608 130,928 SH   DFND 21 108,983 0 21,945
UNITED TECHNOLOGIES CORP CALL 913017909 17,222 115,000 SH Call DFND 4 115,000 0 0
UNITED TECHNOLOGIES CORP PUT 913017959 36,811 245,800 SH Put DFND 4 245,800 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,831 20,783 SH   DFND 17 19,183 0 1,600
UNITED THERAPEUTICS CORP DEL COM 91307C102 474 5,381 SH   DFND 21 5,381 0 0
UNITEDHEALTH GROUP INC COM 91324P102 369,852 1,258,086 SH   DFND 17 1,240,098 0 17,988
UNITEDHEALTH GROUP INC COM 91324P102 35,244 119,885 SH   DFND 20 26,901 0 92,984
UNITEDHEALTH GROUP INC COM 91324P102 516,630 1,757,364 SH   DFND 21 1,363,449 0 393,915
UNITEDHEALTH GROUP INC COM 91324P102 3,146 10,700 SH   DFND 24 10,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 260 884 SH   DFND 25 884 0 0
UNITEDHEALTH GROUP INC CALL 91324P902 41,804 142,200 SH Call DFND 4 142,200 0 0
UNITEDHEALTH GROUP INC PUT 91324P952 78,816 268,100 SH Put DFND 4 268,100 0 0
UNITIL CORP COM 913259107 387 6,260 SH   DFND 17 6,260 0 0
UNITIL CORP COM 913259107 88 1,416 SH   DFND 21 1,416 0 0
UNIVERSAL CORP VA COM 913456109 306 5,356 SH   DFND 17 5,356 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 438 2,124 SH   DFND 17 2,124 0 0
UNIVERSAL FST PRODS INC COM 913543104 2,924 61,292 SH   DFND 17 61,292 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,922 40,295 SH   DFND 21 0 0 40,295
UNIVERSAL INS HLDGS INC COM 91359V107 696 24,874 SH   DFND 17 24,874 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 2,833 101,220 SH   DFND 21 101,220 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,165 15,094 SH   DFND 17 15,094 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 5,486 38,239 SH   DFND 21 37,716 0 523
UNUM GROUP COM 91529Y106 8,086 277,308 SH   DFND 17 277,308 0 0
UNUM GROUP COM 91529Y106 11,461 393,032 SH   DFND 21 366,023 0 27,009
UPLAND SOFTWARE INC COM 91544A109 2,195 61,474 SH   DFND 17 61,474 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 135 5,454 SH   DFND 17 5,454 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 292 11,741 SH   DFND 21 11,741 0 0
US ECOLOGY INC COM 91734M103 714 12,325 SH   DFND 17 12,325 0 0
UTAH MED PRODS INC COM 917488108 718 6,657 SH   DFND 17 6,657 0 0
V F CORP COM 918204108 9,281 93,127 SH   DFND 17 77,447 0 15,680
V F CORP COM 918204108 1,022 10,254 SH   DFND 21 10,254 0 0
V F CORP CALL 918204908 1,834 18,400 SH Call DFND 4 18,400 0 0
V F CORP PUT 918204958 2,541 25,500 SH Put DFND 4 25,500 0 0
VEON LTD SPONSORED ADR 91822M106 160 63,048 SH   DFND 17 63,048 0 0
VEON LTD SPONSORED ADR 91822M106 126 49,648 SH   DFND 21 49,648 0 0
VAIL RESORTS INC COM 91879Q109 7,272 30,322 SH   DFND 17 30,322 0 0
VALE S A SPONSORED ADS 91912E105 1,606 121,700 SH   DFND 17 121,700 0 0
VALE S A SPONSORED ADS 91912E105 571 43,282 SH   DFND 21 43,282 0 0
VALERO ENERGY CORP NEW COM 91913Y100 235,808 2,517,974 SH   DFND 17 2,509,209 0 8,765
VALERO ENERGY CORP NEW COM 91913Y100 24,943 266,342 SH   DFND 21 209,934 0 56,408
VALERO ENERGY CORP NEW COM 91913Y100 890 9,500 SH   DFND 24 9,500 0 0
VALERO ENERGY CORP NEW CALL 91913Y900 5,123 54,700 SH Call DFND 4 54,700 0 0
VALERO ENERGY CORP NEW PUT 91913Y950 10,639 113,600 SH Put DFND 4 113,600 0 0
VALLEY NATL BANCORP COM 919794107 9,077 792,794 SH   DFND 17 792,794 0 0
VALLEY NATL BANCORP COM 919794107 787 68,719 SH   DFND 21 44,094 0 24,625
VANDA PHARMACEUTICALS INC COM 921659108 1,192 72,656 SH   DFND 17 72,656 0 0
VANDA PHARMACEUTICALS INC COM 921659108 942 57,376 SH   DFND 21 57,376 0 0
VANECK VECTORS ETF TRUST GOLD MINERS ETF 92189F106 5,171 176,600 SH   DFND 17 176,600 0 0
VANECK VECTORS ETF TRUST SEMICONDUCTOR ET 92189F676 985 6,963 SH   DFND 17 6,963 0 0
VANECK VECTORS ETF TRUST SEMICONDUCTOR ET 92189F676 318 2,250 SH   DFND 24 1,000 0 1,250
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 1,747 51,358 SH   DFND 24 0 0 51,358
VANGUARD STAR FD VG TL INTL STK F 921909768 983 17,655 SH   DFND 20 17,655 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 636 6,789 SH   DFND 24 0 0 6,789
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 6,884 85,000 SH   DFND 24 0 0 85,000
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 34,941 431,429 SH   DFND 25 431,429 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 3,476 64,668 SH   DFND 17 64,668 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 107,236 2,411,416 SH   DFND 17 2,411,416 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 10 176 SH   DFND 17 176 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3,758 64,122 SH   DFND 24 51,300 0 12,822
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 3,425 56,312 SH   DFND 17 56,312 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1,790 22,085 SH   DFND 4 0 0 22,085
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 19,331 238,561 SH   DFND 25 238,561 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,436 27,013 SH   DFND 17 27,013 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 6,183 61,000 SH   DFND 24 61,000 0 0
VAPOTHERM INC COM 922107107 1,421 116,826 SH   DFND 17 71,321 0 45,505
VARIAN MED SYS INC COM 92220P105 857 6,033 SH   DFND 17 6,033 0 0
VARIAN MED SYS INC COM 92220P105 9,492 66,837 SH   DFND 21 49,468 0 17,369
VARONIS SYS INC COM 922280102 20,937 269,425 SH   DFND 17 269,425 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 10,203 10,000,000 PRN   DFND 17 10,000,000 0 0
VEECO INSTRS INC DEL COM 922417100 115 7,811 SH   DFND 17 7,811 0 0
VEECO INSTRS INC DEL COM 922417100 34 2,297 SH   DFND 21 0 0 2,297
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 48,879 51,875,000 PRN   DFND 17 51,875,000 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 151 17,440 SH   DFND 17 17,440 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 524 60,664 SH   DFND 21 50,741 0 9,923
VEEVA SYS INC CL A COM 922475108 40,428 287,417 SH   DFND 17 196,297 0 91,120
VEEVA SYS INC CL A COM 922475108 20,114 142,994 SH   DFND 21 95,605 0 47,389
VEEVA SYS INC CL A COM 922475108 18 126 SH   DFND 25 126 0 0
VENTAS INC COM 92276F100 28,870 500,006 SH   DFND 4 500,006 0 0
VENTAS INC COM 92276F100 12,170 210,773 SH   DFND 17 210,773 0 0
VENTAS INC CALL 92276F900 820 14,200 SH Call DFND 4 14,200 0 0
VENTAS INC PUT 92276F950 1,900 32,900 SH Put DFND 4 32,900 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,025 6,846 SH   DFND 17 6,846 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 67,761 229,077 SH   DFND 20 229,077 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,202 10,826 SH   DFND 24 5,790 0 5,036
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 936 8,892 SH   DFND 24 8,892 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 4 25 SH   DFND 17 25 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 421 2,540 SH   DFND 24 2,540 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,739 16,740 SH   DFND 24 16,400 0 340
VERASTEM INC NOTE 5.000%11/0 92337CAA2 11,446 24,000,000 PRN   DFND 17 24,000,000 0 0
VERACYTE INC COM 92337F107 11,207 401,414 SH   DFND 17 282,383 0 119,031
VERACYTE INC COM 92337F107 2,693 96,462 SH   DFND 20 96,462 0 0
VERACYTE INC COM 92337F107 275 9,856 SH   DFND 21 9,856 0 0
VEREIT INC COM 92339V100 471 50,921 SH   DFND 17 50,921 0 0
VERISIGN INC COM 92343E102 197 1,024 SH   DFND 4 1,024 0 0
VERISIGN INC COM 92343E102 69,480 360,597 SH   DFND 17 360,592 0 5
VERISIGN INC COM 92343E102 9,764 50,677 SH   DFND 21 47,980 0 2,697
VERISIGN INC CALL 92343E902 501 2,600 SH Call DFND 4 2,600 0 0
VERISIGN INC PUT 92343E952 809 4,200 SH Put DFND 4 4,200 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 92,697 1,509,716 SH   DFND 17 1,503,424 0 6,292
VERIZON COMMUNICATIONS INC COM 92343V104 6,892 112,253 SH   DFND 20 112,253 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 253,394 4,126,938 SH   DFND 21 2,879,232 0 1,247,706
VERIZON COMMUNICATIONS INC COM 92343V104 239 3,890 SH   DFND 25 3,890 0 0
VERIZON COMMUNICATIONS INC CALL 92343V904 20,121 327,700 SH Call DFND 4 327,700 0 0
VERIZON COMMUNICATIONS INC PUT 92343V954 47,456 772,900 SH Put DFND 4 772,900 0 0
VERINT SYS INC COM 92343X100 52,999 957,348 SH   DFND 17 923,713 0 33,635
VERINT SYS INC COM 92343X100 81 1,457 SH   DFND 20 1,457 0 0
VERINT SYS INC COM 92343X100 13,950 251,993 SH   DFND 21 168,811 0 83,182
VERINT SYS INC COM 92343X100 36 643 SH   DFND 25 643 0 0
VERISK ANALYTICS INC COM 92345Y106 2,096 14,037 SH   DFND 4 14,037 0 0
VERISK ANALYTICS INC COM 92345Y106 21,439 143,555 SH   DFND 17 113,610 0 29,945
VERISK ANALYTICS INC COM 92345Y106 14,309 95,813 SH   DFND 21 92,443 0 3,370
VERISK ANALYTICS INC CALL 92345Y906 672 4,500 SH Call DFND 4 4,500 0 0
VERISK ANALYTICS INC PUT 92345Y956 1,001 6,700 SH Put DFND 4 6,700 0 0
VERICEL CORP COM 92346J108 7,095 407,750 SH   DFND 17 274,655 0 133,095
VERSO CORP CL A 92531L207 328 18,183 SH   DFND 17 18,183 0 0
VERSO CORP CL A 92531L207 2,663 147,719 SH   DFND 21 137,516 0 10,203
VERTEX PHARMACEUTICALS INC COM 92532F100 193,254 882,638 SH   DFND 17 873,523 0 9,115
VERTEX PHARMACEUTICALS INC COM 92532F100 9,522 43,491 SH   DFND 21 39,047 0 4,444
VERTEX PHARMACEUTICALS INC COM 92532F100 8,373 38,240 SH   DFND 24 38,240 0 0
VERTEX PHARMACEUTICALS INC CALL 92532F900 4,642 21,200 SH Call DFND 4 21,200 0 0
VERTEX PHARMACEUTICALS INC PUT 92532F950 11,758 53,700 SH Put DFND 4 53,700 0 0
VIASAT INC COM 92552V100 3,874 52,921 SH   DFND 17 52,921 0 0
VIAVI SOLUTIONS INC COM 925550105 16,877 1,125,154 SH   DFND 17 717,048 0 408,106
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 67,798 51,910,000 PRN   DFND 17 41,435,000 0 10,475,000
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 62,644 50,183,000 PRN   DFND 17 50,183,000 0 0
VIACOMCBS INC CL B 92556H206 4,049 96,474 SH   DFND 17 96,474 0 0
VIACOMCBS INC CL B 92556H206 17,811 424,365 SH   DFND 21 372,758 0 51,607
VICI PPTYS INC COM 925652109 725,960 28,413,319 SH   DFND 4 28,413,319 0 0
VICI PPTYS INC COM 925652109 562 22,001 SH   DFND 17 22,001 0 0
VIKING THERAPEUTICS INC COM 92686J106 709 88,384 SH   DFND 17 88,384 0 0
VILLAGE FARMS INTL INC COM 92707Y108 701 112,721 SH   DFND 17 112,721 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 2,084 147,070 SH   DFND 17 136,065 0 11,005
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 3,722 262,666 SH   DFND 21 262,666 0 0
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 3,505 303,446 SH   DFND 17 303,446 0 0
VISA INC COM CL A 92826C839 1,792 9,538 SH   DFND 4 9,538 0 0
VISA INC COM CL A 92826C839 572,814 3,048,502 SH   DFND 17 2,994,896 0 53,606
VISA INC COM CL A 92826C839 44,136 234,889 SH   DFND 20 104,767 0 130,122
VISA INC COM CL A 92826C839 503,672 2,680,530 SH   DFND 21 2,146,771 0 533,759
VISA INC COM CL A 92826C839 7,422 39,500 SH   DFND 24 39,500 0 0
VISA INC COM CL A 92826C839 212 1,128 SH   DFND 25 1,128 0 0
VISA INC CALL 92826C909 33,559 178,600 SH Call DFND 4 178,600 0 0
VISA INC PUT 92826C959 87,768 467,100 SH Put DFND 4 467,100 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 807 37,888 SH   DFND 17 37,888 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 6,950 326,448 SH   DFND 21 98,815 0 227,633
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 22,167 22,000,000 PRN   DFND 17 22,000,000 0 0
VISTRA ENERGY CORP COM 92840M102 378 174,357 SH   DFND 4 174,357 0 0
VISTRA ENERGY CORP COM 92840M102 18,412 800,872 SH   DFND 17 800,872 0 0
VISTRA ENERGY CORP COM 92840M102 2,530 110,047 SH   DFND 21 106,119 0 3,928
VMWARE INC CL A COM 928563402 12,197 80,355 SH   DFND 17 63,455 0 16,900
VMWARE INC CL A COM 928563402 12,661 83,411 SH   DFND 21 64,694 0 18,717
VMWARE INC CL A COM 928563402 27 181 SH   DFND 25 181 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 1,132 54,519 SH   DFND 17 54,519 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 1,989 2,000,000 PRN   DFND 17 2,000,000 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 264 13,639 SH   DFND 17 12,871 0 768
VORNADO RLTY TR SH BEN INT 929042109 18,225 274,060 SH   DFND 4 274,060 0 0
VORNADO RLTY TR SH BEN INT 929042109 744 11,190 SH   DFND 17 11,190 0 0
VOYA FINL INC COM 929089100 2,057 33,732 SH   DFND 17 33,732 0 0
VOYA FINL INC COM 929089100 21,059 345,347 SH   DFND 21 271,311 0 74,036
VOYAGER THERAPEUTICS INC COM 92915B106 542 38,820 SH   DFND 17 38,820 0 0
VULCAN MATLS CO COM 929160109 104,744 727,438 SH   DFND 17 724,902 0 2,536
VULCAN MATLS CO COM 929160109 18,357 127,491 SH   DFND 21 117,857 0 9,634
VULCAN MATLS CO COM 929160109 547 3,800 SH   DFND 24 3,800 0 0
WD-40 CO COM 929236107 4,895 25,216 SH   DFND 17 25,216 0 0
WD-40 CO COM 929236107 600 3,090 SH   DFND 21 3,090 0 0
WABCO HLDGS INC COM 92927K102 28,791 212,482 SH   DFND 4 185,276 0 27,206
WABCO HLDGS INC COM 92927K102 737 5,438 SH   DFND 17 5,438 0 0
WABCO HLDGS INC COM 92927K102 1,707 12,600 SH   DFND 21 12,600 0 0
WSFS FINL CORP COM 929328102 6,321 143,687 SH   DFND 17 143,687 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 2,387 36,081 SH   DFND 17 36,081 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 1,982 29,966 SH   DFND 21 27,610 0 2,356
W P CAREY INC COM 92936U109 652 8,144 SH   DFND 17 8,144 0 0
WEC ENERGY GROUP INC COM 92939U106 1,809 19,610 SH   DFND 4 19,610 0 0
WEC ENERGY GROUP INC COM 92939U106 3,818 41,401 SH   DFND 17 41,389 0 12
WEC ENERGY GROUP INC CALL 92939U906 2,435 26,400 SH Call DFND 4 26,400 0 0
WEC ENERGY GROUP INC PUT 92939U956 1,964 21,300 SH Put DFND 4 21,300 0 0
WIX COM LTD NOTE 7/0 92940WAB5 65,664 58,130,000 PRN   DFND 17 53,985,000 0 4,145,000
WABASH NATL CORP COM 929566107 34 2,290 SH   DFND 17 2,290 0 0
WABASH NATL CORP COM 929566107 126 8,563 SH   DFND 21 8,563 0 0
WABTEC CORP COM 929740108 970 12,468 SH   DFND 17 11,968 0 500
WABTEC CORP COM 929740108 84,590 1,087,270 SH   DFND 21 1,081,953 0 5,317
WABTEC CORP COM 929740108 3,190 41,000 SH   DFND 24 41,000 0 0
WALMART INC COM 931142103 1,797 15,122 SH   DFND 4 15,122 0 0
WALMART INC COM 931142103 30,385 255,678 SH   DFND 17 255,678 0 0
WALMART INC COM 931142103 37,309 313,947 SH   DFND 21 225,277 0 88,670
WALMART INC COM 931142103 2,923 24,600 SH   DFND 24 24,600 0 0
WALMART INC COM 931142103 128 1,075 SH   DFND 25 1,075 0 0
WALMART INC CALL 931142903 23,281 195,900 SH Call DFND 4 195,900 0 0
WALMART INC PUT 931142953 56,449 475,000 SH Put DFND 4 475,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 730 12,386 SH   DFND 4 12,386 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 97,193 1,648,451 SH   DFND 17 1,648,451 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 126 2,137 SH   DFND 20 2,137 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 59,090 1,002,208 SH   DFND 21 508,677 0 493,531
WALGREENS BOOTS ALLIANCE INC COM 931427108 63 1,062 SH   DFND 25 1,062 0 0
WALGREENS BOOTS ALLIANCE INC CALL 931427908 3,602 61,100 SH Call DFND 4 61,100 0 0
WALGREENS BOOTS ALLIANCE INC PUT 931427958 9,616 163,100 SH Put DFND 4 163,100 0 0
WALKER & DUNLOP INC COM 93148P102 5,510 85,184 SH   DFND 17 85,184 0 0
WARRIOR MET COAL INC COM 93627C101 46 2,188 SH   DFND 17 2,188 0 0
WARRIOR MET COAL INC COM 93627C101 9,099 430,627 SH   DFND 21 184,384 0 246,243
WARRIOR MET COAL INC COM 93627C101 39 1,827 SH   DFND 25 1,827 0 0
WASHINGTON FED INC COM 938824109 9,344 254,960 SH   DFND 17 254,960 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 143 39,357 SH   DFND 17 39,357 0 0
WASTE CONNECTIONS INC COM 94106B101 11,767 129,608 SH   DFND 17 101,657 0 27,951
WASTE CONNECTIONS INC COM 94106B101 2,607 28,719 SH   DFND 21 28,719 0 0
WASTE MGMT INC DEL COM 94106L109 48,161 422,609 SH   DFND 17 420,204 0 2,405
WASTE MGMT INC DEL COM 94106L109 123 1,083 SH   DFND 20 1,083 0 0
WASTE MGMT INC DEL COM 94106L109 61,782 542,136 SH   DFND 21 461,952 0 80,184
WASTE MGMT INC DEL COM 94106L109 4,786 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 6,199 54,400 SH Call DFND 4 54,400 0 0
WASTE MGMT INC DEL PUT 94106L959 12,365 108,500 SH Put DFND 4 108,500 0 0
WATERS CORP COM 941848103 995 4,257 SH   DFND 17 4,257 0 0
WATERS CORP COM 941848103 603 2,580 SH   DFND 21 2,100 0 480
WATERSTONE FINL INC MD COM 94188P101 682 35,827 SH   DFND 17 35,827 0 0
WATSCO INC COM 942622200 279 1,547 SH   DFND 17 1,547 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,698 27,040 SH   DFND 17 27,040 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 96 961 SH   DFND 20 961 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 13,688 137,211 SH   DFND 21 117,006 0 20,205
WATTS WATER TECHNOLOGIES INC CL A 942749102 39 392 SH   DFND 25 392 0 0
WAYFAIR INC CL A 94419L101 272 3,006 SH   DFND 17 3,006 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 48,474 46,970,000 PRN   DFND 17 46,970,000 0 0
WEBSTER FINL CORP CONN COM 947890109 233 4,366 SH   DFND 17 4,366 0 0
WEIBO CORP SPONSORED ADR 948596101 7,747 167,136 SH   DFND 17 167,136 0 0
WEIBO CORP NOTE 1.250%11/1 948596AC5 53,013 55,980,000 PRN   DFND 17 55,980,000 0 0
WEIS MKTS INC COM 948849104 141 3,490 SH   DFND 17 3,490 0 0
WEIS MKTS INC COM 948849104 489 12,069 SH   DFND 21 2,676 0 9,393
WELLCARE HEALTH PLANS INC COM 94946T106 4,373 13,243 SH   DFND 17 13,243 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,085 6,315 SH   DFND 21 4,856 0 1,459
ANTHEM INC NOTE 2.750%10/1 94973VBG1 104,731 24,955,000 PRN   DFND 17 21,230,000 0 3,725,000
WELLS FARGO CO NEW COM 949746101 538 10,000 SH   DFND 4 10,000 0 0
WELLS FARGO CO NEW COM 949746101 15,954 296,539 SH   DFND 17 296,539 0 0
WELLS FARGO CO NEW COM 949746101 19 355 SH   DFND 20 355 0 0
WELLS FARGO CO NEW COM 949746101 11,656 216,650 SH   DFND 21 134,389 0 82,261
WELLS FARGO CO NEW COM 949746101 8 148 SH   DFND 25 148 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 120,408 83,040 SH   DFND 4 80,240 0 2,800
WELLS FARGO CO NEW PERP PFD CNV A 949746804 348,899 240,620 SH   DFND 17 228,280 0 12,340
WELLS FARGO CO NEW CALL 949746901 33,959 631,200 SH Call DFND 4 631,200 0 0
WELLS FARGO CO NEW PUT 949746951 49,141 913,400 SH Put DFND 4 913,400 0 0
WELLTOWER INC COM 95040Q104 16,795 205,362 SH   DFND 4 205,362 0 0
WELLTOWER INC COM 95040Q104 2,252 27,537 SH   DFND 17 27,537 0 0
WELLTOWER INC CALL 95040Q904 2,363 28,900 SH Call DFND 4 28,900 0 0
WELLTOWER INC PUT 95040Q954 4,220 51,600 SH Put DFND 4 51,600 0 0
WERNER ENTERPRISES INC COM 950755108 4,161 114,337 SH   DFND 17 114,337 0 0
WESBANCO INC COM 950810101 104 2,755 SH   DFND 17 2,755 0 0
WESBANCO INC COM 950810101 1,482 39,226 SH   DFND 21 28,987 0 10,239
WESBANCO INC COM 950810101 10 274 SH   DFND 25 274 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 25 2,263 SH   DFND 17 2,263 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 2,050 186,000 SH   DFND 21 186,000 0 0
WESCO INTL INC COM 95082P105 17,066 287,359 SH   DFND 17 287,359 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 672 4,467 SH   DFND 17 4,467 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,203 14,657 SH   DFND 21 10,227 0 4,430
WESTERN ALLIANCE BANCORP COM 957638109 32,184 564,625 SH   DFND 17 449,638 0 114,987
WESTERN ALLIANCE BANCORP COM 957638109 1,776 31,160 SH   DFND 21 24,273 0 6,887
WESTERN ASSET MTG CAP CORP COM 95790D105 767 74,202 SH   DFND 17 67,572 0 6,630
WESTERN ASSET MTG CAP CORP COM 95790D105 1,377 133,269 SH   DFND 21 133,269 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 15,253 15,000,000 PRN   DFND 17 15,000,000 0 0
WESTERN DIGITAL CORP COM 958102105 1,384 21,799 SH   DFND 17 21,799 0 0
WESTERN DIGITAL CORP COM 958102105 2,039 32,120 SH   DFND 21 30,660 0 1,460
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 129,592 131,900,000 PRN   DFND 17 131,900,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 11,606 589,425 SH   DFND 4 589,425 0 0
WESTERN UN CO COM 959802109 746 27,853 SH   DFND 17 27,853 0 0
WESTERN UN CO COM 959802109 1,555 58,049 SH   DFND 21 58,049 0 0
WESTPAC BKG CORP SPONSORED ADR 961214301 2,104 123,910 SH   DFND 17 123,910 0 0
WESTROCK CO COM 96145D105 2,153 50,184 SH   DFND 17 50,184 0 0
WESTROCK CO COM 96145D105 11,947 278,413 SH   DFND 21 235,023 0 43,390
WEX INC COM 96208T104 18,291 87,324 SH   DFND 17 57,507 0 29,817
WEYERHAEUSER CO COM 962166104 3 111 SH   DFND 4 111 0 0
WEYERHAEUSER CO COM 962166104 1,493 49,429 SH   DFND 17 49,429 0 0
WEYERHAEUSER CO COM 962166104 11 373 SH   DFND 21 373 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 216 7,234 SH   DFND 17 7,234 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 3,486 116,981 SH   DFND 21 40,972 0 76,009
WHIRLPOOL CORP COM 963320106 662 4,484 SH   DFND 17 4,484 0 0
WHIRLPOOL CORP COM 963320106 5,464 37,035 SH   DFND 21 25,778 0 11,257
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 17,182 17,505,000 PRN   DFND 17 17,505,000 0 0
WILLIAMS COS INC DEL COM 969457100 56,763 2,393,055 SH   DFND 4 2,393,055 0 0
WILLIAMS COS INC DEL COM 969457100 16,901 712,513 SH   DFND 17 712,452 0 61
WILLIAMS COS INC DEL COM 969457100 3,619 152,551 SH   DFND 21 76,124 0 76,427
WILLIAMS COS INC DEL COM 969457100 664 28,000 SH   DFND 24 28,000 0 0
WILLIAMS COS INC DEL CALL 969457900 1,710 72,100 SH Call DFND 4 72,100 0 0
WILLIAMS COS INC DEL PUT 969457950 4,272 180,100 SH Put DFND 4 180,100 0 0
WILLIAMS SONOMA INC COM 969904101 1,099 14,963 SH   DFND 17 14,963 0 0
WILLIAMS SONOMA INC COM 969904101 683 9,303 SH   DFND 21 9,303 0 0
WINGSTOP INC COM 974155103 1,028 11,916 SH   DFND 17 10,336 0 1,580
WINGSTOP INC COM 974155103 998 11,574 SH   DFND 21 11,574 0 0
WINMARK CORP COM 974250102 1,872 9,441 SH   DFND 17 9,441 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,103 560,846 SH   DFND 21 484,292 0 76,554
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1,429 26,570 SH   DFND 24 10,280 0 16,290
WISDOMTREE TR EUROPE SMCP DV 97717W869 2,418 37,000 SH   DFND 24 15,000 0 22,000
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 2,469 34,980 SH   DFND 24 24,740 0 10,240
WOODWARD INC COM 980745103 13,554 114,436 SH   DFND 17 114,436 0 0
WORKDAY INC CL A 98138H101 141,860 862,635 SH   DFND 17 831,856 0 30,779
WORKDAY INC CL A 98138H101 1,151 7,000 SH   DFND 21 7,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 132,919 104,145,000 PRN   DFND 17 104,145,000 0 0
WORLD FUEL SVCS CORP COM 981475106 2,441 56,227 SH   DFND 17 56,227 0 0
WORLD FUEL SVCS CORP COM 981475106 81 1,876 SH   DFND 20 1,876 0 0
WORLD FUEL SVCS CORP COM 981475106 15,483 356,582 SH   DFND 21 217,687 0 138,895
WORLD FUEL SVCS CORP COM 981475106 33 759 SH   DFND 25 759 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 10,494 161,766 SH   DFND 17 157,726 0 4,040
WORLD WRESTLING ENTMT INC CL A 98156Q108 258 3,983 SH   DFND 21 3,983 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 63,163 23,775,000 PRN   DFND 17 21,810,000 0 1,965,000
WPX ENERGY INC COM 98212B103 10,613 772,433 SH   DFND 17 471,699 0 300,734
WPX ENERGY INC COM 98212B103 12 869 SH   DFND 21 869 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 221 4,276 SH   DFND 17 4,276 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,642 31,775 SH   DFND 21 29,136 0 2,639
WYNDHAM HOTELS & RESORTS INC COM 98311A105 280 4,462 SH   DFND 17 4,462 0 0
WYNN RESORTS LTD COM 983134107 84,127 605,796 SH   DFND 17 605,796 0 0
XPO LOGISTICS INC COM 983793100 9,578 120,177 SH   DFND 17 95,054 0 25,123
XCEL ENERGY INC COM 98389B100 43 674 SH   DFND 4 674 0 0
XCEL ENERGY INC COM 98389B100 19,093 300,722 SH   DFND 17 300,705 0 17
XCEL ENERGY INC COM 98389B100 956 15,051 SH   DFND 21 15,051 0 0
XCEL ENERGY INC CALL 98389B900 1,130 17,800 SH Call DFND 4 17,800 0 0
XCEL ENERGY INC PUT 98389B950 2,038 32,100 SH Put DFND 4 32,100 0 0
XILINX INC COM 983919101 8,956 91,606 SH   DFND 4 91,606 0 0
XILINX INC COM 983919101 7,929 81,095 SH   DFND 17 74,465 0 6,630
XILINX INC COM 983919101 11,526 117,892 SH   DFND 21 67,541 0 50,351
XILINX INC COM 983919101 28 284 SH   DFND 25 284 0 0
XILINX INC CALL 983919901 2,219 22,700 SH Call DFND 4 22,700 0 0
XILINX INC PUT 983919951 4,224 43,200 SH Put DFND 4 43,200 0 0
XENIA HOTELS & RESORTS INC COM 984017103 243 11,264 SH   DFND 17 11,264 0 0
XENIA HOTELS & RESORTS INC COM 984017103 2,875 133,050 SH   DFND 21 24,339 0 108,711
XYLEM INC COM 98419M100 63,184 801,924 SH   DFND 17 800,239 0 1,685
XYLEM INC COM 98419M100 9,648 122,455 SH   DFND 20 0 0 122,455
XYLEM INC COM 98419M100 36,100 458,181 SH   DFND 21 303,160 0 155,021
XYLEM INC COM 98419M100 10,778 136,800 SH   DFND 24 136,800 0 0
XPERI CORP COM 98421B100 606 32,740 SH   DFND 17 32,740 0 0
XPERI CORP COM 98421B100 220 11,880 SH   DFND 21 0 0 11,880
XEROX HOLDINGS CORP COM NEW 98421M106 2,161 58,599 SH   DFND 17 58,599 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 46,251 1,254,445 SH   DFND 21 663,303 0 591,142
YAMANA GOLD INC COM 98462Y100 66 16,554 SH   DFND 21 16,554 0 0
YELP INC CL A 985817105 21,982 631,119 SH   DFND 17 566,099 0 65,020
YETI HLDGS INC COM 98585X104 11,378 327,155 SH   DFND 17 172,591 0 154,564
YORK WTR CO COM 987184108 25 549 SH   DFND 17 549 0 0
YORK WTR CO COM 987184108 2,588 56,128 SH   DFND 21 56,128 0 0
YUM BRANDS INC COM 988498101 1,227 12,185 SH   DFND 4 12,185 0 0
YUM BRANDS INC COM 988498101 19,982 198,373 SH   DFND 17 195,053 0 3,320
YUM BRANDS INC COM 988498101 201 1,998 SH   DFND 20 1,998 0 0
YUM BRANDS INC COM 988498101 35,122 348,679 SH   DFND 21 326,204 0 22,475
YUM BRANDS INC CALL 988498901 1,461 14,500 SH Call DFND 4 14,500 0 0
YUM BRANDS INC PUT 988498951 4,402 43,700 SH Put DFND 4 43,700 0 0
YUM CHINA HLDGS INC COM 98850P109 21,943 457,057 SH   DFND 17 431,757 0 25,300
YUM CHINA HLDGS INC COM 98850P109 53,387 1,112,006 SH   DFND 20 1,011,755 0 100,251
YUM CHINA HLDGS INC COM 98850P109 37,629 783,773 SH   DFND 21 774,496 0 9,277
YUM CHINA HLDGS INC COM 98850P109 4,374 91,100 SH   DFND 24 91,100 0 0
ZAI LAB LTD ADR 98887Q104 6,318 151,905 SH   DFND 17 151,905 0 0
ZAI LAB LTD ADR 98887Q104 2,749 66,095 SH   DFND 20 66,095 0 0
ZAYO GROUP HLDGS INC COM 98919V105 374 10,780 SH   DFND 17 10,780 0 0
ZAYO GROUP HLDGS INC COM 98919V105 7,322 211,300 SH   DFND 21 211,300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,378 5,395 SH   DFND 17 5,395 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,611 10,220 SH   DFND 21 5,718 0 4,502
ZENDESK INC COM 98936J101 63,895 833,816 SH   DFND 17 819,841 0 13,975
ZENDESK INC COM 98936J101 3,653 47,665 SH   DFND 21 47,665 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 71,965 52,465,000 PRN   DFND 17 52,465,000 0 0
ZILLOW GROUP INC CL A 98954M101 367 8,029 SH   DFND 17 2,889 0 5,140
ZILLOW GROUP INC CL C CAP STK 98954M200 557 12,119 SH   DFND 17 5,969 0 6,150
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 57,625 51,540,000 PRN   DFND 17 51,540,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 32,962 34,560,000 PRN   DFND 17 34,560,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 114 764 SH   DFND 4 764 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,417 49,550 SH   DFND 17 35,570 0 13,980
ZIMMER BIOMET HLDGS INC COM 98956P102 1,161 7,756 SH   DFND 21 1,414 0 6,342
ZIMMER BIOMET HLDGS INC COM 98956P102 748 5,000 SH   DFND 24 5,000 0 0
ZIMMER BIOMET HLDGS INC CALL 98956P902 958 6,400 SH Call DFND 4 6,400 0 0
ZIMMER BIOMET HLDGS INC PUT 98956P952 2,485 16,600 SH Put DFND 4 16,600 0 0
ZIONS BANCORPORATION N A COM 989701107 582 11,203 SH   DFND 17 11,203 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 971 205,782 SH   DFND 17 205,782 0 0
ZIX CORP COM 98974P100 4,124 608,240 SH   DFND 17 537,066 0 71,174
ZIX CORP COM 98974P100 421 62,082 SH   DFND 21 62,082 0 0
ZOETIS INC CL A 98978V103 119,866 905,677 SH   DFND 17 886,457 0 19,220
ZOETIS INC CL A 98978V103 51,250 387,235 SH   DFND 21 351,357 0 35,878
ZOETIS INC CALL 98978V903 7,094 53,600 SH Call DFND 4 53,600 0 0
ZOETIS INC PUT 98978V953 14,770 111,600 SH Put DFND 4 111,600 0 0
ZSCALER INC COM 98980G102 178,871 3,846,697 SH   DFND 17 3,529,602 0 317,095
ZSCALER INC COM 98980G102 444 9,542 SH   DFND 21 9,542 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 29,587 434,845 SH   DFND 17 434,845 0 0
ZUMIEZ INC COM 989817101 449 12,986 SH   DFND 17 10,646 0 2,340
ZUMIEZ INC COM 989817101 30 865 SH   DFND 20 865 0 0
ZUMIEZ INC COM 989817101 2,740 79,323 SH   DFND 21 71,351 0 7,972
ZYNEX INC COM 98986M103 274 34,784 SH   DFND 17 34,784 0 0
ZYNGA INC CL A 98986T108 41,242 6,738,853 SH   DFND 17 5,448,571 0 1,290,282
ZYNGA INC CL A 98986T108 411 67,226 SH   DFND 21 0 0 67,226
EURONAV NV ANTWERPEN SHS B38564108 152 12,306 SH   DFND 21 12,306 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,523 196,185 SH   DFND 21 192,754 0 3,431
AFYA LTD CL A COM G01125106 2,129 78,496 SH   DFND 21 78,496 0 0
AIRCASTLE LTD COM G0129K104 2,734 85,409 SH   DFND 17 85,409 0 0
AIRCASTLE LTD COM G0129K104 6,960 217,444 SH   DFND 21 217,444 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,797 22,461 SH   DFND 17 22,461 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 13,943 111,954 SH   DFND 21 90,776 0 21,178
ALLERGAN PLC SHS G0177J108 133,676 699,253 SH   DFND 17 693,223 0 6,030
ALLERGAN PLC SHS G0177J108 10,680 55,865 SH   DFND 21 55,055 0 810
ALLERGAN PLC CALL G0177J908 3,938 20,600 SH Call DFND 4 20,600 0 0
ALLERGAN PLC PUT G0177J958 9,559 50,000 SH Put DFND 4 50,000 0 0
AMCOR PLC ORD G0250X107 333 30,749 SH   DFND 17 30,749 0 0
AMDOCS LTD SHS G02602103 14,503 200,904 SH   DFND 17 200,904 0 0
AMDOCS LTD SHS G02602103 133 1,841 SH   DFND 20 1,841 0 0
AMDOCS LTD SHS G02602103 14,497 200,814 SH   DFND 21 190,322 0 10,492
AMBARELLA INC SHS G037AX101 2,147 35,459 SH   DFND 17 35,459 0 0
AON PLC SHS CL A G0408V102 10,339 49,637 SH   DFND 17 49,637 0 0
AON PLC SHS CL A G0408V102 880 4,223 SH   DFND 21 4,223 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 603 22,237 SH   DFND 17 22,237 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,272 29,657 SH   DFND 17 29,657 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,870 90,225 SH   DFND 21 90,225 0 0
ARCO PLATFORM LTD COM CL A G04553106 2,130 48,191 SH   DFND 21 48,191 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 231 3,509 SH   DFND 17 3,509 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 682 10,380 SH   DFND 21 10,380 0 0
ASSURED GUARANTY LTD COM G0585R106 576 11,748 SH   DFND 17 11,748 0 0
ASSURED GUARANTY LTD COM G0585R106 2,787 56,851 SH   DFND 21 56,851 0 0
ATLASSIAN CORP PLC CL A G06242104 217,651 1,808,637 SH   DFND 17 1,648,052 0 160,585
ATLASSIAN CORP PLC CL A G06242104 5,997 49,834 SH   DFND 21 46,695 0 3,139
ATHENE HLDG LTD CL A G0684D107 809 17,203 SH   DFND 17 17,203 0 0
ATHENE HLDG LTD CL A G0684D107 180 3,819 SH   DFND 20 3,819 0 0
ATHENE HLDG LTD CL A G0684D107 22,455 477,456 SH   DFND 21 412,520 0 64,936
ATHENE HLDG LTD CL A G0684D107 75 1,591 SH   DFND 25 1,591 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 234 3,942 SH   DFND 17 3,942 0 0
AXALTA COATING SYS LTD COM G0750C108 2,267 74,579 SH   DFND 17 74,579 0 0
AXALTA COATING SYS LTD COM G0750C108 213 7,000 SH   DFND 24 7,000 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 639 17,139 SH   DFND 17 17,139 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 37 991 SH   DFND 21 991 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 350 6,420 SH   DFND 17 6,420 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 131 2,400 SH   DFND 24 2,400 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 18,438 87,561 SH   DFND 17 87,548 0 13
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 32,028 152,101 SH   DFND 20 70,741 0 81,360
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 251,811 1,195,852 SH   DFND 21 1,053,437 0 142,415
MIMECAST LTD ORD SHS G14838109 56,826 1,309,951 SH   DFND 17 1,309,951 0 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 145 3,063 SH   DFND 17 3,063 0 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 927 19,640 SH   DFND 21 19,640 0 0
BUNGE LIMITED COM G16962105 3,989 69,315 SH   DFND 17 69,315 0 0
BUNGE LIMITED COM G16962105 253 4,395 SH   DFND 20 4,395 0 0
BUNGE LIMITED COM G16962105 17,807 309,422 SH   DFND 21 309,422 0 0
BUNGE LIMITED COM G16962105 3,050 53,000 SH   DFND 24 53,000 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 366 9,585 SH   DFND 17 9,585 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 35 921 SH   DFND 21 921 0 0
CISION LTD SHS G1992S109 39 3,888 SH   DFND 17 3,888 0 0
CISION LTD SHS G1992S109 2,046 205,200 SH   DFND 21 205,200 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 79 17,416 SH   DFND 17 17,416 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 243 53,748 SH   DFND 21 53,748 0 0
CHINA YUCHAI INTL LTD COM G21082105 277 20,807 SH   DFND 17 20,807 0 0
CHINA YUCHAI INTL LTD COM G21082105 162 12,187 SH   DFND 21 12,187 0 0
CIMPRESS PLC SHS EURO G2143T103 107 847 SH   DFND 17 847 0 0
CREDICORP LTD COM G2519Y108 963 4,520 SH   DFND 17 4,520 0 0
COSAN LTD SHS A G25343107 801 35,075 SH   DFND 17 35,075 0 0
COSAN LTD SHS A G25343107 3,743 163,895 SH   DFND 21 163,895 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 217 4,267 SH   DFND 17 4,267 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 20,600 404,874 SH   DFND 21 222,420 0 182,454
COCA COLA EUROPEAN PARTNERS SHS G25839104 46 913 SH   DFND 25 913 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 314 24,483 SH   DFND 21 24,483 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 287 14,030 SH   DFND 17 14,030 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 253 12,389 SH   DFND 21 0 0 12,389
EATON CORP PLC SHS G29183103 88,077 929,871 SH   DFND 17 920,257 0 9,614
EATON CORP PLC SHS G29183103 201 2,122 SH   DFND 20 2,122 0 0
EATON CORP PLC SHS G29183103 72,967 770,343 SH   DFND 21 536,110 0 234,233
ENSTAR GROUP LIMITED SHS G3075P101 246 1,191 SH   DFND 17 1,191 0 0
ESSENT GROUP LTD COM G3198U102 26,127 502,533 SH   DFND 17 390,403 0 112,130
ESSENT GROUP LTD COM G3198U102 149 2,865 SH   DFND 20 2,865 0 0
ESSENT GROUP LTD COM G3198U102 38,601 742,465 SH   DFND 21 537,043 0 205,422
ESSENT GROUP LTD COM G3198U102 61 1,172 SH   DFND 25 1,172 0 0
EVEREST RE GROUP LTD COM G3223R108 770 2,781 SH   DFND 17 2,781 0 0
EVEREST RE GROUP LTD COM G3223R108 4,850 17,518 SH   DFND 21 9,885 0 7,633
EVEREST RE GROUP LTD COM G3223R108 45 164 SH   DFND 25 164 0 0
FABRINET SHS G3323L100 1,984 30,592 SH   DFND 17 30,592 0 0
FABRINET SHS G3323L100 3,308 51,013 SH   DFND 21 27,355 0 23,658
FABRINET SHS G3323L100 36 556 SH   DFND 25 556 0 0
FGL HLDGS ORD SHS G3402M102 66 6,188 SH   DFND 17 6,188 0 0
FGL HLDGS ORD SHS G3402M102 1,164 109,332 SH   DFND 21 109,332 0 0
FLEX LNG LTD SHS G35947202 214 20,717 SH   DFND 17 20,717 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 306 8,738 SH   DFND 17 8,738 0 0
FRONTLINE LTD SHS NEW G3682E192 913 70,969 SH   DFND 17 70,969 0 0
FRONTLINE LTD SHS NEW G3682E192 6,595 512,827 SH   DFND 21 508,788 0 4,039
GENPACT LIMITED SHS G3922B107 6,680 158,405 SH   DFND 17 158,405 0 0
GENPACT LIMITED SHS G3922B107 10,796 256,003 SH   DFND 21 256,003 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,414 7,866 SH   DFND 17 6,566 0 1,300
HELEN OF TROY CORP LTD COM G4388N106 138 765 SH   DFND 21 765 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 226 4,749 SH   DFND 17 4,749 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 184 7,509 SH   DFND 17 7,509 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 6,137 250,998 SH   DFND 21 91,766 0 159,232
HORIZON THERAPEUTICS PUB LTD SHS G46188101 36,503 1,008,377 SH   DFND 17 755,614 0 252,763
HORIZON THERAPEUTICS PUB LTD SHS G46188101 181 5,000 SH   DFND 20 5,000 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 1,072 29,602 SH   DFND 21 17,277 0 12,325
HORIZON THERAPEUTICS PUB LTD SHS G46188101 4,062 112,200 SH   DFND 24 112,200 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 13 362 SH   DFND 25 362 0 0
ICON PLC SHS G4705A100 1,088 6,315 SH   DFND 21 1,975 0 4,340
ICHOR HOLDINGS SHS G4740B105 2,045 61,460 SH   DFND 17 61,460 0 0
IHS MARKIT LTD SHS G47567105 103 1,364 SH   DFND 4 1,364 0 0
IHS MARKIT LTD SHS G47567105 1,989 26,392 SH   DFND 17 26,392 0 0
IHS MARKIT LTD SHS G47567105 10,640 141,211 SH   DFND 21 43,771 0 97,440
IHS MARKIT LTD CALL G47567905 686 9,100 SH Call DFND 4 9,100 0 0
IHS MARKIT LTD PUT G47567955 2,057 27,300 SH Put DFND 4 27,300 0 0
INGERSOLL-RAND PLC SHS G47791101 11,656 87,695 SH   DFND 17 87,695 0 0
INGERSOLL-RAND PLC SHS G47791101 281 2,115 SH   DFND 20 2,115 0 0
INGERSOLL-RAND PLC SHS G47791101 58,753 442,014 SH   DFND 21 344,499 0 97,515
INGERSOLL-RAND PLC SHS G47791101 116 875 SH   DFND 25 875 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 70 4,688 SH   DFND 17 4,688 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 40 2,673 SH   DFND 20 2,673 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 3,297 220,268 SH   DFND 21 220,268 0 0
INVESCO LTD SHS G491BT108 457 25,402 SH   DFND 17 25,402 0 0
INVESCO LTD SHS G491BT108 13,137 730,662 SH   DFND 21 425,719 0 304,943
JAMES RIV GROUP LTD COM G5005R107 10,266 249,104 SH   DFND 17 195,774 0 53,330
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 395 2,643 SH   DFND 17 2,643 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 11,708 78,428 SH   DFND 21 59,528 0 18,900
JOHNSON CTLS INTL PLC SHS G51502105 94,670 2,325,473 SH   DFND 17 2,325,473 0 0
JOHNSON CTLS INTL PLC SHS G51502105 200 4,909 SH   DFND 20 4,909 0 0
JOHNSON CTLS INTL PLC SHS G51502105 71,307 1,751,581 SH   DFND 21 1,597,226 0 154,355
JOHNSON CTLS INTL PLC SHS G51502105 85 2,083 SH   DFND 25 2,083 0 0
LINDE PLC SHS G5494J103 19,465 91,430 SH   DFND 17 91,430 0 0
LINDE PLC SHS G5494J103 144,917 680,819 SH   DFND 21 309,995 0 370,824
LINDE PLC SHS G5494J103 1,065 5,000 SH   DFND 24 5,000 0 0
LIVANOVA PLC SHS G5509L101 156 2,068 SH   DFND 17 2,068 0 0
LIVANOVA PLC SHS G5509L101 306 4,057 SH   DFND 21 4,057 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 120 34,521 SH   DFND 17 34,521 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 289,146 10,886,523 SH   DFND 17 10,765,633 0 120,890
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 350 13,189 SH   DFND 21 0 0 13,189
MEDTRONIC PLC SHS G5960L103 123,044 1,084,565 SH   DFND 17 1,077,295 0 7,270
MEDTRONIC PLC SHS G5960L103 406 3,580 SH   DFND 20 3,580 0 0
MEDTRONIC PLC SHS G5960L103 158,002 1,392,700 SH   DFND 21 1,059,159 0 333,541
MEDTRONIC PLC SHS G5960L103 201 1,771 SH   DFND 25 1,771 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 1,439 71,903 SH   DFND 17 71,903 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 194 9,700 SH   DFND 24 9,700 0 0
APTIV PLC SHS G6095L109 52,794 555,904 SH   DFND 17 555,904 0 0
APTIV PLC SHS G6095L109 87 921 SH   DFND 21 921 0 0
NABORS INDUSTRIES LTD SHS G6359F103 43 14,953 SH   DFND 17 14,953 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 12,809 567,000 SH   DFND 17 567,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 479 23,582 SH   DFND 17 23,582 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 63 3,120 SH   DFND 21 0 0 3,120
NOBLE CORP PLC SHS USD G65431101 13 10,623 SH   DFND 17 10,623 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 619 27,666 SH   DFND 21 27,666 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 825 14,128 SH   DFND 17 14,128 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 4,465 76,436 SH   DFND 21 43,121 0 33,315
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 55 943 SH   DFND 25 943 0 0
NOVOCURE LTD ORD SHS G6674U108 10,618 125,998 SH   DFND 17 125,998 0 0
NOVOCURE LTD ORD SHS G6674U108 1,728 20,500 SH   DFND 24 20,500 0 0
QUOTIENT LTD SHS G73268107 4,733 497,673 SH   DFND 17 392,278 0 105,395
QUOTIENT LTD SHS G73268107 837 88,039 SH   DFND 24 88,039 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,978 10,089 SH   DFND 17 10,089 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,576 13,139 SH   DFND 21 13,139 0 0
SFL CORPORATION LTD SHS G7738W106 5,214 358,571 SH   DFND 17 358,571 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 8,278 139,133 SH   DFND 17 121,553 0 17,580
SEAGATE TECHNOLOGY PLC SHS G7945M107 7,286 122,462 SH   DFND 21 54,503 0 67,959
PENTAIR PLC SHS G7S00T104 512 11,153 SH   DFND 17 11,153 0 0
PENTAIR PLC SHS G7S00T104 2,097 45,706 SH   DFND 21 45,246 0 460
SAPIENS INTL CORP N V SHS G7T16G103 1,341 58,319 SH   DFND 17 58,319 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 402 7,462 SH   DFND 17 7,462 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 49 906 SH   DFND 21 0 0 906
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 3,017 56,000 SH   DFND 24 56,000 0 0
STERIS PLC SHS USD G8473T100 22,484 147,511 SH   DFND 17 147,511 0 0
STERIS PLC SHS USD G8473T100 256 1,677 SH   DFND 20 1,677 0 0
STERIS PLC SHS USD G8473T100 73,344 481,198 SH   DFND 21 395,760 0 85,438
STERIS PLC SHS USD G8473T100 107 700 SH   DFND 25 700 0 0
STONECO LTD COM CL A G85158106 26,225 657,438 SH   DFND 17 657,438 0 0
STONECO LTD COM CL A G85158106 11,617 291,233 SH   DFND 21 291,233 0 0
TECHNIPFMC PLC COM G87110105 4,696 219,022 SH   DFND 17 219,022 0 0
TECHNIPFMC PLC COM G87110105 7,009 326,900 SH   DFND 21 163,388 0 163,512
TRITON INTL LTD CL A G9078F107 929 23,111 SH   DFND 17 23,111 0 0
TRITON INTL LTD CL A G9078F107 6,076 151,133 SH   DFND 21 48,270 0 102,863
TRITON INTL LTD CL A G9078F107 36 887 SH   DFND 25 887 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 242 55,442 SH   DFND 17 55,442 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,683 118,342 SH   DFND 17 118,342 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 164 147 SH   DFND 17 147 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 611 548 SH   DFND 21 548 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,733 8,582 SH   DFND 17 8,582 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 13,595 67,320 SH   DFND 21 52,759 0 14,561
PERRIGO CO PLC SHS G97822103 443 8,577 SH   DFND 17 8,577 0 0
PERRIGO CO PLC SHS G97822103 162 3,140 SH   DFND 21 0 0 3,140
ALCON INC ORD SHS H01301128 4,842 85,567 SH   DFND 17 59,195 0 26,372
ALCON INC ORD SHS H01301128 25,270 446,542 SH   DFND 21 156,850 0 289,692
ALCON INC ORD SHS H01301128 1,296 22,900 SH   DFND 24 22,900 0 0
ALCON INC ORD SHS H01301128 10 173 SH   DFND 25 173 0 0
CHUBB LIMITED COM H1467J104 4,677 30,045 SH   DFND 17 30,045 0 0
CHUBB LIMITED COM H1467J104 5,241 33,670 SH   DFND 21 33,670 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,627 26,707 SH   DFND 17 26,707 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 432 7,100 SH   DFND 24 7,100 0 0
GARMIN LTD SHS H2906T109 11,702 119,951 SH   DFND 17 119,951 0 0
GARMIN LTD SHS H2906T109 3,274 33,563 SH   DFND 21 26,983 0 6,580
UBS GROUP AG SHS H42097107 3,603 285,461 SH   DFND 17 214,186 0 71,275
UBS GROUP AG SHS H42097107 7,923 627,628 SH   DFND 20 0 0 627,628
UBS GROUP AG SHS H42097107 194,525 15,408,872 SH   DFND 21 9,929,803 0 5,479,069
UBS GROUP AG SHS H42097107 1,015 80,400 SH   DFND 24 80,400 0 0
LOGITECH INTL S A SHS H50430232 30,113 636,276 SH   DFND 21 253,046 0 383,230
TE CONNECTIVITY LTD REG SHS H84989104 16,693 174,178 SH   DFND 17 160,296 0 13,882
TE CONNECTIVITY LTD REG SHS H84989104 261 2,728 SH   DFND 20 2,728 0 0
TE CONNECTIVITY LTD REG SHS H84989104 38,743 404,245 SH   DFND 21 343,420 0 60,825
TE CONNECTIVITY LTD REG SHS H84989104 58 602 SH   DFND 25 602 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,245 326,243 SH   DFND 17 326,243 0 0
TRANSOCEAN LTD REG SHS H8817H100 165 24,000 SH   DFND 24 24,000 0 0
GLOBANT S A COM L44385109 1,063 10,026 SH   DFND 17 10,026 0 0
GLOBANT S A COM L44385109 2,747 25,906 SH   DFND 21 25,906 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 5 1,277 SH   DFND 17 1,277 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 841 5,623 SH   DFND 17 5,623 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 98 654 SH   DFND 21 654 0 0
TRINSEO S A SHS L9340P101 129 3,456 SH   DFND 17 3,456 0 0
TRINSEO S A SHS L9340P101 404 10,846 SH   DFND 21 1,385 0 9,461
AUDIOCODES LTD ORD M15342104 1,021 39,686 SH   DFND 21 39,686 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 7,930 71,469 SH   DFND 17 71,469 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,278 11,522 SH   DFND 21 11,522 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 29,098 249,593 SH   DFND 17 249,593 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 1,524 13,072 SH   DFND 21 11,405 0 1,667
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,773 15,134 SH   DFND 17 15,134 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 7,053 60,189 SH   DFND 21 36,937 0 23,252
MELLANOX TECHNOLOGIES LTD SHS M51363113 41 348 SH   DFND 25 348 0 0
KORNIT DIGITAL LTD SHS M6372Q113 3,960 115,680 SH   DFND 17 115,680 0 0
WIX COM LTD SHS M98068105 32,062 261,991 SH   DFND 17 253,383 0 8,608
AERCAP HOLDINGS NV SHS N00985106 10,070 163,814 SH   DFND 17 163,814 0 0
AERCAP HOLDINGS NV SHS N00985106 236 3,842 SH   DFND 20 3,842 0 0
AERCAP HOLDINGS NV SHS N00985106 32,191 523,694 SH   DFND 21 385,814 0 137,880
AERCAP HOLDINGS NV SHS N00985106 57 930 SH   DFND 25 930 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 70,806 239,258 SH   DFND 17 232,018 0 7,240
ELASTIC N V ORD SHS N14506104 18,062 280,906 SH   DFND 17 240,071 0 40,835
CENTOGENE N V COM N1976T109 1 79 SH   DFND 17 79 0 0
CNH INDL N V SHS N20944109 82,714 7,518,810 SH   DFND 21 5,895,052 0 1,623,758
FERRARI N V COM N3167Y103 17,723 107,062 SH   DFND 21 92,531 0 14,531
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,690 251,206 SH   DFND 17 251,206 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 33,145 2,256,300 SH   DFND 21 1,324,831 0 931,469
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 22,373 236,801 SH   DFND 17 236,801 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 45,999 486,869 SH   DFND 21 416,793 0 70,076
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 850 9,000 SH   DFND 24 9,000 0 0
MYLAN N V SHS EURO N59465109 1,426 70,937 SH   DFND 17 61,202 0 9,735
MYLAN N V SHS EURO N59465109 76 3,795 SH   DFND 21 0 0 3,795
NXP SEMICONDUCTORS N V COM N6596X109 138,917 1,091,600 SH   DFND 17 979,895 0 111,705
NXP SEMICONDUCTORS N V COM N6596X109 27,895 219,195 SH   DFND 21 107,663 0 111,532
PROQR THRAPEUTICS N V SHS EURO N71542109 903 91,070 SH   DFND 17 91,070 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 50 5,000 SH   DFND 24 5,000 0 0
QIAGEN NV SHS NEW N72482123 356 10,534 SH   DFND 17 10,534 0 0
QIAGEN NV SHS NEW N72482123 1,082 32,000 SH   DFND 21 10,000 0 22,000
QIAGEN NV DEBT 0.875% 3/1 N72482AB3 17,883 14,200,000 PRN   DFND 21 14,200,000 0 0
UNIQURE NV SHS N90064101 4,338 60,529 SH   DFND 17 56,719 0 3,810
UNIQURE NV SHS N90064101 380 5,300 SH   DFND 24 5,300 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 163 5,359 SH   DFND 17 5,359 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 4,198 137,726 SH   DFND 21 137,726 0 0
YANDEX N V SHS CLASS A N97284108 23,025 525,945 SH   DFND 17 407,775 0 118,170
YANDEX N V SHS CLASS A N97284108 11,531 263,401 SH   DFND 21 73,295 0 190,106
COPA HOLDINGS SA CL A P31076105 6,230 57,646 SH   DFND 17 57,646 0 0
COPA HOLDINGS SA CL A P31076105 236 2,187 SH   DFND 21 2,187 0 0
INTERCORP FINL SVCS INC SHS P5626F128 439 10,620 SH   DFND 17 10,620 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1,792 78,236 SH   DFND 20 78,236 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 82 614 SH   DFND 4 614 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 113,093 847,078 SH   DFND 17 828,233 0 18,845
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 22,821 170,931 SH   DFND 21 126,925 0 44,006
ROYAL CARIBBEAN CRUISES LTD PUT V7780T953 1,455 10,900 SH Put DFND 4 10,900 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,097 132,475 SH   DFND 17 132,475 0 0
FLEX LTD ORD Y2573F102 15,624 1,238,010 SH   DFND 17 1,047,980 0 190,030
SAFE BULKERS INC COM Y7388L103 42 24,821 SH   DFND 17 24,821 0 0
SAFE BULKERS INC COM Y7388L103 112 65,963 SH   DFND 21 65,963 0 0
SCORPIO TANKERS INC SHS Y7542C130 74 1,874 SH   DFND 17 1,874 0 0
SEASPAN CORP SHS Y75638109 392 27,591 SH   DFND 17 27,591 0 0
SEASPAN CORP SHS Y75638109 134 9,446 SH   DFND 21 9,446 0 0
TEEKAY TANKERS LTD CL A Y8565N300 160 6,672 SH   DFND 17 6,672 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 102 12,667 SH   DFND 17 12,667 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 37 4,600 SH   DFND 24 4,600 0 0