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
3M CO COM 88579Y101 1,855 10,513 SH   DFND 2 10,513 0 0
3M CO COM 88579Y101 10,940 62,009 SH   DFND 1 62,009 0 0
AARONS INC COM PAR $0.50 002535300 2,183 38,226 SH   DFND 1 38,226 0 0
AARONS INC COM PAR $0.50 002535300 5,366 93,960 SH   DFND 4 93,960 0 0
ABBOTT LABS COM 002824100 13,780 158,641 SH   DFND 1 158,641 0 0
ABBOTT LABS COM 002824100 2,979 34,294 SH   DFND 2 34,294 0 0
ABBOTT LABS COM 002824100 26 300 SH   DFND 4 300 0 0
ABBVIE INC COM 00287Y109 13,994 158,051 SH   DFND 1 158,051 0 0
ABBVIE INC COM 00287Y109 2,551 28,814 SH   DFND 2 28,814 0 0
ABBVIE INC COM 00287Y109 250,848 2,833,160 SH   DFND 4 2,833,160 0 0
ABIOMED INC COM 003654100 12,717 74,545 SH   DFND 1 74,545 0 0
ABM INDS INC COM 000957100 11,411 302,595 SH   DFND 1 302,595 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 3,475 51,249 SH   DFND 3 51,249 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,296 30,300 SH   DFND 4 30,300 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,439 57,017 SH   DFND 1 57,017 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 224 13,257 SH   DFND 1 13,257 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 14,480 68,768 SH   DFND 1 68,768 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,487 11,810 SH   DFND 2 11,810 0 0
ACCO BRANDS CORP COM 00081T108 426 45,480 SH   DFND 1 45,480 0 0
ACI WORLDWIDE INC COM 004498101 3,671 96,900 SH   DFND 1 96,900 0 0
ACI WORLDWIDE INC COM 004498101 110 2,900 SH   DFND 4 2,900 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 2,449 1,295,966 SH   DFND 3 1,295,966 0 0
ACTIVISION BLIZZARD INC COM 00507V109 14,477 243,631 SH   DFND 3 243,631 0 0
ACTIVISION BLIZZARD INC COM 00507V109 807 13,573 SH   DFND 2 13,573 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1 13 SH   DFND 1 13 0 0
ACTUANT CORP CL A NEW 00508X203 331 12,700 SH   DFND 4 12,700 0 0
ACTUANT CORP CL A NEW 00508X203 37 1,412 SH   DFND 1 1,412 0 0
ACUITY BRANDS INC COM 00508Y102 14,501 105,077 SH   DFND 1 105,077 0 0
ACUITY BRANDS INC COM 00508Y102 3,008 21,800 SH   DFND 4 21,800 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 1,302 1,084,803 SH   DFND 3 1,084,803 0 0
ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 12,889 430,809 SH   DFND 1 430,809 0 0
ADIENT PLC ORD SHS G0084W101 77 3,617 SH   DFND 1 3,617 0 0
ADIENT PLC ORD SHS G0084W101 361 17,000 SH   DFND 4 17,000 0 0
ADOBE INC COM 00724F101 52,117 158,020 SH   DFND 3 158,020 0 0
ADOBE INC COM 00724F101 68,306 207,108 SH   DFND 4 207,108 0 0
ADOBE INC COM 00724F101 2,724 8,258 SH   DFND 2 8,258 0 0
ADOBE INC COM 00724F101 12,578 38,135 SH   DFND 1 38,135 0 0
ADT INC COM 00090Q103 9,873 1,244,959 SH   DFND 1 1,244,959 0 0
ADTALEM GLOBAL ED INC COM 00737L103 11,198 320,219 SH   DFND 1 320,219 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,533 22,059 SH   DFND 1 22,059 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 294 1,834 SH   DFND 2 1,834 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,826 11,400 SH   DFND 4 11,400 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 2,327 59,915 SH   DFND 1 59,915 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 6,340 163,240 SH   DFND 4 163,240 0 0
ADVANCED ENERGY INDS COM 007973100 4,610 64,749 SH   DFND 1 64,749 0 0
ADVANCED ENERGY INDS COM 007973100 2,235 31,396 SH   DFND 4 31,396 0 0
ADVANCED MICRO DEVICES INC COM 007903107 688 15,010 SH   DFND 2 15,010 0 0
ADVANCED MICRO DEVICES INC COM 007903107 848 18,474 SH   DFND 1 18,474 0 0
AECOM COM 00766T100 177 4,100 SH   DFND 4 4,100 0 0
AECOM COM 00766T100 3,487 80,844 SH   DFND 1 80,844 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 315 41,193 SH   DFND 4 41,193 0 0
AERCAP HOLDINGS NV SHS N00985106 1,177 19,148 SH   DFND 1 19,148 0 0
AERCAP HOLDINGS NV SHS N00985106 60,231 979,842 SH   DFND 4 979,842 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,716 37,578 SH   DFND 1 37,578 0 0
AES CORP COM 00130H105 15,227 765,158 SH   DFND 1 765,158 0 0
AES CORP COM 00130H105 260 13,063 SH   DFND 2 13,063 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 7,457 87,995 SH   DFND 1 87,995 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 86 1,012 SH   DFND 2 1,012 0 0
AFLAC INC COM 001055102 632 11,948 SH   DFND 2 11,948 0 0
AFLAC INC COM 001055102 1,550 29,300 SH   DFND 4 29,300 0 0
AFLAC INC COM 001055102 10,035 189,686 SH   DFND 1 189,686 0 0
AGCO CORP COM 001084102 548 7,100 SH   DFND 4 7,100 0 0
AGCO CORP COM 001084102 7,459 96,552 SH   DFND 1 96,552 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 21,874 256,406 SH   DFND 1 256,406 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 289 3,388 SH   DFND 2 3,388 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 337 7,065 SH   DFND 4 7,065 0 0
AGNICO EAGLE MINES LTD COM 008474108 1 12 SH   DFND 1 12 0 0
AGNICO EAGLE MINES LTD COM 008474108 16,804 272,753 SH   DFND 4 272,753 0 0
AIR LEASE CORP CL A 00912X302 1,178 24,780 SH   DFND 1 24,780 0 0
AIR PRODS & CHEMS INC COM 009158106 6,874 29,252 SH   DFND 1 29,252 0 0
AIR PRODS & CHEMS INC COM 009158106 1,007 4,287 SH   DFND 2 4,287 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 11,988 138,781 SH   DFND 1 138,781 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 803 9,300 SH   DFND 4 9,300 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 287 3,320 SH   DFND 2 3,320 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 12,624 11,400,000 PRN   DFND 3 11,400,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 2,150 340,175 SH   DFND 4 340,175 0 0
ALARM COM HLDGS INC COM 011642105 2,446 56,916 SH   DFND 1 56,916 0 0
ALASKA AIR GROUP INC COM 011659109 1,463 21,601 SH   DFND 1 21,601 0 0
ALASKA AIR GROUP INC COM 011659109 47 700 SH   DFND 4 700 0 0
ALBANY INTL CORP CL A 012348108 7,771 102,369 SH   DFND 1 102,369 0 0
ALBANY INTL CORP CL A 012348108 1,731 22,800 SH   DFND 4 22,800 0 0
ALBEMARLE CORP COM 012653101 217 2,968 SH   DFND 1 2,968 0 0
ALBEMARLE CORP COM 012653101 626 8,569 SH   DFND 3 8,569 0 0
ALBIREO PHARMA INC COM 01345P106 2,394 94,187 SH   DFND 3 94,187 0 0
ALCOA CORP COM 013872106 7,618 354,173 SH   DFND 3 354,173 0 0
ALCOA CORP COM 013872106 11,884 552,504 SH   DFND 4 552,504 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 12,353 589,345 SH   DFND 4 589,345 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,012 55,596 SH   DFND 1 55,596 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 455 4,203 SH   DFND 2 4,203 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 84,060 777,254 SH   DFND 4 777,254 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 3,040 214,600 SH   DFND 4 214,600 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 837 3,947 SH   DFND 3 3,947 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 331,536 1,563,113 SH   DFND 4 1,563,113 0 0
ALIGN TECHNOLOGY INC COM 016255101 9,694 34,740 SH   DFND 4 34,740 0 0
ALIGN TECHNOLOGY INC COM 016255101 11,130 39,887 SH   DFND 1 39,887 0 0
ALIGN TECHNOLOGY INC COM 016255101 393 1,407 SH   DFND 2 1,407 0 0
ALKERMES PLC SHS G01767105 3,214 157,567 SH   DFND 4 157,567 0 0
ALKERMES PLC SHS G01767105 57 2,806 SH   DFND 2 2,806 0 0
ALKERMES PLC SHS G01767105 2,025 99,272 SH   DFND 1 99,272 0 0
ALLAKOS INC COM 01671P100 241 2,525 SH   DFND 1 2,525 0 0
ALLEGHANY CORP DEL COM 017175100 5,695 7,123 SH   DFND 1 7,123 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,578 76,389 SH   DFND 1 76,389 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 48 2,300 SH   DFND 4 2,300 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 5,994 48,132 SH   DFND 1 48,132 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 203 1,627 SH   DFND 2 1,627 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 62 500 SH   DFND 4 500 0 0
ALLERGAN PLC SHS G0177J108 1,076 5,628 SH   DFND 2 5,628 0 0
ALLERGAN PLC SHS G0177J108 64,766 338,790 SH   DFND 3 338,790 0 0
ALLETE INC COM NEW 018522300 12,853 158,341 SH   DFND 1 158,341 0 0
ALLETE INC COM NEW 018522300 8,855 109,093 SH   DFND 4 109,093 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,442 48,500 SH   DFND 4 48,500 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 9,339 83,236 SH   DFND 1 83,236 0 0
ALLIANT ENERGY CORP COM 018802108 832 15,206 SH   DFND 1 15,206 0 0
ALLIANT ENERGY CORP COM 018802108 271 4,958 SH   DFND 2 4,958 0 0
ALLIANT ENERGY CORP COM 018802108 33 600 SH   DFND 4 600 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 2,537 52,303 SH   DFND 4 52,303 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 11,849 245,229 SH   DFND 1 245,229 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 84,450 1,747,718 SH   DFND 4 1,747,718 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 1,319 50,767 SH   DFND 1 50,767 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 2,226 226,840 SH   DFND 4 226,840 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 6,444 656,466 SH   DFND 1 656,466 0 0
ALLSTATE CORP COM 020002101 191,518 1,703,138 SH   DFND 4 1,703,138 0 0
ALLSTATE CORP COM 020002101 1,345 11,957 SH   DFND 2 11,957 0 0
ALLSTATE CORP COM 020002101 13,641 121,309 SH   DFND 1 121,309 0 0
ALLY FINL INC COM 02005N100 230 7,517 SH   DFND 2 7,517 0 0
ALLY FINL INC COM 02005N100 161,756 5,293,050 SH   DFND 4 5,293,050 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 241 2,096 SH   DFND 2 2,096 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 129 1,119 SH   DFND 4 1,119 0 0
ALPHABET INC CAP STK CL A 02079K305 10,368 7,741 SH   DFND 3 7,741 0 0
ALPHABET INC CAP STK CL A 02079K305 161,344 120,461 SH   DFND 4 120,461 0 0
ALPHABET INC CAP STK CL A 02079K305 2,292 1,711 SH   DFND 2 1,711 0 0
ALPHABET INC CAP STK CL A 02079K305 6,626 4,947 SH   DFND 1 4,947 0 0
ALPHABET INC CAP STK CL C 02079K107 166,089 124,223 SH   DFND 4 124,223 0 0
ALPHABET INC CAP STK CL C 02079K107 11,815 8,837 SH   DFND 2 8,837 0 0
ALTICE USA INC CL A 02156K103 11,677 427,100 SH   DFND 4 427,100 0 0
ALTICE USA INC CL A 02156K103 8,048 293,993 SH   DFND 1 293,993 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 4,789 247,744 SH   DFND 3 247,744 0 0
ALTRIA GROUP INC COM 02209S103 123 2,463 SH   DFND 1 2,463 0 0
ALTRIA GROUP INC COM 02209S103 1,590 31,862 SH   DFND 2 31,862 0 0
ALTRIA GROUP INC COM 02209S103 1,128 22,600 SH   DFND 4 22,600 0 0
AMAZON COM INC COM 023135106 2,386 1,291 SH   DFND 1 1,291 0 0
AMAZON COM INC COM 023135106 13,336 7,217 SH   DFND 2 7,217 0 0
AMAZON COM INC COM 023135106 29,153 15,777 SH   DFND 3 15,777 0 0
AMAZON COM INC COM 023135106 40,342 21,832 SH   DFND 4 21,832 0 0
AMBARELLA INC SHS G037AX101 3,538 58,427 SH   DFND 1 58,427 0 0
AMBARELLA INC SHS G037AX101 18 300 SH   DFND 4 300 0 0
AMBEV SA SPONSORED ADR 02319V103 3,732 800,906 SH   DFND 4 800,906 0 0
AMC NETWORKS INC CL A 00164V103 11,653 295,015 SH   DFND 1 295,015 0 0
AMC NETWORKS INC CL A 00164V103 7,193 182,100 SH   DFND 4 182,100 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 31 100,000 SH   DFND 3 100,000 0 0
AMDOCS LTD SHS G02602103 16,570 229,532 SH   DFND 1 229,532 0 0
AMDOCS LTD SHS G02602103 101 1,400 SH   DFND 4 1,400 0 0
AMEDISYS INC COM 023436108 3,589 21,501 SH   DFND 1 21,501 0 0
AMEDISYS INC COM 023436108 37,227 223,026 SH   DFND 4 223,026 0 0
AMERCO COM 023586100 480 1,276 SH   DFND 1 1,276 0 0
AMEREN CORP COM 023608102 320 4,165 SH   DFND 2 4,165 0 0
AMEREN CORP COM 023608102 12,814 166,848 SH   DFND 4 166,848 0 0
AMEREN CORP COM 023608102 175 2,275 SH   DFND 1 2,275 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 12,634 789,620 SH   DFND 4 789,620 0 0
AMERICAN ASSETS TR INC COM 024013104 1,707 37,200 SH   DFND 4 37,200 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 405 37,644 SH   DFND 4 37,644 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 7,036 478,623 SH   DFND 1 478,623 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 100 6,796 SH   DFND 4 6,796 0 0
AMERICAN ELEC PWR CO INC COM 025537101 3,300 34,914 SH   DFND 1 34,914 0 0
AMERICAN ELEC PWR CO INC COM 025537101 796 8,420 SH   DFND 2 8,420 0 0
AMERICAN ELEC PWR CO INC COM 025537101 9,971 105,500 SH   DFND 4 105,500 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,083 203,223 SH   DFND 1 203,223 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,108 103,847 SH   DFND 4 103,847 0 0
AMERICAN EXPRESS CO COM 025816109 6,773 54,402 SH   DFND 1 54,402 0 0
AMERICAN EXPRESS CO COM 025816109 1,661 13,346 SH   DFND 2 13,346 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 274 2,500 SH   DFND 4 2,500 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 18,706 170,597 SH   DFND 1 170,597 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 29,198 1,114,000 SH   DFND 4 1,114,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,230 23,956 SH   DFND 2 23,956 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 9,470 184,500 SH   DFND 4 184,500 0 0
AMERICAN NATL INS CO COM 028591105 669 5,688 SH   DFND 4 5,688 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,538 92,656 SH   DFND 4 92,656 0 0
AMERICAN STS WTR CO COM 029899101 2,268 26,177 SH   DFND 1 26,177 0 0
AMERICAN STS WTR CO COM 029899101 606 7,000 SH   DFND 4 7,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,721 7,487 SH   DFND 2 7,487 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 281 2,685 SH   DFND 1 2,685 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 11,794 96,000 SH   DFND 4 96,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 8,999 73,255 SH   DFND 1 73,255 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 376 3,061 SH   DFND 2 3,061 0 0
AMERICOLD RLTY TR COM 03064D108 2,135 60,900 SH   DFND 4 60,900 0 0
AMERIPRISE FINL INC COM 03076C106 12,386 74,358 SH   DFND 1 74,358 0 0
AMERIPRISE FINL INC COM 03076C106 461 2,770 SH   DFND 2 2,770 0 0
AMERIPRISE FINL INC COM 03076C106 256,697 1,540,982 SH   DFND 4 1,540,982 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8,868 104,300 SH   DFND 4 104,300 0 0
AMERISOURCEBERGEN CORP COM 03073E105 19,355 227,653 SH   DFND 1 227,653 0 0
AMERISOURCEBERGEN CORP COM 03073E105 227 2,669 SH   DFND 2 2,669 0 0
AMERISOURCEBERGEN CORP COM 03073E105 284 3,342 SH   DFND 3 3,342 0 0
AMETEK INC NEW COM 031100100 70 700 SH   DFND 4 700 0 0
AMETEK INC NEW COM 031100100 439 4,397 SH   DFND 2 4,397 0 0
AMETEK INC NEW COM 031100100 3,685 36,952 SH   DFND 1 36,952 0 0
AMGEN INC COM 031162100 10,506 43,581 SH   DFND 1 43,581 0 0
AMGEN INC COM 031162100 2,497 10,357 SH   DFND 2 10,357 0 0
AMGEN INC COM 031162100 156,875 650,746 SH   DFND 4 650,746 0 0
AMICUS THERAPEUTICS INC COM 03152W109 2,826 290,098 SH   DFND 4 290,098 0 0
AMKOR TECHNOLOGY INC COM 031652100 8,889 683,796 SH   DFND 1 683,796 0 0
AMKOR TECHNOLOGY INC COM 031652100 412 31,700 SH   DFND 4 31,700 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 12,828 205,872 SH   DFND 1 205,872 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,695 27,200 SH   DFND 4 27,200 0 0
AMPHENOL CORP NEW CL A 032095101 519 4,796 SH   DFND 2 4,796 0 0
AMPHENOL CORP NEW CL A 032095101 10,141 93,696 SH   DFND 4 93,696 0 0
AMPHENOL CORP NEW CL A 032095101 4,289 39,628 SH   DFND 1 39,628 0 0
ANALOG DEVICES INC COM 032654105 741 6,237 SH   DFND 2 6,237 0 0
ANALOG DEVICES INC COM 032654105 12 100 SH   DFND 4 100 0 0
ANALOG DEVICES INC COM 032654105 15,624 131,466 SH   DFND 1 131,466 0 0
ANAPLAN INC COM 03272L108 1,473 28,108 SH   DFND 1 28,108 0 0
ANAPTYSBIO INC COM 032724106 2,426 149,283 SH   DFND 4 149,283 0 0
ANGIODYNAMICS INC COM 03475V101 195 12,189 SH   DFND 1 12,189 0 0
ANGIODYNAMICS INC COM 03475V101 354 22,089 SH   DFND 4 22,089 0 0
ANI PHARMACEUTICALS INC COM 00182C103 6,975 113,094 SH   DFND 4 113,094 0 0
ANIXTER INTL INC COM 035290105 8,499 92,284 SH   DFND 3 92,284 0 0
ANSYS INC COM 03662Q105 6,106 23,719 SH   DFND 1 23,719 0 0
ANTHEM INC COM 036752103 18,993 62,886 SH   DFND 1 62,886 0 0
ANTHEM INC COM 036752103 67,636 223,937 SH   DFND 4 223,937 0 0
ANTHEM INC COM 036752103 1,431 4,737 SH   DFND 2 4,737 0 0
AON PLC SHS CL A G0408V102 4,216 20,239 SH   DFND 1 20,239 0 0
AON PLC SHS CL A G0408V102 931 4,468 SH   DFND 2 4,468 0 0
AON PLC SHS CL A G0408V102 85,940 412,600 SH   DFND 4 412,600 0 0
APACHE CORP COM 037411105 163 6,372 SH   DFND 2 6,372 0 0
APACHE CORP COM 037411105 160 6,251 SH   DFND 3 6,251 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 8,688 168,200 SH   DFND 4 168,200 0 0
APERGY CORP COM 03755L104 455 13,480 SH   DFND 4 13,480 0 0
APPFOLIO INC COM CL A 03783C100 257 2,333 SH   DFND 1 2,333 0 0
APPLE INC COM 037833100 23,448 79,849 SH   DFND 2 79,849 0 0
APPLE INC COM 037833100 5,570 19,041 SH   DFND 3 19,041 0 0
APPLE INC COM 037833100 11,116 37,856 SH   DFND 1 37,856 0 0
APPLE INC COM 037833100 196,686 669,797 SH   DFND 4 669,797 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 12,306 184,524 SH   DFND 1 184,524 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,700 25,489 SH   DFND 4 25,489 0 0
APPLIED MATLS INC COM 038222105 17,526 287,136 SH   DFND 1 287,136 0 0
APPLIED MATLS INC COM 038222105 1,018 16,676 SH   DFND 2 16,676 0 0
APPLIED MATLS INC COM 038222105 12,774 209,274 SH   DFND 3 209,274 0 0
APPLIED MATLS INC COM 038222105 145,995 2,391,800 SH   DFND 4 2,391,800 0 0
APTARGROUP INC COM 038336103 6,395 55,317 SH   DFND 1 55,317 0 0
APTARGROUP INC COM 038336103 46 400 SH   DFND 4 400 0 0
APTIV PLC SHS G6095L109 420 4,418 SH   DFND 2 4,418 0 0
APTIV PLC SHS G6095L109 4,359 45,905 SH   DFND 1 45,905 0 0
APTOSE BIOSCIENCES INC COM NEW 03835T200 1,246 219,728 SH   DFND 3 219,728 0 0
ARAMARK COM 03852U106 14,556 335,380 SH   DFND 1 335,380 0 0
ARAMARK COM 03852U106 117 2,700 SH   DFND 4 2,700 0 0
ARCBEST CORP COM 03937C105 63 2,286 SH   DFND 1 2,286 0 0
ARCBEST CORP COM 03937C105 2,219 80,416 SH   DFND 4 80,416 0 0
ARCH CAP GROUP LTD ORD G0450A105 6,139 143,136 SH   DFND 1 143,136 0 0
ARCH CAP GROUP LTD ORD G0450A105 13,891 323,890 SH   DFND 3 323,890 0 0
ARCH CAP GROUP LTD ORD G0450A105 9,065 211,351 SH   DFND 4 211,351 0 0
ARCH COAL INC CL A 039380407 3,111 43,366 SH   DFND 4 43,366 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 402 8,672 SH   DFND 2 8,672 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,781 60,000 SH   DFND 4 60,000 0 0
ARCONIC INC COM 03965L100 524 17,027 SH   DFND 1 17,027 0 0
ARDMORE SHIPPING CORP COM Y0207T100 3,209 354,555 SH   DFND 4 354,555 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 16,066 353,710 SH   DFND 4 353,710 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 9,875 217,431 SH   DFND 1 217,431 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 2,910 81,531 SH   DFND 1 81,531 0 0
ARISTA NETWORKS INC COM 040413106 6,534 32,121 SH   DFND 1 32,121 0 0
ARISTA NETWORKS INC COM 040413106 207 1,018 SH   DFND 2 1,018 0 0
ARISTA NETWORKS INC COM 040413106 41 200 SH   DFND 4 200 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 5,627 59,880 SH   DFND 1 59,880 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 7,546 80,300 SH   DFND 4 80,300 0 0
ARQULE INC COM 04269E107 22,135 1,108,960 SH   DFND 3 1,108,960 0 0
ARROW ELECTRS INC COM 042735100 8,378 98,873 SH   DFND 1 98,873 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 10,145 159,949 SH   DFND 1 159,949 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3,026 47,700 SH   DFND 4 47,700 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 14,941 462,294 SH   DFND 1 462,294 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 3,151 97,500 SH   DFND 4 97,500 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 7,195 64,359 SH   DFND 1 64,359 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 17,629 157,700 SH   DFND 4 157,700 0 0
ASGN INC COM 00191U102 13,404 188,874 SH   DFND 1 188,874 0 0
ASGN INC COM 00191U102 92 1,300 SH   DFND 4 1,300 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 8,824 115,298 SH   DFND 1 115,298 0 0
ASPEN TECHNOLOGY INC COM 045327103 11,282 93,296 SH   DFND 1 93,296 0 0
ASPEN TECHNOLOGY INC COM 045327103 28,406 234,900 SH   DFND 4 234,900 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 917 44,826 SH   DFND 4 44,826 0 0
ASSOCIATED BANC CORP COM 045487105 3,783 171,638 SH   DFND 1 171,638 0 0
ASSOCIATED BANC CORP COM 045487105 907 41,157 SH   DFND 4 41,157 0 0
ASSURANT INC COM 04621X108 5,757 43,925 SH   DFND 1 43,925 0 0
ASSURED GUARANTY LTD COM G0585R106 7,821 159,535 SH   DFND 1 159,535 0 0
ASSURED GUARANTY LTD COM G0585R106 70,443 1,437,030 SH   DFND 4 1,437,030 0 0
ASTEC INDS INC COM 046224101 259 6,176 SH   DFND 1 6,176 0 0
ASTRONICS CORP COM 046433108 233 8,342 SH   DFND 1 8,342 0 0
AT&T INC COM 00206R102 15,660 400,709 SH   DFND 1 400,709 0 0
AT&T INC COM 00206R102 4,883 124,947 SH   DFND 2 124,947 0 0
AT&T INC COM 00206R102 10,255 262,399 SH   DFND 4 262,399 0 0
ATHENE HLDG LTD CL A G0684D107 0 4 SH   DFND 1 4 0 0
ATHENE HLDG LTD CL A G0684D107 94,972 2,019,389 SH   DFND 4 2,019,389 0 0
ATKORE INTL GROUP INC COM 047649108 246 6,068 SH   DFND 1 6,068 0 0
ATKORE INTL GROUP INC COM 047649108 25,331 626,069 SH   DFND 4 626,069 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,276 547,460 SH   DFND 4 547,460 0 0
ATLANTICA YIELD PLC SHS G0751N103 23,695 897,892 SH   DFND 4 897,892 0 0
ATLASSIAN CORP PLC CL A G06242104 2,541 21,120 SH   DFND 1 21,120 0 0
ATLASSIAN CORP PLC CL A G06242104 36 300 SH   DFND 4 300 0 0
ATMOS ENERGY CORP COM 049560105 5,420 48,451 SH   DFND 1 48,451 0 0
ATMOS ENERGY CORP COM 049560105 264 2,358 SH   DFND 2 2,358 0 0
ATMOS ENERGY CORP COM 049560105 78 700 SH   DFND 4 700 0 0
ATRICURE INC COM 04963C209 6,611 203,370 SH   DFND 3 203,370 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 10,130 169,281 SH   DFND 3 169,281 0 0
AUTODESK INC COM 052769106 725 3,952 SH   DFND 2 3,952 0 0
AUTODESK INC COM 052769106 7,669 41,800 SH   DFND 4 41,800 0 0
AUTODESK INC COM 052769106 7,492 40,833 SH   DFND 1 40,833 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 545 6,809 SH   DFND 3 6,809 0 0
AUTOLIV INC COM 052800109 1,416 16,781 SH   DFND 1 16,781 0 0
AUTOLIV INC COM 052800109 6,418 76,038 SH   DFND 3 76,038 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 10,739 62,986 SH   DFND 1 62,986 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,592 9,338 SH   DFND 2 9,338 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 102 600 SH   DFND 4 600 0 0
AUTONATION INC COM 05329W102 5,207 107,071 SH   DFND 1 107,071 0 0
AUTONATION INC COM 05329W102 243 5,000 SH   DFND 4 5,000 0 0
AUTOZONE INC COM 053332102 132,736 111,420 SH   DFND 4 111,420 0 0
AUTOZONE INC COM 053332102 11,805 9,910 SH   DFND 1 9,910 0 0
AUTOZONE INC COM 053332102 1,774 1,489 SH   DFND 2 1,489 0 0
AVALONBAY CMNTYS INC COM 053484101 492 2,346 SH   DFND 2 2,346 0 0
AVANGRID INC COM 05351W103 3,087 60,338 SH   DFND 1 60,338 0 0
AVANGRID INC COM 05351W103 15,631 305,528 SH   DFND 4 305,528 0 0
AVANTOR INC COM 05352A100 3,870 213,232 SH   DFND 1 213,232 0 0
AVANTOR INC COM 05352A100 131 7,200 SH   DFND 4 7,200 0 0
AVAYA HLDGS CORP COM 05351X101 266 19,679 SH   DFND 1 19,679 0 0
AVAYA HLDGS CORP COM 05351X101 293 21,700 SH   DFND 4 21,700 0 0
AVERY DENNISON CORP COM 053611109 13,538 103,484 SH   DFND 1 103,484 0 0
AVERY DENNISON CORP COM 053611109 92 700 SH   DFND 4 700 0 0
AVISTA CORP COM 05379B107 5,079 105,609 SH   DFND 1 105,609 0 0
AVISTA CORP COM 05379B107 3,179 66,100 SH   DFND 4 66,100 0 0
AVNET INC COM 053807103 11,524 271,547 SH   DFND 1 271,547 0 0
AXA EQUITABLE HLDGS INC COM 054561105 13,614 549,357 SH   DFND 1 549,357 0 0
AXA EQUITABLE HLDGS INC COM 054561105 28,624 1,155,117 SH   DFND 4 1,155,117 0 0
AXALTA COATING SYS LTD COM G0750C108 1,740 57,268 SH   DFND 1 57,268 0 0
AXALTA COATING SYS LTD COM G0750C108 373 12,262 SH   DFND 2 12,262 0 0
AXALTA COATING SYS LTD COM G0750C108 16,118 530,200 SH   DFND 4 530,200 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 7,348 123,620 SH   DFND 1 123,620 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 21,880 368,096 SH   DFND 4 368,096 0 0
AXOS FINL INC COM 05465C100 8,425 278,218 SH   DFND 1 278,218 0 0
AZZ INC COM 002474104 305 6,629 SH   DFND 1 6,629 0 0
AZZ INC COM 002474104 2,803 61,000 SH   DFND 4 61,000 0 0
B & G FOODS INC NEW COM 05508R106 426 23,754 SH   DFND 1 23,754 0 0
B2GOLD CORP COM 11777Q209 46,305 11,525,225 SH   DFND 4 11,525,225 0 0
BADGER METER INC COM 056525108 276 4,252 SH   DFND 1 4,252 0 0
BAIDU INC SPON ADR REP A 056752108 50,043 395,906 SH   DFND 4 395,906 0 0
BAIDU INC SPON ADR REP A 056752108 359 2,843 SH   DFND 3 2,843 0 0
BAKER HUGHES COMPANY CL A 05722G100 3,611 140,887 SH   DFND 1 140,887 0 0
BAKER HUGHES COMPANY CL A 05722G100 244 9,517 SH   DFND 2 9,517 0 0
BAKER HUGHES COMPANY CL A 05722G100 36 1,400 SH   DFND 4 1,400 0 0
BALL CORP COM 058498106 2,990 46,229 SH   DFND 1 46,229 0 0
BALL CORP COM 058498106 348 5,386 SH   DFND 2 5,386 0 0
BALL CORP COM 058498106 9,992 154,500 SH   DFND 4 154,500 0 0
BANC OF CALIFORNIA INC COM 05990K106 177 10,303 SH   DFND 1 10,303 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,178 131,633 SH   DFND 4 131,633 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 3,343 275,577 SH   DFND 4 275,577 0 0
BANCORP INC DEL COM 05969A105 262 20,200 SH   DFND 4 20,200 0 0
BANDWIDTH INC COM CL A 05988J103 1,854 28,946 SH   DFND 4 28,946 0 0
BANK AMER CORP COM 060505104 3,872 109,931 SH   DFND 1 109,931 0 0
BANK AMER CORP COM 060505104 5,368 152,426 SH   DFND 2 152,426 0 0
BANK AMER CORP COM 060505104 616 17,500 SH   DFND 4 17,500 0 0
BANK HAWAII CORP COM 062540109 2,133 22,407 SH   DFND 1 22,407 0 0
BANK MONTREAL QUE COM 063671101 3,909 50,442 SH   DFND 1 50,442 0 0
BANK MONTREAL QUE COM 063671101 961 12,399 SH   DFND 3 12,399 0 0
BANK MONTREAL QUE COM 063671101 30,745 396,150 SH   DFND 4 396,150 0 0
BANK N S HALIFAX COM 064149107 24,080 425,700 SH   DFND 4 425,700 0 0
BANK N S HALIFAX COM 064149107 2,516 44,539 SH   DFND 1 44,539 0 0
BANK N S HALIFAX COM 064149107 393 6,943 SH   DFND 3 6,943 0 0
BANK NEW YORK MELLON CORP COM 064058100 19,921 395,800 SH   DFND 4 395,800 0 0
BANK NEW YORK MELLON CORP COM 064058100 763 15,153 SH   DFND 2 15,153 0 0
BANK NEW YORK MELLON CORP COM 064058100 14,616 290,395 SH   DFND 1 290,395 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1,974 53,308 SH   DFND 1 53,308 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 2,068 55,849 SH   DFND 4 55,849 0 0
BANK OZK COM 06417N103 4,199 137,668 SH   DFND 1 137,668 0 0
BANKUNITED INC COM 06652K103 2,749 75,176 SH   DFND 1 75,176 0 0
BANKUNITED INC COM 06652K103 6,710 183,547 SH   DFND 4 183,547 0 0
BANNER CORP COM NEW 06652V208 5,116 90,412 SH   DFND 1 90,412 0 0
BARNES & NOBLE ED INC COM 06777U101 67 15,800 SH   DFND 4 15,800 0 0
BARNES GROUP INC COM 067806109 1,179 19,034 SH   DFND 4 19,034 0 0
BARNES GROUP INC COM 067806109 1,335 21,542 SH   DFND 1 21,542 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 560 6,189 SH   DFND 1 6,189 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 6,625 73,239 SH   DFND 4 73,239 0 0
BARRICK GOLD CORPORATION COM 067901108 2,695 144,996 SH   DFND 1 144,996 0 0
BARRICK GOLD CORPORATION COM 067901108 68,871 3,704,713 SH   DFND 4 3,704,713 0 0
BAUSCH HEALTH COS INC COM 071734107 1 21 SH   DFND 1 21 0 0
BAUSCH HEALTH COS INC COM 071734107 1,116 37,310 SH   DFND 4 37,310 0 0
BAXTER INTL INC COM 071813109 10,566 126,362 SH   DFND 1 126,362 0 0
BAXTER INTL INC COM 071813109 748 8,943 SH   DFND 2 8,943 0 0
BAXTER INTL INC COM 071813109 15,930 190,499 SH   DFND 3 190,499 0 0
BAXTER INTL INC COM 071813109 4,674 55,900 SH   DFND 4 55,900 0 0
BBX CAP CORP NEW CL A 05491N104 1,227 257,249 SH   DFND 4 257,249 0 0
BCE INC COM NEW 05534B760 10,343 223,157 SH   DFND 1 223,157 0 0
BCE INC COM NEW 05534B760 28,098 605,650 SH   DFND 4 605,650 0 0
BEACON ROOFING SUPPLY INC COM 073685109 12,475 390,103 SH   DFND 1 390,103 0 0
BECTON DICKINSON & CO COM 075887109 20,383 74,947 SH   DFND 1 74,947 0 0
BECTON DICKINSON & CO COM 075887109 1,304 4,793 SH   DFND 2 4,793 0 0
BED BATH & BEYOND INC COM 075896100 2,378 137,429 SH   DFND 1 137,429 0 0
BELDEN INC COM 077454106 2,764 50,255 SH   DFND 1 50,255 0 0
BENCHMARK ELECTRS INC COM 08160H101 217 6,303 SH   DFND 1 6,303 0 0
BENCHMARK ELECTRS INC COM 08160H101 62 1,800 SH   DFND 4 1,800 0 0
BERKLEY W R CORP COM 084423102 11,939 172,788 SH   DFND 1 172,788 0 0
BERKLEY W R CORP COM 084423102 185 2,671 SH   DFND 2 2,671 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,305 23,423 SH   DFND 2 23,423 0 0
BERRY GLOBAL GROUP INC COM 08579W103 3,077 64,801 SH   DFND 1 64,801 0 0
BERRY GLOBAL GROUP INC COM 08579W103 57,648 1,213,900 SH   DFND 4 1,213,900 0 0
BEST BUY INC COM 086516101 462 5,259 SH   DFND 2 5,259 0 0
BEST BUY INC COM 086516101 22,789 259,555 SH   DFND 4 259,555 0 0
BEST BUY INC COM 086516101 5,942 67,675 SH   DFND 1 67,675 0 0
BGC PARTNERS INC CL A 05541T101 5,555 935,077 SH   DFND 1 935,077 0 0
BGC PARTNERS INC CL A 05541T101 110 18,500 SH   DFND 4 18,500 0 0
BIG LOTS INC COM 089302103 988 34,407 SH   DFND 4 34,407 0 0
BIO RAD LABS INC CL A 090572207 21,236 57,390 SH   DFND 1 57,390 0 0
BIO TECHNE CORP COM 09073M104 8,610 39,224 SH   DFND 1 39,224 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 84 24,300 SH   DFND 4 24,300 0 0
BIOGEN INC COM 09062X103 209,562 706,237 SH   DFND 4 706,237 0 0
BIOGEN INC COM 09062X103 943 3,179 SH   DFND 2 3,179 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 248 2,933 SH   DFND 2 2,933 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,328 39,367 SH   DFND 1 39,367 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 7,034 6,700,000 PRN   DFND 3 6,700,000 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,589 45,465 SH   DFND 4 45,465 0 0
BIOTELEMETRY INC COM 090672106 2,958 63,897 SH   DFND 1 63,897 0 0
BIOTELEMETRY INC COM 090672106 2,060 44,500 SH   DFND 4 44,500 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 4,781 322,195 SH   DFND 3 322,195 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 3,987 175,336 SH   DFND 1 175,336 0 0
BLACK HILLS CORP COM 092113109 3,047 38,800 SH   DFND 4 38,800 0 0
BLACK KNIGHT INC COM 09215C105 5,910 91,667 SH   DFND 1 91,667 0 0
BLACK KNIGHT INC COM 09215C105 116 1,800 SH   DFND 4 1,800 0 0
BLACKBAUD INC COM 09227Q100 3,283 41,244 SH   DFND 1 41,244 0 0
BLACKBERRY LTD COM 09228F103 3,296 513,441 SH   DFND 1 513,441 0 0
BLACKBERRY LTD COM 09228F103 43 6,700 SH   DFND 4 6,700 0 0
BLACKLINE INC COM 09239B109 1,569 30,422 SH   DFND 1 30,422 0 0
BLACKROCK INC COM 09247X101 4,647 9,244 SH   DFND 1 9,244 0 0
BLACKROCK INC COM 09247X101 1,020 2,029 SH   DFND 2 2,029 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 1,132 20,234 SH   DFND 1 20,234 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 644 11,508 SH   DFND 2 11,508 0 0
BLOCK H & R INC COM 093671105 16,404 698,604 SH   DFND 1 698,604 0 0
BLOCK H & R INC COM 093671105 106 4,521 SH   DFND 2 4,521 0 0
BLOCK H & R INC COM 093671105 2,637 112,300 SH   DFND 4 112,300 0 0
BLOOMIN BRANDS INC COM 094235108 365 16,553 SH   DFND 3 16,553 0 0
BLOOMIN BRANDS INC COM 094235108 12,308 557,675 SH   DFND 1 557,675 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 2,198 27,437 SH   DFND 4 27,437 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 212 17,600 SH   DFND 4 17,600 0 0
BMC STK HLDGS INC COM 05591B109 221 7,718 SH   DFND 1 7,718 0 0
BMC STK HLDGS INC COM 05591B109 15,168 528,692 SH   DFND 4 528,692 0 0
BOEING CO COM 097023105 172 526 SH   DFND 1 526 0 0
BOEING CO COM 097023105 3,004 9,221 SH   DFND 2 9,221 0 0
BOEING CO COM 097023105 1,473 4,523 SH   DFND 4 4,523 0 0
BOISE CASCADE CO DEL COM 09739D100 119 3,271 SH   DFND 1 3,271 0 0
BOISE CASCADE CO DEL COM 09739D100 7,744 212,000 SH   DFND 4 212,000 0 0
BOOKING HLDGS INC COM 09857L108 94,209 45,872 SH   DFND 4 45,872 0 0
BOOKING HLDGS INC COM 09857L108 5,364 2,612 SH   DFND 1 2,612 0 0
BOOKING HLDGS INC COM 09857L108 1,836 894 SH   DFND 2 894 0 0
BOOT BARN HLDGS INC COM 099406100 2,222 49,900 SH   DFND 4 49,900 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,622 22,800 SH   DFND 4 22,800 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 9,741 136,944 SH   DFND 1 136,944 0 0
BORGWARNER INC COM 099724106 4,484 103,350 SH   DFND 1 103,350 0 0
BORGWARNER INC COM 099724106 2,776 64,000 SH   DFND 4 64,000 0 0
BOSTON BEER INC CL A 100557107 15,661 41,447 SH   DFND 4 41,447 0 0
BOSTON PROPERTIES INC COM 101121101 397 2,880 SH   DFND 2 2,880 0 0
BOSTON SCIENTIFIC CORP COM 101137107 9,207 203,608 SH   DFND 1 203,608 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,088 24,058 SH   DFND 2 24,058 0 0
BOX INC CL A 10316T104 703 41,899 SH   DFND 1 41,899 0 0
BOYD GAMING CORP COM 103304101 1,017 33,963 SH   DFND 4 33,963 0 0
BOYD GAMING CORP COM 103304101 5,119 170,966 SH   DFND 1 170,966 0 0
BRADY CORP CL A 104674106 24,177 422,232 SH   DFND 1 422,232 0 0
BRADY CORP CL A 104674106 658 11,500 SH   DFND 4 11,500 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 7,671 487,033 SH   DFND 4 487,033 0 0
BRIGGS & STRATTON CORP COM 109043109 145 21,740 SH   DFND 4 21,740 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 2,110 14,041 SH   DFND 1 14,041 0 0
BRIGHTHOUSE FINL INC COM 10922N103 2,977 75,890 SH   DFND 1 75,890 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 143 14,023 SH   DFND 1 14,023 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 4,800 469,707 SH   DFND 4 469,707 0 0
BRINKER INTL INC COM 109641100 10,953 260,779 SH   DFND 1 260,779 0 0
BRINKER INTL INC COM 109641100 9,976 237,531 SH   DFND 4 237,531 0 0
BRINKS CO COM 109696104 1,257 13,861 SH   DFND 1 13,861 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 5,631 87,726 SH   DFND 1 87,726 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 117,014 1,822,934 SH   DFND 4 1,822,934 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,548 39,699 SH   DFND 2 39,699 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,375 130,479 SH   DFND 3 130,479 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 39 12,852 SH   DFND 2 12,852 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 2,001 664,685 SH   DFND 3 664,685 0 0
BROADCOM INC COM 11135F101 10,311 32,629 SH   DFND 1 32,629 0 0
BROADCOM INC COM 11135F101 2,088 6,606 SH   DFND 2 6,606 0 0
BROADCOM INC COM 11135F101 6,055 19,159 SH   DFND 3 19,159 0 0
BROADCOM INC COM 11135F101 8,016 25,366 SH   DFND 4 25,366 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 10,273 83,156 SH   DFND 1 83,156 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,542 26,677 SH   DFND 1 26,677 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 178 10,820 SH   DFND 1 10,820 0 0
BROOKS AUTOMATION INC COM 114340102 7,276 173,397 SH   DFND 1 173,397 0 0
BROWN & BROWN INC COM 115236101 91 2,300 SH   DFND 4 2,300 0 0
BROWN & BROWN INC COM 115236101 2,251 57,036 SH   DFND 1 57,036 0 0
BROWN FORMAN CORP CL B 115637209 8,183 121,057 SH   DFND 1 121,057 0 0
BROWN FORMAN CORP CL B 115637209 329 4,869 SH   DFND 2 4,869 0 0
BROWN FORMAN CORP CL B 115637209 7,537 111,500 SH   DFND 4 111,500 0 0
BRP INC COM SUN VTG 05577W200 17,290 378,983 SH   DFND 4 378,983 0 0
BRUKER CORP COM 116794108 14,437 283,244 SH   DFND 1 283,244 0 0
BRUKER CORP COM 116794108 350 6,857 SH   DFND 3 6,857 0 0
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BRUNSWICK CORP COM 117043109 2,696 44,950 SH   DFND 1 44,950 0 0
BRUNSWICK CORP COM 117043109 130 2,170 SH   DFND 3 2,170 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 22,915 901,796 SH   DFND 1 901,796 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 30,997 1,219,883 SH   DFND 4 1,219,883 0 0
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BURLINGTON STORES INC COM 122017106 286 1,253 SH   DFND 2 1,253 0 0
BURLINGTON STORES INC COM 122017106 68 300 SH   DFND 4 300 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,493 56,268 SH   DFND 1 56,268 0 0
BWX TECHNOLOGIES INC COM 05605H100 5,271 84,900 SH   DFND 4 84,900 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,333 29,831 SH   DFND 1 29,831 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 220 2,812 SH   DFND 2 2,812 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 26,372 337,237 SH   DFND 4 337,237 0 0
CABLE ONE INC COM 12685J105 13,009 8,740 SH   DFND 4 8,740 0 0
CABLE ONE INC COM 12685J105 1 1 SH   DFND 1 1 0 0
CABOT CORP COM 127055101 1,487 31,300 SH   DFND 4 31,300 0 0
CABOT CORP COM 127055101 9,856 207,406 SH   DFND 1 207,406 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 375 2,600 SH   DFND 4 2,600 0 0
CABOT OIL & GAS CORP COM 127097103 3,706 212,882 SH   DFND 1 212,882 0 0
CABOT OIL & GAS CORP COM 127097103 148 8,479 SH   DFND 2 8,479 0 0
CABOT OIL & GAS CORP COM 127097103 11,877 682,144 SH   DFND 3 682,144 0 0
CABOT OIL & GAS CORP COM 127097103 629 36,100 SH   DFND 4 36,100 0 0
CACI INTL INC CL A 127190304 1,409 5,638 SH   DFND 1 5,638 0 0
CACI INTL INC CL A 127190304 31,919 127,680 SH   DFND 4 127,680 0 0
CADENCE BANCORPORATION CL A 12739A100 3,707 204,448 SH   DFND 1 204,448 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 178,540 2,574,100 SH   DFND 4 2,574,100 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 10,381 149,657 SH   DFND 1 149,657 0 0
CAE INC COM 124765108 840 31,700 SH   DFND 4 31,700 0 0
CAESARS ENTMT CORP COM 127686103 27,514 2,023,072 SH   DFND 3 2,023,072 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 10,093 5,250,000 PRN   DFND 3 5,250,000 0 0
CALAVO GROWERS INC COM 128246105 310 3,417 SH   DFND 1 3,417 0 0
CALAVO GROWERS INC COM 128246105 15,690 173,200 SH   DFND 4 173,200 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 1,333 25,866 SH   DFND 1 25,866 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 5 100 SH   DFND 4 100 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,081 189,295 SH   DFND 4 189,295 0 0
CALLAWAY GOLF CO COM 131193104 1,308 61,698 SH   DFND 1 61,698 0 0
CALLAWAY GOLF CO COM 131193104 201 9,486 SH   DFND 3 9,486 0 0
CAMDEN PPTY TR SH BEN INT 133131102 6,865 64,700 SH   DFND 4 64,700 0 0
CAMECO CORP COM 13321L108 1,524 171,151 SH   DFND 1 171,151 0 0
CAMPBELL SOUP CO COM 134429109 1,915 38,750 SH   DFND 4 38,750 0 0
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CAPITAL ONE FINL CORP COM 14040H105 950 9,230 SH   DFND 2 9,230 0 0
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CARE COM INC COM 141633107 869 57,787 SH   DFND 4 57,787 0 0
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CARMAX INC COM 143130102 2,402 27,391 SH   DFND 1 27,391 0 0
CARMAX INC COM 143130102 7,215 82,300 SH   DFND 4 82,300 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,367 27,453 SH   DFND 1 27,453 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 179 3,600 SH   DFND 4 3,600 0 0
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CATO CORP NEW CL A 149205106 368 21,144 SH   DFND 4 21,144 0 0
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CGI INC CL A SUB VTG 12532H104 15,162 181,128 SH   DFND 1 181,128 0 0
CGI INC CL A SUB VTG 12532H104 46,403 553,728 SH   DFND 4 553,728 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 10,383 1,060,548 SH   DFND 3 1,060,548 0 0
CHARLES RIV LABS INTL INC COM 159864107 13,716 89,791 SH   DFND 1 89,791 0 0
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CHECK POINT SOFTWARE TECH LT ORD M22465104 27,504 247,872 SH   DFND 4 247,872 0 0
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CHEMED CORP NEW COM 16359R103 33,610 76,515 SH   DFND 4 76,515 0 0
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CHILDRENS PL INC COM 168905107 513 8,200 SH   DFND 4 8,200 0 0
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CHINA BIOLOGIC PRODS HLDGS I COM G21515104 7,380 63,417 SH   DFND 3 63,417 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 10,723 92,144 SH   DFND 1 92,144 0 0
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 3,359 3,000,000 PRN   DFND 3 3,000,000 0 0
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CHUBB LIMITED COM H1467J104 8,770 56,335 SH   DFND 1 56,335 0 0
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CIENA CORP COM NEW 171779309 10,874 254,714 SH   DFND 1 254,714 0 0
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COSTCO WHSL CORP NEW COM 22160K105 20,429 69,505 SH   DFND 4 69,505 0 0
COTT CORP QUE COM 22163N106 15,431 1,128,027 SH   DFND 4 1,128,027 0 0
COTT CORP QUE COM 22163N106 12,980 948,839 SH   DFND 1 948,839 0 0
COTY INC COM CL A 222070203 0 25 SH   DFND 1 25 0 0
COTY INC COM CL A 222070203 291 25,900 SH   DFND 4 25,900 0 0
COUPA SOFTWARE INC COM 22266L106 4,369 29,876 SH   DFND 1 29,876 0 0
COUPA SOFTWARE INC COM 22266L106 2,252 15,400 SH   DFND 3 15,400 0 0
COVANTA HLDG CORP COM 22282E102 4,162 280,485 SH   DFND 1 280,485 0 0
COVETRUS INC COM 22304C100 140 10,599 SH   DFND 1 10,599 0 0
COVETRUS INC COM 22304C100 325 24,636 SH   DFND 3 24,636 0 0
COWEN INC CL A NEW 223622606 3,067 194,756 SH   DFND 4 194,756 0 0
CRA INTL INC COM 12618T105 2,204 40,456 SH   DFND 4 40,456 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 11,934 77,624 SH   DFND 1 77,624 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 293 1,907 SH   DFND 3 1,907 0 0
CRANE CO COM 224399105 9,346 108,200 SH   DFND 1 108,200 0 0
CRANE CO COM 224399105 17 200 SH   DFND 4 200 0 0
CREDICORP LTD COM G2519Y108 1,909 8,957 SH   DFND 1 8,957 0 0
CREDIT ACCEP CORP MICH COM 225310101 1,331 3,011 SH   DFND 1 3,011 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 9,182 8,650,000 PRN   DFND 3 8,650,000 0 0
CRESCENT PT ENERGY CORP COM 22576C101 17,056 3,820,010 SH   DFND 4 3,820,010 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 2,825 46,394 SH   DFND 1 46,394 0 0
CROCS INC COM 227046109 2,155 51,454 SH   DFND 1 51,454 0 0
CROCS INC COM 227046109 817 19,496 SH   DFND 4 19,496 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,369 9,628 SH   DFND 2 9,628 0 0
CROWN HOLDINGS INC COM 228368106 15 200 SH   DFND 4 200 0 0
CROWN HOLDINGS INC COM 228368106 8,290 114,284 SH   DFND 1 114,284 0 0
CROWN HOLDINGS INC COM 228368106 193 2,654 SH   DFND 2 2,654 0 0
CRYOLIFE INC COM 228903100 230 8,478 SH   DFND 1 8,478 0 0
CSG SYS INTL INC COM 126349109 2,423 46,800 SH   DFND 4 46,800 0 0
CSG SYS INTL INC COM 126349109 11,391 220,003 SH   DFND 1 220,003 0 0
CSW INDUSTRIALS INC COM 126402106 292 3,794 SH   DFND 1 3,794 0 0
CSW INDUSTRIALS INC COM 126402106 1,232 16,000 SH   DFND 4 16,000 0 0
CSX CORP COM 126408103 8,162 112,796 SH   DFND 1 112,796 0 0
CSX CORP COM 126408103 1,153 15,938 SH   DFND 2 15,938 0 0
CSX CORP COM 126408103 727 10,050 SH   DFND 4 10,050 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 4,711 4,780,000 PRN   DFND 3 4,780,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 2,110 2,000,000 PRN   DFND 3 2,000,000 0 0
CTS CORP COM 126501105 221 7,362 SH   DFND 1 7,362 0 0
CUBESMART COM 229663109 2,503 79,500 SH   DFND 4 79,500 0 0
CUMMINS INC COM 231021106 508 2,841 SH   DFND 2 2,841 0 0
CUMMINS INC COM 231021106 8,966 50,097 SH   DFND 1 50,097 0 0
CURO GROUP HLDGS CORP COM 23131L107 111 9,077 SH   DFND 1 9,077 0 0
CURO GROUP HLDGS CORP COM 23131L107 77 6,300 SH   DFND 4 6,300 0 0
CURTISS WRIGHT CORP COM 231561101 18,053 128,132 SH   DFND 1 128,132 0 0
CURTISS WRIGHT CORP COM 231561101 41,682 295,851 SH   DFND 4 295,851 0 0
CUSTOMERS BANCORP INC COM 23204G100 23 961 SH   DFND 1 961 0 0
CUSTOMERS BANCORP INC COM 23204G100 3,584 150,531 SH   DFND 4 150,531 0 0
CUTERA INC COM 232109108 831 23,200 SH   DFND 4 23,200 0 0
CVB FINL CORP COM 126600105 1,132 52,451 SH   DFND 1 52,451 0 0
CVB FINL CORP COM 126600105 101 4,700 SH   DFND 4 4,700 0 0
CVR ENERGY INC COM 12662P108 807 19,945 SH   DFND 1 19,945 0 0
CVR ENERGY INC COM 12662P108 1,852 45,800 SH   DFND 4 45,800 0 0
CVS HEALTH CORP COM 126650100 1,762 23,723 SH   DFND 2 23,723 0 0
CVS HEALTH CORP COM 126650100 20,029 269,601 SH   DFND 1 269,601 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 2,680 22,987 SH   DFND 1 22,987 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 7,589 325,305 SH   DFND 3 325,305 0 0
CYRUSONE INC COM 23283R100 419 6,400 SH   DFND 4 6,400 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 2,665 320,655 SH   DFND 4 320,655 0 0
D R HORTON INC COM 23331A109 14,641 277,555 SH   DFND 1 277,555 0 0
D R HORTON INC COM 23331A109 346 6,567 SH   DFND 2 6,567 0 0
D R HORTON INC COM 23331A109 8,935 169,375 SH   DFND 4 169,375 0 0
DANA INCORPORATED COM 235825205 4,391 241,260 SH   DFND 4 241,260 0 0
DANAHER CORPORATION COM 235851102 2,565 16,710 SH   DFND 1 16,710 0 0
DANAHER CORPORATION COM 235851102 1,697 11,054 SH   DFND 2 11,054 0 0
DARDEN RESTAURANTS INC COM 237194105 22,235 203,974 SH   DFND 1 203,974 0 0
DARDEN RESTAURANTS INC COM 237194105 248 2,273 SH   DFND 2 2,273 0 0
DARDEN RESTAURANTS INC COM 237194105 261 2,391 SH   DFND 3 2,391 0 0
DARDEN RESTAURANTS INC COM 237194105 15,501 142,200 SH   DFND 4 142,200 0 0
DARLING INGREDIENTS INC COM 237266101 10,360 368,971 SH   DFND 1 368,971 0 0
DARLING INGREDIENTS INC COM 237266101 2,536 90,300 SH   DFND 4 90,300 0 0
DAVITA INC COM 23918K108 9,178 122,332 SH   DFND 1 122,332 0 0
DAVITA INC COM 23918K108 158 2,102 SH   DFND 2 2,102 0 0
DAVITA INC COM 23918K108 315 4,200 SH   DFND 4 4,200 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 2,395 38,477 SH   DFND 4 38,477 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 931 14,956 SH   DFND 1 14,956 0 0
DECKERS OUTDOOR CORP COM 243537107 6,782 40,165 SH   DFND 1 40,165 0 0
DECKERS OUTDOOR CORP COM 243537107 7,751 45,900 SH   DFND 4 45,900 0 0
DEERE & CO COM 244199105 5,092 29,386 SH   DFND 1 29,386 0 0
DEERE & CO COM 244199105 887 5,121 SH   DFND 2 5,121 0 0
DELEK US HLDGS INC NEW COM 24665A103 1,726 51,484 SH   DFND 1 51,484 0 0
DELEK US HLDGS INC NEW COM 24665A103 2,330 69,477 SH   DFND 4 69,477 0 0
DELL TECHNOLOGIES INC CL C 24703L202 10,615 206,559 SH   DFND 1 206,559 0 0
DELL TECHNOLOGIES INC CL C 24703L202 163 3,178 SH   DFND 2 3,178 0 0
DELL TECHNOLOGIES INC CL C 24703L202 1,899 36,948 SH   DFND 4 36,948 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,263 21,600 SH   DFND 4 21,600 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,331 74,054 SH   DFND 1 74,054 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 191 3,272 SH   DFND 2 3,272 0 0
DELUXE CORP COM 248019101 9,460 189,506 SH   DFND 4 189,506 0 0
DELUXE CORP COM 248019101 14,493 290,326 SH   DFND 1 290,326 0 0
DENNYS CORP COM 24869P104 46 2,318 SH   DFND 1 2,318 0 0
DENNYS CORP COM 24869P104 81 4,078 SH   DFND 3 4,078 0 0
DENNYS CORP COM 24869P104 1,843 92,700 SH   DFND 4 92,700 0 0
DENTSPLY SIRONA INC COM 24906P109 16,028 283,239 SH   DFND 1 283,239 0 0
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DERMIRA INC COM 24983L104 1,208 79,707 SH   DFND 4 79,707 0 0
DEVON ENERGY CORP NEW COM 25179M103 746 28,710 SH   DFND 3 28,710 0 0
DEVON ENERGY CORP NEW COM 25179M103 8,497 327,200 SH   DFND 4 327,200 0 0
DEVON ENERGY CORP NEW COM 25179M103 183 7,037 SH   DFND 2 7,037 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,123 120,239 SH   DFND 1 120,239 0 0
DEXCOM INC COM 252131107 342 1,565 SH   DFND 2 1,565 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 8,619 1,040,989 SH   DFND 4 1,040,989 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 794 5,655 SH   DFND 4 5,655 0 0
DIAMONDBACK ENERGY INC COM 25278X109 285 3,072 SH   DFND 2 3,072 0 0
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DICKS SPORTING GOODS INC COM 253393102 3,521 71,148 SH   DFND 1 71,148 0 0
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DIGITAL RLTY TR INC COM 253868103 731 6,103 SH   DFND 2 6,103 0 0
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DIGITAL TURBINE INC COM NEW 25400W102 176 24,635 SH   DFND 1 24,635 0 0
DIGITAL TURBINE INC COM NEW 25400W102 4,949 694,100 SH   DFND 4 694,100 0 0
DILLARDS INC CL A 254067101 3,634 49,454 SH   DFND 1 49,454 0 0
DIODES INC COM 254543101 8,669 153,775 SH   DFND 1 153,775 0 0
DISCOVER FINL SVCS COM 254709108 7,761 91,495 SH   DFND 1 91,495 0 0
DISCOVER FINL SVCS COM 254709108 561 6,611 SH   DFND 2 6,611 0 0
DISCOVER FINL SVCS COM 254709108 7 88 SH   DFND 3 88 0 0
DISCOVER FINL SVCS COM 254709108 56,091 661,300 SH   DFND 4 661,300 0 0
DISCOVERY INC COM SER A 25470F104 6,103 186,423 SH   DFND 1 186,423 0 0
DISCOVERY INC COM SER A 25470F104 411 12,548 SH   DFND 2 12,548 0 0
DISCOVERY INC COM SER C 25470F302 4,445 145,770 SH   DFND 4 145,770 0 0
DISH NETWORK CORP CL A 25470M109 182 5,141 SH   DFND 2 5,141 0 0
DISH NETWORK CORP CL A 25470M109 53 1,500 SH   DFND 4 1,500 0 0
DISH NETWORK CORP CL A 25470M109 14,337 404,205 SH   DFND 1 404,205 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 17,902 18,500,000 PRN   DFND 3 18,500,000 0 0
DISNEY WALT CO COM DISNEY 254687106 8,474 58,586 SH   DFND 1 58,586 0 0
DISNEY WALT CO COM DISNEY 254687106 4,659 32,214 SH   DFND 2 32,214 0 0
DISNEY WALT CO COM DISNEY 254687106 42,043 290,694 SH   DFND 3 290,694 0 0
DISNEY WALT CO COM DISNEY 254687106 9,066 62,686 SH   DFND 4 62,686 0 0
DOCUSIGN INC COM 256163106 3,794 51,191 SH   DFND 1 51,191 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 1,990 1,600,000 PRN   DFND 3 1,600,000 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 14,759 214,507 SH   DFND 1 214,507 0 0
DOLBY LABORATORIES INC COM CL A 25659T107 1,612 23,435 SH   DFND 4 23,435 0 0
DOLLAR GEN CORP NEW COM 256677105 721 4,625 SH   DFND 2 4,625 0 0
DOLLAR GEN CORP NEW COM 256677105 117 748 SH   DFND 3 748 0 0
DOLLAR GEN CORP NEW COM 256677105 28,505 182,750 SH   DFND 4 182,750 0 0
DOLLAR GEN CORP NEW COM 256677105 14,437 92,557 SH   DFND 1 92,557 0 0
DOLLAR TREE INC COM 256746108 377 4,010 SH   DFND 2 4,010 0 0
DOLLAR TREE INC COM 256746108 3,982 42,341 SH   DFND 4 42,341 0 0
DOMINION ENERGY INC COM 25746U109 3,006 36,294 SH   DFND 1 36,294 0 0
DOMINION ENERGY INC COM 25746U109 1,127 13,605 SH   DFND 2 13,605 0 0
DOMINION ENERGY INC COM 25746U109 20,564 248,300 SH   DFND 4 248,300 0 0
DOMINOS PIZZA INC COM 25754A201 6,184 21,048 SH   DFND 1 21,048 0 0
DOMINOS PIZZA INC COM 25754A201 4,183 14,240 SH   DFND 4 14,240 0 0
DOMTAR CORP COM NEW 257559203 7,015 183,467 SH   DFND 1 183,467 0 0
DOMTAR CORP COM NEW 257559203 1,278 33,417 SH   DFND 4 33,417 0 0
DONALDSON INC COM 257651109 2,920 50,672 SH   DFND 1 50,672 0 0
DORIAN LPG LTD SHS USD Y2106R110 10,130 654,388 SH   DFND 4 654,388 0 0
DOUGLAS DYNAMICS INC COM 25960R105 228 4,138 SH   DFND 1 4,138 0 0
DOUGLAS EMMETT INC COM 25960P109 487 11,100 SH   DFND 4 11,100 0 0
DOVER CORP COM 260003108 6,324 54,868 SH   DFND 1 54,868 0 0
DOVER CORP COM 260003108 333 2,886 SH   DFND 2 2,886 0 0
DOVER CORP COM 260003108 19,859 172,300 SH   DFND 4 172,300 0 0
DOW INC COM 260557103 6,783 123,945 SH   DFND 1 123,945 0 0
DOW INC COM 260557103 817 14,932 SH   DFND 2 14,932 0 0
DRIL QUIP INC COM 262037104 1,384 29,493 SH   DFND 1 29,493 0 0
DROPBOX INC CL A 26210C104 7,614 425,087 SH   DFND 1 425,087 0 0
DROPBOX INC CL A 26210C104 41 2,300 SH   DFND 4 2,300 0 0
DTE ENERGY CO COM 233331107 10,932 84,177 SH   DFND 1 84,177 0 0
DTE ENERGY CO COM 233331107 18,909 145,600 SH   DFND 4 145,600 0 0
DTE ENERGY CO COM 233331107 1,110 8,549 SH   DFND 2 8,549 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,307 25,290 SH   DFND 1 25,290 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,133 12,421 SH   DFND 2 12,421 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 16,190 177,500 SH   DFND 4 177,500 0 0
DULUTH HLDGS INC COM CL B 26443V101 132 12,507 SH   DFND 4 12,507 0 0
DUNKIN BRANDS GROUP INC COM 265504100 8,526 112,866 SH   DFND 1 112,866 0 0
DUNKIN BRANDS GROUP INC COM 265504100 249 3,296 SH   DFND 3 3,296 0 0
DUNKIN BRANDS GROUP INC COM 265504100 151 2,000 SH   DFND 4 2,000 0 0
DUPONT DE NEMOURS INC COM 26614N102 959 14,932 SH   DFND 2 14,932 0 0
DUPONT DE NEMOURS INC COM 26614N102 1,130 17,600 SH   DFND 4 17,600 0 0
DXC TECHNOLOGY CO COM 23355L106 10,785 286,910 SH   DFND 1 286,910 0 0
DXC TECHNOLOGY CO COM 23355L106 98 2,620 SH   DFND 2 2,620 0 0
DXC TECHNOLOGY CO COM 23355L106 481 12,800 SH   DFND 4 12,800 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 7,752 8,000,000 PRN   DFND 3 8,000,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 14,819 326,625 SH   DFND 1 326,625 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 218 4,794 SH   DFND 2 4,794 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 47,040 1,036,800 SH   DFND 4 1,036,800 0 0
EAGLE BANCORP INC MD COM 268948106 1,590 32,679 SH   DFND 1 32,679 0 0
EAGLE BANCORP INC MD COM 268948106 78 1,600 SH   DFND 4 1,600 0 0
EAGLE MATERIALS INC COM 26969P108 13,493 148,830 SH   DFND 1 148,830 0 0
EAGLE MATERIALS INC COM 26969P108 1,804 19,900 SH   DFND 4 19,900 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 5,122 85,258 SH   DFND 4 85,258 0 0
EASTMAN CHEMICAL CO COM 277432100 3,106 39,189 SH   DFND 4 39,189 0 0
EASTMAN CHEMICAL CO COM 277432100 5,872 74,093 SH   DFND 1 74,093 0 0
EASTMAN CHEMICAL CO COM 277432100 205 2,588 SH   DFND 2 2,588 0 0
EATON CORP PLC SHS G29183103 14,830 156,558 SH   DFND 1 156,558 0 0
EATON CORP PLC SHS G29183103 802 8,463 SH   DFND 2 8,463 0 0
EATON VANCE CORP COM NON VTG 278265103 4,557 97,597 SH   DFND 1 97,597 0 0
EATON VANCE CORP COM NON VTG 278265103 2,932 62,800 SH   DFND 4 62,800 0 0
EBAY INC COM 278642103 7,573 209,716 SH   DFND 1 209,716 0 0
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EBIX INC COM NEW 278715206 63 1,900 SH   DFND 4 1,900 0 0
EBIX INC COM NEW 278715206 268 8,034 SH   DFND 1 8,034 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 990 1,000,000 PRN   DFND 3 1,000,000 0 0
ECHOSTAR CORP CL A 278768106 9,400 217,033 SH   DFND 1 217,033 0 0
ECOLAB INC COM 278865100 5,803 30,069 SH   DFND 1 30,069 0 0
ECOLAB INC COM 278865100 904 4,683 SH   DFND 2 4,683 0 0
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EDGEWELL PERS CARE CO COM 28035Q102 3,448 111,357 SH   DFND 1 111,357 0 0
EDISON INTL COM 281020107 1,903 25,235 SH   DFND 1 25,235 0 0
EDISON INTL COM 281020107 437 5,794 SH   DFND 2 5,794 0 0
EDITAS MEDICINE INC COM 28106W103 829 28,000 SH   DFND 4 28,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 31,751 136,100 SH   DFND 4 136,100 0 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 893 3,828 SH   DFND 2 3,828 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 8,258 35,397 SH   DFND 1 35,397 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 345 11,725 SH   DFND 3 11,725 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 141 4,800 SH   DFND 4 4,800 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 0 6 SH   DFND 1 6 0 0
ELASTIC N V ORD SHS N14506104 3,283 51,062 SH   DFND 1 51,062 0 0
ELASTIC N V ORD SHS N14506104 13 200 SH   DFND 4 200 0 0
ELDORADO RESORTS INC COM 28470R102 519 8,700 SH   DFND 1 8,700 0 0
ELDORADO RESORTS INC COM 28470R102 131 2,200 SH   DFND 4 2,200 0 0
ELECTRONIC ARTS INC COM 285512109 4,516 42,006 SH   DFND 4 42,006 0 0
ELECTRONIC ARTS INC COM 285512109 4,730 44,000 SH Call DFND 3 44,000 0 0
ELECTRONIC ARTS INC COM 285512109 598 5,564 SH   DFND 2 5,564 0 0
ELECTRONIC ARTS INC COM 285512109 14,753 137,223 SH   DFND 1 137,223 0 0
ELEMENT SOLUTIONS INC COM 28618M106 3,301 282,600 SH   DFND 4 282,600 0 0
EMCOR GROUP INC COM 29084Q100 15,311 177,417 SH   DFND 1 177,417 0 0
EMCOR GROUP INC COM 29084Q100 31,820 368,709 SH   DFND 4 368,709 0 0
EMERSON ELEC CO COM 291011104 14,580 191,198 SH   DFND 1 191,198 0 0
EMERSON ELEC CO COM 291011104 775 10,168 SH   DFND 2 10,168 0 0
EMPIRE ST RLTY TR INC CL A 292104106 11,434 819,057 SH   DFND 4 819,057 0 0
EMPLOYERS HOLDINGS INC COM 292218104 308 7,389 SH   DFND 1 7,389 0 0
EMPLOYERS HOLDINGS INC COM 292218104 6,893 165,093 SH   DFND 4 165,093 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 18,221 294,928 SH   DFND 4 294,928 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 105 1,696 SH   DFND 1 1,696 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 214 3,461 SH   DFND 3 3,461 0 0
ENCANA CORP COM 292505104 1,542 328,667 SH   DFND 1 328,667 0 0
ENCOMPASS HEALTH CORP COM 29261A100 7,735 111,669 SH   DFND 1 111,669 0 0
ENCOMPASS HEALTH CORP COM 29261A100 242 3,500 SH   DFND 4 3,500 0 0
ENCORE WIRE CORP COM 292562105 274 4,781 SH   DFND 1 4,781 0 0
ENCORE WIRE CORP COM 292562105 2,932 51,088 SH   DFND 4 51,088 0 0
ENDO INTL PLC SHS G30401106 76 16,099 SH   DFND 1 16,099 0 0
ENDO INTL PLC SHS G30401106 272 58,051 SH   DFND 4 58,051 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 201 42,758 SH   DFND 1 42,758 0 0
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ENERGY TRANSFER LP COM UT LTD PTN 29273V100 150 11,698 SH   DFND 1 11,698 0 0
ENERPLUS CORP COM 292766102 7,764 1,088,878 SH   DFND 3 1,088,878 0 0
ENERPLUS CORP COM 292766102 6,702 939,500 SH   DFND 4 939,500 0 0
ENERPLUS CORP COM 292766102 340 47,663 SH   DFND 1 47,663 0 0
ENPRO INDS INC COM 29355X107 4,543 67,927 SH   DFND 4 67,927 0 0
ENPRO INDS INC COM 29355X107 5,494 82,156 SH   DFND 1 82,156 0 0
ENSIGN GROUP INC COM 29358P101 7,558 166,590 SH   DFND 1 166,590 0 0
ENSIGN GROUP INC COM 29358P101 1,292 28,469 SH   DFND 4 28,469 0 0
ENSTAR GROUP LIMITED SHS G3075P101 3,330 16,100 SH   DFND 4 16,100 0 0
ENTEGRIS INC COM 29362U104 8,343 166,558 SH   DFND 1 166,558 0 0
ENTERGY CORP NEW COM 29364G103 1,109 9,264 SH   DFND 1 9,264 0 0
ENTERGY CORP NEW COM 29364G103 386 3,221 SH   DFND 2 3,221 0 0
ENTERGY CORP NEW COM 29364G103 6,601 55,100 SH   DFND 4 55,100 0 0
ENVISTA HLDGS CORP COM 29415F104 10,581 356,976 SH   DFND 1 356,976 0 0
EOG RES INC COM 26875P101 10,269 122,601 SH   DFND 3 122,601 0 0
EOG RES INC COM 26875P101 84,187 1,005,100 SH   DFND 4 1,005,100 0 0
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EPAM SYS INC COM 29414B104 1,337 6,300 SH   DFND 4 6,300 0 0
EPAM SYS INC COM 29414B104 4,207 19,830 SH   DFND 1 19,830 0 0
EQT CORP COM 26884L109 8,414 771,996 SH   DFND 3 771,996 0 0
EQT CORP COM 26884L109 387 35,500 SH   DFND 4 35,500 0 0
EQUIFAX INC COM 294429105 2,841 20,275 SH   DFND 1 20,275 0 0
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EQUITY COMWLTH COM SH BEN INT 294628102 1,241 37,800 SH   DFND 4 37,800 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,421 48,600 SH   DFND 4 48,600 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 301 3,714 SH   DFND 2 3,714 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 73 900 SH   DFND 4 900 0 0
ERIE INDTY CO CL A 29530P102 3,488 21,013 SH   DFND 1 21,013 0 0
ESCO TECHNOLOGIES INC COM 296315104 6,977 75,433 SH   DFND 1 75,433 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 9,577 160,607 SH   DFND 3 160,607 0 0
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ESSENT GROUP LTD COM G3198U102 5,788 111,313 SH   DFND 1 111,313 0 0
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ESSEX PPTY TR INC COM 297178105 11,664 38,770 SH   DFND 4 38,770 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 299 15,670 SH   DFND 1 15,670 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,086 57,000 SH   DFND 4 57,000 0 0
EURONET WORLDWIDE INC COM 298736109 10,092 64,052 SH   DFND 1 64,052 0 0
EURONET WORLDWIDE INC COM 298736109 142 900 SH   DFND 4 900 0 0
EURONET WORLDWIDE INC COM 298736109 23,326 148,044 SH   DFND 3 148,044 0 0
EVERBRIDGE INC COM 29978A104 3,148 40,313 SH   DFND 1 40,313 0 0
EVERCORE INC CLASS A 29977A105 14,059 188,053 SH   DFND 1 188,053 0 0
EVERCORE INC CLASS A 29977A105 27,220 364,100 SH   DFND 4 364,100 0 0
EVEREST RE GROUP LTD COM G3223R108 8,518 30,768 SH   DFND 1 30,768 0 0
EVEREST RE GROUP LTD COM G3223R108 20,342 73,480 SH   DFND 4 73,480 0 0
EVERGY INC COM 30034W106 325 4,996 SH   DFND 1 4,996 0 0
EVERGY INC COM 30034W106 269 4,140 SH   DFND 2 4,140 0 0
EVERGY INC COM 30034W106 40,368 620,194 SH   DFND 4 620,194 0 0
EVERI HLDGS INC COM 30034T103 7,600 565,864 SH   DFND 4 565,864 0 0
EVERI HLDGS INC COM 30034T103 100 7,409 SH   DFND 1 7,409 0 0
EVERSOURCE ENERGY COM 30040W108 3,079 36,188 SH   DFND 1 36,188 0 0
EVERSOURCE ENERGY COM 30040W108 434 5,097 SH   DFND 2 5,097 0 0
EVERTEC INC COM 30040P103 12,187 358,010 SH   DFND 1 358,010 0 0
EVERTEC INC COM 30040P103 28,282 830,837 SH   DFND 4 830,837 0 0
EVO PMTS INC CL A COM 26927E104 227 8,614 SH   DFND 1 8,614 0 0
EVO PMTS INC CL A COM 26927E104 21 800 SH   DFND 4 800 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 907 165,772 SH   DFND 4 165,772 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 2,393 126,270 SH   DFND 1 126,270 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 17 900 SH   DFND 4 900 0 0
EXACT SCIENCES CORP COM 30063P105 212 2,293 SH   DFND 1 2,293 0 0
EXACT SCIENCES CORP COM 30063P105 35 379 SH   DFND 4 379 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 9,452 8,350,000 PRN   DFND 3 8,350,000 0 0
EXELIXIS INC COM 30161Q104 4,994 283,400 SH   DFND 4 283,400 0 0
EXELIXIS INC COM 30161Q104 310 17,592 SH   DFND 3 17,592 0 0
EXELIXIS INC COM 30161Q104 6,159 349,561 SH   DFND 1 349,561 0 0
EXELON CORP COM 30161N101 10,504 230,389 SH   DFND 1 230,389 0 0
EXELON CORP COM 30161N101 755 16,568 SH   DFND 2 16,568 0 0
EXELON CORP COM 30161N101 121,960 2,675,154 SH   DFND 4 2,675,154 0 0
EXLSERVICE HOLDINGS INC COM 302081104 7,791 112,174 SH   DFND 1 112,174 0 0
EXLSERVICE HOLDINGS INC COM 302081104 14 200 SH   DFND 4 200 0 0
EXPEDIA GROUP INC COM NEW 30212P303 680 6,295 SH   DFND 1 6,295 0 0
EXPEDIA GROUP INC COM NEW 30212P303 7,431 68,712 SH   DFND 4 68,712 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,290 80,622 SH   DFND 1 80,622 0 0
EXPEDITORS INTL WASH INC COM 302130109 269 3,454 SH   DFND 2 3,454 0 0
EXPONENT INC COM 30214U102 13,108 189,944 SH   DFND 1 189,944 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 337 22,700 SH   DFND 4 22,700 0 0
EXTRA SPACE STORAGE INC COM 30225T102 250 2,365 SH   DFND 2 2,365 0 0
EXXON MOBIL CORP COM 30231G102 2,097 30,056 SH   DFND 1 30,056 0 0
EXXON MOBIL CORP COM 30231G102 5,010 71,791 SH   DFND 2 71,791 0 0
EXXON MOBIL CORP COM 30231G102 4,930 70,644 SH   DFND 3 70,644 0 0
EXXON MOBIL CORP COM 30231G102 565 8,100 SH   DFND 4 8,100 0 0
F M C CORP COM NEW 302491303 1,678 16,818 SH   DFND 1 16,818 0 0
F M C CORP COM NEW 302491303 50 500 SH   DFND 4 500 0 0
F5 NETWORKS INC COM 315616102 5,689 40,740 SH   DFND 1 40,740 0 0
F5 NETWORKS INC COM 315616102 164 1,177 SH   DFND 2 1,177 0 0
F5 NETWORKS INC COM 315616102 30,709 219,900 SH   DFND 4 219,900 0 0
FABRINET SHS G3323L100 8,256 127,331 SH   DFND 1 127,331 0 0
FABRINET SHS G3323L100 2,312 35,660 SH   DFND 4 35,660 0 0
FACEBOOK INC CL A 30303M102 4,838 23,571 SH   DFND 1 23,571 0 0
FACEBOOK INC CL A 30303M102 8,582 41,812 SH   DFND 2 41,812 0 0
FACEBOOK INC CL A 30303M102 30,975 150,913 SH   DFND 3 150,913 0 0
FACEBOOK INC CL A 30303M102 257,775 1,255,906 SH   DFND 4 1,255,906 0 0
FACTSET RESH SYS INC COM 303075105 1,211 4,513 SH   DFND 1 4,513 0 0
FACTSET RESH SYS INC COM 303075105 84,592 315,290 SH   DFND 4 315,290 0 0
FAIR ISAAC CORP COM 303250104 11,279 30,101 SH   DFND 1 30,101 0 0
FAIR ISAAC CORP COM 303250104 33,743 90,057 SH   DFND 4 90,057 0 0
FARFETCH LTD ORD SH CL A 30744W107 157 15,200 SH   DFND 4 15,200 0 0
FASTENAL CO COM 311900104 2,944 79,667 SH   DFND 1 79,667 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 718 8,600 SH   DFND 4 8,600 0 0
FEDERATED INVS INC PA CL B 314211103 13,663 419,219 SH   DFND 1 419,219 0 0
FEDERATED INVS INC PA CL B 314211103 1,082 33,200 SH   DFND 4 33,200 0 0
FEDEX CORP COM 31428X106 699 4,625 SH   DFND 2 4,625 0 0
FEDNAT HLDG CO COM 31431B109 1,608 96,696 SH   DFND 4 96,696 0 0
FERRARI N V COM N3167Y103 1,233 7,446 SH   DFND 1 7,446 0 0
FIBROGEN INC COM 31572Q808 6,225 145,148 SH   DFND 1 145,148 0 0
FIBROGEN INC COM 31572Q808 2,800 65,280 SH   DFND 4 65,280 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 17,578 387,609 SH   DFND 1 387,609 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,004 14,407 SH   DFND 1 14,407 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,466 10,539 SH   DFND 2 10,539 0 0
FIFTH THIRD BANCORP COM 316773100 434 14,105 SH   DFND 2 14,105 0 0
FIFTH THIRD BANCORP COM 316773100 2,726 88,696 SH   DFND 1 88,696 0 0
FINANCIAL INSTNS INC COM 317585404 1,169 36,411 SH   DFND 4 36,411 0 0
FIREEYE INC COM 31816Q101 1,879 113,692 SH   DFND 1 113,692 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 5,624 5,600,000 PRN   DFND 3 5,600,000 0 0
FIRST AMERN FINL CORP COM 31847R102 14,944 256,237 SH   DFND 1 256,237 0 0
FIRST BANCORP P R COM NEW 318672706 3,596 339,531 SH   DFND 1 339,531 0 0
FIRST BANCORP P R COM NEW 318672706 12,883 1,216,524 SH   DFND 4 1,216,524 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 180 12,379 SH   DFND 1 12,379 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,452 2,728 SH   DFND 1 2,728 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 85 160 SH   DFND 4 160 0 0
FIRST FINL BANCORP OH COM 320209109 1,521 59,792 SH   DFND 1 59,792 0 0
FIRST HAWAIIAN INC COM 32051X108 4,042 140,093 SH   DFND 1 140,093 0 0
FIRST HORIZON NATL CORP COM 320517105 1,970 118,949 SH   DFND 1 118,949 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 235 19,169 SH   DFND 4 19,169 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 322 2,742 SH   DFND 2 2,742 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 24,112 205,300 SH   DFND 4 205,300 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2 21 SH   DFND 1 21 0 0
FIRSTCASH INC COM 33767D105 320 3,969 SH   DFND 1 3,969 0 0
FIRSTENERGY CORP COM 337932107 9,474 194,924 SH   DFND 1 194,924 0 0
FIRSTENERGY CORP COM 337932107 440 9,055 SH   DFND 2 9,055 0 0
FIRSTENERGY CORP COM 337932107 34 700 SH   DFND 4 700 0 0
FISERV INC COM 337738108 2,620 22,661 SH   DFND 1 22,661 0 0
FISERV INC COM 337738108 1,143 9,881 SH   DFND 2 9,881 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 978 213,100 SH   DFND 4 213,100 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,535 334,486 SH   DFND 3 334,486 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 7,728 202,040 SH   DFND 1 202,040 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 11,263 39,146 SH   DFND 1 39,146 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 445 1,547 SH   DFND 2 1,547 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,301 14,950 SH   DFND 4 14,950 0 0
FLEX LTD ORD Y2573F102 168 13,300 SH   DFND 4 13,300 0 0
FLIR SYS INC COM 302445101 11,421 219,339 SH   DFND 1 219,339 0 0
FLIR SYS INC COM 302445101 117 2,251 SH   DFND 2 2,251 0 0
FLIR SYS INC COM 302445101 229 4,400 SH   DFND 4 4,400 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 337 6,629 SH   DFND 4 6,629 0 0
FLOWERS FOODS INC COM 343498101 20,568 946,090 SH   DFND 1 946,090 0 0
FLOWSERVE CORP COM 34354P105 25 500 SH   DFND 4 500 0 0
FLOWSERVE CORP COM 34354P105 4,884 98,129 SH   DFND 1 98,129 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 4,963 253,206 SH   DFND 4 253,206 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 68 20,429 SH   DFND 4 20,429 0 0
FONAR CORP COM NEW 344437405 883 44,869 SH   DFND 4 44,869 0 0
FOOT LOCKER INC COM 344849104 5,723 146,800 SH   DFND 1 146,800 0 0
FOOT LOCKER INC COM 344849104 2,624 67,300 SH   DFND 4 67,300 0 0
FORD MTR CO DEL COM 345370860 1 97 SH   DFND 1 97 0 0
FORD MTR CO DEL COM 345370860 633 68,011 SH   DFND 2 68,011 0 0
FORMFACTOR INC COM 346375108 261 10,044 SH   DFND 1 10,044 0 0
FORMFACTOR INC COM 346375108 47 1,800 SH   DFND 4 1,800 0 0
FORRESTER RESH INC COM 346563109 3,062 73,434 SH   DFND 4 73,434 0 0
FORTINET INC COM 34959E109 69,774 653,563 SH   DFND 4 653,563 0 0
FORTINET INC COM 34959E109 13,186 123,511 SH   DFND 1 123,511 0 0
FORTINET INC COM 34959E109 305 2,861 SH   DFND 2 2,861 0 0
FORTIS INC COM 349553107 25,246 607,600 SH   DFND 4 607,600 0 0
FORTIS INC COM 349553107 18,400 443,164 SH   DFND 1 443,164 0 0
FORTIVE CORP COM 34959J108 121 1,576 SH   DFND 1 1,576 0 0
FORTIVE CORP COM 34959J108 440 5,762 SH   DFND 2 5,762 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 11,370 174,015 SH   DFND 1 174,015 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,856 28,400 SH   DFND 4 28,400 0 0
FORWARD AIR CORP COM 349853101 6,700 95,790 SH   DFND 1 95,790 0 0
FORWARD AIR CORP COM 349853101 14,606 208,800 SH   DFND 4 208,800 0 0
FOUNDATION BLDG MATLS INC COM 350392106 178 9,208 SH   DFND 1 9,208 0 0
FOUNDATION BLDG MATLS INC COM 350392106 4,761 246,044 SH   DFND 4 246,044 0 0
FOX CORP CL A COM 35137L105 334 9,014 SH   DFND 2 9,014 0 0
FOX CORP CL A COM 35137L105 4,534 122,300 SH   DFND 4 122,300 0 0
FOX CORP CL A COM 35137L105 12,530 338,020 SH   DFND 1 338,020 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,978 42,816 SH   DFND 1 42,816 0 0
FRANCO NEVADA CORP COM 351858105 43,652 422,150 SH   DFND 4 422,150 0 0
FRANKLIN RES INC COM 354613101 15,207 585,339 SH   DFND 1 585,339 0 0
FRANKLIN RES INC COM 354613101 178 6,849 SH   DFND 2 6,849 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3 257 SH   DFND 1 257 0 0
FREEPORT-MCMORAN INC CL B 35671D857 323 24,611 SH   DFND 2 24,611 0 0
FREEPORT-MCMORAN INC CL B 35671D857 11,306 861,764 SH   DFND 3 861,764 0 0
FRONT YD RESIDENTIAL CORP COM 35904G107 10,563 855,930 SH   DFND 3 855,930 0 0
FRONTDOOR INC COM 35905A109 3,277 69,102 SH   DFND 1 69,102 0 0
FRONTDOOR INC COM 35905A109 762 16,071 SH   DFND 4 16,071 0 0
FRONTLINE LTD SHS NEW G3682E192 399 31,337 SH   DFND 4 31,337 0 0
FTI CONSULTING INC COM 302941109 11,373 102,772 SH   DFND 4 102,772 0 0
FTI CONSULTING INC COM 302941109 14,521 131,218 SH   DFND 1 131,218 0 0
FULLER H B CO COM 359694106 2,718 52,715 SH   DFND 1 52,715 0 0
FULLER H B CO COM 359694106 2,527 49,000 SH   DFND 4 49,000 0 0
FULTON FINL CORP PA COM 360271100 2,054 117,827 SH   DFND 1 117,827 0 0
FUTUREFUEL CORPORATION COM 36116M106 1,124 90,702 SH   DFND 4 90,702 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,033 42,348 SH   DFND 1 42,348 0 0
GAP INC COM 364760108 497 28,109 SH   DFND 1 28,109 0 0
GAP INC COM 364760108 69 3,900 SH   DFND 4 3,900 0 0
GARMIN LTD SHS H2906T109 1,529 15,677 SH   DFND 1 15,677 0 0
GARMIN LTD SHS H2906T109 5,951 61,000 SH   DFND 4 61,000 0 0
GARTNER INC COM 366651107 6,611 42,901 SH   DFND 1 42,901 0 0
GARTNER INC COM 366651107 269 1,748 SH   DFND 2 1,748 0 0
GARTNER INC COM 366651107 46 300 SH   DFND 4 300 0 0
GASLOG LTD SHS G37585109 4,072 415,889 SH   DFND 4 415,889 0 0
GATX CORP COM 361448103 1,888 22,787 SH   DFND 1 22,787 0 0
GCI LIBERTY INC COM CLASS A 36164V305 3,624 51,152 SH   DFND 1 51,152 0 0
GENERAC HLDGS INC COM 368736104 872 8,673 SH   DFND 1 8,673 0 0
GENERAC HLDGS INC COM 368736104 8,937 88,850 SH   DFND 4 88,850 0 0
GENERAL DYNAMICS CORP COM 369550108 1,480 8,393 SH   DFND 1 8,393 0 0
GENERAL DYNAMICS CORP COM 369550108 866 4,908 SH   DFND 2 4,908 0 0
GENERAL ELECTRIC CO COM 369604103 150 13,400 SH   DFND 4 13,400 0 0
GENERAL ELECTRIC CO COM 369604103 6,367 570,496 SH   DFND 1 570,496 0 0
GENERAL ELECTRIC CO COM 369604103 1,690 151,461 SH   DFND 2 151,461 0 0
GENERAL MLS INC COM 370334104 129 2,400 SH   DFND 4 2,400 0 0
GENERAL MLS INC COM 370334104 649 12,119 SH   DFND 2 12,119 0 0
GENERAL MLS INC COM 370334104 23,240 433,889 SH   DFND 1 433,889 0 0
GENERAL MTRS CO COM 37045V100 2,083 56,921 SH   DFND 1 56,921 0 0
GENERAL MTRS CO COM 37045V100 841 22,973 SH   DFND 2 22,973 0 0
GENERAL MTRS CO COM 37045V100 2,639 72,100 SH   DFND 4 72,100 0 0
GENESCO INC COM 371532102 98 2,048 SH   DFND 1 2,048 0 0
GENESCO INC COM 371532102 2,892 60,345 SH   DFND 4 60,345 0 0
GENMARK DIAGNOSTICS INC COM 372309104 337 70,054 SH   DFND 4 70,054 0 0
GENPACT LIMITED SHS G3922B107 17,106 405,629 SH   DFND 1 405,629 0 0
GENPACT LIMITED SHS G3922B107 6,380 151,300 SH   DFND 4 151,300 0 0
GENTEX CORP COM 371901109 3,712 128,100 SH   DFND 4 128,100 0 0
GENTEX CORP COM 371901109 6,692 230,933 SH   DFND 1 230,933 0 0
GENTHERM INC COM 37253A103 280 6,300 SH   DFND 4 6,300 0 0
GENUINE PARTS CO COM 372460105 298 2,802 SH   DFND 2 2,802 0 0
GENUINE PARTS CO COM 372460105 15,520 146,100 SH   DFND 4 146,100 0 0
GENUINE PARTS CO COM 372460105 6,472 60,923 SH   DFND 1 60,923 0 0
GENWORTH FINL INC COM CL A 37247D106 10,531 2,393,350 SH   DFND 3 2,393,350 0 0
GEO GROUP INC NEW COM 36162J106 299 18,000 SH   DFND 4 18,000 0 0
GIBRALTAR INDS INC COM 374689107 275 5,451 SH   DFND 1 5,451 0 0
GIBRALTAR INDS INC COM 374689107 590 11,700 SH   DFND 4 11,700 0 0
GILDAN ACTIVEWEAR INC COM 375916103 4,730 160,163 SH   DFND 1 160,163 0 0
GILEAD SCIENCES INC COM 375558103 125,987 1,938,855 SH   DFND 4 1,938,855 0 0
GILEAD SCIENCES INC COM 375558103 9,472 145,763 SH   DFND 1 145,763 0 0
GILEAD SCIENCES INC COM 375558103 1,316 20,246 SH   DFND 2 20,246 0 0
GLACIER BANCORP INC NEW COM 37637Q105 3,459 75,219 SH   DFND 1 75,219 0 0
GLAUKOS CORP COM 377322102 1,912 35,096 SH   DFND 1 35,096 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,317 16,565 SH   DFND 1 16,565 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 4,540 908,051 SH   DFND 3 908,051 0 0
GLOBAL PMTS INC COM 37940X102 2,873 15,737 SH   DFND 1 15,737 0 0
GLOBAL PMTS INC COM 37940X102 987 5,409 SH   DFND 2 5,409 0 0
GLOBANT S A COM L44385109 4,400 41,498 SH   DFND 1 41,498 0 0
GLOBANT S A COM L44385109 933 8,800 SH   DFND 4 8,800 0 0
GLOBE LIFE INC COM 37959E102 8,084 76,811 SH   DFND 1 76,811 0 0
GLOBE LIFE INC COM 37959E102 1,867 17,734 SH   DFND 3 17,734 0 0
GLOBE LIFE INC COM 37959E102 6,026 57,250 SH   DFND 4 57,250 0 0
GLOBUS MED INC CL A 379577208 17,170 291,612 SH   DFND 1 291,612 0 0
GLOBUS MED INC CL A 379577208 1,808 30,700 SH   DFND 4 30,700 0 0
GMS INC COM 36251C103 7,238 267,272 SH   DFND 4 267,272 0 0
GMS INC COM 36251C103 180 6,665 SH   DFND 1 6,665 0 0
GODADDY INC CL A 380237107 9,468 139,407 SH   DFND 1 139,407 0 0
GODADDY INC CL A 380237107 12,114 178,358 SH   DFND 4 178,358 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 7,332 1,110,940 SH   DFND 4 1,110,940 0 0
GOLDEN STAR RES LTD CDA NOTE 7.000% 8/1 38119TAG9 3,401 3,000,000 PRN   DFND 3 3,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,060 52,449 SH   DFND 1 52,449 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,411 6,138 SH   DFND 2 6,138 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 24,823 107,958 SH   DFND 4 107,958 0 0
GRACE W R & CO DEL NEW COM 38388F108 3,276 46,900 SH   DFND 4 46,900 0 0
GRACE W R & CO DEL NEW COM 38388F108 2,232 31,960 SH   DFND 1 31,960 0 0
GRACO INC COM 384109104 12,600 242,300 SH   DFND 4 242,300 0 0
GRACO INC COM 384109104 4,271 82,126 SH   DFND 1 82,126 0 0
GRAFTECH INTL LTD COM 384313508 12,901 1,110,239 SH   DFND 1 1,110,239 0 0
GRAHAM HLDGS CO COM 384637104 6,674 10,444 SH   DFND 1 10,444 0 0
GRAINGER W W INC COM 384802104 9,839 29,066 SH   DFND 1 29,066 0 0
GRAINGER W W INC COM 384802104 119 352 SH   DFND 2 352 0 0
GRAINGER W W INC COM 384802104 4,032 11,910 SH   DFND 4 11,910 0 0
GRAND CANYON ED INC COM 38526M106 572 5,978 SH   DFND 1 5,978 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 6,391 125,600 SH   DFND 4 125,600 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 3,948 237,133 SH   DFND 1 237,133 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 33 2,000 SH   DFND 4 2,000 0 0
GRAY TELEVISION INC COM 389375106 3,674 171,400 SH   DFND 1 171,400 0 0
GRAY TELEVISION INC COM 389375106 319 14,900 SH   DFND 4 14,900 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,419 125,278 SH   DFND 4 125,278 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 239 21,057 SH   DFND 1 21,057 0 0
GREAT WESTN BANCORP INC COM 391416104 318 9,159 SH   DFND 1 9,159 0 0
GREAT WESTN BANCORP INC COM 391416104 83 2,400 SH   DFND 4 2,400 0 0
GREEN DOT CORP CL A 39304D102 94 4,023 SH   DFND 1 4,023 0 0
GREEN DOT CORP CL A 39304D102 145 6,230 SH   DFND 4 6,230 0 0
GREENSKY INC CL A 39572G100 200 22,459 SH   DFND 1 22,459 0 0
GREENSKY INC CL A 39572G100 34 3,800 SH   DFND 4 3,800 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 43,594 1,871,775 SH   DFND 3 1,871,775 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 3,378 33,785 SH   DFND 4 33,785 0 0
GROUPON INC COM 399473107 1,062 444,400 SH   DFND 4 444,400 0 0
GRUBHUB INC COM 400110102 29,443 605,332 SH   DFND 3 605,332 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 3,416 31,122 SH   DFND 1 31,122 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 812 7,400 SH   DFND 4 7,400 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 7,095 6,000,000 PRN   DFND 3 6,000,000 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 573 54,900 SH   DFND 4 54,900 0 0
HACKETT GROUP INC COM 404609109 1,947 120,654 SH   DFND 4 120,654 0 0
HAEMONETICS CORP COM 405024100 2,127 18,509 SH   DFND 1 18,509 0 0
HAEMONETICS CORP COM 405024100 7,374 64,177 SH   DFND 4 64,177 0 0
HALLADOR ENERGY COMPANY COM 40609P105 515 173,372 SH   DFND 4 173,372 0 0
HALLIBURTON CO COM 406216101 0 16 SH   DFND 1 16 0 0
HALLIBURTON CO COM 406216101 565 23,091 SH   DFND 2 23,091 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 5,794 326,754 SH   DFND 1 326,754 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 2,452 138,300 SH   DFND 4 138,300 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,422 32,417 SH   DFND 4 32,417 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 755 17,219 SH   DFND 1 17,219 0 0
HANESBRANDS INC COM 410345102 7,849 528,590 SH   DFND 1 528,590 0 0
HANESBRANDS INC COM 410345102 111 7,483 SH   DFND 2 7,483 0 0
HANMI FINL CORP COM NEW 410495204 159 7,960 SH   DFND 1 7,960 0 0
HANMI FINL CORP COM NEW 410495204 46 2,300 SH   DFND 4 2,300 0 0
HANOVER INS GROUP INC COM 410867105 18,319 134,044 SH   DFND 1 134,044 0 0
HANOVER INS GROUP INC COM 410867105 41 300 SH   DFND 4 300 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 1,606 146,165 SH   DFND 4 146,165 0 0
HARLEY DAVIDSON INC COM 412822108 1,563 42,026 SH   DFND 1 42,026 0 0
HARLEY DAVIDSON INC COM 412822108 3,061 82,300 SH   DFND 4 82,300 0 0
HARLEY DAVIDSON INC COM 412822108 576 15,478 SH   DFND 3 15,478 0 0
HARLEY DAVIDSON INC COM 412822108 121 3,255 SH   DFND 2 3,255 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 839 231,266 SH   DFND 4 231,266 0 0
HARSCO CORP COM 415864107 996 43,299 SH   DFND 1 43,299 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 10,117 166,486 SH   DFND 1 166,486 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 409 6,727 SH   DFND 2 6,727 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 21,334 351,068 SH   DFND 4 351,068 0 0
HASBRO INC COM 418056107 4,905 46,442 SH   DFND 1 46,442 0 0
HASBRO INC COM 418056107 262 2,483 SH   DFND 2 2,483 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 13,209 281,891 SH   DFND 1 281,891 0 0
HC2 HLDGS INC COM 404139107 22 10,260 SH   DFND 4 10,260 0 0
HCA HEALTHCARE INC COM 40412C101 19,645 132,907 SH   DFND 1 132,907 0 0
HCA HEALTHCARE INC COM 40412C101 399 2,697 SH   DFND 2 2,697 0 0
HCA HEALTHCARE INC COM 40412C101 128,805 871,421 SH   DFND 4 871,421 0 0
HCI GROUP INC COM 40416E103 4,514 98,883 SH   DFND 4 98,883 0 0
HD SUPPLY HLDGS INC COM 40416M105 12,719 316,224 SH   DFND 1 316,224 0 0
HD SUPPLY HLDGS INC COM 40416M105 38,526 957,879 SH   DFND 4 957,879 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 10,068 158,878 SH   DFND 3 158,878 0 0
HEALTHCARE SVCS GRP INC COM 421906108 12,486 513,392 SH   DFND 1 513,392 0 0
HEALTHPEAK PPTYS INC COM 42250P103 314 9,123 SH   DFND 2 9,123 0 0
HEALTHPEAK PPTYS INC COM 42250P103 89 2,578 SH   DFND 3 2,578 0 0
HEALTHPEAK PPTYS INC COM 42250P103 10 300 SH   DFND 4 300 0 0
HEALTHSTREAM INC COM 42222N103 2,071 76,150 SH   DFND 4 76,150 0 0
HEALTHSTREAM INC COM 42222N103 246 9,041 SH   DFND 1 9,041 0 0
HEARTLAND EXPRESS INC COM 422347104 1,881 89,385 SH   DFND 1 89,385 0 0
HEICO CORP NEW CL A 422806208 18,459 206,173 SH   DFND 3 206,173 0 0
HEICO CORP NEW COM 422806109 10,813 94,727 SH   DFND 1 94,727 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 530 16,316 SH   DFND 1 16,316 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 4,108 126,414 SH   DFND 4 126,414 0 0
HELEN OF TROY CORP LTD COM G4388N106 7,299 40,595 SH   DFND 1 40,595 0 0
HELMERICH & PAYNE INC COM 423452101 2,918 64,247 SH   DFND 1 64,247 0 0
HENRY JACK & ASSOC INC COM 426281101 12,902 88,572 SH   DFND 1 88,572 0 0
HENRY SCHEIN INC COM 806407102 16,262 243,734 SH   DFND 1 243,734 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 4,754 4,600,000 PRN   DFND 3 4,600,000 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 11,536 242,000 SH   DFND 4 242,000 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 1,826 38,311 SH   DFND 1 38,311 0 0
HERC HLDGS INC COM 42704L104 6,027 123,149 SH   DFND 4 123,149 0 0
HERON THERAPEUTICS INC COM 427746102 3,839 163,328 SH   DFND 1 163,328 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 2,634 181,000 SH   DFND 4 181,000 0 0
HERSHEY CO COM 427866108 18,901 128,594 SH   DFND 1 128,594 0 0
HERSHEY CO COM 427866108 391 2,661 SH   DFND 2 2,661 0 0
HERSHEY CO COM 427866108 29,315 199,450 SH   DFND 4 199,450 0 0
HESS CORP COM 42809H107 1,823 27,285 SH   DFND 1 27,285 0 0
HESS CORP COM 42809H107 355 5,313 SH   DFND 2 5,313 0 0
HESS CORP COM 42809H107 53 800 SH   DFND 3 800 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 788 49,700 SH   DFND 4 49,700 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 11,315 713,417 SH   DFND 1 713,417 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 434 27,337 SH   DFND 2 27,337 0 0
HEXCEL CORP NEW COM 428291108 8,091 110,361 SH   DFND 1 110,361 0 0
HIBBETT SPORTS INC COM 428567101 7,340 261,758 SH   DFND 4 261,758 0 0
HILL ROM HLDGS INC COM 431475102 22,693 199,882 SH   DFND 1 199,882 0 0
HILL ROM HLDGS INC COM 431475102 9,661 85,100 SH   DFND 4 85,100 0 0
HILLENBRAND INC COM 431571108 3,380 101,469 SH   DFND 1 101,469 0 0
HILLENBRAND INC COM 431571108 4,926 147,896 SH   DFND 4 147,896 0 0
HILLTOP HOLDINGS INC COM 432748101 7,770 311,680 SH   DFND 4 311,680 0 0
HILTON GRAND VACATIONS INC COM 43283X105 20,242 588,617 SH   DFND 1 588,617 0 0
HILTON GRAND VACATIONS INC COM 43283X105 62 1,800 SH   DFND 4 1,800 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 11,528 103,942 SH   DFND 1 103,942 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 534 4,814 SH   DFND 2 4,814 0 0
HMS HLDGS CORP COM 40425J101 9,184 310,258 SH   DFND 1 310,258 0 0
HMS HLDGS CORP COM 40425J101 77 2,600 SH   DFND 4 2,600 0 0
HNI CORP COM 404251100 439 11,728 SH   DFND 1 11,728 0 0
HOLLYFRONTIER CORP COM 436106108 6,325 124,727 SH   DFND 1 124,727 0 0
HOLLYFRONTIER CORP COM 436106108 142 2,802 SH   DFND 2 2,802 0 0
HOLLYFRONTIER CORP COM 436106108 13,301 262,300 SH   DFND 4 262,300 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 250 15,240 SH   DFND 1 15,240 0 0
HOLOGIC INC COM 436440101 12,476 238,959 SH   DFND 1 238,959 0 0
HOLOGIC INC COM 436440101 16,756 320,934 SH   DFND 3 320,934 0 0
HOLOGIC INC COM 436440101 55,369 1,060,510 SH   DFND 4 1,060,510 0 0
HOME BANCSHARES INC COM 436893200 1,843 93,737 SH   DFND 1 93,737 0 0
HOME DEPOT INC COM 437076102 4,880 22,348 SH   DFND 2 22,348 0 0
HOME DEPOT INC COM 437076102 3,254 14,900 SH   DFND 4 14,900 0 0
HOME DEPOT INC COM 437076102 13,943 63,847 SH   DFND 1 63,847 0 0
HOMESTREET INC COM 43785V102 271 7,983 SH   DFND 1 7,983 0 0
HOMESTREET INC COM 43785V102 41 1,200 SH   DFND 4 1,200 0 0
HONEYWELL INTL INC COM 438516106 2,916 16,471 SH   DFND 1 16,471 0 0
HONEYWELL INTL INC COM 438516106 2,362 13,345 SH   DFND 2 13,345 0 0
HONEYWELL INTL INC COM 438516106 266 1,500 SH   DFND 4 1,500 0 0
HOPE BANCORP INC COM 43940T109 2,756 185,506 SH   DFND 1 185,506 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,589 36,400 SH   DFND 4 36,400 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 8,354 230,782 SH   DFND 1 230,782 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 1,034 28,555 SH   DFND 4 28,555 0 0
HORMEL FOODS CORP COM 440452100 243 5,378 SH   DFND 2 5,378 0 0
HORMEL FOODS CORP COM 440452100 59 1,300 SH   DFND 4 1,300 0 0
HORMEL FOODS CORP COM 440452100 26,126 579,166 SH   DFND 1 579,166 0 0
HOST HOTELS & RESORTS INC COM 44107P104 6,257 337,286 SH   DFND 4 337,286 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 678 344,000 SH   DFND 3 344,000 0 0
HOSTESS BRANDS INC CL A 44109J106 130 8,918 SH   DFND 1 8,918 0 0
HOSTESS BRANDS INC CL A 44109J106 17 1,200 SH   DFND 4 1,200 0 0
HOULIHAN LOKEY INC CL A 441593100 174 3,561 SH   DFND 1 3,561 0 0
HOULIHAN LOKEY INC CL A 441593100 2,781 56,900 SH   DFND 4 56,900 0 0
HP INC COM 40434L105 16,762 815,656 SH   DFND 1 815,656 0 0
HP INC COM 40434L105 823 40,057 SH   DFND 2 40,057 0 0
HP INC COM 40434L105 2,399 116,743 SH   DFND 3 116,743 0 0
HP INC COM 40434L105 58,576 2,850,400 SH   DFND 4 2,850,400 0 0
HUAMI CORP SPONSORED ADS 44331K103 6,735 560,344 SH   DFND 4 560,344 0 0
HUB GROUP INC CL A 443320106 2,535 49,411 SH   DFND 1 49,411 0 0
HUBBELL INC COM 443510607 13,565 91,764 SH   DFND 1 91,764 0 0
HUBBELL INC COM 443510607 133 900 SH   DFND 4 900 0 0
HUDBAY MINERALS INC COM 443628102 30 7,303 SH   DFND 1 7,303 0 0
HUDBAY MINERALS INC COM 443628102 1,303 314,000 SH   DFND 4 314,000 0 0
HUDSON PAC PPTYS INC COM 444097109 7,873 209,100 SH   DFND 4 209,100 0 0
HUMANA INC COM 444859102 13,752 37,520 SH   DFND 1 37,520 0 0
HUMANA INC COM 444859102 921 2,513 SH   DFND 2 2,513 0 0
HUMANA INC COM 444859102 170,886 466,239 SH   DFND 4 466,239 0 0
HUNT J B TRANS SVCS INC COM 445658107 5,676 48,600 SH   DFND 4 48,600 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,839 41,442 SH   DFND 1 41,442 0 0
HUNT J B TRANS SVCS INC COM 445658107 216 1,848 SH   DFND 2 1,848 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,757 182,828 SH   DFND 1 182,828 0 0
HUNTINGTON BANCSHARES INC COM 446150104 297 19,677 SH   DFND 2 19,677 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,022 16,032 SH   DFND 1 16,032 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 225 895 SH   DFND 2 895 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 8,430 33,600 SH   DFND 4 33,600 0 0
HUNTSMAN CORP COM 447011107 7,645 316,418 SH   DFND 1 316,418 0 0
HURCO COMPANIES INC COM 447324104 1,277 33,295 SH   DFND 4 33,295 0 0
HYATT HOTELS CORP COM CL A 448579102 16,946 188,893 SH   DFND 1 188,893 0 0
HYATT HOTELS CORP COM CL A 448579102 260 2,900 SH   DFND 4 2,900 0 0
IAA INC COM 449253103 4,426 94,046 SH   DFND 1 94,046 0 0
IAA INC COM 449253103 89 1,900 SH   DFND 4 1,900 0 0
IAC INTERACTIVECORP COM 44919P508 2,391 9,600 SH   DFND 1 9,600 0 0
IAC INTERACTIVECORP COM 44919P508 344 1,382 SH   DFND 2 1,382 0 0
IAC INTERACTIVECORP COM 44919P508 11,858 47,600 SH   DFND 4 47,600 0 0
IBERIABANK CORP COM 450828108 6,113 81,691 SH   DFND 4 81,691 0 0
ICHOR HOLDINGS SHS G4740B105 288 8,648 SH   DFND 1 8,648 0 0
ICHOR HOLDINGS SHS G4740B105 719 21,600 SH   DFND 4 21,600 0 0
ICON PLC SHS G4705A100 13,283 77,122 SH   DFND 1 77,122 0 0
IDACORP INC COM 451107106 6,742 63,129 SH   DFND 1 63,129 0 0
IDACORP INC COM 451107106 4,998 46,800 SH   DFND 4 46,800 0 0
IDEX CORP COM 45167R104 3,986 23,176 SH   DFND 1 23,176 0 0
IDEX CORP COM 45167R104 262 1,522 SH   DFND 2 1,522 0 0
IDEX CORP COM 45167R104 120 700 SH   DFND 4 700 0 0
IDEXX LABS INC COM 45168D104 8,021 30,718 SH   DFND 1 30,718 0 0
IDEXX LABS INC COM 45168D104 86,503 331,263 SH   DFND 4 331,263 0 0
IDEXX LABS INC COM 45168D104 412 1,578 SH   DFND 2 1,578 0 0
IDEXX LABS INC COM 45168D104 6,927 26,528 SH   DFND 3 26,528 0 0
IHS MARKIT LTD SHS G47567105 3,545 47,055 SH   DFND 1 47,055 0 0
IHS MARKIT LTD SHS G47567105 489 6,493 SH   DFND 2 6,493 0 0
IHS MARKIT LTD SHS G47567105 8,741 116,000 SH   DFND 4 116,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,995 61,210 SH   DFND 1 61,210 0 0
ILLINOIS TOOL WKS INC COM 452308109 996 5,544 SH   DFND 2 5,544 0 0
ILLINOIS TOOL WKS INC COM 452308109 28,471 158,500 SH   DFND 4 158,500 0 0
ILLUMINA INC COM 452327109 9,923 29,914 SH   DFND 3 29,914 0 0
ILLUMINA INC COM 452327109 9,358 28,208 SH   DFND 1 28,208 0 0
ILLUMINA INC COM 452327109 894 2,695 SH   DFND 2 2,695 0 0
IMAX CORP COM 45245E109 735 36,000 SH   DFND 4 36,000 0 0
IMMUNOGEN INC COM 45253H101 1,161 227,495 SH   DFND 4 227,495 0 0
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INDEPENDENT BK GROUP INC COM 45384B106 3,720 67,092 SH   DFND 1 67,092 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,379 61,500 SH   DFND 4 61,500 0 0
INFOSYS LTD SPONSORED ADR 456788108 35,080 3,399,200 SH   DFND 4 3,399,200 0 0
INGERSOLL-RAND PLC SHS G47791101 5,754 43,292 SH   DFND 1 43,292 0 0
INGERSOLL-RAND PLC SHS G47791101 597 4,488 SH   DFND 2 4,488 0 0
INGERSOLL-RAND PLC SHS G47791101 41,538 312,500 SH   DFND 4 312,500 0 0
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INTEL CORP COM 458140100 11,842 197,860 SH   DFND 1 197,860 0 0
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INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,583 12,774 SH   DFND 1 12,774 0 0
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INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 2,850 2,850,000 PRN   DFND 3 2,850,000 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 434 10,074 SH   DFND 4 10,074 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 9,920 74,004 SH   DFND 1 74,004 0 0
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INTERNATIONAL FLAVORS&FRAGRA COM 459506101 224 1,736 SH   DFND 2 1,736 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 233 15,570 SH   DFND 4 15,570 0 0
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INTERPUBLIC GROUP COS INC COM 460690100 11,129 481,780 SH   DFND 1 481,780 0 0
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INTL PAPER CO COM 460146103 12,209 265,123 SH   DFND 1 265,123 0 0
INTUIT COM 461202103 10,500 40,086 SH   DFND 1 40,086 0 0
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INTUIT COM 461202103 215,155 821,422 SH   DFND 4 821,422 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,641 2,777 SH   DFND 1 2,777 0 0
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INVESCO LTD SHS G491BT108 12,685 705,481 SH   DFND 1 705,481 0 0
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INVITATION HOMES INC COM 46187W107 51,637 1,722,971 SH   DFND 4 1,722,971 0 0
IONIS PHARMACEUTICALS INC COM 462222100 3,544 58,670 SH   DFND 1 58,670 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 883 31,918 SH   DFND 1 31,918 0 0
IPG PHOTONICS CORP COM 44980X109 818 5,646 SH   DFND 1 5,646 0 0
IPG PHOTONICS CORP COM 44980X109 9,965 68,765 SH   DFND 3 68,765 0 0
IQIYI INC NOTE 3.750%12/0 46267XAB4 9,059 8,200,000 PRN   DFND 3 8,200,000 0 0
IQVIA HLDGS INC COM 46266C105 9,036 58,479 SH   DFND 1 58,479 0 0
IQVIA HLDGS INC COM 46266C105 428 2,769 SH   DFND 2 2,769 0 0
IQVIA HLDGS INC COM 46266C105 71,051 459,849 SH   DFND 4 459,849 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 6,786 99,664 SH   DFND 1 99,664 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 428 17,389 SH   DFND 1 17,389 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 281 21,093 SH   DFND 3 21,093 0 0
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ISHARES INC MSCI BRAZIL ETF 464286400 38,822 818,175 SH   DFND 1 818,175 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 2,211 72,859 SH   DFND 1 72,859 0 0
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ISHARES TR TIPS BD ETF 464287176 70,341 603,424 SH   DFND 1 603,424 0 0
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ITRON INC COM 465741106 1,971 23,475 SH   DFND 1 23,475 0 0
ITRON INC COM 465741106 683 8,137 SH   DFND 4 8,137 0 0
ITT INC COM 45073V108 6,218 84,129 SH   DFND 1 84,129 0 0
J & J SNACK FOODS CORP COM 466032109 5,539 30,061 SH   DFND 1 30,061 0 0
J & J SNACK FOODS CORP COM 466032109 756 4,100 SH   DFND 4 4,100 0 0
J ALEXANDERS HLDGS INC COM 46609J106 245 25,642 SH   DFND 4 25,642 0 0
J ALEXANDERS HLDGS INC COM 46609J106 1,743 182,288 SH   DFND 3 182,288 0 0
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JABIL INC COM 466313103 9,041 218,750 SH   DFND 1 218,750 0 0
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JAMES RIV GROUP LTD COM G5005R107 344 8,355 SH   DFND 1 8,355 0 0
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JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 4,632 4,600,000 PRN   DFND 3 4,600,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 13,820 13,440,000 PRN   DFND 3 13,440,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,672 24,599 SH   DFND 1 24,599 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 172 1,149 SH   DFND 2 1,149 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 28,094 188,200 SH   DFND 4 188,200 0 0
JD COM INC SPON ADR CL A 47215P106 893 25,346 SH   DFND 3 25,346 0 0
JD COM INC SPON ADR CL A 47215P106 134,621 3,821,201 SH   DFND 4 3,821,201 0 0
JEFFERIES FINL GROUP INC COM 47233W109 9,314 435,814 SH   DFND 1 435,814 0 0
JEFFERIES FINL GROUP INC COM 47233W109 114 5,349 SH   DFND 2 5,349 0 0
JELD-WEN HLDG INC COM 47580P103 196 8,376 SH   DFND 4 8,376 0 0
JELD-WEN HLDG INC COM 47580P103 8,708 371,940 SH   DFND 1 371,940 0 0
JETBLUE AWYS CORP COM 477143101 1,048 55,966 SH   DFND 1 55,966 0 0
JETBLUE AWYS CORP COM 477143101 1,367 72,997 SH   DFND 4 72,997 0 0
JOHNSON & JOHNSON COM 478160104 3,491 23,927 SH   DFND 1 23,927 0 0
JOHNSON & JOHNSON COM 478160104 6,649 45,582 SH   DFND 2 45,582 0 0
JOHNSON & JOHNSON COM 478160104 137,203 940,585 SH   DFND 4 940,585 0 0
JOHNSON CTLS INTL PLC SHS G51502105 35,483 871,600 SH   DFND 4 871,600 0 0
JOHNSON CTLS INTL PLC SHS G51502105 14,856 364,926 SH   DFND 1 364,926 0 0
JOHNSON CTLS INTL PLC SHS G51502105 706 17,347 SH   DFND 2 17,347 0 0
JOINT CORP COM 47973J102 237 14,700 SH   DFND 4 14,700 0 0
JONES LANG LASALLE INC COM 48020Q107 319 1,834 SH   DFND 2 1,834 0 0
JPMORGAN CHASE & CO COM 46625H100 6,185 44,367 SH   DFND 1 44,367 0 0
JPMORGAN CHASE & CO COM 46625H100 7,620 54,662 SH   DFND 2 54,662 0 0
JPMORGAN CHASE & CO COM 46625H100 228 1,637 SH   DFND 3 1,637 0 0
JPMORGAN CHASE & CO COM 46625H100 572 4,100 SH   DFND 4 4,100 0 0
JUNIPER NETWORKS INC COM 48203R104 12,587 511,028 SH   DFND 1 511,028 0 0
JUNIPER NETWORKS INC COM 48203R104 165 6,685 SH   DFND 2 6,685 0 0
JUNIPER NETWORKS INC COM 48203R104 118 4,800 SH   DFND 4 4,800 0 0
K12 INC COM 48273U102 170 8,343 SH   DFND 1 8,343 0 0
K12 INC COM 48273U102 4,104 201,676 SH   DFND 4 201,676 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 5,740 51,764 SH   DFND 1 51,764 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 21,021 189,564 SH   DFND 4 189,564 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 275 1,794 SH   DFND 2 1,794 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,536 10,031 SH   DFND 4 10,031 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,536 16,560 SH   DFND 1 16,560 0 0
KAR AUCTION SVCS INC COM 48238T109 30,344 1,392,605 SH   DFND 1 1,392,605 0 0
KAR AUCTION SVCS INC COM 48238T109 41 1,900 SH   DFND 4 1,900 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 380 19,800 SH   DFND 4 19,800 0 0
KB HOME COM 48666K109 7,388 215,572 SH   DFND 1 215,572 0 0
KB HOME COM 48666K109 12,748 371,974 SH   DFND 4 371,974 0 0
KBR INC COM 48242W106 7,279 238,665 SH   DFND 1 238,665 0 0
KEARNY FINL CORP MD COM 48716P108 171 12,370 SH   DFND 1 12,370 0 0
KELLOGG CO COM 487836108 7,324 105,890 SH   DFND 1 105,890 0 0
KELLOGG CO COM 487836108 11,218 162,200 SH   DFND 4 162,200 0 0
KELLOGG CO COM 487836108 337 4,868 SH   DFND 2 4,868 0 0
KELLY SVCS INC CL A 488152208 519 22,970 SH   DFND 1 22,970 0 0
KEMPER CORP DEL COM 488401100 3,451 44,532 SH   DFND 1 44,532 0 0
KEMPER CORP DEL COM 488401100 78 1,000 SH   DFND 4 1,000 0 0
KENNAMETAL INC COM 489170100 1,212 32,846 SH   DFND 1 32,846 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 2,866 128,505 SH   DFND 1 128,505 0 0
KEURIG DR PEPPER INC COM 49271V100 17,584 607,393 SH   DFND 1 607,393 0 0
KEURIG DR PEPPER INC COM 49271V100 4,519 156,100 SH   DFND 4 156,100 0 0
KEYCORP NEW COM 493267108 4,107 202,929 SH   DFND 1 202,929 0 0
KEYCORP NEW COM 493267108 417 20,583 SH   DFND 2 20,583 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,202 21,456 SH   DFND 1 21,456 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 369 3,597 SH   DFND 2 3,597 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 123,782 1,206,100 SH   DFND 4 1,206,100 0 0
KFORCE INC COM 493732101 519 13,082 SH   DFND 1 13,082 0 0
KFORCE INC COM 493732101 4,419 111,300 SH   DFND 4 111,300 0 0
KIMBERLY CLARK CORP COM 494368103 5,720 41,579 SH   DFND 1 41,579 0 0
KIMBERLY CLARK CORP COM 494368103 905 6,582 SH   DFND 2 6,582 0 0
KIMBERLY CLARK CORP COM 494368103 15,049 109,410 SH   DFND 4 109,410 0 0
KINDER MORGAN INC DEL COM 49456B101 1,437 67,875 SH   DFND 1 67,875 0 0
KINDER MORGAN INC DEL COM 49456B101 654 30,872 SH   DFND 2 30,872 0 0
KINDER MORGAN INC DEL COM 49456B101 5,523 260,915 SH   DFND 3 260,915 0 0
KINDER MORGAN INC DEL COM 49456B101 3,658 172,800 SH   DFND 4 172,800 0 0
KINROSS GOLD CORP COM 496902404 4,176 881,100 SH   DFND 4 881,100 0 0
KINSALE CAP GROUP INC COM 49714P108 1,362 13,400 SH   DFND 4 13,400 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 7,074 160,262 SH   DFND 3 160,262 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 42,994 975,593 SH   DFND 4 975,593 0 0
KKR & CO INC CL A 48251W104 2,791 95,661 SH   DFND 1 95,661 0 0
KLA CORPORATION COM NEW 482480100 12,867 72,217 SH   DFND 1 72,217 0 0
KLA CORPORATION COM NEW 482480100 540 3,031 SH   DFND 2 3,031 0 0
KLA CORPORATION COM NEW 482480100 5,042 28,300 SH   DFND 4 28,300 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 190 5,304 SH   DFND 1 5,304 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 87 2,424 SH   DFND 2 2,424 0 0
KNOLL INC COM NEW 498904200 332 13,160 SH   DFND 1 13,160 0 0
KNOWLES CORP COM 49926D109 8 400 SH   DFND 4 400 0 0
KNOWLES CORP COM 49926D109 988 46,715 SH   DFND 1 46,715 0 0
KOHLS CORP COM 500255104 321 6,300 SH   DFND 4 6,300 0 0
KOHLS CORP COM 500255104 5,419 106,356 SH   DFND 1 106,356 0 0
KOHLS CORP COM 500255104 156 3,055 SH   DFND 2 3,055 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,113 55,278 SH   DFND 4 55,278 0 0
KORN FERRY COM NEW 500643200 16,214 382,408 SH   DFND 1 382,408 0 0
KOSMOS ENERGY LTD COM 500688106 3,297 578,349 SH   DFND 3 578,349 0 0
KOSMOS ENERGY LTD COM 500688106 1,834 321,794 SH   DFND 4 321,794 0 0
KRAFT HEINZ CO COM 500754106 12,377 385,198 SH   DFND 1 385,198 0 0
KRAFT HEINZ CO COM 500754106 359 11,174 SH   DFND 2 11,174 0 0
KRAFT HEINZ CO COM 500754106 5 165 SH   DFND 3 165 0 0
KRAFT HEINZ CO COM 500754106 23,430 729,239 SH   DFND 4 729,239 0 0
KRATON CORPORATION COM 50077C106 3,213 126,895 SH   DFND 4 126,895 0 0
KROGER CO COM 501044101 477 16,449 SH   DFND 2 16,449 0 0
KROGER CO COM 501044101 11,494 396,494 SH   DFND 1 396,494 0 0
KT CORP SPONSORED ADR 48268K101 12,975 1,118,509 SH   DFND 4 1,118,509 0 0
KULICKE & SOFFA INDS INC COM 501242101 282 10,354 SH   DFND 1 10,354 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,391 51,124 SH   DFND 4 51,124 0 0
KURA ONCOLOGY INC COM 50127T109 1,457 105,939 SH   DFND 3 105,939 0 0
KURA SUSHI USA INC CL A COM 501270102 377 14,825 SH   DFND 4 14,825 0 0
L BRANDS INC COM 501797104 2,580 142,380 SH   DFND 1 142,380 0 0
L BRANDS INC COM 501797104 89 4,917 SH   DFND 2 4,917 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 105,278 532,056 SH   DFND 4 532,056 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 61 309 SH   DFND 1 309 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 447 2,257 SH   DFND 2 2,257 0 0
LA Z BOY INC COM 505336107 13,906 441,766 SH   DFND 1 441,766 0 0
LA Z BOY INC COM 505336107 63 2,000 SH   DFND 4 2,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 19,664 116,239 SH   DFND 1 116,239 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 360 2,129 SH   DFND 2 2,129 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,182 12,900 SH   DFND 4 12,900 0 0
LAM RESEARCH CORP COM 512807108 17,367 59,392 SH   DFND 1 59,392 0 0
LAM RESEARCH CORP COM 512807108 777 2,656 SH   DFND 2 2,656 0 0
LAM RESEARCH CORP COM 512807108 179,887 615,208 SH   DFND 4 615,208 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,677 52,400 SH   DFND 4 52,400 0 0
LAMB WESTON HLDGS INC COM 513272104 2,658 30,900 SH   DFND 4 30,900 0 0
LAMB WESTON HLDGS INC COM 513272104 2,771 32,211 SH   DFND 1 32,211 0 0
LAMB WESTON HLDGS INC COM 513272104 265 3,085 SH   DFND 2 3,085 0 0
LANCASTER COLONY CORP COM 513847103 6,196 38,700 SH   DFND 4 38,700 0 0
LANCASTER COLONY CORP COM 513847103 11,131 69,523 SH   DFND 1 69,523 0 0
LANDSTAR SYS INC COM 515098101 9,297 81,646 SH   DFND 1 81,646 0 0
LANDSTAR SYS INC COM 515098101 31,997 281,000 SH   DFND 4 281,000 0 0
LANNET INC COM 516012101 241 27,294 SH   DFND 4 27,294 0 0
LANTHEUS HLDGS INC COM 516544103 206 10,066 SH   DFND 1 10,066 0 0
LANTHEUS HLDGS INC COM 516544103 3,007 146,606 SH   DFND 4 146,606 0 0
LAS VEGAS SANDS CORP COM 517834107 11,519 166,845 SH   DFND 1 166,845 0 0
LAS VEGAS SANDS CORP COM 517834107 390 5,653 SH   DFND 2 5,653 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 478 24,981 SH   DFND 1 24,981 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,424 74,391 SH   DFND 4 74,391 0 0
LAUDER ESTEE COS INC CL A 518439104 1,941 9,395 SH   DFND 1 9,395 0 0
LAUDER ESTEE COS INC CL A 518439104 973 4,710 SH   DFND 2 4,710 0 0
LAUREATE EDUCATION INC CL A 518613203 16,101 914,266 SH   DFND 1 914,266 0 0
LCI INDS COM 50189K103 4,568 42,643 SH   DFND 1 42,643 0 0
LCI INDS COM 50189K103 161 1,500 SH   DFND 4 1,500 0 0
LEAR CORP COM NEW 521865204 4,983 36,322 SH   DFND 1 36,322 0 0
LEAR CORP COM NEW 521865204 116 846 SH   DFND 2 846 0 0
LEAR CORP COM NEW 521865204 4,514 32,900 SH   DFND 4 32,900 0 0
LEGG MASON INC COM 524901105 6,571 182,978 SH   DFND 1 182,978 0 0
LEGG MASON INC COM 524901105 266 7,400 SH   DFND 4 7,400 0 0
LEGGETT & PLATT INC COM 524660107 4,679 92,039 SH   DFND 1 92,039 0 0
LEIDOS HLDGS INC COM 525327102 16,449 168,034 SH   DFND 4 168,034 0 0
LEIDOS HLDGS INC COM 525327102 290 2,966 SH   DFND 2 2,966 0 0
LEIDOS HLDGS INC COM 525327102 715 7,303 SH   DFND 1 7,303 0 0
LEMAITRE VASCULAR INC COM 525558201 221 6,136 SH   DFND 1 6,136 0 0
LENDINGCLUB CORP COM NEW 52603A208 128 10,177 SH   DFND 1 10,177 0 0
LENNAR CORP CL A 526057104 18,034 323,241 SH   DFND 1 323,241 0 0
LENNAR CORP CL A 526057104 346 6,196 SH   DFND 2 6,196 0 0
LENNAR CORP CL A 526057104 167 3,000 SH   DFND 4 3,000 0 0
LENNOX INTL INC COM 526107107 8,616 35,316 SH   DFND 1 35,316 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 40,782 2,936,087 SH   DFND 4 2,936,087 0 0
LHC GROUP INC COM 50187A107 4,072 29,557 SH   DFND 1 29,557 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 6,751 53,682 SH   DFND 1 53,682 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 272 12,498 SH   DFND 2 12,498 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,043 93,728 SH   DFND 3 93,728 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 15,428 707,871 SH   DFND 1 707,871 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 412 18,900 SH   DFND 4 18,900 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 241 4,982 SH   DFND 2 4,982 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4,244 87,785 SH   DFND 3 87,785 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 7,391 152,900 SH   DFND 4 152,900 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 30,908 642,049 SH   DFND 3 642,049 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 11,467 238,200 SH   DFND 4 238,200 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 1,757 38,224 SH   DFND 1 38,224 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 1,860 3,200,000 PRN   DFND 3 3,200,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 12,208 9,171,000 PRN   DFND 3 9,171,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6,341 4,740,000 PRN   DFND 3 4,740,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,415 328,564 SH   DFND 4 328,564 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 5,337 51,177 SH   DFND 1 51,177 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 11,437 109,670 SH   DFND 4 109,670 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 10,861 12,500,000 PRN   DFND 3 12,500,000 0 0
LILLY ELI & CO COM 532457108 5,084 38,688 SH   DFND 1 38,688 0 0
LILLY ELI & CO COM 532457108 1,920 14,608 SH   DFND 2 14,608 0 0
LILLY ELI & CO COM 532457108 13,064 99,400 SH   DFND 4 99,400 0 0
LINCOLN ELEC HLDGS INC COM 533900106 7,843 81,081 SH   DFND 1 81,081 0 0
LINCOLN ELEC HLDGS INC COM 533900106 22,229 229,800 SH   DFND 4 229,800 0 0
LINCOLN NATL CORP IND COM 534187109 11,473 194,418 SH   DFND 1 194,418 0 0
LINCOLN NATL CORP IND COM 534187109 227 3,840 SH   DFND 2 3,840 0 0
LINCOLN NATL CORP IND COM 534187109 63,855 1,082,102 SH   DFND 4 1,082,102 0 0
LINDE PLC SHS G5494J103 5,091 23,911 SH   DFND 1 23,911 0 0
LINDE PLC SHS G5494J103 1,984 9,319 SH   DFND 2 9,319 0 0
LINDE PLC SHS G5494J103 106 500 SH   DFND 4 500 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 683 64,100 SH   DFND 4 64,100 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 3,556 358,113 SH   DFND 4 358,113 0 0
LITHIA MTRS INC CL A 536797103 6,192 42,121 SH   DFND 1 42,121 0 0
LITHIA MTRS INC CL A 536797103 27,510 187,144 SH   DFND 4 187,144 0 0
LITTELFUSE INC COM 537008104 5,076 26,533 SH   DFND 1 26,533 0 0
LIVERAMP HLDGS INC COM 53815P108 1,363 28,342 SH   DFND 1 28,342 0 0
LIVONGO HEALTH INC COM 539183103 288 11,492 SH   DFND 1 11,492 0 0
LIVONGO HEALTH INC COM 539183103 82 3,290 SH   DFND 4 3,290 0 0
LKQ CORP COM 501889208 35,055 981,944 SH   DFND 4 981,944 0 0
LKQ CORP COM 501889208 6,876 192,600 SH   DFND 1 192,600 0 0
LOEWS CORP COM 540424108 1,291 24,600 SH   DFND 4 24,600 0 0
LOEWS CORP COM 540424108 274 5,221 SH   DFND 2 5,221 0 0
LOEWS CORP COM 540424108 2,560 48,767 SH   DFND 1 48,767 0 0
LOGMEIN INC COM 54142L109 2,622 30,583 SH   DFND 3 30,583 0 0
LOUISIANA PAC CORP COM 546347105 5,366 180,863 SH   DFND 1 180,863 0 0
LOWES COS INC COM 548661107 9,897 82,645 SH   DFND 1 82,645 0 0
LOWES COS INC COM 548661107 1,772 14,794 SH   DFND 2 14,794 0 0
LOWES COS INC COM 548661107 4,647 38,800 SH   DFND 4 38,800 0 0
LPL FINL HLDGS INC COM 50212V100 23,026 249,604 SH   DFND 1 249,604 0 0
LPL FINL HLDGS INC COM 50212V100 4,253 46,100 SH   DFND 4 46,100 0 0
LSI INDS INC COM 50216C108 110 18,225 SH   DFND 4 18,225 0 0
LULULEMON ATHLETICA INC COM 550021109 2,712 11,704 SH   DFND 1 11,704 0 0
LULULEMON ATHLETICA INC COM 550021109 268 1,158 SH   DFND 2 1,158 0 0
LULULEMON ATHLETICA INC COM 550021109 2,625 11,331 SH   DFND 4 11,331 0 0
LUMENTUM HLDGS INC COM 55024U109 912 11,500 SH   DFND 3 11,500 0 0
LUMENTUM HLDGS INC COM 55024U109 1,848 23,300 SH   DFND 4 23,300 0 0
LUMINEX CORP DEL COM 55027E102 232 10,033 SH   DFND 1 10,033 0 0
LYFT INC CL A COM 55087P104 8,745 203,266 SH   DFND 3 203,266 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,149 54,499 SH   DFND 1 54,499 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 833 8,819 SH   DFND 2 8,819 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,617 27,700 SH   DFND 4 27,700 0 0
M & T BK CORP COM 55261F104 24,690 145,450 SH   DFND 4 145,450 0 0
M & T BK CORP COM 55261F104 3,653 21,524 SH   DFND 1 21,524 0 0
M & T BK CORP COM 55261F104 323 1,900 SH   DFND 2 1,900 0 0
M D C HLDGS INC COM 552676108 99 2,600 SH   DFND 4 2,600 0 0
M D C HLDGS INC COM 552676108 2,382 62,427 SH   DFND 1 62,427 0 0
M/I HOMES INC COM 55305B101 335 8,508 SH   DFND 1 8,508 0 0
MACERICH CO COM 554382101 59 2,201 SH   DFND 2 2,201 0 0
MACERICH CO COM 554382101 164 6,100 SH   DFND 4 6,100 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,605 60,790 SH   DFND 1 60,790 0 0
MACROGENICS INC COM 556099109 1,668 153,318 SH   DFND 4 153,318 0 0
MACYS INC COM 55616P104 8,898 523,432 SH   DFND 1 523,432 0 0
MACYS INC COM 55616P104 101 5,914 SH   DFND 2 5,914 0 0
MADDEN STEVEN LTD COM 556269108 7,765 180,547 SH   DFND 1 180,547 0 0
MADDEN STEVEN LTD COM 556269108 296 6,885 SH   DFND 4 6,885 0 0
MAGELLAN HEALTH INC COM NEW 559079207 15,376 196,498 SH   DFND 1 196,498 0 0
MAGELLAN HEALTH INC COM NEW 559079207 4,053 51,800 SH   DFND 4 51,800 0 0
MAGNA INTL INC COM 559222401 29,117 530,300 SH   DFND 4 530,300 0 0
MAGNA INTL INC COM 559222401 5,539 101,002 SH   DFND 1 101,002 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 11,964 951,003 SH   DFND 3 951,003 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 110 31,638 SH   DFND 4 31,638 0 0
MANHATTAN ASSOCS INC COM 562750109 5,510 69,091 SH   DFND 1 69,091 0 0
MANHATTAN ASSOCS INC COM 562750109 32,004 401,300 SH   DFND 4 401,300 0 0
MANPOWERGROUP INC COM 56418H100 21,480 221,210 SH   DFND 1 221,210 0 0
MANPOWERGROUP INC COM 56418H100 109 1,124 SH   DFND 2 1,124 0 0
MANTECH INTL CORP CL A 564563104 12,630 158,108 SH   DFND 1 158,108 0 0
MANULIFE FINL CORP COM 56501R106 12,739 626,700 SH   DFND 4 626,700 0 0
MANULIFE FINL CORP COM 56501R106 11,381 560,956 SH   DFND 1 560,956 0 0
MARATHON OIL CORP COM 565849106 5,804 427,401 SH   DFND 3 427,401 0 0
MARATHON OIL CORP COM 565849106 164 12,091 SH   DFND 2 12,091 0 0
MARATHON PETE CORP COM 56585A102 5,842 96,966 SH   DFND 1 96,966 0 0
MARATHON PETE CORP COM 56585A102 717 11,906 SH   DFND 2 11,906 0 0
MARATHON PETE CORP COM 56585A102 56,828 943,200 SH   DFND 4 943,200 0 0
MARCUS CORP COM 566330106 2,159 67,961 SH   DFND 4 67,961 0 0
MARKEL CORP COM 570535104 359 314 SH   DFND 1 314 0 0
MARKEL CORP COM 570535104 9,270 8,109 SH   DFND 4 8,109 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,871 7,573 SH   DFND 1 7,573 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,589 17,100 SH   DFND 4 17,100 0 0
MARRIOTT INTL INC NEW CL A 571903202 13,705 90,506 SH   DFND 1 90,506 0 0
MARRIOTT INTL INC NEW CL A 571903202 750 4,952 SH   DFND 2 4,952 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 11,907 92,480 SH   DFND 1 92,480 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 64 500 SH   DFND 4 500 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,602 14,381 SH   DFND 1 14,381 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,257 11,279 SH   DFND 2 11,279 0 0
MARSH & MCLENNAN COS INC COM 571748102 12,126 108,837 SH   DFND 4 108,837 0 0
MARTIN MARIETTA MATLS INC COM 573284106 6,713 24,007 SH   DFND 1 24,007 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,073 115,686 SH   DFND 1 115,686 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 281 10,576 SH   DFND 2 10,576 0 0
MASCO CORP COM 574599106 13,669 284,814 SH   DFND 1 284,814 0 0
MASCO CORP COM 574599106 293 6,099 SH   DFND 2 6,099 0 0
MASCO CORP COM 574599106 15,299 318,798 SH   DFND 4 318,798 0 0
MASIMO CORP COM 574795100 4,965 31,412 SH   DFND 1 31,412 0 0
MASIMO CORP COM 574795100 25,475 161,176 SH   DFND 4 161,176 0 0
MASONITE INTL CORP NEW COM 575385109 16,088 222,794 SH   DFND 1 222,794 0 0
MASONITE INTL CORP NEW COM 575385109 6,152 85,200 SH   DFND 4 85,200 0 0
MASTEC INC COM 576323109 14,587 227,357 SH   DFND 1 227,357 0 0
MASTERCARD INC CL A 57636Q104 11,503 38,525 SH   DFND 1 38,525 0 0
MASTERCARD INC CL A 57636Q104 4,637 15,531 SH   DFND 2 15,531 0 0
MASTERCARD INC CL A 57636Q104 32,882 110,124 SH   DFND 3 110,124 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 5,243 332,897 SH   DFND 4 332,897 0 0
MATCH GROUP INC COM 57665R106 13,051 158,955 SH   DFND 3 158,955 0 0
MATERION CORP COM 576690101 204 3,427 SH   DFND 1 3,427 0 0
MATERION CORP COM 576690101 11,671 196,324 SH   DFND 4 196,324 0 0
MATRIX SVC CO COM 576853105 2,624 114,707 SH   DFND 4 114,707 0 0
MATTHEWS INTL CORP CL A 577128101 271 7,101 SH   DFND 1 7,101 0 0
MATTHEWS INTL CORP CL A 577128101 290 7,600 SH   DFND 4 7,600 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 17,005 276,458 SH   DFND 1 276,458 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 285 4,630 SH   DFND 2 4,630 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 27,864 453,000 SH   DFND 4 453,000 0 0
MAXIMUS INC COM 577933104 12,598 169,346 SH   DFND 1 169,346 0 0
MAXIMUS INC COM 577933104 31,000 416,729 SH   DFND 4 416,729 0 0
MBIA INC COM 55262C100 307 33,053 SH   DFND 1 33,053 0 0
MCCORMICK & CO INC COM NON VTG 579780206 15,269 89,960 SH   DFND 1 89,960 0 0
MCCORMICK & CO INC COM NON VTG 579780206 382 2,250 SH   DFND 2 2,250 0 0
MCDERMOTT INTL INC COM 580037703 19 28,500 SH   DFND 4 28,500 0 0
MCDONALDS CORP COM 580135101 15,796 79,938 SH   DFND 1 79,938 0 0
MCDONALDS CORP COM 580135101 20,670 104,600 SH   DFND 4 104,600 0 0
MCDONALDS CORP COM 580135101 2,570 13,004 SH   DFND 2 13,004 0 0
MCGRATH RENTCORP COM 580589109 124 1,624 SH   DFND 1 1,624 0 0
MCGRATH RENTCORP COM 580589109 3,428 44,781 SH   DFND 4 44,781 0 0
MCKESSON CORP COM 58155Q103 6,551 47,365 SH   DFND 1 47,365 0 0
MCKESSON CORP COM 58155Q103 495 3,578 SH   DFND 2 3,578 0 0
MCKESSON CORP COM 58155Q103 333 2,410 SH   DFND 3 2,410 0 0
MCKESSON CORP COM 58155Q103 37,512 271,200 SH   DFND 4 271,200 0 0
MDU RES GROUP INC COM 552690109 12,290 413,686 SH   DFND 1 413,686 0 0
MDU RES GROUP INC COM 552690109 1,224 41,200 SH   DFND 4 41,200 0 0
MEDALLIA INC COM 584021109 1,738 55,863 SH   DFND 1 55,863 0 0
MEDICINES CO COM 584688105 15,672 184,508 SH   DFND 3 184,508 0 0
MEDIFAST INC COM 58470H101 115 1,046 SH   DFND 1 1,046 0 0
MEDIFAST INC COM 58470H101 18,247 166,519 SH   DFND 4 166,519 0 0
MEDNAX INC COM 58502B106 9,104 327,577 SH   DFND 1 327,577 0 0
MEDNAX INC COM 58502B106 564 20,300 SH   DFND 4 20,300 0 0
MEDPACE HLDGS INC COM 58506Q109 12,565 149,479 SH   DFND 1 149,479 0 0
MEDPACE HLDGS INC COM 58506Q109 18,305 217,759 SH   DFND 4 217,759 0 0
MEDTRONIC PLC SHS G5960L103 20,520 180,872 SH   DFND 1 180,872 0 0
MEDTRONIC PLC SHS G5960L103 3,364 29,654 SH   DFND 2 29,654 0 0
MEDTRONIC PLC SHS G5960L103 265 2,340 SH   DFND 3 2,340 0 0
MEDTRONIC PLC SHS G5960L103 108,120 953,022 SH   DFND 4 953,022 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 1,259 52,100 SH   DFND 4 52,100 0 0
MERCADOLIBRE INC COM 58733R102 477 834 SH   DFND 2 834 0 0
MERCK & CO INC COM 58933Y105 3,130 34,418 SH   DFND 1 34,418 0 0
MERCK & CO INC COM 58933Y105 87,061 957,245 SH   DFND 4 957,245 0 0
MERCK & CO INC COM 58933Y105 4,022 44,222 SH   DFND 2 44,222 0 0
MERCURY GENL CORP NEW COM 589400100 7,406 151,979 SH   DFND 1 151,979 0 0
MERCURY GENL CORP NEW COM 589400100 201 4,125 SH   DFND 4 4,125 0 0
MERCURY SYS INC COM 589378108 230 3,328 SH   DFND 4 3,328 0 0
MEREDITH CORP COM 589433101 5,314 163,655 SH   DFND 1 163,655 0 0
MEREDITH CORP COM 589433101 16 500 SH   DFND 4 500 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 1,906 195,063 SH   DFND 4 195,063 0 0
MERITAGE HOMES CORP COM 59001A102 19,093 312,445 SH   DFND 1 312,445 0 0
MERITAGE HOMES CORP COM 59001A102 20,226 330,973 SH   DFND 4 330,973 0 0
MERITOR INC COM 59001K100 2,470 94,303 SH   DFND 4 94,303 0 0
MERITOR INC COM 59001K100 8,521 325,342 SH   DFND 1 325,342 0 0
MESA LABS INC COM 59064R109 59 236 SH   DFND 1 236 0 0
MESA LABS INC COM 59064R109 5,552 22,260 SH   DFND 4 22,260 0 0
METHANEX CORP COM 59151K108 1,568 40,606 SH   DFND 1 40,606 0 0
METHODE ELECTRS INC COM 591520200 257 6,543 SH   DFND 1 6,543 0 0
METLIFE INC COM 59156R108 9,788 192,036 SH   DFND 1 192,036 0 0
METLIFE INC COM 59156R108 761 14,922 SH   DFND 2 14,922 0 0
METLIFE INC COM 59156R108 52,244 1,025,000 SH   DFND 4 1,025,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 15,636 19,711 SH   DFND 1 19,711 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 422 532 SH   DFND 2 532 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 29,867 37,650 SH   DFND 4 37,650 0 0
MGIC INVT CORP WIS COM 552848103 68,970 4,867,324 SH   DFND 4 4,867,324 0 0
MGIC INVT CORP WIS COM 552848103 3,173 223,963 SH   DFND 1 223,963 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 3,407 110,000 SH   DFND 4 110,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 31,121 935,400 SH   DFND 4 935,400 0 0
MGM RESORTS INTERNATIONAL COM 552953101 763 22,942 SH   DFND 1 22,942 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 7,966 76,067 SH   DFND 1 76,067 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 420 4,013 SH   DFND 2 4,013 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 5,609 2,606,000 PRN   DFND 3 2,606,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 11,594 8,143,000 PRN   DFND 3 8,143,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 4,577 3,150,000 PRN   DFND 3 3,150,000 0 0
MICRON TECHNOLOGY INC COM 595112103 8,622 160,322 SH   DFND 1 160,322 0 0
MICRON TECHNOLOGY INC COM 595112103 1,165 21,667 SH   DFND 2 21,667 0 0
MICRON TECHNOLOGY INC COM 595112103 41,362 769,100 SH   DFND 4 769,100 0 0
MICROSOFT CORP COM 594918104 9,924 62,931 SH   DFND 1 62,931 0 0
MICROSOFT CORP COM 594918104 369,088 2,340,447 SH   DFND 4 2,340,447 0 0
MICROSOFT CORP COM 594918104 19,889 126,117 SH   DFND 2 126,117 0 0
MICROSOFT CORP COM 594918104 36,580 231,960 SH   DFND 3 231,960 0 0
MICROSTRATEGY INC CL A NEW 594972408 289 2,027 SH   DFND 1 2,027 0 0
MIDDLEBY CORP COM 596278101 2,259 20,627 SH   DFND 1 20,627 0 0
MILLER HERMAN INC COM 600544100 23,837 572,315 SH   DFND 1 572,315 0 0
MILLER HERMAN INC COM 600544100 62 1,500 SH   DFND 4 1,500 0 0
MIMECAST LTD ORD SHS G14838109 1,848 42,594 SH   DFND 1 42,594 0 0
MIMECAST LTD ORD SHS G14838109 685 15,800 SH   DFND 4 15,800 0 0
MINERALS TECHNOLOGIES INC COM 603158106 6,290 109,138 SH   DFND 1 109,138 0 0
MINERALS TECHNOLOGIES INC COM 603158106 58 1,000 SH   DFND 4 1,000 0 0
MKS INSTRUMENT INC COM 55306N104 1,090 9,911 SH   DFND 1 9,911 0 0
MKS INSTRUMENT INC COM 55306N104 78 710 SH   DFND 4 710 0 0
MOBILE MINI INC COM 60740F105 1,266 33,400 SH   DFND 4 33,400 0 0
MOBILE MINI INC COM 60740F105 9,822 259,084 SH   DFND 1 259,084 0 0
MOBILEIRON INC COM NEW 60739U204 65 13,329 SH   DFND 1 13,329 0 0
MOBILEIRON INC COM NEW 60739U204 14 2,900 SH   DFND 4 2,900 0 0
MODERNA INC COM 60770K107 1,119 57,200 SH   DFND 1 57,200 0 0
MOELIS & CO CL A 60786M105 13,493 422,688 SH   DFND 1 422,688 0 0
MOELIS & CO CL A 60786M105 29 900 SH   DFND 4 900 0 0
MOHAWK INDS INC COM 608190104 14,919 109,395 SH   DFND 1 109,395 0 0
MOHAWK INDS INC COM 608190104 157 1,154 SH   DFND 2 1,154 0 0
MOLECULAR TEMPLATES INC COM 608550109 1,696 121,276 SH   DFND 3 121,276 0 0
MOLINA HEALTHCARE INC COM 60855R100 7,392 54,477 SH   DFND 1 54,477 0 0
MOLINA HEALTHCARE INC COM 60855R100 149 1,100 SH   DFND 4 1,100 0 0
MOLSON COORS BREWING CO CL B 60871R209 186 3,459 SH   DFND 2 3,459 0 0
MOLSON COORS BREWING CO CL B 60871R209 12,643 234,556 SH   DFND 1 234,556 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,928 148,417 SH   DFND 4 148,417 0 0
MOMO INC ADR 60879B107 395 11,785 SH   DFND 3 11,785 0 0
MOMO INC ADR 60879B107 25,052 747,826 SH   DFND 4 747,826 0 0
MONDELEZ INTL INC CL A 609207105 13,423 243,698 SH   DFND 1 243,698 0 0
MONDELEZ INTL INC CL A 609207105 1,668 30,277 SH   DFND 2 30,277 0 0
MONDELEZ INTL INC CL A 609207105 27 497 SH   DFND 3 497 0 0
MONDELEZ INTL INC CL A 609207105 5,062 91,900 SH   DFND 4 91,900 0 0
MONOLITHIC PWR SYS INC COM 609839105 16,815 94,453 SH   DFND 4 94,453 0 0
MONOLITHIC PWR SYS INC COM 609839105 5,952 33,434 SH   DFND 1 33,434 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 49,010 771,200 SH   DFND 4 771,200 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 503 7,917 SH   DFND 2 7,917 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,249 66,865 SH   DFND 1 66,865 0 0
MONTAGE RES CORP COM 61179L100 321 40,430 SH   DFND 4 40,430 0 0
MOODYS CORP COM 615369105 7,338 30,908 SH   DFND 1 30,908 0 0
MOODYS CORP COM 615369105 707 2,978 SH   DFND 2 2,978 0 0
MOODYS CORP COM 615369105 4,107 17,300 SH   DFND 4 17,300 0 0
MOOG INC CL A 615394202 2,688 31,499 SH   DFND 1 31,499 0 0
MOOG INC CL A 615394202 627 7,347 SH   DFND 4 7,347 0 0
MORGAN STANLEY COM NEW 617446448 205,746 4,024,762 SH   DFND 4 4,024,762 0 0
MORGAN STANLEY COM NEW 617446448 15,869 310,415 SH   DFND 1 310,415 0 0
MORGAN STANLEY COM NEW 617446448 1,209 23,643 SH   DFND 2 23,643 0 0
MORNINGSTAR INC COM 617700109 572 3,784 SH   DFND 1 3,784 0 0
MOSAIC CO NEW COM 61945C103 1,010 46,684 SH   DFND 1 46,684 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,061 19,001 SH   DFND 1 19,001 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 294 1,824 SH   DFND 2 1,824 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 19,042 118,170 SH   DFND 3 118,170 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 27,112 168,250 SH   DFND 4 168,250 0 0
MR COOPER GROUP INC COM 62482R107 8 634 SH   DFND 1 634 0 0
MR COOPER GROUP INC COM 62482R107 218 17,402 SH   DFND 4 17,402 0 0
MRC GLOBAL INC COM 55345K103 187 13,724 SH   DFND 1 13,724 0 0
MRC GLOBAL INC COM 55345K103 267 19,600 SH   DFND 4 19,600 0 0
MSA SAFETY INC COM 553498106 51 400 SH   DFND 4 400 0 0
MSA SAFETY INC COM 553498106 7,076 56,002 SH   DFND 1 56,002 0 0
MSC INDL DIRECT INC CL A 553530106 55 700 SH   DFND 4 700 0 0
MSC INDL DIRECT INC CL A 553530106 19,524 248,818 SH   DFND 1 248,818 0 0
MSCI INC COM 55354G100 5,809 22,502 SH   DFND 1 22,502 0 0
MSCI INC COM 55354G100 389 1,506 SH   DFND 2 1,506 0 0
MSCI INC COM 55354G100 54,848 212,441 SH   DFND 4 212,441 0 0
MSG NETWORK INC CL A 553573106 8,641 496,600 SH   DFND 4 496,600 0 0
MUELLER INDS INC COM 624756102 1,057 33,300 SH   DFND 4 33,300 0 0
MUELLER WTR PRODS INC COM SER A 624758108 1,834 153,098 SH   DFND 1 153,098 0 0
MUELLER WTR PRODS INC COM SER A 624758108 234 19,500 SH   DFND 4 19,500 0 0
MURPHY OIL CORP COM 626717102 686 25,587 SH   DFND 3 25,587 0 0
MURPHY USA INC COM 626755102 25,237 215,700 SH   DFND 4 215,700 0 0
MURPHY USA INC COM 626755102 5,420 46,331 SH   DFND 1 46,331 0 0
MYERS INDS INC COM 628464109 555 33,300 SH   DFND 4 33,300 0 0
MYLAN N V SHS EURO N59465109 1,789 89,011 SH   DFND 4 89,011 0 0
MYLAN N V SHS EURO N59465109 2,575 128,075 SH   DFND 1 128,075 0 0
MYRIAD GENETICS INC COM 62855J104 1,899 69,757 SH   DFND 1 69,757 0 0
MYRIAD GENETICS INC COM 62855J104 280 10,265 SH   DFND 3 10,265 0 0
NABORS INDUSTRIES LTD SHS G6359F103 189 65,717 SH   DFND 4 65,717 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 300 10,766 SH   DFND 4 10,766 0 0
NASDAQ INC COM 631103108 5,091 47,534 SH   DFND 1 47,534 0 0
NASDAQ INC COM 631103108 214 1,998 SH   DFND 2 1,998 0 0
NATERA INC COM 632307104 3,933 116,757 SH   DFND 1 116,757 0 0
NATERA INC COM 632307104 2,213 65,700 SH   DFND 4 65,700 0 0
NATHANS FAMOUS INC NEW COM 632347100 886 12,506 SH   DFND 4 12,506 0 0
NATIONAL BEVERAGE CORP COM 635017106 12,931 253,455 SH   DFND 4 253,455 0 0
NATIONAL BEVERAGE CORP COM 635017106 19,891 389,870 SH   DFND 1 389,870 0 0
NATIONAL FUEL GAS CO N J COM 636180101 13,914 298,974 SH   DFND 1 298,974 0 0
NATIONAL GEN HLDGS CORP COM 636220303 2,069 93,611 SH   DFND 4 93,611 0 0
NATIONAL INSTRS CORP COM 636518102 10,237 241,785 SH   DFND 1 241,785 0 0
NATIONAL INSTRS CORP COM 636518102 512 12,100 SH   DFND 4 12,100 0 0
NATIONAL PRESTO INDS INC COM 637215104 266 3,006 SH   DFND 1 3,006 0 0
NATIONAL VISION HLDGS INC COM 63845R107 1,549 47,780 SH   DFND 1 47,780 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 104 10,540 SH   DFND 4 10,540 0 0
NATUS MEDICAL INC COM 639050103 244 7,405 SH   DFND 1 7,405 0 0
NATUS MEDICAL INC COM 639050103 1,755 53,200 SH   DFND 4 53,200 0 0
NAVIENT CORPORATION COM 63938C108 7,784 569,058 SH   DFND 1 569,058 0 0
NAVIENT CORPORATION COM 63938C108 7,592 554,982 SH   DFND 4 554,982 0 0
NAVISTAR INTL CORP NEW COM 63934E108 58 2,000 SH   DFND 4 2,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2,249 77,703 SH   DFND 1 77,703 0 0
NCR CORP NEW COM 62886E108 4,480 127,418 SH   DFND 1 127,418 0 0
NCR CORP NEW COM 62886E108 30,672 872,358 SH   DFND 4 872,358 0 0
NEKTAR THERAPEUTICS COM 640268108 1,254 58,097 SH   DFND 1 58,097 0 0
NEOGEN CORP COM 640491106 961 14,735 SH   DFND 1 14,735 0 0
NEOGENOMICS INC COM NEW 64049M209 1,505 51,451 SH   DFND 1 51,451 0 0
NEOPHOTONICS CORP COM 64051T100 706 80,100 SH   DFND 4 80,100 0 0
NETAPP INC COM 64110D104 10,223 164,225 SH   DFND 1 164,225 0 0
NETAPP INC COM 64110D104 53,616 861,300 SH   DFND 4 861,300 0 0
NETEASE INC SPONSORED ADS 64110W102 71,137 231,989 SH   DFND 4 231,989 0 0
NETFLIX INC COM 64110L106 2,392 7,394 SH   DFND 2 7,394 0 0
NETFLIX INC COM 64110L106 4,511 13,939 SH   DFND 1 13,939 0 0
NETSCOUT SYS INC COM 64115T104 3,766 156,450 SH   DFND 1 156,450 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 137 34,204 SH   DFND 4 34,204 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 564 5,247 SH   DFND 1 5,247 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 160 1,491 SH   DFND 2 1,491 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 634 5,900 SH   DFND 4 5,900 0 0
NEVRO CORP COM 64157F103 6,553 55,752 SH   DFND 1 55,752 0 0
NEW JERSEY RES COM 646025106 1,373 30,810 SH   DFND 1 30,810 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 91,504 754,672 SH   DFND 4 754,672 0 0
NEW RELIC INC COM 64829B100 1,572 23,927 SH   DFND 1 23,927 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 6,444 6,600,000 PRN   DFND 3 6,600,000 0 0
NEW SR INVT GROUP INC COM 648691103 1,898 248,100 SH   DFND 4 248,100 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 8,710 724,631 SH   DFND 1 724,631 0 0
NEW YORK TIMES CO CL A 650111107 2,018 62,720 SH   DFND 1 62,720 0 0
NEWELL BRANDS INC COM 651229106 14,101 733,669 SH   DFND 1 733,669 0 0
NEWMARK GROUP INC CL A 65158N102 7,316 543,718 SH   DFND 1 543,718 0 0
NEWMARKET CORP COM 651587107 9,936 20,421 SH   DFND 1 20,421 0 0
NEWMARKET CORP COM 651587107 10 20 SH   DFND 4 20 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 3,749 86,292 SH   DFND 1 86,292 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 381 8,776 SH   DFND 2 8,776 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 48,663 1,119,979 SH   DFND 4 1,119,979 0 0
NEWS CORP NEW CL A 65249B109 3,061 216,427 SH   DFND 1 216,427 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,543 56,520 SH   DFND 4 56,520 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 4,158 35,458 SH   DFND 1 35,458 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 176 1,500 SH   DFND 4 1,500 0 0
NEXTERA ENERGY INC COM 65339F101 20,434 84,384 SH   DFND 1 84,384 0 0
NEXTERA ENERGY INC COM 65339F101 1,979 8,171 SH   DFND 2 8,171 0 0
NEXTERA ENERGY INC COM 65339F101 25,039 103,400 SH   DFND 4 103,400 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 249 15,504 SH   DFND 1 15,504 0 0
NIC INC COM 62914B100 261 11,660 SH   DFND 1 11,660 0 0
NIC INC COM 62914B100 13,101 586,182 SH   DFND 4 586,182 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 18,781 9,833,000 PRN   DFND 3 9,833,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 3,278 161,500 SH   DFND 4 161,500 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 21,790 1,073,385 SH   DFND 1 1,073,385 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 154 7,564 SH   DFND 2 7,564 0 0
NIKE INC CL B 654106103 139,341 1,375,391 SH   DFND 4 1,375,391 0 0
NIKE INC CL B 654106103 15,191 150,087 SH   DFND 3 150,087 0 0
NIKE INC CL B 654106103 2,853 28,157 SH   DFND 1 28,157 0 0
NIKE INC CL B 654106103 2,339 23,091 SH   DFND 2 23,091 0 0
NMI HLDGS INC CL A 629209305 3,293 99,254 SH   DFND 4 99,254 0 0
NOBLE ENERGY INC COM 655044105 201 8,106 SH   DFND 2 8,106 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 5,299 236,891 SH   DFND 1 236,891 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 3,464 704,108 SH   DFND 4 704,108 0 0
NORDSON CORP COM 655663102 5,498 33,761 SH   DFND 1 33,761 0 0
NORDSTROM INC COM 655664100 4,019 98,184 SH   DFND 1 98,184 0 0
NORDSTROM INC COM 655664100 94 2,301 SH   DFND 2 2,301 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,396 32,948 SH   DFND 1 32,948 0 0
NORFOLK SOUTHERN CORP COM 655844108 992 5,109 SH   DFND 4 5,109 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,040 5,357 SH   DFND 2 5,357 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 5,547 2,370,686 SH   DFND 3 2,370,686 0 0
NORTHERN TR CORP COM 665859104 15,597 146,809 SH   DFND 1 146,809 0 0
NORTHERN TR CORP COM 665859104 358 3,370 SH   DFND 2 3,370 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 322 19,388 SH   DFND 1 19,388 0 0
NORTHWESTERN CORP COM NEW 668074305 13,537 188,879 SH   DFND 1 188,879 0 0
NORTHWESTERN CORP COM NEW 668074305 3,168 44,209 SH   DFND 4 44,209 0 0
NORTONLIFELOCK INC COM 668771108 5,372 210,525 SH   DFND 1 210,525 0 0
NORTONLIFELOCK INC COM 668771108 385 15,092 SH   DFND 2 15,092 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1,968 33,700 SH   DFND 4 33,700 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 12,106 207,264 SH   DFND 1 207,264 0 0
NOVANTA INC COM 67000B104 498 5,630 SH   DFND 1 5,630 0 0
NOVOCURE LTD ORD SHS G6674U108 42 500 SH   DFND 4 500 0 0
NOVOCURE LTD ORD SHS G6674U108 3,025 35,886 SH   DFND 1 35,886 0 0
NOW INC COM 67011P100 186 16,536 SH   DFND 1 16,536 0 0
NRG ENERGY INC COM NEW 629377508 5,561 139,905 SH   DFND 1 139,905 0 0
NRG ENERGY INC COM NEW 629377508 180 4,531 SH   DFND 2 4,531 0 0
NRG ENERGY INC COM NEW 629377508 160,343 4,033,797 SH   DFND 4 4,033,797 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 9,537 8,390,000 PRN   DFND 3 8,390,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 424 10,349 SH   DFND 1 10,349 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,674 430,393 SH   DFND 1 430,393 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 7,505 7,444,000 PRN   DFND 3 7,444,000 0 0
NUCOR CORP COM 670346105 13,172 234,043 SH   DFND 1 234,043 0 0
NUCOR CORP COM 670346105 197 3,500 SH   DFND 4 3,500 0 0
NUCOR CORP COM 670346105 347 6,172 SH   DFND 2 6,172 0 0
NUCOR CORP COM 670346105 296 5,262 SH   DFND 3 5,262 0 0
NUTANIX INC CL A 67059N108 4,310 137,861 SH   DFND 1 137,861 0 0
NUTANIX INC NOTE 1/1 67059NAB4 5,366 5,400,000 PRN   DFND 3 5,400,000 0 0
NUTRIEN LTD COM 67077M108 6,077 126,839 SH   DFND 1 126,839 0 0
NUVASIVE INC COM 670704105 5,715 73,888 SH   DFND 1 73,888 0 0
NUVASIVE INC COM 670704105 2,026 26,200 SH   DFND 4 26,200 0 0
NVE CORP COM NEW 629445206 1,756 24,595 SH   DFND 4 24,595 0 0
NVENT ELECTRIC PLC SHS G6700G107 12,164 475,548 SH   DFND 1 475,548 0 0
NVENT ELECTRIC PLC SHS G6700G107 69 2,700 SH   DFND 4 2,700 0 0
NVIDIA CORP COM 67066G104 4,972 21,130 SH   DFND 1 21,130 0 0
NVIDIA CORP COM 67066G104 40,743 173,154 SH   DFND 4 173,154 0 0
NVIDIA CORP COM 67066G104 2,259 9,601 SH   DFND 2 9,601 0 0
NVIDIA CORP COM 67066G104 235 1,000 SH   DFND 3 1,000 0 0
NVR INC COM 62944T105 8,211 2,156 SH   DFND 1 2,156 0 0
NVR INC COM 62944T105 278 73 SH   DFND 2 73 0 0
NVR INC COM 62944T105 19,457 5,109 SH   DFND 4 5,109 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4,279 33,625 SH   DFND 1 33,625 0 0
NXP SEMICONDUCTORS N V COM N6596X109 6,484 50,953 SH   DFND 3 50,953 0 0
NXP SEMICONDUCTORS N V COM N6596X109 99,961 785,483 SH   DFND 4 785,483 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 50,751 115,800 SH   DFND 4 115,800 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 11,356 25,912 SH   DFND 1 25,912 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,165 4,940 SH   DFND 2 4,940 0 0
OCCIDENTAL PETE CORP COM 674599105 519 12,597 SH   DFND 2 12,597 0 0
OCCIDENTAL PETE CORP COM 674599105 430 10,430 SH   DFND 1 10,430 0 0
OCEANEERING INTL INC COM 675232102 944 63,284 SH   DFND 1 63,284 0 0
OCEANFIRST FINL CORP COM 675234108 236 9,249 SH   DFND 1 9,249 0 0
OCULAR THERAPEUTIX INC COM 67576A100 3,004 760,490 SH   DFND 3 760,490 0 0
OCWEN FINL CORP COM NEW 675746309 3,175 2,317,327 SH   DFND 3 2,317,327 0 0
ODYSSEY MARINE EXPLORATION I COM NEW 676118201 159 49,982 SH   DFND 2 49,982 0 0
OFG BANCORP COM 67103X102 77 3,250 SH   DFND 1 3,250 0 0
OFG BANCORP COM 67103X102 2,069 87,635 SH   DFND 4 87,635 0 0
OGE ENERGY CORP COM 670837103 44 1,000 SH   DFND 4 1,000 0 0
OGE ENERGY CORP COM 670837103 14,867 334,325 SH   DFND 1 334,325 0 0
OGE ENERGY CORP COM 670837103 188 4,238 SH   DFND 2 4,238 0 0
O-I GLASS INC COM 67098H104 7,957 666,971 SH   DFND 1 666,971 0 0
O-I GLASS INC COM 67098H104 47 3,900 SH   DFND 4 3,900 0 0
OKTA INC CL A 679295105 3,542 30,705 SH   DFND 1 30,705 0 0
OKTA INC CL A 679295105 195 1,692 SH   DFND 2 1,692 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 3,247 17,109 SH   DFND 1 17,109 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 6,054 31,900 SH   DFND 4 31,900 0 0
OLD REP INTL CORP COM 680223104 20,855 932,290 SH   DFND 1 932,290 0 0
OLIN CORP COM PAR $1 680665205 1,787 103,567 SH   DFND 1 103,567 0 0
OLIN CORP COM PAR $1 680665205 43 2,500 SH   DFND 4 2,500 0 0
OMNICELL INC COM 68213N109 3,144 38,471 SH   DFND 1 38,471 0 0
OMNICELL INC COM 68213N109 155 1,900 SH   DFND 4 1,900 0 0
OMNICOM GROUP INC COM 681919106 11,917 147,092 SH   DFND 1 147,092 0 0
OMNICOM GROUP INC COM 681919106 27,150 335,100 SH   DFND 4 335,100 0 0
ON SEMICONDUCTOR CORP COM 682189105 4,609 189,076 SH   DFND 1 189,076 0 0
ON SEMICONDUCTOR CORP COM 682189105 204 8,374 SH   DFND 2 8,374 0 0
ON SEMICONDUCTOR CORP COM 682189105 7,056 289,418 SH   DFND 3 289,418 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 17,241 12,626,000 PRN   DFND 3 12,626,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 5,450 3,955,000 PRN   DFND 3 3,955,000 0 0
ONE GAS INC COM 68235P108 7,827 83,655 SH   DFND 1 83,655 0 0
ONE GAS INC COM 68235P108 47 500 SH   DFND 4 500 0 0
ONEMAIN HLDGS INC COM 68268W103 1,266 30,039 SH   DFND 1 30,039 0 0
ONEMAIN HLDGS INC COM 68268W103 114 2,700 SH   DFND 4 2,700 0 0
ONEOK INC NEW COM 682680103 528 6,974 SH   DFND 2 6,974 0 0
ONEOK INC NEW COM 682680103 46 613 SH   DFND 3 613 0 0
ONEOK INC NEW COM 682680103 2,339 30,910 SH   DFND 1 30,910 0 0
ONTO INNOVATION INC COM 683344105 1,518 41,550 SH   DFND 4 41,550 0 0
ONTO INNOVATION INC COM 683344105 72 1,966 SH   DFND 1 1,966 0 0
OPEN TEXT CORP COM 683715106 15,642 354,927 SH   DFND 1 354,927 0 0
OPEN TEXT CORP COM 683715106 47,254 1,070,886 SH   DFND 4 1,070,886 0 0
OPKO HEALTH INC COM 68375N103 93 63,200 SH   DFND 4 63,200 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 3,431 124,869 SH   DFND 4 124,869 0 0
ORACLE CORP COM 68389X105 12,736 240,390 SH   DFND 1 240,390 0 0
ORACLE CORP COM 68389X105 2,079 39,245 SH   DFND 2 39,245 0 0
ORACLE CORP COM 68389X105 22,540 425,443 SH   DFND 4 425,443 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 198 24,599 SH   DFND 1 24,599 0 0
ORBCOMM INC COM 68555P100 48 11,300 SH   DFND 4 11,300 0 0
ORION ENGINEERED CARBONS S A COM L72967109 12,420 643,515 SH   DFND 4 643,515 0 0
ORION ENGINEERED CARBONS S A COM L72967109 59 3,077 SH   DFND 1 3,077 0 0
ORMAT TECHNOLOGIES INC COM 686688102 7,312 98,121 SH   DFND 1 98,121 0 0
ORTHOFIX MED INC COM 68752M108 160 3,475 SH   DFND 1 3,475 0 0
ORTHOFIX MED INC COM 68752M108 10,429 225,823 SH   DFND 4 225,823 0 0
OSHKOSH CORP COM 688239201 14,461 152,786 SH   DFND 1 152,786 0 0
OSHKOSH CORP COM 688239201 21,893 231,300 SH   DFND 4 231,300 0 0
OSI SYSTEMS INC COM 671044105 6,807 67,572 SH   DFND 1 67,572 0 0
OSI SYSTEMS INC COM 671044105 3,958 39,291 SH   DFND 4 39,291 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 126 12,960 SH   DFND 1 12,960 0 0
OTONOMY INC COM 68906L105 425 110,940 SH   DFND 4 110,940 0 0
OTTER TAIL CORP COM 689648103 264 5,146 SH   DFND 4 5,146 0 0
OUTFRONT MEDIA INC COM 69007J106 212 7,900 SH   DFND 4 7,900 0 0
OWENS CORNING NEW COM 690742101 142 2,179 SH   DFND 2 2,179 0 0
OWENS CORNING NEW COM 690742101 6,401 98,300 SH   DFND 4 98,300 0 0
OWENS CORNING NEW COM 690742101 18,153 278,755 SH   DFND 1 278,755 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 5,996 361,213 SH   DFND 3 361,213 0 0
PACCAR INC COM 693718108 8,756 110,698 SH   DFND 1 110,698 0 0
PACCAR INC COM 693718108 508 6,416 SH   DFND 2 6,416 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 4,039 785,846 SH   DFND 3 785,846 0 0
PACIFIC PREMIER BANCORP COM 69478X105 2,572 78,903 SH   DFND 1 78,903 0 0
PACIRA BIOSCIENCES COM 695127100 3,023 66,720 SH   DFND 1 66,720 0 0
PACIRA BIOSCIENCES COM 695127100 747 16,500 SH   DFND 4 16,500 0 0
PACKAGING CORP AMER COM 695156109 10,154 90,675 SH   DFND 1 90,675 0 0
PACKAGING CORP AMER COM 695156109 185 1,654 SH   DFND 2 1,654 0 0
PACWEST BANCORP DEL COM 695263103 1,049 27,415 SH   DFND 1 27,415 0 0
PACWEST BANCORP DEL COM 695263103 15 400 SH   DFND 4 400 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 7,487 219,172 SH   DFND 1 219,172 0 0
PALO ALTO NETWORKS INC COM 697435105 5,649 24,427 SH   DFND 1 24,427 0 0
PALO ALTO NETWORKS INC COM 697435105 459 1,984 SH   DFND 2 1,984 0 0
PALO ALTO NETWORKS INC COM 697435105 16,479 71,260 SH   DFND 4 71,260 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 18,622 16,850,000 PRN   DFND 3 16,850,000 0 0
PAPA JOHNS INTL INC COM 698813102 2,178 34,484 SH   DFND 1 34,484 0 0
PAPA JOHNS INTL INC COM 698813102 349 5,528 SH   DFND 3 5,528 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 281 12,100 SH   DFND 4 12,100 0 0
PARAMOUNT GROUP INC COM 69924R108 20,588 1,479,009 SH   DFND 4 1,479,009 0 0
PARKER HANNIFIN CORP COM 701094104 5,321 25,854 SH   DFND 1 25,854 0 0
PARKER HANNIFIN CORP COM 701094104 436 2,120 SH   DFND 2 2,120 0 0
PARSLEY ENERGY INC CL A 701877102 4,847 256,288 SH   DFND 3 256,288 0 0
PARSLEY ENERGY INC CL A 701877102 51 2,700 SH   DFND 4 2,700 0 0
PARSONS CORPORATION COM 70202L102 2,704 65,493 SH   DFND 1 65,493 0 0
PATRICK INDS INC COM 703343103 268 5,105 SH   DFND 1 5,105 0 0
PATTERSON COMPANIES INC COM 703395103 982 47,932 SH   DFND 1 47,932 0 0
PATTERSON UTI ENERGY INC COM 703481101 4,636 441,529 SH   DFND 1 441,529 0 0
PAYCHEX INC COM 704326107 11,065 130,083 SH   DFND 1 130,083 0 0
PAYCHEX INC COM 704326107 714 8,399 SH   DFND 2 8,399 0 0
PAYCOM SOFTWARE INC COM 70432V102 245 926 SH   DFND 2 926 0 0
PAYCOM SOFTWARE INC COM 70432V102 10,696 40,400 SH   DFND 4 40,400 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,319 8,758 SH   DFND 1 8,758 0 0
PAYLOCITY HLDG CORP COM 70438V106 9,693 80,229 SH   DFND 3 80,229 0 0
PAYLOCITY HLDG CORP COM 70438V106 681 5,635 SH   DFND 4 5,635 0 0
PAYLOCITY HLDG CORP COM 70438V106 5,647 46,736 SH   DFND 1 46,736 0 0
PAYPAL HLDGS INC COM 70450Y103 8,619 79,679 SH   DFND 1 79,679 0 0
PAYPAL HLDGS INC COM 70450Y103 2,220 20,527 SH   DFND 2 20,527 0 0
PAYPAL HLDGS INC COM 70450Y103 3,221 29,775 SH   DFND 4 29,775 0 0
PDC ENERGY INC COM 69327R101 1,421 54,299 SH   DFND 1 54,299 0 0
PDC ENERGY INC COM 69327R101 3,837 146,606 SH   DFND 4 146,606 0 0
PEABODY ENERGY CORP NEW COM 704551100 3,040 333,342 SH   DFND 4 333,342 0 0
PEMBINA PIPELINE CORP COM 706327103 441 11,869 SH   DFND 3 11,869 0 0
PEMBINA PIPELINE CORP COM 706327103 1,296 34,971 SH   DFND 1 34,971 0 0
PENN NATL GAMING INC COM 707569109 377 14,722 SH   DFND 1 14,722 0 0
PENN NATL GAMING INC COM 707569109 2,470 96,646 SH   DFND 4 96,646 0 0
PENNYMAC FINL SVCS INC COM 70932M107 2,274 66,815 SH   DFND 4 66,815 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 3,785 75,353 SH   DFND 1 75,353 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 75 1,500 SH   DFND 4 1,500 0 0
PENTAIR PLC SHS G7S00T104 15,396 335,641 SH   DFND 1 335,641 0 0
PENTAIR PLC SHS G7S00T104 4,555 99,300 SH   DFND 4 99,300 0 0
PENUMBRA INC COM 70975L107 253 1,535 SH   DFND 1 1,535 0 0
PENUMBRA INC COM 70975L107 66 400 SH   DFND 4 400 0 0
PEOPLES UTD FINL INC COM 712704105 534 31,600 SH   DFND 4 31,600 0 0
PEOPLES UTD FINL INC COM 712704105 2,773 164,078 SH   DFND 1 164,078 0 0
PEOPLES UTD FINL INC COM 712704105 87 5,124 SH   DFND 2 5,124 0 0
PEPSICO INC COM 713448108 27,963 204,603 SH   DFND 4 204,603 0 0
PEPSICO INC COM 713448108 3,533 25,850 SH   DFND 2 25,850 0 0
PEPSICO INC COM 713448108 40,179 293,986 SH   DFND 1 293,986 0 0
PERFICIENT INC COM 71375U101 270 5,857 SH   DFND 1 5,857 0 0
PERFICIENT INC COM 71375U101 13,819 299,959 SH   DFND 4 299,959 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 9,278 180,241 SH   DFND 1 180,241 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 9,272 180,106 SH   DFND 4 180,106 0 0
PERION NETWORK LTD SHS NEW M78673114 1,699 273,140 SH   DFND 4 273,140 0 0
PERKINELMER INC COM 714046109 14,366 147,953 SH   DFND 1 147,953 0 0
PERRIGO CO PLC SHS G97822103 2,522 48,822 SH   DFND 1 48,822 0 0
PERRIGO CO PLC SHS G97822103 155 3,010 SH   DFND 3 3,010 0 0
PERSPECTA INC COM 715347100 7,276 275,200 SH   DFND 4 275,200 0 0
PERSPECTA INC COM 715347100 10,080 381,231 SH   DFND 1 381,231 0 0
PETIQ INC COM CL A 71639T106 7 285 SH   DFND 1 285 0 0
PETIQ INC COM CL A 71639T106 250 9,979 SH   DFND 3 9,979 0 0
PETMED EXPRESS INC COM 716382106 15,438 656,359 SH   DFND 4 656,359 0 0
PFENEX INC COM 717071104 600 54,654 SH   DFND 4 54,654 0 0
PFIZER INC COM 717081103 10,001 255,256 SH   DFND 1 255,256 0 0
PFIZER INC COM 717081103 3,748 95,655 SH   DFND 2 95,655 0 0
PFIZER INC COM 717081103 2,774 70,800 SH   DFND 4 70,800 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 4,240 170,779 SH   DFND 4 170,779 0 0
PHILIP MORRIS INTL INC COM 718172109 412 4,835 SH   DFND 1 4,835 0 0
PHILIP MORRIS INTL INC COM 718172109 2,376 27,920 SH   DFND 2 27,920 0 0
PHILIP MORRIS INTL INC COM 718172109 204 2,400 SH   DFND 4 2,400 0 0
PHILLIPS 66 COM 718546104 7,710 69,203 SH   DFND 1 69,203 0 0
PHILLIPS 66 COM 718546104 28,443 255,300 SH   DFND 4 255,300 0 0
PHILLIPS 66 COM 718546104 1,042 9,357 SH   DFND 2 9,357 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 16,360 735,625 SH   DFND 4 735,625 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 152 41,900 SH   DFND 4 41,900 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 9,941 303,851 SH   DFND 1 303,851 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 47,574 1,454,205 SH   DFND 4 1,454,205 0 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 11,534 115,656 SH   DFND 1 115,656 0 0
PINDUODUO INC SPONSORED ADS 722304102 225 5,957 SH   DFND 3 5,957 0 0
PINNACLE WEST CAP CORP COM 723484101 7,551 83,968 SH   DFND 1 83,968 0 0
PINNACLE WEST CAP CORP COM 723484101 214 2,375 SH   DFND 2 2,375 0 0
PINNACLE WEST CAP CORP COM 723484101 8,543 95,000 SH   DFND 4 95,000 0 0
PIONEER NAT RES CO COM 723787107 489 3,229 SH   DFND 2 3,229 0 0
PIONEER NAT RES CO COM 723787107 5,010 33,098 SH   DFND 4 33,098 0 0
PIPER JAFFRAY COS COM 724078100 64 800 SH   DFND 4 800 0 0
PIPER JAFFRAY COS COM 724078100 192 2,405 SH   DFND 1 2,405 0 0
PITNEY BOWES INC COM 724479100 419 103,960 SH   DFND 1 103,960 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 918 48,446 SH   DFND 1 48,446 0 0
PLANET FITNESS INC CL A 72703H101 5,783 77,435 SH   DFND 1 77,435 0 0
PLANET FITNESS INC CL A 72703H101 166 2,221 SH   DFND 3 2,221 0 0
PLAYAGS INC COM 72814N104 163 13,400 SH   DFND 4 13,400 0 0
PLEXUS CORP COM 729132100 7,765 100,912 SH   DFND 1 100,912 0 0
PNC FINL SVCS GROUP INC COM 693475105 15,851 99,300 SH   DFND 4 99,300 0 0
PNC FINL SVCS GROUP INC COM 693475105 5,350 33,511 SH   DFND 1 33,511 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,379 8,640 SH   DFND 2 8,640 0 0
PNM RES INC COM 69349H107 1,423 28,066 SH   DFND 1 28,066 0 0
POLARIS INC COM 731068102 4,296 42,243 SH   DFND 1 42,243 0 0
POLARIS INC COM 731068102 106 1,040 SH   DFND 4 1,040 0 0
POLYONE CORP COM 73179P106 10,006 271,962 SH   DFND 1 271,962 0 0
POLYONE CORP COM 73179P106 7,741 210,400 SH   DFND 4 210,400 0 0
POOL CORPORATION COM 73278L105 10,685 50,311 SH   DFND 1 50,311 0 0
POOL CORPORATION COM 73278L105 30,200 142,200 SH   DFND 4 142,200 0 0
POPULAR INC COM NEW 733174700 2,729 46,455 SH   DFND 1 46,455 0 0
POPULAR INC COM NEW 733174700 41,891 713,038 SH   DFND 4 713,038 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 15,453 276,982 SH   DFND 1 276,982 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 6,101 109,360 SH   DFND 4 109,360 0 0
POST HLDGS INC COM 737446104 4,660 42,711 SH   DFND 1 42,711 0 0
POST HLDGS INC COM 737446104 164 1,500 SH   DFND 4 1,500 0 0
POWER INTEGRATIONS INC COM 739276103 5,866 59,304 SH   DFND 1 59,304 0 0
PPG INDS INC COM 693506107 4,400 32,962 SH   DFND 1 32,962 0 0
PPG INDS INC COM 693506107 632 4,733 SH   DFND 2 4,733 0 0
PPL CORP COM 69351T106 11,631 324,144 SH   DFND 1 324,144 0 0
PPL CORP COM 69351T106 439 12,239 SH   DFND 2 12,239 0 0
PRA HEALTH SCIENCES INC COM 69354M108 13,190 118,663 SH   DFND 1 118,663 0 0
PRA HEALTH SCIENCES INC COM 69354M108 222 2,000 SH   DFND 4 2,000 0 0
PRECISION DRILLING CORP COM 2010 74022D308 120 86,100 SH   DFND 4 86,100 0 0
PREMIER INC CL A 74051N102 18,191 480,232 SH   DFND 1 480,232 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 16,430 405,686 SH   DFND 4 405,686 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 8,356 206,311 SH   DFND 1 206,311 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,267 10,400 SH   DFND 4 10,400 0 0
PRICE T ROWE GROUP INC COM 74144T108 237 1,949 SH   DFND 2 1,949 0 0
PRICE T ROWE GROUP INC COM 74144T108 11,328 92,979 SH   DFND 1 92,979 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 28,515 18,279,000 PRN   DFND 3 18,279,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 10,889 9,350,000 PRN   DFND 3 9,350,000 0 0
PRICESMART INC COM 741511109 1,710 24,073 SH   DFND 1 24,073 0 0
PRIMERICA INC COM 74164M108 7,014 53,727 SH   DFND 1 53,727 0 0
PRIMERICA INC COM 74164M108 31,802 243,580 SH   DFND 4 243,580 0 0
PRIMO WTR CORP COM 74165N105 416 37,020 SH   DFND 4 37,020 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 8,472 154,029 SH   DFND 1 154,029 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 1,348 24,600 SH   DFND 4 24,600 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 123 2,244 SH   DFND 1 2,244 0 0
PROASSURANCE CORP COM 74267C106 10,355 286,544 SH   DFND 1 286,544 0 0
PROCTER & GAMBLE CO COM 742718109 5,343 42,781 SH   DFND 2 42,781 0 0
PROCTER & GAMBLE CO COM 742718109 333,077 2,666,751 SH   DFND 4 2,666,751 0 0
PROCTER & GAMBLE CO COM 742718109 3,254 26,050 SH   DFND 1 26,050 0 0
PROGRESS SOFTWARE CORP COM 743312100 7,845 188,797 SH   DFND 1 188,797 0 0
PROGRESS SOFTWARE CORP COM 743312100 40,415 972,676 SH   DFND 4 972,676 0 0
PROGRESSIVE CORP OHIO COM 743315103 13,598 187,841 SH   DFND 1 187,841 0 0
PROGRESSIVE CORP OHIO COM 743315103 734 10,146 SH   DFND 2 10,146 0 0
PROLOGIS INC COM 74340W103 1,022 11,462 SH   DFND 2 11,462 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 12,360 1,919,222 SH   DFND 1 1,919,222 0 0
PROSPERITY BANCSHARES INC COM 743606105 546 7,600 SH   DFND 1 7,600 0 0
PROTHENA CORP PLC SHS G72800108 1,212 76,567 SH   DFND 4 76,567 0 0
PROVIDENCE SVC CORP COM 743815102 858 14,500 SH   DFND 4 14,500 0 0
PROVIDENCE SVC CORP COM 743815102 165 2,784 SH   DFND 1 2,784 0 0
PRUDENTIAL FINL INC COM 744320102 16,341 174,318 SH   DFND 1 174,318 0 0
PRUDENTIAL FINL INC COM 744320102 396 4,229 SH   DFND 2 4,229 0 0
PRUDENTIAL FINL INC COM 744320102 253 2,700 SH   DFND 4 2,700 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 11,360 68,900 SH   DFND 4 68,900 0 0
PTC INC COM 69370C100 2,086 27,847 SH   DFND 1 27,847 0 0
PTC INC COM 69370C100 240 3,200 SH   DFND 4 3,200 0 0
PTC THERAPEUTICS INC COM 69366J200 3,014 62,757 SH   DFND 4 62,757 0 0
PUBLIC STORAGE COM 74460D109 369 1,733 SH   DFND 2 1,733 0 0
PUBLIC STORAGE COM 74460D109 68,452 321,430 SH   DFND 4 321,430 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 23,088 390,979 SH   DFND 1 390,979 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 509 8,621 SH   DFND 2 8,621 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 89 1,500 SH   DFND 4 1,500 0 0
PULTE GROUP INC COM 745867101 20,528 529,065 SH   DFND 1 529,065 0 0
PULTE GROUP INC COM 745867101 220 5,678 SH   DFND 2 5,678 0 0
PULTE GROUP INC COM 745867101 111,234 2,866,854 SH   DFND 4 2,866,854 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 442 50,567 SH   DFND 4 50,567 0 0
PURE STORAGE INC CL A 74624M102 1,925 112,485 SH   DFND 1 112,485 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 7,947 7,960,000 PRN   DFND 3 7,960,000 0 0
PVH CORP COM 693656100 3,875 36,854 SH   DFND 1 36,854 0 0
PVH CORP COM 693656100 171 1,627 SH   DFND 2 1,627 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 19,149 12,650,000 PRN   DFND 3 12,650,000 0 0
QEP RES INC COM 74733V100 8,604 1,911,930 SH   DFND 3 1,911,930 0 0
QEP RES INC COM 74733V100 395 87,782 SH   DFND 4 87,782 0 0
QIAGEN NV SHS NEW N72482123 9,820 290,527 SH   DFND 1 290,527 0 0
QIAGEN NV SHS NEW N72482123 2,889 85,463 SH   DFND 3 85,463 0 0
QIAGEN NV SHS NEW N72482123 335 9,900 SH   DFND 4 9,900 0 0
QORVO INC COM 74736K101 7,764 66,793 SH   DFND 1 66,793 0 0
QORVO INC COM 74736K101 94,847 816,032 SH   DFND 4 816,032 0 0
QUALCOMM INC COM 747525103 14,956 169,504 SH   DFND 1 169,504 0 0
QUALCOMM INC COM 747525103 1,817 20,597 SH   DFND 2 20,597 0 0
QUALCOMM INC COM 747525103 107,235 1,215,400 SH   DFND 4 1,215,400 0 0
QUALYS INC COM 74758T303 8,749 104,942 SH   DFND 1 104,942 0 0
QUALYS INC COM 74758T303 12,614 151,300 SH   DFND 4 151,300 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 254 14,892 SH   DFND 1 14,892 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 518 30,300 SH   DFND 4 30,300 0 0
QUANTA SVCS INC COM 74762E102 49 1,200 SH   DFND 4 1,200 0 0
QUANTA SVCS INC COM 74762E102 775 19,048 SH   DFND 1 19,048 0 0
QUDIAN INC ADR 747798106 23,146 4,914,137 SH   DFND 4 4,914,137 0 0
QUEST DIAGNOSTICS INC COM 74834L100 16,290 152,543 SH   DFND 1 152,543 0 0
QUEST DIAGNOSTICS INC COM 74834L100 269 2,522 SH   DFND 2 2,522 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,791 35,500 SH   DFND 4 35,500 0 0
QUIDEL CORP COM 74838J101 8,076 107,636 SH   DFND 1 107,636 0 0
QUIDEL CORP COM 74838J101 47 629 SH   DFND 4 629 0 0
QURATE RETAIL INC COM SER A 74915M100 775 91,918 SH   DFND 1 91,918 0 0
QURATE RETAIL INC COM SER A 74915M100 1,465 173,800 SH   DFND 4 173,800 0 0
R1 RCM INC COM 749397105 797 61,414 SH   DFND 3 61,414 0 0
RA PHARMACEUTICALS INC COM 74933V108 12,680 270,198 SH   DFND 3 270,198 0 0
RADIAN GROUP INC COM 750236101 3,279 130,362 SH   DFND 1 130,362 0 0
RADIAN GROUP INC COM 750236101 25,905 1,029,611 SH   DFND 4 1,029,611 0 0
RADWARE LTD ORD M81873107 223 8,636 SH   DFND 1 8,636 0 0
RADWARE LTD ORD M81873107 2,300 89,233 SH   DFND 4 89,233 0 0
RALPH LAUREN CORP CL A 751212101 7,625 65,052 SH   DFND 1 65,052 0 0
RALPH LAUREN CORP CL A 751212101 138 1,180 SH   DFND 2 1,180 0 0
RALPH LAUREN CORP CL A 751212101 328 2,800 SH   DFND 4 2,800 0 0
RAMBUS INC DEL COM 750917106 305 22,154 SH   DFND 1 22,154 0 0
RAMBUS INC DEL COM 750917106 2,434 176,690 SH   DFND 4 176,690 0 0
RAVEN INDS INC COM 754212108 211 6,113 SH   DFND 1 6,113 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,612 29,200 SH   DFND 1 29,200 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 186 2,081 SH   DFND 2 2,081 0 0
RAYTHEON CO COM NEW 755111507 105,745 481,229 SH   DFND 4 481,229 0 0
RE MAX HLDGS INC CL A 75524W108 377 9,787 SH   DFND 1 9,787 0 0
REALOGY HLDGS CORP COM 75605Y106 341 35,248 SH   DFND 1 35,248 0 0
REALPAGE INC COM 75606N109 4,541 84,482 SH   DFND 1 84,482 0 0
REALPAGE INC COM 75606N109 38 700 SH   DFND 4 700 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 18,519 13,275,000 PRN   DFND 3 13,275,000 0 0
REGAL BELOIT CORP COM 758750103 12,841 149,990 SH   DFND 1 149,990 0 0
REGENERON PHARMACEUTICALS COM 75886F107 10,390 27,673 SH   DFND 1 27,673 0 0
REGENERON PHARMACEUTICALS COM 75886F107 243 648 SH   DFND 2 648 0 0
REGIONAL MGMT CORP COM 75902K106 3,070 102,227 SH   DFND 4 102,227 0 0
REGIONS FINL CORP NEW COM 7591EP100 6,481 377,682 SH   DFND 1 377,682 0 0
REGIONS FINL CORP NEW COM 7591EP100 113 6,600 SH   DFND 4 6,600 0 0
REGIONS FINL CORP NEW COM 7591EP100 396 23,099 SH   DFND 2 23,099 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 461 2,825 SH   DFND 1 2,825 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 2,726 16,720 SH   DFND 4 16,720 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 15,307 127,818 SH   DFND 1 127,818 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,274 6,500 SH   DFND 4 6,500 0 0
RENT A CTR INC NEW COM 76009N100 90 3,109 SH   DFND 1 3,109 0 0
RENT A CTR INC NEW COM 76009N100 14,677 508,911 SH   DFND 4 508,911 0 0
REPAY HLDGS CORP COM CL A 76029L100 161 10,993 SH   DFND 1 10,993 0 0
REPLIGEN CORP COM 759916109 2,842 30,730 SH   DFND 1 30,730 0 0
REPLIGEN CORP COM 759916109 6,727 72,729 SH   DFND 4 72,729 0 0
REPUBLIC BANCORP KY CL A 760281204 479 10,231 SH   DFND 4 10,231 0 0
REPUBLIC SVCS INC COM 760759100 16,429 183,300 SH   DFND 4 183,300 0 0
REPUBLIC SVCS INC COM 760759100 26,504 295,698 SH   DFND 1 295,698 0 0
REPUBLIC SVCS INC COM 760759100 374 4,176 SH   DFND 2 4,176 0 0
RESMED INC COM 761152107 9,239 59,619 SH   DFND 1 59,619 0 0
RESMED INC COM 761152107 385 2,482 SH   DFND 2 2,482 0 0
RESOLUTE FST PRODS INC COM 76117W109 375 89,394 SH   DFND 4 89,394 0 0
RESOURCES CONNECTION INC COM 76122Q105 525 32,131 SH   DFND 1 32,131 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 17,442 273,520 SH   DFND 1 273,520 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 5,012 78,600 SH   DFND 4 78,600 0 0
RETAIL PPTYS AMER INC CL A 76131V202 5,501 410,494 SH   DFND 4 410,494 0 0
RETROPHIN INC COM 761299106 846 59,612 SH   DFND 4 59,612 0 0
REV GROUP INC COM 749527107 209 17,113 SH   DFND 1 17,113 0 0
REXNORD CORP NEW COM 76169B102 2,482 76,100 SH   DFND 4 76,100 0 0
REXNORD CORP NEW COM 76169B102 7,512 230,290 SH   DFND 1 230,290 0 0
RH COM 74967X103 2,861 13,398 SH   DFND 1 13,398 0 0
RH COM 74967X103 1,260 5,900 SH   DFND 4 5,900 0 0
RINGCENTRAL INC CL A 76680R206 17,861 105,893 SH   DFND 3 105,893 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 3,475 1,654,000 PRN   DFND 3 1,654,000 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 26,160 609,066 SH   DFND 1 609,066 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 6,230 145,000 SH   DFND 4 145,000 0 0
RLI CORP COM 749607107 2,135 23,711 SH   DFND 1 23,711 0 0
RMR GROUP INC CL A 74967R106 376 8,240 SH   DFND 1 8,240 0 0
RMR GROUP INC CL A 74967R106 5,756 126,110 SH   DFND 4 126,110 0 0
ROBERT HALF INTL INC COM 770323103 25,802 408,579 SH   DFND 1 408,579 0 0
ROBERT HALF INTL INC COM 770323103 124 1,968 SH   DFND 2 1,968 0 0
ROBERT HALF INTL INC COM 770323103 10,300 163,100 SH   DFND 4 163,100 0 0
ROCKWELL AUTOMATION INC COM 773903109 14,307 70,592 SH   DFND 1 70,592 0 0
ROCKWELL AUTOMATION INC COM 773903109 413 2,036 SH   DFND 2 2,036 0 0
ROCKWELL AUTOMATION INC COM 773903109 25,374 125,200 SH   DFND 4 125,200 0 0
ROCKY BRANDS INC COM 774515100 1,811 61,546 SH   DFND 4 61,546 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 887 17,852 SH   DFND 1 17,852 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 30,516 613,700 SH   DFND 4 613,700 0 0
ROGERS CORP COM 775133101 1,714 13,743 SH   DFND 1 13,743 0 0
ROGERS CORP COM 775133101 25 200 SH   DFND 4 200 0 0
ROKU INC COM CL A 77543R102 375 2,800 SH   DFND 4 2,800 0 0
ROKU INC COM CL A 77543R102 191 1,429 SH   DFND 2 1,429 0 0
ROLLINS INC COM 775711104 6,525 196,769 SH   DFND 1 196,769 0 0
ROLLINS INC COM 775711104 783 23,600 SH   DFND 4 23,600 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,917 8,234 SH   DFND 1 8,234 0 0
ROPER TECHNOLOGIES INC COM 776696106 618 1,745 SH   DFND 2 1,745 0 0
ROSS STORES INC COM 778296103 11,268 96,788 SH   DFND 1 96,788 0 0
ROSS STORES INC COM 778296103 742 6,370 SH   DFND 2 6,370 0 0
ROSS STORES INC COM 778296103 73,531 631,600 SH   DFND 4 631,600 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 2,733 34,501 SH   DFND 1 34,501 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 26,350 332,550 SH   DFND 4 332,550 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,134 15,980 SH   DFND 1 15,980 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 412 3,088 SH   DFND 2 3,088 0 0
RPM INTL INC COM 749685103 6,235 81,231 SH   DFND 1 81,231 0 0
RPM INTL INC COM 749685103 31 400 SH   DFND 4 400 0 0
RUBICON PROJ INC COM 78112V102 605 74,200 SH   DFND 4 74,200 0 0
RUSH ENTERPRISES INC CL A 781846209 169 3,641 SH   DFND 1 3,641 0 0
RUSH ENTERPRISES INC CL A 781846209 181 3,900 SH   DFND 4 3,900 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 60 2,745 SH   DFND 1 2,745 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 6,933 318,520 SH   DFND 4 318,520 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 773 8,922 SH   DFND 3 8,922 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 13,938 160,839 SH   DFND 4 160,839 0 0
S&P GLOBAL INC COM 78409V104 9,518 34,857 SH   DFND 1 34,857 0 0
S&P GLOBAL INC COM 78409V104 1,157 4,238 SH   DFND 2 4,238 0 0
S&P GLOBAL INC COM 78409V104 26,456 96,890 SH   DFND 4 96,890 0 0
SABRE CORP COM 78573M104 12,030 536,092 SH   DFND 1 536,092 0 0
SAEXPLORATION HLDGS INC COM PAR 78636X873 50 11,407 SH   DFND 3 11,407 0 0
SAFETY INS GROUP INC COM 78648T100 333 3,601 SH   DFND 1 3,601 0 0
SAIA INC COM 78709Y105 1,296 13,920 SH   DFND 1 13,920 0 0
SALESFORCE COM INC COM 79466L302 4,812 29,582 SH   DFND 1 29,582 0 0
SALESFORCE COM INC COM 79466L302 2,153 13,240 SH   DFND 2 13,240 0 0
SALESFORCE COM INC COM 79466L302 18,128 111,464 SH   DFND 3 111,464 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 8,671 475,155 SH   DFND 1 475,155 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 5,572 305,300 SH   DFND 4 305,300 0 0
SANDERSON FARMS INC COM 800013104 9,511 53,975 SH   DFND 1 53,975 0 0
SANDERSON FARMS INC COM 800013104 28,058 159,220 SH   DFND 4 159,220 0 0
SANDY SPRING BANCORP INC COM 800363103 68 1,800 SH   DFND 4 1,800 0 0
SANDY SPRING BANCORP INC COM 800363103 187 4,946 SH   DFND 1 4,946 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 454 4,970 SH   DFND 1 4,970 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,237 24,510 SH   DFND 4 24,510 0 0
SANGAMO THERAPEUTICS INC COM 800677106 326 38,949 SH   DFND 4 38,949 0 0
SANMINA CORPORATION COM 801056102 12,238 357,421 SH   DFND 1 357,421 0 0
SANMINA CORPORATION COM 801056102 75 2,200 SH   DFND 4 2,200 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 17 735 SH   DFND 1 735 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 402 17,200 SH   DFND 4 17,200 0 0
SAUL CTRS INC COM 804395101 5,435 102,977 SH   DFND 4 102,977 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 571 2,368 SH   DFND 2 2,368 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 23,434 97,240 SH   DFND 4 97,240 0 0
SCHLUMBERGER LTD COM 806857108 1,254 31,183 SH   DFND 2 31,183 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 7,183 329,209 SH   DFND 1 329,209 0 0
SCHNITZER STL INDS CL A 806882106 483 22,277 SH   DFND 4 22,277 0 0
SCHNITZER STL INDS CL A 806882106 132 6,095 SH   DFND 1 6,095 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 332 3,816 SH   DFND 1 3,816 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 392 4,500 SH   DFND 3 4,500 0 0
SCORPIO TANKERS INC SHS Y7542C130 1,310 33,294 SH   DFND 4 33,294 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 2,931 27,602 SH   DFND 1 27,602 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 19,659 330,406 SH   DFND 1 330,406 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 304 5,105 SH   DFND 2 5,105 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 95 1,600 SH   DFND 4 1,600 0 0
SEALED AIR CORP NEW COM 81211K100 4,261 106,997 SH   DFND 1 106,997 0 0
SEALED AIR CORP NEW COM 81211K100 52 1,300 SH   DFND 4 1,300 0 0
SEATTLE GENETICS INC COM 812578102 1,866 16,332 SH   DFND 1 16,332 0 0
SEATTLE GENETICS INC COM 812578102 203 1,774 SH   DFND 2 1,774 0 0
SEAWORLD ENTMT INC COM 81282V100 11,519 363,265 SH   DFND 1 363,265 0 0
SEI INVESTMENTS CO COM 784117103 7,000 106,898 SH   DFND 1 106,898 0 0
SEI INVESTMENTS CO COM 784117103 32,682 499,112 SH   DFND 4 499,112 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 207 23,000 SH   DFND 4 23,000 0 0
SELECT MED HLDGS CORP COM 81619Q105 10,713 458,959 SH   DFND 1 458,959 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,273 140,243 SH   DFND 4 140,243 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 3,856 71,900 SH   DFND 4 71,900 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 726 12,100 SH   DFND 4 12,100 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1 33 SH   DFND 1 33 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,499 48,700 SH   DFND 4 48,700 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 4,629 50,500 SH   DFND 4 50,500 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 64 701 SH   DFND 1 701 0 0
SELECTA BIOSCIENCES INC COM 816212104 2,050 861,145 SH   DFND 3 861,145 0 0
SELECTIVE INS GROUP INC COM 816300107 479 7,345 SH   DFND 1 7,345 0 0
SELECTIVE INS GROUP INC COM 816300107 789 12,100 SH   DFND 4 12,100 0 0
SEMPRA ENERGY COM 816851109 5,330 35,186 SH   DFND 1 35,186 0 0
SEMPRA ENERGY COM 816851109 709 4,680 SH   DFND 2 4,680 0 0
SEMPRA ENERGY COM 816851109 7,832 51,700 SH   DFND 4 51,700 0 0
SEMTECH CORP COM 816850101 3,599 68,039 SH   DFND 1 68,039 0 0
SEMTECH CORP COM 816850101 3,444 65,112 SH   DFND 4 65,112 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 9,148 169,812 SH   DFND 1 169,812 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 108 2,000 SH   DFND 4 2,000 0 0
SENSEONICS HLDGS INC COM 81727U105 61 66,200 SH   DFND 4 66,200 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,749 26,471 SH   DFND 1 26,471 0 0
SERVICE CORP INTL COM 817565104 17,257 374,911 SH   DFND 1 374,911 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 628 16,250 SH   DFND 1 16,250 0 0
SERVICENOW INC COM 81762P102 924 3,273 SH   DFND 1 3,273 0 0
SERVICENOW INC COM 81762P102 863 3,057 SH   DFND 2 3,057 0 0
SERVICENOW INC COM 81762P102 19,321 68,437 SH   DFND 3 68,437 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 14,691 6,950,000 PRN   DFND 3 6,950,000 0 0
SFL CORPORATION LTD SHS G7738W106 85 5,861 SH   DFND 1 5,861 0 0
SFL CORPORATION LTD SHS G7738W106 3,312 227,775 SH   DFND 4 227,775 0 0
SHAKE SHACK INC CL A 819047101 3,351 56,255 SH   DFND 1 56,255 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 443 21,800 SH   DFND 4 21,800 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,966 96,878 SH   DFND 1 96,878 0 0
SHERWIN WILLIAMS CO COM 824348106 147,256 252,350 SH   DFND 4 252,350 0 0
SHERWIN WILLIAMS CO COM 824348106 959 1,644 SH   DFND 2 1,644 0 0
SHERWIN WILLIAMS CO COM 824348106 8,117 13,911 SH   DFND 1 13,911 0 0
SHUTTERSTOCK INC COM 825690100 1 19 SH   DFND 1 19 0 0
SHUTTERSTOCK INC COM 825690100 763 17,800 SH   DFND 4 17,800 0 0
SIBANYE STILLWATER SPONSORED ADR 825724206 25,025 2,520,168 SH   DFND 4 2,520,168 0 0
SIERRA BANCORP COM 82620P102 579 19,883 SH   DFND 4 19,883 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2 17 SH   DFND 1 17 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 121 885 SH   DFND 2 885 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 123 900 SH   DFND 4 900 0 0
SIGNET JEWELERS LIMITED SHS G81276100 4,645 213,667 SH   DFND 4 213,667 0 0
SILGAN HOLDINGS INC COM 827048109 37 1,200 SH   DFND 4 1,200 0 0
SILGAN HOLDINGS INC COM 827048109 14,539 467,787 SH   DFND 1 467,787 0 0
SILICON LABORATORIES INC COM 826919102 3,745 32,290 SH   DFND 1 32,290 0 0
SILICON LABORATORIES INC COM 826919102 139 1,200 SH   DFND 4 1,200 0 0
SILVERCORP METALS INC COM 82835P103 83 14,717 SH   DFND 1 14,717 0 0
SILVERCREST METALS INC COM 828363101 86 12,720 SH   DFND 4 12,720 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,265 47,220 SH   DFND 1 47,220 0 0
SIMON PPTY GROUP INC NEW COM 828806109 899 6,038 SH   DFND 2 6,038 0 0
SIMON PPTY GROUP INC NEW COM 828806109 35,629 239,185 SH   DFND 4 239,185 0 0
SIMPLY GOOD FOODS CO COM 82900L102 7,911 277,182 SH   DFND 1 277,182 0 0
SIMPLY GOOD FOODS CO COM 82900L102 6,516 228,300 SH   DFND 4 228,300 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 10,171 126,773 SH   DFND 1 126,773 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 1,059 13,200 SH   DFND 4 13,200 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 6,764 202,903 SH   DFND 1 202,903 0 0
SIRIUS XM HLDGS INC COM 82968B103 108 15,129 SH   DFND 2 15,129 0 0
SIRIUS XM HLDGS INC COM 82968B103 6,383 892,702 SH   DFND 1 892,702 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 3,278 36,159 SH   DFND 1 36,159 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 6,476 143,558 SH   DFND 1 143,558 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 99 2,186 SH   DFND 3 2,186 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 23 500 SH   DFND 4 500 0 0
SJW GROUP COM 784305104 2,228 31,349 SH   DFND 4 31,349 0 0
SKECHERS U S A INC CL A 830566105 3,449 79,856 SH   DFND 1 79,856 0 0
SKECHERS U S A INC CL A 830566105 505 11,700 SH   DFND 4 11,700 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 120 3,778 SH   DFND 1 3,778 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 1,052 33,190 SH   DFND 4 33,190 0 0
SKYWEST INC COM 830879102 521 8,069 SH   DFND 1 8,069 0 0
SKYWEST INC COM 830879102 65 1,000 SH   DFND 4 1,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 356 2,947 SH   DFND 2 2,947 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 17,588 145,500 SH   DFND 4 145,500 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 13,916 115,122 SH   DFND 1 115,122 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 2,006 89,254 SH   DFND 1 89,254 0 0
SLEEP NUMBER CORP COM 83125X103 120 2,429 SH   DFND 1 2,429 0 0
SLEEP NUMBER CORP COM 83125X103 25,608 520,066 SH   DFND 4 520,066 0 0
SLM CORP COM 78442P106 1,316 147,776 SH   DFND 1 147,776 0 0
SLM CORP COM 78442P106 1,927 216,300 SH   DFND 4 216,300 0 0
SM ENERGY CO COM 78454L100 387 34,409 SH   DFND 3 34,409 0 0
SM ENERGY CO COM 78454L100 325 28,913 SH   DFND 4 28,913 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 275 7,243 SH   DFND 1 7,243 0 0
SMARTSHEET INC COM CL A 83200N103 1,653 36,808 SH   DFND 1 36,808 0 0
SMITH A O CORP COM 831865209 15,204 319,145 SH   DFND 1 319,145 0 0
SMUCKER J M CO COM NEW 832696405 14,770 141,842 SH   DFND 1 141,842 0 0
SMUCKER J M CO COM NEW 832696405 253 2,427 SH   DFND 2 2,427 0 0
SMUCKER J M CO COM NEW 832696405 12,641 121,400 SH   DFND 4 121,400 0 0
SNAP INC CL A 83304A106 3,016 184,692 SH   DFND 1 184,692 0 0
SNAP INC CL A 83304A106 206 12,593 SH   DFND 2 12,593 0 0
SNAP ON INC COM 833034101 7,878 46,502 SH   DFND 1 46,502 0 0
SOLAR CAP LTD COM 83413U100 1,084 52,587 SH   DFND 4 52,587 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 677 7,113 SH   DFND 1 7,113 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 466 4,900 SH   DFND 4 4,900 0 0
SOLARWINDS CORP COM 83417Q105 1,862 100,367 SH   DFND 1 100,367 0 0
SONOCO PRODS CO COM 835495102 635 10,297 SH   DFND 1 10,297 0 0
SONOCO PRODS CO COM 835495102 74 1,200 SH   DFND 4 1,200 0 0
SONOS INC COM 83570H108 174 11,154 SH   DFND 1 11,154 0 0
SONOS INC COM 83570H108 1,398 89,500 SH   DFND 4 89,500 0 0
SOUTH ST CORP COM 840441109 1,168 13,468 SH   DFND 1 13,468 0 0
SOUTHERN CO COM 842587107 10,412 163,452 SH   DFND 1 163,452 0 0
SOUTHERN CO COM 842587107 1,131 17,748 SH   DFND 2 17,748 0 0
SOUTHERN CO COM 842587107 21,773 341,800 SH   DFND 4 341,800 0 0
SOUTHERN COPPER CORP COM 84265V105 1,428 33,631 SH   DFND 1 33,631 0 0
SOUTHERN COPPER CORP COM 84265V105 348 8,201 SH   DFND 3 8,201 0 0
SOUTHWEST AIRLS CO COM 844741108 124 2,295 SH   DFND 2 2,295 0 0
SOUTHWEST AIRLS CO COM 844741108 9,085 168,300 SH   DFND 4 168,300 0 0
SOUTHWEST AIRLS CO COM 844741108 3,534 65,460 SH   DFND 1 65,460 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,558 1,883,613 SH   DFND 3 1,883,613 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 87,605 799,756 SH   DFND 1 799,756 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 13,902 216,240 SH   DFND 1 216,240 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 9 134 SH   DFND 2 134 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 161 2,500 SH   DFND 4 2,500 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 13,681 187,718 SH   DFND 1 187,718 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 61,667 846,147 SH   DFND 4 846,147 0 0
SPIRIT AIRLS INC COM 848577102 3,287 81,547 SH   DFND 1 81,547 0 0
SPLUNK INC COM 848637104 909 6,071 SH   DFND 1 6,071 0 0
SPLUNK INC COM 848637104 455 3,040 SH   DFND 2 3,040 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 13,481 11,200,000 PRN   DFND 3 11,200,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 4,877 3,950,000 PRN   DFND 3 3,950,000 0 0
SPOK HLDGS INC COM 84863T106 1,824 149,153 SH   DFND 4 149,153 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 659 82,100 SH   DFND 4 82,100 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 168 1,121 SH   DFND 1 1,121 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 7,622 50,965 SH   DFND 3 50,965 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 3,574 23,900 SH   DFND 4 23,900 0 0
SPRINT CORPORATION COM 85207U105 72 13,826 SH   DFND 2 13,826 0 0
SPRINT CORPORATION COM 85207U105 1,214 233,100 SH   DFND 4 233,100 0 0
SPROUTS FMRS MKT INC COM 85208M102 13,838 715,142 SH   DFND 1 715,142 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,723 140,700 SH   DFND 4 140,700 0 0
SPS COMMERCE INC COM 78463M107 3,943 71,140 SH   DFND 4 71,140 0 0
SPS COMMERCE INC COM 78463M107 4,307 77,711 SH   DFND 1 77,711 0 0
SPX FLOW INC COM 78469X107 222 4,541 SH   DFND 4 4,541 0 0
SPX FLOW INC COM 78469X107 2,807 57,426 SH   DFND 1 57,426 0 0
SQUARE INC CL A 852234103 6,383 102,025 SH   DFND 1 102,025 0 0
SQUARE INC CL A 852234103 351 5,603 SH   DFND 2 5,603 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 9,947 8,920,000 PRN   DFND 3 8,920,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,538 171,620 SH   DFND 1 171,620 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 43 700 SH   DFND 4 700 0 0
STANDEX INTL CORP COM 854231107 249 3,139 SH   DFND 1 3,139 0 0
STANLEY BLACK & DECKER INC COM 854502101 9,933 59,927 SH   DFND 1 59,927 0 0
STANLEY BLACK & DECKER INC COM 854502101 450 2,717 SH   DFND 2 2,717 0 0
STARBUCKS CORP COM 855244109 1,994 22,679 SH   DFND 2 22,679 0 0
STARBUCKS CORP COM 855244109 135,743 1,543,933 SH   DFND 4 1,543,933 0 0
STARBUCKS CORP COM 855244109 20,430 232,371 SH   DFND 1 232,371 0 0
STATE STR CORP COM 857477103 532 6,723 SH   DFND 2 6,723 0 0
STEEL DYNAMICS INC COM 858119100 11,778 346,004 SH   DFND 1 346,004 0 0
STEEL DYNAMICS INC COM 858119100 155 4,561 SH   DFND 2 4,561 0 0
STEEL DYNAMICS INC COM 858119100 506 14,869 SH   DFND 3 14,869 0 0
STEEL DYNAMICS INC COM 858119100 2,210 64,922 SH   DFND 4 64,922 0 0
STEELCASE INC CL A 858155203 21,162 1,034,317 SH   DFND 1 1,034,317 0 0
STEELCASE INC CL A 858155203 630 30,811 SH   DFND 4 30,811 0 0
STERICYCLE INC COM 858912108 441 6,916 SH   DFND 3 6,916 0 0
STERIS PLC SHS USD G8473T100 16,179 106,149 SH   DFND 1 106,149 0 0
STERIS PLC SHS USD G8473T100 12,455 81,713 SH   DFND 4 81,713 0 0
STERLING BANCORP DEL COM 85917A100 1,772 84,081 SH   DFND 1 84,081 0 0
STERLING CONSTRUCTION CO INC COM 859241101 634 45,002 SH   DFND 4 45,002 0 0
STEWART INFORMATION SVCS COR COM 860372101 301 7,368 SH   DFND 1 7,368 0 0
STEWART INFORMATION SVCS COR COM 860372101 330 8,100 SH   DFND 4 8,100 0 0
STIFEL FINL CORP COM 860630102 18,153 299,320 SH   DFND 1 299,320 0 0
STIFEL FINL CORP COM 860630102 49 800 SH   DFND 4 800 0 0
STONECASTLE FINL CORP COM 861780104 225 10,017 SH   DFND 4 10,017 0 0
STONECO LTD COM CL A G85158106 1,330 33,333 SH   DFND 1 33,333 0 0
STRATEGIC ED INC COM 86272C103 14,523 91,395 SH   DFND 1 91,395 0 0
STRYKER CORP COM 863667101 12,421 59,165 SH   DFND 1 59,165 0 0
STRYKER CORP COM 863667101 1,295 6,168 SH   DFND 2 6,168 0 0
STRYKER CORP COM 863667101 315 1,500 SH   DFND 4 1,500 0 0
SUMMIT MATLS INC CL A 86614U100 4,880 204,185 SH   DFND 1 204,185 0 0
SUMMIT MATLS INC CL A 86614U100 2,364 98,900 SH   DFND 4 98,900 0 0
SUN LIFE FINL INC COM 866796105 18,400 402,986 SH   DFND 4 402,986 0 0
SUN LIFE FINL INC COM 866796105 16,038 351,949 SH   DFND 1 351,949 0 0
SUNCOR ENERGY INC NEW COM 867224107 5,415 165,062 SH   DFND 1 165,062 0 0
SUNCOR ENERGY INC NEW COM 867224107 422 12,857 SH   DFND 3 12,857 0 0
SUNCOR ENERGY INC NEW COM 867224107 71,259 2,171,158 SH   DFND 4 2,171,158 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,205 373,900 SH   DFND 4 373,900 0 0
SUPERIOR INDS INTL INC COM 868168105 80 21,694 SH   DFND 4 21,694 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 43 1,825 SH   DFND 1 1,825 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,732 115,191 SH   DFND 4 115,191 0 0
SVB FINL GROUP COM 78486Q101 193 770 SH   DFND 4 770 0 0
SVB FINL GROUP COM 78486Q101 246 978 SH   DFND 2 978 0 0
SVB FINL GROUP COM 78486Q101 4,474 17,819 SH   DFND 1 17,819 0 0
SVMK INC COM 78489X103 547 30,629 SH   DFND 4 30,629 0 0
SVMK INC COM 78489X103 0 9 SH   DFND 1 9 0 0
SYKES ENTERPRISES INC COM 871237103 246 6,652 SH   DFND 1 6,652 0 0
SYNAPTICS INC COM 87157D109 291 4,422 SH   DFND 1 4,422 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 3,663 3,300,000 PRN   DFND 3 3,300,000 0 0
SYNCHRONY FINL COM 87165B103 15,239 423,178 SH   DFND 1 423,178 0 0
SYNCHRONY FINL COM 87165B103 530 14,713 SH   DFND 2 14,713 0 0
SYNCHRONY FINL COM 87165B103 39,768 1,104,364 SH   DFND 4 1,104,364 0 0
SYNEOS HEALTH INC CL A 87166B102 8,296 139,487 SH   DFND 1 139,487 0 0
SYNEOS HEALTH INC CL A 87166B102 530 8,909 SH   DFND 4 8,909 0 0
SYNOPSYS INC COM 871607107 8,038 57,745 SH   DFND 1 57,745 0 0
SYNOPSYS INC COM 871607107 57,545 413,400 SH   DFND 4 413,400 0 0
SYNOVUS FINL CORP COM NEW 87161C501 768 19,585 SH   DFND 1 19,585 0 0
SYSCO CORP COM 871829107 14,657 171,345 SH   DFND 1 171,345 0 0
SYSCO CORP COM 871829107 766 8,960 SH   DFND 2 8,960 0 0
SYSCO CORP COM 871829107 481 5,626 SH   DFND 3 5,626 0 0
SYSCO CORP COM 871829107 78,269 915,000 SH   DFND 4 915,000 0 0
T MOBILE US INC COM 872590104 1,684 21,475 SH   DFND 1 21,475 0 0
T MOBILE US INC COM 872590104 446 5,685 SH   DFND 2 5,685 0 0
T MOBILE US INC COM 872590104 5,050 64,400 SH   DFND 4 64,400 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 7,165 123,329 SH   DFND 3 123,329 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 270,305 4,652,416 SH   DFND 4 4,652,416 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 15,978 130,511 SH   DFND 1 130,511 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 72,870 595,200 SH   DFND 4 595,200 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 8,314 375,861 SH   DFND 3 375,861 0 0
TALOS ENERGY INC COM 87484T108 2,671 88,590 SH   DFND 3 88,590 0 0
TALOS ENERGY INC COM 87484T108 9 300 SH   DFND 4 300 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 593 9,955 SH   DFND 1 9,955 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 1,809 30,343 SH   DFND 4 30,343 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,740 118,100 SH   DFND 4 118,100 0 0
TAPESTRY INC COM 876030107 9,201 341,164 SH   DFND 1 341,164 0 0
TAPESTRY INC COM 876030107 151 5,585 SH   DFND 2 5,585 0 0
TAPESTRY INC COM 876030107 449 16,642 SH   DFND 4 16,642 0 0
TARGA RES CORP COM 87612G101 1,423 34,849 SH   DFND 3 34,849 0 0
TARGA RES CORP COM 87612G101 193 4,719 SH   DFND 2 4,719 0 0
TARGET CORP COM 87612E106 124,076 967,759 SH   DFND 4 967,759 0 0
TARGET CORP COM 87612E106 314 2,448 SH   DFND 3 2,448 0 0
TARGET CORP COM 87612E106 9,591 74,810 SH   DFND 1 74,810 0 0
TARGET CORP COM 87612E106 1,177 9,184 SH   DFND 2 9,184 0 0
TAUBMAN CTRS INC COM 876664103 6,705 215,667 SH   DFND 4 215,667 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 15,988 731,371 SH   DFND 1 731,371 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 23,918 1,094,130 SH   DFND 4 1,094,130 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 449 9,600 SH   DFND 4 9,600 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 251 5,057 SH   DFND 2 5,057 0 0
TE CONNECTIVITY LTD REG SHS H84989104 38 400 SH   DFND 4 400 0 0
TE CONNECTIVITY LTD REG SHS H84989104 9,869 102,975 SH   DFND 1 102,975 0 0
TE CONNECTIVITY LTD REG SHS H84989104 586 6,112 SH   DFND 2 6,112 0 0
TECH DATA CORP COM 878237106 27,291 190,044 SH   DFND 3 190,044 0 0
TECHNIPFMC PLC COM G87110105 155 7,215 SH   DFND 2 7,215 0 0
TECHNIPFMC PLC COM G87110105 3,924 183,000 SH   DFND 4 183,000 0 0
TECK RESOURCES LTD CL B 878742204 1,537 88,475 SH   DFND 1 88,475 0 0
TECK RESOURCES LTD CL B 878742204 9,732 560,318 SH   DFND 3 560,318 0 0
TECK RESOURCES LTD CL B 878742204 5,113 294,400 SH   DFND 4 294,400 0 0
TEEKAY CORPORATION COM Y8564W103 317 59,504 SH   DFND 4 59,504 0 0
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 14,589 9,473,214 SH   DFND 3 9,473,214 0 0
TEEKAY TANKERS LTD CL A Y8565N300 6,799 283,657 SH   DFND 4 283,657 0 0
TEGNA INC COM 87901J105 614 36,810 SH   DFND 1 36,810 0 0
TELADOC HEALTH INC COM 87918A105 4,499 53,740 SH   DFND 3 53,740 0 0
TELADOC HEALTH INC COM 87918A105 1,465 17,500 SH Call DFND 3 17,500 0 0
TELADOC HEALTH INC COM 87918A105 619 7,399 SH   DFND 1 7,399 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,157 3,340 SH   DFND 4 3,340 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,049 3,026 SH   DFND 1 3,026 0 0
TELEFLEX INC COM 879369106 8,921 23,700 SH   DFND 1 23,700 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 1,219 47,926 SH   DFND 4 47,926 0 0
TELUS CORP COM 87971M103 3,969 102,487 SH   DFND 1 102,487 0 0
TELUS CORP COM 87971M103 29,375 757,600 SH   DFND 4 757,600 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,071 12,303 SH   DFND 1 12,303 0 0
TEMPUR SEALY INTL INC COM 88023U101 21,916 251,738 SH   DFND 4 251,738 0 0
TENABLE HLDGS INC COM 88025T102 2,269 94,672 SH   DFND 1 94,672 0 0
TENABLE HLDGS INC COM 88025T102 50 2,100 SH   DFND 4 2,100 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 20 1,724 SH   DFND 3 1,724 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 198 16,893 SH   DFND 4 16,893 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,421 63,638 SH   DFND 1 63,638 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,723 71,606 SH   DFND 4 71,606 0 0
TERADATA CORP DEL COM 88076W103 3,583 133,833 SH   DFND 1 133,833 0 0
TERADYNE INC COM 880770102 11,024 161,672 SH   DFND 1 161,672 0 0
TERADYNE INC COM 880770102 193 2,833 SH   DFND 2 2,833 0 0
TERADYNE INC COM 880770102 191 2,800 SH   DFND 4 2,800 0 0
TEREX CORP NEW COM 880779103 4,158 139,656 SH   DFND 1 139,656 0 0
TEREX CORP NEW COM 880779103 83 2,800 SH   DFND 4 2,800 0 0
TERRAFORM PWR INC COM CL A 88104R209 6,101 396,435 SH   DFND 1 396,435 0 0
TERRAFORM PWR INC COM CL A 88104R209 602 39,100 SH   DFND 4 39,100 0 0
TESLA INC COM 88160R101 978 2,339 SH   DFND 2 2,339 0 0
TESLA INC COM 88160R101 12,215 29,200 SH Put DFND 3 29,200 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 15,424 12,135,000 PRN   DFND 3 12,135,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 11,779 7,800,000 PRN   DFND 3 7,800,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 20,346 14,340,000 PRN   DFND 3 14,340,000 0 0
TETRA TECH INC NEW COM 88162G103 10,742 124,675 SH   DFND 1 124,675 0 0
TETRA TECH INC NEW COM 88162G103 2,159 25,063 SH   DFND 4 25,063 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 520 9,166 SH   DFND 4 9,166 0 0
TEXAS INSTRS INC COM 882508104 15,673 122,170 SH   DFND 1 122,170 0 0
TEXAS INSTRS INC COM 882508104 2,039 15,892 SH   DFND 2 15,892 0 0
TEXAS INSTRS INC COM 882508104 60,489 471,500 SH   DFND 4 471,500 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 10,040 12,851 SH   DFND 3 12,851 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 3,418 4,375 SH   DFND 1 4,375 0 0
TEXAS ROADHOUSE INC COM 882681109 10,940 194,239 SH   DFND 4 194,239 0 0
TEXAS ROADHOUSE INC COM 882681109 21,205 376,523 SH   DFND 1 376,523 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 14,155 297,634 SH   DFND 1 297,634 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 894 18,795 SH   DFND 2 18,795 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 2,642 55,542 SH   DFND 3 55,542 0 0
THE TRADE DESK INC COM CL A 88339J105 1,322 5,090 SH   DFND 1 5,090 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 21,953 67,573 SH   DFND 1 67,573 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,175 6,694 SH   DFND 2 6,694 0 0
THIRD PT REINS LTD COM G8827U100 40 3,823 SH   DFND 1 3,823 0 0
THIRD PT REINS LTD COM G8827U100 7,313 695,116 SH   DFND 4 695,116 0 0
THOMSON REUTERS CORP COM NEW 884903709 10,315 144,000 SH   DFND 4 144,000 0 0
THOMSON REUTERS CORP COM NEW 884903709 9,125 127,453 SH   DFND 1 127,453 0 0
THOR INDS INC COM 885160101 845 11,369 SH   DFND 1 11,369 0 0
TIFFANY & CO NEW COM 886547108 48,168 360,407 SH   DFND 3 360,407 0 0
TILLYS INC CL A 886885102 1,169 95,390 SH   DFND 4 95,390 0 0
TILRAY INC COM CL 2 88688T100 1,582 92,372 SH   DFND 1 92,372 0 0
TIMKEN CO COM 887389104 12,253 217,592 SH   DFND 1 217,592 0 0
TIMKEN CO COM 887389104 3,249 57,706 SH   DFND 4 57,706 0 0
TITAN INTL INC ILL COM 88830M102 60 16,588 SH   DFND 4 16,588 0 0
TIVO CORP COM 88870P106 1,464 172,669 SH   DFND 4 172,669 0 0
TJX COS INC NEW COM 872540109 6,045 98,994 SH   DFND 1 98,994 0 0
TJX COS INC NEW COM 872540109 1,390 22,764 SH   DFND 2 22,764 0 0
TJX COS INC NEW COM 872540109 22,055 361,200 SH   DFND 4 361,200 0 0
TOLL BROTHERS INC COM 889478103 17,732 448,812 SH   DFND 1 448,812 0 0
TOLL BROTHERS INC COM 889478103 1,126 28,489 SH   DFND 4 28,489 0 0
TOOTSIE ROLL INDS INC COM 890516107 497 14,548 SH   DFND 1 14,548 0 0
TOPBUILD CORP COM 89055F103 8,428 81,766 SH   DFND 1 81,766 0 0
TOPBUILD CORP COM 89055F103 4,350 42,200 SH   DFND 4 42,200 0 0
TORO CO COM 891092108 4,037 50,668 SH   DFND 1 50,668 0 0
TORO CO COM 891092108 21,081 264,600 SH   DFND 4 264,600 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 5,639 100,461 SH   DFND 1 100,461 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 28,542 508,200 SH   DFND 4 508,200 0 0
TRACTOR SUPPLY CO COM 892356106 6,403 68,530 SH   DFND 1 68,530 0 0
TRACTOR SUPPLY CO COM 892356106 242 2,590 SH   DFND 2 2,590 0 0
TRACTOR SUPPLY CO COM 892356106 1,619 17,328 SH   DFND 4 17,328 0 0
TRANSDIGM GROUP INC COM 893641100 286 512 SH   DFND 1 512 0 0
TRANSDIGM GROUP INC COM 893641100 439 784 SH   DFND 2 784 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 12,022 12,050,000 PRN   DFND 3 12,050,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,151 167,302 SH   DFND 1 167,302 0 0
TRANSUNION COM 89400J107 8,462 98,852 SH   DFND 1 98,852 0 0
TRANSUNION COM 89400J107 3,133 36,600 SH   DFND 4 36,600 0 0
TRAVELERS COMPANIES INC COM 89417E109 8,677 63,357 SH   DFND 1 63,357 0 0
TRAVELERS COMPANIES INC COM 89417E109 633 4,619 SH   DFND 2 4,619 0 0
TREX CO INC COM 89531P105 3,829 42,607 SH   DFND 1 42,607 0 0
TREX CO INC COM 89531P105 162 1,800 SH   DFND 4 1,800 0 0
TRI POINTE GROUP INC COM 87265H109 19,275 1,237,176 SH   DFND 1 1,237,176 0 0
TRI POINTE GROUP INC COM 87265H109 671 43,100 SH   DFND 4 43,100 0 0
TRIMBLE INC COM 896239100 208 4,989 SH   DFND 2 4,989 0 0
TRIMBLE INC COM 896239100 121 2,900 SH   DFND 4 2,900 0 0
TRIMBLE INC COM 896239100 4,776 114,554 SH   DFND 1 114,554 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 142 150,000 SH   DFND 3 150,000 0 0
TRINET GROUP INC COM 896288107 10,974 193,845 SH   DFND 1 193,845 0 0
TRINET GROUP INC COM 896288107 51 900 SH   DFND 4 900 0 0
TRINITY INDS INC COM 896522109 263 11,888 SH   DFND 1 11,888 0 0
TRINSEO S A SHS L9340P101 8,298 223,009 SH   DFND 1 223,009 0 0
TRINSEO S A SHS L9340P101 2,861 76,882 SH   DFND 4 76,882 0 0
TRIPADVISOR INC COM 896945201 12,207 401,800 SH   DFND 4 401,800 0 0
TRITON INTL LTD CL A G9078F107 7,805 194,148 SH   DFND 1 194,148 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 105 9,224 SH   DFND 1 9,224 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 96 8,400 SH   DFND 4 8,400 0 0
TRUEBLUE INC COM 89785X101 400 16,606 SH   DFND 1 16,606 0 0
TRUIST FINL CORP COM 89832Q109 19,954 354,300 SH   DFND 4 354,300 0 0
TRUIST FINL CORP COM 89832Q109 1,585 28,126 SH   DFND 1 28,126 0 0
TRUIST FINL CORP COM 89832Q109 1,395 24,774 SH   DFND 2 24,774 0 0
TRUSTCO BK CORP N Y COM 898349105 240 27,682 SH   DFND 1 27,682 0 0
TRUSTMARK CORP COM 898402102 1,185 34,353 SH   DFND 1 34,353 0 0
TTM TECHNOLOGIES INC COM 87305R109 263 17,464 SH   DFND 1 17,464 0 0
TTM TECHNOLOGIES INC COM 87305R109 120 8,000 SH   DFND 4 8,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 11,650 7,350,000 PRN   DFND 3 7,350,000 0 0
TWILIO INC CL A 90138F102 193 1,961 SH   DFND 2 1,961 0 0
TWILIO INC CL A 90138F102 5,741 58,415 SH   DFND 3 58,415 0 0
TWIST BIOSCIENCE CORP COM 90184D100 252 12,000 SH   DFND 4 12,000 0 0
TWITTER INC COM 90184L102 2,787 86,940 SH   DFND 1 86,940 0 0
TWITTER INC COM 90184L102 395 12,336 SH   DFND 2 12,336 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 10,811 11,201,000 PRN   DFND 3 11,201,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 13,177 13,550,000 PRN   DFND 3 13,550,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 718 2,394 SH   DFND 1 2,394 0 0
TYSON FOODS INC CL A 902494103 19,227 211,190 SH   DFND 1 211,190 0 0
TYSON FOODS INC CL A 902494103 461 5,069 SH   DFND 2 5,069 0 0
TYSON FOODS INC CL A 902494103 107,535 1,181,188 SH   DFND 4 1,181,188 0 0
U S PHYSICAL THERAPY INC COM 90337L108 179 1,562 SH   DFND 1 1,562 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,292 11,300 SH   DFND 4 11,300 0 0
UBIQUITI INC COM 90353W103 3,340 17,675 SH   DFND 1 17,675 0 0
UDR INC COM 902653104 234 5,008 SH   DFND 2 5,008 0 0
UGI CORP NEW COM 902681105 7,525 166,627 SH   DFND 1 166,627 0 0
UGI CORP NEW COM 902681105 167 3,689 SH   DFND 2 3,689 0 0
UGI CORP NEW COM 902681105 7,841 173,626 SH   DFND 4 173,626 0 0
ULTA BEAUTY INC COM 90384S303 1,713 6,765 SH   DFND 1 6,765 0 0
ULTA BEAUTY INC COM 90384S303 301 1,190 SH   DFND 2 1,190 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 304 12,935 SH   DFND 1 12,935 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,385 59,004 SH   DFND 4 59,004 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,670 39,095 SH   DFND 1 39,095 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,437 57,048 SH   DFND 4 57,048 0 0
UMB FINL CORP COM 902788108 3,441 50,137 SH   DFND 1 50,137 0 0
UNDER ARMOUR INC CL A 904311107 6,893 319,121 SH   DFND 1 319,121 0 0
UNDER ARMOUR INC CL C 904311206 119 6,200 SH   DFND 4 6,200 0 0
UNDER ARMOUR INC CL C 904311206 145 7,544 SH   DFND 2 7,544 0 0
UNIFIRST CORP MASS COM 904708104 10,491 51,940 SH   DFND 4 51,940 0 0
UNIFIRST CORP MASS COM 904708104 23,570 116,697 SH   DFND 1 116,697 0 0
UNION PACIFIC CORP COM 907818108 10,050 55,590 SH   DFND 1 55,590 0 0
UNION PACIFIC CORP COM 907818108 2,222 12,291 SH   DFND 2 12,291 0 0
UNISYS CORP COM NEW 909214306 202 17,053 SH   DFND 1 17,053 0 0
UNISYS CORP COM NEW 909214306 2,436 205,400 SH   DFND 4 205,400 0 0
UNITED AIRLINES HLDGS INC COM 910047109 1,996 22,662 SH   DFND 1 22,662 0 0
UNITED AIRLINES HLDGS INC COM 910047109 119 1,349 SH   DFND 2 1,349 0 0
UNITED AIRLINES HLDGS INC COM 910047109 37,940 430,700 SH   DFND 4 430,700 0 0
UNITED BANKSHARES INC WEST V COM 909907107 409 10,576 SH   DFND 1 10,576 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 5,405 175,054 SH   DFND 1 175,054 0 0
UNITED FIRE GROUP INC COM 910340108 216 4,931 SH   DFND 1 4,931 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,494 21,303 SH   DFND 1 21,303 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,656 14,145 SH   DFND 2 14,145 0 0
UNITED RENTALS INC COM 911363109 8,752 52,477 SH   DFND 1 52,477 0 0
UNITED RENTALS INC COM 911363109 290 1,739 SH   DFND 2 1,739 0 0
UNITED RENTALS INC COM 911363109 94,086 564,165 SH   DFND 4 564,165 0 0
UNITED STATES CELLULAR CORP COM 911684108 312 8,600 SH   DFND 4 8,600 0 0
UNITED STATES STL CORP NEW COM 912909108 1,138 99,705 SH   DFND 1 99,705 0 0
UNITED STATES STL CORP NEW COM 912909108 208 18,222 SH   DFND 3 18,222 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,864 12,447 SH   DFND 1 12,447 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,371 15,834 SH   DFND 2 15,834 0 0
UNITED TECHNOLOGIES CORP COM 913017109 6,664 44,500 SH   DFND 4 44,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 19,678 66,935 SH   DFND 1 66,935 0 0
UNITEDHEALTH GROUP INC COM 91324P102 12,064 41,036 SH   DFND 4 41,036 0 0
UNITEDHEALTH GROUP INC COM 91324P102 4,787 16,282 SH   DFND 2 16,282 0 0
UNITIL CORP COM 913259107 34 542 SH   DFND 1 542 0 0
UNITIL CORP COM 913259107 4,433 71,710 SH   DFND 4 71,710 0 0
UNIVERSAL CORP VA COM 913456109 2,834 49,670 SH   DFND 1 49,670 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 4,333 21,026 SH   DFND 1 21,026 0 0
UNIVERSAL ELECTRS INC COM 913483103 222 4,249 SH   DFND 1 4,249 0 0
UNIVERSAL ELECTRS INC COM 913483103 16 300 SH   DFND 4 300 0 0
UNIVERSAL FST PRODS INC COM 913543104 18,122 379,911 SH   DFND 1 379,911 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 336 2,339 SH   DFND 3 2,339 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 17,344 120,900 SH   DFND 4 120,900 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 218 1,521 SH   DFND 2 1,521 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 18,330 127,774 SH   DFND 1 127,774 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 312 11,149 SH   DFND 1 11,149 0 0
UNUM GROUP COM 91529Y106 12,777 438,164 SH   DFND 1 438,164 0 0
UNUM GROUP COM 91529Y106 124 4,237 SH   DFND 2 4,237 0 0
UNUM GROUP COM 91529Y106 26,019 892,289 SH   DFND 4 892,289 0 0
URBAN EDGE PPTYS COM 91704F104 723 37,700 SH   DFND 4 37,700 0 0
URBAN OUTFITTERS INC COM 917047102 2,885 103,898 SH   DFND 1 103,898 0 0
URBAN OUTFITTERS INC COM 917047102 125 4,500 SH   DFND 4 4,500 0 0
US BANCORP DEL COM NEW 902973304 23,135 390,200 SH   DFND 4 390,200 0 0
US BANCORP DEL COM NEW 902973304 9,224 155,578 SH   DFND 1 155,578 0 0
US BANCORP DEL COM NEW 902973304 1,667 28,110 SH   DFND 2 28,110 0 0
US BANCORP DEL COM NEW 902973304 947 15,985 SH   DFND 3 15,985 0 0
US FOODS HLDG CORP COM 912008109 67,663 1,615,249 SH   DFND 4 1,615,249 0 0
US FOODS HLDG CORP COM 912008109 183 4,375 SH   DFND 3 4,375 0 0
US FOODS HLDG CORP COM 912008109 3,730 89,044 SH   DFND 1 89,044 0 0
USANA HEALTH SCIENCES INC COM 90328M107 13,817 175,900 SH   DFND 4 175,900 0 0
V F CORP COM 918204108 1,530 15,347 SH   DFND 1 15,347 0 0
V F CORP COM 918204108 930 9,328 SH   DFND 2 9,328 0 0
V F CORP COM 918204108 2,462 24,700 SH   DFND 4 24,700 0 0
VAIL RESORTS INC COM 91879Q109 14,437 60,198 SH   DFND 1 60,198 0 0
VALE S A SPONSORED ADS 91912E105 7,661 580,408 SH   DFND 3 580,408 0 0
VALE S A SPONSORED ADS 91912E105 28,052 2,125,130 SH   DFND 4 2,125,130 0 0
VALERO ENERGY CORP NEW COM 91913Y100 14,151 151,100 SH   DFND 4 151,100 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,733 61,215 SH   DFND 1 61,215 0 0
VALERO ENERGY CORP NEW COM 91913Y100 666 7,115 SH   DFND 2 7,115 0 0
VALLEY NATL BANCORP COM 919794107 2,960 258,561 SH   DFND 1 258,561 0 0
VALMONT INDS INC COM 920253101 45 300 SH   DFND 4 300 0 0
VALMONT INDS INC COM 920253101 8,377 55,933 SH   DFND 1 55,933 0 0
VALVOLINE INC COM 92047W101 5,643 263,590 SH   DFND 1 263,590 0 0
VALVOLINE INC COM 92047W101 32 1,500 SH   DFND 4 1,500 0 0
VANDA PHARMACEUTICALS INC COM 921659108 4,786 291,647 SH   DFND 4 291,647 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 23,397 365,296 SH   DFND 1 365,296 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 9,345 274,759 SH   DFND 1 274,759 0 0
VANECK VECTORS ETF TRUST RUSSIA ETF 92189F403 7,191 287,982 SH   DFND 1 287,982 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 6,572 81,524 SH   DFND 1 81,524 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 16,694 179,911 SH   DFND 1 179,911 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 60,916 1,369,820 SH   DFND 1 1,369,820 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,458 26,913 SH   DFND 1 26,913 0 0
VAREX IMAGING CORP COM 92214X106 224 7,530 SH   DFND 1 7,530 0 0
VAREX IMAGING CORP COM 92214X106 1,960 65,740 SH   DFND 4 65,740 0 0
VARIAN MED SYS INC COM 92220P105 11,283 79,456 SH   DFND 1 79,456 0 0
VARIAN MED SYS INC COM 92220P105 234 1,648 SH   DFND 2 1,648 0 0
VARIAN MED SYS INC COM 92220P105 382 2,689 SH   DFND 3 2,689 0 0
VARIAN MED SYS INC COM 92220P105 17,768 125,120 SH   DFND 4 125,120 0 0
VECTOR GROUP LTD COM 92240M108 255 19,086 SH   DFND 1 19,086 0 0
VECTOR GROUP LTD COM 92240M108 19,532 1,458,697 SH   DFND 4 1,458,697 0 0
VECTRUS INC COM 92242T101 6,319 123,271 SH   DFND 4 123,271 0 0
VEEVA SYS INC CL A COM 922475108 342 2,433 SH   DFND 2 2,433 0 0
VEEVA SYS INC CL A COM 922475108 53,444 379,950 SH   DFND 4 379,950 0 0
VEEVA SYS INC CL A COM 922475108 10,503 74,673 SH   DFND 1 74,673 0 0
VENTAS INC COM 92276F100 400 6,921 SH   DFND 2 6,921 0 0
VEONEER INCORPORATED COM 92336X109 631 40,372 SH   DFND 1 40,372 0 0
VERICEL CORP COM 92346J108 127 7,278 SH   DFND 1 7,278 0 0
VERICEL CORP COM 92346J108 176 10,100 SH   DFND 4 10,100 0 0
VERINT SYS INC COM 92343X100 6,953 125,587 SH   DFND 1 125,587 0 0
VERINT SYS INC COM 92343X100 3,988 72,034 SH   DFND 4 72,034 0 0
VERISIGN INC COM 92343E102 13,599 70,578 SH   DFND 1 70,578 0 0
VERISIGN INC COM 92343E102 462 2,396 SH   DFND 2 2,396 0 0
VERISIGN INC COM 92343E102 127,616 662,320 SH   DFND 4 662,320 0 0
VERISK ANALYTICS INC COM 92345Y106 408 2,730 SH   DFND 2 2,730 0 0
VERISK ANALYTICS INC COM 92345Y106 75 500 SH   DFND 4 500 0 0
VERISK ANALYTICS INC COM 92345Y106 12,709 85,100 SH   DFND 1 85,100 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,818 111,044 SH   DFND 1 111,044 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,953 80,660 SH   DFND 2 80,660 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1 13 SH   DFND 3 13 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 29,510 480,615 SH   DFND 4 480,615 0 0
VERRA MOBILITY CORP COM 92511U102 6,348 453,760 SH   DFND 1 453,760 0 0
VERSO CORP CL A 92531L207 2,661 147,613 SH   DFND 4 147,613 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,450 29,458 SH   DFND 1 29,458 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 969 4,427 SH   DFND 2 4,427 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 44,333 202,480 SH   DFND 4 202,480 0 0
VIACOMCBS INC CL B 92556H206 9,449 225,119 SH   DFND 1 225,119 0 0
VIACOMCBS INC CL B 92556H206 453 10,797 SH   DFND 2 10,797 0 0
VIACOMCBS INC CL B 92556H206 34 800 SH   DFND 4 800 0 0
VIASAT INC COM 92552V100 504 6,884 SH   DFND 1 6,884 0 0
VIAVI SOLUTIONS INC COM 925550105 4,269 284,615 SH   DFND 1 284,615 0 0
VIAVI SOLUTIONS INC COM 925550105 34 2,300 SH   DFND 4 2,300 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 8,277 6,410,000 PRN   DFND 3 6,410,000 0 0
VICI PPTYS INC COM 925652109 6,252 244,700 SH   DFND 4 244,700 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 82,764 5,840,757 SH   DFND 4 5,840,757 0 0
VIRTUSA CORP COM 92827P102 239 5,262 SH   DFND 1 5,262 0 0
VIRTUSA CORP COM 92827P102 63 1,400 SH   DFND 4 1,400 0 0
VISA INC COM CL A 92826C839 47,613 253,400 SH   DFND 3 253,400 0 0
VISA INC COM CL A 92826C839 6,539 34,800 SH   DFND 4 34,800 0 0
VISA INC COM CL A 92826C839 13,834 73,626 SH   DFND 1 73,626 0 0
VISA INC COM CL A 92826C839 5,580 29,695 SH   DFND 2 29,695 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 9,135 429,074 SH   DFND 1 429,074 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 5,263 5,250,000 PRN   DFND 3 5,250,000 0 0
VISTEON CORP COM NEW 92839U206 3,780 43,658 SH   DFND 1 43,658 0 0
VISTRA ENERGY CORP COM 92840M102 16,449 715,483 SH   DFND 1 715,483 0 0
VISTRA ENERGY CORP COM 92840M102 164 7,149 SH   DFND 2 7,149 0 0
VISTRA ENERGY CORP COM 92840M102 130,308 5,668,015 SH   DFND 4 5,668,015 0 0
VMWARE INC CL A COM 928563402 12,434 81,914 SH   DFND 1 81,914 0 0
VMWARE INC CL A COM 928563402 774 5,100 SH   DFND 4 5,100 0 0
VONAGE HLDGS CORP COM 92886T201 1,276 172,700 SH   DFND 4 172,700 0 0
VORNADO RLTY TR SH BEN INT 929042109 212 3,188 SH   DFND 2 3,188 0 0
VOYA FINL INC COM 929089100 10,456 171,464 SH   DFND 1 171,464 0 0
VOYA FINL INC COM 929089100 402 6,595 SH   DFND 2 6,595 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 159 11,363 SH   DFND 1 11,363 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 1,487 106,600 SH   DFND 4 106,600 0 0
VULCAN MATLS CO COM 929160109 2,402 16,684 SH   DFND 1 16,684 0 0
VULCAN MATLS CO COM 929160109 349 2,424 SH   DFND 2 2,424 0 0
VULCAN MATLS CO COM 929160109 539 3,745 SH   DFND 3 3,745 0 0
VULCAN MATLS CO COM 929160109 461 3,200 SH   DFND 4 3,200 0 0
W & T OFFSHORE INC COM 92922P106 7,959 1,431,450 SH   DFND 4 1,431,450 0 0
WABASH NATL CORP COM 929566107 210 14,317 SH   DFND 1 14,317 0 0
WABASH NATL CORP COM 929566107 2,413 164,275 SH   DFND 4 164,275 0 0
WABCO HLDGS INC COM 92927K102 6,532 48,210 SH   DFND 3 48,210 0 0
WABTEC CORP COM 929740108 223 2,863 SH   DFND 2 2,863 0 0
WADDELL & REED FINL INC CL A 930059100 5,884 351,900 SH   DFND 4 351,900 0 0
WADDELL & REED FINL INC CL A 930059100 144 8,592 SH   DFND 1 8,592 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 13,408 227,403 SH   DFND 1 227,403 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 873 14,800 SH   DFND 2 14,800 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,621 27,489 SH   DFND 3 27,489 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,726 63,200 SH   DFND 4 63,200 0 0
WALKER & DUNLOP INC COM 93148P102 8,598 132,929 SH   DFND 1 132,929 0 0
WALKER & DUNLOP INC COM 93148P102 1,959 30,280 SH   DFND 4 30,280 0 0
WALMART INC COM 931142103 2,977 25,058 SH   DFND 2 25,058 0 0
WALMART INC COM 931142103 15,663 131,800 SH   DFND 4 131,800 0 0
WALMART INC COM 931142103 3,651 30,720 SH   DFND 1 30,720 0 0
WARRIOR MET COAL INC COM 93627C101 2,380 112,639 SH   DFND 4 112,639 0 0
WASHINGTON FED INC COM 938824109 5,929 161,795 SH   DFND 1 161,795 0 0
WASTE CONNECTIONS INC COM 94106B101 472 5,198 SH   DFND 2 5,198 0 0
WASTE CONNECTIONS INC COM 94106B101 11,299 124,455 SH   DFND 4 124,455 0 0
WASTE MGMT INC DEL COM 94106L109 7,561 66,346 SH   DFND 1 66,346 0 0
WASTE MGMT INC DEL COM 94106L109 893 7,836 SH   DFND 2 7,836 0 0
WASTE MGMT INC DEL COM 94106L109 15,651 137,335 SH   DFND 4 137,335 0 0
WATERS CORP COM 941848103 348 1,489 SH   DFND 2 1,489 0 0
WATERS CORP COM 941848103 107,020 458,037 SH   DFND 4 458,037 0 0
WATERS CORP COM 941848103 14,403 61,646 SH   DFND 1 61,646 0 0
WATSCO INC COM 942622200 12,417 68,928 SH   DFND 1 68,928 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 11,642 116,699 SH   DFND 1 116,699 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 9,253 92,750 SH   DFND 4 92,750 0 0
WAYFAIR INC CL A 94419L101 485 5,366 SH   DFND 1 5,366 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 8,830 8,500,000 PRN   DFND 3 8,500,000 0 0
WD-40 CO COM 929236107 3,285 16,921 SH   DFND 1 16,921 0 0
WD-40 CO COM 929236107 32,117 165,431 SH   DFND 4 165,431 0 0
WEC ENERGY GROUP INC COM 92939U106 499 5,414 SH   DFND 2 5,414 0 0
WEC ENERGY GROUP INC COM 92939U106 3,864 41,900 SH   DFND 4 41,900 0 0
WEC ENERGY GROUP INC COM 92939U106 19,429 210,654 SH   DFND 1 210,654 0 0
WELBILT INC COM 949090104 966 61,885 SH   DFND 1 61,885 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 306 926 SH   DFND 2 926 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 51,531 156,055 SH   DFND 3 156,055 0 0
WELLS FARGO CO NEW COM 949746101 2,285 42,478 SH   DFND 1 42,478 0 0
WELLS FARGO CO NEW COM 949746101 3,846 71,493 SH   DFND 2 71,493 0 0
WELLS FARGO CO NEW COM 949746101 764 14,200 SH   DFND 4 14,200 0 0
WELLTOWER INC COM 95040Q104 592 7,233 SH   DFND 2 7,233 0 0
WENDYS CO COM 95058W100 15,640 704,187 SH   DFND 1 704,187 0 0
WENDYS CO COM 95058W100 62 2,800 SH   DFND 4 2,800 0 0
WERNER ENTERPRISES INC COM 950755108 3,083 84,698 SH   DFND 1 84,698 0 0
WESCO INTL INC COM 95082P105 3,332 56,099 SH   DFND 4 56,099 0 0
WESCO INTL INC COM 95082P105 15,804 266,114 SH   DFND 1 266,114 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 7,573 50,370 SH   DFND 1 50,370 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,804 12,000 SH   DFND 4 12,000 0 0
WESTERN ALLIANCE BANCORP COM 957638109 5,120 89,818 SH   DFND 1 89,818 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,049 18,400 SH   DFND 4 18,400 0 0
WESTERN DIGITAL CORP COM 958102105 1 9 SH   DFND 1 9 0 0
WESTERN DIGITAL CORP COM 958102105 306 4,828 SH   DFND 2 4,828 0 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 1,468 1,490,000 PRN   DFND 3 1,490,000 0 0
WESTERN UN CO COM 959802109 12,221 456,348 SH   DFND 1 456,348 0 0
WESTERN UN CO COM 959802109 9,863 368,300 SH   DFND 4 368,300 0 0
WESTLAKE CHEM CORP COM 960413102 58 821 SH   DFND 2 821 0 0
WESTLAKE CHEM CORP COM 960413102 175 2,500 SH   DFND 4 2,500 0 0
WESTLAKE CHEM CORP COM 960413102 2,458 35,037 SH   DFND 1 35,037 0 0
WESTROCK CO COM 96145D105 5,854 136,420 SH   DFND 1 136,420 0 0
WESTROCK CO COM 96145D105 210 4,896 SH   DFND 2 4,896 0 0
WESTROCK CO COM 96145D105 1,387 32,322 SH   DFND 4 32,322 0 0
WEX INC COM 96208T104 3,609 17,228 SH   DFND 1 17,228 0 0
WEX INC COM 96208T104 209 1,000 SH   DFND 4 1,000 0 0
WEYERHAEUSER CO COM 962166104 418 13,854 SH   DFND 2 13,854 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 280 9,418 SH   DFND 1 9,418 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 66,862 2,247,470 SH   DFND 4 2,247,470 0 0
WHIRLPOOL CORP COM 963320106 15,204 103,061 SH   DFND 1 103,061 0 0
WHIRLPOOL CORP COM 963320106 203 1,374 SH   DFND 2 1,374 0 0
WHIRLPOOL CORP COM 963320106 620 4,200 SH   DFND 4 4,200 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 4,764 4,271 SH   DFND 4 4,271 0 0
WILEY JOHN & SONS INC CL A 968223206 3,678 75,810 SH   DFND 1 75,810 0 0
WILEY JOHN & SONS INC CL A 968223206 8,603 177,300 SH   DFND 4 177,300 0 0
WILLIAMS COS INC DEL COM 969457100 13,444 566,792 SH   DFND 3 566,792 0 0
WILLIAMS COS INC DEL COM 969457100 4,208 177,400 SH   DFND 4 177,400 0 0
WILLIAMS COS INC DEL COM 969457100 507 21,358 SH   DFND 2 21,358 0 0
WILLIAMS COS INC DEL COM 969457100 1 50 SH   DFND 1 50 0 0
WILLIAMS SONOMA INC COM 969904101 3,990 54,335 SH   DFND 1 54,335 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 830 4,107 SH   DFND 1 4,107 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 481 2,384 SH   DFND 2 2,384 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 8,849 43,821 SH   DFND 4 43,821 0 0
WINGSTOP INC COM 974155103 977 11,325 SH   DFND 1 11,325 0 0
WINGSTOP INC COM 974155103 4,236 49,125 SH   DFND 4 49,125 0 0
WINMARK CORP COM 974250102 1,388 7,001 SH   DFND 4 7,001 0 0
WINNEBAGO INDS INC COM 974637100 31 587 SH   DFND 3 587 0 0
WINNEBAGO INDS INC COM 974637100 34 646 SH   DFND 1 646 0 0
WINNEBAGO INDS INC COM 974637100 5,642 106,500 SH   DFND 4 106,500 0 0
WINTRUST FINL CORP COM 97650W108 6,034 85,100 SH   DFND 4 85,100 0 0
WINTRUST FINL CORP COM 97650W108 1 19 SH   DFND 1 19 0 0
WISDOMTREE INVTS INC COM 97717P104 170 35,029 SH   DFND 1 35,029 0 0
WIX COM LTD NOTE 7/0 92940WAB5 4,565 4,000,000 PRN   DFND 3 4,000,000 0 0
WIX COM LTD SHS M98068105 1,285 10,500 SH   DFND 3 10,500 0 0
WOLVERINE WORLD WIDE INC COM 978097103 4,754 140,917 SH   DFND 1 140,917 0 0
WOLVERINE WORLD WIDE INC COM 978097103 13 400 SH   DFND 4 400 0 0
WOODWARD INC COM 980745103 2,515 21,235 SH   DFND 1 21,235 0 0
WOODWARD INC COM 980745103 249 2,100 SH   DFND 4 2,100 0 0
WORKDAY INC CL A 98138H101 2,386 14,505 SH   DFND 1 14,505 0 0
WORKDAY INC CL A 98138H101 420 2,557 SH   DFND 2 2,557 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,960 7,000,000 PRN   DFND 3 7,000,000 0 0
WORKIVA INC COM CL A 98139A105 1,009 24,001 SH   DFND 1 24,001 0 0
WORKIVA INC COM CL A 98139A105 181 4,308 SH   DFND 4 4,308 0 0
WORLD FUEL SVCS CORP COM 981475106 6,241 143,731 SH   DFND 1 143,731 0 0
WORLD FUEL SVCS CORP COM 981475106 1,385 31,900 SH   DFND 4 31,900 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 924 14,238 SH   DFND 1 14,238 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 20,530 316,485 SH   DFND 3 316,485 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 6,801 104,841 SH   DFND 4 104,841 0 0
WORTHINGTON INDS INC COM 981811102 3,967 94,028 SH   DFND 1 94,028 0 0
WORTHINGTON INDS INC COM 981811102 34 800 SH   DFND 4 800 0 0
WPX ENERGY INC COM 98212B103 136 9,888 SH   DFND 3 9,888 0 0
WPX ENERGY INC COM 98212B103 3,773 274,600 SH   DFND 4 274,600 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 6,197 203,318 SH   DFND 3 203,318 0 0
WSFS FINL CORP COM 929328102 300 6,834 SH   DFND 1 6,834 0 0
WW INTL INC COM 98262P101 2,971 77,753 SH   DFND 1 77,753 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 12,209 236,194 SH   DFND 1 236,194 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,323 25,600 SH   DFND 4 25,600 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 800 12,735 SH   DFND 1 12,735 0 0
WYNN RESORTS LTD COM 983134107 1,025 7,380 SH   DFND 1 7,380 0 0
XCEL ENERGY INC COM 98389B100 1,659 26,123 SH   DFND 1 26,123 0 0
XCEL ENERGY INC COM 98389B100 557 8,779 SH   DFND 2 8,779 0 0
XENCOR INC COM 98401F105 5,511 160,271 SH   DFND 1 160,271 0 0
XENCOR INC COM 98401F105 1,635 47,537 SH   DFND 4 47,537 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 11,427 309,918 SH   DFND 1 309,918 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 179 4,848 SH   DFND 2 4,848 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 619 16,800 SH   DFND 4 16,800 0 0
XILINX INC COM 983919101 11,888 121,597 SH   DFND 1 121,597 0 0
XILINX INC COM 983919101 367 3,750 SH   DFND 2 3,750 0 0
XILINX INC COM 983919101 98 1,000 SH   DFND 4 1,000 0 0
XPERI CORP COM 98421B100 265 14,333 SH   DFND 1 14,333 0 0
XPERI CORP COM 98421B100 4,949 267,517 SH   DFND 4 267,517 0 0
XPO LOGISTICS INC COM 983793100 2,173 27,258 SH   DFND 1 27,258 0 0
XPO LOGISTICS INC COM 983793100 261 3,277 SH   DFND 2 3,277 0 0
XPO LOGISTICS INC COM 983793100 191 2,400 SH   DFND 4 2,400 0 0
XYLEM INC COM 98419M100 1,384 17,563 SH   DFND 1 17,563 0 0
XYLEM INC COM 98419M100 261 3,310 SH   DFND 2 3,310 0 0
XYLEM INC COM 98419M100 4,200 53,300 SH   DFND 4 53,300 0 0
YANDEX N V SHS CLASS A N97284108 3,638 83,648 SH   DFND 1 83,648 0 0
YELP INC CL A 985817105 2,155 61,860 SH   DFND 4 61,860 0 0
YELP INC CL A 985817105 379 10,868 SH   DFND 1 10,868 0 0
YETI HLDGS INC COM 98585X104 263 7,570 SH   DFND 1 7,570 0 0
YEXT INC COM 98585N106 916 63,532 SH   DFND 1 63,532 0 0
YUM BRANDS INC COM 988498101 9,141 90,744 SH   DFND 1 90,744 0 0
YUM BRANDS INC COM 988498101 536 5,325 SH   DFND 2 5,325 0 0
YUM BRANDS INC COM 988498101 18,313 181,800 SH   DFND 4 181,800 0 0
YUM CHINA HLDGS INC COM 98850P109 11,879 247,417 SH   DFND 1 247,417 0 0
YUM CHINA HLDGS INC COM 98850P109 18,343 382,058 SH   DFND 4 382,058 0 0
ZAGG INC COM 98884U108 137 16,866 SH   DFND 3 16,866 0 0
ZAYO GROUP HLDGS INC COM 98919V105 145 4,195 SH   DFND 2 4,195 0 0
ZAYO GROUP HLDGS INC COM 98919V105 41,581 1,200,032 SH   DFND 3 1,200,032 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,712 10,617 SH   DFND 1 10,617 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 20,886 81,765 SH   DFND 4 81,765 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 4,812 4,300,000 PRN   DFND 3 4,300,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 14,696 98,183 SH   DFND 1 98,183 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 513 3,428 SH   DFND 2 3,428 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 14,137 94,448 SH   DFND 3 94,448 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 14,848 99,200 SH   DFND 4 99,200 0 0
ZIONS BANCORPORATION N A COM 989701107 7,206 138,787 SH   DFND 1 138,787 0 0
ZIONS BANCORPORATION N A COM 989701107 197 3,795 SH   DFND 2 3,795 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 119 25,288 SH   DFND 1 25,288 0 0
ZOETIS INC CL A 98978V103 7,699 58,168 SH   DFND 1 58,168 0 0
ZOETIS INC CL A 98978V103 6,803 51,400 SH   DFND 4 51,400 0 0
ZOETIS INC CL A 98978V103 942 7,114 SH   DFND 2 7,114 0 0
ZOETIS INC CL A 98978V103 7,683 58,049 SH   DFND 3 58,049 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 3,332 48,958 SH   DFND 1 48,958 0 0
ZSCALER INC COM 98980G102 2,979 64,060 SH   DFND 1 64,060 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 257 10,987 SH   DFND 3 10,987 0 0
ZUMIEZ INC COM 989817101 642 18,600 SH   DFND 4 18,600 0 0
ZYMEWORKS INC COM 98985W102 154 3,393 SH   DFND 1 3,393 0 0
ZYMEWORKS INC COM 98985W102 1,859 40,901 SH   DFND 4 40,901 0 0
ZYNGA INC CL A 98986T108 26 4,200 SH   DFND 4 4,200 0 0
ZYNGA INC CL A 98986T108 3,318 542,264 SH   DFND 1 542,264 0 0